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MRCI's End of Day Prices

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MRCI's End of Day Prices
Daily Futures Price Listing Mon January 10, 2011
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan11 110110 1361.75 1385.75 1361.00 1373.25 +15.50 3,304 4,799 -1,596
Mar11 110110 1368.00 1394.50 1366.00 1380.50 +15.50 90,450 298,719 -2,585
May11 110110 1377.25 1402.50 1375.00 1388.50 +14.75 18,675 91,300 -504
Jul11 110110 1380.75 1405.50 1379.50 1391.75 +14.00 20,316 77,829 +1,568
Aug11 110110 1359.00 1379.00 1353.75 1367.50 +13.75 513 2,394 +73
Sep11 110110 1322.50 1339.00 1317.00 1327.00 +10.00 973 3,085 +371
Nov11 110110 1281.75 1301.00 1281.75 1287.75 +6.00 12,774 117,675 +56
Total Volume and Open Interest 147,458 617,500 -2,414
Soybean Meal(CBOT)
Jan11 110110 361.00 371.30 361.00 366.80 +7.70 1,438 1,361 -664
Mar11 110110 363.60 375.30 363.30 370.60 +7.90 29,546 97,390 -987
May11 110110 366.30 377.20 366.30 372.60 +7.60 5,365 28,211 +37
Jul11 110110 367.50 377.50 367.50 372.90 +7.40 5,420 24,827 +558
Aug11 110110 360.40 367.50 360.00 363.30 +7.10 584 6,496 +91
Sep11 110110 350.30 354.90 350.30 351.30 +5.80 608 5,759 +88
Oct11 110110 334.00 336.60 331.90 334.20 +4.40 425 5,324 +66
Dec11 110110 327.70 334.10 327.60 331.60 +4.30 1,355 20,042 -283
Total Volume and Open Interest 44,796 192,414 -1,076
Soybean Oil(CBOT)
Jan11 110110 56.81 57.15 56.50 56.66 +0.31 2,767 2,694 -596
Mar11 110110 57.19 57.68 56.86 57.13 +0.31 47,990 205,318 -1,514
May11 110110 57.59 58.06 57.29 57.53 +0.31 10,186 59,139 +375
Jul11 110110 57.52 58.23 57.52 57.75 +0.31 8,236 52,869 +671
Aug11 110110 57.93 58.15 57.60 57.75 +0.28 1,485 5,761 +469
Sep11 110110 57.62 58.09 57.47 57.70 +0.23 1,660 7,349 +930
Oct11 110110 57.55 57.97 57.39 57.52 +0.20 933 8,267 -37
Dec11 110110 57.62 57.98 57.35 57.51 +0.19 2,328 26,984 -75
Total Volume and Open Interest 75,589 369,376 +210
Canola(WCE)
Jan11 110110 588.4 588.4 588.4 588.4 +7.0 0 423 +0
Mar11 110110 587.4 594.3 584.5 593.1 +7.0 7,128 119,997 -1,062
May11 110110 595.0 600.1 593.2 599.8 +7.3 1,778 13,742 +405
Jul11 110110 592.2 600.2 591.0 600.2 +9.4 1,557 18,316 +458
Nov11 110110 533.9 545.9 526.0 544.8 +15.5 1,355 38,167 +112
Total Volume and Open Interest 11,826 193,791 -87
Corn(CBOT)
Mar11 110110 597.50 614.00 597.25 607.00 +12.00 164,232 703,823 -17,448
May11 110110 606.25 622.75 606.25 615.50 +11.75 34,144 228,060 +3,364
Jul11 110110 610.00 627.00 610.00 620.25 +11.75 57,165 221,537 -10,126
Sep11 110110 571.00 583.00 571.00 578.00 +8.50 7,509 46,066 +1,905
Dec11 110110 543.50 554.25 543.00 548.00 +6.00 34,810 277,737 +195
Mar12 110110 551.00 562.00 551.00 556.00 +6.00 1,237 26,374 +25
Total Volume and Open Interest 301,531 1,551,169 -21,075
Wheat(CBOT)
Mar11 110110 777.25 783.00 766.25 767.25 -6.75 41,870 223,722 -3,836
May11 110110 803.50 810.50 793.75 795.00 -6.75 14,485 70,095 +2,052
Jul11 110110 822.00 831.50 815.00 816.75 -4.25 11,656 111,758 +2,106
Sep11 110110 838.00 846.75 833.00 834.75 -3.25 2,241 20,393 +497
Dec11 110110 853.75 861.00 848.00 849.25 -2.75 4,217 61,146 +1,098
Total Volume and Open Interest 74,781 502,524 +2,013
Wheat(KCBT)
Mar11 110110 847.75 856.50 840.00 841.50 -4.75 11,904 106,848 -2,173
May11 110110 856.25 866.50 851.00 851.75 -4.50 4,850 34,253 +2,424
Jul11 110110 863.25 875.00 859.50 860.25 -3.00 3,635 54,334 +1,052
Sep11 110110 874.00 883.50 869.00 870.50 -2.00 292 13,595 +8
Dec11 110110 883.00 892.50 877.75 879.00 -2.25 556 10,606 +83
Total Volume and Open Interest 21,278 221,940 +1,407
Wheat(MGE)
Mar11 110110 871.50 881.00 863.00 865.25 -5.50 4,179 25,358 -1,422
May11 110110 880.25 888.75 871.75 874.00 -6.25 2,402 13,786 +243
Jul11 110110 884.50 891.75 876.50 878.50 -5.00 844 10,222 +416
Sep11 110110 877.00 888.00 872.00 874.25 -3.50 392 9,754 +58
Dec11 110110 886.25 893.50 879.50 881.50 -2.25 323 8,555 +22
Total Volume and Open Interest 8,187 69,168 -660
Oats(CBOT)
Mar11 110110 370.75 382.00 368.50 379.50 +8.75 691 9,468 -201
May11 110110 380.00 385.50 375.50 384.25 +8.75 149 845 +28
Jul11 110110 379.00 386.25 376.00 385.25 +8.75 28 464 -3
Sep11 110110 358.50 359.25 351.50 359.25 +7.75 1 63 +1
Total Volume and Open Interest 925 12,014 -205
Rough Rice(CBOT)
Jan11 110110 13.62 13.69 13.39 13.61 +0.22 5 136 -40
Mar11 110110 13.63 13.95 13.61 13.84 +0.20 990 13,768 -79
May11 110110 13.89 14.18 13.89 14.12 +0.21 187 1,696 -31
Jul11 110110 14.16 14.42 14.16 14.39 +0.21 170 1,635 +18
Total Volume and Open Interest 1,519 18,453 -69
Live Cattle(CME)
Feb11 110110 106.350 107.580 106.300 106.950 +0.565 28,471 129,415 -6,851
Apr11 110110 110.500 111.650 110.480 111.450 +0.900 18,431 103,573 +3,476
Jun11 110110 108.350 109.400 108.350 109.285 +0.885 9,862 59,324 +3,231
Aug11 110110 108.800 109.800 108.800 109.750 +1.000 1,803 19,598 +207
Oct11 110110 110.900 112.050 110.900 111.980 +1.050 640 11,281 +188
Dec11 110110 112.000 113.000 112.000 112.885 +0.905 922 8,792 +328
Total Volume and Open Interest 60,333 333,551 +668
Feeder Cattle(CME)
Jan11 110110 122.050 122.850 121.980 122.300 +0.700 1,039 4,650 -16
Mar11 110110 122.800 124.000 122.750 123.430 +0.680 2,285 23,232 -491
Apr11 110110 123.200 124.350 123.150 124.180 +0.980 697 5,737 +33
May11 110110 123.635 124.550 123.500 124.480 +0.830 774 7,082 -7
Aug11 110110 124.000 125.500 124.000 125.450 +0.950 639 7,183 +165
Sep11 110110 124.330 125.100 124.200 125.100 +0.870 250 818 +173
Oct11 110110 124.000 125.000 124.000 124.980 +0.750 37 293 +16
Total Volume and Open Interest 5,760 49,157 -98
Lean Hogs(CME)
Feb11 110110 79.580 80.500 79.500 79.700 +0.270 20,663 69,268 -5,173
Apr11 110110 84.150 85.135 84.050 84.650 +0.600 11,546 61,228 +664
May11 110110 91.500 92.400 91.500 92.200 +0.500 82 1,864 +27
Jun11 110110 93.980 94.650 93.885 94.385 +0.405 6,291 40,402 +946
Jul11 110110 93.080 93.800 93.080 93.650 +0.350 2,284 10,082 +518
Aug11 110110 92.300 92.850 92.300 92.430 +0.130 1,110 12,534 +360
Oct11 110110 82.480 82.700 82.450 82.650 +0.170 947 10,357 +438
Dec11 110110 78.800 79.000 78.700 79.000 +0.100 166 3,500 +51
Total Volume and Open Interest 43,121 210,296 -2,149
Class III Milk(CME)
Jan11 110110 13.34 13.39 13.32 13.35 +0.02 251 5,695 +33
Feb11 110110 14.20 14.43 14.15 14.39 +0.24 591 5,428 -12
Mar11 110110 14.48 14.65 14.43 14.60 +0.17 381 4,090 +56
Apr11 110110 14.89 15.10 14.89 15.03 +0.01 223 2,791 +2
May11 110110 15.29 15.33 15.22 15.25 -0.04 211 2,556 +14
Total Volume and Open Interest 2,039 31,483 +157
Cocoa(ICE)
Mar11 110110 2835 2887 2823 2881 +31 6,931 67,904 -277
May11 110110 2856 2910 2848 2905 +32 1,228 24,426 +459
Jul11 110110 2870 2926 2865 2921 +32 612 13,378 +8
Sep11 110110 2895 2940 2885 2939 +30 598 7,946 +400
Dec11 110110 2915 2958 2915 2958 +28 23 13,430 -14
Mar12 110110 2995 3023 2982 3023 +26 27 10,890 -23
May12 110110 2973 3020 2973 3020 +24 2 4,612 +0
Total Volume and Open Interest 9,421 144,476 +553
Coffee "C"(ICE)
Mar11 110110 231.20 235.15 230.55 231.25 +0.55 12,255 88,192 -614
May11 110110 232.00 236.50 232.00 232.75 +0.50 3,022 28,216 -271
Jul11 110110 233.20 236.75 232.95 233.40 +0.80 1,548 10,790 +52
Sep11 110110 230.85 234.45 230.85 231.40 +0.70 448 4,847 +237
Dec11 110110 229.50 230.50 227.30 227.45 +0.70 88 7,840 +36
Mar12 110110 224.75 226.00 223.05 223.05 +0.85 21 766 +5
Total Volume and Open Interest 17,382 141,344 -555
Orange Juice(ICE)
Jan11 110110 185.55 185.55 185.55 185.55 -3.05 289 1,405 +18
Mar11 110110 177.15 179.40 174.50 178.75 +0.60 1,563 21,886 +353
May11 110110 176.00 178.75 175.60 178.15 +0.40 302 5,601 +139
Jul11 110110 177.95 178.00 177.75 177.90 +0.75 68 2,515 +57
Sep11 110110 177.50 177.50 177.25 177.50 +0.70 50 493 +40
Nov11 110110 176.90 176.90 176.90 176.90 -0.25 2 550 +0
Total Volume and Open Interest 2,274 32,474 +607
Sugar #11(ICE)
Mar11 110110 31.55 31.97 30.82 31.74 +0.21 71,762 222,367 +395
May11 110110 29.15 29.69 28.50 29.50 +0.35 34,883 116,780 -1,254
Jul11 110110 26.50 27.05 25.82 26.92 +0.42 27,667 111,471 +1,639
Oct11 110110 25.00 25.20 24.14 25.15 +0.28 11,877 61,980 +1,518
Mar12 110110 24.00 24.34 23.38 24.29 +0.32 6,313 46,739 -174
Total Volume and Open Interest 160,104 608,571 +1,595
London Cocoa(LCE)
Mar11 110110 1921 1941 1907 1940 +12 3,939 64,313 -1,339
May11 110110 1931 1949 1918 1948 +12 1,370 25,150 -381
Jul11 110110 1941 1962 1932 1962 +12 544 24,481 +114
Sep11 110110 1952 1968 1939 1968 +12 2,443 17,000 +1,857
Dec11 110110 1961 1977 1950 1977 +11 59 23,307 -11
Mar12 110110 1970 1983 1970 1983 +8 47 19,914 +11
May12 110110 1983 1992 1983 1988 +6 300 4,308 +300
Total Volume and Open Interest 8,702 178,897 +551
London Sugar(LCE)
Mar11 110110 776.60 787.20 764.00 775.50 +10.40 4,525 24,906 -370
May11 110110 751.50 757.40 734.60 745.20 +6.20 1,747 11,245 +310
Aug11 110110 697.80 701.30 682.20 693.20 +5.00 926 8,258 +219
Oct11 110110 652.00 653.20 639.80 646.70 +7.30 169 2,532 +39
Dec11 110110 630.40 630.40 615.10 626.20 +7.40 23 955 +8
Total Volume and Open Interest 7,450 48,630 +266
Cotton(ICE)
Mar11 110110 140.50 144.60 140.50 143.25 +2.65 11,385 95,632 -3,652
May11 110110 138.00 140.51 137.25 139.18 +2.67 2,124 24,299 -193
Jul11 110110 130.01 132.97 129.70 132.11 +3.10 1,629 32,966 +198
Oct11 110110 115.00 115.25 115.00 115.25 +3.06 2 170 +0
Dec11 110110 100.00 102.94 100.00 102.52 +2.88 1,830 48,384 -16
Mar12 110110 96.04 97.00 96.04 97.00 +2.01 91 1,255 +34
Total Volume and Open Interest 17,144 204,618 -3,627
Lumber(CME)
Jan11 110110 304.8 304.8 290.7 290.7 -14.3 218 650 -134
Mar11 110110 324.1 324.1 312.8 312.8 -10.0 314 7,654 +68
May11 110110 337.5 337.5 331.5 331.5 -10.0 108 2,724 +29
Jul11 110110 341.0 341.0 332.7 332.7 -10.0 70 1,077 +40
Total Volume and Open Interest 728 12,290 +20
Crude Oil(NYM)
Feb11 110110 89.00 89.98 88.13 89.25 +1.22 444,813 251,299 -37,639
Mar11 110110 90.11 91.00 89.28 90.58 +1.36 263,239 247,954 +10,920
Apr11 110110 91.00 91.99 90.25 91.67 +1.50 134,214 98,814 -2,261
May11 110110 92.25 92.81 91.08 92.58 +1.60 73,065 82,450 +1,696
Jun11 110110 92.21 93.45 91.70 93.26 +1.67 71,444 98,275 -755
Jul11 110110 93.02 94.00 92.40 93.76 +1.69 27,388 55,026 +3,475
Aug11 110110 93.15 94.18 93.15 94.10 +1.70 12,547 28,706 -500
Sep11 110110 93.67 94.48 92.87 94.35 +1.71 7,290 28,006 +419
Oct11 110110 93.64 94.78 93.50 94.56 +1.74 3,857 19,123 +252
Nov11 110110 93.86 94.92 93.86 94.73 +1.77 2,510 19,719 -104
Dec11 110110 93.52 95.11 93.06 94.89 +1.80 37,460 153,976 -2,327
Jan12 110110 94.00 94.94 94.00 94.94 +1.82 1,939 29,535 +247
Feb12 110110 94.93 94.93 94.93 94.93 +1.83 1,358 8,756 -99
Mar12 110110 94.89 94.89 94.89 94.89 +1.83 414 10,735 -23
Apr12 110110 94.84 94.84 94.84 94.84 +1.83 68 4,962 -10
May12 110110 94.80 94.80 94.80 94.80 +1.83 27 5,952 -25
Total Volume and Open Interest 1,098,125 1,473,979 -27,027
e-miNY Crude Oil(NYM)
Jan11 101217 87.925 88.500 87.025 88.025 +0.325 5,348 3,079 -457
Feb11 110110 88.825 89.875 88.150 89.250 +1.225 11,231 4,177 +179
Mar11 110110 89.700 90.950 89.250 90.575 +1.350 2,153 3,620 +402
Apr11 110110 91.300 91.850 90.375 91.675 +1.500 124 512 +59
May11 110110 92.600 92.600 92.575 92.575 +1.600 33 53 +31
Jun11 110110 93.000 93.250 92.800 93.250 +1.650 10 56 +10
Jul11 110110 93.000 93.750 93.000 93.750 +1.675 0 15 +0
Aug11 110110 94.075 94.100 94.075 94.100 +1.700 1 10 +1
Sep11 110110 93.125 94.350 93.075 94.350 +1.700 0 1 +0
Oct11 110110 93.775 94.550 93.775 94.550 +1.725 0 41 +0
Total Volume and Open Interest 13,552 8,730 +682
Heating Oil(NYM)
Feb11 110110 250.90 256.35 249.30 255.61 +6.98 63,603 91,097 -5,659
Mar11 110110 251.74 256.56 249.72 255.78 +6.72 30,866 67,267 +3,020
Apr11 110110 252.34 255.68 250.00 254.97 +6.32 14,242 29,822 +2,170
May11 110110 252.00 255.20 249.20 254.60 +6.05 5,664 19,893 +644
Jun11 110110 251.85 255.40 249.85 254.84 +5.81 8,122 33,017 -243
Jul11 110110 253.06 256.20 250.74 256.18 +5.73 1,251 9,298 -66
Aug11 110110 254.06 257.69 254.06 257.59 +5.64 747 5,887 +38
Sep11 110110 258.00 259.15 257.27 259.01 +5.56 644 6,870 +143
Oct11 110110 258.70 260.53 258.70 260.45 +5.50 208 4,300 +8
Nov11 110110 258.67 261.95 258.67 261.95 +5.45 263 5,128 +64
Dec11 110110 260.15 263.52 260.15 263.23 +5.37 2,545 17,178 +547
Jan12 110110 264.47 264.50 264.47 264.50 +5.26 65 2,834 +7
Total Volume and Open Interest 128,282 299,898 +687
Gasoline(NYMEX)
Feb11 110110 243.30 247.00 241.26 245.43 +4.12 46,743 84,014 -7,178
Mar11 110110 244.04 247.62 241.75 246.07 +4.24 29,330 61,053 +4,082
Apr11 110110 253.60 256.63 251.39 255.43 +4.65 13,719 30,838 +340
May11 110110 251.82 257.15 251.78 255.93 +4.72 7,568 18,868 +541
Jun11 110110 253.63 256.52 251.80 255.68 +4.75 7,126 20,826 -609
Jul11 110110 252.62 254.98 251.45 254.74 +4.69 2,088 6,152 -336
Aug11 110110 253.17 253.17 253.12 253.12 +4.63 1,865 6,600 +157
Sep11 110110 251.19 251.19 251.19 251.19 +4.58 1,270 4,463 +405
Oct11 110110 240.37 240.37 240.37 240.37 +4.59 546 4,069 +156
Nov11 110110 238.46 238.46 238.46 238.46 +4.68 154 1,449 +4
Total Volume and Open Interest 111,868 272,517 -2,019
e-miNY RBOB Gasoline(NYM)
Feb11 110110 245.40 245.43 245.40 245.40 +4.10 0 3 +0
Mar11 110110 246.10 246.10 246.07 246.10 +4.30 0 1 +0
Apr11 110110 255.40 255.43 255.40 255.40 +4.60 0 1 +0
May11 110110 255.90 255.93 255.90 255.90 +4.70 0 1 +0
Total Volume and Open Interest 0 9 +0
Natural Gas(NYM)
Feb11 110110 4.373 4.450 4.322 4.399 -0.023 124,905 128,206 -7,216
Mar11 110110 4.371 4.426 4.311 4.389 -0.013 76,879 191,890 +6,608
Apr11 110110 4.360 4.419 4.302 4.379 -0.011 46,424 92,846 +145
May11 110110 4.433 4.460 4.342 4.419 -0.011 25,952 62,123 +4,885
Jun11 110110 4.490 4.505 4.389 4.468 -0.007 8,848 18,642 +370
Jul11 110110 4.520 4.565 4.459 4.538 -0.002 10,754 18,633 +1,502
Aug11 110110 4.600 4.600 4.497 4.571 -0.002 5,431 17,448 +372
Sep11 110110 4.548 4.589 4.510 4.582 -0.002 4,014 12,898 -152
Oct11 110110 4.657 4.665 4.570 4.646 -0.003 14,342 50,333 -1,089
Nov11 110110 4.790 4.844 4.757 4.825 unch 2,621 21,660 -249
Dec11 110110 5.092 5.092 5.001 5.065 +0.003 1,909 20,938 -142
Jan12 110110 5.186 5.226 5.146 5.210 +0.004 5,610 36,971 +121
Feb12 110110 5.207 5.207 5.117 5.177 +0.005 860 7,491 +363
Mar12 110110 5.054 5.094 5.020 5.079 +0.006 2,620 20,071 +866
Apr12 110110 4.815 4.862 4.802 4.849 +0.011 722 19,218 +243
May12 110110 4.847 4.860 4.806 4.854 +0.011 83 5,095 +35
Total Volume and Open Interest 332,826 788,791 +6,941
Brent Crude Oil(ICE)
Feb11 110110 93.80 95.88 93.60 95.70 +2.37 165,974 132,682 -18,830
Mar11 110110 93.56 95.63 93.46 95.49 +2.31 151,583 201,490 +4,278
Apr11 110110 93.85 95.57 93.51 95.48 +2.26 67,808 91,759 +8,334
May11 110110 94.03 95.65 93.66 95.58 +2.19 28,946 59,086 +2,592
Jun11 110110 94.23 95.79 93.80 95.73 +2.15 36,619 75,996 +892
Jul11 110110 93.99 95.91 93.96 95.85 +2.14 12,272 26,087 +2,510
Aug11 110110 94.39 95.99 94.05 95.92 +2.11 5,979 14,889 +1,027
Sep11 110110 94.44 96.04 94.11 95.96 +2.08 5,861 24,354 +868
Oct11 110110 94.67 96.10 94.17 96.02 +2.06 4,204 17,157 +575
Nov11 110110 96.07 96.07 96.07 96.07 +2.03 2,447 10,519 +122
Dec11 110110 95.12 96.25 94.27 96.14 +2.01 21,324 102,700 +1,648
Jan12 110110 96.21 96.21 96.21 96.21 +2.01 530 10,360 +256
Feb12 110110 96.23 96.23 96.23 96.23 +2.01 189 6,198 +24
Mar12 110110 96.23 96.23 96.23 96.23 +2.02 83 3,587 -43
Total Volume and Open Interest 508,290 873,584 +5,072
Gas Oil(ICE)
Jan11 110110 766.00 784.25 764.25 782.50 +13.50 41,759 47,844 -5,702
Feb11 110110 772.50 790.00 770.25 788.00 +13.00 99,572 128,104 +1,072
Mar11 110110 778.00 794.00 774.25 791.75 +12.25 52,292 94,930 +1,819
Apr11 110110 783.00 796.00 778.00 794.50 +11.75 15,376 58,809 +2,695
May11 110110 786.25 798.50 780.75 797.25 +11.50 9,380 49,264 +2,046
Jun11 110110 789.75 801.75 784.50 800.25 +11.00 13,388 60,715 +1,334
Jul11 110110 789.25 804.25 787.00 804.00 +10.75 1,972 20,429 +165
Aug11 110110 792.75 807.75 792.75 807.50 +10.75 902 18,275 +222
Sep11 110110 807.75 811.25 804.75 811.25 +11.00 956 14,472 +399
Oct11 110110 798.25 813.50 798.25 813.50 +11.00 869 11,711 +255
Total Volume and Open Interest 253,774 618,657 +6,448
Ethanol(CBOT)
Jan11 110105 2.315 2.315 2.305 2.305 -0.008 63 135 -73
Feb11 110110 2.269 2.288 2.269 2.285 +0.045 79 849 +13
Mar11 110110 2.260 2.276 2.257 2.257 +0.029 51 1,173 -8
Apr11 110110 2.263 2.285 2.263 2.272 +0.033 12 779 +6
May11 110110 2.280 2.293 2.280 2.280 +0.028 38 415 +0
Jun11 110110 2.280 2.298 2.280 2.293 +0.031 73 534 -23
Jul11 110110 2.311 2.318 2.296 2.299 +0.032 62 736 +2
Aug11 110110 2.290 2.295 2.279 2.282 +0.025 16 768 -1
Total Volume and Open Interest 606 7,188 -59
WTI Crude Oil(ICE
Feb11 110110 89.08 89.95 88.12 89.25 +1.22 108,711 92,238 -13,029
Mar11 110110 90.12 91.00 89.27 90.58 +1.36 92,755 99,520 +5,166
Apr11 110110 91.25 92.04 90.25 91.67 +1.50 50,290 50,706 -1,675
May11 110110 91.73 92.89 91.06 92.58 +1.60 22,231 38,525 +593
Jun11 110110 92.30 93.52 91.72 93.26 +1.67 22,120 67,956 +918
Jul11 110110 92.31 93.76 92.31 93.76 +1.69 3,697 19,462 +213
Aug11 110110 93.05 94.10 93.05 94.10 +1.70 2,946 12,082 -228
Sep11 110110 92.93 94.35 92.93 94.35 +1.71 1,785 15,803 -41
Oct11 110110 93.06 94.62 93.06 94.56 +1.74 773 12,059 -152
Nov11 110110 94.73 94.73 94.73 94.73 +1.77 484 9,217 -12
Dec11 110110 93.56 95.06 93.13 94.89 +1.80 15,824 67,677 -325
Jan12 110110 94.94 94.94 94.94 94.94 +1.82 90 6,151 +15
Feb12 110110 94.93 94.93 94.93 94.93 +1.83 93 1,173 +12
Mar12 110110 94.89 94.89 94.89 94.89 +1.83 18 3,159 +8
Apr12 110110 94.84 94.84 94.84 94.84 +1.83 10 760 +0
May12 110110 94.80 94.80 94.80 94.80 +1.83 40 869 +28
Total Volume and Open Interest 325,261 587,029 -8,211
US Dollar Index(ICE)
Mar11 110110 81.490 81.635 81.115 81.162 -0.158 29,039 33,665 -688
Jun11 110110 81.845 81.985 81.500 81.537 -0.162 210 866 +7
Sep11 110110 81.897 81.897 81.897 81.897 -0.162 0 4 +0
Total Volume and Open Interest 29,249 34,535 -681
Australian Dollar(CME)
Mar11 110110 98.70 99.05 98.06 98.85 +0.11 115,329 118,439 +297
Jun11 110110 97.74 97.78 97.00 97.71 +0.11 106 378 +43
Sep11 110110 96.50 96.50 96.39 96.50 +0.11 0 14 +0
Total Volume and Open Interest 115,435 118,927 +340
British Pound(CME)
Mar11 110110 155.26 155.95 154.67 155.75 +0.34 118,535 85,758 -5,958
Jun11 110110 155.44 155.64 154.61 155.59 +0.33 85 204 +0
Sep11 110110 155.33 155.33 155.03 155.33 +0.30 0 5 +0
Total Volume and Open Interest 118,620 85,999 -5,958
Canadian Dollar(CME)
Mar11 110110 100.59 100.75 100.02 100.52 -0.11 89,578 119,006 -1,728
Jun11 110110 100.27 100.38 99.79 100.28 -0.10 150 2,182 +14
Sep11 110110 100.07 100.07 99.97 99.97 -0.10 3 1,016 +3
Dec11 110110 99.73 99.79 99.68 99.68 -0.10 14 1,202 +7
Total Volume and Open Interest 89,745 123,410 -1,704
Japanese Yen(CME)
Mar11 110110 120.31 121.04 120.15 120.85 +0.34 170,930 111,576 -3,068
Jun11 110110 120.48 121.12 120.48 121.00 +0.35 255 380 +2
Sep11 110110 121.20 121.20 120.86 121.20 +0.34 0 17 +0
Total Volume and Open Interest 171,195 111,984 -3,056
Swiss Franc(CME)
Mar11 110110 103.28 103.89 102.83 103.37 -0.25 42,068 44,003 -282
Jun11 110110 103.62 104.00 103.00 103.49 -0.25 33 59 +3
Sep11 110110 103.64 103.89 103.64 103.64 -0.25 0 2 +0
Total Volume and Open Interest 42,101 44,066 -279
EuroFX(CME)
Mar11 110110 128.93 129.61 128.70 129.49 +0.20 436,215 181,534 -2,585
Jun11 110110 128.95 129.53 128.64 129.42 +0.21 526 840 +79
Sep11 110110 128.90 129.34 128.38 129.34 +0.21 4 34 +1
Total Volume and Open Interest 436,767 182,750 -2,513
Mexican Peso(CME)
Jan11 110110 819.0 819.0 818.2 819.0 +0.8      
Feb11 110110 817.0 817.0 816.2 817.0 +0.8      
Total Volume and Open Interest 27,990 121,270 -390
30-Year T-Bonds(CBOT)
Mar11 110110 121~050 121~210 120~220 121~060 +0~070 352,986 535,308 -3,159
Jun11 110110 119~110 120~010 119~060 119~190 +0~070 92 1,681 +1,006
Sep11 110110 118~000 118~000 117~250 118~000 +0~070      
Total Volume and Open Interest 353,078 536,989 -2,153
10-Year T-Notes(CBOT)
Mar11 110110 120~245 121~005 120~195 120~280 +0~065 1,458,223 1,375,461 +8,501
Jun11 110110 119~115 119~235 119~115 119~235 +0~070 57 1,258 -7
Sep11 110110 118~210 118~210 118~140 118~210 +0~070      
Total Volume and Open Interest 1,458,280 1,376,723 +8,494
5-Year T-Notes(CBOT)
Mar11 110110 118~007 118~024 117~121 118~015 +0~016 672,881 1,056,799 +28,138
Jun11 110110 117~039 117~039 117~023 117~039 +0~016 5 5 +5
Sep11 110110 116~063 116~063 116~047 116~063 +0~016      
Total Volume and Open Interest 672,886 1,056,804 +28,143
2 Year T-Notes(CBOT)
Mar11 110110 109~056 109~065 109~052 109~062 +0~007 253,202 669,521 +5,606
Jun11 110110 109~031 109~031 109~024 109~031 +0~007 6 122 +6
Sep11 110110 109~000 109~000 108~121 109~000 +0~007      
Total Volume and Open Interest 253,208 669,643 +5,612
Eurodollars(CME)
Mar11 110110 99.605 99.615 99.595 99.605 +0.005 300,537 1,170,103 -8,419
Jun11 110110 99.500 99.515 99.485 99.510 +0.010 310,838 1,151,696 +15,476
Sep11 110110 99.380 99.405 99.365 99.400 +0.015 328,905 953,889 +2,088
Dec11 110110 99.215 99.245 99.190 99.240 +0.030 324,330 772,047 +9,745
Mar12 110110 98.985 99.030 98.960 99.030 +0.045 428,563 818,349 +19,556
Jun12 110110 98.715 98.780 98.685 98.770 +0.050 298,647 522,041 +3,711
Sep12 110110 98.455 98.520 98.420 98.510 +0.055 244,600 456,166 +10,617
Dec12 110110 98.185 98.265 98.155 98.245 +0.050 225,512 297,707 +2,014
Mar13 110110 97.950 98.020 97.910 97.990 +0.040 151,392 193,554 +359
Jun13 110110 97.695 97.765 97.655 97.725 +0.030 94,981 160,061 +934
Sep13 110110 97.450 97.515 97.415 97.470 +0.020 90,527 175,855 -1,719
Dec13 110110 97.195 97.260 97.160 97.210 +0.015 69,742 139,508 -681
Mar14 110110 96.960 97.030 96.940 96.980 +0.010 30,403 113,153 +1,600
Jun14 110110 96.730 96.795 96.715 96.745 +0.010 23,889 104,147 -1,170
Sep14 110110 96.500 96.560 96.485 96.520 +0.015 23,362 65,040 -1,101
Dec14 110110 96.280 96.330 96.260 96.295 +0.015 21,151 66,348 -492
Mar15 110110 96.085 96.140 96.080 96.110 +0.020 12,209 53,062 +503
Jun15 110110 4.155 4.210 4.145 4.185 +0.025 12,749 36,172 +452
Total Volume and Open Interest 3,039,775 7,488,030 +56,805
30 Day Federal Funds(CBOT)
Jan11 110110 99.823 99.825 99.823 99.823 unch 5,851 73,341 -75
Feb11 110110 99.825 99.825 99.820 99.820 unch 2,191 62,844 -415
Mar11 110110 99.825 99.830 99.815 99.825 +0.010 8,374 45,740 +1,970
Apr11 110110 99.825 99.835 99.820 99.830 +0.010 6,992 42,065 +1,902
May11 110110 99.825 99.835 99.820 99.825 +0.005 21,243 61,316 +7,242
Jun11 110110 99.820 99.830 99.815 99.820 +0.005 8,130 32,397 +2,761
Total Volume and Open Interest 99,443 538,637 +16,416
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 110110 99.660 99.660 99.660 99.660 unch 0 1,161 +0
Jun11 110110 99.647 99.647 99.647 99.647 unch 0 175 +0
Sep11 110110 99.643 99.643 99.643 99.643 unch      
Dec11 110110 99.640 99.640 99.640 99.640 unch 0 75 +0
Mar12 110110 99.620 99.620 99.620 99.620 +0.030      
Jun12 110110 99.665 99.665 99.665 99.665 unch      
Sep12 110110 99.615 99.615 99.615 99.615 unch      
Dec12 110110 99.520 99.520 99.520 99.520 unch      
Mar13 110110 99.520 99.520 99.520 99.520 unch      
Jun13 110110 99.475 99.475 99.475 99.475 unch      
Total Volume and Open Interest 0 1,411 +0
3-Mth Euro-Yen(SGX)
Mar11 110110 99.66 99.66 99.66 99.66 unch 200 2,476 +0
Jun11 110110 99.65 99.65 99.65 99.65 unch 0 1,387 +0
Sep11 110110 99.64 99.64 99.64 99.64 unch 0 1,054 +0
Dec11 110110 99.64 99.64 99.64 99.64 unch 0 1,823 +0
Mar12 110110 99.62 99.62 99.62 99.62 unch 0 305 +0
Jun12 110110 99.67 99.67 99.67 99.67 unch 0 754 +0
Sep12 110110 99.61 99.61 99.61 99.61 unch 0 310 +0
Dec12 110110 99.52 99.52 99.52 99.52 unch 0 4 +0
Total Volume and Open Interest 200 8,114 +0
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 110110 126.30 126.46 125.98 126.28 +0.15 814,740 1,210,554 +366,017
Jun11 110110 124.65 124.89 124.65 124.85 +0.16 268 576 +4
Sep11 110110 124.59 124.59 124.59 124.59 +0.15      
Total Volume and Open Interest 815,008 1,211,130 +366,021
Euro-Bobl(EUREX)
Mar11 110110 119.14 119.23 118.96 119.13 +0.03 451,564 852,432 +187,698
Jun11 110110 117.68 117.68 117.68 117.68 +0.03 1,700 3,855 +1,700
Sep11 110110 117.68 117.68 117.68 117.68 +0.03      
Total Volume and Open Interest 453,264 856,287 +189,398
3-Mth Euribor(EUREX)
Mar11 110110 98.935 98.935 98.930 98.935 -0.010 1 6,310 +151
Jun11 110110 98.830 98.835 98.825 98.835 -0.010 20 9,222 +106
Sep11 110110 98.715 98.730 98.710 98.730 -0.005 0 1,771 +15
Total Volume and Open Interest 23 24,365 +249
Long Gilt(LIFFE)
Mar11 110110 118~17 118~23 118~02 118~19 +0~03 95,875 244,716 -5,072
Jun11 110110 117~19 117~19 117~19 117~19 -0~24      
Total Volume and Open Interest 95,875 244,716 -5,072
3-Mth Short Sterling(LIFFE)
Mar11 110110 99.14 99.14 99.07 99.11 -0.03 50,025 296,292 +1,413
Jun11 110110 98.97 98.97 98.90 98.93 -0.05 93,885 261,047 -2,785
Sep11 110110 98.78 98.79 98.70 98.73 -0.07 73,909 257,866 -8,106
Dec11 110110 98.56 98.57 98.46 98.50 -0.07 77,578 288,120 +932
Mar12 110110 98.31 98.32 98.21 98.26 -0.06 77,332 238,210 +616
Jun12 110110 98.05 98.05 97.94 98.00 -0.06 71,464 147,660 +9,426
Total Volume and Open Interest 532,320 1,844,285 +3,510
3-Mth Euribor(LIFFE)
Mar11 110110 98.940 98.945 98.930 98.935 -0.010 97,038 582,308 +2,802
Jun11 110110 98.840 98.845 98.815 98.835 -0.010 96,911 495,202 -1,725
Sep11 110110 98.735 98.735 98.695 98.730 -0.005 103,784 386,921 +5,619
Total Volume and Open Interest 732,563 2,728,580 +4,799
3-Mth Aus T-Bills(SFE)
Mar11 110110 94.95 94.97 94.93 94.96 +0.01 14,675 203,404 -2,284
Jun11 110110 94.85 94.89 94.84 94.87 +0.02 18,003 127,786 +3,059
Sep11 110110 94.69 94.74 94.68 94.74 +0.04 8,377 81,419 -992
Dec11 110110 94.56 94.63 94.56 94.62 +0.05 3,096 52,913 -469
Mar12 110110 94.49 94.55 94.48 94.55 +0.07 514 42,421 -49
Jun12 110110 94.45 94.49 94.45 94.49 +0.07 319 38,454 -67
Sep12 110110 94.42 94.44 94.41 94.44 +0.07 157 20,905 +22
Dec12 110110 94.39 94.39 94.39 94.39 +0.08 0 9,382 +0
Mar13 110110 94.36 94.36 94.36 94.36 +0.10 0 2,661 -1
Jun13 110110 94.31 94.31 94.31 94.31 +0.10 0 587 +0
Total Volume and Open Interest 45,141 580,834 -781
10-Year Aus T-Bonds(SFE)
Mar11 110110 94.36 94.46 94.34 94.45 +0.08 24,136 356,346 -4,934
Jun11 110110 94.45 94.45 94.45 94.45 +0.08      
Total Volume and Open Interest 24,136 356,346 -4,934
3-Year Aus T-Bonds(SFE)
Mar11 110110 94.79 94.86 94.78 94.85 +0.06 70,243 416,202 +2,342
Jun11 110110 94.85 94.85 94.85 94.85 +0.06      
Total Volume and Open Interest 70,243 416,202 +2,342
Gold(CMX)
Feb11 110110 1369.8 1376.4 1365.0 1374.1 +5.2 223,830 318,383 -10,906
Apr11 110110 1372.8 1378.0 1367.6 1376.0 +5.2 28,464 74,581 +6,383
Jun11 110110 1376.6 1380.0 1369.9 1378.1 +5.4 2,986 33,673 +779
Aug11 110110 1378.0 1382.0 1372.0 1380.0 +5.4 845 17,361 +478
Oct11 110110 1381.8 1383.0 1376.4 1382.1 +5.4 511 12,078 -356
Dec11 110110 1381.9 1385.6 1376.7 1384.3 +5.5 1,029 23,198 +53
Feb12 110110 1386.8 1386.8 1386.8 1386.8 +5.6 9 7,163 +1
Apr12 110110 1389.5 1389.5 1389.4 1389.5 +5.7 0 6,859 +0
Jun12 110110 1392.6 1392.6 1392.5 1392.6 +5.7 200 12,210 +200
Aug12 110110 1395.7 1395.7 1395.7 1395.7 +5.6 50 6,906 +50
Oct12 110110 1399.4 1399.4 1399.4 1399.4 +5.7 398 1,732 +378
Dec12 110110 1400.4 1403.8 1400.4 1403.6 +5.8 2,655 14,148 +199
Total Volume and Open Interest 263,192 581,199 -2,721
Silver(CMX)
Mar11 110110 2875.0 2914.0 2865.0 2886.1 +19.0 86,333 75,298 -2,449
May11 110110 2878.5 2918.0 2870.0 2890.9 +19.1 1,391 14,752 -169
Jul11 110110 2888.5 2920.0 2884.0 2895.5 +19.2 619 10,048 +123
Sep11 110110 2904.5 2924.0 2899.8 2899.8 +19.3 77 6,267 +21
Dec11 110110 2905.0 2929.5 2898.5 2906.8 +19.4 1,371 12,699 -26
Mar12 110110 2912.8 2912.8 2912.8 2912.8 +19.7 0 379 +0
May12 110110 2916.8 2916.8 2916.8 2916.8 +19.9 0 540 +0
Total Volume and Open Interest 92,716 137,079 -2,212
Platinum(NYMEX)
Jan11 110110 1747.6 1748.0 1741.6 1743.0 +7.9 29 370 -12
Apr11 110110 1743.7 1753.4 1735.6 1745.1 +6.8 4,929 37,500 +6
Jul11 110110 1750.1 1753.4 1748.4 1748.4 +6.5 59 771 +52
Oct11 110110 1756.2 1756.2 1751.6 1751.6 +6.5 1 17 +1
Total Volume and Open Interest 5,020 38,667 +45
Palladium(NYMEX)
Mar11 110110 755.95 764.35 746.20 749.65 -6.30 3,624 21,947 -39
Jun11 110110 759.75 759.75 750.75 750.75 -6.20 112 637 +86
Sep11 110110 751.35 751.35 751.35 751.35 -6.20 2 13 +0
Total Volume and Open Interest 3,743 22,604 +48
Copper(CMX)
Mar11 110110 428.60 432.75 425.40 426.45 -1.80 41,744 116,028 -2,139
May11 110110 428.25 432.00 425.95 426.40 -1.55 3,018 27,494 -119
Jul11 110110 430.50 430.50 424.95 425.75 -1.30 1,248 8,397 +504
Sep11 110110 429.60 429.60 424.85 424.85 -1.10 212 5,488 +22
Dec11 110110 424.75 424.75 422.70 422.75 -0.90 160 3,331 -49
Total Volume and Open Interest 47,797 166,235 -1,624
DJIA Index(CBOT)
Mar11 110110 11609 11609 11520 11587 -32 434 7,266 +17
Jun11 110110 11527 11559 11527 11527 -32      
Sep11 110110 11467 11499 11467 11467 -32      
Dec11 110110 11412 11444 11412 11412 -32      
Total Volume and Open Interest 434 7,266 +17
S & P 500(CME)
Mar11 110110 1266.70 1268.00 1258.00 1265.50 -2.00 12,064 275,387 +111
Jun11 110110 1257.50 1263.00 1253.50 1260.50 -2.00 152 4,209 -35
Sep11 110110 1255.80 1258.30 1248.80 1255.80 -2.00 0 2,147 -3
Dec11 110110 1251.30 1253.80 1244.30 1251.30 -2.00 1 550 +0
Total Volume and Open Interest 12,217 282,293 +73
S & P 500 E-Mini(Globex)
Mar11 110110 1266.25 1268.00 1258.00 1265.50 -2.00 2,175,596 2,505,895 +10,628
Jun11 110110 1261.25 1262.50 1253.50 1260.50 -2.00 581 4,537 +8
Total Volume and Open Interest 2,176,177 2,510,530 +10,621
NASDAQ 100(CME)
Mar11 110110 2269.50 2286.50 2261.30 2282.50 +9.50 527 13,733 +224
Jun11 110110 2279.50 2286.00 2260.00 2279.50 +9.70      
Sep11 110110 2277.00 2277.00 2276.30 2277.00 +9.70      
Total Volume and Open Interest 527 13,733 +224
NASDAQ 100 E-Mini(Globex)
Mar11 110110 2272.30 2287.00 2260.80 2282.50 +9.50 279,363 367,230 -1,178
Jun11 110110 2266.00 2284.30 2260.50 2279.50 +9.70 128 508 -18
Total Volume and Open Interest 279,492 367,744 -1,195
S & P Midcap 400(CME)
Mar11 110110 900.50 917.00 900.50 913.20 +5.40 13 1,693 -7
Jun11 110110 910.70 914.30 910.70 910.70 +5.40      
Sep11 110110 909.80 912.80 909.80 909.80 +6.00      
Total Volume and Open Interest 13 1,693 -7
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Mar11 110110 10545 10545 10395 10480 -25 9,859 39,463 +229
Jun11 110110 10460 10485 10460 10460 -25 0 4 +0
Total Volume and Open Interest 9,859 39,467 +229
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 110110 3854.0 3856.5 3790.5 3804.0 -61.0 154,773 385,295 +10,937
Feb11 110110 3853.5 3853.5 3797.0 3805.5 -60.5 308 519 +162
Mar11 110110 3857.5 3857.5 3796.5 3807.0 -61.0 332 42,832 -104
Total Volume and Open Interest 155,414 428,688 +10,996
Hang Seng Index(HKFE)
Jan11 110110 23656 23813 23480 23517 -219 62,060 95,384 +427
Feb11 110110 23749 23815 23489 23521 -214 739 1,466 +252
Mar11 110110 23558 23760 23450 23472 -218 476 6,016 +49
Total Volume and Open Interest 63,404 104,154 +783
DAX(EUREX)
Mar11 110110 6945.0 6952.0 6842.5 6880.0 -81.5 158,953 250,834 +65,392
Jun11 110110 6970.0 6970.0 6867.5 6901.5 -82.0 210 10,696 +30
Sep11 110110 6986.0 6986.0 6886.5 6919.5 -81.5 21 53 +27
Total Volume and Open Interest 159,184 261,583 +65,449
FT-SE 100(EURONEXT)
Mar11 110110 5940.50 5948.50 5897.50 5922.50 -21.00 115,946 637,353 -4,506
Jun11 110110 5879.50 5879.50 5879.50 5879.50 -21.00 8 1,457 +3
Sep11 110110 5844.00 5848.00 5844.00 5848.00 -21.00 0 58 +0
Total Volume and Open Interest 115,954 638,868 -4,503
SPI 200(SFE)
Mar11 110110 4693.0 4710.0 4654.0 4702.0 +9.0 19,626 195,487 -4,452
Jun11 110110 4697.0 4725.0 4697.0 4725.0 +8.0 2 2,988 +2
Sep11 110110 4716.0 4716.0 4716.0 4716.0 +8.0 0 1,826 +0
Total Volume and Open Interest 19,629 201,922 -4,470
GSCI(CME)
Jan11 110110 623.50 625.00 616.50 623.50 +6.85 2,619 12,429 -2,316
Feb11 110110 628.25 629.00 620.50 628.25 +7.25 2,569 2,524 +2,523
Mar11 110110 632.00 632.00 623.50 632.00 +8.00      
Total Volume and Open Interest 5,188 14,953 +207
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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