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MRCI's End of Day Prices

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MRCI's End of Day Prices
Daily Futures Price Listing Mon February 14, 2011
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Mar11 110214 1419.00 1424.75 1400.00 1402.75 -13.25 137,725 172,964 -15,847
May11 110214 1431.75 1438.00 1413.25 1416.00 -13.00 82,498 193,450 +8,103
Jul11 110214 1438.00 1446.25 1420.75 1423.50 -13.50 54,130 117,600 +3,460
Aug11 110214 1423.50 1426.50 1401.75 1404.00 -13.50 1,435 6,305 +130
Sep11 110214 1400.50 1400.50 1380.50 1383.00 -13.00 910 4,756 +75
Nov11 110214 1380.50 1388.75 1360.75 1365.50 -14.00 32,133 163,095 +1,360
Jan12 110214 1381.25 1390.00 1364.75 1368.75 -12.50 863 17,284 -112
Total Volume and Open Interest 312,820 701,830 -3,083
Soybean Meal(CBOT)
Mar11 110214 378.60 380.40 374.60 375.50 -2.60 38,133 68,452 -6,254
May11 110214 383.40 384.20 378.50 379.40 -2.70 23,248 59,390 +2,119
Jul11 110214 385.40 385.70 379.50 380.30 -3.10 9,424 40,469 -266
Aug11 110214 377.20 377.50 374.00 374.50 -2.90 1,546 9,222 +286
Sep11 110214 371.90 371.90 367.20 367.70 -2.70 2,626 7,875 -97
Oct11 110214 363.00 363.00 357.70 358.80 -2.90 1,029 8,416 -1
Dec11 110214 359.30 361.60 355.80 356.80 -3.00 11,483 23,114 +2,118
Jan12 110214 358.70 359.70 355.50 356.50 -3.20 921 3,311 +180
Total Volume and Open Interest 91,557 226,265 -1,433
Soybean Oil(CBOT)
Mar11 110214 58.55 58.97 57.41 57.69 -0.80 53,937 113,764 -12,287
May11 110214 59.09 59.53 58.00 58.28 -0.79 38,424 137,461 +11,513
Jul11 110214 59.60 59.98 58.54 58.82 -0.77 12,755 78,628 +426
Aug11 110214 59.94 59.99 58.73 58.99 -0.75 1,006 9,086 +299
Sep11 110214 60.02 60.10 58.85 59.09 -0.74 578 10,569 +116
Oct11 110214 60.08 60.08 58.76 59.04 -0.76 343 11,760 +6
Dec11 110214 60.23 60.36 58.89 59.18 -0.79 5,250 40,841 +92
Jan12 110214 60.18 60.22 59.01 59.23 -0.79 171 918 +5
Total Volume and Open Interest 114,466 406,708 +1,095
Canola(WCE)
Mar11 110214 604.0 604.0 585.6 586.8 -13.7 13,906 65,479 -3,740
May11 110214 610.1 611.0 594.1 595.3 -13.8 7,192 66,493 +3,817
Jul11 110214 615.7 618.5 601.5 602.5 -14.0 1,714 18,791 +149
Nov11 110214 585.0 588.5 575.6 577.6 -9.0 1,303 60,181 +901
Jan12 110214 582.0 584.6 582.0 582.5 -9.0 11 3,680 +11
Total Volume and Open Interest 24,136 216,972 +1,145
Corn(CBOT)
Mar11 110214 706.25 710.50 695.00 695.75 -10.75 179,714 369,098 -34,772
May11 110214 716.25 721.00 705.75 706.50 -10.75 123,283 525,227 +26,065
Jul11 110214 721.00 725.50 710.00 711.25 -10.75 55,652 316,003 +9,055
Sep11 110214 662.00 666.75 650.50 652.25 -11.00 10,021 63,020 +1,557
Dec11 110214 618.25 621.75 606.75 607.50 -10.75 37,971 353,873 -419
Mar12 110214 627.00 630.00 615.50 616.50 -10.50 4,662 41,941 +115
Total Volume and Open Interest 413,547 1,721,407 +1,678
Wheat(CBOT)
Mar11 110214 876.50 884.75 869.50 872.00 +5.00 58,881 128,418 -14,866
May11 110214 906.75 916.75 901.25 904.00 +5.25 33,408 154,470 +7,815
Jul11 110214 932.75 941.50 928.50 931.00 +5.50 14,106 125,112 +9
Sep11 110214 958.75 965.25 953.50 955.75 +5.25 1,938 32,838 +365
Dec11 110214 969.50 977.75 963.50 967.75 +4.25 4,425 87,425 -9
Total Volume and Open Interest 113,791 550,864 -6,234
Wheat(KCBT)
Mar11 110214 977.00 990.50 974.75 977.00 +4.00 13,706 47,817 -3,325
May11 110214 987.00 1001.25 985.75 988.00 +3.75 8,464 69,435 +2,220
Jul11 110214 995.00 1009.25 994.00 996.25 +3.75 4,088 59,075 +187
Sep11 110214 1010.50 1020.00 1003.75 1005.75 +2.25 433 15,746 -46
Dec11 110214 1026.00 1030.50 1014.50 1016.50 +1.00 982 15,914 -66
Total Volume and Open Interest 27,763 211,662 -1,014
Wheat(MGE)
Mar11 110214 1023.00 1038.50 1011.75 1013.00 -4.75 3,630 13,966 -1,968
May11 110214 1029.50 1048.00 1022.25 1024.00 -4.75 2,448 18,852 +698
Jul11 110214 1036.00 1054.75 1028.50 1030.00 -5.25 753 11,962 +151
Sep11 110214 1033.25 1051.50 1025.00 1026.75 -7.25 614 12,422 +71
Dec11 110214 1035.00 1051.00 1027.00 1030.25 -5.00 429 9,757 +70
Total Volume and Open Interest 7,985 69,088 -979
Oats(CBOT)
Mar11 110214 418.00 418.00 409.25 412.00 -6.00 1,239 5,534 -665
May11 110214 423.00 424.50 416.25 419.00 -6.50 907 6,091 +463
Jul11 110214 425.50 425.50 417.75 420.00 -5.00 32 751 -22
Sep11 110214 399.50 400.50 392.75 395.00 -3.00 7 283 -1
Total Volume and Open Interest 2,222 14,378 -228
Rough Rice(CBOT)
Mar11 110214 15.90 16.18 15.69 15.73 -0.16 1,885 11,587 -724
May11 110214 16.12 16.49 16.00 16.05 -0.14 1,241 8,407 +500
Jul11 110214 16.46 16.75 16.31 16.33 -0.13 247 3,042 +95
Sep11 110214 16.56 16.69 16.30 16.32 -0.15 167 2,073 +66
Total Volume and Open Interest 3,658 25,739 -66
Live Cattle(CME)
Feb11 110214 107.900 109.250 107.850 109.200 +1.415 11,000 14,130 -3,352
Apr11 110214 112.785 114.050 112.535 113.885 +1.185 26,873 166,889 -1,905
Jun11 110214 113.350 114.650 113.080 114.600 +1.350 11,561 87,761 -473
Aug11 110214 115.400 116.650 115.330 116.635 +1.155 4,141 30,854 +634
Oct11 110214 118.450 119.400 118.150 119.285 +0.835 2,452 23,745 +494
Dec11 110214 118.750 119.700 118.750 119.680 +0.780 1,351 19,291 -82
Total Volume and Open Interest 57,625 348,457 -4,603
Feeder Cattle(CME)
Mar11 110214 126.250 128.535 126.150 128.380 +2.345 3,600 16,385 +36
Apr11 110214 128.035 130.000 127.930 129.880 +2.095 1,472 8,671 +206
May11 110214 128.630 130.600 128.630 130.575 +1.975 1,222 10,282 +175
Aug11 110214 129.435 131.100 129.435 130.950 +1.550 642 10,736 +134
Sep11 110214 129.400 130.750 129.250 130.700 +1.415 121 1,563 +13
Oct11 110214 129.500 130.800 129.500 130.750 +1.250 59 732 +25
Nov11 110214 129.000 130.500 129.000 130.500 +1.500 19 385 +16
Total Volume and Open Interest 7,135 48,765 +605
Lean Hogs(CME)
Feb11 110214 86.430 86.700 85.550 85.680 -0.720 2,075 9,469 -1,102
Apr11 110214 92.300 92.650 91.350 92.450 +0.065 17,982 103,428 -1,281
May11 110214 99.950 100.300 99.250 100.300 -0.280 76 2,801 +19
Jun11 110214 101.450 102.150 101.000 102.080 +0.630 7,721 61,928 +224
Jul11 110214 101.250 101.580 100.550 101.400 +0.070 3,632 22,956 -97
Aug11 110214 100.400 100.850 99.750 100.785 -0.045 2,743 18,498 +318
Oct11 110214 89.000 89.600 88.550 89.580 +0.280 2,222 16,653 +528
Dec11 110214 84.950 85.400 84.635 85.400 +0.500 596 8,076 +87
Total Volume and Open Interest 37,215 246,960 -1,223
Class III Milk(CME)
Feb11 110214 17.04 17.04 16.95 16.96 -0.03 279 4,944 -182
Mar11 110214 18.80 18.86 18.63 18.73 -0.05 312 5,908 +121
Apr11 110214 18.60 18.73 18.55 18.67 +0.04 381 5,263 +101
May11 110214 18.25 18.38 18.24 18.30 +0.06 179 4,434 +40
Jun11 110214 17.76 17.93 17.72 17.92 +0.20 270 3,645 +33
Total Volume and Open Interest 2,003 37,506 +371
Cocoa(ICE)
Mar11 110214 3407 3434 3384 3400 +26 5,676 2,032 -3,996
May11 110214 3403 3444 3392 3406 +35 8,541 72,220 +1,362
Jul11 110214 3388 3416 3371 3380 +22 913 22,375 +280
Sep11 110214 3400 3400 3355 3361 +12 740 11,989 +345
Dec11 110214 3371 3372 3312 3321 +2 496 15,186 +264
Mar12 110214 3410 3412 3346 3354 -3 214 23,554 +24
May12 110214 3348 3348 3348 3348 -5 1 4,747 +0
Total Volume and Open Interest 16,581 155,494 -1,721
Coffee "C"(ICE)
Mar11 110214 252.75 259.20 251.50 258.65 +6.70 18,135 18,011 -11,939
May11 110214 254.60 262.25 254.15 261.70 +6.75 17,119 73,443 +7,583
Jul11 110214 257.00 263.90 256.10 263.30 +6.75 2,058 17,896 -305
Sep11 110214 256.55 263.50 255.60 263.05 +6.85 675 7,045 -53
Dec11 110214 254.50 261.30 254.15 260.95 +6.55 497 10,935 +308
Mar12 110214 253.00 257.90 253.00 257.90 +6.35 95 1,804 +22
Total Volume and Open Interest 38,620 130,015 -4,350
Orange Juice(ICE)
Mar11 110214 166.60 170.00 166.05 168.30 +3.05 2,579 12,243 -2,343
May11 110214 165.00 168.00 165.00 166.65 +2.30 1,301 14,175 +1,761
Jul11 110214 165.50 166.20 165.50 165.70 +2.35 109 2,718 +10
Sep11 110214 165.30 165.30 165.30 165.30 +2.25 162 533 +18
Nov11 110214 162.45 162.65 162.45 162.65 +1.60 15 674 +8
Jan12 110214 161.85 161.85 161.85 161.85 +1.15 2 8 +2
Total Volume and Open Interest 4,168 30,373 -545
Sugar #11(ICE)
Mar11 110214 31.29 31.65 29.95 30.91 -0.39 67,159 147,289 -9,681
May11 110214 29.44 29.44 28.05 28.78 -0.61 59,901 188,439 +10,826
Jul11 110214 27.02 27.12 25.97 26.71 -0.42 27,069 166,023 +4,502
Oct11 110214 25.00 25.30 24.26 24.98 -0.23 8,975 73,244 +78
Mar12 110214 24.50 24.50 23.50 24.15 -0.21 4,256 52,699 -319
Total Volume and Open Interest 170,732 682,214 +5,305
London Cocoa(LCE)
Mar11 110214 2240 2256 2232 2239 +16 3,632 43,977 -124
May11 110214 2221 2231 2206 2210 +11 4,415 38,266 +512
Jul11 110214 2190 2203 2175 2186 +9 1,419 29,832 +130
Sep11 110214 2177 2190 2154 2162 +1 319 21,653 +70
Dec11 110214 2167 2167 2130 2135 -2 1,793 28,910 +1,287
Mar12 110214 2164 2164 2130 2134 +2 1,236 23,362 +969
May12 110214 2171 2171 2139 2141 +2 204 4,182 +149
Total Volume and Open Interest 13,032 198,151 +2,997
London Sugar(LCE)
May11 110214 754.50 754.50 726.60 750.50 -5.70 4,636 22,908 -268
Aug11 110214 715.20 717.00 695.20 716.20 -3.10 434 11,350 +102
Oct11 110214 657.50 663.30 647.00 662.10 -3.00 66 3,222 -24
Dec11 110214 629.60 642.10 629.10 642.10 -3.00 17 1,153 -11
Mar12 110214 620.00 631.90 613.80 631.90 -5.70 70 850 +42
Total Volume and Open Interest 5,223 39,693 -4,092
Cotton(ICE)
Mar11 110214 190.75 191.60 185.10 186.05 -3.92 29,483 39,654 -27,192
May11 110214 186.61 187.15 182.00 183.06 -2.50 22,714 58,700 +8,991
Jul11 110214 181.29 181.29 175.70 176.54 -3.75 4,752 36,775 -343
Oct11 110214 148.00 148.00 142.92 142.92 -5.06 19 252 +1
Dec11 110214 128.00 129.00 122.00 122.68 -6.32 8,268 56,664 -2,596
Mar12 110214 119.93 119.93 115.50 116.16 -5.48 73 3,795 +21
Total Volume and Open Interest 65,601 199,028 -21,068
Lumber(CME)
Mar11 110214 313.5 317.7 307.0 308.0 -5.2 475 3,441 -180
May11 110214 328.4 332.5 323.0 326.8 -0.7 304 5,148 +229
Jul11 110214 329.9 332.1 324.0 328.5 unch 231 1,841 +57
Sep11 110214 332.9 332.9 324.0 327.0 unch 5 236 +2
Total Volume and Open Interest 1,015 10,669 +108
Crude Oil(NYM)
Mar11 110214 85.50 86.52 84.58 84.81 -0.77 383,391 190,899 -30,535
Apr11 110214 89.10 90.40 88.50 88.73 -0.40 248,656 243,701 +21,955
May11 110214 92.35 93.83 92.03 92.26 -0.09 117,324 162,860 +9,376
Jun11 110214 94.36 95.80 93.95 94.24 +0.10 74,820 119,557 +2,904
Jul11 110214 95.85 97.11 95.28 95.58 +0.24 28,069 69,896 +3,347
Aug11 110214 96.44 97.88 96.16 96.41 +0.36 14,258 48,333 +652
Sep11 110214 97.32 98.42 96.68 96.96 +0.44 11,221 43,142 +243
Oct11 110214 97.24 98.84 97.20 97.42 +0.49 10,292 31,392 +1,371
Nov11 110214 97.73 99.29 97.59 97.85 +0.52 5,676 29,743 +466
Dec11 110214 98.39 99.73 97.80 98.24 +0.54 38,508 171,906 +567
Jan12 110214 98.40 99.97 98.40 98.59 +0.57 3,104 28,718 +589
Feb12 110214 100.10 100.10 98.86 98.86 +0.59 1,169 12,592 -101
Mar12 110214 99.57 100.42 99.06 99.06 +0.61 1,217 17,344 +535
Apr12 110214 99.20 99.20 99.20 99.20 +0.63 1,467 8,206 +572
May12 110214 99.34 99.34 99.34 99.34 +0.66 1,523 8,610 -11
Jun12 110214 99.85 100.73 99.36 99.48 +0.69 2,512 53,794 -19
Total Volume and Open Interest 959,387 1,562,916 +13,410
e-miNY Crude Oil(NYM)
Feb11 110119 91.225 92.100 90.500 90.850 -0.525 6,388 2,249 -394
Mar11 110214 85.550 86.525 84.600 84.800 -0.775 10,625 10,304 +247
Apr11 110214 88.825 90.400 88.500 88.725 -0.400 1,986 3,467 +494
May11 110214 92.875 93.600 92.250 92.250 -0.100 412 1,230 +175
Jun11 110214 94.575 95.750 94.250 94.250 +0.100 6 95 +2
Jul11 110214 96.450 96.450 95.575 95.575 +0.225 1 19 +1
Aug11 110214 97.075 97.075 96.400 96.400 +0.350 1 11 +1
Sep11 110214 97.750 97.750 96.950 96.950 +0.425 0 9 +0
Oct11 110214 98.900 98.900 97.000 97.425 +0.500 0 43 +0
Nov11 110214 97.900 98.700 97.850 97.850 +0.525 0 3 +0
Total Volume and Open Interest 13,033 15,498 +922
Heating Oil(NYM)
Mar11 110214 270.60 278.10 270.28 275.04 +5.46 51,866 71,428 -6,329
Apr11 110214 270.50 278.61 270.50 275.51 +5.23 29,353 63,332 +4,557
May11 110214 272.38 279.44 272.38 276.23 +4.97 16,370 36,686 +3,482
Jun11 110214 273.47 280.29 273.47 277.08 +4.77 17,550 40,293 -454
Jul11 110214 274.89 280.71 274.89 278.30 +4.63 5,229 17,508 +436
Aug11 110214 275.96 282.15 275.96 279.67 +4.55 2,013 12,523 -360
Sep11 110214 278.45 283.80 278.45 281.45 +4.52 2,034 12,783 +144
Oct11 110214 282.00 283.34 281.75 283.34 +4.55 346 5,987 +23
Nov11 110214 285.45 285.45 285.45 285.45 +4.54 361 6,272 +25
Dec11 110214 284.04 290.22 284.00 287.33 +4.56 4,989 25,282 +277
Jan12 110214 291.30 291.30 288.92 288.92 +4.58 300 6,574 +11
Feb12 110214 289.71 289.71 289.71 289.71 +4.58 23 1,368 +8
Total Volume and Open Interest 130,606 311,001 +1,831
Gasoline(NYMEX)
Mar11 110214 249.25 255.24 247.74 251.74 +5.22 37,441 60,457 -4,469
Apr11 110214 262.87 269.02 262.14 265.77 +4.27 30,652 56,415 +3,936
May11 110214 264.92 270.53 264.32 267.48 +4.14 15,816 45,349 +2,577
Jun11 110214 265.55 271.23 265.55 268.34 +4.14 9,808 30,730 -705
Jul11 110214 265.35 270.90 265.34 268.45 +4.21 2,536 16,498 +211
Aug11 110214 268.13 269.93 267.70 267.81 +4.27 1,286 10,156 +191
Sep11 110214 263.53 269.04 263.53 266.26 +4.25 1,129 6,871 +239
Oct11 110214 255.98 255.98 255.98 255.98 +4.25 232 4,352 -77
Nov11 110214 254.28 254.31 254.28 254.31 +4.14 180 2,715 +5
Dec11 110214 251.26 255.77 250.89 253.62 +4.10 547 21,222 +170
Total Volume and Open Interest 99,781 269,363 +2,078
e-miNY RBOB Gasoline(NYM)
Mar11 110214 251.70 251.74 251.70 251.70 +5.20 0 5 +0
Apr11 110214 265.80 265.80 265.77 265.80 +4.30 0 1 +0
May11 110214 267.50 267.50 267.48 267.50 +4.20 0 1 +0
Jun11 110214 268.30 268.34 268.30 268.30 +4.10 0 1 +0
Total Volume and Open Interest 1 11 +1
Natural Gas(NYM)
Mar11 110214 3.899 3.946 3.860 3.925 +0.015 163,581 118,181 -11,273
Apr11 110214 3.976 4.015 3.928 3.991 +0.014 111,476 154,610 +5,344
May11 110214 4.032 4.077 4.000 4.056 +0.004 73,176 193,088 +16,365
Jun11 110214 4.105 4.141 4.064 4.119 -0.002 19,376 57,804 +815
Jul11 110214 4.171 4.200 4.127 4.181 -0.007 12,995 51,545 +3,328
Aug11 110214 4.206 4.233 4.160 4.213 -0.008 8,895 22,442 +431
Sep11 110214 4.207 4.239 4.165 4.220 -0.007 6,858 19,298 +954
Oct11 110214 4.257 4.287 4.214 4.268 -0.007 19,103 72,041 +1,885
Nov11 110214 4.447 4.476 4.416 4.462 -0.008 4,291 25,570 -307
Dec11 110214 4.687 4.715 4.662 4.700 -0.007 3,356 23,672 -659
Jan12 110214 4.813 4.838 4.788 4.828 -0.007 9,186 53,395 +389
Feb12 110214 4.800 4.827 4.780 4.818 -0.008 1,182 12,659 +66
Mar12 110214 4.730 4.760 4.717 4.750 -0.008 1,507 25,442 +104
Apr12 110214 4.572 4.604 4.563 4.594 -0.011 811 23,051 +127
May12 110214 4.600 4.620 4.600 4.617 -0.008 227 5,731 +137
Jun12 110214 4.638 4.664 4.625 4.649 -0.006 36 4,404 +14
Total Volume and Open Interest 437,704 933,643 +18,115
Brent Crude Oil(ICE)
Apr11 110214 101.13 104.30 100.91 103.08 +2.14 174,580 213,867 +1,174
May11 110214 101.50 104.62 101.27 103.41 +2.11 56,505 136,562 +9,299
Jun11 110214 102.17 104.82 101.56 103.63 +2.07 36,611 119,767 +908
Jul11 110214 102.40 104.90 101.76 103.74 +2.03 11,462 39,854 -546
Aug11 110214 102.53 104.98 101.88 103.82 +1.99 7,129 24,204 -550
Sep11 110214 102.47 105.06 101.96 103.87 +1.96 6,202 29,915 -240
Oct11 110214 102.18 105.11 102.07 103.94 +1.93 4,142 19,781 -771
Nov11 110214 102.28 105.11 102.16 103.99 +1.89 2,696 15,028 -258
Dec11 110214 102.78 105.21 102.23 104.03 +1.85 24,997 109,950 -565
Jan12 110214 104.20 104.20 104.10 104.10 +1.82 1,573 15,106 -250
Feb12 110214 104.18 104.18 104.18 104.18 +1.79 1,255 8,053 -116
Mar12 110214 104.22 104.22 104.22 104.22 +1.75 2,085 14,799 +583
Apr12 110214 104.16 104.16 104.16 104.16 +1.72 1,560 3,481 +156
May12 110214 104.08 104.08 104.08 104.08 +1.71 1,205 3,058 +788
Total Volume and Open Interest 340,529 869,881 -13,041
Gas Oil(ICE)
Mar11 110214 853.00 875.00 850.00 871.50 +21.25 86,898 184,499 -7,279
Apr11 110214 856.25 878.25 853.50 874.75 +20.50 77,823 114,368 +7,753
May11 110214 858.50 880.50 856.25 877.25 +19.75 31,688 78,763 +7,825
Jun11 110214 863.50 883.25 859.25 880.00 +18.75 25,133 60,336 -1,423
Jul11 110214 868.00 885.75 864.75 883.75 +18.25 7,363 26,044 -1,738
Aug11 110214 870.00 889.75 868.75 887.75 +18.50 3,407 23,002 -97
Sep11 110214 874.00 893.25 872.25 891.25 +18.50 5,229 20,479 -253
Oct11 110214 877.75 894.50 875.75 893.75 +18.50 2,570 17,460 +34
Nov11 110214 879.00 895.75 877.25 895.25 +18.50 1,040 14,152 -158
Dec11 110214 881.00 899.75 877.75 897.00 +18.50 8,779 55,239 +324
Total Volume and Open Interest 252,100 680,610 +5,443
Ethanol(CBOT)
Feb11 110203 2.340 2.345 2.340 2.340 +0.005 15 114 -120
Mar11 110214 2.465 2.465 2.444 2.447 -0.018 610 911 -407
Apr11 110214 2.479 2.488 2.465 2.467 -0.019 357 934 -25
May11 110214 2.477 2.477 2.477 2.477 -0.016 58 479 +8
Jun11 110214 2.506 2.506 2.483 2.487 -0.016 67 903 +24
Jul11 110214 2.508 2.508 2.497 2.497 -0.015 113 951 +43
Aug11 110214 2.490 2.490 2.473 2.479 -0.010 106 899 +31
Sep11 110214 2.400 2.400 2.384 2.388 -0.010 22 586 +14
Total Volume and Open Interest 1,429 7,591 -268
WTI Crude Oil(ICE
Mar11 110214 85.48 86.51 84.57 84.81 -0.77 99,694 69,599 -17,142
Apr11 110214 89.33 90.38 88.49 88.73 -0.40 105,071 89,484 +6,245
May11 110214 92.69 93.82 92.01 92.26 -0.09 41,733 68,416 +4,908
Jun11 110214 94.42 95.77 93.96 94.24 +0.10 25,443 65,470 +275
Jul11 110214 95.52 97.10 95.40 95.58 +0.24 6,907 23,460 +829
Aug11 110214 96.90 97.92 96.25 96.41 +0.36 4,878 18,879 +1,308
Sep11 110214 97.41 98.45 96.79 96.96 +0.44 4,932 23,198 +452
Oct11 110214 97.73 98.90 97.42 97.42 +0.49 2,593 17,965 +599
Nov11 110214 98.57 99.33 97.76 97.85 +0.52 1,765 10,992 +289
Dec11 110214 98.46 99.72 98.00 98.24 +0.54 16,595 91,710 +1,716
Jan12 110214 98.59 98.59 98.59 98.59 +0.57 674 8,987 -114
Feb12 110214 98.86 98.86 98.86 98.86 +0.59 271 1,571 +10
Mar12 110214 99.06 99.06 99.06 99.06 +0.61 406 4,091 +133
Apr12 110214 99.20 99.20 99.20 99.20 +0.63 287 1,741 +183
May12 110214 99.34 99.34 99.34 99.34 +0.66 151 959 +0
Jun12 110214 100.65 100.67 99.48 99.48 +0.69 370 23,654 +133
Total Volume and Open Interest 315,421 602,407 -65
US Dollar Index(ICE)
Mar11 110214 78.495 78.980 78.375 78.717 +0.152 23,144 40,470 -1,490
Jun11 110214 78.930 79.295 78.720 79.048 +0.147 131 1,199 +8
Sep11 110214 79.408 79.408 79.408 79.408 +0.147 0 4 +0
Total Volume and Open Interest 23,275 41,674 -1,482
Australian Dollar(CME)
Mar11 110214 99.72 100.40 99.68 99.95 +0.13 82,922 124,188 -4,370
Jun11 110214 98.69 99.12 98.56 98.81 +0.12 147 946 +3
Sep11 110214 97.59 97.59 97.46 97.59 +0.13 0 14 +0
Total Volume and Open Interest 83,070 125,196 -4,366
British Pound(CME)
Mar11 110214 160.04 160.75 159.78 160.31 +0.12 117,976 112,738 -7,679
Jun11 110214 160.27 160.50 159.70 160.11 +0.10 84 649 +9
Sep11 110214 159.29 159.82 159.29 159.82 +0.10 2 23 +1
Total Volume and Open Interest 118,062 113,442 -7,669
Canadian Dollar(CME)
Mar11 110214 101.14 101.50 100.93 101.01 -0.20 88,127 131,597 +3,748
Jun11 110214 101.00 101.26 100.75 100.79 -0.20 304 3,671 -66
Sep11 110214 100.92 100.92 100.50 100.50 -0.21 11 1,088 +10
Dec11 110214 100.58 100.60 100.22 100.22 -0.21 4 1,640 +1
Total Volume and Open Interest 88,453 138,066 +3,698
Japanese Yen(CME)
Mar11 110214 119.80 120.37 119.78 120.04 +0.25 115,987 111,169 -2,449
Jun11 110214 119.89 120.37 119.89 120.14 +0.25 126 1,533 +2
Sep11 110214 120.31 120.31 120.06 120.31 +0.25 9 30 +2
Total Volume and Open Interest 116,122 112,739 -2,445
Swiss Franc(CME)
Mar11 110214 102.77 103.22 102.63 103.07 +0.37 53,217 43,699 -2,649
Jun11 110214 102.76 103.20 102.75 103.16 +0.37 56 109 +4
Sep11 110214 103.28 103.28 102.91 103.28 +0.37 0 5 +0
Total Volume and Open Interest 53,273 43,824 -2,645
EuroFX(CME)
Mar11 110214 135.25 135.55 134.24 134.78 -0.56 349,106 188,005 -8,380
Jun11 110214 135.01 135.36 134.11 134.61 -0.57 1,071 4,609 -171
Sep11 110214 134.15 134.95 133.95 134.39 -0.56 8 51 +4
Total Volume and Open Interest 350,185 193,026 -8,547
Mexican Peso(CME)
Feb11 110214 830.5 832.8 830.5 830.5 -2.2      
Mar11 110214 830.8 831.0 827.0 828.5 -0.8 22,193 156,066 -713
Total Volume and Open Interest 22,329 157,447 -820
30-Year T-Bonds(CBOT)
Mar11 110214 118~150 119~050 118~050 118~300 +0~170 352,596 579,643 -3,057
Jun11 110214 116~280 117~170 116~180 117~100 +0~170 2,647 13,745 -148
Sep11 110214 115~220 115~220 115~050 115~220 +0~170 0 1 +0
Total Volume and Open Interest 355,243 593,389 -3,205
10-Year T-Notes(CBOT)
Mar11 110214 118~150 118~245 118~095 118~200 +0~040 1,284,882 1,527,862 +27,067
Jun11 110214 116~290 117~065 116~230 117~025 +0~055 12,204 39,061 +2,941
Sep11 110214 115~275 115~275 115~220 115~275 +0~055 0 1 +0
Total Volume and Open Interest 1,297,086 1,566,928 +30,008
5-Year T-Notes(CBOT)
Mar11 110214 116~058 116~077 116~046 116~068 +0~008 594,790 1,289,789 -4,629
Jun11 110214 115~063 115~074 115~041 115~064 +0~009 15,141 40,153 +4,080
Sep11 110214 114~088 114~088 114~079 114~088 +0~009      
Total Volume and Open Interest 609,931 1,329,942 -549
2 Year T-Notes(CBOT)
Mar11 110214 109~009 109~011 109~004 109~007 -0~001 324,423 900,788 +40,053
Jun11 110214 108~089 108~093 108~086 108~088 -0~001 3,314 11,591 +2,521
Sep11 110214 108~054 108~055 108~054 108~054 -0~001      
Total Volume and Open Interest 327,737 912,379 +42,574
Eurodollars(CME)
Mar11 110214 99.665 99.670 99.665 99.670 unch 112,228 1,123,881 +2,439
Jun11 110214 99.570 99.575 99.565 99.570 unch 122,151 1,177,346 -4,600
Sep11 110214 99.405 99.415 99.395 99.410 +0.010 184,389 1,168,499 -4,848
Dec11 110214 99.155 99.175 99.150 99.165 +0.010 203,054 1,121,569 -7,682
Mar12 110214 98.840 98.860 98.825 98.845 +0.005 248,170 1,038,348 -5,453
Jun12 110214 98.480 98.490 98.455 98.470 unch 216,066 719,500 +7,819
Sep12 110214 98.125 98.125 98.080 98.105 unch 181,057 526,871 -341
Dec12 110214 97.765 97.790 97.740 97.770 +0.005 194,727 425,437 +13,161
Mar13 110214 97.430 97.495 97.430 97.475 +0.010 126,183 268,983 +8,870
Jun13 110214 97.165 97.225 97.160 97.205 +0.015 87,996 207,833 +4,532
Sep13 110214 96.940 96.975 96.905 96.955 +0.025 76,441 203,210 +2,052
Dec13 110214 96.690 96.735 96.655 96.710 +0.035 61,026 178,037 +2,879
Mar14 110214 96.460 96.510 96.425 96.485 +0.040 31,768 126,213 -4,008
Jun14 110214 96.245 96.290 96.200 96.260 +0.045 24,094 109,872 -368
Sep14 110214 96.030 96.080 95.985 96.050 +0.050 21,829 64,685 -631
Dec14 110214 95.800 95.870 95.775 95.845 +0.055 21,977 78,267 +1,071
Mar15 110214 95.640 95.700 95.600 95.680 +0.065 11,411 57,405 -982
Jun15 110214 3.725 3.790 3.685 3.770 +0.070 9,742 39,368 -543
Total Volume and Open Interest 1,967,938 8,863,400 +10,637
30 Day Federal Funds(CBOT)
Feb11 110214 99.838 99.840 99.835 99.838 +0.003 5,244 81,319 +383
Mar11 110214 99.840 99.845 99.840 99.840 unch 5,785 58,437 -439
Apr11 110214 99.845 99.855 99.845 99.850 unch 2,227 53,939 +898
May11 110214 99.845 99.855 99.845 99.850 unch 3,153 58,391 -771
Jun11 110214 99.840 99.845 99.840 99.845 +0.005 3,033 43,352 +540
Jul11 110214 99.820 99.820 99.815 99.820 unch 5,400 55,387 +2,549
Total Volume and Open Interest 44,360 590,396 +3,819
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 110214 99.658 99.660 99.658 99.660 -0.002 0 4,061 -91
Jun11 110214 99.645 99.645 99.645 99.645 -0.003 0 150 +0
Sep11 110214 99.628 99.628 99.628 99.628 -0.002      
Dec11 110214 99.598 99.598 99.598 99.598 -0.002 0 75 +0
Mar12 110214 99.580 99.580 99.580 99.580 unch      
Jun12 110214 99.625 99.625 99.625 99.625 unch      
Sep12 110214 99.575 99.575 99.575 99.575 unch      
Dec12 110214 99.480 99.480 99.480 99.480 unch      
Mar13 110214 99.480 99.480 99.480 99.480 unch      
Jun13 110214 99.435 99.435 99.435 99.435 unch      
Total Volume and Open Interest 0 4,286 -91
3-Mth Euro-Yen(SGX)
Mar11 110214 99.66 99.66 99.66 99.66 0.00 0 5,410 +85
Jun11 110214 99.64 99.64 99.64 99.64 0.00 0 1,172 +0
Sep11 110214 99.63 99.63 99.63 99.63 0.00 0 786 +0
Dec11 110214 99.60 99.61 99.60 99.60 0.00 0 1,904 +113
Mar12 110214 99.58 99.58 99.58 99.58 unch 0 405 +0
Jun12 110214 99.62 99.62 99.62 99.62 unch 0 754 +0
Sep12 110214 99.57 99.57 99.57 99.57 unch 0 310 +0
Dec12 110214 99.48 99.48 99.48 99.48 unch 0 4 +0
Total Volume and Open Interest 0 10,746 +198
Japanese Gov't Bonds(SGX)
Mar11 110214 138.95 139.00 138.78 138.85 -0.13 1,762 15,474 -113
Jun11 110214 138.02 138.02 138.02 138.02 -0.13 0 1 +0
Sep11 110214 135.59 135.59 135.59 135.59 -0.13      
Total Volume and Open Interest 1,762 15,475 -113
Euro-Bund(EUREX)
Mar11 110214 122.50 122.88 122.42 122.67 -0.11 785,157 1,282,186 -115,479
Jun11 110214 121.07 121.45 121.07 121.26 -0.12 1,012 33,563 +6,690
Sep11 110214 120.92 120.92 120.92 120.92 -0.11 45 1 -45
Total Volume and Open Interest 786,214 1,315,750 -108,834
Euro-Bobl(EUREX)
Mar11 110214 116.55 116.79 116.50 116.69 -0.03 482,396 913,399 -75,358
Jun11 110214 115.18 115.25 115.18 115.25 -0.03 779 27,090 +138
Sep11 110214 114.62 114.62 114.62 114.62 -0.03      
Total Volume and Open Interest 483,175 940,489 -75,220
3-Mth Euribor(EUREX)
Mar11 110214 98.855 98.860 98.855 98.860 +0.005 170 5,738 -49
Jun11 110214 98.620 98.620 98.600 98.600 unch 7 9,603 +1
Sep11 110214 98.365 98.365 98.360 98.360 +0.010 4 2,169 +0
Total Volume and Open Interest 939 25,579 -47
Long Gilt(LIFFE)
Mar11 110214 115~14 115~30 115~09 115~26 +0~03 92,018 253,408 -2,704
Jun11 110214 114~17 114~17 114~17 114~17 +0~03 1 1 +0
Total Volume and Open Interest 92,019 253,409 -2,704
3-Mth Short Sterling(LIFFE)
Mar11 110214 99.10 99.11 99.09 99.10 -0.01 35,795 306,433 -5,157
Jun11 110214 98.84 98.87 98.83 98.86 unch 31,414 364,151 -2,772
Sep11 110214 98.56 98.62 98.56 98.60 +0.01 26,614 310,255 +4,890
Dec11 110214 98.26 98.32 98.25 98.30 +0.01 42,332 366,265 -4,022
Mar12 110214 97.93 97.99 97.93 97.98 +0.01 44,469 307,273 +1,242
Jun12 110214 97.60 97.68 97.60 97.66 +0.01 27,492 207,616 +535
Total Volume and Open Interest 253,177 2,333,220 -3,175
3-Mth Euribor(LIFFE)
Mar11 110214 98.850 98.865 98.850 98.860 +0.005 74,068 620,745 +5,908
Jun11 110214 98.600 98.620 98.590 98.600 unch 107,653 617,899 -6,731
Sep11 110214 98.350 98.375 98.330 98.360 +0.010 89,514 561,065 +3,887
Total Volume and Open Interest 709,848 3,645,374 -23,652
3-Mth Aus T-Bills(SFE)
Mar11 110214 95.04 95.04 95.03 95.04 unch 4,485 159,433 -3,129
Jun11 110214 94.95 94.95 94.93 94.94 -0.01 15,114 187,653 -4,265
Sep11 110214 94.81 94.83 94.79 94.80 -0.01 13,024 121,525 +2,739
Dec11 110214 94.67 94.69 94.64 94.66 -0.01 9,002 71,964 -169
Mar12 110214 94.54 94.57 94.52 94.53 -0.01 2,406 52,815 -1,416
Jun12 110214 94.43 94.48 94.43 94.43 unch 890 41,195 -1,665
Sep12 110214 94.36 94.41 94.35 94.36 -0.01 729 29,511 +405
Dec12 110214 94.32 94.35 94.29 94.29 -0.01 252 15,406 +172
Mar13 110214 94.30 94.30 94.23 94.25 -0.01 38 3,189 +3
Jun13 110214 94.21 94.21 94.18 94.18 -0.03 13 612 +4
Total Volume and Open Interest 45,953 684,993 -7,321
10-Year Aus T-Bonds(SFE)
Mar11 110214 94.30 94.34 94.27 94.28 -0.02 25,083 387,121 +2,106
Jun11 110214 94.28 94.28 94.28 94.28 -0.02      
Total Volume and Open Interest 25,083 387,121 +2,106
3-Year Aus T-Bonds(SFE)
Mar11 110214 94.74 94.78 94.71 94.73 -0.01 114,990 631,204 +3,629
Jun11 110214 94.73 94.73 94.73 94.73 -0.01      
Total Volume and Open Interest 114,990 631,204 +3,629
Gold(CMX)
Feb11 110214 1357.8 1365.6 1356.6 1364.6 +4.7 488 831 -112
Apr11 110214 1358.2 1367.5 1354.4 1365.1 +4.7 128,133 299,802 -2,527
Jun11 110214 1361.4 1368.4 1356.0 1366.6 +4.7 3,616 53,250 -1,126
Aug11 110214 1359.4 1368.2 1358.0 1368.2 +4.7 2,901 20,738 +1,380
Oct11 110214 1369.6 1369.6 1366.9 1369.6 +4.6 475 7,991 +36
Dec11 110214 1364.4 1372.7 1363.1 1371.3 +4.5 980 24,238 +18
Feb12 110214 1372.6 1373.4 1372.0 1373.4 +4.4 119 3,638 +23
Apr12 110214 1376.0 1376.0 1376.0 1376.0 +4.5 25 5,347 +25
Jun12 110214 1379.1 1379.1 1379.1 1379.1 +4.6 1 6,600 +1
Aug12 110214 1382.5 1382.5 1382.5 1382.5 +4.6 0 977 +0
Oct12 110214 1386.8 1386.8 1386.8 1386.8 +4.5 40 1,341 +40
Dec12 110214 1382.2 1391.9 1382.2 1391.6 +4.5 116 11,998 -4
Total Volume and Open Interest 138,859 460,931 -2,037
Silver(CMX)
Mar11 110214 2988.5 3072.0 2979.0 3053.4 +53.9 58,902 61,237 -1,455
May11 110214 2989.0 3072.5 2983.5 3055.9 +54.0 10,836 38,717 +2,798
Jul11 110214 2995.0 3073.5 2991.0 3057.6 +54.2 1,807 10,963 +576
Sep11 110214 2986.0 3067.5 2986.0 3057.5 +54.2 389 4,523 +263
Dec11 110214 2991.0 3068.5 2991.0 3057.5 +54.2 653 12,088 +128
Mar12 110214 3038.0 3055.7 3038.0 3055.7 +53.8 58 673 +2
May12 110214 3054.4 3054.4 3054.4 3054.4 +53.6 0 260 +0
Total Volume and Open Interest 72,971 142,520 +2,245
Platinum(NYMEX)
Apr11 110214 1812.8 1837.0 1810.5 1827.6 +14.1 4,257 39,398 -1,087
Jul11 110214 1825.0 1834.0 1825.0 1830.5 +14.7 182 2,047 +148
Oct11 110214 1833.9 1833.9 1833.7 1833.7 +14.7 91 214 +91
Jan12 110214 1835.7 1835.7 1835.7 1835.7 +14.7 0 10 +0
Total Volume and Open Interest 4,530 41,706 -848
Palladium(NYMEX)
Mar11 110214 814.00 836.00 814.00 832.80 +18.10 3,620 17,806 -649
Jun11 110214 817.80 837.15 817.00 834.50 +18.20 747 4,492 +492
Sep11 110214 830.00 835.80 830.00 835.70 +18.20 4 52 +2
Total Volume and Open Interest 4,378 22,363 -155
Copper(CMX)
Mar11 110214 455.10 463.45 454.35 462.85 +9.25 42,308 61,168 -8,599
May11 110214 456.50 464.30 455.40 463.75 +9.05 14,520 61,793 +6,523
Jul11 110214 457.15 464.35 457.15 463.95 +8.95 2,210 22,711 +1,017
Sep11 110214 458.00 463.50 458.00 463.50 +8.90 535 6,046 +182
Dec11 110214 456.70 461.70 456.70 461.70 +8.90 34 4,565 -6
Total Volume and Open Interest 59,949 160,588 -901
DJIA Index(CBOT)
Mar11 110214 12232 12265 12210 12224 -17 170 11,528 -32
Jun11 110214 12158 12176 12158 12158 -18 0 12 +0
Sep11 110214 12103 12121 12103 12103 -18      
Dec11 110214 12048 12066 12048 12048 -18 0 1 +0
Total Volume and Open Interest 170 11,541 -32
S & P 500(CME)
Mar11 110214 1326.00 1331.00 1324.80 1327.70 +0.40 15,218 308,675 -1,966
Jun11 110214 1322.80 1324.90 1319.40 1322.80 +0.40 1,201 9,573 +1,166
Sep11 110214 1317.90 1320.00 1314.50 1317.90 +0.40 16 2,997 +0
Dec11 110214 1313.10 1315.20 1309.70 1313.10 +0.40 0 637 -1
Total Volume and Open Interest 16,435 321,882 -801
S & P 500 E-Mini(Globex)
Mar11 110214 1326.00 1331.25 1324.50 1327.75 +0.50 1,881,031 2,799,214 +137
Jun11 110214 1322.00 1326.25 1320.00 1322.75 +0.25 2,262 21,385 +579
Total Volume and Open Interest 1,883,316 2,820,907 +714
NASDAQ 100(CME)
Mar11 110214 2377.00 2387.00 2375.80 2381.80 +3.50 440 16,445 +148
Jun11 110214 2379.00 2386.00 2379.00 2379.00 +3.50 100 1,001 +100
Sep11 110214 2376.50 2376.50 2376.50 2376.50 +3.50      
Total Volume and Open Interest 540 17,446 +248
NASDAQ 100 E-Mini(Globex)
Mar11 110214 2376.30 2387.50 2375.50 2381.80 +3.50 191,884 353,492 -5,661
Jun11 110214 2374.50 2384.30 2374.00 2379.00 +3.50 1,075 1,806 +996
Total Volume and Open Interest 192,959 355,305 -4,665
S & P Midcap 400(CME)
Mar11 110214 971.00 975.00 971.00 971.60 +1.90 73 2,803 -73
Jun11 110214 969.00 969.00 968.60 969.00 +1.90      
Sep11 110214 966.90 966.90 966.50 966.90 +1.90      
Total Volume and Open Interest 73 2,803 -73
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Mar11 110214 10730 10780 10680 10755 +40 8,316 45,092 +800
Jun11 110214 10760 10760 10690 10730 +40 8 159 +4
Total Volume and Open Interest 8,324 45,251 +804
Nikkei 225(SGX)
Mar11 110214 10610 10730 10575 10720 +110 86,405 254,800 +4,170
Jun11 110214 10620 10645 10620 10645 +110 151 4,557 +26
Sep11 110214 10645 10645 10645 10645 +105 0 400 +0
Total Volume and Open Interest 86,558 266,478 +4,696
CAC 40(EURONEXT)
Feb11 110214 4121.5 4131.5 4089.0 4097.0 -7.5 155,603 370,134 +14,468
Mar11 110214 4124.0 4133.5 4092.0 4099.5 -7.0 20,886 87,564 +10,364
Apr11 110214 4102.5 4102.5 4102.5 4102.5 -7.0 1 9 +1
Total Volume and Open Interest 176,501 457,762 +24,844
Hang Seng Index(HKFE)
Feb11 110214 22866 23161 22854 23079 +339 100,242 83,423 -1,363
Mar11 110214 22807 23086 22790 23009 +339 1,472 11,528 +339
Total Volume and Open Interest 102,222 97,489 -960
DAX(EUREX)
Mar11 110214 7408.5 7429.0 7384.5 7399.5 +14.5 135,114 243,684 -21,091
Jun11 110214 7429.0 7450.5 7411.5 7423.0 +14.5 2,236 14,588 -222
Sep11 110214 7460.0 7467.0 7440.0 7445.0 +14.5 145 764 -9
Total Volume and Open Interest 137,495 259,036 -21,322
FT-SE 100(EURONEXT)
Mar11 110214 6052.00 6073.50 6022.00 6046.00 +2.50 91,347 662,207 +4,640
Jun11 110214 6022.50 6024.50 6000.00 6003.00 +2.50 14 8,106 +0
Sep11 110214 5970.00 5973.00 5970.00 5971.50 +2.50 10 284 +0
Total Volume and Open Interest 91,392 670,707 +4,620
SPI 200(SFE)
Mar11 110214 4845.0 4919.0 4840.0 4918.0 +66.0 33,980 190,703 +1,923
Jun11 110214 4887.0 4941.0 4886.0 4941.0 +64.0 55 3,470 +36
Sep11 110214 4886.0 4932.0 4886.0 4932.0 +64.0 6 1,849 +2
Total Volume and Open Interest 34,672 198,814 +2,321
GSCI(CME)
Feb11 110214 644.25 650.80 641.10 644.25 +3.10 2,801 1,812 -2,361
Mar11 110214 0.34 6.64 652.45 0.89 -651.61 2,779 13,853 +2,481
Apr11 110214 11.14 16.64 7.59 11.14 +3.50      
Total Volume and Open Interest 5,580 15,665 +120
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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