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MRCI's End of Day Prices

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Daily Futures Price Listing Mon February 01, 2010
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Mar10 100201 915.25 924.75 908.25 909.75 -4.25 85,062 214,916 -2,015
May10 100201 925.75 934.25 919.00 920.75 -4.00 26,395 85,246 +2,828
Jul10 100201 933.00 942.00 926.75 928.75 -4.00 21,732 68,961 +1,927
Aug10 100201 929.00 934.50 923.00 924.50 -2.50 445 2,488 +208
Sep10 100201 913.50 922.25 911.00 913.75 -3.25 460 2,227 +127
Nov10 100201 911.50 920.00 905.75 908.75 -2.50 14,755 85,476 +965
Jan11 100201 920.00 925.00 916.50 918.00 -2.50 173 5,233 +58
Total Volume and Open Interest 149,261 471,783 +4,118
Soybean Meal(CBOT)
Mar10 100201 274.30 278.00 271.30 271.80 -2.00 31,288 68,837 -1,998
May10 100201 269.00 271.40 266.30 266.90 -1.60 13,975 40,920 +1,446
Jul10 100201 268.50 270.40 265.50 265.90 -1.60 8,329 29,357 +535
Aug10 100201 265.00 267.90 264.30 264.30 -1.30 1,024 7,880 -10
Sep10 100201 263.10 265.50 261.80 261.80 -1.10 1,135 8,663 +284
Oct10 100201 260.50 262.30 257.80 257.80 -3.00 1,300 4,481 +110
Dec10 100201 260.00 262.50 257.80 257.80 -2.20 4,492 18,887 +998
Jan11 100201 261.10 261.50 259.20 259.20 -2.30 40 952 +5
Total Volume and Open Interest 61,762 181,986 +1,408
Soybean Oil(CBOT)
Mar10 100201 36.16 36.51 35.80 36.19 +0.04 31,761 121,693 -769
May10 100201 36.61 36.95 36.26 36.65 +0.04 15,752 51,231 +3,129
Jul10 100201 37.10 37.37 36.70 37.08 +0.05 12,778 37,053 +1,158
Aug10 100201 37.11 37.52 37.11 37.24 +0.05 326 3,089 +75
Sep10 100201 37.14 37.66 37.00 37.37 +0.04 569 4,905 +140
Oct10 100201 37.40 37.74 37.08 37.46 +0.05 1,004 3,163 +189
Dec10 100201 37.68 38.02 37.30 37.74 +0.06 2,969 24,010 +657
Jan11 100201 38.14 38.16 37.98 38.04 +0.06 37 71 +37
Total Volume and Open Interest 65,243 245,355 +4,653
Canola(WCE)
Mar10 100201 375.8 377.2 370.4 376.2 +0.4 9,272 76,079 -3,891
May10 100201 381.0 383.0 380.0 382.5 unch 3,243 24,605 +2,252
Jul10 100201 387.0 388.0 384.8 387.7 unch 275 12,705 +53
Nov10 100201 395.6 396.8 392.7 396.1 +1.2 104 10,944 +0
Jan11 100201 399.4 399.4 399.4 399.4 +1.2 1 284 +1
Total Volume and Open Interest 12,895 124,817 -1,585
Corn(CBOT)
Mar10 100201 356.25 360.75 355.50 359.00 +2.50 131,890 443,575 -2,163
May10 100201 367.00 371.75 366.50 370.25 +2.50 36,041 208,218 +9,872
Jul10 100201 377.00 382.00 376.00 380.25 +2.75 22,528 154,386 +1,455
Sep10 100201 384.00 388.25 383.25 387.50 +3.25 3,955 49,393 +907
Dec10 100201 390.00 395.00 390.00 394.50 +3.75 24,364 241,017 -2,104
Mar11 100201 400.25 406.00 400.25 405.50 +3.75 1,770 20,784 -96
Total Volume and Open Interest 221,861 1,149,428 +7,978
Wheat(CBOT)
Mar10 100201 476.00 483.75 473.00 474.75 +0.75 62,568 166,876 -8,234
May10 100201 490.00 498.00 487.25 489.50 +1.25 30,642 84,549 +10,883
Jul10 100201 502.25 509.50 498.00 501.50 +1.25 13,128 75,277 +2,130
Sep10 100201 517.50 524.75 515.50 517.25 +1.50 1,486 21,360 +632
Dec10 100201 542.00 550.75 542.00 543.75 +2.25 2,711 54,656 -64
Total Volume and Open Interest 111,371 414,891 +5,822
Wheat(KCBT)
Mar10 100201 487.50 494.00 483.50 487.50 +0.50 10,432 47,813 -912
May10 100201 500.00 505.25 497.50 499.50 +0.50 4,626 25,065 +2,370
Jul10 100201 511.50 516.25 505.00 510.50 +0.25 1,722 31,207 -390
Sep10 100201 522.00 526.75 521.00 522.25 +0.25 523 4,428 +105
Dec10 100201 540.25 545.00 538.25 539.75 +1.00 712 40,605 -131
Total Volume and Open Interest 18,157 150,583 +1,120
Wheat(MGE)
Mar10 100201 502.25 508.00 500.50 501.25 +0.50 1,672 15,690 -209
May10 100201 515.00 520.00 512.50 513.00 +0.75 655 7,832 -18
Jul10 100201 523.50 531.25 523.50 524.50 +1.00 401 10,212 -602
Sep10 100201 536.00 542.25 535.00 535.25 +0.75 98 4,767 -11
Dec10 100201 552.75 559.25 552.00 552.50 +1.25 304 5,481 -19
Total Volume and Open Interest 3,214 44,950 -793
Oats(CBOT)
Mar10 100201 225.00 231.00 223.75 228.00 unch 1,339 6,571 -658
May10 100201 234.25 237.50 232.50 237.50 +0.25 1,016 4,346 +742
Jul10 100201 241.75 245.00 241.75 245.00 +0.25 10 1,112 +6
Sep10 100201 253.00 253.00 252.75 253.00 +0.25 0 370 +0
Total Volume and Open Interest 2,405 13,727 +115
Rough Rice(CBOT)
Mar10 100201 14.18 14.19 14.06 14.15 -0.05 913 9,615 -360
May10 100201 14.45 14.51 14.38 14.47 -0.03 654 2,704 +474
Jul10 100201 14.65 14.70 14.65 14.69 -0.05 62 766 +44
Sep10 100201 13.76 13.80 13.64 13.77 -0.02 249 945 +12
Total Volume and Open Interest 1,946 14,965 +188
Live Cattle(CME)
Feb10 100201 85.830 85.850 85.230 85.250 -0.550 7,196 40,635 -2,327
Apr10 100201 89.250 89.480 88.550 88.700 -0.685 15,529 132,108 -599
Jun10 100201 87.700 87.850 87.180 87.230 -0.600 6,364 70,383 +848
Aug10 100201 87.230 87.230 86.750 86.930 -0.400 2,953 21,479 +868
Oct10 100201 89.885 89.885 89.400 89.500 -0.480 553 13,818 +91
Dec10 100201 90.200 90.250 89.850 90.050 -0.450 251 3,535 +151
Total Volume and Open Interest 32,936 283,947 -891
Feeder Cattle(CME)
Mar10 100201 98.980 99.000 97.635 97.730 -1.155 2,963 18,390 +3
Apr10 100201 100.700 100.885 99.650 99.680 -1.270 1,225 5,651 +418
May10 100201 101.500 101.500 100.680 100.850 -0.950 733 6,353 +222
Aug10 100201 102.850 102.850 101.850 102.100 -0.750 362 3,108 +238
Sep10 100201 101.980 102.000 101.850 102.000 -0.750 45 152 +22
Oct10 100201 101.500 101.750 101.500 101.700 -0.800 39 110 +9
Nov10 100201 102.000 102.050 101.750 102.000 -0.100 1 23 +1
Total Volume and Open Interest 5,368 33,787 +913
Lean Hogs(CME)
Feb10 100201 66.400 66.500 64.200 64.385 -2.115 4,630 18,849 -961
Apr10 100201 68.400 68.550 65.650 66.150 -2.450 13,454 84,374 -1,162
May10 100201 73.475 73.475 70.900 71.300 -2.350 187 4,665 -2
Jun10 100201 76.600 76.635 74.250 74.650 -2.075 3,741 47,218 +314
Jul10 100201 75.500 75.500 73.300 73.725 -1.925 863 15,388 +189
Aug10 100201 74.080 74.600 72.500 73.250 -1.385 375 11,954 +76
Oct10 100201 65.050 65.300 64.100 64.600 -1.230 218 5,894 +6
Dec10 100201 63.500 63.830 63.000 63.200 -0.900 94 3,136 +12
Total Volume and Open Interest 23,562 191,890 -1,528
Class III Milk(CME)
Feb10 100201 14.05 14.05 13.86 13.90 -0.15 109 4,084 +27
Mar10 100201 13.62 13.64 13.20 13.28 -0.34 118 3,714 +30
Apr10 100201 13.55 13.55 13.00 13.05 -0.50 189 3,193 +98
May10 100201 13.96 13.96 13.30 13.31 -0.59 124 2,598 +27
Jun10 100201 14.60 14.60 13.88 13.88 -0.62 92 2,213 +42
Total Volume and Open Interest 1,024 30,224 +364
Cocoa(ICE)
Mar10 100201 3191 3203 3143 3152 -32 11,614 52,550 +60
May10 100201 3238 3246 3187 3196 -33 7,416 50,712 +3,537
Jul10 100201 3250 3264 3207 3216 -33 901 12,552 +499
Sep10 100201 3252 3274 3224 3224 -42 290 8,057 +122
Dec10 100201 3261 3272 3233 3233 -39 183 5,882 -22
Mar11 100201 3263 3283 3240 3243 -36 141 8,704 +32
May11 100201 3240 3240 3223 3223 -69 73 4,483 +61
Total Volume and Open Interest 20,715 145,376 +4,384
Coffee "C"(ICE)
Mar10 100201 132.00 133.20 131.20 132.55 +0.85 10,265 64,031 -1,078
May10 100201 133.85 135.10 133.05 134.45 +0.85 4,116 34,627 +1,479
Jul10 100201 135.40 136.20 134.60 135.95 +0.85 1,531 10,403 +231
Sep10 100201 137.00 137.90 136.25 137.40 +0.75 816 7,775 -160
Dec10 100201 138.80 139.55 138.00 139.25 +0.75 921 7,363 -552
Mar11 100201 140.65 141.10 140.65 140.95 +0.75 154 3,407 +116
Total Volume and Open Interest 17,825 128,342 +45
Orange Juice(ICE)
Mar10 100201 136.10 138.50 134.50 137.20 +1.10 2,034 20,982 -1,384
May10 100201 139.70 142.00 138.10 140.85 +1.15 802 8,885 +549
Jul10 100201 141.40 144.30 141.40 143.85 +1.40 25 3,777 +0
Sep10 100201 145.00 145.25 144.60 144.85 +1.45 5 1,090 +1
Nov10 100201 144.95 144.95 144.80 144.80 +0.90 4 385 +1
Jan11 100201 147.75 147.75 147.60 147.60 +0.80 2 586 +1
Total Volume and Open Interest 2,874 35,904 -831
Sugar #11(ICE)
Mar10 100201 29.90 30.40 29.20 29.28 -0.62 80,551 258,746 +2,304
May10 100201 28.41 29.00 28.15 28.24 -0.36 52,976 180,183 +4,316
Jul10 100201 24.60 24.98 24.30 24.60 -0.11 15,455 162,463 +1,035
Oct10 100201 22.10 22.44 21.77 22.28 -0.04 5,848 146,681 +8,228
Mar11 100201 20.50 20.55 20.05 20.55 +0.01 4,949 53,836 +1,307
Total Volume and Open Interest 161,827 873,563 +17,765
London Cocoa(LCE)
Mar10 100201 2230 2249 2221 2225 -8 7,526 57,087 -1,338
May10 100201 2230 2249 2220 2225 -7 4,828 45,930 -1,381
Jul10 100201 2220 2233 2214 2214 -8 948 28,952 +39
Sep10 100201 2210 2219 2192 2196 -9 956 14,389 +59
Dec10 100201 2184 2192 2169 2170 -7 508 10,633 +365
Mar11 100201 2161 2172 2153 2153 -7 207 9,638 +60
May11 100201 2152 2152 2142 2142 -7 58 1,495 +38
Total Volume and Open Interest 15,031 168,124 -2,158
London Sugar(LCE)
Mar10 100201 745.20 747.70 728.70 733.60 -9.30 6,625 27,537 -897
May10 100201 745.20 749.40 731.90 739.30 -4.50 5,753 33,201 +936
Aug10 100201 696.80 699.20 685.20 695.80 +1.60 1,723 14,524 +783
Oct10 100201 623.20 624.30 611.00 620.60 -0.20 674 7,183 +101
Dec10 100201 569.20 570.30 565.80 570.30 +0.80 73 1,509 +39
Total Volume and Open Interest 14,906 85,066 +965
Cotton(ICE)
Mar10 100201 69.06 69.37 68.20 68.22 -0.81 10,434 83,475 -2,399
May10 100201 70.62 70.90 69.81 69.86 -0.77 7,037 38,161 +2,150
Jul10 100201 71.58 71.66 70.71 70.80 -0.67 2,754 27,137 +977
Oct10 100201 70.35 70.43 70.00 70.12 -0.43 4 178 +4
Dec10 100201 70.95 71.00 70.07 70.19 -0.65 1,005 21,004 +732
Mar11 100201 72.67 73.27 72.34 72.96 +0.32 9 325 -9
Total Volume and Open Interest 21,322 171,178 +1,474
Lumber(CME)
Mar10 100201 253.0 258.5 253.0 258.5 +10.0 1,328 5,168 -101
May10 100201 273.6 278.7 273.2 278.7 +10.0 730 3,688 +349
Jul10 100201 277.4 284.8 277.4 283.6 +8.0 81 910 +11
Sep10 100201 276.3 281.0 276.3 280.5 +5.5 5 410 +0
Total Volume and Open Interest 2,145 10,187 +260
Crude Oil(NYM)
Mar10 100201 72.84 74.99 72.49 74.43 +1.54 335,270 342,928 +1,498
Apr10 100201 73.30 75.44 72.96 74.91 +1.56 66,262 132,990 +3,773
May10 100201 73.70 76.08 73.61 75.52 +1.57 31,517 89,284 +502
Jun10 100201 74.31 76.65 74.19 76.11 +1.58 28,900 125,645 -5,774
Jul10 100201 74.79 77.10 74.79 76.66 +1.58 8,812 43,232 +1,045
Aug10 100201 75.46 77.65 75.46 77.17 +1.59 4,962 19,215 +349
Sep10 100201 75.70 77.64 75.70 77.64 +1.59 3,352 29,255 +664
Oct10 100201 77.38 78.10 77.38 78.10 +1.57 3,089 19,953 -320
Nov10 100201 76.67 79.03 76.62 78.58 +1.55 3,086 25,214 +24
Dec10 100201 77.37 79.51 77.37 79.07 +1.54 24,596 186,269 +2,755
Jan11 100201 79.40 79.44 79.40 79.44 +1.54 1,530 20,798 -155
Feb11 100201 79.79 79.79 79.79 79.79 +1.54 1,624 13,604 +503
Mar11 100201 80.12 80.12 80.12 80.12 +1.53 1,358 8,388 +128
Apr11 100201 80.43 80.43 80.43 80.43 +1.52 231 10,404 +48
May11 100201 80.69 80.69 80.69 80.69 +1.52 233 3,867 +10
Jun11 100201 80.61 80.93 80.51 80.93 +1.50 402 22,389 +94
Total Volume and Open Interest 530,099 1,319,629 +4,004
e-miNY Crude Oil(NYM)
Feb10 100119 77.825 79.075 76.775 79.025 +1.025 6,744 2,926 -836
Mar10 100201 72.825 75.025 72.450 74.425 +1.525 11,563 6,145 +600
Apr10 100201 73.175 75.425 72.950 74.900 +1.550 421 756 +110
May10 100201 74.500 75.525 74.150 75.525 +1.575 44 163 +11
Jun10 100201 74.200 76.575 74.200 76.100 +1.575 7 99 +5
Jul10 100201 76.650 76.650 76.650 76.650 +1.575 0 13 +0
Aug10 100201 75.525 77.175 75.525 77.175 +1.600 1 3 +1
Sep10 100201 77.650 77.650 77.650 77.650 +1.600 0 1 +0
Oct10 100201 78.100 78.100 78.100 78.100 +1.575 1 3 +1
Nov10 100201 78.575 78.575 78.575 78.575 +1.550 1 2 +1
Total Volume and Open Interest 12,042 7,290 +733
Heating Oil(NYM)
Mar10 100201 191.30 196.98 190.85 195.49 +4.19 45,017 99,204 +2,674
Apr10 100201 191.89 197.48 191.76 196.05 +4.11 10,290 38,678 -334
May10 100201 192.83 198.05 192.41 196.69 +4.02 6,078 27,370 +490
Jun10 100201 193.15 199.14 193.15 197.72 +4.03 4,965 39,086 +139
Jul10 100201 197.37 199.80 195.99 199.58 +3.98 903 13,396 -171
Aug10 100201 199.45 202.58 199.20 201.62 +3.94 323 7,203 +5
Sep10 100201 201.58 205.00 201.58 203.90 +3.89 393 9,445 -11
Oct10 100201 203.50 206.70 203.50 206.40 +3.89 348 9,155 +13
Nov10 100201 207.40 208.83 206.83 208.83 +3.89 302 6,420 +104
Dec10 100201 207.10 211.26 207.10 211.26 +3.89 908 21,103 +87
Jan11 100201 211.77 213.64 211.29 213.64 +3.84 313 10,588 +88
Feb11 100201 215.06 215.06 215.06 215.06 +3.84 284 4,191 +81
Total Volume and Open Interest 70,500 304,097 -6,789
Gasoline(NYMEX)
Mar10 100201 191.30 194.75 189.73 193.21 +1.87 48,875 89,131 +214
Apr10 100201 201.70 206.07 201.29 204.65 +2.53 20,643 40,111 +352
May10 100201 203.30 207.30 202.59 205.93 +2.77 6,787 26,926 +788
Jun10 100201 203.73 207.54 202.95 206.52 +2.94 3,290 22,404 +463
Jul10 100201 202.48 207.68 202.48 206.31 +2.96 2,120 13,571 -223
Aug10 100201 203.53 205.71 203.53 205.71 +3.02 787 8,345 +121
Sep10 100201 203.14 205.11 203.07 204.92 +3.11 814 12,403 -22
Oct10 100201 192.96 195.30 192.71 195.30 +3.22 301 4,964 +64
Nov10 100201 192.66 194.97 192.10 194.97 +3.39 381 11,108 +0
Dec10 100201 191.50 195.61 191.50 195.61 +3.43 490 9,238 +79
Total Volume and Open Interest 84,566 245,080 -4,926
e-miNY RBOB Gasoline(NYM)
Mar10 100201 193.20 193.21 193.20 193.20 +1.90 1 7 +1
Apr10 100201 204.70 204.70 204.65 204.70 +2.60      
May10 100201 205.90 205.93 205.90 205.90 +2.70      
Jun10 100201 206.50 206.52 206.50 206.50 +2.90      
Total Volume and Open Interest 1 7 +1
Natural Gas(NYM)
Mar10 100201 5.247 5.450 5.236 5.434 +0.303 79,679 215,687 -3,504
Apr10 100201 5.217 5.410 5.214 5.405 +0.285 25,506 97,069 +1,672
May10 100201 5.292 5.454 5.260 5.450 +0.279 14,632 77,163 +2,788
Jun10 100201 5.374 5.517 5.363 5.517 +0.275 6,159 25,032 +1,109
Jul10 100201 5.450 5.591 5.406 5.591 +0.269 3,220 25,141 +129
Aug10 100201 5.527 5.660 5.516 5.656 +0.266 1,849 34,970 +503
Sep10 100201 5.568 5.689 5.545 5.689 +0.264 1,550 23,032 +340
Oct10 100201 5.700 5.803 5.651 5.795 +0.260 6,878 50,964 +754
Nov10 100201 6.002 6.111 5.999 6.110 +0.233 1,651 12,531 +212
Dec10 100201 6.341 6.451 6.323 6.450 +0.215 2,423 23,048 +537
Jan11 100201 6.522 6.680 6.522 6.680 +0.210 4,234 30,070 +314
Feb11 100201 6.534 6.645 6.534 6.645 +0.205 437 9,898 +121
Mar11 100201 6.342 6.455 6.338 6.455 +0.200 2,162 22,344 -364
Apr11 100201 5.933 6.003 5.906 5.995 +0.165 1,032 22,522 +239
May11 100201 5.875 5.970 5.875 5.970 +0.160 43 9,814 +26
Jun11 100201 5.970 6.030 5.970 6.020 +0.160 20 4,325 -25
Total Volume and Open Interest 151,967 776,283 +5,040
Brent Crude Oil(ICE)
Mar10 100201 71.35 73.65 71.13 73.11 +1.65 147,501 177,555 -7,562
Apr10 100201 71.89 74.23 71.76 73.71 +1.63 62,977 143,747 +3,692
May10 100201 72.51 74.84 72.51 74.38 +1.62 28,333 84,377 +3,021
Jun10 100201 73.28 75.37 73.20 75.06 +1.62 22,535 79,425 +429
Jul10 100201 74.00 75.97 74.00 75.68 +1.63 8,192 26,436 +199
Aug10 100201 74.58 76.52 74.58 76.23 +1.61 5,263 18,587 +564
Sep10 100201 75.20 77.03 75.20 76.75 +1.60 4,367 13,888 -612
Oct10 100201 75.81 77.50 75.81 77.23 +1.57 3,792 14,803 -738
Nov10 100201 76.50 77.98 76.44 77.71 +1.57 3,295 12,866 -107
Dec10 100201 76.53 78.49 76.53 78.21 +1.56 10,696 77,219 +747
Jan11 100201 78.32 78.67 78.32 78.67 +1.55 861 11,117 +128
Feb11 100201 79.11 79.11 79.11 79.11 +1.55 415 5,441 +113
Mar11 100201 79.52 79.52 79.52 79.52 +1.56 453 4,900 +99
Apr11 100201 79.92 79.92 79.92 79.92 +1.56 306 2,496 +43
Total Volume and Open Interest 304,018 776,550 +438
Gas Oil(ICE)
Feb10 100201 581.00 594.75 576.50 586.50 unch      
Mar10 100201 587.75 601.75 583.00 593.50 +0.25      
Apr10 100201 590.00 607.50 590.00 599.75 +0.50      
May10 100201 600.00 614.00 598.25 606.25 +1.00      
Jun10 100201 602.00 620.25 602.00 612.50 +1.00      
Jul10 100201 612.00 621.50 612.00 618.75 +1.25      
Aug10 100201 618.50 625.50 618.50 625.25 +1.50      
Sep10 100201 624.50 635.25 624.50 631.50 +1.75      
Oct10 100201 630.75 637.50 630.75 637.25 +1.50      
Nov10 100201 635.00 641.75 635.00 641.75 +1.25      
Total Volume and Open Interest 136,800 625,930 +1,010
Ethanol(CBOT)
Feb10 100201 1.791 1.793 1.791 1.793 +0.006 86 302 -116
Mar10 100201 1.780 1.784 1.773 1.782 +0.005 187 860 -35
Apr10 100201 1.776 1.785 1.773 1.780 unch 154 1,429 +130
May10 100201 1.771 1.780 1.770 1.779 +0.003 33 597 +8
Jun10 100201 1.775 1.780 1.775 1.776 +0.006 45 462 +14
Jul10 100201 1.757 1.779 1.757 1.773 +0.005 20 814 +10
Aug10 100201 1.742 1.765 1.742 1.752 +0.005 17 556 +17
Sep10 100201 1.736 1.740 1.736 1.738 +0.001 18 523 +18
Total Volume and Open Interest 636 7,186 +99
WTI Crude Oil(ICE
Mar10 100201 72.83 75.00 72.50 74.43 +1.54 77,993 114,884 -4,405
Apr10 100201 72.98 75.44 72.98 74.91 +1.56 21,150 55,303 -1,281
May10 100201 73.94 76.01 73.87 75.52 +1.57 9,645 33,469 +1,579
Jun10 100201 75.07 76.46 74.71 76.11 +1.58 8,758 44,867 -615
Jul10 100201 75.43 76.66 75.43 76.66 +1.58 1,830 24,776 +468
Aug10 100201 76.07 77.52 75.77 77.17 +1.59 2,072 15,005 +575
Sep10 100201 76.25 77.80 76.25 77.64 +1.59 1,440 12,374 -186
Oct10 100201 77.35 78.43 77.34 78.10 +1.57 1,059 10,168 -23
Nov10 100201 77.44 78.58 77.44 78.58 +1.55 1,694 9,530 +422
Dec10 100201 77.79 79.37 77.64 79.07 +1.54 7,269 73,264 +1,691
Jan11 100201 79.44 79.44 79.44 79.44 +1.54 1,374 11,658 +309
Feb11 100201 79.79 79.79 79.79 79.79 +1.54 645 6,263 +31
Mar11 100201 80.12 80.12 80.12 80.12 +1.53 10 3,198 +0
Apr11 100201 80.43 80.43 80.43 80.43 +1.52 5 2,234 +0
May11 100201 80.69 80.69 80.69 80.69 +1.52 15 1,078 +5
Jun11 100201 80.93 80.93 80.93 80.93 +1.50 47 11,516 -17
Total Volume and Open Interest 137,769 502,335 -812
US Dollar Index(ICE)
Mar10 100201 79.610 79.760 79.350 79.420 -0.230 23,437 58,691 +3,533
Jun10 100201 80.000 80.000 79.670 79.730 -0.230 24 4,936 +7
Sep10 100201 80.000 80.000 80.000 80.000 -0.255 0 1 +0
Total Volume and Open Interest 23,461 63,629 +3,540
Australian Dollar(CME)
Mar10 100201 87.91 88.82 87.48 88.70 +0.55 142,139 98,525 -3,343
Jun10 100201 87.11 87.90 86.60 87.81 +0.56 490 4,458 +45
Sep10 100201 86.88 86.88 86.32 86.88 +0.56 1 19 +0
Total Volume and Open Interest 142,631 103,007 -3,297
British Pound(CME)
Mar10 100201 159.38 159.75 158.45 159.49 -0.37 147,214 88,256 +6,356
Jun10 100201 159.29 159.76 158.42 159.38 -0.38 371 575 +21
Sep10 100201 158.81 159.64 158.81 159.26 -0.38 0 79 +0
Total Volume and Open Interest 147,585 88,913 +6,377
Canadian Dollar(CME)
Mar10 100201 93.51 94.24 93.26 94.03 +0.53 84,803 80,516 +296
Jun10 100201 93.60 94.21 93.26 94.02 +0.53 304 2,324 -2
Sep10 100201 93.25 94.18 93.25 94.00 +0.53 66 733 +49
Dec10 100201 93.72 94.07 93.41 93.94 +0.53 41 629 +37
Total Volume and Open Interest 85,215 84,269 +380
Japanese Yen(CME)
Mar10 100201 110.88 111.14 109.96 110.34 -0.44 155,952 116,638 -56
Jun10 100201 110.88 111.11 110.04 110.40 -0.44 93 597 -3
Sep10 100201 110.49 111.19 110.39 110.49 -0.44 0 204 +0
Total Volume and Open Interest 156,045 117,463 -59
Swiss Franc(CME)
Mar10 100201 94.19 94.79 94.15 94.55 +0.26 71,688 36,463 +307
Jun10 100201 94.31 94.81 94.22 94.61 +0.26 150 215 +23
Sep10 100201 94.68 94.68 94.42 94.68 +0.26 0 8 +0
Total Volume and Open Interest 71,838 36,688 +330
EuroFX(CME)
Mar10 100201 138.60 139.37 138.51 139.20 +0.55 356,293 187,156 +978
Jun10 100201 138.61 139.31 138.49 139.16 +0.55 517 1,396 +30
Sep10 100201 138.87 139.05 138.51 139.05 +0.54 15 669 +0
Total Volume and Open Interest 356,835 189,248 +1,018
Mexican Peso(CME)
Feb10 100201 775.5 775.5 764.0 775.5 +11.5 0 2 +0
Mar10 100201 759.8 773.2 759.5 772.5 +11.5 27,317 92,307 -1,572
Total Volume and Open Interest 27,320 94,059 -1,571
30-Year T-Bonds(CBOT)
Mar10 100201 119~040 119~040 118~000 118~050 -0~210 317,191 653,914 +5,261
Jun10 100201 117~130 117~130 116~170 116~210 -0~210 2,415 5,267 +1,685
Sep10 100201 115~120 116~010 115~120 115~120 -0~210 2 5 +0
Total Volume and Open Interest 319,608 659,186 +6,946
10-Year T-Notes(CBOT)
Mar10 100201 118~090 118~095 117~230 117~275 -0~095 1,211,739 1,415,293 +45,067
Jun10 100201 116~245 116~245 116~090 116~110 -0~100 5,611 13,005 +1,200
Sep10 100201 114~265 115~050 114~265 114~265 -0~105 4 4 +4
Total Volume and Open Interest 1,217,354 1,428,302 +46,271
5-Year T-Notes(CBOT)
Mar10 100201 116~067 116~068 116~028 116~041 -0~018      
Jun10 100201 115~038 115~038 115~002 115~009 -0~018      
Sep10 100201 113~105 113~123 113~105 113~105 -0~018      
Total Volume and Open Interest 503,021 892,998 +2,966
2 Year T-Notes(CBOT)
Mar10 100201 109~001 109~001 108~113 108~119 -0~006 318,681 940,451 +25,209
Jun10 100201 108~043 108~054 108~043 108~048 -0~006 2,947 19,279 +2,107
Sep10 100201 107~105 107~111 107~105 107~105 -0~006      
Total Volume and Open Interest 321,628 959,730 +27,316
Eurodollars(CME)
Mar10 100201 99.710 99.715 99.705 99.710 unch 135,456 1,215,435 +1,805
Jun10 100201 99.600 99.605 99.585 99.595 unch 221,558 1,099,547 -226
Sep10 100201 99.360 99.360 99.315 99.330 -0.025 228,392 938,128 +1,267
Dec10 100201 99.030 99.030 98.955 98.980 -0.030 316,404 878,967 +107
Mar11 100201 98.655 98.655 98.560 98.600 -0.030 327,394 582,029 -3,925
Jun11 100201 98.270 98.270 98.180 98.225 -0.025 253,742 707,140 +7,739
Sep11 100201 97.910 97.910 97.825 97.870 -0.025 191,327 537,643 -952
Dec11 100201 97.580 97.580 97.490 97.535 -0.025 163,936 344,373 -8,249
Mar12 100201 97.285 97.290 97.200 97.245 -0.020 73,370 252,445 +499
Jun12 100201 97.000 97.010 96.910 96.955 -0.020 61,304 217,298 -1,815
Sep12 100201 96.740 96.750 96.650 96.690 -0.025 49,418 125,985 -676
Dec12 100201 96.495 96.495 96.395 96.430 -0.030 40,780 107,101 +1,763
Mar13 100201 96.255 96.275 96.190 96.225 -0.030 17,232 75,680 -875
Jun13 100201 96.075 96.080 95.995 96.030 -0.030 12,046 63,057 +621
Sep13 100201 95.900 95.905 95.820 95.850 -0.030 8,560 49,870 -322
Dec13 100201 95.705 95.705 95.640 95.670 -0.025 6,201 33,500 -599
Mar14 100201 95.550 95.555 95.500 95.530 -0.025 3,864 35,151 -136
Jun14 100201 95.410 95.415 95.360 95.390 -0.025 3,347 29,169 -295
Total Volume and Open Interest 2,130,214 7,480,818 -801
30 Day Federal Funds(CBOT)
Feb10 100201 99.868 99.870 99.865 99.868 +0.003 4,628 88,471 -912
Mar10 100201 99.855 99.860 99.855 99.855 unch 7,326 59,989 +1,531
Apr10 100201 99.840 99.845 99.835 99.840 unch 6,154 70,518 -1,582
May10 100201 99.820 99.830 99.810 99.820 unch 7,596 62,719 +941
Jun10 100201 99.810 99.810 99.800 99.805 unch 8,953 52,467 +1,355
Jul10 100201 99.770 99.770 99.760 99.770 unch 10,305 50,410 +3,014
Total Volume and Open Interest 64,628 523,241 -60,722
30 Day Fed Funds(e-CBOT)
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  
Jul10 090519 99.085 99.085 99.085 99.085 unch 0 2,211  
Total Volume and Open Interest 22,142 354,023  
3-Mth Euro-Yen(CME)
Mar10 100201 99.580 99.580 99.575 99.580 unch 0 1,263 +0
Jun10 100201 99.625 99.625 99.625 99.625 +0.005 0 80 +0
Sep10 100201 99.645 99.645 99.645 99.645 +0.005 0 230 +0
Dec10 100201 99.630 99.630 99.630 99.630 +0.005 0 242 +0
Mar11 100201 99.620 99.620 99.620 99.620 +0.005      
Jun11 100201 99.595 99.595 99.595 99.595 +0.005      
Sep11 100201 99.595 99.595 99.595 99.595 +0.005      
Dec11 100201 99.525 99.525 99.525 99.525 +0.005      
Mar12 100201 99.490 99.490 99.490 99.490 unch      
Jun12 100201 99.540 99.540 99.540 99.540 unch      
Total Volume and Open Interest 0 1,815 +0
3-Mth Euro-Yen(SGX)
Mar10 100201 99.58 99.58 99.58 99.58 unch 200 4,656 +55
Jun10 100201 99.63 99.63 99.62 99.62 unch 25 1,687 +25
Sep10 100201 99.64 99.64 99.64 99.64 unch 0 1,921 +0
Dec10 100201 99.63 99.63 99.63 99.63 unch 0 1,431 +0
Mar11 100201 99.62 99.62 99.62 99.62 unch 0 664 +0
Jun11 100201 99.60 99.60 99.60 99.60 unch 0 52 +0
Sep11 100201 99.60 99.60 99.60 99.60 unch 0 51 +0
Dec11 100201 99.53 99.53 99.53 99.53 unch 0 102 +0
Total Volume and Open Interest 225 11,935 +80
Japanese Gov't Bonds(SGX)
Mar10 100201 139.42 139.65 139.36 139.41 -0.08 3,394 16,608 +136
Jun10 100201 139.33 139.33 139.33 139.33 -0.08      
Sep10 100201 139.33 139.33 139.33 139.33 -0.08      
Total Volume and Open Interest 3,394 16,608 +136
Euro-Bund(EUREX)
Mar10 100201 123.58 123.63 123.35 123.51 +0.13 923,100 935,146 +49,418
Jun10 100201 122.14 122.14 121.94 122.04 +0.13 109 1,155 +17
Sep10 100201 121.71 121.71 121.71 121.71 +0.13      
Total Volume and Open Interest 923,209 936,301 +49,435
Euro-Bobl(EUREX)
Mar10 100201 117.37 117.39 117.21 117.30 +0.04 503,070 747,273 +4,734
Jun10 100201 115.92 115.92 115.78 115.85 +0.03 84 774 +46
Sep10 100201 115.60 115.60 115.60 115.60 +0.04      
Total Volume and Open Interest 503,154 748,047 +4,780
3-Mth Euribor(EUREX)
Mar10 100201 99.300 99.305 99.295 99.300 -0.015 254 14,766 -51
Jun10 100201 99.045 99.045 99.030 99.030 -0.020 108 7,346 -78
Sep10 100201 98.775 98.775 98.760 98.760 -0.005 83 2,414 -69
Total Volume and Open Interest 547 28,223 -210
Long Gilt(LIFFE)
Mar10 100201 115~25 115~31 115~20 115~27 +0~05 84,268 249,103 -1,228
Jun10 100201 114~12 114~12 114~12 114~12 +0~05      
Total Volume and Open Interest 84,268 249,103 -1,228
3-Mth Short Sterling(LIFFE)
Mar10 100201 99.36 99.38 99.35 99.36 unch 34,565 304,699 -7,288
Jun10 100201 99.20 99.22 99.18 99.20 +0.01 42,890 346,148 +1,598
Sep10 100201 98.91 98.94 98.89 98.91 +0.02 44,524 331,581 +1,202
Dec10 100201 98.52 98.55 98.49 98.51 +0.01 50,077 355,376 +4,509
Mar11 100201 98.12 98.14 98.08 98.10 unch 63,296 315,365 -3,045
Jun11 100201 97.73 97.74 97.68 97.70 -0.01 47,722 183,291 +3,649
Total Volume and Open Interest 369,960 2,229,024 +1,057
3-Mth Euribor(LIFFE)
Mar10 100201 99.315 99.320 99.290 99.300 -0.015 91,412 727,492 -268
Jun10 100201 99.050 99.055 99.020 99.030 -0.020 184,550 826,281 +3,431
Sep10 100201 98.775 98.785 98.740 98.760 -0.005 177,831 596,344 +3,173
Total Volume and Open Interest 958,736 3,784,753 +33,009
3-Mth Aus T-Bills(SFE)
Mar10 100201 95.58 95.64 95.56 95.61 +0.03 31,971 293,932 +5,461
Jun10 100201 95.32 95.42 95.28 95.38 +0.07 39,887 212,138 -454
Sep10 100201 95.10 95.20 95.05 95.17 +0.07 16,134 112,255 +3,994
Dec10 100201 94.94 95.03 94.88 94.99 +0.06 7,924 88,306 -1,314
Mar11 100201 94.79 94.84 94.72 94.82 +0.05 3,136 35,518 -192
Jun11 100201 94.62 94.70 94.61 94.67 +0.05 2,047 25,788 +602
Sep11 100201 94.45 94.58 94.45 94.56 +0.05 855 16,392 -74
Dec11 100201 94.44 94.47 94.38 94.46 +0.03 380 8,873 +251
Mar12 100201 94.40 94.40 94.40 94.40 +0.04 0 3,326 +0
Jun12 100201 94.37 94.37 94.37 94.37 +0.04 0 1,205 +0
Total Volume and Open Interest 102,334 798,846 +8,274
10-Year Aus T-Bonds(SFE)
Mar10 100201 94.56 94.60 94.48 94.56 unch 38,857 352,610 +4,666
Jun10 100201 94.56 94.56 94.56 94.56 unch      
Total Volume and Open Interest 38,857 352,610 +4,666
3-Year Aus T-Bonds(SFE)
Mar10 100201 95.15 95.23 95.08 95.17 +0.02 139,144 705,654 +21,401
Jun10 100201 95.17 95.17 95.17 95.17 +0.02      
Total Volume and Open Interest 139,144 705,654 +21,401
Gold(CMX)
Feb10 100201 1081.0 1107.3 1076.8 1104.3 +21.3 11,456 6,068 -4,421
Apr10 100201 1081.9 1108.8 1077.2 1105.0 +21.2 182,586 302,336 +4,326
Jun10 100201 1082.9 1109.5 1078.1 1106.0 +21.2 1,523 53,984 +281
Aug10 100201 1086.1 1109.8 1081.5 1106.9 +21.3 331 22,244 -18
Oct10 100201 1085.9 1108.4 1085.6 1107.8 +21.4 1,165 7,229 -701
Dec10 100201 1087.0 1111.2 1082.5 1108.8 +21.4 3,243 33,638 +893
Feb11 100201 1094.2 1110.4 1094.2 1110.4 +21.5 1,036 7,383 -187
Apr11 100201 1093.0 1112.4 1093.0 1112.4 +21.6 235 3,765 -28
Jun11 100201 1087.6 1115.0 1087.6 1115.0 +21.7 715 5,903 -444
Aug11 100201 1118.0 1118.0 1118.0 1118.0 +21.7 4 1,486 +0
Oct11 100201 1121.6 1121.6 1121.6 1121.6 +21.9 0 1,360 +0
Dec11 100201 1116.0 1125.4 1116.0 1125.4 +22.0 243 11,465 +206
Total Volume and Open Interest 204,658 478,471 +110
Silver(CMX)
Mar10 100201 1617.0 1671.5 1610.5 1666.0 +47.0 34,638 66,831 +308
May10 100201 1622.0 1671.5 1613.0 1668.2 +47.1 1,289 17,919 +674
Jul10 100201 1621.0 1671.5 1618.5 1670.1 +47.3 688 10,814 +233
Sep10 100201 1619.0 1671.8 1619.0 1671.8 +47.4 22 3,049 +1
Dec10 100201 1635.0 1677.0 1625.0 1674.3 +47.5 208 11,086 -35
Mar11 100201 1676.8 1676.8 1676.8 1676.8 +47.7 21 832 +18
May11 100201 1661.5 1678.6 1661.5 1678.6 +47.8 22 1,725 +20
Total Volume and Open Interest 37,091 123,393 +1,249
Platinum(NYMEX)
Apr10 100201 1507.5 1552.0 1502.5 1539.3 +33.3 4,197 32,713 -105
Jul10 100201 1516.0 1547.1 1516.0 1538.8 +33.7 10 1,525 +0
Oct10 100201 1538.8 1538.8 1538.8 1538.8 +33.7 4 29 +4
Jan11 100201 1532.1 1532.1 1529.3 1529.3 +34.2 0 205 +0
Total Volume and Open Interest 4,213 34,509 -100
Palladium(NYMEX)
Mar10 100201 418.00 432.80 415.00 428.55 +15.90 1,937 21,731 +34
Jun10 100201 418.40 431.50 418.40 428.85 +15.85 137 1,306 +58
Sep10 100201 429.90 429.90 429.90 429.90 +15.85 0 17 +0
Total Volume and Open Interest 2,074 23,070 +92
Copper(CMX)
Mar10 100201 304.00 310.95 299.05 308.35 +3.10 42,980 85,263 -46
May10 100201 305.10 312.40 301.00 309.85 +3.15 4,261 26,307 +1,406
Jul10 100201 305.75 311.90 303.25 310.70 +3.15 955 11,891 +359
Sep10 100201 306.00 312.25 304.65 311.00 +3.30 120 5,039 +36
Dec10 100201 305.00 312.20 305.00 310.55 +3.35 209 4,822 +129
Total Volume and Open Interest 49,335 137,169 +1,643
DJIA Index(CBOT)
Mar10 100201 10017 10140 10011 10137 +120 554 13,642 +108
Jun10 100201 10076 10076 9956 10076 +120 2 15 +1
Sep10 100201 10017 10017 9897 10017 +120      
Dec10 100201 9967 9967 9847 9967 +120      
Total Volume and Open Interest 556 13,657 +109
Mini DJIA Index(CBOT)
Mar10 100201 10013 10145 10005 10137 +120 189,885 66,205 +2,939
Jun10 100201 9984 10077 9964 10076 +120 231 445 +111
Sep10 100201 10017 10017 10017 10017 +120 0 5 +0
Dec10 100201 9967 9967 9967 9967 +120 0 11 +0
Total Volume and Open Interest 190,116 66,666 +3,050
S & P 500(CME)
Mar10 100201 1069.70 1086.70 1068.40 1086.30 +15.90 24,149 338,829 -3,841
Jun10 100201 1078.50 1081.80 1075.60 1081.50 +15.90 1 5,295 -119
Sep10 100201 1076.60 1076.90 1066.70 1076.60 +15.90 0 1,066 +0
Dec10 100201 1066.00 1072.70 1065.00 1072.40 +15.90 0 10 +0
Total Volume and Open Interest 24,150 345,201 -3,960
S & P 500 E-Mini(Globex)
Mar10 100201 1070.00 1086.50 1068.00 1086.25 +15.75 3,068,079 2,638,822 +25,180
Jun10 100201 1067.75 1081.50 1063.25 1081.50 +16.00 1,720 14,065 +100
Total Volume and Open Interest 3,069,811 2,654,303 +25,280
NASDAQ 100(CME)
Mar10 100201 1748.80 1758.50 1737.80 1755.80 +16.50 2,241 20,493 -223
Jun10 100201 1753.30 1754.50 1746.00 1753.30 +16.80 0 625 +0
Sep10 100201 1752.30 1753.50 1752.30 1752.30 +16.80      
Total Volume and Open Interest 2,241 21,118 -223
NASDAQ 100 E-Mini(Globex)
Mar10 100201 1740.00 1758.30 1737.00 1755.80 +16.50 538,161 403,801 +3,104
Jun10 100201 1747.50 1755.50 1735.80 1753.30 +16.80 563 5,041 +105
Total Volume and Open Interest 538,724 408,856 +3,209
S & P Midcap 400(CME)
Mar10 100201 703.50 712.00 700.85 711.30 +10.00 616 2,310 +310
Jun10 100201 709.10 709.10 708.60 709.10 +10.00      
Sep10 100201 707.10 707.10 706.60 707.10 +10.00      
Total Volume and Open Interest 616 2,310 +310
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Mar10 100201 10245 10345 10235 10315 +80 12,142 40,946 -465
Jun10 100201 10315 10320 10315 10315 +80      
Total Volume and Open Interest 12,142 40,946 -465
Nikkei 225(SGX)
Mar10 100201 10195 10320 10110 10200 +40 121,026 190,764 +2,794
Jun10 100201 10160 10170 10075 10145 +40 113 1,459 +87
Sep10 100201 10150 10150 10150 10150 +45 0 55 +0
Total Volume and Open Interest 121,179 194,324 +2,881
CAC 40(EURONEXT)
Feb10 100201 3700.0 3774.5 3699.0 3763.5 +25.0 159,290 356,730 -4,988
Mar10 100201 3708.0 3774.0 3702.5 3764.0 +25.0 1,131 76,587 +544
Apr10 100201 3760.0 3764.5 3760.0 3764.5 +25.0 1 44 +1
Total Volume and Open Interest 160,422 435,505 -4,443
Hang Seng Index(HKFE)
Feb10 100201 19940 20203 19795 20151 -52 91,321 71,937 +202
Mar10 100201 19847 20137 19740 20080 -48 1,118 6,159 +19
Total Volume and Open Interest 92,669 79,065 -18,211
DAX(EUREX)
Mar10 100201 5565.0 5677.0 5565.0 5658.0 +50.5 191,262 152,956 +5,687
Jun10 100201 5585.5 5685.0 5585.5 5667.5 +50.5 907 10,215 +468
Sep10 100201 5659.0 5693.0 5658.5 5677.5 +51.0 184 807 +107
Total Volume and Open Interest 192,353 163,978 +6,262
FT-SE 100(EURONEXT)
Mar10 100201 5116.50 5207.50 5114.00 5196.00 +47.50 161,918 695,680 -8,831
Jun10 100201 5069.50 5150.00 5069.50 5146.00 +47.50 10 2,498 -8
Sep10 100201 5109.00 5109.00 5109.00 5109.00 +47.50 0 323 +0
Total Volume and Open Interest 161,928 699,092 -8,839
SPI 200(SFE)
Mar10 100201 4540.0 4588.0 4487.0 4509.0 -37.0 41,692 213,511 +7,338
Jun10 100201 4555.0 4601.0 4526.0 4531.0 -36.0 40 1,863 +4
Sep10 100201 4531.0 4531.0 4531.0 4531.0 -36.0 0 2,038 +0
Total Volume and Open Interest 41,732 218,544 +7,342
GSCI(CME)
Feb10 100201 487.50 494.50 486.50 494.50 +8.10 2,384 18,104 +785
Mar10 100201 494.50 499.00 490.00 499.00 +8.00 4 0 +0
Apr10 100201 498.00 501.00 493.50 501.00 +7.00 2 0 +0
Total Volume and Open Interest 2,390 18,104 +785
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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