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MRCI's End of Day Prices

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MRCI's End of Day Prices
Daily Futures Price Listing Mon February 28, 2011
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Mar11 110228 1367.50 1372.25 1349.50 1357.25 -8.25 47,405 25,215 -13,662
May11 110228 1378.00 1380.25 1357.75 1364.75 -10.25 138,644 249,482 +5,018
Jul11 110228 1385.50 1387.75 1365.75 1372.50 -10.25 42,741 120,847 +1,789
Aug11 110228 1361.50 1368.00 1354.00 1359.00 -9.00 3,027 6,229 +549
Sep11 110228 1340.00 1347.50 1335.50 1340.50 -7.00 2,734 6,293 +486
Nov11 110228 1330.00 1336.25 1315.50 1324.75 -4.75 31,745 161,267 +597
Jan12 110228 1331.00 1340.00 1320.50 1329.25 -4.50 604 21,500 -6
Total Volume and Open Interest 268,573 618,719 -4,809
Soybean Meal(CBOT)
Mar11 110228 360.30 361.30 353.80 356.40 -3.30 20,638 8,660 -3,913
May11 110228 364.60 366.40 358.80 361.90 -2.80 59,723 92,888 +5,298
Jul11 110228 367.50 368.00 360.80 364.10 -2.40 11,334 45,417 +1,865
Aug11 110228 362.30 368.10 358.20 360.90 -2.20 1,876 9,831 +260
Sep11 110228 354.70 356.20 352.90 355.10 -1.50 1,702 9,071 +350
Oct11 110228 346.90 347.10 343.80 347.10 -0.70 1,364 9,281 +290
Dec11 110228 346.60 347.20 342.20 347.20 +0.50 7,876 23,643 -224
Jan12 110228 344.00 347.50 343.20 347.50 +0.70 235 3,216 -13
Total Volume and Open Interest 105,032 208,368 +3,952
Soybean Oil(CBOT)
Mar11 110228 57.07 57.07 56.10 56.77 -0.18 38,374 15,460 -8,205
May11 110228 57.81 57.95 56.69 57.33 -0.25 88,000 173,877 +8,033
Jul11 110228 58.32 58.35 57.20 57.86 -0.24 18,572 88,591 -177
Aug11 110228 58.49 58.51 57.49 58.06 -0.21 1,402 9,457 +511
Sep11 110228 57.75 58.37 57.69 58.16 -0.21 1,024 10,733 +192
Oct11 110228 57.62 58.12 57.50 58.09 -0.18 1,108 12,469 -142
Dec11 110228 58.40 58.40 57.49 58.16 -0.18 6,098 45,016 -506
Jan12 110228 58.20 58.21 58.10 58.21 -0.18 12 1,028 +5
Total Volume and Open Interest 154,659 360,917 -297
Canola(WCE)
Mar11 110228 575.0 575.0 569.1 572.7 -2.3 5,145 2,752 -4,769
May11 110228 581.9 584.7 575.2 578.7 -4.7 14,530 99,677 +3,489
Jul11 110228 589.8 592.2 583.5 585.8 -5.3 2,613 26,946 +1,382
Nov11 110228 573.0 573.0 566.0 569.2 -3.8 1,893 59,516 +196
Jan12 110228 574.7 574.7 574.0 574.0 -4.2 135 3,690 +96
Total Volume and Open Interest 24,372 195,260 +436
Corn(CBOT)
Mar11 110228 712.50 723.50 706.75 722.50 +10.50 137,423 48,855 -45,696
May11 110228 723.50 731.75 716.25 731.00 +9.00 239,007 719,013 +29,538
Jul11 110228 727.00 734.00 720.75 733.25 +6.50 75,231 361,986 +4,015
Sep11 110228 646.00 650.25 641.00 650.25 +4.25 7,866 65,615 +356
Dec11 110228 601.50 607.00 597.50 606.75 +5.00 34,983 356,452 +3,581
Mar12 110228 610.00 615.50 606.75 615.50 +5.25 1,295 43,645 +193
Total Volume and Open Interest 497,949 1,651,178 -8,201
Wheat(CBOT)
Mar11 110228 783.50 783.50 764.50 782.50 +6.00 24,017 5,689 -11,448
May11 110228 819.50 823.00 798.75 817.00 +5.75 88,116 201,095 +6,605
Jul11 110228 849.75 851.00 828.75 848.25 +7.25 17,652 129,961 +486
Sep11 110228 874.25 880.00 859.25 879.25 +8.75 4,919 36,619 +257
Dec11 110228 899.00 901.00 878.75 900.00 +11.00 8,609 90,083 +121
Total Volume and Open Interest 145,468 490,446 -3,473
Wheat(KCBT)
Mar11 110228 892.75 902.50 879.50 902.50 +15.00 20,622 5,105 -7,698
May11 110228 908.75 913.00 889.00 912.50 +13.50 23,466 90,124 +5,724
Jul11 110228 915.00 922.50 898.50 922.50 +13.50 5,651 65,542 +492
Sep11 110228 927.50 935.50 914.50 935.50 +12.25 1,744 17,835 -181
Dec11 110228 941.50 950.75 928.50 950.75 +12.75 1,218 18,161 +99
Total Volume and Open Interest 52,871 200,943 -1,487
Wheat(MGE)
Mar11 110228 920.25 930.75 908.75 930.75 +15.00 4,202 1,070 -2,244
May11 110228 932.00 943.25 920.00 941.00 +12.50 7,809 23,356 +1,366
Jul11 110228 940.25 951.00 927.75 949.25 +13.00 2,363 14,378 -101
Sep11 110228 939.75 953.25 930.75 950.50 +11.25 779 13,763 +101
Dec11 110228 952.25 961.25 939.25 958.50 +10.75 645 10,865 +8
Total Volume and Open Interest 15,896 65,790 -858
Oats(CBOT)
Mar11 110228 367.00 372.50 363.25 371.25 +2.00 1,036 234 -700
May11 110228 376.25 382.50 372.25 381.00 +2.00 2,203 8,890 +79
Jul11 110228 383.50 388.50 378.75 388.50 +2.00 350 1,630 +116
Sep11 110228 388.25 388.25 380.25 386.00 +1.00 27 259 -10
Total Volume and Open Interest 3,678 13,185 -504
Rough Rice(CBOT)
Mar11 110228 13.99 14.19 13.72 13.85 -0.10 1,693 1,457 -263
May11 110228 14.31 14.57 14.03 14.21 -0.10 2,911 16,313 +676
Jul11 110228 14.67 14.87 14.35 14.52 -0.09 540 4,768 +194
Sep11 110228 15.05 15.15 14.66 14.81 -0.10 210 3,290 +76
Total Volume and Open Interest 5,396 26,522 +683
Live Cattle(CME)
Feb11 110228 112.350 114.550 110.250 110.250 -1.785 1,461 654 -997
Apr11 110228 114.230 115.150 112.400 112.900 -1.200 20,166 159,366 -3,305
Jun11 110228 115.800 116.700 114.100 114.650 -1.200 9,633 98,819 +2,005
Aug11 110228 117.500 118.785 116.385 116.900 -0.635 6,028 41,860 +1,135
Oct11 110228 120.300 121.500 119.450 119.950 -0.450 4,030 28,763 +1,763
Dec11 110228 120.000 121.135 119.330 120.200 -0.050 1,792 22,630 +667
Total Volume and Open Interest 44,170 359,692 +1,532
Feeder Cattle(CME)
Mar11 110228 130.000 131.900 129.235 130.075 +0.250 2,269 12,202 -987
Apr11 110228 131.700 133.500 130.735 131.785 +0.155 1,267 10,228 +389
May11 110228 132.435 134.450 131.535 132.630 +0.195 1,539 11,518 +61
Aug11 110228 133.000 134.800 131.825 133.100 +0.525 509 12,252 +68
Sep11 110228 132.200 133.750 131.130 132.350 +0.250 77 2,019 +25
Oct11 110228 131.700 133.400 130.880 132.200 +0.400 43 1,077 +5
Nov11 110228 132.000 133.000 130.500 132.000 +0.700 7 569 -1
Total Volume and Open Interest 5,712 49,903 -439
Lean Hogs(CME)
Apr11 110228 90.100 90.200 88.600 88.800 -1.400 15,915 89,957 -2,494
May11 110228 98.800 98.800 97.500 98.100 -0.950 111 3,026 +7
Jun11 110228 101.250 101.300 99.850 100.200 -1.250 6,476 69,417 +426
Jul11 110228 100.230 100.500 99.250 99.850 -0.935 1,638 24,767 -211
Aug11 110228 99.885 99.885 98.680 99.080 -0.920 3,269 20,864 +411
Oct11 110228 88.635 88.650 87.700 88.600 -0.100 1,880 19,684 +705
Dec11 110228 84.850 84.900 83.700 84.885 -0.215 1,284 9,991 +423
Feb12 110228 84.100 85.200 84.100 85.200 +0.400 237 2,581 -17
Total Volume and Open Interest 31,031 242,144 -676
Class III Milk(CME)
Feb11 110228 17.04 17.08 17.03 17.05 -0.02 182 5,033 +99
Mar11 110228 19.01 19.23 19.00 19.19 +0.12 310 6,452 -20
Apr11 110228 17.86 18.12 17.78 17.94 +0.13 473 5,727 -167
May11 110228 17.45 17.65 17.37 17.40 +0.07 325 4,619 -66
Jun11 110228 17.00 17.10 16.88 16.95 -0.03 175 3,677 -1
Total Volume and Open Interest 2,160 40,316 +43
Cocoa(ICE)
Mar11 110228 3730 3766 3730 3757 +59 4 123 -4
May11 110228 3660 3704 3646 3695 +56 6,576 73,551 +1,262
Jul11 110228 3590 3641 3582 3634 +61 1,472 25,162 +550
Sep11 110228 3520 3574 3520 3564 +56 334 12,203 +25
Dec11 110228 3469 3516 3467 3505 +54 426 17,321 +216
Mar12 110228 3510 3538 3498 3527 +48 342 22,934 -51
May12 110228 3505 3520 3500 3520 +38 9 4,760 +9
Total Volume and Open Interest 9,507 160,101 +2,351
Coffee "C"(ICE)
Mar11 110228 268.25 274.80 267.55 271.70 +4.00 290 747 -288
May11 110228 267.65 275.80 267.55 271.70 +3.90 6,184 78,601 -438
Jul11 110228 269.80 277.40 269.50 273.60 +4.05 1,119 19,784 +116
Sep11 110228 271.15 278.15 271.15 274.95 +4.15 422 8,258 +108
Dec11 110228 269.75 276.50 269.75 273.90 +4.35 611 12,801 +6
Mar12 110228 269.15 272.50 269.15 270.90 +4.15 56 1,846 +25
Total Volume and Open Interest 8,766 123,088 -453
Orange Juice(ICE)
Mar11 110228 181.35 181.40 178.50 179.95 -3.40 675 2,746 -810
May11 110228 179.90 179.90 173.30 174.65 -5.60 1,199 24,072 +382
Jul11 110228 174.60 174.60 169.40 170.85 -4.75 241 3,184 +181
Sep11 110228 167.25 169.60 167.10 167.55 -3.50 8 651 +1
Nov11 110228 162.10 163.05 161.25 163.05 -1.35 6 687 +0
Jan12 110228 161.55 161.55 161.55 161.55 -1.15 0 15 +0
Total Volume and Open Interest 2,129 31,377 -246
Sugar #11(ICE)
Mar11 110228 31.58 32.99 31.52 32.51 +0.99 32,145 20,483 -13,065
May11 110228 28.80 29.55 28.75 29.45 +0.71 67,548 232,682 +4,327
Jul11 110228 26.71 27.30 26.68 27.26 +0.60 26,089 172,471 -2,237
Oct11 110228 25.30 25.85 25.22 25.79 +0.51 12,724 75,319 -1,137
Mar12 110228 24.55 25.08 24.44 25.02 +0.50 5,642 54,584 +494
Total Volume and Open Interest 146,705 611,490 -11,311
London Cocoa(LCE)
Mar11 110228 2379 2406 2369 2392 +14 2,337 44,271 +176
May11 110228 2369 2385 2359 2381 +13 3,963 46,538 +1,123
Jul11 110228 2296 2310 2291 2308 +13 4,793 26,498 -553
Sep11 110228 2244 2280 2241 2280 +34 514 22,774 +13
Dec11 110228 2204 2229 2200 2223 +20 491 31,459 +311
Mar12 110228 2200 2215 2195 2211 +12 534 23,849 +419
May12 110228 2203 2216 2202 2216 +10 50 4,672 +9
Total Volume and Open Interest 13,067 208,804 +1,841
London Sugar(LCE)
May11 110228 728.10 745.20 727.60 743.80 +17.40 1,547 20,198 +24
Aug11 110228 704.70 719.20 703.60 717.90 +14.50 418 10,975 +69
Oct11 110228 666.80 673.70 664.00 672.40 +9.70 75 3,448 -9
Dec11 110228 647.70 660.40 647.70 655.90 +10.50 33 1,240 -1
Mar12 110228 645.70 652.10 645.70 646.90 +10.10 37 1,102 +27
Total Volume and Open Interest 2,125 37,408 +116
Cotton(ICE)
Mar11 110228 200.25 206.75 198.34 205.14 +13.80 190 482 -102
May11 110228 189.56 191.23 187.21 191.23 +7.00 9,529 71,977 -1,003
Jul11 110228 178.50 182.59 178.50 182.59 +7.00 3,435 37,041 -370
Oct11 110228 150.08 155.09 150.08 155.09 +7.00 11 370 -7
Dec11 110228 123.25 129.74 122.35 129.74 +7.00 3,224 57,196 -511
Mar12 110228 119.90 123.50 119.55 123.50 +7.00 112 3,855 +15
Total Volume and Open Interest 16,639 174,935 -1,916
Lumber(CME)
Mar11 110228 287.1 290.4 286.0 288.9 -1.2 299 1,833 -118
May11 110228 307.0 309.2 303.6 308.4 unch 862 5,665 +119
Jul11 110228 311.0 315.9 311.0 315.0 unch 139 2,039 +34
Sep11 110228 315.1 318.8 313.0 318.8 +0.8 10 220 +6
Total Volume and Open Interest 1,310 9,761 +41
Crude Oil(NYM)
Apr11 110228 98.50 99.96 96.71 96.97 -0.91 307,903 289,592 -8,770
May11 110228 100.17 101.26 98.32 98.64 -0.72 98,541 197,900 +2,721
Jun11 110228 100.77 101.98 99.10 99.44 -0.64 84,905 135,245 -1,435
Jul11 110228 101.95 102.54 99.94 100.11 -0.58 31,021 74,869 -2,825
Aug11 110228 102.80 102.80 100.35 100.54 -0.56 14,913 42,514 -481
Sep11 110228 102.95 102.95 100.60 100.85 -0.54 12,058 45,189 +370
Oct11 110228 102.86 102.86 100.84 101.09 -0.53 7,415 32,592 +293
Nov11 110228 103.09 103.09 101.01 101.31 -0.51 8,286 33,073 -102
Dec11 110228 102.60 103.51 101.03 101.47 -0.50 60,414 180,363 +4,239
Jan12 110228 103.08 103.29 101.42 101.57 -0.47 5,346 34,313 +1,692
Feb12 110228 101.42 101.81 101.42 101.52 -0.45 2,059 13,697 +68
Mar12 110228 103.13 103.13 101.41 101.41 -0.43 2,633 21,438 +744
Apr12 110228 101.18 101.18 101.18 101.18 -0.41 874 8,561 -104
May12 110228 100.94 100.94 100.94 100.94 -0.40 1,086 9,490 +66
Jun12 110228 101.37 101.37 100.26 100.76 -0.38 8,195 57,163 +24
Jul12 110228 100.60 100.60 100.60 100.60 -0.37 116 10,832 +37
Total Volume and Open Interest 672,386 1,524,041 -947
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 110228 98.475 99.950 96.725 96.975 -0.900 14,846 4,317 -1,038
May11 110228 99.750 101.325 98.325 98.650 -0.700 865 1,643 -185
Jun11 110228 101.450 101.950 99.350 99.450 -0.625 298 299 +76
Jul11 110228 100.100 100.100 100.100 100.100 -0.600 0 45 +0
Aug11 110228 100.350 100.550 100.350 100.550 -0.550 1 13 +1
Sep11 110228 100.850 100.850 100.850 100.850 -0.550 1 10 +0
Oct11 110228 101.100 101.100 101.100 101.100 -0.525 0 45 +0
Nov11 110228 101.300 101.300 101.300 101.300 -0.525 0 3 +0
Total Volume and Open Interest 16,020 6,709 -1,146
Heating Oil(NYM)
Mar11 110228 295.05 297.23 291.00 292.58 -0.51 21,469 7,536 -6,122
Apr11 110228 295.18 298.91 292.47 293.89 -0.66 49,098 96,399 +161
May11 110228 298.57 299.90 293.73 295.43 -0.48 13,675 44,802 +1,539
Jun11 110228 298.69 300.84 294.90 296.96 -0.28 15,570 44,781 +2,192
Jul11 110228 301.24 301.63 297.78 298.74 -0.07 5,448 20,577 +949
Aug11 110228 302.76 302.76 299.20 300.38 +0.09 2,907 13,605 +85
Sep11 110228 302.33 304.49 300.61 302.04 +0.14 3,247 11,464 -746
Oct11 110228 307.14 307.34 303.02 303.68 +0.18 1,563 6,537 -134
Nov11 110228 307.91 307.91 304.95 305.43 +0.15 1,293 6,637 -114
Dec11 110228 309.00 310.00 305.22 307.01 +0.10 6,373 28,585 +769
Jan12 110228 310.15 310.15 308.22 308.50 +0.09 520 5,535 -82
Feb12 110228 308.37 309.02 308.37 308.85 +0.04 202 2,165 -70
Total Volume and Open Interest 121,686 300,763 -1,552
Gasoline(NYMEX)
Mar11 110228 276.62 276.80 270.00 272.96 -0.99 28,779 8,452 -8,932
Apr11 110228 291.45 294.36 287.54 289.27 -1.59 45,960 93,585 +5,111
May11 110228 293.00 295.31 289.13 290.91 -1.35 17,925 56,473 +2,826
Jun11 110228 294.67 294.80 289.50 291.14 -1.09 20,236 31,877 -327
Jul11 110228 293.86 293.86 289.50 290.67 -0.98 11,697 18,374 -144
Aug11 110228 293.50 293.50 288.57 289.92 -0.81 5,252 11,764 +371
Sep11 110228 289.10 290.85 287.38 288.39 -0.47 2,320 8,843 +549
Oct11 110228 276.04 276.85 276.04 276.57 -0.39 959 5,724 +335
Nov11 110228 274.49 275.29 274.14 274.14 -0.36 768 3,914 +186
Dec11 110228 271.50 275.00 271.34 272.66 -0.38 2,519 24,363 -191
Total Volume and Open Interest 137,812 280,153 -73
e-miNY RBOB Gasoline(NYM)
Apr11 110228 289.30 289.30 289.27 289.30 -1.60 2 2 +0
May11 110228 290.90 290.91 290.90 290.90 -1.40 0 1 +0
Jun11 110228 291.10 291.14 291.10 291.10 -1.10 0 1 +0
Jul11 110228 290.70 290.70 290.67 290.70 -1.00      
Total Volume and Open Interest 2 7 -5
Natural Gas(NYM)
Apr11 110228 4.009 4.100 3.954 4.037 +0.032 130,789 219,036 -3,196
May11 110228 4.065 4.171 4.025 4.110 +0.037 43,013 222,904 +2,571
Jun11 110228 4.128 4.234 4.088 4.173 +0.040 21,691 73,974 +3,530
Jul11 110228 4.209 4.294 4.149 4.235 +0.042 15,466 61,417 +3,485
Aug11 110228 4.215 4.319 4.185 4.264 +0.041 7,679 25,597 +429
Sep11 110228 4.216 4.330 4.196 4.275 +0.041 7,833 24,981 +324
Oct11 110228 4.284 4.380 4.245 4.322 +0.040 15,942 73,745 +387
Nov11 110228 4.458 4.560 4.438 4.515 +0.051 4,285 28,070 +774
Dec11 110228 4.729 4.809 4.692 4.770 +0.054 1,987 24,622 +205
Jan12 110228 4.840 4.950 4.830 4.905 +0.052 7,136 56,606 +753
Feb12 110228 4.820 4.937 4.814 4.897 +0.057 1,324 13,322 +310
Mar12 110228 4.760 4.874 4.760 4.835 +0.055 2,166 25,941 -17
Apr12 110228 4.684 4.727 4.619 4.693 +0.053 2,122 24,147 +298
May12 110228 4.725 4.749 4.659 4.719 +0.053 26 5,764 +2
Jun12 110228 4.755 4.760 4.750 4.751 +0.053 46 4,519 +4
Jul12 110228 4.805 4.805 4.788 4.788 +0.053 52 3,634 -8
Total Volume and Open Interest 263,838 956,596 +10,197
Brent Crude Oil(ICE)
Apr11 110228 112.50 114.50 111.25 111.80 -0.34 178,318 187,341 -1,187
May11 110228 112.14 114.04 111.02 111.63 -0.29 90,017 142,335 -2,222
Jun11 110228 111.83 113.77 110.86 111.52 -0.25 91,815 113,527 -488
Jul11 110228 112.50 112.95 110.70 111.39 -0.23 23,842 35,986 +2,196
Aug11 110228 112.29 112.78 110.56 111.27 -0.23 14,228 25,150 +1,515
Sep11 110228 112.06 112.61 110.39 111.10 -0.26 11,711 29,595 +216
Oct11 110228 111.89 112.49 110.26 110.95 -0.28 9,678 19,246 +1,727
Nov11 110228 111.70 112.26 110.11 110.80 -0.29 6,232 15,343 +425
Dec11 110228 112.02 112.49 110.00 110.63 -0.32 51,080 100,141 -1,555
Jan12 110228 110.50 110.50 110.45 110.45 -0.32 1,456 14,995 -374
Feb12 110228 110.28 110.28 110.28 110.28 -0.31 714 9,069 +37
Mar12 110228 110.09 110.09 110.09 110.09 -0.28 1,489 16,767 +479
Apr12 110228 109.80 109.80 109.80 109.80 -0.27 348 3,425 +8
May12 110228 109.51 109.51 109.51 109.51 -0.24 330 3,885 -120
Total Volume and Open Interest 494,062 850,954 +2,001
Gas Oil(ICE)
Mar11 110228 932.50 941.00 918.75 932.25 +11.00 55,224 127,956 -7,022
Apr11 110228 935.75 944.75 922.50 935.75 +10.75 89,336 162,380 +380
May11 110228 944.75 947.00 926.00 939.25 +11.00 24,528 78,130 -2,473
Jun11 110228 950.00 950.00 931.50 942.50 +11.00 24,783 64,977 -562
Jul11 110228 950.75 951.25 934.75 946.00 +10.75 3,603 24,706 +376
Aug11 110228 954.25 954.25 938.00 949.50 +10.75 3,002 24,402 +207
Sep11 110228 957.25 957.25 940.50 953.00 +10.75 3,975 22,928 -111
Oct11 110228 959.00 959.00 943.75 954.75 +10.50 2,310 19,796 -62
Nov11 110228 959.50 959.50 945.25 955.25 +10.25 2,067 16,123 +52
Dec11 110228 960.25 960.25 945.50 956.25 +10.25 16,475 55,012 +1,968
Total Volume and Open Interest 235,043 691,192 -5,885
Ethanol(CBOT)
Feb11 110203 2.340 2.345 2.340 2.340 +0.005 15 114 -120
Mar11 110228 2.550 2.599 2.527 2.592 +0.048 352 374 -62
Apr11 110228 2.545 2.572 2.544 2.567 +0.018 429 1,275 +149
May11 110228 2.550 2.571 2.550 2.566 +0.013 135 610 +47
Jun11 110228 2.575 2.583 2.574 2.578 +0.012 48 968 +4
Jul11 110228 2.560 2.582 2.560 2.580 +0.013 134 1,221 +92
Aug11 110228 2.560 2.573 2.560 2.570 +0.013 6 934 -2
Sep11 110228 2.465 2.472 2.465 2.470 +0.009 109 780 +103
Total Volume and Open Interest 1,277 8,093 +344
WTI Crude Oil(ICE
Apr11 110228 99.59 99.89 96.72 96.97 -0.91 59,570 94,563 -2,148
May11 110228 100.95 101.15 98.34 98.64 -0.72 38,518 83,275 +3,826
Jun11 110228 101.67 101.67 99.09 99.44 -0.64 37,193 78,611 +1,856
Jul11 110228 101.90 101.90 99.96 100.11 -0.58 9,315 28,696 +1,019
Aug11 110228 102.24 102.24 100.44 100.54 -0.56 4,290 14,706 +629
Sep11 110228 101.12 101.75 100.73 100.85 -0.54 3,650 25,840 +586
Oct11 110228 101.91 101.91 101.05 101.09 -0.53 2,173 18,724 -7
Nov11 110228 102.05 102.05 101.27 101.31 -0.51 2,175 13,079 +294
Dec11 110228 102.85 102.85 101.01 101.47 -0.50 24,636 91,251 +3,334
Jan12 110228 101.57 101.57 101.57 101.57 -0.47 824 9,895 +147
Feb12 110228 101.52 101.52 101.52 101.52 -0.45 80 2,016 -21
Mar12 110228 101.41 101.41 101.41 101.41 -0.43 117 4,349 +25
Apr12 110228 101.18 101.18 101.18 101.18 -0.41 155 2,862 +5
May12 110228 100.94 100.94 100.94 100.94 -0.40 163 1,075 +66
Jun12 110228 100.42 100.76 100.41 100.76 -0.38 1,176 26,857 +212
Jul12 110228 100.60 100.60 100.60 100.60 -0.37 3 555 +0
Total Volume and Open Interest 189,117 582,083 +10,059
US Dollar Index(ICE)
Mar11 110228 77.255 77.435 76.780 76.920 -0.380 17,269 45,549 +2,792
Jun11 110228 77.750 77.760 77.100 77.235 -0.395 166 1,478 +35
Sep11 110228 77.595 77.595 77.595 77.595 -0.395 0 10 +0
Total Volume and Open Interest 17,435 47,038 +2,827
Australian Dollar(CME)
Mar11 110228 101.37 101.76 101.03 101.73 +0.15 78,985 127,958 +7,401
Jun11 110228 100.13 100.59 99.90 100.58 +0.15 389 1,751 -22
Sep11 110228 99.32 99.32 99.18 99.32 +0.14 0 14 +0
Total Volume and Open Interest 79,374 129,771 +7,379
British Pound(CME)
Mar11 110228 160.85 162.76 160.71 162.68 +1.71 113,677 115,991 -8,569
Jun11 110228 160.76 162.55 160.64 162.50 +1.71 376 1,445 +30
Sep11 110228 162.00 162.20 160.50 162.20 +1.70 0 19 +0
Total Volume and Open Interest 114,053 117,488 -8,539
Canadian Dollar(CME)
Mar11 110228 102.21 102.96 102.13 102.94 +0.73 63,241 131,763 +2,777
Jun11 110228 102.01 102.73 101.93 102.72 +0.72 1,162 7,041 +17
Sep11 110228 102.00 102.42 101.72 102.42 +0.70 20 1,160 +11
Dec11 110228 101.44 102.10 101.43 102.10 +0.67 44 1,805 +23
Total Volume and Open Interest 64,479 141,893 +2,828
Japanese Yen(CME)
Mar11 110228 122.46 122.55 121.99 122.34 -0.06 118,690 124,794 +2,656
Jun11 110228 122.56 122.62 122.12 122.43 -0.07 2,636 4,108 +1,092
Sep11 110228 122.56 122.63 122.56 122.56 -0.07 2 35 +1
Total Volume and Open Interest 121,328 128,965 +3,749
Swiss Franc(CME)
Mar11 110228 107.83 108.02 107.46 107.68 -0.04 42,186 51,325 +1,116
Jun11 110228 107.87 108.09 107.60 107.77 -0.04 473 705 +243
Sep11 110228 107.87 107.93 107.87 107.87 -0.06 0 7 +0
Total Volume and Open Interest 42,659 52,048 +1,359
EuroFX(CME)
Mar11 110228 137.45 138.54 137.10 138.01 +0.60 238,622 199,660 -3,042
Jun11 110228 137.17 138.35 136.96 137.83 +0.60 2,046 6,885 -75
Sep11 110228 137.50 137.80 136.94 137.54 +0.60 1 86 +0
Total Volume and Open Interest 240,669 206,992 -3,117
Mexican Peso(CME)
Mar11 110228 823.5 826.5 822.5 825.0 +1.0 16,024 132,094 -1,104
Apr11 110228 824.5 824.5 823.5 824.5 +1.0      
Total Volume and Open Interest 16,448 134,777 -1,065
30-Year T-Bonds(CBOT)
Mar11 110228 121~300 122~040 121~210 121~300 +0~070 384,345 124,840 -102,950
Jun11 110228 120~110 120~180 120~020 120~110 +0~060 264,509 584,397 +108,447
Sep11 110228 118~240 118~240 118~170 118~240 +0~070 0 1 +0
Total Volume and Open Interest 648,854 709,238 +5,497
10-Year T-Notes(CBOT)
Mar11 110228 120~090 120~165 120~060 120~110 +0~055 1,207,503 233,959 -319,425
Jun11 110228 119~010 119~090 118~300 119~015 +0~035 680,685 1,307,100 +263,528
Sep11 110228 117~285 117~285 117~230 117~285 +0~055 3 4 +3
Total Volume and Open Interest 1,888,191 1,541,067 -55,894
5-Year T-Notes(CBOT)
Mar11 110228 117~093 117~117 117~087 117~112 +0~026 730,208 205,230 -210,829
Jun11 110228 116~104 116~126 116~098 116~120 +0~024 499,818 1,029,740 +189,997
Sep11 110228 116~018 116~018 115~120 116~018 +0~026      
Total Volume and Open Interest 1,230,026 1,234,970 -20,834
2 Year T-Notes(CBOT)
Mar11 110228 109~055 109~064 109~053 109~063 +0~009 537,423 157,263 -215,530
Jun11 110228 109~007 109~020 109~006 109~019 +0~013 405,462 777,177 +179,771
Sep11 110228 108~110 108~110 108~100 108~110 +0~010      
Total Volume and Open Interest 942,885 934,440 -35,759
Eurodollars(CME)
Mar11 110228 99.680 99.688 99.680 99.685 +0.005 108,105 1,022,114 +9,975
Jun11 110228 99.625 99.640 99.620 99.635 +0.010 112,188 1,207,330 +6,753
Sep11 110228 99.535 99.555 99.535 99.550 +0.010 150,012 1,335,711 +2,997
Dec11 110228 99.370 99.395 99.365 99.390 +0.020 227,317 1,300,687 +10,773
Mar12 110228 99.095 99.135 99.090 99.130 +0.035 231,954 1,062,587 +7,703
Jun12 110228 98.730 98.785 98.730 98.780 +0.045 206,972 721,494 -1,596
Sep12 110228 98.360 98.420 98.360 98.415 +0.055 172,946 539,059 -11,672
Dec12 110228 98.030 98.090 98.025 98.080 +0.060 165,766 436,434 +8,694
Mar13 110228 97.740 97.805 97.740 97.795 +0.060 121,901 282,546 +894
Jun13 110228 97.480 97.540 97.475 97.525 +0.060 91,681 206,402 -4,533
Sep13 110228 97.245 97.290 97.225 97.275 +0.055 71,124 203,098 +1,170
Dec13 110228 96.990 97.040 96.985 97.025 +0.050 43,495 176,167 -1,098
Mar14 110228 96.780 96.815 96.760 96.800 +0.050 15,350 128,035 +710
Jun14 110228 96.575 96.595 96.535 96.575 +0.045 13,729 98,670 +122
Sep14 110228 96.365 96.380 96.325 96.360 +0.040 12,733 59,554 -892
Dec14 110228 96.150 96.165 96.110 96.140 +0.035 10,762 75,062 +62
Mar15 110228 95.970 95.980 95.930 95.955 +0.030 4,775 55,682 +3
Jun15 110228 4.050 4.055 4.005 4.030 +0.025 6,012 38,825 -45
Total Volume and Open Interest 1,782,769 9,121,523 +30,365
30 Day Federal Funds(CBOT)
Feb11 110228 99.845 99.845 99.842 99.842 unch 760 82,152 -504
Mar11 110228 99.850 99.855 99.845 99.850 unch 8,599 65,810 +4,633
Apr11 110228 99.865 99.865 99.860 99.860 unch 1,007 56,335 +321
May11 110228 99.860 99.865 99.860 99.860 unch 1,523 63,451 -1,315
Jun11 110228 99.855 99.860 99.855 99.855 unch 1,812 46,805 -144
Jul11 110228 99.845 99.850 99.840 99.845 +0.005 7,161 48,124 -1,832
Total Volume and Open Interest 50,830 622,721 +3,644
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 110228 99.662 99.662 99.662 99.662 +0.002 0 4,371 +0
Jun11 110228 99.652 99.652 99.652 99.652 +0.002 0 150 +0
Sep11 110228 99.645 99.645 99.645 99.645 +0.002      
Dec11 110228 99.630 99.630 99.630 99.630 +0.002 0 75 +0
Mar12 110228 99.610 99.610 99.610 99.610 unch      
Jun12 110228 99.640 99.640 99.640 99.640 -0.015      
Sep12 110228 99.590 99.590 99.590 99.590 -0.015      
Dec12 110228 99.495 99.495 99.495 99.495 -0.015      
Mar13 110228 99.495 99.495 99.495 99.495 -0.015      
Jun13 110228 99.450 99.450 99.450 99.450 -0.015      
Total Volume and Open Interest 0 4,596 +0
3-Mth Euro-Yen(SGX)
Mar11 110228 99.66 99.66 99.66 99.66 +0.00 0 6,006 +0
Jun11 110228 99.65 99.65 99.65 99.65 +0.00 0 1,422 +350
Sep11 110228 99.64 99.64 99.64 99.64 +0.00 0 766 +0
Dec11 110228 99.63 99.63 99.63 99.63 +0.00 205 1,910 +0
Mar12 110228 99.61 99.61 99.61 99.61 unch 0 405 +0
Jun12 110228 99.64 99.64 99.64 99.64 -0.01 0 754 +0
Sep12 110228 99.59 99.59 99.59 99.59 -0.02 0 310 +0
Dec12 110228 99.50 99.50 99.50 99.50 -0.01 0 4 +0
Total Volume and Open Interest 205 11,578 +350
Japanese Gov't Bonds(SGX)
Mar11 110228 139.50 139.77 139.44 139.55 +0.01 2,455 13,349 -1,062
Jun11 110228 138.85 138.85 138.60 138.70 +0.02 17 122 +17
Sep11 110228 136.27 136.27 136.27 136.27 +0.02      
Total Volume and Open Interest 2,472 13,471 -1,045
Euro-Bund(EUREX)
Mar11 110228 124.40 124.52 123.96 124.12 -0.20 675,569 1,259,083 +30,809
Jun11 110228 122.95 123.07 122.52 122.67 -0.21 14,493 101,973 +23,086
Sep11 110228 122.32 122.32 122.32 122.32 -0.20 0 105 +105
Total Volume and Open Interest 690,062 1,361,161 +54,000
Euro-Bobl(EUREX)
Mar11 110228 117.33 117.41 117.08 117.18 -0.09 456,064 899,192 -21,001
Jun11 110228 115.87 115.94 115.62 115.70 -0.11 18,339 123,854 +30,942
Sep11 110228 115.13 115.13 115.13 115.13 -0.14      
Total Volume and Open Interest 474,403 1,023,046 +9,941
3-Mth Euribor(EUREX)
Mar11 110228 98.855 98.855 98.855 98.855 +0.015 205 6,170 -44
Jun11 110228 98.530 98.540 98.530 98.540 +0.010 175 9,631 -121
Sep11 110228 98.280 98.280 98.280 98.280 +0.005 0 2,197 -57
Total Volume and Open Interest 420 25,829 -752
Long Gilt(LIFFE)
Mar11 110228 117~31 118~04 117~26 117~32 +0~05 88,711 50,796 -12,380
Jun11 110228 116~21 116~26 116~16 116~22 +0~04 92,255 273,695 +7,242
Total Volume and Open Interest 180,966 324,491 -5,138
3-Mth Short Sterling(LIFFE)
Mar11 110228 99.16 99.18 99.13 99.16 unch 62,272 315,012 -17,085
Jun11 110228 98.90 98.91 98.88 98.90 unch 128,496 369,205 +12,727
Sep11 110228 98.65 98.67 98.63 98.66 unch 102,693 348,591 +5,244
Dec11 110228 98.40 98.42 98.38 98.41 unch 120,656 361,454 -5,341
Mar12 110228 98.14 98.17 98.11 98.15 +0.01 148,749 282,123 -13,537
Jun12 110228 97.85 97.90 97.83 97.88 +0.02 90,880 177,945 +1,764
Total Volume and Open Interest 806,666 2,303,960 -17,391
3-Mth Euribor(LIFFE)
Mar11 110228 98.850 98.860 98.845 98.855 +0.015 62,223 605,507 +3,015
Jun11 110228 98.540 98.550 98.530 98.540 +0.010 105,160 639,550 +460
Sep11 110228 98.285 98.295 98.260 98.280 +0.005 100,480 634,454 +2,827
Total Volume and Open Interest 661,237 3,709,813 +10,012
3-Mth Aus T-Bills(SFE)
Mar11 110228 95.04 95.06 95.03 95.05 +0.01 13,049 103,786 -2,790
Jun11 110228 94.95 94.98 94.95 94.97 unch 25,844 193,271 -2,759
Sep11 110228 94.85 94.87 94.83 94.86 +0.01 19,720 132,062 -5,692
Dec11 110228 94.73 94.77 94.70 94.75 +0.02 10,139 70,849 -3,716
Mar12 110228 94.62 94.68 94.60 94.66 +0.02 5,200 55,607 -377
Jun12 110228 94.53 94.60 94.53 94.58 +0.02 1,275 43,474 +46
Sep12 110228 94.53 94.54 94.52 94.52 +0.03 566 30,619 -83
Dec12 110228 94.46 94.48 94.45 94.46 +0.04 947 16,930 -64
Mar13 110228 94.39 94.45 94.39 94.43 +0.05 153 3,440 +61
Jun13 110228 94.33 94.38 94.33 94.37 +0.05 50 614 -36
Total Volume and Open Interest 76,962 652,344 -15,410
10-Year Aus T-Bonds(SFE)
Mar11 110228 94.47 94.52 94.45 94.50 +0.04 54,323 382,649 +3,350
Jun11 110228 94.50 94.50 94.50 94.50 +0.04      
Total Volume and Open Interest 54,323 382,649 +3,350
3-Year Aus T-Bonds(SFE)
Mar11 110228 94.86 94.92 94.84 94.90 +0.04 166,676 547,368 +4,834
Jun11 110228 94.90 94.90 94.90 94.90 +0.04      
Total Volume and Open Interest 166,676 547,368 +4,834
Gold(CMX)
Apr11 110228 1411.2 1417.0 1405.2 1409.9 +0.6 120,513 325,290 -5,967
Jun11 110228 1410.3 1418.2 1406.7 1411.3 +0.6 9,897 64,719 +2,236
Aug11 110228 1416.9 1418.8 1408.9 1412.6 +0.6 597 22,721 -61
Oct11 110228 1414.5 1418.8 1413.5 1414.0 +0.7 207 7,848 -50
Dec11 110228 1417.3 1421.2 1413.5 1415.4 +0.7 1,178 27,124 +545
Feb12 110228 1415.6 1417.1 1415.6 1417.1 +0.7 124 7,011 -19
Apr12 110228 1419.2 1419.2 1419.2 1419.2 +0.5 27 5,327 -23
Jun12 110228 1425.2 1425.2 1421.8 1421.8 +0.5 0 6,725 +0
Aug12 110228 1424.7 1424.7 1424.7 1424.7 +0.4 1 978 +1
Oct12 110228 1428.2 1428.2 1428.2 1428.2 +0.3 625 789 -452
Dec12 110228 1433.5 1433.5 1432.5 1432.5 +0.1 332 12,219 -77
Total Volume and Open Interest 134,503 505,900 -4,314
Silver(CMX)
Mar11 110228 3334.0 3396.5 3325.0 3380.4 +90.6 37,642 4,250 -10,009
May11 110228 3334.5 3398.0 3325.5 3382.0 +89.7 61,035 82,657 +8,533
Jul11 110228 3330.0 3394.0 3329.0 3381.4 +89.3 1,797 12,248 +245
Sep11 110228 3345.5 3387.0 3330.0 3380.1 +89.2 498 5,284 +184
Dec11 110228 3330.0 3389.5 3330.0 3378.5 +89.2 1,081 14,150 -266
Mar12 110228 3376.0 3382.0 3369.0 3370.8 +89.0 110 787 +53
May12 110228 3365.3 3365.3 3365.3 3365.3 +89.0 8 219 -1
Total Volume and Open Interest 103,514 135,479 -1,081
Platinum(NYMEX)
Apr11 110228 1803.0 1827.8 1798.5 1809.2 +5.8 4,288 36,466 -290
Jul11 110228 1811.4 1817.9 1809.7 1813.2 +5.9 523 2,719 +332
Oct11 110228 1820.0 1820.0 1814.5 1814.7 +5.7 3 470 +3
Jan12 110228 1817.3 1817.3 1811.5 1817.3 +5.7 0 11 +0
Total Volume and Open Interest 4,817 39,701 +48
Palladium(NYMEX)
Mar11 110228 790.85 802.00 785.65 797.65 +12.20 3,972 678 -2,585
Jun11 110228 792.35 804.40 786.10 799.60 +12.00 5,825 21,306 +2,261
Sep11 110228 805.75 805.75 792.55 800.80 +12.00 0 69 +0
Total Volume and Open Interest 9,814 22,114 -310
Copper(CMX)
Mar11 110228 444.50 448.60 440.80 447.80 +4.20 29,725 8,474 -7,581
May11 110228 446.35 450.65 442.55 449.65 +4.15 35,816 95,994 +2,373
Jul11 110228 446.60 451.00 445.15 450.65 +4.35 1,294 25,504 -132
Sep11 110228 446.45 451.50 444.35 451.15 +4.60 694 6,766 -71
Dec11 110228 446.10 451.20 446.10 451.20 +5.10 171 6,173 +42
Total Volume and Open Interest 69,954 148,669 -4,695
DJIA Index(CBOT)
Mar11 110228 12108 12233 12070 12214 +104 360 12,956 -22
Jun11 110228 12138 12165 12138 12149 +102 0 17 +0
Sep11 110228 12094 12094 11992 12094 +102      
Dec11 110228 12039 12039 11937 12039 +102 0 1 +0
Total Volume and Open Interest 360 12,974 -22
S & P 500(CME)
Mar11 110228 1318.30 1329.00 1313.00 1326.10 +7.30 21,729 324,058 +3,070
Jun11 110228 1318.50 1323.50 1314.80 1321.10 +7.30 4,874 19,216 +2,755
Sep11 110228 1316.00 1318.80 1309.80 1316.10 +7.30 1 3,094 +1
Dec11 110228 1311.10 1313.80 1311.10 1311.10 +7.30 0 627 -10
Total Volume and Open Interest 26,604 346,995 +5,816
S & P 500 E-Mini(Globex)
Mar11 110228 1318.25 1329.00 1313.00 1326.00 +7.25 1,827,557 2,871,412 -3,893
Jun11 110228 1314.50 1324.00 1308.25 1321.00 +7.25 13,047 51,535 +10,365
Total Volume and Open Interest 1,840,696 2,923,241 +6,483
NASDAQ 100(CME)
Mar11 110228 2343.00 2363.00 2336.80 2350.80 +5.00 971 18,457 +237
Jun11 110228 2348.30 2353.00 2338.00 2348.30 +5.00 0 1,268 +0
Sep11 110228 2345.80 2349.80 2345.80 2345.80 +5.00 0 1 +0
Total Volume and Open Interest 971 19,726 +237
NASDAQ 100 E-Mini(Globex)
Mar11 110228 2345.30 2363.00 2334.80 2350.80 +5.00 244,697 374,808 +11,088
Jun11 110228 2338.30 2359.80 2334.00 2348.30 +5.00 159 2,137 -11
Total Volume and Open Interest 244,857 376,961 +11,077
S & P Midcap 400(CME)
Mar11 110228 970.50 972.00 961.50 965.90 +2.80 117 3,095 +99
Jun11 110228 963.30 963.50 963.30 963.30 +2.80      
Sep11 110228 961.20 961.40 961.20 961.20 +2.80      
Total Volume and Open Interest 117 3,095 +99
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Mar11 110228 10550 10710 10460 10685 +135 8,343 43,850 -820
Jun11 110228 10450 10685 10450 10660 +135 163 763 +100
Total Volume and Open Interest 8,506 44,613 -720
Nikkei 225(SGX)
Mar11 110228 10515 10630 10445 10620 +100 142,644 256,356 +2,523
Jun11 110228 10415 10555 10375 10555 +115 73 5,027 +164
Sep11 110228 10545 10545 10545 10545 +105 0 200 +0
Total Volume and Open Interest 142,777 270,777 +2,687
CAC 40(EURONEXT)
Mar11 110228 4072.5 4134.0 4055.0 4110.0 +38.5 130,231 355,523 +6,392
Apr11 110228 4061.5 4135.5 4061.5 4113.0 +39.0 42 623 -29
May11 110228 4038.0 4038.0 4038.0 4038.0 +38.5 0 16 +0
Total Volume and Open Interest 130,276 356,234 +6,363
Hang Seng Index(HKFE)
Feb11 110225 22720 22931 22706 22920 +270 87,203 13,211 -17,286
Mar11 110228 22850 23358 22772 23298 +401 85,097 77,662 +595
Apr11 110228 22775 23323 22773 23267        
DAX(EUREX)
Mar11 110228 7179.5 7309.5 7151.5 7275.5 +90.0 118,181 256,427 +8,543
Jun11 110228 7202.5 7330.0 7178.5 7298.5 +90.0 458 18,240 +74
Sep11 110228 7225.5 7344.0 7210.5 7321.5 +90.0 81 840 +17
Total Volume and Open Interest 118,720 275,507 +8,634
FT-SE 100(EURONEXT)
Mar11 110228 5979.00 6004.50 5943.00 5973.50 -3.00 111,828 644,584 +2,625
Jun11 110228 5935.00 5958.00 5905.00 5930.50 -3.00 96 8,147 +50
Sep11 110228 5897.50 5897.50 5897.50 5897.50 -3.00 42 403 +42
Total Volume and Open Interest 112,031 653,269 +2,782
SPI 200(SFE)
Mar11 110228 4816.0 4845.0 4804.0 4826.0 +7.0 32,988 197,752 -193
Jun11 110228 4844.0 4866.0 4838.0 4852.0 +9.0 164 4,100 +93
Sep11 110228 4841.0 4841.0 4841.0 4841.0 +7.0 2 2,487 -2
Total Volume and Open Interest 33,154 206,342 -102
GSCI(CME)
Mar11 110228 37.14 40.14 33.64 36.64 +1.00 484 14,524 -259
Apr11 110228 43.14 45.14 39.64 42.89 +1.75 0 25 +0
May11 110228 44.39 46.14 41.14 44.39 +2.00      
Total Volume and Open Interest 484 14,549 -259
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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