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MRCI's End of Day Prices

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MRCI's End of Day Prices
Daily Futures Price Listing Tue February 15, 2011
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Mar11 110215 1403.00 1409.25 1364.75 1368.00 -34.75 119,509 162,065 -10,899
May11 110215 1416.00 1422.00 1378.00 1381.25 -34.75 71,778 207,414 +13,964
Jul11 110215 1423.50 1429.50 1385.25 1388.50 -35.00 33,229 117,321 -279
Aug11 110215 1409.00 1409.00 1367.25 1370.50 -33.50 1,160 6,325 +20
Sep11 110215 1384.50 1384.50 1346.50 1350.00 -33.00 1,080 4,799 +43
Nov11 110215 1363.75 1374.75 1326.00 1332.75 -32.75 27,934 159,118 -3,977
Jan12 110215 1368.00 1375.50 1330.25 1336.00 -32.75 512 17,429 +145
Total Volume and Open Interest 256,101 700,840 -990
Soybean Meal(CBOT)
Mar11 110215 375.40 376.30 366.00 366.60 -8.90 28,614 62,589 -5,863
May11 110215 379.30 380.10 369.80 370.50 -8.90 15,234 62,910 +3,520
Jul11 110215 379.50 380.60 370.70 371.30 -9.00 6,830 40,263 -206
Aug11 110215 373.50 374.50 365.00 365.50 -9.00 1,103 9,422 +200
Sep11 110215 367.00 367.00 358.40 358.70 -9.00 1,271 7,781 -94
Oct11 110215 359.00 359.00 348.10 349.30 -9.50 560 8,426 +10
Dec11 110215 356.20 357.10 346.10 347.90 -8.90 2,688 23,512 +398
Jan12 110215 356.50 356.50 347.60 347.60 -8.90 27 3,313 +2
Total Volume and Open Interest 56,393 224,223 -2,042
Soybean Oil(CBOT)
Mar11 110215 57.70 58.07 56.09 56.54 -1.15 57,179 106,448 -7,316
May11 110215 58.29 58.65 56.67 57.13 -1.15 34,594 138,854 +1,393
Jul11 110215 58.80 59.20 57.24 57.67 -1.15 15,156 79,300 +672
Aug11 110215 59.32 59.32 57.42 57.84 -1.15 852 9,032 -54
Sep11 110215 58.80 59.09 57.48 57.94 -1.15 1,123 10,254 -315
Oct11 110215 59.28 59.33 57.46 57.88 -1.16 544 11,784 +24
Dec11 110215 59.09 59.48 57.57 58.03 -1.15 3,767 42,049 +1,208
Jan12 110215 58.08 59.23 58.08 58.08 -1.15 21 925 +7
Total Volume and Open Interest 113,247 402,317 -4,391
Canola(WCE)
Mar11 110215 590.5 590.5 571.5 573.4 -13.4 16,423 52,186 -13,293
May11 110215 593.5 593.5 580.4 581.7 -13.6 10,875 71,652 +5,159
Jul11 110215 600.1 600.1 588.0 589.3 -13.2 3,467 19,853 +1,062
Nov11 110215 579.0 579.0 563.1 564.4 -13.2 2,971 61,772 +1,591
Jan12 110215 573.7 575.0 569.5 570.1 -12.4 282 3,680 +0
Total Volume and Open Interest 34,026 211,491 -5,481
Corn(CBOT)
Mar11 110215 697.00 699.75 680.25 690.50 -5.25 156,566 343,594 -25,504
May11 110215 707.50 710.25 690.75 701.00 -5.50 94,034 545,037 +19,810
Jul11 110215 712.00 715.00 694.00 704.25 -7.00 52,556 325,448 +9,445
Sep11 110215 652.00 655.25 631.50 640.50 -11.75 6,314 63,866 +846
Dec11 110215 607.50 612.75 586.25 591.50 -16.00 34,856 352,496 -1,377
Mar12 110215 616.00 621.00 595.25 600.25 -16.25 1,013 42,166 +225
Total Volume and Open Interest 346,882 1,725,099 +3,692
Wheat(CBOT)
Mar11 110215 873.00 874.00 830.50 840.25 -31.75 51,283 125,965 -2,453
May11 110215 904.00 905.00 863.00 872.25 -31.75 35,444 161,732 +7,262
Jul11 110215 930.75 932.00 890.25 900.00 -31.00 19,337 127,533 +2,421
Sep11 110215 951.50 951.75 918.25 924.75 -31.00 2,720 33,545 +707
Dec11 110215 966.00 966.00 927.25 937.75 -30.00 6,210 87,926 +501
Total Volume and Open Interest 116,948 559,997 +9,133
Wheat(KCBT)
Mar11 110215 978.50 979.00 935.75 943.50 -33.50 12,718 46,697 -1,120
May11 110215 988.50 988.50 946.50 954.25 -33.75 8,281 70,116 +681
Jul11 110215 996.00 996.00 955.50 963.50 -32.75 5,421 59,561 +486
Sep11 110215 1005.75 1005.75 965.50 974.00 -31.75 741 15,698 -48
Dec11 110215 1013.00 1013.50 976.50 985.25 -31.25 1,094 15,987 +73
Total Volume and Open Interest 28,528 211,836 +174
Wheat(MGE)
Mar11 110215 1014.50 1016.50 970.25 975.50 -37.50 3,674 13,491 -475
May11 110215 1024.25 1024.75 982.50 986.50 -37.50 2,861 19,226 +374
Jul11 110215 1030.00 1030.50 988.75 994.25 -35.75 1,055 12,113 +151
Sep11 110215 1026.00 1026.75 987.50 994.00 -32.75 973 12,734 +312
Dec11 110215 1034.50 1034.50 990.25 998.00 -32.25 596 9,781 +24
Total Volume and Open Interest 9,374 69,510 +422
Oats(CBOT)
Mar11 110215 412.25 416.50 402.50 405.50 -6.50 581 5,580 +46
May11 110215 420.50 423.50 410.25 413.00 -6.00 285 6,198 +107
Jul11 110215 419.50 423.00 416.00 418.50 -1.50 20 751 +0
Sep11 110215 393.00 395.00 391.00 391.00 -4.00 10 288 +5
Total Volume and Open Interest 919 14,533 +155
Rough Rice(CBOT)
Mar11 110215 15.72 15.73 15.23 15.23 -0.50 1,491 11,604 +17
May11 110215 16.05 16.05 15.55 15.55 -0.50 941 8,553 +146
Jul11 110215 16.33 16.33 15.83 15.83 -0.50 242 3,139 +97
Sep11 110215 16.28 16.28 15.82 15.91 -0.40 92 2,087 +14
Total Volume and Open Interest 2,799 26,014 +275
Live Cattle(CME)
Feb11 110215 109.180 109.750 108.730 109.050 -0.150 5,120 13,240 -890
Apr11 110215 113.885 114.600 113.285 113.785 -0.100 16,803 168,950 +2,061
Jun11 110215 114.350 115.150 113.900 114.400 -0.200 5,001 87,856 +95
Aug11 110215 116.400 116.950 115.680 116.135 -0.500 2,932 31,683 +829
Oct11 110215 118.980 119.650 118.385 118.650 -0.635 1,612 24,277 +532
Dec11 110215 119.500 119.900 118.680 119.080 -0.600 750 19,420 +129
Total Volume and Open Interest 33,106 351,487 +3,030
Feeder Cattle(CME)
Mar11 110215 128.550 129.500 128.100 128.535 +0.155 3,419 15,982 -403
Apr11 110215 129.880 131.130 129.600 129.900 +0.020 1,363 8,975 +304
May11 110215 130.000 131.700 130.000 130.985 +0.410 1,634 10,729 +447
Aug11 110215 130.800 132.235 130.800 131.285 +0.335 1,111 11,248 +512
Sep11 110215 130.750 131.750 130.500 131.000 +0.300 191 1,666 +103
Oct11 110215 130.850 131.785 130.300 130.700 -0.050 106 804 +72
Nov11 110215 130.500 131.300 130.150 130.700 +0.200 55 419 +34
Total Volume and Open Interest 7,889 49,843 +1,078
Lean Hogs(CME)
Apr11 110215 92.500 93.350 92.080 92.550 +0.100 15,874 104,009 +581
May11 110215 100.800 100.800 99.650 100.480 +0.180 80 2,828 +27
Jun11 110215 102.035 103.135 101.730 102.350 +0.270 3,898 61,959 +31
Jul11 110215 101.200 102.100 100.800 101.385 -0.015 1,705 22,931 -25
Aug11 110215 100.300 101.000 99.600 100.050 -0.735 2,101 18,916 +418
Oct11 110215 89.200 89.830 88.550 89.285 -0.295 1,121 16,839 +186
Dec11 110215 85.200 85.500 84.300 84.900 -0.500 337 8,175 +99
Feb12 110215 85.900 86.000 84.900 85.100 -0.650 86 2,083 +17
Total Volume and Open Interest 25,259 238,846 -8,114
Class III Milk(CME)
Feb11 110215 17.00 17.00 16.95 16.96 unch 22 5,052 +108
Mar11 110215 18.72 18.81 18.62 18.77 +0.04 268 6,012 +104
Apr11 110215 18.56 18.67 18.55 18.65 -0.02 523 5,312 +49
May11 110215 18.22 18.30 18.21 18.23 -0.07 346 4,510 +76
Jun11 110215 17.86 17.92 17.80 17.88 -0.04 226 3,596 -49
Total Volume and Open Interest 2,012 38,108 +602
Cocoa(ICE)
Mar11 110215 3425 3446 3380 3410 +10 466 987 -1,045
May11 110215 3406 3434 3346 3368 -38 5,678 72,401 +181
Jul11 110215 3381 3400 3330 3349 -31 870 22,300 -75
Sep11 110215 3375 3383 3314 3330 -31 290 11,997 +8
Dec11 110215 3315 3340 3279 3296 -25 451 15,295 +109
Mar12 110215 3345 3370 3310 3327 -27 281 23,711 +157
May12 110215 3325 3325 3325 3325 -23 0 4,747 +0
Total Volume and Open Interest 8,036 154,829 -665
Coffee "C"(ICE)
Mar11 110215 259.10 263.65 255.70 258.05 -0.60 12,242 12,536 -5,475
May11 110215 261.70 266.75 258.70 261.10 -0.60 14,094 77,769 +4,326
Jul11 110215 263.50 268.25 260.15 262.70 -0.60 1,581 18,074 +178
Sep11 110215 263.05 268.20 260.30 262.85 -0.20 661 7,228 +183
Dec11 110215 260.95 266.15 258.40 260.90 -0.05 1,138 11,137 +202
Mar12 110215 258.90 262.55 256.15 258.10 +0.20 101 1,824 +20
Total Volume and Open Interest 29,889 129,459 -556
Orange Juice(ICE)
Mar11 110215 168.35 168.75 167.05 167.35 -0.95 1,758 11,329 -914
May11 110215 166.65 166.80 165.60 166.30 -0.35 1,578 15,070 +895
Jul11 110215 165.50 165.65 165.05 165.30 -0.40 21 2,706 -12
Sep11 110215 164.90 165.10 164.90 165.00 -0.30 161 561 +28
Nov11 110215 162.25 162.60 162.25 162.60 -0.05 1 675 +1
Jan12 110215 161.55 161.55 161.55 161.55 -0.30 0 8 +0
Total Volume and Open Interest 3,519 30,371 -2
Sugar #11(ICE)
Mar11 110215 30.80 31.10 30.20 30.82 -0.09 74,846 140,411 -6,878
May11 110215 28.76 28.78 27.85 28.21 -0.57 64,278 196,799 +8,360
Jul11 110215 26.81 26.81 25.80 26.13 -0.58 27,928 168,206 +2,183
Oct11 110215 24.98 25.05 24.25 24.56 -0.42 7,701 73,839 +595
Mar12 110215 24.10 24.20 23.59 23.79 -0.36 3,355 52,588 -111
Total Volume and Open Interest 178,861 686,426 +4,212
London Cocoa(LCE)
Mar11 110215 2240 2247 2194 2208 -31 3,242 43,131 -846
May11 110215 2211 2219 2175 2191 -19 4,106 39,269 +1,003
Jul11 110215 2187 2191 2146 2164 -22 1,031 29,756 -76
Sep11 110215 2162 2171 2134 2140 -22 178 21,745 +92
Dec11 110215 2138 2141 2104 2114 -21 131 28,888 -22
Mar12 110215 2125 2125 2107 2111 -23 834 22,894 -468
May12 110215 2120 2120 2118 2118 -23 260 4,367 +185
Total Volume and Open Interest 9,782 198,019 -132
London Sugar(LCE)
May11 110215 735.50 740.60 725.00 725.30 -25.20 4,274 22,628 -280
Aug11 110215 702.20 707.30 691.60 692.60 -23.60 692 11,513 +163
Oct11 110215 650.10 653.10 644.10 644.10 -18.00 40 3,234 +12
Dec11 110215 636.60 640.90 627.90 628.00 -14.10 3 1,153 +0
Mar12 110215 633.70 633.70 622.70 622.70 -9.20 15 851 +1
Total Volume and Open Interest 5,044 39,607 -86
Cotton(ICE)
Mar11 110215 186.00 191.75 185.92 190.02 +3.97 19,074 31,333 -8,321
May11 110215 182.99 189.34 182.99 187.93 +4.87 14,306 64,106 +5,406
Jul11 110215 176.50 181.00 176.50 179.56 +3.02 4,409 37,176 +401
Oct11 110215 149.00 149.00 145.47 145.47 +2.55 35 270 +18
Dec11 110215 123.50 127.25 123.40 124.76 +2.08 7,135 58,363 +1,699
Mar12 110215 116.50 120.00 116.30 118.31 +2.15 375 3,670 -125
Total Volume and Open Interest 46,069 198,388 -640
Lumber(CME)
Mar11 110215 308.8 318.0 308.2 315.3 +7.3 406 3,271 -170
May11 110215 323.3 336.8 323.3 332.5 +5.7 350 5,222 +74
Jul11 110215 328.3 338.4 326.9 333.9 +5.4 76 1,841 +0
Sep11 110215 327.1 334.0 327.1 333.8 +6.8 3 234 -2
Total Volume and Open Interest 835 10,571 -98
Crude Oil(NYM)
Mar11 110215 84.84 85.97 83.85 84.32 -0.49 319,329 171,051 -19,848
Apr11 110215 88.70 89.57 87.10 87.57 -1.16 218,628 255,591 +11,890
May11 110215 92.32 93.02 90.44 90.86 -1.40 112,551 166,341 +3,481
Jun11 110215 94.47 94.90 92.21 92.68 -1.56 77,197 123,435 +3,878
Jul11 110215 95.98 96.12 93.46 93.96 -1.62 23,936 69,050 -846
Aug11 110215 96.92 96.92 94.40 94.78 -1.63 12,991 48,412 +79
Sep11 110215 97.47 97.47 94.91 95.34 -1.62 12,548 44,368 +1,226
Oct11 110215 97.90 97.90 95.35 95.80 -1.62 7,844 32,190 +798
Nov11 110215 98.36 98.36 96.22 96.22 -1.63 5,536 31,044 +1,301
Dec11 110215 98.49 98.77 96.13 96.60 -1.64 50,818 170,779 -1,127
Jan12 110215 98.81 98.81 96.75 96.93 -1.66 2,751 29,459 +741
Feb12 110215 98.34 98.55 96.78 97.18 -1.68 2,520 12,675 +83
Mar12 110215 98.73 98.73 97.16 97.38 -1.68 2,407 17,761 +417
Apr12 110215 97.83 97.83 97.53 97.53 -1.67 1,827 8,006 -200
May12 110215 97.80 97.80 97.68 97.68 -1.66 1,858 8,630 +20
Jun12 110215 99.16 99.58 97.84 97.84 -1.64 5,819 54,575 +781
Total Volume and Open Interest 897,007 1,567,738 +4,822
e-miNY Crude Oil(NYM)
Feb11 110119 91.225 92.100 90.500 90.850 -0.525 6,388 2,249 -394
Mar11 110215 84.875 85.950 83.875 84.325 -0.475 9,432 10,016 -288
Apr11 110215 88.950 89.575 87.125 87.575 -1.150 1,722 3,395 -72
May11 110215 92.475 92.975 90.425 90.850 -1.400 194 1,340 +110
Jun11 110215 94.350 94.400 92.300 92.675 -1.575 24 103 +8
Jul11 110215 95.800 95.800 93.950 93.950 -1.625 6 22 +3
Aug11 110215 94.775 94.775 94.775 94.775 -1.625 2 12 +1
Sep11 110215 97.200 97.200 95.350 95.350 -1.600 1 10 +1
Oct11 110215 95.800 95.800 95.800 95.800 -1.625 4 45 +2
Nov11 110215 96.225 96.225 96.225 96.225 -1.625 2 3 +0
Total Volume and Open Interest 11,387 15,263 -235
Heating Oil(NYM)
Mar11 110215 274.38 277.16 271.43 272.90 -2.14 42,327 71,444 +16
Apr11 110215 275.38 277.57 271.83 273.24 -2.27 21,528 66,195 +2,863
May11 110215 275.69 278.07 272.44 273.83 -2.40 10,707 38,176 +1,490
Jun11 110215 276.82 278.73 273.20 274.64 -2.44 14,080 41,095 +802
Jul11 110215 277.42 279.58 274.75 275.86 -2.44 3,040 17,716 +208
Aug11 110215 279.67 281.37 276.00 277.20 -2.47 1,846 12,333 -190
Sep11 110215 282.10 282.10 277.75 278.93 -2.52 789 12,763 -20
Oct11 110215 283.38 283.38 279.35 280.82 -2.52 371 5,913 -74
Nov11 110215 285.55 286.55 281.92 282.91 -2.54 431 6,444 +172
Dec11 110215 287.11 288.87 283.48 284.79 -2.54 3,303 25,877 +595
Jan12 110215 288.50 288.50 285.45 286.42 -2.50 329 6,576 +2
Feb12 110215 286.58 287.14 286.58 287.14 -2.57 25 1,393 +25
Total Volume and Open Interest 98,809 316,911 +5,910
Gasoline(NYMEX)
Mar11 110215 251.61 253.42 246.20 248.88 -2.86 40,005 56,234 -4,223
Apr11 110215 266.05 267.40 260.19 262.36 -3.41 28,257 61,870 +5,455
May11 110215 267.74 268.90 261.97 264.12 -3.36 10,970 47,137 +1,788
Jun11 110215 269.24 269.41 262.80 264.97 -3.37 7,641 32,036 +1,306
Jul11 110215 268.86 269.29 263.51 265.07 -3.38 3,483 17,050 +552
Aug11 110215 267.57 268.64 263.07 264.52 -3.29 1,066 10,189 +33
Sep11 110215 265.02 266.00 261.81 263.07 -3.19 1,506 6,705 -166
Oct11 110215 256.06 256.20 252.79 252.79 -3.19 696 4,449 +97
Nov11 110215 254.45 254.45 251.10 251.10 -3.21 672 2,825 +110
Dec11 110215 253.60 253.66 249.77 250.46 -3.16 1,443 21,336 +114
Total Volume and Open Interest 96,043 274,429 +5,066
e-miNY RBOB Gasoline(NYM)
Mar11 110215 248.90 248.90 248.88 248.90 -2.80 0 5 +0
Apr11 110215 262.40 262.40 262.36 262.40 -3.40 0 1 +0
May11 110215 264.10 264.12 264.10 264.10 -3.40 0 1 +0
Jun11 110215 265.00 265.00 264.97 265.00 -3.30 0 1 +0
Total Volume and Open Interest 0 11 +0
Natural Gas(NYM)
Mar11 110215 3.941 3.996 3.891 3.976 +0.051 121,908 107,331 -10,850
Apr11 110215 4.003 4.051 3.949 4.030 +0.039 87,098 164,937 +10,327
May11 110215 4.056 4.116 4.013 4.097 +0.041 31,262 197,079 +3,991
Jun11 110215 4.120 4.172 4.077 4.153 +0.034 11,724 58,465 +661
Jul11 110215 4.181 4.228 4.135 4.210 +0.029 7,317 51,725 +180
Aug11 110215 4.173 4.260 4.173 4.244 +0.031 6,993 23,005 +563
Sep11 110215 4.200 4.270 4.178 4.253 +0.033 6,033 20,254 +956
Oct11 110215 4.234 4.313 4.224 4.299 +0.031 12,406 72,707 +666
Nov11 110215 4.456 4.496 4.431 4.486 +0.024 2,970 25,496 -74
Dec11 110215 4.691 4.727 4.663 4.721 +0.021 2,044 23,955 +283
Jan12 110215 4.816 4.850 4.795 4.846 +0.018 4,235 53,316 -79
Feb12 110215 4.800 4.837 4.780 4.836 +0.018 821 12,938 +279
Mar12 110215 4.738 4.766 4.712 4.766 +0.016 757 25,628 +186
Apr12 110215 4.577 4.610 4.569 4.610 +0.016 725 23,255 +204
May12 110215 4.603 4.633 4.596 4.633 +0.016 56 5,755 +24
Jun12 110215 4.634 4.665 4.630 4.665 +0.016 29 4,424 +20
Total Volume and Open Interest 297,149 940,734 +7,091
Brent Crude Oil(ICE)
Apr11 110215 103.11 104.04 101.30 101.64 -1.44 191,735 217,708 +3,841
May11 110215 103.40 104.31 101.57 101.91 -1.50 82,731 136,132 -430
Jun11 110215 103.76 104.47 101.78 102.11 -1.52 53,319 123,475 +3,708
Jul11 110215 104.03 104.44 101.98 102.20 -1.54 17,110 41,262 +1,408
Aug11 110215 104.05 104.51 102.06 102.28 -1.54 7,073 24,292 +88
Sep11 110215 104.16 104.53 102.13 102.32 -1.55 7,468 29,133 -782
Oct11 110215 104.24 104.50 102.25 102.41 -1.53 4,518 19,239 -542
Nov11 110215 104.18 104.57 102.30 102.45 -1.54 3,609 14,950 -78
Dec11 110215 104.35 104.79 102.20 102.49 -1.54 33,774 108,710 -1,240
Jan12 110215 102.57 102.57 102.57 102.57 -1.53 900 15,200 +94
Feb12 110215 102.66 102.66 102.66 102.66 -1.52 461 8,277 +224
Mar12 110215 103.70 103.70 102.73 102.73 -1.49 1,011 15,317 +518
Apr12 110215 102.68 102.68 102.68 102.68 -1.48 1,437 3,478 -3
May12 110215 102.61 102.61 102.61 102.61 -1.47 905 3,483 +425
Total Volume and Open Interest 415,555 878,127 +8,246
Gas Oil(ICE)
Mar11 110215 866.00 873.25 853.25 867.00 -4.50 78,937 186,450 +1,951
Apr11 110215 868.25 876.00 856.25 870.00 -4.75 78,286 118,506 +4,138
May11 110215 871.50 877.00 858.75 872.50 -4.75 30,905 77,812 -951
Jun11 110215 874.00 879.50 862.00 875.25 -4.75 31,265 65,367 +5,031
Jul11 110215 882.75 882.75 866.25 878.75 -5.00 8,335 26,840 +796
Aug11 110215 881.75 885.75 869.75 882.50 -5.25 2,652 22,784 -218
Sep11 110215 889.50 890.00 873.75 886.00 -5.25 3,982 20,465 -14
Oct11 110215 887.75 891.50 876.00 888.25 -5.50 1,066 17,699 +239
Nov11 110215 889.25 892.50 880.00 889.50 -5.75 1,517 14,144 -8
Dec11 110215 891.00 896.00 879.00 891.25 -5.75 11,381 53,872 -1,367
Total Volume and Open Interest 252,154 690,823 +10,213
Ethanol(CBOT)
Feb11 110203 2.340 2.345 2.340 2.340 +0.005 15 114 -120
Mar11 110215 2.430 2.445 2.411 2.444 -0.003 216 751 -160
Apr11 110215 2.435 2.465 2.435 2.463 -0.004 145 1,020 +86
May11 110215 2.451 2.479 2.451 2.475 -0.002 1 480 +1
Jun11 110215 2.477 2.485 2.465 2.484 -0.003 53 939 +36
Jul11 110215 2.477 2.495 2.476 2.495 -0.002 18 959 +8
Aug11 110215 2.462 2.475 2.450 2.471 -0.008 42 931 +32
Sep11 110215 2.369 2.370 2.364 2.367 -0.021 27 613 +27
Total Volume and Open Interest 689 7,491 -100
WTI Crude Oil(ICE
Mar11 110215 85.05 85.97 83.84 84.32 -0.49 70,741 52,750 -16,849
Apr11 110215 88.98 89.57 87.10 87.57 -1.16 106,596 89,225 -259
May11 110215 92.52 93.01 90.42 90.86 -1.40 50,529 67,763 -653
Jun11 110215 94.40 94.89 92.21 92.68 -1.56 30,996 66,755 +1,285
Jul11 110215 96.04 96.16 93.47 93.96 -1.62 9,227 23,406 -54
Aug11 110215 96.49 96.93 94.31 94.78 -1.63 4,590 18,071 -808
Sep11 110215 97.45 97.45 94.97 95.34 -1.62 5,216 23,311 +113
Oct11 110215 97.90 97.90 95.64 95.80 -1.62 3,395 18,350 +385
Nov11 110215 98.32 98.32 96.17 96.22 -1.63 1,656 11,478 +486
Dec11 110215 98.48 98.71 96.15 96.60 -1.64 19,459 93,747 +2,037
Jan12 110215 96.93 96.93 96.93 96.93 -1.66 1,072 9,144 +157
Feb12 110215 97.18 97.18 97.18 97.18 -1.68 449 1,693 +122
Mar12 110215 97.38 97.38 97.38 97.38 -1.68 366 4,202 +111
Apr12 110215 97.53 97.53 97.53 97.53 -1.67 436 1,805 +64
May12 110215 97.68 97.68 97.68 97.68 -1.66 255 959 +0
Jun12 110215 98.49 98.49 97.84 97.84 -1.64 402 23,763 +109
Total Volume and Open Interest 310,615 588,465 -13,942
US Dollar Index(ICE)
Mar11 110215 78.630 78.830 78.395 78.660 -0.057 15,978 39,050 -1,420
Jun11 110215 78.905 79.100 78.750 78.990 -0.058 79 1,227 +28
Sep11 110215 79.350 79.350 79.350 79.350 -0.058 0 4 +0
Total Volume and Open Interest 16,057 40,282 -1,392
Australian Dollar(CME)
Mar11 110215 99.90 100.25 99.11 99.31 -0.64 69,173 125,394 +1,206
Jun11 110215 98.87 99.05 98.00 98.17 -0.64 109 972 +26
Sep11 110215 96.96 97.59 96.96 96.96 -0.63 0 14 +0
Total Volume and Open Interest 69,282 126,428 +1,232
British Pound(CME)
Mar11 110215 160.27 161.70 160.03 161.28 +0.97 95,690 110,410 -2,328
Jun11 110215 160.23 161.39 159.97 161.07 +0.96 293 749 +100
Sep11 110215 160.80 160.80 159.82 160.80 +0.98 1 24 +1
Total Volume and Open Interest 95,984 111,215 -2,227
Canadian Dollar(CME)
Mar11 110215 101.02 101.45 100.91 101.06 +0.05 56,489 134,044 +2,447
Jun11 110215 100.80 101.23 100.71 100.84 +0.05 256 3,654 -17
Sep11 110215 100.45 100.55 100.45 100.55 +0.05 11 1,082 -6
Dec11 110215 100.33 100.44 100.22 100.27 +0.05 120 1,700 +60
Total Volume and Open Interest 56,919 140,564 +2,498
Japanese Yen(CME)
Mar11 110215 120.07 120.22 119.18 119.31 -0.73 92,298 109,333 -1,836
Jun11 110215 120.20 120.25 119.29 119.41 -0.73 268 1,589 +56
Sep11 110215 119.74 120.31 119.58 119.58 -0.73 0 30 +0
Total Volume and Open Interest 92,566 110,959 -1,780
Swiss Franc(CME)
Mar11 110215 103.09 103.66 102.80 103.45 +0.38 43,754 41,434 -2,265
Jun11 110215 103.09 103.68 103.08 103.54 +0.38 30 116 +7
Sep11 110215 103.66 103.66 103.28 103.66 +0.38 0 5 +0
Total Volume and Open Interest 43,784 41,566 -2,258
EuroFX(CME)
Mar11 110215 134.88 135.47 134.57 134.89 +0.11 290,380 188,639 +634
Jun11 110215 134.72 135.32 134.41 134.73 +0.12 569 4,672 +63
Sep11 110215 134.83 134.95 134.39 134.49 +0.10 5 53 +2
Total Volume and Open Interest 290,954 193,725 +699
Mexican Peso(CME)
Feb11 110214 830.5 832.8 830.5 830.5 -2.2      
Mar11 110215 828.0 829.5 819.2 821.5 -7.0 12,116 156,100 +34
Total Volume and Open Interest 12,212 157,429 -18
30-Year T-Bonds(CBOT)
Mar11 110215 118~250 119~060 118~150 118~310 +0~010 272,014 582,166 +2,523
Jun11 110215 117~070 117~180 116~290 117~120 +0~020 5,290 16,761 +3,016
Sep11 110215 115~240 115~240 115~220 115~240 +0~020 0 1 +0
Total Volume and Open Interest 277,304 598,928 +5,539
10-Year T-Notes(CBOT)
Mar11 110215 118~160 118~250 118~070 118~205 +0~005 812,941 1,516,742 -11,120
Jun11 110215 116~305 117~090 116~225 117~050 +0~025 19,918 45,503 +6,442
Sep11 110215 115~300 115~300 115~275 115~300 +0~025 0 1 +0
Total Volume and Open Interest 832,859 1,562,250 -4,678
5-Year T-Notes(CBOT)
Mar11 110215 116~060 116~087 116~027 116~077 +0~009 388,887 1,292,853 +3,064
Jun11 110215 115~045 115~083 115~022 115~075 +0~011 22,304 50,756 +10,603
Sep11 110215 114~099 114~099 114~088 114~099 +0~011      
Total Volume and Open Interest 411,191 1,343,609 +13,667
2 Year T-Notes(CBOT)
Mar11 110215 109~006 109~014 108~123 109~011 +0~004 224,593 896,962 -3,826
Jun11 110215 108~083 108~093 108~077 108~091 +0~003 6,698 16,607 +5,016
Sep11 110215 108~057 108~057 108~054 108~057 +0~003      
Total Volume and Open Interest 231,291 913,569 +1,190
Eurodollars(CME)
Mar11 110215 99.670 99.673 99.668 99.670 unch 91,461 1,095,433 -28,448
Jun11 110215 99.570 99.575 99.560 99.570 unch 83,022 1,182,718 +5,372
Sep11 110215 99.410 99.425 99.380 99.420 +0.010 121,529 1,177,317 +8,818
Dec11 110215 99.160 99.190 99.120 99.180 +0.015 151,506 1,139,389 +17,820
Mar12 110215 98.840 98.875 98.780 98.860 +0.015 177,146 1,040,574 +2,226
Jun12 110215 98.465 98.510 98.395 98.490 +0.020 151,084 722,104 +2,604
Sep12 110215 98.105 98.150 98.025 98.130 +0.025 121,004 531,920 +5,049
Dec12 110215 97.765 97.825 97.685 97.800 +0.030 112,999 430,314 +4,877
Mar13 110215 97.475 97.545 97.395 97.515 +0.040 87,956 262,153 -6,830
Jun13 110215 97.205 97.275 97.130 97.245 +0.040 76,399 211,473 +3,640
Sep13 110215 96.945 97.020 96.880 96.995 +0.040 49,678 202,507 -703
Dec13 110215 96.710 96.775 96.635 96.750 +0.040 51,678 179,980 +1,943
Mar14 110215 96.480 96.545 96.410 96.525 +0.040 18,290 127,275 +1,062
Jun14 110215 96.255 96.320 96.190 96.295 +0.035 23,355 106,638 -3,234
Sep14 110215 96.040 96.105 95.985 96.080 +0.030 13,194 64,385 -300
Dec14 110215 95.840 95.900 95.780 95.870 +0.025 15,985 77,444 -823
Mar15 110215 95.665 95.730 95.615 95.700 +0.020 9,834 57,788 +383
Jun15 110215 3.755 3.820 3.705 3.785 +0.015 7,529 38,771 -597
Total Volume and Open Interest 1,385,402 8,824,243 -39,157
30 Day Federal Funds(CBOT)
Feb11 110215 99.838 99.840 99.835 99.838 unch 4,464 82,126 +807
Mar11 110215 99.845 99.845 99.840 99.840 unch 655 58,515 +78
Apr11 110215 99.855 99.855 99.850 99.850 unch 639 54,088 +149
May11 110215 99.850 99.855 99.850 99.850 unch 1,607 58,058 -333
Jun11 110215 99.840 99.850 99.840 99.845 unch 2,428 43,966 +614
Jul11 110215 99.820 99.820 99.810 99.820 unch 1,013 55,615 +228
Total Volume and Open Interest 18,000 592,399 +2,003
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 110215 99.660 99.662 99.660 99.662 +0.002 200 4,061 +0
Jun11 110215 99.645 99.645 99.645 99.645 unch 0 150 +0
Sep11 110215 99.628 99.628 99.628 99.628 unch      
Dec11 110215 99.603 99.603 99.603 99.603 +0.005 0 75 +0
Mar12 110215 99.585 99.585 99.585 99.585 +0.005      
Jun12 110215 99.630 99.630 99.630 99.630 +0.005      
Sep12 110215 99.580 99.580 99.580 99.580 +0.005      
Dec12 110215 99.485 99.485 99.485 99.485 +0.005      
Mar13 110215 99.485 99.485 99.485 99.485 +0.005      
Jun13 110215 99.440 99.440 99.440 99.440 +0.005      
Total Volume and Open Interest 200 4,286 +0
3-Mth Euro-Yen(SGX)
Mar11 110215 99.66 99.66 99.66 99.66 unch 33 5,345 -65
Jun11 110215 99.64 99.64 99.64 99.64 unch 0 972 -200
Sep11 110215 99.63 99.63 99.63 99.63 unch 0 786 +0
Dec11 110215 99.61 99.61 99.60 99.60 +0.00 115 2,109 +205
Mar12 110215 99.58 99.58 99.58 99.58 +0.00 0 405 +0
Jun12 110215 99.63 99.63 99.63 99.63 +0.00 0 754 +0
Sep12 110215 99.58 99.58 99.58 99.58 +0.01 0 310 +0
Dec12 110215 99.49 99.49 99.49 99.49 +0.00 0 4 +0
Total Volume and Open Interest 148 10,686 -60
Japanese Gov't Bonds(SGX)
Mar11 110215 138.82 139.06 138.65 138.83 -0.02 1,535 15,586 +112
Jun11 110215 138.49 138.49 138.00 138.00 -0.02 0 22 +21
Sep11 110215 135.57 135.57 135.57 135.57 -0.02      
Total Volume and Open Interest 1,535 15,608 +133
Euro-Bund(EUREX)
Mar11 110215 122.51 122.80 122.34 122.68 +0.01 649,907 1,388,927 +106,741
Jun11 110215 121.12 121.37 121.00 121.27 +0.01 7,573 32,303 -1,260
Sep11 110215 120.93 120.93 120.93 120.93 +0.01 0 93 +92
Total Volume and Open Interest 657,480 1,421,323 +105,573
Euro-Bobl(EUREX)
Mar11 110215 116.59 116.75 116.41 116.67 -0.02 378,675 970,783 +57,384
Jun11 110215 115.11 115.23 115.03 115.23 -0.02 528 29,457 +2,367
Sep11 110215 114.67 114.67 114.67 114.67 +0.05      
Total Volume and Open Interest 379,203 1,000,240 +59,751
3-Mth Euribor(EUREX)
Mar11 110215 98.845 98.865 98.845 98.865 +0.005 5 5,733 -5
Jun11 110215 98.595 98.595 98.595 98.595 -0.005 4 9,605 +2
Sep11 110215 98.345 98.345 98.345 98.345 -0.015 1 2,169 +0
Total Volume and Open Interest 192 25,747 +168
Long Gilt(LIFFE)
Mar11 110215 115~23 115~31 115~10 115~21 -0~05 82,330 255,349 +1,941
Jun11 110215 114~16 114~16 114~03 114~12 -0~06 0 1 +0
Total Volume and Open Interest 82,330 255,350 +1,941
3-Mth Short Sterling(LIFFE)
Mar11 110215 99.09 99.13 99.08 99.10 unch 33,921 299,101 -7,332
Jun11 110215 98.86 98.93 98.80 98.82 -0.04 38,216 362,057 -2,094
Sep11 110215 98.59 98.68 98.51 98.54 -0.06 56,929 313,999 +3,744
Dec11 110215 98.29 98.39 98.20 98.24 -0.06 38,066 366,344 +79
Mar12 110215 97.97 98.07 97.87 97.92 -0.06 40,907 313,235 +5,962
Jun12 110215 97.63 97.73 97.55 97.60 -0.06 47,598 199,014 -8,602
Total Volume and Open Interest 328,319 2,324,020 -9,200
3-Mth Euribor(LIFFE)
Mar11 110215 98.865 98.875 98.845 98.865 +0.005 99,051 611,802 -8,943
Jun11 110215 98.605 98.610 98.570 98.595 -0.005 117,227 610,582 -7,317
Sep11 110215 98.345 98.365 98.310 98.345 -0.015 115,980 564,027 +2,962
Total Volume and Open Interest 724,964 3,580,610 -64,764
3-Mth Aus T-Bills(SFE)
Mar11 110215 95.03 95.04 95.03 95.04 unch 11,949 146,907 -12,526
Jun11 110215 94.93 94.95 94.92 94.95 +0.01 22,728 184,892 -2,761
Sep11 110215 94.79 94.82 94.78 94.82 +0.02 7,888 111,107 -10,418
Dec11 110215 94.65 94.68 94.63 94.68 +0.02 5,453 68,739 -3,225
Mar12 110215 94.54 94.56 94.51 94.55 +0.02 1,088 51,052 -1,763
Jun12 110215 94.44 94.45 94.41 94.45 +0.02 838 41,230 +35
Sep12 110215 94.36 94.37 94.33 94.37 +0.01 606 29,286 -225
Dec12 110215 94.27 94.30 94.25 94.30 +0.01 985 15,674 +268
Mar13 110215 94.21 94.25 94.20 94.25 unch 125 3,203 +14
Jun13 110215 94.13 94.17 94.13 94.17 -0.01 18 604 -8
Total Volume and Open Interest 51,682 654,384 -30,609
10-Year Aus T-Bonds(SFE)
Mar11 110215 94.28 94.29 94.26 94.29 +0.01 66,475 377,844 -9,277
Jun11 110215 94.29 94.29 94.29 94.29 +0.01      
Total Volume and Open Interest 66,475 377,844 -9,277
3-Year Aus T-Bonds(SFE)
Mar11 110215 94.73 94.75 94.70 94.74 +0.01 106,730 589,389 -41,815
Jun11 110215 94.74 94.74 94.74 94.74 +0.01      
Total Volume and Open Interest 106,730 589,389 -41,815
Gold(CMX)
Feb11 110215 1361.6 1376.0 1361.6 1373.6 +9.0 181 719 -112
Apr11 110215 1362.1 1377.5 1361.3 1374.1 +9.0 102,414 298,972 -830
Jun11 110215 1363.5 1378.6 1363.1 1375.5 +8.9 2,362 54,207 +957
Aug11 110215 1368.9 1378.0 1368.8 1377.0 +8.8 1,171 20,965 +227
Oct11 110215 1367.6 1378.6 1367.5 1378.6 +9.0 351 7,960 -31
Dec11 110215 1369.2 1382.7 1368.0 1380.4 +9.1 2,765 25,266 +1,028
Feb12 110215 1381.1 1385.4 1380.5 1382.5 +9.1 3,230 6,428 +2,790
Apr12 110215 1385.1 1385.1 1385.1 1385.1 +9.1 2 5,347 +0
Jun12 110215 1390.2 1390.5 1385.7 1388.2 +9.1 89 6,597 -3
Aug12 110215 1391.7 1391.7 1391.7 1391.7 +9.2 0 977 +0
Oct12 110215 1396.0 1396.0 1396.0 1396.0 +9.2 0 1,341 +0
Dec12 110215 1398.7 1400.8 1398.7 1400.8 +9.2 456 12,187 +189
Total Volume and Open Interest 114,103 465,310 +4,379
Silver(CMX)
Mar11 110215 3056.0 3090.5 3047.5 3069.6 +16.2 52,913 61,720 +483
May11 110215 3055.0 3092.0 3050.0 3072.1 +16.2 11,073 42,826 +4,109
Jul11 110215 3062.5 3091.0 3055.0 3073.8 +16.2 1,524 11,030 +67
Sep11 110215 3057.5 3081.0 3057.5 3073.6 +16.1 172 4,566 +43
Dec11 110215 3061.0 3088.0 3061.0 3073.6 +16.1 773 12,274 +186
Mar12 110215 3089.0 3093.0 3069.0 3070.6 +14.9 68 677 +4
May12 110215 3068.6 3068.6 3068.6 3068.6 +14.2 0 260 +0
Total Volume and Open Interest 66,810 147,465 +4,945
Platinum(NYMEX)
Apr11 110215 1833.9 1848.3 1826.6 1831.6 +4.0 3,780 39,234 -164
Jul11 110215 1838.6 1848.0 1834.1 1834.2 +3.7 185 1,983 -64
Oct11 110215 1837.3 1837.3 1837.2 1837.2 +3.5 121 335 +121
Jan12 110215 1839.2 1839.2 1839.2 1839.2 +3.5 0 10 +0
Total Volume and Open Interest 4,090 41,599 -107
Palladium(NYMEX)
Mar11 110215 833.75 848.50 832.10 839.90 +7.10 3,923 16,785 -1,021
Jun11 110215 833.65 850.00 833.65 841.70 +7.20 1,207 5,627 +1,135
Sep11 110215 841.70 842.50 841.70 842.50 +6.80 3 52 +0
Total Volume and Open Interest 5,134 22,477 +114
Copper(CMX)
Mar11 110215 463.40 464.95 452.10 453.60 -9.25 33,619 57,902 -3,266
May11 110215 464.10 465.75 453.20 454.60 -9.15 11,268 64,528 +2,735
Jul11 110215 465.00 465.35 453.85 454.90 -9.05 1,380 23,158 +447
Sep11 110215 458.90 459.20 454.65 454.65 -8.85 278 6,169 +123
Dec11 110215 460.05 460.35 452.50 453.20 -8.50 71 4,600 +35
Total Volume and Open Interest 47,474 161,153 +565
DJIA Index(CBOT)
Mar11 110215 12207 12235 12165 12202 -22 332 11,539 +11
Jun11 110215 12136 12158 12136 12136 -22 0 12 +0
Sep11 110215 12081 12103 12081 12081 -22      
Dec11 110215 12026 12048 12026 12026 -22 0 1 +0
Total Volume and Open Interest 332 11,552 +11
S & P 500(CME)
Mar11 110215 1328.00 1329.20 1322.30 1326.30 -1.40 13,087 312,425 +3,750
Jun11 110215 1320.50 1323.00 1317.30 1321.40 -1.40 402 9,960 +387
Sep11 110215 1316.50 1318.10 1312.40 1316.50 -1.40 0 2,989 -8
Dec11 110215 1311.70 1313.30 1307.60 1311.70 -1.40 0 637 +0
Total Volume and Open Interest 13,489 326,011 +4,129
S & P 500 E-Mini(Globex)
Mar11 110215 1328.00 1329.25 1322.25 1326.25 -1.50 1,171,814 2,809,512 +10,298
Jun11 110215 1322.75 1323.50 1317.50 1321.50 -1.25 785 21,705 +320
Total Volume and Open Interest 1,172,601 2,831,487 +10,580
NASDAQ 100(CME)
Mar11 110215 2378.50 2385.00 2370.00 2381.50 -0.30 1,437 16,857 +412
Jun11 110215 2372.00 2380.00 2371.00 2378.80 -0.20 0 1,001 +0
Sep11 110215 2376.30 2376.50 2376.30 2376.30 -0.20      
Total Volume and Open Interest 1,437 17,858 +412
NASDAQ 100 E-Mini(Globex)
Mar11 110215 2381.80 2385.50 2370.80 2381.50 -0.30 153,281 351,558 -1,934
Jun11 110215 2376.00 2383.30 2369.00 2378.80 -0.20 82 1,815 +9
Total Volume and Open Interest 153,364 353,379 -1,926
S & P Midcap 400(CME)
Mar11 110215 971.50 972.00 967.00 969.90 -1.70 1 2,804 +1
Jun11 110215 967.30 967.30 965.00 967.30 -1.70      
Sep11 110215 965.20 965.20 962.90 965.20 -1.70      
Total Volume and Open Interest 1 2,804 +1
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Mar11 110215 10740 10790 10725 10765 +10 10,379 48,989 +3,897
Jun11 110215 10745 10745 10730 10745 +15 2 160 +1
Total Volume and Open Interest 10,381 49,149 +3,898
Nikkei 225(SGX)
Mar11 110215 10725 10765 10700 10730 +10 73,281 253,925 -875
Jun11 110215 10670 10675 10645 10650 +5 31 4,614 +57
Sep11 110215 10660 10660 10660 10660 +15 0 400 +0
Total Volume and Open Interest 73,812 265,721 -757
CAC 40(EURONEXT)
Feb11 110215 4101.5 4119.0 4085.0 4109.5 +12.5 98,873 334,968 -35,166
Mar11 110215 4104.0 4121.0 4088.0 4111.5 +12.0 12,908 88,427 +863
Apr11 110215 4095.5 4120.0 4095.5 4114.5 +12.0 0 9 +0
Total Volume and Open Interest 111,784 423,461 -34,301
Hang Seng Index(HKFE)
Feb11 110215 23011 23074 22852 22920 -159 95,453 78,544 -4,879
Mar11 110215 22970 22999 22784 22849 -160 2,061 12,303 +775
Total Volume and Open Interest 97,858 93,414 -4,075
DAX(EUREX)
Mar11 110215 7413.0 7427.0 7382.0 7406.0 +6.5 96,666 245,602 +1,918
Jun11 110215 7435.0 7447.5 7410.0 7429.0 +6.0 202 14,952 +364
Sep11 110215 7458.0 7461.5 7451.0 7451.0 +6.0 44 756 -8
Total Volume and Open Interest 96,912 261,310 +2,274
FT-SE 100(EURONEXT)
Mar11 110215 6038.00 6054.50 6001.00 6014.50 -31.50 78,259 657,825 -4,382
Jun11 110215 5990.50 6003.00 5972.00 5972.00 -31.00 7 8,110 +4
Sep11 110215 5963.50 5963.50 5941.00 5941.00 -30.50 3 284 +0
Total Volume and Open Interest 78,269 666,329 -4,378
SPI 200(SFE)
Mar11 110215 4920.0 4928.0 4895.0 4915.0 -3.0 29,249 183,364 -7,339
Jun11 110215 4937.0 4940.0 4934.0 4939.0 -2.0 5 3,302 -168
Sep11 110215 4930.0 4930.0 4930.0 4930.0 -2.0 2 1,849 +0
Total Volume and Open Interest 29,768 191,190 -7,624
GSCI(CME)
Mar11 110215 3.14 3.14 646.75 649.75 +648.86 563 14,248 +395
Apr11 110215 11.04 12.04 1.64 4.39 -6.75      
May11 110215 8.39 8.39 8.39 8.39        
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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