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MRCI's End of Day Prices

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MRCI's End of Day Prices
Daily Futures Price Listing Mon March 07, 2011
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Mar11 110307 1407.75 1408.00 1380.00 1387.75 -20.00 3,646 6,536 -1,883
May11 110307 1412.00 1419.00 1384.50 1395.00 -19.00 77,975 253,400 +370
Jul11 110307 1418.50 1426.00 1392.50 1402.75 -18.50 29,420 125,832 +1,912
Aug11 110307 1405.50 1408.00 1383.00 1391.75 -16.25 1,709 7,165 +109
Sep11 110307 1379.50 1382.75 1357.25 1371.75 -11.00 895 6,715 +60
Nov11 110307 1358.25 1363.00 1336.25 1354.75 -6.25 19,512 163,795 +1,121
Jan12 110307 1361.25 1364.00 1342.25 1358.00 -6.00 685 21,653 -121
Total Volume and Open Interest 135,567 614,601 +2,315
Soybean Meal(CBOT)
Mar11 110307 364.20 364.20 356.50 358.10 -5.70 6,460 3,498 -1,003
May11 110307 369.70 371.90 353.00 363.40 -6.30 48,237 91,301 -601
Jul11 110307 373.40 375.40 365.00 367.00 -6.10 16,346 49,705 +1,185
Aug11 110307 369.00 370.10 362.60 364.70 -5.40 1,275 10,315 +26
Sep11 110307 361.30 363.30 356.00 358.80 -4.50 1,010 8,867 -130
Oct11 110307 353.50 353.60 345.90 349.90 -2.80 1,303 10,369 +189
Dec11 110307 352.00 352.80 345.00 349.30 -2.70 4,952 26,005 +5
Jan12 110307 349.50 351.90 346.20 349.30 -2.60 199 3,161 -9
Total Volume and Open Interest 80,337 209,962 -189
Soybean Oil(CBOT)
Mar11 110307 58.63 59.00 58.15 58.57 -0.39 4,584 3,712 -1,194
May11 110307 59.45 59.75 58.61 59.10 -0.38 54,495 176,159 -480
Jul11 110307 59.98 60.15 59.09 59.58 -0.40 15,549 90,367 +668
Aug11 110307 59.72 60.05 59.30 59.72 -0.40 1,130 11,332 +62
Sep11 110307 59.94 59.96 59.40 59.80 -0.41 1,298 11,656 +318
Oct11 110307 59.74 59.81 59.27 59.72 -0.36 1,374 12,866 +191
Dec11 110307 60.09 60.14 59.14 59.74 -0.35 6,631 53,349 -71
Jan12 110307 59.64 60.14 59.40 59.69 -0.45 255 1,293 +130
Total Volume and Open Interest 85,597 365,149 -395
Canola(WCE)
Mar11 110307 588.5 588.5 588.5 588.5 -5.1 400 278 -200
May11 110307 596.9 601.0 588.0 592.6 -5.0 9,262 97,060 -2,776
Jul11 110307 604.4 608.3 595.0 599.5 -4.9 2,792 30,657 +935
Nov11 110307 574.6 580.1 567.8 571.8 -5.8 1,929 60,322 +1,081
Jan12 110307 579.9 584.5 573.1 577.2 -5.2 310 3,783 +156
Total Volume and Open Interest 14,796 194,895 -730
Corn(CBOT)
Mar11 110307 721.25 726.00 704.25 710.75 -10.50 8,537 12,447 -4,234
May11 110307 728.50 733.50 710.25 717.50 -10.50 137,572 723,985 +935
Jul11 110307 733.25 737.75 715.50 722.50 -10.25 52,011 376,678 +2,388
Sep11 110307 657.25 661.50 650.25 661.50 +1.50 6,193 65,435 -101
Dec11 110307 609.00 611.00 600.00 610.50 +1.00 27,630 364,079 +1,297
Mar12 110307 617.50 619.25 608.75 617.50 -0.75 1,648 47,009 -9
Total Volume and Open Interest 237,698 1,647,032 +540
Wheat(CBOT)
Mar11 110307 790.00 800.50 766.25 769.00 -31.50 1,237 923 +4
May11 110307 831.50 833.75 798.25 800.75 -31.50 45,629 197,655 -79
Jul11 110307 859.50 861.00 826.50 830.25 -29.75 14,747 129,860 -371
Sep11 110307 883.25 884.50 855.00 861.75 -24.25 4,425 37,711 +442
Dec11 110307 903.25 903.25 872.75 880.25 -22.75 7,093 91,912 +1,454
Total Volume and Open Interest 74,137 486,354 +1,678
Wheat(KCBT)
Mar11 110307 913.00 913.00 888.00 888.00 -30.00 409 514 -482
May11 110307 928.50 932.75 896.00 898.50 -30.00 11,317 88,638 -1,103
Jul11 110307 936.00 941.00 905.50 908.00 -28.75 6,272 65,180 -438
Sep11 110307 943.50 946.75 914.50 917.50 -24.50 2,810 17,310 +19
Dec11 110307 951.50 956.00 925.75 929.00 -24.50 1,720 18,312 -31
Total Volume and Open Interest 22,713 194,360 -1,954
Wheat(MGE)
Mar11 110307 940.50 940.50 940.50 940.50 -12.50 9 76 -159
May11 110307 965.00 971.50 939.00 943.75 -21.50 2,765 22,882 -363
Jul11 110307 970.25 975.25 946.50 949.50 -20.25 931 14,674 +187
Sep11 110307 966.00 970.00 942.50 944.75 -21.00 671 13,710 -146
Dec11 110307 968.50 972.25 943.25 947.00 -21.50 695 10,697 -244
Total Volume and Open Interest 5,130 64,430 -706
Oats(CBOT)
Mar11 110307 380.25 381.00 373.25 378.50 -2.50 28 46 -19
May11 110307 390.00 390.00 377.00 386.00 -4.00 838 9,025 +190
Jul11 110307 395.00 397.25 385.50 394.00 -3.25 111 1,748 +1
Sep11 110307 391.00 393.00 388.00 391.00 -2.00 10 265 +3
Total Volume and Open Interest 1,053 13,257 +204
Rough Rice(CBOT)
Mar11 110307 13.78 13.78 13.69 13.69 -0.22 132 123 -29
May11 110307 14.16 14.22 13.79 13.94 -0.24 1,106 16,584 +193
Jul11 110307 14.43 14.49 14.10 14.23 -0.26 526 5,402 +107
Sep11 110307 15.12 15.20 14.89 15.03 -0.15 409 3,879 +175
Total Volume and Open Interest 2,258 26,798 +526
Live Cattle(CME)
Apr11 110307 114.100 114.635 113.330 113.600 -0.450 38,142 132,226 -4,523
Jun11 110307 115.050 115.650 114.385 114.750 -0.300 24,582 112,317 +3,975
Aug11 110307 117.135 117.550 116.480 117.100 +0.050 8,918 46,873 +2,969
Oct11 110307 120.000 120.535 119.885 120.385 +0.250 3,287 31,065 +813
Dec11 110307 120.600 120.900 120.180 120.535 +0.055 1,780 24,457 +241
Feb12 110307 120.700 120.930 120.300 120.900 +0.115 850 6,590 +379
Total Volume and Open Interest 77,751 355,596 +3,922
Feeder Cattle(CME)
Mar11 110307 129.750 130.150 129.735 129.800 -0.150 2,545 8,491 -1,077
Apr11 110307 131.785 132.050 131.550 131.700 -0.125 2,499 10,532 -220
May11 110307 133.000 133.600 133.000 133.575 +0.195 2,358 12,802 +696
Aug11 110307 134.250 134.825 134.250 134.750 +0.015 919 13,363 +240
Sep11 110307 133.550 134.000 133.550 133.550 -0.300 132 2,238 +76
Oct11 110307 133.400 133.785 133.400 133.735 +0.085 56 1,282 +26
Nov11 110307 132.450 133.300 132.450 133.285 +0.285 20 629 +19
Total Volume and Open Interest 8,529 49,393 -240
Lean Hogs(CME)
Apr11 110307 88.480 88.480 86.250 86.400 -2.080 18,590 77,479 -2,974
May11 110307 98.000 98.080 96.350 97.035 -1.195 147 3,089 -4
Jun11 110307 100.850 101.135 99.350 99.480 -1.570 8,684 71,415 -966
Jul11 110307 100.580 100.700 99.100 99.450 -1.380 4,475 26,133 +419
Aug11 110307 99.285 99.400 98.080 98.850 -0.550 2,384 20,692 -58
Oct11 110307 88.750 88.930 87.450 88.180 -0.770 1,110 20,486 +275
Dec11 110307 85.200 85.450 83.830 84.800 -0.500 741 11,750 +292
Feb12 110307 85.980 85.980 84.730 85.000 -0.850 139 2,721 +37
Total Volume and Open Interest 36,388 235,752 -2,919
Class III Milk(CME)
Mar11 110307 19.61 19.62 19.50 19.61 +0.03 336 6,548 -20
Apr11 110307 18.57 18.59 18.25 18.40 -0.03 402 5,809 -4
May11 110307 17.69 17.74 17.40 17.50 -0.06 174 4,707 +63
Jun11 110307 17.03 17.23 16.91 16.94 -0.08 92 3,674 +19
Jul11 110307 17.10 17.20 16.95 16.95 -0.09 43 2,662 +13
Total Volume and Open Interest 1,203 40,824 +152
Cocoa(ICE)
Mar11 110307 3721 3721 3721 3721 +24 6 90 +0
May11 110307 3657 3699 3612 3662 +5 8,857 73,859 +344
Jul11 110307 3590 3636 3550 3603 +12 2,275 27,561 +883
Sep11 110307 3546 3576 3517 3569 +24 620 12,724 +164
Dec11 110307 3500 3543 3497 3534 +34 270 17,495 +183
Mar12 110307 3515 3567 3511 3555 +30 142 22,607 -47
May12 110307 3507 3556 3501 3548 +26 22 4,783 +7
Total Volume and Open Interest 12,228 163,508 +1,565
Coffee "C"(ICE)
Mar11 110307 275.00 281.60 275.00 280.95 +8.05 48 498 +1
May11 110307 273.80 281.85 273.80 281.15 +8.35 11,550 78,171 +1,238
Jul11 110307 275.45 283.55 275.45 283.00 +8.40 3,812 21,312 +1,518
Sep11 110307 277.40 284.70 277.20 284.15 +8.45 657 8,586 +151
Dec11 110307 276.65 284.00 276.65 283.50 +8.40 270 12,979 +80
Mar12 110307 273.35 280.15 273.35 280.15 +8.30 101 1,916 +19
Total Volume and Open Interest 16,443 124,590 +3,007
Orange Juice(ICE)
Mar11 110307 175.00 179.25 175.00 177.70 +2.45 1,258 686 -1,230
May11 110307 173.05 176.55 172.70 174.55 +1.50 786 24,608 -13
Jul11 110307 169.50 172.75 169.50 170.60 +1.15 62 3,319 +6
Sep11 110307 168.50 168.70 167.50 167.50 +1.25 14 720 +11
Nov11 110307 162.00 162.00 161.55 161.55 +0.55 1 670 -1
Jan12 110307 159.95 159.95 159.95 159.95 +1.15 0 16 +0
Total Volume and Open Interest 2,121 30,041 -1,227
Sugar #11(ICE)
May11 110307 30.00 30.39 29.69 29.99 +0.11 34,390 237,724 -479
Jul11 110307 27.58 27.90 27.29 27.63 +0.18 14,833 171,728 +714
Oct11 110307 25.97 26.20 25.73 26.13 +0.22 6,128 79,594 +1,359
Mar12 110307 25.20 25.39 24.90 25.35 +0.24 1,575 54,557 +278
May12 110307 23.68 24.08 23.67 24.05 +0.25 515 14,635 +129
Total Volume and Open Interest 59,645 601,054 +2,317
London Cocoa(LCE)
Mar11 110307 2347 2367 2298 2350 -3 7,009 37,719 -5,331
May11 110307 2334 2364 2293 2346 +6 5,776 49,523 +1,362
Jul11 110307 2271 2309 2243 2295 +19 3,027 26,395 +246
Sep11 110307 2243 2281 2220 2270 +20 689 23,329 +31
Dec11 110307 2209 2260 2196 2250 +25 720 32,189 +40
Mar12 110307 2214 2242 2208 2240 +23 207 24,806 +52
May12 110307 2194 2239 2194 2231 +10 86 4,703 +1
Total Volume and Open Interest 17,629 207,779 -3,541
London Sugar(LCE)
May11 110307 747.40 759.00 740.30 748.80 +13.10 2,417 21,177 +639
Aug11 110307 722.70 730.40 715.00 722.40 +10.70 1,156 11,533 +287
Oct11 110307 676.90 687.70 676.50 685.00 +14.10 338 3,432 +137
Dec11 110307 662.10 662.10 662.10 662.10 +14.10 28 1,254 +1
Mar12 110307 656.70 656.90 653.60 654.30 +14.00 2 1,128 +1
Total Volume and Open Interest 3,943 39,035 +1,066
Cotton(ICE)
Mar11 110307 215.62 227.00 210.75 214.50 -0.65 32 402 -10
May11 110307 213.75 219.70 213.13 214.14 +1.44 12,701 71,278 -44
Jul11 110307 205.90 209.97 203.00 203.97 +1.00 8,047 38,250 +360
Oct11 110307 154.01 159.30 152.00 154.21 -0.09 49 396 +14
Dec11 110307 123.00 126.85 122.19 126.53 +3.22 5,911 56,907 -167
Mar12 110307 117.18 119.60 116.00 119.39 +2.66 519 3,888 +93
Total Volume and Open Interest 27,587 174,962 +229
Lumber(CME)
Mar11 110307 302.5 304.6 297.8 300.6 -2.6 295 1,034 -160
May11 110307 321.6 325.4 317.5 318.8 -3.7 632 6,030 +52
Jul11 110307 330.4 334.8 328.0 329.1 -0.7 227 2,348 +83
Sep11 110307 331.8 334.8 330.0 332.0 -4.4 15 250 +6
Total Volume and Open Interest 1,169 9,666 -19
Crude Oil(NYM)
Apr11 110307 104.65 106.95 104.25 105.44 +1.02 382,555 280,646 -12,900
May11 110307 105.71 108.25 105.46 106.73 +1.12 127,527 215,691 -1,325
Jun11 110307 106.24 108.80 106.00 107.28 +1.11 91,059 142,508 +696
Jul11 110307 106.52 109.10 106.52 107.67 +1.15 28,644 83,653 +2,541
Aug11 110307 106.89 109.18 106.89 107.83 +1.20 17,637 42,356 -1,581
Sep11 110307 107.07 109.30 107.07 107.85 +1.19 19,259 50,577 +397
Oct11 110307 106.88 109.16 106.33 107.78 +1.13 8,358 32,730 +427
Nov11 110307 106.74 109.11 106.74 107.68 +1.06 8,282 32,411 +87
Dec11 110307 106.75 109.10 106.56 107.56 +1.00 49,712 176,716 -1,266
Jan12 110307 106.61 108.88 106.61 107.31 +0.93 3,239 35,188 -557
Feb12 110307 108.43 108.43 106.50 107.00 +0.87 1,976 14,796 +32
Mar12 110307 107.48 107.48 106.10 106.67 +0.82 1,244 22,297 -155
Apr12 110307 106.59 106.59 106.29 106.29 +0.78 735 8,759 -138
May12 110307 106.23 106.30 105.89 105.89 +0.73 274 9,546 +30
Jun12 110307 106.23 106.95 105.49 105.53 +0.68 3,900 56,109 -774
Jul12 110307 105.20 105.20 105.20 105.20 +0.63 266 11,048 -134
Total Volume and Open Interest 770,794 1,560,597 -13,791
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 110307 105.500 108.250 105.500 106.725 +1.125 850 1,663 +52
Jun11 110307 106.750 108.750 106.025 107.275 +1.100 141 438 +8
Jul11 110307 107.700 109.175 107.100 107.675 +1.150 7 53 +1
Aug11 110307 107.825 107.825 107.825 107.825 +1.200 0 14 +0
Sep11 110307 107.850 107.850 107.850 107.850 +1.200 1 9 +1
Oct11 110307 107.775 107.775 107.775 107.775 +1.125 0 53 +0
Nov11 110307 107.675 107.675 107.675 107.675 +1.050 0 14 +0
Dec11 110307 109.150 109.150 107.550 107.550 +1.000 21 190 +12
Total Volume and Open Interest 17,538 6,197 +444
Heating Oil(NYM)
Apr11 110307 309.05 313.72 304.67 306.57 -2.36 42,949 91,391 -1,343
May11 110307 309.21 314.26 305.61 307.43 -2.14 15,020 50,949 +1,393
Jun11 110307 310.00 314.76 306.60 308.32 -1.91 17,332 50,563 +2,695
Jul11 110307 311.97 315.70 308.40 309.50 -1.71 7,660 24,895 +1,628
Aug11 110307 316.19 316.20 310.65 310.81 -1.46 2,265 14,504 +131
Sep11 110307 315.48 318.00 312.20 312.34 -1.27 4,221 11,559 -23
Oct11 110307 318.00 318.00 313.84 313.84 -1.25 1,264 6,915 +34
Nov11 110307 321.01 321.01 315.34 315.34 -1.28 1,422 6,454 -189
Dec11 110307 318.99 322.62 315.14 316.76 -1.25 5,438 28,407 +31
Jan12 110307 323.54 323.72 318.14 318.14 -1.22 886 6,091 +336
Feb12 110307 321.00 321.00 318.24 318.24 -1.16 226 2,213 +95
Mar12 110307 318.00 318.00 316.99 316.99 -1.09 83 1,195 -26
Total Volume and Open Interest 99,008 307,282 +4,774
Gasoline(NYMEX)
Apr11 110307 305.19 309.36 299.34 300.39 -4.25 41,268 88,824 -624
May11 110307 305.90 309.50 300.45 301.19 -4.06 20,398 57,086 +228
Jun11 110307 304.40 308.34 299.75 300.59 -3.83 12,555 35,427 +1,198
Jul11 110307 305.67 305.67 299.00 299.43 -3.61 5,361 19,592 -515
Aug11 110307 304.30 304.75 297.75 297.89 -3.46 2,604 11,264 -357
Sep11 110307 301.44 301.44 295.42 295.51 -3.34 2,050 10,742 +298
Oct11 110307 283.09 283.09 283.09 283.09 -3.01 1,328 6,144 +57
Nov11 110307 284.75 284.75 280.38 280.38 -2.72 931 5,154 +378
Dec11 110307 284.00 285.40 278.39 278.76 -2.59 1,600 24,484 -318
Jan12 110307 284.34 284.34 279.10 279.10 -2.45 45 3,942 +1
Total Volume and Open Interest 88,263 277,453 +353
e-miNY RBOB Gasoline(NYM)
Apr11 110307 300.40 300.40 300.39 300.40 -4.20 0 2 +0
May11 110307 301.20 301.20 301.19 301.20 -4.10 0 1 +0
Jun11 110307 300.60 300.60 300.59 300.60 -3.80 0 1 +0
Jul11 110307 299.40 299.43 299.40 299.40 -3.60      
Total Volume and Open Interest 0 6 +0
Natural Gas(NYM)
Apr11 110307 3.792 3.936 3.731 3.927 +0.118 104,048 214,269 -4,638
May11 110307 3.881 3.993 3.805 3.984 +0.097 39,241 223,432 -2,067
Jun11 110307 3.917 4.055 3.877 4.042 +0.085 29,505 67,264 -4,596
Jul11 110307 3.995 4.118 3.955 4.113 +0.077 24,473 72,284 +3,282
Aug11 110307 4.020 4.153 3.999 4.149 +0.078 10,361 27,512 +1,173
Sep11 110307 4.040 4.167 4.012 4.163 +0.079 10,903 28,545 +1,943
Oct11 110307 4.095 4.213 4.053 4.208 +0.079 15,434 73,999 -1,105
Nov11 110307 4.300 4.384 4.244 4.381 +0.067 5,553 30,425 -760
Dec11 110307 4.550 4.640 4.520 4.638 +0.058 2,661 25,892 -48
Jan12 110307 4.700 4.781 4.657 4.778 +0.059 7,888 58,370 -281
Feb12 110307 4.700 4.775 4.653 4.769 +0.057 1,042 12,856 -83
Mar12 110307 4.620 4.712 4.610 4.710 +0.057 2,013 26,670 +15
Apr12 110307 4.498 4.581 4.498 4.577 +0.048 1,718 24,405 +95
May12 110307 4.546 4.613 4.546 4.610 +0.048 43 5,838 +15
Jun12 110307 4.605 4.645 4.600 4.645 +0.048 21 4,589 +14
Jul12 110307 4.655 4.689 4.641 4.688 +0.049 1,016 4,146 +402
Total Volume and Open Interest 256,991 970,246 -6,324
Brent Crude Oil(ICE)
Apr11 110307 116.35 118.50 114.50 115.04 -0.93 213,736 158,556 -10,414
May11 110307 116.30 118.42 114.64 115.20 -0.69 131,405 144,802 -2,060
Jun11 110307 116.16 118.25 114.68 115.19 -0.56 87,668 127,321 +6,096
Jul11 110307 116.08 117.81 114.60 115.06 -0.49 20,874 44,246 +216
Aug11 110307 115.88 117.57 114.46 114.90 -0.48 11,997 28,259 -510
Sep11 110307 115.58 117.37 114.24 114.68 -0.46 9,275 30,574 -216
Oct11 110307 115.38 116.98 114.04 114.48 -0.41 4,566 18,839 -430
Nov11 110307 115.47 116.69 113.81 114.25 -0.34 4,136 16,744 -8
Dec11 110307 114.86 116.62 113.50 113.99 -0.31 43,855 94,775 -3,542
Jan12 110307 115.22 115.90 113.73 113.73 -0.31 4,350 17,671 +877
Feb12 110307 113.48 113.48 113.48 113.48 -0.31 2,994 10,841 +397
Mar12 110307 113.20 113.20 113.20 113.20 -0.30 1,824 17,129 +279
Apr12 110307 112.80 112.80 112.80 112.80 -0.31 1,059 4,194 +130
May12 110307 112.37 112.37 112.37 112.37 -0.33 765 3,703 -31
Total Volume and Open Interest 558,232 861,590 -5,141
Gas Oil(ICE)
Mar11 110307 972.50 987.25 959.00 976.50 +10.25 48,992 102,346 -9,684
Apr11 110307 974.75 990.00 961.50 979.75 +10.75 111,807 167,995 +589
May11 110307 976.75 991.25 964.25 981.75 +10.50 42,299 81,601 -1,277
Jun11 110307 979.00 992.25 966.75 984.25 +10.75 26,888 65,341 +231
Jul11 110307 981.25 994.75 971.25 986.75 +11.00 9,238 28,362 +210
Aug11 110307 984.00 996.00 974.25 989.50 +11.25 5,229 22,107 -1,054
Sep11 110307 985.25 998.25 977.00 992.25 +11.50 6,903 25,083 +770
Oct11 110307 991.00 999.25 978.00 993.25 +11.25 5,443 21,138 +691
Nov11 110307 990.75 998.50 980.75 993.25 +11.25 5,132 16,027 +145
Dec11 110307 987.50 1000.75 977.25 993.50 +10.75 12,544 54,541 +160
Total Volume and Open Interest 280,230 681,185 -8,114
Ethanol(CBOT)
Mar11 110303 2.585 2.585 2.583 2.583 -0.007 90 273 -46
Apr11 110307 2.620 2.620 2.585 2.595 -0.023 391 1,072 +83
May11 110307 2.590 2.590 2.565 2.576 -0.029 104 765 +12
Jun11 110307 2.595 2.595 2.565 2.576 -0.031 104 1,123 +48
Jul11 110307 2.596 2.596 2.558 2.575 -0.029 55 1,310 +19
Aug11 110307 2.585 2.585 2.559 2.563 -0.032 20 1,030 +15
Sep11 110307 2.480 2.489 2.473 2.489 -0.001 25 883 +5
Oct11 110307 2.320 2.320 2.310 2.315 -0.023 35 620 +15
Total Volume and Open Interest 777 8,186 +5
WTI Crude Oil(ICE
Apr11 110307 105.21 106.94 104.28 105.44 +1.02 88,238 78,731 -518
May11 110307 106.38 108.22 105.50 106.73 +1.12 53,900 84,899 -2,251
Jun11 110307 107.61 108.77 106.67 107.28 +1.11 39,177 74,527 +1,520
Jul11 110307 108.43 109.09 107.16 107.67 +1.15 9,427 30,744 +299
Aug11 110307 108.25 109.20 107.41 107.83 +1.20 5,155 16,809 -75
Sep11 110307 108.24 109.14 107.44 107.85 +1.19 6,281 26,649 +245
Oct11 110307 109.02 109.10 107.39 107.78 +1.13 3,131 17,615 +43
Nov11 110307 108.06 109.02 107.30 107.68 +1.06 2,734 12,096 -684
Dec11 110307 108.33 109.00 107.00 107.56 +1.00 21,981 86,765 -2,217
Jan12 110307 107.31 107.31 107.31 107.31 +0.93 1,339 9,737 -178
Feb12 110307 107.00 107.00 107.00 107.00 +0.87 653 2,242 +124
Mar12 110307 106.67 106.67 106.67 106.67 +0.82 62 4,438 +3
Apr12 110307 106.29 106.29 106.29 106.29 +0.78 65 2,980 -27
May12 110307 105.89 105.89 105.89 105.89 +0.73 22 1,126 -2
Jun12 110307 106.14 106.14 105.53 105.53 +0.68 2,193 27,072 -180
Jul12 110307 105.20 105.20 105.20 105.20 +0.63 5 560 +5
Total Volume and Open Interest 242,245 566,715 -3,848
US Dollar Index(ICE)
Mar11 110307 76.350 76.570 76.145 76.515 +0.100 29,963 53,390 -1,621
Jun11 110307 76.605 76.835 76.405 76.780 +0.075 1,993 3,197 +1,286
Sep11 110307 76.875 77.200 76.875 77.200 +0.135 1 10 +0
Total Volume and Open Interest 31,957 56,598 -335
Australian Dollar(CME)
Mar11 110307 101.39 101.76 100.83 101.05 -0.15 90,041 134,511 +1,205
Jun11 110307 100.28 100.60 99.69 99.91 -0.15 1,929 4,425 +1,000
Sep11 110307 98.66 98.81 98.66 98.66 -0.15 0 14 +0
Total Volume and Open Interest 91,970 139,004 +2,205
British Pound(CME)
Mar11 110307 162.77 163.40 161.81 161.99 -0.62 136,190 123,597 -1,111
Jun11 110307 162.59 163.21 161.65 161.81 -0.62 2,955 4,035 +957
Sep11 110307 161.75 162.13 161.51 161.51 -0.62 1 13 -1
Total Volume and Open Interest 139,146 127,678 -155
Canadian Dollar(CME)
Mar11 110307 102.81 103.08 102.61 102.78 -0.04 68,804 139,352 +2,336
Jun11 110307 102.61 102.86 102.41 102.57 -0.04 3,898 13,467 +2,846
Sep11 110307 102.62 102.62 102.15 102.29 -0.05 18 1,271 +8
Dec11 110307 102.31 102.31 101.88 101.98 -0.06 38 1,811 +9
Total Volume and Open Interest 72,762 156,045 +5,202
Japanese Yen(CME)
Mar11 110307 121.62 122.05 121.37 121.51 +0.07 185,556 127,625 +1,564
Jun11 110307 121.76 122.11 121.46 121.59 +0.06 3,287 9,664 +814
Sep11 110307 121.72 121.72 121.66 121.72 +0.06 0 37 +0
Total Volume and Open Interest 188,851 137,354 +2,378
Swiss Franc(CME)
Mar11 110307 108.08 108.27 107.81 107.98 +0.01 66,387 55,781 -3,750
Jun11 110307 108.16 108.33 107.87 108.05 +0.01 1,804 2,375 +930
Sep11 110307 108.09 108.11 108.09 108.09 -0.02 0 8 +0
Total Volume and Open Interest 68,191 58,175 -2,820
EuroFX(CME)
Mar11 110307 139.90 140.35 139.54 139.66 -0.19 432,965 217,301 +3,756
Jun11 110307 139.71 140.14 139.34 139.45 -0.19 24,853 18,658 +7,204
Sep11 110307 139.04 139.55 139.04 139.11 -0.18 184 174 +87
Total Volume and Open Interest 458,003 236,492 +11,047
Mexican Peso(CME)
Mar11 110307 832.0 833.8 827.8 829.0 -3.8 51,815 122,901 -6,670
Apr11 110307 828.5 832.2 828.5 828.5 -3.8      
Total Volume and Open Interest 69,513 142,471 +7,974
30-Year T-Bonds(CBOT)
Mar11 110307 120~250 120~250 120~250 120~250 -0~010      
Jun11 110307 119~040 119~160 118~130 119~060 -0~010 391,963 599,757 +930
Sep11 110307 117~190 117~200 117~190 117~190 -0~010 0 1 +0
Total Volume and Open Interest 427,536 639,019 -8,534
10-Year T-Notes(CBOT)
Mar11 110307 119~275 120~080 119~190 120~010 +0~010 85,959 50,903 -17,079
Jun11 110307 118~170 118~275 118~050 118~195 -0~005 1,399,411 1,456,154 +25,588
Sep11 110307 117~025 117~140 117~005 117~135 -0~005 27 34 +22
Total Volume and Open Interest 1,485,397 1,507,095 +8,531
5-Year T-Notes(CBOT)
Mar11 110307 117~091 117~110 117~060 117~087 -0~006      
Jun11 110307 116~095 116~119 116~066 116~095 -0~007 944,582 1,196,616 +22,421
Sep11 110307 115~111 116~000 115~111 115~111 -0~017      
Total Volume and Open Interest 998,571 1,250,667 +10,762
2 Year T-Notes(CBOT)
Mar11 110307 109~063 109~065 109~056 109~061 -0~004 29,937 54,879 -5,474
Jun11 110307 109~022 109~023 109~010 109~017 -0~004 398,465 808,464 -496
Sep11 110307 108~109 108~113 108~109 108~109 -0~004      
Total Volume and Open Interest 428,402 863,343 -5,970
Eurodollars(CME)
Mar11 110307 99.690 99.692 99.688 99.688 unch 126,935 1,004,111 -10,389
Jun11 110307 99.640 99.645 99.635 99.640 unch 213,034 1,179,157 -5,644
Sep11 110307 99.550 99.560 99.535 99.545 -0.005 294,868 1,350,529 -20,600
Dec11 110307 99.390 99.410 99.365 99.385 -0.010 411,001 1,325,120 -7,157
Mar12 110307 99.135 99.160 99.095 99.135 unch 522,530 1,265,450 +47,805
Jun12 110307 98.790 98.825 98.740 98.790 unch 391,397 757,867 -4,754
Sep12 110307 98.425 98.455 98.365 98.420 unch 309,852 554,992 -8,793
Dec12 110307 98.090 98.120 98.025 98.080 unch 309,189 454,973 +18,586
Mar13 110307 97.780 97.830 97.720 97.785 unch 209,187 298,502 +4,976
Jun13 110307 97.465 97.550 97.435 97.500 unch 128,871 202,970 +6,831
Sep13 110307 97.195 97.285 97.165 97.235 +0.005 112,240 199,924 -3,561
Dec13 110307 96.970 97.030 96.905 96.985 +0.015 106,282 181,962 +11,437
Mar14 110307 96.725 96.795 96.675 96.755 +0.020 31,681 125,320 +1,651
Jun14 110307 96.495 96.565 96.445 96.525 +0.025 25,768 101,865 +1,939
Sep14 110307 96.270 96.345 96.220 96.305 +0.025 22,583 59,752 -105
Dec14 110307 96.045 96.115 96.000 96.080 +0.025 21,807 74,624 +1,123
Mar15 110307 95.855 95.925 95.810 95.890 +0.025 11,877 55,733 -12
Jun15 110307 3.915 3.990 3.880 3.960 +0.025 10,397 39,137 +5
Total Volume and Open Interest 3,301,403 9,419,991 +37,642
30 Day Federal Funds(CBOT)
Mar11 110307 99.855 99.855 99.850 99.850 unch 4,999 66,936 +76
Apr11 110307 99.865 99.865 99.860 99.860 unch 1,941 58,185 -715
May11 110307 99.865 99.865 99.860 99.860 unch 4,383 62,565 -896
Jun11 110307 99.860 99.865 99.855 99.860 unch 2,051 45,325 +595
Jul11 110307 99.850 99.855 99.845 99.845 unch 2,673 46,181 -411
Aug11 110307 99.840 99.840 99.835 99.835 unch 4,155 36,025 +89
Total Volume and Open Interest 60,400 563,579 -3,912
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 110307 99.660 99.665 99.660 99.660 -0.002 400 5,019 +588
Jun11 110307 99.650 99.650 99.650 99.650 -0.002 0 150 +0
Sep11 110307 99.643 99.643 99.643 99.643 -0.002      
Dec11 110307 99.628 99.628 99.628 99.628 -0.002 0 75 +0
Mar12 110307 99.610 99.610 99.610 99.610 unch      
Jun12 110307 99.640 99.640 99.640 99.640 unch      
Sep12 110307 99.590 99.590 99.590 99.590 unch      
Dec12 110307 99.495 99.495 99.495 99.495 unch      
Mar13 110307 99.495 99.495 99.495 99.495 unch      
Jun13 110307 99.450 99.450 99.450 99.450 unch      
Total Volume and Open Interest 400 5,244 +588
3-Mth Euro-Yen(SGX)
Mar11 110307 99.66 99.66 99.66 99.66 0.00 800 6,273 -111
Jun11 110307 99.65 99.65 99.65 99.65 0.00 250 1,536 +0
Sep11 110307 99.64 99.64 99.64 99.64 0.00 0 766 +0
Dec11 110307 99.63 99.63 99.63 99.63 0.00 101 1,909 +0
Mar12 110307 99.61 99.61 99.61 99.61 unch 0 405 +0
Jun12 110307 99.64 99.64 99.64 99.64 unch 0 754 +0
Sep12 110307 99.59 99.59 99.59 99.59 unch 0 310 +0
Dec12 110307 99.50 99.50 99.50 99.50 unch 0 4 +0
Total Volume and Open Interest 1,151 11,958 -111
Japanese Gov't Bonds(SGX)
Mar11 110307 139.43 139.88 139.34 139.66 +0.04 2,204 13,105 -128
Jun11 110307 138.51 139.04 138.41 138.81 +0.26 1,127 3,270 +1,034
Sep11 110307 136.38 136.38 136.38 136.38 +0.26      
Total Volume and Open Interest 4,007 14,322 +496
Euro-Bund(EUREX)
Mar11 110307 123.31 123.32 122.72 123.03 -0.12 1,586,235 1,162,162 -171,369
Jun11 110307 121.89 121.92 121.32 121.64 -0.10 574,330 927,900 +267,896
Sep11 110307 121.37 121.37 120.96 121.18 -0.12 501 8 -494
Total Volume and Open Interest 2,161,066 2,090,070 -138,422
Euro-Bobl(EUREX)
Mar11 110304 116.02 116.31 115.83 116.20 +0.09 648,647 1,159,128 +233,712
Jun11 110307 114.79 114.82 114.48 114.65 -0.12 569,317 818,508 +240,544
Sep11 110307 113.85 113.86 113.69 113.86 -0.35      
Total Volume and Open Interest 1,841,099 1,675,529 -61,563
3-Mth Euribor(EUREX)
Mar11 110307 98.780 98.785 98.780 98.780 +0.005 21 6,052 +63
Jun11 110307 98.405 98.415 98.405 98.410 +0.020 537 9,650 -109
Sep11 110307 98.100 98.120 98.100 98.110 +0.030 491 2,058 -114
Total Volume and Open Interest 1,461 25,790 +36
Long Gilt(LIFFE)
Mar11 110307 117~23 117~24 117~13 117~24 -0~02 10,993 20,853 -6,561
Jun11 110307 116~14 116~20 116~02 116~15 -0~02 161,876 289,185 +4,539
Total Volume and Open Interest 172,869 310,038 -2,022
3-Mth Short Sterling(LIFFE)
Mar11 110307 99.17 99.17 99.15 99.16 -0.01 78,523 315,680 +4,113
Jun11 110307 98.91 98.94 98.91 98.92 unch 141,873 352,566 +2,927
Sep11 110307 98.66 98.69 98.65 98.67 +0.01 131,224 342,760 +11,784
Dec11 110307 98.37 98.43 98.36 98.40 +0.02 144,817 359,717 -13,474
Mar12 110307 98.10 98.16 98.09 98.13 +0.02 160,499 273,357 +168
Jun12 110307 97.81 97.87 97.79 97.84 +0.02 118,353 192,233 +10,481
Total Volume and Open Interest 944,636 2,290,437 +14,994
3-Mth Euribor(LIFFE)
Mar11 110307 98.775 98.785 98.770 98.780 +0.005 412,993 582,714 -8,413
Jun11 110307 98.395 98.420 98.390 98.410 +0.020 613,763 706,036 +59,647
Sep11 110307 98.095 98.120 98.075 98.110 +0.030 501,532 657,647 +15,451
Total Volume and Open Interest 3,037,191 3,887,126 +175,627
3-Mth Aus T-Bills(SFE)
Mar11 110307 95.02 95.03 95.02 95.03 unch 11,611 75,281 -14,914
Jun11 110307 94.95 94.98 94.95 94.98 +0.02 25,670 198,709 -1,137
Sep11 110307 94.82 94.86 94.82 94.86 +0.03 13,069 132,657 +33
Dec11 110307 94.69 94.74 94.69 94.74 +0.04 5,334 75,216 +1,365
Mar12 110307 94.60 94.65 94.58 94.64 +0.04 3,674 57,581 +503
Jun12 110307 94.54 94.58 94.54 94.58 +0.04 1,453 44,110 +652
Sep12 110307 94.49 94.53 94.49 94.53 +0.04 566 31,202 +84
Dec12 110307 94.44 94.48 94.44 94.47 +0.04 796 18,559 +191
Mar13 110307 94.39 94.43 94.39 94.43 +0.04 611 3,576 +153
Jun13 110307 94.36 94.39 94.36 94.39 +0.06 50 633 +16
Total Volume and Open Interest 62,848 639,223 -13,054
10-Year Aus T-Bonds(SFE)
Mar11 110307 94.42 94.48 94.38 94.48 +0.06 36,191 371,187 -409
Jun11 110307 94.45 94.45 94.45 94.45 +0.05 12 17 +12
Total Volume and Open Interest 36,203 371,204 -397
3-Year Aus T-Bonds(SFE)
Mar11 110301 94.90 94.91 94.84 94.88 -0.02      
Jun11 110307 94.80 94.80 94.76 94.79 +0.06 550 550 +550
Total Volume and Open Interest 119,703 515,514 -8,943
Gold(CMX)
Apr11 110307 1435.0 1445.7 1428.3 1434.5 +5.9 202,801 314,632 -7,012
Jun11 110307 1436.1 1447.2 1429.8 1436.0 +5.9 18,022 81,034 +4,148
Aug11 110307 1436.0 1447.0 1434.2 1437.4 +5.9 1,467 24,563 +420
Oct11 110307 1439.5 1449.0 1436.2 1438.8 +5.9 426 6,555 -29
Dec11 110307 1441.0 1450.2 1434.2 1440.2 +6.0 2,165 29,446 -79
Feb12 110307 1442.6 1452.8 1438.9 1441.9 +5.9 88 7,315 +55
Apr12 110307 1447.3 1447.3 1444.0 1444.0 +5.8 0 5,338 +0
Jun12 110307 1450.2 1450.2 1446.5 1446.5 +5.7 590 6,758 +25
Aug12 110307 1449.3 1449.3 1449.3 1449.3 +5.6 0 977 +0
Oct12 110307 1452.7 1452.7 1452.7 1452.7 +5.6 0 2,308 +0
Dec12 110307 1459.6 1468.0 1452.9 1457.0 +5.6 1,855 10,781 -634
Total Volume and Open Interest 229,481 515,043 -3,688
Silver(CMX)
Mar11 110307 3567.0 3673.0 3565.0 3585.5 +53.8 526 1,876 -164
May11 110307 3564.0 3674.5 3560.5 3586.5 +53.8 63,916 83,398 -320
Jul11 110307 3562.0 3673.0 3562.0 3586.5 +54.1 1,509 12,969 +73
Sep11 110307 3591.0 3667.0 3585.9 3585.9 +54.5 209 5,219 +29
Dec11 110307 3566.5 3671.0 3560.0 3584.4 +54.7 800 14,098 +169
Mar12 110307 3627.0 3632.5 3578.2 3578.2 +55.1 139 1,167 +49
May12 110307 3574.1 3574.1 3574.1 3574.1 +55.4 100 319 +99
Total Volume and Open Interest 68,685 135,654 +141
Platinum(NYMEX)
Apr11 110307 1842.2 1847.6 1801.6 1820.4 -17.5 6,057 35,522 -1,458
Jul11 110307 1851.6 1851.6 1811.6 1824.4 -17.5 2,066 5,532 +1,178
Oct11 110307 1849.1 1849.5 1810.0 1826.2 -17.7 14 498 +13
Jan12 110307 1829.0 1829.0 1828.6 1828.6 -17.7 0 12 +0
Total Volume and Open Interest 8,138 41,585 -266
Palladium(NYMEX)
Mar11 110307 781.70 788.25 780.40 788.25 -19.55 12 418 -5
Jun11 110307 813.50 820.90 782.00 790.10 -19.70 2,806 22,595 -1
Sep11 110307 802.40 802.40 789.35 791.25 -19.90 2 77 +1
Total Volume and Open Interest 2,833 23,144 -15
Copper(CMX)
Mar11 110307 447.00 448.45 429.55 431.30 -15.90 1,265 4,480 -915
May11 110307 448.80 451.65 430.40 432.70 -15.85 29,124 98,202 +845
Jul11 110307 452.50 452.50 432.40 434.15 -15.70 682 25,686 -97
Sep11 110307 450.10 450.10 433.30 435.10 -15.40 130 6,374 +33
Dec11 110307 450.00 450.00 433.55 435.80 -15.00 33 5,936 -4
Total Volume and Open Interest 31,799 146,961 -203
DJIA Index(CBOT)
Mar11 110307 12149 12230 12035 12078 -76 702 13,813 +80
Jun11 110307 12015 12089 12015 12015 -74 2 34 +1
Sep11 110307 11960 12034 11960 11960 -74      
Dec11 110307 11905 11979 11905 11905 -74 0 1 +0
Total Volume and Open Interest 704 13,848 +81
S & P 500(CME)
Mar11 110307 1320.30 1327.20 1303.00 1309.10 -11.20 30,928 322,475 -4,874
Jun11 110307 1319.50 1322.00 1298.00 1304.20 -11.20 5,828 26,007 +4,130
Sep11 110307 1299.10 1317.30 1293.80 1299.10 -11.20 0 3,086 -3
Dec11 110307 1294.10 1312.40 1288.90 1294.10 -11.30 20 637 -15
Total Volume and Open Interest 36,776 352,205 -762
S & P 500 E-Mini(Globex)
Mar11 110307 1320.25 1327.25 1302.75 1309.00 -11.25 2,361,733 2,887,515 -27,824
Jun11 110307 1315.00 1322.00 1298.25 1304.25 -11.25 24,845 93,800 +13,940
Total Volume and Open Interest 2,386,666 2,981,645 -13,883
NASDAQ 100(CME)
Mar11 110307 2363.30 2373.80 2306.00 2324.50 -35.30 2,456 19,437 +944
Jun11 110307 2322.00 2365.00 2307.00 2322.00 -35.50 3 1,268 +2
Sep11 110307 2319.50 2321.50 2319.50 2319.50 -35.50 1 0 -1
Total Volume and Open Interest 2,460 20,705 +945
NASDAQ 100 E-Mini(Globex)
Mar11 110307 2360.30 2374.30 2306.30 2324.50 -35.30 288,788 380,496 +27,671
Jun11 110307 2354.80 2371.80 2305.00 2322.00 -35.50 990 2,626 +199
Total Volume and Open Interest 289,779 383,134 +27,866
S & P Midcap 400(CME)
Mar11 110307 971.00 972.00 945.00 953.90 -14.90 373 3,475 +289
Jun11 110307 951.40 951.70 951.40 951.40 -14.80      
Sep11 110307 949.30 949.60 949.30 949.30 -14.80      
Total Volume and Open Interest 373 3,475 +289
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Mar11 110307 10450 10450 10450 10450 -200      
Jun11 110307 10585 10585 10400 10420 -200 2,978 4,237 +2,992
Total Volume and Open Interest 17,932 45,279 +1,471
Nikkei 225(SGX)
Mar11 110307 10690 10740 10465 10525 -165 140,643 249,174 -1,601
Jun11 110307 10625 10660 10395 10450 -165 1,423 14,385 +7,234
Sep11 110307 10445 10445 10445 10445 -170 0 200 +0
Total Volume and Open Interest 142,470 274,698 +6,115
CAC 40(EURONEXT)
Mar11 110307 3999.5 4052.0 3967.0 3991.5 -30.0 186,442 347,071 -17,028
Apr11 110307 3998.0 4054.0 3972.0 3994.0 -30.0 8,039 8,050 +7,382
May11 110307 3941.0 3941.0 3910.0 3924.5 -30.0 13 27 +11
Total Volume and Open Interest 194,523 355,905 -9,613
Hang Seng Index(HKFE)
Mar11 110307 23152 23443 23081 23319 unch 78,934 77,020 +1,687
Apr11 110307 23041 23416 23041 23298 -2 585 1,583 +303
Total Volume and Open Interest 79,826 82,317 +1,962
DAX(EUREX)
Mar11 110307 7146.0 7274.0 7124.5 7165.0 -8.0 176,198 275,169 +678
Jun11 110307 7168.0 7298.0 7157.0 7191.0 -7.5 5,318 32,309 +9,174
Sep11 110307 7193.5 7306.0 7189.0 7216.5 -7.5 194 962 +0
Total Volume and Open Interest 181,710 308,440 +9,852
FT-SE 100(EURONEXT)
Mar11 110307 5970.00 6029.00 5917.50 5965.50 -3.00 126,771 652,671 +11,554
Jun11 110307 5913.00 5987.00 5884.50 5924.00 -4.00 3,700 18,956 +6,691
Sep11 110307 5889.50 5889.50 5889.50 5889.50 -3.50 23 413 +0
Total Volume and Open Interest 130,514 672,155 +18,225
SPI 200(SFE)
Mar11 110307 4860.0 4868.0 4789.0 4790.0 -74.0 32,508 180,136 -1,687
Jun11 110307 4881.0 4881.0 4816.0 4816.0 -74.0 349 4,612 +342
Sep11 110307 4806.0 4806.0 4806.0 4806.0 -74.0 4 2,553 +0
Total Volume and Open Interest 32,861 189,361 -1,345
GSCI(CME)
Mar11 110307 74.64 74.64 61.04 62.64 -1.50 678 14,140 -155
Apr11 110307 79.89 80.39 68.04 68.04 -1.10 56 93 +44
May11 110307 75.64 80.64 69.04 69.04 -0.85      
Total Volume and Open Interest 734 14,233 -111
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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