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MRCI's End of Day Prices

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MRCI's End of Day Prices
Daily Futures Price Listing Mon March 14, 2011
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Mar11 110314 1323.75 1332.50 1311.50 1329.00 +2.50 1,300 712 -680
May11 110314 1336.00 1342.50 1317.50 1340.00 +5.50 115,019 253,141 -695
Jul11 110314 1344.25 1350.50 1325.50 1348.00 +5.50 50,505 133,430 +1,594
Aug11 110314 1337.00 1344.75 1322.00 1343.50 +7.25 3,303 8,594 +878
Sep11 110314 1317.00 1326.25 1300.25 1326.00 +7.00 3,708 9,644 +1,386
Nov11 110314 1301.25 1309.00 1280.00 1308.00 +8.00 30,290 164,115 +2,302
Jan12 110314 1304.00 1312.50 1288.25 1312.50 +8.50 570 21,504 -128
Total Volume and Open Interest 205,866 620,730 +4,756
Soybean Meal(CBOT)
Mar11 110314 344.60 350.50 344.60 349.60 +3.50 760 460 -293
May11 110314 350.90 355.70 346.30 355.50 +5.50 46,438 88,223 -398
Jul11 110314 354.00 359.10 349.50 359.10 +5.80 18,665 54,777 +882
Aug11 110314 351.70 358.70 349.30 358.70 +6.10 3,363 11,248 +0
Sep11 110314 348.20 354.50 345.00 354.50 +6.30 2,206 9,268 -247
Oct11 110314 336.70 346.10 336.70 346.10 +6.40 1,052 11,021 +36
Dec11 110314 337.40 344.80 334.50 344.80 +6.30 6,083 28,400 -106
Jan12 110314 337.00 345.30 335.00 345.30 +6.50 459 3,351 +14
Total Volume and Open Interest 79,897 213,447 -253
Soybean Oil(CBOT)
Mar11 110314 55.50 55.50 54.67 55.27 -0.22 466 770 -374
May11 110314 56.07 56.09 55.04 55.38 -0.52 67,573 170,931 +78
Jul11 110314 56.59 56.67 55.62 55.95 -0.52 22,499 98,620 +389
Aug11 110314 56.45 56.53 55.80 56.13 -0.48 2,029 12,639 +316
Sep11 110314 56.72 56.72 55.95 56.24 -0.47 996 12,629 -17
Oct11 110314 56.12 56.58 55.82 56.19 -0.46 603 13,064 +24
Dec11 110314 56.85 56.88 55.90 56.30 -0.42 6,248 54,191 +305
Jan12 110314 56.00 56.60 56.00 56.41 -0.26 124 1,441 -31
Total Volume and Open Interest 100,690 368,766 +690
Canola(WCE)
Mar11 110314 550.9 550.9 550.9 550.9 -3.1      
May11 110314 555.0 558.8 543.5 555.0 -3.1 10,070 94,188 -1,555
Jul11 110314 566.5 566.5 553.0 562.9 -2.9 3,053 31,021 -215
Nov11 110314 540.0 544.8 532.0 544.0 -0.7 1,741 63,669 +374
Jan12 110314 544.7 548.7 537.8 548.7 +1.7 65 3,773 +3
Total Volume and Open Interest 14,949 195,492 -1,391
Corn(CBOT)
Mar11 110314 658.00 668.00 650.50 664.00 +4.75 2,715 1,672 -1,236
May11 110314 665.50 674.25 655.00 666.00 +1.75 189,672 676,030 -9,598
Jul11 110314 671.50 680.75 660.50 672.50 +1.75 105,868 383,941 +670
Sep11 110314 623.00 630.00 612.00 624.00 +1.25 20,046 79,028 +4,233
Dec11 110314 578.25 584.75 566.00 578.00 +0.25 61,574 374,001 +1,653
Mar12 110314 587.00 594.00 577.00 587.50 +0.25 15,585 59,156 +11,827
Total Volume and Open Interest 398,156 1,633,424 +8,217
Wheat(CBOT)
Mar11 110314 690.00 700.50 690.00 700.50 +5.50 41 126 -90
May11 110314 719.25 730.00 706.00 720.75 +2.00 60,398 192,569 -1,312
Jul11 110314 751.00 762.00 737.75 753.00 +2.25 26,191 124,607 -2,376
Sep11 110314 788.00 797.50 774.75 789.50 +1.75 9,216 42,570 +1,320
Dec11 110314 811.75 821.75 799.00 814.50 +1.75 12,351 96,137 +470
Total Volume and Open Interest 109,980 485,142 -1,977
Wheat(KCBT)
Mar11 110314 815.50 815.50 815.50 815.50 -5.00 53 39 -51
May11 110314 824.50 833.50 813.75 825.50 +2.50 14,861 82,051 -1,651
Jul11 110314 836.00 844.25 824.50 836.50 +2.75 9,283 69,083 +1,452
Sep11 110314 848.50 858.00 839.75 851.50 +2.75 3,382 16,753 -70
Dec11 110314 866.75 877.75 856.75 869.00 +2.25 2,885 19,111 +628
Total Volume and Open Interest 30,912 192,193 +359
Wheat(MGE)
Mar11 110314 853.75 853.75 853.75 853.75 +0.50 4 36 +0
May11 110314 858.25 863.25 846.50 859.25 +0.75 4,973 21,062 -1,392
Jul11 110314 866.75 872.50 854.75 866.25 -0.50 3,098 14,379 -356
Sep11 110314 870.00 878.00 860.00 870.00 -2.00 1,472 13,044 -220
Dec11 110314 884.00 886.50 867.50 879.50 +2.50 381 10,308 -36
Total Volume and Open Interest 10,078 61,489 -1,951
Oats(CBOT)
Mar11 110314 352.75 352.75 345.50 346.00 +0.50 11 1 -11
May11 110314 352.00 353.00 343.25 344.00 -6.50 545 8,735 -32
Jul11 110314 358.25 362.25 351.75 351.75 -6.50 158 1,933 +61
Sep11 110314 355.00 359.50 353.00 353.00 -6.50 48 267 +8
Total Volume and Open Interest 813 13,177 +59
Rough Rice(CBOT)
Mar11 110314 12.90 13.19 12.90 13.19 +0.40 8 86 -12
May11 110314 13.02 13.49 12.96 13.38 +0.36 1,637 15,788 -344
Jul11 110314 13.38 13.77 13.26 13.66 +0.36 243 4,869 -22
Sep11 110314 14.18 14.49 14.04 14.37 +0.33 74 3,468 -36
Total Volume and Open Interest 2,008 25,108 -407
Live Cattle(CME)
Apr11 110314 117.250 117.580 116.385 116.500 -0.635 37,306 85,014 -9,401
Jun11 110314 117.000 117.150 115.830 116.650 -0.300 35,259 144,771 +7,847
Aug11 110314 117.580 118.000 117.000 117.700 -0.335 11,983 57,745 +2,064
Oct11 110314 120.830 121.000 120.250 120.785 -0.045 5,193 38,457 +1,025
Dec11 110314 120.450 121.180 120.430 121.035 -0.015 2,446 27,694 +129
Feb12 110314 120.100 120.500 119.785 120.450 -0.150 407 6,992 -17
Total Volume and Open Interest 92,663 363,005 +1,673
Feeder Cattle(CME)
Mar11 110314 131.550 131.630 130.785 130.900 -0.650 1,296 5,815 -357
Apr11 110314 134.600 134.600 133.200 133.650 -0.885 2,411 7,738 -675
May11 110314 136.350 136.350 134.985 135.500 -0.850 2,786 14,612 +472
Aug11 110314 137.035 137.575 136.325 136.850 -0.780 2,056 15,210 +290
Sep11 110314 136.130 136.150 135.450 135.825 -0.960 287 2,526 +49
Oct11 110314 135.600 136.000 135.250 136.000 -0.600 173 1,457 +37
Nov11 110314 135.450 135.900 134.900 135.900 -0.550 38 738 +17
Total Volume and Open Interest 9,052 48,198 -163
Lean Hogs(CME)
Apr11 110314 87.850 87.900 85.200 85.950 -2.200 26,613 46,554 -5,448
May11 110314 96.830 97.035 95.450 96.535 -1.815 361 3,323 +42
Jun11 110314 99.180 99.180 97.050 97.550 -1.950 18,296 83,976 +3,706
Jul11 110314 98.750 98.785 97.080 97.700 -1.435 7,120 28,684 +551
Aug11 110314 99.250 99.250 97.285 97.800 -1.850 5,632 26,941 +1,836
Oct11 110314 88.400 88.600 86.930 87.700 -1.200 1,359 21,857 +456
Dec11 110314 84.450 84.450 82.830 83.535 -1.165 1,347 13,337 +454
Feb12 110314 83.850 84.400 83.500 83.850 -1.250 176 3,050 +9
Total Volume and Open Interest 61,039 230,063 +1,675
Class III Milk(CME)
Mar11 110314 19.63 19.65 19.55 19.61 -0.04 93 6,968 +68
Apr11 110314 17.59 17.59 16.66 16.66 -0.75 567 5,796 -29
May11 110314 16.69 16.80 15.82 16.02 -0.55 444 4,688 +6
Jun11 110314 16.37 16.58 15.65 15.99 -0.41 264 3,796 -10
Jul11 110314 16.75 16.87 16.17 16.41 -0.29 169 2,724 +4
Total Volume and Open Interest 1,951 37,042 +242
Cocoa(ICE)
Mar11 110314 3519 3519 3431 3431 -29 20 51 -30
May11 110314 3427 3497 3350 3389 -23 18,240 72,159 -3,491
Jul11 110314 3392 3454 3330 3359 -25 4,780 30,635 +1,561
Sep11 110314 3417 3435 3320 3347 -27 1,247 13,144 +106
Dec11 110314 3385 3400 3305 3334 unch 1,232 17,671 +211
Mar12 110314 3417 3417 3348 3366 +25 339 22,758 +0
May12 110314 3411 3411 3357 3361 +26 72 5,017 +56
Total Volume and Open Interest 26,056 166,135 -1,570
Coffee "C"(ICE)
Mar11 110314 271.75 273.15 271.45 273.15 -0.55 91 171 -156
May11 110314 274.10 276.40 268.85 273.30 -1.10 16,382 77,584 -1,745
Jul11 110314 276.20 278.10 270.90 275.35 -1.10 4,036 22,460 -530
Sep11 110314 276.20 279.10 273.00 276.90 -1.40 1,492 9,204 +44
Dec11 110314 276.70 278.95 273.00 276.65 -2.10 543 14,105 +73
Mar12 110314 275.75 277.00 271.00 274.70 -2.45 164 2,472 +96
Total Volume and Open Interest 22,791 127,218 -2,199
Orange Juice(ICE)
May11 110314 168.00 170.05 167.05 168.95 +1.00 2,126 23,945 -912
Jul11 110314 166.50 167.85 165.05 166.45 +0.70 300 3,477 -56
Sep11 110314 164.75 166.20 164.75 165.15 +0.70 38 775 +1
Nov11 110314 160.25 160.25 159.55 159.55 +0.55 25 669 +1
Jan12 110314 158.50 159.25 158.00 158.00 +0.70 7 22 +6
Mar12 110314 158.05 158.05 158.05 158.05 +0.50 5 20 +5
Total Volume and Open Interest 2,527 29,104 -964
Sugar #11(ICE)
May11 110314 28.61 28.79 27.41 27.79 -1.07 54,753 231,818 -2,643
Jul11 110314 26.33 26.41 25.20 25.60 -0.84 19,362 171,010 -1,872
Oct11 110314 24.73 24.88 24.00 24.45 -0.63 9,115 80,710 -1,366
Mar12 110314 24.21 24.31 23.54 24.11 -0.33 2,133 56,255 -426
May12 110314 22.89 23.52 22.68 23.37 -0.04 457 15,082 -360
Total Volume and Open Interest 86,338 598,130 -6,821
London Cocoa(LCE)
Mar11 110314 2242 2257 2170 2170 -46 6,608 26,654 -477
May11 110314 2236 2268 2179 2184 -42 18,030 58,090 +863
Jul11 110314 2220 2242 2161 2164 -42 6,282 28,277 -93
Sep11 110314 2215 2228 2152 2152 -39 1,561 24,354 +64
Dec11 110314 2188 2209 2141 2141 -39 2,031 32,246 +137
Mar12 110314 2185 2199 2136 2136 -40 1,127 25,382 +382
May12 110314 2201 2204 2129 2129 -42 563 5,273 +137
Total Volume and Open Interest 36,504 209,854 +1,176
London Sugar(LCE)
May11 110314 724.20 724.20 700.80 706.80 -13.20 3,157 23,821 -722
Aug11 110314 691.90 691.90 670.90 676.10 -12.80 929 15,864 +444
Oct11 110314 649.30 654.70 641.20 646.00 -9.60 90 3,702 +38
Dec11 110314 633.60 637.00 623.70 628.50 -7.10 23 1,302 +11
Mar12 110314 625.90 625.90 623.50 625.90 -0.30 0 1,144 +0
Total Volume and Open Interest 4,199 46,344 -229
Cotton(ICE)
May11 110314 204.94 206.83 197.94 197.94 -7.00 9,684 71,184 -700
Jul11 110314 193.25 195.00 186.25 186.25 -7.00 5,719 38,979 +392
Oct11 110314 150.05 150.05 146.80 146.80 -6.77 8 406 +0
Dec11 110314 127.00 128.00 121.32 122.77 -5.55 4,235 56,300 +139
Mar12 110314 118.10 118.10 113.50 115.37 -4.65 262 3,834 +26
May12 110314 109.60 112.00 109.47 109.84 -4.00 40 1,089 +20
Total Volume and Open Interest 20,014 174,735 -107
Lumber(CME)
Mar11 110314 284.7 284.7 279.1 279.7 -5.3 183 410 -97
May11 110314 312.3 312.3 306.3 307.8 -3.3 595 5,961 -93
Jul11 110314 326.2 326.2 321.2 322.5 -3.5 200 2,579 +2
Sep11 110314 330.6 331.1 327.9 329.4 -6.0 48 344 +13
Total Volume and Open Interest 1,036 9,326 -170
Crude Oil(NYM)
Apr11 110314 100.31 101.60 98.47 101.19 +0.03 432,988 215,405 -7,430
May11 110314 101.64 102.84 99.77 102.19 -0.16 194,250 286,005 +16,878
Jun11 110314 102.18 103.38 100.47 102.79 -0.16 100,459 152,627 -2,177
Jul11 110314 102.74 103.68 101.07 103.32 -0.14 43,412 85,690 +1,851
Aug11 110314 102.53 104.20 101.57 103.69 -0.14 25,467 39,528 +449
Sep11 110314 103.40 104.36 101.83 103.97 -0.12 16,615 56,819 +2,715
Oct11 110314 102.96 104.50 102.28 104.12 -0.10 8,132 32,725 -9
Nov11 110314 103.04 104.21 102.41 104.21 -0.06 9,316 30,234 +666
Dec11 110314 104.07 104.64 102.21 104.26 -0.04 56,143 182,445 -3,945
Jan12 110314 103.11 104.15 102.45 104.15 -0.02 5,091 34,637 -585
Feb12 110314 103.35 104.24 103.20 103.97 unch 1,871 15,776 +135
Mar12 110314 102.80 104.10 102.10 103.77 +0.03 1,822 23,719 +209
Apr12 110314 102.80 103.50 102.80 103.50 +0.06 746 9,325 -12
May12 110314 103.20 103.20 103.20 103.20 +0.08 360 10,106 +68
Jun12 110314 101.50 102.96 101.50 102.96 +0.11 3,480 55,853 -492
Jul12 110314 102.72 102.72 102.72 102.72 +0.12 116 11,155 -54
Total Volume and Open Interest 929,247 1,596,178 +11,134
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 110314 102.150 102.825 99.750 102.200 -0.150 2,353 1,637 -319
Jun11 110314 102.450 103.275 100.500 102.800 -0.150 329 548 -46
Jul11 110314 103.375 103.600 102.550 103.325 -0.125 185 187 +124
Aug11 110314 101.750 103.700 101.750 103.700 -0.125 0 14 +0
Sep11 110314 102.350 103.975 102.350 103.975 -0.125 6 9 +1
Oct11 110314 104.125 104.125 104.125 104.125 -0.100 23 35 -18
Nov11 110314 104.200 104.200 104.200 104.200 -0.075 0 13 +0
Dec11 110314 103.300 104.250 103.300 104.250 -0.050 4 219 +1
Total Volume and Open Interest 26,886 7,643 +510
Heating Oil(NYM)
Apr11 110314 302.98 307.85 299.66 306.38 +3.48 52,873 73,023 -6,699
May11 110314 304.35 308.54 300.72 307.09 +3.30 25,695 63,184 +6,796
Jun11 110314 305.30 309.24 301.58 307.77 +3.03 19,403 51,712 +389
Jul11 110314 306.50 310.14 302.52 308.70 +2.81 5,669 23,786 -120
Aug11 110314 306.15 310.23 306.15 309.75 +2.60 3,805 15,777 +721
Sep11 110314 308.70 312.23 304.76 310.99 +2.43 3,001 12,547 +520
Oct11 110314 310.00 312.87 309.35 312.16 +2.30 1,250 7,208 +3
Nov11 110314 311.73 313.27 311.54 313.27 +2.19 1,300 6,694 +437
Dec11 110314 313.00 315.67 307.90 314.19 +2.08 7,742 28,267 +779
Jan12 110314 316.06 316.06 313.54 315.11 +1.95 333 6,343 +14
Feb12 110314 314.90 315.11 314.90 315.11 +1.78 96 2,202 +0
Mar12 110314 313.60 313.76 313.60 313.76 +1.63 139 1,290 +65
Total Volume and Open Interest 121,746 304,130 +2,804
Gasoline(NYMEX)
Apr11 110314 298.80 299.90 292.98 296.03 -2.74 45,410 65,706 -5,183
May11 110314 298.84 300.00 293.00 296.40 -2.55 25,433 65,224 +818
Jun11 110314 296.24 296.24 291.86 295.62 -2.19 16,704 39,490 +237
Jul11 110314 295.90 296.29 290.37 294.23 -1.92 10,906 21,372 +1,239
Aug11 110314 289.75 292.45 289.36 292.45 -1.80 6,259 10,904 -911
Sep11 110314 287.00 290.11 287.00 290.11 -1.73 3,654 13,584 +369
Oct11 110314 275.74 278.10 275.74 277.78 -1.51 2,148 7,579 +895
Nov11 110314 275.28 275.42 274.55 275.13 -1.46 845 5,560 +17
Dec11 110314 270.56 274.50 270.56 273.68 -1.30 1,843 23,661 +403
Jan12 110314 272.40 274.08 272.38 274.08 -1.19 260 4,211 -182
Total Volume and Open Interest 114,348 273,503 -1,843
e-miNY RBOB Gasoline(NYM)
Apr11 110314 296.00 296.03 296.00 296.00 -2.80 0 2 +0
May11 110314 296.40 296.40 296.40 296.40 -2.60 0 1 +0
Jun11 110314 295.60 295.62 295.60 295.60 -2.20 0 1 +0
Jul11 110314 294.20 294.23 294.20 294.20 -2.00      
Total Volume and Open Interest 0 6 +0
Natural Gas(NYM)
Apr11 110314 3.923 4.053 3.891 3.914 +0.025 132,678 149,459 -5,320
May11 110314 3.985 4.105 3.956 3.976 +0.031 69,548 236,903 +3,810
Jun11 110314 4.058 4.160 3.986 4.040 +0.033 24,631 70,629 -1,007
Jul11 110314 4.110 4.232 4.095 4.116 +0.034 21,280 79,776 -170
Aug11 110314 4.171 4.273 4.145 4.164 +0.032 10,370 28,598 +1,134
Sep11 110314 4.181 4.290 4.163 4.184 +0.032 13,974 38,481 +2,601
Oct11 110314 4.245 4.339 4.214 4.235 +0.033 17,802 72,888 +571
Nov11 110314 4.454 4.526 4.415 4.431 +0.042 4,023 30,792 -50
Dec11 110314 4.694 4.779 4.677 4.690 +0.046 3,076 25,706 -121
Jan12 110314 4.825 4.912 4.807 4.826 +0.047 8,049 59,207 +179
Feb12 110314 4.824 4.904 4.804 4.818 +0.046 1,512 12,519 +78
Mar12 110314 4.775 4.852 4.752 4.770 +0.048 2,747 28,202 -211
Apr12 110314 4.633 4.721 4.632 4.651 +0.057 2,122 24,474 -9
May12 110314 4.740 4.740 4.683 4.683 +0.056 108 5,875 -12
Jun12 110314 4.753 4.774 4.717 4.717 +0.055 75 4,637 +28
Jul12 110314 4.798 4.819 4.749 4.760 +0.056 85 4,163 -22
Total Volume and Open Interest 313,508 942,655 +1,557
Brent Crude Oil(ICE)
Apr11 110314 113.60 114.18 111.16 113.67 -0.17 201,416 84,830 -113,349
May11 110314 113.50 114.32 111.20 113.72 -0.12 176,601 160,603 -18,955
Jun11 110314 114.24 114.24 111.21 113.61 -0.17 97,477 176,108 +63,035
Jul11 110314 112.60 113.83 111.11 113.45 -0.17 30,043 48,136 +17,864
Aug11 110314 112.72 113.67 110.94 113.30 -0.11 20,108 28,135 +11,100
Sep11 110314 112.52 113.40 110.72 113.08 -0.07 12,827 31,922 +19,953
Oct11 110314 112.31 113.04 110.65 112.87 -0.07 9,853 19,378 +11,964
Nov11 110314 111.50 112.80 110.42 112.62 -0.09 9,011 15,559 +8,540
Dec11 110314 111.81 112.63 110.00 112.36 -0.11 46,570 94,332 +47,655
Jan12 110314 112.13 112.13 112.13 112.13 -0.11 5,479 22,349 +17,822
Feb12 110314 111.89 111.89 111.89 111.89 -0.12 1,907 12,450 +9,963
Mar12 110314 111.64 111.64 111.64 111.64 -0.12 2,047 16,683 +14,000
Apr12 110314 111.30 111.30 111.30 111.30 -0.12 933 4,843 +3,245
May12 110314 110.92 110.92 110.92 110.92 -0.12 676 3,705 +2,802
Total Volume and Open Interest 632,643 863,528 +214,684
Gas Oil(ICE)
Apr11 110314 956.75 972.25 949.25 963.00 +4.25 135,265 180,609 -4,966
May11 110314 958.00 972.25 949.00 962.50 +2.75 86,044 95,374 +1,081
Jun11 110314 959.00 972.75 949.50 962.75 +1.75 63,806 71,808 +192
Jul11 110314 960.75 973.50 951.00 963.50 +1.00 24,233 36,449 +4,303
Aug11 110314 957.25 975.00 952.25 965.00 +0.25 10,574 24,040 +1,032
Sep11 110314 959.50 976.75 953.75 966.50 -0.75 9,004 28,676 +477
Oct11 110314 959.75 977.00 954.00 966.75 -1.00 5,260 22,052 -688
Nov11 110314 962.25 976.50 953.50 966.25 -1.25 1,863 16,126 +57
Dec11 110314 965.75 976.25 953.00 966.00 -1.50 17,318 56,599 +1,027
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 110314 2.439 2.469 2.439 2.462 +0.013 109 926 -58
May11 110314 2.425 2.459 2.425 2.449 +0.013 218 735 +39
Jun11 110314 2.440 2.460 2.440 2.442 +0.013 166 952 -90
Jul11 110314 2.440 2.450 2.434 2.447 +0.011 166 1,188 -71
Aug11 110314 2.430 2.438 2.430 2.430 +0.005 77 954 -8
Sep11 110314 2.375 2.393 2.375 2.375 +0.008 73 982 +31
Oct11 110314 2.252 2.253 2.250 2.251 +0.009 55 587 +3
Total Volume and Open Interest 922 7,829 -142
WTI Crude Oil(ICE
Apr11 110311 102.75 103.01 99.25 101.16 -1.54 89,373 56,609 -3,915
May11 110314 102.05 102.73 99.80 102.19 -0.16 64,417 94,667 +2,871
Jun11 110314 102.21 103.18 100.49 102.79 -0.16 36,767 74,604 -1,157
Jul11 110314 101.19 103.47 101.19 103.32 -0.14 11,070 35,424 +353
Aug11 110314 101.69 103.74 101.60 103.69 -0.14 5,458 17,884 -634
Sep11 110314 101.90 104.01 101.90 103.97 -0.12 4,474 27,524 -512
Oct11 110314 102.07 104.13 102.07 104.12 -0.10 2,649 17,344 -192
Nov11 110314 102.16 104.21 102.16 104.21 -0.06 2,718 12,356 +184
Dec11 110314 103.41 104.57 102.22 104.26 -0.04 23,301 92,279 +384
Jan12 110314 104.15 104.15 104.15 104.15 -0.02 432 9,885 -4
Feb12 110314 103.97 103.97 103.97 103.97 unch 76 2,341 +8
Mar12 110314 103.77 103.77 103.77 103.77 +0.03 437 4,956 +358
Apr12 110314 103.50 103.50 103.50 103.50 +0.06 56 2,967 -5
May12 110314 103.20 103.20 103.20 103.20 +0.08 119 1,161 +59
Jun12 110314 102.13 102.96 102.09 102.96 +0.11 1,446 24,625 -718
Jul12 110314 102.72 102.72 102.72 102.72 +0.12 7 565 -2
Total Volume and Open Interest 259,302 561,818 -1,348
US Dollar Index(ICE)
Mar11 110314 76.550 76.725 76.270 76.463 -0.307 36,034 20,376 -9,559
Jun11 110314 76.810 77.040 76.470 76.635 -0.420 28,404 47,120 +12,227
Sep11 110314 77.060 77.060 77.060 77.060 -0.415 0 503 +0
Total Volume and Open Interest 64,438 68,000 +2,668
Australian Dollar(CME)
Mar11 110314 101.27 101.43 100.62 100.82 -0.61 113,128 73,872 -9,641
Jun11 110314 100.01 100.28 99.33 99.69 -0.59 100,522 101,943 +18,722
Sep11 110314 98.30 99.05 98.30 98.45 -0.60 6 28 +6
Total Volume and Open Interest 213,657 175,898 +9,088
British Pound(CME)
Mar11 110314 160.92 161.50 160.29 161.43 +0.74 130,465 61,725 -17,706
Jun11 110314 160.69 161.84 160.10 161.57 +1.04 117,331 94,122 +24,261
Sep11 110314 161.32 161.32 160.26 161.32 +1.06 6 21 +5
Total Volume and Open Interest 247,803 155,907 +6,561
Canadian Dollar(CME)
Mar11 110314 102.70 102.97 102.42 102.60 -0.21 108,887 77,686 -16,871
Jun11 110314 102.53 102.78 102.21 102.40 -0.21 82,888 127,135 +38,177
Sep11 110314 102.44 102.44 102.00 102.12 -0.21 275 1,808 +144
Dec11 110314 101.92 102.04 101.74 101.83 -0.21 67 2,053 +38
Total Volume and Open Interest 192,120 208,839 +21,491
Japanese Yen(CME)
Mar11 110314 122.40 124.25 121.27 122.23 +0.11 137,256 51,658 -17,747
Jun11 110314 122.40 124.44 121.36 122.58 +0.36 97,712 74,759 +14,905
Sep11 110314 124.34 124.34 121.60 122.73 +0.38 53 79 +38
Total Volume and Open Interest 235,021 126,526 -2,804
Swiss Franc(CME)
Mar11 110314 107.77 108.04 107.37 107.96 +0.37 50,824 35,911 -8,771
Jun11 110314 107.78 108.44 107.41 108.32 +0.65 52,940 53,375 +21,236
Sep11 110314 108.38 108.38 107.74 108.38 +0.64 2 14 +1
Total Volume and Open Interest 103,766 89,311 +12,466
EuroFX(CME)
Mar11 110314 139.72 139.81 138.87 139.64 +0.77 312,115 139,669 -39,364
Jun11 110314 139.48 139.84 138.69 139.73 +1.04 224,783 158,668 +57,088
Sep11 110314 138.80 139.48 138.36 139.40 +1.04 141 322 +96
Total Volume and Open Interest 537,039 299,019 +17,820
Mexican Peso(CME)
Mar11 110314 840.0 840.5 837.2 838.8 -0.8 47,740 62,289 -5,704
Apr11 110314 839.2 839.2 839.2 839.2 unch      
Total Volume and Open Interest 106,096 202,832 +21,459
30-Year T-Bonds(CBOT)
Mar11 110314 122~110 122~110 122~110 122~110 +0~150 7,661 11,289 +11,289
Jun11 110314 120~120 120~260 119~240 120~240 +0~150 446,227 610,577 +10,512
Sep11 110314 119~090 119~090 118~240 119~090 +0~170 0 1 +0
Total Volume and Open Interest 453,888 621,867 +7,362
10-Year T-Notes(CBOT)
Mar11 110314 121~010 121~215 120~290 121~165 +0~165 21,988 23,129 -4,146
Jun11 110314 119~260 120~135 119~175 120~060 +0~160 1,533,954 1,560,382 +13,133
Sep11 110314 118~120 118~280 118~120 118~280 +0~160 1 34 +1
Total Volume and Open Interest 1,555,943 1,583,549 +8,988
5-Year T-Notes(CBOT)
Mar11 110314 118~051 118~115 118~045 118~086 +0~041 9,302 21,668 -3,579
Jun11 110314 117~075 118~016 117~060 117~114 +0~049 809,063 1,190,946 +5,799
Sep11 110314 117~002 117~002 116~081 117~002 +0~049      
Total Volume and Open Interest 818,365 1,212,614 +2,220
2 Year T-Notes(CBOT)
Mar11 110314 109~082 109~095 109~079 109~088 +0~009 11,552 20,579 -7,373
Jun11 110314 109~040 109~059 109~038 109~049 +0~011 303,637 872,285 +23,791
Sep11 110314 109~013 109~013 109~002 109~013 +0~011      
Total Volume and Open Interest 315,189 892,864 +16,418
Eurodollars(CME)
Mar11 110314 99.688 99.690 99.688 99.690 +0.003 160,397 926,325 -23,542
Jun11 110314 99.645 99.655 99.640 99.640 unch 225,160 1,227,742 +13,055
Sep11 110314 99.555 99.590 99.555 99.570 +0.015 259,378 1,364,790 +8,057
Dec11 110314 99.425 99.490 99.425 99.460 +0.030 333,658 1,383,651 -1,460
Mar12 110314 99.225 99.310 99.225 99.280 +0.050 496,083 1,379,204 +21,735
Jun12 110314 98.930 99.040 98.930 99.000 +0.065 414,043 809,971 +21,308
Sep12 110314 98.590 98.720 98.590 98.670 +0.075 328,746 562,484 +1,647
Dec12 110314 98.260 98.405 98.260 98.355 +0.085 301,254 454,171 -4,096
Mar13 110314 97.995 98.125 97.985 98.075 +0.090 249,415 321,752 +6,071
Jun13 110314 97.740 97.850 97.710 97.800 +0.090 145,555 199,532 -4,445
Sep13 110314 97.455 97.585 97.450 97.535 +0.085 107,526 199,859 -2,220
Dec13 110314 97.200 97.330 97.195 97.280 +0.080 93,180 185,306 -825
Mar14 110314 96.995 97.100 96.960 97.050 +0.080 30,831 126,936 +1,670
Jun14 110314 96.785 96.870 96.725 96.820 +0.085 22,064 99,969 -367
Sep14 110314 96.560 96.640 96.495 96.595 +0.085 18,763 57,783 -1,626
Dec14 110314 96.330 96.405 96.255 96.365 +0.085 18,171 74,898 -416
Mar15 110314 96.135 96.200 96.050 96.160 +0.080 13,549 54,109 -337
Jun15 110314 4.150 4.255 4.110 4.215 +0.075 13,222 36,884 -229
Total Volume and Open Interest 3,274,718 9,661,334 +39,291
30 Day Federal Funds(CBOT)
Mar11 110314 99.857 99.860 99.857 99.857 unch 3,262 70,808 +1,749
Apr11 110314 99.865 99.865 99.860 99.860 unch 4,907 61,627 +1,220
May11 110314 99.865 99.865 99.860 99.860 unch 4,188 63,654 +134
Jun11 110314 99.860 99.870 99.860 99.860 unch 1,941 45,439 +374
Jul11 110314 99.855 99.860 99.850 99.855 +0.005 3,545 47,911 +766
Aug11 110314 99.840 99.845 99.830 99.840 +0.005 3,294 35,621 -178
Total Volume and Open Interest 57,120 597,300 +12,815
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 110314 99.665 99.665 99.665 99.665 unch 280 5,336 +280
Jun11 110314 99.670 99.670 99.670 99.670 -0.005 0 150 +0
Sep11 110314 99.662 99.662 99.662 99.662 -0.005      
Dec11 110314 99.647 99.647 99.647 99.647 -0.005 0 79 +0
Mar12 110314 99.620 99.620 99.620 99.620 -0.005      
Jun12 110314 99.650 99.650 99.650 99.650 -0.005      
Sep12 110314 99.600 99.600 99.600 99.600 -0.005      
Dec12 110314 99.505 99.505 99.505 99.505 -0.005      
Mar13 110314 99.505 99.505 99.505 99.505 -0.005      
Jun13 110314 99.460 99.460 99.460 99.460 -0.005      
Total Volume and Open Interest 280 5,565 +280
3-Mth Euro-Yen(SGX)
Jun11 110314 99.67 99.67 99.67 99.67 -0.01 200 2,945 +1,218
Sep11 110314 99.66 99.66 99.66 99.66 -0.01 0 866 +0
Dec11 110314 99.65 99.66 99.65 99.65 0.00 0 1,935 +7
Mar12 110314 99.68 99.68 99.62 99.62 0.00 100 930 +225
Jun12 110314 99.65 99.65 99.65 99.65 0.00 0 754 +0
Sep12 110314 99.60 99.60 99.60 99.60 -0.01 0 310 +0
Dec12 110314 99.50 99.50 99.50 99.50 -0.01 0 4 +0
Mar13 110314 99.50 99.50 99.50 99.50 -0.01 0 1 +0
Total Volume and Open Interest 400 14,408 +1,818
Japanese Gov't Bonds(SGX)
Jun11 110314 139.40 140.27 139.36 139.87 +0.57 2,618 12,272 +0
Sep11 110314 138.51 138.51 137.44 137.44 +0.57      
Dec11 110314 135.35 135.35 135.35 135.35 +0.57      
Total Volume and Open Interest 2,618 12,184 -88
Euro-Bund(EUREX)
Jun11 110314 122.39 122.53 121.70 122.19 -0.17 965,677 1,371,500 -29,746
Sep11 110314 121.59 121.98 121.39 121.85 -0.19 10 103 +74
Dec11 110314 121.87 121.87 121.87 121.87 -0.17      
Total Volume and Open Interest 965,687 1,371,603 -29,672
Euro-Bobl(EUREX)
Jun11 110314 115.25 115.43 114.92 115.22 -0.06 504,221 1,066,572 +13,657
Sep11 110314 114.63 114.63 114.63 114.63 -0.06 610 2,766 -11
Dec11 110314 114.63 114.63 114.63 114.63 -0.06      
Total Volume and Open Interest 504,831 1,069,338 +13,646
3-Mth Euribor(EUREX)
Mar11 110314 98.830 98.830 98.825 98.825 unch 564 5,430 -114
Jun11 110314 98.480 98.500 98.480 98.490 +0.020 218 10,870 +888
Sep11 110314 98.205 98.205 98.205 98.205 +0.020 0 2,604 +0
Total Volume and Open Interest 782 26,678 +774
Long Gilt(LIFFE)
Mar11 110314 118~27 119~07 118~22 119~07 +0~17 2,153 3,709 -804
Jun11 110314 117~15 117~31 117~03 117~29 +0~17 108,749 284,677 -2,539
Total Volume and Open Interest 110,902 288,386 -3,343
3-Mth Short Sterling(LIFFE)
Mar11 110314 99.20 99.25 99.19 99.20 unch 119,031 286,485 -11,928
Jun11 110314 99.03 99.08 99.01 99.03 +0.01 107,787 349,567 +4,583
Sep11 110314 98.81 98.84 98.79 98.83 +0.03 80,841 330,542 -5,542
Dec11 110314 98.57 98.60 98.53 98.59 +0.05 79,803 368,794 -8,690
Mar12 110314 98.31 98.36 98.27 98.34 +0.05 84,100 322,624 +14,837
Jun12 110314 98.05 98.10 98.00 98.07 +0.05 65,193 178,601 +5,583
Total Volume and Open Interest 654,176 2,311,088 -258
3-Mth Euribor(LIFFE)
Mar11 110314 98.825 98.830 98.825 98.825 unch 126,602 562,288 -29,870
Jun11 110314 98.470 98.510 98.455 98.490 +0.020 151,182 706,508 +5,869
Sep11 110314 98.175 98.220 98.175 98.205 +0.020 145,021 601,717 -20,461
Total Volume and Open Interest 1,042,265 3,805,966 -38,738
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 110314 95.01 95.07 95.01 95.06 +0.05 29,480 214,315 -10,858
Sep11 110314 94.93 95.01 94.93 95.00 +0.07 31,907 169,224 +14,517
Dec11 110314 94.82 94.90 94.82 94.90 +0.08 19,796 87,681 +1,641
Mar12 110314 94.75 94.81 94.74 94.80 +0.07 8,825 59,293 +148
Jun12 110314 94.71 94.75 94.68 94.74 +0.07 4,065 43,516 -717
Sep12 110314 94.64 94.70 94.62 94.68 +0.06 4,832 37,163 +2,071
Dec12 110314 94.56 94.64 94.56 94.62 +0.06 1,477 19,871 +253
Mar13 110314 94.57 94.59 94.55 94.58 +0.06 1,045 4,509 +426
Jun13 110314 94.51 94.51 94.51 94.51 +0.04 5 625 +5
Total Volume and Open Interest 101,436 637,896 +5,636
10-Year Aus T-Bonds(SFE)
Mar11 110314 94.52 94.57 94.51 94.56 +0.04 247,244 361,095 +20,477
Jun11 110314 94.50 94.56 94.49 94.55 +0.05 226,778 243,078 +137,489
Total Volume and Open Interest 474,022 604,173 +157,966
3-Year Aus T-Bonds(SFE)
Mar11 110314 94.98 95.06 94.98 95.05 +0.17 176,041 540,534 +540,534
Jun11 110314 94.89 94.96 94.89 94.96 +0.08 199,510 258,571 +153,767
Total Volume and Open Interest 493,375 811,026 +198,081
Gold(CMX)
Apr11 110314 1421.9 1433.5 1418.2 1424.9 +3.1 204,144 280,580 -14,345
Jun11 110314 1423.2 1434.4 1419.6 1426.3 +3.1 18,539 108,305 +7,314
Aug11 110314 1431.3 1433.4 1423.1 1427.7 +3.0 2,851 30,314 +1,638
Oct11 110314 1436.8 1436.8 1424.4 1429.0 +2.9 375 6,520 -117
Dec11 110314 1425.7 1436.8 1425.7 1430.4 +2.9 1,269 28,837 -69
Feb12 110314 1435.7 1435.9 1430.0 1431.9 +2.9 286 7,294 -27
Apr12 110314 1436.4 1436.4 1433.8 1433.8 +2.8 10 5,305 +1
Jun12 110314 1440.3 1440.3 1436.0 1436.0 +2.6 36 6,741 +4
Aug12 110314 1437.3 1438.5 1437.3 1438.5 +2.6 0 1,053 +0
Oct12 110314 1441.7 1441.7 1441.7 1441.7 +2.5 0 2,733 +0
Dec12 110314 1450.4 1452.0 1444.4 1445.7 +2.2 292 11,069 +56
Total Volume and Open Interest 228,661 515,633 -5,504
Silver(CMX)
Mar11 110314 3626.5 3632.5 3560.0 3582.5 -10.8 162 1,338 -89
May11 110314 3593.5 3650.5 3550.0 3584.0 -9.5 79,709 79,555 -925
Jul11 110314 3597.5 3650.0 3560.5 3584.5 -9.4 1,446 12,472 -33
Sep11 110314 3583.0 3640.0 3570.5 3584.8 -9.4 481 5,672 +119
Dec11 110314 3586.0 3650.0 3562.5 3584.4 -9.6 614 14,891 -58
Mar12 110314 3630.5 3630.5 3578.8 3578.8 -9.6 4 1,215 +4
May12 110314 3575.2 3575.2 3575.2 3575.2 -9.8 60 380 +60
Total Volume and Open Interest 83,624 132,677 -815
Platinum(NYMEX)
Apr11 110314 1783.5 1787.0 1739.9 1752.3 -29.4 12,857 27,364 -1,762
Jul11 110314 1789.2 1789.2 1744.8 1755.7 -30.0 1,093 9,899 +462
Oct11 110314 1758.0 1770.0 1751.9 1758.2 -29.2 8 542 +4
Jan12 110314 1760.6 1760.6 1760.6 1760.6 -29.2 1 14 +1
Total Volume and Open Interest 13,962 37,841 -1,294
Palladium(NYMEX)
Mar11 110314 746.45 747.65 746.45 746.45 -17.30 23 105 -288
Jun11 110314 759.05 763.55 744.10 748.20 -17.30 5,057 22,380 +1
Sep11 110314 755.10 755.10 745.50 749.40 -17.30 4 93 +0
Total Volume and Open Interest 5,086 22,634 -286
Copper(CMX)
Mar11 110314 419.85 419.85 415.00 417.35 -2.15 964 2,332 -261
May11 110314 422.75 422.75 414.00 418.65 -2.10 40,450 93,179 -2,209
Jul11 110314 422.85 423.50 416.05 420.40 -2.00 3,059 22,384 -594
Sep11 110314 424.35 424.35 421.00 421.65 -2.00 2,150 8,420 +850
Dec11 110314 421.45 424.60 418.75 422.55 -1.90 180 5,925 +2
Total Volume and Open Interest 47,493 138,383 -2,219
DJIA Index(CBOT)
Mar11 110314 12033 12055 11903 11988 -77 769 13,455 -284
Jun11 110314 11952 11993 11850 11926 -77 242 223 +93
Sep11 110314 11853 11930 11853 11853 -77      
Dec11 110314 11785 11862 11785 11785 -77 0 1 +0
Total Volume and Open Interest 1,011 13,679 -191
S & P 500(CME)
Mar11 110314 1295.00 1299.50 1286.30 1295.40 -10.70 91,032 279,363 -21,858
Jun11 110314 1295.20 1300.40 1281.30 1290.50 -10.70 72,588 118,150 +41,306
Sep11 110314 1278.00 1288.10 1277.10 1285.10 -11.00 50 3,084 +5
Dec11 110314 1272.50 1283.00 1272.00 1279.70 -11.30 70 676 +20
Total Volume and Open Interest 163,740 401,273 +19,473
S & P 500 E-Mini(Globex)
Mar11 110314 1302.25 1305.75 1286.00 1295.50 -10.50 2,605,190 2,239,543 -374,991
Jun11 110314 1298.50 1300.75 1281.00 1290.50 -10.75 1,844,627 945,951 +506,930
Total Volume and Open Interest 4,449,884 3,185,922 +131,978
NASDAQ 100(CME)
Mar11 110314 2286.00 2303.00 2274.00 2292.00 -13.30 5,381 21,438 +1,462
Jun11 110314 2292.80 2300.50 2272.00 2289.50 -13.30 577 2,359 +282
Sep11 110314 2287.00 2287.30 2287.00 2287.00 -13.30      
Total Volume and Open Interest 5,958 23,797 +1,744
NASDAQ 100 E-Mini(Globex)
Mar11 110314 2296.50 2304.80 2273.50 2292.00 -13.30 346,788 299,236 -36,529
Jun11 110314 2298.00 2300.80 2271.00 2289.50 -13.30 219,741 82,465 +45,641
Total Volume and Open Interest 566,530 381,717 +9,113
S & P Midcap 400(CME)
Mar11 110314 949.20 949.20 948.80 949.20 -4.10 121 3,174 -129
Jun11 110314 939.50 947.00 938.50 947.00 -4.10 12 12 -4
Sep11 110314 944.70 944.70 944.30 944.70 -4.10      
Total Volume and Open Interest 133 3,186 -133
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Jun11 110314 9750 9830 9145 9390 -615 15,582 40,200 +2,085
Sep11 110314 9415 9430 9415 9415 -615      
Total Volume and Open Interest 21,924 57,607 -5,718
Nikkei 225(SGX)
Jun11 110314 10020 10120 9425 9425 -650 145,605 177,869 +12,733
Sep11 110314 10015 10040 9425 9425 -650 0 292 +42
Dec11 110314 9370 9370 9370 9370 -650 600 5,368 +0
Total Volume and Open Interest 328,793 190,319 -145,920
CAC 40(EURONEXT)
Mar11 110314 3908.5 3940.0 3870.5 3880.0 -49.5 182,079 334,724 -3,030
Apr11 110314 3923.0 3942.0 3873.5 3882.5 -49.5 22,704 24,937 +16,740
May11 110314 3848.0 3848.0 3805.0 3807.5 -55.5 1 23 +1
Total Volume and Open Interest 204,808 360,501 +13,727
Hang Seng Index(HKFE)
Mar11 110314 23108 23308 23001 23273 +61 72,704 86,177 +0
Apr11 110314 23120 23288 22990 23245 +49 889 2,482 +0
Total Volume and Open Interest 73,713 93,164 +3,305
DAX(EUREX)
Mar11 110314 6935.0 6949.0 6848.0 6875.0 -107.5 187,794 272,169 -2,358
Jun11 110314 6950.0 6971.5 6872.5 6899.5 -108.5 6,926 54,367 +13,125
Sep11 110314 6995.0 6995.5 6900.0 6924.5 -109.0 1,340 2,898 +229
Total Volume and Open Interest 196,060 329,434 +10,996
FT-SE 100(EURONEXT)
Mar11 110314 5830.50 5837.00 5762.00 5774.50 -51.50 192,090 604,627 -31,657
Jun11 110314 5786.00 5792.50 5719.00 5731.00 -52.50 74,340 73,083 +35,895
Sep11 110314 5697.00 5697.00 5697.00 5697.00 -52.00 55 474 +55
Total Volume and Open Interest 266,490 678,319 +4,298
SPI 200(SFE)
Mar11 110314 4623.0 4649.0 4561.0 4609.0 -22.0 68,493 218,212 +19,555
Jun11 110314 4600.0 4675.0 4586.0 4635.0 -23.0 6,127 13,118 +4,942
Sep11 110314 4650.0 4650.0 4612.0 4625.0 -23.0 8 2,525 +0
Total Volume and Open Interest 74,637 236,322 +24,497
GSCI(CME)
Mar11 110314 40.14 40.89 33.64 39.64 -1.00 2,945 4,954 -2,592
Apr11 110314 44.14 45.29 38.64 43.89 -1.35 2,547 9,419 +2,413
May11 110314 45.64 46.69 40.64 45.64 -1.00      
Total Volume and Open Interest 5,492 14,373 -179
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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