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MRCI's End of Day Prices
Daily Futures Price Listing Thu March 25, 2010
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
May10 100325 958.00 966.50 942.00 942.50 -17.50 62,583 180,842 -2,518
Jul10 100325 965.50 973.25 950.00 950.50 -17.00 34,566 104,058 +2,455
Aug10 100325 963.00 966.25 945.00 945.00 -16.50 1,796 6,718 +132
Sep10 100325 941.00 945.00 925.50 925.50 -16.25 1,051 5,596 +189
Nov10 100325 925.50 930.25 913.00 913.00 -14.25 21,782 115,462 -758
Jan11 100325 934.00 937.75 921.25 921.25 -14.25 708 6,865 +255
Mar11 100325 943.50 944.00 928.75 928.75 -13.75 365 3,371 +75
Total Volume and Open Interest 124,030 432,402 +199
Soybean Meal(CBOT)
May10 100325 270.90 274.00 265.50 265.90 -5.00 25,763 86,215 -2,072
Jul10 100325 268.00 270.80 263.20 263.60 -4.70 12,813 41,734 +479
Aug10 100325 265.30 267.00 260.70 260.80 -4.50 1,319 13,383 -305
Sep10 100325 261.00 263.20 256.80 257.00 -4.60 2,392 9,489 +79
Oct10 100325 254.50 256.80 249.50 249.70 -4.30 2,210 8,257 -105
Dec10 100325 251.70 253.80 247.60 248.20 -4.20 7,688 30,708 +860
Jan11 100325 253.10 253.30 249.20 249.20 -4.10 336 3,077 +179
Mar11 100325 256.50 256.50 251.80 251.90 -4.20 165 2,328 +13
Total Volume and Open Interest 53,002 198,307 -813
Soybean Oil(CBOT)
May10 100325 39.10 39.48 38.68 38.70 -0.38 24,184 127,735 -713
Jul10 100325 39.51 39.88 39.13 39.13 -0.37 10,334 83,067 +869
Aug10 100325 39.85 39.85 39.30 39.30 -0.38 305 11,438 -14
Sep10 100325 40.01 40.14 39.43 39.43 -0.38 559 7,639 +1
Oct10 100325 40.14 40.14 39.55 39.55 -0.37 709 6,344 +130
Dec10 100325 40.27 40.57 39.88 39.88 -0.37 3,759 42,607 +527
Jan11 100325 40.70 40.70 40.11 40.11 -0.37 0 1,714 +0
Mar11 100325 40.46 40.46 40.28 40.28 -0.35 28 981 +18
Total Volume and Open Interest 39,893 283,198 +819
Canola(WCE)
May10 100325 381.5 382.2 379.4 379.7 -0.6 5,825 81,735 -66
Jul10 100325 387.5 387.6 385.2 385.7 -0.4 2,530 22,430 -29
Nov10 100325 388.8 389.9 386.1 386.4 -2.3 1,902 17,845 +109
Jan11 100325 392.5 393.3 390.0 390.0 -2.6 32 829 +24
Mar11 100325 394.6 394.6 391.8 391.8 -3.0 10 289 +5
Total Volume and Open Interest 10,299 123,282 +43
Corn(CBOT)
May10 100325 364.50 366.50 354.00 355.00 -10.00 104,624 433,088 +1,928
Jul10 100325 376.00 377.50 365.00 366.25 -9.75 23,534 266,063 +1,329
Sep10 100325 384.75 385.25 373.75 375.00 -10.00 6,207 72,944 -394
Dec10 100325 393.75 395.25 382.75 384.75 -9.25 22,658 277,453 +1,786
Mar11 100325 404.25 405.00 393.75 396.00 -9.00 1,784 32,470 +221
May11 100325 411.00 411.00 401.50 403.25 -8.75 119 4,598 +22
Total Volume and Open Interest 162,188 1,136,023 +6,186
Wheat(CBOT)
May10 100325 475.50 478.25 464.50 466.50 -9.50 31,447 166,055 +3,364
Jul10 100325 488.50 490.50 477.25 479.50 -9.25 10,847 135,138 +557
Sep10 100325 505.50 505.50 493.25 495.50 -8.75 3,582 36,390 -330
Dec10 100325 531.50 533.50 520.75 523.25 -8.00 11,803 66,702 -1,129
Mar11 100325 556.25 557.25 547.00 549.50 -7.75 1,401 10,731 +407
Total Volume and Open Interest 59,720 431,145 +3,030
Wheat(KCBT)
May10 100325 484.50 486.00 475.50 476.75 -8.50 6,075 45,147 +469
Jul10 100325 496.00 496.25 486.50 487.75 -8.50 1,454 40,691 +424
Sep10 100325 506.00 506.00 499.00 499.25 -8.50 343 7,130 +53
Dec10 100325 525.75 525.75 516.00 517.00 -8.25 1,115 40,495 +292
Mar11 100325 540.75 540.75 533.75 533.75 -8.25 439 5,006 +410
Total Volume and Open Interest 9,547 141,654 +1,752
Wheat(MGE)
May10 100325 503.00 505.00 497.50 497.75 -5.50 2,064 14,426 +35
Jul10 100325 514.00 514.75 508.50 509.50 -5.00 1,035 11,752 +328
Sep10 100325 526.00 527.25 520.00 520.50 -5.75 200 5,790 +131
Dec10 100325 543.00 545.00 536.75 537.50 -5.50 267 5,972 +46
Mar11 100325 556.75 559.00 553.00 553.50 -4.50 10 876 -2
Total Volume and Open Interest 3,588 39,527 +535
Oats(CBOT)
May10 100325 214.50 216.00 205.75 206.75 -8.25 434 10,051 +140
Jul10 100325 222.00 224.00 214.50 216.00 -7.50 48 3,618 +15
Sep10 100325 231.00 231.00 223.50 223.50 -7.00 2 867 +1
Dec10 100325 243.25 243.50 234.75 235.25 -7.75 9 1,728 +7
Total Volume and Open Interest 493 16,265 +163
Rough Rice(CBOT)
May10 100325 12.67 12.73 12.42 12.45 -0.23 416 10,128 +38
Jul10 100325 12.99 12.99 12.72 12.76 -0.22 205 1,897 +102
Sep10 100325 12.65 12.69 12.58 12.59 -0.10 17 1,808 +2
Nov10 100325 12.83 12.86 12.76 12.77 -0.10 4 1,135 +1
Total Volume and Open Interest 642 15,381 +143
Live Cattle(CME)
Apr10 100325 95.750 95.750 94.680 94.750 -0.980 18,589 59,127 -5,314
Jun10 100325 92.900 93.135 91.980 92.135 -0.750 28,119 163,091 -334
Aug10 100325 90.600 90.785 89.980 90.080 -0.470 7,147 70,626 +172
Oct10 100325 92.750 93.150 92.550 92.680 -0.170 4,690 33,644 +266
Dec10 100325 95.250 95.250 94.535 94.785 -0.195 3,109 18,627 +1,087
Feb11 100325 95.885 96.100 95.400 95.400 -0.450 1,342 9,505 +470
Total Volume and Open Interest 63,158 358,017 -3,602
Feeder Cattle(CME)
Mar10 100325 106.050 106.180 106.000 106.100 unch 1,230 2,258 -501
Apr10 100325 108.480 108.480 107.230 107.480 -0.555 1,473 8,191 -146
May10 100325 109.850 109.900 108.650 108.885 -0.650 2,421 17,223 +334
Aug10 100325 110.450 110.550 109.800 110.200 -0.250 891 11,237 +342
Sep10 100325 109.750 109.950 109.285 109.800 -0.280 425 1,620 +77
Oct10 100325 108.885 109.100 108.450 109.080 -0.170 45 875 +16
Nov10 100325 109.000 109.500 108.750 109.250 +0.450 21 261 +14
Total Volume and Open Interest 6,516 41,713 +143
Lean Hogs(CME)
Apr10 100325 71.150 71.430 69.975 70.135 -1.000 8,554 29,312 -1,664
May10 100325 78.300 78.500 76.750 77.200 -1.200 169 6,169 +53
Jun10 100325 80.975 81.400 79.475 79.635 -1.090 7,194 79,091 +746
Jul10 100325 81.500 81.635 79.885 79.975 -1.325 1,870 28,175 +457
Aug10 100325 80.600 80.700 78.850 79.150 -1.400 1,584 30,138 +200
Oct10 100325 70.725 70.930 69.285 69.700 -1.085 404 18,976 +109
Dec10 100325 68.035 68.225 66.725 67.225 -0.775 140 8,145 -12
Feb11 100325 69.500 69.850 68.550 69.200 -1.000 19 2,365 +13
Total Volume and Open Interest 19,942 202,959 -90
Pork Bellies(CME)
Mar10 100325 96.500 96.500 95.000 95.000 -1.450 6 12 +1
May10 100325 96.050 96.600 94.800 94.950 -1.750 44 200 +16
Jul10 100325 95.035 97.000 94.750 97.000 -0.450 5 68 +3
Aug10 100325 94.000 94.000 90.500 90.500 -0.500 0 22 +0
Feb11 100325 92.000 92.000 92.000 92.000 unch 0 1 +0
Total Volume and Open Interest 55 304 +20
Class III Milk(CME)
Mar10 100325 12.80 12.82 12.80 12.81 +0.01 5 4,056 -4
Apr10 100325 12.58 12.62 12.46 12.54 -0.03 193 4,759 -21
May10 100325 13.10 13.25 12.96 13.08 +0.01 184 4,459 +19
Jun10 100325 13.79 13.89 13.64 13.80 +0.07 428 3,796 +110
Jul10 100325 14.05 14.12 13.92 14.05 +0.05 172 2,732 +59
Total Volume and Open Interest 1,436 31,651 +403
Cocoa(ICE)
May10 100325 2833 2854 2782 2820 -13 6,513 52,301 -626
Jul10 100325 2875 2880 2810 2848 -13 2,517 34,017 +607
Sep10 100325 2876 2885 2840 2868 -17 1,075 14,109 +128
Dec10 100325 2874 2910 2859 2896 -15 642 9,367 +35
Mar11 100325 2889 2915 2889 2915 -12 288 12,423 +262
May11 100325 2919 2919 2919 2919 -14 35 5,227 +7
Jul11 100325 2910 2931 2910 2931 -16 51 2,670 +0
Total Volume and Open Interest 11,235 131,697 +423
Coffee "C"(ICE)
May10 100325 134.30 137.45 134.15 137.00 +2.70 10,534 71,576 -603
Jul10 100325 135.85 139.00 135.75 138.60 +2.65 3,676 23,284 -205
Sep10 100325 137.30 140.20 137.30 140.00 +2.60 1,771 14,216 +514
Dec10 100325 139.20 141.90 139.20 141.70 +2.45 585 9,104 -63
Mar11 100325 140.75 143.50 140.75 143.30 +2.45 50 5,459 +6
May11 100325 142.85 144.50 142.80 144.50 +2.40 3 774 +0
Total Volume and Open Interest 16,621 125,387 -351
Orange Juice(ICE)
May10 100325 142.10 142.65 140.70 141.15 -0.95 1,197 25,673 -132
Jul10 100325 144.00 145.00 143.15 143.50 -1.05 363 7,364 +18
Sep10 100325 144.60 144.60 143.95 144.30 -1.15 70 1,926 +51
Nov10 100325 145.40 145.40 144.95 144.95 -1.25 18 789 +6
Jan11 100325 146.25 146.25 146.25 146.25 -1.50 7 672 +1
Mar11 100325 147.75 148.00 147.60 147.60 -2.85 1 87 +1
Total Volume and Open Interest 1,656 36,722 -55
Sugar #11(ICE)
May10 100325 17.80 17.91 17.01 17.05 -0.62 82,248 265,903 -2,528
Jul10 100325 17.62 17.80 16.94 16.97 -0.52 47,356 192,990 +1,201
Oct10 100325 17.35 17.43 16.80 16.90 -0.45 16,308 131,705 -262
Mar11 100325 17.50 17.55 16.94 17.20 -0.34 6,212 58,006 -341
May11 100325 17.05 17.06 16.58 16.90 -0.15 2,131 18,493 -61
Total Volume and Open Interest 159,431 735,218 -2,253
London Cocoa(LCE)
May10 100316 2189 2209 2130 2187 -14 9,620 50,872 +2,466
Jul10 100325 2212 2226 2183 2218 +6 4,593 34,959 -1,825
Sep10 100325 2172 2185 2145 2185 +13 658 21,713 +70
Dec10 100325 2145 2156 2121 2153 +8 991 15,815 -16
Mar11 100325 2101 2121 2096 2121 +8 613 15,600 +326
Jul11 100325 2115 2115 2115 2115 +8 0 654 +0
Total Volume and Open Interest 13,682 155,795 +3,509
London Sugar(LCE)
May10 100325 487.00 493.70 479.10 482.60 -2.20 6,195 25,544 -488
Aug10 100325 470.10 474.90 463.10 464.50 -3.60 5,333 24,105 -226
Oct10 100325 467.30 467.40 458.70 460.90 -2.00 1,057 8,620 -246
Dec10 100325 469.60 469.60 459.90 462.50 -3.90 98 2,477 +27
Mar11 100325 474.10 474.10 463.00 468.00 -7.10 87 1,338 +67
Total Volume and Open Interest      
Cotton(ICE)
May10 100325 81.30 81.94 80.11 80.18 -1.23 4,168 100,940 +119
Jul10 100325 82.20 82.80 81.17 81.27 -0.99 2,261 46,899 +379
Oct10 100325 76.19 76.19 76.07 76.07 +0.21 6 183 +5
Dec10 100325 74.74 75.00 74.40 74.98 +0.41 1,262 35,282 +507
Mar11 100325 75.52 76.02 75.52 76.02 +0.41 52 3,617 +42
May11 100325 76.52 76.52 76.52 76.52 +0.51 0 91 +0
Total Volume and Open Interest 7,807 189,777 +1,093
Lumber(CME)
May10 100325 284.0 291.5 284.0 291.3 +9.8 310 5,957 -53
Jul10 100325 294.5 301.9 294.5 300.5 +6.2 113 2,636 -34
Sep10 100325 291.8 297.1 291.0 296.0 +6.3 27 745 -7
Nov10 100325 273.0 274.1 270.6 274.0 +3.0 3 201 +1
Total Volume and Open Interest 453 9,540 -93
Crude Oil(NYM)
May10 100325 80.25 81.48 80.20 80.53 -0.08 261,873 337,421 +1,262
Jun10 100325 80.70 81.92 80.58 80.99 -0.02 65,774 164,044 -924
Jul10 100325 81.13 82.36 81.13 81.46 +0.02 24,302 91,450 -616
Aug10 100325 81.44 82.70 81.44 81.83 +0.02 11,220 34,110 -617
Sep10 100325 81.73 82.98 81.67 82.11 +0.01 7,220 42,376 +1,173
Oct10 100325 81.94 83.13 81.91 82.34 +0.01 2,562 22,446 -7
Nov10 100325 82.35 83.34 82.35 82.53 unch 3,002 24,675 -599
Dec10 100325 82.42 83.54 82.39 82.75 unch 25,071 206,717 -511
Jan11 100325 83.45 83.45 82.88 82.88 unch 838 30,079 +43
Feb11 100325 83.17 83.17 83.03 83.03 +0.01 1,308 17,324 -378
Mar11 100325 82.88 83.17 82.88 83.17 +0.01 790 14,954 -65
Apr11 100325 83.31 83.31 83.31 83.31 +0.01 550 13,903 +203
May11 100325 83.44 83.44 83.44 83.44 +0.01 237 4,653 +67
Jun11 100325 83.99 83.99 83.48 83.56 +0.02 933 30,057 -44
Jul11 100325 83.66 83.66 83.66 83.66 +0.03 207 4,256 +8
Aug11 100325 83.76 83.76 83.76 83.76 +0.04 110 3,323 -65
Total Volume and Open Interest 418,168 1,297,997 +796
e-miNY Crude Oil(NYM)
Mar10 100219 78.325 79.925 77.775 79.800 +0.750 9,128 2,521 -652
Apr10 100319 82.200 82.200 79.850 80.675 -1.525 8,280 3,452 -420
May10 100319 82.400 82.450 80.125 80.975 -1.575 2,012 2,834 +220
Jun10 100325 80.825 81.900 80.625 81.000 unch 301 669 -4
Jul10 100325 81.450 82.200 81.450 81.450 unch 52 124 -10
Aug10 100325 82.150 82.650 81.825 81.825 +0.025 6 7 +0
Sep10 100325 82.100 82.100 82.100 82.100 unch 2 8 +0
Oct10 100325 82.350 82.350 82.350 82.350 +0.025 0 11 +0
Nov10 100325 82.525 82.525 82.525 82.525 unch 2 5 +2
Dec10 100325 82.750 82.750 82.750 82.750 unch 0 55 +0
Total Volume and Open Interest 8,308 6,013 +321
Heating Oil(NYM)
Apr10 100325 206.34 208.75 206.00 206.93 -0.14 19,711 38,619 -3,431
May10 100325 207.58 210.10 207.28 208.24 -0.11 34,493 87,254 +3,707
Jun10 100325 208.98 211.50 208.41 209.70 -0.04 15,132 52,371 +1,267
Jul10 100325 210.38 213.22 210.00 211.46 +0.04 4,031 24,598 +545
Aug10 100325 212.46 214.83 212.46 213.23 +0.09 1,983 14,029 +522
Sep10 100325 216.15 216.36 214.79 215.09 +0.19 3,956 15,207 +563
Oct10 100325 217.89 218.10 217.07 217.15 +0.18 3,689 11,561 +258
Nov10 100325 220.34 220.41 219.30 219.38 +0.16 335 10,139 -15
Dec10 100325 220.62 223.28 220.62 221.65 +0.13 5,033 31,646 +700
Jan11 100325 224.06 224.75 223.80 223.80 +0.13 332 13,073 -36
Feb11 100325 225.98 225.98 224.92 224.92 +0.13 44 4,381 +1
Mar11 100325 225.05 225.05 225.05 225.05 +0.13 151 6,306 +46
Total Volume and Open Interest 90,534 326,194 +4,131
Gasoline(NYMEX)
Apr10 100325 221.45 223.60 220.76 221.77 -0.35 20,059 37,341 -5,526
May10 100325 221.84 223.71 221.03 221.99 -0.26 38,120 116,685 +6,183
Jun10 100325 221.30 223.15 220.74 221.57 -0.06 16,306 55,333 +1,189
Jul10 100325 221.69 222.33 220.14 220.83 +0.03 6,427 31,335 +405
Aug10 100325 220.78 221.40 219.31 219.93 +0.06 3,617 14,443 +290
Sep10 100325 219.27 220.26 218.33 218.77 -0.04 2,462 20,940 +651
Oct10 100325 208.93 208.95 207.40 208.06 unch 553 10,150 -4
Nov10 100325 206.62 206.62 206.62 206.62 +0.07 656 12,886 +302
Dec10 100325 205.80 207.77 205.80 206.49 +0.17 1,087 12,219 +76
Jan11 100325 208.05 208.05 208.05 208.05 +0.22 0 4,072 +0
Total Volume and Open Interest 89,363 324,322 +3,612
e-miNY RBOB Gasoline(NYM)
Apr10 100325 221.80 221.80 221.77 221.80 -0.30 0 13 +0
May10 100325 222.00 222.00 221.99 222.00 -0.30 0 9 +0
Jun10 100325 221.60 221.60 221.57 221.60 unch      
Jul10 100325 220.80 220.83 220.80 220.80 unch      
Total Volume and Open Interest 0 25 +0
Natural Gas(NYM)
Apr10 100325 4.092 4.112 3.940 3.981 -0.124 76,253 48,571 -9,135
May10 100325 4.140 4.160 3.989 4.029 -0.125 46,531 225,608 -2,347
Jun10 100325 4.208 4.225 4.060 4.102 -0.120 12,034 56,375 +606
Jul10 100325 4.310 4.313 4.155 4.196 -0.117 11,678 70,831 +1,689
Aug10 100325 4.380 4.380 4.217 4.261 -0.118 3,908 31,700 +111
Sep10 100325 4.384 4.392 4.254 4.297 -0.117 3,531 36,645 +418
Oct10 100325 4.519 4.519 4.363 4.406 -0.113 11,393 58,769 -24
Nov10 100325 4.844 4.851 4.735 4.774 -0.097 2,478 15,744 -241
Dec10 100325 5.276 5.276 5.161 5.199 -0.077 3,181 25,879 -128
Jan11 100325 5.494 5.494 5.383 5.419 -0.075 9,762 40,173 -469
Feb11 100325 5.442 5.442 5.355 5.386 -0.071 906 16,288 +109
Mar11 100325 5.330 5.330 5.250 5.275 -0.071 4,374 35,659 +404
Apr11 100325 5.075 5.075 5.022 5.040 -0.051 3,275 31,249 +980
May11 100325 5.036 5.045 5.029 5.039 -0.050 757 14,693 -21
Jun11 100325 5.100 5.100 5.064 5.082 -0.050 336 6,222 +38
Jul11 100325 5.125 5.150 5.119 5.147 -0.050 224 4,517 -45
Total Volume and Open Interest 193,722 831,206 -7,573
Brent Crude Oil(ICE)
May10 100325 79.43 80.46 79.20 79.61 -0.01 142,260 248,479 -4,690
Jun10 100325 79.81 80.94 79.71 80.10 +0.03 78,755 218,219 +2,428
Jul10 100325 80.22 81.40 80.20 80.57 +0.04 31,015 79,728 +991
Aug10 100325 80.93 81.78 80.80 80.97 +0.04 12,621 43,655 -65
Sep10 100325 81.24 82.04 81.23 81.29 +0.03 6,072 24,635 -582
Oct10 100325 81.51 82.30 81.51 81.56 +0.03 3,782 21,307 -208
Nov10 100325 82.13 82.55 81.79 81.79 +0.04 2,555 15,144 +462
Dec10 100325 81.66 82.74 81.62 82.01 +0.05 10,170 94,401 +420
Jan11 100325 82.21 82.21 82.21 82.21 +0.05 691 12,801 +180
Feb11 100325 82.42 82.42 82.42 82.42 +0.05 374 6,438 -16
Mar11 100325 82.64 82.64 82.64 82.64 +0.06 330 8,148 +55
Apr11 100325 82.85 82.85 82.85 82.85 +0.05 218 4,256 -90
May11 100325 83.04 83.04 83.04 83.04 +0.05 69 3,134 +25
Jun11 100325 83.21 83.21 83.21 83.21 +0.04 390 18,634 +133
Total Volume and Open Interest 292,067 896,819 -749
Gas Oil(ICE)
Apr10 100325 657.00 667.00 657.00 664.25 +3.50 33,279 98,220 -1,545
May10 100325 658.50 664.50 655.75 662.00 +2.50 40,455 109,034 +2,709
Jun10 100325 659.50 666.50 659.00 664.25 +2.25 23,303 71,130 -6
Jul10 100325 668.75 670.50 664.25 669.00 +2.50 7,436 34,037 +536
Aug10 100325 669.25 676.00 669.25 674.00 +2.75 5,523 27,044 -250
Sep10 100325 677.25 679.75 676.50 678.75 +2.75 5,950 31,571 +923
Oct10 100325 680.75 683.75 680.75 683.00 +2.75 1,877 18,559 +231
Nov10 100325 687.75 687.75 684.25 686.75 +3.00 824 15,259 +88
Dec10 100325 683.75 692.25 683.75 690.25 +3.00 8,284 78,588 +1,450
Jan11 100325 691.75 697.00 691.75 694.75 +3.00 1,296 21,815 +34
Total Volume and Open Interest 131,817 575,190 +5,046
Ethanol(CBOT)
Mar10 100303 1.661 1.661 1.661 1.661 -0.019 11 207 -40
Apr10 100325 1.552 1.556 1.525 1.534 -0.023 73 592 -24
May10 100325 1.570 1.570 1.546 1.555 -0.022 44 1,113 +22
Jun10 100325 1.593 1.593 1.567 1.572 -0.025 51 891 -1
Jul10 100325 1.610 1.610 1.583 1.593 -0.024 18 1,354 +0
Aug10 100325 1.616 1.616 1.596 1.596 -0.021 7 652 +1
Sep10 100325 1.620 1.620 1.600 1.601 -0.019 17 661 +0
Oct10 100325 1.625 1.625 1.606 1.606 -0.020 40 630 +0
Total Volume and Open Interest 441 8,267 -160
US Dollar Index(ICE)
Jun10 100325 82.145 82.520 81.895 82.405 +0.300 19,867 49,096 -267
Sep10 100325 82.265 82.715 82.170 82.715 +0.315 5 2,306 +5
Dec10 100325 82.965 82.965 82.650 82.965 +0.315 0 1 +0
Total Volume and Open Interest 19,872 51,403 -262
Australian Dollar(CME)
Jun10 100325 90.15 90.62 89.91 90.07 +0.01 69,519 142,226 +4,051
Sep10 100325 89.20 89.67 88.97 89.11 +0.01 113 176 -5
Dec10 100325 88.12 88.12 88.11 88.12 +0.01 0 11 +0
Total Volume and Open Interest 69,632 142,413 +4,046
British Pound(CME)
Jun10 100325 148.70 150.05 147.90 148.14 -0.69 104,308 130,111 +2,451
Sep10 100325 148.72 149.98 147.97 148.07 -0.69 248 509 +19
Dec10 100325 148.02 149.59 148.02 148.02 -0.69 1 26 +0
Total Volume and Open Interest 104,557 130,646 +2,470
Canadian Dollar(CME)
Jun10 100325 97.56 98.33 97.54 97.78 +0.20 62,332 150,511 +3,649
Sep10 100325 97.55 98.27 97.51 97.73 +0.19 128 1,386 -85
Dec10 100325 98.05 98.05 97.42 97.61 +0.19 25 794 +6
Mar11 100325 97.44 97.88 97.25 97.44 +0.19 4 181 +0
Total Volume and Open Interest 62,489 152,885 +3,569
Japanese Yen(CME)
Jun10 100325 108.56 109.04 107.62 107.82 -0.81 69,763 96,487 -3,853
Sep10 100325 108.62 109.10 107.72 107.91 -0.81 73 394 +22
Dec10 100325 108.04 109.00 108.04 108.04 -0.81 0 32 +0
Total Volume and Open Interest 69,836 96,913 -3,831
Swiss Franc(CME)
Jun10 100325 93.27 93.77 93.07 93.22 -0.13 49,713 30,455 -257
Sep10 100325 93.40 93.83 93.18 93.30 -0.13 5 450 -5
Dec10 100325 93.40 93.67 93.40 93.40 -0.13 0 5 +0
Total Volume and Open Interest 49,718 30,910 -262
EuroFX(CME)
Jun10 100325 133.25 133.88 132.66 132.91 -0.47 324,045 193,480 +8,241
Sep10 100325 133.33 133.86 132.68 132.91 -0.46 240 1,722 +24
Dec10 100325 133.35 133.61 132.73 132.91 -0.46 2 80 +0
Total Volume and Open Interest 324,287 195,287 +8,265
Mexican Peso(CME)
Apr10 100325 796.2 796.2 793.8 796.2 +2.5 0 8 +0
May10 100325 793.2 793.2 790.8 793.2 +2.5      
Total Volume and Open Interest 15,339 132,840 -3,352
30-Year T-Bonds(CBOT)
Jun10 100325 115~240 116~000 114~260 115~080 -0~150      
Sep10 100325 114~270 114~270 113~230 113~270 -0~260 0 119 +0
Dec10 100325 112~210 113~150 112~210 112~210 -0~260      
Total Volume and Open Interest 201,031 640,343 -2,637
10-Year T-Notes(CBOT)
Jun10 100325 116~000 116~050 115~090 115~175 -0~175 587,672 1,477,682 +25,814
Sep10 100325 114~200 114~210 114~000 114~035 -0~175 3 1,286 +2
Dec10 100325 112~215 113~070 112~215 112~215 -0~175      
Total Volume and Open Interest 587,675 1,478,969 +25,816
5-Year T-Notes(CBOT)
Jun10 100325 114~066 114~083 114~029 114~051 -0~022 317,874 885,983 -7,254
Sep10 100325 113~036 113~057 113~036 113~036 -0~021 10 10 +10
Dec10 100325 112~021 112~041 112~021 112~021 -0~020      
Total Volume and Open Interest 321,205 901,529 -9,586
2 Year T-Notes(CBOT)
Jun10 100325 108~040 108~049 108~031 108~038 -0~001 249,269 877,862 +4,976
Sep10 100325 107~094 107~095 107~094 107~094 -0~001 0 106 +0
Dec10 100325 107~022 107~023 107~022 107~022 -0~001      
Total Volume and Open Interest 250,313 889,888 +4,265
Eurodollars(CME)
Jun10 100325 99.605 99.620 99.600 99.610 unch 191,890 1,184,471 +4,674
Sep10 100325 99.400 99.425 99.380 99.410 +0.005 201,512 980,980 +17,351
Dec10 100325 99.090 99.125 99.060 99.100 +0.005 250,845 1,121,002 +3,823
Mar11 100325 98.735 98.775 98.700 98.745 unch 224,059 687,633 +14,221
Jun11 100325 98.365 98.405 98.310 98.360 -0.015 264,760 870,286 +11,748
Sep11 100325 98.000 98.045 97.935 97.990 -0.030 153,839 645,797 +2
Dec11 100325 97.670 97.710 97.580 97.645 -0.035 126,712 429,931 +1,696
Mar12 100325 97.370 97.420 97.275 97.345 -0.045 112,678 321,356 +5,350
Jun12 100325 97.095 97.140 96.985 97.065 -0.050 47,161 214,001 +1,397
Sep12 100325 96.835 96.885 96.725 96.805 -0.055 37,394 147,453 +495
Dec12 100325 96.605 96.635 96.475 96.550 -0.060 35,417 133,989 +1,520
Mar13 100325 96.410 96.435 96.270 96.345 -0.065 38,294 107,489 +2,600
Jun13 100325 96.225 96.235 96.070 96.145 -0.070 15,902 73,121 -918
Sep13 100325 96.050 96.060 95.890 95.965 -0.075 9,622 63,587 +607
Dec13 100325 95.855 95.875 95.710 95.780 -0.080 10,585 37,311 +715
Mar14 100325 95.725 95.740 95.565 95.635 -0.080 7,920 40,887 +179
Jun14 100325 95.575 95.585 95.415 95.485 -0.085 6,197 31,462 +104
Sep14 100325 95.450 95.455 95.290 95.355 -0.090 4,677 18,824 -532
Total Volume and Open Interest 1,779,614 7,351,430 +62,779
30 Day Federal Funds(CBOT)
Mar10 100325 99.832 99.832 99.830 99.830 unch 3,527 76,959 +634
Apr10 100325 99.800 99.810 99.800 99.805 unch 3,705 82,459 -863
May10 100325 99.790 99.800 99.790 99.795 unch 5,029 77,722 +78
Jun10 100325 99.780 99.785 99.780 99.785 unch 5,520 89,703 +1,518
Jul10 100325 99.755 99.760 99.750 99.755 unch 8,325 74,485 -3,480
Aug10 100325 99.715 99.720 99.705 99.715 unch 5,020 58,558 -555
Total Volume and Open Interest 44,239 686,462 -2,099
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 100325 99.595 99.595 99.595 99.595 -0.005 0 696 +23
Sep10 100325 99.615 99.620 99.615 99.615 -0.010 0 2,230 +0
Dec10 100325 99.620 99.625 99.620 99.620 -0.015 0 242 +0
Mar11 100325 99.610 99.610 99.610 99.610 -0.010 0 4 +0
Jun11 100325 99.600 99.600 99.600 99.600 +0.005      
Sep11 100325 99.570 99.570 99.570 99.570 -0.010      
Dec11 100325 99.500 99.500 99.500 99.500 -0.010      
Mar12 100325 99.465 99.465 99.465 99.465 -0.010      
Jun12 100325 99.515 99.515 99.515 99.515 -0.005      
Sep12 100325 99.575 99.575 99.575 99.575 -0.005      
Total Volume and Open Interest 0 3,172 +23
3-Mth Euro-Yen(SGX)
Jun10 100325 99.61 99.61 99.60 99.60 unch 316 4,763 +47
Sep10 100325 99.61 99.61 99.61 99.61 -0.01 77 4,025 -17
Dec10 100325 99.61 99.62 99.61 99.62 0.00 125 1,386 +34
Mar11 100325 99.61 99.61 99.61 99.61 0.00 111 1,388 -4
Jun11 100325 99.58 99.58 99.58 99.58 0.00 0 104 +0
Sep11 100325 99.57 99.57 99.57 99.57 0.00 0 51 +0
Dec11 100325 99.50 99.50 99.50 99.50 0.00 0 102 +0
Mar12 100325 99.46 99.46 99.46 99.46 -0.01 0 305 +0
Total Volume and Open Interest 629 13,190 +60
Japanese Gov't Bonds(SGX)
Jun10 100325 138.71 138.72 138.45 138.46 -0.42 1,092 17,608 -1,453
Sep10 100325 138.46 138.46 138.46 138.46 -0.43      
Dec10 100325 136.37 136.37 136.37 136.37 -0.43      
Total Volume and Open Interest 3,076 18,054 -435
Euro-Bund(EUREX)
Jun10 100325 123.28 123.36 122.53 122.87 -0.66 632,006 998,690 -5,543
Sep10 100325 122.62 122.68 121.99 122.27 -0.66 167 86 +48
Dec10 100325 121.87 121.87 121.87 121.87 -0.66 100 0 +0
Total Volume and Open Interest 632,273 998,776 -5,495
Euro-Bobl(EUREX)
Jun10 100325 116.93 116.94 116.53 116.67 -0.45 397,742 815,101 -20,841
Sep10 100325 116.49 116.49 116.17 116.36 -0.32 12,402 12,273 +12,176
Dec10 100325 116.14 116.14 116.14 116.14 -0.30      
Total Volume and Open Interest 373,810 804,741 -10,457
3-Mth Euribor(EUREX)
Mar10 100315 99.355 99.355 99.350 99.355 +0.005 10 8,671 +0
Jun10 100325 99.305 99.320 99.305 99.320 +0.020 100 7,753 -66
Sep10 100325 99.115 99.135 99.115 99.135 +0.015 24 2,384 +20
Total Volume and Open Interest 494 14,619 +150
Long Gilt(LIFFE)
Mar10 100226 115~25 115~30 115~13 115~28 +0~04 109,949 61,332 -15,593
Jun10 100325 114~20 114~23 114~02 114~10 -0~20 83,920 263,937 -4,086
Total Volume and Open Interest 84,238 276,769 -4,399
3-Mth Short Sterling(LIFFE)
Jun10 100325 99.28 99.30 99.27 99.30 +0.01 36,367 385,991 -2,729
Sep10 100325 99.11 99.15 99.10 99.14 +0.02 49,055 415,495 -1,309
Dec10 100325 98.85 98.89 98.81 98.87 +0.01 62,456 423,978 +591
Mar11 100325 98.54 98.58 98.49 98.56 unch 84,706 308,550 -793
Jun11 100325 98.20 98.25 98.16 98.23 unch 80,799 259,623 +13,855
Sep11 100325 97.84 97.92 97.82 97.89 -0.01 54,404 147,609 +10,395
Total Volume and Open Interest 480,267 2,345,511 +44,815
3-Mth Euribor(LIFFE)
Jun10 100325 99.300 99.330 99.290 99.320 +0.020 116,474 861,694 +29,160
Sep10 100325 99.115 99.140 99.100 99.135 +0.015 143,444 805,474 +430
Dec10 100325 98.910 98.935 98.880 98.925 +0.010 123,118 483,081 -1,511
Total Volume and Open Interest 780,194 3,702,066 +42,565
3-Mth Aus T-Bills(SFE)
Jun10 100325 95.32 95.33 95.28 95.31 -0.02 15,356 276,086 +4,179
Sep10 100325 94.92 94.93 94.87 94.91 -0.01 10,909 165,757 +2,423
Dec10 100325 94.62 94.63 94.57 94.62 -0.01 6,745 104,139 +1,138
Mar11 100325 94.43 94.44 94.36 94.42 -0.01 2,456 42,833 +676
Jun11 100325 94.28 94.28 94.22 94.28 unch 1,226 40,353 -507
Sep11 100325 94.17 94.19 94.11 94.19 +0.01 530 22,035 +130
Dec11 100325 94.03 94.11 94.03 94.11 -0.01 299 12,974 +109
Mar12 100325 94.05 94.07 94.03 94.07 -0.01 54 7,685 +33
Jun12 100325 94.06 94.06 94.06 94.06 -0.01 256 2,236 +121
Sep12 100325 94.04 94.05 94.04 94.05 -0.01 222 1,853 +112
Total Volume and Open Interest 38,053 676,434 +8,414
10-Year Aus T-Bonds(SFE)
Jun10 100325 94.28 94.29 94.16 94.22 -0.06 43,627 343,707 +18,814
Sep10 100325 94.22 94.22 94.22 94.22 -0.06      
Total Volume and Open Interest 43,627 343,707 +18,814
3-Year Aus T-Bonds(SFE)
Jun10 100325 94.63 94.64 94.54 94.59 -0.05 94,196 459,403 +20,840
Sep10 100325 94.59 94.59 94.59 94.59 -0.05      
Total Volume and Open Interest 94,196 459,403 +20,840
Gold(CMX)
Apr10 100325 1087.4 1095.6 1085.5 1092.9 +4.1 146,151 171,276 -11,869
Jun10 100325 1087.4 1096.8 1086.6 1094.1 +4.2 35,378 155,937 +13,517
Aug10 100325 1088.5 1097.3 1088.5 1095.3 +4.2 1,842 29,852 +563
Oct10 100325 1092.7 1098.1 1091.6 1096.4 +4.2 3,599 19,851 -1,068
Dec10 100325 1091.9 1100.0 1091.9 1097.8 +4.2 2,238 39,027 +808
Feb11 100325 1099.4 1100.8 1099.4 1099.6 +4.3 81 16,352 -36
Apr11 100325 1101.9 1101.9 1101.9 1101.9 +4.5 85 11,057 +27
Jun11 100325 444.4 449.1 444.4 449.1 +4.7 0 6,107 +0
Aug11 100325 1107.7 1107.7 1107.7 1107.7 +4.9 0 2,722 +0
Oct11 100325 1111.1 1111.1 1111.1 1111.1 +5.1 2,617 4,909 +1,700
Dec11 100325 1110.1 1115.1 1110.1 1115.1 +5.0 52 12,964 +29
Total Volume and Open Interest 193,518 495,143 +4,497
Silver(CMX)
Mar10 100325 1680.0 1680.0 1672.7 1672.7 +10.1 29 138 -79
May10 100325 1657.5 1686.0 1655.5 1674.1 +10.0 28,490 62,059 -319
Jul10 100325 1662.0 1687.0 1659.0 1676.6 +10.1 3,096 17,459 -683
Sep10 100325 1672.5 1685.0 1665.0 1678.9 +10.3 544 3,723 -11
Dec10 100325 1676.0 1689.5 1671.0 1682.1 +10.4 893 13,054 -69
Mar11 100325 1685.5 1685.5 1685.5 1685.5 +10.5 4 2,953 -3
May11 100325 1684.0 1687.8 1684.0 1687.8 +10.6 5 1,774 +0
Total Volume and Open Interest 33,482 112,520 -797
Platinum(NYMEX)
Apr10 100325 1578.2 1609.4 1572.2 1606.4 +18.5 7,403 16,592 -2,538
Jul10 100325 1583.1 1614.4 1579.0 1611.8 +18.4 3,313 21,204 +2,274
Oct10 100325 1613.0 1613.8 1613.0 1613.8 +18.4 10 247 +6
Jan11 100325 1615.3 1615.3 1615.3 1615.3 +18.4 1 211 -1
Total Volume and Open Interest 10,728 38,255 -259
Palladium(NYMEX)
Mar10 100325 439.85 451.75 439.85 451.75 -1.25 2 18 -35
Jun10 100325 444.00 453.90 441.50 452.60 -1.30 3,210 23,372 +334
Sep10 100325 451.80 453.25 451.80 453.25 -1.25 5 719 +3
Total Volume and Open Interest 3,221 24,170 +306
Copper(CMX)
Mar10 100325 333.60 337.50 333.60 337.10 +3.45 227 502 -42
May10 100325 333.00 338.70 332.05 338.05 +3.50 22,111 86,639 +1,253
Jul10 100325 334.50 340.25 333.90 339.85 +3.50 1,169 22,600 +353
Sep10 100325 337.50 341.45 337.50 341.00 +3.50 72 8,926 -10
Dec10 100325 341.25 342.30 340.90 341.85 +3.55 11 6,940 +101
Total Volume and Open Interest 24,239 132,494 +1,681
DJIA Index(CBOT)
Jun10 100325 10787 10890 10778 10791 +4 1,390 4,713 +669
Sep10 100325 10727 10727 10723 10727 +4 0 11 +0
Dec10 100325 10672 10672 10668 10672 +4      
Mar11 100325 10617 10617 10613 10617 +4      
Total Volume and Open Interest 1,390 4,724 +669
S & P 500(CME)
Jun10 100325 1164.00 1176.20 1160.30 1162.70 -1.90 12,697 304,451 +2,117
Sep10 100325 1157.90 1171.30 1155.80 1157.90 -1.90 40 2,395 +12
Dec10 100325 1165.00 1166.90 1151.40 1153.50 -1.90 3 3,012 +1
Mar11 100325 1164.50 1164.90 1149.40 1151.50 -1.90 0 12 +0
Total Volume and Open Interest 12,740 309,880 +2,130
S & P 500 E-Mini(Globex)
Jun10 100325 1164.25 1176.50 1160.25 1162.75 -1.75 1,856,410 2,343,536 -23,142
Sep10 100325 1159.00 1171.25 1156.00 1158.00 -1.75 2,315 3,723 +1,286
Total Volume and Open Interest 1,858,744 2,348,917 -21,852
NASDAQ 100(CME)
Jun10 100325 1950.80 1974.00 1945.00 1949.50 -2.00 1,243 12,874 +471
Sep10 100325 1947.00 1947.00 1947.00 1947.00 -2.00 0 10 +0
Dec10 100325 1944.50 1944.50 1944.50 1944.50 -2.00      
Total Volume and Open Interest 1,243 12,884 +471
NASDAQ 100 E-Mini(Globex)
Jun10 100325 1951.00 1974.30 1945.80 1949.50 -2.00 218,369 287,324 +991
Sep10 100325 1954.80 1971.00 1943.80 1947.00 -2.00 187 150 +87
Total Volume and Open Interest 218,558 287,475 +1,077
S & P Midcap 400(CME)
Jun10 100325 798.00 798.00 786.10 786.10 -5.90 52 1,510 +12
Sep10 100325 784.10 785.00 784.10 784.10 -5.90      
Dec10 100325 782.10 783.00 782.10 782.10 -5.90      
Total Volume and Open Interest 52 1,510 +12
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Jun10 100325 10820 10985 10815 10865 +15      
Sep10 100325 10905 10905 10890 10905 +15      
Total Volume and Open Interest 8,661 43,251 +496
Nikkei 225(SGX)
Jun10 100325 10730 10815 10700 10775 +40 54,808 153,247 +3,092
Sep10 100325 10780 10780 10780 10780 +40 0 55 +0
Dec10 100325 10740 10740 10740 10740 +40 0 867 +120
Total Volume and Open Interest 54,889 163,220 +3,007
CAC 40(EURONEXT)
Apr10 100325 3959.5 4010.0 3953.0 4000.5 +48.5 97,162 361,550 -2,941
May10 100325 3889.5 3926.5 3881.0 3926.5 +48.5 5 49 +1
Jun10 100325 3852.5 3903.0 3850.5 3895.0 +48.0 366 48,345 +137
Total Volume and Open Interest 97,533 411,261 -2,803
Hang Seng Index(HKFE)
Mar10 100325 20816 20855 20619 20753 -274 62,273 69,792 +416
Apr10 100325 20865 20865 20590 20714 -286 2,562 7,545 +2,228
Total Volume and Open Interest 65,321 81,061 +2,767
DAX(EUREX)
Mar10 100319 6039.0 6042.0 6011.0 6041.5 +28.5 184,205 91,297 -26,074
Jun10 100325 6053.0 6147.0 6045.0 6138.0 +91.0 126,386 141,700 +494
Sep10 100325 6053.0 6151.0 6052.0 6143.5 +91.5 274 4,723 -6
Total Volume and Open Interest 126,681 146,475 +507
FT-SE 100(EURONEXT)
Jun10 100325 5638.50 5693.50 5631.50 5679.50 +41.50 109,254 690,130 +5,061
Sep10 100325 5594.00 5649.00 5594.00 5638.50 +42.00 0 518 +0
Dec10 100325 5612.00 5612.00 5612.00 5612.00 +41.00 0 2,731 +690
Total Volume and Open Interest 109,254 693,379 +5,751
SPI 200(SFE)
Mar10 100318 4855.0 4884.0 4854.0 4879.0 +25.0 95,770 119,035 -27,625
Jun10 100325 4903.0 4916.0 4878.0 4903.0 -2.0 22,917 191,484 +3,023
Sep10 100325 4888.0 4892.0 4888.0 4892.0 -1.0 43 2,002 +17
Total Volume and Open Interest 23,184 195,468 +3,174
GSCI(CME)
Apr10 100325 519.00 519.50 514.00 514.00 -3.00 161 18,346 -112
May10 100325 523.00 523.00 517.50 517.50 -2.50 4 415 +0
Jun10 100325 523.50 525.00 519.50 519.50 -2.75      
Total Volume and Open Interest 165 18,761 -112
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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