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MRCI's End of Day Prices

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MRCI's End of Day Prices
Daily Futures Price Listing Wed January 05, 2011
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan11 110105 1362.00 1387.25 1354.00 1386.00 +25.00 5,881 12,324 -2,696
Mar11 110105 1372.00 1395.00 1362.00 1393.50 +24.00 107,465 302,760 -3,570
May11 110105 1379.00 1402.50 1369.75 1400.50 +23.50 24,332 89,438 +3,594
Jul11 110105 1383.00 1404.75 1372.00 1402.25 +22.50 19,678 75,079 +784
Aug11 110105 1352.00 1373.50 1352.00 1373.50 +20.25 317 2,263 -39
Sep11 110105 1307.50 1333.00 1307.50 1333.00 +19.25 176 2,646 +14
Nov11 110105 1278.25 1298.25 1269.00 1295.50 +18.00 14,854 117,189 -1,196
Total Volume and Open Interest 173,477 622,611 -2,975
Soybean Meal(CBOT)
Jan11 110105 364.70 369.90 361.70 369.30 +4.60 3,362 2,564 -713
Mar11 110105 367.40 373.80 364.50 373.00 +5.20 35,591 97,234 +1,309
May11 110105 369.20 374.90 366.10 374.10 +4.70 11,170 27,154 -990
Jul11 110105 369.20 375.00 366.50 374.10 +4.20 4,849 22,441 -211
Aug11 110105 358.00 364.00 358.00 363.50 +3.50 346 6,331 -30
Sep11 110105 351.40 351.70 346.70 351.70 +2.80 424 5,650 +41
Oct11 110105 331.60 334.90 329.20 334.80 +1.80 588 5,215 +93
Dec11 110105 329.20 332.50 326.30 332.20 +1.70 2,294 20,565 +160
Total Volume and Open Interest 58,696 190,035 -332
Soybean Oil(CBOT)
Jan11 110105 56.43 57.38 56.00 57.25 +0.92 5,241 4,029 -1,881
Mar11 110105 56.98 57.90 56.40 57.76 +0.91 51,287 203,280 -790
May11 110105 57.50 58.31 56.84 58.21 +0.93 12,078 57,885 +1,381
Jul11 110105 57.54 58.52 57.02 58.40 +0.95 6,379 48,353 +862
Aug11 110105 57.21 58.45 57.20 58.40 +1.01 341 4,864 -40
Sep11 110105 57.20 58.43 57.20 58.36 +1.07 515 5,761 -9
Oct11 110105 56.89 58.31 56.80 58.21 +1.13 620 7,982 +166
Dec11 110105 57.14 58.25 56.62 58.19 +1.16 2,072 26,080 +0
Total Volume and Open Interest 78,618 359,216 -270
Canola(WCE)
Jan11 110105 579.1 590.0 579.1 584.6 +3.8 135 675 -196
Mar11 110105 581.5 594.5 581.2 589.1 +3.3 7,634 124,331 -347
May11 110105 591.0 601.0 586.0 594.9 +4.3 1,014 10,940 +151
Jul11 110105 583.0 599.3 583.0 595.3 +4.3 457 17,259 +312
Nov11 110105 531.0 535.0 523.3 532.2 +1.3 677 37,309 +105
Total Volume and Open Interest 10,102 193,578 +181
Corn(CBOT)
Mar11 110105 609.00 619.75 600.25 619.25 +10.75 177,112 719,829 -9,783
May11 110105 617.00 629.50 608.75 627.50 +10.75 25,218 212,185 +3,384
Jul11 110105 621.00 632.00 612.50 631.75 +11.00 30,103 231,827 +849
Sep11 110105 575.75 589.00 568.25 587.50 +11.50 2,763 43,469 +270
Dec11 110105 544.00 559.50 538.00 558.25 +14.75 31,225 271,052 -1,815
Mar12 110105 551.75 566.50 546.50 566.50 +14.75 2,077 21,865 +488
Total Volume and Open Interest 271,924 1,546,155 -6,020
Wheat(CBOT)
Mar11 110105 792.75 810.25 776.00 808.25 +19.00 42,111 228,131 -2,807
May11 110105 820.75 836.75 804.00 835.00 +18.75 10,936 68,120 -93
Jul11 110105 832.25 848.50 815.50 846.25 +19.00 8,266 108,521 +781
Sep11 110105 832.50 863.75 830.50 862.00 +20.75 1,168 19,741 +345
Dec11 110105 857.50 879.25 844.00 876.00 +21.00 3,881 59,015 +873
Total Volume and Open Interest 66,645 498,538 -769
Wheat(KCBT)
Mar11 110105 853.00 874.50 839.25 873.25 +24.00 13,651 111,596 -734
May11 110105 861.50 883.50 850.50 882.75 +24.50 3,925 29,824 +1,280
Jul11 110105 864.75 888.50 855.00 887.50 +23.25 2,998 53,872 +283
Sep11 110105 865.25 896.50 862.75 896.50 +23.75 300 13,672 +16
Dec11 110105 877.00 903.75 871.00 903.75 +23.50 432 10,638 +43
Total Volume and Open Interest 21,331 221,870 +901
Wheat(MGE)
Mar11 110105 877.00 900.75 866.00 899.00 +22.75 4,228 27,982 -832
May11 110105 884.00 907.50 874.00 906.00 +21.75 1,391 13,181 +529
Jul11 110105 887.50 908.50 876.00 907.00 +21.75 856 9,702 -150
Sep11 110105 877.00 900.00 870.00 899.75 +22.50 425 9,587 +60
Dec11 110105 882.50 903.25 872.25 901.25 +19.75 559 8,402 +78
Total Volume and Open Interest 7,493 70,282 -301
Oats(CBOT)
Mar11 110105 392.75 393.00 378.75 389.25 -4.50 886 10,202 +336
May11 110105 394.50 398.00 385.00 393.50 -4.50 88 793 +53
Jul11 110105 393.00 395.00 386.00 392.50 -2.50 45 396 +11
Sep11 110105 350.25 360.00 349.00 360.00 +3.00 9 60 +3
Total Volume and Open Interest 1,092 12,563 +195
Rough Rice(CBOT)
Jan11 110105 13.69 14.02 13.69 13.82 -0.06 248 332 -89
Mar11 110105 14.12 14.17 13.90 14.08 -0.07 1,000 13,842 +40
May11 110105 14.44 14.44 14.18 14.36 -0.07 76 1,794 -1
Jul11 110105 14.45 14.70 14.44 14.62 -0.08 10 1,670 +0
Total Volume and Open Interest 1,377 18,768 -23
Live Cattle(CME)
Feb11 110105 106.385 106.900 105.980 106.635 +0.455 25,265 140,074 -4,753
Apr11 110105 110.300 110.900 109.885 110.550 +0.265 12,310 97,046 +2,730
Jun11 110105 108.135 108.600 107.785 108.250 +0.115 10,689 53,652 +3,477
Aug11 110105 108.330 108.785 107.930 108.600 +0.250 1,586 18,794 +238
Oct11 110105 110.550 110.900 110.150 110.750 +0.270 674 11,034 +52
Dec11 110105 111.580 111.950 111.250 111.885 +0.305 354 8,324 +166
Total Volume and Open Interest 51,025 330,306 +2,004
Feeder Cattle(CME)
Jan11 110105 120.850 121.230 120.500 120.980 -0.020 709 5,335 -270
Mar11 110105 122.550 122.850 122.000 122.400 unch 2,367 23,708 -21
Apr11 110105 123.500 123.650 122.885 123.300 -0.100 984 5,447 +40
May11 110105 123.535 123.800 123.180 123.600 unch 567 6,867 +125
Aug11 110105 124.550 124.650 124.080 124.650 +0.200 448 6,794 +194
Sep11 110105 124.150 124.300 123.650 124.300 unch 102 627 +40
Oct11 110105 124.100 124.300 123.650 124.300 unch 60 243 +32
Total Volume and Open Interest 5,253 49,136 +154
Lean Hogs(CME)
Feb11 110105 77.350 78.680 77.100 78.035 +0.735 17,147 76,325 -3,540
Apr11 110105 81.785 82.785 81.500 82.180 +0.295 8,425 58,294 +1,306
May11 110105 89.450 90.300 89.135 90.135 +0.285 74 1,791 +10
Jun11 110105 91.800 92.750 91.400 92.350 +0.700 3,315 37,657 +872
Jul11 110105 91.230 92.180 91.150 91.830 +0.380 773 9,045 +52
Aug11 110105 91.035 91.800 90.930 91.350 -0.100 1,379 10,577 +216
Oct11 110105 81.450 82.050 81.330 81.785 -0.115 479 7,375 +114
Dec11 110105 78.350 78.600 77.850 78.550 +0.300 213 3,231 +33
Total Volume and Open Interest 31,869 205,296 -882
Class III Milk(CME)
Jan11 110105 13.17 13.23 13.16 13.21 +0.03 363 5,089 +128
Feb11 110105 13.72 13.85 13.64 13.72 +0.03 266 5,330 +69
Mar11 110105 14.03 14.29 14.03 14.13 +0.06 208 3,830 +130
Apr11 110105 14.56 14.90 14.56 14.75 +0.14 68 2,758 +26
May11 110105 14.80 15.13 14.78 15.00 +0.22 38 2,501 +17
Total Volume and Open Interest 1,155 29,741 +491
Cocoa(ICE)
Mar11 110105 2925 2929 2822 2852 -80 14,352 69,332 -157
May11 110105 2934 2943 2848 2875 -78 1,982 23,649 +867
Jul11 110105 2934 2934 2867 2892 -75 447 12,730 +142
Sep11 110105 2960 2960 2880 2909 -71 237 7,321 -70
Dec11 110105 2977 2977 2907 2929 -69 168 13,349 +76
Mar12 110105 2978 2997 2978 2997 -73 68 10,926 -1
May12 110105 2992 2995 2992 2995 -70 28 4,612 +17
Total Volume and Open Interest 17,286 143,807 +877
Coffee "C"(ICE)
Mar11 110105 234.10 237.90 230.00 233.00 -1.95 17,011 88,991 -1,671
May11 110105 235.75 238.90 232.25 234.55 -2.00 4,861 28,311 +683
Jul11 110105 234.65 239.05 231.55 234.40 -1.65 1,368 10,432 +279
Sep11 110105 230.50 235.85 228.95 231.40 -1.25 184 4,548 +41
Dec11 110105 224.60 231.10 224.60 226.80 -1.35 208 7,055 +76
Mar12 110105 220.40 226.00 220.40 221.85 -1.25 49 714 -1
Total Volume and Open Interest 23,732 140,740 -566
Orange Juice(ICE)
Jan11 110105 181.95 181.95 181.95 181.95 +4.40 72 1,385 -31
Mar11 110105 169.25 174.25 167.00 172.75 +3.50 2,114 21,764 +346
May11 110105 168.00 173.70 168.00 172.50 +2.35 279 5,369 +104
Jul11 110105 169.50 174.65 169.50 171.45 +0.95 22 2,474 -2
Sep11 110105 170.65 171.70 170.40 170.95 -0.50 2 457 +0
Nov11 110105 171.00 171.60 171.00 171.25 -1.15 18 559 +2
Total Volume and Open Interest 2,507 32,031 +419
Sugar #11(ICE)
Mar11 110105 31.08 32.41 30.45 32.20 +1.20 75,605 228,837 -4,659
May11 110105 28.44 29.46 27.88 29.29 +0.99 31,045 117,688 +1,304
Jul11 110105 25.45 26.48 25.20 26.29 +0.84 19,713 103,864 -1,173
Oct11 110105 23.79 24.56 23.33 24.39 +0.77 8,424 60,521 -147
Mar12 110105 23.00 23.70 22.53 23.52 +0.81 4,217 48,071 +342
Total Volume and Open Interest 142,191 607,185 -3,973
London Cocoa(LCE)
Mar11 110105 1958 1962 1914 1934 -28 5,325 64,392 +0
May11 110105 1966 1975 1921 1942 -33 2,252 24,559 +200
Jul11 110105 1965 1968 1934 1956 -33 1,920 22,069 +812
Sep11 110105 1998 1998 1947 1970 -28 1,470 14,496 +607
Dec11 110105 1984 1985 1959 1980 -28 573 22,181 +170
Mar12 110105 1999 1999 1967 1988 -31 465 19,927 +362
May12 110105 2001 2001 1994 1994 -28 19 3,508 +0
Total Volume and Open Interest 16,468 170,349 +944
London Sugar(LCE)
Mar11 110105 760.80 781.70 749.00 775.90 +15.10 3,784 26,753 -437
May11 110105 736.20 753.80 723.20 749.40 +17.20 1,404 10,120 -31
Aug11 110105 678.00 694.50 666.20 692.80 +22.80 493 7,645 +42
Oct11 110105 617.00 639.90 616.50 639.70 +26.20 195 2,444 +52
Dec11 110105 597.00 623.90 596.60 621.20 +27.70 71 960 +29
Total Volume and Open Interest 5,998 48,570 -301
Cotton(ICE)
Mar11 110105 143.50 147.78 142.05 145.20 +1.42 9,363 102,774 +56
May11 110105 137.89 141.89 136.37 140.11 +2.22 4,679 23,736 +257
Jul11 110105 129.99 133.49 128.05 131.16 +1.67 1,485 31,264 +124
Oct11 110105 112.00 112.00 112.00 112.00 +0.05 1 172 -1
Dec11 110105 99.60 101.00 98.95 100.02 +0.51 1,054 47,100 -242
Mar12 110105 94.80 95.50 94.60 95.39 +0.97 70 1,054 +19
Total Volume and Open Interest 16,933 207,895 +435
Lumber(CME)
Jan11 110105 308.1 319.0 306.4 313.0 +8.0 312 947 -119
Mar11 110105 322.5 330.1 322.2 330.1 +10.0 1,136 7,347 +227
May11 110105 332.7 345.9 332.7 344.9 +9.0 352 2,436 +132
Jul11 110105 338.6 346.5 338.6 345.8 +8.3 148 918 +105
Total Volume and Open Interest 1,951 11,783 +344
Crude Oil(NYM)
Feb11 110105 89.29 90.84 88.10 90.30 +0.92 415,521 310,848 -4,174
Mar11 110105 90.31 91.97 89.12 91.42 +1.00 146,287 214,467 +3,860
Apr11 110105 91.16 92.92 90.03 92.39 +1.07 67,756 94,273 +1,787
May11 110105 91.86 93.61 90.80 93.23 +1.16 38,673 69,861 +6,465
Jun11 110105 92.50 94.25 91.39 93.87 +1.24 53,944 93,450 +496
Jul11 110105 92.96 94.60 91.90 94.38 +1.32 18,409 48,825 +3,521
Aug11 110105 93.23 94.94 92.22 94.71 +1.38 8,562 27,764 +2,214
Sep11 110105 93.31 95.13 92.77 94.92 +1.41 6,673 26,682 -121
Oct11 110105 93.20 95.15 93.00 95.05 +1.43 3,832 18,570 -96
Nov11 110105 94.08 95.32 94.08 95.15 +1.44 4,397 21,622 +172
Dec11 110105 93.65 95.50 92.70 95.24 +1.45 38,797 156,099 -1,105
Jan12 110105 93.59 95.30 93.59 95.22 +1.47 2,770 28,674 -185
Feb12 110105 95.16 95.16 95.16 95.16 +1.49 545 8,682 +146
Mar12 110105 95.10 95.10 95.10 95.10 +1.52 256 10,700 -74
Apr12 110105 95.04 95.04 95.04 95.04 +1.54 270 4,991 +195
May12 110105 94.99 94.99 94.98 94.99 +1.58 193 5,894 +85
Total Volume and Open Interest 826,067 1,471,226 +15,328
e-miNY Crude Oil(NYM)
Jan11 101217 87.925 88.500 87.025 88.025 +0.325 5,348 3,079 -457
Feb11 110105 89.300 90.825 88.075 90.300 +0.925 14,237 4,953 +300
Mar11 110105 90.400 91.925 89.100 91.425 +1.000 2,057 2,426 +353
Apr11 110105 90.925 92.700 90.175 92.400 +1.075 103 171 +60
May11 110105 93.225 93.225 93.225 93.225 +1.150 1 18 -1
Jun11 110105 93.875 93.875 93.875 93.875 +1.250 0 46 +0
Jul11 110105 94.000 94.375 94.000 94.375 +1.325 2 14 +2
Aug11 110105 92.000 94.700 92.000 94.700 +1.375 5 10 +1
Sep11 110105 94.925 94.925 94.925 94.925 +1.425 0 1 +0
Oct11 110105 95.050 95.050 95.050 95.050 +1.425 0 41 +0
Total Volume and Open Interest 16,405 7,921 +701
Heating Oil(NYM)
Feb11 110105 250.35 255.36 246.78 254.22 +3.57 62,038 106,571 -2,387
Mar11 110105 252.00 256.22 247.86 255.10 +3.45 27,391 62,804 +4,379
Apr11 110105 251.84 255.79 248.13 254.82 +3.29 10,764 28,842 +555
May11 110105 248.19 255.55 248.19 254.69 +3.29 6,231 18,839 +532
Jun11 110105 250.89 256.15 248.39 255.21 +3.27 11,340 33,270 -1,353
Jul11 110105 253.60 257.45 250.50 256.60 +3.26 2,695 8,987 -372
Aug11 110105 252.66 258.80 252.66 258.09 +3.28 917 5,837 +40
Sep11 110105 254.68 260.46 254.10 259.58 +3.34 1,866 6,154 +788
Oct11 110105 255.37 261.33 254.75 261.05 +3.38 635 4,317 +107
Nov11 110105 256.54 263.18 256.25 262.55 +3.40 743 4,929 +264
Dec11 110105 259.68 264.45 257.30 263.88 +3.42 5,784 16,316 +913
Jan12 110105 261.78 265.25 261.78 265.25 +3.48 503 2,603 +204
Total Volume and Open Interest 131,382 306,563 +3,758
Gasoline(NYMEX)
Feb11 110105 239.91 246.12 236.88 244.51 +3.11 53,086 94,225 -446
Mar11 110105 240.15 246.64 237.71 245.17 +3.14 25,348 52,899 +1,994
Apr11 110105 249.75 255.90 248.26 254.68 +3.03 12,665 31,212 -841
May11 110105 249.23 256.40 248.49 255.23 +3.08 5,585 16,194 +350
Jun11 110105 251.30 256.14 248.16 255.03 +3.05 5,796 20,383 -507
Jul11 110105 249.76 255.02 248.30 254.16 +3.05 931 5,896 -19
Aug11 110105 251.40 252.69 251.40 252.69 +3.06 778 6,175 -3
Sep11 110105 245.40 251.04 245.40 250.92 +3.12 1,429 3,913 +403
Oct11 110105 234.60 240.12 234.60 240.12 +2.98 696 3,904 +301
Nov11 110105 234.02 238.24 234.02 238.24 +2.98 266 1,323 +8
Total Volume and Open Interest 108,042 270,115 +1,102
e-miNY RBOB Gasoline(NYM)
Feb11 110105 244.50 244.51 244.50 244.50 +3.10 1 3 +1
Mar11 110105 245.20 245.20 245.17 245.20 +3.20 0 1 +0
Apr11 110105 254.70 254.70 254.68 254.70 +3.00 0 1 +0
May11 110105 255.20 255.23 255.20 255.20 +3.00 0 1 +0
Total Volume and Open Interest 1 9 +1
Natural Gas(NYM)
Feb11 110105 4.611 4.640 4.447 4.473 -0.196 160,213 145,683 -8,007
Mar11 110105 4.581 4.604 4.418 4.441 -0.191 49,112 175,808 +863
Apr11 110105 4.550 4.555 4.382 4.406 -0.182 41,301 90,300 +2,500
May11 110105 4.544 4.569 4.418 4.440 -0.178 25,606 48,836 +3,415
Jun11 110105 4.595 4.608 4.466 4.480 -0.177 11,856 18,649 +293
Jul11 110105 4.653 4.657 4.524 4.540 -0.172 9,371 16,999 -608
Aug11 110105 4.681 4.681 4.558 4.572 -0.172 4,255 17,144 -195
Sep11 110105 4.702 4.702 4.568 4.583 -0.172 2,855 12,999 +324
Oct11 110105 4.755 4.759 4.630 4.647 -0.173 10,946 52,004 +237
Nov11 110105 4.934 4.934 4.806 4.815 -0.163 2,333 22,152 +32
Dec11 110105 5.157 5.157 5.035 5.052 -0.154 2,576 20,277 +221
Jan12 110105 5.278 5.285 5.178 5.194 -0.152 7,222 36,455 +997
Feb12 110105 5.238 5.238 5.152 5.164 -0.142 937 6,944 -132
Mar12 110105 5.122 5.130 5.051 5.055 -0.136 3,051 17,842 +307
Apr12 110105 4.870 4.870 4.786 4.802 -0.123 1,459 16,840 +611
May12 110105 4.860 4.870 4.785 4.805 -0.118 588 4,680 +412
Total Volume and Open Interest 333,895 767,021 +1,255
Brent Crude Oil(ICE)
Feb11 110105 93.35 95.86 92.37 95.50 +1.97 184,625 182,269 -17,200
Mar11 110105 93.20 95.71 92.27 95.37 +1.88 109,500 193,699 -76
Apr11 110105 93.42 95.80 92.40 95.47 +1.83 54,831 82,384 +1,647
May11 110105 93.52 95.91 92.64 95.66 +1.81 28,136 50,819 +3,578
Jun11 110105 93.82 96.19 92.82 95.87 +1.83 37,156 69,020 +529
Jul11 110105 93.97 96.26 93.14 96.02 +1.84 9,028 22,108 -1,228
Aug11 110105 93.74 96.35 93.28 96.11 +1.85 6,752 13,060 +796
Sep11 110105 94.12 96.40 93.33 96.17 +1.87 5,923 22,979 +1,588
Oct11 110105 94.16 96.42 93.40 96.22 +1.89 4,380 15,268 +1,380
Nov11 110105 96.28 96.28 96.28 96.28 +1.92 3,534 10,402 -223
Dec11 110105 94.12 96.56 93.32 96.36 +1.94 22,995 96,333 +3,826
Jan12 110105 96.39 96.39 96.39 96.39 +1.95 1,187 9,459 +286
Feb12 110105 96.39 96.39 96.39 96.39 +1.96 817 5,705 +56
Mar12 110105 96.38 96.38 96.38 96.38 +1.97 525 3,613 +38
Total Volume and Open Interest 477,645 870,690 -2,674
Gas Oil(ICE)
Jan11 110105 769.25 784.50 757.75 777.50 +9.75 60,748 73,041 -19,050
Feb11 110105 775.25 790.50 764.25 783.50 +9.00 104,085 124,759 +1,896
Mar11 110105 778.75 795.00 769.50 788.00 +8.75 61,632 81,382 +3,762
Apr11 110105 783.25 798.50 773.50 791.50 +9.25 23,821 57,148 -344
May11 110105 785.75 801.25 778.25 794.75 +10.00 13,874 46,179 +1,586
Jun11 110105 789.00 804.75 780.00 798.25 +10.50 26,580 56,135 -33
Jul11 110105 792.75 809.00 784.50 802.25 +10.50 3,630 18,978 -967
Aug11 110105 794.75 812.75 792.25 806.00 +11.00 1,018 17,700 -170
Sep11 110105 797.50 816.25 796.00 809.25 +11.50 1,819 12,398 +625
Oct11 110105 799.00 818.00 795.50 811.25 +12.00 980 10,895 +165
Total Volume and Open Interest 311,590 611,095 -8,571
Ethanol(CBOT)
Jan11 110105 2.315 2.315 2.305 2.305 -0.008 63 135 -73
Feb11 110105 2.278 2.300 2.277 2.297 +0.020 176 781 +22
Mar11 110105 2.275 2.295 2.275 2.291 +0.012 63 1,145 +8
Apr11 110105 2.280 2.299 2.280 2.297 +0.013 22 715 +9
May11 110105 2.295 2.316 2.295 2.314 +0.021 69 407 -25
Jun11 110105 2.298 2.322 2.298 2.320 +0.020 45 546 -13
Jul11 110105 2.300 2.331 2.300 2.326 +0.018 51 705 -20
Aug11 110105 2.302 2.315 2.302 2.315 +0.025 10 761 +2
Total Volume and Open Interest 619 7,038 -65
WTI Crude Oil(ICE
Feb11 110105 89.27 90.84 88.08 90.30 +0.92 108,676 114,814 -997
Mar11 110105 90.22 91.93 89.10 91.42 +1.00 61,140 95,930 +4,583
Apr11 110105 91.15 92.87 90.13 92.39 +1.07 32,283 42,812 +2,343
May11 110105 91.31 93.64 90.89 93.23 +1.16 16,213 26,656 +2,274
Jun11 110105 92.01 94.23 91.47 93.87 +1.24 21,087 62,731 +1,351
Jul11 110105 92.54 94.56 92.17 94.38 +1.32 3,869 18,070 +629
Aug11 110105 92.50 94.86 92.50 94.71 +1.38 2,705 12,240 +71
Sep11 110105 93.01 95.07 92.69 94.92 +1.41 1,885 15,480 +136
Oct11 110105 94.79 95.20 94.79 95.05 +1.43 2,986 10,742 +496
Nov11 110105 95.15 95.15 95.15 95.15 +1.44 1,966 9,312 +633
Dec11 110105 93.43 95.50 92.87 95.24 +1.45 18,768 65,658 +2,076
Jan12 110105 95.22 95.22 95.22 95.22 +1.47 178 5,228 +73
Feb12 110105 95.16 95.16 95.16 95.16 +1.49 15 1,190 -10
Mar12 110105 95.10 95.10 95.10 95.10 +1.52 6 3,143 +6
Apr12 110105 95.04 95.04 95.04 95.04 +1.54 29 762 +29
May12 110105 94.99 94.99 94.99 94.99 +1.58 34 834 -12
Total Volume and Open Interest 277,357 571,306 +13,376
US Dollar Index(ICE)
Mar11 110105 79.710 80.635 79.710 80.537 +0.838 15,367 27,006 +264
Jun11 110105 80.290 81.015 80.290 80.923 +0.808 34 667 +15
Sep11 110105 81.283 81.283 81.283 81.283 +0.808 0 4 +0
Total Volume and Open Interest 15,401 27,677 +279
Australian Dollar(CME)
Mar11 110105 99.74 99.91 98.76 99.13 -0.52 104,037 121,182 -1,918
Jun11 110105 98.39 98.48 97.65 97.98 -0.50 124 272 -32
Sep11 110105 96.76 97.23 96.76 96.76 -0.47 0 14 +0
Total Volume and Open Interest 104,163 121,562 -1,949
British Pound(CME)
Mar11 110105 155.84 156.20 154.43 154.85 -0.88 110,787 84,042 -2,756
Jun11 110105 155.66 155.77 154.35 154.69 -0.89 131 193 +4
Sep11 110105 154.49 155.37 154.49 154.49 -0.88 0 3 +0
Total Volume and Open Interest 110,918 84,270 -2,752
Canadian Dollar(CME)
Mar11 110105 100.01 100.53 99.62 100.24 +0.35 77,955 116,556 -5,928
Jun11 110105 99.80 100.27 99.40 99.99 +0.35 202 2,129 +76
Sep11 110105 99.90 99.90 99.34 99.67 +0.33 11 992 -1
Dec11 110105 99.57 99.69 99.04 99.37 +0.33 26 1,077 +6
Total Volume and Open Interest 78,194 120,758 -5,847
Japanese Yen(CME)
Mar11 110105 121.91 122.22 120.00 120.10 -1.96 114,190 128,104 +2,822
Jun11 110105 122.23 122.23 120.24 120.24 -1.96 52 365 +9
Sep11 110105 120.45 122.40 120.45 120.45 -1.95 1 13 +1
Total Volume and Open Interest 114,243 128,483 +2,832
Swiss Franc(CME)
Mar11 110105 105.55 105.67 103.29 103.47 -1.91 53,313 47,424 -1,377
Jun11 110105 105.14 105.50 103.59 103.59 -1.91 23 57 +4
Sep11 110105 103.97 105.66 103.74 103.74 -1.92 1 1 +0
Total Volume and Open Interest 53,337 47,484 -1,373
EuroFX(CME)
Mar11 110105 133.06 133.22 131.21 131.46 -1.55 310,679 162,285 -634
Jun11 110105 132.66 132.94 131.23 131.38 -1.56 421 631 -131
Sep11 110105 132.86 132.86 131.30 131.30 -1.56 1 31 +0
Total Volume and Open Interest 311,101 163,239 -765
Mexican Peso(CME)
Jan11 110105 819.8 819.8 818.2 819.8 +1.5      
Feb11 110105 817.8 817.8 816.2 817.8 +1.5      
Total Volume and Open Interest 28,851 118,786 -4,801
30-Year T-Bonds(CBOT)
Mar11 110105 121~170 122~050 119~080 119~150 -1~270 222,049 537,971 +3,516
Jun11 110105 120~060 120~120 117~250 117~290 -1~260 10 659 +2
Sep11 110105 116~110 118~040 116~110 116~110 -1~250      
Total Volume and Open Interest 222,059 538,630 +3,518
10-Year T-Notes(CBOT)
Mar11 110105 120~120 120~230 119~045 119~075 -1~025 885,723 1,356,993 +20,398
Jun11 110105 118~225 119~050 118~000 118~020 -1~030 8 113 +2
Sep11 110105 116~315 118~025 116~315 116~315 -1~030      
Total Volume and Open Interest 885,731 1,357,110 +20,400
5-Year T-Notes(CBOT)
Mar11 110105 117~092 117~118 116~125 117~002 -0~086 498,268 988,426 -3,991
Jun11 110105 116~026 116~112 116~026 116~026 -0~086      
Sep11 110105 115~050 116~008 115~050 115~050 -0~086      
Total Volume and Open Interest 498,268 988,426 -3,991
2 Year T-Notes(CBOT)
Mar11 110105 109~053 109~058 109~020 109~021 -0~030 126,693 645,013 +3,813
Jun11 110105 109~024 109~024 108~118 108~118 -0~034 140 95 +70
Sep11 110105 108~087 108~125 108~087 108~087 -0~038      
Total Volume and Open Interest 126,833 645,108 +3,883
Eurodollars(CME)
Mar11 110105 99.635 99.645 99.620 99.630 -0.005 168,963 1,164,596 +2,500
Jun11 110105 99.545 99.555 99.490 99.495 -0.045 192,600 1,096,477 +7,302
Sep11 110105 99.415 99.430 99.315 99.325 -0.085 225,909 914,296 +8,885
Dec11 110105 99.235 99.255 99.090 99.100 -0.125 210,236 752,721 -1,179
Mar12 110105 99.010 99.040 98.825 98.840 -0.160 294,427 830,856 -22,124
Jun12 110105 98.750 98.790 98.535 98.550 -0.185 223,739 498,028 -5,937
Sep12 110105 98.490 98.535 98.255 98.270 -0.205 185,973 397,045 +11,327
Dec12 110105 98.215 98.275 97.980 97.995 -0.215 169,643 290,846 +2,057
Mar13 110105 97.955 98.020 97.720 97.735 -0.215 118,131 181,419 +5,782
Jun13 110105 97.680 97.755 97.450 97.465 -0.210 92,415 152,269 -4,334
Sep13 110105 97.420 97.495 97.195 97.210 -0.200 75,047 180,093 +867
Dec13 110105 97.155 97.230 96.940 96.955 -0.190 75,408 140,462 -966
Mar14 110105 96.915 97.000 96.720 96.730 -0.185 30,080 108,821 -431
Jun14 110105 96.700 96.770 96.490 96.500 -0.180 22,924 103,185 -2,229
Sep14 110105 96.450 96.540 96.265 96.275 -0.180 22,397 66,530 -2,998
Dec14 110105 96.250 96.315 96.045 96.055 -0.180 23,593 67,925 -1,457
Mar15 110105 96.070 96.130 95.855 95.870 -0.180 14,374 49,623 -53
Jun15 110105 4.165 4.205 3.925 3.945 -0.180 10,576 35,014 -37
Total Volume and Open Interest 2,199,367 7,257,558 -269
30 Day Federal Funds(CBOT)
Jan11 110105 99.823 99.825 99.823 99.823 unch 5,979 71,419 +1,704
Feb11 110105 99.820 99.825 99.815 99.815 unch 6,096 61,679 +1,747
Mar11 110105 99.820 99.825 99.815 99.815 unch 4,200 43,194 +1,398
Apr11 110105 99.825 99.825 99.815 99.820 unch 1,811 38,943 +458
May11 110105 99.820 99.820 99.810 99.815 unch 2,477 53,463 +1,530
Jun11 110105 99.810 99.810 99.795 99.800 -0.010 1,959 29,462 +947
Total Volume and Open Interest 51,558 514,212 +10,824
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 110105 99.660 99.660 99.660 99.660 -0.005 368 1,179 +200
Jun11 110105 99.647 99.647 99.647 99.647 +0.007 0 175 +0
Sep11 110105 99.643 99.643 99.643 99.643 +0.018      
Dec11 110105 99.640 99.640 99.640 99.640 +0.007 0 75 +0
Mar12 110105 99.620 99.620 99.620 99.620 +0.005      
Jun12 110105 99.665 99.665 99.665 99.665 +0.005      
Sep12 110105 99.615 99.615 99.615 99.615 +0.005      
Dec12 110105 99.520 99.520 99.520 99.520 +0.005      
Mar13 110105 99.520 99.520 99.520 99.520 +0.005      
Jun13 110105 99.475 99.475 99.475 99.475 +0.005      
Total Volume and Open Interest 368 1,429 +200
3-Mth Euro-Yen(SGX)
Mar11 110105 99.66 99.66 99.66 99.66 +0.01 157 2,494 +400
Jun11 110105 99.65 99.65 99.65 99.65 +0.01 0 1,389 +0
Sep11 110105 99.64 99.64 99.64 99.64 +0.02 61 1,054 +0
Dec11 110105 99.64 99.64 99.64 99.64 +0.01 210 1,823 +100
Mar12 110105 99.62 99.62 99.62 99.62 +0.01 0 305 +0
Jun12 110105 99.67 99.67 99.67 99.67 +0.00 0 754 +0
Sep12 110105 99.61 99.61 99.61 99.61 +0.00 0 310 +0
Dec12 110105 99.52 99.52 99.52 99.52 +0.00 0 4 +0
Total Volume and Open Interest 428 8,134 +500
Japanese Gov't Bonds(SGX)
Mar11 110105 140.17 140.56 140.17 140.42 +0.19 3,006 11,605 +191
Jun11 110105 138.33 138.33 138.33 138.33 +0.19      
Sep11 110105 136.24 136.24 136.24 136.24 +0.19      
Total Volume and Open Interest 3,006 11,605 +191
Euro-Bund(EUREX)
Mar11 110105 126.06 126.52 125.20 125.49 -0.62 626,497 879,070 -28,016
Jun11 110105 124.78 124.97 123.84 124.06 -0.61 66 569 +5
Sep11 110105 123.85 123.85 123.85 123.85 -0.59      
Total Volume and Open Interest 626,563 879,639 -28,011
Euro-Bobl(EUREX)
Mar11 110105 119.08 119.27 118.47 118.66 -0.42 350,437 649,005 -13,596
Jun11 110105 117.21 117.21 117.21 117.21 -0.42 1,629 1,655 +1,607
Sep11 110105 117.21 117.21 117.21 117.21 -0.42      
Total Volume and Open Interest 352,066 650,660 -11,989
3-Mth Euribor(EUREX)
Mar11 110105 98.965 98.965 98.950 98.950 -0.015 2,069 6,820 -1,443
Jun11 110105 98.865 98.865 98.820 98.820 -0.045 40 9,116 +0
Sep11 110105 98.760 98.760 98.700 98.700 -0.070 49 1,912 +0
Total Volume and Open Interest 2,425 24,919 -1,643
Long Gilt(LIFFE)
Mar11 110105 118~31 119~12 118~01 118~04 -1~11 21,264 242,597 +4,811
Jun11 110105 118~04 118~04 118~04 118~04 -0~25      
Total Volume and Open Interest 98,043 245,808 +3,211
3-Mth Short Sterling(LIFFE)
Mar11 110105 99.18 99.18 99.11 99.14 -0.03 41,197 289,930 +2,829
Jun11 110105 99.06 99.07 98.98 98.99 -0.07 54,833 263,312 +8,456
Sep11 110105 98.90 98.92 98.80 98.82 -0.09 92,724 251,033 +21,613
Dec11 110105 98.69 98.72 98.57 98.60 -0.10 103,472 273,466 +17,779
Mar12 110105 98.44 98.50 98.32 98.35 -0.11 80,345 236,950 +7,255
Jun12 110105 98.18 98.24 98.05 98.07 -0.12 51,291 135,981 -2,863
Total Volume and Open Interest 513,654 1,795,976 +46,836
3-Mth Euribor(LIFFE)
Mar11 110105 98.965 98.965 98.945 98.950 -0.015 113,371 566,322 +14,450
Jun11 110105 98.865 98.875 98.815 98.820 -0.045 121,187 483,618 +7,058
Sep11 110105 98.770 98.785 98.695 98.700 -0.070 107,672 365,854 +13,123
Total Volume and Open Interest 834,188 2,670,493 +53,456
3-Mth Aus T-Bills(SFE)
Mar11 110105 94.93 94.97 94.92 94.96 +0.02 16,172 198,179 +0
Jun11 110105 94.81 94.86 94.80 94.86 +0.05 25,367 124,490 +6,419
Sep11 110105 94.64 94.71 94.62 94.71 +0.06 8,380 80,212 +2,242
Dec11 110105 94.52 94.58 94.48 94.58 +0.07 3,551 52,276 +1,629
Mar12 110105 94.44 94.49 94.43 94.49 +0.06 2,087 42,211 +338
Jun12 110105 94.36 94.43 94.36 94.43 +0.06 2,340 38,952 +1,743
Sep12 110105 94.32 94.39 94.31 94.38 +0.06 857 19,709 +332
Dec12 110105 94.26 94.34 94.26 94.34 +0.07 47 8,868 +19
Mar13 110105 94.27 94.30 94.27 94.30 +0.07 5 2,658 +0
Jun13 110105 94.21 94.26 94.21 94.26 +0.07 10 580 +5
Total Volume and Open Interest 69,229 573,002 +16,743
10-Year Aus T-Bonds(SFE)
Mar11 110105 94.45 94.46 94.40 94.46 +0.01 30,053 357,078 +10,411
Jun11 110105 94.46 94.46 94.46 94.46 +0.01      
Total Volume and Open Interest 30,053 357,078 +10,411
3-Year Aus T-Bonds(SFE)
Mar11 110105 94.72 94.80 94.69 94.79 +0.07 60,798 383,409 +0
Jun11 110105 94.79 94.79 94.79 94.79 +0.07 0 1,984 +0
Total Volume and Open Interest 102,068 408,581 +23,188
Gold(CMX)
Feb11 110105 1380.7 1385.2 1364.0 1373.7 -5.1 211,907 350,399 +3,539
Apr11 110105 1383.3 1386.7 1365.8 1375.6 -5.3 13,712 57,529 +2,172
Jun11 110105 1387.4 1389.0 1368.2 1377.6 -5.3 5,484 33,800 -579
Aug11 110105 1389.3 1389.3 1374.9 1379.6 -5.2 481 16,278 +97
Oct11 110105 1389.0 1391.1 1375.3 1381.7 -5.0 627 12,527 +98
Dec11 110105 1393.4 1394.5 1374.3 1384.0 -4.8 5,161 26,196 -271
Feb12 110105 1386.6 1386.6 1386.6 1386.6 -4.5 22 6,415 +3
Apr12 110105 1389.4 1389.4 1389.4 1389.4 -4.3 25 5,893 +25
Jun12 110105 1392.8 1392.8 1392.8 1392.8 -3.6 383 12,377 +119
Aug12 110105 1395.8 1395.8 1395.8 1395.8 -3.8 150 6,166 +100
Oct12 110105 1400.2 1400.2 1400.2 1400.2 -3.1 300 1,334 +250
Dec12 110105 1414.2 1414.2 1405.1 1405.1 -2.3 947 14,034 -84
Total Volume and Open Interest 241,771 592,613 +5,985
Silver(CMX)
Mar11 110105 2983.0 2990.5 2858.0 2919.8 -31.0 80,878 77,763 -895
May11 110105 2992.0 2992.0 2870.0 2924.8 -31.1 2,490 13,323 +407
Jul11 110105 2944.0 2945.5 2880.0 2929.5 -30.9 734 9,704 +75
Sep11 110105 2930.0 2934.1 2879.5 2934.1 -30.7 223 6,088 +3
Dec11 110105 3000.0 3000.5 2880.0 2941.5 -30.1 1,111 12,808 +205
Mar12 110105 2948.5 2948.5 2948.5 2948.5 -28.3 0 374 +0
May12 110105 2953.2 2953.2 2953.2 2953.2 -27.1 0 540 +0
Total Volume and Open Interest 88,164 136,931 +645
Platinum(NYMEX)
Jan11 110105 1733.8 1734.0 1715.0 1730.3 -12.8 102 414 -33
Apr11 110105 1753.0 1761.5 1710.6 1734.1 -13.3 6,354 38,505 +179
Jul11 110105 1723.5 1737.8 1723.5 1737.7 -13.7 75 677 +53
Oct11 110105 1749.5 1749.5 1741.7 1741.7 -9.7 0 15 +0
Total Volume and Open Interest 6,537 39,620 +203
Palladium(NYMEX)
Mar11 110105 777.55 779.05 750.20 775.30 +6.25 4,572 22,520 -280
Jun11 110105 773.00 776.30 754.00 776.30 +6.05 16 511 +6
Sep11 110105 760.00 776.30 760.00 776.30 +7.55 0 12 +0
Total Volume and Open Interest 4,591 23,046 -277
Copper(CMX)
Mar11 110105 438.30 441.95 429.05 440.80 +3.90 39,096 116,976 -874
May11 110105 437.00 441.00 429.00 440.20 +3.90 1,120 27,383 +172
Jul11 110105 430.70 439.45 430.70 438.80 +3.90 332 7,616 -18
Sep11 110105 429.00 437.45 429.00 437.30 +3.85 66 5,459 +13
Dec11 110105 428.00 434.55 424.65 434.55 +3.80 150 3,346 +13
Total Volume and Open Interest 41,922 166,289 -1,024
DJIA Index(CBOT)
Mar11 110105 11617 11682 11544 11664 +45 1,543 7,253 +771
Jun11 110105 11601 11601 11556 11601 +45      
Sep11 110105 11544 11544 11499 11544 +45      
Dec11 110105 11489 11489 11444 11489 +45      
Total Volume and Open Interest 1,543 7,253 +771
S & P 500(CME)
Mar11 110105 1265.30 1273.50 1255.80 1271.80 +6.50 12,611 270,085 +724
Jun11 110105 1266.70 1268.20 1256.20 1266.70 +6.50 149 3,813 -27
Sep11 110105 1261.90 1263.40 1251.40 1261.90 +6.50 90 2,210 -65
Dec11 110105 1257.50 1258.80 1246.80 1257.50 +6.70 0 350 +0
Total Volume and Open Interest 12,850 276,458 +632
S & P 500 E-Mini(Globex)
Mar11 110105 1265.50 1273.75 1255.75 1271.75 +6.50 1,778,621 2,495,528 +17,152
Jun11 110105 1260.50 1268.75 1251.25 1266.75 +6.50 1,528 4,092 +1,101
Total Volume and Open Interest 1,780,153 2,499,724 -4,091
NASDAQ 100(CME)
Mar11 110105 2246.00 2271.00 2229.80 2269.80 +24.30 1,182 13,202 +467
Jun11 110105 2266.80 2267.00 2266.80 2266.80 +24.50      
Sep11 110105 2264.30 2264.80 2264.30 2264.30 +24.50      
Total Volume and Open Interest 1,182 13,202 +467
NASDAQ 100 E-Mini(Globex)
Mar11 110105 2246.80 2271.80 2229.50 2269.80 +24.30 216,365 358,623 -9,355
Jun11 110105 2235.00 2268.00 2227.50 2266.80 +24.50 85 129 -4
Total Volume and Open Interest 216,450 358,757 -9,359
S & P Midcap 400(CME)
Mar11 110105 908.00 916.00 903.55 912.20 +4.80 75 1,475 +72
Jun11 110105 909.70 910.40 909.70 909.70 +4.80      
Sep11 110105 907.90 908.60 907.90 907.90 +4.80      
Total Volume and Open Interest 75 1,475 +72
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Mar11 110105 10420 10565 10365 10540 +110 6,751 39,691 +1,141
Jun11 110105 10520 10520 10510 10520 +110 2 4 +1
Total Volume and Open Interest 6,753 39,695 +1,142
Nikkei 225(SGX)
Mar11 110105 10380 10415 10305 10370 -20 71,045 211,244 -2,156
Jun11 110105 10270 10315 10270 10300 -20 8 2,674 +1
Sep11 110105 10300 10300 10300 10300 -20      
Total Volume and Open Interest 71,416 229,875 -1,813
CAC 40(EURONEXT)
Jan11 110105 3905.5 3922.0 3850.5 3906.0 -10.5 101,275 386,550 +3,249
Feb11 110105 3905.5 3922.0 3860.0 3908.0 -10.5 83 281 -23
Mar11 110105 3909.5 3923.0 3866.5 3910.0 -9.5 379 43,221 -314
Total Volume and Open Interest 101,737 430,087 +2,912
Hang Seng Index(HKFE)
Jan11 110105 23602 23794 23578 23754 +84 64,524 90,954 +1,492
Feb11 110105 23623 23800 23590 23763 +93 458 608 +113
Mar11 110105 23540 23750 23540 23715 +95 496 5,794 -48
Total Volume and Open Interest 65,599 98,575 +1,576
DAX(EUREX)
Mar11 110105 6960.5 6981.0 6852.5 6946.5 -36.5 115,120 190,232 -2,233
Jun11 110105 6986.0 6990.5 6879.0 6968.0 -37.5 229 10,818 -74
Sep11 110105 7014.5 7014.5 6895.0 6986.0 -37.5 9 17 +2
Total Volume and Open Interest 115,358 201,067 -2,305
FT-SE 100(EURONEXT)
Mar11 110105 5975.00 6011.00 5922.00 5993.00 +34.00 123,906 654,208 +3,343
Jun11 110105 5920.00 5963.00 5898.50 5950.00 +34.00 58 1,267 +14
Sep11 110105 5877.00 5925.00 5877.00 5918.50 +34.00 30 70 +30
Total Volume and Open Interest 123,994 655,545 +3,387
SPI 200(SFE)
Mar11 110105 4734.0 4756.0 4693.0 4714.0 -22.0 25,127 195,317 -1,836
Jun11 110105 4775.0 4775.0 4725.0 4741.0 -22.0 6 2,963 +0
Sep11 110105 4732.0 4732.0 4732.0 4732.0 -22.0 2 1,826 +0
Total Volume and Open Interest 25,301 201,770 -1,674
GSCI(CME)
Jan11 110105 621.00 631.00 617.00 629.75 +5.75 242 14,816 +22
Feb11 110105 625.25 635.50 621.50 634.00 +6.00 2 1 +0
Mar11 110105 636.75 637.50 624.00 636.75 +6.75      
Total Volume and Open Interest 244 14,817 +22
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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