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MRCI's End of Day Prices

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MRCI's End of Day Prices
Daily Futures Price Listing Fri February 04, 2011
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Mar11 110204 1438.50 1442.75 1422.25 1433.50 -2.00 85,852 248,268 -3,859
May11 110204 1447.50 1452.50 1432.50 1444.00 -1.75 24,757 133,951 +3,798
Jul11 110204 1451.75 1456.50 1437.75 1450.00 -1.00 22,904 101,503 +618
Aug11 110204 1421.00 1424.50 1412.50 1422.50 +1.25 1,925 5,704 +803
Sep11 110204 1387.50 1393.75 1380.00 1393.00 +2.50 1,484 4,724 +520
Nov11 110204 1366.25 1371.75 1352.25 1369.00 +3.50 22,360 158,400 +1,856
Jan12 110204 1369.00 1372.50 1356.00 1371.50 +3.50 643 14,619 +237
Total Volume and Open Interest 161,195 690,887 +4,289
Soybean Meal(CBOT)
Mar11 110204 386.50 387.30 381.10 383.20 -3.20 26,070 89,899 -1,612
May11 110204 389.10 389.50 383.80 385.90 -3.10 7,184 41,924 +1,058
Jul11 110204 389.00 390.40 384.20 386.40 -3.10 6,441 36,785 +540
Aug11 110204 378.00 378.00 374.40 376.90 -2.60 897 8,547 +88
Sep11 110204 367.70 369.00 364.00 366.90 -2.10 846 7,904 +83
Oct11 110204 355.50 355.50 351.20 355.00 -1.80 1,380 7,881 +425
Dec11 110204 354.50 354.50 348.70 353.00 -1.80 4,734 19,096 +467
Jan12 110204 352.40 353.90 352.40 352.40 -1.50 241 2,872 +5
Total Volume and Open Interest 48,049 219,540 +1,076
Soybean Oil(CBOT)
Mar11 110204 58.91 59.05 58.33 58.98 +0.20 41,782 179,416 -2,428
May11 110204 59.41 59.55 58.86 59.51 +0.21 18,296 84,748 +2,402
Jul11 110204 59.73 59.97 59.29 59.96 +0.26 10,287 74,464 +1,261
Aug11 110204 60.01 60.13 59.48 60.11 +0.29 487 7,878 -23
Sep11 110204 59.90 60.23 59.56 60.23 +0.34 1,232 10,427 +173
Oct11 110204 59.85 60.21 59.51 60.21 +0.40 1,702 11,161 +225
Dec11 110204 60.15 60.36 59.65 60.36 +0.46 2,729 37,224 +486
Jan12 110204 60.36 60.36 59.90 60.36 +0.46 0 530 +0
Total Volume and Open Interest 76,564 407,757 +2,145
Canola(WCE)
Mar11 110204 607.0 609.6 603.1 609.4 +1.9 8,779 86,629 -1,812
May11 110204 616.0 618.5 612.1 617.9 +1.9 3,818 46,303 +1,866
Jul11 110204 624.1 627.0 618.4 625.3 +3.7 1,147 18,717 +281
Nov11 110204 581.0 590.6 581.0 589.6 +8.0 1,590 51,121 +366
Jan12 110204 587.8 595.1 586.3 594.4 +7.5 58 3,398 +7
Total Volume and Open Interest 15,679 208,144 +840
Corn(CBOT)
Mar11 110204 664.00 679.50 659.50 678.50 +16.00 155,387 553,791 -13,749
May11 110204 673.75 690.50 670.25 689.25 +16.00 51,945 376,056 +10,618
Jul11 110204 678.50 695.25 675.00 694.25 +16.25 33,286 268,680 +1,127
Sep11 110204 629.25 644.00 627.00 644.00 +15.00 3,504 56,974 +948
Dec11 110204 589.50 602.75 588.00 601.75 +13.25 29,439 342,390 +1,846
Mar12 110204 600.00 611.50 597.00 611.50 +11.50 8,515 39,539 +995
Total Volume and Open Interest 285,842 1,689,682 +2,476
Wheat(CBOT)
Mar11 110204 859.25 864.75 842.50 853.75 -5.25 62,142 194,460 -7,629
May11 110204 887.00 895.00 873.25 884.75 -5.25 24,780 109,746 +5,672
Jul11 110204 910.25 916.50 896.50 908.25 -3.75 15,584 120,744 +548
Sep11 110204 934.00 937.25 918.25 930.75 -3.25 3,159 29,069 +504
Dec11 110204 945.25 950.50 931.25 944.25 -2.75 10,698 80,489 +3,308
Total Volume and Open Interest 117,930 554,913 +2,975
Wheat(KCBT)
Mar11 110204 950.00 953.75 935.50 942.75 -6.25 16,062 71,076 -4,017
May11 110204 959.75 964.00 946.50 953.75 -6.25 8,807 54,220 +2,659
Jul11 110204 969.00 973.50 955.50 962.50 -6.25 4,949 58,704 -717
Sep11 110204 978.00 981.25 967.00 974.00 -4.00 906 15,389 +188
Dec11 110204 990.00 994.00 980.25 985.75 -3.75 2,890 14,594 +1,334
Total Volume and Open Interest 33,707 217,262 -503
Wheat(MGE)
Mar11 110204 998.25 1004.25 974.00 988.50 -10.00 4,602 19,277 -442
May11 110204 1008.00 1013.75 984.50 998.75 -9.75 1,896 15,331 -818
Jul11 110204 1014.00 1019.75 990.75 1005.25 -8.50 1,632 11,198 -111
Sep11 110204 1006.75 1010.00 988.50 1003.25 -3.50 960 12,148 +104
Dec11 110204 1010.00 1010.00 990.50 1004.00 -2.00 722 9,511 +168
Total Volume and Open Interest 9,888 69,467 -1,105
Oats(CBOT)
Mar11 110204 413.00 420.50 411.25 415.50 -0.25 1,029 6,733 -114
May11 110204 421.25 426.00 417.50 421.00 -2.25 555 4,970 +214
Jul11 110204 423.50 425.50 419.00 421.00 -2.25 141 749 +62
Sep11 110204 389.00 389.50 385.00 389.50 +4.50 13 248 +9
Total Volume and Open Interest 1,830 14,343 +193
Rough Rice(CBOT)
Mar11 110204 16.22 16.30 15.79 15.80 -0.48 2,291 13,809 -326
May11 110204 16.52 16.60 16.09 16.10 -0.49 1,323 5,922 +908
Jul11 110204 16.75 16.80 16.34 16.34 -0.45 804 2,344 +333
Sep11 110204 16.45 16.50 16.14 16.14 -0.36 438 1,680 +75
Total Volume and Open Interest 4,900 24,392 +991
Live Cattle(CME)
Feb11 110204 108.200 108.785 107.800 108.250 +0.050 9,835 37,189 -1,160
Apr11 110204 113.100 113.600 112.650 113.035 -0.165 19,452 172,643 +477
Jun11 110204 114.000 114.100 113.400 113.635 -0.400 7,871 90,752 +1,663
Aug11 110204 114.500 114.785 113.930 114.300 -0.250 2,174 29,668 +250
Oct11 110204 117.600 117.830 117.200 117.400 -0.280 2,210 21,002 +929
Dec11 110204 117.830 118.000 117.350 117.650 -0.400 1,017 16,880 +434
Total Volume and Open Interest 43,191 373,021 +3,047
Feeder Cattle(CME)
Mar11 110204 125.535 125.600 124.785 125.000 -0.500 3,356 22,061 -676
Apr11 110204 126.330 127.285 126.330 126.730 -0.570 1,268 7,159 +21
May11 110204 127.750 127.900 127.200 127.350 -0.480 524 9,393 +88
Aug11 110204 128.650 128.950 128.250 128.450 -0.485 859 10,338 +207
Sep11 110204 128.700 128.700 128.100 128.500 -0.400 82 1,485 -3
Oct11 110204 128.500 128.500 128.200 128.500 -0.350 39 653 +12
Nov11 110204 128.000 128.300 128.000 128.300 -0.400 15 352 +4
Total Volume and Open Interest 6,144 51,444 -346
Lean Hogs(CME)
Feb11 110204 83.480 84.850 83.480 84.500 +1.150 7,745 13,647 -1,970
Apr11 110204 91.635 92.050 90.730 91.650 +0.100 22,799 106,792 +2,623
May11 110204 97.950 98.350 96.950 98.350 +0.650 296 2,539 +165
Jun11 110204 100.700 101.100 99.700 100.885 +0.135 7,089 60,502 +1,334
Jul11 110204 99.230 99.635 97.930 99.480 +0.250 3,907 20,942 +267
Aug11 110204 97.635 97.900 96.200 97.830 +0.380 3,444 18,887 +871
Oct11 110204 85.650 85.730 84.200 85.535 +0.035 1,184 15,384 +498
Dec11 110204 81.200 81.475 80.000 80.950 -0.250 683 6,696 +255
Total Volume and Open Interest 47,296 248,088 +4,134
Class III Milk(CME)
Feb11 110204 16.63 16.68 16.50 16.59 -0.04 221 5,413 -64
Mar11 110204 18.30 18.50 18.22 18.50 +0.13 464 5,551 +64
Apr11 110204 18.06 18.19 17.97 18.15 +0.07 499 4,815 +26
May11 110204 17.70 17.83 17.58 17.83 +0.12 319 4,126 +110
Jun11 110204 17.03 17.10 16.95 17.10 +0.07 245 3,211 +150
Total Volume and Open Interest 2,021 40,760 +380
Cocoa(ICE)
Mar11 110204 3380 3380 3241 3251 -107 12,081 37,804 -4,375
May11 110204 3369 3369 3250 3264 -99 10,629 54,612 +4,683
Jul11 110204 3358 3358 3256 3261 -95 1,722 17,106 +284
Sep11 110204 3291 3306 3255 3261 -87 772 11,053 +332
Dec11 110204 3290 3290 3240 3245 -83 1,268 15,160 +319
Mar12 110204 3338 3338 3286 3299 -79 699 22,830 +480
May12 110204 3287 3295 3287 3295 -75 32 5,143 -6
Total Volume and Open Interest 27,247 166,690 +1,756
Coffee "C"(ICE)
Mar11 110204 250.00 251.10 247.30 249.30 -2.05 10,386 67,132 -1,817
May11 110204 252.60 252.80 249.30 251.25 -2.00 5,004 44,051 +1,140
Jul11 110204 254.35 254.35 250.50 252.50 -1.90 1,604 15,093 +506
Sep11 110204 251.00 252.25 249.50 251.20 -2.05 712 5,982 -113
Dec11 110204 248.25 249.65 247.45 248.70 -1.75 1,264 10,167 +739
Mar12 110204 245.50 247.00 245.35 246.65 -2.10 304 1,302 +253
Total Volume and Open Interest 19,305 144,521 +711
Orange Juice(ICE)
Mar11 110204 172.30 173.35 171.00 172.60 +0.25 862 18,063 -250
May11 110204 171.50 171.75 169.65 171.25 +0.25 447 9,942 +268
Jul11 110204 170.45 170.70 169.90 169.90 -0.45 23 2,626 -1
Sep11 110204 169.30 169.40 169.20 169.20 -0.55 1 504 +1
Nov11 110204 168.00 168.00 167.70 167.70 -1.05 3 551 +1
Jan12 110204 167.10 167.10 167.10 167.10 -0.90 2 6 -1
Total Volume and Open Interest 1,338 31,714 +18
Sugar #11(ICE)
Mar11 110204 32.08 33.24 31.85 32.64 +0.60 112,956 196,018 -12,728
May11 110204 29.87 30.87 29.50 30.39 +0.62 62,991 140,004 +2,403
Jul11 110204 27.33 27.97 26.68 27.69 +0.67 32,470 134,618 +1,540
Oct11 110204 25.35 25.90 24.75 25.74 +0.76 17,418 70,635 -1,514
Mar12 110204 24.30 25.10 23.89 24.93 +0.82 8,480 52,136 -145
Total Volume and Open Interest 240,362 647,036 -10,363
London Cocoa(LCE)
Mar11 110204 2176 2183 2128 2139 -52 4,553 49,958 -1,631
May11 110204 2158 2165 2116 2125 -48 3,107 36,293 +238
Jul11 110204 2136 2143 2102 2113 -44 809 29,421 +82
Sep11 110204 2120 2130 2091 2102 -37 302 21,355 -47
Dec11 110204 2117 2117 2082 2091 -30 710 26,657 +162
Mar12 110204 2110 2113 2099 2099 -30 223 22,093 +86
May12 110204 2106 2106 2105 2105 -31 94 3,996 +35
Total Volume and Open Interest 9,849 197,701 -1,041
London Sugar(LCE)
Mar11 110204 793.00 804.30 780.00 794.40 -19.80 4,355 19,345 -676
May11 110204 770.00 778.80 753.40 769.50 -22.30 2,585 19,363 +812
Aug11 110204 721.30 735.40 711.60 726.50 -23.90 597 10,380 +32
Oct11 110204 667.40 669.40 648.30 663.90 -22.30 208 3,072 +16
Dec11 110204 643.00 647.40 633.00 642.90 -22.60 68 1,156 -4
Total Volume and Open Interest 7,869 54,273 +205
Cotton(ICE)
Mar11 110204 171.86 172.44 167.86 167.86 -4.00 25,374 84,245 +583
May11 110204 168.15 168.46 163.82 163.82 -4.00 12,235 31,880 +2,158
Jul11 110204 160.50 160.50 156.00 156.03 -3.97 7,541 38,318 +1,589
Oct11 110204 131.00 133.42 128.73 131.14 -0.59 25 185 +9
Dec11 110204 115.00 116.80 113.00 113.91 -2.15 4,923 56,834 +1,301
Mar12 110204 107.00 108.76 106.52 107.78 -1.76 361 3,240 +152
Total Volume and Open Interest 50,692 217,162 +5,879
Lumber(CME)
Mar11 110204 302.0 303.3 299.0 301.5 +1.5 649 4,246 -231
May11 110204 317.8 318.8 315.4 315.6 -4.2 283 3,961 +56
Jul11 110204 318.5 321.0 316.0 321.0 +2.4 247 1,482 +47
Sep11 110204 319.0 320.0 319.0 320.0 unch 31 218 +13
Total Volume and Open Interest 1,210 9,910 -115
Crude Oil(NYM)
Mar11 110204 90.63 91.67 88.45 89.03 -1.51 290,494 375,845 -5,716
Apr11 110204 93.23 94.22 91.19 91.85 -1.39 127,187 152,899 +11,216
May11 110204 95.24 96.17 93.29 94.00 -1.37 63,213 110,219 +1,485
Jun11 110204 96.49 97.30 94.57 95.32 -1.34 54,748 111,964 +1,855
Jul11 110204 97.53 98.12 95.59 96.24 -1.34 16,658 57,834 -12
Aug11 110204 98.16 98.73 96.24 96.92 -1.31 11,811 43,695 +1,773
Sep11 110204 99.06 99.06 96.88 97.41 -1.28 11,181 42,317 +2,720
Oct11 110204 99.46 99.46 97.33 97.84 -1.25 7,570 24,200 -783
Nov11 110204 99.51 99.51 97.56 98.22 -1.26 6,836 28,169 +2,071
Dec11 110204 99.65 100.32 97.86 98.57 -1.29 53,183 180,498 +2,959
Jan12 110204 100.47 100.47 98.47 98.84 -1.29 2,918 29,960 +47
Feb12 110204 98.95 99.02 98.95 99.02 -1.30 1,093 10,528 +53
Mar12 110204 100.65 100.65 98.54 99.14 -1.30 1,279 14,886 +140
Apr12 110204 99.20 99.20 99.20 99.20 -1.31 920 6,249 +261
May12 110204 99.24 99.24 99.24 99.24 -1.32 439 8,197 +229
Jun12 110204 100.90 100.90 98.92 99.30 -1.32 2,961 53,517 +435
Total Volume and Open Interest 682,075 1,560,393 +18,688
e-miNY Crude Oil(NYM)
Feb11 110119 91.225 92.100 90.500 90.850 -0.525 6,388 2,249 -394
Mar11 110204 90.625 91.650 88.475 89.025 -1.525 9,442 8,809 +687
Apr11 110204 93.200 94.125 91.200 91.850 -1.400 676 2,380 +43
May11 110204 95.500 96.025 93.725 94.000 -1.375 104 553 +27
Jun11 110204 96.000 96.000 95.125 95.325 -1.325 19 81 +3
Jul11 110204 96.250 96.250 96.250 96.250 -1.325 0 14 +0
Aug11 110204 96.500 97.225 96.500 96.925 -1.300 1 10 -1
Sep11 110204 97.400 97.400 97.400 97.400 -1.300 0 6 +0
Oct11 110204 97.850 97.850 97.850 97.850 -1.250 0 42 +0
Nov11 110204 98.225 98.225 98.225 98.225 -1.250 1 3 +0
Total Volume and Open Interest 10,243 12,194 +759
Heating Oil(NYM)
Mar11 110204 276.30 278.43 270.48 271.67 -5.07 52,808 107,211 -2,124
Apr11 110204 276.30 278.37 270.50 271.81 -4.91 28,087 49,707 +1,945
May11 110204 277.16 278.39 270.75 272.20 -4.61 17,613 26,376 +4
Jun11 110204 277.42 279.00 271.55 273.08 -4.44 15,899 43,528 +1,150
Jul11 110204 278.56 279.86 273.04 274.45 -4.38 5,154 13,466 +475
Aug11 110204 279.32 281.00 274.24 275.89 -4.31 2,961 11,712 +1,378
Sep11 110204 282.51 282.95 276.60 277.76 -4.26 3,550 11,271 +594
Oct11 110204 284.39 284.39 278.50 279.63 -4.20 894 5,166 +242
Nov11 110204 286.26 286.28 280.72 281.60 -4.12 805 5,851 +194
Dec11 110204 287.37 288.30 282.07 283.40 -4.00 3,483 24,420 -13
Jan12 110204 285.98 285.98 284.85 284.85 -3.83 376 5,859 +283
Feb12 110204 286.49 286.49 285.40 285.40 -3.78 8 874 +6
Total Volume and Open Interest 132,040 314,887 +4,141
Gasoline(NYMEX)
Mar11 110204 250.33 251.88 242.90 243.53 -6.81 46,393 97,010 -3,326
Apr11 110204 264.94 266.38 257.80 258.42 -6.77 24,862 41,510 +1,012
May11 110204 266.51 267.41 259.55 260.06 -6.56 11,049 32,297 -624
Jun11 110204 267.43 268.10 259.98 260.85 -6.32 10,141 29,184 -181
Jul11 110204 266.78 267.48 260.00 260.70 -6.16 3,256 12,452 +51
Aug11 110204 266.60 266.78 259.99 260.05 -6.09 2,263 9,326 +43
Sep11 110204 264.50 265.36 258.13 258.60 -6.00 1,194 6,062 -48
Oct11 110204 248.77 249.00 248.68 248.68 -5.64 880 5,052 -153
Nov11 110204 251.08 251.08 247.07 247.38 -5.18 391 2,289 +50
Dec11 110204 252.10 252.10 246.10 247.10 -4.70 1,461 20,208 +49
Total Volume and Open Interest 102,030 269,924 -3,078
e-miNY RBOB Gasoline(NYM)
Mar11 110204 243.50 243.53 243.50 243.50 -6.80 0 5 +0
Apr11 110204 258.40 258.42 258.40 258.40 -6.80 0 1 +0
May11 110204 260.10 260.10 260.06 260.10 -6.50 0 1 +0
Jun11 110204 260.90 260.90 260.85 260.90 -6.30 0 1 +0
Total Volume and Open Interest 0 10 +0
Natural Gas(NYM)
Mar11 110204 4.359 4.369 4.287 4.310 -0.027 143,778 239,945 -3,243
Apr11 110204 4.379 4.387 4.308 4.342 -0.015 50,711 115,130 +4,750
May11 110204 4.428 4.429 4.359 4.399 -0.006 34,016 91,014 -479
Jun11 110204 4.482 4.488 4.420 4.456 -0.005 18,591 33,664 +2,714
Jul11 110204 4.539 4.542 4.471 4.508 -0.005 8,956 35,937 +894
Aug11 110204 4.501 4.553 4.501 4.535 -0.006 4,635 20,737 +318
Sep11 110204 4.560 4.560 4.516 4.539 -0.006 3,698 14,492 -286
Oct11 110204 4.605 4.609 4.547 4.583 -0.006 15,829 61,302 +1,606
Nov11 110204 4.733 4.748 4.712 4.739 +0.004 3,218 25,571 +296
Dec11 110204 4.961 4.976 4.930 4.969 +0.010 2,177 23,833 +268
Jan12 110204 5.063 5.105 5.057 5.094 +0.017 5,573 47,350 +1,347
Feb12 110204 5.040 5.084 5.037 5.071 +0.017 414 11,238 +103
Mar12 110204 4.985 5.015 4.968 5.001 +0.017 1,529 25,586 +120
Apr12 110204 4.825 4.836 4.802 4.829 +0.011 1,241 21,783 +277
May12 110204 4.837 4.837 4.835 4.835 +0.011 237 5,411 +0
Jun12 110204 4.859 4.864 4.850 4.860 +0.011 295 4,241 -88
Total Volume and Open Interest 295,834 844,025 +8,897
Brent Crude Oil(ICE)
Mar11 110204 101.86 102.48 99.48 99.83 -1.93 162,562 153,670 -11,568
Apr11 110204 102.21 102.82 99.90 100.25 -1.91 108,315 193,378 +8,482
May11 110204 102.62 103.10 100.23 100.63 -1.86 42,312 97,850 +3,427
Jun11 110204 103.07 103.31 100.48 100.94 -1.82 41,137 121,001 +3,019
Jul11 110204 103.19 103.43 100.68 101.15 -1.80 12,538 37,911 +444
Aug11 110204 103.31 103.54 100.81 101.28 -1.79 8,395 19,001 +898
Sep11 110204 103.44 103.59 100.91 101.37 -1.78 6,982 29,678 +935
Oct11 110204 103.53 103.68 101.02 101.49 -1.76 4,648 20,530 +616
Nov11 110204 103.56 103.74 101.10 101.57 -1.74 5,405 14,964 +714
Dec11 110204 103.55 103.90 101.16 101.63 -1.73 34,170 110,177 +222
Jan12 110204 101.80 101.80 101.74 101.74 -1.70 1,705 12,928 -155
Feb12 110204 101.86 101.86 101.86 101.86 -1.65 1,030 6,634 +174
Mar12 110204 101.96 101.96 101.96 101.96 -1.60 3,863 7,885 +1,022
Apr12 110204 101.96 101.96 101.96 101.96 -1.59 443 2,988 +170
Total Volume and Open Interest 440,988 943,468 +8,180
Gas Oil(ICE)
Feb11 110204 860.75 861.00 838.25 843.25 -17.50 47,064 79,470 -6,526
Mar11 110204 861.75 867.00 844.00 849.00 -17.50 103,508 163,406 -6,413
Apr11 110204 864.50 870.75 847.75 852.75 -17.50 38,599 85,089 +1,009
May11 110204 869.25 874.00 851.25 856.25 -17.25 22,554 62,748 +1,573
Jun11 110204 877.00 877.50 854.75 860.00 -17.00 35,091 67,074 +4,076
Jul11 110204 877.50 879.75 859.25 864.00 -16.50 7,597 25,611 +44
Aug11 110204 880.50 884.00 863.50 867.75 -16.25 6,462 23,626 +371
Sep11 110204 884.00 887.00 866.25 871.25 -16.25 5,968 21,439 +1,077
Oct11 110204 886.25 888.50 869.00 873.25 -16.25 3,066 15,807 +1,013
Nov11 110204 887.25 888.50 869.50 874.75 -16.00 1,683 12,497 -55
Total Volume and Open Interest 293,948 685,390 -1,035
Ethanol(CBOT)
Feb11 110203 2.340 2.345 2.340 2.340 +0.005 15 114 -120
Mar11 110204 2.360 2.434 2.358 2.413 +0.049 227 1,383 +34
Apr11 110204 2.380 2.427 2.375 2.424 +0.045 202 1,205 -26
May11 110204 2.395 2.440 2.395 2.440 +0.045 122 484 -22
Jun11 110204 2.424 2.455 2.424 2.451 +0.031 14 717 -2
Jul11 110204 2.445 2.465 2.440 2.465 +0.031 73 826 +28
Aug11 110204 2.418 2.430 2.418 2.430 +0.022 45 784 +24
Sep11 110204 2.350 2.371 2.350 2.371 +0.022 36 530 +31
Total Volume and Open Interest 776 7,849 +0
WTI Crude Oil(ICE
Mar11 110204 90.85 91.66 88.44 89.03 -1.51 66,469 127,043 -346
Apr11 110204 93.54 94.21 91.18 91.85 -1.39 40,254 68,964 +2,045
May11 110204 95.41 96.16 93.26 94.00 -1.37 18,353 55,149 +5,881
Jun11 110204 96.66 97.30 94.62 95.32 -1.34 15,385 60,289 +325
Jul11 110204 97.58 98.14 95.52 96.24 -1.34 3,610 20,413 +112
Aug11 110204 98.11 98.73 96.16 96.92 -1.31 2,627 16,722 +443
Sep11 110204 98.64 99.16 96.63 97.41 -1.28 2,786 20,951 +238
Oct11 110204 99.03 99.52 97.06 97.84 -1.25 2,392 15,535 +309
Nov11 110204 99.28 99.90 97.47 98.22 -1.26 2,064 10,828 +912
Dec11 110204 99.87 100.27 97.87 98.57 -1.29 16,669 88,863 +2,509
Jan12 110204 98.84 98.84 98.84 98.84 -1.29 682 9,267 -231
Feb12 110204 99.02 99.02 99.02 99.02 -1.30 64 1,317 -12
Mar12 110204 99.14 99.14 99.14 99.14 -1.30 49 4,000 +21
Apr12 110204 99.20 99.20 99.20 99.20 -1.31 13 1,363 +5
May12 110204 99.24 99.24 99.24 99.24 -1.32 21 942 +0
Jun12 110204 99.73 99.74 99.30 99.30 -1.32 207 21,988 -178
Total Volume and Open Interest 176,860 603,510 +12,156
US Dollar Index(ICE)
Mar11 110204 77.940 78.325 77.565 78.158 +0.290 25,191 39,971 -1,205
Jun11 110204 78.345 78.650 78.170 78.518 +0.275 231 1,075 +32
Sep11 110204 78.878 78.878 78.878 78.878 +0.275 0 4 +0
Total Volume and Open Interest 25,422 41,051 -1,173
Australian Dollar(CME)
Mar11 110204 101.09 101.56 100.65 100.92 -0.08 94,239 130,277 +6,612
Jun11 110204 100.18 100.40 99.55 99.76 -0.09 67 809 +4
Sep11 110204 98.50 98.61 98.50 98.51 -0.10 0 14 +0
Total Volume and Open Interest 94,306 131,195 +6,616
British Pound(CME)
Mar11 110204 161.33 161.69 160.32 160.91 -0.52 136,208 110,621 +3,310
Jun11 110204 161.47 161.47 160.28 160.73 -0.52 90 551 -2
Sep11 110204 160.42 160.95 160.42 160.42 -0.53 13 17 +2
Total Volume and Open Interest 136,311 111,221 +3,310
Canadian Dollar(CME)
Mar11 110204 100.85 101.63 100.35 101.15 +0.22 67,960 128,331 +7,179
Jun11 110204 100.60 101.50 100.40 100.93 +0.22 154 3,282 -28
Sep11 110204 101.00 101.00 100.41 100.64 +0.20 111 1,059 +14
Dec11 110204 100.42 100.42 100.08 100.36 +0.18 1 1,537 +1
Total Volume and Open Interest 68,226 134,266 +7,166
Japanese Yen(CME)
Mar11 110204 122.60 123.41 121.27 121.62 -0.89 118,655 122,504 +4,636
Jun11 110204 122.66 123.88 121.41 121.73 -0.89 92 1,075 +36
Sep11 110204 121.90 122.80 121.90 121.90 -0.90 2 28 +3
Total Volume and Open Interest 118,749 123,615 +4,675
Swiss Franc(CME)
Mar11 110204 105.75 105.82 104.26 104.70 -1.15 51,525 49,722 +1,278
Jun11 110204 105.79 105.95 104.51 104.80 -1.15 12 125 -4
Sep11 110204 104.92 106.06 104.92 104.92 -1.14 0 6 +0
Total Volume and Open Interest 51,542 49,860 +1,279
EuroFX(CME)
Mar11 110204 136.22 136.76 135.38 135.79 -0.50 416,132 194,365 -5,965
Jun11 110204 136.04 136.23 135.24 135.62 -0.50 759 4,118 -26
Sep11 110204 136.25 136.25 134.89 135.39 -0.50 5 43 +3
Total Volume and Open Interest 416,907 198,886 -5,977
Mexican Peso(CME)
Feb11 110204 835.2 835.2 834.2 835.2 +1.0      
Mar11 110204 830.2 833.8 828.8 831.8 +1.0 28,270 144,561 -1,482
Total Volume and Open Interest 28,270 144,666 -1,482
30-Year T-Bonds(CBOT)
Mar11 110204 119~010 119~180 117~230 117~280 -1~070 331,552 565,690 -943
Jun11 110204 117~080 117~140 116~030 116~060 -1~090 2,751 4,800 +347
Sep11 110204 114~180 115~270 114~180 114~180 -1~090 0 2 +0
Total Volume and Open Interest 334,303 570,492 -596
10-Year T-Notes(CBOT)
Mar11 110204 119~110 119~225 118~125 118~185 -0~275 1,379,745 1,416,360 +42,240
Jun11 110204 118~000 118~095 117~000 117~025 -1~020 4,991 18,334 +946
Sep11 110204 115~310 117~010 115~310 115~310 -1~020      
Total Volume and Open Interest 1,384,736 1,434,698 +43,186
5-Year T-Notes(CBOT)
Mar11 110204 117~041 117~064 116~091 116~109 -0~070 767,984 1,219,074 +39,578
Jun11 110204 116~048 116~059 115~097 115~108 -0~079 7,740 14,238 +2,988
Sep11 110204 115~004 115~083 115~004 115~004 -0~079      
Total Volume and Open Interest 775,724 1,233,312 +42,566
2 Year T-Notes(CBOT)
Mar11 110204 109~038 109~051 109~022 109~025 -0~016 380,927 811,082 +30,706
Jun11 110204 109~003 109~003 108~114 108~114 -0~020 1,972 2,756 +1,320
Sep11 110204 108~080 108~080 108~080 108~080 -0~020      
Total Volume and Open Interest 382,899 813,838 +32,026
Eurodollars(CME)
Mar11 110204 99.665 99.670 99.660 99.665 +0.005 149,409 1,132,098 -10,921
Jun11 110204 99.570 99.590 99.555 99.575 unch 229,437 1,129,426 +1,127
Sep11 110204 99.440 99.470 99.405 99.425 -0.025 312,479 1,138,338 -5,794
Dec11 110204 99.255 99.300 99.205 99.220 -0.045 391,369 1,016,383 +33,443
Mar12 110204 98.985 99.055 98.920 98.945 -0.060 439,923 1,039,396 -3,497
Jun12 110204 98.650 98.740 98.570 98.595 -0.080 362,847 656,162 +11,938
Sep12 110204 98.305 98.410 98.210 98.235 -0.100 303,975 531,670 +6,718
Dec12 110204 97.980 98.085 97.865 97.895 -0.115 285,077 352,357 -2,473
Mar13 110204 97.695 97.800 97.555 97.595 -0.125 265,201 238,490 +6,973
Jun13 110204 97.420 97.525 97.265 97.315 -0.130 160,709 178,969 +1,361
Sep13 110204 97.155 97.265 96.995 97.050 -0.130 117,367 189,319 -2,646
Dec13 110204 96.895 97.010 96.725 96.785 -0.125 96,715 157,967 +872
Mar14 110204 96.660 96.765 96.490 96.545 -0.125 39,084 128,186 +3,402
Jun14 110204 96.420 96.525 96.250 96.305 -0.125 31,308 112,221 -1,581
Sep14 110204 96.205 96.270 96.020 96.080 -0.125 22,858 67,392 +363
Dec14 110204 95.975 96.055 95.800 95.855 -0.125 24,607 75,237 -598
Mar15 110204 95.790 95.860 95.615 95.670 -0.125 14,878 53,930 +772
Jun15 110204 3.865 3.950 3.695 3.745 -0.125 14,751 36,028 +1,141
Total Volume and Open Interest 3,298,348 8,458,243 +42,223
30 Day Federal Funds(CBOT)
Feb11 110204 99.830 99.835 99.825 99.835 unch 10,242 76,657 +1,458
Mar11 110204 99.835 99.840 99.830 99.840 unch 5,641 57,258 +132
Apr11 110204 99.840 99.845 99.840 99.845 unch 6,799 51,108 -49
May11 110204 99.845 99.850 99.840 99.845 -0.005 3,890 62,027 -699
Jun11 110204 99.840 99.845 99.835 99.840 -0.005 1,869 38,559 +130
Jul11 110204 99.820 99.830 99.815 99.820 -0.005 3,722 41,717 +1,467
Total Volume and Open Interest 62,097 558,364 +1,563
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 110204 99.662 99.662 99.662 99.662 unch 0 3,789 -300
Jun11 110204 99.647 99.647 99.647 99.647 unch 0 175 +0
Sep11 110204 99.635 99.635 99.635 99.635 unch      
Dec11 110204 99.615 99.615 99.615 99.615 -0.003 0 75 +0
Mar12 110204 99.595 99.595 99.595 99.595 unch      
Jun12 110204 99.640 99.640 99.640 99.640 unch      
Sep12 110204 99.590 99.590 99.590 99.590 unch      
Dec12 110204 99.495 99.495 99.495 99.495 unch      
Mar13 110204 99.495 99.495 99.495 99.495 unch      
Jun13 110204 99.450 99.450 99.450 99.450 unch      
Total Volume and Open Interest 0 4,039 -300
3-Mth Euro-Yen(SGX)
Mar11 110204 99.66 99.66 99.66 99.66 unch 200 5,210 +0
Jun11 110204 99.65 99.65 99.65 99.65 unch 0 1,222 +0
Sep11 110204 99.64 99.64 99.64 99.64 unch 0 786 +0
Dec11 110204 99.61 99.61 99.61 99.61 0.00 50 1,593 +0
Mar12 110204 99.60 99.60 99.60 99.60 unch 0 405 +0
Jun12 110204 99.64 99.64 99.64 99.64 unch 0 754 +0
Sep12 110204 99.59 99.59 99.59 99.59 unch 0 310 +0
Dec12 110204 99.50 99.50 99.50 99.50 unch 0 4 +0
Total Volume and Open Interest 250 10,285 +0
Japanese Gov't Bonds(SGX)
Mar11 110204 139.39 139.40 138.89 139.06 -0.35 1,453 13,185 +746
Jun11 110204 138.23 138.23 138.23 138.23 -0.35 0 1 +0
Sep11 110204 135.80 135.80 135.80 135.80 -0.35      
Total Volume and Open Interest 1,453 13,186 +746
Euro-Bund(EUREX)
Mar11 110204 123.03 123.16 122.58 122.65 -0.57 1,043,185 1,371,296 -179,314
Jun11 110204 121.67 121.67 121.22 121.24 -0.57 3,583 12,045 +1,166
Sep11 110204 120.83 120.83 120.83 120.83 -0.61 3 1 -2
Total Volume and Open Interest 1,046,771 1,383,342 -178,150
Euro-Bobl(EUREX)
Mar11 110204 116.80 116.90 116.45 116.49 -0.49 751,844 984,643 -147,189
Jun11 110204 115.32 115.32 115.03 115.04 -0.50 1,655 19,661 +93
Sep11 110204 114.49 114.49 114.49 114.49 -0.57      
Total Volume and Open Interest 753,499 1,004,304 -147,096
3-Mth Euribor(EUREX)
Mar11 110204 98.830 98.830 98.825 98.825 -0.015 15 5,794 +0
Jun11 110204 98.585 98.585 98.565 98.565 -0.025 126 9,441 -61
Sep11 110204 98.370 98.370 98.335 98.335 -0.050 10 2,140 +24
Total Volume and Open Interest 670 25,272 -28
Long Gilt(LIFFE)
Mar11 110204 116~05 116~14 115~20 115~27 -0~14 134,294 255,955 -585
Jun11 110204 114~20 114~20 114~20 114~20 -0~14      
Total Volume and Open Interest 134,294 255,955 -585
3-Mth Short Sterling(LIFFE)
Mar11 110204 99.09 99.12 99.07 99.08 -0.01 166,146 317,702 -11,013
Jun11 110204 98.86 98.90 98.83 98.85 -0.01 163,417 336,283 -2,191
Sep11 110204 98.64 98.66 98.56 98.60 -0.03 150,489 294,396 +9,432
Dec11 110204 98.35 98.38 98.25 98.30 -0.06 141,831 309,149 +6,061
Mar12 110204 98.06 98.08 97.93 97.98 -0.10 151,232 302,339 +9,765
Jun12 110204 97.75 97.77 97.60 97.66 -0.13 99,194 219,564 +4,686
Total Volume and Open Interest 1,023,822 2,219,148 +14,888
3-Mth Euribor(LIFFE)
Mar11 110204 98.835 98.840 98.825 98.825 -0.015 260,492 641,691 -16,611
Jun11 110204 98.585 98.600 98.555 98.565 -0.025 254,397 625,705 -2,777
Sep11 110204 98.385 98.395 98.315 98.335 -0.050 261,837 470,162 -12,243
Total Volume and Open Interest 1,765,809 3,520,819 -72,409
3-Mth Aus T-Bills(SFE)
Mar11 110204 95.02 95.03 95.00 95.02 -0.01 13,072 171,273 +117
Jun11 110204 94.92 94.93 94.88 94.90 -0.03 39,397 189,707 +11,229
Sep11 110204 94.80 94.80 94.73 94.75 -0.05 39,435 129,401 +13,467
Dec11 110204 94.66 94.66 94.54 94.58 -0.08 16,374 75,292 +4,459
Mar12 110204 94.55 94.56 94.42 94.44 -0.12 7,362 51,665 +1,341
Jun12 110204 94.48 94.48 94.34 94.36 -0.13 1,597 40,596 +277
Sep12 110204 94.42 94.43 94.29 94.30 -0.14 1,795 27,260 +333
Dec12 110204 94.36 94.40 94.24 94.24 -0.14 1,693 14,568 +739
Mar13 110204 94.34 94.35 94.20 94.21 -0.14 112 3,039 +7
Jun13 110204 94.29 94.29 94.14 94.16 -0.15 13 594 +6
Total Volume and Open Interest 120,854 705,891 +31,975
10-Year Aus T-Bonds(SFE)
Mar11 110204 94.38 94.39 94.28 94.31 -0.07 44,123 380,010 +7,189
Jun11 110204 94.31 94.31 94.31 94.31 -0.07      
Total Volume and Open Interest 44,123 380,010 +7,189
3-Year Aus T-Bonds(SFE)
Mar11 110204 94.85 94.86 94.70 94.72 -0.14 245,000 521,831 +29,602
Jun11 110204 94.72 94.72 94.72 94.72 -0.14      
Total Volume and Open Interest 245,000 521,831 +29,602
Gold(CMX)
Feb11 110204 1354.8 1360.0 1345.0 1348.3 -4.0 1,865 1,693 -187
Apr11 110204 1356.4 1361.0 1345.5 1349.0 -4.0 189,233 308,547 +3,713
Jun11 110204 1356.4 1361.8 1347.6 1350.5 -3.9 7,239 55,813 +1,069
Aug11 110204 1357.2 1361.1 1349.3 1351.9 -3.8 2,150 16,516 +178
Oct11 110204 1355.2 1359.9 1353.4 1353.4 -3.8 1,631 7,476 -1,494
Dec11 110204 1358.0 1365.1 1351.7 1355.1 -3.8 1,087 23,616 +168
Feb12 110204 1360.2 1365.0 1356.5 1357.2 -3.8 4 3,487 +1
Apr12 110204 1359.7 1359.7 1359.7 1359.7 -3.7 4 5,253 +0
Jun12 110204 1362.6 1362.6 1362.6 1362.6 -3.5 8 6,592 +5
Aug12 110204 1365.8 1365.8 1365.8 1365.8 -3.3 0 977 +0
Oct12 110204 1369.9 1369.9 1369.9 1369.9 -3.1 0 1,301 +0
Dec12 110204 1377.5 1377.5 1374.5 1374.5 -2.8 100 13,050 +22
Total Volume and Open Interest 206,038 466,978 +3,930
Silver(CMX)
Mar11 110204 2893.0 2928.5 2872.0 2905.9 +33.1 67,109 66,607 +2,444
May11 110204 2894.0 2930.0 2873.5 2908.0 +33.2 7,033 25,351 +1,181
Jul11 110204 2891.0 2927.5 2879.0 2909.1 +33.4 2,450 8,537 +944
Sep11 110204 2888.0 2917.0 2887.0 2908.6 +33.2 458 4,092 +70
Dec11 110204 2884.0 2921.5 2880.0 2908.5 +33.2 1,333 11,332 -35
Mar12 110204 2907.7 2907.7 2907.7 2907.7 +33.1 7 666 -1
May12 110204 2907.7 2907.7 2907.7 2907.7 +33.2 0 260 +0
Total Volume and Open Interest 79,892 130,601 +4,350
Platinum(NYMEX)
Apr11 110204 1838.2 1863.4 1835.1 1845.8 +1.7 3,534 41,333 +461
Jul11 110204 1858.0 1858.0 1846.6 1848.5 +1.8 59 1,501 +38
Oct11 110204 1856.9 1860.0 1850.7 1850.7 +1.8 1 131 +40
Jan12 110204 1864.3 1864.3 1852.7 1852.7 +1.8 0 1 +0
Total Volume and Open Interest 3,603 42,985 +539
Palladium(NYMEX)
Mar11 110204 820.55 834.50 813.00 816.45 -4.10 3,104 21,386 +200
Jun11 110204 821.55 835.00 815.00 818.00 -4.10 300 1,805 +56
Sep11 110204 830.00 830.00 818.85 818.85 -4.10 1 31 +0
Total Volume and Open Interest 3,405 23,227 +256
Copper(CMX)
Mar11 110204 454.70 461.40 453.60 457.95 +3.50 25,876 102,854 +176
May11 110204 454.90 462.05 454.80 458.75 +3.50 7,194 33,575 +2,251
Jul11 110204 456.30 462.00 456.00 458.65 +3.50 949 12,770 +329
Sep11 110204 455.55 457.95 455.20 457.95 +3.45 133 5,400 -4
Dec11 110204 453.60 459.00 453.60 456.00 +3.45 156 4,724 -29
Total Volume and Open Interest 34,621 163,539 +2,249
DJIA Index(CBOT)
Mar11 110204 12012 12050 11985 12045 +36 298 10,653 +33
Jun11 110204 11980 11980 11944 11980 +36 0 11 +0
Sep11 110204 11925 11925 11889 11925 +36      
Dec11 110204 11870 11870 11834 11870 +36 0 1 +0
Total Volume and Open Interest 298 10,665 +33
S & P 500(CME)
Mar11 110204 1303.30 1308.60 1298.20 1307.20 +3.90 13,017 308,079 +3,069
Jun11 110204 1300.40 1303.00 1293.10 1302.30 +3.90 0 7,702 +0
Sep11 110204 1297.40 1298.10 1288.20 1297.40 +3.90 0 2,950 +0
Dec11 110204 1292.50 1293.20 1283.30 1292.50 +3.90 0 638 +0
Total Volume and Open Interest 13,017 319,369 +3,069
S & P 500 E-Mini(Globex)
Mar11 110204 1303.25 1308.50 1298.00 1307.25 +4.00 1,828,391 2,692,805 -21,563
Jun11 110204 1298.00 1304.75 1293.75 1302.25 +3.75 1,011 19,788 +167
Total Volume and Open Interest 1,829,423 2,712,906 -21,579
NASDAQ 100(CME)
Mar11 110204 2320.80 2341.80 2317.00 2337.50 +15.70 819 15,824 +172
Jun11 110204 2334.80 2337.00 2334.80 2334.80 +15.80 0 701 +0
Sep11 110204 2332.30 2332.50 2332.30 2332.30 +15.80      
Total Volume and Open Interest 819 16,525 +172
NASDAQ 100 E-Mini(Globex)
Mar11 110204 2322.30 2339.50 2316.50 2337.50 +15.70 258,037 356,421 -5,273
Jun11 110204 2320.80 2335.00 2318.50 2334.80 +15.80 41 783 +3
Total Volume and Open Interest 258,078 357,211 -5,270
S & P Midcap 400(CME)
Mar11 110204 941.50 944.20 937.00 944.20 +6.30 0 2,626 -7
Jun11 110204 941.80 941.80 937.50 941.80 +6.30      
Sep11 110204 939.90 939.90 935.60 939.90 +6.30      
Total Volume and Open Interest 0 2,626 -7
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Mar11 110204 10515 10645 10515 10640 +130 8,928 40,663 -362
Jun11 110204 10615 10615 10585 10615 +130 0 153 +0
Total Volume and Open Interest 8,928 40,816 -362
Nikkei 225(SGX)
Mar11 110204 10455 10585 10415 10525 +75 58,075 240,025 +189
Jun11 110204 10455 10490 10450 10450 +75 155 4,520 +45
Sep11 110204 10450 10450 10450 10450 +75 0 400 +0
Total Volume and Open Interest 58,230 255,744 +235
CAC 40(EURONEXT)
Feb11 110204 4050.0 4063.0 4026.5 4045.5 +12.0 129,251 364,232 +4,272
Mar11 110204 4053.0 4064.0 4029.0 4048.0 +12.0 654 77,693 +15
Apr11 110204 4058.5 4058.5 4049.0 4049.0 +12.0 0 6 +0
Total Volume and Open Interest 129,905 441,979 +4,287
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 110204 7212.5 7236.0 7192.0 7216.5 +25.5 117,226 241,432 -3,022
Jun11 110204 7238.0 7256.0 7217.5 7238.5 +25.5 585 11,971 -35
Sep11 110204 7257.5 7277.0 7239.5 7261.0 +26.0 34 630 +10
Total Volume and Open Interest 117,845 254,033 -3,047
FT-SE 100(EURONEXT)
Mar11 110204 5965.00 5993.00 5953.00 5957.50 +7.00 81,530 650,263 +1,261
Jun11 110204 5931.00 5935.00 5914.50 5914.50 +6.50 14 6,005 -27
Sep11 110204 5900.50 5900.50 5883.50 5883.50 +8.00 10 263 +0
Total Volume and Open Interest 81,564 656,641 +1,234
SPI 200(SFE)
Mar11 110204 4782.0 4851.0 4767.0 4844.0 +61.0 31,668 194,209 +7,830
Jun11 110204 4845.0 4867.0 4845.0 4867.0 +60.0 14 3,118 -4
Sep11 110204 4854.0 4858.0 4854.0 4858.0 +60.0 146 1,943 +21
Total Volume and Open Interest 32,148 201,049 +7,972
GSCI(CME)
Feb11 110204 0.64 2.74 646.00 649.50 +649.36 255 14,873 +168
Mar11 110204 8.89 10.64 655.00 3.14 -5.50 2 58 +0
Apr11 110204 9.14 17.14 6.14 9.14 -6.50      
Total Volume and Open Interest 257 14,931 +168
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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