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MRCI's End of Day Prices

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MRCI's End of Day Prices
Daily Futures Price Listing Fri March 11, 2011
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Mar11 110311 1339.25 1348.75 1310.00 1326.50 -22.25 2,627 1,392 -980
May11 110311 1353.50 1359.50 1305.00 1334.50 -21.00 106,263 253,836 -2,237
Jul11 110311 1363.25 1368.00 1313.50 1342.50 -21.25 42,904 131,836 +2,990
Aug11 110311 1356.75 1358.75 1320.50 1336.25 -21.00 1,547 7,716 +167
Sep11 110311 1329.75 1329.75 1289.00 1319.00 -19.50 1,549 8,258 +234
Nov11 110311 1318.25 1323.00 1270.00 1300.00 -21.00 29,199 161,813 -1,372
Jan12 110311 1320.75 1325.00 1276.25 1304.00 -21.00 383 21,632 -8
Total Volume and Open Interest 185,649 615,974 -1,341
Soybean Meal(CBOT)
Mar11 110311 346.80 350.00 340.00 346.10 -3.00 2,264 753 -731
May11 110311 354.10 354.90 340.00 350.00 -3.70 35,477 88,621 -1,187
Jul11 110311 357.20 358.40 345.60 353.30 -3.70 13,782 53,895 +1,167
Aug11 110311 355.50 357.00 345.50 352.60 -3.40 2,492 11,248 +563
Sep11 110311 352.00 358.40 342.20 348.20 -3.30 1,169 9,515 +119
Oct11 110311 344.00 344.30 335.00 339.70 -3.50 1,872 10,985 -188
Dec11 110311 343.50 343.60 333.50 338.50 -3.70 7,654 28,506 +1,363
Jan12 110311 341.50 342.90 335.00 338.80 -3.50 110 3,337 +19
Total Volume and Open Interest 65,005 213,700 +1,218
Soybean Oil(CBOT)
Mar11 110311 54.75 55.60 54.75 55.49 -0.99 1,036 1,144 -463
May11 110311 56.96 57.24 54.77 55.90 -1.03 50,518 170,853 -3,673
Jul11 110311 57.54 57.79 55.39 56.47 -1.01 14,751 98,231 +1,127
Aug11 110311 57.70 57.70 55.70 56.61 -1.01 924 12,323 +157
Sep11 110311 57.75 57.75 55.64 56.71 -1.01 1,099 12,646 +104
Oct11 110311 56.06 56.92 55.86 56.65 -1.05 832 13,040 -38
Dec11 110311 57.99 57.99 55.59 56.72 -1.05 7,995 53,886 -269
Jan12 110311 56.69 57.72 56.50 56.67 -1.05 64 1,472 -3
Total Volume and Open Interest 77,230 368,076 -3,057
Canola(WCE)
Mar11 110311 554.0 554.0 554.0 554.0 -11.8      
May11 110311 569.9 574.5 541.9 558.1 -11.8 9,637 95,743 -953
Jul11 110311 579.5 581.8 548.0 565.8 -11.4 1,542 31,236 +625
Nov11 110311 549.2 549.2 526.5 544.7 -6.3 1,307 63,295 +689
Jan12 110311 553.7 554.3 534.0 547.0 -8.8 167 3,770 -59
Total Volume and Open Interest 12,685 196,883 +329
Corn(CBOT)
Mar11 110311 677.75 677.75 646.25 659.25 -17.00 3,446 2,908 -1,621
May11 110311 684.00 684.75 652.75 664.25 -18.50 175,908 685,628 -12,096
Jul11 110311 689.75 690.50 659.00 670.75 -18.25 83,528 383,271 +1,626
Sep11 110311 636.00 636.25 605.50 622.75 -12.75 24,450 74,795 +3,445
Dec11 110311 588.00 589.00 560.00 577.75 -9.50 49,349 372,348 +5,425
Mar12 110311 598.25 598.25 569.00 587.25 -9.00 1,720 47,329 +217
Total Volume and Open Interest 340,380 1,625,207 -2,568
Wheat(CBOT)
Mar11 110311 696.00 714.00 695.00 695.00 -19.00 193 216 -305
May11 110311 737.25 740.50 703.75 718.75 -21.75 68,278 193,881 +917
Jul11 110311 770.00 772.50 736.00 750.75 -21.75 25,095 126,983 -1,742
Sep11 110311 808.25 812.25 774.50 787.75 -21.00 8,538 41,250 +1,674
Dec11 110311 829.50 832.75 799.00 812.75 -20.00 10,576 95,667 +680
Total Volume and Open Interest 114,917 487,119 +1,161
Wheat(KCBT)
Mar11 110311 820.50 820.50 820.50 820.50 -18.50 42 90 -61
May11 110311 835.50 836.75 801.75 823.00 -14.00 16,436 83,702 -2,707
Jul11 110311 847.00 847.25 812.50 833.75 -13.75 10,085 67,631 +857
Sep11 110311 862.50 862.50 833.50 848.75 -13.75 4,190 16,823 +201
Dec11 110311 878.00 880.25 852.00 866.75 -14.25 4,925 18,483 +1,532
Total Volume and Open Interest 36,034 191,834 -58
Wheat(MGE)
Mar11 110311 858.00 859.50 853.25 853.25 -23.00 4 36 +0
May11 110311 875.00 876.00 843.50 858.50 -19.25 4,487 22,454 -58
Jul11 110311 882.50 883.00 852.00 866.75 -18.50 1,354 14,735 -148
Sep11 110311 883.75 885.50 855.00 872.00 -14.75 1,253 13,264 -257
Dec11 110311 891.25 892.50 862.25 877.00 -18.25 567 10,344 -6
Total Volume and Open Interest 7,909 63,440 -416
Oats(CBOT)
Mar11 110311 353.00 353.00 345.50 345.50 -5.50 2 12 -20
May11 110311 356.50 360.25 345.50 350.50 -5.50 586 8,767 -100
Jul11 110311 366.50 367.25 353.75 358.25 -5.50 314 1,872 +157
Sep11 110311 364.50 367.00 351.00 359.50 -7.50 16 259 -5
Total Volume and Open Interest 1,027 13,118 +60
Rough Rice(CBOT)
Mar11 110311 12.73 12.81 12.44 12.79 +0.10 78 98 +15
May11 110311 12.55 13.10 12.48 13.01 -0.04 1,409 16,132 -229
Jul11 110311 12.91 13.35 12.76 13.30 -0.05 315 4,891 -24
Sep11 110311 13.73 14.07 13.41 14.04 -0.03 109 3,504 -16
Total Volume and Open Interest 1,950 25,515 -253
Live Cattle(CME)
Apr11 110311 117.600 117.900 115.980 117.135 -0.515 59,339 94,415 -16,948
Jun11 110311 116.885 117.150 115.100 116.950 unch 52,951 136,924 +10,660
Aug11 110311 118.000 118.150 116.430 118.035 -0.165 19,431 55,681 +2,665
Oct11 110311 121.150 121.285 119.650 120.830 -0.400 10,292 37,432 +1,032
Dec11 110311 121.250 121.350 119.800 121.050 -0.630 4,420 27,565 +1,500
Feb12 110311 120.900 120.900 119.450 120.600 -0.600 940 7,009 +237
Total Volume and Open Interest 147,566 361,332 -790
Feeder Cattle(CME)
Mar11 110311 131.850 132.185 130.650 131.550 -0.250 2,276 6,172 -571
Apr11 110311 134.200 135.000 133.050 134.535 +0.335 2,617 8,413 -575
May11 110311 136.000 136.700 134.800 136.350 +0.315 1,987 14,140 +423
Aug11 110311 137.100 137.935 135.935 137.630 +0.345 1,815 14,920 +486
Sep11 110311 136.300 136.950 135.100 136.785 +0.485 366 2,477 +71
Oct11 110311 135.075 136.650 134.850 136.600 +0.565 181 1,420 +41
Nov11 110311 134.825 136.500 134.500 136.450 +0.550 93 721 +27
Total Volume and Open Interest 9,360 48,361 -87
Lean Hogs(CME)
Apr11 110311 89.535 89.750 87.600 88.150 -1.700 30,309 52,002 -5,504
May11 110311 99.000 99.180 97.180 98.350 -1.480 299 3,281 +21
Jun11 110311 100.980 100.980 98.785 99.500 -1.950 17,481 80,270 +3,389
Jul11 110311 100.450 100.500 98.500 99.135 -1.665 4,676 28,133 +210
Aug11 110311 100.400 100.400 98.535 99.650 -1.250 5,090 25,105 +1,399
Oct11 110311 89.250 89.400 87.430 88.900 -0.885 1,638 21,401 +15
Dec11 110311 85.250 85.250 83.200 84.700 -1.150 1,465 12,883 +324
Feb12 110311 85.000 85.100 84.000 85.100 -0.900 171 3,041 +64
Total Volume and Open Interest 61,185 228,388 -42
Class III Milk(CME)
Mar11 110311 19.59 19.65 19.59 19.65 +0.05 499 6,900 +127
Apr11 110311 17.99 17.99 17.33 17.41 -0.46 822 5,825 -270
May11 110311 16.99 16.99 16.46 16.57 -0.31 434 4,682 -83
Jun11 110311 16.70 16.74 16.30 16.40 -0.26 148 3,806 -6
Jul11 110311 16.90 16.94 16.56 16.70 -0.14 121 2,720 +11
Total Volume and Open Interest 2,485 36,800 -23
Cocoa(ICE)
Mar11 110311 3460 3460 3460 3460 -30 3 81 -2
May11 110311 3445 3446 3370 3412 -33 9,725 75,650 +77
Jul11 110311 3410 3410 3339 3384 -27 2,844 29,074 +361
Sep11 110311 3402 3402 3331 3374 -28 1,229 13,038 +95
Dec11 110311 3325 3352 3317 3334 -44 283 17,460 -35
Mar12 110311 3360 3366 3341 3341 -64 177 22,758 -51
May12 110311 3355 3355 3335 3335 -65 55 4,961 +41
Total Volume and Open Interest 14,365 167,705 +533
Coffee "C"(ICE)
Mar11 110311 279.30 279.30 273.70 273.70 -6.60 56 327 +0
May11 110311 280.90 281.65 272.20 274.40 -6.15 14,670 79,329 +98
Jul11 110311 284.00 284.00 274.65 276.45 -6.05 4,580 22,990 +428
Sep11 110311 284.50 284.50 276.90 278.30 -6.10 1,977 9,160 +132
Dec11 110311 285.00 285.75 277.50 278.75 -6.25 609 14,032 +2
Mar12 110311 276.25 278.80 276.25 277.15 -6.15 262 2,376 +132
Total Volume and Open Interest 22,251 129,417 +848
Orange Juice(ICE)
Mar11 110311 168.55 168.60 168.50 168.60 -3.85 107 198 -109
May11 110311 169.90 170.15 167.15 167.95 -2.30 732 24,857 -221
Jul11 110311 164.90 168.00 164.90 165.75 -1.75 36 3,533 +28
Sep11 110311 164.00 164.45 164.00 164.45 -1.50 8 774 +8
Nov11 110311 159.00 159.00 159.00 159.00 -0.90 70 668 +0
Jan12 110311 157.30 157.30 157.30 157.30 -0.40 0 16 +0
Total Volume and Open Interest 953 30,068 -294
Sugar #11(ICE)
May11 110311 28.65 29.11 27.83 28.86 +0.15 32,186 234,461 -3,217
Jul11 110311 26.40 26.67 25.50 26.44 +0.03 13,331 172,882 -1,441
Oct11 110311 24.97 25.30 24.09 25.08 +0.11 8,044 82,076 -215
Mar12 110311 24.48 24.70 23.50 24.44 +0.16 3,398 56,681 +528
May12 110311 23.26 23.64 22.49 23.41 +0.24 934 15,442 +24
Total Volume and Open Interest 58,523 604,951 -4,414
London Cocoa(LCE)
Mar11 110311 2207 2218 2187 2216 -23 2,893 27,131 -801
May11 110311 2217 2235 2190 2226 -18 8,892 57,227 +878
Jul11 110311 2203 2210 2172 2206 -15 4,617 28,370 +660
Sep11 110311 2164 2195 2164 2191 -17 1,236 24,290 +547
Dec11 110311 2179 2182 2154 2180 -18 879 32,109 -353
Mar12 110311 2153 2176 2150 2176 -14 226 25,000 +42
May12 110311 2153 2175 2140 2171 -12 319 5,136 +105
Total Volume and Open Interest 19,158 208,678 +1,096
London Sugar(LCE)
May11 110311 727.60 728.40 710.00 720.00 -7.60 3,834 24,543 +1,161
Aug11 110311 693.80 695.00 677.20 688.90 -7.90 1,767 15,420 +1,322
Oct11 110311 655.80 657.30 643.40 655.60 -5.10 156 3,664 +69
Dec11 110311 635.40 636.50 628.90 635.60 -6.40 0 1,291 +0
Mar12 110311 629.90 630.50 625.80 626.20 -6.00 0 1,144 +0
Total Volume and Open Interest 5,757 46,573 +2,552
Cotton(ICE)
May11 110311 202.37 207.98 196.60 204.94 +3.96 14,987 71,884 +1,315
Jul11 110311 192.50 197.09 186.50 193.25 +2.66 9,123 38,587 -132
Oct11 110311 153.24 153.61 153.22 153.57 -1.40 16 406 -7
Dec11 110311 127.50 128.54 123.53 128.32 -0.48 6,711 56,161 +352
Mar12 110311 120.00 120.20 118.58 120.02 -0.71 250 3,808 +13
May12 110311 113.84 113.84 113.84 113.84 -0.14 64 1,069 +9
Total Volume and Open Interest 31,309 174,842 +1,154
Lumber(CME)
Mar11 110311 284.6 294.4 281.6 285.0 unch 251 507 -175
May11 110311 311.3 319.1 307.9 311.1 +2.0 442 6,054 +89
Jul11 110311 324.6 335.3 322.2 326.0 +0.7 178 2,577 +15
Sep11 110311 330.0 340.9 330.0 335.4 +3.4 63 331 +29
Total Volume and Open Interest 938 9,496 -38
Crude Oil(NYM)
Apr11 110311 102.64 103.00 99.01 101.16 -1.54 353,948 222,835 -10,992
May11 110311 103.82 104.08 100.15 102.35 -1.57 175,748 269,127 +16,227
Jun11 110311 104.45 104.73 100.90 102.95 -1.57 93,354 154,804 +5,842
Jul11 110311 105.14 105.16 101.44 103.46 -1.49 35,626 83,839 +372
Aug11 110311 104.58 104.58 101.82 103.83 -1.42 19,713 39,079 -592
Sep11 110311 105.65 105.65 102.60 104.09 -1.37 18,913 54,104 +2,264
Oct11 110311 105.81 105.84 102.73 104.22 -1.34 9,051 32,734 -739
Nov11 110311 105.03 105.03 102.53 104.27 -1.33 8,281 29,568 +505
Dec11 110311 105.80 105.80 102.15 104.30 -1.31 51,159 186,390 -670
Jan12 110311 105.30 105.30 102.75 104.17 -1.31 3,480 35,222 -784
Feb12 110311 105.00 105.00 103.39 103.97 -1.32 2,506 15,641 +5
Mar12 110311 104.18 104.18 102.43 103.74 -1.33 2,460 23,510 -144
Apr12 110311 103.44 103.44 103.44 103.44 -1.35 912 9,337 -56
May12 110311 102.50 103.12 102.50 103.12 -1.38 1,235 10,038 +470
Jun12 110311 102.37 102.98 102.16 102.85 -1.41 6,303 56,345 +306
Jul12 110311 102.60 102.60 102.60 102.60 -1.42 322 11,209 +58
Total Volume and Open Interest 817,738 1,585,044 +12,500
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 110311 103.850 104.075 100.375 102.350 -1.575 1,041 1,956 +55
Jun11 110311 104.350 104.375 101.175 102.950 -1.575 201 594 +26
Jul11 110311 101.800 103.450 101.800 103.450 -1.500 8 63 +1
Aug11 110311 103.825 103.825 103.825 103.825 -1.425 0 14 +0
Sep11 110311 102.675 104.100 102.675 104.100 -1.350 5 8 +0
Oct11 110311 104.225 104.225 104.225 104.225 -1.325 0 53 +0
Nov11 110311 104.275 104.275 104.275 104.275 -1.325 0 13 +0
Dec11 110311 103.175 104.300 103.175 104.300 -1.300 4 218 +1
Total Volume and Open Interest 14,610 7,133 +515
Heating Oil(NYM)
Apr11 110311 304.60 305.32 298.39 302.90 -1.59 47,044 79,722 -1,664
May11 110311 305.58 306.21 299.33 303.79 -1.80 19,243 56,388 -579
Jun11 110311 306.85 306.85 300.50 304.74 -1.98 17,266 51,323 -1,781
Jul11 110311 304.65 307.26 301.92 305.89 -2.12 6,938 23,906 -1,242
Aug11 110311 304.34 308.22 303.00 307.15 -2.20 3,977 15,056 -163
Sep11 110311 305.71 309.76 305.71 308.56 -2.32 2,532 12,027 +316
Oct11 110311 306.00 310.30 306.00 309.86 -2.41 1,083 7,205 +41
Nov11 110311 309.53 311.70 309.53 311.08 -2.49 595 6,257 +65
Dec11 110311 308.41 313.05 308.41 312.11 -2.59 4,352 27,488 +38
Jan12 110311 313.36 313.46 313.16 313.16 -2.66 98 6,329 +5
Feb12 110311 313.01 313.33 313.01 313.33 -2.64 28 2,202 -5
Mar12 110311 312.48 312.48 311.55 312.13 -2.74 137 1,225 -26
Total Volume and Open Interest 103,613 301,326 -4,986
Gasoline(NYMEX)
Apr11 110311 301.96 303.15 294.25 298.77 -3.19 42,909 70,889 -3,054
May11 110311 302.48 303.50 294.55 298.95 -3.54 26,536 64,406 +2,331
Jun11 110311 301.57 301.57 293.68 297.81 -3.76 18,230 39,253 +1,964
Jul11 110311 295.54 298.25 292.08 296.15 -3.76 7,499 20,133 -359
Aug11 110311 297.70 297.70 291.22 294.25 -3.71 4,993 11,815 -717
Sep11 110311 289.81 292.01 289.47 291.84 -3.55 4,324 13,215 +991
Oct11 110311 277.65 279.81 276.92 279.29 -3.50 1,053 6,684 +156
Nov11 110311 276.59 276.59 276.59 276.59 -3.42 708 5,543 -159
Dec11 110311 278.20 278.20 272.33 274.98 -3.40 1,953 23,258 -506
Jan12 110311 274.65 275.27 274.65 275.27 -3.39 304 4,393 +187
Total Volume and Open Interest 108,873 275,346 +975
e-miNY RBOB Gasoline(NYM)
Apr11 110311 298.80 298.80 298.77 298.80 -3.20 0 2 +0
May11 110311 299.00 299.00 298.95 299.00 -3.50 0 1 +0
Jun11 110311 297.80 297.81 297.80 297.80 -3.80 0 1 +0
Jul11 110311 295.00 296.20 295.00 296.20 -3.70      
Total Volume and Open Interest 0 6 +0
Natural Gas(NYM)
Apr11 110311 3.831 3.947 3.806 3.889 +0.059 128,448 154,779 -22,237
May11 110311 3.889 4.002 3.867 3.945 +0.053 71,195 233,093 +5,044
Jun11 110311 3.959 4.062 3.942 4.007 +0.052 23,885 71,636 +88
Jul11 110311 4.012 4.131 4.012 4.082 +0.052 19,344 79,946 -3,808
Aug11 110311 4.069 4.174 4.069 4.132 +0.054 10,513 27,464 +1,462
Sep11 110311 4.106 4.190 4.086 4.152 +0.054 10,936 35,880 +2,334
Oct11 110311 4.130 4.240 4.130 4.202 +0.055 12,437 72,317 +1,646
Nov11 110311 4.370 4.414 4.329 4.389 +0.054 2,483 30,842 -12
Dec11 110311 4.601 4.671 4.582 4.644 +0.051 2,731 25,827 +68
Jan12 110311 4.724 4.801 4.724 4.779 +0.053 6,320 59,028 -151
Feb12 110311 4.720 4.793 4.720 4.772 +0.055 1,595 12,441 +204
Mar12 110311 4.703 4.744 4.675 4.722 +0.054 2,833 28,413 +92
Apr12 110311 4.557 4.609 4.557 4.594 +0.046 2,511 24,483 -83
May12 110311 4.595 4.645 4.595 4.627 +0.046 135 5,887 -1
Jun12 110311 4.674 4.674 4.662 4.662 +0.046 39 4,609 -15
Jul12 110311 4.685 4.718 4.685 4.704 +0.046 27 4,185 -26
Total Volume and Open Interest 296,615 941,098 -15,344
Brent Crude Oil(ICE)
Apr11 110311 115.01 115.68 112.25 113.84 -1.59 94,965 198,179 +92,821
May11 110311 115.25 115.51 112.23 113.84 -1.52 162,763 179,558 +34,339
Jun11 110311 114.89 115.31 112.19 113.78 -1.42 171,696 113,073 -42,874
Jul11 110311 114.95 115.00 112.08 113.62 -1.36 47,110 30,272 -16,740
Aug11 110311 114.67 114.67 111.90 113.41 -1.30 28,252 17,035 -9,370
Sep11 110311 113.65 113.89 111.66 113.15 -1.27 32,333 11,969 -19,066
Oct11 110311 113.40 113.40 111.43 112.94 -1.23 19,884 7,414 -12,005
Nov11 110311 112.18 113.02 111.19 112.71 -1.21 16,866 7,019 -9,944
Dec11 110311 113.77 113.77 110.91 112.47 -1.20 93,787 46,677 -46,460
Jan12 110311 112.32 112.32 112.24 112.24 -1.18 21,497 4,527 -16,764
Feb12 110311 112.01 112.01 112.01 112.01 -1.17 12,004 2,487 -9,176
Mar12 110311 111.76 111.76 111.76 111.76 -1.15 16,826 2,683 -14,078
Apr12 110311 111.42 111.42 111.42 111.42 -1.12 4,640 1,598 -3,212
May12 110311 111.04 111.04 111.04 111.04 -1.10 3,666 903 -2,857
Total Volume and Open Interest 872,910 648,844 -195,105
Gas Oil(ICE)
Apr11 110311 961.00 967.00 945.00 958.75 +5.50 122,101 185,575 +16,330
May11 110311 962.50 968.25 946.25 959.75 +4.50 38,451 94,293 +3,437
Jun11 110311 967.00 968.75 947.75 961.00 +3.75 31,745 71,616 +2,872
Jul11 110311 957.50 966.50 950.75 962.50 +3.00 12,184 32,146 +458
Aug11 110311 968.00 968.00 953.50 964.75 +2.50 8,093 23,008 +1,952
Sep11 110311 970.75 971.00 956.25 967.25 +2.25 7,494 28,199 +402
Oct11 110311 971.75 971.75 956.25 967.75 +1.75 3,785 22,740 -1,000
Nov11 110311 971.75 971.75 956.75 967.50 +1.50 2,674 16,069 +67
Dec11 110311 977.50 977.50 956.50 967.50 +0.75 11,625 55,572 +944
Jan12 090519 640.75 640.75 640.75 640.75 unch      
Total Volume and Open Interest 182,235 622,424  
Ethanol(CBOT)
Mar11 110303 2.585 2.585 2.583 2.583 -0.007 90 273 -46
Apr11 110311 2.450 2.469 2.442 2.449 -0.058 152 984 +1
May11 110311 2.455 2.455 2.426 2.436 -0.058 93 696 +10
Jun11 110311 2.450 2.450 2.422 2.429 -0.056 84 1,042 +29
Jul11 110311 2.455 2.455 2.420 2.436 -0.048 63 1,259 +50
Aug11 110311 2.445 2.445 2.425 2.425 -0.054 27 962 +6
Sep11 110311 2.380 2.380 2.365 2.367 -0.050 55 951 +35
Oct11 110311 2.230 2.243 2.222 2.242 -0.017 65 584 -4
Total Volume and Open Interest 611 7,971 +109
WTI Crude Oil(ICE
Apr11 110311 102.75 103.01 99.25 101.16 -1.54 89,373 56,609 -3,915
May11 110311 103.81 104.06 100.40 102.35 -1.57 63,731 91,796 +2,767
Jun11 110311 104.54 104.54 101.24 102.95 -1.57 41,212 75,761 +1,033
Jul11 110311 104.09 104.09 101.77 103.46 -1.49 11,997 35,071 +770
Aug11 110311 104.03 104.03 102.11 103.83 -1.42 5,812 18,518 +259
Sep11 110311 104.61 104.61 102.36 104.09 -1.37 5,303 28,036 +950
Oct11 110311 104.04 104.22 102.47 104.22 -1.34 3,545 17,536 +35
Nov11 110311 104.09 104.27 102.53 104.27 -1.33 2,677 12,172 +145
Dec11 110311 104.75 105.02 102.51 104.30 -1.31 27,254 91,895 -573
Jan12 110311 104.17 104.17 104.17 104.17 -1.31 464 9,889 +22
Feb12 110311 103.97 103.97 103.97 103.97 -1.32 110 2,333 -5
Mar12 110311 103.74 103.74 103.74 103.74 -1.33 464 4,598 -14
Apr12 110311 103.44 103.44 103.44 103.44 -1.35 84 2,972 -3
May12 110311 103.12 103.12 103.12 103.12 -1.38 118 1,102 +7
Jun12 110311 101.76 102.85 101.76 102.85 -1.41 2,124 25,343 -165
Jul12 110311 102.60 102.60 102.60 102.60 -1.42 68 567 +15
Total Volume and Open Interest 266,771 563,166 +4,375
US Dollar Index(ICE)
Mar11 110311 77.175 77.550 76.660 76.770 -0.505 34,972 29,935 -9,100
Jun11 110311 77.460 77.675 76.925 77.055 -0.503 20,597 34,893 +21,728
Sep11 110311 77.375 77.475 77.375 77.475 -0.503 0 503 +0
Total Volume and Open Interest 55,569 65,332 +12,628
Australian Dollar(CME)
Mar11 110311 100.14 101.58 99.68 101.43 +1.42 102,228 83,513 -23,166
Jun11 110311 99.02 100.44 98.54 100.28 +1.40 57,661 83,221 +37,103
Sep11 110311 98.00 99.05 97.57 99.05 +1.39 9 22 +8
Total Volume and Open Interest 159,898 166,810 +13,945
British Pound(CME)
Mar11 110311 160.63 160.87 159.75 160.69 +0.21 118,175 79,431 -25,110
Jun11 110311 160.50 160.72 159.59 160.53 +0.22 63,195 69,861 +29,101
Sep11 110311 160.29 160.29 160.03 160.26 +0.23 2 16 -2
Total Volume and Open Interest 181,377 149,346 +3,994
Canadian Dollar(CME)
Mar11 110311 102.55 103.03 102.01 102.81 +0.26 86,985 94,557 -16,375
Jun11 110311 102.38 102.83 101.81 102.61 +0.26 47,779 88,958 +28,959
Sep11 110311 101.95 102.55 101.60 102.33 +0.27 145 1,664 +52
Dec11 110311 101.70 102.04 101.35 102.04 +0.29 14 2,015 -3
Total Volume and Open Interest 134,923 187,348 +12,633
Japanese Yen(CME)
Mar11 110311 120.63 122.50 120.04 122.12 +1.65 121,782 69,405 -34,772
Jun11 110311 120.67 122.60 120.11 122.22 +1.67 69,230 59,854 +32,855
Sep11 110311 121.96 122.35 120.67 122.35 +1.68 0 41 +0
Total Volume and Open Interest 191,012 129,330 -1,917
Swiss Franc(CME)
Mar11 110311 107.27 107.91 106.83 107.59 +0.29 51,976 44,682 -2,279
Jun11 110311 107.41 107.99 106.91 107.67 +0.29 28,919 32,139 +16,188
Sep11 110311 107.55 107.74 107.44 107.74 +0.30 0 13 +0
Total Volume and Open Interest 80,895 76,845 +13,909
EuroFX(CME)
Mar11 110311 137.99 139.15 137.51 138.87 +0.92 228,511 179,033 -20,044
Jun11 110311 137.84 138.98 137.33 138.69 +0.93 118,125 101,580 +37,533
Sep11 110311 137.75 138.47 137.43 138.36 +0.93 21 226 +9
Total Volume and Open Interest 346,657 281,199 +17,497
Mexican Peso(CME)
Mar11 110311 834.2 840.8 831.5 839.5 +4.0 57,173 67,993 -11,821
Apr11 110311 839.2 839.2 835.2 839.2 +4.0      
Total Volume and Open Interest 112,669 181,373 +23,598
30-Year T-Bonds(CBOT)
Mar11 110311 122~110 122~210 121~200 121~280 -0~010      
Jun11 110311 120~240 121~040 120~010 120~090 -0~010 335,812 600,065 -2,964
Sep11 110311 118~240 118~240 118~230 118~240 +0~010 0 1 +0
Total Volume and Open Interest 344,253 614,505 -7,832
10-Year T-Notes(CBOT)
Mar11 110311 120~315 121~135 120~255 121~000 +0~015 13,013 27,275 -1,991
Jun11 110311 119~260 120~050 119~155 119~220 +0~020 1,152,268 1,547,249 +29,175
Sep11 110311 118~100 118~140 118~100 118~120 -0~020 1 33 -1
Total Volume and Open Interest 1,165,282 1,574,561 +27,183
5-Year T-Notes(CBOT)
Mar11 110311 118~040 118~076 118~030 118~045 +0~011 11,483 25,247 -4,804
Jun11 110311 117~070 117~098 117~045 117~065 +0~011 600,302 1,185,147 +2,546
Sep11 110311 116~081 116~081 116~070 116~081 +0~011      
Total Volume and Open Interest 611,785 1,210,394 -2,258
2 Year T-Notes(CBOT)
Mar11 110311 109~084 109~084 109~072 109~079 +0~004 11,836 27,952 -6,008
Jun11 110311 109~038 109~048 109~030 109~038 +0~005 270,137 848,494 +13,501
Sep11 110311 109~002 109~002 108~125 109~002 +0~005      
Total Volume and Open Interest 281,973 876,446 +7,493
Eurodollars(CME)
Mar11 110311 99.688 99.690 99.688 99.688 unch 100,233 949,867 -11,102
Jun11 110311 99.640 99.645 99.630 99.640 +0.005 131,124 1,214,687 +15,711
Sep11 110311 99.555 99.575 99.540 99.555 unch 170,484 1,356,733 +357
Dec11 110311 99.430 99.455 99.405 99.430 +0.010 229,207 1,385,111 +12,548
Mar12 110311 99.215 99.250 99.195 99.230 +0.030 275,946 1,357,469 +35,624
Jun12 110311 98.910 98.955 98.880 98.935 +0.050 236,151 788,663 +10,575
Sep12 110311 98.565 98.615 98.535 98.595 +0.055 186,285 560,837 +9,313
Dec12 110311 98.245 98.295 98.210 98.270 +0.055 153,290 458,267 +4,538
Mar13 110311 97.965 98.020 97.935 97.985 +0.050 114,278 315,681 +9,258
Jun13 110311 97.690 97.750 97.665 97.710 +0.045 67,184 203,977 +3,925
Sep13 110311 97.435 97.495 97.410 97.450 +0.040 60,175 202,079 +3,055
Dec13 110311 97.185 97.245 97.155 97.200 +0.035 52,246 186,131 +1,666
Mar14 110311 96.960 97.020 96.930 96.970 +0.030 17,707 125,266 +364
Jun14 110311 96.735 96.790 96.700 96.735 +0.025 15,020 100,336 -734
Sep14 110311 96.510 96.565 96.475 96.510 +0.020 12,000 59,409 +800
Dec14 110311 96.295 96.340 96.250 96.280 +0.020 11,387 75,314 +1,073
Mar15 110311 96.100 96.145 96.050 96.080 +0.015 7,261 54,446 -567
Jun15 110311 4.155 4.190 4.110 4.140 +0.015 5,777 37,113 -371
Total Volume and Open Interest 1,865,410 9,622,043 +97,821
30 Day Federal Funds(CBOT)
Mar11 110311 99.857 99.860 99.855 99.857 unch 763 69,059 +89
Apr11 110311 99.865 99.865 99.860 99.860 unch 1,827 60,407 +691
May11 110311 99.865 99.865 99.860 99.860 unch 1,493 63,520 +338
Jun11 110311 99.865 99.865 99.860 99.860 unch 995 45,065 +30
Jul11 110311 99.850 99.855 99.845 99.850 +0.005 1,639 47,145 -1,010
Aug11 110311 99.835 99.845 99.830 99.835 +0.005 3,270 35,799 -124
Total Volume and Open Interest 34,571 584,485 -291
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 110311 99.665 99.665 99.665 99.665 unch 355 5,056 +325
Jun11 110311 99.675 99.675 99.675 99.675 +0.023 0 150 +0
Sep11 110311 99.668 99.668 99.668 99.668 +0.023      
Dec11 110311 99.652 99.652 99.652 99.652 +0.022 0 79 +0
Mar12 110311 99.625 99.625 99.625 99.625 +0.020      
Jun12 110311 99.655 99.655 99.655 99.655 +0.020      
Sep12 110311 99.605 99.605 99.605 99.605 +0.020      
Dec12 110311 99.510 99.510 99.510 99.510 +0.020      
Mar13 110311 99.510 99.510 99.510 99.510 +0.020      
Jun13 110311 99.465 99.465 99.465 99.465 +0.020      
Total Volume and Open Interest 355 5,285 +325
3-Mth Euro-Yen(SGX)
Jun11 110311 99.66 99.68 99.66 99.68 +0.02 0 1,727 +164
Sep11 110311 99.67 99.67 99.67 99.67 +0.02 0 866 +0
Dec11 110311 99.66 99.66 99.65 99.65 +0.02 0 1,928 +0
Mar12 110311 99.61 99.64 99.61 99.62 +0.02 100 705 +100
Jun12 110311 99.65 99.65 99.65 99.65 +0.02 0 754 +0
Sep12 110311 99.61 99.61 99.61 99.61 +0.02 0 310 +0
Dec12 110311 99.51 99.51 99.51 99.51 +0.02 0 4 +0
Mar13 110311 99.51 99.51 99.51 99.51 +0.02 0 1 +0
Total Volume and Open Interest 100 12,590 +257
Japanese Gov't Bonds(SGX)
Jun11 110311 138.81 140.45 138.81 139.30 +0.65 1,893 12,272 +304
Sep11 110311 136.87 136.87 136.87 136.87 +0.65      
Dec11 110311 134.78 134.78 134.78 134.78 +0.65      
Total Volume and Open Interest 1,893 12,272 +304
Euro-Bund(EUREX)
Jun11 110311 122.23 122.63 122.18 122.36 +0.33 694,128 1,401,246 +148,421
Sep11 110311 122.06 122.15 122.04 122.04 +0.33 24 29 -11
Dec11 110311 122.04 122.04 122.04 122.04 +0.33      
Total Volume and Open Interest 694,152 1,401,275 +148,410
Euro-Bobl(EUREX)
Jun11 110311 115.17 115.46 115.16 115.28 +0.22 433,007 1,052,915 +36,495
Sep11 110311 114.61 114.69 114.61 114.69 +0.22 2,000 2,777 +610
Dec11 110311 114.69 114.69 114.69 114.69 +0.22      
Total Volume and Open Interest 435,007 1,055,692 +37,105
3-Mth Euribor(EUREX)
Mar11 110311 98.820 98.830 98.820 98.825 +0.005 0 5,544 -380
Jun11 110311 98.455 98.470 98.455 98.470 +0.025 133 9,982 +14
Sep11 110311 98.165 98.185 98.165 98.185 +0.045 0 2,604 +0
Total Volume and Open Interest 137 25,904 -368
Long Gilt(LIFFE)
Mar11 110311 118~19 118~23 118~19 118~22 +0~12 283 4,513 -220
Jun11 110311 117~13 117~19 117~06 117~12 +0~12 79,729 287,216 +10,700
Total Volume and Open Interest 80,012 291,729 +10,480
3-Mth Short Sterling(LIFFE)
Mar11 110311 99.20 99.24 99.18 99.20 +0.01 39,529 298,413 -4,975
Jun11 110311 98.97 99.03 98.97 99.02 +0.06 46,625 344,984 -1,949
Sep11 110311 98.74 98.81 98.72 98.80 +0.09 43,665 336,084 -959
Dec11 110311 98.46 98.56 98.46 98.54 +0.10 31,835 377,484 +1,849
Mar12 110311 98.23 98.31 98.20 98.29 +0.10 43,295 307,787 +8,401
Jun12 110311 97.95 98.04 97.93 98.02 +0.09 31,764 173,018 -2,008
Total Volume and Open Interest 293,737 2,311,346 +6,102
3-Mth Euribor(LIFFE)
Mar11 110311 98.825 98.830 98.820 98.825 +0.005 77,899 592,158 +1,859
Jun11 110311 98.450 98.475 98.445 98.470 +0.025 143,418 700,639 +12,382
Sep11 110311 98.150 98.190 98.140 98.185 +0.045 125,579 622,178 +17,029
Total Volume and Open Interest 787,967 3,844,704 +52,691
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 110311 95.01 95.03 94.99 95.01 unch 50,688 225,173 +13,486
Sep11 110311 94.90 94.95 94.90 94.93 +0.02 41,883 154,707 +2,009
Dec11 110311 94.79 94.84 94.79 94.82 +0.03 15,763 86,040 +1,560
Mar12 110311 94.70 94.76 94.70 94.73 +0.03 9,585 59,145 +263
Jun12 110311 94.64 94.68 94.64 94.67 +0.02 8,481 44,233 -849
Sep12 110311 94.61 94.63 94.60 94.62 +0.03 4,898 35,092 +3,164
Dec12 110311 94.56 94.57 94.55 94.56 +0.03 1,408 19,618 +50
Mar13 110311 94.51 94.52 94.50 94.52 +0.03 315 4,083 +43
Jun13 110311 94.47 94.47 94.47 94.47 +0.04 27 620 -19
Total Volume and Open Interest 158,051 632,260 -51,833
10-Year Aus T-Bonds(SFE)
Mar11 110311 94.50 94.56 94.50 94.52 +0.02 97,805 340,618 +3,674
Jun11 110311 94.49 94.53 94.48 94.50 +0.02 73,638 105,589 +54,483
Total Volume and Open Interest 171,443 446,207 +58,157
3-Year Aus T-Bonds(SFE)
Mar11 110301 94.90 94.91 94.84 94.88 -0.02      
Jun11 110311 94.83 94.90 94.83 94.88 +0.04 76,831 104,804 +58,828
Total Volume and Open Interest 336,635 612,945 +47,073
Gold(CMX)
Apr11 110311 1411.8 1424.6 1404.8 1421.8 +9.3 126,006 294,925 -2,963
Jun11 110311 1413.0 1425.9 1406.3 1423.2 +9.1 17,639 100,991 +6,467
Aug11 110311 1415.0 1427.2 1407.9 1424.7 +9.2 2,321 28,676 +1,594
Oct11 110311 1419.2 1426.1 1414.3 1426.1 +9.2 225 6,637 -20
Dec11 110311 1417.0 1430.0 1411.0 1427.5 +9.3 489 28,906 -68
Feb12 110311 1417.5 1429.0 1417.5 1429.0 +9.2 274 7,321 +154
Apr12 110311 1417.1 1431.0 1417.0 1431.0 +9.3 29 5,304 +25
Jun12 110311 1433.4 1433.4 1433.4 1433.4 +9.3 75 6,737 +0
Aug12 110311 1435.9 1435.9 1435.9 1435.9 +9.0 0 1,053 +0
Oct12 110311 1439.2 1439.2 1439.2 1439.2 +9.0 100 2,733 +100
Dec12 110311 1426.8 1445.4 1426.8 1443.5 +8.9 121 11,013 +63
Total Volume and Open Interest 148,413 521,137 +5,923
Silver(CMX)
Mar11 110311 3516.5 3606.0 3407.0 3593.3 +86.9 439 1,427 -89
May11 110311 3521.0 3617.5 3405.0 3593.5 +86.9 62,985 80,480 -35
Jul11 110311 3522.5 3615.0 3407.0 3593.9 +87.0 1,133 12,505 -68
Sep11 110311 3536.5 3604.0 3409.0 3594.2 +87.1 429 5,553 +74
Dec11 110311 3533.0 3605.0 3414.5 3594.0 +87.5 461 14,949 +69
Mar12 110311 3527.5 3598.5 3487.5 3588.4 +88.1 9 1,211 +6
May12 110311 3585.0 3585.0 3585.0 3585.0 +88.3 0 320 +0
Total Volume and Open Interest 66,561 133,492 +7
Platinum(NYMEX)
Apr11 110311 1765.6 1785.6 1758.1 1781.7 +16.1 6,864 29,126 -75
Jul11 110311 1769.2 1789.7 1765.1 1785.7 +16.1 2,182 9,437 +1,286
Oct11 110311 1770.3 1787.4 1770.3 1787.4 +16.1 14 538 +6
Jan12 110311 1789.8 1789.8 1789.8 1789.8 +16.1 0 13 +0
Total Volume and Open Interest 9,060 39,135 +1,217
Palladium(NYMEX)
Mar11 110311 762.25 767.05 750.40 763.75 -0.60 13 393 -6
Jun11 110311 770.30 774.35 742.00 765.50 -0.90 3,333 22,379 -267
Sep11 110311 775.10 775.10 751.85 766.70 -0.85 10 93 +3
Total Volume and Open Interest 3,358 22,920 -271
Copper(CMX)
Mar11 110311 418.45 421.20 407.90 419.50 +1.05 1,048 2,593 -569
May11 110311 421.00 424.50 408.60 420.75 +1.00 54,668 95,388 -433
Jul11 110311 422.55 425.20 410.70 422.40 +0.90 3,066 22,978 -723
Sep11 110311 422.55 425.20 413.90 423.65 +0.90 2,235 7,570 +602
Dec11 110311 417.20 426.10 416.90 424.45 +0.65 751 5,923 +61
Total Volume and Open Interest 62,974 140,602 -1,171
DJIA Index(CBOT)
Mar11 110311 11972 12079 11865 12065 +82 535 13,739 +25
Jun11 110311 11920 12030 11842 12003 +83 2 130 +4
Sep11 110311 11930 11930 11848 11930 +82      
Dec11 110311 11862 11862 11780 11862 +82 0 1 +0
Total Volume and Open Interest 537 13,870 +29
S & P 500(CME)
Mar11 110311 1290.30 1308.50 1290.00 1306.10 +11.80 27,614 301,221 -5,907
Jun11 110311 1288.20 1303.70 1278.70 1301.20 +11.70 18,130 76,844 +15,739
Sep11 110311 1296.10 1296.90 1282.90 1296.10 +11.70 1 3,079 +0
Dec11 110311 1291.00 1291.90 1277.90 1291.00 +11.60 0 656 +0
Total Volume and Open Interest 45,745 381,800 +9,832
S & P 500 E-Mini(Globex)
Mar11 110311 1293.75 1308.75 1283.00 1306.00 +11.75 2,196,273 2,614,534 -183,807
Jun11 110311 1289.00 1303.75 1278.50 1301.25 +11.75 269,929 439,021 +199,942
Total Volume and Open Interest 2,466,230 3,053,944 +16,145
NASDAQ 100(CME)
Mar11 110311 2273.00 2306.00 2272.00 2305.30 +22.30 3,225 19,976 +434
Jun11 110311 2285.00 2304.00 2263.00 2302.80 +22.00 1,043 2,077 +703
Sep11 110311 2300.30 2300.30 2300.30 2300.30 +22.00      
Total Volume and Open Interest 4,268 22,053 +1,137
NASDAQ 100 E-Mini(Globex)
Mar11 110311 2282.50 2306.30 2265.00 2305.30 +22.30 374,399 335,765 -21,010
Jun11 110311 2279.50 2304.00 2262.80 2302.80 +22.00 41,457 36,824 +29,848
Total Volume and Open Interest 415,856 372,604 +8,838
S & P Midcap 400(CME)
Mar11 110311 953.30 954.00 953.30 953.30 +7.20 6 3,303 +9
Jun11 110311 952.00 953.00 940.00 951.10 +7.10 6 16 +16
Sep11 110311 948.80 948.80 948.80 948.80 +7.20      
Total Volume and Open Interest 12 3,319 +25
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Jun11 110311 10300 10345 9930 10005 -295 10,470 38,115 +6,905
Sep11 110311 10030 10030 10025 10030 -270      
Total Volume and Open Interest 27,235 63,325 -3,691
Nikkei 225(SGX)
Jun11 110311 10355 10380 9975 10075 -295 89,333 165,136 +28,833
Sep11 110311 10250 10265 10075 10075 -290 0 250 +0
Dec11 110311 10020 10020 10020 10020 -295 0 5,368 +600
Total Volume and Open Interest 307,734 336,239 +4,797
CAC 40(EURONEXT)
Mar11 110311 3934.0 3957.0 3915.0 3929.5 -35.0 147,066 337,754 -3,212
Apr11 110311 3935.0 3957.5 3918.0 3932.0 -34.5 296 8,197 +118
May11 110311 3858.5 3871.0 3858.5 3863.0 -34.0 0 22 -5
Total Volume and Open Interest 147,410 346,774 -3,052
Hang Seng Index(HKFE)
Mar11 110311 23420 23487 23036 23212 -428 73,786 86,177 +3,092
Apr11 110311 23368 23463 23040 23196 -425 1,092 2,482 +190
Total Volume and Open Interest 75,380 89,859 +0
DAX(EUREX)
Mar11 110311 6991.5 7018.0 6967.0 6982.5 -72.5 168,756 274,527 +4,626
Jun11 110311 7017.5 7042.5 6995.0 7008.0 -72.5 3,363 41,242 +4,897
Sep11 110311 7070.0 7070.0 7021.5 7033.5 -73.0 966 2,669 -59
Total Volume and Open Interest 173,085 318,438 +9,464
FT-SE 100(EURONEXT)
Mar11 110311 5841.50 5856.00 5780.50 5826.00 -13.00 114,143 636,284 -391
Jun11 110311 5799.00 5806.00 5738.50 5783.50 -13.00 21,296 37,188 +6,804
Sep11 110311 5747.50 5753.00 5747.00 5749.00 -13.00 0 419 +0
Total Volume and Open Interest 135,439 674,021 +6,413
SPI 200(SFE)
Mar11 110311 4693.0 4696.0 4629.0 4631.0 -58.0 55,450 198,657 +9,520
Jun11 110311 4726.0 4726.0 4655.0 4658.0 -58.0 3,541 8,176 +632
Sep11 110311 4650.0 4650.0 4648.0 4648.0 -58.0 10 2,525 -6
Total Volume and Open Interest 59,067 211,825 +10,022
GSCI(CME)
Mar11 110311 34.64 42.74 32.74 40.64 -8.00 2,463 7,546 -2,328
Apr11 110311 39.24 47.14 37.04 45.24 -8.10 2,237 7,006 +2,164
May11 110311 40.64 48.74 39.64 46.64 -7.70      
Total Volume and Open Interest 4,700 14,552 -164
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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