MRCI Logo
MRCI's End of Day Prices

MRCI Logo
MRCI's End of Day Prices
Daily Futures Price Listing Wed February 09, 2011
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Mar11 110209 1437.00 1455.75 1435.00 1451.00 +16.75 110,561 217,554 -12,083
May11 110209 1448.50 1467.50 1447.00 1463.00 +17.00 58,962 162,412 +10,527
Jul11 110209 1455.25 1474.50 1454.00 1470.25 +17.00 30,102 107,999 +3,442
Aug11 110209 1434.25 1449.50 1433.50 1447.25 +18.25 753 5,570 +21
Sep11 110209 1406.50 1422.75 1401.00 1420.00 +19.00 970 4,903 +86
Nov11 110209 1379.50 1399.75 1377.75 1397.00 +19.50 23,884 159,071 -1,879
Jan12 110209 1381.00 1399.75 1380.50 1397.25 +18.25 586 15,857 +169
Total Volume and Open Interest 227,126 698,094 +830
Soybean Meal(CBOT)
Mar11 110209 386.40 392.00 384.40 388.60 +2.90 30,212 81,450 -3,851
May11 110209 389.00 393.30 387.50 391.80 +3.10 11,948 49,059 +1,672
Jul11 110209 389.80 394.00 388.20 392.80 +3.20 7,258 38,091 +984
Aug11 110209 381.20 384.90 380.90 384.90 +3.20 1,201 8,652 +255
Sep11 110209 372.00 375.50 371.60 375.30 +3.50 901 8,053 +11
Oct11 110209 359.00 365.00 359.00 364.60 +3.40 1,046 8,018 +24
Dec11 110209 358.30 363.20 357.50 362.10 +3.40 3,153 19,979 +565
Jan12 110209 358.90 361.10 357.80 361.10 +3.30 90 2,944 +21
Total Volume and Open Interest 56,063 220,984 -238
Soybean Oil(CBOT)
Mar11 110209 58.81 59.75 58.72 59.74 +0.97 59,444 144,493 -13,760
May11 110209 59.38 60.31 59.30 60.31 +0.97 32,642 110,454 +9,100
Jul11 110209 59.88 60.82 59.83 60.82 +0.98 18,420 78,780 +869
Aug11 110209 60.45 60.97 60.30 60.97 +0.98 1,281 8,783 +134
Sep11 110209 60.37 61.08 60.37 61.08 +0.97 815 10,608 +114
Oct11 110209 60.47 61.07 60.35 61.07 +0.98 1,149 11,579 +298
Dec11 110209 60.28 61.26 60.28 61.26 +0.97 4,518 40,070 +405
Jan12 110209 61.31 61.31 60.34 61.31 +0.97 22 906 +9
Total Volume and Open Interest 119,061 408,159 -2,400
Canola(WCE)
Mar11 110209 612.0 619.5 612.0 617.1 +5.1 11,034 73,923 -3,220
May11 110209 622.0 628.4 621.1 625.8 +5.2 5,823 56,615 +2,774
Jul11 110209 628.7 635.3 628.7 633.1 +5.2 2,622 18,709 -251
Nov11 110209 596.0 606.5 596.0 605.0 +5.6 3,008 56,606 +1,775
Jan12 110209 599.5 611.0 599.5 609.6 +5.4 298 3,514 +46
Total Volume and Open Interest 22,803 211,697 +1,137
Corn(CBOT)
Mar11 110209 673.50 700.75 673.25 698.00 +24.25 147,470 472,610 -31,253
May11 110209 684.25 711.50 684.00 708.75 +24.00 79,947 431,051 +17,077
Jul11 110209 691.00 716.25 691.00 713.50 +22.00 48,231 290,003 +7,649
Sep11 110209 644.00 663.00 643.50 659.75 +15.50 5,188 59,460 +375
Dec11 110209 604.00 619.50 603.75 614.50 +10.00 35,209 342,506 -42
Mar12 110209 613.00 628.00 613.00 622.00 +7.25 6,379 42,227 +967
Total Volume and Open Interest 323,369 1,690,126 -5,279
Wheat(CBOT)
Mar11 110209 876.00 893.25 875.25 886.00 +11.75 92,302 169,483 -10,502
May11 110209 908.75 925.50 906.50 917.75 +11.75 56,521 131,825 +8,715
Jul11 110209 932.25 950.75 932.25 944.75 +12.25 20,690 123,096 +801
Sep11 110209 958.00 971.50 957.25 969.50 +13.50 3,250 31,061 +574
Dec11 110209 969.00 986.75 969.00 982.75 +12.75 8,707 85,500 +2,341
Total Volume and Open Interest 182,596 562,198 +2,420
Wheat(KCBT)
Mar11 110209 972.00 990.25 972.00 988.00 +16.00 16,825 58,726 -3,813
May11 110209 982.75 1001.50 982.75 999.25 +16.00 10,457 61,825 +1,705
Jul11 110209 991.75 1009.75 991.75 1008.00 +15.75 4,628 59,238 -136
Sep11 110209 1002.50 1020.75 1002.50 1020.50 +16.25 1,393 15,979 +401
Dec11 110209 1018.50 1035.00 1018.25 1033.50 +15.25 1,648 15,571 +667
Total Volume and Open Interest 35,155 214,887 -1,031
Wheat(MGE)
Mar11 110209 1010.25 1031.25 1010.25 1027.00 +17.50 3,894 16,700 -716
May11 110209 1019.75 1042.00 1019.75 1038.75 +18.00 1,584 15,834 +343
Jul11 110209 1027.75 1048.75 1027.75 1044.25 +16.50 1,286 11,755 +167
Sep11 110209 1022.00 1046.75 1022.00 1042.75 +15.25 695 12,312 +90
Dec11 110209 1029.75 1050.00 1029.25 1045.50 +17.25 270 9,572 +18
Total Volume and Open Interest 7,809 68,245 -59
Oats(CBOT)
Mar11 110209 419.50 427.50 414.50 424.50 +5.00 345 6,295 -98
May11 110209 426.00 432.00 422.50 431.00 +5.00 351 5,348 +129
Jul11 110209 426.00 436.50 423.00 430.50 +4.50 17 761 +9
Sep11 110209 404.00 404.00 394.00 403.50 +9.50 8 263 +2
Total Volume and Open Interest 800 14,365 +74
Rough Rice(CBOT)
Mar11 110209 15.93 16.33 15.83 16.30 +0.38 2,384 12,371 -306
May11 110209 16.26 16.63 16.15 16.61 +0.38 1,297 7,671 +481
Jul11 110209 16.51 16.90 16.48 16.87 +0.39 508 2,547 +142
Sep11 110209 16.42 16.69 16.37 16.67 +0.24 217 1,789 +27
Total Volume and Open Interest 4,438 25,022 +344
Live Cattle(CME)
Feb11 110209 107.800 108.950 107.350 107.730 +0.080 6,242 20,647 -2,065
Apr11 110209 111.450 112.600 111.080 111.285 +0.035 20,199 170,183 -2,379
Jun11 110209 112.080 113.350 111.885 112.285 +0.335 7,189 90,109 -739
Aug11 110209 113.350 114.785 113.150 113.785 +0.535 3,800 29,458 -106
Oct11 110209 116.600 118.000 116.600 117.100 +0.520 2,150 22,538 +508
Dec11 110209 116.850 118.350 116.850 117.900 +1.100 438 17,256 +140
Total Volume and Open Interest 40,359 355,295 -4,584
Feeder Cattle(CME)
Mar11 110209 124.430 124.980 122.900 122.930 -1.320 3,917 19,989 -634
Apr11 110209 126.150 126.450 124.730 124.785 -1.065 1,133 7,619 +143
May11 110209 126.850 127.250 125.500 125.800 -1.180 1,687 9,933 +573
Aug11 110209 128.000 128.200 126.500 126.650 -1.135 381 10,396 +5
Sep11 110209 127.500 127.930 126.680 126.900 -0.635 49 1,457 -8
Oct11 110209 128.000 128.000 126.900 127.250 -0.850 26 691 +12
Nov11 110209 128.200 128.250 127.400 127.400 -0.550 1 360 +0
Total Volume and Open Interest 7,194 50,448 +91
Lean Hogs(CME)
Feb11 110209 84.750 85.480 84.750 85.180 +0.350 5,669 11,276 -902
Apr11 110209 91.250 92.150 90.700 91.250 unch 13,419 104,707 +24
May11 110209 98.500 99.450 98.500 99.300 +0.570 260 2,688 +35
Jun11 110209 100.950 101.980 100.730 100.950 +0.050 5,770 61,295 -43
Jul11 110209 99.850 100.980 99.680 100.080 -0.055 3,452 20,862 -228
Aug11 110209 98.330 99.500 98.330 98.950 +0.370 1,997 18,666 -107
Oct11 110209 86.550 87.850 86.535 87.750 +0.965 808 15,827 +101
Dec11 110209 82.330 83.900 82.330 83.500 +0.950 430 7,216 +180
Total Volume and Open Interest 31,915 245,328 -871
Class III Milk(CME)
Feb11 110209 16.74 16.74 16.62 16.69 -0.01 341 5,192 -136
Mar11 110209 18.55 18.61 18.35 18.55 -0.06 370 5,813 -17
Apr11 110209 18.40 18.48 18.30 18.42 -0.05 471 5,054 +87
May11 110209 17.99 18.10 17.96 18.03 -0.05 373 4,278 +109
Jun11 110209 17.42 17.47 17.34 17.40 -0.02 238 3,429 +76
Total Volume and Open Interest 2,099 36,595 +228
Cocoa(ICE)
Mar11 110209 3225 3307 3210 3272 +33 15,796 16,249 -6,852
May11 110209 3240 3327 3226 3283 +23 16,602 66,331 +4,268
Jul11 110209 3236 3316 3222 3280 +24 2,755 20,485 +1,497
Sep11 110209 3227 3310 3222 3277 +23 574 11,452 +7
Dec11 110209 3211 3305 3211 3270 +28 136 15,360 -127
Mar12 110209 3330 3342 3309 3309 +23 68 23,450 +28
May12 110209 3306 3306 3306 3306 +25 14 5,146 +3
Total Volume and Open Interest 35,956 161,464 -1,168
Coffee "C"(ICE)
Mar11 110209 248.75 254.05 247.80 253.60 +6.00 17,808 54,695 -5,504
May11 110209 250.50 256.00 249.70 255.65 +6.05 11,561 54,329 +2,414
Jul11 110209 251.20 257.40 251.20 257.15 +5.95 3,959 17,582 +1,274
Sep11 110209 252.00 256.50 251.10 256.30 +5.85 409 6,768 +16
Dec11 110209 250.00 254.55 250.00 254.45 +5.80 390 10,667 +173
Mar12 110209 249.00 251.80 248.10 251.80 +5.20 169 1,772 +108
Total Volume and Open Interest 34,336 146,637 -1,508
Orange Juice(ICE)
Mar11 110209 171.00 171.85 165.00 167.45 -3.20 1,017 17,427 -138
May11 110209 170.00 170.35 163.60 166.55 -2.95 427 10,963 +249
Jul11 110209 166.90 168.15 164.20 166.05 -1.95 70 2,670 +41
Sep11 110209 163.15 165.25 163.15 165.25 -1.70 3 516 +11
Nov11 110209 160.50 163.90 160.50 163.05 -1.55 23 551 +2
Jan12 110209 162.10 162.10 162.10 162.10 -1.70 0 6 +0
Total Volume and Open Interest 1,540 32,155 +165
Sugar #11(ICE)
Mar11 110209 31.20 31.93 30.43 31.50 +0.34 103,453 171,313 -7,106
May11 110209 29.45 30.01 28.64 29.73 +0.34 67,201 155,825 +4,448
Jul11 110209 27.40 27.98 26.65 27.46 +0.10 31,271 148,140 +5,313
Oct11 110209 25.50 26.09 24.85 25.66 +0.15 9,797 71,870 -155
Mar12 110209 24.75 25.22 23.94 24.74 unch 4,216 52,490 +183
Total Volume and Open Interest 218,834 653,229 +2,750
London Cocoa(LCE)
Mar11 110209 2125 2159 2120 2147 +13 5,889 46,467 -1,404
May11 110209 2110 2146 2105 2134 +11 5,662 36,361 -517
Jul11 110209 2102 2134 2094 2119 +6 1,649 29,674 -177
Sep11 110209 2091 2124 2090 2114 +11 300 21,570 +29
Dec11 110209 2082 2113 2078 2105 +14 884 27,060 +162
Mar12 110209 2092 2121 2092 2113 +14 123 22,177 +42
May12 110209 2095 2120 2095 2120 +15 0 3,971 +0
Total Volume and Open Interest 14,507 195,245 -1,865
London Sugar(LCE)
May11 110209 755.50 764.40 734.60 749.10 -5.60 8,435 21,023 +736
Aug11 110209 718.20 728.00 700.60 713.00 -4.70 2,034 10,794 +85
Oct11 110209 675.00 675.30 651.10 664.30 -1.50 781 3,159 +76
Dec11 110209 647.30 647.30 633.30 646.90 -3.20 251 1,144 +6
Mar12 110209 646.10 646.50 627.50 638.00 -4.00 20 782 +12
Total Volume and Open Interest 25,194 48,419 -4,259
Cotton(ICE)
Mar11 110209 175.30 182.29 173.67 180.58 +5.29 21,756 77,450 -4,621
May11 110209 174.45 180.69 171.71 177.98 +4.28 17,511 41,732 +4,567
Jul11 110209 167.74 173.94 166.35 172.47 +4.48 4,653 37,295 -361
Oct11 110209 138.25 144.00 138.25 144.00 +4.44 31 233 +15
Dec11 110209 120.88 125.25 120.20 124.55 +3.99 1,987 57,786 +700
Mar12 110209 113.81 119.00 113.81 117.56 +4.04 264 3,549 +133
Total Volume and Open Interest 46,335 220,694 +481
Lumber(CME)
Mar11 110209 302.2 311.2 302.2 309.0 +7.1 811 3,713 -266
May11 110209 318.0 326.3 318.0 324.5 +7.3 672 4,684 +451
Jul11 110209 320.4 326.2 320.4 325.8 +6.8 54 1,560 +37
Sep11 110209 321.7 327.0 321.7 327.0 +7.0 0 218 +0
Total Volume and Open Interest 1,537 10,178 +222
Crude Oil(NYM)
Mar11 110209 87.35 87.95 86.36 86.71 -0.23 414,877 293,484 -41,034
Apr11 110209 90.65 91.09 89.67 90.10 -0.14 218,966 177,406 +14,876
May11 110209 93.38 93.83 92.73 93.19 +0.07 113,549 132,496 +9,545
Jun11 110209 95.17 95.44 94.48 95.13 +0.24 79,012 112,249 +88
Jul11 110209 96.02 96.65 95.61 96.40 +0.32 26,728 61,203 +2,385
Aug11 110209 96.70 97.37 96.52 97.19 +0.34 17,069 46,416 +653
Sep11 110209 97.53 97.87 97.04 97.72 +0.37 15,270 43,665 +1,047
Oct11 110209 97.61 98.20 97.48 98.20 +0.40 8,978 27,524 +2,423
Nov11 110209 98.17 98.63 97.80 98.61 +0.42 6,336 28,901 +50
Dec11 110209 98.63 99.24 98.06 98.98 +0.43 52,053 173,625 -3,123
Jan12 110209 98.73 99.32 98.59 99.29 +0.45 6,420 27,423 -2,437
Feb12 110209 98.79 99.53 98.79 99.53 +0.46 1,961 12,349 +693
Mar12 110209 99.20 99.70 99.20 99.70 +0.48 2,780 15,709 +1,153
Apr12 110209 99.80 99.80 99.80 99.80 +0.50 1,038 6,484 -2
May12 110209 99.88 99.88 99.88 99.88 +0.50 978 8,262 +22
Jun12 110209 99.18 99.96 99.16 99.96 +0.49 5,596 53,026 -757
Total Volume and Open Interest 1,006,455 1,536,606 -8,655
e-miNY Crude Oil(NYM)
Feb11 110119 91.225 92.100 90.500 90.850 -0.525 6,388 2,249 -394
Mar11 110209 87.425 87.950 86.375 86.700 -0.250 11,651 9,975 +303
Apr11 110209 90.675 90.975 89.675 90.100 -0.150 1,034 2,654 +38
May11 110209 93.425 93.475 92.975 93.200 +0.075 187 607 +67
Jun11 110209 95.600 95.600 95.000 95.125 +0.225 8 87 +1
Jul11 110209 96.400 96.400 96.400 96.400 +0.325 0 14 +0
Aug11 110209 97.200 97.200 97.200 97.200 +0.350 0 10 +0
Sep11 110209 97.300 97.725 97.050 97.725 +0.375 0 6 +0
Oct11 110209 98.200 98.200 98.200 98.200 +0.400 0 42 +0
Nov11 110209 98.625 98.625 98.600 98.600 +0.400 0 3 +0
Total Volume and Open Interest 12,880 13,733 +409
Heating Oil(NYM)
Mar11 110209 273.25 277.62 272.73 276.89 +3.71 54,404 92,855 -2,527
Apr11 110209 273.59 277.77 272.91 277.06 +4.00 34,260 52,753 +826
May11 110209 273.80 278.21 273.46 277.64 +4.30 17,691 29,479 +1,751
Jun11 110209 274.23 279.21 274.23 278.54 +4.49 17,394 42,695 +557
Jul11 110209 276.37 279.94 276.08 279.94 +4.61 5,460 15,341 +1,281
Aug11 110209 277.10 281.45 277.10 281.37 +4.69 3,000 12,768 +850
Sep11 110209 279.59 283.10 279.42 283.10 +4.71 1,185 11,435 -36
Oct11 110209 281.04 284.80 281.04 284.80 +4.72 669 5,721 +124
Nov11 110209 283.18 286.82 282.55 286.82 +4.76 846 5,779 +109
Dec11 110209 283.88 289.22 283.85 288.69 +4.84 5,259 24,265 +409
Jan12 110209 286.85 290.31 286.78 290.31 +4.96 514 6,319 +347
Feb12 110209 291.13 291.13 291.13 291.13 +5.18 65 875 -7
Total Volume and Open Interest 141,310 310,044 +3,966
Gasoline(NYMEX)
Mar11 110209 249.93 253.31 248.11 252.60 +3.18 66,010 74,560 -7,313
Apr11 110209 262.88 267.12 261.64 266.48 +4.16 49,471 48,177 +5,747
May11 110209 264.40 268.50 263.20 268.10 +4.36 23,612 36,519 +2,720
Jun11 110209 264.80 269.05 263.95 268.71 +4.43 15,466 32,547 +1,140
Jul11 110209 264.40 268.67 264.09 268.67 +4.44 6,801 14,417 +1,207
Aug11 110209 263.36 267.90 263.10 267.81 +4.36 1,932 9,625 -22
Sep11 110209 261.83 266.05 261.40 266.05 +4.30 2,400 5,833 -26
Oct11 110209 251.44 255.59 251.44 255.59 +4.08 729 4,441 -75
Nov11 110209 253.75 253.75 253.75 253.75 +3.84 654 2,709 +112
Dec11 110209 249.90 253.02 248.83 253.02 +3.75 1,573 20,767 +196
Total Volume and Open Interest 169,040 264,204 +3,764
e-miNY RBOB Gasoline(NYM)
Mar11 110209 252.60 252.60 252.60 252.60 +3.20 0 5 +0
Apr11 110209 266.50 266.50 266.48 266.50 +4.20 0 1 +0
May11 110209 268.10 268.10 268.10 268.10 +4.40 0 1 +0
Jun11 110209 268.70 268.71 268.70 268.70 +4.40 0 1 +0
Total Volume and Open Interest 0 10 +0
Natural Gas(NYM)
Mar11 110209 4.074 4.087 3.992 4.044 +0.004 181,901 180,716 -29,751
Apr11 110209 4.116 4.124 4.018 4.083 +0.011 111,773 139,316 +15,043
May11 110209 4.160 4.187 4.089 4.149 +0.010 83,853 138,898 +16,613
Jun11 110209 4.222 4.248 4.149 4.214 +0.011 24,639 51,456 +3,673
Jul11 110209 4.280 4.307 4.209 4.274 +0.012 17,423 42,416 +3,037
Aug11 110209 4.315 4.344 4.240 4.309 +0.013 5,163 20,728 -4
Sep11 110209 4.256 4.344 4.255 4.314 +0.012 6,117 16,922 +1,211
Oct11 110209 4.381 4.390 4.292 4.363 +0.011 18,963 66,679 +2,118
Nov11 110209 4.479 4.560 4.479 4.535 +0.006 3,219 25,854 +293
Dec11 110209 4.718 4.795 4.715 4.773 +0.001 2,497 24,615 +157
Jan12 110209 4.910 4.924 4.853 4.902 -0.002 10,241 50,813 +1,649
Feb12 110209 4.845 4.904 4.844 4.885 +0.001 1,377 12,371 +296
Mar12 110209 4.788 4.837 4.779 4.817 +0.001 3,697 25,405 -1,275
Apr12 110209 4.660 4.676 4.625 4.657 -0.005 4,794 22,713 +21
May12 110209 4.645 4.690 4.645 4.674 -0.005 667 5,579 +94
Jun12 110209 4.680 4.717 4.677 4.701 -0.007 98 4,309 +28
Total Volume and Open Interest 481,352 898,069 +14,912
Brent Crude Oil(ICE)
Mar11 110209 100.34 102.25 100.03 101.82 +1.90 202,988 82,991 -23,329
Apr11 110209 100.93 102.72 100.58 102.32 +1.80 205,774 209,679 +7,821
May11 110209 101.33 103.11 101.05 102.72 +1.71 89,471 106,650 +49
Jun11 110209 101.63 103.38 101.43 103.00 +1.60 70,493 118,183 -4,527
Jul11 110209 101.86 103.56 101.66 103.18 +1.53 14,621 38,434 +18
Aug11 110209 101.99 103.60 101.77 103.30 +1.49 7,475 23,113 +588
Sep11 110209 102.07 103.71 101.86 103.38 +1.46 4,587 30,032 +127
Oct11 110209 102.41 103.81 101.98 103.48 +1.42 2,529 21,455 +327
Nov11 110209 102.49 103.89 102.07 103.56 +1.39 2,190 14,634 +55
Dec11 110209 102.40 103.97 102.12 103.61 +1.35 40,182 107,552 -2,787
Jan12 110209 103.71 103.71 103.71 103.71 +1.32 5,129 15,280 +1,078
Feb12 110209 103.82 103.82 103.82 103.82 +1.28 2,995 7,819 +628
Mar12 110209 103.91 103.91 103.91 103.91 +1.25 7,042 13,773 +2,747
Apr12 110209 103.86 103.86 103.86 103.86 +1.22 275 3,223 +46
Total Volume and Open Interest 670,015 908,324 -17,700
Gas Oil(ICE)
Feb11 110209 850.00 864.00 849.50 853.25 +3.50 52,173 35,940 -15,637
Mar11 110209 855.75 869.75 853.75 858.00 +3.25 125,080 175,856 +3,484
Apr11 110209 857.50 873.00 856.25 861.00 +3.50 68,685 93,875 +2,343
May11 110209 860.50 875.75 860.25 863.75 +3.50 31,232 63,442 -1,381
Jun11 110209 863.25 878.50 863.00 866.75 +3.75 38,623 61,181 -4,830
Jul11 110209 867.00 882.25 866.75 870.50 +4.00 9,012 27,246 +230
Aug11 110209 870.25 883.50 870.25 874.00 +4.25 4,940 24,247 +363
Sep11 110209 874.00 889.25 873.50 877.25 +4.00 4,555 21,413 -68
Oct11 110209 875.25 890.25 875.25 879.25 +4.00 3,333 17,141 +440
Nov11 110209 876.75 891.75 876.75 880.50 +4.00 1,534 13,563 +107
Total Volume and Open Interest 358,564 668,027 -13,571
Ethanol(CBOT)
Feb11 110203 2.340 2.345 2.340 2.340 +0.005 15 114 -120
Mar11 110209 2.463 2.463 2.436 2.457 +0.070 56 1,278 -14
Apr11 110209 2.460 2.475 2.455 2.468 +0.072 377 1,118 -195
May11 110209 2.475 2.485 2.463 2.475 +0.066 37 494 +8
Jun11 110209 2.475 2.500 2.475 2.492 +0.067 108 866 +51
Jul11 110209 2.484 2.513 2.484 2.498 +0.069 15 820 +7
Aug11 110209 2.472 2.480 2.472 2.478 +0.068 63 804 +16
Sep11 110209 2.390 2.407 2.390 2.400 +0.050 5 551 +0
Total Volume and Open Interest 975 7,741 -286
WTI Crude Oil(ICE
Mar11 110209 87.45 87.93 86.37 86.71 -0.23 114,268 103,374 -13,198
Apr11 110209 90.61 91.07 89.67 90.10 -0.14 85,668 72,303 +4,401
May11 110209 93.36 93.73 92.72 93.19 +0.07 32,809 51,930 +1,648
Jun11 110209 94.89 95.38 94.56 95.13 +0.24 22,152 59,486 -556
Jul11 110209 96.02 96.58 95.62 96.40 +0.32 6,520 21,097 +429
Aug11 110209 96.76 97.31 96.43 97.19 +0.34 3,844 16,564 +69
Sep11 110209 97.26 97.85 96.94 97.72 +0.37 3,696 21,177 +142
Oct11 110209 97.71 98.32 97.65 98.20 +0.40 2,123 15,692 +233
Nov11 110209 98.10 98.73 98.05 98.61 +0.42 1,588 11,162 +243
Dec11 110209 98.57 99.18 98.11 98.98 +0.43 18,005 89,577 +1,387
Jan12 110209 99.29 99.29 99.29 99.29 +0.45 884 9,441 +81
Feb12 110209 99.53 99.53 99.53 99.53 +0.46 149 1,425 +75
Mar12 110209 99.70 99.70 99.70 99.70 +0.48 257 4,058 +89
Apr12 110209 99.80 99.80 99.80 99.80 +0.50 54 1,399 +24
May12 110209 99.88 99.88 99.88 99.88 +0.50 48 947 +5
Jun12 110209 99.35 100.02 99.35 99.96 +0.49 1,069 22,722 +434
Total Volume and Open Interest 298,234 583,550 -3,805
US Dollar Index(ICE)
Mar11 110209 78.055 78.185 77.580 77.720 -0.375 19,608 42,889 +1,040
Jun11 110209 78.380 78.490 78.000 78.055 -0.395 75 1,145 +28
Sep11 110209 78.415 78.415 78.415 78.415 -0.395 0 4 +0
Total Volume and Open Interest 19,683 44,039 +1,068
Australian Dollar(CME)
Mar11 110209 101.02 101.11 100.46 100.56 -0.53 96,406 134,352 -1,386
Jun11 110209 99.87 99.94 99.35 99.41 -0.53 165 873 -54
Sep11 110209 98.42 98.68 98.16 98.16 -0.52 0 13 +0
Total Volume and Open Interest 96,571 135,334 -1,440
British Pound(CME)
Mar11 110209 160.72 161.21 160.28 160.92 +0.39 129,097 110,666 -6,503
Jun11 110209 160.30 160.83 160.30 160.73 +0.39 21 643 +0
Sep11 110209 160.43 160.43 160.03 160.43 +0.40 5 22 +5
Total Volume and Open Interest 129,123 111,363 -6,498
Canadian Dollar(CME)
Mar11 110209 100.45 100.79 100.33 100.44 +0.11 83,372 135,323 -5,592
Jun11 110209 100.38 100.58 100.12 100.23 +0.11 563 3,575 +290
Sep11 110209 99.94 100.24 99.85 99.96 +0.11 10 1,054 +5
Dec11 110209 99.72 100.00 99.57 99.70 +0.13 60 1,593 +32
Total Volume and Open Interest 84,015 141,604 -5,262
Japanese Yen(CME)
Mar11 110209 121.52 121.68 120.98 121.42 +0.05 122,851 116,399 +3,199
Jun11 110209 121.64 121.73 121.19 121.52 +0.05 215 1,271 +71
Sep11 110209 121.68 121.68 121.64 121.68 +0.04 2 28 +0
Total Volume and Open Interest 123,068 117,705 +3,270
Swiss Franc(CME)
Mar11 110209 103.83 104.72 103.52 104.43 +0.62 54,396 47,733 -570
Jun11 110209 103.83 104.60 103.73 104.52 +0.62 27 127 +1
Sep11 110209 104.64 104.64 104.02 104.64 +0.62 0 5 +0
Total Volume and Open Interest 54,423 47,876 -569
EuroFX(CME)
Mar11 110209 136.22 137.39 136.04 137.18 +0.97 350,509 199,003 +2,868
Jun11 110209 136.04 137.21 135.95 137.01 +0.97 580 4,135 +110
Sep11 110209 136.50 136.76 135.80 136.76 +0.96 0 43 +0
Total Volume and Open Interest 351,090 203,541 +2,977
Mexican Peso(CME)
Feb11 110209 828.2 831.5 828.2 828.2 -3.2      
Mar11 110209 828.5 830.5 824.2 824.8 -3.2 23,212 150,043 +2,565
Total Volume and Open Interest 23,935 151,871 +2,964
30-Year T-Bonds(CBOT)
Mar11 110209 117~070 118~180 116~260 118~100 +1~000 290,407 575,571 -6,901
Jun11 110209 115~100 116~270 115~070 116~210 +1~000 4,740 10,397 +4,020
Sep11 110209 114~000 115~010 114~000 115~010 +1~000 0 2 +0
Total Volume and Open Interest 295,147 585,970 -2,881
10-Year T-Notes(CBOT)
Mar11 110209 117~280 118~220 117~220 118~185 +0~190 1,093,750 1,478,597 -3,628
Jun11 110209 116~050 117~045 116~035 117~005 +0~205 12,686 28,301 +2,681
Sep11 110209 115~255 115~255 115~050 115~255 +0~205 2 1 -2
Total Volume and Open Interest 1,106,438 1,506,903 -949
5-Year T-Notes(CBOT)
Mar11 110209 116~039 116~098 116~024 116~089 +0~045 662,498 1,281,634 +7,699
Jun11 110209 115~016 115~085 115~016 115~085 +0~049 5,686 26,223 +3,368
Sep11 110209 114~109 114~109 114~060 114~109 +0~049      
Total Volume and Open Interest 668,184 1,307,857 +11,067
2 Year T-Notes(CBOT)
Mar11 110209 109~004 109~021 108~127 109~019 +0~015 318,519 861,795 +15,212
Jun11 110209 108~083 108~102 108~083 108~102 +0~014 1,902 3,831 +847
Sep11 110209 108~068 108~068 108~054 108~068 +0~014      
Total Volume and Open Interest 320,421 865,626 +16,059
Eurodollars(CME)
Mar11 110209 99.660 99.675 99.660 99.670 +0.005 186,252 1,130,239 +18,896
Jun11 110209 99.570 99.600 99.560 99.580 +0.015 232,101 1,166,678 +6,136
Sep11 110209 99.395 99.450 99.380 99.430 +0.040 280,068 1,137,666 +9,452
Dec11 110209 99.155 99.220 99.130 99.205 +0.055 379,708 1,079,500 +33,588
Mar12 110209 98.840 98.925 98.805 98.910 +0.070 417,092 1,042,751 -10,565
Jun12 110209 98.460 98.565 98.430 98.555 +0.085 348,812 681,830 +26,272
Sep12 110209 98.095 98.210 98.055 98.200 +0.100 236,263 561,772 +9,465
Dec12 110209 97.750 97.865 97.715 97.860 +0.100 223,852 370,448 +10,007
Mar13 110209 97.455 97.560 97.410 97.550 +0.095 167,475 252,095 -3,851
Jun13 110209 97.165 97.270 97.130 97.260 +0.090 115,679 195,823 +2,831
Sep13 110209 96.885 97.005 96.860 96.985 +0.075 92,065 191,814 +1,789
Dec13 110209 96.640 96.735 96.600 96.715 +0.060 78,995 169,332 +5,615
Mar14 110209 96.385 96.490 96.360 96.470 +0.050 29,802 129,323 -2,142
Jun14 110209 96.165 96.255 96.125 96.230 +0.045 31,847 109,028 -4,663
Sep14 110209 95.945 96.030 95.905 96.010 +0.045 28,656 63,185 -4,592
Dec14 110209 95.725 95.815 95.680 95.790 +0.045 25,371 75,142 -124
Mar15 110209 95.540 95.635 95.495 95.610 +0.050 13,322 57,350 +560
Jun15 110209 3.615 3.710 3.570 3.690 +0.050 11,765 37,909 +973
Total Volume and Open Interest 2,928,199 8,684,020 +101,157
30 Day Federal Funds(CBOT)
Feb11 110209 99.832 99.835 99.832 99.832 unch 5,840 77,990 +2,834
Mar11 110209 99.835 99.840 99.830 99.835 unch 3,141 59,514 +464
Apr11 110209 99.845 99.850 99.845 99.845 unch 6,835 52,497 -541
May11 110209 99.845 99.850 99.845 99.845 unch 10,285 59,318 -3,186
Jun11 110209 99.840 99.845 99.835 99.840 unch 3,425 42,196 +458
Jul11 110209 99.810 99.825 99.810 99.820 +0.005 7,480 48,830 +3,294
Total Volume and Open Interest 71,642 570,809 +3,775
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 110209 99.660 99.660 99.660 99.660 -0.002 20 3,744 -20
Jun11 110209 99.643 99.643 99.643 99.643 -0.005 0 175 +0
Sep11 110209 99.628 99.628 99.628 99.628 -0.007      
Dec11 110209 99.598 99.598 99.598 99.598 -0.007 0 75 +0
Mar12 110209 99.580 99.580 99.580 99.580 -0.005      
Jun12 110209 99.625 99.625 99.625 99.625 -0.005      
Sep12 110209 99.575 99.575 99.575 99.575 -0.005      
Dec12 110209 99.480 99.480 99.480 99.480 -0.005      
Mar13 110209 99.480 99.480 99.480 99.480 -0.005      
Jun13 110209 99.435 99.435 99.435 99.435 -0.005      
Total Volume and Open Interest 20 3,994 -20
3-Mth Euro-Yen(SGX)
Mar11 110209 99.66 99.66 99.66 99.66 0.00 500 5,210 +0
Jun11 110209 99.64 99.64 99.64 99.64 0.00 0 1,222 +0
Sep11 110209 99.63 99.63 99.63 99.63 -0.01 0 786 +0
Dec11 110209 99.59 99.60 99.59 99.60 -0.01 100 1,791 +61
Mar12 110209 99.58 99.58 99.58 99.58 0.00 0 405 +0
Jun12 110209 99.62 99.62 99.62 99.62 0.00 0 754 +0
Sep12 110209 99.57 99.57 99.57 99.57 -0.01 0 310 +0
Dec12 110209 99.48 99.48 99.48 99.48 0.00 0 4 +0
Total Volume and Open Interest 600 10,483 +61
Japanese Gov't Bonds(SGX)
Mar11 110209 138.80 138.80 138.33 138.67 -0.15 1,716 15,539 +1,225
Jun11 110209 137.84 137.84 137.84 137.84 -0.15 0 1 +0
Sep11 110209 135.41 135.41 135.41 135.41 -0.15      
Total Volume and Open Interest 1,716 15,540 +1,225
Euro-Bund(EUREX)
Mar11 110209 122.50 122.88 122.30 122.33 -0.49 804,446 1,430,372 +60,554
Jun11 110209 121.01 121.28 120.92 120.94 -0.47 5,180 32,555 +9,044
Sep11 110209 120.58 120.58 120.58 120.58 -0.49 0 1 +0
Total Volume and Open Interest 809,626 1,462,928 +69,598
Euro-Bobl(EUREX)
Mar11 110209 116.42 116.60 116.28 116.32 -0.26 491,295 1,062,676 +88,075
Jun11 110209 114.99 115.00 114.88 114.88 -0.26 2,454 33,456 +10,282
Sep11 110209 114.25 114.25 114.25 114.25 -0.26 0 115 +115
Total Volume and Open Interest 493,749 1,096,247 +98,472
3-Mth Euribor(EUREX)
Mar11 110209 98.830 98.840 98.830 98.840 -0.005 78 5,733 -26
Jun11 110209 98.540 98.570 98.540 98.560 -0.010 40 9,602 +9
Sep11 110209 98.300 98.300 98.300 98.300 -0.025 23 2,166 +1
Total Volume and Open Interest 202 25,742 +74
Long Gilt(LIFFE)
Mar11 110209 115~18 115~26 115~11 115~12 -0~15 96,628 250,118 +307
Jun11 110209 114~04 114~04 114~04 114~04 -0~15      
Total Volume and Open Interest 96,628 250,118 +307
3-Mth Short Sterling(LIFFE)
Mar11 110209 99.06 99.11 99.04 99.07 unch 55,877 301,590 +2,264
Jun11 110209 98.83 98.88 98.81 98.84 -0.01 57,207 359,852 +3,709
Sep11 110209 98.56 98.64 98.56 98.58 -0.02 52,364 280,518 +3,861
Dec11 110209 98.27 98.34 98.26 98.28 -0.03 63,153 339,202 +10,746
Mar12 110209 97.95 98.03 97.94 97.96 -0.03 57,676 308,407 +8,335
Jun12 110209 97.61 97.70 97.61 97.63 -0.03 40,616 209,479 +2,679
Total Volume and Open Interest 410,353 2,234,709 +43,343
3-Mth Euribor(LIFFE)
Mar11 110209 98.840 98.850 98.820 98.840 -0.005 205,508 614,054 -4,269
Jun11 110209 98.550 98.585 98.530 98.560 -0.010 261,179 629,517 +10,590
Sep11 110209 98.295 98.345 98.275 98.300 -0.025 264,175 540,349 +57,175
Total Volume and Open Interest 1,479,883 3,629,150 +110,516
3-Mth Aus T-Bills(SFE)
Mar11 110209 95.03 95.03 95.01 95.02 -0.01 11,184 154,922 -12,112
Jun11 110209 94.88 94.90 94.86 94.88 -0.01 21,312 169,040 -10,502
Sep11 110209 94.70 94.73 94.67 94.71 unch 26,117 113,023 +1,418
Dec11 110209 94.54 94.57 94.50 94.55 unch 10,766 66,660 -3,367
Mar12 110209 94.39 94.42 94.36 94.41 +0.01 7,528 53,147 -240
Jun12 110209 94.30 94.32 94.26 94.32 +0.01 4,566 41,026 +898
Sep12 110209 94.23 94.27 94.19 94.25 +0.01 2,262 28,780 +915
Dec12 110209 94.18 94.20 94.13 94.18 +0.01 917 14,599 -388
Mar13 110209 94.13 94.14 94.08 94.13 unch 85 3,078 +1
Jun13 110209 94.04 94.10 94.04 94.09 +0.01 51 596 -4
Total Volume and Open Interest 84,789 646,561 -24,180
10-Year Aus T-Bonds(SFE)
Mar11 110209 94.24 94.27 94.20 94.24 -0.01 49,613 371,457 +7,014
Jun11 110209 94.24 94.24 94.24 94.24 -0.01      
Total Volume and Open Interest 49,613 371,457 +7,014
3-Year Aus T-Bonds(SFE)
Mar11 110209 94.63 94.66 94.59 94.63 -0.01 142,243 531,616 +15,498
Jun11 110209 94.63 94.63 94.63 94.63 -0.01      
Total Volume and Open Interest 142,243 531,616 +15,498
Gold(CMX)
Feb11 110209 1362.8 1366.5 1361.8 1364.8 +1.4 2,536 1,148 -444
Apr11 110209 1363.8 1367.7 1358.3 1365.5 +1.4 135,349 309,464 +3,197
Jun11 110209 1364.4 1368.9 1360.0 1366.9 +1.4 2,794 54,577 -646
Aug11 110209 1366.4 1369.2 1364.4 1368.5 +1.4 1,993 18,336 +645
Oct11 110209 1369.4 1370.6 1363.2 1370.0 +1.4 441 7,960 +220
Dec11 110209 1369.9 1373.5 1365.0 1371.8 +1.4 1,093 24,080 -94
Feb12 110209 1372.8 1374.0 1371.3 1374.0 +1.4 88 3,610 +72
Apr12 110209 1376.5 1376.5 1376.0 1376.4 +1.3 25 5,318 +25
Jun12 110209 1379.3 1379.3 1379.3 1379.3 +1.3 41 6,599 +6
Aug12 110209 1382.7 1382.7 1382.7 1382.7 +1.3 0 977 +0
Oct12 110209 1387.0 1387.0 1387.0 1387.0 +1.3 0 1,301 +0
Dec12 110209 1391.0 1391.8 1388.0 1391.8 +1.2 768 13,290 +296
Total Volume and Open Interest 147,031 469,779 +3,679
Silver(CMX)
Mar11 110209 3031.0 3050.0 3005.0 3027.6 +0.5 70,215 64,781 -61
May11 110209 3028.0 3051.0 3008.5 3030.1 +0.4 8,586 30,344 +2,621
Jul11 110209 3028.0 3051.5 3011.0 3031.7 +0.5 1,354 10,034 +686
Sep11 110209 3044.0 3044.0 3018.5 3031.3 +0.4 83 4,225 +48
Dec11 110209 3014.5 3052.0 3010.5 3031.2 +0.4 229 11,770 +90
Mar12 110209 3010.0 3030.2 3010.0 3030.2 +0.2 2 666 +0
May12 110209 3029.5 3029.5 3029.5 3029.5 -0.2 0 260 +0
Total Volume and Open Interest 80,656 135,797 +3,465
Platinum(NYMEX)
Apr11 110209 1861.0 1869.0 1850.4 1859.4 -2.5 4,871 41,886 +715
Jul11 110209 1855.0 1868.2 1855.0 1862.1 -2.9 45 1,784 +39
Oct11 110209 1867.0 1867.0 1864.3 1864.3 -2.9 0 92 +0
Jan12 110209 1866.3 1866.3 1866.3 1866.3 -2.9 0 10 +0
Total Volume and Open Interest 4,939 43,810 +773
Palladium(NYMEX)
Mar11 110209 838.05 839.50 823.40 826.45 -12.00 5,823 20,015 -958
Jun11 110209 838.75 840.20 825.70 828.10 -12.00 1,547 3,447 +1,127
Sep11 110209 837.65 837.65 829.10 829.10 -12.00 13 46 +13
Total Volume and Open Interest 7,389 23,519 +182
Copper(CMX)
Mar11 110209 459.15 460.40 449.05 452.40 -5.00 40,307 86,074 -6,125
May11 110209 459.95 460.30 450.75 453.40 -4.85 14,266 44,489 +4,233
Jul11 110209 457.55 457.75 452.90 453.70 -4.70 2,530 17,030 +1,748
Sep11 110209 456.65 456.65 453.25 453.40 -4.45 269 5,606 +86
Dec11 110209 457.50 457.50 449.55 451.80 -4.40 69 4,883 -20
Total Volume and Open Interest 57,884 162,263 -173
DJIA Index(CBOT)
Mar11 110209 12198 12215 12155 12207 +11 153 10,759 +16
Jun11 110209 12142 12142 12131 12142 +11 0 11 +0
Sep11 110209 12087 12087 12076 12087 +11      
Dec11 110209 12032 12032 12021 12032 +11 0 1 +0
Total Volume and Open Interest 153 10,771 +16
S & P 500(CME)
Mar11 110209 1321.40 1321.90 1312.00 1319.20 -2.50 9,160 311,492 -49
Jun11 110209 1314.30 1316.90 1307.80 1314.30 -2.50 260 7,866 +229
Sep11 110209 1309.40 1312.00 1302.90 1309.40 -2.50 16 2,997 +0
Dec11 110209 1304.60 1307.10 1298.00 1304.60 -2.40 0 638 +0
Total Volume and Open Interest 9,436 322,993 +180
S & P 500 E-Mini(Globex)
Mar11 110209 1321.50 1322.00 1311.75 1319.25 -2.50 1,453,914 2,754,984 +24,826
Jun11 110209 1316.50 1317.25 1308.00 1314.25 -2.50 1,109 20,580 +449
Total Volume and Open Interest 1,455,033 2,775,873 +25,275
NASDAQ 100(CME)
Mar11 110209 2361.50 2366.00 2350.00 2362.30 -0.50 375 15,790 +18
Jun11 110209 2359.30 2363.00 2349.00 2359.30 -0.70 0 701 +0
Sep11 110209 2356.80 2356.80 2355.00 2356.80 -0.70      
Total Volume and Open Interest 375 16,491 +18
NASDAQ 100 E-Mini(Globex)
Mar11 110209 2362.50 2365.50 2350.50 2362.30 -0.50 187,536 349,758 -3,552
Jun11 110209 2361.50 2361.50 2350.00 2359.30 -0.70 83 817 +3
Total Volume and Open Interest 187,619 350,582 -3,549
S & P Midcap 400(CME)
Mar11 110209 955.30 956.10 950.00 955.30 -0.80 20 2,630 +6
Jun11 110209 952.70 953.50 952.70 952.70 -0.80      
Sep11 110209 950.60 951.40 950.60 950.60 -0.80      
Total Volume and Open Interest 20 2,630 +6
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Mar11 110209 10700 10700 10565 10630 -65 9,195 45,242 +3,571
Jun11 110209 10605 10620 10605 10605 -65 0 153 +0
Total Volume and Open Interest 9,195 45,395 +3,571
Nikkei 225(SGX)
Mar11 110209 10635 10700 10595 10615 -15 82,307 244,659 +3,567
Jun11 110209 10535 10620 10535 10540 -15 60 4,507 +4
Sep11 110209 10540 10540 10540 10540 -20 0 400 +0
Total Volume and Open Interest 86,288 265,072 +6,395
CAC 40(EURONEXT)
Feb11 110209 4102.5 4120.5 4085.5 4092.5 -14.0 121,827 341,688 -10,738
Mar11 110209 4107.0 4121.5 4088.0 4094.5 -14.5 15,405 72,543 -5,250
Apr11 110209 4097.0 4097.0 4097.0 4097.0 -14.5 0 8 +0
Total Volume and Open Interest 137,233 414,289 -15,988
Hang Seng Index(HKFE)
Feb11 110209 23452 23568 23069 23073 -318 74,806 87,303 -2,810
Mar11 110209 23427 23496 23005 23011 -309 650 10,352 +946
Total Volume and Open Interest 75,886 99,876 -1,813
DAX(EUREX)
Mar11 110209 7324.0 7358.0 7318.5 7321.0 +2.5 121,948 250,130 +1,918
Jun11 110209 7349.0 7378.5 7342.0 7343.0 +3.0 668 13,021 +329
Sep11 110209 7371.5 7398.0 7365.0 7365.0 +2.5 90 648 -6
Total Volume and Open Interest 122,706 263,799 +2,241
FT-SE 100(EURONEXT)
Mar11 110209 6075.50 6075.50 6025.00 6032.50 -15.00 93,696 654,541 +2,360
Jun11 110209 6018.00 6021.00 5986.50 5989.50 -15.00 80 8,107 +1
Sep11 110209 5958.50 5958.50 5958.50 5958.50 -15.00 0 264 +0
Total Volume and Open Interest 93,796 663,032 +2,371
SPI 200(SFE)
Mar11 110209 4870.0 4904.0 4856.0 4875.0 +6.0 34,055 183,349 +1,883
Jun11 110209 4896.0 4919.0 4896.0 4901.0 +9.0 271 3,410 +254
Sep11 110209 4892.0 4892.0 4892.0 4892.0 +9.0 3 1,847 +0
Total Volume and Open Interest 34,523 190,908 +2,001
GSCI(CME)
Feb11 110209 649.00 650.50 644.70 649.00 +3.80 2,899 10,465 -2,455
Mar11 110209 4.39 5.14 655.00 4.39 +4.00 2,589 4,712 +2,552
Apr11 110209 13.64 14.64 8.59 13.64 +5.00 2 0 +0
Total Volume and Open Interest 5,490 15,177 +97
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.

Copyright © 2020 Moore Research Center, Inc. All Rights Reserved.
www.mrci.comsales@mrci.com
Toll Free: 800-927-7259