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MRCI's End of Day Prices

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MRCI's End of Day Prices
Daily Futures Price Listing Wed January 26, 2011
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Mar11 110126 1375.50 1391.00 1364.25 1385.50 +11.00 122,405 265,998 -8,972
May11 110126 1386.00 1402.00 1375.25 1396.50 +11.00 36,246 107,535 +3,666
Jul11 110126 1393.50 1408.50 1381.75 1403.00 +10.75 26,769 96,285 -819
Aug11 110126 1366.75 1385.25 1366.75 1381.00 +10.00 681 3,433 +51
Sep11 110126 1345.75 1354.25 1339.25 1352.00 +11.50 546 4,354 +98
Nov11 110126 1313.25 1330.00 1303.00 1323.75 +11.00 22,116 140,901 -102
Jan12 110126 1315.75 1330.50 1308.00 1326.25 +10.50 391 12,097 -81
Total Volume and Open Interest 210,077 650,122 -6,184
Soybean Meal(CBOT)
Mar11 110126 373.40 377.00 370.60 374.40 +1.80 41,013 95,723 +1,169
May11 110126 376.90 379.50 374.20 376.90 +1.70 13,627 35,639 +59
Jul11 110126 377.20 380.20 375.00 377.70 +1.70 12,576 36,045 +45
Aug11 110126 369.50 371.70 368.80 369.60 +2.00 1,333 7,166 -237
Sep11 110126 360.20 362.50 357.90 360.50 +2.60 755 7,341 -5
Oct11 110126 349.40 350.50 345.70 347.90 +2.20 533 5,813 +44
Dec11 110126 344.60 348.40 342.00 345.90 +2.40 2,403 18,589 +134
Jan12 110126 346.00 347.40 343.30 345.60 +2.30 334 1,813 +121
Total Volume and Open Interest 73,419 211,803 +1,721
Soybean Oil(CBOT)
Mar11 110126 55.90 56.84 55.40 56.70 +0.92 61,591 185,822 -5,136
May11 110126 56.36 57.32 55.91 57.20 +0.91 19,854 69,663 +3,360
Jul11 110126 56.83 57.77 56.37 57.64 +0.90 18,109 68,281 +1,551
Aug11 110126 57.08 57.81 56.68 57.76 +0.88 1,155 6,782 +257
Sep11 110126 57.00 57.88 56.80 57.86 +0.85 1,456 8,943 +315
Oct11 110126 57.13 57.96 56.66 57.86 +0.88 2,324 9,999 +755
Dec11 110126 57.15 58.04 56.67 57.92 +0.92 7,586 33,692 +2,054
Jan12 110126 57.97 57.97 57.05 57.97 +0.92 0 462 -5
Total Volume and Open Interest 112,091 384,603 +3,157
Canola(WCE)
Mar11 110126 590.1 598.2 586.6 594.5 +2.8 11,500 107,593 -4,850
May11 110126 598.1 607.2 595.1 603.2 +3.2 3,189 30,887 +1,463
Jul11 110126 600.5 612.0 599.2 607.9 +4.5 766 18,674 -44
Nov11 110126 552.5 568.0 552.5 564.0 +3.3 1,507 47,259 +605
Jan12 110126 562.9 568.9 562.9 568.9 +4.4 155 2,402 +19
Total Volume and Open Interest 17,132 208,359 -2,792
Corn(CBOT)
Mar11 110126 644.00 662.00 640.25 657.75 +13.75 169,909 610,888 -17,699
May11 110126 654.25 672.25 650.50 668.00 +13.75 45,187 306,747 +8,703
Jul11 110126 659.00 676.50 655.25 672.75 +13.75 37,873 252,141 +443
Sep11 110126 612.00 627.25 609.50 624.75 +12.00 4,964 52,702 +110
Dec11 110126 579.00 592.00 576.25 590.75 +11.75 32,443 320,959 +3,497
Mar12 110126 585.75 599.00 584.25 597.25 +10.75 2,056 29,506 -156
Total Volume and Open Interest 294,225 1,623,752 -4,723
Wheat(CBOT)
Mar11 110126 840.50 861.25 839.75 856.50 +18.25 63,195 217,681 -515
May11 110126 867.00 888.50 867.00 884.25 +18.75 18,785 83,736 +2,037
Jul11 110126 882.50 905.75 882.50 901.25 +18.75 14,998 120,827 +976
Sep11 110126 897.00 920.00 897.00 917.00 +20.50 2,292 26,302 +594
Dec11 110126 911.25 930.75 910.00 928.00 +19.75 7,269 69,664 +2,473
Total Volume and Open Interest 107,428 535,944 +5,969
Wheat(KCBT)
Mar11 110126 916.75 944.75 916.00 940.00 +22.50 13,063 83,108 -2,006
May11 110126 924.50 955.50 924.50 950.50 +22.25 5,723 42,880 +225
Jul11 110126 934.50 961.00 933.00 956.75 +22.50 3,994 56,810 +482
Sep11 110126 932.75 967.25 932.75 965.00 +22.50 1,331 14,251 -27
Dec11 110126 951.00 976.75 949.00 974.25 +23.25 869 12,152 +70
Total Volume and Open Interest 25,171 212,073 -1,173
Wheat(MGE)
Mar11 110126 955.50 982.75 955.50 977.00 +21.00 4,396 20,793 -108
May11 110126 965.00 990.75 965.00 985.25 +20.25 1,279 15,695 -32
Jul11 110126 967.00 993.25 967.00 988.00 +20.25 887 10,489 +142
Sep11 110126 959.00 985.50 959.00 979.75 +20.00 922 10,999 +230
Dec11 110126 962.25 988.75 962.25 981.25 +19.75 737 8,974 +115
Total Volume and Open Interest 8,394 68,682 +389
Oats(CBOT)
Mar11 110126 381.50 392.00 375.50 388.00 +7.00 654 8,419 -223
May11 110126 386.00 398.75 386.00 396.00 +7.00 247 3,179 +151
Jul11 110126 394.00 402.00 391.00 399.50 +7.00 15 534 -1
Sep11 110126 369.75 373.00 367.50 373.00 +5.50 3 166 +1
Total Volume and Open Interest 962 13,624 -71
Rough Rice(CBOT)
Mar11 110126 14.76 15.23 14.63 15.19 +0.44 1,513 14,254 -160
May11 110126 15.04 15.51 14.91 15.48 +0.44 403 2,531 +82
Jul11 110126 15.23 15.76 15.18 15.74 +0.45 157 1,700 +19
Sep11 110126 15.12 15.57 15.12 15.56 +0.44 193 1,354 -89
Total Volume and Open Interest 2,342 20,292 -119
Live Cattle(CME)
Feb11 110126 106.200 107.430 106.080 107.230 +0.980 13,353 54,706 -2,489
Apr11 110126 111.250 112.580 111.100 112.285 +1.135 16,537 162,953 +975
Jun11 110126 111.000 112.700 110.885 112.535 +1.585 7,648 81,313 +2,345
Aug11 110126 111.600 113.385 111.500 113.230 +1.550 2,279 25,669 +408
Oct11 110126 114.300 116.400 114.300 116.285 +1.805 991 16,675 +226
Dec11 110126 115.100 117.200 115.100 117.050 +1.750 972 13,713 +301
Total Volume and Open Interest 42,081 358,433 +1,963
Feeder Cattle(CME)
Jan11 110126 126.100 126.430 126.050 126.350 +0.370 302 2,112 -165
Mar11 110126 125.285 126.285 124.980 126.135 +1.000 2,314 24,938 -434
Apr11 110126 125.900 127.050 125.635 127.035 +1.135 502 6,527 +78
May11 110126 126.100 127.250 126.100 127.180 +0.930 265 8,635 +51
Aug11 110126 126.800 127.950 126.700 127.900 +1.000 328 9,589 +121
Sep11 110126 126.430 127.550 126.430 127.550 +0.950 45 1,226 +17
Oct11 110126 126.600 127.400 126.600 127.400 +0.850 28 582 +10
Total Volume and Open Interest 3,797 53,897 -310
Lean Hogs(CME)
Feb11 110126 81.650 83.050 81.550 83.035 +1.205 11,807 25,445 -56
Apr11 110126 87.150 90.135 87.000 90.135 +3.000 21,184 94,908 +3,069
May11 110126 95.285 98.050 95.285 98.050 +2.750 138 2,164 +21
Jun11 110126 97.285 99.450 97.150 99.000 +1.715 8,134 52,175 +2,439
Jul11 110126 96.080 97.950 95.980 97.680 +1.730 3,992 16,752 +2,483
Aug11 110126 95.830 97.600 95.830 97.580 +1.880 2,729 15,599 +394
Oct11 110126 85.750 86.650 85.750 86.550 +0.720 948 14,009 +431
Dec11 110126 82.000 83.000 82.000 82.650 +0.650 656 5,567 +278
Total Volume and Open Interest 49,686 228,835 +9,112
Class III Milk(CME)
Jan11 110126 13.53 13.53 13.53 13.53 unch 12 5,173 +5
Feb11 110126 16.35 16.52 16.22 16.49 +0.19 762 5,757 +56
Mar11 110126 17.09 17.57 17.00 17.50 +0.49 1,311 4,743 +236
Apr11 110126 17.08 17.40 16.95 17.30 +0.29 661 3,597 +200
May11 110126 16.95 17.13 16.85 17.00 +0.11 489 3,159 +133
Total Volume and Open Interest 4,142 36,448 +923
Cocoa(ICE)
Mar11 110126 3351 3395 3319 3352 +17 14,592 58,250 -1,823
May11 110126 3318 3355 3288 3338 +37 3,863 31,828 +47
Jul11 110126 3313 3339 3276 3335 +48 2,733 14,911 +308
Sep11 110126 3283 3315 3251 3313 +52 878 10,164 -48
Dec11 110126 3283 3309 3254 3306 +47 970 14,253 +152
Mar12 110126 3348 3373 3342 3373 +49 1,219 14,826 -793
May12 110126 3340 3370 3338 3370 +51 102 4,621 +47
Total Volume and Open Interest 24,435 151,080 -2,091
Coffee "C"(ICE)
Mar11 110126 231.80 240.35 231.80 237.50 +6.25 15,458 74,351 -3,362
May11 110126 234.55 241.95 234.00 239.30 +6.20 4,199 33,574 -41
Jul11 110126 235.35 242.70 235.35 240.45 +6.10 917 13,519 -192
Sep11 110126 234.90 241.65 234.90 239.50 +6.05 430 5,347 +109
Dec11 110126 231.90 238.90 231.90 236.65 +6.15 232 8,358 +135
Mar12 110126 230.00 235.25 229.90 232.95 +6.40 9 952 +9
Total Volume and Open Interest 21,245 136,873 -3,342
Orange Juice(ICE)
Mar11 110126 171.00 171.10 166.40 167.15 -3.50 1,353 21,097 -193
May11 110126 168.65 169.15 165.35 165.40 -3.90 356 7,540 +169
Jul11 110126 168.45 168.45 164.95 164.95 -4.05 28 2,526 +4
Sep11 110126 166.95 166.95 164.45 164.45 -4.30 1 493 +0
Nov11 110126 165.30 165.30 163.20 163.20 -3.60 1 548 +0
Jan12 110126 163.30 163.30 163.30 163.30 -3.15 0 2 +0
Total Volume and Open Interest 1,739 32,228 -20
Sugar #11(ICE)
Mar11 110126 31.99 33.19 31.71 33.13 +1.29 36,837 211,299 -3,214
May11 110126 29.66 30.59 29.37 30.58 +1.04 20,419 119,779 -652
Jul11 110126 27.02 27.80 26.80 27.80 +0.77 11,169 123,709 +700
Oct11 110126 25.46 26.02 25.25 26.02 +0.49 6,166 67,697 +280
Mar12 110126 24.65 25.24 24.65 25.24 +0.39 3,414 46,900 +804
Total Volume and Open Interest 79,075 619,137 -2,320
London Cocoa(LCE)
Mar11 110126 2237 2254 2187 2214 -13 8,372 56,760 +402
May11 110126 2185 2203 2146 2179 +3 5,657 30,910 +1,301
Jul11 110126 2185 2190 2141 2174 +3 2,431 28,626 +343
Sep11 110126 2169 2172 2131 2167 +13 1,396 20,645 -33
Dec11 110126 2138 2143 2103 2142 +19 1,349 26,589 -586
Mar12 110126 2140 2151 2135 2151 +19 972 20,338 -264
May12 110126 2148 2155 2140 2155 +19 140 3,832 +133
Total Volume and Open Interest 20,396 195,309 +1,374
London Sugar(LCE)
Mar11 110126 784.90 803.20 774.80 799.10 +17.60 4,781 20,766 +815
May11 110126 760.60 779.00 755.80 776.40 +17.40 3,047 14,138 +1,510
Aug11 110126 715.50 730.00 712.10 729.40 +17.20 394 8,930 +95
Oct11 110126 665.60 677.10 665.60 676.60 +14.40 83 2,719 +26
Dec11 110126 656.00 659.90 654.20 659.00 +13.70 33 1,097 +23
Total Volume and Open Interest 8,338 48,450 +2,469
Cotton(ICE)
Mar11 110126 163.04 166.83 160.81 166.83 +5.00 21,609 89,179 -397
May11 110126 155.12 159.33 153.26 159.33 +5.00 7,694 24,884 +347
Jul11 110126 148.52 151.55 145.35 151.55 +5.00 4,957 35,710 +22
Oct11 110126 123.00 127.03 123.00 124.67 +1.66 39 179 +0
Dec11 110126 108.70 113.00 107.21 110.43 +1.76 4,661 51,954 +130
Mar12 110126 102.51 106.00 102.51 103.69 +1.18 319 2,525 +106
Total Volume and Open Interest 39,424 206,509 +264
Lumber(CME)
Mar11 110126 310.0 312.6 306.0 308.0 -3.0 662 6,660 -224
May11 110126 324.5 327.2 323.3 327.0 -2.9 194 2,961 +62
Jul11 110126 330.2 333.3 329.3 333.0 -2.3 237 1,227 +19
Sep11 110126 332.8 333.5 330.0 332.8 -0.7 10 188 +0
Total Volume and Open Interest 1,103 11,037 -143
Crude Oil(NYM)
Mar11 110126 86.23 87.78 86.03 87.33 +1.14 338,646 408,392 -1,252
Apr11 110126 87.95 89.85 87.91 89.35 +1.47 137,438 114,147 -4,177
May11 110126 89.59 91.62 89.54 91.11 +1.68 70,212 94,117 -1,525
Jun11 110126 90.77 92.91 90.69 92.39 +1.82 68,908 114,179 -250
Jul11 110126 91.56 93.76 91.56 93.28 +1.88 18,258 59,162 -1,159
Aug11 110126 92.11 94.28 92.09 93.85 +1.93 11,495 34,229 -835
Sep11 110126 92.77 94.80 92.65 94.29 +1.95 7,993 34,306 +687
Oct11 110126 93.10 94.80 92.98 94.66 +1.95 4,862 25,597 +138
Nov11 110126 94.18 95.09 94.18 95.01 +1.95 5,031 23,159 +1,820
Dec11 110126 93.65 95.82 93.64 95.35 +1.96 34,522 178,269 +1,534
Jan12 110126 93.85 95.70 93.81 95.55 +1.99 2,887 31,344 -267
Feb12 110126 94.08 95.67 94.08 95.67 +2.01 616 10,814 +170
Mar12 110126 94.24 95.74 94.24 95.74 +2.02 1,105 13,067 +274
Apr12 110126 95.80 95.80 95.80 95.80 +2.02 410 5,226 +94
May12 110126 95.87 95.87 95.87 95.87 +2.02 337 7,316 +133
Jun12 110126 94.61 95.95 94.60 95.95 +2.02 2,625 51,105 -26
Total Volume and Open Interest 723,309 1,499,599 -3,409
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 110126 86.250 87.775 86.025 87.325 +1.125 8,096 7,818 -99
Apr11 110126 87.875 89.800 87.875 89.350 +1.475 827 1,731 +5
May11 110126 89.400 91.500 89.400 91.100 +1.675 76 358 -16
Jun11 110126 91.275 92.400 91.000 92.400 +1.825 0 60 +0
Jul11 110126 91.725 93.275 91.725 93.275 +1.875 7 11 -1
Aug11 110126 93.850 93.850 93.850 93.850 +1.925 1 10 +0
Sep11 110126 92.400 94.300 92.375 94.300 +1.950 3 9 +3
Oct11 110126 94.650 94.650 94.650 94.650 +1.950 0 42 +0
Total Volume and Open Interest 9,012 10,322 -108
Heating Oil(NYM)
Feb11 110126 260.85 268.25 260.51 266.98 +7.69 27,521 28,108 -9,336
Mar11 110126 261.25 268.41 260.50 267.13 +7.47 56,053 108,161 +2,069
Apr11 110126 259.82 267.40 259.82 266.27 +7.33 22,831 46,308 +4,219
May11 110126 259.38 266.52 259.37 265.63 +7.30 12,113 23,777 +825
Jun11 110126 259.29 266.69 259.29 265.75 +7.41 16,478 35,519 +720
Jul11 110126 260.08 267.20 260.08 266.69 +7.29 3,140 11,969 +161
Aug11 110126 261.33 268.35 261.25 267.89 +7.25 2,800 9,148 +699
Sep11 110126 265.78 270.16 265.04 269.59 +7.22 2,602 9,089 +74
Oct11 110126 267.72 271.81 267.41 271.30 +7.18 754 4,594 +101
Nov11 110126 269.10 273.48 269.10 272.98 +7.17 723 5,373 +147
Dec11 110126 270.76 274.38 270.17 274.38 +7.19 4,590 19,610 -52
Jan12 110126 272.00 275.75 272.00 275.75 +7.23 121 3,661 +14
Total Volume and Open Interest 149,922 314,495 -236
Gasoline(NYMEX)
Feb11 110126 235.44 244.20 234.86 243.06 +8.79 21,643 23,098 -5,589
Mar11 110126 237.45 246.73 237.41 245.66 +8.60 55,800 98,404 +1,119
Apr11 110126 250.74 258.75 250.28 258.16 +8.12 30,329 41,388 +1,483
May11 110126 251.60 259.40 251.41 259.00 +7.86 10,125 26,969 +1,324
Jun11 110126 253.21 259.31 252.16 259.03 +7.63 10,682 27,767 +541
Jul11 110126 253.06 258.60 251.70 258.39 +7.40 3,331 10,800 +181
Aug11 110126 250.37 257.34 250.35 257.34 +7.34 2,334 7,341 +419
Sep11 110126 250.04 255.64 249.63 255.64 +7.24 1,733 5,803 +326
Oct11 110126 239.68 245.25 239.44 245.15 +7.12 472 5,445 +6
Nov11 110126 243.30 243.30 243.30 243.30 +7.12 375 1,899 +100
Total Volume and Open Interest 142,269 282,934 +133
e-miNY RBOB Gasoline(NYM)
Feb11 110126 243.10 243.10 243.06 243.10 +8.80 0 3 +0
Mar11 110126 245.70 245.70 245.66 245.70 +8.60 0 1 +0
Apr11 110126 258.20 258.20 258.16 258.20 +8.20 0 1 +0
May11 110126 259.00 259.00 259.00 259.00 +7.90 0 1 +0
Total Volume and Open Interest 0 9 +0
Natural Gas(NYM)
Feb11 110126 4.467 4.510 4.381 4.491 +0.018 91,893 19,514 -9,625
Mar11 110126 4.488 4.529 4.398 4.501 +0.011 106,582 251,469 +1,006
Apr11 110126 4.495 4.539 4.406 4.508 +0.008 36,075 106,597 +852
May11 110126 4.532 4.575 4.444 4.547 +0.007 18,554 92,705 +1,640
Jun11 110126 4.576 4.614 4.483 4.587 +0.007 7,386 23,593 +838
Jul11 110126 4.631 4.660 4.537 4.637 +0.004 5,669 31,915 +734
Aug11 110126 4.654 4.667 4.566 4.662 +0.007 4,961 19,533 +162
Sep11 110126 4.618 4.670 4.568 4.665 +0.006 3,287 14,499 +195
Oct11 110126 4.700 4.714 4.613 4.710 +0.003 15,868 57,119 +359
Nov11 110126 4.786 4.866 4.779 4.865 +0.003 3,851 24,211 -255
Dec11 110126 5.066 5.105 5.004 5.088 +0.006 4,077 22,286 +600
Jan12 110126 5.193 5.240 5.120 5.208 +0.003 5,622 43,497 +551
Feb12 110126 5.111 5.180 5.106 5.180 +0.007 1,587 10,267 +79
Mar12 110126 5.016 5.087 5.010 5.087 +0.009 2,029 24,693 +629
Apr12 110126 4.815 4.877 4.800 4.877 +0.017 1,167 20,633 +194
May12 110126 4.841 4.879 4.841 4.879 +0.017 112 5,213 +6
Total Volume and Open Interest 309,687 836,565 -2,028
Brent Crude Oil(ICE)
Mar11 110126 95.39 98.34 95.29 97.91 +2.66 229,708 253,836 -3,758
Apr11 110126 95.34 98.39 95.34 97.97 +2.68 127,700 176,680 +5,637
May11 110126 95.61 98.58 95.61 98.19 +2.67 54,172 83,339 +1,734
Jun11 110126 95.90 98.82 95.90 98.38 +2.64 69,254 104,422 -2,393
Jul11 110126 96.04 98.92 96.04 98.51 +2.62 10,974 33,722 +185
Aug11 110126 96.15 99.05 96.15 98.62 +2.59 7,624 16,406 -949
Sep11 110126 96.78 99.15 96.74 98.72 +2.56 6,133 26,950 +332
Oct11 110126 97.00 99.24 96.85 98.81 +2.53 3,358 19,353 -369
Nov11 110126 97.09 99.32 96.94 98.89 +2.51 2,143 11,354 +126
Dec11 110126 96.80 99.42 96.80 98.97 +2.49 38,461 107,465 -1,124
Jan12 110126 99.03 99.03 99.03 99.03 +2.49 2,194 11,973 +211
Feb12 110126 99.05 99.05 99.05 99.05 +2.48 1,235 6,169 +76
Mar12 110126 99.06 99.06 99.06 99.06 +2.48 1,291 4,483 +668
Apr12 110126 99.05 99.05 99.05 99.05 +2.48 748 2,579 +464
Total Volume and Open Interest 565,900 964,590 +2,398
Gas Oil(ICE)
Feb11 110126 801.50 823.00 800.75 810.00 +11.00 60,117 113,165 -8,184
Mar11 110126 805.75 829.00 805.50 815.50 +11.00 88,466 156,057 +2,274
Apr11 110126 809.75 832.25 809.75 819.25 +11.50 33,295 69,662 -983
May11 110126 811.75 834.25 811.75 822.50 +12.00 16,979 59,549 +2,995
Jun11 110126 814.75 838.00 814.75 825.50 +12.50 23,807 64,133 +1,530
Jul11 110126 817.75 841.25 817.75 828.75 +12.50 6,758 21,994 +514
Aug11 110126 821.00 844.50 821.00 832.00 +12.25 3,504 19,941 +105
Sep11 110126 826.75 847.75 825.75 835.25 +12.00 3,777 20,243 +142
Oct11 110126 829.00 849.75 829.00 837.25 +11.75 2,457 14,225 +411
Nov11 110126 830.50 850.75 829.25 838.50 +11.50 2,391 11,079 +365
Total Volume and Open Interest 261,016 672,277 +3,599
Ethanol(CBOT)
Jan11 110105 2.315 2.315 2.305 2.305 -0.008 63 135 -73
Feb11 110126 2.310 2.329 2.310 2.328 +0.050 275 475 -146
Mar11 110126 2.310 2.346 2.309 2.344 +0.048 107 1,557 +34
Apr11 110126 2.350 2.361 2.350 2.356 +0.037 46 938 -4
May11 110126 2.375 2.388 2.375 2.376 +0.038 19 483 -2
Jun11 110126 2.390 2.407 2.390 2.397 +0.037 88 659 +23
Jul11 110126 2.415 2.415 2.415 2.415 +0.039 2 801 -2
Aug11 110126 2.400 2.400 2.398 2.398 +0.032 10 856 +5
Total Volume and Open Interest 612 8,100 -68
WTI Crude Oil(ICE
Mar11 110126 86.37 87.75 86.02 87.33 +1.14 121,042 134,121 +1,268
Apr11 110126 88.04 89.79 87.83 89.35 +1.47 69,025 58,073 -6,280
May11 110126 89.57 91.55 89.57 91.11 +1.68 37,580 41,420 -1,990
Jun11 110126 90.98 92.51 90.89 92.39 +1.82 37,060 60,941 -2,017
Jul11 110126 92.11 93.41 91.72 93.28 +1.88 5,569 19,983 -60
Aug11 110126 92.61 93.97 92.25 93.85 +1.93 2,744 12,191 +103
Sep11 110126 93.27 94.41 92.69 94.29 +1.95 3,539 20,613 +321
Oct11 110126 93.55 94.78 93.18 94.66 +1.95 1,580 14,271 +212
Nov11 110126 93.43 95.12 93.43 95.01 +1.95 1,364 9,408 +74
Dec11 110126 93.77 95.47 93.77 95.35 +1.96 16,295 80,766 +905
Jan12 110126 95.55 95.55 95.55 95.55 +1.99 324 7,001 -14
Feb12 110126 95.67 95.67 95.67 95.67 +2.01 15 1,274 -9
Mar12 110126 95.74 95.74 95.74 95.74 +2.02 21 3,963 -4
Apr12 110126 95.80 95.80 95.80 95.80 +2.02 118 998 +92
May12 110126 95.87 95.87 95.87 95.87 +2.02 29 934 +0
Jun12 110126 94.58 96.05 94.56 95.95 +2.02 604 21,334 +402
Total Volume and Open Interest 299,688 562,738 -7,185
US Dollar Index(ICE)
Mar11 110126 78.135 78.235 77.810 78.035 -0.110 21,614 38,179 -173
Jun11 110126 78.495 78.535 78.200 78.385 -0.110 34 1,008 +10
Sep11 110126 78.745 78.745 78.745 78.745 -0.110 0 3 +0
Total Volume and Open Interest 21,648 39,190 -163
Australian Dollar(CME)
Mar11 110126 99.05 99.40 98.68 99.02 +0.34 121,151 112,689 -3,512
Jun11 110126 97.80 98.14 97.55 97.89 +0.34 114 773 +54
Sep11 110126 96.67 96.67 96.34 96.67 +0.33 0 14 +0
Total Volume and Open Interest 121,265 113,570 -3,458
British Pound(CME)
Mar11 110126 158.16 159.39 157.63 158.73 +0.86 204,006 96,115 -3,118
Jun11 110126 158.02 159.13 157.73 158.59 +0.86 539 493 +256
Sep11 110126 158.35 158.35 157.52 158.35 +0.83 4 8 +3
Total Volume and Open Interest 204,549 96,648 -2,859
Canadian Dollar(CME)
Mar11 110126 100.25 100.54 99.94 100.37 +0.43 77,618 112,326 -3,917
Jun11 110126 99.97 100.31 99.73 100.16 +0.43 295 3,236 +133
Sep11 110126 99.98 100.00 99.44 99.87 +0.43 19 993 +10
Dec11 110126 99.60 99.75 99.16 99.60 +0.44 2 1,294 +2
Total Volume and Open Interest 77,934 117,899 -3,772
Japanese Yen(CME)
Mar11 110126 121.69 122.02 121.06 121.27 -0.47 136,534 115,892 +6,701
Jun11 110126 121.81 121.94 121.24 121.40 -0.46 151 738 +85
Sep11 110126 121.56 122.02 121.56 121.56 -0.46 0 19 +0
Total Volume and Open Interest 136,685 116,661 +6,786
Swiss Franc(CME)
Mar11 110126 106.11 106.43 105.69 105.98 -0.19 44,668 40,386 +1,704
Jun11 110126 106.09 106.32 105.90 106.07 -0.19 33 77 +11
Sep11 110126 106.21 106.36 106.17 106.17 -0.19 0 5 +0
Total Volume and Open Interest 44,701 40,470 +1,715
EuroFX(CME)
Mar11 110126 136.72 137.14 136.32 136.75 +0.12 393,954 196,679 +8,761
Jun11 110126 136.44 136.95 136.15 136.60 +0.13 397 2,653 +89
Sep11 110126 136.40 136.40 136.22 136.37 +0.11 0 36 +0
Total Volume and Open Interest 394,351 199,706 +8,850
Mexican Peso(CME)
Feb11 110126 831.0 831.0 826.2 831.0 +4.8      
Mar11 110126 823.2 830.8 822.8 827.5 +4.8 20,832 142,684 +865
Total Volume and Open Interest 20,832 142,786 +865
30-Year T-Bonds(CBOT)
Mar11 110126 121~150 121~160 119~300 120~020 -1~210 383,717 566,726 +15,699
Jun11 110126 119~140 120~040 118~130 118~150 -1~210 497 1,180 +21
Sep11 110126 116~280 118~170 116~280 116~280 -1~210      
Total Volume and Open Interest 384,214 567,906 +15,720
10-Year T-Notes(CBOT)
Mar11 110126 120~260 120~265 120~050 120~080 -0~215 1,286,403 1,362,896 +5,355
Jun11 110126 119~110 119~245 119~000 119~015 -0~230 2,850 7,948 +1,634
Sep11 110126 117~300 118~210 117~300 117~300 -0~230      
Total Volume and Open Interest 1,289,253 1,370,848 +6,989
5-Year T-Notes(CBOT)
Mar11 110126 118~025 118~025 117~107 117~124 -0~035 681,898 1,128,407 +5,636
Jun11 110126 117~039 117~048 117~011 117~011 -0~037 2,905 4,554 +1,661
Sep11 110126 116~035 116~072 116~035 116~035 -0~037      
Total Volume and Open Interest 684,803 1,132,961 +7,297
2 Year T-Notes(CBOT)
Mar11 110126 109~065 109~065 109~051 109~059 -0~006 285,736 742,676 +5,863
Jun11 110126 109~024 109~030 109~024 109~024 -0~006 144 554 +95
Sep11 110126 108~117 108~123 108~117 108~117 -0~006      
Total Volume and Open Interest 285,880 743,230 +5,958
Eurodollars(CME)
Mar11 110126 99.655 99.660 99.650 99.655 unch 284,827 1,188,069 -27,045
Jun11 110126 99.580 99.585 99.565 99.575 -0.005 193,735 1,129,083 +5,923
Sep11 110126 99.475 99.480 99.445 99.465 -0.010 250,767 1,054,882 +17,452
Dec11 110126 99.315 99.320 99.270 99.300 -0.010 278,153 897,545 +17,378
Mar12 110126 99.095 99.100 99.040 99.075 -0.020 349,209 937,893 +45,611
Jun12 110126 98.825 98.830 98.755 98.795 -0.030 267,308 584,835 +11,963
Sep12 110126 98.560 98.560 98.465 98.510 -0.040 213,811 470,241 +4,918
Dec12 110126 98.280 98.280 98.185 98.225 -0.050 186,222 311,827 -3,586
Mar13 110126 98.020 98.020 97.920 97.955 -0.060 123,166 216,149 +1,073
Jun13 110126 97.750 97.750 97.650 97.680 -0.070 87,098 165,075 -1,917
Sep13 110126 97.480 97.485 97.390 97.415 -0.075 92,315 182,026 -4,794
Dec13 110126 97.215 97.215 97.125 97.145 -0.080 64,387 142,434 -5,522
Mar14 110126 96.980 96.980 96.885 96.900 -0.090 33,317 117,096 -1,726
Jun14 110126 96.740 96.740 96.640 96.650 -0.100 25,492 109,236 -1,437
Sep14 110126 96.510 96.510 96.405 96.415 -0.105 24,356 64,781 -1,562
Dec14 110126 96.280 96.280 96.175 96.180 -0.110 20,453 73,950 -1,541
Mar15 110126 96.070 96.070 95.975 95.985 -0.115 12,675 54,832 -198
Jun15 110126 4.130 4.130 4.035 4.045 -0.120 10,343 33,201 -147
Total Volume and Open Interest 2,555,321 7,933,028 +64,306
30 Day Federal Funds(CBOT)
Jan11 110126 99.830 99.832 99.830 99.830 unch 1,494 67,258 +230
Feb11 110126 99.830 99.835 99.830 99.830 unch 1,881 69,593 +528
Mar11 110126 99.835 99.835 99.830 99.835 unch 2,766 50,027 +1,236
Apr11 110126 99.840 99.845 99.840 99.845 unch 1,389 43,235 -190
May11 110126 99.845 99.845 99.840 99.845 unch 6,866 62,180 -633
Jun11 110126 99.840 99.845 99.840 99.845 unch 1,376 37,220 +660
Total Volume and Open Interest 40,172 582,416 +6,055
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 110126 99.662 99.662 99.662 99.662 -0.003 350 1,273 +107
Jun11 110126 99.647 99.647 99.647 99.647 unch 0 175 +0
Sep11 110126 99.635 99.635 99.635 99.635 +0.005 101 201 +101
Dec11 110126 99.615 99.615 99.615 99.615 unch 0 75 +0
Mar12 110126 99.590 99.590 99.590 99.590 unch 0 100 +0
Jun12 110126 99.635 99.635 99.635 99.635 unch      
Sep12 110126 99.585 99.585 99.585 99.585 unch      
Dec12 110126 99.490 99.490 99.490 99.490 unch      
Mar13 110126 99.490 99.490 99.490 99.490 unch      
Jun13 110126 99.445 99.445 99.445 99.445 unch      
Total Volume and Open Interest 451 1,824 +208
3-Mth Euro-Yen(SGX)
Mar11 110126 99.66 99.66 99.66 99.66 unch 55 3,110 +134
Jun11 110126 99.65 99.65 99.65 99.65 unch 0 1,122 +0
Sep11 110126 99.64 99.64 99.64 99.64 unch 0 786 +101
Dec11 110126 99.61 99.61 99.61 99.61 unch 4 1,791 +0
Mar12 110126 99.59 99.59 99.59 99.59 unch 0 405 +0
Jun12 110126 99.64 99.64 99.64 99.64 unch 0 754 +0
Sep12 110126 99.58 99.58 99.58 99.58 unch 0 310 +0
Dec12 110126 99.49 99.49 99.49 99.49 unch 0 4 +0
Total Volume and Open Interest 59 8,283 +235
Japanese Gov't Bonds(SGX)
Mar11 110126 139.51 139.70 139.40 139.57 +0.12 1,376 12,345 +39
Jun11 110126 137.48 137.48 137.48 137.48 +0.12      
Sep11 110126 135.39 135.39 135.39 135.39 +0.12      
Total Volume and Open Interest 1,376 12,345 +39
Euro-Bund(EUREX)
Mar11 110126 123.96 124.13 123.47 123.61 -0.36 866,756 1,397,569 -40,710
Jun11 110126 122.61 122.70 122.12 122.21 -0.36 456 2,935 +91
Sep11 110126 121.84 121.84 121.84 121.84 -0.44      
Total Volume and Open Interest 867,212 1,400,504 -40,619
Euro-Bobl(EUREX)
Mar11 110126 117.17 117.29 116.85 116.95 -0.28 667,428 1,002,521 -62,706
Jun11 110126 115.80 115.80 115.51 115.51 -0.30 178 7,161 -15
Sep11 110126 115.52 115.52 115.52 115.52 -0.28      
Total Volume and Open Interest 667,606 1,009,682 -62,721
3-Mth Euribor(EUREX)
Mar11 110126 98.830 98.845 98.830 98.845 +0.005 5 5,796 -3
Jun11 110126 98.640 98.640 98.630 98.640 -0.010 6 9,256 +3
Sep11 110126 98.430 98.430 98.430 98.430 -0.025 4 2,046 +0
Total Volume and Open Interest 23 24,490 +0
Long Gilt(LIFFE)
Mar11 110126 117~19 117~23 116~28 117~01 -0~17 143,780 245,143 +2,092
Jun11 110126 115~26 115~26 115~26 115~26 -0~17      
Total Volume and Open Interest 143,780 245,143 +2,092
3-Mth Short Sterling(LIFFE)
Mar11 110126 99.18 99.23 99.13 99.17 -0.01 134,148 306,431 -25,662
Jun11 110126 99.06 99.08 98.96 98.99 -0.04 245,732 317,043 -11,430
Sep11 110126 98.90 98.90 98.76 98.78 -0.07 264,935 279,008 -2,403
Dec11 110126 98.66 98.67 98.50 98.52 -0.10 230,438 293,372 -9,258
Mar12 110126 98.42 98.44 98.24 98.26 -0.12 253,440 292,959 +4,410
Jun12 110126 98.15 98.18 97.97 97.99 -0.14 153,122 184,161 +12,720
Total Volume and Open Interest 1,491,791 2,094,549 -33,759
3-Mth Euribor(LIFFE)
Mar11 110126 98.835 98.860 98.820 98.845 +0.005 263,110 656,962 +17,873
Jun11 110126 98.650 98.665 98.620 98.640 -0.010 258,720 558,151 +61,629
Sep11 110126 98.460 98.465 98.405 98.430 -0.025 194,146 428,000 +7,823
Total Volume and Open Interest 1,434,590 3,309,161 +114,467
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 110126 1331.5 1345.5 1324.3 1333.0 +0.7 227,628 146,812 -29,860
Apr11 110126 1334.4 1346.9 1325.9 1334.5 +0.7 72,284 211,359 +35,653
Jun11 110126 1335.4 1348.5 1328.2 1336.2 +0.7 2,408 44,120 +335
Aug11 110126 1336.9 1349.8 1329.9 1337.6 +0.6 825 15,757 +381
Oct11 110126 1332.9 1350.4 1332.8 1339.3 +0.6 112 9,160 +33
Dec11 110126 1341.1 1353.4 1332.9 1341.1 +0.6 694 23,671 +103
Feb12 110126 1346.0 1351.0 1337.0 1343.4 +0.6 184 3,755 -8
Apr12 110126 1345.9 1345.9 1345.9 1345.9 +0.6 1 5,253 +0
Jun12 110126 1348.6 1348.6 1348.6 1348.6 +0.6 0 6,898 +0
Aug12 110126 1351.4 1351.4 1351.4 1351.4 +0.6 27 777 -25
Oct12 110126 1354.8 1354.8 1354.8 1354.8 +0.5 0 1,301 +0
Dec12 110126 1351.5 1358.7 1351.5 1358.7 +0.5 205 13,026 +12
Total Volume and Open Interest 306,016 506,047 +7,049
Silver(CMX)
Mar11 110126 2685.5 2764.5 2665.5 2712.8 +32.3 64,485 66,934 -3,133
May11 110126 2685.5 2761.0 2672.0 2714.9 +32.5 3,861 20,659 +741
Jul11 110126 2700.0 2719.0 2672.0 2715.9 +32.6 686 6,671 +31
Sep11 110126 2675.0 2716.6 2675.0 2716.6 +32.7 56 3,662 +0
Dec11 110126 2701.0 2761.0 2675.5 2717.4 +32.7 564 11,509 -160
Mar12 110126 2719.2 2719.2 2719.2 2719.2 +32.7 0 666 +0
May12 110126 2720.1 2720.1 2720.1 2720.1 +32.6 0 260 +0
Total Volume and Open Interest 71,426 125,229 -2,999
Platinum(NYMEX)
Jan11 110126 1793.8 1793.8 1793.8 1793.8 +9.6 97 243 -34
Apr11 110126 1787.4 1816.8 1781.1 1796.9 +9.6 5,960 40,443 -190
Jul11 110126 1808.6 1808.6 1796.5 1800.2 +9.6 43 1,208 +32
Oct11 110126 1802.2 1802.2 1802.2 1802.2 +9.6 3 79 +1
Total Volume and Open Interest 6,105 41,995 -191
Palladium(NYMEX)
Mar11 110126 780.05 815.75 780.00 804.60 +19.85 4,716 20,718 -346
Jun11 110126 783.85 817.00 783.85 805.90 +19.85 142 891 +55
Sep11 110126 806.85 806.85 806.85 806.85 +20.10 0 19 +0
Total Volume and Open Interest 4,858 21,631 -291
Copper(CMX)
Mar11 110126 425.10 429.90 422.40 426.70 +4.10 41,864 101,432 -2,544
May11 110126 425.05 430.00 423.10 427.40 +4.15 4,355 27,651 -240
Jul11 110126 424.55 428.55 424.55 427.15 +4.20 877 11,561 +290
Sep11 110126 423.65 426.60 423.65 426.60 +4.20 160 5,354 +60
Dec11 110126 423.30 427.00 421.55 424.70 +4.10 102 4,109 +21
Total Volume and Open Interest 48,123 155,810 -2,485
DJIA Index(CBOT)
Mar11 110126 11915 11975 11915 11936 +14 768 9,547 +551
Jun11 110126 11873 11873 11859 11873 +14      
Sep11 110126 11816 11816 11805 11816 +11      
Dec11 110126 11762 11762 11748 11762 +14 0 1 +0
Total Volume and Open Interest 768 9,548 +551
S & P 500(CME)
Mar11 110126 1287.10 1296.30 1286.20 1293.60 +6.00 12,820 299,854 -86
Jun11 110126 1288.70 1291.60 1288.60 1288.70 +6.10 0 4,765 +0
Sep11 110126 1283.80 1286.70 1277.20 1283.80 +6.10 0 2,841 +0
Dec11 110126 1279.20 1282.10 1272.60 1279.20 +6.10 0 550 +0
Total Volume and Open Interest 12,820 308,010 -86
S & P 500 E-Mini(Globex)
Mar11 110126 1287.25 1296.75 1286.00 1293.50 +6.00 2,360,267 2,635,938 +960
Jun11 110126 1282.00 1291.50 1282.00 1288.75 +6.25 1,040 13,302 +480
Total Volume and Open Interest 2,361,322 2,649,692 +1,440
NASDAQ 100(CME)
Mar11 110126 2301.30 2321.00 2298.50 2318.50 +17.20 569 16,143 -277
Jun11 110126 2315.50 2315.50 2315.00 2315.50 +17.20 0 700 +0
Sep11 110126 2313.00 2313.00 2312.50 2313.00 +17.20      
Total Volume and Open Interest 569 16,843 -277
NASDAQ 100 E-Mini(Globex)
Mar11 110126 2300.30 2320.00 2298.00 2318.50 +17.20 250,703 382,582 -3,735
Jun11 110126 2298.30 2315.50 2295.30 2315.50 +17.20 112 762 -5
Total Volume and Open Interest 250,815 383,350 -3,740
S & P Midcap 400(CME)
Mar11 110126 922.50 931.00 921.00 928.80 +6.70 106 2,464 -14
Jun11 110126 926.40 927.20 926.40 926.40 +6.70      
Sep11 110126 924.50 925.30 924.50 924.50 +6.70      
Total Volume and Open Interest 106 2,464 -14
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Mar11 110126 10435 10485 10405 10455 +10 14,795 40,783 +3,509
Jun11 110126 10435 10435 10425 10435 +10 0 4 +0
Total Volume and Open Interest 14,795 40,787 +3,509
Nikkei 225(SGX)
Mar11 110126 10470 10480 10385 10420 -55 126,140 240,163 -11,801
Jun11 110126 10345 10345 10345 10345 -60 7 3,230 +45
Sep11 110126 10345 10345 10345 10345 -60 0 400 +0
Total Volume and Open Interest 126,147 252,643 -11,756
CAC 40(EURONEXT)
Feb11 110126 4047.0 4068.0 4041.5 4048.5 +25.0 116,389 334,562 +9,427
Mar11 110126 4050.0 4070.0 4047.0 4051.0 +25.0 427 64,006 -197
Apr11 110126 4051.0 4051.0 4050.5 4050.5 +21.0      
Total Volume and Open Interest 116,816 398,608 +9,230
Hang Seng Index(HKFE)
Jan11 110126 23812 24012 23653 23858 +77 92,935 49,740 -29,348
Feb11 110126 23845 24016 23666 23866 +77 34,576 73,656 +34,362
Mar11 110126 23780 23952 23638 23805 +74 832 6,646 +207
Total Volume and Open Interest 128,483 131,658 +5,097
DAX(EUREX)
Mar11 110126 7102.0 7169.5 7094.0 7130.5 +67.0 139,327 247,425 -4,658
Jun11 110126 7120.0 7190.0 7117.5 7151.0 +66.5 292 11,097 +30
Sep11 110126 7138.5 7209.0 7138.5 7172.0 +68.0 102 504 +126
Total Volume and Open Interest 139,721 259,026 -4,502
FT-SE 100(EURONEXT)
Mar11 110126 5888.50 5968.50 5888.50 5940.50 +58.00 102,188 644,732 +8,363
Jun11 110126 5914.50 5914.50 5898.00 5898.00 +58.00 1 2,870 +0
Sep11 110126 5882.00 5882.00 5866.50 5866.50 +58.00 27 263 +27
Total Volume and Open Interest 102,246 647,915 +8,420
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 110126 627.00 635.50 627.00 635.50 +12.00 190 14,536 -1
Mar11 110126 641.00 641.00 641.00 641.00 +12.50 2 57 +0
Apr11 110126 646.00 646.00 646.00 646.00 +12.50      
Total Volume and Open Interest 192 14,593 -1
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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