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MRCI's End of Day Prices

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MRCI's End of Day Prices
Daily Futures Price Listing Fri March 04, 2011
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Mar11 110304 1404.75 1414.50 1392.00 1407.75 +2.25 6,864 8,419 -3,624
May11 110304 1410.25 1424.25 1395.75 1414.00 +2.00 114,792 253,030 +480
Jul11 110304 1417.00 1431.25 1403.00 1421.25 +2.00 45,146 123,920 +10
Aug11 110304 1406.50 1412.75 1393.50 1408.00 +1.75 2,929 7,056 +724
Sep11 110304 1383.00 1390.00 1367.00 1382.75 +0.25 1,433 6,655 +337
Nov11 110304 1360.50 1370.00 1345.25 1361.00 -1.50 29,590 162,674 +1,188
Jan12 110304 1363.25 1372.00 1350.00 1364.00 -1.75 944 21,774 +119
Total Volume and Open Interest 203,632 612,286 -382
Soybean Meal(CBOT)
Mar11 110304 365.30 368.60 360.50 363.80 -3.00 5,353 4,501 -658
May11 110304 372.40 375.00 360.50 369.70 -2.80 42,339 91,902 -164
Jul11 110304 374.90 377.90 369.20 373.10 -2.50 17,882 48,520 +1,460
Aug11 110304 373.00 373.60 366.30 370.10 -2.40 1,405 10,289 +6
Sep11 110304 365.80 367.70 359.50 363.30 -2.50 1,200 8,997 -168
Oct11 110304 355.40 355.90 349.50 352.70 -2.70 1,033 10,180 +351
Dec11 110304 354.50 355.00 348.60 352.00 -2.60 8,566 26,000 +311
Jan12 110304 353.10 354.60 348.70 351.90 -2.70 354 3,170 +14
Total Volume and Open Interest 78,482 210,151 +1,219
Soybean Oil(CBOT)
Mar11 110304 58.25 59.03 58.15 58.96 +0.70 7,189 4,906 -2,002
May11 110304 58.71 59.68 58.64 59.48 +0.71 63,459 176,639 -902
Jul11 110304 59.17 60.15 59.12 59.98 +0.72 21,819 89,699 -2,191
Aug11 110304 59.92 60.20 59.49 60.12 +0.68 2,068 11,270 +551
Sep11 110304 60.03 60.35 59.43 60.21 +0.69 1,172 11,338 -8
Oct11 110304 59.60 60.26 59.27 60.08 +0.68 925 12,675 +58
Dec11 110304 59.60 60.29 59.22 60.09 +0.65 11,009 53,420 +2,342
Jan12 110304 60.04 60.14 59.31 60.14 +0.65 270 1,163 +123
Total Volume and Open Interest 108,335 365,544 -2,034
Canola(WCE)
Mar11 110304 594.4 596.1 593.6 593.6 +0.5 41 478 -1
May11 110304 595.0 604.5 591.0 597.6 +1.5 10,230 99,836 -779
Jul11 110304 605.6 610.8 597.8 604.4 +1.3 3,280 29,722 +1,770
Nov11 110304 579.2 582.1 572.0 577.6 -1.6 2,141 59,241 -61
Jan12 110304 584.5 585.4 582.4 582.4 -1.4 256 3,627 -90
Total Volume and Open Interest 16,224 195,625 +871
Corn(CBOT)
Mar11 110304 729.50 735.00 716.25 721.25 -8.50 18,565 16,681 -6,976
May11 110304 735.50 742.00 723.25 728.00 -8.75 234,964 723,050 -10,251
Jul11 110304 739.50 745.00 727.00 732.75 -7.50 76,565 374,290 +8,540
Sep11 110304 663.50 665.75 654.75 660.00 -5.00 7,029 65,536 +465
Dec11 110304 614.25 616.50 604.00 609.50 -6.25 46,288 362,782 +4,233
Mar12 110304 621.25 624.25 612.50 618.25 -5.75 4,298 47,018 +2,106
Total Volume and Open Interest 390,494 1,646,492 -1,143
Wheat(CBOT)
Mar11 110304 800.25 802.50 783.00 800.50 +10.00 1,356 919 -531
May11 110304 822.00 837.50 813.75 832.25 +8.75 62,288 197,734 -148
Jul11 110304 851.75 864.50 842.50 860.00 +7.00 17,442 130,231 -509
Sep11 110304 878.00 890.25 870.50 886.00 +6.50 5,016 37,269 -52
Dec11 110304 899.00 906.00 888.00 903.00 +6.00 8,441 90,458 +846
Total Volume and Open Interest 95,972 484,676 -135
Wheat(KCBT)
Mar11 110304 915.50 918.00 905.25 918.00 +9.75 1,195 996 -513
May11 110304 917.25 932.50 912.50 928.50 +10.25 16,243 89,741 +332
Jul11 110304 927.00 941.00 921.75 936.75 +9.50 8,164 65,618 +1,271
Sep11 110304 936.25 945.75 929.50 942.00 +4.75 2,548 17,291 -291
Dec11 110304 948.00 958.00 940.25 953.50 +4.75 2,806 18,343 -303
Total Volume and Open Interest 31,183 196,314 +512
Wheat(MGE)
Mar11 110304 952.75 953.00 952.75 953.00 +6.50 264 235 -56
May11 110304 949.75 970.00 947.75 965.25 +13.75 4,840 23,245 -286
Jul11 110304 955.50 974.25 954.50 969.75 +12.25 1,897 14,487 +71
Sep11 110304 955.50 969.00 952.75 965.75 +9.50 1,134 13,856 +49
Dec11 110304 962.00 972.25 953.25 968.50 +6.25 1,017 10,941 -91
Total Volume and Open Interest 9,272 65,136 -322
Oats(CBOT)
Mar11 110304 380.25 384.50 376.00 381.00 -3.00 50 65 -22
May11 110304 393.50 396.50 384.25 390.00 -4.00 433 8,835 -58
Jul11 110304 399.50 401.50 391.75 397.25 -3.50 55 1,747 +0
Sep11 110304 393.00 395.50 393.00 393.00 -2.50 5 262 +1
Total Volume and Open Interest 640 13,053 -69
Rough Rice(CBOT)
Mar11 110304 13.99 14.06 13.81 13.91 +0.10 33 152 -101
May11 110304 14.23 14.40 14.03 14.19 +0.09 970 16,391 +1
Jul11 110304 14.58 14.69 14.35 14.49 +0.10 760 5,295 +373
Sep11 110304 14.75 15.18 14.75 15.18 +0.45 597 3,704 +302
Total Volume and Open Interest 2,386 26,272 +585
Live Cattle(CME)
Apr11 110304 115.000 115.200 113.900 114.050 -0.150 36,225 136,749 -8,479
Jun11 110304 115.480 115.850 114.635 115.050 -0.100 22,041 108,342 +2,335
Aug11 110304 117.650 117.785 116.635 117.050 -0.335 5,819 43,904 +1,412
Oct11 110304 120.730 120.800 119.600 120.135 -0.265 2,891 30,252 +126
Dec11 110304 121.000 121.100 119.980 120.480 -0.220 1,888 24,216 +184
Feb12 110304 120.900 121.000 119.980 120.785 -0.100 975 6,211 +204
Total Volume and Open Interest 70,008 351,674 -4,159
Feeder Cattle(CME)
Mar11 110304 130.400 130.825 129.050 129.950 -0.035 2,161 9,568 -786
Apr11 110304 132.650 132.785 131.050 131.825 -0.250 2,158 10,752 -7
May11 110304 133.850 133.850 132.350 133.380 +0.180 2,000 12,106 +29
Aug11 110304 134.700 134.935 133.500 134.735 +0.335 853 13,123 +255
Sep11 110304 133.650 133.935 132.800 133.850 +0.450 144 2,162 +65
Oct11 110304 133.380 133.650 132.600 133.650 +0.165 78 1,256 +48
Nov11 110304 133.000 133.000 131.850 133.000 unch 12 610 +11
Total Volume and Open Interest 7,407 49,633 -385
Lean Hogs(CME)
Apr11 110304 88.500 89.050 87.750 88.480 -0.320 18,533 80,453 -1,917
May11 110304 97.900 98.400 97.200 98.230 +0.050 243 3,093 -16
Jun11 110304 100.535 101.285 99.850 101.050 +0.370 9,900 72,381 +424
Jul11 110304 100.250 100.930 99.650 100.830 +0.280 3,495 25,714 +850
Aug11 110304 98.950 99.635 98.550 99.400 +0.200 2,286 20,750 -402
Oct11 110304 88.200 89.035 88.000 88.950 +0.220 1,903 20,211 +325
Dec11 110304 84.950 85.400 84.750 85.300 -0.180 1,981 11,458 +529
Feb12 110304 85.580 85.980 85.400 85.850 -0.050 70 2,684 +23
Total Volume and Open Interest 38,435 238,671 -176
Class III Milk(CME)
Mar11 110304 19.63 19.63 19.52 19.58 -0.02 109 6,568 +20
Apr11 110304 18.30 18.54 18.16 18.43 +0.13 160 5,813 +14
May11 110304 17.50 17.72 17.38 17.56 +0.05 34 4,644 +6
Jun11 110304 17.09 17.14 16.95 17.02 -0.01 70 3,655 -29
Jul11 110304 17.10 17.16 17.04 17.04 -0.04 43 2,649 -24
Total Volume and Open Interest 589 40,672 +82
Cocoa(ICE)
Mar11 110304 3807 3807 3697 3697 -77 0 90 -5
May11 110304 3750 3775 3613 3657 -76 8,448 73,515 -275
Jul11 110304 3686 3710 3560 3591 -78 1,664 26,678 +542
Sep11 110304 3646 3646 3540 3545 -73 421 12,560 +100
Dec11 110304 3592 3592 3475 3500 -72 340 17,312 -1
Mar12 110304 3620 3620 3496 3525 -68 383 22,654 -278
May12 110304 3601 3601 3522 3522 -68 2 4,776 -1
Total Volume and Open Interest 11,258 161,943 +82
Coffee "C"(ICE)
Mar11 110304 275.00 277.50 272.90 272.90 -1.60 31 497 -1
May11 110304 275.00 279.20 271.15 272.80 -1.95 8,152 76,933 +51
Jul11 110304 277.20 280.85 273.10 274.60 -1.95 1,410 19,794 +111
Sep11 110304 277.60 281.80 274.15 275.70 -1.90 597 8,435 +24
Dec11 110304 277.00 280.85 273.65 275.10 -1.75 113 12,899 +12
Mar12 110304 275.00 276.95 270.40 271.85 -1.90 50 1,897 +2
Total Volume and Open Interest 10,382 121,583 +201
Orange Juice(ICE)
Mar11 110304 177.00 177.00 175.25 175.25 -3.05 122 1,916 -106
May11 110304 174.25 174.60 172.60 173.05 -1.50 758 24,621 +263
Jul11 110304 170.05 171.00 169.10 169.45 -1.80 109 3,313 +72
Sep11 110304 166.50 166.50 166.25 166.25 -1.95 44 709 +25
Nov11 110304 161.00 161.00 161.00 161.00 -1.25 55 671 -4
Jan12 110304 158.80 158.80 158.80 158.80 -1.20 1 16 -1
Total Volume and Open Interest 1,089 31,268 +249
Sugar #11(ICE)
May11 110304 30.60 30.76 29.00 29.88 -0.71 55,375 238,203 +924
Jul11 110304 27.92 28.07 26.60 27.45 -0.49 21,335 171,014 -1,264
Oct11 110304 26.45 26.56 25.11 25.91 -0.51 9,044 78,235 -301
Mar12 110304 25.60 25.71 24.33 25.11 -0.49 3,358 54,279 +149
May12 110304 24.07 24.25 23.05 23.80 -0.36 624 14,506 +203
Total Volume and Open Interest 90,622 598,737 +101
London Cocoa(LCE)
Mar11 110304 2430 2433 2349 2353 -52 2,147 43,050 -1,110
May11 110304 2411 2425 2335 2340 -56 6,564 48,161 -258
Jul11 110304 2335 2348 2273 2276 -47 1,995 26,149 +169
Sep11 110304 2300 2306 2246 2250 -34 1,352 23,298 +249
Dec11 110304 2275 2278 2222 2225 -33 832 32,149 +10
Mar12 110304 2267 2273 2217 2217 -31 262 24,754 -66
May12 110304 2259 2265 2221 2221 -31 0 4,702 +0
Total Volume and Open Interest 13,152 211,320 -1,006
London Sugar(LCE)
May11 110304 757.00 762.20 728.20 735.70 -21.80 3,706 20,538 +285
Aug11 110304 731.60 735.70 704.10 711.70 -19.70 868 11,246 +224
Oct11 110304 690.50 694.10 667.50 670.90 -18.90 140 3,295 +3
Dec11 110304 661.20 661.70 648.00 648.00 -21.90 23 1,253 +19
Mar12 110304 640.30 640.30 640.30 640.30 -21.60 65 1,127 +26
Total Volume and Open Interest 4,831 37,969 +582
Cotton(ICE)
Mar11 110304 211.79 217.77 204.00 215.15 +6.95 161 412 +33
May11 110304 207.00 212.70 206.40 212.70 +7.00 7,794 71,322 -725
Jul11 110304 195.10 202.97 195.10 202.97 +7.00 4,518 37,890 +150
Oct11 110304 156.62 156.62 154.00 154.30 -0.20 13 382 -2
Dec11 110304 126.10 127.94 122.82 123.31 -3.49 7,591 57,074 -54
Mar12 110304 117.30 119.95 116.55 116.73 -3.03 362 3,795 -5
Total Volume and Open Interest 20,778 174,733 -673
Lumber(CME)
Mar11 110304 297.5 305.6 296.9 303.2 +6.1 452 1,194 -341
May11 110304 316.1 324.9 315.3 322.5 +7.3 488 5,978 +89
Jul11 110304 325.1 334.5 325.0 329.8 +4.8 292 2,265 +147
Sep11 110304 328.8 338.0 328.7 336.4 +7.6 15 244 +9
Total Volume and Open Interest 1,247 9,685 -96
Crude Oil(NYM)
Apr11 110304 101.70 104.94 101.54 104.42 +2.51 446,378 293,546 -1,465
May11 110304 102.79 106.24 102.70 105.61 +2.52 164,094 217,016 +4,257
Jun11 110304 103.58 106.70 103.51 106.17 +2.40 110,388 141,812 +139
Jul11 110304 104.10 107.01 104.01 106.52 +2.27 29,354 81,112 +3,867
Aug11 110304 104.79 107.08 104.45 106.63 +2.09 17,224 43,937 -964
Sep11 110304 104.82 106.88 104.76 106.66 +1.88 18,588 50,180 +1,930
Oct11 110304 105.39 106.83 105.39 106.65 +1.69 9,852 32,303 +901
Nov11 110304 105.87 106.77 105.61 106.62 +1.51 10,724 32,324 +1,682
Dec11 110304 105.22 106.80 105.00 106.56 +1.34 73,740 177,982 -6,855
Jan12 110304 106.14 106.44 105.84 106.38 +1.17 6,236 35,745 +209
Feb12 110304 106.15 106.15 105.99 106.13 +1.04 2,976 14,764 -159
Mar12 110304 105.80 105.85 105.77 105.85 +0.94 2,464 22,452 -130
Apr12 110304 105.84 105.84 105.34 105.51 +0.85 742 8,897 +105
May12 110304 105.12 105.16 104.99 105.16 +0.77 1,235 9,516 +77
Jun12 110304 104.75 105.32 104.61 104.85 +0.69 5,540 56,883 -999
Jul12 110304 104.57 104.57 104.57 104.57 +0.64 59 11,182 +15
Total Volume and Open Interest 942,468 1,574,388 +4,869
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 110304 103.000 106.250 102.950 105.600 +2.500 1,006 1,611 -24
Jun11 110304 104.175 106.625 103.950 106.175 +2.400 418 430 +207
Jul11 110304 104.600 106.525 104.600 106.525 +2.275 9 52 +2
Aug11 110304 106.625 106.625 106.625 106.625 +2.075 1 14 +1
Sep11 110304 104.750 106.650 104.750 106.650 +1.875 3 8 +1
Oct11 110304 106.650 106.650 106.650 106.650 +1.700 1 53 +0
Nov11 110304 106.625 106.625 106.625 106.625 +1.525 1 14 +1
Dec11 110304 106.450 106.750 106.450 106.550 +1.325 2 178 +2
Total Volume and Open Interest 18,839 5,753 +240
Heating Oil(NYM)
Apr11 110304 304.46 309.30 304.46 308.93 +4.00 53,656 92,734 -3,616
May11 110304 305.80 309.99 305.80 309.57 +3.69 20,505 49,556 +798
Jun11 110304 307.35 310.57 307.00 310.23 +3.42 22,504 47,868 +1,719
Jul11 110304 308.41 311.50 308.01 311.21 +3.01 9,555 23,267 +1,325
Aug11 110304 310.59 312.72 309.82 312.27 +2.69 4,517 14,373 +1,563
Sep11 110304 311.67 314.10 311.00 313.61 +2.46 5,963 11,582 -153
Oct11 110304 313.00 315.09 313.00 315.09 +2.34 2,201 6,881 +472
Nov11 110304 314.00 316.62 314.00 316.62 +2.20 2,464 6,643 +49
Dec11 110304 316.18 318.47 315.40 318.01 +2.07 9,340 28,376 +559
Jan12 110304 319.36 319.36 319.36 319.36 +1.91 2,141 5,755 +251
Feb12 110304 319.40 319.40 319.40 319.40 +1.74 191 2,118 +25
Mar12 110304 318.08 318.08 318.08 318.08 +1.49 78 1,221 +11
Total Volume and Open Interest 134,341 302,508 +3,541
Gasoline(NYMEX)
Apr11 110304 302.20 305.41 302.20 304.64 +2.02 47,497 89,448 -2,019
May11 110304 303.45 305.97 303.40 305.25 +1.96 24,132 56,858 -71
Jun11 110304 302.90 304.92 302.63 304.42 +1.92 18,074 34,229 +435
Jul11 110304 302.85 303.56 302.00 303.04 +1.78 9,863 20,107 +672
Aug11 110304 300.93 301.95 299.90 301.35 +1.64 5,022 11,621 -247
Sep11 110304 298.55 299.02 298.14 298.85 +1.45 5,212 10,444 +488
Oct11 110304 286.29 286.29 285.32 286.10 +0.88 1,359 6,087 +93
Nov11 110304 282.50 283.10 282.02 283.10 +0.78 928 4,776 +113
Dec11 110304 281.70 282.20 280.23 281.35 +0.75 1,772 24,802 +202
Jan12 110304 280.85 281.55 280.24 281.55 +0.55 98 3,941 +46
Total Volume and Open Interest 114,442 277,100 -236
e-miNY RBOB Gasoline(NYM)
Apr11 110304 304.60 304.64 304.60 304.60 +2.00 0 2 +0
May11 110304 305.30 305.30 305.25 305.30 +2.00 0 1 +0
Jun11 110304 304.40 304.42 304.40 304.40 +1.90 0 1 +0
Jul11 110304 303.00 303.04 303.00 303.00 +1.70      
Total Volume and Open Interest 1 6 -1
Natural Gas(NYM)
Apr11 110304 3.782 3.826 3.731 3.809 +0.031 93,450 218,907 -6,877
May11 110304 3.861 3.904 3.809 3.887 +0.028 38,375 225,499 -2,162
Jun11 110304 3.944 3.973 3.884 3.957 +0.025 27,298 71,860 -3,941
Jul11 110304 3.997 4.049 3.964 4.036 +0.025 23,588 69,002 +3,487
Aug11 110304 4.010 4.082 3.994 4.071 +0.025 6,919 26,339 +354
Sep11 110304 4.040 4.096 4.012 4.084 +0.024 7,451 26,602 +556
Oct11 110304 4.089 4.140 4.051 4.129 +0.023 18,611 75,104 +1,320
Nov11 110304 4.272 4.327 4.261 4.314 +0.020 7,128 31,185 +1,305
Dec11 110304 4.559 4.596 4.530 4.580 +0.019 2,991 25,940 +452
Jan12 110304 4.654 4.733 4.654 4.719 +0.019 9,070 58,651 -504
Feb12 110304 4.650 4.722 4.650 4.712 +0.018 1,267 12,939 -143
Mar12 110304 4.600 4.665 4.600 4.653 +0.018 1,502 26,655 +76
Apr12 110304 4.499 4.534 4.493 4.529 +0.019 1,108 24,310 -51
May12 110304 4.544 4.562 4.544 4.562 +0.019 113 5,823 +13
Jun12 110304 4.590 4.600 4.590 4.597 +0.019 124 4,575 +0
Jul12 110304 4.631 4.662 4.612 4.639 +0.019 276 3,744 +93
Total Volume and Open Interest 240,229 976,570 -5,638
Brent Crude Oil(ICE)
Apr11 110304 114.85 116.49 114.79 115.97 +1.18 208,292 168,970 -15,029
May11 110304 115.00 116.40 114.82 115.89 +1.06 105,830 146,862 -2,975
Jun11 110304 114.87 116.25 114.75 115.75 +0.95 77,893 121,225 -4,584
Jul11 110304 114.72 116.03 114.71 115.55 +0.86 26,624 44,030 +4,069
Aug11 110304 114.55 115.84 114.55 115.38 +0.80 12,979 28,769 +3,169
Sep11 110304 114.32 115.59 114.31 115.14 +0.76 8,324 30,790 +686
Oct11 110304 114.14 115.26 114.14 114.89 +0.69 4,919 19,269 +88
Nov11 110304 113.97 115.02 113.97 114.59 +0.59 4,051 16,752 +186
Dec11 110304 113.81 114.93 113.81 114.30 +0.49 46,028 98,317 -4,163
Jan12 110304 113.94 114.04 113.93 114.04 +0.40 5,718 16,794 +523
Feb12 110304 113.76 113.79 113.76 113.79 +0.31 3,620 10,444 +1,174
Mar12 110304 113.50 113.50 113.50 113.50 +0.24 2,620 16,850 -90
Apr12 110304 113.11 113.11 113.11 113.11 +0.18 640 4,064 +208
May12 110304 112.70 112.70 112.70 112.70 +0.15 672 3,734 -265
Total Volume and Open Interest 528,057 866,731 -15,516
Gas Oil(ICE)
Mar11 110304 960.00 971.00 960.00 966.25 +6.75 50,203 112,030 -6,111
Apr11 110304 963.00 974.00 961.50 969.00 +6.50 107,114 167,406 +3,230
May11 110304 967.25 975.50 964.25 971.25 +6.00 37,318 82,878 -829
Jun11 110304 969.00 977.50 967.00 973.50 +5.50 30,534 65,110 +732
Jul11 110304 972.00 980.00 970.00 975.75 +5.00 11,623 28,152 -297
Aug11 110304 979.75 982.25 974.50 978.25 +4.50 6,850 23,161 -775
Sep11 110304 982.75 984.75 977.00 980.75 +4.00 8,101 24,313 -30
Oct11 110304 984.00 985.25 978.25 982.00 +4.00 5,185 20,447 +526
Nov11 110304 985.00 985.25 979.50 982.00 +3.75 4,665 15,882 -185
Dec11 110304 981.00 986.50 978.75 982.75 +3.25 16,477 54,381 -35
Total Volume and Open Interest 285,505 689,299 -3,442
Ethanol(CBOT)
Mar11 110303 2.585 2.585 2.583 2.583 -0.007 90 273 -46
Apr11 110304 2.634 2.634 2.600 2.618 unch 456 989 -171
May11 110304 2.610 2.614 2.598 2.605 -0.008 214 753 +54
Jun11 110304 2.620 2.620 2.593 2.607 -0.010 98 1,075 +49
Jul11 110304 2.610 2.620 2.595 2.604 -0.005 98 1,291 +47
Aug11 110304 2.595 2.600 2.585 2.595 -0.007 67 1,015 +11
Sep11 110304 2.495 2.495 2.485 2.490 -0.006 70 878 +55
Oct11 110304 2.340 2.345 2.333 2.338 -0.011 46 605 +7
Total Volume and Open Interest 1,200 8,181 -1
WTI Crude Oil(ICE
Apr11 110304 101.92 105.17 101.84 104.42 +2.51 116,115 79,249 -11,418
May11 110304 103.00 106.20 103.00 105.61 +2.52 64,525 87,150 +2,326
Jun11 110304 104.31 106.61 104.03 106.17 +2.40 49,832 73,007 -3,444
Jul11 110304 104.55 106.67 104.55 106.52 +2.27 17,916 30,445 +1,745
Aug11 110304 104.81 106.73 104.81 106.63 +2.09 9,508 16,884 +1,877
Sep11 110304 105.04 106.83 105.04 106.66 +1.88 7,191 26,404 +213
Oct11 110304 105.52 106.69 105.52 106.65 +1.69 3,047 17,572 +17
Nov11 110304 105.67 106.70 105.67 106.62 +1.51 3,140 12,780 +104
Dec11 110304 105.46 106.88 105.46 106.56 +1.34 39,451 88,982 -3,863
Jan12 110304 106.38 106.38 106.38 106.38 +1.17 1,229 9,915 +245
Feb12 110304 106.13 106.13 106.13 106.13 +1.04 185 2,118 +46
Mar12 110304 105.85 105.85 105.85 105.85 +0.94 261 4,435 -10
Apr12 110304 105.51 105.51 105.51 105.51 +0.85 159 3,007 +78
May12 110304 105.16 105.16 105.16 105.16 +0.77 37 1,128 +11
Jun12 110304 104.89 105.06 104.60 104.85 +0.69 1,406 27,252 +160
Jul12 110304 104.57 104.57 104.57 104.57 +0.64 31 555 +0
Total Volume and Open Interest 328,908 570,563 -9,277
US Dollar Index(ICE)
Mar11 110304 76.510 76.640 76.285 76.415 -0.080 32,448 55,011 +10,318
Jun11 110304 76.780 76.905 76.600 76.705 -0.080 972 1,911 +210
Sep11 110304 77.065 77.065 77.065 77.065 -0.080 0 10 +0
Total Volume and Open Interest 33,420 56,933 +10,528
Australian Dollar(CME)
Mar11 110304 101.20 101.40 100.65 101.20 -0.20 93,375 133,306 -9
Jun11 110304 100.04 100.26 99.53 100.06 -0.20 1,866 3,425 +1,281
Sep11 110304 98.81 99.00 98.81 98.81 -0.19 0 14 +0
Total Volume and Open Interest 95,247 136,799 +1,272
British Pound(CME)
Mar11 110304 162.74 163.30 162.20 162.61 -0.12 104,401 124,708 +280
Jun11 110304 162.62 163.12 162.00 162.43 -0.12 1,898 3,078 +1,203
Sep11 110304 162.22 162.24 161.80 162.13 -0.11 0 14 +0
Total Volume and Open Interest 106,300 127,833 +1,483
Canadian Dollar(CME)
Mar11 110304 102.80 103.09 102.62 102.82 -0.05 68,830 137,016 +1,339
Jun11 110304 102.61 102.86 102.42 102.61 -0.05 1,811 10,621 +1,043
Sep11 110304 102.32 102.63 102.31 102.34 -0.04 78 1,263 +62
Dec11 110304 102.15 102.15 102.00 102.04 -0.03 63 1,802 -15
Total Volume and Open Interest 70,782 150,843 +2,429
Japanese Yen(CME)
Mar11 110304 121.34 121.65 120.36 121.44 +0.04 133,769 126,061 -4,399
Jun11 110304 121.46 121.73 120.45 121.53 +0.04 5,908 8,850 +2,814
Sep11 110304 121.66 121.66 121.62 121.66 +0.04 0 37 +0
Total Volume and Open Interest 139,677 134,976 -1,585
Swiss Franc(CME)
Mar11 110304 107.31 108.43 107.17 107.97 +0.66 61,773 59,531 +3,159
Jun11 110304 107.35 108.46 107.25 108.04 +0.65 973 1,445 +476
Sep11 110304 108.11 108.11 107.45 108.11 +0.66 1 8 +0
Total Volume and Open Interest 62,747 60,995 +3,635
EuroFX(CME)
Mar11 110304 139.59 140.07 139.38 139.85 +0.29 336,858 213,545 +4,746
Jun11 110304 139.36 139.86 139.20 139.64 +0.28 6,955 11,454 +3,631
Sep11 110304 139.31 139.31 138.98 139.29 +0.28 3 87 +2
Total Volume and Open Interest 343,817 225,445 +8,379
Mexican Peso(CME)
Mar11 110304 832.8 835.5 830.5 832.8 -0.5 24,814 129,571 -708
Apr11 110304 832.2 832.8 832.2 832.2 -0.5      
Total Volume and Open Interest 25,672 134,497 -324
30-Year T-Bonds(CBOT)
Mar11 110304 120~180 120~260 120~180 120~260 +0~270      
Jun11 110304 118~190 119~140 118~050 119~070 +0~270 388,730 598,827 -449
Sep11 110304 117~200 117~200 116~250 117~200 +0~270 0 1 +0
Total Volume and Open Interest 433,890 647,553 -17,202
10-Year T-Notes(CBOT)
Mar11 110304 119~105 120~025 118~315 120~000 +0~245 100,121 67,982 -17,937
Jun11 110304 117~295 118~230 117~180 118~200 +0~255 1,236,300 1,430,566 +39,118
Sep11 110304 117~050 117~140 116~205 117~140 +0~255 0 12 +0
Total Volume and Open Interest 1,336,421 1,498,564 +21,181
5-Year T-Notes(CBOT)
Mar11 110304 117~068 117~093 117~068 117~093 +0~079 83,705 65,710 -22,880
Jun11 110304 116~026 116~108 115~114 116~102 +0~086 789,357 1,174,195 +13,372
Sep11 110304 116~000 116~000 115~042 116~000 +0~086      
Total Volume and Open Interest 873,062 1,239,905 -9,508
2 Year T-Notes(CBOT)
Mar11 110304 109~044 109~067 109~028 109~065 +0~025 60,596 60,353 -20,417
Jun11 110304 108~124 109~024 108~105 109~021 +0~029 305,625 808,960 +4,209
Sep11 110304 108~113 108~113 108~084 108~113 +0~029      
Total Volume and Open Interest 366,221 869,313 -16,208
Eurodollars(CME)
Mar11 110304 99.688 99.690 99.683 99.688 +0.003 127,401 1,014,500 -6,823
Jun11 110304 99.630 99.645 99.605 99.640 +0.020 236,922 1,184,801 -17,787
Sep11 110304 99.520 99.555 99.465 99.550 +0.045 232,664 1,371,129 +17,286
Dec11 110304 99.320 99.400 99.250 99.395 +0.090 277,483 1,332,277 +37,782
Mar12 110304 99.020 99.150 98.935 99.135 +0.130 292,048 1,217,645 +26,322
Jun12 110304 98.660 98.805 98.555 98.790 +0.155 257,357 762,621 +4,483
Sep12 110304 98.285 98.435 98.175 98.420 +0.165 183,694 563,785 +3,113
Dec12 110304 97.950 98.100 97.840 98.080 +0.165 165,324 436,387 -9,210
Mar13 110304 97.655 97.805 97.540 97.785 +0.165 151,169 293,526 +524
Jun13 110304 97.380 97.520 97.265 97.500 +0.160 98,517 196,139 +295
Sep13 110304 97.115 97.255 97.005 97.230 +0.150 87,264 203,485 +2,241
Dec13 110304 96.860 96.995 96.760 96.970 +0.140 65,233 170,525 -2,653
Mar14 110304 96.615 96.760 96.540 96.735 +0.135 23,003 123,669 -625
Jun14 110304 96.380 96.525 96.310 96.500 +0.130 21,593 99,926 +816
Sep14 110304 96.145 96.305 96.095 96.280 +0.130 17,839 59,857 -286
Dec14 110304 95.920 96.080 95.875 96.055 +0.130 15,464 73,501 -1,546
Mar15 110304 95.730 95.890 95.700 95.865 +0.130 7,356 55,745 -592
Jun15 110304 3.805 3.960 3.765 3.935 +0.130 8,430 39,132 +137
Total Volume and Open Interest 2,293,056 9,382,349 +55,441
30 Day Federal Funds(CBOT)
Mar11 110304 99.850 99.855 99.845 99.850 unch 9,653 66,860 +1,251
Apr11 110304 99.855 99.865 99.850 99.860 unch 1,292 58,900 -39
May11 110304 99.855 99.865 99.850 99.860 unch 1,346 63,461 -91
Jun11 110304 99.855 99.865 99.845 99.860 +0.005 2,066 44,730 -1,034
Jul11 110304 99.835 99.850 99.830 99.845 +0.005 1,454 46,592 -707
Aug11 110304 99.820 99.840 99.805 99.835 +0.015 2,920 35,936 +542
Total Volume and Open Interest 57,861 567,491 +9,267
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 110304 99.662 99.662 99.662 99.662 +0.002 170 4,431 +60
Jun11 110304 99.652 99.652 99.652 99.652 unch 0 150 +0
Sep11 110304 99.645 99.645 99.645 99.645 unch      
Dec11 110304 99.630 99.630 99.630 99.630 unch 0 75 +0
Mar12 110304 99.610 99.610 99.610 99.610 unch      
Jun12 110304 99.640 99.640 99.640 99.640 unch      
Sep12 110304 99.590 99.590 99.590 99.590 unch      
Dec12 110304 99.495 99.495 99.495 99.495 unch      
Mar13 110304 99.495 99.495 99.495 99.495 unch      
Jun13 110304 99.450 99.450 99.450 99.450 unch      
Total Volume and Open Interest 170 4,656 +60
3-Mth Euro-Yen(SGX)
Mar11 110304 99.66 99.66 99.66 99.66 unch 0 6,384 +378
Jun11 110304 99.65 99.65 99.65 99.65 unch 125 1,536 +114
Sep11 110304 99.64 99.64 99.64 99.64 unch 1 766 +0
Dec11 110304 99.63 99.63 99.63 99.63 unch 0 1,909 -1
Mar12 110304 99.61 99.61 99.61 99.61 unch 0 405 +0
Jun12 110304 99.64 99.64 99.64 99.64 unch 0 754 +0
Sep12 110304 99.59 99.59 99.59 99.59 unch 0 310 +0
Dec12 110304 99.50 99.50 99.50 99.50 unch 0 4 +0
Total Volume and Open Interest 126 12,069 +491
Japanese Gov't Bonds(SGX)
Mar11 110303 139.57 139.75 139.50 139.62 -0.10 3,571 13,233 -116
Jun11 110304 138.72 138.72 138.35 138.55 -0.22 666 2,236 +607
Sep11 110304 136.12 136.12 136.12 136.12 -0.22      
Total Volume and Open Interest 2,870 13,826 -908
Euro-Bund(EUREX)
Mar11 110304 122.65 123.33 122.56 123.15 -0.72 1,313,570 1,333,531 -301,927
Jun11 110304 121.14 121.93 121.12 121.74 +0.29 216,493 660,004 +364,726
Sep11 110304 120.95 121.30 120.95 121.30 +0.28 1 502 +501
Total Volume and Open Interest 1,207,777 2,228,492 +599,682
Euro-Bobl(EUREX)
Mar11 110304 116.02 116.31 115.83 116.20 +0.09 648,647 1,159,128 +233,712
Jun11 110304 114.63 114.89 114.38 114.77 +0.09 127,787 577,964 +333,966
Sep11 110304 114.21 114.21 114.21 114.21 +0.08      
Total Volume and Open Interest 776,434 1,737,092 +567,678
3-Mth Euribor(EUREX)
Mar11 110304 98.770 98.780 98.770 98.775 -0.005 252 5,989 -114
Jun11 110304 98.365 98.400 98.365 98.390 +0.015 25 9,759 +332
Sep11 110304 98.060 98.080 98.060 98.080 unch 0 2,172 -25
Total Volume and Open Interest 281 25,754 +193
Long Gilt(LIFFE)
Mar11 110304 117~03 118~00 117~03 117~26 +0~23 8,973 27,414 -5,949
Jun11 110304 115~25 116~25 115~25 116~17 +0~23 118,821 284,646 -4,375
Total Volume and Open Interest 127,794 312,060 -10,324
3-Mth Short Sterling(LIFFE)
Mar11 110304 99.16 99.18 99.15 99.17 +0.01 36,326 311,567 -2,930
Jun11 110304 98.89 98.93 98.88 98.92 +0.03 101,316 349,639 -12,757
Sep11 110304 98.63 98.67 98.60 98.66 +0.05 71,303 330,976 -6,565
Dec11 110304 98.32 98.40 98.30 98.38 +0.06 79,676 373,191 -5,723
Mar12 110304 98.04 98.12 98.01 98.11 +0.08 89,173 273,189 +6,585
Jun12 110304 97.74 97.84 97.71 97.82 +0.08 65,655 181,752 -4,724
Total Volume and Open Interest 581,197 2,275,443 -23,664
3-Mth Euribor(LIFFE)
Mar11 110304 98.755 98.795 98.755 98.775 -0.005 81,007 591,127 -12,507
Jun11 110304 98.360 98.415 98.350 98.390 +0.015 113,015 646,389 +12,067
Sep11 110304 98.080 98.110 98.045 98.080 unch 116,207 642,196 +17,017
Total Volume and Open Interest 766,539 3,711,499 +26,387
3-Mth Aus T-Bills(SFE)
Mar11 110304 95.03 95.04 95.02 95.03 -0.01 16,395 90,195 -6,711
Jun11 110304 94.97 94.98 94.94 94.96 -0.02 18,057 199,846 +875
Sep11 110304 94.86 94.86 94.80 94.83 -0.03 13,816 132,624 -2,302
Dec11 110304 94.73 94.74 94.67 94.70 -0.04 5,850 73,851 +279
Mar12 110304 94.63 94.64 94.57 94.60 -0.04 3,246 57,078 -536
Jun12 110304 94.58 94.58 94.51 94.54 -0.04 1,290 43,458 -111
Sep12 110304 94.52 94.52 94.46 94.49 -0.03 1,616 31,118 +100
Dec12 110304 94.47 94.47 94.41 94.43 -0.04 1,180 18,368 +208
Mar13 110304 94.42 94.43 94.36 94.39 -0.05 2 3,423 +2
Jun13 110304 94.36 94.38 94.28 94.33 -0.06 12 617 +3
Total Volume and Open Interest 61,476 652,277 -8,189
10-Year Aus T-Bonds(SFE)
Mar11 110304 94.46 94.48 94.38 94.42 -0.05 39,056 371,596 -18,937
Jun11 110304 94.40 94.40 94.40 94.40 -0.05 0 5 +0
Total Volume and Open Interest 39,056 371,601 -18,937
3-Year Aus T-Bonds(SFE)
Mar11 110301 94.90 94.91 94.84 94.88 -0.02      
Jun11 110304 94.74 94.74 94.73 94.73 -0.05      
Total Volume and Open Interest 172,111 524,457 -9,898
Gold(CMX)
Apr11 110304 1415.7 1432.8 1413.8 1428.6 +12.2 160,582 321,644 -3,774
Jun11 110304 1417.6 1434.0 1415.4 1430.1 +12.2 13,998 76,886 +3,940
Aug11 110304 1422.5 1436.5 1419.5 1431.5 +12.2 1,981 24,143 +836
Oct11 110304 1420.6 1435.6 1420.6 1432.9 +12.1 559 6,584 +247
Dec11 110304 1422.0 1439.2 1421.1 1434.2 +12.0 2,890 29,525 +1,858
Feb12 110304 1435.8 1439.8 1434.2 1436.0 +11.9 141 7,260 +90
Apr12 110304 1428.6 1438.8 1428.6 1438.2 +11.9 12 5,338 +10
Jun12 110304 1440.8 1440.8 1440.8 1440.8 +11.7 0 6,733 +0
Aug12 110304 1443.7 1443.7 1443.7 1443.7 +11.2 1 977 -1
Oct12 110304 1447.1 1447.1 1447.1 1447.1 +10.8 0 2,308 +0
Dec12 110304 1441.2 1455.9 1439.2 1451.4 +10.5 1,922 11,415 -955
Total Volume and Open Interest 184,893 518,731 +2,947
Silver(CMX)
Mar11 110304 3424.5 3562.0 3420.0 3531.7 +100.4 913 2,040 -211
May11 110304 3423.0 3556.0 3420.5 3532.7 +100.0 51,111 83,718 -783
Jul11 110304 3431.5 3563.0 3431.5 3532.4 +99.5 2,248 12,896 +234
Sep11 110304 3450.5 3556.0 3435.0 3531.4 +99.3 140 5,190 +48
Dec11 110304 3422.0 3560.5 3422.0 3529.7 +99.0 1,030 13,929 -12
Mar12 110304 3458.5 3526.0 3458.5 3523.1 +98.6 340 1,118 +222
May12 110304 3485.0 3518.7 3485.0 3518.7 +98.6 1 220 +1
Total Volume and Open Interest 57,275 135,513 -289
Platinum(NYMEX)
Apr11 110304 1827.9 1846.7 1827.8 1837.9 +4.9 6,641 36,980 -173
Jul11 110304 1840.9 1846.8 1833.0 1841.9 +4.9 688 4,354 +395
Oct11 110304 1845.8 1849.5 1843.9 1843.9 +4.9 47 485 +8
Jan12 110304 1846.3 1846.3 1846.3 1846.3 +4.9 0 12 +0
Total Volume and Open Interest 7,376 41,851 +230
Palladium(NYMEX)
Mar11 110304 810.50 810.50 807.80 807.80 -4.80 45 423 -57
Jun11 110304 814.05 822.80 800.00 809.80 -5.00 4,041 22,596 +752
Sep11 110304 811.90 812.35 811.15 811.15 -4.85 11 76 +3
Total Volume and Open Interest 4,177 23,159 +702
Copper(CMX)
Mar11 110304 446.70 453.55 445.85 447.20 -0.30 663 5,395 -603
May11 110304 449.10 455.40 446.50 448.55 -0.45 25,069 97,357 +118
Jul11 110304 452.15 456.20 447.90 449.85 -0.40 890 25,783 +116
Sep11 110304 452.40 452.60 449.95 450.50 -0.45 179 6,341 +25
Dec11 110304 455.85 455.85 450.80 450.80 -0.55 52 5,940 -14
Total Volume and Open Interest 27,282 147,164 -417
DJIA Index(CBOT)
Mar11 110304 12241 12280 12075 12154 -85 1,432 13,733 +974
Jun11 110304 12089 12174 12089 12089 -85 11 33 +11
Sep11 110304 12034 12119 12034 12034 -85      
Dec11 110304 11979 12064 11979 11979 -85 0 1 +0
Total Volume and Open Interest 1,443 13,767 +985
S & P 500(CME)
Mar11 110304 1329.40 1334.40 1311.50 1320.30 -9.40 20,124 327,349 -522
Jun11 110304 1322.30 1324.50 1307.00 1315.40 -9.30 2,394 21,877 +1,370
Sep11 110304 1303.20 1319.80 1301.90 1310.30 -9.30 0 3,089 +3
Dec11 110304 1305.00 1314.90 1297.00 1305.40 -9.30 29 652 +18
Total Volume and Open Interest 22,547 352,967 +869
S & P 500 E-Mini(Globex)
Mar11 110304 1329.75 1334.50 1311.25 1320.25 -9.50 2,680,941 2,915,339 +16,992
Jun11 110304 1324.50 1329.50 1306.50 1315.50 -9.25 21,409 79,860 +7,917
Total Volume and Open Interest 2,702,399 2,995,528 +24,933
NASDAQ 100(CME)
Mar11 110304 2372.00 2379.80 2345.00 2359.80 -12.00 691 18,493 +104
Jun11 110304 2359.00 2363.00 2345.00 2357.50 -12.00 14 1,266 +1
Sep11 110304 2355.00 2357.00 2355.00 2355.00 -12.00 0 1 +0
Total Volume and Open Interest 705 19,760 +105
NASDAQ 100 E-Mini(Globex)
Mar11 110304 2371.30 2378.80 2344.30 2359.80 -12.00 335,530 352,825 -5,124
Jun11 110304 2367.50 2376.50 2342.30 2357.50 -12.00 1,061 2,427 +3
Total Volume and Open Interest 336,592 355,268 -5,121
S & P Midcap 400(CME)
Mar11 110304 971.00 972.00 963.00 968.80 -6.20 104 3,186 -4
Jun11 110304 966.20 966.40 966.20 966.20 -6.20      
Sep11 110304 964.10 964.30 964.10 964.10 -6.20      
Total Volume and Open Interest 104 3,186 -4
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Mar11 110304 10650 10650 10650 10650 -75      
Jun11 110304 10710 10730 10540 10620 -80 527 1,245 +202
Total Volume and Open Interest 13,299 43,808 -588
Nikkei 225(SGX)
Mar11 110304 10565 10775 10530 10690 +105 170,652 250,775 +205
Jun11 110304 10495 10700 10465 10615 +105 1,446 7,151 +1,215
Sep11 110304 10615 10615 10615 10615 +105 0 200 +0
Total Volume and Open Interest 172,566 268,583 +1,824
CAC 40(EURONEXT)
Mar11 110304 4078.5 4094.0 3988.0 4021.5 -41.0 165,385 364,099 +5,955
Apr11 110304 4076.0 4094.0 3994.0 4024.0 -41.0 481 668 +5
May11 110304 3954.5 3954.5 3954.5 3954.5 -39.5 3 16 +0
Total Volume and Open Interest 166,581 365,518 +6,618
Hang Seng Index(HKFE)
Mar11 110304 23314 23472 23295 23319 +321 80,247 75,333 +618
Apr11 110304 23280 23450 23280 23300 +320 1,523 1,280 +156
Total Volume and Open Interest 82,796 80,355 +792
DAX(EUREX)
Mar11 110304 7266.5 7315.0 7130.0 7173.0 -49.5 161,737 274,491 +8,697
Jun11 110304 7293.0 7338.0 7158.5 7198.5 -49.5 1,864 23,135 +3,679
Sep11 110304 7331.0 7358.5 7198.5 7224.0 -48.5 168 962 -5
Total Volume and Open Interest 163,769 298,588 +12,371
FT-SE 100(EURONEXT)
Mar11 110304 6009.50 6037.50 5934.00 5968.50 -15.50 134,742 641,117 +2,001
Jun11 110304 5969.00 5996.00 5900.50 5928.00 -15.00 11,180 12,265 +3,377
Sep11 110304 5893.00 5893.00 5893.00 5893.00 -14.00 0 413 +0
Total Volume and Open Interest 145,922 653,930 +5,378
SPI 200(SFE)
Mar11 110304 4810.0 4870.0 4798.0 4864.0 +62.0 32,184 181,823 -15,180
Jun11 110304 4868.0 4896.0 4866.0 4890.0 +63.0 129 4,270 +115
Sep11 110304 4870.0 4880.0 4870.0 4880.0 +63.0 132 2,553 +66
Total Volume and Open Interest 32,447 190,706 -14,999
GSCI(CME)
Mar11 110304 62.34 64.79 60.14 64.14 +7.50 148 14,295 -6
Apr11 110304 67.34 70.04 64.89 69.14 +7.50 16 49 +22
May11 110304 69.89 70.64 62.59 69.89 +7.25      
Total Volume and Open Interest 164 14,344 +16
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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