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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 22, 2011
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Mar11 110222 1379.00 1385.75 1298.00 1298.00 -70.00 119,679 94,698 -34,542
May11 110222 1391.00 1397.50 1311.00 1311.00 -70.00 74,463 226,965 +4,398
Jul11 110222 1398.50 1405.50 1319.00 1319.00 -70.00 36,339 113,099 -460
Aug11 110222 1384.75 1389.50 1304.00 1304.00 -70.00 578 6,278 -68
Sep11 110222 1362.00 1372.50 1286.50 1289.00 -67.50 760 5,060 +135
Nov11 110222 1353.25 1359.25 1272.00 1274.25 -67.75 24,128 158,889 -1,738
Jan12 110222 1359.50 1362.00 1275.50 1278.00 -67.50 330 17,355 +55
Total Volume and Open Interest 257,605 649,460 -32,025
Soybean Meal(CBOT)
Mar11 110222 365.70 368.00 345.20 346.50 -15.50 41,996 33,071 -8,701
May11 110222 370.00 371.90 349.50 350.70 -15.30 29,493 75,842 +3,320
Jul11 110222 371.40 373.10 351.30 352.50 -15.00 12,182 39,219 -404
Aug11 110222 366.80 367.60 347.50 349.00 -13.60 742 9,076 -71
Sep11 110222 361.00 362.30 341.40 345.00 -11.40 1,662 8,194 +302
Oct11 110222 353.30 355.10 333.00 336.90 -11.30 800 8,822 -64
Dec11 110222 351.70 354.00 331.00 335.50 -11.50 3,969 23,820 -269
Jan12 110222 348.30 348.30 332.40 335.80 -11.20 209 3,314 -59
Total Volume and Open Interest 91,234 207,384 -6,036
Soybean Oil(CBOT)
Mar11 110222 57.45 57.93 53.99 53.99 -2.50 79,115 55,646 -15,851
May11 110222 58.10 58.56 54.62 54.62 -2.50 70,503 156,482 +7,074
Jul11 110222 58.70 59.05 55.13 55.13 -2.50 20,953 85,027 +468
Aug11 110222 58.30 58.30 55.32 55.32 -2.50 571 9,190 +95
Sep11 110222 58.27 58.52 55.41 55.41 -2.50 501 10,165 +36
Oct11 110222 58.67 59.20 55.34 55.34 -2.50 821 12,670 +161
Dec11 110222 58.88 59.30 55.41 55.41 -2.50 5,488 44,970 +1,173
Jan12 110222 58.49 58.49 55.46 55.46 -2.50 63 951 -13
Total Volume and Open Interest 178,107 378,922 -6,869
Canola(WCE)
Mar11 110222 585.9 590.1 555.9 556.1 -29.8 10,275 27,520 -9,517
May11 110222 595.5 598.1 564.1 564.1 -30.0 9,962 89,279 +4,788
Jul11 110222 600.8 604.4 571.7 571.7 -30.0 1,010 21,676 +415
Nov11 110222 575.5 576.0 545.5 545.5 -30.0 1,385 61,774 +285
Jan12 110222 580.1 580.1 550.8 550.8 -30.0 43 3,680 +12
Total Volume and Open Interest 22,717 206,432 -3,990
Corn(CBOT)
Mar11 110222 714.50 724.25 679.75 679.75 -30.00 156,484 256,607 -44,991
May11 110222 725.25 744.25 690.25 690.25 -30.00 105,579 618,189 +23,159
Jul11 110222 729.00 738.75 694.50 694.50 -30.00 33,823 343,108 +3,553
Sep11 110222 663.00 671.00 629.25 629.25 -30.00 5,127 64,363 +567
Dec11 110222 615.00 623.00 582.50 582.50 -30.00 21,244 350,239 +1,364
Mar12 110222 621.25 630.75 590.50 590.50 -30.00 1,828 41,965 -388
Total Volume and Open Interest 325,173 1,728,923 -16,335
Wheat(CBOT)
Mar11 110222 825.00 835.50 762.25 762.25 -60.00 64,089 64,441 -23,181
May11 110222 858.50 869.50 795.75 795.75 -60.00 44,437 184,550 +4,076
Jul11 110222 889.00 898.00 826.00 826.50 -59.50 18,984 129,103 -595
Sep11 110222 915.50 924.00 853.00 854.50 -58.50 3,664 37,434 +520
Dec11 110222 933.25 938.00 868.25 871.75 -56.50 6,471 91,172 +720
Total Volume and Open Interest 140,414 532,259 -17,632
Wheat(KCBT)
Mar11 110222 932.25 939.50 869.75 872.75 -57.00 15,095 30,188 -4,664
May11 110222 943.75 951.00 881.00 884.00 -56.75 10,702 80,182 +3,333
Jul11 110222 953.50 960.25 890.50 893.50 -57.00 6,737 64,261 +706
Sep11 110222 971.00 972.00 905.00 907.50 -55.75 1,900 17,254 +84
Dec11 110222 980.50 985.50 919.75 922.00 -55.50 1,610 17,612 +238
Total Volume and Open Interest 36,178 213,522 -241
Wheat(MGE)
Mar11 110222 960.00 965.50 899.00 906.25 -49.25 5,299 8,531 -1,209
May11 110222 970.00 976.50 909.00 916.75 -49.75 2,665 20,920 -375
Jul11 110222 977.50 984.00 916.75 924.50 -49.75 1,283 12,511 +15
Sep11 110222 980.75 986.00 920.00 927.00 -48.50 2,127 13,483 +481
Dec11 110222 988.75 993.75 928.50 934.75 -49.75 1,207 10,891 +403
Total Volume and Open Interest 12,727 68,583 -663
Oats(CBOT)
Mar11 110222 416.00 419.25 389.75 389.75 -20.00 612 3,766 -55
May11 110222 423.50 427.00 397.50 397.50 -20.00 564 7,892 +94
Jul11 110222 430.00 430.00 402.00 402.00 -20.00 20 1,244 +3
Sep11 110222 406.00 406.00 380.50 380.50 -19.00 5 289 -3
Total Volume and Open Interest 1,393 15,009 +98
Rough Rice(CBOT)
Mar11 110222 14.79 15.03 14.25 14.25 -0.50 2,203 6,936 -1,323
May11 110222 15.18 15.39 14.57 14.57 -0.50 1,814 11,877 +1,289
Jul11 110222 15.60 15.66 14.88 14.88 -0.50 152 4,147 -4
Sep11 110222 15.63 15.74 15.02 15.02 -0.50 68 2,142 +18
Total Volume and Open Interest 4,261 25,740 -14
Live Cattle(CME)
Feb11 110222 111.135 111.750 109.550 110.100 -0.950 5,411 6,694 -2,794
Apr11 110222 115.400 115.600 113.250 113.650 -1.500 22,341 168,803 -1,493
Jun11 110222 116.150 116.600 114.000 114.785 -1.395 8,468 91,099 +1,397
Aug11 110222 117.480 117.980 114.850 115.650 -1.930 3,817 37,436 +554
Oct11 110222 119.950 120.330 117.500 118.650 -1.400 2,218 25,850 +539
Dec11 110222 119.900 120.300 117.300 118.700 -1.500 830 21,179 +221
Total Volume and Open Interest 43,379 357,962 -1,486
Feeder Cattle(CME)
Mar11 110222 130.075 130.600 128.935 129.200 -0.875 1,586 15,045 -262
Apr11 110222 131.685 132.130 130.450 130.600 -1.150 635 9,553 +83
May11 110222 132.630 132.700 131.035 131.550 -0.700 750 11,284 +6
Aug11 110222 132.800 133.000 131.380 132.000 -0.800 686 11,908 +120
Sep11 110222 132.100 132.100 130.700 131.400 -0.600 80 1,895 +15
Oct11 110222 130.750 131.250 130.185 130.900 -0.700 60 1,004 +7
Nov11 110222 131.075 131.235 129.880 130.800 -0.700 35 543 +19
Total Volume and Open Interest 3,838 51,265 -8
Lean Hogs(CME)
Apr11 110222 92.730 93.950 91.900 92.285 unch 15,431 101,009 -870
May11 110222 100.650 101.500 99.350 100.050 -0.500 191 3,004 +91
Jun11 110222 102.885 104.100 101.850 102.400 -0.385 6,860 65,713 +1,290
Jul11 110222 101.850 102.700 100.550 100.850 -0.550 2,294 23,665 +236
Aug11 110222 100.385 100.980 98.500 99.580 -0.470 1,229 19,762 +125
Oct11 110222 89.000 89.500 87.050 88.035 -0.850 1,577 17,839 +135
Dec11 110222 84.600 85.000 82.385 83.250 -1.250 204 8,941 +89
Feb12 110222 84.950 85.500 82.800 83.100 -1.650 57 2,400 +8
Total Volume and Open Interest 27,851 243,685 +1,108
Class III Milk(CME)
Feb11 110222 17.01 17.02 16.97 16.98 -0.01 309 4,885 -47
Mar11 110222 18.61 18.85 18.48 18.77 +0.26 528 6,355 +51
Apr11 110222 18.14 18.34 17.85 18.15 +0.09 358 5,889 +57
May11 110222 17.90 18.13 17.65 17.89 +0.04 340 4,713 +72
Jun11 110222 17.59 17.73 17.20 17.40 -0.16 185 3,682 +6
Total Volume and Open Interest 2,359 39,764 +328
Cocoa(ICE)
Mar11 110222 3600 3666 3600 3633 +87 36 240 -503
May11 110222 3520 3608 3509 3586 +87 9,140 72,058 -1,121
Jul11 110222 3450 3541 3450 3522 +70 1,848 22,433 +312
Sep11 110222 3400 3470 3400 3456 +52 1,128 11,960 +213
Dec11 110222 3350 3411 3350 3396 +38 660 16,166 +355
Mar12 110222 3416 3426 3404 3422 +34 1,140 23,003 -1,014
May12 110222 3418 3418 3418 3418 +29 7 4,753 +7
Total Volume and Open Interest 14,164 154,054 -1,726
Coffee "C"(ICE)
Mar11 110222 272.25 277.00 269.90 273.60 +1.95 546 1,744 -386
May11 110222 273.00 278.40 270.35 274.35 +1.35 9,430 81,517 -1,769
Jul11 110222 275.75 280.15 272.45 276.20 +1.45 2,361 19,400 +857
Sep11 110222 277.30 280.00 273.30 277.10 +2.30 575 7,941 +159
Dec11 110222 275.00 277.40 271.50 275.25 +2.60 371 12,890 +238
Mar12 110222 271.00 274.95 271.00 272.10 +2.65 33 1,841 +4
Total Volume and Open Interest 13,336 126,306 -881
Orange Juice(ICE)
Mar11 110222 178.00 182.55 175.40 180.30 +2.10 1,316 5,799 -934
May11 110222 174.95 180.15 172.75 177.20 +3.15 1,728 20,473 +915
Jul11 110222 170.00 174.00 169.80 172.20 +2.40 81 2,829 +54
Sep11 110222 169.90 170.75 169.80 169.80 +1.50 23 653 +5
Nov11 110222 164.50 164.50 164.50 164.50 +0.60 46 693 -46
Jan12 110222 162.45 162.45 162.45 162.45 +0.70 0 15 +0
Total Volume and Open Interest 3,194 30,484 -6
Sugar #11(ICE)
Mar11 110222 31.50 31.90 30.83 30.96 -0.06 34,804 71,615 -9,787
May11 110222 28.81 29.23 28.24 28.38 -0.04 47,056 213,522 +3,424
Jul11 110222 26.50 27.06 26.22 26.37 unch 16,808 175,355 +2,720
Oct11 110222 24.75 25.35 24.58 24.69 +0.03 7,245 76,505 +610
Mar12 110222 24.25 24.54 23.81 23.91 +0.03 2,764 53,570 -390
Total Volume and Open Interest 109,199 645,547 -3,388
London Cocoa(LCE)
Mar11 110222 2318 2378 2318 2362 +61 2,467 44,284 +0
May11 110222 2309 2355 2298 2338 +52 6,666 42,585 +0
Jul11 110222 2236 2270 2225 2265 +52 2,199 27,886 +0
Sep11 110222 2181 2208 2174 2206 +47 1,112 22,068 +0
Dec11 110222 2155 2182 2150 2175 +40 1,305 29,439 +0
Mar12 110222 2150 2179 2150 2175 +41 289 23,158 +0
May12 110222 2158 2182 2158 2182 +45 363 4,663 +0
Total Volume and Open Interest 14,944 202,207 +821
London Sugar(LCE)
May11 110222 731.90 736.00 718.50 719.00 -5.50 4,018 21,215 +0
Aug11 110222 706.10 712.00 695.10 696.00 -5.50 1,355 10,779 +0
Oct11 110222 661.00 662.00 650.40 650.90 -6.90 68 3,293 +0
Dec11 110222 645.70 645.70 634.80 634.90 -6.90 50 1,172 +0
Mar12 110222 625.70 625.70 625.70 625.70 -7.20 8 1,023 +0
Total Volume and Open Interest 5,500 37,791 -1,764
Cotton(ICE)
Mar11 110222 185.00 190.02 177.20 187.94 -9.08 17,836 1,352 -8,443
May11 110222 188.93 189.22 187.93 187.93 -7.00 18,835 72,347 +1,160
Jul11 110222 180.00 180.00 179.56 179.56 -7.00 6,594 38,545 +158
Oct11 110222 145.47 147.49 145.47 145.47 -7.00 87 350 +2
Dec11 110222 119.78 121.90 119.39 119.39 -7.00 22,457 58,647 -955
Mar12 110222 117.97 117.97 112.43 112.43 -7.00 531 3,673 -26
Total Volume and Open Interest 67,797 178,793 -7,882
Lumber(CME)
Mar11 110222 306.3 314.8 305.7 307.0 +1.0 308 2,628 -126
May11 110222 324.7 332.8 323.6 325.0 -1.0 283 5,438 -49
Jul11 110222 327.8 334.8 327.0 329.0 +0.5 68 1,925 +21
Sep11 110222 333.9 334.1 328.1 330.7 -1.3 4 234 +1
Total Volume and Open Interest 663 10,228 -153
Crude Oil(NYM)
Mar11 110222 86.38 94.49 86.25 93.57 +7.37 155,296 34,287 -56,000
Apr11 110222 90.04 98.48 89.77 95.42 +5.71 370,523 297,201 +20,941
May11 110222 92.43 99.84 92.29 96.80 +4.49 144,013 179,848 +715
Jun11 110222 93.75 100.67 93.75 97.65 +3.83 97,902 133,199 +2,870
Jul11 110222 94.97 101.15 94.97 98.28 +3.35 32,221 68,516 +1,083
Aug11 110222 95.94 101.49 95.94 98.66 +3.00 18,892 48,432 +1,324
Sep11 110222 96.58 101.90 96.58 98.98 +2.74 13,064 44,851 +163
Oct11 110222 97.16 102.38 97.14 99.26 +2.52 8,679 31,783 +56
Nov11 110222 98.00 102.78 98.00 99.52 +2.32 9,543 34,220 +1,645
Dec11 110222 97.70 103.31 97.70 99.74 +2.16 55,422 167,435 +1,233
Jan12 110222 100.61 102.88 99.34 99.93 +2.00 4,976 31,253 +753
Feb12 110222 99.10 103.06 99.10 100.02 +1.84 2,988 12,976 -52
Mar12 110222 100.29 100.29 99.49 100.09 +1.69 2,220 18,767 -136
Apr12 110222 100.11 100.11 100.11 100.11 +1.56 1,379 7,758 +146
May12 110222 100.51 100.51 100.13 100.13 +1.43 1,467 9,083 +122
Jun12 110222 99.81 101.59 99.41 100.16 +1.30 9,106 57,537 +2,139
Total Volume and Open Interest 952,938 1,511,253 -19,952
e-miNY Crude Oil(NYM)
Feb11 110119 91.225 92.100 90.500 90.850 -0.525 6,388 2,249 -394
Mar11 110218 86.450 87.875 85.675 86.200 -0.150 5,303 9,418 -472
Apr11 110222 90.100 98.400 89.900 95.425 +5.725 8,463 4,924 +438
May11 110222 92.475 99.650 92.475 96.800 +4.500 561 1,691 +75
Jun11 110222 95.000 100.350 95.000 97.650 +3.825 36 409 +13
Jul11 110222 97.175 100.800 97.175 98.275 +3.350 4 24 +4
Aug11 110222 98.650 98.650 98.650 98.650 +3.000 0 12 +0
Sep11 110222 98.975 98.975 98.975 98.975 +2.725 0 11 +0
Oct11 110222 101.875 101.875 99.250 99.250 +2.500 2 46 +0
Nov11 110222 99.525 99.525 99.525 99.525 +2.325 0 3 +0
Total Volume and Open Interest 9,074 7,447 -8,888
Heating Oil(NYM)
Mar11 110222 272.85 285.59 272.76 279.24 +7.95 48,770 38,636 -13,006
Apr11 110222 272.75 286.93 272.75 280.35 +7.75 50,462 84,954 +6,850
May11 110222 274.12 287.02 274.12 281.28 +7.46 19,399 42,982 +426
Jun11 110222 276.63 288.00 276.63 282.36 +7.17 16,560 42,708 -152
Jul11 110222 279.38 289.83 279.38 283.62 +6.91 4,646 19,527 +609
Aug11 110222 283.72 289.43 283.72 284.89 +6.64 1,961 13,399 -17
Sep11 110222 285.14 292.00 283.84 286.47 +6.36 1,808 13,309 +145
Oct11 110222 288.15 291.89 287.39 288.42 +6.18 673 6,287 +31
Nov11 110222 289.93 293.34 289.63 290.68 +6.11 733 7,185 +290
Dec11 110222 292.55 297.56 289.82 292.72 +6.09 4,334 27,861 +448
Jan12 110222 294.43 294.43 294.43 294.43 +6.04 183 6,838 +0
Feb12 110222 295.86 295.86 295.08 295.08 +5.89 22 2,248 +20
Total Volume and Open Interest 149,690 317,449 -4,344
Gasoline(NYMEX)
Mar11 110222 256.37 268.10 256.37 260.21 +5.08 25,346 39,383 -1,936
Apr11 110222 269.01 282.42 268.73 274.64 +5.63 35,936 77,258 +752
May11 110222 271.71 283.12 271.59 276.07 +5.75 15,526 49,267 +63
Jun11 110222 272.50 283.59 272.50 276.40 +5.77 12,888 33,525 +134
Jul11 110222 273.85 282.65 273.85 276.17 +5.81 3,216 19,147 +275
Aug11 110222 271.68 281.22 271.68 275.42 +5.86 1,782 11,309 -294
Sep11 110222 274.00 278.47 273.17 273.92 +5.97 1,003 7,211 +132
Oct11 110222 264.50 264.72 263.32 263.32 +5.98 569 5,100 +2
Nov11 110222 261.93 261.93 261.23 261.23 +5.84 497 2,914 +33
Dec11 110222 263.50 264.79 259.70 260.23 +5.67 752 23,349 +99
Total Volume and Open Interest 97,550 283,669 -733
e-miNY RBOB Gasoline(NYM)
Mar11 110222 260.20 260.21 260.20 260.20 +5.10 0 5 +0
Apr11 110222 274.60 274.64 274.60 274.60 +5.60 0 2 +0
May11 110222 276.10 276.10 276.07 276.10 +5.80 0 1 +0
Jun11 110222 276.40 276.40 276.40 276.40 +5.80 0 1 +0
Total Volume and Open Interest 0 12 +0
Natural Gas(NYM)
Mar11 110222 3.879 3.989 3.824 3.867 -0.009 87,964 35,903 -20,273
Apr11 110222 3.905 4.030 3.866 3.907 +0.001 77,364 213,167 +14,808
May11 110222 3.968 4.093 3.935 3.976 unch 29,150 212,735 +6,234
Jun11 110222 4.042 4.145 3.997 4.038 +0.001 12,861 65,919 +1,293
Jul11 110222 4.097 4.196 4.058 4.096 +0.001 5,650 55,728 +968
Aug11 110222 4.159 4.229 4.090 4.128 +0.003 3,802 24,589 +464
Sep11 110222 4.158 4.239 4.102 4.139 +0.004 3,332 23,970 +477
Oct11 110222 4.207 4.290 4.150 4.185 +0.005 7,960 74,601 +24
Nov11 110222 4.433 4.455 4.351 4.382 +0.006 1,345 25,888 +86
Dec11 110222 4.630 4.680 4.596 4.627 +0.011 994 24,153 +173
Jan12 110222 4.753 4.803 4.728 4.760 +0.012 2,739 54,264 +68
Feb12 110222 4.797 4.798 4.717 4.749 +0.011 589 13,036 -85
Mar12 110222 4.754 4.754 4.659 4.690 +0.012 978 26,020 -42
Apr12 110222 4.580 4.626 4.525 4.555 +0.017 555 24,017 -130
May12 110222 4.610 4.610 4.586 4.587 +0.019 42 5,733 -5
Jun12 110222 4.615 4.631 4.610 4.621 +0.018 39 4,480 +23
Total Volume and Open Interest 235,704 955,054 +4,233
Brent Crude Oil(ICE)
Apr11 110222 107.90 108.57 105.56 105.78 +0.04 209,576 208,541 +0
May11 110222 107.87 108.41 105.62 105.79 -0.10 88,394 137,803 +0
Jun11 110222 107.79 108.33 105.69 105.84 -0.15 74,145 129,762 +0
Jul11 110222 107.42 108.18 105.68 105.81 -0.21 16,177 40,667 +0
Aug11 110222 107.39 108.11 105.64 105.77 -0.27 8,057 24,523 +0
Sep11 110222 107.39 108.05 105.57 105.71 -0.34 11,975 31,698 +0
Oct11 110222 107.43 108.04 105.65 105.67 -0.43 3,945 18,201 +0
Nov11 110222 107.44 107.98 105.49 105.61 -0.51 4,664 15,412 +0
Dec11 110222 105.81 107.94 105.42 105.56 -0.57 52,726 107,232 +0
Jan12 110222 105.52 105.52 105.52 105.52 -0.65 3,011 15,398 +0
Feb12 110222 105.49 105.49 105.49 105.49 -0.72 825 8,944 +0
Mar12 110222 105.46 105.46 105.46 105.46 -0.77 1,649 16,275 +0
Apr12 110222 105.35 105.35 105.35 105.35 -0.80 400 3,626 +0
May12 110222 105.23 105.23 105.23 105.23 -0.83 359 3,598 +0
Total Volume and Open Interest 500,440 887,465 -3,213
Gas Oil(ICE)
Mar11 110222 895.00 901.25 878.50 889.75 +12.50 87,660 163,214 +0
Apr11 110222 899.00 905.25 881.75 893.00 +11.75 99,154 156,078 +0
May11 110222 899.00 905.25 884.50 896.00 +11.25 34,775 73,942 +0
Jun11 110222 900.50 908.25 887.75 899.50 +11.00 27,890 70,500 +0
Jul11 110222 909.75 911.50 891.75 903.25 +10.75 4,464 25,041 +0
Aug11 110222 913.50 915.25 898.25 907.00 +10.75 4,289 24,722 +0
Sep11 110222 917.25 918.75 899.50 910.75 +10.50 6,890 21,467 +0
Oct11 110222 919.50 921.00 903.00 913.00 +10.25 3,603 19,652 +0
Nov11 110222 920.75 922.25 904.50 914.50 +10.25 2,400 15,590 +0
Dec11 110222 923.25 926.75 905.00 916.00 +9.75 17,003 54,055 +0
Total Volume and Open Interest 296,861 712,887 +10,463
Ethanol(CBOT)
Feb11 110203 2.340 2.345 2.340 2.340 +0.005 15 114 -120
Mar11 110222 2.470 2.470 2.399 2.431 -0.073 151 525 -30
Apr11 110222 2.463 2.464 2.420 2.449 -0.067 115 1,122 +30
May11 110222 2.470 2.470 2.440 2.451 -0.072 83 527 +42
Jun11 110222 2.475 2.480 2.460 2.460 -0.067 79 983 +25
Jul11 110222 2.470 2.470 2.460 2.460 -0.073 63 1,088 +61
Aug11 110222 2.450 2.450 2.448 2.448 -0.056 114 907 -1
Sep11 110222 2.341 2.341 2.341 2.341 -0.056 94 665 +10
Total Volume and Open Interest 749 7,760 +158
WTI Crude Oil(ICE
Apr11 110222 97.30 98.23 93.49 95.42 +0.09 51,532 94,012 +2,247
May11 110222 98.72 99.73 95.38 96.80 -0.16 69,489 73,299 +0
Jun11 110222 99.13 100.55 96.47 97.65 -0.31 54,818 75,772 +0
Jul11 110222 99.85 100.97 97.29 98.28 -0.44 10,835 23,684 +0
Aug11 110222 101.31 101.31 97.79 98.66 -0.56 5,344 16,853 +0
Sep11 110222 101.63 101.79 98.15 98.98 -0.66 7,876 25,130 +0
Oct11 110222 101.85 101.85 98.46 99.26 -0.77 2,647 18,487 +0
Nov11 110222 102.14 102.14 98.78 99.52 -0.89 2,204 13,509 +0
Dec11 110222 101.88 102.64 98.82 99.74 -1.01 26,187 90,490 +0
Jan12 110222 99.93 99.93 99.93 99.93 -1.11 581 9,978 +0
Feb12 110222 100.02 100.02 100.02 100.02 -1.21 66 1,810 +0
Mar12 110222 100.09 100.09 100.09 100.09 -1.30 40 4,190 +0
Apr12 110222 100.11 100.11 100.11 100.11 -1.39 121 1,974 +0
May12 110222 100.13 100.13 100.13 100.13 -1.48 91 969 +0
Jun12 110222 101.08 101.58 99.88 100.16 -1.57 3,082 25,858 +0
Jul12 110222 100.12 100.12 100.12 100.12 -1.61 0 549 +0
Total Volume and Open Interest 308,208 556,274 -16,725
US Dollar Index(ICE)
Mar11 110222 77.880 78.390 77.635 77.823 +0.103 5,135 39,021 +612
Jun11 110222 78.220 78.655 77.985 78.143 +0.103 145 1,228 -20
Sep11 110222 78.550 78.550 78.503 78.503 +0.103 0 4 +0
Total Volume and Open Interest 5,280 40,254 +592
Australian Dollar(CME)
Mar11 110222 101.16 101.26 99.42 99.50 -1.66 67,270 128,168 +1,477
Jun11 110222 99.95 100.02 98.34 98.37 -1.65 404 1,521 +280
Sep11 110222 97.15 98.77 97.15 97.15 -1.62 0 14 +0
Total Volume and Open Interest 67,674 129,751 +1,757
British Pound(CME)
Mar11 110222 162.45 162.54 160.98 161.42 -1.01 126,706 125,250 +1,866
Jun11 110222 162.23 162.23 160.80 161.24 -0.99 825 1,056 +20
Sep11 110222 160.75 161.90 160.75 160.90 -1.00 11 18 -5
Total Volume and Open Interest 127,542 126,357 +1,881
Canadian Dollar(CME)
Mar11 110222 101.43 101.77 100.75 100.92 -0.38 72,523 137,451 -3,273
Jun11 110222 101.26 101.54 100.59 100.72 -0.37 541 4,446 +329
Sep11 110222 101.10 101.10 100.33 100.45 -0.35 10 1,100 +9
Dec11 110222 100.45 100.69 100.09 100.14 -0.34 9 1,767 -2
Total Volume and Open Interest 73,083 144,849 -2,937
Japanese Yen(CME)
Mar11 110222 120.32 121.12 119.87 120.93 +0.61 116,464 120,071 -611
Jun11 110222 120.50 121.21 120.00 121.02 +0.60 371 1,752 -73
Sep11 110222 120.37 121.18 120.37 121.17 +0.61 0 33 +0
Total Volume and Open Interest 116,835 121,875 -684
Swiss Franc(CME)
Mar11 110222 105.68 106.78 105.21 106.62 +0.83 44,782 41,835 +633
Jun11 110222 105.90 106.80 105.55 106.72 +0.83 62 244 +3
Sep11 110222 105.60 107.00 105.60 106.83 +0.83 0 5 +0
Total Volume and Open Interest 44,844 42,095 +636
EuroFX(CME)
Mar11 110222 136.87 137.14 135.23 136.58 -0.23 354,605 199,983 +12,505
Jun11 110222 136.80 136.97 135.10 136.40 -0.25 1,524 5,282 +436
Sep11 110222 136.05 136.39 135.87 136.12 -0.27 17 111 -12
Total Volume and Open Interest 356,146 205,737 +12,929
Mexican Peso(CME)
Mar11 110222 829.8 831.2 821.5 823.5 -6.2 16,183 146,733 -3,472
Apr11 110222 822.8 829.0 822.8 822.8 -6.2      
Total Volume and Open Interest 16,206 148,281 -3,470
30-Year T-Bonds(CBOT)
Mar11 110222 119~050 121~010 119~040 120~270 +1~200 325,081 572,804 -5,032
Jun11 110222 117~240 119~140 117~220 119~090 +1~210 26,676 40,341 +14,533
Sep11 110222 117~210 117~210 116~000 117~210 +1~210 0 1 +0
Total Volume and Open Interest 351,757 613,146 +9,501
10-Year T-Notes(CBOT)
Mar11 110222 119~005 120~050 119~000 120~030 +1~010 864,245 1,428,901 -44,942
Jun11 110222 117~195 118~255 117~195 118~240 +1~040 36,896 113,516 +18,506
Sep11 110222 117~170 117~170 116~130 117~170 +1~040 0 1 +0
Total Volume and Open Interest 901,141 1,542,422 -26,436
5-Year T-Notes(CBOT)
Mar11 110222 116~127 117~089 116~123 117~085 +0~090 533,324 1,208,824 -34,182
Jun11 110222 116~011 116~092 115~123 116~089 +0~094 62,898 148,435 +20,790
Sep11 110222 115~019 115~113 115~019 115~113 +0~094      
Total Volume and Open Interest 596,222 1,357,259 -13,392
2 Year T-Notes(CBOT)
Mar11 110222 109~034 109~050 109~032 109~046 +0~014 297,855 886,856 -33,676
Jun11 110222 108~117 109~004 108~115 109~001 +0~014 17,953 49,239 +8,945
Sep11 110222 108~095 108~095 108~081 108~095 +0~014      
Total Volume and Open Interest 315,808 936,095 -24,731
Eurodollars(CME)
Mar11 110222 99.668 99.675 99.660 99.670 +0.002 323,998 1,004,569 -46,158
Jun11 110222 99.610 99.610 99.590 99.605 +0.005 250,290 1,203,691 +13,546
Sep11 110222 99.515 99.520 99.490 99.500 +0.005 301,569 1,268,217 +14,943
Dec11 110222 99.315 99.345 99.300 99.325 +0.025 308,879 1,265,567 +684
Mar12 110222 99.000 99.075 99.000 99.045 +0.050 331,673 1,004,028 +2,620
Jun12 110222 98.635 98.715 98.625 98.685 +0.070 256,247 711,493 -8,185
Sep12 110222 98.260 98.350 98.250 98.325 +0.085 235,183 561,029 +7,991
Dec12 110222 97.925 98.030 97.915 98.010 +0.100 205,283 426,251 -17,772
Mar13 110222 97.635 97.745 97.630 97.735 +0.115 109,074 260,856 +1,660
Jun13 110222 97.360 97.485 97.355 97.475 +0.130 77,123 211,850 +1,175
Sep13 110222 97.100 97.235 97.100 97.230 +0.145 70,623 208,713 +1,377
Dec13 110222 96.845 96.995 96.840 96.985 +0.155 55,817 182,251 +3,158
Mar14 110222 96.610 96.775 96.605 96.760 +0.165 27,597 129,756 +1,806
Jun14 110222 96.375 96.555 96.375 96.535 +0.175 19,941 105,490 +910
Sep14 110222 96.165 96.340 96.165 96.320 +0.180 18,276 65,488 +1,089
Dec14 110222 95.940 96.120 95.940 96.100 +0.175 16,142 78,785 +116
Mar15 110222 95.780 95.935 95.780 95.915 +0.170 12,297 56,294 +1,462
Jun15 110222 3.845 4.010 3.835 3.990 +0.165 10,005 38,866 +1,580
Total Volume and Open Interest 2,656,365 8,959,957 -17,819
30 Day Federal Funds(CBOT)
Feb11 110222 99.842 99.842 99.840 99.840 unch 450 82,107 -72
Mar11 110222 99.855 99.855 99.850 99.850 unch 651 60,330 +86
Apr11 110222 99.855 99.865 99.855 99.860 unch 2,272 57,122 +175
May11 110222 99.855 99.860 99.855 99.855 unch 1,084 62,301 +267
Jun11 110222 99.850 99.855 99.850 99.855 +0.005 1,398 46,666 -126
Jul11 110222 99.830 99.840 99.830 99.830 unch 3,045 55,021 -584
Total Volume and Open Interest 34,311 612,329 +3,224
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 110222 99.658 99.660 99.658 99.660 -0.002 180 3,725 +40
Jun11 110222 99.645 99.645 99.645 99.645 unch 0 150 +0
Sep11 110222 99.632 99.632 99.632 99.632 +0.005      
Dec11 110222 99.618 99.618 99.618 99.618 +0.010 0 75 +0
Mar12 110222 99.600 99.600 99.600 99.600 +0.015      
Jun12 110222 99.645 99.645 99.645 99.645 +0.015      
Sep12 110222 99.595 99.595 99.595 99.595 +0.015      
Dec12 110222 99.500 99.500 99.500 99.500 +0.015      
Mar13 110222 99.500 99.500 99.500 99.500 +0.015      
Jun13 110222 99.455 99.455 99.455 99.455 +0.015      
Total Volume and Open Interest 180 3,950 +40
3-Mth Euro-Yen(SGX)
Mar11 110222 99.66 99.66 99.66 99.66 unch 0 5,306 +0
Jun11 110222 99.64 99.64 99.64 99.64 unch 0 972 +0
Sep11 110222 99.64 99.64 99.63 99.63 unch 0 786 +0
Dec11 110222 99.62 99.62 99.62 99.62 unch 102 2,211 +0
Mar12 110222 99.60 99.60 99.60 99.60 unch 0 405 +0
Jun12 110222 99.64 99.64 99.64 99.64 unch 0 754 +0
Sep12 110222 99.60 99.60 99.60 99.60 unch 0 310 +0
Dec12 110222 99.50 99.50 99.50 99.50 unch 0 4 +0
Total Volume and Open Interest 102 10,749 +164
Japanese Gov't Bonds(SGX)
Mar11 110222 138.98 139.62 138.96 139.58 +0.61 1,110 16,358 -505
Jun11 110222 138.21 138.66 138.21 138.66 +0.66 21 60 +0
Sep11 110222 136.23 136.23 136.23 136.23 +0.66      
Total Volume and Open Interest 1,679 16,923 +238
Euro-Bund(EUREX)
Mar11 110222 123.95 124.36 123.89 124.13 +0.38 869,035 1,246,500 +0
Jun11 110222 122.90 122.91 122.50 122.70 +0.39 14,069 46,635 +0
Sep11 110222 122.23 122.23 122.23 122.23 +0.38 55 1 +0
Total Volume and Open Interest 883,159 1,293,136 -112,957
Euro-Bobl(EUREX)
Mar11 110222 117.32 117.51 117.11 117.29 +0.06 591,524 908,417 +0
Jun11 110222 115.92 116.02 115.67 115.83 +0.06 7,164 49,651 +0
Sep11 110222 115.29 115.29 115.29 115.29 +0.11      
Total Volume and Open Interest 598,688 958,068 -83,346
3-Mth Euribor(EUREX)
Mar11 110222 98.855 98.855 98.835 98.835 -0.025 0 5,970 +0
Jun11 110222 98.520 98.525 98.520 98.525 -0.040 8 9,514 +0
Sep11 110222 98.260 98.260 98.260 98.260 -0.055 3 2,256 +0
Total Volume and Open Interest 187 26,267 +236
Long Gilt(LIFFE)
Mar11 110222 116~29 117~10 116~29 117~05 +0~15 106,535 272,176 +0
Jun11 110222 115~18 116~00 115~18 115~28 +0~15 5,173 5,344 +0
Total Volume and Open Interest 111,708 277,520 +7,574
3-Mth Short Sterling(LIFFE)
Mar11 110222 99.12 99.12 99.09 99.11 unch 94,512 346,412 +0
Jun11 110222 98.81 98.83 98.78 98.81 unch 106,321 360,521 +0
Sep11 110222 98.55 98.58 98.52 98.55 unch 118,992 348,012 +0
Dec11 110222 98.29 98.31 98.25 98.27 -0.01 93,284 369,981 +0
Mar12 110222 98.02 98.04 97.98 97.99 -0.01 106,323 300,408 +0
Jun12 110222 97.73 97.77 97.69 97.71 unch 76,084 194,105 +0
Total Volume and Open Interest 721,748 2,383,241 +24,197
3-Mth Euribor(LIFFE)
Mar11 110222 98.850 98.860 98.815 98.835 -0.025 117,267 605,409 -14,434
Jun11 110222 98.560 98.590 98.495 98.525 -0.040 173,608 633,109 +0
Sep11 110222 98.315 98.330 98.225 98.265 -0.050 196,185 606,282 +0
Total Volume and Open Interest 1,039,923 3,649,854 +71,000
3-Mth Aus T-Bills(SFE)
Mar11 110222 95.05 95.06 95.04 95.06 +0.01 8,884 119,470 +0
Jun11 110222 94.97 94.98 94.96 94.98 +0.01 11,719 188,251 +0
Sep11 110222 94.85 94.88 94.84 94.87 +0.02 11,837 116,375 +0
Dec11 110222 94.70 94.76 94.70 94.76 +0.05 5,489 62,326 +0
Mar12 110222 94.57 94.65 94.57 94.65 +0.07 1,641 52,634 +0
Jun12 110222 94.50 94.55 94.50 94.55 +0.07 56 42,297 +0
Sep12 110222 94.42 94.46 94.42 94.46 +0.07 206 29,945 +0
Dec12 110222 94.35 94.41 94.35 94.39 +0.07 275 16,225 +0
Mar13 110222 94.28 94.34 94.28 94.34 +0.07 0 3,226 +0
Jun13 110222 94.28 94.28 94.28 94.28 +0.07 0 611 +0
Total Volume and Open Interest 40,107 633,050 +18,356
10-Year Aus T-Bonds(SFE)
Mar11 110222 94.35 94.41 94.35 94.40 +0.04 21,110 376,598 +0
Jun11 110222 94.40 94.40 94.40 94.40 +0.04      
Total Volume and Open Interest 21,110 376,598 +6,416
3-Year Aus T-Bonds(SFE)
Mar11 110222 94.78 94.85 94.76 94.85 +0.07 124,606 503,790 +12,148
Jun11 110222 94.85 94.85 94.85 94.85 +0.07      
Total Volume and Open Interest 57,556 491,642 -17,289
Gold(CMX)
Feb11 110222 1395.1 1408.7 1395.1 1400.5 +12.3 98 585 -68
Apr11 110222 1390.1 1411.5 1390.1 1401.1 +12.5 113,558 318,374 +5,610
Jun11 110222 1392.5 1412.8 1392.1 1402.6 +12.5 2,655 54,201 -77
Aug11 110222 1398.4 1412.5 1398.4 1404.0 +12.5 1,017 22,349 +137
Oct11 110222 1395.0 1413.0 1395.0 1405.3 +12.4 474 8,142 +97
Dec11 110222 1396.5 1416.9 1396.5 1406.8 +12.3 1,457 25,959 +169
Feb12 110222 1406.6 1411.9 1406.6 1408.7 +12.3 62 6,663 +25
Apr12 110222 1412.0 1412.0 1411.2 1411.2 +12.3 2 5,348 +1
Jun12 110222 1414.1 1414.1 1414.1 1414.1 +12.0 2 6,656 +0
Aug12 110222 1417.3 1417.3 1417.3 1417.3 +11.8 0 977 +0
Oct12 110222 1421.2 1421.2 1421.2 1421.2 +11.5 0 1,341 +0
Dec12 110222 1419.1 1433.2 1419.1 1425.7 +11.4 207 12,208 +31
Total Volume and Open Interest 120,519 487,834 +6,286
Silver(CMX)
Mar11 110222 3265.0 3432.0 3239.0 3286.2 +56.6 85,991 50,848 -2,277
May11 110222 3268.5 3431.5 3238.0 3285.6 +57.1 24,160 53,782 +955
Jul11 110222 3267.0 3421.0 3242.0 3284.7 +57.1 3,372 11,094 -262
Sep11 110222 3270.0 3427.0 3270.0 3283.5 +56.9 698 5,053 +162
Dec11 110222 3275.0 3425.0 3263.0 3281.7 +56.4 1,810 13,811 +428
Mar12 110222 3272.5 3419.5 3244.0 3274.1 +53.3 17 691 +2
May12 110222 3269.6 3269.6 3269.6 3269.6 +51.8 0 220 +0
Total Volume and Open Interest 117,094 150,160 -455
Platinum(NYMEX)
Apr11 110222 1840.5 1858.0 1785.6 1786.3 -57.0 3,607 39,706 +546
Jul11 110222 1852.5 1858.8 1789.0 1789.0 -56.8 30 2,097 +2
Oct11 110222 1852.5 1852.5 1791.8 1791.8 -56.9 5 370 +5
Jan12 110222 1860.5 1860.5 1794.4 1794.4 -56.3 1 11 +1
Total Volume and Open Interest 3,653 42,224 +556
Palladium(NYMEX)
Mar11 110222 854.50 862.00 799.30 805.70 -52.00 4,066 11,610 -1,171
Jun11 110222 855.25 863.70 801.10 807.40 -52.05 1,538 12,137 +1,392
Sep11 110222 856.00 860.15 808.50 808.50 -51.75 0 54 -1
Total Volume and Open Interest 5,611 23,815 +220
Copper(CMX)
Mar11 110222 448.80 451.40 430.80 434.70 -13.50 35,755 36,360 -4,340
May11 110222 449.60 452.60 432.30 436.30 -13.30 14,186 75,834 +3,086
Jul11 110222 450.00 452.90 433.90 437.15 -13.00 802 24,828 +357
Sep11 110222 449.10 449.10 434.45 437.60 -12.65 698 6,808 +111
Dec11 110222 448.00 448.60 434.85 437.60 -11.95 682 6,221 +123
Total Volume and Open Interest 52,680 155,150 -810
DJIA Index(CBOT)
Mar11 110222 12370 12373 12160 12183 -192 332 11,849 +86
Jun11 110222 12140 12140 12118 12118 -192 0 14 -1
Sep11 110222 12063 12255 12063 12063 -192      
Dec11 110222 12008 12200 12008 12008 -192 0 1 +0
Total Volume and Open Interest 332 11,864 +85
S & P 500(CME)
Mar11 110222 1342.00 1342.40 1310.50 1314.40 -28.00 14,036 315,380 +2,261
Jun11 110222 1321.50 1328.00 1305.80 1309.50 -28.00 1,259 13,760 -14
Sep11 110222 1304.60 1304.60 1300.90 1304.60 -28.00 0 3,090 +0
Dec11 110222 1299.80 1299.80 1296.10 1299.80 -28.00 0 637 +0
Total Volume and Open Interest 15,295 332,867 +2,247
S & P 500 E-Mini(Globex)
Mar11 110222 1342.25 1342.50 1310.25 1314.50 -28.00 1,516,091 2,854,700 +5,052
Jun11 110222 1335.75 1337.50 1306.00 1309.50 -28.00 1,651 25,061 -112
Total Volume and Open Interest 1,517,746 2,880,034 +4,938
NASDAQ 100(CME)
Mar11 110222 2392.00 2393.00 2316.00 2321.80 -73.20 1,750 18,718 +1,348
Jun11 110222 2338.00 2360.00 2316.00 2319.00 -73.30 2 1,063 +0
Sep11 110222 2316.50 2316.50 2313.50 2316.50 -73.30      
Total Volume and Open Interest 1,752 19,781 +1,348
NASDAQ 100 E-Mini(Globex)
Mar11 110222 2393.50 2394.00 2315.50 2321.80 -73.20 183,849 372,510 +10,108
Jun11 110222 2385.00 2387.00 2313.30 2319.00 -73.30 127 1,966 +22
Total Volume and Open Interest 183,976 374,482 +10,130
S & P Midcap 400(CME)
Mar11 110222 959.10 959.10 955.00 959.10 -22.20 54 2,856 +46
Jun11 110222 956.50 956.50 956.50 956.50 -22.20      
Sep11 110222 954.40 954.40 954.40 954.40 -22.20      
Total Volume and Open Interest 54 2,856 +46
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Mar11 110222 10850 10880 10510 10540 -315 5,902 49,552 +307
Jun11 110222 10710 10750 10485 10515 -315 31 201 +31
Total Volume and Open Interest 5,933 49,753 +338
Nikkei 225(SGX)
Mar11 110222 10860 10870 10630 10655 -210 68,459 250,403 +0
Jun11 110222 10715 10750 10570 10580 -205 6 4,713 +0
Sep11 110222 10580 10580 10580 10580 -210 0 400 +0
Total Volume and Open Interest 68,665 264,595 +317
CAC 40(EURONEXT)
Mar11 110222 4088.5 4088.5 4017.5 4056.5 -42.0 140,809 350,443 +0
Apr11 110222 4080.0 4080.5 4022.0 4059.5 -42.0 306 334 +0
May11 110222 3981.5 3981.5 3981.5 3981.5 -42.0      
Total Volume and Open Interest 141,119 350,831  
Hang Seng Index(HKFE)
Feb11 110222 23200 23200 22919 22942 -505 80,114 79,959 +0
Mar11 110222 23140 23140 22860 22882 -504 3,716 15,842 +0
Total Volume and Open Interest 84,187 98,395 +1,741
DAX(EUREX)
Mar11 110222 7310.5 7356.5 7252.0 7325.5 -1.0 103,348 249,731 +0
Jun11 110222 7334.0 7378.5 7276.5 7349.5 unch 364 16,039 +0
Sep11 110222 7339.0 7375.0 7314.0 7372.5 +0.5 197 776 +0
Total Volume and Open Interest 103,909 266,546 +12,286
FT-SE 100(EURONEXT)
Mar11 110222 5975.00 6008.00 5902.50 5978.50 -18.50 84,563 659,217 +0
Jun11 110222 5913.00 5950.00 5870.00 5935.50 -18.50 400 8,477 +0
Sep11 110222 5858.50 5904.00 5858.50 5904.00 -18.00 0 321 +0
Total Volume and Open Interest 84,968 668,105 +1,212
SPI 200(SFE)
Mar11 110222 4900.0 4902.0 4838.0 4846.0 -49.0 39,514 202,796 +0
Jun11 110222 4871.0 4871.0 4866.0 4871.0 -46.0 39 3,834 +0
Sep11 110222 4860.0 4860.0 4860.0 4860.0 -48.0 6 1,976 +0
Total Volume and Open Interest 39,725 210,791 +14,487
GSCI(CME)
Mar11 110222 25.64 25.64 10.54 14.14 +11.50 222 14,274 +127
Apr11 110222 30.64 30.64 16.64 19.64 +9.00 1 24 -1
May11 110222 21.64 31.64 21.64 21.64 +7.50      
Total Volume and Open Interest 223 14,298 +126
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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