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MRCI's End of Day Prices

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MRCI's End of Day Prices
Daily Futures Price Listing Mon April 11, 2011
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
May11 110411 1395.50 1406.50 1364.00 1368.50 -23.75 111,295 182,926 -14,388
Jul11 110411 1407.25 1417.75 1375.25 1379.75 -24.00 69,189 184,148 +9,820
Aug11 110411 1406.50 1418.00 1377.00 1381.25 -22.75 4,012 12,457 +290
Sep11 110411 1406.00 1410.25 1377.00 1381.75 -19.25 4,459 14,771 -59
Nov11 110411 1398.25 1411.25 1372.75 1380.25 -15.75 27,239 187,338 +1,067
Jan12 110411 1402.25 1415.50 1379.50 1387.25 -14.75 1,151 22,487 -234
Mar12 110411 1400.00 1411.50 1376.75 1384.50 -13.50 288 13,077 +110
Total Volume and Open Interest 219,108 640,224 -3,087
Soybean Meal(CBOT)
May11 110411 358.70 360.00 349.50 349.70 -7.50 31,960 68,566 -1,685
Jul11 110411 363.20 365.40 354.70 354.90 -7.70 18,000 60,417 +1,340
Aug11 110411 363.80 367.00 356.60 356.90 -7.60 1,909 17,373 +592
Sep11 110411 364.20 364.20 357.00 357.50 -6.80 1,738 13,135 +358
Oct11 110411 362.70 362.70 355.10 356.30 -5.50 1,437 12,832 -42
Dec11 110411 361.70 365.20 355.40 357.20 -4.70 5,313 40,093 -253
Jan12 110411 357.40 363.20 357.40 358.80 -4.40 219 3,239 +9
Mar12 110411 359.60 363.60 358.40 359.80 -3.80 107 2,953 -2
Total Volume and Open Interest 61,244 224,027 +529
Soybean Oil(CBOT)
May11 110411 59.78 60.40 58.76 58.82 -0.95 57,951 121,485 -8,185
Jul11 110411 60.40 61.00 59.34 59.44 -0.95 40,041 128,410 +5,517
Aug11 110411 60.96 61.14 59.57 59.65 -0.95 2,418 15,914 +509
Sep11 110411 60.95 61.36 59.81 59.86 -0.94 564 14,008 +44
Oct11 110411 60.22 60.28 59.74 59.81 -0.96 243 13,733 -15
Dec11 110411 61.14 61.45 59.79 59.89 -0.93 7,835 70,674 -33
Jan12 110411 60.40 60.92 59.84 60.03 -0.89 106 3,119 +42
Mar12 110411 59.91 60.83 59.82 59.90 -0.93 7 4,042 -2
Total Volume and Open Interest 109,252 374,894 -2,097
Canola(WCE)
May11 110411 589.6 591.0 581.0 582.2 -6.7 9,017 56,291 -395
Jul11 110411 598.2 599.2 590.0 591.0 -6.8 4,363 47,158 +700
Nov11 110411 583.5 583.5 576.5 578.4 -5.1 1,111 70,071 +407
Jan12 110411 582.9 584.9 582.9 584.9 -5.1 75 4,065 -41
Mar12 110411 589.1 589.1 589.1 589.1 -3.3 2 986 +0
Total Volume and Open Interest 14,574 180,521 +673
Corn(CBOT)
May11 110411 772.75 783.75 760.00 776.00 +8.00 192,597 453,928 -21,030
Jul11 110411 778.00 788.75 765.50 781.25 +7.25 155,743 486,643 +18,782
Sep11 110411 712.75 719.25 703.50 718.50 +7.50 33,388 117,329 +4,388
Dec11 110411 653.00 658.00 646.25 657.25 +4.25 52,257 425,152 +2,599
Mar12 110411 661.50 665.50 654.50 665.25 +2.75 2,701 66,550 +339
May12 110411 669.00 671.50 662.75 671.50 +2.50 469 10,705 +95
Total Volume and Open Interest 438,981 1,636,357 +5,229
Wheat(CBOT)
May11 110411 803.00 809.25 786.25 798.25 +0.75 67,304 135,772 -9,049
Jul11 110411 838.25 843.25 820.25 831.75 -0.50 40,674 170,766 +3,773
Sep11 110411 871.00 878.00 854.50 867.00 -0.50 9,220 51,094 +1,803
Dec11 110411 900.00 905.25 881.00 893.00 -3.50 10,951 99,758 +1,822
Mar12 110411 923.00 926.00 905.00 914.00 -7.25 1,151 11,779 +401
Total Volume and Open Interest 131,175 496,842 -452
Wheat(KCBT)
May11 110411 939.25 944.50 912.00 919.00 -13.75 18,246 58,670 -2,484
Jul11 110411 949.75 955.00 922.50 929.25 -13.75 15,387 83,432 +5,221
Sep11 110411 961.25 966.50 937.25 943.25 -13.75 2,073 22,297 +257
Dec11 110411 976.50 981.25 952.25 958.25 -13.75 3,625 26,891 +1,166
Mar12 110411 977.25 977.25 960.25 966.50 -12.00 268 2,705 +150
Total Volume and Open Interest 40,324 199,916 +4,589
Wheat(MGE)
May11 110411 953.75 962.25 932.25 935.75 -17.50 3,433 14,896 -287
Jul11 110411 963.50 970.75 940.50 944.00 -17.25 1,405 16,280 +244
Sep11 110411 963.50 970.00 944.00 948.25 -15.00 730 14,593 +86
Dec11 110411 973.25 978.75 955.50 959.75 -13.50 536 11,514 -183
Mar12 110411 970.50 974.25 963.75 968.75 -12.25 147 1,718 +72
Total Volume and Open Interest 6,417 60,873 +58
Oats(CBOT)
May11 110411 399.00 405.00 389.00 401.50 +8.00 960 4,618 -55
Jul11 110411 410.00 413.00 397.50 410.00 +8.00 1,246 6,341 -87
Sep11 110411 410.00 415.00 406.25 412.50 +3.50 11 203 +1
Dec11 110411 415.00 417.25 407.00 415.00 -0.25 142 2,539 -36
Total Volume and Open Interest 2,359 13,704 -177
Rough Rice(CBOT)
May11 110411 13.72 13.95 13.63 13.72 +0.03 1,144 10,453 -440
Jul11 110411 14.01 14.26 13.95 14.03 +0.03 785 8,822 +174
Sep11 110411 14.93 14.98 14.69 14.77 -0.01 180 3,840 +41
Nov11 110411 15.24 15.27 15.06 15.07 -0.01 25 890 -2
Total Volume and Open Interest 2,144 24,417 -227
Live Cattle(CME)
Apr11 110411 118.850 119.385 118.430 119.035 +0.205 4,637 22,359 -1,811
Jun11 110411 117.135 117.400 116.580 116.900 -0.050 22,593 183,166 -511
Aug11 110411 118.580 119.000 118.230 118.730 +0.050 8,547 84,903 +1,007
Oct11 110411 122.850 123.200 122.430 122.885 -0.045 5,149 48,502 +910
Dec11 110411 123.500 123.850 122.850 123.635 -0.045 3,769 38,212 +558
Feb12 110411 123.135 123.500 122.650 123.300 -0.085 750 9,865 +215
Total Volume and Open Interest 45,588 391,856 +407
Feeder Cattle(CME)
Apr11 110411 134.825 134.850 133.800 133.880 -0.720 715 2,789 -256
May11 110411 135.350 135.550 134.630 134.880 -0.620 3,086 12,636 -420
Aug11 110411 138.500 138.550 137.450 137.630 -0.920 3,092 20,913 +750
Sep11 110411 138.500 138.700 137.900 138.100 -0.750 1,129 4,091 +288
Oct11 110411 138.150 138.450 137.575 138.100 -0.475 173 2,050 +33
Nov11 110411 137.250 138.000 137.050 137.235 -0.500 141 1,152 +55
Jan12 110411 135.750 136.400 135.750 136.400 -0.335 24 250 +13
Total Volume and Open Interest 8,364 43,891 +463
Lean Hogs(CME)
Apr11 110411 93.150 93.950 93.000 93.250 +0.100 5,252 13,456 -663
May11 110411 101.000 101.680 100.850 101.500 +0.520 329 4,489 -37
Jun11 110411 100.635 101.950 100.635 101.050 +0.400 20,598 93,336 -2,299
Jul11 110411 100.400 101.480 100.230 100.450 +0.050 3,865 30,598 +146
Aug11 110411 100.885 101.480 100.450 100.850 -0.035 5,954 36,902 -996
Oct11 110411 92.850 93.150 92.330 93.035 +0.185 6,562 29,296 -132
Dec11 110411 89.550 89.830 89.080 89.700 +0.220 2,902 22,081 +800
Feb12 110411 89.700 90.000 89.300 89.900 +0.300 323 4,993 +91
Total Volume and Open Interest 46,021 240,089 -2,971
Class III Milk(CME)
Apr11 110411 16.74 16.80 16.71 16.78 +0.07 127 5,258 -79
May11 110411 17.08 17.30 17.08 17.25 +0.17 349 5,609 +75
Jun11 110411 17.34 17.74 17.33 17.65 +0.31 188 4,196 -44
Jul11 110411 17.70 18.00 17.70 17.99 +0.29 65 3,167 +10
Aug11 110411 17.90 18.04 17.90 17.95 +0.07 45 3,067 +16
Total Volume and Open Interest 932 33,634 +62
Cocoa(ICE)
May11 110411 3000 3073 2985 3022 +48 12,343 25,773 -5,570
Jul11 110411 3001 3079 2993 3028 +43 11,117 64,519 +2,643
Sep11 110411 3022 3084 3010 3038 +39 1,910 20,514 +953
Dec11 110411 3053 3106 3043 3062 +36 852 21,032 +197
Mar12 110411 3089 3135 3081 3104 +31 21 23,563 +0
May12 110411 3101 3103 3094 3096 +31 13 5,763 -8
Jul12 110411 3093 3093 3093 3093 +33 20 547 +0
Total Volume and Open Interest 26,387 165,987 -1,793
Coffee "C"(ICE)
May11 110411 273.70 276.90 269.85 274.60 -0.35 20,733 46,559 -4,347
Jul11 110411 276.90 279.80 272.80 277.60 -0.25 10,829 44,273 +3,096
Sep11 110411 280.50 281.80 276.85 280.15 -0.15 2,145 13,306 +1,150
Dec11 110411 280.95 284.00 278.45 282.05 -0.45 782 15,493 +84
Mar12 110411 283.50 284.55 282.95 283.55 -0.60 654 3,276 +353
May12 110411 284.05 285.35 284.05 285.05 -0.30 133 1,738 +92
Total Volume and Open Interest 35,451 125,802 +501
Orange Juice(ICE)
May11 110411 167.10 171.90 166.00 169.70 +2.95 961 13,194 -267
Jul11 110411 162.70 165.25 161.15 165.20 +2.40 834 9,953 +370
Sep11 110411 158.75 161.75 158.55 161.50 +2.00 18 1,394 +24
Nov11 110411 156.75 158.00 156.75 157.95 +1.20 1 838 +5
Jan12 110411 156.95 157.30 156.95 157.30 +1.15 0 163 +0
Mar12 110411 157.20 157.20 157.20 157.20 +1.00 0 40 +0
Total Volume and Open Interest 1,814 25,589 +132
Sugar #11(ICE)
May11 110411 25.80 26.26 25.78 26.04 +0.38 69,937 178,102 -13,403
Jul11 110411 24.90 25.18 24.63 24.84 -0.04 52,212 220,410 +6,722
Oct11 110411 24.67 24.91 24.38 24.66 -0.01 22,263 103,428 +5,023
Mar12 110411 24.41 24.58 24.24 24.49 +0.01 7,082 65,821 +625
May12 110411 23.95 24.02 23.79 24.00 -0.02 2,703 18,586 -13
Total Volume and Open Interest 158,387 635,168 -125
London Cocoa(LCE)
May11 110411 1890 1953 1890 1914 +16 3,270 46,005 +52
Jul11 110411 1899 1938 1880 1910 +21 4,368 52,785 +402
Sep11 110411 1905 1950 1902 1922 +18 2,380 29,348 +1,046
Dec11 110411 1930 1959 1914 1935 +20 556 29,826 +103
Mar12 110411 1951 1976 1939 1951 +22 202 25,844 -61
May12 110411 1951 1961 1937 1958 +23 12 6,759 +0
Jul12 110411 1963 1963 1963 1963 +26 1 3,517 +1
Total Volume and Open Interest 10,789 202,635 +1,543
London Sugar(LCE)
Aug11 110411 652.10 662.10 649.50 657.00 +5.40 1,756 25,360 +731
Oct11 110411 644.30 650.60 641.00 647.30 +4.80 551 6,629 +204
Dec11 110411 640.00 642.80 638.40 641.50 +4.90 91 1,978 -3
Mar12 110411 632.50 634.10 628.80 633.00 +1.30 50 1,438 +4
May12 110411 612.30 614.30 612.10 614.10 -3.00 29 920 +18
Total Volume and Open Interest 5,948 59,439 +179
Cotton(ICE)
May11 110411 204.98 207.73 199.35 204.58 +1.61 22,970 68,115 -2,539
Jul11 110411 191.90 193.70 187.20 190.91 +1.01 16,199 59,187 +3,460
Oct11 110411 160.93 163.50 160.35 162.68 +1.92 45 452 +21
Dec11 110411 138.24 140.45 137.90 139.18 +1.10 5,174 59,788 -36
Mar12 110411 129.56 131.25 129.16 130.19 +0.73 235 6,396 -31
May12 110411 122.00 122.20 121.57 122.16 +0.27 66 1,794 +19
Total Volume and Open Interest 44,731 200,051 +893
Lumber(CME)
May11 110411 257.6 263.0 247.2 247.2 -10.0 717 3,810 -85
Jul11 110411 281.0 283.8 269.9 269.9 -10.0 628 4,804 +36
Sep11 110411 289.0 291.8 281.0 281.0 -10.0 163 1,230 -42
Nov11 110411 287.0 287.0 277.5 277.5 -10.0 38 137 +1
Total Volume and Open Interest 1,551 9,987 -86
Crude Oil(NYM)
May11 110411 113.28 113.46 108.88 109.92 -2.87 334,906 277,837 -25,569
Jun11 110411 113.74 114.05 109.33 110.57 -2.80 144,492 198,218 +10,369
Jul11 110411 114.25 114.50 109.94 111.17 -2.69 64,781 148,533 +5,998
Aug11 110411 114.77 114.77 110.34 111.55 -2.59 27,557 52,755 -413
Sep11 110411 114.70 114.70 111.00 111.77 -2.52 20,607 61,340 +1,312
Oct11 110411 114.44 114.44 111.10 111.88 -2.47 9,539 38,770 +1,873
Nov11 110411 114.28 114.65 111.30 111.88 -2.41 9,527 36,248 -1,047
Dec11 110411 114.58 114.90 110.73 111.83 -2.35 45,925 179,325 +782
Jan12 110411 114.22 114.28 111.35 111.68 -2.26 5,185 35,620 -76
Feb12 110411 113.51 113.51 110.50 111.49 -2.18 1,486 17,233 +142
Mar12 110411 113.09 113.12 110.51 111.26 -2.14 3,312 28,698 +981
Apr12 110411 112.37 112.69 110.55 110.98 -2.12 1,452 13,598 -70
May12 110411 111.11 111.11 110.20 110.66 -2.08 1,153 12,636 +249
Jun12 110411 111.91 111.95 109.64 110.31 -2.06 4,005 65,555 +247
Jul12 110411 111.24 111.24 109.74 109.88 -2.03 399 14,579 -5
Aug12 110411 110.96 110.96 109.45 109.45 -2.00 249 8,967 +34
Total Volume and Open Interest 696,794 1,568,417 -694
e-miNY Crude Oil(NYM)
Apr11 110321 102.050 103.350 101.650 102.325 +1.250 11,151 2,230 -312
May11 110411 113.300 113.450 108.700 109.925 -2.875 8,062 3,502 +114
Jun11 110411 114.200 114.200 109.425 110.575 -2.800 567 775 +43
Jul11 110411 114.500 114.500 109.975 111.175 -2.675 55 190 +12
Aug11 110411 114.400 114.400 110.500 111.550 -2.600 9 48 +5
Sep11 110411 113.900 113.900 111.775 111.775 -2.525 1 15 +1
Oct11 110411 111.875 111.875 111.875 111.875 -2.475 0 43 +0
Nov11 110411 111.875 111.875 111.875 111.875 -2.425 0 11 +0
Dec11 110411 114.925 114.925 111.425 111.825 -2.350 3 226 +0
Jan12 110411 113.400 113.900 111.675 111.675 -2.275 1 5 +1
Total Volume and Open Interest 8,698 4,959 +176
Heating Oil(NYM)
May11 110411 332.25 332.25 323.27 325.25 -6.72 44,726 99,982 -1,856
Jun11 110411 332.50 333.16 324.45 326.47 -6.45 22,135 57,636 -55
Jul11 110411 333.50 333.50 326.54 327.84 -6.20 12,749 36,298 +1,189
Aug11 110411 333.27 333.86 327.70 329.31 -5.91 5,999 25,280 +659
Sep11 110411 333.13 334.72 330.66 330.85 -5.71 4,279 15,590 +959
Oct11 110411 335.30 336.15 331.58 332.30 -5.56 870 8,123 +136
Nov11 110411 336.92 337.40 332.65 333.73 -5.48 495 7,992 -51
Dec11 110411 338.80 339.28 333.30 335.13 -5.41 3,634 28,105 +661
Jan12 110411 339.95 339.95 336.53 336.53 -5.29 366 8,590 +5
Feb12 110411 340.23 340.23 336.66 336.66 -5.23 155 3,721 +6
Mar12 110411 338.07 338.07 335.18 335.18 -5.21 278 2,548 +132
Apr12 110411 332.11 332.11 332.11 332.11 -5.13 125 1,007 -22
Total Volume and Open Interest 96,810 309,835 +2,023
Gasoline(NYMEX)
May11 110411 326.40 326.69 318.80 320.05 -6.02 55,449 95,311 -4,315
Jun11 110411 324.98 325.14 317.52 318.67 -5.95 34,441 53,967 +4,057
Jul11 110411 323.19 323.19 316.15 317.41 -5.90 16,435 30,247 +1,638
Aug11 110411 318.46 320.62 315.05 315.62 -5.89 5,852 15,997 +855
Sep11 110411 318.93 319.00 312.58 313.05 -5.97 5,528 20,646 +610
Oct11 110411 304.21 304.21 298.67 299.09 -6.25 2,991 17,519 +388
Nov11 110411 299.30 300.80 296.02 296.02 -6.27 1,568 6,674 +325
Dec11 110411 300.39 300.39 294.25 294.82 -6.22 1,699 24,645 +73
Jan12 110411 297.03 297.03 295.00 295.00 -6.19 211 6,138 +198
Feb12 110411 301.34 301.34 296.38 296.38 -6.19 0 2,369 +0
Total Volume and Open Interest 124,174 289,633 +3,829
e-miNY RBOB Gasoline(NYM)
May11 110411 320.10 320.10 320.05 320.10 -6.00 0 3 +0
Jun11 110411 318.70 318.70 318.67 318.70 -5.90 0 1 +0
Jul11 110411 317.40 317.41 317.40 317.40 -5.90 0 1 +0
Aug11 110411 315.60 315.62 315.60 315.60 -5.90 0 1 +0
Total Volume and Open Interest 0 9 +0
Natural Gas(NYM)
May11 110411 4.016 4.152 3.990 4.108 +0.067 229,148 209,014 -27,917
Jun11 110411 4.091 4.214 4.056 4.176 +0.069 77,341 97,682 +8,449
Jul11 110411 4.180 4.294 4.141 4.260 +0.068 118,899 126,936 +20,435
Aug11 110411 4.215 4.341 4.193 4.309 +0.066 28,310 53,126 +1,580
Sep11 110411 4.246 4.356 4.208 4.324 +0.065 18,241 56,218 +2,546
Oct11 110411 4.292 4.403 4.256 4.373 +0.065 31,076 75,788 -1,195
Nov11 110411 4.456 4.576 4.456 4.556 +0.062 8,445 34,010 +457
Dec11 110411 4.745 4.829 4.708 4.813 +0.059 6,553 27,535 +125
Jan12 110411 4.868 4.960 4.840 4.944 +0.054 14,669 74,654 +2,204
Feb12 110411 4.850 4.944 4.850 4.930 +0.054 2,006 15,636 +22
Mar12 110411 4.773 4.876 4.766 4.862 +0.052 3,314 32,734 -480
Apr12 110411 4.669 4.734 4.632 4.731 +0.052 5,507 31,333 +1,327
May12 110411 4.762 4.763 4.740 4.759 +0.051 1,942 8,210 +434
Jun12 110411 4.797 4.797 4.797 4.797 +0.050 77 5,356 +30
Jul12 110411 4.820 4.843 4.820 4.843 +0.050 83 5,031 +36
Aug12 110411 4.860 4.872 4.855 4.870 +0.050 62 5,665 -37
Total Volume and Open Interest 546,752 934,174 +7,950
Brent Crude Oil(ICE)
May11 110411 126.58 127.02 123.00 123.98 -2.67 155,315 123,683 -6,217
Jun11 110411 126.46 126.47 122.44 123.42 -2.70 140,961 247,993 -1,137
Jul11 110411 125.89 125.98 121.99 122.94 -2.70 51,571 94,953 +3,341
Aug11 110411 125.37 125.47 121.70 122.51 -2.65 22,639 35,861 +2,601
Sep11 110411 124.97 124.97 121.24 122.06 -2.57 13,543 34,426 +1,028
Oct11 110411 124.50 124.50 120.82 121.65 -2.50 6,490 23,584 -157
Nov11 110411 124.03 124.03 120.41 121.24 -2.44 4,359 19,863 -23
Dec11 110411 123.57 123.64 120.02 120.83 -2.40 24,834 105,713 -262
Jan12 110411 122.28 122.56 119.68 120.49 -2.35 1,668 18,976 -12
Feb12 110411 120.13 120.13 120.13 120.13 -2.31 1,099 12,778 +52
Mar12 110411 119.75 119.75 119.75 119.75 -2.30 1,454 27,958 +244
Apr12 110411 119.33 119.33 119.33 119.33 -2.28 741 6,064 +39
May12 110411 118.92 118.92 118.92 118.92 -2.25 389 4,615 +39
Jun12 110411 121.31 121.31 118.03 118.46 -2.22 1,648 37,467 +298
Total Volume and Open Interest 431,663 909,940 +209
Gas Oil(ICE)
Apr11 110411 1062.25 1063.75 1030.00 1050.50 -2.50 49,919 60,710 -13,952
May11 110411 1059.50 1060.50 1028.00 1048.25 unch 86,329 135,660 +1,294
Jun11 110411 1056.00 1057.75 1028.50 1047.25 +1.25 49,607 89,035 +679
Jul11 110411 1050.25 1054.25 1030.25 1048.50 +2.00 16,484 38,379 +1,790
Aug11 110411 1050.75 1054.75 1033.50 1049.75 +2.25 4,687 26,708 +310
Sep11 110411 1051.75 1056.00 1038.25 1051.25 +2.75 6,584 42,724 +328
Oct11 110411 1053.00 1056.75 1039.50 1052.25 +3.00 3,097 26,772 -266
Nov11 110411 1052.75 1056.25 1036.75 1051.75 +3.25 1,820 20,496 -256
Dec11 110411 1052.75 1056.25 1034.50 1052.00 +3.50 11,379 63,834 +1,157
Jan12 090519 640.75 640.75 640.75 640.75 unch      
Total Volume and Open Interest 212,424 630,107  
Ethanol(CBOT)
Apr11 110405 2.695 2.710 2.695 2.706 -0.009 94 259 -79
May11 110411 2.740 2.740 2.720 2.730 +0.004 62 891 -36
Jun11 110411 2.735 2.736 2.720 2.721 +0.001 48 980 +23
Jul11 110411 2.725 2.729 2.716 2.719 +0.004 42 1,467 +22
Aug11 110411 2.705 2.705 2.690 2.700 +0.011 31 573 +4
Sep11 110411 2.600 2.614 2.600 2.606 +0.007 20 878 +18
Oct11 110411 2.467 2.467 2.454 2.458 unch 4 706 +0
Nov11 110411 2.440 2.440 2.432 2.435 -0.011 10 591 -5
Total Volume and Open Interest 232 7,427 +37
WTI Crude Oil(ICE
May11 110411 113.07 113.43 108.70 109.92 -2.87 62,448 73,426 -4,199
Jun11 110411 113.80 113.80 109.40 110.57 -2.80 46,593 87,302 +1,555
Jul11 110411 113.78 114.08 110.03 111.17 -2.69 17,925 60,709 +3,009
Aug11 110411 114.39 114.39 110.99 111.55 -2.59 9,317 24,160 +709
Sep11 110411 114.51 114.53 111.24 111.77 -2.52 7,759 28,114 +367
Oct11 110411 114.56 114.58 111.37 111.88 -2.47 3,253 18,983 -2
Nov11 110411 113.99 114.03 111.35 111.88 -2.41 3,024 13,845 -317
Dec11 110411 114.36 114.38 110.83 111.83 -2.35 18,683 88,866 -771
Jan12 110411 111.64 111.93 111.64 111.68 -2.26 647 12,873 +21
Feb12 110411 111.49 111.49 111.49 111.49 -2.18 431 2,841 +118
Mar12 110411 111.26 111.26 111.26 111.26 -2.14 416 10,393 +87
Apr12 110411 110.98 110.98 110.98 110.98 -2.12 186 3,027 +11
May12 110411 110.66 110.66 110.66 110.66 -2.08 166 1,546 +9
Jun12 110411 112.10 112.14 109.82 110.31 -2.06 995 28,663 -146
Jul12 110411 109.88 109.88 109.88 109.88 -2.03 23 734 +2
Aug12 110411 109.45 109.45 109.45 109.45 -2.00 33 344 +9
Total Volume and Open Interest 176,533 557,964 +1,927
US Dollar Index(ICE)
Jun11 110411 75.165 75.305 75.100 75.283 +0.010 22,288 50,177 -61
Sep11 110411 75.610 75.710 75.510 75.707 +0.005 13 539 +4
Dec11 110411 76.137 76.137 76.137 76.137 +0.075 0 1 +0
Total Volume and Open Interest 22,301 50,718 -57
Australian Dollar(CME)
Jun11 110411 104.68 104.99 104.01 104.15 -0.22 101,128 150,827 +2,781
Sep11 110411 103.55 103.59 102.86 102.86 -0.22 105 717 +26
Dec11 110411 101.66 101.88 101.66 101.66 -0.22 0 56 +0
Total Volume and Open Interest 101,233 151,600 +2,807
British Pound(CME)
Jun11 110411 163.61 164.13 163.00 163.32 -0.04 105,417 112,126 +300
Sep11 110411 163.20 163.64 162.85 163.04 -0.02 72 149 -1
Dec11 110411 162.74 162.76 162.74 162.74 -0.02 0 37 +0
Total Volume and Open Interest 105,491 112,314 +299
Canadian Dollar(CME)
Jun11 110411 104.49 104.63 104.25 104.35 +0.07 63,767 137,635 +382
Sep11 110411 104.08 104.34 103.99 104.07 +0.08 106 2,428 +9
Dec11 110411 103.93 103.98 103.66 103.74 +0.08 33 2,429 +13
Mar12 110411 103.57 103.57 103.32 103.40 +0.08 24 198 +13
Total Volume and Open Interest 63,939 142,716 +422
Japanese Yen(CME)
Jun11 110411 117.81 118.38 117.46 118.16 +0.23 158,916 127,520 +1,803
Sep11 110411 117.91 118.45 117.70 118.25 +0.23 97 916 +15
Dec11 110411 118.38 118.38 118.15 118.38 +0.23 2 56 -2
Total Volume and Open Interest 159,015 128,499 +1,816
Swiss Franc(CME)
Jun11 110411 110.11 110.57 109.85 110.36 +0.43 37,403 58,701 -483
Sep11 110411 110.05 110.39 109.97 110.39 +0.42 4 71 +0
Dec11 110411 110.00 110.48 109.99 110.40 +0.41 2 15 +2
Total Volume and Open Interest 37,409 58,788 -481
EuroFX(CME)
Jun11 110411 144.31 144.62 144.00 144.08 -0.06 337,531 239,743 -3,907
Sep11 110411 143.95 144.04 143.60 143.65 -0.06 398 2,003 +94
Dec11 110411 143.41 143.41 143.17 143.17 -0.07 0 71 +0
Total Volume and Open Interest 337,963 242,135 -3,789
Mexican Peso(CME)
Apr11 110411 852.0 852.0 852.0 852.0 unch      
May11 110411 848.5 848.5 848.5 848.5 unch      
Total Volume and Open Interest 32,873 164,169 +2,142
30-Year T-Bonds(CBOT)
Jun11 110411 118~030 118~170 118~030 118~160 -0~010      
Sep11 110411 116~150 117~000 116~110 116~300 -0~010 567 1,333 +455
Dec11 110411 115~150 115~160 115~150 115~150 -0~010      
Total Volume and Open Interest 364,813 575,799 -8,487
10-Year T-Notes(CBOT)
Jun11 110411 118~075 118~180 118~020 118~145 +0~025 1,291,041 1,659,550 +17,313
Sep11 110411 116~015 116~305 116~015 116~295 +0~020 373 1,247 +242
Dec11 110411 115~295 115~295 115~275 115~295 +0~020 0 4 +0
Total Volume and Open Interest 1,291,414 1,660,801 +17,555
5-Year T-Notes(CBOT)
Jun11 110411 116~050 116~073 116~032 116~062 +0~004 645,867 1,327,497 +14,712
Sep11 110411 115~022 115~022 115~018 115~022 +0~004 7 1,161 +1
Dec11 110411 114~046 114~046 114~042 114~046 +0~004      
Total Volume and Open Interest 645,874 1,328,658 +14,713
2 Year T-Notes(CBOT)
Jun11 110411 108~126 109~004 108~122 108~127 -0~002 317,530 1,003,058 +22,138
Sep11 110411 108~053 108~053 108~050 108~050 -0~003 2 113 +0
Dec11 110411 107~116 107~119 107~116 107~116 -0~003      
Total Volume and Open Interest 317,532 1,003,171 +22,138
Eurodollars(CME)
Jun11 110411 99.705 99.710 99.700 99.705 unch 164,334 1,072,306 +11,370
Sep11 110411 99.610 99.615 99.600 99.605 -0.005 243,407 1,376,923 +3,749
Dec11 110411 99.420 99.425 99.395 99.410 -0.005 246,483 1,455,296 +5,163
Mar12 110411 99.125 99.130 99.095 99.115 -0.010 294,716 1,370,346 -13,151
Jun12 110411 98.740 98.765 98.710 98.740 -0.010 336,146 1,022,476 +1,764
Sep12 110411 98.340 98.370 98.310 98.350 -0.005 245,531 657,755 -604
Dec12 110411 97.965 98.000 97.940 97.980 -0.005 253,906 477,607 -7,721
Mar13 110411 97.660 97.690 97.630 97.675 unch 222,042 317,301 -1,133
Jun13 110411 97.375 97.415 97.350 97.400 +0.005 128,641 266,733 +31
Sep13 110411 97.120 97.155 97.090 97.145 +0.005 97,031 246,255 +2,093
Dec13 110411 96.865 96.915 96.845 96.900 unch 76,272 184,519 -2,275
Mar14 110411 96.660 96.700 96.630 96.685 unch 80,519 178,581 +1,920
Jun14 110411 96.415 96.485 96.415 96.470 unch 23,927 109,493 +175
Sep14 110411 96.215 96.280 96.210 96.270 +0.005 20,807 61,523 +166
Dec14 110411 96.005 96.070 96.005 96.065 +0.010 18,408 77,516 +251
Mar15 110411 95.845 95.905 95.840 95.900 +0.010 16,994 57,745 +626
Jun15 110411 3.935 3.990 3.930 3.985 +0.010 9,421 35,317 +37
Sep15 110411 3.780 3.840 3.775 3.835 +0.010 11,153 37,852 +118
Total Volume and Open Interest 2,530,139 9,244,195 +8,012
30 Day Federal Funds(CBOT)
Apr11 110411 99.897 99.897 99.893 99.897 +0.003 4,144 75,396 -513
May11 110411 99.890 99.895 99.885 99.890 +0.005 2,773 70,969 -246
Jun11 110411 99.870 99.875 99.870 99.875 +0.005 2,873 54,367 -800
Jul11 110411 99.855 99.860 99.855 99.855 unch 4,877 48,572 -432
Aug11 110411 99.835 99.840 99.830 99.835 unch 4,222 44,414 +920
Sep11 110411 99.830 99.830 99.820 99.820 -0.005 2,496 32,371 +504
Total Volume and Open Interest 47,638 647,045 +2,976
30 Day Fed Funds(e-CBOT)
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 110411 99.673 99.673 99.673 99.673 unch 0 750 +0
Sep11 110411 99.673 99.673 99.673 99.673 +0.003      
Dec11 110411 99.662 99.662 99.662 99.662 unch 0 75 +0
Mar12 110411 99.645 99.645 99.645 99.645 -0.003      
Jun12 110411 99.675 99.675 99.675 99.675 unch      
Sep12 110411 99.605 99.605 99.605 99.605 unch      
Dec12 110411 99.565 99.565 99.565 99.565 unch      
Mar13 110411 99.565 99.565 99.565 99.565 unch      
Jun13 110411 99.520 99.520 99.520 99.520 unch      
Sep13 110411 99.380 99.380 99.380 99.380 unch      
Total Volume and Open Interest 0 825 +0
3-Mth Euro-Yen(SGX)
Jun11 110411 99.67 99.67 99.67 99.67 unch 0 3,829 +0
Sep11 110411 99.67 99.67 99.67 99.67 unch 0 1,221 +0
Dec11 110411 99.66 99.66 99.66 99.66 unch 0 1,991 +0
Mar12 110411 99.64 99.64 99.64 99.64 0.00 0 3,057 +105
Jun12 110411 99.68 99.68 99.68 99.68 unch 0 1,254 +0
Sep12 110411 99.61 99.61 99.61 99.61 unch 0 411 +0
Dec12 110411 99.57 99.57 99.57 99.57 unch 0 24 +0
Mar13 110411 99.57 99.57 99.57 99.57 unch 0 1 +0
Total Volume and Open Interest 0 11,788 +105
Japanese Gov't Bonds(SGX)
Jun11 110411 138.56 138.69 138.45 138.67 unch 3,373 11,965 -1,123
Sep11 110411 137.77 137.77 137.77 137.77 +0.13 0 1 +0
Dec11 110411 135.68 135.68 135.68 135.68 +0.13      
Total Volume and Open Interest 2,205 11,651 -227
Euro-Bund(EUREX)
Jun11 110411 120.00 120.17 119.86 119.90 -0.14 1,065,630 1,323,101 -150,677
Sep11 110411 119.60 119.60 119.38 119.40 -0.13 40 2,348 +4
Dec11 110411 118.80 118.80 118.80 118.80 -0.14 0 200 +200
Total Volume and Open Interest 1,065,670 1,325,649 -150,473
Euro-Bobl(EUREX)
Jun11 110411 113.87 113.99 113.79 113.84 -0.07 564,348 1,044,047 -75,510
Sep11 110411 113.10 113.10 113.10 113.10 -0.09 630 16,805 +75
Dec11 110411 113.29 113.29 113.29 113.29 -0.07      
Total Volume and Open Interest 564,978 1,060,852 -75,435
3-Mth Euribor(EUREX)
Jun11 110411 98.435 98.435 98.425 98.425 +0.005 16 11,544 +12
Sep11 110411 98.075 98.075 98.070 98.070 -0.010 1,214 3,704 +204
Dec11 110411 97.785 97.785 97.785 97.785 -0.020 234 5,294 -25
Total Volume and Open Interest 1,471 23,142 +187
Long Gilt(LIFFE)
Jun11 110411 116~04 116~07 115~28 115~31 -0~04 147,692 285,121 -11,016
Sep11 110411 114~30 114~30 114~30 114~30 -0~04      
Total Volume and Open Interest 147,692 285,121 -11,016
3-Mth Short Sterling(LIFFE)
Jun11 110411 99.03 99.07 99.03 99.05 +0.01 113,337 439,290 +7,853
Sep11 110411 98.82 98.86 98.81 98.83 +0.01 69,146 360,156 +3,351
Dec11 110411 98.56 98.60 98.56 98.57 unch 55,014 345,402 -5,994
Mar12 110411 98.27 98.31 98.26 98.28 unch 73,443 294,102 -10,143
Jun12 110411 97.94 97.99 97.94 97.95 unch 79,526 210,924 +11,395
Sep12 110411 97.67 97.68 97.61 97.64 +0.01 41,970 150,096 +1,470
Total Volume and Open Interest 493,363 2,118,398 +13,817
3-Mth Euribor(LIFFE)
Jun11 110411 98.410 98.440 98.410 98.425 +0.005 317,003 754,713 +3,720
Sep11 110411 98.080 98.085 98.055 98.070 -0.010 261,521 661,954 +9,474
Dec11 110411 97.795 97.805 97.770 97.785 -0.020 237,107 579,067 -5,240
Total Volume and Open Interest 1,452,534 3,543,102 +13,058
3-Mth Aus T-Bills(SFE)
Jun11 110411 95.04 95.06 95.03 95.05 unch 34,169 184,764 -366
Sep11 110411 94.96 94.97 94.94 94.97 unch 29,901 220,564 +3,079
Dec11 110411 94.84 94.84 94.80 94.84 unch 17,075 128,918 +456
Mar12 110411 94.71 94.71 94.67 94.70 -0.01 6,862 70,101 +376
Jun12 110411 94.58 94.59 94.54 94.58 -0.01 884 44,212 -12
Sep12 110411 94.46 94.47 94.45 94.47 -0.02 821 41,838 -41
Dec12 110411 94.36 94.37 94.36 94.36 -0.03 603 18,561 +5
Mar13 110411 94.30 94.30 94.29 94.29 -0.02 661 8,607 +567
Jun13 110411 94.24 94.24 94.22 94.22 -0.03 1 1,018 -1
Sep13 110411 94.15 94.15 94.15 94.15 -0.03 0 901 +0
Total Volume and Open Interest 90,977 720,341 +4,063
10-Year Aus T-Bonds(SFE)
Jun11 110411 94.34 94.34 94.30 94.32 -0.02 49,446 343,499 +2,802
Sep11 110411 94.32 94.32 94.32 94.32 -0.02      
Total Volume and Open Interest 49,446 343,499 +2,802
3-Year Aus T-Bonds(SFE)
Jun11 110408 94.82 94.85 94.78 94.79 -0.04 200,305 534,230 +2,835
Sep11 110411 94.76 94.76 94.76 94.76 -0.03      
Total Volume and Open Interest 130,698 545,855 +11,625
Gold(CMX)
Apr11 110411 1476.0 1476.0 1459.7 1467.4 -6.0 229 2,460 +70
Jun11 110411 1476.3 1478.0 1460.2 1468.1 -6.0 109,290 362,266 +3,343
Aug11 110411 1477.4 1478.2 1461.7 1469.3 -6.1 1,909 37,166 -559
Oct11 110411 1479.7 1479.7 1463.4 1470.7 -6.1 205 6,027 -29
Dec11 110411 1481.0 1482.0 1464.5 1472.2 -6.1 2,210 32,904 +323
Feb12 110411 1481.0 1482.4 1473.5 1473.9 -6.1 292 7,094 -39
Apr12 110411 1474.0 1475.9 1473.8 1475.9 -6.2 183 5,269 -3
Jun12 110411 1486.4 1486.4 1478.6 1478.6 -6.3 492 6,950 +68
Aug12 110411 1481.7 1481.7 1481.7 1481.7 -6.3 235 2,507 +85
Oct12 110411 1485.4 1485.4 1485.4 1485.4 -6.3 41 3,463 -41
Dec12 110411 1495.4 1495.4 1485.0 1490.4 -6.4 182 12,261 -83
Feb13 110411 1509.5 1509.5 1495.8 1495.8 -6.6 1 1 +0
Total Volume and Open Interest 115,842 513,786 +3,212
Silver(CMX)
May11 110411 4100.0 4197.5 3977.0 4061.2 +0.4 62,611 69,555 -2,152
Jul11 110411 4111.5 4199.5 3981.0 4064.2 +0.5 10,353 29,034 +2,196
Sep11 110411 4103.5 4179.0 3984.5 4066.4 +0.6 927 8,210 +281
Dec11 110411 4105.0 4200.0 3989.5 4068.6 +0.7 1,643 17,546 +55
Mar12 110411 4158.0 4158.0 4019.5 4068.2 +0.9 48 1,896 +30
May12 110411 4136.0 4137.0 4052.0 4068.0 +0.9 10 509 +10
Jul12 110411 4088.0 4135.0 4005.0 4067.4 +0.7 5 1,450 +5
Total Volume and Open Interest 75,745 144,647 +426
Platinum(NYMEX)
Apr11 110411 1799.5 1799.5 1799.5 1799.5 -12.6 2 108 +0
Jul11 110411 1819.0 1821.9 1783.3 1792.8 -19.3 7,972 34,107 +1,307
Oct11 110411 1809.1 1810.6 1796.0 1796.5 -19.2 11 1,153 +6
Jan12 110411 1803.0 1803.0 1798.2 1798.2 -19.2 0 14 +0
Total Volume and Open Interest 8,185 35,620 +1,513
Palladium(NYMEX)
Jun11 110411 802.00 805.25 777.15 788.25 -5.95 3,940 20,743 -5
Sep11 110411 800.00 800.10 782.50 789.45 -6.05 155 709 +122
Dec11 110411 791.35 791.35 791.35 791.35 -5.85 0 18 +0
Total Volume and Open Interest 4,095 21,474 +117
Copper(CMX)
May11 110411 452.65 453.30 444.40 446.00 -4.15 42,586 68,716 -6,500
Jul11 110411 454.25 455.00 446.40 447.85 -4.15 11,854 42,032 +3,993
Sep11 110411 454.00 456.20 448.20 449.25 -4.10 2,823 11,992 +1,486
Dec11 110411 455.00 457.00 449.00 450.05 -4.15 708 6,407 +355
Mar12 110411 450.25 450.25 450.25 450.25 -4.20 7 2,056 +2
Total Volume and Open Interest 58,519 134,598 -489
DJIA Index(CBOT)
Jun11 110411 12373 12382 12295 12321 -5 277 13,487 +25
Sep11 110411 12251 12257 12251 12251 -6 0 6 +0
Dec11 110411 12184 12190 12184 12184 -6 0 1 +0
Mar12 110411 12126 12132 12126 12126 -6      
Total Volume and Open Interest 277 13,494 +25
S & P 500(CME)
Jun11 110411 1325.80 1329.80 1317.00 1319.60 -4.20 11,219 295,396 -135
Sep11 110411 1314.30 1324.50 1312.00 1314.30 -4.20 501 4,632 +467
Dec11 110411 1309.10 1319.40 1306.90 1309.10 -4.30 0 1,689 +0
Mar12 110411 1304.50 1314.80 1302.30 1304.50 -4.30      
Total Volume and Open Interest 11,720 301,722 +332
S & P 500 E-Mini(Globex)
Jun11 110411 1320.25 1320.50 1319.75 1319.75 -4.00      
Sep11 110411 1321.50 1324.00 1312.00 1314.25 -4.25 1,086 6,107 +65
Total Volume and Open Interest 2,182,283 2,679,176 +6,698
NASDAQ 100(CME)
Jun11 110411 2329.50 2333.00 2302.00 2308.00 -10.00 407 18,358 +98
Sep11 110411 2303.30 2314.00 2300.00 2303.30 -10.50 0 3 +0
Dec11 110411 2300.80 2303.30 2300.80 2300.80 -10.50      
Total Volume and Open Interest 407 18,361 +98
NASDAQ 100 E-Mini(Globex)
Jun11 110411 2322.80 2334.00 2302.00 2308.00 -10.00 299,965 352,552 -6,387
Sep11 110411 2326.50 2328.50 2298.00 2303.30 -10.50 62 288 +12
Total Volume and Open Interest 300,029 352,845 -6,375
S & P Midcap 400(CME)
Jun11 110411 978.20 978.20 972.00 978.20 -7.90 0 1,621 +0
Sep11 110411 976.00 976.00 975.90 976.00 -7.90      
Dec11 110411 974.40 974.40 974.30 974.40 -7.90      
Total Volume and Open Interest 0 1,621 +0
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Jun11 110411 9750 9815 9620 9650 -80 16,342 56,889 -496
Sep11 110411 9680 9760 9680 9680 -80 0 9 +0
Total Volume and Open Interest 16,342 56,898 -496
Nikkei 225(SGX)
Jun11 110411 9760 9800 9700 9725 -45 106,165 238,875 +8,315
Sep11 110411 9715 9720 9715 9720 -45 49 1,340 +12
Dec11 110411 9670 9670 9670 9670 -40 0 5,359 +0
Total Volume and Open Interest 115,663 250,298 -32,877
CAC 40(EURONEXT)
Apr11 110411 4053.0 4057.5 4023.5 4040.0 -23.0 123,771 268,318 +268,318
May11 110411 3984.5 3986.0 3957.0 3971.5 -23.0 4,196 5,586 +5,586
Jun11 110411 3938.5 3946.5 3921.0 3931.5 -20.5 65 26,467 +26,467
Total Volume and Open Interest 128,032 300,371 +0
Hang Seng Index(HKFE)
Apr11 110411 24416 24485 24239 24345 -71 62,995 94,875 +2,246
May11 110411 24198 24270 24040 24140 -81 1,396 2,253 +302
Jun11 110411 24060 24141 23939 24019 -70 341 5,777 -14
Total Volume and Open Interest 64,875 104,047 +2,555
DAX(EUREX)
Jun11 110411 7224.0 7245.0 7173.5 7226.5 +3.5 134,223 213,434 -15,430
Sep11 110411 7260.0 7265.0 7200.0 7252.5 +3.5 164 5,387 +72
Dec11 110411 7273.0 7284.0 7245.0 7284.0 +3.5 11 548 +13
Total Volume and Open Interest 134,398 219,369 -15,345
FT-SE 100(EURONEXT)
Jun11 110411 6013.50 6029.50 5988.50 6011.00 +12.50 91,973 607,442 +2,457
Sep11 110411 5989.50 5989.50 5957.00 5976.50 +12.50 1 508 -1
Dec11 110411 5960.00 5960.00 5959.00 5959.00 +12.50 10 192 +0
Total Volume and Open Interest 91,984 608,142 +2,456
SPI 200(SFE)
Jun11 110411 4961.0 5001.0 4940.0 5001.0 +36.0 35,759 191,794 +9,538
Sep11 110411 4960.0 4990.0 4955.0 4990.0 +36.0 2 3,566 -2
Dec11 110411 5014.0 5014.0 5014.0 5014.0 +36.0 53 2,755 +53
Total Volume and Open Interest 35,840 199,669 +9,595
GSCI(CME)
Apr11 110411 101.14 103.94 92.64 94.54 -8.35 1,995 11,220 -1,330
May11 110411 102.29 104.64 94.44 95.64 -8.45 1,614 2,509 +1,585
Jun11 110411 97.34 106.14 96.64 97.34 -8.30 0 1 +0
Total Volume and Open Interest 3,609 13,730 +255
Reuters CCI(ICE)
Jun11 110411 366.00 366.00 366.00 366.00 -3.30      
Total Volume and Open Interest      
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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