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MRCI's End of Day Prices

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MRCI's End of Day Prices
Daily Futures Price Listing Wed January 19, 2011
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Mar11 110119 1416.50 1431.75 1402.25 1411.50 -1.75 93,778 296,252 +1,583
May11 110119 1425.50 1441.75 1412.50 1422.00 -1.25 19,099 99,414 +2,072
Jul11 110119 1431.25 1446.50 1418.50 1428.00 -0.25 19,063 89,518 +663
Aug11 110119 1409.00 1415.00 1393.00 1401.50 +2.25 1,007 3,428 +132
Sep11 110119 1375.00 1380.00 1361.00 1368.00 +6.50 2,175 3,749 +295
Nov11 110119 1326.50 1345.00 1326.00 1336.00 +10.00 19,291 133,230 +2,785
Jan12 110119 1330.25 1347.00 1330.00 1339.25 +9.00 963 11,258 +284
Total Volume and Open Interest 156,368 654,378 +8,131
Soybean Meal(CBOT)
Mar11 110119 383.80 387.20 378.10 383.30 -0.10 32,674 95,383 -571
May11 110119 386.20 389.80 380.90 386.10 +0.20 7,464 34,802 +188
Jul11 110119 386.40 389.50 381.80 386.90 +0.80 8,037 35,656 -67
Aug11 110119 376.90 377.00 371.70 376.40 +1.40 1,371 7,177 +133
Sep11 110119 366.70 366.70 360.00 364.90 +2.10 2,101 6,875 +654
Oct11 110119 350.20 351.70 346.00 350.10 +2.80 524 5,688 +52
Dec11 110119 346.10 349.40 343.50 348.10 +3.20 2,403 18,661 +203
Jan12 110119 347.30 348.20 345.00 348.20 +3.20 208 1,281 +85
Total Volume and Open Interest 54,945 207,764 +705
Soybean Oil(CBOT)
Mar11 110119 57.61 58.12 57.35 57.69 +0.14 53,432 196,430 +603
May11 110119 58.03 58.60 57.83 58.16 +0.13 16,299 61,585 +2,264
Jul11 110119 58.46 59.00 58.23 58.57 +0.14 12,936 62,125 +1,997
Aug11 110119 58.93 58.99 58.45 58.65 +0.17 651 6,356 -87
Sep11 110119 58.96 59.08 58.45 58.71 +0.21 1,231 8,019 +273
Oct11 110119 58.60 58.92 58.32 58.58 +0.25 1,125 8,708 +91
Dec11 110119 58.38 58.92 58.35 58.64 +0.31 5,053 28,641 +1,053
Jan12 110119 58.65 58.65 58.64 58.64 +0.31 0 456 -250
Total Volume and Open Interest 90,982 373,243 +6,194
Canola(WCE)
Jan11 110114 584.0 584.0 582.7 582.7 -6.6 8 4 +4
Mar11 110119 597.5 608.6 597.5 604.7 +4.9 8,107 118,241 -1,495
May11 110119 607.7 616.2 607.7 612.9 +5.2 2,594 24,288 +469
Jul11 110119 611.0 618.8 608.4 616.3 +5.3 666 19,216 +201
Nov11 110119 563.6 572.5 563.6 569.1 +5.2 3,169 43,042 +2,011
Total Volume and Open Interest 14,771 208,456 +1,265
Corn(CBOT)
Mar11 110119 659.50 666.25 637.25 641.25 -18.25 171,361 674,144 -4,613
May11 110119 668.75 676.00 647.25 651.25 -18.00 47,225 266,683 +8,689
Jul11 110119 672.75 679.50 651.50 655.50 -17.50 46,736 240,615 +4,184
Sep11 110119 616.00 621.50 601.00 605.25 -11.50 7,122 51,036 +477
Dec11 110119 576.50 584.50 566.00 568.25 -9.75 37,412 299,523 +4,052
Mar12 110119 585.00 591.75 574.00 576.50 -9.50 4,618 28,492 +382
Total Volume and Open Interest 317,980 1,610,189 +13,822
Wheat(CBOT)
Mar11 110119 792.50 808.00 792.50 797.25 +4.00 45,206 214,350 +335
May11 110119 822.25 836.50 822.00 826.00 +3.75 9,798 71,725 +1,269
Jul11 110119 846.25 859.50 846.25 849.25 +3.00 8,916 116,110 +836
Sep11 110119 866.25 875.75 864.00 867.00 +2.00 2,556 23,250 +943
Dec11 110119 881.75 892.00 878.25 881.50 +0.75 4,440 64,401 +1,474
Total Volume and Open Interest 71,439 506,106 +5,109
Wheat(KCBT)
Mar11 110119 876.00 887.50 873.25 877.50 +1.00 11,288 87,764 -906
May11 110119 886.00 898.00 883.75 888.25 +1.50 1,985 40,545 +323
Jul11 110119 894.00 905.00 892.00 896.00 +1.25 2,252 56,260 +294
Sep11 110119 906.00 917.00 903.00 906.75 unch 382 14,590 +53
Dec11 110119 915.75 925.00 913.25 917.50 +1.75 441 11,571 +68
Total Volume and Open Interest 16,387 213,352 -143
Wheat(MGE)
Mar11 110119 905.75 917.00 904.25 911.25 +5.25 4,097 21,613 -181
May11 110119 913.00 926.00 912.50 919.00 +4.25 1,010 14,561 +233
Jul11 110119 920.25 931.25 918.75 924.00 +2.75 870 10,356 +173
Sep11 110119 917.00 928.00 917.00 919.50 +2.00 513 10,420 +189
Dec11 110119 923.50 933.00 923.00 924.50 +1.00 376 8,895 +4
Total Volume and Open Interest 6,947 67,480 +457
Oats(CBOT)
Mar11 110119 399.50 403.50 385.00 386.50 -11.50 1,653 9,735 +56
May11 110119 404.25 412.25 393.00 394.25 -11.00 827 2,281 +698
Jul11 110119 407.00 412.25 395.75 397.25 -9.50 31 495 -10
Sep11 110119 372.00 372.00 363.75 365.50 -4.50 13 116 +9
Total Volume and Open Interest 2,574 13,840 +766
Rough Rice(CBOT)
Jan11 110114 13.69 13.69 13.69 13.69 +0.05 1 9 -8
Mar11 110119 14.51 14.95 14.51 14.66 +0.15 1,511 13,884 +411
May11 110119 14.80 15.25 14.80 14.94 +0.14 428 1,973 +85
Jul11 110119 15.15 15.49 15.08 15.22 +0.13 406 1,610 +127
Total Volume and Open Interest 2,988 18,956 +908
Live Cattle(CME)
Feb11 110119 109.400 109.700 108.450 108.800 -0.400 33,111 69,250 -7,552
Apr11 110119 114.050 114.250 112.930 113.200 -0.550 30,430 152,182 +3,730
Jun11 110119 113.200 113.350 112.050 112.450 -0.630 10,652 70,224 +2,173
Aug11 110119 113.700 113.950 112.730 113.035 -0.850 4,451 23,275 +443
Oct11 110119 116.400 116.535 115.600 115.700 -0.800 1,815 14,631 +633
Dec11 110119 117.150 117.200 116.250 116.680 -0.650 929 12,554 +272
Total Volume and Open Interest 81,874 344,832 +9
Feeder Cattle(CME)
Jan11 110119 127.400 127.500 126.450 127.000 -0.300 1,510 2,806 -436
Mar11 110119 127.980 128.285 127.050 127.500 -0.450 4,181 25,314 -217
Apr11 110119 128.400 128.650 127.580 128.000 -0.485 1,354 6,472 +105
May11 110119 128.735 128.750 127.785 128.235 -0.415 1,268 8,183 +383
Aug11 110119 128.750 129.100 128.235 128.850 -0.150 1,003 8,803 +398
Sep11 110119 128.600 128.685 128.000 128.250 -0.550 192 1,081 +88
Oct11 110119 128.500 128.500 127.830 128.050 -0.750 274 525 +161
Total Volume and Open Interest 9,830 53,444 +516
Lean Hogs(CME)
Feb11 110119 80.550 80.930 79.850 80.000 -0.475 16,785 34,708 -1,844
Apr11 110119 86.850 87.500 86.100 86.400 -0.330 14,517 88,488 +2,125
May11 110119 94.300 94.800 94.100 94.330 -0.120 149 2,044 +41
Jun11 110119 96.950 97.500 96.500 96.750 -0.200 4,835 45,960 +1,179
Jul11 110119 96.200 96.550 95.600 95.900 -0.150 1,253 13,090 +590
Aug11 110119 95.430 95.800 94.785 95.285 -0.100 1,167 14,393 +530
Oct11 110119 85.000 85.750 84.680 85.150 -0.100 681 12,812 +292
Dec11 110119 81.430 81.830 80.900 81.100 -0.200 682 4,641 +201
Total Volume and Open Interest 40,268 217,905 +3,233
Class III Milk(CME)
Jan11 110119 13.49 13.51 13.45 13.47 -0.04 172 5,440 -129
Feb11 110119 15.04 15.14 14.80 14.90 -0.22 287 5,533 -13
Mar11 110119 15.16 15.24 14.86 14.95 -0.28 500 4,517 +13
Apr11 110119 15.60 15.68 15.40 15.50 -0.10 236 2,981 +15
May11 110119 15.77 15.81 15.66 15.78 +0.01 89 2,771 +11
Total Volume and Open Interest 1,911 33,479 +178
Cocoa(ICE)
Mar11 110119 3029 3112 3018 3100 +64 10,174 64,477 -662
May11 110119 3043 3127 3043 3115 +59 3,679 25,962 +6
Jul11 110119 3060 3138 3060 3124 +55 1,341 13,202 +201
Sep11 110119 3080 3148 3080 3137 +56 1,055 8,726 +106
Dec11 110119 3120 3165 3120 3153 +55 521 14,019 +91
Mar12 110119 3179 3220 3179 3207 +47 104 10,822 -20
May12 110119 3171 3214 3171 3200 +48 12 4,620 +2
Total Volume and Open Interest 16,889 143,808 -273
Coffee "C"(ICE)
Mar11 110119 236.00 236.70 231.10 232.50 -2.85 7,379 81,148 +25
May11 110119 238.00 238.40 233.00 234.25 -2.85 2,752 29,053 +661
Jul11 110119 238.70 239.40 234.20 235.50 -2.80 596 13,025 -75
Sep11 110119 237.05 237.95 234.00 234.40 -2.35 225 5,472 +57
Dec11 110119 233.65 234.50 230.00 231.15 -2.25 136 8,048 +58
Mar12 110119 229.00 229.00 226.15 226.70 -2.05 15 888 +5
Total Volume and Open Interest 11,103 138,410 +731
Orange Juice(ICE)
Mar11 110119 173.50 176.50 173.50 175.00 -0.40 818 22,141 +223
May11 110119 175.50 176.00 174.30 174.50 -0.25 247 6,204 +125
Jul11 110119 173.85 173.85 173.60 173.75 -0.25 39 2,610 +35
Sep11 110119 173.20 173.20 173.20 173.20 -0.25 4 493 -2
Nov11 110119 173.65 173.65 172.60 172.60 -0.10 16 550 -8
Jan12 110119 172.10 172.10 172.10 172.10 -0.10 0 2 +0
Total Volume and Open Interest 1,124 32,022 +373
Sugar #11(ICE)
Mar11 110119 31.10 31.80 30.88 31.18 +0.06 40,836 220,220 -1,226
May11 110119 29.50 29.77 28.97 29.26 -0.04 19,924 117,303 +783
Jul11 110119 27.31 27.59 26.70 27.06 -0.28 12,152 121,716 +6
Oct11 110119 25.75 25.99 25.26 25.53 -0.24 8,178 65,764 +975
Mar12 110119 24.99 25.11 24.43 24.73 -0.21 4,513 46,689 +277
Total Volume and Open Interest 87,017 620,918 +918
London Cocoa(LCE)
Mar11 110119 2005 2060 2003 2055 +45 5,653 60,120 -198
May11 110119 1995 2050 1995 2042 +42 2,824 25,062 +581
Jul11 110119 2006 2054 2006 2046 +43 1,220 26,649 -99
Sep11 110119 2007 2050 2007 2043 +38 969 19,969 +265
Dec11 110119 2013 2043 2013 2043 +38 563 24,732 +120
Mar12 110119 2017 2051 2017 2044 +30 108 19,795 +51
May12 110119 2058 2058 2032 2047 +30 0 3,698 +0
Total Volume and Open Interest 11,352 187,028 +720
London Sugar(LCE)
Mar11 110119 785.20 790.50 770.10 771.60 -8.60 4,743 20,444 -521
May11 110119 750.80 757.80 739.10 741.40 -5.40 1,441 11,348 -345
Aug11 110119 716.20 719.60 701.70 704.10 -7.40 383 8,461 +136
Oct11 110119 670.00 677.00 661.00 662.70 -6.90 143 2,684 +2
Dec11 110119 655.70 655.70 642.40 642.40 -10.90 1 1,054 -1
Total Volume and Open Interest 6,723 44,762 -719
Cotton(ICE)
Mar11 110119 148.04 150.44 147.76 148.94 +3.50 4,312 87,056 -694
May11 110119 141.00 145.37 141.00 143.31 +2.94 1,536 24,610 +111
Jul11 110119 135.00 138.93 134.74 136.40 +2.47 1,799 34,332 +93
Oct11 110119 118.44 118.68 118.44 118.68 +2.80 2 173 +0
Dec11 110119 103.50 107.79 103.50 104.48 +1.19 2,283 48,321 +482
Mar12 110119 99.95 102.05 98.60 99.48 +1.71 98 1,922 +40
Total Volume and Open Interest 10,049 198,387 +40
Lumber(CME)
Mar11 110119 297.1 307.1 295.0 297.6 +0.5 441 6,896 -59
May11 110119 313.1 324.5 311.0 314.2 -0.3 132 2,793 +8
Jul11 110119 318.5 330.0 317.5 321.3 -0.7 59 1,105 +2
Sep11 110119 319.5 327.9 318.2 318.2 -3.8 7 185 +0
Total Volume and Open Interest 639 10,980 -49
Crude Oil(NYM)
Feb11 110119 91.34 92.10 90.47 90.86 -0.52 211,930 52,461 -36,357
Mar11 110119 92.20 93.02 91.46 91.81 -0.50 267,097 399,893 +25,473
Apr11 110119 93.06 94.02 92.58 92.98 -0.35 71,273 111,916 -520
May11 110119 94.00 94.92 93.53 93.99 -0.25 39,123 84,934 +240
Jun11 110119 94.79 95.56 94.25 94.70 -0.22 40,805 110,471 +2,122
Jul11 110119 95.47 96.04 94.76 95.23 -0.20 10,115 60,670 +1,270
Aug11 110119 95.92 96.11 95.18 95.57 -0.19 5,020 32,102 +317
Sep11 110119 96.15 96.45 95.42 95.82 -0.18 6,291 31,073 +458
Oct11 110119 96.12 96.69 95.76 96.03 -0.17 3,999 21,250 +1,477
Nov11 110119 96.52 96.77 95.91 96.19 -0.17 2,471 20,509 +228
Dec11 110119 96.42 97.02 95.81 96.33 -0.17 27,454 164,152 +923
Jan12 110119 96.33 96.33 96.33 96.33 -0.18 2,211 30,596 -448
Feb12 110119 96.30 96.30 96.30 96.30 -0.19 1,322 8,892 +260
Mar12 110119 96.27 96.27 96.27 96.27 -0.20 278 12,415 -54
Apr12 110119 96.23 96.23 96.23 96.23 -0.21 558 5,112 +154
May12 110119 96.20 96.20 96.20 96.20 -0.21 878 7,162 -33
Total Volume and Open Interest 707,567 1,491,996 -3,243
e-miNY Crude Oil(NYM)
Jan11 101217 87.925 88.500 87.025 88.025 +0.325 5,348 3,079 -457
Feb11 110119 91.225 92.100 90.500 90.850 -0.525 6,388 2,249 -394
Mar11 110119 92.200 93.000 91.450 91.800 -0.500 3,615 5,065 +479
Apr11 110119 93.225 94.000 92.700 92.975 -0.350 294 890 +192
May11 110119 94.800 94.800 93.725 94.000 -0.250 6 56 +4
Jun11 110119 94.700 94.700 94.700 94.700 -0.225 0 54 +0
Jul11 110119 95.050 95.225 95.050 95.225 -0.200 0 13 +0
Aug11 110119 95.575 95.575 95.575 95.575 -0.175 0 11 +0
Sep11 110119 96.375 96.375 95.625 95.825 -0.175 1 6 +0
Oct11 110119 96.025 96.025 96.025 96.025 -0.175 0 42 +0
Total Volume and Open Interest 10,304 8,670 +281
Heating Oil(NYM)
Feb11 110119 264.10 267.59 264.00 265.62 +1.03 46,339 67,917 -3,847
Mar11 110119 264.20 267.74 264.20 265.90 +1.01 32,949 82,431 +5,325
Apr11 110119 264.92 266.60 263.70 264.69 +0.78 13,783 36,497 +1,192
May11 110119 264.37 265.39 262.76 263.71 +0.65 5,528 23,012 +516
Jun11 110119 263.66 265.33 262.57 263.49 +0.53 7,708 33,984 -219
Jul11 110119 266.01 266.13 263.55 264.34 +0.39 3,279 10,943 +230
Aug11 110119 266.10 266.25 264.63 265.38 +0.30 5,134 7,140 +932
Sep11 110119 267.27 268.46 266.07 266.79 +0.28 1,535 8,297 +120
Oct11 110119 269.22 270.10 267.78 268.25 +0.27 467 4,265 -129
Nov11 110119 270.29 270.46 269.50 269.67 +0.23 250 5,255 +58
Dec11 110119 270.56 272.25 269.95 270.87 +0.20 3,112 17,838 +691
Jan12 110119 271.88 272.25 271.88 272.08 +0.20 209 3,278 -54
Total Volume and Open Interest 120,906 309,256 +5,174
Gasoline(NYMEX)
Feb11 110119 247.75 250.11 247.25 248.16 +0.24 40,891 54,698 -6,790
Mar11 110119 249.31 251.50 248.62 249.63 +0.24 30,837 86,838 +4,569
Apr11 110119 259.70 261.79 259.10 260.14 +0.29 12,745 35,616 +3,603
May11 110119 261.57 262.23 259.91 260.73 +0.37 5,255 23,223 +645
Jun11 110119 260.00 262.17 259.69 260.65 +0.44 5,072 25,443 +579
Jul11 110119 260.05 260.56 259.05 259.93 +0.49 2,719 9,348 +183
Aug11 110119 258.00 259.35 258.00 258.50 +0.54 3,975 5,756 -612
Sep11 110119 257.27 257.39 255.90 256.55 +0.52 820 5,128 +185
Oct11 110119 245.64 245.64 245.64 245.64 +0.54 555 4,881 +236
Nov11 110119 243.51 243.51 243.51 243.51 +0.46 232 1,664 -18
Total Volume and Open Interest 105,416 287,146 +2,734
e-miNY RBOB Gasoline(NYM)
Feb11 110119 248.20 248.20 248.16 248.20 +0.30 0 3 +0
Mar11 110119 249.60 249.63 249.60 249.60 +0.20 0 1 +0
Apr11 110119 260.10 260.14 260.10 260.10 +0.20 0 1 +0
May11 110119 260.70 260.73 260.70 260.70 +0.30 0 1 +0
Total Volume and Open Interest 0 9 +0
Natural Gas(NYM)
Feb11 110119 4.410 4.585 4.406 4.561 +0.136 142,868 83,110 -7,648
Mar11 110119 4.432 4.586 4.432 4.576 +0.130 94,385 248,300 +9,138
Apr11 110119 4.437 4.578 4.437 4.570 +0.120 29,300 94,904 +1,994
May11 110119 4.507 4.621 4.507 4.604 +0.112 15,543 81,159 +2,685
Jun11 110119 4.528 4.660 4.528 4.643 +0.102 5,238 21,488 +238
Jul11 110119 4.629 4.714 4.629 4.702 +0.094 7,119 30,219 +1,028
Aug11 110119 4.662 4.741 4.662 4.730 +0.092 3,530 19,060 +343
Sep11 110119 4.687 4.749 4.670 4.738 +0.091 2,506 13,541 +83
Oct11 110119 4.733 4.804 4.721 4.794 +0.090 7,074 54,749 -1
Nov11 110119 4.897 4.950 4.885 4.947 +0.080 1,472 22,897 -42
Dec11 110119 5.095 5.165 5.092 5.163 +0.071 1,252 21,994 +1
Jan12 110119 5.246 5.295 5.235 5.294 +0.065 3,080 39,130 +293
Feb12 110119 5.227 5.254 5.205 5.254 +0.062 474 8,751 +248
Mar12 110119 5.119 5.151 5.107 5.151 +0.056 990 22,056 +557
Apr12 110119 4.883 4.917 4.883 4.917 +0.032 998 20,501 +52
May12 110119 4.895 4.921 4.895 4.921 +0.031 61 5,145 -6
Total Volume and Open Interest 316,832 852,133 +9,104
Brent Crude Oil(ICE)
Mar11 110119 97.75 98.60 97.55 98.16 +0.36 203,399 277,256 +1,006
Apr11 110119 97.81 98.60 97.59 98.11 +0.26 111,584 164,013 +7,021
May11 110119 97.99 98.70 97.77 98.21 +0.19 42,104 77,213 +2,162
Jun11 110119 98.17 98.81 97.88 98.31 +0.14 56,130 105,083 +8,740
Jul11 110119 98.29 98.80 97.93 98.35 +0.11 17,396 32,598 +2,358
Aug11 110119 98.32 98.76 97.93 98.37 +0.11 8,630 16,167 +225
Sep11 110119 98.45 98.73 97.91 98.37 +0.10 6,917 24,769 +504
Oct11 110119 98.44 98.73 97.91 98.39 +0.11 5,001 18,204 +443
Nov11 110119 98.50 98.73 97.92 98.42 +0.11 4,599 11,031 +90
Dec11 110119 98.34 98.85 97.92 98.46 +0.12 32,471 104,545 +4,016
Jan12 110119 98.47 98.47 98.47 98.47 +0.12 1,406 11,318 -468
Feb12 110119 98.46 98.46 98.46 98.46 +0.11 616 5,919 -306
Mar12 110119 98.45 98.45 98.45 98.45 +0.12 270 3,806 +56
Apr12 110119 98.38 98.38 98.38 98.38 +0.10 94 2,159 -2
Total Volume and Open Interest 496,087 956,157 +25,768
Gas Oil(ICE)
Feb11 110119 816.00 824.50 815.00 821.25 +3.25 70,961 125,369 -6,153
Mar11 110119 821.00 828.50 819.25 825.50 +3.25 74,272 137,033 +7,288
Apr11 110119 822.00 830.50 821.50 827.50 +3.25 32,089 69,525 +3,362
May11 110119 827.00 832.25 823.50 829.25 +3.00 12,116 57,136 +813
Jun11 110119 828.50 834.25 825.50 831.25 +2.75 17,932 53,027 +238
Jul11 110119 834.25 837.00 830.00 834.00 +2.75 3,382 22,110 +506
Aug11 110119 837.00 839.50 833.25 836.75 +2.75 2,874 20,210 -892
Sep11 110119 835.75 841.50 835.75 839.50 +2.50 3,002 17,309 +30
Oct11 110119 841.00 844.00 835.75 841.00 +2.00 1,577 12,838 +252
Nov11 110119 842.50 844.75 841.75 841.75 +2.00 862 10,198 -131
Total Volume and Open Interest 228,804 636,816 +6,383
Ethanol(CBOT)
Jan11 110105 2.315 2.315 2.305 2.305 -0.008 63 135 -73
Feb11 110119 2.350 2.350 2.305 2.313 -0.036 120 637 +25
Mar11 110119 2.370 2.371 2.320 2.323 -0.036 75 1,420 +39
Apr11 110119 2.378 2.380 2.337 2.344 -0.033 37 870 +12
May11 110119 2.396 2.396 2.360 2.368 -0.032 27 468 +22
Jun11 110119 2.395 2.395 2.372 2.385 -0.030 43 620 +30
Jul11 110119 2.430 2.430 2.381 2.392 -0.035 24 781 +4
Aug11 110119 2.420 2.420 2.374 2.378 -0.038 22 751 -33
Total Volume and Open Interest 416 7,773 +34
WTI Crude Oil(ICE
Feb11 110119 91.38 92.09 90.47 90.86 -0.52 31,262 24,442 -11,225
Mar11 110119 92.30 93.00 91.45 91.81 -0.50 95,022 139,212 +8,348
Apr11 110119 93.39 94.01 92.56 92.98 -0.35 33,682 58,028 -529
May11 110119 94.65 94.90 93.73 93.99 -0.25 14,093 42,191 +258
Jun11 110119 95.08 95.55 94.41 94.70 -0.22 18,667 68,146 +6
Jul11 110119 95.57 95.91 95.16 95.23 -0.20 2,374 20,139 +152
Aug11 110119 96.03 96.21 95.57 95.57 -0.19 1,070 11,095 -90
Sep11 110119 96.10 96.42 95.55 95.82 -0.18 1,475 16,743 +428
Oct11 110119 96.43 96.43 95.70 96.03 -0.17 617 11,955 -125
Nov11 110119 96.19 96.19 96.19 96.19 -0.17 870 9,112 +64
Dec11 110119 96.62 96.95 95.92 96.33 -0.17 16,453 74,321 +2,021
Jan12 110119 96.33 96.33 96.33 96.33 -0.18 224 6,291 +7
Feb12 110119 96.30 96.30 96.30 96.30 -0.19 37 1,219 +25
Mar12 110119 96.27 96.27 96.27 96.27 -0.20 17 3,236 +2
Apr12 110119 96.23 96.23 96.23 96.23 -0.21 15 768 +0
May12 110119 96.20 96.20 96.20 96.20 -0.21 0 874 +0
Total Volume and Open Interest 218,699 581,352 -312
US Dollar Index(ICE)
Mar11 110119 79.120 79.120 78.470 78.810 -0.350 33,047 32,044 +215
Jun11 110119 79.470 79.470 78.875 79.180 -0.355 136 968 -16
Sep11 110119 79.540 79.540 79.540 79.540 -0.355 0 2 +0
Total Volume and Open Interest 33,183 33,014 +199
Australian Dollar(CME)
Mar11 110119 99.16 100.09 98.96 99.28 +0.12 112,110 113,533 +395
Jun11 110119 98.29 98.78 98.02 98.14 +0.12 87 673 +6
Sep11 110119 96.90 96.90 96.81 96.90 +0.09 0 14 +0
Total Volume and Open Interest 112,197 114,314 +401
British Pound(CME)
Mar11 110119 159.59 160.32 159.38 159.81 +0.12 200,762 90,391 +8,350
Jun11 110119 159.60 160.09 159.34 159.64 +0.13 210 202 +11
Sep11 110119 159.37 159.37 159.22 159.37 +0.15 3 5 +0
Total Volume and Open Interest 200,975 90,630 +8,361
Canadian Dollar(CME)
Mar11 110119 100.74 101.01 100.22 100.27 -0.38 93,436 123,401 -1,099
Jun11 110119 100.57 100.72 99.99 100.04 -0.37 193 2,469 -27
Sep11 110119 100.08 100.08 99.70 99.72 -0.36 93 1,042 +21
Dec11 110119 99.63 99.79 99.42 99.42 -0.37 36 1,265 +13
Total Volume and Open Interest 93,759 128,185 -1,091
Japanese Yen(CME)
Mar11 110119 121.12 122.23 120.99 121.90 +0.73 153,887 109,810 +4,652
Jun11 110119 121.88 122.22 121.30 122.03 +0.73 154 565 +112
Sep11 110119 122.21 122.21 121.48 122.21 +0.73 0 17 +0
Total Volume and Open Interest 154,043 110,405 +4,766
Swiss Franc(CME)
Mar11 110119 103.86 105.09 103.71 104.74 +0.88 59,335 41,767 +1,479
Jun11 110119 104.52 104.84 103.96 104.84 +0.88 17 66 +2
Sep11 110119 104.96 104.96 104.08 104.96 +0.88 0 4 +0
Total Volume and Open Interest 59,352 41,839 +1,481
EuroFX(CME)
Mar11 110119 133.82 135.34 133.62 134.53 +0.73 539,424 186,246 +5,460
Jun11 110119 133.77 135.15 133.67 134.40 +0.73 1,358 2,318 +430
Sep11 110119 134.23 134.23 133.48 134.23 +0.75 2 31 -1
Total Volume and Open Interest 540,784 188,933 +5,889
Mexican Peso(CME)
Feb11 110119 825.8 830.5 825.8 825.8 -4.8      
Mar11 110119 827.5 831.0 822.0 822.2 -4.8 29,870 135,140 -2,487
Total Volume and Open Interest 29,870 135,242 -2,487
30-Year T-Bonds(CBOT)
Mar11 110119 120~130 121~030 120~050 121~000 +0~180 384,445 558,896 -7,128
Jun11 110119 118~310 119~130 118~200 119~130 +0~180 287 1,094 +92
Sep11 110119 117~260 117~260 117~080 117~260 +0~180      
Total Volume and Open Interest 384,732 559,990 -7,036
10-Year T-Notes(CBOT)
Mar11 110119 120~180 120~275 120~105 120~250 +0~060 1,230,041 1,321,958 -14,966
Jun11 110119 119~100 119~180 119~085 119~180 +0~065 920 4,737 +609
Sep11 110119 118~155 118~155 118~090 118~155 +0~065      
Total Volume and Open Interest 1,230,961 1,326,699 -14,357
5-Year T-Notes(CBOT)
Mar11 110119 118~012 118~034 117~119 118~030 +0~017 553,826 1,098,040 +9,770
Jun11 110119 117~049 117~049 117~032 117~049 +0~017 41 108 +33
Sep11 110119 116~073 116~073 116~056 116~073 +0~017      
Total Volume and Open Interest 553,867 1,098,148 +9,803
2 Year T-Notes(CBOT)
Mar11 110119 109~061 109~068 109~058 109~067 +0~004 237,522 720,313 +10,728
Jun11 110119 109~023 109~034 109~023 109~034 +0~004 66 339 +0
Sep11 110119 109~001 109~001 108~125 109~001 +0~004      
Total Volume and Open Interest 237,588 720,652 +10,728
Eurodollars(CME)
Mar11 110119 99.650 99.655 99.640 99.650 unch 174,287 1,182,033 +24,441
Jun11 110119 99.565 99.575 99.550 99.570 +0.005 192,250 1,122,251 -9,010
Sep11 110119 99.445 99.470 99.430 99.460 +0.015 219,548 996,706 +6,095
Dec11 110119 99.280 99.310 99.260 99.305 +0.025 206,822 794,150 -3,477
Mar12 110119 99.065 99.105 99.045 99.100 +0.035 254,799 877,001 +40,202
Jun12 110119 98.805 98.845 98.780 98.840 +0.040 195,116 563,777 +7,253
Sep12 110119 98.535 98.575 98.505 98.570 +0.040 169,634 446,712 -3,666
Dec12 110119 98.260 98.310 98.230 98.300 +0.040 161,137 306,585 +4,809
Mar13 110119 98.000 98.055 97.970 98.040 +0.040 113,890 201,275 +4,445
Jun13 110119 97.725 97.790 97.695 97.775 +0.040 82,072 163,104 +1,717
Sep13 110119 97.470 97.530 97.435 97.515 +0.040 71,036 181,501 -686
Dec13 110119 97.205 97.265 97.175 97.250 +0.040 70,908 139,518 -1,243
Mar14 110119 96.975 97.030 96.945 97.010 +0.035 28,884 113,292 +3,574
Jun14 110119 96.730 96.785 96.710 96.770 +0.035 32,309 107,249 +3,240
Sep14 110119 96.510 96.555 96.475 96.535 +0.035 22,224 63,121 +1,240
Dec14 110119 96.280 96.325 96.250 96.305 +0.035 22,985 74,456 +1,816
Mar15 110119 96.075 96.130 96.060 96.110 +0.035 11,827 53,806 +1,188
Jun15 110119 4.140 4.195 4.120 4.175 +0.040 12,847 34,746 +178
Total Volume and Open Interest 2,090,306 7,598,467 +86,784
30 Day Federal Funds(CBOT)
Jan11 110119 99.827 99.832 99.827 99.830 unch 8,236 63,829 -3,041
Feb11 110119 99.830 99.835 99.830 99.830 unch 4,640 65,900 +831
Mar11 110119 99.835 99.835 99.830 99.835 unch 4,354 48,570 +2,071
Apr11 110119 99.840 99.845 99.835 99.840 unch 6,178 41,052 -1,551
May11 110119 99.840 99.845 99.840 99.840 unch 4,027 64,428 +757
Jun11 110119 99.840 99.845 99.840 99.840 unch 5,788 36,436 +267
Total Volume and Open Interest 75,236 562,387 +1,597
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 110119 99.662 99.662 99.662 99.662 +0.005 0 1,161 +0
Jun11 110119 99.643 99.643 99.643 99.643 -0.002 0 175 +0
Sep11 110119 99.630 99.630 99.630 99.630 -0.003      
Dec11 110119 99.610 99.610 99.610 99.610 -0.007 0 75 +0
Mar12 110119 99.590 99.590 99.590 99.590 -0.005      
Jun12 110119 99.635 99.635 99.635 99.635 -0.005      
Sep12 110119 99.585 99.585 99.585 99.585 -0.005      
Dec12 110119 99.490 99.490 99.490 99.490 -0.005      
Mar13 110119 99.490 99.490 99.490 99.490 -0.005      
Jun13 110119 99.445 99.445 99.445 99.445 -0.005      
Total Volume and Open Interest 0 1,411 +0
3-Mth Euro-Yen(SGX)
Mar11 110119 99.66 99.66 99.66 99.66 unch 0 3,076 +100
Jun11 110119 99.64 99.64 99.64 99.64 0.00 0 1,222 -40
Sep11 110119 99.62 99.63 99.62 99.63 0.00 200 659 +37
Dec11 110119 99.61 99.61 99.60 99.61 -0.01 0 1,816 -2
Mar12 110119 99.59 99.59 99.59 99.59 -0.01 0 305 +0
Jun12 110119 99.64 99.64 99.64 99.64 0.00 0 754 +0
Sep12 110119 99.58 99.58 99.58 99.58 0.00 0 310 +0
Dec12 110119 99.49 99.49 99.49 99.49 -0.01 0 4 +0
Total Volume and Open Interest 200 8,147 +95
Japanese Gov't Bonds(SGX)
Mar11 110119 139.61 139.68 139.16 139.33 -0.34 1,538 12,399 +102
Jun11 110119 137.24 137.24 137.24 137.24 -0.34      
Sep11 110119 135.15 135.15 135.15 135.15 -0.34      
Total Volume and Open Interest 1,538 12,399 +102
Euro-Bund(EUREX)
Mar11 110119 124.04 124.39 123.86 124.34 +0.28 1,014,643 1,328,481 -113,554
Jun11 110119 122.74 122.94 122.50 122.91 +0.27 29 1,225 -598
Sep11 110119 122.65 122.65 122.65 122.65 +0.28      
Total Volume and Open Interest 1,014,672 1,329,706 -114,152
Euro-Bobl(EUREX)
Mar11 110119 117.56 117.76 117.46 117.66 +0.15 594,690 925,144 -36,024
Jun11 110119 116.23 116.23 116.23 116.23 +0.15 2 6,856 +5
Sep11 110119 116.23 116.23 116.23 116.23 +0.15      
Total Volume and Open Interest 594,692 932,000 -36,019
3-Mth Euribor(EUREX)
Mar11 110119 98.855 98.865 98.850 98.865 +0.030 7 5,802 -4
Jun11 110119 98.685 98.685 98.685 98.685 +0.035 3 9,157 +0
Sep11 110119 98.515 98.515 98.515 98.515 +0.045 31 1,982 +0
Total Volume and Open Interest 55 24,222 -4
Long Gilt(LIFFE)
Mar11 110119 117~08 117~18 117~02 117~14 +0~10 128,972 249,113 +10,006
Jun11 110119 116~08 116~08 116~08 116~08 +0~08      
Total Volume and Open Interest 128,972 249,113 +10,006
3-Mth Short Sterling(LIFFE)
Mar11 110119 99.09 99.13 99.08 99.11 +0.02 77,781 313,662 -6,427
Jun11 110119 98.87 98.93 98.86 98.90 +0.03 124,843 315,153 +12,287
Sep11 110119 98.64 98.72 98.63 98.68 +0.05 107,934 255,921 -9,375
Dec11 110119 98.40 98.49 98.39 98.45 +0.07 141,153 300,897 -1,250
Mar12 110119 98.16 98.27 98.15 98.22 +0.08 147,229 267,818 +5,033
Jun12 110119 97.91 98.02 97.90 97.98 +0.09 94,323 177,576 +1,925
Total Volume and Open Interest 839,589 2,023,539 +8,914
3-Mth Euribor(LIFFE)
Mar11 110119 98.845 98.870 98.820 98.865 +0.030 264,960 618,234 +7,508
Jun11 110119 98.650 98.700 98.645 98.685 +0.035 255,713 507,605 +16,496
Sep11 110119 98.485 98.525 98.480 98.510 +0.040 207,275 409,313 +6,875
Total Volume and Open Interest 1,465,252 3,037,010 +70,887
3-Mth Aus T-Bills(SFE)
Mar11 110119 95.01 95.02 95.00 95.01 -0.01 6,619 188,737 -1,676
Jun11 110119 94.92 94.93 94.90 94.91 -0.02 13,406 137,176 -2,116
Sep11 110119 94.79 94.80 94.74 94.76 -0.03 13,557 91,440 +1,022
Dec11 110119 94.67 94.68 94.61 94.63 -0.05 7,875 58,108 -383
Mar12 110119 94.59 94.60 94.51 94.54 -0.06 4,521 45,719 +1,096
Jun12 110119 94.53 94.53 94.44 94.47 -0.07 2,602 40,411 +50
Sep12 110119 94.46 94.46 94.40 94.43 -0.07 1,193 24,927 +481
Dec12 110119 94.41 94.42 94.38 94.39 -0.07 354 12,140 +267
Mar13 110119 94.38 94.38 94.35 94.36 -0.06 20 2,843 -15
Jun13 110119 94.35 94.35 94.30 94.30 -0.08 12 586 -2
Total Volume and Open Interest 50,179 602,985 -1,281
10-Year Aus T-Bonds(SFE)
Mar11 110119 94.46 94.46 94.35 94.36 -0.10 44,361 353,189 +8,914
Jun11 110119 94.36 94.36 94.36 94.36 -0.10      
Total Volume and Open Interest 44,361 353,189 +8,914
3-Year Aus T-Bonds(SFE)
Mar11 110119 94.87 94.87 94.79 94.80 -0.07 184,613 457,139 +38,849
Jun11 110119 94.80 94.80 94.80 94.80 -0.07 1,240 1,240 +1,240
Total Volume and Open Interest 185,853 458,379 +40,089
Gold(CMX)
Feb11 110119 1367.8 1378.9 1365.5 1370.2 +2.0 165,113 258,424 -11,346
Apr11 110119 1368.7 1380.6 1368.1 1372.0 +2.1 23,326 123,046 +3,098
Jun11 110119 1373.9 1382.4 1370.4 1373.9 +2.0 5,325 39,421 +1,869
Aug11 110119 1373.0 1383.8 1373.0 1375.7 +1.9 2,359 19,411 +944
Oct11 110119 1378.8 1378.8 1377.2 1377.7 +1.9 126 10,815 -20
Dec11 110119 1382.6 1387.8 1377.4 1379.8 +1.9 2,530 24,333 +902
Feb12 110119 1384.3 1384.3 1382.1 1382.1 +1.9 133 7,550 +42
Apr12 110119 1384.9 1384.9 1384.9 1384.9 +1.9 0 6,883 +0
Jun12 110119 1387.8 1387.8 1387.8 1387.8 +1.8 25 12,830 -25
Aug12 110119 1390.9 1390.9 1390.9 1390.9 +1.6 25 7,261 +25
Oct12 110119 1394.5 1394.5 1394.5 1394.5 +1.6 25 4,535 +25
Dec12 110119 1400.6 1400.6 1398.5 1398.5 +1.6 2,937 13,540 -512
Total Volume and Open Interest 204,878 587,832 -5,024
Silver(CMX)
Mar11 110119 2889.5 2949.0 2862.5 2880.1 -11.1 58,706 73,539 -2,036
May11 110119 2898.0 2950.0 2869.5 2882.7 -13.0 1,110 15,123 +304
Jul11 110119 2923.5 2950.0 2884.5 2884.5 -15.4 486 8,593 +96
Sep11 110119 2918.0 2918.0 2883.0 2885.9 -17.9 402 6,098 -259
Dec11 110119 2953.5 2957.0 2874.5 2887.7 -21.7 392 13,714 +46
Mar12 110119 2890.4 2890.4 2890.4 2890.4 -23.9 169 747 +167
May12 110119 2892.2 2892.2 2892.2 2892.2 -25.4 0 355 +0
Total Volume and Open Interest 61,975 135,675 -1,254
Platinum(NYMEX)
Jan11 110119 1845.8 1845.8 1833.3 1833.3 +9.8 13 346 -2
Apr11 110119 1829.9 1851.1 1824.1 1838.1 +9.8 5,818 40,164 +637
Jul11 110119 1848.7 1848.7 1841.7 1841.7 +9.8 65 1,032 +50
Oct11 110119 1850.0 1850.0 1844.2 1844.2 +9.8 17 41 +16
Total Volume and Open Interest 5,915 41,604 +701
Palladium(NYMEX)
Mar11 110119 813.00 829.85 803.70 819.75 +9.30 3,565 21,783 +50
Jun11 110119 820.45 828.35 809.15 820.80 +9.05 62 793 +8
Sep11 110119 821.40 821.40 821.40 821.40 +9.05 0 18 +0
Total Volume and Open Interest 3,662 22,597 +58
Copper(CMX)
Mar11 110119 443.40 446.75 434.75 437.00 -5.80 35,022 113,882 +253
May11 110119 443.25 446.70 435.45 437.40 -5.60 2,448 26,888 +546
Jul11 110119 444.55 444.55 436.00 436.75 -5.55 622 10,388 +180
Sep11 110119 436.25 436.25 435.95 435.95 -5.50 309 5,148 +6
Dec11 110119 441.75 441.75 433.00 433.95 -5.50 309 3,958 +109
Total Volume and Open Interest 39,121 165,873 +1,073
DJIA Index(CBOT)
Mar11 110119 11805 11833 11750 11786 -25 345 9,611 +60
Jun11 110119 11723 11748 11723 11723 -25      
Sep11 110119 11667 11692 11667 11667 -25      
Dec11 110119 11610 11635 11610 11610 -25      
Total Volume and Open Interest 345 9,611 +60
S & P 500(CME)
Mar11 110119 1294.60 1296.20 1275.20 1278.50 -16.20 16,461 287,995 +387
Jun11 110119 1279.00 1279.00 1269.70 1273.50 -16.20 106 4,245 +43
Sep11 110119 1268.60 1268.60 1264.80 1268.60 -16.20 12 2,798 +0
Dec11 110119 1264.00 1264.00 1260.20 1264.00 -16.20 0 550 +0
Total Volume and Open Interest 16,579 295,588 +430
S & P 500 E-Mini(Globex)
Mar11 110119 1294.50 1296.25 1275.00 1278.50 -16.25 1,673,094 2,563,543 +36,188
Jun11 110119 1290.75 1291.00 1270.50 1273.50 -16.25 2,544 11,683 +1,675
Total Volume and Open Interest 1,675,644 2,575,471 +37,864
NASDAQ 100(CME)
Mar11 110119 2337.00 2345.50 2294.00 2294.50 -36.30 1,912 13,763 +823
Jun11 110119 2304.00 2311.00 2291.50 2291.50 -36.30      
Sep11 110119 2289.00 2294.30 2289.00 2289.00 -36.30      
Total Volume and Open Interest 1,912 13,763 +823
NASDAQ 100 E-Mini(Globex)
Mar11 110119 2331.50 2346.50 2293.00 2294.50 -36.30 289,649 375,241 +16,626
Jun11 110119 2338.00 2338.80 2291.50 2291.50 -36.30 159 749 -2
Total Volume and Open Interest 289,808 375,996 +16,624
S & P Midcap 400(CME)
Mar11 110119 936.00 936.00 921.00 923.50 -15.60 12 2,599 +10
Jun11 110119 921.10 921.70 921.10 921.10 -15.60      
Sep11 110119 919.50 920.40 919.50 919.50 -15.90      
Total Volume and Open Interest 12 2,599 +10
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Mar11 110119 10630 10630 10450 10485 -120 7,069 42,035 +752
Jun11 110119 10465 10585 10465 10465 -120 0 4 +0
Total Volume and Open Interest 7,069 42,039 +752
Nikkei 225(SGX)
Mar11 110119 10510 10590 10510 10580 +70 80,121 237,286 +5,008
Jun11 110119 10485 10505 10485 10505 +70 371 2,946 +1
Sep11 110119 10510 10510 10510 10510 +70      
Total Volume and Open Interest 80,567 248,042 +5,079
CAC 40(EURONEXT)
Jan11 110119 4027.0 4027.5 3961.0 3979.0 -33.0 278,172 373,819 +36,456
Feb11 110119 4024.0 4029.0 3964.0 3981.0 -32.5 156,317 126,580 +93,024
Mar11 110119 4034.0 4034.0 3971.0 3983.0 -32.5 4,037 46,402 +3,758
Total Volume and Open Interest 438,526 546,841 +133,238
Hang Seng Index(HKFE)
Jan11 110119 24350 24462 24265 24394 +204 71,791 98,223 -185
Feb11 110119 24315 24463 24274 24398 +207 1,349 3,942 +462
Mar11 110119 24300 24410 24220 24345 +202 387 6,184 +59
Total Volume and Open Interest 73,647 109,806 +369
DAX(EUREX)
Mar11 110119 7181.0 7193.0 7073.0 7089.5 -59.5 113,740 243,686 +7,540
Jun11 110119 7198.0 7198.5 7099.5 7111.0 -59.5 156 10,812 +57
Sep11 110119 7220.0 7220.0 7119.0 7131.0 -59.0 32 93 -14
Total Volume and Open Interest 113,928 254,591 +7,583
FT-SE 100(EURONEXT)
Mar11 110119 6030.50 6042.50 5919.00 5939.00 -80.50 109,836 636,330 +10,719
Jun11 110119 5995.00 5995.00 5897.00 5897.00 -80.50 6 1,517 +3
Sep11 110119 5926.00 5932.50 5856.00 5866.00 -80.50 15 84 +15
Total Volume and Open Interest 109,857 637,931 +10,737
SPI 200(SFE)
Mar11 110119 4773.0 4829.0 4769.0 4828.0 +49.0 32,256 191,238 +2,413
Jun11 110119 4850.0 4850.0 4850.0 4850.0 +49.0 58 3,010 -9
Sep11 110119 4841.0 4841.0 4841.0 4841.0 +49.0 0 1,820 +0
Total Volume and Open Interest 33,262 199,064 +2,927
GSCI(CME)
Feb11 110119 648.50 648.90 642.00 643.25 -1.00 788 15,118 +573
Mar11 110119 652.00 652.50 646.00 647.00 -0.75 6 6 +6
Apr11 110119 650.00 655.25 649.00 650.00 -1.00      
Total Volume and Open Interest 794 15,124  
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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