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MRCI's End of Day Prices

MRCI Logo
MRCI's End of Day Prices
Daily Futures Price Listing Tue March 15, 2011
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
May11 110315 1342.00 1346.00 1270.00 1270.00 -70.00 95,303 252,069 -1,072
Jul11 110315 1349.00 1354.25 1278.00 1278.00 -70.00 40,568 131,912 -1,518
Aug11 110315 1329.25 1343.50 1273.50 1273.50 -70.00 2,918 9,083 +489
Sep11 110315 1328.50 1328.50 1256.00 1256.00 -70.00 2,948 10,221 +577
Nov11 110315 1308.75 1313.25 1238.00 1238.00 -70.00 25,955 165,779 +1,664
Jan12 110315 1314.75 1314.75 1242.50 1243.25 -69.25 349 21,445 -59
Mar12 110315 1283.75 1308.75 1238.75 1241.25 -67.50 201 11,715 -9
Total Volume and Open Interest 169,377 620,556 -174
Soybean Meal(CBOT)
May11 110315 355.50 356.30 339.70 340.80 -14.70 35,648 87,027 -1,196
Jul11 110315 359.10 359.80 344.00 344.90 -14.20 13,995 55,306 +529
Aug11 110315 354.00 358.40 344.80 345.20 -13.50 2,788 11,338 +90
Sep11 110315 354.40 354.40 341.10 341.90 -12.60 1,402 9,320 +52
Oct11 110315 344.90 345.60 331.90 332.90 -13.20 1,936 11,236 +215
Dec11 110315 345.50 345.50 330.00 331.20 -13.60 8,258 29,135 +735
Jan12 110315 339.40 339.70 331.40 331.90 -13.40 586 3,344 -7
Mar12 110315 338.40 339.00 331.40 331.70 -13.00 350 2,383 -24
Total Volume and Open Interest 65,845 213,532 +85
Soybean Oil(CBOT)
May11 110315 55.50 55.71 52.88 52.88 -2.50 62,360 169,236 -1,695
Jul11 110315 56.10 56.27 53.45 53.45 -2.50 23,041 100,366 +1,746
Aug11 110315 56.15 56.16 53.63 53.63 -2.50 1,661 12,595 -44
Sep11 110315 56.54 56.54 53.74 53.74 -2.50 1,162 12,607 -22
Oct11 110315 56.24 56.24 53.69 53.69 -2.50 1,480 13,091 +27
Dec11 110315 56.50 56.59 53.80 53.80 -2.50 9,111 54,796 +605
Jan12 110315 56.56 56.56 53.91 53.91 -2.50 224 1,445 +4
Mar12 110315 56.00 56.00 53.86 53.86 -2.50 256 2,018 +140
Total Volume and Open Interest 100,775 369,660 +894
Canola(WCE)
Mar11 110314 550.9 550.9 550.9 550.9 -3.1      
May11 110315 555.0 558.5 525.0 525.0 -30.0 7,513 94,827 +639
Jul11 110315 564.0 566.0 532.9 532.9 -30.0 1,964 31,604 +583
Nov11 110315 545.0 545.0 514.0 514.0 -30.0 1,248 63,659 -10
Jan12 110315 544.4 544.4 519.2 519.2 -29.5 47 3,776 +3
Total Volume and Open Interest 10,794 196,727 +1,235
Corn(CBOT)
May11 110315 667.25 667.75 636.00 636.00 -30.00 235,474 671,052 -4,978
Jul11 110315 673.25 674.25 642.50 642.50 -30.00 109,814 380,375 -3,566
Sep11 110315 625.00 625.00 594.00 594.00 -30.00 19,525 83,494 +4,466
Dec11 110315 578.75 580.75 548.00 548.00 -30.00 49,994 374,430 +429
Mar12 110315 588.50 588.50 557.50 557.50 -30.00 3,407 59,444 +288
May12 110315 587.00 591.75 564.25 564.25 -30.00 989 7,243 +126
Total Volume and Open Interest 427,339 1,633,117 -307
Wheat(CBOT)
May11 110315 722.25 723.50 661.00 667.75 -53.00 53,085 192,289 -280
Jul11 110315 754.25 755.25 694.00 700.50 -52.50 22,031 125,163 +556
Sep11 110315 791.00 791.00 731.75 737.75 -51.75 8,388 42,760 +190
Dec11 110315 815.50 816.25 758.00 764.25 -50.25 10,802 96,216 +79
Mar12 110315 833.50 835.00 783.00 787.75 -45.50 1,009 7,911 +38
Total Volume and Open Interest 97,602 486,167 +1,025
Wheat(KCBT)
May11 110315 825.25 827.25 770.00 777.00 -48.50 15,571 80,599 -1,452
Jul11 110315 836.50 838.50 780.75 787.75 -48.75 10,775 67,809 -1,274
Sep11 110315 852.50 853.25 796.50 803.25 -48.25 2,165 17,266 +513
Dec11 110315 870.25 872.00 817.75 825.00 -44.00 2,027 19,453 +342
Mar12 110315 880.00 881.00 829.50 837.00 -42.00 378 1,392 +202
Total Volume and Open Interest 31,100 190,546 -1,647
Wheat(MGE)
Mar11 110314 853.75 853.75 853.75 853.75 +0.50 4 36 +0
May11 110315 860.00 861.00 802.25 807.50 -51.75 3,839 20,308 -754
Jul11 110315 867.75 869.25 810.50 816.00 -50.25 1,588 14,212 -167
Sep11 110315 873.00 873.50 817.00 820.50 -49.50 916 13,058 +14
Dec11 110315 882.50 882.50 829.00 831.75 -47.75 745 10,340 +32
Total Volume and Open Interest 7,250 60,658 -831
Oats(CBOT)
May11 110315 345.00 348.25 324.00 324.00 -20.00 1,039 8,469 -266
Jul11 110315 355.00 355.00 331.75 331.75 -20.00 412 2,041 +108
Sep11 110315 352.00 353.00 336.50 336.50 -16.50 120 327 +60
Dec11 110315 362.00 362.00 346.25 346.50 -15.50 165 2,283 +43
Total Volume and Open Interest 1,737 13,122 -55
Rough Rice(CBOT)
Mar11 110314 12.90 13.19 12.90 13.19 +0.40 8 86 -12
May11 110315 13.35 13.49 12.88 12.88 -0.50 2,772 15,140 -648
Jul11 110315 13.65 13.79 13.16 13.16 -0.50 794 4,818 -51
Sep11 110315 14.33 14.48 13.87 13.87 -0.50 446 3,535 +67
Total Volume and Open Interest 4,475 24,543 -565
Live Cattle(CME)
Apr11 110315 116.600 116.635 113.500 113.500 -3.000 32,551 78,636 -6,378
Jun11 110315 116.600 116.600 113.650 113.650 -3.000 31,922 154,359 +9,588
Aug11 110315 117.700 117.700 114.700 114.700 -3.000 8,342 58,995 +1,250
Oct11 110315 120.680 120.680 117.785 117.785 -3.000 4,858 39,266 +809
Dec11 110315 120.800 120.800 118.035 118.035 -3.000 1,822 28,113 +419
Feb12 110315 119.950 119.950 117.450 117.700 -2.750 481 7,120 +128
Total Volume and Open Interest 80,318 368,966 +5,961
Feeder Cattle(CME)
Mar11 110315 130.825 130.825 127.900 127.900 -3.000 1,207 5,462 -353
Apr11 110315 133.450 133.575 130.650 130.650 -3.000 2,764 7,432 -306
May11 110315 135.450 135.450 132.500 132.500 -3.000 2,591 15,315 +703
Aug11 110315 136.485 136.685 133.850 133.850 -3.000 1,365 15,549 +339
Sep11 110315 135.100 135.130 132.825 132.825 -3.000 371 2,593 +67
Oct11 110315 135.500 135.500 133.000 133.000 -3.000 132 1,503 +46
Nov11 110315 135.150 135.150 132.900 132.900 -3.000 66 764 +26
Total Volume and Open Interest 8,500 48,722 +524
Lean Hogs(CME)
Apr11 110315 86.300 86.385 84.080 84.885 -1.065 22,514 39,660 -6,894
May11 110315 96.500 96.500 93.535 94.200 -2.335 298 3,320 -3
Jun11 110315 97.900 97.950 94.550 94.750 -2.800 16,123 87,970 +3,994
Jul11 110315 97.700 97.700 94.700 94.785 -2.915 3,907 29,057 +373
Aug11 110315 97.850 97.850 94.800 94.885 -2.915 5,178 29,254 +2,313
Oct11 110315 87.700 87.700 84.700 85.050 -2.650 2,148 22,296 +439
Dec11 110315 83.550 83.700 80.535 81.000 -2.535 1,034 13,699 +362
Feb12 110315 84.000 84.000 80.975 81.400 -2.450 135 3,059 +9
Total Volume and Open Interest 51,421 230,698 +635
Class III Milk(CME)
Mar11 110315 19.59 19.59 19.59 19.59 -0.02 117 6,986 +18
Apr11 110315 16.66 17.00 15.99 16.40 -0.26 651 5,806 +10
May11 110315 15.98 16.45 15.50 15.96 -0.06 366 4,754 +66
Jun11 110315 15.95 16.26 15.51 15.85 -0.14 353 3,840 +44
Jul11 110315 16.31 16.50 16.11 16.38 -0.03 251 2,696 -28
Total Volume and Open Interest 2,286 37,216 +174
Cocoa(ICE)
Mar11 110315 3325 3325 3294 3294 -137 6 30 -21
May11 110315 3330 3346 3200 3255 -134 7,703 70,433 -1,726
Jul11 110315 3321 3321 3184 3246 -113 1,690 30,458 -177
Sep11 110315 3306 3310 3180 3251 -96 831 13,547 +403
Dec11 110315 3300 3300 3184 3248 -86 739 17,954 +283
Mar12 110315 3312 3320 3238 3274 -92 108 22,710 -48
May12 110315 3297 3297 3259 3268 -93 18 5,025 +8
Total Volume and Open Interest 11,126 164,857 -1,278
Coffee "C"(ICE)
Mar11 110315 270.20 271.00 261.60 262.45 -10.70 16 134 -37
May11 110315 271.30 273.25 260.95 262.95 -10.35 12,585 77,315 -269
Jul11 110315 274.35 275.30 263.10 265.10 -10.25 2,179 22,449 -11
Sep11 110315 276.60 276.60 264.85 266.75 -10.15 1,058 9,203 -1
Dec11 110315 273.45 275.25 264.75 266.90 -9.75 491 14,127 +22
Mar12 110315 273.35 273.50 262.70 264.75 -9.95 157 2,502 +30
Total Volume and Open Interest 16,540 126,970 -248
Orange Juice(ICE)
May11 110315 168.15 169.70 167.00 167.20 -1.75 894 23,667 -278
Jul11 110315 166.00 166.50 164.25 164.85 -1.60 97 3,476 -1
Sep11 110315 163.35 164.05 163.35 164.05 -1.10 20 791 +16
Nov11 110315 158.05 159.05 158.05 159.05 -0.50 0 669 +0
Jan12 110315 156.50 157.85 156.50 157.85 -0.15 0 22 +0
Mar12 110315 158.50 160.00 158.50 160.00 +1.95 0 20 +0
Total Volume and Open Interest 1,011 28,652 -452
Sugar #11(ICE)
May11 110315 27.79 27.79 25.47 25.65 -2.14 34,426 230,172 -1,646
Jul11 110315 25.65 25.65 23.37 23.57 -2.03 15,826 171,684 +674
Oct11 110315 24.56 24.56 22.27 22.51 -1.94 10,548 80,439 -271
Mar12 110315 23.85 24.08 21.83 22.12 -1.99 3,341 55,884 -371
May12 110315 23.27 23.27 21.28 21.58 -1.79 514 15,049 -33
Total Volume and Open Interest 65,504 596,246 -1,884
London Cocoa(LCE)
Mar11 110315 2160 2160 2094 2119 -51 17,313 11,734 -14,920
May11 110315 2164 2169 2102 2121 -63 11,523 59,403 +1,313
Jul11 110315 2145 2149 2086 2110 -54 11,970 38,186 +9,909
Sep11 110315 2129 2129 2076 2101 -51 991 24,158 -196
Dec11 110315 2115 2117 2073 2095 -46 1,427 32,042 -204
Mar12 110315 2093 2107 2065 2084 -52 427 25,636 +254
May12 110315 2082 2094 2053 2070 -59 560 5,506 +233
Total Volume and Open Interest 44,235 206,266 -3,588
London Sugar(LCE)
May11 110315 704.80 705.00 663.80 667.10 -39.70 3,960 23,552 -269
Aug11 110315 675.40 675.40 632.90 635.10 -41.00 1,342 16,238 +374
Oct11 110315 643.50 643.50 606.50 609.30 -36.70 209 3,719 +17
Dec11 110315 626.00 626.00 596.70 596.70 -31.80 54 1,333 +31
Mar12 110315 612.00 612.00 591.80 591.80 -34.10 40 1,181 +37
Total Volume and Open Interest 5,660 46,534 +190
Cotton(ICE)
May11 110315 196.10 199.57 190.94 190.94 -7.00 14,052 70,558 -626
Jul11 110315 186.00 188.19 179.25 179.25 -7.00 6,737 39,311 +332
Oct11 110315 145.30 145.30 141.50 141.90 -4.90 5 406 +0
Dec11 110315 122.20 123.70 117.03 117.09 -5.68 4,234 56,282 -18
Mar12 110315 115.00 116.20 110.05 110.09 -5.28 383 4,029 +195
May12 110315 108.10 108.76 105.00 105.38 -4.46 0 1,089 +0
Total Volume and Open Interest 25,414 174,618 -117
Lumber(CME)
Mar11 110315 281.0 282.3 275.0 280.0 +0.3 243 334 -76
May11 110315 309.0 310.8 302.0 304.5 -3.3 801 5,907 -54
Jul11 110315 322.3 323.5 317.1 319.3 -3.2 265 2,666 +87
Sep11 110315 328.2 328.2 324.0 324.0 -5.4 130 392 +48
Total Volume and Open Interest 1,452 9,342 +16
Crude Oil(NYM)
Apr11 110315 101.86 101.87 96.71 97.18 -4.01 342,531 207,719 -7,686
May11 110315 102.78 102.79 97.70 97.98 -4.21 166,780 310,313 +24,308
Jun11 110315 103.26 103.28 98.30 98.58 -4.21 78,571 149,790 -2,837
Jul11 110315 103.79 103.79 98.93 99.13 -4.19 31,015 83,607 -2,083
Aug11 110315 103.65 103.65 99.48 99.48 -4.21 18,067 40,796 +1,268
Sep11 110315 103.90 103.90 99.72 99.74 -4.23 16,104 57,985 +1,166
Oct11 110315 104.09 104.09 99.89 99.89 -4.23 7,705 33,085 +360
Nov11 110315 102.17 102.84 99.96 99.97 -4.24 6,958 31,523 +1,289
Dec11 110315 104.40 104.40 99.86 100.04 -4.22 42,292 183,964 +1,519
Jan12 110315 102.18 102.22 99.94 99.94 -4.21 3,180 35,385 +748
Feb12 110315 102.15 102.15 99.74 99.77 -4.20 1,124 15,703 -73
Mar12 110315 101.83 101.98 99.50 99.58 -4.19 1,410 23,942 +223
Apr12 110315 99.32 99.32 99.32 99.32 -4.18 1,039 9,453 +128
May12 110315 99.04 99.04 99.04 99.04 -4.16 1,212 10,451 +345
Jun12 110315 100.60 100.60 98.81 98.83 -4.13 6,256 56,057 +204
Jul12 110315 99.54 100.17 98.61 98.61 -4.11 74 11,145 -10
Total Volume and Open Interest 744,460 1,615,728 +19,550
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 110315 102.600 102.600 97.625 97.975 -4.225 1,723 1,507 -130
Jun11 110315 103.075 103.075 98.100 98.575 -4.225 215 562 +14
Jul11 110315 100.500 101.100 99.100 99.125 -4.200 10 187 +0
Aug11 110315 102.800 102.800 99.475 99.475 -4.225 0 14 +0
Sep11 110315 102.625 102.625 99.750 99.750 -4.225 8 9 +0
Oct11 110315 101.750 101.750 99.900 99.900 -4.225 0 35 +0
Nov11 110315 101.700 101.700 99.975 99.975 -4.225 0 13 +0
Dec11 110315 102.050 102.050 100.050 100.050 -4.200 2 219 +0
Total Volume and Open Interest 19,085 7,030 -613
Heating Oil(NYM)
Apr11 110315 306.00 306.00 291.60 295.38 -11.00 46,754 70,232 -2,791
May11 110315 306.74 306.74 292.54 296.08 -11.01 21,891 67,492 +4,308
Jun11 110315 306.72 306.72 293.39 296.79 -10.98 21,044 50,748 -964
Jul11 110315 305.00 305.00 294.66 297.62 -11.08 4,995 24,863 +1,077
Aug11 110315 302.00 303.71 296.62 298.61 -11.14 3,003 16,367 +590
Sep11 110315 305.25 305.25 298.09 299.89 -11.10 4,362 13,280 +733
Oct11 110315 300.00 306.19 300.00 301.16 -11.00 1,124 7,182 -26
Nov11 110315 308.58 310.17 300.00 302.34 -10.93 1,321 6,487 -207
Dec11 110315 312.71 313.33 300.30 303.32 -10.87 8,934 28,614 +347
Jan12 110315 310.82 310.82 302.82 304.31 -10.80 616 6,523 +180
Feb12 110315 308.34 308.34 304.32 304.32 -10.79 148 2,255 +53
Mar12 110315 304.25 307.15 302.97 302.97 -10.79 172 1,324 +34
Total Volume and Open Interest 114,765 307,677 +3,547
Gasoline(NYMEX)
Apr11 110315 296.47 296.47 277.68 280.29 -15.74 44,775 61,257 -4,449
May11 110315 296.30 296.35 278.20 280.67 -15.73 29,199 68,151 +2,927
Jun11 110315 294.76 294.76 277.45 279.93 -15.69 18,607 40,542 +1,052
Jul11 110315 290.00 290.00 276.11 278.70 -15.53 7,389 21,368 -4
Aug11 110315 286.37 286.37 275.43 277.24 -15.21 3,619 11,264 +360
Sep11 110315 283.07 283.75 274.20 275.12 -14.99 4,113 13,465 -119
Oct11 110315 264.23 266.67 263.54 263.54 -14.24 1,701 7,820 +241
Nov11 110315 260.80 261.49 260.24 261.05 -14.08 531 5,561 +1
Dec11 110315 271.26 271.26 258.99 259.76 -13.92 1,514 23,802 +141
Jan12 110315 264.88 264.88 260.23 260.23 -13.85 227 4,240 +29
Total Volume and Open Interest 112,037 273,781 +278
e-miNY RBOB Gasoline(NYM)
Apr11 110314 296.00 296.03 296.00 296.00 -2.80 0 2 +0
May11 110315 280.70 280.70 280.67 280.70 -15.70 0 1 +0
Jun11 110315 279.90 279.93 279.90 279.90 -15.70 0 1 +0
Jul11 110315 278.70 278.70 278.70 278.70 -15.50 1 1 +1
Total Volume and Open Interest 1 7 +1
Natural Gas(NYM)
Apr11 110315 3.911 4.004 3.800 3.941 +0.027 128,307 131,326 -18,133
May11 110315 3.988 4.067 3.865 4.012 +0.036 65,826 240,559 +3,656
Jun11 110315 4.025 4.125 3.936 4.080 +0.040 22,387 69,820 -809
Jul11 110315 4.116 4.202 4.019 4.159 +0.043 20,324 77,380 -2,396
Aug11 110315 4.164 4.246 4.061 4.206 +0.042 11,738 28,303 -295
Sep11 110315 4.167 4.266 4.087 4.228 +0.044 13,108 41,627 +3,146
Oct11 110315 4.237 4.317 4.140 4.280 +0.045 13,188 72,747 -141
Nov11 110315 4.416 4.515 4.345 4.485 +0.054 2,990 30,633 -159
Dec11 110315 4.705 4.775 4.616 4.753 +0.063 2,679 25,764 +58
Jan12 110315 4.838 4.914 4.745 4.888 +0.062 5,217 60,177 +970
Feb12 110315 4.839 4.900 4.751 4.878 +0.060 2,216 12,792 +273
Mar12 110315 4.785 4.850 4.704 4.827 +0.057 3,848 27,871 -331
Apr12 110315 4.674 4.727 4.580 4.708 +0.057 3,837 25,100 +626
May12 110315 4.711 4.753 4.641 4.741 +0.058 22 5,882 +7
Jun12 110315 4.681 4.788 4.677 4.776 +0.059 21 4,651 +14
Jul12 110315 4.725 4.841 4.725 4.821 +0.061 42 4,182 +19
Total Volume and Open Interest 297,016 929,907 -12,748
Brent Crude Oil(ICE)
Apr11 110315 113.82 113.82 107.88 108.52 -5.15 165,967 64,481 -20,349
May11 110315 113.70 113.77 108.00 108.59 -5.13 164,643 158,586 -2,017
Jun11 110315 113.48 113.58 108.01 108.49 -5.12 103,198 184,971 +8,863
Jul11 110315 112.55 112.55 107.88 108.35 -5.10 27,315 50,292 +2,156
Aug11 110315 111.71 112.14 107.76 108.21 -5.09 17,829 29,556 +1,421
Sep11 110315 111.70 111.91 107.74 108.02 -5.06 10,826 31,694 -228
Oct11 110315 111.49 111.65 107.65 107.85 -5.02 6,793 19,390 +12
Nov11 110315 111.23 111.41 107.40 107.64 -4.98 5,394 16,256 +697
Dec11 110315 111.69 111.69 107.22 107.44 -4.92 41,757 96,979 +2,647
Jan12 110315 107.26 107.26 107.26 107.26 -4.87 3,900 22,372 +23
Feb12 110315 107.06 107.06 107.06 107.06 -4.83 3,394 12,665 +215
Mar12 110315 106.86 106.86 106.86 106.86 -4.78 2,834 16,527 -156
Apr12 110315 106.56 106.56 106.56 106.56 -4.74 1,394 4,984 +141
May12 110315 106.23 106.23 106.23 106.23 -4.69 692 3,601 -104
Total Volume and Open Interest 566,800 856,570 -6,958
Gas Oil(ICE)
Apr11 110315 968.75 969.00 924.75 952.00 -11.00 112,505 173,656 -6,953
May11 110315 968.75 968.75 924.50 951.50 -11.00 84,185 101,461 +6,087
Jun11 110315 967.25 967.75 925.50 951.25 -11.50 63,314 71,054 -754
Jul11 110315 964.75 964.75 927.00 952.25 -11.25 21,081 36,944 +495
Aug11 110315 966.50 966.50 932.00 953.50 -11.50 11,327 22,617 -1,423
Sep11 110315 969.25 969.25 931.00 954.75 -11.75 9,522 30,331 +1,655
Oct11 110315 968.25 968.25 933.75 955.00 -11.75 4,477 22,181 +129
Nov11 110315 967.75 967.75 934.75 954.75 -11.50 2,647 16,037 -89
Dec11 110315 970.00 970.00 931.00 954.75 -11.25 17,982 56,411 -188
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 110315 2.405 2.405 2.345 2.345 -0.117 285 949 +23
May11 110315 2.365 2.365 2.320 2.326 -0.123 102 752 +17
Jun11 110315 2.350 2.350 2.326 2.326 -0.116 60 992 +40
Jul11 110315 2.357 2.357 2.324 2.330 -0.117 120 1,203 +15
Aug11 110315 2.400 2.400 2.314 2.318 -0.112 66 944 -10
Sep11 110315 2.309 2.309 2.252 2.252 -0.123 55 987 +5
Oct11 110315 2.180 2.180 2.137 2.137 -0.114 81 586 -1
Total Volume and Open Interest 1,028 7,976 +147
WTI Crude Oil(ICE
Apr11 110315 101.38 101.41 96.68 97.18 -3.98 99,423 55,236 -1,373
May11 110315 102.25 102.25 97.67 97.98 -4.21 42,877 100,279 +5,612
Jun11 110315 102.63 102.63 98.42 98.58 -4.21 30,892 75,598 +994
Jul11 110315 100.94 101.11 99.07 99.13 -4.19 7,704 35,554 +130
Aug11 110315 101.65 101.65 99.46 99.48 -4.21 3,433 18,082 +198
Sep11 110315 101.92 101.92 99.73 99.74 -4.23 3,415 27,447 -77
Oct11 110315 102.28 102.28 99.89 99.89 -4.23 2,601 17,441 +97
Nov11 110315 101.79 102.37 99.97 99.97 -4.24 1,877 12,614 +258
Dec11 110315 102.20 102.72 99.96 100.04 -4.22 15,723 93,785 +1,506
Jan12 110315 99.94 99.94 99.94 99.94 -4.21 363 10,007 +122
Feb12 110315 99.77 99.77 99.77 99.77 -4.20 85 2,376 +35
Mar12 110315 99.58 99.58 99.58 99.58 -4.19 131 4,956 +0
Apr12 110315 99.32 99.32 99.32 99.32 -4.18 34 2,959 -8
May12 110315 99.04 99.04 99.04 99.04 -4.16 76 1,161 +0
Jun12 110315 99.24 100.02 98.83 98.83 -4.13 1,257 24,602 -23
Jul12 110315 98.61 98.61 98.61 98.61 -4.11 1 564 -1
Total Volume and Open Interest 184,812 564,586 +2,768
US Dollar Index(ICE)
Jun11 110315 76.655 77.390 76.585 76.655 +0.020 29,038 51,495 +4,375
Sep11 110315 77.375 77.400 77.090 77.090 +0.030 1 504 +1
Dec11 110315 77.450 77.450 77.450 77.450 +0.030 0 1 +0
Total Volume and Open Interest 43,982 69,672 +1,672
Australian Dollar(CME)
Mar11 110314 101.27 101.43 100.62 100.82 -0.61 113,128 73,872 -9,641
Jun11 110315 99.83 99.95 97.08 97.95 -1.74 139,331 121,608 +19,665
Sep11 110315 98.60 98.61 96.00 96.83 -1.62 15 138 +110
Total Volume and Open Interest 186,887 188,699 +12,801
British Pound(CME)
Mar11 110314 160.92 161.50 160.29 161.43 +0.74 130,465 61,725 -17,706
Jun11 110315 161.56 161.69 159.61 160.76 -0.81 115,960 98,620 +4,498
Sep11 110315 161.06 161.32 160.31 160.53 -0.79 2 21 +0
Total Volume and Open Interest 153,818 153,104 -2,803
Canadian Dollar(CME)
Mar11 110314 102.70 102.97 102.42 102.60 -0.21 108,887 77,686 -16,871
Jun11 110315 102.50 102.51 100.04 101.63 -0.77 77,229 135,899 +8,764
Sep11 110315 101.75 102.12 99.85 101.39 -0.73 102 1,878 +70
Dec11 110315 101.77 101.83 99.81 101.11 -0.72 26 2,058 +5
Total Volume and Open Interest 113,174 210,857 +2,018
Japanese Yen(CME)
Mar11 110314 122.40 124.25 121.27 122.23 +0.11 137,256 51,658 -17,747
Jun11 110315 122.52 124.15 121.96 123.78 +1.20 214,811 94,517 +19,758
Sep11 110315 122.54 124.17 122.14 123.93 +1.20 42 103 +24
Total Volume and Open Interest 284,377 135,788 +9,262
Swiss Franc(CME)
Mar11 110314 107.77 108.04 107.37 107.96 +0.37 50,824 35,911 -8,771
Jun11 110315 108.25 109.50 108.16 109.11 +0.79 53,671 60,775 +7,400
Sep11 110315 109.35 109.48 108.38 109.20 +0.82 2 13 -1
Total Volume and Open Interest 74,157 90,959 +1,648
EuroFX(CME)
Mar11 110314 139.72 139.81 138.87 139.64 +0.77 312,115 139,669 -39,364
Jun11 110315 139.69 139.95 138.36 139.78 +0.05 300,884 192,237 +33,569
Sep11 110315 139.35 139.61 138.14 139.48 +0.08 147 403 +81
Total Volume and Open Interest 422,357 308,267 +9,248
Mexican Peso(CME)
Mar11 110314 840.0 840.5 837.2 838.8 -0.8 47,740 62,289 -5,704
Apr11 110315 833.0 839.2 833.0 833.0 -6.2      
Total Volume and Open Interest 77,221 224,101 +21,269
30-Year T-Bonds(CBOT)
Mar11 110315 122~280 122~280 122~280 122~280 +0~170      
Jun11 110315 120~180 122~140 120~160 121~100 +0~180 341,062 611,851 +1,274
Sep11 110315 119~270 119~270 119~090 119~270 +0~180 1 1 +0
Total Volume and Open Interest 347,411 622,051 +184
10-Year T-Notes(CBOT)
Mar11 110315 121~200 122~225 121~165 121~195 +0~030 24,994 20,532 -2,597
Jun11 110315 120~035 121~145 120~025 120~110 +0~050 1,260,904 1,571,709 +11,327
Sep11 110315 119~000 119~010 118~280 119~010 +0~050 1 34 +0
Total Volume and Open Interest 1,285,899 1,592,279 +8,730
5-Year T-Notes(CBOT)
Mar11 110315 118~074 119~045 118~074 118~084 -0~002 7,525 18,763 -2,905
Jun11 110315 117~107 118~093 117~102 117~112 -0~002 659,348 1,183,169 -7,777
Sep11 110315 117~000 117~002 117~000 117~000 -0~002      
Total Volume and Open Interest 666,873 1,201,932 -10,682
2 Year T-Notes(CBOT)
Mar11 110315 109~098 109~105 109~082 109~084 -0~004 5,689 16,091 -4,488
Jun11 110315 109~047 109~077 109~043 109~047 -0~002 275,964 876,969 +4,684
Sep11 110315 109~011 109~013 109~011 109~011 -0~002      
Total Volume and Open Interest 281,653 893,060 +196
Eurodollars(CME)
Jun11 110315 99.645 99.655 99.620 99.630 -0.010 265,415 1,219,066 -8,676
Sep11 110315 99.570 99.610 99.555 99.565 -0.005 299,945 1,356,335 -8,455
Dec11 110315 99.455 99.540 99.445 99.455 -0.005 404,852 1,367,625 -16,026
Mar12 110315 99.270 99.400 99.250 99.265 -0.015 652,233 1,420,579 +41,375
Jun12 110315 98.990 99.150 98.965 98.980 -0.020 488,621 866,506 +56,535
Sep12 110315 98.665 98.850 98.640 98.655 -0.015 292,815 569,444 +6,960
Dec12 110315 98.350 98.550 98.330 98.345 -0.010 232,790 469,936 +15,765
Mar13 110315 98.075 98.280 98.055 98.075 unch 209,357 280,683 -41,069
Jun13 110315 97.795 98.010 97.785 97.800 unch 134,860 197,843 -1,689
Sep13 110315 97.545 97.750 97.520 97.540 +0.005 74,445 198,283 -1,576
Dec13 110315 97.290 97.495 97.270 97.290 +0.010 70,700 186,312 +1,006
Mar14 110315 97.060 97.265 97.045 97.060 +0.010 41,439 129,693 +2,757
Jun14 110315 96.840 97.025 96.815 96.830 +0.010 29,341 101,325 +1,356
Sep14 110315 96.610 96.800 96.590 96.605 +0.010 23,570 57,362 -421
Dec14 110315 96.385 96.575 96.360 96.375 +0.010 22,556 73,289 -1,609
Mar15 110315 96.185 96.355 96.160 96.170 +0.010 21,425 53,497 -612
Jun15 110315 4.235 4.415 4.215 4.230 +0.015 21,478 37,475 +591
Sep15 110315 4.045 4.235 4.035 4.050 +0.015 17,973 35,393 -515
Total Volume and Open Interest 3,523,543 9,688,849 +27,515
30 Day Federal Funds(CBOT)
Mar11 110315 99.857 99.860 99.855 99.857 unch 4,602 73,918 +3,110
Apr11 110315 99.865 99.870 99.855 99.860 unch 3,306 63,377 +1,750
May11 110315 99.865 99.865 99.855 99.860 unch 2,520 64,258 +604
Jun11 110315 99.865 99.865 99.860 99.860 unch 5,958 44,714 -725
Jul11 110315 99.855 99.860 99.850 99.855 unch 8,360 45,843 -2,068
Aug11 110315 99.835 99.850 99.835 99.840 unch 2,861 35,150 -471
Total Volume and Open Interest 56,767 605,456 +8,156
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)
Jun11 110315 99.670 99.670 99.670 99.670 unch 0 150 +0
Sep11 110315 99.662 99.662 99.662 99.662 unch      
Dec11 110315 99.647 99.647 99.647 99.647 unch 0 79 +0
Mar12 110315 99.620 99.620 99.620 99.620 unch      
Jun12 110315 99.650 99.650 99.650 99.650 unch      
Sep12 110315 99.600 99.600 99.600 99.600 unch      
Dec12 110315 99.505 99.505 99.505 99.505 unch      
Mar13 110315 99.505 99.505 99.505 99.505 unch      
Jun13 110315 99.460 99.460 99.460 99.460 unch      
Sep13 110315 99.320 99.320 99.320 99.320 unch      
Total Volume and Open Interest 100 5,674 +109
3-Mth Euro-Yen(SGX)
Jun11 110315 99.67 99.67 99.67 99.67 unch 1,265 2,945 +0
Sep11 110315 99.66 99.66 99.66 99.66 unch 0 866 +0
Dec11 110315 99.65 99.65 99.65 99.65 unch 7 1,936 +1
Mar12 110315 99.69 99.69 99.62 99.62 unch 225 1,130 +200
Jun12 110315 99.65 99.65 99.65 99.65 unch 0 754 +0
Sep12 110315 99.60 99.60 99.60 99.60 unch 0 310 +0
Dec12 110315 99.50 99.50 99.50 99.50 unch 0 4 +0
Mar13 110315 99.50 99.50 99.50 99.50 unch 0 1 +0
Total Volume and Open Interest 1,763 7,946 -6,462
Japanese Gov't Bonds(SGX)
Jun11 110315 140.13 141.20 139.87 139.91 +0.04 3,621 12,028 -244
Sep11 110315 137.48 137.48 137.48 137.48 +0.04 0 1 +1
Dec11 110315 135.39 135.39 135.39 135.39 +0.04      
Total Volume and Open Interest 3,621 12,029 -155
Euro-Bund(EUREX)
Jun11 110315 122.88 123.69 122.82 123.02 +0.83 953,590 1,418,149 +46,649
Sep11 110315 122.15 123.05 122.15 122.66 +0.81 77 45 -58
Dec11 110315 122.68 122.68 122.68 122.68 +0.81      
Total Volume and Open Interest 953,667 1,418,194 +46,591
Euro-Bobl(EUREX)
Jun11 110315 115.96 116.46 115.55 115.79 +0.57 538,518 1,094,127 +27,555
Sep11 110315 115.38 115.38 115.20 115.20 +0.57 1 2,865 +99
Dec11 110315 115.20 115.20 115.20 115.20 +0.57      
Total Volume and Open Interest 538,519 1,096,992 +27,654
3-Mth Euribor(EUREX)
Mar11 110314 98.830 98.830 98.825 98.825 unch 564 5,430 -114
Jun11 110315 98.520 98.530 98.520 98.525 +0.035 1,372 10,782 -88
Sep11 110315 98.275 98.280 98.275 98.280 +0.075 1 2,474 -130
Total Volume and Open Interest 2,289 26,538 -140
Long Gilt(LIFFE)
Mar11 110315 119~24 119~31 119~18 119~18 +0~11 215 3,494 -215
Jun11 110315 118~26 119~01 118~07 118~09 +0~11 108,796 286,612 +1,935
Total Volume and Open Interest 109,011 290,106 +1,720
3-Mth Short Sterling(LIFFE)
Mar11 110315 99.20 99.29 99.17 99.20 unch 46,414 269,722 -16,763
Jun11 110315 99.05 99.12 99.04 99.05 +0.02 136,540 364,458 +14,891
Sep11 110315 98.87 98.95 98.85 98.87 +0.04 138,232 325,881 -4,661
Dec11 110315 98.65 98.72 98.64 98.65 +0.06 121,284 360,578 -8,216
Mar12 110315 98.41 98.49 98.40 98.41 +0.07 86,903 322,475 -149
Jun12 110315 98.15 98.24 98.14 98.14 +0.07 87,802 191,373 +12,772
Total Volume and Open Interest 710,221 2,308,383 -2,705
3-Mth Euribor(LIFFE)
Jun11 110315 98.490 98.555 98.485 98.520 +0.030 206,995 700,758 -5,750
Sep11 110315 98.200 98.320 98.195 98.275 +0.070 161,490 605,822 +4,105
Dec11 110315 97.970 98.145 97.970 98.080 +0.105 220,460 560,467 -23,560
Total Volume and Open Interest 1,309,820 3,683,745 -122,221
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 110315 95.06 95.33 95.04 95.19 +0.13 39,425 208,355 -5,960
Sep11 110315 94.99 95.33 94.98 95.18 +0.18 58,364 179,284 +10,060
Dec11 110315 94.90 95.25 94.88 95.07 +0.17 36,202 87,498 -183
Mar12 110315 94.79 95.17 94.78 94.96 +0.16 10,861 61,080 +1,787
Jun12 110315 94.73 95.11 94.73 94.87 +0.13 3,108 43,017 -499
Sep12 110315 94.68 95.05 94.68 94.80 +0.12 2,534 37,727 +564
Dec12 110315 94.61 94.99 94.61 94.73 +0.11 854 19,682 -189
Mar13 110315 94.58 94.84 94.56 94.69 +0.11 621 5,005 +496
Jun13 110315 94.54 94.76 94.51 94.64 +0.13 0 625 +0
Total Volume and Open Interest 151,975 643,973 +6,077
10-Year Aus T-Bonds(SFE)
Mar11 110315 94.56 94.61 94.54 94.55 -0.01 165,855 312,056 -49,039
Jun11 110315 94.53 94.66 94.52 94.59 +0.04 156,082 331,232 +88,154
Total Volume and Open Interest 321,937 643,288 +39,115
3-Year Aus T-Bonds(SFE)
Mar11 110315 95.04 95.10 95.03 95.07 +0.01 292,428 355,087 -185,447
Jun11 110315 94.95 95.22 94.94 95.09 +0.13 202,573 370,628 +112,057
Total Volume and Open Interest 495,001 725,715 -85,311
Gold(CMX)
Apr11 110315 1428.9 1429.0 1380.7 1392.8 -32.1 171,575 268,991 -11,589
Jun11 110315 1428.0 1428.8 1382.4 1394.2 -32.1 42,126 122,531 +14,226
Aug11 110315 1429.3 1429.5 1390.7 1395.5 -32.2 2,670 31,162 +848
Oct11 110315 1428.6 1429.0 1395.0 1396.8 -32.2 285 6,524 +4
Dec11 110315 1424.9 1425.4 1387.1 1398.2 -32.2 975 28,789 -48
Feb12 110315 1431.0 1431.0 1396.0 1399.7 -32.2 80 7,309 +15
Apr12 110315 1432.8 1432.8 1401.5 1401.5 -32.3 40 5,317 +12
Jun12 110315 1403.6 1403.6 1403.6 1403.6 -32.4 95 6,741 +0
Aug12 110315 1423.6 1423.6 1405.8 1405.8 -32.7 0 1,053 +0
Oct12 110315 1408.7 1408.7 1408.7 1408.7 -33.0 0 2,733 +0
Dec12 110315 1428.6 1428.6 1403.5 1412.6 -33.1 708 11,096 +27
Total Volume and Open Interest 220,370 519,925 +4,292
Silver(CMX)
Mar11 110315 3580.0 3580.0 3360.0 3411.6 -170.9 234 1,303 -35
May11 110315 3595.5 3595.5 3356.5 3411.7 -172.3 97,895 85,379 +5,824
Jul11 110315 3587.0 3589.0 3361.5 3412.2 -172.3 2,314 12,684 +212
Sep11 110315 3572.0 3572.0 3404.0 3412.6 -172.2 1,389 5,938 +266
Dec11 110315 3589.0 3589.0 3375.0 3412.3 -172.1 966 14,880 -11
Mar12 110315 3427.5 3427.5 3406.4 3406.4 -172.4 52 1,259 +44
May12 110315 3402.6 3402.6 3402.6 3402.6 -172.6 0 320 -60
Total Volume and Open Interest 104,614 138,970 +6,293
Platinum(NYMEX)
Apr11 110315 1756.5 1758.2 1692.2 1705.6 -46.7 7,575 25,964 -1,400
Jul11 110315 1756.0 1758.4 1699.3 1709.1 -46.6 959 10,568 +669
Oct11 110315 1740.0 1740.0 1700.0 1711.1 -47.1 7 542 +0
Jan12 110315 1713.5 1713.5 1713.5 1713.5 -47.1 0 14 +0
Total Volume and Open Interest 8,543 37,110 -731
Palladium(NYMEX)
Mar11 110315 742.05 742.05 696.00 703.30 -43.15 38 61 -44
Jun11 110315 745.55 749.00 689.20 704.90 -43.30 6,975 22,032 -348
Sep11 110315 720.95 720.95 693.80 706.10 -43.30 6 96 +3
Total Volume and Open Interest 7,133 22,347 -287
Copper(CMX)
Mar11 110315 415.50 418.35 407.00 412.50 -4.85 702 2,190 -142
May11 110315 422.15 422.15 407.60 413.70 -4.95 43,775 95,478 +2,299
Jul11 110315 423.35 423.35 409.50 415.30 -5.10 2,871 22,579 +195
Sep11 110315 423.30 423.30 410.70 416.45 -5.20 1,441 9,289 +869
Dec11 110315 423.00 423.00 413.00 417.05 -5.50 247 5,879 -46
Total Volume and Open Interest 49,949 141,860 +3,477
DJIA Index(CBOT)
Mar11 110315 11934 11959 11695 11853 -135 1,296 12,615 -840
Jun11 110315 11935 11935 11612 11789 -137 1,156 1,151 +928
Sep11 110315 11718 11853 11718 11718 -135      
Dec11 110315 11650 11785 11650 11650 -135 0 1 +0
Total Volume and Open Interest 2,452 13,767 +88
S & P 500(CME)
Mar11 110315 1260.50 1288.50 1260.00 1280.10 -15.30 41,271 270,171 -9,192
Jun11 110315 1290.80 1293.10 1251.20 1275.30 -15.20 46,931 150,016 +31,866
Sep11 110315 1269.90 1269.90 1254.10 1269.90 -15.20 0 3,084 +0
Dec11 110315 1248.00 1271.70 1245.50 1264.50 -15.20 0 676 +0
Total Volume and Open Interest 88,202 423,947 +22,674
S & P 500 E-Mini(Globex)
Mar11 110315 1295.50 1298.00 1256.00 1280.00 -15.50 1,125,367 1,974,238 -265,305
Jun11 110315 1290.50 1293.25 1251.00 1275.25 -15.25 2,185,696 1,310,121 +364,170
Total Volume and Open Interest 3,311,162 3,284,797 +98,875
NASDAQ 100(CME)
Mar11 110315 2218.00 2271.00 2217.00 2247.50 -44.50 2,329 22,474 +1,036
Jun11 110315 2290.50 2292.80 2216.00 2245.00 -44.50 977 3,070 +711
Sep11 110315 2242.50 2245.00 2242.50 2242.50 -44.50      
Total Volume and Open Interest 3,306 25,544 +1,747
NASDAQ 100 E-Mini(Globex)
Mar11 110315 2292.30 2296.50 2216.30 2247.50 -44.50 140,465 275,998 -23,238
Jun11 110315 2289.30 2293.00 2214.00 2245.00 -44.50 320,304 126,368 +43,903
Total Volume and Open Interest 460,775 402,382 +20,665
S & P Midcap 400(CME)
Mar11 110315 941.00 941.20 941.00 941.00 -8.20 41 3,149 -25
Jun11 110315 937.00 947.10 919.00 938.70 -8.30 45 82 +70
Sep11 110315 936.50 936.70 936.50 936.50 -8.20      
Total Volume and Open Interest 86 3,231 +45
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Jun11 110315 8985 8985 8985 8985 -405 23,075 43,101 +2,901
Sep11 110315 9175 9175 9010 9010 -405      
Total Volume and Open Interest 23,075 43,101 -14,506
Nikkei 225(SGX)
Jun11 110315 9450 9560 7790 8620 -805 186,104 208,408 +30,539
Sep11 110315 9490 9490 7910 8620 -805 42 326 +34
Dec11 110315 8560 8560 8560 8560 -810 0 5,368 +0
Total Volume and Open Interest 186,187 221,157 +30,838
CAC 40(EURONEXT)
Mar11 110315 3812.0 3822.5 3713.0 3784.0 -96.0 137,280 330,164 -4,560
Apr11 110315 3814.5 3824.0 3715.0 3786.5 -96.0 6,249 29,608 +4,671
May11 110315 3730.5 3738.0 3670.5 3714.0 -93.5 4 27 +4
Total Volume and Open Interest 143,800 360,829 +328
Hang Seng Index(HKFE)
Mar11 110315 23064 23117 22159 22562 -711 114,129 90,774 +4,597
Apr11 110315 23080 23096 22156 22535 -710 2,492 3,287 +805
Total Volume and Open Interest 116,928 98,674 +5,510
DAX(EUREX)
Mar11 110315 6661.5 6717.5 6483.5 6664.0 -211.0 166,404 338,041 +65,872
Jun11 110315 6712.5 6741.5 6506.5 6687.5 -212.0 16,903 115,613 +61,246
Sep11 110315 6724.5 6764.5 6535.0 6711.0 -213.5 1,144 2,877 -21
Total Volume and Open Interest 184,451 456,531 +127,097
FT-SE 100(EURONEXT)
Mar11 110315 5764.00 5764.00 5584.50 5694.50 -80.00 185,714 541,949 -62,678
Jun11 110315 5718.50 5718.50 5541.50 5650.50 -80.50 79,998 134,111 +61,028
Sep11 110315 5616.50 5616.50 5616.50 5616.50 -80.50 20 464 -10
Total Volume and Open Interest 265,752 676,679 -1,640
SPI 200(SFE)
Mar11 110315 4612.0 4627.0 4470.0 4535.0 -74.0 118,323 194,716 -23,496
Jun11 110315 4638.0 4649.0 4494.0 4558.0 -77.0 57,738 55,629 +42,511
Sep11 110315 4550.0 4550.0 4487.0 4548.0 -77.0 9 2,528 +3
Total Volume and Open Interest 176,223 255,410 +19,088
GSCI(CME)
Apr11 110315 23.89 27.39 15.64 15.84 -28.05 3,673 12,903 +3,484
May11 110315 17.14 17.14 17.14 17.14 -28.50 42 25 +25
Jun11 110315 18.64 18.64 18.64 18.64        
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.
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