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MRCI's End of Day Prices

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MRCI's End of Day Prices
Daily Futures Price Listing Thu February 03, 2011
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Mar11 110203 1446.00 1452.50 1434.00 1435.50 -8.50 82,257 252,127 -3,488
May11 110203 1454.75 1462.50 1444.00 1445.75 -8.25 28,140 130,153 +5,060
Jul11 110203 1460.50 1467.25 1449.00 1451.00 -8.25 21,154 100,885 +2,212
Aug11 110203 1431.50 1437.75 1419.50 1421.25 -10.75 444 4,901 +31
Sep11 110203 1394.00 1405.00 1390.50 1390.50 -9.50 437 4,204 +38
Nov11 110203 1375.00 1379.00 1362.50 1365.50 -9.50 16,381 156,544 +2,515
Jan12 110203 1375.75 1380.50 1365.50 1368.00 -8.75 1,439 14,382 +866
Total Volume and Open Interest 154,076 686,598 +8,746
Soybean Meal(CBOT)
Mar11 110203 387.80 389.70 383.30 386.40 -0.50 27,290 91,511 -1,113
May11 110203 390.10 392.00 385.90 389.00 -0.50 6,781 40,866 +221
Jul11 110203 390.70 392.20 386.50 389.50 -0.40 4,461 36,245 +33
Aug11 110203 379.50 381.50 377.00 379.50 -1.00 718 8,459 +125
Sep11 110203 368.50 370.20 366.50 369.00 -1.10 505 7,821 +32
Oct11 110203 356.00 358.30 353.20 356.80 -0.90 854 7,456 +268
Dec11 110203 355.40 356.00 351.10 354.80 -0.60 2,602 18,629 +412
Jan12 110203 353.40 354.50 353.10 353.90 -0.60 507 2,867 +296
Total Volume and Open Interest 44,124 218,464 +375
Soybean Oil(CBOT)
Mar11 110203 59.27 59.69 58.75 58.78 -0.47 42,569 181,844 -936
May11 110203 59.77 60.14 59.26 59.30 -0.46 14,935 82,346 +3,027
Jul11 110203 60.14 60.55 59.67 59.70 -0.44 8,354 73,203 +2,037
Aug11 110203 60.20 60.46 59.82 59.82 -0.44 731 7,901 +61
Sep11 110203 60.70 60.70 59.89 59.89 -0.44 767 10,254 +226
Oct11 110203 60.23 60.60 59.81 59.81 -0.45 1,505 10,936 -82
Dec11 110203 60.36 60.70 59.88 59.90 -0.46 2,927 36,738 +632
Jan12 110203 59.90 60.36 59.90 59.90 -0.46 67 530 +26
Total Volume and Open Interest 71,904 405,612 +5,013
Canola(WCE)
Mar11 110203 612.0 613.7 607.1 607.5 -4.5 10,015 88,441 -935
May11 110203 620.7 621.9 615.6 616.0 -4.4 3,094 44,437 +2,035
Jul11 110203 626.0 627.2 621.2 621.6 -3.9 572 18,436 -144
Nov11 110203 586.7 587.5 581.1 581.6 -3.2 1,688 50,755 +436
Jan12 110203 590.0 590.0 586.9 586.9 -3.9 234 3,391 +107
Total Volume and Open Interest 15,764 207,304 +1,564
Corn(CBOT)
Mar11 110203 669.00 673.75 658.50 662.50 -6.75 135,553 567,540 -12,978
May11 110203 679.00 684.25 667.00 673.25 -6.50 39,460 365,438 +9,814
Jul11 110203 684.00 688.75 674.00 678.00 -6.50 29,486 267,553 +1,919
Sep11 110203 635.00 638.50 623.75 629.00 -6.75 2,747 56,026 +635
Dec11 110203 597.00 600.50 586.00 588.50 -9.25 35,498 340,544 +9,935
Mar12 110203 606.00 609.00 595.50 600.00 -9.00 13,779 38,544 +8,152
Total Volume and Open Interest 258,923 1,687,206 +18,090
Wheat(CBOT)
Mar11 110203 862.50 872.75 846.00 859.00 -4.00 59,330 202,089 -1,581
May11 110203 894.25 903.25 876.25 890.00 -4.00 23,280 104,074 +4,364
Jul11 110203 914.00 923.50 897.00 912.00 -2.75 15,208 120,196 +306
Sep11 110203 935.00 944.50 919.75 934.00 -2.25 2,937 28,565 +813
Dec11 110203 947.00 956.25 930.25 947.00 -1.25 7,718 77,181 +1,601
Total Volume and Open Interest 110,330 551,938 +6,185
Wheat(KCBT)
Mar11 110203 952.25 961.50 937.50 949.00 -3.75 11,622 75,093 -216
May11 110203 963.50 972.00 949.25 960.00 -3.75 3,368 51,561 +1,389
Jul11 110203 971.00 978.75 957.25 968.75 -2.50 4,260 59,421 +687
Sep11 110203 979.00 987.00 967.75 978.00 -1.75 465 15,201 -65
Dec11 110203 986.00 996.00 978.00 989.50 +0.75 603 13,260 +195
Total Volume and Open Interest 20,430 217,765 +2,048
Wheat(MGE)
Mar11 110203 1008.75 1016.25 990.50 998.50 -11.75 4,398 19,719 -507
May11 110203 1017.00 1024.00 1000.25 1008.50 -8.50 1,421 16,149 -180
Jul11 110203 1019.50 1029.00 1005.50 1013.75 -8.75 1,075 11,309 -60
Sep11 110203 1011.00 1017.25 997.00 1006.75 -6.50 856 12,044 +252
Dec11 110203 1011.75 1017.25 996.50 1006.00 -6.00 468 9,343 +71
Total Volume and Open Interest 8,472 70,572 -297
Oats(CBOT)
Mar11 110203 412.00 419.75 409.00 415.75 +2.25 1,220 6,847 -159
May11 110203 414.75 424.00 413.50 423.25 +6.75 424 4,756 +170
Jul11 110203 414.00 423.50 413.00 423.25 +6.75 66 687 +36
Sep11 110203 382.50 385.00 381.00 385.00 +4.00 56 239 +30
Total Volume and Open Interest 1,909 14,150 +139
Rough Rice(CBOT)
Mar11 110203 15.88 16.30 15.77 16.28 +0.32 2,016 14,135 -153
May11 110203 16.12 16.59 16.12 16.59 +0.32 815 5,014 +376
Jul11 110203 16.45 16.82 16.45 16.79 +0.26 541 2,011 +12
Sep11 110203 16.24 16.57 16.24 16.50 +0.18 419 1,605 +114
Total Volume and Open Interest 3,889 23,401 +367
Live Cattle(CME)
Feb11 110203 107.980 108.285 107.135 108.200 +0.450 11,958 38,349 -181
Apr11 110203 113.550 113.550 112.300 113.200 -0.335 24,981 172,166 +446
Jun11 110203 113.850 114.135 113.180 114.035 -0.165 7,708 89,089 +1,095
Aug11 110203 113.930 114.650 113.730 114.550 +0.050 3,225 29,418 -124
Oct11 110203 117.285 117.830 116.730 117.680 +0.080 1,620 20,073 +186
Dec11 110203 117.600 118.100 117.135 118.050 -0.350 614 16,446 +91
Total Volume and Open Interest 50,339 369,974 +1,626
Feeder Cattle(CME)
Mar11 110203 126.000 126.000 124.600 125.500 -0.300 4,173 22,737 -1,187
Apr11 110203 127.400 127.400 126.050 127.300 -0.150 1,689 7,138 +181
May11 110203 127.300 128.000 126.650 127.830 +0.030 756 9,305 -22
Aug11 110203 128.500 129.000 127.350 128.935 +0.135 993 10,131 +85
Sep11 110203 128.150 128.900 127.500 128.900 unch 185 1,488 +30
Oct11 110203 128.000 128.850 127.450 128.850 -0.050 79 641 -4
Nov11 110203 127.500 128.700 127.500 128.700 +0.450 20 348 +2
Total Volume and Open Interest 7,895 51,790 -915
Lean Hogs(CME)
Feb11 110203 83.680 84.035 82.830 83.350 -0.685 4,437 15,617 -1,472
Apr11 110203 91.600 92.200 90.500 91.550 +0.150 15,784 104,169 +973
May11 110203 96.800 98.600 96.750 97.700 +0.050 90 2,374 +33
Jun11 110203 99.885 101.000 99.200 100.750 +0.750 6,039 59,168 +788
Jul11 110203 98.080 99.535 97.600 99.230 +0.780 1,768 20,675 +359
Aug11 110203 97.050 98.200 96.080 97.450 +0.300 2,450 18,016 +326
Oct11 110203 85.250 86.500 84.180 85.500 unch 1,087 14,886 +278
Dec11 110203 81.000 82.100 80.400 81.200 -0.200 737 6,441 +173
Total Volume and Open Interest 32,679 243,954 +1,610
Class III Milk(CME)
Feb11 110203 16.50 16.68 16.47 16.63 +0.16 252 5,477 -88
Mar11 110203 18.10 18.39 18.04 18.37 +0.33 768 5,487 -74
Apr11 110203 17.85 18.17 17.74 18.08 +0.34 667 4,789 +162
May11 110203 17.59 17.80 17.45 17.71 +0.26 256 4,016 +44
Jun11 110203 16.76 17.05 16.72 17.03 +0.23 114 3,061 +12
Total Volume and Open Interest 2,365 40,380 +137
Cocoa(ICE)
Mar11 110203 3352 3382 3344 3358 +6 13,016 42,179 -8,135
May11 110203 3374 3385 3349 3363 +6 11,834 49,929 +5,300
Jul11 110203 3370 3370 3343 3356 +5 2,383 16,822 +537
Sep11 110203 3357 3358 3328 3348 +11 740 10,721 +333
Dec11 110203 3342 3343 3309 3328 +6 943 14,841 +148
Mar12 110203 3395 3395 3363 3378 +4 726 22,350 +367
May12 110203 3372 3372 3360 3370 -2 3 5,149 +1
Total Volume and Open Interest 29,652 164,934 -1,445
Coffee "C"(ICE)
Mar11 110203 250.90 253.60 250.10 251.35 +0.95 9,858 68,949 -1,525
May11 110203 252.85 255.40 252.20 253.25 +1.00 4,323 42,911 +1,818
Jul11 110203 254.00 256.05 253.40 254.40 +1.15 1,049 14,587 +350
Sep11 110203 252.85 254.90 252.65 253.25 +1.15 937 6,095 +629
Dec11 110203 250.65 252.00 249.75 250.45 +1.55 254 9,428 -21
Mar12 110203 247.00 249.00 247.00 248.75 +2.85 141 1,049 +18
Total Volume and Open Interest 16,573 143,810 +1,278
Orange Juice(ICE)
Mar11 110203 170.00 173.15 169.00 172.35 +2.45 1,528 18,313 -95
May11 110203 169.05 171.65 168.60 171.00 +1.95 449 9,674 +342
Jul11 110203 168.10 171.00 168.10 170.35 +1.95 48 2,627 +37
Sep11 110203 169.75 169.75 169.75 169.75 +1.80 6 503 +1
Nov11 110203 168.75 168.75 168.75 168.75 +2.55 3 550 +1
Jan12 110203 168.00 168.00 168.00 168.00 +2.30 0 7 +0
Total Volume and Open Interest 2,034 31,696 +286
Sugar #11(ICE)
Mar11 110203 35.40 35.62 31.80 32.04 -3.27 80,427 208,746 -293
May11 110203 33.00 33.01 29.56 29.77 -2.99 52,759 137,601 +560
Jul11 110203 29.64 29.75 26.70 27.02 -2.62 43,664 133,078 +3,780
Oct11 110203 27.45 27.57 24.50 24.98 -2.55 20,614 72,149 +1,692
Mar12 110203 26.80 26.80 23.75 24.11 -2.64 11,925 52,281 +2,841
Total Volume and Open Interest 216,104 657,399 +11,357
London Cocoa(LCE)
Mar11 110203 2199 2213 2177 2191 +4 4,296 51,589 -253
May11 110203 2182 2191 2162 2173 unch 3,247 36,055 +648
Jul11 110203 2171 2177 2147 2157 -2 832 29,339 -58
Sep11 110203 2156 2157 2133 2139 -2 1,006 21,402 +492
Dec11 110203 2129 2129 2103 2121 +4 272 26,495 -33
Mar12 110203 2129 2132 2118 2129 +4 803 22,007 +550
May12 110203 2134 2137 2127 2136 +4 31 3,961 +0
Total Volume and Open Interest 10,487 198,742 +1,346
London Sugar(LCE)
Mar11 110203 850.00 851.50 800.00 814.20 -30.30 3,988 20,021 -801
May11 110203 824.90 829.00 778.50 791.80 -28.50 2,343 18,551 +977
Aug11 110203 776.20 780.00 737.90 750.40 -18.90 1,307 10,348 +314
Oct11 110203 709.00 711.00 675.60 686.20 -13.70 591 3,056 +99
Dec11 110203 681.50 681.50 650.50 665.50 -16.00 40 1,160 +9
Total Volume and Open Interest 8,329 54,068 +650
Cotton(ICE)
Mar11 110203 179.10 181.22 171.22 171.86 -4.36 11,940 83,662 -1,967
May11 110203 173.00 176.00 167.03 167.82 -3.18 6,013 29,722 +598
Jul11 110203 164.80 167.38 159.35 160.00 -2.38 1,883 36,729 +177
Oct11 110203 134.00 135.28 131.73 131.73 -1.65 11 176 +0
Dec11 110203 117.56 120.48 114.39 116.06 -2.31 2,439 55,533 +564
Mar12 110203 111.50 113.06 107.50 109.54 -1.97 447 3,088 +179
Total Volume and Open Interest 22,891 211,283 -407
Lumber(CME)
Mar11 110203 307.8 308.8 299.5 300.0 -5.7 1,319 4,477 -405
May11 110203 324.5 324.5 315.6 319.8 -4.7 686 3,905 -2
Jul11 110203 327.9 327.9 317.9 318.6 -9.3 223 1,435 +65
Sep11 110203 325.4 325.4 320.0 320.0 -8.0 27 205 +3
Total Volume and Open Interest 2,257 10,025 -338
Crude Oil(NYM)
Mar11 110203 90.93 92.05 90.00 90.54 -0.32 312,107 381,561 -8,341
Apr11 110203 93.53 94.64 92.85 93.24 -0.44 146,368 141,683 +4,910
May11 110203 95.55 96.55 94.97 95.37 -0.41 85,518 108,734 +1,615
Jun11 110203 96.80 97.68 96.20 96.66 -0.35 76,781 110,109 -3,059
Jul11 110203 98.01 98.57 97.31 97.58 -0.33 29,757 57,846 +1,312
Aug11 110203 98.91 99.15 98.03 98.23 -0.31 15,276 41,922 +1,238
Sep11 110203 99.13 99.66 98.24 98.69 -0.30 16,421 39,597 +3,187
Oct11 110203 100.07 100.07 98.94 99.09 -0.32 11,888 24,983 +56
Nov11 110203 100.21 100.39 99.28 99.48 -0.34 9,575 26,098 +1,701
Dec11 110203 100.25 100.87 99.48 99.86 -0.35 59,130 177,539 +4,841
Jan12 110203 101.09 101.09 99.90 100.13 -0.36 4,840 29,913 -1,310
Feb12 110203 100.07 100.32 100.06 100.32 -0.35 2,189 10,475 +523
Mar12 110203 100.44 101.10 100.23 100.44 -0.34 1,674 14,746 +216
Apr12 110203 100.51 100.51 100.51 100.51 -0.33 303 5,988 +90
May12 110203 100.56 100.56 100.56 100.56 -0.32 88 7,968 +8
Jun12 110203 101.36 101.36 100.40 100.62 -0.31 4,667 53,082 -136
Total Volume and Open Interest 798,486 1,541,705 +9,763
e-miNY Crude Oil(NYM)
Feb11 110119 91.225 92.100 90.500 90.850 -0.525 6,388 2,249 -394
Mar11 110203 90.900 92.050 90.025 90.550 -0.300 7,884 8,122 +332
Apr11 110203 93.875 94.550 92.825 93.250 -0.425 833 2,337 +78
May11 110203 95.900 96.275 95.200 95.375 -0.400 268 526 +112
Jun11 110203 97.675 97.675 96.500 96.650 -0.350 1 78 +1
Jul11 110203 97.575 97.575 97.575 97.575 -0.325 3 14 +2
Aug11 110203 98.500 98.500 98.225 98.225 -0.325 0 11 +0
Sep11 110203 98.700 98.700 98.700 98.700 -0.300 0 6 +0
Oct11 110203 99.100 99.100 99.100 99.100 -0.300 0 42 +0
Nov11 110203 99.475 99.600 99.475 99.475 -0.350 0 3 +0
Total Volume and Open Interest 8,989 11,435 +525
Heating Oil(NYM)
Mar11 110203 278.00 280.40 276.00 276.74 -1.33 57,347 109,335 -3,928
Apr11 110203 278.05 280.09 275.84 276.72 -1.12 27,497 47,762 +1,724
May11 110203 277.78 279.71 275.81 276.81 -0.92 18,139 26,372 +98
Jun11 110203 278.34 280.18 276.40 277.52 -0.75 22,896 42,378 +3,207
Jul11 110203 281.00 281.21 277.70 278.83 -0.65 4,532 12,991 +497
Aug11 110203 281.03 282.60 279.63 280.20 -0.55 4,020 10,334 +936
Sep11 110203 284.20 284.20 281.28 282.02 -0.46 2,845 10,677 +290
Oct11 110203 285.48 285.62 283.38 283.83 -0.36 959 4,924 +36
Nov11 110203 287.48 287.48 285.05 285.72 -0.27 511 5,657 +87
Dec11 110203 288.55 289.47 286.49 287.40 -0.15 7,611 24,433 +1,764
Jan12 110203 289.00 289.00 288.68 288.68 -0.07 836 5,576 +613
Feb12 110203 289.18 289.18 289.18 289.18 -0.02 26 868 -2
Total Volume and Open Interest 147,742 310,746 +5,137
Gasoline(NYMEX)
Mar11 110203 249.42 253.44 248.95 250.34 +0.49 53,261 100,336 -5,266
Apr11 110203 265.71 267.85 263.96 265.19 +0.17 38,779 40,498 -2,940
May11 110203 267.38 268.62 265.48 266.62 +0.24 16,775 32,921 +1,330
Jun11 110203 268.04 269.27 265.66 267.17 +0.35 13,405 29,365 +245
Jul11 110203 267.36 268.39 265.70 266.86 +0.40 5,146 12,401 +690
Aug11 110203 267.00 267.63 265.18 266.14 +0.38 3,244 9,283 +637
Sep11 110203 266.04 266.04 264.60 264.60 +0.33 1,537 6,110 -70
Oct11 110203 255.41 255.41 254.00 254.32 +0.41 983 5,205 -253
Nov11 110203 254.20 254.20 252.00 252.56 +0.27 634 2,239 +113
Dec11 110203 252.24 253.00 250.57 251.80 +0.07 2,851 20,159 +111
Total Volume and Open Interest 136,724 273,002 -5,307
e-miNY RBOB Gasoline(NYM)
Mar11 110203 250.30 250.34 250.30 250.30 +0.40 0 5 +0
Apr11 110203 265.20 265.20 265.19 265.20 +0.20 0 1 +0
May11 110203 266.60 266.62 266.60 266.60 +0.20 0 1 +0
Jun11 110203 267.20 267.20 267.17 267.20 +0.40 0 1 +0
Total Volume and Open Interest 0 10 +0
Natural Gas(NYM)
Mar11 110203 4.431 4.496 4.326 4.337 -0.092 121,871 243,188 -6,022
Apr11 110203 4.460 4.507 4.347 4.357 -0.088 46,072 110,380 +2,221
May11 110203 4.503 4.543 4.394 4.405 -0.080 35,773 91,493 -4,712
Jun11 110203 4.550 4.596 4.450 4.461 -0.078 21,345 30,950 +5,849
Jul11 110203 4.600 4.641 4.505 4.513 -0.073 9,487 35,043 +1,585
Aug11 110203 4.639 4.663 4.527 4.541 -0.068 4,189 20,419 -170
Sep11 110203 4.635 4.663 4.536 4.545 -0.066 3,114 14,778 +22
Oct11 110203 4.640 4.704 4.571 4.589 -0.063 11,914 59,696 +1,321
Nov11 110203 4.813 4.835 4.715 4.735 -0.056 2,309 25,275 +93
Dec11 110203 5.020 5.048 4.947 4.959 -0.046 2,169 23,565 +162
Jan12 110203 5.123 5.160 5.057 5.077 -0.043 5,410 46,003 +1,001
Feb12 110203 5.120 5.123 5.040 5.054 -0.043 763 11,135 +293
Mar12 110203 5.048 5.048 4.970 4.984 -0.041 2,702 25,466 +501
Apr12 110203 4.872 4.872 4.807 4.818 -0.032 1,690 21,506 +533
May12 110203 4.824 4.824 4.824 4.824 -0.031 482 5,411 +198
Jun12 110203 4.860 4.860 4.847 4.849 -0.028 84 4,329 -12
Total Volume and Open Interest 270,638 835,128 +3,560
Brent Crude Oil(ICE)
Mar11 110203 102.62 103.37 101.41 101.76 -0.58 182,248 165,238 -28,470
Apr11 110203 102.91 103.70 101.79 102.16 -0.50 142,380 184,896 +11,816
May11 110203 103.20 103.94 102.10 102.49 -0.47 65,159 94,423 -204
Jun11 110203 103.50 104.17 102.38 102.76 -0.45 62,664 117,982 +311
Jul11 110203 104.20 104.22 102.56 102.95 -0.43 20,441 37,467 +1,124
Aug11 110203 104.16 104.21 102.68 103.07 -0.40 9,428 18,103 +1,195
Sep11 110203 104.20 104.33 102.77 103.15 -0.38 6,371 28,743 +704
Oct11 110203 104.41 104.41 102.87 103.25 -0.36 6,466 19,914 -992
Nov11 110203 104.46 104.46 102.95 103.31 -0.35 6,331 14,250 +1,036
Dec11 110203 103.97 104.58 103.01 103.36 -0.35 35,054 109,955 +2,885
Jan12 110203 103.45 103.45 103.44 103.44 -0.33 3,195 13,083 -142
Feb12 110203 103.51 103.51 103.51 103.51 -0.33 2,106 6,460 -23
Mar12 110203 103.50 103.56 103.50 103.56 -0.31 5,657 6,863 +1,833
Apr12 110203 103.55 103.55 103.55 103.55 -0.30 241 2,818 +8
Total Volume and Open Interest 555,741 935,288 -8,339
Gas Oil(ICE)
Feb11 110203 857.00 865.75 853.00 860.75 +2.75 47,721 85,996 -8,867
Mar11 110203 865.00 871.00 858.50 866.50 +3.50 96,059 169,819 -19
Apr11 110203 869.25 874.25 862.25 870.25 +4.00 37,507 84,080 +6,320
May11 110203 872.50 877.50 865.50 873.50 +4.50 18,610 61,175 -201
Jun11 110203 875.75 880.25 869.00 877.00 +5.00 29,774 62,998 -1,517
Jul11 110203 882.00 883.50 872.75 880.50 +5.25 6,514 25,567 -316
Aug11 110203 885.50 887.00 877.00 884.00 +5.25 4,043 23,255 +903
Sep11 110203 884.25 890.25 880.75 887.50 +5.50 2,872 20,362 -73
Oct11 110203 890.75 892.00 882.75 889.50 +5.50 2,557 14,794 +71
Nov11 110203 887.50 893.25 884.25 890.75 +5.50 1,046 12,552 -51
Total Volume and Open Interest 261,009 686,425 -4,887
Ethanol(CBOT)
Feb11 110203 2.340 2.345 2.340 2.340 +0.005 15 114 -120
Mar11 110203 2.365 2.374 2.352 2.364 +0.003 202 1,349 -94
Apr11 110203 2.385 2.393 2.369 2.379 +0.001 202 1,231 +149
May11 110203 2.411 2.411 2.390 2.395 -0.004 63 506 +2
Jun11 110203 2.414 2.420 2.411 2.420 -0.004 53 719 -12
Jul11 110203 2.435 2.436 2.420 2.434 -0.004 18 798 -9
Aug11 110203 2.425 2.425 2.406 2.408 -0.006 113 760 +12
Sep11 110203 2.367 2.367 2.349 2.349 -0.008 105 499 +5
Total Volume and Open Interest 880 7,849 -58
WTI Crude Oil(ICE
Mar11 110203 91.08 92.03 90.00 90.54 -0.32 79,612 127,389 -3,840
Apr11 110203 93.94 94.63 92.84 93.24 -0.44 52,588 66,919 +1,610
May11 110203 96.00 96.55 95.00 95.37 -0.41 28,696 49,268 -1,192
Jun11 110203 97.16 97.65 96.20 96.66 -0.35 25,711 59,964 -1
Jul11 110203 97.99 98.49 97.31 97.58 -0.33 6,948 20,301 +755
Aug11 110203 98.67 99.15 97.95 98.23 -0.31 3,593 16,279 +545
Sep11 110203 99.06 99.56 98.42 98.69 -0.30 3,571 20,713 +59
Oct11 110203 99.74 99.95 98.84 99.09 -0.32 3,555 15,226 +516
Nov11 110203 99.93 100.33 99.25 99.48 -0.34 3,070 9,916 +380
Dec11 110203 100.59 100.75 99.56 99.86 -0.35 17,583 86,354 +1,304
Jan12 110203 100.13 100.13 100.13 100.13 -0.36 716 9,498 +122
Feb12 110203 100.32 100.32 100.32 100.32 -0.35 52 1,329 +11
Mar12 110203 100.44 100.44 100.44 100.44 -0.34 107 3,979 +0
Apr12 110203 100.51 100.51 100.51 100.51 -0.33 37 1,358 +25
May12 110203 100.56 100.56 100.56 100.56 -0.32 9 942 +0
Jun12 110203 100.98 101.09 100.62 100.62 -0.31 588 22,166 +261
Total Volume and Open Interest 232,928 591,354 +1,377
US Dollar Index(ICE)
Mar11 110203 77.225 77.995 77.135 77.868 +0.590 16,004 41,176 -250
Jun11 110203 77.615 78.365 77.580 78.243 +0.615 23 1,043 +2
Sep11 110203 78.603 78.603 78.603 78.603 +0.615 0 4 +0
Total Volume and Open Interest 16,027 42,224 -248
Australian Dollar(CME)
Mar11 110203 100.50 101.17 100.34 101.00 +0.66 72,225 123,665 +3,498
Jun11 110203 99.45 100.01 99.20 99.85 +0.65 301 805 +90
Sep11 110203 98.61 98.61 97.98 98.61 +0.63 0 14 +0
Total Volume and Open Interest 72,526 124,579 +3,588
British Pound(CME)
Mar11 110203 161.79 162.74 161.17 161.43 -0.24 107,798 107,311 -661
Jun11 110203 161.75 162.39 161.25 161.25 -0.24 112 553 -15
Sep11 110203 161.70 161.70 160.95 160.95 -0.23 0 15 +0
Total Volume and Open Interest 107,910 107,911 -676
Canadian Dollar(CME)
Mar11 110203 101.10 101.27 100.70 100.93 -0.17 68,392 121,152 +7,864
Jun11 110203 101.00 101.02 100.50 100.71 -0.17 874 3,310 -330
Sep11 110203 100.50 100.61 100.28 100.44 -0.17 48 1,045 +22
Dec11 110203 100.17 100.35 100.17 100.18 -0.17 87 1,536 +52
Total Volume and Open Interest 69,405 127,100 +7,612
Japanese Yen(CME)
Mar11 110203 122.71 122.89 121.88 122.51 -0.05 100,759 117,868 +2,544
Jun11 110203 122.70 122.95 121.66 122.62 -0.05 103 1,039 +11
Sep11 110203 122.53 122.98 122.53 122.80 -0.05 0 25 +0
Total Volume and Open Interest 100,863 118,940 +2,556
Swiss Franc(CME)
Mar11 110203 106.39 106.47 105.01 105.85 -0.36 44,960 48,444 +1,794
Jun11 110203 106.47 106.50 105.50 105.95 -0.36 101 129 +37
Sep11 110203 106.06 106.42 106.06 106.06 -0.36 0 6 +0
Total Volume and Open Interest 45,061 48,581 +1,831
EuroFX(CME)
Mar11 110203 137.99 138.20 136.04 136.29 -1.63 276,187 200,330 -7,217
Jun11 110203 137.80 137.95 135.93 136.12 -1.62 704 4,144 +345
Sep11 110203 136.00 137.47 135.89 135.89 -1.58 5 40 +5
Total Volume and Open Interest 276,896 204,863 -6,867
Mexican Peso(CME)
Feb11 110203 834.2 834.2 832.8 834.2 +1.5      
Mar11 110203 830.5 831.8 825.2 830.8 +1.5 23,565 146,043 -5,586
Total Volume and Open Interest 23,565 146,148 -5,586
30-Year T-Bonds(CBOT)
Mar11 110203 119~240 119~290 118~280 119~030 -0~140 341,702 566,633 +566,633
Jun11 110203 118~050 118~050 117~090 117~150 -0~140 3,543 4,453 +1,782
Sep11 110203 115~270 116~090 115~270 115~270 -0~140 2 2 +2
Total Volume and Open Interest 345,247 571,088 +10,565
10-Year T-Notes(CBOT)
Mar11 110203 119~290 119~315 119~065 119~140 -0~145 1,163,674 1,374,120 +22,778
Jun11 110203 118~160 118~195 117~305 118~045 -0~150 6,368 17,388 +3,198
Sep11 110203 117~010 117~160 117~010 117~010 -0~150      
Total Volume and Open Interest 1,170,042 1,391,512 +25,976
5-Year T-Notes(CBOT)
Mar11 110203 117~088 117~094 117~029 117~051 -0~037 737,756 1,179,496 +1,179,496
Jun11 110203 116~087 116~098 116~043 116~059 -0~039 3,317 11,250 +1,859
Sep11 110203 115~083 115~122 115~083 115~083 -0~039      
Total Volume and Open Interest 741,073 1,190,746 +70,436
2 Year T-Notes(CBOT)
Mar11 110203 109~051 109~052 109~034 109~041 -0~010 385,675 780,376 -14,802
Jun11 110203 109~007 109~016 109~000 109~006 -0~010 636 1,436 +501
Sep11 110203 108~100 108~110 108~100 108~100 -0~010      
Total Volume and Open Interest 386,311 781,812 -14,301
Eurodollars(CME)
Mar11 110203 99.660 99.665 99.655 99.660 unch 177,283 1,143,019 -15,225
Jun11 110203 99.570 99.585 99.550 99.575 +0.005 204,771 1,128,299 -5,762
Sep11 110203 99.445 99.455 99.410 99.450 +0.005 317,405 1,144,132 +30,506
Dec11 110203 99.275 99.280 99.215 99.265 -0.010 338,952 982,940 +27,403
Mar12 110203 99.035 99.040 98.955 99.005 -0.030 462,299 1,042,893 -10,828
Jun12 110203 98.725 98.735 98.630 98.675 -0.050 333,442 644,224 +1,197
Sep12 110203 98.405 98.415 98.295 98.335 -0.070 314,042 524,952 +11,951
Dec12 110203 98.100 98.105 97.975 98.010 -0.085 259,416 354,830 +1,825
Mar13 110203 97.820 97.825 97.690 97.720 -0.095 254,274 231,517 +6,117
Jun13 110203 97.535 97.555 97.415 97.445 -0.100 135,984 177,608 +1,132
Sep13 110203 97.270 97.290 97.150 97.180 -0.100 114,712 191,965 +4,752
Dec13 110203 97.000 97.025 96.880 96.910 -0.100 106,599 157,095 +2,129
Mar14 110203 96.755 96.785 96.645 96.670 -0.100 66,120 124,784 +5,721
Jun14 110203 96.515 96.550 96.400 96.430 -0.100 47,370 113,802 +2,649
Sep14 110203 96.300 96.325 96.180 96.205 -0.100 37,594 67,029 +1,048
Dec14 110203 96.075 96.095 95.955 95.980 -0.095 35,616 75,835 -203
Mar15 110203 95.890 95.910 95.770 95.795 -0.090 20,331 53,158 +1,080
Jun15 110203 3.970 3.980 3.845 3.870 -0.085 24,373 34,887 +1,930
Total Volume and Open Interest 3,306,349 8,416,020 +74,023
30 Day Federal Funds(CBOT)
Feb11 110203 99.805 99.835 99.805 99.835 unch 9,012 75,199 +3,829
Mar11 110203 99.840 99.840 99.830 99.840 unch 8,184 57,126 +40
Apr11 110203 99.850 99.860 99.840 99.845 unch 12,662 51,157 +4,209
May11 110203 99.850 99.850 99.840 99.850 unch 6,307 62,726 +1,019
Jun11 110203 99.840 99.845 99.835 99.845 unch 9,687 38,429 +92
Jul11 110203 99.820 99.825 99.815 99.825 unch 7,220 40,250 +1,003
Total Volume and Open Interest 88,500 556,801 +12,384
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 110203 99.662 99.662 99.662 99.662 unch 450 4,089 +185
Jun11 110203 99.647 99.647 99.647 99.647 -0.003 0 175 +0
Sep11 110203 99.635 99.635 99.635 99.635 -0.002      
Dec11 110203 99.618 99.618 99.618 99.618 -0.003 0 75 +0
Mar12 110203 99.595 99.595 99.595 99.595 unch      
Jun12 110203 99.640 99.640 99.640 99.640 unch      
Sep12 110203 99.590 99.590 99.590 99.590 unch      
Dec12 110203 99.495 99.495 99.495 99.495 unch      
Mar13 110203 99.495 99.495 99.495 99.495 unch      
Jun13 110203 99.450 99.450 99.450 99.450 unch      
Total Volume and Open Interest 450 4,339 +372
3-Mth Euro-Yen(SGX)
Mar11 110203 99.66 99.66 99.66 99.66 0.00 530 5,210 -250
Jun11 110203 99.65 99.65 99.65 99.65 0.00 0 1,222 +0
Sep11 110203 99.64 99.64 99.64 99.64 0.00 0 786 +0
Dec11 110203 99.61 99.62 99.61 99.62 0.00 0 1,593 -32
Mar12 110203 99.60 99.60 99.60 99.60 unch 0 405 +0
Jun12 110203 99.64 99.64 99.64 99.64 unch 0 754 +0
Sep12 110203 99.59 99.59 99.59 99.59 unch 0 310 +0
Dec12 110203 99.50 99.50 99.50 99.50 unch 0 4 +0
Total Volume and Open Interest 530 10,285 -282
Japanese Gov't Bonds(SGX)
Mar11 110203 139.69 139.72 139.35 139.41 -0.30 1,681 12,439 +12,439
Jun11 110203 138.58 138.58 138.58 138.58 -0.30 2 1 +0
Sep11 110203 136.15 136.15 136.15 136.15 -0.30      
Total Volume and Open Interest 1,683 12,440 -160
Euro-Bund(EUREX)
Mar11 110203 122.78 123.33 122.63 123.22 +0.35 823,705 1,550,610 +119,806
Jun11 110203 121.31 121.81 121.28 121.81 +0.35 5,168 10,879 +2,085
Sep11 110203 121.01 121.44 121.01 121.44 +0.34 0 3 +3
Total Volume and Open Interest 828,873 1,561,492 +121,894
Euro-Bobl(EUREX)
Mar11 110203 116.37 117.03 116.32 116.98 +0.49 629,249 1,131,832 +1,131,832
Jun11 110203 115.02 115.54 115.02 115.54 +0.48 4,123 19,568 -143
Sep11 110203 115.06 115.06 115.06 115.06 +0.49      
Total Volume and Open Interest 633,372 1,151,400 +78,810
3-Mth Euribor(EUREX)
Mar11 110203 98.845 98.845 98.840 98.840 +0.025 148 5,794 -2
Jun11 110203 98.535 98.595 98.535 98.590 +0.065 133 9,502 +90
Sep11 110203 98.385 98.385 98.385 98.385 +0.095 152 2,116 -106
Total Volume and Open Interest 704 25,300 +375
Long Gilt(LIFFE)
Mar11 110203 116~10 116~15 116~02 116~09 -0~05 109,214 256,540 +7,074
Jun11 110203 115~02 115~02 115~02 115~02 -0~05      
Total Volume and Open Interest 109,214 256,540 +7,074
3-Mth Short Sterling(LIFFE)
Mar11 110203 99.09 99.10 99.03 99.09 +0.01 131,699 328,715 +31,628
Jun11 110203 98.83 98.89 98.78 98.86 +0.02 150,098 338,474 +21,930
Sep11 110203 98.57 98.66 98.50 98.63 +0.04 153,829 284,964 +26,019
Dec11 110203 98.29 98.39 98.25 98.36 +0.05 158,467 303,088 +9,678
Mar12 110203 98.01 98.09 97.97 98.08 +0.06 143,197 292,574 -5,296
Jun12 110203 97.73 97.80 97.68 97.79 +0.05 106,632 214,878 +5,489
Total Volume and Open Interest 965,215 2,204,260 +91,561
3-Mth Euribor(LIFFE)
Mar11 110203 98.800 98.850 98.800 98.840 +0.025 190,213 658,302 +1,589
Jun11 110203 98.515 98.605 98.510 98.590 +0.065 195,888 628,482 +14,632
Sep11 110203 98.275 98.395 98.270 98.385 +0.095 148,025 482,405 +4,394
Total Volume and Open Interest 1,164,071 3,593,228 +26,256
3-Mth Aus T-Bills(SFE)
Mar11 110203 95.03 95.04 95.02 95.03 -0.01 10,526 171,156 -1,068
Jun11 110203 94.96 94.97 94.91 94.93 -0.03 37,665 178,478 +2,763
Sep11 110203 94.85 94.87 94.78 94.80 -0.06 21,745 115,934 -433
Dec11 110203 94.72 94.73 94.64 94.66 -0.07 7,459 70,833 +496
Mar12 110203 94.62 94.64 94.55 94.56 -0.07 2,732 50,324 +109
Jun12 110203 94.56 94.58 94.47 94.49 -0.08 2,840 40,319 +630
Sep12 110203 94.51 94.53 94.44 94.44 -0.07 1,311 26,927 +92
Dec12 110203 94.45 94.48 94.38 94.38 -0.07 170 13,829 +82
Mar13 110203 94.42 94.43 94.35 94.35 -0.07 2 3,032 +1
Jun13 110203 94.31 94.31 94.31 94.31 -0.06 0 588 +0
Total Volume and Open Interest 85,300 673,916 +2,481
10-Year Aus T-Bonds(SFE)
Mar11 110203 94.43 94.46 94.36 94.38 -0.06 40,695 372,821 -4,269
Jun11 110203 94.38 94.38 94.38 94.38 -0.06      
Total Volume and Open Interest 40,695 372,821 -4,269
3-Year Aus T-Bonds(SFE)
Mar11 110203 94.91 94.94 94.83 94.86 -0.06 150,443 492,229 +492,229
Jun11 110203 94.86 94.86 94.86 94.86 -0.06      
Total Volume and Open Interest 150,443 492,229 -118,004
Gold(CMX)
Feb11 110203 1335.6 1355.8 1324.9 1352.3 +20.8 1,363 1,880 -516
Apr11 110203 1336.0 1356.6 1325.3 1353.0 +20.9 109,740 304,834 -2,852
Jun11 110203 1336.9 1357.9 1326.9 1354.4 +20.9 7,611 54,744 +3,132
Aug11 110203 1335.9 1358.8 1329.0 1355.7 +20.8 1,316 16,338 +195
Oct11 110203 1352.4 1357.2 1352.4 1357.2 +20.7 246 8,970 +16
Dec11 110203 1335.6 1362.0 1332.3 1358.9 +20.8 2,293 23,448 -318
Feb12 110203 1338.1 1362.5 1338.1 1361.0 +20.8 52 3,486 +6
Apr12 110203 1338.5 1363.4 1338.5 1363.4 +21.0 0 5,253 +0
Jun12 110203 1366.1 1366.1 1366.1 1366.1 +21.2 60 6,587 +0
Aug12 110203 1369.1 1369.1 1369.1 1369.1 +21.5 110 977 -100
Oct12 110203 1373.0 1373.0 1373.0 1373.0 +21.7 0 1,301 +0
Dec12 110203 1362.0 1377.3 1362.0 1377.3 +21.9 199 13,028 -45
Total Volume and Open Interest 125,105 463,048 +141
Silver(CMX)
Mar11 110203 2830.0 2898.0 2796.0 2872.8 +43.9 42,636 64,163 -507
May11 110203 2836.5 2898.0 2801.5 2874.8 +43.6 2,728 24,170 +810
Jul11 110203 2838.5 2897.0 2809.5 2875.7 +43.3 615 7,593 +114
Sep11 110203 2832.0 2900.5 2805.0 2875.4 +42.8 386 4,022 +303
Dec11 110203 2836.0 2896.5 2800.5 2875.3 +42.1 637 11,367 +234
Mar12 110203 2875.0 2875.0 2874.6 2874.6 +41.2 0 667 +0
May12 110203 2874.5 2874.5 2874.5 2874.5 +40.6 0 260 +0
Total Volume and Open Interest 47,172 126,251 +964
Platinum(NYMEX)
Apr11 110203 1833.1 1845.5 1820.6 1844.1 +15.5 3,728 40,872 -49
Jul11 110203 1835.4 1847.1 1835.4 1846.7 +16.0 33 1,463 +12
Oct11 110203 1831.1 1848.9 1831.1 1848.9 +16.0 0 91 +0
Jan12 110203 1850.9 1850.9 1850.9 1850.9 +16.0 0 1 +0
Total Volume and Open Interest 3,761 42,446 -37
Palladium(NYMEX)
Mar11 110203 812.05 823.50 805.75 820.55 +10.00 2,543 21,186 -12
Jun11 110203 815.95 823.00 807.40 822.10 +9.95 635 1,749 +626
Sep11 110203 810.00 822.95 810.00 822.95 +9.95 2 31 +1
Total Volume and Open Interest 3,180 22,971 +615
Copper(CMX)
Mar11 110203 455.80 458.00 451.45 454.45 +0.05 23,109 102,678 +68
May11 110203 456.50 458.50 452.35 455.25 +0.10 6,082 31,324 +833
Jul11 110203 456.00 456.40 453.55 455.15 +0.20 534 12,441 +2
Sep11 110203 453.00 454.50 453.00 454.50 +0.30 387 5,404 +68
Dec11 110203 452.00 453.80 450.75 452.55 +0.50 349 4,753 +0
Total Volume and Open Interest 31,174 161,290 +1,031
DJIA Index(CBOT)
Mar11 110203 11988 12035 11930 12009 +24 394 10,620 +16
Jun11 110203 11944 11944 11920 11944 +24 0 11 +0
Sep11 110203 11889 11889 11865 11889 +24      
Dec11 110203 11834 11834 11810 11834 +24 0 1 +0
Total Volume and Open Interest 394 10,632 +16
S & P 500(CME)
Mar11 110203 1300.20 1305.80 1291.80 1303.30 +3.30 11,093 305,010 +2,568
Jun11 110203 1298.40 1299.60 1286.10 1298.40 +3.30 202 7,702 +201
Sep11 110203 1293.50 1294.70 1281.20 1293.50 +3.30 0 2,950 +0
Dec11 110203 1288.60 1289.80 1276.30 1288.60 +3.30 0 638 +2
Total Volume and Open Interest 11,295 316,300 +2,771
S & P 500 E-Mini(Globex)
Mar11 110203 1300.25 1305.75 1291.50 1303.25 +3.25 1,396,167 2,714,368 +48,144
Jun11 110203 1295.25 1300.50 1287.50 1298.50 +3.50 3,372 19,621 +2,566
Total Volume and Open Interest 1,399,557 2,734,485 +26,706
NASDAQ 100(CME)
Mar11 110203 2318.50 2325.00 2297.00 2321.80 +2.00 495 15,652 +310
Jun11 110203 2319.00 2321.00 2295.00 2319.00 +2.00 0 701 +0
Sep11 110203 2316.50 2316.50 2316.30 2316.50 +2.00      
Total Volume and Open Interest 495 16,353 +310
NASDAQ 100 E-Mini(Globex)
Mar11 110203 2319.00 2326.30 2295.80 2321.80 +2.00 193,313 361,694 -3,832
Jun11 110203 2314.00 2322.80 2293.80 2319.00 +2.00 100 780 +13
Total Volume and Open Interest 193,413 362,481 -3,819
S & P Midcap 400(CME)
Mar11 110203 937.90 942.00 928.00 937.90 +2.80 2 2,633 -18
Jun11 110203 935.50 942.00 935.50 935.50 +2.80      
Sep11 110203 933.60 933.60 933.30 933.60 +2.80      
Total Volume and Open Interest 2 2,633 -18
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Mar11 110203 10450 10535 10425 10510 +50 7,965 41,025 +780
Jun11 110203 10485 10485 10435 10485 +50 0 153 +0
Total Volume and Open Interest 7,965 41,178 +780
Nikkei 225(SGX)
Mar11 110203 10450 10470 10410 10450 -5 134,265 239,836 -5,542
Jun11 110203 10345 10375 10345 10375 -5 71 4,475 +131
Sep11 110203 10375 10375 10375 10375 -5 0 400 +0
Total Volume and Open Interest 136,635 255,509 -5,411
CAC 40(EURONEXT)
Feb11 110203 4055.5 4061.0 4008.5 4033.5 -31.0 111,881 359,960 -6,647
Mar11 110203 4056.0 4060.5 4015.0 4036.0 -31.0 355 77,678 +74
Apr11 110203 4037.0 4037.0 4037.0 4037.0 -32.0 5 6 +5
Total Volume and Open Interest 112,243 437,692 -6,566
Hang Seng Index(HKFE)
Feb11 110202 23649 23960 23634 23955 +489 45,876 97,440 +97,440
Mar11 110202 23584 23891 23579 23890 +495 484 8,863 +8,863
Total Volume and Open Interest 46,649 108,196 +340
DAX(EUREX)
Mar11 110203 7176.5 7222.5 7152.5 7191.0 +5.0 118,380 244,454 -12,829
Jun11 110203 7207.0 7243.5 7182.5 7213.0 +5.5 475 12,006 +278
Sep11 110203 7237.0 7239.5 7235.0 7235.0 +4.0 171 620 +0
Total Volume and Open Interest 119,026 257,080 -12,551
FT-SE 100(EURONEXT)
Mar11 110203 5964.50 5974.50 5918.00 5950.50 -13.00 92,497 649,002 -2,541
Jun11 110203 5906.50 5914.00 5880.00 5908.00 -13.00 45 6,032 +30
Sep11 110203 5861.00 5875.50 5861.00 5875.50 -12.00 0 263 +0
Total Volume and Open Interest 92,562 655,407 -2,511
SPI 200(SFE)
Mar11 110203 4761.0 4792.0 4752.0 4783.0 +20.0 26,973 186,379 -5,196
Jun11 110203 4800.0 4807.0 4800.0 4807.0 +22.0 2 3,122 +1
Sep11 110203 4798.0 4798.0 4798.0 4798.0 +22.0 5 1,922 +0
Total Volume and Open Interest 26,984 193,077 -5,192
GSCI(CME)
Feb11 110203 5.64 6.44 652.60 0.14 -4.25 168 14,705 -64
Mar11 110203 13.64 14.64 7.14 8.64 -3.75 2 58 +0
Apr11 110203 15.64 21.14 13.64 15.64 -3.00      
Total Volume and Open Interest 170 14,763 -64
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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