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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 23, 2011
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Mar11 110223 1297.00 1321.50 1284.75 1320.00 +22.00 135,942 65,856 -28,842
May11 110223 1310.00 1335.00 1296.25 1331.50 +20.50 120,279 239,269 +12,304
Jul11 110223 1316.75 1341.75 1305.00 1340.25 +21.25 54,802 117,141 +4,042
Aug11 110223 1310.00 1328.75 1294.50 1328.75 +24.75 1,578 6,272 -6
Sep11 110223 1290.25 1311.75 1280.00 1311.50 +22.50 1,348 5,217 +157
Nov11 110223 1274.00 1296.75 1267.00 1295.75 +21.50 35,686 160,027 +1,138
Jan12 110223 1282.50 1301.00 1271.75 1300.00 +22.00 977 17,441 +86
Total Volume and Open Interest 352,685 638,393 -11,067
Soybean Meal(CBOT)
Mar11 110223 347.60 352.50 344.30 351.80 +5.30 49,662 21,985 -11,086
May11 110223 351.00 356.50 348.30 356.10 +5.40 59,666 84,213 +8,371
Jul11 110223 353.00 358.50 350.00 358.10 +5.60 15,240 39,708 +489
Aug11 110223 350.90 355.00 347.50 355.00 +6.00 2,515 9,454 +378
Sep11 110223 345.00 349.40 343.80 349.40 +4.40 2,716 8,539 +345
Oct11 110223 336.90 340.90 335.40 340.90 +4.00 1,561 8,807 -15
Dec11 110223 335.50 339.60 333.00 339.60 +4.10 6,887 23,942 +122
Jan12 110223 337.80 339.70 336.80 339.70 +3.90 568 3,218 -96
Total Volume and Open Interest 139,471 205,915 -1,469
Soybean Oil(CBOT)
Mar11 110223 53.96 55.07 53.31 55.02 +1.03 65,407 40,576 -15,070
May11 110223 54.62 55.75 53.95 55.70 +1.08 94,098 164,510 +8,028
Jul11 110223 55.06 56.30 54.53 56.23 +1.10 29,505 87,066 +2,039
Aug11 110223 55.38 56.47 54.75 56.42 +1.10 1,578 8,984 -206
Sep11 110223 55.48 56.65 54.85 56.53 +1.12 1,407 10,464 +299
Oct11 110223 55.25 56.65 54.94 56.47 +1.13 1,297 12,649 -21
Dec11 110223 55.40 56.70 55.00 56.57 +1.16 8,034 44,618 -352
Jan12 110223 56.10 56.62 56.10 56.62 +1.16 267 1,011 +60
Total Volume and Open Interest 201,699 373,754 -5,168
Canola(WCE)
Mar11 110223 555.0 572.5 539.7 572.0 +15.9 12,387 22,509 -5,011
May11 110223 562.5 581.9 547.9 580.5 +16.4 11,659 91,354 +2,075
Jul11 110223 571.7 589.6 555.1 588.3 +16.6 1,631 22,117 +441
Nov11 110223 536.8 565.1 528.3 564.6 +19.1 1,647 61,349 -425
Jan12 110223 545.0 569.9 545.0 569.6 +18.8 79 3,655 -25
Total Volume and Open Interest 27,450 203,493 -2,939
Corn(CBOT)
Mar11 110223 672.50 693.75 656.50 691.50 +11.75 176,836 206,041 -50,566
May11 110223 683.25 705.00 667.50 702.25 +12.00 170,203 645,659 +27,470
Jul11 110223 687.50 708.75 672.25 707.00 +12.50 64,722 347,221 +4,113
Sep11 110223 623.75 641.00 609.25 640.25 +11.00 4,641 64,585 +222
Dec11 110223 580.00 593.00 566.50 591.75 +9.25 44,232 351,591 +1,352
Mar12 110223 587.75 602.00 576.00 600.50 +10.00 4,026 42,346 +381
Total Volume and Open Interest 469,261 1,712,941 -15,982
Wheat(CBOT)
Mar11 110223 758.75 767.75 723.00 763.00 +0.75 70,284 45,210 -19,231
May11 110223 793.50 801.75 756.75 798.25 +2.50 74,389 190,060 +5,510
Jul11 110223 824.75 832.50 790.00 831.25 +4.75 30,560 129,235 +132
Sep11 110223 852.25 863.00 817.00 862.25 +7.75 6,583 37,236 -198
Dec11 110223 869.75 881.50 829.00 880.00 +8.25 12,741 90,830 -342
Total Volume and Open Interest 196,659 518,419 -13,840
Wheat(KCBT)
Mar11 110223 870.50 880.00 839.50 878.75 +6.00 15,610 26,371 -3,817
May11 110223 882.75 891.50 851.00 890.25 +6.25 14,716 80,588 +406
Jul11 110223 893.25 901.25 861.00 900.25 +6.75 7,319 63,862 -399
Sep11 110223 906.00 915.50 875.00 914.75 +7.25 1,549 17,728 +474
Dec11 110223 920.75 930.75 895.00 930.25 +8.25 1,981 18,000 +388
Total Volume and Open Interest 41,357 210,587 -2,935
Wheat(MGE)
Mar11 110223 905.50 914.25 873.50 906.75 +0.50 4,807 6,681 -1,850
May11 110223 915.75 926.25 885.00 919.50 +2.75 4,586 20,597 -323
Jul11 110223 924.75 934.50 893.50 927.50 +3.00 1,801 12,275 -236
Sep11 110223 925.75 936.75 895.00 929.50 +2.50 1,405 13,598 +115
Dec11 110223 934.00 944.75 922.50 937.00 +2.25 963 10,748 -143
Total Volume and Open Interest 13,660 66,154 -2,429
Oats(CBOT)
Mar11 110223 377.25 379.00 360.00 375.25 -14.50 1,933 2,603 -1,163
May11 110223 379.75 388.25 368.25 385.00 -12.50 1,787 8,739 +847
Jul11 110223 393.00 393.75 373.00 391.50 -10.50 124 1,295 +51
Sep11 110223 374.25 384.00 363.25 384.00 +3.50 11 291 +2
Total Volume and Open Interest 3,946 14,757 -252
Rough Rice(CBOT)
Mar11 110223 13.93 13.93 13.50 13.50 -0.75 1,914 5,431 -1,505
May11 110223 14.26 14.28 13.82 13.83 -0.74 2,119 13,071 +1,194
Jul11 110223 14.64 14.64 14.12 14.13 -0.74 192 4,210 +63
Sep11 110223 14.81 14.81 14.29 14.35 -0.67 45 2,142 +0
Total Volume and Open Interest 4,290 25,495 -245
Live Cattle(CME)
Feb11 110223 110.150 110.550 109.500 110.330 +0.230 2,911 5,084 -1,610
Apr11 110223 113.830 114.150 112.900 113.980 +0.330 25,191 168,457 -346
Jun11 110223 114.885 115.300 113.980 115.285 +0.500 15,709 94,489 +3,390
Aug11 110223 115.600 116.500 115.135 116.450 +0.800 5,604 37,380 -56
Oct11 110223 118.550 119.600 118.035 119.600 +0.950 5,934 25,425 -425
Dec11 110223 118.550 119.600 118.000 119.580 +0.880 3,888 21,272 +93
Total Volume and Open Interest 59,655 359,080 +1,118
Feeder Cattle(CME)
Mar11 110223 129.650 130.435 127.635 128.850 -0.350 3,200 14,521 -524
Apr11 110223 131.000 131.735 129.380 130.550 -0.050 1,429 9,569 +16
May11 110223 131.575 132.500 130.100 131.250 -0.300 1,502 11,407 +123
Aug11 110223 132.250 132.900 130.500 131.900 -0.100 1,153 12,131 +223
Sep11 110223 131.150 131.600 130.185 131.300 -0.100 122 1,954 +59
Oct11 110223 130.600 130.800 129.600 130.800 -0.100 43 1,012 +8
Nov11 110223 130.500 131.000 129.200 130.600 -0.200 19 549 +6
Total Volume and Open Interest 7,469 51,176 -89
Lean Hogs(CME)
Apr11 110223 92.300 92.650 90.080 90.980 -1.305 19,808 98,823 -2,186
May11 110223 100.050 100.050 98.150 99.080 -0.970 264 3,014 +10
Jun11 110223 102.400 102.850 100.680 101.700 -0.700 8,393 67,238 +1,525
Jul11 110223 100.850 101.350 99.480 100.500 -0.350 2,547 23,977 +312
Aug11 110223 99.400 99.730 98.135 99.100 -0.480 3,204 20,030 +268
Oct11 110223 87.700 88.200 86.700 88.050 +0.015 2,401 18,540 +701
Dec11 110223 82.950 83.480 82.100 83.285 +0.035 1,003 9,214 +273
Feb12 110223 83.600 83.600 82.550 83.200 +0.100 293 2,467 +67
Total Volume and Open Interest 38,323 244,999 +1,314
Class III Milk(CME)
Feb11 110223 17.00 17.05 16.98 17.04 +0.06 92 4,889 +4
Mar11 110223 18.78 18.98 18.48 18.75 -0.02 508 6,361 +6
Apr11 110223 18.15 18.33 17.40 17.61 -0.54 452 5,827 -62
May11 110223 17.95 18.05 17.17 17.49 -0.40 268 4,677 -36
Jun11 110223 17.47 17.51 16.72 17.06 -0.34 158 3,683 +1
Total Volume and Open Interest 2,665 39,838 +74
Cocoa(ICE)
Mar11 110223 3666 3689 3612 3661 +28 143 128 -112
May11 110223 3587 3641 3536 3631 +45 11,184 71,639 -419
Jul11 110223 3550 3575 3486 3567 +45 2,804 22,924 +491
Sep11 110223 3435 3503 3427 3501 +45 1,119 12,004 +44
Dec11 110223 3399 3438 3365 3437 +41 1,184 16,747 +581
Mar12 110223 3422 3467 3415 3467 +45 125 22,967 -36
May12 110223 3470 3470 3470 3470 +52 8 4,752 -1
Total Volume and Open Interest 16,706 154,656 +602
Coffee "C"(ICE)
Mar11 110223 274.35 274.75 268.00 268.75 -4.85 446 1,442 -302
May11 110223 274.80 275.95 268.35 269.45 -4.90 12,835 81,522 +5
Jul11 110223 277.20 277.30 270.70 271.40 -4.80 2,758 19,692 +292
Sep11 110223 278.10 278.25 272.00 272.40 -4.70 1,638 8,050 +109
Dec11 110223 273.15 275.35 270.50 270.75 -4.50 361 12,823 -67
Mar12 110223 270.05 272.15 267.50 267.75 -4.35 64 1,842 +1
Total Volume and Open Interest 18,142 126,328 +22
Orange Juice(ICE)
Mar11 110223 179.00 180.75 178.00 179.30 -1.00 1,213 4,923 -876
May11 110223 177.20 177.20 174.60 174.85 -2.35 2,893 21,984 +1,511
Jul11 110223 170.20 171.10 169.75 170.25 -1.95 220 2,880 +51
Sep11 110223 167.55 167.55 167.55 167.55 -2.25 4 653 +0
Nov11 110223 164.50 164.50 162.45 162.45 -2.05 4 692 -1
Jan12 110223 160.40 160.40 160.40 160.40 -2.05 0 15 +0
Total Volume and Open Interest 4,334 31,169 +685
Sugar #11(ICE)
Mar11 110223 31.00 31.19 29.79 29.94 -1.02 51,742 59,380 -12,235
May11 110223 28.50 28.53 27.00 27.36 -1.02 53,604 218,675 +5,153
Jul11 110223 26.40 26.49 25.04 25.34 -1.03 19,873 174,660 -695
Oct11 110223 24.70 24.80 23.48 23.87 -0.82 11,383 76,287 -218
Mar12 110223 24.11 24.11 22.80 23.15 -0.76 1,536 53,725 +155
Total Volume and Open Interest 139,088 637,871 -7,676
London Cocoa(LCE)
Mar11 110223 2369 2377 2330 2374 +12 3,030 44,436 +152
May11 110223 2348 2361 2309 2357 +19 9,650 44,232 +1,647
Jul11 110223 2267 2277 2237 2274 +9 3,228 26,597 -1,289
Sep11 110223 2207 2225 2180 2218 +12 908 22,502 +434
Dec11 110223 2175 2186 2151 2179 +4 845 30,193 +754
Mar12 110223 2174 2186 2154 2179 +4 653 23,451 +293
May12 110223 2187 2188 2184 2184 +2 137 4,663 +0
Total Volume and Open Interest 18,680 204,206 +1,999
London Sugar(LCE)
May11 110223 722.00 722.90 691.00 702.60 -16.40 2,932 21,558 +343
Aug11 110223 697.90 697.90 666.50 678.70 -17.30 1,048 10,444 -335
Oct11 110223 650.00 650.40 624.80 638.40 -12.50 155 3,363 +70
Dec11 110223 620.10 622.90 611.50 622.90 -12.00 20 1,166 -6
Mar12 110223 614.50 615.00 606.20 615.00 -10.70 0 1,023 +0
Total Volume and Open Interest 4,155 37,863 +72
Cotton(ICE)
Mar11 110223 182.59 187.76 180.90 186.56 -1.38 740 1,100 -252
May11 110223 181.54 187.85 180.93 184.23 -3.70 4,705 72,542 +195
Jul11 110223 176.05 177.50 172.56 175.59 -3.97 1,388 38,562 +17
Oct11 110223 144.95 144.95 138.47 143.84 -1.63 55 363 +13
Dec11 110223 118.00 122.60 113.00 120.75 +1.36 2,707 58,416 -231
Mar12 110223 112.35 115.11 107.35 114.45 +2.02 371 3,744 +71
Total Volume and Open Interest 10,167 178,652 -141
Lumber(CME)
Mar11 110223 306.1 307.7 297.2 299.1 -7.9 419 2,445 -183
May11 110223 324.7 325.7 316.5 317.5 -7.5 491 5,694 +256
Jul11 110223 327.5 327.5 320.0 322.5 -6.5 122 1,985 +60
Sep11 110223 327.9 327.9 322.6 327.0 -3.7 5 234 +0
Total Volume and Open Interest 1,039 10,361 +133
Crude Oil(NYM)
Apr11 110223 95.68 100.00 95.14 98.10 +2.68 638,193 300,882 +3,681
May11 110223 96.95 101.43 96.45 99.82 +3.02 246,952 180,908 +1,060
Jun11 110223 97.90 102.04 97.24 100.64 +2.99 169,080 139,533 +6,334
Jul11 110223 98.44 102.40 97.88 101.22 +2.94 62,843 76,926 +8,410
Aug11 110223 98.80 102.53 98.36 101.51 +2.85 35,368 49,976 +1,544
Sep11 110223 98.93 102.60 98.90 101.66 +2.68 28,746 43,386 -1,465
Oct11 110223 99.70 102.55 99.70 101.79 +2.53 15,049 31,748 -35
Nov11 110223 99.78 102.69 99.78 101.92 +2.40 12,982 34,314 +94
Dec11 110223 99.98 102.75 99.32 101.98 +2.24 105,899 173,310 +5,875
Jan12 110223 100.31 102.64 100.31 101.96 +2.03 7,333 30,633 -620
Feb12 110223 100.45 102.54 100.45 101.84 +1.82 3,720 13,334 +358
Mar12 110223 100.85 102.55 100.44 101.68 +1.59 2,258 18,906 +139
Apr12 110223 100.56 101.50 100.28 101.44 +1.33 1,818 8,333 +575
May12 110223 101.19 101.26 101.19 101.19 +1.06 1,822 9,327 +244
Jun12 110223 99.91 101.58 99.91 100.98 +0.82 9,648 57,495 -42
Jul12 110223 99.96 100.80 99.92 100.80 +0.68 69 10,718 -8
Total Volume and Open Interest 1,397,751 1,505,334 -5,919
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 110223 95.700 99.950 95.150 98.100 +2.675 28,403 4,953 +29
May11 110223 97.100 101.400 96.475 99.825 +3.025 2,133 1,781 +90
Jun11 110223 97.675 102.025 97.400 100.650 +3.000 687 228 -181
Jul11 110223 98.300 102.200 98.300 101.225 +2.950 11 29 +5
Aug11 110223 98.250 102.425 98.250 101.500 +2.850 0 12 +0
Sep11 110223 101.500 101.650 101.500 101.650 +2.675 0 11 +0
Oct11 110223 99.000 101.800 99.000 101.800 +2.550 2 47 +1
Nov11 110223 101.925 101.925 101.925 101.925 +2.400 0 3 +0
Total Volume and Open Interest 31,253 7,394 -53
Heating Oil(NYM)
Mar11 110223 280.10 292.16 278.60 290.49 +11.25 32,721 32,234 -6,402
Apr11 110223 280.92 293.48 279.66 291.66 +11.31 52,246 92,228 +7,274
May11 110223 281.80 294.04 281.18 292.63 +11.35 13,827 43,675 +693
Jun11 110223 282.73 294.95 282.26 293.70 +11.34 16,591 44,280 +1,572
Jul11 110223 284.57 296.10 283.57 294.96 +11.34 5,802 19,270 -257
Aug11 110223 285.54 297.30 284.86 296.18 +11.29 4,400 13,794 +395
Sep11 110223 286.69 299.62 286.69 297.66 +11.19 4,845 13,059 -250
Oct11 110223 292.84 300.29 292.84 299.43 +11.01 1,433 6,529 +242
Nov11 110223 297.44 304.16 296.55 301.36 +10.68 1,181 7,520 +335
Dec11 110223 292.72 305.99 292.72 303.14 +10.42 5,261 28,557 +696
Jan12 110223 295.90 307.43 295.90 304.64 +10.21 269 6,854 +16
Feb12 110223 304.94 304.99 304.94 304.99 +9.91 51 2,227 -21
Total Volume and Open Interest 138,994 321,800 +4,351
Gasoline(NYMEX)
Mar11 110223 261.71 274.26 260.45 271.49 +11.28 28,694 32,306 -7,077
Apr11 110223 275.10 288.50 274.50 286.77 +12.13 40,777 79,477 +2,219
May11 110223 277.17 290.92 277.16 288.07 +12.00 17,775 50,421 +1,154
Jun11 110223 277.88 290.40 276.30 288.16 +11.76 16,199 33,940 +415
Jul11 110223 278.44 289.63 278.44 287.47 +11.30 4,464 19,251 +104
Aug11 110223 277.67 287.10 277.67 286.38 +10.96 2,239 11,364 +55
Sep11 110223 276.74 286.13 276.33 284.50 +10.58 2,386 7,308 +97
Oct11 110223 269.59 273.45 269.01 272.81 +9.49 1,311 5,134 +34
Nov11 110223 266.50 270.63 266.50 270.08 +8.85 1,290 3,167 +253
Dec11 110223 262.67 269.00 262.58 268.39 +8.16 3,128 23,803 +454
Total Volume and Open Interest 119,001 281,878 -1,791
e-miNY RBOB Gasoline(NYM)
Mar11 110223 271.50 271.50 271.49 271.50 +11.30 0 5 +0
Apr11 110223 286.80 286.80 286.77 286.80 +12.20 0 2 +0
May11 110223 288.10 288.10 288.07 288.10 +12.00 0 1 +0
Jun11 110223 288.20 288.20 288.16 288.20 +11.80 0 1 +0
Total Volume and Open Interest 0 12 +0
Natural Gas(NYM)
Mar11 110223 3.858 3.929 3.821 3.900 +0.033 78,368 25,542 -10,361
Apr11 110223 3.912 3.969 3.862 3.936 +0.029 79,729 219,466 +6,299
May11 110223 3.980 4.038 3.929 4.005 +0.029 26,932 217,885 +5,150
Jun11 110223 4.043 4.100 3.992 4.068 +0.030 11,723 68,222 +2,303
Jul11 110223 4.124 4.153 4.050 4.126 +0.030 7,429 56,829 +1,101
Aug11 110223 4.089 4.184 4.084 4.158 +0.030 3,266 24,535 -54
Sep11 110223 4.104 4.198 4.099 4.172 +0.033 3,233 24,498 +528
Oct11 110223 4.200 4.246 4.144 4.219 +0.034 8,096 74,419 -182
Nov11 110223 4.352 4.431 4.348 4.408 +0.026 1,713 25,807 -81
Dec11 110223 4.660 4.677 4.593 4.654 +0.027 1,628 24,273 +120
Jan12 110223 4.780 4.810 4.725 4.787 +0.027 4,727 54,620 +356
Feb12 110223 4.730 4.787 4.720 4.775 +0.026 713 13,135 +99
Mar12 110223 4.690 4.730 4.670 4.716 +0.026 2,027 25,537 -483
Apr12 110223 4.530 4.595 4.530 4.579 +0.024 1,087 24,043 +26
May12 110223 4.570 4.610 4.570 4.609 +0.022 34 5,727 -6
Jun12 110223 4.601 4.642 4.600 4.642 +0.021 11 4,481 +1
Total Volume and Open Interest 231,387 960,208 +5,154
Brent Crude Oil(ICE)
Apr11 110223 106.10 112.46 105.97 111.25 +5.47 248,646 190,682 -17,859
May11 110223 106.25 112.07 106.00 110.91 +5.12 151,287 138,461 +658
Jun11 110223 106.11 111.78 106.11 110.74 +4.90 126,573 132,952 +3,190
Jul11 110223 106.18 111.40 106.18 110.53 +4.72 32,492 38,373 -2,294
Aug11 110223 106.13 111.12 106.13 110.28 +4.51 16,000 24,868 +345
Sep11 110223 106.06 110.86 106.06 110.04 +4.33 13,859 31,122 -576
Oct11 110223 106.02 110.67 106.02 109.85 +4.18 7,911 17,748 -453
Nov11 110223 105.96 110.48 105.96 109.66 +4.05 6,273 15,215 -197
Dec11 110223 105.95 110.30 105.90 109.48 +3.92 57,818 108,343 +1,111
Jan12 110223 109.14 109.29 109.14 109.29 +3.77 1,501 15,028 -370
Feb12 110223 109.07 109.07 109.07 109.07 +3.58 893 8,958 +14
Mar12 110223 108.83 108.83 108.83 108.83 +3.37 1,855 16,495 +220
Apr12 110223 108.51 108.51 108.51 108.51 +3.16 595 3,623 -3
May12 110223 108.17 108.17 108.17 108.17 +2.94 562 3,640 +42
Total Volume and Open Interest 684,855 871,994 -15,471
Gas Oil(ICE)
Mar11 110223 880.25 925.50 880.25 910.50 +20.75 72,797 155,646 -7,568
Apr11 110223 886.75 927.75 882.75 912.75 +19.75 96,375 163,446 +7,368
May11 110223 890.50 929.50 889.50 915.25 +19.25 34,118 74,184 +242
Jun11 110223 892.50 933.00 892.50 918.00 +18.50 34,458 74,905 +4,405
Jul11 110223 899.00 932.50 899.00 921.50 +18.25 7,470 24,602 -439
Aug11 110223 906.50 938.75 903.00 924.50 +17.50 4,479 24,425 -297
Sep11 110223 910.00 941.75 906.50 927.50 +16.75 4,814 21,599 +132
Oct11 110223 912.00 939.25 910.75 929.00 +16.00 3,597 20,004 +352
Nov11 110223 910.00 939.75 910.00 929.25 +14.75 3,710 15,839 +249
Dec11 110223 910.00 944.75 910.00 930.00 +14.00 18,991 56,068 +2,013
Total Volume and Open Interest 285,297 721,784 +8,897
Ethanol(CBOT)
Feb11 110203 2.340 2.345 2.340 2.340 +0.005 15 114 -120
Mar11 110223 2.405 2.475 2.405 2.471 +0.040 55 510 -15
Apr11 110223 2.426 2.492 2.421 2.487 +0.038 82 1,145 +23
May11 110223 2.446 2.504 2.446 2.500 +0.049 81 555 +28
Jun11 110223 2.438 2.520 2.438 2.510 +0.050 67 958 -25
Jul11 110223 2.480 2.525 2.480 2.512 +0.052 42 1,072 -16
Aug11 110223 2.460 2.513 2.460 2.495 +0.047 50 939 +32
Sep11 110223 2.396 2.408 2.396 2.404 +0.063 0 665 +0
Total Volume and Open Interest 412 7,802 +42
WTI Crude Oil(ICE
Apr11 110223 95.47 99.95 95.32 98.10 +2.68 122,229 96,571 +2,559
May11 110223 96.73 101.43 96.66 99.82 +3.02 71,910 73,193 -106
Jun11 110223 97.49 102.02 97.49 100.64 +2.99 53,740 81,495 +5,723
Jul11 110223 98.86 102.25 98.70 101.22 +2.94 14,043 25,668 +1,984
Aug11 110223 99.19 102.38 99.04 101.51 +2.85 8,284 17,922 +1,069
Sep11 110223 99.44 102.47 99.13 101.66 +2.68 8,400 25,462 +332
Oct11 110223 99.42 102.49 99.42 101.79 +2.53 4,740 19,120 +633
Nov11 110223 99.71 102.60 99.71 101.92 +2.40 4,830 13,197 -312
Dec11 110223 99.44 102.67 99.44 101.98 +2.24 32,912 91,132 +642
Jan12 110223 101.96 101.96 101.96 101.96 +2.03 975 9,980 +2
Feb12 110223 101.84 101.84 101.84 101.84 +1.82 190 1,962 +152
Mar12 110223 101.68 101.68 101.68 101.68 +1.59 182 4,206 +16
Apr12 110223 101.44 101.44 101.44 101.44 +1.33 601 2,424 +450
May12 110223 101.19 101.19 101.19 101.19 +1.06 165 1,009 +40
Jun12 110223 100.03 100.98 100.03 100.98 +0.82 1,426 26,264 +406
Jul12 110223 100.80 100.80 100.80 100.80 +0.68 19 555 +6
Total Volume and Open Interest 336,622 571,255 +14,981
US Dollar Index(ICE)
Mar11 110223 77.710 77.745 77.295 77.445 -0.378 26,308 38,933 -88
Jun11 110223 77.950 78.040 77.650 77.755 -0.388 1,001 1,391 +163
Sep11 110223 78.115 78.115 78.115 78.115 -0.388 13 10 +6
Total Volume and Open Interest 27,322 40,335 +81
Australian Dollar(CME)
Mar11 110223 99.67 100.37 99.50 99.90 +0.40 152,924 123,612 -4,556
Jun11 110223 98.57 99.15 98.37 98.77 +0.40 628 1,667 +146
Sep11 110223 97.55 97.55 97.15 97.55 +0.40 0 14 +0
Total Volume and Open Interest 153,552 125,341 -4,410
British Pound(CME)
Mar11 110223 161.43 162.96 161.42 161.99 +0.57 173,888 122,644 -2,606
Jun11 110223 161.38 162.60 161.24 161.80 +0.56 351 1,079 +23
Sep11 110223 162.35 162.35 160.90 161.47 +0.57 5 18 +0
Total Volume and Open Interest 174,244 123,774 -2,583
Canadian Dollar(CME)
Mar11 110223 100.94 101.39 100.36 100.96 +0.04 133,241 132,969 -4,482
Jun11 110223 100.80 101.13 100.18 100.75 +0.03 959 4,617 +171
Sep11 110223 100.20 100.48 100.17 100.48 +0.03 73 1,136 +36
Dec11 110223 99.86 100.18 99.73 100.18 +0.04 63 1,796 +29
Total Volume and Open Interest 134,345 140,610 -4,239
Japanese Yen(CME)
Mar11 110223 120.80 121.50 120.65 121.22 +0.29 213,434 121,820 +1,749
Jun11 110223 121.00 121.57 120.80 121.31 +0.29 1,103 2,137 +385
Sep11 110223 121.46 121.46 121.17 121.46 +0.29 4 33 +0
Total Volume and Open Interest 214,548 124,016 +2,141
Swiss Franc(CME)
Mar11 110223 106.56 107.46 106.49 107.17 +0.55 80,368 43,584 +1,749
Jun11 110223 106.74 107.50 106.66 107.26 +0.54 189 330 +86
Sep11 110223 107.40 107.40 106.83 107.38 +0.55 2 6 +1
Total Volume and Open Interest 80,559 43,931 +1,836
EuroFX(CME)
Mar11 110223 136.53 137.85 136.51 137.41 +0.83 505,527 203,027 +3,044
Jun11 110223 136.46 137.65 136.40 137.22 +0.82 4,756 6,781 +1,499
Sep11 110223 137.00 137.22 136.12 136.93 +0.81 120 85 -26
Total Volume and Open Interest 510,403 210,254 +4,517
Mexican Peso(CME)
Mar11 110223 822.5 825.8 815.5 819.2 -4.2 40,758 147,651 +918
Apr11 110223 818.5 822.8 818.5 818.5 -4.2      
Total Volume and Open Interest 42,389 149,855 +1,574
30-Year T-Bonds(CBOT)
Mar11 110223 120~240 121~160 120~160 120~260 -0~010 569,296 530,778 -42,026
Jun11 110223 119~060 119~300 118~300 119~080 -0~010 152,607 126,938 +86,597
Sep11 110223 117~200 117~210 117~200 117~200 -0~010 0 1 +0
Total Volume and Open Interest 721,903 657,717 +44,571
10-Year T-Notes(CBOT)
Mar11 110223 120~015 120~090 119~240 119~260 -0~090 1,695,487 1,312,002 -116,899
Jun11 110223 118~215 118~305 118~130 118~160 -0~080 304,944 278,696 +165,180
Sep11 110223 117~100 117~200 117~090 117~090 -0~080 0 1 +0
Total Volume and Open Interest 2,000,431 1,590,703 +48,281
5-Year T-Notes(CBOT)
Mar11 110223 117~080 117~101 117~052 117~062 -0~023 1,316,509 989,537 -219,287
Jun11 110223 116~084 116~105 116~056 116~066 -0~023 355,612 337,091 +188,656
Sep11 110223 115~090 115~113 115~090 115~090 -0~023 2 2 +2
Total Volume and Open Interest 1,672,123 1,326,630 -30,629
2 Year T-Notes(CBOT)
Mar11 110223 109~046 109~052 109~036 109~046 unch 656,959 844,170 -42,686
Jun11 110223 109~000 109~005 108~116 108~125 -0~004 171,428 143,244 +94,005
Sep11 110223 108~091 108~095 108~091 108~091 -0~004      
Total Volume and Open Interest 828,387 987,414 +51,319
Eurodollars(CME)
Mar11 110223 99.670 99.677 99.670 99.675 +0.005 208,851 1,007,032 +2,463
Jun11 110223 99.600 99.620 99.595 99.610 +0.005 255,368 1,192,290 -11,401
Sep11 110223 99.495 99.530 99.485 99.520 +0.020 304,123 1,293,541 +25,324
Dec11 110223 99.320 99.360 99.295 99.345 +0.020 393,875 1,265,750 +183
Mar12 110223 99.040 99.080 99.005 99.055 +0.010 489,248 1,024,781 +20,753
Jun12 110223 98.685 98.725 98.640 98.685 unch 431,292 711,372 -121
Sep12 110223 98.330 98.365 98.280 98.315 -0.010 321,280 550,605 -10,424
Dec12 110223 98.020 98.050 97.955 97.985 -0.025 324,137 434,249 +7,998
Mar13 110223 97.735 97.780 97.680 97.700 -0.035 182,686 269,988 +9,132
Jun13 110223 97.480 97.520 97.415 97.430 -0.045 142,472 211,723 -127
Sep13 110223 97.220 97.275 97.160 97.175 -0.055 126,306 205,412 -3,301
Dec13 110223 96.990 97.030 96.915 96.930 -0.055 94,800 177,605 -4,646
Mar14 110223 96.755 96.810 96.695 96.705 -0.055 44,472 125,164 -4,592
Jun14 110223 96.520 96.590 96.470 96.480 -0.055 45,646 99,414 -6,076
Sep14 110223 96.330 96.370 96.255 96.265 -0.055 37,098 62,818 -2,670
Dec14 110223 96.090 96.150 96.040 96.045 -0.055 35,307 75,647 -3,138
Mar15 110223 95.905 95.960 95.860 95.860 -0.055 18,913 54,346 -1,948
Jun15 110223 3.980 4.035 3.935 3.935 -0.055 24,286 36,616 -2,250
Total Volume and Open Interest 3,521,972 8,970,365 +10,408
30 Day Federal Funds(CBOT)
Feb11 110223 99.840 99.842 99.840 99.840 unch 1,820 81,973 -134
Mar11 110223 99.850 99.855 99.845 99.850 unch 1,563 60,762 +432
Apr11 110223 99.860 99.865 99.855 99.860 unch 1,882 56,648 -474
May11 110223 99.860 99.860 99.855 99.855 unch 1,988 62,779 +478
Jun11 110223 99.855 99.860 99.855 99.855 unch 2,570 47,134 +468
Jul11 110223 99.835 99.845 99.830 99.840 +0.010 4,106 54,436 -585
Total Volume and Open Interest 38,661 611,996 -333
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 110223 99.660 99.660 99.660 99.660 unch 150 4,471 +746
Jun11 110223 99.650 99.650 99.650 99.650 +0.005 0 150 +0
Sep11 110223 99.643 99.643 99.643 99.643 +0.010      
Dec11 110223 99.628 99.628 99.628 99.628 +0.010 0 75 +0
Mar12 110223 99.610 99.610 99.610 99.610 +0.010      
Jun12 110223 99.655 99.655 99.655 99.655 +0.010      
Sep12 110223 99.605 99.605 99.605 99.605 +0.010      
Dec12 110223 99.510 99.510 99.510 99.510 +0.010      
Mar13 110223 99.510 99.510 99.510 99.510 +0.010      
Jun13 110223 99.465 99.465 99.465 99.465 +0.010      
Total Volume and Open Interest 150 4,696 +746
3-Mth Euro-Yen(SGX)
Mar11 110223 99.66 99.66 99.66 99.66 unch 0 5,306 +0
Jun11 110223 99.65 99.65 99.65 99.65 +0.01 0 1,056 +84
Sep11 110223 99.64 99.64 99.64 99.64 +0.01 5 766 -20
Dec11 110223 99.62 99.63 99.62 99.63 +0.01 0 2,286 +75
Mar12 110223 99.61 99.61 99.61 99.61 +0.01 0 405 +0
Jun12 110223 99.65 99.65 99.65 99.65 +0.01 0 754 +0
Sep12 110223 99.61 99.61 99.61 99.61 +0.01 0 310 +0
Dec12 110223 99.51 99.51 99.51 99.51 +0.01 0 4 +0
Total Volume and Open Interest 5 10,888 +139
Japanese Gov't Bonds(SGX)
Mar11 110223 139.58 139.78 139.51 139.68 +0.10 2,815 16,058 -300
Jun11 110223 138.73 138.84 138.73 138.84 +0.18 85 75 +15
Sep11 110223 136.41 136.41 136.41 136.41 +0.18      
Total Volume and Open Interest 2,900 16,133 -790
Euro-Bund(EUREX)
Mar11 110223 124.15 124.45 123.99 124.28 +0.15 968,016 1,328,131 +81,631
Jun11 110223 122.75 123.00 122.56 122.85 +0.15 13,012 67,090 +20,455
Sep11 110223 122.40 122.48 122.40 122.48 +0.25 0 135 +134
Total Volume and Open Interest 981,028 1,395,356 +102,220
Euro-Bobl(EUREX)
Mar11 110223 117.31 117.33 117.06 117.26 -0.03 716,692 985,328 +76,911
Jun11 110223 115.86 115.86 115.68 115.80 -0.03 12,998 71,706 +22,055
Sep11 110223 115.26 115.26 115.26 115.26 -0.03 50 0 +0
Total Volume and Open Interest 729,740 1,057,034 +98,966
3-Mth Euribor(EUREX)
Mar11 110223 98.835 98.835 98.830 98.830 -0.005 16 6,002 +32
Jun11 110223 98.500 98.520 98.495 98.520 -0.005 3 9,581 +67
Sep11 110223 98.230 98.255 98.230 98.255 -0.005 0 2,247 -9
Total Volume and Open Interest 318 26,158 -109
Long Gilt(LIFFE)
Mar11 110223 117~06 117~13 116~27 117~08 +0~03 215,007 227,746 -44,430
Jun11 110223 115~27 116~04 115~18 115~30 +0~03 106,819 84,276 +78,932
Total Volume and Open Interest 321,826 312,022 +34,502
3-Mth Short Sterling(LIFFE)
Mar11 110223 99.10 99.13 99.05 99.13 +0.02 39,096 348,111 +1,699
Jun11 110223 98.79 98.83 98.73 98.82 +0.01 47,016 354,261 -6,260
Sep11 110223 98.52 98.55 98.46 98.53 -0.02 79,866 343,386 -4,626
Dec11 110223 98.25 98.26 98.18 98.24 -0.03 76,708 365,131 -4,850
Mar12 110223 97.97 97.98 97.89 97.95 -0.04 73,407 310,776 +10,368
Jun12 110223 97.69 97.70 97.61 97.67 -0.04 65,545 184,493 -9,612
Total Volume and Open Interest 532,258 2,353,614 -29,627
3-Mth Euribor(LIFFE)
Mar11 110223 98.830 98.850 98.820 98.830 -0.005 171,772 600,218 -5,191
Jun11 110223 98.525 98.540 98.495 98.520 -0.005 307,159 613,034 -20,075
Sep11 110223 98.260 98.280 98.225 98.255 -0.010 258,738 613,590 +7,308
Total Volume and Open Interest 1,511,964 3,640,271 -9,583
3-Mth Aus T-Bills(SFE)
Mar11 110223 95.05 95.06 95.04 95.06 unch 9,620 109,473 -9,997
Jun11 110223 94.97 94.99 94.97 94.99 +0.01 23,717 190,141 +1,890
Sep11 110223 94.86 94.88 94.85 94.87 unch 9,992 123,414 +7,039
Dec11 110223 94.75 94.78 94.73 94.76 unch 10,714 67,962 +5,636
Mar12 110223 94.64 94.67 94.62 94.64 -0.01 5,000 55,187 +2,553
Jun12 110223 94.56 94.57 94.54 94.56 +0.01 1,809 43,141 +844
Sep12 110223 94.47 94.49 94.45 94.49 +0.03 672 30,327 +382
Dec12 110223 94.41 94.43 94.40 94.41 +0.02 424 16,293 +68
Mar13 110223 94.36 94.37 94.36 94.37 +0.03 15 3,499 +273
Jun13 110223 94.31 94.32 94.31 94.32 +0.04 10 604 -7
Total Volume and Open Interest 61,973 641,731 +8,681
10-Year Aus T-Bonds(SFE)
Mar11 110223 94.40 94.46 94.39 94.43 +0.03 37,027 374,258 -2,340
Jun11 110223 94.43 94.43 94.43 94.43 +0.03      
Total Volume and Open Interest 37,027 374,258 -2,340
3-Year Aus T-Bonds(SFE)
Mar11 110223 94.84 94.89 94.83 94.87 +0.02 129,718 515,187 +11,397
Jun11 110223 94.87 94.87 94.87 94.87 +0.02      
Total Volume and Open Interest 129,718 515,187 +23,545
Gold(CMX)
Feb11 110223 1397.8 1413.8 1397.8 1413.4 +12.9 430 631 +46
Apr11 110223 1399.4 1417.3 1396.0 1414.0 +12.9 222,807 330,973 +12,599
Jun11 110223 1402.8 1418.5 1397.8 1415.5 +12.9 6,873 55,253 +1,052
Aug11 110223 1402.3 1418.4 1402.3 1416.9 +12.9 885 22,427 +78
Oct11 110223 1410.6 1420.1 1410.6 1418.2 +12.9 169 8,038 -104
Dec11 110223 1405.4 1422.3 1402.5 1419.6 +12.8 1,302 26,215 +256
Feb12 110223 1407.9 1421.4 1407.3 1421.4 +12.7 304 6,849 +186
Apr12 110223 1423.8 1423.8 1423.8 1423.8 +12.6 31 5,350 +2
Jun12 110223 1420.4 1426.7 1420.4 1426.7 +12.6 142 6,724 +68
Aug12 110223 1429.9 1429.9 1429.9 1429.9 +12.6 0 977 +0
Oct12 110223 1433.7 1433.7 1433.7 1433.7 +12.5 0 1,341 +0
Dec12 110223 1423.8 1438.2 1423.8 1438.2 +12.5 93 12,196 -12
Total Volume and Open Interest 235,275 502,119 +14,285
Silver(CMX)
Mar11 110223 3316.0 3376.5 3268.0 3329.8 +43.6 133,686 39,528 -11,320
May11 110223 3314.5 3376.0 3266.5 3330.4 +44.8 41,095 58,581 +4,799
Jul11 110223 3311.5 3373.5 3268.5 3329.0 +44.3 1,506 11,126 +32
Sep11 110223 3275.0 3362.5 3275.0 3327.6 +44.1 562 5,086 +33
Dec11 110223 3306.0 3364.5 3266.0 3325.7 +44.0 2,260 14,385 +574
Mar12 110223 3303.0 3355.0 3303.0 3316.7 +42.6 75 713 +22
May12 110223 3311.3 3311.3 3311.3 3311.3 +41.7 3 220 +0
Total Volume and Open Interest 181,191 145,070 -5,090
Platinum(NYMEX)
Apr11 110223 1789.6 1812.0 1771.1 1776.7 -9.6 10,144 38,960 -746
Jul11 110223 1804.0 1808.6 1775.6 1779.1 -9.9 248 2,229 +132
Oct11 110223 1798.2 1798.2 1782.3 1782.3 -9.5 106 460 +90
Jan12 110223 1784.9 1784.9 1784.9 1784.9 -9.5 2 11 +0
Total Volume and Open Interest 10,508 41,700 -524
Palladium(NYMEX)
Mar11 110223 803.75 816.50 765.10 774.55 -31.15 9,473 8,791 -2,819
Jun11 110223 805.70 817.00 766.75 776.30 -31.10 3,408 14,152 +2,015
Sep11 110223 804.90 804.90 775.15 777.40 -31.10 7 60 +6
Total Volume and Open Interest 12,897 23,021 -794
Copper(CMX)
Mar11 110223 431.65 434.75 425.00 427.55 -7.15 61,534 27,549 -8,811
May11 110223 434.05 436.30 426.50 429.15 -7.15 26,056 80,938 +5,104
Jul11 110223 434.85 435.95 427.60 430.10 -7.05 1,700 25,261 +433
Sep11 110223 436.30 436.30 428.95 430.50 -7.10 478 6,797 -11
Dec11 110223 434.60 434.60 428.60 430.60 -7.00 300 6,164 -57
Total Volume and Open Interest 91,232 151,893 -3,257
DJIA Index(CBOT)
Mar11 110223 12173 12230 12045 12094 -89 1,121 11,815 -34
Jun11 110223 12029 12118 12029 12029 -89 3 17 +3
Sep11 110223 11974 12063 11974 11974 -89      
Dec11 110223 11919 12008 11919 11919 -89 0 1 +0
Total Volume and Open Interest 1,124 11,833 -31
S & P 500(CME)
Mar11 110223 1314.30 1320.50 1298.00 1305.50 -8.90 22,171 319,690 +4,310
Jun11 110223 1307.60 1310.00 1293.60 1300.60 -8.90 67 13,760 +0
Sep11 110223 1295.60 1305.10 1288.60 1295.60 -9.00 0 3,090 +0
Dec11 110223 1290.60 1300.30 1283.80 1290.60 -9.20 0 637 +0
Total Volume and Open Interest 22,238 337,177 +4,310
S & P 500 E-Mini(Globex)
Mar11 110223 1314.00 1320.50 1297.50 1305.50 -9.00 3,257,861 2,898,256 +43,556
Jun11 110223 1309.00 1315.25 1293.25 1300.50 -9.00 3,414 25,456 +395
Total Volume and Open Interest 3,261,296 2,923,999 +43,965
NASDAQ 100(CME)
Mar11 110223 2321.80 2334.50 2284.00 2303.50 -18.30 1,390 19,004 +286
Jun11 110223 2322.00 2325.00 2286.00 2301.00 -18.00 228 1,263 +200
Sep11 110223 2298.50 2298.50 2297.50 2298.50 -18.00      
Total Volume and Open Interest 1,618 20,267 +486
NASDAQ 100 E-Mini(Globex)
Mar11 110223 2322.00 2334.80 2285.00 2303.50 -18.30 450,245 387,305 +14,795
Jun11 110223 2319.00 2332.00 2283.00 2301.00 -18.00 758 2,012 +46
Total Volume and Open Interest 451,005 389,325 +14,843
S & P Midcap 400(CME)
Mar11 110223 944.50 960.00 935.00 943.40 -15.70 18 2,874 +18
Jun11 110223 940.80 940.80 940.80 940.80 -15.70      
Sep11 110223 938.70 938.70 938.70 938.70 -15.70      
Total Volume and Open Interest 18 2,874 +18
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Mar11 110223 10550 10670 10450 10560 +20 20,484 51,235 +1,683
Jun11 110223 10480 10535 10480 10535 +20 319 478 +277
Total Volume and Open Interest 20,803 51,713 +1,960
Nikkei 225(SGX)
Mar11 110223 10640 10700 10545 10580 -75 161,375 269,912 +19,509
Jun11 110223 10530 10565 10490 10505 -75 178 4,871 +158
Sep11 110223 10505 10505 10505 10505 -75 0 400 +0
Total Volume and Open Interest 161,553 284,264 +19,669
CAC 40(EURONEXT)
Mar11 110223 4037.5 4063.5 3990.0 4015.0 -41.5 167,110 354,228 +3,785
Apr11 110223 4055.0 4064.5 4003.5 4018.0 -41.5 39 560 +226
May11 110223 3940.0 3940.0 3940.0 3940.0 -41.5      
Total Volume and Open Interest 167,155 354,857 +4,026
Hang Seng Index(HKFE)
Feb11 110223 22948 23030 22835 22939 -3 102,811 67,689 -12,270
Mar11 110223 22918 22967 22766 22863 -19 25,502 58,418 +42,576
Total Volume and Open Interest 128,602 128,843 +30,448
DAX(EUREX)
Mar11 110223 7283.0 7316.0 7149.0 7208.0 -117.5 184,596 281,925 +32,194
Jun11 110223 7308.0 7339.0 7176.0 7231.5 -118.0 6,030 21,765 +5,726
Sep11 110223 7331.0 7360.0 7211.5 7254.5 -118.0 136 835 +59
Total Volume and Open Interest 190,762 304,525 +37,979
FT-SE 100(EURONEXT)
Mar11 110223 5935.50 5964.50 5852.50 5914.50 -64.00 134,138 653,116 -6,101
Jun11 110223 5901.50 5920.00 5820.00 5871.50 -64.00 100 8,528 +51
Sep11 110223 5833.00 5839.00 5821.50 5839.00 -65.00 10 341 +20
Total Volume and Open Interest 134,268 662,050 -6,055
SPI 200(SFE)
Mar11 110223 4837.0 4855.0 4793.0 4829.0 -17.0 40,661 197,904 -4,892
Jun11 110223 4860.0 4860.0 4822.0 4853.0 -18.0 108 4,030 +196
Sep11 110223 4848.0 4848.0 4843.0 4843.0 -17.0 462 2,436 +460
Total Volume and Open Interest 41,233 206,275 -4,516
GSCI(CME)
Mar11 110223 24.14 34.34 14.04 29.74 +15.60 81 14,259 -15
Apr11 110223 35.64 38.64 19.54 35.64 +16.00 2 24 +0
May11 110223 37.14 40.14 21.54 37.14 +15.50      
Total Volume and Open Interest 83 14,283 -15
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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