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MRCI's End of Day Prices
Daily Futures Price Listing Fri January 08, 2010
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan10 100108 1018.25 1018.25 1005.00 1013.00 -4.75 11,750 7,338 -841
Mar10 100108 1026.75 1029.00 1013.25 1022.00 -4.00 97,910 223,024 +245
May10 100108 1031.50 1033.50 1018.75 1027.75 -3.25 15,259 57,733 +986
Jul10 100108 1035.50 1038.00 1021.50 1032.25 -3.25 16,188 57,233 +1,831
Aug10 100108 1028.25 1031.00 1021.75 1028.50 -2.50 235 1,728 +1
Sep10 100108 1006.25 1015.00 1005.00 1012.50 -2.50 434 1,211 +37
Nov10 100108 998.50 1008.00 990.50 999.00 -0.75 10,434 71,751 +732
Total Volume and Open Interest 153,705 429,198 +3,498
Soybean Meal(CBOT)
Jan10 100108 307.80 308.00 305.20 306.80 -0.20 3,298 2,829 -1,122
Mar10 100108 299.50 299.90 296.10 298.30 +0.10 42,045 78,785 -1,181
May10 100108 295.00 295.10 291.10 293.10 -0.20 6,688 29,794 +432
Jul10 100108 294.00 294.80 291.10 293.10 -0.10 3,696 23,679 +101
Aug10 100108 292.10 293.40 290.90 292.20 +0.30 555 5,215 +169
Sep10 100108 289.10 289.70 287.50 289.20 +1.00 535 5,916 +146
Oct10 100108 280.60 282.50 277.00 281.50 +1.00 842 3,232 +60
Dec10 100108 279.40 281.40 277.00 280.30 +1.10 2,847 13,717 +649
Total Volume and Open Interest 60,633 164,610 -683
Soybean Oil(CBOT)
Jan10 100108 39.95 39.95 39.17 39.53 -0.46 4,976 4,213 -1,992
Mar10 100108 40.26 40.39 39.51 39.91 -0.45 43,318 125,528 +824
May10 100108 40.72 40.76 39.90 40.31 -0.44 8,979 32,151 -356
Jul10 100108 41.10 41.10 40.30 40.69 -0.42 3,530 20,780 -382
Aug10 100108 40.73 41.26 40.47 40.84 -0.42 61 2,426 -18
Sep10 100108 41.05 41.07 40.60 40.99 -0.41 392 2,140 +9
Oct10 100108 40.86 41.17 40.65 41.09 -0.44 578 1,428 -54
Dec10 100108 41.74 41.79 40.97 41.40 -0.45 3,427 16,033 +99
Total Volume and Open Interest 65,263 204,797 -1,869
Canola(WCE)
Jan10 100108 401.4 401.4 401.4 401.4 -6.5 5 0 -5
Mar10 100108 405.5 405.5 398.6 399.4 -6.5 9,146 79,821 -690
May10 100108 409.2 409.3 405.5 406.1 -6.5 685 7,703 +384
Jul10 100108 415.0 415.0 410.7 411.2 -6.4 660 7,626 +279
Nov10 100108 419.0 419.0 412.7 416.0 -3.6 588 6,436 +213
Total Volume and Open Interest 11,084 101,984 +181
Corn(CBOT)
Mar10 100108 417.50 423.75 415.00 423.00 +5.50 137,395 505,870 +6,198
May10 100108 428.00 434.00 425.50 433.25 +5.25 30,454 135,510 +3,055
Jul10 100108 436.75 442.75 433.75 441.75 +5.00 21,703 121,234 +1,592
Sep10 100108 440.00 446.00 438.00 445.75 +5.75 4,310 39,984 +965
Dec10 100108 443.50 449.00 441.00 449.00 +5.50 26,326 213,731 +3,603
Mar11 100108 452.75 458.00 450.75 458.00 +5.00 1,695 16,294 +542
Total Volume and Open Interest 223,531 1,057,450 +16,425
Wheat(CBOT)
Mar10 100108 557.50 570.00 545.25 568.50 +10.75 33,873 180,173 -1,491
May10 100108 568.00 582.00 558.00 580.75 +10.75 4,629 46,367 +798
Jul10 100108 578.25 592.00 567.25 590.50 +10.50 4,257 65,566 +197
Sep10 100108 592.25 606.50 590.75 604.50 +10.75 258 16,934 +50
Dec10 100108 612.75 628.50 605.25 627.50 +11.75 3,203 51,994 +491
Total Volume and Open Interest 46,740 366,990 +281
Wheat(KCBT)
Mar10 100108 550.25 562.00 540.75 560.00 +9.75 7,454 59,606 -405
May10 100108 561.00 573.00 555.00 571.25 +10.00 1,161 14,408 +328
Jul10 100108 572.75 585.00 564.00 582.75 +9.50 1,365 29,750 +249
Sep10 100108 585.00 595.75 584.50 594.25 +9.50 130 3,675 +29
Dec10 100108 599.75 614.50 599.75 612.50 +9.00 1,579 36,796 +236
Total Volume and Open Interest 11,772 145,343 +507
Wheat(MGE)
Mar10 100108 561.75 576.50 553.00 575.00 +11.50 4,154 18,970 -267
May10 100108 573.00 587.50 566.25 586.00 +12.50 463 6,631 +167
Jul10 100108 584.50 599.50 580.50 598.25 +9.50 230 8,872 -65
Sep10 100108 591.50 610.75 591.25 610.00 +10.00 175 3,564 +27
Dec10 100108 609.50 628.00 607.25 627.25 +9.75 184 8,018 -55
Total Volume and Open Interest 5,277 46,652 -166
Oats(CBOT)
Mar10 100108 273.00 276.50 271.50 275.00 +1.00 450 9,337 +115
May10 100108 281.00 284.00 281.00 283.25 +1.00 33 1,049 +7
Jul10 100108 290.50 291.75 290.50 291.75 +1.00 0 804 +0
Sep10 100108 299.25 299.25 298.25 299.25 +1.00 0 350 +0
Total Volume and Open Interest 489 12,178 +128
Rough Rice(CBOT)
Jan10 100108 14.73 14.73 14.70 14.70 -0.01 40 180 -25
Mar10 100108 14.98 15.04 14.78 14.95 -0.06 242 12,992 +59
May10 100108 15.27 15.27 15.15 15.20 -0.07 0 495 +0
Jul10 100108 15.32 15.51 15.32 15.44 -0.07 0 550 +0
Total Volume and Open Interest 316 15,562 +50
Live Cattle(CME)
Feb10 100108 85.785 86.180 85.400 85.830 -0.100 18,311 111,303 -1,728
Apr10 100108 89.400 89.900 88.900 89.800 +0.350 11,639 82,262 +1,702
Jun10 100108 87.800 88.050 87.350 88.035 unch 8,707 47,776 +2,556
Aug10 100108 87.650 87.900 87.350 87.830 -0.020 1,402 10,450 +215
Oct10 100108 90.000 90.080 89.650 90.080 unch 634 9,804 +380
Dec10 100108 90.535 90.700 90.250 90.700 +0.150 36 2,191 +11
Total Volume and Open Interest 40,786 265,226 +3,189
Feeder Cattle(CME)
Jan10 100108 96.250 96.550 95.750 96.350 -0.100 429 4,759 -92
Mar10 100108 96.635 96.750 96.135 96.650 -0.180 1,277 14,294 -152
Apr10 100108 97.800 97.800 97.285 97.600 -0.300 313 4,276 +25
May10 100108 98.330 98.600 98.050 98.600 -0.185 94 3,942 +25
Aug10 100108 99.650 99.900 99.500 99.900 -0.200 77 1,700 +19
Sep10 100108 99.950 99.980 99.750 99.950 -0.050 1 27 +1
Oct10 100108 99.500 99.750 99.500 99.750 -0.100 0 36 +0
Total Volume and Open Interest 2,191 29,038 -174
Lean Hogs(CME)
Feb10 100108 67.430 67.900 66.900 67.250 +0.150 16,863 68,065 -239
Apr10 100108 71.285 71.535 70.580 71.430 +0.530 8,468 58,450 +2,292
May10 100108 75.800 76.000 75.600 75.950 +0.250 496 3,972 +368
Jun10 100108 79.150 79.600 78.750 79.475 +0.525 5,849 34,438 +2,417
Jul10 100108 77.350 77.800 77.250 77.750 +0.500 1,447 11,846 +787
Aug10 100108 76.000 76.900 75.950 76.725 +0.475 614 8,401 +212
Oct10 100108 67.930 68.500 67.700 68.500 +0.600 253 3,444 +79
Dec10 100108 67.000 67.400 66.550 67.400 unch 87 2,179 +9
Total Volume and Open Interest 34,091 191,017 +5,930
Pork Bellies(CME)
Feb10 100108 87.500 89.000 86.300 87.500 +0.100 54 227 -11
Mar10 100108 86.600 88.450 86.600 86.600 unch 0 101 +0
May10 100108 90.500 90.500 90.500 90.500 unch 0 119 +0
Jul10 100108 91.000 91.000 91.000 91.000 unch 0 23 +0
Aug10 100108 86.000 86.000 86.000 86.000 unch 0 15 +0
Total Volume and Open Interest 54 485 -11
Class III Milk(CME)
Jan10 100108 14.20 14.39 14.20 14.33 +0.15 98 3,950 +6
Feb10 100108 13.74 13.97 13.72 13.83 +0.20 295 4,585 +71
Mar10 100108 14.18 14.26 14.09 14.18 +0.09 221 3,342 +109
Apr10 100108 14.35 14.41 14.28 14.38 +0.04 341 2,460 +216
May10 100108 14.70 14.83 14.68 14.83 +0.08 259 2,007 +106
Total Volume and Open Interest 1,991 25,521 +1,014
Cocoa(ICE)
Mar10 100108 3281 3326 3281 3296 -13 6,253 70,206 -931
May10 100108 3307 3348 3307 3318 -16 2,822 27,533 +1,768
Jul10 100108 3342 3342 3316 3319 -12 238 9,065 -616
Sep10 100108 3315 3315 3315 3315 -11 125 6,293 +13
Dec10 100108 3301 3301 3301 3301 -9 20 5,126 +13
Mar11 100108 3289 3296 3289 3296 -10 12 8,039 +8
May11 100108 3301 3301 3301 3301 -12 0 4,263 +0
Total Volume and Open Interest 9,470 132,762 +255
Coffee "C"(ICE)
Mar10 100108 142.45 146.00 141.95 145.35 +3.45 7,037 76,260 -703
May10 100108 143.75 147.75 143.75 147.20 +3.45 1,624 28,374 +396
Jul10 100108 145.80 149.00 145.80 148.70 +3.45 791 6,356 +205
Sep10 100108 146.90 150.60 146.90 150.10 +3.50 204 6,906 +37
Dec10 100108 148.90 151.80 148.90 151.70 +3.45 14 6,976 +1
Mar11 100108 151.50 153.40 151.50 153.15 +3.45 7 2,306 +3
Total Volume and Open Interest 9,918 127,610 -9
Orange Juice(ICE)
Jan10 100108 143.50 146.70 143.50 146.70 +8.25 23 11 -39
Mar10 100108 145.50 151.15 145.25 151.15 +10.00 2,210 26,337 -114
May10 100108 149.25 154.60 149.25 154.40 +9.80 269 5,514 +197
Jul10 100108 152.00 157.45 152.00 157.05 +9.60 76 2,095 +51
Sep10 100108 155.50 158.20 155.20 157.55 +9.35 8 733 +4
Nov10 100108 157.55 157.55 157.55 157.55 +9.60 31 361 +145
Total Volume and Open Interest 2,646 35,295 +242
Sugar #11(ICE)
Mar10 100108 27.93 28.35 27.31 27.53 -0.47 50,819 327,823 -6,320
May10 100108 26.70 27.11 26.04 26.25 -0.45 36,601 152,667 -411
Jul10 100108 23.98 24.12 23.16 23.36 -0.65 27,619 140,309 +3,133
Oct10 100108 22.35 22.35 21.47 21.70 -0.68 10,922 101,008 -126
Mar11 100108 20.80 20.80 19.92 20.16 -0.65 3,490 51,854 +161
Total Volume and Open Interest 130,695 846,020 -3,276
London Cocoa(LCE)
Mar10 100108 2273 2285 2263 2270 -14 5,247 63,568 +697
May10 100108 2280 2292 2271 2276 -14 2,837 52,474 +398
Jul10 100108 2251 2268 2250 2253 -15 933 23,847 +21
Sep10 100108 2218 2230 2218 2219 -15 91 13,129 +14
Dec10 100108 2185 2195 2182 2184 -13 25 9,724 +0
Mar11 100108 2165 2175 2165 2167 +5 0 8,562 +0
May11 100108 2153 2153 2153 2153 +11 0 1,386 +0
Total Volume and Open Interest 9,133 172,690 +1,130
London Sugar(LCE)
Cotton(ICE)
Mar10 100108 72.95 73.40 72.43 72.44 -0.45 11,115 116,701 -3,167
May10 100108 74.32 74.45 73.60 73.61 -0.46 1,644 25,866 +152
Jul10 100108 74.82 74.95 74.21 74.27 -0.35 772 23,254 +91
Oct10 100108 73.97 73.97 73.97 73.97 -0.28 0 158 +0
Dec10 100108 74.69 74.80 74.05 74.14 -0.38 189 16,309 +635
Mar11 100108 75.52 75.52 75.52 75.52 -0.45 3 333 -3
Total Volume and Open Interest 13,733 183,474 -2,282
Lumber(CME)
Jan10 100108 208.2 210.5 206.7 209.0 +2.5 216 763 -128
Mar10 100108 233.3 235.5 231.5 233.5 +1.5 386 5,735 +58
May10 100108 253.0 256.0 252.1 255.0 +2.1 151 1,624 +27
Jul10 100108 262.2 264.9 262.2 264.9 +3.9 21 328 +17
Total Volume and Open Interest 786 8,598 -24
Crude Oil(NYM)
Feb10 100108 82.65 83.47 81.80 82.75 +0.09 246,632 262,309 -12,734
Mar10 100108 83.22 83.98 82.40 83.30 +0.11 112,493 196,110 +5,567
Apr10 100108 83.67 84.50 83.00 83.87 +0.12 42,910 79,734 +7,571
May10 100108 84.21 85.02 83.62 84.47 +0.18 18,842 49,369 +4,836
Jun10 100108 84.83 85.53 84.10 85.01 +0.26 22,941 106,451 +218
Jul10 100108 84.93 85.99 84.61 85.53 +0.33 3,191 36,502 +1,003
Aug10 100108 85.43 85.97 85.01 85.97 +0.37 1,041 16,276 -28
Sep10 100108 85.57 86.41 85.41 86.41 +0.39 1,449 28,789 +513
Oct10 100108 86.37 86.86 85.85 86.86 +0.40 1,757 18,297 +922
Nov10 100108 86.81 87.31 86.31 87.31 +0.41 1,792 21,771 +112
Dec10 100108 87.00 88.18 86.73 87.77 +0.41 17,760 169,395 +1,008
Jan11 100108 87.58 88.10 87.45 88.10 +0.42 588 19,656 -42
Feb11 100108 88.35 88.38 88.35 88.38 +0.45 252 9,734 -49
Mar11 100108 88.66 88.66 88.66 88.66 +0.46 141 6,561 +56
Apr11 100108 88.92 88.92 88.92 88.92 +0.46 20 9,261 +0
May11 100108 89.14 89.14 89.14 89.14 +0.46 4 3,713 +0
Total Volume and Open Interest 485,679 1,277,089 +12,383
e-miNY Crude Oil(NYM)
Jan10 091218 72.850 74.675 72.550 73.350 +0.700 8,590 3,806 -360
Feb10 100108 82.650 83.475 81.800 82.750 +0.100 8,382 4,996 -649
Mar10 100108 83.250 83.950 82.425 83.300 +0.100 395 1,643 +66
Apr10 100108 83.475 84.350 83.000 83.875 +0.125 25 242 -31
May10 100108 84.050 84.475 84.050 84.475 +0.175 3 82 -3
Jun10 100108 85.125 85.150 85.000 85.000 +0.250 0 11 +0
Jul10 100108 85.525 85.525 85.525 85.525 +0.325 0 8 +0
Aug10 100108 85.975 85.975 85.975 85.975 +0.375 0 2 +0
Sep10 100108 86.400 86.400 86.400 86.400 +0.375 1 1 +1
Oct10 100108 86.850 86.850 86.850 86.850 +0.400 0 2 +0
Total Volume and Open Interest 8,806 7,087 -616
Heating Oil(NYM)
Feb10 100108 218.64 220.81 215.87 220.03 +1.67 43,317 94,206 -3,354
Mar10 100108 219.51 221.45 216.90 220.69 +1.23 18,621 59,588 +3,339
Apr10 100108 219.25 221.50 217.19 220.83 +1.08 8,986 33,703 +1,798
May10 100108 220.16 221.73 218.55 221.14 +0.99 5,099 19,886 +875
Jun10 100108 220.13 222.44 218.20 221.61 +0.87 7,236 37,509 +924
Jul10 100108 220.90 223.50 220.90 222.97 +0.85 858 11,434 +149
Aug10 100108 223.04 225.31 222.35 224.69 +0.77 267 4,330 +6
Sep10 100108 225.45 226.89 225.00 226.89 +0.67 1,139 8,151 +312
Oct10 100108 227.79 229.29 227.50 229.29 +0.57 926 6,982 +246
Nov10 100108 229.90 231.64 229.90 231.64 +0.52 534 6,289 -90
Dec10 100108 232.64 234.12 232.40 233.99 +0.47 1,373 16,730 -104
Jan11 100108 236.14 236.29 236.14 236.29 +0.45 83 6,546 +16
Total Volume and Open Interest 89,524 325,326 +4,296
Gasoline(NYMEX)
Feb10 100108 213.70 217.20 211.62 215.53 +2.04 41,985 91,481 -171
Mar10 100108 214.73 218.14 213.06 216.53 +1.62 18,857 49,860 +2,174
Apr10 100108 225.07 227.95 223.74 226.53 +1.12 10,993 35,664 +1,401
May10 100108 225.70 228.09 224.58 227.38 +1.06 2,720 16,204 +504
Jun10 100108 226.37 229.19 225.86 227.94 +1.01 3,798 18,194 +346
Jul10 100108 227.75 228.05 227.75 227.90 +0.92 1,867 8,282 +718
Aug10 100108 227.52 227.52 227.52 227.52 +0.85 484 5,955 +8
Sep10 100108 225.50 226.91 225.50 226.72 +0.77 472 6,583 +32
Oct10 100108 216.87 216.87 216.87 216.87 +0.72 55 2,970 +3
Nov10 100108 216.02 216.02 216.02 216.02 +0.69 107 9,332 +42
Total Volume and Open Interest 81,527 256,842 +5,057
e-miNY RBOB Gasoline(NYM)
Feb10 100108 215.50 216.80 215.50 215.50 +2.00 8 13 +8
Mar10 100108 216.50 216.53 216.50 216.50 +1.60      
Apr10 100108 226.50 226.53 226.50 226.50 +1.10      
May10 100108 227.40 227.40 227.38 227.40 +1.10      
Total Volume and Open Interest 8 13 +8
Natural Gas(NYM)
Feb10 100108 5.827 5.853 5.621 5.749 -0.057 135,113 119,093 -3,365
Mar10 100108 5.763 5.810 5.586 5.712 -0.044 50,039 139,262 -119
Apr10 100108 5.703 5.741 5.546 5.664 -0.040 32,131 78,787 -470
May10 100108 5.763 5.785 5.588 5.707 -0.036 13,018 46,971 +3,029
Jun10 100108 5.816 5.816 5.651 5.773 -0.036 5,971 24,752 +460
Jul10 100108 5.760 5.848 5.734 5.848 -0.035 4,426 21,408 +386
Aug10 100108 5.940 5.980 5.800 5.913 -0.035 2,629 32,324 +314
Sep10 100108 5.829 5.946 5.829 5.943 -0.034 1,309 21,755 +63
Oct10 100108 6.030 6.043 5.932 6.043 -0.037 9,296 45,365 -506
Nov10 100108 6.360 6.360 6.272 6.343 -0.032 1,007 11,586 +75
Dec10 100108 6.723 6.723 6.590 6.673 -0.017 2,374 22,756 +178
Jan11 100108 6.880 6.893 6.796 6.893 -0.012 5,910 23,936 +880
Feb11 100108 6.860 6.860 6.774 6.858 -0.012 847 8,219 +513
Mar11 100108 6.650 6.670 6.609 6.670 -0.010 1,732 21,829 +757
Apr11 100108 6.043 6.080 6.019 6.080 +0.010 1,164 17,155 +542
May11 100108 5.990 6.045 5.960 6.045 +0.010 205 9,610 -111
Total Volume and Open Interest 267,835 739,163 +2,636
Brent Crude Oil(ICE)
Feb10 100108 81.51 82.05 80.59 81.37 -0.14 127,310 144,865 -18,714
Mar10 100108 82.00 82.55 81.05 81.94 -0.03 117,052 189,084 +8,425
Apr10 100108 82.27 83.17 81.69 82.61 unch 46,212 78,681 +7,345
May10 100108 82.90 83.83 82.33 83.28 +0.05 18,457 38,922 +2,802
Jun10 100108 83.46 84.40 82.92 83.89 +0.10 22,796 62,475 +1,201
Jul10 100108 83.96 84.88 83.65 84.43 +0.12 4,230 17,650 -273
Aug10 100108 84.48 85.38 84.18 84.95 +0.13 2,070 15,501 +406
Sep10 100108 84.94 85.85 84.68 85.43 +0.14 1,954 9,278 +298
Oct10 100108 85.51 86.25 85.20 85.92 +0.15 1,528 12,991 +303
Nov10 100108 86.50 86.50 86.42 86.42 +0.15 941 11,333 +884
Dec10 100108 86.38 87.38 85.96 86.96 +0.17 9,730 75,218 -608
Jan11 100108 87.41 87.41 87.41 87.41 +0.17 927 9,032 +238
Feb11 100108 87.83 87.83 87.83 87.83 +0.18 184 4,842 +0
Mar11 100108 88.21 88.21 88.21 88.21 +0.18 297 4,627 +136
Total Volume and Open Interest 356,382 776,685 +4,640
Gas Oil(ICE)
Jan10 100108 656.00 664.00 651.50 656.25 -4.00 37,517 58,990 -13,115
Feb10 100108 665.00 671.50 658.75 663.50 -4.25 71,364 135,984 +5,264
Mar10 100108 670.50 677.25 665.00 669.75 -4.25 36,210 62,434 +3,573
Apr10 100108 676.25 682.75 670.50 675.25 -4.50 12,143 39,352 +1,084
May10 100108 681.75 686.75 678.75 681.00 -4.50 7,171 27,744 +916
Jun10 100108 687.50 692.00 683.00 687.00 -4.50 7,698 41,994 -1,344
Jul10 100108 693.75 700.25 690.50 693.00 -4.75 2,769 19,834 +897
Aug10 100108 699.75 702.00 696.25 699.25 -4.75 2,180 19,228 +331
Sep10 100108 702.25 707.50 702.25 705.25 -4.75 2,193 19,269 +117
Oct10 100108 711.50 713.75 707.75 710.75 -4.75 1,064 11,678 +399
Total Volume and Open Interest 186,721 562,364 -743
Ethanol(CBOT)
Jan10 100106 1.949 1.958 1.941 1.957 +0.010 21 369 -4
Feb10 100108 1.920 1.925 1.903 1.918 -0.001 62 949 -37
Mar10 100108 1.902 1.928 1.902 1.919 unch 35 930 +13
Apr10 100108 1.914 1.938 1.914 1.930 +0.010 39 1,108 +12
May10 100108 1.913 1.935 1.913 1.927 +0.017 53 412 +2
Jun10 100108 1.909 1.938 1.909 1.919 +0.015 3 380 +0
Jul10 100108 1.880 1.935 1.880 1.919 +0.020 3 547 +1
Aug10 100108 1.870 1.904 1.870 1.886 +0.018 11 470 +1
Total Volume and Open Interest 266 6,727 +9
US Dollar Index(ICE)
Mar10 100108 78.200 78.435 77.545 77.655 -0.450 15,311 54,180 -725
Jun10 100108 78.510 78.615 77.980 78.015 -0.445 5 4,941 -1
Sep10 100108 78.015 78.015 78.015 78.015 -0.445 0 1 +0
Total Volume and Open Interest 15,316 59,122 -726
Australian Dollar(CME)
Mar10 100108 91.08 91.92 90.62 91.79 +0.56 63,663 114,708 +4,484
Jun10 100108 89.87 90.95 89.70 90.83 +0.55 1,261 3,003 +1,100
Sep10 100108 89.83 89.83 89.30 89.83 +0.53 0 18 +0
Total Volume and Open Interest 64,924 117,729 +5,584
British Pound(CME)
Mar10 100108 159.24 161.05 159.08 160.27 +0.92 90,873 89,496 -3,968
Jun10 100108 159.30 160.94 159.16 160.18 +0.92 195 716 +68
Sep10 100108 160.11 160.54 159.19 160.11 +0.92 8 79 +8
Total Volume and Open Interest 91,076 90,294 -3,892
Canadian Dollar(CME)
Mar10 100108 96.65 97.25 96.28 96.91 +0.20 63,540 111,817 +2,439
Jun10 100108 96.80 97.11 96.29 96.90 +0.20 439 1,448 +6
Sep10 100108 96.65 97.05 96.45 96.87 +0.20 21 625 -14
Dec10 100108 96.49 96.95 96.40 96.79 +0.20 1 494 +1
Total Volume and Open Interest 64,001 114,441 +2,432
Japanese Yen(CME)
Mar10 100108 106.90 108.43 106.79 108.01 +0.61 111,567 113,625 +1,728
Jun10 100108 106.93 108.43 106.90 108.08 +0.62 109 344 +4
Sep10 100108 108.21 108.32 107.55 108.21 +0.62 1 196 +1
Total Volume and Open Interest 111,677 114,189 +1,733
Swiss Franc(CME)
Mar10 100108 96.68 97.94 96.32 97.71 +0.85 45,782 35,480 -1,767
Jun10 100108 97.20 98.00 96.87 97.77 +0.84 29 123 +0
Sep10 100108 96.92 97.86 96.92 97.86 +0.83 1 4 +0
Total Volume and Open Interest 45,812 35,609 -1,767
EuroFX(CME)
Mar10 100108 143.06 144.38 142.61 144.15 +0.90 243,923 159,699 +5,146
Jun10 100108 142.97 144.34 142.59 144.10 +0.90 188 1,307 +20
Sep10 100108 144.01 144.01 142.77 144.01 +0.89 29 660 +4
Total Volume and Open Interest 244,143 161,681 +5,170
Mexican Peso(CME)
Jan10 100108 788.0 788.0 785.0 788.0 +3.0      
Feb10 100108 785.0 785.0 782.0 785.0 +3.0 0 3 +0
Total Volume and Open Interest 13,297 100,508 +1,914
30-Year T-Bonds(CBOT)
Mar10 100108 115~060 115~250 114~240 115~150 +0~060 244,454 651,459 -8,434
Jun10 100108 113~140 114~090 113~130 114~000 +0~050 133 337 +121
Sep10 100108 112~170 112~170 112~130 112~170 +0~040 0 1 +0
Total Volume and Open Interest 244,587 651,797 -8,313
10-Year T-Notes(CBOT)
Mar10 100108 115~255 116~100 115~190 116~010 +0~060 689,962 1,215,023 -1,205
Jun10 100108 114~160 114~240 114~090 114~150 +0~030 85 374 +58
Sep10 100108 112~290 112~290 112~290 112~290 unch      
Total Volume and Open Interest 690,047 1,215,397 -1,147
5-Year T-Notes(CBOT)
Mar10 100108 114~094 115~025 114~071 115~001 +0~027 357,551 783,076 +6,602
Jun10 100108 113~091 113~121 113~064 113~091 +0~027 0 1 +0
Sep10 100108 112~053 112~053 112~026 112~053 +0~027      
Total Volume and Open Interest 357,551 783,077 +6,602
2 Year T-Notes(CBOT)
Mar10 100108 108~048 108~071 108~035 108~067 +0~017 201,554 831,955 -197
Jun10 100108 107~110 107~117 107~100 107~117 +0~017 150 8,332 +0
Sep10 100108 107~039 107~039 107~022 107~039 +0~017      
Total Volume and Open Interest 201,704 840,287 -197
Eurodollars(CME)
Mar10 100108 99.695 99.710 99.680 99.705 +0.010 164,205 1,201,588 +13,704
Jun10 100108 99.470 99.525 99.430 99.515 +0.045 229,248 873,905 +7,479
Sep10 100108 99.100 99.200 99.045 99.185 +0.080 282,057 721,045 +19,987
Dec10 100108 98.675 98.795 98.610 98.780 +0.090 247,878 745,934 +9,331
Mar11 100108 98.265 98.390 98.195 98.375 +0.095 249,472 518,202 +5,233
Jun11 100108 97.865 97.995 97.795 97.970 +0.085 178,986 547,527 +3,449
Sep11 100108 97.505 97.625 97.435 97.600 +0.075 149,565 473,583 +5,716
Dec11 100108 97.165 97.280 97.095 97.250 +0.065 140,843 305,542 +458
Mar12 100108 96.865 96.970 96.800 96.945 +0.060 75,725 232,813 +4,871
Jun12 100108 96.575 96.675 96.510 96.645 +0.050 57,022 198,535 +43
Sep12 100108 96.315 96.410 96.260 96.380 +0.045 46,756 115,765 +2,792
Dec12 100108 96.070 96.155 96.015 96.125 +0.035 42,740 96,749 +3,475
Mar13 100108 95.855 95.965 95.835 95.935 +0.030 16,918 67,995 +1,897
Jun13 100108 95.680 95.795 95.660 95.755 +0.025 14,953 59,877 +629
Sep13 100108 95.520 95.630 95.505 95.585 +0.020 11,405 53,203 -1,281
Dec13 100108 95.360 95.465 95.340 95.415 +0.015 9,360 35,844 -827
Mar14 100108 95.240 95.345 95.220 95.285 +0.010 4,719 31,848 -529
Jun14 100108 95.130 95.225 95.105 95.160 +0.005 3,574 28,402 -605
Total Volume and Open Interest 1,949,323 6,562,692 +77,252
30 Day Federal Funds(CBOT)
Jan10 100108 99.880 99.887 99.875 99.885 +0.007 3,087 68,690 -1,242
Feb10 100108 99.865 99.870 99.860 99.865 +0.005 5,351 96,490 -757
Mar10 100108 99.840 99.850 99.835 99.840 unch 4,887 58,142 +43
Apr10 100108 99.820 99.830 99.815 99.825 +0.005 4,983 64,245 +1,131
May10 100108 99.780 99.795 99.770 99.790 +0.005 10,191 57,680 +2,132
Jun10 100108 99.735 99.770 99.730 99.765 +0.015 9,261 37,326 +3,064
Total Volume and Open Interest 79,822 510,407 +13,596
30 Day Fed Funds(e-CBOT)
Jan10 090519 99.600 99.615 99.595 99.615 unch 2,329 25,494  
Feb10 090519 99.505 99.520 99.500 99.515 unch 3,201 23,868  
Mar10 090519 99.440 99.455 99.435 99.450 unch 400 6,491  
Apr10 090519 99.370 99.380 99.360 99.380 unch 756 6,053  
May10 090519 99.255 99.260 99.240 99.250 unch 230 7,105  
Jun10 090519 99.210 99.210 99.200 99.200 unch 98 1,033  
Total Volume and Open Interest 22,142 354,023  
3-Mth Euro-Yen(CME)
Mar10 100108 99.590 99.590 99.590 99.590 -0.015 0 692 +0
Jun10 100108 99.630 99.630 99.630 99.630 -0.015 0 80 +0
Sep10 100108 99.650 99.650 99.650 99.650 -0.015 0 230 +0
Dec10 100108 99.640 99.640 99.630 99.640 -0.015 0 242 +0
Mar11 100108 99.555 99.555 99.555 99.555 -0.015      
Jun11 100108 99.530 99.530 99.530 99.530 -0.015      
Sep11 100108 99.530 99.530 99.530 99.530 -0.015      
Dec11 100108 99.335 99.335 99.335 99.335 -0.015      
Mar12 100108 99.300 99.300 99.300 99.300 unch      
Jun12 100108 99.350 99.350 99.350 99.350 unch      
Total Volume and Open Interest 0 1,244 +0
3-Mth Euro-Yen(SGX)
Mar10 100108 99.58 99.60 99.58 99.59 unch 632 4,558 +217
Jun10 100108 99.63 99.63 99.63 99.63 unch 0 1,709 +0
Sep10 100108 99.65 99.65 99.65 99.65 unch 0 1,666 +0
Dec10 100108 99.64 99.64 99.64 99.64 unch 0 1,281 +0
Mar11 100108 99.56 99.56 99.56 99.56 unch 0 662 +0
Jun11 100108 99.53 99.53 99.53 99.53 unch 0 52 +0
Sep11 100108 99.53 99.53 99.53 99.53 unch 0 51 +0
Dec11 100108 99.33 99.33 99.33 99.33 unch 0 101 +0
Total Volume and Open Interest 632 11,451 +217
Japanese Gov't Bonds(SGX)
Mar10 100108 138.76 138.77 138.55 138.68 -0.05 1,679 16,552 +391
Jun10 100108 138.68 138.68 138.68 138.68 -0.05      
Sep10 100108 138.68 138.68 138.68 138.68 -0.05      
Total Volume and Open Interest 1,679 16,552 +391
Euro-Bund(EUREX)
Mar10 100108 121.28 121.84 121.19 121.40 -0.04 729,657 798,865 -29,573
Jun10 100108 120.10 120.40 119.78 119.98 -0.06 2 66 +1
Sep10 100108 119.60 119.60 119.60 119.60 -0.04      
Total Volume and Open Interest 729,659 798,931 -29,572
Euro-Bobl(EUREX)
Mar10 100108 115.81 116.17 115.76 115.95 +0.03 393,940 670,200 +6,348
Jun10 100108 114.49 114.49 114.49 114.49 +0.07 300 2 +0
Sep10 100108 114.25 114.25 114.25 114.25 +0.03      
Total Volume and Open Interest 394,240 670,202 +6,348
3-Mth Euribor(EUREX)
Mar10 100108 99.290 99.295 99.280 99.295 +0.005 856 15,091 +2
Jun10 100108 98.970 98.995 98.965 98.995 +0.015 420 6,971 -406
Sep10 100108 98.615 98.660 98.615 98.655 +0.025 183 2,429 -144
Total Volume and Open Interest 1,816 27,959 -660
Long Gilt(LIFFE)
Mar10 100108 114~00 114~12 113~23 114~00 -0~03 61,177 232,171 -4,095
Jun10 100108 113~30 113~30 113~30 113~30 -0~03      
Total Volume and Open Interest 61,177 232,171 -4,095
3-Mth Short Sterling(LIFFE)
Mar10 100108 99.35 99.38 99.33 99.36 unch 46,564 348,975 +498
Jun10 100108 99.08 99.16 99.07 99.14 +0.03 84,523 388,056 -11,007
Sep10 100108 98.67 98.77 98.65 98.75 +0.06 79,441 316,452 +2,437
Dec10 100108 98.17 98.28 98.14 98.25 +0.06 62,585 296,229 +5,835
Mar11 100108 97.71 97.82 97.68 97.78 +0.05 70,245 283,195 +11,250
Jun11 100108 97.27 97.38 97.24 97.34 +0.05 53,139 154,457 +1,743
Total Volume and Open Interest 529,733 2,159,336 +3,471
3-Mth Euribor(LIFFE)
Mar10 100108 99.285 99.300 99.275 99.295 +0.005 116,597 789,909 +559
Jun10 100108 98.965 99.005 98.955 98.995 +0.015 133,911 727,993 -2,387
Sep10 100108 98.620 98.675 98.595 98.655 +0.025 143,010 597,377 +11,723
Total Volume and Open Interest 911,183 3,618,308 +34,660
3-Mth Aus T-Bills(SFE)
Mar10 100108 95.54 95.54 95.49 95.51 -0.03 11,791 288,502 +4,530
Jun10 100108 95.14 95.15 95.10 95.12 -0.02 15,064 183,595 +5,965
Sep10 100108 94.84 94.86 94.80 94.84 unch 4,769 94,715 +811
Dec10 100108 94.63 94.65 94.60 94.63 +0.01 4,379 76,441 +2,080
Mar11 100108 94.44 94.46 94.42 94.42 -0.02 2,137 27,535 +469
Jun11 100108 94.28 94.29 94.25 94.26 -0.02 951 23,263 -209
Sep11 100108 94.14 94.15 94.10 94.13 unch 496 16,363 -142
Dec11 100108 94.00 94.03 93.99 94.03 +0.01 40 8,025 +0
Mar12 100108 93.95 93.95 93.95 93.95 +0.01 0 3,069 +0
Jun12 100108 93.90 93.90 93.90 93.90 +0.01 0 1,186 +0
Total Volume and Open Interest 39,627 723,612 +13,504
10-Year Aus T-Bonds(SFE)
Mar10 100108 94.25 94.26 94.21 94.22 -0.03 23,093 344,105 +5,841
Jun10 100108 94.22 94.22 94.22 94.22 -0.03      
Total Volume and Open Interest 23,093 344,105 +5,841
3-Year Aus T-Bonds(SFE)
Mar10 100108 94.83 94.86 94.80 94.83 -0.01 42,533 436,154 +9,134
Jun10 100108 94.83 94.83 94.83 94.83 -0.01      
Total Volume and Open Interest 42,533 436,154 +9,134
Gold(CMX)
Feb10 100108 1131.5 1140.0 1119.5 1138.9 +5.2 121,150 316,766 +2,864
Apr10 100108 1131.8 1141.3 1121.2 1140.3 +5.2 4,645 67,041 +2,761
Jun10 100108 1131.5 1142.0 1123.7 1141.4 +5.3 1,347 38,946 -16
Aug10 100108 1129.5 1142.5 1125.0 1142.5 +5.3 306 17,185 -7
Oct10 100108 1143.9 1143.9 1143.9 1143.9 +5.2 630 5,004 -366
Dec10 100108 1137.2 1146.0 1127.5 1145.6 +5.0 509 24,078 +162
Feb11 100108 1136.5 1148.0 1136.5 1148.0 +4.9 32 6,248 +16
Apr11 100108 1134.0 1150.7 1134.0 1150.7 +4.8 39 3,733 +7
Jun11 100108 486.9 498.6 486.7 498.6 +4.7 46 7,411 -8
Aug11 100108 1144.4 1157.8 1144.3 1157.8 +4.6 18 1,369 +18
Oct11 100108 1149.3 1162.1 1149.2 1162.1 +4.5 25 1,142 +18
Dec11 100108 1156.8 1166.6 1152.1 1166.6 +4.3 99 10,669 +64
Total Volume and Open Interest 129,076 519,570 +5,540
Silver(CMX)
Mar10 100108 1827.5 1852.5 1805.5 1847.0 +12.5 27,484 80,019 +1,476
May10 100108 1813.0 1853.0 1809.0 1849.3 +12.5 756 13,018 -204
Jul10 100108 1817.0 1852.0 1813.5 1851.3 +12.5 736 8,720 +177
Sep10 100108 1851.0 1853.3 1851.0 1853.3 +12.4 9 2,700 +9
Dec10 100108 1828.5 1861.0 1816.0 1856.3 +12.4 395 10,549 +241
Mar11 100108 1859.5 1859.5 1859.5 1859.5 +12.1 87 743 +77
May11 100108 1862.0 1862.0 1862.0 1862.0 +12.1 29 155 +28
Total Volume and Open Interest 29,870 127,096 +1,913
Platinum(NYMEX)
Jan10 100108 1557.5 1564.6 1557.5 1564.6 +11.6 4 118 -89
Apr10 100108 1562.4 1584.0 1538.0 1570.6 +11.2 2,395 32,662 +57
Jul10 100108 1543.5 1577.0 1543.5 1572.5 +10.4 52 950 +49
Oct10 100108 1575.6 1575.6 1575.6 1575.6 +10.4 0 14 +0
Total Volume and Open Interest 2,454 33,749 +18
Palladium(NYMEX)
Mar10 100108 427.60 432.50 424.00 425.15 +0.60 1,617 22,685 -68
Jun10 100108 425.90 431.50 425.45 425.45 +0.20 101 539 +74
Sep10 100108 432.50 432.50 425.45 425.45 +0.20 1 1 +1
Total Volume and Open Interest 1,719 23,230 +7
Copper(CMX)
Mar10 100108 343.40 344.80 339.15 340.05 -2.65 24,011 117,965 +1,346
May10 100108 345.25 346.05 340.80 341.45 -2.65 1,843 22,347 +168
Jul10 100108 343.15 344.20 342.15 342.20 -2.75 877 8,659 +565
Sep10 100108 343.00 344.05 342.20 342.60 -2.75 82 4,353 -26
Dec10 100108 345.15 345.15 342.10 342.55 -3.05 94 3,555 +0
Total Volume and Open Interest 27,648 161,915 +1,956
DJIA Index(CBOT)
Mar10 100108 10550 10570 10505 10566 +21 436 11,252 +66
Jun10 100108 10505 10505 10484 10505 +21 0 11 +0
Sep10 100108 10450 10450 10429 10450 +21      
Dec10 100108 10401 10401 10380 10401 +21      
Total Volume and Open Interest 436 11,263 +66
S & P 500(CME)
Mar10 100108 1137.40 1143.00 1131.00 1141.60 +4.10 17,247 318,720 -735
Jun10 100108 1136.70 1136.70 1128.60 1136.70 +4.10 747 2,512 +184
Sep10 100108 1132.20 1132.20 1124.10 1132.20 +4.10 0 447 +0
Dec10 100108 1129.20 1129.20 1121.10 1129.20 +4.10 0 10 +0
Total Volume and Open Interest 17,994 321,690 -551
S & P 500 E-Mini(Globex)
Mar10 100108 1137.25 1141.75 1131.00 1141.50 +4.00 1,567,025 2,406,352 +9,859
Jun10 100108 1132.00 1137.00 1126.50 1136.75 +4.25 1,142 4,154 +441
Total Volume and Open Interest 1,568,167 2,411,654 +10,300
NASDAQ 100(CME)
Mar10 100108 1877.30 1893.00 1865.30 1890.00 +12.50 1,350 13,589 +880
Jun10 100108 1887.30 1889.00 1887.30 1887.30 +12.30 25 45 +35
Sep10 100108 1886.30 1888.00 1886.30 1886.30 +12.30      
Total Volume and Open Interest 1,375 13,634 +915
NASDAQ 100 E-Mini(Globex)
Mar10 100108 1877.50 1892.50 1865.00 1890.00 +12.50 241,321 317,226 +6,694
Jun10 100108 1876.00 1889.30 1864.50 1887.30 +12.30 48 672 +7
Total Volume and Open Interest 241,369 317,900 +6,701
S & P Midcap 400(CME)
Mar10 100108 743.50 751.00 743.50 750.60 +4.30 8 1,477 -1
Jun10 100108 748.60 748.60 747.30 748.60 +4.30      
Sep10 100108 746.60 746.60 745.30 746.60 +4.30      
Total Volume and Open Interest 8 1,477 -1
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Mar10 100108 10865 10910 10795 10885 +80 5,451 36,421 -412
Jun10 100108 10885 10890 10885 10885 +80      
Total Volume and Open Interest 5,451 36,421 -412
Nikkei 225(SGX)
Mar10 100108 10695 10830 10655 10820 +130 99,359 181,651 +10,237
Jun10 100108 10635 10765 10615 10765 +125 0 1,340 +20
Sep10 100108 10770 10770 10770 10770 +130 0 55 +0
Total Volume and Open Interest 103,791 183,900 -6,692
CAC 40(EURONEXT)
Jan10 100108 4046.5 4054.5 4013.0 4046.0 +21.5 77,765 348,260 -14,557
Feb10 100108 4041.0 4054.5 4017.5 4046.5 +21.5 141 471 +94
Mar10 100108 4049.5 4052.5 4016.0 4048.0 +21.0 2,017 52,680 +1,494
Total Volume and Open Interest 79,923 403,261 -12,969
Hang Seng Index(HKFE)
Jan10 100108 22340 22477 22242 22310 +26 66,836 78,427 +1,089
Feb10 100108 22303 22463 22237 22290 +10 495 1,001 +179
Mar10 100108 22253 22407 22222 22235 +8 412 4,702 +900
Total Volume and Open Interest 67,867 84,808 +2,168
DAX(EUREX)
Mar10 100108 6060.0 6063.0 5975.5 6045.5 +16.0 127,304 141,378 +291
Jun10 100108 6053.0 6066.5 5985.5 6054.5 +16.0 634 7,965 -61
Sep10 100108 6075.0 6075.0 6028.0 6064.5 +15.0 12 87 +2
Total Volume and Open Interest 127,950 149,430 +232
FT-SE 100(EURONEXT)
Mar10 100108 5492.00 5507.00 5450.00 5490.00 +1.00 62,997 638,996 +4,143
Jun10 100108 5436.50 5443.00 5416.50 5440.00 +0.50 48 2,068 +13
Sep10 100108 5405.50 5405.50 5405.50 5405.50 unch 0 374 +0
Total Volume and Open Interest 63,045 641,863 +4,156
SPI 200(SFE)
Mar10 100108 4886.0 4929.0 4875.0 4895.0 +11.0 16,492 199,497 +3,002
Jun10 100108 4939.0 4939.0 4917.0 4917.0 +12.0 27 1,546 +11
Sep10 100108 4917.0 4917.0 4917.0 4917.0 +12.0 0 1,822 +0
Total Volume and Open Interest 16,564 203,457 +3,058
GSCI(CME)
Jan10 100108 540.25 544.00 539.50 542.45 -1.30 1,056 19,468 +80
Feb10 100108 547.00 547.10 542.50 546.00 -1.05 155 355 +105
Mar10 100108 549.50 551.10 547.50 549.50 -1.50      
Total Volume and Open Interest 1,211 19,823 +185
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.

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