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MRCI's End of Day Prices

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MRCI's End of Day Prices
Daily Futures Price Listing Tue March 08, 2011
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Mar11 110308 1389.25 1389.25 1368.00 1375.50 -12.25 5,382 4,166 -2,370
May11 110308 1395.75 1396.00 1374.00 1382.00 -13.00 91,264 255,751 +2,351
Jul11 110308 1403.00 1403.25 1381.50 1390.00 -12.75 36,397 128,977 +3,145
Aug11 110308 1385.00 1388.00 1371.75 1380.25 -11.50 1,419 7,413 +248
Sep11 110308 1368.00 1372.00 1351.00 1361.50 -10.25 1,803 7,283 +568
Nov11 110308 1355.00 1355.75 1333.25 1346.00 -8.75 25,528 163,745 -50
Jan12 110308 1358.00 1358.00 1339.25 1349.25 -8.75 721 21,595 -58
Total Volume and Open Interest 163,500 618,564 +3,963
Soybean Meal(CBOT)
Mar11 110308 357.60 358.00 354.00 355.40 -2.70 2,520 2,855 -643
May11 110308 364.10 364.80 358.50 360.40 -3.00 34,136 92,263 +962
Jul11 110308 367.30 368.10 362.10 364.00 -3.00 8,716 50,027 +322
Aug11 110308 363.80 364.20 360.30 362.10 -2.60 671 10,329 +14
Sep11 110308 358.40 359.90 354.80 356.80 -2.00 683 8,970 +103
Oct11 110308 349.40 350.20 345.50 348.20 -1.70 1,634 10,792 +423
Dec11 110308 349.60 350.20 345.00 347.60 -1.70 5,622 27,567 +1,562
Jan12 110308 346.70 349.30 346.10 347.60 -1.70 587 3,303 +142
Total Volume and Open Interest 54,825 212,852 +2,890
Soybean Oil(CBOT)
Mar11 110308 58.39 58.40 57.60 57.97 -0.60 2,917 2,262 -1,450
May11 110308 59.20 59.20 58.08 58.48 -0.62 54,937 175,593 -566
Jul11 110308 59.58 59.58 58.58 58.97 -0.61 23,524 95,133 +4,766
Aug11 110308 59.38 59.72 58.79 59.12 -0.60 3,574 11,748 +416
Sep11 110308 59.66 59.81 58.73 59.22 -0.58 1,586 12,163 +507
Oct11 110308 59.57 59.72 58.76 59.17 -0.55 959 12,813 -53
Dec11 110308 59.61 59.73 58.78 59.24 -0.50 6,282 53,614 +265
Jan12 110308 58.86 59.58 58.86 59.19 -0.50 543 1,422 +129
Total Volume and Open Interest 94,522 369,161 +4,012
Canola(WCE)
Mar11 110308 581.1 581.3 581.1 581.3 -7.2 12 14 -264
May11 110308 587.9 591.0 580.4 585.4 -7.2 13,037 96,513 -547
Jul11 110308 595.1 596.7 587.8 592.4 -7.1 2,149 30,530 -127
Nov11 110308 568.5 568.5 559.6 563.1 -8.7 1,591 61,203 +881
Jan12 110308 565.8 572.0 565.8 568.1 -9.1 67 3,813 +30
Total Volume and Open Interest 16,867 194,879 -16
Corn(CBOT)
Mar11 110308 710.75 712.00 695.00 698.75 -12.00 9,568 8,892 -3,555
May11 110308 717.50 719.50 700.25 705.50 -12.00 161,461 725,951 +1,966
Jul11 110308 722.25 724.25 705.50 711.00 -11.50 69,724 377,178 +500
Sep11 110308 661.00 663.00 649.25 656.00 -5.50 9,618 65,213 -222
Dec11 110308 609.50 614.00 602.00 610.00 -0.50 27,016 366,134 +2,055
Mar12 110308 617.75 622.00 611.25 618.50 +1.00 1,530 46,838 -171
Total Volume and Open Interest 281,492 1,648,245 +1,213
Wheat(CBOT)
Mar11 110308 774.25 775.00 749.25 751.25 -17.75 172 491 -432
May11 110308 801.00 803.25 778.25 779.75 -21.00 47,654 195,263 -2,392
Jul11 110308 831.25 832.00 809.75 811.50 -18.75 16,224 129,358 -502
Sep11 110308 861.25 861.25 843.25 845.50 -16.25 3,399 37,774 +63
Dec11 110308 881.00 881.50 863.00 866.00 -14.25 6,346 93,046 +1,134
Total Volume and Open Interest 75,360 484,542 -1,812
Wheat(KCBT)
Mar11 110308 886.50 889.00 864.50 864.50 -23.50 388 430 -84
May11 110308 897.50 900.00 873.00 874.00 -24.50 14,018 88,044 -594
Jul11 110308 908.00 908.75 883.00 884.00 -24.00 11,457 66,785 +1,605
Sep11 110308 916.75 918.00 896.00 897.25 -20.25 4,599 16,578 -732
Dec11 110308 930.00 930.00 908.50 908.50 -20.50 2,284 17,731 -581
Total Volume and Open Interest 33,350 194,338 -22
Wheat(MGE)
Mar11 110308 933.50 933.50 912.00 912.00 -28.50 362 300 +224
May11 110308 942.75 943.00 918.25 922.25 -21.50 5,561 23,802 +920
Jul11 110308 949.50 949.50 925.75 928.00 -21.50 1,618 14,656 -18
Sep11 110308 945.00 947.75 921.50 925.50 -19.25 958 13,683 -27
Dec11 110308 940.50 945.00 926.50 928.50 -18.50 732 10,684 -13
Total Volume and Open Interest 9,368 65,570 +1,140
Oats(CBOT)
Mar11 110308 371.50 378.50 368.50 368.50 -10.00 56 52 +6
May11 110308 385.75 385.75 373.00 375.00 -11.00 539 9,046 +21
Jul11 110308 390.25 392.00 381.50 383.00 -11.00 133 1,776 +28
Sep11 110308 382.00 391.00 380.50 382.00 -9.00 8 263 -2
Total Volume and Open Interest 778 13,299 +42
Rough Rice(CBOT)
Mar11 110308 13.50 13.55 13.42 13.52 -0.16 89 87 -36
May11 110308 13.95 13.95 13.61 13.80 -0.15 1,187 16,697 +113
Jul11 110308 14.25 14.25 13.94 14.09 -0.15 1,208 5,293 -109
Sep11 110308 14.88 14.88 14.72 14.80 -0.23 1,079 3,887 +8
Total Volume and Open Interest 3,706 26,833 +35
Live Cattle(CME)
Apr11 110308 113.550 115.730 113.500 114.800 +1.200 32,096 126,815 -5,411
Jun11 110308 114.830 116.650 114.730 115.900 +1.150 18,092 115,073 +2,756
Aug11 110308 117.000 118.300 117.000 117.885 +0.785 11,826 49,351 +2,478
Oct11 110308 120.285 121.450 120.250 120.980 +0.595 4,993 32,315 +1,250
Dec11 110308 120.500 121.500 120.400 121.350 +0.815 1,521 25,038 +581
Feb12 110308 120.600 121.450 120.600 121.300 +0.400 165 6,595 +5
Total Volume and Open Interest 68,749 357,275 +1,679
Feeder Cattle(CME)
Mar11 110308 129.900 131.400 129.850 131.185 +1.385 2,285 7,696 -795
Apr11 110308 131.750 133.450 131.750 133.150 +1.450 2,018 10,138 -394
May11 110308 133.350 135.000 133.350 134.735 +1.160 1,743 13,089 +287
Aug11 110308 134.800 136.300 134.600 136.130 +1.380 1,319 13,612 +249
Sep11 110308 133.935 135.400 133.935 135.325 +1.775 93 2,231 -7
Oct11 110308 133.700 135.500 133.700 135.450 +1.715 44 1,281 -1
Nov11 110308 133.250 134.900 133.250 134.900 +1.615 12 638 +9
Total Volume and Open Interest 7,517 48,744 -649
Lean Hogs(CME)
Apr11 110308 86.700 89.400 86.200 89.135 +2.735 21,959 73,130 -4,349
May11 110308 97.050 99.750 96.730 99.400 +2.365 146 3,115 +26
Jun11 110308 99.885 102.200 99.330 101.680 +2.200 11,165 73,156 +1,741
Jul11 110308 99.550 101.600 99.200 101.200 +1.750 4,043 26,523 +390
Aug11 110308 98.885 101.000 98.480 100.830 +1.980 1,837 20,529 -163
Oct11 110308 87.980 89.830 87.980 89.650 +1.470 823 20,602 +116
Dec11 110308 85.000 85.900 84.600 85.700 +0.900 490 11,713 -37
Feb12 110308 85.480 86.000 85.250 85.800 +0.800 129 2,717 -4
Total Volume and Open Interest 40,606 233,473 -2,279
Class III Milk(CME)
Mar11 110308 19.55 19.63 19.48 19.54 -0.07 251 6,639 +91
Apr11 110308 18.40 18.45 17.78 17.96 -0.44 502 5,866 +57
May11 110308 17.57 17.59 16.96 17.08 -0.42 132 4,723 +16
Jun11 110308 16.96 17.09 16.62 16.75 -0.19 221 3,684 +10
Jul11 110308 17.07 17.07 16.80 16.88 -0.07 68 2,685 +23
Total Volume and Open Interest 1,301 36,016 -4,808
Cocoa(ICE)
Mar11 110308 3700 3703 3700 3703 -18 1 85 -5
May11 110308 3670 3734 3614 3633 -29 9,007 74,102 +243
Jul11 110308 3610 3677 3560 3575 -28 1,810 28,004 +443
Sep11 110308 3589 3631 3525 3540 -29 248 12,791 +67
Dec11 110308 3554 3600 3488 3501 -33 590 17,552 +57
Mar12 110308 3575 3610 3536 3536 -19 135 22,618 +11
May12 110308 3594 3600 3529 3529 -19 9 4,789 +6
Total Volume and Open Interest 11,827 164,357 +849
Coffee "C"(ICE)
Mar11 110308 282.55 287.15 282.55 287.15 +6.20 78 496 -2
May11 110308 282.40 287.65 281.30 287.20 +6.05 11,735 77,777 -394
Jul11 110308 283.60 289.75 283.55 289.30 +6.30 1,768 21,332 +20
Sep11 110308 283.60 291.10 283.60 291.10 +6.95 629 8,596 +10
Dec11 110308 283.00 290.75 283.00 290.55 +7.05 585 13,713 +734
Mar12 110308 279.60 288.05 279.60 287.70 +7.55 206 2,016 +100
Total Volume and Open Interest 15,071 125,063 +473
Orange Juice(ICE)
Mar11 110308 178.00 180.05 178.00 178.70 +1.00 8 684 -2
May11 110308 175.00 178.50 174.50 176.90 +2.35 564 24,829 +221
Jul11 110308 171.70 173.75 171.70 172.85 +2.25 53 3,355 +36
Sep11 110308 169.00 169.00 168.45 168.90 +1.40 1 721 +1
Nov11 110308 160.60 162.75 160.00 162.75 +1.20 0 670 +0
Jan12 110308 161.35 161.35 160.75 160.75 +0.80 0 16 +0
Total Volume and Open Interest 626 30,297 +256
Sugar #11(ICE)
May11 110308 30.06 31.05 29.75 30.70 +0.71 46,319 238,000 +276
Jul11 110308 27.60 28.39 27.36 28.08 +0.45 20,815 174,402 +2,674
Oct11 110308 26.13 26.70 25.84 26.49 +0.36 9,847 80,820 +1,226
Mar12 110308 25.05 25.86 25.05 25.72 +0.37 4,378 55,716 +1,159
May12 110308 23.93 24.51 23.81 24.44 +0.39 600 14,734 +99
Total Volume and Open Interest 82,638 606,622 +5,568
London Cocoa(LCE)
Mar11 110308 2369 2390 2315 2320 -30 11,177 32,870 -4,849
May11 110308 2371 2387 2315 2320 -26 12,021 52,325 +2,802
Jul11 110308 2315 2330 2274 2278 -17 2,599 26,903 +508
Sep11 110308 2300 2306 2254 2259 -11 581 23,487 +158
Dec11 110308 2278 2285 2230 2238 -12 639 32,264 +75
Mar12 110308 2273 2275 2234 2234 -6 125 24,856 +50
May12 110308 2264 2269 2229 2230 -1 53 4,708 +5
Total Volume and Open Interest 27,233 206,560 -1,219
London Sugar(LCE)
May11 110308 746.40 767.90 743.20 763.10 +14.30 3,336 21,348 +171
Aug11 110308 718.90 738.00 716.10 735.00 +12.60 1,106 11,825 +292
Oct11 110308 681.00 696.50 680.70 694.70 +9.70 180 3,432 +0
Dec11 110308 669.50 675.00 669.50 671.70 +9.60 12 1,255 +1
Mar12 110308 659.60 663.70 659.60 663.70 +9.40 0 1,128 +0
Total Volume and Open Interest 4,635 39,499 +464
Cotton(ICE)
Mar11 110308 211.00 215.00 202.05 207.04 -7.46 67 376 -26
May11 110308 213.76 215.75 207.14 207.14 -7.00 7,779 70,566 -712
Jul11 110308 202.95 204.00 196.97 196.97 -7.00 5,883 39,083 +833
Oct11 110308 151.85 151.85 148.50 148.95 -5.26 44 401 +5
Dec11 110308 125.05 125.05 120.23 120.75 -5.78 7,791 57,146 +239
Mar12 110308 115.76 116.82 113.63 114.12 -5.27 459 3,850 -38
Total Volume and Open Interest 22,101 175,284 +322
Lumber(CME)
Mar11 110308 297.9 300.6 295.4 300.6 unch 221 879 -155
May11 110308 318.0 322.5 316.3 318.5 -0.3 595 5,973 -57
Jul11 110308 328.5 334.0 327.3 334.0 +4.9 266 2,415 +67
Sep11 110308 330.7 336.0 329.5 336.0 +4.0 65 289 +39
Total Volume and Open Interest 1,147 9,560 -106
Crude Oil(NYM)
Apr11 110308 104.85 105.79 103.33 105.02 -0.42 369,148 275,563 -5,083
May11 110308 106.13 107.08 104.65 105.95 -0.78 127,363 220,059 +4,368
Jun11 110308 106.72 107.63 105.25 106.48 -0.80 98,811 146,192 +3,684
Jul11 110308 107.66 107.91 105.64 106.86 -0.81 44,358 83,401 -252
Aug11 110308 107.78 107.92 105.78 107.02 -0.81 32,957 40,821 -1,535
Sep11 110308 107.71 107.96 105.81 107.04 -0.81 26,947 51,283 +706
Oct11 110308 107.50 107.73 105.78 106.98 -0.80 12,213 32,775 +45
Nov11 110308 107.61 107.80 105.85 106.89 -0.79 12,532 30,391 -2,020
Dec11 110308 106.77 107.77 105.56 106.79 -0.77 72,929 178,642 +1,926
Jan12 110308 107.27 107.28 105.44 106.59 -0.72 5,816 34,803 -385
Feb12 110308 106.50 106.50 105.45 106.32 -0.68 2,590 14,895 +99
Mar12 110308 105.91 106.08 105.78 106.04 -0.63 3,309 23,239 +942
Apr12 110308 105.70 105.70 105.70 105.70 -0.59 1,741 8,749 -10
May12 110308 105.40 105.40 105.33 105.33 -0.56 865 9,510 -36
Jun12 110308 104.29 105.53 103.80 105.01 -0.52 8,655 56,126 +17
Jul12 110308 104.19 104.70 104.19 104.70 -0.50 194 11,057 +9
Total Volume and Open Interest 865,400 1,568,095 +7,498
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 110308 105.925 106.975 104.650 105.950 -0.775 825 1,754 +91
Jun11 110308 106.525 107.550 105.350 106.475 -0.800 278 529 +91
Jul11 110308 106.000 106.900 105.900 106.850 -0.825 8 60 +7
Aug11 110308 107.025 107.025 107.025 107.025 -0.800 0 14 +0
Sep11 110308 107.050 107.050 107.050 107.050 -0.800 3 8 -1
Oct11 110308 106.975 106.975 106.975 106.975 -0.800 0 53 +0
Nov11 110308 105.575 106.900 105.575 106.900 -0.775 0 14 +0
Dec11 110308 107.200 107.200 106.250 106.800 -0.750 22 208 +18
Total Volume and Open Interest 16,155 6,475 +278
Heating Oil(NYM)
Apr11 110308 304.69 307.12 298.29 301.11 -5.46 51,620 89,526 -1,865
May11 110308 305.00 308.02 299.57 302.31 -5.12 19,514 52,639 +1,690
Jun11 110308 305.86 308.32 300.84 303.53 -4.79 26,649 50,687 +124
Jul11 110308 306.75 308.80 302.95 304.96 -4.54 8,258 24,954 +59
Aug11 110308 307.83 308.27 304.40 306.50 -4.31 3,759 14,816 +312
Sep11 110308 310.04 312.25 306.00 308.12 -4.22 3,816 11,480 -79
Oct11 110308 309.25 310.47 309.21 309.71 -4.13 1,033 6,966 +51
Nov11 110308 311.68 313.11 308.70 311.29 -4.05 1,853 6,288 -166
Dec11 110308 314.33 316.76 310.09 312.73 -4.03 10,494 28,856 +449
Jan12 110308 315.00 315.72 313.58 314.13 -4.01 1,010 6,118 +27
Feb12 110308 316.05 316.05 313.70 314.31 -3.93 19 2,205 -8
Mar12 110308 314.75 314.75 312.75 313.13 -3.86 21 1,205 +10
Total Volume and Open Interest 128,562 307,984 +702
Gasoline(NYMEX)
Apr11 110308 299.50 301.05 293.23 294.67 -5.72 34,950 85,291 -3,533
May11 110308 299.99 301.77 294.30 295.60 -5.59 16,996 58,909 +1,823
Jun11 110308 299.46 301.28 294.00 295.25 -5.34 12,765 35,488 +61
Jul11 110308 296.75 297.80 293.55 294.25 -5.18 4,082 19,560 -32
Aug11 110308 297.40 297.40 292.35 293.00 -4.89 3,506 11,469 +205
Sep11 110308 295.91 295.91 289.99 291.05 -4.46 1,838 11,411 +669
Oct11 110308 279.66 280.63 278.41 279.12 -3.97 1,336 6,274 +130
Nov11 110308 277.70 277.70 275.59 276.63 -3.75 1,015 5,540 +386
Dec11 110308 278.19 278.65 273.31 275.13 -3.63 2,113 24,319 -165
Jan12 110308 279.00 279.00 273.91 275.57 -3.53 164 4,050 +108
Total Volume and Open Interest 78,922 277,160 -293
e-miNY RBOB Gasoline(NYM)
Apr11 110308 294.70 294.70 294.67 294.70 -5.70 0 2 +0
May11 110308 295.60 295.60 295.60 295.60 -5.60 0 1 +0
Jun11 110308 295.30 295.30 295.25 295.30 -5.30 0 1 +0
Jul11 110308 294.30 294.30 294.25 294.30 -5.10      
Total Volume and Open Interest 0 6 +0
Natural Gas(NYM)
Apr11 110308 3.920 3.964 3.832 3.864 -0.063 76,281 211,520 -2,749
May11 110308 3.984 4.021 3.892 3.924 -0.060 32,352 225,669 +2,237
Jun11 110308 4.043 4.080 3.963 3.986 -0.056 21,949 66,438 -826
Jul11 110308 4.118 4.151 4.033 4.062 -0.051 19,104 78,356 +6,072
Aug11 110308 4.157 4.187 4.070 4.105 -0.044 5,645 26,757 -755
Sep11 110308 4.173 4.204 4.089 4.122 -0.041 4,296 28,675 +130
Oct11 110308 4.211 4.249 4.135 4.168 -0.040 11,455 74,123 +124
Nov11 110308 4.393 4.423 4.315 4.351 -0.030 2,854 30,711 +286
Dec11 110308 4.638 4.674 4.578 4.605 -0.033 2,838 25,561 -331
Jan12 110308 4.790 4.804 4.716 4.740 -0.038 6,412 58,586 +216
Feb12 110308 4.735 4.795 4.715 4.733 -0.036 1,003 12,798 -58
Mar12 110308 4.695 4.739 4.649 4.679 -0.031 2,686 27,286 +616
Apr12 110308 4.570 4.603 4.526 4.551 -0.026 1,322 24,356 -49
May12 110308 4.604 4.604 4.585 4.585 -0.025 69 5,849 +11
Jun12 110308 4.640 4.640 4.619 4.619 -0.026 50 4,610 +21
Jul12 110308 4.673 4.710 4.662 4.662 -0.026 28 4,146 +0
Total Volume and Open Interest 189,135 975,283 +5,037
Brent Crude Oil(ICE)
Apr11 110308 114.80 115.29 112.13 113.06 -1.98 167,586 148,441 -10,115
May11 110308 115.00 115.41 112.41 113.29 -1.91 119,287 141,777 -3,025
Jun11 110308 115.02 115.37 112.49 113.35 -1.84 77,694 135,153 +7,832
Jul11 110308 114.88 115.16 112.48 113.32 -1.74 22,663 45,386 +1,140
Aug11 110308 114.31 115.03 112.40 113.25 -1.65 13,104 27,814 -445
Sep11 110308 114.08 114.84 112.27 113.12 -1.56 12,036 30,686 +112
Oct11 110308 113.07 114.61 112.25 113.00 -1.48 5,895 18,982 +143
Nov11 110308 112.86 114.39 112.08 112.84 -1.41 4,758 17,440 +696
Dec11 110308 114.15 114.24 111.85 112.65 -1.34 45,538 96,027 +1,252
Jan12 110308 112.42 112.42 112.42 112.42 -1.31 3,505 18,143 +472
Feb12 110308 112.18 112.18 112.18 112.18 -1.30 2,537 11,073 +232
Mar12 110308 111.91 111.91 111.91 111.91 -1.29 1,720 17,074 -55
Apr12 110308 111.53 111.53 111.53 111.53 -1.27 674 4,317 +123
May12 110308 111.12 111.12 111.12 111.12 -1.25 224 3,761 +58
Total Volume and Open Interest 505,396 861,919 +329
Gas Oil(ICE)
Mar11 110308 963.25 966.50 940.50 949.75 -26.75 32,655 91,485 -10,861
Apr11 110308 964.25 969.75 943.75 953.50 -26.25 91,667 165,729 -2,266
May11 110308 966.25 972.25 946.75 956.25 -25.50 38,722 83,735 +2,134
Jun11 110308 969.00 974.00 949.50 959.25 -25.00 35,371 69,259 +3,918
Jul11 110308 971.75 976.25 952.75 962.25 -24.50 13,236 30,445 +2,083
Aug11 110308 973.25 978.50 956.50 965.75 -23.75 6,207 21,846 -261
Sep11 110308 976.00 981.00 959.75 969.00 -23.25 7,226 25,538 +455
Oct11 110308 977.00 982.25 961.25 970.50 -22.75 3,863 21,346 +208
Nov11 110308 977.25 982.00 961.50 971.00 -22.25 2,790 16,066 +39
Dec11 110308 971.75 983.25 962.25 971.75 -21.75 13,514 54,084 -457
Total Volume and Open Interest 252,978 677,256 -3,929
Ethanol(CBOT)
Mar11 110303 2.585 2.585 2.583 2.583 -0.007 90 273 -46
Apr11 110308 2.565 2.570 2.538 2.561 -0.034 314 1,007 -65
May11 110308 2.556 2.556 2.530 2.551 -0.025 247 680 -85
Jun11 110308 2.555 2.555 2.530 2.542 -0.034 99 1,141 +18
Jul11 110308 2.555 2.555 2.535 2.546 -0.029 129 1,346 +36
Aug11 110308 2.523 2.531 2.520 2.531 -0.032 155 1,034 +4
Sep11 110308 2.460 2.460 2.435 2.453 -0.036 167 997 +114
Oct11 110308 2.291 2.295 2.280 2.295 -0.020 66 660 +40
Total Volume and Open Interest 1,223 8,286 +100
WTI Crude Oil(ICE
Apr11 110308 105.20 105.79 103.34 105.02 -0.42 81,148 79,166 +435
May11 110308 106.54 107.05 104.67 105.95 -0.78 47,368 90,263 +5,364
Jun11 110308 107.13 107.59 105.34 106.48 -0.80 38,364 76,562 +2,035
Jul11 110308 107.32 107.83 105.66 106.86 -0.81 16,889 33,708 +2,964
Aug11 110308 107.21 107.63 105.88 107.02 -0.81 9,543 18,297 +1,488
Sep11 110308 107.59 107.80 105.88 107.04 -0.81 11,574 26,751 +102
Oct11 110308 106.74 107.52 105.85 106.98 -0.80 4,638 17,309 -306
Nov11 110308 107.50 107.50 106.38 106.89 -0.79 3,360 12,360 +264
Dec11 110308 107.37 107.65 105.61 106.79 -0.77 29,053 88,407 +1,642
Jan12 110308 106.59 106.59 106.59 106.59 -0.72 832 9,871 +134
Feb12 110308 106.32 106.32 106.32 106.32 -0.68 333 2,260 +18
Mar12 110308 106.04 106.04 106.04 106.04 -0.63 159 4,434 -4
Apr12 110308 105.70 105.70 105.70 105.70 -0.59 63 3,012 +32
May12 110308 105.33 105.33 105.33 105.33 -0.56 30 1,118 -8
Jun12 110308 104.13 105.73 103.90 105.01 -0.52 2,646 26,996 -76
Jul12 110308 104.70 104.70 104.70 104.70 -0.50 42 560 +0
Total Volume and Open Interest 259,172 581,324 +14,609
US Dollar Index(ICE)
Mar11 110308 76.520 76.995 76.425 76.800 +0.285 32,455 47,622 -5,768
Jun11 110308 76.790 77.270 76.690 77.065 +0.285 1,337 3,524 +327
Sep11 110308 77.450 77.485 77.450 77.485 +0.285 0 10 +0
Total Volume and Open Interest 33,792 51,157 -5,441
Australian Dollar(CME)
Mar11 110308 101.10 101.27 100.46 100.99 -0.06 103,748 133,149 -1,362
Jun11 110308 99.98 100.12 99.33 99.85 -0.06 7,740 7,853 +3,428
Sep11 110308 98.61 98.66 98.61 98.61 -0.05 0 14 +0
Total Volume and Open Interest 111,488 141,070 +2,066
British Pound(CME)
Mar11 110308 162.05 162.09 161.23 161.58 -0.41 108,310 124,870 +1,273
Jun11 110308 161.91 161.92 161.07 161.41 -0.40 3,998 6,322 +2,287
Sep11 110308 161.20 161.51 161.11 161.11 -0.40 2 13 +0
Total Volume and Open Interest 112,310 131,238 +3,560
Canadian Dollar(CME)
Mar11 110308 102.77 103.00 102.56 102.95 +0.17 97,590 131,659 -7,693
Jun11 110308 102.56 102.78 102.35 102.74 +0.17 13,767 22,777 +9,310
Sep11 110308 102.24 102.46 102.24 102.46 +0.17 100 1,326 +55
Dec11 110308 102.09 102.14 101.98 102.14 +0.16 34 1,820 +9
Total Volume and Open Interest 111,497 157,727 +1,682
Japanese Yen(CME)
Mar11 110308 121.52 121.64 120.69 120.96 -0.55 189,780 121,653 -5,972
Jun11 110308 121.58 121.71 120.76 121.04 -0.55 5,249 10,760 +1,096
Sep11 110308 121.70 121.72 120.66 121.17 -0.55 0 33 -4
Total Volume and Open Interest 195,029 132,474 -4,880
Swiss Franc(CME)
Mar11 110308 107.95 107.98 106.80 106.88 -1.10 68,984 56,366 +585
Jun11 110308 108.00 108.05 106.88 106.95 -1.10 5,906 6,452 +4,077
Sep11 110308 107.16 108.09 106.96 107.00 -1.09 0 8 +0
Total Volume and Open Interest 74,890 62,837 +4,662
EuroFX(CME)
Mar11 110308 139.68 139.88 138.60 139.01 -0.65 342,618 224,222 +6,921
Jun11 110308 139.49 139.67 138.40 138.80 -0.65 22,202 28,488 +9,830
Sep11 110308 138.55 139.11 138.06 138.46 -0.65 9 177 +3
Total Volume and Open Interest 364,829 253,246 +16,754
Mexican Peso(CME)
Mar11 110308 829.5 833.8 827.0 832.8 +3.8 28,929 120,527 -2,374
Apr11 110308 832.2 832.2 828.5 832.2 +3.8      
Total Volume and Open Interest 39,704 148,515 +6,044
30-Year T-Bonds(CBOT)
Mar11 110308 120~030 120~030 120~030 120~030 -0~220      
Jun11 110308 118~290 119~060 118~120 118~160 -0~220 411,688 609,321 +9,564
Sep11 110308 116~290 117~190 116~290 116~290 -0~220 0 1 +0
Total Volume and Open Interest 434,271 642,106 +3,087
10-Year T-Notes(CBOT)
Mar11 110308 119~295 120~040 119~210 119~245 -0~085 48,222 42,667 -8,236
Jun11 110308 118~155 118~235 118~070 118~110 -0~085 1,464,311 1,442,937 -13,217
Sep11 110308 117~000 117~135 116~300 117~050 -0~085 1 34 +0
Total Volume and Open Interest 1,512,534 1,485,642 -21,453
5-Year T-Notes(CBOT)
Mar11 110308 117~067 117~067 117~067 117~067 -0~020 32,079 47,288 +47,288
Jun11 110308 116~085 116~104 116~060 116~076 -0~019 873,977 1,185,605 -11,011
Sep11 110308 115~092 115~111 115~092 115~092 -0~019      
Total Volume and Open Interest 906,056 1,232,893 -17,774
2 Year T-Notes(CBOT)
Mar11 110308 109~058 109~061 109~050 109~055 -0~006 30,599 41,950 -12,929
Jun11 110308 109~014 109~019 109~004 109~009 -0~008 430,568 820,754 +12,290
Sep11 110308 108~101 108~109 108~101 108~101 -0~008      
Total Volume and Open Interest 461,167 862,704 -639
Eurodollars(CME)
Mar11 110308 99.690 99.690 99.688 99.688 unch 162,185 975,281 -28,830
Jun11 110308 99.640 99.640 99.630 99.635 -0.005 325,743 1,197,340 +18,183
Sep11 110308 99.540 99.550 99.530 99.535 -0.010 410,048 1,355,524 +4,995
Dec11 110308 99.380 99.390 99.360 99.370 -0.015 553,178 1,341,513 +16,393
Mar12 110308 99.125 99.145 99.095 99.115 -0.020 698,429 1,252,038 -13,412
Jun12 110308 98.780 98.805 98.735 98.765 -0.025 513,166 763,834 +5,967
Sep12 110308 98.405 98.435 98.350 98.390 -0.030 346,470 548,733 -6,259
Dec12 110308 98.065 98.100 98.005 98.045 -0.035 315,370 450,036 -4,937
Mar13 110308 97.770 97.805 97.710 97.755 -0.030 263,413 304,682 +6,180
Jun13 110308 97.480 97.520 97.430 97.475 -0.025 173,640 202,264 -706
Sep13 110308 97.215 97.260 97.175 97.215 -0.020 134,630 202,763 +2,839
Dec13 110308 96.960 97.005 96.925 96.965 -0.020 145,742 181,868 -94
Mar14 110308 96.730 96.775 96.700 96.740 -0.015 35,647 124,865 -455
Jun14 110308 96.500 96.555 96.475 96.515 -0.010 28,996 101,376 -489
Sep14 110308 96.285 96.330 96.265 96.295 -0.010 20,789 59,342 -410
Dec14 110308 96.055 96.110 96.035 96.070 -0.010 21,455 74,770 +146
Mar15 110308 95.855 95.920 95.850 95.880 -0.010 8,744 55,671 -62
Jun15 110308 3.940 3.990 3.920 3.950 -0.010 10,550 38,296 -841
Total Volume and Open Interest 4,191,568 9,419,138 -853
30 Day Federal Funds(CBOT)
Mar11 110308 99.853 99.857 99.850 99.855 +0.005 2,531 67,246 +310
Apr11 110308 99.865 99.865 99.860 99.860 unch 5,610 58,421 +236
May11 110308 99.865 99.865 99.860 99.860 unch 3,943 63,063 +498
Jun11 110308 99.860 99.865 99.860 99.860 unch 3,553 45,092 -233
Jul11 110308 99.845 99.850 99.840 99.845 unch 6,293 47,270 +1,089
Aug11 110308 99.835 99.840 99.825 99.830 -0.005 7,135 35,617 -408
Total Volume and Open Interest 98,856 574,004 +10,425
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 110308 99.660 99.660 99.660 99.660 unch 0 4,777 -242
Jun11 110308 99.650 99.650 99.650 99.650 unch 0 150 +0
Sep11 110308 99.643 99.643 99.643 99.643 unch      
Dec11 110308 99.590 99.590 99.590 99.590 -0.038 0 75 +0
Mar12 110308 99.610 99.610 99.610 99.610 unch      
Jun12 110308 99.640 99.640 99.640 99.640 unch      
Sep12 110308 99.590 99.590 99.590 99.590 unch      
Dec12 110308 99.495 99.495 99.495 99.495 unch      
Mar13 110308 99.495 99.495 99.495 99.495 unch      
Jun13 110308 99.450 99.450 99.450 99.450 unch      
Total Volume and Open Interest 0 5,002 -242
3-Mth Euro-Yen(SGX)
Jun11 110308 99.65 99.65 99.65 99.65 unch 0 1,563 +27
Sep11 110308 99.64 99.64 99.64 99.64 unch 0 866 +100
Dec11 110308 99.63 99.63 99.63 99.63 unch 0 1,928 +19
Mar12 110308 99.61 99.61 99.61 99.61 unch 0 405 +0
Jun12 110308 99.64 99.64 99.64 99.64 unch 0 754 +0
Sep12 110308 99.59 99.59 99.59 99.59 unch 0 310 +0
Dec12 110308 99.50 99.50 99.50 99.50 unch 0 4 +0
Mar13 110308 99.50 99.50 99.50 99.50 unch 0 1 +0
Total Volume and Open Interest 0 12,133 +175
Japanese Gov't Bonds(SGX)
Jun11 110308 138.75 138.95 138.64 138.67 -0.14 1,986 6,482 +3,212
Sep11 110308 136.24 136.24 136.24 136.24 -0.14      
Dec11 110308 134.15 134.15 134.15 134.15 -0.14      
Total Volume and Open Interest 5,459 18,868 +4,546
Euro-Bund(EUREX)
Mar11 110308 123.06 123.15 122.92 123.05 +0.02 1,350,882 516,316 -645,846
Jun11 110308 121.64 121.88 121.41 121.50 -0.14 758,656 1,257,582 +329,682
Sep11 110308 120.93 121.02 120.90 121.02 -0.16 3 360 +352
Total Volume and Open Interest 2,109,541 1,774,258 -315,812
Euro-Bobl(EUREX)
Mar11 110304 116.02 116.31 115.83 116.20 +0.09 648,647 1,159,128 +233,712
Jun11 110308 114.62 114.86 114.62 114.66 +0.01 633,149 1,063,896 +245,388
Sep11 110308 114.38 114.38 113.98 113.98 +0.12 0 548 +548
Total Volume and Open Interest 1,563,540 1,476,782 -198,747
3-Mth Euribor(EUREX)
Mar11 110308 98.785 98.790 98.785 98.790 +0.010 244 6,647 +595
Jun11 110308 98.420 98.435 98.420 98.420 +0.010 535 9,987 +337
Sep11 110308 98.130 98.145 98.125 98.125 +0.015 221 1,982 -76
Total Volume and Open Interest 1,840 26,455 +665
Long Gilt(LIFFE)
Mar11 110308 117~25 117~27 117~13 117~14 -0~10 1,078 20,713 -140
Jun11 110308 116~18 116~22 116~01 116~04 -0~10 139,392 285,013 -4,172
Total Volume and Open Interest 140,470 305,726 -4,312
3-Mth Short Sterling(LIFFE)
Mar11 110308 99.16 99.17 99.14 99.17 +0.01 27,576 312,507 -3,173
Jun11 110308 98.93 98.94 98.91 98.93 +0.01 62,346 359,125 +6,559
Sep11 110308 98.69 98.71 98.66 98.68 +0.01 54,884 337,714 -5,046
Dec11 110308 98.41 98.45 98.38 98.41 +0.01 98,250 364,165 +4,448
Mar12 110308 98.14 98.19 98.11 98.14 +0.01 101,756 290,182 +16,825
Jun12 110308 97.85 97.92 97.82 97.85 +0.01 75,500 175,890 -16,343
Total Volume and Open Interest 544,318 2,297,251 +6,814
3-Mth Euribor(LIFFE)
Mar11 110308 98.780 98.795 98.780 98.790 +0.010 219,297 601,096 +18,382
Jun11 110308 98.410 98.440 98.400 98.420 +0.010 309,043 725,786 +19,750
Sep11 110308 98.110 98.145 98.105 98.125 +0.015 235,606 637,362 -20,285
Total Volume and Open Interest 1,752,711 3,879,916 -7,210
3-Mth Aus T-Bills(SFE)
Mar11 110308 95.03 95.03 95.02 95.03 unch 8,936 75,702 +421
Jun11 110308 94.98 94.98 94.96 94.98 unch 20,871 198,574 -135
Sep11 110308 94.85 94.88 94.84 94.87 +0.01 8,306 132,790 +133
Dec11 110308 94.73 94.77 94.71 94.74 unch 5,890 76,155 +939
Mar12 110308 94.64 94.66 94.61 94.64 unch 2,073 57,980 +399
Jun12 110308 94.58 94.58 94.54 94.57 -0.01 904 44,435 +325
Sep12 110308 94.52 94.52 94.48 94.52 -0.01 443 31,401 +199
Dec12 110308 94.51 94.51 94.42 94.45 -0.02 205 18,741 +182
Mar13 110308 94.41 94.41 94.39 94.41 -0.02 1 3,577 +1
Jun13 110308 94.36 94.37 94.34 94.37 -0.02 13 640 +7
Total Volume and Open Interest 47,644 641,694 +2,471
10-Year Aus T-Bonds(SFE)
Mar11 110308 94.48 94.49 94.42 94.45 -0.03 31,456 364,560 -6,627
Jun11 110308 94.42 94.43 94.41 94.42 -0.03 256 261 +244
Total Volume and Open Interest 31,712 364,821 -6,383
3-Year Aus T-Bonds(SFE)
Mar11 110301 94.90 94.91 94.84 94.88 -0.02      
Jun11 110308 94.77 94.78 94.76 94.78 -0.01 302 815 +265
Total Volume and Open Interest 117,090 530,689 +15,175
Gold(CMX)
Apr11 110308 1432.3 1437.2 1423.6 1427.2 -7.3 141,350 314,956 +324
Jun11 110308 1434.5 1438.6 1425.3 1428.8 -7.2 4,883 82,618 +1,584
Aug11 110308 1430.0 1438.9 1428.0 1430.2 -7.2 1,645 24,916 +353
Oct11 110308 1437.0 1439.6 1430.1 1431.6 -7.2 302 6,539 -16
Dec11 110308 1437.4 1442.5 1430.0 1433.0 -7.2 1,095 29,294 -152
Feb12 110308 1434.3 1434.7 1434.3 1434.7 -7.2 196 7,229 -86
Apr12 110308 1436.8 1436.8 1436.8 1436.8 -7.2 7 5,338 +0
Jun12 110308 1439.4 1439.4 1439.4 1439.4 -7.1 67 6,737 -21
Aug12 110308 1442.3 1442.3 1442.3 1442.3 -7.0 25 952 -25
Oct12 110308 1445.8 1445.8 1445.8 1445.8 -6.9 151 2,459 +151
Dec12 110308 1450.0 1456.5 1450.0 1450.3 -6.7 103 10,813 +32
Total Volume and Open Interest 151,067 517,698 +2,655
Silver(CMX)
Mar11 110308 3581.5 3639.5 3565.0 3565.3 -20.2 649 1,675 -201
May11 110308 3589.5 3655.0 3551.0 3565.8 -20.7 62,971 86,417 +3,019
Jul11 110308 3589.5 3652.0 3559.5 3566.3 -20.2 2,127 12,959 -10
Sep11 110308 3570.5 3623.5 3566.3 3566.3 -19.6 231 5,243 +24
Dec11 110308 3590.0 3642.0 3564.5 3565.5 -18.9 1,085 14,590 +492
Mar12 110308 3589.0 3589.0 3559.1 3559.1 -19.1 111 1,174 +7
May12 110308 3555.4 3555.4 3555.4 3555.4 -18.7 3 319 +0
Total Volume and Open Interest 68,654 139,218 +3,564
Platinum(NYMEX)
Apr11 110308 1821.2 1821.2 1794.0 1802.6 -17.8 4,062 34,266 -1,256
Jul11 110308 1817.4 1817.4 1799.0 1806.9 -17.5 1,114 6,135 +603
Oct11 110308 1823.3 1823.3 1806.0 1808.5 -17.7 10 508 +10
Jan12 110308 1810.9 1810.9 1810.9 1810.9 -17.7 0 12 +0
Total Volume and Open Interest 5,186 40,942 -643
Palladium(NYMEX)
Mar11 110308 786.50 787.00 775.10 785.15 -3.10 10 411 -7
Jun11 110308 789.00 795.00 775.35 786.70 -3.40 2,778 22,622 +27
Sep11 110308 781.95 787.85 777.40 787.85 -3.40 14 84 +7
Total Volume and Open Interest 2,803 23,172 +28
Copper(CMX)
Mar11 110308 434.00 434.20 424.85 432.50 +1.20 1,865 3,914 -566
May11 110308 434.55 435.85 425.40 433.85 +1.15 30,785 99,147 +945
Jul11 110308 436.90 436.90 427.15 435.40 +1.25 594 25,607 -79
Sep11 110308 430.00 437.25 430.00 436.45 +1.35 766 5,964 -410
Dec11 110308 431.00 437.50 431.00 437.30 +1.50 132 5,864 -72
Total Volume and Open Interest 34,859 146,698 -263
DJIA Index(CBOT)
Mar11 110308 12085 12245 12063 12199 +121 603 13,635 -178
Jun11 110308 12025 12165 12025 12136 +121 3 36 +2
Sep11 110308 12081 12081 11960 12081 +121      
Dec11 110308 12026 12026 11905 12026 +121 0 1 +0
Total Volume and Open Interest 606 13,672 -176
S & P 500(CME)
Mar11 110308 1308.60 1325.50 1306.20 1320.10 +11.00 27,785 326,530 +4,055
Jun11 110308 1307.00 1320.50 1301.50 1315.30 +11.10 2,349 27,894 +1,887
Sep11 110308 1310.20 1315.10 1298.10 1310.20 +11.10 8 3,079 -7
Dec11 110308 1305.20 1310.10 1293.10 1305.20 +11.10 59 656 +19
Total Volume and Open Interest 30,201 358,159 +5,954
S & P 500 E-Mini(Globex)
Mar11 110308 1308.75 1325.75 1306.00 1320.00 +11.00 2,944,659 2,894,251 +6,736
Jun11 110308 1303.75 1321.00 1301.25 1315.25 +11.00 23,611 102,828 +9,028
Total Volume and Open Interest 2,968,380 2,997,418 +15,773
NASDAQ 100(CME)
Mar11 110308 2325.50 2348.00 2311.50 2333.80 +9.30 1,039 19,149 -288
Jun11 110308 2330.00 2344.50 2318.00 2331.50 +9.50 152 1,319 +51
Sep11 110308 2329.00 2329.00 2327.50 2329.00 +9.50      
Total Volume and Open Interest 1,191 20,468 -237
NASDAQ 100 E-Mini(Globex)
Mar11 110308 2324.00 2348.00 2310.50 2333.80 +9.30 299,221 366,337 -14,159
Jun11 110308 2324.80 2345.30 2308.80 2331.50 +9.50 1,660 2,870 +244
Total Volume and Open Interest 300,884 369,221 -13,913
S & P Midcap 400(CME)
Mar11 110308 955.00 970.00 952.00 966.80 +12.90 4 3,478 +3
Jun11 110308 964.40 964.40 964.40 964.40 +13.00      
Sep11 110308 962.20 962.20 962.20 962.20 +12.90      
Total Volume and Open Interest 4 3,478 +3
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Mar11 110308 10570 10570 10570 10570 +120      
Jun11 110308 10470 10595 10420 10535 +115 907 4,009 -228
Total Volume and Open Interest 15,263 44,421 -858
Nikkei 225(SGX)
Mar11 110308 10530 10610 10450 10550 +25 161,297 251,447 +2,273
Jun11 110308 10460 10530 10385 10480 +30 16,743 16,243 +1,858
Sep11 110308 10475 10475 10475 10475 +30 0 250 +50
Total Volume and Open Interest 189,017 278,879 +4,181
CAC 40(EURONEXT)
Mar11 110308 4001.0 4026.0 3965.0 4017.0 +25.5 181,855 362,131 +15,060
Apr11 110308 4004.0 4026.5 3985.0 4020.0 +26.0 240 8,056 +6
May11 110308 3930.0 3951.0 3908.5 3951.0 +26.5 0 17 -10
Total Volume and Open Interest 182,133 370,944 +15,039
Hang Seng Index(HKFE)
Mar11 110308 23263 23751 23217 23740 +421 65,533 78,520 +1,500
Apr11 110308 23250 23730 23205 23718 +420 716 1,789 +206
Total Volume and Open Interest 66,420 84,118 +1,801
DAX(EUREX)
Mar11 110308 7194.0 7226.5 7072.0 7164.0 -1.0 181,454 280,098 +4,929
Jun11 110308 7224.0 7251.0 7099.5 7190.0 -1.0 14,444 30,064 -2,245
Sep11 110308 7255.5 7274.5 7136.5 7216.0 -0.5 102 979 +17
Total Volume and Open Interest 196,000 311,141 +2,701
FT-SE 100(EURONEXT)
Mar11 110308 5940.00 6000.00 5893.00 5955.00 -10.50 121,101 644,544 -8,127
Jun11 110308 5915.50 5942.00 5853.00 5913.50 -10.50 11,888 27,076 +8,120
Sep11 110308 5858.50 5879.00 5820.00 5879.00 -10.50 0 413 +0
Total Volume and Open Interest 132,989 672,148 -7
SPI 200(SFE)
Mar11 110308 4792.0 4823.0 4753.0 4806.0 +16.0 43,485 185,927 +5,791
Jun11 110308 4820.0 4840.0 4795.0 4833.0 +17.0 747 5,090 +478
Sep11 110308 4823.0 4823.0 4823.0 4823.0 +17.0 1 2,531 -22
Total Volume and Open Interest 44,309 195,684 +6,323
GSCI(CME)
Mar11 110308 58.14 60.14 52.64 57.14 -5.50 132 14,075 -65
Apr11 110308 64.04 65.64 57.64 61.84 -6.20 48 133 +40
May11 110308 65.04 66.64 59.14 62.14 -6.90      
Total Volume and Open Interest 180 14,208 -25
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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