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MRCI's End of Day Prices

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MRCI's End of Day Prices
Daily Futures Price Listing Fri February 25, 2011
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Mar11 110225 1318.25 1388.50 1312.00 1365.50 +47.25 55,507 38,877 -13,283
May11 110225 1328.75 1399.25 1322.00 1375.00 +45.75 112,519 244,464 +5,424
Jul11 110225 1335.25 1407.50 1331.00 1382.75 +45.00 33,838 119,058 +1,413
Aug11 110225 1322.50 1377.25 1322.50 1368.00 +43.00 2,008 5,680 +179
Sep11 110225 1305.00 1364.25 1301.25 1347.50 +42.50 1,645 5,807 +292
Nov11 110225 1286.25 1354.50 1281.75 1329.50 +43.25 26,696 160,670 +2,029
Jan12 110225 1289.25 1350.50 1287.50 1333.75 +43.25 817 21,506 -66
Total Volume and Open Interest 234,249 623,528 -3,845
Soybean Meal(CBOT)
Mar11 110225 350.90 365.30 348.30 359.70 +9.30 16,911 12,573 -3,718
May11 110225 355.50 370.10 352.60 364.70 +9.80 36,762 87,590 +1,755
Jul11 110225 357.30 371.80 354.80 366.50 +9.60 8,069 43,552 +3,615
Aug11 110225 353.00 366.10 351.50 363.10 +9.40 1,015 9,571 -32
Sep11 110225 348.90 359.70 345.20 356.60 +8.90 983 8,721 -56
Oct11 110225 339.00 350.90 337.00 347.80 +10.10 616 8,991 +139
Dec11 110225 336.60 349.90 335.00 346.70 +10.40 4,237 23,867 +258
Jan12 110225 338.80 346.80 336.40 346.80 +10.40 50 3,229 +6
Total Volume and Open Interest 69,147 204,416 +2,088
Soybean Oil(CBOT)
Mar11 110225 54.72 57.50 54.42 56.95 +2.34 24,419 23,665 -5,663
May11 110225 55.30 57.78 55.21 57.58 +2.30 63,706 165,844 +37
Jul11 110225 55.94 58.31 55.85 58.10 +2.29 18,200 88,768 +1,048
Aug11 110225 56.59 58.45 56.56 58.27 +2.28 634 8,946 -54
Sep11 110225 56.43 58.54 56.43 58.37 +2.27 913 10,541 -6
Oct11 110225 56.48 58.50 56.48 58.27 +2.26 878 12,611 -84
Dec11 110225 55.93 58.60 55.93 58.34 +2.22 7,440 45,522 -7
Jan12 110225 57.41 58.55 57.35 58.39 +2.22 93 1,023 +7
Total Volume and Open Interest 116,786 361,214 -4,650
Canola(WCE)
Mar11 110225 565.0 577.0 563.5 575.0 +9.6 4,468 7,521 -4,417
May11 110225 577.9 585.8 560.1 583.4 +9.2 12,713 96,188 +2,857
Jul11 110225 585.3 593.4 568.0 591.1 +9.2 3,980 25,564 +1,287
Nov11 110225 558.0 573.7 558.0 573.0 +12.7 3,431 59,320 -1,495
Jan12 110225 562.1 578.2 562.1 578.2 +12.3 122 3,594 -93
Total Volume and Open Interest 24,719 194,824 -1,860
Corn(CBOT)
Mar11 110225 685.00 722.25 683.25 712.00 +26.25 147,134 94,551 -51,565
May11 110225 695.75 726.50 694.00 722.00 +25.50 205,085 689,475 +33,815
Jul11 110225 700.50 731.00 698.75 726.75 +25.75 50,591 357,971 +6,601
Sep11 110225 629.00 658.25 628.50 646.00 +16.00 6,005 65,259 -538
Dec11 110225 583.75 611.25 583.00 601.75 +18.75 28,386 352,871 +3,380
Mar12 110225 591.50 619.00 591.50 610.25 +18.75 2,683 43,452 +417
Total Volume and Open Interest 442,935 1,659,379 -7,719
Wheat(CBOT)
Mar11 110225 749.00 796.00 749.00 776.50 +29.25 26,991 17,137 -13,428
May11 110225 784.25 830.00 783.25 811.25 +28.75 65,029 194,490 -707
Jul11 110225 816.25 859.50 815.50 841.00 +26.75 22,614 129,475 +815
Sep11 110225 847.00 888.25 847.00 870.50 +25.25 6,309 36,362 -1,028
Dec11 110225 865.00 907.00 865.00 889.00 +25.00 8,481 89,962 -989
Total Volume and Open Interest 131,041 493,919 -14,872
Wheat(KCBT)
Mar11 110225 861.50 906.25 861.50 887.50 +26.00 14,807 12,803 -4,765
May11 110225 873.00 917.50 873.00 899.00 +26.25 16,292 84,400 -856
Jul11 110225 882.50 927.00 882.50 909.00 +26.75 8,020 65,050 -171
Sep11 110225 899.25 940.00 899.00 923.25 +26.25 2,631 18,016 -9
Dec11 110225 914.50 955.50 914.00 938.00 +25.75 940 18,062 -42
Total Volume and Open Interest 42,868 202,430 -5,821
Wheat(MGE)
Mar11 110225 895.00 934.25 893.25 915.75 +22.00 4,385 3,314 -1,627
May11 110225 905.75 948.25 905.25 928.50 +22.75 4,534 21,990 +788
Jul11 110225 914.00 952.25 912.75 936.25 +22.50 1,281 14,479 +254
Sep11 110225 916.00 957.00 915.50 939.25 +23.50 769 13,662 -16
Dec11 110225 923.00 965.00 923.00 947.75 +24.50 548 10,857 +75
Total Volume and Open Interest 11,766 66,648 -462
Oats(CBOT)
Mar11 110225 366.00 373.50 360.25 369.25 +9.00 1,073 934 -658
May11 110225 371.50 383.50 369.50 379.00 +9.00 2,169 8,811 -145
Jul11 110225 378.00 389.50 377.00 386.50 +9.50 255 1,514 +99
Sep11 110225 385.00 386.00 377.00 385.00 +8.00 45 269 -9
Total Volume and Open Interest 3,664 13,689 -664
Rough Rice(CBOT)
Mar11 110225 13.60 14.05 13.57 13.95 +0.48 1,689 1,720 -925
May11 110225 13.85 14.31 13.85 14.31 +0.50 3,190 15,637 +947
Jul11 110225 14.26 14.61 14.23 14.61 +0.50 1,644 4,574 +293
Sep11 110225 14.54 14.91 14.47 14.91 +0.50 1,344 3,214 +1,016
Total Volume and Open Interest 8,034 25,839 +1,381
Live Cattle(CME)
Feb11 110225 111.400 112.330 111.100 112.035 +0.935 3,318 1,651 -2,136
Apr11 110225 113.750 114.550 113.550 114.100 +0.450 29,961 162,671 -2,701
Jun11 110225 114.930 115.950 114.830 115.850 +0.815 11,618 96,814 +1,780
Aug11 110225 116.500 117.730 116.500 117.535 +0.835 7,281 40,725 +2,355
Oct11 110225 119.300 120.480 119.250 120.400 +0.900 3,887 27,000 +259
Dec11 110225 119.150 120.250 119.050 120.250 +1.000 2,139 21,963 +478
Total Volume and Open Interest 58,637 358,160 +171
Feeder Cattle(CME)
Mar11 110225 129.575 130.100 129.200 129.825 +0.425 2,031 13,189 -637
Apr11 110225 131.050 131.750 130.900 131.630 +0.645 1,348 9,839 +226
May11 110225 131.850 132.500 131.685 132.435 +0.535 1,101 11,457 -2
Aug11 110225 132.435 132.935 132.130 132.575 +0.175 738 12,184 +18
Sep11 110225 131.700 132.200 131.300 132.100 +0.365 43 1,994 +2
Oct11 110225 131.400 131.800 131.000 131.800 +0.450 96 1,072 +35
Nov11 110225 130.950 131.400 130.950 131.300 +0.250 21 570 +3
Total Volume and Open Interest 5,379 50,342 -354
Lean Hogs(CME)
Apr11 110225 89.330 90.650 89.300 90.200 +0.700 24,089 92,451 -2,340
May11 110225 98.430 99.135 98.135 99.050 +0.950 336 3,019 -8
Jun11 110225 100.385 101.500 100.230 101.450 +0.915 8,115 68,991 +605
Jul11 110225 99.785 100.900 99.750 100.785 +0.735 3,715 24,978 +745
Aug11 110225 98.550 100.100 98.550 100.000 +1.150 4,583 20,453 +370
Oct11 110225 87.500 88.800 87.500 88.700 +0.870 1,247 18,979 +192
Dec11 110225 83.135 85.200 83.135 85.100 +1.950 563 9,568 +214
Feb12 110225 83.500 85.100 83.500 84.800 +1.300 240 2,598 +131
Total Volume and Open Interest 42,977 242,820 -47
Class III Milk(CME)
Feb11 110225 17.01 17.09 16.99 17.07 +0.07 42 4,934 +0
Mar11 110225 18.88 19.08 18.80 19.07 +0.34 395 6,472 +47
Apr11 110225 17.30 17.90 17.27 17.81 +0.66 676 5,894 +38
May11 110225 17.20 17.36 17.00 17.33 +0.42 288 4,685 +16
Jun11 110225 16.86 17.10 16.71 16.98 +0.36 240 3,678 +30
Total Volume and Open Interest 2,299 40,273 +255
Cocoa(ICE)
Mar11 110225 3726 3726 3698 3698 +14 6 127 +0
May11 110225 3630 3669 3602 3639 +14 6,156 72,289 +772
Jul11 110225 3573 3593 3535 3573 +13 1,880 24,612 +849
Sep11 110225 3510 3525 3469 3508 +17 354 12,178 +90
Dec11 110225 3449 3463 3415 3451 +19 502 17,105 +229
Mar12 110225 3465 3479 3450 3479 +14 229 22,985 +35
May12 110225 3470 3482 3470 3482 +13 2 4,751 +2
Total Volume and Open Interest 9,429 157,750 +2,152
Coffee "C"(ICE)
Mar11 110225 265.35 267.70 264.80 267.70 +3.50 265 1,035 -105
May11 110225 264.95 269.00 264.55 267.80 +3.15 12,634 79,039 -1,550
Jul11 110225 267.20 270.50 266.50 269.55 +2.95 1,882 19,668 +74
Sep11 110225 270.75 271.55 267.90 270.80 +2.85 810 8,150 +32
Dec11 110225 268.00 270.50 266.75 269.55 +2.80 314 12,795 -1
Mar12 110225 264.80 266.85 264.15 266.75 +2.75 138 1,821 +29
Total Volume and Open Interest 16,107 123,541 -1,504
Orange Juice(ICE)
Mar11 110225 183.00 184.40 179.80 183.35 -0.20 1,157 3,556 -761
May11 110225 180.00 180.55 177.10 180.25 -0.30 2,294 23,690 +1,342
Jul11 110225 175.25 175.90 173.25 175.60 -0.30 123 3,003 +36
Sep11 110225 170.20 171.35 170.15 171.05 -1.55 9 650 -3
Nov11 110225 164.10 164.40 163.10 164.40 -3.05 22 687 +0
Jan12 110225 162.70 162.70 162.70 162.70 -2.55 0 15 +0
Total Volume and Open Interest 3,605 31,623 +614
Sugar #11(ICE)
Mar11 110225 30.24 31.71 29.89 31.52 +1.30 42,454 33,548 -10,724
May11 110225 27.95 28.92 27.26 28.74 +0.91 55,348 228,355 +831
Jul11 110225 25.74 26.78 25.35 26.66 +0.94 16,750 174,708 +12
Oct11 110225 24.35 25.37 24.12 25.28 +0.98 7,349 76,456 +54
Mar12 110225 23.65 24.57 23.44 24.52 +0.93 3,422 54,090 +96
Total Volume and Open Interest 126,877 622,801 -9,458
London Cocoa(LCE)
Mar11 110225 2365 2390 2357 2378 +17 2,538 44,095 -588
May11 110225 2354 2377 2345 2368 +18 4,747 45,415 +666
Jul11 110225 2279 2297 2268 2295 +21 1,617 27,051 +447
Sep11 110225 2225 2248 2219 2246 +24 721 22,761 +264
Dec11 110225 2191 2206 2183 2203 +18 931 31,148 +672
Mar12 110225 2191 2206 2190 2199 +14 167 23,430 -64
May12 110225 2208 2208 2204 2206 +14 87 4,663 +0
Total Volume and Open Interest 11,137 206,963 +1,603
London Sugar(LCE)
May11 110225 706.60 727.30 696.20 726.40 +21.40 1,937 20,174 -600
Aug11 110225 680.90 704.20 672.80 703.40 +22.20 578 10,906 +138
Oct11 110225 640.70 663.10 636.70 662.70 +21.70 171 3,457 +51
Dec11 110225 626.10 645.40 619.70 645.40 +18.70 162 1,241 +81
Mar12 110225 623.20 636.90 623.20 636.80 +20.00 188 1,075 +42
Total Volume and Open Interest 3,261 37,292 -158
Cotton(ICE)
Mar11 110225 178.15 192.50 178.15 191.34 +10.06 190 584 -99
May11 110225 176.23 184.23 175.13 184.23 +7.00 6,042 72,980 +214
Jul11 110225 167.31 175.59 166.84 175.59 +7.00 2,579 37,411 -821
Oct11 110225 143.50 148.09 143.50 148.09 +7.00 22 377 +6
Dec11 110225 115.74 122.74 115.01 122.74 +7.00 3,951 57,707 -978
Mar12 110225 111.19 116.50 110.94 116.50 +7.00 197 3,840 +73
Total Volume and Open Interest 13,043 176,851 -1,599
Lumber(CME)
Mar11 110225 287.9 290.1 283.3 290.1 +1.0 675 1,951 -424
May11 110225 303.7 309.9 301.3 308.4 +0.9 917 5,546 -130
Jul11 110225 310.2 315.0 308.4 315.0 +2.5 184 2,005 +8
Sep11 110225 312.9 318.0 312.9 318.0 +1.0 25 214 -16
Total Volume and Open Interest 1,803 9,720 -562
Crude Oil(NYM)
Apr11 110225 96.63 99.20 96.17 97.88 +0.60 507,456 298,362 -5,412
May11 110225 98.30 100.67 97.66 99.36 +0.62 154,500 195,179 +6,060
Jun11 110225 99.40 101.46 98.44 100.08 +0.64 132,063 136,680 +256
Jul11 110225 99.86 101.68 99.22 100.69 +0.64 53,188 77,694 -21
Aug11 110225 100.80 101.25 99.83 101.10 +0.66 36,041 42,995 -1,165
Sep11 110225 100.83 102.03 100.19 101.39 +0.72 37,316 44,819 +1,176
Oct11 110225 100.67 102.45 100.42 101.62 +0.81 16,525 32,299 -483
Nov11 110225 103.00 103.00 100.93 101.82 +0.89 17,099 33,175 -2,188
Dec11 110225 100.88 103.19 100.65 101.97 +0.98 104,820 176,124 +1,165
Jan12 110225 101.76 103.25 101.15 102.04 +1.07 9,112 32,621 +179
Feb12 110225 101.53 102.11 101.16 101.97 +1.12 2,626 13,629 -25
Mar12 110225 100.78 101.84 100.78 101.84 +1.14 2,739 20,694 +658
Apr12 110225 101.59 101.59 101.59 101.59 +1.15 1,084 8,665 +11
May12 110225 101.34 101.34 101.34 101.34 +1.15 1,997 9,424 -14
Jun12 110225 99.88 101.17 99.88 101.14 +1.16 11,747 57,139 -356
Jul12 110225 100.97 100.97 100.97 100.97 +1.18 1,021 10,795 -6
Total Volume and Open Interest 1,166,965 1,524,988 +5
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 110225 96.650 99.175 96.150 97.875 +0.600 24,350 5,355 +823
May11 110225 98.700 100.650 97.600 99.350 +0.600 1,568 1,828 +52
Jun11 110225 99.700 101.300 98.875 100.075 +0.625 288 223 +2
Jul11 110225 100.700 100.700 100.700 100.700 +0.650 14 45 +8
Aug11 110225 100.575 101.100 100.575 101.100 +0.650 0 12 +0
Sep11 110225 101.400 101.400 101.400 101.400 +0.725 5 10 -2
Oct11 110225 101.625 101.625 101.625 101.625 +0.825 1 45 -1
Nov11 110225 101.825 101.825 101.825 101.825 +0.900 0 3 +0
Total Volume and Open Interest 26,251 7,855 +877
Heating Oil(NYM)
Mar11 110225 286.99 294.44 286.99 293.09 +5.36 27,412 13,658 -5,982
Apr11 110225 288.08 295.85 287.66 294.55 +5.23 63,580 96,238 +243
May11 110225 291.00 297.16 289.40 295.91 +5.10 18,282 43,263 -56
Jun11 110225 291.10 298.35 291.10 297.24 +4.93 23,441 42,589 -715
Jul11 110225 293.92 299.74 293.92 298.81 +4.84 9,435 19,628 +228
Aug11 110225 294.86 301.20 294.86 300.29 +4.69 4,377 13,520 +80
Sep11 110225 297.76 302.79 297.18 301.90 +4.62 5,919 12,210 -876
Oct11 110225 299.00 304.31 298.78 303.50 +4.59 1,956 6,671 -105
Nov11 110225 303.25 306.30 302.41 305.28 +4.61 3,150 6,751 -993
Dec11 110225 301.10 307.76 301.10 306.91 +4.58 14,741 27,816 -1,595
Jan12 110225 306.10 309.17 305.55 308.41 +4.57 1,277 5,617 -899
Feb12 110225 307.00 309.76 307.00 308.81 +4.62 47 2,235 -1
Total Volume and Open Interest 174,481 302,315 -10,391
Gasoline(NYMEX)
Mar11 110225 270.38 274.89 270.38 273.95 +2.28 24,659 17,384 -6,059
Apr11 110225 286.07 291.76 286.05 290.86 +3.37 51,008 88,474 +5,505
May11 110225 287.98 292.91 287.36 292.26 +3.63 22,110 53,647 +1,973
Jun11 110225 286.60 292.82 286.60 292.23 +3.84 20,705 32,204 +136
Jul11 110225 288.41 292.29 288.24 291.65 +4.03 9,091 18,518 -641
Aug11 110225 288.29 290.77 287.32 290.73 +4.32 3,900 11,393 -109
Sep11 110225 285.25 289.06 285.19 288.86 +4.55 3,955 8,294 +638
Oct11 110225 273.08 276.96 273.08 276.96 +4.64 1,507 5,389 +108
Nov11 110225 274.50 274.50 274.50 274.50 +4.88 936 3,728 +28
Dec11 110225 269.80 273.04 268.70 273.04 +4.89 2,624 24,554 -2
Total Volume and Open Interest 141,420 280,226 +2,162
e-miNY RBOB Gasoline(NYM)
Mar11 110225 274.00 274.00 273.95 274.00 +2.30 0 5 +0
Apr11 110225 287.00 291.00 287.00 290.90 +3.40 0 2 +0
May11 110225 292.30 292.30 292.26 292.30 +3.70 0 1 +0
Jun11 110225 292.20 292.23 292.20 292.20 +3.80 0 1 +0
Total Volume and Open Interest 0 12 +0
Natural Gas(NYM)
Apr11 110225 3.884 4.044 3.832 4.005 +0.133 110,064 222,232 +4,580
May11 110225 3.952 4.106 3.898 4.073 +0.133 34,010 220,333 +998
Jun11 110225 4.020 4.158 3.961 4.133 +0.126 17,391 70,444 +1,084
Jul11 110225 4.059 4.220 4.025 4.193 +0.123 10,249 57,932 +1,009
Aug11 110225 4.068 4.241 4.054 4.223 +0.120 5,199 25,168 +533
Sep11 110225 4.110 4.247 4.068 4.234 +0.117 6,686 24,657 -145
Oct11 110225 4.153 4.300 4.118 4.282 +0.116 17,862 73,358 -1,353
Nov11 110225 4.324 4.471 4.314 4.464 +0.110 5,580 27,296 +1,320
Dec11 110225 4.625 4.722 4.568 4.716 +0.110 2,213 24,417 +110
Jan12 110225 4.720 4.862 4.707 4.853 +0.109 9,932 55,853 +104
Feb12 110225 4.700 4.849 4.699 4.840 +0.107 2,427 13,012 -140
Mar12 110225 4.659 4.792 4.649 4.780 +0.104 2,623 25,958 -47
Apr12 110225 4.524 4.644 4.516 4.640 +0.096 2,434 23,849 -128
May12 110225 4.540 4.666 4.540 4.666 +0.092 71 5,762 +17
Jun12 110225 4.670 4.698 4.670 4.698 +0.090 65 4,515 +17
Jul12 110225 4.664 4.735 4.627 4.735 +0.088 115 3,642 +1
Total Volume and Open Interest 228,048 946,399 -2,403
Brent Crude Oil(ICE)
Apr11 110225 111.40 113.91 110.52 112.14 +0.78 305,885 188,528 -952
May11 110225 110.93 113.54 110.29 111.92 +0.81 157,698 144,557 -43
Jun11 110225 110.64 113.29 110.13 111.77 +0.85 137,827 114,015 -7,382
Jul11 110225 111.22 112.50 110.44 111.62 +0.91 35,795 33,790 -1,231
Aug11 110225 110.97 111.85 110.25 111.50 +1.01 22,021 23,635 -1,452
Sep11 110225 111.39 111.92 110.44 111.36 +1.07 18,361 29,379 -1,824
Oct11 110225 110.57 111.69 110.00 111.23 +1.08 12,144 17,519 -2
Nov11 110225 110.33 111.45 109.89 111.09 +1.09 10,105 14,918 +55
Dec11 110225 109.60 111.71 108.93 110.95 +1.07 72,161 101,696 +1,162
Jan12 110225 110.80 110.80 110.77 110.77 +1.06 4,243 15,369 +435
Feb12 110225 110.59 110.59 110.59 110.59 +1.08 1,605 9,032 +44
Mar12 110225 110.37 110.37 110.37 110.37 +1.07 2,879 16,288 -486
Apr12 110225 110.07 110.07 110.07 110.07 +1.05 1,352 3,417 -268
May12 110225 109.75 109.75 109.75 109.75 +1.01 1,103 4,005 +43
Total Volume and Open Interest 811,134 848,953 -7,836
Gas Oil(ICE)
Mar11 110225 910.75 932.25 907.25 921.25 -3.75 97,006 134,978 -12,112
Apr11 110225 917.00 935.50 909.50 925.00 -3.25 159,222 162,000 -2,910
May11 110225 917.75 936.00 914.25 928.25 -3.00 56,870 80,603 -173
Jun11 110225 922.00 941.75 918.00 931.50 -2.50 46,403 65,539 -3,764
Jul11 110225 925.75 943.50 925.00 935.25 -2.00 13,707 24,330 -709
Aug11 110225 929.25 947.00 925.00 938.75 -1.50 9,924 24,195 -354
Sep11 110225 931.75 950.25 928.00 942.25 -0.75 10,288 23,039 +797
Oct11 110225 934.00 952.25 931.00 944.25 -0.25 6,497 19,858 -556
Nov11 110225 932.75 952.75 931.75 945.00 +0.25 4,473 16,071 -392
Dec11 110225 934.50 954.00 933.25 946.00 +0.50 28,036 53,044 -835
Total Volume and Open Interest 441,363 697,077 -19,793
Ethanol(CBOT)
Feb11 110203 2.340 2.345 2.340 2.340 +0.005 15 114 -120
Mar11 110225 2.520 2.558 2.514 2.544 +0.058 93 436 -60
Apr11 110225 2.510 2.555 2.510 2.549 +0.053 175 1,126 -74
May11 110225 2.554 2.570 2.544 2.553 +0.048 45 563 +11
Jun11 110225 2.568 2.578 2.564 2.566 +0.051 56 964 +1
Jul11 110225 2.575 2.585 2.565 2.567 +0.047 95 1,129 +28
Aug11 110225 2.557 2.557 2.556 2.557 +0.049 10 936 +6
Sep11 110225 2.448 2.480 2.448 2.461 +0.049 37 677 +17
Total Volume and Open Interest 566 7,749 -65
WTI Crude Oil(ICE
Apr11 110225 97.05 99.16 96.17 97.88 +0.60 124,253 96,711 -1,924
May11 110225 98.76 100.66 97.68 99.36 +0.62 59,678 79,449 +6,419
Jun11 110225 99.33 101.41 98.50 100.08 +0.64 62,977 76,755 -4,363
Jul11 110225 101.59 101.59 99.33 100.69 +0.64 14,569 27,677 +740
Aug11 110225 101.09 101.24 99.89 101.10 +0.66 7,898 14,077 -1,305
Sep11 110225 101.62 101.62 100.19 101.39 +0.72 7,097 25,254 -243
Oct11 110225 101.24 101.62 100.44 101.62 +0.81 4,717 18,731 +638
Nov11 110225 101.44 101.82 100.68 101.82 +0.89 3,618 12,785 -435
Dec11 110225 101.62 102.50 100.75 101.97 +0.98 43,426 87,917 -2,593
Jan12 110225 102.04 102.04 102.04 102.04 +1.07 644 9,748 +112
Feb12 110225 101.97 101.97 101.97 101.97 +1.12 169 2,037 +42
Mar12 110225 101.84 101.84 101.84 101.84 +1.14 136 4,324 +81
Apr12 110225 101.59 101.59 101.59 101.59 +1.15 274 2,857 +176
May12 110225 101.34 101.34 101.34 101.34 +1.15 119 1,009 +0
Jun12 110225 100.87 101.14 100.25 101.14 +1.16 2,804 26,645 +305
Jul12 110225 100.97 100.97 100.97 100.97 +1.18 13 555 +0
Total Volume and Open Interest 353,554 572,024 -1,120
US Dollar Index(ICE)
Mar11 110225 77.115 77.460 76.975 77.300 +0.205 18,508 42,757 +822
Jun11 110225 77.520 77.750 77.290 77.630 +0.215 243 1,443 +44
Sep11 110225 77.990 77.990 77.990 77.990 +0.215 0 10 +0
Total Volume and Open Interest 18,751 44,211 +866
Australian Dollar(CME)
Mar11 110225 100.77 101.64 100.72 101.58 +0.81 117,950 120,557 -1,185
Jun11 110225 99.76 100.50 99.63 100.43 +0.80 404 1,773 +3
Sep11 110225 99.18 99.18 98.39 99.18 +0.79 0 14 +0
Total Volume and Open Interest 118,354 122,392 -1,182
British Pound(CME)
Mar11 110225 161.41 161.59 160.28 160.97 -0.41 131,298 124,560 -23
Jun11 110225 160.98 161.34 160.11 160.79 -0.41 524 1,415 +37
Sep11 110225 160.50 160.89 160.50 160.50 -0.39 5 19 +4
Total Volume and Open Interest 131,827 126,027 +18
Canadian Dollar(CME)
Mar11 110225 101.73 102.29 101.70 102.21 +0.57 107,671 128,986 +2,138
Jun11 110225 101.53 102.04 101.51 102.00 +0.57 2,982 7,024 +1,483
Sep11 110225 101.55 101.72 101.16 101.72 +0.56 14 1,149 +3
Dec11 110225 101.05 101.50 100.86 101.43 +0.57 16 1,782 -6
Total Volume and Open Interest 110,701 139,065 +3,618
Japanese Yen(CME)
Mar11 110225 122.03 122.51 121.87 122.40 +0.07 168,460 122,138 +6,280
Jun11 110225 122.12 122.56 121.98 122.50 +0.08 1,123 3,016 +507
Sep11 110225 122.30 122.63 122.30 122.63 +0.06 1 34 +1
Total Volume and Open Interest 169,584 125,216 +6,788
Swiss Franc(CME)
Mar11 110225 108.06 108.25 107.32 107.72 -0.45 59,493 50,209 +2,722
Jun11 110225 108.28 108.30 107.46 107.81 -0.45 357 462 +92
Sep11 110225 107.93 108.38 107.93 107.93 -0.45 2 7 +0
Total Volume and Open Interest 59,852 50,689 +2,814
EuroFX(CME)
Mar11 110225 137.99 138.37 137.21 137.41 -0.64 311,866 202,702 +29
Jun11 110225 137.85 138.14 137.06 137.23 -0.64 2,422 6,960 -214
Sep11 110225 137.18 137.57 136.94 136.94 -0.63 1 86 +0
Total Volume and Open Interest 314,290 210,109 -185
Mexican Peso(CME)
Mar11 110225 822.8 824.8 821.8 824.0 +1.8 30,461 133,198 -6,421
Apr11 110225 823.5 823.5 821.8 823.5 +1.8      
Total Volume and Open Interest 30,832 135,842 -6,120
30-Year T-Bonds(CBOT)
Mar11 110225 121~130 121~300 121~020 121~230 +0~060 697,162 227,790 -180,675
Jun11 110225 119~270 120~110 119~160 120~050 +0~060 379,206 475,950 +221,810
Sep11 110225 118~170 118~170 118~110 118~170 +0~060 0 1 +0
Total Volume and Open Interest 1,076,368 703,741 +41,135
10-Year T-Notes(CBOT)
Mar11 110225 119~310 120~085 119~255 120~055 +0~040 1,940,161 553,384 -402,963
Jun11 110225 118~225 119~010 118~170 118~300 +0~050 877,040 1,043,572 +436,260
Sep11 110225 117~025 117~230 117~025 117~230 +0~050 0 1 +0
Total Volume and Open Interest 2,817,201 1,596,961 +33,297
5-Year T-Notes(CBOT)
Mar11 110225 117~069 117~093 117~058 117~086 +0~009 1,083,509 416,059 -313,891
Jun11 110225 116~076 116~103 116~067 116~096 +0~007 596,576 839,743 +285,290
Sep11 110225 115~120 115~120 115~113 115~120 +0~007 0 2 +0
Total Volume and Open Interest 1,680,085 1,255,804 -28,601
2 Year T-Notes(CBOT)
Mar11 110225 109~049 109~056 109~046 109~054 +0~003 681,841 372,793 -243,456
Jun11 110225 109~002 109~009 108~124 109~006 +0~002 454,867 597,406 +227,584
Sep11 110225 108~100 108~100 108~098 108~100 +0~002 2 0 +0
Total Volume and Open Interest 1,136,710 970,199 -15,872
Eurodollars(CME)
Mar11 110225 99.683 99.685 99.677 99.680 unch 115,136 1,012,139 +8,007
Jun11 110225 99.620 99.630 99.610 99.625 +0.005 123,124 1,200,577 -2,536
Sep11 110225 99.530 99.545 99.515 99.540 +0.010 202,795 1,332,714 +5,936
Dec11 110225 99.360 99.380 99.340 99.370 +0.005 237,601 1,289,914 +4,267
Mar12 110225 99.080 99.100 99.055 99.095 +0.010 342,346 1,054,884 +21,564
Jun12 110225 98.715 98.745 98.685 98.735 +0.020 321,013 723,090 +3,155
Sep12 110225 98.335 98.370 98.300 98.360 +0.020 251,103 550,731 -5,023
Dec12 110225 98.000 98.035 97.965 98.020 +0.015 215,127 427,740 -598
Mar13 110225 97.715 97.750 97.680 97.735 +0.020 143,364 281,652 +500
Jun13 110225 97.440 97.480 97.410 97.465 +0.015 95,472 210,935 +1,425
Sep13 110225 97.195 97.230 97.160 97.220 +0.020 82,007 201,928 -6,911
Dec13 110225 96.935 96.990 96.915 96.975 +0.020 60,616 177,265 -3,425
Mar14 110225 96.710 96.770 96.695 96.750 +0.020 29,734 127,325 +663
Jun14 110225 96.495 96.550 96.475 96.530 +0.020 22,584 98,548 -1,164
Sep14 110225 96.285 96.340 96.265 96.320 +0.020 22,167 60,446 -1,830
Dec14 110225 96.065 96.130 96.050 96.105 +0.020 19,364 75,000 -1,203
Mar15 110225 95.890 95.945 95.870 95.925 +0.020 14,916 55,679 +354
Jun15 110225 3.960 4.030 3.945 4.005 +0.020 17,326 38,870 +3,195
Total Volume and Open Interest 2,345,621 9,091,158 +26,600
30 Day Federal Funds(CBOT)
Feb11 110225 99.842 99.845 99.842 99.842 unch 2,932 82,656 +349
Mar11 110225 99.845 99.850 99.845 99.850 unch 4,333 61,177 -411
Apr11 110225 99.855 99.865 99.855 99.860 unch 3,461 56,014 -540
May11 110225 99.855 99.865 99.855 99.860 +0.005 2,242 64,766 +423
Jun11 110225 99.855 99.860 99.855 99.855 unch 1,478 46,949 -613
Jul11 110225 99.845 99.845 99.840 99.840 unch 6,020 49,956 -2,453
Total Volume and Open Interest 70,529 619,077 +6,409
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 110225 99.660 99.660 99.660 99.660 unch 0 4,371 +0
Jun11 110225 99.650 99.650 99.650 99.650 unch 0 150 +0
Sep11 110225 99.643 99.643 99.643 99.643 unch      
Dec11 110225 99.628 99.628 99.628 99.628 unch 0 75 +0
Mar12 110225 99.610 99.610 99.610 99.610 unch      
Jun12 110225 99.655 99.655 99.655 99.655 unch      
Sep12 110225 99.605 99.605 99.605 99.605 unch      
Dec12 110225 99.510 99.510 99.510 99.510 unch      
Mar13 110225 99.510 99.510 99.510 99.510 unch      
Jun13 110225 99.465 99.465 99.465 99.465 unch      
Total Volume and Open Interest 0 4,596 +0
3-Mth Euro-Yen(SGX)
Mar11 110225 99.66 99.66 99.66 99.66 unch 0 6,006 +0
Jun11 110225 99.65 99.65 99.65 99.65 unch 100 1,072 +0
Sep11 110225 99.64 99.64 99.64 99.64 unch 0 766 +0
Dec11 110225 99.63 99.63 99.63 99.63 unch 200 1,910 -176
Mar12 110225 99.61 99.61 99.61 99.61 unch 0 405 +0
Jun12 110225 99.65 99.65 99.65 99.65 unch 0 754 +0
Sep12 110225 99.61 99.61 99.61 99.61 unch 0 310 +0
Dec12 110225 99.51 99.51 99.51 99.51 unch 0 4 +0
Total Volume and Open Interest 300 11,228 -176
Japanese Gov't Bonds(SGX)
Mar11 110225 139.88 140.00 139.54 139.54 -0.42 3,832 14,411 -977
Jun11 110225 138.88 138.88 138.68 138.68 -0.43 60 105 +10
Sep11 110225 136.25 136.25 136.25 136.25 -0.43      
Total Volume and Open Interest 3,892 14,516 -967
Euro-Bund(EUREX)
Mar11 110225 124.30 124.39 123.98 124.32 -0.09 828,501 1,228,274 -106,492
Jun11 110225 122.86 122.93 122.55 122.88 -0.10 12,822 78,887 +12,686
Sep11 110225 122.52 122.52 122.52 122.52 -0.09      
Total Volume and Open Interest 841,323 1,307,161 -93,806
Euro-Bobl(EUREX)
Mar11 110225 117.31 117.34 117.09 117.27 -0.04 552,662 920,193 -11,310
Jun11 110225 115.86 115.86 115.65 115.81 -0.04 11,853 92,912 +12,543
Sep11 110225 115.27 115.27 115.27 115.27 -0.04      
Total Volume and Open Interest 564,515 1,013,105 +1,233
3-Mth Euribor(EUREX)
Mar11 110225 98.845 98.845 98.840 98.840 unch 16 6,214 +200
Jun11 110225 98.525 98.530 98.525 98.530 +0.010 17 9,752 +173
Sep11 110225 98.275 98.275 98.275 98.275 +0.005 12 2,254 +0
Total Volume and Open Interest 593 26,581 -126
Long Gilt(LIFFE)
Mar11 110225 117~22 117~29 117~11 117~27 +0~05 199,932 63,176 -43,341
Jun11 110225 116~13 116~19 116~02 116~17 +0~05 136,524 266,453 +51,215
Total Volume and Open Interest 336,456 329,629 +7,874
3-Mth Short Sterling(LIFFE)
Mar11 110225 99.14 99.20 99.10 99.16 +0.02 42,359 332,097 -2,679
Jun11 110225 98.87 98.94 98.83 98.90 +0.05 47,142 356,478 +2,117
Sep11 110225 98.59 98.67 98.55 98.66 +0.08 53,239 343,347 -1,122
Dec11 110225 98.31 98.42 98.27 98.41 +0.11 60,716 366,795 -3,005
Mar12 110225 98.02 98.15 97.99 98.14 +0.12 61,416 295,660 -4,440
Jun12 110225 97.76 97.87 97.72 97.86 +0.12 61,608 176,181 -5,041
Total Volume and Open Interest 431,815 2,321,351 -14,376
3-Mth Euribor(LIFFE)
Mar11 110225 98.840 98.850 98.835 98.840 unch 85,962 602,492 +2,910
Jun11 110225 98.520 98.540 98.505 98.530 +0.010 191,952 639,090 -7,196
Sep11 110225 98.260 98.285 98.240 98.275 +0.005 159,298 631,627 +21,943
Total Volume and Open Interest 926,545 3,699,801 +13,250
3-Mth Aus T-Bills(SFE)
Mar11 110225 95.04 95.05 95.03 95.04 unch 6,234 106,576 -4,176
Jun11 110225 94.94 94.97 94.93 94.97 +0.03 17,112 196,030 +1,313
Sep11 110225 94.82 94.85 94.81 94.85 +0.03 15,917 137,754 +8,091
Dec11 110225 94.70 94.73 94.68 94.73 +0.04 10,944 74,565 +2,372
Mar12 110225 94.58 94.64 94.57 94.64 +0.05 3,231 55,984 +388
Jun12 110225 94.50 94.56 94.49 94.56 +0.05 1,242 43,428 -68
Sep12 110225 94.48 94.49 94.45 94.49 +0.05 1,363 30,702 +78
Dec12 110225 94.38 94.42 94.38 94.42 +0.05 501 16,994 +218
Mar13 110225 94.35 94.38 94.34 94.38 +0.05 78 3,379 -122
Jun13 110225 94.28 94.32 94.28 94.32 +0.03 1 650 +1
Total Volume and Open Interest 56,625 667,754 +8,097
10-Year Aus T-Bonds(SFE)
Mar11 110225 94.42 94.47 94.42 94.46 +0.04 36,110 379,299 +7,751
Jun11 110225 94.46 94.46 94.46 94.46 +0.04      
Total Volume and Open Interest 36,110 379,299 +7,751
3-Year Aus T-Bonds(SFE)
Mar11 110225 94.82 94.87 94.81 94.86 +0.04 165,193 542,534 +21,927
Jun11 110225 94.86 94.86 94.86 94.86 +0.04      
Total Volume and Open Interest 165,193 542,534 +21,927
Gold(CMX)
Apr11 110225 1401.9 1412.4 1400.1 1409.3 -6.5 187,391 331,257 +97
Jun11 110225 1403.7 1413.4 1401.5 1410.7 -6.3 26,819 62,483 +5,832
Aug11 110225 1405.5 1413.1 1405.0 1412.0 -6.4 2,937 22,782 +135
Oct11 110225 1407.3 1415.0 1406.8 1413.3 -6.4 420 7,898 -162
Dec11 110225 1408.6 1417.6 1406.4 1414.7 -6.4 817 26,579 -1
Feb12 110225 1410.2 1416.4 1410.2 1416.4 -6.4 816 7,030 +107
Apr12 110225 1418.7 1419.3 1418.7 1418.7 -6.4 0 5,350 +0
Jun12 110225 1421.3 1421.3 1421.3 1421.3 -6.5 4 6,725 +1
Aug12 110225 1426.2 1426.2 1424.3 1424.3 -6.5 0 977 +0
Oct12 110225 1427.9 1427.9 1427.9 1427.9 -6.6 110 1,241 -100
Dec12 110225 1429.6 1432.4 1429.0 1432.4 -6.6 176 12,296 +25
Total Volume and Open Interest 221,215 510,214 +5,738
Silver(CMX)
Mar11 110225 3207.0 3333.0 3203.5 3289.8 -26.8 83,200 14,259 -14,016
May11 110225 3208.0 3339.5 3206.0 3292.3 -25.7 53,762 74,124 +8,504
Jul11 110225 3215.0 3336.5 3207.0 3292.1 -24.9 1,880 12,003 +484
Sep11 110225 3252.5 3299.0 3252.5 3290.9 -24.8 271 5,100 -18
Dec11 110225 3240.0 3334.0 3240.0 3289.3 -24.8 1,182 14,416 +51
Mar12 110225 3248.0 3283.5 3248.0 3281.8 -24.1 27 734 +18
May12 110225 3276.3 3276.3 3276.3 3276.3 -24.1 0 220 +0
Total Volume and Open Interest 141,483 136,560 -4,952
Platinum(NYMEX)
Apr11 110225 1785.9 1808.0 1783.3 1803.4 +16.6 5,527 36,756 -613
Jul11 110225 1788.8 1809.9 1788.8 1807.3 +17.7 116 2,387 +76
Oct11 110225 1810.8 1811.0 1809.0 1809.0 +17.2 6 467 +4
Jan12 110225 1811.6 1811.6 1811.6 1811.6 +17.2 0 11 +0
Total Volume and Open Interest 5,649 39,653 -533
Palladium(NYMEX)
Mar11 110225 775.00 790.85 774.30 785.45 +7.70 6,420 3,263 -3,035
Jun11 110225 776.30 794.00 775.05 787.60 +7.90 6,711 19,045 +2,191
Sep11 110225 788.80 788.80 788.80 788.80 +7.90 4 69 +4
Total Volume and Open Interest 13,157 22,424 -820
Copper(CMX)
Mar11 110225 432.60 445.80 432.00 443.60 +10.95 51,019 16,055 -7,839
May11 110225 435.10 447.90 433.70 445.50 +11.15 31,922 93,621 +9,678
Jul11 110225 436.50 448.25 436.45 446.30 +11.15 1,011 25,636 -82
Sep11 110225 442.00 446.90 442.00 446.55 +11.05 373 6,837 -8
Dec11 110225 438.45 448.35 438.45 446.10 +10.70 67 6,131 -6
Total Volume and Open Interest 85,326 153,364 +1,517
DJIA Index(CBOT)
Mar11 110225 12020 12135 12016 12110 +73 1,428 12,978 -850
Jun11 110225 12047 12047 11974 12047 +73 0 17 +0
Sep11 110225 11992 11992 11919 11992 +73      
Dec11 110225 11937 11937 11864 11937 +73 0 1 +0
Total Volume and Open Interest 1,428 12,996 -850
S & P 500(CME)
Mar11 110225 1302.40 1319.80 1301.70 1318.80 +16.10 25,442 320,988 -2,474
Jun11 110225 1311.00 1314.20 1307.60 1313.80 +16.00 3,626 16,461 +2,666
Sep11 110225 1307.50 1308.80 1302.60 1308.80 +16.00 0 3,093 +0
Dec11 110225 1303.80 1303.80 1303.80 1303.80 +16.00 0 637 +0
Total Volume and Open Interest 29,068 341,179 +192
S & P 500 E-Mini(Globex)
Mar11 110225 1302.50 1320.00 1301.50 1318.75 +16.00 2,903,883 2,875,305 -34,796
Jun11 110225 1297.00 1314.75 1296.25 1313.75 +16.00 17,578 41,170 +14,178
Total Volume and Open Interest 2,921,483 2,916,758 -20,618
NASDAQ 100(CME)
Mar11 110225 2311.00 2351.00 2307.00 2345.80 +37.50 3,661 18,220 -740
Jun11 110225 2343.30 2349.00 2343.30 2343.30 +37.50 16 1,268 +3
Sep11 110225 2340.80 2341.30 2340.80 2340.80 +37.50 1 1 +1
Total Volume and Open Interest 3,678 19,489 -736
NASDAQ 100 E-Mini(Globex)
Mar11 110225 2310.00 2350.30 2305.50 2345.80 +37.50 362,545 363,720 +2,076
Jun11 110225 2305.80 2347.00 2305.80 2343.30 +37.50 414 2,148 +50
Total Volume and Open Interest 362,962 365,884 +2,132
S & P Midcap 400(CME)
Mar11 110225 951.50 963.10 951.50 963.10 +20.30 4 2,996 +0
Jun11 110225 960.50 960.50 960.20 960.50 +20.30      
Sep11 110225 958.40 958.40 958.10 958.40 +20.30      
Total Volume and Open Interest 4 2,996 +0
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Mar11 110225 10465 10570 10465 10550 +115 17,461 44,670 -2,223
Jun11 110225 10550 10550 10490 10525 +115 153 663 +111
Total Volume and Open Interest 17,614 45,333 -2,112
Nikkei 225(SGX)
Mar11 110225 10455 10535 10355 10520 +50 144,301 253,833 -15,514
Jun11 110225 10320 10440 10305 10440 +45 579 4,863 +7
Sep11 110225 10440 10440 10440 10440 +45 600 200 +0
Total Volume and Open Interest 145,750 268,090 -15,447
CAC 40(EURONEXT)
Mar11 110225 4020.0 4087.0 4006.5 4071.5 +59.5 153,887 349,131 +8,303
Apr11 110225 4022.5 4088.0 4022.5 4074.0 +60.0 123 652 +35
May11 110225 3999.5 3999.5 3999.5 3999.5 +60.5 16 16 +16
Total Volume and Open Interest 154,028 349,871 +8,344
Hang Seng Index(HKFE)
Feb11 110225 22720 22931 22706 22920 +270 87,203 13,211 -17,286
Mar11 110225 22636 23049 22622 22897 +323 71,581 77,067 +1,869
Total Volume and Open Interest 159,188 93,067 -15,373
DAX(EUREX)
Mar11 110225 7142.0 7203.5 7131.5 7185.5 +50.5 191,323 247,884 -27,459
Jun11 110225 7173.0 7223.5 7161.0 7208.5 +50.0 498 18,166 -415
Sep11 110225 7201.0 7246.5 7183.0 7231.5 +50.0 26 823 -10
Total Volume and Open Interest 191,847 266,873 -27,884
FT-SE 100(EURONEXT)
Mar11 110225 5900.00 5999.50 5882.00 5976.50 +68.50 110,773 641,959 -2,104
Jun11 110225 5879.00 5955.00 5852.50 5933.50 +68.50 423 8,097 -25
Sep11 110225 5862.50 5900.50 5861.00 5900.50 +68.50 5 361 +5
Total Volume and Open Interest 111,211 650,487 -2,119
SPI 200(SFE)
Mar11 110225 4795.0 4833.0 4746.0 4819.0 +27.0 41,516 197,945 +5,951
Jun11 110225 4802.0 4856.0 4789.0 4843.0 +28.0 117 4,007 -31
Sep11 110225 4825.0 4834.0 4825.0 4834.0 +28.0 6 2,489 +2
Total Volume and Open Interest 41,639 206,444 +5,922
GSCI(CME)
Mar11 110225 35.64 37.04 24.04 35.64 +11.50 645 14,783 +389
Apr11 110225 41.14 42.04 29.54 41.14 +11.50 7 25 +1
May11 110225 42.39 42.64 30.54 42.39 +11.75      
Total Volume and Open Interest 652 14,808 +390
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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