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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 17, 2011
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Mar11 110114 1418.50 1429.50 1405.00 1422.50 +6.50 114,472 295,976 -543
May11 110114 1427.25 1433.00 1414.75 1431.25 +5.75 31,909 97,876 +2,587
Jul11 110114 1430.75 1441.00 1418.50 1434.75 +5.25 28,041 87,810 +4,411
Aug11 110114 1390.00 1404.00 1390.00 1404.00 +6.00 850 2,764 +100
Sep11 110114 1359.00 1362.25 1347.25 1362.25 +9.00 803 3,518 +114
Nov11 110114 1312.00 1325.00 1306.00 1323.25 +10.75 18,663 126,231 +5,076
Jan12 110114 1313.00 1326.00 1308.75 1326.00 +12.50 510 11,044 +62
Total Volume and Open Interest 197,630 642,516 +10,921
Soybean Meal(CBOT)
Mar11 110114 382.50 388.50 379.60 388.10 +4.50 34,797 96,121 +684
May11 110114 385.60 390.40 382.10 390.40 +4.10 13,027 33,818 +749
Jul11 110114 386.00 390.60 382.50 390.60 +4.10 12,932 34,102 +2,793
Aug11 110114 374.40 379.50 373.20 379.50 +4.30 469 6,911 +20
Sep11 110114 359.00 366.50 358.70 366.50 +5.30 745 6,097 +111
Oct11 110114 341.50 349.20 341.30 349.20 +6.10 650 5,635 -60
Dec11 110114 338.90 346.80 337.70 346.80 +6.40 3,030 18,749 -250
Jan12 110114 346.90 346.90 340.30 346.90 +6.60 55 1,180 +2
Total Volume and Open Interest 66,183 205,000 +3,807
Soybean Oil(CBOT)
Mar11 110114 57.82 57.82 56.66 57.27 -0.44 47,895 204,670 -2,230
May11 110114 58.17 58.23 57.17 57.76 -0.43 14,003 59,049 -215
Jul11 110114 58.50 58.50 57.53 58.08 -0.43 15,416 58,686 +1,898
Aug11 110114 58.20 58.20 57.75 58.10 -0.41 1,234 6,561 +161
Sep11 110114 57.95 58.20 57.79 58.10 -0.36 1,029 7,670 +171
Oct11 110114 58.16 58.21 57.45 57.88 -0.33 456 8,705 +70
Dec11 110114 58.26 58.26 57.36 57.88 -0.28 3,353 26,999 -822
Jan12 110114 57.88 58.21 57.88 57.88 -0.33 0 348 +0
Total Volume and Open Interest 85,789 375,328 -773
Canola(WCE)
Jan11 110114 584.0 584.0 582.7 582.7 -6.6 8 4 +4
Mar11 110117 592.2 593.9 590.1 591.4 -1.3 7,335 120,497 -474
May11 110117 600.0 601.4 597.7 599.1 -1.1 2,100 23,582 +409
Jul11 110117 604.0 605.3 602.0 602.4 -0.8 664 19,053 +392
Nov11 110117 549.5 550.2 547.5 549.5 -0.7 479 41,113 -166
Total Volume and Open Interest 10,621 207,831 +163
Corn(CBOT)
Mar11 110114 645.00 652.00 636.25 648.75 +6.25 199,502 683,455 -13,166
May11 110114 654.00 658.75 645.25 658.00 +6.50 59,491 252,502 +13,732
Jul11 110114 658.50 665.00 650.00 662.25 +5.75 54,385 232,570 +2,626
Sep11 110114 608.00 609.75 600.75 609.50 +1.50 8,465 49,923 +1,216
Dec11 110114 570.50 572.00 565.00 571.25 +0.75 41,057 293,644 +5,434
Mar12 110114 578.00 579.25 572.50 579.25 +1.00 2,405 27,843 +555
Total Volume and Open Interest 367,760 1,588,975 +10,530
Wheat(CBOT)
Mar11 110114 784.25 784.75 763.00 773.25 -10.25 52,198 216,065 +1,899
May11 110114 812.75 812.75 792.75 803.00 -9.25 16,632 70,650 +653
Jul11 110114 837.25 837.50 819.00 827.75 -9.75 10,143 115,134 -4
Sep11 110114 856.00 856.00 838.50 846.75 -11.00 2,037 21,893 +277
Dec11 110114 874.25 875.75 857.25 865.25 -11.00 4,796 62,432 +327
Total Volume and Open Interest 86,337 502,104 +3,300
Wheat(KCBT)
Mar11 110114 867.75 868.00 850.75 860.00 -8.50 15,146 92,963 -2,252
May11 110114 875.75 876.75 862.00 870.75 -8.50 3,456 41,010 +586
Jul11 110114 886.00 887.00 870.00 879.25 -9.00 4,892 56,925 +1,163
Sep11 110114 895.00 895.00 883.25 892.00 -8.75 1,652 14,310 +245
Dec11 110114 910.00 910.00 894.75 902.75 -10.00 1,361 11,712 +562
Total Volume and Open Interest 26,849 219,465 +472
Wheat(MGE)
Mar11 110114 894.00 894.25 878.75 890.25 -3.50 3,566 22,376 -272
May11 110114 902.00 902.75 888.25 899.25 -3.50 1,474 14,043 -120
Jul11 110114 908.25 908.25 895.00 905.50 -2.75 627 10,203 -137
Sep11 110114 902.75 907.00 893.75 901.00 -7.00 393 10,199 +129
Dec11 110114 914.00 914.75 900.25 909.75 -5.75 705 8,947 +114
Total Volume and Open Interest 6,857 67,340 -242
Oats(CBOT)
Mar11 110114 396.50 396.50 387.00 392.00 -4.50 512 9,592 -32
May11 110114 394.00 401.25 392.75 398.50 -2.75 134 981 +20
Jul11 110114 396.50 401.25 393.50 400.00 -1.25 45 502 +10
Sep11 110114 364.00 364.50 364.00 364.00 -0.50 29 105 +26
Total Volume and Open Interest 782 12,363 +26
Rough Rice(CBOT)
Jan11 110114 13.69 13.69 13.69 13.69 +0.05 1 9 -8
Mar11 110114 13.85 14.05 13.85 14.01 +0.16 801 13,618 -112
May11 110114 14.20 14.31 14.12 14.30 +0.17 156 1,838 +59
Jul11 110114 14.51 14.59 14.41 14.59 +0.18 54 1,366 +27
Total Volume and Open Interest 1,207 18,062 -47
Live Cattle(CME)
Feb11 110114 109.900 109.980 109.050 109.385 -0.515 39,495 81,519 -10,999
Apr11 110114 114.300 114.450 113.700 113.750 -0.700 35,244 140,234 +15,434
Jun11 110114 112.200 112.800 111.750 112.300 -0.235 9,935 66,711 +1,991
Aug11 110114 112.850 113.180 112.300 112.785 -0.315 3,130 22,553 +690
Oct11 110114 115.180 115.785 114.900 115.450 -0.250 2,573 13,989 +505
Dec11 110114 116.000 116.700 115.600 116.600 -0.150 2,385 11,781 +1,476
Total Volume and Open Interest 93,075 339,097 +9,351
Feeder Cattle(CME)
Jan11 110114 125.600 125.600 124.750 125.600 +0.700 397 3,380 -118
Mar11 110114 126.650 127.450 126.450 127.300 +0.400 2,878 25,146 +517
Apr11 110114 127.250 127.950 127.150 127.750 +0.100 629 6,327 +125
May11 110114 127.500 128.150 127.330 128.130 +0.200 834 7,623 +289
Aug11 110114 128.400 128.400 127.900 128.400 -0.050 512 8,225 +333
Sep11 110114 128.100 128.100 127.700 128.100 +0.100 86 1,025 +41
Oct11 110114 127.050 127.750 127.050 127.750 +0.150 35 351 +15
Total Volume and Open Interest 5,411 52,298 +1,220
Lean Hogs(CME)
Feb11 110114 80.400 80.600 79.050 79.535 -0.765 27,124 40,685 -6,761
Apr11 110114 86.730 86.800 85.050 85.285 -1.015 24,142 84,616 +7,306
May11 110114 93.730 93.730 92.700 92.980 -0.420 266 2,001 -15
Jun11 110114 95.950 96.200 94.885 95.480 -0.470 5,833 44,765 +1,125
Jul11 110114 95.150 95.150 94.000 94.430 -0.720 1,986 12,399 +186
Aug11 110114 93.750 93.950 93.000 93.580 -0.170 1,402 13,699 -67
Oct11 110114 83.950 83.950 83.180 83.650 -0.385 613 12,431 +96
Dec11 110114 80.000 80.000 79.500 79.850 -0.150 503 4,417 +122
Total Volume and Open Interest 62,159 216,659 +2,181
Class III Milk(CME)
Jan11 110114 13.54 13.55 13.47 13.51 -0.04 133 5,594 +29
Feb11 110114 14.98 15.20 14.92 15.00 +0.09 175 5,481 +6
Mar11 110114 14.98 15.18 14.97 15.13 +0.21 262 4,383 +60
Apr11 110114 15.38 15.48 15.30 15.45 +0.13 160 2,933 -31
May11 110114 15.50 15.68 15.47 15.65 +0.18 84 2,744 +51
Total Volume and Open Interest 1,181 32,669 +293
Cocoa(ICE)
Mar11 110114 2970 3050 2938 3019 +67 6,906 66,093 -422
May11 110114 2992 3073 2962 3041 +65 2,520 25,206 -67
Jul11 110114 3007 3086 2985 3056 +62 961 13,301 -193
Sep11 110114 3028 3101 3000 3074 +59 234 8,590 -14
Dec11 110114 3028 3117 3027 3093 +54 996 13,788 +245
Mar12 110114 3095 3163 3095 3154 +59 46 10,835 +4
May12 110114 3125 3154 3122 3147 +58 10 4,618 +0
Total Volume and Open Interest 11,680 144,408 -454
Coffee "C"(ICE)
Mar11 110114 238.00 239.15 231.55 234.60 -2.90 13,185 82,746 -3,360
May11 110114 239.15 240.70 233.30 236.30 -2.85 5,347 28,042 -185
Jul11 110114 240.05 241.70 235.00 237.45 -2.80 2,144 13,121 +99
Sep11 110114 239.05 239.35 233.80 235.90 -2.25 390 5,194 +159
Dec11 110114 234.50 234.50 230.10 232.55 -1.05 124 7,891 +39
Mar12 110114 225.95 227.45 225.00 227.45 -1.40 103 879 +54
Total Volume and Open Interest 21,388 138,642 -3,121
Orange Juice(ICE)
Mar11 110114 172.50 175.50 171.60 173.05 +0.55 1,509 21,882 -101
May11 110114 171.70 174.00 171.70 172.50 +0.50 301 6,083 +114
Jul11 110114 171.70 172.80 171.70 172.60 +0.20 27 2,574 +17
Sep11 110114 172.20 172.20 172.20 172.20 -0.30 2 495 +0
Nov11 110114 173.10 173.10 172.70 172.70 +0.15 0 554 +0
Jan12 110114 172.20 172.20 172.20 172.20 -0.35 0 2 +0
Total Volume and Open Interest 1,839 31,612 +30
Sugar #11(ICE)
Mar11 110114 32.20 32.25 30.35 30.89 -1.17 43,329 220,387 -3,220
May11 110114 30.00 30.00 28.40 28.93 -0.92 18,376 115,935 +308
Jul11 110114 27.55 27.55 26.35 26.85 -0.65 13,111 120,251 +1,999
Oct11 110114 25.70 25.73 24.82 25.33 -0.36 5,944 63,556 +169
Mar12 110114 24.66 24.85 24.19 24.59 -0.20 2,865 46,035 -204
Total Volume and Open Interest 84,707 615,423 -943
London Cocoa(LCE)
Mar11 110117 2006 2023 1976 2005 -1 8,509 60,100 +1,082
May11 110117 2004 2014 1972 1999 -8 2,308 24,404 -41
Jul11 110117 2010 2018 1979 2001 -14 1,985 26,882 -1,169
Sep11 110117 1996 2011 1977 1996 -21 2,186 19,664 +1,190
Dec11 110117 2013 2017 1981 1994 -32 1,301 24,394 +505
Mar12 110117 2006 2028 1992 2004 -31 102 19,921 +19
May12 110117 2007 2007 2007 2007 -34 505 3,698 -245
Total Volume and Open Interest 17,446 186,036 +1,872
London Sugar(LCE)
Mar11 110117 773.00 782.50 771.10 774.20 +1.20 7,827 23,042 +311
May11 110117 740.20 747.10 733.50 738.30 -1.60 5,156 12,879 +981
Aug11 110117 702.00 705.00 700.00 701.30 -0.70 1,305 8,286 -111
Oct11 110117 660.50 663.30 660.50 661.60 -1.20 107 2,683 -6
Dec11 110117 640.60 640.60 640.60 640.60 -0.70 56 1,055 +40
Total Volume and Open Interest 14,477 48,706 +1,236
Cotton(ICE)
Mar11 110114 144.00 145.95 141.19 141.44 -2.62 14,650 90,507 -1,660
May11 110114 139.50 140.90 136.06 136.37 -3.09 4,080 25,175 +351
Jul11 110114 132.60 134.18 129.62 129.93 -3.17 2,975 33,493 +63
Oct11 110114 113.15 113.50 111.88 111.88 -3.12 2 173 +2
Dec11 110114 102.10 103.45 99.01 99.29 -3.09 3,164 48,342 -703
Mar12 110114 96.00 96.00 94.01 94.01 -2.74 224 1,860 +202
Total Volume and Open Interest 25,095 201,508 -1,745
Lumber(CME)
Mar11 110114 307.0 308.0 302.1 302.1 -2.1 291 6,956 -8
May11 110114 320.6 321.0 317.6 321.0 -1.0 44 2,787 +5
Jul11 110114 326.0 326.8 324.0 326.8 -0.2 19 1,098 +7
Sep11 110114 322.0 322.0 322.0 322.0 -2.0 0 185 +0
Total Volume and Open Interest 500 11,225 -45
Crude Oil(NYM)
Feb11 110114 90.99 91.69 90.10 91.54 +0.14 358,898 129,665 -39,552
Mar11 110114 92.07 92.67 91.17 92.57 +0.27 232,416 362,639 +29,638
Apr11 110114 93.09 93.65 92.28 93.56 +0.35 113,337 109,429 -1,683
May11 110114 94.26 94.50 93.23 94.43 +0.43 69,548 88,538 +5,516
Jun11 110114 94.90 95.12 93.90 95.08 +0.48 61,976 106,759 +1,560
Jul11 110114 95.17 95.63 94.45 95.56 +0.50 20,520 61,684 +1,853
Aug11 110114 95.59 95.88 94.94 95.88 +0.50 10,082 30,539 +885
Sep11 110114 95.20 96.13 95.18 96.13 +0.51 8,496 30,555 -314
Oct11 110114 96.08 96.33 95.65 96.33 +0.52 3,140 19,761 +665
Nov11 110114 96.24 96.50 95.82 96.50 +0.55 2,130 20,001 +169
Dec11 110114 96.44 96.74 95.56 96.64 +0.57 35,149 161,938 +2,550
Jan12 110114 96.39 96.66 95.66 96.66 +0.57 1,048 29,939 +301
Feb12 110114 96.64 96.64 96.64 96.64 +0.58 266 8,590 +149
Mar12 110114 96.50 96.61 96.50 96.61 +0.59 147 12,384 +94
Apr12 110114 96.57 96.57 96.57 96.57 +0.59 43 4,957 +19
May12 110114 96.54 96.54 96.54 96.54 +0.60 574 6,345 +303
Total Volume and Open Interest 940,851 1,518,654 +1,962
e-miNY Crude Oil(NYM)
Jan11 101217 87.925 88.500 87.025 88.025 +0.325 5,348 3,079 -457
Feb11 110114 91.000 91.675 90.100 91.550 +0.150 8,411 3,037 -314
Mar11 110114 92.150 92.675 91.150 92.575 +0.275 2,440 4,538 +308
Apr11 110114 93.050 93.600 92.300 93.550 +0.350 111 678 +44
May11 110114 94.425 94.425 94.425 94.425 +0.425 7 52 -4
Jun11 110114 95.075 95.075 95.075 95.075 +0.475 2 54 +0
Jul11 110114 95.550 95.550 95.550 95.550 +0.500 0 13 +0
Aug11 110114 95.875 95.875 95.875 95.875 +0.500 1 11 +1
Sep11 110114 96.125 96.125 96.125 96.125 +0.500 0 6 +0
Oct11 110114 96.325 96.325 96.325 96.325 +0.525 1 42 +1
Total Volume and Open Interest 10,974 8,711 +37
Heating Oil(NYM)
Feb11 110114 262.08 264.64 259.59 264.52 +3.61 50,144 75,263 -6,441
Mar11 110114 262.47 264.95 260.31 264.86 +3.55 35,807 75,561 +5,425
Apr11 110114 261.69 264.20 259.80 264.11 +3.35 15,951 34,309 +1,993
May11 110114 260.80 263.49 260.45 263.47 +3.11 6,620 21,711 +421
Jun11 110114 261.50 263.63 260.58 263.53 +2.95 11,716 32,692 +971
Jul11 110114 261.62 264.70 261.62 264.68 +2.86 3,977 10,797 +689
Aug11 110114 264.39 265.95 264.23 265.95 +2.85 1,697 6,108 +86
Sep11 110114 264.93 267.33 264.82 267.33 +2.86 2,798 7,936 +882
Oct11 110114 267.07 268.76 266.96 268.76 +2.84 399 4,285 +47
Nov11 110114 269.75 270.20 268.75 270.20 +2.78 193 5,131 +7
Dec11 110114 269.70 271.41 269.05 271.41 +2.69 3,155 17,442 +85
Jan12 110114 272.01 272.61 272.01 272.61 +2.60 263 3,263 -224
Total Volume and Open Interest 133,203 302,387 +4,133
Gasoline(NYMEX)
Feb11 110114 245.65 249.60 244.93 249.46 +4.87 50,859 61,803 -7,571
Mar11 110114 247.16 250.78 246.40 250.64 +4.49 32,016 80,374 +5,244
Apr11 110114 257.76 261.00 256.81 260.88 +4.27 15,237 31,035 +2,730
May11 110114 258.15 261.25 257.74 261.22 +3.98 6,604 22,096 +587
Jun11 110114 258.30 261.03 257.00 260.92 +3.78 9,509 23,864 +2,414
Jul11 110114 257.35 260.04 256.85 260.04 +3.56 2,080 8,863 +714
Aug11 110114 257.15 258.42 257.15 258.42 +3.37 742 6,444 -261
Sep11 110114 254.20 256.52 254.20 256.52 +3.20 709 4,827 -91
Oct11 110114 245.62 245.62 245.62 245.62 +3.05 176 4,458 +19
Nov11 110114 243.62 243.62 243.62 243.62 +2.95 138 1,715 -22
Total Volume and Open Interest 119,654 280,115 +3,326
e-miNY RBOB Gasoline(NYM)
Feb11 110114 249.50 249.50 249.46 249.50 +4.90 0 3 +0
Mar11 110114 250.60 250.64 250.60 250.60 +4.40 0 1 +0
Apr11 110114 260.90 260.90 260.88 260.90 +4.30 0 1 +0
May11 110114 261.20 261.22 261.20 261.20 +4.00 0 1 +0
Total Volume and Open Interest 0 9 +0
Natural Gas(NYM)
Feb11 110114 4.401 4.496 4.367 4.480 +0.073 169,037 99,431 -16,110
Mar11 110114 4.410 4.504 4.380 4.490 +0.071 108,266 233,327 +13,990
Apr11 110114 4.410 4.494 4.380 4.484 +0.064 42,621 92,738 -206
May11 110114 4.460 4.532 4.424 4.525 +0.062 28,014 77,122 +3,170
Jun11 110114 4.514 4.579 4.475 4.574 +0.060 10,237 21,256 +1,463
Jul11 110114 4.591 4.650 4.544 4.642 +0.058 10,204 28,690 +2,606
Aug11 110114 4.630 4.675 4.579 4.670 +0.056 3,479 18,573 -9
Sep11 110114 4.615 4.684 4.586 4.678 +0.057 3,056 13,458 +491
Oct11 110114 4.675 4.742 4.643 4.736 +0.057 13,469 52,848 +123
Nov11 110114 4.866 4.895 4.805 4.888 +0.049 2,109 22,671 +145
Dec11 110114 5.081 5.114 5.035 5.110 +0.043 1,411 21,776 +29
Jan12 110114 5.215 5.252 5.173 5.248 +0.038 4,846 38,294 +404
Feb12 110114 5.175 5.215 5.151 5.210 +0.037 717 8,178 +246
Mar12 110114 5.073 5.115 5.035 5.110 +0.035 1,614 21,277 +54
Apr12 110114 4.853 4.889 4.841 4.882 +0.029 830 20,447 +104
May12 110114 4.865 4.886 4.855 4.886 +0.028 281 5,181 -14
Total Volume and Open Interest 400,929 840,016 +6,661
Brent Crude Oil(ICE)
Mar11 110117 98.42 98.75 97.40 97.43 -0.95 223,006 279,824 +5,307
Apr11 110117 98.25 98.55 97.36 97.39 -0.93 107,370 148,120 +5,366
May11 110117 98.48 98.52 97.52 97.53 -0.90 44,679 74,857 +734
Jun11 110117 98.57 98.59 97.63 97.66 -0.88 45,071 95,784 +2,937
Jul11 110117 98.62 98.62 97.68 97.70 -0.88 10,749 30,935 +1,207
Aug11 110117 98.58 98.61 97.67 97.70 -0.88 4,928 16,553 -205
Sep11 110117 98.56 98.61 97.68 97.68 -0.89 4,377 24,316 +881
Oct11 110117 98.12 98.27 97.67 97.68 -0.89 2,477 17,841 +118
Nov11 110117 98.13 98.27 97.67 97.68 -0.89 1,944 11,145 -67
Dec11 110117 98.57 98.62 97.65 97.68 -0.89 27,281 102,423 +3,066
Jan12 110117 97.69 97.69 97.69 97.69 -0.88 1,515 12,002 +277
Feb12 110117 97.68 97.68 97.68 97.68 -0.87 762 6,186 -105
Mar12 110117 97.66 97.66 97.66 97.66 -0.86 463 3,748 -183
Apr12 110117 97.60 97.60 97.60 97.60 -0.85 277 2,159 -102
Total Volume and Open Interest 483,177 928,194 -9,970
Gas Oil(ICE)
Feb11 110117 815.25 817.00 808.25 810.00 -1.00 71,243 134,290 -7,723
Mar11 110117 819.75 821.00 812.50 814.50 -1.25 72,898 127,355 +324
Apr11 110117 822.50 823.25 815.50 817.00 -1.50 25,158 64,078 -3,153
May11 110117 825.00 825.75 819.25 819.50 -1.50 10,692 55,206 +34
Jun11 110117 827.75 828.50 820.75 822.00 -1.75 16,394 52,940 -493
Jul11 110117 830.75 831.50 824.00 825.00 -1.75 3,386 21,060 -330
Aug11 110117 831.00 831.00 827.25 828.00 -1.75 1,936 20,660 +607
Sep11 110117 837.25 837.25 831.25 831.25 -1.75 1,015 16,911 -33
Oct11 110117 839.25 839.25 832.25 833.00 -2.00 1,009 12,610 +91
Nov11 110117 836.25 836.25 833.25 834.00 -2.00 1,063 10,317 +267
Total Volume and Open Interest 222,251 625,718 -9,617
Ethanol(CBOT)
Jan11 110105 2.315 2.315 2.305 2.305 -0.008 63 135 -73
Feb11 110114 2.332 2.348 2.312 2.342 -0.008 148 752 -67
Mar11 110114 2.334 2.352 2.314 2.349 +0.003 147 1,474 +35
Apr11 110114 2.332 2.369 2.332 2.360 +0.010 183 932 +81
May11 110114 2.365 2.382 2.350 2.379 +0.012 44 382 +11
Jun11 110114 2.378 2.397 2.378 2.391 +0.012 89 580 +50
Jul11 110114 2.391 2.399 2.385 2.396 +0.015 40 773 +34
Aug11 110114 2.371 2.388 2.361 2.387 +0.013 51 780 +11
Total Volume and Open Interest 900 7,919 +286
WTI Crude Oil(ICE
Feb11 110117 91.47 91.60 90.85 90.94 -0.60 64,788 37,910 -6,951
Mar11 110117 92.48 92.65 91.79 91.87 -0.70 122,685 130,673 +4,230
Apr11 110117 93.44 93.49 92.82 92.88 -0.68 70,921 58,491 +1,860
May11 110117 93.97 94.20 93.74 93.74 -0.69 25,624 42,891 +783
Jun11 110117 94.61 94.83 94.35 94.35 -0.73 23,802 67,636 -4,738
Jul11 110117 95.09 95.11 94.83 94.83 -0.73 6,312 20,224 -511
Aug11 110117 95.37 95.37 95.14 95.14 -0.74 4,015 11,210 -865
Sep11 110117 95.63 95.63 95.39 95.39 -0.74 3,061 16,324 -85
Oct11 110117 95.86 95.86 95.60 95.60 -0.73 1,853 12,080 -114
Nov11 110117 95.78 95.78 95.78 95.78 -0.72 1,350 9,052 +8
Dec11 110117 96.19 96.43 95.93 95.93 -0.71 16,765 72,357 -214
Jan12 110117 95.98 95.98 95.98 95.98 -0.68 290 6,283 -19
Feb12 110117 95.98 95.98 95.98 95.98 -0.66 34 1,198 +13
Mar12 110117 95.95 95.95 95.95 95.95 -0.66 84 3,234 +69
Apr12 110117 95.91 95.91 95.91 95.91 -0.66 55 777 +10
May12 110117 95.89 95.89 95.89 95.89 -0.65 64 874 +1
Total Volume and Open Interest 346,581 583,800 -6,476
US Dollar Index(ICE)
Mar11 110114 79.415 79.605 78.970 79.365 -0.040 33,122 27,816 -445
Jun11 110114 79.800 79.910 79.415 79.755 -0.040 126 942 -6
Sep11 110114 80.000 80.115 80.000 80.115 -0.040 1 2 -1
Total Volume and Open Interest 33,249 28,760 -452
Australian Dollar(CME)
Mar11 110114 99.17 99.21 97.84 98.24 -0.81 101,456 114,591 +32
Jun11 110114 97.63 97.99 96.74 97.11 -0.81 76 526 +24
Sep11 110114 95.91 96.69 95.91 95.91 -0.78 0 14 +0
Total Volume and Open Interest 101,532 115,225 +56
British Pound(CME)
Mar11 110114 158.26 158.82 158.03 158.75 +0.39 129,403 85,100 -1,753
Jun11 110114 158.15 158.58 157.92 158.58 +0.39 100 203 -6
Sep11 110114 158.30 158.30 157.91 158.30 +0.39 0 5 +0
Total Volume and Open Interest 129,503 85,340 -1,759
Canadian Dollar(CME)
Mar11 110114 100.97 101.03 100.11 100.94 -0.02 61,744 126,151 +309
Jun11 110114 100.56 100.79 99.90 100.69 -0.02 308 2,436 +215
Sep11 110114 100.46 100.47 100.36 100.36 -0.02 4 1,020 +1
Dec11 110114 99.40 100.10 99.35 100.06 -0.02 15 1,241 +4
Total Volume and Open Interest 62,071 130,852 +529
Japanese Yen(CME)
Mar11 110114 120.86 121.40 120.44 120.54 -0.42 124,039 106,167 +107
Jun11 110114 121.31 121.50 120.62 120.67 -0.42 53 439 +19
Sep11 110114 120.85 121.27 120.85 120.85 -0.42 0 17 +0
Total Volume and Open Interest 124,092 106,634 +126
Swiss Franc(CME)
Mar11 110114 103.74 104.16 103.27 103.69 -0.16 49,777 41,216 -1,415
Jun11 110114 104.01 104.11 103.58 103.80 -0.16 44 61 -9
Sep11 110114 103.90 104.08 103.90 103.92 -0.16 0 3 +0
Total Volume and Open Interest 49,821 41,282 -1,424
EuroFX(CME)
Mar11 110114 133.45 134.53 133.10 133.53 +0.10 518,037 190,635 -11,722
Jun11 110114 133.35 134.29 132.99 133.40 +0.09 1,107 1,838 +608
Sep11 110114 133.23 133.23 133.15 133.23 +0.08 3 32 +2
Total Volume and Open Interest 519,151 192,847 -11,112
Mexican Peso(CME)
Jan11 110114 825.8 825.8 825.8 825.8 unch      
Feb11 110114 831.2 831.2 823.8 831.2 +7.5      
Total Volume and Open Interest 21,912 133,840 +3,227
30-Year T-Bonds(CBOT)
Mar11 110114 121~120 122~020 120~280 120~290 -0~180 437,552 565,726 +13,698
Jun11 110114 119~310 120~140 119~090 119~090 -0~180 811 834 +157
Sep11 110114 117~210 118~070 117~210 117~210 -0~180      
Total Volume and Open Interest 438,363 566,560 +13,855
10-Year T-Notes(CBOT)
Mar11 110114 121~020 121~155 120~250 120~275 -0~080 1,322,061 1,340,049 +2,122
Jun11 110114 119~295 119~305 119~220 119~220 -0~085 14 3,195 -1
Sep11 110114 118~195 118~280 118~195 118~195 -0~085      
Total Volume and Open Interest 1,322,075 1,343,248 +2,121
5-Year T-Notes(CBOT)
Mar11 110114 118~034 118~064 118~004 118~022 -0~013 542,931 1,076,281 +25,909
Jun11 110114 117~048 117~061 117~048 117~048 -0~013 44 79 +44
Sep11 110114 116~072 116~085 116~072 116~072 -0~013      
Total Volume and Open Interest 542,975 1,076,360 +25,953
2 Year T-Notes(CBOT)
Mar11 110114 109~063 109~069 109~052 109~063 -0~001 222,334 703,319 +14,519
Jun11 110114 109~016 109~031 109~016 109~030 -0~001 0 264 +0
Sep11 110114 108~125 108~126 108~125 108~125 -0~001      
Total Volume and Open Interest 222,334 703,583 +14,519
Eurodollars(CME)
Mar11 110114 99.645 99.650 99.640 99.645 unch 199,225 1,183,975 +34,002
Jun11 110114 99.555 99.565 99.540 99.555 unch 175,206 1,133,992 +3,291
Sep11 110114 99.445 99.455 99.410 99.440 -0.005 222,480 980,921 +8,113
Dec11 110114 99.280 99.300 99.235 99.275 -0.005 240,825 796,043 +11,205
Mar12 110114 99.075 99.100 99.015 99.060 -0.010 326,931 862,123 -1,107
Jun12 110114 98.825 98.855 98.750 98.800 -0.010 225,337 544,421 +9,665
Sep12 110114 98.560 98.605 98.480 98.530 -0.015 165,734 445,869 -6,929
Dec12 110114 98.295 98.350 98.210 98.260 -0.020 161,667 301,959 -2,798
Mar13 110114 98.030 98.095 97.950 98.000 -0.025 113,568 199,029 -618
Jun13 110114 97.765 97.840 97.695 97.735 -0.025 62,459 157,872 +511
Sep13 110114 97.520 97.590 97.450 97.480 -0.030 58,374 180,614 +2,403
Dec13 110114 97.260 97.340 97.200 97.225 -0.030 48,846 142,608 -631
Mar14 110114 97.040 97.120 96.980 97.000 -0.035 18,520 109,274 +1,314
Jun14 110114 96.810 96.890 96.750 96.770 -0.035 18,542 104,294 -129
Sep14 110114 96.585 96.665 96.520 96.545 -0.035 15,705 62,143 -516
Dec14 110114 96.355 96.440 96.300 96.320 -0.035 15,251 71,633 +1,182
Mar15 110114 96.180 96.250 96.110 96.135 -0.035 10,810 52,062 +330
Jun15 110114 4.245 4.320 4.185 4.205 -0.035 8,901 35,729 +308
Total Volume and Open Interest 2,126,266 7,607,476 +61,651
30 Day Federal Funds(CBOT)
Jan11 110114 99.830 99.832 99.827 99.830 +0.003 7,402 69,184 -4,691
Feb11 110114 99.835 99.835 99.825 99.830 +0.005 8,839 63,331 +1,319
Mar11 110114 99.835 99.835 99.830 99.830 unch 2,193 46,212 -54
Apr11 110114 99.835 99.840 99.830 99.835 unch 5,143 42,276 +1,040
May11 110114 99.840 99.840 99.835 99.835 unch 4,740 62,863 +1,319
Jun11 110114 99.835 99.840 99.830 99.830 unch 3,233 34,949 +1,233
Total Volume and Open Interest 66,180 555,606 +5,650
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 110114 99.658 99.658 99.658 99.658 +0.003 0 1,161 +0
Jun11 110114 99.645 99.645 99.645 99.645 +0.002 0 175 +0
Sep11 110114 99.637 99.637 99.637 99.637 +0.002      
Dec11 110114 99.622 99.622 99.622 99.622 +0.002 0 75 +0
Mar12 110114 99.600 99.600 99.600 99.600 unch      
Jun12 110114 99.645 99.645 99.645 99.645 unch      
Sep12 110114 99.595 99.595 99.595 99.595 unch      
Dec12 110114 99.500 99.500 99.500 99.500 unch      
Mar13 110114 99.500 99.500 99.500 99.500 unch      
Jun13 110114 99.455 99.455 99.455 99.455 unch      
Total Volume and Open Interest 0 1,411 +0
3-Mth Euro-Yen(SGX)
Mar11 110117 99.66 99.66 99.66 99.66 unch 101 2,976 +268
Jun11 110117 99.64 99.64 99.64 99.64 unch 150 1,262 +0
Sep11 110117 99.63 99.63 99.63 99.63 0.00 200 822 +0
Dec11 110117 99.62 99.62 99.62 99.62 0.00 5 1,818 +0
Mar12 110117 99.60 99.60 99.60 99.60 0.00 0 305 +0
Jun12 110117 99.64 99.64 99.64 99.64 0.00 0 754 +0
Sep12 110117 99.59 99.59 99.59 99.59 -0.01 0 310 +0
Dec12 110117 99.50 99.50 99.50 99.50 0.00 0 4 +0
Total Volume and Open Interest 456 8,252 +268
Japanese Gov't Bonds(SGX)
Mar11 110117 139.99 140.00 139.62 139.84 -0.10 1,864 12,328 -61
Jun11 110117 137.75 137.75 137.75 137.75 -0.10      
Sep11 110117 135.66 135.66 135.66 135.66 -0.10      
Total Volume and Open Interest 1,864 12,328 -61
Euro-Bund(EUREX)
Mar11 110117 124.58 124.99 124.47 124.76 -0.15 916,044 1,167,905 -263,466
Jun11 110117 123.11 123.50 123.11 123.35 -0.12 1,510 1,993 +29
Sep11 110117 123.07 123.07 123.07 123.07 -0.15      
Total Volume and Open Interest 917,554 1,169,898 -263,437
Euro-Bobl(EUREX)
Mar11 110117 117.73 118.05 117.60 117.93 +0.05 555,455 863,909 -76,148
Jun11 110117 116.50 116.50 116.50 116.50 +0.05 1,740 6,865 +1,266
Sep11 110117 116.50 116.50 116.50 116.50 +0.05      
Total Volume and Open Interest 557,195 870,774 -74,882
3-Mth Euribor(EUREX)
Mar11 110117 98.835 98.865 98.835 98.855 +0.005 9 5,811 -196
Jun11 110117 98.700 98.715 98.700 98.700 +0.015 0 9,157 -41
Sep11 110117 98.555 98.555 98.540 98.540 +0.015 100 1,952 +49
Total Volume and Open Interest 428 24,189 -213
Long Gilt(LIFFE)
Mar11 110117 117~16 117~23 117~11 117~18 -0~03 89,373 243,209 +1,289
Jun11 110117 116~18 116~18 116~18 116~18 -0~03      
Total Volume and Open Interest 89,373 243,209 +1,289
3-Mth Short Sterling(LIFFE)
Mar11 110117 99.11 99.12 99.08 99.10 unch 41,816 320,136 -654
Jun11 110117 98.89 98.91 98.88 98.88 -0.01 85,154 302,114 +2,864
Sep11 110117 98.65 98.67 98.63 98.65 -0.01 94,390 268,789 -10,857
Dec11 110117 98.39 98.42 98.37 98.41 -0.01 99,343 287,055 -14,655
Mar12 110117 98.15 98.17 98.10 98.16 -0.01 94,338 260,558 -7,397
Jun12 110117 97.88 97.91 97.84 97.90 -0.01 83,848 173,161 -3,128
Total Volume and Open Interest 609,528 1,995,901 -37,233
3-Mth Euribor(LIFFE)
Mar11 110117 98.850 98.875 98.825 98.855 +0.005 219,779 608,208 -11,193
Jun11 110117 98.680 98.720 98.660 98.700 +0.015 198,467 488,680 -856
Sep11 110117 98.520 98.565 98.485 98.540 +0.015 193,313 402,258 -13,947
Total Volume and Open Interest 1,585,337 2,972,764 +49,670
3-Mth Aus T-Bills(SFE)
Mar11 110117 95.00 95.01 94.99 95.00 -0.01 10,441 189,943 -13,317
Jun11 110117 94.92 94.93 94.89 94.91 -0.01 17,872 137,699 -12,261
Sep11 110117 94.78 94.79 94.75 94.78 -0.01 12,750 89,668 -973
Dec11 110117 94.66 94.67 94.63 94.67 unch 4,873 58,152 -543
Mar12 110117 94.59 94.59 94.55 94.59 -0.01 3,194 45,099 -500
Jun12 110117 94.52 94.54 94.50 94.54 -0.01 1,541 40,321 -349
Sep12 110117 94.47 94.51 94.46 94.50 -0.01 1,443 24,286 +134
Dec12 110117 94.46 94.47 94.40 94.46 +0.01 327 11,565 -274
Mar13 110117 94.37 94.42 94.37 94.42 unch 4 2,757 -1
Jun13 110117 94.32 94.38 94.32 94.38 +0.02 1 588 +0
Total Volume and Open Interest 52,447 600,981 -28,083
10-Year Aus T-Bonds(SFE)
Mar11 110117 94.47 94.48 94.41 94.45 -0.02 22,644 349,255 -18,691
Jun11 110117 94.45 94.45 94.45 94.45 -0.02      
Total Volume and Open Interest 22,644 349,255 -18,691
3-Year Aus T-Bonds(SFE)
Mar11 110117 94.87 94.87 94.82 94.86 -0.01 99,949 410,612 -92,881
Jun11 110117 94.86 94.86 94.86 94.86 -0.01      
Total Volume and Open Interest 99,949 410,612 -92,881
Gold(CMX)
Feb11 110114 1373.6 1377.8 1354.6 1360.5 -26.5 201,998 277,338 -13,026
Apr11 110114 1375.3 1379.5 1356.4 1362.3 -26.6 37,749 112,754 +13,737
Jun11 110114 1376.7 1381.0 1358.4 1364.3 -26.7 5,411 37,311 +1,398
Aug11 110114 1380.6 1382.0 1362.7 1366.1 -26.9 1,014 17,512 -51
Oct11 110114 1371.7 1373.5 1363.3 1368.1 -26.9 359 10,816 -73
Dec11 110114 1386.3 1386.3 1364.0 1370.2 -26.9 2,571 23,654 -989
Feb12 110114 1387.9 1387.9 1372.0 1372.7 -26.8 1,003 7,491 -478
Apr12 110114 1375.5 1375.5 1375.5 1375.5 -26.7 30 6,883 +0
Jun12 110114 1378.5 1378.5 1378.5 1378.5 -26.7 0 12,766 -17
Aug12 110114 1381.5 1381.5 1381.5 1381.5 -27.0 55 7,061 +55
Oct12 110114 1385.0 1385.0 1385.0 1385.0 -27.2 100 4,485 +100
Dec12 110114 1395.7 1395.7 1385.9 1389.1 -27.3 199 13,898 +153
Total Volume and Open Interest 252,778 590,817 +1,449
Silver(CMX)
Mar11 110114 2875.0 2896.5 2810.0 2832.0 -94.3 68,071 73,626 -683
May11 110114 2887.5 2899.0 2818.0 2836.4 -94.5 1,571 14,747 -1
Jul11 110114 2888.0 2888.0 2822.0 2840.5 -94.8 1,960 9,076 -502
Sep11 110114 2880.5 2880.5 2844.4 2844.4 -95.0 529 6,385 -414
Dec11 110114 2900.0 2907.0 2833.0 2850.0 -95.5 1,809 13,749 +560
Mar12 110114 2854.8 2854.8 2854.8 2854.8 -96.1 1 580 +1
May12 110114 2858.0 2858.0 2858.0 2858.0 -96.6 500 355 -185
Total Volume and Open Interest 74,747 135,881 -1,178
Platinum(NYMEX)
Jan11 110114 1808.0 1813.8 1808.0 1813.4 -5.2 6 348 -7
Apr11 110114 1806.8 1826.5 1804.0 1816.0 -5.2 8,629 38,359 -236
Jul11 110114 1812.6 1819.5 1812.6 1819.1 -5.2 33 958 +24
Oct11 110114 1823.0 1823.0 1821.1 1821.1 -5.2 0 23 +0
Total Volume and Open Interest 8,668 39,709 -219
Palladium(NYMEX)
Mar11 110114 806.25 811.50 787.35 790.50 -22.95 4,078 21,857 -66
Jun11 110114 809.80 809.80 790.00 791.65 -23.05 114 782 +15
Sep11 110114 793.00 795.35 792.25 792.25 -23.05 2 16 +2
Total Volume and Open Interest 4,194 22,658 -49
Copper(CMX)
Mar11 110114 435.40 443.95 434.65 441.20 +3.50 32,091 111,689 -1,633
May11 110114 435.30 444.00 435.00 441.45 +3.45 3,896 25,575 -868
Jul11 110114 439.35 440.95 439.20 440.95 +3.25 1,805 10,145 +282
Sep11 110114 434.80 440.25 434.80 440.25 +3.05 167 5,136 -3
Dec11 110114 437.85 440.00 436.50 438.55 +2.90 187 3,827 -14
Total Volume and Open Interest 38,768 161,983 -2,262
DJIA Index(CBOT)
Mar11 110114 11692 11735 11630 11725 +42 188 10,153 +674
Jun11 110114 11663 11663 11621 11663 +42      
Sep11 110114 11605 11605 11563 11605 +42      
Dec11 110114 11550 11550 11508 11550 +42      
Total Volume and Open Interest 188 10,153 +674
S & P 500(CME)
Mar11 110114 1281.50 1290.80 1274.30 1289.40 +8.10 14,413 286,529 +4,893
Jun11 110114 1284.40 1284.40 1272.30 1284.40 +8.10 70 4,202 -10
Sep11 110114 1274.50 1279.50 1267.40 1279.50 +8.10 145 2,766 -25
Dec11 110114 1274.90 1274.90 1262.80 1274.90 +8.10 0 550 +0
Total Volume and Open Interest 14,628 294,047 +4,858
S & P 500 E-Mini(Globex)
Mar11 110114 1281.25 1290.00 1274.25 1289.50 +8.25 1,671,242 2,531,081 -26,710
Jun11 110114 1279.00 1284.50 1269.50 1284.50 +8.25 2,362 8,762 +2,055
Total Volume and Open Interest 1,673,619 2,540,087 -24,640
NASDAQ 100(CME)
Mar11 110114 2308.30 2322.50 2298.00 2320.00 +17.20 719 12,738 -371
Jun11 110114 2317.00 2318.00 2302.00 2317.00 +17.20      
Sep11 110114 2314.50 2315.50 2314.50 2314.50 +17.20      
Total Volume and Open Interest 719 12,738 -371
NASDAQ 100 E-Mini(Globex)
Mar11 110114 2303.80 2323.00 2297.50 2320.00 +17.20 185,940 350,845 -6,707
Jun11 110114 2305.80 2319.80 2295.30 2317.00 +17.20 119 748 +6
Total Volume and Open Interest 186,059 351,599 -6,701
S & P Midcap 400(CME)
Mar11 110114 920.50 930.30 919.00 930.30 +7.20 2 1,865 -2
Jun11 110114 927.80 927.80 926.60 927.80 +7.20      
Sep11 110114 925.80 925.80 925.40 925.80 +6.40      
Total Volume and Open Interest 2 1,865 -2
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Mar11 110114 10615 10625 10495 10595 +5 9,130 42,106 +1,468
Jun11 110114 10575 10575 10570 10575 +5 0 4 +0
Total Volume and Open Interest 9,130 42,110 +1,468
Nikkei 225(SGX)
Mar11 110117 10520 10585 10465 10495 -20 94,422 228,968 +0
Jun11 110117 10465 10485 10425 10425 -20 104 2,837 -21
Sep11 110117 10425 10425 10425 10425 -20      
Total Volume and Open Interest 94,626 239,470 -21
CAC 40(EURONEXT)
Jan11 110117 3990.0 3992.0 3966.0 3976.5 -8.0 124,665 356,789 -6,471
Feb11 110117 3993.5 3993.5 3968.0 3978.0 -8.0 4,357 15,942 +3,278
Mar11 110117 3994.5 3994.5 3969.5 3979.5 -8.5 279 42,766 -156
Total Volume and Open Interest 129,306 415,538 -3,345
Hang Seng Index(HKFE)
Jan11 110117 24373 24398 24097 24214 -134 60,071 99,404 -385
Feb11 110117 24400 24400 24105 24218 -132 1,422 3,017 +508
Mar11 110117 24340 24340 24059 24167 -133 244 6,179 +7
Total Volume and Open Interest 61,821 110,027 +269
DAX(EUREX)
Mar11 110117 7087.5 7095.0 7063.5 7081.5 -8.5 121,166 215,860 -26,026
Jun11 110117 7102.0 7115.5 7087.5 7102.5 -8.5 482 10,756 -57
Sep11 110117 7129.5 7129.5 7108.5 7122.0 -9.0 53 97 -9
Total Volume and Open Interest 121,701 226,713 -26,092
FT-SE 100(EURONEXT)
Mar11 110117 5980.00 5982.50 5933.00 5942.50 -16.50 103,191 625,320 -8,232
Jun11 110117 5899.50 5899.50 5899.50 5899.50 -17.50 37 1,514 +26
Sep11 110117 5868.00 5868.00 5868.00 5868.00 -17.00 4 69 +0
Total Volume and Open Interest 103,232 626,903 -8,206
SPI 200(SFE)
Mar11 110117 4788.0 4805.0 4738.0 4745.0 -45.0 28,348 190,740 -9,946
Jun11 110117 4791.0 4791.0 4767.0 4767.0 -45.0 70 3,021 -54
Sep11 110117 4758.0 4758.0 4758.0 4758.0 -45.0 0 1,826 +0
Total Volume and Open Interest 28,630 197,823 -10,507
GSCI(CME)
Feb11 110114 644.00 644.50 638.25 644.00 +3.00 3,130 13,327 +2,819
Mar11 110114 646.75 646.75 642.50 646.75 +2.25      
Total Volume and Open Interest 6,218 15,591 +266
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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