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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 March 24, 2011
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
May11 110324 1350.00 1358.00 1338.00 1354.50 +3.25 63,138 233,171 +1,265
Jul11 110324 1358.75 1367.25 1348.25 1364.50 +3.50 28,892 139,393 +533
Aug11 110324 1360.00 1363.50 1347.50 1362.50 +5.00 1,479 9,777 +167
Sep11 110324 1347.00 1352.75 1337.50 1352.75 +7.75 959 11,417 +47
Nov11 110324 1333.50 1344.75 1327.50 1343.50 +10.25 16,352 170,614 +446
Jan12 110324 1337.00 1349.00 1333.50 1348.00 +10.25 311 21,004 +64
Mar12 110324 1339.00 1344.75 1334.00 1344.75 +10.25 124 11,859 +27
Total Volume and Open Interest 111,466 616,044 +2,607
Soybean Meal(CBOT)
May11 110324 360.00 363.20 355.30 359.80 -0.20 26,000 84,849 +1,841
Jul11 110324 364.90 367.20 360.00 364.40 +0.10 11,926 53,294 -1,910
Aug11 110324 366.00 367.50 361.30 365.40 +0.50 2,093 13,277 -49
Sep11 110324 364.00 365.30 359.70 364.30 +1.50 992 10,471 +127
Oct11 110324 358.10 359.60 354.20 359.60 +3.70 458 11,342 -95
Dec11 110324 355.00 358.60 352.90 358.60 +4.10 4,138 30,610 +401
Jan12 110324 355.10 359.30 353.80 359.30 +4.10 76 3,305 +19
Mar12 110324 358.90 358.90 354.80 358.90 +4.10 66 2,787 +8
Total Volume and Open Interest 45,832 214,100 +385
Soybean Oil(CBOT)
May11 110324 55.55 56.15 54.87 56.12 +0.64 39,725 141,608 +473
Jul11 110324 56.12 56.70 55.45 56.70 +0.65 18,510 94,867 -1,048
Aug11 110324 55.95 56.90 55.75 56.90 +0.65 1,142 12,522 +156
Sep11 110324 56.53 57.06 56.28 57.06 +0.65 539 12,709 +22
Oct11 110324 56.12 57.02 55.75 57.02 +0.66 299 13,068 -119
Dec11 110324 56.58 57.15 55.88 57.15 +0.64 8,225 59,554 -1,336
Jan12 110324 56.96 57.25 56.73 57.25 +0.64 232 2,899 +65
Mar12 110324 57.01 57.20 56.57 57.20 +0.63 1,710 3,170 +522
Total Volume and Open Interest 70,398 343,686 -1,261
Canola(WCE)
May11 110324 572.3 581.1 567.0 579.4 +6.4 8,440 76,811 -1,915
Jul11 110324 579.2 588.8 575.7 587.9 +6.6 2,942 34,229 +459
Nov11 110324 560.6 566.8 553.9 566.1 +5.5 1,340 63,701 +446
Jan12 110324 562.3 571.1 562.3 570.9 +4.9 61 3,924 +11
Mar12 110324 573.1 573.1 573.1 573.1 +5.5 0 931 +0
Total Volume and Open Interest 12,796 181,511 -986
Corn(CBOT)
May11 110324 681.00 703.50 676.25 702.50 +21.50 129,106 590,792 -11,017
Jul11 110324 688.00 708.50 683.50 708.00 +19.50 60,452 378,992 -1,263
Sep11 110324 645.00 658.50 640.50 658.50 +13.00 7,380 87,074 -72
Dec11 110324 608.75 618.75 605.50 618.75 +9.00 28,830 382,852 +1,411
Mar12 110324 617.00 627.00 614.75 627.00 +9.00 1,152 59,161 +32
May12 110324 622.00 633.00 622.00 633.00 +9.00 603 7,864 +218
Total Volume and Open Interest 228,577 1,570,517 -10,425
Wheat(CBOT)
May11 110324 714.25 741.75 710.00 739.50 +25.25 44,492 187,654 -1,465
Jul11 110324 750.00 776.75 745.75 774.75 +24.50 18,919 128,966 +1,802
Sep11 110324 788.00 813.75 784.50 812.50 +23.50 5,844 41,983 +7
Dec11 110324 817.75 842.50 812.75 840.00 +22.75 9,489 86,209 -478
Mar12 110324 830.75 858.00 830.75 855.75 +22.75 891 8,329 +137
Total Volume and Open Interest 81,024 475,794 +30
Wheat(KCBT)
May11 110324 829.00 857.25 825.50 853.25 +23.25 7,962 70,513 -806
Jul11 110324 840.00 867.75 835.50 863.75 +23.25 2,916 66,136 -433
Sep11 110324 856.50 881.00 851.00 879.25 +23.25 1,028 18,143 +138
Dec11 110324 875.75 900.25 872.50 898.25 +22.75 1,110 20,416 +164
Mar12 110324 883.25 908.75 883.25 906.00 +21.50 253 2,142 +88
Total Volume and Open Interest 13,328 181,746 -809
Wheat(MGE)
May11 110324 860.00 889.00 856.50 883.25 +24.25 1,610 17,990 +35
Jul11 110324 870.00 897.50 865.25 891.25 +23.00 639 13,932 +27
Sep11 110324 873.75 903.25 871.50 897.00 +23.50 381 13,327 -18
Dec11 110324 884.75 914.00 881.75 909.50 +24.75 409 10,933 -32
Mar12 110324 894.25 921.50 894.25 917.50 +24.25 63 1,433 +25
Total Volume and Open Interest 3,124 58,961 +45
Oats(CBOT)
May11 110324 341.50 349.00 339.25 348.50 +9.00 313 7,340 -42
Jul11 110324 350.00 357.75 349.75 357.25 +9.25 135 2,763 +83
Sep11 110324 357.00 365.00 356.50 365.00 +8.50 11 199 +2
Dec11 110324 369.50 375.50 367.00 375.50 +8.50 67 2,364 -11
Total Volume and Open Interest 526 12,667 +32
Rough Rice(CBOT)
May11 110324 14.03 14.31 13.89 14.19 +0.14 664 14,873 -20
Jul11 110324 14.38 14.62 14.21 14.50 +0.15 197 5,202 +70
Sep11 110324 15.05 15.25 14.90 15.12 +0.12 58 3,397 +8
Nov11 110324 15.24 15.55 15.20 15.41 +0.13 18 836 -8
Total Volume and Open Interest 938 24,656 +51
Live Cattle(CME)
Apr11 110324 114.250 115.930 114.100 115.830 +1.730 11,399 54,682 -1,376
Jun11 110324 113.535 114.930 113.285 114.785 +1.435 19,510 160,713 +221
Aug11 110324 115.250 116.500 115.200 116.480 +1.130 7,933 65,571 +2,204
Oct11 110324 119.150 120.000 119.035 119.980 +0.845 2,502 41,102 +327
Dec11 110324 119.885 120.600 119.800 120.580 +0.580 1,213 28,682 +212
Feb12 110324 119.830 120.700 119.750 120.650 +0.750 197 7,626 -3
Total Volume and Open Interest 42,993 360,991 +1,605
Feeder Cattle(CME)
Mar11 110324 130.250 130.800 130.250 130.800 +0.850 373 2,408 -78
Apr11 110324 131.785 133.000 131.785 132.630 +1.130 771 4,658 -193
May11 110324 133.235 134.575 133.235 134.075 +1.140 1,494 13,931 +31
Aug11 110324 135.100 136.500 134.900 136.130 +1.230 898 15,028 +47
Sep11 110324 134.485 135.650 134.485 135.400 +1.150 82 2,699 -2
Oct11 110324 134.285 135.450 134.285 135.200 +1.200 118 1,575 -21
Nov11 110324 134.000 135.000 134.000 135.000 +1.200 58 758 +3
Total Volume and Open Interest 3,807 41,194 -200
Lean Hogs(CME)
Apr11 110324 89.750 90.600 89.600 90.330 +0.250 8,650 22,292 -978
May11 110324 99.150 99.800 98.700 99.600 +0.100 438 3,689 +164
Jun11 110324 100.400 101.430 100.000 101.180 +0.645 11,127 86,199 +737
Jul11 110324 100.100 101.050 100.100 100.950 +0.600 1,725 28,978 -173
Aug11 110324 99.550 100.650 99.400 100.600 +0.715 3,781 30,528 +12
Oct11 110324 89.430 90.330 88.930 90.285 +0.455 1,637 23,179 +468
Dec11 110324 85.400 86.150 84.930 86.135 +0.385 1,693 15,271 +491
Feb12 110324 85.550 86.350 85.550 86.300 +0.250 382 3,419 +262
Total Volume and Open Interest 29,589 216,359 +1,057
Class III Milk(CME)
Mar11 110324 19.45 19.47 19.38 19.45 -0.01 109 7,145 -11
Apr11 110324 16.30 16.62 16.21 16.57 +0.22 232 5,695 +23
May11 110324 16.17 16.76 16.08 16.70 +0.53 445 5,109 -50
Jun11 110324 16.38 16.84 16.38 16.76 +0.33 226 4,096 +91
Jul11 110324 17.08 17.42 17.08 17.37 +0.21 159 2,954 +65
Total Volume and Open Interest 1,483 39,122 +314
Cocoa(ICE)
May11 110324 3236 3240 3176 3203 -48 7,367 63,250 -382
Jul11 110324 3234 3234 3177 3204 -48 2,469 31,267 -248
Sep11 110324 3206 3225 3180 3205 -47 704 15,361 +3
Dec11 110324 3210 3228 3192 3209 -48 357 17,128 -52
Mar12 110324 3259 3259 3240 3242 -47 128 23,243 +38
May12 110324 3245 3247 3245 3246 -44 3 5,112 -2
Jul12 110324 3249 3249 3249 3249 -43 0 546 +0
Total Volume and Open Interest 11,028 160,158 -643
Coffee "C"(ICE)
May11 110324 268.40 268.95 260.55 265.80 -2.80 11,032 68,027 -294
Jul11 110324 271.00 271.20 263.00 268.25 -2.70 2,311 25,001 +177
Sep11 110324 274.00 274.00 264.90 270.30 -2.60 820 10,013 +113
Dec11 110324 275.00 275.00 267.00 271.60 -2.55 297 14,437 +82
Mar12 110324 272.20 272.20 268.15 270.85 -2.05 28 2,590 +16
May12 110324 266.90 268.65 266.00 268.65 -1.60 15 548 +0
Total Volume and Open Interest 14,525 121,437 +96
Orange Juice(ICE)
May11 110324 160.50 162.50 159.80 161.80 +2.30 2,635 18,914 -1,382
Jul11 110324 158.95 160.40 158.00 159.55 +1.95 420 4,037 +24
Sep11 110324 158.00 158.40 158.00 158.40 +1.70 138 1,068 +89
Nov11 110324 153.90 155.95 153.90 155.95 +2.05 148 760 +63
Jan12 110324 155.65 155.65 155.65 155.65 +1.90 43 112 +43
Mar12 110324 155.50 155.50 155.50 155.50 +1.00 0 40 +0
Total Volume and Open Interest 3,384 24,938 -1,163
Sugar #11(ICE)
May11 110324 26.50 27.80 26.32 27.45 +0.87 45,766 213,813 -1,891
Jul11 110324 24.59 25.62 24.43 25.31 +0.66 24,699 174,149 +2,367
Oct11 110324 23.74 24.43 23.44 24.23 +0.67 7,081 83,244 -601
Mar12 110324 23.08 24.00 23.06 23.78 +0.68 3,907 58,684 -464
May12 110324 22.48 23.31 22.37 23.14 +0.66 424 16,606 +38
Total Volume and Open Interest 84,296 590,210 +17
London Cocoa(LCE)
May11 110324 2074 2084 2044 2074 -15 6,550 52,801 -1,137
Jul11 110324 2071 2082 2043 2074 -15 3,951 40,574 +539
Sep11 110324 2078 2082 2041 2073 -16 1,069 24,932 +323
Dec11 110324 2085 2087 2050 2076 -20 773 33,306 -37
Mar12 110324 2092 2097 2060 2086 -18 681 26,199 +202
May12 110324 2087 2101 2071 2089 -19 48 6,011 -1
Jul12 110324 2074 2089 2074 2089 -19 15 2,656 +10
Total Volume and Open Interest 13,189 193,766 -8
London Sugar(LCE)
May11 110324 688.20 713.00 684.00 706.10 +18.20 5,465 23,932 -66
Aug11 110324 653.70 675.70 650.10 669.60 +16.00 2,238 20,478 +1,240
Oct11 110324 629.00 649.10 626.70 643.60 +13.50 232 4,349 +129
Dec11 110324 622.80 629.60 621.50 626.50 +10.00 91 1,545 +40
Mar12 110324 613.00 623.90 613.00 619.50 +11.10 44 1,271 +4
Total Volume and Open Interest 8,085 52,445 +1,354
Cotton(ICE)
May11 110324 202.29 208.87 196.87 208.82 +6.95 7,122 72,109 +799
Jul11 110324 193.50 200.93 189.90 200.49 +6.56 4,219 41,429 +704
Oct11 110324 153.00 154.00 152.82 153.75 +1.93 9 417 -2
Dec11 110324 126.67 127.98 125.50 127.81 +1.14 2,780 53,380 +139
Mar12 110324 120.00 121.20 118.80 120.78 +0.78 156 4,482 +56
May12 110324 114.31 114.50 113.50 114.28 +0.11 118 1,262 +91
Total Volume and Open Interest 14,539 176,065 +1,744
Lumber(CME)
May11 110324 312.8 316.3 311.9 313.1 +1.6 611 5,973 +88
Jul11 110324 329.0 332.0 328.8 331.0 +2.5 198 2,852 +47
Sep11 110324 331.8 334.9 331.5 333.3 -3.7 24 521 +3
Nov11 110324 326.0 326.0 324.4 324.4 unch 1 71 +0
Total Volume and Open Interest 834 9,417 +138
Crude Oil(NYM)
May11 110324 105.52 106.69 104.76 105.60 -0.15 303,365 369,181 +5,460
Jun11 110324 106.05 107.14 105.30 106.11 -0.10 75,852 154,267 -284
Jul11 110324 106.16 107.34 105.74 106.52 -0.06 29,254 98,082 +2,048
Aug11 110324 106.50 107.42 105.98 106.73 -0.03 14,706 40,064 -547
Sep11 110324 106.50 107.48 106.41 106.86 unch 13,282 61,434 +147
Oct11 110324 106.48 107.37 106.36 106.95 +0.06 4,751 32,329 -31
Nov11 110324 106.57 107.31 106.24 107.01 +0.11 4,600 32,019 +491
Dec11 110324 106.38 107.56 106.24 107.05 +0.15 33,816 178,610 +1,599
Jan12 110324 106.57 107.05 106.53 106.89 +0.18 2,711 34,860 -554
Feb12 110324 106.86 107.02 106.65 106.65 +0.21 1,669 15,578 -97
Mar12 110324 106.37 106.37 106.37 106.37 +0.23 1,486 25,033 +121
Apr12 110324 106.03 106.03 106.03 106.03 +0.24 1,079 9,553 -153
May12 110324 105.80 105.80 105.67 105.67 +0.25 1,119 10,709 +119
Jun12 110324 104.99 105.60 104.72 105.35 +0.26 5,265 58,286 +631
Jul12 110324 105.01 105.01 105.01 105.01 +0.28 899 12,717 +659
Aug12 110324 104.69 104.69 104.69 104.69 +0.30 108 7,653 +0
Total Volume and Open Interest 510,451 1,501,509 -12,734
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 110321 103.175 104.275 102.650 103.100 +1.250 2,173 1,535 -57
Jun11 110324 105.975 107.075 105.225 106.100 -0.100 452 504 +58
Jul11 110324 106.300 107.375 105.925 106.525 -0.050 74 157 +1
Aug11 110324 106.725 106.725 106.725 106.725 -0.025 6 26 +4
Sep11 110324 106.850 106.850 106.850 106.850 unch 3 13 -1
Oct11 110324 106.950 106.950 106.950 106.950 +0.050 2 35 +0
Nov11 110324 107.000 107.000 107.000 107.000 +0.100 0 13 +0
Dec11 110324 107.050 107.050 107.050 107.050 +0.150 6 216 -4
Total Volume and Open Interest 11,738 3,845 +380
Heating Oil(NYM)
Apr11 110324 305.49 307.00 301.47 306.20 +0.70 21,890 38,900 -6,006
May11 110324 307.10 308.71 303.20 307.87 +0.68 35,558 87,361 +3,973
Jun11 110324 308.33 310.22 304.94 309.34 +0.61 16,958 56,094 +936
Jul11 110324 310.19 311.01 306.67 310.76 +0.52 6,882 25,193 +446
Aug11 110324 310.33 312.50 308.41 312.19 +0.45 3,455 17,831 +433
Sep11 110324 313.18 313.85 309.66 313.56 +0.28 3,433 14,810 -67
Oct11 110324 313.30 314.94 313.30 314.94 +0.18 1,333 7,350 +331
Nov11 110324 315.95 316.43 313.86 316.34 +0.11 1,054 7,004 +430
Dec11 110324 317.46 318.60 313.95 317.61 +0.15 5,130 26,509 +67
Jan12 110324 317.12 318.84 317.12 318.84 +0.18 700 7,354 -180
Feb12 110324 317.35 319.04 317.17 319.04 +0.23 237 3,487 +200
Mar12 110324 316.15 317.76 316.15 317.76 +0.30 35 1,715 +31
Total Volume and Open Interest 97,083 306,674 +731
Gasoline(NYMEX)
Apr11 110324 302.02 305.08 299.09 304.48 +2.35 29,192 33,907 -6,321
May11 110324 302.86 305.79 299.88 305.08 +2.22 39,801 89,230 +7,702
Jun11 110324 300.75 304.30 299.60 303.99 +2.05 17,806 43,102 +1,184
Jul11 110324 300.09 302.39 297.90 302.31 +1.86 7,041 22,909 +468
Aug11 110324 296.76 300.06 296.71 300.06 +1.59 5,121 11,932 +467
Sep11 110324 295.14 297.25 293.35 297.08 +1.29 7,006 13,431 +201
Oct11 110324 282.75 283.77 282.25 283.63 +0.89 1,937 11,092 +118
Nov11 110324 279.74 280.42 278.79 280.42 +0.63 2,030 4,287 -63
Dec11 110324 278.81 279.47 276.48 279.19 +0.57 2,429 22,973 -130
Jan12 110324 278.40 279.35 278.20 279.35 +0.51 247 5,151 +135
Total Volume and Open Interest 112,681 274,519 +3,816
e-miNY RBOB Gasoline(NYM)
Apr11 110324 304.50 304.50 304.50 304.50 +2.40 0 2 +0
May11 110324 305.10 305.10 305.10 305.10 +2.20 0 1 +0
Jun11 110324 304.00 304.00 304.00 304.00 +2.10 0 1 +0
Jul11 110324 302.30 302.30 302.30 302.30 +1.80 0 1 +0
Total Volume and Open Interest 0 8 +0
Natural Gas(NYM)
Apr11 110324 4.350 4.399 4.213 4.244 -0.091 103,989 54,460 -12,305
May11 110324 4.421 4.480 4.293 4.327 -0.085 67,810 259,878 -912
Jun11 110324 4.485 4.545 4.363 4.397 -0.080 25,150 68,237 +3,809
Jul11 110324 4.562 4.610 4.433 4.467 -0.076 23,054 87,033 +1,551
Aug11 110324 4.600 4.637 4.464 4.494 -0.076 7,478 31,157 +47
Sep11 110324 4.600 4.644 4.483 4.502 -0.077 7,055 46,658 +1,024
Oct11 110324 4.643 4.688 4.522 4.551 -0.077 17,620 70,422 -272
Nov11 110324 4.810 4.824 4.696 4.718 -0.063 5,473 33,092 +1,109
Dec11 110324 5.042 5.063 4.936 4.961 -0.056 3,402 27,228 -34
Jan12 110324 5.163 5.187 5.050 5.083 -0.058 8,845 61,743 +837
Feb12 110324 5.150 5.170 5.041 5.068 -0.057 988 13,599 +150
Mar12 110324 5.089 5.089 4.982 5.007 -0.055 3,186 28,722 +454
Apr12 110324 4.935 4.935 4.830 4.849 -0.044 4,031 26,780 +1,119
May12 110324 4.950 4.950 4.867 4.868 -0.044 178 6,248 +23
Jun12 110324 4.980 4.980 4.902 4.902 -0.044 99 4,515 -4
Jul12 110324 5.020 5.020 4.942 4.945 -0.044 28 4,117 +3
Total Volume and Open Interest 281,562 897,569 -2,815
Brent Crude Oil(ICE)
May11 110324 115.38 115.92 114.50 115.72 +0.17 149,464 186,881 -5,327
Jun11 110324 115.21 115.80 114.44 115.60 +0.13 83,538 200,453 -1,340
Jul11 110324 114.94 115.54 114.25 115.37 +0.12 34,951 61,668 +5,599
Aug11 110324 114.63 115.28 114.00 115.13 +0.15 17,829 27,074 -1,375
Sep11 110324 114.34 114.99 113.72 114.84 +0.16 11,069 34,250 -768
Oct11 110324 114.05 114.73 113.49 114.59 +0.18 5,989 23,568 +593
Nov11 110324 113.78 114.47 113.23 114.33 +0.21 4,709 18,833 +228
Dec11 110324 113.50 114.21 112.83 114.07 +0.23 32,497 101,446 -1,370
Jan12 110324 113.74 113.82 112.85 113.82 +0.26 2,020 22,354 -486
Feb12 110324 113.56 113.56 113.56 113.56 +0.29 1,348 13,415 +181
Mar12 110324 113.27 113.27 113.27 113.27 +0.30 1,200 18,540 -225
Apr12 110324 112.92 112.92 112.92 112.92 +0.32 792 5,140 -49
May12 110324 112.52 112.52 112.52 112.52 +0.35 737 3,868 +274
Jun12 110324 110.95 112.10 110.91 112.10 +0.37 3,292 30,951 -111
Total Volume and Open Interest 361,669 859,364 -2,898
Gas Oil(ICE)
Apr11 110324 980.25 987.25 970.50 981.75 -6.25 62,321 115,250 +721
May11 110324 979.75 985.50 969.25 980.75 -5.75 76,278 118,793 +1,333
Jun11 110324 978.25 984.50 969.00 980.50 -5.25 40,557 70,996 +3,926
Jul11 110324 981.00 985.50 971.25 982.00 -5.00 14,970 32,910 +520
Aug11 110324 987.50 987.50 974.25 984.25 -4.75 8,747 26,319 +83
Sep11 110324 985.00 989.25 975.25 986.00 -4.75 7,994 36,486 +1,462
Oct11 110324 985.50 987.25 976.00 986.75 -4.75 3,879 26,236 +756
Nov11 110324 985.00 987.00 977.00 986.50 -4.75 3,455 19,203 -131
Dec11 110324 984.75 989.75 975.00 986.50 -4.50 13,412 52,527 +811
Jan12 090519 640.75 640.75 640.75 640.75 unch      
Total Volume and Open Interest 182,235 622,424  
Ethanol(CBOT)
Mar11 110303 2.585 2.585 2.583 2.583 -0.007 90 273 -46
Apr11 110324 2.483 2.519 2.470 2.515 +0.032 168 601 -61
May11 110324 2.470 2.503 2.470 2.500 +0.025 309 833 -47
Jun11 110324 2.465 2.505 2.465 2.501 +0.026 128 1,048 -22
Jul11 110324 2.464 2.504 2.464 2.499 +0.025 156 1,326 -32
Aug11 110324 2.450 2.483 2.450 2.479 +0.029 96 752 +44
Sep11 110324 2.395 2.410 2.390 2.409 +0.028 21 1,024 +5
Oct11 110324 2.310 2.326 2.310 2.322 +0.030 29 634 +6
Total Volume and Open Interest 939 7,847 -91
WTI Crude Oil(ICE
May11 110324 105.46 106.68 104.74 105.60 -0.15 57,736 94,024 +1,303
Jun11 110324 105.90 107.07 105.30 106.11 -0.10 27,517 78,639 +1,438
Jul11 110324 106.29 107.37 105.76 106.52 -0.06 12,225 38,013 +1,699
Aug11 110324 107.18 107.45 106.43 106.73 -0.03 6,297 18,610 +1,357
Sep11 110324 107.25 107.48 106.54 106.86 unch 5,791 28,024 -645
Oct11 110324 107.47 107.48 106.62 106.95 +0.06 3,239 18,377 +449
Nov11 110324 107.43 107.44 106.68 107.01 +0.11 2,000 14,081 -81
Dec11 110324 106.56 107.53 106.40 107.05 +0.15 14,673 94,129 +256
Jan12 110324 107.14 107.14 106.89 106.89 +0.18 737 10,747 +106
Feb12 110324 106.65 106.65 106.65 106.65 +0.21 151 2,413 -9
Mar12 110324 106.37 106.37 106.37 106.37 +0.23 307 5,152 +31
Apr12 110324 106.03 106.03 106.03 106.03 +0.24 247 2,984 -96
May12 110324 105.67 105.67 105.67 105.67 +0.25 343 1,404 +53
Jun12 110324 105.54 105.54 104.91 105.35 +0.26 1,097 23,507 +214
Jul12 110324 105.01 105.01 105.01 105.01 +0.28 0 633 +0
Aug12 110324 104.69 104.69 104.69 104.69 +0.30 6 327 +6
Total Volume and Open Interest 137,460 521,510 +6,033
US Dollar Index(ICE)
Jun11 110324 76.110 76.305 75.700 75.887 -0.158 21,642 52,290 -521
Sep11 110324 76.555 76.575 76.185 76.327 -0.128 19 531 -6
Dec11 110324 76.688 76.688 76.688 76.688 -0.128 0 1 +0
Total Volume and Open Interest 21,661 52,822 -527
Australian Dollar(CME)
Jun11 110324 100.36 101.31 100.15 101.25 +0.77 79,571 100,849 +5,165
Sep11 110324 99.05 100.04 99.05 100.04 +0.76 150 277 +92
Dec11 110324 98.15 98.93 98.15 98.93 +0.75 0 54 +0
Total Volume and Open Interest 79,721 101,180 +5,257
British Pound(CME)
Jun11 110324 162.25 162.52 160.75 160.91 -1.38 91,779 117,786 +6,391
Sep11 110324 162.06 162.06 160.63 160.65 -1.36 137 148 +109
Dec11 110324 160.37 161.72 160.37 160.37 -1.35 1 38 +0
Total Volume and Open Interest 91,917 117,974 +6,500
Canadian Dollar(CME)
Jun11 110324 101.74 102.59 101.61 102.23 +0.43 67,342 113,873 -1,070
Sep11 110324 101.71 102.32 101.56 101.99 +0.43 98 2,276 +18
Dec11 110324 101.82 101.82 101.29 101.73 +0.44 16 2,106 +0
Mar12 110324 101.41 101.41 100.98 101.41 +0.43 1 175 +1
Total Volume and Open Interest 67,459 118,442 -1,050
Japanese Yen(CME)
Jun11 110324 123.61 123.90 123.42 123.60 -0.16 80,997 111,423 -1,929
Sep11 110324 123.70 123.91 123.58 123.73 -0.17 26 563 +9
Dec11 110324 123.91 124.08 123.91 123.91 -0.17 20 57 -20
Total Volume and Open Interest 81,043 112,051 -1,940
Swiss Franc(CME)
Jun11 110324 110.18 110.82 109.66 110.29 +0.08 30,900 56,727 -425
Sep11 110324 110.22 110.39 109.96 110.38 +0.08 10 47 +7
Dec11 110324 110.46 110.46 110.38 110.46 +0.08 0 11 +0
Total Volume and Open Interest 30,910 56,786 -418
EuroFX(CME)
Jun11 110324 140.76 142.02 140.35 141.64 +0.61 218,874 193,286 +2,677
Sep11 110324 140.50 141.52 140.11 141.31 +0.61 589 1,062 +168
Dec11 110324 140.96 140.96 140.35 140.96 +0.61 0 71 +0
Total Volume and Open Interest 219,463 194,709 +2,845
Mexican Peso(CME)
Apr11 110324 836.5 836.5 834.5 836.5 +2.0      
May11 110324 833.0 833.0 831.0 833.0 +2.0      
Total Volume and Open Interest 17,617 127,075 +79
30-Year T-Bonds(CBOT)
Jun11 110324 120~290 120~290 120~240 120~240 -0~170      
Sep11 110324 119~190 119~260 119~100 119~100 -0~160 1 10 +0
Dec11 110324 117~270 118~110 117~270 117~270 -0~160      
Total Volume and Open Interest 260,481 594,741 +1,092
10-Year T-Notes(CBOT)
Jun11 110324 119~300 120~065 119~125 119~160 -0~150 1,023,294 1,593,877 +6,515
Sep11 110324 118~100 118~170 118~005 118~005 -0~165 1 42 -1
Dec11 110324 117~005 117~170 117~005 117~005 -0~165 0 4 +0
Total Volume and Open Interest 1,023,295 1,593,923 +1,400
5-Year T-Notes(CBOT)
Jun11 110324 117~063 117~085 117~017 117~024 -0~042 593,002 1,215,214 +18,275
Sep11 110324 116~040 116~082 116~040 116~040 -0~042      
Dec11 110324 115~064 115~106 115~064 115~064 -0~042      
Total Volume and Open Interest 595,081 1,222,237 +17,432
2 Year T-Notes(CBOT)
Jun11 110324 109~035 109~041 109~024 109~029 -0~007 245,997 895,996 -7,918
Sep11 110324 108~121 109~000 108~121 108~121 -0~007 2 0 +0
Dec11 110324 108~087 108~094 108~087 108~087 -0~007      
Total Volume and Open Interest 247,491 902,429 -8,696
Eurodollars(CME)
Jun11 110324 99.615 99.625 99.610 99.620 unch 150,689 1,158,650 -4,435
Sep11 110324 99.535 99.540 99.520 99.530 unch 139,413 1,304,590 -5,559
Dec11 110324 99.420 99.430 99.385 99.400 -0.010 167,649 1,396,846 -83
Mar12 110324 99.225 99.245 99.175 99.190 -0.025 203,234 1,331,489 +9,115
Jun12 110324 98.940 98.965 98.870 98.895 -0.035 213,351 963,680 +10,699
Sep12 110324 98.615 98.640 98.525 98.555 -0.045 141,317 627,321 +4,627
Dec12 110324 98.290 98.315 98.195 98.220 -0.060 142,291 481,699 +2,566
Mar13 110324 98.005 98.035 97.900 97.930 -0.070 127,991 301,646 +7,234
Jun13 110324 97.730 97.760 97.625 97.650 -0.075 71,591 208,965 +5,157
Sep13 110324 97.470 97.495 97.365 97.390 -0.075 42,636 204,508 +450
Dec13 110324 97.220 97.245 97.115 97.135 -0.080 40,118 176,471 -524
Mar14 110324 96.995 97.020 96.890 96.910 -0.080 38,625 146,213 +4,384
Jun14 110324 96.765 96.795 96.665 96.685 -0.080 14,056 104,682 +2,655
Sep14 110324 96.545 96.570 96.445 96.465 -0.080 8,354 59,561 +376
Dec14 110324 96.325 96.345 96.220 96.240 -0.080 8,525 72,563 +1,075
Mar15 110324 96.145 96.145 96.030 96.045 -0.085 7,655 54,075 +642
Jun15 110324 4.200 4.210 4.090 4.110 -0.085 4,995 32,907 -440
Sep15 110324 4.040 4.040 3.925 3.940 -0.085 4,233 38,101 +493
Total Volume and Open Interest 1,546,687 8,866,971 +40,634
30 Day Federal Funds(CBOT)
Mar11 110324 99.857 99.860 99.857 99.857 unch 3,328 83,976 +792
Apr11 110324 99.860 99.865 99.855 99.860 unch 2,357 68,982 +1,477
May11 110324 99.860 99.860 99.855 99.860 unch 1,370 69,828 +186
Jun11 110324 99.855 99.855 99.850 99.855 unch 1,681 44,395 +152
Jul11 110324 99.845 99.845 99.840 99.845 unch 4,054 47,493 +156
Aug11 110324 99.825 99.830 99.815 99.825 unch 2,384 37,273 -923
Total Volume and Open Interest 32,472 659,202 +1,378
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)
Jun11 110324 99.670 99.670 99.670 99.670 -0.003 0 150 +0
Sep11 110324 99.668 99.668 99.668 99.668 -0.002      
Dec11 110324 99.658 99.658 99.658 99.658 +0.003 0 75 +0
Mar12 110324 99.640 99.640 99.640 99.640 +0.005      
Jun12 110324 99.670 99.670 99.670 99.670 +0.005      
Sep12 110324 99.600 99.600 99.600 99.600 -0.015      
Dec12 110324 99.505 99.505 99.505 99.505 -0.015      
Mar13 110324 99.505 99.505 99.505 99.505 -0.015      
Jun13 110324 99.460 99.460 99.460 99.460 -0.015      
Sep13 110324 99.320 99.320 99.320 99.320 -0.015      
Total Volume and Open Interest 0 225 +0
3-Mth Euro-Yen(SGX)
Jun11 110324 99.67 99.67 99.67 99.67 0.00 750 2,823 +0
Sep11 110324 99.67 99.67 99.67 99.67 0.00 650 1,373 +0
Dec11 110324 99.66 99.66 99.66 99.66 +0.00 0 1,936 +0
Mar12 110324 99.65 99.65 99.64 99.64 +0.00 0 1,732 +200
Jun12 110324 99.62 99.67 99.62 99.67 +0.00 0 754 +0
Sep12 110324 99.60 99.60 99.60 99.60 -0.01 0 310 +0
Dec12 110324 99.50 99.50 99.50 99.50 -0.01 20 24 +0
Mar13 110324 99.50 99.50 99.50 99.50 -0.01 0 1 +0
Total Volume and Open Interest 1,420 8,953 +200
Japanese Gov't Bonds(SGX)
Jun11 110324 139.73 139.95 139.66 139.91 +0.10 1,593 12,635 +843
Sep11 110324 139.01 139.01 139.01 139.01 +0.10 0 1 +0
Dec11 110324 136.92 136.92 136.92 136.92 +0.10      
Total Volume and Open Interest 1,593 12,636 +350
Euro-Bund(EUREX)
Jun11 110324 122.48 122.74 122.01 122.20 -0.10 881,685 1,459,962 +164,507
Sep11 110324 122.28 122.28 121.75 121.84 -0.11 1,154 2,244 +884
Dec11 110324 121.08 121.08 121.08 121.08 -0.10      
Total Volume and Open Interest 882,839 1,462,206 +165,391
Euro-Bobl(EUREX)
Jun11 110322 115.08 115.14 114.85 115.04 -0.03 537,973 1,010,693 +55,899
Sep11 110324 114.60 114.60 114.60 114.60 -0.01 0 6,700 +2,000
Dec11 110324 114.65 114.65 114.65 114.65 unch      
Total Volume and Open Interest 572,603 1,029,062 +3,500
3-Mth Euribor(EUREX)
Mar11 110314 98.830 98.830 98.825 98.825 unch 564 5,430 -114
Jun11 110324 98.470 98.470 98.465 98.470 unch 511 11,713 -1,159
Sep11 110324 98.200 98.210 98.195 98.195 -0.010 286 2,839 -278
Total Volume and Open Interest 1,359 22,438 -1,501
Long Gilt(LIFFE)
Mar11 110324 119~21 119~21 119~10 119~10 -0~09 67 717 -193
Jun11 110324 118~12 118~16 117~30 118~00 -0~09 152,345 295,217 -4,068
Total Volume and Open Interest 152,412 295,934 -4,108
3-Mth Short Sterling(LIFFE)
Jun11 110324 98.98 99.02 98.97 99.01 +0.04 97,154 378,240 +6,175
Sep11 110324 98.79 98.83 98.78 98.82 +0.05 119,871 366,072 -2,967
Dec11 110324 98.58 98.61 98.56 98.60 +0.04 131,730 355,990 +4,796
Mar12 110324 98.35 98.38 98.33 98.37 +0.04 142,060 317,073 +7,845
Jun12 110324 98.08 98.12 98.07 98.10 +0.04 118,208 197,146 +1,471
Sep12 110324 97.82 97.86 97.80 97.83 +0.03 71,944 145,898 -2,255
Total Volume and Open Interest 771,656 2,062,011 +16,701
3-Mth Euribor(LIFFE)
Jun11 110324 98.475 98.490 98.460 98.470 unch 180,317 711,898 -6,929
Sep11 110324 98.210 98.235 98.185 98.195 -0.010 139,106 578,440 +421
Dec11 110324 97.990 98.020 97.955 97.970 -0.010 181,266 545,777 -1,366
Total Volume and Open Interest 993,814 3,238,796 +21,182
3-Mth Aus T-Bills(SFE)
Jun11 110324 95.11 95.13 95.10 95.12 +0.01 22,758 208,240 +3,261
Sep11 110324 95.06 95.10 95.04 95.08 +0.02 22,895 195,451 +1,226
Dec11 110324 94.96 94.99 94.94 94.98 +0.02 13,008 108,658 +3,147
Mar12 110324 94.86 94.89 94.84 94.88 +0.02 2,621 65,791 +564
Jun12 110324 94.77 94.81 94.74 94.78 +0.02 691 45,112 +88
Sep12 110324 94.74 94.74 94.66 94.70 +0.02 239 40,260 +30
Dec12 110324 94.67 94.67 94.58 94.62 +0.01 436 19,332 -116
Mar13 110324 94.62 94.62 94.53 94.57 +0.01 163 6,370 +112
Jun13 110324 94.57 94.57 94.48 94.50 unch 4 782 +0
Sep13 110324 94.43 94.45 94.42 94.45 unch 6 899 +2
Total Volume and Open Interest 62,821 691,714 +8,314
10-Year Aus T-Bonds(SFE)
Jun11 110324 94.56 94.61 94.54 94.58 +0.02 44,867 351,838 +15,428
Sep11 110324 94.58 94.58 94.58 94.58 +0.02      
Total Volume and Open Interest 44,867 351,838 +15,428
3-Year Aus T-Bonds(SFE)
Jun11 110324 94.99 95.03 94.98 95.02 +0.02 156,390 475,617 +5,389
Sep11 110324 95.02 95.02 95.02 95.02 +0.03      
Total Volume and Open Interest 104,842 509,522 +33,905
Gold(CMX)
Apr11 110324 1438.0 1448.6 1423.7 1434.9 -3.1 124,759 208,067 -12,432
Jun11 110324 1439.7 1450.0 1425.4 1436.4 -3.1 30,045 168,260 +14,971
Aug11 110324 1441.2 1451.1 1427.7 1437.8 -3.1 1,371 30,090 -132
Oct11 110324 1442.2 1450.7 1428.4 1439.3 -3.0 506 6,775 +165
Dec11 110324 1443.7 1453.6 1429.8 1440.8 -3.0 796 29,692 +373
Feb12 110324 1445.9 1454.4 1433.9 1442.5 -2.9 390 7,273 -345
Apr12 110324 1440.0 1444.6 1440.0 1444.6 -2.9 47 5,085 +46
Jun12 110324 1449.8 1449.8 1441.4 1446.9 -3.0 5 6,750 -5
Aug12 110324 1449.7 1449.7 1449.7 1449.7 -3.0 350 1,539 +350
Oct12 110324 1453.1 1453.1 1453.1 1453.1 -2.7 30 2,958 +30
Dec12 110324 1462.9 1470.3 1455.9 1457.4 -2.5 146 10,907 +9
Total Volume and Open Interest 158,919 509,131 +3,240
Silver(CMX)
Mar11 110324 3730.0 3813.0 3711.0 3738.8 +18.6 266 843 -32
May11 110324 3741.5 3818.0 3685.0 3737.5 +17.7 58,178 77,100 +1,245
Jul11 110324 3743.0 3817.0 3695.0 3739.3 +17.9 3,380 15,990 +711
Sep11 110324 3731.5 3816.5 3696.0 3740.5 +18.2 575 7,005 +140
Dec11 110324 3740.5 3819.0 3696.0 3741.4 +18.5 657 15,996 +221
Mar12 110324 3728.5 3810.0 3716.0 3738.5 +18.1 19 1,428 +0
May12 110324 3803.0 3803.0 3708.0 3736.9 +18.0 1 326 +0
Total Volume and Open Interest 64,170 135,988 +2,239
Platinum(NYMEX)
Apr11 110324 1759.0 1768.6 1750.5 1760.0 unch 8,158 14,362 -2,881
Jul11 110324 1763.3 1772.5 1754.6 1764.2 unch 4,466 17,747 +3,071
Oct11 110324 1765.1 1766.3 1759.9 1766.3 +0.5 7 592 +5
Jan12 110324 1768.7 1768.7 1768.7 1768.7 +0.5 0 14 +0
Total Volume and Open Interest 12,631 32,752 +195
Palladium(NYMEX)
Mar11 110324 751.85 751.85 751.85 751.85 +2.95 11 55 -8
Jun11 110324 748.00 761.85 746.00 752.25 +2.95 2,168 20,251 +193
Sep11 110324 755.00 762.40 753.55 753.55 +3.00 52 222 +49
Total Volume and Open Interest 2,251 20,574 +215
Copper(CMX)
Mar11 110324 441.05 443.00 439.85 441.40 -0.45 180 908 -159
May11 110324 442.50 445.45 439.20 442.45 -0.40 20,969 85,513 -1,777
Jul11 110324 444.05 447.00 440.75 444.05 -0.40 1,443 25,632 +496
Sep11 110324 443.85 447.40 442.00 445.25 -0.45 783 9,022 -28
Dec11 110324 447.80 448.70 444.30 446.00 -0.35 416 5,923 +35
Total Volume and Open Interest 24,022 133,713 -1,412
DJIA Index(CBOT)
Jun11 110324 12009 12118 12009 12116 +95 913 4,380 +554
Sep11 110324 12065 12065 12055 12055 +98      
Dec11 110324 11987 11987 11889 11987 +98 0 1 +0
Mar12 110324 11925 11925 11827 11925 +98      
Total Volume and Open Interest 913 4,381 +554
S & P 500(CME)
Jun11 110324 1291.60 1306.70 1289.20 1305.20 +13.10 12,664 290,003 +12,642
Sep11 110324 1300.00 1301.90 1295.90 1300.00 +13.10 95 4,011 +22
Dec11 110324 1294.70 1296.60 1294.60 1294.70 +13.10 95 698 -13
Mar12 110324 1290.10 1292.00 1290.00 1290.10 +13.10      
Total Volume and Open Interest 12,859 294,717 +12,656
S & P 500 E-Mini(Globex)
Jun11 110324 1304.50 1304.75 1304.00 1304.25 +13.00      
Sep11 110324 1286.75 1301.50 1285.25 1300.00 +13.00 194 1,635 +40
Total Volume and Open Interest 1,442,010 2,571,151 +15,141
NASDAQ 100(CME)
Jun11 110324 2265.00 2314.00 2263.30 2308.50 +43.50 421 8,229 +7
Sep11 110324 2302.00 2307.00 2302.00 2306.00 +44.00      
Dec11 110324 2303.50 2303.50 2303.50 2303.50 +44.00      
Total Volume and Open Interest 421 8,229 +7
NASDAQ 100 E-Mini(Globex)
Jun11 110324 2265.00 2313.50 2262.30 2308.50 +43.50 214,276 274,758 -3,110
Sep11 110324 2263.80 2310.80 2263.30 2306.00 +44.00 14 61 +3
Total Volume and Open Interest 214,290 274,824 -3,107
S & P Midcap 400(CME)
Jun11 110324 954.50 963.00 954.50 960.70 +10.30 145 785 +109
Sep11 110324 958.60 958.60 958.30 958.60 +10.30      
Dec11 110324 957.00 957.00 956.70 957.00 +10.30      
Total Volume and Open Interest 145 785 +109
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Jun11 110324 9555 9555 9555 9555 +110      
Sep11 110324 9575 9575 9475 9575 +100 0 9 +0
Total Volume and Open Interest 12,342 55,688 +961
Nikkei 225(SGX)
Jun11 110324 9415 9435 9335 9355 -10 142,923 230,739 +886
Sep11 110324 9355 9355 9355 9355 -10 6 1,297 +35
Dec11 110324 9300 9300 9300 9300 -10 0 5,359 +0
Total Volume and Open Interest 144,102 270,392 +1,993
CAC 40(EURONEXT)
Apr11 110324 3916.0 3984.5 3885.5 3971.0 +54.0 129,311 258,056 +3,265
May11 110324 3840.0 3913.0 3820.0 3902.5 +54.0 84 409 +35
Jun11 110324 3805.0 3865.0 3795.0 3861.5 +53.0 201 26,519 +118
Total Volume and Open Interest 129,596 284,984 +3,418
Hang Seng Index(HKFE)
Mar11 110324 22896 23181 22851 22937 +127 78,262 82,352 -1,776
Apr11 110324 22928 23100 22834 22906 +122 4,530 7,085 +1,201
Total Volume and Open Interest 83,973 95,035 -272
DAX(EUREX)
Mar11 110318 6725.0 6735.0 6668.0 6689.5 +36.0 394,085 231,651 -107,036
Jun11 110324 6822.0 6980.0 6805.5 6959.0 +137.0 131,016 245,833 +20,110
Sep11 110324 6840.5 7002.0 6830.0 6983.5 +138.0 80 4,245 +42
Total Volume and Open Interest 131,109 250,139 +20,195
FT-SE 100(EURONEXT)
Jun11 110324 5754.00 5861.00 5732.50 5845.00 +101.00 85,841 573,529 +6,167
Sep11 110324 5747.00 5810.50 5747.00 5810.50 +101.00 37 518 +27
Dec11 110324 5773.00 5800.00 5773.00 5792.00 +101.00 90 190 +60
Total Volume and Open Interest 85,968 574,237 +6,254
SPI 200(SFE)
Mar11 110317 4564.0 4577.0 4464.0 4520.0 -47.0 127,175 225,244 -24,965
Jun11 110324 4662.0 4722.0 4651.0 4722.0 +52.0 30,644 198,274 +2,575
Sep11 110324 4700.0 4709.0 4697.0 4709.0 +50.0 160 3,159 +150
Total Volume and Open Interest 31,260 205,061 +3,054
GSCI(CME)
Apr11 110324 64.64 64.64 58.74 64.64 +3.50 127 13,398 -3
May11 110324 65.64 65.64 60.64 65.64 +3.00 1 23 +1
Jun11 110324 66.64 66.64 61.64 66.64 +3.00      
Total Volume and Open Interest 128 13,421 -2
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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