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MRCI's End of Day Prices
Daily Futures Price Listing Tue February 23, 2010
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Mar10 100223 959.50 978.75 952.00 952.50 -9.00 50,516 73,569 -13,075
May10 100223 967.00 985.00 958.50 959.50 -9.50 35,591 172,458 +2,538
Jul10 100223 973.00 990.25 965.00 965.50 -9.75 13,839 89,855 +828
Aug10 100223 969.00 984.25 961.25 961.25 -9.25 331 4,660 +88
Sep10 100223 953.50 963.00 942.75 942.75 -9.25 339 3,323 +0
Nov10 100223 932.75 945.75 926.00 927.25 -8.50 7,767 102,354 +108
Jan11 100223 944.00 954.50 935.25 935.75 -8.75 297 6,031 +205
Total Volume and Open Interest 108,887 462,060 -9,535
Soybean Meal(CBOT)
Mar10 100223 281.30 289.60 279.50 279.60 -2.10 21,223 31,216 -8,439
May10 100223 275.20 283.60 273.50 273.90 -1.80 20,474 75,729 +1,713
Jul10 100223 273.30 281.40 272.10 272.10 -2.00 5,109 37,079 -213
Aug10 100223 271.10 278.70 269.30 269.30 -1.70 436 10,875 +38
Sep10 100223 266.00 273.10 264.30 264.30 -1.70 228 9,469 +46
Oct10 100223 256.90 262.40 255.30 255.30 -1.60 165 5,542 +22
Dec10 100223 255.70 261.30 254.40 254.40 -1.30 2,219 24,486 +519
Jan11 100223 256.60 262.40 255.60 255.60 -1.30 27 1,537 +7
Total Volume and Open Interest 50,044 199,328 -6,215
Soybean Oil(CBOT)
Mar10 100223 38.80 38.97 38.30 38.31 -0.52 26,647 41,474 -9,937
May10 100223 39.24 39.43 38.75 38.78 -0.52 25,301 121,569 +6,284
Jul10 100223 39.66 39.87 39.21 39.23 -0.52 7,070 73,644 -150
Aug10 100223 39.99 40.03 39.42 39.42 -0.52 448 9,658 +164
Sep10 100223 39.71 40.04 39.57 39.57 -0.50 494 7,038 +50
Oct10 100223 40.10 40.22 39.67 39.67 -0.50 200 5,054 +8
Dec10 100223 40.35 40.60 39.97 39.97 -0.49 3,915 33,180 +768
Jan11 100223 40.43 40.71 40.22 40.22 -0.49 1 574 +0
Total Volume and Open Interest 64,176 293,549 -2,713
Canola(WCE)
Mar10 100223 385.3 386.5 382.1 384.9 +0.2 5,549 19,125 -11,218
May10 100223 392.0 394.3 389.6 392.6 +0.6 9,816 69,593 +3,963
Jul10 100223 396.5 398.6 394.8 398.3 +1.5 1,081 16,577 +171
Nov10 100223 401.4 404.3 400.0 403.5 +1.9 852 14,972 +40
Jan11 100223 405.0 406.8 405.0 406.5 +1.6 0 437 +0
Total Volume and Open Interest 17,298 120,931 -7,044
Corn(CBOT)
Mar10 100223 370.00 373.00 367.25 367.75 -3.75 97,358 159,291 -29,576
May10 100223 381.25 384.00 378.25 378.75 -4.00 64,607 397,747 +10,296
Jul10 100223 391.75 394.50 389.00 389.25 -4.50 32,253 231,832 +5,796
Sep10 100223 398.50 401.75 396.25 396.50 -4.75 3,822 57,035 +1,913
Dec10 100223 405.50 409.00 402.50 403.00 -5.00 19,576 244,810 +339
Mar11 100223 415.75 419.00 413.50 414.25 -4.50 1,533 27,355 +399
Total Volume and Open Interest 219,810 1,155,858 -10,788
Wheat(CBOT)
Mar10 100223 499.25 501.50 491.00 491.75 -9.50 41,882 47,871 -21,771
May10 100223 513.00 515.25 504.75 505.75 -9.50 31,532 157,357 +2,146
Jul10 100223 525.25 527.75 517.00 518.25 -9.50 10,569 118,239 +1,881
Sep10 100223 543.00 543.25 533.75 533.75 -9.50 1,668 26,122 +596
Dec10 100223 567.00 567.75 558.00 558.25 -9.75 3,026 61,679 +194
Total Volume and Open Interest 89,196 429,634 -16,675
Wheat(KCBT)
Mar10 100223 506.25 508.50 498.25 498.25 -10.25 9,923 17,667 -4,848
May10 100223 517.00 519.50 509.00 509.50 -10.00 6,253 41,607 +1,385
Jul10 100223 528.00 530.50 520.50 520.50 -10.00 2,396 35,674 +726
Sep10 100223 534.75 538.75 532.00 532.00 -10.00 151 5,207 -41
Dec10 100223 558.00 558.00 549.00 549.00 -9.75 127 41,726 +28
Total Volume and Open Interest 18,870 145,052 -2,753
Wheat(MGE)
Mar10 100223 514.50 515.75 501.00 506.75 -9.75 3,657 7,741 -959
May10 100223 526.75 527.50 518.00 518.75 -9.75 2,076 12,865 +827
Jul10 100223 538.25 539.25 530.50 530.50 -10.00 345 9,856 +115
Sep10 100223 545.25 550.75 542.25 542.25 -9.50 140 5,172 +26
Dec10 100223 565.00 568.50 560.00 560.00 -9.50 93 6,252 +19
Total Volume and Open Interest 6,365 43,086 +46
Oats(CBOT)
Mar10 100223 228.75 230.00 223.75 226.50 -1.50 900 2,143 -544
May10 100223 237.25 239.00 232.00 235.00 -2.00 963 7,654 +295
Jul10 100223 247.00 247.00 241.50 243.00 -2.50 87 2,293 +48
Sep10 100223 251.00 253.50 251.00 251.00 -2.50 0 372 +0
Total Volume and Open Interest 1,980 13,885 -181
Rough Rice(CBOT)
Mar10 100223 13.47 13.69 13.20 13.65 +0.15 1,047 5,677 -723
May10 100223 13.85 14.03 13.56 13.99 +0.15 843 7,162 +374
Jul10 100223 14.10 14.28 13.88 14.27 +0.15 423 1,199 +228
Sep10 100223 13.31 13.50 13.31 13.50 +0.18 11 1,062 -3
Total Volume and Open Interest 2,345 16,162 -128
Live Cattle(CME)
Feb10 100223 92.300 92.300 91.600 91.750 -0.300 2,866 4,330 -1,571
Apr10 100223 93.250 93.330 92.200 92.430 -0.800 18,819 141,095 -1,640
Jun10 100223 90.900 90.900 90.150 90.500 -0.450 12,699 89,702 +3,890
Aug10 100223 89.050 89.150 88.285 88.600 -0.650 2,850 35,095 +886
Oct10 100223 91.300 91.300 90.535 91.050 -0.380 2,167 20,261 +547
Dec10 100223 92.650 92.650 91.730 92.285 -0.415 733 6,994 +337
Total Volume and Open Interest 40,331 301,047 +2,503
Feeder Cattle(CME)
Mar10 100223 101.635 101.800 101.000 101.150 -0.680 1,406 10,847 -208
Apr10 100223 103.150 103.300 102.350 102.480 -0.700 1,226 11,007 +549
May10 100223 103.680 103.850 103.000 103.230 -0.820 721 7,669 +176
Aug10 100223 105.000 105.050 104.300 104.400 -0.850 608 5,300 +348
Sep10 100223 104.200 104.500 104.000 104.150 -0.950 92 586 +82
Oct10 100223 104.100 104.400 104.080 104.400 -0.600 69 280 +39
Nov10 100223 104.200 104.250 103.750 104.200 -0.300 4 59 +0
Total Volume and Open Interest 4,126 35,752 +986
Lean Hogs(CME)
Apr10 100223 70.450 70.950 69.035 69.450 -0.850 11,493 77,560 -178
May10 100223 76.600 77.150 75.400 76.180 -0.720 169 5,033 +23
Jun10 100223 79.830 80.200 78.475 79.050 -0.675 5,122 44,722 -637
Jul10 100223 79.550 79.785 78.400 79.135 -0.415 1,252 16,851 +569
Aug10 100223 78.700 78.850 77.750 78.580 -0.070 1,218 15,874 +256
Oct10 100223 69.200 69.300 68.635 68.900 -0.235 437 8,744 +173
Dec10 100223 66.700 66.750 66.200 66.550 +0.100 104 4,686 -3
Feb11 100223 68.950 69.180 68.850 69.180 -0.105 89 697 +105
Total Volume and Open Interest 19,889 174,352 +329
Pork Bellies(CME)
Mar10 100223 87.000 87.000 84.000 84.000 -2.800 139 97 -35
May10 100223 88.035 88.035 86.050 86.200 -2.100 133 206 +32
Jul10 100223 90.600 90.750 88.785 89.600 -1.650 1 50 +1
Aug10 100223 87.500 87.500 87.500 87.500 unch 0 22 +0
Feb11 100223 92.000 92.000 92.000 92.000        
Class III Milk(CME)
Feb10 100223 14.24 14.24 14.20 14.24 unch 12 3,570 -2
Mar10 100223 13.47 13.51 13.30 13.40 +0.09 181 3,598 -11
Apr10 100223 12.98 13.40 12.96 13.06 +0.10 293 3,752 +132
May10 100223 13.22 13.36 13.09 13.14 +0.03 222 3,189 +100
Jun10 100223 13.49 13.70 13.46 13.50 +0.04 83 2,735 +34
Total Volume and Open Interest 890 28,724 +286
Cocoa(ICE)
Mar10 100223 3068 3068 2906 2931 -143 41 452 -24
May10 100223 3091 3099 2931 2945 -138 4,836 66,653 -637
Jul10 100223 3120 3123 2958 2973 -137 1,023 20,943 +34
Sep10 100223 3068 3097 2987 2999 -134 318 9,367 +192
Dec10 100223 3100 3107 3027 3030 -131 323 6,490 -2
Mar11 100223 3120 3125 3046 3050 -137 520 11,814 +129
May11 100223 3125 3130 3055 3055 -133 168 4,700 +97
Total Volume and Open Interest 7,229 123,278 -211
Coffee "C"(ICE)
Mar10 100223 130.55 130.75 129.75 130.35 +0.50 425 989 -1,550
May10 100223 132.00 132.80 131.30 132.25 +0.35 6,446 79,370 +70
Jul10 100223 133.90 134.50 133.05 133.90 +0.30 972 19,972 +554
Sep10 100223 135.70 136.00 135.00 135.50 +0.35 489 8,466 +51
Dec10 100223 137.60 137.75 136.55 137.30 +0.35 101 7,825 -1
Mar11 100223 138.60 138.95 138.60 138.95 +0.25 56 4,750 +34
Total Volume and Open Interest 8,534 122,510 -821
Orange Juice(ICE)
Mar10 100223 135.30 138.75 135.30 138.25 +2.10 2,246 7,166 -3,864
May10 100223 140.50 142.70 138.80 141.75 +1.95 2,166 18,688 +1,217
Jul10 100223 142.55 145.05 141.90 144.70 +1.80 102 4,535 +12
Sep10 100223 146.25 146.25 145.95 146.00 +1.80 29 1,167 +4
Nov10 100223 147.25 147.25 147.20 147.20 +1.90 130 570 +107
Jan11 100223 148.85 148.85 148.80 148.80 +2.00 24 633 +0
Total Volume and Open Interest 4,698 33,014 -2,524
Sugar #11(ICE)
Mar10 100223 25.00 25.48 24.14 24.37 -0.42 22,707 75,277 -15,256
May10 100223 24.40 24.60 23.49 23.68 -0.44 51,837 267,655 +6,707
Jul10 100223 23.03 23.03 22.08 22.24 -0.31 8,835 171,489 +510
Oct10 100223 21.55 21.55 20.80 20.98 -0.24 5,084 156,273 +670
Mar11 100223 19.89 20.20 19.54 19.73 -0.16 1,499 57,825 -450
Total Volume and Open Interest 91,223 806,962 -7,643
London Cocoa(LCE)
Mar10 100223 2260 2272 2171 2177 -48 7,526 57,087 +57,087
May10 100223 2272 2285 2182 2185 -87 5,813 47,341 +1,093
Jul10 100223 2257 2271 2170 2173 -87 530 31,056 +132
Sep10 100223 2234 2234 2151 2151 -83 409 16,805 +174
Dec10 100223 2221 2221 2137 2139 -78 1,195 12,509 +280
Mar11 100223 2195 2199 2110 2110 -84 952 12,090 +781
May11 100223 2167 2167 2104 2104 -78 151 1,658 +120
Total Volume and Open Interest      
London Sugar(LCE)
May10 100223 681.30 681.80 653.30 653.90 -33.20 4,239 42,491 +710
Aug10 100223 652.20 652.40 631.00 632.40 -28.70 1,083 17,184 +515
Oct10 100223 591.20 591.80 575.60 579.60 -19.50 1,039 7,882 +366
Dec10 100223 543.00 543.00 531.80 537.30 -13.60 67 1,942 +34
Mar11 100223 533.60 533.60 518.50 522.30 -13.70 27 981 +17
Total Volume and Open Interest 6,476 70,923 +1,623
Cotton(ICE)
Mar10 100223 80.72 80.96 79.56 80.00 -0.74 2,474 5,672 -2,638
May10 100223 79.51 80.10 78.71 79.77 +0.07 15,012 92,718 +3,315
Jul10 100223 78.86 79.70 78.50 79.41 +0.38 3,264 35,241 +53
Oct10 100223 74.91 74.91 74.91 74.91 +0.26 24 156 -18
Dec10 100223 73.65 74.09 73.25 73.75 +0.32 1,434 26,241 +371
Mar11 100223 75.25 76.00 75.25 75.74 +0.57 50 2,632 +5
Total Volume and Open Interest 22,306 164,543 +1,108
Lumber(CME)
Mar10 100223 259.5 260.3 257.7 258.2 -3.3 409 2,263 -317
May10 100223 275.0 275.0 271.6 272.0 -4.0 370 5,498 -37
Jul10 100223 283.1 283.1 279.0 281.6 -3.4 84 1,851 +0
Sep10 100223 277.5 281.7 277.0 281.7 -1.0 1 611 -1
Total Volume and Open Interest 864 10,288 -355
Crude Oil(NYM)
Apr10 100223 80.03 80.39 78.22 78.86 -1.45 314,632 270,598 +15,038
May10 100223 80.41 80.80 78.65 79.29 -1.43 56,635 157,866 +1,674
Jun10 100223 80.82 81.14 79.13 79.74 -1.39 52,433 157,956 +4,897
Jul10 100223 81.21 81.21 79.63 80.17 -1.35 9,234 55,454 +814
Aug10 100223 81.00 81.05 80.07 80.53 -1.32 8,700 28,682 +1,632
Sep10 100223 82.07 82.07 80.30 80.84 -1.31 8,106 32,288 +598
Oct10 100223 82.29 82.29 80.57 81.13 -1.29 6,120 19,233 +135
Nov10 100223 82.57 82.57 81.24 81.42 -1.28 7,457 23,009 +1,168
Dec10 100223 82.72 83.19 81.20 81.74 -1.26 37,806 194,973 -403
Jan11 100223 82.29 82.29 81.96 81.96 -1.25 3,677 22,172 +935
Feb11 100223 82.24 82.24 82.19 82.19 -1.24 618 15,153 +74
Mar11 100223 82.40 82.40 82.40 82.40 -1.23 1,680 11,167 +733
Apr11 100223 82.59 82.59 82.59 82.59 -1.22 439 11,362 +94
May11 100223 82.75 82.75 82.75 82.75 -1.21 272 4,028 +78
Jun11 100223 83.00 83.00 82.78 82.91 -1.19 1,251 24,477 +104
Jul11 100223 83.05 83.05 83.05 83.05 -1.18 138 4,067 +84
Total Volume and Open Interest 547,856 1,269,755 -21,886
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 100219 78.600 80.350 78.100 80.050 +0.625 1,578 2,076 +274
May10 100223 80.400 80.425 78.750 79.300 -1.425 349 395 +15
Jun10 100223 80.800 81.000 79.150 79.750 -1.375 56 166 -18
Jul10 100223 80.750 80.750 80.050 80.175 -1.350 2 16 +1
Aug10 100223 80.525 80.525 80.525 80.525 -1.325 0 3 +0
Sep10 100223 80.850 80.850 80.850 80.850 -1.300 0 3 +0
Oct10 100223 81.125 81.125 81.125 81.125 -1.300 0 10 +0
Nov10 100223 81.425 81.425 81.425 81.425 -1.275 0 1 +0
Total Volume and Open Interest 9,083 4,366 -1,939
Heating Oil(NYM)
Mar10 100223 207.60 208.00 202.17 203.23 -4.65 29,472 38,071 -4,300
Apr10 100223 208.80 208.97 203.05 204.26 -4.56 33,918 66,864 +5,594
May10 100223 209.00 209.88 204.24 205.35 -4.35 9,420 37,887 +384
Jun10 100223 210.54 210.87 205.56 206.70 -4.20 7,491 40,394 -1,014
Jul10 100223 212.60 212.90 207.90 208.53 -4.18 1,290 17,738 +166
Aug10 100223 214.50 214.50 209.27 210.42 -4.13 857 9,645 +140
Sep10 100223 216.07 216.52 212.00 212.42 -4.08 992 10,802 +151
Oct10 100223 214.68 215.54 214.15 214.70 -4.03 315 8,867 -83
Nov10 100223 216.91 217.61 216.39 217.00 -3.91 287 7,662 +68
Dec10 100223 222.73 223.23 218.05 219.30 -3.80 2,654 26,220 +724
Jan11 100223 223.19 223.19 221.41 221.57 -3.72 236 12,354 +29
Feb11 100223 224.95 224.95 222.20 222.84 -3.64 68 4,585 -33
Total Volume and Open Interest 87,309 301,289 +1,724
Gasoline(NYMEX)
Mar10 100223 211.50 211.91 206.12 206.56 -5.02 37,593 35,001 -3,413
Apr10 100223 222.31 222.70 216.46 216.83 -5.47 36,683 70,575 +5,832
May10 100223 222.11 222.82 217.29 217.39 -5.26 12,774 42,107 +848
Jun10 100223 222.51 222.51 217.09 217.16 -5.18 10,304 31,345 +73
Jul10 100223 219.73 219.73 216.40 216.48 -5.00 4,171 18,684 +36
Aug10 100223 217.79 218.26 215.57 215.57 -4.76 2,107 9,970 +454
Sep10 100223 214.70 214.70 214.47 214.47 -4.56 3,129 15,144 +423
Oct10 100223 205.35 205.35 204.17 204.17 -4.37 1,405 5,097 -205
Nov10 100223 203.32 203.32 203.17 203.17 -4.12 1,113 11,284 +24
Dec10 100223 207.17 207.17 203.05 203.07 -3.90 1,638 11,201 -162
Total Volume and Open Interest 111,071 258,415 +3,914
e-miNY RBOB Gasoline(NYM)
Mar10 100223 206.60 206.60 206.56 206.60 -5.00 0 7 +0
Apr10 100223 216.80 216.83 216.80 216.80 -5.50      
May10 100223 217.40 217.40 217.39 217.40 -5.30      
Jun10 100223 217.20 217.20 217.16 217.20 -5.10      
Total Volume and Open Interest 0 7 +0
Natural Gas(NYM)
Mar10 100223 4.915 4.934 4.766 4.778 -0.117 96,759 35,064 -11,664
Apr10 100223 4.935 4.946 4.805 4.809 -0.104 70,888 168,588 +10,021
May10 100223 5.005 5.006 4.870 4.875 -0.102 26,951 138,612 +1,133
Jun10 100223 5.075 5.075 4.949 4.952 -0.100 10,691 49,563 +936
Jul10 100223 5.155 5.155 5.028 5.032 -0.095 6,929 38,624 +375
Aug10 100223 5.162 5.166 5.088 5.091 -0.092 3,802 34,891 -554
Sep10 100223 5.250 5.250 5.120 5.123 -0.092 3,380 27,532 +332
Oct10 100223 5.340 5.340 5.215 5.217 -0.088 10,673 57,957 +1,343
Nov10 100223 5.577 5.587 5.524 5.524 -0.086 1,601 12,528 -274
Dec10 100223 5.928 5.928 5.844 5.844 -0.084 2,599 24,578 -118
Jan11 100223 6.136 6.152 6.070 6.072 -0.085 8,990 34,957 +2,340
Feb11 100223 6.081 6.098 6.039 6.039 -0.083 1,770 11,460 -279
Mar11 100223 5.935 5.950 5.894 5.894 -0.078 6,378 27,548 +2,879
Apr11 100223 5.557 5.557 5.512 5.512 -0.055 2,494 24,664 -18
May11 100223 5.530 5.530 5.487 5.487 -0.055 1,428 10,779 +878
Jun11 100223 5.590 5.595 5.537 5.537 -0.050 140 4,712 +114
Total Volume and Open Interest 262,744 800,384 +9,601
Brent Crude Oil(ICE)
Apr10 100223 78.40 78.64 76.57 77.25 -1.36 157,829 209,363 +2,066
May10 100223 78.82 79.11 77.00 77.63 -1.45 71,827 178,447 +4,328
Jun10 100223 79.38 79.65 77.65 78.15 -1.49 48,218 126,254 +2,851
Jul10 100223 79.87 80.15 78.17 78.68 -1.48 17,555 41,484 +1,300
Aug10 100223 80.36 80.59 78.72 79.16 -1.47 8,892 23,770 +744
Sep10 100223 80.78 81.02 79.10 79.59 -1.44 6,426 16,505 +305
Oct10 100223 81.21 81.38 79.50 79.98 -1.41 5,487 17,091 +543
Nov10 100223 81.70 81.71 79.87 80.32 -1.39 4,743 13,952 +116
Dec10 100223 81.56 82.04 80.25 80.67 -1.37 20,120 82,897 +1,101
Jan11 100223 81.00 81.00 81.00 81.00 -1.37 2,008 11,918 +219
Feb11 100223 81.33 81.33 81.33 81.33 -1.36 808 6,489 +247
Mar11 100223 81.90 81.90 81.66 81.66 -1.35 356 6,028 +175
Apr11 100223 81.98 81.98 81.98 81.98 -1.33 89 2,906 -40
May11 100223 82.27 82.27 82.27 82.27 -1.32 116 2,703 +28
Total Volume and Open Interest 354,669 849,684 +15,060
Gas Oil(ICE)
Mar10 100223 640.00 641.50 622.50 628.75 -8.50 64,103 146,417 -2,423
Apr10 100223 644.75 646.50 627.25 633.50 -8.50 73,008 109,863 +2,218
May10 100223 648.50 651.25 633.00 639.00 -8.25 21,644 63,572 +2,849
Jun10 100223 655.00 655.50 639.00 644.50 -7.75 18,240 46,183 -4
Jul10 100223 661.00 661.00 645.00 650.00 -7.75 6,296 25,522 +244
Aug10 100223 666.50 666.50 650.00 655.50 -7.75 2,620 23,867 +72
Sep10 100223 671.75 672.50 655.00 661.00 -7.75 3,576 23,995 -494
Oct10 100223 677.00 677.75 660.00 666.00 -7.75 2,529 15,746 +484
Nov10 100223 667.50 670.75 667.00 670.25 -7.75 3,195 13,813 -233
Dec10 100223 684.75 685.25 669.00 674.50 -7.50 9,059 73,844 -1,226
Total Volume and Open Interest 209,676 619,580 +2,360
Ethanol(CBOT)
Feb10 100203 1.810 1.810 1.810 1.810 -0.007 31 264 -38
Mar10 100223 1.708 1.710 1.699 1.703 -0.018 78 567 -33
Apr10 100223 1.700 1.708 1.695 1.701 -0.018 116 1,296 -19
May10 100223 1.705 1.715 1.705 1.713 -0.016 100 810 -15
Jun10 100223 1.715 1.717 1.710 1.715 -0.017 120 783 -11
Jul10 100223 1.710 1.724 1.710 1.721 -0.014 65 1,062 -15
Aug10 100223 1.704 1.710 1.704 1.707 -0.011 46 747 +31
Sep10 100223 1.704 1.714 1.704 1.708 -0.010 37 725 +30
Total Volume and Open Interest 722 8,405 +111
US Dollar Index(ICE)
Mar10 100223 80.590 81.050 80.145 80.910 +0.325 23,239 53,355 +171
Jun10 100223 80.960 81.330 80.430 81.230 +0.330 273 4,985 +0
Sep10 100223 81.510 81.510 81.510 81.510 +0.350 0 1 +0
Total Volume and Open Interest 23,512 58,342 +171
Australian Dollar(CME)
Mar10 100223 89.87 90.53 88.60 88.88 -1.04 106,856 96,252 +465
Jun10 100223 88.89 89.65 87.75 88.02 -1.02 691 6,521 +171
Sep10 100223 87.12 88.12 87.12 87.12 -1.00 0 41 +0
Total Volume and Open Interest 107,557 102,822 +641
British Pound(CME)
Mar10 100223 154.76 155.74 153.91 154.41 -0.45 135,876 121,390 -313
Jun10 100223 154.67 155.62 153.84 154.31 -0.45 615 1,685 +39
Sep10 100223 153.88 154.69 153.88 154.23 -0.46 0 80 +0
Total Volume and Open Interest 136,491 123,179 -274
Canadian Dollar(CME)
Mar10 100223 95.92 96.32 94.51 94.75 -1.25 86,309 98,468 +3,376
Jun10 100223 95.90 96.30 94.52 94.74 -1.25 617 4,068 +214
Sep10 100223 96.04 96.26 94.49 94.71 -1.26 22 800 +6
Dec10 100223 94.97 95.91 94.43 94.64 -1.27 33 730 +22
Total Volume and Open Interest 86,984 104,183 +3,623
Japanese Yen(CME)
Mar10 100223 109.67 111.24 109.54 110.89 +1.22 107,280 124,966 +1,842
Jun10 100223 109.64 111.27 109.63 110.95 +1.22 315 1,148 +32
Sep10 100223 111.20 111.29 109.82 111.04 +1.22 0 202 +0
Total Volume and Open Interest 107,595 126,345 +1,874
Swiss Franc(CME)
Mar10 100223 92.97 93.34 92.19 92.37 -0.60 46,030 42,661 +407
Jun10 100223 93.16 93.39 92.26 92.43 -0.61 224 342 +10
Sep10 100223 92.50 93.30 92.50 92.50 -0.61 0 8 +0
Total Volume and Open Interest 46,254 43,016 +417
EuroFX(CME)
Mar10 100223 136.00 136.92 134.97 135.22 -0.85 342,249 192,357 -4,616
Jun10 100223 135.96 136.88 134.94 135.20 -0.85 2,269 5,502 +518
Sep10 100223 136.68 136.68 135.02 135.14 -0.85 251 929 +251
Total Volume and Open Interest 344,769 198,864 -3,847
Mexican Peso(CME)
Mar10 100223 779.2 781.8 771.5 773.2 -6.0 19,974 93,821 +3,003
Apr10 100223 770.2 776.2 770.2 770.2 -6.0      
Total Volume and Open Interest 20,023 96,273 +3,024
30-Year T-Bonds(CBOT)
Mar10 100223 116~130 118~000 116~100 117~270 +1~130      
Jun10 100223 114~300 116~170 114~280 116~130 +1~160 50,931 66,651 +37,397
Sep10 100223 114~000 115~030 113~190 115~030 +1~160 2 20 +1
Total Volume and Open Interest 354,260 670,788 -3,081
10-Year T-Notes(CBOT)
Mar10 100223 117~060 118~055 117~040 118~015 +0~275 1,038,265 1,230,019 -98,717
Jun10 100223 115~245 116~245 115~230 116~205 +0~280 66,748 111,493 +37,270
Sep10 100223 115~075 115~075 114~110 115~075 +0~285 0 4 +0
Total Volume and Open Interest 1,105,013 1,341,517 -61,447
5-Year T-Notes(CBOT)
Mar10 100223 116~005 116~075 116~002 116~065 +0~059 622,341 859,756 +859,756
Jun10 100223 114~114 115~053 114~109 115~045 +0~061 66,432 87,053 +35,394
Sep10 100223 114~025 114~025 113~090 114~025 +0~063      
Total Volume and Open Interest 688,773 946,809 +21,392
2 Year T-Notes(CBOT)
Mar10 100223 108~127 109~006 108~126 109~005 +0~025      
Jun10 100223 108~050 108~067 108~048 108~063 +0~012 58,721 115,879 +27,597
Sep10 100223 107~121 107~121 107~111 107~121 +0~010      
Total Volume and Open Interest 541,028 1,010,380 +27,013
Eurodollars(CME)
Mar10 100223 99.720 99.730 99.717 99.723 +0.003 183,177 1,156,534 -6,319
Jun10 100223 99.595 99.630 99.590 99.615 +0.020 252,862 1,103,983 +12,591
Sep10 100223 99.380 99.440 99.370 99.420 +0.040 420,020 942,451 +12,070
Dec10 100223 99.050 99.130 99.040 99.110 +0.060 496,893 962,408 +8,419
Mar11 100223 98.675 98.765 98.660 98.745 +0.075 556,478 627,664 +9,511
Jun11 100223 98.270 98.380 98.265 98.360 +0.085 398,054 714,498 -8,619
Sep11 100223 97.895 98.010 97.890 97.985 +0.090 284,102 565,542 +4,921
Dec11 100223 97.535 97.655 97.535 97.630 +0.095 217,171 355,599 +3,342
Mar12 100223 97.225 97.350 97.225 97.320 +0.095 87,986 267,752 +5,845
Jun12 100223 96.915 97.040 96.915 97.015 +0.095 66,862 213,125 -218
Sep12 100223 96.645 96.755 96.640 96.740 +0.100 59,404 126,609 +1,514
Dec12 100223 96.385 96.495 96.365 96.480 +0.105 39,653 110,849 -2,427
Mar13 100223 96.160 96.285 96.155 96.275 +0.110 16,854 78,068 +620
Jun13 100223 95.950 96.085 95.950 96.075 +0.120 10,199 61,950 -333
Sep13 100223 95.765 95.900 95.765 95.895 +0.130 8,163 55,145 -491
Dec13 100223 95.580 95.720 95.575 95.710 +0.135 8,835 32,747 -197
Mar14 100223 95.430 95.570 95.420 95.560 +0.135 4,001 35,748 +297
Jun14 100223 95.275 95.425 95.270 95.415 +0.135 4,947 29,856 -221
Total Volume and Open Interest 3,132,846 7,571,696 +39,184
30 Day Federal Funds(CBOT)
Feb10 100223 99.870 99.875 99.870 99.872 unch 2,708 86,496 -374
Mar10 100223 99.855 99.865 99.850 99.855 unch 11,701 68,350 +2,711
Apr10 100223 99.840 99.845 99.830 99.835 unch 9,595 82,248 +552
May10 100223 99.805 99.820 99.800 99.810 unch 8,919 70,476 +626
Jun10 100223 99.790 99.805 99.785 99.790 unch 12,354 56,429 +624
Jul10 100223 99.765 99.785 99.760 99.765 +0.005 13,329 59,412 +2,711
Total Volume and Open Interest 95,873 619,272 +13,863
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 100223 99.560 99.565 99.560 99.560 -0.010 0 1,452 -99
Jun10 100223 99.605 99.605 99.605 99.605 -0.020 400 480 +400
Sep10 100223 99.615 99.625 99.615 99.615 -0.015 0 230 +0
Dec10 100223 99.605 99.605 99.605 99.605 -0.010 0 242 +0
Mar11 100223 99.595 99.595 99.595 99.595 -0.010      
Jun11 100223 99.570 99.570 99.570 99.570 -0.010      
Sep11 100223 99.570 99.570 99.570 99.570 -0.010      
Dec11 100223 99.500 99.500 99.500 99.500 -0.010      
Mar12 100223 99.470 99.470 99.470 99.470 -0.005      
Jun12 100223 99.520 99.520 99.520 99.520 -0.005      
Total Volume and Open Interest 400 2,404 +301
3-Mth Euro-Yen(SGX)
Mar10 100223 99.57 99.57 99.57 99.57 0.00 1 4,720 -9
Jun10 100223 99.60 99.62 99.60 99.62 0.00 0 1,625 +0
Sep10 100223 99.61 99.62 99.61 99.62 0.00 0 2,026 +5
Dec10 100223 99.61 99.61 99.61 99.61 0.00 0 1,438 +0
Mar11 100223 99.60 99.60 99.60 99.60 -0.01 0 664 +0
Jun11 100223 99.57 99.57 99.57 99.57 -0.01 0 56 +0
Sep11 100223 99.57 99.57 99.57 99.57 -0.01 0 51 +0
Dec11 100223 99.50 99.50 99.50 99.50 -0.01 0 102 +0
Total Volume and Open Interest 1 12,053 -4
Japanese Gov't Bonds(SGX)
Mar10 100222 139.40 139.52 139.25 139.29 -0.15 2,248 17,351 -285
Jun10 100223 138.45 138.45 138.45 138.45 -0.59 0 3 +0
Sep10 100223 138.45 138.45 138.45 138.45 -0.59      
Total Volume and Open Interest 1,949 16,942 -412
Euro-Bund(EUREX)
Mar10 100222 122.70 122.90 122.54 122.82 +0.16 1,029,402 914,964 -42,576
Jun10 100222 121.27 121.43 121.10 121.36 +0.16 2,157 9,903 +1,484
Sep10 100222 120.92 120.92 120.92 120.92 +0.16      
Total Volume and Open Interest 1,031,559 924,867 -41,092
Euro-Bobl(EUREX)
Mar10 100222 117.39 117.51 117.29 117.46 +0.08 534,305 798,081 +37,058
Jun10 100223 116.04 116.60 115.95 116.57 +0.57 5,206 25,900 +3,460
Sep10 100223 116.28 116.28 116.28 116.28 +0.52      
Total Volume and Open Interest 565,467 783,287 -37,234
3-Mth Euribor(EUREX)
Mar10 100222 99.325 99.330 99.325 99.325 -0.005 59 11,821 +53
Jun10 100222 99.145 99.155 99.145 99.150 unch 31 7,234 -29
Sep10 100222 98.935 98.940 98.935 98.940 +0.010 83 2,186 +19
Total Volume and Open Interest 195 25,026 +60
Long Gilt(LIFFE)
Mar10 100223 113~32 114~26 113~28 114~15 +0~16 91,310 271,220 +5,213
Jun10 100223 112~12 113~11 112~10 112~31 +0~17 2,829 2,986 +2,756
Total Volume and Open Interest 94,139 274,206 +7,969
3-Mth Short Sterling(LIFFE)
Mar10 100223 99.32 99.34 99.32 99.33 +0.01 33,576 328,493 -8,651
Jun10 100223 99.22 99.25 99.22 99.24 +0.02 37,394 350,413 -2,974
Sep10 100223 99.04 99.09 99.04 99.08 +0.04 51,320 335,848 +974
Dec10 100223 98.78 98.82 98.76 98.81 +0.05 68,743 361,333 +515
Mar11 100223 98.44 98.50 98.42 98.48 +0.06 80,044 325,099 +13,251
Jun11 100223 98.06 98.14 98.04 98.11 +0.07 70,270 216,382 +17,223
Total Volume and Open Interest 428,828 2,310,010 +24,347
3-Mth Euribor(LIFFE)
Mar10 100219 99.325 99.330 99.320 99.330 unch 39,098 684,586 -3,985
Jun10 100223 99.155 99.175 99.145 99.165 +0.015 136,118 753,358 -76
Sep10 100223 98.945 99.000 98.930 98.980 +0.040 151,523 582,537 -1,225
Total Volume and Open Interest 811,915 3,746,141 -16,546
3-Mth Aus T-Bills(SFE)
Mar10 100223 95.74 95.75 95.73 95.75 +0.01 12,150 294,507 +2,152
Jun10 100223 95.46 95.49 95.45 95.49 +0.02 7,782 240,166 -1,283
Sep10 100223 95.18 95.22 95.16 95.20 +0.02 3,442 118,049 +555
Dec10 100223 94.92 94.95 94.90 94.94 +0.02 1,224 90,939 +250
Mar11 100223 94.71 94.75 94.70 94.74 +0.02 1,329 38,918 +625
Jun11 100223 94.55 94.60 94.54 94.58 +0.02 773 35,830 +181
Sep11 100223 94.43 94.47 94.43 94.45 +0.01 309 16,021 -129
Dec11 100223 94.34 94.36 94.33 94.35 +0.02 209 9,077 -101
Mar12 100223 94.27 94.27 94.27 94.27 +0.02 60 2,934 +0
Jun12 100223 94.22 94.22 94.22 94.22 +0.03 0 1,502 +0
Total Volume and Open Interest 27,278 849,418 +2,250
10-Year Aus T-Bonds(SFE)
Mar10 100223 94.36 94.38 94.33 94.36 unch 20,051 390,097 +5,166
Jun10 100223 94.36 94.36 94.36 94.36 unch      
Total Volume and Open Interest 20,051 390,097 +5,166
3-Year Aus T-Bonds(SFE)
Mar10 100223 95.04 95.07 95.01 95.05 +0.01 65,558 779,746 +2,646
Jun10 100223 95.05 95.05 95.05 95.05 +0.01      
Total Volume and Open Interest 65,558 779,746 +2,646
Gold(CMX)
Feb10 100223 1116.4 1118.3 1102.6 1102.7 -9.9 137 348 -300
Apr10 100223 1114.1 1121.7 1099.6 1103.2 -9.9 170,952 287,548 +2,685
Jun10 100223 1114.5 1122.9 1101.2 1104.4 -9.9 6,074 58,945 +297
Aug10 100223 1118.5 1122.5 1102.4 1105.4 -9.9 1,480 21,939 -50
Oct10 100223 1108.0 1108.0 1106.4 1106.4 -10.0 310 10,326 -2
Dec10 100223 1121.7 1123.8 1105.0 1107.5 -10.1 1,392 36,858 -30
Feb11 100223 1110.9 1110.9 1106.9 1109.1 -10.2 26 7,982 +8
Apr11 100223 1121.0 1121.0 1111.1 1111.1 -10.4 2 3,684 +0
Jun11 100223 459.7 459.7 458.2 458.2 -10.6 4 7,218 -1
Aug11 100223 1116.4 1116.4 1116.4 1116.4 -10.8 2 2,222 +0
Oct11 100223 1119.7 1119.7 1119.7 1119.7 -10.9 0 3,644 +0
Dec11 100223 1134.2 1134.2 1121.5 1123.4 -11.1 56 11,675 +6
Total Volume and Open Interest 181,736 471,698 +2,350
Silver(CMX)
Mar10 100223 1622.0 1642.5 1578.5 1588.8 -33.4 37,014 36,697 -1,706
May10 100223 1624.0 1646.0 1581.0 1591.3 -33.5 7,450 40,295 +1,873
Jul10 100223 1624.0 1646.5 1583.5 1593.4 -33.4 1,798 11,969 -142
Sep10 100223 1628.0 1628.0 1585.0 1595.2 -33.5 35 2,868 +12
Dec10 100223 1633.0 1645.0 1588.5 1597.6 -33.6 841 13,048 -19
Mar11 100223 1600.3 1600.3 1600.3 1600.3 -33.9 1,117 1,015 -554
May11 100223 1596.5 1605.5 1596.5 1602.2 -34.2 7 1,730 +1
Total Volume and Open Interest 48,565 118,625 -476
Platinum(NYMEX)
Apr10 100223 1529.6 1547.6 1506.1 1510.3 -21.6 4,650 32,661 +1,075
Jul10 100223 1545.5 1545.5 1510.0 1512.3 -21.1 212 2,099 +103
Oct10 100223 1510.0 1513.5 1510.0 1513.5 -19.4 1 123 +0
Jan11 100223 1500.3 1503.5 1500.3 1500.3 -21.6 0 207 +0
Total Volume and Open Interest 4,872 35,147 +1,176
Palladium(NYMEX)
Mar10 100223 442.90 451.15 430.00 434.00 -8.10 2,871 10,844 -960
Jun10 100223 444.95 453.00 432.45 436.00 -8.05 2,148 11,932 +1,562
Sep10 100223 440.00 449.40 436.65 436.65 -8.05 1 258 -1
Total Volume and Open Interest 5,020 23,065 +601
Copper(CMX)
Mar10 100223 329.40 334.35 319.20 321.60 -9.05 36,674 19,613 -3,981
May10 100223 331.95 336.50 321.10 323.45 -9.40 14,170 74,915 +5,163
Jul10 100223 332.60 337.00 323.70 324.70 -9.25 1,220 16,460 +179
Sep10 100223 326.25 326.25 325.20 325.25 -9.20 272 5,947 -56
Dec10 100223 337.50 337.50 325.10 325.70 -9.10 300 5,259 +176
Total Volume and Open Interest 54,093 127,294 +1,408
DJIA Index(CBOT)
Mar10 100223 10366 10408 10255 10299 -75 1,235 14,561 +411
Jun10 100223 10230 10235 10200 10235 -75 1 29 +1
Sep10 100223 10179 10254 10179 10179 -75      
Dec10 100223 10139 10214 10139 10139 -75      
Total Volume and Open Interest 1,236 14,590 +412
S & P 500(CME)
Mar10 100223 1107.00 1112.60 1090.40 1097.20 -10.30 24,171 366,299 +614
Jun10 100223 1094.00 1094.00 1086.50 1092.40 -10.30 16 12,708 -6
Sep10 100223 1087.40 1097.70 1081.70 1087.40 -10.30 0 1,646 +0
Dec10 100223 1082.70 1093.10 1077.10 1082.70 -10.40 0 2,111 +0
Total Volume and Open Interest 24,187 382,785 +608
S & P 500 E-Mini(Globex)
Mar10 100223 1107.00 1112.75 1090.25 1097.25 -10.25 2,096,659 2,749,477 -55,041
Jun10 100223 1102.50 1107.50 1085.50 1092.50 -10.25 5,388 37,586 +657
Total Volume and Open Interest 2,102,054 2,788,642 -54,383
NASDAQ 100(CME)
Mar10 100223 1819.30 1828.30 1785.00 1801.00 -20.00 1,193 31,108 -181
Jun10 100223 1798.50 1815.00 1787.50 1798.50 -20.00 0 695 +0
Sep10 100223 1797.50 1797.50 1794.50 1797.50 -20.00      
Total Volume and Open Interest 1,193 31,803 -181
NASDAQ 100 E-Mini(Globex)
Mar10 100223 1819.80 1829.00 1785.30 1801.00 -20.00 281,740 403,306 +3,988
Jun10 100223 1816.80 1826.00 1783.00 1798.50 -20.00 324 7,097 +17
Total Volume and Open Interest 282,064 410,413 +4,005
S & P Midcap 400(CME)
Mar10 100223 739.00 741.60 729.00 731.30 -7.30 167 2,584 -133
Jun10 100223 729.10 729.40 729.10 729.10 -7.30      
Sep10 100223 727.10 727.40 727.10 727.10 -7.30      
Total Volume and Open Interest 167 2,584 -133
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Mar10 100223 10370 10385 10145 10215 -165 11,853 41,548 +1,203
Jun10 100223 10305 10305 10165 10220 -160      
Total Volume and Open Interest 11,853 41,548 +1,203
Nikkei 225(SGX)
Mar10 100223 10355 10375 10270 10335 -40 112,248 195,822 +8,688
Jun10 100223 10280 10280 10225 10280 -35 35 1,836 +2
Sep10 100223 10280 10280 10280 10280 -40 0 55 +0
Total Volume and Open Interest 112,283 198,919 +8,751
CAC 40(EURONEXT)
Mar10 100223 3770.5 3793.5 3695.0 3708.5 -47.0 151,983 328,825 +18,295
Apr10 100223 3771.0 3790.0 3700.5 3709.5 -47.0 179 368 -452
May10 100223 3709.5 3709.5 3709.5 3709.5 -47.0      
Total Volume and Open Interest 152,195 331,311  
Hang Seng Index(HKFE)
Feb10 100223 20250 20759 20092 20660 +265 78,400 73,830 -7,123
Mar10 100223 20250 20700 20040 20600 +248 4,941 21,323 +7,837
Total Volume and Open Interest 83,521 96,650 +788
DAX(EUREX)
Mar10 100222 5725.0 5757.5 5683.0 5688.5 -39.0 152,536 157,614 +1,514
Jun10 100222 5732.0 5759.0 5692.0 5697.0 -38.5 289 11,938 -67
Sep10 100222 5752.0 5755.0 5700.0 5704.5 -39.5 8 1,252 -3
Total Volume and Open Interest 152,833 170,804 +1,444
FT-SE 100(EURONEXT)
Mar10 100223 5355.00 5376.00 5275.50 5287.50 -42.00 116,351 691,585 +7,937
Jun10 100223 5320.00 5322.50 5232.00 5237.50 -42.00 227 6,030 -1
Sep10 100223 5241.50 5241.50 5200.50 5200.50 -42.50 0 423 +0
Total Volume and Open Interest 116,598 698,719 +7,956
SPI 200(SFE)
Mar10 100223 4707.0 4720.0 4673.0 4718.0 +17.0 29,513 199,782 -759
Jun10 100223 4720.0 4736.0 4702.0 4736.0 +18.0 129 2,366 -76
Sep10 100223 4719.0 4719.0 4719.0 4719.0 +18.0 0 1,965 +0
Total Volume and Open Interest 29,642 205,677 -835
GSCI(CME)
Mar10 100223 516.00 520.00 512.50 512.50 -10.75 620 15,168 -142
Apr10 100223 519.00 526.05 515.50 515.50 -10.50 1 2 +1
May10 100223 521.00 528.05 517.50 517.50 -10.50      
Total Volume and Open Interest 621 15,170 -141
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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