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MRCI's End of Day Prices

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MRCI's End of Day Prices
Daily Futures Price Listing Thu March 17, 2011
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
May11 110317 1286.75 1346.75 1285.25 1335.25 +48.25 160,944 249,684 +412
Jul11 110317 1295.25 1354.50 1293.75 1343.50 +48.25 71,334 133,055 +414
Aug11 110317 1290.00 1349.00 1290.00 1339.75 +49.00 3,017 9,553 -147
Sep11 110317 1272.00 1330.00 1272.00 1321.00 +50.00 4,638 10,962 +58
Nov11 110317 1251.00 1311.75 1250.25 1302.25 +51.50 45,730 167,797 +1,158
Jan12 110317 1258.50 1315.75 1258.50 1307.25 +51.00 2,209 21,137 -212
Mar12 110317 1289.00 1314.00 1288.00 1304.00 +50.25 814 11,719 -10
Total Volume and Open Interest 290,809 621,678 +1,486
Soybean Meal(CBOT)
May11 110317 345.00 361.30 344.10 358.60 +14.10 56,851 85,682 -833
Jul11 110317 348.10 364.50 347.50 361.80 +14.00 23,983 55,513 -731
Aug11 110317 348.60 364.10 348.60 361.90 +14.30 5,320 12,681 +1,282
Sep11 110317 345.50 360.00 344.70 358.30 +14.50 4,472 10,345 +1,006
Oct11 110317 334.00 350.40 334.00 348.70 +15.00 2,413 11,398 +164
Dec11 110317 332.60 348.40 332.00 347.00 +15.00 8,566 29,649 +652
Jan12 110317 340.30 348.50 340.30 347.60 +14.90 299 3,377 -38
Mar12 110317 339.90 348.30 339.90 347.10 +14.70 371 2,489 +83
Total Volume and Open Interest 102,582 215,424 +1,634
Soybean Oil(CBOT)
May11 110317 53.00 55.22 53.00 54.52 +1.56 87,091 168,964 +1,747
Jul11 110317 53.63 55.76 53.55 55.07 +1.54 31,599 101,155 -599
Aug11 110317 53.97 55.89 53.96 55.27 +1.54 3,952 12,078 -619
Sep11 110317 54.29 56.09 54.26 55.41 +1.54 2,557 12,591 +101
Oct11 110317 54.17 56.02 54.15 55.34 +1.56 2,618 13,366 +279
Dec11 110317 54.10 56.17 53.86 55.47 +1.57 15,286 56,812 +1,610
Jan12 110317 55.90 56.15 54.01 55.58 +1.57 1,624 2,707 +939
Mar12 110317 56.08 56.08 54.01 55.58 +1.57 919 2,548 +461
Total Volume and Open Interest 146,614 373,398 +4,245
Canola(WCE)
Mar11 110314 550.9 550.9 550.9 550.9 -3.1      
May11 110317 533.2 563.9 533.2 562.1 +28.2 13,602 86,194 -7,586
Jul11 110317 543.3 572.2 543.3 570.5 +28.3 2,352 32,182 +335
Nov11 110317 522.7 553.0 522.7 550.5 +27.5 4,146 62,567 -806
Jan12 110317 543.9 558.0 543.9 555.8 +27.8 155 3,764 -45
Total Volume and Open Interest 20,255 187,469 -8,102
Corn(CBOT)
May11 110317 618.25 646.50 616.00 646.50 +30.00 189,088 651,786 -6,988
Jul11 110317 625.25 653.75 623.00 653.75 +30.00 100,121 377,668 -4,342
Sep11 110317 587.75 613.00 585.00 613.00 +30.00 19,704 85,606 +1,341
Dec11 110317 550.00 579.25 550.00 579.25 +30.00 63,454 375,571 +677
Mar12 110317 560.00 587.50 560.00 587.50 +30.00 8,180 59,487 +928
May12 110317 569.00 595.00 569.00 595.00 +30.00 1,961 7,253 -21
Total Volume and Open Interest 387,890 1,613,794 -8,741
Wheat(CBOT)
May11 110317 663.25 718.75 663.00 710.25 +48.25 78,878 192,715 -848
Jul11 110317 696.50 753.00 696.50 745.25 +49.25 26,652 126,759 +316
Sep11 110317 735.50 790.00 734.50 784.00 +49.50 9,014 41,654 -511
Dec11 110317 765.00 817.75 763.50 812.25 +48.75 17,570 94,376 -1,495
Mar12 110317 787.00 838.00 785.25 832.50 +47.25 2,030 8,096 +174
Total Volume and Open Interest 135,856 485,753 -2,058
Wheat(KCBT)
May11 110317 778.00 833.00 777.25 831.00 +52.75 14,477 77,420 -1,287
Jul11 110317 789.00 842.75 785.25 841.75 +53.00 7,433 66,656 -338
Sep11 110317 803.75 857.25 802.75 856.50 +52.25 1,550 17,442 +95
Dec11 110317 824.00 875.75 822.00 875.75 +51.75 2,596 19,905 +271
Mar12 110317 833.25 886.75 832.75 886.75 +50.25 488 1,840 +236
Total Volume and Open Interest 26,726 187,373 -949
Wheat(MGE)
Mar11 110314 853.75 853.75 853.75 853.75 +0.50 4 36 +0
May11 110317 806.00 860.00 806.00 854.75 +48.75 4,058 18,825 -668
Jul11 110317 817.00 869.00 816.00 865.25 +50.00 2,466 13,530 -519
Sep11 110317 820.75 873.25 820.50 869.50 +50.25 2,297 13,211 +112
Dec11 110317 830.00 883.00 830.00 878.00 +48.50 1,085 10,633 +216
Total Volume and Open Interest 10,182 58,913 -834
Oats(CBOT)
May11 110317 316.25 335.00 316.25 335.00 +20.00 1,721 8,092 -368
Jul11 110317 323.25 343.25 323.25 343.25 +20.00 756 2,504 +379
Sep11 110317 331.00 352.00 331.00 351.00 +19.00 61 221 -3
Dec11 110317 345.00 362.75 343.00 361.00 +18.00 154 2,346 +45
Total Volume and Open Interest 2,692 13,164 +53
Rough Rice(CBOT)
Mar11 110314 12.90 13.19 12.90 13.19 +0.40 8 86 -12
May11 110317 12.78 13.26 12.66 13.26 +0.50 1,491 14,864 -262
Jul11 110317 13.09 13.56 12.90 13.56 +0.50 353 4,849 +6
Sep11 110317 13.70 14.26 13.70 14.26 +0.50 118 3,480 -20
Total Volume and Open Interest 2,188 24,345 -130
Live Cattle(CME)
Apr11 110317 111.400 113.400 110.800 111.600 +1.100 24,265 69,056 -5,123
Jun11 110317 111.150 113.250 110.830 111.785 +1.135 22,854 163,196 +1,594
Aug11 110317 112.550 115.050 112.250 113.930 +1.880 7,943 60,789 +438
Oct11 110317 115.800 118.150 115.350 117.450 +2.300 4,456 39,454 -551
Dec11 110317 115.900 118.450 115.750 117.800 +2.300 1,542 28,812 +309
Feb12 110317 115.750 118.400 115.750 117.950 +2.200 201 7,543 +69
Total Volume and Open Interest 61,383 371,349 -3,258
Feeder Cattle(CME)
Mar11 110317 126.650 129.035 126.650 127.700 +1.200 2,113 4,013 -926
Apr11 110317 127.980 130.685 127.700 129.285 +1.585 2,342 6,131 -688
May11 110317 129.000 131.850 128.400 130.880 +1.380 2,003 15,008 -698
Aug11 110317 130.550 133.485 129.550 132.185 +1.335 1,282 15,473 -295
Sep11 110317 129.850 132.400 129.150 131.700 +1.550 140 2,648 +40
Oct11 110317 129.850 132.435 129.535 131.600 +1.600 77 1,525 +25
Nov11 110317 129.600 132.350 128.985 131.900 +1.900 37 796 +7
Total Volume and Open Interest 8,002 45,701 -2,532
Lean Hogs(CME)
Apr11 110317 85.980 88.300 85.430 88.150 +2.850 20,689 30,154 -5,898
May11 110317 94.500 97.250 94.050 96.650 +2.150 444 3,312 -1
Jun11 110317 96.000 98.350 95.385 97.680 +2.330 17,027 86,484 -1,237
Jul11 110317 95.450 98.100 94.980 97.600 +2.450 3,347 29,723 +213
Aug11 110317 95.150 98.100 95.050 97.650 +2.550 3,088 29,751 +17
Oct11 110317 85.100 87.650 85.050 87.430 +2.080 2,393 21,897 -403
Dec11 110317 81.050 83.885 80.950 83.350 +2.200 880 13,786 +54
Feb12 110317 81.900 84.100 81.900 84.100 +2.700 135 3,004 -38
Total Volume and Open Interest 48,143 220,518 -7,284
Class III Milk(CME)
Mar11 110317 19.55 19.55 19.55 19.55 -0.03      
Apr11 110317 16.39 16.94 16.30 16.79 +0.30 1,028 5,771 +15
May11 110317 16.13 16.77 16.00 16.60 +0.45 590 4,896 +3
Jun11 110317 16.04 16.49 15.93 16.45 +0.43 370 3,866 +18
Jul11 110317 16.54 16.81 16.43 16.80 +0.29 166 2,780 +57
Total Volume and Open Interest 3,072 37,740 +433
Cocoa(ICE)
Mar11 110316 3233 3233 3233 3233 -61 5 25 -5
May11 110317 3225 3311 3200 3282 +67 16,445 66,328 -4,177
Jul11 110317 3245 3301 3203 3278 +68 4,795 31,126 +452
Sep11 110317 3230 3299 3206 3278 +67 2,080 14,553 +995
Dec11 110317 3270 3298 3204 3278 +64 2,123 17,596 -505
Mar12 110317 3247 3312 3241 3312 +67 235 22,900 +130
May12 110317 3306 3306 3306 3306 +68 27 5,045 +20
Total Volume and Open Interest 25,808 162,365 -2,996
Coffee "C"(ICE)
Mar11 110317 269.15 274.70 269.15 271.40 +6.85 33 123 -2
May11 110317 266.00 274.30 265.80 270.90 +5.55 20,001 71,815 -3,365
Jul11 110317 268.00 276.10 268.00 273.10 +5.60 4,669 23,139 +618
Sep11 110317 271.30 278.00 270.20 274.95 +5.50 1,543 9,437 +128
Dec11 110317 271.55 278.55 271.20 275.85 +4.30 575 14,117 -44
Mar12 110317 268.85 275.55 268.85 273.55 +4.70 62 2,542 +16
Total Volume and Open Interest 26,909 122,449 -2,642
Orange Juice(ICE)
May11 110317 165.55 166.50 162.70 164.85 -0.70 591 23,371 -231
Jul11 110317 163.50 163.65 160.75 162.80 -0.35 137 3,467 -18
Sep11 110317 163.00 163.00 160.60 161.85 -0.75 15 808 +9
Nov11 110317 158.00 158.35 157.00 158.35 +0.45 2 667 +0
Jan12 110317 156.80 156.80 156.80 156.80 +0.50 2 35 +0
Mar12 110317 156.85 156.85 156.85 156.85 -1.10 2 22 +2
Total Volume and Open Interest 749 28,377 -238
Sugar #11(ICE)
May11 110317 26.09 27.00 25.98 26.74 +0.89 77,032 226,052 -1,303
Jul11 110317 24.07 24.84 23.83 24.60 +0.94 34,814 173,327 +1,312
Oct11 110317 23.08 23.72 22.70 23.55 +0.96 22,980 83,120 +3,677
Mar12 110317 22.06 23.14 22.06 22.98 +0.87 11,053 60,136 +3,620
May12 110317 21.93 22.52 21.70 22.41 +0.84 2,104 16,046 +404
Total Volume and Open Interest 150,789 601,818 +7,706
London Cocoa(LCE)
May11 110317 2093 2139 2075 2126 +24 12,648 57,129 -987
Jul11 110317 2092 2134 2074 2121 +25 4,202 38,076 +250
Sep11 110317 2087 2132 2069 2121 +32 1,505 23,720 -154
Dec11 110317 2090 2123 2075 2121 +30 1,094 32,032 -19
Mar12 110317 2085 2121 2082 2118 +36 223 25,692 +56
May12 110317 2073 2114 2073 2114 +37 507 5,648 +152
Jul12 110317 2074 2103 2066 2103 +33 113 2,671 +22
Total Volume and Open Interest 22,801 197,764 -2,495
London Sugar(LCE)
May11 110317 676.60 692.90 671.90 686.20 +17.60 8,673 24,851 +930
Aug11 110317 645.10 658.80 638.30 653.60 +16.00 2,285 17,578 +863
Oct11 110317 619.60 630.00 610.00 624.20 +14.20 830 4,102 +352
Dec11 110317 601.10 613.40 601.10 610.90 +14.20 127 1,465 +94
Mar12 110317 597.90 605.00 597.90 603.60 +13.20 85 1,185 +4
Total Volume and Open Interest 12,021 49,715 +2,256
Cotton(ICE)
May11 110317 186.95 192.12 185.00 192.12 +7.00 8,284 71,539 +2,147
Jul11 110317 176.55 182.46 175.75 182.46 +7.00 4,859 39,536 +589
Oct11 110317 140.50 146.50 140.50 146.50 +5.06 34 415 +7
Dec11 110317 117.85 122.90 117.36 120.96 +4.27 4,854 54,991 -660
Mar12 110317 110.00 115.94 110.00 114.36 +4.39 412 4,168 +75
May12 110317 108.13 110.75 108.13 109.24 +4.11 80 1,134 +46
Total Volume and Open Interest 18,587 174,736 +2,229
Lumber(CME)
May11 110317 306.1 312.7 302.7 312.7 +10.0 673 5,839 -10
Jul11 110317 320.0 328.0 316.6 327.9 +9.9 166 2,689 +30
Sep11 110317 325.4 332.0 325.2 332.0 +10.0 15 363 -6
Nov11 110317 320.0 325.0 320.0 323.3 +7.2 1 45 +1
Total Volume and Open Interest 855 8,936 -215
Crude Oil(NYM)
Apr11 110317 98.10 101.99 96.60 101.42 +3.44 388,736 154,888 -23,418
May11 110317 99.09 102.96 97.62 102.39 +3.44 218,453 320,282 +4,014
Jun11 110317 99.84 103.60 98.30 103.06 +3.48 100,941 153,955 +3,715
Jul11 110317 99.72 104.14 98.88 103.60 +3.45 29,754 89,872 +5,829
Aug11 110317 99.94 104.45 99.94 103.94 +3.39 14,497 41,173 -233
Sep11 110317 100.35 104.47 100.29 104.17 +3.34 18,392 58,099 +252
Oct11 110317 100.65 104.50 100.65 104.27 +3.32 7,918 32,857 -511
Nov11 110317 101.45 104.42 101.38 104.32 +3.31 7,112 31,386 -66
Dec11 110317 100.21 104.83 99.80 104.35 +3.29 52,176 178,538 -2,814
Jan12 110317 103.41 104.21 100.00 104.21 +3.27 6,455 35,351 -393
Feb12 110317 103.94 104.02 103.94 104.02 +3.26 1,992 15,487 -224
Mar12 110317 101.80 104.00 101.80 103.79 +3.25 2,284 24,476 +284
Apr12 110317 103.00 103.51 103.00 103.51 +3.24 1,002 9,401 +17
May12 110317 102.17 103.21 102.17 103.21 +3.23 642 10,552 -3
Jun12 110317 98.98 103.21 98.97 102.95 +3.20 3,898 55,760 -472
Jul12 110317 102.67 102.67 102.67 102.67 +3.17 314 11,233 +15
Total Volume and Open Interest 873,024 1,580,632 -13,578
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 110317 99.100 102.925 97.750 102.400 +3.450 2,673 1,492 -4
Jun11 110317 99.250 103.400 98.425 103.050 +3.475 699 366 +17
Jul11 110317 101.450 103.600 101.175 103.600 +3.450 160 194 +4
Aug11 110317 104.000 104.000 103.950 103.950 +3.400 3 10 -2
Sep11 110317 101.825 104.175 101.825 104.175 +3.350 11 12 +2
Oct11 110317 104.275 104.275 104.275 104.275 +3.325 8 39 +5
Nov11 110317 104.325 104.325 104.325 104.325 +3.325 3 13 +0
Dec11 110317 103.275 104.350 103.275 104.350 +3.300 4 220 +1
Total Volume and Open Interest 21,832 6,661 +459
Heating Oil(NYM)
Apr11 110317 299.80 308.08 296.58 306.49 +6.77 63,626 62,684 -5,209
May11 110317 300.50 309.06 297.28 307.45 +6.98 33,062 72,935 +1,285
Jun11 110317 300.50 309.85 299.69 308.34 +7.22 28,046 54,521 +2,749
Jul11 110317 299.00 310.57 299.00 309.29 +7.40 7,522 25,461 +790
Aug11 110317 308.26 311.91 306.27 310.33 +7.55 5,456 16,452 +601
Sep11 110317 302.00 311.56 302.00 311.56 +7.75 5,215 13,748 -16
Oct11 110317 311.90 312.87 311.90 312.82 +7.84 3,023 6,823 -18
Nov11 110317 307.67 314.07 306.80 314.07 +7.99 2,009 6,469 -2
Dec11 110317 305.36 316.54 305.36 315.10 +8.09 8,667 27,082 -515
Jan12 110317 315.50 316.10 315.50 316.10 +8.14 415 6,585 +39
Feb12 110317 315.90 315.90 315.90 315.90 +8.09 223 2,278 +17
Mar12 110317 314.25 314.25 314.25 314.25 +7.99 148 1,346 -18
Total Volume and Open Interest 158,128 309,125 -99
Gasoline(NYMEX)
Apr11 110317 284.39 296.63 281.50 295.06 +10.69 52,781 51,837 -4,704
May11 110317 285.03 297.22 282.11 295.63 +10.60 38,360 72,407 +1,906
Jun11 110317 282.80 296.49 282.80 294.91 +10.55 18,200 40,952 +336
Jul11 110317 286.00 294.90 286.00 293.61 +10.45 6,616 20,978 -433
Aug11 110317 285.50 292.71 284.95 291.96 +10.24 3,860 11,984 +301
Sep11 110317 282.49 290.24 282.48 289.58 +9.98 4,628 12,831 -350
Oct11 110317 271.57 278.78 271.57 277.75 +9.60 2,371 7,754 -328
Nov11 110317 270.75 275.22 270.75 275.22 +9.55 1,594 5,430 -106
Dec11 110317 262.83 275.05 262.83 274.07 +9.63 2,541 24,471 +260
Jan12 110317 271.00 274.45 271.00 274.45 +9.56 144 4,688 +112
Total Volume and Open Interest 131,394 269,787 -2,872
e-miNY RBOB Gasoline(NYM)
Apr11 110317 295.10 295.10 295.06 295.10 +10.70 0 2 +0
May11 110317 295.60 295.63 295.60 295.60 +10.60 0 1 +0
Jun11 110317 294.90 294.91 294.90 294.90 +10.50 0 1 +0
Jul11 110317 293.60 293.61 293.60 293.60 +10.40 0 1 +0
Total Volume and Open Interest 1 8 +1
Natural Gas(NYM)
Apr11 110317 3.941 4.169 3.919 4.158 +0.220 204,326 111,036 -11,959
May11 110317 4.018 4.244 3.991 4.234 +0.224 103,604 250,357 +6,265
Jun11 110317 4.079 4.311 4.069 4.299 +0.220 21,195 68,233 -1,113
Jul11 110317 4.150 4.381 4.150 4.369 +0.212 14,042 77,958 +298
Aug11 110317 4.225 4.411 4.221 4.405 +0.203 8,860 28,216 +176
Sep11 110317 4.252 4.429 4.250 4.423 +0.196 11,363 44,015 +1,572
Oct11 110317 4.291 4.480 4.256 4.476 +0.192 17,502 71,355 -867
Nov11 110317 4.518 4.654 4.512 4.653 +0.161 4,532 30,358 -499
Dec11 110317 4.779 4.911 4.779 4.907 +0.139 4,248 25,778 -195
Jan12 110317 4.904 5.046 4.904 5.043 +0.138 8,659 59,430 -713
Feb12 110317 4.925 5.034 4.912 5.030 +0.133 1,313 12,908 +239
Mar12 110317 4.875 4.977 4.858 4.975 +0.128 2,064 28,164 +11
Apr12 110317 4.755 4.839 4.752 4.837 +0.109 2,922 24,656 -501
May12 110317 4.810 4.867 4.780 4.867 +0.106 270 5,971 +9
Jun12 110317 4.810 4.900 4.810 4.900 +0.104 173 4,679 +0
Jul12 110317 4.860 4.945 4.860 4.945 +0.104 123 4,195 +2
Total Volume and Open Interest 407,240 918,567 -7,277
Brent Crude Oil(ICE)
May11 110317 110.24 115.50 109.45 114.90 +4.30 278,048 178,100 +9,027
Jun11 110317 109.85 115.25 109.28 114.65 +4.21 110,268 184,201 -1,746
Jul11 110317 109.99 114.83 109.09 114.38 +4.14 22,970 52,804 +2,414
Aug11 110317 109.56 114.42 108.90 114.11 +4.09 11,169 28,770 -555
Sep11 110317 109.13 114.09 108.68 113.79 +4.03 7,685 32,262 +77
Oct11 110317 109.03 113.81 108.48 113.49 +3.97 5,224 19,717 +232
Nov11 110317 108.76 113.49 108.24 113.17 +3.93 3,814 16,901 +474
Dec11 110317 108.52 113.30 108.01 112.85 +3.88 41,012 96,187 -738
Jan12 110317 109.52 112.84 109.51 112.58 +3.84 4,187 22,447 +74
Feb12 110317 112.31 112.31 112.31 112.31 +3.80 2,953 13,451 +256
Mar12 110317 112.04 112.04 112.04 112.04 +3.78 1,356 16,604 -52
Apr12 110317 111.69 111.69 111.69 111.69 +3.78 1,380 5,160 -45
May12 110317 111.29 111.29 111.29 111.29 +3.75 1,142 3,568 -182
Jun12 110317 109.41 111.20 109.41 110.89 +3.72 4,482 31,863 -1,790
Total Volume and Open Interest 605,737 844,342 -11,712
Gas Oil(ICE)
Apr11 110317 952.00 983.00 948.25 974.25 +15.25 117,351 150,135 -13,902
May11 110317 948.00 980.75 946.00 972.50 +15.75 106,598 104,028 +4,463
Jun11 110317 946.50 978.75 944.50 971.00 +16.75 62,600 64,708 -6,157
Jul11 110317 945.00 979.00 944.25 971.25 +17.50 20,835 34,960 -1,380
Aug11 110317 945.50 980.00 944.75 972.25 +18.25 13,538 24,174 +1,339
Sep11 110317 946.00 978.75 945.25 973.00 +18.50 12,246 36,623 +2,870
Oct11 110317 954.50 978.75 954.50 973.00 +19.00 5,191 22,476 +1,356
Nov11 110317 957.00 974.50 955.50 972.50 +19.25 2,394 16,659 +929
Dec11 110317 944.25 979.75 943.75 972.50 +19.50 17,837 54,942 -1,648
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 110317 2.372 2.411 2.372 2.403 +0.106 55 902 -25
May11 110317 2.374 2.411 2.374 2.402 +0.113 39 764 +31
Jun11 110317 2.384 2.406 2.382 2.405 +0.117 18 1,032 +12
Jul11 110317 2.390 2.406 2.384 2.404 +0.114 39 1,262 +22
Aug11 110317 2.376 2.385 2.370 2.384 +0.115 43 926 +15
Sep11 110317 2.310 2.340 2.310 2.335 +0.101 18 984 -13
Oct11 110317 2.257 2.257 2.244 2.244 +0.091 16 592 +6
Total Volume and Open Interest 303 8,044 +62
WTI Crude Oil(ICE
Apr11 110317 97.38 101.98 97.38 101.42 +3.44 74,396 42,240 -3,052
May11 110317 98.61 102.94 98.40 102.39 +3.44 72,431 96,499 -2,327
Jun11 110317 99.26 103.60 99.04 103.06 +3.48 44,786 75,375 +118
Jul11 110317 101.57 103.86 101.54 103.60 +3.45 10,135 35,035 -1,245
Aug11 110317 101.96 104.24 101.96 103.94 +3.39 3,379 17,694 -650
Sep11 110317 102.36 104.47 102.36 104.17 +3.34 4,799 27,156 +315
Oct11 110317 102.47 104.51 102.47 104.27 +3.32 2,708 17,762 +252
Nov11 110317 102.52 104.57 102.52 104.32 +3.31 2,762 13,219 +522
Dec11 110317 100.55 104.90 100.55 104.35 +3.29 17,625 94,491 +629
Jan12 110317 104.21 104.21 104.21 104.21 +3.27 1,059 10,168 +123
Feb12 110317 104.02 104.02 104.02 104.02 +3.26 362 2,460 +66
Mar12 110317 103.79 103.79 103.79 103.79 +3.25 325 5,025 +62
Apr12 110317 103.51 103.51 103.51 103.51 +3.24 304 3,017 +44
May12 110317 103.21 103.21 103.21 103.21 +3.23 211 1,258 +44
Jun12 110317 101.84 103.26 101.84 102.95 +3.20 2,171 24,045 -527
Jul12 110317 102.67 102.67 102.67 102.67 +3.17 8 571 +1
Total Volume and Open Interest 242,713 554,026 -5,440
US Dollar Index(ICE)
Jun11 110317 76.910 76.980 76.150 76.340 -0.645 29,747 50,639 -410
Sep11 110317 77.260 77.260 76.685 76.835 -0.570 4 507 +3
Dec11 110317 77.195 77.195 77.195 77.195 -0.570 0 1 +0
Total Volume and Open Interest 29,751 51,147 -407
Australian Dollar(CME)
Jun11 110317 96.37 97.69 96.06 97.02 -0.25 241,389 100,102 -15,858
Sep11 110317 95.80 96.41 95.80 95.88 -0.25 190 169 +130
Dec11 110317 94.83 95.08 94.83 94.83 -0.25 0 55 +0
Total Volume and Open Interest 241,579 100,326 -15,728
British Pound(CME)
Jun11 110317 159.73 161.58 159.67 161.20 +1.08 125,233 98,110 -2,339
Sep11 110317 160.60 161.21 159.90 160.95 +1.05 23 31 +10
Dec11 110317 160.66 160.66 159.65 160.66 +1.01 0 38 +0
Total Volume and Open Interest 125,258 98,181 -2,328
Canadian Dollar(CME)
Jun11 110317 100.69 101.49 100.42 101.11 +0.49 170,697 121,255 -13,989
Sep11 110317 100.55 101.23 100.35 100.87 +0.48 486 2,273 +377
Dec11 110317 100.63 100.98 100.13 100.61 +0.48 37 2,079 +18
Mar12 110317 100.32 100.32 99.84 100.32 +0.48 3 171 +1
Total Volume and Open Interest 171,227 125,788 -13,591
Japanese Yen(CME)
Jun11 110317 127.19 129.57 124.88 126.55 +1.67 236,070 114,377 +13,348
Sep11 110317 129.03 129.44 125.02 126.69 +1.67 292 267 +133
Dec11 110317 126.50 127.08 125.19 126.85 +1.66 24 50 +21
Total Volume and Open Interest 236,388 114,701 +13,504
Swiss Franc(CME)
Jun11 110317 111.34 111.63 110.47 111.13 +1.09 76,522 61,479 +168
Sep11 110317 111.48 111.48 110.14 111.23 +1.09 2 14 +1
Dec11 110317 111.30 111.30 110.23 111.30 +1.07 0 11 +0
Total Volume and Open Interest 76,525 61,506 +171
EuroFX(CME)
Jun11 110317 139.04 140.36 138.50 139.88 +1.06 380,356 189,608 -232
Sep11 110317 138.93 140.00 138.54 139.59 +1.05 644 877 +341
Dec11 110317 139.25 139.25 138.24 139.25 +1.01 3 80 -7
Total Volume and Open Interest 381,005 190,848 +103
Mexican Peso(CME)
Apr11 110317 825.0 825.0 822.8 825.0 +2.2      
May11 110317 821.5 821.5 819.2 821.5 +2.2      
Total Volume and Open Interest 49,655 161,361 -5,073
30-Year T-Bonds(CBOT)
Mar11 110317 124~240 124~240 123~030 123~160 -0~180      
Jun11 110317 123~010 123~070 121~140 121~300 -0~180 464,410 588,468 -14,521
Sep11 110317 120~200 121~010 120~150 120~150 -0~180 0 2 +0
Total Volume and Open Interest 468,554 596,535 -16,158
10-Year T-Notes(CBOT)
Mar11 110317 122~290 122~290 121~260 122~050 -0~100 5,703 15,101 -3,438
Jun11 110317 121~190 121~250 120~170 120~300 -0~100 1,716,995 1,583,559 +8,558
Sep11 110317 119~100 119~295 119~100 119~195 -0~100 5 34 +0
Total Volume and Open Interest 1,722,703 1,598,698 +5,120
5-Year T-Notes(CBOT)
Mar11 110317 119~051 119~051 118~100 118~124 -0~023 6,738 13,922 -2,328
Jun11 110317 118~080 118~095 117~122 118~027 -0~027 990,447 1,152,316 -40,641
Sep11 110317 117~043 117~070 117~043 117~043 -0~027      
Total Volume and Open Interest 997,185 1,166,238 -42,969
2 Year T-Notes(CBOT)
Mar11 110317 109~086 109~096 109~083 109~091 -0~005 3,989 10,794 -2,324
Jun11 110317 109~071 109~072 109~045 109~054 -0~006 388,180 871,883 +1,410
Sep11 110317 109~018 109~024 109~018 109~018 -0~006      
Total Volume and Open Interest 392,169 882,677 -914
Eurodollars(CME)
Jun11 110317 99.610 99.630 99.595 99.620 +0.010 412,767 1,206,751 -20,038
Sep11 110317 99.560 99.570 99.540 99.560 +0.005 420,577 1,340,766 -8,895
Dec11 110317 99.475 99.500 99.440 99.460 -0.010 525,488 1,361,444 -14,399
Mar12 110317 99.320 99.355 99.260 99.285 -0.030 611,854 1,322,780 +1,998
Jun12 110317 99.075 99.115 98.980 99.015 -0.045 599,262 868,614 -33,793
Sep12 110317 98.775 98.825 98.655 98.695 -0.060 453,264 587,188 +8,591
Dec12 110317 98.495 98.540 98.340 98.395 -0.065 413,040 463,788 +1,648
Mar13 110317 98.230 98.275 98.080 98.135 -0.065 351,728 285,089 +15,705
Jun13 110317 97.980 98.015 97.820 97.880 -0.055 168,647 202,247 +3,236
Sep13 110317 97.725 97.765 97.575 97.635 -0.045 124,917 206,931 +1,788
Dec13 110317 97.475 97.525 97.330 97.390 -0.045 107,326 178,098 -4,649
Mar14 110317 97.265 97.295 97.110 97.170 -0.045 95,351 134,524 +4,371
Jun14 110317 97.045 97.055 96.880 96.945 -0.040 34,007 105,113 +1,706
Sep14 110317 96.845 96.845 96.655 96.725 -0.035 25,010 57,509 -36
Dec14 110317 96.620 96.620 96.430 96.500 -0.030 23,660 71,298 -566
Mar15 110317 96.400 96.400 96.225 96.300 -0.025 21,344 54,588 +819
Jun15 110317 4.460 4.465 4.280 4.360 -0.020 11,868 35,387 -518
Sep15 110317 4.215 4.230 4.100 4.180 -0.015 12,693 35,539 +223
Total Volume and Open Interest 4,477,570 8,702,082 -33,857
30 Day Federal Funds(CBOT)
Mar11 110317 99.860 99.860 99.857 99.857 unch 11,135 78,426 +3,254
Apr11 110317 99.860 99.865 99.860 99.860 unch 7,838 62,752 +394
May11 110317 99.865 99.865 99.860 99.860 unch 10,449 68,940 +4,669
Jun11 110317 99.860 99.865 99.855 99.860 unch 5,152 44,020 -1,244
Jul11 110317 99.850 99.855 99.845 99.850 -0.005 3,335 45,070 -872
Aug11 110317 99.840 99.840 99.830 99.835 -0.005 5,729 36,084 -444
Total Volume and Open Interest 119,809 623,786 +11,319
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 110317 99.655 99.655 99.655 99.655 unch 0 150 +0
Sep11 110317 99.647 99.647 99.647 99.647 unch      
Dec11 110317 99.632 99.632 99.632 99.632 unch 0 75 +0
Mar12 110317 99.605 99.605 99.605 99.605 unch      
Jun12 110317 99.635 99.635 99.635 99.635 unch      
Sep12 110317 99.585 99.585 99.585 99.585 unch      
Dec12 110317 99.490 99.490 99.490 99.490 unch      
Mar13 110317 99.490 99.490 99.490 99.490 unch      
Jun13 110317 99.445 99.445 99.445 99.445 unch      
Sep13 110317 99.305 99.305 99.305 99.305 unch      
Total Volume and Open Interest 0 225 +0
3-Mth Euro-Yen(SGX)
Jun11 110317 99.65 99.65 99.65 99.65 unch 0 2,946 +1
Sep11 110317 99.65 99.65 99.65 99.65 unch 0 866 +0
Dec11 110317 99.63 99.63 99.63 99.63 unch 0 1,936 +0
Mar12 110317 99.61 99.61 99.61 99.61 unch 202 1,338 +6
Jun12 110317 99.64 99.64 99.64 99.64 unch 0 754 +0
Sep12 110317 99.58 99.58 99.58 99.58 unch 0 310 +0
Dec12 110317 99.49 99.49 99.49 99.49 unch 0 4 +0
Mar13 110317 99.49 99.49 99.49 99.49 unch 0 1 +0
Total Volume and Open Interest 202 8,155 +7
Japanese Gov't Bonds(SGX)
Jun11 110317 140.51 140.69 139.60 139.65 -0.22 5,404 12,028 +0
Sep11 110317 138.75 138.75 138.75 138.75 +1.31 0 1 +0
Dec11 110317 136.66 136.66 136.66 136.66 +1.31      
Total Volume and Open Interest 5,404 12,362 +250
Euro-Bund(EUREX)
Jun11 110317 123.57 123.60 122.72 122.83 -0.82 1,353,756 1,547,329 -56,678
Sep11 110317 123.00 123.04 122.47 122.47 -0.82 538 333 -242
Dec11 110317 122.51 122.51 122.51 122.51 -0.82      
Total Volume and Open Interest 1,354,294 1,547,662 -56,920
Euro-Bobl(EUREX)
Jun11 110317 116.21 116.23 115.59 115.68 -0.56 875,908 1,205,378 -4,913
Sep11 110317 115.50 115.50 115.11 115.11 -0.58 201 4,518 +1,553
Dec11 110317 115.13 115.13 115.13 115.13 -0.56      
Total Volume and Open Interest 876,109 1,209,896 -3,360
3-Mth Euribor(EUREX)
Mar11 110314 98.830 98.830 98.825 98.825 unch 564 5,430 -114
Jun11 110317 98.555 98.555 98.530 98.530 -0.020 533 11,494 +488
Sep11 110317 98.310 98.310 98.275 98.275 -0.075 6 2,474 +0
Total Volume and Open Interest 683 21,795 +508
Long Gilt(LIFFE)
Mar11 110317 120~00 120~00 119~14 119~14 -0~23 151 3,001 -143
Jun11 110317 118~23 118~23 118~01 118~04 -0~23 179,123 290,236 +1,034
Total Volume and Open Interest 179,274 293,237 +891
3-Mth Short Sterling(LIFFE)
Jun11 110317 99.03 99.05 98.98 98.99 -0.07 113,165 382,755 +10,417
Sep11 110317 98.89 98.89 98.80 98.81 -0.10 150,556 335,596 +7,673
Dec11 110317 98.69 98.70 98.59 98.61 -0.11 165,516 352,535 -16,491
Mar12 110317 98.48 98.48 98.37 98.39 -0.11 176,814 311,610 -13,557
Jun12 110317 98.20 98.23 98.11 98.13 -0.11 174,058 177,700 -7,710
Sep12 110317 97.95 97.97 97.86 97.87 -0.12 94,450 128,792 -6,617
Total Volume and Open Interest 1,038,539 2,264,190 -58,849
3-Mth Euribor(LIFFE)
Jun11 110317 98.570 98.580 98.520 98.530 -0.020 363,678 708,172 -22,374
Sep11 110317 98.365 98.375 98.265 98.280 -0.070 395,944 568,626 -18,346
Dec11 110317 98.190 98.190 98.050 98.065 -0.110 379,641 531,821 -37,368
Total Volume and Open Interest 2,234,356 3,124,859 -88,837
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 110317 95.16 95.29 95.12 95.20 +0.05 71,581 265,440 +7,007
Sep11 110317 95.13 95.27 95.09 95.17 +0.03 84,642 260,326 -938
Dec11 110317 95.04 95.18 95.00 95.08 +0.04 55,102 133,951 -4,717
Mar12 110317 94.91 95.08 94.88 94.97 +0.05 11,198 72,925 -5,498
Jun12 110317 94.83 94.97 94.79 94.87 +0.05 4,630 46,366 -1,225
Sep12 110317 94.76 94.90 94.71 94.80 +0.05 4,819 41,404 +1,686
Dec12 110317 94.71 94.85 94.64 94.73 +0.04 529 20,533 -444
Mar13 110317 94.59 94.81 94.59 94.69 +0.04 380 5,726 -157
Jun13 110317 94.57 94.72 94.56 94.64 +0.03 92 665 -46
Total Volume and Open Interest 233,035 849,046 -4,340
10-Year Aus T-Bonds(SFE)
Jun11 110317 94.59 94.70 94.56 94.63 +0.05 55,969 390,972 -16,266
Sep11 110317 94.63 94.63 94.63 94.63 +0.05      
Total Volume and Open Interest 55,969 390,972  
3-Year Aus T-Bonds(SFE)
Jun11 110317 95.05 95.20 95.00 95.10 +0.01 308,071 591,329 +220,701
Sep11 110317 95.10 95.10 95.10 95.10 +0.05      
Total Volume and Open Interest 259,635 575,786  
Gold(CMX)
Apr11 110317 1400.0 1405.4 1386.8 1404.2 +8.1 248,089 243,356 -14,576
Jun11 110317 1401.2 1406.7 1388.4 1405.6 +8.1 27,174 133,822 +9,439
Aug11 110317 1395.0 1407.8 1389.8 1406.9 +8.1 3,131 30,545 -853
Oct11 110317 1393.0 1408.2 1393.0 1408.2 +8.1 1,031 6,725 +228
Dec11 110317 1402.2 1410.6 1392.3 1409.7 +8.1 1,610 28,990 +227
Feb12 110317 1394.3 1411.2 1394.3 1411.2 +8.2 629 7,437 +166
Apr12 110317 1402.4 1413.1 1402.4 1413.1 +8.3 52 5,338 +20
Jun12 110317 1411.9 1415.3 1411.9 1415.3 +8.4 237 6,762 +20
Aug12 110317 1417.7 1417.7 1417.7 1417.7 +8.6 257 1,038 -40
Oct12 110317 1420.6 1420.6 1420.6 1420.6 +8.7 76 2,679 -54
Dec12 110317 1411.0 1424.4 1410.0 1424.4 +8.9 226 11,174 +14
Total Volume and Open Interest 285,107 507,760 -3,912
Silver(CMX)
Mar11 110317 3380.0 3460.0 3370.0 3426.0 -21.1 530 1,079 -230
May11 110317 3420.5 3469.5 3364.0 3425.8 -21.4 105,109 79,026 -1,649
Jul11 110317 3413.0 3467.0 3368.0 3426.4 -21.6 2,435 14,034 +387
Sep11 110317 3385.0 3458.5 3383.0 3426.8 -21.7 386 6,846 +122
Dec11 110317 3386.5 3464.5 3375.0 3426.5 -21.7 990 15,080 +203
Mar12 110317 3398.0 3420.4 3385.0 3420.4 -21.9 14 1,258 -3
May12 110317 3416.6 3416.6 3416.6 3416.6 -21.9 0 320 +0
Total Volume and Open Interest 110,683 134,914 -1,179
Platinum(NYMEX)
Apr11 110317 1686.8 1710.6 1658.0 1706.9 +6.4 13,395 22,959 -1,166
Jul11 110317 1693.3 1713.3 1663.9 1710.2 +6.3 1,585 12,009 +969
Oct11 110317 1674.6 1713.5 1674.6 1712.3 +6.3 54 566 +18
Jan12 110317 1714.7 1714.7 1714.7 1714.7 +6.3 0 14 +0
Total Volume and Open Interest 15,034 35,584 -179
Palladium(NYMEX)
Mar11 110317 716.00 716.00 716.00 716.00 +9.90 202 177 +118
Jun11 110317 695.50 721.50 687.00 716.80 +11.75 12,842 20,616 -1,207
Sep11 110317 710.00 720.00 710.00 717.95 +11.65 35 110 +8
Total Volume and Open Interest 13,084 20,961 -1,079
Copper(CMX)
Mar11 110317 424.85 435.55 424.10 433.60 +14.90 428 1,543 -179
May11 110317 417.60 436.75 414.60 434.40 +14.65 57,238 89,133 -2,082
Jul11 110317 417.50 438.20 416.60 435.95 +14.65 2,692 22,411 +269
Sep11 110317 426.10 437.20 426.10 437.00 +14.60 557 9,248 -44
Dec11 110317 418.80 437.65 418.80 437.25 +14.40 186 5,909 +35
Total Volume and Open Interest 61,850 134,739 -2,036
DJIA Index(CBOT)
Mar11 110317 11657 11776 11611 11776 +135 1,149 12,359 +73
Jun11 110317 11592 11730 11459 11711 +133 1,169 2,534 +411
Sep11 110317 11641 11641 11506 11641 +135      
Dec11 110317 11573 11573 11438 11573 +135 0 1 +0
Total Volume and Open Interest 2,318 14,894 +484
S & P 500(CME)
Mar11 110317 1275.50 1278.50 1267.50 1273.80 +15.10 59,789 223,042 -10,520
Jun11 110317 1255.30 1274.20 1241.50 1268.80 +14.90 69,596 227,700 +31,585
Sep11 110317 1263.50 1268.50 1263.50 1263.50 +15.00 1 3,093 -4
Dec11 110317 1258.10 1263.10 1258.10 1258.10 +15.00 36 709 +0
Total Volume and Open Interest 129,422 454,544 +21,061
S & P 500 E-Mini(Globex)
Mar11 110317 1259.75 1279.25 1246.50 1273.75 +15.00 1,008,182 1,458,735 -279,096
Jun11 110317 1254.75 1274.50 1241.25 1268.75 +14.75 3,992,352 2,134,386 +495,089
Total Volume and Open Interest 5,000,812 3,593,893 +216,013
NASDAQ 100(CME)
Mar11 110317 2240.00 2246.00 2224.00 2228.50 +17.50 2,192 20,863 -464
Jun11 110317 2211.50 2245.00 2186.50 2226.00 +17.50 2,868 6,099 +1,225
Sep11 110317 2223.50 2223.50 2223.50 2223.50 +17.50      
Total Volume and Open Interest 5,060 26,962 +761
NASDAQ 100 E-Mini(Globex)
Mar11 110317 2210.50 2248.00 2188.30 2228.50 +17.50 92,079 226,392 -21,370
Jun11 110317 2209.00 2245.80 2185.80 2226.00 +17.50 430,853 201,862 +29,992
Total Volume and Open Interest 522,949 428,273 +8,623
S & P Midcap 400(CME)
Mar11 110317 936.90 937.10 936.90 936.90 +2.80 564 2,843 -61
Jun11 110317 934.50 934.90 934.50 934.50 +2.60 96 371 +14
Sep11 110317 932.40 932.60 932.40 932.40 +2.80      
Total Volume and Open Interest 660 3,214 -47
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Jun11 110317 8850 8890 8850 8890 +360      
Sep11 110317 8745 8960 8745 8925 +370 1 1 +1
Total Volume and Open Interest 59,429 47,888 +2,012
Nikkei 225(SGX)
Jun11 110317 9000 9015 8365 8905 -45 559,300 287,243 +18,673
Sep11 110317 8740 8985 8170 8905 -45 291 399 +9
Dec11 110317 8850 8850 8850 8850 -40 0 5,359 -9
Total Volume and Open Interest 563,740 313,602 +28,127
CAC 40(EURONEXT)
Mar11 110317 3700.5 3797.5 3696.0 3787.5 +88.5 420,273 402,537 +49,268
Apr11 110317 3697.5 3799.0 3697.5 3789.5 +89.0 108,746 126,126 +86,967
May11 110317 3674.0 3729.0 3657.0 3718.5 +89.0 97 86 +45
Total Volume and Open Interest 543,000 545,036 +148,997
Hang Seng Index(HKFE)
Mar11 110317 22266 22469 22095 22168 -443 175,908 87,886 -921
Apr11 110317 22280 22426 22082 22146 -444 3,333 4,685 +1,120
Total Volume and Open Interest 180,065 97,471 +370
DAX(EUREX)
Mar11 110317 6520.0 6692.5 6515.0 6653.5 +124.0 407,263 338,687 -43,738
Jun11 110317 6548.0 6716.0 6538.0 6676.0 +123.5 104,604 203,404 +55,811
Sep11 110317 6565.0 6737.0 6560.0 6697.5 +122.5 10,556 4,344 +1,157
Total Volume and Open Interest 522,423 546,435 +13,230
FT-SE 100(EURONEXT)
Mar11 110317 5570.00 5708.00 5563.00 5691.50 +77.00 376,336 261,922 -153,854
Jun11 110317 5532.00 5661.00 5523.00 5644.00 +74.00 182,300 444,675 +171,422
Sep11 110317 5570.00 5610.50 5560.50 5610.50 +75.00 0 464 +0
Total Volume and Open Interest 558,636 707,227 +17,568
SPI 200(SFE)
Mar11 110317 4564.0 4577.0 4464.0 4520.0 -47.0 127,175 225,244 -24,965
Jun11 110317 4576.0 4596.0 4478.0 4557.0 -27.0 93,911 194,362 +41,506
Sep11 110317 4498.0 4547.0 4498.0 4547.0 -27.0 4 2,529 +0
Total Volume and Open Interest 221,782 425,357 +16,889
GSCI(CME)
Apr11 110317 37.64 47.44 33.64 45.14 +23.50 679 13,377 -27
May11 110317 38.64 48.44 38.64 46.14 +23.40 0 25 +0
Jun11 110317 48.14 49.44 48.14 48.14 +24.00      
Total Volume and Open Interest 679 13,402 -1,311
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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