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MRCI's End of Day Prices
Daily Futures Price Listing Fri January 22, 2010
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Mar10 100122 956.00 957.00 945.50 951.50 -2.50 63,882 227,819 -805
May10 100122 961.75 963.75 952.75 959.25 -1.75 15,258 67,550 -906
Jul10 100122 967.00 969.00 958.25 964.75 -1.25 17,367 64,197 +1,336
Aug10 100122 954.50 962.00 954.50 958.25 -1.75 325 1,933 -55
Sep10 100122 945.00 949.00 939.50 944.50 -1.75 119 1,758 -28
Nov10 100122 933.50 936.00 926.00 933.25 -0.75 9,389 80,655 -567
Jan11 100122 943.00 945.00 938.00 942.75 -0.75 99 5,173 +2
Total Volume and Open Interest 106,619 455,890 -943
Soybean Meal(CBOT)
Mar10 100122 288.20 289.40 285.80 286.40 -1.10 27,846 74,385 +146
May10 100122 280.10 281.50 278.10 279.30 +0.10 10,087 35,737 +1,177
Jul10 100122 278.90 280.50 277.00 278.40 +0.50 8,442 25,244 +954
Aug10 100122 276.30 277.80 273.80 276.40 +0.70 2,299 7,303 +696
Sep10 100122 273.30 275.00 272.90 273.40 +0.60 1,853 7,544 +248
Oct10 100122 267.80 271.00 266.40 267.80 +0.10 1,385 4,248 +194
Dec10 100122 266.00 268.50 264.70 265.90 -0.10 3,025 16,344 +677
Jan11 100122 267.90 268.20 267.00 267.30 -0.10 30 875 +4
Total Volume and Open Interest 54,990 173,423 +4,096
Soybean Oil(CBOT)
Mar10 100122 37.03 37.09 36.54 36.71 -0.29 34,784 124,396 +1,739
May10 100122 37.44 37.53 36.80 37.16 -0.29 9,047 37,612 +347
Jul10 100122 37.78 37.95 37.42 37.57 -0.30 9,379 30,622 +1,319
Aug10 100122 37.64 37.98 37.64 37.73 -0.30 437 2,686 +31
Sep10 100122 38.17 38.18 37.69 37.85 -0.30 765 4,214 +106
Oct10 100122 38.18 38.18 37.78 37.92 -0.31 848 2,185 +249
Dec10 100122 38.55 38.56 38.05 38.22 -0.31 4,093 20,603 +940
Jan11 100122 38.52 38.83 38.52 38.52 -0.31 5 34 -5
Total Volume and Open Interest 59,358 222,455 +4,726
Canola(WCE)
Mar10 100122 382.0 387.0 381.5 385.7 +2.4 6,331 84,885 -688
May10 100122 388.5 393.6 388.5 392.2 +1.8 1,376 14,517 +1,036
Jul10 100122 395.8 398.7 394.2 396.9 +1.2 893 10,576 +747
Nov10 100122 400.9 405.0 400.9 404.3 +2.0 804 9,461 +706
Jan11 100122 407.7 407.7 407.6 407.6 +2.1 0 280 +0
Total Volume and Open Interest 9,404 119,918 +1,801
Corn(CBOT)
Mar10 100122 372.50 372.75 363.50 364.75 -7.25 117,638 479,716 -3,188
May10 100122 383.00 383.25 374.50 375.50 -7.25 27,931 165,133 +1,782
Jul10 100122 392.25 392.50 384.25 385.50 -6.75 17,779 142,182 +264
Sep10 100122 399.00 399.00 391.25 391.75 -7.25 3,510 46,727 -30
Dec10 100122 405.50 406.00 396.50 397.25 -8.25 19,200 238,880 -1,900
Mar11 100122 414.00 415.50 407.25 407.50 -7.50 4,335 19,012 +294
Total Volume and Open Interest 192,030 1,123,152 -2,483
Wheat(CBOT)
Mar10 100122 500.50 502.00 491.50 498.50 -1.00 35,457 187,194 +577
May10 100122 513.50 515.25 505.75 512.25 -0.75 5,872 54,441 +20
Jul10 100122 525.25 527.50 517.00 524.00 -1.00 5,616 70,545 +734
Sep10 100122 534.50 540.50 534.50 539.25 -0.50 469 19,810 -77
Dec10 100122 565.50 568.00 557.75 565.00 -0.50 1,766 55,794 +276
Total Volume and Open Interest 49,434 397,896 +1,746
Wheat(KCBT)
Mar10 100122 504.50 505.50 496.00 502.00 -1.50 8,694 53,947 -260
May10 100122 515.00 517.25 508.00 514.00 -1.00 933 17,768 +256
Jul10 100122 525.00 529.25 518.00 525.75 -1.00 2,796 30,456 -308
Sep10 100122 538.25 539.00 536.75 536.75 -1.00 176 4,181 -3
Dec10 100122 553.50 557.25 550.75 554.50 -1.25 2,381 39,871 +102
Total Volume and Open Interest 15,020 147,510 -191
Wheat(MGE)
Mar10 100122 513.00 515.75 506.00 512.50 unch 2,326 16,417 -486
May10 100122 522.75 527.25 520.00 524.00 -0.75 528 7,506 +110
Jul10 100122 530.50 539.00 530.50 536.00 -0.75 65 10,544 -102
Sep10 100122 547.00 550.75 545.00 547.25 -1.00 84 4,772 -50
Dec10 100122 562.25 568.25 559.50 565.00 -1.00 117 6,346 -12
Total Volume and Open Interest 3,125 46,456 -542
Oats(CBOT)
Mar10 100122 223.00 236.00 222.75 233.00 +10.00 1,992 7,610 -786
May10 100122 233.50 243.50 231.75 242.00 +10.00 1,153 2,712 +1,053
Jul10 100122 240.00 249.50 239.50 249.50 +10.00 113 1,097 +92
Sep10 100122 247.00 257.00 247.00 257.00 +10.00 0 370 +0
Total Volume and Open Interest 3,379 12,988 +385
Rough Rice(CBOT)
Mar10 100122 13.84 14.24 13.66 14.17 +0.29 1,738 11,601 -805
May10 100122 14.26 14.51 13.96 14.47 +0.28 796 1,442 +685
Jul10 100122 14.22 14.75 14.22 14.72 +0.29 37 644 +18
Sep10 100122 13.51 13.70 13.49 13.69 +0.15 55 927 +7
Total Volume and Open Interest 2,734 15,519 -31
Live Cattle(CME)
Feb10 100122 87.250 87.250 86.400 86.635 -0.215 11,879 54,703 -2,527
Apr10 100122 90.350 90.800 90.100 90.550 +0.050 14,420 128,949 +858
Jun10 100122 87.900 88.480 87.800 88.300 +0.070 5,821 62,964 +807
Aug10 100122 87.500 87.885 87.350 87.800 +0.050 1,589 16,092 +437
Oct10 100122 89.900 90.230 89.750 90.200 -0.030 679 13,057 +327
Dec10 100122 90.250 90.550 90.200 90.500 -0.200 144 2,946 +66
Total Volume and Open Interest 34,556 280,444 -22
Feeder Cattle(CME)
Jan10 100122 97.200 97.450 97.035 97.100 -0.330 1,031 2,447 -428
Mar10 100122 99.150 99.700 99.100 99.600 +0.215 2,643 17,591 +345
Apr10 100122 100.250 100.830 100.180 100.650 +0.265 493 4,676 +104
May10 100122 100.450 101.250 100.400 101.200 +0.370 584 5,508 +156
Aug10 100122 101.800 102.150 101.535 102.100 +0.250 194 2,462 +113
Sep10 100122 101.600 101.800 101.230 101.800 +0.500 27 89 +10
Oct10 100122 100.800 101.300 100.800 101.300 +0.500 4 77 -1
Total Volume and Open Interest 4,976 32,865 +299
Lean Hogs(CME)
Feb10 100122 70.535 70.600 69.600 69.850 -0.950 13,274 28,334 -3,103
Apr10 100122 72.050 72.680 71.650 71.975 -0.675 17,342 88,743 -334
May10 100122 75.300 75.750 75.000 75.350 -0.875 144 4,642 +2
Jun10 100122 79.135 79.950 78.900 79.350 -0.250 4,257 44,059 +271
Jul10 100122 77.400 78.100 77.250 77.680 -0.320 1,818 15,503 +505
Aug10 100122 76.650 77.000 76.300 76.400 -0.885 1,184 11,437 +563
Oct10 100122 68.000 68.000 66.785 67.050 -0.650 234 5,408 +21
Dec10 100122 65.950 65.950 64.400 64.900 -0.600 177 2,935 +93
Total Volume and Open Interest 38,438 201,481 -1,981
Pork Bellies(CME)
Feb10 100122 89.050 89.050 86.000 86.500 -2.500 41 170 -8
Mar10 100122 88.000 88.000 85.600 85.600 -2.400 1 101 +1
May10 100122 90.535 91.100 89.000 89.800 -1.400 0 132 +0
Jul10 100122 91.600 92.900 91.000 91.600 -1.400 0 44 +0
Aug10 100122 88.000 88.000 88.000 88.000 unch 0 15 +0
Total Volume and Open Interest 42 462 -7
Class III Milk(CME)
Jan10 100122 14.45 14.50 14.45 14.49 +0.04 68 4,255 -61
Feb10 100122 14.04 14.28 14.04 14.18 +0.09 348 4,113 +20
Mar10 100122 14.10 14.30 13.92 14.16 -0.02 346 3,624 +46
Apr10 100122 14.33 14.37 14.08 14.21 -0.05 373 2,818 +121
May10 100122 14.74 14.79 14.55 14.70 -0.05 213 2,217 +53
Total Volume and Open Interest 1,823 28,003 +392
Cocoa(ICE)
Mar10 100122 3432 3443 3356 3425 -6 6,420 67,774 +168
May10 100122 3464 3465 3388 3454 -4 2,417 35,988 +726
Jul10 100122 3459 3467 3394 3463 +2 276 10,790 +13
Sep10 100122 3458 3470 3399 3470 +11 1,051 7,131 +257
Dec10 100122 3386 3458 3386 3458 +10 129 5,957 +3
Mar11 100122 3441 3455 3441 3455 +12 17 8,137 +8
May11 100122 3456 3456 3456 3456 +13 5 4,318 +5
Total Volume and Open Interest 10,315 142,372 +1,180
Coffee "C"(ICE)
Mar10 100122 138.75 141.25 137.30 139.60 +0.90 8,594 72,649 -1,781
May10 100122 141.00 143.00 139.10 141.40 +0.95 1,548 29,020 -834
Jul10 100122 142.10 144.50 140.80 143.00 +0.95 443 9,433 -210
Sep10 100122 144.00 145.85 142.05 144.35 +0.90 172 7,034 +42
Dec10 100122 145.00 147.35 144.00 146.05 +0.90 57 6,878 -1
Mar11 100122 148.00 148.00 147.70 147.70 +0.95 10 2,772 +10
Total Volume and Open Interest 10,898 128,399 -2,726
Orange Juice(ICE)
Mar10 100122 137.75 139.00 136.70 138.65 +1.90 1,744 22,869 -130
May10 100122 140.85 142.45 140.30 142.20 +2.20 487 6,872 +240
Jul10 100122 144.30 145.00 143.75 144.85 +1.80 443 3,644 +313
Sep10 100122 144.75 145.70 144.75 145.70 +1.55 101 1,077 +99
Nov10 100122 146.00 146.20 146.00 146.20 +2.05 5 374 +4
Jan11 100122 147.00 148.80 147.00 148.20 +1.80 3 569 +3
Total Volume and Open Interest 2,784 35,598 +529
Sugar #11(ICE)
Mar10 100122 28.95 29.28 28.47 28.78 -0.48 72,897 282,193 -9,352
May10 100122 27.91 28.02 27.36 27.60 -0.42 47,657 169,279 -639
Jul10 100122 24.08 24.44 23.85 24.02 -0.50 22,117 156,005 +4,269
Oct10 100122 21.71 22.00 21.51 21.82 -0.20 12,725 103,986 +1,953
Mar11 100122 19.89 20.00 19.64 19.86 -0.24 5,195 51,840 +350
Total Volume and Open Interest 164,501 835,716 -3,625
London Cocoa(LCE)
London Sugar(LCE)
Cotton(ICE)
Mar10 100122 71.85 71.95 70.98 71.07 -0.78 8,196 98,985 -1,345
May10 100122 72.94 72.97 72.20 72.31 -0.75 2,418 29,778 +934
Jul10 100122 74.00 74.05 73.17 73.40 -0.70 942 25,372 -202
Oct10 100122 72.72 72.72 72.72 72.72 -0.77 14 172 +6
Dec10 100122 73.30 73.45 72.66 72.92 -0.63 890 18,103 +272
Mar11 100122 74.37 74.37 74.37 74.37 -0.61 0 337 +0
Total Volume and Open Interest 12,463 173,626 -332
Lumber(CME)
Mar10 100122 250.2 251.5 246.6 250.4 +2.4 545 6,355 +58
May10 100122 270.6 271.9 267.5 271.9 +0.2 155 2,717 +67
Jul10 100122 276.8 276.9 272.2 276.9 +0.1 53 858 +11
Sep10 100122 270.7 273.0 270.7 271.1 +0.1 21 402 +18
Total Volume and Open Interest 774 10,336 +154
Crude Oil(NYM)
Mar10 100122 75.84 76.50 74.01 74.54 -1.54 327,417 366,538 -6,425
Apr10 100122 76.18 76.95 74.37 74.92 -1.61 73,163 135,093 +2,046
May10 100122 76.77 77.55 74.96 75.46 -1.67 29,749 74,065 +2,396
Jun10 100122 77.37 78.12 75.49 76.05 -1.69 28,295 125,376 -1,698
Jul10 100122 78.13 78.54 76.09 76.63 -1.70 5,051 43,658 +269
Aug10 100122 79.20 79.20 77.08 77.17 -1.69 2,791 18,364 +290
Sep10 100122 79.44 79.44 77.38 77.68 -1.69 3,542 28,222 -1,242
Oct10 100122 78.40 78.75 77.80 78.19 -1.70 2,222 18,713 -582
Nov10 100122 79.67 79.67 78.70 78.70 -1.72 2,580 24,509 +502
Dec10 100122 80.73 81.27 78.87 79.23 -1.74 20,570 186,721 +191
Jan11 100122 80.75 80.75 79.59 79.61 -1.74 828 21,302 -60
Feb11 100122 79.95 79.95 79.95 79.95 -1.73 602 12,065 -16
Mar11 100122 80.29 80.29 80.29 80.29 -1.72 957 8,007 +525
Apr11 100122 80.62 80.62 80.62 80.62 -1.71 1,208 9,741 +150
May11 100122 80.89 80.89 80.89 80.89 -1.70 686 3,821 +85
Jun11 100122 81.91 81.91 81.14 81.14 -1.69 561 22,053 +54
Total Volume and Open Interest 506,795 1,326,300 -3,286
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 100122 75.850 76.500 74.000 74.550 -1.525 12,239 4,793 +112
Apr10 100122 76.250 76.950 74.375 74.925 -1.600 432 405 +41
May10 100122 76.875 77.500 75.450 75.450 -1.675 67 61 -23
Jun10 100122 78.075 78.075 75.600 76.050 -1.700 28 75 +22
Jul10 100122 77.175 77.175 76.625 76.625 -1.700 1 12 +1
Aug10 100122 77.175 77.175 77.175 77.175 -1.675 1 2 +1
Sep10 100122 77.675 77.675 77.675 77.675 -1.700 1 0 -1
Oct10 100122 78.200 78.200 78.200 78.200 -1.700 1 2 +0
Total Volume and Open Interest 12,770 5,451 +153
Heating Oil(NYM)
Feb10 100122 198.00 199.60 193.19 194.16 -4.40 30,250 47,298 -628
Mar10 100122 199.25 200.65 194.33 195.30 -4.45 49,102 83,275 +2,758
Apr10 100122 199.98 201.23 195.19 195.96 -4.44 15,020 35,659 +532
May10 100122 200.95 201.82 195.90 196.75 -4.55 5,433 20,750 +228
Jun10 100122 201.88 202.60 197.00 197.80 -4.58 9,636 35,624 +12
Jul10 100122 203.48 203.48 199.70 199.70 -4.50 1,175 12,401 +73
Aug10 100122 205.00 205.00 201.80 201.80 -4.38 961 6,003 +46
Sep10 100122 206.07 206.40 204.15 204.15 -4.33 1,160 9,351 +363
Oct10 100122 207.70 209.07 206.40 206.77 -4.30 364 8,690 +9
Nov10 100122 211.00 211.95 209.42 209.42 -4.28 230 6,291 +12
Dec10 100122 215.75 215.75 211.85 212.07 -4.26 1,832 18,280 +95
Jan11 100122 215.60 216.30 214.65 214.65 -4.20 92 9,484 +27
Total Volume and Open Interest 115,937 314,626 +3,731
Gasoline(NYMEX)
Feb10 100122 198.49 200.04 195.55 196.57 -1.72 41,145 37,623 -8,084
Mar10 100122 199.53 201.11 196.38 197.34 -2.10 63,797 91,442 +1,784
Apr10 100122 208.80 210.61 205.50 206.47 -2.54 23,414 39,888 -570
May10 100122 211.09 211.09 206.75 207.26 -2.82 13,061 23,286 +1,644
Jun10 100122 210.41 211.71 207.05 207.58 -3.14 11,716 22,122 +1,232
Jul10 100122 211.55 211.55 206.90 207.31 -3.39 3,925 12,524 -99
Aug10 100122 208.12 208.12 206.71 206.71 -3.51 5,489 7,374 -179
Sep10 100122 207.38 207.57 205.79 205.96 -3.58 2,723 10,328 +690
Oct10 100122 197.00 197.83 196.39 196.39 -3.69 1,568 4,222 -93
Nov10 100122 197.40 197.40 195.99 195.99 -3.71 1,663 11,207 +0
Total Volume and Open Interest 169,426 275,628 -3,519
e-miNY RBOB Gasoline(NYM)
Feb10 100122 196.60 196.60 196.57 196.60 -1.70 0 11 +0
Mar10 100122 197.30 197.34 197.30 197.30 -2.10 0 1 +0
Apr10 100122 206.50 206.50 206.47 206.50 -2.50      
May10 100122 207.30 207.30 207.26 207.30 -2.80      
Total Volume and Open Interest 0 12 +0
Natural Gas(NYM)
Feb10 100122 5.658 5.869 5.650 5.819 +0.204 115,564 34,706 -13,886
Mar10 100122 5.600 5.804 5.594 5.750 +0.182 67,116 210,278 +1,675
Apr10 100122 5.570 5.738 5.551 5.688 +0.159 25,261 86,195 +1,610
May10 100122 5.670 5.767 5.657 5.718 +0.143 13,328 65,632 +2,713
Jun10 100122 5.684 5.822 5.684 5.774 +0.134 6,173 25,357 +675
Jul10 100122 5.751 5.894 5.751 5.846 +0.129 2,310 24,665 -583
Aug10 100122 5.818 5.951 5.818 5.911 +0.127 1,667 33,050 -4
Sep10 100122 5.912 5.987 5.888 5.941 +0.127 1,889 22,493 -265
Oct10 100122 6.001 6.086 5.997 6.045 +0.131 5,454 49,345 +1,154
Nov10 100122 6.270 6.369 6.270 6.335 +0.111 1,063 12,620 +0
Dec10 100122 6.618 6.690 6.612 6.655 +0.101 1,424 20,971 -189
Jan11 100122 6.840 6.910 6.817 6.870 +0.101 3,193 28,534 +1,021
Feb11 100122 6.799 6.841 6.795 6.825 +0.091 186 9,056 +41
Mar11 100122 6.605 6.670 6.595 6.630 +0.086 1,219 22,740 +104
Apr11 100122 6.080 6.106 6.044 6.090 +0.066 426 22,394 +53
May11 100122 6.000 6.090 6.000 6.060 +0.066 104 9,651 +89
Total Volume and Open Interest 246,814 773,300 -5,613
Brent Crude Oil(ICE)
Mar10 100122 74.40 75.15 72.17 72.83 -1.75 169,228 229,878 -4,591
Apr10 100122 75.06 75.81 73.00 73.51 -1.75 48,007 130,065 +2,761
May10 100122 76.10 76.47 73.78 74.21 -1.73 31,865 62,743 +1,914
Jun10 100122 76.34 77.09 74.60 74.91 -1.71 25,326 67,378 -452
Jul10 100122 76.98 77.70 75.40 75.58 -1.68 8,109 20,000 +846
Aug10 100122 78.07 78.28 76.15 76.19 -1.66 3,493 19,612 +195
Sep10 100122 78.10 78.82 76.74 76.74 -1.64 1,688 12,696 +162
Oct10 100122 78.63 79.35 77.14 77.27 -1.64 1,314 15,652 +22
Nov10 100122 79.16 79.72 77.76 77.79 -1.66 1,105 12,365 -229
Dec10 100122 79.70 80.44 78.17 78.34 -1.66 11,126 78,656 -368
Jan11 100122 78.81 78.81 78.81 78.81 -1.67 741 11,178 +106
Feb11 100122 79.26 79.26 79.26 79.26 -1.67 351 5,276 -28
Mar11 100122 79.69 79.69 79.69 79.69 -1.66 248 4,611 +2
Apr11 100122 80.11 80.11 80.11 80.11 -1.64 433 2,022 -118
Total Volume and Open Interest 306,688 775,893 +2,100
Gas Oil(ICE)
Feb10 100122 606.00 608.00 587.00 597.50 -14.75 55,890 107,795 -1,282
Mar10 100122 612.00 615.25 594.25 605.00 -14.50 61,384 110,091 -730
Apr10 100122 620.25 621.50 603.50 611.75 -14.25 18,610 50,614 +666
May10 100122 626.75 627.50 610.25 618.25 -14.25 3,822 31,216 +515
Jun10 100122 633.25 634.00 616.25 624.50 -14.50 5,842 42,816 -509
Jul10 100122 638.50 638.75 623.25 631.00 -14.50 1,442 21,035 +112
Aug10 100122 646.25 646.50 629.50 637.75 -14.25 798 22,031 -15
Sep10 100122 652.75 652.75 640.00 644.25 -14.25 1,660 21,695 +468
Oct10 100122 657.75 657.75 646.25 650.50 -14.25 692 11,923 -123
Nov10 100122 664.00 664.00 653.00 655.50 -14.25 410 10,735 +103
Total Volume and Open Interest 154,994 559,156 -241
Ethanol(CBOT)
Jan10 100106 1.949 1.958 1.941 1.957 +0.010 21 369 -4
Feb10 100122 1.809 1.809 1.778 1.783 -0.006 111 724 -31
Mar10 100122 1.799 1.799 1.773 1.779 -0.005 93 1,003 -32
Apr10 100122 1.799 1.799 1.775 1.780 -0.008 75 1,241 -34
May10 100122 1.786 1.786 1.774 1.779 -0.007 20 462 +9
Jun10 100122 1.780 1.780 1.777 1.777 -0.010 5 358 +0
Jul10 100122 1.780 1.781 1.769 1.773 -0.007 22 630 +7
Aug10 100122 1.770 1.770 1.752 1.755 -0.009 13 457 +10
Total Volume and Open Interest 389 6,681 -34
US Dollar Index(ICE)
Mar10 100122 78.515 78.730 78.220 78.430 -0.085 29,670 49,871 +4,800
Jun10 100122 78.905 78.905 78.605 78.730 -0.085 62 4,900 -36
Sep10 100122 79.030 79.030 79.030 79.030 -0.085 0 1 +0
Total Volume and Open Interest 29,732 54,772 +4,764
Australian Dollar(CME)
Mar10 100122 89.69 90.45 89.35 89.71 -0.21 143,145 118,380 -3,280
Jun10 100122 88.80 89.37 88.61 88.77 -0.20 35 4,271 -1
Sep10 100122 87.79 87.99 87.79 87.79 -0.20 0 20 +0
Total Volume and Open Interest 143,180 122,674 -3,281
British Pound(CME)
Mar10 100122 161.86 162.79 160.71 161.12 -0.91 152,647 79,877 -680
Jun10 100122 161.81 162.54 160.63 161.02 -0.91 102 885 -11
Sep10 100122 160.91 162.35 160.68 160.91 -0.91 0 79 +0
Total Volume and Open Interest 152,749 80,844 -691
Canadian Dollar(CME)
Mar10 100122 95.07 95.56 94.30 94.44 -0.75 91,003 99,974 -4,983
Jun10 100122 95.03 95.53 94.30 94.44 -0.75 304 1,794 +154
Sep10 100122 94.75 95.15 94.37 94.41 -0.74 9 645 +1
Dec10 100122 94.90 95.10 94.35 94.35 -0.75 8 541 +2
Total Volume and Open Interest 91,333 103,020 -4,817
Japanese Yen(CME)
Mar10 100122 110.62 111.41 110.44 111.32 +0.67 182,542 120,835 -297
Jun10 100122 110.71 111.41 110.53 111.38 +0.67 140 554 -7
Sep10 100122 111.47 111.47 110.79 111.47 +0.68 0 196 +0
Total Volume and Open Interest 182,682 121,609 -304
Swiss Franc(CME)
Mar10 100122 95.92 96.41 95.75 96.00 -0.04 60,850 34,054 -704
Jun10 100122 96.00 96.24 95.83 96.06 -0.04 30 165 +10
Sep10 100122 96.13 96.27 96.13 96.13 -0.04 0 8 +0
Total Volume and Open Interest 60,880 34,229 -694
EuroFX(CME)
Mar10 100122 140.82 141.80 140.64 141.34 +0.31 366,647 173,393 +3,687
Jun10 100122 140.62 141.75 140.62 141.30 +0.31 509 1,353 +11
Sep10 100122 141.21 141.40 140.90 141.21 +0.31 0 662 +0
Total Volume and Open Interest 367,156 175,424 +3,698
Mexican Peso(CME)
Feb10 100122 771.8 771.8 771.8 771.8 unch 0 3 +0
Mar10 100122 766.5 769.8 763.8 768.8 unch 33,316 103,617 -3,567
Total Volume and Open Interest 33,318 105,384 -3,569
30-Year T-Bonds(CBOT)
Mar10 100122 118~250 119~030 118~130 118~270 +0~070 284,956 651,400 -1,711
Jun10 100122 117~040 117~160 116~300 117~110 +0~070 495 1,361 +141
Sep10 100122 116~000 116~000 115~250 116~000 +0~070 2 5 +0
Total Volume and Open Interest 285,453 652,766 -1,570
10-Year T-Notes(CBOT)
Mar10 100122 117~290 118~015 117~230 117~290 +0~030 1,190,895 1,336,893 +43,042
Jun10 100122 116~105 116~150 116~065 116~110 +0~035 3,928 5,862 +2,673
Sep10 100122 114~250 114~250 114~210 114~250 +0~040      
Total Volume and Open Interest 1,194,823 1,342,755 +45,715
5-Year T-Notes(CBOT)
Mar10 100122 116~017 116~031 116~003 116~024 +0~018 524,985 812,529 +20,901
Jun10 100122 114~104 114~116 114~095 114~116 +0~021 2 67 +2
Sep10 100122 113~080 113~080 113~056 113~080 +0~024      
Total Volume and Open Interest 524,987 812,596 +20,903
2 Year T-Notes(CBOT)
Mar10 100122 108~110 108~121 108~106 108~115 +0~009 283,162 887,560 -805
Jun10 100122 108~043 108~049 108~036 108~046 +0~010 1,258 13,088 +1,139
Sep10 100122 107~105 107~105 107~094 107~105 +0~011      
Total Volume and Open Interest 284,420 900,648 +334
Eurodollars(CME)
Mar10 100122 99.725 99.725 99.695 99.705 -0.015 128,581 1,189,270 -5,824
Jun10 100122 99.615 99.615 99.580 99.595 -0.010 208,263 1,003,384 +22,454
Sep10 100122 99.335 99.340 99.305 99.335 +0.015 252,520 884,242 +7,451
Dec10 100122 98.965 98.985 98.940 98.975 +0.030 291,866 834,786 +12,625
Mar11 100122 98.580 98.615 98.560 98.605 +0.040 351,549 552,221 -471
Jun11 100122 98.205 98.245 98.185 98.235 +0.045 257,297 649,575 +7,334
Sep11 100122 97.865 97.895 97.835 97.890 +0.045 190,394 518,543 +6,102
Dec11 100122 97.540 97.565 97.505 97.560 +0.040 159,902 336,624 +4,790
Mar12 100122 97.255 97.275 97.215 97.265 +0.030 93,754 251,531 +350
Jun12 100122 96.970 96.990 96.930 96.975 +0.025 73,180 223,697 +3,845
Sep12 100122 96.715 96.730 96.660 96.705 +0.015 50,950 126,461 +4,892
Dec12 100122 96.455 96.475 96.405 96.445 +0.010 42,628 107,683 +2,168
Mar13 100122 96.260 96.270 96.200 96.240 +0.005 14,879 71,598 +2,039
Jun13 100122 96.075 96.080 96.005 96.045 unch 12,949 63,424 +466
Sep13 100122 95.900 95.900 95.830 95.865 unch 8,244 50,347 -329
Dec13 100122 95.715 95.720 95.650 95.685 +0.005 6,638 34,783 -664
Mar14 100122 95.575 95.590 95.515 95.550 +0.005 5,681 35,016 +66
Jun14 100122 95.430 95.445 95.375 95.415 +0.005 4,659 28,170 -620
Total Volume and Open Interest 2,173,887 7,130,524 +70,383
30 Day Federal Funds(CBOT)
Jan10 100122 99.885 99.887 99.882 99.885 -0.002 3,941 71,404 -2,083
Feb10 100122 99.870 99.870 99.860 99.865 -0.005 6,193 97,156 +1,124
Mar10 100122 99.855 99.855 99.845 99.855 unch 4,599 60,489 +492
Apr10 100122 99.835 99.840 99.830 99.840 +0.005 9,428 73,573 +3,076
May10 100122 99.820 99.830 99.815 99.825 +0.005 12,952 62,510 -724
Jun10 100122 99.805 99.820 99.800 99.815 +0.015 15,389 50,250 +6,442
Total Volume and Open Interest 76,061 573,438 +12,260
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 100122 99.570 99.580 99.570 99.580 unch 0 683 +0
Jun10 100122 99.620 99.620 99.620 99.620 unch 0 80 +0
Sep10 100122 99.640 99.640 99.640 99.640 unch 0 230 +0
Dec10 100122 99.625 99.625 99.625 99.625 unch 0 242 +0
Mar11 100122 99.600 99.600 99.600 99.600 unch      
Jun11 100122 99.575 99.575 99.575 99.575 unch      
Sep11 100122 99.575 99.575 99.575 99.575 unch      
Dec11 100122 99.380 99.380 99.380 99.380 unch      
Mar12 100122 99.345 99.345 99.345 99.345 unch      
Jun12 100122 99.395 99.395 99.395 99.395 unch      
Total Volume and Open Interest 0 1,235 +0
3-Mth Euro-Yen(SGX)
Mar10 100122 99.46 99.58 99.46 99.58 unch 317 4,281 -251
Jun10 100122 99.62 99.62 99.62 99.62 unch 326 1,591 +0
Sep10 100122 99.64 99.64 99.64 99.64 unch 0 1,666 +0
Dec10 100122 99.64 99.64 99.62 99.62 unch 100 1,431 +50
Mar11 100122 99.60 99.60 99.60 99.60 unch 0 664 +0
Jun11 100122 99.57 99.57 99.57 99.57 unch 0 52 +0
Sep11 100122 99.57 99.57 99.57 99.57 unch 0 51 +0
Dec11 100122 99.38 99.38 99.38 99.38 unch 0 101 +0
Total Volume and Open Interest 743 11,208 -201
Japanese Gov't Bonds(SGX)
Mar10 100122 139.00 139.45 138.90 139.19 +0.22 1,258 15,883 +42
Jun10 100122 139.11 139.11 139.11 139.11 +0.22      
Sep10 100122 139.11 139.11 139.11 139.11 +0.22      
Total Volume and Open Interest 1,258 15,883 +42
Euro-Bund(EUREX)
Mar10 100122 123.39 123.49 123.03 123.15 unch 1,005,314 883,288 -49,647
Jun10 100122 121.92 122.03 121.67 121.72 +0.02 127 937 +62
Sep10 100122 121.35 121.35 121.35 121.35 unch      
Total Volume and Open Interest 1,005,441 884,225 -49,585
Euro-Bobl(EUREX)
Mar10 100122 117.23 117.33 117.04 117.11 +0.03 635,514 749,505 -3,181
Jun10 100122 115.74 115.74 115.56 115.63 +0.02 106 114 +45
Sep10 100122 115.41 115.41 115.41 115.41 +0.03      
Total Volume and Open Interest 635,620 749,619 -3,136
3-Mth Euribor(EUREX)
Mar10 100122 99.330 99.330 99.310 99.315 -0.010 423 13,518 -410
Jun10 100122 99.110 99.115 99.085 99.090 +0.005 56 7,361 +26
Sep10 100122 98.815 98.835 98.815 98.815 +0.020 12 2,484 +0
Total Volume and Open Interest 853 27,094 -452
Long Gilt(LIFFE)
Mar10 100122 115~19 115~30 115~12 115~15 +0~04 145,192 249,913 -2,126
Jun10 100122 114~01 114~01 114~01 114~01 +0~04      
Total Volume and Open Interest 145,192 249,913 -2,126
3-Mth Short Sterling(LIFFE)
Mar10 100122 99.38 99.39 99.35 99.36 -0.01 57,293 333,764 -4,984
Jun10 100122 99.22 99.26 99.21 99.22 +0.02 112,058 393,930 -3,280
Sep10 100122 98.85 98.91 98.84 98.87 +0.06 166,246 356,525 +24,809
Dec10 100122 98.36 98.45 98.36 98.41 +0.08 141,830 344,768 +13,819
Mar11 100122 97.96 98.02 97.94 97.99 +0.09 125,350 304,030 +8,368
Jun11 100122 97.55 97.63 97.54 97.59 +0.09 78,105 170,644 -4,499
Total Volume and Open Interest 878,685 2,298,252 +37,132
3-Mth Euribor(LIFFE)
Mar10 100122 99.330 99.350 99.305 99.315 -0.010 130,107 790,157 +1,335
Jun10 100122 99.100 99.125 99.075 99.090 +0.005 210,370 799,383 +16,315
Sep10 100122 98.820 98.850 98.800 98.815 +0.020 208,931 601,805 -5,427
Total Volume and Open Interest 1,147,273 3,780,563 +26,345
3-Mth Aus T-Bills(SFE)
Mar10 100122 95.49 95.55 95.47 95.55 +0.05 21,030 284,634 +4,215
Jun10 100122 95.15 95.23 95.12 95.21 +0.06 19,258 205,349 +4,325
Sep10 100122 94.90 95.00 94.88 94.98 +0.07 11,057 106,150 +3,211
Dec10 100122 94.69 94.83 94.69 94.80 +0.08 6,778 91,724 +4,625
Mar11 100122 94.53 94.67 94.52 94.64 +0.09 1,604 31,781 +570
Jun11 100122 94.36 94.52 94.36 94.49 +0.08 254 24,552 -311
Sep11 100122 94.24 94.41 94.24 94.38 +0.10 586 16,916 +235
Dec11 100122 94.27 94.32 94.27 94.30 +0.11 126 8,116 +23
Mar12 100122 94.24 94.24 94.24 94.24 +0.10 0 3,169 +0
Jun12 100122 94.22 94.22 94.22 94.22 +0.10 0 1,186 +0
Total Volume and Open Interest 60,693 774,595 +16,893
10-Year Aus T-Bonds(SFE)
Mar10 100122 94.39 94.51 94.38 94.50 +0.10 31,769 338,115 -2,149
Jun10 100122 94.50 94.50 94.50 94.50 +0.10      
Total Volume and Open Interest 31,769 338,115 -2,149
3-Year Aus T-Bonds(SFE)
Mar10 100122 94.87 95.00 94.85 94.98 +0.10 154,452 567,786 +23,517
Jun10 100122 94.98 94.98 94.98 94.98 +0.10      
Total Volume and Open Interest 154,452 567,786 +23,517
Gold(CMX)
Feb10 100122 1095.4 1098.9 1081.9 1089.7 -13.5 271,810 197,322 -19,232
Apr10 100122 1095.9 1100.0 1083.0 1090.8 -13.4 48,792 164,706 +16,571
Jun10 100122 1095.5 1099.9 1084.0 1091.7 -13.4 2,206 50,260 -157
Aug10 100122 1097.6 1100.5 1087.0 1092.6 -13.3 1,150 22,281 +429
Oct10 100122 1093.3 1093.3 1093.3 1093.3 -13.3 60 7,260 +59
Dec10 100122 1098.7 1102.2 1087.0 1094.4 -13.3 2,177 29,362 -293
Feb11 100122 1099.4 1099.4 1096.0 1096.0 -13.3 27 7,947 +27
Apr11 100122 1098.0 1098.0 1098.0 1098.0 -13.3 3 4,039 +1
Jun11 100122 445.3 445.3 445.3 445.3 -13.4 0 7,170 +0
Aug11 100122 1103.6 1103.6 1103.6 1103.6 -13.5 0 1,486 +0
Oct11 100122 1106.8 1106.8 1106.8 1106.8 -13.7 0 1,360 +0
Dec11 100122 1111.2 1117.0 1106.6 1110.5 -13.9 87 10,932 +32
Total Volume and Open Interest 327,311 525,340 -2,424
Silver(CMX)
Mar10 100122 1745.5 1752.0 1688.0 1693.2 -57.8 50,924 73,803 -1,384
May10 100122 1743.5 1751.0 1695.0 1695.2 -57.9 3,754 15,772 +1,618
Jul10 100122 1747.0 1753.0 1697.0 1697.0 -57.8 666 9,794 +279
Sep10 100122 1743.5 1743.5 1698.7 1698.7 -57.9 15 2,879 +11
Dec10 100122 1748.5 1750.0 1698.0 1701.3 -58.1 572 11,088 +282
Mar11 100122 1745.0 1745.0 1704.0 1704.0 -58.3 5 771 +4
May11 100122 1702.0 1712.0 1702.0 1705.8 -58.5 13 1,718 +3
Total Volume and Open Interest 56,203 126,941 +721
Platinum(NYMEX)
Jan10 100122 1560.7 1560.7 1530.7 1536.4 -50.7 1 12 -6
Apr10 100122 1592.3 1594.0 1521.1 1544.5 -47.6 3,763 32,464 -600
Jul10 100122 1567.0 1569.7 1524.0 1544.3 -47.6 27 1,322 +20
Oct10 100122 1530.0 1544.3 1525.0 1544.3 -50.7 1 22 +1
Total Volume and Open Interest 3,796 33,860 -585
Palladium(NYMEX)
Mar10 100122 450.00 451.00 425.00 440.10 -13.85 2,822 22,730 +120
Jun10 100122 445.00 445.00 425.15 440.05 -13.85 56 833 -11
Sep10 100122 452.05 452.05 424.10 441.35 -12.55 2 18 -4
Total Volume and Open Interest 2,880 23,590 +105
Copper(CMX)
Mar10 100122 329.15 337.35 326.70 334.70 +5.20 37,495 96,876 +13
May10 100122 330.90 338.40 328.00 335.90 +5.20 2,604 20,756 -490
Jul10 100122 331.30 338.20 331.30 336.65 +5.20 641 11,001 +448
Sep10 100122 330.00 336.80 330.00 336.80 +5.25 154 4,471 -16
Dec10 100122 334.00 336.50 330.00 336.50 +5.25 152 4,336 +64
Total Volume and Open Interest 41,726 141,831 +50
DJIA Index(CBOT)
Mar10 100122 10323 10375 10120 10151 -187 622 12,667 +66
Jun10 100122 10147 10147 10090 10090 -187 2 12 -1
Sep10 100122 10031 10218 10031 10031 -187      
Dec10 100122 9981 10168 9981 9981 -187      
Total Volume and Open Interest 624 12,679 +65
S & P 500(CME)
Mar10 100122 1110.10 1115.70 1086.50 1091.00 -20.10 35,209 339,203 +2,138
Jun10 100122 1090.00 1107.20 1081.20 1086.10 -20.10 1,430 3,700 +728
Sep10 100122 1082.00 1102.30 1076.30 1081.20 -20.10 450 847 +400
Dec10 100122 1077.20 1098.80 1072.80 1077.20 -20.60 0 10 +0
Total Volume and Open Interest 37,089 343,761 +3,266
S & P 500 E-Mini(Globex)
Mar10 100122 1109.75 1115.75 1086.25 1091.00 -20.00 3,438,955 2,536,905 +54,733
Jun10 100122 1104.00 1110.50 1081.50 1086.00 -20.25 2,775 7,778 +466
Total Volume and Open Interest 3,441,749 2,546,095 +55,205
NASDAQ 100(CME)
Mar10 100122 1839.30 1848.80 1789.00 1797.80 -43.20 2,684 14,653 +562
Jun10 100122 1795.30 1825.00 1795.30 1795.30 -43.00 0 625 +0
Sep10 100122 1794.30 1795.30 1794.30 1794.30 -43.00      
Total Volume and Open Interest 2,684 15,278 +562
NASDAQ 100 E-Mini(Globex)
Mar10 100122 1841.30 1849.30 1789.50 1797.80 -43.20 501,308 325,303 +8,628
Jun10 100122 1839.30 1844.80 1787.80 1795.30 -43.00 849 3,739 +596
Total Volume and Open Interest 502,158 329,045 +9,225
S & P Midcap 400(CME)
Mar10 100122 734.00 737.00 718.50 721.00 -13.40 17 1,491 -4
Jun10 100122 718.90 718.90 718.90 718.90 -13.40      
Sep10 100122 716.90 716.90 716.90 716.90 -13.40      
Total Volume and Open Interest 17 1,491 -4
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Mar10 100122 10655 10660 10370 10380 -255 14,814 39,874 +114
Jun10 100122 10380 10395 10380 10380 -255      
Total Volume and Open Interest 14,814 39,874 +114
Nikkei 225(SGX)
Mar10 100122 10830 10850 10515 10595 -240 146,004 190,901 +1,765
Jun10 100122 11565 11565 10480 10540 -240 12 1,403 +31
Sep10 100122 10545 10545 10545 10545 -240 0 55 +0
Total Volume and Open Interest 146,017 194,369 +2,064
CAC 40(EURONEXT)
Feb10 100122 3837.5 3860.5 3786.0 3821.5 -42.0 155,020 344,397 -1,659
Mar10 100122 3839.0 3860.0 3787.5 3822.0 -41.5 1,695 80,120 +445
Apr10 100122 3817.0 3817.0 3817.0 3817.0 -43.0      
Total Volume and Open Interest 156,715 426,541 -1,214
Hang Seng Index(HKFE)
Jan10 100122 20460 20726 20208 20664 -79 101,691 76,532 -2,283
Feb10 100122 20457 20715 20200 20657 -71 2,904 5,777 +1,695
Mar10 100122 20428 20639 20145 20610 -79 441 5,552 +245
Total Volume and Open Interest 105,155 88,794 -347
DAX(EUREX)
Mar10 100122 5726.0 5744.5 5565.0 5702.5 -46.5 242,266 145,604 -4,310
Jun10 100122 5735.5 5747.0 5579.0 5711.5 -46.5 255 9,492 +108
Sep10 100122 5689.0 5721.5 5602.0 5721.5 -47.0 34 647 +9
Total Volume and Open Interest 242,555 155,743 -4,193
FT-SE 100(EURONEXT)
Mar10 100122 5274.00 5301.50 5146.00 5263.00 -32.00 157,973 663,465 -1,478
Jun10 100122 5240.50 5240.50 5183.00 5213.50 -32.00 0 2,375 +0
Sep10 100122 5175.50 5175.50 5175.50 5175.50 -33.00 0 323 +0
Total Volume and Open Interest 157,973 666,754 -1,478
SPI 200(SFE)
Mar10 100122 4805.0 4808.0 4669.0 4706.0 -95.0 47,068 197,163 +3,450
Jun10 100122 4729.0 4729.0 4729.0 4729.0 -96.0 0 1,740 +0
Sep10 100122 4729.0 4729.0 4729.0 4729.0 -96.0 0 2,038 +0
Total Volume and Open Interest 47,206 201,872 +3,588
GSCI(CME)
Feb10 100122 506.10 507.00 500.00 501.50 -7.40 341 17,983 -107
Mar10 100122 505.00 510.00 504.00 505.00 -7.25 2 0 +0
Apr10 100122 508.00 513.00 507.00 508.00 -7.25 2 0 +0
Total Volume and Open Interest 345 17,983 -107
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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