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MRCI's End of Day Prices

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MRCI's End of Day Prices
Daily Futures Price Listing Mon February 07, 2011
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Mar11 110207 1438.00 1443.75 1421.25 1424.50 -9.00 78,364 245,545 -2,723
May11 110207 1448.00 1454.00 1432.00 1435.50 -8.50 25,537 139,642 +5,691
Jul11 110207 1453.75 1460.50 1439.25 1443.00 -7.00 23,753 104,371 +2,868
Aug11 110207 1433.25 1433.25 1416.00 1417.50 -5.00 1,195 5,511 -193
Sep11 110207 1400.25 1407.00 1384.50 1389.00 -4.00 733 4,780 +56
Nov11 110207 1370.00 1383.00 1360.00 1366.00 -3.00 18,099 160,027 +1,627
Jan12 110207 1372.00 1382.75 1362.75 1367.50 -4.00 2,413 15,553 +934
Total Volume and Open Interest 151,824 699,401 +8,514
Soybean Meal(CBOT)
Mar11 110207 384.30 386.90 380.10 382.40 -0.80 26,231 86,723 -3,176
May11 110207 386.90 389.50 382.80 385.40 -0.50 10,224 44,337 +2,413
Jul11 110207 387.50 390.00 383.60 386.20 -0.20 5,849 36,747 -38
Aug11 110207 379.60 380.50 375.00 377.40 +0.50 959 8,406 -141
Sep11 110207 369.30 371.00 364.70 367.20 +0.30 556 7,864 -40
Oct11 110207 357.30 358.80 352.70 356.90 +1.90 994 8,043 +162
Dec11 110207 354.20 356.90 350.50 354.10 +1.10 2,596 19,152 +56
Jan12 110207 353.50 356.10 349.90 353.40 +1.00 93 2,907 +35
Total Volume and Open Interest 47,650 218,854 -686
Soybean Oil(CBOT)
Mar11 110207 59.02 59.34 58.37 58.41 -0.57 50,215 172,614 -6,802
May11 110207 59.60 59.87 58.93 58.97 -0.54 24,439 90,026 +5,278
Jul11 110207 60.08 60.29 59.42 59.47 -0.49 17,464 75,565 +1,101
Aug11 110207 60.37 60.37 59.61 59.61 -0.50 1,574 8,184 +306
Sep11 110207 60.38 60.38 59.73 59.73 -0.50 3,319 10,281 -146
Oct11 110207 60.38 60.47 59.65 59.72 -0.49 5,261 11,427 +266
Dec11 110207 60.51 60.71 59.85 59.91 -0.45 9,056 39,078 +1,854
Jan12 110207 60.13 60.13 59.96 59.96 -0.40 47 516 -14
Total Volume and Open Interest 111,441 409,642 +1,885
Canola(WCE)
Mar11 110207 609.4 612.5 606.5 607.9 -1.5 8,125 84,275 -2,354
May11 110207 616.1 620.9 615.4 616.9 -1.0 5,907 48,439 +2,136
Jul11 110207 625.3 628.3 623.4 624.9 -0.4 3,485 19,043 +326
Nov11 110207 589.6 594.3 589.0 592.8 +3.2 4,462 53,526 +2,405
Jan12 110207 593.7 598.9 593.7 597.6 +3.2 352 3,492 +94
Total Volume and Open Interest 22,669 211,056 +2,912
Corn(CBOT)
Mar11 110207 677.00 682.50 669.50 674.75 -3.75 144,574 547,452 -6,339
May11 110207 687.75 693.25 680.50 685.75 -3.50 45,157 383,122 +7,066
Jul11 110207 692.25 698.25 686.50 691.50 -2.75 39,017 273,624 +4,944
Sep11 110207 640.00 646.00 638.25 643.75 -0.25 3,880 58,016 +1,042
Dec11 110207 600.00 604.75 597.00 602.00 +0.25 29,923 340,890 -1,500
Mar12 110207 608.50 613.50 606.50 611.75 +0.25 5,996 40,353 +814
Total Volume and Open Interest 269,989 1,695,837 +6,155
Wheat(CBOT)
Mar11 110207 861.00 869.50 851.50 858.75 +5.00 51,667 189,655 -4,805
May11 110207 890.00 900.50 883.00 890.50 +5.75 22,317 112,936 +3,190
Jul11 110207 915.25 923.00 908.50 916.75 +8.50 14,208 120,695 -49
Sep11 110207 936.00 945.50 930.00 940.50 +9.75 2,799 30,014 +945
Dec11 110207 948.50 958.50 946.50 954.50 +10.25 7,668 81,620 +1,131
Total Volume and Open Interest 99,502 555,471 +558
Wheat(KCBT)
Mar11 110207 947.25 961.00 943.00 953.50 +10.75 16,874 70,008 -1,068
May11 110207 955.75 972.00 955.00 964.50 +10.75 10,084 59,488 +5,268
Jul11 110207 966.00 980.75 962.50 973.75 +11.25 5,508 58,321 -383
Sep11 110207 983.00 991.50 976.50 985.25 +11.25 2,186 15,742 +353
Dec11 110207 991.00 1005.50 989.75 1000.00 +14.25 2,776 14,704 +110
Total Volume and Open Interest 37,561 221,568 +4,306
Wheat(MGE)
Mar11 110207 992.00 1004.00 985.25 991.25 +2.75 4,421 18,375 -902
May11 110207 999.00 1013.75 995.50 1002.00 +3.25 3,107 15,351 +20
Jul11 110207 1006.75 1020.50 1003.00 1009.50 +4.25 2,112 11,282 +84
Sep11 110207 1003.25 1017.75 1003.25 1009.00 +5.75 1,276 12,193 +45
Dec11 110207 1004.75 1020.25 1004.75 1012.50 +8.50 990 9,527 +16
Total Volume and Open Interest 12,003 68,727 -740
Oats(CBOT)
Mar11 110207 416.00 421.50 408.00 421.00 +5.50 438 6,673 -60
May11 110207 424.00 427.00 416.00 427.00 +6.00 230 4,987 +17
Jul11 110207 425.00 427.00 417.25 427.00 +6.00 43 755 +6
Sep11 110207 389.00 395.25 389.00 394.00 +4.50 1 249 +1
Total Volume and Open Interest 805 14,323 -20
Rough Rice(CBOT)
Mar11 110207 15.82 16.15 15.45 15.55 -0.26 2,341 13,640 -169
May11 110207 16.15 16.43 15.77 15.85 -0.25 1,094 6,030 +108
Jul11 110207 16.34 16.65 16.05 16.09 -0.25 413 2,341 -3
Sep11 110207 16.14 16.49 15.91 15.94 -0.19 189 1,738 +58
Total Volume and Open Interest 4,084 24,393 +1
Live Cattle(CME)
Feb11 110207 108.180 108.800 107.500 107.730 -0.520 19,597 28,364 -8,825
Apr11 110207 113.050 113.800 111.700 111.750 -1.285 16,042 173,270 +627
Jun11 110207 113.700 114.200 112.430 112.635 -1.000 4,481 91,506 +754
Aug11 110207 114.100 114.900 113.430 113.785 -0.515 2,011 29,687 +19
Oct11 110207 117.430 118.000 116.700 117.200 -0.200 1,340 21,335 +333
Dec11 110207 117.330 118.135 117.000 117.680 +0.030 580 17,086 +206
Total Volume and Open Interest 44,284 366,269 -6,752
Feeder Cattle(CME)
Mar11 110207 124.750 125.785 124.200 124.580 -0.420 2,524 21,455 -606
Apr11 110207 126.600 127.430 125.930 126.500 -0.230 1,151 7,288 +129
May11 110207 127.100 128.185 126.680 127.300 -0.050 701 9,208 -185
Aug11 110207 128.250 129.100 127.730 128.400 -0.050 472 10,360 +22
Sep11 110207 128.735 128.735 128.035 128.200 -0.300 17 1,460 -25
Oct11 110207 128.400 128.600 127.830 128.400 -0.100 8 656 +3
Nov11 110207 128.000 128.500 127.850 128.250 -0.050 2 353 +1
Total Volume and Open Interest 4,875 50,783 -661
Lean Hogs(CME)
Feb11 110207 84.500 85.500 84.500 84.950 +0.450 5,568 12,743 -904
Apr11 110207 91.785 92.350 91.200 91.830 +0.180 12,934 105,121 -1,671
May11 110207 98.050 98.700 98.050 98.550 +0.200 145 2,615 +76
Jun11 110207 100.635 101.535 100.450 101.350 +0.465 3,688 60,809 +307
Jul11 110207 99.230 100.300 98.930 100.230 +0.750 1,550 20,791 -151
Aug11 110207 97.700 98.650 97.385 98.500 +0.670 1,944 19,118 +231
Oct11 110207 85.500 86.500 85.200 86.450 +0.915 910 15,573 +189
Dec11 110207 80.930 82.250 80.885 82.200 +1.250 503 6,830 +134
Total Volume and Open Interest 27,309 246,308 -1,780
Class III Milk(CME)
Feb11 110207 16.56 16.64 16.54 16.56 -0.03 308 5,376 -37
Mar11 110207 18.45 18.59 18.45 18.56 +0.06 519 5,710 +159
Apr11 110207 18.12 18.40 18.11 18.32 +0.17 315 4,882 +67
May11 110207 17.77 17.97 17.77 17.88 +0.05 215 4,152 +26
Jun11 110207 17.05 17.24 17.02 17.21 +0.11 100 3,256 +45
Total Volume and Open Interest 1,642 35,975 -4,785
Cocoa(ICE)
Mar11 110207 3255 3281 3188 3223 -28 17,449 29,857 -7,947
May11 110207 3280 3288 3199 3239 -25 14,504 58,247 +3,635
Jul11 110207 3259 3285 3196 3237 -24 2,968 18,289 +1,183
Sep11 110207 3256 3256 3199 3236 -25 729 11,360 +307
Dec11 110207 3242 3242 3186 3226 -19 939 15,302 +142
Mar12 110207 3289 3289 3251 3273 -26 763 23,368 +538
May12 110207 3269 3269 3269 3269 -26 4 5,143 +0
Total Volume and Open Interest 37,357 164,549 -2,141
Coffee "C"(ICE)
Mar11 110207 250.05 252.00 249.15 249.75 +0.45 12,894 63,896 -3,236
May11 110207 251.65 253.85 251.05 251.70 +0.45 7,826 47,066 +3,015
Jul11 110207 251.80 255.00 251.80 253.20 +0.70 1,420 15,548 +455
Sep11 110207 251.00 253.95 251.00 252.25 +1.05 730 6,623 +641
Dec11 110207 249.50 251.10 249.00 250.30 +1.60 427 10,291 +124
Mar12 110207 248.00 248.40 247.45 248.40 +1.75 193 1,440 +138
Total Volume and Open Interest 23,527 145,674 +1,153
Orange Juice(ICE)
Mar11 110207 173.30 175.50 170.60 172.50 -0.10 621 17,604 -459
May11 110207 171.25 172.85 168.80 170.50 -0.75 330 10,451 +509
Jul11 110207 170.00 170.30 168.30 169.85 -0.05 19 2,623 -3
Sep11 110207 169.50 169.50 167.80 169.35 +0.15 4 506 +2
Nov11 110207 168.05 168.05 168.05 168.05 +0.35 4 549 -2
Jan12 110207 167.45 167.45 167.45 167.45 +0.35 0 6 +0
Total Volume and Open Interest 978 31,761 +47
Sugar #11(ICE)
Mar11 110207 33.00 33.40 32.56 32.68 +0.04 76,514 187,885 -8,133
May11 110207 30.61 31.19 30.52 30.63 +0.24 43,029 142,576 +2,572
Jul11 110207 27.77 28.47 27.76 28.34 +0.65 28,374 138,036 +3,418
Oct11 110207 25.96 26.56 25.78 26.49 +0.75 12,742 72,215 +1,580
Mar12 110207 25.00 25.78 24.93 25.70 +0.77 8,065 52,082 -54
Total Volume and Open Interest 171,413 646,155 -881
London Cocoa(LCE)
Mar11 110207 2135 2142 2092 2109 -30 7,266 49,347 -611
May11 110207 2122 2129 2082 2100 -25 4,985 36,778 +485
Jul11 110207 2105 2108 2069 2091 -22 1,192 29,901 +480
Sep11 110207 2093 2093 2058 2083 -19 1,036 21,457 +102
Dec11 110207 2090 2090 2047 2069 -22 501 26,825 +168
Mar12 110207 2090 2092 2058 2077 -22 94 22,100 +7
May12 110207 2095 2095 2075 2083 -22 4 3,992 -4
Total Volume and Open Interest 15,100 198,328 +627
London Sugar(LCE)
Mar11 110207 800.00 807.90 797.00 799.50 +5.10 9,906 17,548 -1,797
May11 110207 776.90 785.00 774.60 778.80 +9.30 2,883 20,047 +684
Aug11 110207 737.00 743.50 733.50 740.40 +13.90 507 10,504 +124
Oct11 110207 674.50 683.10 673.00 678.90 +15.00 141 3,065 -7
Dec11 110207 661.30 661.50 659.00 659.00 +16.10 73 1,091 -65
Total Volume and Open Interest 13,538 53,235 -1,038
Cotton(ICE)
Mar11 110207 167.51 174.86 164.76 174.51 +6.65 14,810 87,784 +3,539
May11 110207 163.25 170.82 161.75 170.82 +7.00 8,792 33,873 +1,993
Jul11 110207 156.10 163.03 154.59 163.03 +7.00 5,329 38,281 -37
Oct11 110207 132.89 137.13 132.89 135.85 +4.71 79 211 +26
Dec11 110207 113.20 120.49 113.00 118.87 +4.96 3,420 56,821 -13
Mar12 110207 107.78 113.75 107.69 111.95 +4.17 192 3,324 +84
Total Volume and Open Interest 32,697 222,772 +5,610
Lumber(CME)
Mar11 110207 303.6 304.0 298.6 298.6 -2.9 381 4,104 -142
May11 110207 318.3 318.8 314.8 317.5 +1.9 275 4,042 +81
Jul11 110207 321.0 321.0 317.0 319.0 -2.0 165 1,512 +30
Sep11 110207 320.0 320.0 320.0 320.0 unch 1 218 +0
Total Volume and Open Interest 822 9,879 -31
Crude Oil(NYM)
Mar11 110207 89.06 89.54 87.18 87.48 -1.55 359,925 365,414 -10,431
Apr11 110207 92.01 92.42 90.41 90.64 -1.21 146,776 157,165 +4,266
May11 110207 94.24 94.64 93.00 93.16 -0.84 71,659 115,187 +4,968
Jun11 110207 95.61 96.04 94.51 94.70 -0.62 59,198 113,548 +1,584
Jul11 110207 96.32 96.97 95.51 95.72 -0.52 20,498 56,980 -854
Aug11 110207 97.34 97.54 96.19 96.46 -0.46 16,445 44,922 +1,227
Sep11 110207 97.65 97.81 96.75 96.97 -0.44 16,162 43,038 +721
Oct11 110207 98.06 98.20 97.41 97.42 -0.42 12,827 24,477 +277
Nov11 110207 98.32 98.32 97.53 97.82 -0.40 8,875 29,119 +950
Dec11 110207 98.90 99.42 97.85 98.18 -0.39 36,623 178,212 -2,286
Jan12 110207 99.27 99.31 98.28 98.46 -0.38 3,174 30,028 +68
Feb12 110207 98.64 98.66 98.61 98.66 -0.36 2,117 11,247 +719
Mar12 110207 99.57 99.65 98.78 98.78 -0.36 2,015 14,509 -377
Apr12 110207 98.85 98.85 98.85 98.85 -0.35 229 6,359 +110
May12 110207 98.91 98.91 98.91 98.91 -0.33 100 8,218 +21
Jun12 110207 99.70 100.14 98.99 98.99 -0.31 2,443 53,868 +351
Total Volume and Open Interest 783,001 1,562,364 +1,971
e-miNY Crude Oil(NYM)
Feb11 110119 91.225 92.100 90.500 90.850 -0.525 6,388 2,249 -394
Mar11 110207 89.100 89.525 87.175 87.475 -1.550 11,420 9,010 +201
Apr11 110207 91.500 92.400 90.425 90.650 -1.200 938 2,493 +113
May11 110207 94.675 94.675 93.100 93.150 -0.850 101 561 +8
Jun11 110207 95.675 95.675 94.600 94.700 -0.625 5 84 +3
Jul11 110207 95.725 95.725 95.725 95.725 -0.525 1 14 +0
Aug11 110207 96.450 96.450 96.450 96.450 -0.475 2 10 +0
Sep11 110207 97.575 97.575 96.975 96.975 -0.425 0 6 +0
Oct11 110207 97.425 97.425 97.425 97.425 -0.425 0 42 +0
Nov11 110207 97.825 97.825 97.825 97.825 -0.400 0 3 +0
Total Volume and Open Interest 12,467 12,519 +325
Heating Oil(NYM)
Mar11 110207 271.89 273.89 269.10 270.61 -1.06 57,114 100,790 -6,421
Apr11 110207 272.26 274.04 269.24 270.78 -1.03 26,873 51,354 +1,647
May11 110207 273.45 274.26 269.78 271.36 -0.84 13,161 26,582 +206
Jun11 110207 273.80 275.13 270.89 272.30 -0.78 16,653 43,296 -232
Jul11 110207 276.27 276.27 272.00 273.75 -0.70 4,065 14,013 +547
Aug11 110207 276.68 276.68 273.70 275.21 -0.68 2,439 12,049 +337
Sep11 110207 277.72 278.59 276.04 277.03 -0.73 2,325 11,932 +661
Oct11 110207 280.20 280.28 278.33 278.83 -0.80 1,580 5,278 +112
Nov11 110207 281.70 281.78 280.48 280.85 -0.75 751 6,125 +274
Dec11 110207 283.02 284.42 281.30 282.68 -0.72 4,167 23,908 -512
Jan12 110207 283.86 284.20 283.86 284.20 -0.65 329 5,974 +115
Feb12 110207 284.45 284.80 284.45 284.80 -0.60 22 876 +2
Total Volume and Open Interest 129,902 311,700 -3,187
Gasoline(NYMEX)
Mar11 110207 244.15 247.45 243.53 245.05 +1.52 54,066 87,850 -9,160
Apr11 110207 260.25 261.61 257.99 258.98 +0.56 28,423 41,634 +124
May11 110207 260.50 262.90 259.39 260.48 +0.42 16,226 33,081 +784
Jun11 110207 263.43 263.50 260.08 261.17 +0.32 15,953 30,309 +1,125
Jul11 110207 261.04 262.78 260.18 261.11 +0.41 5,474 12,881 +429
Aug11 110207 261.88 262.00 259.38 260.46 +0.41 3,914 9,417 +91
Sep11 110207 260.19 260.22 258.00 258.97 +0.37 4,715 5,845 -217
Oct11 110207 249.62 249.67 248.87 248.87 +0.19 3,042 4,645 -407
Nov11 110207 247.51 247.51 247.51 247.51 +0.13 2,843 2,474 +185
Dec11 110207 247.30 248.22 246.02 247.11 +0.01 3,867 20,565 +357
Total Volume and Open Interest 138,673 263,230 -6,694
e-miNY RBOB Gasoline(NYM)
Mar11 110207 245.10 245.10 245.05 245.10 +1.60 0 5 +0
Apr11 110207 259.00 259.00 258.98 259.00 +0.60 0 1 +0
May11 110207 260.50 260.50 260.48 260.50 +0.40 0 1 +0
Jun11 110207 261.20 261.20 261.17 261.20 +0.30 0 1 +0
Total Volume and Open Interest 0 10 +0
Natural Gas(NYM)
Mar11 110207 4.260 4.274 4.101 4.104 -0.206 110,631 232,251 -7,694
Apr11 110207 4.295 4.309 4.136 4.140 -0.202 61,879 119,732 +4,602
May11 110207 4.350 4.364 4.200 4.204 -0.195 49,052 101,899 +10,885
Jun11 110207 4.410 4.449 4.263 4.267 -0.189 20,141 41,129 +7,465
Jul11 110207 4.503 4.503 4.321 4.323 -0.185 11,404 36,763 +826
Aug11 110207 4.491 4.491 4.350 4.355 -0.180 3,482 20,691 -46
Sep11 110207 4.495 4.500 4.357 4.361 -0.178 5,661 15,973 +1,481
Oct11 110207 4.546 4.546 4.406 4.411 -0.172 13,627 63,480 +2,178
Nov11 110207 4.685 4.685 4.582 4.586 -0.153 2,828 25,451 -120
Dec11 110207 4.939 4.948 4.827 4.829 -0.140 2,998 24,458 +625
Jan12 110207 5.055 5.055 4.956 4.961 -0.133 6,332 47,878 +528
Feb12 110207 4.984 4.992 4.941 4.941 -0.130 677 11,615 +377
Mar12 110207 4.936 4.936 4.871 4.871 -0.130 1,075 25,873 +287
Apr12 110207 4.776 4.777 4.700 4.709 -0.120 1,831 21,821 +38
May12 110207 4.765 4.765 4.723 4.723 -0.112 132 5,403 -8
Jun12 110207 4.811 4.811 4.750 4.750 -0.110 20 4,257 +16
Total Volume and Open Interest 292,536 865,691 +21,666
Brent Crude Oil(ICE)
Mar11 110207 100.35 100.90 98.77 99.25 -0.58 173,531 142,770 -10,900
Apr11 110207 100.67 101.35 99.40 99.87 -0.38 107,346 207,687 +14,309
May11 110207 101.18 101.73 99.93 100.37 -0.26 38,079 101,672 +3,822
Jun11 110207 101.43 102.02 100.38 100.77 -0.17 37,493 120,443 -558
Jul11 110207 101.55 102.06 100.70 101.03 -0.12 6,758 38,905 +994
Aug11 110207 101.68 102.33 100.92 101.19 -0.09 3,835 19,516 +515
Sep11 110207 101.72 102.43 101.02 101.31 -0.06 3,252 29,664 -14
Oct11 110207 101.91 102.54 101.17 101.43 -0.06 1,977 20,711 +181
Nov11 110207 102.01 102.45 101.25 101.53 -0.04 2,629 15,000 +36
Dec11 110207 102.09 102.72 101.12 101.62 -0.01 27,077 112,189 +2,012
Jan12 110207 101.75 101.75 101.75 101.75 +0.01 1,913 12,975 +47
Feb12 110207 101.90 101.90 101.90 101.90 +0.04 1,359 7,030 +396
Mar12 110207 102.03 102.03 102.03 102.03 +0.07 4,096 9,399 +1,514
Apr12 110207 102.04 102.04 102.04 102.04 +0.08 681 3,191 +203
Total Volume and Open Interest 417,645 956,368 +12,900
Gas Oil(ICE)
Feb11 110207 847.00 850.00 835.25 845.00 +1.75 32,303 73,370 -6,100
Mar11 110207 849.75 856.00 841.25 851.00 +2.00 96,029 168,676 +5,270
Apr11 110207 854.00 859.50 844.75 854.75 +2.00 31,219 85,560 +471
May11 110207 857.50 863.00 848.50 858.25 +2.00 18,475 62,667 -81
Jun11 110207 861.25 866.50 852.50 862.00 +2.00 26,264 66,412 -662
Jul11 110207 865.00 870.25 858.75 866.25 +2.25 6,520 25,467 -144
Aug11 110207 868.75 873.00 863.50 870.00 +2.25 5,673 23,765 +139
Sep11 110207 872.25 876.00 865.75 873.50 +2.25 5,783 21,759 +320
Oct11 110207 874.25 878.00 871.00 875.50 +2.25 4,450 17,156 +1,349
Nov11 110207 875.75 877.00 872.75 877.00 +2.25 2,112 12,895 +398
Total Volume and Open Interest 245,458 689,078 +3,688
Ethanol(CBOT)
Feb11 110203 2.340 2.345 2.340 2.340 +0.005 15 114 -120
Mar11 110207 2.400 2.408 2.386 2.398 -0.015 303 1,335 -48
Apr11 110207 2.410 2.420 2.401 2.415 -0.009 183 1,218 +13
May11 110207 2.424 2.431 2.424 2.430 -0.010 60 486 +2
Jun11 110207 2.449 2.449 2.439 2.442 -0.009 84 798 +81
Jul11 110207 2.441 2.450 2.441 2.450 -0.015 30 816 -10
Aug11 110207 2.415 2.427 2.415 2.426 -0.004 29 793 +9
Sep11 110207 2.362 2.367 2.361 2.364 -0.007 11 541 +11
Total Volume and Open Interest 741 7,921 +72
WTI Crude Oil(ICE
Mar11 110207 89.38 89.50 87.17 87.48 -1.55 92,089 125,146 -1,897
Apr11 110207 92.42 92.42 90.42 90.64 -1.21 49,929 65,610 -3,354
May11 110207 94.61 94.61 93.04 93.16 -0.84 18,734 49,942 -5,207
Jun11 110207 95.76 95.94 94.59 94.70 -0.62 18,117 60,006 -283
Jul11 110207 96.66 96.83 95.66 95.72 -0.52 3,482 20,544 +131
Aug11 110207 97.36 97.36 96.32 96.46 -0.46 2,137 16,518 -204
Sep11 110207 97.85 97.85 96.74 96.97 -0.44 4,029 20,857 -94
Oct11 110207 98.28 98.28 97.29 97.42 -0.42 4,105 15,385 -150
Nov11 110207 98.74 98.74 97.65 97.82 -0.40 2,798 10,856 +28
Dec11 110207 98.50 99.23 97.92 98.18 -0.39 17,227 90,188 +1,325
Jan12 110207 98.46 98.46 98.46 98.46 -0.38 350 9,254 -13
Feb12 110207 98.66 98.66 98.66 98.66 -0.36 31 1,328 +11
Mar12 110207 98.78 98.78 98.78 98.78 -0.36 82 3,998 -2
Apr12 110207 98.85 98.85 98.85 98.85 -0.35 10 1,361 -2
May12 110207 98.91 98.91 98.91 98.91 -0.33 8 942 +0
Jun12 110207 98.99 98.99 98.99 98.99 -0.31 498 22,297 +309
Total Volume and Open Interest 217,145 594,050 -9,460
US Dollar Index(ICE)
Mar11 110207 78.170 78.440 77.940 78.122 -0.035 26,228 41,498 +1,527
Jun11 110207 78.485 78.775 78.325 78.482 -0.035 167 1,111 +36
Sep11 110207 78.842 78.842 78.842 78.842 -0.035 0 4 +0
Total Volume and Open Interest 26,395 42,614 +1,563
Australian Dollar(CME)
Mar11 110207 100.97 101.18 100.60 100.98 +0.06 92,552 135,967 +5,690
Jun11 110207 99.71 100.01 99.57 99.82 +0.06 131 877 +68
Sep11 110207 98.57 98.57 98.51 98.57 +0.06 1 13 -1
Total Volume and Open Interest 92,684 136,952 +5,757
British Pound(CME)
Mar11 110207 160.97 161.81 160.84 161.15 +0.24 121,311 113,894 +3,273
Jun11 110207 161.43 161.58 160.73 160.95 +0.22 19 552 +1
Sep11 110207 160.64 160.64 160.42 160.64 +0.22 0 17 +0
Total Volume and Open Interest 121,330 114,495 +3,274
Canadian Dollar(CME)
Mar11 110207 101.25 101.37 100.81 100.92 -0.23 107,070 140,392 +12,061
Jun11 110207 101.09 101.10 100.60 100.70 -0.23 530 3,233 -49
Sep11 110207 100.50 100.64 100.40 100.42 -0.22 66 1,054 -5
Dec11 110207 100.30 100.48 100.15 100.15 -0.21 39 1,543 +6
Total Volume and Open Interest 107,722 146,275 +12,009
Japanese Yen(CME)
Mar11 110207 121.65 121.74 121.28 121.53 -0.09 168,723 116,373 -6,131
Jun11 110207 121.74 121.79 121.41 121.64 -0.09 286 1,117 +42
Sep11 110207 121.81 121.90 121.81 121.81 -0.09 0 28 +0
Total Volume and Open Interest 169,010 117,525 -6,090
Swiss Franc(CME)
Mar11 110207 104.60 104.97 104.21 104.74 +0.04 60,000 47,781 -1,941
Jun11 110207 104.72 104.84 104.71 104.84 +0.04 27 129 +4
Sep11 110207 105.05 105.05 104.92 104.96 +0.04 0 6 +0
Total Volume and Open Interest 60,032 47,927 -1,933
EuroFX(CME)
Mar11 110207 135.68 136.21 135.03 135.82 +0.03 368,615 196,117 +1,752
Jun11 110207 135.47 136.02 134.88 135.66 +0.04 749 4,262 +144
Sep11 110207 134.75 135.45 134.75 135.45 +0.06 2 43 +0
Total Volume and Open Interest 369,366 200,782 +1,896
Mexican Peso(CME)
Feb11 110207 834.0 835.2 834.0 834.0 -1.2      
Mar11 110207 831.8 833.8 829.5 830.5 -1.2 23,907 145,173 +612
Total Volume and Open Interest 25,451 146,191 +1,525
30-Year T-Bonds(CBOT)
Mar11 110207 117~300 118~060 117~140 118~030 +0~070 422,353 582,332 +16,642
Jun11 110207 116~150 116~170 115~260 116~140 +0~080 4,295 6,318 +1,518
Sep11 110207 114~260 114~260 114~180 114~260 +0~080 0 2 +0
Total Volume and Open Interest 426,648 588,652 +18,160
10-Year T-Notes(CBOT)
Mar11 110207 118~195 118~225 118~070 118~195 +0~010 1,624,263 1,446,055 +29,695
Jun11 110207 117~040 117~060 116~240 117~025 unch 12,064 25,029 +6,695
Sep11 110207 115~170 115~310 115~170 115~275 -0~035      
Total Volume and Open Interest 1,636,327 1,471,088 +36,390
5-Year T-Notes(CBOT)
Mar11 110207 116~112 116~117 116~073 116~113 +0~004 900,634 1,271,289 +52,215
Jun11 110207 115~106 115~111 115~073 115~111 +0~003 12,812 21,168 +6,930
Sep11 110207 115~007 115~007 115~004 115~007 +0~003      
Total Volume and Open Interest 913,446 1,292,457 +59,145
2 Year T-Notes(CBOT)
Mar11 110207 109~027 109~030 109~015 109~023 -0~002 383,741 838,792 +27,710
Jun11 110207 108~122 108~122 108~106 108~111 -0~003 695 2,980 +224
Sep11 110207 108~077 108~080 108~077 108~077 -0~003      
Total Volume and Open Interest 384,436 841,772 +27,934
Eurodollars(CME)
Mar11 110207 99.660 99.670 99.660 99.665 unch 156,205 1,120,849 -11,249
Jun11 110207 99.575 99.580 99.560 99.580 +0.005 237,246 1,144,858 +15,432
Sep11 110207 99.420 99.435 99.395 99.430 +0.005 303,318 1,134,223 -4,115
Dec11 110207 99.225 99.230 99.170 99.220 unch 414,453 1,025,124 +8,741
Mar12 110207 98.930 98.955 98.875 98.935 -0.010 552,534 1,050,264 +10,868
Jun12 110207 98.615 98.615 98.515 98.585 -0.010 492,074 650,908 -5,254
Sep12 110207 98.235 98.250 98.150 98.225 -0.010 367,258 544,339 +12,669
Dec12 110207 97.905 97.915 97.810 97.885 -0.010 342,946 357,889 +5,532
Mar13 110207 97.595 97.610 97.500 97.580 -0.015 259,400 243,756 +5,266
Jun13 110207 97.340 97.340 97.215 97.295 -0.020 182,733 185,270 +6,301
Sep13 110207 97.055 97.065 96.955 97.035 -0.015 151,068 189,275 -44
Dec13 110207 96.785 96.795 96.690 96.775 -0.010 128,367 162,202 +4,235
Mar14 110207 96.550 96.560 96.460 96.540 -0.005 95,331 130,003 +1,817
Jun14 110207 96.320 96.325 96.225 96.305 unch 88,446 117,205 +4,984
Sep14 110207 96.100 96.105 96.000 96.085 +0.005 59,263 67,632 +240
Dec14 110207 95.880 95.880 95.780 95.860 +0.005 38,680 75,911 +674
Mar15 110207 95.675 95.695 95.595 95.675 +0.005 23,042 55,975 +2,045
Jun15 110207 3.675 3.765 3.670 3.745 unch 18,503 37,059 +1,031
Total Volume and Open Interest 3,955,264 8,520,095 +61,852
30 Day Federal Funds(CBOT)
Feb11 110207 99.832 99.835 99.830 99.832 -0.003 2,598 75,532 -1,125
Mar11 110207 99.835 99.840 99.830 99.835 -0.005 1,283 56,856 -402
Apr11 110207 99.840 99.845 99.840 99.845 unch 4,048 50,792 -316
May11 110207 99.840 99.850 99.840 99.845 unch 2,700 61,690 -337
Jun11 110207 99.835 99.840 99.830 99.840 unch 3,842 39,868 +1,309
Jul11 110207 99.815 99.820 99.805 99.815 -0.005 7,129 42,560 +843
Total Volume and Open Interest 61,653 558,422 +58
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 110207 99.662 99.662 99.662 99.662 unch 0 3,764 -25
Jun11 110207 99.647 99.647 99.647 99.647 unch 0 175 +0
Sep11 110207 99.635 99.635 99.635 99.635 unch      
Dec11 110207 99.615 99.615 99.615 99.615 unch 0 75 +0
Mar12 110207 99.595 99.595 99.595 99.595 unch      
Jun12 110207 99.640 99.640 99.640 99.640 unch      
Sep12 110207 99.590 99.590 99.590 99.590 unch      
Dec12 110207 99.495 99.495 99.495 99.495 unch      
Mar13 110207 99.495 99.495 99.495 99.495 unch      
Jun13 110207 99.450 99.450 99.450 99.450 unch      
Total Volume and Open Interest 0 4,014 -25
3-Mth Euro-Yen(SGX)
Mar11 110207 99.66 99.66 99.66 99.66 unch 0 5,210 +0
Jun11 110207 99.65 99.65 99.65 99.65 unch 0 1,222 +0
Sep11 110207 99.64 99.64 99.64 99.64 unch 0 786 +0
Dec11 110207 99.60 99.61 99.60 99.61 unch 0 1,630 +37
Mar12 110207 99.60 99.60 99.60 99.60 unch 0 405 +0
Jun12 110207 99.64 99.64 99.64 99.64 unch 0 754 +0
Sep12 110207 99.59 99.59 99.59 99.59 unch 0 310 +0
Dec12 110207 99.50 99.50 99.50 99.50 unch 0 4 +0
Total Volume and Open Interest 0 10,322 +37
Japanese Gov't Bonds(SGX)
Mar11 110207 139.06 139.15 138.70 138.95 -0.11 2,303 13,800 +615
Jun11 110207 138.12 138.12 138.12 138.12 -0.11 0 1 +0
Sep11 110207 135.69 135.69 135.69 135.69 -0.11      
Total Volume and Open Interest 2,303 13,801 +615
Euro-Bund(EUREX)
Mar11 110207 122.45 122.92 122.42 122.86 +0.21 843,943 1,247,646 -123,650
Jun11 110207 121.01 121.45 121.01 121.45 +0.21 2,719 21,466 +9,421
Sep11 110207 121.10 121.10 121.10 121.10 +0.27 0 1 +0
Total Volume and Open Interest 846,662 1,269,113 -114,229
Euro-Bobl(EUREX)
Mar11 110207 116.39 116.76 116.39 116.73 +0.24 540,543 925,721 -58,922
Jun11 110207 115.10 115.30 115.10 115.28 +0.24 251 20,971 +1,310
Sep11 110207 114.66 114.66 114.66 114.66 +0.17      
Total Volume and Open Interest 540,794 946,692 -57,612
3-Mth Euribor(EUREX)
Mar11 110207 98.835 98.865 98.835 98.865 +0.040 3 5,920 +126
Jun11 110207 98.600 98.620 98.600 98.615 +0.050 6 9,649 +208
Sep11 110207 98.365 98.385 98.360 98.385 +0.050 24 2,142 +2
Total Volume and Open Interest 58 26,105 +833
Long Gilt(LIFFE)
Mar11 110207 115~13 115~30 115~12 115~27 -0~01 90,942 251,615 -4,340
Jun11 110207 114~19 114~19 114~19 114~19 -0~01      
Total Volume and Open Interest 91,032 251,615 -4,340
3-Mth Short Sterling(LIFFE)
Mar11 110207 99.07 99.07 99.02 99.06 -0.02 62,824 296,813 -20,889
Jun11 110207 98.81 98.84 98.77 98.83 -0.02 102,394 351,416 +15,133
Sep11 110207 98.55 98.59 98.49 98.58 -0.02 95,877 271,685 -22,711
Dec11 110207 98.23 98.29 98.20 98.28 -0.02 105,372 317,109 +7,960
Mar12 110207 97.93 97.98 97.88 97.96 -0.02 130,271 306,519 +4,180
Jun12 110207 97.59 97.65 97.55 97.63 -0.03 89,554 210,990 -8,574
Total Volume and Open Interest 775,149 2,186,886 -32,262
3-Mth Euribor(LIFFE)
Mar11 110207 98.825 98.870 98.820 98.865 +0.040 128,093 620,155 -21,536
Jun11 110207 98.560 98.625 98.545 98.615 +0.050 157,081 623,130 -2,575
Sep11 110207 98.310 98.395 98.305 98.385 +0.050 152,356 486,745 +16,583
Total Volume and Open Interest 1,180,679 3,534,187 +13,368
3-Mth Aus T-Bills(SFE)
Mar11 110207 95.02 95.03 95.00 95.03 +0.01 13,943 168,373 -2,900
Jun11 110207 94.89 94.90 94.85 94.88 -0.02 27,034 182,757 -6,950
Sep11 110207 94.74 94.75 94.69 94.71 -0.04 26,963 120,923 -8,478
Dec11 110207 94.57 94.57 94.51 94.54 -0.04 13,993 73,378 -1,914
Mar12 110207 94.43 94.43 94.37 94.39 -0.05 4,727 52,809 +1,144
Jun12 110207 94.33 94.34 94.27 94.30 -0.06 2,915 41,691 +1,095
Sep12 110207 94.27 94.27 94.21 94.23 -0.07 1,345 27,377 +117
Dec12 110207 94.20 94.20 94.14 94.16 -0.08 474 14,623 +55
Mar13 110207 94.09 94.13 94.09 94.12 -0.09 38 3,074 +35
Jun13 110207 94.08 94.09 94.07 94.07 -0.09 5 596 +2
Total Volume and Open Interest 91,438 688,097 -17,794
10-Year Aus T-Bonds(SFE)
Mar11 110207 94.31 94.32 94.24 94.26 -0.05 32,961 364,003 -16,007
Jun11 110207 94.26 94.26 94.26 94.26 -0.05      
Total Volume and Open Interest 32,961 364,003 -16,007
3-Year Aus T-Bonds(SFE)
Mar11 110207 94.71 94.72 94.63 94.65 -0.07 165,858 501,960 -19,871
Jun11 110207 94.65 94.65 94.65 94.65 -0.07      
Total Volume and Open Interest 165,858 501,960 -19,871
Gold(CMX)
Feb11 110207 1345.8 1353.8 1343.8 1347.6 -0.7 591 1,230 -463
Apr11 110207 1348.1 1354.5 1344.1 1348.2 -0.8 141,182 307,169 -1,378
Jun11 110207 1348.0 1355.6 1346.0 1349.7 -0.8 3,318 55,910 +97
Aug11 110207 1347.4 1356.1 1347.4 1351.2 -0.7 2,154 17,367 +851
Oct11 110207 1352.7 1356.7 1352.7 1352.7 -0.7 555 7,700 +224
Dec11 110207 1353.1 1360.0 1353.1 1354.4 -0.7 1,344 23,885 +269
Feb12 110207 1357.7 1357.7 1356.6 1356.6 -0.6 120 3,537 +50
Apr12 110207 1359.1 1359.1 1359.1 1359.1 -0.6 50 5,293 +40
Jun12 110207 1362.0 1362.0 1362.0 1362.0 -0.6 106 6,593 +1
Aug12 110207 1365.3 1365.3 1365.3 1365.3 -0.5 0 977 +0
Oct12 110207 1369.5 1369.5 1369.5 1369.5 -0.4 0 1,301 +0
Dec12 110207 1376.2 1378.3 1374.2 1374.2 -0.3 126 13,075 +25
Total Volume and Open Interest 151,330 466,508 -470
Silver(CMX)
Mar11 110207 2917.5 2945.0 2900.5 2934.3 +28.4 55,833 66,540 -67
May11 110207 2916.5 2947.0 2904.5 2936.7 +28.7 5,085 26,324 +973
Jul11 110207 2913.0 2945.0 2913.0 2938.3 +29.2 1,137 8,771 +234
Sep11 110207 2918.0 2938.0 2918.0 2938.0 +29.4 122 4,130 +38
Dec11 110207 2915.5 2945.5 2914.5 2938.1 +29.6 981 11,649 +317
Mar12 110207 2937.3 2937.3 2937.3 2937.3 +29.6 0 666 +0
May12 110207 2937.1 2937.1 2937.1 2937.1 +29.4 0 260 +0
Total Volume and Open Interest 63,437 132,160 +1,559
Platinum(NYMEX)
Apr11 110207 1848.0 1851.9 1835.0 1844.2 -1.6 5,233 41,381 +48
Jul11 110207 1848.6 1851.2 1842.0 1847.2 -1.3 48 1,526 +25
Oct11 110207 1849.4 1849.4 1849.4 1849.4 -1.3 6 92 -39
Jan12 110207 1851.4 1851.4 1851.4 1851.4 -1.3 10 10 +9
Total Volume and Open Interest 5,301 43,028 +43
Palladium(NYMEX)
Mar11 110207 816.00 823.25 814.45 819.05 +2.60 4,185 21,127 -259
Jun11 110207 815.90 822.50 815.90 820.70 +2.70 398 2,125 +320
Sep11 110207 821.50 821.55 821.50 821.55 +2.70 1 31 +0
Total Volume and Open Interest 4,592 23,292 +65
Copper(CMX)
Mar11 110207 457.95 463.75 453.70 457.50 -0.45 29,839 100,074 -2,780
May11 110207 459.55 464.00 454.95 458.40 -0.35 6,827 35,713 +2,138
Jul11 110207 462.20 463.85 456.85 458.55 -0.10 2,557 14,234 +1,464
Sep11 110207 459.95 462.00 457.95 458.00 +0.05 222 5,389 -11
Dec11 110207 460.00 460.00 456.35 456.35 +0.35 145 4,737 +13
Total Volume and Open Interest 39,861 164,398 +859
DJIA Index(CBOT)
Mar11 110207 12043 12133 12036 12108 +63 564 10,715 +62
Jun11 110207 12043 12043 11980 12043 +63 0 11 +0
Sep11 110207 11988 11988 11925 11988 +63      
Dec11 110207 11933 11933 11870 11933 +63 0 1 +0
Total Volume and Open Interest 564 10,727 +62
S & P 500(CME)
Mar11 110207 1307.30 1320.00 1306.10 1315.80 +8.60 14,613 310,062 +1,983
Jun11 110207 1315.00 1315.00 1310.30 1310.90 +8.60 93 7,665 -37
Sep11 110207 1304.00 1308.90 1304.00 1306.00 +8.60 50 3,000 +50
Dec11 110207 1301.10 1304.00 1300.50 1301.10 +8.60 0 638 +0
Total Volume and Open Interest 14,756 321,365 +1,996
S & P 500 E-Mini(Globex)
Mar11 110207 1307.25 1320.00 1306.00 1315.75 +8.50 1,585,618 2,706,640 +13,835
Jun11 110207 1301.50 1315.00 1301.50 1311.00 +8.75 1,034 19,942 +154
Total Volume and Open Interest 1,586,662 2,726,891 +13,985
NASDAQ 100(CME)
Mar11 110207 2335.80 2359.50 2334.80 2345.00 +7.50 501 15,811 -13
Jun11 110207 2342.30 2358.00 2342.30 2342.30 +7.50 0 701 +0
Sep11 110207 2339.80 2340.50 2339.80 2339.80 +7.50      
Total Volume and Open Interest 501 16,512 -13
NASDAQ 100 E-Mini(Globex)
Mar11 110207 2337.80 2359.80 2334.50 2345.00 +7.50 224,139 352,239 -4,182
Jun11 110207 2339.00 2355.00 2338.50 2342.30 +7.50 90 809 +26
Total Volume and Open Interest 224,231 353,055 -4,156
S & P Midcap 400(CME)
Mar11 110207 951.20 951.20 950.00 951.20 +7.00 2 2,624 -2
Jun11 110207 948.60 948.60 947.60 948.60 +6.80      
Sep11 110207 946.50 946.50 945.70 946.50 +6.60      
Total Volume and Open Interest 2 2,624 -2
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Mar11 110207 10650 10690 10585 10665 +25 11,688 42,314 +1,651
Jun11 110207 10640 10640 10615 10640 +25 0 153 +0
Total Volume and Open Interest 11,688 42,467 +1,651
Nikkei 225(SGX)
Mar11 110207 10535 10660 10510 10585 +60 76,670 243,848 +3,823
Jun11 110207 10560 10560 10505 10510 +60 55 4,553 +33
Sep11 110207 10510 10510 10510 10510 +60 0 400 +0
Total Volume and Open Interest 76,726 259,580 +3,836
CAC 40(EURONEXT)
Feb11 110207 4063.0 4100.0 4050.5 4090.0 +44.5 98,708 347,637 -16,595
Mar11 110207 4066.0 4101.0 4053.5 4093.0 +45.0 213 77,605 -88
Apr11 110207 4095.5 4095.5 4095.5 4095.5 +46.5 2 8 +2
Total Volume and Open Interest 98,925 425,300 -16,679
Hang Seng Index(HKFE)
Feb11 110207 24008 24018 23466 23515 -440 39,009 95,842 -1,598
Mar11 110207 23811 23946 23405 23451 -439 547 9,015 +152
Total Volume and Open Interest 39,639 106,808 -1,388
DAX(EUREX)
Mar11 110207 7236.0 7295.0 7218.5 7287.0 +70.5 107,617 246,980 +5,548
Jun11 110207 7255.0 7315.0 7243.0 7308.5 +70.0 145 12,195 +224
Sep11 110207 7278.5 7337.0 7265.5 7330.5 +69.5 52 639 +9
Total Volume and Open Interest 107,814 259,814 +5,781
FT-SE 100(EURONEXT)
Mar11 110207 5985.00 6023.50 5963.50 6012.00 +54.50 73,361 652,106 +1,843
Jun11 110207 5950.00 5972.00 5950.00 5969.00 +54.50 109 6,006 +1
Sep11 110207 5938.00 5938.00 5938.00 5938.00 +54.50 1 264 +1
Total Volume and Open Interest 73,471 658,486 +1,845
SPI 200(SFE)
Mar11 110207 4843.0 4854.0 4830.0 4847.0 +3.0 25,509 184,020 -10,189
Jun11 110207 4864.0 4871.0 4864.0 4871.0 +4.0 11 3,119 +1
Sep11 110207 4862.0 4862.0 4862.0 4862.0 +4.0 0 1,847 -96
Total Volume and Open Interest 25,751 190,996 -10,053
GSCI(CME)
Feb11 110207 642.75 650.85 641.50 642.75 -6.75 270 14,865 -8
Mar11 110207 4.64 5.14 653.00 653.00 +649.86 2 58 +0
Apr11 110207 6.14 11.14 6.14 6.14 -3.00      
Total Volume and Open Interest 272 14,923 -8
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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