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MRCI's End of Day Prices

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MRCI's End of Day Prices
Daily Futures Price Listing Thu January 27, 2011
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Mar11 110127 1389.25 1401.00 1378.00 1399.50 +14.00 83,339 265,417 -581
May11 110127 1399.25 1410.50 1389.50 1410.00 +13.50 24,777 110,061 +2,526
Jul11 110127 1405.25 1416.50 1395.75 1415.75 +12.75 24,367 94,069 -2,216
Aug11 110127 1384.00 1391.25 1377.00 1391.25 +10.25 473 3,540 +107
Sep11 110127 1352.00 1357.25 1346.00 1356.50 +4.50 364 4,431 +77
Nov11 110127 1325.25 1331.75 1317.50 1325.50 +1.75 27,761 147,022 +6,121
Jan12 110127 1325.50 1329.25 1320.75 1328.00 +1.75 408 12,153 +56
Total Volume and Open Interest 162,987 656,494 +6,372
Soybean Meal(CBOT)
Mar11 110127 375.20 377.90 371.30 377.40 +3.00 25,976 95,262 -461
May11 110127 378.10 380.20 374.00 379.70 +2.80 7,911 36,550 +911
Jul11 110127 379.40 380.70 374.70 380.10 +2.40 4,766 36,650 +605
Aug11 110127 369.60 371.80 366.70 371.50 +1.90 876 7,368 +202
Sep11 110127 360.90 368.00 358.00 361.70 +1.20 350 7,315 -26
Oct11 110127 346.50 348.20 344.50 347.00 -0.90 315 5,860 +47
Dec11 110127 346.00 346.90 341.50 344.00 -1.90 1,776 18,623 +34
Jan12 110127 343.70 343.70 342.90 343.50 -2.10 100 1,844 +31
Total Volume and Open Interest 42,694 213,258 +1,455
Soybean Oil(CBOT)
Mar11 110127 56.82 57.45 56.33 57.41 +0.71 46,173 184,674 -1,148
May11 110127 57.32 57.90 56.83 57.90 +0.70 13,665 71,543 +1,880
Jul11 110127 57.66 58.32 57.29 58.32 +0.68 12,730 68,488 +207
Aug11 110127 57.44 58.44 57.44 58.43 +0.67 753 6,780 -2
Sep11 110127 57.70 58.53 57.69 58.53 +0.67 837 8,998 +55
Oct11 110127 57.77 58.49 57.77 58.49 +0.63 1,495 9,703 -296
Dec11 110127 58.31 58.54 57.80 58.54 +0.62 6,738 34,212 +520
Jan12 110127 58.59 58.59 57.97 58.59 +0.62 0 462 +0
Total Volume and Open Interest 82,756 386,053 +1,450
Canola(WCE)
Mar11 110127 593.0 598.1 590.5 597.2 +2.7 9,209 105,418 -2,175
May11 110127 601.2 606.8 599.4 605.9 +2.7 3,723 32,179 +1,292
Jul11 110127 605.8 612.0 605.8 610.9 +3.0 1,218 18,728 +54
Nov11 110127 560.5 572.0 560.4 570.4 +6.4 1,717 47,798 +539
Jan12 110127 564.5 576.6 564.5 576.6 +7.7 151 2,553 +151
Total Volume and Open Interest 16,082 208,274 -85
Corn(CBOT)
Mar11 110127 658.50 661.75 647.50 650.75 -7.00 145,601 602,712 -8,176
May11 110127 668.50 671.50 657.50 661.00 -7.00 50,643 312,958 +6,211
Jul11 110127 673.00 676.50 662.25 666.00 -6.75 42,977 255,768 +3,627
Sep11 110127 624.00 626.25 614.50 617.75 -7.00 5,329 53,368 +666
Dec11 110127 589.25 593.00 581.00 582.75 -8.00 27,632 322,898 +1,939
Mar12 110127 595.00 600.00 588.75 590.25 -7.00 1,236 29,753 +247
Total Volume and Open Interest 274,844 1,628,372 +4,620
Wheat(CBOT)
Mar11 110127 859.00 863.50 845.50 846.25 -10.25 48,711 219,955 +2,274
May11 110127 886.00 891.00 874.00 875.00 -9.25 14,361 85,525 +1,789
Jul11 110127 904.00 909.00 893.25 894.50 -6.75 11,639 120,852 +25
Sep11 110127 917.00 924.25 910.25 912.25 -4.75 1,755 26,459 +157
Dec11 110127 929.75 936.50 919.00 923.75 -4.25 4,815 70,905 +1,241
Total Volume and Open Interest 82,363 541,877 +5,933
Wheat(KCBT)
Mar11 110127 940.00 946.50 931.25 932.50 -7.50 14,762 81,519 -1,589
May11 110127 949.50 957.00 942.25 943.25 -7.25 6,766 43,756 +876
Jul11 110127 955.50 962.75 949.00 950.25 -6.50 4,763 56,880 +70
Sep11 110127 964.00 969.00 957.50 958.50 -6.50 1,245 14,562 +311
Dec11 110127 973.00 978.25 968.00 970.00 -4.25 1,310 12,264 +112
Total Volume and Open Interest 29,070 212,007 -66
Wheat(MGE)
Mar11 110127 977.00 986.00 972.00 976.00 -1.00 3,701 20,347 -446
May11 110127 985.25 994.50 982.75 984.25 -1.00 2,038 15,716 +21
Jul11 110127 988.00 997.50 982.50 987.75 -0.25 895 10,685 +196
Sep11 110127 979.00 987.25 974.50 978.00 -1.75 608 11,134 +135
Dec11 110127 980.00 989.00 977.75 979.00 -2.25 831 9,009 +35
Total Volume and Open Interest 8,295 68,663 -19
Oats(CBOT)
Mar11 110127 390.00 391.50 382.00 390.00 +2.00 622 8,492 +73
May11 110127 397.50 398.00 390.25 398.00 +2.00 229 3,355 +176
Jul11 110127 397.50 402.00 396.50 401.50 +2.00 50 540 +6
Sep11 110127 374.75 374.75 372.25 373.75 +0.75 24 181 +15
Total Volume and Open Interest 1,045 13,925 +301
Rough Rice(CBOT)
Mar11 110127 15.20 15.29 15.03 15.09 -0.11 1,162 14,275 +21
May11 110127 15.51 15.56 15.35 15.38 -0.10 526 2,570 +39
Jul11 110127 15.77 15.83 15.62 15.65 -0.09 212 1,735 +35
Sep11 110127 15.57 15.61 15.48 15.49 -0.07 150 1,325 -29
Total Volume and Open Interest 2,107 20,393 +101
Live Cattle(CME)
Feb11 110127 107.200 108.000 106.150 106.950 -0.280 13,801 49,795 -4,911
Apr11 110127 112.330 113.250 111.250 112.180 -0.105 21,338 163,385 +432
Jun11 110127 112.480 113.500 111.650 112.450 -0.085 9,856 83,183 +1,870
Aug11 110127 113.200 113.950 112.385 113.180 -0.050 4,012 26,829 +1,160
Oct11 110127 116.135 117.100 115.450 116.050 -0.235 2,260 17,589 +914
Dec11 110127 116.900 117.550 116.050 117.000 -0.050 2,070 14,497 +784
Total Volume and Open Interest 53,742 358,945 +512
Feeder Cattle(CME)
Jan11 110127 126.385 126.480 126.080 126.150 -0.200 344 1,923 -189
Mar11 110127 126.100 126.680 125.250 125.600 -0.535 2,940 25,233 +295
Apr11 110127 126.930 127.400 126.100 126.385 -0.650 744 6,592 +65
May11 110127 127.250 127.580 126.350 126.700 -0.480 569 8,686 +51
Aug11 110127 127.950 128.435 127.100 127.600 -0.300 296 9,668 +79
Sep11 110127 127.050 127.730 126.700 127.400 -0.150 68 1,257 +31
Oct11 110127 126.600 127.300 126.400 127.300 -0.100 28 599 +17
Total Volume and Open Interest 5,019 54,266 +369
Lean Hogs(CME)
Feb11 110127 83.035 84.950 82.285 83.950 +0.915 13,062 21,850 -3,595
Apr11 110127 90.500 92.135 89.800 90.035 -0.100 30,373 96,777 +1,869
May11 110127 98.230 98.230 97.000 97.050 -1.000 350 2,261 +97
Jun11 110127 99.180 99.230 98.230 98.885 -0.115 12,489 53,926 +1,751
Jul11 110127 97.680 97.930 96.850 97.480 -0.200 6,956 19,300 +2,548
Aug11 110127 97.330 97.500 96.500 97.080 -0.500 3,353 16,343 +744
Oct11 110127 86.300 86.450 84.430 85.480 -1.070 1,739 14,397 +388
Dec11 110127 82.700 82.700 81.330 81.650 -1.000 1,007 5,827 +260
Total Volume and Open Interest 69,562 233,045 +4,210
Class III Milk(CME)
Jan11 110127 13.53 13.53 13.52 13.52 -0.01 2 5,174 +1
Feb11 110127 16.47 16.50 16.40 16.48 -0.01 322 5,661 -96
Mar11 110127 17.17 17.57 17.17 17.49 -0.01 1,200 5,251 +508
Apr11 110127 17.10 17.32 17.06 17.19 -0.11 508 3,803 +206
May11 110127 16.90 17.00 16.72 16.82 -0.18 366 3,354 +195
Total Volume and Open Interest 3,000 37,533 +1,085
Cocoa(ICE)
Mar11 110127 3352 3420 3334 3358 +6 11,687 58,368 +118
May11 110127 3322 3390 3322 3339 +1 4,243 32,310 +482
Jul11 110127 3330 3374 3317 3322 -13 1,965 15,362 +451
Sep11 110127 3323 3351 3295 3300 -13 578 10,245 +81
Dec11 110127 3314 3345 3293 3296 -10 651 14,505 +252
Mar12 110127 3361 3410 3352 3359 -14 1,155 15,441 +615
May12 110127 3354 3400 3349 3357 -13 633 5,197 +576
Total Volume and Open Interest 20,928 153,654 +2,574
Coffee "C"(ICE)
Mar11 110127 238.20 241.50 234.70 236.95 -0.55 16,062 73,497 -854
May11 110127 239.50 243.10 236.60 238.65 -0.65 6,795 35,853 +2,279
Jul11 110127 240.95 244.00 238.70 239.85 -0.60 865 13,739 +220
Sep11 110127 240.05 242.95 236.90 238.70 -0.80 246 5,442 +95
Dec11 110127 237.50 240.10 234.60 235.90 -0.75 326 8,427 +69
Mar12 110127 235.00 235.00 232.15 232.15 -0.80 48 969 +17
Total Volume and Open Interest 24,348 138,698 +1,825
Orange Juice(ICE)
Mar11 110127 167.05 167.20 166.00 167.05 -0.10 1,450 20,829 -268
May11 110127 165.50 165.50 164.35 165.00 -0.40 362 7,620 +80
Jul11 110127 164.45 164.50 164.45 164.50 -0.45 149 2,553 +27
Sep11 110127 163.50 164.15 161.30 164.15 -0.30 4 493 +0
Nov11 110127 162.10 163.15 162.10 163.15 -0.05 8 548 +0
Jan12 110127 162.35 162.55 162.35 162.55 -0.75 0 2 +0
Total Volume and Open Interest 1,973 32,067 -161
Sugar #11(ICE)
Mar11 110127 33.00 34.54 32.77 34.18 +1.05 46,921 211,925 +626
May11 110127 30.52 31.50 30.25 31.31 +0.73 26,507 121,897 +2,118
Jul11 110127 27.71 28.25 27.52 28.20 +0.40 18,924 126,453 +2,744
Oct11 110127 25.96 26.40 25.82 26.39 +0.37 7,242 68,394 +697
Mar12 110127 24.98 25.60 24.98 25.59 +0.35 4,357 47,420 +520
Total Volume and Open Interest 105,988 626,599 +7,462
London Cocoa(LCE)
Mar11 110127 2225 2249 2195 2200 -14 5,936 57,686 +926
May11 110127 2190 2219 2166 2180 +1 4,419 32,397 +1,487
Jul11 110127 2184 2204 2155 2170 -4 2,705 29,465 +839
Sep11 110127 2170 2190 2152 2160 -7 653 20,629 -16
Dec11 110127 2150 2166 2125 2140 -2 1,290 26,366 -223
Mar12 110127 2165 2169 2135 2147 -4 320 20,339 +1
May12 110127 2166 2172 2136 2154 -1 207 3,952 +120
Total Volume and Open Interest 15,551 198,448 +3,139
London Sugar(LCE)
Mar11 110127 802.30 825.80 797.00 824.50 +25.40 4,247 21,216 +450
May11 110127 777.00 799.40 774.50 798.50 +22.10 2,546 15,014 +876
Aug11 110127 730.00 748.80 729.10 747.90 +18.50 614 9,128 +198
Oct11 110127 681.20 689.80 679.20 688.70 +12.10 177 2,815 +96
Dec11 110127 666.00 669.60 666.00 668.80 +9.80 46 1,117 +20
Total Volume and Open Interest 7,690 50,147 +1,697
Cotton(ICE)
Mar11 110127 168.00 172.83 166.25 169.39 +2.56 10,746 89,451 +272
May11 110127 160.35 165.33 159.72 163.43 +4.10 3,144 25,388 +504
Jul11 110127 152.80 156.70 151.00 154.97 +3.42 2,350 34,923 -787
Oct11 110127 126.50 127.95 126.00 127.27 +2.60 7 178 -1
Dec11 110127 112.00 113.92 110.64 113.86 +3.43 2,515 51,941 -13
Mar12 110127 104.35 107.00 104.35 106.98 +3.29 124 2,539 +14
Total Volume and Open Interest 18,941 206,525 +16
Lumber(CME)
Mar11 110127 309.0 318.0 309.0 309.3 +1.3 625 6,493 -167
May11 110127 325.5 334.4 325.5 330.0 +3.0 271 3,030 +69
Jul11 110127 334.0 336.6 332.7 334.7 +1.7 287 1,291 +64
Sep11 110127 331.9 332.7 331.9 332.7 -0.1 0 188 +0
Total Volume and Open Interest 1,183 11,003 -34
Crude Oil(NYM)
Mar11 110127 87.55 87.66 85.42 85.64 -1.69 347,753 410,630 +2,238
Apr11 110127 89.65 89.69 87.92 88.29 -1.06 151,152 119,137 +4,990
May11 110127 91.45 91.55 90.07 90.45 -0.66 82,367 96,077 +1,960
Jun11 110127 92.59 92.93 91.55 91.91 -0.48 80,222 113,033 -1,146
Jul11 110127 93.05 93.90 92.70 92.94 -0.34 21,874 58,023 -1,139
Aug11 110127 93.98 94.51 93.32 93.62 -0.23 11,474 33,718 -511
Sep11 110127 94.52 94.98 93.84 94.07 -0.22 9,536 34,100 -206
Oct11 110127 94.60 95.37 94.22 94.44 -0.22 3,674 25,227 -370
Nov11 110127 94.60 95.72 94.60 94.79 -0.22 3,819 23,315 +156
Dec11 110127 95.50 96.08 94.71 95.13 -0.22 44,400 178,362 +93
Jan12 110127 95.18 96.30 95.12 95.37 -0.18 5,151 32,183 +839
Feb12 110127 96.45 96.46 95.15 95.51 -0.16 1,462 11,067 +253
Mar12 110127 95.59 95.59 95.59 95.59 -0.15 1,325 12,915 -152
Apr12 110127 95.65 95.65 95.65 95.65 -0.15 457 5,268 +42
May12 110127 95.71 95.71 95.71 95.71 -0.16 854 7,817 +501
Jun12 110127 96.01 96.15 95.60 95.80 -0.15 2,944 51,551 +446
Total Volume and Open Interest 789,077 1,508,343 +8,744
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 110127 87.550 87.650 85.200 85.650 -1.675 8,662 8,079 +261
Apr11 110127 89.650 89.700 87.925 88.300 -1.050 706 1,762 +31
May11 110127 91.425 91.450 90.400 90.450 -0.650 106 376 +18
Jun11 110127 92.650 92.650 91.900 91.900 -0.500 7 67 +7
Jul11 110127 92.950 92.950 92.950 92.950 -0.325 2 10 -1
Aug11 110127 93.625 93.625 93.625 93.625 -0.225 0 10 +0
Sep11 110127 94.075 94.075 94.075 94.075 -0.225 2 7 -2
Oct11 110127 94.450 94.450 94.450 94.450 -0.200 0 42 +0
Total Volume and Open Interest 9,502 10,646 +324
Heating Oil(NYM)
Feb11 110127 267.81 269.44 265.20 265.46 -1.52 23,395 22,251 -5,857
Mar11 110127 267.68 269.60 265.20 265.51 -1.62 69,351 111,148 +2,987
Apr11 110127 266.36 268.62 264.33 264.61 -1.66 25,466 46,850 +542
May11 110127 265.44 267.54 263.76 264.05 -1.58 15,437 26,766 +2,989
Jun11 110127 266.46 267.96 264.00 264.30 -1.45 17,079 36,728 +1,209
Jul11 110127 268.54 268.55 265.18 265.39 -1.30 4,043 12,376 +407
Aug11 110127 267.78 269.57 266.46 266.69 -1.20 1,159 9,167 +19
Sep11 110127 268.77 270.56 268.47 268.47 -1.12 1,956 9,298 +209
Oct11 110127 272.67 272.81 270.10 270.18 -1.12 1,013 4,704 +110
Nov11 110127 274.38 274.40 271.80 271.80 -1.18 940 5,286 -87
Dec11 110127 274.59 276.14 273.21 273.27 -1.11 4,666 19,523 -87
Jan12 110127 275.35 275.35 274.62 274.62 -1.13 149 3,755 +94
Total Volume and Open Interest 165,323 317,008 +2,513
Gasoline(NYMEX)
Feb11 110127 243.70 243.70 238.00 238.16 -4.90 21,486 17,470 -5,628
Mar11 110127 246.03 246.49 241.02 241.32 -4.34 59,759 103,590 +5,186
Apr11 110127 258.40 259.28 254.50 254.71 -3.45 29,097 39,333 -2,055
May11 110127 258.69 260.11 255.61 255.70 -3.30 13,811 28,051 +1,082
Jun11 110127 258.41 260.32 255.78 255.88 -3.15 13,759 28,200 +433
Jul11 110127 258.03 259.36 255.10 255.34 -3.05 5,290 11,546 +746
Aug11 110127 257.09 258.13 254.35 254.42 -2.92 1,721 7,461 +120
Sep11 110127 254.18 256.45 252.74 252.74 -2.90 1,960 6,111 +308
Oct11 110127 245.50 245.96 242.33 242.33 -2.82 708 5,409 -36
Nov11 110127 242.65 242.98 240.57 240.57 -2.73 355 1,877 -22
Total Volume and Open Interest 149,997 282,862 -72
e-miNY RBOB Gasoline(NYM)
Feb11 110127 238.20 238.20 238.16 238.20 -4.90 1 2 -1
Mar11 110127 245.70 245.70 241.30 241.30 -4.40 1 2 +1
Apr11 110127 254.70 254.71 254.70 254.70 -3.50 0 1 +0
May11 110127 255.70 255.70 255.70 255.70 -3.30 0 1 +0
Total Volume and Open Interest 2 9 +0
Natural Gas(NYM)
Feb11 110127 4.471 4.474 4.290 4.316 -0.175 63,383 9,345 -10,169
Mar11 110127 4.480 4.499 4.310 4.319 -0.182 105,943 250,294 -1,175
Apr11 110127 4.497 4.505 4.330 4.336 -0.172 39,636 106,192 -405
May11 110127 4.536 4.538 4.375 4.384 -0.163 22,648 95,065 +2,360
Jun11 110127 4.582 4.582 4.420 4.428 -0.159 11,783 23,817 +224
Jul11 110127 4.610 4.610 4.470 4.480 -0.157 10,162 33,167 +1,252
Aug11 110127 4.620 4.634 4.500 4.508 -0.154 9,046 20,056 +523
Sep11 110127 4.620 4.634 4.508 4.513 -0.152 4,166 14,508 +9
Oct11 110127 4.660 4.680 4.550 4.557 -0.153 17,498 56,749 -370
Nov11 110127 4.822 4.836 4.711 4.714 -0.151 5,143 24,814 +603
Dec11 110127 5.044 5.065 4.940 4.946 -0.142 4,515 22,738 +452
Jan12 110127 5.175 5.182 5.057 5.066 -0.142 7,229 43,868 +371
Feb12 110127 5.140 5.140 5.034 5.043 -0.137 797 10,425 +158
Mar12 110127 5.062 5.063 4.955 4.955 -0.132 1,031 24,734 +41
Apr12 110127 4.827 4.840 4.763 4.767 -0.110 777 20,190 -443
May12 110127 4.840 4.840 4.772 4.772 -0.107 31 5,220 +7
Total Volume and Open Interest 305,093 829,971 -6,594
Brent Crude Oil(ICE)
Mar11 110127 98.15 98.95 97.15 97.39 -0.52 205,114 246,878 -6,958
Apr11 110127 98.17 99.04 97.28 97.51 -0.46 101,815 172,746 -3,934
May11 110127 98.28 99.20 97.60 97.77 -0.42 45,976 84,183 +844
Jun11 110127 98.46 99.39 97.80 97.99 -0.39 45,395 103,710 -712
Jul11 110127 98.51 99.46 97.95 98.15 -0.36 9,355 34,605 +883
Aug11 110127 98.40 99.55 98.07 98.28 -0.34 7,337 16,800 +394
Sep11 110127 98.72 99.62 98.18 98.39 -0.33 6,008 26,135 -815
Oct11 110127 98.80 99.69 98.27 98.50 -0.31 3,302 19,269 -84
Nov11 110127 98.37 99.74 98.34 98.59 -0.30 3,119 11,314 -40
Dec11 110127 98.97 99.84 98.42 98.68 -0.29 26,343 106,981 -484
Jan12 110127 98.74 98.74 98.74 98.74 -0.29 1,536 12,069 +96
Feb12 110127 98.76 98.76 98.76 98.76 -0.29 769 6,213 +44
Mar12 110127 98.77 98.77 98.77 98.77 -0.29 393 4,474 -9
Apr12 110127 98.77 98.77 98.77 98.77 -0.28 217 2,665 +86
Total Volume and Open Interest 466,166 956,052 -8,538
Gas Oil(ICE)
Feb11 110127 822.00 826.25 814.00 817.00 +7.00 58,507 103,928 -9,237
Mar11 110127 827.50 832.00 819.00 822.50 +7.00 104,007 154,313 -1,744
Apr11 110127 830.50 835.50 822.75 826.25 +7.00 40,671 72,195 +2,533
May11 110127 834.75 838.75 826.50 829.50 +7.00 27,631 61,293 +1,744
Jun11 110127 835.75 842.00 829.50 832.75 +7.25 39,074 58,644 -5,489
Jul11 110127 836.50 844.50 833.50 836.00 +7.25 7,263 21,569 -425
Aug11 110127 840.25 847.50 838.00 839.00 +7.00 5,115 20,862 +921
Sep11 110127 843.00 849.00 840.25 842.00 +6.75 6,725 20,455 +212
Oct11 110127 845.00 851.50 843.25 844.00 +6.75 4,922 14,122 -103
Nov11 110127 844.00 851.00 844.00 845.50 +7.00 1,501 11,372 +293
Total Volume and Open Interest 308,504 661,262 -11,015
Ethanol(CBOT)
Jan11 110105 2.315 2.315 2.305 2.305 -0.008 63 135 -73
Feb11 110127 2.305 2.309 2.300 2.307 -0.021 64 470 -5
Mar11 110127 2.330 2.330 2.315 2.320 -0.024 313 1,511 -46
Apr11 110127 2.327 2.343 2.327 2.341 -0.015 55 961 +23
May11 110127 2.350 2.357 2.350 2.354 -0.022 22 482 -1
Jun11 110127 2.371 2.376 2.371 2.376 -0.021 68 685 +26
Jul11 110127 2.395 2.395 2.394 2.394 -0.021 6 802 +1
Aug11 110127 2.380 2.380 2.374 2.377 -0.021 10 856 +0
Total Volume and Open Interest 609 8,135 +35
WTI Crude Oil(ICE
Mar11 110127 87.62 87.63 85.20 85.64 -1.69 117,796 134,372 +251
Apr11 110127 89.61 89.67 87.95 88.29 -1.06 79,628 58,813 +740
May11 110127 91.37 91.53 90.08 90.45 -0.66 41,441 41,953 +533
Jun11 110127 92.58 92.86 91.60 91.91 -0.48 34,538 58,928 -2,013
Jul11 110127 93.16 93.85 92.67 92.94 -0.34 8,388 19,554 -429
Aug11 110127 93.72 94.47 93.33 93.62 -0.23 5,520 13,031 +840
Sep11 110127 94.47 94.92 93.78 94.07 -0.22 3,570 20,642 +29
Oct11 110127 94.39 95.30 94.15 94.44 -0.22 1,654 13,957 -314
Nov11 110127 94.64 95.64 94.49 94.79 -0.22 1,362 9,210 -198
Dec11 110127 95.40 95.97 94.78 95.13 -0.22 16,880 80,523 -243
Jan12 110127 95.37 95.37 95.37 95.37 -0.18 695 7,247 +246
Feb12 110127 95.51 95.51 95.51 95.51 -0.16 60 1,293 +19
Mar12 110127 95.59 95.59 95.59 95.59 -0.15 82 3,964 +1
Apr12 110127 95.65 95.65 95.65 95.65 -0.15 56 1,023 +25
May12 110127 95.71 95.71 95.71 95.71 -0.16 18 934 +0
Jun12 110127 95.80 95.80 95.80 95.80 -0.15 700 21,338 +4
Total Volume and Open Interest 315,837 562,459 -279
US Dollar Index(ICE)
Mar11 110127 77.855 78.280 77.710 77.855 -0.180 20,989 37,743 -436
Jun11 110127 78.275 78.505 78.165 78.205 -0.180 33 1,008 +0
Sep11 110127 78.565 78.565 78.565 78.565 -0.180 0 3 +0
Total Volume and Open Interest 21,022 38,754 -436
Australian Dollar(CME)
Mar11 110127 99.22 99.47 98.20 98.73 -0.29 73,945 113,485 +796
Jun11 110127 98.20 98.20 97.19 97.60 -0.29 96 766 -7
Sep11 110127 96.39 96.67 96.39 96.39 -0.28 0 14 +0
Total Volume and Open Interest 74,041 114,359 +789
British Pound(CME)
Mar11 110127 159.04 159.86 158.74 159.30 +0.57 138,207 101,068 +4,953
Jun11 110127 159.08 159.44 158.59 159.15 +0.56 134 526 +33
Sep11 110127 158.95 159.20 158.35 158.90 +0.55 0 8 +0
Total Volume and Open Interest 138,341 101,634 +4,986
Canadian Dollar(CME)
Mar11 110127 100.41 100.65 100.03 100.51 +0.14 63,330 112,919 +593
Jun11 110127 100.26 100.40 99.98 100.30 +0.14 86 3,246 +10
Sep11 110127 100.01 100.01 99.87 100.01 +0.14 25 991 -2
Dec11 110127 99.75 99.86 99.60 99.74 +0.14 17 1,301 +7
Total Volume and Open Interest 63,458 118,507 +608
Japanese Yen(CME)
Mar11 110127 121.61 121.98 120.19 120.78 -0.49 97,157 111,174 -4,718
Jun11 110127 121.90 121.90 120.60 120.90 -0.50 308 774 +36
Sep11 110127 120.79 121.56 120.79 121.06 -0.50 0 19 +0
Total Volume and Open Interest 97,465 111,979 -4,682
Swiss Franc(CME)
Mar11 110127 106.12 106.55 105.50 105.77 -0.21 30,195 40,849 +463
Jun11 110127 106.17 106.45 105.70 105.86 -0.21 31 71 -6
Sep11 110127 105.87 106.17 105.87 105.96 -0.21 3 5 +0
Total Volume and Open Interest 30,229 40,927 +457
EuroFX(CME)
Mar11 110127 136.92 137.53 136.29 137.22 +0.47 297,228 200,674 +3,995
Jun11 110127 136.77 137.35 136.20 137.05 +0.45 377 2,774 +121
Sep11 110127 136.81 136.81 136.37 136.81 +0.44 5 38 +2
Total Volume and Open Interest 297,610 203,824 +4,118
Mexican Peso(CME)
Feb11 110127 831.8 831.8 831.0 831.8 +0.8      
Mar11 110127 829.5 831.2 826.8 828.2 +0.8 18,851 143,723 +1,039
Total Volume and Open Interest 18,851 143,825 +1,039
30-Year T-Bonds(CBOT)
Mar11 110127 120~090 120~250 119~190 120~230 +0~210 337,693 556,939 -9,787
Jun11 110127 118~120 119~040 118~010 119~040 +0~210 689 1,504 +324
Sep11 110127 117~170 117~170 116~280 117~170 +0~210      
Total Volume and Open Interest 338,382 558,443 -9,463
10-Year T-Notes(CBOT)
Mar11 110127 120~110 120~235 119~280 120~215 +0~135 1,052,068 1,351,291 -11,605
Jun11 110127 119~090 119~150 118~260 119~150 +0~135 4,855 11,175 +3,227
Sep11 110127 118~115 118~115 117~300 118~115 +0~135      
Total Volume and Open Interest 1,056,923 1,362,470 -8,378
5-Year T-Notes(CBOT)
Mar11 110127 118~004 118~038 117~097 118~037 +0~041 518,395 1,111,608 -16,799
Jun11 110127 117~014 117~052 117~007 117~052 +0~041 1,535 5,201 +647
Sep11 110127 116~076 116~076 116~035 116~076 +0~041      
Total Volume and Open Interest 519,930 1,116,809 -16,152
2 Year T-Notes(CBOT)
Mar11 110127 109~061 109~074 109~055 109~073 +0~014 203,688 743,450 +774
Jun11 110127 109~024 109~038 109~024 109~038 +0~014 1 554 +0
Sep11 110127 109~003 109~003 108~117 109~003 +0~014      
Total Volume and Open Interest 203,689 744,004 +774
Eurodollars(CME)
Mar11 110127 99.650 99.665 99.635 99.660 +0.005 123,410 1,164,616 -23,453
Jun11 110127 99.580 99.600 99.560 99.595 +0.020 140,549 1,129,186 +103
Sep11 110127 99.470 99.505 99.450 99.500 +0.035 168,917 1,061,103 +6,221
Dec11 110127 99.305 99.350 99.275 99.345 +0.045 229,584 906,682 +9,137
Mar12 110127 99.085 99.135 99.045 99.130 +0.055 271,101 952,768 +14,875
Jun12 110127 98.805 98.860 98.760 98.855 +0.060 251,913 601,095 +16,260
Sep12 110127 98.520 98.575 98.465 98.575 +0.065 201,457 483,786 +13,545
Dec12 110127 98.235 98.295 98.175 98.290 +0.065 182,488 325,039 +13,212
Mar13 110127 97.965 98.020 97.895 98.010 +0.055 111,134 224,063 +7,914
Jun13 110127 97.695 97.740 97.620 97.730 +0.050 87,313 160,862 -4,213
Sep13 110127 97.425 97.470 97.350 97.460 +0.045 55,717 178,719 -3,307
Dec13 110127 97.155 97.195 97.080 97.185 +0.040 52,431 146,405 +3,971
Mar14 110127 96.915 96.945 96.830 96.935 +0.035 20,509 118,284 +1,188
Jun14 110127 96.675 96.700 96.580 96.685 +0.035 21,128 111,190 +1,954
Sep14 110127 96.440 96.460 96.335 96.445 +0.030 15,871 65,409 +628
Dec14 110127 96.200 96.225 96.095 96.210 +0.030 15,287 74,882 +932
Mar15 110127 96.000 96.025 95.895 96.010 +0.025 9,881 55,090 +258
Jun15 110127 4.060 4.085 3.955 4.070 +0.025 8,252 33,230 +29
Total Volume and Open Interest 1,996,973 7,999,565 +66,537
30 Day Federal Funds(CBOT)
Jan11 110127 99.830 99.832 99.830 99.830 unch 3,075 67,638 +380
Feb11 110127 99.830 99.840 99.830 99.835 +0.005 3,575 71,078 +1,485
Mar11 110127 99.830 99.845 99.830 99.840 +0.005 1,793 50,221 +194
Apr11 110127 99.840 99.855 99.840 99.850 +0.005 1,353 42,882 -353
May11 110127 99.845 99.860 99.845 99.855 +0.010 1,046 62,488 +308
Jun11 110127 99.845 99.855 99.845 99.850 +0.005 3,966 37,436 +216
Total Volume and Open Interest 50,949 587,805 +5,389
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 110127 99.662 99.662 99.662 99.662 unch 176 1,308 +35
Jun11 110127 99.647 99.647 99.647 99.647 unch 0 75 -100
Sep11 110127 99.635 99.635 99.635 99.635 unch 0 221 +20
Dec11 110127 99.615 99.615 99.615 99.615 unch 0 75 +0
Mar12 110127 99.590 99.590 99.590 99.590 unch 0 100 +0
Jun12 110127 99.635 99.635 99.635 99.635 unch      
Sep12 110127 99.585 99.585 99.585 99.585 unch      
Dec12 110127 99.490 99.490 99.490 99.490 unch      
Mar13 110127 99.490 99.490 99.490 99.490 unch      
Jun13 110127 99.445 99.445 99.445 99.445 unch      
Total Volume and Open Interest 176 1,779 -45
3-Mth Euro-Yen(SGX)
Mar11 110127 99.66 99.66 99.66 99.66 unch 0 3,108 -2
Jun11 110127 99.65 99.65 99.65 99.65 unch 50 1,122 +0
Sep11 110127 99.64 99.64 99.64 99.64 unch 0 786 +0
Dec11 110127 99.61 99.61 99.61 99.61 unch 0 1,688 -103
Mar12 110127 99.59 99.59 99.59 99.59 unch 0 405 +0
Jun12 110127 99.64 99.64 99.64 99.64 unch 0 754 +0
Sep12 110127 99.58 99.58 99.58 99.58 unch 0 310 +0
Dec12 110127 99.49 99.49 99.49 99.49 unch 0 4 +0
Total Volume and Open Interest 50 8,178 -105
Japanese Gov't Bonds(SGX)
Mar11 110127 139.47 139.80 139.34 139.55 -0.02 2,102 12,357 +12
Jun11 110127 137.46 137.46 137.46 137.46 -0.02      
Sep11 110127 135.37 135.37 135.37 135.37 -0.02      
Total Volume and Open Interest 2,102 12,357 +12
Euro-Bund(EUREX)
Mar11 110127 123.57 123.79 123.23 123.34 -0.27 852,837 1,506,345 +108,776
Jun11 110127 122.34 122.34 121.85 121.94 -0.27 457 2,984 +49
Sep11 110127 121.59 121.59 121.59 121.59 -0.25 0 100 +100
Total Volume and Open Interest 853,294 1,509,429 +108,925
Euro-Bobl(EUREX)
Mar11 110127 116.89 116.96 116.57 116.66 -0.29 586,074 1,084,286 +81,765
Jun11 110127 115.23 115.23 115.23 115.23 -0.28 42 8,298 +1,137
Sep11 110127 115.23 115.23 115.23 115.23 -0.29 0 40 +40
Total Volume and Open Interest 586,116 1,092,624 +82,942
3-Mth Euribor(EUREX)
Mar11 110127 98.845 98.845 98.830 98.830 -0.015 11 5,793 -3
Jun11 110127 98.605 98.605 98.605 98.605 -0.035 5 9,256 +0
Sep11 110127 98.395 98.395 98.380 98.380 -0.050 0 2,076 +30
Total Volume and Open Interest 17 24,551 +61
Long Gilt(LIFFE)
Mar11 110127 116~31 117~04 116~22 116~32 -0~01 135,316 245,275 +132
Jun11 110127 115~25 115~25 115~25 115~25 -0~01      
Total Volume and Open Interest 135,316 245,275 +132
3-Mth Short Sterling(LIFFE)
Mar11 110127 99.16 99.18 99.13 99.17 unch 82,690 293,485 -12,946
Jun11 110127 98.98 99.01 98.96 98.99 unch 148,721 316,291 -752
Sep11 110127 98.77 98.80 98.74 98.77 -0.01 190,065 271,009 -7,999
Dec11 110127 98.53 98.54 98.48 98.50 -0.02 212,414 290,799 -2,573
Mar12 110127 98.24 98.27 98.21 98.23 -0.03 196,619 299,290 +6,331
Jun12 110127 97.99 98.01 97.93 97.96 -0.03 141,128 206,889 +22,728
Total Volume and Open Interest 1,147,210 2,106,482 +11,933
3-Mth Euribor(LIFFE)
Mar11 110127 98.835 98.850 98.820 98.830 -0.015 237,507 644,610 -12,352
Jun11 110127 98.635 98.645 98.595 98.605 -0.035 185,315 555,772 -2,379
Sep11 110127 98.420 98.430 98.370 98.380 -0.050 159,563 424,039 -3,961
Total Volume and Open Interest 1,431,335 3,323,037 +13,876
3-Mth Aus T-Bills(SFE)
Mar11 110127 95.00 95.02 94.99 95.02 +0.01 10,320 176,890 -2,861
Jun11 110127 94.93 94.96 94.92 94.96 +0.03 24,697 166,432 -5,706
Sep11 110127 94.80 94.85 94.78 94.85 +0.05 16,176 96,517 -281
Dec11 110127 94.67 94.74 94.65 94.73 +0.07 5,978 59,535 +1,173
Mar12 110127 94.58 94.64 94.55 94.64 +0.08 2,622 46,496 -697
Jun12 110127 94.52 94.57 94.48 94.56 +0.07 1,540 40,018 -180
Sep12 110127 94.42 94.52 94.42 94.51 +0.06 560 25,155 -69
Dec12 110127 94.41 94.48 94.38 94.46 +0.06 248 12,751 +125
Mar13 110127 94.36 94.43 94.36 94.43 +0.07 1 3,016 +0
Jun13 110127 94.32 94.39 94.31 94.39 +0.10 2 590 +1
Total Volume and Open Interest 62,144 629,042 -8,495
10-Year Aus T-Bonds(SFE)
Mar11 110127 94.45 94.47 94.40 94.45 +0.03 35,669 361,764 +2,137
Jun11 110127 94.45 94.45 94.45 94.45 +0.03      
Total Volume and Open Interest 35,669 361,764 +2,137
3-Year Aus T-Bonds(SFE)
Mar11 110127 94.87 94.90 94.84 94.90 +0.04 107,503 466,551 +4,660
Jun11 110127 94.90 94.90 94.90 94.90 +0.04      
Total Volume and Open Interest 107,503 466,551 +4,660
Gold(CMX)
Feb11 110127 1345.9 1347.5 1309.7 1318.4 -14.6 207,998 99,036 -47,776
Apr11 110127 1345.2 1349.0 1311.0 1319.8 -14.7 85,450 243,724 +32,365
Jun11 110127 1346.4 1350.6 1312.9 1321.4 -14.8 4,220 45,326 +1,206
Aug11 110127 1347.1 1348.5 1314.5 1322.7 -14.9 597 15,693 -64
Oct11 110127 1340.0 1340.0 1317.6 1324.5 -14.8 125 9,148 -12
Dec11 110127 1352.0 1355.4 1317.4 1326.3 -14.8 971 23,676 +5
Feb12 110127 1347.0 1350.4 1328.6 1328.6 -14.8 28 3,757 +2
Apr12 110127 1354.9 1356.4 1330.9 1330.9 -15.0 0 5,253 +0
Jun12 110127 1349.1 1349.1 1333.5 1333.5 -15.1 43 6,941 +43
Aug12 110127 1336.3 1336.3 1336.3 1336.3 -15.1 0 777 +0
Oct12 110127 1339.7 1339.7 1339.7 1339.7 -15.1 0 1,301 +0
Dec12 110127 1369.0 1372.8 1336.3 1343.5 -15.2 285 12,974 -52
Total Volume and Open Interest 301,291 491,222 -14,825
Silver(CMX)
Mar11 110127 2761.5 2779.5 2674.5 2703.1 -9.7 52,175 66,113 -821
May11 110127 2760.5 2778.0 2677.0 2705.4 -9.5 1,511 21,163 +504
Jul11 110127 2761.0 2770.5 2680.0 2706.5 -9.4 333 6,685 +14
Sep11 110127 2764.5 2764.5 2705.0 2707.2 -9.4 259 3,653 -9
Dec11 110127 2763.0 2770.0 2682.0 2708.1 -9.3 314 11,515 +6
Mar12 110127 2709.8 2709.8 2709.8 2709.8 -9.4 0 666 +0
May12 110127 2710.6 2710.6 2710.6 2710.6 -9.5 0 260 +0
Total Volume and Open Interest 56,023 124,221 -1,008
Platinum(NYMEX)
Apr11 110127 1807.5 1819.4 1781.4 1803.5 +6.6 5,691 40,197 -246
Jul11 110127 1812.9 1813.7 1800.0 1806.9 +6.7 24 1,229 +21
Oct11 110127 1815.0 1815.0 1808.0 1809.5 +7.3 0 79 +0
Jan12 110127 1806.0 1811.5 1806.0 1811.5 +7.3 0 1 +0
Total Volume and Open Interest 5,720 41,574 -421
Palladium(NYMEX)
Mar11 110127 814.00 819.00 802.05 813.50 +8.90 4,050 20,720 +2
Jun11 110127 818.70 819.80 805.10 815.10 +9.20 155 979 +88
Sep11 110127 816.30 816.30 816.30 816.30 +9.45 15 22 +3
Total Volume and Open Interest 4,258 21,724 +93
Copper(CMX)
Mar11 110127 429.00 435.55 427.55 433.85 +7.15 25,498 99,107 -2,325
May11 110127 430.20 435.80 428.95 434.55 +7.15 2,813 28,689 +1,038
Jul11 110127 431.55 435.55 430.85 434.30 +7.15 423 11,735 +174
Sep11 110127 433.75 433.75 433.75 433.75 +7.15 127 5,393 +39
Dec11 110127 427.30 432.00 427.30 431.85 +7.15 74 4,124 +15
Total Volume and Open Interest 29,860 154,569 -1,241
DJIA Index(CBOT)
Mar11 110127 11941 11975 11918 11944 +8 295 9,549 +2
Jun11 110127 11882 11882 11873 11882 +9      
Sep11 110127 11825 11825 11816 11825 +9      
Dec11 110127 11771 11771 11762 11771 +9 0 1 +0
Total Volume and Open Interest 295 9,550 +2
S & P 500(CME)
Mar11 110127 1293.70 1298.00 1289.30 1295.80 +2.20 16,731 298,103 -1,751
Jun11 110127 1290.00 1291.20 1287.70 1290.90 +2.20 980 5,621 +856
Sep11 110127 1286.00 1286.30 1282.80 1286.00 +2.20 0 2,841 +0
Dec11 110127 1281.10 1281.70 1278.20 1281.10 +1.90 1 551 +1
Total Volume and Open Interest 17,712 307,116 -894
S & P 500 E-Mini(Globex)
Mar11 110127 1293.75 1298.25 1289.25 1295.75 +2.25 1,609,255 2,646,887 +10,949
Jun11 110127 1288.00 1293.00 1284.50 1291.00 +2.25 2,482 15,231 +1,929
Total Volume and Open Interest 1,611,744 2,662,570 +12,878
NASDAQ 100(CME)
Mar11 110127 2318.30 2334.50 2313.50 2323.00 +4.50 1,300 16,526 +383
Jun11 110127 2320.30 2330.00 2314.00 2320.30 +4.80 0 700 +0
Sep11 110127 2317.80 2317.80 2313.00 2317.80 +4.80      
Total Volume and Open Interest 1,300 17,226 +383
NASDAQ 100 E-Mini(Globex)
Mar11 110127 2318.00 2334.50 2313.30 2323.00 +4.50 218,232 379,195 -3,387
Jun11 110127 2315.00 2330.00 2311.30 2320.30 +4.80 161 761 -1
Total Volume and Open Interest 218,394 379,962 -3,388
S & P Midcap 400(CME)
Mar11 110127 933.50 933.50 928.80 933.50 +4.70 1 2,463 -1
Jun11 110127 931.10 931.10 926.40 931.10 +4.70      
Sep11 110127 929.20 929.20 924.50 929.20 +4.70      
Total Volume and Open Interest 1 2,463 -1
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Mar11 110127 10455 10535 10440 10515 +60 6,400 38,734 -2,049
Jun11 110127 10495 10495 10435 10495 +60 0 4 +0
Total Volume and Open Interest 6,400 38,738 -2,049
Nikkei 225(SGX)
Mar11 110127 10420 10490 10405 10480 +60 90,085 239,221 -942
Jun11 110127 10400 10405 10400 10405 +60 50 3,229 -1
Sep11 110127 10410 10410 10410 10410 +65 0 400 +0
Total Volume and Open Interest 90,135 251,701 -942
CAC 40(EURONEXT)
Feb11 110127 4060.0 4080.5 4033.5 4061.0 +12.5 103,636 338,889 +4,327
Mar11 110127 4062.0 4082.0 4039.5 4063.5 +12.5 1,073 63,950 -56
Apr11 110127 4063.0 4063.0 4063.0 4063.0 +12.5 1 1 +1
Total Volume and Open Interest 104,715 402,885 +4,277
Hang Seng Index(HKFE)
Jan11 110127 23770 24043 23720 23779 -79 114,492 26,420 -23,320
Feb11 110127 23790 24047 23728 23795 -71 55,998 94,173 +20,517
Mar11 110127 23705 23985 23680 23728 -77 673 8,132 +1,486
Total Volume and Open Interest 171,270 130,467 -1,191
DAX(EUREX)
Mar11 110127 7150.0 7189.0 7122.5 7163.0 +32.5 123,029 252,244 +4,819
Jun11 110127 7168.0 7205.5 7147.5 7184.0 +33.0 418 11,087 -10
Sep11 110127 7169.0 7227.0 7169.0 7204.5 +32.5 232 500 -4
Total Volume and Open Interest 123,679 263,831 +4,805
FT-SE 100(EURONEXT)
Mar11 110127 5939.00 5961.00 5910.00 5930.50 -10.00 90,947 650,490 +5,758
Jun11 110127 5880.00 5888.00 5880.00 5888.00 -10.00 10 2,870 +0
Sep11 110127 5856.00 5856.00 5856.00 5856.00 -10.50 10 263 +0
Total Volume and Open Interest 91,047 653,703 +5,788
SPI 200(SFE)
Mar11 110127 4782.0 4804.0 4774.0 4780.0 -4.0 21,073 182,746 -2,651
Jun11 110127 4820.0 4820.0 4803.0 4803.0 -4.0 17 2,911 -99
Sep11 110127 4794.0 4794.0 4794.0 4794.0 -4.0 5 1,820 +0
Total Volume and Open Interest 21,095 188,922 -2,750
GSCI(CME)
Feb11 110127 630.00 637.80 630.00 630.00 -5.50 163 14,558 +22
Mar11 110127 637.50 644.00 637.00 637.50 -3.50 2 58 +1
Apr11 110127 644.00 649.50 643.00 644.00 -2.00      
Total Volume and Open Interest 165 14,616 +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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