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MRCI's End of Day Prices

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MRCI's End of Day Prices
Daily Futures Price Listing Fri January 21, 2011
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Mar11 110121 1415.75 1427.00 1405.00 1412.25 -2.00 111,340 288,046 -4,339
May11 110121 1425.25 1436.75 1415.00 1422.75 -1.75 22,673 102,662 +2,008
Jul11 110121 1433.00 1443.25 1421.50 1430.00 -0.25 32,311 93,915 +1,574
Aug11 110121 1406.75 1415.50 1399.50 1405.75 +1.00 1,080 3,398 -85
Sep11 110121 1374.00 1380.00 1367.75 1375.50 +3.25 805 4,218 +144
Nov11 110121 1341.75 1359.50 1335.25 1348.25 +6.50 27,510 137,860 +1,369
Jan12 110121 1343.75 1361.00 1339.00 1350.50 +5.50 872 11,573 +238
Total Volume and Open Interest 198,384 660,339 +1,456
Soybean Meal(CBOT)
Mar11 110121 384.40 385.30 378.20 379.60 -5.70 31,957 95,331 -46
May11 110121 387.00 388.20 381.10 382.50 -5.40 9,719 34,337 -1,150
Jul11 110121 387.50 389.00 382.30 383.30 -5.10 12,372 35,202 -189
Aug11 110121 376.50 378.10 372.80 373.60 -4.80 1,308 7,183 +25
Sep11 110121 364.00 368.80 362.30 363.30 -4.30 755 7,130 +77
Oct11 110121 351.70 353.90 349.20 350.40 -3.40 617 5,778 +57
Dec11 110121 349.60 353.70 346.80 348.30 -3.30 2,526 18,047 -336
Jan12 110121 349.50 352.00 347.60 347.60 -3.60 309 1,423 +119
Total Volume and Open Interest 60,339 207,227 -1,227
Soybean Oil(CBOT)
Mar11 110121 57.26 58.07 57.10 57.56 +0.30 54,004 192,341 -2,889
May11 110121 57.75 58.50 57.59 58.00 +0.28 17,060 64,412 -497
Jul11 110121 58.15 58.94 58.00 58.41 +0.26 18,753 64,982 +1,208
Aug11 110121 58.25 59.00 58.15 58.51 +0.26 1,160 6,300 -74
Sep11 110121 58.40 58.96 58.40 58.59 +0.26 1,131 8,406 +220
Oct11 110121 58.16 59.00 58.16 58.60 +0.32 1,008 9,227 +180
Dec11 110121 58.40 59.16 58.20 58.65 +0.34 4,525 31,017 +1,275
Jan12 110121 58.70 58.70 58.36 58.70 +0.34 6 467 +6
Total Volume and Open Interest 97,656 378,084 -564
Canola(WCE)
Jan11 110114 584.0 584.0 582.7 582.7 -6.6 8 4 +4
Mar11 110121 600.0 603.8 592.0 601.6 +1.7 14,903 115,227 -1,697
May11 110121 610.4 611.3 600.0 609.8 +2.1 3,786 27,010 +1,098
Jul11 110121 614.6 615.0 605.0 613.7 +2.6 1,512 19,922 +429
Nov11 110121 566.0 567.5 560.0 566.6 +0.6 1,992 44,811 +626
Total Volume and Open Interest 22,201 210,682 +464
Corn(CBOT)
Mar11 110121 656.00 667.00 650.50 657.25 +3.25 198,694 653,753 -7,273
May11 110121 665.25 677.00 660.75 667.00 +3.00 43,373 280,424 +5,054
Jul11 110121 669.00 680.50 664.25 671.25 +3.25 56,194 243,989 +738
Sep11 110121 617.50 627.00 612.75 622.75 +6.50 7,464 51,483 +524
Dec11 110121 576.00 590.00 572.00 587.25 +11.25 40,996 304,777 +4,046
Mar12 110121 583.75 598.00 580.50 595.00 +10.50 2,553 29,237 +507
Total Volume and Open Interest 351,930 1,614,051 +4,025
Wheat(CBOT)
Mar11 110121 805.00 830.00 798.75 824.50 +21.00 47,555 212,239 -3,441
May11 110121 832.25 856.00 827.00 850.25 +18.25 13,600 73,785 +1,023
Jul11 110121 854.00 873.50 846.50 866.75 +13.50 9,492 117,624 -338
Sep11 110121 870.50 888.00 863.00 881.75 +11.25 3,974 25,068 +1,865
Dec11 110121 885.00 902.00 876.25 896.00 +11.25 3,059 65,534 +796
Total Volume and Open Interest 78,147 510,965 +78
Wheat(KCBT)
Mar11 110121 886.75 908.25 882.25 900.00 +13.75 12,720 87,604 -103
May11 110121 897.00 918.75 893.00 910.00 +13.00 3,575 41,279 +401
Jul11 110121 903.00 923.50 900.50 914.75 +11.00 3,797 56,408 +6
Sep11 110121 914.00 931.75 910.25 923.00 +8.50 422 14,327 +42
Dec11 110121 924.25 941.00 921.00 932.50 +7.25 602 11,781 +139
Total Volume and Open Interest 21,158 214,101 +509
Wheat(MGE)
Mar11 110121 920.00 944.50 915.75 937.25 +17.25 3,943 21,495 +34
May11 110121 928.00 952.25 924.75 943.00 +14.50 2,041 15,020 +13
Jul11 110121 932.25 955.75 929.50 945.50 +12.25 686 10,423 +0
Sep11 110121 929.75 949.25 924.75 939.00 +9.00 419 10,466 -6
Dec11 110121 934.00 950.75 928.75 941.25 +7.25 227 8,875 +7
Total Volume and Open Interest 7,344 67,901 +48
Oats(CBOT)
Mar11 110121 384.25 389.50 380.00 386.00 +4.00 1,653 9,332 -419
May11 110121 390.00 397.25 388.00 394.00 +4.25 170 2,466 +21
Jul11 110121 393.25 400.50 392.75 397.00 +4.25 63 543 +31
Sep11 110121 362.75 369.00 360.50 368.00 +7.50 8 137 +5
Total Volume and Open Interest 2,014 13,762 -299
Rough Rice(CBOT)
Mar11 110121 14.69 14.88 14.61 14.86 +0.16 1,466 14,241 -62
May11 110121 14.97 15.16 14.94 15.16 +0.18 351 2,009 +48
Jul11 110121 15.25 15.42 15.23 15.42 +0.17 211 1,737 +50
Sep11 110121 15.22 15.42 15.22 15.35 +0.12 184 1,256 +8
Total Volume and Open Interest 2,255 19,651 +54
Live Cattle(CME)
Feb11 110121 108.700 109.035 107.750 107.950 -0.700 12,818 64,844 -1,127
Apr11 110121 113.535 113.850 112.580 112.680 -0.770 14,873 158,242 +2,706
Jun11 110121 112.730 113.250 112.400 112.635 -0.045 4,760 73,669 +1,376
Aug11 110121 113.000 113.500 112.700 112.980 -0.100 2,619 24,374 +527
Oct11 110121 115.500 116.100 115.300 115.650 -0.050 1,388 16,023 +495
Dec11 110121 116.050 116.600 115.900 116.300 -0.030 1,020 13,003 +172
Total Volume and Open Interest 37,925 353,242 +4,379
Feeder Cattle(CME)
Jan11 110121 126.550 126.750 125.930 126.350 +0.050 552 2,552 -116
Mar11 110121 126.450 126.700 125.535 125.550 -0.750 3,114 24,975 -359
Apr11 110121 126.950 127.230 126.250 126.350 -0.380 1,305 6,444 -3
May11 110121 127.400 127.650 126.700 126.900 -0.600 588 8,466 +124
Aug11 110121 128.150 128.350 127.100 127.500 -0.450 746 9,244 +288
Sep11 110121 127.950 128.000 127.000 127.300 -0.700 86 1,180 +12
Oct11 110121 127.750 127.900 126.750 127.300 -0.550 49 530 +3
Total Volume and Open Interest 6,448 53,661 -50
Lean Hogs(CME)
Feb11 110121 80.285 81.180 80.150 80.330 +0.045 9,595 28,459 -2,255
Apr11 110121 86.785 87.900 86.500 86.580 -0.170 11,809 92,745 +577
May11 110121 94.450 95.250 94.450 95.135 +0.585 93 2,064 +3
Jun11 110121 97.100 97.885 97.035 97.535 +0.555 3,744 47,719 +1,369
Jul11 110121 96.100 96.730 95.800 96.480 +0.500 762 13,670 +274
Aug11 110121 95.230 96.035 95.150 95.930 +0.780 798 14,614 +233
Oct11 110121 85.150 85.950 85.000 85.885 +0.635 628 13,317 +301
Dec11 110121 81.050 81.980 81.050 81.900 +0.700 335 4,819 +143
Total Volume and Open Interest 27,881 219,245 +728
Class III Milk(CME)
Jan11 110121 13.51 13.53 13.48 13.50 unch 52 5,385 -26
Feb11 110121 15.40 16.03 15.40 15.93 +0.59 594 5,411 -51
Mar11 110121 15.50 16.25 15.50 16.25 +0.75 975 4,328 -166
Apr11 110121 15.75 16.42 15.75 16.42 +0.75 278 3,093 +126
May11 110121 16.00 16.65 15.90 16.50 +0.60 220 2,801 -18
Total Volume and Open Interest 2,592 33,431 -29
Cocoa(ICE)
Mar11 110121 3193 3250 3157 3184 +6 14,543 62,818 -72
May11 110121 3200 3240 3167 3173 -14 6,786 28,248 +1,758
Jul11 110121 3221 3238 3173 3180 -14 1,305 13,715 +384
Sep11 110121 3222 3234 3167 3178 -16 1,309 9,712 +679
Dec11 110121 3236 3245 3179 3191 -18 784 14,281 +166
Mar12 110121 3299 3305 3229 3247 -14 3,191 13,198 +1,293
May12 110121 3284 3289 3221 3239 -14 66 4,608 -12
Total Volume and Open Interest 28,069 148,698 +4,277
Coffee "C"(ICE)
Mar11 110121 232.90 241.80 232.85 240.40 +8.60 18,825 76,947 -2,478
May11 110121 234.05 243.40 234.05 242.20 +8.55 4,821 32,019 +2,064
Jul11 110121 235.95 244.45 235.95 243.30 +8.35 865 13,606 +43
Sep11 110121 234.25 242.70 234.25 241.65 +7.90 388 5,192 +171
Dec11 110121 230.80 239.00 230.80 238.00 +7.30 154 8,168 +25
Mar12 110121 231.25 233.70 230.60 233.70 +7.05 30 915 -154
Total Volume and Open Interest 25,083 137,623 -329
Orange Juice(ICE)
Mar11 110121 176.80 176.95 172.60 174.00 -2.00 1,046 21,921 +170
May11 110121 175.25 175.95 171.90 172.75 -2.65 191 6,752 +47
Jul11 110121 171.95 172.25 171.95 172.15 -2.25 8 2,601 -5
Sep11 110121 171.65 171.65 171.65 171.65 -2.25 0 493 +0
Nov11 110121 171.50 171.50 170.05 170.05 -2.65 0 548 +0
Jan12 110121 169.70 169.70 169.70 169.70 -2.50 0 2 +0
Total Volume and Open Interest 1,245 32,339 +212
Sugar #11(ICE)
Mar11 110121 31.39 32.39 31.11 32.33 +1.02 59,157 215,963 -3,996
May11 110121 29.28 30.02 29.04 29.98 +0.70 24,091 117,537 +777
Jul11 110121 27.12 27.45 26.82 27.39 +0.37 15,067 121,194 +502
Oct11 110121 25.43 25.68 25.28 25.62 +0.19 6,345 66,540 +45
Mar12 110121 24.55 24.84 24.41 24.79 +0.24 4,998 46,660 -193
Total Volume and Open Interest 112,392 617,666 -2,384
London Cocoa(LCE)
Mar11 110121 2150 2170 2135 2148 +20 11,139 59,823 -838
May11 110121 2125 2142 2109 2114 +12 6,362 26,253 +481
Jul11 110121 2120 2140 2109 2111 +16 2,032 26,877 +376
Sep11 110121 2095 2129 2093 2099 +8 1,244 21,213 +284
Dec11 110121 2105 2116 2087 2087 +2 1,292 25,598 +848
Mar12 110121 2115 2121 2088 2092 unch 184 19,879 +6
May12 110121 2096 2096 2096 2096 +2 0 3,698 +0
Total Volume and Open Interest 22,290 190,872 +1,180
London Sugar(LCE)
Mar11 110121 774.90 791.60 773.20 790.70 +22.40 4,944 19,527 -948
May11 110121 744.60 763.20 743.10 762.50 +22.90 2,053 11,824 +554
Aug11 110121 705.40 719.00 705.00 717.30 +15.80 629 8,772 +212
Oct11 110121 660.00 669.00 660.00 663.80 +7.80 304 2,683 -10
Dec11 110121 648.90 650.70 648.80 648.80 +4.80 46 1,069 +16
Total Volume and Open Interest 8,003 44,675 -167
Cotton(ICE)
Mar11 110121 153.90 156.94 153.72 156.94 +4.00 10,989 89,450 -42
May11 110121 147.74 151.27 147.74 151.27 +4.00 2,339 24,605 +128
Jul11 110121 141.49 144.36 141.49 144.36 +4.00 2,702 35,078 +283
Oct11 110121 122.78 122.78 122.78 122.78 +2.85 1 172 +0
Dec11 110121 106.16 109.69 106.16 108.74 +3.04 3,378 49,391 +47
Mar12 110121 101.50 103.91 101.50 102.50 +2.04 179 2,140 +49
Total Volume and Open Interest 19,635 202,815 +489
Lumber(CME)
Mar11 110121 304.4 313.4 304.4 313.4 +10.0 492 6,812 -33
May11 110121 321.0 330.0 320.9 330.0 +10.0 177 2,826 +27
Jul11 110121 327.0 337.5 327.0 337.5 +10.0 35 1,119 +0
Sep11 110121 325.0 333.4 325.0 333.4 +10.0 5 185 +0
Total Volume and Open Interest 709 10,943 -6
Crude Oil(NYM)
Mar11 110121 89.45 90.22 88.87 89.11 -0.48 442,041 410,592 -1,243
Apr11 110121 90.88 91.66 90.38 90.63 -0.33 167,019 120,896 +8,894
May11 110121 92.15 92.91 91.75 92.04 -0.14 94,236 94,363 +6,196
Jun11 110121 92.98 93.80 92.75 93.07 +0.03 80,969 109,298 -4,659
Jul11 110121 93.66 94.34 93.60 93.80 +0.15 20,527 59,032 -865
Aug11 110121 94.44 94.55 94.06 94.24 +0.20 11,961 34,354 +2,206
Sep11 110121 94.98 95.02 94.37 94.58 +0.24 10,417 31,867 +169
Oct11 110121 94.90 95.27 94.71 94.89 +0.29 6,429 22,959 +894
Nov11 110121 95.48 95.49 95.09 95.17 +0.34 5,317 22,047 +1,395
Dec11 110121 95.02 95.80 94.94 95.43 +0.39 46,789 170,673 +3,937
Jan12 110121 95.34 95.85 95.34 95.56 +0.46 5,045 31,236 +537
Feb12 110121 95.61 95.61 95.61 95.61 +0.50 1,469 9,819 +338
Mar12 110121 95.65 95.65 95.65 95.65 +0.53 708 12,813 +389
Apr12 110121 95.68 95.68 95.68 95.68 +0.57 134 5,121 +32
May12 110121 95.72 95.72 95.72 95.72 +0.61 199 7,283 +125
Jun12 110121 95.72 95.93 95.69 95.76 +0.65 4,377 49,970 +1,138
Total Volume and Open Interest 929,563 1,483,234 +661
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 110121 89.450 90.200 88.875 89.100 -0.500 13,614 6,070 +566
Apr11 110121 90.825 91.650 90.400 90.625 -0.325 1,020 1,171 +213
May11 110121 92.200 92.375 92.050 92.050 -0.125 61 71 +5
Jun11 110121 93.075 93.075 93.075 93.075 +0.025 6 56 +2
Jul11 110121 93.900 93.900 93.800 93.800 +0.150 0 12 +0
Aug11 110121 94.250 94.250 94.250 94.250 +0.200 1 10 -1
Sep11 110121 94.575 94.575 94.575 94.575 +0.225 0 6 +0
Oct11 110121 94.900 94.900 94.900 94.900 +0.300 0 42 +0
Total Volume and Open Interest 14,702 7,722 +785
Heating Oil(NYM)
Feb11 110121 262.15 266.05 261.80 265.08 +2.76 30,713 52,346 -9,200
Mar11 110121 262.55 266.45 262.20 265.43 +2.78 47,690 93,945 +4,260
Apr11 110121 262.10 264.93 262.03 264.48 +2.92 15,157 39,310 +1,198
May11 110121 260.86 264.15 260.86 263.60 +2.97 6,027 23,067 -5
Jun11 110121 260.31 264.39 260.12 263.41 +2.94 10,208 33,824 -419
Jul11 110121 261.20 264.31 261.20 264.21 +2.93 4,416 12,022 +581
Aug11 110121 263.55 265.39 263.55 265.20 +2.93 4,569 7,976 +311
Sep11 110121 265.17 266.75 265.17 266.61 +2.86 2,102 9,007 +533
Oct11 110121 266.60 268.25 266.54 268.14 +2.81 588 4,485 +75
Nov11 110121 269.03 270.42 268.92 269.77 +2.85 542 5,113 +3
Dec11 110121 267.94 271.67 267.94 271.11 +2.86 2,588 18,521 +791
Jan12 110121 271.44 272.75 271.40 272.43 +2.88 86 3,270 -7
Total Volume and Open Interest 125,197 311,627 -1,551
Gasoline(NYMEX)
Feb11 110121 242.33 247.38 242.28 245.89 +3.64 35,900 40,756 -7,719
Mar11 110121 244.21 249.43 244.14 247.85 +3.64 50,726 94,542 +2,323
Apr11 110121 255.65 260.58 255.65 258.92 +3.51 20,042 41,974 +2,176
May11 110121 257.78 261.23 256.88 259.64 +3.42 11,479 24,121 +804
Jun11 110121 256.57 261.19 256.32 259.59 +3.32 11,168 26,532 +374
Jul11 110121 255.90 259.70 255.80 258.90 +3.20 4,503 9,566 +172
Aug11 110121 255.83 257.99 255.37 257.64 +3.15 4,812 6,281 +241
Sep11 110121 253.85 256.07 253.54 255.74 +3.02 1,238 5,344 +24
Oct11 110121 243.38 245.51 243.20 245.05 +2.88 684 5,202 +71
Nov11 110121 242.95 242.95 242.95 242.95 +2.78 393 1,747 -30
Total Volume and Open Interest 143,438 290,082 -1,823
e-miNY RBOB Gasoline(NYM)
Feb11 110121 245.90 245.90 245.89 245.90 +3.60 0 3 +0
Mar11 110121 247.90 247.90 247.85 247.90 +3.70 0 1 +0
Apr11 110121 258.90 258.92 258.90 258.90 +3.50 0 1 +0
May11 110121 259.60 259.64 259.60 259.60 +3.40 0 1 +0
Total Volume and Open Interest 0 9 +0
Natural Gas(NYM)
Feb11 110121 4.689 4.777 4.644 4.736 +0.041 175,723 56,022 -12,084
Mar11 110121 4.692 4.776 4.655 4.743 +0.051 124,535 256,033 +1,677
Apr11 110121 4.689 4.749 4.640 4.720 +0.043 60,035 100,559 +5,231
May11 110121 4.701 4.777 4.668 4.753 +0.046 26,163 86,723 +3,114
Jun11 110121 4.746 4.805 4.711 4.787 +0.048 9,970 22,115 +71
Jul11 110121 4.787 4.853 4.751 4.837 +0.046 10,364 31,095 +122
Aug11 110121 4.850 4.880 4.780 4.856 +0.040 5,168 18,828 +23
Sep11 110121 4.849 4.881 4.787 4.856 +0.035 4,256 14,643 +455
Oct11 110121 4.899 4.919 4.833 4.900 +0.031 25,045 54,628 +718
Nov11 110121 5.010 5.042 4.965 5.023 +0.021 5,099 24,608 +1,291
Dec11 110121 5.200 5.240 5.166 5.219 +0.017 5,426 21,911 +312
Jan12 110121 5.340 5.360 5.290 5.338 +0.012 11,568 41,856 +2,518
Feb12 110121 5.310 5.310 5.249 5.293 +0.010 1,317 9,810 +825
Mar12 110121 5.191 5.203 5.145 5.190 +0.016 3,328 23,226 +1,061
Apr12 110121 4.939 4.950 4.890 4.932 +0.013 3,251 20,031 -54
May12 110121 4.920 4.935 4.900 4.933 +0.013 487 5,116 -100
Total Volume and Open Interest 475,466 855,012 +7,201
Brent Crude Oil(ICE)
Mar11 110121 96.34 97.86 96.26 97.60 +1.02 218,211 266,856 -4,839
Apr11 110121 96.40 97.81 96.34 97.57 +0.93 106,819 166,670 +3,661
May11 110121 96.57 97.91 96.57 97.68 +0.86 42,798 78,653 +1,883
Jun11 110121 96.79 98.04 96.75 97.82 +0.82 47,340 101,699 +2,069
Jul11 110121 96.91 98.15 96.91 97.90 +0.79 9,346 33,946 +304
Aug11 110121 96.99 98.20 96.99 97.95 +0.79 5,268 16,773 +249
Sep11 110121 97.70 98.24 97.37 97.98 +0.79 6,144 26,142 +534
Oct11 110121 97.59 98.29 97.54 98.03 +0.79 3,606 19,257 +643
Nov11 110121 97.78 98.33 97.54 98.07 +0.79 2,871 11,104 -55
Dec11 110121 97.20 98.38 97.20 98.12 +0.79 33,037 106,860 -121
Jan12 110121 98.15 98.15 98.15 98.15 +0.80 1,409 11,758 +101
Feb12 110121 98.16 98.16 98.16 98.16 +0.81 797 5,993 +33
Mar12 110121 98.16 98.16 98.16 98.16 +0.81 372 3,751 -54
Apr12 110121 98.14 98.14 98.14 98.14 +0.82 147 2,107 -78
Total Volume and Open Interest 491,229 955,123 +6,162
Gas Oil(ICE)
Feb11 110121 807.25 819.00 805.50 814.00 +7.75 65,997 121,912 -3,633
Mar11 110121 811.50 823.25 809.75 818.50 +8.00 78,205 149,933 +4,479
Apr11 110121 813.00 825.25 813.00 820.75 +8.25 30,571 74,642 +3,265
May11 110121 815.00 827.25 815.00 822.50 +8.00 10,753 55,274 -2,257
Jun11 110121 817.00 829.25 816.75 824.50 +7.75 16,055 57,131 +1,441
Jul11 110121 820.25 830.75 820.25 827.50 +7.75 2,832 22,557 +486
Aug11 110121 830.50 833.50 827.50 830.25 +7.75 1,558 19,393 +156
Sep11 110121 826.25 836.75 826.25 833.50 +7.75 2,228 19,439 +383
Oct11 110121 828.25 838.50 828.25 835.25 +7.50 1,103 13,070 +29
Nov11 110121 829.25 838.50 829.25 836.25 +7.25 1,067 10,619 -265
Total Volume and Open Interest 227,951 659,091 +5,985
Ethanol(CBOT)
Jan11 110105 2.315 2.315 2.305 2.305 -0.008 63 135 -73
Feb11 110121 2.330 2.340 2.325 2.332 +0.009 432 638 -144
Mar11 110121 2.330 2.365 2.325 2.349 +0.013 354 1,476 +71
Apr11 110121 2.373 2.374 2.363 2.372 +0.013 86 916 +39
May11 110121 2.390 2.400 2.372 2.395 +0.015 57 500 +14
Jun11 110121 2.398 2.418 2.398 2.414 +0.016 87 620 +12
Jul11 110121 2.415 2.428 2.415 2.423 +0.021 66 820 +7
Aug11 110121 2.410 2.412 2.410 2.411 +0.023 80 828 +32
Total Volume and Open Interest 1,255 8,071 +58
WTI Crude Oil(ICE
Mar11 110121 89.47 90.22 88.88 89.11 -0.48 135,030 141,445 -1,107
Apr11 110121 91.01 91.65 90.37 90.63 -0.33 73,707 62,767 +3,968
May11 110121 92.27 92.91 91.85 92.04 -0.14 33,784 42,052 +217
Jun11 110121 93.13 93.74 92.81 93.07 +0.03 36,802 61,126 -4,683
Jul11 110121 94.21 94.36 93.55 93.80 +0.15 6,859 19,209 -165
Aug11 110121 94.59 94.67 94.10 94.24 +0.20 5,195 11,894 +994
Sep11 110121 94.89 95.08 94.49 94.58 +0.24 5,287 17,418 +725
Oct11 110121 95.15 95.34 94.80 94.89 +0.29 3,086 12,099 +414
Nov11 110121 95.37 95.55 95.09 95.17 +0.34 1,349 9,217 +119
Dec11 110121 95.68 95.74 95.19 95.43 +0.39 24,429 78,022 +1,379
Jan12 110121 95.56 95.56 95.56 95.56 +0.46 393 6,373 +60
Feb12 110121 95.61 95.61 95.61 95.61 +0.50 91 1,283 +56
Mar12 110121 95.65 95.65 95.65 95.65 +0.53 78 3,312 +72
Apr12 110121 95.68 95.68 95.68 95.68 +0.57 15 778 +0
May12 110121 95.72 95.72 95.72 95.72 +0.61 20 894 +20
Jun12 110121 95.76 95.76 95.76 95.76 +0.65 1,463 20,339 +879
Total Volume and Open Interest 333,839 563,364 +3,149
US Dollar Index(ICE)
Mar11 110121 79.015 79.095 78.010 78.370 -0.615 24,532 36,449 +2,764
Jun11 110121 79.235 79.235 78.620 78.735 -0.615 44 974 +0
Sep11 110121 79.180 79.180 79.095 79.095 -0.615 0 2 +0
Total Volume and Open Interest 24,576 37,425 +2,764
Australian Dollar(CME)
Mar11 110121 98.05 98.56 97.78 98.33 +0.16 142,842 112,315 -1,843
Jun11 110121 96.89 97.35 96.89 97.20 +0.16 139 746 +64
Sep11 110121 95.98 95.98 95.82 95.98 +0.16 0 14 +0
Total Volume and Open Interest 142,981 113,169 -1,779
British Pound(CME)
Mar11 110121 158.91 160.11 158.61 159.95 +0.90 148,483 93,215 +2,725
Jun11 110121 158.79 159.78 158.77 159.78 +0.90 33 203 -8
Sep11 110121 159.51 159.51 158.61 159.51 +0.90 0 5 +0
Total Volume and Open Interest 148,516 93,455 +2,717
Canadian Dollar(CME)
Mar11 110121 100.17 100.82 100.02 100.42 +0.25 97,933 115,720 -4,837
Jun11 110121 100.10 100.56 99.95 100.20 +0.25 1,166 3,091 +636
Sep11 110121 99.88 99.91 99.65 99.91 +0.26 15 981 +8
Dec11 110121 99.62 100.00 99.36 99.63 +0.27 34 1,275 +5
Total Volume and Open Interest 99,192 121,117 -4,146
Japanese Yen(CME)
Mar11 110121 120.53 121.22 120.40 121.09 +0.60 156,433 106,444 -7,155
Jun11 110121 120.72 121.25 120.62 121.22 +0.60 80 629 -7
Sep11 110121 121.14 121.39 120.80 121.39 +0.59 0 17 +0
Total Volume and Open Interest 156,515 107,102 -7,164
Swiss Franc(CME)
Mar11 110121 103.38 104.49 103.27 104.30 +0.88 51,279 40,782 -1,717
Jun11 110121 104.50 104.50 103.51 104.39 +0.88 10 65 -1
Sep11 110121 104.49 104.49 103.62 104.49 +0.87 1 5 +1
Total Volume and Open Interest 51,290 40,854 -1,717
EuroFX(CME)
Mar11 110121 134.56 136.22 134.42 135.91 +1.25 384,487 188,403 +1,954
Jun11 110121 134.44 136.04 134.44 135.75 +1.22 1,216 2,267 -131
Sep11 110121 135.00 135.75 134.34 135.52 +1.18 0 31 +0
Total Volume and Open Interest 385,727 191,039 +1,823
Mexican Peso(CME)
Feb11 110121 829.2 829.2 828.5 829.2 +0.8      
Mar11 110121 825.5 829.8 823.8 825.8 +0.8 28,003 143,414 +3,694
Total Volume and Open Interest 28,003 143,516 +3,694
30-Year T-Bonds(CBOT)
Mar11 110121 119~190 120~100 119~110 120~030 +0~200 385,807 555,216 -3,283
Jun11 110121 118~060 118~180 117~280 118~160 +0~200 224 1,160 +43
Sep11 110121 116~290 116~290 116~090 116~290 +0~200      
Total Volume and Open Interest 386,031 556,376 -3,240
10-Year T-Notes(CBOT)
Mar11 110121 119~275 120~080 119~220 120~050 +0~105 1,423,201 1,347,309 +23,790
Jun11 110121 118~200 118~310 118~165 118~295 +0~115 566 5,341 +244
Sep11 110121 117~260 117~260 117~155 117~260 +0~105      
Total Volume and Open Interest 1,423,767 1,352,654 +24,034
5-Year T-Notes(CBOT)
Mar11 110121 117~086 117~113 117~072 117~108 +0~024 632,959 1,099,106 +513
Jun11 110121 116~103 116~126 116~102 116~126 +0~024 77 2,153 +197
Sep11 110121 116~022 116~022 115~126 116~022 +0~024      
Total Volume and Open Interest 633,176 1,101,259 +710
2 Year T-Notes(CBOT)
Mar11 110121 109~051 109~057 109~050 109~055 +0~005 256,533 724,976 -1,620
Jun11 110121 109~021 109~021 109~013 109~018 +0~005 73 363 +22
Sep11 110121 108~109 108~109 108~104 108~109 +0~005      
Total Volume and Open Interest 256,606 725,339 -1,598
Eurodollars(CME)
Mar11 110121 99.655 99.660 99.650 99.655 +0.005 160,160 1,209,860 -5,797
Jun11 110121 99.555 99.575 99.555 99.565 +0.010 209,755 1,110,245 -16,039
Sep11 110121 99.420 99.445 99.420 99.435 +0.015 201,331 996,979 -7,348
Dec11 110121 99.235 99.265 99.235 99.255 +0.020 263,606 825,668 +12,117
Mar12 110121 99.005 99.035 99.000 99.025 +0.020 292,977 883,302 -2,660
Jun12 110121 98.720 98.765 98.720 98.750 +0.020 238,361 570,412 -967
Sep12 110121 98.445 98.495 98.440 98.475 +0.020 204,972 461,718 +10,255
Dec12 110121 98.160 98.220 98.160 98.200 +0.020 193,960 319,264 +1,332
Mar13 110121 97.915 97.960 97.890 97.940 +0.020 139,275 207,595 -4,216
Jun13 110121 97.645 97.695 97.620 97.675 +0.025 88,203 166,603 +3,632
Sep13 110121 97.405 97.440 97.355 97.415 +0.025 83,547 186,930 +4,578
Dec13 110121 97.135 97.170 97.085 97.150 +0.030 76,615 146,403 +3,624
Mar14 110121 96.875 96.930 96.840 96.910 +0.040 40,961 115,833 +1,649
Jun14 110121 96.640 96.680 96.590 96.665 +0.045 38,601 108,882 +1,306
Sep14 110121 96.385 96.445 96.350 96.430 +0.055 32,763 65,850 +2,577
Dec14 110121 96.145 96.210 96.110 96.195 +0.060 31,847 76,502 +2,938
Mar15 110121 95.950 96.015 95.915 96.000 +0.065 24,101 55,249 +684
Jun15 110121 4.030 4.085 3.980 4.065 +0.070 18,383 35,125 +746
Total Volume and Open Interest 2,383,511 7,728,875 +13,566
30 Day Federal Funds(CBOT)
Jan11 110121 99.832 99.832 99.830 99.830 unch 4,321 66,628 +2,952
Feb11 110121 99.830 99.835 99.830 99.830 unch 3,712 68,181 +886
Mar11 110121 99.835 99.840 99.835 99.835 unch 3,090 48,946 -93
Apr11 110121 99.840 99.850 99.840 99.845 +0.005 5,799 43,244 +1,604
May11 110121 99.845 99.850 99.845 99.845 unch 8,187 63,394 -1,308
Jun11 110121 99.840 99.845 99.840 99.840 unch 4,994 36,349 +162
Total Volume and Open Interest 51,018 573,314 +5,165
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 110121 99.658 99.658 99.658 99.658 -0.003 0 1,163 +0
Jun11 110121 99.645 99.645 99.645 99.645 unch 0 175 +0
Sep11 110121 99.632 99.632 99.632 99.632 unch      
Dec11 110121 99.613 99.613 99.613 99.613 unch 0 75 +0
Mar12 110121 99.590 99.590 99.590 99.590 unch      
Jun12 110121 99.635 99.635 99.635 99.635 unch      
Sep12 110121 99.585 99.585 99.585 99.585 unch      
Dec12 110121 99.490 99.490 99.490 99.490 unch      
Mar13 110121 99.490 99.490 99.490 99.490 unch      
Jun13 110121 99.445 99.445 99.445 99.445 unch      
Total Volume and Open Interest 0 1,413 +0
3-Mth Euro-Yen(SGX)
Mar11 110121 99.66 99.66 99.66 99.66 unch 23 3,063 +0
Jun11 110121 99.64 99.64 99.64 99.64 unch 0 1,222 +0
Sep11 110121 99.63 99.63 99.63 99.63 unch 0 659 +0
Dec11 110121 99.61 99.61 99.61 99.61 unch 103 1,713 +0
Mar12 110121 99.59 99.59 99.59 99.59 unch 0 305 +0
Jun12 110121 99.64 99.64 99.64 99.64 unch 0 754 +0
Sep12 110121 99.58 99.58 99.58 99.58 unch 0 310 +0
Dec12 110121 99.49 99.49 99.49 99.49 unch 0 4 +0
Total Volume and Open Interest 126 8,031 +0
Japanese Gov't Bonds(SGX)
Mar11 110121 139.75 139.85 139.42 139.78 +0.03 2,689 12,476 +170
Jun11 110121 137.69 137.69 137.69 137.69 +0.03      
Sep11 110121 135.60 135.60 135.60 135.60 +0.03      
Total Volume and Open Interest 2,689 12,476 +170
Euro-Bund(EUREX)
Mar11 110121 123.70 123.86 123.37 123.76 +0.09 1,068,753 1,376,476 -134,302
Jun11 110121 122.32 122.35 122.06 122.35 +0.11 942 1,433 -67
Sep11 110121 122.07 122.07 122.07 122.07 +0.09      
Total Volume and Open Interest 1,069,695 1,377,909 -134,369
Euro-Bobl(EUREX)
Mar11 110121 117.10 117.19 116.92 117.07 -0.07 713,454 921,256 -131,740
Jun11 110121 115.57 115.65 115.57 115.65 -0.06 31 6,902 +17
Sep11 110121 115.64 115.64 115.64 115.64 -0.07      
Total Volume and Open Interest 713,485 928,158 -131,723
3-Mth Euribor(EUREX)
Mar11 110121 98.830 98.835 98.825 98.830 -0.005 216 5,906 +99
Jun11 110121 98.630 98.630 98.620 98.620 -0.020 6 9,251 +94
Sep11 110121 98.420 98.420 98.415 98.415 -0.030 6 1,983 +2
Total Volume and Open Interest 244 24,487 +269
Long Gilt(LIFFE)
Mar11 110121 116~26 117~01 116~22 116~30 unch 117,157 247,136 +909
Jun11 110121 115~25 115~25 115~25 115~25 unch      
Total Volume and Open Interest 117,157 247,136 +909
3-Mth Short Sterling(LIFFE)
Mar11 110121 99.10 99.15 99.08 99.11 +0.01 39,418 334,827 +7,036
Jun11 110121 98.88 98.94 98.87 98.89 +0.01 80,534 320,675 +1,158
Sep11 110121 98.65 98.70 98.62 98.65 +0.01 120,585 272,506 -272
Dec11 110121 98.38 98.42 98.35 98.39 +0.01 117,379 308,441 -6,566
Mar12 110121 98.12 98.17 98.09 98.15 +0.02 140,193 278,202 +13,207
Jun12 110121 97.89 97.91 97.83 97.90 +0.02 89,776 183,610 +2,687
Total Volume and Open Interest 723,529 2,114,189 +27,862
3-Mth Euribor(LIFFE)
Mar11 110121 98.835 98.845 98.815 98.830 -0.005 251,840 636,328 +17,513
Jun11 110121 98.640 98.655 98.600 98.620 -0.020 205,695 515,163 +9,827
Sep11 110121 98.440 98.445 98.390 98.415 -0.030 183,945 420,742 +5,104
Total Volume and Open Interest 1,466,959 3,166,649 +105,007
3-Mth Aus T-Bills(SFE)
Mar11 110121 95.02 95.02 94.99 95.00 -0.02 10,985 189,026 -305
Jun11 110121 94.92 94.93 94.89 94.90 -0.03 15,506 146,003 +4,064
Sep11 110121 94.78 94.78 94.73 94.75 -0.03 13,352 94,695 -348
Dec11 110121 94.65 94.65 94.60 94.61 -0.05 7,268 57,337 -1,383
Mar12 110121 94.57 94.57 94.50 94.51 -0.07 4,252 47,172 +940
Jun12 110121 94.50 94.50 94.44 94.44 -0.08 1,198 40,776 +48
Sep12 110121 94.47 94.47 94.39 94.40 -0.08 1,103 25,046 +172
Dec12 110121 94.41 94.42 94.34 94.35 -0.09 820 12,316 +210
Mar13 110121 94.38 94.38 94.31 94.31 -0.10 182 2,994 +9
Jun13 110121 94.24 94.27 94.24 94.27 -0.09 2 587 +1
Total Volume and Open Interest 54,672 617,594 +3,412
10-Year Aus T-Bonds(SFE)
Mar11 110121 94.43 94.43 94.32 94.33 -0.10 34,450 364,139 +5,759
Jun11 110121 94.33 94.33 94.33 94.33 -0.10      
Total Volume and Open Interest 34,450 364,139 +5,759
3-Year Aus T-Bonds(SFE)
Mar11 110121 94.85 94.86 94.76 94.78 -0.07 132,754 470,394 +20,380
Jun11 110121 94.78 94.78 94.78 94.78 -0.07      
Total Volume and Open Interest 132,754 470,394 +20,380
Gold(CMX)
Feb11 110121 1345.5 1349.7 1337.0 1341.0 -5.5 242,891 225,141 -19,230
Apr11 110121 1347.8 1351.1 1338.7 1342.6 -5.5 48,201 142,124 +14,374
Jun11 110121 1349.4 1352.9 1341.5 1344.4 -5.5 6,373 42,255 +1,330
Aug11 110121 1347.0 1349.4 1343.2 1346.0 -5.4 767 19,880 +276
Oct11 110121 1350.6 1351.0 1347.7 1347.7 -5.4 189 10,806 -8
Dec11 110121 1355.0 1356.7 1346.1 1349.6 -5.4 1,454 24,528 +200
Feb12 110121 1351.9 1351.9 1351.9 1351.9 -5.4 5 7,551 +0
Apr12 110121 1358.4 1358.4 1354.6 1354.6 -5.4 22 6,883 +0
Jun12 110121 1357.5 1357.5 1357.5 1357.5 -5.4 0 13,020 +0
Aug12 110121 1360.6 1360.6 1360.6 1360.6 -5.4 0 7,261 +0
Oct12 110121 1364.2 1364.2 1364.2 1364.2 -5.4 115 4,675 +115
Dec12 110121 1368.2 1369.7 1368.2 1368.2 -5.4 41 13,668 +17
Total Volume and Open Interest 302,134 578,484 -2,629
Silver(CMX)
Mar11 110121 2747.5 2763.0 2708.0 2742.7 -4.6 92,814 71,722 -241
May11 110121 2750.0 2763.5 2715.0 2745.1 -4.6 4,820 19,512 -560
Jul11 110121 2763.5 2763.5 2719.5 2746.5 -4.7 1,670 9,469 +738
Sep11 110121 2758.5 2765.5 2724.0 2747.6 -4.8 625 6,480 +331
Dec11 110121 2758.0 2766.0 2717.0 2748.8 -5.0 1,431 11,755 +96
Mar12 110121 2751.1 2751.1 2751.1 2751.1 -5.0 7 750 +1
May12 110121 2752.5 2752.5 2752.5 2752.5 -5.0 0 355 +0
Total Volume and Open Interest 103,210 135,841 -711
Platinum(NYMEX)
Jan11 110121 1814.0 1818.8 1812.5 1818.8 +5.1 10 350 +5
Apr11 110121 1816.5 1832.8 1805.3 1822.3 +3.7 8,872 40,338 -296
Jul11 110121 1819.9 1829.5 1819.9 1824.8 +3.3 46 1,124 +30
Oct11 110121 1827.3 1827.3 1827.3 1827.3 +3.3 2 44 +2
Total Volume and Open Interest 8,934 41,878 -259
Palladium(NYMEX)
Mar11 110121 810.00 824.00 803.00 816.75 +0.90 5,296 21,467 -398
Jun11 110121 810.55 824.00 810.55 817.70 +0.90 86 828 +7
Sep11 110121 818.30 818.30 818.30 818.30 +0.90 0 18 +0
Total Volume and Open Interest 5,382 22,316 -391
Copper(CMX)
Mar11 110121 425.40 433.75 424.50 430.90 +3.70 49,518 107,279 -4,652
May11 110121 428.50 433.65 425.90 431.30 +3.65 1,581 27,292 -197
Jul11 110121 425.50 430.60 425.50 430.60 +3.40 210 10,670 +69
Sep11 110121 428.30 431.10 428.30 429.75 +3.20 93 5,255 +82
Dec11 110121 427.65 430.00 427.65 427.65 +3.00 10 3,938 +1
Total Volume and Open Interest 52,476 160,378 -4,501
DJIA Index(CBOT)
Mar11 110121 11783 11855 11745 11822 +48 344 9,636 +17
Jun11 110121 11759 11759 11711 11759 +48      
Sep11 110121 11703 11703 11655 11703 +48      
Dec11 110121 11646 11646 11598 11646 +48 1 1 +1
Total Volume and Open Interest 345 9,637 +18
S & P 500(CME)
Mar11 110121 1276.30 1288.00 1273.30 1279.70 +3.50 19,844 293,627 +5,022
Jun11 110121 1274.70 1280.70 1274.70 1274.70 +3.50 0 4,237 +3
Sep11 110121 1269.80 1275.80 1269.80 1269.80 +3.50 0 2,798 +0
Dec11 110121 1265.20 1271.20 1265.20 1265.20 +3.50 0 550 +0
Total Volume and Open Interest 19,844 301,212 +5,025
S & P 500 E-Mini(Globex)
Mar11 110121 1276.00 1288.00 1273.25 1279.75 +3.50 2,534,106 2,614,326 +27,524
Jun11 110121 1272.75 1282.00 1268.25 1274.75 +3.50 235 11,794 +45
Total Volume and Open Interest 2,534,344 2,626,556 +27,572
NASDAQ 100(CME)
Mar11 110121 2283.30 2299.00 2265.50 2269.00 -12.50 3,303 15,148 +1,239
Jun11 110121 2266.30 2292.00 2264.00 2266.30 -12.20 200 250 +250
Sep11 110121 2263.80 2263.80 2263.00 2263.80 -12.20      
Total Volume and Open Interest 3,503 15,398 +1,489
NASDAQ 100 E-Mini(Globex)
Mar11 110121 2281.80 2300.30 2265.80 2269.00 -12.50 351,068 375,596 +4,109
Jun11 110121 2276.00 2295.80 2263.80 2266.30 -12.20 99 771 +17
Total Volume and Open Interest 351,167 376,373 +4,126
S & P Midcap 400(CME)
Mar11 110121 919.00 923.00 911.00 912.80 -1.40 3 2,475 +39
Jun11 110121 910.40 910.40 909.80 910.40 -1.40      
Sep11 110121 908.70 908.70 908.20 908.70 -1.50      
Total Volume and Open Interest 3 2,475 +39
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Mar11 110121 10510 10520 10290 10320 -165 13,183 39,474 -1,126
Jun11 110121 10300 10465 10300 10300 -165 0 4 +0
Total Volume and Open Interest 13,183 39,478 -1,126
Nikkei 225(SGX)
Mar11 110121 10430 10490 10255 10295 -140 113,322 243,249 +10,712
Jun11 110121 10375 10375 10215 10225 -135 60 3,173 +178
Sep11 110121 10225 10225 10225 10225 -140 400 400 +0
Total Volume and Open Interest 114,182 255,132 +10,990
CAC 40(EURONEXT)
Jan11 110121 3980.0 4050.5 3978.5 4049.5 +85.5 239,162 202,433 -103,498
Feb11 110121 3981.5 4060.5 3980.0 4022.5 +56.5 138,964 302,467 +71,782
Mar11 110121 3986.0 4059.0 3985.5 4024.5 +56.5 18,163 50,089 +3,169
Total Volume and Open Interest 396,289 555,029 -28,547
Hang Seng Index(HKFE)
Jan11 110121 24007 24156 23837 23871 -153 79,610 96,634 -462
Feb11 110121 24002 24157 23845 23875 -154 2,706 7,881 +2,557
Mar11 110121 23949 24103 23793 23822 -147 1,162 5,624 -642
Total Volume and Open Interest 83,756 111,836 +1,497
DAX(EUREX)
Mar11 110121 7051.0 7131.5 7033.0 7070.0 +36.5 160,920 251,807 -2,337
Jun11 110121 7073.0 7146.0 7061.0 7091.5 +36.5 318 10,939 +53
Sep11 110121 7092.0 7156.0 7085.5 7110.0 +36.0 175 262 +117
Total Volume and Open Interest 161,413 263,008 -2,167
FT-SE 100(EURONEXT)
Mar11 110121 5840.50 5902.50 5833.00 5862.00 +32.00 155,375 636,820 +7,102
Jun11 110121 5802.50 5830.50 5800.00 5820.50 +31.50 339 1,807 -9
Sep11 110121 5808.50 5808.50 5788.50 5788.50 +32.00 25 226 +15
Total Volume and Open Interest 155,739 638,853 +7,108
SPI 200(SFE)
Mar11 110121 4770.0 4777.0 4718.0 4736.0 -34.0 33,631 182,848 -15,978
Jun11 110121 4774.0 4774.0 4744.0 4760.0 -32.0 302 3,211 +201
Sep11 110121 4751.0 4751.0 4751.0 4751.0 -32.0 72 1,820 +0
Total Volume and Open Interest 34,007 189,160 -17,155
GSCI(CME)
Feb11 110121 639.00 639.00 635.95 639.00 +3.00 181 15,138 +35
Mar11 110121 643.50 643.50 640.45 643.50 +3.00 2 6 +0
Apr11 110121 646.00 647.00 643.95 646.00 +2.00      
Total Volume and Open Interest 183 15,144 +35
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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