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MRCI's End of Day Prices

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MRCI's End of Day Prices
Daily Futures Price Listing Wed March 23, 2011
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
May11 110323 1367.00 1372.00 1350.00 1351.25 -14.25 89,426 231,906 -2,660
Jul11 110323 1377.50 1381.75 1360.00 1361.00 -14.00 46,950 138,860 +641
Aug11 110323 1362.00 1375.00 1357.00 1357.50 -13.00 2,862 9,610 -221
Sep11 110323 1351.00 1361.00 1345.00 1345.00 -11.50 1,763 11,370 +307
Nov11 110323 1344.00 1349.50 1330.00 1333.25 -10.75 24,080 170,168 +904
Jan12 110323 1348.75 1349.00 1337.00 1337.75 -10.75 326 20,940 +0
Mar12 110323 1344.25 1347.00 1334.00 1334.50 -10.00 532 11,832 +107
Total Volume and Open Interest 166,610 613,437 -788
Soybean Meal(CBOT)
May11 110323 367.00 368.90 359.80 360.00 -6.40 35,311 83,008 -315
Jul11 110323 370.80 372.60 364.30 364.30 -5.80 13,130 55,204 -156
Aug11 110323 368.40 371.80 364.90 364.90 -5.80 1,995 13,326 -110
Sep11 110323 365.50 370.00 362.80 362.80 -5.50 1,438 10,344 -152
Oct11 110323 359.50 361.30 355.90 355.90 -5.00 1,169 11,437 +77
Dec11 110323 359.40 361.70 354.50 354.50 -4.90 4,425 30,209 +142
Jan12 110323 357.50 360.10 355.20 355.20 -4.90 246 3,286 -56
Mar12 110323 356.80 359.80 354.80 354.80 -5.00 483 2,779 +150
Total Volume and Open Interest 58,437 213,715 -428
Soybean Oil(CBOT)
May11 110323 55.87 56.10 55.44 55.48 -0.38 53,151 141,135 -2,288
Jul11 110323 56.45 56.67 56.02 56.05 -0.37 24,975 95,915 -1,374
Aug11 110323 56.44 56.51 56.22 56.25 -0.36 1,326 12,366 -89
Sep11 110323 56.58 56.70 56.41 56.41 -0.35 457 12,687 -48
Oct11 110323 56.54 56.68 56.36 56.36 -0.35 428 13,187 -83
Dec11 110323 56.90 57.08 56.48 56.51 -0.36 5,563 60,890 +805
Jan12 110323 56.79 56.99 56.61 56.61 -0.36 393 2,834 +283
Mar12 110323 56.73 56.92 56.57 56.57 -0.35 155 2,648 +35
Total Volume and Open Interest 86,474 344,947 -2,745
Canola(WCE)
Mar11 110314 550.9 550.9 550.9 550.9 -3.1      
May11 110323 576.9 578.6 572.4 573.0 -4.4 7,166 78,726 -636
Jul11 110323 584.9 585.5 580.7 581.3 -3.9 974 33,770 +336
Nov11 110323 563.8 564.0 560.2 560.6 -3.2 866 63,255 -18
Jan12 110323 567.8 567.8 566.0 566.0 -3.0 42 3,913 -10
Total Volume and Open Interest 9,054 182,497 -325
Corn(CBOT)
May11 110323 687.50 691.25 678.25 681.00 -5.75 141,444 601,809 -5,405
Jul11 110323 694.25 698.50 686.00 688.50 -5.50 68,206 380,255 +5,111
Sep11 110323 645.00 650.00 642.00 645.50 -0.25 8,848 87,146 -827
Dec11 110323 611.00 615.00 607.00 609.75 -2.50 35,736 381,441 +4,970
Mar12 110323 619.50 623.00 615.75 618.00 -2.75 1,457 59,129 +235
May12 110323 626.00 628.25 621.75 624.00 -3.00 535 7,646 +132
Total Volume and Open Interest 257,755 1,580,942 +4,068
Wheat(CBOT)
May11 110323 725.00 730.25 706.00 714.25 -8.00 41,676 189,119 +625
Jul11 110323 760.00 765.00 741.75 750.25 -7.50 17,551 127,164 +384
Sep11 110323 800.00 801.25 782.00 789.00 -7.50 6,982 41,976 +523
Dec11 110323 825.75 830.25 810.00 817.25 -8.25 10,572 86,687 -2,437
Mar12 110323 846.50 847.25 830.25 833.00 -9.00 1,099 8,192 -214
Total Volume and Open Interest 79,665 475,764 -969
Wheat(KCBT)
May11 110323 846.00 850.50 824.25 830.00 -15.00 9,328 71,319 -1,233
Jul11 110323 857.50 861.00 835.00 840.50 -15.25 4,679 66,569 +1,213
Sep11 110323 873.75 875.00 850.75 856.00 -14.75 740 18,005 +106
Dec11 110323 891.75 893.75 869.75 875.50 -14.00 1,162 20,252 +110
Mar12 110323 900.00 900.50 880.25 884.50 -14.25 85 2,054 +8
Total Volume and Open Interest 16,072 182,555 +248
Wheat(MGE)
Mar11 110314 853.75 853.75 853.75 853.75 +0.50 4 36 +0
May11 110323 867.50 875.75 853.25 859.00 -7.00 2,152 17,955 -173
Jul11 110323 875.00 884.50 862.75 868.25 -6.75 862 13,905 -114
Sep11 110323 887.25 892.25 869.50 873.50 -9.75 345 13,345 +73
Dec11 110323 898.25 901.00 880.00 884.75 -8.00 272 10,965 -172
Total Volume and Open Interest 3,690 58,916 -378
Oats(CBOT)
May11 110323 343.25 346.75 339.50 339.50 -2.50 602 7,382 -80
Jul11 110323 353.75 354.75 348.00 348.00 -2.25 144 2,680 +38
Sep11 110323 362.00 362.00 356.50 356.50 -1.00 6 197 +2
Dec11 110323 370.50 374.75 367.00 367.00 -1.00 78 2,375 +7
Total Volume and Open Interest 830 12,635 -33
Rough Rice(CBOT)
May11 110323 13.82 14.18 13.76 14.05 +0.19 867 14,893 +12
Jul11 110323 14.13 14.48 14.10 14.35 +0.19 316 5,132 +119
Sep11 110323 14.78 15.13 14.78 15.01 +0.19 73 3,389 -11
Nov11 110323 14.98 15.30 14.98 15.28 +0.19 41 844 +19
Total Volume and Open Interest 1,311 24,605 +142
Live Cattle(CME)
Apr11 110323 114.250 114.300 112.680 114.100 -0.185 10,031 56,058 -1,590
Jun11 110323 113.850 113.950 112.135 113.350 -0.500 17,043 160,492 +277
Aug11 110323 115.500 115.850 114.150 115.350 -0.435 5,457 63,367 +570
Oct11 110323 119.200 119.535 118.035 119.135 -0.265 3,431 40,775 +288
Dec11 110323 119.800 120.100 118.785 120.000 -0.050 1,188 28,470 +266
Feb12 110323 119.800 119.900 118.650 119.900 -0.250 311 7,629 +66
Total Volume and Open Interest 37,599 359,386 -70
Feeder Cattle(CME)
Mar11 110323 130.200 130.235 128.950 129.950 -0.050 450 2,486 -32
Apr11 110323 131.630 132.000 130.380 131.500 +0.100 920 4,851 -178
May11 110323 133.350 133.630 131.800 132.935 -0.195 1,654 13,900 -167
Aug11 110323 135.200 135.500 133.750 134.900 -0.285 972 14,981 +136
Sep11 110323 134.435 134.685 133.185 134.250 unch 85 2,701 +0
Oct11 110323 134.235 134.380 132.825 134.000 -0.185 42 1,596 -3
Nov11 110323 134.235 134.285 133.200 133.800 -0.450 26 755 -10
Total Volume and Open Interest 4,149 41,394 -254
Lean Hogs(CME)
Apr11 110323 89.785 90.230 88.700 90.080 +0.380 7,194 23,270 +32
May11 110323 100.000 100.135 98.730 99.500 -0.535 517 3,525 +223
Jun11 110323 101.500 101.830 100.150 100.535 -0.915 10,604 85,462 +412
Jul11 110323 101.000 101.350 99.930 100.350 -0.750 3,510 29,151 -372
Aug11 110323 100.750 100.930 99.535 99.885 -0.650 2,396 30,516 +184
Oct11 110323 90.250 90.580 89.135 89.830 -0.820 2,065 22,711 +1,099
Dec11 110323 85.900 86.200 84.930 85.750 -0.480 1,848 14,780 +692
Feb12 110323 86.450 86.500 85.350 86.050 -0.400 273 3,157 +138
Total Volume and Open Interest 28,588 215,302 +2,533
Class III Milk(CME)
Mar11 110323 19.44 19.46 19.41 19.46 unch 169 7,156 -46
Apr11 110323 16.50 16.60 16.30 16.35 -0.09 378 5,672 +57
May11 110323 16.31 16.38 16.11 16.17 -0.01 297 5,159 +145
Jun11 110323 16.49 16.59 16.38 16.43 +0.05 201 4,005 +17
Jul11 110323 17.03 17.25 17.03 17.16 +0.06 71 2,889 +24
Total Volume and Open Interest 1,234 38,808 +239
Cocoa(ICE)
May11 110323 3255 3290 3233 3251 -12 12,372 63,632 -3,059
Jul11 110323 3261 3289 3228 3252 -9 2,689 31,515 -222
Sep11 110323 3269 3288 3231 3252 -9 630 15,358 +376
Dec11 110323 3276 3295 3240 3257 -11 906 17,180 -583
Mar12 110323 3308 3324 3271 3289 -17 78 23,205 -22
May12 110323 3290 3290 3290 3290 -13 23 5,114 +17
Jul12 110323 3292 3292 3292 3292 -13 2 546 +2
Total Volume and Open Interest 16,704 160,801 -3,495
Coffee "C"(ICE)
May11 110323 274.25 275.40 268.40 268.60 -4.85 8,626 68,321 -386
Jul11 110323 278.00 278.00 270.75 270.95 -4.75 2,514 24,824 +162
Sep11 110323 276.75 278.90 272.90 272.90 -4.65 499 9,900 +168
Dec11 110323 280.00 280.60 274.00 274.15 -4.60 188 14,355 +16
Mar12 110323 277.55 277.55 272.90 272.90 -3.85 19 2,574 +5
May12 110323 274.60 274.60 270.25 270.25 -3.55 5 548 +1
Total Volume and Open Interest 11,854 121,341 -119
Orange Juice(ICE)
May11 110323 158.50 160.50 157.35 159.50 +1.30 4,337 20,296 -1,805
Jul11 110323 157.35 158.60 155.85 157.60 +0.85 639 4,013 +317
Sep11 110323 156.35 157.60 155.20 156.70 +0.55 244 979 +150
Nov11 110323 153.90 153.90 153.90 153.90 +0.10 57 697 +22
Jan12 110323 153.75 153.75 153.75 153.75 +0.10 19 69 +10
Mar12 110323 154.50 154.50 154.50 154.50 +0.80 0 40 +0
Total Volume and Open Interest 5,296 26,101 -1,306
Sugar #11(ICE)
May11 110323 27.50 27.50 26.50 26.58 -0.58 29,000 215,704 +704
Jul11 110323 25.39 25.54 24.55 24.65 -0.60 14,780 171,782 +502
Oct11 110323 24.30 24.35 23.50 23.56 -0.54 6,516 83,845 +1,461
Mar12 110323 23.71 23.85 23.05 23.10 -0.50 2,339 59,148 -143
May12 110323 23.07 23.11 22.40 22.48 -0.46 650 16,568 -80
Total Volume and Open Interest 54,795 590,193 +2,881
London Cocoa(LCE)
May11 110323 2089 2118 2076 2089 unch 11,375 53,938 -578
Jul11 110323 2085 2112 2074 2089 +4 4,758 40,035 +335
Sep11 110323 2085 2112 2075 2089 +3 2,118 24,609 +1,036
Dec11 110323 2086 2119 2084 2096 +3 2,662 33,343 +566
Mar12 110323 2095 2125 2095 2104 +3 293 25,997 +116
May12 110323 2097 2120 2097 2108 +4 42 6,012 +0
Jul12 110323 2109 2112 2108 2108 +4 8 2,646 +0
Total Volume and Open Interest 21,264 193,774 +1,475
London Sugar(LCE)
May11 110323 705.00 707.60 685.80 687.90 -12.50 1,872 23,998 +15
Aug11 110323 670.00 673.10 653.50 653.60 -12.40 632 19,238 +319
Oct11 110323 645.00 645.90 629.90 630.10 -10.40 202 4,220 +95
Dec11 110323 622.10 622.50 616.50 616.50 -8.50 5 1,505 +2
Mar12 110323 613.00 613.00 608.40 608.40 -8.80 52 1,267 +24
Total Volume and Open Interest 2,875 51,091 +497
Cotton(ICE)
May11 110323 209.80 209.97 198.96 201.87 -4.09 8,683 71,310 +904
Jul11 110323 202.98 202.98 190.01 193.93 -2.97 3,519 40,725 +832
Oct11 110323 153.19 153.19 148.09 151.82 -1.37 0 419 +0
Dec11 110323 127.57 128.48 123.04 126.67 -1.60 1,706 53,241 -540
Mar12 110323 121.00 121.33 116.50 120.00 -1.27 118 4,426 -19
May12 110323 115.00 115.00 111.50 114.17 -0.91 21 1,171 +18
Total Volume and Open Interest 14,068 174,321 +1,202
Lumber(CME)
May11 110323 313.6 319.5 311.3 311.5 -4.0 397 5,885 +94
Jul11 110323 329.7 334.0 327.5 328.5 -3.4 162 2,805 +75
Sep11 110323 332.9 337.0 331.0 337.0 +1.6 89 518 +54
Nov11 110323 329.8 329.8 323.1 324.4 -1.6 18 71 +14
Total Volume and Open Interest 666 9,279 +237
Crude Oil(NYM)
May11 110323 104.85 106.34 104.38 105.75 +0.78 241,888 363,721 +11,561
Jun11 110323 105.39 106.87 104.97 106.21 +0.69 55,971 154,551 +2,712
Jul11 110323 105.72 107.26 105.45 106.58 +0.58 16,930 96,034 +4,176
Aug11 110323 105.96 107.45 105.86 106.76 +0.49 8,600 40,611 -168
Sep11 110323 106.67 107.59 105.90 106.86 +0.40 8,906 61,287 +906
Oct11 110323 106.03 107.45 106.03 106.89 +0.33 5,718 32,360 -187
Nov11 110323 106.65 107.31 106.65 106.90 +0.28 4,887 31,528 -972
Dec11 110323 106.49 107.70 106.00 106.90 +0.25 26,249 177,011 +7
Jan12 110323 106.53 107.00 106.44 106.71 +0.19 2,494 35,414 +383
Feb12 110323 106.46 107.05 106.44 106.44 +0.12 889 15,675 +123
Mar12 110323 106.23 106.75 105.69 106.14 +0.06 1,858 24,912 +76
Apr12 110323 105.98 105.98 105.79 105.79 +0.01 1,557 9,706 +38
May12 110323 105.42 105.42 105.42 105.42 -0.06 1,320 10,590 -2
Jun12 110323 105.17 105.80 104.82 105.09 -0.12 3,939 57,655 +1,105
Jul12 110323 104.73 104.73 104.73 104.73 -0.17 550 12,058 +373
Aug12 110323 104.39 104.39 104.39 104.39 -0.21 279 7,653 +58
Total Volume and Open Interest 499,436 1,514,243 -14,344
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 110323 105.400 106.775 104.950 106.200 +0.675 166 446 +6
Jul11 110323 106.325 106.800 105.475 106.575 +0.575 12 156 +1
Aug11 110323 106.925 106.925 106.750 106.750 +0.475 6 22 +0
Sep11 110323 106.450 106.850 106.450 106.850 +0.400 3 14 -1
Oct11 110323 106.975 106.975 106.900 106.900 +0.350 0 35 +0
Nov11 110323 106.900 106.900 106.900 106.900 +0.275 1 13 +0
Dec11 110323 106.800 106.900 106.800 106.900 +0.250 4 220 -4
Total Volume and Open Interest 8,906 3,465 -1,749
Heating Oil(NYM)
Apr11 110323 307.90 309.83 304.19 305.50 -2.12 28,136 44,906 -4,204
May11 110323 308.60 311.22 305.90 307.19 -2.02 32,926 83,388 +2,521
Jun11 110323 310.03 312.48 307.55 308.73 -1.93 15,846 55,158 +626
Jul11 110323 311.60 313.10 309.29 310.24 -1.90 5,058 24,747 -260
Aug11 110323 313.25 314.23 310.83 311.74 -1.87 3,295 17,398 +227
Sep11 110323 314.78 316.02 312.32 313.28 -1.80 3,031 14,877 +96
Oct11 110323 315.94 315.94 314.20 314.76 -1.75 1,724 7,019 +416
Nov11 110323 318.50 318.50 316.23 316.23 -1.73 665 6,574 +46
Dec11 110323 319.52 319.90 316.34 317.46 -1.70 4,024 26,442 +567
Jan12 110323 319.55 321.50 318.66 318.66 -1.63 700 7,534 +162
Feb12 110323 319.40 319.40 318.81 318.81 -1.50 555 3,287 +416
Mar12 110323 318.75 318.75 317.46 317.46 -1.43 27 1,684 +27
Total Volume and Open Interest 96,351 305,943 +666
Gasoline(NYMEX)
Apr11 110323 301.89 303.50 299.73 302.13 +1.68 27,591 40,228 -4,489
May11 110323 302.69 304.33 300.40 302.86 +1.50 26,468 81,528 +4,552
Jun11 110323 301.50 303.29 299.52 301.94 +1.33 11,182 41,918 +1,362
Jul11 110323 300.50 301.55 298.51 300.45 +1.01 6,510 22,441 +676
Aug11 110323 299.13 300.00 297.43 298.47 +0.75 3,825 11,465 -214
Sep11 110323 296.39 296.71 293.96 295.79 +0.55 2,521 13,230 +219
Oct11 110323 282.50 284.00 282.40 282.74 +0.26 1,919 10,974 +42
Nov11 110323 279.51 281.25 278.95 279.79 +0.05 746 4,350 -207
Dec11 110323 280.11 280.46 277.19 278.62 -0.08 1,569 23,103 +73
Jan12 110323 278.84 278.84 278.84 278.84 -0.10 393 5,016 +260
Total Volume and Open Interest 82,804 270,703 +2,244
e-miNY RBOB Gasoline(NYM)
Apr11 110323 302.10 302.13 302.10 302.10 +1.60 0 2 +0
May11 110323 302.90 302.90 302.86 302.90 +1.50 0 1 +0
Jun11 110323 301.90 301.94 301.90 301.90 +1.30 0 1 +0
Jul11 110323 300.50 300.50 300.45 300.50 +1.10 0 1 +0
Total Volume and Open Interest 0 8 +0
Natural Gas(NYM)
Apr11 110323 4.269 4.350 4.254 4.335 +0.081 114,125 66,765 -11,553
May11 110323 4.344 4.428 4.331 4.412 +0.081 76,378 260,790 -3,678
Jun11 110323 4.395 4.493 4.395 4.477 +0.081 25,939 64,428 +551
Jul11 110323 4.468 4.553 4.468 4.543 +0.080 21,220 85,482 +2,305
Aug11 110323 4.495 4.580 4.495 4.570 +0.077 9,126 31,110 -382
Sep11 110323 4.506 4.590 4.506 4.579 +0.077 10,027 45,634 +1,126
Oct11 110323 4.560 4.633 4.560 4.628 +0.075 17,564 70,694 -1,112
Nov11 110323 4.750 4.788 4.720 4.781 +0.064 3,843 31,983 +292
Dec11 110323 4.971 5.022 4.971 5.017 +0.056 2,442 27,262 +241
Jan12 110323 5.116 5.150 5.089 5.141 +0.049 8,059 60,906 +825
Feb12 110323 5.101 5.134 5.085 5.125 +0.045 801 13,449 +119
Mar12 110323 5.039 5.066 5.025 5.062 +0.044 4,019 28,268 +1,102
Apr12 110323 4.880 4.895 4.843 4.893 +0.032 4,964 25,661 +595
May12 110323 4.875 4.912 4.875 4.912 +0.027 277 6,225 +57
Jun12 110323 4.925 4.946 4.906 4.946 +0.028 122 4,519 +46
Jul12 110323 4.970 4.989 4.939 4.989 +0.029 32 4,114 -2
Total Volume and Open Interest 301,678 900,384 -8,188
Brent Crude Oil(ICE)
May11 110323 115.90 116.40 115.07 115.55 -0.15 161,344 192,208 +1,200
Jun11 110323 115.63 116.32 115.00 115.47 -0.17 91,615 201,793 +2,867
Jul11 110323 115.82 116.03 114.81 115.25 -0.20 35,100 56,069 +1,908
Aug11 110323 115.58 115.78 114.54 114.98 -0.22 11,504 28,449 -1,099
Sep11 110323 115.29 115.48 114.27 114.68 -0.23 8,393 35,018 +1,126
Oct11 110323 115.02 115.23 114.00 114.41 -0.23 4,627 22,975 -43
Nov11 110323 114.72 114.94 113.83 114.12 -0.23 3,547 18,605 -112
Dec11 110323 114.46 114.69 113.37 113.84 -0.23 22,602 102,816 +2,106
Jan12 110323 113.61 113.79 113.45 113.56 -0.25 2,143 22,840 -103
Feb12 110323 113.27 113.27 113.27 113.27 -0.27 1,259 13,234 -135
Mar12 110323 112.97 112.97 112.97 112.97 -0.30 2,277 18,765 +609
Apr12 110323 112.60 112.60 112.60 112.60 -0.33 434 5,189 -63
May12 110323 112.17 112.17 112.17 112.17 -0.38 302 3,594 +5
Jun12 110323 112.52 112.52 111.32 111.73 -0.43 2,444 31,062 +199
Total Volume and Open Interest 355,548 862,262 +7,778
Gas Oil(ICE)
Apr11 110323 984.00 993.25 978.25 988.00 +0.50 59,332 114,529 -3,651
May11 110323 983.00 991.00 977.00 986.50 -0.25 64,693 117,460 +1,608
Jun11 110323 982.50 989.25 976.25 985.75 -0.75 41,684 67,070 +731
Jul11 110323 984.00 990.00 977.75 987.00 -1.25 13,238 32,390 +474
Aug11 110323 987.00 991.25 980.75 989.00 -1.25 6,634 26,236 +805
Sep11 110323 987.50 993.50 981.75 990.75 -1.25 6,969 35,024 -890
Oct11 110323 989.00 993.25 983.75 991.50 -1.25 3,915 25,480 +262
Nov11 110323 988.50 991.50 985.50 991.25 -1.00 2,359 19,334 -244
Dec11 110323 986.50 992.75 982.00 991.00 -1.00 13,519 51,716 -2,533
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 110323 2.483 2.490 2.480 2.483 -0.005 67 662 -43
May11 110323 2.481 2.481 2.468 2.475 -0.004 56 880 +22
Jun11 110323 2.482 2.483 2.472 2.475 -0.005 37 1,070 -1
Jul11 110323 2.465 2.479 2.465 2.474 -0.005 49 1,358 +44
Aug11 110323 2.440 2.464 2.440 2.450 -0.006 44 708 -5
Sep11 110323 2.385 2.390 2.375 2.381 -0.002 29 1,019 +3
Oct11 110323 2.292 2.313 2.290 2.292 -0.003 35 628 +21
Total Volume and Open Interest 391 7,938 +57
WTI Crude Oil(ICE
May11 110323 104.82 106.35 104.38 105.75 +0.78 47,222 92,721 +1,414
Jun11 110323 105.66 106.85 105.03 106.21 +0.69 18,073 77,201 +1,701
Jul11 110323 106.06 107.28 105.49 106.58 +0.58 6,756 36,314 +942
Aug11 110323 105.99 107.49 105.99 106.76 +0.49 3,000 17,253 +133
Sep11 110323 106.16 107.61 106.16 106.86 +0.40 2,486 28,669 +142
Oct11 110323 106.24 107.66 106.24 106.89 +0.33 1,454 17,928 -205
Nov11 110323 106.28 107.68 106.28 106.90 +0.28 1,171 14,162 -261
Dec11 110323 106.65 107.70 106.27 106.90 +0.25 9,227 93,873 -1,530
Jan12 110323 106.94 107.30 106.71 106.71 +0.19 331 10,641 +73
Feb12 110323 106.44 106.44 106.44 106.44 +0.12 140 2,422 +28
Mar12 110323 106.14 106.14 106.14 106.14 +0.06 169 5,121 +51
Apr12 110323 105.79 105.79 105.79 105.79 +0.01 154 3,080 +0
May12 110323 105.42 105.42 105.42 105.42 -0.06 252 1,351 -7
Jun12 110323 105.39 105.52 105.09 105.09 -0.12 1,370 23,293 -422
Jul12 110323 104.73 104.73 104.73 104.73 -0.17 174 633 +48
Aug12 110323 104.39 104.39 104.39 104.39 -0.21 89 321 +7
Total Volume and Open Interest 94,097 515,477 -20,283
US Dollar Index(ICE)
Jun11 110323 75.830 76.190 75.670 76.045 +0.372 20,854 52,811 +678
Sep11 110323 76.210 76.455 76.210 76.455 +0.373 2 537 -1
Dec11 110323 76.815 76.815 76.815 76.815 +0.373 0 1 +0
Total Volume and Open Interest 20,856 53,349 +677
Australian Dollar(CME)
Jun11 110323 100.11 100.55 99.63 100.48 +0.33 87,426 95,684 -165
Sep11 110323 98.98 99.30 98.66 99.28 +0.32 15 185 +7
Dec11 110323 98.18 98.18 97.86 98.18 +0.32 0 54 +0
Total Volume and Open Interest 87,441 95,923 -158
British Pound(CME)
Jun11 110323 163.53 163.76 162.02 162.29 -1.36 97,419 111,395 +11,534
Sep11 110323 162.90 163.37 161.79 162.01 -1.36 29 39 +5
Dec11 110323 161.72 163.06 161.72 161.72 -1.34 0 38 +0
Total Volume and Open Interest 97,448 111,474 +11,539
Canadian Dollar(CME)
Jun11 110323 101.82 101.94 101.41 101.80 -0.13 65,591 114,943 -207
Sep11 110323 101.35 101.68 101.21 101.56 -0.12 60 2,258 -30
Dec11 110323 101.20 101.40 100.98 101.29 -0.11 61 2,106 +18
Mar12 110323 100.98 101.09 100.98 100.98 -0.11 0 174 +0
Total Volume and Open Interest 65,712 119,492 -219
Japanese Yen(CME)
Jun11 110323 123.56 123.98 123.40 123.76 +0.13 87,282 113,352 -5,636
Sep11 110323 123.79 123.92 123.62 123.90 +0.13 103 554 -45
Dec11 110323 124.08 124.08 123.95 124.08 +0.13 2 77 -1
Total Volume and Open Interest 87,387 113,991 -5,682
Swiss Franc(CME)
Jun11 110323 110.77 111.45 110.07 110.21 -0.60 33,662 57,152 +207
Sep11 110323 111.31 111.31 110.30 110.30 -0.59 2 40 +0
Dec11 110323 110.38 110.96 110.38 110.38 -0.58 0 11 +0
Total Volume and Open Interest 33,664 57,204 +207
EuroFX(CME)
Jun11 110323 141.83 141.96 140.66 141.03 -0.82 233,494 190,609 -241
Sep11 110323 141.10 141.56 140.37 140.70 -0.82 517 894 +37
Dec11 110323 140.40 141.15 140.35 140.35 -0.80 0 71 +0
Total Volume and Open Interest 234,011 191,864 -204
Mexican Peso(CME)
Apr11 110323 834.5 834.5 834.5 834.5 unch      
May11 110323 831.0 831.0 831.0 831.0 unch      
Total Volume and Open Interest 30,197 126,996 +977
30-Year T-Bonds(CBOT)
Jun11 110323 122~000 122~050 121~090 121~090 -0~060 271,617 589,984 +5,623
Sep11 110323 120~200 120~200 119~260 119~260 -0~060 4 10 +0
Dec11 110323 118~110 118~170 118~110 118~110 -0~060      
Total Volume and Open Interest 275,675 593,649  
10-Year T-Notes(CBOT)
Jun11 110323 120~025 120~145 119~280 119~310 -0~025 1,112,904 1,587,362 +18,632
Sep11 110323 118~120 118~195 118~010 118~170 -0~025 8 43 +7
Dec11 110323 117~170 117~195 117~170 117~170 -0~025 0 4 +0
Total Volume and Open Interest 1,121,984 1,592,523 +14,220
5-Year T-Notes(CBOT)
Jun11 110323 117~069 117~103 117~059 117~066 -0~003 674,470 1,196,939 +20,445
Sep11 110323 116~082 116~085 116~082 116~082 -0~003      
Dec11 110323 115~106 115~109 115~106 115~106 -0~003      
Total Volume and Open Interest 677,151 1,204,805 +19,143
2 Year T-Notes(CBOT)
Jun11 110323 109~038 109~046 109~032 109~036 -0~001 294,588 903,914 +12,106
Sep11 110323 109~000 109~001 109~000 109~000 -0~001      
Dec11 110323 108~094 108~095 108~094 108~094 -0~001      
Total Volume and Open Interest 295,954 911,125 +11,304
Eurodollars(CME)
Jun11 110323 99.620 99.630 99.610 99.620 unch 135,500 1,163,085 +2,181
Sep11 110323 99.540 99.555 99.525 99.530 -0.010 194,970 1,310,149 -15,245
Dec11 110323 99.425 99.445 99.405 99.410 -0.015 245,824 1,396,929 +4,595
Mar12 110323 99.230 99.255 99.205 99.215 -0.015 282,122 1,322,374 +7,183
Jun12 110323 98.940 98.980 98.915 98.930 -0.010 293,557 952,981 +4,164
Sep12 110323 98.600 98.650 98.585 98.600 unch 214,511 622,694 +8,889
Dec12 110323 98.275 98.325 98.265 98.280 +0.005 188,520 479,133 +6,590
Mar13 110323 97.990 98.050 97.980 98.000 +0.010 176,106 294,412 -7,224
Jun13 110323 97.715 97.775 97.705 97.725 +0.010 87,119 203,808 +4,970
Sep13 110323 97.455 97.525 97.445 97.465 +0.010 68,803 204,058 +3,533
Dec13 110323 97.200 97.275 97.195 97.215 +0.010 51,678 176,995 +2,522
Mar14 110323 96.990 97.055 96.975 96.990 +0.010 47,638 141,829 +1,789
Jun14 110323 96.750 96.830 96.750 96.765 +0.010 17,070 102,027 +1,360
Sep14 110323 96.540 96.615 96.530 96.545 +0.010 12,418 59,185 +628
Dec14 110323 96.335 96.395 96.305 96.320 +0.005 14,757 71,488 +637
Mar15 110323 96.120 96.210 96.115 96.130 +0.005 13,041 53,433 +427
Jun15 110323 4.220 4.280 4.180 4.195 +0.005 8,325 33,347 +478
Sep15 110323 4.045 4.115 4.010 4.025 +0.005 7,432 37,608 +487
Total Volume and Open Interest 2,086,308 8,826,337 +30,805
30 Day Federal Funds(CBOT)
Mar11 110323 99.857 99.860 99.857 99.857 unch 5,635 83,184 -954
Apr11 110323 99.860 99.860 99.855 99.860 unch 7,378 67,505 -758
May11 110323 99.860 99.860 99.855 99.860 unch 4,313 69,642 -1,524
Jun11 110323 99.850 99.855 99.850 99.855 unch 5,239 44,243 +737
Jul11 110323 99.840 99.845 99.840 99.845 unch 7,283 47,337 +774
Aug11 110323 99.820 99.825 99.820 99.825 unch 2,573 38,196 +230
Total Volume and Open Interest 48,655 657,824 -1,902
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 110323 99.673 99.673 99.673 99.673 unch 0 150 +0
Sep11 110323 99.670 99.670 99.670 99.670 unch      
Dec11 110323 99.655 99.655 99.655 99.655 unch 0 75 +0
Mar12 110323 99.635 99.635 99.635 99.635 unch      
Jun12 110323 99.665 99.665 99.665 99.665 unch      
Sep12 110323 99.615 99.615 99.615 99.615 unch      
Dec12 110323 99.520 99.520 99.520 99.520 unch      
Mar13 110323 99.520 99.520 99.520 99.520 unch      
Jun13 110323 99.475 99.475 99.475 99.475 unch      
Sep13 110323 99.335 99.335 99.335 99.335 unch      
Total Volume and Open Interest 0 225 +0
3-Mth Euro-Yen(SGX)
Jun11 110323 99.67 99.67 99.67 99.67 unch 0 2,823 -123
Sep11 110323 99.67 99.67 99.67 99.67 unch 0 1,373 +507
Dec11 110323 99.65 99.65 99.65 99.65 unch 0 1,936 +0
Mar12 110323 99.64 99.64 99.64 99.64 unch 0 1,532 +0
Jun12 110323 99.67 99.67 99.67 99.67 unch 0 754 +0
Sep12 110323 99.61 99.61 99.61 99.61 unch 0 310 +0
Dec12 110323 99.52 99.52 99.52 99.52 unch 0 24 +20
Mar13 110323 99.52 99.52 99.52 99.52 unch 0 1 +0
Total Volume and Open Interest 0 8,753 +404
Japanese Gov't Bonds(SGX)
Jun11 110323 139.30 139.83 139.30 139.81 +0.51 2,759 11,792 -310
Sep11 110323 138.91 138.91 138.91 138.91 +0.51 0 1 +0
Dec11 110323 136.82 136.82 136.82 136.82 +0.51      
Total Volume and Open Interest 2,759 12,286 +183
Euro-Bund(EUREX)
Jun11 110323 122.14 122.56 122.05 122.30 +0.28 702,622 1,295,455 +113,771
Sep11 110323 121.97 121.98 121.95 121.95 +0.29 65 1,360 +1,014
Dec11 110323 121.18 121.18 121.18 121.18 -0.24      
Total Volume and Open Interest 702,687 1,296,815 +114,785
Euro-Bobl(EUREX)
Jun11 110322 115.08 115.14 114.85 115.04 -0.03 537,973 1,010,693 +55,899
Sep11 110323 114.61 114.61 114.61 114.61 +0.15 249 4,700 -17
Dec11 110323 114.65 114.65 114.65 114.65 +0.16      
Total Volume and Open Interest 568,562 1,025,562 +10,152
3-Mth Euribor(EUREX)
Mar11 110314 98.830 98.830 98.825 98.825 unch 564 5,430 -114
Jun11 110323 98.470 98.470 98.470 98.470 +0.015 806 12,872 +407
Sep11 110323 98.205 98.205 98.205 98.205 +0.030 12 3,117 +263
Total Volume and Open Interest 827 23,939 +787
Long Gilt(LIFFE)
Mar11 110323 119~11 119~23 119~11 119~19 -0~10 256 910 -252
Jun11 110323 118~05 118~17 117~31 118~09 +0~15 75,297 299,285 +4,257
Total Volume and Open Interest 75,298 300,042 +4,256
3-Mth Short Sterling(LIFFE)
Jun11 110323 98.96 99.00 98.96 98.97 +0.01 34,332 372,065 -68
Sep11 110323 98.76 98.79 98.75 98.77 +0.02 52,675 369,039 +3,931
Dec11 110323 98.53 98.58 98.52 98.56 +0.04 60,785 351,194 -3,756
Mar12 110323 98.29 98.34 98.27 98.33 +0.05 70,601 309,228 +2,407
Jun12 110323 98.03 98.07 98.00 98.06 +0.05 56,345 195,675 -1,246
Sep12 110323 97.76 97.81 97.73 97.80 +0.06 47,596 148,153 +10,534
Total Volume and Open Interest 380,860 2,045,310 +11,392
3-Mth Euribor(LIFFE)
Jun11 110323 98.455 98.480 98.435 98.470 +0.015 153,303 718,827 +1,179
Sep11 110323 98.185 98.225 98.180 98.205 +0.030 136,002 578,019 -622
Dec11 110323 97.955 98.005 97.955 97.980 +0.040 155,349 547,143 +14,745
Total Volume and Open Interest 883,000 3,217,614 +33,588
3-Mth Aus T-Bills(SFE)
Jun11 110323 95.11 95.12 95.10 95.11 unch 31,396 204,979 -7,794
Sep11 110323 95.07 95.08 95.03 95.06 -0.01 29,525 194,225 +6,693
Dec11 110323 94.95 94.98 94.93 94.96 -0.01 20,845 105,511 -810
Mar12 110323 94.86 94.87 94.82 94.86 -0.01 11,081 65,227 -535
Jun12 110323 94.78 94.78 94.74 94.76 -0.01 2,013 45,024 -407
Sep12 110323 94.68 94.70 94.68 94.68 -0.02 2,776 40,230 +1,571
Dec12 110323 94.60 94.62 94.60 94.61 -0.01 215 19,448 -313
Mar13 110323 94.54 94.57 94.53 94.56 -0.01 8 6,258 -159
Jun13 110323 94.49 94.50 94.48 94.50 -0.02 5 782 +0
Sep13 110323 94.44 94.45 94.43 94.45 -0.01 2 897 +0
Total Volume and Open Interest 97,866 683,400 -1,754
10-Year Aus T-Bonds(SFE)
Jun11 110323 94.57 94.58 94.52 94.56 -0.01 39,844 336,410 +2,252
Sep11 110323 94.56 94.56 94.56 94.56 -0.01      
Total Volume and Open Interest 39,844 336,410 +2,252
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 110323 94.99 94.99 94.99 94.99 -0.01      
Total Volume and Open Interest 156,390 475,617 +5,389
Gold(CMX)
Apr11 110323 1428.9 1441.2 1425.8 1438.0 +10.4 129,779 220,499 -4,504
Jun11 110323 1430.3 1442.7 1427.3 1439.5 +10.4 28,467 153,289 +9,411
Aug11 110323 1431.4 1443.7 1430.1 1440.9 +10.4 1,463 30,222 +52
Oct11 110323 1432.4 1444.5 1430.8 1442.3 +10.4 582 6,610 +249
Dec11 110323 1434.5 1447.0 1432.3 1443.8 +10.4 1,459 29,319 +30
Feb12 110323 1440.0 1446.9 1439.0 1445.4 +10.4 240 7,618 -19
Apr12 110323 1447.5 1447.5 1447.5 1447.5 +10.5 2 5,039 +2
Jun12 110323 1449.9 1449.9 1449.9 1449.9 +10.6 8 6,755 -4
Aug12 110323 1452.7 1452.7 1452.7 1452.7 +10.6 0 1,189 +0
Oct12 110323 1455.8 1455.8 1455.8 1455.8 +10.6 0 2,928 +0
Dec12 110323 1461.3 1461.3 1459.9 1459.9 +10.6 403 10,898 -37
Total Volume and Open Interest 163,349 505,891 +5,337
Silver(CMX)
Mar11 110323 3625.0 3740.0 3625.0 3720.2 +93.1 105 875 -23
May11 110323 3639.5 3744.0 3615.0 3719.8 +92.9 50,728 75,855 +214
Jul11 110323 3645.0 3745.0 3617.5 3721.4 +92.8 2,219 15,279 +376
Sep11 110323 3642.0 3741.0 3626.5 3722.3 +92.4 335 6,865 +81
Dec11 110323 3643.0 3745.0 3627.5 3722.9 +92.4 942 15,775 +126
Mar12 110323 3633.5 3720.4 3633.5 3720.4 +92.3 57 1,428 +37
May12 110323 3718.9 3718.9 3718.9 3718.9 +92.2 0 326 +0
Total Volume and Open Interest 55,201 133,749 +673
Platinum(NYMEX)
Apr11 110323 1739.0 1763.6 1734.6 1760.0 +20.6 5,888 17,243 -1,278
Jul11 110323 1741.7 1767.9 1739.7 1764.2 +20.8 1,292 14,676 +550
Oct11 110323 1749.2 1765.8 1749.0 1765.8 +20.4 43 587 +13
Jan12 110323 1768.2 1768.2 1768.2 1768.2 +20.4 0 14 +0
Total Volume and Open Interest 7,223 32,557 -715
Palladium(NYMEX)
Mar11 110323 742.65 748.90 742.65 748.90 +13.05 52 63 +28
Jun11 110323 734.90 751.75 734.90 749.30 +11.45 3,162 20,058 +400
Sep11 110323 737.30 750.55 737.30 750.55 +11.45 37 173 +34
Total Volume and Open Interest 3,257 20,359 +460
Copper(CMX)
Mar11 110323 436.55 442.90 436.55 441.85 +11.50 365 1,067 -19
May11 110323 430.80 444.10 429.00 442.85 +11.55 28,043 87,290 +2,255
Jul11 110323 431.75 445.60 431.05 444.45 +11.50 2,460 25,136 +240
Sep11 110323 435.20 446.40 435.20 445.70 +11.40 332 9,050 +23
Dec11 110323 437.05 447.10 437.05 446.35 +11.40 143 5,888 +37
Total Volume and Open Interest 31,751 135,125 +2,512
DJIA Index(CBOT)
Jun11 110323 11941 12040 11910 12021 +66 396 3,826 +95
Sep11 110323 11957 11957 11893 11957 +64      
Dec11 110323 11889 11889 11825 11889 +64 0 1 +0
Mar12 110323 11827 11827 11763 11827 +64      
Total Volume and Open Interest 396 3,827 +95
S & P 500(CME)
Jun11 110323 1287.80 1295.50 1279.30 1292.10 +3.80 16,819 277,361 -2,226
Sep11 110323 1286.90 1291.00 1274.00 1286.90 +3.90 12 3,989 +11
Dec11 110323 1281.60 1285.70 1268.70 1281.60 +3.90 0 711 +0
Mar12 110323 1277.00 1281.10 1264.10 1277.00 +3.90      
Total Volume and Open Interest 16,831 282,061 -2,215
S & P 500 E-Mini(Globex)
Jun11 110323 1292.00 1292.25 1291.25 1291.25 +3.25      
Sep11 110323 1283.75 1290.00 1274.25 1287.00 +4.00 1,090 1,595 +334
Total Volume and Open Interest 1,489,330 2,556,010 -11,789
NASDAQ 100(CME)
Jun11 110323 2250.80 2275.00 2233.00 2265.00 +7.70 1,870 8,222 +1,014
Sep11 110323 2262.00 2265.00 2236.00 2262.00 +7.70      
Dec11 110323 2259.50 2259.80 2259.50 2259.50 +7.70      
Total Volume and Open Interest 1,870 8,222 +1,014
NASDAQ 100 E-Mini(Globex)
Jun11 110323 2256.00 2274.80 2232.00 2265.00 +7.70 250,481 277,868 -3,120
Sep11 110323 2252.30 2272.00 2231.00 2262.00 +7.70 80 58 -1
Total Volume and Open Interest 250,561 277,931 -3,121
S & P Midcap 400(CME)
Jun11 110323 950.40 950.70 950.40 950.40 -2.80 2 676 +2
Sep11 110323 948.30 948.60 948.30 948.30 -2.80      
Dec11 110323 946.70 947.00 946.70 946.70 -2.80      
Total Volume and Open Interest 2 676 +2
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Jun11 110323 9445 9445 9435 9445 -125      
Sep11 110323 9445 9475 9445 9475 -125 2 9 +0
Total Volume and Open Interest 23,024 54,727 +1,759
Nikkei 225(SGX)
Jun11 110323 9545 9545 9300 9365 -170 240,785 229,853 -16,319
Sep11 110323 9390 9420 9365 9365 -165 765 1,262 -40
Dec11 110323 9310 9310 9310 9310 -165 0 5,359 +0
Total Volume and Open Interest 245,166 268,399 -16,320
CAC 40(EURONEXT)
Apr11 110323 3886.5 3927.0 3875.5 3917.0 +21.0 131,028 254,791 -7,093
May11 110323 3809.0 3848.5 3809.0 3848.5 +21.0 346 374 +277
Jun11 110323 3777.0 3815.0 3767.5 3808.5 +23.0 308 26,401 +74
Total Volume and Open Interest 131,682 281,566 -6,742
Hang Seng Index(HKFE)
Mar11 110323 22746 22833 22680 22810 -4 79,353 84,128 -828
Apr11 110323 22760 22803 22655 22784 -7 2,360 5,884 +290
Total Volume and Open Interest 82,246 95,307 -387
DAX(EUREX)
Mar11 110318 6725.0 6735.0 6668.0 6689.5 +36.0 394,085 231,651 -107,036
Jun11 110323 6788.0 6840.0 6738.5 6822.0 +14.5 138,090 225,723 -3,901
Sep11 110323 6800.0 6862.5 6765.5 6845.5 +14.5 316 4,203 -140
Total Volume and Open Interest 138,412 229,944 -4,028
FT-SE 100(EURONEXT)
Jun11 110323 5695.00 5757.00 5685.00 5744.00 +13.00 87,312 567,362 -3,429
Sep11 110323 5709.50 5709.50 5709.50 5709.50 +13.00 0 491 +0
Dec11 110323 5691.00 5691.00 5691.00 5691.00 +13.50 1 130 -1
Total Volume and Open Interest 87,313 567,983 -3,430
SPI 200(SFE)
Mar11 110317 4564.0 4577.0 4464.0 4520.0 -47.0 127,175 225,244 -24,965
Jun11 110323 4676.0 4692.0 4653.0 4670.0 -6.0 35,135 195,699 +1,153
Sep11 110323 4662.0 4662.0 4652.0 4659.0 -6.0 7 3,009 +3
Total Volume and Open Interest 35,637 202,007 +1,434
GSCI(CME)
Apr11 110323 61.64 63.64 59.14 61.14 +1.50 227 13,401 +46
May11 110323 63.04 64.64 60.64 62.64 +2.00 1 22 -1
Jun11 110323 63.64 65.64 61.59 63.64 +2.00      
Total Volume and Open Interest 228 13,423 +45
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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