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MRCI's End of Day Prices

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MRCI's End of Day Prices
Daily Futures Price Listing Thu March 10, 2011
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Mar11 110310 1335.00 1358.25 1318.00 1348.75 +4.75 3,098 2,372 -1,500
May11 110310 1350.50 1369.00 1321.75 1355.50 +6.50 92,009 256,073 -109
Jul11 110310 1358.75 1376.75 1330.00 1363.75 +6.50 37,462 128,846 -341
Aug11 110310 1350.75 1370.00 1321.75 1357.25 +6.50 1,457 7,549 +206
Sep11 110310 1331.50 1350.00 1306.50 1338.50 +4.50 2,730 8,024 +544
Nov11 110310 1320.00 1333.25 1292.00 1321.00 +1.00 24,677 163,185 -575
Jan12 110310 1327.50 1336.00 1298.00 1325.00 +1.25 444 21,640 -5
Total Volume and Open Interest 162,802 617,315 -1,808
Soybean Meal(CBOT)
Mar11 110310 349.50 353.50 344.50 349.10 +0.60 2,041 1,484 -461
May11 110310 353.40 359.30 349.00 353.70 +0.80 30,672 89,808 -524
Jul11 110310 357.60 362.50 352.40 357.00 +0.40 9,015 52,728 +1,262
Aug11 110310 356.00 361.50 352.00 356.00 +0.50 1,120 10,685 +127
Sep11 110310 351.00 356.20 347.00 351.50 +0.60 994 9,396 +278
Oct11 110310 343.40 348.20 339.70 343.20 -0.20 1,122 11,173 +40
Dec11 110310 343.70 347.30 338.60 342.20 -0.40 3,699 27,143 -243
Jan12 110310 341.40 345.90 341.00 342.30 -0.40 37 3,318 +9
Total Volume and Open Interest 48,809 212,482 +507
Soybean Oil(CBOT)
Mar11 110310 56.15 56.90 55.20 56.48 -0.19 1,693 1,607 -132
May11 110310 57.22 57.54 55.55 56.93 -0.19 45,146 174,526 +487
Jul11 110310 57.72 58.08 56.10 57.48 -0.14 14,282 97,104 +569
Aug11 110310 57.00 58.14 56.26 57.62 -0.14 1,240 12,166 +332
Sep11 110310 57.26 58.16 56.36 57.72 -0.15 1,115 12,542 +230
Oct11 110310 57.05 58.13 56.63 57.70 -0.15 648 13,078 -136
Dec11 110310 58.00 58.26 56.34 57.77 -0.15 5,956 54,155 -254
Jan12 110310 57.03 57.75 56.65 57.72 -0.15 8 1,475 +2
Total Volume and Open Interest 70,131 371,133 +1,141
Canola(WCE)
Mar11 110310 565.8 565.8 565.8 565.8 -1.6 2 0 -14
May11 110310 566.2 577.2 554.2 569.9 -1.6 8,323 96,696 -796
Jul11 110310 573.1 584.1 562.2 577.2 -1.3 1,698 30,611 +389
Nov11 110310 550.0 553.9 540.0 551.0 -0.5 1,101 62,606 +414
Jan12 110310 546.7 558.5 546.7 555.8 -0.9 56 3,829 +14
Total Volume and Open Interest 11,187 196,554 +13
Corn(CBOT)
Mar11 110310 694.50 696.00 675.00 676.25 -18.75 4,674 4,529 -1,960
May11 110310 701.50 703.00 681.00 682.75 -18.25 154,364 697,724 -10,702
Jul11 110310 707.50 708.75 687.00 689.00 -18.00 68,329 381,645 +3,028
Sep11 110310 654.00 654.50 633.25 635.50 -18.75 23,075 71,350 +3,509
Dec11 110310 610.00 610.00 585.00 587.25 -23.00 48,038 366,923 +1,751
Mar12 110310 618.00 618.00 594.75 596.25 -22.75 2,130 47,112 +260
Total Volume and Open Interest 303,063 1,627,775 -3,763
Wheat(CBOT)
Mar11 110310 707.50 732.25 707.50 714.00 -18.25 910 521 +254
May11 110310 762.75 765.75 733.75 740.50 -18.25 53,913 192,964 -780
Jul11 110310 795.00 797.00 765.75 772.50 -18.50 22,914 128,725 -741
Sep11 110310 828.50 832.50 801.75 808.75 -17.50 8,121 39,576 +989
Dec11 110310 852.00 855.00 823.75 832.75 -16.25 9,630 94,987 +1,146
Total Volume and Open Interest 97,098 485,958 +1,283
Wheat(KCBT)
Mar11 110310 851.50 854.75 839.00 839.00 -14.50 162 151 -27
May11 110310 857.25 862.25 834.50 837.00 -16.50 14,382 86,409 -2,299
Jul11 110310 869.75 872.50 845.00 847.50 -16.50 6,134 66,774 +418
Sep11 110310 881.75 886.00 859.00 862.50 -15.25 893 16,622 +113
Dec11 110310 899.00 902.00 875.50 881.00 -13.25 1,275 16,951 -139
Total Volume and Open Interest 23,372 191,892 -1,818
Wheat(MGE)
Mar11 110310 892.00 892.00 876.25 876.25 -15.75 9 36 +0
May11 110310 904.00 909.00 875.00 877.75 -26.00 4,102 22,512 -548
Jul11 110310 910.25 915.00 882.50 885.25 -24.75 1,039 14,883 +14
Sep11 110310 911.00 914.00 884.75 886.75 -22.75 1,100 13,521 -64
Dec11 110310 918.50 919.00 892.00 895.25 -19.50 848 10,350 -308
Total Volume and Open Interest 7,337 63,856 -836
Oats(CBOT)
Mar11 110310 354.00 362.00 351.00 351.00 -11.00 6 32 -8
May11 110310 367.00 367.25 355.00 356.00 -11.00 378 8,867 +43
Jul11 110310 375.00 375.00 362.50 363.75 -11.25 115 1,715 +44
Sep11 110310 374.00 378.00 365.00 367.00 -11.00 11 264 +1
Total Volume and Open Interest 565 13,058 +97
Rough Rice(CBOT)
Mar11 110310 13.00 13.00 12.69 12.69 -0.61 57 83 +49
May11 110310 13.59 13.64 13.05 13.05 -0.50 1,311 16,361 -19
Jul11 110310 13.85 13.92 13.35 13.35 -0.50 365 4,915 +30
Sep11 110310 14.65 14.65 14.07 14.07 -0.50 177 3,520 +1
Total Volume and Open Interest 1,984 25,768 +98
Live Cattle(CME)
Apr11 110310 118.000 118.430 116.650 117.650 +0.115 31,085 111,363 -6,958
Jun11 110310 117.580 117.930 115.885 116.950 -0.500 25,254 126,264 +7,624
Aug11 110310 118.700 118.900 117.150 118.200 -0.630 10,134 53,016 +2,639
Oct11 110310 121.800 121.930 120.150 121.230 -0.700 3,238 36,400 +294
Dec11 110310 121.750 122.135 120.385 121.680 -0.570 1,472 26,065 +549
Feb12 110310 121.180 121.750 120.035 121.200 -0.600 491 6,772 +153
Total Volume and Open Interest 71,786 362,122 +4,363
Feeder Cattle(CME)
Mar11 110310 132.500 132.850 131.300 131.800 -0.400 1,480 6,743 -376
Apr11 110310 134.750 135.075 133.535 134.200 -0.335 2,416 8,988 -535
May11 110310 136.400 136.600 135.200 136.035 -0.290 1,968 13,717 +440
Aug11 110310 137.935 137.935 136.350 137.285 -0.095 1,831 14,434 +556
Sep11 110310 136.500 136.735 135.450 136.300 -0.100 508 2,406 +114
Oct11 110310 136.400 136.500 135.380 136.035 -0.365 177 1,379 +45
Nov11 110310 135.950 136.000 134.880 135.900 -0.100 64 694 +35
Total Volume and Open Interest 8,469 48,448 +304
Lean Hogs(CME)
Apr11 110310 89.700 90.635 88.750 89.850 +0.100 32,983 57,506 -7,097
May11 110310 99.580 100.000 98.350 99.830 -0.220 255 3,260 -33
Jun11 110310 101.800 101.950 100.550 101.450 -0.500 18,374 76,881 +2,283
Jul11 110310 101.285 101.285 100.200 100.800 -0.630 6,187 27,923 +639
Aug11 110310 101.000 101.080 100.050 100.900 -0.450 5,907 23,706 +1,588
Oct11 110310 89.950 89.950 88.900 89.785 -0.165 2,059 21,386 +661
Dec11 110310 85.900 86.000 84.850 85.850 -0.250 1,693 12,559 +528
Feb12 110310 85.900 86.000 85.300 86.000 +0.200 508 2,977 +200
Total Volume and Open Interest 68,244 228,430 -1,011
Class III Milk(CME)
Mar11 110310 19.57 19.63 19.52 19.60 -0.03 279 6,773 +100
Apr11 110310 18.20 18.40 17.84 17.87 -0.38 591 6,095 +52
May11 110310 17.20 17.45 16.79 16.88 -0.35 345 4,765 +12
Jun11 110310 16.90 16.98 16.55 16.66 -0.24 252 3,812 +35
Jul11 110310 16.90 16.90 16.72 16.84 -0.06 53 2,709 +18
Total Volume and Open Interest 1,822 36,823 +317
Cocoa(ICE)
Mar11 110310 3575 3575 3375 3490 -95 1 83 -2
May11 110310 3499 3510 3328 3445 -82 9,352 75,573 +735
Jul11 110310 3460 3460 3300 3411 -76 2,369 28,713 +409
Sep11 110310 3452 3452 3293 3402 -79 623 12,943 +85
Dec11 110310 3433 3433 3273 3378 -83 485 17,495 -18
Mar12 110310 3440 3440 3336 3405 -95 264 22,809 +135
May12 110310 3422 3422 3365 3400 -94 146 4,920 +104
Total Volume and Open Interest 13,449 167,172 +1,647
Coffee "C"(ICE)
Mar11 110310 292.65 292.65 279.85 280.30 -14.10 30 327 -44
May11 110310 295.10 295.10 278.65 280.55 -14.30 9,966 79,231 +187
Jul11 110310 295.65 296.95 281.00 282.50 -14.15 3,409 22,562 +507
Sep11 110310 298.60 298.60 283.20 284.40 -13.80 1,592 9,028 +85
Dec11 110310 296.25 296.35 283.70 285.00 -12.70 770 14,030 +294
Mar12 110310 290.25 291.55 281.85 283.30 -11.45 259 2,244 +122
Total Volume and Open Interest 16,031 128,569 +1,157
Orange Juice(ICE)
Mar11 110310 174.20 174.20 170.50 172.45 -3.75 275 307 -369
May11 110310 174.25 175.00 166.80 170.25 -3.80 574 25,078 -110
Jul11 110310 168.50 168.55 164.90 167.50 -2.80 114 3,505 +71
Sep11 110310 163.00 165.95 163.00 165.95 -1.05 29 766 +25
Nov11 110310 159.00 159.90 158.00 159.90 -1.65 63 668 -2
Jan12 110310 156.00 157.70 156.00 157.70 -1.95 1 16 +0
Total Volume and Open Interest 1,056 30,362 -385
Sugar #11(ICE)
May11 110310 30.21 30.38 28.56 28.71 -1.71 40,472 237,678 -916
Jul11 110310 27.66 27.80 26.26 26.41 -1.36 19,246 174,323 -743
Oct11 110310 26.02 26.23 24.81 24.97 -1.25 8,871 82,291 -149
Mar12 110310 25.25 25.35 24.09 24.28 -1.15 4,477 56,153 +270
May12 110310 23.90 24.01 22.98 23.17 -1.04 1,528 15,418 +619
Total Volume and Open Interest 77,203 609,365 -401
London Cocoa(LCE)
Mar11 110310 2240 2240 2147 2239 -15 6,727 27,932 -4,563
May11 110310 2230 2252 2157 2244 -15 10,405 56,349 +3,779
Jul11 110310 2213 2227 2133 2221 -17 2,737 27,710 +437
Sep11 110310 2205 2212 2126 2208 -14 822 23,743 +48
Dec11 110310 2177 2205 2112 2198 -16 885 32,462 +121
Mar12 110310 2165 2193 2118 2190 -13 261 24,958 +98
May12 110310 2153 2184 2102 2183 -11 284 5,031 +188
Total Volume and Open Interest 22,521 207,582 +344
London Sugar(LCE)
May11 110310 751.80 758.70 725.80 727.60 -23.50 5,267 23,382 +1,132
Aug11 110310 721.60 727.20 695.60 696.80 -22.80 2,446 14,098 +1,590
Oct11 110310 677.40 682.50 660.00 660.70 -17.90 301 3,595 +83
Dec11 110310 655.80 666.10 642.00 642.00 -17.40 68 1,291 +38
Mar12 110310 632.20 632.20 632.20 632.20 -17.30 8 1,144 +5
Total Volume and Open Interest 8,090 44,021 +2,848
Cotton(ICE)
May11 110310 204.41 207.71 200.38 200.98 -3.43 13,681 70,569 -32
Jul11 110310 193.66 196.24 190.00 190.59 -3.47 6,354 38,719 -642
Oct11 110310 153.33 154.97 152.00 154.97 +1.96 11 413 +1
Dec11 110310 125.00 128.95 122.80 128.80 +2.20 4,745 55,809 -1,243
Mar12 110310 118.80 120.95 117.80 120.73 +1.35 318 3,795 +3
May12 110310 111.64 113.98 111.64 113.98 +0.76 25 1,060 +0
Total Volume and Open Interest 25,344 173,688 -1,952
Lumber(CME)
Mar11 110310 294.8 295.6 285.0 285.0 -8.1 114 682 -92
May11 110310 317.2 319.2 309.0 309.1 -7.5 308 5,965 +19
Jul11 110310 331.8 332.8 324.2 325.3 -7.6 143 2,562 +59
Sep11 110310 336.6 336.6 332.0 332.0 -10.0 29 302 +16
Total Volume and Open Interest 607 9,534 +15
Crude Oil(NYM)
Apr11 110310 104.45 105.06 100.62 102.70 -1.68 420,036 233,827 -28,415
May11 110310 105.69 106.42 101.91 103.92 -1.69 185,457 252,900 +17,314
Jun11 110310 106.42 107.12 102.61 104.52 -1.78 113,541 148,962 +517
Jul11 110310 107.09 107.65 103.09 104.95 -1.87 43,404 83,467 +212
Aug11 110310 107.67 107.67 103.46 105.25 -1.88 25,611 39,671 -1,118
Sep11 110310 107.25 107.35 103.85 105.46 -1.86 22,817 51,840 +269
Oct11 110310 108.08 108.15 104.44 105.56 -1.85 10,989 33,473 +1,194
Nov11 110310 107.42 107.42 104.05 105.60 -1.85 9,040 29,063 -661
Dec11 110310 107.40 108.25 103.79 105.61 -1.83 76,443 187,060 +3,411
Jan12 110310 107.88 107.94 104.96 105.48 -1.82 4,779 36,006 +683
Feb12 110310 107.65 107.65 104.42 105.29 -1.81 2,161 15,636 +88
Mar12 110310 107.28 107.48 103.60 105.07 -1.80 3,127 23,654 +722
Apr12 110310 105.10 105.10 104.79 104.79 -1.79 1,528 9,393 +358
May12 110310 104.50 104.50 104.50 104.50 -1.78 571 9,568 -3
Jun12 110310 104.00 104.99 103.11 104.26 -1.76 13,484 56,039 -338
Jul12 110310 104.02 104.02 104.02 104.02 -1.76 182 11,151 +32
Total Volume and Open Interest 959,285 1,572,544 -5,863
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 110310 105.650 106.450 101.925 103.925 -1.675 1,682 1,901 +51
Jun11 110310 106.750 107.050 102.725 104.525 -1.775 226 568 +47
Jul11 110310 105.000 105.475 103.725 104.950 -1.875 8 62 -1
Aug11 110310 105.250 105.250 105.250 105.250 -1.875 0 14 +0
Sep11 110310 105.775 105.775 105.350 105.450 -1.875 0 8 +0
Oct11 110310 106.000 106.675 104.525 105.550 -1.850 0 53 +0
Nov11 110310 105.600 105.600 105.600 105.600 -1.850 1 13 -1
Dec11 110310 107.750 107.750 104.850 105.600 -1.850 3 217 -2
Total Volume and Open Interest 19,542 6,618 -75
Heating Oil(NYM)
Apr11 110310 307.02 309.02 299.03 304.49 -2.58 56,308 81,386 -3,541
May11 110310 308.21 309.65 300.17 305.59 -2.37 25,804 56,967 +3,245
Jun11 110310 308.91 310.88 301.24 306.72 -2.23 24,039 53,104 +1,131
Jul11 110310 311.46 311.46 303.00 308.01 -2.23 8,109 25,148 +99
Aug11 110310 312.50 312.50 304.31 309.35 -2.32 3,465 15,219 +345
Sep11 110310 314.94 314.94 306.55 310.88 -2.34 3,024 11,711 +110
Oct11 110310 309.65 314.00 307.81 312.27 -2.45 704 7,164 -47
Nov11 110310 312.30 314.00 309.51 313.57 -2.57 1,365 6,192 -208
Dec11 110310 319.37 319.37 309.95 314.70 -2.74 9,163 27,450 -770
Jan12 110310 313.35 317.00 313.35 315.82 -2.92 786 6,324 +72
Feb12 110310 315.97 315.97 315.97 315.97 -2.97 120 2,207 +6
Mar12 110310 314.87 314.87 314.87 314.87 -2.97 48 1,251 +12
Total Volume and Open Interest 133,232 306,312 +451
Gasoline(NYMEX)
Apr11 110310 302.39 304.85 296.12 301.96 -0.76 44,050 73,943 -4,233
May11 110310 303.00 305.30 296.80 302.49 -0.87 31,101 62,075 +1,076
Jun11 110310 304.15 304.41 296.24 301.57 -1.05 15,844 37,289 +89
Jul11 110310 303.35 303.35 295.15 299.91 -1.35 9,053 20,492 +661
Aug11 110310 294.25 299.91 293.31 297.96 -1.75 6,946 12,532 +663
Sep11 110310 296.07 296.79 291.23 295.39 -2.08 5,396 12,224 +474
Oct11 110310 281.34 284.39 279.11 282.79 -2.36 3,211 6,528 +241
Nov11 110310 277.80 280.31 277.80 280.01 -2.44 1,894 5,702 +13
Dec11 110310 282.39 282.85 274.20 278.38 -2.44 3,742 23,764 -412
Jan12 110310 278.66 278.66 278.66 278.66 -2.50 165 4,206 -4
Total Volume and Open Interest 122,100 274,371 -900
e-miNY RBOB Gasoline(NYM)
Apr11 110310 302.00 302.00 301.96 302.00 -0.70 0 2 +0
May11 110310 302.50 302.50 302.49 302.50 -0.90 0 1 +0
Jun11 110310 301.60 301.60 301.57 301.60 -1.00 0 1 +0
Jul11 110310 299.90 299.91 299.90 299.90 -1.40      
Total Volume and Open Interest 0 6 +0
Natural Gas(NYM)
Apr11 110310 3.922 3.940 3.795 3.830 -0.100 135,633 177,016 -7,436
May11 110310 3.982 3.995 3.855 3.892 -0.094 64,050 228,049 +2,898
Jun11 110310 4.034 4.053 3.923 3.955 -0.091 33,890 71,548 +5,040
Jul11 110310 4.105 4.127 4.000 4.030 -0.091 28,311 83,754 +2,106
Aug11 110310 4.149 4.176 4.050 4.078 -0.091 12,777 26,002 -576
Sep11 110310 4.152 4.194 4.071 4.098 -0.090 15,161 33,546 +3,122
Oct11 110310 4.210 4.243 4.116 4.147 -0.088 20,387 70,671 -1,848
Nov11 110310 4.392 4.408 4.307 4.335 -0.078 6,994 30,854 -61
Dec11 110310 4.645 4.665 4.568 4.593 -0.068 3,468 25,759 +199
Jan12 110310 4.786 4.787 4.700 4.726 -0.067 7,885 59,179 +17
Feb12 110310 4.765 4.778 4.692 4.717 -0.067 1,310 12,237 -108
Mar12 110310 4.722 4.722 4.643 4.668 -0.061 3,607 28,321 +731
Apr12 110310 4.612 4.612 4.522 4.548 -0.051 1,696 24,566 +202
May12 110310 4.596 4.596 4.556 4.581 -0.052 62 5,888 +39
Jun12 110310 4.633 4.644 4.600 4.616 -0.051 14 4,624 +18
Jul12 110310 4.647 4.670 4.640 4.658 -0.051 38 4,211 +34
Total Volume and Open Interest 336,397 956,442 +4,666
Brent Crude Oil(ICE)
Apr11 110310 116.12 116.55 113.52 115.43 -0.51 227,052 105,358 -26,239
May11 110310 116.20 116.57 113.42 115.36 -0.60 169,806 145,219 +1,755
Jun11 110310 116.15 116.45 113.28 115.20 -0.64 115,885 155,947 +9,030
Jul11 110310 116.01 116.13 113.09 114.98 -0.70 28,645 47,012 -36
Aug11 110310 115.82 115.92 112.96 114.71 -0.77 13,578 26,405 +101
Sep11 110310 115.68 115.68 112.73 114.42 -0.83 16,115 31,035 +610
Oct11 110310 115.52 115.52 112.54 114.17 -0.89 8,621 19,419 +182
Nov11 110310 115.33 115.33 112.33 113.92 -0.92 6,955 16,963 -686
Dec11 110310 115.12 115.21 111.95 113.67 -0.95 76,486 93,137 +2,008
Jan12 110310 113.42 113.42 113.42 113.42 -0.95 4,259 21,291 +772
Feb12 110310 113.18 113.18 113.18 113.18 -0.94 2,424 11,663 +378
Mar12 110310 112.91 112.91 112.91 112.91 -0.93 4,766 16,761 +127
Apr12 110310 112.54 112.54 112.54 112.54 -0.92 2,599 4,810 +173
May12 110310 112.14 112.14 112.14 112.14 -0.91 970 3,760 -24
Total Volume and Open Interest 721,894 843,949 -10,693
Gas Oil(ICE)
Mar11 110310 970.00 971.00 953.50 964.50 unch 53,348 47,102 -22,137
Apr11 110310 970.00 974.75 945.25 953.25 -15.00 121,373 169,245 -195
May11 110310 972.50 977.25 948.00 955.25 -15.75 46,955 90,856 +1,164
Jun11 110310 969.25 979.75 950.50 957.25 -16.50 35,655 68,744 -150
Jul11 110310 981.50 982.50 953.50 959.50 -17.25 9,106 31,688 +485
Aug11 110310 984.50 985.50 956.50 962.25 -17.50 4,483 21,056 -234
Sep11 110310 988.25 988.25 959.50 965.00 -17.50 6,291 27,797 +1,490
Oct11 110310 988.25 988.75 960.50 966.00 -17.75 5,231 23,740 +1,769
Nov11 110310 978.50 988.75 960.50 966.00 -17.75 2,669 16,002 -105
Dec11 110310 978.75 989.25 960.75 966.75 -17.50 17,014 54,628 +2,252
Total Volume and Open Interest 307,384 648,245 -16,421
Ethanol(CBOT)
Mar11 110303 2.585 2.585 2.583 2.583 -0.007 90 273 -46
Apr11 110310 2.500 2.527 2.500 2.507 -0.036 168 983 +3
May11 110310 2.470 2.514 2.470 2.494 -0.031 118 686 +5
Jun11 110310 2.509 2.509 2.480 2.485 -0.039 56 1,013 -29
Jul11 110310 2.480 2.505 2.477 2.484 -0.041 50 1,209 +1
Aug11 110310 2.494 2.495 2.474 2.479 -0.027 72 956 -44
Sep11 110310 2.428 2.428 2.411 2.417 -0.036 98 916 -79
Oct11 110310 2.268 2.268 2.254 2.259 -0.034 108 588 -45
Total Volume and Open Interest 779 7,862 -125
WTI Crude Oil(ICE
Apr11 110310 104.74 105.08 100.63 102.70 -1.68 99,099 60,524 -14,714
May11 110310 106.11 106.41 101.93 103.92 -1.69 60,156 89,029 -1,273
Jun11 110310 107.07 107.12 102.63 104.52 -1.78 46,827 74,728 -2,345
Jul11 110310 106.50 106.50 103.12 104.95 -1.87 10,977 34,301 -108
Aug11 110310 106.48 106.48 103.48 105.25 -1.88 4,982 18,259 -231
Sep11 110310 106.62 106.62 103.67 105.46 -1.86 7,205 27,086 +409
Oct11 110310 106.68 106.68 103.76 105.56 -1.85 3,774 17,501 +101
Nov11 110310 106.68 106.68 103.82 105.60 -1.85 2,657 12,027 +28
Dec11 110310 107.00 107.00 103.76 105.61 -1.83 47,828 92,468 +3,611
Jan12 110310 105.48 105.48 105.48 105.48 -1.82 769 9,867 +27
Feb12 110310 105.29 105.29 105.29 105.29 -1.81 125 2,338 +6
Mar12 110310 105.07 105.07 105.07 105.07 -1.80 404 4,612 +83
Apr12 110310 104.79 104.79 104.79 104.79 -1.79 176 2,975 -41
May12 110310 104.50 104.50 104.50 104.50 -1.78 145 1,095 -20
Jun12 110310 103.80 104.26 102.81 104.26 -1.76 12,231 25,508 -1,411
Jul12 110310 104.02 104.02 104.02 104.02 -1.76 16 552 +0
Total Volume and Open Interest 312,557 558,791 -18,526
US Dollar Index(ICE)
Mar11 110310 76.680 77.355 76.660 77.275 +0.555 27,335 39,035 -5,512
Jun11 110310 76.965 77.640 76.910 77.558 +0.562 12,531 13,165 +6,469
Sep11 110310 77.978 77.978 77.978 77.978 +0.562 1 503 -1
Total Volume and Open Interest 39,867 52,704 +956
Australian Dollar(CME)
Mar11 110310 101.02 101.15 99.88 100.01 -1.02 108,676 106,679 -17,009
Jun11 110310 99.89 100.01 98.75 98.88 -1.01 35,773 46,118 +24,125
Sep11 110310 98.50 98.65 97.66 97.66 -0.99 0 14 +0
Total Volume and Open Interest 144,449 152,865 +7,116
British Pound(CME)
Mar11 110310 161.99 162.14 160.38 160.48 -1.45 103,113 104,541 -11,807
Jun11 110310 161.69 161.96 160.20 160.31 -1.44 35,637 40,760 +21,331
Sep11 110310 160.50 161.44 160.03 160.03 -1.41 1 18 +0
Total Volume and Open Interest 138,751 145,352 +9,524
Canadian Dollar(CME)
Mar11 110310 103.22 103.25 102.36 102.55 -0.69 91,310 110,932 -8,701
Jun11 110310 102.90 103.05 102.16 102.35 -0.68 41,603 59,999 +19,610
Sep11 110310 102.69 102.74 101.93 102.06 -0.68 171 1,612 +153
Dec11 110310 101.86 102.41 101.75 101.75 -0.66 69 2,018 +11
Total Volume and Open Interest 133,153 174,715 +11,073
Japanese Yen(CME)
Mar11 110310 120.84 120.93 120.22 120.47 -0.47 130,779 104,177 -7,935
Jun11 110310 120.89 121.02 120.29 120.55 -0.47 26,833 26,999 +10,258
Sep11 110310 120.74 121.14 120.50 120.67 -0.47 8 41 +8
Total Volume and Open Interest 157,620 131,247 +2,331
Swiss Franc(CME)
Mar11 110310 107.58 107.74 106.80 107.30 -0.24 58,766 46,961 -4,336
Jun11 110310 107.65 107.82 106.87 107.38 -0.24 13,794 15,951 +4,268
Sep11 110310 107.45 107.66 107.44 107.44 -0.22 5 13 +5
Total Volume and Open Interest 72,565 62,936 -63
EuroFX(CME)
Mar11 110310 139.06 139.24 137.74 137.95 -1.08 297,445 199,077 -12,984
Jun11 110310 138.86 139.03 137.56 137.76 -1.07 60,138 64,047 +24,176
Sep11 110310 137.80 138.50 137.20 137.43 -1.07 82 217 +42
Total Volume and Open Interest 357,667 263,702 +11,235
Mexican Peso(CME)
Mar11 110310 838.0 838.5 833.0 835.5 -3.0 34,707 79,814 -11,264
Apr11 110310 835.2 838.0 835.2 835.2 -2.8      
Total Volume and Open Interest 57,614 157,775 +4,899
30-Year T-Bonds(CBOT)
Mar11 110310 121~290 121~290 121~290 121~290 +0~310      
Jun11 110310 119~080 120~270 119~040 120~100 +0~310 275,675 603,029 +1,092
Sep11 110310 118~230 118~230 117~240 118~230 +0~310 0 1 +0
Total Volume and Open Interest 292,826 622,337 -8,987
10-Year T-Notes(CBOT)
Mar11 110310 120~095 121~050 120~090 120~305 +0~205 20,150 29,266 -4,998
Jun11 110310 118~285 119~280 118~270 119~200 +0~225 1,052,191 1,518,074 +25,754
Sep11 110310 117~160 118~140 117~160 118~140 +0~225 3 34 +0
Total Volume and Open Interest 1,072,344 1,547,378 +20,756
5-Year T-Notes(CBOT)
Mar11 110310 117~105 118~046 117~105 118~034 +0~055 19,529 30,051 +30,051
Jun11 110310 116~119 117~072 116~114 117~054 +0~061 568,379 1,182,601 -263
Sep11 110310 116~070 116~070 116~009 116~070 +0~061      
Total Volume and Open Interest 587,908 1,212,652 -7,665
2 Year T-Notes(CBOT)
Mar11 110310 109~067 109~080 109~062 109~075 +0~012 12,005 33,960 -4,242
Jun11 110310 109~020 109~040 109~017 109~033 +0~013 230,408 834,993 +11,161
Sep11 110310 108~125 108~125 108~112 108~125 +0~013      
Total Volume and Open Interest 242,413 868,953 +6,919
Eurodollars(CME)
Mar11 110310 99.688 99.690 99.685 99.688 unch 92,100 960,969 -14,571
Jun11 110310 99.635 99.640 99.625 99.635 unch 144,969 1,198,976 -1,732
Sep11 110310 99.550 99.565 99.535 99.555 +0.010 151,049 1,356,376 +6,285
Dec11 110310 99.395 99.435 99.380 99.420 +0.025 220,723 1,372,563 +18,057
Mar12 110310 99.155 99.220 99.145 99.200 +0.045 327,151 1,321,845 +41,048
Jun12 110310 98.825 98.915 98.815 98.885 +0.060 245,269 778,088 +4,628
Sep12 110310 98.465 98.575 98.450 98.540 +0.075 193,607 551,524 +3,915
Dec12 110310 98.130 98.255 98.115 98.215 +0.085 170,011 453,729 +4,683
Mar13 110310 97.840 97.980 97.825 97.935 +0.095 161,076 306,423 +2,442
Jun13 110310 97.570 97.710 97.545 97.665 +0.105 83,570 200,052 -235
Sep13 110310 97.295 97.450 97.290 97.410 +0.110 70,924 199,024 -895
Dec13 110310 97.045 97.205 97.040 97.165 +0.115 64,477 184,465 +5,476
Mar14 110310 96.820 96.980 96.810 96.940 +0.115 23,770 124,902 +443
Jun14 110310 96.590 96.750 96.580 96.710 +0.110 15,122 101,070 +30
Sep14 110310 96.370 96.530 96.360 96.490 +0.110 14,274 58,609 -392
Dec14 110310 96.145 96.305 96.140 96.260 +0.105 14,263 74,241 -165
Mar15 110310 95.950 96.110 95.945 96.065 +0.100 8,167 55,013 -206
Jun15 110310 4.050 4.170 4.010 4.125 +0.095 6,455 37,484 -456
Total Volume and Open Interest 2,028,493 9,524,222 +69,198
30 Day Federal Funds(CBOT)
Mar11 110310 99.855 99.860 99.855 99.857 +0.002 4,921 68,970 +1,668
Apr11 110310 99.865 99.870 99.860 99.860 unch 3,293 59,716 +1,285
May11 110310 99.865 99.870 99.860 99.860 unch 2,893 63,182 +225
Jun11 110310 99.865 99.865 99.860 99.860 unch 422 45,035 +155
Jul11 110310 99.850 99.850 99.845 99.845 unch 1,648 48,155 +1,015
Aug11 110310 99.830 99.840 99.825 99.830 unch 3,520 35,923 +614
Total Volume and Open Interest 41,558 584,776 +10,083
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 110310 99.665 99.665 99.665 99.665 +0.003 0 4,731 -10
Jun11 110310 99.652 99.652 99.652 99.652 unch 0 150 +0
Sep11 110310 99.645 99.645 99.645 99.645 unch      
Dec11 110310 99.630 99.630 99.630 99.630 unch 4 79 +4
Mar12 110310 99.605 99.605 99.605 99.605 unch      
Jun12 110310 99.635 99.635 99.635 99.635 unch      
Sep12 110310 99.585 99.585 99.585 99.585 unch      
Dec12 110310 99.490 99.490 99.490 99.490 unch      
Mar13 110310 99.490 99.490 99.490 99.490 unch      
Jun13 110310 99.445 99.445 99.445 99.445 unch      
Total Volume and Open Interest 4 4,960 -6
3-Mth Euro-Yen(SGX)
Jun11 110310 99.65 99.65 99.65 99.65 unch 0 1,563 +0
Sep11 110310 99.64 99.64 99.64 99.64 unch 0 866 +0
Dec11 110310 99.63 99.63 99.63 99.63 unch 0 1,928 +0
Mar12 110310 99.60 99.61 99.60 99.61 unch 100 605 +100
Jun12 110310 99.64 99.64 99.64 99.64 unch 0 754 +0
Sep12 110310 99.58 99.58 99.58 99.58 unch 0 310 +0
Dec12 110310 99.49 99.49 99.49 99.49 unch 0 4 +0
Mar13 110310 99.49 99.49 99.49 99.49 unch 0 1 +0
Total Volume and Open Interest 100 12,333 +100
Japanese Gov't Bonds(SGX)
Jun11 110310 138.57 138.72 138.35 138.65 +0.10 9,462 11,968 +657
Sep11 110310 136.22 136.22 136.22 136.22 +0.10      
Dec11 110310 134.13 134.13 134.13 134.13 +0.10      
Total Volume and Open Interest 19,299 11,968 -6,845
Euro-Bund(EUREX)
Mar11 110308 123.06 123.15 122.92 123.05 +0.02 1,350,882 516,316 -645,846
Jun11 110310 121.81 122.26 121.73 122.03 +0.44 727,117 1,252,825 +14,587
Sep11 110310 121.73 121.83 121.50 121.71 +0.51 2 40 +24
Total Volume and Open Interest 757,166 1,252,865 -17
Euro-Bobl(EUREX)
Mar11 110304 116.02 116.31 115.83 116.20 +0.09 648,647 1,159,128 +233,712
Jun11 110310 114.86 115.21 114.83 115.06 +0.28 556,812 1,016,420 -39,711
Sep11 110310 114.38 114.47 114.38 114.47 +0.32 252 2,167 +1,870
Total Volume and Open Interest 583,173 1,018,587 -54,201
3-Mth Euribor(EUREX)
Mar11 110310 98.815 98.825 98.815 98.820 +0.015 321 5,924 +0
Jun11 110310 98.430 98.445 98.430 98.445 +0.020 475 9,968 -52
Sep11 110310 98.140 98.140 98.140 98.140 +0.020 974 2,604 -174
Total Volume and Open Interest 2,288 26,272 -733
Long Gilt(LIFFE)
Mar11 110310 118~05 118~10 117~29 118~10 +0~24 976 4,733 -823
Jun11 110310 116~26 117~03 116~19 117~01 +0~24 106,158 276,516 -2,669
Total Volume and Open Interest 107,134 281,249 -3,492
3-Mth Short Sterling(LIFFE)
Mar11 110310 99.17 99.20 99.16 99.19 +0.03 28,971 303,388 -3,317
Jun11 110310 98.91 98.97 98.90 98.96 +0.05 107,060 346,933 -5,919
Sep11 110310 98.69 98.72 98.66 98.71 +0.05 62,902 337,043 -5,508
Dec11 110310 98.40 98.45 98.39 98.44 +0.05 40,467 375,635 +803
Mar12 110310 98.15 98.20 98.13 98.19 +0.07 68,029 299,386 +3,861
Jun12 110310 97.88 97.93 97.85 97.93 +0.09 45,309 175,026 -896
Total Volume and Open Interest 447,943 2,305,244 -2,876
3-Mth Euribor(LIFFE)
Mar11 110310 98.810 98.825 98.805 98.820 +0.015 131,413 590,299 -4,274
Jun11 110310 98.430 98.450 98.425 98.445 +0.020 189,769 688,257 -23,459
Sep11 110310 98.120 98.150 98.120 98.140 +0.020 159,001 605,149 -17,748
Total Volume and Open Interest 1,042,984 3,792,013 -26,930
3-Mth Aus T-Bills(SFE)
Mar11 110310 95.02 95.15 95.01 95.15 +0.13 26,650 73,390 -6,140
Jun11 110310 94.98 95.02 94.96 95.01 +0.03 52,753 211,687 +9,874
Sep11 110310 94.88 94.91 94.87 94.91 +0.03 45,615 152,698 +10,340
Dec11 110310 94.75 94.79 94.74 94.79 +0.03 22,190 84,480 +2,127
Mar12 110310 94.66 94.70 94.65 94.70 +0.04 4,940 58,882 +46
Jun12 110310 94.60 94.65 94.59 94.65 +0.05 2,454 45,082 -15
Sep12 110310 94.54 94.59 94.53 94.59 +0.06 1,282 31,928 +157
Dec12 110310 94.48 94.54 94.47 94.53 +0.07 1,050 19,568 -264
Mar13 110310 94.43 94.49 94.43 94.49 +0.07 1,077 4,040 -68
Jun13 110310 94.38 94.45 94.36 94.43 +0.05 2 639 -15
Total Volume and Open Interest 158,025 684,093 +16,035
10-Year Aus T-Bonds(SFE)
Mar11 110310 94.43 94.51 94.43 94.50 +0.06 78,347 336,944 -39,580
Jun11 110310 94.41 94.48 94.41 94.48 +0.07 54,088 51,106 +46,024
Total Volume and Open Interest 132,435 388,050 +6,444
3-Year Aus T-Bonds(SFE)
Mar11 110301 94.90 94.91 94.84 94.88 -0.02      
Jun11 110310 94.80 94.85 94.79 94.84 +0.05 47,156 45,976 +40,709
Total Volume and Open Interest 195,162 565,872 +9,549
Gold(CMX)
Apr11 110310 1431.1 1431.8 1403.0 1412.5 -17.1 129,914 297,888 -6,325
Jun11 110310 1432.8 1433.1 1404.5 1414.1 -17.1 10,479 94,524 +6,263
Aug11 110310 1432.4 1433.9 1407.0 1415.5 -17.2 1,629 27,082 +868
Oct11 110310 1426.0 1426.2 1409.8 1416.9 -17.2 466 6,657 +119
Dec11 110310 1435.8 1436.3 1410.0 1418.2 -17.2 974 28,974 -127
Feb12 110310 1423.8 1428.8 1413.0 1419.8 -17.3 29 7,167 -2
Apr12 110310 1416.2 1425.2 1414.9 1421.7 -17.4 270 5,279 -35
Jun12 110310 1422.6 1424.1 1422.6 1424.1 -17.6 475 6,737 +0
Aug12 110310 1426.9 1426.9 1426.9 1426.9 -17.6 160 1,053 +100
Oct12 110310 1430.2 1430.2 1430.2 1430.2 -17.7 196 2,633 +145
Dec12 110310 1440.4 1443.3 1429.5 1434.6 -17.7 184 10,950 +31
Total Volume and Open Interest 145,309 515,214 +817
Silver(CMX)
Mar11 110310 3594.5 3617.5 3477.0 3506.4 -97.9 659 1,516 -80
May11 110310 3614.5 3619.0 3466.0 3506.6 -98.1 68,251 80,515 -2,000
Jul11 110310 3595.5 3617.0 3467.5 3506.9 -98.3 2,892 12,573 -389
Sep11 110310 3595.5 3617.0 3487.0 3507.1 -98.5 824 5,479 +93
Dec11 110310 3594.0 3618.0 3472.0 3506.5 -98.5 946 14,880 +67
Mar12 110310 3525.0 3525.0 3486.5 3500.3 -98.5 33 1,205 +27
May12 110310 3496.7 3496.7 3496.7 3496.7 -98.5 6 320 +1
Total Volume and Open Interest 74,715 133,485 -2,182
Platinum(NYMEX)
Apr11 110310 1802.1 1810.0 1754.8 1765.6 -36.4 7,522 29,201 -3,820
Jul11 110310 1802.5 1807.0 1760.0 1769.6 -36.6 1,369 8,151 +1,058
Oct11 110310 1795.0 1795.0 1771.3 1771.3 -36.4 18 532 +16
Jan12 110310 1770.5 1773.7 1770.5 1773.7 -36.4 0 13 +0
Total Volume and Open Interest 8,909 37,918 -2,746
Palladium(NYMEX)
Mar11 110310 767.35 769.70 762.50 764.35 -16.00 18 399 -8
Jun11 110310 781.00 784.80 761.10 766.40 -15.25 3,859 22,646 -43
Sep11 110310 769.50 769.50 767.55 767.55 -15.40 4 90 +2
Total Volume and Open Interest 3,943 23,191 -49
Copper(CMX)
Mar11 110310 420.20 421.60 412.30 418.45 -1.50 672 3,162 -286
May11 110310 421.50 422.90 413.60 419.75 -1.50 36,302 95,821 -2,077
Jul11 110310 423.40 424.45 415.55 421.50 -1.40 3,659 23,701 -1,390
Sep11 110310 422.95 423.10 417.30 422.75 -1.30 1,500 6,968 +411
Dec11 110310 423.00 424.35 418.40 423.80 -1.35 223 5,862 +6
Total Volume and Open Interest 43,195 141,773 -3,351
DJIA Index(CBOT)
Mar11 110310 12182 12185 11970 11983 -191 674 13,714 -6
Jun11 110310 12042 12062 11905 11920 -190 91 126 +89
Sep11 110310 11848 12055 11848 11848 -207      
Dec11 110310 11780 12000 11780 11780 -220 0 1 +0
Total Volume and Open Interest 765 13,841 +83
S & P 500(CME)
Mar11 110310 1315.70 1317.10 1292.00 1294.30 -21.10 53,466 307,128 -11,967
Jun11 110310 1300.50 1300.50 1287.70 1289.50 -21.10 27,307 61,105 +22,751
Sep11 110310 1284.40 1285.00 1282.00 1284.40 -21.10 0 3,079 +1
Dec11 110310 1287.00 1289.00 1277.00 1279.40 -21.10 0 656 +0
Total Volume and Open Interest 80,773 371,968 +10,785
S & P 500 E-Mini(Globex)
Mar11 110310 1315.75 1317.25 1292.75 1294.25 -21.25 2,209,200 2,798,341 -99,435
Jun11 110310 1311.00 1312.50 1287.75 1289.50 -21.00 140,172 239,079 +101,651
Total Volume and Open Interest 2,349,421 3,037,799 +2,244
NASDAQ 100(CME)
Mar11 110310 2312.50 2314.80 2276.00 2283.00 -27.50 991 19,542 +137
Jun11 110310 2292.00 2297.00 2274.00 2280.80 -27.50 29 1,374 +5
Sep11 110310 2278.30 2279.80 2278.30 2278.30 -27.50      
Total Volume and Open Interest 1,020 20,916 +142
NASDAQ 100 E-Mini(Globex)
Mar11 110310 2312.30 2315.50 2275.50 2283.00 -27.50 363,782 356,775 -3,796
Jun11 110310 2309.50 2313.00 2273.00 2280.80 -27.50 6,046 6,976 +2,529
Total Volume and Open Interest 369,828 363,766 -1,267
S & P Midcap 400(CME)
Mar11 110310 946.10 946.10 940.00 946.10 -14.10 190 3,294 +34
Jun11 110310 944.00 944.00 939.00 944.00 -14.00      
Sep11 110310 941.60 942.80 941.60 941.60 -14.20      
Total Volume and Open Interest 190 3,294 +34
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Mar11 110309 10565 10565 10565 10565 -5      
Jun11 110310 10515 10515 10290 10300 -230 26,771 31,210 +20,736
Total Volume and Open Interest 64,953 67,016 +19,016
Nikkei 225(SGX)
Jun11 110310 10525 10540 10330 10370 -165 82,053 136,303 +61,281
Sep11 110310 10365 10365 10365 10365 -165 0 250 +0
Dec11 110310 10315 10315 10315 10315 -160 4 4,768 +0
Total Volume and Open Interest 299,566 331,442 +11,290
CAC 40(EURONEXT)
Mar11 110310 3976.0 3982.0 3939.5 3964.5 -31.0 147,030 340,966 -10,635
Apr11 110310 3975.0 3980.0 3943.5 3966.5 -32.0 568 8,079 -12
May11 110310 3881.0 3897.0 3881.0 3897.0 -33.0 9 27 +9
Total Volume and Open Interest 147,609 349,826 -10,633
Hang Seng Index(HKFE)
Mar11 110310 23796 23797 23513 23640 -120 100,673 83,085 +117
Apr11 110310 23794 23794 23500 23621 -124 841 2,292 +426
Total Volume and Open Interest 102,182 89,859 +797
DAX(EUREX)
Mar11 110310 7087.5 7111.5 7023.0 7055.0 -73.0 205,137 269,901 -24,323
Jun11 110310 7111.0 7137.0 7049.5 7080.5 -73.5 14,133 36,345 -2,487
Sep11 110310 7136.0 7163.0 7075.5 7106.5 -73.0 3,154 2,728 +194
Total Volume and Open Interest 222,424 308,974 -26,616
FT-SE 100(EURONEXT)
Mar11 110310 5932.00 5932.00 5816.00 5839.00 -96.00 141,967 636,675 -9,365
Jun11 110310 5891.00 5891.00 5776.00 5796.50 -97.00 11,293 30,384 +2,355
Sep11 110310 5773.50 5773.50 5762.00 5762.00 -97.00 19 419 +6
Total Volume and Open Interest 153,294 667,608 -6,989
SPI 200(SFE)
Mar11 110310 4769.0 4790.0 4684.0 4689.0 -85.0 39,393 189,137 -4,950
Jun11 110310 4806.0 4813.0 4712.0 4716.0 -86.0 2,382 7,544 +2,071
Sep11 110310 4784.0 4784.0 4706.0 4706.0 -86.0 18 2,531 +0
Total Volume and Open Interest 42,463 201,803 -2,511
GSCI(CME)
Mar11 110310 48.64 53.64 40.64 48.64 -8.50 2,901 9,874 -1,759
Apr11 110310 53.64 56.64 45.14 53.34 -8.65 2,323 4,842 +2,225
May11 110310 54.34 54.64 47.64 54.34 -8.65 2 0 +0
Total Volume and Open Interest 5,226 14,716 +466
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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