Moore Research Center, Inc.

  • Increase font size
  • Default font size
  • Decrease font size
Home MRCI Online
Print
New Windows

MRCI's End of Day Prices

MRCI Logo
MRCI's End of Day Prices
Daily Futures Price Listing Mon January 03, 2011
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan11 110103 1388.50 1399.50 1367.00 1370.25 -23.50 11,684 17,809 -4,613
Mar11 110103 1396.00 1409.00 1375.00 1379.00 -24.00 60,405 309,392 +3,245
May11 110103 1400.50 1415.50 1382.50 1387.00 -22.00 11,045 85,830 +775
Jul11 110103 1405.00 1418.00 1386.25 1390.25 -21.25 10,109 74,482 +693
Aug11 110103 1387.00 1388.25 1364.00 1364.00 -18.00 503 2,250 +56
Sep11 110103 1346.25 1346.25 1326.25 1327.75 -15.75 508 2,703 -37
Nov11 110103 1301.00 1310.00 1291.00 1294.25 -14.25 8,363 116,454 +575
Total Volume and Open Interest 104,061 629,400 +1,011
Soybean Meal(CBOT)
Jan11 110103 370.00 371.60 362.20 365.70 -4.60 3,776 3,955 -985
Mar11 110103 372.80 375.80 365.70 369.00 -4.90 16,088 95,892 +1,701
May11 110103 374.00 376.50 367.00 370.30 -4.20 3,015 28,693 +268
Jul11 110103 374.80 376.20 367.90 371.10 -3.70 1,615 22,806 -191
Aug11 110103 364.30 364.40 359.80 361.50 -2.80 82 6,369 -15
Sep11 110103 353.50 353.50 349.60 350.70 -1.80 69 5,776 -6
Oct11 110103 336.00 337.20 334.10 336.20 -0.40 57 5,057 -6
Dec11 110103 333.50 334.00 328.20 333.70 +0.20 578 20,363 +19
Total Volume and Open Interest 25,506 191,759 +812
Soybean Oil(CBOT)
Jan11 110103 57.77 58.42 56.94 57.09 -0.65 10,535 7,523 -6,334
Mar11 110103 58.11 59.10 57.37 57.70 -0.67 36,364 202,679 -693
May11 110103 58.50 59.50 57.75 58.10 -0.64 8,510 55,947 +1,107
Jul11 110103 58.75 59.51 57.90 58.22 -0.60 4,286 47,126 +1,065
Aug11 110103 58.95 59.20 58.12 58.12 -0.58 150 4,955 +1
Sep11 110103 58.74 59.00 58.00 58.00 -0.55 248 5,732 +145
Oct11 110103 58.81 58.95 57.63 57.73 -0.54 120 7,570 -15
Dec11 110103 58.14 58.90 57.40 57.65 -0.55 486 25,561 +152
Total Volume and Open Interest 60,706 358,042 -4,566
Canola(WCE)
Jan11 101231 579.5 583.8 578.1 583.8 +9.2 1,886 1,413 -1,856
Mar11 101231 584.1 590.4 583.8 589.3 +5.5 4,227 123,817 +955
May11 101231 590.0 593.5 588.7 593.5 +5.0 659 10,818 +526
Jul11 101231 590.0 593.9 589.0 592.5 +5.8 100 16,940 +2
Nov11 101231 526.4 532.0 522.5 532.0 +6.0 828 37,166 +265
Total Volume and Open Interest 7,701 193,110 -108
Corn(CBOT)
Mar11 110103 626.25 634.00 620.00 620.50 -8.50 69,508 734,311 +6,475
May11 110103 634.25 641.50 627.75 628.50 -8.00 20,179 207,679 +2,143
Jul11 110103 638.00 645.00 631.50 632.00 -8.00 17,532 228,933 +457
Sep11 110103 592.75 597.00 584.25 585.00 -10.50 1,536 42,738 +76
Dec11 110103 557.25 564.50 551.75 552.50 -9.50 12,620 269,280 +2,514
Mar12 110103 567.00 571.75 559.50 560.25 -9.50 440 21,145 +120
Total Volume and Open Interest 122,545 1,549,228 +11,860
Wheat(CBOT)
Mar11 110103 793.50 825.00 792.75 805.50 +11.25 18,720 226,341 -1,353
May11 110103 821.00 848.00 818.75 830.50 +9.75 4,805 66,517 +413
Jul11 110103 829.75 858.50 829.75 840.25 +8.25 4,947 106,874 +303
Sep11 110103 848.00 867.00 844.75 853.00 +8.25 1,226 19,194 +44
Dec11 110103 858.50 880.00 857.75 864.75 +9.25 4,438 57,804 +770
Total Volume and Open Interest 34,410 491,535 +273
Wheat(KCBT)
Mar11 110103 854.00 881.50 852.75 863.00 +12.00 5,731 112,045 +768
May11 110103 863.25 889.75 860.75 871.75 +12.25 1,508 28,178 +853
Jul11 110103 867.75 893.50 867.50 876.25 +11.00 1,240 53,475 -89
Sep11 110103 880.50 900.00 880.50 883.75 +9.50 299 13,623 -103
Dec11 110103 889.50 906.00 885.00 890.00 +9.50 238 10,550 -4
Total Volume and Open Interest 9,044 220,095 +1,423
Wheat(MGE)
Mar11 110103 880.50 908.00 880.50 889.00 +7.50 2,423 28,595 +0
May11 110103 889.75 915.00 889.75 897.00 +7.00 484 12,695 +0
Jul11 110103 898.25 914.50 895.25 897.50 +7.25 306 9,233 +0
Sep11 110103 880.00 904.00 880.00 888.75 +8.75 189 9,377 +0
Dec11 110103 887.50 906.50 887.50 894.25 +8.25 175 8,207 +0
Total Volume and Open Interest 3,614 69,482 +0
Oats(CBOT)
Mar11 110103 393.75 398.00 387.50 398.00 +4.00 500 9,866 +65
May11 110103 394.00 402.50 394.00 402.50 +4.00 82 689 +42
Jul11 110103 401.50 403.50 396.00 403.50 +2.00 52 355 +23
Sep11 110103 356.00 357.50 355.00 355.00 -2.50 0 39 +0
Total Volume and Open Interest 676 12,043 +159
Rough Rice(CBOT)
Jan11 110103 14.03 14.34 14.03 14.19 +0.19 251 975 -549
Mar11 110103 14.30 14.67 14.20 14.48 +0.19 792 13,530 +150
May11 110103 14.59 14.94 14.52 14.77 +0.19 28 1,762 +24
Jul11 110103 14.95 15.13 14.85 15.03 +0.19 12 1,669 +1
Total Volume and Open Interest 1,132 18,858 -344
Live Cattle(CME)
Feb11 110103 108.350 108.535 106.950 106.980 -1.370 14,759 146,414 +644
Apr11 110103 112.200 112.400 110.900 110.950 -1.250 7,415 92,578 +1,049
Jun11 110103 109.480 109.650 108.330 108.480 -0.805 2,750 49,072 +911
Aug11 110103 109.885 110.035 108.680 108.885 -0.865 733 18,166 +106
Oct11 110103 111.600 112.250 110.980 111.180 -0.820 561 11,051 +32
Dec11 110103 112.050 113.050 111.700 112.450 -0.550 251 8,221 +111
Total Volume and Open Interest 26,601 326,718 +2,593
Feeder Cattle(CME)
Jan11 110103 122.330 122.350 121.080 121.250 -0.635 380 5,823 -16
Mar11 110103 124.480 124.650 123.000 123.035 -0.915 1,252 23,462 +154
Apr11 110103 125.000 125.150 123.700 123.785 -1.045 398 5,366 +48
May11 110103 125.200 125.285 123.885 124.180 -1.050 240 6,658 +52
Aug11 110103 125.900 126.050 124.800 125.100 -0.700 142 6,541 +15
Sep11 110103 125.250 125.535 124.400 125.000 -0.500 17 578 +4
Oct11 110103 125.000 125.000 124.400 125.000 -0.400 23 198 +20
Total Volume and Open Interest 2,456 48,722 +280
Lean Hogs(CME)
Feb11 110103 79.600 79.725 77.885 77.975 -1.775 8,893 81,899 -250
Apr11 110103 83.680 83.980 82.400 82.550 -1.335 4,188 56,275 +741
May11 110103 90.750 91.150 89.930 90.000 -1.635 99 1,814 -17
Jun11 110103 93.035 93.150 92.035 92.180 -0.870 1,715 36,410 +449
Jul11 110103 92.450 92.500 91.385 91.580 -0.870 427 9,034 +184
Aug11 110103 91.550 91.650 90.650 91.180 -0.370 87 10,207 +29
Oct11 110103 81.850 82.250 81.200 82.180 +0.030 238 7,267 +90
Dec11 110103 78.550 78.550 77.800 78.450 -0.185 74 3,232 +2
Total Volume and Open Interest 15,743 207,089 +1,234
Class III Milk(CME)
Jan11 110103 13.22 13.25 13.17 13.19 -0.03 211 4,875 +100
Feb11 110103 13.69 13.77 13.56 13.65 -0.07 424 5,044 +91
Mar11 110103 14.10 14.19 14.01 14.08 +0.02 218 3,610 +68
Apr11 110103 14.60 14.66 14.52 14.60 +0.05 53 2,717 +30
May11 110103 14.81 14.85 14.73 14.79 +0.06 27 2,459 +18
Total Volume and Open Interest 1,167 28,749 +410
Cocoa(ICE)
Mar11 101231 3030 3048 2988 3035 +35 5,519 70,096 -269
May11 101231 3058 3060 3006 3052 +36 1,008 22,689 +394
Jul11 101231 3045 3072 3018 3064 +36 186 12,569 -14
Sep11 101231 3041 3084 3041 3076 +37 126 7,396 -3
Dec11 101231 3050 3103 3048 3093 +37 419 12,427 +402
Mar12 101231 3133 3165 3111 3165 +45 104 10,844 -54
May12 101231 3122 3159 3114 3159 +46 83 4,570 +68
Total Volume and Open Interest 7,447 142,476 +526
Coffee "C"(ICE)
Mar11 101231 236.30 241.30 236.30 240.50 +4.20 4,661 89,666 -515
May11 101231 237.60 242.60 237.60 241.80 +4.10 994 27,447 +234
Jul11 101231 238.25 241.40 238.15 240.65 +4.10 144 10,147 +94
Sep11 101231 234.55 237.55 234.55 236.95 +4.10 59 4,515 -10
Dec11 101231 229.35 232.05 229.25 231.45 +3.90 66 7,010 -13
Mar12 101231 223.70 226.30 223.70 225.80 +3.70 34 711 +7
Total Volume and Open Interest 5,970 140,170 -191
Orange Juice(ICE)
Jan11 110103 169.00 182.25 169.00 180.30 +7.95 572 1,422 -550
Mar11 110103 165.00 173.55 164.50 171.80 +8.25 1,886 21,143 +572
May11 110103 169.40 175.10 169.40 173.10 +8.00 385 4,783 +313
Jul11 110103 174.90 174.90 173.90 173.90 +7.55 38 2,477 -12
Sep11 110103 175.00 175.00 175.00 175.00 +7.30 38 457 -14
Nov11 110103 176.05 176.05 176.05 176.05 +7.15 533 556 +485
Total Volume and Open Interest 3,452 30,861 +794
Sugar #11(ICE)
Mar11 101231 30.63 32.25 30.25 32.12 +1.74 68,588 237,027 -2,904
May11 101231 27.79 29.44 27.56 29.32 +1.64 29,793 116,346 +4,873
Jul11 101231 25.00 26.26 24.58 26.20 +1.56 17,012 105,488 +1,721
Oct11 101231 23.13 24.50 22.88 24.46 +1.34 7,557 59,865 +908
Mar12 101231 22.24 23.82 22.06 23.76 +1.38 4,205 47,264 -319
Total Volume and Open Interest 130,320 613,376 +4,688
London Cocoa(LCE)
Mar11 101231 2030 2044 2001 2017 -6 1,982 64,587 -517
May11 101231 2037 2048 2013 2029 -5 555 22,140 +104
Jul11 101231 2052 2052 2030 2044 -3 432 21,255 +262
Sep11 101231 2053 2054 2050 2050 -4 147 13,900 +78
Dec11 101231 2070 2070 2048 2060 -5 163 21,814 +149
Mar12 101231 2083 2083 2059 2073 -6 85 18,556 -17
May12 101231 2089 2089 2067 2078 -9 271 3,508 +171
Total Volume and Open Interest 3,636 166,184 +230
London Sugar(LCE)
Mar11 101231 749.50 782.30 748.00 777.50 +16.20 2,956 27,729 -248
May11 101231 716.00 746.60 714.00 746.50 +21.00 312 10,220 -67
Aug11 101231 645.00 678.60 643.80 678.60 +30.60 156 7,540 +63
Oct11 101231 621.60 634.60 619.10 633.30 +33.00 207 2,420 +74
Dec11 101231 614.80 614.80 614.80 614.80 +33.00 32 931 +15
Total Volume and Open Interest 3,676 49,444 -151
Cotton(ICE)
Mar11 110103 144.97 146.50 141.37 142.20 -2.61 5,435 103,437 -20
May11 110103 137.49 139.50 135.27 136.30 -1.31 1,448 22,725 +156
Jul11 110103 128.52 131.30 127.45 128.84 -0.46 2,132 31,086 +200
Oct11 110103 113.00 113.00 110.60 110.60 -1.45 2 177 +2
Dec11 110103 100.00 101.94 99.00 100.19 -0.39 2,958 46,790 +1,408
Mar12 110103 95.00 95.50 94.50 95.29 +0.65 176 1,036 -1
Total Volume and Open Interest 12,198 206,824 +1,764
Lumber(CME)
Jan11 110103 303.6 316.4 303.6 313.0 +11.0 86 1,201 -40
Mar11 110103 323.1 330.0 323.1 330.0 +10.0 345 7,127 +43
May11 110103 336.0 342.6 336.0 342.6 +10.0 28 2,245 -5
Jul11 110103 336.0 342.1 336.0 342.1 +10.0 7 787 +1
Total Volume and Open Interest 466 11,495 -1
Crude Oil(NYM)
Feb11 110103 91.31 92.57 91.21 91.55 +0.17 171,010 311,738 -851
Mar11 110103 92.12 93.43 92.06 92.43 +0.21 51,321 202,030 +2,515
Apr11 110103 92.93 94.12 92.79 93.14 +0.23 23,303 90,547 +2,044
May11 110103 93.75 94.66 93.45 93.72 +0.31 15,464 61,245 -2,741
Jun11 110103 93.77 95.02 93.77 94.13 +0.35 20,279 92,694 +437
Jul11 110103 94.73 95.29 94.43 94.45 +0.39 3,381 44,340 +643
Aug11 110103 94.43 95.47 94.33 94.65 +0.42 2,028 24,343 +137
Sep11 110103 94.77 95.53 94.45 94.77 +0.43 1,672 26,492 -141
Oct11 110103 94.87 95.61 94.50 94.84 +0.42 1,466 18,610 -87
Nov11 110103 94.91 95.62 94.75 94.89 +0.41 2,438 21,223 +354
Dec11 110103 94.40 95.63 94.40 94.92 +0.40 15,377 154,018 -1,378
Jan12 110103 95.37 95.37 94.83 94.83 +0.40 1,423 28,671 +542
Feb12 110103 94.70 94.70 94.70 94.70 +0.39 354 8,307 -50
Mar12 110103 94.56 94.56 94.56 94.56 +0.37 220 10,630 +5
Apr12 110103 94.44 94.44 94.44 94.44 +0.33 0 4,675 +0
May12 110103 94.33 94.33 94.33 94.33 +0.30 25 5,703 +0
Total Volume and Open Interest 318,408 1,430,155 +5,719
e-miNY Crude Oil(NYM)
Jan11 101217 87.925 88.500 87.025 88.025 +0.325 5,348 3,079 -457
Feb11 101231 89.650 92.050 89.050 91.375 +1.525 7,919 4,377 -402
Mar11 110103 92.250 93.400 92.075 92.425 +0.200 653 1,933 +178
Apr11 110103 93.150 94.050 93.150 93.150 +0.250 28 93 +8
May11 110103 93.725 93.725 93.725 93.725 +0.325 1 19 +1
Jun11 110103 94.125 94.125 94.125 94.125 +0.350 1 46 +1
Jul11 110103 95.075 95.075 94.450 94.450 +0.400 0 11 +0
Aug11 110103 94.650 94.650 94.650 94.650 +0.425 0 9 +0
Sep11 110103 94.775 94.775 94.775 94.775 +0.425 0 1 +0
Oct11 110103 95.200 95.225 94.850 94.850 +0.425 0 1 +0
Total Volume and Open Interest 6,245 7,007 +464
Heating Oil(NYM)
Feb11 110103 254.24 258.81 253.40 255.28 +1.04 38,785 106,300 +551
Mar11 110103 254.80 259.21 254.80 255.85 +1.00 11,310 57,657 +2,085
Apr11 110103 255.03 258.64 255.03 255.39 +0.95 5,782 28,572 +824
May11 110103 256.53 257.76 254.97 254.97 +0.93 3,838 17,938 -366
Jun11 110103 254.49 258.37 254.49 255.28 +0.93 5,145 34,699 +10
Jul11 110103 258.44 259.33 256.44 256.44 +0.95 944 9,263 +231
Aug11 110103 259.90 260.10 257.66 257.66 +1.00 392 5,367 +70
Sep11 110103 261.28 262.05 258.91 258.91 +1.07 343 5,136 +131
Oct11 110103 262.17 262.97 260.21 260.21 +1.15 269 4,106 -8
Nov11 110103 263.66 263.66 261.65 261.65 +1.16 623 4,642 +339
Dec11 110103 262.08 265.57 262.08 262.98 +1.18 1,343 15,127 -29
Jan12 110103 266.50 266.50 264.33 264.33 +1.20 131 2,414 +14
Total Volume and Open Interest 69,008 298,224 +3,859
Gasoline(NYMEX)
Feb11 110103 242.88 246.71 242.45 242.73 -0.30 25,432 94,856 -1,428
Mar11 110103 243.32 246.81 242.73 243.33 +0.01 10,703 48,799 +1,909
Apr11 110103 252.23 255.75 252.23 252.87 +0.35 3,394 32,151 -43
May11 110103 253.21 256.05 253.14 253.43 +0.54 2,052 15,201 -121
Jun11 110103 252.67 255.88 252.40 253.35 +0.63 2,978 20,592 -220
Jul11 110103 254.49 254.52 252.50 252.50 +0.65 588 5,850 +137
Aug11 110103 253.05 253.05 251.05 251.05 +0.68 405 6,170 +85
Sep11 110103 249.15 249.15 249.15 249.15 +0.71 540 3,511 +342
Oct11 110103 238.46 239.23 238.46 238.55 +0.81 461 3,579 +305
Nov11 110103 238.10 238.10 236.77 236.77 +0.84 255 1,296 +60
Total Volume and Open Interest 54,115 266,081 +1,666
e-miNY RBOB Gasoline(NYM)
Feb11 101231 243.00 243.03 243.00 243.00 +4.50 1 2 -1
Mar11 110103 243.30 243.33 243.30 243.30 unch 0 1 +0
Apr11 110103 252.90 252.90 252.87 252.90 +0.40 0 1 +0
May11 110103 253.40 253.43 253.40 253.40 +0.50 0 1 +0
Total Volume and Open Interest 0 8 +0
Natural Gas(NYM)
Feb11 110103 4.492 4.689 4.491 4.650 +0.245 65,874 166,757 -1,708
Mar11 110103 4.509 4.645 4.505 4.614 +0.192 29,141 173,106 +526
Apr11 110103 4.476 4.598 4.476 4.574 +0.173 17,947 89,091 -143
May11 110103 4.510 4.620 4.510 4.604 +0.170 5,424 43,526 -97
Jun11 110103 4.546 4.655 4.546 4.639 +0.164 2,649 17,834 -63
Jul11 110103 4.638 4.710 4.625 4.697 +0.156 2,355 17,510 +169
Aug11 110103 4.675 4.746 4.662 4.731 +0.152 1,292 17,441 +273
Sep11 110103 4.686 4.749 4.670 4.743 +0.153 1,639 12,533 -194
Oct11 110103 4.706 4.817 4.706 4.809 +0.152 7,848 52,895 +1,320
Nov11 110103 4.926 4.975 4.901 4.972 +0.132 1,078 22,044 +481
Dec11 110103 5.182 5.207 5.142 5.202 +0.110 1,345 19,903 +264
Jan12 110103 5.308 5.355 5.288 5.344 +0.100 2,784 33,818 +440
Feb12 110103 5.296 5.309 5.252 5.309 +0.094 249 6,655 -238
Mar12 110103 5.182 5.198 5.148 5.197 +0.081 1,120 17,005 -489
Apr12 110103 4.961 4.976 4.901 4.938 +0.057 615 14,885 +320
May12 110103 4.949 4.949 4.913 4.936 +0.052 351 4,275 +0
Total Volume and Open Interest 142,256 772,404 +1,296
Brent Crude Oil(ICE)
Feb11 110103 94.55 96.17 94.50 94.84 +0.09 71,719 207,964 -5,974
Mar11 110103 94.51 96.06 94.43 94.80 +0.13 35,926 191,993 +2,354
Apr11 110103 94.61 96.15 94.57 94.97 +0.16 12,531 78,481 +1,886
May11 110103 94.71 96.26 94.71 95.17 +0.20 4,763 46,514 +40
Jun11 110103 94.82 96.40 94.82 95.33 +0.23 4,922 66,915 +262
Jul11 110103 95.74 96.07 95.36 95.43 +0.28 1,359 23,014 +293
Aug11 110103 95.75 96.41 95.40 95.48 +0.31 1,750 12,044 -63
Sep11 110103 95.19 96.19 95.19 95.48 +0.32 2,898 21,117 +2,219
Oct11 110103 95.66 96.03 95.40 95.47 +0.33 2,117 12,737 +661
Nov11 110103 95.48 95.48 95.48 95.48 +0.34 349 10,652 +52
Dec11 110103 95.17 96.35 95.03 95.51 +0.34 3,602 92,001 +79
Jan12 110103 95.48 95.48 95.48 95.48 +0.33 99 9,174 +14
Feb12 110103 95.44 95.44 95.44 95.44 +0.32 28 5,741 -11
Mar12 110103 95.40 95.40 95.40 95.40 +0.30 0 3,575 +0
Total Volume and Open Interest 142,639 873,116 +1,911
Gas Oil(ICE)
Jan11 110103 781.50 795.00 781.50 792.75 +30.25 22,550 92,091 -2,702
Feb11 110103 786.00 800.75 786.00 798.50 +30.50 32,564 122,532 +1,743
Mar11 110103 792.00 804.25 790.50 802.50 +30.25 11,043 75,483 +3,190
Apr11 110103 793.00 806.25 793.00 804.50 +29.75 7,536 57,769 +1,181
May11 110103 795.00 807.00 795.00 806.75 +29.75 3,374 44,487 +480
Jun11 110103 797.25 810.75 797.00 808.75 +29.25 3,040 55,697 +665
Jul11 110103 800.50 812.25 800.50 812.00 +29.25 575 19,782 +148
Aug11 110103 803.50 815.25 803.50 815.00 +29.00 469 17,788 +185
Sep11 110103 806.25 817.75 806.25 817.50 +28.50 474 11,653 +212
Oct11 110103 807.75 818.75 807.75 818.75 +28.25 249 10,751 +54
Total Volume and Open Interest 82,755 618,982 +5,153
Ethanol(CBOT)
Jan11 110103 2.380 2.380 2.350 2.360 -0.018 52 292 -29
Feb11 110103 2.326 2.330 2.310 2.317 -0.003 58 801 +5
Mar11 110103 2.327 2.327 2.310 2.315 -0.007 27 1,136 +11
Apr11 110103 2.341 2.341 2.321 2.321 -0.008 9 702 +3
May11 110103 2.342 2.342 2.330 2.334 -0.012 18 425 -3
Jun11 110103 2.335 2.340 2.335 2.336 -0.013 0 555 +0
Jul11 110103 2.340 2.348 2.336 2.341 -0.009 10 723 +5
Aug11 110103 2.327 2.327 2.327 2.327 -0.001 21 754 +21
Total Volume and Open Interest 278 7,209 +85
WTI Crude Oil(ICE
Feb11 110103 91.33 92.56 91.24 91.55 +0.17 51,660 113,966 +2,828
Mar11 110103 92.12 93.42 92.12 92.43 +0.21 27,736 86,130 +1,587
Apr11 110103 92.96 94.12 92.90 93.14 +0.23 10,931 40,159 -117
May11 110103 93.61 94.62 93.61 93.72 +0.31 8,984 24,029 +144
Jun11 110103 94.00 94.99 94.00 94.13 +0.35 10,651 60,681 +1,711
Jul11 110103 94.29 95.17 94.29 94.45 +0.39 1,454 17,131 +74
Aug11 110103 94.45 95.37 94.45 94.65 +0.42 552 11,990 +7
Sep11 110103 95.38 95.45 94.77 94.77 +0.43 646 15,314 -89
Oct11 110103 95.10 95.40 94.84 94.84 +0.42 1,192 10,179 +565
Nov11 110103 94.89 94.89 94.89 94.89 +0.41 893 8,549 +178
Dec11 110103 94.52 95.60 94.52 94.92 +0.40 8,059 63,272 +68
Jan12 110103 94.83 94.83 94.83 94.83 +0.40 38 5,154 +3
Feb12 110103 94.70 94.70 94.70 94.70 +0.39 0 1,200 +0
Mar12 110103 94.56 94.56 94.56 94.56 +0.37 0 3,137 +0
Apr12 110103 94.44 94.44 94.44 94.44 +0.33 0 733 +0
May12 110103 94.33 94.33 94.33 94.33 +0.30 0 846 +0
Total Volume and Open Interest 124,466 548,760 +6,992
US Dollar Index(ICE)
Mar11 110103 79.310 79.730 79.230 79.385 +0.098 11,870 25,468 +718
Jun11 110103 80.025 80.075 79.710 79.805 +0.103 91 646 +36
Sep11 110103 80.165 80.165 80.165 80.165 +0.103 1 4 +0
Total Volume and Open Interest 11,962 26,118 +754
Australian Dollar(CME)
Mar11 110103 101.32 101.41 100.64 101.02 -0.39 27,516 123,354 -233
Jun11 110103 99.96 100.23 99.50 99.84 -0.39 60 304 +20
Sep11 110103 98.54 98.93 98.54 98.54 -0.39 0 14 +0
Total Volume and Open Interest 27,576 123,815 -213
British Pound(CME)
Mar11 110103 155.36 155.81 154.24 154.83 -0.98 47,158 82,185 -2,849
Jun11 110103 155.46 155.66 154.23 154.68 -0.98 149 134 +3
Sep11 110103 154.49 155.47 154.49 154.49 -0.98 0 3 +0
Total Volume and Open Interest 47,307 82,354 -2,846
Canadian Dollar(CME)
Mar11 110103 100.50 100.97 100.36 100.67 +0.23 33,281 117,588 +2,724
Jun11 110103 100.40 100.71 100.18 100.42 +0.24 232 1,962 +22
Sep11 110103 100.05 100.23 99.90 100.12 +0.22 9 981 +4
Dec11 110103 99.99 100.00 99.62 99.82 +0.20 17 1,072 +9
Total Volume and Open Interest 33,539 121,607 +2,759
Japanese Yen(CME)
Mar11 110103 123.45 123.45 122.43 122.60 -0.68 32,686 121,220 +2,676
Jun11 110103 123.29 123.42 122.59 122.75 -0.67 55 364 +18
Sep11 110103 123.07 123.62 122.95 122.95 -0.67 1 11 +1
Total Volume and Open Interest 32,742 121,596 +2,695
Swiss Franc(CME)
Mar11 110103 107.16 107.38 106.66 107.29 +0.15 16,279 46,965 +46
Jun11 110103 107.07 107.42 106.90 107.42 +0.14 14 50 +2
Sep11 110103 107.20 107.58 107.20 107.58 +0.14      
Total Volume and Open Interest 16,293 47,017 +48
EuroFX(CME)
Mar11 110103 133.44 133.94 132.48 133.62 -0.02 89,767 159,616 -2,205
Jun11 110103 133.50 133.81 132.48 133.56 -0.01 335 747 -15
Sep11 110103 132.40 133.50 132.40 133.49 -0.01 1 32 +0
Total Volume and Open Interest 90,103 160,687 -2,220
Mexican Peso(CME)
Jan11 110103 817.8 817.8 811.2 817.8 +6.5      
Feb11 110103 815.8 815.8 809.2 815.8 +6.5      
Total Volume and Open Interest 11,521 115,356 -1,258
30-Year T-Bonds(CBOT)
Mar11 110103 122~020 122~020 120~150 121~160 -0~200 81,721 536,838 +13,508
Jun11 110103 119~090 120~170 119~000 119~290 -0~200 43 648 +23
Sep11 110103 118~100 118~300 118~100 118~100 -0~200      
Total Volume and Open Interest 81,764 537,486 +13,531
10-Year T-Notes(CBOT)
Mar11 110103 120~095 120~105 119~150 120~055 -0~085 200,271 1,327,193 -4,790
Jun11 110103 119~010 119~070 118~250 119~000 -0~070 1 51 -1
Sep11 110103 117~295 118~045 117~295 117~295 -0~070      
Total Volume and Open Interest 200,272 1,327,248 -4,791
5-Year T-Notes(CBOT)
Mar11 110103 117~078 117~096 117~025 117~084 -0~008 129,685 967,656 +2,648
Jun11 110103 116~108 116~116 116~108 116~108 -0~008      
Sep11 110103 116~004 116~012 116~004 116~004 -0~008      
Total Volume and Open Interest 129,685 967,656 -5,480
2 Year T-Notes(CBOT)
Mar11 110103 109~056 109~059 109~045 109~055 -0~003 63,691 636,547 +4,611
Jun11 110103 109~030 109~033 109~030 109~030 -0~003 0 25 +0
Sep11 110103 109~005 109~008 109~005 109~005 -0~003      
Total Volume and Open Interest 63,691 636,572 -7,797
Eurodollars(CME)
Mar11 110103 99.635 99.645 99.625 99.635 unch 54,158 1,148,641 +4,216
Jun11 110103 99.555 99.565 99.540 99.560 unch 47,689 1,076,887 +4,147
Sep11 110103 99.445 99.455 99.410 99.445 unch 65,613 894,790 -1,418
Dec11 110103 99.260 99.285 99.220 99.270 unch 72,469 743,350 +1,514
Mar12 110103 99.045 99.070 98.995 99.050 unch 99,270 821,815 +25,937
Jun12 110103 98.770 98.800 98.710 98.780 unch 50,146 492,634 -1,937
Sep12 110103 98.490 98.525 98.420 98.500 -0.005 48,384 375,372 -2,872
Dec12 110103 98.220 98.240 98.115 98.210 -0.005 56,329 278,288 +8,577
Mar13 110103 97.940 97.955 97.820 97.930 -0.005 32,424 170,233 -1,413
Jun13 110103 97.650 97.665 97.530 97.640 -0.010 23,937 158,747 +3,836
Sep13 110103 97.385 97.395 97.255 97.370 -0.010 18,175 179,135 -1,002
Dec13 110103 97.105 97.130 96.990 97.100 -0.015 18,267 143,024 +547
Mar14 110103 96.875 96.895 96.760 96.870 -0.015 7,736 109,827 +111
Jun14 110103 96.640 96.665 96.530 96.640 -0.015 7,042 107,150 -148
Sep14 110103 96.420 96.450 96.310 96.420 -0.015 6,875 70,086 +76
Dec14 110103 96.205 96.235 96.095 96.205 -0.015 6,757 70,188 +738
Mar15 110103 96.025 96.055 95.915 96.025 -0.015 4,779 50,007 +381
Jun15 110103 4.105 4.140 3.995 4.110 -0.010 4,691 35,619 -277
Total Volume and Open Interest 641,066 7,150,931 +40,801
30 Day Federal Funds(CBOT)
Jan11 110103 99.820 99.820 99.817 99.820 unch 749 68,266 +453
Feb11 110103 99.815 99.820 99.815 99.815 unch 473 59,200 +259
Mar11 110103 99.815 99.820 99.815 99.815 unch 2,111 40,736 +1,465
Apr11 110103 99.820 99.825 99.815 99.820 unch 769 38,302 +523
May11 110103 99.815 99.820 99.815 99.815 unch 646 51,707 +262
Jun11 110103 99.810 99.815 99.805 99.810 +0.005 1,125 28,311 +111
Total Volume and Open Interest 19,377 586,701 +5,723
30 Day Fed Funds(e-CBOT)
Jan11 090519 98.500 98.500 98.475 98.475 unch 0 1,177  
Feb11 090519 98.350 98.350 98.330 98.350 unch 0 1,700  
Mar11 090519 98.265 98.265 98.240 98.265 unch 0 324  
Apr11 090519 98.165 98.165 98.165 98.165 unch 1 10  
Total Volume and Open Interest 22,142 354,023  
3-Mth Euro-Yen(CME)
Mar11 110103 99.655 99.655 99.655 99.655 unch 0 979 +0
Jun11 110103 99.640 99.640 99.640 99.640 unch 0 175 +0
Sep11 110103 99.625 99.625 99.625 99.625 unch      
Dec11 110103 99.615 99.615 99.615 99.615 unch 0 75 +0
Mar12 110103 99.600 99.600 99.600 99.600 unch      
Jun12 110103 99.645 99.645 99.645 99.645 unch      
Sep12 110103 99.595 99.595 99.595 99.595 unch      
Dec12 110103 99.500 99.500 99.500 99.500 unch      
Mar13 110103 99.500 99.500 99.500 99.500 unch      
Jun13 110103 99.455 99.455 99.455 99.455 unch      
Total Volume and Open Interest 0 1,229 +0
3-Mth Euro-Yen(SGX)
Mar11 110103 99.65 99.65 99.65 99.65 unch 0 2,059 +0
Jun11 110103 99.64 99.64 99.64 99.64 unch 0 1,389 +0
Sep11 110103 99.62 99.62 99.62 99.62 unch 0 1,064 +0
Dec11 110103 99.61 99.61 99.61 99.61 unch 0 1,513 +0
Mar12 110103 99.60 99.60 99.60 99.60 unch 0 305 +0
Jun12 110103 99.64 99.64 99.64 99.64 unch 0 754 +0
Sep12 110103 99.60 99.60 99.60 99.60 unch 0 310 +0
Dec12 110103 99.50 99.50 99.50 99.50 unch 0 4 +0
Total Volume and Open Interest 0 7,399 +0
Japanese Gov't Bonds(SGX)
Mar11 101230 140.13 140.69 139.92 140.61 +0.49 1,013 11,671 +364
Jun11 101230 138.52 138.52 138.52 138.52 +0.49      
Sep11 101230 136.43 136.43 136.43 136.43 +0.49      
Total Volume and Open Interest 1,013 11,671 +364
Euro-Bund(EUREX)
Mar11 110103 125.34 125.99 125.26 125.73 +0.42 271,214 904,609 -8,146
Jun11 110103 124.29 124.34 123.83 124.23 +0.37 5 564 +3
Sep11 110103 124.26 124.26 124.26 124.26 +0.42      
Total Volume and Open Interest 271,219 905,173 -8,143
Euro-Bobl(EUREX)
Mar11 110103 118.90 119.23 118.81 119.02 +0.24 144,178 659,046 -14,460
Jun11 110103 117.50 117.55 117.50 117.55 +0.22 2 47 +0
Sep11 110103 117.55 117.55 117.55 117.55 +0.22      
Total Volume and Open Interest 144,180 659,093 -14,460
3-Mth Euribor(EUREX)
Mar11 110103 98.975 98.980 98.975 98.975 +0.010 0 8,253 +0
Jun11 110103 98.890 98.890 98.890 98.890 +0.015 499 9,076 +0
Sep11 110103 98.805 98.805 98.800 98.805 +0.030 0 1,911 +0
Total Volume and Open Interest 500 26,473 +0
Long Gilt(LIFFE)
Mar11 101231 118~25 119~17 118~24 119~16 +0~24 49,139 237,786 +2,708
Jun11 101231 119~15 119~15 119~15 119~15 +0~24      
Total Volume and Open Interest 49,139 237,786 +2,708
3-Mth Short Sterling(LIFFE)
Mar11 101231 99.19 99.20 99.18 99.20 +0.01 28,084 286,842 -4,750
Jun11 101231 99.09 99.12 99.08 99.10 +0.02 29,930 252,878 +5,130
Sep11 101231 98.93 98.98 98.93 98.95 +0.03 28,866 226,266 +7,299
Dec11 101231 98.72 98.79 98.72 98.75 +0.05 35,375 255,509 +1,898
Mar12 101231 98.50 98.55 98.47 98.51 +0.06 33,009 234,999 +6,705
Jun12 101231 98.24 98.27 98.18 98.24 +0.08 18,518 138,478 +5,502
Total Volume and Open Interest 201,803 1,749,912 +24,705
3-Mth Euribor(LIFFE)
Mar11 110103 98.960 98.995 98.960 98.975 +0.005 26,211 539,404 -1,658
Jun11 110103 98.875 98.920 98.875 98.890 unch 18,280 478,463 +4,000
Sep11 110103 98.785 98.830 98.785 98.805 +0.005 18,686 357,106 +5,157
Total Volume and Open Interest 136,659 2,586,165 +5,259
3-Mth Aus T-Bills(SFE)
Mar11 101231 94.92 94.93 94.91 94.93 unch 5,784 195,532 +1,001
Jun11 101231 94.79 94.81 94.77 94.81 +0.02 6,289 119,850 +58
Sep11 101231 94.62 94.65 94.58 94.65 +0.04 2,893 75,530 -460
Dec11 101231 94.46 94.51 94.44 94.51 +0.05 1,619 49,501 +1,027
Mar12 101231 94.36 94.42 94.35 94.42 +0.05 1,029 41,847 +715
Jun12 101231 94.29 94.38 94.29 94.37 +0.05 894 36,911 +572
Sep12 101231 94.31 94.31 94.31 94.31 +0.05 0 19,327 -2
Dec12 101231 94.22 94.25 94.22 94.25 +0.03 106 8,837 +1
Mar13 101231 94.17 94.22 94.17 94.22 +0.02 106 2,659 +106
Jun13 101231 94.18 94.18 94.18 94.18 +0.02 0 575 +0
Total Volume and Open Interest 18,720 551,420 +3,018
10-Year Aus T-Bonds(SFE)
Mar11 101231 94.38 94.44 94.36 94.44 +0.06 10,127 346,406 +553
Jun11 101231 94.44 94.44 94.44 94.44 +0.06      
Total Volume and Open Interest 10,127 346,406 +553
3-Year Aus T-Bonds(SFE)
Mar11 101231 94.65 94.71 94.64 94.70 +0.04 36,332 379,771 -1,393
Jun11 101231 94.70 94.70 94.70 94.70 +0.04      
Total Volume and Open Interest 36,332 379,771 -1,393
Gold(CMX)
Feb11 110103 1420.4 1424.4 1413.1 1422.9 +1.5 44,808 345,930 -1,034
Apr11 110103 1422.6 1426.3 1415.5 1425.1 +1.5 6,132 54,772 +3,029
Jun11 110103 1423.3 1428.5 1417.6 1427.2 +1.5 1,096 34,434 -151
Aug11 110103 1424.2 1429.5 1419.5 1429.2 +1.5 475 16,148 -74
Oct11 110103 1429.0 1431.3 1429.0 1431.3 +1.5 163 12,444 +6
Dec11 110103 1429.7 1434.1 1425.0 1433.6 +1.5 619 26,594 -194
Feb12 110103 1436.1 1436.1 1427.6 1436.1 +1.5 0 6,604 +0
Apr12 110103 1438.9 1438.9 1438.9 1438.9 +1.6 100 5,413 +100
Jun12 110103 1441.9 1442.0 1441.9 1441.9 +1.4 140 12,422 +70
Aug12 110103 1445.4 1445.4 1445.4 1445.4 +1.5 45 6,066 -20
Oct12 110103 1449.3 1449.4 1449.3 1449.3 +1.5 0 1,216 +0
Dec12 110103 1453.8 1453.8 1447.0 1453.6 +1.5 115 13,896 +50
Total Volume and Open Interest 53,980 585,114 +1,669
Silver(CMX)
Mar11 110103 3093.0 3127.5 3050.0 3112.5 +18.8 15,992 78,281 -530
May11 110103 3087.0 3127.0 3057.0 3117.9 +18.8 1,556 12,942 +66
Jul11 110103 3101.0 3137.0 3065.5 3122.9 +18.9 196 9,675 +77
Sep11 110103 3096.0 3127.7 3092.0 3127.7 +19.0 43 6,085 -18
Dec11 110103 3103.0 3136.0 3085.0 3134.9 +19.1 185 12,729 +64
Mar12 110103 3141.1 3141.1 3141.1 3141.1 +19.1 30 374 +0
May12 110103 3145.3 3145.3 3145.3 3145.3 +19.1 0 540 +0
Total Volume and Open Interest 18,664 135,970 -305
Platinum(NYMEX)
Jan11 110103 1774.0 1784.4 1774.0 1781.1 +7.8 140 485 -188
Apr11 110103 1780.0 1792.8 1766.5 1786.4 +8.2 2,953 37,967 +526
Jul11 110103 1783.2 1791.2 1776.5 1791.2 +8.2 35 624 -2
Oct11 110103 1795.0 1795.0 1791.2 1791.2 +8.2 8 14 +8
Total Volume and Open Interest 3,139 39,093 +345
Palladium(NYMEX)
Mar11 110103 803.30 808.90 791.25 800.40 -2.90 1,091 22,341 -10
Jun11 110103 798.60 806.70 798.60 801.50 -2.90 9 485 +4
Sep11 110103 800.00 800.00 800.00 800.00 -2.90 0 12 +0
Total Volume and Open Interest 1,107 22,849 -19
Copper(CMX)
Mar11 110103 445.50 449.80 442.00 445.75 +1.05 12,115 117,825 -460
May11 110103 445.00 449.00 441.40 445.00 +1.05 1,274 26,949 -266
Jul11 110103 443.60 444.35 442.20 443.40 +1.10 463 7,628 +222
Sep11 110103 439.85 442.65 439.45 441.75 +1.10 95 5,439 -17
Dec11 110103 439.55 442.00 436.25 438.80 +1.10 14 3,314 +6
Total Volume and Open Interest 14,158 166,818 -654
DJIA Index(CBOT)
Mar11 110103 11549 11653 11549 11585 +72 301 6,425 +15
Jun11 110103 11522 11522 11448 11522 +74      
Sep11 110103 11465 11465 11393 11465 +72      
Dec11 110103 11410 11410 11338 11410 +72      
Total Volume and Open Interest 301 6,425 +15
S & P 500(CME)
Mar11 110103 1256.30 1272.00 1255.90 1265.30 +12.30 11,165 268,844 -206
Jun11 110103 1259.00 1266.90 1259.00 1260.20 +12.30 160 3,841 -96
Sep11 110103 1256.50 1263.50 1255.40 1255.40 +12.30 210 2,264 +110
Dec11 110103 1250.80 1257.80 1250.80 1250.80 +12.00 0 350 +0
Total Volume and Open Interest 11,535 275,299 -192
S & P 500 E-Mini(Globex)
Mar11 110103 1256.00 1272.50 1255.25 1265.25 +12.25 667,046 2,478,376 +9,055
Jun11 110103 1250.75 1267.00 1250.75 1260.25 +12.25 128 2,894 +31
Total Volume and Open Interest 667,176 2,481,373 +9,087
NASDAQ 100(CME)
Mar11 110103 2221.80 2267.00 2219.80 2250.50 +34.50 967 9,872 +190
Jun11 110103 2247.30 2260.00 2247.30 2247.30 +34.50      
Sep11 110103 2244.80 2245.30 2244.80 2244.80 +34.50      
Total Volume and Open Interest 967 9,872 +190
NASDAQ 100 E-Mini(Globex)
Mar11 110103 2220.00 2267.80 2219.30 2250.50 +34.50 100,071 328,097 -2,865
Jun11 110103 2220.00 2263.00 2219.30 2247.30 +34.50 90 147 +45
Total Volume and Open Interest 100,161 328,249 -2,820
S & P Midcap 400(CME)
Mar11 110103 912.50 923.00 909.00 915.90 +10.60 3 1,410 -10
Jun11 110103 913.50 913.50 912.80 913.50 +10.60      
Sep11 110103 911.70 912.00 911.70 911.70 +9.60      
Total Volume and Open Interest 3 1,410 -10
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Mar11 110103 10230 10390 10230 10365 +135 1,352 37,767 -479
Jun11 110103 10345 10345 10210 10345 +135 0 3 +0
Total Volume and Open Interest 1,352 37,770 -479
Nikkei 225(SGX)
Mar11 101230 10340 10360 10185 10210 -130 47,593 199,163 -4,905
Jun11 101230 10185 10185 10135 10135 -135 20 2,669 +17
Sep11 101230 10135 10135 10135 10135 -135      
Total Volume and Open Interest 47,617 217,056 -4,439
CAC 40(EURONEXT)
Jan11 110103 3845.0 3908.5 3835.5 3902.5 +93.0 22,356 352,570 -9,192
Feb11 110103 3853.5 3910.0 3853.5 3904.0 +93.0 43 242 +15
Mar11 110103 3864.0 3906.5 3847.0 3905.0 +92.0 168 43,504 +96
Total Volume and Open Interest 22,567 396,351 -9,081
Hang Seng Index(HKFE)
Jan11 110103 23180 23475 23063 23386 +366 24,699 87,625 +5,748
Feb11 110103 23150 23460 23071 23392 +367 144 223  
Mar11 110103 23163 23432 23025 23344 +334 128 5,736 +93
Total Volume and Open Interest 24,993 94,827 +6,011
DAX(EUREX)
Mar11 110103 7001.5 7042.5 6977.0 6998.0 +71.0 45,468 194,912 +206
Jun11 110103 7029.0 7058.0 7008.0 7021.0 +71.0 565 11,070 +5
Sep11 110103 7030.0 7074.0 7030.0 7038.0 +69.5 62 14 +1
Total Volume and Open Interest 46,095 205,996 +212
FT-SE 100(EURONEXT)
Mar11 101231 5923.00 5948.00 5875.00 5893.00 -38.00 44,239 652,415 -675
Jun11 101231 5896.00 5896.00 5850.00 5850.00 -38.00 20 1,258 +15
Sep11 101231 5818.50 5818.50 5818.50 5818.50 -37.00 30 40 +20
Total Volume and Open Interest 44,289 653,713 -640
SPI 200(SFE)
Mar11 101231 4800.0 4800.0 4681.0 4730.0 -66.0 11,797 193,565 +1,049
Jun11 101231 4800.0 4800.0 4756.0 4756.0 -67.0 2 2,960 +1
Sep11 101231 4747.0 4747.0 4747.0 4747.0 -67.0 0 1,826 +0
Total Volume and Open Interest 11,799 199,842 +1,050
GSCI(CME)
Jan11 110103 638.50 642.00 636.00 636.25 +2.25 327 14,642 -139
Feb11 110103 642.00 649.00 639.50 639.75 +2.25 0 1 +0
Mar11 110103 641.50 646.50 641.50 641.50 +2.00      
Total Volume and Open Interest 327 14,643 -139
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.
Copyright © 1989- Moore Research Center, Inc. All Rights Reserved.

Banner

Login

Newsflash

Amid explosive interest in China, MRCI will now update charts of the Shanghai and Shenzen stock indices daily! http://www.mrci.com/client/hilite/hl001.php