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MRCI's End of Day Prices
Daily Futures Price Listing Fri February 12, 2010
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Mar10 100212 942.00 948.00 926.00 945.00 +2.00 116,039 132,353 -18,776
May10 100212 951.50 958.00 935.25 954.00 +2.00 62,196 150,803 +17,524
Jul10 100212 957.75 961.75 942.00 960.75 +2.00 33,221 80,108 +2,268
Aug10 100212 948.00 957.00 939.75 956.00 +1.75 1,958 3,755 +543
Sep10 100212 929.25 938.00 924.00 937.50 +1.25 680 3,073 +103
Nov10 100212 922.00 923.75 910.00 922.00 -0.50 14,458 99,023 +2,256
Jan11 100212 926.50 932.00 919.50 931.50 -0.50 236 5,322 +55
Total Volume and Open Interest 229,667 483,341 +4,622
Soybean Meal(CBOT)
Mar10 100212 277.30 280.30 273.00 280.00 +2.60 25,479 57,966 -2,550
May10 100212 271.10 278.50 267.10 274.20 +3.20 22,213 59,210 +4,947
Jul10 100212 269.90 273.00 266.10 273.00 +3.30 9,912 36,069 -91
Aug10 100212 266.90 270.10 263.50 269.90 +3.00 1,067 9,855 +166
Sep10 100212 261.00 266.40 260.70 265.80 +2.40 1,251 8,828 -100
Oct10 100212 255.40 257.90 253.70 257.70 +2.20 737 4,918 -23
Dec10 100212 253.70 257.00 251.80 255.90 +2.20 6,269 23,770 +1,006
Jan11 100212 255.40 257.10 253.30 257.10 +2.20 95 1,334 +58
Total Volume and Open Interest 67,143 204,890 +3,465
Soybean Oil(CBOT)
Mar10 100212 38.14 38.15 37.51 37.84 -0.30 59,648 93,198 -8,522
May10 100212 38.63 38.63 37.98 38.32 -0.31 41,315 86,531 +8,448
Jul10 100212 39.07 39.07 38.45 38.78 -0.30 19,783 63,247 +1,607
Aug10 100212 38.90 39.85 38.63 38.95 -0.33 825 7,825 +194
Sep10 100212 38.83 39.95 38.73 39.06 -0.32 488 6,110 -88
Oct10 100212 39.36 39.36 38.79 39.12 -0.31 361 4,702 -12
Dec10 100212 39.58 39.64 39.03 39.37 -0.31 7,534 28,362 -301
Jan11 100212 39.62 39.93 39.62 39.62 -0.31 0 472 +0
Total Volume and Open Interest 130,013 291,311 +1,375
Canola(WCE)
Mar10 100212 383.0 384.0 377.8 379.7 -4.6 7,887 55,013 -4,723
May10 100212 389.0 389.0 384.1 386.2 -4.3 5,214 45,952 +2,463
Jul10 100212 392.0 392.7 388.3 390.4 -4.6 518 14,927 -4
Nov10 100212 400.0 400.0 396.7 397.0 -5.9 387 12,753 +213
Jan11 100212 403.0 403.0 400.0 400.3 -5.9 0 388 +0
Total Volume and Open Interest 14,006 129,240 -2,051
Corn(CBOT)
Mar10 100212 363.50 364.25 357.50 361.50 -1.75 169,470 267,068 -29,735
May10 100212 375.00 375.75 369.25 373.25 -1.75 99,213 323,658 +21,366
Jul10 100212 385.50 386.25 380.00 384.25 -1.50 33,285 200,608 +11,336
Sep10 100212 392.25 393.00 387.50 391.25 -1.25 6,710 53,207 +1,089
Dec10 100212 398.50 399.25 394.00 397.25 -1.25 21,024 246,770 +2,963
Mar11 100212 409.50 410.00 405.75 408.25 -1.25 909 25,635 +290
Total Volume and Open Interest 331,446 1,153,186 +7,551
Wheat(CBOT)
Mar10 100212 493.50 493.75 480.00 486.50 -7.00 87,561 103,998 -19,315
May10 100212 508.50 508.75 495.00 501.25 -7.25 50,253 128,519 +13,599
Jul10 100212 520.00 520.75 507.75 514.00 -7.25 17,927 103,405 +3,975
Sep10 100212 535.00 535.00 524.25 529.50 -7.50 2,265 23,658 +674
Dec10 100212 556.25 561.75 550.25 554.50 -7.25 5,169 59,102 +860
Total Volume and Open Interest 164,298 434,877 +297
Wheat(KCBT)
Mar10 100212 501.00 502.00 490.75 494.50 -6.75 14,932 30,272 -4,255
May10 100212 512.00 513.50 502.25 505.75 -7.00 6,513 34,370 +2,839
Jul10 100212 524.00 525.00 513.50 517.00 -7.00 2,688 33,448 -31
Sep10 100212 527.50 530.25 525.50 528.50 -7.00 328 5,147 -18
Dec10 100212 544.50 548.00 542.75 545.75 -7.00 1,662 40,389 +232
Total Volume and Open Interest 26,661 146,442 -852
Wheat(MGE)
Mar10 100212 510.00 510.00 500.00 504.50 -6.00 4,090 12,075 -758
May10 100212 521.00 521.75 512.00 516.00 -5.00 1,181 9,679 +276
Jul10 100212 530.50 530.50 523.75 527.75 -6.75 507 9,867 -161
Sep10 100212 538.00 540.50 535.75 539.50 -7.00 288 4,804 +18
Dec10 100212 563.00 563.00 553.75 557.00 -6.00 497 6,037 +62
Total Volume and Open Interest 6,628 43,597 -523
Oats(CBOT)
Mar10 100212 234.50 237.00 228.75 232.75 +0.50 865 3,644 -146
May10 100212 243.75 246.25 237.75 241.75 +0.75 369 6,341 +218
Jul10 100212 252.00 252.00 249.00 250.00 +0.75 44 2,171 +27
Sep10 100212 258.00 258.00 257.25 258.00 +0.75 0 372 +0
Total Volume and Open Interest 1,286 13,837 +104
Rough Rice(CBOT)
Mar10 100212 14.36 14.50 14.25 14.26 -0.10 447 8,796 +94
May10 100212 14.75 14.81 14.57 14.59 -0.10 177 4,159 +33
Jul10 100212 14.94 15.00 14.84 14.84 -0.10 5 774 +0
Sep10 100212 13.73 13.75 13.65 13.65 -0.05 1 1,020 +0
Total Volume and Open Interest 632 15,792 +127
Live Cattle(CME)
Feb10 100212 89.500 89.700 89.100 89.385 -0.015 3,880 12,005 -5,340
Apr10 100212 91.600 91.680 90.700 90.785 -0.765 19,836 140,796 -591
Jun10 100212 89.200 89.250 88.500 88.550 -0.585 7,106 76,550 +543
Aug10 100212 88.135 88.200 87.635 87.730 -0.420 4,977 28,197 +1,238
Oct10 100212 90.535 90.730 90.050 90.230 -0.470 2,879 17,104 +510
Dec10 100212 91.730 91.900 91.400 91.550 -0.400 778 5,344 +412
Total Volume and Open Interest 39,544 282,358 -3,172
Feeder Cattle(CME)
Mar10 100212 100.480 100.900 99.730 99.750 -0.750 3,038 12,329 -517
Apr10 100212 101.500 102.000 100.750 100.830 -0.705 2,263 7,823 +985
May10 100212 102.500 102.900 101.700 101.885 -0.650 595 6,716 +221
Aug10 100212 103.650 104.100 103.000 103.285 -0.500 182 3,688 +60
Sep10 100212 103.600 104.000 103.100 103.450 -0.530 92 348 +70
Oct10 100212 103.480 103.700 102.500 103.500 -0.100 8 144 +4
Nov10 100212 103.000 103.250 103.000 103.250 -0.050 5 34 +5
Total Volume and Open Interest 6,183 31,082 +828
Lean Hogs(CME)
Feb10 100212 67.430 67.680 67.300 67.450 -0.185 2,233 7,901 -629
Apr10 100212 67.550 68.580 67.550 68.200 +0.520 9,922 81,292 +36
May10 100212 74.180 75.100 73.900 74.950 +0.550 91 4,674 +3
Jun10 100212 77.300 78.100 76.900 78.050 +0.765 3,053 44,551 -718
Jul10 100212 76.725 77.385 76.450 77.180 +0.295 1,830 15,797 -160
Aug10 100212 76.285 76.900 75.900 76.850 +0.450 680 15,216 +249
Oct10 100212 68.200 68.500 68.050 68.225 unch 487 7,874 +158
Dec10 100212 65.830 65.900 65.500 65.700 -0.100 106 4,269 -2
Total Volume and Open Interest 18,448 182,181 -1,023
Pork Bellies(CME)
Feb10 100212 85.500 85.500 85.500 85.500 unch 12 25 -10
Mar10 100212 85.000 86.800 84.000 84.000 -1.000 19 164 +8
May10 100212 86.750 87.750 86.000 86.000 -0.750 0 158 +0
Jul10 100212 90.750 90.750 89.700 90.750 unch 0 50 +0
Aug10 100212 87.500 87.500 87.500 87.500 +2.000 0 22 +0
Total Volume and Open Interest 31 419 -2
Class III Milk(CME)
Feb10 100212 14.20 14.30 14.15 14.25 +0.01 421 3,671 -278
Mar10 100212 13.90 13.96 13.77 13.77 -0.19 451 3,696 -53
Apr10 100212 13.55 13.62 13.48 13.50 -0.10 431 3,504 -52
May10 100212 13.50 13.56 13.45 13.49 -0.13 220 2,830 -34
Jun10 100212 13.89 14.00 13.82 13.88 -0.07 243 2,416 +23
Total Volume and Open Interest 2,260 27,477 -357
Cocoa(ICE)
Mar10 100212 3094 3124 3019 3093 +4 7,161 6,142 -3,341
May10 100212 3114 3134 3045 3103 -13 10,014 70,468 +2,126
Jul10 100212 3141 3156 3078 3128 -16 2,311 19,252 +1,277
Sep10 100212 3114 3172 3106 3148 -15 818 9,176 +446
Dec10 100212 3147 3202 3137 3177 -15 378 6,348 +64
Mar11 100212 3201 3201 3201 3201 -15 226 11,351 +166
May11 100212 3201 3201 3201 3201 -13 18 4,571 +0
Total Volume and Open Interest 20,935 129,834 +746
Coffee "C"(ICE)
Mar10 100212 131.80 133.30 130.00 132.75 +0.55 28,155 32,888 -9,900
May10 100212 133.50 134.75 131.45 134.30 +0.65 27,241 62,132 +5,671
Jul10 100212 134.20 136.20 133.40 135.80 +0.65 4,006 17,278 +1,666
Sep10 100212 134.50 137.50 134.50 137.10 +0.60 562 7,774 -8
Dec10 100212 137.70 139.15 136.55 138.80 +0.55 382 7,010 +1
Mar11 100212 138.50 140.45 138.20 140.40 +0.55 133 4,434 +90
Total Volume and Open Interest 60,509 132,401 -2,465
Orange Juice(ICE)
Mar10 100212 134.00 136.45 134.00 135.35 +1.05 585 16,173 +60
May10 100212 139.40 140.00 137.80 138.85 +1.05 226 11,777 +69
Jul10 100212 141.80 142.45 141.50 142.15 +1.00 30 4,505 -1
Sep10 100212 142.35 143.00 142.35 142.70 +1.00 10 1,139 +7
Nov10 100212 142.60 142.60 142.60 142.60 +1.60 4 401 +1
Jan11 100212 144.25 144.45 144.25 144.35 +1.85 4 598 +2
Total Volume and Open Interest 862 34,817 +140
Sugar #11(ICE)
Mar10 100212 27.58 27.95 26.72 26.95 -0.58 55,206 187,423 -14,296
May10 100212 27.00 27.25 26.09 26.33 -0.57 44,456 215,188 +12,629
Jul10 100212 24.48 24.80 24.00 24.19 -0.37 15,628 170,512 -170
Oct10 100212 22.49 22.65 22.03 22.29 -0.23 5,290 152,203 +324
Mar11 100212 20.71 20.80 20.07 20.46 -0.26 1,903 57,339 +520
Total Volume and Open Interest 123,336 858,850 -682
London Cocoa(LCE)
Mar10 100201 2230 2249 2221 2225 -8      
May10 100212 2266 2283 2227 2261 +5 2,881 43,078 +1,010
Jul10 100212 2247 2260 2211 2241 +4 1,010 30,337 -275
Sep10 100212 2225 2234 2193 2220 +1 376 16,230 +75
Dec10 100212 2197 2212 2172 2198 +1 373 11,696 +0
Mar11 091231 2097 2123 2097 2119 +1 8 8,491 -73
May11 100212 2182 2182 2182 2182 +7 2 1,538 +0
Total Volume and Open Interest 8,015 155,705 -77
London Sugar(LCE)
May10 100212 743.20 750.60 731.00 736.00 -1.60 5,965 39,817 +798
Aug10 100212 692.60 700.50 681.00 686.60 -1.10 1,596 15,055 -494
Oct10 100212 621.90 624.50 608.30 615.50 +0.30 227 7,326 +122
Dec10 100212 574.00 574.00 559.40 569.40 -1.80 14 1,744 +14
Mar11 100212 542.30 543.40 532.60 543.40 -2.80 17 769 +13
Total Volume and Open Interest 13,892 74,624 -3,476
Cotton(ICE)
Mar10 100212 73.26 74.60 72.43 74.39 +1.47 24,628 36,342 -12,784
May10 100212 73.81 75.09 73.21 74.91 +1.10 21,968 64,541 +8,903
Jul10 100212 74.65 75.65 74.05 75.51 +0.86 4,704 32,436 +245
Oct10 100212 73.49 73.71 73.49 73.71 +0.72 56 169 -35
Dec10 100212 72.50 73.02 71.94 73.02 +0.32 1,692 23,699 +840
Mar11 100212 74.49 75.20 74.15 74.92 +0.22 59 2,288 -51
Total Volume and Open Interest 53,131 161,222 -2,871
Lumber(CME)
Mar10 100212 264.4 271.9 260.7 270.9 +6.9 507 2,985 -299
May10 100212 282.0 288.7 278.3 288.0 +6.9 353 5,118 +78
Jul10 100212 289.2 296.4 286.9 296.4 +6.6 185 1,483 +68
Sep10 100212 280.8 288.0 280.6 288.0 +4.7 17 569 +6
Total Volume and Open Interest 1,076 10,193 -135
Crude Oil(NYM)
Mar10 100212 75.30 75.35 72.66 74.13 -1.15 422,057 185,178 -36,959
Apr10 100212 75.74 75.76 73.09 74.50 -1.22 153,593 207,347 +21,711
May10 100212 76.24 76.24 73.62 75.03 -1.20 67,340 131,224 +7,530
Jun10 100212 76.53 76.53 74.22 75.57 -1.16 41,666 134,417 +4,989
Jul10 100212 76.77 76.78 74.65 76.08 -1.13 6,803 49,606 +492
Aug10 100212 77.19 77.23 75.62 76.54 -1.09 3,607 25,136 -346
Sep10 100212 77.23 77.23 75.78 76.95 -1.07 3,302 30,189 -215
Oct10 100212 78.42 78.42 75.97 77.38 -1.04 2,803 18,445 -96
Nov10 100212 77.82 77.82 77.82 77.82 -1.02 3,970 21,267 -613
Dec10 100212 79.31 79.31 76.85 78.28 -0.99 24,844 187,480 +1,005
Jan11 100212 77.95 78.62 77.95 78.62 -0.97 1,415 21,089 +333
Feb11 100212 78.47 78.96 78.47 78.96 -0.94 969 14,906 -322
Mar11 100212 79.27 79.27 79.27 79.27 -0.93 470 9,551 +36
Apr11 100212 79.55 79.55 79.55 79.55 -0.92 672 11,207 +268
May11 100212 79.81 79.81 79.81 79.81 -0.91 501 3,961 -11
Jun11 100212 79.68 80.05 79.68 80.05 -0.90 1,093 22,671 -70
Total Volume and Open Interest 743,295 1,305,656 -1,946
e-miNY Crude Oil(NYM)
Feb10 100119 77.825 79.075 76.775 79.025 +1.025 6,744 2,926 -836
Mar10 100212 75.350 75.350 72.675 74.125 +1.225      
Apr10 100212 75.800 75.800 73.125 74.500 -1.225 742 1,382 +115
May10 100212 75.900 76.225 73.700 75.025 -1.200 52 289 -2
Jun10 100212 75.700 76.725 74.750 75.575 -1.150 15 174 -4
Jul10 100212 76.000 77.200 74.925 76.075 -1.125 0 15 +0
Aug10 100212 76.550 77.625 76.550 76.550 -1.075 1 3 +0
Sep10 100212 76.950 78.025 76.950 76.950 -1.075 0 2 +0
Oct10 100212 77.375 78.425 77.375 77.375 -1.050 0 10 +0
Nov10 100212 77.825 78.850 77.825 77.825 -1.025 0 1 +0
Total Volume and Open Interest 15,702 5,747 +80
Heating Oil(NYM)
Mar10 100212 196.27 196.30 189.95 191.89 -4.41 40,534 70,740 -5,310
Apr10 100212 197.12 197.12 190.93 192.88 -4.24 20,080 53,390 +554
May10 100212 197.97 197.97 192.00 193.97 -4.00 11,446 35,783 +2,656
Jun10 100212 198.44 198.66 193.09 195.24 -3.80 7,030 40,328 -109
Jul10 100212 200.22 200.22 195.40 197.38 -3.54 1,170 16,133 +429
Aug10 100212 200.36 200.36 197.64 199.53 -3.40 467 9,035 +17
Sep10 100212 204.57 204.60 199.18 201.80 -3.29 804 10,183 +217
Oct10 100212 204.98 204.98 201.40 204.28 -3.24 695 8,645 -22
Nov10 100212 207.39 207.39 204.70 206.68 -3.21 630 7,206 +128
Dec10 100212 211.13 211.13 206.68 209.07 -3.18 1,866 24,307 -88
Jan11 100212 211.44 212.08 210.44 211.50 -3.14 78 12,067 -10
Feb11 100212 214.95 214.95 211.92 212.93 -3.06 35 4,798 +28
Total Volume and Open Interest 85,057 312,262 -1,450
Gasoline(NYMEX)
Mar10 100212 193.80 193.80 187.16 192.95 -0.62 50,840 61,516 -7,000
Apr10 100212 206.57 206.57 200.30 205.38 -1.19 30,495 53,253 +3,856
May10 100212 207.00 207.00 201.95 206.70 -1.37 11,691 37,802 +2,213
Jun10 100212 206.00 207.31 203.47 207.06 -1.52 5,507 30,229 +734
Jul10 100212 206.41 206.66 203.24 206.66 -1.68 2,518 18,113 +641
Aug10 100212 203.00 205.86 203.00 205.86 -1.76 1,039 9,010 +306
Sep10 100212 201.97 204.87 201.43 204.87 -1.86 1,485 15,214 +136
Oct10 100212 192.38 194.97 192.38 194.97 -1.96 1,197 5,417 +251
Nov10 100212 194.12 194.12 194.12 194.12 -2.03 991 11,234 -99
Dec10 100212 195.81 196.10 190.64 194.12 -2.09 1,834 11,165 +896
Total Volume and Open Interest 108,199 260,846 +2,408
e-miNY RBOB Gasoline(NYM)
Mar10 100212 193.00 193.60 192.95 193.00 -0.60 0 7 +0
Apr10 100212 205.40 206.60 205.38 205.40 -1.20      
May10 100212 206.70 208.10 206.70 206.70 -1.40      
Jun10 100212 207.10 208.60 207.06 207.10 -1.50      
Total Volume and Open Interest 0 7 +0
Natural Gas(NYM)
Mar10 100212 5.404 5.556 5.308 5.468 +0.072 138,424 118,016 -24,338
Apr10 100212 5.391 5.527 5.293 5.447 +0.064 88,602 114,179 +3,140
May10 100212 5.432 5.568 5.361 5.495 +0.052 52,549 114,110 +11,369
Jun10 100212 5.460 5.630 5.460 5.564 +0.044 9,652 39,487 +2,290
Jul10 100212 5.585 5.690 5.516 5.636 +0.037 7,550 31,826 +1,163
Aug10 100212 5.610 5.750 5.560 5.694 +0.034 3,886 35,264 -332
Sep10 100212 5.641 5.780 5.600 5.726 +0.033 2,858 25,140 -34
Oct10 100212 5.775 5.875 5.735 5.824 +0.029 10,311 54,884 +540
Nov10 100212 6.080 6.170 6.032 6.117 +0.027 1,520 12,253 -267
Dec10 100212 6.405 6.470 6.355 6.427 +0.022 2,543 24,240 -194
Jan11 100212 6.574 6.695 6.570 6.647 +0.022 4,538 32,306 +161
Feb11 100212 6.541 6.630 6.450 6.607 +0.022 411 11,506 +290
Mar11 100212 6.370 6.450 6.359 6.414 +0.012 2,365 22,778 -607
Apr11 100212 5.928 5.991 5.928 5.946 -0.011 2,356 23,765 -627
May11 100212 5.950 5.950 5.916 5.916 -0.011 30 9,873 -1
Jun11 100212 6.011 6.011 5.950 5.959 -0.013 13 4,423 +8
Total Volume and Open Interest 327,843 768,451 -7,376
Brent Crude Oil(ICE)
Apr10 100212 73.91 74.00 71.65 72.90 -1.22 169,296 192,020 +10,010
May10 100212 74.50 74.53 72.21 73.42 -1.29 52,676 139,002 +8,533
Jun10 100212 75.00 75.00 73.02 73.97 -1.33 30,779 95,680 -2,938
Jul10 100212 75.12 75.52 73.72 74.50 -1.34 11,137 31,341 +1,527
Aug10 100212 75.61 75.70 74.22 75.00 -1.32 6,677 21,735 -43
Sep10 100212 76.06 76.15 74.69 75.47 -1.29 3,478 14,523 +191
Oct10 100212 76.50 76.59 75.15 75.93 -1.27 2,674 16,208 -251
Nov10 100212 76.89 76.89 75.61 76.38 -1.24 2,789 13,584 +53
Dec10 100212 77.70 77.70 75.90 76.85 -1.21 17,758 81,992 -275
Jan11 100212 77.28 77.28 77.28 77.28 -1.20 5,224 11,654 -149
Feb11 100212 77.72 77.72 77.72 77.72 -1.18 2,482 6,328 +317
Mar11 100212 78.14 78.14 78.14 78.14 -1.16 486 5,598 -23
Apr11 100212 78.54 78.54 78.54 78.54 -1.15 358 2,677 +28
May11 100212 78.91 78.91 78.91 78.91 -1.16 316 2,621 +69
Total Volume and Open Interest 449,389 767,732 -6,048
Gas Oil(ICE)
Mar10 100212 599.00 600.00 581.50 583.75 -12.25 100,102 175,674 +5,605
Apr10 100212 604.50 606.25 587.75 590.00 -12.00 58,414 110,287 +5,873
May10 100212 611.25 611.50 593.75 596.25 -11.50 31,704 52,998 +749
Jun10 100212 617.50 617.50 600.50 602.50 -11.00 29,617 43,190 +417
Jul10 100212 618.00 618.00 608.75 609.00 -10.50 15,311 21,193 +574
Aug10 100212 617.00 620.50 614.00 615.25 -10.25 8,811 23,546 +917
Sep10 100212 631.75 631.75 620.75 621.25 -10.25 5,983 23,419 +379
Oct10 100212 635.00 635.00 626.75 627.25 -10.25 3,921 14,550 +232
Nov10 100212 637.50 637.75 631.50 632.00 -10.00 3,410 14,174 -52
Dec10 100212 650.00 650.00 635.00 636.75 -9.50 6,028 80,752 -272
Total Volume and Open Interest 308,083 650,650 -19,342
Ethanol(CBOT)
Feb10 100203 1.810 1.810 1.810 1.810 -0.007 31 264 -38
Mar10 100212 1.705 1.705 1.695 1.700 -0.029 71 781 -44
Apr10 100212 1.702 1.708 1.702 1.704 -0.028 103 1,402 -84
May10 100212 1.702 1.710 1.702 1.709 -0.028 36 775 -4
Jun10 100212 1.702 1.710 1.702 1.709 -0.028 22 750 +8
Jul10 100212 1.710 1.710 1.708 1.709 -0.028 22 1,039 +17
Aug10 100212 1.710 1.710 1.695 1.695 -0.024 26 644 +2
Sep10 100212 1.695 1.695 1.695 1.695 -0.025 15 632 +15
Total Volume and Open Interest 351 8,047 -60
US Dollar Index(ICE)
Mar10 100212 80.180 80.835 80.075 80.410 +0.310 29,073 54,369 +306
Jun10 100212 80.800 81.130 80.690 80.720 +0.320 302 4,839 -35
Sep10 100212 80.940 80.940 80.940 80.940 +0.320 0 1 +0
Total Volume and Open Interest 29,375 59,210 +271
Australian Dollar(CME)
Mar10 100212 88.77 88.89 87.59 88.59 -0.30 118,754 91,676 -2,544
Jun10 100212 87.83 87.97 86.75 87.73 -0.28 385 5,367 -16
Sep10 100212 86.83 87.09 86.83 86.83 -0.26 2 31 -2
Total Volume and Open Interest 119,142 97,081 -2,562
British Pound(CME)
Mar10 100212 156.93 157.40 155.76 156.63 -0.29 143,605 122,407 +7,272
Jun10 100212 156.74 157.28 155.68 156.53 -0.29 349 1,130 +28
Sep10 100212 156.45 156.86 155.92 156.45 -0.30 1 84 +1
Total Volume and Open Interest 143,955 123,663 +7,301
Canadian Dollar(CME)
Mar10 100212 95.18 95.34 94.52 95.16 -0.10 81,355 79,164 -930
Jun10 100212 95.10 95.25 94.53 95.15 -0.10 433 2,784 +94
Sep10 100212 95.13 95.23 94.54 95.13 -0.10 11 793 +5
Dec10 100212 94.85 95.17 94.53 95.07 -0.10 105 699 +25
Total Volume and Open Interest 81,910 83,513 -804
Japanese Yen(CME)
Mar10 100212 111.45 111.64 110.60 111.19 -0.25 121,961 116,780 -2,434
Jun10 100212 111.54 111.68 110.67 111.25 -0.25 249 663 +37
Sep10 100212 111.35 111.60 111.01 111.35 -0.25 0 196 +0
Total Volume and Open Interest 122,210 117,663 -2,397
Swiss Franc(CME)
Mar10 100212 93.41 93.48 92.36 92.90 -0.54 43,785 43,285 +1,121
Jun10 100212 93.18 93.50 92.44 92.96 -0.54 16 182 +0
Sep10 100212 93.04 93.58 92.69 93.04 -0.54 0 8 +0
Total Volume and Open Interest 43,802 43,480 +1,121
EuroFX(CME)
Mar10 100212 136.89 136.95 135.31 136.17 -0.70 298,921 196,772 +2,489
Jun10 100212 136.88 136.90 135.29 136.14 -0.70 926 2,793 +335
Sep10 100212 136.09 136.78 135.43 136.09 -0.69 2 672 -2
Total Volume and Open Interest 299,854 200,282 +2,825
Mexican Peso(CME)
Feb10 100212 770.5 771.0 770.5 770.5 -0.5 2 0 -2
Mar10 100212 770.2 771.8 763.5 770.5 +2.5 16,188 84,097 -101
Total Volume and Open Interest 16,202 85,816 -100
30-Year T-Bonds(CBOT)
Mar10 100212 117~110 117~280 117~080 117~190 +0~080      
Jun10 100212 115~160 116~100 115~160 116~020 +0~100 7,432 17,142 +1,760
Sep10 100212 114~250 114~250 114~150 114~250 +0~100 0 16 +0
Total Volume and Open Interest 307,261 667,270 -3,568
10-Year T-Notes(CBOT)
Mar10 100212 117~255 118~080 117~240 118~025 +0~100 1,100,423 1,380,200 -9,169
Jun10 100212 116~095 116~250 116~095 116~200 +0~100 6,009 24,670 +3,652
Sep10 100212 115~055 115~055 114~275 115~055 +0~100 0 4 +0
Total Volume and Open Interest 1,106,432 1,404,874 -5,517
5-Year T-Notes(CBOT)
Mar10 100212 116~085 116~086 116~077 116~078 +0~026      
Jun10 100212 115~049 115~064 115~026 115~052 +0~026 1,122 10,799 +205
Sep10 100212 114~026 114~026 114~000 114~026 +0~026      
Total Volume and Open Interest 527,309 942,776 +1,782
2 Year T-Notes(CBOT)
Mar10 100211 108~117 108~122 108~112 108~119 +0~002      
Jun10 100212 108~060 108~067 108~050 108~064 +0~014 5,049 40,550 +1,240
Sep10 100212 107~125 107~125 107~109 107~125 +0~016      
Total Volume and Open Interest 331,136 995,680 +417
Eurodollars(CME)
Mar10 100212 99.710 99.715 99.705 99.710 unch 201,650 1,183,004 -1,435
Jun10 100212 99.570 99.595 99.570 99.580 +0.010 234,380 1,089,946 -8,447
Sep10 100212 99.320 99.365 99.315 99.350 +0.040 371,169 884,856 -43,857
Dec10 100212 98.985 99.055 98.980 99.035 +0.060 404,807 906,495 +8,698
Mar11 100212 98.635 98.720 98.635 98.695 +0.070 396,374 615,259 +1,206
Jun11 100212 98.275 98.360 98.270 98.335 +0.070 304,518 716,271 -15,547
Sep11 100212 97.925 98.010 97.925 97.985 +0.070 214,643 550,728 -7,801
Dec11 100212 97.590 97.670 97.585 97.645 +0.070 202,465 360,780 -11,626
Mar12 100212 97.285 97.365 97.285 97.340 +0.065 79,603 259,735 +153
Jun12 100212 96.990 97.060 96.990 97.040 +0.065 61,925 218,931 -2,897
Sep12 100212 96.715 96.790 96.715 96.765 +0.060 53,852 124,804 -3,254
Dec12 100212 96.470 96.525 96.460 96.500 +0.055 45,777 109,592 +809
Mar13 100212 96.240 96.315 96.240 96.290 +0.050 15,474 76,083 -189
Jun13 100212 96.055 96.110 96.055 96.085 +0.045 12,030 61,076 +488
Sep13 100212 95.875 95.920 95.870 95.895 +0.040 9,868 53,264 +578
Dec13 100212 95.710 95.735 95.680 95.710 +0.040 12,547 33,591 -479
Mar14 100212 95.545 95.585 95.535 95.560 +0.035 7,232 35,212 +865
Jun14 100212 95.395 95.435 95.385 95.410 +0.035 6,472 30,321 +906
Total Volume and Open Interest 2,688,296 7,506,791 -93,312
30 Day Federal Funds(CBOT)
Feb10 100212 99.870 99.872 99.868 99.870 +0.003 12,871 83,269 -2,730
Mar10 100212 99.855 99.860 99.855 99.855 unch 4,193 56,795 +1,168
Apr10 100212 99.840 99.840 99.835 99.835 unch 24,433 75,092 +6,755
May10 100212 99.815 99.825 99.810 99.820 +0.005 9,928 65,893 +1,754
Jun10 100212 99.795 99.810 99.795 99.805 +0.010 9,047 53,949 -759
Jul10 100212 99.760 99.775 99.755 99.765 +0.010 11,523 53,077 -927
Total Volume and Open Interest 106,981 560,095 +8,789
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 100212 99.575 99.575 99.575 99.575 unch 0 1,338 +0
Jun10 100212 99.625 99.625 99.625 99.625 unch 0 80 +0
Sep10 100212 99.645 99.645 99.645 99.645 unch 0 230 +0
Dec10 100212 99.630 99.630 99.630 99.630 unch 0 242 +0
Mar11 100212 99.620 99.620 99.620 99.620 unch      
Jun11 100212 99.595 99.595 99.595 99.595 unch      
Sep11 100212 99.595 99.595 99.595 99.595 unch      
Dec11 100212 99.525 99.525 99.525 99.525 unch      
Mar12 100212 99.490 99.490 99.490 99.490 unch      
Jun12 100212 99.540 99.540 99.540 99.540 unch      
Total Volume and Open Interest 0 1,890 +0
3-Mth Euro-Yen(SGX)
Mar10 100212 99.58 99.58 99.57 99.57 unch 307 4,545 +321
Jun10 100212 99.62 99.62 99.62 99.62 unch 101 1,622 +0
Sep10 100212 99.64 99.64 99.64 99.64 unch 101 2,021 -1
Dec10 100212 99.63 99.63 99.63 99.63 unch 100 1,438 -100
Mar11 100212 99.62 99.62 99.62 99.62 unch 0 664 +0
Jun11 100212 99.60 99.60 99.60 99.60 unch 0 56 +0
Sep11 100212 99.60 99.60 99.60 99.60 unch 0 51 +0
Dec11 100212 99.53 99.53 99.53 99.53 unch 0 102 +0
Total Volume and Open Interest 609 11,870 +220
Japanese Gov't Bonds(SGX)
Mar10 100210 139.26 139.50 139.10 139.48 +0.42 2,055 15,816 -343
Jun10 100212 139.32 139.32 139.32 139.32 -0.08      
Sep10 100212 139.32 139.32 139.32 139.32 -0.08      
Total Volume and Open Interest 2,639 15,235 -478
Euro-Bund(EUREX)
Mar10 100212 123.15 123.63 123.10 123.55 +0.40 1,324,886 977,311 -10,531
Jun10 100212 121.72 122.10 121.67 122.07 +0.40 1,365 6,507 +842
Sep10 100212 121.75 121.75 121.75 121.75 +0.40      
Total Volume and Open Interest 1,326,251 983,818 -9,689
Euro-Bobl(EUREX)
Mar10 100205 117.65 118.11 117.64 117.94 +0.20 490,512 748,283 +748,283
Jun10 100212 116.11 116.25 116.06 116.25 +0.31 9,543 15,237 +8,572
Sep10 100212 116.04 116.04 116.04 116.04 +0.32      
Total Volume and Open Interest 667,502 781,182 +45,720
3-Mth Euribor(EUREX)
Mar10 100212 99.325 99.330 99.320 99.325 +0.005 93 11,189 +5
Jun10 100212 99.120 99.135 99.110 99.130 +0.010 24 7,158 +1
Sep10 100212 98.895 98.920 98.890 98.920 +0.045 1 2,521 +0
Total Volume and Open Interest 235 24,784 +42
Long Gilt(LIFFE)
Mar10 100212 114~26 115~02 114~05 114~20 -0~05 133,547 253,118 +2,565
Jun10 100212 113~10 113~14 112~29 113~06 -0~05      
Total Volume and Open Interest 133,547 253,118 +2,565
3-Mth Short Sterling(LIFFE)
Mar10 100212 99.35 99.36 99.33 99.33 -0.02 68,668 335,374 +17,659
Jun10 100212 99.26 99.27 99.23 99.24 -0.01 122,546 335,361 -1,869
Sep10 100212 99.05 99.05 99.02 99.04 unch 129,427 316,085 +1,194
Dec10 100212 98.72 98.74 98.69 98.73 +0.02 184,886 341,906 -7,710
Mar11 100212 98.36 98.41 98.33 98.39 +0.04 192,035 297,936 -5,086
Jun11 100212 97.98 98.03 97.94 98.02 +0.05 125,832 186,293 +5,923
Total Volume and Open Interest 1,018,542 2,200,850 +7,767
3-Mth Euribor(LIFFE)
Mar10 100212 99.325 99.330 99.315 99.325 +0.005 76,342 711,581 -5,158
Jun10 100212 99.125 99.140 99.110 99.130 +0.010 163,937 758,590 -125
Sep10 100212 98.890 98.935 98.875 98.920 +0.045 201,977 612,487 +10,024
Total Volume and Open Interest 1,150,737 3,746,632 +13,898
3-Mth Aus T-Bills(SFE)
Mar10 100212 95.75 95.77 95.72 95.74 -0.01 32,572 291,776 -2,355
Jun10 100212 95.47 95.49 95.43 95.47 +0.01 55,366 237,865 -3,739
Sep10 100212 95.20 95.22 95.16 95.21 +0.01 24,059 119,475 +4,178
Dec10 100212 94.95 94.97 94.91 94.96 +0.01 8,454 92,403 -818
Mar11 100212 94.73 94.76 94.68 94.75 +0.02 4,930 40,247 +984
Jun11 100212 94.56 94.59 94.52 94.57 unch 3,582 33,628 +391
Sep11 100212 94.39 94.43 94.39 94.43 +0.01 599 17,216 -230
Dec11 100212 94.29 94.32 94.29 94.32 unch 519 8,140 -123
Mar12 100212 94.25 94.25 94.25 94.25 unch 0 2,963 +0
Jun12 100212 94.20 94.20 94.20 94.20 unch 0 1,522 +0
Total Volume and Open Interest 130,081 846,700 -1,712
10-Year Aus T-Bonds(SFE)
Mar10 100212 94.43 94.46 94.40 94.43 unch 40,463 368,640 -717
Jun10 100212 94.43 94.43 94.43 94.43 unch      
Total Volume and Open Interest 40,463 368,640 -717
3-Year Aus T-Bonds(SFE)
Mar10 100212 95.08 95.11 95.03 95.08 -0.01 180,421 783,406 +41,186
Jun10 100212 95.08 95.08 95.08 95.08 -0.01      
Total Volume and Open Interest 180,421 783,406 +41,186
Gold(CMX)
Feb10 100212 1089.6 1092.0 1079.8 1089.5 -4.7 640 892 -88
Apr10 100212 1094.6 1097.7 1078.1 1090.0 -4.7 163,920 285,378 -1,845
Jun10 100212 1097.4 1098.4 1079.6 1091.1 -4.7 3,095 57,501 +213
Aug10 100212 1097.5 1097.5 1080.4 1092.1 -4.7 2,747 21,109 -295
Oct10 100212 1089.0 1093.1 1088.5 1093.1 -4.8 512 9,643 +341
Dec10 100212 1097.5 1097.5 1082.8 1094.3 -4.9 2,351 35,140 +465
Feb11 100212 1093.7 1095.9 1093.7 1095.9 -5.1 755 8,156 +335
Apr11 100212 1092.0 1098.0 1092.0 1098.0 -5.2 103 3,952 +50
Jun11 100212 445.0 445.0 445.0 445.0 -5.4 400 7,442 -400
Aug11 100212 1103.3 1103.3 1103.3 1103.3 -5.6 0 1,686 +0
Oct11 100212 1106.7 1106.7 1106.7 1106.7 -5.8 210 3,444 +190
Dec11 100212 1100.0 1110.5 1100.0 1110.4 -6.0 1,285 11,725 +218
Total Volume and Open Interest 177,940 466,217 -688
Silver(CMX)
Mar10 100212 1565.0 1574.0 1521.0 1544.7 -14.3 42,715 50,945 -3,102
May10 100212 1574.0 1574.0 1524.0 1547.2 -14.4 7,729 27,172 +2,437
Jul10 100212 1577.0 1577.0 1530.0 1549.2 -14.4 507 10,749 +231
Sep10 100212 1566.0 1572.5 1538.5 1550.9 -14.4 87 3,624 +35
Dec10 100212 1567.0 1567.0 1531.5 1553.2 -14.5 403 12,548 +67
Mar11 100212 1556.0 1556.0 1556.0 1556.0 -14.6 3 1,463 +3
May11 100212 1548.0 1557.7 1548.0 1557.7 -14.9 2 1,727 +2
Total Volume and Open Interest 51,892 118,571 -22
Platinum(NYMEX)
Apr10 100212 1527.2 1531.0 1489.5 1511.1 -8.2 4,348 31,904 -367
Jul10 100212 1523.6 1524.9 1490.0 1511.3 -8.2 157 1,837 +71
Oct10 100212 1513.6 1513.6 1511.3 1511.3 -8.2 0 29 +0
Jan11 100212 1501.1 1501.1 1501.1 1501.1 -8.2 0 207 +0
Total Volume and Open Interest 4,573 34,097 -228
Palladium(NYMEX)
Mar10 100212 419.50 422.95 409.50 418.15 -0.80 2,945 18,320 -324
Jun10 100212 420.30 423.00 411.30 419.20 -0.90 882 3,737 +564
Sep10 100212 420.55 420.55 420.55 420.55 -0.90 0 251 +0
Total Volume and Open Interest 3,829 22,337 +242
Copper(CMX)
Mar10 100212 313.25 314.00 303.40 308.25 -5.10 42,592 43,571 -5,698
May10 100212 315.00 315.70 305.35 310.20 -4.95 13,519 51,700 +4,463
Jul10 100212 314.25 314.50 307.00 311.20 -4.85 1,796 14,546 +749
Sep10 100212 311.60 311.70 310.25 311.70 -4.60 346 5,559 +277
Dec10 100212 312.50 312.50 308.00 311.70 -4.70 216 4,799 -84
Total Volume and Open Interest 58,994 123,945 -131
DJIA Index(CBOT)
Mar10 100212 10132 10132 9953 10117 +7 340 13,511 -49
Jun10 100212 10005 10054 10005 10054 +7 20 28 +11
Sep10 100212 9997 9997 9990 9997 +7      
Dec10 100212 9947 9947 9940 9947 +7      
Total Volume and Open Interest 360 13,539 -38
S & P 500(CME)
Mar10 100212 1076.10 1079.60 1060.50 1079.10 +2.50 14,795 365,755 -2,512
Jun10 100212 1057.50 1074.30 1055.00 1074.30 +2.50 125 8,419 -305
Sep10 100212 1069.40 1069.40 1051.90 1069.40 +2.50 27 1,262 +0
Dec10 100212 1065.00 1065.00 1047.50 1065.00 +2.50 2 813 +2
Total Volume and Open Interest 14,949 376,250 -2,815
S & P 500 E-Mini(Globex)
Mar10 100212 1076.25 1079.75 1060.00 1079.00 +2.50 2,204,772 2,813,255 +2,813,255
Jun10 100212 1071.75 1076.00 1055.25 1074.25 +2.50 2,791 25,808 +2,352
Total Volume and Open Interest 2,207,604 2,840,528 +5,242
NASDAQ 100(CME)
Mar10 100212 1777.00 1784.00 1754.00 1783.30 +7.80 2,443 29,605 +1,961
Jun10 100212 1780.80 1780.80 1766.00 1780.80 +7.80 2 695 -2
Sep10 100212 1779.80 1779.80 1778.00 1779.80 +7.80      
Total Volume and Open Interest 2,445 30,300 +1,959
NASDAQ 100 E-Mini(Globex)
Mar10 100212 1773.30 1783.50 1754.00 1783.30 +7.80 296,949 388,775 +8,960
Jun10 100212 1770.80 1780.80 1752.50 1780.80 +7.80 373 6,557 +104
Total Volume and Open Interest 297,322 395,346 +9,064
S & P Midcap 400(CME)
Mar10 100212 701.00 717.00 700.00 716.70 +8.40 8 2,949 +3
Jun10 100212 714.50 714.60 714.50 714.50 +8.40      
Sep10 100212 712.50 712.60 712.50 712.50 +8.40      
Total Volume and Open Interest 8 2,949 +3
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Mar10 100212 10075 10135 9985 10105 +30 10,031 40,125 +665
Jun10 100212 10105 10105 10075 10105 +30      
Total Volume and Open Interest 10,031 40,125 +665
Nikkei 225(SGX)
Mar10 100212 10075 10110 9930 10105 +110 108,584 186,481 -1,375
Jun10 100212 9995 10045 9965 10045 +110 42 1,740 +3
Sep10 100212 10050 10050 10050 10050 +110 0 55 +0
Total Volume and Open Interest 110,984 196,192 -616
CAC 40(EURONEXT)
Feb10 100212 3659.0 3661.0 3577.0 3598.5 -19.0 150,373 362,861 -2,620
Mar10 100212 3668.0 3668.0 3580.5 3599.5 -19.0 1,638 82,444 +935
Apr10 100212 3606.0 3613.0 3600.0 3600.0 -19.0 6 199 +14
Total Volume and Open Interest 152,047 447,773 -1,637
Hang Seng Index(HKFE)
Feb10 100212 20200 20424 20170 20336 +131 88,291 80,402 +215
Mar10 100212 20156 20357 20128 20275 +122 2,167 11,217 +680
Total Volume and Open Interest 90,530 92,861 +899
DAX(EUREX)
Mar10 100212 5569.0 5570.0 5460.5 5504.5 -7.0 175,040 148,774 -3,584
Jun10 100212 5566.0 5570.0 5470.0 5512.0 -7.5 222 11,751 -58
Sep10 100212 5575.0 5575.5 5487.5 5521.0 -7.0 29 1,150 -1
Total Volume and Open Interest 175,291 161,675 -3,643
FT-SE 100(EURONEXT)
Mar10 100212 5161.00 5181.00 5089.00 5121.00 -16.50 136,032 669,977 -3,931
Jun10 100212 5117.50 5120.00 5054.00 5071.00 -16.50 20 4,600 -7
Sep10 100212 5071.50 5071.50 5033.00 5033.00 -16.00 0 329 +0
Total Volume and Open Interest 136,052 675,497 -3,938
SPI 200(SFE)
Mar10 100212 4524.0 4565.0 4481.0 4534.0 +12.0 25,326 200,380 -19,675
Jun10 100212 4546.0 4575.0 4540.0 4551.0 +13.0 177 2,283 -86
Sep10 100212 4534.0 4534.0 4534.0 4534.0 +13.0 0 1,965 +0
Total Volume and Open Interest 25,591 206,089 -19,673
GSCI(CME)
Feb10 100212 490.10 497.05 484.50 491.00 -6.00 1,562 8,228 -1,034
Mar10 100212 494.60 501.70 489.00 495.30 -6.35 1,981 10,773 +1,273
Apr10 100212 497.50 505.05 493.50 499.00 -6.00 2 0 +0
Total Volume and Open Interest 3,545 19,001 +239
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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