Moore Research Center, Inc.

  • Increase font size
  • Default font size
  • Decrease font size
Home MRCI Online
Print
New Windows

MRCI's End of Day Prices

MRCI Logo
MRCI's End of Day Prices
Daily Futures Price Listing Tue March 01, 2011
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Mar11 110301 1360.00 1369.00 1347.25 1367.50 +10.25      
May11 110301 1368.00 1376.50 1353.75 1375.25 +10.50      
Jul11 110301 1375.25 1384.25 1361.25 1382.00 +9.50      
Aug11 110301 1363.50 1371.00 1351.75 1370.00 +11.00      
Sep11 110301 1342.00 1350.50 1332.75 1347.25 +6.75      
Nov11 110301 1326.75 1335.00 1315.00 1328.25 +3.50      
Jan12 110301 1326.25 1339.00 1321.25 1332.75 +3.50      
Total Volume and Open Interest 268,573 618,719 +0
Soybean Meal(CBOT)
Mar11 110301 356.40 359.50 351.40 358.00 +1.60      
May11 110301 361.80 364.00 356.60 363.40 +1.50      
Jul11 110301 364.00 366.20 359.10 366.00 +1.90      
Aug11 110301 361.80 362.90 357.00 362.90 +2.00      
Sep11 110301 354.10 356.50 350.90 356.20 +1.10      
Oct11 110301 345.80 349.00 342.70 347.10 unch      
Dec11 110301 346.10 348.30 341.80 346.50 -0.70      
Jan12 110301 347.10 347.50 342.40 346.70 -0.80      
Total Volume and Open Interest 105,032 208,368 +0
Soybean Oil(CBOT)
Mar11 110301 56.80 57.23 56.57 57.07 +0.30      
May11 110301 57.30 57.81 57.04 57.60 +0.27      
Jul11 110301 57.89 58.33 57.57 58.13 +0.27      
Aug11 110301 58.48 58.49 57.86 58.34 +0.28      
Sep11 110301 58.32 58.66 57.97 58.45 +0.29      
Oct11 110301 58.09 58.53 57.85 58.36 +0.27      
Dec11 110301 58.11 58.61 57.79 58.40 +0.24      
Jan12 110301 58.10 58.45 58.10 58.45 +0.24      
Total Volume and Open Interest 154,659 360,917 +0
Canola(WCE)
Mar11 110301 574.5 577.7 569.9 577.7 +5.0      
May11 110301 578.9 583.2 574.3 582.6 +3.9      
Jul11 110301 587.0 590.4 582.0 589.8 +4.0      
Nov11 110301 569.4 572.0 563.8 571.5 +2.3      
Jan12 110301 574.0 576.6 568.4 576.3 +2.3      
Total Volume and Open Interest 24,372 195,260 +0
Corn(CBOT)
Mar11 110301 722.00 727.75 717.25 727.25 +4.75      
May11 110301 730.50 736.25 725.25 735.50 +4.50      
Jul11 110301 732.75 739.00 728.00 738.25 +5.00      
Sep11 110301 649.75 654.75 644.75 654.75 +4.50      
Dec11 110301 606.00 610.00 601.00 604.75 -2.00      
Mar12 110301 615.00 618.50 610.00 615.00 -0.50      
Total Volume and Open Interest 497,949 1,651,178 +0
Wheat(CBOT)
Mar11 110301 784.50 784.75 766.00 775.75 -6.75      
May11 110301 819.50 823.25 797.25 810.25 -6.75      
Jul11 110301 849.25 853.25 828.00 840.75 -7.50      
Sep11 110301 879.25 883.50 859.50 870.25 -9.00      
Dec11 110301 900.00 905.75 880.00 889.50 -10.50      
Total Volume and Open Interest 145,468 490,446 +0
Wheat(KCBT)
Mar11 110301 902.00 907.00 886.00 902.00 -0.50      
May11 110301 915.00 918.00 895.75 912.00 -0.50      
Jul11 110301 923.75 927.75 904.75 920.75 -1.75      
Sep11 110301 936.25 939.50 918.25 932.50 -3.00      
Dec11 110301 952.25 955.50 932.50 946.00 -4.75      
Total Volume and Open Interest 52,871 200,943 +0
Wheat(MGE)
Mar11 110301 929.50 931.50 926.25 931.50 +0.75      
May11 110301 941.00 948.25 928.00 939.50 -1.50      
Jul11 110301 949.75 955.50 935.25 946.00 -3.25      
Sep11 110301 952.75 958.75 938.25 946.50 -4.00      
Dec11 110301 960.75 965.75 943.50 954.50 -4.00      
Total Volume and Open Interest 15,896 65,790 +0
Oats(CBOT)
Mar11 110301 369.25 383.25 365.00 380.00 +8.75      
May11 110301 379.75 389.50 373.75 389.50 +8.50      
Jul11 110301 385.00 397.00 382.00 397.00 +8.50      
Sep11 110301 384.00 392.00 384.00 391.00 +5.00      
Total Volume and Open Interest 3,678 13,185 +0
Rough Rice(CBOT)
Mar11 110301 13.94 14.00 13.82 13.85 unch      
May11 110301 14.27 14.41 14.11 14.17 -0.04      
Jul11 110301 14.52 14.73 14.43 14.47 -0.05      
Sep11 110301 14.81 14.99 14.76 14.76 -0.05      
Total Volume and Open Interest 5,396 26,522 +0
Live Cattle(CME)
Apr11 110301 112.980 113.350 111.350 111.400 -1.500      
Jun11 110301 114.700 115.100 113.200 113.600 -1.050      
Aug11 110301 116.800 117.100 115.580 115.980 -0.920      
Oct11 110301 119.930 120.200 118.980 119.300 -0.650      
Dec11 110301 119.885 120.350 119.230 119.500 -0.700      
Feb12 110301 119.500 119.750 118.830 119.600 -0.150      
Total Volume and Open Interest 44,170 359,692 +0
Feeder Cattle(CME)
Mar11 110301 130.150 130.350 128.130 128.900 -1.175      
Apr11 110301 131.600 132.100 129.985 130.630 -1.155      
May11 110301 132.450 132.880 130.735 131.435 -1.195      
Aug11 110301 132.750 133.400 131.300 132.200 -0.900      
Sep11 110301 132.000 132.630 130.500 131.750 -0.600      
Oct11 110301 131.785 131.800 130.200 131.630 -0.570      
Nov11 110301 130.950 131.400 130.050 131.400 -0.600      
Total Volume and Open Interest 5,712 49,903 +0
Lean Hogs(CME)
Apr11 110301 88.850 89.550 87.750 88.100 -0.700      
May11 110301 97.900 97.900 96.400 97.300 -0.800      
Jun11 110301 100.230 100.800 99.180 99.930 -0.270      
Jul11 110301 99.750 100.150 98.700 99.450 -0.400      
Aug11 110301 99.080 99.230 97.930 98.430 -0.650      
Oct11 110301 88.300 88.700 87.730 88.500 -0.100      
Dec11 110301 84.480 85.100 84.200 84.950 +0.065      
Feb12 110301 84.950 85.430 84.650 85.350 +0.150      
Total Volume and Open Interest 31,031 242,144 +0
Class III Milk(CME)
Mar11 110301 19.16 19.48 19.16 19.44 +0.25      
Apr11 110301 18.00 18.18 17.94 18.11 +0.17      
May11 110301 17.40 17.54 17.40 17.50 +0.10      
Jun11 110301 16.95 17.08 16.95 17.05 +0.10      
Jul11 110301 17.00 17.09 16.97 17.07 +0.10      
Total Volume and Open Interest 2,160 40,316 +0
Cocoa(ICE)
Mar11 110301 3755 3755 3578 3660 -97      
May11 110301 3695 3712 3400 3620 -75      
Jul11 110301 3640 3650 3360 3573 -61      
Sep11 110301 3573 3579 3379 3518 -46      
Dec11 110301 3519 3519 3263 3461 -44      
Mar12 110301 3536 3543 3463 3486 -41      
May12 110301 3527 3542 3482 3482 -38      
Total Volume and Open Interest 9,507 160,101 +0
Coffee "C"(ICE)
Mar11 110301 273.70 274.90 265.55 269.30 -2.40      
May11 110301 271.90 275.10 265.55 269.30 -2.40      
Jul11 110301 275.00 276.95 267.90 271.10 -2.50      
Sep11 110301 275.70 277.75 269.95 272.25 -2.70      
Dec11 110301 273.50 276.50 268.55 271.30 -2.60      
Mar12 110301 272.50 273.05 268.15 268.15 -2.75      
Total Volume and Open Interest 8,766 123,088 +0
Orange Juice(ICE)
Mar11 110301 180.95 182.15 180.00 180.65 +0.70      
May11 110301 174.65 176.45 173.70 175.25 +0.60      
Jul11 110301 172.15 172.40 170.50 171.85 +1.00      
Sep11 110301 167.40 169.05 167.40 168.75 +1.20      
Nov11 110301 161.25 162.85 159.85 162.85 -0.20      
Jan12 110301 159.60 160.90 158.00 160.90 -0.65      
Total Volume and Open Interest 2,129 31,377 +0
Sugar #11(ICE)
May11 110301 29.45 29.45 28.58 29.26 -0.19      
Jul11 110301 27.15 27.15 26.39 26.93 -0.33      
Oct11 110301 25.79 25.79 25.04 25.52 -0.27      
Mar12 110301 25.00 25.00 24.41 24.82 -0.20      
May12 110301 23.49 23.58 23.09 23.49 -0.05      
Total Volume and Open Interest 146,705 611,490 +0
London Cocoa(LCE)
Mar11 110301 2395 2401 2330 2337 -55      
May11 110301 2387 2389 2316 2325 -56      
Jul11 110301 2310 2315 2246 2262 -46      
Sep11 110301 2280 2288 2223 2242 -38      
Dec11 110301 2224 2231 2163 2198 -25      
Mar12 110301 2213 2215 2184 2190 -21      
May12 110301 2218 2220 2196 2196 -20      
Total Volume and Open Interest 13,067 208,804 +0
London Sugar(LCE)
May11 110301 743.90 743.90 722.00 733.40 -10.40      
Aug11 110301 714.20 714.20 696.10 707.40 -10.50      
Oct11 110301 665.00 668.00 654.90 666.80 -5.60      
Dec11 110301 642.90 648.50 642.90 647.80 -8.10      
Mar12 110301 637.50 646.50 637.50 641.30 -5.60      
Total Volume and Open Interest 2,125 37,408 +0
Cotton(ICE)
Mar11 110301 205.77 209.50 190.00 195.87 -9.27      
May11 110301 198.23 198.23 191.57 193.60 +2.37      
Jul11 110301 189.59 189.59 182.97 185.24 +2.65      
Oct11 110301 160.00 162.09 152.18 152.18 -2.91      
Dec11 110301 130.38 134.80 124.51 124.88 -4.86      
Mar12 110301 125.84 127.59 117.66 117.88 -5.62      
Total Volume and Open Interest 16,639 174,935 +0
Lumber(CME)
Mar11 110301 291.1 292.6 285.1 288.0 -0.9      
May11 110301 309.2 309.9 305.5 309.2 +0.8      
Jul11 110301 315.5 316.4 313.0 315.0 unch      
Sep11 110301 316.6 318.8 315.2 318.8 unch      
Total Volume and Open Interest 1,310 9,761 +0
Crude Oil(NYM)
Apr11 110301 96.97 100.69 96.37 99.63 +2.66      
May11 110301 98.64 102.43 98.07 101.40 +2.76      
Jun11 110301 99.35 103.07 98.94 102.17 +2.73      
Jul11 110301 100.09 103.51 100.00 102.75 +2.64      
Aug11 110301 101.14 103.72 100.84 103.09 +2.55      
Sep11 110301 100.79 103.94 100.79 103.37 +2.52      
Oct11 110301 101.64 104.00 101.64 103.59 +2.50      
Nov11 110301 101.91 103.88 101.91 103.79 +2.48      
Dec11 110301 101.39 104.42 101.01 103.92 +2.45      
Jan12 110301 102.20 104.27 102.18 103.93 +2.36      
Feb12 110301 102.96 104.03 102.96 103.82 +2.30      
Mar12 110301 103.66 103.69 103.34 103.65 +2.24      
Apr12 110301 103.40 103.40 103.40 103.40 +2.22      
May12 110301 103.10 103.10 103.10 103.10 +2.16      
Jun12 110301 101.12 102.86 101.12 102.86 +2.10      
Jul12 110301 102.63 102.63 102.63 102.63 +2.03      
Total Volume and Open Interest 672,386 1,524,041 +0
e-miNY Crude Oil(NYM)
Mar11 110218 86.450 87.875 85.675 86.200 -0.150 5,303 9,418 -472
Apr11 110301 96.900 100.750 96.275 99.625 +2.650      
May11 110301 98.625 102.375 97.900 101.400 +2.750      
Jun11 110301 98.950 103.075 98.950 102.175 +2.725      
Jul11 110301 100.525 102.750 100.525 102.750 +2.650      
Aug11 110301 103.100 103.100 103.100 103.100 +2.550      
Sep11 110301 102.875 103.750 102.875 103.375 +2.525      
Oct11 110301 103.600 103.600 103.600 103.600 +2.500      
Nov11 110301 103.800 103.800 103.800 103.800 +2.500      
Dec11 110301 103.925 103.925 103.925 103.925 +2.450      
Total Volume and Open Interest 16,020 6,709 +0
Heating Oil(NYM)
Apr11 110301 293.57 305.24 293.15 302.35 +8.46      
May11 110301 295.40 306.47 295.17 303.68 +8.25      
Jun11 110301 296.96 307.87 296.96 305.04 +8.08      
Jul11 110301 299.14 309.08 299.14 306.65 +7.91      
Aug11 110301 303.20 309.94 302.67 308.20 +7.82      
Sep11 110301 304.71 311.48 304.71 309.86 +7.82      
Oct11 110301 308.60 311.94 307.37 311.49 +7.81      
Nov11 110301 308.40 315.02 308.39 313.28 +7.85      
Dec11 110301 307.01 317.83 307.01 314.94 +7.93      
Jan12 110301 316.53 316.53 316.53 316.53 +8.03      
Feb12 110301 313.50 319.64 313.50 316.83 +7.98      
Mar12 110301 315.83 315.83 315.83 315.83 +7.88      
Total Volume and Open Interest 121,686 300,763 +0
Gasoline(NYMEX)
Apr11 110301 289.44 301.79 289.00 298.34 +9.07      
May11 110301 290.70 302.50 290.70 299.62 +8.71      
Jun11 110301 291.09 302.53 291.09 299.50 +8.36      
Jul11 110301 291.28 301.47 291.28 298.72 +8.05      
Aug11 110301 290.82 297.70 290.82 297.62 +7.70      
Sep11 110301 289.33 295.76 289.33 295.70 +7.31      
Oct11 110301 280.00 285.00 280.00 283.76 +7.19      
Nov11 110301 279.00 281.89 277.98 281.06 +6.92      
Dec11 110301 275.00 279.60 274.96 279.47 +6.81      
Jan12 110301 278.41 281.95 277.42 279.92 +6.56      
Total Volume and Open Interest 137,812 280,153 +0
e-miNY RBOB Gasoline(NYM)
Apr11 110301 298.30 298.34 298.30 298.30 +9.00      
May11 110301 299.60 299.62 299.60 299.60 +8.70      
Jun11 110301 299.50 299.50 299.50 299.50 +8.40      
Jul11 110301 298.70 298.72 298.70 298.70 +8.00      
Total Volume and Open Interest 2 7 +0
Natural Gas(NYM)
Apr11 110301 4.050 4.056 3.854 3.873 -0.164      
May11 110301 4.122 4.122 3.931 3.950 -0.160      
Jun11 110301 4.173 4.182 4.000 4.015 -0.158      
Jul11 110301 4.241 4.241 4.070 4.084 -0.151      
Aug11 110301 4.256 4.268 4.105 4.116 -0.148      
Sep11 110301 4.254 4.279 4.115 4.128 -0.147      
Oct11 110301 4.329 4.329 4.170 4.176 -0.146      
Nov11 110301 4.521 4.521 4.360 4.376 -0.139      
Dec11 110301 4.785 4.786 4.637 4.644 -0.126      
Jan12 110301 4.902 4.912 4.770 4.782 -0.123      
Feb12 110301 4.904 4.904 4.769 4.775 -0.122      
Mar12 110301 4.830 4.830 4.700 4.712 -0.123      
Apr12 110301 4.715 4.715 4.571 4.577 -0.116      
May12 110301 4.735 4.735 4.605 4.607 -0.112      
Jun12 110301 4.755 4.755 4.640 4.642 -0.109      
Jul12 110301 4.810 4.810 4.682 4.682 -0.106      
Total Volume and Open Interest 263,838 956,596 +0
Brent Crude Oil(ICE)
Apr11 110301 111.90 116.76 111.80 115.42 +3.62      
May11 110301 111.78 116.58 111.70 115.30 +3.67      
Jun11 110301 111.68 116.36 111.62 115.15 +3.63      
Jul11 110301 111.84 116.05 111.53 114.94 +3.55      
Aug11 110301 111.72 115.70 111.45 114.70 +3.43      
Sep11 110301 111.52 115.34 111.31 114.41 +3.31      
Oct11 110301 111.37 115.04 111.19 114.17 +3.22      
Nov11 110301 111.23 114.73 111.07 113.93 +3.13      
Dec11 110301 110.78 114.50 110.77 113.67 +3.04      
Jan12 110301 111.59 113.44 111.56 113.44 +2.99      
Feb12 110301 113.22 113.22 113.22 113.22 +2.94      
Mar12 110301 112.96 112.96 112.96 112.96 +2.87      
Apr12 110301 112.59 112.59 112.59 112.59 +2.79      
May12 110301 112.18 112.18 112.18 112.18 +2.67      
Total Volume and Open Interest 494,062 850,954 +0
Gas Oil(ICE)
Mar11 110301 926.00 963.25 924.75 940.75 +8.50      
Apr11 110301 930.25 966.50 928.25 944.25 +8.50      
May11 110301 934.25 969.75 932.25 947.50 +8.25      
Jun11 110301 936.75 972.75 936.75 950.75 +8.25      
Jul11 110301 941.25 976.00 940.50 954.25 +8.25      
Aug11 110301 944.75 979.50 944.75 958.00 +8.50      
Sep11 110301 948.00 978.00 948.00 961.25 +8.25      
Oct11 110301 949.50 979.50 949.50 963.00 +8.25      
Nov11 110301 950.00 974.50 950.00 963.50 +8.25      
Dec11 110301 951.00 980.75 951.00 964.50 +8.25      
Total Volume and Open Interest 235,043 691,192 +0
Ethanol(CBOT)
Mar11 110301 2.590 2.620 2.580 2.595 +0.003      
Apr11 110301 2.575 2.586 2.566 2.585 +0.018      
May11 110301 2.582 2.587 2.570 2.582 +0.016      
Jun11 110301 2.575 2.594 2.571 2.590 +0.012      
Jul11 110301 2.582 2.590 2.576 2.588 +0.008      
Aug11 110301 2.588 2.592 2.577 2.583 +0.013      
Sep11 110301 2.460 2.482 2.460 2.477 +0.007      
Oct11 110301 2.346 2.346 2.341 2.341 +0.001      
Total Volume and Open Interest 1,277 8,093 +0
WTI Crude Oil(ICE
Apr11 110301 96.86 100.65 96.81 99.63 +2.66      
May11 110301 98.62 102.40 98.61 101.40 +2.76      
Jun11 110301 99.48 103.07 99.48 102.17 +2.73      
Jul11 110301 100.78 103.50 100.22 102.75 +2.64      
Aug11 110301 101.27 103.76 100.73 103.09 +2.55      
Sep11 110301 101.61 103.98 101.11 103.37 +2.52      
Oct11 110301 101.88 104.12 101.41 103.59 +2.50      
Nov11 110301 102.13 103.79 101.69 103.79 +2.48      
Dec11 110301 102.09 104.38 101.90 103.92 +2.45      
Jan12 110301 103.93 103.93 103.93 103.93 +2.36      
Feb12 110301 103.82 103.82 103.82 103.82 +2.30      
Mar12 110301 103.62 103.65 103.60 103.65 +2.24      
Apr12 110301 103.40 103.40 103.40 103.40 +2.22      
May12 110301 103.10 103.10 103.10 103.10 +2.16      
Jun12 110301 101.96 102.86 101.96 102.86 +2.10      
Jul12 110301 102.63 102.63 102.63 102.63 +2.03      
Total Volume and Open Interest 189,117 582,083 +0
US Dollar Index(ICE)
Mar11 110301 76.855 77.130 76.765 77.082 +0.162      
Jun11 110301 77.165 77.450 77.090 77.408 +0.173      
Sep11 110301 77.768 77.768 77.768 77.768 +0.173      
Total Volume and Open Interest 17,435 47,038 +0
Australian Dollar(CME)
Mar11 110301 101.70 101.88 101.08 101.22 -0.51      
Jun11 110301 100.57 100.71 99.93 100.07 -0.51      
Sep11 110301 98.81 99.32 98.81 98.81 -0.51      
Total Volume and Open Interest 79,374 129,771 +0
British Pound(CME)
Mar11 110301 162.65 163.29 162.50 162.63 -0.05      
Jun11 110301 162.48 163.10 162.20 162.45 -0.05      
Sep11 110301 162.15 162.20 162.15 162.15 -0.05      
Total Volume and Open Interest 114,053 117,488 +0
Canadian Dollar(CME)
Mar11 110301 102.94 103.24 102.48 102.56 -0.38      
Jun11 110301 102.73 103.03 102.27 102.35 -0.37      
Sep11 110301 102.52 102.55 102.02 102.05 -0.37      
Dec11 110301 101.66 102.10 101.66 101.74 -0.36      
Total Volume and Open Interest 64,479 141,893 +0
Japanese Yen(CME)
Mar11 110301 122.47 122.47 121.61 122.08 -0.26      
Jun11 110301 122.48 122.48 121.71 122.17 -0.26      
Sep11 110301 121.73 122.56 121.73 122.30 -0.26      
Total Volume and Open Interest 121,328 128,965 +0
Swiss Franc(CME)
Mar11 110301 107.72 107.84 107.28 107.53 -0.15      
Jun11 110301 107.73 107.91 107.38 107.62 -0.15      
Sep11 110301 107.70 107.87 107.70 107.70 -0.17      
Total Volume and Open Interest 42,659 52,048 +0
EuroFX(CME)
Mar11 110301 138.03 138.53 137.61 137.70 -0.31      
Jun11 110301 137.87 138.35 137.44 137.53 -0.30      
Sep11 110301 137.24 137.54 137.24 137.24 -0.30      
Total Volume and Open Interest 240,669 206,992 +0
Mexican Peso(CME)
Mar11 110301 825.0 828.0 822.2 824.0 -1.0      
Apr11 110301 823.5 824.5 823.5 823.5 -1.0      
Total Volume and Open Interest 16,448 134,777 +0
30-Year T-Bonds(CBOT)
Mar11 110301 122~000 122~000 122~000 122~000 +0~020      
Jun11 110301 120~030 120~210 119~140 120~130 +0~020      
Sep11 110301 118~260 118~260 118~240 118~260 +0~020      
Total Volume and Open Interest 648,854 709,238 +0
10-Year T-Notes(CBOT)
Mar11 110301 120~080 120~185 119~255 120~140 +0~030      
Jun11 110301 118~300 119~080 118~135 119~040 +0~025      
Sep11 110301 117~125 117~300 117~120 117~300 +0~015      
Total Volume and Open Interest 1,888,191 1,541,067 +0
5-Year T-Notes(CBOT)
Mar11 110301 117~105 118~005 117~066 117~124 +0~012      
Jun11 110301 116~114 117~016 116~073 117~004 +0~012      
Sep11 110301 116~030 116~030 116~018 116~030 +0~012      
Total Volume and Open Interest 1,230,026 1,234,970 +0
2 Year T-Notes(CBOT)
Mar11 110301 109~060 109~072 109~055 109~069 +0~006      
Jun11 110301 109~018 109~029 109~008 109~025 +0~006      
Sep11 110301 108~117 108~117 108~110 108~117 +0~007      
Total Volume and Open Interest 942,885 934,440 +0
Eurodollars(CME)
Mar11 110301 99.688 99.690 99.685 99.685 unch      
Jun11 110301 99.640 99.650 99.630 99.645 +0.010      
Sep11 110301 99.550 99.570 99.535 99.565 +0.015      
Dec11 110301 99.395 99.425 99.365 99.420 +0.030      
Mar12 110301 99.130 99.170 99.085 99.165 +0.035      
Jun12 110301 98.780 98.830 98.720 98.815 +0.035      
Sep12 110301 98.410 98.470 98.345 98.450 +0.035      
Dec12 110301 98.075 98.140 98.005 98.120 +0.040      
Mar13 110301 97.785 97.855 97.715 97.830 +0.035      
Jun13 110301 97.515 97.580 97.445 97.555 +0.030      
Sep13 110301 97.250 97.315 97.190 97.295 +0.020      
Dec13 110301 97.010 97.060 96.940 97.040 +0.015      
Mar14 110301 96.770 96.825 96.710 96.805 +0.005      
Jun14 110301 96.550 96.600 96.480 96.575 unch      
Sep14 110301 96.330 96.375 96.260 96.355 -0.005      
Dec14 110301 96.100 96.150 96.035 96.130 -0.010      
Mar15 110301 95.925 95.960 95.850 95.935 -0.020      
Jun15 110301 3.945 4.030 3.920 4.005 -0.025      
Total Volume and Open Interest 1,782,769 9,121,523 +0
30 Day Federal Funds(CBOT)
Mar11 110301 99.850 99.850 99.845 99.850 unch      
Apr11 110301 99.860 99.860 99.855 99.860 unch      
May11 110301 99.860 99.865 99.855 99.860 unch      
Jun11 110301 99.860 99.865 99.855 99.855 unch      
Jul11 110301 99.845 99.850 99.840 99.845 unch      
Aug11 110301 99.835 99.840 99.825 99.835 +0.005      
Total Volume and Open Interest 50,830 622,721 +0
30 Day Fed Funds(e-CBOT)
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 110301 99.662 99.662 99.662 99.662 unch      
Jun11 110301 99.652 99.652 99.652 99.652 unch      
Sep11 110301 99.645 99.645 99.645 99.645 unch      
Dec11 110301 99.630 99.630 99.630 99.630 unch      
Mar12 110301 99.610 99.610 99.610 99.610 unch      
Jun12 110301 99.640 99.640 99.640 99.640 unch      
Sep12 110301 99.590 99.590 99.590 99.590 unch      
Dec12 110301 99.495 99.495 99.495 99.495 unch      
Mar13 110301 99.495 99.495 99.495 99.495 unch      
Jun13 110301 99.450 99.450 99.450 99.450 unch      
Total Volume and Open Interest 0 4,596 +0
3-Mth Euro-Yen(SGX)
Mar11 110301 99.66 99.66 99.66 99.66 unch      
Jun11 110301 99.65 99.65 99.65 99.65 unch 350 0 -1,422
Sep11 110301 99.64 99.64 99.64 99.64 unch      
Dec11 110301 99.62 99.63 99.62 99.63 unch      
Mar12 110301 99.61 99.61 99.61 99.61 unch      
Jun12 110301 99.64 99.64 99.64 99.64 unch      
Sep12 110301 99.59 99.59 99.59 99.59 unch      
Dec12 110301 99.50 99.50 99.50 99.50 unch      
Total Volume and Open Interest 205 11,578 +0
Japanese Gov't Bonds(SGX)
Mar11 110301 139.42 139.44 139.19 139.24 -0.31 3,266 0 -13,349
Jun11 110301 138.59 138.60 138.35 138.35 -0.35 24 0 -122
Sep11 110301 135.92 135.92 135.92 135.92 -0.35      
Total Volume and Open Interest 2,472 13,471 +0
Euro-Bund(EUREX)
Mar11 110301 124.05 124.32 123.79 124.06 -0.06 752,084 0 -1,259,083
Jun11 110301 122.68 122.87 122.34 122.61 -0.06 35,333 0 -101,973
Sep11 110301 122.26 122.26 122.26 122.26 -0.06 105 0 -105
Total Volume and Open Interest 690,062 1,361,161 +0
Euro-Bobl(EUREX)
Mar11 110301 117.16 117.26 116.94 117.09 -0.09 509,641 0 -899,192
Jun11 110301 115.67 115.79 115.48 115.63 -0.07 50,270 0 -123,854
Sep11 110301 115.04 115.04 115.04 115.04 -0.09      
Total Volume and Open Interest 474,403 1,023,046 +0
3-Mth Euribor(EUREX)
Mar11 110301 98.865 98.865 98.865 98.865 +0.010      
Jun11 110301 98.540 98.550 98.540 98.550 +0.010 9 0 -9,631
Sep11 110301 98.285 98.285 98.285 98.285 +0.005      
Total Volume and Open Interest 420 25,829 +0
Long Gilt(LIFFE)
Mar11 110301 117~28 117~31 117~18 117~24 -0~08      
Jun11 110301 116~18 116~22 116~07 116~14 -0~08      
Total Volume and Open Interest 180,966 324,491 +0
3-Mth Short Sterling(LIFFE)
Mar11 110301 99.15 99.18 99.15 99.17 +0.01      
Jun11 110301 98.89 98.92 98.87 98.91 +0.01      
Sep11 110301 98.63 98.69 98.61 98.66 unch      
Dec11 110301 98.37 98.45 98.36 98.40 -0.01      
Mar12 110301 98.13 98.19 98.09 98.14 -0.01      
Jun12 110301 97.86 97.92 97.81 97.86 -0.02      
Total Volume and Open Interest 806,666 2,303,960 +0
3-Mth Euribor(LIFFE)
Mar11 110228 98.850 98.860 98.845 98.855 +0.015 62,223 605,507 +3,015
Jun11 110301 98.550 98.555 98.530 98.550 +0.010      
Sep11 110301 98.290 98.295 98.260 98.285 +0.005      
Total Volume and Open Interest 661,237 3,709,813 +0
3-Mth Aus T-Bills(SFE)
Mar11 110301 95.05 95.05 95.02 95.04 -0.01      
Jun11 110301 94.97 94.98 94.94 94.96 -0.01      
Sep11 110301 94.86 94.86 94.81 94.84 -0.02      
Dec11 110301 94.74 94.76 94.68 94.71 -0.04      
Mar12 110301 94.66 94.66 94.58 94.61 -0.05      
Jun12 110301 94.57 94.57 94.52 94.55 -0.03      
Sep12 110301 94.48 94.52 94.46 94.49 -0.03      
Dec12 110301 94.41 94.47 94.40 94.44 -0.02      
Mar13 110301 94.40 94.41 94.40 94.41 -0.02      
Jun13 110301 94.35 94.42 94.35 94.42 +0.05      
Total Volume and Open Interest 76,962 652,344 +0
10-Year Aus T-Bonds(SFE)
Mar11 110301 94.50 94.52 94.46 94.48 -0.02      
Jun11 110301 94.50 94.50 94.48 94.48 -0.02      
Total Volume and Open Interest 54,323 382,649 +0
3-Year Aus T-Bonds(SFE)
Mar11 110301 94.90 94.91 94.84 94.88 -0.02      
Jun11 110301 94.88 94.88 94.88 94.88 -0.02      
Total Volume and Open Interest 166,676 547,368 +0
Gold(CMX)
Apr11 110301 1411.6 1435.6 1409.8 1431.2 +21.3      
Jun11 110301 1413.3 1437.1 1411.3 1432.7 +21.4      
Aug11 110301 1415.5 1438.6 1415.4 1434.1 +21.5      
Oct11 110301 1414.1 1438.7 1414.1 1435.5 +21.5      
Dec11 110301 1417.0 1441.3 1417.0 1436.9 +21.5      
Feb12 110301 1421.8 1438.7 1421.2 1438.7 +21.6      
Apr12 110301 1433.3 1440.8 1433.3 1440.8 +21.6      
Jun12 110301 1443.4 1443.4 1443.4 1443.4 +21.6      
Aug12 110301 1446.4 1446.4 1446.4 1446.4 +21.7      
Oct12 110301 1450.0 1450.0 1450.0 1450.0 +21.8      
Dec12 110301 1446.0 1455.0 1445.8 1454.4 +21.9      
Total Volume and Open Interest 134,503 505,900 +0
Silver(CMX)
Mar11 110301 3388.5 3469.0 3382.5 3441.6 +61.2      
May11 110301 3390.0 3472.0 3379.0 3442.7 +60.7      
Jul11 110301 3394.0 3470.0 3387.5 3442.2 +60.8      
Sep11 110301 3381.0 3469.0 3381.0 3440.8 +60.7      
Dec11 110301 3382.5 3466.0 3382.5 3439.2 +60.7      
Mar12 110301 3375.0 3434.0 3375.0 3432.1 +61.3      
May12 110301 3427.2 3427.2 3427.2 3427.2 +61.9      
Total Volume and Open Interest 103,514 135,479 +0
Platinum(NYMEX)
Apr11 110301 1812.4 1846.7 1806.0 1845.1 +35.9      
Jul11 110301 1812.1 1850.5 1812.1 1848.9 +35.7      
Oct11 110301 1840.0 1850.8 1840.0 1850.7 +36.0      
Jan12 110301 1853.3 1853.3 1853.3 1853.3 +36.0      
Total Volume and Open Interest 4,817 39,701 +0
Palladium(NYMEX)
Mar11 110301 798.00 814.90 797.10 814.35 +16.70      
Jun11 110301 799.85 819.05 798.05 816.70 +17.10      
Sep11 110301 816.00 818.00 816.00 818.00 +17.20      
Total Volume and Open Interest 9,814 22,114 +0
Copper(CMX)
Mar11 110301 448.60 450.20 443.05 449.05 +1.25      
May11 110301 449.95 452.50 444.85 450.95 +1.30      
Jul11 110301 451.00 453.35 446.20 452.15 +1.50      
Sep11 110301 450.55 452.90 449.45 452.85 +1.70      
Dec11 110301 448.55 453.15 447.00 453.15 +1.95      
Total Volume and Open Interest 69,954 148,669 +0
DJIA Index(CBOT)
Mar11 110301 12220 12285 12022 12022 -192      
Jun11 110301 12214 12214 11958 11958 -191      
Sep11 110301 11903 12094 11903 11903 -191      
Dec11 110301 11848 12039 11848 11848 -191      
Total Volume and Open Interest 360 12,974 +0
S & P 500(CME)
Mar11 110301 1326.70 1336.20 1300.50 1301.10 -25.00      
Jun11 110301 1323.30 1327.00 1296.10 1296.10 -25.00      
Sep11 110301 1291.00 1322.10 1291.00 1291.00 -25.10      
Dec11 110301 1314.00 1317.10 1285.90 1285.90 -25.20      
Total Volume and Open Interest 26,604 346,995 +0
S & P 500 E-Mini(Globex)
Mar11 110301 1326.50 1336.50 1300.75 1301.00 -25.00      
Jun11 110301 1321.75 1331.25 1296.00 1296.00 -25.00      
Total Volume and Open Interest 1,840,696 2,923,241 +0
NASDAQ 100(CME)
Mar11 110301 2353.00 2371.50 2308.00 2311.50 -39.30      
Jun11 110301 2358.00 2358.00 2305.00 2309.30 -39.00      
Sep11 110301 2306.80 2310.80 2306.80 2306.80 -39.00      
Total Volume and Open Interest 971 19,726 +0
NASDAQ 100 E-Mini(Globex)
Mar11 110301 2351.00 2371.80 2307.50 2311.50 -39.30      
Jun11 110301 2347.80 2367.30 2305.00 2309.30 -39.00      
Total Volume and Open Interest 244,857 376,961 +0
S & P Midcap 400(CME)
Mar11 110301 947.10 966.85 942.00 947.10 -18.80      
Jun11 110301 944.50 944.50 943.30 944.50 -18.80      
Sep11 110301 942.40 942.40 941.20 942.40 -18.80      
Total Volume and Open Interest 117 3,095 +0
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Mar11 110301 10600 10600 10600 10600 -85      
Jun11 110301 10690 10760 10575 10575 -85      
Total Volume and Open Interest 8,506 44,613 +0
Nikkei 225(SGX)
Mar11 110301 10620 10760 10610 10760 +140 152,223 0 -256,356
Jun11 110301 10545 10685 10540 10685 +130 223 0 -5,027
Sep11 110301 10685 10685 10685 10685 +140      
Total Volume and Open Interest 142,777 270,777 +0
CAC 40(EURONEXT)
Mar11 110301 4131.0 4147.5 4039.5 4068.0 -42.0      
Apr11 110301 4131.0 4149.0 4049.5 4071.0 -42.0      
May11 110301 3998.5 3998.5 3998.5 3998.5 -39.5      
Total Volume and Open Interest 130,276 356,234 +0
Hang Seng Index(HKFE)
Mar11 110301 23300 23444 23192 23380 +82 91,926 0 -77,662
Apr11 110301 23260 23400 23165 23347 +80 379 0  
Total Volume and Open Interest 102,397 80,648  
DAX(EUREX)
Mar11 110301 7330.0 7360.5 7168.5 7224.5 -51.0 145,366 0 -256,427
Jun11 110301 7347.0 7383.0 7196.5 7248.0 -50.5 313 0 -18,240
Sep11 110301 7362.5 7405.0 7225.5 7270.5 -51.0 59 0 -840
Total Volume and Open Interest 118,720 275,507 +0
FT-SE 100(EURONEXT)
Mar11 110301 5990.00 6022.50 5865.50 5914.00 -59.50      
Jun11 110301 5958.50 5977.50 5825.00 5872.00 -58.50      
Sep11 110301 5886.50 5902.00 5837.50 5837.50 -60.00      
Total Volume and Open Interest 112,031 653,269 +0
SPI 200(SFE)
Mar11 110301 4825.0 4853.0 4816.0 4825.0 -1.0      
Jun11 110301 4845.0 4873.0 4845.0 4851.0 -1.0      
Sep11 110301 4841.0 4841.0 4841.0 4841.0 unch      
Total Volume and Open Interest 33,154 206,342 +0
GSCI(CME)
Mar11 110301 41.24 47.14 41.24 47.14 +10.50      
Apr11 110301 47.24 53.64 47.24 53.64 +10.75      
May11 110301 55.14 55.14 55.14 55.14 +10.75      
Total Volume and Open Interest 484 14,549 +0
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.

Banner

Login

Newsflash

Amid explosive interest in China, MRCI will now update charts of the Shanghai and Shenzen stock indices daily! http://www.mrci.com/client/hilite/hl001.php