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MRCI's End of Day Prices

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MRCI's End of Day Prices
Daily Futures Price Listing Tue January 11, 2011
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan11 110111 1376.50 1380.00 1349.00 1350.50 -22.75 3,394 3,447 -1,352
Mar11 110111 1382.00 1388.50 1355.25 1357.00 -23.50 87,030 301,291 +2,572
May11 110111 1389.75 1396.00 1364.50 1365.75 -22.75 18,180 90,543 -757
Jul11 110111 1393.00 1400.00 1368.75 1370.50 -21.25 17,585 79,539 +1,710
Aug11 110111 1369.00 1369.50 1345.25 1345.25 -22.25 326 2,430 +36
Sep11 110111 1326.50 1327.00 1307.75 1308.00 -19.00 409 3,089 +4
Nov11 110111 1287.75 1295.50 1271.50 1273.00 -14.75 10,903 118,221 +546
Total Volume and Open Interest 142,275 623,778 +6,278
Soybean Meal(CBOT)
Jan11 110111 368.20 368.20 358.30 359.20 -7.60 1,064 1,073 -288
Mar11 110111 370.20 372.20 361.10 362.90 -7.70 35,747 99,394 +2,004
May11 110111 372.60 373.80 363.20 365.00 -7.60 6,728 28,188 -23
Jul11 110111 372.70 374.20 363.80 365.60 -7.30 7,275 25,714 +887
Aug11 110111 363.20 363.20 356.00 356.80 -6.50 2,201 6,447 -49
Sep11 110111 351.30 351.70 344.20 345.50 -5.80 697 5,726 -33
Oct11 110111 334.20 334.20 328.80 329.10 -5.10 524 5,494 +170
Dec11 110111 330.80 332.20 325.20 326.60 -5.00 2,613 19,911 -131
Total Volume and Open Interest 56,960 194,988 +2,574
Soybean Oil(CBOT)
Jan11 110111 56.72 56.97 56.17 56.17 -0.49 2,165 2,217 -477
Mar11 110111 57.17 57.49 56.56 56.61 -0.52 46,723 205,101 -217
May11 110111 57.77 57.87 57.00 57.02 -0.51 10,514 59,352 +213
Jul11 110111 57.83 58.06 57.22 57.25 -0.50 10,181 54,307 +1,438
Aug11 110111 57.87 58.01 57.23 57.23 -0.52 1,644 6,279 +518
Sep11 110111 57.93 58.01 57.23 57.23 -0.47 749 7,379 +30
Oct11 110111 57.60 57.80 57.06 57.06 -0.46 1,056 8,716 +449
Dec11 110111 57.57 57.81 57.06 57.06 -0.45 3,491 27,273 +289
Total Volume and Open Interest 76,524 371,619 +2,243
Canola(WCE)
Jan11 110111 582.3 582.3 582.3 582.3 -6.1 0 423 +0
Mar11 110111 593.1 596.6 587.7 588.8 -4.3 9,763 120,074 +77
May11 110111 599.0 603.5 594.9 595.3 -4.5 3,597 15,893 +2,151
Jul11 110111 600.2 604.3 593.6 596.1 -4.1 798 18,386 +70
Nov11 110111 540.1 550.4 540.1 545.0 +0.2 2,895 39,366 +1,199
Total Volume and Open Interest 17,466 197,602 +3,811
Corn(CBOT)
Mar11 110111 608.00 615.50 603.50 607.00 unch 165,455 702,451 -1,372
May11 110111 616.25 623.75 613.00 615.25 -0.25 33,359 229,058 +998
Jul11 110111 621.25 628.00 618.75 620.00 -0.25 36,975 220,930 -607
Sep11 110111 579.25 586.00 579.00 581.00 +3.00 6,226 46,212 +146
Dec11 110111 548.00 555.00 546.00 548.00 unch 30,686 277,655 -82
Mar12 110111 555.25 562.00 554.75 556.00 unch 1,553 26,314 -60
Total Volume and Open Interest 275,721 1,550,492 -677
Wheat(CBOT)
Mar11 110111 769.75 776.75 758.00 759.50 -7.75 45,406 220,248 -3,474
May11 110111 798.50 804.75 786.00 787.25 -7.75 12,667 69,687 -408
Jul11 110111 817.75 825.25 807.00 808.25 -8.50 11,477 113,727 +1,969
Sep11 110111 836.50 839.50 824.75 825.00 -9.75 2,269 20,851 +458
Dec11 110111 851.50 855.50 840.50 841.50 -7.75 3,542 60,942 -204
Total Volume and Open Interest 75,672 500,955 -1,569
Wheat(KCBT)
Mar11 110111 842.25 849.25 836.00 838.00 -3.50 18,233 102,190 -4,658
May11 110111 855.00 859.00 846.75 848.50 -3.25 11,164 36,339 +2,086
Jul11 110111 859.75 868.25 855.00 856.75 -3.50 5,751 55,288 +954
Sep11 110111 870.00 876.00 865.00 867.50 -3.00 775 13,573 -22
Dec11 110111 882.00 886.00 873.00 875.25 -3.75 922 10,781 +175
Total Volume and Open Interest 36,887 220,491 -1,449
Wheat(MGE)
Mar11 110111 865.50 873.50 863.25 865.25 unch 5,208 22,942 -2,416
May11 110111 874.00 882.00 871.50 873.50 -0.50 955 13,579 -207
Jul11 110111 878.00 891.75 875.75 878.50 unch 754 10,026 -196
Sep11 110111 873.00 881.25 871.50 873.75 -0.50 256 9,822 +68
Dec11 110111 880.00 886.75 875.50 877.25 -4.25 327 8,524 -31
Total Volume and Open Interest 7,529 66,389 -2,779
Oats(CBOT)
Mar11 110111 381.00 388.00 379.50 382.00 +2.50 683 9,439 -29
May11 110111 386.25 391.50 384.25 386.75 +2.50 116 930 +85
Jul11 110111 389.00 390.50 385.25 387.75 +2.50 20 462 -2
Sep11 110111 359.25 359.25 359.25 359.25 unch 2 64 +1
Total Volume and Open Interest 879 12,063 +49
Rough Rice(CBOT)
Jan11 110111 13.77 13.80 13.36 13.36 -0.24 10 41 -95
Mar11 110111 13.86 14.09 13.86 13.88 +0.05 571 13,692 -76
May11 110111 14.18 14.36 14.12 14.17 +0.05 66 1,672 -24
Jul11 110111 14.61 14.71 14.39 14.45 +0.06 41 1,628 -7
Total Volume and Open Interest 722 18,243 -210
Live Cattle(CME)
Feb11 110111 106.850 109.050 106.750 108.450 +1.500 33,425 117,903 -11,512
Apr11 110111 111.350 113.230 111.100 112.785 +1.335 23,197 110,973 +7,400
Jun11 110111 109.080 111.050 108.900 110.700 +1.415 8,486 62,680 +3,356
Aug11 110111 109.400 111.500 109.350 111.230 +1.480 1,752 20,069 +471
Oct11 110111 111.785 113.900 111.680 113.480 +1.500 1,395 11,477 +196
Dec11 110111 112.885 114.650 112.885 114.180 +1.295 692 9,083 +291
Total Volume and Open Interest 69,112 333,854 +303
Feeder Cattle(CME)
Jan11 110111 122.480 123.680 122.000 123.450 +1.150 726 4,346 -304
Mar11 110111 123.535 125.580 123.500 125.300 +1.870 1,800 23,550 +318
Apr11 110111 124.200 126.080 124.200 125.930 +1.750 490 5,840 +103
May11 110111 124.635 126.180 124.450 126.080 +1.600 464 7,126 +44
Aug11 110111 125.450 127.000 125.250 127.000 +1.550 337 7,380 +197
Sep11 110111 125.000 126.900 125.000 126.900 +1.800 65 850 +32
Oct11 110111 124.885 126.500 124.700 126.500 +1.520 24 301 +8
Total Volume and Open Interest 3,924 49,561 +404
Lean Hogs(CME)
Feb11 110111 79.900 80.450 79.700 79.975 +0.275 23,402 61,534 -7,734
Apr11 110111 84.750 85.480 84.480 85.150 +0.500 14,764 65,101 +3,873
May11 110111 92.000 92.500 91.950 92.230 +0.030 59 1,894 +30
Jun11 110111 94.385 94.800 94.250 94.450 +0.065 4,409 41,704 +1,302
Jul11 110111 93.850 93.950 93.550 93.900 +0.250 1,511 10,614 +532
Aug11 110111 92.700 92.885 92.300 92.500 +0.070 1,307 13,087 +553
Oct11 110111 82.700 83.000 82.600 82.885 +0.235 937 10,880 +523
Dec11 110111 78.950 79.000 78.800 79.000 unch 524 3,787 +287
Total Volume and Open Interest 47,044 209,754 -542
Class III Milk(CME)
Jan11 110111 13.33 13.50 13.29 13.46 +0.11 105 5,679 -16
Feb11 110111 14.35 15.00 14.27 14.92 +0.53 636 5,458 +30
Mar11 110111 14.63 15.10 14.51 15.02 +0.42 184 4,136 +46
Apr11 110111 14.98 15.37 14.96 15.34 +0.31 85 2,826 +35
May11 110111 15.20 15.49 15.20 15.46 +0.21 58 2,588 +32
Total Volume and Open Interest 1,387 31,682 +199
Cocoa(ICE)
Mar11 110111 2865 2943 2855 2934 +53 8,291 67,568 -336
May11 110111 2900 2963 2889 2957 +52 2,190 24,798 +372
Jul11 110111 2911 2979 2900 2973 +52 826 13,667 +289
Sep11 110111 2935 3000 2920 2997 +58 377 8,191 +245
Dec11 110111 2983 3019 2979 3017 +59 89 13,444 +14
Mar12 110111 3041 3080 3041 3075 +52 145 10,801 -89
May12 110111 3005 3071 3005 3071 +51 146 4,612 +0
Total Volume and Open Interest 12,174 145,056 +580
Coffee "C"(ICE)
Mar11 110111 231.25 236.70 230.85 234.70 +3.45 10,931 86,162 -2,030
May11 110111 232.80 238.00 232.45 236.10 +3.35 3,051 27,645 -571
Jul11 110111 233.45 238.50 233.45 236.85 +3.45 1,231 11,170 +380
Sep11 110111 233.00 235.75 233.00 234.60 +3.20 227 4,877 +30
Dec11 110111 229.00 231.30 229.00 230.40 +2.95 68 7,849 +9
Mar12 110111 225.00 226.80 224.95 225.90 +2.85 13 770 +4
Total Volume and Open Interest 15,521 139,166 -2,178
Orange Juice(ICE)
Jan11 110111 185.55 185.55 185.55 185.55 unch      
Mar11 110111 179.05 179.75 177.20 178.95 +0.20 863 21,882 -4
May11 110111 178.20 179.00 176.60 178.55 +0.40 222 5,745 +144
Jul11 110111 178.85 178.85 178.50 178.55 +0.65 18 2,535 +20
Sep11 110111 178.25 178.25 178.25 178.25 +0.75 8 495 +2
Nov11 110111 177.85 177.85 177.85 177.85 +0.95 4 554 +4
Total Volume and Open Interest 1,115 31,235 -1,239
Sugar #11(ICE)
Mar11 110111 31.78 32.93 31.67 32.75 +1.01 48,640 227,141 +4,774
May11 110111 29.62 30.44 29.44 30.38 +0.88 25,034 116,163 -617
Jul11 110111 26.90 27.55 26.83 27.52 +0.60 15,944 113,683 +2,212
Oct11 110111 25.18 25.66 25.06 25.64 +0.49 5,056 62,112 +132
Mar12 110111 24.12 24.61 24.12 24.61 +0.32 1,701 46,669 -70
Total Volume and Open Interest 97,179 614,940 +6,369
London Cocoa(LCE)
Mar11 110111 1935 1973 1932 1970 +30 5,572 63,262 -1,051
May11 110111 1943 1977 1938 1973 +25 1,767 24,857 -293
Jul11 110111 1956 1988 1950 1984 +22 624 24,522 +41
Sep11 110111 1960 1995 1960 1991 +23 787 17,484 +484
Dec11 110111 1971 2004 1968 2004 +27 299 23,449 +142
Mar12 110111 1979 2012 1979 2012 +29 21 19,903 -11
May12 110111 1979 2018 1979 2018 +30 2,000 2,937 -1,371
Total Volume and Open Interest 13,180 178,352 -545
London Sugar(LCE)
Mar11 110111 782.00 810.00 775.60 807.40 +31.90 3,718 24,526 -380
May11 110111 754.20 775.40 745.90 773.80 +28.60 2,349 11,211 -34
Aug11 110111 701.90 717.70 695.50 716.90 +23.70 419 8,335 +77
Oct11 110111 659.90 671.00 658.40 668.70 +22.00 64 2,578 +46
Dec11 110111 635.90 644.20 635.90 641.30 +15.10 62 938 -17
Total Volume and Open Interest 6,616 48,325 -305
Cotton(ICE)
Mar11 110111 143.25 147.25 143.15 147.25 +4.00 9,859 94,574 -1,058
May11 110111 139.25 143.18 139.20 143.18 +4.00 3,020 24,265 -34
Jul11 110111 132.50 136.11 131.96 136.11 +4.00 2,192 32,913 -53
Oct11 110111 115.00 118.50 115.00 117.86 +2.61 2 170 +0
Dec11 110111 102.00 105.20 102.00 104.92 +2.40 1,756 48,578 +194
Mar12 110111 97.00 98.81 97.00 98.81 +1.81 28 1,261 +6
Total Volume and Open Interest 16,857 203,673 -945
Lumber(CME)
Jan11 110111 290.8 291.0 285.2 286.6 -4.1 232 536 -114
Mar11 110111 310.8 310.8 302.8 302.8 -10.0 737 7,268 -386
May11 110111 327.3 327.3 321.5 321.5 -10.0 67 2,752 +28
Jul11 110111 330.9 330.9 322.7 325.0 -7.7 18 1,076 -1
Total Volume and Open Interest 1,068 11,819 -471
Crude Oil(NYM)
Feb11 110111 89.31 91.39 88.93 91.11 +1.86 430,277 226,754 -24,545
Mar11 110111 90.67 92.55 90.26 92.36 +1.78 233,623 270,466 +22,512
Apr11 110111 92.00 93.51 91.35 93.38 +1.71 82,405 97,449 -1,365
May11 110111 92.64 94.29 92.23 94.23 +1.65 49,043 81,555 -895
Jun11 110111 93.22 94.87 92.87 94.85 +1.59 59,402 101,467 +3,192
Jul11 110111 93.76 95.35 93.40 95.32 +1.56 19,271 57,588 +2,562
Aug11 110111 94.10 95.63 93.87 95.62 +1.52 12,003 28,464 -242
Sep11 110111 94.33 95.85 94.09 95.84 +1.49 9,430 28,314 +308
Oct11 110111 94.61 96.01 94.15 96.01 +1.45 4,155 19,010 -113
Nov11 110111 94.72 96.15 94.44 96.14 +1.41 4,188 19,489 -230
Dec11 110111 94.86 96.28 94.37 96.26 +1.37 34,614 155,187 +1,211
Jan12 110111 94.93 96.29 94.58 96.29 +1.35 2,356 29,742 +207
Feb12 110111 96.26 96.26 96.26 96.26 +1.33 877 8,390 -366
Mar12 110111 96.22 96.22 96.22 96.22 +1.33 1,626 11,858 +1,123
Apr12 110111 96.17 96.17 96.17 96.17 +1.33 174 4,915 -47
May12 110111 96.12 96.12 96.12 96.12 +1.32 133 6,023 +71
Total Volume and Open Interest 953,400 1,477,863 +3,884
e-miNY Crude Oil(NYM)
Jan11 101217 87.925 88.500 87.025 88.025 +0.325 5,348 3,079 -457
Feb11 110111 89.350 91.400 88.950 91.100 +1.850 9,445 3,939 -238
Mar11 110111 90.750 92.525 90.275 92.350 +1.775 1,237 3,868 +248
Apr11 110111 91.750 93.375 91.750 93.375 +1.700 86 546 +34
May11 110111 94.225 94.225 94.225 94.225 +1.650 3 56 +3
Jun11 110111 94.850 94.850 94.850 94.850 +1.600 2 54 -2
Jul11 110111 94.200 95.325 94.200 95.325 +1.575 1 13 -2
Aug11 110111 95.625 95.625 95.625 95.625 +1.525 1 9 -1
Sep11 110111 95.850 95.850 95.850 95.850 +1.500 7 6 +5
Oct11 110111 94.300 96.000 94.300 96.000 +1.450 1 42 +1
Total Volume and Open Interest 10,809 8,802 +72
Heating Oil(NYM)
Feb11 110111 255.80 261.30 254.51 260.88 +5.27 59,624 90,765 -332
Mar11 110111 256.68 261.39 254.74 261.12 +5.34 27,214 66,383 -884
Apr11 110111 255.16 260.60 254.70 260.37 +5.40 11,803 31,131 +1,309
May11 110111 255.51 259.98 253.66 259.87 +5.27 8,084 19,623 -270
Jun11 110111 254.84 260.08 253.82 259.94 +5.10 9,054 32,648 -369
Jul11 110111 256.37 261.16 256.37 261.14 +4.96 2,258 9,376 +78
Aug11 110111 262.15 262.44 261.82 262.44 +4.85 396 5,828 -59
Sep11 110111 261.68 263.82 260.49 263.82 +4.81 1,084 7,091 +221
Oct11 110111 264.80 265.29 264.80 265.29 +4.84 334 4,264 -36
Nov11 110111 263.50 266.82 263.50 266.82 +4.87 402 5,168 +40
Dec11 110111 263.23 268.33 262.70 268.10 +4.87 1,613 17,340 +162
Jan12 110111 266.70 269.30 266.70 269.30 +4.80 675 3,231 +397
Total Volume and Open Interest 122,607 300,105 +207
Gasoline(NYMEX)
Feb11 110111 246.01 248.83 243.50 247.84 +2.41 47,837 82,586 -1,428
Mar11 110111 247.10 249.73 244.30 249.01 +2.94 31,478 63,744 +2,691
Apr11 110111 255.95 259.40 254.45 258.88 +3.45 13,286 30,055 -783
May11 110111 257.61 259.80 256.53 259.50 +3.57 4,760 19,307 +439
Jun11 110111 255.21 259.52 254.50 259.33 +3.65 6,537 19,984 -842
Jul11 110111 256.85 258.73 255.96 258.54 +3.80 2,097 5,956 -196
Aug11 110111 255.35 257.00 255.35 257.00 +3.88 1,297 6,689 +89
Sep11 110111 253.38 255.13 252.40 255.13 +3.94 391 4,603 +140
Oct11 110111 242.33 244.34 240.86 244.34 +3.97 211 4,112 +43
Nov11 110111 240.40 242.38 240.40 242.38 +3.92 332 1,665 +216
Total Volume and Open Interest 110,297 272,903 +386
e-miNY RBOB Gasoline(NYM)
Feb11 110111 247.80 247.84 247.80 247.80 +2.40 0 3 +0
Mar11 110111 249.00 249.01 249.00 249.00 +2.90 0 1 +0
Apr11 110111 258.90 258.90 258.88 258.90 +3.50 0 1 +0
May11 110111 259.50 259.50 259.50 259.50 +3.60 0 1 +0
Total Volume and Open Interest 0 9 +0
Natural Gas(NYM)
Feb11 110111 4.386 4.504 4.338 4.481 +0.082 108,501 122,773 -5,433
Mar11 110111 4.381 4.497 4.330 4.476 +0.087 61,924 200,332 +8,442
Apr11 110111 4.357 4.490 4.322 4.470 +0.091 36,452 91,651 -1,195
May11 110111 4.380 4.530 4.360 4.508 +0.089 23,657 67,195 +5,072
Jun11 110111 4.427 4.566 4.412 4.557 +0.089 8,688 19,720 +1,078
Jul11 110111 4.534 4.645 4.491 4.626 +0.088 10,551 21,297 +2,664
Aug11 110111 4.538 4.667 4.526 4.659 +0.088 3,966 17,692 +244
Sep11 110111 4.570 4.684 4.537 4.670 +0.088 1,754 12,930 +32
Oct11 110111 4.621 4.741 4.595 4.733 +0.087 10,020 50,799 +466
Nov11 110111 4.835 4.898 4.786 4.898 +0.073 2,560 21,354 -306
Dec11 110111 5.064 5.133 5.026 5.133 +0.068 2,097 20,804 -134
Jan12 110111 5.198 5.281 5.174 5.277 +0.067 4,395 37,230 +259
Feb12 110111 5.154 5.241 5.154 5.241 +0.064 446 7,516 +25
Mar12 110111 5.054 5.139 5.048 5.139 +0.060 778 20,046 -25
Apr12 110111 4.840 4.909 4.840 4.907 +0.058 425 19,248 +30
May12 110111 4.877 4.912 4.877 4.912 +0.058 41 5,150 +55
Total Volume and Open Interest 276,337 800,194 +11,403
Brent Crude Oil(ICE)
Feb11 110111 95.63 97.82 95.08 97.61 +1.91 165,991 122,402 -10,280
Mar11 110111 95.39 97.40 94.83 97.21 +1.72 164,970 226,729 +25,239
Apr11 110111 95.27 97.28 94.80 97.06 +1.58 63,081 102,611 +10,852
May11 110111 95.46 97.32 94.90 97.09 +1.51 21,501 59,131 +45
Jun11 110111 95.46 97.42 95.02 97.18 +1.45 27,813 76,851 +855
Jul11 110111 95.63 97.47 95.19 97.24 +1.39 7,924 25,843 -244
Aug11 110111 95.76 97.51 95.26 97.27 +1.35 4,105 15,583 +694
Sep11 110111 95.81 97.53 95.31 97.29 +1.33 3,616 24,254 -100
Oct11 110111 95.67 97.50 95.39 97.33 +1.31 3,578 17,122 -35
Nov11 110111 97.36 97.36 97.36 97.36 +1.29 3,281 10,546 +27
Dec11 110111 95.97 97.63 95.45 97.41 +1.27 19,392 101,970 -730
Jan12 110111 97.47 97.47 97.47 97.47 +1.26 1,805 10,907 +547
Feb12 110111 97.48 97.48 97.48 97.48 +1.25 571 6,314 +116
Mar12 110111 97.46 97.46 97.46 97.46 +1.23 158 3,657 +70
Total Volume and Open Interest 496,211 901,800 +28,216
Gas Oil(ICE)
Jan11 110111 782.25 799.25 779.00 794.50 +12.00 52,204 31,027 -16,817
Feb11 110111 788.75 806.00 785.00 800.50 +12.50 112,798 134,577 +6,473
Mar11 110111 791.25 809.50 788.75 804.25 +12.50 59,621 98,268 +3,338
Apr11 110111 794.25 811.00 791.25 806.75 +12.25 18,790 59,243 +434
May11 110111 796.75 814.00 794.00 809.50 +12.25 12,113 51,046 +1,782
Jun11 110111 799.50 816.50 796.75 812.50 +12.25 16,921 58,141 -2,574
Jul11 110111 803.25 818.25 801.00 815.75 +11.75 1,893 20,932 +503
Aug11 110111 807.00 821.50 804.50 819.00 +11.50 1,683 18,413 +138
Sep11 110111 810.25 824.50 808.00 822.25 +11.00 1,845 14,534 +62
Oct11 110111 812.25 826.00 810.50 824.50 +11.00 1,471 11,988 +277
Total Volume and Open Interest 290,593 612,023 -6,634
Ethanol(CBOT)
Jan11 110105 2.315 2.315 2.305 2.305 -0.008 63 135 -73
Feb11 110111 2.290 2.298 2.275 2.279 -0.006 135 787 -62
Mar11 110111 2.277 2.277 2.260 2.260 +0.003 73 1,182 +9
Apr11 110111 2.280 2.282 2.268 2.269 -0.003 37 795 +16
May11 110111 2.290 2.290 2.274 2.274 -0.006 36 392 -23
Jun11 110111 2.305 2.305 2.280 2.286 -0.007 70 508 -26
Jul11 110111 2.310 2.316 2.282 2.289 -0.010 24 726 -10
Aug11 110111 2.296 2.296 2.276 2.281 -0.001 25 759 -9
Total Volume and Open Interest 444 7,118 -70
WTI Crude Oil(ICE
Feb11 110111 89.38 91.39 88.93 91.11 +1.86 106,261 81,536 -10,702
Mar11 110111 90.67 92.53 90.26 92.36 +1.78 86,440 112,335 +12,815
Apr11 110111 91.65 93.46 91.37 93.38 +1.71 41,179 49,747 -959
May11 110111 92.30 94.25 92.27 94.23 +1.65 19,630 37,605 -920
Jun11 110111 93.15 94.87 92.92 94.85 +1.59 20,143 68,089 +133
Jul11 110111 93.66 95.32 93.40 95.32 +1.56 3,449 20,106 +644
Aug11 110111 94.00 95.62 93.71 95.62 +1.52 3,012 12,151 +69
Sep11 110111 93.93 95.84 93.93 95.84 +1.49 3,870 16,190 +387
Oct11 110111 94.44 96.01 94.44 96.01 +1.45 1,597 12,075 +16
Nov11 110111 96.14 96.14 96.14 96.14 +1.41 1,056 9,151 -66
Dec11 110111 94.74 96.30 94.37 96.26 +1.37 12,472 67,623 -54
Jan12 110111 96.29 96.29 96.29 96.29 +1.35 137 6,203 +52
Feb12 110111 96.26 96.26 96.26 96.26 +1.33 41 1,173 +0
Mar12 110111 96.22 96.22 96.22 96.22 +1.33 36 3,157 -2
Apr12 110111 96.17 96.17 96.17 96.17 +1.33 34 758 -2
May12 110111 96.12 96.12 96.12 96.12 +1.32 31 868 -1
Total Volume and Open Interest 302,915 589,013 +1,984
US Dollar Index(ICE)
Mar11 110111 81.265 81.450 81.035 81.135 -0.027 19,045 34,703 +1,038
Jun11 110111 81.700 81.760 81.430 81.505 -0.033 89 903 +37
Sep11 110111 81.865 81.865 81.865 81.865 -0.033 0 4 +0
Total Volume and Open Interest 19,134 35,610 +1,075
Australian Dollar(CME)
Mar11 110111 98.61 98.85 97.44 97.92 -0.93 90,065 113,897 -4,542
Jun11 110111 97.33 97.71 96.44 96.80 -0.91 24 359 -19
Sep11 110111 95.61 96.50 95.61 95.61 -0.89 0 14 +0
Total Volume and Open Interest 90,089 114,364 -4,563
British Pound(CME)
Mar11 110111 155.68 156.33 155.06 155.93 +0.18 90,933 87,188 +1,430
Jun11 110111 155.23 155.93 155.03 155.77 +0.18 32 194 -10
Sep11 110111 155.51 155.51 155.33 155.51 +0.18 0 5 +0
Total Volume and Open Interest 90,965 87,419 +1,420
Canadian Dollar(CME)
Mar11 110111 100.55 100.95 100.36 100.81 +0.29 62,680 121,529 +2,523
Jun11 110111 100.50 100.70 100.28 100.56 +0.28 73 2,195 +13
Sep11 110111 100.30 100.30 99.97 100.25 +0.28 1 1,016 +0
Dec11 110111 99.90 99.96 99.68 99.96 +0.28 23 1,216 +14
Total Volume and Open Interest 62,777 125,960 +2,550
Japanese Yen(CME)
Mar11 110111 120.98 121.00 119.83 120.20 -0.65 87,756 108,720 -2,856
Jun11 110111 120.50 121.00 119.99 120.34 -0.66 92 388 +8
Sep11 110111 120.54 121.20 120.54 120.54 -0.66 0 17 +0
Total Volume and Open Interest 87,848 109,136 -2,848
Swiss Franc(CME)
Mar11 110111 103.41 103.59 102.25 102.77 -0.60 36,159 42,918 -1,085
Jun11 110111 103.28 103.49 102.50 102.89 -0.60 8 64 +5
Sep11 110111 103.04 103.64 103.04 103.04 -0.60 0 2 +0
Total Volume and Open Interest 36,167 42,986 -1,080
EuroFX(CME)
Mar11 110111 129.44 129.89 128.99 129.66 +0.17 301,045 190,695 +9,161
Jun11 110111 129.44 129.81 129.00 129.58 +0.16 375 917 +77
Sep11 110111 129.29 129.50 129.29 129.49 +0.15 3 33 -1
Total Volume and Open Interest 301,423 191,987 +9,237
Mexican Peso(CME)
Jan11 110111 824.0 824.0 819.0 824.0 +5.0      
Feb11 110111 822.0 822.0 817.0 822.0 +5.0      
Total Volume and Open Interest 23,250 124,856 +3,586
30-Year T-Bonds(CBOT)
Mar11 110111 121~140 121~180 120~090 120~310 -0~070 220,882 541,052 +5,744
Jun11 110111 119~220 119~230 118~260 119~120 -0~070 89 681 -1,000
Sep11 110111 117~250 118~000 117~250 117~250 -0~070      
Total Volume and Open Interest 220,971 541,733 +4,744
10-Year T-Notes(CBOT)
Mar11 110111 120~315 121~040 120~125 120~175 -0~105 773,576 1,358,040 -17,421
Jun11 110111 119~260 119~295 119~105 119~130 -0~105 42 1,257 -1
Sep11 110111 118~105 118~210 118~105 118~105 -0~105      
Total Volume and Open Interest 773,618 1,359,301 -17,422
5-Year T-Notes(CBOT)
Mar11 110111 118~021 118~040 117~114 117~122 -0~021 391,025 1,051,592 -5,207
Jun11 110111 117~075 117~075 117~020 117~020 -0~019 0 5 +0
Sep11 110111 116~044 116~063 116~044 116~044 -0~019      
Total Volume and Open Interest 391,025 1,051,597 -5,207
2 Year T-Notes(CBOT)
Mar11 110111 109~064 109~070 109~057 109~060 -0~002 201,162 673,500 +3,979
Jun11 110111 109~029 109~031 109~028 109~029 -0~002 0 122 +0
Sep11 110111 108~126 109~000 108~126 108~126 -0~002      
Total Volume and Open Interest 201,162 673,622 +3,979
Eurodollars(CME)
Mar11 110111 99.615 99.630 99.610 99.615 +0.010 153,488 1,162,425 -7,678
Jun11 110111 99.510 99.530 99.505 99.515 +0.005 178,698 1,146,390 -5,306
Sep11 110111 99.400 99.420 99.385 99.395 -0.005 180,153 959,724 +5,835
Dec11 110111 99.240 99.260 99.210 99.230 -0.010 176,998 767,171 -4,876
Mar12 110111 99.035 99.050 98.995 99.020 -0.010 246,844 836,707 +18,358
Jun12 110111 98.780 98.800 98.735 98.760 -0.010 185,194 518,040 -4,001
Sep12 110111 98.520 98.540 98.470 98.500 -0.010 146,471 453,552 -2,614
Dec12 110111 98.255 98.285 98.205 98.235 -0.010 104,845 300,618 +2,911
Mar13 110111 98.000 98.035 97.950 97.975 -0.015 96,513 197,818 +4,264
Jun13 110111 97.740 97.775 97.680 97.705 -0.020 60,836 157,344 -2,717
Sep13 110111 97.485 97.520 97.425 97.445 -0.025 55,152 177,560 +1,705
Dec13 110111 97.225 97.260 97.160 97.180 -0.030 52,257 144,427 +4,919
Mar14 110111 97.000 97.030 96.930 96.950 -0.030 22,834 112,135 -1,018
Jun14 110111 96.755 96.800 96.690 96.715 -0.030 18,054 102,808 -1,339
Sep14 110111 96.540 96.570 96.460 96.485 -0.035 17,111 64,951 -89
Dec14 110111 96.305 96.345 96.235 96.260 -0.035 18,694 68,220 +1,872
Mar15 110111 96.120 96.150 96.050 96.075 -0.035 9,438 52,430 -632
Jun15 110111 4.200 4.230 4.125 4.150 -0.035 7,453 35,789 -383
Total Volume and Open Interest 1,753,880 7,496,818 +8,788
30 Day Federal Funds(CBOT)
Jan11 110111 99.823 99.827 99.823 99.825 +0.002 440 73,358 +17
Feb11 110111 99.825 99.830 99.820 99.825 +0.005 1,861 62,589 -255
Mar11 110111 99.825 99.830 99.825 99.825 unch 2,672 45,924 +184
Apr11 110111 99.830 99.835 99.830 99.830 unch 4,021 41,375 -690
May11 110111 99.830 99.835 99.825 99.830 +0.005 5,937 61,159 -157
Jun11 110111 99.825 99.830 99.820 99.820 unch 4,517 33,100 +703
Total Volume and Open Interest 40,354 542,745 +4,108
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 110111 99.660 99.660 99.660 99.660 unch 0 1,161 +0
Jun11 110111 99.647 99.647 99.647 99.647 unch 0 175 +0
Sep11 110111 99.643 99.643 99.643 99.643 unch      
Dec11 110111 99.640 99.640 99.640 99.640 unch 0 75 +0
Mar12 110111 99.620 99.620 99.620 99.620 unch      
Jun12 110111 99.665 99.665 99.665 99.665 unch      
Sep12 110111 99.615 99.615 99.615 99.615 unch      
Dec12 110111 99.520 99.520 99.520 99.520 unch      
Mar13 110111 99.520 99.520 99.520 99.520 unch      
Jun13 110111 99.475 99.475 99.475 99.475 unch      
Total Volume and Open Interest 0 1,411 +0
3-Mth Euro-Yen(SGX)
Mar11 110111 99.66 99.66 99.66 99.66 unch 0 2,476 +0
Jun11 110111 99.65 99.65 99.65 99.65 unch 0 1,387 +0
Sep11 110111 99.64 99.64 99.64 99.64 unch 0 952 -102
Dec11 110111 99.64 99.64 99.64 99.64 unch 0 1,823 +0
Mar12 110111 99.62 99.62 99.62 99.62 unch 0 305 +0
Jun12 110111 99.67 99.67 99.67 99.67 unch 0 754 +0
Sep12 110111 99.61 99.61 99.61 99.61 unch 0 310 +0
Dec12 110111 99.52 99.52 99.52 99.52 unch 0 4 +0
Total Volume and Open Interest 0 8,012 -102
Japanese Gov't Bonds(SGX)
Mar11 110111 139.95 140.27 139.93 140.01 +0.26 1,705 12,098 +70
Jun11 110111 137.92 137.92 137.92 137.92 +0.26      
Sep11 110111 135.83 135.83 135.83 135.83 +0.26      
Total Volume and Open Interest 1,705 12,098 +70
Euro-Bund(EUREX)
Mar11 110111 126.07 126.47 125.70 125.79 -0.49 634,735 1,371,095 +160,541
Jun11 110111 124.90 124.90 124.36 124.36 -0.49 2 608 +32
Sep11 110111 124.10 124.10 124.10 124.10 -0.49      
Total Volume and Open Interest 634,737 1,371,703 +160,573
Euro-Bobl(EUREX)
Mar11 110111 119.06 119.29 118.84 118.89 -0.24 364,327 890,795 +38,363
Jun11 110111 117.44 117.44 117.44 117.44 -0.24 0 3,855 +0
Sep11 110111 117.44 117.44 117.44 117.44 -0.24      
Total Volume and Open Interest 364,327 894,650 +38,363
3-Mth Euribor(EUREX)
Mar11 110111 98.935 98.935 98.930 98.930 -0.005 194 5,988 -322
Jun11 110111 98.830 98.830 98.815 98.815 -0.020 231 9,186 -36
Sep11 110111 98.735 98.735 98.695 98.695 -0.035 20 1,781 +10
Total Volume and Open Interest 741 24,027 -338
Long Gilt(LIFFE)
Mar11 110111 118~20 118~28 118~03 118~05 -0~14 81,126 241,828 -2,888
Jun11 110111 117~04 117~04 117~04 117~04 -0~14      
Total Volume and Open Interest 81,126 241,828 -2,888
3-Mth Short Sterling(LIFFE)
Mar11 110111 99.11 99.12 99.11 99.11 unch 124,244 294,878 -1,414
Jun11 110111 98.92 98.94 98.91 98.92 -0.01 166,893 264,316 +3,269
Sep11 110111 98.71 98.75 98.70 98.71 -0.02 166,689 268,396 +10,530
Dec11 110111 98.49 98.53 98.47 98.48 -0.02 146,123 294,958 +6,838
Mar12 110111 98.25 98.29 98.22 98.24 -0.02 145,995 271,030 +32,820
Jun12 110111 98.01 98.05 97.97 97.99 -0.01 110,739 164,717 +17,057
Total Volume and Open Interest 989,615 1,929,212 +84,927
3-Mth Euribor(LIFFE)
Mar11 110111 98.930 98.940 98.925 98.930 -0.005 66,890 593,840 +11,532
Jun11 110111 98.830 98.840 98.810 98.815 -0.020 62,247 491,823 -3,379
Sep11 110111 98.715 98.740 98.690 98.695 -0.035 70,159 389,864 +2,943
Total Volume and Open Interest 642,805 2,760,031 +31,451
3-Mth Aus T-Bills(SFE)
Mar11 110111 94.96 95.05 94.94 95.04 +0.08 42,470 212,913 +9,509
Jun11 110111 94.87 95.00 94.86 94.98 +0.11 58,620 144,733 +16,947
Sep11 110111 94.74 94.89 94.72 94.88 +0.14 28,647 82,295 +876
Dec11 110111 94.62 94.79 94.61 94.78 +0.16 13,084 55,410 +2,497
Mar12 110111 94.56 94.71 94.53 94.70 +0.15 4,573 42,795 +374
Jun12 110111 94.49 94.66 94.46 94.65 +0.16 2,764 39,519 +1,065
Sep12 110111 94.44 94.61 94.43 94.59 +0.15 2,883 21,989 +1,084
Dec12 110111 94.36 94.56 94.36 94.55 +0.16 1,239 10,314 +932
Mar13 110111 94.50 94.53 94.50 94.52 +0.16 3 2,661 +0
Jun13 110111 94.47 94.47 94.47 94.47 +0.16 0 587 +0
Total Volume and Open Interest 154,283 614,118 +33,284
10-Year Aus T-Bonds(SFE)
Mar11 110111 94.45 94.55 94.41 94.55 +0.10 38,811 363,215 +6,869
Jun11 110111 94.55 94.55 94.55 94.55 +0.10      
Total Volume and Open Interest 38,811 363,215 +6,869
3-Year Aus T-Bonds(SFE)
Mar11 110111 94.85 95.01 94.83 95.00 +0.15 202,458 447,020 +30,818
Jun11 110111 95.00 95.00 95.00 95.00 +0.15      
Total Volume and Open Interest 202,458 447,020 +30,818
Gold(CMX)
Feb11 110111 1375.7 1386.8 1372.4 1384.3 +10.2 118,859 306,173 -12,210
Apr11 110111 1378.0 1388.5 1374.4 1386.3 +10.3 22,483 85,174 +10,593
Jun11 110111 1379.0 1389.7 1377.5 1388.4 +10.3 3,513 34,758 +1,085
Aug11 110111 1382.1 1390.4 1382.1 1390.4 +10.4 692 17,520 +159
Oct11 110111 1391.7 1392.4 1391.7 1392.4 +10.3 2,232 11,580 -498
Dec11 110111 1387.2 1396.2 1383.7 1394.6 +10.3 1,683 23,292 +94
Feb12 110111 1391.6 1397.1 1391.3 1397.1 +10.3 970 7,133 -30
Apr12 110111 1399.8 1399.8 1399.8 1399.8 +10.3 350 6,883 +24
Jun12 110111 1402.9 1402.9 1402.9 1402.9 +10.3 610 12,740 +530
Aug12 110111 1406.1 1406.1 1406.1 1406.1 +10.4 50 6,906 +0
Oct12 110111 1409.9 1409.9 1409.9 1409.9 +10.5 1,155 2,887 +1,155
Dec12 110111 1414.3 1414.3 1412.0 1414.2 +10.6 1,701 14,521 +373
Total Volume and Open Interest 158,055 584,989 +3,790
Silver(CMX)
Mar11 110111 2911.5 2971.0 2906.0 2949.9 +63.8 46,774 73,330 -1,968
May11 110111 2914.5 2975.0 2914.5 2954.7 +63.8 1,521 15,239 +487
Jul11 110111 2922.5 2973.5 2918.0 2959.1 +63.6 328 10,012 -36
Sep11 110111 2929.0 2970.0 2927.0 2963.3 +63.5 172 6,341 +74
Dec11 110111 2946.5 2985.5 2938.0 2969.8 +63.0 166 12,731 +32
Mar12 110111 2975.5 2975.5 2975.5 2975.5 +62.7 0 379 +0
May12 110111 2979.3 2979.3 2979.3 2979.3 +62.5 0 540 +0
Total Volume and Open Interest 49,299 135,683 -1,396
Platinum(NYMEX)
Jan11 110111 1747.5 1770.7 1747.5 1767.6 +24.6 22 361 -9
Apr11 110111 1742.2 1774.3 1740.0 1770.3 +25.2 3,198 37,359 -141
Jul11 110111 1749.8 1774.0 1749.8 1773.6 +25.2 36 805 +34
Oct11 110111 1775.0 1776.6 1775.0 1776.6 +25.0 2 18 +1
Total Volume and Open Interest 3,258 38,552 -115
Palladium(NYMEX)
Mar11 110111 753.50 787.10 753.00 783.75 +34.10 2,549 21,640 -307
Jun11 110111 755.25 785.20 755.25 784.95 +34.20 82 704 +67
Sep11 110111 785.55 785.55 785.55 785.55 +34.20 0 13 +0
Total Volume and Open Interest 2,631 22,363 -241
Copper(CMX)
Mar11 110111 428.70 436.20 427.30 434.90 +8.45 26,975 115,771 -257
May11 110111 428.35 436.05 428.30 434.90 +8.50 2,923 26,949 -545
Jul11 110111 429.45 434.60 429.45 434.25 +8.50 1,572 9,068 +671
Sep11 110111 427.40 433.70 427.40 433.35 +8.50 403 5,364 -124
Dec11 110111 426.00 431.35 426.00 431.35 +8.60 308 3,453 +122
Total Volume and Open Interest 32,845 166,142 -93
DJIA Index(CBOT)
Mar11 110111 11584 11655 11580 11616 +29 1,024 7,889 +623
Jun11 110111 11556 11556 11527 11556 +29      
Sep11 110111 11496 11496 11467 11496 +29      
Dec11 110111 11441 11441 11412 11441 +29      
Total Volume and Open Interest 1,024 7,889 +623
S & P 500(CME)
Mar11 110111 1265.00 1273.60 1264.20 1270.40 +4.90 12,203 276,119 +732
Jun11 110111 1265.40 1268.50 1260.00 1265.40 +4.90 56 4,162 -47
Sep11 110111 1260.70 1263.80 1255.30 1260.70 +4.90 134 2,322 +175
Dec11 110111 1256.20 1259.30 1250.80 1256.20 +4.90 0 550 +0
Total Volume and Open Interest 12,393 283,153 +860
S & P 500 E-Mini(Globex)
Mar11 110111 1265.50 1273.75 1264.00 1270.50 +5.00 1,876,415 2,507,962 +2,067
Jun11 110111 1260.50 1268.50 1259.50 1265.50 +5.00 383 4,614 +77
Total Volume and Open Interest 1,877,413 2,513,168 +2,638
NASDAQ 100(CME)
Mar11 110111 2282.00 2294.80 2278.00 2285.50 +3.00 1,228 13,467 -266
Jun11 110111 2282.50 2287.00 2277.00 2282.50 +3.00      
Sep11 110111 2280.00 2280.00 2279.50 2280.00 +3.00      
Total Volume and Open Interest 1,228 13,467 -266
NASDAQ 100 E-Mini(Globex)
Mar11 110111 2282.00 2295.30 2278.00 2285.50 +3.00 197,994 365,344 -1,886
Jun11 110111 2280.80 2292.30 2280.30 2282.50 +3.00 387 640 +132
Total Volume and Open Interest 198,381 365,990 -1,754
S & P Midcap 400(CME)
Mar11 110111 917.00 919.00 914.00 918.20 +5.00 4 1,685 -8
Jun11 110111 915.70 916.20 915.70 915.70 +5.00      
Sep11 110111 914.00 915.30 914.00 914.00 +4.20      
Total Volume and Open Interest 4 1,685 -8
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Mar11 110111 10480 10610 10475 10585 +105 7,688 38,967 -496
Jun11 110111 10565 10565 10460 10565 +105 0 4 +0
Total Volume and Open Interest 7,688 38,971 -496
Nikkei 225(SGX)
Mar11 110111 10475 10540 10370 10500 -45 65,087 217,031 -907
Jun11 110111 10455 10455 10425 10425 -50 10 2,707 +21
Sep11 110111 10430 10430 10430 10430 -45      
Total Volume and Open Interest 65,110 236,795 -150
CAC 40(EURONEXT)
Jan11 110111 3819.5 3868.0 3810.0 3864.0 +60.0 139,471 376,000 -9,295
Feb11 110111 3824.0 3867.0 3813.0 3865.0 +59.5 211 582 +63
Mar11 110111 3827.0 3868.5 3819.0 3867.5 +60.5 240 42,743 -89
Total Volume and Open Interest 139,923 419,367 -9,321
Hang Seng Index(HKFE)
Jan11 110111 23594 23895 23520 23777 +260 63,272 98,961 +3,577
Feb11 110111 23568 23898 23530 23786 +265 601 1,726 +260
Mar11 110111 23518 23843 23479 23735 +263 457 5,952 -64
Total Volume and Open Interest 64,446 107,901 +3,747
DAX(EUREX)
Mar11 110111 6890.5 6959.5 6867.0 6953.0 +73.0 142,049 245,391 -5,443
Jun11 110111 6913.5 6979.0 6890.5 6974.5 +73.0 124 10,784 +88
Sep11 110111 6936.0 6992.0 6936.0 6992.0 +72.5 32 42 -11
Total Volume and Open Interest 142,205 256,217 -5,366
FT-SE 100(EURONEXT)
Mar11 110111 5937.50 6000.00 5936.50 5978.50 +56.00 92,981 641,677 +4,324
Jun11 110111 5932.00 5935.50 5927.00 5935.50 +56.00 0 1,457 +0
Sep11 110111 5904.00 5904.00 5904.00 5904.00 +56.00 10 68 +10
Total Volume and Open Interest 92,991 643,202 +4,334
SPI 200(SFE)
Mar11 110111 4699.0 4706.0 4663.0 4703.0 +1.0 21,277 197,434 +1,947
Jun11 110111 4698.0 4725.0 4698.0 4725.0 unch 137 3,024 +36
Sep11 110111 4716.0 4716.0 4716.0 4716.0 unch 0 1,826 +0
Total Volume and Open Interest 21,577 204,068 +2,146
GSCI(CME)
Jan11 110111 630.00 634.50 627.50 633.50 +10.00 2,195 10,451 -1,978
Feb11 110111 634.75 638.50 632.50 638.00 +9.75 2,027 4,791 +2,267
Mar11 110111 641.50 641.50 641.50 641.50 +9.50      
Total Volume and Open Interest 4,222 15,242 +289
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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