Moore Research Center, Inc.

  • Increase font size
  • Default font size
  • Decrease font size
Home MRCI Online
Print
New Windows

MRCI's End of Day Prices

MRCI Logo
MRCI's End of Day Prices
Daily Futures Price Listing Wed January 12, 2011
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan11 110112 1354.00 1420.50 1353.75 1409.00 +58.50 2,216 6,132 +2,685
Mar11 110112 1359.50 1427.00 1359.00 1415.00 +58.00 96,791 295,646 -5,645
May11 110112 1368.00 1435.00 1368.00 1423.75 +58.00 23,003 90,816 +273
Jul11 110112 1372.00 1439.00 1372.00 1427.50 +57.00 21,398 81,014 +1,475
Aug11 110112 1349.50 1408.50 1345.25 1395.25 +50.00 341 2,423 -7
Sep11 110112 1320.75 1361.00 1308.00 1349.50 +41.50 392 3,173 +84
Nov11 110112 1273.50 1321.50 1273.50 1308.00 +35.00 11,717 118,684 +463
Total Volume and Open Interest 156,207 623,206 -572
Soybean Meal(CBOT)
Jan11 110112 360.50 380.50 360.10 377.40 +18.20 1,330 758 -315
Mar11 110112 363.00 382.90 362.10 381.50 +18.60 35,933 95,879 -3,515
May11 110112 365.00 385.00 364.70 383.60 +18.60 6,902 29,251 +1,063
Jul11 110112 365.60 385.60 365.50 383.50 +17.90 3,730 25,885 +171
Aug11 110112 356.80 376.80 356.80 372.00 +15.20 406 6,434 -13
Sep11 110112 345.50 361.00 345.50 358.00 +12.50 500 5,778 +52
Oct11 110112 330.70 343.80 330.70 339.40 +10.30 426 5,616 +122
Dec11 110112 327.40 340.70 327.40 336.50 +9.90 1,411 20,330 +419
Total Volume and Open Interest 50,665 192,977 -2,011
Soybean Oil(CBOT)
Jan11 110112 56.30 58.38 56.25 57.43 +1.26 1,319 1,494 -723
Mar11 110112 56.81 58.83 56.57 57.87 +1.26 41,855 200,397 -4,704
May11 110112 57.10 59.21 56.99 58.30 +1.28 9,313 59,207 -145
Jul11 110112 57.45 59.43 57.25 58.55 +1.30 8,998 54,791 +484
Aug11 110112 57.65 59.32 57.46 58.53 +1.30 353 6,372 +93
Sep11 110112 57.43 58.89 57.23 58.45 +1.22 364 7,491 +112
Oct11 110112 57.29 59.06 56.90 58.24 +1.18 602 8,556 -160
Dec11 110112 57.47 59.08 57.22 58.24 +1.18 2,557 27,425 +152
Total Volume and Open Interest 65,361 366,728 -4,891
Canola(WCE)
Jan11 110112 593.1 593.1 593.1 593.1 +10.8 423 0 -423
Mar11 110112 589.4 608.0 589.4 599.6 +10.8 9,216 120,234 +160
May11 110112 595.3 615.7 595.3 607.2 +11.9 4,581 17,407 +1,514
Jul11 110112 603.5 616.9 603.5 608.3 +12.2 566 18,558 +172
Nov11 110112 541.1 561.9 541.1 553.9 +8.9 1,605 40,203 +837
Total Volume and Open Interest 16,551 199,878 +2,276
Corn(CBOT)
Mar11 110112 608.00 637.00 605.50 631.00 +24.00 146,506 698,007 -4,444
May11 110112 616.25 645.25 614.00 639.75 +24.50 31,440 229,642 +584
Jul11 110112 620.25 650.00 618.25 644.25 +24.25 33,547 224,021 +3,091
Sep11 110112 580.75 605.25 579.25 595.25 +14.25 9,741 47,899 +1,687
Dec11 110112 548.00 571.25 547.25 560.00 +12.00 28,854 279,011 +1,356
Mar12 110112 555.00 579.00 554.75 567.25 +11.25 2,299 26,701 +387
Total Volume and Open Interest 254,967 1,553,651 +3,159
Wheat(CBOT)
Mar11 110112 761.75 790.50 760.00 770.50 +11.00 41,649 214,244 -6,004
May11 110112 788.25 817.75 787.75 798.25 +11.00 9,340 69,465 -222
Jul11 110112 808.75 837.50 808.50 823.00 +14.75 8,285 114,561 +834
Sep11 110112 826.00 854.00 825.00 842.25 +17.25 1,763 21,091 +240
Dec11 110112 842.00 869.75 841.75 859.25 +17.75 3,697 61,459 +517
Total Volume and Open Interest 65,003 496,375 -4,580
Wheat(KCBT)
Mar11 110112 839.50 865.00 837.25 852.00 +14.00 14,371 99,564 -2,626
May11 110112 849.00 875.00 848.25 862.75 +14.25 4,009 37,788 +1,449
Jul11 110112 856.75 888.00 856.75 872.00 +15.25 2,433 55,321 +33
Sep11 110112 868.00 893.00 867.50 884.00 +16.50 426 13,628 +55
Dec11 110112 877.50 901.25 876.75 895.00 +19.75 518 10,910 +129
Total Volume and Open Interest 21,809 219,533 -958
Wheat(MGE)
Mar11 110112 865.25 892.75 864.50 877.50 +12.25 3,185 22,995 +53
May11 110112 873.50 902.00 873.00 886.00 +12.50 859 13,766 +187
Jul11 110112 878.75 906.25 877.50 893.50 +15.00 915 10,137 +111
Sep11 110112 873.00 901.00 873.00 891.00 +17.25 566 9,943 +121
Dec11 110112 878.00 904.25 878.00 899.25 +22.00 548 8,656 +132
Total Volume and Open Interest 6,143 67,007 +618
Oats(CBOT)
Mar11 110112 383.00 402.00 383.00 394.50 +12.50 296 9,436 -3
May11 110112 388.00 406.75 386.75 399.25 +12.50 17 936 +6
Jul11 110112 385.25 406.00 385.25 398.75 +11.00 17 471 +9
Sep11 110112 360.00 366.00 359.25 366.00 +6.75 0 64 +0
Total Volume and Open Interest 337 12,073 +10
Rough Rice(CBOT)
Jan11 110112 13.76 13.76 13.36 13.48 +0.12 26 52 +11
Mar11 110112 13.82 14.05 13.66 13.69 -0.19 576 13,679 -13
May11 110112 14.23 14.34 13.97 13.98 -0.19 68 1,700 +28
Jul11 110112 14.52 14.60 14.24 14.24 -0.20 18 1,633 +5
Total Volume and Open Interest 738 18,281 +38
Live Cattle(CME)
Feb11 110112 108.635 110.635 108.385 110.200 +1.750 36,352 106,764 -11,139
Apr11 110112 112.885 114.750 112.750 114.580 +1.795 29,049 117,203 +6,230
Jun11 110112 110.500 112.580 110.500 112.385 +1.685 10,998 64,609 +1,929
Aug11 110112 110.950 113.150 110.950 112.980 +1.750 4,382 21,111 +1,042
Oct11 110112 113.250 115.430 113.250 115.230 +1.750 2,279 12,164 +687
Dec11 110112 114.000 116.400 113.980 116.230 +2.050 1,250 9,816 +733
Total Volume and Open Interest 84,597 333,554 -300
Feeder Cattle(CME)
Jan11 110112 123.785 124.535 123.300 124.035 +0.585 1,317 3,823 -523
Mar11 110112 125.500 126.535 125.080 126.050 +0.750 3,804 24,404 +854
Apr11 110112 126.135 127.150 125.700 126.885 +0.955 868 6,061 +221
May11 110112 126.050 127.300 125.700 127.285 +1.205 736 7,310 +184
Aug11 110112 126.750 128.000 126.500 127.885 +0.885 603 7,660 +280
Sep11 110112 126.650 127.600 126.400 127.550 +0.650 153 908 +58
Oct11 110112 126.300 127.100 126.300 127.100 +0.600 62 316 +15
Total Volume and Open Interest 7,599 50,673 +1,112
Lean Hogs(CME)
Feb11 110112 80.135 81.300 80.135 81.135 +1.160 21,556 54,682 -6,852
Apr11 110112 85.200 87.200 85.200 87.035 +1.885 17,288 70,804 +5,703
May11 110112 92.500 94.050 92.500 93.950 +1.720 170 1,950 +56
Jun11 110112 94.500 96.700 94.500 96.635 +2.185 4,664 42,092 +388
Jul11 110112 93.800 95.750 93.800 95.680 +1.780 1,641 10,973 +359
Aug11 110112 92.800 94.385 92.800 94.300 +1.800 1,681 13,192 +105
Oct11 110112 82.900 84.480 82.800 84.285 +1.400 1,056 11,315 +435
Dec11 110112 79.000 80.300 79.000 80.200 +1.200 402 3,800 +13
Total Volume and Open Interest 48,622 210,122 +368
Class III Milk(CME)
Jan11 110112 13.46 13.55 13.44 13.52 +0.06 487 5,643 -36
Feb11 110112 14.92 15.25 14.80 14.87 -0.05 1,217 5,368 -90
Mar11 110112 14.99 15.29 14.82 14.93 -0.09 551 4,156 +20
Apr11 110112 15.24 15.50 15.22 15.30 -0.04 334 2,879 +53
May11 110112 15.49 15.62 15.38 15.44 -0.02 171 2,649 +61
Total Volume and Open Interest 3,721 31,837 +155
Cocoa(ICE)
Mar11 110112 2936 2985 2934 2959 +25 8,359 66,740 -828
May11 110112 2958 3005 2958 2980 +23 1,506 25,133 +335
Jul11 110112 2994 3013 2983 2997 +24 1,409 13,590 -77
Sep11 110112 3020 3035 3006 3018 +21 1,419 9,086 +895
Dec11 110112 3032 3054 3032 3041 +24 290 13,465 +21
Mar12 110112 3100 3100 3096 3099 +24 219 10,803 +2
May12 110112 3092 3092 3092 3092 +21 23 4,618 +6
Total Volume and Open Interest 13,234 145,419 +363
Coffee "C"(ICE)
Mar11 110112 236.40 244.50 235.70 240.60 +5.90 12,900 84,980 -1,182
May11 110112 237.05 245.90 237.05 242.05 +5.95 2,687 27,680 +35
Jul11 110112 238.05 246.25 237.75 242.90 +6.05 890 11,559 +389
Sep11 110112 235.55 243.70 235.10 240.40 +5.80 183 4,895 +18
Dec11 110112 230.50 239.00 230.50 235.65 +5.25 120 7,860 +11
Mar12 110112 228.00 232.90 228.00 230.95 +5.05 40 785 +15
Total Volume and Open Interest 16,820 138,452 -714
Orange Juice(ICE)
Mar11 110112 178.00 180.00 176.00 177.80 -1.15 965 21,948 +66
May11 110112 178.55 178.95 175.70 177.10 -1.45 294 5,878 +133
Jul11 110112 178.50 179.30 177.30 177.40 -1.15 12 2,542 +7
Sep11 110112 179.00 179.00 177.40 177.40 -0.85 4 495 +0
Nov11 110112 177.15 177.15 177.15 177.15 -0.70 0 554 +0
Jan12 110112 176.65 176.65 176.65 176.65 -1.10 0 2 +0
Total Volume and Open Interest 1,275 31,441 +206
Sugar #11(ICE)
Mar11 110112 32.75 33.35 30.92 32.02 -0.73 52,429 227,330 +189
May11 110112 30.28 30.94 28.70 29.89 -0.49 32,546 114,906 -1,257
Jul11 110112 27.41 27.84 25.96 27.31 -0.21 22,559 116,705 +3,022
Oct11 110112 25.62 25.84 24.30 25.61 -0.03 7,457 62,942 +830
Mar12 110112 24.53 24.86 23.65 24.73 +0.12 3,766 46,427 -242
Total Volume and Open Interest 120,825 617,471 +2,531
London Cocoa(LCE)
Mar11 110112 1978 2000 1975 1980 +10 12,254 60,470 -2,792
May11 110112 1978 2001 1978 1985 +12 3,665 24,967 +110
Jul11 110112 2001 2012 1993 1998 +14 4,051 27,689 +3,167
Sep11 110112 2002 2021 1998 2004 +13 617 17,586 +102
Dec11 110112 2027 2029 2014 2017 +13 913 23,758 +309
Mar12 110112 2025 2025 2025 2025 +13 1,325 19,914 +11
May12 110112 2028 2031 2028 2031 +13 1,020 3,943 +1,006
Total Volume and Open Interest 28,104 184,515 +6,163
London Sugar(LCE)
Mar11 110112 809.90 817.70 769.50 781.00 -26.40 3,068 24,263 -263
May11 110112 775.00 784.60 741.00 752.50 -21.30 1,194 11,491 +280
Aug11 110112 720.00 725.00 695.00 700.50 -16.40 478 8,289 -46
Oct11 110112 667.30 676.90 651.70 656.30 -12.40 355 2,600 +22
Dec11 110112 647.80 648.70 622.10 631.10 -10.20 112 1,010 +72
Total Volume and Open Interest 5,208 48,391 +66
Cotton(ICE)
Mar11 110112 149.34 152.25 147.70 147.97 +0.72 8,129 93,673 -901
May11 110112 144.12 148.18 143.23 143.45 +0.27 2,130 24,312 +47
Jul11 110112 138.50 139.76 136.28 136.90 +0.79 2,278 33,214 +301
Oct11 110112 118.50 118.50 117.92 117.92 +0.06 8 173 +3
Dec11 110112 105.00 106.40 103.20 104.43 -0.49 4,867 48,903 +325
Mar12 110112 98.00 100.00 98.00 98.92 +0.11 239 1,404 +143
Total Volume and Open Interest 17,687 203,598 -75
Lumber(CME)
Jan11 110112 285.5 291.0 284.5 286.6 unch 209 380 -156
Mar11 110112 302.6 309.4 298.8 302.9 +0.1 1,035 6,857 -411
May11 110112 317.5 323.7 314.4 320.0 -1.5 298 2,731 -21
Jul11 110112 321.6 327.0 321.6 325.2 +0.2 161 1,088 +12
Total Volume and Open Interest 1,708 11,242 -577
Crude Oil(NYM)
Feb11 110112 91.18 92.39 90.79 91.86 +0.75 429,761 195,730 -31,024
Mar11 110112 92.35 93.46 91.89 92.87 +0.51 279,900 308,979 +38,513
Apr11 110112 93.30 94.35 92.86 93.74 +0.36 102,308 103,985 +6,536
May11 110112 94.10 95.08 93.63 94.48 +0.25 48,158 81,897 +342
Jun11 110112 94.60 95.65 94.23 95.05 +0.20 50,639 103,917 +2,450
Jul11 110112 95.04 96.08 94.76 95.48 +0.16 13,762 59,906 +2,318
Aug11 110112 95.35 96.32 94.97 95.77 +0.15 5,834 28,084 -380
Sep11 110112 95.57 96.50 95.41 95.99 +0.15 6,918 28,923 +609
Oct11 110112 95.73 96.65 95.38 96.16 +0.15 3,629 18,653 -357
Nov11 110112 95.85 96.73 95.69 96.27 +0.13 3,396 19,694 +205
Dec11 110112 95.93 96.87 95.65 96.37 +0.11 36,495 156,882 +1,695
Jan12 110112 96.00 96.78 95.82 96.37 +0.08 1,635 29,298 -444
Feb12 110112 96.34 96.34 96.34 96.34 +0.08 864 8,459 +69
Mar12 110112 96.29 96.29 96.29 96.29 +0.07 883 12,265 +407
Apr12 110112 96.25 96.25 96.25 96.25 +0.08 0 4,915 +0
May12 110112 96.21 96.21 96.21 96.21 +0.09 25 6,032 +9
Total Volume and Open Interest 1,007,431 1,501,588 +23,725
e-miNY Crude Oil(NYM)
Jan11 101217 87.925 88.500 87.025 88.025 +0.325 5,348 3,079 -457
Feb11 110112 91.200 92.400 90.800 91.850 +0.750 9,628 3,617 -322
Mar11 110112 92.175 93.475 91.925 92.875 +0.525 1,450 3,954 +86
Apr11 110112 93.100 94.175 92.950 93.750 +0.375 155 576 +30
May11 110112 94.825 94.900 94.400 94.475 +0.250 0 56 +0
Jun11 110112 95.050 95.050 95.050 95.050 +0.200 0 54 +0
Jul11 110112 95.550 95.550 95.475 95.475 +0.150 1 12 -1
Aug11 110112 95.975 95.975 95.775 95.775 +0.150 0 9 +0
Sep11 110112 96.000 96.000 96.000 96.000 +0.150 0 6 +0
Oct11 110112 96.150 96.150 96.150 96.150 +0.150 1 41 -1
Total Volume and Open Interest 11,263 8,606 -196
Heating Oil(NYM)
Feb11 110112 260.40 263.43 260.00 261.86 +0.98 56,877 87,084 -3,681
Mar11 110112 260.78 263.75 260.24 262.23 +1.11 32,105 66,642 +259
Apr11 110112 260.36 262.96 259.99 261.55 +1.18 16,056 32,586 +1,455
May11 110112 260.58 262.37 259.01 261.11 +1.24 8,170 20,417 +794
Jun11 110112 260.77 262.48 258.65 261.23 +1.29 13,802 32,514 -134
Jul11 110112 261.88 263.51 261.59 262.37 +1.23 2,544 9,690 +314
Aug11 110112 262.00 264.83 262.00 263.57 +1.13 841 5,892 +64
Sep11 110112 263.88 266.10 263.50 264.82 +1.00 1,073 6,827 -264
Oct11 110112 264.00 267.40 264.00 266.31 +1.02 359 4,217 -47
Nov11 110112 268.96 268.96 267.91 267.91 +1.09 369 5,131 -37
Dec11 110112 267.50 270.53 267.50 269.28 +1.18 4,524 16,496 -844
Jan12 110112 268.30 271.33 268.30 270.58 +1.28 552 3,461 +230
Total Volume and Open Interest 138,095 298,327 -1,778
Gasoline(NYMEX)
Feb11 110112 246.69 248.08 244.96 246.31 -1.53 48,350 77,312 -5,274
Mar11 110112 247.80 249.41 246.38 247.72 -1.29 40,115 69,469 +5,725
Apr11 110112 257.51 259.75 256.58 258.16 -0.72 19,769 28,376 -1,679
May11 110112 258.75 260.14 257.59 258.87 -0.63 9,144 20,696 +1,389
Jun11 110112 258.33 260.12 257.32 258.73 -0.60 12,539 20,064 +80
Jul11 110112 258.96 259.16 257.51 258.02 -0.52 5,001 7,572 +1,616
Aug11 110112 257.70 257.70 256.57 256.57 -0.43 2,053 6,725 +36
Sep11 110112 254.95 255.74 254.62 254.82 -0.31 2,072 4,763 +160
Oct11 110112 244.10 244.10 244.10 244.10 -0.24 1,289 4,333 +221
Nov11 110112 242.20 242.20 242.20 242.20 -0.18 836 1,699 +34
Total Volume and Open Interest 145,127 276,293 +3,390
e-miNY RBOB Gasoline(NYM)
Feb11 110112 246.30 246.31 246.30 246.30 -1.50 0 3 +0
Mar11 110112 247.70 247.72 247.70 247.70 -1.30 0 1 +0
Apr11 110112 258.20 258.20 258.16 258.20 -0.70 0 1 +0
May11 110112 258.90 258.90 258.87 258.90 -0.60 0 1 +0
Total Volume and Open Interest 0 9 +0
Natural Gas(NYM)
Feb11 110112 4.504 4.554 4.446 4.531 +0.050 134,832 120,403 -2,370
Mar11 110112 4.494 4.540 4.440 4.526 +0.050 75,185 209,443 +9,111
Apr11 110112 4.486 4.528 4.433 4.522 +0.052 33,964 94,511 +2,860
May11 110112 4.525 4.566 4.473 4.562 +0.054 22,176 67,491 +296
Jun11 110112 4.572 4.613 4.522 4.609 +0.052 7,957 20,060 +340
Jul11 110112 4.644 4.679 4.592 4.676 +0.050 10,413 23,835 +2,538
Aug11 110112 4.685 4.708 4.618 4.708 +0.049 4,087 17,999 +307
Sep11 110112 4.688 4.717 4.626 4.717 +0.047 2,243 12,825 -105
Oct11 110112 4.750 4.776 4.683 4.776 +0.043 11,368 52,032 +1,233
Nov11 110112 4.920 4.934 4.856 4.934 +0.036 2,708 21,994 +640
Dec11 110112 5.158 5.164 5.086 5.159 +0.026 3,262 21,694 +890
Jan12 110112 5.295 5.305 5.225 5.298 +0.021 5,856 37,783 +553
Feb12 110112 5.233 5.263 5.193 5.260 +0.019 939 7,742 +226
Mar12 110112 5.150 5.165 5.088 5.158 +0.019 1,987 20,742 +696
Apr12 110112 4.940 4.950 4.865 4.924 +0.017 1,276 19,553 +305
May12 110112 4.902 4.929 4.870 4.929 +0.017 52 5,179 +29
Total Volume and Open Interest 318,918 817,792 +17,598
Brent Crude Oil(ICE)
Feb11 110112 97.64 98.85 97.28 98.12 +0.51 160,417 101,817 -20,585
Mar11 110112 97.24 98.19 96.85 97.57 +0.36 204,487 246,326 +19,597
Apr11 110112 97.08 98.03 96.74 97.44 +0.38 92,185 117,237 +14,626
May11 110112 97.07 98.04 96.87 97.49 +0.40 32,584 63,889 +4,758
Jun11 110112 97.15 98.10 96.86 97.56 +0.38 37,787 77,527 +676
Jul11 110112 97.15 98.05 96.96 97.58 +0.34 10,149 26,849 +1,006
Aug11 110112 97.16 98.08 96.97 97.57 +0.30 5,587 14,290 -1,293
Sep11 110112 97.16 98.07 96.97 97.57 +0.28 6,163 24,568 +314
Oct11 110112 97.38 98.07 96.99 97.57 +0.24 4,029 17,120 -2
Nov11 110112 97.57 97.57 97.57 97.57 +0.21 2,638 10,826 +280
Dec11 110112 97.29 98.18 96.99 97.57 +0.16 28,558 100,023 -1,947
Jan12 110112 97.59 97.59 97.59 97.59 +0.12 769 10,896 -11
Feb12 110112 97.57 97.57 97.57 97.57 +0.09 586 6,322 +8
Mar12 110112 97.54 97.54 97.54 97.54 +0.08 451 3,828 +171
Total Volume and Open Interest 600,962 923,823 +22,023
Gas Oil(ICE)
Jan11 110112 798.50 803.00 794.50 794.50 unch 39,341 6,788 -24,239
Feb11 110112 805.00 813.50 801.00 811.50 +11.00 108,193 143,185 +8,608
Mar11 110112 809.00 817.00 805.00 815.25 +11.00 57,623 101,508 +3,240
Apr11 110112 810.25 819.25 807.00 817.50 +10.75 25,838 62,024 +2,781
May11 110112 813.25 821.00 810.00 819.50 +10.00 14,080 50,848 -198
Jun11 110112 815.50 823.50 811.50 822.00 +9.50 24,501 53,471 -4,670
Jul11 110112 820.75 825.75 818.25 825.00 +9.25 3,267 21,215 +283
Aug11 110112 822.00 828.75 821.50 828.25 +9.25 1,863 18,284 -129
Sep11 110112 825.25 831.75 824.50 831.50 +9.25 5,668 15,329 +795
Oct11 110112 827.25 833.75 826.75 833.75 +9.25 2,510 11,894 -94
Total Volume and Open Interest 306,398 600,788 -11,235
Ethanol(CBOT)
Jan11 110105 2.315 2.315 2.305 2.305 -0.008 63 135 -73
Feb11 110112 2.321 2.355 2.321 2.349 +0.070 151 796 +9
Mar11 110112 2.335 2.345 2.327 2.332 +0.072 64 1,177 -5
Apr11 110112 2.338 2.340 2.323 2.338 +0.069 96 801 +6
May11 110112 2.345 2.355 2.345 2.349 +0.075 16 386 -6
Jun11 110112 2.369 2.369 2.350 2.361 +0.075 114 510 +2
Jul11 110112 2.379 2.379 2.357 2.362 +0.073 59 718 -8
Aug11 110112 2.338 2.355 2.338 2.355 +0.074 19 756 -3
Total Volume and Open Interest 693 7,171 +53
WTI Crude Oil(ICE
Feb11 110112 91.19 92.39 90.80 91.86 +0.75 116,312 68,525 -13,011
Mar11 110112 92.35 93.45 91.89 92.87 +0.51 101,412 117,911 +5,576
Apr11 110112 93.25 94.36 92.93 93.74 +0.36 54,597 53,433 +3,686
May11 110112 94.07 95.03 93.67 94.48 +0.25 19,893 38,932 +1,327
Jun11 110112 94.84 95.59 94.32 95.05 +0.20 19,752 67,696 -393
Jul11 110112 95.30 96.03 94.96 95.48 +0.16 3,787 19,765 -341
Aug11 110112 95.59 96.31 95.24 95.77 +0.15 2,319 12,051 -100
Sep11 110112 95.53 96.51 95.45 95.99 +0.15 1,931 16,416 +226
Oct11 110112 95.93 96.60 95.60 96.16 +0.15 1,211 12,010 -65
Nov11 110112 96.27 96.27 96.27 96.27 +0.13 749 9,207 +56
Dec11 110112 96.17 96.85 95.67 96.37 +0.11 16,368 69,775 +2,152
Jan12 110112 96.37 96.37 96.37 96.37 +0.08 183 6,232 +29
Feb12 110112 96.34 96.34 96.34 96.34 +0.08 25 1,172 -1
Mar12 110112 96.29 96.29 96.29 96.29 +0.07 6 3,163 +6
Apr12 110112 96.25 96.25 96.25 96.25 +0.08 0 758 +0
May12 110112 96.21 96.21 96.21 96.21 +0.09 0 868 +0
Total Volume and Open Interest 345,446 589,538 +525
US Dollar Index(ICE)
Mar11 110112 81.075 81.145 80.200 80.250 -0.885 15,637 35,604 +901
Jun11 110112 81.385 81.480 80.610 80.630 -0.875 68 930 +27
Sep11 110112 81.250 81.250 80.990 80.990 -0.875 0 4 +0
Total Volume and Open Interest 15,705 36,538 +928
Australian Dollar(CME)
Mar11 110112 97.58 98.92 97.36 98.89 +0.97 118,686 113,349 -548
Jun11 110112 96.25 97.76 96.25 97.76 +0.96 174 463 +104
Sep11 110112 96.56 96.56 95.61 96.56 +0.95 0 14 +0
Total Volume and Open Interest 118,860 113,920 -444
British Pound(CME)
Mar11 110112 155.91 157.73 155.75 157.58 +1.65 116,396 86,119 -1,069
Jun11 110112 155.98 157.49 155.70 157.41 +1.64 91 179 -15
Sep11 110112 157.13 157.13 155.51 157.13 +1.62 0 5 +0
Total Volume and Open Interest 116,487 86,335 -1,084
Canadian Dollar(CME)
Mar11 110112 100.87 101.40 100.81 101.10 +0.29 62,536 125,052 +3,523
Jun11 110112 100.74 101.10 100.56 100.86 +0.30 113 2,191 -4
Sep11 110112 100.73 100.75 100.25 100.53 +0.28 2 1,016 +0
Dec11 110112 100.49 100.49 99.96 100.23 +0.27 6 1,217 +1
Total Volume and Open Interest 62,657 129,480 +3,520
Japanese Yen(CME)
Mar11 110112 120.05 120.84 119.87 120.70 +0.50 112,263 106,680 -2,040
Jun11 110112 120.32 120.87 120.27 120.84 +0.50 63 424 +36
Sep11 110112 121.03 121.03 120.54 121.03 +0.49 0 17 +0
Total Volume and Open Interest 112,326 107,132 -2,004
Swiss Franc(CME)
Mar11 110112 102.74 103.57 102.56 103.46 +0.69 38,704 42,773 -145
Jun11 110112 103.00 103.58 102.89 103.58 +0.69 8 62 -2
Sep11 110112 103.17 103.71 103.04 103.71 +0.67 0 2 +0
Total Volume and Open Interest 38,712 42,839 -147
EuroFX(CME)
Mar11 110112 129.72 131.42 129.57 131.28 +1.62 321,036 200,614 +9,919
Jun11 110112 129.70 131.24 129.52 131.19 +1.61 458 1,016 +99
Sep11 110112 130.20 131.19 129.49 131.07 +1.58 2 32 -1
Total Volume and Open Interest 321,496 202,004 +10,017
Mexican Peso(CME)
Jan11 110112 829.2 829.2 824.0 829.2 +5.2      
Feb11 110112 827.2 827.2 822.0 827.2 +5.2      
Total Volume and Open Interest 22,886 127,917 +3,061
30-Year T-Bonds(CBOT)
Mar11 110112 120~310 121~040 120~010 120~250 -0~060 279,861 547,710 +6,658
Jun11 110112 119~120 119~120 118~150 119~060 -0~060 16 680 -1
Sep11 110112 117~190 117~250 117~190 117~190 -0~060      
Total Volume and Open Interest 279,877 548,390 +6,657
10-Year T-Notes(CBOT)
Mar11 110112 120~180 120~210 120~005 120~180 +0~005 1,017,256 1,347,290 -10,750
Jun11 110112 119~040 119~130 118~280 119~130 unch 2,104 2,728 +1,471
Sep11 110112 118~105 118~105 118~105 118~105 unch      
Total Volume and Open Interest 1,019,360 1,350,022 -9,279
5-Year T-Notes(CBOT)
Mar11 110112 117~123 118~004 117~075 117~122 unch 497,619 1,051,617 +25
Jun11 110112 117~020 117~020 117~020 117~020 unch 56 35 +30
Sep11 110112 116~044 116~044 116~044 116~044 unch      
Total Volume and Open Interest 497,675 1,051,652 +55
2 Year T-Notes(CBOT)
Mar11 110112 109~060 109~063 109~050 109~059 -0~001 203,771 686,610 +13,110
Jun11 110112 109~018 109~029 109~018 109~027 -0~002 77 172 +50
Sep11 110112 108~123 108~126 108~123 108~123 -0~003      
Total Volume and Open Interest 203,848 686,782 +13,160
Eurodollars(CME)
Mar11 110112 99.620 99.640 99.615 99.635 +0.020 180,956 1,149,684 -12,741
Jun11 110112 99.515 99.545 99.510 99.540 +0.025 159,905 1,136,026 -10,364
Sep11 110112 99.395 99.430 99.380 99.420 +0.025 165,472 961,123 +1,399
Dec11 110112 99.230 99.260 99.200 99.250 +0.020 158,855 771,876 +4,705
Mar12 110112 99.015 99.045 98.975 99.035 +0.015 227,548 856,516 +19,809
Jun12 110112 98.755 98.775 98.700 98.770 +0.010 153,101 523,363 +5,323
Sep12 110112 98.495 98.510 98.420 98.500 unch 124,747 452,655 -897
Dec12 110112 98.235 98.240 98.140 98.230 -0.005 118,946 300,537 -81
Mar13 110112 97.970 97.985 97.870 97.965 -0.010 82,159 202,226 +4,408
Jun13 110112 97.700 97.715 97.600 97.695 -0.010 52,823 157,597 +253
Sep13 110112 97.440 97.455 97.340 97.435 -0.010 50,122 178,500 +940
Dec13 110112 97.180 97.190 97.080 97.175 -0.005 57,498 143,967 -460
Mar14 110112 96.945 96.960 96.850 96.950 unch 22,227 109,966 -2,169
Jun14 110112 96.705 96.720 96.615 96.715 unch 21,250 100,387 -2,421
Sep14 110112 96.480 96.490 96.385 96.490 +0.005 20,775 62,887 -2,064
Dec14 110112 96.260 96.265 96.155 96.265 +0.005 22,092 70,412 +2,192
Mar15 110112 96.080 96.080 95.965 96.080 +0.005 7,717 52,007 -423
Jun15 110112 4.155 4.155 4.035 4.150 unch 8,628 35,860 +71
Total Volume and Open Interest 1,679,038 7,506,868 +10,050
30 Day Federal Funds(CBOT)
Jan11 110112 99.825 99.830 99.825 99.827 +0.003 5,174 74,212 +854
Feb11 110112 99.825 99.830 99.825 99.825 unch 2,112 63,311 +722
Mar11 110112 99.830 99.830 99.825 99.825 unch 788 45,994 +70
Apr11 110112 99.830 99.835 99.830 99.830 unch 1,161 41,228 -147
May11 110112 99.825 99.835 99.825 99.830 unch 2,373 61,285 +126
Jun11 110112 99.825 99.830 99.820 99.825 +0.005 2,914 33,315 +215
Total Volume and Open Interest 39,287 549,865 +7,120
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 110112 99.660 99.660 99.660 99.660 unch 0 1,161 +0
Jun11 110112 99.647 99.647 99.647 99.647 unch 0 175 +0
Sep11 110112 99.640 99.640 99.640 99.640 -0.003      
Dec11 110112 99.625 99.625 99.625 99.625 -0.015 0 75 +0
Mar12 110112 99.605 99.605 99.605 99.605 -0.015      
Jun12 110112 99.650 99.650 99.650 99.650 -0.015      
Sep12 110112 99.600 99.600 99.600 99.600 -0.015      
Dec12 110112 99.505 99.505 99.505 99.505 -0.015      
Mar13 110112 99.505 99.505 99.505 99.505 -0.015      
Jun13 110112 99.460 99.460 99.460 99.460 -0.015      
Total Volume and Open Interest 0 1,411 +0
3-Mth Euro-Yen(SGX)
Mar11 110112 99.66 99.66 99.66 99.66 unch 0 2,676 +200
Jun11 110112 99.65 99.65 99.65 99.65 unch 0 1,387 +0
Sep11 110112 99.64 99.64 99.64 99.64 0.00 102 952 +0
Dec11 110112 99.62 99.62 99.62 99.62 -0.01 0 1,823 +0
Mar12 110112 99.61 99.61 99.61 99.61 -0.01 0 305 +0
Jun12 110112 99.65 99.65 99.65 99.65 -0.01 0 754 +0
Sep12 110112 99.60 99.60 99.60 99.60 -0.01 0 310 +0
Dec12 110112 99.50 99.50 99.50 99.50 -0.01 0 4 +0
Total Volume and Open Interest 102 8,212 +200
Japanese Gov't Bonds(SGX)
Mar11 110112 140.05 140.21 139.87 140.08 +0.07 1,845 12,162 +64
Jun11 110112 137.99 137.99 137.99 137.99 +0.07      
Sep11 110112 135.90 135.90 135.90 135.90 +0.07      
Total Volume and Open Interest 1,845 12,162 +64
Euro-Bund(EUREX)
Mar11 110112 125.94 125.94 124.57 124.69 -1.10 856,615 1,564,884 +193,789
Jun11 110112 124.45 124.45 123.25 123.26 -1.10 39 584 -24
Sep11 110112 123.00 123.00 123.00 123.00 -1.10      
Total Volume and Open Interest 856,654 1,565,468 +193,765
Euro-Bobl(EUREX)
Mar11 110112 118.96 118.96 118.27 118.30 -0.59 429,987 1,017,284 +126,489
Jun11 110112 117.04 117.04 116.86 116.86 -0.58 0 3,857 +2
Sep11 110112 116.86 116.86 116.86 116.86 -0.58      
Total Volume and Open Interest 429,987 1,021,141 +126,491
3-Mth Euribor(EUREX)
Mar11 110112 98.925 98.925 98.925 98.925 -0.005 527 6,009 +21
Jun11 110112 98.790 98.790 98.785 98.785 -0.030 42 9,198 +12
Sep11 110112 98.655 98.660 98.645 98.645 -0.050 15 1,770 -11
Total Volume and Open Interest 647 24,043 +16
Long Gilt(LIFFE)
Mar11 110112 118~04 118~04 117~09 117~11 -0~26 99,757 241,978 +150
Jun11 110112 116~11 116~11 116~11 116~11 -0~26      
Total Volume and Open Interest 99,757 241,978 +150
3-Mth Short Sterling(LIFFE)
Mar11 110112 99.11 99.12 99.09 99.09 -0.02 32,338 299,269 +4,391
Jun11 110112 98.92 98.93 98.88 98.88 -0.04 69,899 268,380 +4,064
Sep11 110112 98.72 98.72 98.65 98.66 -0.05 88,196 253,996 -14,400
Dec11 110112 98.48 98.49 98.40 98.41 -0.07 75,521 294,826 -132
Mar12 110112 98.24 98.25 98.15 98.16 -0.08 66,633 275,590 +4,560
Jun12 110112 98.01 98.01 97.89 97.90 -0.09 62,194 176,370 +11,653
Total Volume and Open Interest 479,784 1,944,841 +15,629
3-Mth Euribor(LIFFE)
Mar11 110112 98.925 98.955 98.920 98.925 -0.005 81,713 598,746 +4,906
Jun11 110112 98.810 98.820 98.780 98.785 -0.030 106,038 490,231 -1,592
Sep11 110112 98.690 98.705 98.640 98.645 -0.050 130,309 391,870 +2,006
Total Volume and Open Interest 787,469 2,792,055 +32,024
3-Mth Aus T-Bills(SFE)
Mar11 110112 95.03 95.04 95.01 95.02 -0.02 26,423 218,439 +5,526
Jun11 110112 94.97 94.98 94.93 94.96 -0.02 28,176 150,938 +6,205
Sep11 110112 94.88 94.88 94.83 94.85 -0.03 22,410 88,159 +5,864
Dec11 110112 94.78 94.78 94.72 94.74 -0.04 16,425 58,256 +2,846
Mar12 110112 94.71 94.71 94.64 94.66 -0.04 7,187 45,458 +2,663
Jun12 110112 94.64 94.67 94.59 94.60 -0.05 2,826 40,518 +999
Sep12 110112 94.59 94.63 94.54 94.55 -0.04 1,668 22,637 +648
Dec12 110112 94.57 94.60 94.50 94.51 -0.04 663 10,592 +278
Mar13 110112 94.57 94.57 94.47 94.47 -0.05 102 2,758 +97
Jun13 110112 94.53 94.53 94.43 94.43 -0.04 1 588 +1
Total Volume and Open Interest 105,881 639,245 +25,127
10-Year Aus T-Bonds(SFE)
Mar11 110112 94.54 94.55 94.46 94.47 -0.08 41,137 367,738 +4,523
Jun11 110112 94.47 94.47 94.47 94.47 -0.08      
Total Volume and Open Interest 41,137 367,738 +4,523
3-Year Aus T-Bonds(SFE)
Mar11 110112 94.99 95.02 94.94 94.96 -0.04 174,349 479,742 +32,722
Jun11 110112 94.96 94.96 94.96 94.96 -0.04      
Total Volume and Open Interest 174,349 479,742 +32,722
Gold(CMX)
Feb11 110112 1381.1 1389.0 1376.3 1385.8 +1.5 152,145 297,587 -8,586
Apr11 110112 1383.5 1390.4 1378.5 1387.7 +1.4 23,395 92,553 +7,379
Jun11 110112 1384.9 1392.5 1380.5 1389.8 +1.4 3,243 34,794 +36
Aug11 110112 1387.9 1394.4 1383.0 1391.8 +1.4 536 17,423 -97
Oct11 110112 1390.9 1393.8 1390.9 1393.8 +1.4 1,601 10,888 -692
Dec11 110112 1395.0 1398.7 1387.8 1395.9 +1.3 480 23,358 +66
Feb12 110112 1395.1 1400.2 1390.1 1398.4 +1.3 547 7,593 +460
Apr12 110112 1401.1 1401.1 1401.1 1401.1 +1.3 50 6,883 +0
Jun12 110112 1404.2 1404.2 1404.2 1404.2 +1.3 275 12,703 -37
Aug12 110112 1407.7 1407.7 1407.7 1407.7 +1.6 0 6,906 +0
Oct12 110112 1411.5 1411.5 1411.5 1411.5 +1.6 1,473 4,360 +1,473
Dec12 110112 1409.8 1416.1 1409.8 1415.8 +1.6 1,856 15,588 +1,067
Total Volume and Open Interest 189,047 588,179 +3,190
Silver(CMX)
Mar11 110112 2954.5 2984.5 2939.5 2954.5 +4.6 51,490 73,563 +233
May11 110112 2970.0 2988.0 2947.0 2959.3 +4.6 2,078 14,970 -269
Jul11 110112 2982.5 2991.0 2959.0 2963.7 +4.6 507 9,863 -149
Sep11 110112 2969.0 2977.0 2964.0 2967.8 +4.5 561 6,800 +459
Dec11 110112 3000.5 3000.5 2964.5 2974.2 +4.4 511 12,844 +113
Mar12 110112 2979.8 2980.0 2979.8 2979.8 +4.3 208 579 +200
May12 110112 2983.6 2983.9 2983.6 2983.6 +4.3 0 540 +0
Total Volume and Open Interest 56,079 136,331 +648
Platinum(NYMEX)
Jan11 110112 1774.0 1802.3 1774.0 1797.9 +30.3 46 357 -4
Apr11 110112 1770.3 1809.9 1764.6 1801.1 +30.8 6,035 37,761 +402
Jul11 110112 1792.9 1803.8 1792.9 1803.8 +30.2 33 828 +23
Oct11 110112 1803.5 1806.8 1803.5 1806.8 +30.2 2 19 +1
Total Volume and Open Interest 6,120 38,973 +421
Palladium(NYMEX)
Mar11 110112 784.05 813.90 781.30 806.75 +23.00 4,104 21,433 -207
Jun11 110112 806.00 814.00 802.00 807.85 +22.90 65 738 +34
Sep11 110112 803.80 808.45 803.80 808.45 +22.90 0 13 +0
Total Volume and Open Interest 4,187 22,188 -175
Copper(CMX)
Mar11 110112 434.85 443.55 434.00 441.15 +6.25 32,010 114,870 -901
May11 110112 435.50 443.10 435.50 441.15 +6.25 2,531 26,962 +13
Jul11 110112 439.00 441.50 437.20 440.60 +6.35 1,343 9,263 +195
Sep11 110112 435.55 440.20 435.55 439.80 +6.45 675 5,328 -36
Dec11 110112 437.10 438.35 437.05 437.90 +6.55 244 3,556 +103
Total Volume and Open Interest 37,069 165,488 -654
DJIA Index(CBOT)
Mar11 110112 11607 11730 11607 11708 +92 1,895 9,441 +1,552
Jun11 110112 11648 11648 11556 11648 +92      
Sep11 110112 11588 11588 11496 11588 +92      
Dec11 110112 11533 11533 11441 11533 +92      
Total Volume and Open Interest 1,895 9,441 +1,552
S & P 500(CME)
Mar11 110112 1269.80 1284.20 1269.10 1283.40 +13.00 15,144 279,838 +3,719
Jun11 110112 1275.00 1278.40 1275.00 1278.40 +13.00 327 4,262 +100
Sep11 110112 1272.00 1273.70 1272.00 1273.60 +12.90 200 2,101 -221
Dec11 110112 1269.00 1269.20 1269.00 1269.00 +12.80 0 550 +0
Total Volume and Open Interest 15,671 286,751 +3,598
S & P 500 E-Mini(Globex)
Mar11 110112 1270.00 1284.25 1269.25 1283.50 +13.00 1,662,412 2,527,804 +19,842
Jun11 110112 1266.00 1279.00 1265.75 1278.50 +13.00 1,375 5,643 +1,029
Total Volume and Open Interest 1,664,464 2,533,574 +20,406
NASDAQ 100(CME)
Mar11 110112 2285.50 2308.00 2284.50 2304.50 +19.00 1,494 13,159 -308
Jun11 110112 2301.50 2302.00 2301.50 2301.50 +19.00      
Sep11 110112 2299.00 2299.00 2299.00 2299.00 +19.00      
Total Volume and Open Interest 1,494 13,159 -308
NASDAQ 100 E-Mini(Globex)
Mar11 110112 2286.00 2306.80 2284.00 2304.50 +19.00 208,383 353,688 -11,656
Jun11 110112 2283.50 2303.00 2280.30 2301.50 +19.00 203 737 +97
Total Volume and Open Interest 208,586 354,431 -11,559
S & P Midcap 400(CME)
Mar11 110112 922.50 925.00 920.50 924.10 +5.90 2 1,680 -5
Jun11 110112 921.60 921.70 921.60 921.60 +5.90      
Sep11 110112 920.00 920.00 920.00 920.00 +6.00      
Total Volume and Open Interest 2 1,680 -5
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Mar11 110112 10580 10665 10535 10620 +35 7,285 39,599 +632
Jun11 110112 10600 10600 10565 10600 +35 0 4 +0
Total Volume and Open Interest 7,285 39,603 +632
Nikkei 225(SGX)
Mar11 110112 10510 10580 10500 10530 +30 64,048 214,795 -2,236
Jun11 110112 10490 10500 10445 10460 +35 33 2,843 +136
Sep11 110112 10460 10460 10460 10460 +30      
Total Volume and Open Interest 65,360 235,068 -1,727
CAC 40(EURONEXT)
Jan11 110112 3861.5 3955.0 3860.0 3947.5 +83.5 127,591 359,713 -16,287
Feb11 110112 3862.5 3955.0 3862.5 3948.5 +83.5 8,313 8,875 +8,293
Mar11 110112 3863.5 3956.0 3863.0 3951.0 +83.5 133 42,721 -22
Total Volume and Open Interest 136,037 411,351 -8,016
Hang Seng Index(HKFE)
Jan11 110112 23840 24224 23812 24223 +446 75,136 100,016 +1,055
Feb11 110112 23856 24225 23824 24225 +439 1,026 1,749 +23
Mar11 110112 23809 24170 23782 24165 +430 479 5,981 +29
Total Volume and Open Interest 76,690 109,009 +1,108
DAX(EUREX)
Mar11 110112 6952.5 7097.0 6952.0 7077.5 +124.5 131,373 250,935 +5,544
Jun11 110112 6978.5 7108.5 6978.5 7098.5 +124.0 208 10,857 +73
Sep11 110112 7002.5 7127.0 7002.5 7116.5 +124.5 12 56 +14
Total Volume and Open Interest 131,593 261,848 +5,631
FT-SE 100(EURONEXT)
Mar11 110112 5966.00 6016.00 5965.00 6002.50 +24.00 98,980 645,551 +3,874
Jun11 110112 5959.50 5959.50 5959.50 5959.50 +24.00 12 1,466 +9
Sep11 110112 5924.00 5928.00 5911.50 5928.00 +24.00 0 68 +0
Total Volume and Open Interest 98,992 647,085 +3,883
SPI 200(SFE)
Mar11 110112 4703.0 4723.0 4692.0 4714.0 +11.0 19,051 198,291 +857
Jun11 110112 4720.0 4736.0 4719.0 4736.0 +11.0 93 3,072 +48
Sep11 110112 4727.0 4727.0 4727.0 4727.0 +11.0 0 1,826 +0
Total Volume and Open Interest 19,380 205,206 +1,138
GSCI(CME)
Jan11 110112 642.50 642.75 638.00 638.90 +5.40 3,122 7,639 -2,812
Feb11 110112 642.00 646.00 642.00 643.00 +5.00 2,968 7,674 +2,883
Mar11 110112 644.50 648.50 644.50 647.00 +5.50      
Total Volume and Open Interest 6,090 15,313 +71
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.

Banner

Login

Newsflash

Amid explosive interest in China, MRCI will now update charts of the Shanghai and Shenzen stock indices daily! http://www.mrci.com/client/hilite/hl001.php