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MRCI's End of Day Prices

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MRCI's End of Day Prices
Daily Futures Price Listing Tue March 22, 2011
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
May11 110322 1363.50 1366.00 1344.00 1365.50 +2.50 124,866 234,566 -3,554
Jul11 110322 1373.50 1375.00 1354.00 1375.00 +2.00 53,498 138,219 +3,926
Aug11 110322 1365.25 1370.50 1356.75 1370.50 +1.00 3,363 9,831 +208
Sep11 110322 1357.00 1357.00 1334.25 1356.50 -1.00 1,900 11,063 -119
Nov11 110322 1345.00 1345.00 1323.50 1344.00 -1.00 37,558 169,264 +1,858
Jan12 110322 1340.25 1348.50 1329.00 1348.50 -1.25 1,406 20,940 -59
Mar12 110322 1339.25 1346.00 1325.25 1344.50 -1.50 969 11,725 +114
Total Volume and Open Interest 225,221 614,225 +2,823
Soybean Meal(CBOT)
May11 110322 366.30 367.20 361.20 366.40 unch 53,166 83,323 -635
Jul11 110322 370.00 370.70 365.00 370.10 -0.20 22,266 55,360 -349
Aug11 110322 367.00 371.10 366.00 370.70 -0.30 2,692 13,436 +355
Sep11 110322 368.00 368.60 364.50 368.30 -0.40 1,721 10,496 -136
Oct11 110322 361.00 361.50 356.30 360.90 -1.10 2,135 11,360 +39
Dec11 110322 361.00 361.00 354.60 359.40 -1.20 7,784 30,067 +222
Jan12 110322 356.60 361.60 356.60 360.10 -1.50 141 3,342 -17
Mar12 110322 358.50 361.60 356.20 359.80 -1.80 182 2,629 +13
Total Volume and Open Interest 90,585 214,143 -485
Soybean Oil(CBOT)
May11 110322 55.93 55.93 55.00 55.86 -0.02 68,374 143,423 -2,223
Jul11 110322 56.52 56.52 55.54 56.42 -0.03 32,566 97,289 -2,946
Aug11 110322 56.54 56.64 55.80 56.61 -0.03 3,190 12,455 +39
Sep11 110322 55.68 56.76 55.52 56.76 -0.03 1,313 12,735 +102
Oct11 110322 55.95 56.71 55.89 56.71 -0.03 1,150 13,270 -121
Dec11 110322 56.78 56.87 55.96 56.87 -0.01 7,022 60,085 +1,372
Jan12 110322 56.97 56.99 56.97 56.97 -0.02 40 2,551 -3
Mar12 110322 56.73 56.99 56.05 56.92 -0.07 46 2,613 -21
Total Volume and Open Interest 113,795 347,692 -3,814
Canola(WCE)
Mar11 110314 550.9 550.9 550.9 550.9 -3.1      
May11 110322 573.2 579.8 567.1 577.4 +0.6 9,278 79,362 -994
Jul11 110322 579.1 587.2 575.0 585.2 +0.3 1,192 33,434 -266
Nov11 110322 560.0 566.0 555.1 563.8 -0.8 1,574 63,273 +263
Jan12 110322 567.7 570.2 567.7 569.0 -0.7 91 3,923 +59
Total Volume and Open Interest 12,168 182,822 -916
Corn(CBOT)
May11 110322 686.75 687.00 673.00 686.75 +0.25 248,242 607,214 -13,901
Jul11 110322 693.50 694.75 680.00 694.00 +0.50 149,646 375,144 -847
Sep11 110322 645.00 645.75 635.50 645.75 +0.25 26,365 87,973 +1,903
Dec11 110322 608.25 612.25 600.00 612.25 +2.75 79,918 376,471 +621
Mar12 110322 616.00 620.75 608.25 620.75 +2.75 4,686 58,894 +107
May12 110322 624.50 627.00 615.00 627.00 +2.50 1,117 7,514 +121
Total Volume and Open Interest 521,478 1,576,874 -10,003
Wheat(CBOT)
May11 110322 721.50 728.00 705.25 722.25 +1.25 62,659 188,494 -5,805
Jul11 110322 756.50 763.00 740.75 757.75 +0.75 21,078 126,780 +794
Sep11 110322 795.00 802.50 780.50 796.50 -0.50 4,690 41,453 -418
Dec11 110322 825.00 831.75 809.75 825.50 -0.50 8,982 89,124 -1,157
Mar12 110322 846.25 849.00 836.50 842.00 -4.50 864 8,406 -41
Total Volume and Open Interest 99,322 476,733 -6,549
Wheat(KCBT)
May11 110322 841.50 849.75 827.00 845.00 +3.00 12,369 72,552 -1,888
Jul11 110322 850.00 860.75 837.00 855.75 +3.00 4,895 65,356 -2
Sep11 110322 862.50 875.00 852.00 870.75 +3.75 886 17,899 +102
Dec11 110322 881.75 893.50 869.50 889.50 +3.75 1,092 20,142 +15
Mar12 110322 893.25 900.00 887.00 898.75 +2.75 68 2,046 +24
Total Volume and Open Interest 19,402 182,307 -1,746
Wheat(MGE)
Mar11 110314 853.75 853.75 853.75 853.75 +0.50 4 36 +0
May11 110322 869.50 874.50 855.00 866.00 -3.25 2,609 18,128 -607
Jul11 110322 877.50 883.75 866.00 875.00 -4.00 1,051 14,019 +134
Sep11 110322 881.50 889.00 872.00 883.25 -2.00 614 13,272 -43
Dec11 110322 893.50 900.50 882.25 892.75 -3.00 608 11,137 -51
Total Volume and Open Interest 4,946 59,294 -561
Oats(CBOT)
May11 110322 350.00 350.25 337.50 342.00 -8.00 819 7,462 -176
Jul11 110322 356.00 358.25 346.75 350.25 -8.00 307 2,642 -90
Sep11 110322 362.00 364.50 355.25 357.50 -7.00 29 195 -10
Dec11 110322 373.00 375.00 366.00 368.00 -7.00 139 2,368 +5
Total Volume and Open Interest 1,294 12,668 -271
Rough Rice(CBOT)
Mar11 110314 12.90 13.19 12.90 13.19 +0.40 8 86 -12
May11 110322 13.77 13.90 13.57 13.85 +0.02 1,130 14,881 +53
Jul11 110322 14.04 14.20 13.89 14.16 +0.02 578 5,013 +41
Sep11 110322 14.68 14.82 14.58 14.81 +0.02 58 3,400 -17
Total Volume and Open Interest 1,799 24,463 +84
Live Cattle(CME)
Apr11 110322 113.700 114.430 112.950 114.285 +0.685 11,538 57,648 -3,411
Jun11 110322 113.800 114.035 112.650 113.850 +0.170 18,464 160,215 +85
Aug11 110322 115.500 115.885 114.600 115.785 +0.185 6,625 62,797 +723
Oct11 110322 119.350 119.600 118.535 119.400 +0.015 3,852 40,487 +334
Dec11 110322 119.750 120.200 119.100 120.050 +0.070 2,083 28,204 -149
Feb12 110322 119.550 120.200 118.930 120.150 +0.300 392 7,563 +52
Total Volume and Open Interest 43,031 359,456 -2,312
Feeder Cattle(CME)
Mar11 110322 129.650 130.000 128.950 130.000 +0.700 423 2,518 -129
Apr11 110322 131.200 131.630 130.185 131.400 +0.400 754 5,029 -214
May11 110322 132.850 133.400 132.000 133.130 +0.595 1,608 14,067 -270
Aug11 110322 134.550 135.250 133.785 135.185 +1.035 834 14,845 -60
Sep11 110322 134.150 134.500 133.300 134.250 +0.600 127 2,701 +29
Oct11 110322 133.880 134.250 133.000 134.185 +0.585 68 1,599 -5
Nov11 110322 134.000 134.285 133.035 134.250 +0.550 51 765 +6
Total Volume and Open Interest 3,871 41,648 -645
Lean Hogs(CME)
Apr11 110322 88.900 89.930 88.400 89.700 +1.300 11,124 23,238 -2,210
May11 110322 99.650 100.050 99.000 100.035 +0.685 478 3,302 -42
Jun11 110322 101.300 101.600 100.550 101.450 +0.470 12,200 85,050 +1,088
Jul11 110322 101.250 101.350 100.330 101.100 +0.050 3,469 29,523 -539
Aug11 110322 100.980 101.230 99.950 100.535 -0.265 3,055 30,332 -85
Oct11 110322 90.480 90.700 89.400 90.650 +0.250 1,965 21,612 +260
Dec11 110322 86.200 86.450 85.100 86.230 -0.370 1,435 14,088 +227
Feb12 110322 86.635 86.800 85.900 86.450 +0.250 223 3,019 +61
Total Volume and Open Interest 34,270 212,769 -1,089
Class III Milk(CME)
Mar11 110322 19.41 19.48 19.40 19.46 unch 64 7,202 +7,202
Apr11 110322 16.55 16.60 16.33 16.44 -0.10 361 5,615 -73
May11 110322 16.40 16.43 16.09 16.18 -0.25 449 5,014 +30
Jun11 110322 16.45 16.50 16.21 16.38 -0.12 238 3,988 +6
Jul11 110322 16.95 17.16 16.90 17.10 +0.15 121 2,865 +62
Total Volume and Open Interest 1,439 38,569 +153
Cocoa(ICE)
May11 110322 3150 3265 3150 3263 +74 16,375 66,691 +865
Jul11 110322 3187 3264 3176 3261 +72 4,042 31,737 +893
Sep11 110322 3195 3262 3187 3261 +69 753 14,982 +76
Dec11 110322 3205 3268 3192 3268 +71 1,070 17,763 +69
Mar12 110322 3248 3306 3236 3306 +63 144 23,227 +85
May12 110322 3254 3303 3253 3303 +66 50 5,097 +50
Jul12 110322 3305 3305 3305 3305 +67 0 544 +0
Total Volume and Open Interest 22,468 164,296 +2,028
Coffee "C"(ICE)
Mar11 110321 278.30 278.30 275.75 275.75 -1.05 16 88 -34
May11 110322 277.05 277.70 268.15 273.45 -3.55 8,656 68,707 -762
Jul11 110322 279.15 279.80 270.50 275.70 -3.45 2,164 24,662 +760
Sep11 110322 280.55 281.45 272.60 277.55 -3.45 790 9,732 +66
Dec11 110322 282.00 282.00 273.85 278.75 -3.25 284 14,339 -23
Mar12 110322 278.35 278.80 273.75 276.75 -3.05 48 2,569 -14
Total Volume and Open Interest 12,063 121,460 +72
Orange Juice(ICE)
May11 110322 158.00 159.00 153.10 158.20 +0.15 1,057 22,101 -203
Jul11 110322 156.90 157.00 151.95 156.75 -0.15 290 3,696 +209
Sep11 110322 156.45 156.45 151.35 156.15 -0.25 25 829 +16
Nov11 110322 154.00 154.70 148.50 153.80 -0.95 67 675 -2
Jan12 110322 153.50 153.65 148.45 153.65 -0.35 49 59 +24
Mar12 110322 153.70 153.70 153.70 153.70 -0.30 0 40 +0
Total Volume and Open Interest 1,488 27,407 +44
Sugar #11(ICE)
May11 110322 27.41 27.51 26.37 27.16 -0.32 29,115 215,000 -2,433
Jul11 110322 25.30 25.37 24.50 25.25 -0.08 12,353 171,280 +718
Oct11 110322 24.40 24.40 23.42 24.10 -0.07 5,401 82,384 -539
Mar12 110322 23.54 23.65 22.98 23.60 -0.02 2,360 59,291 -81
May12 110322 22.84 22.96 22.35 22.94 -0.03 624 16,648 +116
Total Volume and Open Interest 50,518 587,312 -2,200
London Cocoa(LCE)
May11 110322 2048 2092 2036 2089 +39 12,368 54,516 -605
Jul11 110322 2049 2086 2036 2085 +34 7,830 39,700 +2,038
Sep11 110322 2055 2088 2041 2086 +30 2,416 23,573 -518
Dec11 110322 2061 2095 2049 2093 +30 4,157 32,777 +803
Mar12 110322 2064 2103 2060 2101 +33 845 25,881 +151
May12 110322 2069 2104 2067 2104 +32 412 6,012 +357
Jul12 110322 2066 2104 2058 2104 +32 92 2,646 -26
Total Volume and Open Interest 28,206 192,299 +2,207
London Sugar(LCE)
May11 110322 703.10 708.00 684.00 700.40 -5.90 2,899 23,983 +40
Aug11 110322 667.90 670.10 650.30 666.00 -3.60 1,585 18,919 +555
Oct11 110322 640.60 641.10 628.40 640.50 -0.20 117 4,125 +65
Dec11 110322 626.20 626.20 610.40 625.00 -1.30 23 1,503 +20
Mar12 110322 616.50 617.20 605.00 617.20 -2.30 34 1,243 +29
Total Volume and Open Interest 4,870 50,594 +900
Cotton(ICE)
May11 110322 200.50 205.96 197.43 205.96 +7.00 8,530 70,406 -232
Jul11 110322 190.85 196.90 188.50 196.90 +7.00 5,430 39,893 +282
Oct11 110322 150.10 153.19 150.10 153.19 +4.75 2 419 +1
Dec11 110322 124.60 128.70 122.57 128.27 +3.90 2,783 53,781 +42
Mar12 110322 116.00 121.27 116.00 121.27 +3.85 329 4,445 +104
May12 110322 112.70 115.35 111.99 115.08 +2.75 18 1,153 -2
Total Volume and Open Interest 17,099 173,119 +194
Lumber(CME)
May11 110322 318.0 318.0 313.8 315.5 -8.3 582 5,791 -17
Jul11 110322 332.2 333.0 327.6 331.9 -5.2 173 2,730 +22
Sep11 110322 335.5 335.5 331.1 335.4 -5.0 103 464 +76
Nov11 110322 325.8 326.0 325.8 326.0 -5.1 7 57 +7
Total Volume and Open Interest 865 9,042 +88
Crude Oil(NYM)
Apr11 110322 102.10 104.54 101.43 104.00 +1.67 217,675 59,928 -31,467
May11 110322 102.74 105.18 102.10 104.97 +1.88 227,003 352,160 +8,286
Jun11 110322 103.72 105.71 102.74 105.52 +1.80 72,774 151,839 -193
Jul11 110322 104.19 106.17 103.29 106.00 +1.72 20,348 91,858 +2,164
Aug11 110322 104.52 106.41 103.74 106.27 +1.66 9,554 40,779 +118
Sep11 110322 104.68 106.75 103.96 106.46 +1.60 12,230 60,381 -23
Oct11 110322 105.10 106.56 104.52 106.56 +1.56 11,029 32,547 -824
Nov11 110322 104.57 106.62 104.42 106.62 +1.53 8,801 32,500 +987
Dec11 110322 104.90 106.81 104.25 106.65 +1.49 44,785 177,004 +988
Jan12 110322 104.59 106.52 104.35 106.52 +1.48 3,117 35,031 -95
Feb12 110322 105.76 106.32 105.76 106.32 +1.47 1,917 15,552 -518
Mar12 110322 104.70 106.08 104.30 106.08 +1.45 2,046 24,836 +882
Apr12 110322 105.78 105.78 105.78 105.78 +1.41 1,185 9,668 +104
May12 110322 105.48 105.48 105.48 105.48 +1.39 1,028 10,592 -102
Jun12 110322 103.33 105.21 103.30 105.21 +1.36 7,188 56,550 +228
Jul12 110322 104.90 104.90 104.90 104.90 +1.34 769 11,685 +384
Total Volume and Open Interest 675,773 1,528,587 -11,649
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 110322 103.500 105.650 102.725 105.525 +1.800 259 440 +15
Jul11 110322 103.950 106.000 103.450 106.000 +1.725 14 155 +6
Aug11 110322 105.175 106.275 105.175 106.275 +1.675 16 22 +12
Sep11 110322 105.000 106.450 105.000 106.450 +1.600 4 15 +3
Oct11 110322 106.550 106.550 106.550 106.550 +1.550 1 35 -1
Nov11 110322 106.625 106.625 106.625 106.625 +1.525 0 13 +0
Dec11 110322 104.350 106.650 104.350 106.650 +1.500 28 224 +0
Total Volume and Open Interest 17,205 5,214 +129
Heating Oil(NYM)
Apr11 110322 304.63 309.00 303.74 307.62 +2.37 41,584 49,110 -5,183
May11 110322 306.28 310.52 305.00 309.21 +2.49 28,849 80,867 +365
Jun11 110322 308.61 311.81 306.70 310.66 +2.48 27,911 54,532 -639
Jul11 110322 309.00 312.97 308.05 312.14 +2.55 7,036 25,007 -405
Aug11 110322 310.44 314.47 309.58 313.61 +2.63 2,872 17,171 -122
Sep11 110322 311.44 315.72 311.14 315.08 +2.70 3,401 14,781 +71
Oct11 110322 313.49 316.95 312.50 316.51 +2.78 1,598 6,603 +37
Nov11 110322 317.40 317.96 317.40 317.96 +2.85 982 6,528 +117
Dec11 110322 316.58 319.84 314.97 319.16 +2.93 9,335 25,875 -1,956
Jan12 110322 319.74 320.29 319.74 320.29 +3.04 1,033 7,372 +109
Feb12 110322 320.31 320.31 320.31 320.31 +3.11 641 2,871 +604
Mar12 110322 318.89 318.89 318.89 318.89 +3.19 149 1,657 +75
Total Volume and Open Interest 127,735 305,277 -6,422
Gasoline(NYMEX)
Apr11 110322 299.27 302.26 297.41 300.45 +0.71 27,367 44,717 -2,529
May11 110322 299.91 303.29 298.56 301.36 +0.76 24,555 76,976 +434
Jun11 110322 299.45 302.29 297.55 300.61 +1.05 11,572 40,556 +229
Jul11 110322 297.18 300.50 296.57 299.44 +1.40 6,584 21,765 +605
Aug11 110322 296.10 297.72 294.70 297.72 +1.71 3,286 11,679 -137
Sep11 110322 292.50 295.40 291.60 295.24 +1.97 4,348 13,011 -3
Oct11 110322 280.08 282.60 280.08 282.48 +1.97 3,892 10,932 +1,088
Nov11 110322 279.35 279.74 277.79 279.74 +1.96 2,764 4,557 -512
Dec11 110322 276.89 278.98 275.50 278.70 +1.93 2,516 23,030 -531
Jan12 110322 278.28 278.94 276.89 278.94 +1.89 102 4,756 +9
Total Volume and Open Interest 87,097 268,459 -1,322
e-miNY RBOB Gasoline(NYM)
Apr11 110322 300.50 300.50 300.45 300.50 +0.80 0 2 +0
May11 110322 301.40 301.40 301.36 301.40 +0.80 0 1 +0
Jun11 110322 300.60 300.61 300.60 300.60 +1.00 0 1 +0
Jul11 110322 299.40 299.44 299.40 299.40 +1.40 0 1 +0
Total Volume and Open Interest 0 8 +0
Natural Gas(NYM)
Apr11 110322 4.156 4.269 4.151 4.254 +0.093 132,753 78,318 -13,147
May11 110322 4.235 4.345 4.229 4.331 +0.090 90,659 264,468 +5,813
Jun11 110322 4.316 4.407 4.299 4.396 +0.083 23,129 63,877 -1,417
Jul11 110322 4.382 4.472 4.378 4.463 +0.080 18,031 83,177 +2,882
Aug11 110322 4.410 4.497 4.410 4.493 +0.078 7,005 31,492 +452
Sep11 110322 4.464 4.506 4.435 4.502 +0.076 9,743 44,508 -651
Oct11 110322 4.478 4.557 4.478 4.553 +0.075 14,751 71,806 -756
Nov11 110322 4.646 4.718 4.646 4.717 +0.071 6,040 31,691 +808
Dec11 110322 4.895 4.961 4.895 4.961 +0.069 4,021 27,021 +330
Jan12 110322 5.060 5.092 5.027 5.092 +0.067 7,596 60,081 +117
Feb12 110322 5.060 5.080 5.017 5.080 +0.067 1,138 13,330 +348
Mar12 110322 5.000 5.019 4.957 5.018 +0.067 3,134 27,166 -100
Apr12 110322 4.840 4.861 4.807 4.861 +0.062 2,132 25,066 +105
May12 110322 4.838 4.885 4.838 4.885 +0.060 148 6,168 +34
Jun12 110322 4.860 4.918 4.858 4.918 +0.062 100 4,473 -2
Jul12 110322 4.910 4.960 4.910 4.960 +0.060 83 4,116 -2
Total Volume and Open Interest 322,738 908,572 -4,924
Brent Crude Oil(ICE)
May11 110322 114.98 116.09 114.15 115.70 +0.74 235,366 191,008 +5,264
Jun11 110322 114.85 116.04 114.14 115.64 +0.73 125,777 198,926 +13,038
Jul11 110322 114.69 115.87 114.00 115.45 +0.71 39,804 54,161 -361
Aug11 110322 114.53 115.54 113.82 115.20 +0.73 17,519 29,548 -123
Sep11 110322 114.20 115.24 113.52 114.91 +0.77 12,798 33,892 -247
Oct11 110322 113.87 114.91 113.23 114.64 +0.80 8,362 23,018 -417
Nov11 110322 113.54 114.59 112.97 114.35 +0.82 5,944 18,717 +148
Dec11 110322 113.37 114.41 112.60 114.07 +0.84 36,457 100,710 -601
Jan12 110322 112.84 113.98 112.84 113.81 +0.86 2,680 22,943 +62
Feb12 110322 113.54 113.54 113.54 113.54 +0.87 2,205 13,369 -223
Mar12 110322 113.27 113.27 113.27 113.27 +0.89 3,576 18,156 +1,274
Apr12 110322 112.93 112.93 112.93 112.93 +0.90 569 5,252 +34
May12 110322 112.55 112.55 112.55 112.55 +0.90 501 3,589 +137
Jun12 110322 111.24 112.30 111.01 112.16 +0.90 2,956 30,863 +139
Total Volume and Open Interest 507,103 854,484 +19,783
Gas Oil(ICE)
Apr11 110322 975.00 988.25 971.25 987.50 +9.25 74,650 118,180 -7,684
May11 110322 974.25 987.75 971.00 986.75 +9.25 81,284 115,852 +1,421
Jun11 110322 977.00 986.75 971.00 986.50 +9.50 55,141 66,339 -496
Jul11 110322 972.75 988.50 972.50 988.25 +9.75 19,912 31,916 -462
Aug11 110322 974.75 990.50 974.75 990.25 +9.75 10,499 25,431 -1,755
Sep11 110322 976.75 992.00 976.75 992.00 +9.75 12,248 35,914 -3,121
Oct11 110322 980.00 992.75 977.75 992.75 +10.00 5,781 25,218 +1,149
Nov11 110322 976.75 992.50 976.75 992.25 +10.00 5,164 19,578 -198
Dec11 110322 982.00 992.75 976.50 992.00 +10.00 19,466 54,249 +640
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 110322 2.460 2.498 2.460 2.488 +0.001 149 705 -54
May11 110322 2.465 2.490 2.453 2.479 -0.002 147 858 +40
Jun11 110322 2.435 2.491 2.435 2.480 unch 112 1,071 +7
Jul11 110322 2.475 2.482 2.444 2.479 +0.005 73 1,314 -1
Aug11 110322 2.453 2.465 2.425 2.456 +0.002 55 713 -15
Sep11 110322 2.370 2.392 2.370 2.383 +0.006 22 1,016 +0
Oct11 110322 2.275 2.296 2.275 2.295 -0.001 7 607 -4
Total Volume and Open Interest 667 7,881 -31
WTI Crude Oil(ICE
May11 110322 103.05 105.17 102.09 104.97 +1.88 58,136 91,307 -220
Jun11 110322 103.96 105.69 102.72 105.52 +1.80 21,981 75,500 +933
Jul11 110322 104.32 106.08 103.32 106.00 +1.72 7,763 35,372 +908
Aug11 110322 104.19 106.35 103.82 106.27 +1.66 3,821 17,120 +142
Sep11 110322 104.42 106.53 104.13 106.46 +1.60 2,973 28,527 +689
Oct11 110322 104.55 106.62 104.22 106.56 +1.56 2,253 18,133 +363
Nov11 110322 104.70 106.66 104.43 106.62 +1.53 2,349 14,423 -472
Dec11 110322 104.74 106.80 104.25 106.65 +1.49 14,701 95,403 -940
Jan12 110322 104.74 106.52 104.74 106.52 +1.48 536 10,568 +82
Feb12 110322 106.32 106.32 106.32 106.32 +1.47 155 2,394 -29
Mar12 110322 106.08 106.08 106.08 106.08 +1.45 309 5,070 +12
Apr12 110322 105.78 105.78 105.78 105.78 +1.41 233 3,080 +0
May12 110322 105.48 105.48 105.48 105.48 +1.39 288 1,358 +71
Jun12 110322 103.52 105.21 103.11 105.21 +1.36 1,809 23,715 -208
Jul12 110322 104.90 104.90 104.90 104.90 +1.34 15 585 +3
Aug12 110322 104.60 104.60 104.60 104.60 +1.32 18 314 +0
Total Volume and Open Interest 153,210 535,760 -1,673
US Dollar Index(ICE)
Jun11 110322 75.705 75.805 75.505 75.673 +0.018 25,155 52,133 -1,045
Sep11 110322 76.055 76.205 75.955 76.082 -0.003 42 538 +28
Dec11 110322 76.442 76.442 76.442 76.442 -0.003 0 1 +0
Total Volume and Open Interest 25,197 52,672 -1,017
Australian Dollar(CME)
Jun11 110322 99.59 100.26 99.35 100.15 +0.60 133,316 95,849 +2,016
Sep11 110322 98.39 99.05 98.22 98.96 +0.61 29 178 +0
Dec11 110322 97.86 97.86 97.26 97.86 +0.60 0 54 +0
Total Volume and Open Interest 133,345 96,081 +2,016
British Pound(CME)
Jun11 110322 162.83 163.85 162.77 163.65 +0.63 123,635 99,861 +4,153
Sep11 110322 163.07 163.50 162.77 163.37 +0.60 20 34 +3
Dec11 110322 163.00 163.06 162.49 163.06 +0.57 0 38 +0
Total Volume and Open Interest 123,655 99,935 +4,156
Canadian Dollar(CME)
Jun11 110322 102.00 102.40 101.66 101.93 -0.09 73,358 115,150 -860
Sep11 110322 102.12 102.12 101.50 101.68 -0.09 68 2,288 -44
Dec11 110322 101.75 101.75 101.31 101.40 -0.09 28 2,088 +7
Mar12 110322 101.44 101.44 101.09 101.09 -0.09 5 174 +3
Total Volume and Open Interest 73,461 119,711 -894
Japanese Yen(CME)
Jun11 110322 123.43 123.76 123.10 123.63 +0.21 267,799 118,988 -352
Sep11 110322 123.34 123.84 123.31 123.77 +0.21 596 599 +53
Dec11 110322 123.75 123.95 123.74 123.95 +0.21 74 78 -5
Total Volume and Open Interest 268,469 119,673 -304
Swiss Franc(CME)
Jun11 110322 110.62 111.02 110.48 110.81 +0.21 47,977 56,945 -1,597
Sep11 110322 110.66 111.00 110.66 110.89 +0.21 15 40 +6
Dec11 110322 110.96 110.96 110.74 110.96 +0.22 0 11 +0
Total Volume and Open Interest 47,992 56,997 -1,591
EuroFX(CME)
Jun11 110322 141.97 142.29 141.59 141.85 -0.22 289,168 190,850 +3,428
Sep11 110322 141.66 141.88 141.25 141.52 -0.22 432 857 -90
Dec11 110322 141.15 141.37 141.15 141.15 -0.22 25 71 -7
Total Volume and Open Interest 289,630 192,068 +3,336
Mexican Peso(CME)
Apr11 110322 834.5 834.5 834.2 834.5 +0.2      
May11 110322 831.0 831.0 830.8 831.0 +0.2      
Total Volume and Open Interest 29,760 126,019 -7,490
30-Year T-Bonds(CBOT)
Mar11 110322 122~300 123~030 122~200 122~300 -0~040      
Jun11 110322 121~130 121~210 120~300 121~150 unch 283,794 584,361 -848
Sep11 110322 120~010 120~010 120~000 120~000 unch 4 10 +0
Total Volume and Open Interest 287,351 588,410 -2,464
10-Year T-Notes(CBOT)
Mar11 110322 121~185 121~190 121~040 121~065 -0~105 5,415 9,533 -3,626
Jun11 110322 120~045 120~080 119~255 120~015 -0~050 1,091,691 1,568,730 -16,188
Sep11 110322 118~185 118~265 118~185 118~195 -0~070 0 36 +0
Total Volume and Open Interest 1,097,106 1,578,303 -19,814
5-Year T-Notes(CBOT)
Mar11 110322 118~037 118~061 118~028 118~047 -0~014 4,198 9,168 -1,128
Jun11 110322 117~078 117~087 117~044 117~069 -0~015 590,758 1,176,494 +22,769
Sep11 110322 116~085 116~100 116~085 116~085 -0~015      
Total Volume and Open Interest 594,956 1,185,662 +21,641
2 Year T-Notes(CBOT)
Mar11 110322 109~073 109~080 109~071 109~075 -0~005 598 8,013 -415
Jun11 110322 109~041 109~044 109~030 109~037 -0~005 227,073 891,808 +5,021
Sep11 110322 108~120 109~001 108~120 109~001 -0~005      
Total Volume and Open Interest 227,671 899,821 +4,606
Eurodollars(CME)
Jun11 110322 99.625 99.630 99.615 99.620 -0.005 131,535 1,160,904 -771
Sep11 110322 99.555 99.555 99.530 99.540 -0.015 135,592 1,325,394 +7,308
Dec11 110322 99.440 99.445 99.415 99.425 -0.020 170,559 1,392,334 -2,537
Mar12 110322 99.240 99.245 99.205 99.230 -0.020 213,999 1,315,191 -629
Jun12 110322 98.950 98.955 98.900 98.940 -0.015 283,080 948,817 +33,328
Sep12 110322 98.600 98.615 98.550 98.600 -0.015 220,965 613,805 +10,380
Dec12 110322 98.265 98.285 98.215 98.275 -0.015 210,054 472,543 +3,820
Mar13 110322 97.985 98.005 97.930 97.990 -0.020 184,276 301,636 +12,832
Jun13 110322 97.710 97.730 97.655 97.715 -0.025 107,524 198,838 +2,299
Sep13 110322 97.455 97.475 97.400 97.455 -0.030 76,011 200,525 +473
Dec13 110322 97.210 97.225 97.150 97.205 -0.035 70,043 174,473 +584
Mar14 110322 96.990 97.000 96.930 96.980 -0.035 60,743 140,040 +852
Jun14 110322 96.760 96.775 96.705 96.755 -0.035 20,708 100,667 -1,330
Sep14 110322 96.540 96.555 96.490 96.535 -0.035 18,764 58,557 +807
Dec14 110322 96.315 96.335 96.270 96.315 -0.030 17,448 70,851 -438
Mar15 110322 96.130 96.135 96.080 96.125 -0.025 15,924 53,006 -916
Jun15 110322 4.180 4.195 4.145 4.190 -0.020 9,323 32,869 -91
Sep15 110322 4.010 4.030 3.980 4.020 -0.015 11,517 37,121 +959
Total Volume and Open Interest 1,993,515 8,795,532 +69,686
30 Day Federal Funds(CBOT)
Mar11 110322 99.857 99.857 99.855 99.857 unch 15,826 84,138 -219
Apr11 110322 99.860 99.860 99.855 99.860 unch 9,302 68,263 +1,846
May11 110322 99.860 99.860 99.855 99.860 unch 5,696 71,166 +1,050
Jun11 110322 99.855 99.855 99.850 99.855 unch 3,871 43,506 -518
Jul11 110322 99.840 99.845 99.840 99.845 unch 581 46,563 -171
Aug11 110322 99.820 99.825 99.815 99.825 unch 476 37,966 +71
Total Volume and Open Interest 45,058 659,726 +3,336
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 110322 99.673 99.673 99.673 99.673 +0.018 0 150 +0
Sep11 110322 99.670 99.670 99.670 99.670 +0.022      
Dec11 110322 99.655 99.655 99.655 99.655 +0.022 0 75 +0
Mar12 110322 99.635 99.635 99.635 99.635 +0.030      
Jun12 110322 99.665 99.665 99.665 99.665 +0.030      
Sep12 110322 99.615 99.615 99.615 99.615 +0.030      
Dec12 110322 99.520 99.520 99.520 99.520 +0.030      
Mar13 110322 99.520 99.520 99.520 99.520 +0.030      
Jun13 110322 99.475 99.475 99.475 99.475 +0.030      
Sep13 110322 99.335 99.335 99.335 99.335 +0.030      
Total Volume and Open Interest 0 225 +0
3-Mth Euro-Yen(SGX)
Jun11 110322 99.67 99.67 99.67 99.67 +0.02 0 2,946 +0
Sep11 110322 99.67 99.67 99.67 99.67 +0.02 0 866 +0
Dec11 110322 99.65 99.65 99.65 99.65 +0.02 0 1,936 +0
Mar12 110322 99.64 99.64 99.64 99.64 +0.03 200 1,532 +0
Jun12 110322 99.67 99.67 99.67 99.67 +0.03 0 754 +0
Sep12 110322 99.61 99.61 99.61 99.61 +0.03 0 310 +0
Dec12 110322 99.55 99.55 99.52 99.52 +0.03 0 4 +0
Mar13 110322 99.52 99.52 99.52 99.52 +0.03 0 1 +0
Total Volume and Open Interest 200 8,349 +0
Japanese Gov't Bonds(SGX)
Jun11 110322 139.44 139.53 139.23 139.30 -0.50 3,377 12,102 -259
Sep11 110322 138.40 138.40 138.40 138.40 -0.50 1 1 +0
Dec11 110322 136.31 136.31 136.31 136.31 -0.50      
Total Volume and Open Interest 3,378 12,103 -270
Euro-Bund(EUREX)
Jun11 110322 122.18 122.24 121.79 122.02 -0.15 881,712 1,181,684 -74,383
Sep11 110322 121.72 121.73 121.56 121.66 -0.14 192 346 -153
Dec11 110322 121.42 121.42 121.42 121.42 -0.43      
Total Volume and Open Interest 881,904 1,182,030 -74,536
Euro-Bobl(EUREX)
Jun11 110322 115.08 115.14 114.85 115.04 -0.03 537,973 1,010,693 +55,899
Sep11 110322 114.46 114.46 114.46 114.46 -0.02 2 4,717 +249
Dec11 110322 114.49 114.49 114.49 114.49 -0.03      
Total Volume and Open Interest 537,975 1,015,410 +56,148
3-Mth Euribor(EUREX)
Mar11 110314 98.830 98.830 98.825 98.825 unch 564 5,430 -114
Jun11 110322 98.450 98.460 98.450 98.455 +0.010 421 12,465 +570
Sep11 110322 98.155 98.175 98.155 98.175 +0.010 398 2,854 -10
Total Volume and Open Interest 820 23,152 +563
Long Gilt(LIFFE)
Mar11 110318 120~00 120~00 119~24 119~29 +0~15 1,841 1,162 -1,839
Jun11 110322 118~08 118~09 117~15 117~26 -0~18 103,838 295,028 +4,519
Total Volume and Open Interest 104,073 295,786 +4,367
3-Mth Short Sterling(LIFFE)
Jun11 110322 99.02 99.02 98.94 98.96 -0.06 68,995 372,133 +4,330
Sep11 110322 98.83 98.83 98.71 98.75 -0.08 60,388 365,108 +3,724
Dec11 110322 98.62 98.62 98.48 98.52 -0.09 65,618 354,950 -1,311
Mar12 110322 98.38 98.39 98.24 98.28 -0.10 68,012 306,821 -7,426
Jun12 110322 98.11 98.12 97.96 98.01 -0.10 79,717 196,921 +6,247
Sep12 110322 97.83 97.85 97.70 97.74 -0.10 51,149 137,619 +1,611
Total Volume and Open Interest 455,038 2,033,918 -1,136
3-Mth Euribor(LIFFE)
Jun11 110322 98.450 98.465 98.440 98.455 +0.010 174,871 717,648 -2,434
Sep11 110322 98.170 98.190 98.145 98.175 +0.010 162,307 578,641 -10,071
Dec11 110322 97.925 97.960 97.895 97.940 +0.020 208,991 532,398 -11,475
Total Volume and Open Interest 1,064,607 3,184,026 -2,425
3-Mth Aus T-Bills(SFE)
Jun11 110322 95.10 95.12 95.08 95.11 unch 29,777 212,773 -49,287
Sep11 110322 95.05 95.08 95.02 95.07 +0.01 31,494 187,532 -70,405
Dec11 110322 94.95 94.97 94.91 94.97 +0.01 19,782 106,321 -13,575
Mar12 110322 94.85 94.87 94.81 94.87 +0.01 8,602 65,762 -3,589
Jun12 110322 94.74 94.78 94.72 94.77 +0.01 2,515 45,431 -1,755
Sep12 110322 94.66 94.71 94.65 94.70 +0.01 1,547 38,659 -858
Dec12 110322 94.58 94.63 94.58 94.62 +0.01 1,212 19,761 -284
Mar13 110322 94.56 94.58 94.56 94.57 +0.01 621 6,417 -1
Jun13 110322 94.46 94.53 94.46 94.52 +0.01 16 782 +2
Sep13 110322 94.38 94.46 94.38 94.46 +0.03 4 897 +0
Total Volume and Open Interest 95,570 685,154 -139,752
10-Year Aus T-Bonds(SFE)
Jun11 110322 94.55 94.58 94.53 94.57 +0.02 42,502 334,158 -18,543
Sep11 110322 94.57 94.57 94.57 94.57 +0.02      
Total Volume and Open Interest 42,502 334,158 -18,543
3-Year Aus T-Bonds(SFE)
Jun11 110322 94.98 95.00 94.94 95.00 +0.02 132,049 470,228 -181,875
Sep11 110322 95.00 95.00 95.00 95.00 +0.02      
Total Volume and Open Interest 132,049 470,228 -181,875
Gold(CMX)
Apr11 110322 1427.3 1432.3 1419.5 1427.6 +1.2 135,868 225,003 +31
Jun11 110322 1428.7 1433.6 1421.0 1429.1 +1.3 13,410 143,878 +2,793
Aug11 110322 1430.7 1433.3 1422.4 1430.5 +1.3 2,007 30,170 -354
Oct11 110322 1426.7 1431.9 1421.7 1431.9 +1.3 291 6,361 -43
Dec11 110322 1433.0 1437.0 1425.9 1433.4 +1.3 945 29,289 +340
Feb12 110322 1435.0 1435.0 1435.0 1435.0 +1.3 110 7,637 +5
Apr12 110322 1438.7 1438.7 1437.0 1437.0 +1.4 58 5,037 +30
Jun12 110322 1439.3 1439.3 1439.3 1439.3 +1.4 4 6,759 -1
Aug12 110322 1442.1 1442.1 1442.1 1442.1 +1.6 1 1,189 -1
Oct12 110322 1445.2 1445.2 1445.2 1445.2 +1.6 30 2,928 +30
Dec12 110322 1449.4 1449.4 1449.3 1449.3 +1.7 11 10,935 -1
Total Volume and Open Interest 153,595 500,554 +3,011
Silver(CMX)
Mar11 110322 3619.0 3640.5 3583.0 3627.1 +26.9 64 898 +5
May11 110322 3611.5 3647.5 3576.0 3626.9 +26.8 58,065 75,641 -1,379
Jul11 110322 3613.0 3647.0 3579.5 3628.6 +27.0 3,746 14,903 +1,029
Sep11 110322 3634.0 3644.0 3586.0 3629.9 +27.1 624 6,784 -53
Dec11 110322 3634.0 3645.0 3586.5 3630.5 +27.1 1,971 15,649 +426
Mar12 110322 3628.1 3628.1 3628.1 3628.1 +27.1 127 1,391 +88
May12 110322 3631.0 3631.0 3626.7 3626.7 +27.1 9 326 +6
Total Volume and Open Interest 65,558 133,076 +468
Platinum(NYMEX)
Apr11 110322 1747.8 1752.8 1733.0 1739.4 -5.5 6,408 18,521 -1,476
Jul11 110322 1746.0 1752.3 1737.0 1743.4 -5.3 1,046 14,126 +847
Oct11 110322 1743.0 1748.2 1743.0 1745.4 -5.5 8 574 +0
Jan12 110322 1747.8 1747.8 1747.8 1747.8 -5.5 0 14 +0
Total Volume and Open Interest 7,462 33,272 -629
Palladium(NYMEX)
Mar11 110322 740.80 740.80 735.85 735.85 -5.45 3 35 -14
Jun11 110322 748.75 750.95 732.00 737.85 -4.45 3,450 19,658 -125
Sep11 110322 747.55 748.85 736.50 739.10 -4.35 1 139 +0
Total Volume and Open Interest 3,462 19,899 -137
Copper(CMX)
Mar11 110322 427.85 430.50 426.80 430.35 +2.80 191 1,086 -107
May11 110322 429.65 431.95 427.10 431.30 +2.70 28,697 85,035 -556
Jul11 110322 430.35 433.35 429.25 432.95 +2.65 2,208 24,896 +822
Sep11 110322 430.90 434.40 430.65 434.30 +2.75 422 9,027 -86
Dec11 110322 433.65 434.95 432.60 434.95 +2.90 311 5,851 -86
Total Volume and Open Interest 32,345 132,613 +104
DJIA Index(CBOT)
Jun11 110322 11958 11993 11940 11955 -8 439 3,731 +47
Sep11 110322 11893 11896 11893 11893 -3      
Dec11 110322 11825 11828 11825 11825 -3 0 1 +0
Mar12 110322 11763 11766 11763 11763 -3      
Total Volume and Open Interest 439 3,732 -10,646
S & P 500(CME)
Jun11 110322 1292.40 1296.50 1287.70 1288.30 -4.80 19,607 279,587 +8,972
Sep11 110322 1283.00 1288.80 1281.80 1283.00 -4.80 0 3,978 -5
Dec11 110322 1277.70 1283.40 1276.40 1277.70 -4.70 0 711 +11
Mar12 110322 1273.10 1278.80 1271.80 1273.10 -4.70      
Total Volume and Open Interest 19,607 284,276 -169,026
S & P 500 E-Mini(Globex)
Jun11 110322 1287.75 1288.75 1287.50 1288.00 -4.00      
Sep11 110322 1287.50 1290.25 1282.75 1283.00 -4.75 1,238 1,261 +675
Total Volume and Open Interest 2,344,009 2,567,799 -1,162,136
NASDAQ 100(CME)
Jun11 110322 2254.80 2263.30 2250.00 2257.30 +2.80 1,307 7,208 -16
Sep11 110322 2254.30 2260.00 2254.00 2254.30 +2.80      
Dec11 110322 2251.80 2252.50 2251.80 2251.80 +2.80      
Total Volume and Open Interest 1,307 7,208 -20,698
NASDAQ 100 E-Mini(Globex)
Jun11 110322 2256.30 2264.30 2249.30 2257.30 +2.80 356,862 280,988 +10,865
Sep11 110322 2255.30 2256.00 2247.00 2254.30 +2.80 115 59 +31
Total Volume and Open Interest 356,977 281,052 -164,772
S & P Midcap 400(CME)
Jun11 110322 951.50 954.00 950.00 953.20 -5.20 0 674 +0
Sep11 110322 951.10 951.30 951.10 951.10 -5.20      
Dec11 110322 949.50 949.70 949.50 949.50 -5.20      
Total Volume and Open Interest 0 674 -2,343
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Jun11 110322 9570 9570 9570 9570 +30      
Sep11 110322 9600 9600 9570 9600 +30 9 9 +5
Total Volume and Open Interest 20,950 52,968 +404
Nikkei 225(SGX)
Jun11 110322 9395 9550 9370 9535 +425 310,482 246,172 -2,962
Sep11 110322 9420 9540 9420 9530 +420 263 1,302 +659
Dec11 110322 9475 9475 9475 9475 +420 0 5,359 +0
Total Volume and Open Interest 321,748 284,719 +656
CAC 40(EURONEXT)
Apr11 110322 3908.5 3929.5 3878.0 3896.0 -9.0 176,784 261,884 +10,724
May11 110322 3836.0 3856.0 3810.0 3827.5 -8.5 56 97 +23
Jun11 110322 3790.0 3815.0 3780.0 3785.5 -9.5 794 26,327 +612
Total Volume and Open Interest 177,634 288,308 -208,116
Hang Seng Index(HKFE)
Mar11 110322 22643 22883 22611 22814 +203 73,141 84,956 -196
Apr11 110322 22640 22860 22600 22791 +198 2,016 5,594 +148
Total Volume and Open Interest 75,485 95,694 -14
DAX(EUREX)
Mar11 110318 6725.0 6735.0 6668.0 6689.5 +36.0 394,085 231,651 -107,036
Jun11 110322 6841.0 6847.5 6785.5 6807.5 -20.5 185,141 229,624 -8,745
Sep11 110322 6855.5 6868.0 6810.5 6831.0 -20.5 6,087 4,343 -82
Total Volume and Open Interest 219,162 233,972 -112,047
FT-SE 100(EURONEXT)
Jun11 110322 5725.00 5767.50 5695.00 5731.00 -6.00 149,078 570,791 -4,682
Sep11 110322 5718.50 5728.50 5682.50 5696.50 -6.00 45 491 +25
Dec11 110322 5695.50 5709.00 5660.00 5677.50 -5.00 85 131 -35
Total Volume and Open Interest 149,208 571,413 -115,114
SPI 200(SFE)
Mar11 110317 4564.0 4577.0 4464.0 4520.0 -47.0 127,175 225,244 -24,965
Jun11 110322 4668.0 4704.0 4655.0 4676.0 +12.0 32,416 194,546 -10,216
Sep11 110322 4677.0 4683.0 4665.0 4665.0 +13.0 379 3,006 +372
Total Volume and Open Interest 32,808 200,573 -9,831
GSCI(CME)
Apr11 110322 49.14 59.64 47.74 59.64 +6.30 206 13,355 +20
May11 110322 50.64 60.64 49.64 60.64 +6.00 2 23 +0
Jun11 110322 61.64 61.64 51.14 61.64 +6.00      
Total Volume and Open Interest 208 13,378 +20
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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