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MRCI's End of Day Prices

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MRCI's End of Day Prices
Daily Futures Price Listing Mon January 31, 2011
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Mar11 110131 1395.25 1413.50 1394.50 1413.00 +15.00 135,660 256,488 -6,473
May11 110131 1405.25 1423.25 1405.25 1423.25 +15.00 56,711 120,096 +7,012
Jul11 110131 1410.25 1428.50 1410.00 1428.50 +15.00 36,159 95,514 -825
Aug11 110131 1390.50 1402.50 1390.50 1402.50 +16.00 2,569 4,826 +1,186
Sep11 110131 1359.25 1370.25 1353.00 1370.25 +17.25 977 4,510 +43
Nov11 110131 1320.00 1342.00 1320.00 1341.00 +18.00 19,757 147,594 -372
Jan12 110131 1321.75 1344.00 1321.75 1343.25 +17.75 751 12,504 +383
Total Volume and Open Interest 253,917 662,078 +1,482
Soybean Meal(CBOT)
Mar11 110131 375.20 380.70 374.50 380.30 +3.30 34,101 91,875 -2,425
May11 110131 377.70 383.30 377.70 382.90 +3.40 7,342 38,821 +1,030
Jul11 110131 377.90 383.50 377.50 383.50 +3.50 8,915 35,712 -215
Aug11 110131 371.40 374.30 370.10 374.30 +3.30 1,305 7,510 +168
Sep11 110131 361.40 363.90 360.30 363.90 +2.70 892 7,077 -46
Oct11 110131 345.50 351.00 345.50 350.40 +3.20 1,096 5,976 -98
Dec11 110131 343.20 348.80 342.30 348.30 +4.00 4,035 18,389 -37
Jan12 110131 344.00 347.90 343.90 347.90 +4.00 31 1,952 +6
Total Volume and Open Interest 57,878 211,247 -1,588
Soybean Oil(CBOT)
Mar11 110131 57.29 57.90 57.27 57.88 +0.61 64,733 179,947 -3,920
May11 110131 57.75 58.41 57.75 58.38 +0.61 21,033 73,018 +1,122
Jul11 110131 58.20 58.85 58.17 58.77 +0.60 13,929 69,821 +193
Aug11 110131 58.40 58.90 58.40 58.87 +0.60 1,557 7,392 +334
Sep11 110131 58.47 58.97 58.47 58.95 +0.61 1,287 9,613 +309
Oct11 110131 58.65 58.97 58.55 58.88 +0.59 638 10,198 +126
Dec11 110131 58.43 59.00 58.43 58.91 +0.58 3,344 35,637 +920
Jan12 110131 58.60 58.96 58.60 58.96 +0.58 2 464 +2
Total Volume and Open Interest 106,609 387,635 -846
Canola(WCE)
Mar11 110131 598.1 604.3 598.1 603.6 +6.0 9,666 100,255 -3,840
May11 110131 607.1 612.7 607.0 612.4 +5.9 4,472 35,113 +2,352
Jul11 110131 611.2 618.4 611.2 617.7 +6.1 996 18,580 -333
Nov11 110131 567.5 572.8 567.3 572.0 +4.5 1,517 48,973 -444
Jan12 110131 574.0 577.5 573.7 577.5 +3.7 188 3,149 +105
Total Volume and Open Interest 16,863 207,789 -2,139
Corn(CBOT)
Mar11 110131 642.25 659.50 642.25 659.50 +15.50 149,126 585,034 -8,466
May11 110131 652.50 670.00 652.50 670.00 +15.50 42,289 334,494 +10,651
Jul11 110131 658.00 676.50 657.00 675.00 +15.25 32,909 258,957 +1,532
Sep11 110131 610.50 626.25 608.00 626.25 +14.50 3,920 53,834 +283
Dec11 110131 573.25 591.25 572.50 591.25 +14.75 29,375 326,016 +932
Mar12 110131 581.50 599.25 581.50 599.25 +14.75 2,567 29,885 +69
Total Volume and Open Interest 262,759 1,639,347 +5,059
Wheat(CBOT)
Mar11 110131 824.00 847.75 823.00 840.75 +15.00 60,972 214,374 -5,824
May11 110131 853.50 877.25 853.00 870.75 +15.25 18,759 90,492 +3,061
Jul11 110131 872.50 895.75 872.25 889.50 +14.75 9,387 120,524 -304
Sep11 110131 894.50 912.75 894.50 907.25 +13.50 1,285 26,995 +411
Dec11 110131 906.50 925.50 904.50 919.25 +12.75 5,138 73,336 +1,199
Total Volume and Open Interest 96,554 544,495 -1,385
Wheat(KCBT)
Mar11 110131 912.00 932.25 911.00 924.75 +12.75 14,164 78,570 -1,348
May11 110131 922.75 942.75 916.50 935.75 +13.00 5,353 46,948 +1,590
Jul11 110131 930.00 950.00 929.50 943.50 +12.75 3,088 57,887 +378
Sep11 110131 938.00 958.50 938.00 952.75 +14.50 1,643 14,934 +299
Dec11 110131 950.00 968.50 949.75 962.00 +13.50 1,062 12,760 +95
Total Volume and Open Interest 25,405 214,215 +1,054
Wheat(MGE)
Mar11 110131 960.25 982.50 959.25 979.75 +18.25 3,605 19,787 -436
May11 110131 969.25 990.75 968.25 988.00 +18.25 1,956 15,934 +309
Jul11 110131 977.50 994.00 976.00 991.25 +17.00 1,154 10,931 +196
Sep11 110131 963.00 984.00 963.00 981.50 +18.00 802 11,298 +26
Dec11 110131 964.00 984.75 964.00 980.75 +16.25 504 9,144 +53
Total Volume and Open Interest 8,128 68,935 +165
Oats(CBOT)
Mar11 110131 385.50 396.25 376.00 396.00 +10.50 1,579 7,945 -339
May11 110131 390.00 404.25 385.00 404.25 +10.50 834 3,840 +224
Jul11 110131 395.00 405.75 390.00 405.75 +8.50 42 573 +15
Sep11 110131 376.75 376.75 373.00 376.50 +3.50 3 189 +3
Total Volume and Open Interest 2,668 14,027 -7
Rough Rice(CBOT)
Mar11 110131 15.02 15.51 14.99 15.51 +0.50 2,203 13,930 -448
May11 110131 15.30 15.81 15.30 15.81 +0.50 1,488 3,453 +777
Jul11 110131 15.57 16.09 15.57 16.09 +0.50 175 1,824 +91
Sep11 110131 15.51 15.93 15.51 15.93 +0.50 84 1,343 +14
Total Volume and Open Interest 3,961 21,062 +435
Live Cattle(CME)
Feb11 110131 107.700 109.500 107.600 108.950 +1.450 14,652 42,287 -3,330
Apr11 110131 112.850 115.200 112.850 114.050 +1.265 25,305 165,978 +2,119
Jun11 110131 113.680 115.500 113.600 114.550 +1.165 8,602 85,758 +2,153
Aug11 110131 114.200 115.500 114.200 114.850 +0.950 3,435 27,960 +954
Oct11 110131 116.930 118.100 116.900 117.535 +0.855 1,623 18,711 +681
Dec11 110131 117.535 118.580 117.350 118.285 +0.935 1,416 15,854 +762
Total Volume and Open Interest 55,472 360,640 +3,620
Feeder Cattle(CME)
Mar11 110131 126.600 128.575 126.600 128.000 +1.770 2,579 24,742 -345
Apr11 110131 127.600 129.380 127.600 129.075 +1.790 828 6,660 +94
May11 110131 128.075 129.785 128.075 129.575 +2.025 592 9,081 +93
Aug11 110131 128.850 130.250 128.850 129.985 +1.485 487 9,696 -17
Sep11 110131 128.950 130.000 128.825 129.800 +1.200 234 1,312 +44
Oct11 110131 128.800 129.750 128.785 129.600 +1.065 37 601 -12
Nov11 110131 128.500 129.400 128.500 129.400 +1.250 17 326 +13
Total Volume and Open Interest 4,774 52,418 -1,948
Lean Hogs(CME)
Feb11 110131 86.550 87.600 86.350 87.250 +1.500 6,191 20,604 -55
Apr11 110131 92.100 94.550 92.035 94.000 +2.365 18,904 98,857 +1,807
May11 110131 98.350 99.200 98.100 99.100 +0.850 171 2,272 +55
Jun11 110131 99.600 101.000 99.400 100.950 +1.520 8,809 56,232 +1,370
Jul11 110131 97.830 98.500 97.480 98.330 +0.795 2,068 19,705 +275
Aug11 110131 97.000 97.400 96.050 97.330 +0.230 2,368 17,700 +650
Oct11 110131 85.580 85.830 84.250 85.650 -0.050 999 14,447 +93
Dec11 110131 81.750 81.950 80.600 81.200 -0.700 459 6,093 +206
Total Volume and Open Interest 40,050 238,305 +4,410
Class III Milk(CME)
Jan11 110131 13.48 13.50 13.48 13.49 -0.01 10 5,138 +3
Feb11 110131 16.43 16.74 16.43 16.70 +0.27 210 5,658 -45
Mar11 110131 17.44 18.19 17.44 18.19 +0.75 637 5,559 +162
Apr11 110131 17.03 17.73 17.03 17.69 +0.59 593 4,283 +256
May11 110131 16.75 17.30 16.75 17.25 +0.50 260 3,569 +138
Total Volume and Open Interest 2,192 38,851 +671
Cocoa(ICE)
Mar11 110131 3267 3365 3224 3352 +75 10,954 57,731 -1,493
May11 110131 3260 3367 3226 3354 +79 4,030 33,702 +668
Jul11 110131 3244 3350 3230 3341 +82 960 15,382 +19
Sep11 110131 3212 3331 3212 3322 +83 340 10,357 +115
Dec11 110131 3248 3326 3244 3320 +76 275 14,608 +18
Mar12 110131 3305 3383 3300 3380 +74 508 15,570 -5
May12 110131 3320 3370 3318 3370 +65 108 5,113 -25
Total Volume and Open Interest 17,873 155,303 -114
Coffee "C"(ICE)
Mar11 110131 245.50 250.75 243.25 244.80 -0.20 14,200 74,140 +1,152
May11 110131 246.80 252.25 245.00 246.55 -0.25 6,317 37,431 +1,451
Jul11 110131 248.05 253.00 246.20 247.70 +0.05 1,352 13,779 -29
Sep11 110131 246.30 250.85 244.80 246.40 +0.30 295 5,490 +24
Dec11 110131 244.00 247.50 241.70 243.45 +0.50 383 8,567 +107
Mar12 110131 239.00 244.00 238.00 239.70 +0.50 133 1,025 +59
Total Volume and Open Interest 22,699 141,199 +2,756
Orange Juice(ICE)
Mar11 110131 166.35 169.10 164.00 168.55 +2.65 1,130 19,745 -542
May11 110131 164.50 168.30 164.00 168.05 +2.70 605 8,262 +429
Jul11 110131 163.50 167.50 163.50 167.05 +2.55 15 2,569 +7
Sep11 110131 166.00 166.60 166.00 166.60 +2.45 0 500 +0
Nov11 110131 165.00 165.00 164.75 164.75 +2.00 0 549 +0
Jan12 110131 163.15 164.85 163.15 164.25 +1.65 0 5 +0
Total Volume and Open Interest 1,750 31,652 -106
Sugar #11(ICE)
Mar11 110131 34.10 34.10 32.59 33.97 +0.03 43,561 215,163 -1,359
May11 110131 31.25 31.52 30.15 31.49 +0.20 26,517 128,331 +2,443
Jul11 110131 28.03 28.31 27.20 28.31 +0.10 15,163 127,881 -469
Oct11 110131 26.00 26.42 25.45 26.42 unch 8,949 68,776 +233
Mar12 110131 25.23 25.70 24.69 25.70 unch 4,537 49,004 +1,060
Total Volume and Open Interest 101,478 639,739 +2,031
London Cocoa(LCE)
Mar11 110131 2160 2190 2156 2185 +21 5,476 55,614 -868
May11 110131 2132 2180 2132 2175 +32 5,997 34,116 +708
Jul11 110131 2138 2170 2138 2163 +30 1,690 29,405 -439
Sep11 110131 2116 2155 2116 2151 +29 855 19,850 -461
Dec11 110131 2107 2130 2107 2124 +17 877 26,316 -267
Mar12 110131 2129 2137 2124 2132 +15 101 21,596 -30
May12 110131 2137 2144 2132 2139 +9 68 3,961 -1
Total Volume and Open Interest 15,260 198,612 -1,259
London Sugar(LCE)
Mar11 110131 816.00 816.50 791.50 811.60 -2.80 2,729 22,277 +37
May11 110131 793.90 793.90 769.80 791.40 -1.00 1,454 16,294 +573
Aug11 110131 747.70 747.70 727.30 745.60 unch 276 9,817 +155
Oct11 110131 686.20 688.70 668.70 687.30 -0.20 93 2,932 +41
Dec11 110131 652.00 665.40 651.00 665.40 -2.30 4 1,112 +0
Total Volume and Open Interest 4,577 53,309 +826
Cotton(ICE)
Mar11 110131 165.89 168.75 165.46 168.44 +3.69 13,951 87,602 -1,563
May11 110131 160.65 163.49 160.24 163.18 +3.69 6,127 26,842 +691
Jul11 110131 152.50 155.15 152.15 155.15 +4.00 1,782 35,109 +120
Oct11 110131 130.00 130.00 128.85 128.85 +2.65 7 179 +1
Dec11 110131 112.10 115.00 112.10 114.20 +2.24 3,174 52,660 +55
Mar12 110131 104.80 108.00 104.80 107.80 +2.69 161 2,686 +79
Total Volume and Open Interest 25,271 207,249 -570
Lumber(CME)
Mar11 110131 310.0 313.7 310.0 310.0 -5.0 1,314 5,522 -669
May11 110131 326.1 328.2 325.0 328.2 -1.5 1,104 3,219 +161
Jul11 110131 330.5 332.3 330.1 332.0 -0.5 153 1,332 +25
Sep11 110131 330.1 332.5 330.1 332.5 unch 3 188 +0
Total Volume and Open Interest 2,574 10,262 -483
Crude Oil(NYM)
Mar11 110131 89.97 92.84 88.40 92.19 +2.85 584,789 396,281 -11,521
Apr11 110131 91.99 94.89 90.89 94.28 +2.60 290,335 124,181 +1,502
May11 110131 93.66 96.40 92.84 95.82 +2.39 171,099 101,469 -995
Jun11 110131 94.80 97.36 94.11 96.78 +2.14 155,640 120,959 +4,073
Jul11 110131 95.75 97.93 95.12 97.53 +1.96 45,560 59,084 -501
Aug11 110131 96.40 98.18 95.76 98.05 +1.86 27,324 34,159 +611
Sep11 110131 97.14 98.92 96.09 98.40 +1.78 24,091 35,034 -1
Oct11 110131 97.06 98.73 96.73 98.71 +1.75 15,713 23,587 -639
Nov11 110131 97.28 99.01 97.01 99.01 +1.70 9,750 23,986 +256
Dec11 110131 97.67 99.90 96.91 99.32 +1.65 91,043 175,077 -438
Jan12 110131 97.56 100.06 97.19 99.56 +1.64 9,454 29,587 -1,988
Feb12 110131 97.68 99.71 97.45 99.71 +1.65 3,581 10,071 -210
Mar12 110131 98.00 99.78 98.00 99.78 +1.67 2,567 13,846 +864
Apr12 110131 99.82 99.82 99.82 99.82 +1.67 613 5,679 +302
May12 110131 99.85 99.85 99.85 99.85 +1.67 660 7,938 -39
Jun12 110131 98.40 100.13 97.86 99.89 +1.66 4,705 51,650 +2,118
Total Volume and Open Interest 1,472,088 1,511,565 -5,014
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 110131 89.775 92.850 88.425 92.200 +2.850 15,987 8,470 -33
Apr11 110131 92.150 94.875 90.950 94.275 +2.600 2,150 2,120 +285
May11 110131 93.850 96.200 93.075 95.825 +2.400 313 395 +8
Jun11 110131 94.850 97.200 94.500 96.775 +2.125 9 74 +7
Jul11 110131 96.000 97.575 96.000 97.525 +1.950 3 9 -1
Aug11 110131 97.925 98.050 97.925 98.050 +1.850 1 9 -1
Sep11 110131 96.325 98.400 96.325 98.400 +1.775 0 7 +0
Oct11 110131 98.700 98.700 98.700 98.700 +1.750 0 42 +0
Total Volume and Open Interest 18,467 11,425 +267
Heating Oil(NYM)
Feb11 110131 269.72 275.75 266.90 274.68 +5.66 26,131 7,107 -8,894
Mar11 110131 270.45 275.94 267.28 274.03 +4.61 67,183 115,400 +1,879
Apr11 110131 269.11 275.14 266.94 273.31 +4.60 27,255 44,187 -2,580
May11 110131 269.90 274.68 267.27 272.96 +4.54 15,209 25,426 -799
Jun11 110131 270.16 275.07 266.50 273.27 +4.43 13,809 36,994 +466
Jul11 110131 268.12 275.79 268.12 274.27 +4.27 5,293 11,820 +202
Aug11 110131 272.61 276.85 269.80 275.47 +4.23 1,893 9,210 -160
Sep11 110131 272.39 278.49 271.83 277.11 +4.22 2,118 9,156 -349
Oct11 110131 274.14 280.19 273.45 278.78 +4.24 1,346 4,807 +43
Nov11 110131 277.80 281.86 275.08 280.41 +4.31 1,227 5,179 -151
Dec11 110131 278.70 283.45 276.49 281.85 +4.33 5,193 21,398 +2,367
Jan12 110131 279.53 283.51 279.53 283.11 +4.25 513 4,331 +448
Total Volume and Open Interest 167,617 304,721 -7,251
Gasoline(NYMEX)
Feb11 110131 247.95 250.25 243.50 249.06 +3.38 19,514 4,469 -7,612
Mar11 110131 249.20 253.28 246.13 250.01 +1.42 44,605 109,354 +6,376
Apr11 110131 262.49 267.00 259.27 263.94 +2.16 22,070 40,615 +183
May11 110131 263.88 267.64 260.74 264.96 +2.28 7,488 29,324 -216
Jun11 110131 262.62 267.95 260.41 265.10 +2.34 6,525 29,145 -466
Jul11 110131 260.08 267.12 260.08 264.50 +2.42 3,406 11,926 -574
Aug11 110131 262.80 264.50 259.83 263.64 +2.55 1,263 7,959 +35
Sep11 110131 258.32 263.00 257.97 261.98 +2.65 961 6,554 +181
Oct11 110131 247.77 251.63 247.77 251.63 +2.69 425 5,552 -63
Nov11 110131 252.00 252.00 249.91 249.93 +2.78 335 1,950 -16
Total Volume and Open Interest 107,844 280,800 -2,315
e-miNY RBOB Gasoline(NYM)
Mar11 110131 250.50 250.50 250.00 250.00 +1.40 0 4 +0
Apr11 110131 263.90 263.94 263.90 263.90 +2.10 0 1 +0
May11 110131 265.00 265.00 264.96 265.00 +2.30 0 1 +0
Jun11 110131 265.10 265.10 265.10 265.10 +2.30 0 1 +0
Total Volume and Open Interest 0 9 +0
Natural Gas(NYM)
Mar11 110131 4.323 4.460 4.290 4.420 +0.097 92,454 253,481 -4,170
Apr11 110131 4.356 4.470 4.305 4.431 +0.091 28,665 106,129 -54
May11 110131 4.395 4.512 4.346 4.470 +0.086 15,159 97,099 +116
Jun11 110131 4.444 4.549 4.389 4.513 +0.088 6,486 23,514 -314
Jul11 110131 4.500 4.590 4.445 4.562 +0.084 4,398 33,008 -260
Aug11 110131 4.585 4.624 4.476 4.588 +0.081 2,972 20,103 -12
Sep11 110131 4.570 4.627 4.484 4.590 +0.079 1,906 14,760 -55
Oct11 110131 4.574 4.667 4.520 4.631 +0.077 10,821 56,533 -312
Nov11 110131 4.732 4.785 4.667 4.768 +0.066 2,715 25,432 -239
Dec11 110131 4.930 5.004 4.895 4.985 +0.055 2,665 23,394 +96
Jan12 110131 5.090 5.121 5.010 5.099 +0.052 4,536 44,529 +46
Feb12 110131 5.060 5.094 4.989 5.074 +0.052 455 10,401 +161
Mar12 110131 4.967 5.011 4.910 4.996 +0.056 1,812 24,692 -141
Apr12 110131 4.790 4.827 4.740 4.813 +0.056 977 20,038 +62
May12 110131 4.818 4.825 4.790 4.816 +0.054 53 5,218 -5
Jun12 110131 4.791 4.841 4.791 4.841 +0.054 572 4,134 +6
Total Volume and Open Interest 177,343 827,521 -4,927
Brent Crude Oil(ICE)
Mar11 110131 99.80 101.73 98.50 101.01 +1.59 234,919 227,143 -13,162
Apr11 110131 99.96 101.81 98.65 101.12 +1.55 130,394 175,561 +1,232
May11 110131 100.23 102.00 98.92 101.34 +1.51 60,746 89,618 +3,239
Jun11 110131 100.38 102.23 99.08 101.53 +1.48 56,704 108,423 +3,044
Jul11 110131 100.42 102.23 99.21 101.63 +1.45 18,016 35,941 +50
Aug11 110131 100.47 102.26 99.25 101.67 +1.42 11,862 16,715 -557
Sep11 110131 100.52 102.27 99.31 101.70 +1.39 8,943 27,449 +2,367
Oct11 110131 99.94 102.31 99.53 101.75 +1.37 6,274 19,270 -123
Nov11 110131 100.00 102.33 99.60 101.79 +1.35 3,866 11,790 +223
Dec11 110131 100.69 102.45 99.49 101.83 +1.33 40,549 104,437 -1,186
Jan12 110131 102.00 102.00 101.87 101.87 +1.31 1,701 12,632 +329
Feb12 110131 101.88 101.88 101.88 101.88 +1.32 922 6,353 +44
Mar12 110131 101.87 101.87 101.87 101.87 +1.32 588 4,545 +95
Apr12 110131 101.84 101.84 101.84 101.84 +1.32 379 2,756 +53
Total Volume and Open Interest 594,628 954,443 -1,632
Gas Oil(ICE)
Feb11 110131 833.75 849.50 823.00 835.50 +6.00 55,730 104,731 +2,432
Mar11 110131 839.00 854.25 828.00 840.50 +5.00 116,997 154,575 +2,333
Apr11 110131 840.50 857.25 831.25 843.75 +6.25 50,822 74,400 -1,476
May11 110131 845.00 860.25 834.75 846.75 +5.75 22,844 65,225 +2,634
Jun11 110131 848.25 863.25 837.75 850.00 +7.00 24,562 61,839 +2,045
Jul11 110131 850.25 865.75 841.00 853.25 +5.00 7,997 24,206 +1,932
Aug11 110131 846.50 868.75 846.50 856.50 +5.00 4,082 21,539 +22
Sep11 110131 856.25 872.50 849.50 859.50 +4.25 5,829 19,834 -636
Oct11 110131 858.25 874.25 853.00 861.25 +4.25 5,853 14,483 +636
Nov11 110131 854.50 875.25 854.50 862.75 +4.75 4,335 13,013 +1,708
Total Volume and Open Interest 315,468 677,841 +11,766
Ethanol(CBOT)
Jan11 110105 2.315 2.315 2.305 2.305 -0.008 63 135 -73
Feb11 110131 2.329 2.335 2.315 2.330 +0.026 142 434 -33
Mar11 110131 2.325 2.350 2.325 2.349 +0.034 232 1,490 -19
Apr11 110131 2.354 2.375 2.354 2.369 +0.038 55 1,002 +21
May11 110131 2.379 2.395 2.379 2.390 +0.043 30 515 +10
Jun11 110131 2.400 2.415 2.400 2.415 +0.042 71 716 +29
Jul11 110131 2.404 2.431 2.404 2.431 +0.042 5 799 +0
Aug11 110131 2.398 2.413 2.398 2.412 +0.040 50 916 +50
Total Volume and Open Interest 613 8,304 +75
WTI Crude Oil(ICE
Mar11 110131 90.49 92.84 88.40 92.19 +2.85 178,940 131,307 -3,891
Apr11 110131 92.38 94.88 90.89 94.28 +2.60 117,840 62,566 -11
May11 110131 93.52 96.34 92.80 95.82 +2.39 54,851 47,759 +2,398
Jun11 110131 94.75 97.23 94.16 96.78 +2.14 47,286 62,430 +1,711
Jul11 110131 95.89 97.96 95.27 97.53 +1.96 13,583 18,858 +364
Aug11 110131 96.43 98.40 95.87 98.05 +1.86 9,182 14,669 +1,432
Sep11 110131 96.79 98.81 96.30 98.40 +1.78 7,738 20,762 +572
Oct11 110131 97.08 98.92 96.70 98.71 +1.75 6,771 13,882 +159
Nov11 110131 97.00 99.31 97.00 99.01 +1.70 3,126 9,154 -211
Dec11 110131 97.37 99.85 96.95 99.32 +1.65 35,306 81,310 -323
Jan12 110131 99.56 99.56 99.56 99.56 +1.64 763 7,468 +59
Feb12 110131 99.71 99.71 99.71 99.71 +1.65 142 1,333 +32
Mar12 110131 99.78 99.78 99.78 99.78 +1.67 58 3,952 -1
Apr12 110131 99.82 99.82 99.82 99.82 +1.67 108 1,283 +66
May12 110131 99.85 99.85 99.85 99.85 +1.67 69 942 +1
Jun12 110131 98.27 100.25 98.24 99.89 +1.66 2,123 21,923 +649
Total Volume and Open Interest 487,432 578,662 +5,521
US Dollar Index(ICE)
Mar11 110131 78.455 78.470 77.665 77.865 -0.415 25,486 38,519 +739
Jun11 110131 78.750 78.755 78.050 78.225 -0.405 19 1,018 +3
Sep11 110131 78.585 78.585 78.585 78.585 -0.405 0 3 +0
Total Volume and Open Interest 25,505 39,540 +742
Australian Dollar(CME)
Mar11 110131 98.41 99.38 98.12 99.22 +0.37 115,096 114,038 +2,617
Jun11 110131 97.00 98.19 96.99 98.09 +0.37 189 701 -65
Sep11 110131 96.88 96.88 96.51 96.88 +0.37 0 14 +0
Total Volume and Open Interest 115,285 114,847 +2,552
British Pound(CME)
Mar11 110131 158.42 160.45 158.18 160.20 +1.57 122,793 99,831 -1,663
Jun11 110131 158.59 160.27 158.49 160.06 +1.57 46 608 -3
Sep11 110131 159.38 159.85 158.25 159.81 +1.56 0 8 +0
Total Volume and Open Interest 122,839 100,479 -1,666
Canadian Dollar(CME)
Mar11 110131 99.98 100.29 99.32 99.78 -0.11 85,639 113,017 -1,741
Jun11 110131 99.52 100.07 99.18 99.58 -0.11 219 3,437 +136
Sep11 110131 99.27 99.41 99.08 99.30 -0.11 2 990 +0
Dec11 110131 99.00 99.48 98.78 99.05 -0.12 64 1,349 +33
Total Volume and Open Interest 85,929 118,845 -1,570
Japanese Yen(CME)
Mar11 110131 121.80 122.17 121.61 121.96 +0.21 160,146 110,462 +4
Jun11 110131 121.93 122.20 121.76 122.07 +0.21 136 897 +102
Sep11 110131 121.84 122.25 121.84 122.25 +0.23 0 20 +0
Total Volume and Open Interest 160,282 111,386 +106
Swiss Franc(CME)
Mar11 110131 106.19 106.78 105.86 106.04 -0.15 31,405 41,784 -469
Jun11 110131 106.33 106.84 106.05 106.14 -0.14 20 84 +13
Sep11 110131 106.25 106.38 106.25 106.25 -0.13 0 6 +0
Total Volume and Open Interest 31,425 41,876 -456
EuroFX(CME)
Mar11 110131 135.75 137.34 135.64 136.88 +0.79 368,088 201,346 -6,914
Jun11 110131 135.55 137.14 135.52 136.71 +0.79 839 3,583 +13
Sep11 110131 136.50 136.50 135.67 136.45 +0.78 2 38 +0
Total Volume and Open Interest 368,950 205,316 -6,890
Mexican Peso(CME)
Feb11 110131 824.0 824.0 821.0 824.0 +3.0      
Mar11 110131 817.2 823.2 814.0 820.5 +3.0 46,629 138,605 -4,120
Total Volume and Open Interest 46,633 138,709 -4,118
30-Year T-Bonds(CBOT)
Mar11 110131 121~160 121~230 120~090 120~200 -0~260 399,028 561,664 +1,574
Jun11 110131 119~250 119~260 118~220 119~000 -0~260 920 2,211 +679
Sep11 110131 117~120 118~060 117~120 117~120 -0~260      
Total Volume and Open Interest 399,948 563,875 +2,253
10-Year T-Notes(CBOT)
Mar11 110131 121~100 121~145 120~195 120~255 -0~115 1,402,926 1,379,020 -3,593
Jun11 110131 119~300 120~015 119~125 119~175 -0~130 2,877 12,636 +1,272
Sep11 110131 118~140 118~270 118~140 118~140 -0~130      
Total Volume and Open Interest 1,405,803 1,391,660 -2,321
5-Year T-Notes(CBOT)
Mar11 110131 118~082 118~096 118~041 118~053 -0~018 675,519 1,120,232 +13,961
Jun11 110131 117~097 117~097 117~066 117~070 -0~018 3,283 6,057 +774
Sep11 110131 116~094 116~112 116~094 116~094 -0~018      
Total Volume and Open Interest 678,802 1,126,289 +14,735
2 Year T-Notes(CBOT)
Mar11 110131 109~085 109~086 109~074 109~076 -0~006 247,498 785,468 +4,676
Jun11 110131 109~044 109~048 109~044 109~044 -0~004 102 626 +60
Sep11 110131 109~010 109~014 109~010 109~010 -0~004      
Total Volume and Open Interest 247,600 786,094 +4,736
Eurodollars(CME)
Mar11 110131 99.655 99.660 99.640 99.655 unch 207,550 1,188,368 -22,077
Jun11 110131 99.585 99.590 99.565 99.575 -0.010 201,986 1,134,916 +1,091
Sep11 110131 99.500 99.505 99.475 99.480 -0.015 221,619 1,080,490 +2,256
Dec11 110131 99.360 99.370 99.330 99.340 -0.015 279,161 933,873 +15,236
Mar12 110131 99.160 99.180 99.125 99.135 -0.020 299,855 994,969 +26,589
Jun12 110131 98.895 98.920 98.850 98.860 -0.035 260,134 619,286 +6,332
Sep12 110131 98.620 98.645 98.565 98.580 -0.040 204,101 478,810 -4,469
Dec12 110131 98.355 98.375 98.285 98.305 -0.035 214,039 335,090 +8,694
Mar13 110131 98.070 98.105 98.015 98.040 -0.030 122,145 219,072 +754
Jun13 110131 97.810 97.830 97.735 97.770 -0.025 75,627 166,912 +1,626
Sep13 110131 97.535 97.560 97.465 97.505 -0.020 65,558 176,600 -3,313
Dec13 110131 97.280 97.295 97.190 97.230 -0.025 65,584 154,268 +3,392
Mar14 110131 97.005 97.040 96.940 96.975 -0.030 23,232 116,934 -357
Jun14 110131 96.780 96.785 96.685 96.720 -0.035 20,647 108,121 -1,137
Sep14 110131 96.545 96.545 96.440 96.475 -0.040 15,555 62,933 -1,510
Dec14 110131 96.305 96.310 96.205 96.235 -0.045 14,440 73,808 +73
Mar15 110131 96.090 96.110 96.010 96.035 -0.045 7,663 52,574 -47
Jun15 110131 4.165 4.165 4.065 4.095 -0.045 7,444 31,678 -551
Total Volume and Open Interest 2,334,942 8,135,787 +29,551
30 Day Federal Funds(CBOT)
Jan11 110131 99.830 99.832 99.830 99.830 unch 7,003 71,855 +4,275
Feb11 110131 99.835 99.840 99.830 99.835 unch 1,331 73,345 -342
Mar11 110131 99.845 99.845 99.835 99.840 unch 1,959 52,716 +716
Apr11 110131 99.850 99.855 99.845 99.850 unch 2,212 44,844 -268
May11 110131 99.855 99.860 99.850 99.855 unch 2,630 62,045 +692
Jun11 110131 99.850 99.855 99.845 99.850 unch 2,968 37,354 +721
Total Volume and Open Interest 46,892 605,484 +5,484
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 110131 99.668 99.668 99.668 99.668 +0.005 0 1,404 +100
Jun11 110131 99.650 99.650 99.650 99.650 +0.003 0 175 +100
Sep11 110131 99.637 99.637 99.637 99.637 +0.002 0 201 +0
Dec11 110131 99.620 99.620 99.620 99.620 +0.005 0 75 +0
Mar12 110131 99.595 99.595 99.595 99.595 +0.005 0 100 +0
Jun12 110131 99.640 99.640 99.640 99.640 +0.005      
Sep12 110131 99.590 99.590 99.590 99.590 +0.005      
Dec12 110131 99.495 99.495 99.495 99.495 +0.005      
Mar13 110131 99.495 99.495 99.495 99.495 +0.005      
Jun13 110131 99.450 99.450 99.450 99.450 +0.005      
Total Volume and Open Interest 0 1,955 +200
3-Mth Euro-Yen(SGX)
Mar11 110131 99.67 99.67 99.67 99.67 +0.00 0 3,208 +100
Jun11 110131 99.65 99.65 99.65 99.65 +0.00 0 1,222 +100
Sep11 110131 99.64 99.64 99.64 99.64 +0.00 0 786 +0
Dec11 110131 99.62 99.62 99.62 99.62 +0.01 0 1,666 -22
Mar12 110131 99.60 99.60 99.60 99.60 +0.01 0 405 +0
Jun12 110131 99.64 99.64 99.64 99.64 +0.00 0 754 +0
Sep12 110131 99.59 99.59 99.59 99.59 +0.00 0 310 +0
Dec12 110131 99.50 99.50 99.50 99.50 +0.01 0 4 +0
Total Volume and Open Interest 0 8,356 +178
Japanese Gov't Bonds(SGX)
Mar11 110131 139.87 140.17 139.80 140.00 +0.13 1,981 12,652 +382
Jun11 110131 137.91 137.91 137.91 137.91 +0.13      
Sep11 110131 135.48 135.48 135.48 135.48 +0.13      
Total Volume and Open Interest 1,981 12,652 +382
Euro-Bund(EUREX)
Mar11 110131 123.71 123.94 123.45 123.74 +0.01 824,471 1,318,590 -60,647
Jun11 110131 122.31 122.43 122.12 122.34 +0.02 73 3,399 +489
Sep11 110131 121.99 121.99 121.99 121.99 +0.01 230 0 -230
Total Volume and Open Interest 824,774 1,321,989 -60,388
Euro-Bobl(EUREX)
Mar11 110131 116.85 116.89 116.66 116.82 unch 554,116 991,869 -1,712
Jun11 110131 115.29 115.40 115.29 115.40 +0.01 4,596 15,992 +3,647
Sep11 110131 115.40 115.40 115.40 115.40 +0.01 1 1 +0
Total Volume and Open Interest 558,713 1,007,862 +1,935
3-Mth Euribor(EUREX)
Mar11 110131 98.810 98.815 98.810 98.815 -0.005 5 5,793 -5
Jun11 110131 98.570 98.575 98.570 98.575 -0.010 33 9,283 -3
Sep11 110131 98.355 98.370 98.355 98.370 unch 0 2,079 +3
Total Volume and Open Interest 38 24,642 +56
Long Gilt(LIFFE)
Mar11 110131 117~08 117~14 117~01 117~11 0~00 81,310 240,444 -13,910
Jun11 110131 116~04 116~04 116~04 116~04 0~00      
Total Volume and Open Interest 81,310 240,444 -13,910
3-Mth Short Sterling(LIFFE)
Mar11 110131 99.18 99.18 99.16 99.16 -0.01 29,682 284,155 -4,544
Jun11 110131 99.01 99.01 98.97 98.98 -0.03 55,984 297,359 -14,176
Sep11 110131 98.80 98.80 98.74 98.76 -0.04 53,167 247,530 -23,412
Dec11 110131 98.53 98.54 98.48 98.49 -0.05 73,073 292,539 +6,949
Mar12 110131 98.27 98.27 98.21 98.22 -0.06 81,971 290,942 -7,743
Jun12 110131 97.99 98.00 97.92 97.95 -0.05 69,697 205,311 -6,134
Total Volume and Open Interest 479,752 2,045,006 -45,073
3-Mth Euribor(LIFFE)
Mar11 110131 98.820 98.830 98.795 98.815 -0.005 191,946 652,220 -1,658
Jun11 110131 98.585 98.600 98.545 98.575 -0.010 226,525 585,174 +16,653
Sep11 110131 98.380 98.385 98.325 98.370 unch 196,236 442,433 +13,253
Total Volume and Open Interest 1,325,475 3,406,908 +35,024
3-Mth Aus T-Bills(SFE)
Mar11 110131 95.02 95.04 95.02 95.04 +0.01 16,850 175,586 +2,627
Jun11 110131 94.97 94.99 94.96 94.98 +0.01 22,068 170,524 +4,361
Sep11 110131 94.86 94.90 94.85 94.87 unch 20,744 106,710 +9,783
Dec11 110131 94.76 94.81 94.75 94.76 unch 10,169 63,207 +3,035
Mar12 110131 94.67 94.72 94.66 94.67 unch 3,744 49,561 +1,055
Jun12 110131 94.60 94.65 94.59 94.60 -0.01 3,167 40,196 +619
Sep12 110131 94.55 94.60 94.53 94.56 +0.01 980 25,887 +591
Dec12 110131 94.50 94.55 94.50 94.51 +0.01 490 13,201 +337
Mar13 110131 94.45 94.52 94.45 94.48 +0.01 2 3,022 -1
Jun13 110131 94.42 94.43 94.42 94.43 +0.01 5 586 -4
Total Volume and Open Interest 78,219 650,126 +22,403
10-Year Aus T-Bonds(SFE)
Mar11 110131 94.49 94.54 94.47 94.47 -0.02 37,221 364,871 +7,486
Jun11 110131 94.47 94.47 94.47 94.47 -0.02      
Total Volume and Open Interest 37,221 364,871 +7,486
3-Year Aus T-Bonds(SFE)
Mar11 110131 94.94 95.00 94.93 94.95 unch 160,526 533,622 +58,414
Jun11 110131 94.95 94.95 94.95 94.95 unch      
Total Volume and Open Interest 160,526 533,622 +58,414
Gold(CMX)
Feb11 110131 1339.0 1345.9 1323.3 1333.8 -6.9 73,023 17,067 -25,742
Apr11 110131 1338.8 1347.2 1323.6 1334.5 -7.2 251,014 310,079 +14,024
Jun11 110131 1341.5 1348.5 1325.3 1336.1 -7.2 7,729 47,956 +1,349
Aug11 110131 1347.4 1347.4 1328.2 1337.4 -7.3 527 15,845 +90
Oct11 110131 1350.7 1350.7 1334.8 1339.1 -7.3 71 9,152 -2
Dec11 110131 1346.8 1352.1 1329.9 1340.8 -7.3 581 23,821 -3
Feb12 110131 1350.4 1350.5 1340.1 1343.0 -7.3 67 3,447 -40
Apr12 110131 1345.3 1345.3 1345.3 1345.3 -7.3 1 5,253 +0
Jun12 110131 1347.9 1347.9 1347.9 1347.9 -7.3 7 7,065 +4
Aug12 110131 1350.7 1350.7 1350.7 1350.7 -7.3 0 777 +0
Oct12 110131 1354.1 1354.1 1354.1 1354.1 -7.3 0 1,301 +0
Dec12 110131 1369.4 1369.4 1357.9 1357.9 -7.3 173 13,011 +33
Total Volume and Open Interest 335,863 478,913 -10,013
Silver(CMX)
Mar11 110131 2796.0 2842.5 2752.0 2816.9 +25.0 77,481 65,639 +693
May11 110131 2800.0 2842.5 2755.0 2819.0 +25.4 4,013 21,812 +262
Jul11 110131 2810.0 2842.0 2762.5 2820.0 +25.4 1,030 7,266 +536
Sep11 110131 2802.0 2823.5 2802.0 2820.4 +25.4 157 3,661 +9
Dec11 110131 2798.0 2840.0 2779.5 2820.8 +25.6 1,211 11,018 -652
Mar12 110131 2828.0 2828.0 2775.0 2822.3 +25.6 0 666 +0
May12 110131 2823.1 2823.1 2823.1 2823.1 +25.6 0 260 +0
Total Volume and Open Interest 83,982 124,343 +842
Platinum(NYMEX)
Apr11 110131 1802.9 1808.6 1776.5 1800.9 -4.1 7,713 40,116 -214
Jul11 110131 1807.5 1809.4 1780.5 1803.2 -5.4 81 1,315 +57
Oct11 110131 1794.0 1805.8 1785.1 1805.8 -5.4 5 87 +1
Jan12 110131 1807.8 1807.8 1807.8 1807.8 -5.4 0 1 +0
Total Volume and Open Interest 7,802 41,540 -156
Palladium(NYMEX)
Mar11 110131 817.00 822.50 802.85 820.10 +3.10 2,999 20,636 +10
Jun11 110131 811.50 823.50 807.50 821.80 +3.15 122 1,013 +36
Sep11 110131 823.00 823.00 823.00 823.00 +3.15 2 27 +2
Total Volume and Open Interest 3,123 21,679 +48
Copper(CMX)
Mar11 110131 435.05 446.20 433.60 445.85 +8.55 42,515 99,745 +346
May11 110131 437.00 446.75 434.40 446.55 +8.50 4,303 29,136 +278
Jul11 110131 435.00 446.40 435.00 446.40 +8.45 430 11,849 +78
Sep11 110131 445.90 445.90 445.90 445.90 +8.40 148 5,398 +40
Dec11 110131 441.65 443.95 441.65 443.95 +8.25 191 4,232 +113
Total Volume and Open Interest 48,137 155,885 +908
DJIA Index(CBOT)
Mar11 110131 11745 11850 11694 11840 +65 2,178 10,576 +996
Jun11 110131 11707 11775 11707 11775 +67      
Sep11 110131 11720 11720 11655 11720 +65      
Dec11 110131 11665 11665 11600 11665 +65 0 1 +0
Total Volume and Open Interest 2,178 10,577 +996
S & P 500(CME)
Mar11 110131 1271.50 1283.60 1262.60 1282.40 +10.90 28,370 302,763 +4,649
Jun11 110131 1277.50 1279.60 1276.60 1277.50 +10.90 561 7,166 +534
Sep11 110131 1272.60 1274.70 1271.70 1272.60 +10.90 100 2,863 +2
Dec11 110131 1267.70 1269.80 1266.80 1267.70 +10.90 175 636 +85
Total Volume and Open Interest 29,206 313,428 +5,270
S & P 500 E-Mini(Globex)
Mar11 110131 1269.50 1283.75 1262.25 1282.50 +11.00 3,238,629 2,694,729 +60,474
Jun11 110131 1264.75 1278.75 1259.00 1277.50 +11.00 2,749 16,848 +1,536
Total Volume and Open Interest 3,241,382 2,712,037 +62,010
NASDAQ 100(CME)
Mar11 110131 2263.50 2286.00 2250.00 2280.00 +12.00 6,737 15,281 -990
Jun11 110131 2256.00 2282.30 2256.00 2277.30 +12.00 0 700 +0
Sep11 110131 2274.80 2279.80 2274.80 2274.80 +12.00      
Total Volume and Open Interest 6,737 15,981 -990
NASDAQ 100 E-Mini(Globex)
Mar11 110131 2265.50 2286.00 2248.50 2280.00 +12.00 434,902 363,658 -9,445
Jun11 110131 2263.00 2282.00 2245.80 2277.30 +12.00 187 768 -25
Total Volume and Open Interest 435,089 364,432 -9,470
S & P Midcap 400(CME)
Mar11 110131 921.00 928.30 914.00 923.10 +6.60 2 2,465 +2
Jun11 110131 920.70 922.10 920.70 920.70 +6.60      
Sep11 110131 918.80 920.20 918.80 918.80 +6.60      
Total Volume and Open Interest 2 2,465 +2
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Mar11 110131 10230 10300 10170 10255 +20 12,481 40,983 -902
Jun11 110131 10220 10235 10215 10235 +20 236 154 +150
Total Volume and Open Interest 12,717 41,137 -752
Nikkei 225(SGX)
Mar11 110131 10370 10405 10170 10230 -140 164,721 241,845 -4,303
Jun11 110131 10200 10200 10110 10155 -140 112 3,228 +2
Sep11 110131 10155 10155 10155 10155 -145 0 400 +0
Total Volume and Open Interest 164,833 254,414 -4,211
CAC 40(EURONEXT)
Feb11 110131 3991.0 4028.5 3953.5 4006.0 +5.0 154,401 361,758 +5,520
Mar11 110131 3989.0 4027.5 3965.5 4008.0 +4.5 460 64,090 +147
Apr11 110131 4009.0 4009.0 4009.0 4009.0 +6.0 0 1 +0
Total Volume and Open Interest 154,861 425,894 +5,667
Hang Seng Index(HKFE)
Jan11 110128 23802 23805 23555 23647 -132 86,696 14,983 -11,437
Feb11 110131 23280 23539 23257 23371 -222 67,620 97,282 -2,693
Mar11 110131 23250 23450 23198 23296 -239 722 8,784 +333
Total Volume and Open Interest 82,815 107,856 -17,300
DAX(EUREX)
Mar11 110131 7100.0 7116.0 7041.0 7096.0 -19.0 149,613 252,608 -4,768
Jun11 110131 7117.5 7136.0 7070.0 7117.5 -18.5 661 11,224 -75
Sep11 110131 7144.0 7151.0 7090.5 7138.5 -19.0 58 505 -8
Total Volume and Open Interest 150,332 264,337 -4,851
FT-SE 100(EURONEXT)
Mar11 110131 5800.00 5848.00 5777.00 5833.00 -17.50 138,749 649,868 -3,991
Jun11 110131 5799.00 5799.00 5790.00 5790.50 -17.00 155 2,972 +102
Sep11 110131 5763.00 5763.00 5757.00 5757.00 -17.50 10 263 +0
Total Volume and Open Interest 138,924 653,213 -3,879
SPI 200(SFE)
Mar11 110131 4753.0 4772.0 4688.0 4726.0 -31.0 37,074 184,983 +2,267
Jun11 110131 4753.0 4753.0 4728.0 4748.0 -31.0 300 3,122 +230
Sep11 110131 4739.0 4739.0 4739.0 4739.0 -31.0 3 1,820 +0
Total Volume and Open Interest 37,511 191,465 +2,581
GSCI(CME)
Feb11 110131 650.00 3.14 642.40 0.14 -642.36 224 14,592 +50
Mar11 110131 6.64 8.14 649.95 6.64 -643.36 0 58 +0
Apr11 110131 10.64 12.64 0.59 10.64 +10.00      
Total Volume and Open Interest 224 14,650 +50
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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