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MRCI's End of Day Prices
Daily Futures Price Listing Thu March 11, 2010
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Mar10 100311 956.00 956.00 924.75 925.50 -26.50 865 599 -469
May10 100311 958.00 962.75 929.00 930.50 -27.50 62,028 195,259 -487
Jul10 100311 965.50 970.00 938.00 939.00 -26.50 24,330 101,021 +1,678
Aug10 100311 962.75 966.50 936.50 937.75 -24.75 1,651 5,186 +117
Sep10 100311 949.50 949.50 924.50 925.50 -21.75 1,803 4,414 +453
Nov10 100311 934.50 937.50 914.75 916.50 -18.75 16,240 110,394 -1,087
Jan11 100311 936.50 938.75 925.00 925.75 -18.00 635 5,924 -212
Total Volume and Open Interest 108,481 433,812 +182
Soybean Meal(CBOT)
Mar10 100311 257.50 257.50 249.20 249.60 -9.10 1,976 846 -723
May10 100311 259.20 260.70 251.20 252.60 -6.60 25,692 99,028 +660
Jul10 100311 259.20 260.80 251.30 252.60 -6.80 9,891 36,762 -243
Aug10 100311 257.70 257.70 250.60 251.70 -6.10 1,618 12,889 -26
Sep10 100311 256.40 256.40 248.80 249.60 -5.40 1,761 10,111 -504
Oct10 100311 247.00 248.10 242.80 244.20 -4.00 802 7,989 +83
Dec10 100311 247.70 248.50 242.40 244.10 -3.10 4,957 28,510 +198
Jan11 100311 248.20 248.90 244.00 245.50 -3.00 238 2,567 +113
Total Volume and Open Interest 47,041 203,028 -407
Soybean Oil(CBOT)
Mar10 100311 40.41 40.41 39.82 39.82 -0.87 486 895 -390
May10 100311 41.00 41.02 40.05 40.11 -0.91 23,847 136,924 +842
Jul10 100311 41.41 41.60 40.49 40.54 -0.92 8,655 78,991 -383
Aug10 100311 41.43 41.43 40.70 40.73 -0.91 216 11,456 +35
Sep10 100311 41.72 41.72 40.85 40.85 -0.91 499 7,607 +156
Oct10 100311 41.39 41.55 40.96 40.96 -0.91 90 6,235 +10
Dec10 100311 42.10 42.11 41.21 41.27 -0.90 5,020 38,449 +960
Jan11 100311 42.00 42.37 41.47 41.47 -0.90 252 1,750 +34
Total Volume and Open Interest 39,167 284,376 +1,310
Canola(WCE)
Mar10 100311 383.6 383.6 383.6 383.6 -4.8      
May10 100311 387.0 387.9 382.1 382.6 -4.8 9,000 81,864 -160
Jul10 100311 391.6 392.9 388.0 388.2 -4.3 4,851 21,323 +952
Nov10 100311 395.5 397.0 391.0 391.8 -5.2 2,419 15,783 +684
Jan11 100311 395.5 395.5 395.5 395.5 -5.2 16 584 +8
Total Volume and Open Interest 16,340 119,887 +1,522
Corn(CBOT)
Mar10 100311 356.75 357.75 352.00 355.50 unch 11,569 5,039 -3,298
May10 100311 366.00 368.00 361.50 365.25 -0.25 95,705 459,595 -3,931
Jul10 100311 377.00 378.75 372.50 376.25 -0.25 25,836 250,332 +1,999
Sep10 100311 387.25 388.00 381.75 385.50 unch 15,135 64,461 +236
Dec10 100311 395.00 397.00 391.50 395.25 +0.50 33,079 265,265 +1,475
Mar11 100311 405.00 408.00 402.50 406.50 +0.75 1,597 30,072 -90
Total Volume and Open Interest 187,229 1,118,686 -1,370
Wheat(CBOT)
Mar10 100311 469.00 470.75 466.00 468.50 -2.25 739 602 -83
May10 100311 480.75 483.25 475.50 478.75 -2.75 24,142 170,653 +1,008
Jul10 100311 492.75 496.00 488.75 491.50 -3.00 9,925 130,968 +858
Sep10 100311 511.00 511.25 505.00 508.25 -2.75 4,633 31,626 +1,178
Dec10 100311 537.00 539.00 532.00 534.50 -3.50 6,548 67,430 -736
Total Volume and Open Interest 46,833 422,362 +2,424
Wheat(KCBT)
Mar10 100311 482.75 482.75 481.75 482.50 -1.50 107 56 -75
May10 100311 491.00 492.50 486.00 489.50 -1.50 6,083 46,616 -733
Jul10 100311 502.00 502.75 496.50 500.25 -1.50 2,574 37,615 -53
Sep10 100311 512.00 514.00 509.00 511.50 -1.75 237 6,021 -14
Dec10 100311 531.00 531.50 527.00 529.25 -1.75 1,041 42,161 +14
Total Volume and Open Interest 10,402 136,837 -736
Wheat(MGE)
Mar10 100311 496.50 496.50 496.50 496.50 -3.00 17 7 -3
May10 100311 506.25 507.00 502.50 504.50 -2.00 2,260 14,906 -103
Jul10 100311 518.25 518.25 513.75 516.25 -1.25 708 10,931 +385
Sep10 100311 528.00 529.50 525.00 528.00 -1.50 430 5,506 +46
Dec10 100311 545.25 546.00 541.50 545.50 -1.00 733 5,895 +35
Total Volume and Open Interest 4,261 38,715 +434
Oats(CBOT)
Mar10 100311 213.25 213.25 211.50 211.50 -1.50 4 34 -4
May10 100311 219.50 220.75 212.00 216.50 -1.50 444 9,896 +93
Jul10 100311 225.25 226.00 222.00 225.00 -1.50 20 2,566 +7
Sep10 100311 233.00 234.50 232.00 233.00 -1.50 0 867 +0
Total Volume and Open Interest 602 15,046 +197
Rough Rice(CBOT)
Mar10 100311 12.23 12.44 12.18 12.18 -0.27 49 35 -30
May10 100311 12.71 12.75 12.35 12.40 -0.28 555 10,011 -154
Jul10 100311 12.95 13.00 12.65 12.70 -0.27 196 1,284 +41
Sep10 100311 12.77 12.80 12.62 12.66 -0.14 128 1,373 +95
Total Volume and Open Interest 1,014 14,062 +2
Live Cattle(CME)
Apr10 100311 93.785 94.135 93.550 93.830 -0.055 27,041 98,857 -8,859
Jun10 100311 91.550 92.000 91.430 91.950 +0.220 22,793 119,924 +2,970
Aug10 100311 89.785 90.200 89.650 90.150 +0.320 7,848 57,520 +2,648
Oct10 100311 92.230 92.730 92.230 92.535 -0.015 1,877 28,883 +443
Dec10 100311 94.000 94.300 93.900 94.285 -0.015 1,354 11,228 +478
Feb11 100311 95.000 95.500 95.000 95.300 -0.100 322 4,987 +51
Total Volume and Open Interest 61,264 323,346 -2,260
Feeder Cattle(CME)
Mar10 100311 102.100 102.100 101.650 101.930 -0.070 1,133 5,632 -382
Apr10 100311 104.900 105.450 104.785 105.100 +0.065 2,534 11,677 -398
May10 100311 105.330 106.035 105.135 105.750 +0.320 2,797 10,667 +715
Aug10 100311 107.300 107.930 107.100 107.750 +0.100 535 8,865 +146
Sep10 100311 106.600 107.300 106.400 107.200 +0.550 117 1,038 +47
Oct10 100311 106.600 107.150 106.500 107.035 +0.150 26 547 +10
Nov10 100311 106.850 107.500 106.750 107.500 +0.615 34 136 +13
Total Volume and Open Interest 7,176 38,582 +151
Lean Hogs(CME)
Apr10 100311 72.635 72.750 71.535 71.885 -0.665 16,413 57,900 -3,089
May10 100311 77.885 77.900 76.850 77.250 -0.800 177 5,834 +42
Jun10 100311 80.950 81.135 79.700 80.200 -0.450 14,637 60,526 +3,600
Jul10 100311 80.550 80.900 79.700 80.180 -0.570 3,064 23,447 -5
Aug10 100311 80.225 80.500 79.650 79.800 -0.650 2,511 23,970 +263
Oct10 100311 71.035 71.285 70.550 70.850 -0.230 1,188 14,763 +360
Dec10 100311 68.180 68.250 67.580 67.950 -0.150 407 7,070 +145
Feb11 100311 69.635 70.000 69.535 70.000 -0.200 139 1,925 +103
Total Volume and Open Interest 38,558 195,882 +1,441
Pork Bellies(CME)
Mar10 100311 91.000 92.000 91.000 91.000 -2.000 4 29 -2
May10 100311 93.100 93.500 92.450 92.500 -0.500 21 219 -4
Jul10 100311 94.750 95.400 94.500 94.750 -0.750 1 62 +0
Aug10 100311 88.000 90.600 88.000 88.000 unch 0 22 +0
Feb11 100311 92.000 92.000 92.000 92.000 unch 0 1 +0
Total Volume and Open Interest 26 334 -6
Class III Milk(CME)
Mar10 100311 12.86 12.93 12.82 12.89 +0.07 74 3,958 +26
Apr10 100311 12.62 12.85 12.62 12.79 +0.13 457 4,541 +107
May10 100311 12.89 13.20 12.89 13.19 +0.27 250 3,916 +112
Jun10 100311 13.68 13.90 13.64 13.87 +0.23 152 3,095 +60
Jul10 100311 14.18 14.34 14.18 14.25 +0.04 98 2,428 +56
Total Volume and Open Interest 1,389 28,581 +546
Cocoa(ICE)
Mar10 100311 2855 2855 2844 2844 +6 35 12 -26
May10 100311 2844 2865 2834 2854 +10 9,150 59,983 -1,118
Jul10 100311 2872 2885 2861 2878 +9 2,985 26,331 +689
Sep10 100311 2893 2902 2892 2902 +9 1,757 12,642 +49
Dec10 100311 2919 2935 2919 2935 +12 1,093 8,089 +783
Mar11 100311 2955 2956 2945 2956 +13 632 12,064 +5
May11 100311 2951 2962 2951 2962 +15 2 4,782 +0
Total Volume and Open Interest 15,737 127,111 +435
Coffee "C"(ICE)
Mar10 100311 131.00 131.50 130.90 131.45 +0.95 14 39 -3
May10 100311 132.45 134.00 132.45 133.75 +1.00 12,789 75,937 -456
Jul10 100311 134.30 135.50 134.30 135.40 +0.95 2,043 23,212 +127
Sep10 100311 136.10 137.10 136.00 137.00 +0.90 2,296 10,741 +560
Dec10 100311 138.55 139.10 138.45 138.95 +0.90 1,322 8,913 +965
Mar11 100311 140.15 140.60 139.80 140.60 +0.85 177 5,178 -14
Total Volume and Open Interest 18,689 125,550 +1,209
Orange Juice(ICE)
Mar10 100311 152.50 153.10 152.20 153.10 +3.55 22 620 +1
May10 100311 147.45 150.95 147.20 149.80 +2.85 820 26,696 -44
Jul10 100311 150.00 153.00 150.00 152.25 +2.85 191 6,415 -67
Sep10 100311 151.60 154.00 151.60 153.10 +2.70 39 1,421 +32
Nov10 100311 153.50 154.00 153.00 153.90 +3.10 136 616 -94
Jan11 100311 154.95 154.95 154.95 154.95 +2.95 6 665 +6
Total Volume and Open Interest 1,217 36,723 -163
Sugar #11(ICE)
May10 100311 19.55 20.07 19.06 19.27 -0.42 83,477 274,284 -1,356
Jul10 100311 18.85 19.28 18.31 18.50 -0.40 33,226 178,773 +506
Oct10 100311 18.28 18.65 17.79 17.97 -0.31 13,230 157,173 -198
Mar11 100311 17.76 18.02 17.27 17.47 -0.19 4,171 60,153 +425
May11 100311 17.29 17.29 16.67 16.77 -0.02 2,098 18,458 +366
Total Volume and Open Interest 141,533 754,199 +1,911
London Cocoa(LCE)
Mar10 100305 2140 2172 2136 2156 +14 1,139 25,119 -433
May10 100311 2206 2214 2187 2191 -15 8,313 46,387 +2,618
Jul10 100311 2197 2206 2181 2183 -15 3,956 33,780 -1,629
Sep10 100311 2161 2169 2147 2147 -14 379 17,878 -202
Dec10 100311 2132 2141 2115 2115 -17 3,714 14,650 +2,260
Mar11 100311 2103 2103 2088 2088 -14 2,884 14,659 +2,183
May11 100311 2095 2095 2094 2094 -7 7 2,962 +5
Total Volume and Open Interest 13,587 151,093 -1,654
London Sugar(LCE)
May10 100311 538.00 548.80 524.00 531.70 -5.40 7,309 30,793 -786
Aug10 100311 523.20 531.00 509.00 515.10 -5.50 2,339 19,313 +1,048
Oct10 100311 500.40 509.50 491.90 497.20 +0.40 287 8,936 +18
Dec10 100311 493.10 493.10 479.70 482.40 -0.70 85 2,045 -29
Mar11 100311 477.30 479.40 476.00 478.90 -1.90 5 1,026 -1
Total Volume and Open Interest      
Cotton(ICE)
May10 100311 80.27 80.27 78.70 78.77 -1.44 9,103 104,726 +1,087
Jul10 100311 80.60 80.60 79.25 79.28 -1.37 5,863 42,080 +565
Oct10 100311 76.10 76.38 76.10 76.38 -0.41 16 163 -2
Dec10 100311 75.00 75.45 74.25 75.13 -0.36 3,811 32,768 +761
Mar11 100311 76.60 76.60 75.79 76.43 -0.32 67 3,332 +30
May11 100311 76.73 76.73 76.73 76.73 -0.27 31 46 +1
Total Volume and Open Interest 18,940 185,292 +657
Lumber(CME)
Mar10 100311 269.6 271.4 267.2 271.4 -1.9 333 631 -167
May10 100311 285.8 286.7 280.6 284.9 -3.4 634 5,788 +101
Jul10 100311 292.6 295.0 290.6 293.4 -2.4 284 2,217 +131
Sep10 100311 288.5 289.8 284.9 289.8 -0.1 71 686 +41
Total Volume and Open Interest 1,353 9,495 +137
Crude Oil(NYM)
Apr10 100311 81.98 82.38 81.33 82.11 +0.02 332,133 212,892 -2,874
May10 100311 82.22 82.69 81.67 82.43 unch 147,722 220,252 +14,768
Jun10 100311 82.60 83.00 82.03 82.78 -0.01 56,175 182,507 +4,892
Jul10 100311 82.73 83.35 82.56 83.18 -0.01 21,248 69,022 +1,727
Aug10 100311 83.33 83.71 83.15 83.55 unch 12,226 27,509 +1,697
Sep10 100311 83.61 83.96 83.13 83.89 +0.03 10,706 37,061 -332
Oct10 100311 83.65 84.28 83.43 84.18 +0.05 7,300 19,703 +228
Nov10 100311 84.12 84.54 84.12 84.48 +0.08 6,407 23,880 +833
Dec10 100311 84.35 84.95 83.90 84.80 +0.10 29,704 202,864 +50
Jan11 100311 84.70 84.98 84.61 84.98 +0.09 4,592 26,659 +1,287
Feb11 100311 84.78 85.16 84.77 85.16 +0.07 1,710 16,505 +4
Mar11 100311 84.98 85.33 84.95 85.33 +0.06 1,015 13,479 -36
Apr11 100311 85.07 85.57 85.07 85.49 +0.05 306 12,010 +81
May11 100311 85.61 85.61 85.61 85.61 +0.05 110 4,312 -70
Jun11 100311 85.50 85.71 85.50 85.71 +0.05 1,470 29,030 +527
Jul11 100311 85.79 85.79 85.79 85.79 +0.05 52 3,678 -31
Total Volume and Open Interest 651,267 1,348,241 +26,398
e-miNY Crude Oil(NYM)
Mar10 100219 78.325 79.925 77.775 79.800 +0.750 9,128 2,521 -652
Apr10 100311 81.925 82.375 81.350 82.100 unch 9,121 4,841 -253
May10 100311 82.275 82.675 81.675 82.425 unch 614 1,384 +75
Jun10 100311 82.400 83.000 82.375 82.775 -0.025 78 409 +43
Jul10 100311 83.100 83.175 83.100 83.175 -0.025 8 117 +0
Aug10 100311 83.000 83.550 83.000 83.550 unch 2 6 +0
Sep10 100311 83.775 83.900 83.775 83.900 +0.050 0 10 +0
Oct10 100311 84.175 84.175 84.175 84.175 +0.050 0 10 +0
Nov10 100311 84.475 84.475 84.475 84.475 +0.075 0 1 +0
Dec10 100311 84.800 84.800 84.800 84.800 +0.100 0 55 +0
Total Volume and Open Interest 9,823 6,879 -135
Heating Oil(NYM)
Apr10 100311 211.50 212.60 210.19 211.50 -0.12 43,082 72,973 -3,622
May10 100311 212.43 213.57 211.20 212.58 -0.19 19,650 63,605 +1,906
Jun10 100311 213.75 214.65 212.30 213.73 -0.28 14,075 50,042 +894
Jul10 100311 214.59 216.16 213.85 215.41 -0.30 4,960 21,642 -816
Aug10 100311 217.26 217.82 215.64 217.13 -0.33 3,107 12,543 +703
Sep10 100311 219.29 219.45 217.99 218.96 -0.38 1,636 11,390 -32
Oct10 100311 221.17 221.58 220.40 221.14 -0.45 968 9,582 +182
Nov10 100311 223.47 223.47 222.43 223.44 -0.53 897 9,667 +190
Dec10 100311 225.04 226.51 224.28 225.80 -0.60 5,333 28,218 +1,348
Jan11 100311 226.64 228.40 226.61 227.98 -0.65 462 12,935 -61
Feb11 100311 228.00 229.23 227.75 229.10 -0.75 73 4,527 +2
Mar11 100311 228.99 228.99 228.99 228.99 -0.76 80 5,757 +45
Total Volume and Open Interest 94,853 318,425 +905
Gasoline(NYMEX)
Apr10 100311 227.53 228.57 225.90 227.20 -1.31 53,473 82,015 -6,906
May10 100311 227.64 228.75 226.34 227.69 -0.99 38,271 73,223 +5,351
Jun10 100311 226.80 227.85 225.78 227.20 -0.78 17,950 42,729 +648
Jul10 100311 226.23 226.57 225.01 226.31 -0.72 6,663 23,934 +1,133
Aug10 100311 224.04 225.28 223.90 225.28 -0.69 4,272 12,072 -72
Sep10 100311 222.82 224.18 222.82 224.06 -0.67 3,388 18,391 +1,214
Oct10 100311 212.00 213.28 212.00 213.28 -0.65 1,326 7,632 +359
Nov10 100311 211.30 211.89 210.85 211.89 -0.61 500 11,703 +15
Dec10 100311 210.88 211.62 209.92 211.53 -0.51 1,451 11,726 -44
Jan11 100311 212.50 213.02 212.50 213.02 -0.47 412 3,599 +266
Total Volume and Open Interest 128,114 292,916 +2,266
e-miNY RBOB Gasoline(NYM)
Apr10 100311 227.50 227.50 227.20 227.20 -1.30 0 7 +0
May10 100311 227.70 227.70 227.69 227.70 -1.00      
Jun10 100311 227.20 227.20 227.20 227.20 -0.80      
Jul10 100311 226.30 226.31 226.30 226.30 -0.70      
Total Volume and Open Interest 0 8 +0
Natural Gas(NYM)
Apr10 100311 4.576 4.593 4.415 4.440 -0.119 74,653 168,440 -3,625
May10 100311 4.645 4.655 4.487 4.506 -0.118 28,728 173,212 +2,836
Jun10 100311 4.725 4.725 4.562 4.579 -0.117 15,679 51,266 +1,565
Jul10 100311 4.786 4.789 4.656 4.672 -0.117 13,176 53,021 +2,766
Aug10 100311 4.827 4.827 4.717 4.740 -0.111 5,316 32,384 +203
Sep10 100311 4.850 4.890 4.750 4.778 -0.108 6,527 31,653 +749
Oct10 100311 4.980 4.997 4.850 4.878 -0.103 10,475 57,506 +638
Nov10 100311 5.254 5.256 5.166 5.195 -0.091 1,622 14,759 +226
Dec10 100311 5.600 5.610 5.531 5.558 -0.083 3,590 25,773 +681
Jan11 100311 5.815 5.823 5.746 5.773 -0.078 7,419 39,521 +815
Feb11 100311 5.781 5.781 5.716 5.740 -0.071 1,031 15,163 -8
Mar11 100311 5.629 5.656 5.587 5.612 -0.069 3,073 32,836 +309
Apr11 100311 5.304 5.337 5.271 5.307 -0.046 2,985 27,965 +644
May11 100311 5.288 5.325 5.270 5.301 -0.044 1,052 12,358 -360
Jun11 100311 5.305 5.350 5.305 5.344 -0.044 783 5,969 -138
Jul11 100311 5.365 5.430 5.365 5.400 -0.044 37 4,384 +0
Total Volume and Open Interest 182,495 853,259 +10,420
Brent Crude Oil(ICE)
Apr10 100311 80.25 80.67 79.65 80.28 -0.20 127,126 97,473 -4,952
May10 100311 80.63 81.03 80.04 80.77 -0.02 112,415 228,798 +16,119
Jun10 100311 81.01 81.40 80.44 81.19 unch 89,449 170,976 +5,078
Jul10 100311 81.05 81.79 80.99 81.63 unch 31,536 54,067 +861
Aug10 100311 81.68 82.18 81.50 82.05 -0.02 15,030 31,594 +1,387
Sep10 100311 82.04 82.53 82.04 82.44 -0.02 5,018 18,533 +311
Oct10 100311 82.40 82.89 82.20 82.79 -0.03 2,833 20,358 -49
Nov10 100311 82.72 83.10 82.50 83.10 -0.05 2,441 15,511 +19
Dec10 100311 83.05 83.52 82.73 83.42 -0.06 20,536 86,635 -528
Jan11 100311 83.71 83.71 83.71 83.71 -0.07 1,543 13,193 +522
Feb11 100311 83.99 83.99 83.99 83.99 -0.09 841 6,393 -35
Mar11 100311 84.26 84.26 84.26 84.26 -0.10 1,697 6,773 -413
Apr11 100311 84.64 84.64 84.52 84.52 -0.12 661 3,705 +741
May11 100311 84.76 84.76 84.76 84.76 -0.13 93 3,058 +50
Total Volume and Open Interest 417,812 866,322 +16,716
Gas Oil(ICE)
Apr10 100311 662.50 667.50 658.25 665.25 -1.50 106,318 123,241 +1,800
May10 100311 665.50 669.00 661.25 667.00 -2.75 52,053 87,327 +11,355
Jun10 100311 665.25 672.00 664.00 670.00 -3.50 31,082 67,699 +4,016
Jul10 100311 670.25 676.50 668.25 674.25 -4.00 6,443 31,114 +319
Aug10 100311 678.25 680.00 673.00 678.50 -4.50 4,436 24,868 -579
Sep10 100311 680.00 686.00 679.25 683.25 -4.50 3,696 26,620 +329
Oct10 100311 684.50 689.25 684.50 687.75 -4.75 1,971 18,612 -151
Nov10 100311 691.00 694.25 689.75 691.50 -5.00 1,248 14,855 -325
Dec10 100311 692.25 698.00 689.25 695.25 -5.25 11,572 73,096 +1,839
Jan11 100311 700.00 702.50 694.25 700.25 -5.75 1,448 18,674 +389
Total Volume and Open Interest 273,226 598,300 +2,249
Ethanol(CBOT)
Mar10 100303 1.661 1.661 1.661 1.661 -0.019 11 207 -40
Apr10 100311 1.607 1.610 1.602 1.604 -0.011 99 1,009 -17
May10 100311 1.620 1.620 1.609 1.613 -0.015 199 1,024 +84
Jun10 100311 1.634 1.635 1.625 1.630 -0.015 97 729 +14
Jul10 100311 1.647 1.653 1.640 1.646 -0.009 55 1,273 +25
Aug10 100311 1.650 1.650 1.650 1.650 -0.011 125 616 -75
Sep10 100311 1.653 1.653 1.652 1.653 -0.009 127 637 -75
Oct10 100311 1.665 1.670 1.656 1.662 -0.006 146 637 -59
Total Volume and Open Interest 1,287 8,018 -262
US Dollar Index(ICE)
Mar10 100311 80.535 80.570 80.250 80.315 -0.150 24,082 38,814 -3,807
Jun10 100311 80.800 80.840 80.525 80.595 -0.150 7,281 16,973 +4,064
Sep10 100311 80.915 80.915 80.915 80.915 -0.150 0 2,333 +0
Total Volume and Open Interest 31,363 58,121 +257
Australian Dollar(CME)
Mar10 100311 91.54 91.68 90.93 91.51 -0.01 105,873 68,854 -13,374
Jun10 100311 90.63 90.77 90.17 90.60 -0.01 30,509 61,892 +17,794
Sep10 100311 89.62 89.63 89.62 89.62 -0.01 0 51 +0
Total Volume and Open Interest 136,382 130,808 +4,420
British Pound(CME)
Mar10 100311 149.82 150.68 149.45 150.49 +0.76 147,831 84,443 -8,712
Jun10 100311 149.72 150.58 149.35 150.40 +0.76 26,781 63,981 +10,694
Sep10 100311 150.27 150.33 149.57 150.33 +0.76 23 113 +32
Total Volume and Open Interest 174,635 148,562 +2,014
Canadian Dollar(CME)
Mar10 100311 97.56 97.75 96.84 97.54 +0.11 83,765 75,787 -8,212
Jun10 100311 97.54 97.76 96.77 97.54 +0.12 26,326 61,087 +13,982
Sep10 100311 97.41 97.83 96.85 97.50 +0.12 34 1,112 +4
Dec10 100311 97.26 97.57 96.79 97.38 +0.12 3 851 +0
Total Volume and Open Interest 110,141 138,991 +5,786
Japanese Yen(CME)
Mar10 100311 110.47 110.85 110.24 110.38 -0.09 121,165 89,659 -19,170
Jun10 100311 110.50 110.91 110.29 110.44 -0.09 38,634 47,548 +23,270
Sep10 100311 110.52 110.61 110.52 110.52 -0.09 4 207 +0
Total Volume and Open Interest 159,803 137,443 +4,100
Swiss Franc(CME)
Mar10 100311 93.45 93.63 93.17 93.54 +0.14 59,375 32,311 -1,904
Jun10 100311 93.53 93.69 93.23 93.60 +0.14 10,349 15,488 +2,722
Sep10 100311 93.68 93.68 93.52 93.68 +0.16 9 6 +3
Total Volume and Open Interest 69,733 47,810 +821
EuroFX(CME)
Mar10 100311 136.55 136.88 136.20 136.73 +0.22 303,465 159,145 -13,468
Jun10 100311 136.54 136.86 136.19 136.71 +0.22 56,231 82,913 +20,944
Sep10 100311 136.57 136.70 136.45 136.69 +0.23 9 1,384 +5
Total Volume and Open Interest 359,707 243,524 +7,482
Mexican Peso(CME)
Mar10 100311 792.8 796.2 790.8 794.2 +1.0 52,501 78,680 -6,130
Apr10 100311 792.2 792.2 791.2 792.2 +1.0 0 8 +0
Total Volume and Open Interest 94,098 168,073 +29,215
30-Year T-Bonds(CBOT)
Mar10 100311 117~310 117~310 117~150 117~210 -0~050      
Jun10 100311 116~090 116~250 115~280 116~190 +0~090 194,549 613,131 +742
Sep10 100311 115~110 115~110 115~010 115~110 +0~100 28 115 +11
Total Volume and Open Interest 211,495 638,248 -8,351
10-Year T-Notes(CBOT)
Mar10 100311 118~100 118~115 118~000 118~080 -0~030 20,205 42,678 -7,438
Jun10 100311 116~270 116~300 116~180 116~250 -0~030 653,375 1,309,928 +5,338
Sep10 100311 115~070 115~145 115~030 115~115 -0~030 1,259 1,154 +1,118
Total Volume and Open Interest 674,839 1,353,761 -982
5-Year T-Notes(CBOT)
Mar10 100310 58~036 58~036 58~036 58~036 -0~014      
Jun10 100311 115~056 115~062 115~027 115~036 -0~021 351,926 943,245 +7,262
Sep10 100311 114~020 114~041 114~020 114~020 -0~021      
Total Volume and Open Interest 361,914 984,108 +3,667
2 Year T-Notes(CBOT)
Mar10 100310 54~068 54~068 54~068 54~068 -0~003      
Jun10 100311 108~070 108~073 108~056 108~059 -0~011 234,937 839,500 +5,461
Sep10 100311 107~115 107~122 107~115 107~115 -0~007 0 1 +0
Total Volume and Open Interest 251,876 875,781 -54
Eurodollars(CME)
Mar10 100311 99.740 99.743 99.735 99.738 unch 85,295 1,119,953 -15,156
Jun10 100311 99.630 99.630 99.610 99.615 -0.015 172,491 1,162,015 -3,962
Sep10 100311 99.450 99.450 99.405 99.420 -0.020 195,716 990,202 +1,874
Dec10 100311 99.150 99.155 99.100 99.120 -0.025 246,376 1,035,575 +18,150
Mar11 100311 98.800 98.810 98.745 98.760 -0.035 257,627 728,466 +3,259
Jun11 100311 98.430 98.440 98.365 98.385 -0.035 209,276 750,062 +1,883
Sep11 100311 98.075 98.085 98.015 98.035 -0.035 130,882 603,330 -1,256
Dec11 100311 97.740 97.755 97.680 97.700 -0.040 112,495 398,967 +185
Mar12 100311 97.450 97.465 97.390 97.410 -0.040 65,879 324,114 +11,990
Jun12 100311 97.160 97.175 97.105 97.125 -0.040 42,293 221,158 +2,021
Sep12 100311 96.895 96.915 96.845 96.865 -0.035 39,843 139,195 +5,112
Dec12 100311 96.635 96.650 96.590 96.610 -0.030 33,644 135,946 +2,406
Mar13 100311 96.430 96.445 96.380 96.405 -0.025 9,755 81,075 -909
Jun13 100311 96.225 96.225 96.175 96.205 -0.020 5,866 69,947 -214
Sep13 100311 96.025 96.035 95.990 96.020 -0.015 5,476 58,701 +198
Dec13 100311 95.830 95.850 95.800 95.830 -0.015 5,683 37,873 +1,443
Mar14 100311 95.700 95.700 95.650 95.680 -0.010 2,693 39,540 -357
Jun14 100311 95.520 95.545 95.495 95.530 -0.005 2,225 33,351 +68
Total Volume and Open Interest 1,640,276 8,119,253 +30,666
30 Day Federal Funds(CBOT)
Mar10 100311 99.845 99.845 99.840 99.842 -0.003 9,141 70,145 -1,315
Apr10 100311 99.830 99.830 99.820 99.830 unch 8,341 86,723 -3,068
May10 100311 99.810 99.815 99.800 99.810 -0.005 6,202 76,999 -2,501
Jun10 100311 99.795 99.800 99.785 99.790 -0.010 10,124 80,262 +2,283
Jul10 100311 99.770 99.775 99.755 99.760 -0.015 10,325 78,079 +2,161
Aug10 100311 99.735 99.740 99.720 99.720 -0.020 19,947 58,398 +2,414
Total Volume and Open Interest 93,507 635,336 +1,497
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 100311 99.565 99.565 99.565 99.565 unch 4 2,632 +0
Jun10 100311 99.625 99.630 99.620 99.625 -0.005 0 480 -50
Sep10 100311 99.640 99.650 99.640 99.640 -0.010 0 230 +0
Dec10 100311 99.645 99.645 99.645 99.645 unch 0 242 +0
Mar11 100311 99.630 99.630 99.630 99.630 unch 4 4 +4
Jun11 100311 99.605 99.605 99.605 99.605 unch      
Sep11 100311 99.605 99.605 99.605 99.605 unch      
Dec11 100311 99.535 99.535 99.535 99.535 unch      
Mar12 100311 99.500 99.500 99.500 99.500 unch      
Jun12 100311 99.550 99.550 99.550 99.550 unch      
Total Volume and Open Interest 8 3,588 -46
3-Mth Euro-Yen(SGX)
Jun10 100311 99.62 99.62 99.62 99.62 unch 3 2,829 +128
Sep10 100311 99.63 99.63 99.63 99.63 unch 0 3,012 +300
Dec10 100311 99.64 99.64 99.64 99.64 unch 0 1,380 +0
Mar11 100311 99.63 99.63 99.63 99.63 unch 0 1,201 +0
Jun11 100311 99.61 99.61 99.61 99.61 unch 0 56 +0
Sep11 100311 99.61 99.61 99.61 99.61 unch 0 51 +0
Dec11 100311 99.54 99.54 99.54 99.54 unch 0 102 +0
Mar12 100311 99.50 99.50 99.50 99.50 unch 0 305 +0
Total Volume and Open Interest 724 15,609 +381
Japanese Gov't Bonds(SGX)
Jun10 100309 139.25 139.39 139.22 139.31 +0.08 5,520 14,782 +5,401
Sep10 100311 139.08 139.08 139.08 139.08 -0.31      
Dec10 100311 136.99 136.99 136.99 136.99 -0.31      
Total Volume and Open Interest 23,434 19,963 -7,515
Euro-Bund(EUREX)
Jun10 100311 122.65 122.69 122.19 122.40 -0.21 878,601 971,467 +47,376
Sep10 100311 122.05 122.05 121.60 121.75 -0.26 65 13 +12
Dec10 100311 121.40 121.40 121.40 121.40 -0.21      
Total Volume and Open Interest 878,666 971,480 +47,388
Euro-Bobl(EUREX)
Jun10 100308 116.65 116.73 116.52 116.64 unch 676,445 694,312 +189,537
Sep10 100311 115.72 116.28 115.72 116.23 -0.09 2 2 +2
Dec10 100311 115.95 115.95 115.95 115.95 -0.15      
Total Volume and Open Interest 520,932 809,338 +57,478
3-Mth Euribor(EUREX)
Mar10 100311 99.350 99.350 99.350 99.350 +0.005 37 8,795 +31
Jun10 100311 99.250 99.250 99.250 99.250 +0.005 1,125 7,354 +612
Sep10 100311 99.030 99.030 99.025 99.025 -0.005 220 2,381 +0
Total Volume and Open Interest 1,489 22,555 +652
Long Gilt(LIFFE)
Mar10 100226 115~25 115~30 115~13 115~28 +0~04 109,949 61,332 -15,593
Jun10 100311 114~04 114~10 113~14 113~18 -0~20 103,171 283,984 +9,919
Total Volume and Open Interest 104,749 297,118 +9,979
3-Mth Short Sterling(LIFFE)
Mar10 100311 99.35 99.36 99.35 99.35 unch 35,265 319,395 +3,781
Jun10 100311 99.27 99.29 99.26 99.26 -0.01 48,581 387,310 -7,993
Sep10 100311 99.10 99.13 99.07 99.08 -0.03 55,130 356,486 +9,680
Dec10 100311 98.81 98.84 98.77 98.78 -0.04 71,845 406,910 -340
Mar11 100311 98.47 98.50 98.42 98.44 -0.04 94,045 325,547 -9,310
Jun11 100311 98.11 98.14 98.05 98.08 -0.03 87,944 217,717 -7,750
Total Volume and Open Interest 487,477 2,480,636 -13,621
3-Mth Euribor(LIFFE)
Mar10 100311 99.345 99.355 99.345 99.350 +0.005 107,718 653,589 -26,856
Jun10 100311 99.250 99.265 99.240 99.250 +0.005 231,315 721,187 +32,450
Sep10 100311 99.035 99.035 99.000 99.025 -0.005 243,594 771,714 +26,878
Total Volume and Open Interest 1,281,040 4,090,653 +29,623
3-Mth Aus T-Bills(SFE)
Mar10 100311 95.66 95.68 95.62 95.67 unch 25,180 72,614 -8,970
Jun10 100311 95.32 95.37 95.28 95.31 -0.02 41,085 274,824 +15,713
Sep10 100311 94.97 95.01 94.89 94.92 -0.06 23,967 150,979 +10,550
Dec10 100311 94.72 94.75 94.63 94.65 -0.08 18,209 100,838 +8,229
Mar11 100311 94.56 94.58 94.48 94.49 -0.09 9,327 41,647 +3,009
Jun11 100311 94.45 94.47 94.35 94.37 -0.09 1,606 40,308 +747
Sep11 100311 94.34 94.38 94.28 94.30 -0.08 1,991 19,133 +1,412
Dec11 100311 94.32 94.35 94.24 94.24 -0.09 1,484 10,310 +588
Mar12 100311 94.24 94.28 94.19 94.20 -0.08 940 3,344 +216
Jun12 100311 94.23 94.23 94.17 94.17 -0.08 0 1,719 +0
Total Volume and Open Interest 123,789 717,566 +31,494
10-Year Aus T-Bonds(SFE)
Mar10 100311 94.46 94.48 94.34 94.34 -0.13 142,784 322,735 -9,532
Jun10 100311 94.43 94.44 94.30 94.31 -0.12 123,588 123,093 +111,229
Total Volume and Open Interest 266,372 445,828 +101,697
3-Year Aus T-Bonds(SFE)
Mar10 100311 94.99 95.00 94.88 94.89 -0.10 187,843 560,440 +23,233
Jun10 100311 94.82 94.82 94.69 94.69 -0.12 65,986 86,599 +53,347
Total Volume and Open Interest 253,829 647,039 +76,580
Gold(CMX)
Apr10 100311 1108.9 1111.7 1100.5 1108.2 +0.1 153,991 256,558 -9,689
Jun10 100311 1109.5 1112.8 1101.7 1109.5 +0.1 14,242 91,753 +4,603
Aug10 100311 1111.3 1113.6 1103.0 1110.6 +0.1 3,118 24,102 -709
Oct10 100311 1112.9 1112.9 1105.4 1111.7 +0.1 1,479 18,882 +115
Dec10 100311 1113.3 1115.4 1106.1 1112.8 +0.1 1,148 37,214 +119
Feb11 100311 1114.2 1114.2 1114.2 1114.2 +0.2 4,784 10,154 +1,517
Apr11 100311 1110.0 1116.1 1110.0 1116.1 unch 555 5,170 +83
Jun11 100311 461.5 463.2 461.5 463.2 unch 0 7,374 -3
Aug11 100311 1121.5 1121.5 1121.5 1121.5 +0.2 500 4,307 -140
Oct11 100311 1124.8 1124.8 1124.8 1124.8 +0.2 1,000 3,234 -400
Dec11 100311 1126.0 1128.5 1126.0 1128.5 +0.3 2,409 13,652 +1,194
Total Volume and Open Interest 184,500 493,909 -2,383
Silver(CMX)
Mar10 100311 1701.0 1713.6 1688.0 1713.6 +14.2 374 683 +153
May10 100311 1702.0 1719.5 1683.5 1716.0 +14.2 33,935 64,965 +23
Jul10 100311 1708.0 1721.5 1689.0 1718.4 +14.2 1,982 14,307 +339
Sep10 100311 1688.5 1721.5 1688.5 1720.5 +14.3 469 3,294 +238
Dec10 100311 1706.5 1724.5 1693.0 1723.5 +14.4 1,140 13,109 +87
Mar11 100311 1726.5 1726.5 1726.5 1726.5 +14.4 8 3,097 -7
May11 100311 1728.5 1728.5 1728.5 1728.5 +14.5 0 1,730 +0
Total Volume and Open Interest 38,779 112,130 +452
Platinum(NYMEX)
Apr10 100311 1592.6 1616.0 1577.1 1612.7 +22.5 4,778 30,790 -842
Jul10 100311 1592.0 1617.0 1585.5 1617.0 +22.1 813 4,732 +421
Oct10 100311 1597.0 1620.0 1597.0 1617.5 +22.1 10 223 +4
Jan11 100311 1589.9 1612.5 1589.9 1612.5 +22.1 0 206 +0
Total Volume and Open Interest 5,601 35,953 -417
Palladium(NYMEX)
Mar10 100311 451.00 462.15 451.00 460.15 -3.60 65 61 -1
Jun10 100311 464.65 464.65 447.10 461.00 -3.65 2,085 21,722 +303
Sep10 100311 451.50 463.05 451.50 461.45 -3.65 2 372 +1
Total Volume and Open Interest 2,155 22,195 +303
Copper(CMX)
Mar10 100311 336.00 337.85 332.70 336.60 +1.10 591 2,832 -224
May10 100311 338.00 339.95 333.85 337.70 +0.90 25,369 87,156 -1,169
Jul10 100311 339.30 340.75 335.75 339.20 +0.90 2,716 18,942 -329
Sep10 100311 340.20 340.20 340.20 340.20 +0.95 2,002 7,852 -22
Dec10 100311 337.00 341.40 337.00 340.85 +1.00 937 5,394 +157
Total Volume and Open Interest 32,177 127,613 -1,379
DJIA Index(CBOT)
Mar10 100311 10566 10610 10512 10610 +45 371 13,761 +6
Jun10 100311 10482 10550 10450 10548 +45 139 193 +111
Sep10 100311 10490 10490 10445 10490 +45 1 1 +1
Dec10 100311 10440 10440 10395 10440 +45      
Total Volume and Open Interest 511 13,955 +118
S & P 500(CME)
Mar10 100311 1145.50 1151.50 1138.80 1150.60 +4.90 25,701 337,328 -12,111
Jun10 100311 1137.80 1146.50 1134.10 1145.90 +4.80 15,989 57,095 +11,127
Sep10 100311 1130.00 1141.00 1130.00 1141.00 +4.90 0 2,071 +0
Dec10 100311 1133.00 1136.30 1126.40 1136.30 +4.90 58 3,006 +53
Total Volume and Open Interest 41,748 399,521 -931
S & P 500 E-Mini(Globex)
Mar10 100311 1145.25 1151.00 1138.50 1150.50 +4.75 1,759,468 2,732,028 -35,577
Jun10 100311 1140.50 1146.25 1134.00 1146.00 +5.00 108,044 238,030 +51,624
Total Volume and Open Interest 1,867,590 2,971,944 +16,098
NASDAQ 100(CME)
Mar10 100311 1917.30 1926.00 1909.00 1925.30 +6.50 3,344 23,602 -2,079
Jun10 100311 1910.00 1924.00 1906.00 1922.50 +6.20 124 854 +42
Sep10 100311 1921.50 1921.50 1921.30 1921.50 +6.20      
Total Volume and Open Interest 3,468 24,456 -2,037
NASDAQ 100 E-Mini(Globex)
Mar10 100311 1917.80 1926.80 1909.30 1925.30 +6.50 332,075 395,238 -8,721
Jun10 100311 1914.30 1923.80 1906.30 1922.50 +6.20 9,423 16,512 +5,192
Total Volume and Open Interest 341,498 411,761 -3,529
S & P Midcap 400(CME)
Mar10 100311 773.00 781.30 773.00 781.30 +3.70 128 2,717 +0
Jun10 100311 772.50 780.00 771.00 779.00 +3.70 18 18 +18
Sep10 100311 777.00 777.00 776.80 777.00 +3.70      
Total Volume and Open Interest 146 2,735 +18
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Mar10 100311 10630 10650 10630 10630 +10      
Jun10 100311 10635 10720 10625 10720 +100 23,199 30,661 +16,694
Total Volume and Open Interest 53,114 61,340 +8,556
Nikkei 225(SGX)
Jun10 100311 10495 10620 10490 10605 +105 57,593 105,756 +44,820
Sep10 100311 10610 10610 10610 10610 +105 0 55 +0
Dec10 100311 10570 10570 10570 10570 +105 0 747 +0
Total Volume and Open Interest 181,304 285,587 +39,542
CAC 40(EURONEXT)
Mar10 100311 3930.0 3947.5 3910.0 3928.0 -14.5 120,406 380,551 +6,226
Apr10 100311 3931.0 3947.0 3912.0 3928.5 -14.5 6,187 10,796 +6,139
May10 100311 3866.0 3866.0 3854.5 3854.5 -14.5      
Total Volume and Open Interest 126,692 394,943 +12,429
Hang Seng Index(HKFE)
Mar10 100311 21312 21330 20990 21127 -63 59,392 68,567 -253
Apr10 100311 21260 21264 20955 21090 -49 650 2,391 +220
Total Volume and Open Interest 60,403 73,934 +25
DAX(EUREX)
Mar10 100311 5920.0 5955.5 5907.0 5929.5 -6.5 145,295 145,332 -8,599
Jun10 100311 5930.5 5962.0 5915.0 5937.0 -7.0 11,729 21,903 +7,936
Sep10 100311 5930.0 5969.0 5922.0 5944.0 -6.5 612 1,983 +102
Total Volume and Open Interest 157,636 169,218 -561
FT-SE 100(EURONEXT)
Mar10 100311 5622.50 5639.00 5589.00 5609.50 -19.00 103,132 691,407 +5,321
Jun10 100311 5570.00 5590.00 5541.50 5561.00 -18.50 2,312 22,155 +8,876
Sep10 100311 5533.50 5533.50 5516.00 5520.50 -18.00 21 331 -1
Total Volume and Open Interest 105,590 715,532 +14,276
SPI 200(SFE)
Mar10 100311 4819.0 4857.0 4806.0 4819.0 unch 27,588 206,287 -332
Jun10 100311 4843.0 4878.0 4831.0 4842.0 +1.0 840 6,065 +566
Sep10 100311 4850.0 4850.0 4827.0 4827.0 unch 1 1,972 -1
Total Volume and Open Interest 28,429 215,861 +233
GSCI(CME)
Mar10 100311 523.00 526.05 522.50 523.20 -2.80 3,354 6,744 -2,969
Apr10 100311 525.75 528.85 525.00 526.00 -2.75 3,288 9,841 +3,113
May10 100311 528.00 531.55 527.00 529.00 -2.50      
Total Volume and Open Interest 6,642 16,585 +144
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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