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MRCI's End of Day Prices

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MRCI's End of Day Prices
Daily Futures Price Listing Tue January 04, 2011
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan11 110104 1369.50 1381.75 1350.25 1361.00 -9.25 9,249 15,020 -2,789
Mar11 110104 1378.25 1390.50 1357.50 1369.50 -9.50 93,436 306,330 -3,062
May11 110104 1385.75 1398.00 1365.50 1377.00 -10.00 17,194 85,844 +14
Jul11 110104 1389.25 1398.75 1369.50 1379.75 -10.50 13,681 74,295 -187
Aug11 110104 1364.00 1369.00 1345.00 1353.25 -10.75 181 2,302 +52
Sep11 110104 1326.00 1334.50 1306.25 1313.75 -14.00 93 2,632 -71
Nov11 110104 1291.75 1302.25 1268.75 1277.50 -16.75 9,633 118,385 +1,931
Total Volume and Open Interest 144,306 625,586 -3,814
Soybean Meal(CBOT)
Jan11 110104 364.00 365.80 360.00 364.70 -1.00 6,277 3,277 -678
Mar11 110104 368.00 369.80 363.20 367.80 -1.20 36,731 95,925 +33
May11 110104 369.70 370.80 364.90 369.40 -0.90 6,621 28,144 -549
Jul11 110104 370.80 371.00 365.80 369.90 -1.20 5,129 22,652 -154
Aug11 110104 360.20 361.50 356.80 360.00 -1.50 691 6,361 -8
Sep11 110104 348.10 348.90 346.20 348.90 -1.80 850 5,609 -167
Oct11 110104 336.00 336.00 329.10 333.00 -3.20 591 5,122 +65
Dec11 110104 332.90 333.50 326.40 330.50 -3.20 873 20,405 +42
Total Volume and Open Interest 57,826 190,367 -1,392
Soybean Oil(CBOT)
Jan11 110104 57.08 57.67 55.77 56.33 -0.76 7,942 5,910 -1,613
Mar11 110104 57.65 58.33 56.32 56.85 -0.85 48,263 204,070 +1,391
May11 110104 58.19 58.72 56.75 57.28 -0.82 11,281 56,504 +557
Jul11 110104 58.36 58.77 56.92 57.45 -0.77 5,184 47,491 +365
Aug11 110104 58.59 58.59 57.10 57.39 -0.73 505 4,904 -51
Sep11 110104 58.04 58.04 57.00 57.29 -0.71 352 5,770 +38
Oct11 110104 56.93 57.73 56.52 57.08 -0.65 744 7,816 +246
Dec11 110104 57.92 58.24 56.38 57.03 -0.62 1,664 26,080 +519
Total Volume and Open Interest 75,939 359,486 +1,444
Canola(WCE)
Jan11 110104 579.5 585.4 569.0 580.8 -3.0 1,886 871 -542
Mar11 110104 586.0 591.6 576.1 585.8 -3.5 4,227 124,678 +861
May11 110104 591.3 595.7 580.6 590.6 -2.9 659 10,789 -29
Jul11 110104 585.0 592.5 581.0 591.0 -1.5 100 16,947 +7
Nov11 110104 531.9 533.0 526.2 530.9 -1.1 828 37,204 +38
Total Volume and Open Interest 7,701 193,397 +287
Corn(CBOT)
Mar11 110104 620.00 623.50 603.25 608.50 -12.00 122,199 729,612 -4,699
May11 110104 628.00 631.00 611.25 616.75 -11.75 24,676 208,801 +1,122
Jul11 110104 631.50 634.25 615.00 620.75 -11.25 22,367 230,978 +2,045
Sep11 110104 585.00 586.00 568.00 576.00 -9.00 3,389 43,199 +461
Dec11 110104 552.00 554.25 536.00 543.50 -9.00 24,383 272,867 +3,587
Mar12 110104 559.75 561.00 544.25 551.75 -8.50 1,897 21,377 +232
Total Volume and Open Interest 201,555 1,552,175 +2,947
Wheat(CBOT)
Mar11 110104 803.50 808.75 783.25 789.25 -16.25 41,582 230,938 +4,597
May11 110104 828.00 834.00 810.25 816.25 -14.25 8,048 68,213 +1,696
Jul11 110104 839.25 843.25 821.50 827.25 -13.00 6,241 107,740 +866
Sep11 110104 854.00 855.00 837.25 841.25 -11.75 838 19,396 +202
Dec11 110104 865.75 866.50 847.50 855.00 -9.75 2,648 58,142 +338
Total Volume and Open Interest 59,684 499,307 +7,772
Wheat(KCBT)
Mar11 110104 859.75 864.50 844.00 849.25 -13.75 13,215 112,330 +285
May11 110104 868.75 872.75 854.50 858.25 -13.50 2,119 28,544 +366
Jul11 110104 876.00 877.00 858.75 864.25 -12.00 2,047 53,589 +114
Sep11 110104 883.00 884.75 866.25 872.75 -11.00 331 13,656 +33
Dec11 110104 884.00 890.50 873.75 880.25 -9.75 244 10,595 +45
Total Volume and Open Interest 18,028 220,969 +874
Wheat(MGE)
Mar11 110104 887.50 890.00 873.00 876.25 -12.75 3,164 28,814 +219
May11 110104 897.00 897.00 881.25 884.25 -12.75 660 12,652 -43
Jul11 110104 897.50 898.25 882.25 885.25 -12.25 796 9,852 +619
Sep11 110104 888.00 890.00 875.50 877.25 -11.50 355 9,527 +150
Dec11 110104 893.75 895.00 878.25 881.50 -12.75 306 8,324 +117
Total Volume and Open Interest 5,323 70,583 +1,101
Oats(CBOT)
Mar11 110104 397.50 401.00 385.25 393.75 -4.25 500 9,866 +0
May11 110104 403.00 404.00 394.50 398.00 -4.50 72 740 +51
Jul11 110104 400.00 403.50 392.00 395.00 -8.50 49 385 +30
Sep11 110104 356.00 357.50 355.00 357.00 +2.00 37 57 +18
Total Volume and Open Interest 885 12,368 +325
Rough Rice(CBOT)
Jan11 110104 14.19 14.24 13.86 13.89 -0.30 86 421 -554
Mar11 110104 14.41 14.55 14.10 14.15 -0.34 1,372 13,802 +272
May11 110104 14.77 14.82 14.42 14.43 -0.34 78 1,795 +33
Jul11 110104 14.74 14.79 14.70 14.70 -0.32 4 1,670 +1
Total Volume and Open Interest 1,774 18,791 -67
Live Cattle(CME)
Feb11 110104 107.180 107.180 106.000 106.180 -0.800 20,818 144,827 -1,587
Apr11 110104 110.950 111.000 109.950 110.285 -0.665 9,726 94,316 +1,738
Jun11 110104 108.200 108.430 107.600 108.135 -0.345 7,078 50,175 +1,103
Aug11 110104 108.680 108.785 107.830 108.350 -0.535 1,290 18,556 +390
Oct11 110104 110.950 111.080 110.150 110.480 -0.700 647 10,982 -69
Dec11 110104 112.000 112.080 111.250 111.580 -0.870 257 8,158 -63
Total Volume and Open Interest 39,922 328,302 +1,584
Feeder Cattle(CME)
Jan11 110104 121.300 121.300 120.650 121.000 -0.250 497 5,605 -218
Mar11 110104 123.135 123.135 122.350 122.400 -0.635 1,895 23,729 +267
Apr11 110104 123.730 123.885 123.135 123.400 -0.385 408 5,407 +41
May11 110104 123.885 124.035 123.330 123.600 -0.580 553 6,742 +84
Aug11 110104 125.000 125.000 124.080 124.450 -0.650 229 6,600 +59
Sep11 110104 124.650 124.650 123.650 124.300 -0.700 37 587 +9
Oct11 110104 124.250 124.300 123.650 124.300 -0.700 13 211 +13
Total Volume and Open Interest 3,639 48,982 +260
Lean Hogs(CME)
Feb11 110104 78.000 78.385 77.250 77.300 -0.675 15,626 79,865 -2,034
Apr11 110104 82.385 82.830 81.700 81.885 -0.665 6,217 56,988 +713
May11 110104 90.100 90.100 89.350 89.850 -0.150 136 1,781 -33
Jun11 110104 92.180 92.550 91.500 91.650 -0.530 2,531 36,785 +375
Jul11 110104 91.550 91.700 91.150 91.450 -0.130 833 8,993 -41
Aug11 110104 90.980 91.500 90.830 91.450 +0.270 506 10,361 +154
Oct11 110104 81.250 81.900 81.250 81.900 -0.280 207 7,261 -6
Dec11 110104 78.135 78.300 77.885 78.250 -0.200 80 3,198 -34
Total Volume and Open Interest 26,167 206,178 -911
Class III Milk(CME)
Jan11 110104 13.20 13.21 13.15 13.18 -0.01 194 4,961 +86
Feb11 110104 13.65 13.79 13.61 13.69 +0.04 341 5,261 +217
Mar11 110104 14.06 14.15 14.00 14.07 -0.01 269 3,700 +90
Apr11 110104 14.56 14.66 14.56 14.61 +0.01 72 2,732 +15
May11 110104 14.75 14.90 14.75 14.78 -0.01 74 2,484 +25
Total Volume and Open Interest 1,174 29,250 +501
Cocoa(ICE)
Mar11 110104 3027 3035 2906 2932 -103 5,519 69,489 -607
May11 110104 3055 3055 2927 2953 -99 1,008 22,782 +93
Jul11 110104 3035 3052 2945 2967 -97 186 12,588 +19
Sep11 110104 3050 3069 2958 2980 -96 126 7,391 -5
Dec11 110104 3066 3088 2975 2998 -95 419 13,273 +846
Mar12 110104 3145 3146 3051 3070 -95 104 10,927 +83
May12 110104 3115 3115 3063 3065 -94 83 4,595 +25
Total Volume and Open Interest 7,447 142,930 +454
Coffee "C"(ICE)
Mar11 110104 239.00 240.50 232.00 234.95 -5.55 4,661 90,662 +996
May11 110104 241.25 241.95 233.75 236.55 -5.25 994 27,628 +181
Jul11 110104 240.40 240.40 233.20 236.05 -4.60 144 10,153 +6
Sep11 110104 234.90 236.00 229.90 232.65 -4.30 59 4,507 -8
Dec11 110104 229.70 230.25 225.50 228.15 -3.30 66 6,979 -31
Mar12 110104 223.10 223.10 223.10 223.10 -2.70 34 715 +4
Total Volume and Open Interest 5,970 141,306 +1,136
Orange Juice(ICE)
Jan11 110104 185.00 187.00 177.20 177.55 -2.75 148 1,416 -6
Mar11 110104 173.65 180.80 168.80 169.25 -2.55 2,532 21,418 +275
May11 110104 175.00 180.00 169.85 170.15 -2.95 707 5,265 +482
Jul11 110104 178.65 178.65 170.25 170.50 -3.40 4 2,476 -1
Sep11 110104 171.45 171.45 171.45 171.45 -3.55 0 457 +0
Nov11 110104 177.00 177.00 172.00 172.40 -3.65 2 557 +1
Total Volume and Open Interest 3,393 31,612 +751
Sugar #11(ICE)
Mar11 110104 32.27 33.45 30.35 31.00 -1.12 68,588 233,496 -3,531
May11 110104 29.55 30.25 27.59 28.30 -1.02 29,793 116,384 +38
Jul11 110104 26.36 26.79 24.59 25.45 -0.75 17,012 105,037 -451
Oct11 110104 24.54 24.90 22.80 23.62 -0.84 7,557 60,668 +803
Mar12 110104 23.78 23.95 21.96 22.71 -1.05 4,205 47,729 +465
Total Volume and Open Interest 130,320 611,158 -2,218
London Cocoa(LCE)
Mar11 110104 2026 2036 1950 1962 -55 5,325 64,392 -195
May11 110104 2035 2042 1962 1975 -54 3,127 24,359 +2,219
Jul11 110104 2049 2061 1979 1989 -55 163 21,257 +2
Sep11 110104 2055 2055 1983 1998 -52 10 13,889 -11
Dec11 110104 2072 2072 1998 2008 -52 426 22,011 +197
Mar12 110104 2079 2079 2004 2019 -54 2,240 19,565 +1,009
May12 110104 2046 2047 2022 2022 -56 23 3,508 +0
Total Volume and Open Interest 11,314 169,405 +3,221
London Sugar(LCE)
Mar11 110104 788.50 808.10 750.00 760.80 -16.70 1,409 27,190 -539
May11 110104 758.90 776.70 719.50 732.20 -14.30 346 10,151 -69
Aug11 110104 690.10 705.10 658.10 670.00 -8.60 164 7,603 +63
Oct11 110104 645.50 648.80 608.00 613.50 -19.80 39 2,392 -28
Dec11 110104 619.60 631.30 581.20 593.50 -21.30 0 931 +0
Total Volume and Open Interest 1,958 48,871 -573
Cotton(ICE)
Mar11 110104 141.25 145.00 139.80 143.78 +1.58 6,879 102,718 -719
May11 110104 136.30 138.97 134.50 137.89 +1.59 2,048 23,479 +754
Jul11 110104 128.00 130.72 126.52 129.49 +0.65 1,355 31,140 +54
Oct11 110104 110.41 111.95 110.41 111.95 +1.35 3 173 -4
Dec11 110104 99.80 100.25 98.60 99.51 -0.68 1,385 47,342 +552
Mar12 110104 94.10 95.34 94.10 94.42 -0.87 31 1,035 -1
Total Volume and Open Interest 11,701 207,460 +636
Lumber(CME)
Jan11 110104 314.7 326.9 302.8 305.0 -8.0 180 1,066 -135
Mar11 110104 334.1 340.0 320.1 320.1 -9.9 688 7,120 -7
May11 110104 344.0 352.6 332.7 335.9 -6.7 203 2,304 +59
Jul11 110104 342.8 352.1 332.2 337.5 -4.6 51 813 +26
Total Volume and Open Interest 1,126 11,439 -56
Crude Oil(NYM)
Feb11 110104 91.50 92.07 88.36 89.38 -2.17 225,189 315,022 +3,284
Mar11 110104 92.49 92.95 89.41 90.42 -2.01 77,594 210,607 +8,577
Apr11 110104 93.23 93.66 90.35 91.32 -1.82 35,205 92,486 +1,939
May11 110104 93.95 94.26 91.10 92.07 -1.65 22,850 63,396 +2,151
Jun11 110104 94.35 94.65 91.64 92.63 -1.50 29,476 92,954 +260
Jul11 110104 94.53 94.81 92.12 93.06 -1.39 7,387 45,304 +964
Aug11 110104 94.80 95.15 92.48 93.33 -1.32 3,729 25,550 +1,207
Sep11 110104 95.00 95.30 92.74 93.51 -1.26 3,020 26,803 +311
Oct11 110104 94.53 94.54 92.92 93.62 -1.22 2,309 18,666 +56
Nov11 110104 95.36 95.37 93.10 93.71 -1.18 2,406 21,450 +227
Dec11 110104 95.10 95.50 92.87 93.79 -1.13 27,770 157,204 +3,186
Jan12 110104 93.75 93.75 93.75 93.75 -1.08 1,208 28,859 +188
Feb12 110104 93.67 93.67 93.67 93.67 -1.03 650 8,536 +229
Mar12 110104 93.58 93.58 93.58 93.58 -0.98 316 10,774 +144
Apr12 110104 93.50 93.50 93.50 93.50 -0.94 192 4,796 +121
May12 110104 93.41 93.41 93.41 93.41 -0.92 170 5,809 +106
Total Volume and Open Interest 459,184 1,455,898 +25,743
e-miNY Crude Oil(NYM)
Jan11 101217 87.925 88.500 87.025 88.025 +0.325 5,348 3,079 -457
Feb11 110104 91.475 92.075 88.350 89.375 -2.000 5,562 4,653 +276
Mar11 110104 92.475 92.925 89.375 90.425 -2.000 1,119 2,073 +140
Apr11 110104 93.200 93.500 90.475 91.325 -1.825 56 111 +18
May11 110104 91.925 92.075 91.925 92.075 -1.650 0 19 +0
Jun11 110104 92.625 92.625 92.625 92.625 -1.500 0 46 +0
Jul11 110104 94.250 94.250 93.050 93.050 -1.400 1 12 +1
Aug11 110104 94.875 95.225 92.925 93.325 -1.325 0 9 +0
Sep11 110104 93.500 93.500 93.500 93.500 -1.275 0 1 +0
Oct11 110104 93.625 93.625 93.625 93.625 -1.225 40 41 +40
Total Volume and Open Interest 8,273 7,220 +213
Heating Oil(NYM)
Feb11 110104 255.50 257.23 248.35 250.65 -4.63 41,036 108,958 +2,658
Mar11 110104 256.49 257.81 249.35 251.65 -4.20 10,871 58,425 +768
Apr11 110104 255.60 256.87 249.14 251.53 -3.86 4,312 28,287 -285
May11 110104 255.70 256.78 249.00 251.40 -3.57 2,250 18,307 +369
Jun11 110104 256.54 256.97 249.50 251.94 -3.34 3,286 34,623 -76
Jul11 110104 258.00 258.00 251.31 253.34 -3.10 913 9,359 +96
Aug11 110104 257.75 257.85 252.83 254.81 -2.85 951 5,797 +430
Sep11 110104 259.50 260.22 254.00 256.24 -2.67 1,160 5,366 +230
Oct11 110104 257.85 257.85 255.46 257.67 -2.54 208 4,210 +104
Nov11 110104 257.20 259.15 257.00 259.15 -2.50 142 4,665 +23
Dec11 110104 263.91 264.20 257.97 260.46 -2.52 845 15,403 +276
Jan12 110104 261.64 261.80 259.25 261.77 -2.56 52 2,399 -15
Total Volume and Open Interest 66,040 302,805 +4,581
Gasoline(NYMEX)
Feb11 110104 242.50 244.50 237.47 241.40 -1.33 31,971 94,671 -185
Mar11 110104 243.60 245.02 238.28 242.03 -1.30 12,185 50,905 +2,106
Apr11 110104 253.05 253.99 248.10 251.65 -1.22 5,548 32,053 -98
May11 110104 253.89 254.72 248.75 252.15 -1.28 2,480 15,844 +643
Jun11 110104 254.83 254.84 248.80 251.98 -1.37 2,307 20,890 +298
Jul11 110104 251.65 251.87 248.65 251.11 -1.39 520 5,915 +65
Aug11 110104 248.85 249.63 248.75 249.63 -1.42 198 6,178 +8
Sep11 110104 249.73 249.73 246.06 247.80 -1.35 153 3,510 -1
Oct11 110104 237.14 237.14 237.14 237.14 -1.41 133 3,603 +24
Nov11 110104 237.76 238.10 234.90 235.26 -1.51 147 1,315 +19
Total Volume and Open Interest 55,956 269,013 +2,932
e-miNY RBOB Gasoline(NYM)
Feb11 110104 242.70 242.70 241.40 241.40 -1.60 0 2 +0
Mar11 110104 242.00 242.03 242.00 242.00 -1.30 0 1 +0
Apr11 110104 251.70 251.70 251.65 251.70 -1.20 0 1 +0
May11 110104 252.20 252.20 252.15 252.20 -1.20 0 1 +0
Total Volume and Open Interest 0 8 +0
Natural Gas(NYM)
Feb11 110104 4.627 4.707 4.557 4.669 +0.019 156,619 153,690 -13,067
Mar11 110104 4.576 4.668 4.527 4.632 +0.018 72,966 174,945 +1,839
Apr11 110104 4.574 4.630 4.490 4.588 +0.014 43,305 87,800 -1,291
May11 110104 4.602 4.654 4.520 4.618 +0.014 15,393 45,421 +1,895
Jun11 110104 4.628 4.691 4.560 4.657 +0.018 7,141 18,356 +522
Jul11 110104 4.725 4.745 4.618 4.712 +0.015 4,966 17,607 +97
Aug11 110104 4.750 4.775 4.652 4.744 +0.013 2,274 17,339 -102
Sep11 110104 4.775 4.775 4.666 4.755 +0.012 1,630 12,675 +142
Oct11 110104 4.800 4.854 4.735 4.820 +0.011 13,458 51,767 -1,128
Nov11 110104 4.990 5.010 4.905 4.978 +0.006 2,152 22,120 +76
Dec11 110104 5.179 5.240 5.140 5.206 +0.004 2,454 20,056 +153
Jan12 110104 5.350 5.375 5.285 5.346 +0.002 8,996 35,458 +1,640
Feb12 110104 5.310 5.310 5.252 5.306 -0.003 727 7,076 +421
Mar12 110104 5.162 5.191 5.135 5.191 -0.006 2,166 17,535 +530
Apr12 110104 4.945 4.945 4.870 4.925 -0.013 3,035 16,229 +1,344
May12 110104 4.911 4.943 4.899 4.923 -0.013 465 4,268 -7
Total Volume and Open Interest 338,450 765,766 -6,638
Brent Crude Oil(ICE)
Feb11 110104 94.92 95.74 92.58 93.53 -1.31 82,668 199,469 -8,495
Mar11 110104 94.87 95.65 92.53 93.49 -1.31 41,479 193,775 +1,782
Apr11 110104 95.08 95.69 92.68 93.64 -1.33 17,850 80,737 +2,256
May11 110104 95.23 95.77 92.89 93.85 -1.32 9,520 47,241 +727
Jun11 110104 95.44 96.08 93.09 94.04 -1.29 13,640 68,491 +1,576
Jul11 110104 95.61 95.98 93.25 94.18 -1.25 3,054 23,336 +322
Aug11 110104 95.63 96.02 93.35 94.26 -1.22 2,015 12,264 +220
Sep11 110104 95.62 96.01 93.44 94.30 -1.18 965 21,391 +274
Oct11 110104 95.62 95.99 93.51 94.33 -1.14 651 13,888 +1,151
Nov11 110104 94.36 94.36 94.36 94.36 -1.12 473 10,625 -27
Dec11 110104 95.71 96.22 93.49 94.42 -1.09 6,723 92,507 +506
Jan12 110104 94.44 94.44 94.44 94.44 -1.04 243 9,173 -1
Feb12 110104 94.43 94.43 94.43 94.43 -1.01 92 5,649 -92
Mar12 110104 94.41 94.41 94.41 94.41 -0.99 0 3,575 +0
Total Volume and Open Interest 182,215 873,364 +248
Gas Oil(ICE)
Jan11 110104 786.25 791.00 763.75 767.75 -25.00 22,550 92,091 +0
Feb11 110104 792.25 796.75 770.00 774.50 -24.00 38,573 122,863 +331
Mar11 110104 795.00 800.50 774.75 779.25 -23.25 11,987 77,620 +2,137
Apr11 110104 797.25 802.25 778.00 782.25 -22.25 6,090 57,492 -277
May11 110104 799.50 803.25 780.50 784.75 -22.00 1,316 44,593 +106
Jun11 110104 802.75 806.00 783.50 787.75 -21.00 3,124 56,168 +471
Jul11 110104 806.25 809.25 788.50 791.75 -20.25 510 19,945 +163
Aug11 110104 809.50 811.00 791.00 795.00 -20.00 418 17,870 +82
Sep11 110104 810.75 815.00 793.75 797.75 -19.75 446 11,773 +120
Oct11 110104 812.00 815.00 795.00 799.25 -19.50 206 10,730 -21
Total Volume and Open Interest 84,723 619,666 +684
Ethanol(CBOT)
Jan11 110104 2.330 2.330 2.300 2.313 -0.047 134 208 -84
Feb11 110104 2.290 2.290 2.265 2.277 -0.040 176 759 -42
Mar11 110104 2.305 2.305 2.263 2.279 -0.036 58 1,137 +1
Apr11 110104 2.286 2.287 2.280 2.284 -0.037 12 706 +4
May11 110104 2.302 2.302 2.290 2.293 -0.041 8 432 +7
Jun11 110104 2.300 2.305 2.290 2.300 -0.036 7 559 +4
Jul11 110104 2.311 2.313 2.303 2.308 -0.033 19 725 +2
Aug11 110104 2.290 2.290 2.290 2.290 -0.037 5 759 +5
Total Volume and Open Interest 513 7,103 -106
WTI Crude Oil(ICE
Feb11 110104 91.60 92.06 88.35 89.38 -2.17 52,794 115,811 +1,845
Mar11 110104 92.50 92.92 89.40 90.42 -2.01 24,579 91,347 +5,217
Apr11 110104 93.17 93.60 90.31 91.32 -1.82 11,973 40,469 +310
May11 110104 93.78 94.19 91.31 92.07 -1.65 6,987 24,382 +353
Jun11 110104 94.21 94.62 91.80 92.63 -1.50 10,485 61,380 +699
Jul11 110104 94.53 94.87 92.30 93.06 -1.39 1,718 17,441 +310
Aug11 110104 95.08 95.08 93.07 93.33 -1.32 831 12,169 +179
Sep11 110104 94.84 95.27 92.88 93.51 -1.26 617 15,344 +30
Oct11 110104 94.90 95.34 92.99 93.62 -1.22 638 10,246 +67
Nov11 110104 93.71 93.71 93.71 93.71 -1.18 430 8,679 +130
Dec11 110104 94.95 95.42 93.00 93.79 -1.13 7,967 63,582 +310
Jan12 110104 93.75 93.75 93.75 93.75 -1.08 29 5,155 +1
Feb12 110104 93.67 93.67 93.67 93.67 -1.03 12 1,200 +0
Mar12 110104 93.58 93.58 93.58 93.58 -0.98 0 3,137 +0
Apr12 110104 93.50 93.50 93.50 93.50 -0.94 0 733 +0
May12 110104 93.41 93.41 93.41 93.41 -0.92 0 846 +0
Total Volume and Open Interest 122,437 557,930 +9,170
US Dollar Index(ICE)
Mar11 110104 79.500 79.775 79.115 79.700 +0.315 18,711 26,742 +1,274
Jun11 110104 79.920 80.115 79.640 80.115 +0.310 244 652 +6
Sep11 110104 80.475 80.475 80.475 80.475 +0.310 0 4 +0
Total Volume and Open Interest 18,955 27,398 +1,280
Australian Dollar(CME)
Mar11 110104 100.73 100.84 99.42 99.65 -1.37 58,655 123,100 -254
Jun11 110104 99.38 99.84 98.39 98.48 -1.36 6 304 +0
Sep11 110104 97.23 98.54 97.23 97.23 -1.31 0 14 +0
Total Volume and Open Interest 58,711 123,511 -304
British Pound(CME)
Mar11 110104 154.75 156.38 154.47 155.73 +0.90 69,691 86,798 +4,613
Jun11 110104 154.54 156.09 154.54 155.58 +0.90 89 189 +55
Sep11 110104 155.37 155.37 154.49 155.37 +0.88 0 3 +0
Total Volume and Open Interest 69,780 87,022 +4,668
Canadian Dollar(CME)
Mar11 110104 100.51 100.68 99.50 99.89 -0.78 50,347 122,484 +4,896
Jun11 110104 100.26 100.42 99.30 99.64 -0.78 266 2,053 +91
Sep11 110104 99.34 100.12 99.12 99.34 -0.78 20 993 +12
Dec11 110104 99.60 99.82 98.71 99.04 -0.78 36 1,071 -1
Total Volume and Open Interest 50,669 126,605 +4,998
Japanese Yen(CME)
Mar11 110104 122.46 122.63 121.63 122.06 -0.54 79,052 125,282 +4,062
Jun11 110104 122.59 122.75 121.89 122.20 -0.55 33 356 -8
Sep11 110104 122.45 122.95 122.40 122.40 -0.55 1 12 +1
Total Volume and Open Interest 79,086 125,651 +4,055
Swiss Franc(CME)
Mar11 110104 107.17 107.30 105.14 105.38 -1.91 32,004 48,801 +1,836
Jun11 110104 107.31 107.42 105.50 105.50 -1.92 24 53 +3
Sep11 110104 105.66 107.58 105.66 105.66 -1.92 1 1 +1
Total Volume and Open Interest 32,029 48,857 +1,840
EuroFX(CME)
Mar11 110104 133.50 134.31 132.87 133.01 -0.61 232,011 162,919 +3,303
Jun11 110104 133.34 134.19 132.85 132.94 -0.62 134 762 +15
Sep11 110104 133.47 133.49 132.86 132.86 -0.63 2 31 -1
Total Volume and Open Interest 232,147 164,004 +3,317
Mexican Peso(CME)
Jan11 110104 818.2 818.2 817.8 818.2 +0.5      
Feb11 110104 816.2 816.2 815.8 816.2 +0.5      
Total Volume and Open Interest 35,293 123,587 +8,231
30-Year T-Bonds(CBOT)
Mar11 110104 121~170 122~010 121~030 121~100 -0~060 228,261 534,455 -2,383
Jun11 110104 119~230 119~290 119~230 119~230 -0~060 138 657 +9
Sep11 110104 118~040 118~100 118~040 118~040 -0~060      
Total Volume and Open Interest 228,399 535,112 -2,374
10-Year T-Notes(CBOT)
Mar11 110104 120~085 120~215 120~000 120~100 +0~045 731,629 1,336,595 +9,402
Jun11 110104 119~035 119~135 119~000 119~050 +0~050 73 111 +60
Sep11 110104 118~025 118~025 117~295 118~025 +0~050      
Total Volume and Open Interest 731,702 1,336,710 +9,462
5-Year T-Notes(CBOT)
Mar11 110104 117~093 118~003 117~070 117~088 +0~004 327,909 992,417 +24,761
Jun11 110104 116~112 116~112 116~108 116~112 +0~004      
Sep11 110104 116~008 116~008 116~004 116~008 +0~004      
Total Volume and Open Interest 327,909 992,417 +24,761
2 Year T-Notes(CBOT)
Mar11 110104 109~059 109~063 109~048 109~051 -0~004 110,920 641,200 +4,653
Jun11 110104 109~032 109~032 109~024 109~024 -0~006 0 25 +0
Sep11 110104 108~125 109~005 108~125 108~125 -0~008      
Total Volume and Open Interest 110,920 641,225 +4,653
Eurodollars(CME)
Mar11 110104 99.635 99.645 99.625 99.635 unch 97,201 1,162,096 +13,455
Jun11 110104 99.560 99.570 99.535 99.540 -0.020 109,504 1,089,175 +12,288
Sep11 110104 99.450 99.460 99.405 99.410 -0.035 154,176 905,411 +10,621
Dec11 110104 99.285 99.295 99.215 99.225 -0.045 125,731 753,900 +10,550
Mar12 110104 99.065 99.090 98.990 99.000 -0.050 201,531 852,980 +31,165
Jun12 110104 98.800 98.835 98.725 98.735 -0.045 114,341 503,965 +11,331
Sep12 110104 98.520 98.575 98.460 98.475 -0.025 111,269 385,718 +10,346
Dec12 110104 98.235 98.310 98.180 98.210 unch 91,095 288,789 +10,501
Mar13 110104 97.955 98.045 97.905 97.950 +0.020 76,588 175,637 +5,404
Jun13 110104 97.670 97.770 97.625 97.675 +0.035 41,503 156,603 -2,144
Sep13 110104 97.395 97.505 97.360 97.410 +0.040 35,506 179,226 +91
Dec13 110104 97.125 97.240 97.095 97.145 +0.045 31,537 141,428 -1,596
Mar14 110104 96.900 97.005 96.870 96.915 +0.045 20,380 109,252 -575
Jun14 110104 96.670 96.770 96.640 96.680 +0.040 15,844 105,414 -1,736
Sep14 110104 96.450 96.545 96.420 96.455 +0.035 10,999 69,528 -558
Dec14 110104 96.220 96.325 96.205 96.235 +0.030 14,461 69,382 -806
Mar15 110104 96.055 96.135 96.030 96.050 +0.025 6,030 49,676 -331
Jun15 110104 4.140 4.210 4.110 4.125 +0.015 7,112 35,051 -568
Total Volume and Open Interest 1,286,659 7,257,827 +106,896
30 Day Federal Funds(CBOT)
Jan11 110104 99.820 99.823 99.820 99.823 +0.003 3,331 69,715 +1,449
Feb11 110104 99.820 99.825 99.815 99.815 unch 1,159 59,932 +732
Mar11 110104 99.820 99.825 99.815 99.815 unch 1,969 41,796 +1,060
Apr11 110104 99.820 99.830 99.820 99.820 unch 596 38,485 +183
May11 110104 99.815 99.825 99.815 99.815 unch 2,428 51,933 +226
Jun11 110104 99.810 99.815 99.805 99.810 unch 545 28,515 +204
Total Volume and Open Interest 27,396 503,388 -83,313
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 110104 99.662 99.665 99.662 99.665 +0.010 0 979 +0
Jun11 110104 99.640 99.640 99.640 99.640 unch 0 175 +0
Sep11 110104 99.625 99.625 99.625 99.625 unch      
Dec11 110104 99.632 99.632 99.632 99.632 +0.018 0 75 +0
Mar12 110104 99.615 99.615 99.615 99.615 +0.015      
Jun12 110104 99.660 99.660 99.660 99.660 +0.015      
Sep12 110104 99.610 99.610 99.610 99.610 +0.015      
Dec12 110104 99.515 99.515 99.515 99.515 +0.015      
Mar13 110104 99.515 99.515 99.515 99.515 +0.015      
Jun13 110104 99.470 99.470 99.470 99.470 +0.015      
Total Volume and Open Interest 0 1,229 +0
3-Mth Euro-Yen(SGX)
Mar11 110104 99.65 99.65 99.65 99.65 unch 0 2,094 +35
Jun11 110104 99.64 99.64 99.64 99.64 unch 0 1,389 +0
Sep11 110104 99.64 99.64 99.62 99.62 unch 0 1,054 -10
Dec11 110104 99.64 99.64 99.63 99.63 +0.02 0 1,723 +210
Mar12 110104 99.61 99.61 99.61 99.61 +0.01 0 305 +0
Jun12 110104 99.66 99.66 99.66 99.66 +0.02 0 754 +0
Sep12 110104 99.61 99.61 99.61 99.61 +0.01 0 310 +0
Dec12 110104 99.51 99.51 99.51 99.51 +0.01 0 4 +0
Total Volume and Open Interest 0 7,634 +235
Japanese Gov't Bonds(SGX)
Mar11 110104 140.78 140.85 140.21 140.23 -0.38 1,788 11,414 -257
Jun11 110104 138.14 138.14 138.14 138.14 -0.38      
Sep11 110104 136.05 136.05 136.05 136.05 -0.38      
Total Volume and Open Interest 1,788 11,414 -257
Euro-Bund(EUREX)
Mar11 110104 125.89 126.18 125.49 126.11 +0.38 327,105 907,086 +2,477
Jun11 110104 124.38 124.67 124.38 124.67 +0.44 5 564 +0
Sep11 110104 124.44 124.44 124.44 124.44 +0.18      
Total Volume and Open Interest 327,110 907,650 +2,477
Euro-Bobl(EUREX)
Mar11 110104 119.10 119.19 118.92 119.08 +0.06 207,972 662,601 +3,555
Jun11 110104 117.62 117.63 117.62 117.63 +0.08 1 48 +1
Sep11 110104 117.63 117.63 117.63 117.63 +0.08      
Total Volume and Open Interest 207,973 662,649 +3,556
3-Mth Euribor(EUREX)
Mar11 110104 98.975 98.975 98.955 98.965 -0.010 59 8,263 +10
Jun11 110104 98.870 98.870 98.865 98.865 -0.025 72 9,116 +40
Sep11 110104 98.795 98.795 98.765 98.770 -0.035 4 1,912 +1
Total Volume and Open Interest 173 26,562 +89
Long Gilt(LIFFE)
Mar11 101231 118~25 119~17 118~24 119~16 +0~24 49,139 237,786 +2,708
Jun11 110104 118~29 118~29 118~29 118~29 -0~18      
Total Volume and Open Interest 21,264 242,597 +4,811
3-Mth Short Sterling(LIFFE)
Mar11 110104 99.20 99.23 99.15 99.17 -0.03 10,285 287,101 +259
Jun11 110104 99.11 99.13 99.02 99.06 -0.04 14,985 254,856 +1,978
Sep11 110104 98.98 99.00 98.86 98.91 -0.04 13,653 229,420 +3,154
Dec11 110104 98.76 98.79 98.64 98.70 -0.05 17,815 255,687 +178
Mar12 110104 98.51 98.55 98.40 98.46 -0.05 33,612 229,695 -5,304
Jun12 110104 98.25 98.28 98.12 98.19 -0.05 15,754 138,844 +366
Total Volume and Open Interest 130,224 1,749,140 -772
3-Mth Euribor(LIFFE)
Mar11 110104 98.970 98.980 98.955 98.965 -0.010 58,049 551,872 +12,468
Jun11 110104 98.890 98.900 98.850 98.865 -0.025 68,787 476,560 -1,903
Sep11 110104 98.805 98.810 98.755 98.770 -0.035 69,048 352,731 -4,375
Total Volume and Open Interest 435,430 2,617,037 +30,872
3-Mth Aus T-Bills(SFE)
Mar11 110104 94.92 94.95 94.92 94.94 +0.01 16,172 198,179 +2,647
Jun11 110104 94.81 94.84 94.79 94.81 unch 14,780 118,071 -1,779
Sep11 110104 94.62 94.68 94.62 94.65 unch 8,885 77,970 +2,440
Dec11 110104 94.49 94.55 94.48 94.51 unch 3,474 50,647 +1,146
Mar12 110104 94.41 94.45 94.38 94.43 +0.01 1,215 41,873 +26
Jun12 110104 94.36 94.39 94.35 94.37 unch 747 37,209 +298
Sep12 110104 94.34 94.35 94.31 94.32 +0.01 315 19,377 +50
Dec12 110104 94.25 94.28 94.25 94.27 +0.02 93 8,849 +12
Mar13 110104 94.25 94.25 94.23 94.23 +0.01 1 2,658 -1
Jun13 110104 94.20 94.20 94.19 94.19 +0.01 1 575 +0
Total Volume and Open Interest 45,689 556,259 +4,839
10-Year Aus T-Bonds(SFE)
Mar11 110104 94.44 94.48 94.43 94.45 +0.01 20,845 346,667 +261
Jun11 110104 94.45 94.45 94.45 94.45 +0.01      
Total Volume and Open Interest 20,845 346,667 +261
3-Year Aus T-Bonds(SFE)
Mar11 110104 94.68 94.74 94.67 94.72 +0.02 60,798 383,409 +3,638
Jun11 110104 94.72 94.72 94.72 94.72 +0.02 1,984 1,984 +1,984
Total Volume and Open Interest 62,782 385,393 +5,622
Gold(CMX)
Feb11 110104 1414.8 1417.8 1375.0 1378.8 -44.1 77,199 346,860 +930
Apr11 110104 1418.4 1419.7 1377.3 1380.9 -44.2 2,910 55,357 +585
Jun11 110104 1420.3 1421.7 1379.7 1382.9 -44.3 1,896 34,379 -55
Aug11 110104 1421.8 1422.4 1383.1 1384.8 -44.4 112 16,181 +33
Oct11 110104 1415.3 1417.4 1385.9 1386.7 -44.6 18 12,429 -15
Dec11 110104 1427.3 1427.3 1385.0 1388.8 -44.8 456 26,467 -127
Feb12 110104 1393.0 1393.0 1391.1 1391.1 -45.0 202 6,412 -192
Apr12 110104 1393.7 1393.7 1393.7 1393.7 -45.2 481 5,868 +455
Jun12 110104 1416.8 1416.8 1396.4 1396.4 -45.5 1,156 12,258 -164
Aug12 110104 1399.6 1399.6 1399.6 1399.6 -45.8 25 6,066 +0
Oct12 110104 1403.3 1403.3 1403.3 1403.3 -46.0 650 1,084 -132
Dec12 110104 1430.0 1430.0 1406.3 1407.4 -46.2 472 14,118 +222
Total Volume and Open Interest 86,280 586,628 +1,514
Silver(CMX)
Mar11 110104 3074.0 3088.5 2932.5 2950.8 -161.7 41,283 78,658 +377
May11 110104 3075.0 3090.5 2944.0 2955.9 -162.0 869 12,916 -26
Jul11 110104 3088.5 3088.5 2950.0 2960.4 -162.5 1,132 9,629 -46
Sep11 110104 3082.5 3093.0 2964.8 2964.8 -162.9 29 6,085 +0
Dec11 110104 3090.5 3101.0 2966.5 2971.6 -163.3 463 12,603 -126
Mar12 110104 2976.8 2976.8 2976.8 2976.8 -164.3 0 374 +0
May12 110104 2980.3 2980.3 2980.3 2980.3 -165.0 0 540 +0
Total Volume and Open Interest 44,305 136,286 +316
Platinum(NYMEX)
Jan11 110104 1767.8 1769.3 1738.2 1743.1 -38.0 19 447 -38
Apr11 110104 1773.9 1777.5 1743.1 1747.4 -39.0 3,523 38,326 +359
Jul11 110104 1766.4 1766.4 1750.1 1751.4 -39.8 9 624 +0
Oct11 110104 1751.4 1751.4 1751.4 1751.4 -39.8 1 15 +1
Total Volume and Open Interest 3,555 39,417 +324
Palladium(NYMEX)
Mar11 110104 792.50 795.20 765.10 769.05 -31.35 2,626 22,800 +459
Jun11 110104 790.00 790.60 770.25 770.25 -31.25 22 505 +20
Sep11 110104 768.75 768.75 768.75 768.75 -31.25 0 12 +0
Total Volume and Open Interest 2,650 23,323 +474
Copper(CMX)
Mar11 110104 443.45 446.60 435.30 436.90 -8.85 18,390 117,850 +25
May11 110104 444.80 445.60 435.20 436.30 -8.70 756 27,211 +262
Jul11 110104 443.60 443.60 434.90 434.90 -8.50 77 7,634 +6
Sep11 110104 439.00 439.00 432.00 433.45 -8.30 15 5,446 +7
Dec11 110104 439.00 439.00 430.00 430.75 -8.05 50 3,333 +19
Total Volume and Open Interest 19,811 167,313 +495
DJIA Index(CBOT)
Mar11 110104 11585 11638 11575 11619 +34 285 6,482 +57
Jun11 110104 11556 11556 11522 11556 +34      
Sep11 110104 11499 11499 11465 11499 +34      
Dec11 110104 11444 11444 11410 11444 +34      
Total Volume and Open Interest 285 6,482 +57
S & P 500(CME)
Mar11 110104 1265.10 1269.90 1258.30 1265.30 unch 14,059 269,361 +517
Jun11 110104 1265.50 1266.00 1253.70 1260.20 unch 76 3,840 -1
Sep11 110104 1255.40 1259.40 1248.90 1255.40 unch 26 2,275 +11
Dec11 110104 1250.80 1254.80 1244.30 1250.80 unch 0 350 +0
Total Volume and Open Interest 14,161 275,826 +527
S & P 500 E-Mini(Globex)
Mar11 110104 1264.75 1270.00 1258.25 1265.25 unch 667,046 2,478,376 +0
Jun11 110104 1260.25 1264.50 1253.75 1260.25 unch 734 2,991 +97
Total Volume and Open Interest 1,591,785 2,503,815 +22,442
NASDAQ 100(CME)
Mar11 110104 2251.00 2262.00 2236.00 2245.50 -5.00 5,869 12,735 +2,863
Jun11 110104 2242.30 2250.00 2240.00 2242.30 -5.00      
Sep11 110104 2239.80 2243.30 2239.80 2239.80 -5.00      
Total Volume and Open Interest 5,869 12,735 +2,863
NASDAQ 100 E-Mini(Globex)
Mar11 110104 2249.80 2262.50 2236.50 2245.50 -5.00 276,753 367,978 +39,881
Jun11 110104 2247.80 2256.00 2234.00 2242.30 -5.00 88 133 -14
Total Volume and Open Interest 276,842 368,116 +39,867
S & P Midcap 400(CME)
Mar11 110104 919.00 920.00 901.00 907.40 -8.50 10 1,403 -7
Jun11 110104 904.90 904.90 904.90 904.90 -8.60      
Sep11 110104 903.10 903.10 903.10 903.10 -8.60      
Total Volume and Open Interest 10 1,403 -7
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Mar11 110104 10370 10460 10345 10430 +65 5,387 38,550 +783
Jun11 110104 10465 10465 10345 10410 +65 0 3 +0
Total Volume and Open Interest 5,387 38,553 +783
Nikkei 225(SGX)
Mar11 110104 10345 10425 10325 10390 +180 79,928 213,400 +14,237
Jun11 110104 10315 10320 10315 10320 +185 17 2,673 +4
Sep11 110104 10320 10320 10320 10320 +185      
Total Volume and Open Interest 80,425 231,688 +14,632
CAC 40(EURONEXT)
Jan11 110104 3901.5 3947.5 3891.0 3916.5 +14.0 89,883 383,301 +30,731
Feb11 110104 3910.0 3948.0 3894.0 3918.5 +14.5 91 304 +62
Mar11 110104 3910.5 3946.0 3897.0 3919.5 +14.5 430 43,535 +31
Total Volume and Open Interest 90,404 427,175 +30,824
Hang Seng Index(HKFE)
Jan11 110104 23387 23683 23387 23670 +284 56,739 89,462 +1,837
Feb11 110104 23456 23681 23431 23670 +278 360 495 +272
Mar11 110104 23144 23640 23144 23620 +276 477 5,842 +106
Total Volume and Open Interest 57,678 96,999 +2,172
DAX(EUREX)
Mar11 110104 6989.5 7038.0 6963.0 6983.0 -15.0 94,718 192,465 -2,447
Jun11 110104 7018.0 7056.0 6992.5 7005.5 -15.5 352 10,892 -178
Sep11 110104 7049.0 7065.0 7023.0 7023.5 -14.5 6 15 +1
Total Volume and Open Interest 95,076 203,372 -2,624
FT-SE 100(EURONEXT)
Mar11 110104 5908.50 6010.50 5908.00 5959.00 +66.00 21,986 650,865 -1,550
Jun11 110104 5923.50 5961.50 5916.00 5916.00 +66.00 1 1,253 -5
Sep11 110104 5920.00 5920.00 5884.50 5884.50 +66.00 0 40 +0
Total Volume and Open Interest 21,987 652,158 -1,555
SPI 200(SFE)
Mar11 110104 4780.0 4783.0 4722.0 4736.0 +6.0 33,101 197,153 +3,588
Jun11 110104 4756.0 4766.0 4754.0 4763.0 +7.0 4 2,963 +3
Sep11 110104 4754.0 4754.0 4754.0 4754.0 +7.0 2 1,826 +0
Total Volume and Open Interest 33,188 203,444 +3,602
GSCI(CME)
Jan11 110104 632.50 635.00 619.00 624.00 -12.25 305 14,794 +152
Feb11 110104 636.00 639.00 623.00 628.00 -11.75 2 1 +0
Mar11 110104 630.00 641.60 626.00 630.00 -11.50      
Total Volume and Open Interest 307 14,795 +152
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.

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