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MRCI's End of Day Prices
Daily Futures Price Listing Tue March 16, 2010
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
May10 100316 930.50 948.00 930.50 945.00 +15.00 66,451 195,174 +1,923
Jul10 100316 937.75 955.50 937.75 952.75 +15.25 27,280 102,861 +826
Aug10 100316 935.75 951.25 935.75 950.25 +14.75 1,278 5,702 +209
Sep10 100316 926.00 936.75 925.00 935.75 +14.25 596 4,902 +278
Nov10 100316 914.00 929.25 912.50 926.00 +12.00 17,743 115,543 +736
Jan11 100316 923.50 937.50 923.50 935.25 +11.75 97 5,940 +14
Mar11 100316 937.00 943.25 931.50 943.25 +11.75 143 2,984 +19
Total Volume and Open Interest 114,059 441,564 +3,946
Soybean Meal(CBOT)
May10 100316 257.50 263.60 257.10 261.50 +3.90 30,344 97,331 -616
Jul10 100316 257.00 262.80 253.00 260.90 +3.80 11,078 38,780 +1,555
Aug10 100316 257.10 260.70 256.70 259.10 +3.40 1,273 13,149 +238
Sep10 100316 254.40 258.00 253.70 256.40 +2.70 866 9,579 +40
Oct10 100316 248.30 251.30 248.30 250.80 +2.50 639 8,243 +54
Dec10 100316 248.40 251.50 247.30 250.50 +2.40 6,909 30,909 +824
Jan11 100316 250.70 252.00 249.00 251.90 +2.40 271 2,749 -169
Mar11 100316 253.80 255.70 251.90 255.10 +2.50 571 2,176 -128
Total Volume and Open Interest 52,066 205,567 +1,589
Soybean Oil(CBOT)
May10 100316 38.82 39.46 38.80 39.37 +0.62 46,653 137,893 -4,785
Jul10 100316 39.19 39.88 39.19 39.79 +0.61 11,499 79,309 -1,387
Aug10 100316 39.71 40.04 39.65 39.97 +0.60 1,579 11,887 +271
Sep10 100316 39.61 40.15 39.57 40.11 +0.59 395 7,765 +35
Oct10 100316 39.69 40.28 39.65 40.23 +0.58 316 6,072 +41
Dec10 100316 40.02 40.63 40.01 40.57 +0.59 5,102 40,352 +621
Jan11 100316 40.55 40.80 40.21 40.80 +0.59 133 1,681 -109
Mar11 100316 40.98 40.98 40.70 40.97 +0.59 65 861 +45
Total Volume and Open Interest 65,777 287,309 -5,814
Canola(WCE)
Mar10 100312 378.5 378.5 378.5 378.5 -5.1      
May10 100316 374.0 378.9 374.0 377.3 +3.3 5,277 83,139 +1,512
Jul10 100316 380.0 384.5 380.0 382.6 +3.3 1,263 22,009 +484
Nov10 100316 385.0 387.4 383.4 385.1 +1.7 574 16,427 +52
Jan11 100316 386.8 389.9 386.8 388.3 +1.8 43 626 +43
Total Volume and Open Interest 7,165 122,548 +2,093
Corn(CBOT)
May10 100316 363.75 369.00 363.00 366.75 +3.50 71,322 450,892 +2,016
Jul10 100316 374.75 380.00 374.50 377.75 +3.50 21,030 252,812 +407
Sep10 100316 384.00 389.00 383.50 387.25 +3.50 6,337 67,459 +1,032
Dec10 100316 393.25 398.50 393.00 396.75 +3.75 19,648 270,831 +2,225
Mar11 100316 405.00 410.00 405.00 408.25 +4.00 917 30,436 +403
May11 100316 411.50 416.00 411.50 415.50 +4.00 159 3,812 +6
Total Volume and Open Interest 120,702 1,121,323 +4,926
Wheat(CBOT)
May10 100316 480.25 492.00 479.50 487.00 +7.75 24,060 171,603 -500
Jul10 100316 492.00 501.75 492.00 499.75 +7.75 9,187 128,948 -963
Sep10 100316 508.00 516.75 508.00 515.75 +8.25 3,024 34,945 +358
Dec10 100316 536.00 544.00 535.25 542.75 +7.75 5,296 66,473 -216
Mar11 100316 561.00 568.75 559.75 568.00 +8.25 1,196 8,685 +378
Total Volume and Open Interest 43,282 424,494 -829
Wheat(KCBT)
May10 100316 488.25 498.50 488.00 494.75 +6.50 4,826 46,111 +42
Jul10 100316 498.75 509.00 498.50 505.50 +7.00 1,389 38,500 +71
Sep10 100316 515.00 520.00 515.00 517.25 +7.00 278 6,606 +22
Dec10 100316 529.00 538.00 526.00 534.75 +6.50 948 41,032 -365
Mar11 100316 550.00 553.75 550.00 551.50 +6.50 420 3,126 +333
Total Volume and Open Interest 7,973 137,460 +115
Wheat(MGE)
Mar10 100312 502.50 502.50 502.50 502.50 +6.00      
May10 100316 507.00 514.75 507.00 513.50 +6.25 2,577 0 -14,871
Jul10 100316 519.50 525.25 518.50 525.25 +7.25 806 0 -10,920
Sep10 100316 533.00 537.00 532.75 536.00 +6.25 143 0 -5,726
Dec10 100316 546.00 554.50 546.00 554.00 +6.75 352 0 -6,037
Total Volume and Open Interest 4,013 39,681 +658
Oats(CBOT)
May10 100316 217.75 218.00 215.50 218.00 +2.00 354 10,813 -12
Jul10 100316 226.25 226.50 225.00 226.50 +1.75 47 2,600 +5
Sep10 100316 232.75 233.25 232.75 232.75 -0.50 1 866 +0
Dec10 100316 246.50 246.50 244.00 246.00 unch 37 1,672 +8
Total Volume and Open Interest 439 15,951 -18
Rough Rice(CBOT)
Mar10 100312 12.24 12.25 12.18 12.19 +0.01 5 3 -32
May10 100316 12.50 12.65 12.50 12.60 +0.12 626 9,813 +137
Jul10 100316 12.81 12.94 12.81 12.90 +0.11 200 1,511 +38
Sep10 100316 12.63 12.84 12.63 12.78 +0.14 193 1,687 +134
Total Volume and Open Interest 1,076 14,537 +263
Live Cattle(CME)
Apr10 100316 95.800 95.930 95.200 95.480 -0.170 27,510 81,731 -4,771
Jun10 100316 93.700 93.830 93.300 93.635 +0.035 25,791 141,255 +4,619
Aug10 100316 91.000 91.350 90.730 91.150 +0.170 10,611 64,188 +966
Oct10 100316 93.180 93.300 92.750 93.230 +0.050 2,821 31,160 +673
Dec10 100316 94.900 95.000 94.600 94.885 -0.095 1,750 12,871 +698
Feb11 100316 95.750 96.100 95.500 95.800 -0.180 469 5,673 +74
Total Volume and Open Interest 69,193 339,074 +2,450
Feeder Cattle(CME)
Mar10 100316 102.830 103.200 102.800 102.950 +0.050 737 3,895 -416
Apr10 100316 106.050 106.150 105.600 105.850 -0.185 2,082 10,161 -680
May10 100316 107.400 107.500 106.850 107.000 -0.385 2,021 13,654 +336
Aug10 100316 109.150 109.150 108.450 108.800 -0.335 859 9,263 +150
Sep10 100316 108.600 108.600 107.850 108.200 -0.380 134 1,190 +58
Oct10 100316 108.300 108.350 107.800 107.850 -0.450 73 633 +56
Nov10 100316 108.100 108.250 107.800 108.000 -0.200 56 188 +16
Total Volume and Open Interest 5,976 39,013 -472
Lean Hogs(CME)
Apr10 100316 71.975 72.200 71.000 71.750 -0.050 13,042 44,109 -1,274
May10 100316 77.135 78.200 76.600 78.180 +0.600 441 5,890 +25
Jun10 100316 80.500 81.635 79.950 81.100 +0.520 10,669 70,913 +2,258
Jul10 100316 80.500 81.650 79.900 81.500 +0.965 1,719 24,978 +345
Aug10 100316 79.500 80.650 79.000 80.400 +0.925 2,914 27,029 +816
Oct10 100316 70.725 71.500 70.285 70.800 +0.075 799 16,505 +317
Dec10 100316 67.830 68.650 67.600 67.950 +0.150 162 7,261 +37
Feb11 100316 69.400 70.080 69.400 69.800 -0.300 71 2,082 +53
Total Volume and Open Interest 29,825 199,276 +2,579
Pork Bellies(CME)
Mar10 100316 90.500 91.000 90.500 91.000 unch 0 13 +0
May10 100316 91.750 92.000 90.400 91.050 unch 33 201 -9
Jul10 100316 95.000 95.000 93.250 95.000 unch 0 63 +0
Aug10 100316 88.000 88.000 88.000 88.000 unch 0 22 +0
Feb11 100316 92.000 92.000 92.000 92.000 unch 0 1 +0
Total Volume and Open Interest 33 301 -9
Class III Milk(CME)
Mar10 100316 12.84 12.89 12.80 12.84 +0.01 99 3,935 +27
Apr10 100316 12.68 12.71 12.57 12.63 -0.04 390 4,692 +90
May10 100316 13.12 13.16 13.05 13.11 +0.01 169 4,106 +63
Jun10 100316 13.87 13.90 13.80 13.82 -0.03 89 3,159 -12
Jul10 100316 14.20 14.20 14.14 14.16 -0.01 149 2,523 +20
Total Volume and Open Interest 1,155 29,352 +290
Cocoa(ICE)
Mar10 100316 2835 2835 2835 2835 -18 5 1 -3
May10 100316 2857 2889 2745 2848 -18 8,600 58,474 +668
Jul10 100316 2863 2914 2772 2875 -18 1,934 29,000 +1,049
Sep10 100316 2850 2920 2800 2898 -14 929 12,975 +54
Dec10 100316 2831 2936 2830 2927 -14 141 8,111 +93
Mar11 100316 2850 2944 2850 2944 -16 30 12,019 +7
May11 100316 2948 2949 2948 2948 -16 9 5,046 +8
Total Volume and Open Interest 11,750 129,362 +1,926
Coffee "C"(ICE)
Mar10 100316 129.00 130.35 129.00 130.35 +1.70 6 31 +5
May10 100316 131.25 133.40 130.60 132.75 +1.70 12,990 74,198 +1,121
Jul10 100316 133.00 135.00 132.70 134.40 +1.70 3,734 21,151 -507
Sep10 100316 134.90 136.50 134.30 136.00 +1.70 2,013 11,217 +845
Dec10 100316 136.90 138.00 136.00 138.00 +1.75 1,059 8,360 +160
Mar11 100316 138.30 139.80 138.30 139.65 +1.70 116 5,280 +41
Total Volume and Open Interest 20,160 121,859 +1,739
Orange Juice(ICE)
May10 100316 151.30 151.30 149.75 150.40 -1.25 666 26,828 -87
Jul10 100316 152.20 152.80 152.00 152.70 -1.30 314 6,660 +137
Sep10 100316 153.50 154.10 153.00 153.60 -1.65 84 1,676 +68
Nov10 100316 154.00 154.00 153.85 153.90 -1.15 21 723 +18
Jan11 100316 155.60 155.60 155.60 155.60 -0.50 0 670 +0
Mar11 100316 158.35 158.35 158.35 158.35 -0.25 6 89 +6
Total Volume and Open Interest 1,091 36,857 +142
Sugar #11(ICE)
May10 100316 19.21 19.37 18.02 18.24 -1.15 46,099 279,349 +4,705
Jul10 100316 18.52 18.70 17.51 17.69 -0.97 20,417 180,397 +1,923
Oct10 100316 18.02 18.20 17.25 17.38 -0.78 8,941 156,948 -98
Mar11 100316 17.80 17.85 17.15 17.27 -0.54 3,521 59,413 -281
May11 100316 17.05 17.11 16.45 16.59 -0.47 799 18,212 +275
Total Volume and Open Interest 82,303 760,995 +6,591
London Cocoa(LCE)
Mar10 100305 2140 2172 2136 2156 +14 1,139 25,119 -433
May10 100316 2189 2209 2130 2187 -14 9,620 50,872 +2,466
Jul10 100316 2190 2204 2128 2183 -10 2,234 36,453 +1,025
Sep10 100316 2129 2158 2094 2141 +1 905 21,371 +486
Dec10 100316 2115 2120 2070 2118 -6 236 14,859 -25
Mar11 100316 2064 2095 2053 2095 -6 79 14,959 -9
May11 100316 2094 2094 2094 2094 -6 0 3,025 +0
Total Volume and Open Interest 22,002 155,333 +5,425
London Sugar(LCE)
May10 100316 539.00 545.00 520.60 521.40 -19.80 4,239 28,642 +37
Aug10 100316 517.20 521.30 501.60 502.40 -15.10 2,114 20,109 -157
Oct10 100316 499.30 502.70 483.50 483.50 -16.30 529 9,789 +324
Dec10 100316 488.30 488.30 474.00 474.00 -13.80 25 2,109 +22
Mar11 100316 483.50 484.10 469.80 469.80 -17.40 12 1,067 +1
Total Volume and Open Interest      
Cotton(ICE)
May10 100316 80.76 81.95 80.11 81.84 +1.08 8,084 102,333 -803
Jul10 100316 80.99 82.42 80.75 82.39 +1.07 2,652 42,882 +308
Oct10 100316 76.92 76.92 76.33 76.33 -0.48 6 162 +1
Dec10 100316 75.11 75.74 74.90 75.07 -0.56 1,743 33,846 +544
Mar11 100316 76.18 76.18 76.18 76.18 -0.51 9 3,516 -1
May11 100316 76.76 76.76 76.76 76.76 -0.38 4 51 -2
Total Volume and Open Interest 12,512 185,107 +58
Lumber(CME)
May10 100316 271.9 274.8 269.9 272.4 -0.6 392 5,870 +24
Jul10 100316 283.4 286.2 282.5 285.6 +0.2 115 2,420 +90
Sep10 100316 280.1 284.8 279.1 284.8 +1.8 17 703 +8
Nov10 100316 260.1 264.5 260.1 264.4 -4.6 1 174 +0
Total Volume and Open Interest 737 9,406 -36
Crude Oil(NYM)
Apr10 100316 79.84 82.04 79.32 81.70 +1.90 337,201 153,514 -9,306
May10 100316 80.09 82.32 79.59 81.97 +1.89 131,484 306,052 +16,110
Jun10 100316 80.45 82.65 79.96 82.31 +1.88 70,093 172,429 +3,289
Jul10 100316 80.88 82.96 80.49 82.65 +1.85 19,001 82,608 +5,054
Aug10 100316 81.06 83.13 80.74 82.93 +1.80 9,345 26,282 +1,582
Sep10 100316 81.48 83.40 81.08 83.16 +1.74 10,458 40,427 +2,076
Oct10 100316 82.62 83.69 82.62 83.35 +1.69 4,642 20,771 +1,175
Nov10 100316 82.95 83.60 82.95 83.54 +1.64 4,838 24,409 +192
Dec10 100316 82.07 84.11 81.86 83.75 +1.58 42,695 207,929 -392
Jan11 100316 83.51 83.89 83.46 83.84 +1.53 2,543 29,025 +1,033
Feb11 100316 83.64 83.95 83.64 83.94 +1.48 2,244 17,582 +111
Mar11 100316 83.73 84.05 83.73 84.05 +1.45 1,925 13,662 +313
Apr11 100316 84.00 84.27 83.80 84.14 +1.41 794 12,694 +65
May11 100316 84.21 84.21 84.21 84.21 +1.38 477 4,430 +38
Jun11 100316 84.15 84.32 84.05 84.27 +1.36 1,695 29,550 +232
Jul11 100316 84.32 84.32 84.32 84.32 +1.34 139 4,062 +107
Total Volume and Open Interest 653,541 1,395,220 +23,126
e-miNY Crude Oil(NYM)
Mar10 100219 78.325 79.925 77.775 79.800 +0.750 9,128 2,521 -652
Apr10 100316 79.900 82.100 79.350 81.700 +1.900 12,484 4,778 +97
May10 100316 80.100 82.350 79.600 81.975 +1.900 1,187 2,154 +54
Jun10 100316 80.000 82.550 80.000 82.300 +1.875 90 477 +48
Jul10 100316 81.150 82.900 81.150 82.650 +1.850 13 121 +3
Aug10 100316 81.725 83.075 81.625 82.925 +1.800 5 3 +1
Sep10 100316 81.850 83.200 81.850 83.150 +1.725 1 7 +0
Oct10 100316 83.350 83.350 83.350 83.350 +1.700 0 10 +0
Nov10 100316 82.700 83.650 82.700 83.550 +1.650 0 1 +0
Dec10 100316 83.700 83.750 83.700 83.750 +1.575 0 55 +0
Total Volume and Open Interest 13,780 7,652 +203
Heating Oil(NYM)
Apr10 100316 206.31 212.19 204.52 211.43 +5.67 44,572 63,545 -2,689
May10 100316 207.36 213.19 205.85 212.53 +5.61 14,708 70,355 -67
Jun10 100316 208.47 214.25 207.27 213.57 +5.42 12,574 50,812 +1,314
Jul10 100316 211.57 215.64 211.00 215.07 +5.26 3,328 21,995 +624
Aug10 100316 216.72 216.76 215.98 216.65 +5.11 2,394 13,664 +458
Sep10 100316 213.74 218.92 213.74 218.29 +4.93 1,930 12,659 +421
Oct10 100316 216.25 220.41 216.25 220.14 +4.66 1,374 9,729 +192
Nov10 100316 218.75 222.20 218.75 222.05 +4.33 1,246 9,683 -182
Dec10 100316 219.74 225.15 218.83 224.10 +4.08 6,791 30,983 -58
Jan11 100316 225.45 226.06 225.45 226.00 +3.84 1,339 12,952 +0
Feb11 100316 226.00 226.85 226.00 226.85 +3.61 202 4,395 -91
Mar11 100316 226.65 226.65 226.65 226.65 +3.51 659 5,740 -49
Total Volume and Open Interest 92,383 323,156 +318
Gasoline(NYMEX)
Apr10 100316 222.20 228.70 221.80 227.50 +5.22 41,490 65,930 -1,861
May10 100316 222.50 228.45 222.05 227.38 +4.88 22,432 86,283 +50
Jun10 100316 221.41 227.45 221.41 226.48 +4.57 10,903 47,682 +2,113
Jul10 100316 221.49 226.20 221.49 225.39 +4.38 3,612 24,057 -14
Aug10 100316 223.36 224.65 223.36 224.24 +4.28 1,439 12,931 +365
Sep10 100316 218.89 223.63 218.88 222.90 +4.16 2,756 19,590 +307
Oct10 100316 210.75 212.60 210.75 211.87 +4.02 1,347 9,375 +474
Nov10 100316 210.35 210.35 210.35 210.35 +3.98 671 12,411 +125
Dec10 100316 205.40 210.88 205.40 209.85 +3.95 864 11,716 +373
Jan11 100316 211.29 211.29 211.29 211.29 +3.99 0 4,074 +0
Total Volume and Open Interest 86,378 302,078 +2,700
e-miNY RBOB Gasoline(NYM)
Apr10 100316 227.50 227.50 227.50 227.50 +5.20 0 16 +0
May10 100316 227.40 227.40 227.38 227.40 +4.90      
Jun10 100316 226.50 226.50 226.48 226.50 +4.60      
Jul10 100316 225.40 225.40 225.39 225.40 +4.40      
Total Volume and Open Interest 0 18 +0
Natural Gas(NYM)
Apr10 100316 4.385 4.423 4.323 4.347 -0.044 56,909 159,310 -3,440
May10 100316 4.460 4.494 4.400 4.418 -0.049 27,798 190,802 +3,703
Jun10 100316 4.542 4.562 4.476 4.493 -0.049 11,972 48,393 -693
Jul10 100316 4.632 4.652 4.570 4.587 -0.049 8,783 57,795 +980
Aug10 100316 4.704 4.715 4.635 4.655 -0.048 4,919 30,366 +131
Sep10 100316 4.748 4.753 4.675 4.693 -0.048 2,688 33,664 +191
Oct10 100316 4.853 4.861 4.777 4.798 -0.047 6,440 57,896 +154
Nov10 100316 5.187 5.187 5.110 5.133 -0.042 1,168 15,207 +377
Dec10 100316 5.561 5.561 5.484 5.511 -0.042 1,645 25,047 -39
Jan11 100316 5.765 5.771 5.700 5.722 -0.043 4,807 39,985 -426
Feb11 100316 5.732 5.734 5.670 5.687 -0.043 625 15,569 +149
Mar11 100316 5.615 5.615 5.550 5.564 -0.041 3,290 34,821 +733
Apr11 100316 5.315 5.318 5.269 5.284 -0.031 1,964 27,022 +486
May11 100316 5.315 5.315 5.260 5.279 -0.031 424 14,796 +84
Jun11 100316 5.355 5.355 5.300 5.322 -0.031 111 6,070 +48
Jul11 100316 5.415 5.415 5.385 5.387 -0.031 18 4,547 +6
Total Volume and Open Interest 136,635 870,773 +3,867
Brent Crude Oil(ICE)
Apr10 100316 77.60 79.86 77.25 79.02 +1.13 109,333 42,373 -5,146
May10 100316 78.55 81.00 78.13 80.53 +1.90 137,821 248,960 -2,954
Jun10 100316 78.84 81.33 78.55 80.87 +1.83 59,334 201,309 +11,027
Jul10 100316 79.29 81.65 79.03 81.22 +1.77 18,251 59,425 -1,589
Aug10 100316 79.85 81.97 79.41 81.54 +1.72 9,106 35,320 +1,427
Sep10 100316 79.98 82.21 79.72 81.81 +1.68 5,449 18,934 +585
Oct10 100316 80.25 82.46 80.09 82.05 +1.64 4,336 20,800 +242
Nov10 100316 80.48 82.62 80.28 82.25 +1.60 3,476 16,112 +462
Dec10 100316 80.72 82.83 80.52 82.44 +1.56 16,740 95,410 +4,859
Jan11 100316 82.50 82.62 82.50 82.62 +1.51 1,075 12,841 +102
Feb11 100316 82.80 82.80 82.80 82.80 +1.46 550 6,629 +22
Mar11 100316 83.00 83.00 83.00 83.00 +1.42 216 7,456 +27
Apr11 100316 83.20 83.20 83.20 83.20 +1.39 185 4,064 +30
May11 100316 83.37 83.37 83.37 83.37 +1.34 145 3,043 -29
Total Volume and Open Interest 369,624 881,104 +9,289
Gas Oil(ICE)
Apr10 100316 652.00 676.50 648.50 672.25 +23.00 86,867 124,423 -2,752
May10 100316 653.75 674.50 648.50 670.50 +21.00 66,622 105,122 +5,063
Jun10 100316 653.50 674.25 650.00 670.25 +19.75 35,660 69,581 -1,847
Jul10 100316 656.50 675.75 653.75 672.75 +18.75 11,361 31,571 +1,186
Aug10 100316 660.75 678.25 658.25 676.50 +18.25 3,864 24,464 -447
Sep10 100316 665.00 683.50 662.25 680.25 +17.50 4,846 27,913 +872
Oct10 100316 669.25 686.50 667.50 683.50 +16.50 2,001 18,425 -41
Nov10 100316 672.50 689.50 672.25 686.25 +15.75 758 15,308 +40
Dec10 100316 675.75 693.00 673.50 688.75 +15.00 10,362 77,013 +2,843
Jan11 100316 683.25 694.50 683.25 692.50 +14.00 870 19,509 +407
Total Volume and Open Interest 225,586 579,217 +5,694
Ethanol(CBOT)
Mar10 100303 1.661 1.661 1.661 1.661 -0.019 11 207 -40
Apr10 100316 1.530 1.550 1.530 1.544 +0.005 66 872 -15
May10 100316 1.560 1.566 1.548 1.561 +0.007 52 1,065 -11
Jun10 100316 1.580 1.588 1.575 1.586 +0.011 100 709 +16
Jul10 100316 1.590 1.610 1.590 1.610 +0.016 43 1,333 +19
Aug10 100316 1.625 1.626 1.607 1.607 +0.012 13 559 +8
Sep10 100316 1.607 1.612 1.607 1.611 +0.011 25 587 +25
Oct10 100316 1.631 1.631 1.631 1.631 +0.011 41 622 +33
Total Volume and Open Interest 512 8,122 +89
US Dollar Index(ICE)
Jun10 100316 80.415 80.535 79.850 79.995 -0.505 47,272 48,569 +9,304
Sep10 100316 80.305 80.305 80.305 80.305 -0.495 1 2,333 +0
Dec10 100316 80.305 80.305 80.305 80.305 -0.495 0 1 +0
Total Volume and Open Interest 75,853 66,598 +9,212
Australian Dollar(CME)
Mar10 100315 91.70 91.77 91.22 91.29 -0.29 64,061 41,842 -12,955
Jun10 100316 90.49 91.04 90.30 90.83 +0.40 81,189 125,751 +10,248
Sep10 100316 89.49 90.06 89.34 89.88 +0.43 0 79 +0
Total Volume and Open Interest 97,677 162,418 +4,982
British Pound(CME)
Mar10 100315 151.78 152.07 150.21 150.68 -1.04 83,265 60,971 -12,525
Jun10 100316 150.46 152.53 149.70 152.24 +1.88 110,945 115,919 +5,379
Sep10 100316 150.40 152.43 149.73 152.18 +1.88 1 105 +0
Total Volume and Open Interest 135,489 172,319 +678
Canadian Dollar(CME)
Mar10 100316 98.10 98.55 98.02 98.48 +0.46 18,892 47,225 -4,776
Jun10 100316 98.09 98.67 98.01 98.55 +0.53 92,025 129,617 +10,203
Sep10 100316 98.12 98.59 97.97 98.50 +0.53 81 1,134 -22
Dec10 100316 98.30 98.43 97.86 98.39 +0.53 10 855 -14
Total Volume and Open Interest 111,009 178,994 +5,390
Japanese Yen(CME)
Mar10 100315 110.37 110.47 110.14 110.26 -0.21 67,388 56,998 -15,568
Jun10 100316 110.56 111.21 110.27 110.85 +0.25 115,729 92,251 +1,621
Sep10 100316 110.75 111.29 110.41 110.94 +0.25 7 213 +6
Total Volume and Open Interest 136,846 142,500 -5,364
Swiss Franc(CME)
Mar10 100315 94.46 94.53 94.20 94.28 -0.12 20,629 21,525 -6,371
Jun10 100316 94.24 95.02 94.18 94.83 +0.61 57,401 30,388 +3,140
Sep10 100316 94.30 95.08 94.27 94.91 +0.61 3 10 +3
Total Volume and Open Interest 63,721 49,732 +947
EuroFX(CME)
Mar10 100315 137.64 137.76 136.93 136.98 -0.60 156,228 101,884 -31,590
Jun10 100316 136.78 137.85 136.58 137.57 +0.84 290,812 158,416 +14,394
Sep10 100316 136.53 137.80 136.53 137.55 +0.85 34 1,412 +9
Total Volume and Open Interest 350,092 248,161 +770
Mexican Peso(CME)
Mar10 100315 795.8 797.2 795.2 796.2 -1.0 15,384 59,758 -8,697
Apr10 100316 796.5 796.5 794.2 796.5 +2.2 0 8 +0
Total Volume and Open Interest 19,880 180,818 +614
30-Year T-Bonds(CBOT)
Mar10 100316 118~160 119~100 118~130 119~060 +0~220      
Jun10 100316 117~010 117~240 116~260 117~210 +0~240 328,951 625,521 +4,650
Sep10 100316 115~290 116~130 115~210 116~130 +0~240 5 90 +2
Total Volume and Open Interest 337,816 639,046 +1,319
10-Year T-Notes(CBOT)
Mar10 100316 118~120 118~265 118~055 118~245 +0~145 14,707 29,705 -8,163
Jun10 100316 116~295 117~145 116~240 117~115 +0~160 1,033,104 1,349,249 +31,778
Sep10 100316 115~300 115~300 115~125 115~285 +0~160 49 1,271 +46
Total Volume and Open Interest 1,047,860 1,380,226 +23,661
5-Year T-Notes(CBOT)
Mar10 100316 116~053 116~096 116~049 116~092 +0~033 10,763 26,057 +26,057
Jun10 100316 115~045 115~088 115~030 115~079 +0~037 585,668 897,422 -27,683
Sep10 100316 114~066 114~066 114~026 114~066 +0~040      
Total Volume and Open Interest 596,431 923,479 -31,808
2 Year T-Notes(CBOT)
Mar10 100316 109~005 109~010 108~125 109~010 +0~009 7,085 22,519 -6,155
Jun10 100316 108~062 108~077 108~057 108~074 +0~012 330,950 859,744 -3,284
Sep10 100316 108~002 108~010 107~114 108~002 +0~016 0 1 +0
Total Volume and Open Interest 338,035 882,264 -9,439
Eurodollars(CME)
Jun10 100316 99.615 99.645 99.605 99.635 +0.020 257,563 1,149,703 +11,873
Sep10 100316 99.440 99.490 99.420 99.480 +0.045 351,904 940,356 -16,281
Dec10 100316 99.140 99.220 99.125 99.210 +0.065 491,441 1,086,572 +20,160
Mar11 100316 98.790 98.875 98.770 98.865 +0.070 701,570 641,605 -93,333
Jun11 100316 98.425 98.505 98.395 98.490 +0.065 547,840 818,504 +52,452
Sep11 100316 98.060 98.140 98.035 98.120 +0.055 328,871 623,104 +4,022
Dec11 100316 97.715 97.795 97.690 97.770 +0.050 247,971 406,645 +226
Mar12 100316 97.420 97.495 97.395 97.470 +0.050 144,452 290,943 -48,559
Jun12 100316 97.140 97.205 97.110 97.185 +0.055 83,165 229,454 +8,283
Sep12 100316 96.875 96.945 96.850 96.925 +0.055 50,476 144,431 -584
Dec12 100316 96.625 96.685 96.595 96.670 +0.055 46,754 131,722 -3,488
Mar13 100316 96.415 96.480 96.390 96.465 +0.055 18,201 84,742 +2,873
Jun13 100316 96.220 96.280 96.195 96.265 +0.055 13,398 69,854 -422
Sep13 100316 96.035 96.100 96.010 96.085 +0.060 11,197 62,239 +659
Dec13 100316 95.835 95.910 95.830 95.900 +0.060 11,849 39,113 +892
Mar14 100316 95.700 95.765 95.680 95.755 +0.065 5,488 39,669 -371
Jun14 100316 95.550 95.615 95.530 95.605 +0.065 4,858 33,555 -337
Sep14 100316 95.405 95.485 95.400 95.475 +0.065 3,637 18,746 +530
Total Volume and Open Interest 3,514,106 8,025,473 -97,503
30 Day Federal Funds(CBOT)
Mar10 100316 99.830 99.830 99.823 99.827 unch 7,342 70,531 +1,737
Apr10 100316 99.810 99.810 99.795 99.810 unch 7,532 86,043 +61
May10 100316 99.795 99.800 99.780 99.795 +0.005 14,828 76,229 -2,188
Jun10 100316 99.780 99.790 99.765 99.780 unch 10,505 83,918 +1,651
Jul10 100316 99.760 99.765 99.745 99.760 +0.005 8,865 75,038 -1,316
Aug10 100316 99.720 99.735 99.710 99.730 +0.010 9,211 59,385 -1,620
Total Volume and Open Interest 86,429 647,847 +390
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)
Jun10 100316 99.620 99.620 99.620 99.620 unch 0 650 +0
Sep10 100316 99.635 99.635 99.635 99.635 +0.010 0 2,230 +0
Dec10 100316 99.640 99.640 99.640 99.640 unch 0 242 +0
Mar11 100316 99.630 99.630 99.630 99.630 +0.005 0 4 +0
Jun11 100316 99.600 99.600 99.600 99.600 unch      
Sep11 100316 99.600 99.600 99.600 99.600 unch      
Dec11 100316 99.530 99.530 99.530 99.530 unch      
Mar12 100316 99.495 99.495 99.495 99.495 unch      
Jun12 100316 99.545 99.545 99.545 99.545 -0.010      
Sep12 100316 99.605 99.605 99.605 99.605 -0.010      
Total Volume and Open Interest 0 5,754 +0
3-Mth Euro-Yen(SGX)
Jun10 100316 99.61 99.63 99.61 99.63 unch 1,329 3,496 +198
Sep10 100316 99.64 99.64 99.64 99.64 unch 4 4,008 +0
Dec10 100316 99.65 99.65 99.64 99.64 -0.01 0 1,380 +0
Mar11 100316 99.64 99.64 99.62 99.62 -0.01 0 1,201 +0
Jun11 100316 99.60 99.60 99.60 99.60 -0.01 0 56 +0
Sep11 100316 99.60 99.60 99.60 99.60 -0.01 0 51 +0
Dec11 100316 99.53 99.53 99.53 99.53 -0.01 0 102 +0
Mar12 100316 99.50 99.50 99.50 99.50 -0.01 0 305 +0
Total Volume and Open Interest 1,767 11,665 -5,499
Japanese Gov't Bonds(SGX)
Jun10 100316 138.97 138.99 138.85 138.91 -0.02 3,728 19,304 -80
Sep10 100316 138.91 138.91 138.91 138.91 -0.02      
Dec10 100316 136.82 136.82 136.82 136.82 -0.02      
Total Volume and Open Interest 3,728 18,783 -521
Euro-Bund(EUREX)
Jun10 100316 122.71 123.24 122.45 122.86 +0.15 824,603 941,427 -1,374
Sep10 100316 122.00 122.40 121.95 122.12 +0.05 172 20 +1
Dec10 100316 121.86 121.86 121.86 121.86 +0.15      
Total Volume and Open Interest 824,775 941,447 -1,373
Euro-Bobl(EUREX)
Jun10 100316 116.62 117.03 116.48 116.94 +0.30 543,998 820,246 +64,991
Sep10 100316 116.22 116.42 116.16 116.35 +0.16 7 9 -1
Dec10 100316 116.12 116.12 116.12 116.12 +0.09      
Total Volume and Open Interest 544,005 820,255 -22,988
3-Mth Euribor(EUREX)
Mar10 100315 99.355 99.355 99.350 99.355 +0.005 10 8,671 +0
Jun10 100316 99.255 99.260 99.250 99.260 +0.015 170 7,006 -543
Sep10 100316 99.035 99.040 99.035 99.040 +0.015 0 2,357 +0
Total Volume and Open Interest 673 21,837 -807
Long Gilt(LIFFE)
Mar10 100226 115~25 115~30 115~13 115~28 +0~04 109,949 61,332 -15,593
Jun10 100316 114~08 114~23 113~31 114~19 +0~10 77,551 261,048 -8,883
Total Volume and Open Interest 78,010 274,146 -9,021
3-Mth Short Sterling(LIFFE)
Mar10 100316 99.36 99.36 99.35 99.35 unch 14,843 314,791 -5,276
Jun10 100316 99.29 99.30 99.27 99.28 unch 66,074 381,789 -4,419
Sep10 100316 99.12 99.12 99.09 99.10 -0.01 71,319 379,281 +14,672
Dec10 100316 98.83 98.84 98.80 98.82 -0.01 68,234 418,709 +7,515
Mar11 100316 98.49 98.51 98.46 98.49 unch 61,459 317,702 -2,347
Jun11 100316 98.13 98.14 98.09 98.12 unch 77,047 234,154 +4,570
Total Volume and Open Interest 496,373 2,534,772 +41,167
3-Mth Euribor(LIFFE)
Jun10 100316 99.250 99.265 99.245 99.260 +0.015 180,577 764,676 +7,716
Sep10 100316 99.025 99.070 99.025 99.040 +0.015 173,871 773,887 -18,520
Dec10 100316 98.810 98.860 98.795 98.815 +0.015 203,078 409,046 -43,713
Total Volume and Open Interest 1,264,414 4,086,780 -23,050
3-Mth Aus T-Bills(SFE)
Mar10 100311 95.66 95.68 95.62 95.67 unch 25,180 72,614 -8,970
Jun10 100316 95.31 95.37 95.30 95.36 +0.05 21,707 286,214 +2,606
Sep10 100316 94.91 94.98 94.91 94.97 +0.05 19,301 160,231 +4,018
Dec10 100316 94.62 94.71 94.62 94.69 +0.04 11,694 103,714 +2,129
Mar11 100316 94.46 94.52 94.45 94.51 +0.04 2,878 41,998 +192
Jun11 100316 94.34 94.39 94.33 94.39 +0.05 1,602 41,337 -546
Sep11 100316 94.23 94.31 94.23 94.31 +0.05 745 19,645 +78
Dec11 100316 94.17 94.25 94.17 94.25 +0.05 1,701 11,882 -89
Mar12 100316 94.18 94.22 94.17 94.22 +0.05 1,450 7,178 +1,290
Jun12 100316 94.19 94.19 94.19 94.19 +0.06 100 1,709 +0
Total Volume and Open Interest 61,378 675,960 +9,870
10-Year Aus T-Bonds(SFE)
Jun10 100316 94.30 94.35 94.29 94.34 +0.04 78,106 302,374 +31,249
Sep10 100316 94.34 94.34 94.34 94.34        
3-Year Aus T-Bonds(SFE)
Jun10 100316 94.70 94.74 94.67 94.73 +0.03 113,130 366,328 +51,776
Sep10 100316 94.74 94.74 94.74 94.74        
Gold(CMX)
Apr10 100316 1108.3 1129.3 1108.1 1122.5 +17.1 159,858 247,827 +7,929
Jun10 100316 1111.1 1130.5 1109.5 1123.6 +17.0 6,395 101,348 +2,496
Aug10 100316 1111.7 1131.0 1111.5 1124.8 +17.0 1,545 27,833 +610
Oct10 100316 1113.1 1129.3 1113.1 1126.0 +17.1 1,300 19,423 +740
Dec10 100316 1113.9 1133.7 1113.9 1127.2 +17.1 481 37,474 +247
Feb11 100316 1128.8 1128.8 1128.8 1128.8 +17.2 834 14,605 -175
Apr11 100316 1132.3 1132.3 1130.8 1130.8 +17.2 1,851 8,194 +1,552
Jun11 100316 478.6 478.6 477.9 477.9 +17.1 474 6,227 -55
Aug11 100316 1136.3 1136.3 1136.3 1136.3 +17.1 1,006 4,177 -480
Oct11 100316 1142.5 1142.5 1139.7 1139.7 +17.1 0 3,234 +0
Dec11 100316 1138.0 1147.1 1138.0 1143.4 +17.0 1,456 12,810 -394
Total Volume and Open Interest 177,575 507,046 +13,001
Silver(CMX)
Mar10 100316 1712.5 1745.0 1712.5 1733.3 +25.0 351 645 +122
May10 100316 1713.0 1749.5 1713.0 1735.4 +24.6 27,985 65,123 +765
Jul10 100316 1717.5 1750.0 1717.5 1737.9 +24.6 1,029 14,882 -172
Sep10 100316 1722.0 1751.5 1722.0 1740.0 +24.6 196 3,505 -4
Dec10 100316 1727.5 1754.5 1727.5 1742.9 +24.5 541 13,160 +76
Mar11 100316 1746.0 1746.0 1746.0 1746.0 +24.5 57 2,666 +3
May11 100316 1747.5 1748.0 1747.5 1748.0 +24.5 583 2,278 +548
Total Volume and Open Interest 32,300 112,813 +1,205
Platinum(NYMEX)
Apr10 100316 1623.3 1636.0 1618.5 1630.7 +14.9 4,820 29,384 -686
Jul10 100316 1628.2 1640.4 1625.5 1636.5 +15.1 612 6,601 +412
Oct10 100316 1637.0 1637.0 1637.0 1637.0 +15.1 3 225 +1
Jan11 100316 1627.0 1632.5 1627.0 1632.5 +15.1 2 206 +0
Total Volume and Open Interest 5,437 36,417 -275
Palladium(NYMEX)
Mar10 100316 471.40 471.40 471.40 471.40 +11.75 2 68 -14
Jun10 100316 463.10 477.00 462.10 472.40 +11.75 1,516 22,374 -534
Sep10 100316 464.30 473.00 464.30 473.00 +11.85 18 553 +11
Total Volume and Open Interest 1,542 23,045 -531
Copper(CMX)
Mar10 100316 330.90 337.10 330.90 335.70 +5.00 584 2,447 -127
May10 100316 332.20 338.40 331.00 336.50 +5.00 23,204 88,617 +806
Jul10 100316 333.30 339.55 332.95 338.05 +5.05 778 18,832 +108
Sep10 100316 336.20 340.20 335.55 339.15 +5.05 200 8,934 +161
Dec10 100316 337.50 341.25 337.50 339.80 +4.95 12 5,648 +2
Total Volume and Open Interest 24,942 130,100 +984
DJIA Index(CBOT)
Mar10 100316 10631 10686 10628 10686 +48 955 13,737 +117
Jun10 100316 10574 10630 10561 10624 +48 654 944 +539
Sep10 100316 10566 10566 10518 10566 +48 0 1 +0
Dec10 100316 10504 10504 10456 10504 +48      
Total Volume and Open Interest 1,609 14,682 +656
S & P 500(CME)
Mar10 100316 1153.50 1160.20 1150.50 1159.50 +9.20 39,887 271,080 -22,518
Jun10 100316 1145.80 1155.70 1144.80 1154.80 +9.10 42,652 178,488 +20,312
Sep10 100316 1150.00 1150.00 1149.90 1149.90 +9.20 0 2,177 -3
Dec10 100316 1141.80 1145.30 1140.10 1145.30 +9.20 0 3,004 +0
Total Volume and Open Interest 82,539 454,770 -2,209
S & P 500 E-Mini(Globex)
Mar10 100316 1150.25 1160.50 1149.00 1159.50 +9.25 826,747 1,840,018 -331,794
Jun10 100316 1145.75 1155.75 1144.50 1154.75 +9.00 1,866,265 1,481,062 +371,717
Total Volume and Open Interest 2,693,339 3,323,884 +40,210
NASDAQ 100(CME)
Mar10 100316 1924.50 1935.00 1919.00 1931.00 +11.50 1,562 20,505 -843
Jun10 100316 1917.50 1933.00 1916.50 1928.50 +11.50 1,475 2,279 +604
Sep10 100316 1927.50 1927.50 1927.00 1927.50 +11.50      
Total Volume and Open Interest 3,037 22,784 -239
NASDAQ 100 E-Mini(Globex)
Mar10 100316 1921.30 1934.50 1919.00 1931.00 +11.50 75,098 261,045 -20,888
Jun10 100316 1917.00 1932.30 1916.50 1928.50 +11.50 213,915 134,028 +22,432
Total Volume and Open Interest 289,015 395,085 +1,545
S & P Midcap 400(CME)
Mar10 100316 785.00 790.30 785.00 790.30 +9.00 293 2,148 -189
Jun10 100316 783.00 788.50 779.50 787.90 +9.00 269 495 +34
Sep10 100316 785.90 785.90 785.40 785.90 +9.00      
Total Volume and Open Interest 562 2,643 -155
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Jun10 100316 10785 10790 10785 10785 +60      
Sep10 100316 10825 10825 10765 10825 +60      
Total Volume and Open Interest 12,642 41,705 +3,625
Nikkei 225(SGX)
Jun10 100316 10685 10720 10615 10675 unch 79,967 139,335 +5,008
Sep10 100316 10680 10680 10680 10680 unch 0 55 +0
Dec10 100316 10640 10640 10640 10640 unch 0 747 +0
Total Volume and Open Interest 79,978 149,552 -140,586
CAC 40(EURONEXT)
Mar10 100316 3918.0 3952.5 3909.0 3940.5 +51.5 116,115 401,669 +8,295
Apr10 100316 3925.0 3952.5 3910.5 3941.5 +51.5 3,854 19,763 +3,663
May10 100316 3845.0 3868.5 3845.0 3868.5 +52.0 0 6 +0
Total Volume and Open Interest 131,088 443,071 +22,312
Hang Seng Index(HKFE)
Mar10 100316 21121 21240 20951 21017 -175 70,237 69,381 -2,765
Apr10 100316 21088 21193 20920 21005 -148 866 2,726 +321
Total Volume and Open Interest 71,456 75,240 -2,404
DAX(EUREX)
Mar10 100316 5948.5 5992.0 5929.0 5972.0 +62.5 135,214 145,589 -3,848
Jun10 100316 5962.5 5999.5 5936.0 5979.5 +62.5 11,639 40,329 +7,329
Sep10 100316 5963.0 6006.0 5943.5 5986.0 +62.5 1,053 2,311 +117
Total Volume and Open Interest 147,906 188,229 +3,598
FT-SE 100(EURONEXT)
Mar10 100316 5618.00 5633.50 5592.50 5625.00 +39.00 168,403 576,299 -62,948
Jun10 100316 5572.00 5585.00 5545.00 5577.00 +38.50 88,682 182,333 +54,120
Sep10 100316 5530.00 5542.00 5515.00 5536.50 +39.50 28 370 -2
Total Volume and Open Interest 257,203 760,776 -8,752
SPI 200(SFE)
Mar10 100316 4787.0 4809.0 4759.0 4805.0 +14.0 76,859 205,123 +918
Jun10 100316 4810.0 4835.0 4785.0 4831.0 +16.0 48,913 57,284 +44,223
Sep10 100316 4780.0 4817.0 4780.0 4816.0 +16.0 0 1,972 +0
Total Volume and Open Interest 125,772 266,131 +45,141
GSCI(CME)
Apr10 100316 521.00 527.25 520.00 526.75 +10.75 1,487 18,341 +998
May10 100316 523.50 529.25 523.50 529.25 +10.25 2 5 +0
Jun10 100316 530.50 530.50 524.50 530.50 +9.50      
Total Volume and Open Interest 2,382 19,861  
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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