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MRCI's End of Day Prices
Daily Futures Price Listing Wed March 10, 2010
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Mar10 100310 941.25 957.00 936.75 952.00 +10.50 1,461 1,068 -765
May10 100310 946.00 964.25 941.75 958.00 +10.50 58,073 195,746 -642
Jul10 100310 954.00 972.00 950.00 965.50 +9.50 18,901 99,343 -328
Aug10 100310 953.00 968.00 948.00 962.50 +9.50 757 5,069 -137
Sep10 100310 938.50 950.00 932.00 947.25 +8.75 151 3,961 -23
Nov10 100310 925.00 938.00 919.25 935.25 +7.75 9,878 111,481 +47
Jan11 100310 936.00 947.00 931.00 943.75 +7.50 242 6,136 +9
Total Volume and Open Interest 89,827 433,630 -1,678
Soybean Meal(CBOT)
Mar10 100310 258.50 262.50 258.00 258.70 -0.30 1,268 1,569 -410
May10 100310 258.10 263.40 256.70 259.20 +0.50 27,007 98,368 +1,738
Jul10 100310 259.00 263.20 257.20 259.40 +0.20 11,516 37,005 -813
Aug10 100310 258.00 261.50 256.00 257.80 -0.10 1,605 12,915 -164
Sep10 100310 255.00 258.20 253.80 255.00 -0.20 1,047 10,615 -170
Oct10 100310 248.00 250.50 246.30 248.20 -0.10 1,281 7,906 +361
Dec10 100310 248.00 250.00 245.60 247.20 -0.80 3,236 28,312 +273
Jan11 100310 247.50 251.20 247.00 248.50 -0.70 63 2,454 -8
Total Volume and Open Interest 47,129 203,435 +885
Soybean Oil(CBOT)
Mar10 100310 40.35 40.70 39.75 40.69 +0.72 795 1,285 -182
May10 100310 40.30 41.05 40.00 41.02 +0.72 32,625 136,082 +1,649
Jul10 100310 40.71 41.46 40.44 41.46 +0.72 11,449 79,374 -259
Aug10 100310 40.96 41.64 40.46 41.64 +0.72 400 11,421 +19
Sep10 100310 41.04 41.76 40.76 41.76 +0.72 235 7,451 +62
Oct10 100310 41.42 41.87 40.88 41.87 +0.72 114 6,225 +37
Dec10 100310 41.31 42.17 41.16 42.17 +0.75 4,398 37,489 -25
Jan11 100310 41.64 42.37 41.64 42.37 +0.72 90 1,716 +17
Total Volume and Open Interest 50,179 283,066 +1,332
Canola(WCE)
Mar10 100310 388.4 388.4 388.4 388.4 +2.5 5 0 -5
May10 100310 384.5 389.3 381.9 387.4 +2.5 3,407 82,024 +205
Jul10 100310 389.0 394.3 388.8 392.5 +2.6 485 20,371 +224
Nov10 100310 398.2 398.2 391.5 397.0 +2.4 457 15,099 +157
Jan11 100310 401.6 401.6 398.7 400.7 +2.8 0 576 +0
Total Volume and Open Interest 4,354 118,365 +581
Corn(CBOT)
Mar10 100310 359.00 360.50 352.50 355.50 -3.25 11,798 8,337 -1,747
May10 100310 369.00 370.75 362.50 365.50 -3.50 75,155 463,526 -3,941
Jul10 100310 380.00 381.50 373.50 376.50 -3.50 21,906 248,333 +1,148
Sep10 100310 388.75 390.00 382.75 385.50 -3.25 14,527 64,225 +2,061
Dec10 100310 396.75 399.25 391.50 394.75 -2.25 22,121 263,790 +1,695
Mar11 100310 407.00 409.00 402.50 405.75 -2.00 1,533 30,162 +109
Total Volume and Open Interest 148,592 1,120,056 -515
Wheat(CBOT)
Mar10 100310 478.00 478.00 468.75 470.75 -7.75 1,264 685 -184
May10 100310 488.75 492.00 478.00 481.50 -8.00 28,231 169,645 -2,694
Jul10 100310 501.25 507.25 491.00 494.50 -7.75 8,558 130,110 +205
Sep10 100310 517.25 520.00 507.25 511.00 -7.25 2,433 30,448 +613
Dec10 100310 545.25 547.00 534.25 538.00 -7.25 3,460 68,166 -345
Total Volume and Open Interest 45,655 419,938 -1,988
Wheat(KCBT)
Mar10 100310 490.50 492.25 481.00 484.00 -6.25 15 131 -15
May10 100310 498.25 501.25 489.75 491.00 -6.50 5,067 47,349 +228
Jul10 100310 508.00 511.50 500.25 501.75 -6.50 4,029 37,668 +482
Sep10 100310 520.00 522.75 512.25 513.25 -6.75 251 6,035 +65
Dec10 100310 536.25 540.50 530.00 531.00 -7.00 3,456 42,147 +306
Total Volume and Open Interest 13,352 137,573 +1,303
Wheat(MGE)
Mar10 100310 499.50 499.50 499.50 499.50 -2.50 8 10 -3
May10 100310 510.75 515.00 504.00 506.50 -4.75 1,520 15,009 -339
Jul10 100310 522.00 526.25 515.00 517.50 -5.00 724 10,546 -424
Sep10 100310 534.00 537.50 527.00 529.50 -5.25 39 5,460 -88
Dec10 100310 551.75 555.50 544.75 546.50 -5.25 119 5,860 -186
Total Volume and Open Interest 2,473 38,281 -1,052
Oats(CBOT)
Mar10 100310 217.50 218.00 210.50 213.00 -5.00 1 38 -6
May10 100310 226.00 226.00 210.25 218.00 -7.00 349 9,803 -17
Jul10 100310 234.00 234.00 219.50 226.50 -7.25 14 2,559 -2
Sep10 100310 237.00 241.50 234.50 234.50 -7.00 0 867 +0
Total Volume and Open Interest 491 14,849 -52
Rough Rice(CBOT)
Mar10 100310 12.73 12.77 12.44 12.44 -0.32 27 65 -19
May10 100310 13.00 13.05 12.66 12.68 -0.34 655 10,165 -180
Jul10 100310 13.31 13.32 12.97 12.97 -0.34 73 1,243 -1
Sep10 100310 12.93 13.10 12.80 12.80 -0.19 45 1,278 +20
Total Volume and Open Interest 884 14,060 -133
Live Cattle(CME)
Apr10 100310 94.300 94.600 93.785 93.885 -0.515 37,359 107,716 -11,272
Jun10 100310 92.150 92.250 91.450 91.730 -0.600 24,728 116,954 +5,842
Aug10 100310 90.580 90.650 89.730 89.830 -0.920 11,195 54,872 +3,479
Oct10 100310 92.900 93.000 92.135 92.550 -0.600 2,168 28,440 +897
Dec10 100310 94.700 94.785 93.850 94.300 -0.630 1,449 10,750 +658
Feb11 100310 95.850 95.850 94.950 95.400 -0.580 787 4,936 +425
Total Volume and Open Interest 77,761 325,606 +103
Feeder Cattle(CME)
Mar10 100310 102.300 102.500 101.700 102.000 -0.350 1,413 6,014 -521
Apr10 100310 105.950 106.200 104.650 105.035 -1.000 3,449 12,075 -301
May10 100310 106.480 106.700 105.150 105.430 -1.170 2,950 9,952 +197
Aug10 100310 108.650 109.035 107.350 107.650 -1.235 1,968 8,719 +749
Sep10 100310 107.850 108.330 106.635 106.650 -1.450 214 991 +92
Oct10 100310 107.750 107.830 106.400 106.885 -1.015 63 537 +47
Nov10 100310 107.850 107.850 106.750 106.885 -0.900 17 123 +5
Total Volume and Open Interest 10,078 38,431 +270
Lean Hogs(CME)
Apr10 100310 72.450 73.000 72.250 72.550 +0.150 15,111 60,989 -4,544
May10 100310 77.635 78.100 77.000 78.050 +0.120 283 5,792 -11
Jun10 100310 80.430 81.000 79.950 80.650 +0.175 12,751 56,926 +1,370
Jul10 100310 80.650 81.000 80.000 80.750 +0.025 4,836 23,452 +481
Aug10 100310 80.000 80.500 79.750 80.450 +0.200 3,222 23,707 +1,192
Oct10 100310 70.725 71.150 70.430 71.080 -0.020 1,155 14,403 +338
Dec10 100310 68.000 68.250 67.600 68.100 +0.270 374 6,925 -12
Feb11 100310 69.785 70.200 69.400 70.200 +0.250 93 1,822 +58
Total Volume and Open Interest 37,849 194,441 -1,106
Pork Bellies(CME)
Mar10 100310 93.000 93.000 91.500 93.000 unch 0 31 +0
May10 100310 93.480 94.000 92.550 93.000 +0.200 14 223 -5
Jul10 100310 94.100 95.500 94.100 95.500 unch 0 62 +0
Aug10 100310 88.000 91.000 88.000 88.000 unch 0 22 +0
Feb11 100310 92.000 92.000 92.000 92.000 unch 0 1 +0
Total Volume and Open Interest 14 340 -5
Class III Milk(CME)
Mar10 100310 12.76 12.83 12.76 12.82 +0.06 122 3,932 +17
Apr10 100310 12.55 12.70 12.46 12.66 +0.11 272 4,434 -13
May10 100310 12.89 13.01 12.74 12.92 unch 181 3,804 +75
Jun10 100310 13.62 13.71 13.49 13.64 +0.02 117 3,035 +50
Jul10 100310 14.22 14.25 14.05 14.21 -0.03 65 2,372 +35
Total Volume and Open Interest 1,000 28,035 +301
Cocoa(ICE)
Mar10 100310 2791 2840 2791 2838 +51 18 38 -13
May10 100310 2797 2860 2754 2844 +42 4,337 61,101 +410
Jul10 100310 2835 2884 2780 2869 +40 722 25,642 +91
Sep10 100310 2838 2905 2800 2893 +44 250 12,593 +166
Dec10 100310 2890 2928 2839 2923 +36 32 7,306 -3
Mar11 100310 2897 2947 2856 2943 +35 9 12,059 +0
May11 100310 2889 2947 2863 2947 +34 0 4,782 +0
Total Volume and Open Interest 5,368 126,676 +651
Coffee "C"(ICE)
Mar10 100310 130.45 130.50 130.45 130.50 +0.25 3 42 +1
May10 100310 132.50 133.75 131.40 132.75 unch 6,906 76,393 +259
Jul10 100310 134.40 135.35 133.50 134.45 unch 1,642 23,085 -272
Sep10 100310 136.20 136.95 135.10 136.10 unch 1,566 10,181 +666
Dec10 100310 138.50 138.85 137.25 138.05 -0.10 142 7,948 +13
Mar11 100310 139.55 140.50 139.35 139.75 -0.10 72 5,192 +49
Total Volume and Open Interest 10,341 124,341 +721
Orange Juice(ICE)
Mar10 100310 150.10 150.25 149.55 149.55 +0.40 17 619 +0
May10 100310 147.00 147.15 145.35 146.95 -0.20 1,262 26,740 -48
Jul10 100310 149.00 149.55 148.00 149.40 -0.25 291 6,482 +7
Sep10 100310 149.90 150.50 149.40 150.40 -0.25 93 1,389 +45
Nov10 100310 151.00 151.00 150.50 150.80 -0.95 41 710 +22
Jan11 100310 152.00 152.00 152.00 152.00 -1.90 2 659 +2
Total Volume and Open Interest 1,708 36,886 +29
Sugar #11(ICE)
May10 100310 20.20 20.38 18.82 19.69 -0.63 46,850 275,640 -1,554
Jul10 100310 19.34 19.39 18.00 18.90 -0.44 24,734 178,267 +337
Oct10 100310 18.68 18.70 17.43 18.28 -0.40 7,872 157,371 -11
Mar11 100310 18.48 18.48 16.90 17.66 -0.48 2,773 59,728 -332
May11 100310 17.35 17.35 16.37 16.79 -0.55 1,300 18,092 +3
Total Volume and Open Interest 85,656 752,288 -1,232
London Cocoa(LCE)
Mar10 100305 2140 2172 2136 2156 +31 1,650 25,552 -1,015
May10 100310 2147 2209 2130 2206 +55 2,876 43,769 -684
Jul10 100310 2141 2203 2131 2198 +51 800 35,409 -7
Sep10 100310 2111 2164 2100 2161 +43 147 18,080 -38
Dec10 100310 2096 2135 2085 2132 +34 152 12,390 +25
Mar11 100310 2067 2115 2054 2102 +33 59 12,476 +9
May11 100310 2065 2115 2058 2101 +36 2 2,957 +0
Total Volume and Open Interest 4,466 149,908 -822
London Sugar(LCE)
May10 100310 553.40 553.60 518.70 537.10 -18.20 4,484 31,579 -1,283
Aug10 100310 540.00 540.00 504.70 520.60 -21.40 2,186 18,265 -99
Oct10 100310 512.70 512.70 483.90 496.80 -23.20 432 8,918 +1
Dec10 100310 505.50 505.50 474.00 483.10 -21.40 33 2,074 +18
Mar11 100310 490.10 490.10 470.20 480.80 -17.90 3 1,027 +3
Total Volume and Open Interest 7,138 62,406 -1,360
Cotton(ICE)
May10 100310 80.50 81.27 79.42 80.21 -0.12 5,236 103,639 -1,726
Jul10 100310 80.68 81.46 79.84 80.65 +0.03 2,263 41,515 +677
Oct10 100310 76.50 76.79 76.50 76.79 +0.41 0 165 +0
Dec10 100310 75.10 75.59 74.75 75.49 +0.12 1,110 32,007 -113
Mar11 100310 76.46 76.85 75.92 76.75 +0.44 230 3,302 +180
May11 100310 76.67 77.00 76.27 77.00 +0.44 56 45 +12
Total Volume and Open Interest 8,989 184,635 -934
Lumber(CME)
Mar10 100310 271.0 273.7 269.0 273.3 -0.5 505 798 -208
May10 100310 286.9 290.9 283.8 288.3 +1.3 512 5,687 +57
Jul10 100310 294.0 298.6 292.6 295.8 +0.8 116 2,086 -16
Sep10 100310 289.8 290.0 287.0 289.9 +0.2 23 645 +17
Total Volume and Open Interest 1,194 9,358 -114
Crude Oil(NYM)
Apr10 100310 81.38 83.03 80.81 82.09 +0.60 295,351 215,766 -24,119
May10 100310 81.61 83.36 81.14 82.43 +0.57 119,815 205,484 +17,560
Jun10 100310 82.05 83.77 81.55 82.79 +0.49 56,393 177,615 -789
Jul10 100310 82.43 84.14 82.00 83.19 +0.44 21,923 67,295 +816
Aug10 100310 83.20 84.50 82.66 83.55 +0.41 9,116 25,812 -281
Sep10 100310 83.11 84.73 82.77 83.86 +0.38 9,126 37,393 -442
Oct10 100310 83.46 85.00 83.10 84.13 +0.35 4,364 19,475 -459
Nov10 100310 83.83 85.35 83.52 84.40 +0.32 3,593 23,047 -877
Dec10 100310 84.20 85.65 83.56 84.70 +0.29 24,851 202,814 -2,644
Jan11 100310 84.41 85.58 84.40 84.89 +0.28 631 25,372 -169
Feb11 100310 84.64 85.10 84.50 85.09 +0.27 441 16,501 -123
Mar11 100310 84.89 85.27 84.88 85.27 +0.25 1,355 13,515 +516
Apr11 100310 85.75 85.75 85.05 85.44 +0.24 466 11,929 +162
May11 100310 85.56 85.56 85.56 85.56 +0.22 74 4,382 -22
Jun11 100310 85.75 85.75 85.66 85.66 +0.21 2,547 28,503 +308
Jul11 100310 85.74 85.74 85.74 85.74 +0.17 94 3,709 -112
Total Volume and Open Interest 559,143 1,321,843 -10,450
e-miNY Crude Oil(NYM)
Mar10 100212 75.350 75.350 72.675 74.125 +1.225      
Apr10 100310 81.300 83.025 80.825 82.100 +0.600 8,506 5,094 -394
May10 100310 81.550 83.300 81.175 82.425 +0.575 514 1,309 +155
Jun10 100310 82.000 83.400 81.700 82.800 +0.500 167 366 +109
Jul10 100310 83.200 83.200 83.200 83.200 +0.450 97 117 +87
Aug10 100310 84.325 84.350 82.625 83.550 +0.400 4 6 +0
Sep10 100310 84.600 84.600 83.850 83.850 +0.375 0 10 +0
Oct10 100310 84.850 84.850 84.125 84.125 +0.350 1 10 -1
Nov10 100310 84.550 84.550 84.400 84.400 +0.325 0 1 +0
Dec10 100310 84.700 84.700 84.700 84.700 +0.300 5 55 -2
Total Volume and Open Interest 9,294 7,014 -46
Heating Oil(NYM)
Apr10 100310 209.10 213.47 207.86 211.62 +2.64 37,655 76,595 -1,604
May10 100310 210.20 214.60 209.08 212.77 +2.51 16,603 61,699 +3,621
Jun10 100310 211.60 215.82 210.29 214.01 +2.36 9,972 49,148 +469
Jul10 100310 214.04 217.49 212.14 215.71 +2.26 3,088 22,458 -1
Aug10 100310 215.20 219.23 213.91 217.46 +2.18 2,143 11,840 -327
Sep10 100310 217.63 220.60 216.47 219.34 +2.07 1,630 11,422 -98
Oct10 100310 219.70 223.06 218.69 221.59 +1.97 590 9,400 -100
Nov10 100310 222.54 225.20 221.00 223.97 +1.85 434 9,477 +112
Dec10 100310 224.62 228.30 223.10 226.40 +1.73 3,422 26,870 +186
Jan11 100310 227.07 230.11 226.02 228.63 +1.61 816 12,996 +37
Feb11 100310 231.35 231.35 227.00 229.85 +1.53 127 4,525 +25
Mar11 100310 229.72 231.25 228.72 229.75 +1.53 674 5,712 +473
Total Volume and Open Interest 77,620 317,520 +2,769
Gasoline(NYMEX)
Apr10 100310 226.04 231.34 225.08 228.51 +2.48 58,057 88,921 -6,264
May10 100310 226.25 231.15 225.28 228.68 +2.45 35,175 67,872 +758
Jun10 100310 225.60 230.27 224.57 227.98 +2.40 17,537 42,081 +1,347
Jul10 100310 224.74 229.11 223.67 227.03 +2.32 7,667 22,801 +1,349
Aug10 100310 223.86 228.00 223.26 225.97 +2.25 4,493 12,144 +879
Sep10 100310 222.52 226.55 222.19 224.73 +2.24 5,452 17,177 +288
Oct10 100310 215.54 215.54 211.15 213.93 +2.01 3,249 7,273 +583
Nov10 100310 210.51 212.50 210.50 212.50 +1.80 927 11,688 +89
Dec10 100310 210.15 213.69 208.96 212.04 +1.72 863 11,770 +255
Jan11 100310 211.64 213.49 211.60 213.49 +1.72 19 3,333 +6
Total Volume and Open Interest 133,504 290,650 -672
e-miNY RBOB Gasoline(NYM)
Apr10 100310 228.50 228.51 228.50 228.50 +2.50 0 7 +0
May10 100310 228.70 228.70 228.68 228.70 +2.50      
Jun10 100310 228.00 228.00 227.98 228.00 +2.40      
Jul10 100310 227.00 227.03 227.00 227.00 +2.30      
Total Volume and Open Interest 0 8 +0
Natural Gas(NYM)
Apr10 100310 4.510 4.595 4.450 4.559 +0.043 68,080 172,065 -8,838
May10 100310 4.575 4.657 4.512 4.624 +0.049 27,876 170,376 +4,324
Jun10 100310 4.631 4.723 4.580 4.696 +0.053 13,389 49,701 -122
Jul10 100310 4.711 4.815 4.668 4.789 +0.054 9,236 50,255 +918
Aug10 100310 4.765 4.875 4.731 4.851 +0.054 4,967 32,181 +168
Sep10 100310 4.838 4.910 4.767 4.886 +0.050 4,506 30,904 +736
Oct10 100310 4.905 5.005 4.869 4.981 +0.048 9,529 56,868 -1,883
Nov10 100310 5.221 5.300 5.182 5.286 +0.038 1,830 14,533 -66
Dec10 100310 5.608 5.655 5.540 5.641 +0.033 1,796 25,092 -217
Jan11 100310 5.825 5.860 5.751 5.851 +0.025 5,307 38,706 -392
Feb11 100310 5.749 5.815 5.711 5.811 +0.025 4,115 15,171 +3,065
Mar11 100310 5.620 5.690 5.582 5.681 +0.025 7,098 32,527 +3,719
Apr11 100310 5.305 5.355 5.275 5.353 +0.022 3,424 27,321 +1,617
May11 100310 5.310 5.345 5.280 5.345 +0.022 382 12,718 +284
Jun11 100310 5.330 5.390 5.305 5.388 +0.025 183 6,107 +94
Jul11 100310 5.390 5.444 5.379 5.444 +0.028 122 4,384 +12
Total Volume and Open Interest 163,718 842,839 +4,509
Brent Crude Oil(ICE)
Apr10 100310 79.70 81.46 79.22 80.48 +0.57 126,673 102,425 -19,956
May10 100310 79.84 81.71 79.55 80.79 +0.65 113,881 212,679 +28,964
Jun10 100310 80.26 82.10 79.96 81.19 +0.62 59,498 165,898 +16,238
Jul10 100310 80.90 82.42 80.48 81.63 +0.60 14,493 53,206 +2,649
Aug10 100310 81.35 82.84 80.92 82.07 +0.59 8,766 30,207 +542
Sep10 100310 81.77 83.28 81.32 82.46 +0.55 5,490 18,222 +506
Oct10 100310 82.03 83.47 81.67 82.82 +0.53 4,513 20,407 +719
Nov10 100310 82.39 83.97 82.39 83.15 +0.50 3,434 15,492 +310
Dec10 100310 83.01 84.30 82.33 83.48 +0.47 14,982 87,163 -1,103
Jan11 100310 83.78 83.78 83.78 83.78 +0.46 1,675 12,671 -85
Feb11 100310 84.32 84.32 84.08 84.08 +0.46 613 6,428 -34
Mar11 100310 84.36 84.36 84.36 84.36 +0.43 325 7,186 -6
Apr11 100310 84.64 84.64 84.64 84.64 +0.42 166 2,964 +45
May11 100310 84.89 84.89 84.89 84.89 +0.41 49 3,008 +14
Total Volume and Open Interest 359,843 849,606 +28,739
Gas Oil(ICE)
Mar10 100310 649.00 666.00 648.25 664.75 +14.50 21,690 65,492 -9,031
Apr10 100310 652.25 668.25 650.75 666.75 +13.75 53,589 121,441 +5,209
May10 100310 655.75 671.25 654.25 669.75 +13.00 24,090 75,972 +1,770
Jun10 100310 662.25 675.25 659.00 673.50 +12.25 13,596 63,683 +624
Jul10 100310 667.00 679.25 664.00 678.25 +11.75 4,619 30,795 -236
Aug10 100310 672.75 684.25 668.75 683.00 +11.50 2,995 25,447 -518
Sep10 100310 678.00 689.25 675.00 687.75 +11.25 1,255 26,291 -277
Oct10 100310 682.50 692.50 681.00 692.50 +11.00 310 18,763 -79
Nov10 100310 687.50 696.50 683.00 696.50 +10.75 524 15,180 -278
Dec10 100310 691.25 702.25 687.00 700.50 +10.50 3,548 71,257 +293
Total Volume and Open Interest 127,670 596,051 -2,387
Ethanol(CBOT)
Mar10 100303 1.661 1.661 1.661 1.661 -0.019 11 207 -40
Apr10 100310 1.609 1.618 1.606 1.615 unch 110 1,026 -17
May10 100310 1.624 1.635 1.623 1.628 -0.003 141 940 +80
Jun10 100310 1.641 1.647 1.640 1.645 unch 44 715 +12
Jul10 100310 1.660 1.660 1.651 1.655 -0.004 45 1,248 +30
Aug10 100310 1.672 1.672 1.660 1.661 +0.003 62 691 +0
Sep10 100310 1.677 1.677 1.661 1.662 +0.005 22 712 +16
Oct10 100310 1.683 1.683 1.667 1.668 +0.004 27 696 +25
Total Volume and Open Interest 744 8,280 +294
US Dollar Index(ICE)
Mar10 100310 80.615 80.865 80.315 80.465 -0.140 28,711 42,621 -4,942
Jun10 100310 80.890 81.130 80.595 80.745 -0.135 14,001 12,909 +6,475
Sep10 100310 81.065 81.065 81.065 81.065 -0.125 2,627 2,333 +2,325
Total Volume and Open Interest 45,339 57,864 +3,858
Australian Dollar(CME)
Mar10 100310 91.46 91.88 91.22 91.52 +0.24 95,885 82,228 -16,639
Jun10 100310 90.40 90.98 90.31 90.61 +0.24 23,328 44,098 +17,411
Sep10 100310 89.63 89.63 89.40 89.63 +0.23 4 51 +4
Total Volume and Open Interest 119,219 126,388 +776
British Pound(CME)
Mar10 100310 149.98 150.17 148.72 149.73 -0.14 158,274 93,155 -8,189
Jun10 100310 149.93 150.08 148.64 149.64 -0.14 42,963 53,287 +29,212
Sep10 100310 149.15 149.71 148.61 149.57 -0.14 0 81 +0
Total Volume and Open Interest 201,237 146,548 +21,023
Canadian Dollar(CME)
Mar10 100310 97.45 97.88 97.17 97.43 -0.02 74,729 83,999 -9,216
Jun10 100310 97.46 97.87 97.16 97.42 -0.03 24,384 47,105 +16,115
Sep10 100310 97.33 97.83 97.15 97.38 -0.02 96 1,108 +152
Dec10 100310 97.14 97.47 97.14 97.26 -0.02 2 851 +0
Total Volume and Open Interest 99,213 133,205 +7,053
Japanese Yen(CME)
Mar10 100310 111.20 111.24 110.09 110.47 -0.70 85,566 108,829 -14,292
Jun10 100310 111.27 111.27 110.16 110.53 -0.70 21,355 24,278 +10,668
Sep10 100310 111.05 111.31 110.49 110.61 -0.70 0 207 +0
Total Volume and Open Interest 106,921 133,343 -3,624
Swiss Franc(CME)
Mar10 100310 93.03 93.59 92.65 93.40 +0.45 51,309 34,215 -3,435
Jun10 100310 93.12 93.65 92.70 93.46 +0.45 14,114 12,766 +10,630
Sep10 100310 93.05 93.52 93.05 93.52 +0.45 1 3 +0
Total Volume and Open Interest 65,425 46,989 +7,195
EuroFX(CME)
Mar10 100310 136.01 136.80 135.44 136.51 +0.58 238,518 172,613 -9,516
Jun10 100310 136.03 136.78 135.43 136.49 +0.58 38,243 61,969 +19,861
Sep10 100310 135.50 136.65 135.50 136.46 +0.57 3 1,379 +3
Total Volume and Open Interest 276,765 236,042 +10,349
Mexican Peso(CME)
Mar10 100310 791.0 794.2 790.0 793.2 +2.2 50,253 84,810 -18,829
Apr10 100310 791.2 791.2 789.0 791.2 +2.2 0 8 +0
Total Volume and Open Interest 91,023 138,858 +8,969
30-Year T-Bonds(CBOT)
Mar10 100310 117~300 118~010 117~130 117~260 -0~060      
Jun10 100310 116~140 116~170 115~270 116~100 -0~040 145,832 612,389 +88
Sep10 100310 115~130 115~230 115~000 115~010 -0~040 0 104 +0
Total Volume and Open Interest 148,724 646,599 -753
10-Year T-Notes(CBOT)
Mar10 100310 118~180 118~180 118~055 118~110 -0~055 15,765 50,116 -3,750
Jun10 100310 117~015 117~045 116~220 116~280 -0~060 481,252 1,304,590 -92
Sep10 100310 115~145 115~205 115~145 115~145 -0~060 27 36 +5
Total Volume and Open Interest 497,044 1,354,743 -3,837
5-Year T-Notes(CBOT)
Mar10 100310 58~036 58~036 58~036 58~036 -0~014      
Jun10 100310 115~084 115~090 115~049 115~057 -0~027 283,842 935,983 -5,985
Sep10 100310 114~041 114~068 114~041 114~041 -0~027      
Total Volume and Open Interest 289,805 980,441 -7,520
2 Year T-Notes(CBOT)
Mar10 100310 54~068 54~068 54~068 54~068 -0~003      
Jun10 100310 108~079 108~082 108~067 108~070 -0~009 194,979 834,039 +2,473
Sep10 100310 107~122 108~003 107~122 107~122 -0~009 0 1 +0
Total Volume and Open Interest 202,000 875,835 -31
Eurodollars(CME)
Mar10 100310 99.738 99.740 99.738 99.738 unch 99,302 1,135,109 -15,843
Jun10 100310 99.635 99.640 99.625 99.630 -0.005 185,101 1,165,977 -1,797
Sep10 100310 99.460 99.465 99.435 99.440 -0.015 222,481 988,328 -36,007
Dec10 100310 99.180 99.180 99.140 99.145 -0.020 222,577 1,017,425 +10,214
Mar11 100310 98.825 98.830 98.790 98.795 -0.025 220,284 725,207 -7,043
Jun11 100310 98.455 98.460 98.410 98.420 -0.030 163,684 748,179 -15,983
Sep11 100310 98.100 98.105 98.060 98.070 -0.025 115,791 604,586 -3,755
Dec11 100310 97.760 97.775 97.725 97.740 -0.020 101,182 398,782 +1,990
Mar12 100310 97.470 97.480 97.435 97.450 -0.020 60,825 312,124 -303
Jun12 100310 97.180 97.195 97.145 97.165 -0.015 33,224 219,137 +454
Sep12 100310 96.920 96.930 96.880 96.900 -0.015 24,569 134,083 -528
Dec12 100310 96.660 96.670 96.620 96.640 -0.015 26,243 133,540 +2,980
Mar13 100310 96.450 96.460 96.405 96.430 -0.015 9,104 81,984 +1,036
Jun13 100310 96.240 96.250 96.200 96.225 -0.010 6,030 70,161 +145
Sep13 100310 96.055 96.060 96.010 96.035 -0.010 4,260 58,503 +243
Dec13 100310 95.860 95.865 95.815 95.845 -0.005 4,468 36,430 +76
Mar14 100310 95.700 95.700 95.660 95.690 -0.005 2,630 39,897 +476
Jun14 100310 95.530 95.540 95.505 95.535 -0.005 3,231 33,283 -526
Total Volume and Open Interest 1,525,432 8,088,587 -64,396
30 Day Federal Funds(CBOT)
Mar10 100310 99.845 99.848 99.842 99.845 +0.003 8,517 71,460 -579
Apr10 100310 99.835 99.835 99.825 99.830 unch 13,174 89,791 -1,782
May10 100310 99.815 99.820 99.810 99.815 unch 12,183 79,500 -3,574
Jun10 100310 99.805 99.805 99.795 99.800 unch 11,603 77,979 +617
Jul10 100310 99.775 99.780 99.765 99.775 unch 10,262 75,918 -2,315
Aug10 100310 99.745 99.745 99.730 99.740 unch 6,491 55,984 -478
Total Volume and Open Interest 74,267 633,839 -5,540
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 100310 99.565 99.565 99.560 99.565 unch 0 2,632 +0
Jun10 100310 99.630 99.635 99.620 99.630 +0.010 350 530 +50
Sep10 100310 99.650 99.650 99.625 99.650 +0.025 0 230 +0
Dec10 100310 99.645 99.645 99.640 99.645 +0.005 0 242 +0
Mar11 100310 99.630 99.630 99.625 99.630 +0.005      
Jun11 100310 99.605 99.605 99.600 99.605 +0.005      
Sep11 100310 99.605 99.605 99.600 99.605 +0.005      
Dec11 100310 99.535 99.535 99.530 99.535 +0.005      
Mar12 100310 99.500 99.500 99.490 99.500 +0.010      
Jun12 100310 99.550 99.550 99.540 99.550 +0.010      
Total Volume and Open Interest 350 3,634 +50
3-Mth Euro-Yen(SGX)
Jun10 100310 99.62 99.62 99.62 99.62 +0.01 1 2,701 +3
Sep10 100310 99.64 99.64 99.63 99.63 +0.01 0 2,712 +0
Dec10 100310 99.64 99.64 99.64 99.64 +0.01 0 1,380 +0
Mar11 100310 99.63 99.63 99.63 99.63 +0.01 39 1,201 +0
Jun11 100310 99.61 99.61 99.61 99.61 +0.01 0 56 +0
Sep11 100310 99.61 99.61 99.61 99.61 +0.01 0 51 +0
Dec11 100310 99.54 99.54 99.54 99.54 +0.01 0 102 +0
Mar12 100310 99.50 99.50 99.50 99.50 +0.01 0 305 +0
Total Volume and Open Interest 40 15,228 -285
Japanese Gov't Bonds(SGX)
Jun10 100309 139.25 139.39 139.22 139.31 +0.08 5,520 14,782 +5,401
Sep10 100310 139.39 139.39 139.39 139.39 +0.08      
Dec10 100310 137.30 137.30 137.30 137.30 +0.08      
Total Volume and Open Interest 20,645 27,478 -568
Euro-Bund(EUREX)
Mar10 100308 124.03 124.13 123.96 124.00 -0.01 1,450,436 363,625 -191,311
Jun10 100310 122.82 122.88 122.59 122.61 -0.22 551,103 924,091 +10,805
Sep10 100310 122.16 122.16 121.97 122.01 -0.21 1 1 +1
Total Volume and Open Interest 594,139 924,092 +3,572
Euro-Bobl(EUREX)
Mar10 100305 118.32 118.40 118.05 118.18 +0.72 560,261 757,387 -40,694
Jun10 100308 116.65 116.73 116.52 116.64 unch 676,445 694,312 +189,537
Sep10 100310 115.82 116.32 115.82 116.32 -0.11      
Total Volume and Open Interest 418,049 751,860 -3,395
3-Mth Euribor(EUREX)
Mar10 100310 99.350 99.350 99.345 99.345 -0.005 1,023 8,764 -1,000
Jun10 100310 99.255 99.255 99.245 99.245 -0.005 42 6,742 +16
Sep10 100310 99.040 99.040 99.030 99.030 -0.010 11 2,381 +0
Total Volume and Open Interest 1,123 21,903 -981
Long Gilt(LIFFE)
Mar10 100225 115~18 115~28 115~11 115~23 +0~13 301,509 139,236 -76,552
Jun10 100310 114~11 114~16 114~05 114~06 -0~09 74,874 274,065 -8,699
Total Volume and Open Interest 92,577 287,139 -22,200
3-Mth Short Sterling(LIFFE)
Mar10 100310 99.34 99.36 99.34 99.35 unch 17,754 315,614 -2,725
Jun10 100310 99.26 99.29 99.26 99.27 +0.01 40,783 395,303 +5,830
Sep10 100310 99.08 99.12 99.08 99.11 +0.02 48,079 346,806 -6,523
Dec10 100310 98.80 98.83 98.77 98.82 +0.03 65,050 407,250 +2,639
Mar11 100310 98.47 98.50 98.42 98.48 +0.03 71,864 334,857 +3,443
Jun11 100310 98.09 98.14 98.06 98.11 +0.03 66,278 225,467 +11,223
Total Volume and Open Interest 422,834 2,494,257 +13,974
3-Mth Euribor(LIFFE)
Mar10 100310 99.350 99.355 99.345 99.345 -0.005 31,475 680,445 -46
Jun10 100310 99.250 99.260 99.245 99.245 -0.005 188,576 688,737 -1,483
Sep10 100310 99.045 99.055 99.020 99.030 -0.010 199,387 744,836 +4,032
Total Volume and Open Interest 939,624 4,061,030 +12,905
3-Mth Aus T-Bills(SFE)
Mar10 100310 95.68 95.69 95.65 95.67 -0.01 38,898 81,584 -22,134
Jun10 100310 95.36 95.36 95.30 95.33 -0.03 34,920 259,111 -663
Sep10 100310 95.03 95.04 94.96 94.98 -0.06 9,925 140,429 -1,142
Dec10 100310 94.79 94.81 94.71 94.73 -0.06 5,509 92,609 +134
Mar11 100310 94.63 94.65 94.55 94.58 -0.06 3,674 38,638 -279
Jun11 100310 94.50 94.53 94.42 94.46 -0.05 1,244 39,561 +138
Sep11 100310 94.42 94.42 94.34 94.38 -0.04 585 17,721 -109
Dec11 100310 94.31 94.33 94.30 94.33 -0.02 640 9,722 +312
Mar12 100310 94.26 94.28 94.26 94.28 -0.02 205 3,128 +153
Jun12 100310 94.25 94.25 94.25 94.25 -0.02 50 1,719 +0
Total Volume and Open Interest 95,710 686,072 -23,530
10-Year Aus T-Bonds(SFE)
Mar10 100310 94.47 94.50 94.45 94.47 unch 36,945 332,267 +9,608
Jun10 100310 94.45 94.47 94.42 94.43 unch 9,291 11,864 +8,313
Total Volume and Open Interest 46,236 344,131 +17,921
3-Year Aus T-Bonds(SFE)
Mar10 100310 95.03 95.06 94.97 94.99 -0.04 93,504 537,207 +7,582
Jun10 100310 94.87 94.88 94.80 94.82 -0.04 10,654 33,252 +9,257
Total Volume and Open Interest 104,158 570,459 +16,839
Gold(CMX)
Apr10 100310 1121.5 1128.3 1103.1 1108.1 -14.2 140,539 266,247 -10,681
Jun10 100310 1122.9 1129.5 1105.0 1109.4 -14.2 11,827 87,150 +2,350
Aug10 100310 1124.8 1130.5 1107.5 1110.5 -14.3 4,707 24,811 -799
Oct10 100310 1125.2 1126.8 1108.1 1111.6 -14.3 2,479 18,767 +896
Dec10 100310 1127.3 1132.6 1108.7 1112.7 -14.2 1,374 37,095 -321
Feb11 100310 1133.1 1133.1 1113.7 1114.0 -14.4 321 8,637 +187
Apr11 100310 1129.5 1129.5 1116.1 1116.1 -14.2 811 5,087 +678
Jun11 100310 463.2 463.2 463.2 463.2 -14.2 5 7,377 +5
Aug11 100310 1121.3 1121.3 1121.3 1121.3 -14.2 200 4,447 +200
Oct11 100310 1124.6 1124.6 1124.6 1124.6 -14.3 0 3,634 +0
Dec11 100310 1147.0 1147.0 1126.8 1128.2 -14.4 1,082 12,458 +92
Total Volume and Open Interest 164,460 496,292 -6,594
Silver(CMX)
Mar10 100310 1735.0 1754.0 1699.4 1699.4 -32.4 293 530 -23
May10 100310 1728.0 1766.5 1694.0 1701.8 -32.0 27,339 64,942 +445
Jul10 100310 1732.0 1767.5 1697.5 1704.2 -32.0 481 13,968 -20
Sep10 100310 1734.0 1765.5 1701.0 1706.2 -32.1 201 3,056 +163
Dec10 100310 1737.0 1760.0 1704.0 1709.1 -32.1 1,020 13,022 -71
Mar11 100310 1770.0 1770.0 1712.1 1712.1 -32.2 0 3,104 +0
May11 100310 1714.0 1714.0 1714.0 1714.0 -32.2 2 1,730 +2
Total Volume and Open Interest 30,067 111,678 +331
Platinum(NYMEX)
Apr10 100310 1594.0 1618.2 1579.7 1590.2 -6.7 6,251 31,632 +530
Jul10 100310 1594.9 1619.6 1585.0 1594.9 -6.5 578 4,311 +447
Oct10 100310 1623.2 1623.2 1595.4 1595.4 -6.5 4 219 +2
Jan11 100310 1591.0 1591.0 1590.4 1590.4 -6.5 3 206 +0
Total Volume and Open Interest 6,836 36,370 +979
Palladium(NYMEX)
Mar10 100310 463.75 463.75 463.75 463.75 -4.55 15 62 +5
Jun10 100310 467.55 477.65 460.00 464.65 -4.65 1,377 21,419 +334
Sep10 100310 476.00 477.10 465.10 465.10 -5.25 4 371 +3
Total Volume and Open Interest 1,396 21,892 +342
Copper(CMX)
Mar10 100310 341.10 342.95 334.00 335.50 -4.30 272 3,056 -151
May10 100310 339.90 344.60 335.05 336.80 -4.35 26,183 88,325 +7
Jul10 100310 342.00 345.95 336.75 338.30 -4.40 2,843 19,271 -240
Sep10 100310 345.50 346.80 338.15 339.25 -4.40 1,349 7,874 +116
Dec10 100310 339.85 341.45 339.85 339.85 -4.40 417 5,237 -481
Total Volume and Open Interest 31,530 128,992 -577
DJIA Index(CBOT)
Mar10 100310 10554 10595 10525 10565 +1 450 13,755 +17
Jun10 100310 10497 10525 10468 10503 +1 52 82 +34
Sep10 100310 10445 10445 10444 10445 +1      
Dec10 100310 10395 10395 10394 10395 +1      
Total Volume and Open Interest 502 13,837 +51
S & P 500(CME)
Mar10 100310 1140.10 1147.90 1138.00 1145.70 +5.20 17,542 349,439 -7,689
Jun10 100310 1135.50 1143.30 1135.30 1141.10 +5.30 9,173 45,968 +7,532
Sep10 100310 1130.00 1137.70 1130.00 1136.10 +5.40 0 2,071 +0
Dec10 100310 1131.40 1133.00 1127.00 1131.40 +5.40 1 2,953 +1
Total Volume and Open Interest 26,716 400,452 -156
S & P 500 E-Mini(Globex)
Mar10 100310 1140.00 1148.00 1137.75 1145.75 +5.25 1,179,723 2,767,605 -16,915
Jun10 100310 1135.25 1143.25 1133.50 1141.00 +5.25 50,317 186,406 +31,468
Total Volume and Open Interest 1,230,154 2,955,846 +14,655
NASDAQ 100(CME)
Mar10 100310 1901.30 1921.00 1900.30 1918.80 +17.50 1,403 25,681 -814
Jun10 100310 1905.00 1918.00 1905.00 1916.30 +17.50 71 812 +33
Sep10 100310 1915.30 1915.30 1913.80 1915.30 +17.50      
Total Volume and Open Interest 1,474 26,493 -781
NASDAQ 100 E-Mini(Globex)
Mar10 100310 1901.50 1921.30 1900.00 1918.80 +17.50 198,595 403,959 -3,577
Jun10 100310 1899.30 1918.80 1897.80 1916.30 +17.50 4,811 11,320 +1,756
Total Volume and Open Interest 203,406 415,290 -1,821
S & P Midcap 400(CME)
Mar10 100310 773.25 778.50 771.30 777.60 +6.10 100 2,717 +1
Jun10 100310 775.30 775.30 775.20 775.30 +6.10      
Sep10 100310 773.30 773.30 773.20 773.30 +6.10      
Total Volume and Open Interest 100 2,717 +1
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Mar10 100310 10620 10650 10620 10620 -5      
Jun10 100310 10570 10675 10480 10620 +25 15,565 13,967 +12,021
Total Volume and Open Interest 40,003 52,784 +10,200
Nikkei 225(SGX)
Mar10 100310 10565 10605 10495 10560 -10 111,155 179,220 -782
Jun10 100310 10505 10545 10435 10500 -10 18,754 60,936 +34,905
Sep10 100310 10505 10505 10505 10505 -5 0 55 +0
Total Volume and Open Interest 131,990 246,045 +34,383
CAC 40(EURONEXT)
Mar10 100310 3919.0 3951.5 3901.5 3942.5 +33.0 92,854 374,325 -13,624
Apr10 100310 3919.5 3951.5 3907.5 3943.0 +32.5 3,879 4,657 +3,855
May10 100310 3869.0 3869.0 3869.0 3869.0 +32.5      
Total Volume and Open Interest 96,876 382,514 -9,626
Hang Seng Index(HKFE)
Mar10 100310 21260 21310 21122 21190 -50 56,720 68,820 -1,550
Apr10 100310 21204 21252 21088 21139 -59 641 2,171 +250
Total Volume and Open Interest 58,098 73,909 -1,251
DAX(EUREX)
Mar10 100310 5896.0 5956.0 5874.0 5936.0 +46.0 97,297 153,931 -4,476
Jun10 100310 5913.5 5961.5 5883.5 5944.0 +46.0 885 13,967 +163
Sep10 100310 5908.5 5968.5 5890.5 5950.5 +46.0 358 1,881 +6
Total Volume and Open Interest 98,540 169,779 -4,307
FT-SE 100(EURONEXT)
Mar10 100310 5585.50 5641.50 5580.50 5628.50 +33.00 101,222 686,086 +5,609
Jun10 100310 5538.00 5590.00 5531.00 5579.50 +34.50 4,970 13,279 +1,320
Sep10 100310 5501.50 5550.50 5501.50 5538.50 +31.50 6 332 +1
Total Volume and Open Interest 106,298 701,256 +7,030
SPI 200(SFE)
Mar10 100310 4818.0 4851.0 4796.0 4819.0 -1.0 28,093 206,619 -3,477
Jun10 100310 4836.0 4869.0 4817.0 4841.0 -1.0 1,362 5,499 +989
Sep10 100310 4827.0 4827.0 4827.0 4827.0 unch 1 1,973 +0
Total Volume and Open Interest 29,456 215,628 -2,488
GSCI(CME)
Mar10 100310 522.45 529.00 520.00 526.00 +3.50 4,114 9,713 -3,800
Apr10 100310 525.35 531.00 522.75 528.75 +3.35 4,067 6,728 +3,901
May10 100310 528.95 534.00 526.10 531.50 +2.50 2 0 +0
Total Volume and Open Interest 8,183 16,441 +101
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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