MRCI Logo
MRCI's End of Day Prices
Daily Futures Price Listing Wed January 20, 2010
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Mar10 100120 963.75 971.00 940.75 950.00 -13.50 77,967 227,489 +1,423
May10 100120 970.25 977.50 947.75 956.75 -13.50 22,699 67,641 +2,061
Jul10 100120 976.25 982.75 953.00 961.00 -14.25 22,227 63,519 +2,508
Aug10 100120 966.75 968.75 948.25 955.50 -13.25 151 2,023 -40
Sep10 100120 953.50 953.50 934.50 941.50 -9.50 256 1,760 +69
Nov10 100120 938.00 945.50 922.00 928.50 -10.75 12,236 80,856 +299
Jan11 100120 949.00 954.00 934.00 938.25 -10.75 350 4,784 +158
Total Volume and Open Interest 136,603 454,688 +6,812
Soybean Meal(CBOT)
Mar10 100120 290.40 292.00 285.50 286.20 -4.70 30,096 74,953 -933
May10 100120 283.00 283.60 277.30 277.80 -5.20 7,878 34,374 +297
Jul10 100120 281.20 282.00 275.60 276.20 -5.00 8,725 24,511 +625
Aug10 100120 279.40 279.40 274.30 274.60 -4.80 807 6,644 +216
Sep10 100120 276.40 276.40 271.50 271.70 -4.70 943 7,371 +286
Oct10 100120 268.10 268.90 265.60 265.60 -4.40 461 4,071 +67
Dec10 100120 266.90 268.00 263.70 263.70 -4.20 2,361 15,693 +124
Jan11 100120 266.10 268.90 265.10 265.10 -3.80 32 853 +14
Total Volume and Open Interest 51,406 170,137 +749
Soybean Oil(CBOT)
Mar10 100120 37.22 37.55 36.32 36.57 -0.58 33,150 123,708 -1,350
May10 100120 37.70 37.87 36.72 37.01 -0.56 8,772 36,574 +431
Jul10 100120 38.22 38.37 37.18 37.41 -0.57 6,863 28,346 +527
Aug10 100120 37.99 37.99 37.38 37.56 -0.58 108 2,579 +16
Sep10 100120 38.46 38.46 37.53 37.69 -0.59 194 4,012 +33
Oct10 100120 38.46 38.46 37.55 37.79 -0.58 350 1,814 -17
Dec10 100120 38.78 38.91 37.86 38.10 -0.58 1,768 18,252 +202
Jan11 100120 38.40 38.98 38.40 38.40 -0.58 2 39 +0
Total Volume and Open Interest 51,207 215,426 -158
Canola(WCE)
Jan10 100114 387.0 387.0 387.0 387.0 -6.2      
Mar10 100120 377.3 380.9 375.4 379.2 +0.4 8,512 84,343 -326
May10 100120 388.2 388.2 383.1 385.9 -0.1 1,495 13,432 +676
Jul10 100120 392.0 392.0 389.3 391.2 -0.5 1,974 9,751 +856
Nov10 100120 395.9 400.0 395.9 398.7 -0.6 1,558 8,531 +393
Total Volume and Open Interest 13,539 116,536 +1,599
Corn(CBOT)
Mar10 100120 369.25 370.50 362.25 368.00 -1.25 125,418 492,821 -8,632
May10 100120 380.00 381.50 373.25 378.75 -1.50 24,619 157,959 +2,427
Jul10 100120 389.50 391.00 383.00 388.25 -1.25 19,469 139,616 +416
Sep10 100120 397.00 397.00 390.50 395.75 -1.25 4,610 45,724 +849
Dec10 100120 403.75 405.50 397.00 402.75 -1.25 17,205 237,245 +211
Mar11 100120 413.75 414.25 407.50 412.75 -1.50 818 18,440 +327
Total Volume and Open Interest 192,872 1,122,443 -4,176
Wheat(CBOT)
Mar10 100120 501.00 501.50 485.25 497.50 -3.00 49,469 187,718 -3,094
May10 100120 514.25 514.25 499.00 511.25 -3.00 11,206 52,202 +2,088
Jul10 100120 525.75 526.25 511.50 523.75 -2.75 8,716 68,637 -179
Sep10 100120 534.25 540.00 527.75 539.00 -3.00 1,851 19,545 +702
Dec10 100120 566.50 566.75 553.25 564.50 -1.75 4,368 55,767 +781
Total Volume and Open Interest 76,650 393,291 +1,016
Wheat(KCBT)
Mar10 100120 505.00 505.75 492.00 504.50 -0.50 10,171 54,590 -1,717
May10 100120 516.50 516.50 505.00 516.50 unch 1,374 17,289 +140
Jul10 100120 528.75 528.75 516.00 528.25 unch 1,513 30,723 -231
Sep10 100120 535.00 539.25 527.50 539.25 -0.25 92 4,195 +25
Dec10 100120 554.75 557.50 545.75 557.25 -0.50 1,806 39,949 +483
Total Volume and Open Interest 14,976 148,007 -1,285
Wheat(MGE)
Mar10 100120 512.75 514.25 501.00 510.75 -2.75 3,094 16,935 -364
May10 100120 524.75 525.75 513.00 521.75 -3.00 376 7,208 -158
Jul10 100120 534.25 535.50 525.00 532.25 -5.25 435 10,565 -126
Sep10 100120 545.00 547.25 537.25 547.25 -1.75 310 4,751 -30
Dec10 100120 565.00 566.00 554.50 564.25 -2.25 670 6,478 -51
Total Volume and Open Interest 4,902 46,800 -739
Oats(CBOT)
Mar10 100120 225.50 226.75 218.00 220.00 -6.00 2,333 8,494 -181
May10 100120 235.50 235.50 227.00 228.50 -6.00 59 1,616 +37
Jul10 100120 247.25 247.25 235.50 236.50 -6.00 151 868 +1
Sep10 100120 242.50 243.00 242.50 243.00 -8.00 52 369 +23
Total Volume and Open Interest 2,876 12,288 +93
Rough Rice(CBOT)
Jan10 100114 13.75 13.78 13.69 13.71 +0.02 3 10 -63
Mar10 100120 13.96 13.99 13.45 13.49 -0.43 745 12,926 -131
May10 100120 13.94 14.00 13.77 13.77 -0.43 57 712 +20
Jul10 100120 14.12 14.26 14.03 14.03 -0.43 12 626 +0
Total Volume and Open Interest 832 15,979 -103
Live Cattle(CME)
Feb10 100120 87.750 87.930 86.950 87.450 -0.450 14,594 60,848 -4,813
Apr10 100120 91.000 91.350 90.500 91.135 -0.045 12,690 124,448 +1,574
Jun10 100120 88.230 88.500 87.730 88.430 +0.145 8,945 61,686 -1,224
Aug10 100120 87.900 87.950 87.330 87.930 unch 2,450 14,981 +794
Oct10 100120 90.250 90.400 89.700 90.385 unch 1,593 12,110 +504
Dec10 100120 90.430 90.800 90.180 90.800 -0.050 503 2,806 +291
Total Volume and Open Interest 40,997 278,567 -2,777
Feeder Cattle(CME)
Jan10 100120 98.285 98.385 97.750 97.930 -0.320 355 2,956 -137
Mar10 100120 99.500 99.950 99.150 99.885 +0.205 1,803 16,728 +528
Apr10 100120 100.200 100.850 99.850 100.800 +0.470 533 4,524 +85
May10 100120 100.550 101.100 100.150 101.080 +0.480 600 5,077 +278
Aug10 100120 101.600 102.050 101.300 102.035 +0.185 168 2,222 +111
Sep10 100120 101.000 101.500 100.700 101.500 -0.200 13 60 +7
Oct10 100120 100.800 100.830 100.550 100.800 -0.100 12 66 +8
Total Volume and Open Interest 3,484 31,648 +880
Lean Hogs(CME)
Feb10 100120 70.580 71.050 69.035 70.450 -0.300 14,230 33,084 -2,449
Apr10 100120 73.900 73.900 72.300 73.385 -0.650 12,058 85,099 +416
May10 100120 76.850 77.800 75.750 77.180 -0.420 334 4,607 +97
Jun10 100120 80.850 81.180 79.385 80.350 -1.100 4,993 43,057 +1,310
Jul10 100120 79.100 79.135 77.750 78.650 -0.885 1,374 14,626 +197
Aug10 100120 78.200 78.225 77.000 78.080 -0.600 987 10,701 +514
Oct10 100120 69.750 69.750 68.550 68.950 -1.100 482 5,245 +252
Dec10 100120 67.400 67.400 66.150 66.330 -1.420 160 2,800 +69
Total Volume and Open Interest 34,709 199,667 +485
Pork Bellies(CME)
Feb10 100120 89.600 90.500 89.050 89.050 -1.200 26 195 -12
Mar10 100120 89.500 90.000 88.100 88.300 -0.700 0 96 +0
May10 100120 91.200 92.650 91.200 91.200 -1.550 2 132 +0
Jul10 100120 93.000 93.000 93.000 93.000 -0.500 0 44 +0
Aug10 100120 88.000 88.000 88.000 88.000 unch 0 15 +0
Total Volume and Open Interest 28 482 -12
Class III Milk(CME)
Jan10 100120 14.45 14.45 14.43 14.45 unch 71 4,304 +41
Feb10 100120 14.34 14.45 14.05 14.20 -0.19 460 4,110 -99
Mar10 100120 14.73 14.83 14.33 14.50 -0.26 316 3,600 +16
Apr10 100120 14.79 14.86 14.40 14.58 -0.24 181 2,619 -25
May10 100120 15.09 15.18 14.75 14.98 -0.20 80 2,133 -13
Total Volume and Open Interest 1,522 27,412 +89
Cocoa(ICE)
Mar10 100120 3450 3458 3413 3422 -39 8,455 67,995 +1,026
May10 100120 3469 3481 3442 3451 -34 2,840 34,138 +982
Jul10 100120 3484 3484 3445 3455 -33 1,567 10,998 +870
Sep10 100120 3473 3473 3448 3452 -31 209 6,870 +180
Dec10 100120 3462 3462 3446 3446 -27 206 5,962 +94
Mar11 100120 3445 3445 3444 3445 -22 46 8,130 +7
May11 100120 3446 3446 3446 3446 -23 16 4,323 +0
Total Volume and Open Interest 13,339 140,693 +3,159
Coffee "C"(ICE)
Mar10 100120 140.50 140.50 138.45 139.20 -1.70 8,313 75,807 -352
May10 100120 142.40 142.40 140.20 141.00 -1.65 1,692 29,463 +525
Jul10 100120 143.70 143.70 141.90 142.65 -1.65 392 9,527 +107
Sep10 100120 145.20 145.20 143.45 144.10 -1.55 179 7,035 +20
Dec10 100120 146.00 146.00 145.25 145.85 -1.55 159 6,957 -42
Mar11 100120 147.40 147.55 146.95 147.45 -1.50 217 2,681 +123
Total Volume and Open Interest 11,046 131,971 +409
Orange Juice(ICE)
Mar10 100120 133.00 136.50 132.00 135.80 +2.45 1,231 22,925 -129
May10 100120 136.25 139.65 136.25 139.10 +2.35 421 6,537 +50
Jul10 100120 140.30 142.85 140.30 142.20 +2.10 80 3,179 +20
Sep10 100120 142.85 143.85 142.75 143.25 +2.05 13 929 +7
Nov10 100120 142.00 142.60 142.00 142.60 +1.60 2 361 +1
Jan11 100120 144.60 144.65 144.40 144.40 +2.30 0 562 +0
Total Volume and Open Interest 1,748 34,685 -51
Sugar #11(ICE)
Mar10 100120 28.97 29.45 28.57 29.11 +0.13 54,134 294,054 -3,153
May10 100120 27.42 28.10 27.23 27.79 +0.27 31,008 167,955 +3,786
Jul10 100120 24.28 24.67 23.96 24.28 -0.03 15,889 150,969 +4,899
Oct10 100120 21.89 22.25 21.65 21.73 -0.27 6,612 102,447 +308
Mar11 100120 20.19 20.42 19.65 19.82 -0.42 4,326 51,252 -248
Total Volume and Open Interest 115,107 839,354 +5,336
London Cocoa(LCE)
Dec10 100120 2240 2245 2229 2229 -13 89 10,082 +43
Mar11 100120 2224 2224 2220 2220 -11 0 9,002 +0
May11 100120 2204 2204 2204 2204 -11 0 1,388 +0
Total Volume and Open Interest 10,552 176,019 +78
London Sugar(LCE)
Cotton(ICE)
Mar10 100120 71.64 71.73 70.52 70.80 -0.84 10,279 104,063 -1,597
May10 100120 72.82 72.82 71.70 72.01 -0.74 1,961 28,854 +238
Jul10 100120 73.75 73.75 72.83 73.16 -0.68 519 25,306 +16
Oct10 100120 72.71 72.71 72.71 72.71 -0.53 0 159 +0
Dec10 100120 73.28 73.29 72.45 72.76 -0.56 375 17,439 +211
Mar11 100120 74.16 74.16 74.16 74.16 -0.57 1 337 +0
Total Volume and Open Interest 13,136 177,032 -1,131
Lumber(CME)
Mar10 100120 252.9 257.5 248.0 255.0 +1.2 910 6,328 -10
May10 100120 269.0 275.5 268.5 274.9 +1.8 272 2,578 +176
Jul10 100120 276.0 278.5 275.0 278.5 +0.9 49 768 +20
Sep10 100120 275.0 277.0 272.5 277.0 unch 31 368 +25
Total Volume and Open Interest 1,262 10,046 +211
Crude Oil(NYM)
Feb10 100120 78.88 79.03 76.96 77.62 -1.40 186,882 25,198 -43,601
Mar10 100120 79.17 79.36 77.27 77.74 -1.58 351,108 357,061 +13,637
Apr10 100120 79.76 79.80 77.78 78.23 -1.58 90,135 128,210 +11,197
May10 100120 80.37 80.37 78.35 78.85 -1.55 35,089 68,251 +4,532
Jun10 100120 80.96 80.97 79.00 79.47 -1.50 39,388 124,044 +2,219
Jul10 100120 80.77 80.77 79.57 80.07 -1.46 8,257 43,257 +793
Aug10 100120 80.87 80.87 80.24 80.61 -1.45 5,180 17,603 +616
Sep10 100120 80.71 81.13 80.71 81.13 -1.43 3,272 28,242 -92
Oct10 100120 81.25 81.65 81.25 81.65 -1.41 2,185 19,629 +97
Nov10 100120 82.00 82.18 82.00 82.18 -1.39 2,104 23,468 +43
Dec10 100120 83.85 83.85 82.22 82.72 -1.37 34,055 186,266 +4,718
Jan11 100120 82.93 83.08 82.93 83.08 -1.36 1,588 21,053 +37
Feb11 100120 83.40 83.40 83.40 83.40 -1.34 1,784 12,067 +453
Mar11 100120 83.72 83.72 83.72 83.72 -1.32 613 7,470 +203
Apr11 100120 84.04 84.04 84.04 84.04 -1.30 53 9,564 +18
May11 100120 84.30 84.30 84.30 84.30 -1.27 119 3,709 +65
Total Volume and Open Interest 771,503 1,324,903 -5,252
e-miNY Crude Oil(NYM)
Jan10 091218 72.850 74.675 72.550 73.350 +0.700 8,590 3,806 -360
Feb10 100119 77.825 79.075 76.775 79.025 +1.025 6,744 2,926 -836
Mar10 100120 79.175 79.350 77.150 77.750 -1.575 12,965 3,970 +1,311
Apr10 100120 79.375 79.375 77.750 78.225 -1.575 220 327 +61
May10 100120 79.800 79.800 78.400 78.850 -1.550 2 92 +2
Jun10 100120 79.150 79.475 79.100 79.475 -1.500 8 47 +4
Jul10 100120 81.200 81.200 79.825 80.075 -1.450 0 9 +0
Aug10 100120 80.600 80.600 80.600 80.600 -1.450 0 1 +0
Sep10 100120 81.125 81.125 81.125 81.125 -1.425 0 1 +0
Oct10 100120 81.650 81.650 81.650 81.650 -1.400 0 2 +0
Total Volume and Open Interest 13,197 4,550 -1,547
Heating Oil(NYM)
Feb10 100120 204.45 204.45 199.89 202.11 -2.43 42,810 50,811 -8,226
Mar10 100120 205.80 205.85 201.29 203.44 -2.46 39,032 79,741 +2,778
Apr10 100120 205.10 205.23 202.33 204.25 -2.51 11,959 34,408 +40
May10 100120 206.23 206.23 203.57 205.22 -2.51 5,695 20,616 +335
Jun10 100120 208.54 208.54 204.66 206.40 -2.52 8,501 35,710 +331
Jul10 100120 208.64 208.64 207.00 208.26 -2.54 1,247 12,126 +92
Aug10 100120 209.83 210.26 208.62 210.26 -2.54 1,134 5,651 +92
Sep10 100120 211.70 212.56 211.00 212.56 -2.54 1,475 8,545 -128
Oct10 100120 215.00 215.46 213.76 215.16 -2.57 1,224 8,004 -32
Nov10 100120 217.54 218.10 216.45 217.84 -2.54 871 6,393 -122
Dec10 100120 221.60 221.60 218.90 220.52 -2.51 4,112 18,502 +57
Jan11 100120 223.50 223.50 222.45 223.09 -2.46 383 9,419 +88
Total Volume and Open Interest 119,030 311,199 -4,590
Gasoline(NYMEX)
Feb10 100120 206.34 206.34 202.10 204.65 -1.26 35,679 50,400 -4,879
Mar10 100120 207.75 207.75 203.50 205.76 -1.59 30,119 83,980 +5,972
Apr10 100120 216.15 216.17 213.16 215.22 -1.90 7,396 40,681 +222
May10 100120 216.91 217.00 214.00 216.11 -2.01 4,762 19,799 +347
Jun10 100120 219.11 219.14 214.62 216.50 -2.18 3,409 20,666 +74
Jul10 100120 214.81 216.40 214.81 216.32 -2.30 1,058 11,964 +238
Aug10 100120 215.08 215.79 214.70 215.79 -2.37 814 6,692 +21
Sep10 100120 214.15 214.99 213.46 214.99 -2.37 935 9,391 +97
Oct10 100120 205.39 205.39 205.39 205.39 -2.40 1,177 3,846 +378
Nov10 100120 204.66 204.66 204.66 204.66 -2.39 1,511 10,524 +680
Total Volume and Open Interest 88,551 273,395 +3,451
e-miNY RBOB Gasoline(NYM)
Feb10 100120 204.70 204.70 204.65 204.70 -1.20 0 11 +0
Mar10 100120 206.00 206.00 205.80 205.80 -1.60      
Apr10 100120 215.20 215.22 215.20 215.20 -1.90      
May10 100120 216.10 216.11 216.10 216.10 -2.00      
Total Volume and Open Interest 0 11 +0
Natural Gas(NYM)
Feb10 100120 5.595 5.625 5.464 5.496 -0.061 150,327 57,936 -12,242
Mar10 100120 5.569 5.600 5.440 5.467 -0.069 86,171 207,779 +12,414
Apr10 100120 5.546 5.553 5.413 5.438 -0.061 23,086 82,061 +127
May10 100120 5.540 5.541 5.464 5.488 -0.058 14,076 62,235 +768
Jun10 100120 5.612 5.612 5.529 5.555 -0.056 4,680 24,380 -24
Jul10 100120 5.668 5.729 5.616 5.639 -0.055 4,642 25,086 +648
Aug10 100120 5.795 5.795 5.696 5.711 -0.051 1,876 32,960 +127
Sep10 100120 5.775 5.775 5.728 5.741 -0.050 1,532 22,298 +37
Oct10 100120 5.870 5.885 5.826 5.841 -0.048 7,795 47,705 -44
Nov10 100120 6.183 6.183 6.139 6.156 -0.043 1,388 12,487 +253
Dec10 100120 6.501 6.511 6.480 6.501 -0.033 2,110 21,345 -288
Jan11 100120 6.730 6.757 6.700 6.719 -0.035 4,328 27,254 +314
Feb11 100120 6.740 6.740 6.664 6.684 -0.030 1,049 8,960 +397
Mar11 100120 6.478 6.500 6.474 6.494 -0.030 1,647 22,718 +131
Apr11 100120 5.996 6.000 5.970 5.982 -0.022 5,321 22,360 +1,820
May11 100120 5.980 6.000 5.950 5.952 -0.022 201 9,557 -143
Total Volume and Open Interest 310,893 782,549 +4,582
Brent Crude Oil(ICE)
Mar10 100120 77.50 77.56 75.70 76.32 -1.31 197,333 242,188 -18,076
Apr10 100120 78.22 78.22 76.40 77.01 -1.31 87,455 129,394 -6,474
May10 100120 78.61 78.61 77.09 77.70 -1.30 37,270 56,853 +2,353
Jun10 100120 79.41 79.45 77.84 78.40 -1.27 38,399 66,105 -1,472
Jul10 100120 79.90 79.92 78.53 79.04 -1.24 11,068 18,260 -41
Aug10 100120 80.50 80.51 79.39 79.63 -1.24 6,928 18,078 +144
Sep10 100120 81.15 81.15 79.74 80.18 -1.22 5,813 12,334 +1,519
Oct10 100120 81.68 81.68 80.15 80.72 -1.21 5,010 15,316 +820
Nov10 100120 82.21 82.21 80.70 81.26 -1.19 5,225 13,525 +659
Dec10 100120 82.75 82.75 81.26 81.81 -1.20 29,888 77,666 +1,931
Jan11 100120 82.27 82.27 82.27 82.27 -1.21 3,231 10,699 +201
Feb11 100120 82.70 82.70 82.70 82.70 -1.21 1,475 5,318 +446
Mar11 100120 83.13 83.13 83.13 83.13 -1.19 444 4,610 -18
Apr11 100120 83.54 83.54 83.54 83.54 -1.18 332 2,176 +34
Total Volume and Open Interest 437,895 774,537 -16,910
Gas Oil(ICE)
Feb10 100120 622.75 622.75 611.00 614.25 -1.25 59,015 112,133 -6,236
Mar10 100120 629.50 629.50 618.50 621.75 -1.50 62,155 110,325 +4,439
Apr10 100120 634.25 634.75 625.25 628.50 -1.50 15,150 44,710 -2,073
May10 100120 638.00 638.75 632.00 635.00 -1.25 6,558 29,113 -176
Jun10 100120 645.75 647.50 638.50 641.50 -0.75 12,359 42,409 -920
Jul10 100120 653.25 653.25 645.00 648.25 -0.50 2,241 20,857 -483
Aug10 100120 655.75 656.75 652.25 655.00 -0.25 2,237 22,055 +352
Sep10 100120 664.25 664.25 658.75 661.50 -0.25 2,028 21,128 +628
Oct10 100120 669.50 669.50 665.00 667.75 +0.25 882 12,020 +174
Nov10 100120 675.00 675.00 670.00 672.75 +0.50 972 10,621 +571
Total Volume and Open Interest 172,115 553,363 -3,174
Ethanol(CBOT)
Jan10 100106 1.949 1.958 1.941 1.957 +0.010 21 369 -4
Feb10 100120 1.760 1.765 1.760 1.762 -0.019 92 762 -61
Mar10 100120 1.752 1.760 1.751 1.759 -0.020 87 999 -7
Apr10 100120 1.755 1.764 1.752 1.761 -0.024 38 1,250 -20
May10 100120 1.765 1.765 1.763 1.764 -0.021 31 442 +3
Jun10 100120 1.762 1.762 1.762 1.762 -0.024 8 358 +0
Jul10 100120 1.765 1.772 1.765 1.770 -0.020 21 607 +13
Aug10 100120 1.751 1.765 1.751 1.753 -0.019 8 437 +8
Total Volume and Open Interest 361 6,570 -31
US Dollar Index(ICE)
Mar10 100120 77.675 78.640 77.675 78.500 +0.850 14,046 44,183 -647
Jun10 100120 78.315 78.865 78.315 78.805 +0.850 7 4,955 +1
Sep10 100120 79.105 79.105 79.105 79.105 +0.850 0 1 +0
Total Volume and Open Interest 14,053 49,139 -646
Australian Dollar(CME)
Mar10 100120 91.82 91.86 90.19 90.28 -1.60 97,374 128,713 +3,477
Jun10 100120 90.74 90.92 89.25 89.33 -1.59 175 4,350 -75
Sep10 100120 88.35 89.91 88.35 88.35 -1.56 0 20 +0
Total Volume and Open Interest 97,549 133,086 +3,402
British Pound(CME)
Mar10 100120 163.55 163.63 162.37 162.81 -0.74 167,277 82,344 +3,065
Jun10 100120 163.00 163.45 162.28 162.71 -0.74 227 911 +7
Sep10 100120 162.58 163.32 162.57 162.58 -0.74 0 79 +0
Total Volume and Open Interest 167,504 83,337 +3,072
Canadian Dollar(CME)
Mar10 100120 96.98 96.98 95.31 95.48 -1.49 69,101 117,476 -471
Jun10 100120 96.91 96.96 95.35 95.47 -1.49 211 1,569 +81
Sep10 100120 96.00 96.92 95.29 95.43 -1.49 0 655 +0
Dec10 100120 96.82 96.82 95.25 95.39 -1.43 19 514 -4
Total Volume and Open Interest 69,331 120,271 -394
Japanese Yen(CME)
Mar10 100120 109.75 110.18 109.35 109.67 -0.13 132,113 121,595 +3,402
Jun10 100120 109.75 110.11 109.42 109.73 -0.14 85 552 +12
Sep10 100120 109.82 110.04 109.80 109.82 -0.14 0 196 +0
Total Volume and Open Interest 132,198 122,367 +3,414
Swiss Franc(CME)
Mar10 100120 96.87 96.88 95.55 95.84 -1.06 75,768 37,586 -1,124
Jun10 100120 96.30 96.96 95.68 95.90 -1.06 14 148 -10
Sep10 100120 95.97 97.04 95.84 95.97 -1.07 0 8 +0
Total Volume and Open Interest 75,782 37,744 -1,134
EuroFX(CME)
Mar10 100120 142.88 142.88 140.78 141.05 -1.85 345,534 162,547 +2,556
Jun10 100120 142.69 142.81 140.73 141.01 -1.85 313 1,277 -53
Sep10 100120 141.87 142.77 140.91 140.92 -1.85 0 661 +0
Total Volume and Open Interest 345,847 164,501 +2,503
Mexican Peso(CME)
Feb10 100120 782.2 788.5 782.2 782.2 -6.2 0 3 +0
Mar10 100120 785.8 786.5 777.0 779.2 -6.2 22,579 110,613 +2,696
Total Volume and Open Interest 22,848 112,382 +2,962
30-Year T-Bonds(CBOT)
Mar10 100120 117~090 118~040 117~080 117~310 +0~260 207,008 651,032 -4,719
Jun10 100120 116~060 116~190 115~210 116~150 +0~260 112 1,101 +67
Sep10 100120 115~040 115~040 114~100 115~040 +0~260 0 5 +0
Total Volume and Open Interest 207,120 652,138 -4,652
10-Year T-Notes(CBOT)
Mar10 100120 117~040 117~195 117~035 117~130 +0~105 848,586 1,274,997 -86,886
Jun10 100120 115~255 116~000 115~160 115~265 +0~105 565 2,968 +352
Sep10 100120 114~080 114~080 113~295 114~080 +0~105      
Total Volume and Open Interest 849,151 1,277,965 -86,534
5-Year T-Notes(CBOT)
Mar10 100120 115~079 115~114 115~075 115~097 +0~024 313,927 797,214 +9,978
Jun10 100120 114~064 114~064 114~031 114~057 +0~026 2 65 +0
Sep10 100120 113~017 113~017 112~117 113~017 +0~028      
Total Volume and Open Interest 313,929 797,279 +9,978
2 Year T-Notes(CBOT)
Mar10 100120 108~093 108~101 108~090 108~095 +0~005 200,199 894,454 +17,245
Jun10 100120 108~029 108~029 108~017 108~022 +0~005 448 10,776 -124
Sep10 100120 107~077 107~077 107~072 107~077 +0~005      
Total Volume and Open Interest 200,647 905,230 +17,121
Eurodollars(CME)
Mar10 100120 99.720 99.725 99.710 99.720 +0.005 148,760 1,172,004 -11,562
Jun10 100120 99.580 99.595 99.575 99.585 +0.010 197,267 973,640 +21,519
Sep10 100120 99.280 99.310 99.275 99.285 +0.010 227,792 862,591 +21,664
Dec10 100120 98.920 98.935 98.890 98.905 +0.015 248,241 814,882 +15,568
Mar11 100120 98.515 98.560 98.505 98.520 +0.015 315,612 553,372 +9,512
Jun11 100120 98.135 98.190 98.130 98.145 +0.015 202,921 631,320 +20,287
Sep11 100120 97.790 97.850 97.780 97.800 +0.020 155,911 506,355 +8,620
Dec11 100120 97.455 97.515 97.450 97.470 +0.025 143,368 328,569 +7,677
Mar12 100120 97.160 97.225 97.155 97.175 +0.025 78,521 243,124 -2,447
Jun12 100120 96.860 96.935 96.855 96.885 +0.030 58,481 216,527 -112
Sep12 100120 96.590 96.670 96.585 96.620 +0.035 48,525 122,992 -358
Dec12 100120 96.330 96.445 96.325 96.365 +0.045 39,407 102,781 +434
Mar13 100120 96.130 96.210 96.130 96.165 +0.050 13,549 68,102 -1,414
Jun13 100120 95.940 96.015 95.940 95.970 +0.055 10,889 62,665 -77
Sep13 100120 95.765 95.830 95.765 95.785 +0.055 8,903 51,108 +433
Dec13 100120 95.575 95.640 95.575 95.600 +0.055 8,105 36,293 -187
Mar14 100120 95.425 95.500 95.425 95.465 +0.060 6,130 35,059 -117
Jun14 100120 95.305 95.365 95.305 95.330 +0.060 6,203 29,603 +492
Total Volume and Open Interest 1,942,269 6,974,400 +90,193
30 Day Federal Funds(CBOT)
Jan10 100120 99.887 99.887 99.885 99.887 unch 4,636 74,587 +1,359
Feb10 100120 99.870 99.875 99.865 99.870 unch 1,373 96,590 -593
Mar10 100120 99.855 99.860 99.850 99.850 unch 554 60,567 -9
Apr10 100120 99.835 99.840 99.835 99.835 unch 279 68,183 -1
May10 100120 99.810 99.820 99.810 99.810 unch 1,584 62,042 -97
Jun10 100120 99.790 99.800 99.790 99.790 unch 1,698 42,470 -149
Total Volume and Open Interest 22,388 555,143 +2,697
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 100120 99.580 99.580 99.580 99.580 unch 0 683 +0
Jun10 100120 99.620 99.620 99.620 99.620 unch 0 80 +0
Sep10 100120 99.640 99.640 99.640 99.640 unch 0 230 +0
Dec10 100120 99.625 99.625 99.625 99.625 unch 0 242 +0
Mar11 100120 99.545 99.545 99.545 99.545 unch      
Jun11 100120 99.520 99.520 99.520 99.520 unch      
Sep11 100120 99.520 99.520 99.520 99.520 unch      
Dec11 100120 99.325 99.325 99.325 99.325 unch      
Mar12 100120 99.345 99.345 99.345 99.345 +0.060      
Jun12 100120 99.395 99.395 99.395 99.395 +0.060      
Total Volume and Open Interest 0 1,235 +0
3-Mth Euro-Yen(SGX)
Mar10 100120 99.58 99.58 99.58 99.58 +0.01 257 4,444 +4
Jun10 100120 99.62 99.62 99.62 99.62 +0.01 0 1,709 +0
Sep10 100120 99.64 99.64 99.64 99.64 +0.00 0 1,666 +0
Dec10 100120 99.62 99.62 99.62 99.62 +0.00 0 1,281 +0
Mar11 100120 99.61 99.61 99.60 99.60 +0.06 0 664 +2
Jun11 100120 99.57 99.57 99.57 99.57 +0.06 0 52 +0
Sep11 100120 99.57 99.57 99.57 99.57 +0.06 0 51 +0
Dec11 100120 99.38 99.38 99.38 99.38 +0.06 0 101 +0
Total Volume and Open Interest 257 11,339 +6
Japanese Gov't Bonds(SGX)
Mar10 100120 139.16 139.23 139.08 139.18 -0.09 1,051 15,504 -388
Jun10 100120 139.10 139.10 139.10 139.10 -0.13      
Sep10 100120 139.10 139.10 139.10 139.10 -0.13      
Total Volume and Open Interest 1,051 15,504 -388
Euro-Bund(EUREX)
Mar10 100120 122.63 123.12 122.58 123.04 +0.56 766,388 901,546 +47,294
Jun10 100120 121.12 121.65 121.12 121.60 +0.57 14 560 +6
Sep10 100120 121.24 121.24 121.24 121.24 +0.56      
Total Volume and Open Interest 766,402 902,106 +47,300
Euro-Bobl(EUREX)
Mar10 100120 116.70 117.00 116.66 116.97 +0.39 481,749 719,952 +7,597
Jun10 100120 115.26 115.53 115.26 115.53 +0.42 40 77 +25
Sep10 100120 115.27 115.27 115.27 115.27 +0.39      
Total Volume and Open Interest 481,789 720,029 +7,622
3-Mth Euribor(EUREX)
Mar10 100120 99.330 99.330 99.325 99.330 +0.005 1,143 13,894 -975
Jun10 100120 99.065 99.075 99.060 99.075 +0.020 420 7,482 +39
Sep10 100120 98.765 98.790 98.750 98.775 +0.035 177 2,477 +0
Total Volume and Open Interest 1,947 27,673 -831
Long Gilt(LIFFE)
Mar10 100120 114~26 114~27 114~15 114~20 +0~06 115,868 256,417 +9,300
Jun10 100120 113~05 113~05 113~05 113~05 +0~06      
Total Volume and Open Interest 115,868 256,417 +9,300
3-Mth Short Sterling(LIFFE)
Mar10 100120 99.36 99.39 99.35 99.35 unch 78,062 340,686 +3,307
Jun10 100120 99.16 99.17 99.11 99.13 +0.01 177,197 388,581 +1,036
Sep10 100120 98.73 98.75 98.67 98.71 +0.02 237,259 324,972 -7,435
Dec10 100120 98.25 98.28 98.17 98.24 +0.04 250,710 320,212 -11,000
Mar11 100120 97.81 97.85 97.72 97.81 +0.05 219,003 301,731 -26,061
Jun11 100120 97.40 97.45 97.32 97.41 +0.05 124,711 175,816 +3,361
Total Volume and Open Interest 1,254,566 2,247,215 -19,252
3-Mth Euribor(LIFFE)
Mar10 100120 99.330 99.335 99.320 99.330 +0.005 121,338 792,981 +28,474
Jun10 100120 99.060 99.085 99.055 99.075 +0.020 249,742 783,892 +5,372
Sep10 100120 98.745 98.795 98.740 98.775 +0.035 221,618 617,874 +1,595
Total Volume and Open Interest 1,118,867 3,753,449 +56,765
3-Mth Aus T-Bills(SFE)
Mar10 100120 95.50 95.51 95.46 95.50 -0.01 17,633 277,026 +565
Jun10 100120 95.16 95.17 95.12 95.16 unch 19,390 193,356 +3,108
Sep10 100120 94.91 94.92 94.86 94.91 unch 11,900 102,080 +1,160
Dec10 100120 94.73 94.73 94.67 94.73 unch 5,877 84,839 +166
Mar11 100120 94.54 94.56 94.48 94.56 unch 2,536 31,292 +1,004
Jun11 100120 94.35 94.41 94.34 94.41 unch 413 24,534 -112
Sep11 100120 94.23 94.29 94.23 94.29 -0.01 487 16,653 -377
Dec11 100120 94.15 94.20 94.15 94.20 -0.02 129 8,093 -2,290
Mar12 100120 94.14 94.14 94.14 94.14 -0.03 0 3,159 +0
Jun12 100120 94.10 94.10 94.10 94.10 -0.03 0 1,186 +0
Total Volume and Open Interest 58,365 743,236 +3,224
10-Year Aus T-Bonds(SFE)
Mar10 100120 94.44 94.46 94.33 94.40 -0.04 37,823 334,875 +4,087
Jun10 100120 94.40 94.40 94.40 94.40 -0.04      
Total Volume and Open Interest 37,823 334,875 +4,087
3-Year Aus T-Bonds(SFE)
Mar10 100120 94.90 94.91 94.80 94.88 -0.02 109,930 501,353 +15,870
Jun10 100120 94.88 94.88 94.88 94.88 -0.02      
Total Volume and Open Interest 109,930 501,353 +15,870
Gold(CMX)
Feb10 100120 1138.5 1141.7 1106.8 1112.6 -27.4 188,027 230,502 -15,600
Apr10 100120 1139.8 1142.9 1107.8 1113.6 -27.6 43,043 137,729 +17,856
Jun10 100120 1141.1 1143.4 1109.0 1114.5 -27.6 3,260 48,697 +1,751
Aug10 100120 1142.3 1142.7 1110.0 1115.3 -27.6 973 21,833 +522
Oct10 100120 1124.5 1124.6 1114.8 1116.0 -27.7 230 7,201 +190
Dec10 100120 1145.0 1145.7 1112.0 1117.1 -27.8 1,973 29,220 +1,308
Feb11 100120 1115.2 1118.7 1115.2 1118.7 -27.9 762 7,918 +570
Apr11 100120 1120.8 1131.8 1120.8 1120.8 -28.0 100 4,038 +100
Jun11 100120 468.2 479.2 468.2 468.2 -28.1 300 7,170 -250
Aug11 100120 1126.7 1137.7 1126.7 1126.7 -28.2 100 1,486 +100
Oct11 100120 1130.2 1141.2 1130.2 1130.2 -28.3 100 1,360 +100
Dec11 100120 1133.1 1134.1 1133.1 1134.1 -28.5 513 10,796 +256
Total Volume and Open Interest 240,497 528,924 +7,230
Silver(CMX)
Mar10 100120 1879.0 1887.0 1780.5 1788.0 -92.0 35,857 82,108 +1,360
May10 100120 1887.5 1887.5 1784.0 1790.1 -92.3 5,457 12,866 +265
Jul10 100120 1810.0 1810.0 1789.0 1792.0 -92.4 361 9,555 +257
Sep10 100120 1838.5 1838.5 1793.9 1793.9 -92.5 60 2,861 +2
Dec10 100120 1891.0 1891.5 1790.5 1796.7 -92.6 154 10,236 -220
Mar11 100120 1806.5 1806.5 1799.7 1799.7 -92.7 26 767 -13
May11 100120 1801.7 1801.7 1801.7 1801.7 -92.8 3 1,715 +0
Total Volume and Open Interest 42,104 131,385 +1,722
Platinum(NYMEX)
Jan10 100120 1622.9 1622.9 1606.4 1611.1 -24.0 18 33 +12
Apr10 100120 1643.1 1654.0 1585.1 1617.6 -21.8 4,574 33,030 +439
Jul10 100120 1625.0 1625.0 1591.9 1618.0 -19.4 15 1,232 +1
Oct10 100120 1633.0 1633.0 1621.1 1621.1 -19.4 0 15 +0
Total Volume and Open Interest 4,639 34,352 +453
Palladium(NYMEX)
Mar10 100120 464.50 469.90 449.00 462.05 +0.10 2,458 22,413 -193
Jun10 100120 462.90 469.00 447.90 461.05 -2.25 162 820 +52
Sep10 100120 461.05 461.05 461.05 461.05 -2.25 2 22 +1
Total Volume and Open Interest 2,623 23,262 -141
Copper(CMX)
Mar10 100120 344.95 347.00 333.85 335.50 -9.20 26,382 97,841 -388
May10 100120 346.10 347.35 335.00 336.55 -9.10 2,147 21,078 +546
Jul10 100120 340.00 341.15 337.30 337.30 -9.00 204 10,342 +22
Sep10 100120 337.50 338.15 337.40 337.40 -9.00 164 4,508 -101
Dec10 100120 337.05 337.60 337.00 337.05 -8.90 165 4,242 +140
Total Volume and Open Interest 30,945 143,012 +839
DJIA Index(CBOT)
Mar10 100120 10660 10665 10465 10557 -113 1,034 12,558 +804
Jun10 100120 10496 10608 10496 10496 -112 0 12 +0
Sep10 100120 10437 10554 10437 10437 -117      
Dec10 100120 10387 10505 10387 10387 -118      
Total Volume and Open Interest 1,034 12,570 +804
S & P 500(CME)
Mar10 100120 1144.80 1146.40 1125.30 1134.00 -11.70 21,093 329,637 +1,959
Jun10 100120 1129.10 1131.80 1120.80 1129.10 -11.70 154 2,752 +101
Sep10 100120 1124.10 1127.20 1116.20 1124.10 -12.10 0 447 +0
Dec10 100120 1120.60 1124.20 1113.20 1120.60 -12.60 0 10 +0
Total Volume and Open Interest 21,247 332,847 +2,060
S & P 500 E-Mini(Globex)
Mar10 100120 1145.00 1146.50 1125.25 1134.00 -11.75 1,927,993 2,472,206 +17,753
Jun10 100120 1139.50 1140.75 1120.50 1129.00 -11.75 801 5,934 -2
Total Volume and Open Interest 1,928,794 2,479,545 +17,751
NASDAQ 100(CME)
Mar10 100120 1887.50 1891.80 1845.00 1867.00 -22.80 2,988 15,044 +708
Jun10 100120 1864.50 1875.00 1855.00 1864.50 -22.50 0 625 +0
Sep10 100120 1863.50 1866.00 1863.50 1863.50 -22.50      
Total Volume and Open Interest 2,988 15,669 +708
NASDAQ 100 E-Mini(Globex)
Mar10 100120 1889.30 1892.30 1845.50 1867.00 -22.80 333,010 337,906 +17,640
Jun10 100120 1887.00 1889.00 1843.30 1864.50 -22.50 123 2,504 -29
Total Volume and Open Interest 333,133 340,412 +17,611
S & P Midcap 400(CME)
Mar10 100120 744.00 746.00 738.50 745.10 -4.30 23 1,497 +14
Jun10 100120 743.00 743.30 743.00 743.00 -4.30      
Sep10 100120 741.00 741.30 741.00 741.00 -4.30      
Total Volume and Open Interest 23 1,497 +14
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Mar10 100120 10895 10895 10595 10690 -210 8,340 40,127 +863
Jun10 100120 10690 10700 10690 10690 -210      
Total Volume and Open Interest 8,340 40,127 +863
Nikkei 225(SGX)
Mar10 100120 10780 10870 10705 10710 -60 92,242 179,297 -416
Jun10 100120 10660 10790 10645 10645 -70 20 1,362 +1
Sep10 100120 10660 10660 10660 10660 -55 0 55 +0
Total Volume and Open Interest 92,362 182,457 +79
CAC 40(EURONEXT)
Feb10 100120 4009.0 4014.5 3914.5 3928.5 -82.5 114,940 313,166 +21,466
Mar10 100120 4010.0 4015.0 3916.5 3929.5 -83.0 1,248 76,561 +598
Apr10 100120 3931.0 3931.0 3931.0 3931.0 -82.0      
Total Volume and Open Interest 116,338 391,751 +22,214
Hang Seng Index(HKFE)
Jan10 100120 21622 21653 21140 21183 -428 82,035 77,769 -2,090
Feb10 100120 21632 21632 21134 21180 -430 1,478 3,306 +463
Mar10 100120 21526 21526 21110 21116 -434 335 5,258 +75
Total Volume and Open Interest 83,923 87,256 -1,497
DAX(EUREX)
Mar10 100120 5966.0 5977.5 5834.5 5853.0 -124.5 160,023 149,683 +9,155
Jun10 100120 5977.0 5984.0 5855.0 5862.5 -124.5 167 9,475 +86
Sep10 100120 5946.5 5946.5 5873.0 5873.0 -123.5 27 639 +8
Total Volume and Open Interest 160,217 159,797 +9,249
FT-SE 100(EURONEXT)
Mar10 100120 5451.00 5470.00 5360.50 5378.50 -94.00 107,500 669,806 +10,215
Jun10 100120 5409.50 5409.50 5329.00 5329.00 -94.00 2 2,374 +0
Sep10 100120 5363.00 5368.00 5293.50 5293.50 -94.00 41 333 -41
Total Volume and Open Interest 107,674 673,094 +10,305
SPI 200(SFE)
Mar10 100120 4840.0 4892.0 4811.0 4837.0 -6.0 34,232 193,736 -8,561
Jun10 100120 4861.0 4861.0 4861.0 4861.0 -4.0 833 1,766 +324
Sep10 100120 4861.0 4861.0 4861.0 4861.0 -4.0 120 2,038 +0
Total Volume and Open Interest 35,317 198,333 -8,347
GSCI(CME)
Feb10 100120 516.50 517.00 512.50 513.50 -9.55 942 18,288 +106
Mar10 100120 518.50 526.60 516.00 517.50 -9.00 2 0 +0
Apr10 100120 521.90 530.60 519.50 521.50 -9.00      
Total Volume and Open Interest 944 18,288  
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.