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MRCI's End of Day Prices

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MRCI's End of Day Prices
Daily Futures Price Listing Thu January 06, 2011
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan11 110106 1384.50 1390.00 1369.50 1369.50 -16.50 9,691 8,242 -4,082
Mar11 110106 1392.50 1398.75 1376.00 1378.00 -15.50 102,637 306,514 +3,754
May11 110106 1399.50 1405.75 1384.50 1386.50 -14.00 20,373 91,013 +1,575
Jul11 110106 1402.50 1407.00 1387.75 1389.50 -12.75 19,293 77,206 +2,127
Aug11 110106 1370.75 1375.00 1359.00 1361.00 -12.50 249 2,303 +40
Sep11 110106 1329.75 1333.00 1322.00 1322.00 -11.00 116 2,646 +0
Nov11 110106 1295.00 1300.75 1284.00 1286.00 -9.50 11,793 117,023 -166
Total Volume and Open Interest 165,160 626,287 +3,676
Soybean Meal(CBOT)
Jan11 110106 369.10 369.10 363.90 365.20 -4.10 3,207 2,378 -186
Mar11 110106 373.00 373.00 367.60 369.10 -3.90 31,221 99,220 +1,986
May11 110106 374.10 374.10 369.40 370.90 -3.20 5,074 27,839 +685
Jul11 110106 374.10 374.10 369.50 371.00 -3.10 5,990 23,764 +1,323
Aug11 110106 363.50 363.50 359.70 360.90 -2.60 336 6,368 +37
Sep11 110106 349.50 349.60 348.00 349.50 -2.20 691 5,679 +29
Oct11 110106 334.50 334.80 331.30 332.50 -2.30 339 5,257 +42
Dec11 110106 332.00 332.00 328.10 330.00 -2.20 2,405 20,349 -216
Total Volume and Open Interest 49,333 193,783 +3,748
Soybean Oil(CBOT)
Jan11 110106 57.40 57.50 56.90 56.90 -0.35 4,367 3,823 -206
Mar11 110106 57.77 58.50 57.26 57.41 -0.35 48,692 206,793 +3,513
May11 110106 58.21 58.90 57.66 57.82 -0.39 9,506 58,608 +723
Jul11 110106 58.40 59.08 57.86 58.01 -0.39 10,309 50,992 +2,639
Aug11 110106 58.71 58.96 57.99 57.99 -0.41 774 5,133 +269
Sep11 110106 58.72 58.72 57.92 57.92 -0.44 1,732 6,411 +650
Oct11 110106 58.89 58.89 57.69 57.77 -0.44 751 8,181 +199
Dec11 110106 58.20 58.83 57.63 57.73 -0.46 3,323 26,683 +603
Total Volume and Open Interest 79,482 367,632 +8,416
Canola(WCE)
Jan11 110106 585.5 586.0 581.5 581.9 -2.7 104 478 -197
Mar11 110106 590.0 591.0 584.8 586.6 -2.5 8,264 123,051 -1,280
May11 110106 588.8 596.8 588.8 593.1 -1.8 4,152 12,104 +1,164
Jul11 110106 591.5 598.2 591.5 593.1 -2.2 844 17,617 +358
Nov11 110106 530.9 534.8 528.9 528.9 -3.3 1,499 37,993 +684
Total Volume and Open Interest 15,064 194,389 +811
Corn(CBOT)
Mar11 110106 618.75 621.50 600.25 602.00 -17.25 164,318 722,513 +2,684
May11 110106 627.00 629.50 608.75 610.75 -16.75 26,284 213,743 +1,558
Jul11 110106 630.75 633.25 613.00 615.00 -16.75 36,122 233,965 +2,138
Sep11 110106 585.00 587.75 574.00 575.25 -12.25 3,476 44,097 +628
Dec11 110106 556.00 560.25 549.25 550.00 -8.25 42,906 273,426 +2,374
Mar12 110106 564.00 568.00 557.50 558.25 -8.25 1,834 22,132 +267
Total Volume and Open Interest 277,536 1,556,130 +9,975
Wheat(CBOT)
Mar11 110106 809.00 809.75 787.75 789.00 -19.25 43,836 231,503 +3,372
May11 110106 834.50 835.50 815.00 816.25 -18.75 9,807 68,245 +125
Jul11 110106 846.25 847.00 827.25 828.25 -18.00 7,493 108,634 +113
Sep11 110106 864.00 864.00 844.25 845.00 -17.00 1,244 19,823 +82
Dec11 110106 875.00 875.00 859.50 860.75 -15.25 3,919 59,649 +634
Total Volume and Open Interest 66,904 503,098 +4,560
Wheat(KCBT)
Mar11 110106 873.00 873.50 857.00 858.50 -14.75 12,548 110,418 -1,178
May11 110106 881.25 882.50 867.25 868.25 -14.50 2,778 30,293 +469
Jul11 110106 887.00 887.00 870.50 873.50 -14.00 2,527 53,233 -639
Sep11 110106 890.50 893.75 881.50 882.25 -14.25 302 13,670 -2
Dec11 110106 900.00 901.75 888.25 889.50 -14.25 438 10,572 -66
Total Volume and Open Interest 18,636 220,480 -1,390
Wheat(MGE)
Mar11 110106 900.50 900.50 881.75 883.75 -15.25 4,305 26,921 -1,061
May11 110106 907.00 907.00 890.50 892.50 -13.50 987 13,349 +168
Jul11 110106 907.00 907.00 893.50 896.50 -10.50 464 9,766 +64
Sep11 110106 898.00 899.00 885.25 887.75 -12.00 625 9,800 +213
Dec11 110106 901.00 902.50 889.75 890.75 -10.50 304 8,477 +75
Total Volume and Open Interest 6,742 69,771 -511
Oats(CBOT)
Mar11 110106 388.75 388.75 375.50 377.75 -11.50 1,471 9,720 -482
May11 110106 388.00 393.50 380.50 382.50 -11.00 76 815 +22
Jul11 110106 391.25 392.50 380.00 382.50 -10.00 82 436 +40
Sep11 110106 352.50 360.00 352.50 352.50 -7.50 23 62 +2
Total Volume and Open Interest 1,788 12,249 -314
Rough Rice(CBOT)
Jan11 110106 13.69 13.69 13.65 13.65 -0.17 12 185 -147
Mar11 110106 14.06 14.17 13.77 13.90 -0.18 1,143 13,893 +51
May11 110106 14.37 14.37 14.08 14.18 -0.18 76 1,786 -8
Jul11 110106 14.44 14.62 14.32 14.45 -0.17 37 1,649 -21
Total Volume and Open Interest 1,318 18,652 -116
Live Cattle(CME)
Feb11 110106 106.930 107.730 106.535 106.730 +0.095 19,027 136,899 -3,175
Apr11 110106 110.600 111.550 110.500 110.800 +0.250 10,033 97,774 +728
Jun11 110106 108.550 109.035 108.180 108.600 +0.350 5,603 54,270 +618
Aug11 110106 108.650 109.350 108.550 108.850 +0.250 1,372 19,111 +317
Oct11 110106 110.885 111.450 110.750 111.000 +0.250 590 11,049 +15
Dec11 110106 112.000 112.500 111.900 112.200 +0.315 350 8,365 +41
Total Volume and Open Interest 37,153 328,895 -1,411
Feeder Cattle(CME)
Jan11 110106 121.100 122.150 121.100 121.930 +0.950 867 5,010 -325
Mar11 110106 122.550 123.830 122.550 123.080 +0.680 2,136 23,533 -175
Apr11 110106 123.500 124.450 123.500 123.830 +0.530 795 5,534 +87
May11 110106 123.450 124.535 123.450 124.300 +0.700 475 7,008 +141
Aug11 110106 124.500 125.400 124.400 125.285 +0.635 305 6,902 +108
Sep11 110106 124.150 124.980 124.080 124.930 +0.630 51 635 +8
Oct11 110106 124.000 124.950 124.000 124.930 +0.630 26 259 +16
Total Volume and Open Interest 4,668 49,005 -131
Lean Hogs(CME)
Feb11 110106 78.500 80.100 78.330 79.785 +1.750 13,893 75,673 -652
Apr11 110106 82.680 84.250 82.400 84.100 +1.920 7,598 59,261 +967
May11 110106 90.230 91.750 90.230 91.500 +1.365 104 1,798 +7
Jun11 110106 92.750 94.100 92.600 94.035 +1.685 2,363 38,027 +370
Jul11 110106 92.330 93.230 92.330 92.980 +1.150 501 9,095 +50
Aug11 110106 91.730 92.650 91.600 92.580 +1.230 1,160 11,103 +526
Oct11 110106 81.950 82.450 81.900 82.400 +0.615 1,609 8,403 +1,028
Dec11 110106 78.550 78.700 78.500 78.700 +0.150 173 3,312 +81
Total Volume and Open Interest 27,405 207,676 +2,380
Class III Milk(CME)
Jan11 110106 13.20 13.29 13.19 13.22 +0.01 688 5,515 +426
Feb11 110106 13.80 13.93 13.72 13.88 +0.16 292 5,409 +79
Mar11 110106 14.13 14.34 14.13 14.24 +0.11 300 3,996 +166
Apr11 110106 14.72 14.92 14.72 14.90 +0.15 141 2,756 -2
May11 110106 15.10 15.28 15.00 15.20 +0.20 99 2,523 +22
Total Volume and Open Interest 2,005 30,651 +910
Cocoa(ICE)
Mar11 110106 2852 2876 2826 2830 -22 14,592 68,187 -1,145
May11 110106 2865 2895 2848 2852 -23 2,537 24,251 +602
Jul11 110106 2882 2908 2867 2870 -22 591 13,045 +315
Sep11 110106 2900 2931 2883 2886 -23 290 7,312 -9
Dec11 110106 2910 2910 2907 2907 -22 203 13,413 +64
Mar12 110106 3000 3000 2975 2975 -22 52 10,916 -10
May12 110106 2995 2995 2973 2973 -22 12 4,612 +0
Total Volume and Open Interest 18,278 143,625 -182
Coffee "C"(ICE)
Mar11 110106 233.60 236.85 232.10 233.00 unch 11,361 89,024 +33
May11 110106 234.40 238.20 233.70 234.65 +0.10 2,137 28,747 +436
Jul11 110106 237.80 238.00 233.90 234.55 +0.15 1,036 10,493 +61
Sep11 110106 234.80 234.80 230.90 231.75 +0.35 335 4,500 -48
Dec11 110106 230.00 230.00 227.25 227.40 +0.60 857 7,755 +700
Mar12 110106 225.00 225.00 222.45 222.45 +0.60 40 730 +16
Total Volume and Open Interest 15,774 141,940 +1,200
Orange Juice(ICE)
Jan11 110106 185.00 186.00 183.35 183.35 +1.40 26 1,387 +2
Mar11 110106 175.00 178.45 172.70 177.45 +4.70 1,581 21,472 -292
May11 110106 172.50 177.65 172.20 177.45 +4.95 446 5,362 -7
Jul11 110106 174.00 176.70 174.00 176.45 +5.00 51 2,464 -10
Sep11 110106 173.00 176.00 173.00 175.75 +4.80 36 457 +0
Nov11 110106 175.85 175.85 175.85 175.85 +4.60 67 550 -9
Total Volume and Open Interest 2,209 31,716 -315
Sugar #11(ICE)
Mar11 110106 32.20 32.20 30.07 30.24 -1.96 50,593 225,818 -3,019
May11 110106 29.15 29.25 27.50 27.68 -1.61 24,428 118,212 +524
Jul11 110106 26.29 26.29 24.75 24.96 -1.33 20,484 106,189 +2,325
Oct11 110106 24.40 24.49 23.19 23.34 -1.05 7,843 60,308 -213
Mar12 110106 23.50 23.59 22.40 22.56 -0.96 4,039 47,614 -457
Total Volume and Open Interest 111,621 607,207 +22
London Cocoa(LCE)
Mar11 110106 1933 1954 1922 1924 -10 12,275 63,312 -1,080
May11 110106 1943 1959 1931 1933 -9 3,820 25,456 +897
Jul11 110106 1954 1972 1945 1947 -9 973 22,045 -24
Sep11 110106 1964 1976 1954 1955 -15 342 14,637 +141
Dec11 110106 1970 1978 1963 1965 -15 2,033 23,216 +1,035
Mar12 110106 1987 1987 1973 1973 -15 563 19,903 -24
May12 110106 1978 1979 1978 1979 -15 500 4,008 +500
Total Volume and Open Interest 20,506 173,001 +2,652
London Sugar(LCE)
Mar11 110106 775.30 776.40 743.00 748.20 -27.70 4,069 25,857 -896
May11 110106 748.50 748.90 716.40 720.80 -28.60 794 10,212 +92
Aug11 110106 689.60 691.90 664.10 669.20 -23.60 535 7,659 +14
Oct11 110106 638.90 641.40 615.80 624.80 -14.90 157 2,444 +0
Dec11 110106 619.00 620.30 594.90 603.50 -17.70 30 950 -10
Total Volume and Open Interest 5,636 47,796 -774
Cotton(ICE)
Mar11 110106 146.39 149.09 141.20 141.22 -3.98 10,195 101,571 -1,203
May11 110106 141.16 143.95 136.91 137.22 -2.89 2,209 24,238 +502
Jul11 110106 132.16 135.00 128.00 128.25 -2.91 2,222 31,997 +733
Oct11 110106 111.60 111.60 111.60 111.60 -0.40 8 170 -2
Dec11 110106 100.01 102.50 100.00 100.97 +0.95 1,297 47,202 +102
Mar12 110106 95.50 97.50 95.50 96.54 +1.15 71 1,092 +38
Total Volume and Open Interest 16,013 208,074 +179
Lumber(CME)
Jan11 110106 317.4 317.5 305.8 308.0 -5.0 147 905 -42
Mar11 110106 337.0 337.6 327.5 329.9 -0.2 430 7,429 +82
May11 110106 347.0 349.0 340.3 346.8 +1.9 305 2,600 +164
Jul11 110106 347.0 348.5 342.2 346.5 +0.7 210 988 +70
Total Volume and Open Interest 1,124 12,077 +294
Crude Oil(NYM)
Feb11 110106 90.47 90.71 87.85 88.38 -1.92 416,908 302,621 -8,227
Mar11 110106 91.55 91.83 89.20 89.75 -1.67 159,540 221,062 +6,595
Apr11 110106 92.51 92.79 90.40 90.90 -1.49 87,233 95,976 +1,703
May11 110106 93.38 93.46 91.42 91.84 -1.39 55,941 76,968 +7,107
Jun11 110106 94.06 94.24 92.09 92.54 -1.33 66,486 94,431 +981
Jul11 110106 94.56 94.60 92.77 93.09 -1.29 19,677 50,538 +1,713
Aug11 110106 94.96 94.96 93.39 93.46 -1.25 9,741 27,850 +86
Sep11 110106 95.03 95.16 93.65 93.72 -1.20 7,867 27,349 +667
Oct11 110106 95.26 95.27 93.40 93.92 -1.13 5,267 18,716 +146
Nov11 110106 95.33 95.51 93.98 94.09 -1.06 5,916 20,860 -762
Dec11 110106 95.39 95.72 93.73 94.25 -0.99 46,663 154,864 -1,235
Jan12 110106 95.25 95.58 94.10 94.30 -0.92 2,306 28,532 -142
Feb12 110106 94.29 94.29 94.29 94.29 -0.87 245 8,712 +30
Mar12 110106 94.26 94.26 94.26 94.26 -0.84 210 10,681 -19
Apr12 110106 94.22 94.22 94.22 94.22 -0.82 47 4,978 -13
May12 110106 94.18 94.18 94.18 94.18 -0.81 37 5,909 +15
Total Volume and Open Interest 911,745 1,481,197 +9,971
e-miNY Crude Oil(NYM)
Jan11 101217 87.925 88.500 87.025 88.025 +0.325 5,348 3,079 -457
Feb11 110106 90.450 90.700 87.875 88.375 -1.925 13,901 4,220 -733
Mar11 110106 91.650 91.800 89.225 89.750 -1.675 1,786 3,022 +596
Apr11 110106 92.725 92.725 90.675 90.900 -1.500 218 325 +154
May11 110106 91.850 91.850 91.850 91.850 -1.375 5 22 +4
Jun11 110106 92.550 92.550 92.550 92.550 -1.325 0 46 +0
Jul11 110106 93.100 93.100 93.100 93.100 -1.275 1 15 +1
Aug11 110106 93.450 93.450 93.450 93.450 -1.250 1 9 -1
Sep11 110106 93.725 93.725 93.725 93.725 -1.200 0 1 +0
Oct11 110106 93.925 93.925 93.925 93.925 -1.125 0 41 +0
Total Volume and Open Interest 15,912 7,942 +21
Heating Oil(NYM)
Feb11 110106 254.55 255.86 249.88 251.12 -3.10 57,531 103,062 -3,509
Mar11 110106 255.77 256.48 250.66 251.75 -3.35 24,677 63,831 +1,027
Apr11 110106 254.70 256.09 250.40 251.47 -3.35 10,059 28,828 -14
May11 110106 255.31 255.95 250.93 251.45 -3.24 5,308 18,823 -16
Jun11 110106 255.81 256.29 251.10 252.01 -3.20 10,712 32,608 -662
Jul11 110106 257.27 257.61 252.87 253.44 -3.16 1,003 9,064 +77
Aug11 110106 257.56 257.84 254.40 255.01 -3.08 472 5,827 -10
Sep11 110106 260.36 260.56 255.80 256.58 -3.00 1,338 6,652 +498
Oct11 110106 260.54 260.54 257.10 258.13 -2.92 358 4,259 -58
Nov11 110106 261.89 261.89 259.00 259.73 -2.82 248 4,977 +48
Dec11 110106 264.65 265.16 260.51 261.12 -2.76 2,092 15,981 -335
Jan12 110106 265.81 265.81 262.07 262.47 -2.78 190 2,711 +108
Total Volume and Open Interest 114,273 303,811 -2,752
Gasoline(NYMEX)
Feb11 110106 245.50 247.39 242.38 244.30 -0.21 51,828 93,969 -256
Mar11 110106 246.25 247.74 242.87 244.64 -0.53 24,203 54,481 +1,582
Apr11 110106 255.75 256.73 252.00 253.65 -1.03 11,619 30,920 -292
May11 110106 255.45 257.03 252.70 253.99 -1.24 5,612 16,819 +625
Jun11 110106 255.40 256.81 251.98 253.60 -1.43 5,996 20,997 +614
Jul11 110106 254.50 255.75 251.47 252.69 -1.47 1,421 5,840 -56
Aug11 110106 251.09 251.09 251.09 251.09 -1.60 1,332 6,271 +96
Sep11 110106 249.32 249.32 249.32 249.32 -1.60 1,395 4,092 +179
Oct11 110106 238.60 238.90 238.20 238.48 -1.64 905 3,930 +26
Nov11 110106 236.55 236.60 236.20 236.60 -1.64 512 1,443 +120
Total Volume and Open Interest 107,032 272,556 +2,441
e-miNY RBOB Gasoline(NYM)
Feb11 110106 244.30 244.30 244.30 244.30 -0.20 0 3 +0
Mar11 110106 244.60 244.64 244.60 244.60 -0.60 0 1 +0
Apr11 110106 253.70 253.70 253.65 253.70 -1.00 0 1 +0
May11 110106 254.00 254.00 253.99 254.00 -1.20 0 1 +0
Total Volume and Open Interest 0 9 +0
Natural Gas(NYM)
Feb11 110106 4.486 4.623 4.380 4.434 -0.039 116,906 138,747 -6,936
Mar11 110106 4.460 4.582 4.351 4.404 -0.037 46,694 181,724 +5,916
Apr11 110106 4.422 4.539 4.322 4.375 -0.031 45,120 91,868 +1,568
May11 110106 4.449 4.565 4.359 4.410 -0.030 19,558 54,811 +5,975
Jun11 110106 4.512 4.594 4.400 4.451 -0.029 6,604 18,363 -286
Jul11 110106 4.575 4.646 4.462 4.513 -0.027 4,444 17,139 +140
Aug11 110106 4.631 4.681 4.491 4.545 -0.027 2,201 17,163 +19
Sep11 110106 4.652 4.680 4.500 4.556 -0.027 3,695 13,328 +329
Oct11 110106 4.700 4.759 4.572 4.620 -0.027 13,369 50,957 -1,047
Nov11 110106 4.856 4.911 4.771 4.786 -0.029 2,414 22,265 +113
Dec11 110106 5.085 5.142 4.990 5.023 -0.029 3,588 21,341 +1,064
Jan12 110106 5.239 5.283 5.128 5.170 -0.024 4,635 36,369 -86
Feb12 110106 5.213 5.221 5.100 5.138 -0.026 1,086 7,165 +221
Mar12 110106 5.091 5.128 4.990 5.030 -0.025 3,688 17,839 -3
Apr12 110106 4.834 4.867 4.751 4.785 -0.017 2,943 17,196 +356
May12 110106 4.850 4.862 4.757 4.788 -0.017 705 5,009 +329
Total Volume and Open Interest 279,746 775,269 +8,248
Brent Crude Oil(ICE)
Feb11 110106 95.70 96.12 94.01 94.52 -0.98 212,403 169,774 -12,495
Mar11 110106 95.40 95.92 93.86 94.37 -1.00 133,326 196,771 +3,072
Apr11 110106 95.58 95.94 93.93 94.42 -1.05 71,172 84,223 +1,839
May11 110106 95.67 96.03 94.10 94.59 -1.07 31,696 53,147 +2,328
Jun11 110106 95.87 96.25 94.32 94.81 -1.06 37,859 73,802 +4,782
Jul11 110106 95.85 96.31 94.73 94.97 -1.05 5,630 22,168 +60
Aug11 110106 95.99 96.40 94.70 95.10 -1.01 2,481 13,160 +100
Sep11 110106 96.09 96.43 94.68 95.19 -0.98 2,441 23,204 +225
Oct11 110106 96.15 96.50 94.90 95.27 -0.95 1,856 15,584 +316
Nov11 110106 95.36 95.36 95.36 95.36 -0.92 1,680 10,386 -16
Dec11 110106 96.36 96.76 94.92 95.46 -0.90 27,339 98,416 +2,083
Jan12 110106 95.53 95.53 95.53 95.53 -0.86 674 9,702 +243
Feb12 110106 95.56 95.56 95.56 95.56 -0.83 229 5,845 +140
Mar12 110106 95.56 95.56 95.56 95.56 -0.82 76 3,611 -2
Total Volume and Open Interest 538,237 874,930 +4,240
Gas Oil(ICE)
Jan11 110106 781.00 786.00 766.75 775.25 -2.25 64,477 60,448 -12,593
Feb11 110106 785.00 791.75 773.00 781.50 -2.00 113,400 128,350 +3,591
Mar11 110106 793.25 796.00 778.25 786.50 -1.50 60,063 87,089 +5,707
Apr11 110106 795.00 799.25 782.00 790.25 -1.25 23,551 56,345 -803
May11 110106 799.75 802.50 785.50 793.50 -1.25 16,746 48,353 +2,174
Jun11 110106 803.00 805.25 789.50 797.50 -0.75 24,570 60,031 +3,896
Jul11 110106 806.50 809.00 793.75 801.75 -0.50 4,915 19,786 +808
Aug11 110106 808.50 812.50 798.75 805.50 -0.50 970 18,011 +311
Sep11 110106 813.25 816.25 801.00 809.00 -0.25 1,821 12,884 +486
Oct11 110106 814.00 817.25 803.25 811.25 unch 1,399 11,396 +501
Total Volume and Open Interest 324,879 613,552 +2,457
Ethanol(CBOT)
Jan11 110105 2.315 2.315 2.305 2.305 -0.008 63 135 -73
Feb11 110106 2.281 2.281 2.241 2.252 -0.045 181 828 +47
Mar11 110106 2.280 2.280 2.241 2.244 -0.047 126 1,188 +43
Apr11 110106 2.284 2.284 2.250 2.253 -0.044 68 752 +37
May11 110106 2.280 2.280 2.265 2.268 -0.046 39 403 -4
Jun11 110106 2.280 2.281 2.276 2.279 -0.041 33 559 +13
Jul11 110106 2.305 2.315 2.285 2.286 -0.040 35 727 +22
Aug11 110106 2.273 2.273 2.273 2.273 -0.042 33 764 +3
Total Volume and Open Interest 712 7,193 +155
WTI Crude Oil(ICE
Feb11 110106 90.42 90.52 87.85 88.38 -1.92 123,002 112,581 -2,233
Mar11 110106 91.62 91.62 89.19 89.75 -1.67 74,243 92,749 -3,181
Apr11 110106 92.55 92.57 90.43 90.90 -1.49 47,820 48,517 +5,705
May11 110106 93.36 93.38 91.50 91.84 -1.39 21,963 31,831 +5,175
Jun11 110106 94.01 94.14 92.13 92.54 -1.33 26,322 63,255 +524
Jul11 110106 94.53 94.58 92.84 93.09 -1.29 4,289 18,498 +428
Aug11 110106 94.69 94.93 93.20 93.46 -1.25 2,605 12,090 -150
Sep11 110106 94.89 95.16 93.72 93.72 -1.20 1,999 15,738 +258
Oct11 110106 95.03 95.30 93.63 93.92 -1.13 1,717 10,792 +50
Nov11 110106 94.95 94.95 94.09 94.09 -1.06 1,647 9,384 +72
Dec11 110106 95.19 95.60 93.75 94.25 -0.99 26,115 66,627 +969
Jan12 110106 95.12 95.12 94.30 94.30 -0.92 712 6,099 +871
Feb12 110106 94.29 94.29 94.29 94.29 -0.87 51 1,186 -4
Mar12 110106 94.26 94.26 94.26 94.26 -0.84 30 3,135 -8
Apr12 110106 94.22 94.22 94.22 94.22 -0.82 7 761 -1
May12 110106 94.18 94.18 94.18 94.18 -0.81 4 832 -2
Total Volume and Open Interest 342,021 580,834 +9,528
US Dollar Index(ICE)
Mar11 110106 80.570 81.220 80.460 81.092 +0.555 29,323 29,054 +2,048
Jun11 110106 81.100 81.570 80.900 81.473 +0.550 772 715 +48
Sep11 110106 81.832 81.832 81.832 81.832 +0.550 0 4 +0
Total Volume and Open Interest 30,095 29,773 +2,096
Australian Dollar(CME)
Mar11 110106 99.14 99.35 98.52 98.61 -0.52 115,083 118,688 -2,494
Jun11 110106 97.90 97.98 97.40 97.47 -0.51 196 305 +33
Sep11 110106 96.25 96.76 96.25 96.25 -0.51 0 14 +0
Total Volume and Open Interest 115,282 119,103 -2,459
British Pound(CME)
Mar11 110106 154.99 155.57 154.39 154.61 -0.24 110,012 90,930 +6,888
Jun11 110106 154.89 155.23 154.30 154.45 -0.24 36 202 +9
Sep11 110106 155.23 155.23 154.25 154.25 -0.24 0 3 +0
Total Volume and Open Interest 110,048 91,167 +6,897
Canadian Dollar(CME)
Mar11 110106 100.21 100.61 99.91 100.24 unch 72,608 120,560 +4,004
Jun11 110106 100.32 100.33 99.70 99.99 unch 104 2,153 +24
Sep11 110106 99.67 99.67 99.67 99.67 unch 33 1,013 +21
Dec11 110106 99.57 99.57 99.24 99.39 +0.02 94 1,123 +46
Total Volume and Open Interest 72,839 124,853 +4,095
Japanese Yen(CME)
Mar11 110106 120.21 120.75 119.98 120.16 +0.06 185,471 116,383 -11,721
Jun11 110106 120.47 120.88 120.20 120.29 +0.05 109 369 +4
Sep11 110106 120.55 120.55 120.45 120.50 +0.05 0 13 +0
Total Volume and Open Interest 185,580 116,766 -11,717
Swiss Franc(CME)
Mar11 110106 103.66 104.11 103.06 103.72 +0.25 58,778 46,168 -1,256
Jun11 110106 103.84 103.84 103.59 103.84 +0.25 26 56 -1
Sep11 110106 103.99 103.99 103.74 103.99 +0.25 1 2 +1
Total Volume and Open Interest 58,805 46,228 -1,256
EuroFX(CME)
Mar11 110106 131.50 131.65 129.92 130.10 -1.36 361,260 167,138 +4,853
Jun11 110106 131.25 131.38 129.89 130.01 -1.37 262 682 +51
Sep11 110106 130.00 131.30 129.75 129.92 -1.38 2 33 +2
Total Volume and Open Interest 361,524 168,145 +4,906
Mexican Peso(CME)
Jan11 110106 819.0 819.8 819.0 819.0 -0.8      
Feb11 110106 817.0 817.8 817.0 817.0 -0.8      
Total Volume and Open Interest 24,901 121,917 +3,131
30-Year T-Bonds(CBOT)
Mar11 110106 119~210 120~150 119~150 120~030 +0~200 366,474 541,111 +3,140
Jun11 110106 118~040 118~180 117~290 118~170 +0~200 88 671 +12
Sep11 110106 116~310 116~310 116~110 116~310 +0~200      
Total Volume and Open Interest 366,562 541,782 +3,152
10-Year T-Notes(CBOT)
Mar11 110106 119~125 120~000 119~105 119~260 +0~185 1,354,117 1,398,180 +41,187
Jun11 110106 118~120 118~230 118~020 118~200 +0~180 1,165 1,263 +1,150
Sep11 110106 117~175 117~175 116~315 117~175 +0~180      
Total Volume and Open Interest 1,355,282 1,399,447 +42,337
5-Year T-Notes(CBOT)
Mar11 110106 117~017 117~089 117~012 117~043 +0~041 565,205 987,336 -1,090
Jun11 110106 116~067 116~067 116~026 116~067 +0~041      
Sep11 110106 115~091 115~091 115~050 115~091 +0~041      
Total Volume and Open Interest 565,205 987,336 -1,090
2 Year T-Notes(CBOT)
Mar11 110106 109~026 109~038 109~026 109~034 +0~013 221,638 656,599 +11,586
Jun11 110106 109~003 109~003 108~118 109~003 +0~013 52 116 +21
Sep11 110106 108~100 108~100 108~087 108~100 +0~013      
Total Volume and Open Interest 221,690 656,715 +11,607
Eurodollars(CME)
Mar11 110106 99.630 99.640 99.590 99.605 -0.025 210,886 1,147,008 -17,588
Jun11 110106 99.505 99.525 99.475 99.480 -0.015 316,563 1,118,256 +21,779
Sep11 110106 99.335 99.370 99.320 99.330 +0.005 318,745 922,157 +7,861
Dec11 110106 99.110 99.160 99.110 99.120 +0.020 343,680 761,232 +8,511
Mar12 110106 98.855 98.905 98.855 98.865 +0.025 470,509 813,394 -17,462
Jun12 110106 98.570 98.620 98.565 98.575 +0.025 344,320 504,087 +6,059
Sep12 110106 98.295 98.345 98.290 98.300 +0.030 294,659 409,862 +12,817
Dec12 110106 98.020 98.070 98.010 98.035 +0.040 252,149 287,929 -2,917
Mar13 110106 97.765 97.815 97.755 97.785 +0.050 156,973 191,078 +9,659
Jun13 110106 97.500 97.555 97.495 97.530 +0.065 115,761 159,473 +7,204
Sep13 110106 97.245 97.315 97.245 97.290 +0.080 104,502 182,502 +2,409
Dec13 110106 96.995 97.065 96.995 97.040 +0.085 94,882 140,253 -209
Mar14 110106 96.785 96.845 96.770 96.820 +0.090 57,506 112,764 +3,943
Jun14 110106 96.560 96.625 96.545 96.590 +0.090 34,070 106,950 +3,765
Sep14 110106 96.320 96.400 96.320 96.365 +0.090 26,132 68,168 +1,638
Dec14 110106 96.100 96.180 96.095 96.145 +0.090 22,759 66,852 -1,073
Mar15 110106 95.920 95.990 95.905 95.960 +0.090 17,799 51,240 +1,617
Jun15 110106 3.995 4.060 3.975 4.035 +0.090 13,317 35,658 +644
Total Volume and Open Interest 3,235,585 7,308,107 +50,549
30 Day Federal Funds(CBOT)
Jan11 110106 99.825 99.825 99.823 99.823 unch 2,138 72,016 +597
Feb11 110106 99.820 99.825 99.815 99.815 unch 6,376 62,066 +387
Mar11 110106 99.815 99.820 99.815 99.815 unch 2,414 44,018 +824
Apr11 110106 99.820 99.820 99.810 99.815 -0.005 3,191 38,370 -573
May11 110106 99.810 99.815 99.810 99.815 unch 3,234 53,800 +337
Jun11 110106 99.800 99.805 99.800 99.800 unch 4,932 29,290 -172
Total Volume and Open Interest 77,761 514,436 +224
30 Day Fed Funds(e-CBOT)
Jan11 090519 98.500 98.500 98.475 98.475 unch 0 1,177  
Feb11 090519 98.350 98.350 98.330 98.350 unch 0 1,700  
Mar11 090519 98.265 98.265 98.240 98.265 unch 0 324  
Apr11 090519 98.165 98.165 98.165 98.165 unch 1 10  
Total Volume and Open Interest 22,142 354,023  
3-Mth Euro-Yen(CME)
Mar11 110106 99.655 99.655 99.655 99.655 -0.005 0 1,161 -18
Jun11 110106 99.643 99.643 99.643 99.643 -0.005 0 175 +0
Sep11 110106 99.637 99.637 99.637 99.637 -0.005      
Dec11 110106 99.635 99.635 99.635 99.635 -0.005 0 75 +0
Mar12 110106 99.615 99.615 99.615 99.615 -0.005      
Jun12 110106 99.660 99.660 99.660 99.660 -0.005      
Sep12 110106 99.610 99.610 99.610 99.610 -0.005      
Dec12 110106 99.515 99.515 99.515 99.515 -0.005      
Mar13 110106 99.515 99.515 99.515 99.515 -0.005      
Jun13 110106 99.470 99.470 99.470 99.470 -0.005      
Total Volume and Open Interest 0 1,411 -18
3-Mth Euro-Yen(SGX)
Mar11 110106 99.66 99.66 99.65 99.65 -0.01 300 2,654 +160
Jun11 110106 99.64 99.64 99.64 99.64 0.00 0 1,387 -2
Sep11 110106 99.64 99.64 99.64 99.64 -0.01 0 1,054 +0
Dec11 110106 99.64 99.64 99.64 99.64 0.00 100 1,823 +0
Mar12 110106 99.61 99.61 99.61 99.61 -0.01 0 305 +0
Jun12 110106 99.66 99.66 99.66 99.66 0.00 0 754 +0
Sep12 110106 99.61 99.61 99.61 99.61 0.00 0 310 +0
Dec12 110106 99.51 99.51 99.51 99.51 0.00 0 4 +0
Total Volume and Open Interest 400 8,292 +158
Japanese Gov't Bonds(SGX)
Mar11 110106 140.45 140.52 139.57 139.60 -0.82 2,003 12,117 +512
Jun11 110106 137.51 137.51 137.51 137.51 -0.82      
Sep11 110106 135.42 135.42 135.42 135.42 -0.82      
Total Volume and Open Interest 2,003 12,117 +512
Euro-Bund(EUREX)
Mar11 110106 125.39 125.94 125.07 125.73 +0.24 1,076,231 864,225 -14,845
Jun11 110106 124.06 124.46 123.87 124.29 +0.23 15 575 +6
Sep11 110106 124.04 124.04 124.04 124.04 +0.19      
Total Volume and Open Interest 1,076,246 864,800 -14,839
Euro-Bobl(EUREX)
Mar11 110106 118.60 118.95 118.49 118.79 +0.13 519,010 652,445 +3,440
Jun11 110106 117.34 117.34 117.34 117.34 +0.13 517 2,155 +500
Sep11 110106 117.34 117.34 117.34 117.34 +0.13      
Total Volume and Open Interest 519,527 654,600 +3,940
3-Mth Euribor(EUREX)
Mar11 110106 98.950 98.950 98.945 98.950 unch 23 6,820 +0
Jun11 110106 98.835 98.835 98.835 98.835 +0.015 243 9,116 +0
Sep11 110106 98.710 98.710 98.710 98.710 +0.010 205 1,757 -155
Total Volume and Open Interest 497 24,778 -141
Long Gilt(LIFFE)
Mar11 110106 118~05 118~16 117~25 118~11 +0~06 101,819 248,277 +5,680
Jun11 110106 118~10 118~10 118~10 118~10 +0~06      
Total Volume and Open Interest 101,819 248,277 +2,469
3-Mth Short Sterling(LIFFE)
Mar11 110106 99.15 99.18 99.13 99.15 +0.01 61,753 290,622 +692
Jun11 110106 99.00 99.04 98.99 99.02 +0.03 79,866 263,315 +3
Sep11 110106 98.83 98.85 98.80 98.84 +0.02 108,303 276,458 +25,425
Dec11 110106 98.60 98.62 98.56 98.61 +0.01 73,275 278,033 +4,567
Mar12 110106 98.35 98.37 98.30 98.35 unch 86,267 242,701 +5,751
Jun12 110106 98.07 98.10 98.01 98.08 +0.01 66,264 133,265 -2,716
Total Volume and Open Interest 600,968 1,829,906 +33,930
3-Mth Euribor(LIFFE)
Mar11 110106 98.950 98.960 98.935 98.950 unch 124,726 570,052 +3,730
Jun11 110106 98.825 98.840 98.815 98.835 +0.015 122,079 495,370 +11,752
Sep11 110106 98.700 98.720 98.685 98.710 +0.010 140,727 373,166 +7,312
Total Volume and Open Interest 1,007,995 2,691,897 +21,404
3-Mth Aus T-Bills(SFE)
Mar11 110106 94.96 94.97 94.94 94.95 -0.01 10,658 203,249 +5,070
Jun11 110106 94.86 94.87 94.82 94.85 -0.01 13,558 121,155 -3,335
Sep11 110106 94.71 94.73 94.67 94.70 -0.01 6,411 82,143 +1,931
Dec11 110106 94.58 94.60 94.54 94.57 -0.01 1,497 52,300 +24
Mar12 110106 94.49 94.51 94.44 94.48 -0.01 844 42,308 +97
Jun12 110106 94.43 94.44 94.37 94.41 -0.02 568 38,739 -213
Sep12 110106 94.39 94.41 94.34 94.37 -0.01 792 19,726 +17
Dec12 110106 94.36 94.36 94.30 94.31 -0.03 248 9,108 +240
Mar13 110106 94.31 94.31 94.27 94.27 -0.03 11 2,657 -1
Jun13 110106 94.20 94.21 94.20 94.20 -0.06 8 587 +7
Total Volume and Open Interest 34,656 572,874 -128
10-Year Aus T-Bonds(SFE)
Mar11 110106 94.46 94.47 94.37 94.41 -0.05 27,899 359,854 +2,776
Jun11 110106 94.41 94.41 94.41 94.41 -0.05      
Total Volume and Open Interest 27,899 359,854 +2,776
3-Year Aus T-Bonds(SFE)
Mar11 110106 94.79 94.82 94.74 94.78 -0.01 108,002 432,175 +48,766
Jun11 110106 94.78 94.78 94.78 94.78 -0.01      
Total Volume and Open Interest 108,002 432,175 +23,594
Gold(CMX)
Feb11 110106 1376.4 1380.0 1364.3 1371.7 -2.0 202,336 335,228 -15,171
Apr11 110106 1379.0 1381.5 1366.5 1373.5 -2.1 19,413 62,732 +5,203
Jun11 110106 1382.0 1383.6 1368.5 1375.4 -2.2 3,775 33,100 -700
Aug11 110106 1382.0 1385.2 1372.4 1377.4 -2.2 712 16,488 +210
Oct11 110106 1376.8 1379.6 1376.8 1379.6 -2.1 248 12,480 -47
Dec11 110106 1386.0 1388.5 1374.5 1381.9 -2.1 3,292 25,325 -871
Feb12 110106 1385.0 1387.3 1380.0 1384.5 -2.1 625 7,040 +625
Apr12 110106 1387.3 1387.3 1387.3 1387.3 -2.1 740 6,459 +566
Jun12 110106 1390.5 1390.5 1390.5 1390.5 -2.3 308 12,620 +243
Aug12 110106 1394.0 1394.0 1394.0 1394.0 -1.8 340 5,906 -260
Oct12 110106 1398.1 1398.1 1398.1 1398.1 -2.1 20 1,354 +20
Dec12 110106 1401.0 1405.0 1400.0 1402.8 -2.3 1,026 13,697 -337
Total Volume and Open Interest 234,583 583,200 -9,413
Silver(CMX)
Mar11 110106 2930.0 2960.0 2881.5 2912.6 -7.2 81,705 77,480 -283
May11 110106 2932.5 2956.5 2889.0 2917.4 -7.4 3,012 14,621 +1,298
Jul11 110106 2941.5 2953.0 2898.5 2922.0 -7.5 703 9,905 +201
Sep11 110106 2952.0 2961.0 2922.0 2926.6 -7.5 88 6,145 +57
Dec11 110106 2967.0 2967.0 2920.0 2933.8 -7.7 664 12,896 +88
Mar12 110106 2940.4 2940.4 2940.4 2940.4 -8.1 5 379 +5
May12 110106 2944.9 2944.9 2944.9 2944.9 -8.3 0 540 +0
Total Volume and Open Interest 87,462 138,560 +1,629
Platinum(NYMEX)
Jan11 110106 1731.3 1735.0 1731.3 1732.7 +2.4 39 388 -26
Apr11 110106 1730.0 1745.3 1727.0 1735.1 +1.0 8,056 37,669 -836
Jul11 110106 1740.0 1740.0 1738.7 1738.7 +1.0 26 701 +24
Oct11 110106 1740.0 1741.9 1740.0 1741.9 +0.2 2 15 +0
Total Volume and Open Interest 8,127 38,784 -836
Palladium(NYMEX)
Mar11 110106 775.20 778.50 758.50 762.90 -12.40 4,405 22,272 -248
Jun11 110106 768.50 771.00 761.55 763.85 -12.45 52 538 +27
Sep11 110106 763.85 763.85 763.85 763.85 -12.45 1 13 +1
Total Volume and Open Interest 4,458 22,826 -220
Copper(CMX)
Mar11 110106 440.40 442.60 431.15 432.95 -7.85 39,093 119,071 +2,095
May11 110106 440.00 441.75 431.25 432.50 -7.70 914 27,625 +242
Jul11 110106 436.60 436.60 430.25 431.30 -7.50 94 7,631 +15
Sep11 110106 432.20 432.25 428.95 430.05 -7.25 19 5,463 +4
Dec11 110106 432.80 432.80 425.75 427.55 -7.00 40 3,366 +20
Total Volume and Open Interest 40,777 168,627 +2,338
DJIA Index(CBOT)
Mar11 110106 11661 11705 11610 11646 -18 267 7,293 +40
Jun11 110106 11583 11601 11583 11583 -18      
Sep11 110106 11526 11544 11526 11526 -18      
Dec11 110106 11471 11489 11471 11471 -18      
Total Volume and Open Interest 267 7,293 +40
S & P 500(CME)
Mar11 110106 1271.50 1276.90 1266.50 1270.20 -1.60 15,016 274,531 +4,446
Jun11 110106 1263.00 1267.70 1261.20 1265.20 -1.50 114 3,915 +102
Sep11 110106 1260.50 1262.90 1256.40 1260.50 -1.40 260 2,150 -60
Dec11 110106 1256.00 1258.50 1252.00 1256.00 -1.50 250 550 +200
Total Volume and Open Interest 15,640 281,146 +4,688
S & P 500 E-Mini(Globex)
Mar11 110106 1271.75 1277.00 1266.25 1270.25 -1.50 1,797,267 2,510,775 +15,247
Jun11 110106 1266.50 1271.00 1262.50 1265.25 -1.50 630 4,198 +106
Total Volume and Open Interest 1,797,955 2,515,095 +15,371
NASDAQ 100(CME)
Mar11 110106 2270.00 2278.80 2267.50 2276.30 +6.50 1,236 13,503 +301
Jun11 110106 2273.00 2277.00 2265.00 2273.00 +6.20      
Sep11 110106 2270.50 2271.80 2270.50 2270.50 +6.20      
Total Volume and Open Interest 1,236 13,503 +301
NASDAQ 100 E-Mini(Globex)
Mar11 110106 2270.80 2279.30 2267.30 2276.30 +6.50 213,120 372,554 +13,931
Jun11 110106 2266.00 2273.50 2265.80 2273.00 +6.20 581 527 +398
Total Volume and Open Interest 213,701 373,086 +14,329
S & P Midcap 400(CME)
Mar11 110106 914.00 917.00 910.00 912.10 -0.10 4 1,461 -14
Jun11 110106 909.60 909.70 909.60 909.60 -0.10      
Sep11 110106 908.50 908.50 907.90 908.50 +0.60      
Total Volume and Open Interest 4 1,461 -14
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Mar11 110106 10550 10585 10495 10520 -20 10,933 41,148 +1,457
Jun11 110106 10500 10520 10500 10500 -20 0 4 +0
Total Volume and Open Interest 10,933 41,152 +1,457
Nikkei 225(SGX)
Mar11 110106 10370 10535 10330 10515 +145 66,993 216,312 +5,068
Jun11 110106 10310 10450 10310 10440 +140 2 2,681 +7
Sep11 110106 10445 10445 10445 10445 +145      
Total Volume and Open Interest 67,838 235,301 +5,426
CAC 40(EURONEXT)
Jan11 110106 3918.0 3947.0 3886.0 3906.0 unch 141,745 397,961 +11,411
Feb11 110106 3921.0 3945.0 3889.0 3908.0 unch 185 357 +76
Mar11 110106 3925.0 3947.0 3895.0 3909.5 -0.5 637 43,426 +205
Total Volume and Open Interest 142,567 441,779 +11,692
Hang Seng Index(HKFE)
Jan11 110106 23838 23849 23720 23806 +52 57,608 92,553 +1,599
Feb11 110106 23875 23875 23730 23811 +48 420 1,004 +396
Mar11 110106 23793 23795 23688 23762 +47 307 5,819 +25
Total Volume and Open Interest 58,492 100,571 +1,996
DAX(EUREX)
Mar11 110106 6962.0 7059.0 6956.0 6989.5 +43.0 158,435 186,888 -3,344
Jun11 110106 6981.0 7078.5 6978.5 7011.0 +43.0 286 10,662 -156
Sep11 110106 7010.5 7094.0 7010.5 7029.5 +43.5 29 28 +11
Total Volume and Open Interest 158,750 197,578 -3,489
FT-SE 100(EURONEXT)
Mar11 110106 6000.00 6050.00 5954.00 5977.00 -16.00 113,517 653,524 -684
Jun11 110106 5982.50 6001.00 5934.00 5934.00 -16.00 213 1,454 +187
Sep11 110106 5902.50 5902.50 5902.50 5902.50 -16.00 26 58 -12
Total Volume and Open Interest 113,756 655,036 -509
SPI 200(SFE)
Mar11 110106 4716.0 4735.0 4681.0 4712.0 -2.0 26,232 197,584 +2,267
Jun11 110106 4712.0 4738.0 4712.0 4738.0 -3.0 38 2,980 +17
Sep11 110106 4729.0 4729.0 4729.0 4729.0 -3.0 0 1,826 +0
Total Volume and Open Interest 26,273 204,027 +2,257
GSCI(CME)
Jan11 110106 629.70 630.10 618.50 619.50 -10.25 261 14,737 -79
Feb11 110106 634.05 634.70 624.00 624.50 -9.50 2 1 +0
Mar11 110106 637.00 637.35 627.00 627.50 -9.25      
Total Volume and Open Interest 263 14,738 -79
Reuters CCI(ICE)
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions.
Copyright © 1989- Moore Research Center, Inc. All Rights Reserved.

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