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MRCI's End of Day Prices

MRCI Logo
MRCI's End of Day Prices
Daily Futures Price Listing Thu March 03, 2011
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Mar11 110303 1385.00 1406.75 1380.00 1405.50 +18.25 9,490 12,043 -3,272
May11 110303 1390.50 1414.50 1384.50 1412.00 +17.75 99,096 252,550 +1,580
Jul11 110303 1398.00 1422.00 1392.75 1419.25 +17.50 40,436 123,910 +1,434
Aug11 110303 1385.75 1409.50 1382.25 1406.25 +16.00 3,022 6,332 -278
Sep11 110303 1365.00 1383.25 1361.75 1382.50 +16.00 1,322 6,318 +178
Nov11 110303 1343.50 1365.00 1335.75 1362.50 +16.75 21,891 161,486 +484
Jan12 110303 1348.25 1367.25 1348.25 1365.75 +16.50 444 21,655 +12
Total Volume and Open Interest 177,493 612,668 +421
Soybean Meal(CBOT)
Mar11 110303 358.50 367.00 358.10 366.80 +7.80 9,083 5,159 -1,530
May11 110303 364.30 373.00 362.50 372.50 +8.10 41,210 92,066 +33
Jul11 110303 367.30 375.70 366.20 375.60 +8.30 12,761 47,060 +153
Aug11 110303 364.90 372.50 364.00 372.50 +8.10 1,521 10,283 +351
Sep11 110303 357.00 365.80 357.00 365.80 +8.00 860 9,165 +140
Oct11 110303 348.50 355.40 346.70 355.40 +8.40 1,521 9,829 +373
Dec11 110303 347.20 354.60 345.70 354.60 +7.50 6,122 25,689 +1,358
Jan12 110303 348.00 354.60 347.10 354.60 +7.50 178 3,156 +3
Total Volume and Open Interest 73,877 208,932 +978
Soybean Oil(CBOT)
Mar11 110303 58.00 58.76 57.93 58.26 -0.01 12,032 6,908 -4,056
May11 110303 58.80 59.35 58.30 58.77 -0.03 51,650 177,541 +389
Jul11 110303 59.30 59.84 58.80 59.26 -0.04 18,810 91,890 +1,063
Aug11 110303 59.20 60.01 59.17 59.44 -0.06 1,930 10,719 +247
Sep11 110303 59.26 60.12 59.26 59.52 -0.09 1,259 11,346 +215
Oct11 110303 59.37 59.98 59.28 59.40 -0.11 938 12,617 +170
Dec11 110303 59.43 60.00 59.00 59.44 -0.08 9,455 51,078 +4,051
Jan12 110303 59.84 59.95 59.43 59.49 -0.08 68 1,040 +12
Total Volume and Open Interest 96,527 367,578 +2,209
Canola(WCE)
Mar11 110303 593.1 593.1 593.1 593.1 +8.0 607 479 -858
May11 110303 590.1 597.4 590.1 596.1 +6.0 10,285 100,615 +363
Jul11 110303 600.0 603.9 598.5 603.1 +5.6 1,394 27,952 +437
Nov11 110303 573.8 581.3 572.8 579.2 +5.9 612 59,302 -15
Jan12 110303 578.6 585.0 577.6 583.8 +5.1 23 3,717 +17
Total Volume and Open Interest 12,933 194,754 -54
Corn(CBOT)
Mar11 110303 714.00 730.00 711.00 729.75 +15.75 28,952 23,657 -11,055
May11 110303 721.00 737.00 718.00 736.75 +15.25 158,835 733,301 +7,190
Jul11 110303 724.75 740.25 721.75 740.25 +15.00 57,525 365,750 +5,979
Sep11 110303 652.50 665.00 647.75 665.00 +12.50 8,517 65,071 -677
Dec11 110303 605.25 615.75 602.00 615.75 +10.25 24,134 358,549 +1,526
Mar12 110303 614.00 624.00 612.50 624.00 +10.00 4,052 44,912 +903
Total Volume and Open Interest 283,968 1,647,635 +4,176
Wheat(CBOT)
Mar11 110303 777.75 792.25 776.75 790.50 +13.75 4,655 1,450 -2,045
May11 110303 810.25 826.50 804.50 823.50 +12.25 58,635 197,882 -2,570
Jul11 110303 838.25 855.25 833.00 853.00 +13.25 19,473 130,740 +886
Sep11 110303 864.50 882.75 861.75 879.50 +13.00 2,682 37,321 +454
Dec11 110303 883.50 901.50 880.00 897.00 +11.75 5,030 89,612 +93
Total Volume and Open Interest 92,210 484,811 -2,714
Wheat(KCBT)
Mar11 110303 901.00 912.50 901.00 908.25 +8.25 2,462 1,509 -855
May11 110303 908.75 924.75 904.00 918.25 +8.25 18,135 89,409 +59
Jul11 110303 918.50 933.50 914.00 927.25 +8.75 9,565 64,347 -1,947
Sep11 110303 928.25 942.25 925.00 937.25 +10.00 1,352 17,582 -139
Dec11 110303 940.00 953.75 936.00 948.75 +9.25 1,684 18,646 +408
Total Volume and Open Interest 33,373 195,802 -2,387
Wheat(MGE)
Mar11 110303 942.00 946.50 942.00 946.50 +15.00 262 291 -146
May11 110303 940.00 956.00 936.00 951.50 +11.00 3,869 23,531 +52
Jul11 110303 946.25 961.25 942.25 957.50 +10.75 1,688 14,416 -119
Sep11 110303 946.50 960.50 946.50 956.25 +9.25 725 13,807 +40
Dec11 110303 953.00 966.25 949.00 962.25 +8.75 637 11,032 +137
Total Volume and Open Interest 7,255 65,458 -9
Oats(CBOT)
Mar11 110303 384.00 384.25 380.50 384.00 +3.50 51 87 -39
May11 110303 388.00 396.75 388.00 394.00 +4.00 719 8,893 -42
Jul11 110303 396.00 403.00 396.00 400.75 +3.75 278 1,747 +111
Sep11 110303 394.00 397.00 392.00 395.50 +3.50 4 261 +3
Total Volume and Open Interest 1,146 13,122 +1
Rough Rice(CBOT)
Mar11 110303 13.94 13.94 13.71 13.81 +0.10 117 253 -619
May11 110303 14.02 14.37 13.93 14.10 +0.09 1,081 16,390 -13
Jul11 110303 14.24 14.62 14.24 14.39 +0.08 316 4,922 +68
Sep11 110303 14.68 15.00 14.65 14.73 +0.09 131 3,402 +74
Total Volume and Open Interest 1,674 25,687 -477
Live Cattle(CME)
Apr11 110303 113.150 115.200 112.730 114.200 +2.000 33,486 145,228 -7,271
Jun11 110303 114.600 115.950 114.050 115.150 +0.970 19,103 106,007 +3,539
Aug11 110303 116.900 117.830 116.600 117.385 +0.735 6,574 42,492 +800
Oct11 110303 120.100 120.800 119.680 120.400 +0.670 3,903 30,126 +389
Dec11 110303 120.150 121.000 119.950 120.700 +0.620 2,188 24,032 +357
Feb12 110303 120.150 120.950 119.785 120.885 +0.705 850 6,007 +131
Total Volume and Open Interest 66,293 355,833 -2,008
Feeder Cattle(CME)
Mar11 110303 129.750 130.750 129.150 129.985 +0.605 3,598 10,354 -872
Apr11 110303 131.900 132.900 131.150 132.075 +0.675 2,704 10,759 +286
May11 110303 132.600 133.935 132.250 133.200 +0.665 2,108 12,077 +341
Aug11 110303 133.700 134.950 133.200 134.400 +0.865 1,253 12,868 +218
Sep11 110303 133.000 134.000 132.450 133.400 +0.650 126 2,097 +20
Oct11 110303 132.450 133.500 132.350 133.485 +0.685 54 1,208 +25
Nov11 110303 132.650 133.000 132.200 133.000 +1.000 11 599 +1
Total Volume and Open Interest 9,861 50,018 +22
Lean Hogs(CME)
Apr11 110303 88.430 89.150 88.035 88.800 +0.550 19,285 82,370 -3,636
May11 110303 97.135 98.250 97.000 98.180 +1.030 356 3,109 +67
Jun11 110303 99.930 101.080 99.480 100.680 +0.880 10,159 71,957 +798
Jul11 110303 99.250 100.730 99.200 100.550 +1.120 3,548 24,864 +89
Aug11 110303 97.730 99.430 97.700 99.200 +1.050 3,584 21,152 +249
Oct11 110303 88.000 88.800 87.950 88.730 +0.630 2,223 19,886 +157
Dec11 110303 84.450 85.580 84.150 85.480 +0.830 1,259 10,929 +140
Feb12 110303 85.200 85.900 85.200 85.900 +0.800 193 2,661 +56
Total Volume and Open Interest 40,689 238,847 -2,055
Class III Milk(CME)
Mar11 110303 19.45 19.60 19.40 19.60 +0.13 294 6,548 +15
Apr11 110303 18.07 18.35 18.00 18.30 +0.23 376 5,799 +31
May11 110303 17.37 17.60 17.37 17.51 +0.14 84 4,638 -2
Jun11 110303 16.90 17.06 16.89 17.03 +0.13 71 3,684 +4
Jul11 110303 17.00 17.10 16.92 17.08 +0.09 32 2,673 +12
Total Volume and Open Interest 1,080 40,590 +51
Cocoa(ICE)
Mar11 110303 3772 3826 3772 3774 +73 29 95 +21
May11 110303 3664 3760 3663 3733 +69 13,776 73,790 -329
Jul11 110303 3600 3690 3600 3669 +60 2,177 26,136 +461
Sep11 110303 3575 3636 3575 3618 +63 501 12,460 +116
Dec11 110303 3525 3594 3525 3572 +67 266 17,313 -51
Mar12 110303 3575 3613 3570 3593 +66 153 22,932 -34
May12 110303 3575 3609 3575 3590 +64 19 4,777 +3
Total Volume and Open Interest 16,938 161,861 +202
Coffee "C"(ICE)
Mar11 110303 269.05 274.50 268.65 274.50 +5.00 314 498 -189
May11 110303 268.90 276.75 268.65 274.75 +5.20 11,298 76,882 -1,287
Jul11 110303 271.35 278.25 270.75 276.55 +5.20 1,588 19,683 -90
Sep11 110303 271.95 279.05 271.95 277.60 +5.25 652 8,411 -12
Dec11 110303 271.55 278.10 271.55 276.85 +5.45 392 12,887 +30
Mar12 110303 271.00 275.00 271.00 273.75 +5.35 64 1,895 +21
Total Volume and Open Interest 14,343 121,382 -1,503
Orange Juice(ICE)
Mar11 110303 179.50 180.25 177.25 178.30 -2.10 194 2,022 -5
May11 110303 176.00 177.40 171.95 174.55 -1.75 1,022 24,358 +404
Jul11 110303 173.00 173.00 169.50 171.25 -1.30 88 3,241 +42
Sep11 110303 167.50 168.20 167.50 168.20 -0.75 35 684 +28
Nov11 110303 162.25 162.25 162.25 162.25 -0.65 31 675 -13
Jan12 110303 160.00 160.00 160.00 160.00 -0.95 3 17 +2
Total Volume and Open Interest 1,373 31,019 +458
Sugar #11(ICE)
May11 110303 30.47 30.74 29.88 30.59 +0.21 31,049 237,279 +1,626
Jul11 110303 27.75 27.99 27.36 27.94 +0.13 16,335 172,278 +438
Oct11 110303 26.26 26.45 25.94 26.42 +0.14 4,753 78,536 +635
Mar12 110303 25.36 25.61 25.23 25.60 +0.12 1,069 54,130 -36
May12 110303 24.07 24.18 23.87 24.16 +0.15 484 14,303 +142
Total Volume and Open Interest 54,406 598,636 +3,147
London Cocoa(LCE)
Mar11 110303 2363 2413 2363 2405 +51 3,187 44,160 -1,420
May11 110303 2350 2406 2350 2396 +50 8,220 48,419 +646
Jul11 110303 2295 2327 2294 2323 +34 1,410 25,980 -68
Sep11 110303 2262 2294 2262 2284 +22 770 23,049 +182
Dec11 110303 2245 2270 2238 2258 +23 569 32,139 +137
Mar12 110303 2238 2260 2232 2248 +26 215 24,820 +65
May12 110303 2241 2258 2241 2252 +27 70 4,702 +11
Total Volume and Open Interest 14,463 212,326 -442
London Sugar(LCE)
May11 110303 760.60 761.90 747.00 757.50 -3.00 2,731 20,253 +231
Aug11 110303 732.80 734.20 718.50 731.40 -2.10 1,290 11,022 -8
Oct11 110303 679.20 692.30 675.80 689.80 +1.20 338 3,292 -115
Dec11 110303 669.90 672.50 667.80 669.90 -0.30 36 1,234 -8
Mar12 110303 662.40 664.20 661.90 661.90 -2.60 15 1,101 +0
Total Volume and Open Interest 4,413 37,387 +99
Cotton(ICE)
Mar11 110303 203.00 210.50 203.00 208.20 +3.75 222 379 -33
May11 110303 204.00 207.60 200.60 205.70 +5.10 12,219 72,047 +440
Jul11 110303 198.88 199.24 191.60 195.97 +3.73 7,019 37,740 +925
Oct11 110303 157.00 157.00 152.58 154.50 -0.92 110 384 +14
Dec11 110303 129.23 130.50 123.01 126.80 -1.82 11,508 57,128 +213
Mar12 110303 123.00 123.00 116.52 119.76 -1.95 985 3,800 -103
Total Volume and Open Interest 32,943 175,406 +1,332
Lumber(CME)
Mar11 110303 284.3 299.9 283.6 297.1 +11.6 198 1,535 -25
May11 110303 305.5 315.2 303.0 315.2 +10.0 438 5,889 +133
Jul11 110303 314.0 325.0 312.0 325.0 +10.0 96 2,118 +59
Sep11 110303 317.4 328.8 317.1 328.8 +10.0 12 235 +8
Total Volume and Open Interest 744 9,781 +175
Crude Oil(NYM)
Apr11 110303 102.39 102.94 100.15 101.91 -0.32 322,429 295,011 +7,439
May11 110303 103.67 104.25 101.36 103.09 -0.39 109,281 212,759 +4,552
Jun11 110303 104.28 104.77 102.06 103.77 -0.26 85,088 141,673 +4,161
Jul11 110303 104.60 105.18 102.56 104.25 -0.22 27,755 77,245 +1,210
Aug11 110303 104.80 104.80 103.00 104.54 -0.18 19,238 44,901 +503
Sep11 110303 105.30 105.30 103.07 104.78 -0.12 20,896 48,250 +2,172
Oct11 110303 104.83 104.96 103.72 104.96 -0.07 10,116 31,402 -718
Nov11 110303 104.94 105.11 103.49 105.11 -0.03 9,806 30,642 -854
Dec11 110303 105.66 105.66 103.41 105.22 +0.03 67,716 184,837 +1,757
Jan12 110303 105.20 105.21 104.00 105.21 +0.08 14,378 35,536 -484
Feb12 110303 103.95 105.15 103.95 105.09 +0.13 6,791 14,923 +1,704
Mar12 110303 103.62 104.98 103.10 104.91 +0.15 3,316 22,582 +494
Apr12 110303 103.97 104.66 103.93 104.66 +0.17 1,846 8,792 +175
May12 110303 103.26 104.39 103.20 104.39 +0.18 2,123 9,439 +75
Jun12 110303 103.13 104.16 102.50 104.16 +0.19 9,220 57,882 +629
Jul12 110303 103.93 103.93 103.93 103.93 +0.22 163 11,167 +63
Total Volume and Open Interest 739,473 1,569,519 +26,253
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 110303 103.650 104.250 101.400 103.100 -0.375 623 1,635 +13
Jun11 110303 104.325 104.875 102.050 103.775 -0.250 393 223 -93
Jul11 110303 103.200 104.325 102.900 104.250 -0.225 5 50 +4
Aug11 110303 104.550 104.550 104.550 104.550 -0.175 0 13 +0
Sep11 110303 104.900 104.900 104.775 104.775 -0.125 2 7 -3
Oct11 110303 104.950 104.950 104.950 104.950 -0.075 10 53 +8
Nov11 110303 105.100 105.100 105.100 105.100 -0.050 10 13 +10
Dec11 110303 104.325 105.225 103.550 105.225 +0.025 4 176 -4
Total Volume and Open Interest 14,597 5,513 -1,080
Heating Oil(NYM)
Apr11 110303 306.10 306.73 301.14 304.93 -0.84 45,298 96,350 -1,036
May11 110303 307.08 307.40 302.84 305.88 -1.04 15,371 48,758 +2,791
Jun11 110303 308.50 308.50 303.72 306.81 -1.23 13,675 46,149 +145
Jul11 110303 307.00 308.60 305.37 308.20 -1.35 5,874 21,942 +569
Aug11 110303 307.00 309.75 307.00 309.58 -1.43 5,145 12,810 -189
Sep11 110303 311.44 311.44 308.83 311.15 -1.51 5,764 11,735 +887
Oct11 110303 313.19 313.19 309.87 312.75 -1.53 2,582 6,409 -72
Nov11 110303 313.55 314.52 311.88 314.42 -1.54 1,338 6,594 -146
Dec11 110303 318.00 318.00 312.90 315.94 -1.60 8,908 27,817 -2,000
Jan12 110303 316.82 317.75 314.63 317.45 -1.64 1,906 5,504 -102
Feb12 110303 316.25 317.66 316.25 317.66 -1.63 112 2,093 -35
Mar12 110303 315.35 316.59 315.35 316.59 -1.55 28 1,210 +16
Total Volume and Open Interest 107,091 298,967 +1,436
Gasoline(NYMEX)
Apr11 110303 302.69 303.00 298.00 302.62 -0.33 40,536 91,467 +523
May11 110303 303.50 303.70 298.96 303.29 -0.53 18,687 56,929 -1,206
Jun11 110303 303.23 303.23 298.48 302.50 -0.67 11,553 33,794 +798
Jul11 110303 297.01 301.34 297.01 301.26 -0.76 5,808 19,435 +546
Aug11 110303 298.52 299.80 296.00 299.71 -0.89 3,372 11,868 +248
Sep11 110303 296.33 297.52 294.09 297.40 -0.99 4,249 9,956 +1,021
Oct11 110303 283.40 285.22 282.06 285.22 -1.11 1,673 5,994 -118
Nov11 110303 280.73 282.32 280.39 282.32 -1.19 1,303 4,663 +264
Dec11 110303 281.92 281.92 276.42 280.60 -1.32 4,822 24,600 +383
Jan12 110303 281.00 281.00 281.00 281.00 -1.34 1,180 3,895 +483
Total Volume and Open Interest 94,870 277,336 +3,737
e-miNY RBOB Gasoline(NYM)
Apr11 110303 302.60 302.62 302.60 302.60 -0.40 0 2 +0
May11 110303 303.30 303.30 303.29 303.30 -0.50 0 1 +0
Jun11 110303 302.50 302.50 302.50 302.50 -0.70 0 1 +0
Jul11 110303 301.30 301.30 301.26 301.30 -0.70      
Total Volume and Open Interest 0 7 +0
Natural Gas(NYM)
Apr11 110303 3.814 3.870 3.760 3.778 -0.040 140,928 225,784 +10,188
May11 110303 3.894 3.946 3.840 3.859 -0.035 50,843 227,661 +3,078
Jun11 110303 3.958 4.009 3.911 3.932 -0.029 19,995 75,801 +465
Jul11 110303 4.047 4.085 3.990 4.011 -0.026 15,346 65,515 +3,144
Aug11 110303 4.063 4.115 4.023 4.046 -0.025 6,372 25,985 +255
Sep11 110303 4.098 4.126 4.035 4.060 -0.024 7,551 26,046 +1,036
Oct11 110303 4.130 4.172 4.082 4.106 -0.024 19,733 73,784 +247
Nov11 110303 4.319 4.355 4.276 4.294 -0.025 7,789 29,880 +2,142
Dec11 110303 4.610 4.619 4.546 4.561 -0.026 5,560 25,488 +566
Jan12 110303 4.727 4.755 4.685 4.700 -0.026 10,535 59,155 +1,194
Feb12 110303 4.705 4.746 4.678 4.694 -0.026 1,607 13,082 -214
Mar12 110303 4.670 4.689 4.620 4.635 -0.026 2,038 26,579 +467
Apr12 110303 4.528 4.563 4.490 4.510 -0.025 2,506 24,361 +136
May12 110303 4.555 4.590 4.531 4.543 -0.024 181 5,810 +40
Jun12 110303 4.600 4.622 4.569 4.578 -0.024 149 4,575 +47
Jul12 110303 4.671 4.671 4.610 4.620 -0.024 102 3,651 +14
Total Volume and Open Interest 294,295 982,208 +23,302
Brent Crude Oil(ICE)
Apr11 110303 116.65 116.90 113.09 114.79 -1.56 194,425 183,999 +893
May11 110303 116.42 116.70 113.00 114.83 -1.35 114,536 149,837 +5,246
Jun11 110303 116.20 116.49 112.93 114.80 -1.17 80,055 125,809 +5,366
Jul11 110303 115.13 115.59 113.03 114.69 -1.02 19,502 39,961 +883
Aug11 110303 115.03 115.37 113.26 114.58 -0.89 10,820 25,600 -103
Sep11 110303 114.61 115.15 113.21 114.38 -0.79 9,060 30,104 +10
Oct11 110303 115.24 115.36 113.02 114.20 -0.71 5,432 19,181 +163
Nov11 110303 114.23 114.47 112.82 114.00 -0.65 4,715 16,566 +190
Dec11 110303 114.72 114.95 111.84 113.81 -0.59 45,800 102,480 +2,420
Jan12 110303 113.64 113.64 113.64 113.64 -0.52 3,229 16,271 -244
Feb12 110303 113.48 113.48 113.48 113.48 -0.46 3,300 9,270 +606
Mar12 110303 113.26 113.26 113.26 113.26 -0.40 2,083 16,940 +103
Apr12 110303 112.93 112.93 112.93 112.93 -0.34 1,096 3,856 +416
May12 110303 112.55 112.55 112.55 112.55 -0.28 464 3,999 +116
Total Volume and Open Interest 513,746 882,247 +20,077
Gas Oil(ICE)
Mar11 110303 960.00 965.75 945.00 959.50 -5.25 41,385 118,141 -3,961
Apr11 110303 967.00 969.75 948.50 962.50 -5.50 84,235 164,176 +48
May11 110303 970.25 971.00 951.50 965.25 -5.75 31,197 83,707 +5,023
Jun11 110303 974.00 974.00 956.75 968.00 -5.75 27,061 64,378 -833
Jul11 110303 963.75 975.00 961.75 970.75 -6.00 9,156 28,449 +2,159
Aug11 110303 979.75 979.75 965.50 973.75 -6.00 6,413 23,936 -413
Sep11 110303 982.50 982.50 967.75 976.75 -5.75 4,889 24,343 +758
Oct11 110303 979.25 981.75 968.50 978.00 -5.75 2,246 19,921 -155
Nov11 110303 974.75 981.50 969.25 978.25 -5.75 695 16,067 +118
Dec11 110303 985.00 985.00 970.50 979.50 -5.50 13,358 54,416 -635
Total Volume and Open Interest 228,412 692,741 +2,875
Ethanol(CBOT)
Mar11 110303 2.585 2.585 2.583 2.583 -0.007 90 273 -46
Apr11 110303 2.602 2.620 2.600 2.618 +0.024 319 1,160 -5
May11 110303 2.600 2.615 2.593 2.613 +0.028 48 699 +23
Jun11 110303 2.600 2.620 2.598 2.617 +0.029 116 1,026 +64
Jul11 110303 2.605 2.615 2.598 2.609 +0.024 50 1,244 +7
Aug11 110303 2.595 2.602 2.595 2.602 +0.024 47 1,004 +7
Sep11 110303 2.494 2.496 2.490 2.496 +0.024 44 823 +21
Oct11 110303 2.340 2.349 2.340 2.349 +0.022 15 598 -5
Total Volume and Open Interest 756 8,182 +67
WTI Crude Oil(ICE
Apr11 110303 102.53 102.72 100.15 101.91 -0.32 74,024 90,667 -1,271
May11 110303 103.91 103.91 101.34 103.09 -0.39 51,364 84,824 +5,895
Jun11 110303 104.53 104.53 102.07 103.77 -0.26 42,548 76,451 +2,622
Jul11 110303 104.23 104.35 102.60 104.25 -0.22 12,069 28,700 -202
Aug11 110303 104.47 104.62 103.53 104.54 -0.18 5,570 15,007 +341
Sep11 110303 104.66 104.84 103.73 104.78 -0.12 5,181 26,191 -459
Oct11 110303 104.34 105.00 103.87 104.96 -0.07 3,559 17,555 -983
Nov11 110303 104.50 105.14 103.69 105.11 -0.03 3,955 12,676 -57
Dec11 110303 104.69 105.26 103.41 105.22 +0.03 24,337 92,845 +2,323
Jan12 110303 105.21 105.21 105.21 105.21 +0.08 1,541 9,670 -154
Feb12 110303 105.09 105.09 105.09 105.09 +0.13 189 2,072 +18
Mar12 110303 104.91 104.91 104.91 104.91 +0.15 304 4,445 +35
Apr12 110303 104.66 104.66 104.66 104.66 +0.17 185 2,929 +64
May12 110303 104.39 104.39 104.39 104.39 +0.18 286 1,117 +42
Jun12 110303 103.40 104.16 102.69 104.16 +0.19 1,883 27,092 -22
Jul12 110303 103.93 103.93 103.93 103.93 +0.22 0 555 +0
Total Volume and Open Interest 236,081 579,840 +9,534
US Dollar Index(ICE)
Mar11 110303 76.710 76.875 76.375 76.495 -0.195 19,643 44,693 -1,053
Jun11 110303 77.010 77.175 76.705 76.785 -0.210 682 1,701 +96
Sep11 110303 77.145 77.145 77.145 77.145 -0.210 0 10 +0
Total Volume and Open Interest 20,325 46,405 -957
Australian Dollar(CME)
Mar11 110303 101.55 101.79 101.15 101.40 -0.12 92,996 133,315 +2,293
Jun11 110303 100.38 100.63 100.04 100.26 -0.11 876 2,144 +312
Sep11 110303 99.00 99.11 99.00 99.00 -0.11 0 14 +0
Total Volume and Open Interest 93,879 135,527 +2,611
British Pound(CME)
Mar11 110303 163.25 163.33 162.51 162.73 -0.55 126,980 124,428 +1,242
Jun11 110303 163.13 163.13 162.36 162.55 -0.55 870 1,875 +229
Sep11 110303 162.92 162.92 162.24 162.24 -0.57 0 14 +0
Total Volume and Open Interest 127,850 126,350 +1,471
Canadian Dollar(CME)
Mar11 110303 102.76 102.92 102.51 102.87 +0.02 88,154 135,677 +754
Jun11 110303 102.56 102.68 102.30 102.66 +0.02 3,215 9,578 +1,886
Sep11 110303 102.15 102.38 102.10 102.38 +0.02 142 1,201 +23
Dec11 110303 101.90 102.07 101.78 102.07 +0.03 20 1,817 -9
Total Volume and Open Interest 91,533 148,414 +2,656
Japanese Yen(CME)
Mar11 110303 122.20 122.37 121.18 121.40 -0.74 141,510 130,460 +2,689
Jun11 110303 122.32 122.44 121.28 121.49 -0.73 2,290 6,036 +928
Sep11 110303 121.62 122.36 121.62 121.62 -0.74 3 37 +0
Total Volume and Open Interest 143,803 136,561 +3,617
Swiss Franc(CME)
Mar11 110303 108.27 108.32 107.20 107.31 -0.96 52,362 56,372 +3,050
Jun11 110303 108.30 108.36 107.28 107.39 -0.97 564 969 +196
Sep11 110303 107.45 108.44 107.45 107.45 -0.99 0 8 +0
Total Volume and Open Interest 52,926 57,360 +3,246
EuroFX(CME)
Mar11 110303 138.63 139.75 138.31 139.56 +0.96 276,952 208,799 -489
Jun11 110303 138.48 139.56 138.15 139.36 +0.93 2,502 7,823 +319
Sep11 110303 138.38 139.20 138.14 139.01 +0.87 1 85 +0
Total Volume and Open Interest 279,455 217,066 -172
Mexican Peso(CME)
Mar11 110303 826.8 833.5 826.0 833.2 +6.5 34,445 130,279 -1,110
Apr11 110303 832.8 832.8 826.2 832.8 +6.5      
Total Volume and Open Interest 35,858 134,821 -101
30-Year T-Bonds(CBOT)
Mar11 110303 120~170 120~170 119~310 119~310 -1~030      
Jun11 110303 119~140 119~190 118~100 118~120 -1~030 399,761 599,276 +11,600
Sep11 110303 116~250 117~280 116~250 116~250 -1~030 0 1 +0
Total Volume and Open Interest 456,131 664,755 -5,159
10-Year T-Notes(CBOT)
Mar11 110303 119~315 120~030 119~070 119~075 -0~265 239,169 85,919 -44,513
Jun11 110303 118~205 118~230 117~255 117~265 -0~285 1,514,412 1,391,448 +18,571
Sep11 110303 117~145 117~170 116~160 116~205 -0~285 9 12 +8
Total Volume and Open Interest 1,753,590 1,477,383 -25,934
5-Year T-Notes(CBOT)
Mar11 110303 117~082 117~097 117~011 117~014 -0~083 137,081 88,590 -48,229
Jun11 110303 116~097 116~101 116~012 116~016 -0~091 804,339 1,160,823 +54,527
Sep11 110303 115~042 116~005 115~042 115~042 -0~091      
Total Volume and Open Interest 941,420 1,249,413 +6,298
2 Year T-Notes(CBOT)
Mar11 110303 109~062 109~063 109~039 109~040 -0~023 73,106 80,770 -28,232
Jun11 110303 109~017 109~018 108~118 108~120 -0~027 366,475 804,751 +2,432
Sep11 110303 108~084 108~111 108~084 108~084 -0~027      
Total Volume and Open Interest 439,581 885,521 -25,800
Eurodollars(CME)
Mar11 110303 99.688 99.690 99.685 99.685 unch 114,530 1,021,323 -2,887
Jun11 110303 99.630 99.635 99.615 99.620 -0.010 207,460 1,202,588 -2,504
Sep11 110303 99.535 99.540 99.500 99.505 -0.035 245,407 1,353,843 +9,847
Dec11 110303 99.385 99.385 99.300 99.305 -0.080 362,340 1,294,495 +9,207
Mar12 110303 99.130 99.130 98.995 99.005 -0.125 531,932 1,191,323 +91,390
Jun12 110303 98.780 98.780 98.625 98.635 -0.155 381,731 758,138 +10,689
Sep12 110303 98.410 98.410 98.245 98.255 -0.170 229,285 560,672 +9,001
Dec12 110303 98.075 98.080 97.910 97.915 -0.180 224,076 445,597 +5,041
Mar13 110303 97.780 97.790 97.615 97.620 -0.185 209,565 293,002 +9,301
Jun13 110303 97.505 97.515 97.335 97.340 -0.185 147,453 195,844 -13,936
Sep13 110303 97.240 97.245 97.075 97.080 -0.180 98,659 201,244 +66
Dec13 110303 96.980 96.990 96.825 96.830 -0.165 92,068 173,178 -3,222
Mar14 110303 96.745 96.755 96.590 96.600 -0.155 30,904 124,294 -3,310
Jun14 110303 96.510 96.520 96.360 96.370 -0.150 23,749 99,110 +508
Sep14 110303 96.285 96.300 96.135 96.150 -0.145 21,099 60,143 +482
Dec14 110303 96.060 96.070 95.910 95.925 -0.140 17,280 75,047 -112
Mar15 110303 95.845 95.865 95.725 95.735 -0.135 12,447 56,337 +1,127
Jun15 110303 3.915 3.940 3.795 3.805 -0.130 10,180 38,995 +92
Total Volume and Open Interest 2,997,808 9,326,908 +128,793
30 Day Federal Funds(CBOT)
Mar11 110303 99.845 99.850 99.845 99.850 unch 3,125 65,609 +409
Apr11 110303 99.860 99.860 99.855 99.860 unch 5,209 58,939 +2,663
May11 110303 99.865 99.865 99.855 99.860 unch 3,931 63,552 +642
Jun11 110303 99.860 99.860 99.855 99.855 unch 2,756 45,764 -270
Jul11 110303 99.845 99.845 99.835 99.840 -0.005 7,014 47,299 -1,630
Aug11 110303 99.830 99.835 99.815 99.820 -0.015 2,628 35,394 -1,303
Total Volume and Open Interest 51,549 558,224 -77,469
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 110303 99.660 99.660 99.660 99.660 -0.002 0 4,371 +0
Jun11 110303 99.652 99.652 99.652 99.652 unch 0 150 +0
Sep11 110303 99.645 99.645 99.645 99.645 unch      
Dec11 110303 99.630 99.630 99.630 99.630 unch 0 75 +0
Mar12 110303 99.610 99.610 99.610 99.610 unch      
Jun12 110303 99.640 99.640 99.640 99.640 unch      
Sep12 110303 99.590 99.590 99.590 99.590 unch      
Dec12 110303 99.495 99.495 99.495 99.495 unch      
Mar13 110303 99.495 99.495 99.495 99.495 unch      
Jun13 110303 99.450 99.450 99.450 99.450 unch      
Total Volume and Open Interest 0 4,596 +0
3-Mth Euro-Yen(SGX)
Mar11 110303 99.66 99.66 99.66 99.66 unch 0 6,006 +0
Jun11 110303 99.65 99.65 99.65 99.65 unch 0 1,422 +0
Sep11 110303 99.64 99.64 99.64 99.64 unch 0 766 +0
Dec11 110303 99.62 99.63 99.62 99.63 unch 102 1,910 +0
Mar12 110303 99.61 99.61 99.61 99.61 unch 0 405 +0
Jun12 110303 99.64 99.64 99.64 99.64 unch 0 754 +0
Sep12 110303 99.59 99.59 99.59 99.59 unch 0 310 +0
Dec12 110303 99.50 99.50 99.50 99.50 unch 0 4 +0
Total Volume and Open Interest 102 11,578 +0
Japanese Gov't Bonds(SGX)
Mar11 110303 139.57 139.75 139.50 139.62 -0.10 3,571 13,233 -116
Jun11 110303 138.85 138.90 138.68 138.77 -0.13 1,608 1,629 +113
Sep11 110303 136.34 136.34 136.34 136.34 -0.13      
Total Volume and Open Interest 5,179 14,734 -15
Euro-Bund(EUREX)
Mar11 110302 124.37 124.49 123.68 123.87 -0.19 752,084 1,635,458 +1,635,458
Jun11 110303 122.22 122.23 121.25 121.45 -0.98 104,050 295,278 +127,510
Sep11 110303 121.75 121.75 120.85 121.02 -0.99 358 1 -357
Total Volume and Open Interest 1,417,978 1,628,810 -174,774
Euro-Bobl(EUREX)
Mar11 110303 116.81 116.87 115.96 116.11 -0.88 690,549 925,416 -33,827
Jun11 110303 115.32 115.41 114.52 114.68 -0.85 93,939 243,998 +74,747
Sep11 110303 114.13 114.13 114.13 114.13 -0.85      
Total Volume and Open Interest 784,488 1,169,414 +40,920
3-Mth Euribor(EUREX)
Mar11 110303 98.865 98.865 98.760 98.780 -0.090 0 6,103 +133
Jun11 110303 98.535 98.535 98.360 98.375 -0.170 40 9,427 -50
Sep11 110303 98.270 98.275 98.080 98.080 -0.200 0 2,197 +0
Total Volume and Open Interest 63 25,561 +87
Long Gilt(LIFFE)
Mar11 110303 117~12 117~20 117~00 117~03 -0~17 23,664 33,363 -7,492
Jun11 110303 116~05 116~11 115~22 115~26 -0~16 162,257 289,021 +4,093
Total Volume and Open Interest 185,921 322,384 -3,399
3-Mth Short Sterling(LIFFE)
Mar11 110303 99.17 99.19 99.08 99.16 unch 36,149 314,497 -705
Jun11 110303 98.91 98.95 98.82 98.89 -0.02 65,412 362,396 -456
Sep11 110303 98.64 98.71 98.57 98.61 -0.05 92,533 337,541 -8,611
Dec11 110303 98.38 98.45 98.30 98.32 -0.07 133,692 378,914 +9,426
Mar12 110303 98.09 98.18 98.00 98.03 -0.09 104,456 266,604 -1,018
Jun12 110303 97.81 97.89 97.71 97.74 -0.10 77,904 186,476 +5,853
Total Volume and Open Interest 642,005 2,299,107 +2,787
3-Mth Euribor(LIFFE)
Mar11 110303 98.870 98.870 98.750 98.780 -0.090 85,086 603,634 +603,634
Jun11 110303 98.545 98.550 98.345 98.375 -0.170 140,902 634,322 -13,274
Sep11 110303 98.275 98.280 98.045 98.080 -0.200 138,987 625,179 -4,247
Total Volume and Open Interest 1,063,961 3,685,112 -29,032
3-Mth Aus T-Bills(SFE)
Mar11 110303 95.03 95.04 95.02 95.04 unch 13,366 96,906 -8,235
Jun11 110303 94.98 94.98 94.96 94.98 unch 20,659 198,971 +231
Sep11 110303 94.86 94.87 94.83 94.86 unch 12,988 134,926 +2,378
Dec11 110303 94.74 94.75 94.71 94.74 unch 8,295 73,572 +1,868
Mar12 110303 94.67 94.67 94.61 94.64 -0.01 4,190 57,614 +978
Jun12 110303 94.59 94.61 94.55 94.58 -0.02 1,389 43,569 -16
Sep12 110303 94.55 94.55 94.50 94.52 -0.03 495 31,018 -244
Dec12 110303 94.49 94.49 94.44 94.47 -0.02 585 18,160 +54
Mar13 110303 94.44 94.44 94.44 94.44 -0.02 1 3,421 +1
Jun13 110303 94.47 94.47 94.36 94.39 -0.06 4 614 +3
Total Volume and Open Interest 61,975 660,466 -2,979
10-Year Aus T-Bonds(SFE)
Mar11 110303 94.51 94.52 94.44 94.47 -0.04 65,176 390,533 +8,319
Jun11 110303 94.45 94.45 94.45 94.45 -0.06 0 5 +0
Total Volume and Open Interest 65,176 390,538 +8,319
3-Year Aus T-Bonds(SFE)
Mar11 110301 94.90 94.91 94.84 94.88 -0.02      
Jun11 110303 94.78 94.78 94.78 94.78 -0.10      
Total Volume and Open Interest 149,150 534,355 -6,179
Gold(CMX)
Apr11 110303 1436.5 1436.9 1410.6 1416.4 -21.3 169,542 325,418 -35
Jun11 110303 1436.8 1438.3 1412.1 1417.9 -21.4 17,501 72,946 +4,863
Aug11 110303 1438.4 1438.4 1414.6 1419.3 -21.4 1,938 23,307 +366
Oct11 110303 1435.3 1435.3 1415.5 1420.8 -21.4 2,291 6,337 -1,501
Dec11 110303 1439.1 1441.8 1416.4 1422.2 -21.4 1,648 27,667 +223
Feb12 110303 1431.6 1431.6 1420.0 1424.1 -21.3 333 7,170 +72
Apr12 110303 1426.3 1426.3 1426.3 1426.3 -21.2 6 5,328 +2
Jun12 110303 1429.1 1429.1 1429.1 1429.1 -21.0 6 6,733 +6
Aug12 110303 1432.5 1432.5 1432.5 1432.5 -20.6 0 978 +0
Oct12 110303 1436.3 1436.3 1436.3 1436.3 -20.3 1,885 2,308 +1,519
Dec12 110303 1451.5 1451.5 1437.4 1440.9 -20.0 378 12,370 +152
Total Volume and Open Interest 196,763 515,784 +6,060
Silver(CMX)
Mar11 110303 3458.0 3479.0 3404.5 3431.3 -51.2 1,737 2,251 -582
May11 110303 3470.5 3496.0 3403.0 3432.7 -50.8 55,982 84,501 -252
Jul11 110303 3475.5 3491.5 3406.0 3432.9 -50.8 971 12,662 +81
Sep11 110303 3457.0 3457.0 3425.5 3432.1 -50.8 297 5,142 +59
Dec11 110303 3460.5 3480.5 3406.0 3430.7 -50.8 766 13,941 -100
Mar12 110303 3424.5 3424.5 3410.0 3424.5 -50.8 76 896 +69
May12 110303 3405.0 3420.1 3405.0 3420.1 -50.6 0 219 +0
Total Volume and Open Interest 60,772 135,802 -412
Platinum(NYMEX)
Apr11 110303 1852.0 1854.4 1821.1 1833.0 -26.3 8,521 37,153 +1,339
Jul11 110303 1857.0 1857.0 1827.0 1837.0 -26.0 744 3,959 +654
Oct11 110303 1845.5 1845.5 1839.0 1839.0 -25.8 9 477 +3
Jan12 110303 1841.4 1841.4 1841.4 1841.4 -26.0 1 12 +1
Total Volume and Open Interest 9,275 41,621 +1,982
Palladium(NYMEX)
Mar11 110303 814.80 818.15 812.00 812.60 -7.80 97 480 -57
Jun11 110303 818.05 824.80 811.85 814.80 -7.85 3,841 21,844 -103
Sep11 110303 819.95 819.95 816.00 816.00 -7.90 2 73 +0
Total Volume and Open Interest 3,944 22,457 -158
Copper(CMX)
Mar11 110303 447.75 453.00 445.90 447.50 -0.50 1,743 5,998 -1,407
May11 110303 449.40 454.85 447.05 449.00 -0.80 32,520 97,239 -665
Jul11 110303 451.95 456.00 448.70 450.25 -0.80 1,315 25,667 +192
Sep11 110303 454.85 455.70 450.95 450.95 -0.90 772 6,316 -60
Dec11 110303 452.50 456.15 451.35 451.35 -0.90 351 5,954 -195
Total Volume and Open Interest 37,357 147,581 -2,253
DJIA Index(CBOT)
Mar11 110303 12048 12267 12048 12239 +193 634 12,759 -67
Jun11 110303 12152 12175 12152 12174 +191 5 22 +4
Sep11 110303 12119 12119 11928 12119 +191      
Dec11 110303 12064 12064 11873 12064 +191 0 1 +0
Total Volume and Open Interest 639 12,782 -63
S & P 500(CME)
Mar11 110303 1306.20 1331.70 1304.90 1329.70 +23.90 33,301 327,871 +5,543
Jun11 110303 1314.80 1326.30 1314.80 1324.70 +23.90 696 20,507 +518
Sep11 110303 1319.60 1320.90 1319.60 1319.60 +23.90 0 3,086 +2
Dec11 110303 1314.70 1315.80 1314.70 1314.70 +24.10 11 634 +7
Total Volume and Open Interest 34,008 352,098 +6,070
S & P 500 E-Mini(Globex)
Mar11 110303 1306.25 1332.00 1305.00 1329.75 +24.00 3,054,741 2,898,347 +45,744
Jun11 110303 1300.75 1327.00 1300.75 1324.75 +24.00 16,143 71,943 +10,164
Total Volume and Open Interest 3,070,921 2,970,595 +55,923
NASDAQ 100(CME)
Mar11 110303 2315.30 2377.00 2315.30 2371.80 +48.50 2,281 18,389 -141
Jun11 110303 2360.00 2373.00 2358.00 2369.50 +48.50 20 1,265 -3
Sep11 110303 2361.00 2367.00 2361.00 2367.00 +48.50 0 1 +0
Total Volume and Open Interest 2,301 19,655 -144
NASDAQ 100 E-Mini(Globex)
Mar11 110303 2322.00 2376.00 2321.30 2371.80 +48.50 349,697 357,949 -8,760
Jun11 110303 2320.80 2373.80 2320.80 2369.50 +48.50 1,110 2,424 +270
Total Volume and Open Interest 350,807 360,389 -8,490
S & P Midcap 400(CME)
Mar11 110303 964.50 979.00 964.50 975.00 +21.70 109 3,190 +91
Jun11 110303 972.40 972.40 970.70 972.40 +21.70      
Sep11 110303 970.30 970.30 968.60 970.30 +21.70      
Total Volume and Open Interest 109 3,190 +91
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Mar11 110303 10725 10725 10725 10725 +210      
Jun11 110303 10510 10710 10490 10700 +210 193 1,043 +135
Total Volume and Open Interest 11,959 44,396 -1,082
Nikkei 225(SGX)
Mar11 110303 10515 10600 10475 10585 +95 125,538 250,570 -199
Jun11 110303 10455 10525 10410 10510 +95 621 5,936 +559
Sep11 110303 10510 10510 10510 10510 +100 0 200 +0
Total Volume and Open Interest 126,660 266,759 +761
CAC 40(EURONEXT)
Mar11 110303 4054.0 4100.5 4040.5 4062.5 +26.0 165,502 358,144 -1,700
Apr11 110303 4058.0 4096.5 4045.0 4065.0 +25.5 262 663 +28
May11 110303 4002.5 4016.5 3973.5 3994.0 +27.0 0 16 +0
Total Volume and Open Interest 165,775 358,900 -1,672
Hang Seng Index(HKFE)
Mar11 110303 23030 23288 22991 22998 +58 79,005 74,715 -2,977
Apr11 110303 23000 23265 22975 22980 +60 700 1,124 +700
Total Volume and Open Interest 80,003 79,563 -1,481
DAX(EUREX)
Mar11 110303 7220.0 7297.5 7192.0 7222.5 +31.0 172,467 265,794 -8,971
Jun11 110303 7239.5 7320.0 7221.5 7248.0 +33.0 559 19,456 +1,119
Sep11 110303 7264.0 7331.5 7262.5 7272.5 +35.0 67 967 +144
Total Volume and Open Interest 173,093 286,217 -7,708
FT-SE 100(EURONEXT)
Mar11 110303 5889.50 6021.00 5889.00 5984.00 +79.00 130,648 639,116 -3,622
Jun11 110303 5871.00 5975.00 5865.50 5943.00 +80.00 2,456 8,888 +759
Sep11 110303 5883.50 5915.00 5883.50 5907.00 +78.50 11 413 +10
Total Volume and Open Interest 133,115 648,552 -2,853
SPI 200(SFE)
Mar11 110303 4781.0 4815.0 4773.0 4802.0 +17.0 45,508 197,003 -812
Jun11 110303 4810.0 4836.0 4810.0 4827.0 +15.0 85 4,155 -3
Sep11 110303 4817.0 4817.0 4817.0 4817.0 +15.0 0 2,487 +0
Total Volume and Open Interest 45,681 205,705 -902
GSCI(CME)
Mar11 110303 50.89 56.89 49.34 56.64 +1.00 286 14,301 -159
Apr11 110303 56.64 61.64 54.64 61.64 +0.70 5 27 +2
May11 110303 62.64 62.64 55.64 62.64 +0.50      
Total Volume and Open Interest 291 14,328 -157
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.
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