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MRCI's End of Day Prices

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MRCI's End of Day Prices
Daily Futures Price Listing Fri January 07, 2011
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan11 110107 1365.50 1370.75 1353.00 1357.75 -11.75 3,582 6,395 -1,847
Mar11 110107 1376.75 1382.50 1360.25 1365.00 -13.00 96,307 301,304 -5,210
May11 110107 1385.75 1391.00 1369.00 1373.75 -12.75 28,839 91,804 +791
Jul11 110107 1388.50 1393.00 1373.00 1377.75 -11.75 20,148 76,261 -945
Aug11 110107 1359.00 1361.00 1346.50 1353.75 -7.25 230 2,321 +18
Sep11 110107 1322.75 1322.75 1311.75 1317.00 -5.00 301 2,714 +68
Nov11 110107 1285.00 1290.00 1275.00 1281.75 -4.25 8,936 117,619 +596
Total Volume and Open Interest 158,970 619,914 -6,373
Soybean Meal(CBOT)
Jan11 110107 362.00 364.20 358.00 359.10 -6.10 2,344 2,025 -353
Mar11 110107 367.70 369.30 361.50 362.70 -6.40 31,641 98,377 -843
May11 110107 369.50 370.20 363.80 365.00 -5.90 6,517 28,174 +335
Jul11 110107 370.00 371.00 364.10 365.50 -5.50 5,938 24,269 +505
Aug11 110107 359.90 360.00 354.80 356.20 -4.70 231 6,405 +37
Sep11 110107 347.90 349.50 344.60 345.50 -4.00 516 5,671 -8
Oct11 110107 330.10 334.00 328.70 329.80 -2.70 257 5,258 +1
Dec11 110107 329.00 331.60 325.90 327.30 -2.70 889 20,325 -24
Total Volume and Open Interest 48,524 193,490 -293
Soybean Oil(CBOT)
Jan11 110107 56.71 56.99 56.35 56.35 -0.55 3,806 3,290 -533
Mar11 110107 57.35 57.69 56.67 56.82 -0.59 44,209 206,832 +39
May11 110107 57.43 57.99 57.08 57.22 -0.60 9,820 58,764 +156
Jul11 110107 57.87 58.13 57.28 57.44 -0.57 9,590 52,198 +1,206
Aug11 110107 57.60 58.15 57.34 57.47 -0.52 703 5,292 +159
Sep11 110107 57.60 58.00 57.31 57.47 -0.45 612 6,419 +8
Oct11 110107 57.44 57.97 57.17 57.32 -0.45 625 8,304 +123
Dec11 110107 57.41 57.96 56.93 57.32 -0.41 1,847 27,059 +376
Total Volume and Open Interest 71,212 369,166 +1,534
Canola(WCE)
Jan11 110107 581.4 581.4 581.4 581.4 -0.5 65 423 -55
Mar11 110107 586.6 588.0 582.4 586.1 -0.5 9,908 121,059 -1,992
May11 110107 590.5 594.5 589.9 592.5 -0.6 2,345 13,337 +1,233
Jul11 110107 593.1 593.1 588.6 590.8 -2.3 406 17,858 +241
Nov11 110107 525.0 530.0 525.0 529.3 +0.4 701 38,055 +62
Total Volume and Open Interest 13,425 193,878 -511
Corn(CBOT)
Mar11 110107 600.50 604.50 595.00 595.00 -7.00 178,708 721,271 -1,242
May11 110107 609.50 613.00 603.75 603.75 -7.00 42,708 224,696 +10,953
Jul11 110107 614.00 617.00 608.00 608.50 -6.50 43,981 231,663 -2,302
Sep11 110107 574.75 578.25 569.00 569.50 -5.75 2,513 44,161 +64
Dec11 110107 549.25 555.50 541.50 542.00 -8.00 32,145 277,542 +4,116
Mar12 110107 557.00 562.75 550.00 550.00 -8.25 5,864 26,349 +4,217
Total Volume and Open Interest 308,041 1,572,244 +16,114
Wheat(CBOT)
Mar11 110107 789.00 794.00 772.00 774.00 -15.00 38,317 227,558 -3,945
May11 110107 815.00 820.25 799.75 801.75 -14.50 7,987 68,043 -202
Jul11 110107 827.25 832.50 817.00 821.00 -7.25 7,447 109,652 +1,018
Sep11 110107 839.00 848.00 834.00 838.00 -7.00 917 19,896 +73
Dec11 110107 855.25 861.00 849.25 852.00 -8.75 2,978 60,048 +399
Total Volume and Open Interest 57,971 500,511 -2,587
Wheat(KCBT)
Mar11 110107 857.50 863.50 845.00 846.25 -12.25 12,760 109,021 -1,397
May11 110107 868.25 873.00 855.50 856.25 -12.00 3,201 31,829 +1,536
Jul11 110107 873.00 878.75 862.00 863.25 -10.25 2,980 53,282 +49
Sep11 110107 882.00 886.50 872.50 872.50 -9.75 290 13,587 -83
Dec11 110107 884.00 893.00 879.75 881.25 -8.25 666 10,523 -49
Total Volume and Open Interest 19,926 220,533 +53
Wheat(MGE)
Mar11 110107 883.00 889.25 869.00 870.75 -13.00 3,878 26,780 -141
May11 110107 892.00 894.50 878.00 880.25 -12.25 908 13,543 +194
Jul11 110107 893.50 897.50 883.50 883.50 -13.00 612 9,806 +40
Sep11 110107 885.00 889.00 876.50 877.75 -10.00 425 9,696 -104
Dec11 110107 890.00 891.75 881.25 883.75 -7.00 499 8,533 +56
Total Volume and Open Interest 6,358 69,828 +57
Oats(CBOT)
Mar11 110107 376.00 377.00 370.00 370.75 -7.00 817 9,669 -51
May11 110107 379.50 382.50 375.00 375.50 -7.00 111 817 +2
Jul11 110107 380.75 382.50 376.50 376.50 -6.00 58 467 +31
Sep11 110107 343.25 352.50 343.25 351.50 -1.00 0 62 +0
Total Volume and Open Interest 1,033 12,219 -30
Rough Rice(CBOT)
Jan11 110107 13.38 13.57 13.38 13.39 -0.26 46 176 -9
Mar11 110107 13.93 13.93 13.47 13.63 -0.27 784 13,847 -46
May11 110107 14.13 14.18 13.77 13.91 -0.27 130 1,727 -59
Jul11 110107 14.45 14.45 14.15 14.18 -0.28 71 1,617 -32
Total Volume and Open Interest 1,064 18,522 -130
Live Cattle(CME)
Feb11 110107 106.450 106.650 105.800 106.385 -0.345 22,339 136,266 -633
Apr11 110107 110.500 110.700 109.980 110.550 -0.250 10,662 100,097 +2,323
Jun11 110107 108.285 108.550 107.930 108.400 -0.200 5,765 56,093 +1,823
Aug11 110107 108.500 108.750 108.180 108.750 -0.100 1,726 19,391 +280
Oct11 110107 110.700 110.950 110.300 110.930 -0.070 516 11,093 +44
Dec11 110107 111.800 112.035 111.385 111.980 -0.220 448 8,464 +99
Total Volume and Open Interest 41,685 332,883 +3,988
Feeder Cattle(CME)
Jan11 110107 121.900 122.230 121.180 121.600 -0.330 871 4,666 -344
Mar11 110107 123.230 123.450 122.135 122.750 -0.330 2,070 23,723 +190
Apr11 110107 124.000 124.035 122.635 123.200 -0.630 655 5,704 +170
May11 110107 124.200 124.200 123.000 123.650 -0.650 351 7,089 +81
Aug11 110107 124.950 125.050 123.850 124.500 -0.785 236 7,018 +116
Sep11 110107 124.750 124.750 123.650 124.230 -0.700 32 645 +10
Oct11 110107 124.700 124.750 123.580 124.230 -0.700 40 277 +18
Total Volume and Open Interest 4,269 49,255 +250
Lean Hogs(CME)
Feb11 110107 79.475 79.700 78.650 79.430 -0.355 21,290 74,441 -1,232
Apr11 110107 83.885 84.350 83.250 84.050 -0.050 10,395 60,564 +1,303
May11 110107 91.385 91.750 90.700 91.700 +0.200 126 1,837 +39
Jun11 110107 93.785 94.000 93.150 93.980 -0.055 5,017 39,456 +1,429
Jul11 110107 92.850 93.400 92.450 93.300 +0.320 1,593 9,564 +469
Aug11 110107 92.300 92.580 91.800 92.300 -0.280 2,182 12,174 +1,071
Oct11 110107 81.900 82.550 81.900 82.480 +0.080 2,627 9,919 +1,516
Dec11 110107 78.430 78.900 78.180 78.900 +0.200 376 3,449 +137
Total Volume and Open Interest 43,664 212,445 +4,769
Class III Milk(CME)
Jan11 110107 13.20 13.34 13.20 13.33 +0.11 364 5,662 +147
Feb11 110107 13.84 14.30 13.84 14.15 +0.27 554 5,440 +31
Mar11 110107 14.25 14.55 14.20 14.43 +0.19 334 4,034 +38
Apr11 110107 14.82 15.12 14.80 15.02 +0.12 136 2,789 +33
May11 110107 15.19 15.34 15.11 15.29 +0.09 163 2,542 +19
Total Volume and Open Interest 2,375 31,326 +675
Cocoa(ICE)
Mar11 110107 2825 2888 2821 2850 +20 6,994 68,181 -6
May11 110107 2842 2909 2842 2873 +21 1,262 23,967 -284
Jul11 110107 2867 2925 2862 2889 +19 585 13,370 +325
Sep11 110107 2885 2940 2880 2909 +23 419 7,546 +234
Dec11 110107 2910 2930 2910 2930 +23 65 13,444 +31
Mar12 110107 2979 2997 2979 2997 +22 39 10,913 -3
May12 110107 2996 2996 2996 2996 +23 5 4,612 +0
Total Volume and Open Interest 9,370 143,923 +298
Coffee "C"(ICE)
Mar11 110107 232.55 235.50 230.30 230.70 -2.30 8,058 88,806 -218
May11 110107 234.00 237.00 231.80 232.25 -2.40 2,188 28,487 -260
Jul11 110107 233.15 236.75 232.15 232.60 -1.95 1,006 10,738 +245
Sep11 110107 230.25 234.10 230.25 230.70 -1.05 268 4,610 +110
Dec11 110107 227.40 229.00 226.45 226.75 -0.65 130 7,804 +49
Mar12 110107 221.80 222.20 221.80 222.20 -0.25 42 761 +31
Total Volume and Open Interest 11,696 141,899 -41
Orange Juice(ICE)
Jan11 110107 183.35 190.00 183.35 188.60 +5.25 42 1,387 +0
Mar11 110107 177.45 180.60 174.70 178.15 +0.70 1,060 21,533 +61
May11 110107 175.40 180.00 175.40 177.75 +0.30 309 5,462 +100
Jul11 110107 175.75 178.70 175.75 177.15 +0.70 33 2,458 -6
Sep11 110107 175.25 178.25 175.25 176.80 +1.05 10 453 -4
Nov11 110107 178.00 178.00 177.15 177.15 +1.30 0 550 +0
Total Volume and Open Interest 1,454 31,867 +151
Sugar #11(ICE)
Mar11 110107 30.35 32.10 29.58 31.53 +1.29 58,517 221,972 -3,846
May11 110107 27.77 29.39 27.06 29.15 +1.47 21,614 118,034 -178
Jul11 110107 25.25 26.60 24.46 26.50 +1.54 21,674 109,832 +3,643
Oct11 110107 23.40 25.05 22.90 24.87 +1.53 8,107 60,462 +154
Mar12 110107 22.50 24.15 22.20 23.97 +1.41 4,636 46,913 -701
Total Volume and Open Interest 117,844 606,976 -231
London Cocoa(LCE)
Mar11 110107 1924 1948 1922 1928 +4 10,079 65,652 +2,340
May11 110107 1933 1955 1930 1936 +3 1,434 25,531 +75
Jul11 110107 1947 1968 1945 1950 +3 3,708 24,367 +2,322
Sep11 110107 1956 1977 1952 1956 +1 712 15,143 +506
Dec11 110107 1967 1983 1966 1966 +1 478 23,318 +102
Mar12 110107 1976 1989 1975 1975 +2 6 19,903 +0
May12 110107 1988 1988 1982 1982 +3 2 4,008 +0
Total Volume and Open Interest 16,419 178,346 +5,345
London Sugar(LCE)
Mar11 110107 739.00 781.00 730.50 765.10 +16.90 3,405 25,276 -581
May11 110107 708.60 752.20 705.00 739.00 +18.20 1,600 10,935 +723
Aug11 110107 657.40 699.70 657.40 688.20 +19.00 1,429 8,039 +380
Oct11 110107 627.00 648.10 614.60 639.40 +14.60 167 2,493 +49
Dec11 110107 607.30 634.40 607.30 618.80 +15.30 17 947 -3
Total Volume and Open Interest 6,618 48,364 +568
Cotton(ICE)
Mar11 110107 141.00 142.50 139.61 140.60 -0.62 15,563 99,284 -2,287
May11 110107 136.91 138.30 135.71 136.51 -0.71 3,980 24,492 +254
Jul11 110107 128.25 130.00 127.61 129.01 +0.76 3,047 32,768 +771
Oct11 110107 110.00 112.19 110.00 112.19 +0.59 0 170 +0
Dec11 110107 100.43 101.17 99.03 99.64 -1.33 3,964 48,400 +1,198
Mar12 110107 96.50 96.80 94.99 94.99 -1.55 260 1,221 +129
Total Volume and Open Interest 26,927 208,245 +171
Lumber(CME)
Jan11 110107 310.0 311.2 304.8 305.0 -3.0 336 784 -121
Mar11 110107 328.4 332.9 321.0 322.8 -7.1 689 7,586 +157
May11 110107 341.8 344.7 338.6 341.5 -5.3 214 2,695 +95
Jul11 110107 343.0 344.0 339.1 342.7 -3.8 76 1,037 +49
Total Volume and Open Interest 1,334 12,270 +193
Crude Oil(NYM)
Feb11 110107 88.18 89.48 87.25 88.03 -0.35 440,456 288,938 -13,683
Mar11 110107 89.58 90.52 88.45 89.22 -0.53 216,028 237,034 +15,972
Apr11 110107 90.72 91.40 89.43 90.17 -0.73 119,253 101,075 +5,099
May11 110107 91.83 92.11 90.21 90.98 -0.86 81,872 80,754 +3,786
Jun11 110107 92.54 92.70 90.80 91.59 -0.95 83,481 99,030 +4,599
Jul11 110107 92.80 92.96 91.28 92.07 -1.02 25,257 51,551 +1,013
Aug11 110107 93.12 93.12 91.78 92.40 -1.06 12,029 29,206 +1,356
Sep11 110107 93.48 93.49 91.94 92.64 -1.08 8,964 27,587 +238
Oct11 110107 93.56 93.56 92.13 92.82 -1.10 4,451 18,871 +155
Nov11 110107 93.47 93.47 92.33 92.96 -1.13 4,570 19,823 -1,037
Dec11 110107 94.21 94.21 92.28 93.09 -1.16 50,885 156,303 +1,439
Jan12 110107 93.68 93.88 92.51 93.12 -1.18 3,232 29,288 +756
Feb12 110107 93.10 93.10 93.10 93.10 -1.19 981 8,855 +143
Mar12 110107 93.06 93.06 93.06 93.06 -1.20 210 10,758 +77
Apr12 110107 93.01 93.01 93.01 93.01 -1.21 151 4,972 -6
May12 110107 92.97 92.97 92.97 92.97 -1.21 366 5,977 +68
Total Volume and Open Interest 1,076,851 1,501,006 +19,809
e-miNY Crude Oil(NYM)
Jan11 101217 87.925 88.500 87.025 88.025 +0.325 5,348 3,079 -457
Feb11 110107 88.200 89.450 87.100 88.025 -0.350 12,984 3,998 -222
Mar11 110107 89.675 90.500 88.300 89.225 -0.525 1,144 3,218 +196
Apr11 110107 90.850 90.925 89.500 90.175 -0.725 196 453 +128
May11 110107 91.550 91.550 90.250 90.975 -0.875 0 22 +0
Jun11 110107 91.600 91.600 91.600 91.600 -0.950 0 46 +0
Jul11 110107 92.075 92.075 92.075 92.075 -1.025 2 15 +0
Aug11 110107 91.950 92.400 91.950 92.400 -1.050 0 9 +0
Sep11 110107 92.650 92.650 92.650 92.650 -1.075 0 1 +0
Oct11 110107 92.825 92.825 92.825 92.825 -1.100 0 41 +0
Total Volume and Open Interest 14,330 8,048 +106
Heating Oil(NYM)
Feb11 110107 251.39 252.33 247.10 248.63 -2.49 60,724 96,756 -6,306
Mar11 110107 252.41 252.60 247.50 249.06 -2.69 28,039 64,247 +416
Apr11 110107 251.55 252.20 247.12 248.65 -2.82 14,808 27,652 -1,176
May11 110107 251.41 251.51 247.08 248.55 -2.90 6,458 19,249 +426
Jun11 110107 252.41 252.41 247.43 249.03 -2.98 11,647 33,260 +652
Jul11 110107 252.01 253.09 249.27 250.45 -2.99 1,258 9,364 +300
Aug11 110107 253.43 254.21 250.41 251.95 -3.06 412 5,849 +22
Sep11 110107 255.46 256.02 251.94 253.45 -3.13 690 6,727 +75
Oct11 110107 257.00 257.00 253.85 254.95 -3.18 490 4,292 +33
Nov11 110107 258.11 258.46 255.45 256.50 -3.23 415 5,064 +87
Dec11 110107 261.52 261.52 256.45 257.86 -3.26 4,669 16,631 +650
Jan12 110107 259.50 261.20 258.68 259.24 -3.23 231 2,827 +116
Total Volume and Open Interest 129,982 299,211 -4,600
Gasoline(NYMEX)
Feb11 110107 244.80 245.86 239.45 241.31 -2.99 50,113 91,192 -2,777
Mar11 110107 244.90 246.00 239.90 241.83 -2.81 34,443 56,971 +2,490
Apr11 110107 253.00 254.55 249.50 250.78 -2.87 19,528 30,498 -422
May11 110107 253.52 254.25 249.90 251.21 -2.78 6,552 18,327 +1,508
Jun11 110107 253.20 254.13 248.90 250.93 -2.67 7,275 21,435 +438
Jul11 110107 252.00 252.87 248.75 250.05 -2.64 2,724 6,488 +648
Aug11 110107 250.85 250.85 246.88 248.49 -2.60 588 6,443 +172
Sep11 110107 248.08 248.56 246.61 246.61 -2.71 426 4,058 -34
Oct11 110107 235.78 236.26 235.78 235.78 -2.70 219 3,913 -17
Nov11 110107 233.78 233.78 233.78 233.78 -2.82 79 1,445 +2
Total Volume and Open Interest 123,143 274,536 +1,980
e-miNY RBOB Gasoline(NYM)
Feb11 110107 241.30 241.31 241.30 241.30 -3.00 0 3 +0
Mar11 110107 241.80 241.83 241.80 241.80 -2.80 0 1 +0
Apr11 110107 250.80 250.80 250.78 250.80 -2.90 0 1 +0
May11 110107 251.20 251.21 251.20 251.20 -2.80 0 1 +0
Total Volume and Open Interest 0 9 +0
Natural Gas(NYM)
Feb11 110107 4.400 4.450 4.327 4.422 -0.012 164,028 135,422 -3,325
Mar11 110107 4.367 4.429 4.302 4.402 -0.002 66,148 185,282 +3,558
Apr11 110107 4.336 4.404 4.284 4.390 +0.015 43,679 92,701 +833
May11 110107 4.363 4.437 4.321 4.430 +0.020 20,028 57,238 +2,427
Jun11 110107 4.424 4.478 4.364 4.475 +0.024 7,440 18,272 -91
Jul11 110107 4.466 4.542 4.426 4.540 +0.027 8,168 17,131 -8
Aug11 110107 4.520 4.576 4.460 4.573 +0.028 3,699 17,076 -87
Sep11 110107 4.541 4.587 4.473 4.584 +0.028 2,677 13,050 -278
Oct11 110107 4.625 4.650 4.539 4.649 +0.029 12,321 51,422 +465
Nov11 110107 4.796 4.825 4.720 4.825 +0.039 3,004 21,909 -356
Dec11 110107 4.980 5.062 4.961 5.062 +0.039 2,865 21,080 -261
Jan12 110107 5.129 5.206 5.109 5.206 +0.036 8,645 36,850 +481
Feb12 110107 5.097 5.172 5.072 5.172 +0.034 715 7,128 -37
Mar12 110107 4.990 5.073 4.976 5.073 +0.043 4,252 19,205 +1,366
Apr12 110107 4.780 4.840 4.742 4.838 +0.053 2,727 18,975 +1,779
May12 110107 4.800 4.843 4.780 4.843 +0.055 69 5,060 +51
Total Volume and Open Interest 351,185 781,850 +6,581
Brent Crude Oil(ICE)
Feb11 110107 94.38 94.58 92.59 93.33 -1.19 217,453 151,512 -18,262
Mar11 110107 94.37 94.40 92.42 93.18 -1.19 172,260 197,212 +441
Apr11 110107 94.44 94.44 92.44 93.22 -1.20 76,026 83,425 -798
May11 110107 94.60 94.60 92.69 93.39 -1.20 37,577 56,494 +3,347
Jun11 110107 94.81 94.81 92.80 93.58 -1.23 47,156 75,104 +1,302
Jul11 110107 94.68 94.68 92.93 93.71 -1.26 11,025 23,577 +1,409
Aug11 110107 94.50 94.76 93.10 93.81 -1.29 7,500 13,862 +702
Sep11 110107 94.89 94.89 93.17 93.88 -1.31 5,209 23,486 +282
Oct11 110107 94.62 94.86 93.58 93.96 -1.31 5,475 16,582 +998
Nov11 110107 94.04 94.04 94.04 94.04 -1.32 2,658 10,397 +11
Dec11 110107 95.46 95.46 93.36 94.13 -1.33 34,330 101,052 +2,636
Jan12 110107 94.20 94.20 94.20 94.20 -1.33 1,245 10,104 +402
Feb12 110107 94.22 94.22 94.22 94.22 -1.34 465 6,174 +329
Mar12 110107 94.21 94.21 94.21 94.21 -1.35 28 3,630 +19
Total Volume and Open Interest 630,500 868,512 -6,418
Gas Oil(ICE)
Jan11 110107 771.00 771.00 757.25 769.00 -6.25 37,626 53,546 -6,902
Feb11 110107 778.25 779.75 763.25 775.00 -6.50 87,957 127,032 -1,318
Mar11 110107 783.75 784.25 767.75 779.50 -7.00 54,849 93,111 +6,022
Apr11 110107 785.50 785.75 770.75 782.75 -7.50 17,714 56,114 -231
May11 110107 789.25 789.50 774.25 785.75 -7.75 9,389 47,218 -1,135
Jun11 110107 797.50 797.50 777.50 789.25 -8.25 13,428 59,381 -650
Jul11 110107 795.00 795.00 781.50 793.25 -8.50 3,294 20,264 +478
Aug11 110107 796.75 798.00 785.50 796.75 -8.75 1,708 18,053 +42
Sep11 110107 800.00 802.25 789.00 800.25 -8.75 2,846 14,073 +1,189
Oct11 110107 802.25 804.25 791.50 802.50 -8.75 1,205 11,456 +60
Total Volume and Open Interest 244,011 612,209 -1,343
Ethanol(CBOT)
Jan11 110105 2.315 2.315 2.305 2.305 -0.008 63 135 -73
Feb11 110107 2.260 2.260 2.228 2.240 -0.012 58 836 +8
Mar11 110107 2.243 2.243 2.210 2.228 -0.016 60 1,181 -7
Apr11 110107 2.253 2.253 2.230 2.239 -0.014 30 773 +21
May11 110107 2.240 2.256 2.240 2.252 -0.016 26 415 +12
Jun11 110107 2.267 2.275 2.259 2.262 -0.017 27 557 -2
Jul11 110107 2.271 2.286 2.260 2.267 -0.019 20 734 +7
Aug11 110107 2.250 2.257 2.250 2.257 -0.016 5 769 +5
Total Volume and Open Interest 306 7,247 +54
WTI Crude Oil(ICE
Feb11 110107 88.21 89.48 87.24 88.03 -0.35 122,966 105,267 -7,314
Mar11 110107 89.74 90.50 88.43 89.22 -0.53 93,304 94,354 +1,605
Apr11 110107 90.86 91.39 89.40 90.17 -0.73 64,684 52,381 +3,864
May11 110107 91.50 92.12 90.35 90.98 -0.86 34,844 37,932 +6,101
Jun11 110107 92.13 92.46 90.92 91.59 -0.95 32,391 67,038 +3,783
Jul11 110107 92.76 92.90 91.59 92.07 -1.02 5,449 19,249 +751
Aug11 110107 93.07 93.21 91.77 92.40 -1.06 3,040 12,310 +220
Sep11 110107 93.31 93.43 92.15 92.64 -1.08 2,148 15,844 +106
Oct11 110107 93.48 93.48 92.33 92.82 -1.10 3,179 12,211 +1,419
Nov11 110107 92.96 92.96 92.96 92.96 -1.13 1,137 9,229 -155
Dec11 110107 93.91 93.91 92.33 93.09 -1.16 26,581 68,002 +1,375
Jan12 110107 93.12 93.12 93.12 93.12 -1.18 136 6,136 +37
Feb12 110107 93.10 93.10 93.10 93.10 -1.19 105 1,161 -25
Mar12 110107 93.06 93.06 93.06 93.06 -1.20 18 3,151 +16
Apr12 110107 93.01 93.01 93.01 93.01 -1.21 23 760 -1
May12 110107 93.18 93.18 92.97 92.97 -1.21 49 841 +9
Total Volume and Open Interest 399,673 595,240 +14,406
US Dollar Index(ICE)
Mar11 110107 81.140 81.455 80.985 81.320 +0.228 31,381 34,353 +5,299
Jun11 110107 81.625 81.750 81.430 81.700 +0.227 1,031 859 +144
Sep11 110107 82.060 82.060 82.060 82.060 +0.228 0 4 +0
Total Volume and Open Interest 32,412 35,216 +5,443
Australian Dollar(CME)
Mar11 110107 98.68 99.15 98.28 98.74 +0.13 99,419 118,142 -546
Jun11 110107 97.39 97.97 97.21 97.60 +0.13 53 335 +30
Sep11 110107 96.39 96.39 96.25 96.39 +0.14 0 14 +0
Total Volume and Open Interest 99,472 118,587 -516
British Pound(CME)
Mar11 110107 154.48 155.73 153.97 155.41 +0.80 126,000 91,716 +786
Jun11 110107 154.20 155.30 154.05 155.26 +0.81 55 204 +2
Sep11 110107 155.03 155.03 154.25 155.03 +0.78 2 5 +2
Total Volume and Open Interest 126,057 91,957 +790
Canadian Dollar(CME)
Mar11 110107 100.18 100.88 99.82 100.63 +0.39 72,102 120,734 +174
Jun11 110107 99.95 100.60 99.60 100.38 +0.39 81 2,168 +15
Sep11 110107 100.16 100.16 99.67 100.07 +0.40 0 1,013 +0
Dec11 110107 100.00 100.03 99.39 99.78 +0.39 137 1,195 +72
Total Volume and Open Interest 72,320 125,114 +261
Japanese Yen(CME)
Mar11 110107 120.13 120.78 119.52 120.51 +0.35 115,383 114,644 -1,739
Jun11 110107 120.21 120.79 119.83 120.65 +0.36 50 378 +9
Sep11 110107 120.86 120.86 120.50 120.86 +0.36 4 17 +4
Total Volume and Open Interest 115,437 115,040 -1,726
Swiss Franc(CME)
Mar11 110107 103.67 104.21 103.25 103.62 -0.10 41,698 44,285 -1,883
Jun11 110107 103.62 104.33 103.57 103.74 -0.10 10 56 +0
Sep11 110107 103.89 103.99 103.89 103.89 -0.10 0 2 +0
Total Volume and Open Interest 41,708 44,345 -1,883
EuroFX(CME)
Mar11 110107 130.00 130.23 129.01 129.29 -0.81 388,774 184,119 +16,981
Jun11 110107 129.77 130.07 128.99 129.21 -0.80 412 761 +79
Sep11 110107 129.50 129.92 129.13 129.13 -0.79 5 33 +0
Total Volume and Open Interest 389,255 185,263 +17,118
Mexican Peso(CME)
Jan11 110107 818.2 819.0 818.2 818.2 -0.8      
Feb11 110107 816.2 817.0 816.2 816.2 -0.8      
Total Volume and Open Interest 20,949 121,660 -257
30-Year T-Bonds(CBOT)
Mar11 110107 120~100 121~130 119~200 120~310 +0~280 236,444 538,467 -2,644
Jun11 110107 118~130 119~210 118~030 119~120 +0~270 62 675 +4
Sep11 110107 117~250 117~250 116~310 117~250 +0~260      
Total Volume and Open Interest 236,506 539,142 -2,640
10-Year T-Notes(CBOT)
Mar11 110107 119~305 120~285 119~170 120~215 +0~275 1,033,157 1,366,960 -31,220
Jun11 110107 118~225 119~210 118~200 119~165 +0~285 21 1,265 +2
Sep11 110107 118~140 118~140 117~175 118~140 +0~285      
Total Volume and Open Interest 1,033,178 1,368,229 -31,218
5-Year T-Notes(CBOT)
Mar11 110107 117~048 118~018 117~020 117~127 +0~084 576,907 1,028,661 +41,325
Jun11 110107 117~023 117~023 116~067 117~023 +0~084      
Sep11 110107 116~047 116~047 115~091 116~047 +0~084      
Total Volume and Open Interest 576,907 1,028,661 +41,325
2 Year T-Notes(CBOT)
Mar11 110107 109~035 109~058 109~027 109~055 +0~021 207,042 663,915 +7,316
Jun11 110107 109~018 109~024 109~003 109~024 +0~021 0 116 +0
Sep11 110107 108~121 108~121 108~100 108~121 +0~021      
Total Volume and Open Interest 207,042 664,031 +7,316
Eurodollars(CME)
Mar11 110107 99.605 99.620 99.590 99.600 -0.005 317,244 1,178,522 +31,514
Jun11 110107 99.480 99.520 99.460 99.500 +0.020 340,998 1,136,220 +17,964
Sep11 110107 99.330 99.405 99.310 99.385 +0.055 331,590 951,801 +29,644
Dec11 110107 99.125 99.230 99.090 99.210 +0.090 286,352 762,302 +1,070
Mar12 110107 98.870 99.005 98.840 98.985 +0.120 305,942 798,793 -14,601
Jun12 110107 98.590 98.745 98.535 98.720 +0.145 257,195 518,330 +14,243
Sep12 110107 98.315 98.485 98.270 98.455 +0.155 256,671 445,549 +35,687
Dec12 110107 98.045 98.235 97.985 98.195 +0.160 188,469 295,693 +7,764
Mar13 110107 97.795 97.990 97.745 97.950 +0.165 133,359 193,195 +2,117
Jun13 110107 97.550 97.740 97.485 97.695 +0.165 95,884 159,127 -346
Sep13 110107 97.305 97.500 97.245 97.450 +0.160 84,282 177,574 -4,928
Dec13 110107 97.060 97.250 96.990 97.195 +0.155 70,574 140,189 -64
Mar14 110107 96.840 97.025 96.770 96.970 +0.150 33,046 111,553 -1,211
Jun14 110107 96.615 96.795 96.540 96.735 +0.145 26,912 105,317 -1,633
Sep14 110107 96.390 96.565 96.320 96.505 +0.140 21,515 66,141 -2,027
Dec14 110107 96.180 96.340 96.105 96.280 +0.135 21,369 66,840 -12
Mar15 110107 95.990 96.140 95.925 96.090 +0.130 18,281 52,559 +1,319
Jun15 110107 4.075 4.210 4.005 4.160 +0.125 15,529 35,720 +62
Total Volume and Open Interest 2,864,519 7,431,225 +123,118
30 Day Federal Funds(CBOT)
Jan11 110107 99.823 99.825 99.820 99.823 unch 3,568 73,416 +1,400
Feb11 110107 99.815 99.825 99.815 99.820 +0.005 6,819 63,259 +1,193
Mar11 110107 99.815 99.825 99.810 99.815 unch 2,018 43,770 -248
Apr11 110107 99.810 99.825 99.810 99.820 +0.005 9,084 40,163 +1,793
May11 110107 99.810 99.825 99.805 99.820 +0.005 2,451 54,074 +274
Jun11 110107 99.800 99.820 99.795 99.815 +0.015 1,039 29,636 +346
Total Volume and Open Interest 55,862 522,221 +7,785
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 110107 99.660 99.660 99.660 99.660 +0.005 0 1,161 +0
Jun11 110107 99.647 99.647 99.647 99.647 +0.005 0 175 +0
Sep11 110107 99.643 99.643 99.643 99.643 +0.005      
Dec11 110107 99.640 99.640 99.640 99.640 +0.005 0 75 +0
Mar12 110107 99.590 99.590 99.590 99.590 -0.025      
Jun12 110107 99.665 99.665 99.665 99.665 +0.005      
Sep12 110107 99.615 99.615 99.615 99.615 +0.005      
Dec12 110107 99.520 99.520 99.520 99.520 +0.005      
Mar13 110107 99.520 99.520 99.520 99.520 +0.005      
Jun13 110107 99.475 99.475 99.475 99.475 +0.005      
Total Volume and Open Interest 0 1,411 +0
3-Mth Euro-Yen(SGX)
Mar11 110107 99.66 99.66 99.66 99.66 +0.01 1,172 2,476 -178
Jun11 110107 99.65 99.65 99.65 99.65 +0.00 10 1,387 +0
Sep11 110107 99.64 99.64 99.64 99.64 +0.01 0 1,054 +0
Dec11 110107 99.64 99.64 99.64 99.64 +0.00 0 1,823 +0
Mar12 110107 99.62 99.62 99.62 99.62 +0.01 0 305 +0
Jun12 110107 99.67 99.67 99.67 99.67 +0.00 0 754 +0
Sep12 110107 99.61 99.61 99.61 99.61 +0.00 0 310 +0
Dec12 110107 99.52 99.52 99.52 99.52 +0.00 0 4 +0
Total Volume and Open Interest 1,182 8,114 -178
Japanese Gov't Bonds(SGX)
Mar11 110107 139.56 139.89 139.54 139.75 +0.15 2,714 12,028 -89
Jun11 110107 137.66 137.66 137.66 137.66 +0.15      
Sep11 110107 135.57 135.57 135.57 135.57 +0.15      
Total Volume and Open Interest 2,714 12,028 -89
Euro-Bund(EUREX)
Mar11 110107 125.91 126.38 125.31 126.13 +0.40 945,021 844,537 -19,688
Jun11 110107 124.30 124.92 124.16 124.69 +0.40 6 572 -3
Sep11 110107 124.44 124.44 124.44 124.44 +0.40      
Total Volume and Open Interest 945,027 845,109 -19,691
Euro-Bobl(EUREX)
Mar11 110107 118.91 119.22 118.62 119.10 +0.31 431,149 664,734 +12,289
Jun11 110107 117.65 117.65 117.65 117.65 +0.31 0 2,155 +0
Sep11 110107 117.65 117.65 117.65 117.65 +0.31      
Total Volume and Open Interest 431,149 666,889 +12,289
3-Mth Euribor(EUREX)
Mar11 110107 98.950 98.950 98.945 98.945 -0.005 5 6,159 -661
Jun11 110107 98.845 98.845 98.845 98.845 +0.010 1 9,116 +0
Sep11 110107 98.735 98.735 98.735 98.735 +0.025 0 1,756 -1
Total Volume and Open Interest 6 24,116 -662
Long Gilt(LIFFE)
Mar11 110107 118~11 118~22 118~00 118~16 +0~06 117,525 249,788 +1,511
Jun11 110107 118~11 118~11 118~11 118~11 +0~01      
Total Volume and Open Interest 117,525 249,788 +1,511
3-Mth Short Sterling(LIFFE)
Mar11 110107 99.14 99.16 99.11 99.14 -0.01 57,426 294,879 +4,257
Jun11 110107 99.01 99.02 98.96 98.98 -0.04 67,122 263,832 +517
Sep11 110107 98.82 98.84 98.78 98.80 -0.04 64,635 265,972 -10,486
Dec11 110107 98.60 98.62 98.54 98.57 -0.04 84,086 287,188 +9,155
Mar12 110107 98.34 98.37 98.29 98.32 -0.03 92,273 237,594 -5,107
Jun12 110107 98.08 98.11 98.02 98.06 -0.02 74,868 138,234 +4,969
Total Volume and Open Interest 548,225 1,840,775 +10,869
3-Mth Euribor(LIFFE)
Mar11 110107 98.945 98.950 98.930 98.945 -0.005 101,275 579,506 +9,454
Jun11 110107 98.830 98.845 98.810 98.845 +0.010 103,106 496,927 +1,557
Sep11 110107 98.710 98.740 98.690 98.735 +0.025 110,153 381,302 +8,136
Total Volume and Open Interest 751,956 2,723,781 +31,884
3-Mth Aus T-Bills(SFE)
Mar11 110107 94.95 94.96 94.94 94.95 unch 8,489 205,688 +2,439
Jun11 110107 94.85 94.87 94.84 94.85 unch 10,883 124,727 +3,572
Sep11 110107 94.70 94.73 94.68 94.70 unch 7,274 82,411 +268
Dec11 110107 94.55 94.60 94.55 94.57 unch 4,044 53,382 +1,082
Mar12 110107 94.49 94.52 94.47 94.48 unch 1,582 42,470 +162
Jun12 110107 94.41 94.44 94.41 94.42 +0.01 1,202 38,521 -218
Sep12 110107 94.36 94.39 94.36 94.37 unch 1,407 20,883 +1,157
Dec12 110107 94.31 94.34 94.31 94.31 unch 326 9,382 +274
Mar13 110107 94.28 94.28 94.26 94.26 -0.01 26 2,662 +5
Jun13 110107 94.21 94.21 94.21 94.21 +0.01 0 587 +0
Total Volume and Open Interest 35,233 581,615 +8,741
10-Year Aus T-Bonds(SFE)
Mar11 110107 94.41 94.42 94.35 94.37 -0.04 26,276 361,280 +1,426
Jun11 110107 94.37 94.37 94.37 94.37 -0.04      
Total Volume and Open Interest 26,276 361,280 +1,426
3-Year Aus T-Bonds(SFE)
Mar11 110107 94.78 94.82 94.76 94.79 +0.01 77,266 413,860 -18,315
Jun11 110107 94.79 94.79 94.79 94.79 +0.01      
Total Volume and Open Interest 77,266 413,860 -18,315
Gold(CMX)
Feb11 110107 1371.7 1379.0 1352.7 1368.9 -2.8 173,240 329,289 -5,939
Apr11 110107 1373.6 1380.4 1354.5 1370.8 -2.7 19,023 68,198 +5,466
Jun11 110107 1372.7 1380.8 1357.0 1372.7 -2.7 2,111 32,894 -206
Aug11 110107 1377.6 1377.6 1364.3 1374.6 -2.8 799 16,883 +395
Oct11 110107 1368.0 1383.7 1368.0 1376.7 -2.9 117 12,434 -46
Dec11 110107 1380.5 1384.5 1364.3 1378.8 -3.1 2,469 23,145 -2,180
Feb12 110107 1370.0 1381.2 1370.0 1381.2 -3.3 142 7,162 +122
Apr12 110107 1383.8 1383.8 1383.8 1383.8 -3.5 600 6,859 +400
Jun12 110107 1386.9 1386.9 1386.9 1386.9 -3.6 1,835 12,010 -610
Aug12 110107 1390.1 1390.1 1390.1 1390.1 -3.9 1,040 6,856 +950
Oct12 110107 1393.7 1393.7 1393.7 1393.7 -4.4 50 1,354 +0
Dec12 110107 1390.0 1397.8 1387.9 1397.8 -5.0 2,015 13,949 +252
Total Volume and Open Interest 208,575 583,920 +720
Silver(CMX)
Mar11 110107 2904.0 2937.5 2832.5 2867.1 -45.5 62,887 77,747 +267
May11 110107 2916.5 2933.0 2841.0 2871.8 -45.6 2,827 14,921 +300
Jul11 110107 2918.0 2931.0 2852.0 2876.3 -45.7 1,144 9,925 +20
Sep11 110107 2850.0 2932.0 2850.0 2880.5 -46.1 226 6,246 +101
Dec11 110107 2924.0 2955.0 2863.0 2887.4 -46.4 517 12,725 -171
Mar12 110107 2893.1 2893.1 2893.1 2893.1 -47.3 0 379 +0
May12 110107 2896.9 2896.9 2896.9 2896.9 -48.0 0 540 +0
Total Volume and Open Interest 68,429 139,291 +731
Platinum(NYMEX)
Jan11 110107 1728.0 1740.3 1717.8 1735.1 +2.4 5 382 -6
Apr11 110107 1728.3 1749.8 1719.0 1738.3 +3.2 3,775 37,494 -175
Jul11 110107 1730.0 1743.8 1730.0 1741.9 +3.2 24 719 +18
Oct11 110107 1753.2 1753.2 1745.1 1745.1 +3.2 1 16 +1
Total Volume and Open Interest 3,805 38,622 -162
Palladium(NYMEX)
Mar11 110107 762.00 767.10 740.00 755.95 -6.95 2,033 21,986 -286
Jun11 110107 754.00 764.00 749.00 756.95 -6.90 21 551 +13
Sep11 110107 755.60 757.55 755.60 757.55 -6.30 0 13 +0
Total Volume and Open Interest 2,057 22,556 -270
Copper(CMX)
Mar11 110107 432.75 435.20 425.05 428.25 -4.70 33,813 118,167 -904
May11 110107 432.05 434.10 424.90 427.95 -4.55 1,225 27,613 -12
Jul11 110107 427.00 432.60 426.90 427.05 -4.25 476 7,893 +262
Sep11 110107 425.65 431.60 425.65 425.95 -4.10 162 5,466 +3
Dec11 110107 424.00 427.70 422.95 423.65 -3.90 152 3,380 +14
Total Volume and Open Interest 36,654 167,859 -768
DJIA Index(CBOT)
Mar11 110107 11635 11666 11490 11619 -27 217 7,249 -44
Jun11 110107 11559 11583 11559 11559 -24      
Sep11 110107 11499 11526 11499 11499 -27      
Dec11 110107 11444 11471 11444 11444 -27      
Total Volume and Open Interest 217 7,249 -44
S & P 500(CME)
Mar11 110107 1269.80 1273.80 1257.80 1267.50 -2.70 17,354 275,276 +745
Jun11 110107 1267.00 1267.80 1254.20 1262.50 -2.70 333 4,244 +329
Sep11 110107 1257.80 1263.50 1249.50 1257.80 -2.70 0 2,150 +0
Dec11 110107 1258.00 1259.00 1245.00 1253.30 -2.70 0 550 +0
Total Volume and Open Interest 17,687 282,220 +1,074
S & P 500 E-Mini(Globex)
Mar11 110107 1269.75 1274.00 1257.75 1267.50 -2.75 1,614,397 2,495,267 -15,508
Jun11 110107 1263.75 1268.50 1253.25 1262.50 -2.75 1,419 4,529 +331
Total Volume and Open Interest 1,615,847 2,499,909 -15,186
NASDAQ 100(CME)
Mar11 110107 2276.50 2281.80 2252.50 2273.00 -3.30 300 13,509 +6
Jun11 110107 2269.80 2279.00 2250.00 2269.80 -3.20      
Sep11 110107 2267.30 2269.00 2267.30 2267.30 -3.20      
Total Volume and Open Interest 300 13,509 +6
NASDAQ 100 E-Mini(Globex)
Mar11 110107 2277.00 2282.30 2252.30 2273.00 -3.30 177,334 368,408 -4,146
Jun11 110107 2275.00 2277.80 2250.80 2269.80 -3.20 74 526 -1
Total Volume and Open Interest 177,408 368,939 -4,147
S & P Midcap 400(CME)
Mar11 110107 913.00 916.00 900.00 907.80 -4.30 1,020 1,700 +239
Jun11 110107 905.30 906.10 905.30 905.30 -4.30      
Sep11 110107 903.80 905.00 903.80 903.80 -4.70      
Total Volume and Open Interest 1,020 1,700 +239
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Mar11 110107 10545 10595 10455 10505 -15 6,265 39,234 -1,914
Jun11 110107 10485 10500 10485 10485 -15 0 4 +0
Total Volume and Open Interest 6,265 39,238 -1,914
Nikkei 225(SGX)
Mar11 110107 10520 10555 10465 10545 +30 85,754 217,938 +1,626
Jun11 110107 10440 10475 10440 10475 +35 8 2,686 +5
Sep11 110107 10475 10475 10475 10475 +30      
Total Volume and Open Interest 86,362 236,945 +1,644
CAC 40(EURONEXT)
Jan11 110107 3898.5 3915.5 3844.0 3865.0 -41.0 116,015 374,358 -23,603
Feb11 110107 3893.5 3914.5 3846.0 3866.0 -42.0 127 357 +0
Mar11 110107 3897.5 3918.0 3849.5 3868.0 -41.5 374 42,936 -490
Total Volume and Open Interest 116,522 417,692 -24,087
Hang Seng Index(HKFE)
Jan11 110107 23791 23921 23674 23736 -70 58,567 94,957 +2,404
Feb11 110107 23780 23925 23685 23735 -76 766 1,214 +210
Mar11 110107 23724 23873 23640 23690 -72 170 5,967 +148
Total Volume and Open Interest 59,649 103,371 +2,800
DAX(EUREX)
Mar11 110107 6991.0 7022.5 6934.0 6961.5 -28.0 137,766 185,442 -1,446
Jun11 110107 7008.5 7038.5 6957.5 6983.5 -27.5 188 10,666 +4
Sep11 110107 7050.0 7051.5 6999.0 7001.0 -28.5 18 26 -2
Total Volume and Open Interest 137,972 196,134 -1,444
FT-SE 100(EURONEXT)
Mar11 110107 5970.00 5981.50 5912.50 5943.50 -33.50 113,479 641,859 -11,665
Jun11 110107 5906.00 5910.50 5900.50 5900.50 -33.50 100 1,454 +0
Sep11 110107 5869.00 5869.00 5869.00 5869.00 -33.50 0 58 +0
Total Volume and Open Interest 113,579 643,371 -11,665
SPI 200(SFE)
Mar11 110107 4712.0 4732.0 4679.0 4693.0 -19.0 20,776 199,939 +2,355
Jun11 110107 4711.0 4717.0 4711.0 4717.0 -21.0 50 2,986 +6
Sep11 110107 4708.0 4708.0 4708.0 4708.0 -21.0 0 1,826 +0
Total Volume and Open Interest 20,861 206,392 +2,365
GSCI(CME)
Jan11 110107 621.10 623.10 613.00 616.65 -2.85 130 14,745 +8
Feb11 110107 621.00 626.50 617.50 621.00 -3.50 2 1 +0
Mar11 110107 626.00 629.50 621.00 624.00 -3.50      
Total Volume and Open Interest 132 14,746 +8
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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