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MRCI's End of Day Prices

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MRCI's End of Day Prices
Daily Futures Price Listing Thu April 14, 2011
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
May11 110414 1335.25 1337.75 1316.50 1331.00 -2.50 140,396 153,590 -12,595
Jul11 110414 1346.50 1349.25 1328.25 1342.75 -2.25 96,995 204,732 +6,156
Aug11 110414 1350.00 1350.75 1331.00 1345.00 -2.50 4,095 13,090 -192
Sep11 110414 1349.75 1349.75 1332.25 1345.00 -4.50 3,095 14,349 -264
Nov11 110414 1353.00 1355.50 1334.75 1345.25 -6.25 38,273 192,195 -804
Jan12 110414 1361.75 1363.75 1343.25 1353.75 -6.50 2,149 22,039 -167
Mar12 110414 1360.00 1360.75 1343.50 1355.00 -5.75 402 13,252 +81
Total Volume and Open Interest 286,981 636,593 -7,830
Soybean Meal(CBOT)
May11 110414 342.60 343.90 337.60 342.50 +0.30 49,797 54,923 -5,764
Jul11 110414 347.60 349.40 343.00 348.10 +0.50 34,993 70,665 +3,728
Aug11 110414 349.80 351.00 345.00 349.70 +0.20 4,155 18,726 +507
Sep11 110414 350.60 351.50 345.50 350.00 -0.10 1,615 13,442 -23
Oct11 110414 349.00 349.60 345.30 347.70 -1.20 2,324 12,684 -158
Dec11 110414 350.80 351.40 346.60 348.70 -1.50 6,513 42,417 +911
Jan12 110414 352.30 352.30 349.30 350.50 -1.40 238 3,296 -18
Mar12 110414 355.00 355.10 351.80 352.30 -0.90 349 3,127 +57
Total Volume and Open Interest 100,879 225,272 -330
Soybean Oil(CBOT)
May11 110414 57.55 57.66 56.79 56.87 -0.49 84,479 96,836 -11,952
Jul11 110414 58.11 58.25 57.40 57.47 -0.52 59,474 141,884 +5,349
Aug11 110414 58.21 58.34 57.68 57.69 -0.50 5,391 15,964 -128
Sep11 110414 58.35 58.37 57.87 57.91 -0.52 2,153 14,025 -443
Oct11 110414 58.64 58.64 57.97 57.99 -0.49 2,002 13,924 -33
Dec11 110414 58.80 58.83 58.00 58.12 -0.49 21,230 74,297 -148
Jan12 110414 58.40 58.78 58.27 58.27 -0.51 652 4,132 +211
Mar12 110414 58.59 58.61 58.22 58.22 -0.46 105 4,193 +56
Total Volume and Open Interest 175,756 369,060 -7,028
Canola(WCE)
May11 110414 573.0 575.3 562.9 570.3 -2.2 15,186 48,589 -5,024
Jul11 110414 581.7 583.7 571.5 579.1 -2.1 7,628 52,442 +2,009
Nov11 110414 570.3 572.6 560.0 571.5 +1.2 978 71,753 +493
Jan12 110414 572.4 578.3 571.6 578.3 +1.2 14 4,450 -3
Mar12 110414 578.9 578.9 578.9 578.9 +1.2 20 1,000 +0
Total Volume and Open Interest 23,847 180,355 -2,508
Corn(CBOT)
May11 110414 757.50 760.25 741.25 754.25 -1.25 216,651 401,036 -27,125
Jul11 110414 762.25 765.50 747.50 761.00 unch 176,735 540,970 +15,518
Sep11 110414 703.50 706.50 693.00 706.50 +4.00 27,119 128,178 +1,910
Dec11 110414 645.25 656.50 637.75 655.50 +10.50 59,735 432,034 -2,066
Mar12 110414 653.50 664.50 647.25 663.75 +10.00 3,859 67,825 +450
May12 110414 663.00 671.50 654.25 671.00 +9.75 2,600 12,367 +1,123
Total Volume and Open Interest 489,917 1,659,868 -9,564
Wheat(CBOT)
May11 110414 757.00 760.75 733.25 740.50 -12.25 76,981 100,880 -11,118
Jul11 110414 792.00 796.00 768.50 776.25 -11.75 51,147 188,828 +8,557
Sep11 110414 830.75 834.00 808.50 814.75 -12.50 10,678 58,498 +1,888
Dec11 110414 860.50 865.75 839.50 845.50 -13.00 13,882 100,565 -1,390
Mar12 110414 883.50 883.50 865.75 870.25 -12.25 1,090 12,128 +44
Total Volume and Open Interest 155,194 489,557 -1,984
Wheat(KCBT)
May11 110414 888.75 891.25 861.75 864.00 -21.00 18,318 51,416 -3,024
Jul11 110414 898.25 901.50 872.25 874.25 -21.25 15,749 85,511 +2,478
Sep11 110414 911.75 914.00 885.25 887.25 -21.25 2,210 23,401 +384
Dec11 110414 929.50 930.75 903.25 904.75 -19.75 1,866 29,101 +35
Mar12 110414 935.25 935.25 915.25 916.25 -18.25 241 3,251 +23
Total Volume and Open Interest 38,544 198,563 -118
Wheat(MGE)
May11 110414 904.75 911.75 887.75 889.75 -14.25 3,798 12,583 -969
Jul11 110414 912.25 919.75 895.75 897.50 -14.50 2,574 18,243 +156
Sep11 110414 917.50 921.75 898.75 900.00 -15.00 1,057 15,002 +59
Dec11 110414 931.50 932.25 910.25 912.25 -14.75 823 11,994 +237
Mar12 110414 933.75 934.25 920.00 921.00 -14.25 154 1,846 -10
Total Volume and Open Interest 8,477 61,690 -505
Oats(CBOT)
May11 110414 386.00 389.25 378.00 382.00 -4.75 697 4,063 -219
Jul11 110414 395.50 398.25 387.50 391.00 -4.50 386 6,791 +41
Sep11 110414 392.00 399.50 392.00 396.00 -3.50 11 220 -3
Dec11 110414 404.00 404.00 399.50 401.00 -3.00 68 2,575 +1
Total Volume and Open Interest 1,162 13,652 -180
Rough Rice(CBOT)
May11 110414 13.62 13.74 13.45 13.66 +0.04 1,111 9,463 -536
Jul11 110414 13.98 14.07 13.79 13.99 +0.04 886 9,701 +196
Sep11 110414 14.74 14.83 14.56 14.79 +0.05 296 3,989 +89
Nov11 110414 15.04 15.11 14.99 15.09 +0.05 62 909 -2
Total Volume and Open Interest 2,431 24,512 -218
Live Cattle(CME)
Apr11 110414 118.250 118.950 117.450 118.800 +0.515 4,018 19,993 -1,137
Jun11 110414 115.680 116.785 115.200 116.500 +0.715 27,603 177,789 -2,894
Aug11 110414 117.535 118.580 117.000 118.350 +0.670 7,707 84,780 -308
Oct11 110414 122.150 123.100 121.480 122.900 +0.615 6,540 50,516 +1,074
Dec11 110414 122.980 123.930 122.400 123.830 +0.730 3,728 39,467 +974
Feb12 110414 122.550 123.535 122.050 123.500 +0.920 649 10,406 +255
Total Volume and Open Interest 50,550 388,055 -1,807
Feeder Cattle(CME)
Apr11 110414 132.300 133.435 132.035 133.100 +1.115 679 2,350 -177
May11 110414 132.935 134.575 132.600 133.785 +0.750 3,223 11,187 -600
Aug11 110414 136.650 138.075 136.185 137.380 +0.805 3,339 21,408 +76
Sep11 110414 137.000 138.350 136.700 137.550 +0.265 542 4,172 +152
Oct11 110414 136.850 138.100 136.575 137.535 +0.785 211 2,290 +55
Nov11 110414 136.600 137.800 136.535 137.500 +0.675 106 1,210 +15
Jan12 110414 136.000 136.500 135.800 136.100 +0.400 11 261 +4
Total Volume and Open Interest 8,111 42,891 -475
Lean Hogs(CME)
Apr11 110414 93.950 94.050 93.750 93.930 -0.020 3,159 10,779 -700
May11 110414 103.000 104.200 102.230 104.135 +1.135 998 4,987 +121
Jun11 110414 101.600 103.000 100.730 102.635 +1.185 15,493 89,020 -1,560
Jul11 110414 101.285 102.550 100.480 102.135 +1.100 3,172 30,380 -164
Aug11 110414 101.750 102.600 100.885 102.480 +1.130 4,145 34,613 -904
Oct11 110414 93.400 94.050 92.930 93.600 -0.080 4,143 31,532 +773
Dec11 110414 89.950 90.200 89.250 89.250 -0.730 1,350 23,433 +279
Feb12 110414 90.000 90.535 89.635 89.700 -0.400 124 5,041 +2
Total Volume and Open Interest 32,644 234,891 -2,120
Class III Milk(CME)
Apr11 110414 16.74 16.74 16.74 16.74 unch 114 5,471 +153
May11 110414 16.90 16.97 16.75 16.85 -0.09 235 5,667 +8
Jun11 110414 17.55 17.55 17.37 17.45 -0.06 171 4,304 +20
Jul11 110414 17.83 17.83 17.66 17.66 -0.16 182 3,332 +79
Aug11 110414 17.80 17.81 17.73 17.76 -0.05 75 3,157 +28
Total Volume and Open Interest 1,056 34,619 +419
Cocoa(ICE)
May11 110414 3076 3241 3052 3125 +59 10,009 7,782 -6,545
Jul11 110414 3088 3157 3054 3127 +57 10,920 73,140 +144
Sep11 110414 3087 3166 3087 3138 +54 4,078 22,602 +1,657
Dec11 110414 3117 3176 3110 3155 +50 561 21,901 +268
Mar12 110414 3157 3224 3155 3203 +57 565 23,779 +201
May12 110414 3164 3202 3164 3202 +62 7 5,761 -1
Jul12 110414 3206 3206 3206 3206 +68 7 547 +0
Total Volume and Open Interest 26,147 159,819 -4,276
Coffee "C"(ICE)
May11 110414 280.70 285.00 279.15 282.40 +1.70 16,808 27,417 -5,038
Jul11 110414 283.50 287.70 281.60 285.15 +1.45 16,284 55,354 +4,876
Sep11 110414 285.40 290.00 284.25 287.65 +1.65 3,696 16,792 +1,446
Dec11 110414 287.15 292.20 287.10 290.15 +1.75 359 15,719 -5
Mar12 110414 288.70 293.25 288.70 291.55 +1.65 66 3,418 +26
May12 110414 292.00 293.50 289.95 292.40 +1.55 68 1,913 +30
Total Volume and Open Interest 37,333 121,875 +1,370
Orange Juice(ICE)
May11 110414 168.05 171.00 166.35 170.90 +2.75 2,336 10,730 -1,375
Jul11 110414 163.90 166.50 161.60 166.20 +2.80 2,161 12,918 +1,591
Sep11 110414 159.20 162.55 158.50 162.45 +2.05 5 1,485 -1
Nov11 110414 158.75 158.75 158.75 158.75 +1.90 102 1,219 +63
Jan12 110414 157.45 157.45 157.45 157.45 +1.10 0 169 +0
Mar12 110414 157.30 157.30 157.30 157.30 +0.50 0 40 +0
Total Volume and Open Interest 4,604 26,568 +278
Sugar #11(ICE)
May11 110414 24.85 25.05 24.35 24.44 -0.35 58,036 133,259 -8,865
Jul11 110414 23.65 23.86 22.95 23.06 -0.59 50,230 245,162 +10,260
Oct11 110414 23.80 23.98 23.10 23.23 -0.67 13,141 115,492 +2,878
Mar12 110414 24.00 24.08 23.30 23.41 -0.51 3,970 67,549 +730
May12 110414 23.53 23.71 23.03 23.12 -0.35 1,623 19,273 +287
Total Volume and Open Interest 128,830 630,575 +5,798
London Cocoa(LCE)
May11 110414 1950 1981 1932 1963 +15 4,463 42,274 -1,783
Jul11 110414 1945 1980 1927 1960 +14 6,036 54,911 +1,715
Sep11 110414 1962 1992 1944 1975 +14 1,133 30,766 +70
Dec11 110414 1980 2005 1965 1990 +8 1,328 30,279 +755
Mar12 110414 2000 2020 1983 2007 +8 176 25,677 +38
May12 110414 2009 2032 1997 2018 +10 5 6,853 +0
Jul12 110414 2014 2026 2012 2026 +11 0 3,588 +0
Total Volume and Open Interest 13,141 202,961 +795
London Sugar(LCE)
Aug11 110414 639.10 640.90 628.80 638.40 -2.80 3,582 28,039 +274
Oct11 110414 625.70 629.70 617.70 624.30 -5.30 340 7,074 +21
Dec11 110414 621.20 623.40 613.40 619.00 -6.60 30 2,048 -5
Mar12 110414 615.10 615.10 612.80 614.40 -6.10 34 1,531 +10
May12 110414 602.70 603.90 598.00 603.20 -2.40 10 926 +0
Total Volume and Open Interest 10,611 57,739 -2,892
Cotton(ICE)
May11 110414 197.50 197.88 194.06 196.04 -1.31 14,785 53,072 -4,748
Jul11 110414 180.50 181.14 176.93 178.00 -2.64 12,700 70,053 +4,044
Oct11 110414 156.00 156.00 152.60 154.36 -1.99 19 447 -8
Dec11 110414 134.65 135.50 130.53 132.45 -2.25 3,538 61,259 +285
Mar12 110414 125.40 125.40 122.01 123.78 -1.62 989 6,869 +186
May12 110414 117.00 117.01 115.94 116.80 -0.88 80 2,036 +21
Total Volume and Open Interest 32,295 198,223 -203
Lumber(CME)
May11 110414 250.4 251.2 241.9 242.0 -9.0 891 3,116 -69
Jul11 110414 276.0 279.0 266.0 266.0 -10.0 684 5,275 +114
Sep11 110414 289.3 289.3 281.0 281.0 -10.0 131 1,299 +35
Nov11 110414 286.4 286.4 282.9 282.9 -10.0 78 268 +54
Total Volume and Open Interest 1,787 9,967 +137
Crude Oil(NYM)
May11 110414 107.32 108.55 105.77 108.11 +1.00 555,625 177,160 -32,035
Jun11 110414 107.94 109.14 106.43 108.70 +0.99 222,724 267,722 +22,191
Jul11 110414 108.49 109.59 107.00 109.19 +0.95 90,321 174,522 +14,313
Aug11 110414 108.97 109.87 107.43 109.49 +0.85 33,317 60,980 +5,042
Sep11 110414 109.20 109.98 107.87 109.67 +0.71 25,290 66,804 +4,010
Oct11 110414 108.86 110.16 107.96 109.75 +0.58 11,330 36,912 -138
Nov11 110414 109.46 110.18 108.92 109.77 +0.48 10,096 35,588 +1,115
Dec11 110414 109.62 110.21 108.14 109.76 +0.41 71,627 180,301 -1,620
Jan12 110414 108.25 110.00 108.25 109.67 +0.34 9,239 36,281 +278
Feb12 110414 108.75 109.86 108.17 109.51 +0.27 4,603 17,054 -157
Mar12 110414 109.08 109.35 108.89 109.31 +0.21 5,348 29,330 -150
Apr12 110414 107.94 109.24 107.94 109.04 +0.14 3,605 13,857 -272
May12 110414 108.65 108.72 108.11 108.72 +0.07 2,354 12,977 +50
Jun12 110414 107.65 108.59 107.59 108.37 +0.01 6,361 66,378 +240
Jul12 110414 108.20 108.20 107.97 107.97 -0.04 490 15,459 +39
Aug12 110414 107.40 107.56 107.30 107.56 -0.09 152 9,515 +94
Total Volume and Open Interest 1,085,755 1,584,517 +17,025
e-miNY Crude Oil(NYM)
Apr11 110321 102.050 103.350 101.650 102.325 +1.250 11,151 2,230 -312
May11 110414 107.300 108.550 105.750 108.100 +1.000 17,992 3,085 -85
Jun11 110414 107.950 109.125 106.475 108.700 +1.000 1,694 1,173 +162
Jul11 110414 108.225 109.575 107.175 109.200 +0.950 224 305 +6
Aug11 110414 108.400 109.500 108.400 109.500 +0.850 26 68 +7
Sep11 110414 108.500 110.000 108.500 109.675 +0.725 9 20 +3
Oct11 110414 109.875 109.875 109.750 109.750 +0.575 0 42 +0
Nov11 110414 109.775 109.775 109.775 109.775 +0.475 0 11 +0
Dec11 110414 109.550 109.900 109.550 109.750 +0.400 18 242 +1
Jan12 110414 109.850 109.850 109.675 109.675 +0.350 0 5 -2
Total Volume and Open Interest 19,963 5,090 +92
Heating Oil(NYM)
May11 110414 321.10 322.45 317.18 318.90 -1.38 66,712 79,985 -8,838
Jun11 110414 323.75 323.83 318.40 320.16 -1.45 47,404 62,946 +1,406
Jul11 110414 325.58 325.61 320.06 321.78 -1.52 21,987 37,735 -752
Aug11 110414 323.83 325.13 321.89 323.45 -1.52 13,699 25,199 -1,105
Sep11 110414 324.90 326.73 323.71 325.11 -1.50 7,445 17,190 +458
Oct11 110414 325.39 327.96 325.12 326.67 -1.50 2,636 9,159 +146
Nov11 110414 327.40 328.49 327.40 328.35 -1.50 1,522 8,207 -67
Dec11 110414 332.52 332.72 328.02 330.00 -1.50 10,121 29,544 +351
Jan12 110414 334.14 334.64 331.25 331.58 -1.48 939 9,029 +247
Feb12 110414 331.40 331.73 331.35 331.73 -1.48 59 4,130 +24
Mar12 110414 330.28 330.37 329.90 330.37 -1.44 40 2,511 +17
Apr12 110414 327.00 327.52 327.00 327.52 -1.39 10 949 +6
Total Volume and Open Interest 173,601 302,561 -7,919
Gasoline(NYMEX)
May11 110414 324.70 326.79 321.00 323.47 -0.77 53,482 80,798 -3,927
Jun11 110414 322.22 323.17 318.50 320.38 -1.24 35,966 62,683 +4,498
Jul11 110414 319.59 320.15 316.39 317.79 -1.36 21,503 40,108 +2,935
Aug11 110414 315.49 317.36 314.50 315.43 -1.18 8,954 17,449 +94
Sep11 110414 311.97 313.97 311.46 312.47 -0.95 6,285 19,461 -485
Oct11 110414 297.35 299.33 296.50 297.95 -0.69 2,567 16,759 +162
Nov11 110414 294.41 295.40 293.75 294.58 -0.53 1,212 6,932 +314
Dec11 110414 294.43 294.43 291.76 293.14 -0.50 2,373 24,571 +7
Jan12 110414 292.85 293.16 292.85 293.16 -0.53 459 6,367 -13
Feb12 110414 294.52 294.52 294.52 294.52 -0.55 254 2,469 +88
Total Volume and Open Interest 133,096 293,832 +3,678
e-miNY RBOB Gasoline(NYM)
May11 110414 323.50 323.50 323.47 323.50 -0.70 0 3 +0
Jun11 110414 320.40 320.40 320.38 320.40 -1.20 0 1 +0
Jul11 110414 317.80 317.80 317.79 317.80 -1.40 0 1 +0
Aug11 110414 315.40 315.43 315.40 315.40 -1.20 0 1 +0
Total Volume and Open Interest 0 9 +0
Natural Gas(NYM)
May11 110414 4.140 4.261 4.063 4.212 +0.071 144,755 146,304 -24,296
Jun11 110414 4.207 4.318 4.128 4.269 +0.063 57,771 114,376 +3,100
Jul11 110414 4.275 4.388 4.204 4.342 +0.059 57,239 176,858 +16,256
Aug11 110414 4.338 4.433 4.252 4.389 +0.056 16,609 53,726 -747
Sep11 110414 4.342 4.449 4.275 4.408 +0.053 13,197 63,219 +2,962
Oct11 110414 4.399 4.499 4.320 4.455 +0.051 16,854 76,662 +310
Nov11 110414 4.543 4.660 4.504 4.623 +0.044 5,037 34,684 +260
Dec11 110414 4.812 4.900 4.750 4.861 +0.030 3,560 28,061 +310
Jan12 110414 4.926 5.019 4.887 4.981 +0.018 7,656 77,565 +1,389
Feb12 110414 4.881 4.998 4.875 4.963 +0.017 900 15,570 -84
Mar12 110414 4.870 4.922 4.804 4.894 +0.017 4,903 31,152 -1,222
Apr12 110414 4.688 4.783 4.675 4.751 +0.011 2,215 31,608 +257
May12 110414 4.713 4.800 4.713 4.773 +0.009 499 8,699 +119
Jun12 110414 4.770 4.828 4.770 4.809 +0.009 177 5,344 +29
Jul12 110414 4.865 4.873 4.854 4.854 +0.009 19 5,072 +2
Aug12 110414 4.820 4.899 4.805 4.879 +0.008 125 5,513 -37
Total Volume and Open Interest 332,768 950,482 -1,111
Brent Crude Oil(ICE)
Jun11 110414 122.74 122.83 121.14 122.00 -0.33 284,213 241,986 -8,248
Jul11 110414 122.16 122.38 120.75 121.64 -0.28 79,365 104,060 +648
Aug11 110414 121.78 121.97 120.40 121.28 -0.26 30,901 38,611 +30
Sep11 110414 121.37 121.56 120.00 120.86 -0.27 22,011 37,425 +146
Oct11 110414 121.00 121.20 119.77 120.47 -0.31 12,717 25,018 -126
Nov11 110414 120.66 120.83 119.43 120.09 -0.33 10,126 20,880 +364
Dec11 110414 120.37 120.46 119.00 119.72 -0.35 62,061 99,189 -6,659
Jan12 110414 120.01 120.10 119.35 119.41 -0.38 5,125 20,191 +505
Feb12 110414 119.08 119.08 119.08 119.08 -0.40 2,922 13,042 +60
Mar12 110414 118.73 118.73 118.73 118.73 -0.42 4,346 29,083 +58
Apr12 110414 118.31 118.31 118.31 118.31 -0.47 1,964 6,018 -162
May12 110414 117.88 117.88 117.88 117.88 -0.52 1,668 5,068 +261
Jun12 110414 118.31 118.31 117.07 117.43 -0.58 7,342 36,050 -1,482
Jul12 110414 116.94 116.94 116.94 116.94 -0.61 374 2,422 +7
Total Volume and Open Interest 747,508 868,450 -41,833
Gas Oil(ICE)
May11 110414 1017.50 1019.75 1005.50 1012.50 -2.25 174,012 155,240 -9,916
Jun11 110414 1020.50 1023.00 1008.25 1015.25 -2.50 158,759 107,027 +3,879
Jul11 110414 1024.00 1025.50 1011.25 1018.25 -2.25 40,533 58,312 +7,764
Aug11 110414 1025.50 1027.50 1014.50 1021.00 -2.00 12,358 26,357 -507
Sep11 110414 1028.00 1028.50 1016.50 1023.75 -1.50 14,925 44,420 +961
Oct11 110414 1030.25 1030.25 1019.25 1025.50 -1.50 10,320 27,945 +186
Nov11 110414 1025.00 1026.50 1022.75 1025.75 -1.50 6,147 20,427 -453
Dec11 110414 1033.00 1033.25 1019.50 1026.50 -1.75 28,155 69,967 -54
Jan12 110414 1035.00 1035.00 1025.00 1028.75 -1.25 2,622 23,559 -544
Feb12 110414 1028.25 1028.50 1025.50 1028.50 -1.00 305 6,618 +59
Total Volume and Open Interest 451,741 623,431 -9,005
Ethanol(CBOT)
Apr11 110405 2.695 2.710 2.695 2.706 -0.009 94 259 -79
May11 110414 2.620 2.648 2.620 2.639 -0.019 215 894 +39
Jun11 110414 2.645 2.658 2.630 2.657 -0.005 205 1,075 +26
Jul11 110414 2.655 2.665 2.630 2.661 -0.001 317 1,377 -104
Aug11 110414 2.649 2.663 2.631 2.657 +0.006 112 608 +28
Sep11 110414 2.565 2.606 2.565 2.606 +0.036 45 895 +6
Oct11 110414 2.457 2.457 2.457 2.457 +0.030 99 783 +68
Nov11 110414 2.441 2.444 2.430 2.438 +0.033 70 571 -11
Total Volume and Open Interest 1,173 7,590 +16
WTI Crude Oil(ICE
May11 110414 107.26 108.54 105.77 108.11 +1.00 102,472 54,845 -13,417
Jun11 110414 107.87 109.13 106.43 108.70 +0.99 67,779 99,796 +3,452
Jul11 110414 108.21 109.58 107.02 109.19 +0.95 19,587 69,780 +1,498
Aug11 110414 108.90 109.85 107.56 109.49 +0.85 10,060 27,110 +1,139
Sep11 110414 108.42 110.00 108.09 109.67 +0.71 9,376 29,886 +91
Oct11 110414 109.58 110.00 108.30 109.75 +0.58 5,782 20,086 +224
Nov11 110414 109.71 109.99 108.13 109.77 +0.48 3,989 15,164 +756
Dec11 110414 109.31 110.20 108.15 109.76 +0.41 29,813 88,416 -2,260
Jan12 110414 108.95 109.67 108.95 109.67 +0.34 1,898 12,553 -172
Feb12 110414 109.51 109.51 109.51 109.51 +0.27 619 2,802 -60
Mar12 110414 109.31 109.31 109.31 109.31 +0.21 1,164 10,108 -164
Apr12 110414 109.04 109.04 109.04 109.04 +0.14 417 3,099 +32
May12 110414 108.72 108.72 108.72 108.72 +0.07 435 1,696 -2
Jun12 110414 108.39 108.44 108.27 108.37 +0.01 3,799 27,183 -1,310
Jul12 110414 107.97 107.97 107.97 107.97 -0.04 51 817 +30
Aug12 110414 107.56 107.56 107.56 107.56 -0.09 62 372 +4
Total Volume and Open Interest 264,164 568,298 -9,201
US Dollar Index(ICE)
Jun11 110414 75.160 75.370 74.835 74.887 -0.303 27,177 49,289 -1,120
Sep11 110414 75.645 75.800 75.317 75.317 -0.303 15 552 +3
Dec11 110414 75.747 75.747 75.747 75.747 -0.303 0 1 +0
Total Volume and Open Interest 27,192 49,843 -1,117
Australian Dollar(CME)
Jun11 110414 104.18 104.74 103.82 104.64 +0.46 121,259 148,275 -794
Sep11 110414 102.89 103.35 102.60 103.35 +0.46 174 702 -4
Dec11 110414 102.17 102.17 101.70 102.17 +0.47 0 56 +0
Total Volume and Open Interest 121,433 149,033 -798
British Pound(CME)
Jun11 110414 162.52 163.74 162.42 163.40 +0.79 138,544 120,030 -2,621
Sep11 110414 162.50 163.15 162.36 163.15 +0.79 93 244 +44
Dec11 110414 162.87 162.87 162.07 162.87 +0.80 0 37 +0
Total Volume and Open Interest 138,640 120,316 -2,574
Canadian Dollar(CME)
Jun11 110414 103.72 104.07 103.27 103.96 +0.23 104,046 136,790 -2,204
Sep11 110414 103.66 103.79 103.03 103.70 +0.24 193 2,593 +72
Dec11 110414 102.86 103.68 102.86 103.40 +0.25 32 2,401 -4
Mar12 110414 103.08 103.08 102.83 103.08 +0.25 9 211 +9
Total Volume and Open Interest 104,281 142,022 -2,126
Japanese Yen(CME)
Jun11 110414 119.22 120.59 119.18 119.90 +0.58 172,066 128,995 -2,347
Sep11 110414 119.56 120.53 119.41 119.99 +0.58 222 1,024 +20
Dec11 110414 120.54 120.69 119.53 120.12 +0.59 2 58 +2
Total Volume and Open Interest 172,290 130,084 -2,325
Swiss Franc(CME)
Jun11 110414 111.62 112.44 111.51 112.10 +0.47 56,466 61,386 +3,531
Sep11 110414 111.64 112.33 111.64 112.13 +0.47 59 105 +30
Dec11 110414 112.14 112.14 111.67 112.14 +0.47 2 13 +0
Total Volume and Open Interest 56,527 61,505 +3,561
EuroFX(CME)
Jun11 110414 144.24 144.95 143.45 144.71 +0.51 299,001 240,664 -788
Sep11 110414 143.93 144.50 143.07 144.28 +0.51 303 2,142 -5
Dec11 110414 143.36 143.81 143.30 143.81 +0.51 0 73 +0
Total Volume and Open Interest 299,310 243,203 -787
Mexican Peso(CME)
Apr11 110414 853.5 853.5 849.5 853.5 +4.0      
May11 110414 850.0 850.0 846.0 850.0 +4.0      
Total Volume and Open Interest 38,671 166,619 -658
30-Year T-Bonds(CBOT)
Jun11 110414 120~020 120~020 119~190 119~220 -0~040      
Sep11 110414 118~050 118~210 118~000 118~040 -0~040 211 1,614 +114
Dec11 110414 116~210 116~250 116~210 116~210 -0~040      
Total Volume and Open Interest 306,348 562,684 -4,804
10-Year T-Notes(CBOT)
Jun11 110414 119~110 119~245 119~020 119~065 -0~060 1,292,362 1,650,451 -44,955
Sep11 110414 117~300 118~050 117~200 117~215 -0~060 1,438 3,745 +1,267
Dec11 110414 116~215 116~275 116~215 116~215 -0~060 0 4 +0
Total Volume and Open Interest 1,293,800 1,654,200 -43,688
5-Year T-Notes(CBOT)
Jun11 110414 117~015 117~047 116~110 116~119 -0~026 695,104 1,322,945 -26,428
Sep11 110414 115~081 115~107 115~081 115~081 -0~026 27 2,691 +10
Dec11 110414 114~105 115~003 114~105 114~105 -0~026      
Total Volume and Open Interest 695,131 1,325,636 -26,418
2 Year T-Notes(CBOT)
Jun11 110414 109~025 109~032 109~015 109~017 -0~008 329,084 1,033,000 +2,648
Sep11 110414 108~075 108~082 108~075 108~075 -0~007 2,189 2,323 +1,625
Dec11 110414 108~013 108~020 108~013 108~013 -0~007      
Total Volume and Open Interest 331,373 1,035,323 +4,273
Eurodollars(CME)
Jun11 110414 99.715 99.715 99.700 99.705 -0.005 184,205 1,039,237 -41,160
Sep11 110414 99.640 99.645 99.610 99.615 -0.020 291,405 1,415,051 +28,414
Dec11 110414 99.485 99.495 99.445 99.455 -0.025 357,562 1,478,606 +25,891
Mar12 110414 99.245 99.265 99.200 99.210 -0.030 356,073 1,403,425 +18,367
Jun12 110414 98.905 98.945 98.855 98.870 -0.035 529,496 1,050,399 +36,209
Sep12 110414 98.520 98.575 98.470 98.485 -0.040 360,102 673,831 -1,795
Dec12 110414 98.160 98.220 98.100 98.115 -0.045 295,331 487,114 +9,442
Mar13 110414 97.845 97.925 97.795 97.815 -0.040 203,748 325,487 +62
Jun13 110414 97.580 97.655 97.525 97.545 -0.035 126,880 272,420 -2,821
Sep13 110414 97.320 97.400 97.270 97.290 -0.030 88,429 252,818 +680
Dec13 110414 97.080 97.160 97.025 97.045 -0.030 75,453 186,820 +890
Mar14 110414 96.865 96.940 96.805 96.830 -0.030 72,978 178,967 +426
Jun14 110414 96.650 96.725 96.585 96.610 -0.035 21,775 107,384 -467
Sep14 110414 96.450 96.520 96.375 96.400 -0.040 16,215 60,543 -814
Dec14 110414 96.240 96.305 96.170 96.190 -0.040 17,533 77,531 -41
Mar15 110414 96.060 96.130 95.995 96.015 -0.040 17,457 57,288 -249
Jun15 110414 4.135 4.200 4.075 4.090 -0.040 11,105 37,540 +735
Sep15 110414 3.975 4.040 3.915 3.935 -0.035 11,160 38,162 -15
Total Volume and Open Interest 3,076,715 9,389,824 +77,354
30 Day Federal Funds(CBOT)
Apr11 110414 99.905 99.905 99.900 99.900 -0.002 4,540 76,938 +1,913
May11 110414 99.905 99.905 99.895 99.895 unch 5,230 74,096 +1,952
Jun11 110414 99.885 99.890 99.880 99.880 unch 2,069 55,318 +220
Jul11 110414 99.865 99.870 99.860 99.860 -0.005 2,195 46,964 +113
Aug11 110414 99.845 99.850 99.835 99.840 -0.005 4,207 45,149 +1,592
Sep11 110414 99.830 99.840 99.820 99.825 -0.005 3,688 33,396 +1,143
Total Volume and Open Interest 69,278 652,385 +5,009
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 110414 99.673 99.673 99.673 99.673 unch 0 750 +0
Sep11 110414 99.670 99.670 99.670 99.670 unch 0 100 +0
Dec11 110414 99.662 99.662 99.662 99.662 unch 0 75 +0
Mar12 110414 99.650 99.650 99.650 99.650 unch      
Jun12 110414 99.675 99.675 99.675 99.675 unch      
Sep12 110414 99.605 99.605 99.605 99.605 unch      
Dec12 110414 99.565 99.565 99.565 99.565 unch      
Mar13 110414 99.565 99.565 99.565 99.565 unch      
Jun13 110414 99.520 99.520 99.520 99.520 unch      
Sep13 110414 99.380 99.380 99.380 99.380 unch      
Total Volume and Open Interest 0 925 +0
3-Mth Euro-Yen(SGX)
Jun11 110414 99.67 99.67 99.67 99.67 unch 1,002 5,000 +600
Sep11 110414 99.67 99.67 99.67 99.67 unch 0 1,443 +270
Dec11 110414 99.66 99.66 99.66 99.66 unch 0 1,991 +0
Mar12 110414 99.65 99.65 99.64 99.64 unch 100 3,262 +105
Jun12 110414 99.68 99.68 99.68 99.68 unch 0 1,254 +0
Sep12 110414 99.61 99.61 99.61 99.61 unch 0 411 +0
Dec12 110414 99.57 99.57 99.57 99.57 unch 0 24 +0
Mar13 110414 99.57 99.57 99.57 99.57 unch 0 1 +0
Total Volume and Open Interest 1,102 13,386 +975
Japanese Gov't Bonds(SGX)
Jun11 110413 138.60 138.83 138.55 138.77 +0.10 3,656 11,745 -220
Sep11 110414 138.23 138.23 138.23 138.23 +0.36 0 1 +0
Dec11 110414 136.14 136.14 136.14 136.14 +0.36      
Total Volume and Open Interest 2,866 12,999 +125
Euro-Bund(EUREX)
Jun11 110414 120.68 121.11 120.57 120.69 +0.22 932,360 881,127 +13,679
Sep11 110414 120.15 120.51 120.14 120.20 +0.22 2,725 5,387 +2,528
Dec11 110414 119.59 119.59 119.59 119.59 +0.22      
Total Volume and Open Interest 935,085 886,514 +16,207
Euro-Bobl(EUREX)
Jun11 110414 114.36 114.62 114.24 114.30 +0.10 636,904 808,029 -19,256
Sep11 110414 113.64 113.81 113.62 113.62 +0.14 115 16,546 +46
Dec11 110414 113.75 113.75 113.75 113.75 +0.10      
Total Volume and Open Interest 637,019 824,575 -19,210
3-Mth Euribor(EUREX)
Jun11 110414 98.440 98.460 98.440 98.455 +0.010 7 11,451 +1
Sep11 110414 98.110 98.125 98.110 98.115 +0.010 253 3,640 +253
Dec11 110414 97.855 97.875 97.855 97.855 +0.015 156 5,315 +54
Total Volume and Open Interest 465 23,007 +323
Long Gilt(LIFFE)
Jun11 110414 117~04 117~14 117~00 117~04 +0~05 146,095 289,180 +2,783
Sep11 110414 115~31 115~31 115~31 115~31 +0~02      
Total Volume and Open Interest 146,095 289,180 +2,783
3-Mth Short Sterling(LIFFE)
Jun11 110414 99.13 99.13 99.09 99.11 unch 164,317 454,885 +5,642
Sep11 110414 98.94 98.95 98.92 98.93 +0.02 165,102 372,063 -5,853
Dec11 110414 98.70 98.74 98.69 98.70 +0.02 139,834 366,823 +18,850
Mar12 110414 98.46 98.50 98.44 98.45 +0.02 131,568 299,058 -420
Jun12 110414 98.16 98.21 98.15 98.16 +0.03 176,171 243,063 +18,192
Sep12 110414 97.85 97.91 97.84 97.86 +0.04 120,670 148,624 -7,915
Total Volume and Open Interest 1,071,221 2,213,504 +31,375
3-Mth Euribor(LIFFE)
Jun11 110414 98.445 98.475 98.440 98.455 +0.010 125,812 749,729 -33,141
Sep11 110414 98.120 98.140 98.105 98.115 +0.010 130,075 657,601 +7,093
Dec11 110414 97.860 97.890 97.845 97.855 +0.015 134,730 592,142 -12,185
Total Volume and Open Interest 780,208 3,553,746 -56,392
3-Mth Aus T-Bills(SFE)
Jun11 110414 95.06 95.08 95.05 95.07 +0.01 11,600 163,816 -9,402
Sep11 110414 94.99 95.02 94.98 95.00 unch 18,767 209,281 -5,854
Dec11 110414 94.88 94.92 94.86 94.89 +0.01 14,790 129,969 -1,419
Mar12 110414 94.74 94.78 94.72 94.75 +0.01 6,993 69,923 +793
Jun12 110414 94.60 94.65 94.58 94.62 +0.01 2,359 45,645 +351
Sep12 110414 94.49 94.53 94.48 94.50 +0.01 1,354 44,864 -172
Dec12 110414 94.39 94.42 94.37 94.39 +0.01 897 19,142 +631
Mar13 110414 94.31 94.33 94.30 94.30 -0.01 194 8,789 +71
Jun13 110414 94.24 94.24 94.24 94.24 unch 0 1,048 -2
Sep13 110414 94.17 94.17 94.17 94.17 unch 0 900 -1
Total Volume and Open Interest 56,954 694,234 -15,004
10-Year Aus T-Bonds(SFE)
Jun11 110414 94.35 94.40 94.34 94.38 +0.02 47,896 359,969 -1,091
Sep11 110414 94.38 94.38 94.38 94.38 +0.02      
Total Volume and Open Interest 47,896 359,969 -1,091
3-Year Aus T-Bonds(SFE)
Jun11 110414 94.78 94.82 94.76 94.79 unch 130,698 545,855 +11,625
Sep11 110414 94.79 94.79 94.79 94.79 unch      
Total Volume and Open Interest 133,885 541,143 +13,023
Gold(CMX)
Apr11 110414 1456.8 1476.0 1452.7 1471.7 +16.8 345 1,623 -107
Jun11 110414 1458.1 1475.9 1453.2 1472.4 +16.8 186,445 352,822 -7,237
Aug11 110414 1458.3 1477.6 1454.7 1473.5 +16.7 8,275 43,686 +3,205
Oct11 110414 1462.4 1476.9 1458.2 1474.7 +16.6 233 5,988 +4
Dec11 110414 1461.0 1480.0 1457.9 1475.9 +16.5 3,537 34,660 +947
Feb12 110414 1474.2 1480.7 1474.2 1477.4 +16.5 143 6,999 -32
Apr12 110414 1463.9 1479.3 1463.9 1479.3 +16.5 14 5,357 +12
Jun12 110414 1481.8 1481.8 1481.8 1481.8 +16.6 83 6,945 -12
Aug12 110414 1484.6 1484.6 1484.6 1484.6 +16.7 0 2,607 +0
Oct12 110414 1488.1 1488.1 1488.1 1488.1 +16.6 25 3,438 -25
Dec12 110414 1477.0 1497.0 1477.0 1492.9 +17.0 110 12,365 +27
Feb13 110414 1497.9 1497.9 1497.9 1497.9 +17.2 0 104 +0
Total Volume and Open Interest 202,975 514,871 -2,697
Silver(CMX)
May11 110414 4068.0 4221.0 4045.0 4166.4 +142.7 122,887 60,533 -3,736
Jul11 110414 4070.0 4216.0 4049.0 4169.4 +142.6 14,898 36,887 +2,419
Sep11 110414 4066.5 4216.0 4066.5 4171.7 +142.5 1,140 9,263 +133
Dec11 110414 4067.0 4226.0 4067.0 4173.7 +142.4 1,379 17,496 -150
Mar12 110414 4062.5 4190.0 4062.5 4172.7 +142.3 32 1,809 +4
May12 110414 4112.5 4180.5 4105.0 4172.2 +142.1 8 529 -1
Jul12 110414 4186.5 4186.5 4171.2 4171.2 +142.0 7 1,439 -1
Total Volume and Open Interest 141,111 144,670 -1,102
Platinum(NYMEX)
Apr11 110414 1778.5 1798.6 1776.0 1798.6 +16.9 19 108 +1
Jul11 110414 1775.2 1799.7 1770.0 1795.6 +18.4 6,955 34,336 -786
Oct11 110414 1789.5 1799.1 1780.7 1799.1 +18.2 54 1,226 +28
Jan12 110414 1785.0 1800.8 1785.0 1800.8 +18.2 2 16 +0
Total Volume and Open Interest 7,032 35,727 -756
Palladium(NYMEX)
Jun11 110414 764.50 777.75 755.00 774.25 +8.95 5,692 20,870 -530
Sep11 110414 765.10 775.70 759.55 775.45 +8.95 167 877 +159
Dec11 110414 772.00 777.05 772.00 777.05 +8.65 604 322 +304
Total Volume and Open Interest 6,463 22,073 -67
Copper(CMX)
May11 110414 428.35 431.75 424.55 428.40 -1.05 50,248 53,196 -7,300
Jul11 110414 430.00 433.70 426.50 430.35 -1.10 16,767 57,572 +4,829
Sep11 110414 431.80 434.85 428.95 431.80 -1.25 3,709 16,759 +1,918
Dec11 110414 433.00 435.25 429.50 432.85 -1.25 1,310 8,016 +390
Mar12 110414 433.30 433.30 433.30 433.30 -1.25 507 2,490 +410
Total Volume and Open Interest 74,019 142,085 +600
DJIA Index(CBOT)
Jun11 110414 12200 12255 12110 12228 +29 668 14,684 -27
Sep11 110414 12159 12159 12129 12159 +30 0 6 +0
Dec11 110414 12092 12092 12062 12092 +30 0 1 +0
Mar12 110414 12034 12034 12004 12034 +30      
Total Volume and Open Interest 668 14,691 -27
S & P 500(CME)
Jun11 110414 1309.30 1313.30 1298.50 1310.20 +1.50 14,980 296,007 -98
Sep11 110414 1304.80 1306.30 1293.30 1304.80 +1.50 570 5,853 +568
Dec11 110414 1299.50 1301.00 1288.00 1299.50 +1.50 850 2,239 +550
Mar12 110414 1294.90 1296.40 1283.40 1294.90 +1.50      
Total Volume and Open Interest 16,400 304,104 +1,020
S & P 500 E-Mini(Globex)
Jun11 110414 1310.50 1310.75 1309.75 1310.25 +1.25      
Sep11 110414 1303.25 1307.75 1294.00 1304.75 +1.50 1,320 8,963 +407
Total Volume and Open Interest 2,080,258 2,695,345 -9,735
NASDAQ 100(CME)
Jun11 110414 2308.00 2313.00 2286.00 2300.80 -7.70 1,507 17,255 -540
Sep11 110414 2296.50 2300.00 2290.00 2296.50 -7.80 0 3 +0
Dec11 110414 2290.00 2294.00 2289.00 2293.00 -8.80      
Total Volume and Open Interest 1,507 17,258 -540
NASDAQ 100 E-Mini(Globex)
Jun11 110414 2309.00 2312.00 2287.50 2300.80 -7.70 288,991 335,461 -12,652
Sep11 110414 2299.50 2304.50 2284.50 2296.50 -7.80 1,001 637 +413
Total Volume and Open Interest 289,998 336,108 -12,235
S & P Midcap 400(CME)
Jun11 110414 972.80 974.00 962.00 972.80 +1.20 127 1,502 -127
Sep11 110414 970.60 970.60 970.40 970.60 +1.20      
Dec11 110414 969.00 969.00 968.80 969.00 +1.20      
Total Volume and Open Interest 127 1,502 -127
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Jun11 110414 9595 9685 9560 9630 +35 10,030 54,543 +42
Sep11 110414 9660 9660 9625 9660 +35 1 10 +1
Total Volume and Open Interest 10,031 54,553 +43
Nikkei 225(SGX)
Jun11 110414 9640 9685 9555 9635 +5 142,022 235,174 -2,740
Sep11 110414 9580 9665 9580 9630 -5 36 1,365 +26
Dec11 110414 9575 9575 9575 9575 unch 0 5,359 +0
Total Volume and Open Interest 142,998 247,072 -2,653
CAC 40(EURONEXT)
Apr11 110414 3992.5 3996.5 3949.0 3969.0 -36.0 251,093 329,269 +54,953
May11 110414 3923.0 3927.0 3880.0 3900.5 -36.0 114,481 151,150 +61,325
Jun11 110414 3879.0 3881.5 3843.5 3858.0 -36.0 1,599 26,410 -308
Total Volume and Open Interest 367,173 506,829 +115,970
Hang Seng Index(HKFE)
Apr11 110414 24000 24072 23890 24013 -104 83,181 99,345 +2,820
May11 110414 23836 23900 23727 23841 -108 3,147 3,127 +36
Jun11 110414 23819 23819 23589 23691 -108 558 5,886 +213
Total Volume and Open Interest 86,931 109,475 +3,076
DAX(EUREX)
Jun11 110414 7190.0 7205.0 7114.0 7168.5 -33.0 146,448 177,135 +5,072
Sep11 110414 7213.5 7223.5 7142.5 7193.5 -34.0 177 5,343 -23
Dec11 110414 7255.5 7256.0 7192.5 7225.5 -33.0 39 621 -31
Total Volume and Open Interest 146,664 183,099 +5,018
FT-SE 100(EURONEXT)
Jun11 110414 5964.00 5964.00 5900.00 5929.50 -38.00 116,341 607,879 -4,953
Sep11 110414 5898.00 5922.00 5894.50 5894.50 -38.00 1 524 -1
Dec11 110414 5861.00 5899.50 5852.00 5873.50 -39.00 10 170 +0
Total Volume and Open Interest 116,352 608,573 -4,954
SPI 200(SFE)
Jun11 110414 4915.0 4931.0 4872.0 4892.0 -21.0 41,464 192,412 -5,773
Sep11 110414 4910.0 4910.0 4882.0 4882.0 -21.0 8 3,567 +1
Dec11 110414 4903.0 4903.0 4903.0 4903.0 -24.0 310 2,794 -220
Total Volume and Open Interest 41,885 200,432 -5,977
GSCI(CME)
Apr11 110414 74.64 81.14 72.24 81.14 +3.50 2,648 4,370 -2,387
May11 110414 75.64 82.19 73.39 82.04 +3.35 2,850 9,470 +2,357
Jun11 110414 83.44 83.44 75.64 83.44 +3.05 2 0 -1
Total Volume and Open Interest 5,500 13,840 -31
Reuters CCI(ICE)
Jun11 110414 361.80 361.80 361.80 361.80 +1.40      
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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