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MRCI's End of Day Prices

MRCI Logo
MRCI's End of Day Prices
Daily Futures Price Listing Fri January 28, 2011
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Mar11 110128 1401.50 1423.25 1392.50 1398.00 -1.50 83,207 262,961 -2,456
May11 110128 1410.25 1433.50 1403.00 1408.25 -1.75 24,294 113,084 +3,023
Jul11 110128 1416.50 1437.50 1409.50 1413.50 -2.25 28,590 96,339 +2,270
Aug11 110128 1390.00 1410.50 1383.75 1386.50 -4.75 980 3,640 +100
Sep11 110128 1363.50 1375.00 1350.25 1353.00 -3.50 527 4,467 +36
Nov11 110128 1326.00 1343.75 1317.00 1323.00 -2.50 19,649 147,966 +944
Jan12 110128 1327.75 1345.25 1321.00 1325.50 -2.50 316 12,121 -32
Total Volume and Open Interest 158,428 660,596 +4,102
Soybean Meal(CBOT)
Mar11 110128 377.00 384.40 374.70 377.00 -0.40 31,071 94,300 -962
May11 110128 379.50 386.50 377.00 379.50 -0.20 9,141 37,791 +1,241
Jul11 110128 379.20 386.80 377.50 380.00 -0.10 8,196 35,927 -723
Aug11 110128 371.00 377.50 368.00 371.00 -0.50 1,808 7,342 -26
Sep11 110128 361.00 366.90 358.30 361.20 -0.50 1,813 7,123 -192
Oct11 110128 346.70 351.00 343.90 347.20 +0.20 893 6,074 +214
Dec11 110128 344.00 347.80 340.30 344.30 +0.30 3,253 18,426 -197
Jan12 110128 343.70 343.90 343.50 343.90 +0.40 326 1,946 +102
Total Volume and Open Interest 56,950 212,835 -423
Soybean Oil(CBOT)
Mar11 110128 57.45 58.15 56.87 57.27 -0.14 44,609 183,867 -807
May11 110128 57.86 58.65 57.39 57.77 -0.13 12,029 71,896 +353
Jul11 110128 58.30 59.05 57.80 58.17 -0.15 13,110 69,628 +1,140
Aug11 110128 58.01 59.12 58.01 58.27 -0.16 1,415 7,058 +278
Sep11 110128 58.50 59.05 58.11 58.34 -0.19 1,549 9,304 +306
Oct11 110128 58.28 59.12 58.07 58.29 -0.20 1,821 10,072 +369
Dec11 110128 58.50 59.20 58.00 58.33 -0.21 5,117 34,717 +505
Jan12 110128 58.12 58.59 58.12 58.38 -0.21 24 462 +0
Total Volume and Open Interest 80,288 388,481 +2,428
Canola(WCE)
Mar11 110128 597.2 601.9 594.5 597.6 +0.4 11,364 104,095 -1,323
May11 110128 605.6 610.7 604.5 606.5 +0.6 5,488 32,761 +582
Jul11 110128 612.4 616.2 610.4 611.6 +0.7 1,496 18,913 +185
Nov11 110128 566.0 571.8 566.0 567.5 -2.9 3,049 49,417 +1,619
Jan12 110128 572.1 573.8 572.1 573.8 -2.8 687 3,044 +491
Total Volume and Open Interest 22,203 209,928 +1,654
Corn(CBOT)
Mar11 110128 652.00 657.75 642.50 644.00 -6.75 144,411 593,500 -9,212
May11 110128 663.00 668.00 653.00 654.50 -6.50 50,327 323,843 +10,885
Jul11 110128 668.00 673.25 658.00 659.75 -6.25 21,134 257,425 +1,657
Sep11 110128 618.00 624.75 610.50 611.75 -6.00 3,136 53,551 +183
Dec11 110128 584.00 590.00 575.50 576.50 -6.25 20,645 325,084 +2,186
Mar12 110128 590.00 597.50 584.25 584.50 -5.75 1,210 29,816 +63
Total Volume and Open Interest 242,608 1,634,288 +5,916
Wheat(CBOT)
Mar11 110128 848.00 849.75 824.00 825.75 -20.50 46,081 220,198 +243
May11 110128 877.50 878.25 854.50 855.50 -19.50 14,652 87,431 +1,906
Jul11 110128 896.75 897.50 873.75 874.75 -19.75 10,541 120,828 -24
Sep11 110128 914.00 915.50 893.25 893.75 -18.50 1,439 26,584 +125
Dec11 110128 922.50 927.00 905.50 906.50 -17.25 6,262 72,137 +1,232
Total Volume and Open Interest 80,047 545,880 +4,003
Wheat(KCBT)
Mar11 110128 932.75 935.50 912.00 912.00 -20.50 14,087 79,918 -1,601
May11 110128 943.00 945.75 922.75 922.75 -20.50 4,955 45,358 +1,602
Jul11 110128 950.00 952.50 930.75 930.75 -19.50 3,615 57,509 +629
Sep11 110128 958.00 959.50 938.25 938.25 -20.25 1,521 14,635 +73
Dec11 110128 970.00 971.00 948.50 948.50 -21.50 1,130 12,665 +401
Total Volume and Open Interest 25,424 213,161 +1,154
Wheat(MGE)
Mar11 110128 975.50 979.00 959.25 961.50 -14.50 4,255 20,223 -124
May11 110128 984.25 987.25 967.50 969.75 -14.50 1,835 15,625 -91
Jul11 110128 987.50 990.00 971.25 974.25 -13.50 1,052 10,735 +50
Sep11 110128 977.00 981.00 962.00 963.50 -14.50 600 11,272 +138
Dec11 110128 981.00 982.25 962.25 964.50 -14.50 313 9,091 +82
Total Volume and Open Interest 8,221 68,770 +107
Oats(CBOT)
Mar11 110128 387.50 395.75 385.00 385.50 -4.50 852 8,284 -208
May11 110128 401.00 403.00 393.75 393.75 -4.25 385 3,616 +261
Jul11 110128 404.75 405.50 397.25 397.25 -4.25 55 558 +18
Sep11 110128 372.25 373.75 372.25 373.00 -0.75 6 186 +5
Total Volume and Open Interest 1,476 14,034 +109
Rough Rice(CBOT)
Mar11 110128 15.09 15.15 14.64 15.01 -0.07 1,072 14,378 +103
May11 110128 15.35 15.40 14.94 15.31 -0.07 304 2,676 +106
Jul11 110128 15.70 15.70 15.23 15.59 -0.06 109 1,733 -2
Sep11 110128 15.55 15.55 15.17 15.43 -0.06 131 1,329 +4
Total Volume and Open Interest 1,661 20,627 +234
Live Cattle(CME)
Feb11 110128 106.950 107.830 106.730 107.500 +0.550 13,268 45,617 -4,178
Apr11 110128 112.285 113.400 111.930 112.785 +0.605 26,132 163,859 +474
Jun11 110128 112.400 113.850 112.250 113.385 +0.935 9,516 83,605 +422
Aug11 110128 112.980 114.330 112.950 113.900 +0.720 3,682 27,006 +177
Oct11 110128 116.000 117.150 115.800 116.680 +0.630 1,583 18,030 +441
Dec11 110128 116.600 117.800 116.500 117.350 +0.350 1,371 15,092 +595
Total Volume and Open Interest 55,844 357,020 -1,925
Feeder Cattle(CME)
Mar11 110128 125.635 126.785 125.385 126.230 +0.630 3,078 25,087 -146
Apr11 110128 126.385 127.680 126.285 127.285 +0.900 650 6,566 -26
May11 110128 126.500 128.000 126.500 127.550 +0.850 658 8,988 +302
Aug11 110128 127.980 128.950 127.680 128.500 +0.900 348 9,713 +45
Sep11 110128 127.150 128.600 127.150 128.600 +1.200 73 1,268 +11
Oct11 110128 127.850 128.550 127.535 128.535 +1.235 26 613 +14
Nov11 110128 126.750 128.500 126.750 128.150 +0.750 6 313 +5
Total Volume and Open Interest 5,149 54,366 +100
Lean Hogs(CME)
Feb11 110128 83.900 86.080 83.750 85.750 +1.800 12,227 20,659 -1,191
Apr11 110128 90.285 92.300 90.135 91.635 +1.600 32,127 97,050 +273
May11 110128 97.450 98.500 97.450 98.250 +1.200 236 2,217 -44
Jun11 110128 98.800 99.730 98.635 99.430 +0.545 11,257 54,862 +936
Jul11 110128 97.480 98.200 97.200 97.535 +0.055 2,793 19,430 +130
Aug11 110128 96.900 97.700 96.700 97.100 +0.020 3,256 17,050 +707
Oct11 110128 85.400 85.900 85.250 85.700 +0.220 2,011 14,354 -43
Dec11 110128 81.900 82.000 81.350 81.900 +0.250 426 5,887 +60
Total Volume and Open Interest 64,408 233,895 +850
Class III Milk(CME)
Jan11 110128 13.52 13.52 13.48 13.50 -0.02 53 5,135 -39
Feb11 110128 16.48 16.50 16.36 16.43 -0.05 331 5,703 +42
Mar11 110128 17.50 17.54 17.33 17.44 -0.05 495 5,397 +146
Apr11 110128 17.17 17.22 16.95 17.10 -0.09 457 4,027 +224
May11 110128 16.75 16.85 16.60 16.75 -0.07 246 3,431 +77
Total Volume and Open Interest 1,993 38,180 +647
Cocoa(ICE)
Mar11 110128 3353 3358 3256 3277 -81 11,339 59,224 +856
May11 110128 3335 3342 3250 3275 -64 3,565 33,034 +724
Jul11 110128 3330 3330 3232 3259 -63 920 15,363 +1
Sep11 110128 3295 3295 3221 3239 -61 261 10,242 -3
Dec11 110128 3265 3265 3227 3244 -52 322 14,590 +85
Mar12 110128 3324 3325 3289 3306 -53 558 15,575 +134
May12 110128 3323 3324 3288 3305 -52 155 5,138 -59
Total Volume and Open Interest 17,282 155,417 +1,763
Coffee "C"(ICE)
Mar11 110128 236.70 246.35 235.85 245.00 +8.05 8,651 72,988 -509
May11 110128 238.60 248.00 237.95 246.80 +8.15 3,088 35,980 +127
Jul11 110128 239.30 248.60 239.30 247.65 +7.80 555 13,808 +69
Sep11 110128 238.20 247.30 238.20 246.10 +7.40 161 5,466 +24
Dec11 110128 237.90 244.10 237.80 242.95 +7.05 82 8,460 +33
Mar12 110128 235.00 240.00 235.00 239.20 +7.05 10 966 -3
Total Volume and Open Interest 12,557 138,443 -255
Orange Juice(ICE)
Mar11 110128 167.15 167.50 165.40 165.90 -1.15 948 20,287 -542
May11 110128 165.25 165.55 164.40 165.35 +0.35 742 7,833 +213
Jul11 110128 164.45 164.50 164.40 164.50 unch 18 2,562 +9
Sep11 110128 164.15 164.15 164.15 164.15 unch 7 500 +7
Nov11 110128 162.75 162.75 162.75 162.75 -0.40 7 549 +1
Jan12 110128 162.60 162.60 162.60 162.60 +0.05 4 5 +3
Total Volume and Open Interest 1,726 31,758 -309
Sugar #11(ICE)
Mar11 110128 34.18 34.51 33.54 33.94 -0.24 70,373 216,522 +4,597
May11 110128 31.30 31.54 30.65 31.29 -0.02 40,606 125,888 +3,991
Jul11 110128 28.20 28.29 27.55 28.21 +0.01 26,087 128,350 +1,897
Oct11 110128 26.39 26.44 25.74 26.42 +0.03 10,605 68,543 +149
Mar12 110128 25.52 25.70 24.90 25.70 +0.11 5,105 47,944 +524
Total Volume and Open Interest 154,772 637,708 +11,109
London Cocoa(LCE)
Mar11 110128 2191 2210 2156 2164 -36 5,569 56,482 -1,204
May11 110128 2175 2185 2136 2143 -37 3,514 33,408 +1,011
Jul11 110128 2161 2176 2126 2133 -37 1,311 29,844 +379
Sep11 110128 2149 2157 2115 2122 -38 522 20,311 -318
Dec11 110128 2130 2143 2096 2107 -33 999 26,583 +217
Mar12 110128 2115 2126 2114 2117 -30 1,729 21,626 +1,287
May12 110128 2134 2134 2122 2130 -24 93 3,962 +10
Total Volume and Open Interest 13,813 199,871 +1,423
London Sugar(LCE)
Mar11 110128 820.90 827.40 808.30 814.40 -10.10 6,046 22,240 +1,024
May11 110128 792.20 800.00 786.20 792.40 -6.10 2,695 15,721 +707
Aug11 110128 744.30 750.00 736.30 745.60 -2.30 970 9,662 +534
Oct11 110128 686.00 690.50 679.70 687.50 -1.20 171 2,891 +76
Dec11 110128 667.50 669.40 667.50 667.70 -1.10 36 1,112 -5
Total Volume and Open Interest 9,918 52,483 +2,336
Cotton(ICE)
Mar11 110128 169.39 171.10 164.51 164.75 -4.64 20,056 89,165 -286
May11 110128 163.90 164.85 158.91 159.49 -3.94 7,566 26,151 +763
Jul11 110128 155.00 155.99 150.73 151.15 -3.82 4,610 34,989 +66
Oct11 110128 126.80 129.71 126.00 126.20 -1.07 14 178 +0
Dec11 110128 113.01 114.74 111.44 111.96 -1.90 3,950 52,605 +664
Mar12 110128 107.00 107.89 105.00 105.11 -1.87 212 2,607 +68
Total Volume and Open Interest 36,456 207,819 +1,294
Lumber(CME)
Mar11 110128 315.1 315.6 307.8 315.0 +5.7 635 6,191 -302
May11 110128 331.8 332.0 324.6 329.7 -0.3 174 3,058 +28
Jul11 110128 336.9 337.5 330.0 332.5 -2.2 274 1,307 +16
Sep11 110128 334.8 334.9 330.2 332.5 -0.2 2 188 +0
Total Volume and Open Interest 1,085 10,745 -258
Crude Oil(NYM)
Mar11 110128 85.28 89.73 85.11 89.34 +3.70 369,379 407,802 -2,828
Apr11 110128 88.01 91.97 87.96 91.68 +3.39 183,487 122,679 +3,542
May11 110128 90.33 93.69 90.33 93.43 +2.98 116,240 102,464 +6,387
Jun11 110128 91.95 94.91 91.90 94.64 +2.73 105,519 116,886 +3,853
Jul11 110128 93.07 95.69 93.05 95.57 +2.63 48,034 59,585 +1,562
Aug11 110128 93.77 96.26 93.73 96.19 +2.57 29,313 33,548 -170
Sep11 110128 94.19 96.67 94.19 96.62 +2.55 21,674 35,035 +935
Oct11 110128 95.29 96.96 94.55 96.96 +2.52 11,557 24,226 -1,001
Nov11 110128 94.96 97.31 94.96 97.31 +2.52 12,454 23,730 +415
Dec11 110128 95.17 97.74 95.13 97.67 +2.54 68,426 175,515 -2,847
Jan12 110128 96.49 97.96 96.46 97.92 +2.55 10,071 31,575 -608
Feb12 110128 96.48 98.09 96.43 98.06 +2.55 3,399 10,281 -786
Mar12 110128 98.11 98.12 98.11 98.11 +2.52 2,374 12,982 +67
Apr12 110128 98.15 98.16 98.15 98.15 +2.50 894 5,377 +109
May12 110128 98.18 98.19 98.18 98.18 +2.47 488 7,977 +160
Jun12 110128 96.62 98.23 96.25 98.23 +2.43 2,451 49,532 -2,019
Total Volume and Open Interest 1,009,715 1,516,579 +8,236
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 110128 85.325 89.750 85.100 89.350 +3.700 8,759 8,503 +424
Apr11 110128 88.150 91.925 87.950 91.675 +3.375 769 1,835 +73
May11 110128 91.200 93.575 91.200 93.425 +2.975 71 387 +11
Jun11 110128 94.650 94.750 94.250 94.650 +2.750 1 67 +0
Jul11 110128 95.425 95.575 95.075 95.575 +2.625 0 10 +0
Aug11 110128 96.050 96.200 96.050 96.200 +2.575 0 10 +0
Sep11 110128 96.625 96.625 96.625 96.625 +2.550 0 7 +0
Oct11 110128 96.950 96.975 96.950 96.950 +2.500 0 42 +0
Total Volume and Open Interest 9,604 11,158 +512
Heating Oil(NYM)
Feb11 110128 265.89 270.33 264.40 269.02 +3.56 19,400 16,001 -6,250
Mar11 110128 265.79 270.71 264.25 269.42 +3.91 52,884 113,521 +2,373
Apr11 110128 265.20 269.77 263.42 268.71 +4.10 18,696 46,767 -83
May11 110128 265.32 269.33 263.11 268.42 +4.37 9,928 26,225 -541
Jun11 110128 264.78 269.68 263.39 268.84 +4.54 10,119 36,528 -200
Jul11 110128 265.19 270.31 264.62 270.00 +4.61 3,863 11,618 -758
Aug11 110128 268.19 271.75 265.98 271.24 +4.55 1,586 9,370 +203
Sep11 110128 269.21 273.40 268.24 272.89 +4.42 998 9,505 +207
Oct11 110128 270.95 275.14 269.51 274.54 +4.36 500 4,764 +60
Nov11 110128 272.57 276.76 271.45 276.10 +4.30 642 5,330 +44
Dec11 110128 275.10 278.04 272.83 277.52 +4.25 2,481 19,031 -492
Jan12 110128 276.62 278.86 276.62 278.86 +4.24 234 3,883 +128
Total Volume and Open Interest 121,879 311,972 -5,036
Gasoline(NYMEX)
Feb11 110128 238.85 246.00 238.69 245.68 +7.52 16,719 12,081 -5,389
Mar11 110128 241.76 249.00 241.12 248.59 +7.27 47,153 102,978 -612
Apr11 110128 254.71 262.33 254.52 261.78 +7.07 26,407 40,432 +1,099
May11 110128 255.52 263.07 255.45 262.68 +6.98 14,488 29,540 +1,489
Jun11 110128 255.79 263.17 255.79 262.76 +6.88 12,783 29,611 +1,411
Jul11 110128 256.54 262.33 256.12 262.08 +6.74 4,664 12,500 +954
Aug11 110128 255.74 261.20 254.85 261.09 +6.67 1,534 7,924 +463
Sep11 110128 254.44 259.33 253.71 259.33 +6.59 1,770 6,373 +262
Oct11 110128 243.07 248.94 243.07 248.94 +6.61 1,509 5,615 +206
Nov11 110128 247.15 247.15 247.15 247.15 +6.58 1,047 1,966 +89
Total Volume and Open Interest 130,413 283,115 +253
e-miNY RBOB Gasoline(NYM)
Feb11 110127 238.20 238.20 238.16 238.20 -4.90 1 2 -1
Mar11 110128 248.60 248.60 248.59 248.60 +7.30 2 4 +2
Apr11 110128 261.80 261.80 261.78 261.80 +7.10 0 1 +0
May11 110128 262.70 262.70 262.68 262.70 +7.00 0 1 +0
Total Volume and Open Interest 2 9 +0
Natural Gas(NYM)
Mar11 110128 4.322 4.369 4.252 4.323 +0.004 140,454 257,651 +7,357
Apr11 110128 4.351 4.380 4.274 4.340 +0.004 40,069 106,183 -9
May11 110128 4.379 4.421 4.321 4.384 unch 18,822 96,983 +1,918
Jun11 110128 4.420 4.461 4.363 4.425 -0.003 8,752 23,828 +11
Jul11 110128 4.476 4.510 4.430 4.478 -0.002 6,081 33,268 +101
Aug11 110128 4.510 4.535 4.445 4.507 -0.001 3,360 20,115 +59
Sep11 110128 4.450 4.538 4.450 4.511 -0.002 3,085 14,815 +307
Oct11 110128 4.553 4.582 4.500 4.554 -0.003 13,814 56,845 +96
Nov11 110128 4.660 4.720 4.660 4.702 -0.012 4,640 25,671 +857
Dec11 110128 4.940 4.952 4.899 4.930 -0.016 4,195 23,298 +560
Jan12 110128 5.041 5.072 5.022 5.047 -0.019 7,378 44,483 +615
Feb12 110128 5.010 5.047 4.997 5.022 -0.021 961 10,240 -185
Mar12 110128 4.930 4.961 4.915 4.940 -0.015 1,167 24,833 +99
Apr12 110128 4.740 4.778 4.730 4.757 -0.010 1,698 19,976 -214
May12 110128 4.750 4.762 4.750 4.762 -0.010 129 5,223 +3
Jun12 110128 4.790 4.790 4.770 4.787 -0.010 231 4,128 +181
Total Volume and Open Interest 255,573 832,448 +2,477
Brent Crude Oil(ICE)
Mar11 110128 97.44 99.74 97.14 99.42 +2.03 201,584 240,305 -6,573
Apr11 110128 97.44 99.85 97.28 99.57 +2.06 111,931 174,329 +1,583
May11 110128 97.83 100.04 97.55 99.83 +2.06 48,318 86,379 +2,196
Jun11 110128 98.19 100.27 97.80 100.05 +2.06 54,431 105,379 +1,669
Jul11 110128 98.70 100.39 98.00 100.18 +2.03 14,191 35,891 +1,286
Aug11 110128 98.86 100.36 98.13 100.25 +1.97 7,012 17,272 +472
Sep11 110128 98.97 100.43 98.22 100.31 +1.92 7,500 25,082 -1,053
Oct11 110128 99.10 100.40 98.31 100.38 +1.88 3,581 19,393 +124
Nov11 110128 99.14 100.44 98.38 100.44 +1.85 3,237 11,567 +253
Dec11 110128 98.82 100.67 98.45 100.50 +1.82 35,836 105,623 -1,358
Jan12 110128 100.65 100.65 100.56 100.56 +1.82 1,271 12,303 +234
Feb12 110128 100.56 100.56 100.56 100.56 +1.80 328 6,309 +96
Mar12 110128 100.55 100.55 100.55 100.55 +1.78 174 4,450 -24
Apr12 110128 100.52 100.52 100.52 100.52 +1.75 102 2,703 +38
Total Volume and Open Interest 500,446 956,075 +23
Gas Oil(ICE)
Feb11 110128 815.25 833.00 813.00 829.50 +12.50 44,151 102,299 -1,629
Mar11 110128 821.75 838.00 818.00 835.50 +13.00 82,712 152,242 -2,071
Apr11 110128 827.25 841.00 821.50 837.50 +11.25 32,804 75,876 +3,681
May11 110128 832.00 844.00 824.75 841.00 +11.50 15,341 62,591 +1,298
Jun11 110128 831.25 847.00 828.00 843.00 +10.25 21,913 59,794 +1,150
Jul11 110128 837.00 849.50 832.25 848.25 +12.25 4,588 22,274 +705
Aug11 110128 841.00 852.75 835.25 851.50 +12.50 3,167 21,517 +655
Sep11 110128 843.25 856.50 838.75 855.25 +13.25 2,379 20,470 +15
Oct11 110128 845.25 857.75 841.50 857.00 +13.00 2,297 13,847 -275
Nov11 110128 846.00 858.50 842.50 858.00 +12.50 2,241 11,305 -67
Total Volume and Open Interest 223,218 666,075 +4,813
Ethanol(CBOT)
Jan11 110105 2.315 2.315 2.305 2.305 -0.008 63 135 -73
Feb11 110128 2.315 2.324 2.286 2.304 -0.003 41 467 -3
Mar11 110128 2.327 2.329 2.305 2.315 -0.005 37 1,509 -2
Apr11 110128 2.357 2.357 2.324 2.331 -0.010 35 981 +20
May11 110128 2.384 2.384 2.344 2.347 -0.007 23 505 +23
Jun11 110128 2.383 2.385 2.366 2.373 -0.003 6 687 +2
Jul11 110128 2.390 2.390 2.389 2.389 -0.005 18 799 -3
Aug11 110128 2.390 2.390 2.372 2.372 -0.005 31 866 +10
Total Volume and Open Interest 250 8,229 +94
WTI Crude Oil(ICE
Mar11 110128 85.24 89.73 85.11 89.34 +3.70 137,959 135,198 +826
Apr11 110128 88.06 91.97 87.98 91.68 +3.39 111,030 62,577 +3,764
May11 110128 90.39 93.68 90.35 93.43 +2.98 49,570 45,361 +3,408
Jun11 110128 91.92 94.90 91.92 94.64 +2.73 40,115 60,719 +1,791
Jul11 110128 93.04 95.74 93.04 95.57 +2.63 14,589 18,494 -1,060
Aug11 110128 93.75 96.29 93.75 96.19 +2.57 8,322 13,237 +206
Sep11 110128 94.23 96.62 94.20 96.62 +2.55 7,523 20,190 -452
Oct11 110128 94.60 96.96 94.60 96.96 +2.52 3,783 13,723 -234
Nov11 110128 94.92 97.31 94.92 97.31 +2.52 3,554 9,365 +155
Dec11 110128 95.34 97.72 95.19 97.67 +2.54 24,150 81,633 +1,110
Jan12 110128 97.92 97.92 97.92 97.92 +2.55 855 7,409 +162
Feb12 110128 98.06 98.06 98.06 98.06 +2.55 114 1,301 +8
Mar12 110128 98.11 98.11 98.11 98.11 +2.52 62 3,953 -11
Apr12 110128 98.15 98.15 98.15 98.15 +2.50 293 1,217 +194
May12 110128 98.18 98.18 98.18 98.18 +2.47 57 941 +7
Jun12 110128 96.80 98.23 96.14 98.23 +2.43 528 21,274 -64
Total Volume and Open Interest 407,695 573,141 +10,682
US Dollar Index(ICE)
Mar11 110128 77.845 78.425 77.705 78.280 +0.425 22,148 37,780 +37
Jun11 110128 78.410 78.735 78.175 78.630 +0.425 32 1,015 +7
Sep11 110128 78.990 78.990 78.990 78.990 +0.425 0 3 +0
Total Volume and Open Interest 22,180 38,798 +44
Australian Dollar(CME)
Mar11 110128 98.64 99.35 98.30 98.85 +0.12 110,286 111,421 -2,064
Jun11 110128 97.35 98.24 97.20 97.72 +0.12 53 766 +0
Sep11 110128 96.51 96.51 96.39 96.51 +0.12 0 14 +0
Total Volume and Open Interest 110,339 112,295 -2,064
British Pound(CME)
Mar11 110128 159.29 159.62 158.20 158.63 -0.67 131,180 101,494 +426
Jun11 110128 158.68 159.40 158.11 158.49 -0.66 133 611 +85
Sep11 110128 158.25 158.90 158.25 158.25 -0.65 10 8 +0
Total Volume and Open Interest 131,323 102,145 +511
Canadian Dollar(CME)
Mar11 110128 100.45 100.54 99.73 99.89 -0.62 77,082 114,758 +1,839
Jun11 110128 100.30 100.30 99.55 99.69 -0.61 121 3,301 +55
Sep11 110128 99.42 100.01 99.39 99.41 -0.60 1 990 -1
Dec11 110128 99.70 99.74 99.15 99.17 -0.57 25 1,316 +15
Total Volume and Open Interest 77,229 120,415 +1,908
Japanese Yen(CME)
Mar11 110128 120.73 122.01 120.62 121.75 +0.97 176,572 110,458 -716
Jun11 110128 121.05 122.10 120.90 121.86 +0.96 137 795 +21
Sep11 110128 122.02 122.02 121.06 122.02 +0.96 1 20 +1
Total Volume and Open Interest 176,710 111,280 -699
Swiss Franc(CME)
Mar11 110128 105.76 106.40 105.62 106.19 +0.42 38,962 42,253 +1,404
Jun11 110128 106.20 106.28 105.86 106.28 +0.42 15 71 +0
Sep11 110128 106.38 106.38 105.96 106.38 +0.42 1 6 +1
Total Volume and Open Interest 38,978 42,332 +1,405
EuroFX(CME)
Mar11 110128 137.25 137.40 135.76 136.09 -1.13 384,226 208,260 +7,586
Jun11 110128 137.03 137.20 135.62 135.92 -1.13 1,351 3,570 +796
Sep11 110128 136.00 136.81 135.49 135.67 -1.14 0 38 +0
Total Volume and Open Interest 385,587 212,206 +8,382
Mexican Peso(CME)
Feb11 110128 821.0 831.8 821.0 821.0 -10.8      
Mar11 110128 828.0 829.2 815.2 817.5 -10.8 18,140 142,725 -998
Total Volume and Open Interest 18,141 142,827 -998
30-Year T-Bonds(CBOT)
Mar11 110128 120~180 121~210 119~210 121~140 +0~230 338,471 560,090 +3,151
Jun11 110128 118~230 120~010 118~030 119~260 +0~220 202 1,532 +28
Sep11 110128 118~060 118~060 117~170 118~060 +0~210      
Total Volume and Open Interest 338,673 561,622 +3,179
10-Year T-Notes(CBOT)
Mar11 110128 120~190 121~100 120~060 121~050 +0~155 1,328,715 1,382,613 +31,322
Jun11 110128 119~160 120~000 118~310 119~305 +0~155 570 11,364 +189
Sep11 110128 118~270 118~270 118~115 118~270 +0~155      
Total Volume and Open Interest 1,329,285 1,393,981 +31,511
5-Year T-Notes(CBOT)
Mar11 110128 118~031 118~087 117~127 118~071 +0~034 635,072 1,106,271 -5,337
Jun11 110128 117~020 117~088 117~020 117~088 +0~036 429 5,283 +82
Sep11 110128 116~112 116~112 116~076 116~112 +0~036      
Total Volume and Open Interest 635,501 1,111,554 -5,255
2 Year T-Notes(CBOT)
Mar11 110128 109~074 109~085 109~066 109~082 +0~009 278,595 780,792 +37,342
Jun11 110128 109~034 109~048 109~034 109~048 +0~010 27 566 +12
Sep11 110128 109~014 109~014 109~003 109~014 +0~011      
Total Volume and Open Interest 278,622 781,358 +37,354
Eurodollars(CME)
Mar11 110128 99.660 99.665 99.650 99.655 -0.005 213,087 1,210,445 +45,829
Jun11 110128 99.595 99.600 99.580 99.585 -0.010 220,840 1,133,825 +4,639
Sep11 110128 99.495 99.515 99.485 99.495 -0.005 201,536 1,078,234 +17,131
Dec11 110128 99.335 99.380 99.315 99.355 +0.010 222,534 918,637 +11,955
Mar12 110128 99.125 99.180 99.095 99.155 +0.025 297,484 968,380 +15,612
Jun12 110128 98.850 98.915 98.810 98.895 +0.040 299,825 612,954 +11,859
Sep12 110128 98.565 98.640 98.520 98.620 +0.045 219,637 483,279 -507
Dec12 110128 98.280 98.365 98.230 98.340 +0.050 189,640 326,396 +1,357
Mar13 110128 98.000 98.100 97.950 98.070 +0.060 121,517 218,318 -5,745
Jun13 110128 97.725 97.825 97.670 97.795 +0.065 94,406 165,286 +4,424
Sep13 110128 97.450 97.560 97.395 97.525 +0.065 67,946 179,913 +1,194
Dec13 110128 97.190 97.290 97.120 97.255 +0.070 67,511 150,876 +4,471
Mar14 110128 96.940 97.040 96.870 97.005 +0.070 32,770 117,291 -993
Jun14 110128 96.690 96.790 96.620 96.755 +0.070 34,108 109,258 -1,932
Sep14 110128 96.450 96.545 96.380 96.515 +0.070 19,711 64,443 -966
Dec14 110128 96.210 96.305 96.135 96.280 +0.070 19,988 73,735 -1,147
Mar15 110128 96.005 96.110 95.935 96.080 +0.070 16,091 52,621 -2,469
Jun15 110128 4.065 4.165 3.990 4.140 +0.070 8,799 32,229 -1,001
Total Volume and Open Interest 2,375,669 8,106,236 +106,671
30 Day Federal Funds(CBOT)
Jan11 110128 99.832 99.832 99.830 99.830 unch 270 67,580 -58
Feb11 110128 99.835 99.840 99.835 99.835 unch 12,235 73,687 +2,609
Mar11 110128 99.845 99.845 99.840 99.840 unch 6,181 52,000 +1,779
Apr11 110128 99.850 99.855 99.850 99.850 unch 5,981 45,112 +2,230
May11 110128 99.855 99.860 99.850 99.855 unch 4,364 61,353 -1,135
Jun11 110128 99.850 99.855 99.850 99.850 unch 4,209 36,633 -803
Total Volume and Open Interest 71,375 600,000 +12,195
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 110128 99.662 99.662 99.662 99.662 unch 0 1,304 -4
Jun11 110128 99.647 99.647 99.647 99.647 unch 0 75 +0
Sep11 110128 99.635 99.635 99.635 99.635 unch 0 201 -20
Dec11 110128 99.615 99.615 99.615 99.615 unch 0 75 +0
Mar12 110128 99.590 99.590 99.590 99.590 unch 0 100 +0
Jun12 110128 99.635 99.635 99.635 99.635 unch      
Sep12 110128 99.585 99.585 99.585 99.585 unch      
Dec12 110128 99.490 99.490 99.490 99.490 unch      
Mar13 110128 99.490 99.490 99.490 99.490 unch      
Jun13 110128 99.445 99.445 99.445 99.445 unch      
Total Volume and Open Interest 0 1,755 -24
3-Mth Euro-Yen(SGX)
Mar11 110128 99.66 99.66 99.66 99.66 unch 0 3,108 +0
Jun11 110128 99.65 99.65 99.65 99.65 unch 0 1,122 +0
Sep11 110128 99.64 99.64 99.64 99.64 unch 0 786 +0
Dec11 110128 99.61 99.61 99.61 99.61 unch 103 1,688 +0
Mar12 110128 99.59 99.59 99.59 99.59 unch 0 405 +0
Jun12 110128 99.64 99.64 99.64 99.64 unch 0 754 +0
Sep12 110128 99.58 99.58 99.58 99.58 unch 0 310 +0
Dec12 110128 99.49 99.49 99.49 99.49 unch 0 4 +0
Total Volume and Open Interest 103 8,178 +0
Japanese Gov't Bonds(SGX)
Mar11 110128 139.47 140.00 139.40 139.87 +0.32 2,485 12,270 -87
Jun11 110128 137.78 137.78 137.78 137.78 +0.32      
Sep11 110128 135.35 135.35 135.35 135.35 -0.02      
Total Volume and Open Interest 2,485 12,270 -87
Euro-Bund(EUREX)
Mar11 110128 123.53 123.88 123.17 123.73 +0.39 1,005,308 1,379,237 -127,108
Jun11 110128 122.08 122.45 121.82 122.32 +0.38 212 2,910 -74
Sep11 110128 121.98 121.98 121.98 121.98 +0.39 100 230 +130
Total Volume and Open Interest 1,005,620 1,382,377 -127,052
Euro-Bobl(EUREX)
Mar11 110128 116.77 116.94 116.51 116.82 +0.16 724,731 993,581 -90,705
Jun11 110128 115.31 115.46 115.25 115.39 +0.16 1,140 12,345 +4,047
Sep11 110128 114.56 115.39 114.56 115.39 +0.16 40 1 -39
Total Volume and Open Interest 725,911 1,005,927 -86,697
3-Mth Euribor(EUREX)
Mar11 110128 98.815 98.820 98.815 98.820 -0.010 5 5,798 +5
Jun11 110128 98.615 98.615 98.575 98.585 -0.020 0 9,286 +30
Sep11 110128 98.370 98.370 98.370 98.370 -0.010 30 2,076 +0
Total Volume and Open Interest 90 24,586 +35
Long Gilt(LIFFE)
Mar11 110128 117~03 117~13 116~27 117~11 +0~11 167,562 254,354 +9,079
Jun11 110128 116~04 116~04 116~04 116~04 +0~11      
Total Volume and Open Interest 167,562 254,354 +9,079
3-Mth Short Sterling(LIFFE)
Mar11 110128 99.17 99.20 99.16 99.17 unch 36,648 288,699 -4,786
Jun11 110128 98.99 99.03 98.98 99.01 +0.02 91,229 311,535 -4,756
Sep11 110128 98.78 98.82 98.75 98.80 +0.03 110,140 270,942 -67
Dec11 110128 98.53 98.56 98.47 98.54 +0.04 100,455 285,590 -5,209
Mar12 110128 98.26 98.29 98.19 98.28 +0.05 101,217 298,685 -605
Jun12 110128 98.00 98.02 97.90 98.00 +0.04 90,886 211,445 +4,556
Total Volume and Open Interest 659,345 2,090,079 -16,403
3-Mth Euribor(LIFFE)
Mar11 110128 98.820 98.840 98.805 98.820 -0.010 161,119 653,878 +9,268
Jun11 110128 98.605 98.625 98.560 98.585 -0.020 213,346 568,521 +12,749
Sep11 110128 98.395 98.410 98.325 98.370 -0.010 190,311 429,180 +5,141
Total Volume and Open Interest 1,327,762 3,371,884 +48,847
3-Mth Aus T-Bills(SFE)
Mar11 110128 95.02 95.03 95.01 95.03 +0.01 7,605 172,959 -3,931
Jun11 110128 94.95 94.97 94.95 94.97 +0.01 12,753 166,163 -269
Sep11 110128 94.85 94.87 94.83 94.87 +0.02 12,746 96,927 +410
Dec11 110128 94.73 94.76 94.71 94.76 +0.03 6,468 60,172 +637
Mar12 110128 94.63 94.67 94.61 94.67 +0.03 4,063 48,506 +2,010
Jun12 110128 94.57 94.61 94.55 94.61 +0.05 2,504 39,577 -441
Sep12 110128 94.52 94.56 94.49 94.55 +0.04 978 25,296 +141
Dec12 110128 94.47 94.52 94.44 94.50 +0.04 261 12,864 +113
Mar13 110128 94.39 94.47 94.39 94.47 +0.04 14 3,023 +7
Jun13 110128 94.40 94.42 94.40 94.42 +0.03 10 590 +0
Total Volume and Open Interest 47,423 627,723 -1,319
10-Year Aus T-Bonds(SFE)
Mar11 110128 94.45 94.50 94.41 94.49 +0.04 34,414 357,385 -4,379
Jun11 110128 94.49 94.49 94.49 94.49 +0.04      
Total Volume and Open Interest 34,414 357,385 -4,379
3-Year Aus T-Bonds(SFE)
Mar11 110128 94.89 94.95 94.88 94.95 +0.05 107,868 475,208 +8,657
Jun11 110128 94.95 94.95 94.95 94.95 +0.05      
Total Volume and Open Interest 107,868 475,208 +8,657
Gold(CMX)
Feb11 110128 1314.0 1346.6 1307.7 1340.7 +22.3 210,699 42,809 -56,227
Apr11 110128 1314.9 1348.0 1309.1 1341.7 +21.9 185,772 296,055 +52,331
Jun11 110128 1316.8 1349.0 1310.9 1343.3 +21.9 8,043 46,607 +1,281
Aug11 110128 1319.0 1348.9 1314.2 1344.7 +22.0 1,481 15,755 +62
Oct11 110128 1319.6 1346.4 1318.6 1346.4 +21.9 175 9,154 +6
Dec11 110128 1322.8 1353.8 1319.2 1348.1 +21.8 1,783 23,824 +148
Feb12 110128 1321.1 1351.5 1321.1 1350.3 +21.7 335 3,487 -270
Apr12 110128 1353.5 1353.5 1352.6 1352.6 +21.7 106 5,253 +0
Jun12 110128 1326.3 1355.2 1326.3 1355.2 +21.7 220 7,061 +120
Aug12 110128 1358.0 1358.0 1358.0 1358.0 +21.7 0 777 +0
Oct12 110128 1361.4 1361.4 1361.4 1361.4 +21.7 0 1,301 +0
Dec12 110128 1348.0 1365.2 1348.0 1365.2 +21.7 27 12,978 +4
Total Volume and Open Interest 411,172 488,926 -2,296
Silver(CMX)
Mar11 110128 2689.5 2803.0 2630.0 2791.9 +88.8 62,547 64,946 -1,167
May11 110128 2697.5 2804.5 2640.0 2793.6 +88.2 2,081 21,550 +387
Jul11 110128 2680.5 2800.0 2645.0 2794.6 +88.1 310 6,730 +45
Sep11 110128 2671.0 2795.5 2671.0 2795.0 +87.8 24 3,652 -1
Dec11 110128 2666.0 2801.0 2641.0 2795.2 +87.1 423 11,670 +155
Mar12 110128 2796.7 2796.7 2796.7 2796.7 +86.9 0 666 +0
May12 110128 2797.5 2797.5 2797.5 2797.5 +86.9 0 260 +0
Total Volume and Open Interest 65,585 123,501 -720
Platinum(NYMEX)
Apr11 110128 1788.8 1809.9 1761.1 1805.0 +1.5 5,859 40,330 +133
Jul11 110128 1789.9 1808.6 1789.9 1808.6 +1.7 30 1,258 +29
Oct11 110128 1775.1 1811.2 1775.1 1811.2 +1.7 7 86 +7
Jan12 110128 1813.2 1813.2 1813.2 1813.2 +1.7 1 1 +0
Total Volume and Open Interest 5,898 41,696 +122
Palladium(NYMEX)
Mar11 110128 805.50 818.40 790.95 817.00 +3.50 2,925 20,626 -94
Jun11 110128 799.35 819.70 796.45 818.65 +3.55 154 977 -2
Sep11 110128 819.85 819.85 819.85 819.85 +3.55 3 25 +3
Total Volume and Open Interest 3,082 21,631 -93
Copper(CMX)
Mar11 110128 432.00 440.70 428.60 437.30 +3.45 38,268 99,399 +292
May11 110128 432.50 441.05 429.85 438.05 +3.50 5,068 28,858 +169
Jul11 110128 432.45 440.25 432.45 437.95 +3.65 393 11,771 +36
Sep11 110128 437.50 437.50 437.50 437.50 +3.75 137 5,358 -35
Dec11 110128 434.00 437.00 432.35 435.70 +3.85 224 4,119 -5
Total Volume and Open Interest 44,734 154,977 +408
DJIA Index(CBOT)
Mar11 110128 11938 11962 11763 11775 -169 278 9,580 +31
Jun11 110128 11708 11882 11708 11708 -174      
Sep11 110128 11655 11825 11655 11655 -170      
Dec11 110128 11600 11771 11600 11600 -171 0 1 +0
Total Volume and Open Interest 278 9,581 +31
S & P 500(CME)
Mar11 110128 1295.20 1299.40 1270.00 1271.50 -24.30 11,803 298,114 +11
Jun11 110128 1274.00 1292.90 1265.90 1266.60 -24.30 1,210 6,632 +1,011
Sep11 110128 1261.70 1288.00 1261.70 1261.70 -24.30 20 2,861 +20
Dec11 110128 1256.80 1283.10 1256.80 1256.80 -24.30 1 551 +0
Total Volume and Open Interest 13,034 308,158 +1,042
S & P 500 E-Mini(Globex)
Mar11 110128 1295.25 1299.50 1270.50 1271.50 -24.25 1,554,851 2,634,255 -12,632
Jun11 110128 1289.75 1294.00 1266.00 1266.50 -24.50 594 15,312 +81
Total Volume and Open Interest 1,555,466 2,650,027 -12,543
NASDAQ 100(CME)
Mar11 110128 2321.80 2330.50 2258.00 2268.00 -55.00 878 16,271 -255
Jun11 110128 2265.30 2265.30 2258.00 2265.30 -55.00 0 700 +0
Sep11 110128 2262.80 2263.80 2262.80 2262.80 -55.00      
Total Volume and Open Interest 878 16,971 -255
NASDAQ 100 E-Mini(Globex)
Mar11 110128 2322.00 2331.00 2258.00 2268.00 -55.00 242,547 373,103 -6,092
Jun11 110128 2319.00 2324.50 2256.50 2265.30 -55.00 264 793 +32
Total Volume and Open Interest 242,811 373,902 -6,060
S & P Midcap 400(CME)
Mar11 110128 936.00 937.00 913.00 916.50 -17.00 0 2,463 +0
Jun11 110128 914.10 915.10 914.10 914.10 -17.00      
Sep11 110128 912.20 913.20 912.20 912.20 -17.00      
Total Volume and Open Interest 0 2,463 +0
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Mar11 110128 10510 10510 10215 10235 -280 11,362 41,885 +3,151
Jun11 110128 10400 10405 10215 10215 -280 0 4 +0
Total Volume and Open Interest 11,362 41,889 +3,151
Nikkei 225(SGX)
Mar11 110128 10480 10510 10310 10370 -110 100,956 246,148 +6,927
Jun11 110128 10370 10410 10295 10295 -110 10 3,226 -3
Sep11 110128 10300 10300 10300 10300 -110 0 400 +0
Total Volume and Open Interest 100,969 258,625 +6,924
CAC 40(EURONEXT)
Feb11 110128 4064.5 4074.5 3972.5 4001.0 -60.0 123,868 356,238 +17,349
Mar11 110128 4063.5 4071.0 3980.0 4003.5 -60.0 828 63,943 -7
Apr11 110128 4003.0 4003.0 4003.0 4003.0 -60.0 0 1 +0
Total Volume and Open Interest 124,696 420,227 +17,342
Hang Seng Index(HKFE)
Jan11 110128 23802 23805 23555 23647 -132 86,696 14,983 -11,437
Feb11 110128 23778 23815 23565 23593 -202 68,993 99,975 +5,802
Mar11 110128 23764 23764 23504 23535 -193 2,282 8,451 +319
Total Volume and Open Interest 158,229 125,156 -5,311
DAX(EUREX)
Mar11 110128 7162.0 7184.5 7080.0 7115.0 -48.0 137,213 257,376 +5,132
Jun11 110128 7185.5 7202.0 7106.0 7136.0 -48.0 193 11,299 +212
Sep11 110128 7212.5 7222.5 7130.0 7157.5 -47.0 58 513 +13
Total Volume and Open Interest 137,464 269,188 +5,357
FT-SE 100(EURONEXT)
Mar11 110128 5930.00 5930.50 5801.00 5850.50 -80.00 89,076 653,859 +3,369
Jun11 110128 5839.00 5847.50 5796.00 5807.50 -80.50 10 2,870 +0
Sep11 110128 5769.00 5774.50 5769.00 5774.50 -81.50 0 263 +0
Total Volume and Open Interest 89,106 657,092 +3,389
SPI 200(SFE)
Mar11 110128 4784.0 4798.0 4729.0 4757.0 -23.0 32,733 182,716 -30
Jun11 110128 4780.0 4780.0 4779.0 4779.0 -24.0 107 2,892 -19
Sep11 110128 4770.0 4770.0 4770.0 4770.0 -24.0 0 1,820 +0
Total Volume and Open Interest 32,851 188,884 -38
GSCI(CME)
Feb11 110128 638.00 644.00 629.90 642.50 +12.50 92 14,542 -16
Mar11 110128 650.00 650.40 637.40 650.00 +12.50 0 58 +0
Apr11 110128 0.64 0.64 643.90 0.64 -643.36      
Total Volume and Open Interest 92 14,600 -16
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.
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