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MRCI's End of Day Prices

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MRCI's End of Day Prices
Daily Futures Price Listing Tue February 08, 2011
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Mar11 110208 1425.00 1437.00 1414.00 1434.25 +9.75 89,659 229,637 -15,908
May11 110208 1436.00 1447.50 1425.50 1446.00 +10.50 43,021 151,885 +12,243
Jul11 110208 1444.00 1454.25 1433.00 1453.25 +10.25 31,928 104,557 +186
Aug11 110208 1418.00 1429.00 1409.25 1429.00 +11.50 685 5,549 +38
Sep11 110208 1391.00 1401.00 1381.00 1401.00 +12.00 417 4,817 +37
Nov11 110208 1366.25 1378.00 1357.00 1377.50 +11.50 13,196 160,950 +923
Jan12 110208 1370.50 1379.00 1359.50 1379.00 +11.50 278 15,688 +135
Total Volume and Open Interest 179,859 697,264 -2,137
Soybean Meal(CBOT)
Mar11 110208 382.40 386.00 378.30 385.70 +3.30 26,926 85,301 -1,422
May11 110208 385.40 388.70 381.20 388.70 +3.30 15,438 47,387 +3,050
Jul11 110208 385.80 389.60 382.20 389.60 +3.40 5,839 37,107 +360
Aug11 110208 377.60 381.70 374.00 381.70 +4.30 478 8,397 -9
Sep11 110208 365.30 371.80 364.40 371.80 +4.60 552 8,042 +178
Oct11 110208 356.00 361.20 352.50 361.20 +4.30 787 7,994 -49
Dec11 110208 354.00 358.70 349.50 358.70 +4.60 2,431 19,414 +262
Jan12 110208 354.10 357.80 350.00 357.80 +4.40 39 2,923 +16
Total Volume and Open Interest 52,582 221,222 +2,368
Soybean Oil(CBOT)
Mar11 110208 58.44 58.95 58.06 58.77 +0.36 52,561 158,253 -14,361
May11 110208 58.97 59.52 58.61 59.34 +0.37 36,817 101,354 +11,328
Jul11 110208 59.51 59.98 59.11 59.84 +0.37 14,686 77,911 +2,346
Aug11 110208 59.80 59.99 59.38 59.99 +0.38 2,016 8,649 +465
Sep11 110208 59.78 60.15 59.40 60.11 +0.38 1,070 10,494 +213
Oct11 110208 59.80 60.13 59.43 60.09 +0.37 1,542 11,281 -146
Dec11 110208 59.88 60.31 59.51 60.29 +0.38 4,034 39,665 +587
Jan12 110208 60.34 60.34 59.96 60.34 +0.38 575 897 +381
Total Volume and Open Interest 113,509 410,559 +917
Canola(WCE)
Mar11 110208 608.4 612.4 603.5 612.0 +4.1 11,744 77,143 -7,132
May11 110208 617.5 621.2 612.8 620.6 +3.7 8,576 53,841 +5,402
Jul11 110208 623.0 628.6 617.9 627.9 +3.0 1,261 18,960 -83
Nov11 110208 585.8 599.6 584.0 599.4 +6.6 2,048 54,831 +1,305
Jan12 110208 593.0 604.2 593.0 604.2 +6.6 193 3,468 -24
Total Volume and Open Interest 23,903 210,560 -496
Corn(CBOT)
Mar11 110208 674.00 675.00 666.25 673.75 -1.00 182,660 503,863 -43,589
May11 110208 685.00 686.00 678.00 684.75 -1.00 113,543 413,974 +30,852
Jul11 110208 691.00 697.75 683.25 691.50 unch 62,434 282,354 +8,730
Sep11 110208 642.00 644.75 636.50 644.25 +0.50 4,240 59,085 +1,069
Dec11 110208 601.50 604.50 595.25 604.50 +2.50 29,924 342,548 +1,658
Mar12 110208 611.00 614.75 606.50 614.75 +3.00 6,600 41,260 +907
Total Volume and Open Interest 400,776 1,695,405 -432
Wheat(CBOT)
Mar11 110208 859.75 880.75 844.00 874.25 +15.50 63,365 179,985 -9,670
May11 110208 891.25 911.75 876.25 906.00 +15.50 42,272 123,110 +10,174
Jul11 110208 916.75 937.75 904.00 932.50 +15.75 13,812 122,295 +1,600
Sep11 110208 940.50 960.00 930.50 956.00 +15.50 2,977 30,487 +473
Dec11 110208 954.00 973.50 943.00 970.00 +15.50 5,976 83,159 +1,539
Total Volume and Open Interest 129,385 559,778 +4,307
Wheat(KCBT)
Mar11 110208 954.00 977.25 943.00 972.00 +18.50 16,429 62,539 -7,469
May11 110208 964.25 986.50 955.00 983.25 +18.75 7,980 60,120 +632
Jul11 110208 973.25 994.50 963.25 992.25 +18.50 7,250 59,374 +1,053
Sep11 110208 985.00 1005.50 981.25 1004.25 +19.00 1,418 15,578 -164
Dec11 110208 998.00 1018.25 990.50 1018.25 +18.25 1,713 14,904 +200
Total Volume and Open Interest 34,956 215,918 -5,650
Wheat(MGE)
Mar11 110208 990.75 1014.00 984.00 1009.50 +18.25 3,440 17,416 -959
May11 110208 1002.00 1024.00 995.00 1020.75 +18.75 2,133 15,491 +140
Jul11 110208 1009.50 1032.50 1003.00 1027.75 +18.25 1,516 11,588 +306
Sep11 110208 1009.00 1031.00 1005.00 1027.50 +18.50 702 12,222 +29
Dec11 110208 1012.50 1032.50 1006.00 1028.25 +15.75 355 9,554 +27
Total Volume and Open Interest 8,213 68,304 -423
Oats(CBOT)
Mar11 110208 420.00 421.50 414.75 419.50 -1.50 1,028 6,393 -280
May11 110208 426.00 427.00 422.00 426.00 -1.00 576 5,219 +232
Jul11 110208 427.00 427.00 423.00 426.00 -1.00 16 752 -3
Sep11 110208 394.50 394.50 391.00 394.00 unch 19 261 +12
Total Volume and Open Interest 1,679 14,291 -32
Rough Rice(CBOT)
Mar11 110208 15.64 16.05 15.21 15.91 +0.37 2,868 12,677 -963
May11 110208 15.85 16.35 15.52 16.23 +0.38 1,706 7,190 +1,160
Jul11 110208 16.08 16.49 15.77 16.49 +0.39 155 2,405 +64
Sep11 110208 15.86 16.43 15.75 16.43 +0.49 106 1,762 +24
Total Volume and Open Interest 4,858 24,678 +285
Live Cattle(CME)
Feb11 110208 107.700 108.535 107.350 107.650 -0.080 14,696 22,712 -5,652
Apr11 110208 111.730 112.330 111.050 111.250 -0.500 16,644 172,562 -708
Jun11 110208 112.450 112.750 111.550 111.950 -0.685 6,403 90,848 -658
Aug11 110208 113.350 113.850 112.850 113.250 -0.535 3,804 29,564 -123
Oct11 110208 116.500 117.230 116.300 116.580 -0.620 2,224 22,030 +695
Dec11 110208 117.230 117.450 116.680 116.800 -0.880 573 17,116 +30
Total Volume and Open Interest 44,495 359,879 -6,390
Feeder Cattle(CME)
Mar11 110208 124.300 125.150 124.000 124.250 -0.330 2,835 20,623 -832
Apr11 110208 125.850 126.900 125.700 125.850 -0.650 1,255 7,476 +188
May11 110208 126.600 127.700 126.600 126.980 -0.320 1,277 9,360 +152
Aug11 110208 127.635 128.650 127.600 127.785 -0.615 289 10,391 +31
Sep11 110208 127.635 128.325 127.500 127.535 -0.665 48 1,465 +5
Oct11 110208 128.050 128.400 127.650 128.100 -0.300 42 679 +23
Nov11 110208 128.000 128.000 127.950 127.950 -0.300 8 360 +7
Total Volume and Open Interest 5,754 50,357 -426
Lean Hogs(CME)
Feb11 110208 85.035 85.450 84.400 84.830 -0.120 4,479 12,178 -565
Apr11 110208 91.950 91.950 90.750 91.250 -0.580 12,707 104,683 -438
May11 110208 98.580 98.750 97.600 98.730 +0.180 102 2,653 +38
Jun11 110208 101.350 101.500 100.250 100.900 -0.450 6,228 61,338 +529
Jul11 110208 99.900 100.250 99.135 100.135 -0.095 2,454 21,090 +299
Aug11 110208 98.100 98.650 97.635 98.580 +0.080 1,284 18,773 -345
Oct11 110208 86.285 86.900 85.800 86.785 +0.335 535 15,726 +153
Dec11 110208 82.080 82.550 81.750 82.550 +0.350 613 7,036 +206
Total Volume and Open Interest 28,455 246,199 -109
Class III Milk(CME)
Feb11 110208 16.53 16.72 16.53 16.70 +0.14 175 5,328 -48
Mar11 110208 18.54 18.62 18.46 18.61 +0.05 419 5,830 +120
Apr11 110208 18.27 18.49 18.20 18.47 +0.15 551 4,967 +85
May11 110208 17.86 18.13 17.80 18.08 +0.20 177 4,169 +17
Jun11 110208 17.19 17.43 17.15 17.42 +0.21 172 3,353 +97
Total Volume and Open Interest 1,832 36,367 +392
Cocoa(ICE)
Mar11 110208 3200 3258 3198 3239 +16 13,905 23,101 -6,756
May11 110208 3238 3275 3220 3260 +21 12,752 62,063 +3,816
Jul11 110208 3240 3272 3215 3256 +19 3,236 18,988 +699
Sep11 110208 3238 3269 3216 3254 +18 568 11,445 +85
Dec11 110208 3217 3254 3203 3242 +16 910 15,487 +185
Mar12 110208 3263 3294 3244 3286 +13 583 23,422 +54
May12 110208 3275 3285 3248 3281 +12 0 5,143 +0
Total Volume and Open Interest 31,954 162,632 -1,917
Coffee "C"(ICE)
Mar11 110208 249.75 251.10 246.70 247.60 -2.15 13,217 60,199 -3,697
May11 110208 251.75 253.00 248.70 249.60 -2.10 10,258 51,915 +4,849
Jul11 110208 253.15 253.80 250.10 251.20 -2.00 3,092 16,308 +760
Sep11 110208 250.50 253.30 249.70 250.45 -1.80 677 6,752 +129
Dec11 110208 248.55 250.70 248.20 248.65 -1.65 470 10,494 +203
Mar12 110208 246.55 247.55 246.20 246.60 -1.80 266 1,664 +224
Total Volume and Open Interest 27,983 148,145 +2,471
Orange Juice(ICE)
Mar11 110208 170.75 171.75 169.70 170.65 -1.85 1,148 17,565 -39
May11 110208 169.50 169.75 168.50 169.50 -1.00 410 10,714 +263
Jul11 110208 168.10 168.50 167.50 168.00 -1.85 19 2,629 +6
Sep11 110208 166.55 166.95 166.55 166.95 -2.40 6 505 -1
Nov11 110208 166.25 166.25 163.75 164.60 -3.45 0 549 +0
Jan12 110208 163.80 163.80 163.80 163.80 -3.65 0 6 +0
Total Volume and Open Interest 1,583 31,990 +229
Sugar #11(ICE)
Mar11 110208 32.65 32.86 31.02 31.16 -1.52 57,779 178,419 -9,466
May11 110208 30.60 30.82 29.06 29.39 -1.24 44,740 151,377 +8,801
Jul11 110208 28.30 28.45 26.99 27.36 -0.98 21,010 142,827 +4,791
Oct11 110208 26.49 26.52 25.23 25.51 -0.98 8,358 72,025 -190
Mar12 110208 25.27 25.70 24.46 24.74 -0.96 4,286 52,307 +225
Total Volume and Open Interest 138,100 650,479 +4,324
London Cocoa(LCE)
Mar11 110208 2110 2139 2093 2134 +25 4,685 47,871 -1,476
May11 110208 2105 2132 2087 2123 +23 3,635 36,878 +100
Jul11 110208 2093 2118 2079 2113 +22 750 29,851 -50
Sep11 110208 2085 2107 2073 2103 +20 250 21,541 +84
Dec11 110208 2069 2095 2058 2091 +22 455 26,898 +73
Mar12 110208 2082 2099 2067 2099 +22 113 22,135 +35
May12 110208 2105 2105 2105 2105 +22 176 3,971 -21
Total Volume and Open Interest 10,194 197,110 -1,218
London Sugar(LCE)
May11 110208 772.00 777.70 747.60 754.70 -24.10 4,267 20,287 +240
Aug11 110208 734.50 741.10 712.50 717.70 -22.70 599 10,709 +205
Oct11 110208 677.40 685.70 658.20 665.80 -13.10 95 3,083 +18
Dec11 110208 662.00 665.50 641.30 650.10 -8.90 61 1,138 +47
Mar12 110208 643.30 648.60 634.20 642.00 -9.20 5 770 +5
Total Volume and Open Interest 11,362 52,678 -557
Cotton(ICE)
Mar11 110208 174.51 178.16 172.94 175.29 +0.78 15,709 82,071 -5,713
May11 110208 171.65 175.25 170.83 173.70 +2.88 10,347 37,165 +3,292
Jul11 110208 164.95 169.00 164.62 167.99 +4.96 4,395 37,656 -625
Oct11 110208 137.00 139.56 133.25 139.56 +3.71 22 218 +7
Dec11 110208 118.35 120.90 118.35 120.56 +1.69 3,602 57,086 +265
Mar12 110208 113.00 113.65 111.52 113.52 +1.57 220 3,416 +92
Total Volume and Open Interest 34,533 220,213 -2,559
Lumber(CME)
Mar11 110208 300.4 302.6 298.5 301.9 +3.3 625 3,979 -125
May11 110208 316.8 318.5 315.0 317.2 -0.3 510 4,233 +191
Jul11 110208 317.9 319.5 316.0 319.0 unch 17 1,523 +11
Sep11 110208 320.0 321.0 319.0 320.0 unch 0 218 +0
Total Volume and Open Interest 1,152 9,956 +77
Crude Oil(NYM)
Mar11 110208 87.41 88.11 85.88 86.94 -0.54 324,984 334,518 -30,896
Apr11 110208 90.60 91.24 89.01 90.24 -0.40 158,279 162,530 +5,365
May11 110208 93.45 93.84 91.66 93.12 -0.04 87,663 122,951 +7,764
Jun11 110208 94.96 95.44 93.26 94.89 +0.19 55,396 112,161 -1,387
Jul11 110208 96.00 96.47 94.33 96.08 +0.36 19,814 58,818 +1,838
Aug11 110208 96.14 97.17 95.35 96.85 +0.39 11,627 45,763 +841
Sep11 110208 97.22 97.59 95.68 97.35 +0.38 7,941 42,618 -420
Oct11 110208 97.68 98.05 96.11 97.80 +0.38 5,933 25,101 +624
Nov11 110208 98.09 98.39 96.70 98.19 +0.37 4,307 28,851 -268
Dec11 110208 98.50 98.82 96.91 98.55 +0.37 29,837 176,748 -1,464
Jan12 110208 97.34 99.00 97.34 98.84 +0.38 2,586 29,860 -168
Feb12 110208 98.76 99.15 98.76 99.07 +0.41 1,124 11,656 +409
Mar12 110208 98.44 99.22 98.44 99.22 +0.44 872 14,556 +47
Apr12 110208 99.30 99.30 99.26 99.30 +0.45 304 6,486 +127
May12 110208 99.38 99.38 99.34 99.38 +0.47 120 8,240 +22
Jun12 110208 99.09 99.64 97.69 99.47 +0.48 1,893 53,783 -85
Total Volume and Open Interest 723,152 1,545,261 -17,103
e-miNY Crude Oil(NYM)
Feb11 110119 91.225 92.100 90.500 90.850 -0.525 6,388 2,249 -394
Mar11 110208 87.350 88.100 85.850 86.950 -0.525 7,007 9,672 +662
Apr11 110208 90.625 91.225 89.000 90.250 -0.400 838 2,616 +123
May11 110208 93.300 93.525 91.800 93.125 -0.025 87 540 -21
Jun11 110208 94.750 94.900 94.100 94.900 +0.200 13 86 +2
Jul11 110208 96.075 96.075 96.050 96.075 +0.350 0 14 +0
Aug11 110208 96.850 96.850 96.800 96.850 +0.400 0 10 +0
Sep11 110208 97.350 97.350 97.300 97.350 +0.375 1 6 +0
Oct11 110208 97.800 97.800 97.750 97.800 +0.375 0 42 +0
Nov11 110208 98.200 98.200 98.150 98.200 +0.375 0 3 +0
Total Volume and Open Interest 7,986 13,324 +805
Heating Oil(NYM)
Mar11 110208 270.60 274.42 266.80 273.18 +2.57 42,551 95,382 -5,408
Apr11 110208 270.71 274.27 266.92 273.06 +2.28 25,116 51,927 +573
May11 110208 271.31 274.46 267.50 273.34 +1.98 14,962 27,728 +1,146
Jun11 110208 272.26 274.98 268.45 274.05 +1.75 8,943 42,138 -1,158
Jul11 110208 273.45 276.05 271.42 275.33 +1.58 3,211 14,060 +47
Aug11 110208 272.41 277.10 272.41 276.68 +1.47 2,086 11,918 -131
Sep11 110208 274.00 278.70 273.70 278.39 +1.36 1,405 11,471 -461
Oct11 110208 275.00 280.65 274.33 280.08 +1.25 1,590 5,597 +319
Nov11 110208 278.50 282.30 278.50 282.06 +1.21 821 5,670 -455
Dec11 110208 282.68 284.74 278.93 283.85 +1.17 2,407 23,856 -52
Jan12 110208 282.84 285.35 282.84 285.35 +1.15 58 5,972 -2
Feb12 110208 281.91 285.95 281.91 285.95 +1.15 25 882 +6
Total Volume and Open Interest 103,473 306,078 -5,622
Gasoline(NYMEX)
Mar11 110208 245.11 251.25 242.38 249.42 +4.37 44,410 81,873 -5,977
Apr11 110208 258.60 263.44 255.73 262.32 +3.34 29,187 42,430 +796
May11 110208 260.05 264.67 257.65 263.74 +3.26 12,995 33,799 +718
Jun11 110208 260.75 265.22 258.16 264.28 +3.11 8,535 31,407 +1,098
Jul11 110208 260.53 265.00 260.30 264.23 +3.12 3,180 13,210 +329
Aug11 110208 259.74 263.70 259.74 263.45 +2.99 2,094 9,647 +230
Sep11 110208 257.00 262.46 257.00 261.75 +2.78 1,075 5,859 +14
Oct11 110208 251.69 251.86 249.85 251.51 +2.64 413 4,516 -129
Nov11 110208 249.18 249.91 249.18 249.91 +2.40 419 2,597 +123
Dec11 110208 247.10 249.60 244.55 249.27 +2.16 843 20,571 +6
Total Volume and Open Interest 103,160 260,440 -2,790
e-miNY RBOB Gasoline(NYM)
Mar11 110208 249.40 249.42 249.40 249.40 +4.30 0 5 +0
Apr11 110208 262.30 262.32 262.30 262.30 +3.30 0 1 +0
May11 110208 263.70 263.74 263.70 263.70 +3.20 0 1 +0
Jun11 110208 264.30 264.30 264.28 264.30 +3.10 0 1 +0
Total Volume and Open Interest 0 10 +0
Natural Gas(NYM)
Mar11 110208 4.111 4.127 4.028 4.040 -0.064 213,509 210,467 -21,784
Apr11 110208 4.155 4.158 4.056 4.072 -0.068 105,717 124,273 +4,541
May11 110208 4.213 4.220 4.123 4.139 -0.065 89,440 122,285 +20,386
Jun11 110208 4.267 4.280 4.187 4.203 -0.064 26,778 47,783 +6,654
Jul11 110208 4.335 4.335 4.245 4.262 -0.061 16,515 39,379 +2,616
Aug11 110208 4.355 4.370 4.281 4.296 -0.059 5,502 20,732 +41
Sep11 110208 4.361 4.365 4.286 4.302 -0.059 5,566 15,711 -262
Oct11 110208 4.410 4.412 4.335 4.352 -0.059 21,645 64,561 +1,081
Nov11 110208 4.561 4.588 4.515 4.529 -0.057 4,206 25,561 +110
Dec11 110208 4.827 4.830 4.756 4.772 -0.057 3,640 24,458 +0
Jan12 110208 4.961 4.964 4.882 4.904 -0.057 9,409 49,164 +1,286
Feb12 110208 4.909 4.940 4.875 4.884 -0.057 898 12,075 +460
Mar12 110208 4.842 4.872 4.800 4.816 -0.055 3,179 26,680 +807
Apr12 110208 4.690 4.715 4.650 4.662 -0.047 2,285 22,692 +871
May12 110208 4.705 4.729 4.669 4.679 -0.044 309 5,485 +82
Jun12 110208 4.743 4.743 4.697 4.708 -0.042 84 4,281 +24
Total Volume and Open Interest 510,442 883,157 +17,466
Brent Crude Oil(ICE)
Mar11 110208 99.30 100.42 97.51 99.92 +0.67 193,647 106,320 -36,450
Apr11 110208 99.78 100.94 98.12 100.52 +0.65 197,793 201,858 -5,829
May11 110208 100.48 101.40 98.64 101.01 +0.64 89,849 106,601 +4,929
Jun11 110208 100.90 101.68 99.06 101.40 +0.63 55,935 122,710 +2,267
Jul11 110208 101.50 101.89 99.36 101.65 +0.62 19,676 38,416 -489
Aug11 110208 101.74 101.96 99.53 101.81 +0.62 12,006 22,525 +3,009
Sep11 110208 101.36 102.06 99.65 101.92 +0.61 5,273 29,905 +241
Oct11 110208 101.50 102.18 99.78 102.06 +0.63 3,552 21,128 +417
Nov11 110208 101.61 102.29 99.92 102.17 +0.64 3,331 14,579 -421
Dec11 110208 101.71 102.41 99.98 102.26 +0.64 34,325 110,339 -1,850
Jan12 110208 102.39 102.39 102.39 102.39 +0.64 3,215 14,202 +1,227
Feb12 110208 102.54 102.54 102.54 102.54 +0.64 1,685 7,191 +161
Mar12 110208 102.66 102.66 102.66 102.66 +0.63 3,759 11,026 +1,627
Apr12 110208 102.64 102.64 102.64 102.64 +0.60 431 3,177 -14
Total Volume and Open Interest 630,791 926,024 -30,344
Gas Oil(ICE)
Feb11 110208 840.50 851.25 828.00 849.75 +4.75 44,855 51,577 -21,793
Mar11 110208 845.75 856.50 833.25 854.75 +3.75 90,442 172,372 +3,696
Apr11 110208 848.25 859.75 836.75 857.50 +2.75 49,208 91,532 +5,972
May11 110208 852.25 862.50 840.25 860.25 +2.00 27,455 64,823 +2,156
Jun11 110208 856.00 865.50 843.75 863.00 +1.00 25,691 66,011 -401
Jul11 110208 860.25 869.00 848.00 866.50 +0.25 6,794 27,016 +1,549
Aug11 110208 864.00 872.50 851.50 869.75 -0.25 3,699 23,884 +119
Sep11 110208 867.50 876.00 857.00 873.25 -0.25 3,102 21,481 -278
Oct11 110208 872.25 877.25 859.00 875.25 -0.25 2,555 16,701 -455
Nov11 110208 863.25 876.50 860.75 876.50 -0.50 2,620 13,456 +561
Total Volume and Open Interest 269,587 681,598 -7,480
Ethanol(CBOT)
Feb11 110203 2.340 2.345 2.340 2.340 +0.005 15 114 -120
Mar11 110208 2.398 2.398 2.370 2.387 -0.011 199 1,292 -43
Apr11 110208 2.406 2.408 2.380 2.396 -0.019 209 1,313 +95
May11 110208 2.413 2.420 2.398 2.409 -0.021 60 486 +0
Jun11 110208 2.430 2.431 2.412 2.425 -0.017 27 815 +17
Jul11 110208 2.436 2.439 2.429 2.429 -0.021 15 813 -3
Aug11 110208 2.413 2.413 2.408 2.410 -0.016 35 788 -5
Sep11 110208 2.346 2.350 2.346 2.350 -0.014 24 551 +10
Total Volume and Open Interest 612 8,027 +106
WTI Crude Oil(ICE
Mar11 110208 87.45 88.11 85.88 86.94 -0.54 87,157 116,572 -8,574
Apr11 110208 90.65 91.24 89.03 90.24 -0.40 56,257 67,902 +2,292
May11 110208 93.35 93.82 91.64 93.12 -0.04 22,676 50,282 +340
Jun11 110208 94.56 95.44 93.23 94.89 +0.19 18,394 60,042 +36
Jul11 110208 95.43 96.41 94.55 96.08 +0.36 3,254 20,668 +124
Aug11 110208 95.41 97.11 95.27 96.85 +0.39 1,542 16,495 -23
Sep11 110208 96.04 97.59 95.81 97.35 +0.38 1,318 21,035 +178
Oct11 110208 96.49 97.99 96.35 97.80 +0.38 1,310 15,459 +74
Nov11 110208 97.26 98.42 96.74 98.19 +0.37 1,187 10,919 +63
Dec11 110208 98.47 98.76 96.80 98.55 +0.37 16,181 88,190 -1,998
Jan12 110208 98.84 98.84 98.84 98.84 +0.38 561 9,360 +106
Feb12 110208 99.07 99.07 99.07 99.07 +0.41 84 1,350 +22
Mar12 110208 99.22 99.22 99.22 99.22 +0.44 52 3,969 -29
Apr12 110208 99.30 99.30 99.30 99.30 +0.45 50 1,375 +14
May12 110208 99.38 99.38 99.38 99.38 +0.47 25 942 +0
Jun12 110208 99.47 99.47 99.47 99.47 +0.48 25 22,288 -9
Total Volume and Open Interest 213,247 587,355 -6,695
US Dollar Index(ICE)
Mar11 110208 78.135 78.195 77.715 78.095 -0.027 16,389 41,849 +351
Jun11 110208 78.525 78.525 78.145 78.450 -0.033 74 1,117 +6
Sep11 110208 78.810 78.810 78.810 78.810 -0.033 0 4 +0
Total Volume and Open Interest 16,463 42,971 +357
Australian Dollar(CME)
Mar11 110208 100.94 101.47 100.72 101.09 +0.11 59,312 135,738 -229
Jun11 110208 99.66 100.30 99.60 99.94 +0.12 127 927 +50
Sep11 110208 98.68 98.68 98.57 98.68 +0.11 0 13 +0
Total Volume and Open Interest 59,440 136,774 -178
British Pound(CME)
Mar11 110208 161.12 161.58 160.23 160.53 -0.62 97,537 117,169 +3,275
Jun11 110208 160.83 161.04 160.20 160.34 -0.61 156 643 +91
Sep11 110208 160.10 160.64 160.03 160.03 -0.61 0 17 +0
Total Volume and Open Interest 97,693 117,861 +3,366
Canadian Dollar(CME)
Mar11 110208 100.86 101.25 100.14 100.33 -0.59 55,406 140,915 +523
Jun11 110208 100.60 100.79 99.95 100.12 -0.58 136 3,285 +52
Sep11 110208 100.25 100.42 99.81 99.85 -0.57 12 1,049 -5
Dec11 110208 100.11 100.15 99.49 99.57 -0.58 33 1,561 +18
Total Volume and Open Interest 55,592 146,866 +591
Japanese Yen(CME)
Mar11 110208 121.47 122.33 121.33 121.37 -0.16 84,174 113,200 -3,173
Jun11 110208 121.64 122.43 121.47 121.47 -0.17 158 1,200 +83
Sep11 110208 121.91 121.91 121.64 121.64 -0.17 0 28 +0
Total Volume and Open Interest 84,332 114,435 -3,090
Swiss Franc(CME)
Mar11 110208 104.68 105.03 103.72 103.81 -0.93 40,480 48,303 +522
Jun11 110208 104.77 105.04 103.83 103.90 -0.94 10 126 -3
Sep11 110208 104.02 104.96 104.02 104.02 -0.94 1 5 -1
Total Volume and Open Interest 40,491 48,445 +518
EuroFX(CME)
Mar11 110208 135.75 136.83 135.68 136.21 +0.39 284,488 196,135 +18
Jun11 110208 135.88 136.65 135.82 136.04 +0.38 912 4,025 -237
Sep11 110208 135.80 135.80 135.45 135.80 +0.35 1 43 +0
Total Volume and Open Interest 285,402 200,564 -218
Mexican Peso(CME)
Feb11 110208 831.5 834.0 831.5 831.5 -2.5      
Mar11 110208 830.5 833.8 827.0 828.0 -2.5 12,525 147,478 +2,305
Total Volume and Open Interest 13,068 148,907 +2,716
30-Year T-Bonds(CBOT)
Mar11 110208 118~050 118~100 117~030 117~100 -0~250 243,833 582,472 +140
Jun11 110208 116~160 116~160 115~140 115~210 -0~250 1,137 6,377 +59
Sep11 110208 114~010 114~260 114~010 114~010 -0~250 0 2 +0
Total Volume and Open Interest 244,970 588,851 +199
10-Year T-Notes(CBOT)
Mar11 110208 118~210 118~235 117~260 117~315 -0~200 947,953 1,482,225 +36,170
Jun11 110208 117~010 117~060 116~080 116~120 -0~225 6,454 25,620 +591
Sep11 110208 115~050 115~275 115~050 115~050 -0~225 4 3 +3
Total Volume and Open Interest 954,411 1,507,852 +36,764
5-Year T-Notes(CBOT)
Mar11 110208 116~115 116~122 116~033 116~044 -0~069 545,245 1,273,935 +2,646
Jun11 110208 115~088 115~111 115~030 115~036 -0~075 5,102 22,855 +1,687
Sep11 110208 114~060 115~007 114~060 114~060 -0~075      
Total Volume and Open Interest 550,347 1,296,790 +4,333
2 Year T-Notes(CBOT)
Mar11 110208 109~024 109~027 109~001 109~004 -0~019 275,398 846,583 +7,791
Jun11 110208 108~105 108~111 108~086 108~088 -0~023 38 2,984 +4
Sep11 110208 108~054 108~077 108~054 108~054 -0~023      
Total Volume and Open Interest 275,436 849,567 +7,795
Eurodollars(CME)
Mar11 110208 99.660 99.665 99.660 99.665 unch 100,838 1,111,343 -9,506
Jun11 110208 99.580 99.585 99.560 99.565 -0.015 184,594 1,160,542 +15,684
Sep11 110208 99.430 99.440 99.380 99.390 -0.040 194,832 1,128,214 -6,009
Dec11 110208 99.225 99.235 99.140 99.150 -0.070 241,618 1,045,912 +20,788
Mar12 110208 98.940 98.960 98.825 98.840 -0.095 282,615 1,053,316 +3,052
Jun12 110208 98.590 98.610 98.450 98.470 -0.115 223,347 655,558 +4,650
Sep12 110208 98.235 98.255 98.080 98.100 -0.125 177,933 552,307 +7,968
Dec12 110208 97.895 97.920 97.740 97.760 -0.125 203,523 360,441 +2,552
Mar13 110208 97.595 97.620 97.430 97.455 -0.125 151,945 255,946 +12,190
Jun13 110208 97.310 97.335 97.150 97.170 -0.125 81,182 192,992 +7,722
Sep13 110208 97.050 97.070 96.885 96.910 -0.125 67,005 190,025 +750
Dec13 110208 96.785 96.810 96.625 96.655 -0.120 62,717 163,717 +1,515
Mar14 110208 96.550 96.575 96.385 96.420 -0.120 27,799 131,465 +1,462
Jun14 110208 96.320 96.340 96.150 96.185 -0.120 26,106 113,691 -3,514
Sep14 110208 96.105 96.115 95.925 95.965 -0.120 26,178 67,777 +145
Dec14 110208 95.880 95.890 95.705 95.745 -0.115 28,023 75,266 -645
Mar15 110208 95.680 95.700 95.520 95.560 -0.115 15,183 56,790 +815
Jun15 110208 3.760 3.775 3.595 3.640 -0.105 11,876 36,936 -123
Total Volume and Open Interest 2,150,133 8,582,863 +62,768
30 Day Federal Funds(CBOT)
Feb11 110208 99.832 99.835 99.830 99.832 unch 2,519 75,156 -376
Mar11 110208 99.835 99.840 99.830 99.835 unch 5,560 59,050 +2,194
Apr11 110208 99.845 99.850 99.840 99.845 unch 4,648 53,038 +2,246
May11 110208 99.845 99.855 99.845 99.845 unch 2,852 62,504 +814
Jun11 110208 99.840 99.850 99.835 99.840 unch 5,727 41,738 +1,870
Jul11 110208 99.815 99.825 99.810 99.815 unch 19,158 45,536 +2,976
Total Volume and Open Interest 71,328 567,034 +8,612
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 110208 99.662 99.662 99.662 99.662 unch 0 3,764 +0
Jun11 110208 99.647 99.647 99.647 99.647 unch 0 175 +0
Sep11 110208 99.635 99.635 99.635 99.635 unch      
Dec11 110208 99.605 99.605 99.605 99.605 -0.010 0 75 +0
Mar12 110208 99.585 99.585 99.585 99.585 -0.010      
Jun12 110208 99.630 99.630 99.630 99.630 -0.010      
Sep12 110208 99.580 99.580 99.580 99.580 -0.010      
Dec12 110208 99.485 99.485 99.485 99.485 -0.010      
Mar13 110208 99.485 99.485 99.485 99.485 -0.010      
Jun13 110208 99.440 99.440 99.440 99.440 -0.010      
Total Volume and Open Interest 0 4,014 +0
3-Mth Euro-Yen(SGX)
Mar11 110208 99.66 99.66 99.66 99.66 unch 0 5,210 +0
Jun11 110208 99.65 99.65 99.65 99.65 unch 0 1,222 +0
Sep11 110208 99.64 99.64 99.64 99.64 unch 0 786 +0
Dec11 110208 99.61 99.61 99.61 99.61 -0.01 72 1,730 +100
Mar12 110208 99.58 99.58 99.58 99.58 -0.01 0 405 +0
Jun12 110208 99.63 99.63 99.63 99.63 -0.01 0 754 +0
Sep12 110208 99.58 99.58 99.58 99.58 -0.01 0 310 +0
Dec12 110208 99.49 99.49 99.49 99.49 -0.01 0 4 +0
Total Volume and Open Interest 72 10,422 +100
Japanese Gov't Bonds(SGX)
Mar11 110208 138.88 139.09 138.72 138.82 -0.13 1,744 14,314 +514
Jun11 110208 137.99 137.99 137.99 137.99 -0.13 0 1 +0
Sep11 110208 135.56 135.56 135.56 135.56 -0.13      
Total Volume and Open Interest 1,744 14,315 +514
Euro-Bund(EUREX)
Mar11 110208 122.76 123.12 122.55 122.82 -0.04 565,025 1,369,818 +122,172
Jun11 110208 121.60 121.60 121.20 121.41 -0.04 10,274 23,511 +2,045
Sep11 110208 121.07 121.07 121.07 121.07 -0.03 0 1 +0
Total Volume and Open Interest 575,299 1,393,330 +124,217
Euro-Bobl(EUREX)
Mar11 110208 116.63 116.89 116.44 116.58 -0.15 364,664 974,601 +48,880
Jun11 110208 115.25 115.26 115.14 115.14 -0.14 1,341 23,174 +2,203
Sep11 110208 114.51 114.51 114.51 114.51 -0.15      
Total Volume and Open Interest 366,005 997,775 +51,083
3-Mth Euribor(EUREX)
Mar11 110208 98.870 98.870 98.840 98.845 -0.020 261 5,759 -161
Jun11 110208 98.575 98.585 98.570 98.570 -0.045 375 9,593 -56
Sep11 110208 98.340 98.340 98.325 98.325 -0.060 161 2,165 +23
Total Volume and Open Interest 1,566 25,668 -437
Long Gilt(LIFFE)
Mar11 110208 115~29 116~06 115~23 115~26 0~00 77,655 249,811 -1,804
Jun11 110208 114~19 114~19 114~19 114~19 0~00      
Total Volume and Open Interest 77,655 249,811 -1,804
3-Mth Short Sterling(LIFFE)
Mar11 110208 99.06 99.08 99.05 99.07 +0.01 64,955 299,326 +2,513
Jun11 110208 98.82 98.87 98.81 98.85 +0.02 71,585 356,143 +4,727
Sep11 110208 98.56 98.62 98.56 98.60 +0.02 61,903 276,657 +4,972
Dec11 110208 98.26 98.33 98.26 98.31 +0.03 101,418 328,456 +11,347
Mar12 110208 97.94 98.02 97.93 97.99 +0.03 85,925 300,072 -6,447
Jun12 110208 97.62 97.70 97.61 97.66 +0.03 51,080 206,800 -4,190
Total Volume and Open Interest 521,234 2,191,366 +4,480
3-Mth Euribor(LIFFE)
Mar11 110208 98.865 98.880 98.835 98.845 -0.020 130,918 618,323 -1,832
Jun11 110208 98.620 98.640 98.545 98.570 -0.045 147,441 618,927 -4,203
Sep11 110208 98.385 98.420 98.290 98.325 -0.060 104,107 483,174 -3,571
Total Volume and Open Interest 813,483 3,518,634 -15,553
3-Mth Aus T-Bills(SFE)
Mar11 110208 95.02 95.03 95.01 95.03 unch 7,381 167,034 -1,339
Jun11 110208 94.88 94.91 94.86 94.89 +0.01 25,404 179,542 -3,215
Sep11 110208 94.71 94.75 94.68 94.71 unch 25,383 111,605 -9,318
Dec11 110208 94.53 94.60 94.51 94.55 +0.01 10,297 70,027 -3,351
Mar12 110208 94.38 94.46 94.37 94.40 +0.01 5,234 53,387 +578
Jun12 110208 94.29 94.35 94.26 94.31 +0.01 4,048 40,128 -1,563
Sep12 110208 94.19 94.29 94.19 94.24 +0.01 2,244 27,865 +488
Dec12 110208 94.12 94.23 94.12 94.17 +0.01 1,337 14,987 +364
Mar13 110208 94.07 94.18 94.07 94.13 +0.01 23 3,077 +3
Jun13 110208 94.13 94.14 94.08 94.08 +0.01 6 600 +4
Total Volume and Open Interest 81,368 670,741 -17,356
10-Year Aus T-Bonds(SFE)
Mar11 110208 94.25 94.28 94.24 94.25 -0.01 34,602 364,443 +440
Jun11 110208 94.25 94.25 94.25 94.25 -0.01      
Total Volume and Open Interest 34,602 364,443 +440
3-Year Aus T-Bonds(SFE)
Mar11 110208 94.65 94.68 94.62 94.64 -0.01 158,538 516,118 +14,158
Jun11 110208 94.64 94.64 94.64 94.64 -0.01      
Total Volume and Open Interest 158,538 516,118 +14,158
Gold(CMX)
Feb11 110208 1351.2 1367.0 1350.0 1363.4 +15.8 1,004 1,592 +362
Apr11 110208 1352.9 1368.7 1348.9 1364.1 +15.9 79,087 306,267 -902
Jun11 110208 1353.0 1370.2 1350.3 1365.5 +15.8 2,087 55,223 -687
Aug11 110208 1354.8 1370.1 1351.8 1367.1 +15.9 2,230 17,691 +324
Oct11 110208 1356.8 1372.5 1354.6 1368.6 +15.9 88 7,740 +40
Dec11 110208 1358.2 1374.5 1355.6 1370.4 +16.0 708 24,174 +289
Feb12 110208 1360.0 1374.0 1360.0 1372.6 +16.0 1 3,538 +1
Apr12 110208 1375.1 1375.1 1375.1 1375.1 +16.0 5 5,293 +0
Jun12 110208 1378.8 1378.8 1378.0 1378.0 +16.0 0 6,593 +0
Aug12 110208 1381.4 1381.4 1381.4 1381.4 +16.1 0 977 +0
Oct12 110208 1385.7 1385.7 1385.7 1385.7 +16.2 0 1,301 +0
Dec12 110208 1390.6 1391.4 1390.5 1390.6 +16.4 343 12,994 -81
Total Volume and Open Interest 88,495 466,100 -408
Silver(CMX)
Mar11 110208 2935.0 3034.5 2926.0 3027.1 +92.8 43,062 64,842 -1,698
May11 110208 2942.0 3035.5 2928.5 3029.7 +93.0 6,392 27,723 +1,399
Jul11 110208 2970.0 3037.0 2933.0 3031.2 +92.9 1,454 9,348 +577
Sep11 110208 2937.0 3030.9 2937.0 3030.9 +92.9 150 4,177 +47
Dec11 110208 2940.0 3034.5 2931.0 3030.8 +92.7 328 11,680 +31
Mar12 110208 3010.0 3030.0 2975.0 3030.0 +92.7 0 666 +0
May12 110208 3029.7 3029.7 3029.7 3029.7 +92.6 0 260 +0
Total Volume and Open Interest 52,025 132,332 +172
Platinum(NYMEX)
Apr11 110208 1842.6 1867.4 1838.4 1861.9 +17.7 3,171 41,171 -210
Jul11 110208 1844.5 1865.0 1844.5 1865.0 +17.8 291 1,745 +219
Oct11 110208 1867.2 1867.2 1867.2 1867.2 +17.8 0 92 +0
Jan12 110208 1869.2 1869.2 1869.2 1869.2 +17.8 0 10 +0
Total Volume and Open Interest 3,464 43,037 +9
Palladium(NYMEX)
Mar11 110208 819.80 839.50 815.75 838.45 +19.40 1,926 20,973 -154
Jun11 110208 820.10 840.85 820.00 840.10 +19.40 357 2,320 +195
Sep11 110208 820.00 841.20 820.00 841.10 +19.55 3 33 +2
Total Volume and Open Interest 2,338 23,337 +45
Copper(CMX)
Mar11 110208 454.05 460.95 450.60 457.40 -0.10 31,825 92,199 -7,875
May11 110208 455.10 461.50 451.55 458.25 -0.15 13,487 40,256 +4,543
Jul11 110208 456.60 459.90 455.00 458.40 -0.15 2,251 15,282 +1,048
Sep11 110208 458.80 458.85 455.00 457.85 -0.15 573 5,520 +131
Dec11 110208 455.00 458.95 453.15 456.20 -0.15 224 4,903 +166
Total Volume and Open Interest 48,683 162,436 -1,962
DJIA Index(CBOT)
Mar11 110208 12104 12200 12101 12196 +88 217 10,743 +28
Jun11 110208 12131 12131 12043 12131 +88 0 11 +0
Sep11 110208 12076 12076 11988 12076 +88      
Dec11 110208 12021 12021 11933 12021 +88 0 1 +0
Total Volume and Open Interest 217 10,755 +28
S & P 500(CME)
Mar11 110208 1315.00 1322.30 1313.30 1321.70 +5.90 14,959 311,541 +1,479
Jun11 110208 1315.00 1317.40 1309.90 1316.80 +5.90 104 7,637 -28
Sep11 110208 1309.00 1312.50 1305.00 1311.90 +5.90 116 2,997 -3
Dec11 110208 1307.00 1307.60 1300.10 1307.00 +5.90 0 638 +0
Total Volume and Open Interest 15,179 322,813 +1,448
S & P 500 E-Mini(Globex)
Mar11 110208 1315.00 1322.25 1313.00 1321.75 +6.00 1,501,112 2,730,158 +23,518
Jun11 110208 1310.25 1317.50 1308.75 1316.75 +5.75 768 20,131 +189
Total Volume and Open Interest 1,501,892 2,750,598 +23,707
NASDAQ 100(CME)
Mar11 110208 2343.00 2365.00 2342.00 2362.80 +17.80 387 15,772 -39
Jun11 110208 2360.00 2360.00 2356.00 2360.00 +17.70 0 701 +0
Sep11 110208 2357.50 2357.50 2354.80 2357.50 +17.70      
Total Volume and Open Interest 387 16,473 -39
NASDAQ 100 E-Mini(Globex)
Mar11 110208 2343.80 2364.00 2341.30 2362.80 +17.80 240,695 353,310 +1,071
Jun11 110208 2341.30 2361.00 2339.00 2360.00 +17.70 31 814 +5
Total Volume and Open Interest 240,726 354,131 +1,076
S & P Midcap 400(CME)
Mar11 110208 953.50 956.10 952.50 956.10 +4.90 0 2,624 +0
Jun11 110208 953.50 953.50 953.40 953.50 +4.90      
Sep11 110208 951.40 951.40 951.30 951.40 +4.90      
Total Volume and Open Interest 0 2,624 +0
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Mar11 110208 10650 10700 10620 10695 +30 6,319 41,671 -643
Jun11 110208 10670 10670 10640 10670 +30 0 153 +0
Total Volume and Open Interest 6,319 41,824 -643
Nikkei 225(SGX)
Mar11 110208 10595 10675 10580 10630 +45 96,705 241,092 -2,756
Jun11 110208 10565 10565 10555 10555 +45 61 4,503 -50
Sep11 110208 10560 10560 10560 10560 +50 0 400 +0
Total Volume and Open Interest 96,792 258,677 -903
CAC 40(EURONEXT)
Feb11 110208 4086.5 4114.5 4077.5 4106.5 +16.5 126,501 352,426 +4,789
Mar11 110208 4095.0 4116.0 4083.5 4109.0 +16.0 820 77,793 +188
Apr11 110208 4111.5 4111.5 4111.5 4111.5 +16.0 0 8 +0
Total Volume and Open Interest 127,321 430,277 +4,977
Hang Seng Index(HKFE)
Feb11 110208 23610 23625 23367 23391 -124 73,514 90,113 -5,729
Mar11 110208 23550 23550 23303 23320 -131 639 9,406 +391
Total Volume and Open Interest 74,367 101,689 -5,119
DAX(EUREX)
Mar11 110208 7288.0 7341.0 7277.5 7318.5 +31.5 116,038 248,212 +1,232
Jun11 110208 7309.0 7358.5 7301.5 7340.0 +31.5 425 12,692 +497
Sep11 110208 7329.0 7381.0 7323.5 7362.5 +32.0 71 654 +15
Total Volume and Open Interest 116,534 261,558 +1,744
FT-SE 100(EURONEXT)
Mar11 110208 6022.50 6077.00 5999.50 6047.50 +35.50 80,990 652,181 +75
Jun11 110208 5972.00 6020.00 5970.50 6004.50 +35.50 2,359 8,106 +2,100
Sep11 110208 5973.50 5973.50 5973.50 5973.50 +35.50 0 264 +0
Total Volume and Open Interest 83,349 660,661 +2,175
SPI 200(SFE)
Mar11 110208 4841.0 4873.0 4841.0 4869.0 +22.0 26,254 181,466 -2,554
Jun11 110208 4886.0 4892.0 4880.0 4892.0 +21.0 215 3,156 +37
Sep11 110208 4883.0 4883.0 4883.0 4883.0 +21.0 4 1,847 +0
Total Volume and Open Interest 26,901 188,907 -2,089
GSCI(CME)
Feb11 110208 644.25 647.50 638.50 645.20 +2.45 2,336 12,920 -1,945
Mar11 110208 654.20 1.79 648.50 0.39 -652.61 2,196 2,160 +2,102
Apr11 110208 6.84 9.64 1.14 8.64 +2.50      
Total Volume and Open Interest 4,532 15,080 +157
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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