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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 24, 2011
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Mar11 110124 1412.50 1426.50 1396.75 1404.50 -7.75 111,994 281,191 -6,855
May11 110124 1422.50 1436.75 1407.50 1415.00 -7.75 26,761 104,153 +1,491
Jul11 110124 1430.00 1444.00 1414.25 1422.00 -8.00 37,346 95,921 +2,006
Aug11 110124 1407.00 1414.25 1394.00 1397.00 -8.75 1,018 3,391 -7
Sep11 110124 1379.75 1390.00 1358.00 1365.25 -10.25 648 4,240 +22
Nov11 110124 1349.00 1364.00 1328.75 1336.75 -11.50 32,948 142,011 +4,151
Jan12 110124 1344.75 1365.00 1333.50 1339.25 -11.25 1,122 11,926 +353
Total Volume and Open Interest 213,423 662,135 +1,796
Soybean Meal(CBOT)
Mar11 110124 379.90 383.50 377.30 380.20 +0.60 33,150 96,178 +847
May11 110124 382.50 385.80 380.10 382.90 +0.40 7,448 35,271 +934
Jul11 110124 383.50 387.20 381.00 383.90 +0.60 6,685 35,917 +715
Aug11 110124 372.10 374.10 371.70 374.10 +0.50 770 7,373 +190
Sep11 110124 365.20 366.00 361.10 363.50 +0.20 1,153 7,341 +211
Oct11 110124 355.50 355.70 347.90 350.70 +0.30 517 5,810 +32
Dec11 110124 350.20 354.00 334.60 348.60 +0.30 2,670 18,456 +409
Jan12 110124 353.30 353.30 345.40 347.80 +0.20 510 1,670 +247
Total Volume and Open Interest 53,922 211,047 +3,820
Soybean Oil(CBOT)
Mar11 110124 57.83 58.49 57.00 57.18 -0.38 47,508 192,406 +65
May11 110124 58.26 58.92 57.46 57.64 -0.36 10,206 64,982 +570
Jul11 110124 58.65 59.29 57.86 58.05 -0.36 10,825 66,210 +1,228
Aug11 110124 58.88 58.90 57.94 58.14 -0.37 678 6,380 +80
Sep11 110124 59.19 59.19 58.04 58.23 -0.36 709 8,563 +157
Oct11 110124 59.16 59.19 58.02 58.21 -0.39 438 9,266 +39
Dec11 110124 58.90 59.53 58.10 58.27 -0.38 3,237 31,459 +442
Jan12 110124 58.32 58.70 58.32 58.32 -0.38 0 467 +0
Total Volume and Open Interest 73,615 380,679 +2,595
Canola(WCE)
Mar11 110124 603.6 607.0 596.7 599.2 -2.4 12,001 113,516 -1,711
May11 110124 612.0 615.3 605.0 607.2 -2.6 3,017 27,941 +931
Jul11 110124 616.1 618.9 608.7 610.6 -3.1 1,486 19,730 -192
Nov11 110124 568.6 571.0 565.5 566.6 unch 845 44,733 -78
Jan12 110124 572.1 574.5 569.3 570.3 +1.0 7 2,208 +0
Total Volume and Open Interest 17,356 209,632 -1,050
Corn(CBOT)
Mar11 110124 659.50 661.50 650.50 655.25 -2.00 181,672 647,948 -5,805
May11 110124 669.50 671.25 660.50 665.00 -2.00 33,280 284,346 +3,922
Jul11 110124 673.00 675.25 665.00 669.50 -1.75 45,338 246,105 +2,116
Sep11 110124 622.50 626.00 617.00 621.25 -1.50 6,553 52,070 +587
Dec11 110124 587.75 592.50 582.75 587.25 unch 61,227 313,680 +8,903
Mar12 110124 594.25 599.00 591.25 595.00 unch 2,168 29,573 +336
Total Volume and Open Interest 334,456 1,623,828 +9,777
Wheat(CBOT)
Mar11 110124 829.25 839.50 823.50 835.25 +10.75 69,697 216,467 +4,228
May11 110124 853.00 864.50 849.75 861.75 +11.50 29,303 78,725 +4,940
Jul11 110124 867.25 880.25 867.25 878.75 +12.00 16,957 117,954 +330
Sep11 110124 881.75 894.75 881.75 893.25 +11.50 4,093 25,282 +214
Dec11 110124 900.00 908.50 896.00 906.00 +10.00 7,059 66,034 +500
Total Volume and Open Interest 128,403 521,507 +10,542
Wheat(KCBT)
Mar11 110124 904.00 914.50 897.25 908.00 +8.00 14,857 86,746 -858
May11 110124 913.00 924.75 908.25 918.75 +8.75 7,230 42,465 +1,186
Jul11 110124 915.00 929.00 915.00 923.75 +9.00 4,967 56,124 -284
Sep11 110124 928.75 936.25 925.00 933.00 +10.00 1,119 14,243 -84
Dec11 110124 944.00 945.25 931.75 942.00 +9.50 971 12,029 +248
Total Volume and Open Interest 29,250 214,359 +258
Wheat(MGE)
Mar11 110124 940.00 952.50 936.00 950.25 +13.00 4,115 21,199 -296
May11 110124 943.75 959.50 943.75 958.50 +15.50 2,262 15,223 +203
Jul11 110124 953.00 960.50 946.50 958.50 +13.00 1,762 10,371 -52
Sep11 110124 939.00 952.00 939.00 950.00 +11.00 933 10,676 +210
Dec11 110124 950.00 955.75 945.75 953.00 +11.75 708 8,837 -38
Total Volume and Open Interest 9,839 67,966 +65
Oats(CBOT)
Mar11 110124 385.00 389.00 381.50 387.00 +1.00 1,020 8,642 -690
May11 110124 394.50 395.00 391.75 395.00 +1.00 768 3,010 +544
Jul11 110124 397.00 398.00 397.00 398.00 +1.00 23 539 -4
Sep11 110124 370.00 370.00 368.00 369.00 +1.00 32 154 +17
Total Volume and Open Interest 1,941 13,682 -80
Rough Rice(CBOT)
Mar11 110124 14.85 15.35 14.79 15.15 +0.28 1,218 13,945 -296
May11 110124 15.11 15.60 15.10 15.43 +0.27 595 2,397 +388
Jul11 110124 15.42 15.88 15.42 15.68 +0.26 185 1,748 +11
Sep11 110124 15.36 15.65 15.36 15.49 +0.14 245 1,386 +130
Total Volume and Open Interest 2,281 19,893 +242
Live Cattle(CME)
Feb11 110124 107.550 107.550 106.550 106.785 -1.165 20,254 60,282 -4,562
Apr11 110124 112.180 112.300 111.500 111.680 -1.000 25,020 159,134 +892
Jun11 110124 112.150 112.150 111.400 111.750 -0.885 12,274 77,248 +3,579
Aug11 110124 112.250 112.535 112.035 112.385 -0.595 3,831 24,816 +442
Oct11 110124 115.250 115.250 114.730 114.980 -0.670 983 16,171 +148
Dec11 110124 115.680 116.000 115.535 115.980 -0.320 703 13,264 +261
Total Volume and Open Interest 63,291 354,113 +871
Feeder Cattle(CME)
Jan11 110124 126.300 126.500 126.200 126.350 unch 618 2,380 -172
Mar11 110124 125.480 126.000 125.135 125.550 unch 2,124 24,936 -39
Apr11 110124 126.230 126.500 125.800 126.300 -0.050 536 6,402 -42
May11 110124 126.180 127.000 126.180 126.700 -0.200 336 8,503 +37
Aug11 110124 126.750 127.600 126.700 127.300 -0.200 488 9,359 +115
Sep11 110124 126.550 127.300 126.550 127.150 -0.150 78 1,191 +11
Oct11 110124 126.500 127.100 126.500 127.100 -0.200 67 572 +42
Total Volume and Open Interest 4,258 53,619 -42
Lean Hogs(CME)
Feb11 110124 80.400 80.900 79.930 80.650 +0.320 10,335 27,478 -981
Apr11 110124 86.600 86.730 85.850 86.250 -0.330 13,722 92,219 -526
May11 110124 94.500 95.100 94.500 95.100 -0.035 178 2,101 +37
Jun11 110124 97.500 97.680 97.000 97.535 unch 5,521 49,119 +1,400
Jul11 110124 96.330 96.550 95.950 96.430 -0.050 1,497 13,916 +246
Aug11 110124 95.600 96.100 95.300 96.050 +0.120 1,128 14,921 +307
Oct11 110124 85.600 86.250 85.400 86.230 +0.345 721 13,500 +183
Dec11 110124 81.750 82.250 81.430 82.250 +0.350 469 4,927 +108
Total Volume and Open Interest 33,867 220,171 +926
Class III Milk(CME)
Jan11 110124 13.51 13.54 13.50 13.53 +0.03 237 5,203 -182
Feb11 110124 15.83 16.55 15.68 16.49 +0.56 730 5,511 +100
Mar11 110124 16.22 17.00 16.09 17.00 +0.75 785 4,357 +29
Apr11 110124 16.35 17.17 16.18 17.09 +0.67 592 3,168 +75
May11 110124 16.45 17.25 16.26 17.05 +0.55 392 2,868 +67
Total Volume and Open Interest 3,966 34,060 +629
Cocoa(ICE)
Mar11 110124 3250 3393 3244 3312 +128 22,370 60,693 -2,125
May11 110124 3233 3340 3222 3282 +109 10,950 29,133 +885
Jul11 110124 3298 3335 3221 3268 +88 4,216 14,252 +537
Sep11 110124 3286 3319 3191 3250 +72 2,556 10,429 +717
Dec11 110124 3298 3298 3198 3253 +62 618 14,268 -13
Mar12 110124 3349 3349 3303 3310 +63 1,719 14,585 +1,387
May12 110124 3313 3321 3303 3303 +64 143 4,576 -32
Total Volume and Open Interest 42,835 150,144 +1,446
Coffee "C"(ICE)
Mar11 110124 239.60 241.00 236.40 237.30 -3.10 14,990 78,886 +1,939
May11 110124 241.90 242.70 238.20 239.10 -3.10 4,739 33,151 +1,132
Jul11 110124 243.30 243.30 239.45 240.25 -3.05 1,086 13,546 -60
Sep11 110124 242.10 242.10 238.35 238.95 -2.70 522 5,224 +32
Dec11 110124 238.00 238.00 235.10 235.95 -2.05 185 8,186 +18
Mar12 110124 232.00 232.00 231.40 231.75 -1.95 37 936 +21
Total Volume and Open Interest 21,578 140,707 +3,084
Orange Juice(ICE)
Mar11 110124 173.90 174.50 169.00 170.80 -3.20 1,286 21,785 -136
May11 110124 172.05 172.10 168.00 170.30 -2.45 242 6,939 +187
Jul11 110124 170.00 170.10 168.50 170.00 -2.15 16 2,611 +10
Sep11 110124 169.50 169.50 169.50 169.50 -2.15 2 493 +0
Nov11 110124 168.35 168.35 167.00 167.00 -3.05 5 547 -1
Jan12 110124 166.75 166.75 166.75 166.75 -2.95 0 2 +0
Total Volume and Open Interest 1,551 32,399 +60
Sugar #11(ICE)
Mar11 110124 32.36 32.65 32.04 32.31 -0.02 47,764 215,474 -489
May11 110124 30.00 30.23 29.72 30.00 +0.02 23,262 119,098 +1,561
Jul11 110124 27.45 27.52 27.10 27.44 +0.05 13,716 122,290 +1,096
Oct11 110124 25.73 25.80 25.43 25.78 +0.16 4,960 67,075 +535
Mar12 110124 24.86 24.94 24.55 24.90 +0.11 4,202 46,125 -535
Total Volume and Open Interest 96,629 620,144 +2,478
London Cocoa(LCE)
Mar11 110124 2290 2307 2170 2190 +42 12,067 57,844 -1,979
May11 110124 2220 2269 2144 2161 +47 9,803 27,636 +1,383
Jul11 110124 2248 2252 2140 2154 +43 5,020 27,360 +483
Sep11 110124 2209 2216 2132 2135 +36 828 21,050 -163
Dec11 110124 2138 2146 2100 2110 +23 2,165 27,112 +1,514
Mar12 110124 2163 2163 2110 2110 +18 1,239 20,085 +206
May12 110124 2125 2125 2112 2112 +16 0 3,698 +0
Total Volume and Open Interest 31,122 192,316 +1,444
London Sugar(LCE)
Mar11 110124 796.90 801.50 789.70 796.20 +5.50 2,645 20,053 +526
May11 110124 766.60 772.50 762.60 769.60 +7.10 2,000 12,446 +622
Aug11 110124 720.00 724.40 715.80 722.80 +5.50 325 8,713 -59
Oct11 110124 665.20 669.20 665.20 668.70 +4.90 66 2,695 +12
Dec11 110124 649.50 656.30 649.50 653.50 +4.70 7 1,076 +7
Total Volume and Open Interest 5,043 45,783 +1,108
Cotton(ICE)
Mar11 110124 160.99 161.94 160.50 161.94 +5.00 4,032 89,644 +194
May11 110124 154.27 156.27 154.07 156.27 +5.00 3,332 23,877 -728
Jul11 110124 147.15 149.36 147.00 149.36 +5.00 1,251 35,408 +330
Oct11 110124 124.00 126.40 124.00 126.40 +3.62 0 172 +0
Dec11 110124 109.79 113.74 109.77 113.74 +5.00 4,134 50,464 +1,073
Mar12 110124 102.50 107.30 102.50 106.80 +4.30 282 2,274 +134
Total Volume and Open Interest 13,102 203,853 +1,038
Lumber(CME)
Mar11 110124 316.2 323.4 316.2 320.0 +6.6 484 6,801 -11
May11 110124 332.6 340.0 332.0 337.2 +7.2 319 2,875 +49
Jul11 110124 342.4 346.9 340.2 343.0 +5.5 242 1,195 +76
Sep11 110124 336.9 342.0 336.9 342.0 +8.6 12 188 +3
Total Volume and Open Interest 1,057 11,060 +117
Crude Oil(NYM)
Mar11 110124 89.26 89.63 87.27 87.87 -1.24 287,810 405,376 -5,216
Apr11 110124 90.80 91.21 88.97 89.53 -1.10 104,882 117,853 -3,043
May11 110124 92.20 92.62 90.50 91.02 -1.02 65,529 89,987 -4,376
Jun11 110124 93.11 93.61 91.57 92.07 -1.00 69,024 110,178 +880
Jul11 110124 94.13 94.13 92.55 92.82 -0.98 20,566 59,484 +452
Aug11 110124 94.52 94.52 93.00 93.29 -0.95 11,749 34,295 -59
Sep11 110124 94.32 94.32 93.30 93.67 -0.91 10,424 32,401 +534
Oct11 110124 95.35 95.37 93.77 94.03 -0.86 8,352 23,663 +704
Nov11 110124 95.79 95.79 94.00 94.37 -0.80 6,404 20,708 -1,339
Dec11 110124 95.80 96.03 94.27 94.69 -0.74 38,312 173,103 +2,430
Jan12 110124 95.24 95.37 94.75 94.84 -0.72 5,202 32,112 +876
Feb12 110124 95.02 95.02 94.92 94.92 -0.69 1,372 10,067 +248
Mar12 110124 94.98 94.98 94.98 94.98 -0.67 839 13,108 +295
Apr12 110124 95.02 95.02 95.02 95.02 -0.66 128 5,127 +6
May12 110124 95.08 95.08 95.08 95.08 -0.64 190 7,217 -66
Jun12 110124 95.50 95.70 95.00 95.14 -0.62 3,462 50,387 +417
Total Volume and Open Interest 649,585 1,475,916 -7,318
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 110124 89.250 89.625 87.275 87.875 -1.225 7,476 6,836 +766
Apr11 110124 91.425 91.425 89.000 89.525 -1.100 969 1,530 +359
May11 110124 91.550 91.550 90.600 91.025 -1.025 237 204 +133
Jun11 110124 91.950 92.075 91.850 92.075 -1.000 0 56 +0
Jul11 110124 92.825 92.825 92.825 92.825 -0.975 3 12 +0
Aug11 110124 93.300 93.300 93.300 93.300 -0.950 0 10 +0
Sep11 110124 93.675 93.675 93.675 93.675 -0.900 0 6 +0
Oct11 110124 94.025 94.025 94.025 94.025 -0.875 0 42 +0
Total Volume and Open Interest 8,685 8,980 +1,258
Heating Oil(NYM)
Feb11 110124 265.60 267.88 261.47 261.93 -3.15 34,473 43,975 -8,371
Mar11 110124 265.88 268.08 261.83 262.31 -3.12 57,197 100,510 +6,565
Apr11 110124 266.00 266.88 260.97 261.51 -2.97 15,931 39,967 +657
May11 110124 264.50 265.86 260.33 260.95 -2.65 7,226 23,478 +411
Jun11 110124 264.01 265.40 260.25 261.01 -2.40 9,750 34,293 +469
Jul11 110124 265.73 265.73 261.27 261.96 -2.25 2,780 11,885 -137
Aug11 110124 265.57 266.30 262.65 263.09 -2.11 1,603 8,200 +224
Sep11 110124 268.38 268.39 264.40 264.66 -1.95 928 9,091 +84
Oct11 110124 269.00 269.42 265.62 266.34 -1.80 264 4,512 +27
Nov11 110124 270.38 271.00 267.32 268.06 -1.71 336 5,176 +63
Dec11 110124 272.90 272.90 269.01 269.46 -1.65 3,740 18,882 +361
Jan12 110124 272.25 273.75 270.75 270.76 -1.67 91 3,270 +0
Total Volume and Open Interest 134,423 312,038 +411
Gasoline(NYMEX)
Feb11 110124 245.85 247.51 240.83 241.32 -4.57 22,741 38,067 -2,689
Mar11 110124 247.50 249.79 243.24 243.79 -4.06 42,491 98,696 +4,154
Apr11 110124 259.16 260.42 254.88 255.49 -3.43 18,230 41,867 -107
May11 110124 260.93 260.93 255.89 256.36 -3.28 6,807 24,522 +401
Jun11 110124 259.76 260.64 256.10 256.48 -3.11 6,825 27,302 +770
Jul11 110124 259.66 259.66 255.45 255.96 -2.94 3,613 10,427 +861
Aug11 110124 257.91 258.02 254.52 254.87 -2.77 1,559 6,251 -30
Sep11 110124 258.02 258.02 253.03 253.11 -2.63 1,037 5,432 +88
Oct11 110124 243.18 243.20 242.55 242.55 -2.50 684 5,319 +117
Nov11 110124 242.00 242.00 240.65 240.65 -2.30 495 1,833 +86
Total Volume and Open Interest 105,608 293,775 +3,693
e-miNY RBOB Gasoline(NYM)
Feb11 110124 241.30 241.32 241.30 241.30 -4.60 0 3 +0
Mar11 110124 243.80 243.80 243.79 243.80 -4.10 0 1 +0
Apr11 110124 255.50 255.50 255.49 255.50 -3.40 0 1 +0
May11 110124 256.40 256.40 256.36 256.40 -3.20 0 1 +0
Total Volume and Open Interest 0 9 +0
Natural Gas(NYM)
Feb11 110124 4.810 4.879 4.557 4.580 -0.156 137,165 43,637 -12,385
Mar11 110124 4.796 4.823 4.576 4.598 -0.145 102,077 253,975 -2,058
Apr11 110124 4.800 4.800 4.573 4.595 -0.125 50,712 105,333 +4,774
May11 110124 4.804 4.822 4.610 4.633 -0.120 27,313 89,276 +2,553
Jun11 110124 4.837 4.850 4.658 4.670 -0.117 11,865 22,437 +322
Jul11 110124 4.930 4.930 4.700 4.720 -0.117 13,539 31,433 +338
Aug11 110124 4.890 4.896 4.732 4.740 -0.116 5,615 19,249 +421
Sep11 110124 4.888 4.888 4.728 4.741 -0.115 5,372 14,189 -454
Oct11 110124 4.950 4.950 4.770 4.785 -0.115 24,401 56,719 +2,091
Nov11 110124 5.050 5.050 4.925 4.933 -0.090 8,740 25,072 +464
Dec11 110124 5.240 5.268 5.128 5.148 -0.071 7,261 21,991 +80
Jan12 110124 5.368 5.375 5.252 5.270 -0.068 10,770 43,033 +1,177
Feb12 110124 5.327 5.327 5.211 5.229 -0.064 1,890 9,854 +44
Mar12 110124 5.224 5.224 5.120 5.129 -0.061 2,576 23,461 +235
Apr12 110124 4.917 4.937 4.885 4.889 -0.043 2,085 20,723 +692
May12 110124 4.900 4.919 4.885 4.890 -0.043 156 5,160 +44
Total Volume and Open Interest 414,300 854,200 -812
Brent Crude Oil(ICE)
Mar11 110124 97.59 98.17 96.23 96.61 -0.99 161,784 264,519 -2,337
Apr11 110124 97.56 98.11 96.25 96.65 -0.92 78,425 171,751 +5,081
May11 110124 97.67 98.22 96.45 96.83 -0.85 36,406 84,360 +5,707
Jun11 110124 97.82 98.42 96.64 97.03 -0.79 37,420 104,512 +2,813
Jul11 110124 98.44 98.44 96.78 97.15 -0.75 9,267 33,363 -583
Aug11 110124 98.49 98.49 96.92 97.24 -0.71 4,445 16,530 -243
Sep11 110124 98.52 98.52 96.96 97.33 -0.65 4,544 25,754 -388
Oct11 110124 98.34 98.50 97.10 97.42 -0.61 3,368 19,656 +399
Nov11 110124 98.42 98.43 97.17 97.50 -0.57 1,580 11,095 -9
Dec11 110124 98.42 98.64 97.19 97.58 -0.54 23,724 109,111 +2,251
Jan12 110124 97.63 97.63 97.63 97.63 -0.52 874 11,729 -29
Feb12 110124 97.65 97.65 97.65 97.65 -0.51 315 5,984 -9
Mar12 110124 97.65 97.65 97.65 97.65 -0.51 1,031 3,864 +113
Apr12 110124 97.62 97.62 97.62 97.62 -0.52 24 2,107 +0
Total Volume and Open Interest 369,555 968,565 +13,442
Gas Oil(ICE)
Feb11 110124 818.75 822.75 805.00 819.25 +5.25 56,229 125,533 +3,621
Mar11 110124 823.00 827.00 810.25 824.00 +5.50 84,938 151,605 +1,672
Apr11 110124 828.00 829.00 813.50 826.50 +5.75 34,742 70,618 -4,024
May11 110124 830.00 830.50 816.00 828.75 +6.25 13,630 57,319 +2,045
Jun11 110124 828.50 833.00 818.00 830.75 +6.25 22,280 59,091 +1,960
Jul11 110124 834.50 835.00 822.00 833.75 +6.25 7,899 21,114 -1,443
Aug11 110124 833.25 837.50 825.50 836.75 +6.50 5,126 21,143 +1,750
Sep11 110124 837.25 840.50 828.50 840.00 +6.50 4,641 18,976 -463
Oct11 110124 839.50 841.75 830.50 841.75 +6.50 2,507 13,380 +310
Nov11 110124 839.00 842.75 831.75 842.75 +6.50 1,313 10,515 -104
Total Volume and Open Interest 249,694 666,586 +7,495
Ethanol(CBOT)
Jan11 110105 2.315 2.315 2.305 2.305 -0.008 63 135 -73
Feb11 110124 2.332 2.332 2.305 2.320 -0.012 78 626 -12
Mar11 110124 2.345 2.345 2.325 2.337 -0.012 182 1,499 +23
Apr11 110124 2.347 2.363 2.347 2.359 -0.013 80 936 +20
May11 110124 2.376 2.387 2.373 2.383 -0.012 54 487 -13
Jun11 110124 2.390 2.405 2.390 2.405 -0.009 34 614 -6
Jul11 110124 2.415 2.415 2.405 2.414 -0.009 43 806 -14
Aug11 110124 2.390 2.404 2.390 2.404 -0.007 24 841 +13
Total Volume and Open Interest 566 8,104 +33
WTI Crude Oil(ICE
Mar11 110124 89.19 89.66 87.26 87.87 -1.24 94,070 138,444 -3,001
Apr11 110124 90.86 91.23 88.97 89.53 -1.10 52,243 63,795 +1,028
May11 110124 92.43 92.59 90.50 91.02 -1.02 26,523 40,429 -1,623
Jun11 110124 93.33 93.37 91.66 92.07 -1.00 28,238 59,867 -1,259
Jul11 110124 94.08 94.08 92.44 92.82 -0.98 7,211 20,098 +889
Aug11 110124 94.50 94.50 93.11 93.29 -0.95 3,804 11,601 -293
Sep11 110124 94.82 94.85 93.33 93.67 -0.91 4,956 18,503 +1,085
Oct11 110124 95.19 95.19 93.91 94.03 -0.86 3,425 13,253 +1,154
Nov11 110124 94.83 95.01 94.25 94.37 -0.80 1,829 9,189 -28
Dec11 110124 95.70 95.72 94.35 94.69 -0.74 18,347 80,593 +2,571
Jan12 110124 94.84 94.84 94.84 94.84 -0.72 824 6,892 +519
Feb12 110124 95.32 95.32 94.92 94.92 -0.69 30 1,296 +13
Mar12 110124 95.05 95.05 94.98 94.98 -0.67 784 3,987 +675
Apr12 110124 95.02 95.02 95.02 95.02 -0.66 25 783 +5
May12 110124 95.08 95.08 95.08 95.08 -0.64 40 924 +30
Jun12 110124 95.55 95.55 95.14 95.14 -0.62 399 20,306 -33
Total Volume and Open Interest 246,426 565,699 +2,335
US Dollar Index(ICE)
Mar11 110124 78.300 78.630 77.940 78.192 -0.178 20,116 36,783 +334
Jun11 110124 78.785 78.935 78.355 78.552 -0.183 78 996 +22
Sep11 110124 78.912 78.912 78.912 78.912 -0.183 1 3 +1
Total Volume and Open Interest 20,195 37,782 +357
Australian Dollar(CME)
Mar11 110124 98.27 99.63 98.04 99.21 +0.88 81,020 112,062 -253
Jun11 110124 97.13 98.31 96.99 98.07 +0.87 27 712 -34
Sep11 110124 96.83 96.83 95.98 96.83 +0.85 0 14 +0
Total Volume and Open Interest 81,047 112,882 -287
British Pound(CME)
Mar11 110124 159.92 160.08 159.16 159.88 -0.07 107,918 97,113 +3,898
Jun11 110124 159.63 159.78 159.09 159.71 -0.07 53 176 -27
Sep11 110124 159.45 159.51 159.45 159.45 -0.06 0 5 +0
Total Volume and Open Interest 107,971 97,326 +3,871
Canadian Dollar(CME)
Mar11 110124 100.58 100.72 100.07 100.40 -0.02 68,120 117,377 +1,657
Jun11 110124 100.28 100.45 99.90 100.18 -0.02 164 3,092 +1
Sep11 110124 100.02 100.02 99.89 99.89 -0.02 13 986 +5
Dec11 110124 99.72 99.75 99.60 99.61 -0.02 27 1,283 +8
Total Volume and Open Interest 68,324 122,788 +1,671
Japanese Yen(CME)
Mar11 110124 121.03 121.55 120.64 121.24 +0.15 103,331 107,106 +662
Jun11 110124 121.13 121.49 120.81 121.37 +0.15 27 645 +16
Sep11 110124 120.91 121.54 120.91 121.54 +0.15 1 18 +1
Total Volume and Open Interest 103,359 107,781 +679
Swiss Franc(CME)
Mar11 110124 104.37 105.64 103.95 105.35 +1.05 35,658 39,899 -883
Jun11 110124 104.66 105.44 104.39 105.44 +1.05 3 66 +1
Sep11 110124 105.54 105.54 104.49 105.54 +1.05 0 5 +0
Total Volume and Open Interest 35,661 39,972 -882
EuroFX(CME)
Mar11 110124 136.02 136.80 135.33 136.29 +0.38 326,435 188,217 -186
Jun11 110124 135.93 136.61 135.28 136.14 +0.39 1,001 2,604 +337
Sep11 110124 135.50 135.94 135.50 135.94 +0.42 8 33 +2
Total Volume and Open Interest 327,466 191,192 +153
Mexican Peso(CME)
Feb11 110124 830.0 830.0 829.2 830.0 +0.8      
Mar11 110124 825.0 828.2 824.5 826.5 +0.8 20,425 141,677 -1,737
Total Volume and Open Interest 20,425 141,779 -1,737
30-Year T-Bonds(CBOT)
Mar11 110124 120~060 120~230 119~250 120~100 +0~070 328,042 557,125 +1,909
Jun11 110124 118~100 119~000 118~100 118~230 +0~070 145 1,167 +7
Sep11 110124 117~040 117~040 116~290 117~040 +0~070      
Total Volume and Open Interest 328,187 558,292 +1,916
10-Year T-Notes(CBOT)
Mar11 110124 120~050 120~150 119~290 120~075 +0~025 1,041,730 1,355,705 +8,396
Jun11 110124 118~260 119~065 118~260 118~315 +0~020 1,280 6,278 +937
Sep11 110124 117~280 117~280 117~260 117~280 +0~020      
Total Volume and Open Interest 1,043,010 1,361,987 +9,333
5-Year T-Notes(CBOT)
Mar11 110124 117~105 118~002 117~084 117~111 +0~003 467,804 1,115,666 +16,560
Jun11 110124 116~105 117~001 116~105 117~001 +0~003 1,215 3,042 +889
Sep11 110124 116~025 116~025 116~022 116~025 +0~003      
Total Volume and Open Interest 469,019 1,118,708 +17,449
2 Year T-Notes(CBOT)
Mar11 110124 109~054 109~056 109~046 109~054 -0~001 174,144 742,330 +17,354
Jun11 110124 109~013 109~018 109~009 109~017 -0~001 8 367 +4
Sep11 110124 108~108 108~109 108~108 108~108 -0~001      
Total Volume and Open Interest 174,152 742,697 +17,358
Eurodollars(CME)
Mar11 110124 99.660 99.660 99.650 99.655 unch 85,231 1,213,972 +4,112
Jun11 110124 99.575 99.580 99.560 99.575 +0.010 115,764 1,118,721 +8,476
Sep11 110124 99.435 99.460 99.420 99.450 +0.015 141,956 1,006,821 +9,842
Dec11 110124 99.255 99.275 99.235 99.270 +0.015 165,152 847,528 +21,860
Mar12 110124 99.030 99.045 98.995 99.035 +0.010 174,645 883,347 +45
Jun12 110124 98.755 98.770 98.720 98.755 +0.005 149,040 571,996 +1,584
Sep12 110124 98.480 98.490 98.440 98.475 unch 157,580 466,421 +4,703
Dec12 110124 98.200 98.215 98.160 98.200 unch 120,824 317,026 -2,238
Mar13 110124 97.945 97.955 97.895 97.935 -0.005 86,954 211,876 +4,281
Jun13 110124 97.665 97.695 97.630 97.670 -0.005 57,144 167,674 +1,071
Sep13 110124 97.415 97.440 97.375 97.415 unch 58,375 188,703 +1,773
Dec13 110124 97.150 97.180 97.110 97.150 unch 50,682 146,161 -242
Mar14 110124 96.915 96.940 96.870 96.910 unch 18,056 117,610 +1,777
Jun14 110124 96.670 96.700 96.620 96.665 unch 20,057 109,908 +1,026
Sep14 110124 96.430 96.465 96.380 96.425 -0.005 16,643 65,193 -657
Dec14 110124 96.195 96.230 96.150 96.190 -0.005 16,771 76,234 -268
Mar15 110124 95.985 96.035 95.955 95.995 -0.005 9,354 55,273 +24
Jun15 110124 4.070 4.100 4.035 4.060 -0.005 7,317 34,989 -136
Total Volume and Open Interest 1,470,529 7,787,834 +58,959
30 Day Federal Funds(CBOT)
Jan11 110124 99.830 99.832 99.830 99.830 unch 1,705 67,142 +514
Feb11 110124 99.835 99.835 99.830 99.830 unch 911 68,611 +430
Mar11 110124 99.840 99.840 99.835 99.835 unch 337 48,882 -64
Apr11 110124 99.845 99.845 99.840 99.845 unch 1,650 43,467 +223
May11 110124 99.845 99.850 99.845 99.845 unch 1,044 62,839 -555
Jun11 110124 99.845 99.850 99.840 99.845 +0.005 630 36,313 -36
Total Volume and Open Interest 16,621 574,586 +1,272
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 110124 99.660 99.660 99.658 99.658 unch 499 1,065 -98
Jun11 110124 99.645 99.645 99.645 99.645 unch 0 175 +0
Sep11 110124 99.630 99.630 99.630 99.630 -0.003      
Dec11 110124 99.613 99.613 99.613 99.613 unch 0 75 +0
Mar12 110124 99.580 99.580 99.580 99.580 -0.010      
Jun12 110124 99.635 99.635 99.635 99.635 unch      
Sep12 110124 99.585 99.585 99.585 99.585 unch      
Dec12 110124 99.490 99.490 99.490 99.490 unch      
Mar13 110124 99.490 99.490 99.490 99.490 unch      
Jun13 110124 99.445 99.445 99.445 99.445 unch      
Total Volume and Open Interest 499 1,315 -98
3-Mth Euro-Yen(SGX)
Mar11 110124 99.66 99.66 99.66 99.66 unch 0 3,063 +0
Jun11 110124 99.64 99.64 99.64 99.64 unch 0 1,222 +0
Sep11 110124 99.63 99.63 99.63 99.63 unch 0 659 +0
Dec11 110124 99.61 99.61 99.61 99.61 unch 0 1,795 +82
Mar12 110124 99.59 99.59 99.59 99.59 unch 0 305 +0
Jun12 110124 99.64 99.64 99.64 99.64 unch 0 754 +0
Sep12 110124 99.58 99.58 99.58 99.58 unch 0 310 +0
Dec12 110124 99.49 99.49 99.49 99.49 unch 0 4 +0
Total Volume and Open Interest 0 8,113 +82
Japanese Gov't Bonds(SGX)
Mar11 110124 139.74 139.86 139.54 139.60 -0.18 2,411 12,450 -26
Jun11 110124 137.51 137.51 137.51 137.51 -0.18      
Sep11 110124 135.42 135.42 135.42 135.42 -0.18      
Total Volume and Open Interest 2,411 12,450 -26
Euro-Bund(EUREX)
Mar11 110124 123.55 124.04 123.50 123.92 +0.16 809,086 1,298,036 -78,440
Jun11 110124 122.27 122.57 122.26 122.53 +0.18 565 3,518 +2,085
Sep11 110124 122.23 122.23 122.23 122.23 +0.16      
Total Volume and Open Interest 809,651 1,301,554 -76,355
Euro-Bobl(EUREX)
Mar11 110124 116.94 117.27 116.90 117.19 +0.12 469,039 910,576 -10,680
Jun11 110124 115.63 115.80 115.60 115.77 +0.12 51 7,054 +152
Sep11 110124 115.76 115.76 115.76 115.76 +0.12      
Total Volume and Open Interest 469,090 917,630 -10,528
3-Mth Euribor(EUREX)
Mar11 110124 98.835 98.855 98.835 98.855 +0.025 116 5,801 -105
Jun11 110124 98.605 98.645 98.605 98.645 +0.025 104 9,251 +0
Sep11 110124 98.405 98.440 98.405 98.440 +0.025 2 2,047 +64
Total Volume and Open Interest 385 24,484 -3
Long Gilt(LIFFE)
Mar11 110124 116~24 117~12 116~23 117~05 +0~07 104,943 244,449 -2,687
Jun11 110124 115~31 115~31 115~31 115~31 +0~07      
Total Volume and Open Interest 104,943 244,449 -2,687
3-Mth Short Sterling(LIFFE)
Mar11 110124 99.12 99.16 99.12 99.15 +0.04 53,736 332,447 -2,380
Jun11 110124 98.90 98.96 98.90 98.94 +0.05 65,393 324,931 +4,256
Sep11 110124 98.67 98.72 98.65 98.71 +0.06 65,987 275,472 +2,966
Dec11 110124 98.39 98.47 98.39 98.45 +0.06 104,585 295,846 -12,595
Mar12 110124 98.16 98.23 98.14 98.20 +0.05 102,002 286,905 +8,703
Jun12 110124 97.89 97.98 97.88 97.94 +0.04 85,434 173,981 -9,629
Total Volume and Open Interest 574,800 2,112,629 -1,560
3-Mth Euribor(LIFFE)
Mar11 110124 98.820 98.865 98.815 98.855 +0.025 229,004 631,222 -5,106
Jun11 110124 98.600 98.660 98.595 98.645 +0.025 201,587 523,284 +8,121
Sep11 110124 98.400 98.465 98.385 98.440 +0.025 175,081 412,373 -8,369
Total Volume and Open Interest 1,169,441 3,188,531 +21,882
3-Mth Aus T-Bills(SFE)
Mar11 110124 94.99 95.00 94.97 94.98 -0.02 23,267 194,584 +5,558
Jun11 110124 94.89 94.91 94.88 94.89 -0.01 28,379 155,758 +9,755
Sep11 110124 94.74 94.75 94.72 94.74 -0.01 15,812 96,220 +1,525
Dec11 110124 94.61 94.61 94.59 94.59 -0.02 4,712 57,684 +347
Mar12 110124 94.50 94.52 94.48 94.49 -0.02 2,198 46,374 -798
Jun12 110124 94.44 94.45 94.41 94.42 -0.02 1,330 40,198 -578
Sep12 110124 94.39 94.40 94.37 94.37 -0.03 739 25,399 +353
Dec12 110124 94.35 94.35 94.31 94.33 -0.02 199 12,428 +112
Mar13 110124 94.30 94.30 94.29 94.30 -0.01 12 2,995 +1
Jun13 110124 94.25 94.25 94.23 94.24 -0.03 3 587 +0
Total Volume and Open Interest 76,651 633,869 +16,275
10-Year Aus T-Bonds(SFE)
Mar11 110124 94.33 94.38 94.33 94.36 +0.03 23,454 358,185 -5,954
Jun11 110124 94.36 94.36 94.36 94.36 +0.03      
Total Volume and Open Interest 23,454 358,185 -5,954
3-Year Aus T-Bonds(SFE)
Mar11 110124 94.76 94.81 94.75 94.78 unch 75,491 462,401 -7,993
Jun11 110124 94.78 94.78 94.78 94.78 unch      
Total Volume and Open Interest 75,491 462,401 -7,993
Gold(CMX)
Feb11 110124 1343.0 1352.4 1333.1 1344.5 +3.5 161,567 213,089 -12,052
Apr11 110124 1344.9 1354.0 1334.7 1346.0 +3.4 24,772 155,732 +13,608
Jun11 110124 1346.6 1355.5 1335.1 1347.7 +3.3 2,531 42,743 +488
Aug11 110124 1350.2 1356.3 1336.6 1349.2 +3.2 497 20,030 +150
Oct11 110124 1340.6 1350.9 1340.6 1350.9 +3.2 287 10,753 -53
Dec11 110124 1354.5 1359.3 1341.0 1352.7 +3.1 1,360 24,529 +1
Feb12 110124 1358.0 1358.0 1352.4 1355.1 +3.2 2 7,553 +2
Apr12 110124 1357.7 1357.7 1357.7 1357.7 +3.1 1 6,883 +0
Jun12 110124 1360.6 1360.6 1360.6 1360.6 +3.1 0 13,020 +0
Aug12 110124 1363.6 1363.6 1363.6 1363.6 +3.0 0 7,261 +0
Oct12 110124 1367.1 1367.1 1367.1 1367.1 +2.9 0 4,675 +0
Dec12 110124 1372.4 1372.8 1361.0 1371.0 +2.8 1,168 13,895 +227
Total Volume and Open Interest 193,760 580,750 +2,266
Silver(CMX)
Mar11 110124 2750.0 2795.0 2682.0 2732.1 -10.6 61,642 70,270 -1,452
May11 110124 2750.0 2795.0 2684.0 2734.3 -10.8 3,365 19,781 +269
Jul11 110124 2770.0 2785.0 2689.5 2735.5 -11.0 1,380 8,691 -778
Sep11 110124 2736.2 2736.2 2709.5 2736.2 -11.4 1,061 6,449 -31
Dec11 110124 2785.5 2785.5 2694.5 2737.1 -11.7 1,274 11,551 -204
Mar12 110124 2815.5 2815.5 2739.4 2739.4 -11.7 0 750 +0
May12 110124 2740.8 2740.8 2740.8 2740.8 -11.7 0 355 +0
Total Volume and Open Interest 69,183 133,596 -2,245
Platinum(NYMEX)
Jan11 110124 1817.8 1817.8 1814.6 1814.6 -4.2 2 343 -7
Apr11 110124 1832.0 1836.8 1811.5 1819.6 -2.7 5,541 40,626 +288
Jul11 110124 1824.5 1824.5 1816.2 1823.6 -1.2 55 1,161 +37
Oct11 110124 1823.9 1831.4 1823.9 1825.6 -1.7 0 44 +0
Total Volume and Open Interest 5,598 42,196 +318
Palladium(NYMEX)
Mar11 110124 816.75 828.00 808.00 816.55 -0.20 3,474 21,194 -273
Jun11 110124 827.55 828.00 812.20 817.65 -0.05 13 835 +7
Sep11 110124 817.90 818.25 817.90 818.25 -0.05 0 18 +0
Total Volume and Open Interest 3,487 22,050 -266
Copper(CMX)
Mar11 110124 430.90 437.25 430.90 434.85 +3.95 33,831 107,759 +480
May11 110124 432.20 437.50 432.20 435.30 +4.00 954 27,569 +277
Jul11 110124 434.00 435.90 433.15 434.80 +4.20 456 10,631 -39
Sep11 110124 435.20 435.20 430.85 434.05 +4.30 373 5,292 +37
Dec11 110124 433.05 433.05 431.00 431.95 +4.30 184 4,099 +161
Total Volume and Open Interest 36,264 161,193 +815
DJIA Index(CBOT)
Mar11 110124 11813 11945 11812 11930 +108 1,592 9,007 -629
Jun11 110124 11867 11867 11759 11867 +108      
Sep11 110124 11813 11813 11703 11813 +110      
Dec11 110124 11756 11756 11646 11756 +110 0 1 +0
Total Volume and Open Interest 1,592 9,008 -629
S & P 500(CME)
Mar11 110124 1280.00 1289.50 1278.00 1288.50 +8.80 17,991 297,442 +3,815
Jun11 110124 1276.20 1284.20 1273.70 1283.50 +8.80 580 4,745 +508
Sep11 110124 1271.30 1279.30 1268.80 1278.60 +8.80 0 2,798 +0
Dec11 110124 1266.70 1274.70 1264.20 1274.00 +8.80 0 550 +0
Total Volume and Open Interest 18,571 305,535 +4,323
S & P 500 E-Mini(Globex)
Mar11 110124 1279.50 1289.75 1277.75 1288.50 +8.75 2,012,431 2,594,871 -19,455
Jun11 110124 1274.25 1284.25 1274.00 1283.50 +8.75 810 12,257 +463
Total Volume and Open Interest 2,013,245 2,607,566 -18,990
NASDAQ 100(CME)
Mar11 110124 2269.50 2301.00 2264.30 2298.00 +29.00 1,214 15,625 +477
Jun11 110124 2295.00 2296.00 2294.00 2295.00 +28.70 350 550 +300
Sep11 110124 2292.50 2292.50 2289.80 2292.50 +28.70      
Total Volume and Open Interest 1,564 16,175 +777
NASDAQ 100 E-Mini(Globex)
Mar11 110124 2268.80 2300.80 2264.50 2298.00 +29.00 252,574 366,684 -8,912
Jun11 110124 2267.00 2295.50 2267.00 2295.00 +28.70 130 771 +0
Total Volume and Open Interest 252,704 367,461 -8,912
S & P Midcap 400(CME)
Mar11 110124 919.50 923.00 919.00 919.90 +7.10 5 2,479 +4
Jun11 110124 917.50 918.90 917.50 917.50 +7.10      
Sep11 110124 915.60 917.20 915.60 915.60 +6.90      
Total Volume and Open Interest 5 2,479 +4
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Mar11 110124 10300 10420 10300 10415 +95 12,333 38,689 -785
Jun11 110124 10395 10395 10300 10395 +95 0 4 +0
Total Volume and Open Interest 12,333 38,693 -785
Nikkei 225(SGX)
Mar11 110124 10285 10395 10275 10345 +50 165,680 242,276 -973
Jun11 110124 10200 10275 10200 10275 +50 248 3,182 +9
Sep11 110124 10275 10275 10275 10275 +50 0 400 +0
Total Volume and Open Interest 166,028 254,708 -424
CAC 40(EURONEXT)
Feb11 110124 4031.0 4055.5 4003.5 4034.5 +12.0 185,291 334,708 +32,241
Mar11 110124 4034.0 4057.0 4009.0 4036.5 +12.0 14,697 63,635 +13,546
Apr11 110124 4036.5 4036.5 4036.5 4036.5        
Hang Seng Index(HKFE)
Jan11 110124 24030 24038 23763 23811 -60 89,619 93,279 -3,355
Feb11 110124 24077 24077 23770 23824 -51 4,040 13,322 +5,441
Mar11 110124 23939 23939 23728 23766 -56 355 6,229 +605
Total Volume and Open Interest 94,129 114,610 +2,774
DAX(EUREX)
Mar11 110124 7097.5 7104.5 7010.5 7076.0 +6.0 146,965 243,684 -8,123
Jun11 110124 7105.0 7114.0 7040.0 7097.5 +6.0 388 10,995 +56
Sep11 110124 7124.0 7128.5 7059.5 7116.5 +6.5 201 311 +49
Total Volume and Open Interest 147,554 254,990 -8,018
FT-SE 100(EURONEXT)
Mar11 110124 5863.00 5923.00 5848.00 5910.50 +48.50 122,283 639,513 +2,693
Jun11 110124 5824.00 5875.50 5810.00 5869.00 +48.50 56 1,817 +10
Sep11 110124 5806.50 5847.00 5806.50 5836.50 +48.00 10 236 +10
Total Volume and Open Interest 122,359 641,576 +2,723
SPI 200(SFE)
Mar11 110124 4725.0 4774.0 4725.0 4770.0 +34.0 25,833 181,920 -928
Jun11 110124 4775.0 4794.0 4775.0 4794.0 +34.0 97 3,079 -132
Sep11 110124 4785.0 4785.0 4785.0 4785.0 +34.0 3 1,820 +0
Total Volume and Open Interest 25,939 188,102 -1,058
GSCI(CME)
Feb11 110124 639.50 640.00 631.50 633.00 -6.00 92 15,115 -23
Mar11 110124 644.50 645.30 636.50 636.50 -7.00 0 6 +0
Apr11 110124 641.50 648.00 641.50 641.50 -4.50      
Total Volume and Open Interest 92 15,121 -23
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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