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MRCI's End of Day Prices

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MRCI's End of Day Prices
Daily Futures Price Listing Tue February 01, 2011
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Mar11 110201 1413.50 1440.50 1408.25 1438.00 +25.00      
May11 110201 1424.25 1450.50 1418.75 1448.00 +24.75      
Jul11 110201 1428.25 1455.00 1424.25 1453.00 +24.50      
Aug11 110201 1407.50 1426.00 1402.50 1426.00 +23.50      
Sep11 110201 1370.75 1393.25 1369.75 1393.25 +23.00      
Nov11 110201 1340.00 1370.00 1336.00 1368.00 +27.00      
Jan12 110201 1343.00 1370.75 1339.00 1370.00 +26.75      
Total Volume and Open Interest 253,917 662,078 +0
Soybean Meal(CBOT)
Mar11 110201 380.50 391.00 378.30 390.00 +9.70      
May11 110201 383.50 392.40 380.90 392.40 +9.50      
Jul11 110201 383.90 392.60 381.50 392.60 +9.10      
Aug11 110201 374.00 383.30 374.00 383.30 +9.00      
Sep11 110201 364.60 373.00 364.60 373.00 +9.10      
Oct11 110201 350.60 360.30 350.40 360.30 +9.90      
Dec11 110201 346.00 357.80 346.00 357.80 +9.50      
Jan12 110201 351.50 356.80 351.50 356.80 +8.90      
Total Volume and Open Interest 57,878 211,247 +0
Soybean Oil(CBOT)
Mar11 110201 57.92 58.78 57.77 58.72 +0.84      
May11 110201 58.40 59.26 58.27 59.22 +0.84      
Jul11 110201 58.80 59.64 58.67 59.61 +0.84      
Aug11 110201 58.83 59.80 58.80 59.74 +0.87      
Sep11 110201 58.87 59.94 58.86 59.82 +0.87      
Oct11 110201 58.97 59.77 58.85 59.76 +0.88      
Dec11 110201 58.87 59.79 58.82 59.79 +0.88      
Jan12 110201 59.43 59.79 59.25 59.79 +0.83      
Total Volume and Open Interest 106,609 387,635 +0
Canola(WCE)
Mar11 110201 602.0 610.4 601.1 609.0 +5.4      
May11 110201 611.7 619.0 611.7 617.7 +5.3      
Jul11 110201 617.0 624.2 617.0 623.1 +5.4      
Nov11 110201 569.9 582.5 569.2 581.3 +9.3      
Jan12 110201 577.4 587.6 577.4 586.8 +9.3      
Total Volume and Open Interest 16,863 207,789 +0
Corn(CBOT)
Mar11 110201 658.75 666.75 655.75 666.00 +6.50      
May11 110201 669.00 677.25 666.25 676.50 +6.50      
Jul11 110201 673.50 681.75 671.25 681.00 +6.00      
Sep11 110201 623.25 633.00 622.75 633.00 +6.75      
Dec11 110201 590.25 597.50 586.25 596.00 +4.75      
Mar12 110201 597.75 605.00 595.75 604.50 +5.25      
Total Volume and Open Interest 262,759 1,639,347 +0
Wheat(CBOT)
Mar11 110201 844.50 845.00 831.50 835.75 -5.00      
May11 110201 872.50 874.00 861.50 866.25 -4.50      
Jul11 110201 893.00 893.00 881.25 886.00 -3.50      
Sep11 110201 907.25 909.50 901.75 906.75 -0.50      
Dec11 110201 922.25 922.25 912.75 920.00 +0.75      
Total Volume and Open Interest 96,554 544,495 +0
Wheat(KCBT)
Mar11 110201 930.00 930.50 919.00 924.00 -0.75      
May11 110201 940.50 941.00 930.00 935.00 -0.75      
Jul11 110201 947.50 948.00 938.00 942.00 -1.50      
Sep11 110201 953.25 956.25 949.50 950.50 -2.25      
Dec11 110201 962.25 965.50 957.25 960.00 -2.00      
Total Volume and Open Interest 25,405 214,215 +0
Wheat(MGE)
Mar11 110201 981.00 983.50 972.75 981.00 +1.25      
May11 110201 987.25 992.50 981.50 990.25 +2.25      
Jul11 110201 990.00 996.25 985.00 992.75 +1.50      
Sep11 110201 980.00 986.00 976.75 981.75 +0.25      
Dec11 110201 977.75 984.50 976.25 982.25 +1.50      
Total Volume and Open Interest 8,128 68,935 +0
Oats(CBOT)
Mar11 110201 392.00 400.00 391.50 397.50 +1.50      
May11 110201 403.00 406.00 402.25 405.75 +1.50      
Jul11 110201 405.00 407.75 404.00 407.75 +2.00      
Sep11 110201 377.75 378.75 376.50 377.50 +1.00      
Total Volume and Open Interest 2,668 14,027 +0
Rough Rice(CBOT)
Mar11 110201 15.59 15.99 15.41 15.94 +0.43      
May11 110201 15.81 16.30 15.72 16.24 +0.43      
Jul11 110201 16.17 16.43 16.02 16.43 +0.34      
Sep11 110201 15.90 16.29 15.85 16.25 +0.32      
Total Volume and Open Interest 3,961 21,062 +0
Live Cattle(CME)
Feb11 110201 109.000 109.250 108.180 109.000 +0.050      
Apr11 110201 114.200 114.830 113.550 114.650 +0.600      
Jun11 110201 114.450 114.885 113.900 114.535 -0.015      
Aug11 110201 114.730 115.250 114.350 115.050 +0.200      
Oct11 110201 117.500 118.100 117.230 117.900 +0.365      
Dec11 110201 117.980 118.650 117.900 118.450 +0.165      
Total Volume and Open Interest 55,472 360,640 +0
Feeder Cattle(CME)
Mar11 110201 128.000 128.130 127.050 127.480 -0.520      
Apr11 110201 128.880 129.250 128.435 128.900 -0.175      
May11 110201 129.325 129.600 128.735 129.400 -0.175      
Aug11 110201 129.535 129.950 129.250 129.900 -0.085      
Sep11 110201 129.500 129.750 129.100 129.700 -0.100      
Oct11 110201 129.250 129.700 129.250 129.700 +0.100      
Nov11 110201 129.200 129.400 128.935 129.400 unch      
Total Volume and Open Interest 4,774 52,418 +0
Lean Hogs(CME)
Feb11 110201 87.100 87.100 84.450 85.080 -2.170      
Apr11 110201 93.600 93.700 91.700 93.150 -0.850      
May11 110201 98.300 98.500 97.300 98.500 -0.600      
Jun11 110201 100.635 100.700 99.550 100.535 -0.415      
Jul11 110201 98.000 98.500 97.385 98.250 -0.080      
Aug11 110201 96.600 97.150 96.180 97.100 -0.230      
Oct11 110201 85.000 85.250 84.550 85.250 -0.400      
Dec11 110201 80.750 81.250 80.750 81.250 +0.050      
Total Volume and Open Interest 40,050 238,305 +0
Class III Milk(CME)
Feb11 110201 16.70 16.79 16.35 16.65 -0.05      
Mar11 110201 18.26 18.57 18.15 18.44 +0.25      
Apr11 110201 17.69 18.17 17.69 18.12 +0.43      
May11 110201 17.31 17.70 17.25 17.64 +0.39      
Jun11 110201 16.75 17.05 16.66 16.99 +0.25      
Total Volume and Open Interest 2,192 38,851 +0
Cocoa(ICE)
Mar11 110201 3352 3369 3280 3313 -39      
May11 110201 3366 3371 3283 3316 -38      
Jul11 110201 3342 3357 3274 3306 -35      
Sep11 110201 3339 3339 3256 3290 -32      
Dec11 110201 3324 3338 3248 3282 -38      
Mar12 110201 3357 3357 3292 3331 -49      
May12 110201 3306 3328 3282 3328 -42      
Total Volume and Open Interest 17,873 155,303 +0
Coffee "C"(ICE)
Mar11 110201 245.55 249.75 245.35 249.40 +4.60      
May11 110201 246.70 251.50 246.70 251.25 +4.70      
Jul11 110201 249.55 252.45 248.65 252.20 +4.50      
Sep11 110201 248.05 251.20 247.45 250.75 +4.35      
Dec11 110201 245.00 248.05 245.00 246.75 +3.30      
Mar12 110201 241.00 244.20 241.00 242.85 +3.15      
Total Volume and Open Interest 22,699 141,199 +0
Orange Juice(ICE)
Mar11 110201 168.60 170.30 167.40 169.55 +1.00      
May11 110201 168.00 169.30 167.40 168.95 +0.90      
Jul11 110201 167.00 168.20 167.00 167.70 +0.65      
Sep11 110201 166.70 166.70 166.70 166.70 +0.10      
Nov11 110201 165.10 165.10 165.10 165.10 +0.35      
Jan12 110201 164.35 164.35 164.35 164.35 +0.10      
Total Volume and Open Interest 1,750 31,652 +0
Sugar #11(ICE)
Mar11 110201 33.97 34.40 33.47 33.96 -0.01      
May11 110201 31.50 31.75 31.03 31.51 +0.02      
Jul11 110201 28.20 28.49 27.90 28.48 +0.17      
Oct11 110201 26.30 26.60 26.09 26.60 +0.18      
Mar12 110201 25.70 25.89 25.35 25.87 +0.17      
Total Volume and Open Interest 101,478 639,739 +0
London Cocoa(LCE)
Mar11 110201 2193 2197 2141 2160 -25      
May11 110201 2176 2185 2132 2147 -28      
Jul11 110201 2160 2169 2121 2134 -29      
Sep11 110201 2155 2162 2107 2122 -29      
Dec11 110201 2123 2135 2086 2098 -26      
Mar12 110201 2130 2140 2099 2104 -28      
May12 110201 2105 2112 2105 2112 -27      
Total Volume and Open Interest 15,260 198,612 +0
London Sugar(LCE)
Mar11 110201 812.90 830.00 810.00 819.20 +7.60      
May11 110201 795.60 807.20 787.30 795.40 +4.00      
Aug11 110201 748.20 758.70 743.10 748.80 +3.20      
Oct11 110201 686.50 694.90 684.20 688.80 +1.50      
Dec11 110201 674.00 674.00 663.10 670.60 +5.20      
Total Volume and Open Interest 4,577 53,309 +0
Cotton(ICE)
Mar11 110201 170.77 172.44 169.23 172.22 +3.78      
May11 110201 165.00 167.18 163.80 167.00 +3.82      
Jul11 110201 158.00 159.15 155.42 158.38 +3.23      
Oct11 110201 130.00 131.87 130.00 131.87 +3.02      
Dec11 110201 114.05 117.52 113.70 116.23 +2.03      
Mar12 110201 107.50 110.50 107.50 109.67 +1.87      
Total Volume and Open Interest 25,271 207,249 +0
Lumber(CME)
Mar11 110201 313.4 320.0 310.5 315.7 +5.7      
May11 110201 327.6 338.1 325.0 334.5 +6.3      
Jul11 110201 329.0 338.4 328.0 337.9 +5.9      
Sep11 110201 329.0 336.5 329.0 336.5 +4.0      
Total Volume and Open Interest 2,574 10,262 +0
Crude Oil(NYM)
Mar11 110201 92.20 92.45 90.44 90.77 -1.42      
Apr11 110201 94.32 94.57 93.19 93.50 -0.78      
May11 110201 95.70 96.22 95.02 95.42 -0.40      
Jun11 110201 96.53 97.20 95.97 96.52 -0.26      
Jul11 110201 97.05 97.94 96.79 97.33 -0.20      
Aug11 110201 97.81 98.27 97.33 97.91 -0.14      
Sep11 110201 97.92 98.59 97.79 98.31 -0.09      
Oct11 110201 98.20 99.02 97.97 98.66 -0.05      
Nov11 110201 98.47 99.10 98.32 98.99 -0.02      
Dec11 110201 98.93 99.77 98.47 99.33 +0.01      
Jan12 110201 99.24 99.62 98.80 99.60 +0.04      
Feb12 110201 99.21 99.77 99.21 99.77 +0.06      
Mar12 110201 99.86 99.86 99.86 99.86 +0.08      
Apr12 110201 99.92 99.92 99.92 99.92 +0.10      
May12 110201 99.97 99.97 99.97 99.97 +0.12      
Jun12 110201 99.60 100.17 99.60 100.03 +0.14      
Total Volume and Open Interest 1,472,088 1,511,565 +0
e-miNY Crude Oil(NYM)
Feb11 110119 91.225 92.100 90.500 90.850 -0.525 6,388 2,249 -394
Mar11 110201 92.175 92.450 90.325 90.775 -1.425      
Apr11 110201 94.100 94.550 93.250 93.500 -0.775      
May11 110201 95.750 96.125 95.200 95.425 -0.400      
Jun11 110201 96.475 96.525 96.475 96.525 -0.250      
Jul11 110201 97.125 97.725 96.800 97.325 -0.200      
Aug11 110201 97.900 97.900 97.900 97.900 -0.150      
Sep11 110201 97.575 98.300 97.575 98.300 -0.100      
Oct11 110201 98.650 98.650 98.650 98.650 -0.050      
Nov11 110201 99.000 99.000 99.000 99.000 unch      
Total Volume and Open Interest 18,467 11,425 +0
Heating Oil(NYM)
Mar11 110201 273.37 276.25 272.07 275.70 +1.67      
Apr11 110201 272.70 275.66 271.35 275.22 +1.91      
May11 110201 272.20 275.41 270.89 275.03 +2.07      
Jun11 110201 272.19 275.82 271.27 275.45 +2.18      
Jul11 110201 272.51 276.79 272.51 276.59 +2.32      
Aug11 110201 274.70 277.89 273.83 277.89 +2.42      
Sep11 110201 275.96 279.95 275.17 279.60 +2.49      
Oct11 110201 278.81 281.33 278.81 281.30 +2.52      
Nov11 110201 280.41 283.04 280.41 283.04 +2.63      
Dec11 110201 280.66 284.74 280.66 284.54 +2.69      
Jan12 110201 285.80 285.80 285.80 285.80 +2.69      
Feb12 110201 286.25 286.25 286.25 286.25 +2.69      
Total Volume and Open Interest 167,617 304,721 +0
Gasoline(NYMEX)
Mar11 110201 249.80 253.39 248.37 251.94 +1.93      
Apr11 110201 262.89 266.78 262.08 265.84 +1.90      
May11 110201 264.35 267.70 263.90 266.86 +1.90      
Jun11 110201 264.32 268.00 263.79 267.05 +1.95      
Jul11 110201 264.07 267.10 264.00 266.48 +1.98      
Aug11 110201 263.00 266.69 263.00 265.61 +1.97      
Sep11 110201 260.59 263.93 260.59 263.93 +1.95      
Oct11 110201 252.16 253.62 251.52 253.33 +1.70      
Nov11 110201 251.48 251.48 251.48 251.48 +1.55      
Dec11 110201 248.50 250.75 248.50 250.69 +1.36      
Total Volume and Open Interest 107,844 280,800 +0
e-miNY RBOB Gasoline(NYM)
Mar11 110201 249.90 251.90 249.90 251.90 +1.90      
Apr11 110201 265.80 265.84 265.80 265.80 +1.90      
May11 110201 266.90 266.90 266.86 266.90 +1.90      
Jun11 110201 267.10 267.10 267.05 267.10 +2.00      
Total Volume and Open Interest 0 9 +0
Natural Gas(NYM)
Mar11 110201 4.417 4.425 4.321 4.347 -0.073      
Apr11 110201 4.420 4.440 4.340 4.366 -0.065      
May11 110201 4.478 4.478 4.384 4.409 -0.061      
Jun11 110201 4.508 4.514 4.432 4.457 -0.056      
Jul11 110201 4.548 4.558 4.481 4.506 -0.056      
Aug11 110201 4.580 4.590 4.507 4.533 -0.055      
Sep11 110201 4.544 4.560 4.515 4.536 -0.054      
Oct11 110201 4.600 4.601 4.550 4.578 -0.053      
Nov11 110201 4.727 4.740 4.710 4.728 -0.040      
Dec11 110201 4.948 4.964 4.922 4.948 -0.037      
Jan12 110201 5.062 5.081 5.036 5.065 -0.034      
Feb12 110201 5.025 5.050 5.020 5.042 -0.032      
Mar12 110201 4.974 4.980 4.945 4.972 -0.024      
Apr12 110201 4.830 4.830 4.776 4.802 -0.011      
May12 110201 4.808 4.813 4.790 4.807 -0.009      
Jun12 110201 4.826 4.850 4.807 4.832 -0.009      
Total Volume and Open Interest 177,343 827,521 +0
Brent Crude Oil(ICE)
Mar11 110201 101.01 102.08 100.19 101.74 +0.73      
Apr11 110201 101.00 102.20 100.29 101.91 +0.79      
May11 110201 101.05 102.39 100.50 102.15 +0.81      
Jun11 110201 101.26 102.57 100.70 102.35 +0.82      
Jul11 110201 101.33 102.59 100.86 102.44 +0.81      
Aug11 110201 101.39 102.62 100.89 102.49 +0.82      
Sep11 110201 101.43 102.64 100.91 102.52 +0.82      
Oct11 110201 101.38 102.67 101.01 102.56 +0.81      
Nov11 110201 101.42 102.68 101.04 102.59 +0.80      
Dec11 110201 101.17 102.84 100.93 102.62 +0.79      
Jan12 110201 101.87 102.66 101.87 102.66 +0.79      
Feb12 110201 102.68 102.68 102.68 102.68 +0.80      
Mar12 110201 102.68 102.68 102.68 102.68 +0.81      
Apr12 110201 102.66 102.66 102.66 102.66 +0.82      
Total Volume and Open Interest 594,628 954,443 +0
Gas Oil(ICE)
Feb11 110201 840.50 852.50 838.25 846.25 +10.75      
Mar11 110201 846.25 857.25 843.00 851.00 +10.50      
Apr11 110201 847.00 860.25 846.00 854.00 +10.25      
May11 110201 850.25 863.00 848.50 856.75 +10.00      
Jun11 110201 853.25 866.00 851.50 859.75 +9.75      
Jul11 110201 856.50 869.25 856.00 862.75 +9.50      
Aug11 110201 859.50 872.50 859.00 866.00 +9.50      
Sep11 110201 862.50 875.75 861.00 869.00 +9.50      
Oct11 110201 864.25 876.00 864.00 870.75 +9.50      
Nov11 110201 865.50 877.00 865.00 872.00 +9.25      
Total Volume and Open Interest 315,468 677,841 +0
Ethanol(CBOT)
Feb11 110201 2.327 2.335 2.327 2.335 +0.005      
Mar11 110201 2.352 2.365 2.347 2.358 +0.009      
Apr11 110201 2.369 2.384 2.369 2.379 +0.010      
May11 110201 2.405 2.405 2.400 2.400 +0.010      
Jun11 110201 2.418 2.425 2.418 2.425 +0.010      
Jul11 110201 2.433 2.444 2.433 2.439 +0.008      
Aug11 110201 2.419 2.422 2.419 2.422 +0.010      
Sep11 110201 2.350 2.356 2.350 2.356 +0.010      
Total Volume and Open Interest 613 8,304 +0
WTI Crude Oil(ICE
Mar11 110201 92.09 92.44 90.32 90.77 -1.42      
Apr11 110201 94.12 94.57 93.13 93.50 -0.78      
May11 110201 95.47 96.20 95.01 95.42 -0.40      
Jun11 110201 96.64 97.11 96.01 96.52 -0.26      
Jul11 110201 97.06 97.84 96.85 97.33 -0.20      
Aug11 110201 97.45 98.38 97.34 97.91 -0.14      
Sep11 110201 97.78 98.72 97.67 98.31 -0.09      
Oct11 110201 97.97 98.72 97.97 98.66 -0.05      
Nov11 110201 98.87 99.04 98.50 98.99 -0.02      
Dec11 110201 98.71 99.75 98.48 99.33 +0.01      
Jan12 110201 99.60 99.60 99.60 99.60 +0.04      
Feb12 110201 99.77 99.77 99.77 99.77 +0.06      
Mar12 110201 99.86 99.86 99.86 99.86 +0.08      
Apr12 110201 99.92 99.92 99.92 99.92 +0.10      
May12 110201 99.97 99.97 99.97 99.97 +0.12      
Jun12 110201 99.65 100.03 99.45 100.03 +0.14      
Total Volume and Open Interest 487,432 578,662 +0
US Dollar Index(ICE)
Mar11 110201 77.760 77.790 77.065 77.192 -0.673      
Jun11 110201 78.130 78.150 77.495 77.552 -0.673      
Sep11 110201 78.030 78.030 77.912 77.912 -0.673      
Total Volume and Open Interest 25,505 39,540 +0
Australian Dollar(CME)
Mar11 110201 99.12 100.97 99.12 100.70 +1.48      
Jun11 110201 98.22 99.78 98.09 99.55 +1.46      
Sep11 110201 98.32 98.32 96.88 98.32 +1.44      
Total Volume and Open Interest 115,285 114,847 +0
British Pound(CME)
Mar11 110201 160.10 161.59 160.05 161.35 +1.15      
Jun11 110201 160.15 161.22 160.06 161.19 +1.13      
Sep11 110201 160.37 161.00 160.27 160.92 +1.11      
Total Volume and Open Interest 122,839 100,479 +0
Canadian Dollar(CME)
Mar11 110201 99.90 100.93 99.83 100.70 +0.92      
Jun11 110201 99.70 100.70 99.58 100.49 +0.91      
Sep11 110201 100.24 100.45 99.30 100.22 +0.92      
Dec11 110201 99.39 100.16 99.05 99.97 +0.92      
Total Volume and Open Interest 85,929 118,845 +0
Japanese Yen(CME)
Mar11 110201 121.90 123.03 121.76 122.85 +0.89      
Jun11 110201 122.14 123.10 122.07 122.96 +0.89      
Sep11 110201 123.00 123.14 122.25 123.14 +0.89      
Total Volume and Open Interest 160,282 111,386 +0
Swiss Franc(CME)
Mar11 110201 105.97 107.16 105.79 106.84 +0.80      
Jun11 110201 106.46 107.12 106.14 106.95 +0.81      
Sep11 110201 107.06 107.06 106.25 107.06 +0.81      
Total Volume and Open Interest 31,425 41,876 +0
EuroFX(CME)
Mar11 110201 136.83 138.36 136.82 138.13 +1.25      
Jun11 110201 136.92 138.18 136.80 137.96 +1.25      
Sep11 110201 136.64 138.12 136.64 137.69 +1.24      
Total Volume and Open Interest 368,950 205,316 +0
Mexican Peso(CME)
Feb11 110201 834.0 834.0 824.0 834.0 +10.0      
Mar11 110201 821.0 832.2 820.8 830.5 +10.0      
Total Volume and Open Interest 46,633 138,709 +0
30-Year T-Bonds(CBOT)
Mar11 110201 120~040 120~050 119~210 119~300 -0~220      
Jun11 110201 118~160 119~000 118~000 118~100 -0~220      
Sep11 110201 116~220 117~120 116~220 116~220 -0~220      
Total Volume and Open Interest 399,948 563,875 +0
10-Year T-Notes(CBOT)
Mar11 110201 120~265 120~280 120~020 120~095 -0~160      
Jun11 110201 119~110 119~175 118~255 119~005 -0~170      
Sep11 110201 117~290 118~140 117~290 117~290 -0~170      
Total Volume and Open Interest 1,405,803 1,391,660 +0
5-Year T-Notes(CBOT)
Mar11 110201 118~016 118~016 118~008 118~009 -0~044      
Jun11 110201 117~033 117~070 117~023 117~023 -0~047      
Sep11 110201 116~047 116~094 116~047 116~047 -0~047      
Total Volume and Open Interest 678,802 1,126,289 +0
2 Year T-Notes(CBOT)
Mar11 110201 109~077 109~079 109~060 109~064 -0~012      
Jun11 110201 109~041 109~044 109~026 109~030 -0~014      
Sep11 110201 108~124 109~010 108~124 108~124 -0~014      
Total Volume and Open Interest 247,600 786,094 +0
Eurodollars(CME)
Mar11 110201 99.655 99.660 99.645 99.655 unch      
Jun11 110201 99.575 99.585 99.565 99.575 unch      
Sep11 110201 99.485 99.485 99.455 99.465 -0.015      
Dec11 110201 99.340 99.345 99.290 99.310 -0.030      
Mar12 110201 99.140 99.145 99.060 99.085 -0.050      
Jun12 110201 98.875 98.880 98.775 98.795 -0.065      
Sep12 110201 98.600 98.605 98.475 98.495 -0.085      
Dec12 110201 98.325 98.335 98.185 98.205 -0.100      
Mar13 110201 98.065 98.065 97.910 97.935 -0.105      
Jun13 110201 97.790 97.790 97.635 97.665 -0.105      
Sep13 110201 97.520 97.520 97.370 97.400 -0.105      
Dec13 110201 97.240 97.240 97.100 97.135 -0.095      
Mar14 110201 96.965 96.975 96.845 96.890 -0.085      
Jun14 110201 96.730 96.730 96.595 96.640 -0.080      
Sep14 110201 96.475 96.475 96.355 96.405 -0.070      
Dec14 110201 96.230 96.230 96.120 96.170 -0.065      
Mar15 110201 96.025 96.030 95.925 95.975 -0.060      
Jun15 110201 4.080 4.090 3.985 4.035 -0.060      
Total Volume and Open Interest 2,334,942 8,135,787 +0
30 Day Federal Funds(CBOT)
Feb11 110201 99.835 99.835 99.830 99.835 unch      
Mar11 110201 99.835 99.840 99.835 99.840 unch      
Apr11 110201 99.845 99.850 99.840 99.845 -0.005      
May11 110201 99.850 99.855 99.845 99.850 -0.005      
Jun11 110201 99.845 99.850 99.845 99.850 unch      
Jul11 110201 99.840 99.845 99.830 99.835 -0.010      
Total Volume and Open Interest 46,892 605,484 +0
30 Day Fed Funds(e-CBOT)
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 110201 99.668 99.668 99.668 99.668 unch      
Jun11 110201 99.650 99.650 99.650 99.650 unch      
Sep11 110201 99.637 99.637 99.637 99.637 unch      
Dec11 110201 99.620 99.620 99.620 99.620 unch      
Mar12 110201 99.595 99.595 99.595 99.595 unch      
Jun12 110201 99.640 99.640 99.640 99.640 unch      
Sep12 110201 99.590 99.590 99.590 99.590 unch      
Dec12 110201 99.495 99.495 99.495 99.495 unch      
Mar13 110201 99.495 99.495 99.495 99.495 unch      
Jun13 110201 99.450 99.450 99.450 99.450 unch      
Total Volume and Open Interest 0 1,955 +0
3-Mth Euro-Yen(SGX)
Mar11 110201 99.67 99.67 99.67 99.67 unch 66 0 -3,208
Jun11 110201 99.65 99.65 99.65 99.65 unch      
Sep11 110201 99.64 99.64 99.64 99.64 unch      
Dec11 110201 99.62 99.62 99.62 99.62 unch 100 0 -1,666
Mar12 110201 99.60 99.60 99.60 99.60 unch      
Jun12 110201 99.64 99.64 99.64 99.64 unch      
Sep12 110201 99.59 99.59 99.59 99.59 unch      
Dec12 110201 99.50 99.50 99.50 99.50 unch      
Total Volume and Open Interest 0 8,356 +0
Japanese Gov't Bonds(SGX)
Mar11 110131 139.87 140.17 139.80 140.00 +0.13 1,981 12,652 +382
Jun11 110201 137.61 137.61 137.61 137.61 -0.30      
Sep11 110201 135.18 135.18 135.18 135.18 -0.30      
Total Volume and Open Interest 1,981 12,652 +0
Euro-Bund(EUREX)
Mar11 110201 123.44 123.51 122.88 123.01 -0.73 723,716 0 -1,318,590
Jun11 110201 121.93 122.00 121.50 121.60 -0.74 950 0 -3,399
Sep11 110201 121.24 121.24 121.24 121.24 -0.75      
Total Volume and Open Interest 824,774 1,321,989 +0
Euro-Bobl(EUREX)
Mar11 110131 116.85 116.89 116.66 116.82 unch 554,116 991,869 -1,712
Jun11 110201 115.29 115.35 115.10 115.15 -0.25 3,953 0 -15,992
Sep11 110201 114.62 114.65 114.62 114.65 -0.75      
Total Volume and Open Interest 558,713 1,007,862 +0
3-Mth Euribor(EUREX)
Mar11 110201 98.820 98.830 98.820 98.825 +0.010 5 0 -5,793
Jun11 110201 98.565 98.570 98.555 98.555 -0.020 3 0 -9,283
Sep11 110201 98.335 98.335 98.335 98.335 -0.035 3 0 -2,079
Total Volume and Open Interest 38 24,642 +0
Long Gilt(LIFFE)
Mar11 110201 116~30 117~04 116~19 116~26 -0~17      
Jun11 110201 115~19 115~19 115~19 115~19 -0~17      
Total Volume and Open Interest 81,310 240,444 +0
3-Mth Short Sterling(LIFFE)
Mar11 110201 99.16 99.17 99.11 99.14 -0.02      
Jun11 110201 98.97 98.98 98.88 98.92 -0.06      
Sep11 110201 98.74 98.75 98.63 98.67 -0.09      
Dec11 110201 98.47 98.47 98.34 98.39 -0.10      
Mar12 110201 98.18 98.20 98.05 98.10 -0.12      
Jun12 110201 97.90 97.92 97.77 97.82 -0.13      
Total Volume and Open Interest 479,752 2,045,006 +0
3-Mth Euribor(LIFFE)
Mar11 110201 98.810 98.845 98.800 98.825 +0.010      
Jun11 110201 98.570 98.615 98.540 98.555 -0.020      
Sep11 110201 98.365 98.400 98.320 98.335 -0.035      
Total Volume and Open Interest 1,325,475 3,406,908 +0
3-Mth Aus T-Bills(SFE)
Mar11 110201 95.03 95.04 95.01 95.04 unch      
Jun11 110201 94.97 94.98 94.93 94.98 unch      
Sep11 110201 94.87 94.88 94.80 94.87 unch      
Dec11 110201 94.75 94.76 94.69 94.75 -0.01      
Mar12 110201 94.67 94.67 94.61 94.65 -0.02      
Jun12 110201 94.58 94.60 94.52 94.58 -0.02      
Sep12 110201 94.53 94.56 94.49 94.52 -0.04      
Dec12 110201 94.48 94.51 94.43 94.47 -0.04      
Mar13 110201 94.43 94.46 94.42 94.44 -0.04      
Jun13 110201 94.40 94.40 94.40 94.40 -0.03      
Total Volume and Open Interest 78,219 650,126 +0
10-Year Aus T-Bonds(SFE)
Mar11 110201 94.47 94.49 94.42 94.46 -0.01      
Jun11 110201 94.46 94.46 94.46 94.46 -0.01      
Total Volume and Open Interest 37,221 364,871 +0
3-Year Aus T-Bonds(SFE)
Mar11 110131 94.94 95.00 94.93 94.95 unch 160,526 533,622 +58,414
Jun11 110201 94.93 94.93 94.93 94.93 -0.02      
Total Volume and Open Interest 160,526 533,622 +0
Gold(CMX)
Feb11 110201 1333.1 1342.9 1325.3 1339.6 +5.8      
Apr11 110201 1334.0 1344.1 1326.0 1340.3 +5.8      
Jun11 110201 1335.2 1345.4 1327.6 1341.8 +5.7      
Aug11 110201 1336.9 1346.2 1330.0 1343.1 +5.7      
Oct11 110201 1338.9 1344.7 1338.9 1344.7 +5.6      
Dec11 110201 1340.0 1350.0 1333.6 1346.4 +5.6      
Feb12 110201 1347.9 1351.4 1343.8 1348.6 +5.6      
Apr12 110201 1350.9 1350.9 1350.9 1350.9 +5.6      
Jun12 110201 1353.5 1353.5 1353.5 1353.5 +5.6      
Aug12 110201 1356.5 1356.5 1356.5 1356.5 +5.8      
Oct12 110201 1360.1 1360.1 1360.1 1360.1 +6.0      
Dec12 110201 1362.4 1365.0 1351.6 1364.0 +6.1      
Total Volume and Open Interest 335,863 478,913 +0
Silver(CMX)
Mar11 110201 2806.0 2863.5 2785.0 2851.4 +34.5      
May11 110201 2807.5 2864.5 2790.0 2853.7 +34.7      
Jul11 110201 2814.5 2865.0 2800.0 2854.9 +34.9      
Sep11 110201 2835.5 2866.0 2812.0 2855.0 +34.6      
Dec11 110201 2820.0 2865.0 2794.5 2855.9 +35.1      
Mar12 110201 2857.4 2857.4 2857.4 2857.4 +35.1      
May12 110201 2858.2 2858.2 2858.2 2858.2 +35.1      
Total Volume and Open Interest 83,982 124,343 +0
Platinum(NYMEX)
Apr11 110201 1798.4 1834.6 1792.7 1833.0 +32.1      
Jul11 110201 1801.2 1834.8 1801.2 1834.8 +31.6      
Oct11 110201 1823.9 1837.0 1823.9 1837.0 +31.2      
Jan12 110201 1839.0 1839.0 1839.0 1839.0 +31.2      
Total Volume and Open Interest 7,802 41,540 +0
Palladium(NYMEX)
Mar11 110201 815.50 825.75 815.50 823.55 +3.45      
Jun11 110201 825.50 825.50 820.00 825.20 +3.40      
Sep11 110201 825.45 826.20 825.45 826.20 +3.20      
Total Volume and Open Interest 3,123 21,679 +0
Copper(CMX)
Mar11 110201 446.20 455.60 444.40 454.70 +8.85      
May11 110201 446.00 456.10 445.30 455.35 +8.80      
Jul11 110201 445.75 455.25 445.00 455.15 +8.75      
Sep11 110201 450.00 454.35 448.70 454.35 +8.45      
Dec11 110201 444.45 452.25 444.45 451.90 +7.95      
Total Volume and Open Interest 48,137 155,885 +0
DJIA Index(CBOT)
Mar11 110201 11838 12003 11838 11973 +133      
Jun11 110201 11820 11909 11775 11909 +134      
Sep11 110201 11854 11854 11720 11854 +134      
Dec11 110201 11799 11799 11665 11799 +134      
Total Volume and Open Interest 2,178 10,577 +0
S & P 500(CME)
Mar11 110201 1282.30 1305.80 1281.40 1302.70 +20.30      
Jun11 110201 1292.50 1301.00 1292.50 1297.80 +20.30      
Sep11 110201 1286.30 1296.10 1286.00 1292.90 +20.30      
Dec11 110201 1288.00 1291.20 1288.00 1288.00 +20.30      
Total Volume and Open Interest 29,206 313,428 +0
S & P 500 E-Mini(Globex)
Mar11 110201 1282.50 1306.00 1281.25 1302.75 +20.25      
Jun11 110201 1277.50 1300.75 1277.00 1297.75 +20.25      
Total Volume and Open Interest 3,241,382 2,712,037 +0
NASDAQ 100(CME)
Mar11 110201 2282.00 2328.00 2281.00 2322.50 +42.50      
Jun11 110201 2319.80 2324.00 2318.00 2319.80 +42.50      
Sep11 110201 2317.30 2317.30 2313.80 2317.30 +42.50      
Total Volume and Open Interest 6,737 15,981 +0
NASDAQ 100 E-Mini(Globex)
Mar11 110201 2284.00 2328.30 2281.30 2322.50 +42.50      
Jun11 110201 2281.00 2325.50 2280.00 2319.80 +42.50      
Total Volume and Open Interest 435,089 364,432 +0
S & P Midcap 400(CME)
Mar11 110201 929.00 941.00 928.75 936.70 +13.60      
Jun11 110201 934.30 934.30 933.70 934.30 +13.60      
Sep11 110201 932.40 932.40 931.80 932.40 +13.60      
Total Volume and Open Interest 2 2,465 +0
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Mar11 110201 10245 10385 10245 10335 +80      
Jun11 110201 10310 10315 10310 10310 +75      
Total Volume and Open Interest 12,717 41,137 +0
Nikkei 225(SGX)
Mar11 110201 10230 10300 10205 10275 +45 121,281 0 -241,845
Jun11 110201 10205 10205 10200 10200 +45 5 0 -3,228
Sep11 110201 10205 10205 10205 10205 +50      
Total Volume and Open Interest 164,833 254,414 +0
CAC 40(EURONEXT)
Feb11 110201 4021.0 4088.5 4019.0 4072.5 +66.5      
Mar11 110201 4023.0 4090.0 4022.0 4075.5 +67.5      
Apr11 110201 4077.0 4077.0 4077.0 4077.0 +68.0      
Total Volume and Open Interest 154,861 425,894 +0
Hang Seng Index(HKFE)
Feb11 110201 23449 23540 23405 23466 +95 60,426 0 -97,282
Mar11 110201 23397 23450 23353 23395 +99 550 0 -8,784
Total Volume and Open Interest 82,815 107,856 +0
DAX(EUREX)
Mar11 110201 7123.0 7205.0 7113.0 7185.5 +89.5 140,060 0 -252,608
Jun11 110201 7141.0 7226.0 7135.5 7207.5 +90.0 143 0 -11,224
Sep11 110201 7162.0 7248.0 7162.0 7229.5 +91.0 44 0 -505
Total Volume and Open Interest 150,332 264,337 +0
FT-SE 100(EURONEXT)
Mar11 110201 5851.00 5944.50 5833.50 5913.00 +80.00      
Jun11 110201 5802.00 5886.50 5802.00 5870.50 +80.00      
Sep11 110201 5837.00 5837.00 5837.00 5837.00 +80.00      
Total Volume and Open Interest 138,924 653,213 +0
SPI 200(SFE)
Mar11 110201 4726.0 4741.0 4698.0 4723.0 -3.0      
Jun11 110201 4726.0 4760.0 4726.0 4747.0 -1.0      
Sep11 110201 4737.0 4738.0 4737.0 4738.0 -1.0      
Total Volume and Open Interest 37,511 191,465 +0
GSCI(CME)
Feb11 110201 654.00 3.44 654.00 654.50 +654.36      
Mar11 110201 7.14 10.64 4.64 7.14 +0.50      
Apr11 110201 13.14 15.64 9.64 13.14 +2.50      
Total Volume and Open Interest 224 14,650 +0
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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