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MRCI's End of Day Prices

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MRCI's End of Day Prices
Daily Futures Price Listing Mon March 21, 2011
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
May11 110321 1369.25 1376.75 1351.50 1363.00 +0.50 105,300 238,120 -10,291
Jul11 110321 1376.75 1385.00 1360.75 1373.00 +1.50 49,226 134,293 +901
Aug11 110321 1377.75 1378.00 1358.25 1369.50 +2.25 1,740 9,623 -102
Sep11 110321 1355.00 1359.50 1343.75 1357.50 +6.75 2,055 11,182 +146
Nov11 110321 1338.75 1347.75 1325.00 1345.00 +11.00 26,666 167,406 -184
Jan12 110321 1340.50 1349.75 1330.00 1349.75 +11.25 424 20,999 -88
Mar12 110321 1344.00 1346.50 1329.50 1346.00 +11.25 497 11,611 -101
Total Volume and Open Interest 186,827 611,402 -9,344
Soybean Meal(CBOT)
May11 110321 367.50 370.40 362.00 366.40 -1.50 38,018 83,958 +730
Jul11 110321 370.60 373.60 365.50 370.30 -0.80 9,507 55,709 +648
Aug11 110321 373.70 373.70 366.80 371.00 -0.50 1,736 13,081 +28
Sep11 110321 369.10 370.20 364.40 368.70 +0.20 1,472 10,632 +85
Oct11 110321 359.10 362.00 355.00 362.00 +2.20 1,210 11,321 -123
Dec11 110321 358.70 360.80 352.60 360.60 +2.50 4,302 29,845 +109
Jan12 110321 357.10 361.60 355.50 361.60 +2.70 213 3,359 -29
Mar12 110321 356.70 361.60 355.20 361.60 +3.00 172 2,616 +58
Total Volume and Open Interest 57,114 214,628 +1,375
Soybean Oil(CBOT)
May11 110321 55.87 56.17 55.31 55.88 +0.11 58,193 145,646 -2,122
Jul11 110321 56.38 56.75 55.89 56.45 +0.10 28,833 100,235 +1,740
Aug11 110321 56.59 56.89 56.23 56.64 +0.10 2,190 12,416 +229
Sep11 110321 56.93 56.93 56.30 56.79 +0.09 1,054 12,633 +177
Oct11 110321 56.73 56.98 56.24 56.74 +0.10 585 13,391 -154
Dec11 110321 57.00 57.11 56.35 56.88 +0.10 7,076 58,713 +232
Jan12 110321 56.75 57.00 56.75 56.99 +0.10 53 2,554 -5
Mar12 110321 56.71 57.01 56.47 56.99 +0.10 11 2,634 +9
Total Volume and Open Interest 98,041 351,506 +104
Canola(WCE)
Mar11 110314 550.9 550.9 550.9 550.9 -3.1      
May11 110321 577.5 580.5 572.6 576.8 +4.0 7,479 80,356 -795
Jul11 110321 581.3 588.2 581.2 584.9 +3.8 4,248 33,700 +399
Nov11 110321 565.0 565.4 559.0 564.6 +4.6 4,245 63,010 +907
Jan12 110321 570.0 570.6 565.0 569.7 +4.6 151 3,864 +50
Total Volume and Open Interest 16,133 183,738 +561
Corn(CBOT)
May11 110321 685.75 698.50 676.00 686.50 +3.00 118,749 621,115 -10,565
Jul11 110321 692.00 704.75 682.25 693.50 +3.50 89,015 375,991 +31
Sep11 110321 637.75 651.00 632.50 645.50 +8.50 20,313 86,070 -1,733
Dec11 110321 598.50 612.00 596.00 609.50 +11.00 59,215 375,850 +733
Mar12 110321 607.00 620.00 604.75 618.00 +11.00 4,207 58,787 -296
May12 110321 619.50 625.00 614.00 624.50 +11.00 766 7,393 +89
Total Volume and Open Interest 296,368 1,586,877 -6,529
Wheat(CBOT)
May11 110321 724.00 741.75 717.25 721.00 -2.00 57,595 194,299 +2,850
Jul11 110321 760.00 777.25 753.25 757.00 -1.50 25,935 125,986 +84
Sep11 110321 800.25 815.25 794.50 797.00 -0.25 6,790 41,871 +4
Dec11 110321 830.50 846.00 823.75 826.00 -0.75 12,579 90,281 -565
Mar12 110321 858.75 865.50 845.00 846.50 +0.25 982 8,447 +230
Total Volume and Open Interest 104,945 483,282 +2,709
Wheat(KCBT)
May11 110321 846.00 862.50 836.75 842.00 -3.00 9,257 74,440 -995
Jul11 110321 855.75 873.25 847.50 852.75 -3.00 3,809 65,358 +811
Sep11 110321 871.25 887.25 863.00 867.00 -3.25 658 17,797 -87
Dec11 110321 888.75 906.25 881.75 885.75 -3.25 1,131 20,127 -60
Mar12 110321 906.50 916.00 895.00 896.00 -3.00 263 2,022 +98
Total Volume and Open Interest 15,300 184,053 -160
Wheat(MGE)
Mar11 110314 853.75 853.75 853.75 853.75 +0.50 4 36 +0
May11 110321 867.50 887.50 862.75 869.25 +1.75 3,232 18,735 +19
Jul11 110321 876.00 896.50 874.25 879.00 +2.75 1,643 13,885 +310
Sep11 110321 882.00 895.00 880.00 885.25 +3.00 605 13,315 +132
Dec11 110321 904.25 907.25 891.75 895.75 +2.75 556 11,188 +165
Total Volume and Open Interest 6,177 59,855 +638
Oats(CBOT)
May11 110321 354.00 359.00 346.00 350.00 -2.00 538 7,638 -189
Jul11 110321 362.25 366.25 354.50 358.25 -2.25 237 2,732 +60
Sep11 110321 367.00 367.00 364.50 364.50 -2.50 33 205 -16
Dec11 110321 378.00 381.00 373.00 375.00 -3.00 123 2,363 -51
Total Volume and Open Interest 931 12,939 -196
Rough Rice(CBOT)
Mar11 110314 12.90 13.19 12.90 13.19 +0.40 8 86 -12
May11 110321 13.69 13.88 13.56 13.84 +0.20 868 14,828 +108
Jul11 110321 13.92 14.19 13.92 14.14 +0.20 259 4,972 +65
Sep11 110321 14.61 14.82 14.61 14.79 +0.19 75 3,417 -90
Total Volume and Open Interest 1,263 24,379 +67
Live Cattle(CME)
Apr11 110321 112.250 113.700 112.050 113.600 +1.950 18,395 61,059 -1,799
Jun11 110321 112.500 113.885 112.050 113.680 +1.880 32,459 160,130 -319
Aug11 110321 114.400 115.650 114.230 115.600 +1.450 7,977 62,074 +620
Oct11 110321 118.200 119.450 118.200 119.385 +1.385 5,177 40,153 +864
Dec11 110321 118.680 120.000 118.680 119.980 +1.345 2,381 28,353 -296
Feb12 110321 118.500 119.900 118.500 119.850 +1.250 412 7,511 -36
Total Volume and Open Interest 66,940 361,768 -906
Feeder Cattle(CME)
Mar11 110321 128.735 129.900 128.700 129.300 +1.300 1,205 2,647 -419
Apr11 110321 130.000 131.535 129.950 131.000 +1.815 1,429 5,243 -712
May11 110321 130.985 133.050 130.950 132.535 +2.285 2,903 14,337 -209
Aug11 110321 132.150 134.785 132.150 134.150 +2.250 1,579 14,905 -247
Sep11 110321 132.000 133.950 132.000 133.650 +2.115 195 2,672 -20
Oct11 110321 132.500 133.700 132.325 133.600 +2.000 112 1,604 -13
Nov11 110321 132.880 133.750 132.650 133.700 +1.915 63 759 -29
Total Volume and Open Interest 7,520 42,293 -1,632
Lean Hogs(CME)
Apr11 110321 88.500 88.900 87.900 88.400 +0.070 12,820 25,448 -1,786
May11 110321 98.350 99.500 98.150 99.350 +1.000 380 3,344 +52
Jun11 110321 99.980 101.300 99.900 100.980 +1.150 11,119 83,962 -1,165
Jul11 110321 100.000 101.250 99.830 101.050 +1.070 3,198 30,062 +559
Aug11 110321 99.800 101.000 99.785 100.800 +1.050 3,201 30,417 +531
Oct11 110321 89.785 90.680 89.680 90.400 +0.550 1,672 21,352 -183
Dec11 110321 85.500 86.700 85.500 86.600 +0.500 1,025 13,861 +242
Feb12 110321 86.100 86.850 86.100 86.200 +0.700 234 2,958 -44
Total Volume and Open Interest 33,742 213,858 -1,755
Class III Milk(CME)
Mar11 110321 19.45 19.50 19.40 19.46 -0.04      
Apr11 110321 16.60 16.65 16.35 16.54 -0.11 293 5,688 -88
May11 110321 16.50 16.54 16.20 16.43 -0.05 298 4,984 -10
Jun11 110321 16.50 16.61 16.18 16.50 +0.01 167 3,982 +44
Jul11 110321 16.96 16.97 16.82 16.95 unch 40 2,803 +3
Total Volume and Open Interest 1,275 38,416 +218
Cocoa(ICE)
May11 110321 3120 3220 3103 3189 +62 9,001 65,826 +691
Jul11 110321 3120 3215 3104 3189 +58 2,328 30,844 -650
Sep11 110321 3127 3219 3110 3192 +57 1,015 14,906 +256
Dec11 110321 3127 3218 3115 3197 +63 528 17,694 -238
Mar12 110321 3204 3252 3165 3243 +71 61 23,142 +24
May12 110321 3161 3243 3158 3237 +72 0 5,047 +0
Jul12 110321 3231 3238 3231 3238 +73 0 544 +0
Total Volume and Open Interest 12,933 162,268 +83
Coffee "C"(ICE)
Mar11 110321 278.30 278.30 275.75 275.75 -1.05 16 88 -34
May11 110321 277.90 281.15 275.50 277.00 +0.80 10,749 69,469 -202
Jul11 110321 279.30 283.15 278.00 279.15 +0.75 3,128 23,902 +627
Sep11 110321 282.30 284.85 279.95 281.00 +0.70 1,125 9,666 +106
Dec11 110321 282.90 286.00 280.80 282.00 +0.45 364 14,362 +34
Mar12 110321 282.00 282.80 278.50 279.80 +0.30 85 2,583 +1
Total Volume and Open Interest 15,646 121,388 +569
Orange Juice(ICE)
May11 110321 163.60 167.00 157.60 158.05 -5.40 1,967 22,304 -645
Jul11 110321 162.20 163.75 156.50 156.90 -4.85 245 3,487 +17
Sep11 110321 161.10 162.00 156.10 156.40 -4.70 105 813 -9
Nov11 110321 155.50 155.50 154.50 154.75 -2.50 20 677 +10
Jan12 110321 156.00 156.00 154.00 154.00 -1.05 0 35 +0
Mar12 110321 154.00 154.00 154.00 154.00 -1.10 0 40 +0
Total Volume and Open Interest 2,337 27,363 -627
Sugar #11(ICE)
May11 110321 27.80 28.20 27.24 27.48 -0.23 33,252 217,433 -2,085
Jul11 110321 25.51 26.01 25.06 25.33 -0.16 21,993 170,562 -2,524
Oct11 110321 24.12 24.89 23.99 24.17 -0.17 9,798 82,923 +527
Mar12 110321 24.05 24.26 23.45 23.62 -0.18 3,482 59,372 -239
May12 110321 22.79 23.40 22.75 22.97 -0.18 857 16,532 +295
Total Volume and Open Interest 69,579 589,512 -4,082
London Cocoa(LCE)
May11 110321 1996 2069 1988 2050 +47 7,280 55,121 -776
Jul11 110321 2003 2068 1994 2051 +43 5,961 37,662 -1,084
Sep11 110321 2012 2073 2005 2056 +38 1,940 24,091 +417
Dec11 110321 2022 2076 2013 2063 +35 981 31,974 -54
Mar12 110321 2026 2082 2019 2068 +37 179 25,730 -26
May12 110321 2050 2088 2022 2072 +38 44 5,655 +9
Jul12 110321 2086 2086 2072 2072 +38 42 2,672 -3
Total Volume and Open Interest 16,517 190,092 -1,525
London Sugar(LCE)
May11 110321 707.70 719.80 700.80 706.30 -4.30 2,961 23,943 -187
Aug11 110321 674.00 684.10 664.90 669.60 -5.30 1,564 18,364 +360
Oct11 110321 640.20 649.00 637.70 640.70 -2.70 162 4,060 -11
Dec11 110321 627.40 627.40 626.00 626.30 -1.00 20 1,483 -1
Mar12 110321 622.40 628.90 616.40 619.50 +1.10 30 1,214 +29
Total Volume and Open Interest 4,845 49,694 +284
Cotton(ICE)
May11 110321 202.62 204.88 197.35 198.96 -0.16 8,125 70,638 -503
Jul11 110321 192.40 194.90 188.27 189.90 +0.44 5,103 39,611 +494
Oct11 110321 148.44 148.44 148.44 148.44 -0.12 12 418 +2
Dec11 110321 124.40 125.00 122.00 124.37 +0.53 4,169 53,739 -563
Mar12 110321 117.00 118.00 115.50 117.42 +0.60 265 4,341 +42
May12 110321 112.00 112.33 111.00 112.33 +0.63 46 1,155 +17
Total Volume and Open Interest 17,792 172,925 -478
Lumber(CME)
May11 110321 322.0 324.9 318.6 323.8 +4.4 362 5,808 -18
Jul11 110321 336.8 338.5 332.4 337.1 +2.8 192 2,708 +13
Sep11 110321 336.5 340.4 336.5 340.4 +3.1 36 388 +19
Nov11 110321 328.8 332.0 328.8 331.1 +6.1 8 50 +5
Total Volume and Open Interest 598 8,954 +19
Crude Oil(NYM)
Apr11 110321 102.12 103.35 101.66 102.33 +1.26 261,573 91,395 -41,673
May11 110321 103.02 104.27 102.60 103.09 +1.24 165,099 343,874 +11,502
Jun11 110321 103.42 104.85 103.26 103.72 +1.28 58,801 152,032 +2,530
Jul11 110321 103.75 105.31 103.75 104.28 +1.33 20,690 89,694 -125
Aug11 110321 104.76 105.54 104.24 104.61 +1.35 10,335 40,661 -59
Sep11 110321 105.39 105.72 104.31 104.86 +1.37 9,554 60,404 +1,059
Oct11 110321 105.76 105.76 104.73 105.00 +1.40 4,136 33,371 +297
Nov11 110321 105.79 105.80 104.54 105.09 +1.41 3,290 31,513 -54
Dec11 110321 105.00 105.85 104.57 105.16 +1.42 31,685 176,016 -100
Jan12 110321 105.28 105.65 104.74 105.04 +1.44 1,924 35,126 +22
Feb12 110321 104.88 104.88 104.85 104.85 +1.45 971 16,070 +191
Mar12 110321 104.78 104.91 104.45 104.63 +1.47 1,064 23,954 -155
Apr12 110321 104.29 104.37 104.29 104.37 +1.50 844 9,564 +94
May12 110321 104.09 104.09 104.09 104.09 +1.53 760 10,694 +89
Jun12 110321 104.00 104.00 103.25 103.85 +1.56 6,940 56,322 +849
Jul12 110321 103.56 103.56 103.56 103.56 +1.56 192 11,301 +86
Total Volume and Open Interest 597,378 1,540,236 -24,598
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 110321 103.175 104.275 102.650 103.100 +1.250 2,173 1,535 -57
Jun11 110321 103.500 104.725 103.300 103.725 +1.275 128 425 -10
Jul11 110321 105.575 105.575 104.150 104.275 +1.325 7 149 -3
Aug11 110321 105.425 105.425 104.375 104.600 +1.350 1 10 +0
Sep11 110321 104.575 104.850 104.575 104.850 +1.350 5 12 -3
Oct11 110321 105.000 105.000 105.000 105.000 +1.400 1 36 +0
Nov11 110321 105.100 105.100 105.100 105.100 +1.425 0 13 +0
Dec11 110321 105.750 105.925 105.150 105.150 +1.400 2 224 +2
Total Volume and Open Interest 13,060 5,085 -754
Heating Oil(NYM)
Apr11 110321 304.80 307.90 303.63 305.25 +2.82 37,627 54,293 -5,453
May11 110321 306.29 309.06 305.16 306.72 +3.08 25,220 80,502 +3,151
Jun11 110321 308.42 310.00 306.62 308.18 +3.36 22,197 55,171 -996
Jul11 110321 307.50 310.54 307.50 309.59 +3.59 7,726 25,412 -1,017
Aug11 110321 311.96 312.32 309.63 310.98 +3.72 4,683 17,293 +706
Sep11 110321 311.90 313.95 311.13 312.38 +3.80 5,543 14,710 +795
Oct11 110321 312.68 314.20 312.68 313.73 +3.80 2,751 6,566 -65
Nov11 110321 315.12 315.15 313.97 315.11 +3.83 938 6,411 -25
Dec11 110321 315.00 317.10 314.77 316.23 +3.87 5,928 27,831 -83
Jan12 110321 317.05 317.25 317.05 317.25 +3.86 417 7,263 -146
Feb12 110321 316.28 317.20 315.98 317.20 +3.91 84 2,267 -7
Mar12 110321 315.70 315.70 315.70 315.70 +4.01 179 1,582 +178
Total Volume and Open Interest 113,681 311,699 -3,144
Gasoline(NYMEX)
Apr11 110321 297.97 301.10 297.97 299.74 +4.80 34,514 47,246 -2,400
May11 110321 298.66 301.88 298.21 300.60 +5.16 24,248 76,542 +1,970
Jun11 110321 297.47 300.84 297.47 299.56 +5.06 10,372 40,327 +472
Jul11 110321 296.79 299.15 296.48 298.04 +5.06 3,689 21,160 +261
Aug11 110321 294.90 296.63 294.70 296.01 +4.89 2,303 11,816 +205
Sep11 110321 293.80 293.80 292.06 293.27 +4.71 2,407 13,014 +162
Oct11 110321 280.40 281.63 280.30 280.51 +4.05 3,091 9,844 +1,499
Nov11 110321 278.04 278.04 277.40 277.78 +3.95 2,170 5,069 -227
Dec11 110321 278.20 278.20 275.67 276.77 +3.98 2,389 23,561 -798
Jan12 110321 277.00 277.05 277.00 277.05 +3.93 45 4,747 +1
Total Volume and Open Interest 85,333 269,781 +1,145
e-miNY RBOB Gasoline(NYM)
Apr11 110321 299.70 299.74 299.70 299.70 +4.80 0 2 +0
May11 110321 300.60 300.60 300.60 300.60 +5.20 0 1 +0
Jun11 110321 299.60 299.60 299.56 299.60 +5.10 0 1 +0
Jul11 110321 298.00 298.04 298.00 298.00 +5.00 0 1 +0
Total Volume and Open Interest 0 8 +0
Natural Gas(NYM)
Apr11 110321 4.168 4.230 4.116 4.161 -0.007 169,314 91,465 -6,646
May11 110321 4.254 4.309 4.200 4.241 -0.005 117,478 258,655 +7,418
Jun11 110321 4.335 4.377 4.276 4.313 -0.003 33,934 65,294 -2,518
Jul11 110321 4.420 4.449 4.347 4.383 -0.005 21,938 80,295 +1,959
Aug11 110321 4.445 4.480 4.381 4.415 -0.007 11,689 31,040 +542
Sep11 110321 4.450 4.493 4.398 4.426 -0.012 13,287 45,159 +646
Oct11 110321 4.510 4.552 4.450 4.478 -0.014 23,079 72,562 +1,524
Nov11 110321 4.673 4.707 4.628 4.646 -0.021 5,791 30,883 +372
Dec11 110321 4.933 4.952 4.874 4.892 -0.023 6,512 26,691 +702
Jan12 110321 5.070 5.095 5.006 5.025 -0.025 12,778 59,964 +117
Feb12 110321 5.047 5.072 4.995 5.013 -0.026 1,684 12,982 -42
Mar12 110321 4.977 5.006 4.929 4.951 -0.028 4,325 27,266 -774
Apr12 110321 4.844 4.855 4.781 4.799 -0.030 2,586 24,961 +153
May12 110321 4.844 4.880 4.820 4.825 -0.032 611 6,134 +15
Jun12 110321 4.915 4.915 4.856 4.856 -0.033 353 4,475 -206
Jul12 110321 4.941 4.950 4.899 4.900 -0.031 407 4,118 -106
Total Volume and Open Interest 429,408 913,496 +3,393
Brent Crude Oil(ICE)
May11 110321 115.68 116.22 114.60 114.96 +1.03 184,238 185,744 +9,170
Jun11 110321 115.48 116.02 114.55 114.91 +1.14 92,208 185,888 +1,009
Jul11 110321 115.37 115.71 114.41 114.74 +1.23 27,211 54,522 +474
Aug11 110321 114.67 115.39 114.16 114.47 +1.27 13,028 29,671 +1,315
Sep11 110321 114.59 115.02 113.90 114.14 +1.28 12,044 34,139 -530
Oct11 110321 113.91 114.68 113.60 113.84 +1.28 8,260 23,435 +3
Nov11 110321 113.57 114.32 113.27 113.53 +1.28 5,647 18,569 +51
Dec11 110321 113.83 114.00 112.85 113.23 +1.28 38,327 101,311 +1,194
Jan12 110321 113.39 113.54 112.64 112.95 +1.27 2,944 22,881 -192
Feb12 110321 112.67 112.67 112.67 112.67 +1.27 1,273 13,592 -179
Mar12 110321 112.38 112.38 112.38 112.38 +1.28 778 16,882 +145
Apr12 110321 112.03 112.03 112.03 112.03 +1.31 355 5,218 +126
May12 110321 111.65 111.65 111.65 111.65 +1.35 477 3,452 -24
Jun12 110321 111.05 111.72 110.95 111.26 +1.37 2,198 30,724 -462
Total Volume and Open Interest 403,416 834,701 +12,195
Gas Oil(ICE)
Apr11 110321 978.50 983.75 970.75 978.25 +6.00 71,029 125,864 -4,287
May11 110321 977.25 982.50 970.25 977.50 +7.00 82,545 114,431 +1,827
Jun11 110321 975.75 981.75 970.25 977.00 +7.75 55,221 66,835 -621
Jul11 110321 979.00 982.50 972.00 978.50 +8.50 16,591 32,378 -1,362
Aug11 110321 980.50 984.25 975.75 980.50 +8.75 11,653 27,186 +678
Sep11 110321 980.50 986.00 977.50 982.25 +9.00 12,728 39,035 +1,212
Oct11 110321 980.50 985.75 978.25 982.75 +9.25 8,230 24,069 +207
Nov11 110321 979.50 985.00 977.75 982.25 +9.25 8,616 19,776 +1,132
Dec11 110321 978.75 985.00 976.25 982.00 +9.50 21,698 53,609 -724
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 110321 2.490 2.490 2.477 2.487 +0.002 270 759 -82
May11 110321 2.493 2.493 2.469 2.481 -0.002 76 818 +32
Jun11 110321 2.490 2.490 2.470 2.480 unch 52 1,064 +16
Jul11 110321 2.470 2.475 2.469 2.474 unch 29 1,315 +6
Aug11 110321 2.451 2.454 2.440 2.454 +0.006 257 728 -183
Sep11 110321 2.370 2.383 2.370 2.377 -0.003 64 1,016 +29
Oct11 110321 2.300 2.300 2.294 2.296 +0.004 7 611 -3
Total Volume and Open Interest 823 7,912 -177
WTI Crude Oil(ICE
Apr11 110321 103.00 103.35 101.68 102.33 +1.26 45,144 25,295 -7,956
May11 110321 103.82 104.25 102.61 103.09 +1.24 47,083 91,527 -184
Jun11 110321 104.73 104.81 103.26 103.72 +1.28 19,986 74,567 +193
Jul11 110321 105.02 105.06 103.78 104.28 +1.33 6,575 34,464 -401
Aug11 110321 104.82 105.30 104.08 104.61 +1.35 3,637 16,978 -497
Sep11 110321 105.02 105.53 104.31 104.86 +1.37 3,253 27,838 -227
Oct11 110321 105.61 105.63 104.41 105.00 +1.40 1,979 17,770 -52
Nov11 110321 105.16 105.68 104.50 105.09 +1.41 1,361 14,895 +398
Dec11 110321 105.73 105.76 104.57 105.16 +1.42 15,167 96,343 +1,244
Jan12 110321 105.04 105.04 105.04 105.04 +1.44 564 10,486 +122
Feb12 110321 104.85 104.85 104.85 104.85 +1.45 177 2,423 -15
Mar12 110321 104.63 104.63 104.63 104.63 +1.47 247 5,058 +41
Apr12 110321 104.37 104.37 104.37 104.37 +1.50 286 3,080 +21
May12 110321 104.09 104.09 104.09 104.09 +1.53 241 1,287 +34
Jun12 110321 103.32 103.90 103.32 103.85 +1.56 806 23,923 -59
Jul12 110321 103.56 103.56 103.56 103.56 +1.56 27 582 +16
Total Volume and Open Interest 154,230 537,433 -5,571
US Dollar Index(ICE)
Jun11 110321 75.870 76.005 75.590 75.655 -0.315 29,144 53,178 -313
Sep11 110321 76.270 76.270 76.070 76.085 -0.340 5 510 +2
Dec11 110321 76.445 76.445 76.445 76.445 -0.340 0 1 +0
Total Volume and Open Interest 29,149 53,689 -311
Australian Dollar(CME)
Jun11 110321 98.58 99.66 98.49 99.55 +0.99 143,362 93,833 -1,969
Sep11 110321 97.60 98.43 97.39 98.35 +0.96 21 178 -19
Dec11 110321 97.26 97.26 96.31 97.26 +0.95 0 54 +0
Total Volume and Open Interest 143,383 94,065 -1,988
British Pound(CME)
Jun11 110321 162.03 163.12 161.90 163.02 +1.03 118,570 95,708 -1,146
Sep11 110321 161.75 162.77 161.75 162.77 +1.02 20 31 -5
Dec11 110321 162.49 162.49 161.47 162.49 +1.02 0 38 +0
Total Volume and Open Interest 118,590 95,779 -1,151
Canadian Dollar(CME)
Jun11 110321 101.30 102.37 101.28 102.02 +0.79 86,756 116,010 -2,688
Sep11 110321 101.40 102.10 100.99 101.77 +0.78 99 2,332 -12
Dec11 110321 100.94 101.83 100.73 101.49 +0.76 22 2,081 +2
Mar12 110321 101.18 101.18 100.44 101.18 +0.74 0 171 +0
Total Volume and Open Interest 86,877 120,605 -2,698
Japanese Yen(CME)
Jun11 110321 123.71 123.95 123.05 123.42 -0.14 242,640 119,340 +5,329
Sep11 110321 123.93 123.93 123.27 123.56 -0.14 386 546 +157
Dec11 110321 123.55 123.88 123.55 123.74 -0.14 58 83 +32
Total Volume and Open Interest 243,084 119,977 +5,518
Swiss Franc(CME)
Jun11 110321 110.89 111.02 110.26 110.60 -0.36 51,848 58,542 -1,408
Sep11 110321 110.65 111.05 110.50 110.68 -0.37 12 34 +0
Dec11 110321 110.74 111.12 110.74 110.74 -0.38 0 11 +0
Total Volume and Open Interest 51,860 58,588 -1,408
EuroFX(CME)
Jun11 110321 141.59 142.21 141.20 142.07 +0.70 311,103 187,422 +4,469
Sep11 110321 141.23 141.86 140.98 141.74 +0.69 184 947 +46
Dec11 110321 141.37 141.37 140.70 141.37 +0.67 0 78 +0
Total Volume and Open Interest 311,287 188,732 +4,515
Mexican Peso(CME)
Apr11 110321 834.2 834.2 828.2 834.2 +6.0      
May11 110321 830.8 830.8 824.8 830.8 +6.0      
Total Volume and Open Interest 45,419 133,509 -13,437
30-Year T-Bonds(CBOT)
Mar11 110321 123~020 123~020 123~020 123~020 -0~090      
Jun11 110321 121~270 121~290 120~250 121~150 -0~090 365,591 585,209 -4,728
Sep11 110321 119~220 120~090 119~150 120~000 -0~090 6 10 +3
Total Volume and Open Interest 367,173 590,874 -5,270
10-Year T-Notes(CBOT)
Mar11 110321 122~080 122~080 121~100 121~170 -0~135 7,981 13,159 -1,698
Jun11 110321 120~230 120~235 119~270 120~065 -0~155 1,443,230 1,584,918 -15,440
Sep11 110321 118~180 119~110 118~095 118~265 -0~165 3 36 +2
Total Volume and Open Interest 1,451,214 1,598,117 -17,136
5-Year T-Notes(CBOT)
Mar11 110321 118~074 118~106 118~043 118~061 -0~045 5,568 10,296 -2,040
Jun11 110321 118~011 118~016 117~065 117~084 -0~051 686,240 1,153,725 +11,573
Sep11 110321 116~100 117~023 116~100 116~100 -0~051      
Total Volume and Open Interest 691,808 1,164,021 +9,533
2 Year T-Notes(CBOT)
Mar11 110321 109~081 109~090 109~074 109~080 -0~010 741 8,428 -325
Jun11 110321 109~054 109~056 109~035 109~042 -0~012 264,729 886,787 -1,449
Sep11 110321 109~006 109~018 109~006 109~006 -0~012      
Total Volume and Open Interest 265,470 895,215 -1,774
Eurodollars(CME)
Jun11 110321 99.630 99.635 99.620 99.625 -0.005 235,945 1,161,675 -9,770
Sep11 110321 99.570 99.570 99.545 99.555 -0.015 243,090 1,318,086 -21,157
Dec11 110321 99.465 99.465 99.430 99.445 -0.025 311,036 1,394,871 -3,125
Mar12 110321 99.290 99.290 99.225 99.250 -0.040 408,152 1,315,820 -1,712
Jun12 110321 99.020 99.020 98.925 98.955 -0.060 460,007 915,489 +18,974
Sep12 110321 98.700 98.700 98.580 98.615 -0.075 340,297 603,425 +10,787
Dec12 110321 98.390 98.390 98.250 98.290 -0.090 333,816 468,723 +12,468
Mar13 110321 98.125 98.130 97.975 98.010 -0.105 261,781 288,804 +16,205
Jun13 110321 97.860 97.860 97.705 97.740 -0.110 124,457 196,539 -1,255
Sep13 110321 97.605 97.610 97.450 97.485 -0.110 88,373 200,052 -906
Dec13 110321 97.360 97.360 97.205 97.240 -0.105 74,630 173,889 -2,083
Mar14 110321 97.090 97.090 96.980 97.015 -0.105 68,057 139,188 +888
Jun14 110321 96.835 96.860 96.750 96.790 -0.100 24,875 101,997 +55
Sep14 110321 96.640 96.645 96.535 96.570 -0.100 23,871 57,750 +618
Dec14 110321 96.435 96.435 96.305 96.345 -0.100 19,704 71,289 -2,634
Mar15 110321 96.210 96.210 96.110 96.150 -0.095 21,320 53,922 -3,685
Jun15 110321 4.245 4.260 4.165 4.210 -0.095 14,681 32,960 -2,631
Sep15 110321 4.075 4.085 3.985 4.035 -0.090 13,752 36,162 -41
Total Volume and Open Interest 3,101,875 8,725,846 +15,025
30 Day Federal Funds(CBOT)
Mar11 110321 99.855 99.857 99.855 99.857 unch 3,133 84,357 +362
Apr11 110321 99.855 99.860 99.855 99.860 unch 1,832 66,417 +710
May11 110321 99.860 99.860 99.850 99.860 unch 2,847 70,116 -542
Jun11 110321 99.860 99.860 99.850 99.855 -0.005 1,227 44,024 +405
Jul11 110321 99.850 99.850 99.840 99.845 -0.005 980 46,734 +38
Aug11 110321 99.830 99.835 99.820 99.825 -0.010 809 37,895 -332
Total Volume and Open Interest 48,591 656,390 +6,466
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 110321 99.655 99.655 99.655 99.655 unch 0 150 +0
Sep11 110321 99.647 99.647 99.647 99.647 unch      
Dec11 110321 99.632 99.632 99.632 99.632 unch 0 75 +0
Mar12 110321 99.605 99.605 99.605 99.605 unch      
Jun12 110321 99.635 99.635 99.635 99.635 unch      
Sep12 110321 99.585 99.585 99.585 99.585 unch      
Dec12 110321 99.490 99.490 99.490 99.490 unch      
Mar13 110321 99.490 99.490 99.490 99.490 unch      
Jun13 110321 99.445 99.445 99.445 99.445 unch      
Sep13 110321 99.305 99.305 99.305 99.305 unch      
Total Volume and Open Interest 0 225 +0
3-Mth Euro-Yen(SGX)
Jun11 110321 99.65 99.65 99.65 99.65 unch 0 2,946 +0
Sep11 110321 99.65 99.65 99.65 99.65 unch 0 866 +0
Dec11 110321 99.63 99.63 99.63 99.63 unch 0 1,936 +0
Mar12 110321 99.61 99.61 99.61 99.61 unch 0 1,532 +194
Jun12 110321 99.64 99.64 99.64 99.64 unch 0 754 +0
Sep12 110321 99.58 99.58 99.58 99.58 unch 0 310 +0
Dec12 110321 99.49 99.49 99.49 99.49 unch 0 4 +0
Mar13 110321 99.49 99.49 99.49 99.49 unch 0 1 +0
Total Volume and Open Interest 0 8,349 +194
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 110321 122.50 122.55 122.09 122.17 -0.46 1,126,004 1,256,067 -216,007
Sep11 110321 122.15 122.16 121.80 121.80 -0.47 29 499 +173
Dec11 110321 121.85 121.85 121.85 121.85 -0.46      
Total Volume and Open Interest 1,126,033 1,256,566 -215,834
Euro-Bobl(EUREX)
Jun11 110321 115.31 115.39 115.04 115.07 -0.32 781,223 954,794 -198,611
Sep11 110321 114.48 114.48 114.48 114.48 -0.33 11 4,468 -7
Dec11 110321 114.52 114.52 114.52 114.52 -0.32      
Total Volume and Open Interest 781,234 959,262 -198,618
3-Mth Euribor(EUREX)
Mar11 110314 98.830 98.830 98.825 98.825 unch 564 5,430 -114
Jun11 110321 98.475 98.480 98.445 98.445 -0.005 21 11,895 +412
Sep11 110321 98.205 98.205 98.165 98.165 -0.020 35 2,864 +397
Total Volume and Open Interest 86 22,589 +809
Long Gilt(LIFFE)
Mar11 110318 120~00 120~00 119~24 119~29 +0~15 1,841 1,162 -1,839
Jun11 110321 118~09 118~17 118~04 118~12 -0~07 136,156 290,509 +3,288
Total Volume and Open Interest 136,412 291,419 +3,036
3-Mth Short Sterling(LIFFE)
Jun11 110321 99.03 99.04 99.00 99.02 -0.01 111,410 367,803 -15,283
Sep11 110321 98.84 98.85 98.81 98.83 -0.02 127,060 361,384 +21,632
Dec11 110321 98.64 98.64 98.59 98.61 -0.03 110,942 356,261 -3,279
Mar12 110321 98.41 98.42 98.36 98.38 -0.04 117,827 314,247 +13,518
Jun12 110321 98.15 98.17 98.09 98.11 -0.05 93,502 190,674 +7,374
Sep12 110321 97.88 97.89 97.82 97.84 -0.06 62,294 136,008 +4,994
Total Volume and Open Interest 729,083 2,035,054 +28,996
3-Mth Euribor(LIFFE)
Jun11 110321 98.470 98.485 98.440 98.445 -0.005 200,479 720,082 +16,341
Sep11 110321 98.220 98.220 98.160 98.165 -0.020 195,696 588,712 +10,813
Dec11 110321 97.985 97.985 97.915 97.920 -0.040 282,162 543,873 +5,707
Total Volume and Open Interest 1,395,273 3,186,451 +49,495
3-Mth Aus T-Bills(SFE)
Jun11 110321 95.14 95.18 95.10 95.11 -0.03 45,876 262,060 +11,836
Sep11 110321 95.09 95.12 95.04 95.06 -0.04 34,318 257,937 -14,174
Dec11 110321 95.01 95.04 94.95 94.96 -0.05 25,738 119,896 +9,218
Mar12 110321 94.91 94.93 94.85 94.86 -0.05 9,214 69,351 -477
Jun12 110321 94.82 94.84 94.75 94.76 -0.05 3,861 47,186 +1,156
Sep12 110321 94.77 94.77 94.68 94.69 -0.04 2,664 39,517 -369
Dec12 110321 94.65 94.71 94.60 94.61 -0.04 1,788 20,045 -466
Mar13 110321 94.61 94.61 94.56 94.56 -0.04 1,474 6,418 +264
Jun13 110321 94.51 94.52 94.49 94.51 -0.03 11 780 +0
Sep13 110321 94.39 94.43 94.39 94.43 -0.06 0 897 +0
Total Volume and Open Interest 124,944 824,906 +6,988
10-Year Aus T-Bonds(SFE)
Jun11 110321 94.59 94.63 94.55 94.55 -0.04 44,296 352,701 +6,205
Sep11 110321 94.55 94.55 94.55 94.55 -0.04      
Total Volume and Open Interest 44,296 352,701 +6,205
3-Year Aus T-Bonds(SFE)
Jun11 110321 95.03 95.07 94.97 94.98 -0.05 185,266 652,103 +28,860
Sep11 110321 94.98 94.98 94.98 94.98 -0.05      
Total Volume and Open Interest 185,266 652,103 +28,860
Gold(CMX)
Apr11 110321 1424.2 1435.1 1423.5 1426.4 +10.3 109,183 224,972 -7,399
Jun11 110321 1423.6 1436.2 1423.6 1427.8 +10.3 7,348 141,085 +2,996
Aug11 110321 1427.0 1436.6 1427.0 1429.2 +10.3 417 30,524 -3
Oct11 110321 1431.1 1439.0 1430.6 1430.6 +10.4 312 6,404 -269
Dec11 110321 1430.0 1440.2 1430.0 1432.1 +10.4 581 28,949 -98
Feb12 110321 1431.9 1441.8 1431.9 1433.7 +10.5 516 7,632 +220
Apr12 110321 1435.6 1435.6 1435.6 1435.6 +10.5 504 5,007 -501
Jun12 110321 1441.0 1441.0 1437.9 1437.9 +10.6 101 6,760 +1
Aug12 110321 1440.5 1440.5 1440.5 1440.5 +10.8 1,100 1,190 +136
Oct12 110321 1443.6 1443.6 1443.6 1443.6 +11.0 251 2,898 +219
Dec12 110321 1448.7 1453.3 1447.6 1447.6 +11.2 937 10,936 -241
Total Volume and Open Interest 125,269 497,543 -4,076
Silver(CMX)
Mar11 110321 3575.0 3616.0 3570.5 3600.2 +94.2 239 893 -161
May11 110321 3535.5 3627.5 3535.5 3600.1 +94.3 56,777 77,020 -168
Jul11 110321 3544.0 3627.0 3544.0 3601.6 +94.4 1,666 13,874 +50
Sep11 110321 3539.0 3622.0 3539.0 3602.8 +94.7 451 6,837 +37
Dec11 110321 3580.0 3621.0 3565.0 3603.4 +95.0 846 15,223 +37
Mar12 110321 3573.0 3607.0 3573.0 3601.0 +96.1 40 1,303 +28
May12 110321 3599.6 3599.6 3599.6 3599.6 +97.0 0 320 +0
Total Volume and Open Interest 60,558 132,608 -208
Platinum(NYMEX)
Apr11 110321 1723.4 1754.7 1723.4 1744.9 +21.5 9,844 19,997 -1,463
Jul11 110321 1728.3 1758.0 1728.3 1748.7 +21.7 1,461 13,279 +895
Oct11 110321 1740.3 1756.0 1740.3 1750.9 +21.6 42 574 +0
Jan12 110321 1753.3 1753.3 1753.3 1753.3 +21.6 0 14 +0
Total Volume and Open Interest 11,348 33,901 -569
Palladium(NYMEX)
Mar11 110321 740.00 743.00 739.80 741.30 +9.90 25 49 -1
Jun11 110321 731.00 748.00 731.00 742.30 +11.10 4,250 19,783 -553
Sep11 110321 743.65 749.35 743.45 743.45 +11.10 15 139 +11
Total Volume and Open Interest 4,292 20,036 -543
Copper(CMX)
Mar11 110321 435.10 435.10 427.00 427.55 -5.40 495 1,193 -70
May11 110321 435.65 436.85 426.65 428.60 -5.30 43,224 85,591 -1,583
Jul11 110321 438.10 438.20 428.80 430.30 -5.25 3,175 24,074 +1,729
Sep11 110321 438.65 438.65 431.00 431.55 -5.10 113 9,113 +66
Dec11 110321 432.95 432.95 431.50 432.05 -4.95 77 5,937 +11
Total Volume and Open Interest 47,848 132,509 +178
DJIA Index(CBOT)
Jun11 110321 11819 12015 11819 11963 +164 1,192 3,684 +379
Sep11 110321 11896 11896 11729 11896 +167      
Dec11 110321 11828 11828 11661 11828 +167 0 1 +0
Mar12 110321 11766 11766 11599 11766 +167      
Total Volume and Open Interest 2,959 14,378  
S & P 500(CME)
Jun11 110321 1276.90 1296.00 1275.00 1293.10 +18.90 31,586 270,615 +10,153
Sep11 110321 1287.80 1290.90 1287.80 1287.80 +18.90 54 3,983 -10
Dec11 110321 1282.40 1285.50 1282.40 1282.40 +18.90 0 700 +0
Mar12 110321 1277.80 1280.90 1277.80 1277.80 +18.90      
Total Volume and Open Interest 53,460 453,302 -6,291
S & P 500 E-Mini(Globex)
Jun11 110321 1292.50 1293.25 1291.75 1292.00 +17.75 2,979,478 2,586,929 +68,527
Sep11 110321 1272.25 1290.00 1272.25 1287.75 +18.75 444 586 +138
Total Volume and Open Interest 3,462,733 3,729,935 -30,544
NASDAQ 100(CME)
Jun11 110321 2225.00 2272.00 2220.00 2254.50 +33.00 1,616 7,224 +246
Sep11 110321 2251.50 2267.00 2251.50 2251.50 +33.00      
Dec11 110321 2249.00 2251.00 2249.00 2249.00 +33.00      
Total Volume and Open Interest 2,799 27,906 -172
NASDAQ 100 E-Mini(Globex)
Jun11 110321 2223.00 2271.50 2219.00 2254.50 +33.00 373,620 270,123 +21,013
Sep11 110321 2222.50 2268.80 2221.50 2251.50 +33.00 14 28 +3
Total Volume and Open Interest 420,717 445,824 +8,047
S & P Midcap 400(CME)
Jun11 110321 959.50 960.00 958.40 958.40 +18.30 295 674 +295
Sep11 110321 956.30 957.00 956.30 956.30 +18.30      
Dec11 110321 954.70 955.40 954.70 954.70 +18.30      
Total Volume and Open Interest 1,074 3,017 +218
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Jun11 110321 9540 9545 9540 9540 +295      
Sep11 110321 9470 9575 9470 9570 +295 3 4 +1
Total Volume and Open Interest 37,104 52,564 -3,461
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)
Apr11 110321 3843.0 3910.5 3841.0 3905.0 +91.0 92,763 251,160 +32,597
May11 110321 3773.0 3838.0 3773.0 3836.0 +93.0 41 74 +6
Jun11 110321 3730.0 3797.0 3730.0 3795.0 +92.0 3,341 25,715 +3,343
Total Volume and Open Interest 331,640 496,424 -65,921
Hang Seng Index(HKFE)
Mar11 110321 22479 22675 22341 22611 +352 103,368 85,152 +2,635
Apr11 110321 22438 22656 22325 22593 +357 2,037 5,446 +119
Total Volume and Open Interest 106,086 95,708 +2,922
DAX(EUREX)
Mar11 110318 6725.0 6735.0 6668.0 6689.5 +36.0 394,085 231,651 -107,036
Jun11 110321 6740.0 6849.0 6733.0 6828.0 +133.5 100,424 238,369 +44,651
Sep11 110321 6775.0 6869.0 6775.0 6851.5 +135.0 20,667 4,425 +124
Total Volume and Open Interest 369,385 346,019 -83,651
FT-SE 100(EURONEXT)
Jun11 110321 5688.50 5754.00 5686.00 5737.00 +59.50 115,865 575,473 +25,076
Sep11 110321 5702.50 5702.50 5702.50 5702.50 +59.50 11 466 +2
Dec11 110321 5683.00 5683.00 5682.50 5682.50 +59.50 0 166 +0
Total Volume and Open Interest 318,336 686,527 -31,829
SPI 200(SFE)
Mar11 110317 4564.0 4577.0 4464.0 4520.0 -47.0 127,175 225,244 -24,965
Jun11 110321 4639.0 4666.0 4617.0 4664.0 +17.0 58,635 204,762 +3,185
Sep11 110321 4625.0 4652.0 4625.0 4652.0 +15.0 3 2,634 -55
Total Volume and Open Interest 58,659 210,404 -86,658
GSCI(CME)
Apr11 110321 53.39 55.64 46.59 53.34 +6.70 340 13,335 +2
May11 110321 54.64 56.64 47.49 54.64 +7.10 2 23 +0
Jun11 110321 55.64 57.64 49.09 55.64 +6.50      
Total Volume and Open Interest 342 13,358 +2
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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