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MRCI's End of Day Prices
Daily Futures Price Listing Fri March 05, 2010
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Mar10 100305 934.75 939.50 929.75 934.75 +2.25 8,676 4,044 -1,579
May10 100305 944.00 949.50 938.25 942.75 +0.75 61,843 190,525 +327
Jul10 100305 952.25 957.00 946.00 950.50 unch 26,249 96,380 +508
Aug10 100305 946.75 954.25 944.00 947.75 -0.25 1,474 4,994 +180
Sep10 100305 938.00 939.25 931.00 935.00 unch 274 3,510 +36
Nov10 100305 925.75 931.00 918.00 925.00 unch 16,218 109,085 -867
Jan11 100305 933.00 939.00 929.00 933.75 +0.25 557 6,163 +75
Total Volume and Open Interest 115,715 425,128 -1,226
Soybean Meal(CBOT)
Mar10 100305 261.50 261.50 256.00 257.90 unch 5,787 4,059 -2,696
May10 100305 259.80 260.00 256.00 257.70 -0.20 28,238 92,462 +2,260
Jul10 100305 260.00 260.90 257.00 258.60 -0.20 9,061 38,108 -1,047
Aug10 100305 260.00 260.30 256.00 257.60 -0.50 1,021 12,543 +106
Sep10 100305 258.40 260.90 254.50 255.80 -0.70 1,163 10,084 -135
Oct10 100305 251.00 251.50 247.50 248.90 -1.40 681 6,839 +4
Dec10 100305 250.70 251.40 246.60 248.70 -1.20 4,024 25,846 -53
Jan11 100305 251.00 251.00 248.00 249.70 -1.20 528 2,062 +209
Total Volume and Open Interest 50,700 195,844 -1,418
Soybean Oil(CBOT)
Mar10 100305 39.72 40.06 39.57 39.72 +0.09 4,447 3,324 -886
May10 100305 40.00 40.45 39.85 40.05 +0.05 28,425 135,170 +2,184
Jul10 100305 40.43 40.87 40.33 40.48 +0.05 7,165 79,838 +674
Aug10 100305 40.59 41.01 40.49 40.66 +0.07 1,134 10,938 +239
Sep10 100305 40.71 41.05 40.61 40.77 +0.06 167 7,361 +1
Oct10 100305 40.81 41.20 40.71 40.86 +0.05 284 5,606 +57
Dec10 100305 41.06 41.51 40.92 41.12 +0.06 3,768 36,534 +313
Jan11 100305 41.30 41.71 41.20 41.35 +0.05 275 1,420 +147
Total Volume and Open Interest 45,777 281,888 +2,839
Canola(WCE)
Mar10 100305 383.4 383.4 383.4 383.4 +3.9 222 155 -222
May10 100305 382.7 383.5 380.8 382.4 +1.6 4,799 79,422 +74
Jul10 100305 386.2 389.0 386.2 388.3 +1.5 1,441 19,326 +327
Nov10 100305 393.3 395.2 392.9 394.7 +1.7 585 15,032 +181
Jan11 100305 398.2 399.4 398.2 399.4 +3.1 0 554 +0
Total Volume and Open Interest 7,086 114,766 +399
Corn(CBOT)
Mar10 100305 373.00 377.00 364.25 364.75 -7.25 24,319 14,631 -1,454
May10 100305 383.00 388.00 375.00 375.50 -7.50 94,109 465,506 -1,926
Jul10 100305 394.00 398.75 385.75 386.50 -7.50 22,281 243,103 +285
Sep10 100305 401.50 406.00 394.50 395.00 -6.50 9,946 60,404 +1,186
Dec10 100305 408.50 413.00 402.00 402.50 -6.00 29,113 260,784 +4,131
Mar11 100305 419.00 423.00 413.25 413.25 -5.75 1,154 30,358 +262
Total Volume and Open Interest 182,981 1,115,709 +3,581
Wheat(CBOT)
Mar10 100305 493.00 496.75 482.25 482.25 -8.25 2,932 2,161 -431
May10 100305 503.50 508.50 492.00 493.50 -8.75 33,736 170,356 -1,454
Jul10 100305 516.00 520.50 504.50 505.75 -8.75 8,237 129,181 -693
Sep10 100305 529.75 533.75 519.50 520.50 -8.50 1,567 27,949 +450
Dec10 100305 555.25 559.75 544.25 545.75 -7.50 2,774 67,910 +777
Total Volume and Open Interest 49,831 417,639 -1,319
Wheat(KCBT)
Mar10 100305 498.25 498.50 493.00 493.00 -7.00 137 209 -134
May10 100305 507.75 513.00 498.25 500.50 -7.25 6,412 48,337 +463
Jul10 100305 519.50 523.50 509.00 511.50 -7.00 2,825 37,251 +1,083
Sep10 100305 530.00 530.00 522.00 523.00 -7.00 287 5,824 +32
Dec10 100305 547.75 554.00 538.00 540.50 -6.75 1,225 42,054 +185
Total Volume and Open Interest 11,342 137,620 +1,671
Wheat(MGE)
Mar10 100305 503.75 503.75 503.75 503.75 -7.75 163 193 -163
May10 100305 519.50 524.50 510.75 512.25 -7.50 2,132 0 -16,444
Jul10 100305 530.00 534.75 521.50 523.00 -7.25 839 0 -10,468
Sep10 100305 545.00 545.00 533.00 533.50 -8.25 130 0 -5,533
Dec10 100305 559.00 561.00 551.00 552.00 -7.00 139 6,089 +51
Total Volume and Open Interest 4,619 40,098 -78
Oats(CBOT)
Mar10 100305 219.00 219.00 219.00 219.00 unch 9 69 +1
May10 100305 227.25 229.50 226.25 226.50 unch 357 9,700 +33
Jul10 100305 236.50 239.25 235.00 235.25 unch 67 2,543 +32
Sep10 100305 244.50 244.50 243.00 243.00 unch 1 376 +1
Total Volume and Open Interest 452 14,193 +64
Rough Rice(CBOT)
Mar10 100305 12.92 12.94 12.82 12.82 -0.18 546 540 -447
May10 100305 13.23 13.26 13.07 13.09 -0.18 1,183 10,650 -72
Jul10 100305 13.49 13.51 13.37 13.38 -0.16 42 1,228 +2
Sep10 100305 13.10 13.13 13.10 13.11 unch 89 1,264 -7
Total Volume and Open Interest 1,916 14,899 -504
Live Cattle(CME)
Apr10 100305 93.035 93.250 92.750 92.950 -0.085 18,465 128,106 -5,058
Jun10 100305 91.680 91.930 91.430 91.580 -0.100 10,829 105,576 +2,651
Aug10 100305 90.150 90.300 89.950 90.200 unch 5,563 46,005 +1,390
Oct10 100305 92.730 92.900 92.550 92.800 -0.030 4,058 25,792 +1,215
Dec10 100305 94.100 94.500 94.000 94.450 +0.100 749 9,626 +229
Feb11 100305 95.385 95.750 95.200 95.700 +0.220 278 3,949 +176
Total Volume and Open Interest 40,009 320,841 +653
Feeder Cattle(CME)
Mar10 100305 102.550 102.850 102.200 102.200 -0.335 1,879 7,405 -612
Apr10 100305 105.230 105.550 104.850 105.230 +0.095 2,525 12,919 +168
May10 100305 106.150 106.300 105.850 106.230 +0.130 1,556 9,030 +122
Aug10 100305 108.100 108.300 107.850 108.200 +0.065 808 6,914 +254
Sep10 100305 107.500 107.785 107.330 107.500 +0.020 110 794 +111
Oct10 100305 106.900 107.500 106.800 107.500 +0.300 26 429 -1
Nov10 100305 106.200 106.900 106.200 106.900 +0.500 2 99 +1
Total Volume and Open Interest 6,906 37,606 +43
Lean Hogs(CME)
Apr10 100305 73.580 74.135 73.000 73.100 -0.480 18,698 70,207 -1,126
May10 100305 78.700 79.135 78.475 79.035 +0.085 276 5,733 -303
Jun10 100305 81.980 82.450 81.550 81.885 -0.115 8,769 52,963 +1,594
Jul10 100305 81.980 82.450 81.750 81.950 -0.280 3,094 21,209 +217
Aug10 100305 81.250 81.750 81.100 81.700 +0.315 2,882 20,951 +1,096
Oct10 100305 71.950 72.100 71.650 72.050 +0.120 2,136 13,170 +1,009
Dec10 100305 68.850 69.050 68.750 68.900 -0.075 1,288 6,698 +749
Feb11 100305 70.600 70.700 70.430 70.680 +0.080 463 1,668 +363
Total Volume and Open Interest 37,671 192,926 +3,647
Pork Bellies(CME)
Mar10 100305 94.500 94.750 93.500 93.500 unch 7 37 -5
May10 100305 93.035 93.500 92.500 93.000 -0.050 46 234 -5
Jul10 100305 95.000 95.000 94.900 95.000 unch 0 61 +0
Aug10 100305 88.000 91.000 88.000 88.000 unch 0 22 +0
Feb11 100305 92.000 92.000 92.000 92.000 unch 0 1 +0
Total Volume and Open Interest 53 356 -10
Class III Milk(CME)
Mar10 100305 12.90 12.92 12.85 12.89 +0.01 161 3,838 +121
Apr10 100305 12.90 12.92 12.83 12.89 +0.02 213 4,268 +50
May10 100305 13.14 13.18 13.06 13.14 +0.05 141 3,608 +55
Jun10 100305 13.90 14.00 13.84 13.95 +0.07 84 2,949 +30
Jul10 100305 14.55 14.62 14.49 14.55 +0.03 56 2,320 +10
Total Volume and Open Interest 791 30,702 +313
Cocoa(ICE)
Mar10 100305 2839 2855 2818 2855 +43 29 59 -7
May10 100305 2830 2887 2818 2865 +36 10,623 62,719 +271
Jul10 100305 2861 2912 2843 2890 +34 4,955 24,884 +567
Sep10 100305 2880 2930 2874 2910 +35 1,378 11,236 +550
Dec10 100305 2912 2950 2908 2940 +34 251 7,359 +46
Mar11 100305 2941 2973 2941 2962 +34 42 12,084 -6
May11 100305 2960 2964 2960 2964 +33 2 4,871 +0
Total Volume and Open Interest 17,283 126,363 +1,421
Coffee "C"(ICE)
Mar10 100305 128.45 128.80 128.00 128.00 +0.15 10 135 +0
May10 100305 130.40 131.25 130.00 130.40 +0.20 6,150 75,255 +527
Jul10 100305 132.40 132.95 131.70 132.10 +0.25 649 22,987 +217
Sep10 100305 134.00 134.50 133.45 133.75 +0.25 575 9,121 -193
Dec10 100305 136.45 136.45 135.35 135.60 +0.25 164 7,721 +25
Mar11 100305 137.25 137.25 137.25 137.25 +0.25 64 5,100 +62
Total Volume and Open Interest 7,617 121,813 +637
Orange Juice(ICE)
Mar10 100305 151.50 152.80 151.50 152.70 +0.50 22 619 -3
May10 100305 149.85 149.85 148.85 149.70 +0.25 1,837 26,173 +10
Jul10 100305 151.50 152.10 151.45 152.10 +0.25 1,163 6,208 +1,089
Sep10 100305 152.65 153.00 152.55 152.65 -0.15 67 1,325 +15
Nov10 100305 154.00 154.00 153.75 153.75 -0.10 29 674 +17
Jan11 100305 155.55 155.70 155.40 155.40 +0.10 2 654 +1
Total Volume and Open Interest 3,123 35,929 +1,130
Sugar #11(ICE)
May10 100305 21.93 22.25 21.63 22.19 +0.52 49,371 277,798 +4,231
Jul10 100305 20.50 20.87 20.30 20.78 +0.45 23,162 174,865 +1,608
Oct10 100305 19.52 20.00 19.45 19.93 +0.45 7,147 155,874 +292
Mar11 100305 19.00 19.46 18.90 19.32 +0.34 2,832 59,226 +380
May11 100305 18.07 18.45 18.02 18.37 +0.29 1,065 18,002 +305
Total Volume and Open Interest 85,057 748,085 +6,879
London Cocoa(LCE)
Mar10 100305 2140 2172 2136 2156 +31 1,650 25,552 -1,015
May10 100305 2158 2197 2153 2176 +14 7,757 45,671 -901
Jul10 100305 2148 2185 2140 2167 +15 2,695 35,810 +549
Sep10 100305 2123 2152 2120 2137 +7 511 18,210 +80
Dec10 100305 2111 2141 2110 2124 +8 333 12,505 +52
Mar11 100305 2090 2098 2090 2098 +8 600 12,369 +206
May11 100305 2105 2105 2094 2094 +8 100 2,097 +0
Total Volume and Open Interest 13,235 152,747 -389
London Sugar(LCE)
May10 100305 597.80 610.60 596.70 609.50 +17.50 6,027 34,596 -1,076
Aug10 100305 563.80 583.00 563.80 580.80 +23.80 2,379 18,719 -650
Oct10 100305 527.80 543.00 527.80 540.80 +22.10 834 9,028 -139
Dec10 100305 523.50 527.50 523.00 524.00 +13.30 47 2,057 +5
Mar11 100305 519.90 519.90 518.20 518.80 +14.70 31 1,033 +5
Total Volume and Open Interest 9,329 65,957 -1,844
Cotton(ICE)
Mar10 100305 81.50 83.71 81.46 82.53 +0.41 4 2,027 -89
May10 100305 81.90 83.12 81.77 82.43 +0.61 7,447 104,483 -91
Jul10 100305 82.39 83.43 82.03 82.85 +0.72 3,959 38,959 +285
Oct10 100305 76.55 76.55 76.55 76.55 +0.55 4 150 -2
Dec10 100305 74.69 75.19 74.54 75.09 +0.40 2,198 31,034 +1,186
Mar11 100305 76.07 76.42 76.01 76.37 +0.28 190 2,967 +120
Total Volume and Open Interest 13,922 181,662 +1,485
Lumber(CME)
Mar10 100305 256.5 258.8 253.5 257.0 -1.0 843 1,230 -182
May10 100305 271.0 272.6 268.2 269.5 unch 532 5,530 +1
Jul10 100305 278.1 279.6 277.5 278.7 +0.7 587 2,106 +166
Sep10 100305 273.5 275.0 273.5 275.0 -2.5 23 632 +12
Total Volume and Open Interest 1,989 9,561 -3
Crude Oil(NYM)
Apr10 100305 80.58 82.07 80.47 81.50 +1.29 306,910 253,332 -2,296
May10 100305 81.01 82.47 80.89 81.92 +1.29 76,361 172,991 +5,555
Jun10 100305 81.50 82.89 81.36 82.37 +1.27 53,914 174,603 +1,187
Jul10 100305 82.05 83.30 81.83 82.82 +1.28 20,077 60,213 -567
Aug10 100305 82.32 83.60 82.27 83.18 +1.30 12,994 25,654 +504
Sep10 100305 82.59 83.78 82.54 83.49 +1.31 10,521 34,888 +1,371
Oct10 100305 82.83 84.10 82.83 83.77 +1.31 6,235 19,601 -275
Nov10 100305 83.12 84.26 83.12 84.06 +1.29 8,407 23,020 -707
Dec10 100305 83.40 84.73 83.37 84.37 +1.27 46,974 201,749 +1,289
Jan11 100305 83.62 84.56 83.57 84.56 +1.26 3,323 24,215 +347
Feb11 100305 84.76 84.76 84.76 84.76 +1.25 2,043 16,896 +933
Mar11 100305 84.91 84.96 84.72 84.96 +1.26 2,906 12,894 +162
Apr11 100305 85.12 85.12 85.12 85.12 +1.26 1,710 11,738 +376
May11 100305 85.26 85.26 85.26 85.26 +1.26 1,510 4,476 +222
Jun11 100305 85.25 85.47 85.25 85.37 +1.25 2,315 28,049 +580
Jul11 100305 85.48 85.48 85.48 85.48 +1.24 233 4,065 +3
Total Volume and Open Interest 588,682 1,307,002 +9,567
e-miNY Crude Oil(NYM)
Mar10 100212 75.350 75.350 72.675 74.125 +1.225      
Apr10 100305 80.600 82.075 80.475 81.500 +1.300 10,709 5,499 -389
May10 100305 81.050 82.425 80.975 81.925 +1.300 259 1,109 +79
Jun10 100305 81.325 82.800 81.325 82.375 +1.275 72 237 +15
Jul10 100305 81.850 83.100 81.850 82.825 +1.275 9 26 -3
Aug10 100305 82.775 83.175 82.775 83.175 +1.300 0 5 +0
Sep10 100305 83.725 83.725 83.500 83.500 +1.325 5 8 +3
Oct10 100305 83.775 83.775 83.775 83.775 +1.325 0 11 +0
Nov10 100305 84.050 84.050 84.050 84.050 +1.275 0 1 +0
Dec10 100305 84.375 84.375 84.375 84.375 +1.275 0 57 +0
Total Volume and Open Interest 11,054 6,999 -295
Heating Oil(NYM)
Apr10 100305 207.70 210.79 207.30 209.74 +2.87 53,766 80,409 +4,634
May10 100305 209.27 212.08 208.59 211.04 +2.90 19,885 51,452 +1,933
Jun10 100305 209.96 213.35 209.96 212.35 +2.89 16,838 46,329 -174
Jul10 100305 211.91 215.06 211.76 214.19 +2.84 4,931 21,563 +911
Aug10 100305 213.65 217.05 213.65 216.01 +2.84 2,263 11,939 +484
Sep10 100305 216.74 218.76 216.70 217.95 +2.89 1,664 11,394 -93
Oct10 100305 221.00 221.00 220.02 220.21 +2.90 1,123 9,990 -25
Nov10 100305 220.40 223.40 220.40 222.58 +2.92 524 8,490 +107
Dec10 100305 223.48 225.91 223.24 225.02 +2.93 5,298 28,731 +81
Jan11 100305 226.20 228.23 226.20 227.30 +2.93 615 12,887 +305
Feb11 100305 229.10 229.16 228.15 228.50 +2.94 267 4,571 +75
Mar11 100305 229.00 229.10 228.00 228.34 +2.94 343 5,356 -104
Total Volume and Open Interest 107,788 308,625 +8,127
Gasoline(NYMEX)
Apr10 100305 224.70 228.31 224.02 227.10 +3.73 55,844 95,401 +1,801
May10 100305 224.85 228.40 224.35 227.34 +3.74 31,817 59,921 +5,909
Jun10 100305 223.96 227.69 223.86 226.58 +3.62 18,849 38,526 +1,487
Jul10 100305 223.15 226.64 223.15 225.66 +3.55 10,291 19,547 +420
Aug10 100305 225.25 225.25 224.26 224.64 +3.51 4,256 11,063 -189
Sep10 100305 221.96 224.16 221.96 223.42 +3.49 3,652 16,421 +420
Oct10 100305 213.45 213.45 212.62 212.97 +3.42 1,356 5,846 -26
Nov10 100305 212.25 212.25 211.85 211.85 +3.42 790 11,674 +61
Dec10 100305 209.95 211.76 209.95 211.37 +3.40 1,830 11,381 +349
Jan11 100305 213.25 213.25 212.82 212.82 +3.35 131 3,269 +7
Total Volume and Open Interest 128,833 278,577 +10,256
e-miNY RBOB Gasoline(NYM)
Apr10 100305 227.10 227.10 227.10 227.10 +3.70 0 7 +0
May10 100305 227.30 227.34 227.30 227.30 +3.70      
Jun10 100305 226.60 226.60 226.58 226.60 +3.60      
Jul10 100305 225.70 225.70 225.66 225.70 +3.60      
Total Volume and Open Interest 0 8 +0
Natural Gas(NYM)
Apr10 100305 4.595 4.626 4.540 4.593 +0.018 66,167 181,813 -1,925
May10 100305 4.647 4.690 4.612 4.659 +0.016 21,166 160,429 +4,646
Jun10 100305 4.714 4.751 4.690 4.729 +0.012 11,753 51,765 -2,088
Jul10 100305 4.797 4.843 4.779 4.820 +0.014 9,547 43,748 +1,374
Aug10 100305 4.840 4.910 4.840 4.883 +0.016 3,754 34,394 +91
Sep10 100305 4.906 4.936 4.888 4.923 +0.020 3,600 28,553 +236
Oct10 100305 5.014 5.047 4.970 5.024 +0.020 11,953 59,231 +261
Nov10 100305 5.340 5.350 5.306 5.339 +0.020 2,272 13,832 +393
Dec10 100305 5.682 5.700 5.645 5.694 +0.027 2,958 24,973 -616
Jan11 100305 5.906 5.930 5.868 5.919 +0.027 6,595 37,639 +116
Feb11 100305 5.882 5.885 5.859 5.884 +0.028 758 11,922 +444
Mar11 100305 5.747 5.765 5.720 5.752 +0.029 2,031 27,290 -473
Apr11 100305 5.400 5.420 5.390 5.412 +0.029 1,491 24,778 +145
May11 100305 5.371 5.405 5.371 5.402 +0.034 147 11,578 -3
Jun11 100305 5.405 5.452 5.405 5.444 +0.033 138 5,958 +80
Jul11 100305 5.481 5.520 5.470 5.504 +0.033 72 4,342 +30
Total Volume and Open Interest 146,181 824,086 +3,786
Brent Crude Oil(ICE)
Apr10 100305 78.93 80.53 78.80 79.89 +1.35 165,269 138,839 -12,046
May10 100305 79.28 80.81 79.18 80.17 +1.28 124,336 193,693 -6,731
Jun10 100305 79.84 81.25 79.67 80.61 +1.24 56,942 129,313 +2,532
Jul10 100305 80.33 81.64 80.17 81.07 +1.22 16,285 51,606 +748
Aug10 100305 80.74 82.04 80.63 81.51 +1.24 7,604 29,316 +500
Sep10 100305 81.11 82.42 81.02 81.91 +1.26 4,313 18,656 -742
Oct10 100305 81.48 82.76 81.40 82.29 +1.27 3,436 19,299 -55
Nov10 100305 81.75 83.07 81.75 82.63 +1.26 2,632 14,899 -127
Dec10 100305 82.17 83.43 82.08 82.97 +1.25 14,514 86,005 +759
Jan11 100305 83.27 83.27 83.27 83.27 +1.24 1,397 11,930 -333
Feb11 100305 83.55 83.55 83.55 83.55 +1.22 1,083 6,769 +106
Mar11 100305 83.83 83.83 83.83 83.83 +1.21 982 6,819 +390
Apr11 100305 84.10 84.10 84.10 84.10 +1.22 75 2,816 +25
May11 100305 84.35 84.35 84.35 84.35 +1.23 0 2,820 +0
Total Volume and Open Interest 406,086 824,760 -15,632
Gas Oil(ICE)
Mar10 100305 642.00 653.25 641.25 651.50 +9.50 39,533 84,260 -9,843
Apr10 100305 645.50 656.75 644.75 655.25 +10.00 78,780 115,159 -1,082
May10 100305 650.00 661.25 649.50 660.00 +10.50 39,456 72,783 -5,395
Jun10 100305 656.25 666.25 654.50 665.00 +10.50 26,378 55,041 +61
Jul10 100305 660.25 671.00 660.00 670.50 +10.75 6,746 32,105 +40
Aug10 100305 666.75 676.50 666.00 675.75 +10.75 5,227 24,937 +780
Sep10 100305 672.00 681.25 671.50 681.00 +10.75 3,031 25,981 +125
Oct10 100305 677.00 686.00 676.75 686.00 +10.75 1,448 18,444 +246
Nov10 100305 681.00 690.25 681.00 690.25 +11.00 988 15,618 -39
Dec10 100305 685.50 695.50 684.25 694.25 +11.00 7,789 71,591 +494
Total Volume and Open Interest 212,196 596,929 -14,956
Ethanol(CBOT)
Mar10 100303 1.661 1.661 1.661 1.661 -0.019 11 207 -40
Apr10 100305 1.625 1.625 1.610 1.615 +0.011 108 1,148 +46
May10 100305 1.635 1.640 1.625 1.629 +0.007 58 812 +13
Jun10 100305 1.652 1.658 1.639 1.644 +0.013 33 888 +21
Jul10 100305 1.667 1.670 1.646 1.648 +0.009 46 1,143 +31
Aug10 100305 1.660 1.660 1.650 1.654 +0.010 197 675 -120
Sep10 100305 1.659 1.659 1.659 1.659 +0.010 192 658 -109
Oct10 100305 1.663 1.663 1.659 1.661 +0.011 213 636 -99
Total Volume and Open Interest 1,433 7,870 -588
US Dollar Index(ICE)
Mar10 100305 80.580 80.920 80.430 80.460 -0.125 27,859 48,934 -1,679
Jun10 100305 80.885 81.200 80.705 80.740 -0.140 1,136 5,460 +380
Sep10 100305 81.010 81.010 81.010 81.010 -0.145 0 8 +0
Total Volume and Open Interest 28,995 54,403 -1,299
Australian Dollar(CME)
Mar10 100305 89.82 90.86 89.77 90.71 +0.76 88,449 109,104 +83
Jun10 100305 88.92 89.96 88.92 89.81 +0.75 4,660 10,197 +2,604
Sep10 100305 88.88 88.88 88.13 88.88 +0.75 0 42 +0
Total Volume and Open Interest 93,110 119,354 +2,687
British Pound(CME)
Mar10 100305 150.26 151.67 149.92 151.57 +1.28 159,277 125,561 +1,211
Jun10 100305 150.20 151.58 149.83 151.48 +1.28 6,224 7,283 +2,616
Sep10 100305 151.41 151.41 149.98 151.41 +1.29 0 81 +0
Total Volume and Open Interest 165,501 132,950 +3,827
Canadian Dollar(CME)
Mar10 100305 96.96 97.46 96.78 97.13 +0.12 85,112 103,204 +4,730
Jun10 100305 96.99 97.45 96.79 97.12 +0.12 5,127 12,017 +2,914
Sep10 100305 96.80 97.37 96.74 97.07 +0.13 35 914 +13
Dec10 100305 96.82 97.04 96.74 96.96 +0.14 4 905 +2
Total Volume and Open Interest 90,278 117,176 +7,659
Japanese Yen(CME)
Mar10 100305 112.22 112.24 110.38 110.68 -1.56 110,262 130,515 +1,549
Jun10 100305 112.21 112.25 110.45 110.74 -1.55 4,061 5,546 +1,146
Sep10 100305 111.00 112.36 110.76 110.82 -1.54 1 206 +1
Total Volume and Open Interest 114,324 136,296 +2,696
Swiss Franc(CME)
Mar10 100305 92.82 93.16 92.50 93.10 +0.28 54,938 39,915 -1,599
Jun10 100305 92.96 93.21 92.58 93.16 +0.28 674 855 +232
Sep10 100305 93.22 93.22 92.94 93.22 +0.28 1 4 -1
Total Volume and Open Interest 55,613 40,779 -1,368
EuroFX(CME)
Mar10 100305 135.81 136.30 135.30 136.23 +0.46 367,057 198,445 -1,411
Jun10 100305 135.74 136.29 135.29 136.21 +0.46 8,246 19,530 +1,621
Sep10 100305 136.17 136.17 135.48 136.17 +0.46 393 1,270 +312
Total Volume and Open Interest 375,696 219,325 +522
Mexican Peso(CME)
Mar10 100305 786.5 792.0 785.2 790.5 +3.2 14,001 115,037 +166
Apr10 100305 788.0 788.0 784.8 788.0 +3.2 0 8 +0
Total Volume and Open Interest 16,356 120,807 +2,167
30-Year T-Bonds(CBOT)
Mar10 100305 119~100 119~120 118~000 118~060 -1~030      
Jun10 100305 117~270 117~290 116~160 116~220 -1~040 214,524 621,323 -2,613
Sep10 100305 115~130 116~170 115~130 115~130 -1~040 0 94 +0
Total Volume and Open Interest 232,196 671,414 -8,609
10-Year T-Notes(CBOT)
Mar10 100305 118~315 119~025 118~090 118~160 -0~150 61,013 80,915 -14,441
Jun10 100305 117~165 117~200 116~255 117~015 -0~150 728,666 1,296,544 +682
Sep10 100305 115~150 116~020 115~150 115~190 -0~150 2 32 +2
Total Volume and Open Interest 789,681 1,377,492 -13,757
5-Year T-Notes(CBOT)
Mar10 100305 117~004 117~012 116~077 116~094 +58~028      
Jun10 100305 115~120 115~127 115~060 115~080 -0~038 366,359 944,896 +14,711
Sep10 100305 114~066 114~104 114~066 114~066 -0~038      
Total Volume and Open Interest 393,537 1,005,518 +1,473
2 Year T-Notes(CBOT)
Mar10 100305 54~068 54~068 54~068 54~068 -0~004      
Jun10 100305 108~083 108~087 108~061 108~072 -0~009 194,821 850,488 +12,185
Sep10 100305 107~124 108~005 107~124 107~124 -0~009 0 1 +0
Total Volume and Open Interest 216,571 920,430 +1,443
Eurodollars(CME)
Mar10 100305 99.735 99.738 99.728 99.735 unch 97,887 1,152,817 +5,340
Jun10 100305 99.635 99.645 99.610 99.625 -0.015 137,657 1,167,787 -405
Sep10 100305 99.450 99.470 99.400 99.425 -0.020 206,990 1,109,426 +7,779
Dec10 100305 99.155 99.180 99.085 99.125 -0.025 244,616 1,045,188 +23,114
Mar11 100305 98.830 98.845 98.725 98.780 -0.040 297,348 694,797 +10,346
Jun11 100305 98.480 98.490 98.360 98.420 -0.050 221,471 755,532 -14,541
Sep11 100305 98.140 98.145 98.010 98.075 -0.055 170,793 598,422 -2,328
Dec11 100305 97.815 97.820 97.680 97.745 -0.060 133,965 377,625 -2,261
Mar12 100305 97.520 97.530 97.400 97.455 -0.065 76,564 309,473 +7,895
Jun12 100305 97.240 97.245 97.120 97.175 -0.060 59,428 215,428 +7,164
Sep12 100305 96.985 96.990 96.865 96.920 -0.060 40,040 127,145 +3,534
Dec12 100305 96.730 96.735 96.610 96.665 -0.060 40,035 121,202 +5,873
Mar13 100305 96.520 96.530 96.405 96.455 -0.065 13,324 80,067 +706
Jun13 100305 96.320 96.330 96.205 96.250 -0.070 8,672 63,515 +924
Sep13 100305 96.135 96.145 96.015 96.060 -0.075 7,856 54,836 +966
Dec13 100305 95.945 95.960 95.825 95.870 -0.075 9,036 32,982 +1,469
Mar14 100305 95.800 95.810 95.675 95.715 -0.080 4,186 36,696 +176
Jun14 100305 95.645 95.660 95.525 95.560 -0.085 3,762 31,662 +415
Total Volume and Open Interest 1,795,195 8,124,545 +60,123
30 Day Federal Funds(CBOT)
Mar10 100305 99.840 99.845 99.827 99.835 -0.010 19,997 80,425 +2,076
Apr10 100305 99.830 99.835 99.815 99.820 -0.015 15,846 90,134 +1,724
May10 100305 99.815 99.820 99.800 99.810 -0.010 11,438 81,602 +4,680
Jun10 100305 99.805 99.805 99.785 99.795 -0.010 6,832 73,831 +803
Jul10 100305 99.780 99.780 99.755 99.765 -0.015 8,588 73,594 +2,858
Aug10 100305 99.750 99.755 99.725 99.730 -0.025 6,212 57,234 -1,172
Total Volume and Open Interest 84,427 629,498 +10,720
30 Day Fed Funds(e-CBOT)
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  
Aug10 090519 98.995 98.995 98.995 98.995 unch 0 1,623  
Total Volume and Open Interest 22,142 354,023  
3-Mth Euro-Yen(CME)
Mar10 100305 99.565 99.565 99.565 99.565 +0.005 0 1,832 +0
Jun10 100305 99.605 99.605 99.605 99.605 +0.005 0 480 +0
Sep10 100305 99.635 99.635 99.635 99.635 +0.030 0 230 +0
Dec10 100305 99.635 99.635 99.635 99.635 +0.015 0 242 +0
Mar11 100305 99.625 99.625 99.625 99.625 +0.010      
Jun11 100305 99.585 99.585 99.585 99.585 unch      
Sep11 100305 99.585 99.585 99.585 99.585 unch      
Dec11 100305 99.515 99.515 99.515 99.515 unch      
Mar12 100305 99.480 99.480 99.480 99.480 unch      
Jun12 100305 99.530 99.530 99.530 99.530 unch      
Total Volume and Open Interest 0 2,784 +0
3-Mth Euro-Yen(SGX)
Mar10 100305 99.57 99.57 99.57 99.57 unch 203 5,018 +4
Jun10 100305 99.61 99.61 99.61 99.61 unch 0 2,469 +850
Sep10 100305 99.64 99.64 99.61 99.61 unch 0 2,631 +100
Dec10 100305 99.62 99.62 99.62 99.62 unch 0 1,380 +0
Mar11 100305 99.63 99.63 99.61 99.61 unch 100 940 +150
Jun11 100305 99.58 99.58 99.58 99.58 unch 0 56 +0
Sep11 100305 99.58 99.58 99.58 99.58 unch 0 51 +0
Dec11 100305 99.51 99.51 99.51 99.51 unch 0 102 +0
Total Volume and Open Interest 303 14,018 +1,000
Japanese Gov't Bonds(SGX)
Mar10 100305 139.96 140.26 139.90 140.21 +0.26 1,762 15,607 -832
Jun10 100305 139.13 139.42 139.07 139.32 +0.22 1,494 4,386 +1,107
Sep10 100305 139.32 139.32 139.32 139.32 +0.22      
Total Volume and Open Interest 3,256 19,993 -101
Euro-Bund(EUREX)
Mar10 100305 124.27 124.38 123.93 124.01 -0.28 1,156,633 554,936 -167,475
Jun10 100305 122.80 122.90 122.44 122.52 -0.28 555,188 569,298 +252,639
Sep10 100305 122.11 122.11 122.11 122.11 -0.28 50 0 +0
Total Volume and Open Interest 1,711,871 1,124,234 +85,164
Euro-Bobl(EUREX)
Mar10 100305 118.32 118.40 118.05 118.18 +0.72 560,261 757,387 -40,694
Jun10 100305 116.84 116.90 116.56 116.64 -0.17 580,201 504,775 +238,930
Sep10 100305 116.42 116.42 116.42 116.42 -0.17 140 0 +0
Total Volume and Open Interest 1,571,134 940,530 +54,362
3-Mth Euribor(EUREX)
Mar10 100305 99.350 99.350 99.345 99.345 -0.005 470 9,821 -671
Jun10 100305 99.240 99.250 99.220 99.220 -0.015 72 6,710 -56
Sep10 100305 99.040 99.040 99.010 99.010 -0.020 35 2,306 -191
Total Volume and Open Interest 753 22,726 -1,022
Long Gilt(LIFFE)
Mar10 100225 115~18 115~28 115~11 115~23 +0~13 301,509 139,236 -76,552
Jun10 100305 114~28 114~32 114~05 114~08 -0~15 79,564 279,374 -3,251
Total Volume and Open Interest 87,385 317,246 -4,892
3-Mth Short Sterling(LIFFE)
Mar10 100305 99.34 99.35 99.33 99.34 unch 10,269 315,101 +1,432
Jun10 100305 99.24 99.26 99.22 99.25 +0.01 37,163 378,955 +1,778
Sep10 100305 99.06 99.08 99.03 99.05 -0.01 61,650 360,441 +1,820
Dec10 100305 98.76 98.78 98.69 98.71 -0.03 116,428 388,584 +20,527
Mar11 100305 98.38 98.42 98.31 98.33 -0.05 100,581 338,123 +4,813
Jun11 100305 98.01 98.04 97.93 97.94 -0.05 93,307 210,363 -10,852
Total Volume and Open Interest 600,764 2,423,555 +18,663
3-Mth Euribor(LIFFE)
Mar10 100305 99.345 99.350 99.345 99.345 -0.005 49,771 702,233 -5,583
Jun10 100305 99.230 99.255 99.215 99.220 -0.015 196,658 694,654 +623
Sep10 100305 99.035 99.065 98.995 99.010 -0.020 203,594 728,263 +6,299
Total Volume and Open Interest 1,105,317 4,007,696 +47,370
3-Mth Aus T-Bills(SFE)
Mar10 100305 95.72 95.74 95.71 95.74 +0.02 26,603 102,196 -38,735
Jun10 100305 95.44 95.46 95.42 95.44 unch 29,383 242,231 -13,827
Sep10 100305 95.15 95.17 95.12 95.14 -0.01 10,587 131,903 -507
Dec10 100305 94.92 94.93 94.89 94.91 -0.01 8,414 91,570 +1,802
Mar11 100305 94.78 94.78 94.73 94.75 -0.02 2,555 39,443 +1,117
Jun11 100305 94.67 94.67 94.62 94.64 -0.01 1,494 38,336 -212
Sep11 100305 94.54 94.56 94.53 94.55 -0.01 195 16,792 -276
Dec11 100305 94.48 94.50 94.47 94.47 -0.02 343 9,205 +62
Mar12 100305 94.43 94.43 94.41 94.42 -0.01 0 2,553 +0
Jun12 100305 94.37 94.37 94.37 94.37 -0.02 0 1,719 +0
Total Volume and Open Interest 79,574 677,738 -50,576
10-Year Aus T-Bonds(SFE)
Mar10 100305 94.56 94.57 94.52 94.54 -0.02 23,373 402,232 -4,841
Jun10 100305 94.49 94.52 94.49 94.49 -0.02 1,613 1,613 +1,601
Total Volume and Open Interest 24,986 403,845 -3,240
3-Year Aus T-Bonds(SFE)
Mar10 100305 95.19 95.20 95.15 95.16 -0.02 87,255 835,284 -14,642
Jun10 100305 95.02 95.02 95.00 95.00 -0.02 161 14,800 +101
Total Volume and Open Interest 87,416 850,084 -14,541
Gold(CMX)
Apr10 100305 1132.9 1141.2 1127.5 1135.2 +2.1 159,134 275,912 -1,753
Jun10 100305 1134.2 1142.3 1129.0 1136.5 +2.1 11,412 76,085 +3,648
Aug10 100305 1133.7 1143.2 1130.7 1137.8 +2.3 1,200 24,669 +523
Oct10 100305 1136.5 1143.5 1132.4 1139.0 +2.4 4,723 14,757 +2,134
Dec10 100305 1135.9 1145.4 1133.3 1140.3 +2.5 1,746 36,927 -268
Feb11 100305 1142.1 1142.1 1142.1 1142.1 +2.7 202 7,976 +26
Apr11 100305 1140.7 1144.3 1140.7 1144.3 +2.9 301 4,306 +301
Jun11 100305 491.5 491.5 491.5 491.5 +3.1 150 7,580 +75
Aug11 100305 1149.8 1149.8 1149.8 1149.8 +3.3 0 3,682 +0
Oct11 100305 1153.2 1153.2 1153.2 1153.2 +3.4 0 3,644 +0
Dec11 100305 1150.0 1160.7 1150.0 1157.0 +3.5 214 12,348 +120
Total Volume and Open Interest 179,413 487,651 +4,865
Silver(CMX)
Mar10 100305 1714.0 1747.5 1713.0 1736.2 +20.6 852 634 -132
May10 100305 1713.5 1751.5 1713.5 1738.2 +20.6 31,912 63,315 +92
Jul10 100305 1725.0 1752.5 1725.0 1740.7 +20.6 3,543 13,781 +68
Sep10 100305 1735.0 1747.5 1726.0 1742.9 +20.8 38 2,808 -4
Dec10 100305 1723.5 1755.5 1723.5 1745.9 +20.9 3,855 13,125 +47
Mar11 100305 1742.5 1749.1 1742.5 1749.1 +21.2 2,032 3,095 +1,964
May11 100305 1751.1 1751.1 1751.1 1751.1 +21.4 3 1,727 -3
Total Volume and Open Interest 43,435 109,918 +1,670
Platinum(NYMEX)
Apr10 100305 1583.0 1587.5 1568.5 1579.1 -4.5 3,430 31,279 -60
Jul10 100305 1582.5 1587.4 1579.0 1583.5 -4.3 221 3,512 +168
Oct10 100305 1583.1 1584.6 1581.4 1584.6 -4.3 15 209 +5
Jan11 100305 1579.6 1579.6 1579.6 1579.6 -4.3 4 206 -1
Total Volume and Open Interest 3,670 35,208 +112
Palladium(NYMEX)
Mar10 100305 466.05 476.95 465.25 475.40 +13.65 45 80 -116
Jun10 100305 462.50 480.00 460.05 476.70 +13.50 1,906 20,968 -89
Sep10 100305 470.50 477.65 470.50 477.65 +13.75 15 323 +11
Total Volume and Open Interest 1,967 21,403 -194
Copper(CMX)
Mar10 100305 337.00 344.00 335.80 340.25 +4.20 969 3,804 -453
May10 100305 337.55 345.85 336.55 341.75 +4.20 40,084 85,531 +822
Jul10 100305 340.00 347.10 338.50 343.15 +4.20 3,013 20,020 +866
Sep10 100305 339.30 347.05 339.30 343.95 +4.30 1,066 7,444 -37
Dec10 100305 341.45 346.80 341.45 344.35 +4.30 632 5,734 +228
Total Volume and Open Interest 46,385 127,443 +1,565
DJIA Index(CBOT)
Mar10 100305 10432 10560 10432 10545 +114 528 13,704 -169
Jun10 100305 10440 10490 10373 10483 +115 2 39 +0
Sep10 100305 10425 10425 10311 10425 +114      
Dec10 100305 10375 10375 10261 10375 +114      
Total Volume and Open Interest 530 13,743 -169
S & P 500(CME)
Mar10 100305 1121.90 1138.70 1121.80 1136.50 +14.20 15,171 366,791 -1,196
Jun10 100305 1124.70 1133.80 1122.00 1131.80 +14.20 4,025 26,797 +3,181
Sep10 100305 1126.80 1128.50 1118.50 1126.80 +14.30 0 2,069 +0
Dec10 100305 1122.00 1123.70 1118.50 1122.00 +14.30 0 2,951 +0
Total Volume and Open Interest 19,196 398,629 +1,985
S & P 500 E-Mini(Globex)
Mar10 100305 1122.00 1138.75 1121.50 1136.50 +14.25 1,583,814 2,800,091 +24,580
Jun10 100305 1117.75 1134.25 1117.00 1131.75 +14.25 30,669 116,654 +23,078
Total Volume and Open Interest 1,614,616 2,918,433 +47,770
NASDAQ 100(CME)
Mar10 100305 1858.00 1890.00 1858.00 1885.50 +25.70 1,044 26,679 -692
Jun10 100305 1873.00 1885.50 1873.00 1882.80 +25.80 0 752 +0
Sep10 100305 1881.80 1881.80 1881.00 1881.80 +25.80      
Total Volume and Open Interest 1,044 27,431 -692
NASDAQ 100 E-Mini(Globex)
Mar10 100305 1858.80 1889.50 1857.00 1885.50 +25.70 216,095 400,399 +3,748
Jun10 100305 1857.30 1886.80 1855.30 1882.80 +25.80 1,489 8,387 +623
Total Volume and Open Interest 217,584 408,797 +4,371
S & P Midcap 400(CME)
Mar10 100305 762.00 771.00 761.50 768.30 +10.00 8 2,570 +0
Jun10 100305 765.90 765.90 765.90 765.90 +10.10      
Sep10 100305 763.90 763.90 763.90 763.90 +10.10      
Total Volume and Open Interest 8 2,570 +0
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Mar10 100304 10230 10230 10195 10230 -20      
Jun10 100305 10375 10560 10365 10550 +315 165 369 +157
Total Volume and Open Interest 6,999 39,804 -890
Nikkei 225(SGX)
Mar10 100305 10120 10385 10110 10375 +235 96,790 186,320 -6,131
Jun10 100305 10055 10320 10055 10315 +235 785 11,546 +7,409
Sep10 100305 10320 10320 10320 10320 +235 0 55 +0
Total Volume and Open Interest 97,615 199,637 +1,663
CAC 40(EURONEXT)
Mar10 100305 3838.0 3915.0 3838.0 3910.0 +83.0 109,113 364,741 +2,858
Apr10 100305 3848.5 3911.0 3841.0 3911.0 +83.0 29 712 +12
May10 100305 3836.0 3836.0 3836.0 3836.0 +83.0      
Total Volume and Open Interest 109,346 368,824 +3,024
Hang Seng Index(HKFE)
Mar10 100305 20840 20866 20617 20725 +109 60,471 72,064 +558
Apr10 100305 20792 20820 20582 20680 +106 1,566 1,603 +246
Total Volume and Open Interest 62,835 75,919 +930
DAX(EUREX)
Mar10 100305 5815.0 5895.0 5808.5 5878.0 +81.0 133,826 156,015 +3,588
Jun10 100305 5825.0 5902.0 5817.0 5886.0 +81.0 392 11,896 +54
Sep10 100305 5835.0 5909.5 5827.0 5893.0 +81.0 37 1,974 +36
Total Volume and Open Interest 134,255 169,885 +3,678
FT-SE 100(EURONEXT)
Mar10 100305 5538.50 5612.00 5526.50 5587.00 +76.00 123,219 668,548 +987
Jun10 100305 5486.00 5558.50 5484.00 5536.00 +75.50 2,387 9,243 +1,848
Sep10 100305 5452.00 5520.00 5449.50 5497.50 +73.50 81 331 -33
Total Volume and Open Interest 125,852 679,421 +2,967
SPI 200(SFE)
Mar10 100305 4745.0 4787.0 4736.0 4775.0 +27.0 31,012 205,746 -2,593
Jun10 100305 4760.0 4798.0 4758.0 4794.0 +27.0 171 3,503 +157
Sep10 100305 4771.0 4774.0 4771.0 4774.0 +27.0 0 1,970 +0
Total Volume and Open Interest 31,183 212,800 -2,436
GSCI(CME)
Mar10 100305 525.00 529.00 525.00 527.00 +6.10 531 15,685 +109
Apr10 100305 528.20 531.00 524.15 530.35 +6.15 103 230 +76
May10 100305 531.20 533.00 525.45 531.20 +5.70      
Total Volume and Open Interest 634 15,915 +185
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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