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MRCI's End of Day Prices

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MRCI's End of Day Prices
Daily Futures Price Listing Thu January 20, 2011
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Mar11 110120 1413.00 1421.00 1383.50 1414.25 +2.75 122,583 292,385 -3,867
May11 110120 1422.50 1431.00 1393.75 1424.50 +2.50 31,064 100,654 +1,240
Jul11 110120 1430.00 1437.00 1399.75 1430.25 +2.25 39,591 92,341 +2,823
Aug11 110120 1405.00 1410.00 1382.00 1404.75 +3.25 773 3,483 +55
Sep11 110120 1360.00 1373.00 1343.25 1372.25 +4.25 1,404 4,074 +325
Nov11 110120 1335.00 1346.00 1310.50 1341.75 +5.75 27,479 136,491 +3,261
Jan12 110120 1348.75 1348.75 1318.50 1345.00 +5.75 659 11,335 +77
Total Volume and Open Interest 225,384 658,883 +4,505
Soybean Meal(CBOT)
Mar11 110120 382.00 385.50 375.90 385.30 +2.00 36,895 95,377 -6
May11 110120 385.20 388.00 378.50 387.90 +1.80 9,223 35,487 +685
Jul11 110120 386.00 388.40 379.30 388.40 +1.50 10,961 35,391 -265
Aug11 110120 376.50 378.40 370.00 378.40 +2.00 1,593 7,158 -19
Sep11 110120 365.00 367.60 359.80 367.60 +2.70 751 7,053 +178
Oct11 110120 350.20 353.80 345.00 353.80 +3.70 608 5,721 +33
Dec11 110120 346.70 351.60 342.00 351.60 +3.50 2,576 18,383 -278
Jan12 110120 351.20 351.20 348.20 351.20 +3.00 209 1,304 +23
Total Volume and Open Interest 63,616 208,454 +690
Soybean Oil(CBOT)
Mar11 110120 57.67 57.90 55.54 57.26 -0.43 44,124 195,230 -1,200
May11 110120 58.11 58.35 56.41 57.72 -0.44 14,913 64,909 +3,324
Jul11 110120 58.54 58.76 56.80 58.15 -0.42 13,291 63,774 +1,649
Aug11 110120 58.65 58.65 56.50 58.25 -0.40 640 6,374 +18
Sep11 110120 58.71 58.71 57.00 58.33 -0.38 763 8,186 +167
Oct11 110120 58.85 58.86 56.95 58.28 -0.30 705 9,047 +339
Dec11 110120 58.60 58.93 56.50 58.31 -0.33 3,541 29,742 +1,101
Jan12 110120 57.70 58.64 57.70 58.36 -0.28 5 461 +5
Total Volume and Open Interest 77,993 378,648 +5,405
Canola(WCE)
Jan11 110114 584.0 584.0 582.7 582.7 -6.6 8 4 +4
Mar11 110120 605.6 607.3 594.5 599.9 -4.8 10,582 116,924 -1,317
May11 110120 613.4 615.6 602.4 607.7 -5.2 4,403 25,912 +1,624
Jul11 110120 617.0 619.1 606.8 611.1 -5.2 743 19,493 +277
Nov11 110120 568.6 572.0 562.0 566.0 -3.1 1,792 44,185 +1,143
Total Volume and Open Interest 17,579 210,218 +1,762
Corn(CBOT)
Mar11 110120 641.25 654.75 627.50 654.00 +12.75 225,524 661,026 -13,118
May11 110120 651.00 664.75 637.50 664.00 +12.75 51,097 275,370 +8,687
Jul11 110120 655.50 668.50 641.00 668.00 +12.50 55,597 243,251 +2,636
Sep11 110120 604.75 616.25 596.75 616.25 +11.00 8,746 50,959 -77
Dec11 110120 568.25 576.75 561.00 576.00 +7.75 49,085 300,731 +1,208
Mar12 110120 576.00 584.50 569.25 584.50 +8.00 2,286 28,730 +238
Total Volume and Open Interest 395,688 1,610,026 -163
Wheat(CBOT)
Mar11 110120 798.00 805.75 782.00 803.50 +6.25 52,166 215,680 +1,330
May11 110120 825.50 834.00 811.25 832.00 +6.00 11,277 72,762 +1,037
Jul11 110120 847.75 854.50 833.75 853.25 +4.00 11,004 117,962 +1,852
Sep11 110120 869.00 871.00 850.75 870.50 +3.50 2,258 23,203 -47
Dec11 110120 883.00 885.75 865.25 884.75 +3.25 4,297 64,738 +337
Total Volume and Open Interest 81,601 510,887 +4,781
Wheat(KCBT)
Mar11 110120 878.00 888.00 865.00 886.25 +8.75 12,455 87,707 -57
May11 110120 888.75 898.75 875.75 897.00 +8.75 3,065 40,878 +333
Jul11 110120 896.00 906.00 883.00 903.75 +7.75 3,448 56,402 +142
Sep11 110120 906.75 915.00 894.75 914.50 +7.75 1,447 14,285 -305
Dec11 110120 919.00 925.25 904.25 925.25 +7.75 524 11,642 +71
Total Volume and Open Interest 21,010 213,592 +240
Wheat(MGE)
Mar11 110120 911.00 921.75 900.75 920.00 +8.75 3,814 21,461 -152
May11 110120 919.00 931.00 910.00 928.50 +9.50 1,642 15,007 +446
Jul11 110120 924.00 935.25 914.50 933.25 +9.25 682 10,423 +67
Sep11 110120 919.00 932.00 909.75 930.00 +10.50 296 10,472 +52
Dec11 110120 924.75 935.50 914.00 934.00 +9.50 283 8,868 -27
Total Volume and Open Interest 6,751 67,853 +373
Oats(CBOT)
Mar11 110120 387.25 389.00 370.25 382.00 -4.50 875 9,751 +16
May11 110120 395.00 395.00 379.00 389.75 -4.50 274 2,445 +164
Jul11 110120 397.25 397.25 382.25 392.75 -4.50 58 512 +17
Sep11 110120 363.00 365.50 359.00 360.50 -5.00 24 132 +16
Total Volume and Open Interest 1,359 14,061 +221
Rough Rice(CBOT)
Jan11 110114 13.69 13.69 13.69 13.69 +0.05 1 9 -8
Mar11 110120 14.65 14.72 14.33 14.70 +0.04 2,256 14,303 +419
May11 110120 14.90 15.01 14.64 14.98 +0.04 676 1,961 -12
Jul11 110120 15.10 15.28 14.93 15.25 +0.03 505 1,687 +77
Total Volume and Open Interest 4,026 19,597 +641
Live Cattle(CME)
Feb11 110120 108.635 108.850 108.000 108.650 -0.150 19,147 65,971 -3,279
Apr11 110120 113.035 113.600 112.650 113.450 +0.250 19,623 155,536 +3,354
Jun11 110120 112.035 112.900 111.730 112.680 +0.230 8,703 72,293 +2,069
Aug11 110120 112.680 113.150 112.150 113.080 +0.045 3,084 23,847 +572
Oct11 110120 115.650 115.800 114.950 115.700 unch 2,169 15,528 +897
Dec11 110120 116.285 116.400 115.500 116.330 -0.350 689 12,831 +277
Total Volume and Open Interest 53,712 348,863 +4,031
Feeder Cattle(CME)
Jan11 110120 126.500 126.900 125.900 126.300 -0.700 518 2,668 -138
Mar11 110120 127.180 127.500 126.100 126.300 -1.200 2,451 25,334 +20
Apr11 110120 127.635 127.830 126.600 126.730 -1.270 556 6,447 -25
May11 110120 127.750 128.000 126.900 127.500 -0.735 534 8,342 +159
Aug11 110120 128.285 128.685 127.680 127.950 -0.900 434 8,956 +153
Sep11 110120 127.850 128.150 127.300 128.000 -0.250 151 1,168 +87
Oct11 110120 128.000 128.000 127.200 127.850 -0.200 55 527 +2
Total Volume and Open Interest 4,718 53,711 +267
Lean Hogs(CME)
Feb11 110120 80.050 80.475 79.350 80.285 +0.285 14,150 30,714 -3,994
Apr11 110120 86.600 87.035 85.635 86.750 +0.350 14,645 92,168 +3,680
May11 110120 94.150 94.600 93.400 94.550 +0.220 86 2,061 +17
Jun11 110120 96.800 97.100 95.800 96.980 +0.230 3,148 46,350 +390
Jul11 110120 95.900 96.100 94.850 95.980 +0.080 822 13,396 +306
Aug11 110120 95.000 95.300 94.100 95.150 -0.135 1,223 14,381 -12
Oct11 110120 85.330 85.330 84.200 85.250 +0.100 854 13,016 +204
Dec11 110120 81.000 81.330 80.330 81.200 +0.100 241 4,676 +35
Total Volume and Open Interest 35,344 218,517 +612
Class III Milk(CME)
Jan11 110120 13.47 13.50 13.46 13.50 +0.03 158 5,411 -29
Feb11 110120 14.79 15.38 14.67 15.34 +0.44 418 5,462 -71
Mar11 110120 14.85 15.53 14.76 15.50 +0.55 501 4,494 -23
Apr11 110120 15.45 15.75 15.31 15.67 +0.17 244 2,967 -14
May11 110120 15.70 16.00 15.65 15.90 +0.12 249 2,819 +48
Total Volume and Open Interest 1,902 33,460 -19
Cocoa(ICE)
Mar11 110120 3091 3190 3090 3178 +78 14,759 62,890 -1,587
May11 110120 3105 3202 3105 3187 +72 10,513 26,490 +528
Jul11 110120 3118 3204 3118 3194 +70 1,391 13,331 +129
Sep11 110120 3129 3204 3129 3194 +57 1,502 9,033 +307
Dec11 110120 3143 3218 3143 3209 +56 1,062 14,115 +96
Mar12 110120 3223 3275 3211 3261 +54 4,704 11,905 +1,083
May12 110120 3216 3256 3207 3253 +53 49 4,620 +0
Total Volume and Open Interest 34,042 144,421 +613
Coffee "C"(ICE)
Mar11 110120 232.05 234.20 226.50 231.80 -0.70 11,268 79,425 -1,723
May11 110120 233.85 236.00 228.50 233.65 -0.60 3,201 29,955 +902
Jul11 110120 235.45 236.25 230.00 234.95 -0.55 1,316 13,563 +538
Sep11 110120 235.00 235.00 229.95 233.75 -0.65 391 5,021 -451
Dec11 110120 231.50 231.50 226.95 230.70 -0.45 379 8,143 +95
Mar12 110120 226.55 226.65 224.00 226.65 -0.05 4 1,069 +181
Total Volume and Open Interest 16,559 137,952 -458
Orange Juice(ICE)
Mar11 110120 175.00 176.95 172.10 176.00 +1.00 1,200 21,751 -390
May11 110120 173.60 175.95 172.00 175.40 +0.90 702 6,705 +501
Jul11 110120 173.75 174.80 173.20 174.40 +0.65 9 2,606 -4
Sep11 110120 173.90 173.90 173.90 173.90 +0.70 0 493 +0
Nov11 110120 172.70 172.70 172.70 172.70 +0.10 16 548 -2
Jan12 110120 172.20 172.20 172.20 172.20 +0.10 0 2 +0
Total Volume and Open Interest 1,927 32,127 +105
Sugar #11(ICE)
Mar11 110120 31.18 31.40 30.04 31.31 +0.13 51,186 219,959 -261
May11 110120 29.22 29.38 28.09 29.28 +0.02 25,739 116,760 -543
Jul11 110120 27.06 27.23 26.00 27.02 -0.04 23,523 120,692 -1,024
Oct11 110120 25.60 25.66 24.52 25.43 -0.10 7,437 66,495 +731
Mar12 110120 24.60 24.86 23.80 24.55 -0.18 5,280 46,853 +164
Total Volume and Open Interest 114,195 620,050 -868
London Cocoa(LCE)
Mar11 110120 2059 2130 2058 2128 +73 7,878 60,661 +541
May11 110120 2049 2105 2045 2102 +60 3,123 25,772 +710
Jul11 110120 2058 2099 2055 2095 +49 738 26,501 -148
Sep11 110120 2057 2094 2054 2091 +48 2,349 20,929 +960
Dec11 110120 2054 2090 2050 2085 +42 340 24,750 +18
Mar12 110120 2060 2097 2059 2092 +48 588 19,873 +78
May12 110120 2094 2094 2094 2094 +47 2 3,698 +0
Total Volume and Open Interest 16,525 189,692 +2,664
London Sugar(LCE)
Mar11 110120 773.70 776.20 752.20 768.30 -3.30 3,083 20,475 +31
May11 110120 744.40 746.50 722.70 739.60 -1.80 1,860 11,270 -78
Aug11 110120 707.10 708.70 686.20 701.50 -2.60 329 8,560 +99
Oct11 110120 665.70 669.00 642.00 656.00 -6.70 52 2,693 +9
Dec11 110120 645.40 645.40 630.00 644.00 +1.60 16 1,053 -1
Total Volume and Open Interest 5,367 44,842 +80
Cotton(ICE)
Mar11 110120 149.25 152.94 148.02 152.94 +4.00 11,734 89,492 +2,436
May11 110120 144.36 147.31 142.55 147.27 +3.96 3,673 24,477 -133
Jul11 110120 136.75 140.40 135.77 140.36 +3.96 2,875 34,795 +463
Oct11 110120 116.21 119.93 116.21 119.93 +1.25 2 172 -1
Dec11 110120 104.37 107.07 103.50 105.70 +1.22 3,845 49,344 +1,023
Mar12 110120 100.00 101.50 99.00 100.46 +0.98 294 2,091 +169
Total Volume and Open Interest 22,499 202,326 +3,939
Lumber(CME)
Mar11 110120 305.0 305.0 300.2 303.4 +5.8 774 6,845 -51
May11 110120 321.7 321.9 315.7 320.0 +5.8 233 2,799 +6
Jul11 110120 322.7 327.5 322.1 327.5 +6.2 57 1,119 +14
Sep11 110120 319.6 324.2 319.6 323.4 +5.2 7 185 +0
Total Volume and Open Interest 1,071 10,949 -31
Crude Oil(NYM)
Feb11 110120 90.70 90.86 88.00 88.86 -2.00 109,525 19,065 -33,396
Mar11 110120 91.63 91.80 88.90 89.59 -2.22 325,048 411,835 +11,942
Apr11 110120 92.76 92.95 90.26 90.96 -2.02 91,283 112,002 +86
May11 110120 93.77 93.94 91.44 92.18 -1.81 42,075 88,167 +3,233
Jun11 110120 94.50 94.71 92.26 93.04 -1.66 43,066 113,957 +3,486
Jul11 110120 94.89 95.09 93.00 93.65 -1.58 11,518 59,897 -773
Aug11 110120 95.28 95.42 93.31 94.04 -1.53 6,286 32,148 +46
Sep11 110120 95.31 95.67 93.59 94.34 -1.48 4,619 31,698 +625
Oct11 110120 95.51 95.70 93.94 94.60 -1.43 3,077 22,065 +815
Nov11 110120 96.08 96.08 94.20 94.83 -1.36 1,174 20,652 +143
Dec11 110120 96.30 96.30 94.19 95.04 -1.29 27,517 166,736 +2,584
Jan12 110120 96.08 96.08 94.95 95.10 -1.23 3,608 30,699 +103
Feb12 110120 94.68 95.11 94.68 95.11 -1.19 1,095 9,481 +589
Mar12 110120 95.12 95.12 95.12 95.12 -1.15 209 12,424 +9
Apr12 110120 95.11 95.11 95.11 95.11 -1.12 84 5,089 -23
May12 110120 95.11 95.11 95.11 95.11 -1.09 55 7,158 -4
Total Volume and Open Interest 683,893 1,482,573 -9,423
e-miNY Crude Oil(NYM)
Jan11 101217 87.925 88.500 87.025 88.025 +0.325 5,348 3,079 -457
Feb11 110119 91.225 92.100 90.500 90.850 -0.525 6,388 2,249 -394
Mar11 110120 91.600 91.775 88.725 89.600 -2.200 8,144 5,504 +439
Apr11 110120 92.700 92.850 90.350 90.950 -2.025 234 958 +68
May11 110120 93.700 93.700 91.800 92.175 -1.825 18 66 +10
Jun11 110120 93.400 93.400 93.050 93.050 -1.650 0 54 +0
Jul11 110120 93.650 93.650 93.650 93.650 -1.575 1 12 -1
Aug11 110120 93.525 94.050 93.525 94.050 -1.525 0 11 +0
Sep11 110120 94.350 94.350 94.350 94.350 -1.475 2 6 +0
Oct11 110120 94.600 94.600 94.600 94.600 -1.425 0 42 +0
Total Volume and Open Interest 8,399 6,937 -1,733
Heating Oil(NYM)
Feb11 110120 265.50 265.68 259.62 262.32 -3.30 32,038 61,546 -6,371
Mar11 110120 265.74 265.90 259.91 262.65 -3.25 40,869 89,685 +7,254
Apr11 110120 263.73 264.43 258.90 261.56 -3.13 15,244 38,112 +1,615
May11 110120 262.52 263.24 258.13 260.63 -3.08 6,974 23,072 +60
Jun11 110120 263.48 263.48 258.02 260.47 -3.02 8,911 34,243 +259
Jul11 110120 263.85 263.85 258.74 261.28 -3.06 2,397 11,441 +498
Aug11 110120 262.73 262.81 259.80 262.27 -3.11 2,713 7,665 +525
Sep11 110120 266.11 266.11 261.41 263.75 -3.04 1,604 8,474 +177
Oct11 110120 265.48 265.60 263.02 265.33 -2.92 808 4,410 +145
Nov11 110120 266.91 267.55 264.70 266.92 -2.75 606 5,110 -145
Dec11 110120 270.87 270.87 265.95 268.25 -2.62 1,413 17,730 -108
Jan12 110120 267.60 270.24 267.60 269.55 -2.53 30 3,277 -1
Total Volume and Open Interest 113,624 313,178 +3,922
Gasoline(NYMEX)
Feb11 110120 247.99 248.16 239.75 242.25 -5.91 30,445 48,475 -6,223
Mar11 110120 249.50 249.72 241.65 244.21 -5.42 35,266 92,219 +5,381
Apr11 110120 260.02 260.25 252.93 255.41 -4.73 17,664 39,798 +4,182
May11 110120 259.63 259.73 253.96 256.22 -4.51 8,858 23,317 +94
Jun11 110120 260.65 260.65 253.92 256.27 -4.38 8,146 26,158 +715
Jul11 110120 259.50 259.50 253.40 255.70 -4.23 2,412 9,394 +46
Aug11 110120 256.02 256.10 252.82 254.49 -4.01 2,305 6,040 +284
Sep11 110120 256.00 256.02 252.33 252.72 -3.83 1,738 5,320 +192
Oct11 110120 243.04 243.04 240.54 242.17 -3.47 1,015 5,131 +250
Nov11 110120 240.85 240.85 239.63 240.17 -3.34 400 1,777 +113
Total Volume and Open Interest 110,220 291,905 +4,759
e-miNY RBOB Gasoline(NYM)
Feb11 110120 242.30 242.30 242.25 242.30 -5.90 0 3 +0
Mar11 110120 244.20 244.21 244.20 244.20 -5.40 0 1 +0
Apr11 110120 255.40 255.41 255.40 255.40 -4.70 0 1 +0
May11 110120 256.20 256.22 256.20 256.20 -4.50 0 1 +0
Total Volume and Open Interest 0 9 +0
Natural Gas(NYM)
Feb11 110120 4.575 4.704 4.525 4.695 +0.134 138,907 68,106 -15,004
Mar11 110120 4.585 4.698 4.534 4.692 +0.116 99,088 254,356 +6,056
Apr11 110120 4.574 4.684 4.531 4.677 +0.107 31,615 95,328 +424
May11 110120 4.609 4.715 4.568 4.707 +0.103 16,485 83,609 +2,450
Jun11 110120 4.646 4.752 4.607 4.739 +0.096 7,505 22,044 +556
Jul11 110120 4.690 4.806 4.666 4.791 +0.089 7,155 30,973 +754
Aug11 110120 4.738 4.830 4.699 4.816 +0.086 4,559 18,805 -255
Sep11 110120 4.744 4.834 4.705 4.821 +0.083 2,995 14,188 +647
Oct11 110120 4.779 4.879 4.756 4.869 +0.075 15,366 53,910 -839
Nov11 110120 4.951 5.006 4.926 5.002 +0.055 3,711 23,317 +420
Dec11 110120 5.135 5.210 5.125 5.202 +0.039 4,685 21,599 -395
Jan12 110120 5.273 5.340 5.252 5.326 +0.032 7,737 39,338 +208
Feb12 110120 5.225 5.285 5.225 5.283 +0.029 684 8,985 +234
Mar12 110120 5.129 5.180 5.129 5.174 +0.023 1,367 22,165 +109
Apr12 110120 4.890 4.940 4.885 4.919 +0.002 2,412 20,085 -416
May12 110120 4.920 4.920 4.920 4.920 -0.001 157 5,216 +71
Total Volume and Open Interest 345,712 847,811 -4,322
Brent Crude Oil(ICE)
Mar11 110120 97.88 98.14 95.43 96.58 -1.58 181,435 271,695 -5,561
Apr11 110120 97.81 98.03 95.51 96.64 -1.47 101,290 163,009 -1,004
May11 110120 97.92 98.14 95.75 96.82 -1.39 48,760 76,770 -443
Jun11 110120 98.04 98.26 95.94 97.00 -1.31 44,443 99,630 -5,453
Jul11 110120 98.09 98.30 96.07 97.11 -1.24 10,678 33,642 +1,044
Aug11 110120 98.19 98.32 96.27 97.16 -1.21 6,180 16,524 +357
Sep11 110120 98.29 98.33 96.31 97.19 -1.18 5,239 25,608 +839
Oct11 110120 98.32 98.36 96.38 97.24 -1.15 2,274 18,614 +410
Nov11 110120 98.05 98.29 96.43 97.28 -1.14 2,595 11,159 +128
Dec11 110120 98.40 98.46 96.27 97.33 -1.13 22,937 106,981 +2,436
Jan12 110120 97.35 97.35 97.35 97.35 -1.12 1,774 11,657 +339
Feb12 110120 97.35 97.35 97.35 97.35 -1.11 651 5,960 +41
Mar12 110120 97.35 97.35 97.35 97.35 -1.10 189 3,805 -1
Apr12 110120 97.32 97.32 97.32 97.32 -1.06 47 2,185 +26
Total Volume and Open Interest 437,075 948,961 -7,196
Gas Oil(ICE)
Feb11 110120 819.00 819.25 798.00 806.25 -15.00 59,772 125,545 +176
Mar11 110120 823.75 824.25 802.25 810.50 -15.00 72,200 145,454 +8,421
Apr11 110120 825.75 826.25 804.75 812.50 -15.00 32,290 71,377 +1,852
May11 110120 827.75 828.25 808.00 814.50 -14.75 12,445 57,531 +395
Jun11 110120 831.25 831.25 809.25 816.75 -14.50 19,619 55,690 +2,663
Jul11 110120 832.00 832.00 811.50 819.75 -14.25 4,501 22,071 -39
Aug11 110120 830.25 830.50 814.50 822.50 -14.25 3,992 19,237 -973
Sep11 110120 837.25 837.25 819.50 825.75 -13.75 4,542 19,056 +1,747
Oct11 110120 838.75 838.75 822.00 827.75 -13.25 2,773 13,041 +203
Nov11 110120 836.50 836.50 827.75 829.00 -12.75 2,405 10,884 +686
Total Volume and Open Interest 230,116 653,106 +16,290
Ethanol(CBOT)
Jan11 110105 2.315 2.315 2.305 2.305 -0.008 63 135 -73
Feb11 110120 2.329 2.329 2.270 2.323 +0.010 222 782 +145
Mar11 110120 2.351 2.351 2.286 2.336 +0.013 207 1,405 -15
Apr11 110120 2.305 2.365 2.304 2.359 +0.015 44 877 +7
May11 110120 2.329 2.389 2.328 2.380 +0.012 54 486 +18
Jun11 110120 2.355 2.409 2.340 2.398 +0.013 42 608 -12
Jul11 110120 2.355 2.419 2.355 2.402 +0.010 42 813 +32
Aug11 110120 2.338 2.394 2.338 2.388 +0.010 111 796 +45
Total Volume and Open Interest 889 8,013 +240
WTI Crude Oil(ICE
Mar11 110120 91.57 91.79 88.82 89.59 -2.22 85,618 142,552 +3,340
Apr11 110120 92.89 92.94 90.18 90.96 -2.02 32,366 58,799 +771
May11 110120 93.88 93.93 91.38 92.18 -1.81 15,769 41,835 -356
Jun11 110120 94.68 94.68 92.29 93.04 -1.66 17,667 65,809 -2,337
Jul11 110120 94.74 94.89 92.91 93.65 -1.58 3,353 19,374 -765
Aug11 110120 95.22 95.22 93.47 94.04 -1.53 2,075 10,900 -195
Sep11 110120 95.57 95.57 93.91 94.34 -1.48 2,359 16,693 -50
Oct11 110120 95.63 95.77 94.01 94.60 -1.43 1,224 11,685 -270
Nov11 110120 95.80 95.95 94.23 94.83 -1.36 1,040 9,098 -14
Dec11 110120 96.05 96.10 94.23 95.04 -1.29 12,148 76,643 +2,322
Jan12 110120 95.10 95.10 95.10 95.10 -1.23 198 6,313 +22
Feb12 110120 95.11 95.11 95.11 95.11 -1.19 8 1,227 +8
Mar12 110120 95.12 95.12 95.12 95.12 -1.15 20 3,240 +4
Apr12 110120 95.11 95.11 95.11 95.11 -1.12 12 778 +10
May12 110120 95.11 95.11 95.11 95.11 -1.09 1 874 +0
Jun12 110120 95.11 95.11 95.11 95.11 -1.06 1,099 19,460 +493
Total Volume and Open Interest 179,355 560,215 -21,137
US Dollar Index(ICE)
Mar11 110120 78.885 79.340 78.600 78.985 +0.175 22,273 33,685 +1,641
Jun11 110120 79.305 79.705 79.015 79.350 +0.170 120 974 +6
Sep11 110120 79.710 79.710 79.710 79.710 +0.170 0 2 +0
Total Volume and Open Interest 22,393 34,661 +1,647
Australian Dollar(CME)
Mar11 110120 99.17 99.28 97.69 98.17 -1.11 100,948 114,158 +625
Jun11 110120 98.10 98.14 96.62 97.04 -1.10 45 682 +9
Sep11 110120 95.82 96.90 95.82 95.82 -1.08 0 14 +0
Total Volume and Open Interest 100,993 114,948 +634
British Pound(CME)
Mar11 110120 159.85 160.05 158.31 159.05 -0.76 114,573 90,490 +99
Jun11 110120 159.18 159.76 158.20 158.88 -0.76 63 211 +9
Sep11 110120 158.61 159.37 158.61 158.61 -0.76 0 5 +0
Total Volume and Open Interest 114,636 90,738 +108
Canadian Dollar(CME)
Mar11 110120 100.33 100.37 99.57 100.17 -0.10 70,307 120,557 -2,844
Jun11 110120 99.98 100.06 99.39 99.95 -0.09 330 2,455 -14
Sep11 110120 99.08 99.72 99.08 99.65 -0.07 94 973 -69
Dec11 110120 99.25 99.42 98.88 99.36 -0.06 9 1,270 +5
Total Volume and Open Interest 70,740 125,263 -2,922
Japanese Yen(CME)
Mar11 110120 121.87 121.94 120.34 120.49 -1.41 127,259 113,599 +3,789
Jun11 110120 121.87 122.03 120.52 120.62 -1.41 117 636 +71
Sep11 110120 120.80 122.21 120.80 120.80 -1.41 0 17 +0
Total Volume and Open Interest 127,377 114,266 +3,861
Swiss Franc(CME)
Mar11 110120 104.69 105.01 103.30 103.42 -1.32 38,159 42,499 +732
Jun11 110120 104.67 104.98 103.51 103.51 -1.33 1 66 +0
Sep11 110120 103.49 104.96 103.49 103.62 -1.34 0 4 +0
Total Volume and Open Interest 38,160 42,571 +732
EuroFX(CME)
Mar11 110120 134.55 135.18 133.90 134.66 +0.13 373,392 186,449 +203
Jun11 110120 134.30 135.02 133.75 134.53 +0.13 1,061 2,398 +80
Sep11 110120 134.34 134.34 134.23 134.34 +0.11 0 31 +0
Total Volume and Open Interest 374,453 189,216 +283
Mexican Peso(CME)
Feb11 110120 828.5 828.5 825.8 828.5 +2.8      
Mar11 110120 822.8 827.2 820.0 825.0 +2.8 27,846 139,720 +4,580
Total Volume and Open Interest 27,846 139,822 +4,580
30-Year T-Bonds(CBOT)
Mar11 110120 120~300 121~140 119~090 119~150 -1~170 262,211 558,499 -397
Jun11 110120 119~160 119~250 117~230 117~280 -1~170 159 1,117 +23
Sep11 110120 116~090 117~260 116~090 116~090 -1~170      
Total Volume and Open Interest 262,370 559,616 -374
10-Year T-Notes(CBOT)
Mar11 110120 120~235 120~305 119~220 119~265 -0~305 947,718 1,323,519 +1,561
Jun11 110120 119~145 119~220 118~150 118~180 -1~000 1,505 5,097 +360
Sep11 110120 117~155 118~155 117~155 117~155 -1~000      
Total Volume and Open Interest 949,223 1,328,620 +1,921
5-Year T-Notes(CBOT)
Mar11 110120 118~027 118~039 117~077 117~084 -0~074 387,520 1,098,593 +553
Jun11 110120 116~113 117~049 116~102 116~102 -0~075 2,250 1,956 +1,848
Sep11 110120 115~126 116~073 115~126 115~126 -0~075      
Total Volume and Open Interest 389,770 1,100,549 +2,401
2 Year T-Notes(CBOT)
Mar11 110120 109~066 109~069 109~048 109~050 -0~017 140,348 726,596 +6,283
Jun11 110120 109~013 109~034 109~012 109~013 -0~021 32 341 +2
Sep11 110120 108~104 109~001 108~104 108~104 -0~025      
Total Volume and Open Interest 140,380 726,937 +6,285
Eurodollars(CME)
Mar11 110120 99.650 99.660 99.645 99.650 unch 140,906 1,215,657 +33,624
Jun11 110120 99.570 99.580 99.550 99.555 -0.015 148,573 1,126,284 +4,033
Sep11 110120 99.465 99.465 99.415 99.420 -0.040 152,830 1,004,327 +7,621
Dec11 110120 99.305 99.315 99.230 99.235 -0.070 167,909 813,551 +19,401
Mar12 110120 99.095 99.110 98.995 99.005 -0.095 179,567 885,962 +8,961
Jun12 110120 98.840 98.855 98.720 98.730 -0.110 153,427 571,379 +7,602
Sep12 110120 98.570 98.595 98.440 98.455 -0.115 124,836 451,463 +4,751
Dec12 110120 98.300 98.325 98.165 98.180 -0.120 130,589 317,932 +11,347
Mar13 110120 98.035 98.065 97.905 97.920 -0.120 93,556 211,811 +10,536
Jun13 110120 97.770 97.800 97.635 97.650 -0.125 63,797 162,971 -133
Sep13 110120 97.505 97.540 97.365 97.390 -0.125 58,877 182,352 +851
Dec13 110120 97.245 97.275 97.090 97.120 -0.130 52,929 142,779 +3,261
Mar14 110120 97.010 97.035 96.835 96.870 -0.140 20,408 114,184 +892
Jun14 110120 96.760 96.795 96.585 96.620 -0.150 17,260 107,576 +327
Sep14 110120 96.530 96.560 96.340 96.375 -0.160 14,981 63,273 +152
Dec14 110120 96.300 96.325 96.105 96.135 -0.170 15,316 73,564 -892
Mar15 110120 96.105 96.135 95.905 95.935 -0.175 10,071 54,565 +759
Jun15 110120 4.160 4.200 3.965 3.995 -0.180 7,295 34,379 -367
Total Volume and Open Interest 1,575,552 7,715,309 +116,842
30 Day Federal Funds(CBOT)
Jan11 110120 99.827 99.832 99.827 99.830 unch 2,931 63,676 -153
Feb11 110120 99.830 99.835 99.830 99.830 unch 1,827 67,295 +1,395
Mar11 110120 99.835 99.840 99.830 99.835 unch 1,144 49,039 +469
Apr11 110120 99.840 99.850 99.840 99.840 unch 2,485 41,640 +588
May11 110120 99.845 99.850 99.840 99.845 +0.005 1,036 64,702 +274
Jun11 110120 99.840 99.850 99.840 99.840 unch 1,920 36,187 -249
Total Volume and Open Interest 26,590 568,149 +5,762
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 110120 99.660 99.660 99.660 99.660 -0.002 2 1,163 +2
Jun11 110120 99.645 99.645 99.645 99.645 +0.002 0 175 +0
Sep11 110120 99.632 99.632 99.632 99.632 +0.003      
Dec11 110120 99.613 99.613 99.613 99.613 +0.003 0 75 +0
Mar12 110120 99.590 99.590 99.590 99.590 unch      
Jun12 110120 99.635 99.635 99.635 99.635 unch      
Sep12 110120 99.585 99.585 99.585 99.585 unch      
Dec12 110120 99.490 99.490 99.490 99.490 unch      
Mar13 110120 99.490 99.490 99.490 99.490 unch      
Jun13 110120 99.445 99.445 99.445 99.445 unch      
Total Volume and Open Interest 2 1,413 +2
3-Mth Euro-Yen(SGX)
Mar11 110120 99.65 99.66 99.65 99.66 +0.00 300 3,063 -13
Jun11 110120 99.64 99.64 99.64 99.64 +0.00 140 1,222 +0
Sep11 110120 99.63 99.63 99.63 99.63 +0.00 100 659 +0
Dec11 110120 99.61 99.61 99.61 99.61 +0.00 202 1,713 -103
Mar12 110120 99.59 99.59 99.59 99.59 unch 0 305 +0
Jun12 110120 99.64 99.64 99.64 99.64 unch 0 754 +0
Sep12 110120 99.58 99.58 99.58 99.58 unch 0 310 +0
Dec12 110120 99.49 99.49 99.49 99.49 unch 0 4 +0
Total Volume and Open Interest 742 8,031 -116
Japanese Gov't Bonds(SGX)
Mar11 110120 139.24 139.80 139.21 139.75 +0.42 1,692 12,306 -93
Jun11 110120 137.66 137.66 137.66 137.66 +0.42      
Sep11 110120 135.57 135.57 135.57 135.57 +0.42      
Total Volume and Open Interest 1,692 12,306 -93
Euro-Bund(EUREX)
Mar11 110120 124.47 124.50 123.48 123.67 -0.67 750,018 1,510,778 +182,297
Jun11 110120 122.93 122.93 122.16 122.24 -0.67 21 1,500 +275
Sep11 110120 121.98 121.98 121.98 121.98 -0.67      
Total Volume and Open Interest 750,039 1,512,278 +182,572
Euro-Bobl(EUREX)
Mar11 110120 117.72 117.75 117.03 117.14 -0.52 474,984 1,052,996 +127,852
Jun11 110120 115.75 115.75 115.69 115.71 -0.52 7 6,885 +29
Sep11 110120 115.71 115.71 115.71 115.71 -0.52      
Total Volume and Open Interest 474,991 1,059,881 +127,881
3-Mth Euribor(EUREX)
Mar11 110120 98.865 98.865 98.835 98.835 -0.030 15 5,807 +5
Jun11 110120 98.660 98.660 98.640 98.640 -0.045 0 9,157 +0
Sep11 110120 98.470 98.470 98.445 98.445 -0.070 0 1,981 -1
Total Volume and Open Interest 25 24,218 -4
Long Gilt(LIFFE)
Mar11 110120 117~11 117~14 116~24 116~30 -0~16 115,131 246,227 -2,886
Jun11 110120 115~25 115~25 115~25 115~25 -0~16      
Total Volume and Open Interest 115,131 246,227 -2,886
3-Mth Short Sterling(LIFFE)
Mar11 110120 99.11 99.13 99.09 99.10 -0.01 60,674 327,791 +14,129
Jun11 110120 98.92 98.93 98.87 98.88 -0.02 112,365 319,517 +4,364
Sep11 110120 98.70 98.71 98.63 98.64 -0.04 106,256 272,778 +16,857
Dec11 110120 98.46 98.48 98.37 98.38 -0.07 104,330 315,007 +14,110
Mar12 110120 98.25 98.26 98.11 98.13 -0.09 94,629 264,995 -2,823
Jun12 110120 98.01 98.02 97.86 97.88 -0.10 72,243 180,923 +3,347
Total Volume and Open Interest 669,276 2,086,327 +62,788
3-Mth Euribor(LIFFE)
Mar11 110120 98.865 98.875 98.830 98.835 -0.030 194,827 618,815 +581
Jun11 110120 98.690 98.700 98.625 98.640 -0.045 144,251 505,336 -2,269
Sep11 110120 98.515 98.530 98.425 98.445 -0.065 152,470 415,638 +6,325
Total Volume and Open Interest 1,046,156 3,061,642 +24,632
3-Mth Aus T-Bills(SFE)
Mar11 110120 95.00 95.02 95.00 95.02 +0.01 12,365 189,331 +594
Jun11 110120 94.90 94.93 94.90 94.93 +0.02 9,403 141,939 +4,763
Sep11 110120 94.75 94.78 94.74 94.78 +0.02 8,021 95,043 +3,603
Dec11 110120 94.62 94.66 94.61 94.66 +0.03 4,158 58,720 +612
Mar12 110120 94.53 94.58 94.52 94.58 +0.04 1,830 46,232 +513
Jun12 110120 94.46 94.52 94.46 94.52 +0.05 1,231 40,728 +317
Sep12 110120 94.41 94.49 94.41 94.48 +0.05 410 24,874 -53
Dec12 110120 94.38 94.45 94.37 94.44 +0.05 375 12,106 -34
Mar13 110120 94.33 94.41 94.32 94.41 +0.05 234 2,985 +142
Jun13 110120 94.36 94.36 94.36 94.36 +0.06 0 586 +0
Total Volume and Open Interest 38,804 614,182 +11,197
10-Year Aus T-Bonds(SFE)
Mar11 110120 94.35 94.43 94.35 94.43 +0.07 29,657 358,380 +5,191
Jun11 110120 94.43 94.43 94.43 94.43 +0.07      
Total Volume and Open Interest 29,657 358,380 +5,191
3-Year Aus T-Bonds(SFE)
Mar11 110120 94.79 94.85 94.78 94.85 +0.05 90,067 450,014 -7,125
Jun11 110120 94.85 94.85 94.85 94.85 +0.05      
Total Volume and Open Interest 90,067 450,014 -8,365
Gold(CMX)
Feb11 110120 1369.9 1370.9 1342.4 1346.5 -23.7 137,094 244,371 -14,053
Apr11 110120 1371.1 1372.5 1344.0 1348.1 -23.9 23,100 127,750 +4,704
Jun11 110120 1371.8 1372.5 1345.8 1349.9 -24.0 4,186 40,925 +1,504
Aug11 110120 1374.9 1374.9 1348.9 1351.4 -24.3 533 19,604 +193
Oct11 110120 1375.1 1375.1 1350.9 1353.1 -24.6 51 10,814 -1
Dec11 110120 1377.6 1377.6 1351.9 1355.0 -24.8 1,051 24,328 -5
Feb12 110120 1357.3 1357.3 1357.3 1357.3 -24.8 1 7,551 +1
Apr12 110120 1360.0 1360.0 1360.0 1360.0 -24.9 0 6,883 +0
Jun12 110120 1362.9 1362.9 1362.9 1362.9 -24.9 190 13,020 +190
Aug12 110120 1366.0 1366.0 1366.0 1366.0 -24.9 0 7,261 +0
Oct12 110120 1369.6 1369.6 1369.6 1369.6 -24.9 25 4,560 +25
Dec12 110120 1371.5 1373.6 1371.5 1373.6 -24.9 429 13,651 +111
Total Volume and Open Interest 167,682 581,113 -6,719
Silver(CMX)
Mar11 110120 2867.0 2878.0 2737.5 2747.3 -132.8 77,586 71,963 -1,576
May11 110120 2875.5 2875.5 2744.0 2749.7 -133.0 12,335 20,072 +4,949
Jul11 110120 2872.5 2872.5 2746.0 2751.2 -133.3 2,001 8,731 +138
Sep11 110120 2774.5 2805.0 2752.4 2752.4 -133.5 474 6,149 +51
Dec11 110120 2866.0 2875.0 2748.5 2753.8 -133.9 2,713 11,659 -2,055
Mar12 110120 2768.0 2768.0 2756.1 2756.1 -134.3 2 749 +2
May12 110120 2757.5 2757.5 2757.5 2757.5 -134.7 0 355 +0
Total Volume and Open Interest 96,115 136,552 +877
Platinum(NYMEX)
Jan11 110120 1828.3 1828.3 1813.7 1813.7 -19.6 5 345 -1
Apr11 110120 1841.0 1842.4 1800.6 1818.6 -19.5 6,121 40,634 +470
Jul11 110120 1810.5 1823.6 1810.5 1821.5 -20.2 65 1,094 +62
Oct11 110120 1826.8 1826.8 1824.0 1824.0 -20.2 2 42 +1
Total Volume and Open Interest 6,196 42,137 +533
Palladium(NYMEX)
Mar11 110120 811.55 818.75 795.00 815.85 -3.90 3,533 21,865 +82
Jun11 110120 814.20 816.80 799.00 816.80 -4.00 58 821 +28
Sep11 110120 817.40 820.40 817.40 817.40 -4.00 0 18 +0
Total Volume and Open Interest 3,591 22,707 +110
Copper(CMX)
Mar11 110120 435.70 438.90 422.85 427.20 -9.80 42,924 111,931 -1,951
May11 110120 435.95 438.50 423.40 427.65 -9.75 2,634 27,489 +601
Jul11 110120 436.50 436.55 424.50 427.20 -9.55 708 10,601 +213
Sep11 110120 425.90 426.55 425.25 426.55 -9.40 59 5,173 +25
Dec11 110120 426.95 426.95 422.70 424.65 -9.30 52 3,937 -21
Total Volume and Open Interest 47,138 164,879 -994
DJIA Index(CBOT)
Mar11 110120 11784 11794 11695 11774 -12 148 9,619 +8
Jun11 110120 11711 11723 11711 11711 -12      
Sep11 110120 11655 11667 11655 11655 -12      
Dec11 110120 11740 11740 11598 11598 -12      
Total Volume and Open Interest 148 9,619 +8
S & P 500(CME)
Mar11 110120 1279.40 1281.30 1267.70 1276.20 -2.30 15,488 288,605 +610
Jun11 110120 1271.20 1274.00 1262.50 1271.20 -2.30 101 4,234 -11
Sep11 110120 1266.30 1269.10 1257.60 1266.30 -2.30 0 2,798 +0
Dec11 110120 1261.70 1264.50 1253.00 1261.70 -2.30 0 550 +0
Total Volume and Open Interest 15,589 296,187 +599
S & P 500 E-Mini(Globex)
Mar11 110120 1279.25 1281.50 1267.50 1276.25 -2.25 2,322,868 2,586,802 +23,259
Jun11 110120 1273.50 1275.75 1263.75 1271.25 -2.25 423 11,749 +66
Total Volume and Open Interest 2,323,293 2,598,984 +23,513
NASDAQ 100(CME)
Mar11 110120 2295.80 2299.00 2267.00 2281.50 -13.00 1,078 13,909 +146
Jun11 110120 2278.50 2278.50 2267.00 2278.50 -13.00 2 0 +0
Sep11 110120 2276.00 2279.00 2276.00 2276.00 -13.00      
Total Volume and Open Interest 1,080 13,909 +146
NASDAQ 100 E-Mini(Globex)
Mar11 110120 2297.80 2299.50 2267.00 2281.50 -13.00 293,316 371,487 -3,754
Jun11 110120 2285.50 2296.30 2267.00 2278.50 -13.00 52 754 +5
Total Volume and Open Interest 293,368 372,247 -3,749
S & P Midcap 400(CME)
Mar11 110120 918.00 922.00 910.00 914.20 -9.30 273 2,436 -163
Jun11 110120 911.80 913.10 911.80 911.80 -9.30      
Sep11 110120 910.20 911.50 910.20 910.20 -9.30      
Total Volume and Open Interest 273 2,436 -163
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Mar11 110120 10475 10530 10415 10485 unch 7,122 40,600 -1,435
Jun11 110120 10465 10465 10465 10465 unch 0 4 +0
Total Volume and Open Interest 7,122 40,604 -1,435
Nikkei 225(SGX)
Mar11 110120 10570 10580 10420 10435 -145 83,812 232,537 -4,749
Jun11 110120 10360 10360 10360 10360 -145 1 2,995 +49
Sep11 110120 10365 10365 10365 10365 -145 0 400 +400
Total Volume and Open Interest 83,883 244,142 -3,900
CAC 40(EURONEXT)
Jan11 110120 3969.5 3996.0 3949.5 3964.0 -15.0 246,850 305,931 -67,888
Feb11 110120 3974.5 3998.0 3952.0 3966.0 -15.0 140,066 230,685 +104,105
Mar11 110120 3976.0 3989.5 3955.0 3968.0 -15.0 6,718 46,920 +518
Total Volume and Open Interest 393,634 583,576 +36,735
Hang Seng Index(HKFE)
Jan11 110120 24252 24258 23965 24024 -370 66,232 97,096 -1,127
Feb11 110120 24225 24232 23973 24029 -369 1,007 5,324 +1,382
Mar11 110120 24170 24178 23930 23969 -376 284 6,266 +82
Total Volume and Open Interest 67,642 110,339 +533
DAX(EUREX)
Mar11 110120 7080.0 7095.0 7015.5 7033.5 -56.0 131,915 254,144 +10,458
Jun11 110120 7103.0 7111.0 7054.0 7055.0 -56.0 1,453 10,886 +74
Sep11 110120 7122.5 7128.0 7074.0 7074.0 -57.0 49 145 +52
Total Volume and Open Interest 133,417 265,175 +10,584
FT-SE 100(EURONEXT)
Mar11 110120 5940.50 5944.50 5824.00 5830.00 -109.00 107,847 629,718 -6,612
Jun11 110120 5871.00 5871.50 5787.50 5789.00 -108.00 324 1,816 +299
Sep11 110120 5802.50 5802.50 5756.50 5756.50 -109.50 129 211 +127
Total Volume and Open Interest 108,300 631,745 -6,186
SPI 200(SFE)
Mar11 110120 4828.0 4831.0 4760.0 4770.0 -58.0 33,993 198,826 +7,588
Jun11 110120 4812.0 4812.0 4792.0 4792.0 -58.0 1 3,010 +0
Sep11 110120 4783.0 4783.0 4783.0 4783.0 -58.0 0 1,820 +0
Total Volume and Open Interest 34,022 206,315 +7,251
GSCI(CME)
Feb11 110120 634.50 636.70 628.70 636.00 -7.25 137 15,103 -15
Mar11 110120 639.50 640.50 633.75 640.50 -6.50 2 6 +0
Apr11 110120 639.00 644.00 638.00 644.00 -6.00      
Total Volume and Open Interest 139 15,109 -15
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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