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MRCI's End of Day Prices

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MRCI's End of Day Prices
Daily Futures Price Listing Fri March 25, 2011
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
May11 110325 1356.50 1367.75 1353.25 1358.25 +3.75 62,385 232,232 -939
Jul11 110325 1365.50 1377.75 1363.00 1368.50 +4.00 29,310 140,575 +1,182
Aug11 110325 1364.75 1376.25 1362.50 1367.00 +4.50 3,088 10,081 +304
Sep11 110325 1357.25 1366.25 1354.25 1358.25 +5.50 1,153 11,739 +322
Nov11 110325 1343.50 1359.00 1342.00 1350.25 +6.75 14,905 171,106 +492
Jan12 110325 1355.00 1363.00 1351.50 1355.00 +7.00 264 21,070 +66
Mar12 110325 1349.00 1359.00 1344.75 1351.75 +7.00 138 11,831 -28
Total Volume and Open Interest 111,797 617,533 +1,489
Soybean Meal(CBOT)
May11 110325 359.90 361.50 356.10 357.20 -2.60 24,245 84,604 -245
Jul11 110325 364.00 366.30 360.90 362.00 -2.40 9,529 53,687 +393
Aug11 110325 365.70 367.00 362.60 363.30 -2.10 2,698 13,794 +517
Sep11 110325 364.00 366.40 361.30 362.50 -1.80 378 10,514 +43
Oct11 110325 360.10 361.40 357.30 358.30 -1.30 483 11,380 +38
Dec11 110325 357.20 360.50 356.20 357.60 -1.00 2,793 30,975 +365
Jan12 110325 357.80 359.30 357.80 358.60 -0.70 87 3,246 -59
Mar12 110325 358.60 358.90 358.60 358.60 -0.30 69 2,768 -19
Total Volume and Open Interest 40,424 215,110 +1,010
Soybean Oil(CBOT)
May11 110325 56.08 56.85 55.87 56.84 +0.72 36,568 141,460 -148
Jul11 110325 56.68 57.45 56.50 57.41 +0.71 14,869 95,335 +468
Aug11 110325 57.00 57.60 56.86 57.60 +0.70 2,639 13,214 +692
Sep11 110325 57.10 57.76 56.98 57.76 +0.70 1,206 13,071 +362
Oct11 110325 57.10 57.71 57.10 57.71 +0.69 826 13,386 +318
Dec11 110325 57.31 57.83 56.85 57.81 +0.66 6,324 61,369 +1,815
Jan12 110325 57.50 57.91 57.40 57.91 +0.66 59 2,877 -22
Mar12 110325 57.62 57.86 57.20 57.86 +0.66 97 3,187 +17
Total Volume and Open Interest 62,761 347,105 +3,419
Canola(WCE)
May11 110325 581.1 589.6 579.2 581.3 +1.9 9,448 75,303 -1,508
Jul11 110325 589.9 597.9 587.7 589.7 +1.8 3,563 35,420 +1,191
Nov11 110325 567.7 573.9 565.0 567.0 +0.9 989 64,407 +706
Jan12 110325 570.0 578.5 570.0 571.8 +0.9 23 3,925 +1
Mar12 110325 576.0 578.0 574.0 574.0 +0.9 6 931 +0
Total Volume and Open Interest 14,031 181,903 +392
Corn(CBOT)
May11 110325 702.75 717.25 688.25 689.50 -13.00 116,369 584,645 -6,147
Jul11 110325 708.00 722.00 693.75 695.50 -12.50 55,129 384,695 +5,703
Sep11 110325 657.00 664.50 643.25 644.75 -13.75 10,081 88,188 +1,114
Dec11 110325 617.00 624.00 608.25 609.50 -9.25 31,683 382,464 -388
Mar12 110325 624.50 631.00 616.50 617.75 -9.25 1,299 59,375 +214
May12 110325 630.25 637.00 624.75 625.00 -8.00 445 7,905 +41
Total Volume and Open Interest 217,039 1,571,055 +538
Wheat(CBOT)
May11 110325 739.50 757.00 726.50 733.25 -6.25 34,716 185,632 -2,022
Jul11 110325 774.75 787.25 762.00 768.75 -6.00 16,931 129,601 +635
Sep11 110325 813.50 822.75 799.50 806.50 -6.00 5,953 42,073 +90
Dec11 110325 841.25 850.50 826.50 833.50 -6.50 8,699 85,373 -836
Mar12 110325 858.00 865.25 845.50 852.00 -3.75 1,080 8,410 +81
Total Volume and Open Interest 68,199 473,791 -2,003
Wheat(KCBT)
May11 110325 853.00 870.25 845.50 855.00 +1.75 9,305 69,636 -877
Jul11 110325 863.00 878.50 856.75 865.75 +2.00 4,606 65,480 -656
Sep11 110325 881.00 895.00 871.50 880.75 +1.50 894 18,323 +180
Dec11 110325 900.00 910.75 889.75 899.75 +1.50 847 20,367 -49
Mar12 110325 909.00 912.50 898.00 907.50 +1.50 84 2,139 -3
Total Volume and Open Interest 15,838 180,386 -1,360
Wheat(MGE)
May11 110325 883.00 897.00 875.75 881.00 -2.25 2,019 17,382 -608
Jul11 110325 891.25 905.50 884.00 889.25 -2.00 892 13,659 -273
Sep11 110325 897.00 911.50 890.00 896.00 -1.00 728 13,390 +63
Dec11 110325 908.00 920.50 901.00 906.75 -2.75 326 10,880 -53
Mar12 110325 920.00 921.75 910.00 916.00 -1.50 130 1,507 +74
Total Volume and Open Interest 4,174 58,218 -743
Oats(CBOT)
May11 110325 349.00 353.00 346.25 349.00 +0.50 972 7,321 -19
Jul11 110325 357.75 361.75 355.00 357.50 +0.25 865 3,518 +755
Sep11 110325 364.00 366.50 363.75 365.75 +0.75 6 200 +1
Dec11 110325 376.25 378.00 375.00 376.25 +0.75 106 2,426 +62
Total Volume and Open Interest 1,949 13,466 +799
Rough Rice(CBOT)
May11 110325 14.11 14.34 14.05 14.30 +0.11 929 14,772 -101
Jul11 110325 14.42 14.65 14.38 14.60 +0.10 256 5,167 -35
Sep11 110325 15.13 15.25 15.03 15.20 +0.07 191 3,439 +42
Nov11 110325 15.48 15.48 15.30 15.47 +0.06 35 832 -4
Total Volume and Open Interest 1,415 24,559 -97
Live Cattle(CME)
Apr11 110325 115.930 118.650 115.700 118.600 +2.770 15,289 52,178 -2,504
Jun11 110325 115.000 117.785 114.785 117.750 +2.965 21,918 162,309 +1,596
Aug11 110325 116.400 119.300 116.250 119.250 +2.770 4,992 66,547 +976
Oct11 110325 120.100 122.785 120.080 122.600 +2.620 2,536 41,128 +26
Dec11 110325 120.500 123.400 120.500 123.400 +2.820 1,866 28,579 -103
Feb12 110325 120.450 123.250 120.450 123.250 +2.600 374 7,615 -11
Total Volume and Open Interest 47,109 361,007 +16
Feeder Cattle(CME)
Mar11 110325 130.700 132.400 130.050 131.900 +1.100 728 2,207 -201
Apr11 110325 132.575 135.630 132.435 134.850 +2.220 1,376 4,607 -51
May11 110325 134.100 137.075 133.825 137.050 +2.975 1,963 13,918 -13
Aug11 110325 135.880 139.000 135.850 138.535 +2.405 1,207 15,327 +299
Sep11 110325 135.485 138.100 135.485 137.900 +2.500 151 2,749 +50
Oct11 110325 135.000 137.950 135.000 137.450 +2.250 61 1,571 -4
Nov11 110325 134.950 137.500 134.950 137.100 +2.100 33 769 +11
Total Volume and Open Interest 5,519 41,285 +91
Lean Hogs(CME)
Apr11 110325 90.330 93.150 90.330 92.480 +2.150 8,917 20,522 -1,770
May11 110325 99.600 101.850 99.600 101.730 +2.130 364 3,688 -1
Jun11 110325 101.250 103.730 101.250 103.700 +2.520 13,299 87,799 +1,600
Jul11 110325 101.100 102.700 101.100 102.680 +1.730 1,693 28,456 -522
Aug11 110325 100.700 102.000 100.700 102.000 +1.400 2,675 30,958 +430
Oct11 110325 90.200 91.500 90.200 91.450 +1.165 2,058 24,031 +852
Dec11 110325 86.000 87.400 86.000 87.330 +1.195 895 15,681 +410
Feb12 110325 86.350 87.330 86.350 87.000 +0.700 113 3,460 +41
Total Volume and Open Interest 30,143 217,496 +1,137
Class III Milk(CME)
Mar11 110325 19.45 19.47 19.40 19.44 -0.01 44 7,124 -21
Apr11 110325 16.53 16.80 16.47 16.79 +0.22 425 5,723 +28
May11 110325 16.62 17.43 16.61 17.22 +0.52 402 5,072 -37
Jun11 110325 16.79 17.34 16.70 17.15 +0.39 142 4,134 +38
Jul11 110325 17.29 17.68 17.29 17.65 +0.28 102 3,015 +61
Total Volume and Open Interest 1,517 39,383 +261
Cocoa(ICE)
May11 110325 3222 3290 3199 3242 +39 7,135 62,355 -895
Jul11 110325 3240 3287 3200 3244 +40 2,640 31,918 +651
Sep11 110325 3228 3280 3201 3247 +42 390 15,342 -19
Dec11 110325 3227 3272 3201 3244 +35 524 17,228 +100
Mar12 110325 3277 3277 3275 3275 +33 72 23,196 -47
May12 110325 3278 3278 3278 3278 +32 0 5,112 +0
Jul12 110325 3281 3281 3281 3281 +32 0 546 +0
Total Volume and Open Interest 10,761 159,948 -210
Coffee "C"(ICE)
May11 110325 267.15 270.00 266.15 268.60 +2.80 8,564 67,163 -864
Jul11 110325 270.00 272.10 268.70 271.05 +2.80 2,723 25,360 +359
Sep11 110325 271.50 274.00 271.00 273.15 +2.85 1,034 10,287 +274
Dec11 110325 272.70 275.55 272.60 274.90 +3.30 543 14,556 +119
Mar12 110325 271.80 275.50 271.80 274.65 +3.80 138 2,614 +24
May12 110325 269.30 275.20 269.30 274.35 +5.70 1 548 +0
Total Volume and Open Interest 13,005 121,350 -87
Orange Juice(ICE)
May11 110325 162.25 163.20 161.30 162.45 +0.65 1,198 18,464 -450
Jul11 110325 160.00 160.75 159.25 160.25 +0.70 483 4,335 +298
Sep11 110325 159.10 159.10 158.60 159.05 +0.65 101 1,088 +20
Nov11 110325 155.65 155.65 155.65 155.65 -0.30 0 760 +0
Jan12 110325 154.90 154.90 154.90 154.90 -0.75 0 112 +0
Mar12 110325 154.75 154.75 154.75 154.75 -0.75 0 40 +0
Total Volume and Open Interest 1,782 24,806 -132
Sugar #11(ICE)
May11 110325 27.45 28.00 27.05 27.86 +0.41 23,118 214,840 +1,027
Jul11 110325 25.31 25.71 24.90 25.62 +0.31 17,901 175,684 +1,535
Oct11 110325 24.23 24.54 23.80 24.45 +0.22 8,021 83,233 -11
Mar12 110325 23.70 24.07 23.35 24.03 +0.25 1,545 58,102 -582
May12 110325 22.79 23.48 22.78 23.44 +0.30 261 16,550 -56
Total Volume and Open Interest 51,728 592,036 +1,826
London Cocoa(LCE)
May11 110325 2079 2136 2069 2111 +37 4,175 52,547 -254
Jul11 110325 2076 2132 2069 2109 +35 2,286 41,030 +456
Sep11 110325 2077 2133 2069 2107 +34 730 25,100 +168
Dec11 110325 2078 2132 2074 2104 +28 494 33,285 -21
Mar12 110325 2084 2135 2084 2111 +25 107 26,228 +29
May12 110325 2103 2133 2092 2114 +25 51 6,057 +46
Jul12 110325 2114 2115 2114 2115 +26 5 2,658 +2
Total Volume and Open Interest 7,946 194,255 +489
London Sugar(LCE)
May11 110325 702.00 714.00 691.90 711.80 +5.70 2,971 23,904 -28
Aug11 110325 665.60 678.90 659.10 676.60 +7.00 870 20,815 +337
Oct11 110325 641.60 651.30 633.80 648.90 +5.30 99 4,374 +25
Dec11 110325 619.90 633.30 619.90 631.00 +4.50 57 1,538 -7
Mar12 110325 621.90 626.10 621.90 626.10 +6.60 7 1,276 +5
Total Volume and Open Interest 4,016 52,776 +331
Cotton(ICE)
May11 110325 209.68 211.16 202.63 204.49 -4.33 12,042 72,254 +145
Jul11 110325 201.19 203.25 195.23 197.11 -3.38 9,598 41,350 -79
Oct11 110325 152.50 154.51 152.50 154.51 +0.76 12 418 +1
Dec11 110325 126.50 128.10 125.25 127.92 +0.11 3,629 53,280 -100
Mar12 110325 119.50 121.25 118.40 120.69 -0.09 718 4,665 +183
May12 110325 113.75 114.84 113.00 114.84 +0.56 84 1,261 -1
Total Volume and Open Interest 26,101 176,212 +147
Lumber(CME)
May11 110325 315.0 321.0 313.8 319.4 +6.3 691 6,153 +180
Jul11 110325 331.3 338.4 330.6 338.2 +7.2 117 2,827 -25
Sep11 110325 334.8 342.8 334.0 342.8 +9.5 76 569 +48
Nov11 110325 329.8 330.8 328.0 330.0 +5.6 8 78 +7
Total Volume and Open Interest 892 9,627 +210
Crude Oil(NYM)
May11 110325 105.46 105.95 104.50 105.40 -0.20 254,571 363,643 -5,538
Jun11 110325 106.03 106.44 105.05 105.94 -0.17 99,302 154,507 +240
Jul11 110325 106.37 106.87 105.55 106.38 -0.14 38,085 99,462 +1,380
Aug11 110325 106.70 107.09 105.87 106.64 -0.09 16,599 41,718 +1,654
Sep11 110325 106.81 107.13 105.96 106.82 -0.04 16,115 63,177 +1,743
Oct11 110325 106.61 107.23 106.36 106.94 -0.01 8,874 32,074 -255
Nov11 110325 106.84 107.20 106.78 107.02 +0.01 9,072 33,498 +1,479
Dec11 110325 106.90 107.49 106.29 107.06 +0.01 45,279 182,540 +3,930
Jan12 110325 106.85 107.21 106.47 106.90 +0.01 3,268 34,675 -185
Feb12 110325 106.90 107.07 106.59 106.67 +0.02 1,766 15,877 +299
Mar12 110325 106.45 106.80 106.02 106.41 +0.04 2,145 25,075 +42
Apr12 110325 105.91 106.13 105.91 106.09 +0.06 995 9,483 -70
May12 110325 105.76 105.76 105.76 105.76 +0.09 711 10,736 +27
Jun12 110325 105.15 105.88 104.97 105.46 +0.11 3,454 58,458 +172
Jul12 110325 105.11 105.11 105.11 105.11 +0.10 155 12,649 -68
Aug12 110325 104.78 104.78 104.78 104.78 +0.09 65 7,663 +10
Total Volume and Open Interest 519,675 1,506,560 +5,051
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 110325 105.975 106.350 105.025 105.950 -0.150 613 498 -6
Jul11 110325 106.325 106.775 105.575 106.375 -0.150 280 198 +41
Aug11 110325 106.650 106.650 106.650 106.650 -0.075 1 26 +0
Sep11 110325 106.825 106.825 106.825 106.825 -0.025 1 12 -1
Oct11 110325 106.950 106.950 106.950 106.950 unch 13 46 +11
Nov11 110325 107.025 107.025 107.025 107.025 +0.025 2 11 -2
Dec11 110325 106.900 107.175 106.900 107.050 unch 11 222 +6
Total Volume and Open Interest 10,725 3,765 -80
Heating Oil(NYM)
Apr11 110325 307.00 307.65 305.00 305.48 -0.72 27,560 31,327 -7,573
May11 110325 308.71 309.70 306.55 307.15 -0.72 39,648 90,767 +3,406
Jun11 110325 310.47 310.55 307.90 308.52 -0.82 21,043 54,594 -1,500
Jul11 110325 311.01 311.46 309.27 309.86 -0.90 8,504 25,119 -74
Aug11 110325 311.67 313.03 310.75 311.22 -0.97 4,953 17,793 -38
Sep11 110325 312.89 314.26 312.20 312.62 -0.94 3,429 15,194 +384
Oct11 110325 314.46 315.41 313.99 314.08 -0.86 1,628 7,320 -30
Nov11 110325 316.81 316.81 315.34 315.53 -0.81 1,640 7,133 +129
Dec11 110325 318.49 318.66 316.23 316.90 -0.71 5,529 28,039 +1,530
Jan12 110325 318.13 318.20 318.13 318.20 -0.64 650 7,449 +95
Feb12 110325 318.60 318.60 318.45 318.45 -0.59 77 3,541 +54
Mar12 110325 317.11 317.25 317.11 317.25 -0.51 1 1,714 -1
Total Volume and Open Interest 114,967 303,126 -3,548
Gasoline(NYMEX)
Apr11 110325 305.25 306.17 303.50 304.45 -0.03 23,544 32,429 -1,478
May11 110325 305.16 306.85 303.95 304.95 -0.13 34,606 93,602 +4,372
Jun11 110325 304.40 305.44 302.84 303.88 -0.11 15,056 43,077 -25
Jul11 110325 303.22 303.49 301.18 302.31 unch 6,492 22,585 -324
Aug11 110325 299.59 300.97 299.06 300.06 unch 3,360 12,375 +443
Sep11 110325 296.34 297.98 295.85 297.11 +0.03 4,890 14,822 +1,391
Oct11 110325 285.00 285.00 283.00 283.51 -0.12 2,903 11,522 +430
Nov11 110325 279.88 280.31 279.88 280.31 -0.11 1,099 4,395 +108
Dec11 110325 280.30 280.77 278.36 279.13 -0.06 2,466 23,322 +349
Jan12 110325 279.29 279.29 278.82 279.29 -0.06 496 5,308 +157
Total Volume and Open Interest 95,214 280,088 +5,569
e-miNY RBOB Gasoline(NYM)
Apr11 110325 304.50 304.50 304.45 304.50 unch 0 2 +0
May11 110325 305.00 305.00 304.95 305.00 -0.10 0 1 +0
Jun11 110325 303.90 303.90 303.88 303.90 -0.10 0 1 +0
Jul11 110325 302.30 302.31 302.30 302.30 unch 0 1 +0
Total Volume and Open Interest 0 8 +0
Natural Gas(NYM)
Apr11 110325 4.230 4.432 4.219 4.403 +0.159 121,872 45,364 -9,096
May11 110325 4.300 4.515 4.300 4.490 +0.163 83,197 257,069 -2,809
Jun11 110325 4.394 4.582 4.387 4.563 +0.166 31,336 68,423 +186
Jul11 110325 4.461 4.650 4.461 4.636 +0.169 26,573 90,074 +3,041
Aug11 110325 4.494 4.679 4.492 4.665 +0.171 14,897 33,430 +2,273
Sep11 110325 4.510 4.683 4.502 4.673 +0.171 13,832 45,937 -721
Oct11 110325 4.562 4.735 4.552 4.722 +0.171 25,731 70,872 +450
Nov11 110325 4.773 4.878 4.720 4.872 +0.154 9,306 33,209 +117
Dec11 110325 4.944 5.109 4.944 5.105 +0.144 7,123 28,157 +929
Jan12 110325 5.060 5.224 5.060 5.219 +0.136 12,741 61,092 -651
Feb12 110325 5.080 5.203 5.070 5.200 +0.132 965 13,446 -153
Mar12 110325 5.011 5.135 5.010 5.132 +0.125 4,459 29,383 +661
Apr12 110325 4.855 4.961 4.855 4.959 +0.110 4,685 27,514 +734
May12 110325 4.896 4.978 4.888 4.978 +0.110 408 6,299 +51
Jun12 110325 4.901 5.011 4.901 5.011 +0.109 102 4,467 -48
Jul12 110325 5.003 5.055 4.970 5.052 +0.107 94 4,103 -14
Total Volume and Open Interest 360,602 893,452 -4,117
Brent Crude Oil(ICE)
May11 110325 115.73 116.13 115.20 115.59 -0.13 133,351 187,622 +741
Jun11 110325 115.71 116.00 115.07 115.42 -0.18 71,525 201,123 +670
Jul11 110325 115.46 115.73 114.83 115.17 -0.20 19,558 61,887 +219
Aug11 110325 115.14 115.47 114.71 114.90 -0.23 8,701 27,401 +327
Sep11 110325 114.85 115.18 114.34 114.60 -0.24 5,383 34,283 +33
Oct11 110325 114.60 114.92 114.08 114.35 -0.24 3,246 23,252 -316
Nov11 110325 114.34 114.63 113.84 114.09 -0.24 2,255 18,826 -7
Dec11 110325 114.42 114.42 113.57 113.85 -0.22 27,492 98,614 -2,832
Jan12 110325 113.62 113.63 113.49 113.63 -0.19 2,073 22,565 +211
Feb12 110325 113.39 113.39 113.39 113.39 -0.17 1,051 13,313 -102
Mar12 110325 113.12 113.12 113.12 113.12 -0.15 1,488 18,813 +273
Apr12 110325 112.79 112.79 112.79 112.79 -0.13 1,127 5,483 +343
May12 110325 112.42 112.42 112.42 112.42 -0.10 886 3,968 +100
Jun12 110325 112.11 112.41 111.95 112.03 -0.07 5,083 31,091 +140
Total Volume and Open Interest 295,218 859,323 -41
Gas Oil(ICE)
Apr11 110325 982.75 984.00 976.00 979.75 -2.00 65,837 110,470 -4,780
May11 110325 980.25 983.00 974.50 978.50 -2.25 84,294 119,532 +739
Jun11 110325 981.75 982.75 974.75 978.25 -2.25 58,707 76,119 +5,123
Jul11 110325 982.75 984.75 976.75 980.00 -2.00 17,615 33,755 +845
Aug11 110325 983.00 984.50 979.25 982.25 -2.00 9,565 26,191 -128
Sep11 110325 984.75 987.00 982.00 984.50 -1.50 7,868 36,273 -213
Oct11 110325 985.50 987.50 982.75 985.00 -1.75 3,178 26,421 +185
Nov11 110325 983.00 988.75 983.00 984.75 -1.75 1,850 19,279 +76
Dec11 110325 988.50 989.25 982.25 985.00 -1.50 17,392 54,968 +2,441
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 110325 2.530 2.545 2.495 2.504 -0.011 78 567 -34
May11 110325 2.505 2.520 2.486 2.491 -0.009 173 814 -19
Jun11 110325 2.515 2.520 2.493 2.493 -0.008 35 1,056 +8
Jul11 110325 2.530 2.530 2.477 2.487 -0.012 47 1,338 +12
Aug11 110325 2.500 2.503 2.458 2.460 -0.019 169 676 -76
Sep11 110325 2.430 2.430 2.390 2.390 -0.019 48 1,042 +18
Oct11 110325 2.298 2.298 2.298 2.298 -0.024 46 630 -4
Total Volume and Open Interest 670 7,762 -85
WTI Crude Oil(ICE
May11 110325 105.49 105.93 104.50 105.40 -0.20 67,829 90,488 -3,536
Jun11 110325 105.95 106.43 105.04 105.94 -0.17 38,680 79,772 +1,133
Jul11 110325 106.56 106.85 105.59 106.38 -0.14 17,205 39,357 +1,344
Aug11 110325 106.46 107.09 105.94 106.64 -0.09 6,642 19,538 +928
Sep11 110325 106.59 107.24 106.13 106.82 -0.04 5,992 27,698 -326
Oct11 110325 106.69 107.33 106.30 106.94 -0.01 4,243 20,052 +1,675
Nov11 110325 106.75 107.40 106.41 107.02 +0.01 4,023 14,391 +310
Dec11 110325 106.94 107.47 106.40 107.06 +0.01 17,953 92,812 -1,317
Jan12 110325 106.90 107.08 106.76 106.90 +0.01 990 10,795 +48
Feb12 110325 106.67 106.67 106.67 106.67 +0.02 201 2,387 -26
Mar12 110325 106.57 106.57 106.11 106.41 +0.04 320 5,159 +7
Apr12 110325 106.09 106.09 106.09 106.09 +0.06 82 2,984 +0
May12 110325 105.76 105.76 105.76 105.76 +0.09 124 1,406 +2
Jun12 110325 105.43 105.89 105.14 105.46 +0.11 2,617 23,321 -186
Jul12 110325 105.11 105.11 105.11 105.11 +0.10 35 628 -5
Aug12 110325 104.78 104.78 104.78 104.78 +0.09 7 329 +2
Total Volume and Open Interest 174,145 521,055 -455
US Dollar Index(ICE)
Jun11 110325 75.940 76.560 75.840 76.485 +0.598 25,032 53,243 +953
Sep11 110325 76.285 76.970 76.285 76.900 +0.573 9 533 +2
Dec11 110325 77.260 77.260 77.260 77.260 +0.573 0 1 +0
Total Volume and Open Interest 25,041 53,777 +955
Australian Dollar(CME)
Jun11 110325 101.10 101.95 100.90 101.56 +0.31 95,732 110,904 +10,055
Sep11 110325 99.99 100.67 99.99 100.35 +0.31 149 374 +97
Dec11 110325 99.24 99.24 98.93 99.24 +0.31 0 54 +0
Total Volume and Open Interest 95,881 111,332 +10,152
British Pound(CME)
Jun11 110325 161.10 161.27 159.90 159.99 -0.92 100,696 121,830 +4,044
Sep11 110325 160.31 160.65 159.73 159.73 -0.92 67 163 +15
Dec11 110325 160.00 160.37 159.46 159.46 -0.91 0 38 +0
Total Volume and Open Interest 100,763 122,033 +4,059
Canadian Dollar(CME)
Jun11 110325 102.24 102.46 101.58 101.74 -0.49 66,365 112,333 -1,540
Sep11 110325 102.04 102.08 101.37 101.50 -0.49 69 2,292 +16
Dec11 110325 101.73 101.84 101.25 101.25 -0.48 168 2,222 +116
Mar12 110325 100.93 101.41 100.93 100.93 -0.48 0 175 +0
Total Volume and Open Interest 66,632 117,055 -1,387
Japanese Yen(CME)
Jun11 110325 123.50 123.74 122.76 122.89 -0.71 109,905 111,076 -347
Sep11 110325 123.23 123.73 122.98 123.03 -0.70 20 534 -29
Dec11 110325 123.21 123.91 123.21 123.21 -0.70 0 57 +0
Total Volume and Open Interest 109,927 111,674 -377
Swiss Franc(CME)
Jun11 110325 110.18 110.29 108.56 108.82 -1.47 47,285 58,010 +1,283
Sep11 110325 109.95 110.38 108.92 108.92 -1.46 7 51 +4
Dec11 110325 109.75 110.46 108.99 108.99 -1.47 0 11 +0
Total Volume and Open Interest 47,292 58,073 +1,287
EuroFX(CME)
Jun11 110325 141.56 141.76 140.36 140.51 -1.13 310,573 200,131 +6,845
Sep11 110325 141.15 141.31 140.09 140.18 -1.13 210 1,100 +38
Dec11 110325 139.90 140.96 139.83 139.83 -1.13 14 70 -1
Total Volume and Open Interest 310,797 201,591 +6,882
Mexican Peso(CME)
Apr11 110325 835.0 836.5 835.0 835.0 -1.5      
May11 110325 831.5 833.0 831.5 831.5 -1.5      
Total Volume and Open Interest 20,618 126,810 -265
30-Year T-Bonds(CBOT)
Jun11 110325 121~020 121~020 120~060 120~080 -0~160      
Sep11 110325 119~160 119~200 118~220 118~260 -0~160 2 10 +0
Dec11 110325 117~110 117~270 117~110 117~110 -0~160      
Total Volume and Open Interest 296,905 597,309 +2,568
10-Year T-Notes(CBOT)
Jun11 110325 119~145 119~235 119~015 119~060 -0~100 1,195,563 1,572,429 -21,448
Sep11 110325 118~005 118~005 117~225 117~225 -0~100 24 43 +1
Dec11 110325 116~225 117~005 116~225 116~225 -0~100 0 4 +0
Total Volume and Open Interest 1,195,587 1,572,476 -21,447
5-Year T-Notes(CBOT)
Jun11 110325 117~018 117~044 116~104 116~113 -0~039 570,217 1,236,839 +21,625
Sep11 110325 116~001 116~040 116~001 116~001 -0~039      
Dec11 110325 115~025 115~064 115~025 115~025 -0~039      
Total Volume and Open Interest 571,364 1,243,855 +21,618
2 Year T-Notes(CBOT)
Jun11 110325 109~024 109~029 109~008 109~010 -0~019 236,270 904,509 +8,513
Sep11 110325 108~104 108~121 108~104 108~104 -0~017      
Dec11 110325 108~070 108~087 108~070 108~070 -0~017      
Total Volume and Open Interest 237,765 910,667 +8,238
Eurodollars(CME)
Jun11 110325 99.620 99.625 99.605 99.620 unch 189,505 1,133,899 -24,751
Sep11 110325 99.525 99.530 99.500 99.505 -0.025 200,470 1,314,411 +9,821
Dec11 110325 99.395 99.405 99.350 99.355 -0.045 205,973 1,401,676 +4,830
Mar12 110325 99.180 99.195 99.115 99.125 -0.065 241,309 1,323,774 -7,715
Jun12 110325 98.880 98.900 98.790 98.810 -0.085 310,061 989,804 +26,124
Sep12 110325 98.535 98.565 98.440 98.460 -0.095 211,225 625,838 -1,483
Dec12 110325 98.200 98.240 98.105 98.125 -0.095 165,028 478,036 -3,663
Mar13 110325 97.910 97.955 97.820 97.840 -0.090 179,469 303,319 +1,673
Jun13 110325 97.625 97.675 97.545 97.565 -0.085 100,138 208,675 -290
Sep13 110325 97.370 97.415 97.290 97.305 -0.085 74,335 207,340 +2,832
Dec13 110325 97.120 97.165 97.035 97.055 -0.080 57,459 179,599 +3,128
Mar14 110325 96.900 96.940 96.815 96.835 -0.075 57,309 150,668 +4,455
Jun14 110325 96.670 96.715 96.590 96.610 -0.075 19,893 106,333 +1,651
Sep14 110325 96.450 96.495 96.370 96.395 -0.070 15,981 60,402 +841
Dec14 110325 96.225 96.275 96.150 96.180 -0.060 14,324 72,867 +304
Mar15 110325 96.045 96.085 95.970 96.000 -0.045 12,065 54,708 +633
Jun15 110325 4.100 4.150 4.045 4.075 -0.035 7,092 33,091 +184
Sep15 110325 3.950 3.985 3.885 3.915 -0.025 6,354 38,336 +235
Total Volume and Open Interest 2,091,765 8,888,362 +21,391
30 Day Federal Funds(CBOT)
Mar11 110325 99.857 99.860 99.857 99.857 unch 7,272 83,565 -411
Apr11 110325 99.865 99.870 99.860 99.865 +0.005 5,219 70,709 +1,727
May11 110325 99.860 99.865 99.855 99.860 unch 2,168 71,395 +1,567
Jun11 110325 99.850 99.860 99.850 99.855 unch 2,368 44,694 +299
Jul11 110325 99.840 99.845 99.835 99.845 unch 2,171 48,526 +1,033
Aug11 110325 99.815 99.825 99.810 99.815 -0.010 2,216 37,403 +130
Total Volume and Open Interest 42,684 663,952 +4,750
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 110325 99.665 99.665 99.665 99.665 -0.005 0 150 +0
Sep11 110325 99.662 99.662 99.662 99.662 -0.005      
Dec11 110325 99.655 99.655 99.655 99.655 -0.003 0 75 +0
Mar12 110325 99.640 99.640 99.640 99.640 unch      
Jun12 110325 99.670 99.670 99.670 99.670 unch      
Sep12 110325 99.600 99.600 99.600 99.600 unch      
Dec12 110325 99.560 99.560 99.560 99.560 +0.055      
Mar13 110325 99.560 99.560 99.560 99.560 +0.055      
Jun13 110325 99.515 99.515 99.515 99.515 +0.055      
Sep13 110325 99.375 99.375 99.375 99.375 +0.055      
Total Volume and Open Interest 0 225 +0
3-Mth Euro-Yen(SGX)
Jun11 110325 99.67 99.67 99.67 99.67 0.00 0 2,823 +0
Sep11 110325 99.66 99.66 99.66 99.66 -0.01 0 1,373 +0
Dec11 110325 99.65 99.65 99.65 99.65 0.00 0 1,936 +0
Mar12 110325 99.64 99.64 99.64 99.64 unch 200 1,732 +0
Jun12 110325 99.62 99.67 99.62 99.67 unch 0 754 +0
Sep12 110325 99.60 99.60 99.60 99.60 unch 0 310 +0
Dec12 110325 99.56 99.56 99.56 99.56 +0.06 0 24 +0
Mar13 110325 99.56 99.56 99.56 99.56 +0.06 0 1 +0
Total Volume and Open Interest 200 8,953 +0
Japanese Gov't Bonds(SGX)
Jun11 110325 139.87 139.87 139.68 139.81 -0.10 2,206 12,635 +0
Sep11 110325 138.91 138.91 138.91 138.91 -0.10 0 1 +0
Dec11 110325 136.82 136.82 136.82 136.82 -0.10      
Total Volume and Open Interest 2,206 12,636 +0
Euro-Bund(EUREX)
Jun11 110325 121.96 122.17 121.72 122.03 -0.17 1,118,502 1,304,822 -155,140
Sep11 110325 121.65 121.71 121.60 121.67 -0.17 1,068 2,192 -52
Dec11 110325 120.91 120.91 120.91 120.91 -0.17      
Total Volume and Open Interest 1,119,570 1,307,014 -155,192
Euro-Bobl(EUREX)
Jun11 110322 115.08 115.14 114.85 115.04 -0.03 537,973 1,010,693 +55,899
Sep11 110325 114.47 114.47 114.47 114.47 -0.13 2,000 10,126 +3,426
Dec11 110325 114.52 114.52 114.52 114.52 -0.13      
Total Volume and Open Interest 559,160 1,085,952 +56,890
3-Mth Euribor(EUREX)
Mar11 110314 98.830 98.830 98.825 98.825 unch 564 5,430 -114
Jun11 110325 98.455 98.470 98.455 98.465 -0.005 0 11,714 +1
Sep11 110325 98.185 98.185 98.185 98.185 -0.010 0 2,858 +19
Total Volume and Open Interest 0 22,458 +20
Long Gilt(LIFFE)
Mar11 110324 119~21 119~21 119~10 119~10 -0~09 67 717 -193
Jun11 110325 117~28 118~04 117~21 117~29 -0~03 122,519 295,036 -181
Total Volume and Open Interest 122,663 295,727 -207
3-Mth Short Sterling(LIFFE)
Jun11 110325 99.01 99.01 98.98 98.99 -0.02 45,712 373,087 -5,153
Sep11 110325 98.81 98.83 98.79 98.81 -0.01 47,640 369,999 +3,927
Dec11 110325 98.59 98.62 98.58 98.60 unch 57,289 357,527 +1,537
Mar12 110325 98.36 98.39 98.33 98.36 -0.01 66,690 319,484 +2,411
Jun12 110325 98.08 98.12 98.05 98.08 -0.02 62,760 199,308 +2,162
Sep12 110325 97.81 97.85 97.78 97.81 -0.02 37,154 146,130 +232
Total Volume and Open Interest 383,185 2,074,835 +12,824
3-Mth Euribor(LIFFE)
Jun11 110325 98.475 98.475 98.455 98.465 -0.005 122,889 707,655 -4,243
Sep11 110325 98.190 98.200 98.165 98.185 -0.010 135,834 597,879 +19,439
Dec11 110325 97.965 97.970 97.925 97.950 -0.020 178,025 532,656 -13,121
Total Volume and Open Interest 955,486 3,239,722 +926
3-Mth Aus T-Bills(SFE)
Jun11 110325 95.12 95.12 95.10 95.12 unch 20,581 210,182 +1,942
Sep11 110325 95.08 95.09 95.05 95.07 -0.01 22,747 202,761 +7,310
Dec11 110325 94.98 94.99 94.95 94.97 -0.01 14,771 116,218 +7,560
Mar12 110325 94.88 94.88 94.84 94.86 -0.02 3,145 66,154 +363
Jun12 110325 94.79 94.79 94.75 94.77 -0.01 2,080 45,789 +677
Sep12 110325 94.70 94.71 94.66 94.68 -0.02 1,041 40,060 -200
Dec12 110325 94.63 94.64 94.57 94.59 -0.03 871 19,551 +219
Mar13 110325 94.58 94.59 94.52 94.54 -0.03 16 6,366 -4
Jun13 110325 94.52 94.52 94.47 94.48 -0.02 13 780 -2
Sep13 110325 94.42 94.43 94.41 94.43 -0.02 61 897 -2
Total Volume and Open Interest 65,332 709,583 +17,869
10-Year Aus T-Bonds(SFE)
Jun11 110325 94.58 94.60 94.52 94.55 -0.03 34,704 357,994 +6,156
Sep11 110325 94.55 94.55 94.55 94.55 -0.03      
Total Volume and Open Interest 34,704 357,994 +6,156
3-Year Aus T-Bonds(SFE)
Jun11 110325 95.01 95.04 94.96 94.99 -0.03 125,797 536,312 +60,695
Sep11 110325 94.99 94.99 94.99 94.99 -0.03      
Total Volume and Open Interest 125,797 536,312 +26,790
Gold(CMX)
Apr11 110325 1433.5 1438.1 1422.0 1426.2 -8.7 138,329 189,995 -18,072
Jun11 110325 1433.4 1439.5 1423.5 1427.6 -8.8 29,262 181,609 +13,349
Aug11 110325 1435.0 1441.0 1425.0 1429.1 -8.7 1,869 30,486 +396
Oct11 110325 1436.0 1441.5 1429.0 1430.5 -8.8 614 6,703 -72
Dec11 110325 1437.6 1443.9 1428.1 1432.0 -8.8 1,507 29,844 +152
Feb12 110325 1438.8 1445.1 1433.8 1433.8 -8.7 217 7,205 -68
Apr12 110325 1436.0 1436.0 1436.0 1436.0 -8.6 0 5,085 +0
Jun12 110325 1444.0 1446.7 1438.4 1438.4 -8.5 59 6,750 +0
Aug12 110325 1441.4 1441.4 1441.4 1441.4 -8.3 0 1,539 +0
Oct12 110325 1447.7 1447.7 1445.1 1445.1 -8.0 0 2,958 +0
Dec12 110325 1450.0 1450.2 1449.7 1449.7 -7.7 169 11,007 +100
Total Volume and Open Interest 172,529 504,928 -4,203
Silver(CMX)
Mar11 110325 3743.5 3762.5 3700.0 3705.8 -33.0 320 717 -126
May11 110325 3716.0 3779.5 3688.0 3704.9 -32.6 61,452 78,408 +1,308
Jul11 110325 3723.0 3779.0 3693.5 3706.9 -32.4 2,881 15,608 -382
Sep11 110325 3755.0 3773.0 3700.0 3708.3 -32.2 294 6,991 -14
Dec11 110325 3735.0 3780.0 3697.5 3709.1 -32.3 692 15,874 -122
Mar12 110325 3757.0 3758.5 3704.0 3706.2 -32.3 39 1,452 +24
May12 110325 3757.5 3761.0 3704.4 3704.4 -32.5 11 326 +0
Total Volume and Open Interest 66,606 137,035 +1,047
Platinum(NYMEX)
Apr11 110325 1757.8 1757.8 1743.8 1745.6 -14.4 6,297 11,858 -2,504
Jul11 110325 1758.0 1759.9 1748.2 1749.7 -14.5 3,617 20,401 +2,654
Oct11 110325 1755.0 1756.0 1751.7 1752.2 -14.1 3 592 +0
Jan12 110325 1754.6 1754.6 1754.6 1754.6 -14.1 0 14 +0
Total Volume and Open Interest 9,917 32,902 +150
Palladium(NYMEX)
Mar11 110325 751.00 751.00 750.40 750.40 -1.45 46 36 -19
Jun11 110325 749.50 757.30 746.70 750.40 -1.85 3,064 20,732 +481
Sep11 110325 751.00 751.65 751.00 751.65 -1.90 17 237 +15
Total Volume and Open Interest 3,198 21,051 +477
Copper(CMX)
Mar11 110325 441.40 441.85 440.00 440.85 -0.55 191 876 -32
May11 110325 442.35 445.40 439.90 441.90 -0.55 34,670 86,585 +1,072
Jul11 110325 443.65 446.75 442.00 443.55 -0.50 3,127 26,714 +1,082
Sep11 110325 443.55 447.00 443.55 444.90 -0.35 233 8,997 -25
Dec11 110325 446.75 447.40 445.35 445.90 -0.10 107 5,949 +26
Total Volume and Open Interest 38,857 135,777 +2,064
DJIA Index(CBOT)
Jun11 110325 12144 12192 12128 12170 +54 331 5,393 +1,013
Sep11 110325 12107 12107 12055 12107 +52      
Dec11 110325 12039 12039 11987 12039 +52 0 1 +0
Mar12 110325 11977 11977 11925 11977 +52      
Total Volume and Open Interest 331 5,394 +1,013
S & P 500(CME)
Jun11 110325 1304.20 1314.50 1304.20 1310.00 +4.80 13,301 288,962 -1,041
Sep11 110325 1304.90 1309.00 1299.50 1304.90 +4.90 30 4,031 +20
Dec11 110325 1299.60 1303.70 1294.20 1299.60 +4.90 0 698 +0
Mar12 110325 1295.00 1299.10 1289.60 1295.00 +4.90      
Total Volume and Open Interest 13,331 293,696 -1,021
S & P 500 E-Mini(Globex)
Jun11 110325 1304.50 1314.50 1304.00 1310.00 +5.75      
Sep11 110325 1302.00 1309.25 1300.25 1305.00 +5.00 1,216 2,123 +488
Total Volume and Open Interest 1,941,116 2,590,263 +19,112
NASDAQ 100(CME)
Jun11 110325 2304.30 2331.00 2304.30 2317.00 +8.50 705 8,302 +73
Sep11 110325 2314.50 2325.00 2314.50 2314.50 +8.50      
Dec11 110325 2312.00 2312.50 2312.00 2312.00 +8.50      
Total Volume and Open Interest 705 8,302 +73
NASDAQ 100 E-Mini(Globex)
Jun11 110325 2305.50 2335.00 2304.00 2317.00 +8.50 277,187 284,850 +10,092
Sep11 110325 2301.50 2326.00 2301.50 2314.50 +8.50 47 62 +1
Total Volume and Open Interest 277,234 284,917 +10,093
S & P Midcap 400(CME)
Jun11 110325 968.10 976.00 968.00 968.10 +7.40 0 785 +0
Sep11 110325 966.00 966.00 965.60 966.00 +7.40      
Dec11 110325 964.40 964.40 964.00 964.40 +7.40      
Total Volume and Open Interest 0 785 +0
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Jun11 110325 9415 9415 9415 9415 -140      
Sep11 110325 9465 9475 9440 9440 -135 4 13 +4
Total Volume and Open Interest 11,279 55,788 +100
Nikkei 225(SGX)
Jun11 110325 9330 9510 9305 9465 +110 161,625 230,739 +0
Sep11 110325 9450 9465 9450 9465 +110 69 1,297 +0
Dec11 110325 9410 9410 9410 9410 +110 0 5,359 +0
Total Volume and Open Interest 163,849 270,392 +0
CAC 40(EURONEXT)
Apr11 110325 3990.0 3994.0 3961.5 3975.0 +4.0 118,715 249,298 -8,758
May11 110325 3919.0 3925.0 3900.0 3906.5 +4.0 62 466 +57
Jun11 110325 3883.0 3883.0 3865.0 3866.0 +4.5 109 26,512 -7
Total Volume and Open Interest 118,886 276,276 -8,708
Hang Seng Index(HKFE)
Mar11 110325 23200 23238 23068 23182 +245 67,976 81,040 -1,312
Apr11 110325 23200 23200 23045 23148 +242 7,269 9,580 +2,495
Total Volume and Open Interest 75,859 96,163 +1,128
DAX(EUREX)
Mar11 110318 6725.0 6735.0 6668.0 6689.5 +36.0 394,085 231,651 -107,036
Jun11 110325 6996.0 7006.0 6940.0 6981.5 +22.5 162,786 234,928 -10,905
Sep11 110325 7015.0 7028.0 6970.0 7006.0 +22.5 197 4,698 +453
Total Volume and Open Interest 163,057 239,679 -10,460
FT-SE 100(EURONEXT)
Jun11 110325 5862.50 5889.50 5832.00 5865.00 +20.00 106,133 577,235 +3,706
Sep11 110325 5830.50 5830.50 5830.50 5830.50 +20.00 0 518 +0
Dec11 110325 5812.00 5812.00 5812.00 5812.00 +20.00 0 190 +0
Total Volume and Open Interest 106,133 577,943 +3,706
SPI 200(SFE)
Mar11 110317 4564.0 4577.0 4464.0 4520.0 -47.0 127,175 225,244 -24,965
Jun11 110325 4718.0 4790.0 4709.0 4773.0 +51.0 31,610 202,189 +3,915
Sep11 110325 4738.0 4768.0 4738.0 4759.0 +50.0 129 3,275 +116
Total Volume and Open Interest 32,024 209,159 +4,098
GSCI(CME)
Apr11 110325 63.14 66.39 60.89 63.14 -1.50 73 13,408 +10
May11 110325 66.64 67.39 62.64 64.39 -1.25 2 22 -1
Jun11 110325 65.64 68.39 63.64 65.64 -1.00      
Total Volume and Open Interest 75 13,430 +9
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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