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MRCI's End of Day Prices

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MRCI's End of Day Prices
Daily Futures Price Listing Tue January 25, 2011
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Mar11 110125 1404.25 1408.00 1370.25 1374.50 -30.00 87,474 274,970 -6,221
May11 110125 1414.75 1418.00 1381.25 1385.50 -29.50 18,989 103,869 -284
Jul11 110125 1423.50 1425.25 1387.75 1392.25 -29.75 22,717 97,104 +1,183
Aug11 110125 1399.00 1400.50 1366.25 1371.00 -26.00 363 3,382 -9
Sep11 110125 1357.00 1365.25 1338.00 1340.50 -24.75 453 4,256 +16
Nov11 110125 1337.25 1341.75 1308.25 1312.75 -24.00 20,465 141,003 -1,008
Jan12 110125 1338.25 1339.75 1311.75 1315.75 -23.50 824 12,178 +252
Total Volume and Open Interest 153,023 656,306 -5,829
Soybean Meal(CBOT)
Mar11 110125 380.10 380.80 371.80 372.60 -7.60 28,297 94,554 -1,624
May11 110125 382.50 383.40 374.50 375.20 -7.70 6,039 35,580 +309
Jul11 110125 383.50 383.80 375.30 376.00 -7.90 3,746 36,000 +83
Aug11 110125 373.00 373.00 367.00 367.60 -6.50 618 7,403 +30
Sep11 110125 363.00 363.00 357.90 357.90 -5.60 851 7,346 +5
Oct11 110125 350.40 351.20 344.90 345.70 -5.00 225 5,769 -41
Dec11 110125 348.80 349.20 342.20 343.50 -5.10 2,248 18,455 -1
Jan12 110125 346.50 346.50 343.30 343.30 -4.50 78 1,692 +22
Total Volume and Open Interest 42,913 210,082 -965
Soybean Oil(CBOT)
Mar11 110125 57.24 57.43 55.75 55.78 -1.40 45,242 190,958 -1,448
May11 110125 57.70 57.89 56.29 56.29 -1.35 9,150 66,303 +1,321
Jul11 110125 58.10 58.19 56.74 56.74 -1.31 5,996 66,730 +520
Aug11 110125 57.74 57.74 56.88 56.88 -1.26 704 6,525 +145
Sep11 110125 57.50 57.75 57.00 57.01 -1.22 392 8,628 +65
Oct11 110125 58.42 58.42 56.98 56.98 -1.23 87 9,244 -22
Dec11 110125 58.21 58.45 57.00 57.00 -1.27 1,405 31,638 +179
Jan12 110125 57.05 58.32 57.05 57.05 -1.27 0 467 +0
Total Volume and Open Interest 62,991 381,446 +767
Canola(WCE)
Mar11 110125 598.5 598.5 587.7 591.7 -7.5 10,548 112,443 -1,073
May11 110125 602.0 602.4 596.9 600.0 -7.2 2,978 29,424 +1,483
Jul11 110125 608.0 608.0 600.2 603.4 -7.2 2,007 18,718 -1,012
Nov11 110125 565.0 566.0 558.6 560.7 -5.9 4,117 46,654 +1,921
Jan12 110125 563.4 565.0 563.4 564.5 -5.8 333 2,383 +175
Total Volume and Open Interest 20,016 211,151 +1,519
Corn(CBOT)
Mar11 110125 654.75 655.00 639.25 644.00 -11.25 129,965 628,587 -19,361
May11 110125 664.75 664.75 649.50 654.25 -10.75 45,061 298,044 +13,698
Jul11 110125 668.75 669.50 654.00 659.00 -10.50 44,705 251,698 +5,593
Sep11 110125 619.00 619.00 606.25 612.75 -8.50 6,571 52,592 +522
Dec11 110125 585.50 588.00 575.25 579.00 -8.25 41,458 317,462 +3,782
Mar12 110125 593.00 595.00 583.00 586.50 -8.50 2,006 29,662 +89
Total Volume and Open Interest 271,798 1,628,475 +4,647
Wheat(CBOT)
Mar11 110125 835.25 839.50 820.75 838.25 +3.00 53,540 218,196 +1,729
May11 110125 861.00 866.25 848.00 865.50 +3.75 19,226 81,699 +2,974
Jul11 110125 878.00 883.25 866.25 882.50 +3.75 12,702 119,851 +1,897
Sep11 110125 892.00 896.50 881.25 896.50 +3.25 2,145 25,708 +426
Dec11 110125 902.00 908.50 893.50 908.25 +2.25 4,046 67,191 +1,157
Total Volume and Open Interest 92,391 529,975 +8,468
Wheat(KCBT)
Mar11 110125 908.75 917.50 897.00 917.50 +9.50 11,701 85,114 -1,632
May11 110125 919.00 928.25 909.00 928.25 +9.50 4,543 42,655 +190
Jul11 110125 923.50 934.25 914.00 934.25 +10.50 2,782 56,328 +204
Sep11 110125 931.50 942.50 922.25 942.50 +9.50 641 14,278 +35
Dec11 110125 939.25 951.00 932.00 951.00 +9.00 307 12,082 +53
Total Volume and Open Interest 20,024 213,246 -1,113
Wheat(MGE)
Mar11 110125 950.00 957.25 937.00 956.00 +5.75 3,498 20,901 -298
May11 110125 957.75 965.75 946.25 965.00 +6.50 2,452 15,727 +504
Jul11 110125 953.00 968.50 946.50 967.75 +9.25 1,069 10,347 -24
Sep11 110125 944.25 960.50 937.25 959.75 +9.75 384 10,769 +93
Dec11 110125 948.50 963.00 941.25 961.50 +8.50 189 8,859 +22
Total Volume and Open Interest 7,663 68,293 +327
Oats(CBOT)
Mar11 110125 386.75 392.75 379.00 381.00 -6.00 319 8,642 +0
May11 110125 395.00 398.25 387.00 389.00 -6.00 60 3,028 +18
Jul11 110125 399.00 402.00 390.75 392.50 -5.50 7 535 -4
Sep11 110125 368.00 369.00 366.00 367.50 -1.50 13 165 +11
Total Volume and Open Interest 429 13,695 +13
Rough Rice(CBOT)
Mar11 110125 15.14 15.15 14.72 14.75 -0.40 1,981 14,414 +469
May11 110125 15.40 15.40 15.02 15.04 -0.39 379 2,449 +52
Jul11 110125 15.49 15.63 15.28 15.28 -0.40 308 1,681 -67
Sep11 110125 15.37 15.44 15.12 15.12 -0.37 216 1,443 +57
Total Volume and Open Interest 2,930 20,411 +518
Live Cattle(CME)
Feb11 110125 106.750 106.950 106.050 106.250 -0.535 12,177 57,195 -3,087
Apr11 110125 111.750 111.885 111.080 111.150 -0.530 16,454 161,978 +2,844
Jun11 110125 111.650 111.785 110.850 110.950 -0.800 6,719 78,968 +1,720
Aug11 110125 112.230 112.350 111.330 111.680 -0.705 1,786 25,261 +445
Oct11 110125 114.830 115.000 114.150 114.480 -0.500 653 16,449 +278
Dec11 110125 115.730 115.800 114.980 115.300 -0.680 1,139 13,412 +148
Total Volume and Open Interest 39,024 356,470 +2,357
Feeder Cattle(CME)
Jan11 110125 126.350 126.350 125.785 125.980 -0.370 585 2,277 -103
Mar11 110125 125.330 125.730 124.535 125.135 -0.415 2,302 25,372 +436
Apr11 110125 126.135 126.450 125.350 125.900 -0.400 545 6,449 +47
May11 110125 126.600 126.850 125.730 126.250 -0.450 338 8,584 +81
Aug11 110125 127.250 127.350 126.250 126.900 -0.400 374 9,468 +109
Sep11 110125 126.600 126.650 125.885 126.600 -0.550 53 1,209 +18
Oct11 110125 126.800 126.900 125.830 126.550 -0.550 7 572 +0
Total Volume and Open Interest 4,206 54,207 +588
Lean Hogs(CME)
Feb11 110125 80.650 82.035 80.535 81.830 +1.180 8,886 25,501 -1,977
Apr11 110125 86.300 87.650 86.180 87.135 +0.885 10,009 91,839 -380
May11 110125 94.980 95.600 94.750 95.300 +0.200 95 2,143 +42
Jun11 110125 97.300 98.400 96.830 97.285 -0.250 3,946 49,736 +617
Jul11 110125 96.430 97.100 95.700 95.950 -0.480 1,380 14,269 +353
Aug11 110125 96.000 96.450 95.400 95.700 -0.350 998 15,205 +284
Oct11 110125 85.930 86.350 85.300 85.830 -0.400 904 13,578 +78
Dec11 110125 82.200 82.450 81.430 82.000 -0.250 975 5,289 +362
Total Volume and Open Interest 27,428 219,723 -448
Class III Milk(CME)
Jan11 110125 13.54 13.55 13.53 13.53 unch 66 5,168 -35
Feb11 110125 16.58 16.75 16.16 16.30 -0.19 868 5,701 +190
Mar11 110125 17.10 17.46 16.89 17.01 +0.01 840 4,507 +150
Apr11 110125 17.20 17.37 16.85 17.01 -0.08 651 3,397 +229
May11 110125 17.10 17.25 16.65 16.89 -0.16 590 3,026 +158
Total Volume and Open Interest 4,851 35,525 +1,465
Cocoa(ICE)
Mar11 110125 3333 3375 3270 3335 +23 16,937 60,073 -620
May11 110125 3293 3333 3247 3301 +19 7,288 31,781 +2,648
Jul11 110125 3286 3320 3248 3287 +19 2,246 14,603 +351
Sep11 110125 3261 3291 3227 3261 +11 1,318 10,212 -217
Dec11 110125 3262 3296 3225 3259 +6 1,229 14,101 -167
Mar12 110125 3320 3358 3278 3324 +14 1,093 15,619 +1,034
May12 110125 3278 3319 3269 3319 +16 4 4,574 -2
Total Volume and Open Interest 30,115 153,171 +3,027
Coffee "C"(ICE)
Mar11 110125 237.30 238.30 230.30 231.25 -6.05 8,147 77,713 -1,173
May11 110125 239.00 240.00 232.25 233.10 -6.00 2,255 33,615 +464
Jul11 110125 240.00 240.90 233.45 234.35 -5.90 568 13,711 +165
Sep11 110125 238.05 239.25 232.70 233.45 -5.50 144 5,238 +14
Dec11 110125 235.00 235.25 230.00 230.50 -5.45 196 8,223 +37
Mar12 110125 231.00 231.00 226.55 226.55 -5.20 27 943 +7
Total Volume and Open Interest 11,377 140,215 -492
Orange Juice(ICE)
Mar11 110125 171.45 171.45 169.20 170.65 -0.15 1,611 21,290 -495
May11 110125 170.75 170.75 168.60 169.30 -1.00 696 7,371 +432
Jul11 110125 169.45 169.45 168.90 169.00 -1.00 131 2,522 -89
Sep11 110125 168.75 168.75 168.75 168.75 -0.75 0 493 +0
Nov11 110125 166.80 166.80 166.80 166.80 -0.20 1 548 +1
Jan12 110125 166.45 166.45 166.45 166.45 -0.30 0 2 +0
Total Volume and Open Interest 2,439 32,248 -151
Sugar #11(ICE)
Mar11 110125 32.17 32.24 31.15 31.84 -0.47 25,558 214,513 -961
May11 110125 29.86 29.92 28.87 29.54 -0.46 12,266 120,431 +1,333
Jul11 110125 27.48 27.48 26.36 27.03 -0.41 7,441 123,009 +719
Oct11 110125 25.70 25.70 24.75 25.53 -0.25 3,034 67,417 +342
Mar12 110125 24.75 24.85 23.97 24.85 -0.05 2,522 46,096 -29
Total Volume and Open Interest 52,264 621,457 +1,313
London Cocoa(LCE)
Mar11 110125 2214 2231 2187 2227 +37 10,430 56,358 -1,486
May11 110125 2176 2190 2155 2176 +15 5,715 29,609 +1,973
Jul11 110125 2166 2182 2148 2171 +17 2,195 28,283 +923
Sep11 110125 2147 2164 2136 2154 +19 750 20,678 -372
Dec11 110125 2127 2136 2104 2123 +13 197 27,175 +63
Mar12 110125 2120 2144 2115 2132 +22 1,156 20,602 +517
May12 110125 2126 2151 2116 2136 +24 1 3,699 +1
Total Volume and Open Interest 20,444 193,935 +1,619
London Sugar(LCE)
Mar11 110125 790.90 794.30 770.80 781.50 -14.70 1,988 19,951 -102
May11 110125 764.50 768.30 747.50 759.00 -10.60 1,778 12,628 +182
Aug11 110125 717.70 722.00 705.00 712.20 -10.60 511 8,835 +122
Oct11 110125 659.40 662.20 651.00 662.20 -6.50 27 2,693 -2
Dec11 110125 643.40 645.30 634.50 645.30 -8.20 16 1,074 -2
Total Volume and Open Interest 4,322 45,981 +198
Cotton(ICE)
Mar11 110125 163.84 167.89 158.01 161.83 -0.11 4,621 89,576 -68
May11 110125 157.00 159.11 151.39 154.33 -1.94 2,742 24,537 +660
Jul11 110125 150.00 151.20 144.30 146.55 -2.81 2,728 35,688 +280
Oct11 110125 123.05 128.00 123.00 123.01 -3.39 16 179 +7
Dec11 110125 113.74 114.00 108.01 108.67 -5.07 5,163 51,824 +1,360
Mar12 110125 104.94 107.00 102.50 102.51 -4.29 257 2,419 +145
Total Volume and Open Interest 15,607 206,245 +2,392
Lumber(CME)
Mar11 110125 319.8 320.3 310.0 311.0 -9.0 425 6,884 +83
May11 110125 334.0 335.5 327.2 329.9 -7.3 161 2,899 +24
Jul11 110125 341.0 341.0 333.1 335.3 -7.7 60 1,208 +13
Sep11 110125 335.1 335.1 332.5 333.5 -8.5 4 188 +0
Total Volume and Open Interest 650 11,180 +120
Crude Oil(NYM)
Mar11 110125 87.70 87.85 86.12 86.19 -1.68 356,085 409,644 +4,268
Apr11 110125 89.38 89.60 87.83 87.88 -1.65 141,631 118,324 +471
May11 110125 90.84 91.14 89.40 89.43 -1.59 93,065 95,642 +5,655
Jun11 110125 91.75 92.25 90.50 90.57 -1.50 89,846 114,429 +4,251
Jul11 110125 92.70 93.02 91.36 91.40 -1.42 30,304 60,321 +837
Aug11 110125 93.22 93.30 91.88 91.92 -1.37 15,939 35,064 +769
Sep11 110125 93.47 93.47 92.33 92.34 -1.33 13,745 33,619 +1,218
Oct11 110125 93.84 94.08 92.69 92.71 -1.32 8,175 25,459 +1,796
Nov11 110125 93.23 93.25 93.00 93.06 -1.31 4,894 21,339 +631
Dec11 110125 94.35 94.88 93.29 93.39 -1.30 46,282 176,735 +3,632
Jan12 110125 94.16 94.16 93.56 93.56 -1.28 7,044 31,611 -501
Feb12 110125 93.66 93.66 93.66 93.66 -1.26 3,067 10,644 +577
Mar12 110125 93.72 93.72 93.72 93.72 -1.26 1,448 12,793 -315
Apr12 110125 93.78 93.78 93.78 93.78 -1.24 303 5,132 +5
May12 110125 93.85 93.85 93.85 93.85 -1.23 175 7,183 -34
Jun12 110125 94.01 94.19 93.93 93.93 -1.21 5,211 51,131 +744
Total Volume and Open Interest 839,683 1,503,008 +27,092
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 110125 87.750 87.875 86.100 86.200 -1.675 10,408 7,917 +1,081
Apr11 110125 89.275 89.600 87.850 87.875 -1.650 1,205 1,726 +196
May11 110125 90.800 90.800 89.425 89.425 -1.600 275 374 +170
Jun11 110125 90.575 90.575 90.575 90.575 -1.500 5 60 +4
Jul11 110125 91.775 91.850 91.400 91.400 -1.425 0 12 +0
Aug11 110125 91.925 91.925 91.925 91.925 -1.375 0 10 +0
Sep11 110125 92.650 92.775 92.350 92.350 -1.325 0 6 +0
Oct11 110125 92.700 92.700 92.700 92.700 -1.325 0 42 +0
Total Volume and Open Interest 11,894 10,430 +1,450
Heating Oil(NYM)
Feb11 110125 261.71 262.30 257.23 259.29 -2.64 28,245 37,444 -6,531
Mar11 110125 261.93 262.72 257.62 259.66 -2.65 47,233 106,092 +5,582
Apr11 110125 261.28 261.89 256.86 258.94 -2.57 20,653 42,089 +2,122
May11 110125 260.35 261.29 256.34 258.33 -2.62 9,238 22,952 -526
Jun11 110125 260.25 260.25 256.23 258.34 -2.67 11,204 34,799 +506
Jul11 110125 261.99 261.99 257.40 259.40 -2.56 2,843 11,808 -77
Aug11 110125 260.47 261.48 258.50 260.64 -2.45 1,974 8,449 +249
Sep11 110125 265.12 265.19 260.34 262.37 -2.29 1,737 9,015 -76
Oct11 110125 262.50 264.93 262.50 264.12 -2.22 609 4,493 -19
Nov11 110125 264.57 266.93 264.57 265.81 -2.25 380 5,226 +50
Dec11 110125 268.49 268.49 265.32 267.19 -2.27 3,529 19,662 +780
Jan12 110125 268.00 268.80 268.00 268.52 -2.24 529 3,647 +377
Total Volume and Open Interest 128,449 314,731 +2,693
Gasoline(NYMEX)
Feb11 110125 241.10 241.32 234.14 234.27 -7.05 23,879 28,687 -9,380
Mar11 110125 243.32 243.81 236.92 237.06 -6.73 44,540 97,285 -1,411
Apr11 110125 255.00 255.57 249.50 250.04 -5.45 18,799 39,905 -1,962
May11 110125 256.10 256.39 250.63 251.14 -5.22 9,505 25,645 +1,123
Jun11 110125 256.19 256.19 250.85 251.40 -5.08 8,541 27,226 -76
Jul11 110125 255.71 255.71 250.51 250.99 -4.97 3,418 10,619 +192
Aug11 110125 250.75 251.81 249.90 250.00 -4.87 3,991 6,922 +671
Sep11 110125 253.10 253.10 248.40 248.40 -4.71 951 5,477 +45
Oct11 110125 238.38 239.23 238.03 238.03 -4.52 645 5,439 +120
Nov11 110125 237.03 237.17 236.18 236.18 -4.47 351 1,799 -34
Total Volume and Open Interest 116,818 282,801 -10,974
e-miNY RBOB Gasoline(NYM)
Feb11 110125 234.30 234.30 234.27 234.30 -7.00 0 3 +0
Mar11 110125 237.10 237.10 237.06 237.10 -6.70 0 1 +0
Apr11 110125 250.00 250.04 250.00 250.00 -5.50 0 1 +0
May11 110125 251.10 251.14 251.10 251.10 -5.30 0 1 +0
Total Volume and Open Interest 0 9 +0
Natural Gas(NYM)
Feb11 110125 4.581 4.609 4.401 4.473 -0.107 115,557 29,139 -14,498
Mar11 110125 4.593 4.636 4.421 4.490 -0.108 83,594 250,463 -3,512
Apr11 110125 4.593 4.631 4.431 4.500 -0.095 36,243 105,745 +412
May11 110125 4.637 4.660 4.471 4.540 -0.093 19,871 91,065 +1,789
Jun11 110125 4.698 4.698 4.517 4.580 -0.090 8,117 22,755 +318
Jul11 110125 4.743 4.754 4.565 4.633 -0.087 8,313 31,181 -252
Aug11 110125 4.700 4.700 4.600 4.655 -0.085 2,883 19,371 +122
Sep11 110125 4.686 4.689 4.606 4.659 -0.082 3,141 14,304 +115
Oct11 110125 4.802 4.802 4.641 4.707 -0.078 16,193 56,760 +41
Nov11 110125 4.935 4.935 4.802 4.862 -0.071 4,609 24,466 -606
Dec11 110125 5.133 5.133 5.032 5.082 -0.066 4,057 21,686 -305
Jan12 110125 5.242 5.260 5.160 5.205 -0.065 7,064 42,946 -87
Feb12 110125 5.213 5.213 5.130 5.173 -0.056 1,217 10,188 +334
Mar12 110125 5.075 5.078 5.032 5.078 -0.051 1,660 24,064 +603
Apr12 110125 4.870 4.870 4.817 4.860 -0.029 1,075 20,439 -284
May12 110125 4.841 4.880 4.840 4.862 -0.028 100 5,207 +47
Total Volume and Open Interest 314,574 838,593 -15,607
Brent Crude Oil(ICE)
Mar11 110125 96.39 96.68 94.75 95.25 -1.36 193,777 257,594 -6,925
Apr11 110125 96.42 96.73 94.88 95.29 -1.36 114,748 171,043 -708
May11 110125 96.55 96.92 95.15 95.52 -1.31 50,691 81,605 -2,755
Jun11 110125 96.75 97.14 95.38 95.74 -1.29 49,996 106,815 +2,303
Jul11 110125 97.06 97.25 95.63 95.89 -1.26 9,639 33,537 +174
Aug11 110125 97.01 97.37 95.76 96.03 -1.21 7,151 17,355 +825
Sep11 110125 97.24 97.48 95.95 96.16 -1.17 6,494 26,618 +864
Oct11 110125 97.26 97.58 95.98 96.28 -1.14 3,723 19,722 +66
Nov11 110125 97.33 97.67 96.17 96.38 -1.12 3,068 11,228 +133
Dec11 110125 97.34 97.84 96.18 96.48 -1.10 27,972 108,589 -522
Jan12 110125 96.54 96.54 96.54 96.54 -1.09 1,572 11,762 +33
Feb12 110125 96.57 96.57 96.57 96.57 -1.08 1,029 6,093 +109
Mar12 110125 96.58 96.58 96.58 96.58 -1.07 423 3,815 -49
Apr12 110125 96.60 96.60 96.57 96.57 -1.05 250 2,115 +8
Total Volume and Open Interest 477,527 962,192 -6,373
Gas Oil(ICE)
Feb11 110125 805.00 809.00 792.50 799.00 -20.25 54,478 121,349 -4,184
Mar11 110125 810.75 814.50 798.00 804.50 -19.50 81,556 153,783 +2,178
Apr11 110125 814.75 817.00 801.50 807.75 -18.75 43,311 70,645 +27
May11 110125 818.00 819.00 804.00 810.50 -18.25 18,439 56,554 -765
Jun11 110125 819.50 821.50 806.50 813.00 -17.75 20,067 62,603 +3,512
Jul11 110125 823.50 824.25 810.25 816.25 -17.50 4,799 21,480 +366
Aug11 110125 827.00 827.00 813.75 819.75 -17.00 4,107 19,836 -1,307
Sep11 110125 829.75 830.50 817.50 823.25 -16.75 5,436 20,101 +1,125
Oct11 110125 831.75 832.50 819.75 825.50 -16.25 3,572 13,814 +434
Nov11 110125 833.50 833.50 822.75 827.00 -15.75 1,866 10,714 +199
Total Volume and Open Interest 249,999 668,678 +2,092
Ethanol(CBOT)
Jan11 110105 2.315 2.315 2.305 2.305 -0.008 63 135 -73
Feb11 110125 2.320 2.320 2.259 2.278 -0.042 54 621 -5
Mar11 110125 2.310 2.310 2.281 2.296 -0.041 63 1,523 +24
Apr11 110125 2.319 2.320 2.305 2.319 -0.040 43 942 +6
May11 110125 2.350 2.350 2.329 2.338 -0.045 19 485 -2
Jun11 110125 2.370 2.370 2.352 2.360 -0.045 56 636 +22
Jul11 110125 2.376 2.376 2.376 2.376 -0.038 17 803 -3
Aug11 110125 2.365 2.366 2.365 2.366 -0.038 15 851 +10
Total Volume and Open Interest 308 8,168 +64
WTI Crude Oil(ICE
Mar11 110125 87.59 87.85 86.12 86.19 -1.68 128,577 132,853 -5,591
Apr11 110125 89.21 89.59 87.81 87.88 -1.65 81,087 64,353 +558
May11 110125 90.77 91.00 89.40 89.43 -1.59 48,361 43,410 +2,981
Jun11 110125 92.07 92.22 90.57 90.57 -1.50 44,533 62,958 +3,091
Jul11 110125 92.85 92.89 91.40 91.40 -1.42 9,841 20,043 -55
Aug11 110125 93.34 93.46 91.92 91.92 -1.37 6,252 12,088 +487
Sep11 110125 93.72 93.84 92.32 92.34 -1.33 6,860 20,292 +1,789
Oct11 110125 94.20 94.20 92.70 92.71 -1.32 2,923 14,059 +806
Nov11 110125 94.44 94.48 93.06 93.06 -1.31 1,804 9,334 +145
Dec11 110125 94.76 94.89 93.38 93.39 -1.30 19,981 79,861 -732
Jan12 110125 93.56 93.56 93.56 93.56 -1.28 481 7,015 +123
Feb12 110125 93.66 93.66 93.66 93.66 -1.26 53 1,283 -13
Mar12 110125 93.72 93.72 93.72 93.72 -1.26 90 3,967 -20
Apr12 110125 93.78 93.78 93.78 93.78 -1.24 140 906 +123
May12 110125 93.85 93.85 93.85 93.85 -1.23 45 934 +10
Jun12 110125 94.23 94.43 93.93 93.93 -1.21 1,396 20,932 +626
Total Volume and Open Interest 356,947 569,923 +4,224
US Dollar Index(ICE)
Mar11 110125 78.155 78.570 77.950 78.145 -0.048 25,051 38,352 +1,569
Jun11 110125 78.500 78.875 78.355 78.495 -0.057 35 998 +2
Sep11 110125 78.855 78.855 78.855 78.855 -0.057 0 3 +0
Total Volume and Open Interest 25,086 39,353 +1,571
Australian Dollar(CME)
Mar11 110125 99.12 99.36 98.31 98.68 -0.53 81,370 116,201 +4,139
Jun11 110125 97.87 98.18 97.23 97.55 -0.52 63 719 +7
Sep11 110125 96.34 96.83 96.34 96.34 -0.49 0 14 +0
Total Volume and Open Interest 81,433 117,028 +4,146
British Pound(CME)
Mar11 110125 159.76 160.13 157.45 157.87 -2.01 86,266 99,233 +2,120
Jun11 110125 159.66 159.83 157.34 157.73 -1.98 66 237 +61
Sep11 110125 157.50 159.45 157.50 157.52 -1.93 0 5 +0
Total Volume and Open Interest 86,332 99,507 +2,181
Canadian Dollar(CME)
Mar11 110125 100.53 100.78 99.75 99.94 -0.46 47,779 116,243 -1,134
Jun11 110125 100.50 100.50 99.69 99.73 -0.45 58 3,103 +11
Sep11 110125 99.44 99.89 99.40 99.44 -0.45 8 983 -3
Dec11 110125 99.60 99.61 99.16 99.16 -0.45 15 1,292 +9
Total Volume and Open Interest 47,860 121,671 -1,117
Japanese Yen(CME)
Mar11 110125 121.20 122.04 121.01 121.74 +0.50 89,611 109,191 +2,085
Jun11 110125 121.46 122.08 121.21 121.86 +0.49 39 653 +8
Sep11 110125 122.02 122.02 121.54 122.02 +0.48 1 19 +1
Total Volume and Open Interest 89,651 109,875 +2,094
Swiss Franc(CME)
Mar11 110125 105.39 106.38 105.05 106.17 +0.82 42,310 38,682 -1,217
Jun11 110125 105.43 106.41 105.43 106.26 +0.82 2 66 +0
Sep11 110125 106.36 106.36 105.54 106.36 +0.82 0 5 +0
Total Volume and Open Interest 42,312 38,755 -1,217
EuroFX(CME)
Mar11 110125 136.32 136.96 135.66 136.63 +0.34 296,429 187,918 -299
Jun11 110125 136.15 136.75 135.54 136.47 +0.33 525 2,564 -40
Sep11 110125 136.26 136.26 135.94 136.26 +0.32 3 36 +3
Total Volume and Open Interest 296,957 190,856 -336
Mexican Peso(CME)
Feb11 110125 826.2 830.0 826.2 826.2 -3.8      
Mar11 110125 826.2 827.5 821.2 822.8 -3.8 11,168 141,819 +142
Total Volume and Open Interest 11,168 141,921 +142
30-Year T-Bonds(CBOT)
Mar11 110125 120~110 121~260 120~030 121~230 +1~130 214,164 551,027 -6,098
Jun11 110125 118~190 120~050 118~190 120~040 +1~130 196 1,159 -8
Sep11 110125 118~170 118~170 117~040 118~170 +1~130      
Total Volume and Open Interest 214,360 552,186 -6,106
10-Year T-Notes(CBOT)
Mar11 110125 120~080 121~015 120~035 120~295 +0~220 754,533 1,357,541 +1,836
Jun11 110125 118~275 119~275 118~275 119~245 +0~250 327 6,314 +36
Sep11 110125 118~210 118~210 117~280 118~210 +0~250      
Total Volume and Open Interest 754,860 1,363,859 +1,872
5-Year T-Notes(CBOT)
Mar11 110125 117~113 118~047 117~101 118~031 +0~048 382,064 1,122,771 +7,105
Jun11 110125 116~115 117~050 116~115 117~048 +0~047 190 2,893 -149
Sep11 110125 116~072 116~072 116~025 116~072 +0~047      
Total Volume and Open Interest 382,254 1,125,664 +6,956
2 Year T-Notes(CBOT)
Mar11 110125 109~053 109~068 109~050 109~065 +0~011 155,269 736,813 -5,517
Jun11 110125 109~018 109~030 109~017 109~030 +0~013 131 459 +92
Sep11 110125 108~123 108~123 108~108 108~123 +0~015      
Total Volume and Open Interest 155,400 737,272 -5,425
Eurodollars(CME)
Mar11 110125 99.660 99.665 99.650 99.655 unch 72,786 1,215,114 +1,142
Jun11 110125 99.580 99.590 99.570 99.580 +0.005 111,518 1,123,160 +4,439
Sep11 110125 99.450 99.490 99.450 99.475 +0.025 166,205 1,037,430 +30,609
Dec11 110125 99.270 99.330 99.260 99.310 +0.040 166,103 880,167 +32,639
Mar12 110125 99.035 99.115 99.015 99.095 +0.060 172,345 892,282 +8,935
Jun12 110125 98.750 98.850 98.735 98.825 +0.070 124,441 572,872 +876
Sep12 110125 98.465 98.575 98.450 98.550 +0.075 99,927 465,323 -1,098
Dec12 110125 98.190 98.305 98.165 98.275 +0.075 107,000 315,413 -1,613
Mar13 110125 97.930 98.040 97.900 98.015 +0.080 68,712 215,076 +3,200
Jun13 110125 97.665 97.775 97.630 97.750 +0.080 48,584 166,992 -682
Sep13 110125 97.405 97.515 97.370 97.490 +0.075 43,520 186,820 -1,883
Dec13 110125 97.145 97.255 97.105 97.225 +0.075 32,223 147,956 +1,795
Mar14 110125 96.900 97.015 96.870 96.990 +0.080 15,298 118,822 +1,212
Jun14 110125 96.655 96.780 96.630 96.750 +0.085 14,957 110,673 +765
Sep14 110125 96.420 96.545 96.395 96.520 +0.095 13,420 66,343 +1,150
Dec14 110125 96.190 96.320 96.160 96.290 +0.100 15,867 75,491 -743
Mar15 110125 95.995 96.130 95.975 96.100 +0.105 9,807 55,030 -243
Jun15 110125 4.055 4.195 4.040 4.165 +0.105 9,508 33,348 -1,641
Total Volume and Open Interest 1,308,458 7,868,722 +80,888
30 Day Federal Funds(CBOT)
Jan11 110125 99.832 99.832 99.827 99.830 unch 304 67,028 -114
Feb11 110125 99.835 99.835 99.830 99.830 unch 2,327 69,065 +454
Mar11 110125 99.835 99.840 99.830 99.835 unch 171 48,791 -91
Apr11 110125 99.845 99.845 99.840 99.845 unch 328 43,425 -42
May11 110125 99.845 99.850 99.840 99.845 unch 194 62,813 -26
Jun11 110125 99.850 99.850 99.840 99.845 unch 3,563 36,560 +247
Total Volume and Open Interest 16,915 576,361 +1,775
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 110125 99.658 99.665 99.658 99.665 +0.007 201 1,166 +101
Jun11 110125 99.647 99.647 99.647 99.647 +0.003 100 175 +0
Sep11 110125 99.630 99.630 99.630 99.630 unch 100 100 +100
Dec11 110125 99.615 99.615 99.615 99.615 +0.002 0 75 +0
Mar12 110125 99.590 99.590 99.590 99.590 +0.010 100 100 +100
Jun12 110125 99.635 99.635 99.635 99.635 unch      
Sep12 110125 99.585 99.585 99.585 99.585 unch      
Dec12 110125 99.490 99.490 99.490 99.490 unch      
Mar13 110125 99.490 99.490 99.490 99.490 unch      
Jun13 110125 99.445 99.445 99.445 99.445 unch      
Total Volume and Open Interest 501 1,616 +301
3-Mth Euro-Yen(SGX)
Mar11 110125 99.66 99.67 99.66 99.66 +0.00 0 2,976 -87
Jun11 110125 99.65 99.65 99.65 99.65 +0.00 0 1,122 -100
Sep11 110125 99.64 99.64 99.64 99.64 +0.00 0 685 +26
Dec11 110125 99.61 99.61 99.61 99.61 +0.00 203 1,791 -4
Mar12 110125 99.59 99.59 99.59 99.59 unch 0 405 +100
Jun12 110125 99.64 99.64 99.64 99.64 unch 0 754 +0
Sep12 110125 99.58 99.58 99.58 99.58 unch 0 310 +0
Dec12 110125 99.49 99.49 99.49 99.49 unch 0 4 +0
Total Volume and Open Interest 203 8,048 -65
Japanese Gov't Bonds(SGX)
Mar11 110125 139.50 139.68 139.34 139.45 -0.15 1,526 12,306 -144
Jun11 110125 137.36 137.36 137.36 137.36 -0.15      
Sep11 110125 135.27 135.27 135.27 135.27 -0.15      
Total Volume and Open Interest 1,526 12,306 -144
Euro-Bund(EUREX)
Mar11 110125 123.77 124.34 123.71 123.97 +0.05 695,257 1,438,279 +140,243
Jun11 110125 122.43 122.90 122.43 122.57 +0.04 2,958 2,844 -674
Sep11 110125 122.28 122.28 122.28 122.28 +0.05      
Total Volume and Open Interest 698,215 1,441,123 +139,569
Euro-Bobl(EUREX)
Mar11 110125 117.13 117.45 117.09 117.23 +0.04 435,317 1,065,227 +154,651
Jun11 110125 115.81 115.81 115.81 115.81 +0.04 152 7,176 +122
Sep11 110125 115.80 115.80 115.80 115.80 +0.04      
Total Volume and Open Interest 435,469 1,072,403 +154,773
3-Mth Euribor(EUREX)
Mar11 110125 98.830 98.840 98.830 98.840 -0.015 5 5,799 -2
Jun11 110125 98.655 98.655 98.635 98.650 +0.005 2 9,253 +2
Sep11 110125 98.445 98.455 98.445 98.455 +0.015 64 2,046 -1
Total Volume and Open Interest 239 24,490 +6
Long Gilt(LIFFE)
Mar11 110125 117~03 118~06 117~02 117~18 +0~13 85,941 243,051 -1,398
Jun11 110125 116~11 116~11 116~11 116~11 +0~12      
Total Volume and Open Interest 85,941 243,051 -1,398
3-Mth Short Sterling(LIFFE)
Mar11 110125 99.14 99.23 99.14 99.18 +0.03 53,008 332,093 -354
Jun11 110125 98.94 99.08 98.93 99.03 +0.09 76,283 328,473 +3,542
Sep11 110125 98.70 98.89 98.69 98.85 +0.14 58,281 281,411 +5,939
Dec11 110125 98.43 98.65 98.43 98.62 +0.17 64,417 302,630 +6,784
Mar12 110125 98.19 98.42 98.18 98.38 +0.18 73,365 288,549 +1,644
Jun12 110125 97.94 98.17 97.93 98.13 +0.19 46,229 171,441 -2,540
Total Volume and Open Interest 439,646 2,128,308 +15,679
3-Mth Euribor(LIFFE)
Mar11 110125 98.860 98.870 98.825 98.840 -0.015 128,883 639,089 +7,867
Jun11 110125 98.655 98.675 98.625 98.650 +0.005 160,537 496,522 -26,762
Sep11 110125 98.455 98.480 98.420 98.455 +0.015 173,719 420,177 +7,804
Total Volume and Open Interest 1,094,686 3,194,694 +6,163
3-Mth Aus T-Bills(SFE)
Mar11 110125 94.97 95.01 94.97 95.01 +0.03 21,203 179,751 -14,833
Jun11 110125 94.88 94.95 94.87 94.93 +0.04 37,361 172,138 +16,380
Sep11 110125 94.73 94.81 94.72 94.80 +0.06 15,819 96,798 +578
Dec11 110125 94.58 94.67 94.58 94.66 +0.07 7,725 58,362 +678
Mar12 110125 94.48 94.56 94.47 94.56 +0.07 3,157 47,193 +819
Jun12 110125 94.42 94.49 94.41 94.49 +0.07 466 40,198 +0
Sep12 110125 94.36 94.45 94.35 94.45 +0.08 516 25,224 -175
Dec12 110125 94.34 94.40 94.31 94.40 +0.07 903 12,626 +198
Mar13 110125 94.29 94.36 94.27 94.36 +0.06 42 3,016 +21
Jun13 110125 94.22 94.30 94.22 94.29 +0.05 8 589 +2
Total Volume and Open Interest 87,213 637,537 +3,668
10-Year Aus T-Bonds(SFE)
Mar11 110125 94.36 94.43 94.35 94.42 +0.06 28,257 359,627 +1,442
Jun11 110125 94.42 94.42 94.42 94.42 +0.06      
Total Volume and Open Interest 28,257 359,627 +1,442
3-Year Aus T-Bonds(SFE)
Mar11 110125 94.78 94.87 94.76 94.86 +0.08 119,555 461,891 -510
Jun11 110125 94.86 94.86 94.86 94.86 +0.08      
Total Volume and Open Interest 119,555 461,891 -510
Gold(CMX)
Feb11 110125 1333.8 1338.0 1321.9 1332.3 -12.2 182,108 176,672 -36,417
Apr11 110125 1336.4 1339.3 1323.5 1333.8 -12.2 65,534 175,706 +19,974
Jun11 110125 1337.8 1340.0 1325.1 1335.5 -12.2 2,795 43,785 +1,042
Aug11 110125 1340.5 1340.5 1327.0 1337.0 -12.2 661 15,376 -4,654
Oct11 110125 1330.0 1338.7 1329.0 1338.7 -12.2 164 9,127 -1,626
Dec11 110125 1343.9 1343.9 1330.5 1340.5 -12.2 1,326 23,568 -961
Feb12 110125 1339.4 1344.0 1333.4 1342.8 -12.3 46 3,763 -3,790
Apr12 110125 1345.3 1345.3 1345.3 1345.3 -12.4 0 5,253 -1,630
Jun12 110125 1348.0 1348.0 1348.0 1348.0 -12.6 70 6,898 -6,122
Aug12 110125 1350.8 1350.8 1350.8 1350.8 -12.8 80 802 -6,459
Oct12 110125 1354.3 1354.3 1354.3 1354.3 -12.8 0 1,301 -3,374
Dec12 110125 1361.2 1361.2 1350.0 1358.2 -12.8 200 13,014 -881
Total Volume and Open Interest 256,445 498,998 -81,752
Silver(CMX)
Mar11 110125 2691.5 2703.5 2654.0 2680.5 -51.6 58,437 70,067 -203
May11 110125 2698.5 2704.0 2657.5 2682.4 -51.9 5,169 19,918 +137
Jul11 110125 2705.5 2705.5 2660.0 2683.3 -52.2 2,835 6,640 -2,051
Sep11 110125 2683.0 2683.9 2683.0 2683.9 -52.3 2,032 3,662 -2,787
Dec11 110125 2676.0 2697.5 2660.5 2684.7 -52.4 1,587 11,669 +118
Mar12 110125 2686.5 2686.5 2686.5 2686.5 -52.9 2 666 -84
May12 110125 2687.5 2687.5 2687.5 2687.5 -53.3 0 260 -95
Total Volume and Open Interest 70,438 128,228 -5,368
Platinum(NYMEX)
Jan11 110125 1798.5 1798.5 1784.2 1784.2 -30.4 10 277 -66
Apr11 110125 1812.8 1820.7 1781.1 1787.3 -32.3 3,815 40,633 +7
Jul11 110125 1814.2 1814.2 1787.3 1790.6 -33.0 58 1,176 +15
Oct11 110125 1798.0 1798.0 1792.6 1792.6 -33.0 34 78 +34
Total Volume and Open Interest 3,919 42,186 -10
Palladium(NYMEX)
Mar11 110125 807.90 810.00 776.25 784.75 -31.80 2,300 21,064 -130
Jun11 110125 807.65 807.65 780.15 786.05 -31.60 39 836 +1
Sep11 110125 786.75 786.75 786.75 786.75 -31.50 1 19 +1
Total Volume and Open Interest 2,340 21,922 -128
Copper(CMX)
Mar11 110125 423.30 435.25 420.80 422.60 -12.25 25,817 103,976 -3,783
May11 110125 435.05 435.05 421.85 423.25 -12.05 2,039 27,891 +322
Jul11 110125 428.55 428.55 422.80 422.95 -11.85 1,130 11,271 +640
Sep11 110125 424.50 424.50 421.00 422.40 -11.65 195 5,294 +2
Dec11 110125 423.00 423.50 419.80 420.60 -11.35 22 4,088 -11
Total Volume and Open Interest 29,650 158,295 -2,898
DJIA Index(CBOT)
Mar11 110125 11924 11948 11855 11922 -8 511 8,996 -11
Jun11 110125 11859 11867 11859 11859 -8      
Sep11 110125 11805 11813 11805 11805 -8      
Dec11 110125 11748 11756 11748 11748 -8 0 1 +0
Total Volume and Open Interest 511 8,997 -11
S & P 500(CME)
Mar11 110125 1288.50 1291.70 1277.50 1287.60 -0.90 10,844 299,940 +2,498
Jun11 110125 1282.60 1283.60 1270.50 1282.60 -0.90 220 4,765 +20
Sep11 110125 1277.70 1278.70 1265.60 1277.70 -0.90 50 2,841 +43
Dec11 110125 1273.10 1274.10 1261.00 1273.10 -0.90 0 550 +0
Total Volume and Open Interest 11,114 308,096 +2,561
S & P 500 E-Mini(Globex)
Mar11 110125 1288.50 1291.75 1277.00 1287.50 -1.00 1,635,794 2,634,978 +40,107
Jun11 110125 1283.00 1286.25 1272.75 1282.50 -1.00 807 12,822 +565
Total Volume and Open Interest 1,636,616 2,648,252 +40,686
NASDAQ 100(CME)
Mar11 110125 2307.30 2307.30 2282.30 2301.30 +3.30 2,225 16,420 +795
Jun11 110125 2298.30 2298.30 2280.00 2298.30 +3.30 150 700 +150
Sep11 110125 2295.80 2295.80 2294.50 2295.80 +3.30      
Total Volume and Open Interest 2,375 17,120 +945
NASDAQ 100 E-Mini(Globex)
Mar11 110125 2298.00 2303.30 2281.30 2301.30 +3.30 222,971 386,317 +19,633
Jun11 110125 2295.50 2301.00 2280.00 2298.30 +3.30 64 767 -4
Total Volume and Open Interest 223,035 387,090 +19,629
S & P Midcap 400(CME)
Mar11 110125 918.50 922.10 913.50 922.10 +2.20 17 2,478 -1
Jun11 110125 919.70 919.70 919.50 919.70 +2.20      
Sep11 110125 917.80 917.80 917.60 917.80 +2.20      
Total Volume and Open Interest 17 2,478 -1
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Mar11 110125 10410 10500 10360 10445 +30 5,668 37,274 -1,415
Jun11 110125 10425 10425 10395 10425 +30 0 4 +0
Total Volume and Open Interest 5,668 37,278 -1,415
Nikkei 225(SGX)
Mar11 110125 10340 10485 10325 10475 +130 109,357 251,964 +9,688
Jun11 110125 10285 10405 10285 10405 +130 11 3,185 +3
Sep11 110125 10405 10405 10405 10405 +130 0 400 +0
Total Volume and Open Interest 109,928 264,399 +9,691
CAC 40(EURONEXT)
Feb11 110125 4052.5 4059.0 4018.0 4023.5 -11.0 112,452 325,135 -9,573
Mar11 110125 4054.5 4060.0 4022.0 4026.0 -10.5 6,689 64,203 +568
Apr11 110125 4029.5 4029.5 4029.5 4029.5 -7.0      
Total Volume and Open Interest 119,141 389,378  
Hang Seng Index(HKFE)
Jan11 110125 23915 24025 23775 23781 -30 74,452 79,088 -14,191
Feb11 110125 23959 24030 23782 23789 -35 9,076 39,294 +25,972
Mar11 110125 23857 23957 23729 23731 -35 842 6,439 +210
Total Volume and Open Interest 84,889 126,561 +11,951
DAX(EUREX)
Mar11 110125 7102.0 7113.5 7053.5 7063.5 -12.5 127,391 252,083 +8,399
Jun11 110125 7117.0 7129.0 7078.5 7084.5 -13.0 237 11,067 +72
Sep11 110125 7136.5 7147.0 7104.0 7104.0 -12.5 117 378 +67
Total Volume and Open Interest 127,745 263,528 +8,538
FT-SE 100(EURONEXT)
Mar11 110125 5927.00 5933.00 5865.00 5882.50 -28.00 90,638 636,369 -3,144
Jun11 110125 5851.50 5851.50 5840.00 5840.00 -29.00 1,659 2,870 +1,053
Sep11 110125 5824.50 5824.50 5798.00 5808.50 -28.00 30 236 +0
Total Volume and Open Interest 92,347 639,495 -2,081
SPI 200(SFE)
Mar11 110125 4775.0 4806.0 4756.0 4784.0 +14.0 27,736 185,397 +3,477
Jun11 110125 4800.0 4807.0 4800.0 4807.0 +13.0 111 3,010 -69
Sep11 110125 4798.0 4798.0 4798.0 4798.0 +13.0 0 1,820 +0
Total Volume and Open Interest 28,038 191,672 +3,570
GSCI(CME)
Feb11 110125 624.25 625.75 623.50 623.50 -9.50 983 14,537 -578
Mar11 110125 629.25 630.50 628.50 628.50 -8.00 58 57 +51
Apr11 110125 633.50 633.50 633.50 633.50 -8.00      
Total Volume and Open Interest 1,041 14,594 -527
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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