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MRCI's End of Day Prices

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MRCI's End of Day Prices
Daily Futures Price Listing Wed February 16, 2011
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Mar11 110216 1369.00 1376.00 1357.00 1366.00 -2.00 144,806 152,538 -9,527
May11 110216 1382.25 1389.00 1370.00 1378.50 -2.75 80,856 214,188 +6,774
Jul11 110216 1389.25 1396.75 1377.50 1385.25 -3.25 44,143 117,310 -11
Aug11 110216 1375.50 1377.75 1360.75 1367.25 -3.25 1,305 6,245 -80
Sep11 110216 1356.75 1356.75 1340.75 1346.50 -3.50 1,042 4,872 +73
Nov11 110216 1333.00 1343.00 1321.75 1328.75 -4.00 32,222 159,701 +583
Jan12 110216 1336.00 1346.00 1325.00 1330.75 -5.25 497 17,432 +3
Total Volume and Open Interest 306,758 698,766 -2,074
Soybean Meal(CBOT)
Mar11 110216 366.70 369.30 363.30 364.30 -2.30 43,040 54,382 -8,207
May11 110216 370.50 373.10 367.00 368.20 -2.30 27,317 65,709 +2,799
Jul11 110216 371.80 373.60 367.50 368.80 -2.50 10,092 39,612 -651
Aug11 110216 364.80 366.30 361.70 362.60 -2.90 1,157 9,563 +141
Sep11 110216 357.80 361.00 354.90 355.60 -3.10 828 7,783 +2
Oct11 110216 351.30 351.70 344.80 346.10 -3.20 1,148 8,804 +378
Dec11 110216 348.10 350.80 343.10 344.50 -3.40 3,900 23,303 -209
Jan12 110216 346.50 347.60 344.30 344.30 -3.30 235 3,334 +21
Total Volume and Open Interest 88,211 218,541 -5,682
Soybean Oil(CBOT)
Mar11 110216 56.57 56.85 55.87 56.61 +0.07 74,986 94,987 -11,461
May11 110216 57.20 57.43 56.45 57.20 +0.07 55,372 141,838 +2,984
Jul11 110216 57.79 57.96 57.01 57.74 +0.07 30,375 83,637 +4,337
Aug11 110216 57.89 58.10 57.19 57.91 +0.07 1,067 9,029 -3
Sep11 110216 57.99 58.17 57.39 58.01 +0.07 1,206 10,252 -2
Oct11 110216 58.00 58.13 57.23 57.98 +0.10 1,129 11,713 -71
Dec11 110216 58.10 58.33 57.39 58.11 +0.08 3,573 42,370 +321
Jan12 110216 58.16 58.16 58.08 58.16 +0.08 10 932 +7
Total Volume and Open Interest 167,791 398,449 -3,868
Canola(WCE)
Mar11 110216 574.1 575.4 565.8 575.0 +1.6 18,706 48,109 -4,077
May11 110216 581.7 583.6 574.5 582.9 +1.2 12,120 76,273 +4,621
Jul11 110216 591.6 591.6 582.3 590.2 +0.9 2,579 19,534 -319
Nov11 110216 564.4 564.4 556.4 563.1 -1.3 3,165 61,536 -236
Jan12 110216 569.4 570.0 564.4 568.5 -1.6 77 3,710 +30
Total Volume and Open Interest 36,647 211,510 +19
Corn(CBOT)
Mar11 110216 691.50 695.00 682.75 690.50 unch 218,422 322,175 -21,419
May11 110216 701.50 705.00 692.75 701.00 unch 148,724 560,888 +15,851
Jul11 110216 704.25 707.75 695.00 704.50 +0.25 68,080 327,208 +1,760
Sep11 110216 640.00 641.00 628.50 639.25 -1.25 7,012 64,211 +345
Dec11 110216 592.25 595.00 584.25 592.00 +0.50 44,556 349,669 -2,827
Mar12 110216 600.25 602.75 593.25 601.00 +0.75 1,666 42,512 +346
Total Volume and Open Interest 492,510 1,719,874 -5,225
Wheat(CBOT)
Mar11 110216 843.75 849.25 825.50 837.00 -3.25 95,153 104,854 -21,111
May11 110216 874.25 881.00 857.50 869.50 -2.75 62,911 166,972 +5,240
Jul11 110216 902.25 909.00 885.50 897.75 -2.25 15,089 127,922 +389
Sep11 110216 928.25 931.00 910.00 921.50 -3.25 3,869 34,629 +1,084
Dec11 110216 944.00 945.25 922.75 934.25 -3.50 5,225 88,358 +432
Total Volume and Open Interest 184,677 546,877 -13,120
Wheat(KCBT)
Mar11 110216 946.00 953.00 920.00 930.00 -13.50 19,852 43,410 -3,287
May11 110216 956.00 964.00 931.25 940.75 -13.50 11,751 72,610 +2,494
Jul11 110216 965.00 973.00 940.50 950.00 -13.50 6,973 60,028 +467
Sep11 110216 977.00 981.50 953.25 961.75 -12.25 1,332 16,337 +639
Dec11 110216 989.75 992.00 964.75 973.25 -12.00 1,701 16,275 +288
Total Volume and Open Interest 41,840 212,527 +691
Wheat(MGE)
Mar11 110216 978.50 983.75 947.50 957.50 -18.00 5,725 12,573 -918
May11 110216 988.25 994.75 959.25 967.00 -19.50 4,183 20,215 +989
Jul11 110216 999.25 1000.00 967.50 976.25 -18.00 2,107 12,335 +222
Sep11 110216 994.00 1000.00 969.50 978.50 -15.50 1,110 12,780 +46
Dec11 110216 999.25 1005.50 976.50 986.25 -11.75 797 9,951 +170
Total Volume and Open Interest 14,038 69,997 +487
Oats(CBOT)
Mar11 110216 405.75 409.00 402.00 404.50 -1.00 1,296 5,076 -504
May11 110216 411.50 415.50 409.25 412.00 -1.00 961 6,488 +290
Jul11 110216 418.75 418.75 415.25 418.00 -0.50 464 933 +182
Sep11 110216 391.00 391.00 391.00 391.00 unch 8 291 +3
Total Volume and Open Interest 2,774 14,505 -28
Rough Rice(CBOT)
Mar11 110216 14.85 14.97 14.50 14.68 -0.55 1,596 10,940 -664
May11 110216 15.27 15.27 14.81 14.99 -0.56 844 8,860 +307
Jul11 110216 15.52 15.52 15.10 15.29 -0.54 442 3,325 +186
Sep11 110216 15.65 15.65 15.25 15.43 -0.48 172 2,121 +34
Total Volume and Open Interest 3,115 25,876 -138
Live Cattle(CME)
Feb11 110216 109.600 109.700 108.635 109.000 -0.050 5,061 12,564 -676
Apr11 110216 114.200 114.950 113.850 114.180 +0.395 19,514 170,060 +1,110
Jun11 110216 114.700 115.550 114.450 115.100 +0.700 7,908 87,998 +142
Aug11 110216 116.250 117.230 116.050 116.950 +0.815 4,383 32,588 +905
Oct11 110216 118.650 119.785 118.650 119.350 +0.700 1,801 24,314 +37
Dec11 110216 119.000 119.900 119.000 119.830 +0.750 1,507 19,874 +454
Total Volume and Open Interest 40,755 353,698 +2,211
Feeder Cattle(CME)
Mar11 110216 128.985 130.630 128.880 130.485 +1.950 2,413 15,436 -546
Apr11 110216 130.300 132.250 130.285 132.235 +2.335 1,213 8,988 +13
May11 110216 131.400 133.000 131.250 132.985 +2.000 1,631 10,847 +118
Aug11 110216 131.630 133.150 131.535 133.130 +1.845 689 11,436 +188
Sep11 110216 131.250 132.535 131.150 132.400 +1.400 99 1,717 +51
Oct11 110216 131.000 132.250 131.000 132.250 +1.550 74 833 +29
Nov11 110216 131.000 132.000 130.900 132.000 +1.300 35 439 +20
Total Volume and Open Interest 6,156 49,716 -127
Lean Hogs(CME)
Apr11 110216 92.550 95.000 91.550 91.900 -0.650 11,300 103,721 -288
May11 110216 100.500 101.600 99.535 100.200 -0.280 77 2,866 +38
Jun11 110216 102.330 103.830 101.700 101.980 -0.370 7,015 63,672 +1,713
Jul11 110216 101.230 102.450 100.600 100.650 -0.735 1,900 23,123 +192
Aug11 110216 100.000 100.750 99.150 99.580 -0.470 2,379 19,111 +195
Oct11 110216 88.930 89.500 88.100 88.800 -0.485 1,445 17,266 +427
Dec11 110216 84.550 85.100 83.900 84.500 -0.400 707 8,471 +296
Feb12 110216 85.100 85.500 84.200 84.750 -0.350 219 2,172 +89
Total Volume and Open Interest 25,233 241,629 +2,783
Class III Milk(CME)
Feb11 110216 16.97 16.97 16.92 16.93 -0.03 27 5,068 +16
Mar11 110216 18.78 18.97 18.76 18.94 +0.17 460 6,114 +102
Apr11 110216 18.66 18.79 18.65 18.78 +0.13 293 5,494 +182
May11 110216 18.20 18.33 18.20 18.33 +0.10 233 4,565 +55
Jun11 110216 17.86 17.96 17.80 17.94 +0.06 102 3,620 +24
Total Volume and Open Interest 1,453 38,562 +454
Cocoa(ICE)
Mar11 110216 3449 3464 3400 3463 +53 83 801 -186
May11 110216 3404 3432 3350 3421 +53 7,647 72,563 +162
Jul11 110216 3376 3400 3334 3387 +38 798 22,014 -286
Sep11 110216 3347 3373 3307 3360 +30 456 11,803 -194
Dec11 110216 3310 3334 3269 3324 +28 711 15,579 +284
Mar12 110216 3301 3361 3301 3355 +28 473 23,969 +258
May12 110216 3352 3352 3352 3352 +27 2 4,746 -1
Total Volume and Open Interest 10,174 154,865 +36
Coffee "C"(ICE)
Mar11 110216 259.10 261.60 255.10 258.65 +0.60 10,053 8,487 -4,049
May11 110216 260.50 264.60 257.80 261.60 +0.50 16,794 80,831 +3,062
Jul11 110216 263.70 266.25 259.45 263.35 +0.65 2,642 17,768 -306
Sep11 110216 263.40 266.20 259.85 263.45 +0.60 1,427 7,683 +455
Dec11 110216 261.70 263.80 258.60 261.60 +0.70 326 11,144 +7
Mar12 110216 256.05 261.00 256.05 258.70 +0.60 149 1,857 +33
Total Volume and Open Interest 31,422 128,663 -796
Orange Juice(ICE)
Mar11 110216 167.55 175.30 167.40 174.60 +7.25 1,180 10,072 -1,257
May11 110216 166.45 172.50 166.40 171.15 +4.85 1,335 15,570 +500
Jul11 110216 165.65 170.25 165.65 169.10 +3.80 38 2,745 +39
Sep11 110216 165.55 169.50 165.55 168.25 +3.25 106 607 +46
Nov11 110216 163.00 164.50 163.00 163.65 +1.05 12 735 +60
Jan12 110216 162.00 162.00 161.55 161.75 +0.20 8 12 +4
Total Volume and Open Interest 2,679 29,763 -608
Sugar #11(ICE)
Mar11 110216 31.11 32.35 31.05 31.77 +0.95 92,873 104,324 -36,087
May11 110216 28.35 29.61 28.35 29.22 +1.01 67,982 205,225 +8,426
Jul11 110216 26.25 27.36 26.21 27.03 +0.90 19,197 169,610 +1,404
Oct11 110216 24.56 25.57 24.56 25.35 +0.79 7,464 75,120 +1,281
Mar12 110216 23.95 24.75 23.85 24.58 +0.79 5,066 54,009 +1,421
Total Volume and Open Interest 194,198 663,043 -23,383
London Cocoa(LCE)
Mar11 110216 2219 2256 2201 2253 +45 3,146 42,870 -261
May11 110216 2202 2240 2184 2237 +46 6,073 40,047 +778
Jul11 110216 2176 2200 2161 2186 +22 372 29,815 +59
Sep11 110216 2162 2172 2151 2156 +16 348 21,880 +135
Dec11 110216 2127 2145 2107 2134 +20 293 28,732 -156
Mar12 110216 2123 2140 2103 2134 +23 90 22,967 +73
May12 110216 2131 2143 2129 2141 +23 1 4,367 +0
Total Volume and Open Interest 10,323 198,647 +628
London Sugar(LCE)
May11 110216 732.70 755.00 728.20 748.70 +23.40 1,889 22,497 -131
Aug11 110216 700.70 718.80 696.90 714.60 +22.00 545 11,667 +154
Oct11 110216 654.00 669.30 653.10 663.90 +19.80 39 3,259 +25
Dec11 110216 641.00 653.20 641.00 647.90 +19.90 26 1,161 +8
Mar12 110216 629.90 644.30 627.70 639.30 +16.60 27 864 +13
Total Volume and Open Interest 2,542 39,676 +69
Cotton(ICE)
Mar11 110216 192.83 197.02 191.38 197.02 +7.00 16,327 22,674 -8,659
May11 110216 188.86 194.93 188.86 194.93 +7.00 13,899 68,743 +4,637
Jul11 110216 179.97 186.56 179.97 186.56 +7.00 4,749 37,543 +367
Oct11 110216 152.46 152.47 152.46 152.47 +7.00 6 271 +1
Dec11 110216 124.70 131.75 124.70 129.09 +4.33 4,421 59,264 +901
Mar12 110216 118.50 124.66 118.50 122.50 +4.19 157 3,661 -9
Total Volume and Open Interest 39,660 195,668 -2,720
Lumber(CME)
Mar11 110216 314.8 315.3 309.5 310.5 -4.8 789 3,107 -164
May11 110216 331.5 332.0 326.6 328.5 -4.0 681 5,397 +175
Jul11 110216 330.5 332.0 329.1 329.8 -4.1 71 1,864 +23
Sep11 110216 330.9 331.9 329.9 331.9 -1.9 10 236 +2
Total Volume and Open Interest 1,551 10,607 +36
Crude Oil(NYM)
Mar11 110216 84.44 85.95 84.12 84.99 +0.67 284,165 147,213 -23,838
Apr11 110216 87.75 88.77 87.09 87.84 +0.27 229,224 258,637 +3,046
May11 110216 91.07 91.81 90.27 90.96 +0.10 118,961 170,756 +4,415
Jun11 110216 92.89 93.48 92.10 92.82 +0.14 88,035 126,787 +3,352
Jul11 110216 94.17 94.71 93.47 94.13 +0.17 26,236 71,194 +2,144
Aug11 110216 94.95 95.45 94.32 94.97 +0.19 13,019 48,510 +98
Sep11 110216 95.83 96.00 94.91 95.57 +0.23 13,637 46,250 +1,882
Oct11 110216 96.26 96.27 95.98 96.07 +0.27 5,068 32,168 -22
Nov11 110216 96.60 96.76 96.21 96.52 +0.30 3,260 31,417 +373
Dec11 110216 96.87 97.41 96.20 96.90 +0.30 46,657 166,787 -3,992
Jan12 110216 97.58 97.70 96.83 97.22 +0.29 2,336 29,677 +218
Feb12 110216 97.32 97.61 97.20 97.46 +0.28 1,602 12,333 -342
Mar12 110216 97.74 97.74 97.57 97.65 +0.27 1,195 17,711 -50
Apr12 110216 97.79 97.79 97.79 97.79 +0.26 668 7,855 -151
May12 110216 97.93 97.93 97.93 97.93 +0.25 541 8,628 -2
Jun12 110216 98.38 98.55 97.62 98.09 +0.25 4,365 54,944 +369
Total Volume and Open Interest 871,147 1,559,669 -8,069
e-miNY Crude Oil(NYM)
Feb11 110119 91.225 92.100 90.500 90.850 -0.525 6,388 2,249 -394
Mar11 110216 84.425 85.950 84.100 85.000 +0.675 7,845 9,885 -131
Apr11 110216 87.775 88.775 87.075 87.850 +0.275 2,764 3,773 +378
May11 110216 91.075 91.550 90.300 90.950 +0.100 933 1,571 +231
Jun11 110216 92.825 93.100 92.200 92.825 +0.150 244 281 +178
Jul11 110216 94.125 94.125 94.125 94.125 +0.175 1 23 +1
Aug11 110216 94.975 94.975 94.975 94.975 +0.200 0 12 +0
Sep11 110216 95.675 95.700 95.575 95.575 +0.225 2 10 +0
Oct11 110216 95.950 96.300 95.925 96.075 +0.275 2 45 +0
Nov11 110216 96.525 96.525 96.525 96.525 +0.300 0 3 +0
Total Volume and Open Interest 11,795 15,920 +657
Heating Oil(NYM)
Mar11 110216 273.15 279.32 273.15 277.48 +4.58 46,943 67,234 -4,210
Apr11 110216 273.20 279.82 273.20 278.09 +4.85 30,852 69,027 +2,832
May11 110216 274.71 280.33 274.71 278.92 +5.09 14,129 40,295 +2,119
Jun11 110216 275.40 281.29 275.40 279.89 +5.25 14,400 42,458 +1,363
Jul11 110216 277.98 282.42 277.68 281.26 +5.40 4,122 18,725 +1,009
Aug11 110216 278.85 284.00 278.85 282.72 +5.52 1,292 12,385 +52
Sep11 110216 280.11 285.11 280.11 284.54 +5.61 1,170 12,561 -202
Oct11 110216 282.48 286.62 282.48 286.45 +5.63 913 6,005 +92
Nov11 110216 285.03 289.46 285.03 288.51 +5.60 932 6,714 +270
Dec11 110216 285.91 291.03 285.63 290.37 +5.58 5,615 26,759 +882
Jan12 110216 287.90 293.30 287.90 291.98 +5.56 749 6,729 +153
Feb12 110216 290.36 292.63 290.36 292.63 +5.49 175 1,477 +84
Total Volume and Open Interest 121,437 321,435 +4,524
Gasoline(NYMEX)
Mar11 110216 248.50 254.84 248.50 254.47 +5.59 45,120 49,525 -6,709
Apr11 110216 262.53 269.24 262.00 268.22 +5.86 38,786 66,674 +4,804
May11 110216 264.93 270.61 264.91 269.89 +5.77 13,437 48,355 +1,218
Jun11 110216 265.17 271.69 264.82 270.67 +5.70 10,189 33,034 +998
Jul11 110216 265.93 271.18 265.93 270.80 +5.73 2,943 17,932 +882
Aug11 110216 266.53 270.37 266.26 270.37 +5.85 683 10,336 +147
Sep11 110216 264.70 268.99 264.70 268.99 +5.92 708 6,708 +3
Oct11 110216 254.80 259.35 254.50 258.86 +6.07 328 4,481 +32
Nov11 110216 253.02 257.11 253.00 257.11 +6.01 263 2,842 +17
Dec11 110216 251.39 257.55 251.39 256.40 +5.94 963 21,547 +211
Total Volume and Open Interest 113,909 276,250 +1,821
e-miNY RBOB Gasoline(NYM)
Mar11 110216 254.50 254.50 254.47 254.50 +5.60 0 5 +0
Apr11 110216 267.40 268.20 267.40 268.20 +5.80 0 1 +0
May11 110216 269.90 269.90 269.89 269.90 +5.80 0 1 +0
Jun11 110216 270.70 270.70 270.67 270.70 +5.70 0 1 +0
Total Volume and Open Interest 0 11 +0
Natural Gas(NYM)
Mar11 110216 3.994 3.997 3.908 3.921 -0.055 127,677 87,551 -19,780
Apr11 110216 4.048 4.051 3.953 3.961 -0.069 96,959 176,960 +12,023
May11 110216 4.107 4.118 4.021 4.030 -0.067 35,827 203,605 +6,526
Jun11 110216 4.143 4.167 4.081 4.088 -0.065 17,189 60,791 +2,326
Jul11 110216 4.206 4.221 4.138 4.143 -0.067 8,756 51,918 +193
Aug11 110216 4.236 4.236 4.170 4.175 -0.069 6,223 22,988 -17
Sep11 110216 4.250 4.250 4.181 4.187 -0.066 6,918 21,937 +1,683
Oct11 110216 4.299 4.299 4.221 4.233 -0.066 12,422 72,971 +264
Nov11 110216 4.447 4.467 4.415 4.425 -0.061 1,623 25,490 -6
Dec11 110216 4.714 4.714 4.650 4.658 -0.063 2,070 24,239 +284
Jan12 110216 4.831 4.831 4.775 4.783 -0.063 4,116 53,662 +346
Feb12 110216 4.804 4.810 4.772 4.774 -0.062 642 12,859 -79
Mar12 110216 4.717 4.742 4.702 4.704 -0.062 876 25,713 +85
Apr12 110216 4.560 4.590 4.557 4.557 -0.053 369 23,348 +93
May12 110216 4.580 4.605 4.580 4.584 -0.049 17 5,762 +7
Jun12 110216 4.611 4.653 4.611 4.616 -0.049 10 4,432 +8
Total Volume and Open Interest 322,299 944,994 +4,260
Brent Crude Oil(ICE)
Apr11 110216 101.75 104.52 101.73 103.78 +2.14 184,707 209,611 -8,097
May11 110216 102.10 104.70 102.10 104.01 +2.10 78,856 140,432 +4,300
Jun11 110216 102.29 104.86 102.29 104.17 +2.06 59,460 122,593 -882
Jul11 110216 102.59 104.91 102.59 104.25 +2.05 17,400 39,140 -2,122
Aug11 110216 102.96 104.96 102.83 104.32 +2.04 8,163 24,038 -254
Sep11 110216 102.74 105.00 102.74 104.35 +2.03 10,178 28,870 -263
Oct11 110216 103.11 105.07 102.95 104.41 +2.00 7,437 18,854 -385
Nov11 110216 102.87 105.09 102.87 104.43 +1.98 8,187 14,674 -276
Dec11 110216 102.69 105.20 102.69 104.45 +1.96 33,171 109,551 +841
Jan12 110216 104.50 104.50 104.50 104.50 +1.93 1,749 15,096 -104
Feb12 110216 104.56 104.56 104.56 104.56 +1.90 1,491 8,492 +215
Mar12 110216 104.61 104.61 104.61 104.61 +1.88 1,609 15,750 +433
Apr12 110216 104.57 104.57 104.57 104.57 +1.89 245 3,587 +109
May12 110216 104.49 104.49 104.49 104.49 +1.88 183 3,498 +15
Total Volume and Open Interest 422,867 872,385 -5,742
Gas Oil(ICE)
Mar11 110216 860.00 878.00 858.00 867.75 +0.75 85,545 180,696 -5,754
Apr11 110216 861.50 881.50 861.00 871.00 +1.00 88,067 124,815 +6,309
May11 110216 865.00 884.25 864.00 873.75 +1.25 31,500 76,532 -1,280
Jun11 110216 867.75 887.00 867.00 876.75 +1.50 21,744 65,624 +257
Jul11 110216 872.00 889.75 872.00 880.75 +2.00 3,849 25,887 -953
Aug11 110216 878.00 893.25 877.75 884.50 +2.00 3,502 23,573 +789
Sep11 110216 879.25 897.00 879.25 888.25 +2.25 4,311 21,553 +1,088
Oct11 110216 881.75 899.25 881.75 890.50 +2.25 1,828 17,953 +254
Nov11 110216 891.50 900.50 888.25 891.75 +2.25 1,361 14,853 +709
Dec11 110216 883.50 902.50 883.00 893.50 +2.25 12,502 54,469 +597
Total Volume and Open Interest 257,307 693,172 +2,349
Ethanol(CBOT)
Feb11 110203 2.340 2.345 2.340 2.340 +0.005 15 114 -120
Mar11 110216 2.435 2.440 2.418 2.440 -0.004 211 656 -95
Apr11 110216 2.449 2.460 2.449 2.460 -0.003 153 1,006 -14
May11 110216 2.475 2.477 2.475 2.475 unch 57 480 +0
Jun11 110216 2.470 2.483 2.465 2.480 -0.004 131 948 +9
Jul11 110216 2.495 2.495 2.481 2.488 -0.007 78 1,006 +47
Aug11 110216 2.460 2.464 2.460 2.464 -0.007 82 916 -15
Sep11 110216 2.350 2.355 2.340 2.355 -0.012 26 620 +7
Total Volume and Open Interest 819 7,447 -44
WTI Crude Oil(ICE
Mar11 110216 84.49 85.92 84.11 84.99 +0.67 53,315 47,199 -5,551
Apr11 110216 87.75 88.76 87.08 87.84 +0.27 97,084 89,294 +69
May11 110216 91.04 91.79 90.29 90.96 +0.10 49,322 67,253 -510
Jun11 110216 93.27 93.49 92.15 92.82 +0.14 36,363 68,133 +1,378
Jul11 110216 94.56 94.62 93.48 94.13 +0.17 10,418 23,688 +282
Aug11 110216 95.37 95.43 94.51 94.97 +0.19 5,048 17,671 -400
Sep11 110216 95.93 96.00 95.07 95.57 +0.23 5,593 23,153 -158
Oct11 110216 95.92 96.28 95.58 96.07 +0.27 3,432 18,414 +64
Nov11 110216 96.56 96.75 96.06 96.52 +0.30 1,667 11,527 +49
Dec11 110216 97.18 97.40 96.21 96.90 +0.30 20,860 92,237 -1,510
Jan12 110216 97.22 97.22 97.22 97.22 +0.29 838 9,220 +76
Feb12 110216 97.46 97.46 97.46 97.46 +0.28 198 1,765 +72
Mar12 110216 97.65 97.65 97.65 97.65 +0.27 140 4,201 -1
Apr12 110216 97.79 97.79 97.79 97.79 +0.26 27 1,813 +8
May12 110216 97.93 97.93 97.93 97.93 +0.25 29 959 +0
Jun12 110216 98.09 98.09 98.09 98.09 +0.25 447 23,719 -44
Total Volume and Open Interest 289,091 581,952 -6,513
US Dollar Index(ICE)
Mar11 110216 78.590 78.870 78.220 78.277 -0.383 14,250 38,831 -219
Jun11 110216 78.890 79.125 78.555 78.607 -0.382 182 1,216 -11
Sep11 110216 78.967 78.967 78.967 78.967 -0.382 0 4 +0
Total Volume and Open Interest 14,432 40,052 -230
Australian Dollar(CME)
Mar11 110216 99.42 100.25 99.30 100.12 +0.81 93,023 121,313 -4,081
Jun11 110216 98.27 99.08 98.17 98.98 +0.81 247 1,098 +126
Sep11 110216 97.77 97.77 96.96 97.77 +0.81 0 14 +0
Total Volume and Open Interest 93,270 122,473 -3,955
British Pound(CME)
Mar11 110216 161.20 161.82 159.83 160.92 -0.36 202,663 131,910 +21,500
Jun11 110216 161.02 161.59 159.67 160.73 -0.34 164 797 +48
Sep11 110216 160.22 160.80 160.22 160.45 -0.35 2 23 -1
Total Volume and Open Interest 202,830 132,763 +21,548
Canadian Dollar(CME)
Mar11 110216 100.99 101.51 100.96 101.42 +0.36 54,859 134,089 +45
Jun11 110216 100.84 101.27 100.84 101.20 +0.36 399 3,810 +156
Sep11 110216 100.77 100.91 100.55 100.91 +0.36 24 1,087 +5
Dec11 110216 100.52 100.65 100.27 100.61 +0.34 113 1,751 +51
Total Volume and Open Interest 55,398 140,822 +258
Japanese Yen(CME)
Mar11 110216 119.43 119.79 119.09 119.70 +0.39 144,499 115,127 +5,794
Jun11 110216 119.54 119.84 119.19 119.79 +0.38 419 1,637 +48
Sep11 110216 119.31 119.95 119.31 119.95 +0.37 3 32 +2
Total Volume and Open Interest 144,921 116,803 +5,844
Swiss Franc(CME)
Mar11 110216 103.44 104.71 102.70 104.35 +0.90 45,781 41,805 +371
Jun11 110216 103.66 104.70 102.83 104.44 +0.90 39 113 -3
Sep11 110216 104.56 104.56 103.66 104.56 +0.90 0 5 +0
Total Volume and Open Interest 45,820 41,934 +368
EuroFX(CME)
Mar11 110216 134.85 135.86 134.58 135.64 +0.75 319,852 188,211 -428
Jun11 110216 134.79 135.64 134.46 135.47 +0.74 804 4,669 -3
Sep11 110216 134.71 135.24 134.49 135.24 +0.75 20 63 +10
Total Volume and Open Interest 320,676 193,304 -421
Mexican Peso(CME)
Mar11 110216 821.2 827.5 819.8 827.0 +5.5 44,131 148,529 -7,571
Apr11 110216 826.5 826.5 821.0 826.5 +5.5      
Total Volume and Open Interest 44,317 149,874 -7,555
30-Year T-Bonds(CBOT)
Mar11 110216 119~010 119~200 118~180 118~300 -0~010 281,321 573,147 -9,019
Jun11 110216 117~060 118~010 117~000 117~110 -0~010 4,117 18,700 +1,939
Sep11 110216 115~230 115~240 115~230 115~230 -0~010 0 1 +0
Total Volume and Open Interest 285,438 591,848 -7,080
10-Year T-Notes(CBOT)
Mar11 110216 118~220 118~300 118~110 118~190 -0~015 1,109,047 1,504,629 -12,113
Jun11 110216 117~030 117~150 116~275 117~045 -0~005 36,424 58,101 +12,598
Sep11 110216 115~295 115~300 115~295 115~295 -0~005 0 1 +0
Total Volume and Open Interest 1,145,471 1,562,735 +485
5-Year T-Notes(CBOT)
Mar11 110216 116~082 116~101 116~047 116~069 -0~008 605,727 1,291,455 -1,398
Jun11 110216 115~069 115~099 115~044 115~066 -0~009 44,467 69,299 +18,543
Sep11 110216 114~090 114~099 114~090 114~090 -0~009      
Total Volume and Open Interest 650,194 1,360,754 +17,145
2 Year T-Notes(CBOT)
Mar11 110216 109~012 109~018 109~000 109~008 -0~003 288,978 905,440 +8,478
Jun11 110216 108~086 108~098 108~081 108~088 -0~003 11,442 23,111 +6,504
Sep11 110216 108~054 108~057 108~054 108~054 -0~003      
Total Volume and Open Interest 300,420 928,551 +14,982
Eurodollars(CME)
Mar11 110216 99.670 99.675 99.668 99.670 unch 126,063 1,080,575 -14,858
Jun11 110216 99.575 99.590 99.565 99.580 +0.010 192,133 1,195,003 +12,285
Sep11 110216 99.425 99.450 99.405 99.435 +0.015 268,029 1,207,394 +30,077
Dec11 110216 99.190 99.220 99.160 99.195 +0.015 326,200 1,160,368 +20,979
Mar12 110216 98.870 98.895 98.825 98.855 -0.005 361,358 1,043,077 +2,503
Jun12 110216 98.500 98.535 98.435 98.470 -0.020 355,954 723,325 +1,221
Sep12 110216 98.145 98.180 98.060 98.095 -0.035 239,932 535,779 +3,859
Dec12 110216 97.820 97.865 97.725 97.760 -0.040 231,610 439,045 +8,731
Mar13 110216 97.540 97.585 97.435 97.475 -0.040 163,764 258,405 -3,748
Jun13 110216 97.265 97.325 97.170 97.210 -0.035 117,091 211,602 +129
Sep13 110216 97.020 97.070 96.920 96.960 -0.035 80,534 205,893 +3,386
Dec13 110216 96.760 96.820 96.675 96.715 -0.035 60,557 182,725 +2,745
Mar14 110216 96.550 96.590 96.455 96.495 -0.030 29,760 127,183 -92
Jun14 110216 96.300 96.360 96.230 96.275 -0.020 24,785 104,442 -2,196
Sep14 110216 96.085 96.140 96.025 96.070 -0.010 17,576 63,751 -634
Dec14 110216 95.875 95.930 95.820 95.870 unch 22,389 78,972 +1,528
Mar15 110216 95.695 95.750 95.655 95.705 +0.005 12,860 56,861 -927
Jun15 110216 3.775 3.845 3.750 3.800 +0.015 12,092 38,497 -274
Total Volume and Open Interest 2,670,052 8,886,901 +62,658
30 Day Federal Funds(CBOT)
Feb11 110216 99.840 99.840 99.838 99.838 unch 3,222 82,113 -13
Mar11 110216 99.845 99.850 99.840 99.845 +0.005 1,048 59,051 +536
Apr11 110216 99.855 99.860 99.850 99.855 +0.005 662 54,066 -22
May11 110216 99.855 99.855 99.850 99.850 unch 3,222 59,600 +1,542
Jun11 110216 99.845 99.850 99.840 99.845 unch 2,287 45,499 +1,533
Jul11 110216 99.815 99.820 99.810 99.820 unch 2,643 56,231 +616
Total Volume and Open Interest 34,659 598,736 +6,337
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 110216 99.658 99.660 99.658 99.660 -0.002 525 4,086 +25
Jun11 110216 99.645 99.645 99.645 99.645 unch 0 150 +0
Sep11 110216 99.628 99.628 99.628 99.628 unch      
Dec11 110216 99.603 99.603 99.603 99.603 unch 0 75 +0
Mar12 110216 99.585 99.585 99.585 99.585 unch      
Jun12 110216 99.630 99.630 99.630 99.630 unch      
Sep12 110216 99.580 99.580 99.580 99.580 unch      
Dec12 110216 99.485 99.485 99.485 99.485 unch      
Mar13 110216 99.485 99.485 99.485 99.485 unch      
Jun13 110216 99.440 99.440 99.440 99.440 unch      
Total Volume and Open Interest 525 4,311 +25
3-Mth Euro-Yen(SGX)
Mar11 110216 99.66 99.66 99.66 99.66 unch 0 5,147 -198
Jun11 110216 99.64 99.64 99.64 99.64 unch 200 972 +0
Sep11 110216 99.63 99.63 99.63 99.63 unch 0 786 +0
Dec11 110216 99.60 99.60 99.60 99.60 unch 205 2,109 +0
Mar12 110216 99.58 99.58 99.58 99.58 unch 0 405 +0
Jun12 110216 99.63 99.63 99.63 99.63 unch 0 754 +0
Sep12 110216 99.58 99.58 99.58 99.58 unch 0 310 +0
Dec12 110216 99.49 99.49 99.49 99.49 unch 0 4 +0
Total Volume and Open Interest 405 10,488 -198
Japanese Gov't Bonds(SGX)
Mar11 110216 138.83 138.98 138.50 138.50 -0.33 1,335 16,441 +855
Jun11 110216 138.00 138.00 137.58 137.58 -0.42 21 31 +9
Sep11 110216 135.15 135.15 135.15 135.15 -0.42      
Total Volume and Open Interest 1,356 16,472 +864
Euro-Bund(EUREX)
Mar11 110216 122.65 123.44 122.64 123.07 +0.39 833,159 1,554,465 +165,538
Jun11 110216 121.23 122.00 121.23 121.65 +0.38 4,921 33,841 +1,538
Sep11 110216 121.32 121.32 121.32 121.32 +0.39 92 77 -16
Total Volume and Open Interest 838,172 1,588,383 +167,060
Euro-Bobl(EUREX)
Mar11 110216 116.65 117.13 116.64 116.86 +0.19 480,955 1,053,392 +82,609
Jun11 110216 115.13 115.60 115.13 115.41 +0.18 2,802 35,981 +6,524
Sep11 110216 114.81 114.81 114.81 114.81 +0.14 0 30 +30
Total Volume and Open Interest 483,757 1,089,403 +89,163
3-Mth Euribor(EUREX)
Mar11 110216 98.875 98.875 98.870 98.870 +0.005 5 5,729 -4
Jun11 110216 98.605 98.610 98.600 98.600 +0.005 2 9,626 +21
Sep11 110216 98.360 98.365 98.360 98.360 +0.015 0 2,174 +5
Total Volume and Open Interest 188 25,795 +48
Long Gilt(LIFFE)
Mar11 110216 115~24 116~14 115~23 115~28 +0~08 135,329 258,453 +3,104
Jun11 110216 114~17 114~30 114~17 114~19 +0~07 128 114 +113
Total Volume and Open Interest 135,457 258,567 +3,217
3-Mth Short Sterling(LIFFE)
Mar11 110216 99.10 99.16 99.09 99.14 +0.04 132,049 317,679 +18,578
Jun11 110216 98.82 98.90 98.81 98.85 +0.03 193,813 364,670 +2,613
Sep11 110216 98.54 98.65 98.52 98.58 +0.04 203,251 322,695 +8,696
Dec11 110216 98.24 98.36 98.21 98.29 +0.05 203,843 370,772 +4,428
Mar12 110216 97.92 98.06 97.90 97.99 +0.07 201,729 320,461 +7,226
Jun12 110216 97.59 97.75 97.58 97.68 +0.08 102,605 194,749 -4,265
Total Volume and Open Interest 1,196,374 2,366,367 +42,347
3-Mth Euribor(LIFFE)
Mar11 110216 98.865 98.885 98.865 98.870 +0.005 127,500 617,028 +5,226
Jun11 110216 98.595 98.620 98.575 98.600 +0.005 138,396 617,970 +7,388
Sep11 110216 98.350 98.385 98.345 98.355 +0.010 123,911 568,691 +4,664
Total Volume and Open Interest 859,861 3,603,005 +22,395
3-Mth Aus T-Bills(SFE)
Mar11 110216 95.03 95.04 95.03 95.04 unch 6,382 143,762 -3,145
Jun11 110216 94.94 94.96 94.93 94.95 unch 11,800 186,889 +1,997
Sep11 110216 94.81 94.83 94.79 94.81 -0.01 13,016 114,369 +3,262
Dec11 110216 94.68 94.70 94.65 94.67 -0.01 9,617 67,942 -797
Mar12 110216 94.55 94.58 94.52 94.54 -0.01 6,412 52,431 +1,379
Jun12 110216 94.44 94.48 94.41 94.44 -0.01 886 41,512 +282
Sep12 110216 94.41 94.41 94.34 94.35 -0.02 933 29,768 +482
Dec12 110216 94.29 94.32 94.28 94.28 -0.02 677 15,758 +84
Mar13 110216 94.25 94.25 94.23 94.23 -0.02 5 3,208 +5
Jun13 110216 94.17 94.17 94.17 94.17 unch 3 605 +1
Total Volume and Open Interest 49,731 657,934 +3,550
10-Year Aus T-Bonds(SFE)
Mar11 110216 94.29 94.33 94.27 94.28 -0.01 58,676 383,564 +5,720
Jun11 110216 94.28 94.28 94.28 94.28 -0.01      
Total Volume and Open Interest 58,676 383,564 +5,720
3-Year Aus T-Bonds(SFE)
Mar11 110216 94.73 94.79 94.72 94.74 unch 90,914 555,215 -34,174
Jun11 110216 94.74 94.74 94.74 94.74 unch      
Total Volume and Open Interest 90,914 555,215 -34,174
Gold(CMX)
Feb11 110216 1373.6 1382.0 1370.5 1374.7 +1.1 321 699 -20
Apr11 110216 1374.3 1382.7 1368.3 1375.1 +1.0 111,107 306,330 +7,358
Jun11 110216 1375.3 1384.1 1370.4 1376.6 +1.1 1,717 54,240 +33
Aug11 110216 1375.8 1385.4 1374.5 1378.1 +1.1 714 21,293 +328
Oct11 110216 1378.5 1386.6 1376.2 1379.6 +1.0 128 7,949 -11
Dec11 110216 1379.9 1388.1 1375.6 1381.3 +0.9 907 25,296 +30
Feb12 110216 1382.4 1390.0 1380.0 1383.4 +0.9 195 6,554 +126
Apr12 110216 1386.0 1386.0 1386.0 1386.0 +0.9 0 5,347 +0
Jun12 110216 1389.1 1389.1 1389.1 1389.1 +0.9 46 6,599 +2
Aug12 110216 1392.6 1392.6 1392.6 1392.6 +0.9 0 977 +0
Oct12 110216 1396.9 1396.9 1396.9 1396.9 +0.9 0 1,341 +0
Dec12 110216 1399.5 1406.8 1399.5 1401.7 +0.9 47 12,169 -18
Total Volume and Open Interest 116,496 473,345 +8,035
Silver(CMX)
Mar11 110216 3073.5 3097.0 3026.5 3062.9 -6.7 47,594 59,851 -1,869
May11 110216 3077.0 3095.5 3028.0 3064.4 -7.7 7,508 43,745 +919
Jul11 110216 3075.0 3096.0 3033.0 3065.2 -8.6 927 11,256 +226
Sep11 110216 3068.5 3094.0 3031.0 3064.8 -8.8 174 4,665 +99
Dec11 110216 3068.0 3093.0 3029.5 3064.2 -9.4 885 12,469 +195
Mar12 110216 3067.5 3067.5 3030.0 3060.7 -9.9 181 664 -13
May12 110216 3058.4 3058.4 3058.4 3058.4 -10.2 40 220 -40
Total Volume and Open Interest 57,703 147,113 -352
Platinum(NYMEX)
Apr11 110216 1833.8 1840.8 1826.0 1834.3 +2.7 4,991 38,977 -257
Jul11 110216 1838.4 1838.4 1833.3 1837.0 +2.8 32 2,011 +28
Oct11 110216 1835.0 1839.9 1835.0 1839.9 +2.7 5 340 +5
Jan12 110216 1841.9 1841.9 1841.9 1841.9 +2.7 0 10 +0
Total Volume and Open Interest 5,028 41,375 -224
Palladium(NYMEX)
Mar11 110216 837.00 845.45 833.15 838.35 -1.55 4,047 15,627 -1,158
Jun11 110216 839.50 847.10 835.00 840.20 -1.50 1,667 7,109 +1,482
Sep11 110216 842.30 842.30 841.00 841.00 -1.50 7 53 +1
Total Volume and Open Interest 5,722 22,803 +326
Copper(CMX)
Mar11 110216 453.00 454.90 446.15 447.00 -6.60 37,542 53,137 -4,765
May11 110216 453.85 455.85 447.50 448.25 -6.35 9,479 66,454 +1,926
Jul11 110216 453.85 455.65 448.25 448.75 -6.15 1,908 23,531 +373
Sep11 110216 454.30 454.30 448.60 448.70 -5.95 692 6,661 +492
Dec11 110216 452.40 452.70 447.00 447.70 -5.50 300 4,803 +203
Total Volume and Open Interest 50,480 159,468 -1,685
DJIA Index(CBOT)
Mar11 110216 12200 12285 12200 12252 +50 378 11,524 -15
Jun11 110216 12187 12187 12136 12187 +51 0 12 +0
Sep11 110216 12132 12132 12081 12132 +51      
Dec11 110216 12077 12077 12026 12077 +51 0 1 +0
Total Volume and Open Interest 378 11,537 -15
S & P 500(CME)
Mar11 110216 1326.30 1336.00 1325.80 1333.00 +6.70 13,149 311,172 -1,253
Jun11 110216 1325.50 1330.60 1323.40 1328.10 +6.70 1,954 11,227 +1,267
Sep11 110216 1323.60 1325.70 1318.50 1323.20 +6.70 0 2,990 +1
Dec11 110216 1318.40 1320.90 1318.40 1318.40 +6.70 0 637 +0
Total Volume and Open Interest 15,103 326,026 +15
S & P 500 E-Mini(Globex)
Mar11 110216 1326.25 1336.00 1325.75 1333.00 +6.75 1,457,415 2,814,250 +4,738
Jun11 110216 1321.00 1331.00 1321.00 1328.00 +6.50 2,222 22,580 +875
Total Volume and Open Interest 1,459,646 2,837,103 +5,616
NASDAQ 100(CME)
Mar11 110216 2380.80 2404.00 2380.00 2392.00 +10.50 895 17,351 +494
Jun11 110216 2394.00 2398.00 2386.00 2389.30 +10.50 29 1,026 +25
Sep11 110216 2386.80 2386.80 2386.80 2386.80 +10.50      
Total Volume and Open Interest 924 18,377 +519
NASDAQ 100 E-Mini(Globex)
Mar11 110216 2381.30 2403.00 2379.80 2392.00 +10.50 166,706 352,466 +908
Jun11 110216 2380.00 2400.00 2380.00 2389.30 +10.50 164 1,906 +91
Total Volume and Open Interest 166,870 354,378 +999
S & P Midcap 400(CME)
Mar11 110216 975.20 975.20 974.90 975.20 +5.30 12 2,808 +4
Jun11 110216 972.60 972.60 972.30 972.60 +5.30      
Sep11 110216 970.50 970.50 970.20 970.50 +5.30      
Total Volume and Open Interest 12 2,808 +4
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Mar11 110216 10750 10910 10750 10880 +115 8,700 48,122 -867
Jun11 110216 10855 10855 10845 10855 +110 10 170 +10
Total Volume and Open Interest 8,710 48,292 -857
Nikkei 225(SGX)
Mar11 110216 10720 10840 10710 10805 +75 85,840 253,181 -744
Jun11 110216 10710 10755 10700 10725 +75 153 4,694 +80
Sep11 110216 10730 10730 10730 10730 +70 0 400 +0
Total Volume and Open Interest 86,054 265,057 -664
CAC 40(EURONEXT)
Feb11 110216 4128.5 4169.5 4118.5 4151.5 +42.0 185,020 347,121 +12,153
Mar11 110216 4126.0 4172.5 4121.5 4154.5 +43.0 94,605 135,814 +47,387
Apr11 110216 4133.5 4167.5 4133.5 4157.5 +43.0 35 35 +26
Total Volume and Open Interest 279,667 483,022 +59,561
Hang Seng Index(HKFE)
Feb11 110216 22967 23187 22783 23090 +170 77,907 77,873 -671
Mar11 110216 22900 23112 22717 23024 +175 1,897 12,800 +497
Total Volume and Open Interest 80,223 93,472 +58
DAX(EUREX)
Mar11 110216 7430.0 7443.5 7406.0 7428.5 +22.5 110,580 247,593 +1,991
Jun11 110216 7447.0 7466.0 7431.0 7452.0 +23.0 406 14,905 -47
Sep11 110216 7466.0 7485.0 7453.5 7473.5 +22.5 8 765 +9
Total Volume and Open Interest 110,994 263,263 +1,953
FT-SE 100(EURONEXT)
Mar11 110216 6014.50 6075.00 6014.50 6069.00 +54.50 76,118 658,737 +912
Jun11 110216 5981.00 6030.00 5981.00 6026.00 +54.00 52 8,109 -1
Sep11 110216 5974.50 5995.50 5974.00 5995.50 +54.50 10 286 +2
Total Volume and Open Interest 76,220 667,222 +893
SPI 200(SFE)
Mar11 110216 4915.0 4922.0 4895.0 4912.0 -3.0 28,187 185,204 +1,840
Jun11 110216 4940.0 4942.0 4926.0 4936.0 -3.0 18 3,302 +0
Sep11 110216 4929.0 4929.0 4926.0 4926.0 -4.0 2 1,849 +0
Total Volume and Open Interest 29,335 193,931 +2,741
GSCI(CME)
Mar11 110216 650.75 2.49 650.50 654.50 +4.75 275 14,226 -22
Apr11 110216 9.44 10.64 4.34 8.64 +4.25 2 0 +0
May11 110216 12.64 14.14 8.34 12.64 +4.25      
Total Volume and Open Interest 277 14,226  
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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