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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 March 09, 2011
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Mar11 110309 1369.00 1377.50 1343.00 1344.00 -31.50 3,289 3,872 -294
May11 110309 1382.00 1383.75 1347.25 1349.00 -33.00 88,038 256,182 +431
Jul11 110309 1389.75 1390.75 1355.00 1357.25 -32.75 38,490 129,187 +210
Aug11 110309 1379.00 1380.25 1347.00 1350.75 -29.50 890 7,343 -70
Sep11 110309 1361.50 1361.75 1328.75 1334.00 -27.50 675 7,480 +197
Nov11 110309 1345.00 1346.00 1313.00 1320.00 -26.00 17,399 163,760 +15
Jan12 110309 1346.25 1346.25 1317.75 1323.75 -25.50 240 21,645 +50
Total Volume and Open Interest 150,277 619,123 +559
Soybean Meal(CBOT)
Mar11 110309 353.50 355.50 348.50 348.50 -6.90 2,594 1,945 -910
May11 110309 360.40 360.60 352.00 352.90 -7.50 27,806 90,332 -1,931
Jul11 110309 364.00 364.00 356.40 356.60 -7.40 10,923 51,466 +1,439
Aug11 110309 361.30 362.20 355.50 355.50 -6.60 1,155 10,558 +229
Sep11 110309 357.00 357.30 350.90 350.90 -5.90 738 9,118 +148
Oct11 110309 348.20 348.20 342.70 343.40 -4.80 976 11,133 +341
Dec11 110309 348.00 348.00 341.80 342.60 -5.00 3,095 27,386 -181
Jan12 110309 346.30 347.60 342.70 342.70 -4.90 52 3,309 +6
Total Volume and Open Interest 47,447 211,975 -877
Soybean Oil(CBOT)
Mar11 110309 57.81 57.81 56.67 56.67 -1.30 1,160 1,739 -523
May11 110309 58.52 58.59 56.88 57.12 -1.36 45,042 174,039 -1,554
Jul11 110309 58.96 59.08 57.39 57.62 -1.35 15,941 96,535 +1,402
Aug11 110309 59.19 59.19 57.67 57.76 -1.36 1,061 11,834 +86
Sep11 110309 59.27 59.27 57.63 57.87 -1.35 1,319 12,312 +149
Oct11 110309 59.26 59.26 57.60 57.85 -1.32 1,318 13,214 +401
Dec11 110309 59.24 59.32 57.60 57.92 -1.32 8,272 54,409 +795
Jan12 110309 58.13 59.10 57.69 57.87 -1.32 158 1,473 +51
Total Volume and Open Interest 74,377 369,992 +831
Canola(WCE)
Mar11 110309 567.4 567.4 567.4 567.4 -13.9 0 14 +0
May11 110309 584.0 585.5 567.5 571.5 -13.9 9,087 97,492 +979
Jul11 110309 592.0 592.2 574.1 578.5 -13.9 1,401 30,222 -308
Nov11 110309 563.0 564.9 551.0 551.5 -11.6 1,567 62,192 +989
Jan12 110309 568.6 568.6 556.7 556.7 -11.4 185 3,815 +2
Total Volume and Open Interest 12,240 196,541 +1,662
Corn(CBOT)
Mar11 110309 699.00 707.25 685.00 695.00 -3.75 5,401 6,489 -2,403
May11 110309 705.50 711.25 691.25 701.00 -4.50 167,841 708,426 -17,525
Jul11 110309 711.00 717.00 697.00 707.00 -4.00 75,316 378,617 +1,439
Sep11 110309 655.50 659.00 644.00 654.25 -1.75 19,737 67,841 +2,628
Dec11 110309 609.25 613.75 602.25 610.25 +0.25 31,388 365,172 -962
Mar12 110309 616.50 622.00 611.25 619.00 +0.50 1,315 46,852 +14
Total Volume and Open Interest 302,969 1,631,538 -16,707
Wheat(CBOT)
Mar11 110309 750.75 763.00 727.25 732.25 -19.00 195 267 -224
May11 110309 782.00 789.00 749.25 758.75 -21.00 50,081 193,744 -1,519
Jul11 110309 812.75 821.00 781.25 791.00 -20.50 20,053 129,466 +108
Sep11 110309 846.50 854.00 817.00 826.25 -19.25 6,009 38,587 +813
Dec11 110309 865.75 876.75 840.75 849.00 -17.00 8,939 93,841 +795
Total Volume and Open Interest 86,311 484,675 +133
Wheat(KCBT)
Mar11 110309 866.00 866.00 841.50 853.50 -11.00 127 178 -252
May11 110309 876.25 883.75 844.75 853.50 -20.50 13,384 88,708 +664
Jul11 110309 885.50 894.25 854.75 864.00 -20.00 5,532 66,356 -429
Sep11 110309 900.00 904.00 868.00 877.75 -19.50 2,208 16,509 -69
Dec11 110309 910.25 921.00 885.75 894.25 -14.25 2,081 17,090 -641
Total Volume and Open Interest 23,552 193,710 -628
Wheat(MGE)
Mar11 110309 907.25 907.50 888.75 892.00 -20.00 0 36 -264
May11 110309 923.00 929.00 894.00 903.75 -18.50 3,459 23,060 -742
Jul11 110309 928.25 935.00 901.75 910.00 -18.00 1,126 14,869 +213
Sep11 110309 926.00 930.00 897.75 909.50 -16.00 811 13,585 -98
Dec11 110309 929.75 934.00 904.00 914.75 -13.75 860 10,658 -26
Total Volume and Open Interest 6,399 64,692 -878
Oats(CBOT)
Mar11 110309 359.50 362.00 359.50 362.00 -6.50 15 40 -12
May11 110309 375.00 376.25 362.00 367.00 -8.00 977 8,824 -222
Jul11 110309 381.75 383.00 370.00 375.00 -8.00 614 1,671 -105
Sep11 110309 380.50 382.00 373.25 378.00 -4.00 4 263 +0
Total Volume and Open Interest 1,676 12,961 -338
Rough Rice(CBOT)
Mar11 110309 13.34 13.50 13.18 13.30 -0.23 6 34 -53
May11 110309 13.85 13.93 13.35 13.55 -0.24 1,260 16,380 -317
Jul11 110309 14.22 14.22 13.64 13.85 -0.24 1,572 4,885 -408
Sep11 110309 14.88 14.95 14.40 14.57 -0.23 1,387 3,519 -368
Total Volume and Open Interest 4,266 25,670 -1,163
Live Cattle(CME)
Apr11 110309 115.285 117.800 115.050 117.535 +2.735 27,394 118,321 -8,494
Jun11 110309 116.350 118.000 116.080 117.450 +1.550 19,136 118,640 +3,567
Aug11 110309 117.850 119.200 117.650 118.830 +0.945 14,344 50,377 +1,026
Oct11 110309 121.100 122.080 120.850 121.930 +0.950 8,483 36,106 +3,791
Dec11 110309 121.200 122.300 121.150 122.250 +0.900 2,139 25,516 +478
Feb12 110309 121.250 122.000 121.050 121.800 +0.500 334 6,619 +24
Total Volume and Open Interest 71,999 357,759 +484
Feeder Cattle(CME)
Mar11 110309 131.500 133.000 131.300 132.200 +1.015 1,092 7,119 -577
Apr11 110309 133.380 135.200 133.300 134.535 +1.385 2,417 9,523 -615
May11 110309 135.000 136.880 134.935 136.325 +1.590 1,959 13,277 +188
Aug11 110309 136.130 138.000 136.130 137.380 +1.250 1,472 13,878 +266
Sep11 110309 135.500 137.050 135.485 136.400 +1.075 179 2,292 +61
Oct11 110309 135.500 136.825 135.300 136.400 +0.950 171 1,334 +53
Nov11 110309 135.000 136.500 134.950 136.000 +1.100 30 659 +21
Total Volume and Open Interest 7,323 48,144 -600
Lean Hogs(CME)
Apr11 110309 89.400 90.000 88.635 89.750 +0.615 29,592 64,603 -8,527
May11 110309 99.500 100.150 98.900 100.050 +0.650 504 3,293 +178
Jun11 110309 102.035 102.350 101.000 101.950 +0.270 16,200 74,598 +1,442
Jul11 110309 101.450 101.800 100.580 101.430 +0.230 5,130 27,284 +761
Aug11 110309 100.950 101.350 100.035 101.350 +0.520 5,297 22,118 +1,589
Oct11 110309 89.900 90.000 88.950 89.950 +0.300 954 20,725 +123
Dec11 110309 85.750 86.200 84.750 86.100 +0.400 651 12,031 +318
Feb12 110309 86.250 86.400 85.100 85.800 unch 89 2,777 +60
Total Volume and Open Interest 58,455 229,441 -4,032
Class III Milk(CME)
Mar11 110309 19.52 19.63 19.43 19.63 +0.09 273 6,673 +34
Apr11 110309 17.90 18.32 17.60 18.25 +0.29 448 6,043 +177
May11 110309 16.93 17.28 16.75 17.23 +0.15 218 4,753 +30
Jun11 110309 16.65 16.93 16.50 16.90 +0.15 256 3,777 +93
Jul11 110309 16.76 16.95 16.62 16.90 +0.02 39 2,691 +6
Total Volume and Open Interest 1,492 36,506 +490
Cocoa(ICE)
Mar11 110309 3650 3650 3585 3585 -118 0 85 +0
May11 110309 3633 3633 3508 3527 -106 5,257 74,838 +736
Jul11 110309 3569 3569 3470 3487 -88 1,228 28,304 +300
Sep11 110309 3543 3543 3439 3481 -59 332 12,858 +67
Dec11 110309 3515 3515 3441 3461 -40 173 17,513 -39
Mar12 110309 3552 3555 3483 3500 -36 191 22,674 +56
May12 110309 3510 3547 3494 3494 -35 150 4,816 +27
Total Volume and Open Interest 7,381 165,525 +1,168
Coffee "C"(ICE)
Mar11 110309 289.00 294.70 289.00 294.40 +7.25 55 371 -125
May11 110309 287.55 296.65 287.35 294.85 +7.65 10,604 79,044 +1,267
Jul11 110309 289.75 298.15 289.75 296.65 +7.35 3,063 22,055 +723
Sep11 110309 292.20 299.35 292.05 298.20 +7.10 1,825 8,943 +347
Dec11 110309 293.20 298.50 292.40 297.70 +7.15 353 13,736 +23
Mar12 110309 289.75 295.00 289.75 294.75 +7.05 133 2,122 +106
Total Volume and Open Interest 16,063 127,412 +2,349
Orange Juice(ICE)
Mar11 110309 177.00 178.65 176.20 176.20 -2.50 9 676 -8
May11 110309 178.00 178.00 172.25 174.05 -2.85 900 25,188 +359
Jul11 110309 172.65 172.65 168.70 170.30 -2.55 123 3,434 +79
Sep11 110309 168.75 169.10 165.50 167.00 -1.90 29 741 +20
Nov11 110309 161.85 162.50 159.75 161.55 -1.20 2 670 +0
Jan12 110309 159.65 159.65 159.65 159.65 -1.10 0 16 +0
Total Volume and Open Interest 1,063 30,747 +450
Sugar #11(ICE)
May11 110309 30.83 30.97 29.83 30.42 -0.28 28,030 238,594 +594
Jul11 110309 28.11 28.30 27.30 27.77 -0.31 14,040 175,066 +664
Oct11 110309 26.50 26.69 25.71 26.22 -0.27 7,041 82,440 +1,620
Mar12 110309 25.72 25.88 24.93 25.43 -0.29 2,111 55,883 +167
May12 110309 24.50 24.60 23.72 24.21 -0.23 252 14,799 +65
Total Volume and Open Interest 51,829 609,766 +3,144
London Cocoa(LCE)
Mar11 110309 2300 2301 2247 2254 -66 978 32,495 -375
May11 110309 2290 2309 2250 2259 -61 5,689 52,570 +245
Jul11 110309 2250 2286 2228 2238 -40 2,393 27,273 +370
Sep11 110309 2229 2270 2211 2222 -37 372 23,695 +208
Dec11 110309 2229 2248 2191 2214 -24 670 32,341 +77
Mar12 110309 2206 2242 2200 2203 -31 216 24,860 +4
May12 110309 2197 2238 2194 2194 -36 276 4,843 +135
Total Volume and Open Interest 10,622 207,238 +678
London Sugar(LCE)
May11 110309 765.40 771.00 749.00 751.10 -12.00 3,165 22,250 +902
Aug11 110309 736.40 740.00 718.00 719.60 -15.40 1,058 12,508 +683
Oct11 110309 694.50 697.50 678.00 678.60 -16.10 160 3,512 +80
Dec11 110309 659.40 659.40 659.40 659.40 -12.30 0 1,253 -2
Mar12 110309 649.50 649.50 649.50 649.50 -14.20 13 1,139 +11
Total Volume and Open Interest 4,397 41,173 +1,674
Cotton(ICE)
Mar11 110309 204.00 205.99 204.00 205.99 -1.05 278 517 +141
May11 110309 205.45 213.40 202.48 204.41 -2.73 15,676 70,601 +35
Jul11 110309 195.75 202.00 192.04 194.06 -2.91 7,380 39,361 +278
Oct11 110309 149.43 153.01 149.43 153.01 +4.06 49 412 +11
Dec11 110309 120.50 126.60 120.20 126.60 +5.85 10,231 57,052 -94
Mar12 110309 114.12 119.60 113.72 119.38 +5.26 322 3,792 -58
Total Volume and Open Interest 34,099 175,640 +356
Lumber(CME)
Mar11 110309 300.2 300.2 293.1 293.1 -7.5 122 774 -105
May11 110309 321.6 323.5 316.1 316.6 -1.9 350 5,946 -27
Jul11 110309 332.7 334.8 330.0 332.9 -1.1 182 2,503 +88
Sep11 110309 335.7 342.0 332.0 342.0 +6.0 12 286 -3
Total Volume and Open Interest 673 9,519 -41
Crude Oil(NYM)
Apr11 110309 104.96 105.92 103.90 104.38 -0.64 404,435 262,242 -13,321
May11 110309 105.94 106.78 105.09 105.61 -0.34 159,741 235,586 +15,527
Jun11 110309 106.60 107.32 105.65 106.30 -0.18 101,282 148,445 +2,253
Jul11 110309 106.12 107.60 106.07 106.82 -0.04 34,838 83,255 -146
Aug11 110309 106.72 107.80 106.41 107.13 +0.11 27,620 40,789 -32
Sep11 110309 106.64 107.85 106.54 107.32 +0.28 30,678 51,571 +288
Oct11 110309 106.47 107.86 106.47 107.41 +0.43 9,246 32,279 -496
Nov11 110309 106.50 107.70 106.50 107.45 +0.56 9,523 29,724 -667
Dec11 110309 106.87 107.87 106.00 107.44 +0.65 71,683 183,649 +5,007
Jan12 110309 105.94 107.33 105.94 107.30 +0.71 4,970 35,323 +520
Feb12 110309 106.30 107.40 106.00 107.10 +0.78 2,516 15,548 +653
Mar12 110309 106.62 106.87 106.62 106.87 +0.83 5,315 22,932 -307
Apr12 110309 106.29 106.58 106.29 106.58 +0.88 1,729 9,035 +286
May12 110309 106.28 106.28 106.28 106.28 +0.95 1,020 9,571 +61
Jun12 110309 105.60 106.14 105.54 106.02 +1.01 5,183 56,377 +251
Jul12 110309 105.78 105.78 105.78 105.78 +1.08 262 11,119 +62
Total Volume and Open Interest 902,351 1,578,407 +10,312
e-miNY Crude Oil(NYM)
Mar11 110218 86.450 87.875 85.675 86.200 -0.150 5,303 9,418 -472
Apr11 110301 96.900 100.750 96.275 99.625 +2.650      
May11 110309 105.875 106.700 105.150 105.600 -0.350 1,164 1,850 +96
Jun11 110309 106.400 107.175 105.800 106.300 -0.175 238 521 -8
Jul11 110309 107.425 107.425 106.825 106.825 -0.025 17 63 +3
Aug11 110309 107.125 107.125 107.125 107.125 +0.100 0 14 +0
Sep11 110309 107.325 107.325 107.000 107.325 +0.275 0 8 +0
Oct11 110309 107.400 107.400 107.400 107.400 +0.425 0 53 +0
Nov11 110309 107.450 107.450 107.450 107.450 +0.550 0 14 +0
Dec11 110309 107.100 107.500 107.100 107.450 +0.650 11 219 +11
Total Volume and Open Interest 21,190 6,693 +218
Heating Oil(NYM)
Apr11 110309 301.00 308.26 299.40 307.07 +5.96 50,458 84,927 -4,599
May11 110309 301.60 309.11 301.02 307.96 +5.65 21,519 53,722 +1,083
Jun11 110309 302.75 310.01 302.74 308.95 +5.42 20,068 51,973 +1,286
Jul11 110309 304.25 310.47 303.61 310.24 +5.28 4,577 25,049 +95
Aug11 110309 307.73 311.76 307.73 311.67 +5.17 2,171 14,874 +58
Sep11 110309 310.83 313.43 310.27 313.22 +5.10 2,646 11,601 +121
Oct11 110309 312.15 314.72 312.15 314.72 +5.01 1,270 7,211 +245
Nov11 110309 313.86 316.14 313.86 316.14 +4.85 1,818 6,400 +112
Dec11 110309 312.73 317.84 312.73 317.44 +4.71 7,669 28,220 -636
Jan12 110309 318.74 318.74 318.74 318.74 +4.61 486 6,252 +134
Feb12 110309 318.94 318.94 318.94 318.94 +4.63 48 2,201 -4
Mar12 110309 317.84 317.84 317.84 317.84 +4.71 45 1,239 +34
Total Volume and Open Interest 113,056 305,861 -2,123
Gasoline(NYMEX)
Apr11 110309 294.75 302.96 293.38 302.72 +8.05 48,771 78,176 -7,115
May11 110309 295.99 303.58 294.00 303.36 +7.76 26,128 60,999 +2,090
Jun11 110309 295.00 302.81 294.22 302.62 +7.37 14,831 37,200 +1,712
Jul11 110309 296.61 301.33 296.61 301.26 +7.01 5,960 19,831 +271
Aug11 110309 292.53 299.71 292.06 299.71 +6.71 3,678 11,869 +400
Sep11 110309 289.86 297.66 289.50 297.47 +6.42 2,928 11,750 +339
Oct11 110309 279.78 285.15 279.52 285.15 +6.03 1,314 6,287 +13
Nov11 110309 281.52 282.45 280.40 282.45 +5.82 1,385 5,689 +149
Dec11 110309 275.67 280.82 274.44 280.82 +5.69 2,783 24,176 -143
Jan12 110309 280.21 281.16 279.10 281.16 +5.59 376 4,210 +160
Total Volume and Open Interest 108,680 275,271 -1,889
e-miNY RBOB Gasoline(NYM)
Apr11 110309 302.70 302.72 302.70 302.70 +8.00 0 2 +0
May11 110309 303.40 303.40 303.36 303.40 +7.80 0 1 +0
Jun11 110309 302.60 302.62 302.60 302.60 +7.30 0 1 +0
Jul11 110309 301.30 301.30 301.30 301.30 +7.00      
Total Volume and Open Interest 0 6 +0
Natural Gas(NYM)
Apr11 110309 3.854 3.946 3.838 3.930 +0.066 162,277 184,452 -27,068
May11 110309 3.911 4.002 3.897 3.986 +0.062 85,785 225,151 -518
Jun11 110309 3.982 4.061 3.957 4.046 +0.060 41,228 66,508 +70
Jul11 110309 4.051 4.136 4.035 4.121 +0.059 31,446 81,648 +3,292
Aug11 110309 4.120 4.180 4.080 4.169 +0.064 9,956 26,578 -179
Sep11 110309 4.109 4.197 4.096 4.188 +0.066 9,776 30,424 +1,749
Oct11 110309 4.156 4.246 4.144 4.235 +0.067 16,021 72,519 -1,604
Nov11 110309 4.344 4.419 4.340 4.413 +0.062 5,300 30,915 +204
Dec11 110309 4.601 4.668 4.596 4.661 +0.056 3,931 25,560 -1
Jan12 110309 4.740 4.800 4.733 4.793 +0.053 7,611 59,162 +576
Feb12 110309 4.738 4.790 4.724 4.784 +0.051 1,360 12,345 -453
Mar12 110309 4.679 4.736 4.671 4.729 +0.050 2,530 27,590 +304
Apr12 110309 4.572 4.605 4.547 4.599 +0.048 1,544 24,364 +8
May12 110309 4.600 4.633 4.600 4.633 +0.048 73 5,849 +0
Jun12 110309 4.645 4.667 4.633 4.667 +0.048 18 4,606 -4
Jul12 110309 4.687 4.709 4.679 4.709 +0.047 115 4,177 +31
Total Volume and Open Interest 379,638 951,776 -23,507
Brent Crude Oil(ICE)
Apr11 110309 112.95 116.18 112.16 115.94 +2.88 205,260 131,597 -16,844
May11 110309 113.17 116.28 112.38 115.96 +2.67 151,972 143,464 +1,687
Jun11 110309 113.04 116.21 112.45 115.84 +2.49 107,196 146,917 +11,764
Jul11 110309 112.56 115.96 112.56 115.68 +2.36 33,705 47,048 +1,662
Aug11 110309 112.63 115.80 112.63 115.48 +2.23 18,400 26,304 -1,510
Sep11 110309 112.49 115.61 112.49 115.25 +2.13 16,516 30,425 -261
Oct11 110309 112.98 115.41 112.96 115.06 +2.06 9,345 19,237 +255
Nov11 110309 112.80 115.17 112.78 114.84 +2.00 8,485 17,649 +209
Dec11 110309 111.88 114.93 111.79 114.62 +1.97 53,349 91,129 -4,898
Jan12 110309 114.37 114.37 114.37 114.37 +1.95 6,207 20,519 +2,376
Feb12 110309 114.12 114.12 114.12 114.12 +1.94 1,741 11,285 +212
Mar12 110309 113.84 113.84 113.84 113.84 +1.93 2,967 16,634 -440
Apr12 110309 113.46 113.46 113.46 113.46 +1.93 1,365 4,637 +320
May12 110309 113.05 113.05 113.05 113.05 +1.93 300 3,784 +23
Total Volume and Open Interest 635,122 854,642 -7,277
Gas Oil(ICE)
Mar11 110309 943.00 968.50 942.00 964.50 +14.75 51,362 69,239 -22,246
Apr11 110309 950.00 972.25 945.25 968.25 +14.75 123,220 169,440 +3,711
May11 110309 951.75 974.75 948.00 971.00 +14.75 58,781 89,692 +5,957
Jun11 110309 954.75 977.25 951.00 973.75 +14.50 35,083 68,894 -365
Jul11 110309 957.75 979.75 957.75 976.75 +14.50 8,284 31,203 +758
Aug11 110309 961.50 982.25 961.50 979.75 +14.00 3,932 21,290 -556
Sep11 110309 964.25 985.00 964.25 982.50 +13.50 3,201 26,307 +769
Oct11 110309 966.25 985.25 966.25 983.75 +13.25 2,703 21,971 +625
Nov11 110309 970.00 985.25 969.75 983.75 +12.75 1,683 16,107 +41
Dec11 110309 967.50 986.25 967.50 984.25 +12.50 16,148 52,376 -1,708
Total Volume and Open Interest 310,806 664,666 -12,590
Ethanol(CBOT)
Mar11 110303 2.585 2.585 2.583 2.583 -0.007 90 273 -46
Apr11 110309 2.575 2.575 2.530 2.543 -0.018 161 980 -27
May11 110309 2.560 2.560 2.515 2.525 -0.026 246 681 +1
Jun11 110309 2.550 2.550 2.515 2.524 -0.018 196 1,042 -99
Jul11 110309 2.525 2.530 2.516 2.525 -0.021 273 1,208 -138
Aug11 110309 2.510 2.522 2.506 2.506 -0.025 176 1,000 -34
Sep11 110309 2.440 2.456 2.440 2.453 unch 110 995 -2
Oct11 110309 2.275 2.298 2.270 2.293 -0.002 113 633 -27
Total Volume and Open Interest 1,313 7,987 -299
WTI Crude Oil(ICE
Apr11 110309 104.57 105.93 103.90 104.38 -0.64 89,632 75,238 -3,928
May11 110309 105.52 106.79 105.09 105.61 -0.34 51,251 90,302 +39
Jun11 110309 106.20 107.33 105.78 106.30 -0.18 42,940 77,073 +511
Jul11 110309 106.93 107.55 106.32 106.82 -0.04 13,395 34,409 +701
Aug11 110309 107.08 107.68 106.59 107.13 +0.11 7,634 18,490 +193
Sep11 110309 106.87 107.81 106.74 107.32 +0.28 8,867 26,677 -74
Oct11 110309 107.07 107.62 106.80 107.41 +0.43 3,881 17,400 +91
Nov11 110309 106.99 107.57 106.88 107.45 +0.56 3,074 11,999 -361
Dec11 110309 106.28 107.84 106.20 107.44 +0.65 31,955 88,857 +450
Jan12 110309 107.30 107.30 107.30 107.30 +0.71 756 9,840 -31
Feb12 110309 107.10 107.10 107.10 107.10 +0.78 193 2,332 +72
Mar12 110309 106.87 106.87 106.87 106.87 +0.83 424 4,529 +95
Apr12 110309 106.58 106.58 106.58 106.58 +0.88 136 3,016 +4
May12 110309 106.28 106.28 106.28 106.28 +0.95 229 1,115 -3
Jun12 110309 105.78 106.02 105.59 106.02 +1.01 1,370 26,919 -77
Jul12 110309 105.78 105.78 105.78 105.78 +1.08 28 552 -8
Total Volume and Open Interest 268,007 577,317 -4,007
US Dollar Index(ICE)
Mar11 110309 76.900 76.975 76.540 76.720 -0.080 24,840 44,547 -3,075
Jun11 110309 77.200 77.245 76.810 76.995 -0.070 7,176 6,696 +3,172
Sep11 110309 77.415 77.415 77.415 77.415 -0.070 551 504 +494
Total Volume and Open Interest 32,567 51,748 +591
Australian Dollar(CME)
Mar11 110309 100.93 101.26 100.55 101.03 +0.04 104,958 123,688 -9,461
Jun11 110309 99.86 100.12 99.41 99.89 +0.04 22,758 21,993 +14,140
Sep11 110309 98.65 98.65 98.61 98.65 +0.04 0 14 +0
Total Volume and Open Interest 127,716 145,749 +4,679
British Pound(CME)
Mar11 110309 161.61 162.44 161.36 161.93 +0.35 118,994 116,348 -8,522
Jun11 110309 161.41 162.26 161.18 161.75 +0.34 21,990 19,429 +13,107
Sep11 110309 161.57 161.57 161.11 161.44 +0.33 6 18 +5
Total Volume and Open Interest 140,990 135,828 +4,590
Canadian Dollar(CME)
Mar11 110309 102.93 103.42 102.91 103.24 +0.29 79,580 119,633 -12,026
Jun11 110309 102.66 103.21 102.66 103.03 +0.29 24,901 40,389 +17,612
Sep11 110309 102.48 102.85 102.40 102.74 +0.28 164 1,459 +133
Dec11 110309 102.18 102.41 102.14 102.41 +0.27 278 2,007 +187
Total Volume and Open Interest 104,935 163,642 +5,915
Japanese Yen(CME)
Mar11 110309 120.96 121.10 120.58 120.94 -0.02 115,721 112,112 -9,541
Jun11 110309 121.00 121.17 120.65 121.02 -0.02 15,154 16,741 +5,981
Sep11 110309 121.14 121.17 121.14 121.14 -0.03 0 33 +0
Total Volume and Open Interest 130,877 128,916 -3,558
Swiss Franc(CME)
Mar11 110309 106.94 107.90 106.72 107.54 +0.66 45,816 51,297 -5,069
Jun11 110309 107.02 107.97 106.80 107.62 +0.67 7,994 11,683 +5,231
Sep11 110309 107.66 107.66 107.00 107.66 +0.66 1 8 +0
Total Volume and Open Interest 53,811 62,999 +162
EuroFX(CME)
Mar11 110309 139.04 139.41 138.54 139.03 +0.02 235,370 212,061 -12,161
Jun11 110309 138.93 139.21 138.34 138.83 +0.03 42,046 39,871 +11,383
Sep11 110309 138.71 138.71 138.40 138.50 +0.04 9 175 -2
Total Volume and Open Interest 277,426 252,467 -779
Mexican Peso(CME)
Mar11 110309 832.5 839.5 830.5 838.5 +5.8 64,478 91,078 -29,449
Apr11 110309 838.0 838.0 832.2 838.0 +5.8      
Total Volume and Open Interest 105,162 152,876 +4,361
30-Year T-Bonds(CBOT)
Mar11 110309 120~120 120~300 120~120 120~300 +0~270      
Jun11 110309 118~150 119~210 118~110 119~110 +0~270 265,447 601,937 -7,384
Sep11 110309 117~240 117~240 116~290 117~240 +0~270 0 1 +0
Total Volume and Open Interest 273,904 631,324 -10,782
10-Year T-Notes(CBOT)
Mar11 110309 119~225 120~160 119~225 120~100 +0~175 41,556 34,264 -8,403
Jun11 110309 118~110 119~035 118~085 118~295 +0~185 1,014,176 1,492,320 +49,383
Sep11 110309 117~120 117~235 117~050 117~235 +0~185 12 34 +0
Total Volume and Open Interest 1,055,744 1,526,622 +40,980
5-Year T-Notes(CBOT)
Mar11 110309 117~062 117~122 117~062 117~107 +0~040      
Jun11 110309 116~077 117~010 116~071 116~121 +0~045 561,379 1,182,864 -2,741
Sep11 110309 116~009 116~009 115~092 116~009 +0~045      
Total Volume and Open Interest 580,284 1,220,317 -12,576
2 Year T-Notes(CBOT)
Mar11 110309 109~053 109~065 109~053 109~063 +0~008 6,720 38,202 -3,748
Jun11 110309 109~009 109~025 109~007 109~020 +0~011 203,096 823,832 +3,078
Sep11 110309 108~112 108~112 108~101 108~112 +0~011      
Total Volume and Open Interest 209,816 862,034 -670
Eurodollars(CME)
Mar11 110309 99.690 99.692 99.688 99.688 unch 80,329 975,540 +259
Jun11 110309 99.635 99.640 99.625 99.635 unch 120,520 1,200,708 +3,368
Sep11 110309 99.530 99.555 99.525 99.545 +0.010 165,693 1,350,091 -5,433
Dec11 110309 99.370 99.405 99.360 99.395 +0.025 219,005 1,354,506 +12,993
Mar12 110309 99.115 99.170 99.105 99.155 +0.040 294,889 1,280,797 +28,759
Jun12 110309 98.765 98.840 98.755 98.825 +0.060 208,295 773,460 +9,626
Sep12 110309 98.400 98.480 98.385 98.465 +0.075 166,423 547,609 -1,124
Dec12 110309 98.050 98.150 98.045 98.130 +0.085 149,682 449,046 -990
Mar13 110309 97.760 97.865 97.755 97.840 +0.085 141,612 303,981 -701
Jun13 110309 97.480 97.590 97.475 97.560 +0.085 70,375 200,287 -1,977
Sep13 110309 97.220 97.330 97.215 97.300 +0.085 55,714 199,919 -2,844
Dec13 110309 96.970 97.080 96.965 97.050 +0.085 64,465 178,989 -2,879
Mar14 110309 96.735 96.855 96.735 96.825 +0.085 15,339 124,459 -406
Jun14 110309 96.505 96.630 96.500 96.600 +0.085 12,688 101,040 -336
Sep14 110309 96.280 96.405 96.280 96.380 +0.085 10,711 59,001 -341
Dec14 110309 96.050 96.185 96.050 96.155 +0.085 11,768 74,406 -364
Mar15 110309 95.850 95.990 95.850 95.965 +0.085 7,413 55,219 -452
Jun15 110309 3.915 4.060 3.915 4.030 +0.080 6,742 37,940 -356
Total Volume and Open Interest 1,818,419 9,455,024 +35,886
30 Day Federal Funds(CBOT)
Mar11 110309 99.857 99.857 99.855 99.855 unch 2,015 67,302 +56
Apr11 110309 99.860 99.865 99.860 99.860 unch 129 58,431 +10
May11 110309 99.865 99.865 99.860 99.860 unch 453 62,957 -106
Jun11 110309 99.860 99.865 99.860 99.860 unch 615 44,880 -212
Jul11 110309 99.850 99.850 99.845 99.845 unch 393 47,140 -130
Aug11 110309 99.825 99.835 99.825 99.830 unch 796 35,309 -308
Total Volume and Open Interest 21,203 574,693 +689
30 Day Fed Funds(e-CBOT)
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 110309 99.662 99.662 99.662 99.662 +0.002 14 4,741 -36
Jun11 110309 99.652 99.652 99.652 99.652 +0.002 0 150 +0
Sep11 110309 99.645 99.645 99.645 99.645 +0.002      
Dec11 110309 99.630 99.630 99.630 99.630 +0.040 0 75 +0
Mar12 110309 99.605 99.605 99.605 99.605 -0.005      
Jun12 110309 99.635 99.635 99.635 99.635 -0.005      
Sep12 110309 99.585 99.585 99.585 99.585 -0.005      
Dec12 110309 99.490 99.490 99.490 99.490 -0.005      
Mar13 110309 99.490 99.490 99.490 99.490 -0.005      
Jun13 110309 99.445 99.445 99.445 99.445 -0.005      
Total Volume and Open Interest 14 4,966 -36
3-Mth Euro-Yen(SGX)
Jun11 110309 99.65 99.65 99.65 99.65 +0.00 100 1,563 +0
Sep11 110309 99.64 99.64 99.64 99.64 +0.00 100 866 +0
Dec11 110309 99.63 99.63 99.63 99.63 +0.00 100 1,928 +0
Mar12 110309 99.60 99.61 99.60 99.61 0.00 0 505 +100
Jun12 110309 99.64 99.64 99.64 99.64 0.00 0 754 +0
Sep12 110309 99.58 99.58 99.58 99.58 0.00 0 310 +0
Dec12 110309 99.49 99.49 99.49 99.49 -0.01 0 4 +0
Mar13 110309 99.49 99.49 99.49 99.49 -0.01 0 1 +0
Total Volume and Open Interest 400 12,233 +100
Japanese Gov't Bonds(SGX)
Jun11 110309 138.65 138.70 138.46 138.55 -0.12 7,840 11,311 +4,829
Sep11 110309 136.12 136.12 136.12 136.12 -0.12      
Dec11 110309 134.03 134.03 134.03 134.03 -0.12      
Total Volume and Open Interest 16,939 18,813 -55
Euro-Bund(EUREX)
Mar11 110308 123.06 123.15 122.92 123.05 +0.02 1,350,882 516,316 -645,846
Jun11 110309 121.45 121.76 121.42 121.59 +0.09 1,023,426 1,238,238 -19,344
Sep11 110309 121.20 121.30 121.19 121.20 +0.18 353 16 -344
Total Volume and Open Interest 1,653,033 1,252,882 -521,376
Euro-Bobl(EUREX)
Mar11 110304 116.02 116.31 115.83 116.20 +0.09 648,647 1,159,128 +233,712
Jun11 110309 114.62 114.88 114.59 114.78 +0.12 751,328 1,056,131 -7,765
Sep11 110309 114.12 114.15 114.11 114.15 +0.17 549 297 -251
Total Volume and Open Interest 1,212,574 1,072,788 -403,994
3-Mth Euribor(EUREX)
Mar11 110309 98.805 98.805 98.805 98.805 +0.015 761 5,924 -723
Jun11 110309 98.415 98.425 98.415 98.425 +0.005 1,020 10,020 +33
Sep11 110309 98.120 98.120 98.120 98.120 -0.005 86 2,778 +796
Total Volume and Open Interest 1,927 27,005 +550
Long Gilt(LIFFE)
Mar11 110309 117~12 117~20 117~12 117~18 +0~04 15,820 5,556 -15,157
Jun11 110309 116~03 116~13 116~02 116~09 +0~04 87,793 279,185 -5,828
Total Volume and Open Interest 103,613 284,741 -20,985
3-Mth Short Sterling(LIFFE)
Mar11 110309 99.16 99.17 99.16 99.16 -0.01 44,744 306,705 -5,802
Jun11 110309 98.92 98.92 98.90 98.91 -0.02 34,099 352,852 -6,273
Sep11 110309 98.67 98.67 98.65 98.66 -0.02 31,650 342,551 +4,837
Dec11 110309 98.39 98.41 98.37 98.39 -0.02 47,731 374,832 +10,667
Mar12 110309 98.11 98.15 98.09 98.12 -0.02 33,326 295,525 +5,343
Jun12 110309 97.81 97.87 97.81 97.84 -0.01 36,303 175,922 +32
Total Volume and Open Interest 303,386 2,308,120 +10,869
3-Mth Euribor(LIFFE)
Mar11 110309 98.790 98.810 98.785 98.805 +0.015 74,443 594,573 -6,523
Jun11 110309 98.410 98.435 98.395 98.425 +0.005 187,552 711,716 -14,070
Sep11 110309 98.115 98.130 98.105 98.120 -0.005 183,796 622,897 -14,465
Total Volume and Open Interest 1,121,378 3,818,943 -60,973
3-Mth Aus T-Bills(SFE)
Mar11 110309 95.03 95.03 95.01 95.02 -0.01 17,744 79,530 +3,828
Jun11 110309 94.97 94.98 94.95 94.98 unch 22,531 201,813 +3,239
Sep11 110309 94.86 94.89 94.84 94.88 +0.01 18,388 142,358 +9,568
Dec11 110309 94.73 94.76 94.72 94.76 +0.02 11,166 82,353 +6,198
Mar12 110309 94.64 94.66 94.62 94.66 +0.02 5,735 58,836 +856
Jun12 110309 94.57 94.60 94.55 94.60 +0.03 1,484 45,097 +662
Sep12 110309 94.49 94.53 94.49 94.53 +0.01 406 31,771 +370
Dec12 110309 94.46 94.47 94.44 94.46 +0.01 1,121 19,832 +1,091
Mar13 110309 94.42 94.42 94.39 94.42 +0.01 531 4,108 +531
Jun13 110309 94.36 94.38 94.36 94.38 +0.01 14 654 +14
Total Volume and Open Interest 79,127 668,058 +26,364
10-Year Aus T-Bonds(SFE)
Mar11 110309 94.45 94.48 94.42 94.44 -0.01 37,827 376,524 +11,964
Jun11 110309 94.42 94.46 94.40 94.41 -0.01 4,849 5,082 +4,821
Total Volume and Open Interest 42,676 381,606 +16,785
3-Year Aus T-Bonds(SFE)
Mar11 110301 94.90 94.91 94.84 94.88 -0.02      
Jun11 110309 94.79 94.79 94.76 94.79 +0.01 4,457 5,267 +4,452
Total Volume and Open Interest 114,114 556,323 +25,634
Gold(CMX)
Apr11 110309 1429.7 1436.8 1423.2 1429.6 +2.4 170,662 304,213 -10,743
Jun11 110309 1430.9 1438.1 1424.8 1431.2 +2.4 19,723 88,261 +5,643
Aug11 110309 1433.5 1437.7 1426.3 1432.7 +2.5 2,746 26,214 +1,298
Oct11 110309 1435.0 1440.9 1431.3 1434.1 +2.5 323 6,538 -1
Dec11 110309 1436.6 1442.2 1430.0 1435.4 +2.4 1,583 29,101 -193
Feb12 110309 1441.7 1442.8 1437.1 1437.1 +2.4 80 7,169 -60
Apr12 110309 1444.4 1444.4 1439.1 1439.1 +2.3 127 5,314 -24
Jun12 110309 1441.7 1441.7 1441.7 1441.7 +2.3 197 6,737 +0
Aug12 110309 1444.5 1444.5 1444.5 1444.5 +2.2 50 953 +1
Oct12 110309 1447.9 1447.9 1447.9 1447.9 +2.1 29 2,488 +29
Dec12 110309 1450.0 1452.3 1450.0 1452.3 +2.0 190 10,919 +106
Total Volume and Open Interest 196,904 514,397 -3,301
Silver(CMX)
Mar11 110309 3603.0 3639.5 3566.0 3604.3 +39.0 740 1,596 -79
May11 110309 3604.0 3644.0 3561.5 3604.7 +38.9 83,244 82,515 -3,902
Jul11 110309 3602.0 3643.0 3564.0 3605.2 +38.9 2,333 12,962 +3
Sep11 110309 3625.0 3645.0 3568.0 3605.6 +39.3 585 5,386 +143
Dec11 110309 3605.0 3640.0 3565.5 3605.0 +39.5 1,134 14,813 +223
Mar12 110309 3597.0 3623.5 3566.0 3598.8 +39.7 108 1,178 +4
May12 110309 3595.2 3595.2 3595.2 3595.2 +39.8 3 319 +0
Total Volume and Open Interest 89,362 135,667 -3,551
Platinum(NYMEX)
Apr11 110309 1806.1 1821.5 1793.9 1802.0 -0.6 6,012 33,021 -1,245
Jul11 110309 1809.1 1824.4 1799.5 1806.2 -0.7 1,449 7,093 +958
Oct11 110309 1818.0 1818.0 1801.8 1807.7 -0.8 11 516 +8
Jan12 110309 1810.1 1810.1 1810.1 1810.1 -0.8 1 13 +1
Total Volume and Open Interest 7,473 40,664 -278
Palladium(NYMEX)
Mar11 110309 794.45 798.80 780.35 780.35 -4.80 6 407 -4
Jun11 110309 790.00 802.50 777.70 781.65 -5.05 4,357 22,689 +67
Sep11 110309 796.80 798.30 780.10 782.95 -4.90 5 88 +4
Total Volume and Open Interest 4,371 23,240 +68
Copper(CMX)
Mar11 110309 433.10 436.45 417.00 419.95 -12.55 848 3,448 -466
May11 110309 434.50 437.90 418.30 421.25 -12.60 40,830 97,898 -1,249
Jul11 110309 435.10 439.00 420.20 422.90 -12.50 2,607 25,091 -516
Sep11 110309 430.80 430.80 422.95 424.05 -12.40 1,379 6,557 +593
Dec11 110309 436.00 440.00 422.00 425.15 -12.15 89 5,856 -8
Total Volume and Open Interest 46,287 145,124 -1,574
DJIA Index(CBOT)
Mar11 110309 12194 12250 12155 12174 -25 514 13,720 +85
Jun11 110309 12140 12180 12110 12110 -26 2 37 +1
Sep11 110309 12055 12081 12055 12055 -26      
Dec11 110309 12000 12026 12000 12000 -26 0 1 +0
Total Volume and Open Interest 516 13,758 +86
S & P 500(CME)
Mar11 110309 1319.70 1324.90 1311.70 1315.40 -4.70 28,368 319,095 -7,435
Jun11 110309 1314.00 1317.50 1307.50 1310.60 -4.70 12,524 38,354 +10,460
Sep11 110309 1305.50 1312.20 1302.20 1305.50 -4.70 0 3,078 -1
Dec11 110309 1300.50 1307.20 1297.20 1300.50 -4.70 0 656 +0
Total Volume and Open Interest 40,892 361,183 +3,024
S & P 500 E-Mini(Globex)
Mar11 110309 1319.75 1325.00 1311.50 1315.50 -4.50 2,702,700 2,897,776 +3,525
Jun11 110309 1314.75 1320.00 1306.75 1310.50 -4.75 58,934 137,428 +34,600
Total Volume and Open Interest 2,761,677 3,035,555 +38,137
NASDAQ 100(CME)
Mar11 110309 2332.50 2339.80 2309.00 2310.50 -23.30 4,428 19,405 +256
Jun11 110309 2308.00 2328.00 2308.00 2308.30 -23.20 42 1,369 +50
Sep11 110309 2305.80 2311.00 2305.80 2305.80 -23.20      
Total Volume and Open Interest 4,470 20,774 +306
NASDAQ 100 E-Mini(Globex)
Mar11 110309 2332.80 2340.50 2308.30 2310.50 -23.30 402,341 360,571 -5,766
Jun11 110309 2330.00 2337.00 2306.30 2308.30 -23.20 3,769 4,447 +1,577
Total Volume and Open Interest 406,112 365,033 -4,188
S & P Midcap 400(CME)
Mar11 110309 960.20 970.00 957.00 960.20 -6.60 115 3,260 -218
Jun11 110309 958.00 958.90 958.00 958.00 -6.40      
Sep11 110309 955.80 956.70 955.80 955.80 -6.40      
Total Volume and Open Interest 115 3,260 -218
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Mar11 110309 10565 10565 10565 10565 -5      
Jun11 110309 10565 10620 10485 10530 -5 9,124 10,474 +6,465
Total Volume and Open Interest 32,170 48,000 +3,579
Nikkei 225(SGX)
Mar11 110309 10570 10665 10510 10605 +55 157,594 233,827 -17,620
Jun11 110309 10490 10590 10440 10535 +55 6,609 75,022 +58,779
Sep11 110309 10530 10530 10530 10530 +55 50 250 +0
Total Volume and Open Interest 164,281 320,152 +41,273
CAC 40(EURONEXT)
Mar11 110309 4006.0 4036.5 3985.5 3995.5 -21.5 156,855 351,601 -10,530
Apr11 110309 4010.5 4033.5 3991.0 3998.5 -21.5 348 8,091 +35
May11 110309 3930.0 3930.0 3930.0 3930.0 -21.0 4 18 +1
Total Volume and Open Interest 157,223 360,459 -10,485
Hang Seng Index(HKFE)
Mar11 110309 23820 23903 23743 23760 +20 83,244 82,968 +4,448
Apr11 110309 23974 23974 23727 23745 +27 949 1,866 +77
Total Volume and Open Interest 84,452 89,062 +4,944
DAX(EUREX)
Mar11 110309 7150.5 7220.0 7109.5 7128.0 -36.0 187,400 294,224 +14,126
Jun11 110309 7186.5 7244.0 7138.5 7154.0 -36.0 4,100 38,832 +8,768
Sep11 110309 7213.5 7267.0 7165.5 7179.5 -36.5 381 2,534 +1,555
Total Volume and Open Interest 191,881 335,590 +24,449
FT-SE 100(EURONEXT)
Mar11 110309 5967.50 5973.00 5915.50 5935.00 -20.00 113,961 646,040 +1,496
Jun11 110309 5911.50 5930.50 5879.50 5893.50 -20.00 4,632 28,029 +953
Sep11 110309 5859.00 5859.00 5859.00 5859.00 -20.00 0 413 +0
Total Volume and Open Interest 118,593 674,597 +2,449
SPI 200(SFE)
Mar11 110309 4804.0 4820.0 4758.0 4774.0 -32.0 41,846 194,087 +8,160
Jun11 110309 4839.0 4846.0 4795.0 4802.0 -31.0 1,121 5,473 +383
Sep11 110309 4797.0 4797.0 4792.0 4792.0 -31.0 1 2,531 +0
Total Volume and Open Interest 43,075 204,314 +8,630
GSCI(CME)
Mar11 110309 59.64 62.64 56.34 57.14 unch 2,930 11,633 -2,442
Apr11 110309 64.04 67.14 61.14 61.99 +0.15 2,522 2,617 +2,484
May11 110309 62.99 68.14 62.09 62.99 +0.85      
Total Volume and Open Interest 5,452 14,250 +42
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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