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MRCI's End of Day Prices

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MRCI's End of Day Prices
Daily Futures Price Listing Fri February 11, 2011
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Mar11 110211 1433.00 1442.25 1410.25 1416.00 -17.00 112,316 188,811 -13,134
May11 110211 1444.75 1454.50 1423.00 1429.00 -16.25 66,043 185,347 +11,795
Jul11 110211 1450.75 1461.00 1431.25 1437.00 -15.00 31,903 114,140 +945
Aug11 110211 1432.50 1432.50 1412.50 1417.50 -12.50 1,498 6,175 +287
Sep11 110211 1408.25 1411.50 1391.50 1396.00 -9.25 1,064 4,681 -116
Nov11 110211 1384.75 1398.50 1374.00 1379.50 -6.00 25,256 161,735 -538
Jan12 110211 1386.00 1397.75 1377.25 1381.25 -5.00 2,134 17,396 +911
Total Volume and Open Interest 242,799 704,913 +1,230
Soybean Meal(CBOT)
Mar11 110211 383.00 385.50 376.10 378.10 -4.40 35,112 74,706 -5,470
May11 110211 387.00 388.50 380.00 382.10 -3.80 18,224 57,271 +5,019
Jul11 110211 387.00 388.80 381.40 383.40 -3.40 15,534 40,735 +1,462
Aug11 110211 378.80 379.20 375.80 377.40 -2.30 548 8,936 +150
Sep11 110211 372.20 372.40 369.10 370.40 -0.80 938 7,972 +204
Oct11 110211 362.10 365.00 360.00 361.70 -0.40 1,208 8,417 +315
Dec11 110211 360.20 364.10 358.00 359.80 -0.40 5,437 20,996 +384
Jan12 110211 359.70 360.90 359.00 359.70 unch 645 3,131 +94
Total Volume and Open Interest 79,122 227,698 +2,841
Soybean Oil(CBOT)
Mar11 110211 59.01 59.37 58.25 58.49 -0.55 54,642 126,051 -11,749
May11 110211 59.60 59.94 58.82 59.07 -0.55 30,470 125,948 +6,600
Jul11 110211 60.10 60.43 59.32 59.59 -0.51 15,884 78,202 +28
Aug11 110211 60.44 60.48 59.50 59.74 -0.51 738 8,787 +103
Sep11 110211 60.42 60.42 59.57 59.83 -0.50 1,180 10,453 -159
Oct11 110211 60.31 60.58 59.52 59.80 -0.50 1,528 11,754 +96
Dec11 110211 60.40 60.78 59.68 59.97 -0.49 6,262 40,749 -251
Jan12 110211 60.41 60.51 59.84 60.02 -0.49 48 913 -15
Total Volume and Open Interest 111,340 405,613 -5,110
Canola(WCE)
Mar11 110211 614.8 614.9 598.2 600.5 -11.2 9,098 69,219 -2,814
May11 110211 623.4 623.4 606.6 609.1 -11.4 5,174 62,676 +2,912
Jul11 110211 629.0 629.0 613.9 616.5 -11.1 1,300 18,642 -107
Nov11 110211 600.7 600.7 582.5 586.6 -9.9 1,742 59,280 +1,239
Jan12 110211 599.0 599.0 590.9 591.5 -9.6 6 3,669 +3
Total Volume and Open Interest 17,332 215,827 +1,233
Corn(CBOT)
Mar11 110211 698.75 706.75 695.00 706.50 +8.00 224,737 403,870 -38,153
May11 110211 709.50 719.00 706.00 717.25 +7.75 181,320 499,162 +38,155
Jul11 110211 713.00 722.00 710.00 722.00 +8.25 86,570 306,948 +5,591
Sep11 110211 658.25 664.25 656.00 663.25 +3.25 7,527 61,463 +125
Dec11 110211 613.75 619.00 610.25 618.25 +3.75 30,627 354,292 +3,166
Mar12 110211 622.75 627.75 619.50 627.00 +4.25 2,999 41,826 -167
Total Volume and Open Interest 538,761 1,719,729 +8,304
Wheat(CBOT)
Mar11 110211 865.00 871.25 855.50 867.00 +4.25 75,619 143,284 -14,716
May11 110211 897.00 903.25 887.25 898.75 +4.25 43,751 146,655 +7,661
Jul11 110211 922.75 929.00 912.75 925.50 +4.50 21,238 125,103 +844
Sep11 110211 949.00 952.00 939.00 950.50 +4.00 3,048 32,473 +464
Dec11 110211 962.50 966.00 950.25 963.50 +4.00 8,494 87,434 +1,644
Total Volume and Open Interest 153,456 557,098 -3,571
Wheat(KCBT)
Mar11 110211 971.25 975.50 961.25 973.00 +5.00 13,787 51,142 -3,322
May11 110211 981.75 986.25 972.25 984.25 +5.00 7,257 67,215 +1,152
Jul11 110211 988.75 994.00 981.25 992.50 +5.25 4,216 58,888 -356
Sep11 110211 1001.00 1004.25 993.00 1003.50 +4.75 1,715 15,792 -41
Dec11 110211 1014.50 1016.50 1003.50 1015.50 +4.50 1,000 15,980 +142
Total Volume and Open Interest 28,161 212,676 -2,391
Wheat(MGE)
Mar11 110211 1016.50 1023.50 1009.00 1017.75 +3.00 3,774 15,934 -57
May11 110211 1025.75 1034.00 1019.75 1028.75 +3.00 3,824 18,154 +1,526
Jul11 110211 1035.75 1040.00 1026.25 1035.25 +4.00 1,361 11,811 +49
Sep11 110211 1030.00 1035.25 1025.00 1034.00 +4.00 766 12,351 -51
Dec11 110211 1031.50 1036.25 1025.00 1035.25 +5.25 465 9,687 +76
Total Volume and Open Interest 10,268 70,067 +1,554
Oats(CBOT)
Mar11 110211 415.50 423.00 411.50 418.00 -1.00 370 6,199 -28
May11 110211 419.75 429.50 419.00 425.50 -0.50 590 5,628 +125
Jul11 110211 424.25 426.00 419.00 425.00 unch 27 773 -10
Sep11 110211 400.75 400.75 394.50 398.00 +1.00 11 284 +8
Total Volume and Open Interest 1,068 14,606 +99
Rough Rice(CBOT)
Mar11 110211 16.12 16.26 15.83 15.89 -0.27 1,192 12,311 +25
May11 110211 16.47 16.57 16.15 16.19 -0.28 693 7,907 +70
Jul11 110211 16.73 16.83 16.45 16.46 -0.28 343 2,947 +188
Sep11 110211 16.59 16.68 16.38 16.47 -0.13 121 2,007 +42
Total Volume and Open Interest 2,415 25,805 +333
Live Cattle(CME)
Feb11 110211 108.885 108.900 107.700 107.785 -1.115 4,898 17,482 -1,403
Apr11 110211 113.080 113.480 112.150 112.700 -0.380 30,883 168,794 -502
Jun11 110211 113.400 114.135 112.930 113.250 -0.200 9,903 88,234 -1,933
Aug11 110211 115.000 115.750 114.730 115.480 +0.095 6,004 30,220 +614
Oct11 110211 117.980 118.680 117.635 118.450 +0.370 3,380 23,251 +285
Dec11 110211 118.550 119.300 118.285 118.900 -0.280 2,380 19,373 +1,683
Total Volume and Open Interest 58,035 353,060 -1,052
Feeder Cattle(CME)
Mar11 110211 125.035 126.250 124.450 126.035 +1.205 5,410 16,349 -1,783
Apr11 110211 126.750 127.900 126.300 127.785 +1.105 2,394 8,465 +534
May11 110211 127.500 128.630 127.080 128.600 +1.020 895 10,107 +57
Aug11 110211 128.500 129.685 128.150 129.400 +1.000 590 10,602 +120
Sep11 110211 128.650 129.380 128.050 129.285 +0.750 91 1,550 +39
Oct11 110211 128.600 129.500 128.250 129.500 +0.700 56 707 +10
Nov11 110211 128.000 129.250 128.000 129.000 +0.500 21 369 +12
Total Volume and Open Interest 9,464 48,160 -1,005
Lean Hogs(CME)
Feb11 110211 86.930 87.000 86.350 86.400 -0.330 2,813 10,571 -27
Apr11 110211 93.330 93.580 92.300 92.385 -1.315 24,783 104,709 +479
May11 110211 100.430 100.650 99.950 100.580 -0.470 266 2,782 +82
Jun11 110211 102.300 102.500 101.400 101.450 -0.950 9,695 61,704 +1,023
Jul11 110211 101.100 101.700 100.730 101.330 -0.370 4,620 23,053 +1,875
Aug11 110211 100.250 100.950 99.850 100.830 +0.045 2,341 18,180 -153
Oct11 110211 88.500 89.300 88.500 89.300 +0.250 3,217 16,125 +206
Dec11 110211 84.350 85.035 84.285 84.900 +0.150 1,278 7,989 +270
Total Volume and Open Interest 49,321 248,183 +3,905
Class III Milk(CME)
Feb11 110211 16.72 17.02 16.70 16.99 +0.29 128 5,126 -48
Mar11 110211 18.50 18.89 18.50 18.78 +0.22 345 5,787 -24
Apr11 110211 18.30 18.70 18.30 18.63 +0.29 208 5,162 +52
May11 110211 17.95 18.28 17.93 18.24 +0.29 150 4,394 +28
Jun11 110211 17.41 17.79 17.41 17.72 +0.31 247 3,612 +128
Total Volume and Open Interest 1,360 37,135 +254
Cocoa(ICE)
Mar11 110211 3400 3416 3330 3374 -23 9,068 6,028 -4,797
May11 110211 3373 3397 3334 3371 -2 15,336 70,858 +3,518
Jul11 110211 3368 3377 3322 3358 -4 2,530 22,095 +1,248
Sep11 110211 3357 3365 3318 3349 -2 1,369 11,644 +224
Dec11 110211 3332 3332 3280 3319 -7 1,869 14,922 -430
Mar12 110211 3333 3359 3323 3357 unch 515 23,530 +37
May12 110211 3353 3353 3353 3353 unch 3 4,747 +0
Total Volume and Open Interest 30,690 157,215 -200
Coffee "C"(ICE)
Mar11 110211 255.10 255.35 251.15 251.95 -3.65 18,293 29,950 -21,249
May11 110211 257.60 257.60 254.40 254.95 -2.90 10,425 65,860 +5,050
Jul11 110211 258.60 258.75 256.00 256.55 -2.75 1,478 18,201 +369
Sep11 110211 256.95 257.85 255.75 256.20 -2.25 435 7,098 +83
Dec11 110211 254.85 256.25 253.65 254.40 -2.15 243 10,627 +59
Mar12 110211 252.20 253.00 251.45 251.55 -2.40 93 1,782 +57
Total Volume and Open Interest 30,988 134,365 -15,616
Orange Juice(ICE)
Mar11 110211 165.75 166.45 162.35 165.25 unch 2,123 14,586 -1,392
May11 110211 164.35 165.20 161.45 164.35 -0.05 1,124 12,414 +862
Jul11 110211 164.45 164.45 161.00 163.35 -0.60 59 2,708 +16
Sep11 110211 163.00 164.20 160.70 163.05 -0.40 10 515 +0
Nov11 110211 161.00 161.05 160.60 161.05 -0.35 9 666 +116
Jan12 110211 160.50 160.70 160.25 160.70 +0.30 0 6 +0
Total Volume and Open Interest 3,325 30,918 -397
Sugar #11(ICE)
Mar11 110211 32.15 32.65 30.83 31.30 -0.75 84,973 156,970 -3,482
May11 110211 30.19 30.71 28.86 29.39 -0.80 63,974 177,613 +16,260
Jul11 110211 27.90 28.08 26.68 27.13 -0.68 40,487 161,521 +9,840
Oct11 110211 25.96 26.20 24.80 25.21 -0.75 7,815 73,166 -63
Mar12 110211 25.00 25.15 23.94 24.36 -0.70 3,506 53,018 +460
Total Volume and Open Interest 205,199 676,909 +23,817
London Cocoa(LCE)
Mar11 110211 2190 2225 2189 2223 +30 3,407 44,101 -478
May11 110211 2175 2202 2173 2199 +23 4,520 37,754 +852
Jul11 110211 2161 2182 2155 2177 +16 1,965 29,702 +258
Sep11 110211 2151 2163 2141 2161 +15 531 21,583 +52
Dec11 110211 2131 2140 2116 2137 +6 2,230 27,623 +603
Mar12 110211 2135 2145 2117 2132 -3 783 22,393 +164
May12 110211 2129 2142 2127 2139 +2 103 4,033 +62
Total Volume and Open Interest 13,539 195,154 +1,513
London Sugar(LCE)
May11 110211 766.90 778.00 750.40 756.20 -16.80 4,455 23,176 +915
Aug11 110211 728.50 734.10 712.40 719.30 -14.00 721 11,248 +229
Oct11 110211 679.00 679.30 660.30 665.10 -15.20 114 3,246 +60
Dec11 110211 660.10 664.60 643.50 645.10 -15.40 66 1,164 +2
Mar12 110211 645.00 653.80 633.20 637.60 -15.70 54 808 +13
Total Volume and Open Interest 12,299 43,785 -3,497
Cotton(ICE)
Mar11 110211 190.52 194.55 187.96 189.97 +2.39 16,456 66,846 -5,365
May11 110211 184.98 189.40 182.45 185.56 +0.58 13,807 49,709 +1,195
Jul11 110211 181.90 186.00 176.61 180.29 +0.82 5,055 37,118 +205
Oct11 110211 146.20 150.00 146.20 147.98 -2.97 19 251 +9
Dec11 110211 131.00 132.20 127.70 129.00 -2.50 5,265 59,260 +423
Mar12 110211 123.05 125.00 120.75 121.64 -2.64 337 3,774 +20
Total Volume and Open Interest 41,544 220,096 -3,309
Lumber(CME)
Mar11 110211 313.5 317.9 309.0 313.2 -0.3 578 3,621 -117
May11 110211 327.0 332.8 324.6 327.5 +0.5 418 4,919 -10
Jul11 110211 329.0 332.0 326.0 328.5 +0.5 156 1,784 +88
Sep11 110211 329.4 330.0 326.9 327.0 unch 2 234 +1
Total Volume and Open Interest 1,154 10,561 -38
Crude Oil(NYM)
Mar11 110211 87.70 87.77 85.10 85.58 -1.15 419,188 221,434 -39,553
Apr11 110211 90.81 90.91 88.70 89.13 -0.81 250,851 221,746 +25,849
May11 110211 93.68 93.70 91.91 92.35 -0.57 157,012 153,484 +8,407
Jun11 110211 95.10 95.32 93.81 94.14 -0.54 110,447 116,653 +4,059
Jul11 110211 96.18 96.48 95.09 95.34 -0.53 32,037 66,549 +3,469
Aug11 110211 97.17 97.17 95.88 96.05 -0.55 15,315 47,681 -322
Sep11 110211 97.61 97.61 96.41 96.52 -0.56 18,972 42,899 -543
Oct11 110211 98.03 98.10 96.85 96.93 -0.58 15,623 30,021 +877
Nov11 110211 98.34 98.48 97.21 97.33 -0.56 8,844 29,277 +129
Dec11 110211 98.75 98.87 97.54 97.70 -0.55 60,753 171,339 -1,128
Jan12 110211 98.67 98.98 97.93 98.02 -0.54 5,521 28,129 +750
Feb12 110211 98.60 98.69 98.15 98.27 -0.53 1,427 12,693 +284
Mar12 110211 99.25 99.25 98.42 98.45 -0.52 1,685 16,809 +110
Apr12 110211 98.57 98.57 98.57 98.57 -0.51 1,665 7,634 +552
May12 110211 98.68 98.68 98.68 98.68 -0.49 660 8,621 +304
Jun12 110211 99.46 99.76 98.69 98.79 -0.47 3,328 53,813 +592
Total Volume and Open Interest 1,130,654 1,549,506 +4,400
e-miNY Crude Oil(NYM)
Feb11 110119 91.225 92.100 90.500 90.850 -0.525 6,388 2,249 -394
Mar11 110211 87.675 87.725 85.000 85.575 -1.150 9,262 10,057 +201
Apr11 110211 90.850 90.900 88.625 89.125 -0.825 1,283 2,973 +100
May11 110211 93.600 93.675 91.975 92.350 -0.575 529 1,055 +289
Jun11 110211 93.850 94.150 93.800 94.150 -0.525 4 93 +1
Jul11 110211 96.100 96.100 95.350 95.350 -0.525 0 18 +0
Aug11 110211 96.250 96.250 96.050 96.050 -0.550 1 10 +0
Sep11 110211 96.525 96.525 96.525 96.525 -0.550 1 9 -1
Oct11 110211 96.925 96.925 96.925 96.925 -0.575 3 43 +1
Nov11 110211 97.325 97.325 97.325 97.325 -0.575 0 3 +0
Total Volume and Open Interest 11,083 14,576 +571
Heating Oil(NYM)
Mar11 110211 272.90 273.50 268.73 269.58 -1.49 65,960 77,757 -10,927
Apr11 110211 273.06 274.13 269.32 270.28 -1.33 43,467 58,775 +4,435
May11 110211 274.02 275.07 270.22 271.26 -1.28 24,339 33,204 +2,454
Jun11 110211 275.22 275.64 271.31 272.31 -1.30 19,693 40,747 -2,750
Jul11 110211 276.77 276.96 273.22 273.67 -1.37 6,253 17,072 +979
Aug11 110211 278.40 278.40 274.70 275.12 -1.40 2,505 12,883 -53
Sep11 110211 280.30 280.30 276.60 276.93 -1.45 3,393 12,639 +1,093
Oct11 110211 282.08 282.08 278.43 278.79 -1.44 841 5,964 +39
Nov11 110211 284.02 284.02 280.59 280.91 -1.44 556 6,247 -12
Dec11 110211 285.95 286.27 282.06 282.77 -1.50 5,525 25,005 +219
Jan12 110211 287.25 287.25 284.34 284.34 -1.57 862 6,563 +206
Feb12 110211 285.13 285.13 285.13 285.13 -1.54 301 1,360 +41
Total Volume and Open Interest 174,566 309,170 -3,880
Gasoline(NYMEX)
Mar11 110211 249.00 250.37 245.73 246.52 -0.46 45,758 64,926 -5,912
Apr11 110211 263.40 265.04 260.41 261.50 -0.39 37,173 52,479 +1,973
May11 110211 265.27 266.63 262.57 263.34 -0.44 18,675 42,772 +1,750
Jun11 110211 266.22 267.40 263.17 264.20 -0.41 11,922 31,435 -112
Jul11 110211 266.32 266.52 264.09 264.24 -0.41 3,127 16,287 +752
Aug11 110211 265.90 266.60 263.42 263.54 -0.37 1,906 9,965 -49
Sep11 110211 264.30 264.57 261.73 262.01 -0.23 2,311 6,632 +705
Oct11 110211 251.73 251.73 251.73 251.73 -0.28 796 4,429 +38
Nov11 110211 250.17 250.17 250.17 250.17 -0.33 465 2,710 -11
Dec11 110211 251.65 251.65 248.77 249.52 -0.41 1,229 21,052 +149
Total Volume and Open Interest 123,484 267,285 -727
e-miNY RBOB Gasoline(NYM)
Mar11 110211 246.50 246.52 246.50 246.50 -0.50 0 5 +0
Apr11 110211 261.50 261.50 261.50 261.50 -0.40 0 1 +0
May11 110211 263.30 263.34 263.30 263.30 -0.50 0 1 +0
Jun11 110211 264.20 264.20 264.20 264.20 -0.40 0 1 +0
Total Volume and Open Interest 0 10 +0
Natural Gas(NYM)
Mar11 110211 3.963 3.981 3.903 3.910 -0.076 205,273 129,454 -25,204
Apr11 110211 4.022 4.034 3.962 3.977 -0.060 121,706 149,266 +3,474
May11 110211 4.085 4.107 4.037 4.052 -0.058 91,097 176,723 +22,876
Jun11 110211 4.161 4.161 4.101 4.121 -0.054 29,735 56,989 +2,836
Jul11 110211 4.217 4.217 4.167 4.188 -0.050 15,229 48,217 +2,357
Aug11 110211 4.234 4.245 4.206 4.221 -0.050 8,797 22,011 +353
Sep11 110211 4.238 4.250 4.210 4.227 -0.050 6,578 18,344 +941
Oct11 110211 4.298 4.298 4.257 4.275 -0.050 21,287 70,156 +2,760
Nov11 110211 4.478 4.495 4.456 4.470 -0.041 4,711 25,877 -72
Dec11 110211 4.731 4.731 4.696 4.707 -0.042 2,696 24,331 -317
Jan12 110211 4.875 4.875 4.819 4.835 -0.041 11,604 53,006 +1,212
Feb12 110211 4.822 4.848 4.810 4.826 -0.037 1,037 12,593 +177
Mar12 110211 4.751 4.780 4.751 4.758 -0.037 2,424 25,338 -210
Apr12 110211 4.600 4.622 4.595 4.605 -0.032 2,069 22,924 +212
May12 110211 4.614 4.645 4.614 4.625 -0.031 135 5,594 -30
Jun12 110211 4.660 4.665 4.653 4.655 -0.031 109 4,390 +39
Total Volume and Open Interest 526,280 915,528 +12,085
Brent Crude Oil(ICE)
Mar11 110211 101.56 102.03 100.43 101.43 +0.56 130,453 23,196 -45,021
Apr11 110211 102.19 102.54 100.52 100.94 -0.50 261,605 212,693 -3,059
May11 110211 102.51 102.86 100.90 101.30 -0.52 83,350 127,263 +8,841
Jun11 110211 102.48 103.08 101.16 101.56 -0.54 65,928 118,859 -472
Jul11 110211 102.86 103.17 101.31 101.71 -0.56 19,784 40,400 +1,509
Aug11 110211 103.12 103.27 101.47 101.83 -0.57 10,900 24,754 +316
Sep11 110211 102.82 103.35 101.58 101.91 -0.57 9,333 30,155 -710
Oct11 110211 103.05 103.45 101.70 102.01 -0.57 6,171 20,552 -869
Nov11 110211 102.90 103.53 101.80 102.10 -0.55 4,793 15,286 -50
Dec11 110211 103.16 103.60 101.84 102.18 -0.52 39,847 110,515 +1,757
Jan12 110211 102.28 102.28 102.28 102.28 -0.52 1,298 15,356 -369
Feb12 110211 102.39 102.39 102.39 102.39 -0.52 1,299 8,169 +80
Mar12 110211 103.40 103.40 102.16 102.47 -0.52 2,151 14,216 +470
Apr12 110211 102.44 102.44 102.44 102.44 -0.51 1,994 3,325 +69
Total Volume and Open Interest 657,879 882,922 -35,008
Gas Oil(ICE)
Mar11 110211 857.75 861.50 845.00 850.25 -11.50 106,909 191,778 -2,561
Apr11 110211 861.00 865.00 848.75 854.25 -10.75 97,337 106,615 +4,270
May11 110211 866.25 868.00 851.75 857.50 -10.50 41,736 70,938 +2,217
Jun11 110211 869.00 871.00 855.50 861.25 -10.25 32,665 61,759 +74
Jul11 110211 872.25 875.25 860.00 865.50 -10.25 10,638 27,782 +677
Aug11 110211 878.00 878.75 864.25 869.25 -10.25 6,346 23,099 -1,364
Sep11 110211 879.75 882.75 868.75 872.75 -10.25 4,369 20,732 +22
Oct11 110211 882.50 884.75 871.00 875.25 -10.00 3,141 17,426 +519
Nov11 110211 883.75 885.00 876.75 876.75 -10.00 2,011 14,310 +485
Dec11 110211 885.50 888.25 873.00 878.50 -10.00 14,802 54,915 +3,527
Total Volume and Open Interest 324,989 675,167 -2,164
Ethanol(CBOT)
Feb11 110203 2.340 2.345 2.340 2.340 +0.005 15 114 -120
Mar11 110211 2.474 2.475 2.460 2.465 -0.010 197 1,318 +51
Apr11 110211 2.484 2.490 2.473 2.486 +0.003 321 959 -183
May11 110211 2.483 2.493 2.483 2.493 +0.005 47 471 -11
Jun11 110211 2.497 2.505 2.494 2.503 unch 15 879 +5
Jul11 110211 2.500 2.514 2.495 2.512 +0.008 86 908 +33
Aug11 110211 2.479 2.494 2.475 2.489 +0.006 25 868 +21
Sep11 110211 2.404 2.404 2.386 2.398 +0.002 10 572 +5
Total Volume and Open Interest 741 7,859 -45
WTI Crude Oil(ICE
Mar11 110211 87.61 87.72 85.06 85.58 -1.15 98,879 86,741 -1,984
Apr11 110211 90.79 90.91 88.66 89.13 -0.81 94,940 83,239 +5,486
May11 110211 93.52 93.67 91.87 92.35 -0.57 50,133 63,508 +6,277
Jun11 110211 95.27 95.33 93.80 94.14 -0.54 39,458 65,195 +2,512
Jul11 110211 96.43 96.43 95.16 95.34 -0.53 8,877 22,631 +759
Aug11 110211 97.16 97.16 95.96 96.05 -0.55 5,227 17,571 +344
Sep11 110211 97.65 97.75 96.39 96.52 -0.56 7,571 22,746 +735
Oct11 110211 97.92 97.92 96.87 96.93 -0.58 4,033 17,366 +1,478
Nov11 110211 98.11 98.11 97.27 97.33 -0.56 2,605 10,703 -240
Dec11 110211 98.83 98.83 97.51 97.70 -0.55 25,840 89,994 -255
Jan12 110211 98.02 98.02 98.02 98.02 -0.54 1,268 9,101 -309
Feb12 110211 98.27 98.27 98.27 98.27 -0.53 131 1,561 +15
Mar12 110211 98.45 98.45 98.45 98.45 -0.52 102 3,958 -37
Apr12 110211 98.57 98.57 98.57 98.57 -0.51 119 1,558 -12
May12 110211 98.68 98.68 98.68 98.68 -0.49 127 959 +0
Jun12 110211 98.89 98.89 98.79 98.79 -0.47 2,752 23,521 +881
Total Volume and Open Interest 346,822 602,472 +15,768
US Dollar Index(ICE)
Mar11 110211 78.230 78.795 78.210 78.565 +0.238 22,338 41,960 -2,457
Jun11 110211 78.815 79.110 78.700 78.900 +0.238 146 1,191 +29
Sep11 110211 79.260 79.260 79.260 79.260 +0.238 0 4 +0
Total Volume and Open Interest 22,484 43,156 -2,428
Australian Dollar(CME)
Mar11 110211 99.75 99.98 99.25 99.82 -0.20 104,144 128,558 -2,758
Jun11 110211 98.60 98.88 98.16 98.69 -0.19 173 943 +40
Sep11 110211 97.46 97.64 97.46 97.46 -0.18 0 14 +0
Total Volume and Open Interest 104,317 129,562 -2,718
British Pound(CME)
Mar11 110211 160.87 161.09 159.59 160.19 -0.69 142,363 120,417 +5,382
Jun11 110211 160.80 160.80 159.44 160.01 -0.69 74 640 -11
Sep11 110211 159.32 160.40 159.31 159.72 -0.68 0 22 +0
Total Volume and Open Interest 142,437 121,111 +5,371
Canadian Dollar(CME)
Mar11 110211 100.38 101.35 100.08 101.21 +0.84 66,301 127,849 -3,568
Jun11 110211 100.11 101.10 99.90 100.99 +0.83 361 3,737 +76
Sep11 110211 100.15 100.71 99.88 100.71 +0.83 7 1,078 +2
Dec11 110211 99.93 100.50 99.60 100.43 +0.83 59 1,639 +15
Total Volume and Open Interest 66,733 134,368 -3,471
Japanese Yen(CME)
Mar11 110211 120.04 120.15 119.53 119.79 -0.24 189,871 113,618 +252
Jun11 110211 120.23 120.23 119.65 119.89 -0.25 312 1,531 +62
Sep11 110211 119.97 120.30 119.97 120.06 -0.24 0 28 +0
Total Volume and Open Interest 190,183 115,184 +314
Swiss Franc(CME)
Mar11 110211 103.15 103.33 102.31 102.70 -0.45 56,677 46,348 -1,090
Jun11 110211 103.36 103.37 102.68 102.79 -0.45 35 105 -11
Sep11 110211 102.91 103.36 102.91 102.91 -0.45 0 5 +0
Total Volume and Open Interest 56,712 46,469 -1,101
EuroFX(CME)
Mar11 110211 135.95 136.17 134.92 135.34 -0.52 342,236 196,385 -4,350
Jun11 110211 135.74 135.95 134.80 135.18 -0.51 936 4,780 +223
Sep11 110211 135.28 135.45 134.75 134.95 -0.50 11 47 +7
Total Volume and Open Interest 343,184 201,573 -4,119
Mexican Peso(CME)
Feb11 110211 832.8 832.8 828.8 832.8 +4.0      
Mar11 110211 826.0 830.5 822.0 829.2 +4.0 38,263 156,779 +6,489
Total Volume and Open Interest 40,111 158,267 +6,170
30-Year T-Bonds(CBOT)
Mar11 110211 117~230 118~280 117~210 118~130 +0~290 408,949 582,700 +4,147
Jun11 110211 116~010 117~060 116~010 116~250 +0~300 1,803 13,893 +417
Sep11 110211 115~050 115~050 114~070 115~050 +0~300 0 1 +0
Total Volume and Open Interest 410,752 596,594 +4,564
10-Year T-Notes(CBOT)
Mar11 110211 118~065 118~295 118~050 118~160 +0~120 1,298,147 1,500,795 +26,835
Jun11 110211 116~170 117~100 116~150 116~290 +0~140 12,683 36,120 +4,265
Sep11 110211 115~220 115~220 115~080 115~220 +0~140 0 1 +0
Total Volume and Open Interest 1,310,830 1,536,920 +31,100
5-Year T-Notes(CBOT)
Mar11 110211 116~045 116~098 116~042 116~060 +0~021 724,517 1,294,418 +6,832
Jun11 110211 115~050 115~091 115~031 115~055 +0~024 11,346 36,073 +4,799
Sep11 110211 114~079 114~079 114~055 114~079 +0~024      
Total Volume and Open Interest 735,863 1,330,491 +11,631
2 Year T-Notes(CBOT)
Mar11 110211 109~008 109~019 109~006 109~008 +0~001 405,387 860,735 -18,211
Jun11 110211 108~096 108~101 108~089 108~089 unch 6,519 9,070 +3,831
Sep11 110211 108~055 108~055 108~055 108~055 unch      
Total Volume and Open Interest 411,906 869,805 -14,380
Eurodollars(CME)
Mar11 110211 99.670 99.670 99.660 99.670 unch 95,724 1,121,442 -7,114
Jun11 110211 99.565 99.580 99.560 99.570 unch 247,118 1,181,946 +10,992
Sep11 110211 99.405 99.430 99.395 99.400 -0.005 227,489 1,173,347 +2,638
Dec11 110211 99.165 99.205 99.145 99.155 -0.010 283,321 1,129,251 +28,450
Mar12 110211 98.850 98.900 98.830 98.840 -0.010 350,632 1,043,801 -10,665
Jun12 110211 98.480 98.545 98.465 98.470 -0.005 302,351 711,681 +6,145
Sep12 110211 98.110 98.185 98.095 98.105 +0.005 271,461 527,212 -12,908
Dec12 110211 97.760 97.850 97.750 97.765 +0.010 248,799 412,276 +19,099
Mar13 110211 97.445 97.555 97.440 97.465 +0.015 172,080 260,113 +217
Jun13 110211 97.160 97.275 97.155 97.190 +0.025 105,397 203,301 +3,439
Sep13 110211 96.890 97.015 96.890 96.930 +0.030 94,855 201,158 +2,261
Dec13 110211 96.630 96.755 96.630 96.675 +0.035 76,732 175,158 +2,090
Mar14 110211 96.385 96.520 96.385 96.445 +0.045 35,596 130,221 +556
Jun14 110211 96.150 96.285 96.150 96.215 +0.055 26,157 110,240 +2,355
Sep14 110211 95.930 96.060 95.930 96.000 +0.065 23,376 65,316 +350
Dec14 110211 95.710 95.845 95.710 95.790 +0.075 22,568 77,196 -127
Mar15 110211 95.550 95.660 95.550 95.615 +0.080 13,464 58,387 +562
Jun15 110211 3.645 3.745 3.645 3.700 +0.085 9,860 39,911 +1,041
Total Volume and Open Interest 2,645,272 8,852,763 +47,630
30 Day Federal Funds(CBOT)
Feb11 110211 99.838 99.838 99.835 99.835 unch 4,535 80,936 +842
Mar11 110211 99.840 99.845 99.835 99.840 +0.005 2,520 58,876 -1,070
Apr11 110211 99.850 99.855 99.845 99.850 +0.005 137 53,041 -52
May11 110211 99.850 99.855 99.845 99.850 +0.005 2,247 59,162 -456
Jun11 110211 99.845 99.850 99.840 99.840 unch 1,940 42,812 +947
Jul11 110211 99.815 99.825 99.815 99.820 unch 9,989 52,838 +2,827
Total Volume and Open Interest 57,524 586,577 +7,145
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 110211 99.662 99.662 99.662 99.662 unch 300 4,152 -9
Jun11 110211 99.647 99.647 99.647 99.647 unch 0 150 -50
Sep11 110211 99.630 99.630 99.630 99.630 unch      
Dec11 110211 99.600 99.600 99.600 99.600 unch 0 75 +0
Mar12 110211 99.580 99.580 99.580 99.580 unch      
Jun12 110211 99.625 99.625 99.625 99.625 unch      
Sep12 110211 99.575 99.575 99.575 99.575 unch      
Dec12 110211 99.480 99.480 99.480 99.480 unch      
Mar13 110211 99.480 99.480 99.480 99.480 unch      
Jun13 110211 99.435 99.435 99.435 99.435 unch      
Total Volume and Open Interest 300 4,377 -59
3-Mth Euro-Yen(SGX)
Mar11 110211 99.66 99.66 99.66 99.66 unch 4 5,325 +122
Jun11 110211 99.65 99.65 99.65 99.65 unch 0 1,172 +0
Sep11 110211 99.63 99.63 99.63 99.63 unch 0 786 +0
Dec11 110211 99.60 99.60 99.60 99.60 unch 0 1,791 +0
Mar12 110211 99.58 99.58 99.58 99.58 unch 0 405 +0
Jun12 110211 99.62 99.62 99.62 99.62 unch 0 754 +0
Sep12 110211 99.57 99.57 99.57 99.57 unch 0 310 +0
Dec12 110211 99.48 99.48 99.48 99.48 unch 0 4 +0
Total Volume and Open Interest 4 10,548 +122
Japanese Gov't Bonds(SGX)
Mar11 110210 138.71 138.98 138.62 138.98 +0.31 3,557 15,587 +48
Jun11 110210 138.15 138.15 138.15 138.15 +0.31 0 1 +0
Sep11 110210 135.72 135.72 135.72 135.72 +0.31      
Total Volume and Open Interest 3,557 15,588 +48
Euro-Bund(EUREX)
Mar11 110211 122.47 123.01 122.46 122.78 +0.36 910,575 1,397,665 -39,862
Jun11 110211 121.11 121.60 121.11 121.38 +0.35 1,590 26,873 +427
Sep11 110211 121.03 121.03 121.03 121.03 +0.36 0 46 +45
Total Volume and Open Interest 912,165 1,424,584 -39,390
Euro-Bobl(EUREX)
Mar11 110211 116.46 116.83 116.42 116.72 +0.29 613,181 988,757 -53,971
Jun11 110211 115.31 115.34 115.28 115.28 +0.28 934 26,952 -4,114
Sep11 110211 114.65 114.65 114.65 114.65 +0.29      
Total Volume and Open Interest 614,115 1,015,709 -58,085
3-Mth Euribor(EUREX)
Mar11 110211 98.850 98.855 98.845 98.855 +0.015 5 5,787 +54
Jun11 110211 98.575 98.600 98.575 98.600 +0.030 5 9,602 -2
Sep11 110211 98.320 98.350 98.320 98.350 +0.040 0 2,169 +3
Total Volume and Open Interest 13 25,626 -7
Long Gilt(LIFFE)
Mar11 110211 115~17 115~31 115~12 115~23 +0~10 110,471 256,112 +9,397
Jun11 110211 114~14 114~14 114~14 114~14 +0~10 1 1 +1
Total Volume and Open Interest 110,472 256,113 +9,398
3-Mth Short Sterling(LIFFE)
Mar11 110211 99.10 99.12 99.10 99.11 unch 154,872 311,590 -14,038
Jun11 110211 98.85 98.87 98.83 98.86 +0.02 104,899 366,923 +8,286
Sep11 110211 98.57 98.60 98.55 98.59 +0.02 117,205 305,365 +11,985
Dec11 110211 98.28 98.30 98.26 98.29 +0.03 157,230 370,287 +23,963
Mar12 110211 97.97 97.99 97.93 97.97 +0.03 105,904 306,031 -701
Jun12 110211 97.64 97.67 97.61 97.65 +0.03 71,760 207,081 +2,276
Total Volume and Open Interest 841,458 2,336,395 +57,425
3-Mth Euribor(LIFFE)
Mar11 110211 98.840 98.855 98.840 98.855 +0.015 121,493 614,837 +1,727
Jun11 110211 98.570 98.605 98.570 98.600 +0.030 176,212 624,630 +3,549
Sep11 110211 98.310 98.360 98.305 98.350 +0.040 117,981 557,178 +9,125
Total Volume and Open Interest 888,532 3,669,026 +16,574
3-Mth Aus T-Bills(SFE)
Mar11 110211 95.02 95.04 95.01 95.04 +0.02 17,530 162,562 +7,581
Jun11 110211 94.91 94.97 94.86 94.95 +0.05 58,182 191,918 +24,836
Sep11 110211 94.75 94.83 94.72 94.81 +0.06 32,259 118,786 +6,104
Dec11 110211 94.60 94.69 94.56 94.67 +0.07 19,161 72,133 +4,629
Mar12 110211 94.47 94.57 94.43 94.54 +0.07 5,369 54,231 +1,170
Jun12 110211 94.37 94.45 94.34 94.43 +0.06 3,012 42,860 +1,064
Sep12 110211 94.30 94.40 94.27 94.37 +0.07 892 29,106 +192
Dec12 110211 94.25 94.34 94.21 94.30 +0.07 573 15,234 +227
Mar13 110211 94.20 94.29 94.20 94.26 +0.06 22 3,186 +2
Jun13 110211 94.19 94.24 94.19 94.21 +0.06 17 608 +10
Total Volume and Open Interest 137,022 692,314 +45,815
10-Year Aus T-Bonds(SFE)
Mar11 110211 94.28 94.31 94.25 94.30 +0.02 30,675 385,015 +2,495
Jun11 110211 94.30 94.30 94.30 94.30 +0.02      
Total Volume and Open Interest 30,675 385,015 +2,495
3-Year Aus T-Bonds(SFE)
Mar11 110211 94.68 94.76 94.63 94.74 +0.06 205,600 627,575 +52,842
Jun11 110211 94.74 94.74 94.74 94.74 +0.06      
Total Volume and Open Interest 205,600 627,575 +52,842
Gold(CMX)
Feb11 110211 1364.0 1368.8 1355.2 1359.9 -2.0 312 943 +3
Apr11 110211 1364.0 1369.7 1354.3 1360.4 -2.1 120,574 302,329 -894
Jun11 110211 1365.3 1371.1 1355.9 1361.9 -2.0 1,762 54,376 +151
Aug11 110211 1366.9 1371.1 1357.5 1363.5 -2.1 1,222 19,358 +636
Oct11 110211 1368.4 1370.7 1362.2 1365.0 -2.1 564 7,955 -3
Dec11 110211 1370.8 1375.2 1361.8 1366.8 -2.1 645 24,220 +135
Feb12 110211 1372.4 1374.8 1365.3 1369.0 -2.1 12 3,615 +0
Apr12 110211 1371.5 1371.5 1371.5 1371.5 -2.1 3 5,322 +3
Jun12 110211 1370.0 1374.5 1370.0 1374.5 -2.1 126 6,599 +0
Aug12 110211 1377.9 1377.9 1377.9 1377.9 -2.1 0 977 +0
Oct12 110211 1382.3 1382.3 1382.3 1382.3 -2.0 0 1,301 +0
Dec12 110211 1395.3 1395.3 1387.1 1387.1 -2.1 207 12,002 +14
Total Volume and Open Interest 127,577 462,968 +572
Silver(CMX)
Mar11 110211 3018.5 3028.5 2968.5 2999.5 -9.9 57,500 62,692 +111
May11 110211 3017.0 3030.5 2972.5 3001.9 -10.0 8,327 35,919 +3,976
Jul11 110211 3020.5 3026.0 2987.0 3003.4 -10.3 1,084 10,387 +291
Sep11 110211 3016.0 3026.0 3003.3 3003.3 -10.2 80 4,260 +34
Dec11 110211 3012.0 3024.5 2975.0 3003.3 -10.6 594 11,960 +122
Mar12 110211 3017.0 3017.0 2976.5 3001.9 -10.7 8 671 +5
May12 110211 3000.8 3000.8 3000.8 3000.8 -10.9 1 260 +0
Total Volume and Open Interest 68,308 140,275 +4,835
Platinum(NYMEX)
Apr11 110211 1831.4 1840.2 1803.5 1813.5 -17.3 4,730 40,485 -916
Jul11 110211 1842.3 1842.3 1808.1 1815.8 -17.9 82 1,899 +67
Oct11 110211 1839.3 1839.3 1816.5 1819.0 -16.9 1 123 +1
Jan12 110211 1821.0 1821.0 1821.0 1821.0 -16.9 0 10 +0
Total Volume and Open Interest 4,814 42,554 -849
Palladium(NYMEX)
Mar11 110211 821.75 828.90 805.00 814.70 -6.20 3,678 18,455 -751
Jun11 110211 824.50 830.50 808.25 816.30 -6.10 405 4,000 +233
Sep11 110211 825.80 825.90 810.00 817.50 -5.90 2 50 +2
Total Volume and Open Interest 4,088 22,518 -514
Copper(CMX)
Mar11 110211 454.95 457.95 448.10 453.60 -0.75 38,126 69,767 -5,547
May11 110211 455.50 458.80 449.15 454.70 -0.65 15,039 55,270 +5,344
Jul11 110211 458.00 458.20 450.00 455.00 -0.70 2,784 21,694 +1,580
Sep11 110211 457.10 457.10 453.85 454.60 -0.80 473 5,864 +187
Dec11 110211 453.20 453.25 452.75 452.80 -1.00 121 4,571 -11
Total Volume and Open Interest 56,924 161,489 +1,483
DJIA Index(CBOT)
Mar11 110211 12157 12255 12138 12241 +47 910 11,560 +448
Jun11 110211 12176 12176 12129 12176 +47 1 12 +1
Sep11 110211 12121 12121 12074 12121 +47      
Dec11 110211 12066 12066 12019 12066 +47 0 1 +0
Total Volume and Open Interest 911 11,573 +449
S & P 500(CME)
Mar11 110211 1318.10 1328.50 1310.10 1327.30 +8.50 11,805 310,641 +660
Jun11 110211 1323.10 1323.10 1308.90 1322.40 +8.50 550 8,407 +541
Sep11 110211 1318.10 1318.10 1304.00 1317.50 +8.50 0 2,997 +0
Dec11 110211 1312.70 1313.20 1299.20 1312.70 +8.50 0 638 +0
Total Volume and Open Interest 12,355 322,683 +1,201
S & P 500 E-Mini(Globex)
Mar11 110211 1318.25 1328.75 1310.00 1327.25 +8.50 2,055,532 2,799,077 +18,194
Jun11 110211 1311.00 1323.75 1306.50 1322.50 +8.50 1,062 20,806 +99
Total Volume and Open Interest 2,056,612 2,820,193 +18,290
NASDAQ 100(CME)
Mar11 110211 2355.30 2382.00 2348.30 2378.30 +16.50 1,274 16,297 +277
Jun11 110211 2375.50 2375.50 2352.00 2375.50 +16.50 200 901 +200
Sep11 110211 2373.00 2373.00 2372.00 2373.00 +16.50      
Total Volume and Open Interest 1,474 17,198 +477
NASDAQ 100 E-Mini(Globex)
Mar11 110211 2360.00 2380.50 2347.80 2378.30 +16.50 334,186 359,153 +14,320
Jun11 110211 2351.80 2376.30 2348.00 2375.50 +16.50 79 810 +5
Total Volume and Open Interest 334,265 359,970 +14,325
S & P Midcap 400(CME)
Mar11 110211 969.70 970.00 957.00 969.70 +10.90 246 2,876 +246
Jun11 110211 967.10 967.10 965.20 967.10 +10.90      
Sep11 110211 965.00 965.00 963.10 965.00 +10.90      
Total Volume and Open Interest 246 2,876 +246
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Mar11 110211 10655 10735 10590 10715 +40 10,643 44,292 +344
Jun11 110211 10695 10695 10650 10690 +40 3 155 +2
Total Volume and Open Interest 10,646 44,447 +346
Nikkei 225(SGX)
Mar11 110210 10615 10630 10565 10610 -5 107,176 250,630 +5,971
Jun11 110210 10525 10545 10505 10535 -5 352 4,531 +24
Sep11 110210 10540 10540 10540 10540 unch 0 400 +0
Total Volume and Open Interest 112,773 261,782 -3,290
CAC 40(EURONEXT)
Feb11 110211 4082.5 4122.5 4038.5 4104.5 +10.0 146,512 355,666 +19,236
Mar11 110211 4082.5 4124.0 4041.5 4106.5 +9.5 8,120 77,200 +4,448
Apr11 110211 4082.0 4109.5 4082.0 4109.5 +9.5 0 8 +0
Total Volume and Open Interest 154,637 432,918 +23,678
Hang Seng Index(HKFE)
Feb11 110211 22688 22830 22414 22740 +22 103,348 84,786 -3,024
Mar11 110211 22611 22755 22347 22670 +21 2,030 11,189 +395
Total Volume and Open Interest 105,841 98,449 -2,489
DAX(EUREX)
Mar11 110211 7320.0 7403.5 7287.0 7385.0 +44.0 148,617 264,775 +2,073
Jun11 110211 7346.0 7422.0 7310.0 7408.5 +45.5 770 14,810 +1,395
Sep11 110211 7371.5 7432.0 7339.5 7430.5 +44.0 156 773 +33
Total Volume and Open Interest 149,543 280,358 +3,501
FT-SE 100(EURONEXT)
Mar11 110211 6004.00 6059.50 5952.50 6043.50 +39.50 100,408 657,567 -1,052
Jun11 110211 5934.50 6000.50 5915.00 6000.50 +39.50 239 8,106 -1
Sep11 110211 5944.00 5969.00 5944.00 5969.00 +38.50 30 284 +20
Total Volume and Open Interest 100,712 666,087 -1,048
SPI 200(SFE)
Mar11 110211 4888.0 4889.0 4847.0 4852.0 -36.0 27,935 188,780 +8,006
Jun11 110211 4900.0 4900.0 4877.0 4877.0 -35.0 22 3,434 +20
Sep11 110211 4868.0 4868.0 4868.0 4868.0 -35.0 0 1,847 +0
Total Volume and Open Interest 28,216 196,493 +8,052
GSCI(CME)
Feb11 110211 644.20 648.00 640.00 641.15 -5.10 3,864 4,173 -3,224
Mar11 110211 652.50 4.14 651.00 652.50 +651.36 3,963 11,372 +3,657
Apr11 110211 7.64 11.64 5.64 7.64 -2.75      
Total Volume and Open Interest 7,827 15,545 +433
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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