MRCI Logo
MRCI's End of Day Prices

MRCI Logo
MRCI's End of Day Prices
Daily Futures Price Listing Mon March 28, 2011
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
May11 110328 1360.00 1369.00 1347.00 1348.50 -9.75 88,608 232,289 +57
Jul11 110328 1370.00 1379.25 1357.50 1359.25 -9.25 46,895 140,177 -398
Aug11 110328 1370.00 1371.50 1356.75 1358.25 -8.75 3,147 10,888 +807
Sep11 110328 1358.25 1366.75 1349.25 1350.00 -8.25 3,766 12,026 +287
Nov11 110328 1350.75 1360.50 1340.00 1342.00 -8.25 25,816 171,269 +163
Jan12 110328 1359.50 1365.00 1345.25 1346.75 -8.25 224 21,019 -51
Mar12 110328 1351.75 1359.75 1342.50 1343.75 -8.00 191 11,841 +10
Total Volume and Open Interest 169,208 618,580 +1,047
Soybean Meal(CBOT)
May11 110328 357.60 360.20 353.50 353.60 -3.60 38,107 83,958 -646
Jul11 110328 362.60 364.90 358.20 358.20 -3.80 15,126 53,127 -560
Aug11 110328 362.30 363.70 359.50 359.50 -3.80 3,365 14,347 +553
Sep11 110328 361.50 364.40 358.70 358.70 -3.80 2,477 10,771 +257
Oct11 110328 358.40 359.60 354.60 354.80 -3.50 1,272 11,362 -18
Dec11 110328 358.00 360.20 354.20 354.20 -3.40 3,941 30,806 -169
Jan12 110328 359.30 359.40 355.40 355.40 -3.20 186 3,280 +34
Mar12 110328 359.50 359.80 355.80 355.80 -2.80 82 2,783 +15
Total Volume and Open Interest 64,638 214,569 -541
Soybean Oil(CBOT)
May11 110328 56.82 57.08 56.29 56.53 -0.31 49,318 139,938 -1,522
Jul11 110328 57.45 57.63 56.86 57.11 -0.30 17,985 94,557 -778
Aug11 110328 57.48 57.65 57.12 57.30 -0.30 3,499 13,396 +182
Sep11 110328 57.89 57.89 57.30 57.46 -0.30 3,115 13,316 +245
Oct11 110328 57.63 57.73 57.16 57.34 -0.37 1,149 13,509 +123
Dec11 110328 57.74 58.03 57.23 57.43 -0.38 6,093 63,313 +1,944
Jan12 110328 57.60 57.60 57.53 57.53 -0.38 77 2,910 +33
Mar12 110328 57.48 57.86 57.24 57.48 -0.38 53 3,206 +19
Total Volume and Open Interest 81,307 347,363 +258
Canola(WCE)
May11 110328 583.0 585.6 577.7 580.2 -1.1 10,183 73,789 -1,514
Jul11 110328 590.7 594.0 586.3 588.5 -1.2 2,340 36,203 +783
Nov11 110328 567.0 570.0 563.1 565.9 -1.1 1,455 64,740 +333
Jan12 110328 573.7 573.7 568.2 570.9 -0.9 117 3,982 +57
Mar12 110328 575.9 575.9 571.1 573.1 -0.9 0 931 +0
Total Volume and Open Interest 14,098 181,565 -338
Corn(CBOT)
May11 110328 692.75 694.75 668.25 671.00 -18.50 213,013 580,884 -3,761
Jul11 110328 698.75 700.50 675.00 678.00 -17.50 109,998 379,057 -5,638
Sep11 110328 646.75 651.00 628.75 631.25 -13.50 13,112 88,340 +152
Dec11 110328 610.75 615.50 596.25 597.00 -12.50 48,172 387,264 +4,800
Mar12 110328 617.75 622.75 604.50 605.25 -12.50 2,499 59,552 +177
May12 110328 626.75 627.75 612.00 612.00 -13.00 439 7,995 +90
Total Volume and Open Interest 389,067 1,567,241 -3,814
Wheat(CBOT)
May11 110328 736.00 739.75 721.00 725.25 -8.00 53,090 185,754 +122
Jul11 110328 771.50 775.25 756.50 761.00 -7.75 18,452 130,485 +884
Sep11 110328 811.00 811.50 794.25 798.75 -7.75 4,151 42,569 +496
Dec11 110328 837.25 839.75 821.50 825.50 -8.00 4,499 85,213 -160
Mar12 110328 853.75 857.25 841.25 845.25 -6.75 544 8,447 +37
Total Volume and Open Interest 81,944 475,375 +1,584
Wheat(KCBT)
May11 110328 859.75 862.25 845.25 848.50 -6.50 11,090 69,640 +4
Jul11 110328 869.00 873.25 855.75 859.25 -6.50 4,484 66,404 +924
Sep11 110328 884.75 885.50 870.00 872.50 -8.25 870 18,244 -79
Dec11 110328 902.50 905.00 888.50 892.00 -7.75 1,199 20,512 +145
Mar12 110328 908.25 910.25 896.00 900.50 -7.00 245 2,074 -65
Total Volume and Open Interest 17,968 181,366 +980
Wheat(MGE)
May11 110328 884.50 888.75 870.25 875.00 -6.00 2,906 17,147 -235
Jul11 110328 890.25 897.00 878.50 883.50 -5.75 1,557 13,954 +295
Sep11 110328 896.00 903.00 885.00 889.50 -6.50 1,164 13,449 +59
Dec11 110328 910.50 915.00 895.50 900.75 -6.00 850 10,923 +43
Mar12 110328 918.25 922.50 904.00 911.25 -4.75 147 1,501 -6
Total Volume and Open Interest 6,694 58,413 +195
Oats(CBOT)
May11 110328 349.00 355.25 344.75 349.00 unch 1,567 6,784 -537
Jul11 110328 360.25 362.75 354.00 357.50 unch 1,331 4,110 +592
Sep11 110328 366.25 366.25 363.50 365.75 unch 13 202 +2
Dec11 110328 379.50 381.00 373.00 376.25 unch 123 2,461 +35
Total Volume and Open Interest 3,034 13,558 +92
Rough Rice(CBOT)
May11 110328 14.29 14.29 13.81 13.89 -0.40 1,604 14,311 -461
Jul11 110328 14.56 14.56 14.12 14.19 -0.41 713 5,676 +509
Sep11 110328 15.11 15.11 14.78 14.83 -0.37 90 3,438 -1
Nov11 110328 15.28 15.33 15.06 15.12 -0.35 44 838 +6
Total Volume and Open Interest 2,467 24,618 +59
Live Cattle(CME)
Apr11 110328 118.450 118.450 117.500 117.950 -0.650 12,621 51,296 -882
Jun11 110328 117.635 117.900 116.850 116.980 -0.770 18,505 163,659 +1,350
Aug11 110328 119.080 119.100 118.180 118.400 -0.850 5,943 68,190 +1,643
Oct11 110328 122.250 122.450 121.500 121.600 -1.000 2,134 41,250 +122
Dec11 110328 122.830 123.180 121.980 122.300 -1.100 1,530 28,893 +314
Feb12 110328 122.330 122.480 121.700 122.050 -1.200 370 7,651 +36
Total Volume and Open Interest 41,170 363,616 +2,609
Feeder Cattle(CME)
Mar11 110328 132.075 132.485 131.850 132.300 +0.400 459 2,232 +25
Apr11 110328 135.200 135.500 134.400 134.900 +0.050 651 4,572 -35
May11 110328 137.035 137.200 136.130 137.185 +0.135 1,362 13,862 -56
Aug11 110328 138.735 138.900 137.785 138.900 +0.365 994 15,524 +197
Sep11 110328 137.500 138.185 137.500 138.100 +0.200 124 2,781 +32
Oct11 110328 136.735 137.700 136.735 137.400 -0.050 56 1,572 +1
Nov11 110328 137.000 137.400 136.450 137.400 +0.300 25 789 +20
Total Volume and Open Interest 3,675 41,473 +188
Lean Hogs(CME)
Apr11 110328 92.100 92.730 91.850 92.600 +0.120 4,745 20,019 -503
May11 110328 101.300 101.900 100.900 101.885 +0.155 284 3,820 +132
Jun11 110328 103.230 103.550 102.900 103.250 -0.450 7,428 88,284 +485
Jul11 110328 102.200 102.635 102.050 102.580 -0.100 990 28,615 +159
Aug11 110328 101.080 102.400 101.080 102.135 +0.135 1,828 31,302 +344
Oct11 110328 90.980 91.750 90.980 91.650 +0.200 1,058 24,446 +415
Dec11 110328 86.980 87.400 86.885 87.150 -0.180 645 15,951 +270
Feb12 110328 85.950 87.600 85.950 87.450 +0.450 311 3,595 +135
Total Volume and Open Interest 17,310 218,950 +1,454
Class III Milk(CME)
Mar11 110328 19.48 19.58 19.40 19.44 unch 112 7,069 -55
Apr11 110328 16.78 17.15 16.50 17.04 +0.25 443 5,785 +62
May11 110328 17.20 17.74 16.86 17.44 +0.22 315 5,041 -31
Jun11 110328 17.15 17.49 16.71 17.29 +0.14 163 4,134 +0
Jul11 110328 17.60 17.80 17.26 17.65 unch 108 3,056 +41
Total Volume and Open Interest 1,461 39,601 +218
Cocoa(ICE)
May11 110328 3201 3274 3201 3248 +6 5,772 62,289 -66
Jul11 110328 3210 3275 3208 3251 +7 1,535 32,513 +595
Sep11 110328 3222 3280 3222 3255 +8 251 15,333 -9
Dec11 110328 3236 3256 3225 3251 +7 211 17,076 -152
Mar12 110328 3280 3280 3278 3278 +3 5 23,194 -2
May12 110328 3281 3281 3281 3281 +3 12 5,113 +1
Jul12 110328 3284 3284 3284 3284 +3 1 547 +1
Total Volume and Open Interest 7,788 160,317 +369
Coffee "C"(ICE)
May11 110328 269.60 269.70 263.05 263.95 -4.65 15,662 65,154 -2,009
Jul11 110328 271.65 272.00 265.45 266.45 -4.60 6,234 25,458 +98
Sep11 110328 273.95 273.95 267.70 268.65 -4.50 1,884 10,869 +582
Dec11 110328 271.55 272.95 269.40 270.40 -4.50 491 14,541 -15
Mar12 110328 274.65 274.65 270.50 271.40 -3.25 41 2,614 +0
May12 110328 270.35 272.40 269.70 271.85 -2.50 4 548 +0
Total Volume and Open Interest 24,331 120,013 -1,337
Orange Juice(ICE)
May11 110328 162.40 164.40 159.55 162.50 +0.05 1,377 18,112 -352
Jul11 110328 157.50 160.50 157.50 159.60 -0.65 603 4,823 +488
Sep11 110328 157.90 157.90 157.60 157.85 -1.20 60 1,143 +55
Nov11 110328 154.45 154.45 154.45 154.45 -1.20 2 760 +0
Jan12 110328 153.70 153.70 153.70 153.70 -1.20 0 112 +0
Mar12 110328 153.60 153.60 153.60 153.60 -1.15 0 40 +0
Total Volume and Open Interest 2,042 24,997 +191
Sugar #11(ICE)
May11 110328 27.80 28.00 26.80 27.05 -0.81 46,270 215,285 +445
Jul11 110328 25.51 25.76 24.70 24.96 -0.66 26,325 181,008 +5,324
Oct11 110328 24.40 24.52 23.60 23.90 -0.55 9,028 82,597 -636
Mar12 110328 24.00 24.00 23.16 23.44 -0.59 3,716 58,137 +35
May12 110328 23.29 23.30 22.58 22.82 -0.62 1,083 16,611 +61
Total Volume and Open Interest 89,390 598,852 +6,816
London Cocoa(LCE)
May11 110328 2102 2134 2101 2124 +13 4,896 52,448 -99
Jul11 110328 2104 2120 2100 2113 +4 2,776 41,375 +345
Sep11 110328 2098 2119 2098 2111 +4 669 25,091 -9
Dec11 110328 2102 2115 2102 2109 +5 727 33,326 +41
Mar12 110328 2105 2119 2105 2115 +4 548 26,508 +280
May12 110328 2118 2118 2118 2118 +4 182 6,101 +44
Jul12 110328 2119 2119 2119 2119 +4 50 2,708 +50
Total Volume and Open Interest 9,848 194,907 +652
London Sugar(LCE)
May11 110328 706.80 714.00 691.30 701.60 -10.20 2,836 23,282 -622
Aug11 110328 671.30 678.60 657.60 664.50 -12.10 1,167 21,009 +194
Oct11 110328 648.10 649.00 633.60 640.90 -8.00 58 4,365 -9
Dec11 110328 623.80 623.80 623.20 623.20 -7.80 31 1,552 +14
Mar12 110328 625.30 625.70 615.60 615.60 -10.50 141 1,383 +107
Total Volume and Open Interest 4,290 52,483 -293
Cotton(ICE)
May11 110328 202.89 204.00 197.49 197.49 -7.00 14,593 72,354 +100
Jul11 110328 196.87 196.87 190.11 190.11 -7.00 8,213 42,014 +664
Oct11 110328 150.00 150.40 147.80 150.00 -4.51 9 418 +0
Dec11 110328 127.26 127.96 122.50 124.45 -3.47 2,540 53,885 +605
Mar12 110328 120.00 120.00 116.00 117.74 -2.95 527 4,806 +141
May12 110328 113.50 113.50 110.01 112.31 -2.53 61 1,302 +41
Total Volume and Open Interest 26,146 177,933 +1,721
Lumber(CME)
May11 110328 318.0 319.4 312.0 315.5 -3.9 262 6,113 -40
Jul11 110328 334.2 334.2 329.0 331.3 -6.9 181 2,924 +97
Sep11 110328 337.1 338.0 335.0 338.0 -4.8 28 593 +24
Nov11 110328 330.0 330.0 330.0 330.0 unch 8 84 +6
Total Volume and Open Interest 480 9,715 +88
Crude Oil(NYM)
May11 110328 105.43 105.76 103.60 103.98 -1.42 258,015 362,319 -1,324
Jun11 110328 106.03 106.30 104.16 104.56 -1.38 91,986 157,424 +2,917
Jul11 110328 106.41 106.66 104.60 105.06 -1.32 40,890 100,738 +1,276
Aug11 110328 106.77 106.97 105.00 105.37 -1.27 24,273 44,131 +2,413
Sep11 110328 106.98 107.13 105.28 105.60 -1.22 22,227 64,815 +1,638
Oct11 110328 107.11 107.11 105.41 105.76 -1.18 12,153 33,641 +1,567
Nov11 110328 107.19 107.19 105.80 105.87 -1.15 12,235 35,472 +1,974
Dec11 110328 107.20 107.28 105.62 105.93 -1.13 49,068 180,898 -1,642
Jan12 110328 106.35 106.43 105.80 105.80 -1.10 4,075 35,047 +372
Feb12 110328 105.73 105.85 105.45 105.60 -1.07 2,591 16,165 +288
Mar12 110328 106.20 106.20 105.37 105.37 -1.04 2,381 24,987 -88
Apr12 110328 105.49 105.49 104.93 105.09 -1.00 1,266 9,612 +129
May12 110328 104.78 104.78 104.78 104.78 -0.98 1,044 10,828 +92
Jun12 110328 105.25 105.35 104.20 104.50 -0.96 4,403 58,628 +170
Jul12 110328 104.17 104.17 104.17 104.17 -0.94 585 12,971 +322
Aug12 110328 103.84 103.84 103.84 103.84 -0.94 45 7,663 +0
Total Volume and Open Interest 537,199 1,518,398 +11,838
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 110328 105.600 106.125 104.200 104.550 -1.400 531 484 -14
Jul11 110328 106.200 106.200 104.850 105.050 -1.325 247 188 -10
Aug11 110328 105.375 105.375 105.375 105.375 -1.275 4 26 +0
Sep11 110328 105.350 105.600 105.350 105.600 -1.225 0 12 +0
Oct11 110328 105.750 105.750 105.750 105.750 -1.200 6 46 +0
Nov11 110328 105.875 105.875 105.875 105.875 -1.150 0 11 +0
Dec11 110328 107.200 107.200 105.700 105.925 -1.125 6 227 +5
Total Volume and Open Interest 9,413 3,708 -57
Heating Oil(NYM)
Apr11 110328 305.10 307.17 301.90 302.49 -2.99 23,656 25,656 -5,671
May11 110328 307.60 308.80 303.55 304.12 -3.03 53,525 90,779 +12
Jun11 110328 307.88 309.91 304.87 305.43 -3.09 32,749 54,125 -469
Jul11 110328 309.90 310.78 306.43 306.75 -3.11 14,696 27,414 +2,295
Aug11 110328 309.36 312.05 308.08 308.08 -3.14 8,212 18,240 +447
Sep11 110328 310.56 312.84 309.29 309.57 -3.05 4,989 15,487 +293
Oct11 110328 312.13 314.49 310.71 311.06 -3.02 2,350 7,552 +232
Nov11 110328 313.43 315.93 312.24 312.60 -2.93 2,625 7,597 +464
Dec11 110328 317.05 317.93 313.70 314.07 -2.83 6,522 26,844 -1,195
Jan12 110328 316.15 316.15 315.42 315.42 -2.78 846 7,483 +34
Feb12 110328 315.69 315.69 315.69 315.69 -2.76 99 3,565 +24
Mar12 110328 316.24 317.00 314.54 314.54 -2.71 47 1,717 +3
Total Volume and Open Interest 150,703 299,665 -3,461
Gasoline(NYMEX)
Apr11 110328 305.75 305.80 301.33 302.74 -1.71 22,792 31,061 -1,368
May11 110328 306.15 306.39 301.57 302.76 -2.19 41,535 99,384 +5,782
Jun11 110328 304.82 304.85 300.50 301.58 -2.30 18,677 43,879 +802
Jul11 110328 302.80 302.89 298.88 299.93 -2.38 7,978 22,738 +153
Aug11 110328 300.58 300.58 296.63 297.60 -2.46 4,782 12,475 +100
Sep11 110328 296.23 297.23 293.80 294.53 -2.58 5,263 15,034 +212
Oct11 110328 282.12 282.20 280.27 280.76 -2.75 3,212 12,399 +877
Nov11 110328 277.17 277.52 277.17 277.52 -2.79 1,510 4,377 -18
Dec11 110328 280.04 280.04 275.75 276.36 -2.77 3,126 23,705 +383
Jan12 110328 276.52 276.52 276.52 276.52 -2.77 210 5,292 -16
Total Volume and Open Interest 109,302 287,033 +6,945
e-miNY RBOB Gasoline(NYM)
Apr11 110328 302.70 302.74 302.70 302.70 -1.80 0 2 +0
May11 110328 302.80 302.80 302.76 302.80 -2.20 0 1 +0
Jun11 110328 301.60 301.60 301.58 301.60 -2.30 0 1 +0
Jul11 110328 299.90 299.93 299.90 299.90 -2.40 0 1 +0
Total Volume and Open Interest 0 8 +0
Natural Gas(NYM)
Apr11 110328 4.425 4.480 4.324 4.374 -0.029 145,817 33,313 -12,051
May11 110328 4.523 4.559 4.402 4.448 -0.042 108,599 257,891 +822
Jun11 110328 4.582 4.627 4.485 4.520 -0.043 35,566 67,845 -578
Jul11 110328 4.649 4.690 4.558 4.594 -0.042 27,069 91,714 +1,640
Aug11 110328 4.679 4.719 4.583 4.624 -0.041 10,847 34,016 +586
Sep11 110328 4.708 4.726 4.598 4.630 -0.043 9,880 46,799 +862
Oct11 110328 4.743 4.770 4.640 4.677 -0.045 25,398 70,871 -1
Nov11 110328 4.899 4.910 4.798 4.831 -0.041 10,449 33,338 +129
Dec11 110328 5.142 5.145 5.028 5.058 -0.047 7,008 28,094 -63
Jan12 110328 5.250 5.265 5.140 5.173 -0.046 13,474 62,055 +963
Feb12 110328 5.250 5.250 5.129 5.154 -0.046 1,554 13,589 +143
Mar12 110328 5.170 5.170 5.054 5.083 -0.049 4,504 29,232 -151
Apr12 110328 5.000 5.000 4.890 4.919 -0.040 4,139 28,041 +527
May12 110328 4.940 4.970 4.925 4.939 -0.039 292 6,277 -22
Jun12 110328 4.976 5.002 4.955 4.971 -0.040 127 4,496 +29
Jul12 110328 5.026 5.050 4.995 5.011 -0.041 59 4,098 -5
Total Volume and Open Interest 408,591 887,596 -5,856
Brent Crude Oil(ICE)
May11 110328 115.75 116.00 114.55 114.80 -0.79 165,366 187,049 -573
Jun11 110328 115.58 115.81 114.35 114.58 -0.84 84,002 204,074 +2,951
Jul11 110328 115.26 115.43 114.10 114.32 -0.85 26,224 62,249 +362
Aug11 110328 115.26 115.26 113.83 114.03 -0.87 10,784 27,318 -83
Sep11 110328 114.95 114.95 113.52 113.73 -0.87 6,889 34,587 +304
Oct11 110328 114.30 114.62 113.28 113.49 -0.86 5,092 23,308 +56
Nov11 110328 113.49 114.34 113.05 113.25 -0.84 4,729 18,445 -381
Dec11 110328 114.28 114.29 112.82 113.03 -0.82 33,427 99,968 +1,354
Jan12 110328 112.85 112.85 112.74 112.81 -0.82 6,024 20,186 -2,379
Feb12 110328 112.57 112.57 112.57 112.57 -0.82 2,391 13,417 +104
Mar12 110328 112.30 112.30 112.30 112.30 -0.82 4,276 20,163 +1,350
Apr12 110328 111.98 111.98 111.98 111.98 -0.81 758 5,779 +296
May12 110328 111.61 111.61 111.61 111.61 -0.81 757 4,016 +48
Jun12 110328 111.62 112.32 111.20 111.23 -0.80 4,324 31,181 +90
Total Volume and Open Interest 366,345 863,691 +4,368
Gas Oil(ICE)
Apr11 110328 977.75 982.75 969.25 981.50 +1.75 62,671 104,829 -5,641
May11 110328 976.25 981.00 967.50 979.75 +1.25 83,847 126,745 +7,213
Jun11 110328 976.50 980.50 967.25 979.25 +1.00 46,254 74,468 -1,651
Jul11 110328 974.25 981.25 968.75 981.00 +1.00 13,867 34,508 +753
Aug11 110328 976.75 983.00 972.00 983.00 +0.75 6,167 25,454 -737
Sep11 110328 977.75 985.25 973.50 985.00 +0.50 7,532 37,509 +1,236
Oct11 110328 978.75 986.00 974.00 986.00 +1.00 2,372 26,511 +90
Nov11 110328 978.50 985.75 973.50 985.50 +0.75 3,219 19,032 -247
Dec11 110328 980.50 986.75 973.50 985.75 +0.75 12,665 54,564 -404
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 110328 2.493 2.497 2.475 2.485 -0.019 178 587 +20
May11 110328 2.484 2.484 2.455 2.462 -0.029 397 857 +43
Jun11 110328 2.486 2.486 2.457 2.462 -0.031 140 1,129 +73
Jul11 110328 2.480 2.480 2.464 2.464 -0.023 121 1,385 +47
Aug11 110328 2.435 2.435 2.435 2.435 -0.025 72 691 +15
Sep11 110328 2.405 2.405 2.361 2.372 -0.018 61 1,052 +10
Oct11 110328 2.310 2.310 2.282 2.289 -0.009 58 680 +50
Total Volume and Open Interest 1,152 8,070 +308
WTI Crude Oil(ICE
May11 110328 105.38 105.76 103.60 103.98 -1.42 70,126 88,645 -1,843
Jun11 110328 105.91 105.91 104.20 104.56 -1.38 35,283 83,543 +3,771
Jul11 110328 106.29 106.29 104.72 105.06 -1.32 13,001 39,961 +604
Aug11 110328 106.16 106.25 105.23 105.37 -1.27 5,582 19,829 +291
Sep11 110328 106.33 106.33 105.45 105.60 -1.22 5,525 27,986 +288
Oct11 110328 106.20 106.45 105.61 105.76 -1.18 3,386 20,996 +944
Nov11 110328 106.31 106.55 105.70 105.87 -1.15 3,772 15,194 +803
Dec11 110328 106.68 106.82 105.59 105.93 -1.13 21,566 92,990 +178
Jan12 110328 105.80 105.80 105.80 105.80 -1.10 3,250 11,003 +208
Feb12 110328 105.60 105.60 105.60 105.60 -1.07 312 2,465 +78
Mar12 110328 105.37 105.37 105.37 105.37 -1.04 2,508 6,300 +1,141
Apr12 110328 105.09 105.09 105.09 105.09 -1.00 214 2,961 -23
May12 110328 104.78 104.78 104.78 104.78 -0.98 161 1,429 +23
Jun12 110328 104.97 104.97 104.50 104.50 -0.96 2,890 23,498 +177
Jul12 110328 104.17 104.17 104.17 104.17 -0.94 0 628 +0
Aug12 110328 103.84 103.84 103.84 103.84 -0.94 0 329 +0
Total Volume and Open Interest 172,007 528,791 +7,736
US Dollar Index(ICE)
Jun11 110328 76.520 76.695 76.295 76.375 -0.110 32,278 53,269 +26
Sep11 110328 77.060 77.060 76.790 76.815 -0.085 47 518 -15
Dec11 110328 77.175 77.175 77.175 77.175 -0.085 0 1 +0
Total Volume and Open Interest 32,325 53,788 +11
Australian Dollar(CME)
Jun11 110328 101.48 102.19 101.38 101.77 +0.21 109,581 124,643 +13,739
Sep11 110328 100.34 100.60 100.12 100.55 +0.20 11 376 +2
Dec11 110328 99.44 99.44 99.24 99.44 +0.20 2 53 -1
Total Volume and Open Interest 109,594 125,072 +13,740
British Pound(CME)
Jun11 110328 159.90 160.23 159.21 159.86 -0.13 138,862 109,596 -12,234
Sep11 110328 159.70 159.73 159.26 159.60 -0.13 23 162 -1
Dec11 110328 159.33 159.46 159.33 159.33 -0.13 0 38 +0
Total Volume and Open Interest 138,885 109,798 -12,235
Canadian Dollar(CME)
Jun11 110328 101.73 102.49 101.61 102.29 +0.55 90,503 114,479 +2,146
Sep11 110328 101.87 102.18 101.50 102.04 +0.54 120 2,215 -77
Dec11 110328 101.85 101.85 101.25 101.79 +0.54 36 2,220 -2
Mar12 110328 101.47 101.47 100.93 101.47 +0.54 0 175 +0
Total Volume and Open Interest 90,659 119,122 +2,067
Japanese Yen(CME)
Jun11 110328 122.93 122.94 122.23 122.51 -0.38 79,607 110,672 -404
Sep11 110328 122.80 123.03 122.29 122.64 -0.39 12 529 -5
Dec11 110328 122.80 123.21 122.80 122.82 -0.39 0 57 +0
Total Volume and Open Interest 79,619 111,265 -409
Swiss Franc(CME)
Jun11 110328 108.62 109.33 108.35 109.13 +0.31 36,704 57,626 -384
Sep11 110328 108.84 109.28 108.62 109.22 +0.30 15 55 +4
Dec11 110328 109.30 109.30 108.99 109.30 +0.31 0 11 +0
Total Volume and Open Interest 36,719 57,693 -380
EuroFX(CME)
Jun11 110328 140.29 140.97 140.00 140.78 +0.27 291,925 208,854 +8,723
Sep11 110328 139.95 140.56 139.70 140.45 +0.27 489 1,439 +339
Dec11 110328 140.08 140.08 139.83 140.08 +0.25 0 70 +0
Total Volume and Open Interest 292,414 210,653 +9,062
Mexican Peso(CME)
Apr11 110328 836.0 836.0 835.0 836.0 +1.0      
May11 110328 832.5 832.5 831.5 832.5 +1.0      
Total Volume and Open Interest 26,133 127,311 +501
30-Year T-Bonds(CBOT)
Jun11 110328 120~030 120~160 120~000 120~130 +0~050      
Sep11 110328 118~160 119~030 118~160 118~300 +0~040 17 15 +5
Dec11 110328 117~150 117~150 117~110 117~150 +0~040      
Total Volume and Open Interest 270,338 591,287 -6,022
10-Year T-Notes(CBOT)
Jun11 110328 119~040 119~080 118~260 119~025 -0~035 1,069,769 1,574,355 +1,926
Sep11 110328 117~205 117~225 117~190 117~190 -0~035 10 44 +1
Dec11 110328 116~190 116~225 116~190 116~190 -0~035 0 4 +0
Total Volume and Open Interest 1,069,779 1,574,403 +1,927
5-Year T-Notes(CBOT)
Jun11 110328 116~106 116~122 116~081 116~098 -0~015 665,059 1,251,648 +14,809
Sep11 110328 115~114 116~001 115~114 115~114 -0~015      
Dec11 110328 115~010 115~025 115~010 115~010 -0~015      
Total Volume and Open Interest 668,152 1,257,994 +14,139
2 Year T-Notes(CBOT)
Jun11 110328 109~009 109~012 109~001 109~004 -0~006 214,575 908,232 +3,723
Sep11 110328 108~098 108~104 108~098 108~098 -0~006      
Dec11 110328 108~064 108~070 108~064 108~064 -0~006      
Total Volume and Open Interest 215,018 914,250 +3,583
Eurodollars(CME)
Jun11 110328 99.615 99.620 99.605 99.615 -0.005 140,145 1,108,023 -25,876
Sep11 110328 99.500 99.510 99.485 99.495 -0.010 165,876 1,303,886 -10,525
Dec11 110328 99.345 99.360 99.325 99.335 -0.020 189,248 1,414,963 +13,287
Mar12 110328 99.120 99.125 99.080 99.090 -0.035 226,085 1,329,195 +5,421
Jun12 110328 98.800 98.800 98.745 98.760 -0.050 284,529 995,346 +5,542
Sep12 110328 98.465 98.465 98.385 98.400 -0.060 216,812 630,465 +4,627
Dec12 110328 98.110 98.110 98.050 98.060 -0.065 191,107 477,351 -685
Mar13 110328 97.820 97.820 97.760 97.775 -0.065 183,841 298,948 -4,371
Jun13 110328 97.545 97.545 97.485 97.505 -0.060 83,815 209,891 +1,216
Sep13 110328 97.290 97.295 97.230 97.255 -0.050 76,148 210,594 +3,254
Dec13 110328 97.040 97.050 96.985 97.010 -0.045 56,716 181,990 +2,391
Mar14 110328 96.825 96.835 96.765 96.795 -0.040 59,067 155,323 +4,655
Jun14 110328 96.585 96.615 96.550 96.575 -0.035 21,179 106,752 +419
Sep14 110328 96.370 96.405 96.340 96.365 -0.030 18,780 60,618 +216
Dec14 110328 96.150 96.195 96.125 96.150 -0.030 19,869 75,884 +3,017
Mar15 110328 95.970 96.015 95.945 95.975 -0.025 17,404 55,713 +1,005
Jun15 110328 4.055 4.090 4.020 4.055 -0.020 9,172 33,366 +275
Sep15 110328 3.895 3.935 3.865 3.900 -0.015 7,391 38,643 +307
Total Volume and Open Interest 1,994,687 8,894,936 +6,574
30 Day Federal Funds(CBOT)
Mar11 110328 99.860 99.863 99.857 99.860 +0.003 1,602 84,038 +473
Apr11 110328 99.870 99.875 99.865 99.865 unch 6,778 71,438 +729
May11 110328 99.865 99.870 99.860 99.865 +0.005 2,288 71,715 +320
Jun11 110328 99.855 99.860 99.855 99.855 unch 530 44,930 +236
Jul11 110328 99.840 99.845 99.840 99.845 unch 1,172 48,878 +352
Aug11 110328 99.810 99.815 99.805 99.815 unch 2,202 38,192 +789
Total Volume and Open Interest 49,261 671,923 +7,971
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 110328 99.665 99.665 99.665 99.665 unch 0 150 +0
Sep11 110328 99.662 99.662 99.662 99.662 unch      
Dec11 110328 99.655 99.655 99.655 99.655 unch 0 75 +0
Mar12 110328 99.640 99.640 99.640 99.640 unch      
Jun12 110328 99.670 99.670 99.670 99.670 unch      
Sep12 110328 99.600 99.600 99.600 99.600 unch      
Dec12 110328 99.560 99.560 99.560 99.560 unch      
Mar13 110328 99.560 99.560 99.560 99.560 unch      
Jun13 110328 99.515 99.515 99.515 99.515 unch      
Sep13 110328 99.375 99.375 99.375 99.375 unch      
Total Volume and Open Interest 0 225 +0
3-Mth Euro-Yen(SGX)
Jun11 110328 99.67 99.67 99.67 99.67 unch 0 3,073 +250
Sep11 110328 99.61 99.66 99.61 99.66 unch 0 1,373 +0
Dec11 110328 99.65 99.65 99.65 99.65 unch 5 1,941 +5
Mar12 110328 99.64 99.64 99.64 99.64 unch 200 2,432 +700
Jun12 110328 99.67 99.67 99.67 99.67 unch 200 1,254 +500
Sep12 110328 99.60 99.60 99.60 99.60 unch 101 411 +101
Dec12 110328 99.56 99.56 99.56 99.56 unch 0 24 +0
Mar13 110328 99.56 99.56 99.56 99.56 unch 0 1 +0
Total Volume and Open Interest 506 10,509 +1,556
Japanese Gov't Bonds(SGX)
Jun11 110328 139.63 139.83 139.52 139.52 -0.29 793 13,032 +397
Sep11 110328 138.62 138.62 138.62 138.62 -0.29 0 1 +0
Dec11 110328 136.53 136.53 136.53 136.53 -0.29      
Total Volume and Open Interest 793 13,033 +397
Euro-Bund(EUREX)
Jun11 110328 121.67 121.89 121.46 121.69 -0.34 860,755 1,171,756 -133,066
Sep11 110328 121.29 121.39 121.13 121.31 -0.36 15 2,190 -2
Dec11 110328 120.57 120.57 120.57 120.57 -0.34      
Total Volume and Open Interest 860,770 1,173,946 -133,068
Euro-Bobl(EUREX)
Jun11 110322 115.08 115.14 114.85 115.04 -0.03 537,973 1,010,693 +55,899
Sep11 110328 114.26 114.26 114.26 114.26 -0.21 6,426 6,700 -3,426
Dec11 110328 114.31 114.31 114.31 114.31 -0.21      
Total Volume and Open Interest 556,268 928,439 -157,513
3-Mth Euribor(EUREX)
Mar11 110314 98.830 98.830 98.825 98.825 unch 564 5,430 -114
Jun11 110328 98.460 98.460 98.450 98.450 -0.015 82 12,014 +300
Sep11 110328 98.160 98.165 98.160 98.165 -0.020 90 2,857 -1
Total Volume and Open Interest 292 22,758 +300
Long Gilt(LIFFE)
Mar11 110324 119~21 119~21 119~10 119~10 -0~09 67 717 -193
Jun11 110328 117~22 118~01 117~15 117~26 -0~03 100,525 293,717 -1,319
Total Volume and Open Interest 101,904 294,398 -1,329
3-Mth Short Sterling(LIFFE)
Jun11 110328 98.99 98.99 98.96 98.98 -0.01 58,367 379,972 +6,885
Sep11 110328 98.80 98.80 98.78 98.79 -0.02 64,354 376,469 +6,470
Dec11 110328 98.57 98.59 98.55 98.57 -0.03 70,420 360,453 +2,926
Mar12 110328 98.33 98.35 98.30 98.34 -0.02 72,440 312,969 -6,515
Jun12 110328 98.05 98.08 98.03 98.07 -0.01 80,644 202,376 +3,068
Sep12 110328 97.78 97.80 97.75 97.79 -0.02 50,656 148,519 +2,389
Total Volume and Open Interest 482,738 2,088,580 +13,745
3-Mth Euribor(LIFFE)
Jun11 110328 98.450 98.465 98.445 98.450 -0.015 92,349 709,947 +2,292
Sep11 110328 98.160 98.175 98.145 98.165 -0.020 86,460 605,180 +7,301
Dec11 110328 97.950 97.950 97.895 97.930 -0.020 103,477 535,317 +2,661
Total Volume and Open Interest 629,031 3,232,794 -6,928
3-Mth Aus T-Bills(SFE)
Jun11 110328 95.11 95.12 95.08 95.10 -0.02 14,665 210,868 +686
Sep11 110328 95.07 95.07 95.01 95.04 -0.03 7,996 202,304 -457
Dec11 110328 94.97 94.98 94.90 94.91 -0.06 12,220 116,128 -90
Mar12 110328 94.85 94.85 94.78 94.79 -0.07 2,072 64,488 -1,666
Jun12 110328 94.75 94.75 94.68 94.69 -0.08 655 45,035 -754
Sep12 110328 94.66 94.66 94.59 94.61 -0.07 45 40,029 -31
Dec12 110328 94.54 94.54 94.52 94.53 -0.06 322 19,081 -470
Mar13 110328 94.47 94.47 94.46 94.47 -0.07 291 6,474 +108
Jun13 110328 94.44 94.44 94.41 94.41 -0.07 122 893 +113
Sep13 110328 94.39 94.41 94.34 94.35 -0.08 54 897 +0
Total Volume and Open Interest 38,449 707,029 -2,554
10-Year Aus T-Bonds(SFE)
Jun11 110328 94.55 94.57 94.47 94.50 -0.05 31,200 363,969 +5,975
Sep11 110328 94.50 94.50 94.50 94.50 -0.05      
Total Volume and Open Interest 31,200 363,969 +5,975
3-Year Aus T-Bonds(SFE)
Jun11 110328 94.99 95.00 94.90 94.92 -0.07 96,517 519,138 -17,174
Sep11 110328 94.92 94.92 94.92 94.92 -0.07      
Total Volume and Open Interest 96,517 519,138 -17,174
Gold(CMX)
Apr11 110328 1428.5 1430.0 1410.1 1419.9 -6.3 187,085 163,281 -26,714
Jun11 110328 1430.0 1433.3 1411.5 1421.3 -6.3 45,728 207,051 +25,442
Aug11 110328 1429.0 1429.6 1413.5 1422.8 -6.3 1,283 30,758 +272
Oct11 110328 1429.3 1429.3 1416.0 1424.3 -6.2 332 6,826 +123
Dec11 110328 1431.4 1432.2 1418.4 1425.8 -6.2 1,501 30,094 +250
Feb12 110328 1434.7 1434.8 1420.4 1427.6 -6.2 242 7,192 -13
Apr12 110328 1426.9 1429.8 1426.5 1429.8 -6.2 7 5,090 +5
Jun12 110328 1432.4 1432.4 1432.4 1432.4 -6.0 3 6,751 +1
Aug12 110328 1435.5 1435.5 1435.5 1435.5 -5.9 0 1,539 +0
Oct12 110328 1439.2 1439.2 1439.2 1439.2 -5.9 0 2,958 +0
Dec12 110328 1451.0 1451.0 1442.0 1444.0 -5.7 185 11,069 +62
Total Volume and Open Interest 237,806 504,731 -197
Silver(CMX)
Mar11 110328 3718.0 3721.5 3645.0 3709.7 +3.9 494 632 -85
May11 110328 3734.0 3743.0 3643.5 3708.8 +3.9 93,262 78,490 +82
Jul11 110328 3728.5 3743.5 3645.5 3711.0 +4.1 3,766 16,064 +456
Sep11 110328 3728.0 3741.0 3655.0 3712.6 +4.3 539 6,947 -44
Dec11 110328 3720.0 3737.0 3650.0 3713.6 +4.5 972 15,961 +87
Mar12 110328 3714.5 3721.0 3650.0 3711.3 +5.1 69 1,485 +33
May12 110328 3655.0 3709.7 3655.0 3709.7 +5.3 24 347 +21
Total Volume and Open Interest 100,165 137,642 +607
Platinum(NYMEX)
Apr11 110328 1742.9 1751.7 1725.2 1747.8 +2.2 8,123 10,116 -1,742
Jul11 110328 1749.7 1756.0 1728.8 1752.1 +2.4 3,314 22,420 +2,019
Oct11 110328 1758.0 1758.0 1736.5 1756.3 +4.1 29 608 +16
Jan12 110328 1758.7 1758.7 1758.7 1758.7 +4.1 0 14 +0
Total Volume and Open Interest 11,466 33,195 +293
Palladium(NYMEX)
Mar11 110328 743.80 746.95 743.80 745.70 -4.70 0 35 -1
Jun11 110328 750.00 751.65 736.10 745.70 -4.70 4,230 20,746 +14
Sep11 110328 739.00 746.95 739.00 746.95 -4.70 25 260 +23
Total Volume and Open Interest 4,255 21,087 +36
Copper(CMX)
Mar11 110328 442.00 442.05 433.45 434.05 -6.80 209 793 -83
May11 110328 442.75 443.55 433.15 435.00 -6.90 28,688 86,888 +303
Jul11 110328 445.00 445.00 434.85 436.70 -6.85 4,630 27,006 +292
Sep11 110328 439.90 439.90 437.90 438.10 -6.80 541 8,905 -92
Dec11 110328 441.50 441.50 438.70 439.05 -6.85 211 5,794 -155
Total Volume and Open Interest 35,327 135,922 +145
DJIA Index(CBOT)
Jun11 110328 12178 12205 12110 12114 -56 1,426 6,413 +1,020
Sep11 110328 12050 12107 12050 12050 -57 6 6 +6
Dec11 110328 11983 12039 11983 11983 -56 0 1 +0
Mar12 110328 11921 11977 11921 11921 -56      
Total Volume and Open Interest 1,432 6,420 +1,026
S & P 500(CME)
Jun11 110328 1309.20 1315.00 1301.80 1302.20 -7.80 16,359 288,467 -495
Sep11 110328 1297.10 1309.90 1297.10 1297.10 -7.80 9 4,038 +7
Dec11 110328 1291.90 1304.60 1291.90 1291.90 -7.70 70 729 +31
Mar12 110328 1287.30 1300.00 1287.30 1287.30 -7.70      
Total Volume and Open Interest 16,438 293,239 -457
S & P 500 E-Mini(Globex)
Jun11 110328 1302.75 1303.50 1302.50 1303.00 -7.00      
Sep11 110328 1305.50 1310.25 1297.00 1297.00 -8.00 901 2,216 +93
Total Volume and Open Interest 1,834,199 2,606,393 +16,130
NASDAQ 100(CME)
Jun11 110328 2317.80 2327.80 2295.00 2295.80 -21.20 2,013 8,849 +547
Sep11 110328 2293.30 2293.50 2293.30 2293.30 -21.20 1 1 +1
Dec11 110328 2290.80 2291.00 2290.80 2290.80 -21.20      
Total Volume and Open Interest 2,014 8,850 +548
NASDAQ 100 E-Mini(Globex)
Jun11 110328 2316.30 2328.50 2294.80 2295.80 -21.20 289,374 293,449 +8,599
Sep11 110328 2317.00 2325.00 2293.30 2293.30 -21.20 106 80 +18
Total Volume and Open Interest 289,480 293,534 +8,617
S & P Midcap 400(CME)
Jun11 110328 960.90 963.60 960.90 960.90 -7.20 591 1,251 +466
Sep11 110328 958.80 961.50 958.80 958.80 -7.20      
Dec11 110328 957.20 959.90 957.20 957.20 -7.20      
Total Volume and Open Interest 591 1,251 +466
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Jun11 110328 9375 9375 9375 9375 -40      
Sep11 110328 9400 9440 9400 9400 -40 0 13 +0
Total Volume and Open Interest 9,599 55,006 -782
Nikkei 225(SGX)
Jun11 110328 9460 9520 9325 9410 -55 69,424 225,725 -5,014
Sep11 110328 9410 9410 9410 9410 -55 0 1,301 +4
Dec11 110328 9355 9355 9355 9355 -55 0 5,359 +0
Total Volume and Open Interest 69,435 265,721 -4,671
CAC 40(EURONEXT)
Apr11 110328 3972.5 3994.0 3961.0 3977.0 +2.0 146,895 253,871 +4,573
May11 110328 3901.5 3918.5 3897.5 3908.5 +2.0 128 570 +104
Jun11 110328 3861.5 3883.0 3853.5 3868.0 +2.0 210 26,607 +95
Total Volume and Open Interest 147,233 281,048 +4,772
Hang Seng Index(HKFE)
Mar11 110328 23107 23296 22950 23070 -112 67,955 79,170 -1,870
Apr11 110328 23075 23262 22918 23048 -100 7,399 13,091 +3,511
Total Volume and Open Interest 75,748 97,850 +1,687
DAX(EUREX)
Mar11 110318 6725.0 6735.0 6668.0 6689.5 +36.0 394,085 231,651 -107,036
Jun11 110328 6963.0 7003.5 6935.0 6960.5 -21.0 160,568 209,273 -25,655
Sep11 110328 6984.5 7025.0 6961.0 6985.0 -21.0 657 4,784 +86
Total Volume and Open Interest 161,259 214,115 -25,564
FT-SE 100(EURONEXT)
Jun11 110328 5850.00 5880.50 5843.00 5859.00 -6.00 99,752 577,030 -205
Sep11 110328 5824.50 5824.50 5824.50 5824.50 -6.00 25 513 -5
Dec11 110328 5806.00 5806.00 5806.00 5806.00 -6.00 18 194 +4
Total Volume and Open Interest 99,795 577,737 -206
SPI 200(SFE)
Mar11 110317 4564.0 4577.0 4464.0 4520.0 -47.0 127,175 225,244 -24,965
Jun11 110328 4776.0 4779.0 4744.0 4754.0 -19.0 36,271 205,995 +3,806
Sep11 110328 4750.0 4750.0 4743.0 4743.0 -16.0 215 3,478 +203
Total Volume and Open Interest 37,353 213,899 +4,740
GSCI(CME)
Apr11 110328 56.64 59.14 54.14 54.14 -9.00 113 13,396 -12
May11 110328 58.14 60.14 55.64 55.64 -8.75 3 22 +0
Jun11 110328 57.64 65.69 57.64 57.64 -8.00      
Total Volume and Open Interest 116 13,418 -12
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.

Copyright © 2020 Moore Research Center, Inc. All Rights Reserved.
www.mrci.comsales@mrci.com
Toll Free: 800-927-7259