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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 13, 2011
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan11 110113 1412.75 1426.00 1407.50 1410.00 +1.00 1,271 1,699 -4,433
Mar11 110113 1418.75 1432.50 1413.00 1416.00 +1.00 137,068 296,519 +873
May11 110113 1426.00 1442.00 1422.50 1425.50 +1.75 53,115 95,289 +4,473
Jul11 110113 1430.25 1445.50 1426.00 1429.50 +2.00 44,594 83,399 +2,385
Aug11 110113 1399.50 1412.00 1395.25 1398.00 +2.75 1,162 2,664 +241
Sep11 110113 1355.00 1367.25 1349.50 1353.25 +3.75 1,143 3,404 +231
Nov11 110113 1308.00 1327.25 1308.00 1312.50 +4.50 27,161 121,155 +2,471
Total Volume and Open Interest 269,036 631,595 +8,389
Soybean Meal(CBOT)
Jan11 110113 379.20 381.90 376.30 378.60 +1.20 1,105 441 -317
Mar11 110113 382.40 386.50 381.30 383.60 +2.10 36,916 95,437 -442
May11 110113 384.60 389.00 376.50 386.30 +2.70 15,375 33,069 +3,818
Jul11 110113 385.00 389.40 384.20 386.50 +3.00 19,210 31,309 +5,424
Aug11 110113 373.60 377.90 373.50 375.20 +3.20 2,766 6,891 +457
Sep11 110113 359.50 364.20 359.50 361.20 +3.20 2,468 5,986 +208
Oct11 110113 339.10 345.30 339.10 343.10 +3.70 1,566 5,695 +79
Dec11 110113 336.80 343.20 336.80 340.40 +3.90 6,953 18,999 -1,331
Total Volume and Open Interest 87,232 201,193 +8,216
Soybean Oil(CBOT)
Jan11 110113 57.40 57.63 57.14 57.30 -0.13 2,251 1,788 +294
Mar11 110113 58.03 58.95 57.46 57.71 -0.16 67,641 206,900 +6,503
May11 110113 58.55 58.75 57.91 58.19 -0.11 17,391 59,264 +57
Jul11 110113 58.82 59.00 58.23 58.51 -0.04 18,212 56,788 +1,997
Aug11 110113 58.46 58.78 58.34 58.51 -0.02 1,570 6,400 +28
Sep11 110113 58.29 58.78 58.29 58.46 +0.01 1,038 7,499 +8
Oct11 110113 58.48 58.53 57.95 58.21 -0.03 1,009 8,635 +79
Dec11 110113 58.37 58.53 57.88 58.16 -0.08 5,485 27,821 +396
Total Volume and Open Interest 114,608 376,101 +9,373
Canola(WCE)
Jan11 110113 590.0 590.0 589.3 589.3 -3.8      
Mar11 110113 599.9 605.6 594.1 595.8 -3.8 15,903 122,034 +1,800
May11 110113 607.2 613.0 602.0 603.6 -3.6 5,899 20,782 +3,375
Jul11 110113 610.4 613.7 603.4 605.6 -2.7 1,468 18,263 -295
Nov11 110113 555.5 559.0 550.0 552.0 -1.9 3,275 40,923 +720
Total Volume and Open Interest 26,761 205,615 +5,737
Corn(CBOT)
Mar11 110113 633.50 649.50 633.25 642.50 +11.50 214,201 696,621 -1,386
May11 110113 642.25 658.25 642.25 651.50 +11.75 62,706 238,770 +9,128
Jul11 110113 646.50 662.75 642.50 656.50 +12.25 74,583 229,944 +5,923
Sep11 110113 600.00 610.50 598.00 608.00 +12.75 10,722 48,707 +808
Dec11 110113 562.25 572.75 562.00 570.50 +10.50 61,649 288,210 +9,199
Mar12 110113 568.50 580.00 568.50 578.25 +11.00 2,887 27,288 +587
Total Volume and Open Interest 430,288 1,578,445 +24,794
Wheat(CBOT)
Mar11 110113 776.75 787.50 769.25 783.50 +13.00 63,833 214,166 -78
May11 110113 803.75 815.00 797.75 812.25 +14.00 15,283 69,997 +532
Jul11 110113 828.50 840.00 822.00 837.50 +14.50 13,341 115,138 +577
Sep11 110113 846.75 859.25 843.00 857.75 +15.50 1,747 21,616 +525
Dec11 110113 863.50 878.00 859.75 876.25 +17.00 4,789 62,105 +646
Total Volume and Open Interest 99,704 498,804 +2,429
Wheat(KCBT)
Mar11 110113 854.50 869.50 853.25 868.50 +16.50 20,071 95,215 -4,349
May11 110113 864.00 880.00 864.00 879.25 +16.50 6,955 40,424 +2,636
Jul11 110113 872.00 889.25 872.00 888.25 +16.25 6,700 55,762 +441
Sep11 110113 888.50 901.00 886.00 900.75 +16.75 1,891 14,065 +437
Dec11 110113 890.50 913.00 890.50 912.75 +17.75 882 11,150 +240
Total Volume and Open Interest 36,582 218,993 -540
Wheat(MGE)
Mar11 110113 880.50 897.25 880.00 893.75 +16.25 5,007 22,648 -347
May11 110113 887.75 905.50 887.75 902.75 +16.75 1,923 14,163 +397
Jul11 110113 900.00 911.75 895.00 908.25 +14.75 1,160 10,340 +203
Sep11 110113 891.00 909.25 891.00 908.00 +17.00 661 10,070 +127
Dec11 110113 899.25 917.00 899.25 915.50 +16.25 641 8,833 +177
Total Volume and Open Interest 9,539 67,582 +575
Oats(CBOT)
Mar11 110113 394.50 399.50 393.25 396.50 +2.00 1,238 9,624 +188
May11 110113 399.00 403.50 399.00 401.25 +2.00 80 961 +25
Jul11 110113 402.00 403.75 399.00 401.25 +2.50 66 492 +21
Sep11 110113 368.25 368.25 364.50 364.50 -1.50 17 79 +15
Total Volume and Open Interest 1,461 12,337 +264
Rough Rice(CBOT)
Jan11 110113 13.71 13.71 13.48 13.64 +0.16 13 17 -35
Mar11 110113 13.74 13.97 13.71 13.85 +0.15 1,255 13,730 +51
May11 110113 13.99 14.23 13.98 14.13 +0.15 347 1,779 +79
Jul11 110113 14.36 14.47 14.36 14.40 +0.16 463 1,339 -294
Total Volume and Open Interest 2,477 18,109 -172
Live Cattle(CME)
Feb11 110113 110.550 110.750 109.550 109.900 -0.300 44,377 92,518 -14,246
Apr11 110113 114.700 114.900 113.950 114.450 -0.130 32,679 124,800 +7,597
Jun11 110113 112.500 112.885 111.700 112.535 +0.150 12,196 64,720 +111
Aug11 110113 112.800 113.535 112.330 113.100 +0.120 3,222 21,863 +752
Oct11 110113 115.000 115.980 114.800 115.700 +0.470 2,682 13,484 +1,320
Dec11 110113 115.400 116.800 115.385 116.750 +0.520 1,094 10,305 +489
Total Volume and Open Interest 96,517 329,746 -3,808
Feeder Cattle(CME)
Jan11 110113 124.285 124.980 123.550 124.900 +0.865 647 3,498 -325
Mar11 110113 126.330 127.250 125.385 126.900 +0.850 2,661 24,629 +225
Apr11 110113 127.050 127.785 126.100 127.650 +0.765 801 6,202 +141
May11 110113 127.150 127.950 126.250 127.930 +0.645 795 7,334 +24
Aug11 110113 127.730 128.500 126.950 128.450 +0.565 640 7,892 +232
Sep11 110113 127.000 128.000 126.700 128.000 +0.450 162 984 +76
Oct11 110113 126.850 127.785 126.535 127.600 +0.500 34 336 +20
Total Volume and Open Interest 5,762 51,078 +405
Lean Hogs(CME)
Feb11 110113 81.250 81.300 79.635 80.300 -0.835 24,887 47,446 -7,236
Apr11 110113 87.200 87.230 85.785 86.300 -0.735 19,231 77,310 +6,506
May11 110113 93.900 94.035 93.100 93.400 -0.550 145 2,016 +66
Jun11 110113 96.635 96.700 95.300 95.950 -0.685 8,578 43,640 +1,548
Jul11 110113 95.785 95.800 94.200 95.150 -0.530 2,842 12,213 +1,240
Aug11 110113 94.350 94.350 92.980 93.750 -0.550 1,776 13,766 +574
Oct11 110113 84.200 84.200 83.100 84.035 -0.250 1,566 12,335 +1,020
Dec11 110113 80.250 80.250 79.250 80.000 -0.200 737 4,295 +495
Total Volume and Open Interest 60,012 214,478 +4,356
Class III Milk(CME)
Jan11 110113 13.52 13.56 13.51 13.55 +0.03 237 5,565 -78
Feb11 110113 14.85 14.99 14.83 14.91 +0.04 784 5,475 +107
Mar11 110113 14.95 15.06 14.84 14.92 -0.01 539 4,323 +167
Apr11 110113 15.30 15.35 15.25 15.32 +0.02 218 2,964 +85
May11 110113 15.44 15.50 15.35 15.47 +0.03 140 2,693 +44
Total Volume and Open Interest 2,376 32,376 +539
Cocoa(ICE)
Mar11 110113 2947 2985 2924 2952 -7 6,916 66,515 -225
May11 110113 2977 3009 2948 2976 -4 1,686 25,273 +140
Jul11 110113 2981 3025 2970 2994 -3 687 13,494 -96
Sep11 110113 3000 3042 2990 3015 -3 1,049 8,604 -482
Dec11 110113 3040 3065 3015 3039 -2 264 13,543 +78
Mar12 110113 3100 3120 3095 3095 -4 33 10,831 +28
May12 110113 3115 3115 3089 3089 -3 0 4,618 +0
Total Volume and Open Interest 10,636 144,862 -557
Coffee "C"(ICE)
Mar11 110113 240.35 241.20 236.60 237.50 -3.10 21,731 86,106 +1,126
May11 110113 242.00 242.50 238.50 239.15 -2.90 7,784 28,227 +547
Jul11 110113 242.10 243.25 239.75 240.25 -2.65 3,186 13,022 +1,463
Sep11 110113 239.85 240.65 237.45 238.15 -2.25 440 5,035 +140
Dec11 110113 235.25 236.00 232.85 233.60 -2.05 169 7,852 -8
Mar12 110113 230.55 231.25 227.65 228.85 -2.10 75 825 +40
Total Volume and Open Interest 33,388 141,763 +3,311
Orange Juice(ICE)
Mar11 110113 175.05 175.05 171.75 172.50 -5.30 1,017 21,983 +35
May11 110113 174.00 174.00 171.55 172.00 -5.10 187 5,969 +91
Jul11 110113 174.25 174.25 172.25 172.40 -5.00 12 2,557 +15
Sep11 110113 175.20 175.20 172.50 172.50 -4.90 2 495 +0
Nov11 110113 172.55 172.55 172.55 172.55 -4.60 0 554 +0
Jan12 110113 172.55 172.55 172.55 172.55 -4.10 0 2 +0
Total Volume and Open Interest 1,218 31,582 +141
Sugar #11(ICE)
Mar11 110113 32.09 32.28 31.22 32.06 +0.04 67,207 223,607 -3,723
May11 110113 29.90 29.99 29.18 29.85 -0.04 28,455 115,627 +721
Jul11 110113 27.27 27.63 26.80 27.50 +0.19 19,271 118,252 +1,547
Oct11 110113 25.60 25.80 24.95 25.69 +0.08 7,682 63,387 +445
Mar12 110113 24.50 24.85 24.14 24.79 +0.06 4,116 46,239 -188
Total Volume and Open Interest 129,390 616,366 -1,105
London Cocoa(LCE)
Mar11 110113 1970 1973 1943 1964 -16 5,828 58,874 -1,596
May11 110113 1976 1977 1948 1967 -18 1,345 25,102 +135
Jul11 110113 1988 1990 1960 1980 -18 1,774 28,002 +313
Sep11 110113 1990 1990 1969 1986 -18 667 17,982 +396
Dec11 110113 1999 2001 1984 1999 -18 106 23,790 +32
Mar12 110113 2011 2011 1997 2007 -18 0 19,914 +0
May12 110113 2010 2010 2010 2010 -21 100 3,943 +0
Total Volume and Open Interest 11,074 184,049 -466
London Sugar(LCE)
Mar11 110113 793.60 796.20 781.40 787.40 +6.40 4,650 23,171 -1,092
May11 110113 763.90 767.70 753.50 758.90 +6.40 1,752 11,414 -77
Aug11 110113 709.00 718.50 704.10 712.40 +11.90 576 8,227 -62
Oct11 110113 667.10 671.00 661.30 667.00 +10.70 258 2,720 +120
Dec11 110113 643.40 644.50 640.20 642.80 +11.70 50 1,015 +5
Total Volume and Open Interest 7,288 47,287 -1,104
Cotton(ICE)
Mar11 110113 150.88 151.63 143.97 144.06 -3.91 17,388 92,167 -1,506
May11 110113 145.28 146.40 139.45 139.46 -3.99 5,094 24,824 +512
Jul11 110113 138.50 139.95 132.90 133.10 -3.80 3,787 33,430 +216
Oct11 110113 115.25 115.50 115.00 115.00 -2.92 4 171 -2
Dec11 110113 104.01 105.85 102.01 102.38 -2.05 2,549 49,045 +142
Mar12 110113 99.30 99.30 96.75 96.75 -2.17 509 1,658 +254
Total Volume and Open Interest 29,477 203,253 -345
Lumber(CME)
Jan11 110113 289.6 289.8 285.0 285.0 -1.6 213 247 -133
Mar11 110113 308.0 309.5 303.2 304.2 +1.3 477 6,964 +107
May11 110113 323.0 323.4 319.0 322.0 +2.0 89 2,782 +51
Jul11 110113 327.0 328.5 323.2 327.0 +1.8 33 1,091 +3
Total Volume and Open Interest 820 11,270 +28
Crude Oil(NYM)
Feb11 110113 92.00 92.37 90.75 91.40 -0.46 382,686 169,217 -26,513
Mar11 110113 92.98 93.27 91.83 92.30 -0.57 225,416 333,001 +24,022
Apr11 110113 93.81 94.10 92.74 93.21 -0.53 101,564 111,112 +7,127
May11 110113 94.59 94.73 93.49 94.00 -0.48 57,034 83,022 +1,125
Jun11 110113 95.05 95.30 94.05 94.60 -0.45 62,602 105,199 +1,282
Jul11 110113 95.53 95.75 94.50 95.06 -0.42 19,175 59,831 -75
Aug11 110113 95.82 95.96 94.83 95.38 -0.39 10,582 29,654 +1,570
Sep11 110113 96.05 96.18 95.50 95.62 -0.37 9,133 30,869 +1,946
Oct11 110113 96.19 96.34 95.81 95.81 -0.35 3,125 19,096 +443
Nov11 110113 96.28 96.28 95.50 95.95 -0.32 3,086 19,832 +138
Dec11 110113 96.46 96.68 95.47 96.07 -0.30 34,707 159,388 +2,506
Jan12 110113 96.35 96.44 95.77 96.09 -0.28 1,669 29,638 +340
Feb12 110113 96.06 96.06 96.06 96.06 -0.28 468 8,441 -18
Mar12 110113 96.02 96.02 96.02 96.02 -0.27 221 12,290 +25
Apr12 110113 95.98 95.98 95.98 95.98 -0.27 66 4,938 +23
May12 110113 95.94 95.94 95.94 95.94 -0.27 162 6,042 +10
Total Volume and Open Interest 933,343 1,516,692 +15,104
e-miNY Crude Oil(NYM)
Jan11 101217 87.925 88.500 87.025 88.025 +0.325 5,348 3,079 -457
Feb11 110113 91.975 92.350 90.800 91.400 -0.450 8,275 3,351 -266
Mar11 110113 93.100 93.250 91.850 92.300 -0.575 1,689 4,230 +276
Apr11 110113 93.825 93.925 92.700 93.200 -0.550 133 634 +58
May11 110113 94.400 94.475 94.000 94.000 -0.475 6 56 +0
Jun11 110113 95.000 95.000 94.600 94.600 -0.450 0 54 +0
Jul11 110113 95.050 95.050 95.050 95.050 -0.425 1 13 +1
Aug11 110113 95.925 95.925 95.375 95.375 -0.400 1 10 +1
Sep11 110113 95.625 95.625 95.625 95.625 -0.375 0 6 +0
Oct11 110113 96.300 96.300 95.800 95.800 -0.350 0 41 +0
Total Volume and Open Interest 10,107 8,674 +68
Heating Oil(NYM)
Feb11 110113 261.70 262.60 258.68 260.91 -0.95 48,870 81,704 -5,380
Mar11 110113 262.00 263.02 259.26 261.31 -0.92 31,336 70,136 +3,494
Apr11 110113 261.72 262.32 258.90 260.76 -0.79 10,389 32,316 -270
May11 110113 260.87 261.65 259.27 260.36 -0.75 8,959 21,290 +873
Jun11 110113 261.40 261.99 259.01 260.58 -0.65 13,994 31,721 -793
Jul11 110113 262.30 262.91 260.40 261.82 -0.55 2,653 10,108 +418
Aug11 110113 262.16 264.10 262.16 263.10 -0.47 1,246 6,022 +130
Sep11 110113 264.57 265.54 263.43 264.47 -0.35 1,359 7,054 +227
Oct11 110113 264.40 266.99 264.40 265.92 -0.39 425 4,238 +21
Nov11 110113 268.30 268.50 266.50 267.42 -0.49 334 5,124 -7
Dec11 110113 269.33 269.71 267.04 268.72 -0.56 3,719 17,357 +861
Jan12 110113 270.01 270.01 270.01 270.01 -0.57 63 3,487 +26
Total Volume and Open Interest 124,239 298,254 -73
Gasoline(NYMEX)
Feb11 110113 246.89 247.31 243.16 244.59 -1.72 45,978 69,374 -7,938
Mar11 110113 248.02 248.72 244.78 246.15 -1.57 37,867 75,130 +5,661
Apr11 110113 258.17 258.20 255.76 256.61 -1.55 18,413 28,305 -71
May11 110113 258.86 259.00 255.90 257.24 -1.63 6,281 21,509 +813
Jun11 110113 258.62 258.96 255.90 257.14 -1.59 10,914 21,450 +1,386
Jul11 110113 257.75 258.00 255.69 256.48 -1.54 2,145 8,149 +577
Aug11 110113 254.09 255.65 254.09 255.05 -1.52 432 6,705 -20
Sep11 110113 253.12 253.32 253.12 253.32 -1.50 763 4,918 +155
Oct11 110113 242.57 242.57 242.57 242.57 -1.53 246 4,439 +106
Nov11 110113 240.67 240.67 240.67 240.67 -1.53 167 1,737 +38
Total Volume and Open Interest 125,509 276,789 +496
e-miNY RBOB Gasoline(NYM)
Feb11 110113 244.60 244.60 244.59 244.60 -1.70 0 3 +0
Mar11 110113 246.20 246.20 246.15 246.20 -1.50 0 1 +0
Apr11 110113 256.60 256.61 256.60 256.60 -1.60 0 1 +0
May11 110113 257.20 257.24 257.20 257.20 -1.70 0 1 +0
Total Volume and Open Interest 0 9 +0
Natural Gas(NYM)
Feb11 110113 4.481 4.503 4.362 4.407 -0.124 133,466 115,541 -4,862
Mar11 110113 4.481 4.498 4.377 4.419 -0.107 69,689 219,337 +9,894
Apr11 110113 4.470 4.492 4.380 4.420 -0.102 42,623 92,944 -1,567
May11 110113 4.523 4.532 4.425 4.463 -0.099 33,115 73,952 +6,461
Jun11 110113 4.578 4.580 4.487 4.514 -0.095 11,843 19,793 -267
Jul11 110113 4.630 4.644 4.552 4.584 -0.092 13,382 26,084 +2,249
Aug11 110113 4.659 4.674 4.588 4.614 -0.094 6,121 18,582 +583
Sep11 110113 4.667 4.682 4.590 4.621 -0.096 4,411 12,967 +142
Oct11 110113 4.736 4.739 4.648 4.679 -0.097 13,788 52,725 +693
Nov11 110113 4.880 4.900 4.815 4.839 -0.095 2,943 22,526 +532
Dec11 110113 5.115 5.127 5.040 5.067 -0.092 2,883 21,747 +53
Jan12 110113 5.254 5.266 5.185 5.210 -0.088 6,549 37,890 +107
Feb12 110113 5.215 5.215 5.159 5.173 -0.087 753 7,932 +190
Mar12 110113 5.110 5.122 5.056 5.075 -0.083 1,481 21,223 +481
Apr12 110113 4.890 4.891 4.837 4.853 -0.071 1,835 20,343 +790
May12 110113 4.894 4.894 4.845 4.858 -0.071 157 5,195 +16
Total Volume and Open Interest 346,302 833,355 +15,563
Brent Crude Oil(ICE)
Feb11 110113 98.22 98.67 97.30 98.06 -0.06 158,640 61,729 -40,088
Mar11 110113 97.71 97.88 96.49 97.29 -0.28 245,364 255,733 +9,407
Apr11 110113 97.56 97.78 96.46 97.24 -0.20 103,237 135,294 +18,057
May11 110113 97.59 97.79 96.60 97.35 -0.14 51,584 67,731 +3,842
Jun11 110113 97.64 97.96 96.75 97.45 -0.11 57,037 83,958 +6,431
Jul11 110113 97.65 97.92 96.84 97.50 -0.08 15,559 26,561 -288
Aug11 110113 97.65 97.93 96.86 97.51 -0.06 8,557 16,710 +2,420
Sep11 110113 97.62 97.89 96.86 97.52 -0.05 7,066 23,916 -652
Oct11 110113 97.72 97.93 96.90 97.54 -0.03 4,341 16,921 -199
Nov11 110113 97.55 97.55 97.55 97.55 -0.02 2,417 11,151 +325
Dec11 110113 97.65 97.96 96.86 97.55 -0.02 36,037 98,907 -1,116
Jan12 110113 97.56 97.56 97.56 97.56 -0.03 1,341 11,633 +737
Feb12 110113 97.55 97.55 97.55 97.55 -0.02 655 6,324 +2
Mar12 110113 97.52 97.52 97.52 97.52 -0.02 431 3,950 +122
Total Volume and Open Interest 704,172 923,811 -12
Gas Oil(ICE)
Feb11 110113 810.25 811.50 801.00 810.50 -1.00 110,916 149,811 +6,626
Mar11 110113 813.25 815.75 805.25 814.75 -0.50 101,127 118,558 +17,050
Apr11 110113 816.25 818.25 807.75 817.25 -0.25 30,978 63,623 +1,599
May11 110113 816.50 820.25 810.75 819.50 unch 18,571 54,179 +3,331
Jun11 110113 819.00 823.00 813.25 822.25 +0.25 29,814 53,108 -363
Jul11 110113 822.75 826.00 817.25 825.25 +0.25 7,527 21,145 -70
Aug11 110113 824.75 828.25 820.50 828.25 unch 4,458 19,435 +1,151
Sep11 110113 827.75 831.50 823.75 831.50 unch 4,577 16,351 +1,022
Oct11 110113 830.00 833.50 826.00 833.50 -0.25 2,313 12,562 +668
Nov11 110113 832.25 834.50 826.00 834.50 -0.25 1,647 10,258 +230
Total Volume and Open Interest 336,017 627,223 +26,435
Ethanol(CBOT)
Jan11 110105 2.315 2.315 2.305 2.305 -0.008 63 135 -73
Feb11 110113 2.361 2.374 2.344 2.350 +0.001 160 819 +23
Mar11 110113 2.336 2.373 2.336 2.346 +0.014 352 1,439 +262
Apr11 110113 2.344 2.382 2.344 2.350 +0.012 80 851 +50
May11 110113 2.375 2.380 2.367 2.367 +0.018 52 371 -15
Jun11 110113 2.385 2.385 2.375 2.379 +0.018 34 530 +20
Jul11 110113 2.389 2.390 2.375 2.381 +0.019 38 739 +21
Aug11 110113 2.375 2.378 2.370 2.374 +0.019 32 769 +13
Total Volume and Open Interest 967 7,633 +462
WTI Crude Oil(ICE
Feb11 110113 92.06 92.36 90.85 91.40 -0.46 94,303 52,561 -15,964
Mar11 110113 93.05 93.26 91.84 92.30 -0.57 90,073 122,543 +4,632
Apr11 110113 93.90 94.04 92.74 93.21 -0.53 39,818 54,172 +739
May11 110113 94.39 94.74 93.54 94.00 -0.48 19,316 42,029 +3,097
Jun11 110113 95.01 95.28 94.05 94.60 -0.45 19,486 68,541 +845
Jul11 110113 95.45 95.60 94.65 95.06 -0.42 3,352 20,615 +850
Aug11 110113 95.61 95.89 95.26 95.38 -0.39 2,976 12,305 +254
Sep11 110113 95.78 96.10 95.18 95.62 -0.37 1,642 16,383 -33
Oct11 110113 95.97 96.12 95.36 95.81 -0.35 969 12,144 +134
Nov11 110113 96.37 96.37 95.95 95.95 -0.32 811 9,186 -21
Dec11 110113 96.31 96.65 95.47 96.07 -0.30 14,864 69,905 +130
Jan12 110113 96.44 96.44 96.09 96.09 -0.28 171 6,275 +43
Feb12 110113 96.06 96.06 96.06 96.06 -0.28 35 1,185 +13
Mar12 110113 96.02 96.02 96.02 96.02 -0.27 1 3,162 -1
Apr12 110113 95.98 95.98 95.98 95.98 -0.27 7 759 +1
May12 110113 95.94 95.94 95.94 95.94 -0.27 8 868 +0
Total Volume and Open Interest 292,959 584,880 -4,658
US Dollar Index(ICE)
Mar11 110113 80.290 80.445 79.210 79.405 -0.845 33,981 28,261 -7,343
Jun11 110113 80.585 80.670 79.660 79.795 -0.835 152 948 +18
Sep11 110113 80.170 80.170 80.155 80.155 -0.835 1 3 -1
Total Volume and Open Interest 34,134 29,212 -7,326
Australian Dollar(CME)
Mar11 110113 98.88 99.48 98.45 99.05 +0.16 108,687 114,559 +1,210
Jun11 110113 97.68 98.26 97.59 97.92 +0.16 138 502 +39
Sep11 110113 96.69 96.69 96.56 96.69 +0.13 0 14 +0
Total Volume and Open Interest 108,825 115,169 +1,249
British Pound(CME)
Mar11 110113 157.43 158.78 157.13 158.36 +0.78 138,823 86,853 +734
Jun11 110113 157.59 158.50 157.07 158.19 +0.78 120 209 +30
Sep11 110113 157.91 157.91 157.13 157.91 +0.78 0 5 +0
Total Volume and Open Interest 138,943 87,099 +764
Canadian Dollar(CME)
Mar11 110113 101.21 101.34 100.78 100.96 -0.14 70,261 125,842 +790
Jun11 110113 101.02 101.08 100.61 100.71 -0.15 96 2,221 +30
Sep11 110113 100.53 100.53 100.35 100.38 -0.15 13 1,019 +3
Dec11 110113 100.15 100.43 100.08 100.08 -0.15 44 1,237 +20
Total Volume and Open Interest 70,414 130,323 +843
Japanese Yen(CME)
Mar11 110113 120.51 121.21 120.32 120.96 +0.26 126,222 106,060 -620
Jun11 110113 120.86 121.17 120.84 121.09 +0.25 40 420 -4
Sep11 110113 121.27 121.27 121.03 121.27 +0.24 0 17 +0
Total Volume and Open Interest 126,262 106,508 -624
Swiss Franc(CME)
Mar11 110113 103.57 104.08 102.46 103.85 +0.39 42,917 42,631 -142
Jun11 110113 103.35 104.15 102.67 103.96 +0.38 28 70 +8
Sep11 110113 104.08 104.08 103.71 104.08 +0.37 1 3 +1
Total Volume and Open Interest 42,946 42,706 -133
EuroFX(CME)
Mar11 110113 131.22 133.79 130.84 133.43 +2.15 465,059 202,357 +1,743
Jun11 110113 131.05 133.61 130.83 133.31 +2.12 1,193 1,230 +214
Sep11 110113 131.53 133.15 131.07 133.15 +2.08 14 30 -2
Total Volume and Open Interest 466,266 203,959 +1,955
Mexican Peso(CME)
Jan11 110113 825.8 829.2 825.8 825.8 -3.5      
Feb11 110113 823.8 827.2 823.8 823.8 -3.5      
Total Volume and Open Interest 36,632 130,613 +2,696
30-Year T-Bonds(CBOT)
Mar11 110113 120~180 121~240 120~080 121~150 +0~220 294,268 552,028 +4,318
Jun11 110113 118~260 119~300 118~250 119~270 +0~210 102 677 -3
Sep11 110113 118~070 118~070 117~190 118~070 +0~200      
Total Volume and Open Interest 294,370 552,705 +4,315
10-Year T-Notes(CBOT)
Mar11 110113 120~160 121~065 120~115 121~035 +0~175 1,086,172 1,337,927 -9,363
Jun11 110113 119~090 119~310 119~090 119~305 +0~175 1,014 3,196 +468
Sep11 110113 118~280 118~280 118~105 118~280 +0~175      
Total Volume and Open Interest 1,087,186 1,341,127 -8,895
5-Year T-Notes(CBOT)
Mar11 110113 117~116 118~039 117~106 118~035 +0~041 497,075 1,050,372 -1,245
Jun11 110113 117~061 117~061 117~020 117~061 +0~041 10 35 +0
Sep11 110113 116~085 116~085 116~044 116~085 +0~041      
Total Volume and Open Interest 497,085 1,050,407 -1,245
2 Year T-Notes(CBOT)
Mar11 110113 109~057 109~065 109~054 109~064 +0~005 208,152 688,800 +2,190
Jun11 110113 109~031 109~031 109~027 109~031 +0~004 114 264 +92
Sep11 110113 108~126 108~126 108~123 108~126 +0~003      
Total Volume and Open Interest 208,266 689,064 +2,282
Eurodollars(CME)
Mar11 110113 99.635 99.650 99.630 99.645 +0.010 180,955 1,149,973 +289
Jun11 110113 99.535 99.560 99.530 99.555 +0.015 190,935 1,130,701 -5,325
Sep11 110113 99.410 99.450 99.405 99.445 +0.025 176,687 972,808 +11,685
Dec11 110113 99.240 99.290 99.230 99.280 +0.030 186,915 784,838 +12,962
Mar12 110113 99.015 99.080 99.010 99.070 +0.035 306,886 863,230 +6,714
Jun12 110113 98.750 98.820 98.735 98.810 +0.040 198,857 534,756 +11,393
Sep12 110113 98.480 98.560 98.465 98.545 +0.045 168,152 452,798 +143
Dec12 110113 98.210 98.295 98.195 98.280 +0.050 137,255 304,757 +4,220
Mar13 110113 97.945 98.040 97.930 98.025 +0.060 97,772 199,647 -2,579
Jun13 110113 97.660 97.775 97.660 97.760 +0.065 54,795 157,361 -236
Sep13 110113 97.420 97.525 97.405 97.510 +0.075 51,714 178,211 -289
Dec13 110113 97.150 97.270 97.135 97.255 +0.080 49,910 143,239 -728
Mar14 110113 96.915 97.045 96.910 97.035 +0.085 25,359 107,960 -2,006
Jun14 110113 96.695 96.820 96.675 96.805 +0.090 24,808 104,423 +4,036
Sep14 110113 96.465 96.595 96.445 96.580 +0.090 15,889 62,659 -228
Dec14 110113 96.235 96.370 96.220 96.355 +0.090 20,548 70,451 +39
Mar15 110113 96.060 96.185 96.030 96.170 +0.090 12,850 51,732 -275
Jun15 110113 4.120 4.255 4.100 4.240 +0.090 12,583 35,421 -439
Total Volume and Open Interest 1,945,611 7,545,825 +38,957
30 Day Federal Funds(CBOT)
Jan11 110113 99.827 99.832 99.827 99.827 unch 892 73,875 -337
Feb11 110113 99.830 99.835 99.825 99.825 unch 2,013 62,012 -1,299
Mar11 110113 99.830 99.835 99.825 99.830 +0.005 2,556 46,266 +272
Apr11 110113 99.835 99.840 99.830 99.835 +0.005 1,012 41,236 +8
May11 110113 99.835 99.840 99.830 99.835 +0.005 2,061 61,544 +259
Jun11 110113 99.830 99.840 99.825 99.830 +0.005 1,757 33,716 +401
Total Volume and Open Interest 27,408 549,956 +91
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 110113 99.655 99.655 99.655 99.655 -0.005 0 1,161 +0
Jun11 110113 99.643 99.643 99.643 99.643 -0.005 0 175 +0
Sep11 110113 99.635 99.635 99.635 99.635 -0.005      
Dec11 110113 99.620 99.620 99.620 99.620 -0.005 0 75 +0
Mar12 110113 99.600 99.600 99.600 99.600 -0.005      
Jun12 110113 99.645 99.645 99.645 99.645 -0.005      
Sep12 110113 99.595 99.595 99.595 99.595 -0.005      
Dec12 110113 99.500 99.500 99.500 99.500 -0.005      
Mar13 110113 99.500 99.500 99.500 99.500 -0.005      
Jun13 110113 99.455 99.455 99.455 99.455 -0.005      
Total Volume and Open Interest 0 1,411 +0
3-Mth Euro-Yen(SGX)
Mar11 110113 99.65 99.65 99.65 99.65 -0.01 200 2,676 +0
Jun11 110113 99.65 99.65 99.64 99.64 0.00 0 1,312 -75
Sep11 110113 99.64 99.64 99.63 99.64 0.00 0 847 -105
Dec11 110113 99.62 99.62 99.62 99.62 0.00 0 1,823 +0
Mar12 110113 99.60 99.60 99.60 99.60 -0.01 0 305 +0
Jun12 110113 99.64 99.64 99.64 99.64 -0.01 0 754 +0
Sep12 110113 99.60 99.60 99.60 99.60 0.00 0 310 +0
Dec12 110113 99.50 99.50 99.50 99.50 0.00 0 4 +0
Total Volume and Open Interest 200 8,032 -180
Japanese Gov't Bonds(SGX)
Mar11 110113 139.90 140.08 139.89 140.06 -0.02 1,726 12,539 +377
Jun11 110113 137.97 137.97 137.97 137.97 -0.02      
Sep11 110113 135.88 135.88 135.88 135.88 -0.02      
Total Volume and Open Interest 1,726 12,539 +377
Euro-Bund(EUREX)
Mar11 110113 124.73 124.98 124.27 124.64 -0.05 1,161,761 1,586,138 +21,254
Jun11 110113 123.32 123.50 123.03 123.22 -0.04 16 608 +24
Sep11 110113 122.95 122.95 122.95 122.95 -0.05      
Total Volume and Open Interest 1,161,777 1,586,746 +21,278
Euro-Bobl(EUREX)
Mar11 110113 118.34 118.47 117.84 118.01 -0.29 671,217 1,009,386 -7,898
Jun11 110113 116.91 116.91 116.50 116.57 -0.29 2 4,365 +508
Sep11 110113 116.57 116.57 116.57 116.57 -0.29      
Total Volume and Open Interest 671,219 1,013,751 -7,390
3-Mth Euribor(EUREX)
Mar11 110113 98.925 98.925 98.875 98.875 -0.050 83 6,007 -2
Jun11 110113 98.790 98.790 98.720 98.720 -0.065 30 9,198 +0
Sep11 110113 98.650 98.650 98.530 98.560 -0.085 34 1,803 +33
Total Volume and Open Interest 254 24,085 +42
Long Gilt(LIFFE)
Mar11 110113 117~13 117~28 117~10 117~20 +0~09 127,835 242,752 +774
Jun11 110113 116~20 116~20 116~20 116~20 +0~09      
Total Volume and Open Interest 127,835 242,752 +774
3-Mth Short Sterling(LIFFE)
Mar11 110113 99.10 99.13 99.09 99.10 +0.01 85,530 306,600 +7,331
Jun11 110113 98.89 98.94 98.87 98.90 +0.02 110,241 280,783 +12,403
Sep11 110113 98.66 98.72 98.64 98.69 +0.03 114,056 265,103 +11,107
Dec11 110113 98.41 98.48 98.40 98.45 +0.04 87,239 301,091 +6,265
Mar12 110113 98.16 98.22 98.15 98.20 +0.04 83,916 275,066 -524
Jun12 110113 97.88 97.96 97.88 97.94 +0.04 70,838 171,140 -5,230
Total Volume and Open Interest 680,395 1,973,802 +28,961
3-Mth Euribor(LIFFE)
Mar11 110113 98.920 98.930 98.850 98.875 -0.050 94,084 605,507 +6,761
Jun11 110113 98.785 98.795 98.685 98.720 -0.065 134,390 494,295 +4,064
Sep11 110113 98.645 98.660 98.510 98.565 -0.080 159,183 384,152 -7,718
Total Volume and Open Interest 1,029,984 2,788,270 -3,785
3-Mth Aus T-Bills(SFE)
Mar11 110113 95.01 95.02 94.98 95.00 -0.02 17,941 204,741 -13,698
Jun11 110113 94.95 94.95 94.88 94.92 -0.04 33,352 149,981 -957
Sep11 110113 94.85 94.85 94.74 94.79 -0.06 22,704 89,184 +1,025
Dec11 110113 94.72 94.72 94.64 94.66 -0.08 8,056 58,955 +699
Mar12 110113 94.61 94.62 94.56 94.59 -0.07 2,738 45,422 -36
Jun12 110113 94.56 94.57 94.51 94.54 -0.06 1,777 40,799 +281
Sep12 110113 94.54 94.54 94.46 94.49 -0.06 2,602 23,724 +1,087
Dec12 110113 94.45 94.48 94.41 94.43 -0.08 1,858 11,475 +883
Mar13 110113 94.37 94.38 94.37 94.38 -0.09 1 2,758 +0
Jun13 110113 94.32 94.33 94.32 94.33 -0.10 1 589 +1
Total Volume and Open Interest 91,030 628,530 -10,715
10-Year Aus T-Bonds(SFE)
Mar11 110113 94.47 94.47 94.38 94.42 -0.05 33,456 367,973 +235
Jun11 110113 94.42 94.42 94.42 94.42 -0.05      
Total Volume and Open Interest 33,456 367,973 +235
3-Year Aus T-Bonds(SFE)
Mar11 110113 94.95 94.95 94.84 94.86 -0.10 191,040 506,880 +27,138
Jun11 110113 94.86 94.86 94.86 94.86 -0.10      
Total Volume and Open Interest 191,040 506,880 +27,138
Gold(CMX)
Feb11 110113 1387.1 1392.9 1369.1 1387.0 +1.2 147,502 290,364 -7,223
Apr11 110113 1388.9 1394.7 1371.0 1388.9 +1.2 24,235 99,017 +6,464
Jun11 110113 1390.4 1396.1 1373.3 1391.0 +1.2 3,769 35,913 +1,119
Aug11 110113 1391.7 1397.5 1378.0 1393.0 +1.2 599 17,563 +140
Oct11 110113 1398.9 1398.9 1387.5 1395.0 +1.2 79 10,889 +1
Dec11 110113 1396.8 1402.1 1379.1 1397.1 +1.2 2,505 24,643 +1,285
Feb12 110113 1399.5 1399.5 1399.5 1399.5 +1.1 2,357 7,969 +376
Apr12 110113 1402.2 1402.2 1402.2 1402.2 +1.1 200 6,883 +0
Jun12 110113 1405.2 1405.2 1405.2 1405.2 +1.0 757 12,783 +80
Aug12 110113 1408.5 1408.5 1408.5 1408.5 +0.8 540 7,006 +100
Oct12 110113 1412.2 1412.2 1412.2 1412.2 +0.7 25 4,385 +25
Dec12 110113 1416.4 1416.4 1400.0 1416.4 +0.6 3,585 13,745 -1,843
Total Volume and Open Interest 192,602 589,368 +1,189
Silver(CMX)
Mar11 110113 2969.5 2981.0 2852.5 2926.3 -28.2 47,047 74,309 +746
May11 110113 2976.0 2984.5 2860.0 2930.9 -28.4 608 14,748 -222
Jul11 110113 2959.5 2980.5 2885.0 2935.3 -28.4 936 9,578 -285
Sep11 110113 2950.0 2950.0 2917.0 2939.4 -28.4 18 6,799 -1
Dec11 110113 2950.0 2960.0 2873.5 2945.5 -28.7 608 13,189 +345
Mar12 110113 2898.5 2950.9 2898.5 2950.9 -28.9 0 579 +0
May12 110113 2954.6 2954.6 2954.6 2954.6 -29.0 0 540 +0
Total Volume and Open Interest 49,534 137,059 +728
Platinum(NYMEX)
Jan11 110113 1816.7 1818.6 1815.5 1818.6 +20.7 123 355 -2
Apr11 110113 1804.9 1833.0 1794.5 1821.2 +20.1 9,553 38,595 +834
Jul11 110113 1824.5 1824.5 1824.3 1824.3 +20.5 116 934 +106
Oct11 110113 1826.3 1826.3 1826.3 1826.3 +19.5 4 23 +4
Total Volume and Open Interest 9,816 39,928 +955
Palladium(NYMEX)
Mar11 110113 811.05 825.10 805.00 813.45 +6.70 3,549 21,923 +490
Jun11 110113 810.35 822.95 808.90 814.70 +6.85 80 767 +29
Sep11 110113 823.25 823.25 815.30 815.30 +6.85 1 14 +1
Total Volume and Open Interest 3,631 22,707 +519
Copper(CMX)
Mar11 110113 441.70 442.55 434.25 437.70 -3.45 29,195 113,322 -1,548
May11 110113 441.50 442.00 434.80 438.00 -3.15 2,060 26,443 -519
Jul11 110113 439.00 439.00 435.60 437.70 -2.90 925 9,863 +600
Sep11 110113 438.20 438.20 436.95 437.20 -2.60 481 5,139 -189
Dec11 110113 437.00 437.00 433.45 435.65 -2.25 520 3,841 +285
Total Volume and Open Interest 33,693 164,245 -1,243
DJIA Index(CBOT)
Mar11 110113 11701 11712 11645 11683 -25 265 9,479 +38
Jun11 110113 11621 11648 11621 11621 -27      
Sep11 110113 11563 11588 11563 11563 -25      
Dec11 110113 11508 11533 11508 11508 -25      
Total Volume and Open Interest 265 9,479 +38
S & P 500(CME)
Mar11 110113 1283.00 1284.50 1276.50 1281.30 -2.10 14,418 281,636 +1,798
Jun11 110113 1276.30 1278.90 1271.90 1276.30 -2.10 486 4,212 -50
Sep11 110113 1271.40 1274.10 1267.10 1271.40 -2.20 1,250 2,791 +690
Dec11 110113 1266.80 1269.50 1262.50 1266.80 -2.20 0 550 +0
Total Volume and Open Interest 16,154 289,189 +2,438
S & P 500 E-Mini(Globex)
Mar11 110113 1283.25 1284.50 1276.25 1281.25 -2.25 1,604,117 2,557,791 +29,987
Jun11 110113 1278.25 1278.75 1272.00 1276.25 -2.25 1,719 6,707 +1,064
Total Volume and Open Interest 1,605,950 2,564,727 +31,153
NASDAQ 100(CME)
Mar11 110113 2304.50 2310.00 2297.50 2302.80 -1.70 1,198 13,109 -50
Jun11 110113 2299.80 2307.00 2298.50 2299.80 -1.70      
Sep11 110113 2297.30 2299.00 2297.30 2297.30 -1.70      
Total Volume and Open Interest 1,198 13,109 -50
NASDAQ 100 E-Mini(Globex)
Mar11 110113 2304.80 2309.50 2296.80 2302.80 -1.70 176,801 357,552 +3,864
Jun11 110113 2301.80 2304.80 2298.30 2299.80 -1.70 170 742 +5
Total Volume and Open Interest 176,971 358,300 +3,869
S & P Midcap 400(CME)
Mar11 110113 921.50 927.00 919.50 923.10 -1.00 191 1,867 +187
Jun11 110113 920.60 921.60 920.60 920.60 -1.00      
Sep11 110113 919.40 920.00 919.40 919.40 -0.60      
Total Volume and Open Interest 191 1,867 +187
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Mar11 110113 10635 10655 10580 10590 -30 8,858 40,638 +1,039
Jun11 110113 10570 10600 10570 10570 -30 0 4 +0
Total Volume and Open Interest 8,858 40,642 +1,039
Nikkei 225(SGX)
Mar11 110113 10535 10635 10520 10570 +40 81,299 225,703 +10,908
Jun11 110113 10500 10535 10495 10495 +35 167 2,850 +7
Sep11 110113 10495 10495 10495 10495 +35      
Total Volume and Open Interest 83,150 250,204 +15,136
CAC 40(EURONEXT)
Jan11 110113 3951.5 3979.5 3944.0 3977.0 +29.5 142,186 365,220 +5,507
Feb11 110113 3961.0 3978.5 3945.5 3978.5 +30.0 751 9,599 +724
Mar11 110113 3954.5 3980.0 3950.0 3980.0 +29.0 315 42,765 +44
Total Volume and Open Interest 143,253 417,626 +6,275
Hang Seng Index(HKFE)
Jan11 110113 24327 24385 24233 24265 +42 74,898 99,359 -657
Feb11 110113 24467 24467 24240 24271 +46 763 1,911 +162
Mar11 110113 24350 24350 24195 24221 +56 256 6,258 +277
Total Volume and Open Interest 76,014 108,809 -200
DAX(EUREX)
Mar11 110113 7094.5 7098.0 7045.5 7076.0 -1.5 142,601 239,624 -11,311
Jun11 110113 7110.5 7114.0 7070.0 7097.0 -1.5 343 10,725 -132
Sep11 110113 7116.0 7116.0 7109.0 7116.0 -0.5 59 79 +23
Total Volume and Open Interest 143,003 250,428 -11,420
FT-SE 100(EURONEXT)
Mar11 110113 6003.50 6016.50 5963.50 5977.00 -25.50 109,113 641,762 -3,789
Jun11 110113 5970.00 5971.00 5934.00 5934.00 -25.50 0 1,466 +0
Sep11 110113 5916.00 5916.50 5902.50 5902.50 -25.50 21 69 +1
Total Volume and Open Interest 109,134 643,297 -3,788
SPI 200(SFE)
Mar11 110113 4711.0 4788.0 4707.0 4785.0 +71.0 28,853 201,493 +3,202
Jun11 110113 4738.0 4807.0 4738.0 4807.0 +71.0 2 3,074 +2
Sep11 110113 4798.0 4798.0 4798.0 4798.0 +71.0 0 1,826 +0
Total Volume and Open Interest 29,354 208,881 +3,675
GSCI(CME)
Jan11 110113 636.85 641.20 635.75 636.85 -2.05 3,089 4,817 -2,822
Feb11 110113 641.00 645.30 639.00 641.00 -2.00 3,092 10,508 +2,834
Mar11 110113 644.50 648.00 643.25 644.50 -2.50 2 0 +0
Total Volume and Open Interest 6,183 15,325 +12
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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