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MRCI's End of Day Prices

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MRCI's End of Day Prices
Daily Futures Price Listing Fri March 18, 2011
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
May11 110318 1336.25 1385.75 1322.75 1362.50 +27.25 115,627 248,411 -1,273
Jul11 110318 1344.25 1393.75 1331.25 1371.50 +28.00 44,561 133,392 +337
Aug11 110318 1339.25 1390.00 1334.75 1367.25 +27.50 4,450 9,725 +172
Sep11 110318 1320.50 1369.00 1309.25 1350.75 +29.75 5,800 11,036 +74
Nov11 110318 1304.50 1357.75 1290.00 1334.00 +31.75 32,841 167,590 -207
Jan12 110318 1305.00 1360.50 1300.25 1338.50 +31.25 866 21,087 -50
Mar12 110318 1299.25 1352.00 1299.25 1334.75 +30.75 506 11,712 -7
Total Volume and Open Interest 205,351 620,746 -932
Soybean Meal(CBOT)
May11 110318 358.40 373.30 354.20 367.90 +9.30 43,489 83,228 -2,454
Jul11 110318 361.50 376.40 357.30 371.10 +9.30 20,056 55,061 -452
Aug11 110318 360.70 376.20 358.30 371.50 +9.60 3,925 13,053 +372
Sep11 110318 355.20 374.30 354.70 368.50 +10.20 2,548 10,547 +202
Oct11 110318 349.50 363.90 344.10 359.80 +11.10 2,184 11,444 +46
Dec11 110318 347.00 363.60 342.10 358.10 +11.10 8,308 29,736 +87
Jan12 110318 350.40 359.30 347.60 358.90 +11.30 389 3,388 +11
Mar12 110318 350.60 358.60 347.10 358.60 +11.50 543 2,558 +69
Total Volume and Open Interest 82,509 213,253 -2,171
Soybean Oil(CBOT)
May11 110318 54.70 56.20 54.42 55.77 +1.25 95,197 147,768 -21,196
Jul11 110318 55.30 56.78 54.97 56.35 +1.28 33,216 98,495 -2,660
Aug11 110318 55.70 56.85 55.27 56.54 +1.27 3,334 12,187 +109
Sep11 110318 55.76 56.99 55.76 56.70 +1.29 1,907 12,456 -135
Oct11 110318 55.79 56.92 55.34 56.64 +1.30 1,906 13,545 +179
Dec11 110318 56.00 57.14 55.36 56.78 +1.31 10,798 58,481 +1,669
Jan12 110318 56.35 57.07 55.58 56.89 +1.31 515 2,559 -148
Mar12 110318 56.75 56.89 56.56 56.89 +1.31 197 2,625 +77
Total Volume and Open Interest 147,302 351,402 -21,996
Canola(WCE)
Mar11 110314 550.9 550.9 550.9 550.9 -3.1      
May11 110318 562.5 576.3 548.9 572.8 +10.7 11,833 81,151 -5,043
Jul11 110318 570.5 584.5 556.5 581.1 +10.6 3,285 33,301 +1,119
Nov11 110318 551.0 563.5 536.1 560.0 +9.5 2,828 62,103 -464
Jan12 110318 555.5 568.2 555.5 565.1 +9.3 122 3,814 +50
Total Volume and Open Interest 18,136 183,177 -4,292
Corn(CBOT)
May11 110318 656.00 691.50 652.25 683.50 +37.00 283,674 631,680 -20,106
Jul11 110318 664.00 698.75 660.00 690.00 +36.25 151,610 375,960 -1,708
Sep11 110318 619.25 657.00 616.50 637.00 +24.00 29,337 87,803 +2,197
Dec11 110318 582.50 618.00 577.50 598.50 +19.25 83,123 375,117 -454
Mar12 110318 591.75 625.00 587.25 607.00 +19.50 4,811 59,083 -404
May12 110318 599.25 630.00 595.00 613.50 +18.50 782 7,304 +51
Total Volume and Open Interest 555,533 1,593,406 -20,388
Wheat(CBOT)
May11 110318 708.75 749.00 705.50 723.00 +12.75 81,171 191,449 -1,266
Jul11 110318 744.00 784.00 740.50 758.50 +13.25 40,765 125,902 -857
Sep11 110318 784.00 823.00 781.25 797.25 +13.25 7,907 41,867 +213
Dec11 110318 812.25 851.25 811.00 826.75 +14.50 17,047 90,846 -3,530
Mar12 110318 834.25 867.75 834.25 846.25 +13.75 1,034 8,217 +121
Total Volume and Open Interest 149,558 480,573 -5,180
Wheat(KCBT)
May11 110318 830.00 869.00 823.25 845.00 +14.00 15,492 75,435 -1,985
Jul11 110318 840.50 879.75 833.75 855.75 +14.00 6,092 64,547 -2,109
Sep11 110318 853.25 891.25 852.75 870.25 +13.75 2,031 17,884 +442
Dec11 110318 875.00 911.00 872.75 889.00 +13.25 2,614 20,187 +282
Mar12 110318 884.25 918.25 884.00 899.00 +12.25 230 1,924 +84
Total Volume and Open Interest 26,767 184,213 -3,160
Wheat(MGE)
Mar11 110314 853.75 853.75 853.75 853.75 +0.50 4 36 +0
May11 110318 854.75 892.50 853.25 867.50 +12.75 3,512 18,716 -109
Jul11 110318 865.00 900.75 863.00 876.25 +11.00 1,921 13,575 +45
Sep11 110318 869.00 906.50 868.25 882.25 +12.75 1,080 13,183 -28
Dec11 110318 879.50 916.00 879.25 893.00 +15.00 1,184 11,023 +390
Total Volume and Open Interest 7,921 59,217 +304
Oats(CBOT)
May11 110318 339.00 353.00 337.00 352.00 +17.00 977 7,827 -265
Jul11 110318 348.25 360.50 346.00 360.50 +17.25 326 2,672 +168
Sep11 110318 352.00 367.00 351.00 367.00 +16.00 38 221 +0
Dec11 110318 364.00 378.00 364.00 378.00 +17.00 134 2,414 +68
Total Volume and Open Interest 1,475 13,135 -29
Rough Rice(CBOT)
Mar11 110314 12.90 13.19 12.90 13.19 +0.40 8 86 -12
May11 110318 13.31 13.72 13.27 13.64 +0.38 1,718 14,720 -144
Jul11 110318 13.62 14.01 13.56 13.94 +0.38 510 4,907 +58
Sep11 110318 14.30 14.65 14.30 14.60 +0.34 172 3,507 +27
Total Volume and Open Interest 2,441 24,312 -33
Live Cattle(CME)
Apr11 110318 112.050 112.300 111.250 111.650 +0.050 23,554 62,858 -6,198
Jun11 110318 112.200 112.600 111.250 111.800 +0.015 33,715 160,449 -2,747
Aug11 110318 114.050 114.730 113.500 114.150 +0.220 9,669 61,454 +665
Oct11 110318 117.450 118.200 117.150 118.000 +0.550 7,366 39,289 -165
Dec11 110318 117.635 118.650 117.600 118.635 +0.835 3,465 28,649 -163
Feb12 110318 117.535 118.600 117.450 118.600 +0.650 822 7,547 +4
Total Volume and Open Interest 78,877 362,674 -8,675
Feeder Cattle(CME)
Mar11 110318 127.800 128.785 127.550 128.000 +0.300 1,885 3,066 -947
Apr11 110318 129.500 130.630 128.735 129.185 -0.100 2,595 5,955 -176
May11 110318 130.850 132.000 129.630 130.250 -0.630 2,259 14,546 -462
Aug11 110318 132.300 133.400 131.150 131.900 -0.285 1,664 15,152 -321
Sep11 110318 131.735 132.800 130.700 131.535 -0.165 249 2,692 +44
Oct11 110318 131.750 132.750 130.750 131.600 unch 201 1,617 +92
Nov11 110318 131.900 132.500 130.850 131.785 -0.115 91 788 -8
Total Volume and Open Interest 8,946 43,925 -1,776
Lean Hogs(CME)
Apr11 110318 88.385 89.180 87.850 88.330 +0.180 13,914 27,234 -2,920
May11 110318 96.800 98.500 96.180 98.350 +1.700 341 3,292 -20
Jun11 110318 98.100 100.000 97.650 99.830 +2.150 12,260 85,127 -1,357
Jul11 110318 97.700 100.035 97.580 99.980 +2.380 2,766 29,503 -220
Aug11 110318 97.800 100.000 97.650 99.750 +2.100 2,482 29,886 +135
Oct11 110318 87.430 90.000 87.135 89.850 +2.420 1,484 21,535 -362
Dec11 110318 83.750 86.300 83.300 86.100 +2.750 1,278 13,619 -167
Feb12 110318 84.200 86.350 84.000 85.500 +1.400 150 3,002 -2
Total Volume and Open Interest 34,709 215,613 -4,905
Class III Milk(CME)
Mar11 110318 19.50 19.50 19.50 19.50 -0.05      
Apr11 110318 16.80 17.15 16.60 16.65 -0.14 523 5,776 +5
May11 110318 16.70 17.05 16.41 16.48 -0.12 452 4,994 +98
Jun11 110318 16.55 16.90 16.45 16.49 +0.04 304 3,938 +72
Jul11 110318 16.85 17.10 16.80 16.95 +0.15 74 2,800 +20
Total Volume and Open Interest 2,014 38,198 +458
Cocoa(ICE)
May11 110318 3315 3342 3095 3127 -155 13,291 65,135 -1,193
Jul11 110318 3310 3329 3100 3131 -147 3,961 31,494 +368
Sep11 110318 3269 3308 3104 3135 -143 1,116 14,650 +97
Dec11 110318 3280 3310 3105 3134 -144 1,814 17,932 +336
Mar12 110318 3326 3326 3150 3172 -140 565 23,118 +218
May12 110318 3193 3193 3139 3165 -141 5 5,047 +2
Jul12 110318 3165 3165 3165 3165 -141 0 544 +0
Total Volume and Open Interest 20,784 162,185 -180
Coffee "C"(ICE)
Mar11 110318 276.85 277.50 275.00 276.80 +5.40 9 122 -1
May11 110318 273.00 278.15 272.40 276.20 +5.30 14,084 69,671 -2,144
Jul11 110318 275.50 280.30 274.85 278.40 +5.30 2,972 23,275 +136
Sep11 110318 277.50 282.05 276.70 280.30 +5.35 1,694 9,560 +123
Dec11 110318 278.20 282.95 278.20 281.55 +5.70 912 14,328 +211
Mar12 110318 275.55 280.65 275.55 279.50 +5.95 102 2,582 +40
Total Volume and Open Interest 19,780 120,819 -1,630
Orange Juice(ICE)
May11 110318 165.25 165.40 163.25 163.45 -1.40 1,219 22,949 -422
Jul11 110318 162.80 163.20 161.50 161.75 -1.05 87 3,470 +3
Sep11 110318 161.15 162.00 161.00 161.10 -0.75 29 822 +14
Nov11 110318 157.75 157.75 156.00 157.25 -1.10 15 667 +0
Jan12 110318 156.00 156.00 154.00 155.05 -1.75 0 35 +0
Mar12 110318 155.10 155.10 155.10 155.10 -1.75 18 40 +18
Total Volume and Open Interest 1,368 27,990 -387
Sugar #11(ICE)
May11 110318 27.02 27.75 26.95 27.71 +0.97 47,117 219,518 -6,534
Jul11 110318 24.92 25.54 24.73 25.49 +0.89 31,397 173,086 -241
Oct11 110318 23.98 24.41 23.57 24.34 +0.79 12,365 82,396 -724
Mar12 110318 22.98 23.90 22.94 23.80 +0.82 4,957 59,611 -525
May12 110318 22.82 23.25 22.36 23.15 +0.74 1,135 16,237 +191
Total Volume and Open Interest 100,012 593,594 -8,224
London Cocoa(LCE)
May11 110318 2138 2142 1999 2003 -123 9,783 55,897 -1,232
Jul11 110318 2134 2136 2004 2008 -113 4,057 38,746 +670
Sep11 110318 2130 2130 2016 2018 -103 1,254 23,674 -46
Dec11 110318 2132 2132 2023 2028 -93 600 32,028 -4
Mar12 110318 2116 2123 2029 2031 -87 374 25,756 +64
May12 110318 2116 2116 2034 2034 -80 308 5,646 -2
Jul12 110318 2108 2122 2034 2034 -69 99 2,675 +4
Total Volume and Open Interest 16,608 191,617 -6,147
London Sugar(LCE)
May11 110318 692.00 712.30 689.10 710.60 +24.40 5,614 24,130 -721
Aug11 110318 662.00 676.50 657.40 674.90 +21.30 2,082 18,004 +426
Oct11 110318 631.00 644.00 631.00 643.40 +19.20 247 4,071 -31
Dec11 110318 616.40 629.20 616.40 627.30 +16.40 54 1,484 +19
Mar12 110318 608.00 620.30 608.00 618.40 +14.80 14 1,185 +0
Total Volume and Open Interest 8,022 49,410 -305
Cotton(ICE)
May11 110318 196.13 199.12 195.31 199.12 +7.00 15,654 71,141 -398
Jul11 110318 185.93 189.46 185.93 189.46 +7.00 8,908 39,117 -419
Oct11 110318 149.91 149.91 148.56 148.56 +2.06 14 416 +1
Dec11 110318 122.00 124.36 121.10 123.84 +2.88 4,567 54,302 -689
Mar12 110318 116.00 117.00 115.11 116.82 +2.46 314 4,299 +131
May12 110318 109.54 111.70 108.94 111.70 +2.46 10 1,138 +4
Total Volume and Open Interest 29,543 173,403 -1,333
Lumber(CME)
May11 110318 311.8 321.7 310.0 319.4 +6.7 589 5,826 -13
Jul11 110318 326.9 336.8 325.4 334.3 +6.4 157 2,695 +6
Sep11 110318 332.4 338.1 331.2 337.3 +5.3 14 369 +6
Nov11 110318 325.9 329.0 325.0 325.0 +1.7 0 45 +0
Total Volume and Open Interest 760 8,935 -1
Crude Oil(NYM)
Apr11 110318 101.78 103.66 100.14 101.07 -0.35 357,944 133,068 -21,820
May11 110318 102.80 104.54 101.01 101.85 -0.54 225,137 332,372 +12,090
Jun11 110318 103.44 105.18 101.60 102.44 -0.62 82,567 149,502 -4,453
Jul11 110318 103.80 105.64 102.12 102.95 -0.65 27,199 89,819 -53
Aug11 110318 104.20 105.83 102.61 103.26 -0.68 12,025 40,720 -453
Sep11 110318 105.74 105.87 102.78 103.49 -0.68 14,612 59,345 +1,246
Oct11 110318 105.89 105.91 103.00 103.60 -0.67 6,475 33,074 +217
Nov11 110318 105.79 105.83 102.92 103.68 -0.64 6,691 31,567 +181
Dec11 110318 105.00 106.33 102.90 103.74 -0.61 44,934 176,116 -2,422
Jan12 110318 105.50 106.11 103.00 103.60 -0.61 3,736 35,104 -247
Feb12 110318 105.24 105.48 103.38 103.40 -0.62 2,011 15,879 +392
Mar12 110318 103.50 103.50 103.16 103.16 -0.63 2,204 24,109 -367
Apr12 110318 102.85 102.98 102.85 102.87 -0.64 1,481 9,470 +69
May12 110318 102.55 102.56 102.48 102.56 -0.65 673 10,605 +53
Jun12 110318 104.70 104.70 102.09 102.29 -0.66 5,739 55,473 -287
Jul12 110318 102.00 102.00 102.00 102.00 -0.67 185 11,215 -18
Total Volume and Open Interest 816,508 1,564,834 -15,798
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 110318 102.750 104.550 101.000 101.850 -0.550 2,664 1,592 +100
Jun11 110318 103.700 105.000 101.650 102.450 -0.600 312 435 +69
Jul11 110318 105.800 105.800 102.500 102.950 -0.650 74 152 -42
Aug11 110318 103.400 103.400 103.250 103.250 -0.700 2 10 +0
Sep11 110318 105.500 105.500 103.500 103.500 -0.675 8 15 +3
Oct11 110318 103.550 103.600 103.550 103.600 -0.675 3 36 -3
Nov11 110318 103.675 103.675 103.675 103.675 -0.650 0 13 +0
Dec11 110318 105.475 105.475 103.350 103.750 -0.600 9 222 +2
Total Volume and Open Interest 17,609 5,839 -822
Heating Oil(NYM)
Apr11 110318 306.30 310.24 300.51 302.43 -4.06 64,254 59,746 -2,938
May11 110318 308.40 311.27 301.72 303.64 -3.81 45,030 77,351 +4,416
Jun11 110318 310.00 312.48 302.94 304.82 -3.52 32,392 56,167 +1,646
Jul11 110318 313.12 313.46 304.42 306.00 -3.29 11,619 26,429 +968
Aug11 110318 307.82 309.21 306.66 307.26 -3.07 7,423 16,587 +135
Sep11 110318 313.54 313.54 307.26 308.58 -2.98 8,721 13,915 +167
Oct11 110318 309.35 309.93 309.29 309.93 -2.89 2,762 6,631 -192
Nov11 110318 311.30 311.33 310.40 311.28 -2.79 1,276 6,436 -33
Dec11 110318 317.40 318.73 310.81 312.36 -2.74 11,278 27,914 +832
Jan12 110318 318.00 318.00 312.46 313.39 -2.71 1,456 7,409 +824
Feb12 110318 313.29 313.29 313.29 313.29 -2.61 267 2,274 -4
Mar12 110318 311.69 311.69 311.69 311.69 -2.56 120 1,404 +58
Total Volume and Open Interest 186,929 314,843 +5,718
Gasoline(NYMEX)
Apr11 110318 295.07 299.75 292.26 294.94 -0.12 38,921 49,646 -2,191
May11 110318 298.00 300.24 292.73 295.44 -0.19 25,918 74,572 +2,165
Jun11 110318 297.28 298.47 292.00 294.50 -0.41 14,447 39,855 -1,097
Jul11 110318 296.95 297.65 290.67 292.98 -0.63 5,589 20,899 -79
Aug11 110318 295.35 295.72 289.12 291.12 -0.84 3,203 11,611 -373
Sep11 110318 290.72 290.72 287.67 288.56 -1.02 2,821 12,852 +21
Oct11 110318 276.00 277.31 276.00 276.46 -1.29 1,933 8,345 +591
Nov11 110318 273.26 275.00 273.26 273.83 -1.39 873 5,296 -134
Dec11 110318 276.58 276.87 270.79 272.79 -1.28 1,303 24,359 -112
Jan12 110318 275.00 275.00 273.12 273.12 -1.33 138 4,746 +58
Total Volume and Open Interest 95,152 268,636 -1,151
e-miNY RBOB Gasoline(NYM)
Apr11 110318 294.90 294.94 294.90 294.90 -0.20 0 2 +0
May11 110318 295.40 295.44 295.40 295.40 -0.20 0 1 +0
Jun11 110318 294.50 294.50 294.50 294.50 -0.40 0 1 +0
Jul11 110318 293.00 293.00 292.98 293.00 -0.60 0 1 +0
Total Volume and Open Interest 0 8 +0
Natural Gas(NYM)
Apr11 110318 4.160 4.198 4.099 4.168 +0.010 128,821 98,111 -12,925
May11 110318 4.234 4.272 4.174 4.246 +0.012 87,741 251,237 +880
Jun11 110318 4.308 4.338 4.241 4.316 +0.017 18,590 67,812 -421
Jul11 110318 4.372 4.407 4.311 4.388 +0.019 15,092 78,336 +378
Aug11 110318 4.411 4.438 4.349 4.422 +0.017 11,204 30,498 +2,282
Sep11 110318 4.420 4.451 4.368 4.438 +0.015 7,212 44,513 +498
Oct11 110318 4.473 4.505 4.426 4.492 +0.016 14,593 71,038 -317
Nov11 110318 4.662 4.678 4.594 4.667 +0.014 3,209 30,511 +153
Dec11 110318 4.915 4.930 4.850 4.915 +0.008 3,134 25,989 +211
Jan12 110318 5.025 5.064 4.979 5.050 +0.007 8,672 59,847 +417
Feb12 110318 5.020 5.039 4.975 5.039 +0.009 961 13,024 +116
Mar12 110318 4.976 4.984 4.916 4.979 +0.004 1,653 28,040 -124
Apr12 110318 4.840 4.840 4.780 4.829 -0.008 1,633 24,808 +152
May12 110318 4.865 4.865 4.811 4.857 -0.010 270 6,119 +148
Jun12 110318 4.911 4.911 4.860 4.889 -0.011 156 4,681 +2
Jul12 110318 4.955 4.955 4.909 4.931 -0.014 99 4,224 +29
Total Volume and Open Interest 304,483 910,103 -8,464
Brent Crude Oil(ICE)
May11 110318 115.50 117.29 113.07 113.93 -0.97 233,901 176,574 -1,526
Jun11 110318 115.27 116.98 112.92 113.77 -0.88 104,659 184,879 +678
Jul11 110318 115.76 116.64 112.69 113.51 -0.87 30,202 54,048 +1,244
Aug11 110318 115.21 116.32 112.39 113.20 -0.91 18,038 28,356 -414
Sep11 110318 115.21 115.95 112.07 112.86 -0.93 15,480 34,669 +2,407
Oct11 110318 114.57 115.60 111.79 112.56 -0.93 10,379 23,432 +3,715
Nov11 110318 114.26 115.21 111.48 112.25 -0.92 7,158 18,518 +1,617
Dec11 110318 113.95 114.84 111.19 111.95 -0.90 44,694 100,117 +3,930
Jan12 110318 113.78 113.99 111.25 111.68 -0.90 4,078 23,073 +626
Feb12 110318 113.10 113.10 111.40 111.40 -0.91 2,912 13,771 +320
Mar12 110318 112.70 112.70 111.10 111.10 -0.94 1,836 16,737 +133
Apr12 110318 112.30 112.30 110.72 110.72 -0.97 1,093 5,092 -68
May12 110318 110.30 110.30 110.30 110.30 -0.99 1,073 3,476 -92
Jun12 110318 111.46 111.46 109.24 109.89 -1.00 3,849 31,186 -677
Total Volume and Open Interest 495,596 822,506 -21,836
Gas Oil(ICE)
Apr11 110318 982.00 995.00 961.00 972.25 -2.00 124,475 130,151 -19,984
May11 110318 980.00 992.75 959.50 970.50 -2.00 137,998 112,604 +8,576
Jun11 110318 979.25 989.50 959.00 969.25 -1.75 94,640 67,456 +2,748
Jul11 110318 981.25 989.75 960.75 970.00 -1.25 38,761 33,740 -1,220
Aug11 110318 982.00 988.25 962.25 971.75 -0.50 25,993 26,508 +2,334
Sep11 110318 982.75 988.75 964.75 973.25 +0.25 26,238 37,823 +1,200
Oct11 110318 985.00 988.25 965.00 973.50 +0.50 16,739 23,862 +1,386
Nov11 110318 982.00 987.50 964.50 973.00 +0.50 10,652 18,644 +1,985
Dec11 110318 981.75 990.25 963.50 972.50 unch 31,198 54,333 -609
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 110318 2.509 2.509 2.475 2.485 +0.082 235 841 -61
May11 110318 2.487 2.504 2.477 2.483 +0.081 39 786 +22
Jun11 110318 2.489 2.509 2.475 2.480 +0.075 139 1,048 +16
Jul11 110318 2.430 2.490 2.430 2.474 +0.070 74 1,309 +47
Aug11 110318 2.451 2.451 2.440 2.448 +0.064 100 911 -15
Sep11 110318 2.400 2.400 2.380 2.380 +0.045 27 987 +3
Oct11 110318 2.292 2.292 2.292 2.292 +0.048 54 614 +22
Total Volume and Open Interest 931 8,089 +45
WTI Crude Oil(ICE
Apr11 110318 102.81 103.49 100.15 101.07 -0.35 57,780 33,251 -8,989
May11 110318 103.77 104.40 101.01 101.85 -0.54 69,627 91,711 -4,788
Jun11 110318 104.28 105.00 101.65 102.44 -0.62 35,793 74,374 -1,001
Jul11 110318 105.24 105.34 102.19 102.95 -0.65 10,863 34,865 -170
Aug11 110318 105.04 105.65 102.59 103.26 -0.68 4,985 17,475 -219
Sep11 110318 105.23 105.86 102.83 103.49 -0.68 4,170 28,065 +909
Oct11 110318 105.32 105.81 102.92 103.60 -0.67 2,517 17,822 +60
Nov11 110318 105.36 105.94 103.34 103.68 -0.64 3,014 14,497 +1,278
Dec11 110318 105.81 106.33 102.91 103.74 -0.61 17,702 95,099 +608
Jan12 110318 103.65 103.65 103.60 103.60 -0.61 933 10,364 +196
Feb12 110318 103.40 103.40 103.40 103.40 -0.62 128 2,438 -22
Mar12 110318 103.16 103.16 103.16 103.16 -0.63 280 5,017 -8
Apr12 110318 102.87 102.87 102.87 102.87 -0.64 342 3,059 +42
May12 110318 102.56 102.56 102.56 102.56 -0.65 111 1,253 -5
Jun12 110318 104.01 104.01 101.83 102.29 -0.66 1,285 23,982 -63
Jul12 110318 102.00 102.00 102.00 102.00 -0.67 14 566 -5
Total Volume and Open Interest 218,632 543,004 -11,022
US Dollar Index(ICE)
Jun11 110318 76.290 76.765 75.790 75.970 -0.370 38,320 53,491 +2,852
Sep11 110318 76.680 76.805 76.345 76.425 -0.410 1 508 +1
Dec11 110318 76.785 76.785 76.785 76.785 -0.410 0 1 +0
Total Volume and Open Interest 38,321 54,000 +2,853
Australian Dollar(CME)
Jun11 110318 97.10 98.75 96.77 98.56 +1.54 199,051 95,802 -4,300
Sep11 110318 97.06 97.52 95.88 97.39 +1.51 91 197 +28
Dec11 110318 96.31 96.31 94.83 96.31 +1.48 1 54 -1
Total Volume and Open Interest 199,143 96,053 -4,273
British Pound(CME)
Jun11 110318 161.29 162.43 160.43 161.99 +0.79 116,241 96,854 -1,256
Sep11 110318 160.36 161.75 160.36 161.75 +0.80 17 36 +5
Dec11 110318 161.47 161.47 160.66 161.47 +0.81 0 38 +0
Total Volume and Open Interest 116,258 96,930 -1,251
Canadian Dollar(CME)
Jun11 110318 101.30 101.81 101.11 101.23 +0.12 126,663 118,698 -2,557
Sep11 110318 101.25 101.55 100.87 100.99 +0.12 170 2,344 +71
Dec11 110318 101.25 101.25 100.61 100.73 +0.12 19 2,079 +0
Mar12 110318 100.81 100.81 100.32 100.44 +0.12 2 171 +0
Total Volume and Open Interest 126,857 123,303 -2,485
Japanese Yen(CME)
Jun11 110318 126.53 126.58 122.00 123.56 -2.99 223,995 114,011 -366
Sep11 110318 126.27 126.69 122.28 123.70 -2.99 213 389 +122
Dec11 110318 126.17 126.85 122.70 123.88 -2.97 4 51 +1
Total Volume and Open Interest 224,214 114,459 -242
Swiss Franc(CME)
Jun11 110318 111.35 111.49 110.09 110.96 -0.17 63,855 59,950 -1,529
Sep11 110318 110.96 111.23 110.68 111.05 -0.18 97 34 +20
Dec11 110318 111.12 111.30 111.12 111.12 -0.18 0 11 +0
Total Volume and Open Interest 63,953 59,996 -1,510
EuroFX(CME)
Jun11 110318 139.99 141.67 139.62 141.37 +1.49 370,287 182,953 -6,655
Sep11 110318 139.41 141.30 139.41 141.05 +1.46 209 901 +24
Dec11 110318 140.50 141.14 139.25 140.70 +1.45 12 78 -2
Total Volume and Open Interest 370,510 184,217 -6,631
Mexican Peso(CME)
Apr11 110318 828.2 828.2 825.0 828.2 +3.2      
May11 110318 824.8 824.8 821.5 824.8 +3.2      
Total Volume and Open Interest 73,635 146,946 -14,415
30-Year T-Bonds(CBOT)
Mar11 110318 123~110 123~110 123~110 123~110 -0~050 4,719 6,200 +6,200
Jun11 110318 121~250 122~000 120~230 121~240 -0~060 531,461 589,937 +1,469
Sep11 110318 119~280 120~150 119~270 120~090 -0~060 6 7 +5
Total Volume and Open Interest 536,186 596,144 -391
10-Year T-Notes(CBOT)
Mar11 110318 122~010 122~100 121~215 121~305 -0~065 10,284 14,857 -244
Jun11 110318 120~285 121~040 120~120 120~220 -0~080 2,126,048 1,600,358 +16,799
Sep11 110318 119~110 119~195 119~110 119~110 -0~085 0 34 +0
Total Volume and Open Interest 2,136,332 1,615,253 +16,555
5-Year T-Notes(CBOT)
Mar11 110318 118~089 119~002 118~088 118~106 -0~018 8,862 12,336 -1,586
Jun11 110318 118~020 118~045 117~114 118~007 -0~020 1,093,753 1,142,152 -10,164
Sep11 110318 117~023 117~043 117~023 117~023 -0~020      
Total Volume and Open Interest 1,102,615 1,154,488 -11,750
2 Year T-Notes(CBOT)
Mar11 110318 109~086 109~095 109~086 109~090 -0~001 2,746 8,753 -2,041
Jun11 110318 109~053 109~060 109~046 109~054 unch 427,801 888,236 +16,353
Sep11 110318 109~018 109~018 109~018 109~018 unch      
Total Volume and Open Interest 430,547 896,989 +14,312
Eurodollars(CME)
Jun11 110318 99.625 99.635 99.620 99.630 +0.010 391,090 1,171,445 -35,306
Sep11 110318 99.560 99.575 99.555 99.570 +0.010 416,704 1,339,243 -1,523
Dec11 110318 99.455 99.480 99.445 99.470 +0.010 466,215 1,397,996 +36,552
Mar12 110318 99.275 99.310 99.255 99.290 +0.005 523,804 1,317,532 -5,248
Jun12 110318 99.000 99.045 98.975 99.015 unch 559,399 896,515 +27,901
Sep12 110318 98.680 98.735 98.650 98.690 -0.005 424,077 592,638 +5,450
Dec12 110318 98.380 98.435 98.340 98.380 -0.015 363,943 456,255 -7,533
Mar13 110318 98.120 98.180 98.075 98.115 -0.020 329,950 272,599 -12,490
Jun13 110318 97.865 97.920 97.815 97.850 -0.030 182,874 197,794 -4,453
Sep13 110318 97.615 97.675 97.565 97.595 -0.040 145,042 200,958 -5,973
Dec13 110318 97.375 97.430 97.320 97.345 -0.045 120,252 175,972 -2,126
Mar14 110318 97.155 97.205 97.100 97.120 -0.050 100,045 138,300 +3,776
Jun14 110318 96.935 96.975 96.870 96.890 -0.055 44,666 101,942 -3,171
Sep14 110318 96.700 96.750 96.645 96.670 -0.055 33,003 57,132 -377
Dec14 110318 96.485 96.515 96.420 96.445 -0.055 29,007 73,923 +2,625
Mar15 110318 96.285 96.325 96.215 96.245 -0.055 29,992 57,607 +3,019
Jun15 110318 4.340 4.375 4.270 4.305 -0.055 11,707 35,591 +204
Sep15 110318 4.135 4.195 4.085 4.125 -0.055 12,834 36,203 +664
Total Volume and Open Interest 4,219,418 8,710,821 +8,739
30 Day Federal Funds(CBOT)
Mar11 110318 99.860 99.860 99.853 99.857 unch 11,148 83,995 +5,569
Apr11 110318 99.860 99.865 99.855 99.860 unch 4,082 65,707 +2,955
May11 110318 99.865 99.865 99.860 99.860 unch 13,468 70,658 +1,718
Jun11 110318 99.860 99.860 99.855 99.860 unch 7,161 43,619 -401
Jul11 110318 99.850 99.850 99.845 99.850 unch 4,945 46,696 +1,626
Aug11 110318 99.835 99.835 99.830 99.835 unch 4,034 38,227 +2,143
Total Volume and Open Interest 108,026 649,924 +26,138
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 110318 99.655 99.655 99.655 99.655 unch 0 150 +0
Sep11 110318 99.647 99.647 99.647 99.647 unch      
Dec11 110318 99.632 99.632 99.632 99.632 unch 0 75 +0
Mar12 110318 99.605 99.605 99.605 99.605 unch      
Jun12 110318 99.635 99.635 99.635 99.635 unch      
Sep12 110318 99.585 99.585 99.585 99.585 unch      
Dec12 110318 99.490 99.490 99.490 99.490 unch      
Mar13 110318 99.490 99.490 99.490 99.490 unch      
Jun13 110318 99.445 99.445 99.445 99.445 unch      
Sep13 110318 99.305 99.305 99.305 99.305 unch      
Total Volume and Open Interest 0 225 +0
3-Mth Euro-Yen(SGX)
Jun11 110318 99.65 99.65 99.65 99.65 unch 1 2,946 +0
Sep11 110318 99.65 99.65 99.65 99.65 unch 0 866 +0
Dec11 110318 99.63 99.63 99.63 99.63 unch 0 1,936 +0
Mar12 110318 99.63 99.63 99.61 99.61 unch 13 1,338 +0
Jun12 110318 99.64 99.64 99.64 99.64 unch 0 754 +0
Sep12 110318 99.58 99.58 99.58 99.58 unch 0 310 +0
Dec12 110318 99.49 99.49 99.49 99.49 unch 0 4 +0
Mar13 110318 99.49 99.49 99.49 99.49 unch 0 1 +0
Total Volume and Open Interest 14 8,155 +0
Japanese Gov't Bonds(SGX)
Jun11 110318 139.73 139.80 139.31 139.80 +0.15 2,720 12,361 +333
Sep11 110318 138.90 138.90 138.90 138.90 +0.15 0 1 +0
Dec11 110318 136.81 136.81 136.81 136.81 +0.15      
Total Volume and Open Interest 2,720 12,373 +11
Euro-Bund(EUREX)
Jun11 110318 122.78 123.21 122.53 122.63 -0.20 1,262,722 1,472,074 -75,255
Sep11 110318 122.75 122.77 122.27 122.27 -0.20 274 326 -7
Dec11 110318 122.31 122.31 122.31 122.31 -0.20      
Total Volume and Open Interest 1,262,996 1,472,400 -75,262
Euro-Bobl(EUREX)
Jun11 110318 115.67 115.91 115.30 115.39 -0.29 870,934 1,153,405 -51,973
Sep11 110318 114.81 114.81 114.81 114.81 -0.30 1,553 4,475 -43
Dec11 110318 114.84 114.84 114.84 114.84 -0.29      
Total Volume and Open Interest 872,487 1,157,880 -52,016
3-Mth Euribor(EUREX)
Mar11 110314 98.830 98.830 98.825 98.825 unch 564 5,430 -114
Jun11 110318 98.510 98.535 98.450 98.450 -0.080 1,018 11,483 -11
Sep11 110318 98.310 98.310 98.185 98.185 -0.090 0 2,467 -7
Total Volume and Open Interest 1,129 21,780 -15
Long Gilt(LIFFE)
Mar11 110318 120~00 120~00 119~24 119~29 +0~15 1,841 1,162 -1,839
Jun11 110318 118~11 118~23 118~08 118~19 +0~15 135,655 287,221 -3,015
Total Volume and Open Interest 137,496 288,383 -4,854
3-Mth Short Sterling(LIFFE)
Jun11 110318 99.01 99.05 99.00 99.03 +0.04 127,269 383,086 +331
Sep11 110318 98.83 98.88 98.80 98.85 +0.04 114,428 339,752 +4,156
Dec11 110318 98.63 98.68 98.60 98.64 +0.03 122,763 359,540 +7,005
Mar12 110318 98.43 98.47 98.39 98.42 +0.03 150,558 300,729 -10,881
Jun12 110318 98.15 98.21 98.13 98.16 +0.03 128,510 183,300 +5,600
Sep12 110318 97.87 97.95 97.86 97.90 +0.03 74,850 131,014 +2,222
Total Volume and Open Interest 813,165 2,006,058 -258,132
3-Mth Euribor(LIFFE)
Jun11 110318 98.520 98.545 98.445 98.450 -0.080 259,727 703,741 -4,431
Sep11 110318 98.275 98.310 98.185 98.185 -0.095 271,012 577,899 +9,273
Dec11 110318 98.060 98.100 97.960 97.960 -0.105 277,746 538,166 +6,345
Total Volume and Open Interest 1,552,640 3,136,956 +12,097
3-Mth Aus T-Bills(SFE)
Jun11 110318 95.19 95.21 95.12 95.14 -0.06 69,441 250,224 -15,216
Sep11 110318 95.17 95.19 95.08 95.10 -0.07 47,186 272,111 +11,785
Dec11 110318 95.06 95.10 94.99 95.01 -0.07 26,100 110,678 -23,273
Mar12 110318 94.94 94.98 94.89 94.91 -0.06 12,241 69,828 -3,097
Jun12 110318 94.85 94.89 94.79 94.81 -0.06 6,168 46,030 -336
Sep12 110318 94.77 94.82 94.72 94.73 -0.07 2,591 39,886 -1,518
Dec12 110318 94.70 94.70 94.65 94.65 -0.08 712 20,511 -22
Mar13 110318 94.64 94.65 94.59 94.60 -0.09 461 6,154 +428
Jun13 110318 94.56 94.56 94.54 94.54 -0.10 128 780 +115
Sep13 110318 94.49 94.49 94.49 94.49 -0.07 7 897 -1
Total Volume and Open Interest 165,042 817,918 -31,128
10-Year Aus T-Bonds(SFE)
Jun11 110318 94.62 94.64 94.58 94.59 -0.04 64,926 346,496 -44,476
Sep11 110318 94.59 94.59 94.59 94.59 -0.04      
Total Volume and Open Interest 64,926 346,496 -44,476
3-Year Aus T-Bonds(SFE)
Jun11 110318 95.09 95.11 95.01 95.03 -0.07 244,561 623,243 +31,914
Sep11 110318 95.03 95.03 95.03 95.03 -0.07      
Total Volume and Open Interest 244,561 623,243 +47,457
Gold(CMX)
Apr11 110318 1404.9 1424.1 1402.2 1416.1 +11.9 151,887 232,371 -10,985
Jun11 110318 1405.8 1425.4 1403.8 1417.5 +11.9 11,541 138,089 +4,267
Aug11 110318 1411.0 1425.8 1411.0 1418.9 +12.0 461 30,527 -18
Oct11 110318 1411.6 1422.6 1409.8 1420.2 +12.0 239 6,673 -52
Dec11 110318 1409.5 1428.5 1409.5 1421.7 +12.0 958 29,047 +57
Feb12 110318 1419.5 1429.5 1419.5 1423.2 +12.0 234 7,412 -25
Apr12 110318 1418.6 1429.5 1418.6 1425.1 +12.0 222 5,508 +170
Jun12 110318 1427.3 1430.4 1427.3 1427.3 +12.0 248 6,759 -3
Aug12 110318 1429.7 1429.7 1429.7 1429.7 +12.0 125 1,054 +16
Oct12 110318 1432.6 1432.6 1432.6 1432.6 +12.0 116 2,679 +0
Dec12 110318 1430.1 1439.8 1430.0 1436.4 +12.0 556 11,177 +3
Total Volume and Open Interest 167,549 501,619 -6,141
Silver(CMX)
Mar11 110318 3483.5 3522.0 3480.5 3506.0 +80.0 235 1,054 -25
May11 110318 3428.0 3542.5 3424.0 3505.8 +80.0 80,946 77,188 -1,838
Jul11 110318 3428.0 3540.0 3428.0 3507.2 +80.8 3,461 13,824 -210
Sep11 110318 3460.5 3541.0 3460.5 3508.1 +81.3 450 6,800 -46
Dec11 110318 3480.0 3543.0 3479.0 3508.4 +81.9 815 15,186 +106
Mar12 110318 3504.9 3504.9 3504.9 3504.9 +84.5 27 1,275 +17
May12 110318 3502.6 3502.6 3502.6 3502.6 +86.0 0 320 +0
Total Volume and Open Interest 86,578 132,816 -2,098
Platinum(NYMEX)
Apr11 110318 1700.0 1724.0 1700.0 1723.4 +16.5 13,465 21,460 -1,499
Jul11 110318 1703.6 1727.3 1703.6 1727.0 +16.8 1,119 12,384 +375
Oct11 110318 1710.7 1729.3 1710.0 1729.3 +17.0 41 574 +8
Jan12 110318 1731.7 1731.7 1731.7 1731.7 +17.0 0 14 +0
Total Volume and Open Interest 14,628 34,470 -1,114
Palladium(NYMEX)
Mar11 110318 731.45 731.45 731.40 731.40 +15.40 13 50 -127
Jun11 110318 711.90 732.75 711.90 731.20 +14.40 5,831 20,336 -280
Sep11 110318 728.60 732.35 728.60 732.35 +14.40 26 128 +18
Total Volume and Open Interest 5,882 20,579 -382
Copper(CMX)
Mar11 110318 433.30 435.35 429.40 432.95 -0.65 408 1,263 -280
May11 110318 434.80 437.60 430.15 433.90 -0.50 47,444 87,174 -1,959
Jul11 110318 436.10 438.70 432.00 435.55 -0.40 1,815 22,345 -66
Sep11 110318 437.05 439.15 435.60 436.65 -0.35 543 9,047 -201
Dec11 110318 436.90 438.00 435.70 437.00 -0.25 126 5,926 +17
Total Volume and Open Interest 50,795 132,331 -2,408
DJIA Index(CBOT)
Jun11 110318 11700 11861 11683 11799 +88 1,664 3,305 +771
Sep11 110318 11729 11729 11641 11729 +88      
Dec11 110318 11661 11661 11573 11661 +88 0 1 +0
Mar12 110318 11599 11599 11505 11599        
S & P 500(CME)
Jun11 110318 1267.80 1287.50 1261.90 1274.20 +5.40 66,397 260,462 +32,762
Sep11 110318 1268.90 1279.50 1268.90 1268.90 +5.40 1,006 3,993 +900
Dec11 110318 1263.50 1274.10 1263.50 1263.50 +5.40 14 700 -9
Mar12 110318 1258.90 1269.50 1258.90 1258.90 +5.40      
Total Volume and Open Interest 127,020 459,593 +5,049
S & P 500 E-Mini(Globex)
Jun11 110318 1268.50 1287.50 1261.50 1274.25 +5.50 4,540,281 2,518,402 +384,016
Sep11 110318 1263.00 1278.75 1256.50 1269.00 +5.50 160 448 +32
Total Volume and Open Interest 5,340,217 3,760,479 +166,586
NASDAQ 100(CME)
Jun11 110318 2221.50 2249.50 2215.50 2221.50 -4.50 1,892 6,978 +879
Sep11 110318 2218.50 2238.00 2218.50 2218.50 -5.00      
Dec11 110318 2216.00 2217.50 2216.00 2216.00 -5.00      
Total Volume and Open Interest 4,782 28,078 +1,116
NASDAQ 100 E-Mini(Globex)
Jun11 110318 2225.50 2253.80 2215.00 2221.50 -4.50 628,574 249,110 +47,248
Sep11 110318 2219.80 2251.50 2214.00 2218.50 -5.00 40 25 +11
Total Volume and Open Interest 732,356 437,777 +9,504
S & P Midcap 400(CME)
Jun11 110318 940.10 948.00 930.00 940.10 +5.60 8 379 +8
Sep11 110318 938.00 938.00 928.40 938.00 +5.60      
Dec11 110318 936.40 936.40 926.80 936.40 +5.60      
Total Volume and Open Interest 89 2,799 -415
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Jun11 110318 9245 9245 9245 9245 +355      
Sep11 110318 8925 9275 8925 9275 +350 4 3 +2
Total Volume and Open Interest 49,625 56,025 +8,137
Nikkei 225(SGX)
Jun11 110318 8900 9200 8595 9110 +205 450,130 249,134 -38,109
Sep11 110318 9070 9170 9050 9110 +205 27 643 +244
Dec11 110318 9055 9055 9055 9055 +205 24 5,359 +0
Total Volume and Open Interest 463,333 284,063 -29,539
CAC 40(EURONEXT)
Mar11 110318 3809.0 3862.0 3795.5 3833.0 +45.5 409,780 321,342 -81,195
Apr11 110318 3801.0 3864.0 3796.5 3814.0 +24.5 158,553 218,563 +92,437
May11 110318 3744.5 3785.0 3729.0 3743.0 +24.5 78 68 -18
Total Volume and Open Interest 576,021 562,345 +17,309
Hang Seng Index(HKFE)
Mar11 110318 22381 22447 22245 22259 +91 96,931 82,517 -5,369
Apr11 110318 22300 22425 22230 22236 +90 2,193 5,327 +642
Total Volume and Open Interest 99,664 92,786 -4,685
DAX(EUREX)
Mar11 110318 6725.0 6735.0 6668.0 6689.5 +36.0 394,085 231,651 -107,036
Jun11 110318 6744.0 6784.5 6644.0 6694.5 +18.5 141,274 193,718 -9,686
Sep11 110318 6772.0 6793.0 6680.0 6716.5 +19.0 15,436 4,301 -43
Total Volume and Open Interest 550,795 429,670 -116,765
FT-SE 100(EURONEXT)
Mar11 110318 5700.00 5742.00 5699.50 5711.50 +20.00 357,933 167,329 -94,593
Jun11 110318 5653.50 5715.50 5650.50 5677.50 +33.50 208,921 550,397 +105,722
Sep11 110318 5630.00 5649.00 5630.00 5643.00 +32.50 6 464 +0
Total Volume and Open Interest 566,860 718,356 +11,129
SPI 200(SFE)
Mar11 110317 4564.0 4577.0 4464.0 4520.0 -47.0 127,175 225,244 -24,965
Jun11 110318 4559.0 4657.0 4534.0 4647.0 +90.0 61,175 201,577 +7,215
Sep11 110318 4561.0 4637.0 4561.0 4637.0 +90.0 249 2,689 +160
Total Volume and Open Interest 78,795 297,062 -128,295
GSCI(CME)
Apr11 110318 44.64 49.64 42.64 46.64 +1.50 683 13,333 -44
May11 110318 45.64 50.64 44.64 47.54 +1.40 4 23 -2
Jun11 110318 49.14 51.64 46.64 49.14 +1.00      
Total Volume and Open Interest 687 13,356 -46
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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