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MRCI's End of Day Prices

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MRCI's End of Day Prices
Daily Futures Price Listing Wed March 16, 2011
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
May11 110316 1273.50 1308.00 1273.50 1287.00 +17.00 72,096 249,272 -2,797
Jul11 110316 1283.75 1316.50 1282.50 1295.25 +17.25 24,589 132,641 +729
Aug11 110316 1292.00 1313.00 1283.00 1290.75 +17.25 2,724 9,700 +617
Sep11 110316 1272.75 1296.25 1264.50 1271.00 +15.00 2,853 10,904 +683
Nov11 110316 1244.00 1279.00 1242.75 1250.75 +12.75 20,215 166,639 +860
Jan12 110316 1250.75 1283.75 1245.00 1256.25 +13.00 504 21,349 -96
Mar12 110316 1251.50 1280.50 1241.25 1253.75 +12.50 248 11,729 +14
Total Volume and Open Interest 123,694 620,192 -364
Soybean Meal(CBOT)
May11 110316 340.60 347.90 340.00 344.50 +3.70 31,887 86,515 -512
Jul11 110316 344.50 351.80 344.00 347.80 +2.90 9,855 56,244 +938
Aug11 110316 345.00 352.10 344.50 347.60 +2.40 1,809 11,399 +61
Sep11 110316 344.00 349.00 342.10 343.80 +1.90 977 9,339 +19
Oct11 110316 332.90 339.60 330.80 333.70 +0.80 647 11,234 -2
Dec11 110316 331.00 338.00 329.00 332.00 +0.80 2,774 28,997 -138
Jan12 110316 334.80 338.70 332.00 332.70 +0.80 127 3,415 +71
Mar12 110316 334.30 338.00 331.60 332.40 +0.70 99 2,406 +23
Total Volume and Open Interest 48,280 213,790 +258
Soybean Oil(CBOT)
May11 110316 52.74 54.20 52.73 52.96 +0.08 53,781 167,217 -2,019
Jul11 110316 53.33 54.75 53.26 53.53 +0.08 18,961 101,754 +1,388
Aug11 110316 53.57 54.92 53.50 53.73 +0.10 1,589 12,697 +102
Sep11 110316 53.78 55.02 53.00 53.87 +0.13 1,080 12,490 -117
Oct11 110316 53.69 54.98 53.45 53.78 +0.09 940 13,087 -4
Dec11 110316 53.65 55.18 53.65 53.90 +0.10 5,178 55,202 +406
Jan12 110316 54.85 55.00 53.90 54.01 +0.10 517 1,768 +323
Mar12 110316 53.86 55.10 53.86 54.01 +0.15 96 2,087 +69
Total Volume and Open Interest 82,356 369,153 -507
Canola(WCE)
Mar11 110314 550.9 550.9 550.9 550.9 -3.1      
May11 110316 525.0 538.4 525.0 533.9 +8.9 9,590 93,780 -1,047
Jul11 110316 532.2 546.4 532.2 542.2 +9.3 1,779 31,847 +243
Nov11 110316 511.0 527.7 511.0 523.0 +9.0 1,565 63,373 -286
Jan12 110316 529.3 531.5 522.4 528.0 +8.8 117 3,809 +33
Total Volume and Open Interest 13,439 195,571 -1,156
Corn(CBOT)
May11 110316 630.00 647.75 608.00 616.50 -19.50 140,715 658,774 -12,278
Jul11 110316 636.25 654.25 615.25 623.75 -18.75 54,150 382,010 +1,635
Sep11 110316 591.50 611.00 581.25 583.00 -11.00 10,109 84,265 +771
Dec11 110316 548.50 572.50 544.75 549.25 +1.25 31,313 374,894 +464
Mar12 110316 558.50 582.25 555.00 557.50 unch 1,937 58,559 -885
May12 110316 565.75 586.25 562.75 565.00 +0.75 591 7,274 +31
Total Volume and Open Interest 241,145 1,622,535 -10,582
Wheat(CBOT)
May11 110316 668.25 697.50 656.00 662.00 -5.75 39,105 193,563 +1,274
Jul11 110316 705.50 730.00 691.00 696.00 -4.50 15,211 126,443 +1,280
Sep11 110316 743.50 767.00 729.25 734.50 -3.25 4,262 42,165 -595
Dec11 110316 765.00 796.75 756.75 763.50 -0.75 7,681 95,871 -345
Mar12 110316 796.00 816.25 781.00 785.25 -2.50 750 7,922 +11
Total Volume and Open Interest 67,518 487,811 +1,644
Wheat(KCBT)
May11 110316 777.25 799.75 765.00 778.25 +1.25 10,027 78,707 -1,892
Jul11 110316 788.50 810.25 775.00 788.75 +1.00 5,348 66,994 -815
Sep11 110316 810.50 825.50 790.75 804.25 +1.00 784 17,347 +81
Dec11 110316 826.00 846.75 809.75 824.00 -1.00 1,138 19,634 +181
Mar12 110316 855.75 858.00 822.75 836.50 -0.50 458 1,604 +212
Total Volume and Open Interest 17,879 188,322 -2,224
Wheat(MGE)
Mar11 110314 853.75 853.75 853.75 853.75 +0.50 4 36 +0
May11 110316 807.00 828.75 797.25 806.00 -1.50 4,051 19,493 -815
Jul11 110316 818.75 837.00 806.50 815.25 -0.75 1,337 14,049 -163
Sep11 110316 821.50 842.25 810.50 819.25 -1.25 752 13,099 +41
Dec11 110316 836.75 854.00 820.75 829.50 -2.25 392 10,417 +77
Total Volume and Open Interest 6,666 59,747 -911
Oats(CBOT)
May11 110316 314.50 333.75 313.50 315.00 -9.00 623 8,460 -9
Jul11 110316 326.50 341.75 323.25 323.25 -8.50 151 2,125 +84
Sep11 110316 343.75 345.50 332.00 332.00 -4.50 2 224 -103
Dec11 110316 343.50 357.00 343.00 343.00 -3.50 36 2,301 +18
Total Volume and Open Interest 812 13,111 -11
Rough Rice(CBOT)
Mar11 110314 12.90 13.19 12.90 13.19 +0.40 8 86 -12
May11 110316 12.87 13.32 12.72 12.76 -0.11 1,773 15,126 -14
Jul11 110316 13.16 13.60 13.03 13.06 -0.11 335 4,843 +25
Sep11 110316 13.98 14.27 13.72 13.76 -0.11 182 3,500 -35
Total Volume and Open Interest 2,341 24,475 -68
Live Cattle(CME)
Apr11 110316 113.430 113.885 110.500 110.500 -3.000 20,710 74,179 -4,457
Jun11 110316 111.785 113.700 110.650 110.650 -3.000 22,594 161,602 +7,243
Aug11 110316 113.980 114.930 111.730 112.050 -2.650 5,685 60,351 +1,356
Oct11 110316 116.600 118.200 115.100 115.150 -2.635 2,825 40,005 +739
Dec11 110316 117.750 118.430 115.035 115.500 -2.535 1,764 28,503 +390
Feb12 110316 117.135 117.980 114.900 115.750 -1.950 569 7,474 +354
Total Volume and Open Interest 54,324 374,607 +5,641
Feeder Cattle(CME)
Mar11 110316 127.785 128.535 126.080 126.500 -1.400 1,223 4,939 -523
Apr11 110316 130.400 131.100 127.650 127.700 -2.950 1,849 6,819 -613
May11 110316 131.325 132.400 129.500 129.500 -3.000 1,758 15,706 +391
Aug11 110316 133.000 134.000 130.850 130.850 -3.000 1,093 15,768 +219
Sep11 110316 132.130 133.200 129.825 130.150 -2.675 164 2,608 +15
Oct11 110316 132.000 132.800 130.000 130.000 -3.000 81 1,500 -3
Nov11 110316 131.900 132.650 129.900 130.000 -2.900 43 789 +25
Total Volume and Open Interest 6,211 48,233 -489
Lean Hogs(CME)
Apr11 110316 84.830 86.385 84.700 85.300 +0.415 21,122 36,052 -3,608
May11 110316 93.930 95.400 93.785 94.500 +0.300 283 3,313 -7
Jun11 110316 94.730 96.800 94.535 95.350 +0.600 13,915 87,721 -249
Jul11 110316 94.650 96.400 94.330 95.150 +0.365 3,487 29,510 +453
Aug11 110316 94.850 96.600 94.650 95.100 +0.215 3,280 29,734 +480
Oct11 110316 84.885 86.430 84.650 85.350 +0.300 1,841 22,300 +4
Dec11 110316 81.250 82.450 80.885 81.150 +0.150 332 13,732 +33
Feb12 110316 81.400 82.885 81.400 81.400 unch 70 3,042 -17
Total Volume and Open Interest 44,378 227,802 -2,896
Class III Milk(CME)
Mar11 110316 19.58 19.58 19.58 19.58 -0.01      
Apr11 110316 16.40 16.65 16.33 16.49 +0.09 1,160 5,756 -50
May11 110316 16.06 16.25 15.96 16.15 +0.19 1,067 4,893 +139
Jun11 110316 16.10 16.22 15.90 16.02 +0.17 800 3,848 +8
Jul11 110316 16.50 16.53 16.38 16.51 +0.13 231 2,723 +27
Total Volume and Open Interest 3,844 37,307 +91
Cocoa(ICE)
Mar11 110316 3233 3233 3233 3233 -61 5 25 -5
May11 110316 3262 3325 3170 3215 -40 8,554 70,505 +72
Jul11 110316 3250 3315 3175 3210 -36 2,073 30,674 +216
Sep11 110316 3266 3314 3200 3211 -40 426 13,558 +11
Dec11 110316 3264 3309 3200 3214 -34 373 18,101 +147
Mar12 110316 3247 3331 3231 3245 -29 137 22,770 +60
May12 110316 3314 3314 3238 3238 -30 10 5,025 +0
Total Volume and Open Interest 11,590 165,361 +504
Coffee "C"(ICE)
Mar11 110316 269.00 269.35 263.00 264.55 +2.10 4 125 -9
May11 110316 263.95 273.00 263.60 265.35 +2.40 12,595 75,180 -2,135
Jul11 110316 266.50 274.90 265.90 267.50 +2.40 1,840 22,521 +72
Sep11 110316 270.00 274.30 268.50 269.45 +2.70 513 9,309 +106
Dec11 110316 273.50 275.40 270.55 271.55 +4.65 147 14,161 +34
Mar12 110316 271.00 271.60 267.95 268.85 +4.10 55 2,526 +24
Total Volume and Open Interest 15,194 125,091 -1,879
Orange Juice(ICE)
May11 110316 167.20 167.20 165.10 165.55 -1.65 806 23,602 -65
Jul11 110316 165.55 165.55 162.80 163.15 -1.70 46 3,485 +9
Sep11 110316 163.50 163.55 162.50 162.60 -1.45 14 799 +8
Nov11 110316 158.10 158.25 157.90 157.90 -1.15 22 667 -2
Jan12 110316 156.30 156.30 156.30 156.30 -1.55 15 35 +13
Mar12 110316 159.00 159.00 157.95 157.95 -2.05 0 20 +0
Total Volume and Open Interest 903 28,615 -37
Sugar #11(ICE)
May11 110316 26.00 26.62 25.79 25.85 +0.20 36,597 227,355 -2,817
Jul11 110316 23.98 24.45 23.58 23.66 +0.09 15,904 172,015 +331
Oct11 110316 23.00 23.34 22.50 22.59 +0.08 11,463 79,443 -996
Mar12 110316 22.19 22.85 22.02 22.11 -0.01 3,343 56,516 +632
May12 110316 22.36 22.36 21.50 21.57 -0.01 1,327 15,642 +593
Total Volume and Open Interest 69,456 594,112 -2,134
London Cocoa(LCE)
Mar11 110316 2099 2139 2099 2110 -9 5,779 7,607 -4,127
May11 110316 2116 2163 2086 2102 -19 7,803 58,116 -1,287
Jul11 110316 2114 2151 2077 2096 -14 1,946 37,826 -360
Sep11 110316 2101 2144 2071 2089 -12 543 23,874 -284
Dec11 110316 2095 2135 2072 2091 -4 184 32,051 +9
Mar12 110316 2084 2128 2065 2082 -2 23 25,636 +0
May12 110316 2058 2126 2058 2077 +7 86 5,496 -10
Total Volume and Open Interest 16,433 200,259 -6,007
London Sugar(LCE)
May11 110316 679.00 686.20 667.10 668.60 +1.50 4,169 23,921 +369
Aug11 110316 647.70 654.90 636.50 637.60 +2.50 1,635 16,715 +477
Oct11 110316 623.80 627.20 610.00 610.00 +0.70 260 3,750 +31
Dec11 110316 607.40 607.80 596.70 596.70 unch 97 1,371 +38
Mar12 110316 604.70 609.80 589.30 590.40 -1.40 24 1,181 +0
Total Volume and Open Interest 6,205 47,459 +925
Cotton(ICE)
May11 110316 190.00 197.94 185.01 185.12 -5.82 6,987 69,392 -1,166
Jul11 110316 178.00 186.25 175.15 175.46 -3.79 4,205 38,947 -364
Oct11 110316 141.30 143.00 141.00 141.44 -0.46 3 408 +2
Dec11 110316 117.03 122.40 116.31 116.69 -0.40 28,383 55,651 -631
Mar12 110316 110.00 113.11 109.75 109.97 -0.12 471 4,093 +64
May12 110316 107.80 107.80 105.00 105.13 -0.25 41 1,088 -1
Total Volume and Open Interest 40,245 172,507 -2,111
Lumber(CME)
May11 110316 305.2 308.7 299.7 302.7 -1.8 439 5,849 -58
Jul11 110316 319.9 322.2 314.5 318.0 -1.3 131 2,659 -7
Sep11 110316 326.5 326.5 320.5 322.0 -2.0 35 369 -23
Nov11 110316 316.1 316.1 314.0 316.1 -3.9 1 44 +1
Total Volume and Open Interest 776 9,151 -191
Crude Oil(NYM)
Apr11 110316 97.40 99.60 96.22 97.98 +0.80 289,434 178,306 -29,413
May11 110316 98.06 100.57 97.02 98.95 +0.97 121,915 316,268 +5,955
Jun11 110316 98.77 101.13 97.61 99.58 +1.00 55,706 150,240 +450
Jul11 110316 99.37 101.58 98.20 100.15 +1.02 18,380 84,043 +436
Aug11 110316 99.80 101.93 98.51 100.55 +1.07 9,498 41,406 +610
Sep11 110316 100.41 102.05 99.99 100.83 +1.09 9,655 57,847 -138
Oct11 110316 100.11 101.63 99.41 100.95 +1.06 2,886 33,368 +283
Nov11 110316 99.35 102.26 99.35 101.01 +1.04 3,137 31,452 -71
Dec11 110316 99.94 102.42 99.07 101.06 +1.02 28,122 181,352 -2,612
Jan12 110316 100.50 102.05 99.52 100.94 +1.00 1,690 35,744 +359
Feb12 110316 100.85 100.99 100.76 100.76 +0.99 712 15,711 +8
Mar12 110316 101.04 101.62 100.38 100.54 +0.96 672 24,192 +250
Apr12 110316 101.00 101.00 100.13 100.27 +0.95 641 9,384 -69
May12 110316 100.52 100.52 99.78 99.98 +0.94 503 10,555 +104
Jun12 110316 98.83 100.72 98.83 99.75 +0.92 2,854 56,232 +175
Jul12 110316 99.50 99.50 99.50 99.50 +0.89 462 11,218 +73
Total Volume and Open Interest 565,955 1,594,210 -21,518
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 110316 98.000 100.550 97.025 98.950 +0.975 1,602 1,496 -11
Jun11 110316 99.150 100.950 98.000 99.575 +1.000 391 349 -213
Jul11 110316 101.250 101.375 99.975 100.150 +1.025 8 190 +3
Aug11 110316 99.000 100.550 99.000 100.550 +1.075 12 12 -2
Sep11 110316 100.800 101.875 100.625 100.825 +1.075 4 10 +1
Oct11 110316 100.350 100.950 100.350 100.950 +1.050 0 34 -1
Nov11 110316 101.000 101.000 101.000 101.000 +1.025 0 13 +0
Dec11 110316 101.500 101.800 100.500 101.050 +1.000 4 219 +0
Total Volume and Open Interest 14,959 6,202 -828
Heating Oil(NYM)
Apr11 110316 294.31 304.21 292.00 299.72 +4.34 56,125 67,893 -2,339
May11 110316 296.58 304.67 293.00 300.47 +4.39 31,276 71,650 +4,158
Jun11 110316 297.50 305.30 293.75 301.12 +4.33 27,748 51,772 +1,024
Jul11 110316 298.88 305.50 298.88 301.89 +4.27 11,079 24,671 -192
Aug11 110316 299.92 306.59 299.92 302.78 +4.17 6,707 15,851 -516
Sep11 110316 301.44 307.47 301.44 303.81 +3.92 6,342 13,764 +484
Oct11 110316 302.64 307.89 302.64 304.98 +3.82 3,278 6,841 -341
Nov11 110316 304.79 309.24 304.79 306.08 +3.74 2,439 6,471 -16
Dec11 110316 304.61 310.48 300.32 307.01 +3.69 8,106 27,597 -1,017
Jan12 110316 306.84 310.93 306.84 307.96 +3.65 260 6,546 +23
Feb12 110316 307.03 307.81 307.00 307.81 +3.49 56 2,261 +6
Mar12 110316 305.50 306.26 305.50 306.26 +3.29 107 1,364 +40
Total Volume and Open Interest 154,160 309,224 +1,547
Gasoline(NYMEX)
Apr11 110316 280.59 288.14 277.30 284.37 +4.08 39,795 56,541 -4,716
May11 110316 280.95 288.84 278.00 285.03 +4.36 25,890 70,501 +2,350
Jun11 110316 280.31 287.81 277.55 284.36 +4.43 14,084 40,616 +74
Jul11 110316 277.87 286.30 277.87 283.16 +4.46 4,467 21,411 +43
Aug11 110316 277.50 284.67 274.70 281.72 +4.48 2,348 11,683 +419
Sep11 110316 274.90 282.26 274.90 279.60 +4.48 2,709 13,181 -284
Oct11 110316 268.18 269.99 267.17 268.15 +4.61 1,467 8,082 +262
Nov11 110316 266.09 266.18 265.67 265.67 +4.62 938 5,536 -25
Dec11 110316 259.26 267.16 258.80 264.44 +4.68 2,629 24,211 +409
Jan12 110316 265.23 265.23 264.89 264.89 +4.66 489 4,576 +336
Total Volume and Open Interest 94,872 272,659 -1,122
e-miNY RBOB Gasoline(NYM)
Apr11 110316 284.40 284.40 284.37 284.40 -11.60 0 2 +0
May11 110316 285.00 285.03 285.00 285.00 +4.30 0 1 +0
Jun11 110316 284.40 284.40 284.36 284.40 +4.50 0 1 +0
Jul11 110316 283.20 283.20 283.16 283.20 +4.50 0 1 +0
Total Volume and Open Interest 0 7 +0
Natural Gas(NYM)
Apr11 110316 3.948 4.015 3.902 3.938 -0.003 129,585 122,995 -8,331
May11 110316 4.013 4.085 3.979 4.010 -0.002 54,500 244,092 +3,533
Jun11 110316 4.084 4.152 4.046 4.079 -0.001 19,506 69,346 -474
Jul11 110316 4.190 4.225 4.124 4.157 -0.002 13,802 77,660 +280
Aug11 110316 4.233 4.269 4.171 4.202 -0.004 6,189 28,040 -263
Sep11 110316 4.231 4.294 4.191 4.227 -0.001 7,608 42,443 +816
Oct11 110316 4.320 4.344 4.250 4.284 +0.004 13,524 72,222 -525
Nov11 110316 4.530 4.550 4.461 4.492 +0.007 3,493 30,857 +224
Dec11 110316 4.783 4.815 4.742 4.768 +0.015 2,897 25,973 +209
Jan12 110316 4.915 4.956 4.870 4.905 +0.017 6,415 60,143 -34
Feb12 110316 4.905 4.937 4.864 4.897 +0.019 1,080 12,669 -123
Mar12 110316 4.867 4.890 4.820 4.847 +0.020 2,460 28,153 +282
Apr12 110316 4.711 4.760 4.706 4.728 +0.020 2,135 25,157 +57
May12 110316 4.773 4.797 4.743 4.761 +0.020 164 5,962 +80
Jun12 110316 4.829 4.833 4.779 4.796 +0.020 87 4,679 +28
Jul12 110316 4.878 4.878 4.827 4.841 +0.020 113 4,193 +11
Total Volume and Open Interest 264,645 925,844 -4,063
Brent Crude Oil(ICE)
Apr11 110316 108.25 111.76 107.35 110.62 +2.10 125,650 51,472 -13,009
May11 110316 108.59 112.00 107.40 110.60 +2.01 153,563 169,073 +10,487
Jun11 110316 108.01 111.84 107.31 110.44 +1.95 76,629 185,947 +976
Jul11 110316 107.88 111.62 107.28 110.24 +1.89 20,115 50,390 +98
Aug11 110316 107.76 111.41 107.27 110.02 +1.81 11,165 29,325 -231
Sep11 110316 108.61 111.19 107.09 109.76 +1.74 8,225 32,185 +491
Oct11 110316 108.45 110.85 107.06 109.52 +1.67 4,213 19,485 +95
Nov11 110316 108.24 110.48 106.89 109.24 +1.60 3,318 16,427 +171
Dec11 110316 107.95 110.49 106.40 108.97 +1.53 30,134 96,925 -54
Jan12 110316 108.76 108.76 108.74 108.74 +1.48 2,620 22,373 +1
Feb12 110316 108.51 108.51 108.51 108.51 +1.45 1,779 13,195 +530
Mar12 110316 108.26 108.26 108.26 108.26 +1.40 863 16,656 +129
Apr12 110316 107.91 107.91 107.91 107.91 +1.35 564 5,205 +221
May12 110316 107.54 107.54 107.54 107.54 +1.31 609 3,750 +149
Total Volume and Open Interest 447,629 856,054 -516
Gas Oil(ICE)
Apr11 110316 933.00 966.25 926.50 959.00 +7.00 106,232 164,037 -9,619
May11 110316 933.25 963.75 926.50 956.75 +5.25 91,045 99,565 -1,896
Jun11 110316 935.50 962.25 926.00 954.25 +3.00 66,336 70,865 -189
Jul11 110316 936.25 961.75 927.25 953.75 +1.50 21,863 36,340 -604
Aug11 110316 937.25 961.00 932.75 954.00 +0.50 12,918 22,835 +218
Sep11 110316 938.50 960.75 929.75 954.50 -0.25 15,281 33,753 +3,422
Oct11 110316 938.75 959.75 934.50 954.00 -1.00 6,620 21,120 -1,061
Nov11 110316 933.25 958.25 933.25 953.25 -1.50 2,029 15,730 -307
Dec11 110316 938.50 961.00 929.25 953.00 -1.75 18,802 56,590 +179
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 110316 2.360 2.380 2.285 2.297 -0.048 62 927 -22
May11 110316 2.351 2.351 2.285 2.289 -0.037 48 733 -19
Jun11 110316 2.358 2.360 2.280 2.288 -0.038 52 1,020 +28
Jul11 110316 2.342 2.345 2.287 2.290 -0.040 82 1,240 +37
Aug11 110316 2.352 2.352 2.257 2.269 -0.049 66 911 -33
Sep11 110316 2.273 2.273 2.230 2.234 -0.018 21 997 +10
Oct11 110316 2.185 2.185 2.132 2.153 +0.016 19 586 +0
Total Volume and Open Interest 392 7,982 +6
WTI Crude Oil(ICE
Apr11 110316 97.81 99.59 96.18 97.98 +0.80 60,875 45,292 -9,944
May11 110316 98.59 100.56 97.00 98.95 +0.97 39,183 98,826 -1,453
Jun11 110316 99.39 101.13 97.99 99.58 +1.00 24,652 75,257 -341
Jul11 110316 100.66 101.56 99.73 100.15 +1.02 6,974 36,280 +726
Aug11 110316 100.32 101.86 99.98 100.55 +1.07 2,441 18,344 +262
Sep11 110316 100.54 101.55 100.42 100.83 +1.09 2,385 26,841 -606
Oct11 110316 101.31 101.99 100.55 100.95 +1.06 1,748 17,510 +69
Nov11 110316 101.38 102.07 100.62 101.01 +1.04 2,056 12,697 +83
Dec11 110316 100.75 102.29 99.18 101.06 +1.02 12,742 93,862 +77
Jan12 110316 100.94 100.94 100.94 100.94 +1.00 403 10,045 +38
Feb12 110316 100.76 100.76 100.76 100.76 +0.99 103 2,394 +18
Mar12 110316 100.54 100.54 100.54 100.54 +0.96 63 4,963 +7
Apr12 110316 100.27 100.27 100.27 100.27 +0.95 96 2,973 +14
May12 110316 99.98 99.98 99.98 99.98 +0.94 112 1,214 +53
Jun12 110316 100.00 100.84 99.26 99.75 +0.92 488 24,572 -30
Jul12 110316 99.50 99.50 99.50 99.50 +0.89 38 570 +6
Total Volume and Open Interest 157,446 559,466 -5,120
US Dollar Index(ICE)
Jun11 110316 76.740 77.135 76.635 76.985 +0.330 22,433 51,049 -446
Sep11 110316 77.515 77.515 77.405 77.405 +0.315 0 504 +0
Dec11 110316 77.765 77.765 77.765 77.765 +0.315 0 1 +0
Total Volume and Open Interest 22,433 51,554 -18,118
Australian Dollar(CME)
Jun11 110316 97.86 98.56 96.55 97.27 -0.68 85,301 115,960 -5,648
Sep11 110316 97.26 97.29 95.50 96.13 -0.70 1 39 -99
Dec11 110316 95.25 95.80 95.08 95.08 -0.72 0 55 +0
Total Volume and Open Interest 85,302 116,054 -72,645
British Pound(CME)
Jun11 110316 160.76 161.15 159.70 160.12 -0.64 121,332 100,449 +1,829
Sep11 110316 160.18 160.78 159.90 159.90 -0.63 0 21 +0
Dec11 110316 159.65 160.26 159.65 159.65 -0.61 0 38 +0
Total Volume and Open Interest 121,332 100,509 -52,595
Canadian Dollar(CME)
Jun11 110316 101.28 101.77 100.13 100.62 -1.01 58,607 135,244 -655
Sep11 110316 101.30 101.53 99.93 100.39 -1.00 25 1,896 +18
Dec11 110316 100.91 101.14 99.94 100.13 -0.98 7 2,061 +3
Mar12 110316 99.84 100.79 99.84 99.84 -0.95 0 170 +0
Total Volume and Open Interest 58,640 139,379 -71,478
Japanese Yen(CME)
Jun11 110316 123.90 125.77 123.28 124.88 +1.10 176,207 101,029 +6,512
Sep11 110316 123.65 125.84 123.48 125.02 +1.09 57 134 +31
Dec11 110316 124.99 125.19 124.10 125.19 +1.09 4 29 +2
Total Volume and Open Interest 176,268 101,197 -34,591
Swiss Franc(CME)
Jun11 110316 109.16 110.31 108.80 110.04 +0.93 39,628 61,311 +536
Sep11 110316 109.56 110.24 109.20 110.14 +0.94 0 13 +0
Dec11 110316 110.23 110.23 109.28 110.23 +0.95 0 11 +0
Total Volume and Open Interest 39,628 61,335 -29,624
EuroFX(CME)
Jun11 110316 139.77 139.84 138.48 138.82 -0.96 273,759 189,840 -2,397
Sep11 110316 139.32 139.48 138.27 138.54 -0.94 201 536 +133
Dec11 110316 138.65 139.14 137.88 138.24 -0.90 20 87 +9
Total Volume and Open Interest 273,980 190,745 -117,522
Mexican Peso(CME)
Apr11 110316 822.8 833.0 822.8 822.8 -10.2      
May11 110316 819.2 829.5 819.2 819.2 -10.2      
Total Volume and Open Interest 23,948 166,434 -57,667
30-Year T-Bonds(CBOT)
Mar11 110316 124~020 124~020 124~020 124~020 +1~060      
Jun11 110316 121~210 123~220 121~010 122~160 +1~060 320,671 602,989 -8,862
Sep11 110316 121~000 121~050 119~270 121~010 +1~060 1 2 +1
Total Volume and Open Interest 321,936 612,693 -9,358
10-Year T-Notes(CBOT)
Mar11 110316 121~270 123~025 121~155 122~150 +0~275 13,155 18,539 -1,993
Jun11 110316 120~165 121~265 120~030 121~080 +0~290 1,185,572 1,575,001 +3,292
Sep11 110316 119~295 119~295 119~010 119~295 +0~285 3 34 +0
Total Volume and Open Interest 1,198,730 1,593,578 +1,299
5-Year T-Notes(CBOT)
Mar11 110316 118~066 119~056 118~066 119~019 +0~063 5,177 16,250 -2,513
Jun11 110316 117~124 118~100 117~092 118~054 +0~070 799,935 1,192,957 +9,788
Sep11 110316 117~070 117~070 117~000 117~070 +0~070      
Total Volume and Open Interest 805,112 1,209,207 +7,275
2 Year T-Notes(CBOT)
Mar11 110316 109~081 109~099 109~081 109~096 +0~012 5,184 13,118 -2,973
Jun11 110316 109~049 109~070 109~040 109~060 +0~013 323,832 870,473 -6,496
Sep11 110316 109~024 109~024 109~011 109~024 +0~013      
Total Volume and Open Interest 329,016 883,591 -9,469
Eurodollars(CME)
Jun11 110316 99.635 99.640 99.600 99.610 -0.020 212,281 1,226,789 +7,723
Sep11 110316 99.570 99.575 99.540 99.555 -0.010 226,321 1,349,661 -6,674
Dec11 110316 99.455 99.495 99.445 99.470 +0.015 300,857 1,375,843 +8,218
Mar12 110316 99.270 99.350 99.245 99.315 +0.050 329,816 1,320,782 -99,797
Jun12 110316 98.990 99.110 98.955 99.060 +0.080 337,247 902,407 +35,901
Sep12 110316 98.670 98.820 98.625 98.755 +0.100 243,718 578,597 +9,153
Dec12 110316 98.360 98.535 98.315 98.460 +0.115 222,596 462,140 -7,796
Mar13 110316 98.095 98.275 98.040 98.200 +0.125 200,193 269,384 -11,299
Jun13 110316 97.825 98.015 97.760 97.935 +0.135 125,060 199,011 +1,168
Sep13 110316 97.570 97.760 97.500 97.680 +0.140 86,135 205,143 +6,860
Dec13 110316 97.315 97.515 97.245 97.435 +0.145 81,718 182,747 -3,565
Mar14 110316 97.090 97.290 97.015 97.215 +0.155 71,028 130,153 +460
Jun14 110316 96.850 97.060 96.785 96.985 +0.155 25,266 103,407 +2,082
Sep14 110316 96.650 96.840 96.560 96.760 +0.155 22,089 57,545 +183
Dec14 110316 96.420 96.615 96.330 96.530 +0.155 24,695 71,864 -1,425
Mar15 110316 96.190 96.410 96.125 96.325 +0.155 31,643 53,769 +272
Jun15 110316 4.215 4.470 4.185 4.380 +0.150 13,954 35,905 -1,570
Sep15 110316 4.065 4.290 4.005 4.195 +0.145 11,128 35,316 -77
Total Volume and Open Interest 2,614,408 8,735,939 -952,910
30 Day Federal Funds(CBOT)
Mar11 110316 99.855 99.863 99.855 99.857 unch 3,842 75,172 +1,254
Apr11 110316 99.860 99.865 99.860 99.860 unch 4,464 62,358 -1,019
May11 110316 99.860 99.865 99.860 99.860 unch 6,280 64,271 +13
Jun11 110316 99.860 99.865 99.855 99.860 unch 2,747 45,264 +550
Jul11 110316 99.850 99.860 99.850 99.855 unch 1,886 45,942 +99
Aug11 110316 99.835 99.845 99.830 99.840 unch 3,000 36,528 +1,378
Total Volume and Open Interest 44,347 612,467 +7,011
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 110316 99.655 99.655 99.655 99.655 -0.015 0 150 +0
Sep11 110316 99.647 99.647 99.647 99.647 -0.015      
Dec11 110316 99.632 99.632 99.632 99.632 -0.015 0 75 -4
Mar12 110316 99.605 99.605 99.605 99.605 -0.015      
Jun12 110316 99.635 99.635 99.635 99.635 -0.015      
Sep12 110316 99.585 99.585 99.585 99.585 -0.015      
Dec12 110316 99.490 99.490 99.490 99.490 -0.015      
Mar13 110316 99.490 99.490 99.490 99.490 -0.015      
Jun13 110316 99.445 99.445 99.445 99.445 -0.015      
Sep13 110316 99.305 99.305 99.305 99.305 -0.015      
Total Volume and Open Interest 0 225 -5,449
3-Mth Euro-Yen(SGX)
Jun11 110316 99.65 99.65 99.65 99.65 -0.01 10 2,945 +0
Sep11 110316 99.65 99.65 99.65 99.65 -0.01 0 866 +0
Dec11 110316 99.63 99.63 99.63 99.63 -0.01 101 1,936 +0
Mar12 110316 99.64 99.64 99.61 99.61 -0.01 200 1,332 +202
Jun12 110316 99.64 99.64 99.64 99.64 -0.01 0 754 +0
Sep12 110316 99.58 99.58 99.58 99.58 -0.01 0 310 +0
Dec12 110316 99.49 99.49 99.49 99.49 -0.01 0 4 +0
Mar13 110316 99.49 99.49 99.49 99.49 -0.01 0 1 +0
Total Volume and Open Interest 311 8,148 +202
Japanese Gov't Bonds(SGX)
Jun11 110316 140.00 140.10 139.58 139.87 -0.04 3,908 12,028 +0
Sep11 110316 137.44 137.44 137.44 137.44 -0.04 1 1 +0
Dec11 110316 135.35 135.35 135.35 135.35 -0.04      
Total Volume and Open Interest 3,909 12,112 +83
Euro-Bund(EUREX)
Jun11 110316 122.83 123.92 122.66 123.65 +0.63 967,422 1,604,007 +185,858
Sep11 110316 122.62 123.50 122.59 123.29 +0.63 19 575 +530
Dec11 110316 123.33 123.33 123.33 123.33 +0.65      
Total Volume and Open Interest 967,441 1,604,582 +186,388
Euro-Bobl(EUREX)
Jun11 110316 115.62 116.49 115.54 116.24 +0.45 609,894 1,210,291 +116,164
Sep11 110316 115.48 115.69 115.47 115.69 +0.49 101 2,965 +100
Dec11 110316 115.69 115.69 115.69 115.69 +0.49      
Total Volume and Open Interest 609,995 1,213,256 +116,264
3-Mth Euribor(EUREX)
Mar11 110314 98.830 98.830 98.825 98.825 unch 564 5,430 -114
Jun11 110316 98.510 98.590 98.510 98.550 +0.025 552 11,006 +224
Sep11 110316 98.350 98.350 98.350 98.350 +0.070 0 2,474 +0
Total Volume and Open Interest 697 21,287 -5,251
Long Gilt(LIFFE)
Mar11 110316 119~19 120~06 119~17 120~05 +0~19 356 3,144 -350
Jun11 110316 118~06 118~32 118~03 118~27 +0~19 114,384 289,202 +2,590
Total Volume and Open Interest 114,740 292,346 +2,240
3-Mth Short Sterling(LIFFE)
Mar11 110316 99.19 99.20 99.17 99.19 0.00 11,412 267,153 -2,569
Jun11 110316 99.04 99.13 99.02 99.06 +0.01 65,088 372,338 +7,880
Sep11 110316 98.85 98.97 98.83 98.91 +0.04 76,037 327,923 +2,042
Dec11 110316 98.64 98.76 98.61 98.72 +0.07 85,419 369,026 +8,448
Mar12 110316 98.40 98.52 98.37 98.50 +0.09 94,602 325,167 +2,692
Jun12 110316 98.11 98.27 98.09 98.24 +0.10 78,253 185,410 -5,963
Total Volume and Open Interest 511,552 2,323,039 +14,656
3-Mth Euribor(LIFFE)
Jun11 110316 98.525 98.595 98.495 98.550 +0.030 249,420 730,546 +29,788
Sep11 110316 98.265 98.395 98.245 98.350 +0.075 222,361 586,972 -18,850
Dec11 110316 98.065 98.235 98.040 98.175 +0.095 221,331 569,189 +8,722
Total Volume and Open Interest 1,449,551 3,213,696 -470,049
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 110316 95.19 95.29 95.13 95.15 -0.04 90,529 258,433 +50,078
Sep11 110316 95.18 95.28 95.10 95.14 -0.04 134,984 261,264 +81,980
Dec11 110316 95.07 95.20 95.01 95.04 -0.03 77,093 138,668 +51,170
Mar12 110316 94.96 95.07 94.90 94.92 -0.04 29,044 78,423 +17,343
Jun12 110316 94.89 94.98 94.81 94.82 -0.05 5,803 47,591 +4,574
Sep12 110316 94.82 94.92 94.74 94.75 -0.05 3,208 39,718 +1,991
Dec12 110316 94.72 94.87 94.67 94.69 -0.04 1,612 20,977 +1,295
Mar13 110316 94.73 94.82 94.62 94.65 -0.04 993 5,883 +878
Jun13 110316 94.69 94.75 94.58 94.61 -0.03 91 711 +86
Total Volume and Open Interest 343,414 853,386 +209,413
10-Year Aus T-Bonds(SFE)
Jun11 110316 94.58 94.67 94.55 94.58 -0.01 111,209 407,238 +76,006
Sep11 110316 94.58 94.58 94.58 94.58        
3-Year Aus T-Bonds(SFE)
Jun11 110315 94.95 95.22 94.94 95.09 +0.13 202,573 370,628 +112,057
Sep11 110316 95.05 95.05 95.05 95.05        
Gold(CMX)
Apr11 110316 1394.8 1406.6 1392.3 1396.1 +3.3 107,163 257,932 -11,059
Jun11 110316 1398.3 1407.4 1393.8 1397.5 +3.3 16,262 124,383 +1,852
Aug11 110316 1400.5 1408.1 1395.2 1398.8 +3.3 731 31,398 +236
Oct11 110316 1399.8 1408.9 1398.6 1400.1 +3.3 76 6,497 -27
Dec11 110316 1399.0 1411.0 1398.4 1401.6 +3.4 492 28,763 -26
Feb12 110316 1405.5 1412.0 1403.0 1403.0 +3.3 271 7,271 -38
Apr12 110316 1403.8 1412.2 1403.8 1404.8 +3.3 6 5,318 +1
Jun12 110316 1406.9 1406.9 1406.9 1406.9 +3.3 1 6,742 +1
Aug12 110316 1409.1 1409.1 1409.1 1409.1 +3.3 56 1,078 +25
Oct12 110316 1411.9 1411.9 1411.9 1411.9 +3.2 17 2,733 +0
Dec12 110316 1420.3 1425.1 1412.2 1415.5 +2.9 254 11,160 +64
Total Volume and Open Interest 126,669 511,672 -8,253
Silver(CMX)
Mar11 110316 3435.0 3494.0 3390.0 3447.1 +35.5 1,001 1,309 +6
May11 110316 3425.5 3508.0 3384.5 3447.2 +35.5 55,849 80,675 -4,704
Jul11 110316 3422.0 3507.5 3387.5 3448.0 +35.8 2,480 13,647 +963
Sep11 110316 3430.5 3481.5 3398.0 3448.5 +35.9 1,085 6,724 +786
Dec11 110316 3430.0 3503.0 3399.0 3448.2 +35.9 386 14,877 -3
Mar12 110316 3440.0 3481.0 3413.0 3442.3 +35.9 9 1,261 +2
May12 110316 3438.5 3438.5 3438.5 3438.5 +35.9 0 320 +0
Total Volume and Open Interest 62,154 136,093 -2,877
Platinum(NYMEX)
Apr11 110316 1699.0 1730.5 1681.0 1700.5 -5.1 10,055 24,125 -1,839
Jul11 110316 1710.6 1731.8 1685.5 1703.9 -5.2 1,210 11,040 +472
Oct11 110316 1702.0 1710.0 1695.0 1706.0 -5.1 11 548 +6
Jan12 110316 1708.4 1708.4 1708.4 1708.4 -5.1 0 14 +0
Total Volume and Open Interest 11,292 35,763 -1,347
Palladium(NYMEX)
Mar11 110316 716.55 716.55 706.10 706.10 +2.80 20 59 -2
Jun11 110316 708.00 722.65 692.00 705.05 +0.15 3,284 21,823 -209
Sep11 110316 704.25 722.00 698.75 706.30 +0.20 25 102 +6
Total Volume and Open Interest 3,331 22,040 -307
Copper(CMX)
Mar11 110316 422.10 425.40 417.35 418.70 +6.20 304 1,722 -468
May11 110316 419.00 427.00 417.00 419.75 +6.05 34,797 91,215 -4,263
Jul11 110316 419.55 427.45 419.55 421.30 +6.00 1,708 22,142 -437
Sep11 110316 425.80 428.20 421.00 422.40 +5.95 593 9,292 +3
Dec11 110316 423.90 428.00 421.10 422.85 +5.80 91 5,874 -5
Total Volume and Open Interest 38,075 136,775 -5,085
DJIA Index(CBOT)
Mar11 110316 11853 11900 11640 11641 -212 2,142 12,286 -329
Jun11 110316 11785 11838 11500 11578 -211 1,329 2,123 +972
Sep11 110316 11506 11718 11506 11506 -212      
Dec11 110316 11438 11650 11438 11438 -212 0 1 +0
Total Volume and Open Interest 3,471 14,410 +643
S & P 500(CME)
Mar11 110316 1277.30 1280.00 1249.00 1258.70 -21.40 70,191 233,562 -36,609
Jun11 110316 1275.00 1283.20 1243.80 1253.90 -21.40 75,205 196,115 +46,099
Sep11 110316 1248.50 1248.50 1239.90 1248.50 -21.40 14 3,097 +13
Dec11 110316 1243.10 1243.10 1234.50 1243.10 -21.40 159 709 +33
Total Volume and Open Interest 145,569 433,483 +9,536
S & P 500 E-Mini(Globex)
Mar11 110316 1280.00 1288.25 1248.00 1258.75 -21.25 817,826 1,737,831 -236,407
Jun11 110316 1274.75 1283.50 1243.25 1254.00 -21.25 2,788,791 1,639,297 +329,176
Total Volume and Open Interest 3,607,001 3,377,880 +93,083
NASDAQ 100(CME)
Mar11 110316 2240.00 2250.00 2192.00 2211.00 -36.50 2,911 21,327 -1,147
Jun11 110316 2245.80 2261.00 2187.00 2208.50 -36.50 2,804 4,874 +1,804
Sep11 110316 2206.00 2206.00 2203.00 2206.00 -36.50      
Total Volume and Open Interest 5,715 26,201 +657
NASDAQ 100 E-Mini(Globex)
Mar11 110316 2249.00 2264.30 2188.50 2211.00 -36.50 108,276 247,762 -28,236
Jun11 110316 2245.80 2261.80 2186.50 2208.50 -36.50 420,634 171,870 +45,502
Total Volume and Open Interest 528,914 419,650 +17,268
S & P Midcap 400(CME)
Mar11 110316 937.00 938.00 900.00 934.10 -6.90 246 2,904 -245
Jun11 110316 940.50 947.00 920.00 931.90 -6.80 252 357 +275
Sep11 110316 929.60 929.60 927.80 929.60 -6.90      
Total Volume and Open Interest 498 3,261 +30
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Jun11 110316 8530 8530 8530 8530 -455      
Sep11 110316 8530 8610 8530 8555 -455      
Total Volume and Open Interest 53,353 45,876 +2,775
Nikkei 225(SGX)
Jun11 110316 8665 9090 8310 8950 +330 379,242 268,570 +60,162
Sep11 110316 8725 9045 8370 8950 +330 231 390 +64
Dec11 110316 8890 8890 8890 8890 +330 0 5,368 +0
Total Volume and Open Interest 380,306 285,475 +64,318
CAC 40(EURONEXT)
Mar11 110316 3766.0 3802.0 3629.5 3699.0 -85.0 208,845 353,269 +23,105
Apr11 110316 3766.0 3804.0 3631.0 3700.5 -86.0 19,576 39,159 +9,551
May11 110316 3713.5 3725.5 3570.5 3629.5 -84.5 22 41 +14
Total Volume and Open Interest 231,296 396,039 +35,210
Hang Seng Index(HKFE)
Mar11 110316 22604 22780 22497 22611 +49 92,375 88,807 -1,967
Apr11 110316 22642 22750 22480 22590 +55 1,478 3,565 +278
Total Volume and Open Interest 94,379 97,101 -1,573
DAX(EUREX)
Mar11 110316 6623.5 6736.0 6412.5 6529.5 -134.5 288,524 382,425 +44,384
Jun11 110316 6645.0 6760.0 6436.0 6552.5 -135.0 90,662 147,593 +31,980
Sep11 110316 6671.5 6782.0 6486.5 6575.0 -136.0 1,127 3,187 +310
Total Volume and Open Interest 380,313 533,205 +76,674
FT-SE 100(EURONEXT)
Mar11 110316 5727.00 5730.00 5504.00 5614.50 -80.00 328,771 415,776 -126,173
Jun11 110316 5680.00 5686.00 5458.50 5570.00 -80.50 217,609 273,253 +139,142
Sep11 110316 5498.50 5535.50 5432.00 5535.50 -81.00 0 464 +0
Total Volume and Open Interest 546,393 689,659 +12,980
SPI 200(SFE)
Mar11 110316 4535.0 4578.0 4468.0 4567.0 +32.0 167,423 250,209 +55,493
Jun11 110316 4555.0 4596.0 4487.0 4584.0 +26.0 114,076 152,856 +97,227
Sep11 110316 4574.0 4574.0 4574.0 4574.0 +26.0 14 2,529 +1
Total Volume and Open Interest 281,850 408,468 +153,058
GSCI(CME)
Apr11 110316 26.64 33.64 18.14 21.64 +5.80 837 13,404 +501
May11 110316 28.14 34.14 20.14 22.74 +5.60 5 25 +0
Jun11 110316 24.14 35.64 18.14 24.14 +5.50      
Total Volume and Open Interest 1,534 14,713  
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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