MRCI Logo
MRCI's End of Day Prices
Daily Futures Price Listing Wed January 27, 2010
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Mar10 100127 945.75 946.50 928.50 929.00 -18.50 81,769 220,120 -5,761
May10 100127 954.75 955.50 938.00 938.50 -18.50 27,761 73,733 +1,012
Jul10 100127 962.25 962.50 945.25 945.50 -18.50 21,659 64,213 -1,301
Aug10 100127 953.00 957.00 939.00 939.00 -18.00 233 1,961 +36
Sep10 100127 929.25 939.50 924.75 924.75 -14.75 240 1,825 -97
Nov10 100127 928.75 929.00 914.00 915.25 -14.00 9,560 83,159 +1,787
Jan11 100127 930.50 932.50 923.50 924.75 -14.00 206 5,256 +35
Total Volume and Open Interest 141,745 457,213 -4,221
Soybean Meal(CBOT)
Mar10 100127 286.70 286.90 280.50 281.30 -6.10 27,363 74,439 +949
May10 100127 279.50 279.50 273.30 274.50 -6.00 10,074 38,340 +322
Jul10 100127 278.50 278.50 272.70 273.50 -6.00 5,501 27,665 +1,239
Aug10 100127 274.20 274.40 271.00 271.10 -5.90 519 7,270 +122
Sep10 100127 270.50 273.40 267.00 267.70 -5.70 394 8,047 +68
Oct10 100127 265.50 265.50 262.00 262.20 -4.90 174 4,124 -7
Dec10 100127 265.00 265.20 260.50 261.10 -4.80 1,435 16,592 +390
Jan11 100127 266.00 267.20 262.40 262.40 -4.80 10 911 -1
Total Volume and Open Interest 45,475 179,176 +3,087
Soybean Oil(CBOT)
Mar10 100127 36.68 36.74 36.20 36.32 -0.45 34,403 123,993 -112
May10 100127 37.13 37.20 36.65 36.77 -0.46 11,664 42,989 +3,135
Jul10 100127 37.50 37.59 37.07 37.20 -0.45 6,876 33,311 +1,461
Aug10 100127 37.54 37.81 37.26 37.36 -0.45 135 2,782 +23
Sep10 100127 37.65 37.73 37.41 37.49 -0.45 380 4,334 +40
Oct10 100127 37.76 37.84 37.50 37.59 -0.44 317 2,336 -22
Dec10 100127 38.12 38.19 37.76 37.89 -0.44 1,297 21,255 +6
Jan11 100127 38.19 38.63 38.19 38.19 -0.44 2 34 -1
Total Volume and Open Interest 55,074 231,137 +4,530
Canola(WCE)
Mar10 100127 383.3 383.3 376.5 376.9 -6.7 5,696 84,483 -101
May10 100127 389.5 389.5 383.0 383.4 -6.5 1,016 16,892 +533
Jul10 100127 393.2 394.5 388.4 388.4 -6.4 920 11,832 +457
Nov10 100127 401.1 401.4 396.2 396.2 -6.4 334 10,297 +102
Jan11 100127 399.5 399.5 399.5 399.5 -6.4 0 282 +0
Total Volume and Open Interest 7,966 123,985 +991
Corn(CBOT)
Mar10 100127 362.25 363.50 358.25 358.25 -4.00 106,613 466,458 -2,691
May10 100127 373.00 374.25 369.00 369.25 -4.00 23,812 178,030 +2,345
Jul10 100127 382.50 383.75 378.25 378.50 -4.25 16,963 149,345 +3,370
Sep10 100127 389.50 391.00 385.25 385.25 -4.25 2,600 48,398 +161
Dec10 100127 395.25 397.00 391.75 391.75 -3.75 15,623 241,939 +662
Mar11 100127 406.00 406.00 402.00 402.25 -3.50 667 20,289 +121
Total Volume and Open Interest 167,159 1,135,793 +4,048
Wheat(CBOT)
Mar10 100127 493.50 495.00 483.00 483.75 -10.25 30,418 182,370 -3,178
May10 100127 505.75 508.00 496.75 497.75 -10.00 10,476 61,655 +3,018
Jul10 100127 518.50 520.00 508.50 509.50 -10.25 3,156 71,256 +15
Sep10 100127 535.00 535.00 524.50 525.00 -10.00 1,236 20,083 +147
Dec10 100127 561.00 561.00 551.00 552.00 -9.00 3,287 55,634 -656
Total Volume and Open Interest 49,333 401,938 -203
Wheat(KCBT)
Mar10 100127 498.00 500.00 490.00 490.50 -9.00 9,427 52,293 -336
May10 100127 511.00 511.75 502.25 502.50 -9.00 3,294 20,340 +1,093
Jul10 100127 521.75 523.50 514.00 514.25 -9.00 1,931 31,704 +651
Sep10 100127 530.50 530.50 526.25 526.25 -9.00 560 4,519 +226
Dec10 100127 553.00 553.25 544.00 544.00 -9.00 1,439 40,909 +806
Total Volume and Open Interest 16,671 151,085 +2,447
Wheat(MGE)
Mar10 100127 510.00 511.25 504.00 504.75 -5.50 2,148 16,499 -36
May10 100127 522.25 522.75 515.25 516.50 -5.75 653 7,678 +117
Jul10 100127 533.00 534.25 527.00 527.75 -5.75 494 10,877 +28
Sep10 100127 545.00 546.25 538.25 540.00 -5.50 216 4,772 +19
Dec10 100127 562.50 564.00 555.00 556.25 -7.50 447 6,003 -279
Total Volume and Open Interest 4,051 46,762 -91
Oats(CBOT)
Mar10 100127 233.00 233.00 227.00 228.75 -3.00 484 7,898 -46
May10 100127 239.00 240.75 235.75 237.50 -3.25 92 2,701 +18
Jul10 100127 244.00 248.25 243.00 245.00 -3.25 18 1,099 +0
Sep10 100127 252.50 255.75 252.50 252.50 -3.25 0 370 +0
Total Volume and Open Interest 610 13,259 -15
Rough Rice(CBOT)
Mar10 100127 14.11 14.27 13.98 14.01 -0.10 343 10,844 -85
May10 100127 14.39 14.53 14.28 14.29 -0.11 119 1,643 -1
Jul10 100127 14.62 14.67 14.53 14.53 -0.10 34 677 +0
Sep10 100127 13.67 13.68 13.49 13.58 -0.10 33 952 -17
Total Volume and Open Interest 535 15,031 -105
Live Cattle(CME)
Feb10 100127 85.550 85.800 85.150 85.385 -0.150 9,186 46,907 -2,629
Apr10 100127 89.330 89.680 88.800 88.980 -0.350 16,471 132,583 +707
Jun10 100127 87.450 87.800 87.035 87.200 -0.250 5,942 67,003 +1,208
Aug10 100127 87.150 87.350 86.700 86.930 -0.250 2,230 18,978 +894
Oct10 100127 89.650 89.750 89.135 89.350 -0.285 606 13,656 +313
Dec10 100127 89.900 90.100 89.550 89.700 -0.250 195 3,187 +147
Total Volume and Open Interest 34,702 284,138 +698
Feeder Cattle(CME)
Jan10 100127 96.600 96.785 96.535 96.650 unch 352 2,139 -100
Mar10 100127 98.980 99.350 98.100 98.535 -0.445 3,296 18,529 +493
Apr10 100127 100.230 100.730 99.550 100.000 -0.385 724 5,011 +259
May10 100127 100.800 101.150 100.100 100.580 -0.250 343 5,954 +46
Aug10 100127 101.950 102.250 101.450 101.930 -0.270 554 2,737 +152
Sep10 100127 102.000 102.000 101.450 101.600 -0.400 37 132 +41
Oct10 100127 101.500 101.850 101.000 101.850 -0.150 32 106 +29
Total Volume and Open Interest 5,344 34,630 +926
Lean Hogs(CME)
Feb10 100127 66.400 67.135 65.950 66.580 +0.105 9,194 22,215 -2,491
Apr10 100127 68.680 69.385 68.300 68.950 +0.270 16,625 87,614 -1,843
May10 100127 73.300 73.500 72.580 73.400 +0.300 299 4,661 -64
Jun10 100127 76.830 77.250 76.350 76.950 +0.150 5,732 47,028 +1,449
Jul10 100127 75.650 75.900 75.100 75.885 +0.410 1,165 15,116 -73
Aug10 100127 74.200 74.800 73.885 74.500 +0.150 624 11,620 +116
Oct10 100127 65.150 65.400 64.725 65.285 +0.085 174 5,665 +39
Dec10 100127 63.000 63.150 62.500 63.150 +0.150 282 3,069 +81
Total Volume and Open Interest 34,117 197,396 -2,798
Pork Bellies(CME)
Feb10 100127 81.500 83.000 81.350 81.700 +0.300 53 145 -19
Mar10 100127 82.350 82.800 81.600 82.500 +1.100 11 117 +4
May10 100127 85.000 85.100 84.600 84.800 +0.300 11 132 -2
Jul10 100127 88.500 88.500 88.400 88.500 unch 26 47 +3
Aug10 100127 85.135 85.135 85.135 85.135 unch 0 16 +0
Total Volume and Open Interest 101 457 -14
Class III Milk(CME)
Jan10 100127 14.53 14.55 14.53 14.54 unch 80 4,226 +2
Feb10 100127 14.16 14.20 14.11 14.15 unch 161 4,113 +73
Mar10 100127 13.99 14.03 13.62 13.68 -0.27 217 3,703 +56
Apr10 100127 14.07 14.07 13.66 13.70 -0.35 127 2,965 +19
May10 100127 14.37 14.37 13.95 13.96 -0.42 159 2,355 +94
Total Volume and Open Interest 1,257 28,967 +448
Cocoa(ICE)
Mar10 100127 3357 3370 3172 3268 -95 9,945 61,711 -3,249
May10 100127 3379 3406 3221 3308 -91 5,053 42,535 +2,863
Jul10 100127 3407 3414 3240 3322 -87 913 11,592 +437
Sep10 100127 3412 3414 3253 3332 -83 331 7,592 +144
Dec10 100127 3383 3410 3246 3332 -72 219 5,962 -82
Mar11 100127 3410 3410 3248 3335 -68 61 8,173 +28
May11 100127 3410 3410 3248 3327 -78 98 4,318 -5
Total Volume and Open Interest 16,645 144,201 +161
Coffee "C"(ICE)
Mar10 100127 138.00 139.00 133.35 133.55 -4.70 10,918 71,454 -1,074
May10 100127 140.00 140.90 135.25 135.45 -4.65 2,910 30,400 +408
Jul10 100127 141.45 142.40 136.95 137.10 -4.70 600 9,579 -17
Sep10 100127 142.85 143.80 138.60 138.65 -4.55 389 7,566 +208
Dec10 100127 145.00 145.75 140.55 140.55 -4.35 390 7,323 +73
Mar11 100127 146.35 147.50 142.35 142.35 -4.25 56 3,082 +40
Total Volume and Open Interest 15,312 130,012 -359
Orange Juice(ICE)
Mar10 100127 142.85 147.05 142.85 146.15 +3.30 637 22,527 +111
May10 100127 147.50 150.20 147.50 149.55 +3.30 224 7,545 +124
Jul10 100127 149.75 152.30 149.75 152.10 +3.15 70 3,756 +55
Sep10 100127 151.25 153.20 151.25 153.00 +3.05 10 1,072 -4
Nov10 100127 153.75 153.75 153.35 153.55 +3.30 6 386 +4
Jan11 100127 156.00 156.00 155.60 155.80 +3.35 4 582 +4
Total Volume and Open Interest 953 36,065 +296
Sugar #11(ICE)
Mar10 100127 29.30 29.40 28.16 28.36 -0.94 38,705 264,548 -6,778
May10 100127 28.10 28.27 27.11 27.36 -0.81 25,202 168,677 -1,136
Jul10 100127 24.00 24.16 23.42 23.71 -0.38 9,984 156,557 -611
Oct10 100127 21.80 21.90 21.20 21.48 -0.37 3,995 135,504 +29,721
Mar11 100127 20.08 20.33 19.55 19.86 -0.31 3,112 51,004 -960
Total Volume and Open Interest 82,050 847,442 +20,297
London Cocoa(LCE)
London Sugar(LCE)
Cotton(ICE)
Mar10 100127 70.01 70.28 69.03 69.23 -0.59 12,312 92,793 -2,595
May10 100127 71.27 71.60 70.38 70.61 -0.55 4,279 32,121 +853
Jul10 100127 72.50 72.55 71.40 71.68 -0.42 1,939 25,118 -320
Oct10 100127 70.86 70.86 70.86 70.86 -0.44 0 172 +0
Dec10 100127 72.00 72.00 70.87 70.99 -0.56 1,102 19,880 +1,233
Mar11 100127 72.79 72.79 72.79 72.79 -0.56 3 334 -3
Total Volume and Open Interest 19,646 171,297 -832
Lumber(CME)
Mar10 100127 247.9 249.1 237.5 237.6 -9.5 208 6,338 -10
May10 100127 270.0 270.4 260.7 262.4 -8.3 90 2,857 +44
Jul10 100127 274.5 274.5 267.5 267.8 -8.3 19 878 +5
Sep10 100127 271.7 274.8 269.0 269.0 -5.9 6 406 +4
Total Volume and Open Interest 323 10,488 +43
Crude Oil(NYM)
Mar10 100127 74.69 75.09 72.65 73.67 -1.04 256,207 352,878 -7,031
Apr10 100127 75.19 75.51 73.14 74.15 -1.00 60,873 131,555 +1,659
May10 100127 75.65 76.02 73.87 74.75 -0.98 29,897 82,949 +5,507
Jun10 100127 76.10 76.57 74.30 75.32 -0.97 35,752 125,062 +979
Jul10 100127 76.78 77.17 75.11 75.89 -0.96 10,313 42,190 -595
Aug10 100127 75.56 76.43 75.56 76.41 -0.97 5,860 18,457 -566
Sep10 100127 77.50 78.04 76.18 76.89 -0.98 5,185 28,540 -291
Oct10 100127 78.50 78.50 76.48 77.36 -0.99 2,408 20,007 +535
Nov10 100127 77.84 77.84 77.84 77.84 -0.99 1,989 25,311 +123
Dec10 100127 79.20 79.54 77.40 78.33 -1.00 27,920 187,768 +395
Jan11 100127 79.40 79.40 78.71 78.71 -0.99 1,339 21,167 +258
Feb11 100127 79.07 79.07 79.07 79.07 -0.98 1,444 12,556 +614
Mar11 100127 79.42 79.42 79.42 79.42 -0.98 1,038 8,202 +393
Apr11 100127 79.76 79.76 79.76 79.76 -0.98 100 10,029 +14
May11 100127 80.05 80.05 80.05 80.05 -0.97 96 3,893 -3
Jun11 100127 81.15 81.15 80.32 80.32 -0.96 544 21,886 +16
Total Volume and Open Interest 455,173 1,320,661 +2,528
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 100127 74.650 75.100 72.650 73.675 -1.025 8,721 4,426 +324
Apr10 100127 75.050 75.475 73.300 74.150 -1.000 332 550 +68
May10 100127 75.625 75.900 73.800 74.750 -0.975 149 143 +91
Jun10 100127 76.400 76.550 74.450 75.325 -0.975 13 87 +9
Jul10 100127 75.275 75.900 75.275 75.900 -0.950 0 14 +0
Aug10 100127 76.400 76.400 76.400 76.400 -0.975 1 2 +0
Sep10 100127 76.900 76.900 76.900 76.900 -0.975 1 1 +1
Oct10 100127 77.350 77.350 77.350 77.350 -1.000 0 2 +0
Total Volume and Open Interest 9,218 5,327 +493
Heating Oil(NYM)
Feb10 100127 195.03 196.45 189.58 191.68 -3.40 26,608 25,186 -8,748
Mar10 100127 196.15 197.50 190.47 192.67 -3.49 45,834 95,952 +4,400
Apr10 100127 196.78 198.00 191.34 193.34 -3.45 11,822 36,538 +1,208
May10 100127 197.20 198.24 191.98 194.29 -3.20 6,690 24,322 +1,737
Jun10 100127 198.20 199.00 193.12 195.44 -2.99 6,454 37,442 +83
Jul10 100127 199.53 200.63 195.00 197.34 -2.94 1,211 12,950 +115
Aug10 100127 200.72 202.39 198.40 199.33 -2.90 442 6,559 -5
Sep10 100127 204.21 204.72 200.92 201.62 -2.86 441 10,101 +58
Oct10 100127 205.86 207.30 202.00 204.17 -2.91 315 8,861 -14
Nov10 100127 208.72 209.76 205.00 206.67 -2.96 337 6,357 +23
Dec10 100127 212.00 212.30 207.00 209.17 -3.01 2,766 19,275 +916
Jan11 100127 213.58 214.61 209.44 211.62 -3.03 485 9,701 +199
Total Volume and Open Interest 103,761 315,328 +82
Gasoline(NYMEX)
Feb10 100127 197.00 198.07 191.15 193.92 -2.82 22,178 17,777 -6,988
Mar10 100127 198.00 198.96 191.85 194.74 -2.93 46,879 92,982 -1,896
Apr10 100127 207.27 208.14 201.89 204.42 -2.82 15,368 40,346 -817
May10 100127 208.20 208.90 202.43 205.30 -2.77 6,328 26,039 +1,315
Jun10 100127 208.22 208.87 202.76 205.60 -2.62 5,988 20,830 -342
Jul10 100127 208.02 208.02 202.40 205.29 -2.53 2,554 13,094 -97
Aug10 100127 207.21 207.21 203.39 204.62 -2.53 1,649 7,689 +218
Sep10 100127 205.04 206.34 202.42 203.77 -2.55 1,828 11,258 -73
Oct10 100127 197.03 197.03 192.73 194.07 -2.52 419 4,876 +15
Nov10 100127 195.50 195.50 192.41 193.66 -2.48 329 11,099 -2
Total Volume and Open Interest 103,969 261,580 -8,747
e-miNY RBOB Gasoline(NYM)
Feb10 100127 193.90 193.92 193.90 193.90 -2.80 0 6 +0
Mar10 100127 194.70 194.74 194.70 194.70 -3.00 0 6 +0
Apr10 100127 204.40 204.42 204.40 204.40 -2.80      
May10 100127 205.30 205.30 205.30 205.30 -2.80      
Total Volume and Open Interest 0 12 +0
Natural Gas(NYM)
Feb10 100127 5.460 5.482 5.223 5.274 -0.211 65,645 6,828 -16,141
Mar10 100127 5.400 5.440 5.182 5.224 -0.206 109,839 218,729 -5,119
Apr10 100127 5.385 5.420 5.166 5.206 -0.205 27,157 93,144 +2,901
May10 100127 5.430 5.460 5.217 5.258 -0.201 11,723 69,843 +1,417
Jun10 100127 5.475 5.498 5.287 5.329 -0.197 4,224 25,219 +278
Jul10 100127 5.574 5.574 5.376 5.413 -0.193 2,820 24,912 +212
Aug10 100127 5.610 5.610 5.448 5.485 -0.189 2,381 33,494 +41
Sep10 100127 5.641 5.641 5.487 5.518 -0.188 2,266 22,713 +319
Oct10 100127 5.738 5.757 5.582 5.623 -0.188 6,274 50,470 +433
Nov10 100127 6.076 6.076 5.931 5.958 -0.173 1,356 12,369 -303
Dec10 100127 6.446 6.471 6.284 6.313 -0.158 1,562 21,323 +144
Jan11 100127 6.701 6.702 6.513 6.541 -0.160 3,011 29,757 +589
Feb11 100127 6.592 6.596 6.494 6.501 -0.160 329 9,448 +97
Mar11 100127 6.427 6.427 6.294 6.316 -0.155 1,477 23,385 +103
Apr11 100127 5.954 5.955 5.850 5.876 -0.120 1,496 22,987 +510
May11 100127 5.900 5.900 5.835 5.851 -0.115 19 9,594 +5
Total Volume and Open Interest 242,232 769,887 -14,648
Brent Crude Oil(ICE)
Mar10 100127 73.20 73.62 71.28 72.24 -1.05 133,862 199,610 -7,397
Apr10 100127 73.67 74.20 71.91 72.86 -1.02 67,292 135,613 +117
May10 100127 74.44 74.85 72.60 73.54 -1.01 34,192 71,462 +8,753
Jun10 100127 75.05 75.51 73.38 74.22 -1.01 27,978 74,254 +5,068
Jul10 100127 75.49 76.11 73.99 74.84 -1.00 8,094 22,019 +1,347
Aug10 100127 76.24 76.61 74.96 75.41 -1.00 3,362 18,713 -141
Sep10 100127 76.48 77.12 75.25 75.94 -1.01 2,342 14,218 -46
Oct10 100127 76.96 77.60 75.57 76.44 -1.02 1,747 15,443 +197
Nov10 100127 77.43 78.07 76.24 76.94 -1.02 1,994 12,834 +36
Dec10 100127 78.31 78.60 76.55 77.44 -1.03 8,958 75,493 +472
Jan11 100127 77.96 77.96 77.92 77.92 -1.02 534 10,532 +132
Feb11 100127 78.37 78.37 78.37 78.37 -1.02 215 5,479 +18
Mar11 100127 78.79 78.79 78.79 78.79 -1.02 244 4,664 +12
Apr11 100127 79.21 79.21 79.21 79.21 -1.02 55 2,364 -18
Total Volume and Open Interest 294,539 766,026 +9,000
Gas Oil(ICE)
Feb10 100127 593.25 599.50 579.25 597.25 +1.00 36,172 100,506 +386
Mar10 100127 600.50 606.25 586.00 604.00 +0.50 48,592 136,221 +7,308
Apr10 100127 606.50 611.75 592.25 609.50 -0.25 16,383 61,070 +4,697
May10 100127 613.25 617.75 598.25 615.50 -0.25 6,821 33,910 +1,366
Jun10 100127 619.25 623.25 604.50 621.50 -0.25 8,849 45,113 +140
Jul10 100127 624.00 629.75 622.75 627.50 -0.25 3,562 22,229 -325
Aug10 100127 634.50 635.50 619.50 633.75 -0.50 2,796 22,196 +332
Sep10 100127 637.75 641.50 625.50 639.50 -0.75 3,129 22,887 +786
Oct10 100127 643.75 647.50 632.00 645.25 -0.75 1,565 12,240 +427
Nov10 100127 646.50 652.00 636.75 650.00 -0.75 1,559 11,605 +673
Total Volume and Open Interest 143,898 608,585 +20,525
Ethanol(CBOT)
Jan10 100106 1.949 1.958 1.941 1.957 +0.010 21 369 -4
Feb10 100127 1.796 1.803 1.780 1.785 -0.013 72 511 -61
Mar10 100127 1.782 1.785 1.780 1.782 -0.007 80 1,041 +5
Apr10 100127 1.780 1.783 1.775 1.778 -0.016 61 1,256 -15
May10 100127 1.775 1.776 1.770 1.775 -0.014 19 512 +15
Jun10 100127 1.776 1.776 1.769 1.772 -0.009 46 290 -16
Jul10 100127 1.767 1.767 1.765 1.767 -0.008 42 784 +12
Aug10 100127 1.753 1.753 1.746 1.751 -0.006 11 515 +5
Total Volume and Open Interest 375 6,891 -11
US Dollar Index(ICE)
Mar10 100127 78.675 79.050 78.530 78.870 +0.260 19,076 54,422 +3,507
Jun10 100127 79.000 79.310 78.910 79.175 +0.265 10 4,907 -4
Sep10 100127 79.400 79.470 79.400 79.470 +0.260 0 1 +0
Total Volume and Open Interest 19,086 59,330 +3,503
Australian Dollar(CME)
Mar10 100127 89.55 90.01 88.66 89.06 -0.54 111,066 108,572 -2,670
Jun10 100127 88.53 89.04 87.77 88.14 -0.53 143 4,271 +45
Sep10 100127 87.20 87.70 87.18 87.18 -0.52 0 20 +0
Total Volume and Open Interest 111,209 112,867 -2,625
British Pound(CME)
Mar10 100127 161.42 162.40 161.01 161.68 +0.29 136,692 85,836 +1,557
Jun10 100127 161.20 162.29 160.93 161.58 +0.29 308 556 -94
Sep10 100127 161.48 161.85 161.17 161.48 +0.29 1 80 +1
Total Volume and Open Interest 137,001 86,475 +1,464
Canadian Dollar(CME)
Mar10 100127 94.07 94.24 93.54 93.81 -0.48 76,331 88,156 -424
Jun10 100127 94.01 94.29 93.54 93.81 -0.48 373 1,910 +108
Sep10 100127 94.00 94.26 93.59 93.78 -0.48 38 659 +23
Dec10 100127 94.00 94.21 93.54 93.73 -0.48 61 582 +33
Total Volume and Open Interest 76,805 91,375 -258
Japanese Yen(CME)
Mar10 100127 111.58 112.21 111.01 111.19 -0.31 156,452 118,944 +1,176
Jun10 100127 112.00 112.24 111.09 111.25 -0.31 173 655 -7
Sep10 100127 111.30 111.65 111.30 111.34 -0.31 0 196 +0
Total Volume and Open Interest 156,625 119,819 +1,169
Swiss Franc(CME)
Mar10 100127 95.63 95.75 95.03 95.34 -0.29 56,858 33,917 +804
Jun10 100127 95.53 95.79 95.10 95.40 -0.29 29 148 -3
Sep10 100127 95.47 95.76 95.46 95.47 -0.29 0 8 +0
Total Volume and Open Interest 56,887 34,075 +801
EuroFX(CME)
Mar10 100127 140.79 140.95 139.91 140.33 -0.52 313,123 182,801 +2,820
Jun10 100127 140.62 140.77 139.89 140.29 -0.52 387 1,491 -28
Sep10 100127 140.19 140.72 140.04 140.19 -0.53 2 669 -1
Total Volume and Open Interest 313,513 184,978 +2,792
Mexican Peso(CME)
Feb10 100127 769.5 778.2 769.5 769.5 -8.8 0 3 +0
Mar10 100127 773.2 775.8 764.0 766.5 -8.8 22,866 95,645 +467
Total Volume and Open Interest 22,867 97,398 +468
30-Year T-Bonds(CBOT)
Mar10 100127 118~100 119~040 118~060 118~110 +0~020 210,760 649,420 -4,115
Jun10 100127 116~290 117~170 116~250 116~270 +0~020 135 3,000 +69
Sep10 100127 115~240 115~240 115~140 115~160 +0~020 5 4 -4
Total Volume and Open Interest 210,900 652,424 -4,050
10-Year T-Notes(CBOT)
Mar10 100127 117~270 118~090 117~180 117~210 -0~055 765,667 1,323,766 +16,978
Jun10 100127 116~100 116~210 116~020 116~040 -0~045 2,923 9,053 +2,111
Sep10 100127 114~190 114~225 114~190 114~190 -0~035      
Total Volume and Open Interest 768,590 1,332,819 +19,089
5-Year T-Notes(CBOT)
Mar10 100127 116~026 116~060 115~123 116~005 -0~016 332,500 832,582 +8,074
Jun10 100127 115~006 115~020 114~097 114~097 -0~015 1 76 +1
Sep10 100127 113~061 113~075 113~061 113~061 -0~014      
Total Volume and Open Interest 332,501 832,658 +8,075
2 Year T-Notes(CBOT)
Mar10 100127 108~114 108~126 108~099 108~105 -0~008 209,003 892,656 +4,340
Jun10 100127 108~042 108~056 108~032 108~032 -0~011 2,075 15,860 +1,156
Sep10 100127 107~087 107~101 107~087 107~087 -0~014      
Total Volume and Open Interest 211,078 908,516 +5,496
Eurodollars(CME)
Mar10 100127 99.705 99.720 99.705 99.710 unch 94,062 1,190,910 +2,380
Jun10 100127 99.590 99.605 99.575 99.575 -0.020 195,840 1,056,895 +21,317
Sep10 100127 99.345 99.370 99.300 99.305 -0.040 191,403 916,541 +11,565
Dec10 100127 99.000 99.035 98.925 98.935 -0.060 220,462 858,211 +5,647
Mar11 100127 98.625 98.670 98.530 98.545 -0.075 254,543 586,524 +17,072
Jun11 100127 98.250 98.300 98.145 98.160 -0.085 186,357 681,444 +10,492
Sep11 100127 97.900 97.950 97.790 97.810 -0.080 130,656 527,666 +4,329
Dec11 100127 97.565 97.615 97.460 97.480 -0.070 111,719 350,883 +4,148
Mar12 100127 97.255 97.315 97.170 97.190 -0.060 58,035 253,787 +722
Jun12 100127 96.960 97.025 96.880 96.905 -0.050 49,813 222,747 -73
Sep12 100127 96.700 96.755 96.625 96.645 -0.045 33,029 126,859 +1,451
Dec12 100127 96.440 96.490 96.370 96.390 -0.040 30,923 105,117 +378
Mar13 100127 96.230 96.280 96.170 96.190 -0.030 11,155 75,345 +1,306
Jun13 100127 96.035 96.080 95.980 95.995 -0.025 7,508 63,532 -397
Sep13 100127 95.860 95.895 95.800 95.820 -0.020 5,017 50,596 -86
Dec13 100127 95.675 95.705 95.615 95.640 -0.015 3,523 33,921 -126
Mar14 100127 95.530 95.565 95.480 95.505 -0.015 2,783 35,657 +425
Jun14 100127 95.395 95.425 95.340 95.370 -0.010 2,360 29,402 +613
Total Volume and Open Interest 1,599,800 7,343,987 +80,328
30 Day Federal Funds(CBOT)
Jan10 100127 99.887 99.890 99.885 99.887 +0.002 4,783 69,151 +286
Feb10 100127 99.865 99.870 99.865 99.865 unch 4,518 93,202 -1,373
Mar10 100127 99.850 99.855 99.845 99.850 unch 3,279 57,435 +746
Apr10 100127 99.840 99.840 99.830 99.835 -0.005 3,951 73,767 -659
May10 100127 99.820 99.825 99.810 99.820 -0.005 3,323 61,529 -1,538
Jun10 100127 99.810 99.810 99.795 99.805 -0.005 3,976 49,216 +32
Total Volume and Open Interest 35,621 572,149 -2,498
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 100127 99.580 99.580 99.580 99.580 unch 0 1,263 +0
Jun10 100127 99.620 99.620 99.620 99.620 unch 0 80 +0
Sep10 100127 99.640 99.640 99.640 99.640 unch 0 230 +0
Dec10 100127 99.625 99.625 99.625 99.625 unch 0 242 +0
Mar11 100127 99.600 99.600 99.600 99.600 unch      
Jun11 100127 99.575 99.575 99.575 99.575 unch      
Sep11 100127 99.575 99.575 99.575 99.575 unch      
Dec11 100127 99.505 99.505 99.505 99.505 unch      
Mar12 100127 99.470 99.470 99.470 99.470 +0.005      
Jun12 100127 99.520 99.520 99.520 99.520 +0.005      
Total Volume and Open Interest 0 1,815 +0
3-Mth Euro-Yen(SGX)
Mar10 100127 99.58 99.58 99.57 99.58 +0.01 569 4,434 -326
Jun10 100127 99.64 99.64 99.62 99.62 +0.01 20 1,662 +21
Sep10 100127 99.64 99.64 99.64 99.64 +0.00 40 1,666 +0
Dec10 100127 99.62 99.62 99.62 99.62 +0.00 0 1,431 +0
Mar11 100127 99.60 99.60 99.60 99.60 +0.00 0 664 +0
Jun11 100127 99.57 99.57 99.57 99.57 +0.00 0 52 +0
Sep11 100127 99.57 99.57 99.57 99.57 +0.00 0 51 +0
Dec11 100127 99.50 99.50 99.50 99.50 +0.00 0 102 +0
Total Volume and Open Interest 629 11,433 -305
Japanese Gov't Bonds(SGX)
Mar10 100127 139.38 139.65 139.21 139.65 +0.31 2,010 15,678 +74
Jun10 100127 139.57 139.57 139.57 139.57 +0.31      
Sep10 100127 139.57 139.57 139.57 139.57 +0.31      
Total Volume and Open Interest 2,010 15,678 +74
Euro-Bund(EUREX)
Mar10 100127 123.30 123.61 122.97 123.38 +0.10 733,356 892,217 +42,871
Jun10 100127 121.89 122.08 121.60 121.92 +0.09 75 1,024 +3
Sep10 100127 121.58 121.58 121.58 121.58 +0.10 50 0 +0
Total Volume and Open Interest 733,481 893,241 +42,874
Euro-Bobl(EUREX)
Mar10 100127 117.17 117.34 116.94 117.18 unch 490,500 733,603 -6,079
Jun10 100127 115.80 115.86 115.58 115.73 unch 308 640 +131
Sep10 100127 115.48 115.48 115.48 115.48 unch      
Total Volume and Open Interest 490,808 734,243 -5,948
3-Mth Euribor(EUREX)
Mar10 100127 99.320 99.320 99.315 99.320 +0.005 244 13,766 +119
Jun10 100127 99.085 99.085 99.055 99.065 -0.015 241 7,417 -24
Sep10 100127 98.790 98.790 98.760 98.775 -0.035 24 2,469 -15
Total Volume and Open Interest 739 27,387 +83
Long Gilt(LIFFE)
Mar10 100127 115~31 116~04 115~21 115~30 +0~01 109,314 256,008 +8,813
Jun10 100127 114~16 114~16 114~16 114~16 +0~01      
Total Volume and Open Interest 109,314 256,008 +8,813
3-Mth Short Sterling(LIFFE)
Mar10 100127 99.37 99.38 99.36 99.37 unch 48,964 301,669 -15,527
Jun10 100127 99.23 99.25 99.19 99.21 -0.02 115,315 350,507 -13,343
Sep10 100127 98.93 98.95 98.88 98.90 -0.02 134,971 320,878 -8,825
Dec10 100127 98.51 98.54 98.46 98.49 -0.01 136,707 334,893 +7,349
Mar11 100127 98.12 98.16 98.06 98.10 unch 123,721 324,189 +9,882
Jun11 100127 97.72 97.78 97.68 97.72 +0.01 82,557 175,184 -3,136
Total Volume and Open Interest 755,711 2,206,491 -32,034
3-Mth Euribor(LIFFE)
Mar10 100127 99.315 99.330 99.310 99.320 +0.005 111,134 694,220 -39,649
Jun10 100127 99.075 99.090 99.040 99.065 -0.015 267,154 808,672 +5,979
Sep10 100127 98.805 98.820 98.740 98.780 -0.030 226,747 560,762 -6,046
Total Volume and Open Interest 1,028,718 3,642,529 -38,611
3-Mth Aus T-Bills(SFE)
Mar10 100127 95.56 95.58 95.50 95.53 -0.03 29,390 287,215 +10,599
Jun10 100127 95.24 95.27 95.17 95.22 -0.01 30,821 208,012 +3,757
Sep10 100127 95.01 95.04 94.93 94.99 -0.01 10,028 104,772 +13
Dec10 100127 94.88 94.88 94.75 94.82 -0.01 7,512 90,592 +1,725
Mar11 100127 94.69 94.71 94.58 94.65 -0.01 2,023 33,084 +1,022
Jun11 100127 94.56 94.56 94.44 94.51 -0.01 597 24,449 +147
Sep11 100127 94.43 94.45 94.32 94.39 -0.02 121 16,841 +9
Dec11 100127 94.36 94.37 94.22 94.30 -0.02 1,088 8,571 +334
Mar12 100127 94.30 94.30 94.23 94.23 -0.03 463 3,269 +100
Jun12 100127 94.20 94.21 94.20 94.21 -0.03 4 1,186 +0
Total Volume and Open Interest 82,047 779,009 +17,706
10-Year Aus T-Bonds(SFE)
Mar10 100127 94.50 94.54 94.44 94.53 +0.07 31,504 341,108 +3,849
Jun10 100127 94.53 94.53 94.53 94.53 +0.07      
Total Volume and Open Interest 31,504 341,108 +3,849
3-Year Aus T-Bonds(SFE)
Mar10 100127 95.03 95.09 94.95 95.03 +0.03 183,812 601,169 +34,900
Jun10 100127 95.03 95.03 95.03 95.03 +0.03      
Total Volume and Open Interest 183,812 601,169 +34,900
Gold(CMX)
Feb10 100127 1097.4 1102.1 1083.0 1084.5 -13.8 230,154 95,596 -51,030
Apr10 100127 1094.5 1103.3 1084.1 1085.7 -13.8 104,594 244,334 +47,469
Jun10 100127 1100.7 1103.1 1085.8 1086.6 -13.8 2,773 52,509 +628
Aug10 100127 1102.7 1103.0 1086.2 1087.4 -13.9 250 22,515 +11
Oct10 100127 1097.7 1098.5 1088.2 1088.2 -13.9 102 7,737 +100
Dec10 100127 1104.6 1105.6 1088.0 1089.2 -13.9 1,757 32,179 +499
Feb11 100127 1100.2 1100.2 1090.7 1090.7 -14.0 48 7,569 +23
Apr11 100127 1092.6 1092.6 1092.6 1092.6 -14.1 6 3,783 -6
Jun11 100127 439.8 439.8 439.8 439.8 -14.1 4 6,342 +0
Aug11 100127 1098.0 1098.0 1098.0 1098.0 -14.2 0 1,486 +0
Oct11 100127 1101.2 1101.2 1101.2 1101.2 -14.3 0 1,360 +0
Dec11 100127 1117.0 1117.0 1104.8 1104.8 -14.3 132 11,048 +53
Total Volume and Open Interest 341,071 507,565 -2,045
Silver(CMX)
Mar10 100127 1680.0 1696.5 1642.5 1644.0 -42.0 46,809 70,681 -208
May10 100127 1685.0 1697.5 1646.0 1646.1 -42.1 2,286 16,276 +643
Jul10 100127 1700.0 1700.0 1647.8 1647.8 -42.1 478 10,479 +54
Sep10 100127 1691.5 1691.5 1649.3 1649.3 -42.2 11 2,881 +3
Dec10 100127 1701.5 1701.5 1651.0 1651.8 -42.3 613 10,934 -421
Mar11 100127 1654.4 1654.4 1654.4 1654.4 -42.3 9 776 -6
May11 100127 1665.0 1665.0 1656.1 1656.1 -42.4 4 1,693 +0
Total Volume and Open Interest 50,455 124,895 +120
Platinum(NYMEX)
Apr10 100127 1537.0 1537.0 1483.1 1492.1 -39.2 6,851 33,023 +322
Jul10 100127 1530.0 1530.0 1488.9 1491.9 -38.9 18 1,401 +17
Oct10 100127 1491.9 1491.9 1491.9 1491.9 -38.9 0 24 +0
Jan11 100127 1482.1 1482.1 1482.1 1482.1 -38.7 0 205 +0
Total Volume and Open Interest 6,883 34,697 +324
Palladium(NYMEX)
Mar10 100127 427.55 428.00 409.00 416.75 -10.80 1,739 22,313 -99
Jun10 100127 427.75 427.75 410.00 416.95 -11.00 111 1,012 +71
Sep10 100127 417.60 418.00 417.60 418.00 -11.00 0 17 +0
Total Volume and Open Interest 1,850 23,354 -28
Copper(CMX)
Mar10 100127 333.95 335.70 317.40 322.25 -11.70 27,220 92,429 -3,119
May10 100127 334.90 336.85 318.90 323.75 -11.60 3,166 23,067 +1,628
Jul10 100127 334.50 334.50 321.70 324.40 -11.65 542 11,311 +256
Sep10 100127 331.90 331.90 321.10 324.55 -11.60 853 4,806 +618
Dec10 100127 334.20 334.20 321.45 324.25 -11.50 59 4,611 -14
Total Volume and Open Interest 32,449 140,683 -550
DJIA Index(CBOT)
Mar10 100127 10156 10200 10060 10195 +57 1,527 13,492 +1,067
Jun10 100127 10000 10134 10000 10134 +57 1 14 +1
Sep10 100127 10075 10075 10018 10075 +57      
Dec10 100127 10025 10025 9968 10025 +57      
Total Volume and Open Interest 1,528 13,506 +1,068
S & P 500(CME)
Mar10 100127 1087.40 1096.00 1079.00 1094.60 +7.40 18,943 338,467 -274
Jun10 100127 1078.00 1089.70 1077.30 1089.70 +7.40 54 3,657 -119
Sep10 100127 1080.50 1084.80 1072.40 1084.80 +7.40 51 963 -49
Dec10 100127 1080.60 1080.60 1068.20 1080.60 +7.40 0 10 +0
Total Volume and Open Interest 19,048 343,098 -442
S & P 500 E-Mini(Globex)
Mar10 100127 1087.50 1096.25 1078.50 1094.50 +7.25 2,449,263 2,620,022 +30,225
Jun10 100127 1082.00 1091.00 1073.75 1089.75 +7.50 3,909 11,586 +2,658
Total Volume and Open Interest 2,453,177 2,633,024 +32,885
NASDAQ 100(CME)
Mar10 100127 1797.50 1822.00 1788.30 1809.00 +12.50 3,098 14,861 +151
Jun10 100127 1806.30 1807.00 1795.00 1806.30 +12.30 0 625 +0
Sep10 100127 1805.30 1806.00 1805.30 1805.30 +12.30      
Total Volume and Open Interest 3,098 15,486 +151
NASDAQ 100 E-Mini(Globex)
Mar10 100127 1798.80 1821.50 1787.80 1809.00 +12.50 419,117 357,335 +8,826
Jun10 100127 1795.00 1817.50 1785.50 1806.30 +12.30 501 3,912 +12
Total Volume and Open Interest 419,618 361,261 +8,838
S & P Midcap 400(CME)
Mar10 100127 716.00 721.00 710.00 719.30 +0.60 13 1,477 +0
Jun10 100127 717.10 717.10 717.10 717.10 +0.50      
Sep10 100127 715.10 715.10 715.10 715.10 +0.50      
Total Volume and Open Interest 13 1,477 +0
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Mar10 100127 10290 10365 10205 10350 -20 12,017 41,754 +2,072
Jun10 100127 10350 10370 10350 10350 -20      
Total Volume and Open Interest 12,017 41,754 +2,072
Nikkei 225(SGX)
Mar10 100127 10315 10380 10245 10260 -60 124,231 185,694 +142
Jun10 100127 10270 10290 10200 10200 -60 90 1,375 -12
Sep10 100127 10205 10205 10205 10205 -60 0 55 +0
Total Volume and Open Interest 124,471 189,170 +140
CAC 40(EURONEXT)
Feb10 100127 3767.0 3793.5 3735.0 3760.0 -47.5 117,323 345,696 -21,196
Mar10 100127 3768.0 3794.0 3742.5 3760.5 -48.0 937 74,792 +382
Apr10 100127 3780.0 3787.5 3744.5 3761.0 -46.0 2 1 +1
Total Volume and Open Interest 118,265 422,526 -20,811
Hang Seng Index(HKFE)
Jan10 100127 20104 20327 19906 19977 -113 123,368 33,010 -22,343
Feb10 100127 20111 20319 19888 19956 -133 40,964 68,605 +25,716
Mar10 100127 20070 20262 19847 19917 -120 968 6,148 +367
Total Volume and Open Interest 165,485 108,689 +3,734
DAX(EUREX)
Mar10 100127 5618.5 5690.0 5590.5 5643.0 -32.5 171,173 150,846 +1,718
Jun10 100127 5625.0 5698.0 5601.5 5652.5 -31.5 333 9,809 +170
Sep10 100127 5637.5 5690.0 5612.0 5662.0 -32.0 35 688 +9
Total Volume and Open Interest 171,541 161,343 +1,897
FT-SE 100(EURONEXT)
Mar10 100127 5190.00 5225.00 5148.50 5176.50 -57.00 106,553 690,838 -481
Jun10 100127 5122.00 5150.00 5120.00 5127.00 -57.00 0 2,476 +0
Sep10 100127 5089.50 5089.50 5089.50 5089.50 -57.00 0 323 +0
Total Volume and Open Interest 106,555 694,228 -481
SPI 200(SFE)
Mar10 100127 4607.0 4659.0 4586.0 4591.0 -85.0 45,744 204,012 +6,190
Jun10 100127 4650.0 4650.0 4614.0 4614.0 -85.0 49 1,855 -3
Sep10 100127 4614.0 4614.0 4614.0 4614.0 -85.0 0 2,038 +0
Total Volume and Open Interest 45,925 208,968 +6,319
GSCI(CME)
Feb10 100127 498.50 498.50 487.50 490.00 -10.10 578 17,376 -271
Mar10 100127 502.50 504.05 492.00 494.00 -10.00 2 0 +0
Apr10 100127 506.00 507.05 495.50 497.50 -9.50 2 0 +0
Total Volume and Open Interest 582 17,376 -271
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.