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MRCI's End of Day Prices

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MRCI's End of Day Prices
Daily Futures Price Listing Tue March 29, 2011
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
May11 110329 1345.25 1369.00 1341.00 1361.50 +13.00 72,510 229,365 -2,924
Jul11 110329 1352.00 1379.00 1351.50 1372.25 +13.00 30,203 142,155 +1,978
Aug11 110329 1353.50 1376.50 1352.25 1371.75 +13.50 1,659 10,773 -115
Sep11 110329 1346.00 1365.00 1344.75 1363.25 +13.25 2,068 12,139 +113
Nov11 110329 1340.00 1359.75 1332.00 1354.25 +12.25 21,236 170,592 -677
Jan12 110329 1341.75 1362.00 1341.75 1358.75 +12.00 1,091 21,670 +651
Mar12 110329 1348.00 1360.00 1343.75 1355.25 +11.50 184 11,891 +50
Total Volume and Open Interest 129,865 617,944 -636
Soybean Meal(CBOT)
May11 110329 353.50 360.50 352.20 358.60 +5.00 25,604 83,368 -590
Jul11 110329 358.30 364.90 356.90 363.00 +4.80 10,683 52,322 -805
Aug11 110329 358.30 365.00 357.90 364.00 +4.50 1,362 14,535 +188
Sep11 110329 357.30 364.30 357.30 363.30 +4.60 1,978 11,386 +615
Oct11 110329 356.50 360.40 354.80 359.50 +4.70 806 11,204 -158
Dec11 110329 352.30 360.00 352.00 358.90 +4.70 3,456 31,279 +473
Jan12 110329 360.80 361.30 355.40 360.20 +4.80 212 3,250 -30
Mar12 110329 359.80 361.50 355.80 360.70 +4.90 163 2,761 -22
Total Volume and Open Interest 44,871 214,434 -135
Soybean Oil(CBOT)
May11 110329 56.39 57.05 56.11 57.02 +0.49 55,017 133,225 -6,713
Jul11 110329 57.09 57.61 56.70 57.61 +0.50 30,550 96,073 +1,516
Aug11 110329 57.24 57.78 57.24 57.78 +0.48 2,281 13,512 +116
Sep11 110329 57.31 57.94 57.31 57.94 +0.48 1,807 13,525 +209
Oct11 110329 57.77 57.81 57.34 57.81 +0.47 793 13,582 +73
Dec11 110329 57.14 57.90 57.02 57.90 +0.47 6,928 66,159 +2,846
Jan12 110329 57.67 57.97 57.67 57.97 +0.44 17 2,908 -2
Mar12 110329 57.76 57.90 57.48 57.90 +0.42 41 3,226 +20
Total Volume and Open Interest 97,616 345,529 -1,834
Canola(WCE)
May11 110329 579.0 584.9 578.0 583.1 +2.9 7,205 73,622 -167
Jul11 110329 588.5 593.2 588.5 591.5 +3.0 2,326 36,795 +592
Nov11 110329 567.2 573.2 566.3 570.0 +4.1 759 64,908 +168
Jan12 110329 572.0 577.9 572.0 575.2 +4.3 92 4,053 +71
Mar12 110329 580.0 580.0 576.1 577.0 +3.9 8 937 +6
Total Volume and Open Interest 10,399 182,242 +677
Corn(CBOT)
May11 110329 671.00 677.00 661.25 671.75 +0.75 204,084 575,186 -5,698
Jul11 110329 678.50 683.75 668.50 678.75 +0.75 103,615 380,122 +1,065
Sep11 110329 630.00 636.75 623.00 632.50 +1.25 17,920 89,526 +1,186
Dec11 110329 596.00 604.25 592.75 600.25 +3.25 54,771 389,454 +2,190
Mar12 110329 605.00 612.00 602.00 609.50 +4.25 1,885 59,925 +373
May12 110329 611.00 618.75 608.00 617.00 +5.00 364 8,073 +78
Total Volume and Open Interest 384,271 1,566,990 -251
Wheat(CBOT)
May11 110329 723.75 742.00 721.25 737.25 +12.00 45,619 183,173 -2,581
Jul11 110329 761.00 777.00 757.00 772.75 +11.75 20,734 133,069 +2,584
Sep11 110329 796.00 814.00 796.00 810.25 +11.50 5,246 43,424 +855
Dec11 110329 823.75 841.00 822.75 836.00 +10.50 8,341 86,868 +1,655
Mar12 110329 842.50 859.50 842.50 856.75 +11.50 351 8,568 +121
Total Volume and Open Interest 81,110 478,054 +2,679
Wheat(KCBT)
May11 110329 847.50 869.00 845.00 867.00 +18.50 9,950 68,793 -847
Jul11 110329 858.75 879.50 856.25 877.50 +18.25 4,873 67,727 +1,323
Sep11 110329 871.00 893.75 871.00 891.75 +19.25 758 18,397 +153
Dec11 110329 892.25 911.75 892.25 910.50 +18.50 775 20,552 +40
Mar12 110329 908.25 918.50 903.50 918.50 +18.00 83 2,057 -17
Total Volume and Open Interest 16,513 182,087 +721
Wheat(MGE)
May11 110329 872.50 894.00 872.50 888.25 +13.25 2,298 17,174 +27
Jul11 110329 883.00 902.75 883.00 898.50 +15.00 1,230 14,092 +138
Sep11 110329 891.25 908.75 891.25 904.50 +15.00 616 13,449 +0
Dec11 110329 900.00 918.75 900.00 914.50 +13.75 251 10,836 -87
Mar12 110329 906.25 925.50 906.25 922.25 +11.00 48 1,519 +18
Total Volume and Open Interest 4,465 58,523 +110
Oats(CBOT)
May11 110329 349.50 351.00 344.25 351.00 +2.00 576 6,803 +19
Jul11 110329 358.00 359.50 353.75 359.50 +2.00 186 4,146 +36
Sep11 110329 363.25 367.75 363.25 367.75 +2.00 10 203 +1
Dec11 110329 376.00 378.25 373.50 378.25 +2.00 234 2,333 -128
Total Volume and Open Interest 1,006 13,486 -72
Rough Rice(CBOT)
May11 110329 13.86 13.95 13.61 13.85 -0.04 1,099 13,853 -458
Jul11 110329 14.16 14.25 13.91 14.16 -0.03 706 5,828 +152
Sep11 110329 14.78 14.93 14.60 14.93 +0.10 145 3,479 +41
Nov11 110329 14.99 15.22 14.92 15.22 +0.10 55 849 +11
Total Volume and Open Interest 2,011 24,364 -254
Live Cattle(CME)
Apr11 110329 117.850 120.000 117.600 118.385 +0.435 14,511 49,977 -1,319
Jun11 110329 117.080 119.430 116.885 117.900 +0.920 32,975 166,278 +2,619
Aug11 110329 118.300 120.250 118.150 119.200 +0.800 12,387 72,240 +4,050
Oct11 110329 121.500 123.180 121.430 122.135 +0.535 10,263 43,150 +1,900
Dec11 110329 122.080 123.500 121.885 122.635 +0.335 5,931 31,225 +2,332
Feb12 110329 121.700 122.850 121.700 122.400 +0.350 1,263 8,208 +557
Total Volume and Open Interest 77,831 374,115 +10,499
Feeder Cattle(CME)
Mar11 110329 132.250 133.350 132.250 132.700 +0.400 893 2,139 -93
Apr11 110329 134.935 136.485 134.650 135.700 +0.800 1,206 4,551 -21
May11 110329 136.880 138.380 136.500 137.575 +0.390 2,027 14,090 +228
Aug11 110329 138.485 140.000 138.150 139.325 +0.425 1,495 16,023 +499
Sep11 110329 137.880 139.500 137.880 138.900 +0.800 220 2,869 +88
Oct11 110329 137.380 138.750 137.250 138.300 +0.900 157 1,637 +65
Nov11 110329 136.750 138.200 136.750 138.200 +0.800 99 851 +62
Total Volume and Open Interest 6,115 42,309 +836
Lean Hogs(CME)
Apr11 110329 92.600 93.900 92.600 93.600 +1.000 8,905 19,400 -619
May11 110329 101.800 102.500 101.550 102.400 +0.515 990 4,220 +400
Jun11 110329 103.285 104.150 103.200 103.480 +0.230 16,868 91,611 +3,327
Jul11 110329 102.500 103.535 102.500 103.230 +0.650 4,392 28,943 +328
Aug11 110329 102.100 103.100 102.080 102.800 +0.665 5,373 31,981 +679
Oct11 110329 91.450 92.000 91.300 91.700 +0.050 3,519 25,205 +759
Dec11 110329 87.250 87.850 87.050 87.500 +0.350 3,034 17,420 +1,469
Feb12 110329 87.500 88.000 87.450 87.800 +0.350 500 3,864 +269
Total Volume and Open Interest 44,079 225,950 +7,000
Class III Milk(CME)
Mar11 110329 19.43 19.47 19.41 19.46 +0.02 146 7,112 +43
Apr11 110329 17.00 17.10 16.54 16.76 -0.28 301 5,672 -113
May11 110329 17.44 17.45 16.75 16.84 -0.60 417 5,076 +35
Jun11 110329 17.25 17.29 16.75 16.86 -0.43 280 4,208 +74
Jul11 110329 17.55 17.65 17.24 17.37 -0.28 81 3,060 +4
Total Volume and Open Interest 1,530 39,796 +195
Cocoa(ICE)
May11 110329 3241 3248 3030 3057 -191 7,793 62,021 -268
Jul11 110329 3265 3265 3035 3062 -189 3,006 33,407 +894
Sep11 110329 3250 3250 3054 3072 -183 980 15,609 +276
Dec11 110329 3270 3270 3065 3084 -167 357 17,490 +414
Mar12 110329 3241 3255 3103 3126 -152 14 23,203 +9
May12 110329 3144 3144 3114 3117 -164 0 5,113 +0
Jul12 110329 3117 3117 3117 3117 -167 0 547 +0
Total Volume and Open Interest 12,164 161,643 +1,326
Coffee "C"(ICE)
May11 110329 263.95 264.00 257.80 261.45 -2.50 7,507 64,446 -708
Jul11 110329 266.45 266.45 260.30 264.05 -2.40 2,426 25,753 +295
Sep11 110329 268.40 268.40 262.50 266.30 -2.35 1,128 10,917 +48
Dec11 110329 268.00 269.05 264.60 268.30 -2.10 605 14,626 +85
Mar12 110329 268.75 270.00 267.90 269.45 -1.95 302 2,706 +92
May12 110329 268.30 270.75 268.30 270.75 -1.10 148 633 +85
Total Volume and Open Interest 12,163 119,930 -83
Orange Juice(ICE)
May11 110329 162.60 162.60 160.40 161.65 -0.85 979 17,553 -559
Jul11 110329 159.70 159.80 157.75 159.05 -0.55 486 5,324 +501
Sep11 110329 157.85 157.85 156.40 157.15 -0.70 31 1,181 +38
Nov11 110329 154.45 154.45 153.75 153.75 -0.70 0 760 +0
Jan12 110329 153.70 153.70 153.00 153.00 -0.70 0 112 +0
Mar12 110329 152.95 152.95 152.95 152.95 -0.65 0 40 +0
Total Volume and Open Interest 1,496 24,977 -20
Sugar #11(ICE)
May11 110329 27.15 27.68 26.82 27.02 -0.03 32,129 212,132 -3,153
Jul11 110329 25.17 25.52 24.70 24.93 -0.03 16,689 181,695 +687
Oct11 110329 24.20 24.38 23.66 23.89 -0.01 6,346 82,848 +251
Mar12 110329 23.32 23.90 23.21 23.44 unch 3,069 57,727 -410
May12 110329 22.87 23.20 22.61 22.85 +0.03 687 16,775 +164
Total Volume and Open Interest 60,886 597,066 -1,786
London Cocoa(LCE)
May11 110329 2110 2114 1994 1997 -127 4,118 51,861 -587
Jul11 110329 2099 2103 1987 1994 -119 3,148 42,376 +1,001
Sep11 110329 2096 2101 1995 2005 -106 582 25,311 +220
Dec11 110329 2093 2100 2004 2011 -98 1,194 33,976 +650
Mar12 110329 2100 2104 2015 2023 -92 204 26,541 +33
May12 110329 2100 2100 2022 2029 -89 26 6,109 +8
Jul12 110329 2079 2079 2034 2034 -85 1 2,709 +1
Total Volume and Open Interest 9,273 196,233 +1,326
London Sugar(LCE)
May11 110329 699.80 710.00 693.70 702.50 +0.90 2,581 23,555 +273
Aug11 110329 664.00 671.10 656.70 663.70 -0.80 1,033 20,968 -41
Oct11 110329 639.30 649.50 633.20 643.80 +2.90 168 4,350 -15
Dec11 110329 625.00 632.00 624.10 627.50 +4.30 28 1,560 +8
Mar12 110329 615.30 621.00 615.30 618.20 +2.60 1 1,383 +0
Total Volume and Open Interest 3,849 52,735 +252
Cotton(ICE)
May11 110329 196.53 201.00 194.10 194.88 -2.61 9,619 72,442 +88
Jul11 110329 188.62 193.50 186.70 187.79 -2.32 4,778 42,975 +961
Oct11 110329 150.25 150.98 149.22 149.93 -0.07 5 417 -1
Dec11 110329 124.00 125.45 123.13 124.97 +0.52 1,979 55,731 +1,846
Mar12 110329 117.75 118.43 116.61 118.43 +0.69 286 4,923 +117
May12 110329 111.56 112.80 111.56 112.80 +0.49 44 1,333 +31
Total Volume and Open Interest 16,774 181,017 +3,084
Lumber(CME)
May11 110329 313.5 313.9 305.5 305.6 -9.9 438 6,088 -25
Jul11 110329 330.2 331.9 323.5 324.7 -6.6 169 2,986 +62
Sep11 110329 335.1 335.1 329.1 332.5 -5.5 157 704 +111
Nov11 110329 324.0 324.0 321.0 321.0 -9.0 23 107 +23
Total Volume and Open Interest 787 9,886 +171
Crude Oil(NYM)
May11 110329 103.94 105.00 102.70 104.79 +0.81 235,658 355,480 -6,839
Jun11 110329 104.50 105.50 103.22 105.32 +0.76 65,355 158,311 +887
Jul11 110329 104.96 105.95 103.74 105.79 +0.73 31,737 101,593 +855
Aug11 110329 105.07 106.11 104.02 106.07 +0.70 10,139 44,436 +305
Sep11 110329 105.30 106.40 104.60 106.27 +0.67 11,131 63,328 -1,487
Oct11 110329 105.49 106.53 104.75 106.40 +0.64 7,170 32,785 -856
Nov11 110329 105.60 106.48 104.55 106.48 +0.61 6,133 35,315 -157
Dec11 110329 105.61 106.64 104.54 106.50 +0.57 32,612 181,756 +858
Jan12 110329 105.01 106.37 105.01 106.37 +0.57 5,616 36,145 +1,098
Feb12 110329 105.23 106.18 105.21 106.18 +0.58 2,171 16,449 +284
Mar12 110329 105.11 105.97 105.11 105.97 +0.60 2,110 25,278 +291
Apr12 110329 104.41 105.79 104.41 105.70 +0.61 699 9,719 +107
May12 110329 105.41 105.41 105.41 105.41 +0.63 686 10,889 +61
Jun12 110329 104.00 105.14 103.50 105.14 +0.64 4,873 59,845 +1,217
Jul12 110329 104.80 104.80 104.80 104.80 +0.63 333 13,026 +55
Aug12 110329 104.46 104.46 104.46 104.46 +0.62 159 7,721 +58
Total Volume and Open Interest 433,173 1,517,203 -1,195
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 110329 103.975 105.000 102.700 104.800 +1.700 5,724 1,933 +398
Jun11 110329 104.475 105.475 103.250 105.325 +0.775 335 479 -5
Jul11 110329 104.850 105.800 103.800 105.800 +0.750 48 190 +2
Aug11 110329 104.475 106.075 104.175 106.075 +0.700 0 26 +0
Sep11 110329 106.275 106.275 106.275 106.275 +0.675 0 12 +0
Oct11 110329 106.400 106.400 106.400 106.400 +0.650 0 46 +0
Nov11 110329 106.475 106.475 106.475 106.475 +0.600 0 11 +0
Dec11 110329 106.500 106.500 106.500 106.500 +0.575 5 226 -1
Total Volume and Open Interest 7,874 3,805 +97
Heating Oil(NYM)
Apr11 110329 302.25 305.21 300.36 304.15 +1.66 19,756 21,774 -3,882
May11 110329 303.90 306.88 301.83 305.73 +1.61 40,088 92,845 +2,066
Jun11 110329 304.98 308.09 303.07 306.98 +1.55 17,622 55,711 +1,586
Jul11 110329 306.27 309.13 304.76 308.26 +1.51 7,860 28,317 +903
Aug11 110329 307.00 310.55 306.50 309.59 +1.51 3,508 18,738 +498
Sep11 110329 308.52 311.99 308.41 311.09 +1.52 2,456 15,629 +142
Oct11 110329 310.42 313.12 309.00 312.62 +1.56 1,517 7,759 +207
Nov11 110329 311.48 314.86 310.71 314.10 +1.50 1,082 7,768 +171
Dec11 110329 313.59 316.40 312.15 315.51 +1.44 2,884 27,647 +803
Jan12 110329 314.00 316.87 314.00 316.87 +1.45 281 7,507 +24
Feb12 110329 317.16 317.16 317.16 317.16 +1.47 37 3,581 +16
Mar12 110329 313.24 316.01 313.24 316.01 +1.47 17 1,725 +8
Total Volume and Open Interest 97,613 302,312 +2,647
Gasoline(NYMEX)
Apr11 110329 302.80 305.48 301.07 304.58 +1.84 18,545 27,211 -3,850
May11 110329 302.92 305.39 300.71 304.36 +1.60 35,395 100,913 +1,529
Jun11 110329 301.49 304.03 299.54 303.10 +1.52 14,880 44,349 +470
Jul11 110329 300.32 302.16 298.00 301.49 +1.56 7,845 22,537 -201
Aug11 110329 296.64 299.80 296.36 299.19 +1.59 3,289 12,249 -226
Sep11 110329 293.62 296.69 292.03 296.19 +1.66 4,491 16,102 +1,068
Oct11 110329 278.74 282.80 278.74 282.52 +1.76 2,543 13,270 +871
Nov11 110329 278.01 279.26 278.01 279.26 +1.74 940 4,407 +30
Dec11 110329 275.59 278.40 275.23 278.07 +1.71 1,913 23,733 +28
Jan12 110329 278.26 278.26 278.08 278.26 +1.74 350 5,623 +331
Total Volume and Open Interest 90,601 287,088 +55
e-miNY RBOB Gasoline(NYM)
Apr11 110329 304.60 304.60 304.58 304.60 +1.90 0 2 +0
May11 110329 304.40 304.40 304.36 304.40 +1.60 0 1 +0
Jun11 110329 303.10 303.10 303.10 303.10 +1.50 0 1 +0
Jul11 110329 301.50 301.50 301.49 301.50 +1.60 0 1 +0
Total Volume and Open Interest 0 8 +0
Natural Gas(NYM)
Apr11 110329 4.333 4.369 4.195 4.240 -0.134 83,181 27,440 -5,873
May11 110329 4.413 4.453 4.256 4.263 -0.185 86,335 260,682 +2,791
Jun11 110329 4.496 4.527 4.330 4.335 -0.185 30,554 66,170 -1,675
Jul11 110329 4.559 4.601 4.408 4.411 -0.183 27,463 93,749 +2,035
Aug11 110329 4.600 4.631 4.443 4.445 -0.179 10,828 34,180 +164
Sep11 110329 4.639 4.639 4.446 4.452 -0.178 8,033 47,291 +492
Oct11 110329 4.644 4.689 4.500 4.503 -0.174 22,371 72,399 +1,528
Nov11 110329 4.825 4.825 4.660 4.666 -0.165 8,436 33,178 -160
Dec11 110329 5.068 5.068 4.891 4.899 -0.159 6,331 28,924 +830
Jan12 110329 5.160 5.183 5.013 5.019 -0.154 9,780 63,090 +1,035
Feb12 110329 5.113 5.118 4.996 5.001 -0.153 693 13,741 +152
Mar12 110329 5.028 5.045 4.935 4.939 -0.144 5,318 28,775 -457
Apr12 110329 4.870 4.885 4.786 4.791 -0.128 4,209 28,325 +284
May12 110329 4.919 4.940 4.813 4.813 -0.126 374 6,276 -1
Jun12 110329 4.917 4.924 4.848 4.848 -0.123 66 4,486 -10
Jul12 110329 4.985 4.985 4.891 4.891 -0.120 42 4,093 -5
Total Volume and Open Interest 305,659 889,320 +1,724
Brent Crude Oil(ICE)
May11 110329 114.68 115.64 113.52 115.16 +0.36 114,224 183,204 -3,845
Jun11 110329 114.46 115.44 113.32 114.96 +0.38 60,921 199,444 -4,630
Jul11 110329 114.11 115.17 113.08 114.70 +0.38 20,726 64,557 +2,308
Aug11 110329 113.83 114.86 112.81 114.43 +0.40 6,683 27,151 -167
Sep11 110329 113.50 114.50 112.53 114.14 +0.41 4,618 35,735 +1,148
Oct11 110329 113.34 114.16 112.31 113.89 +0.40 10,069 21,662 -1,646
Nov11 110329 113.04 113.88 112.09 113.64 +0.39 3,930 18,920 +475
Dec11 110329 112.83 113.80 111.88 113.40 +0.37 24,365 100,526 +558
Jan12 110329 112.66 113.38 111.82 113.18 +0.37 2,763 20,516 +330
Feb12 110329 112.94 112.94 112.94 112.94 +0.37 1,774 13,857 +440
Mar12 110329 112.67 112.67 112.67 112.67 +0.37 6,009 23,295 +3,132
Apr12 110329 112.36 112.36 112.36 112.36 +0.38 287 5,874 +95
May12 110329 112.00 112.00 112.00 112.00 +0.39 284 4,074 +58
Jun12 110329 111.19 111.77 110.58 111.63 +0.40 8,602 35,131 +3,950
Total Volume and Open Interest 273,469 865,624 +1,933
Gas Oil(ICE)
Apr11 110329 970.50 979.00 965.00 978.25 -3.25 40,033 107,169 +2,340
May11 110329 968.50 976.75 962.75 976.25 -3.50 60,308 126,510 -235
Jun11 110329 968.00 976.25 962.25 975.75 -3.50 31,158 73,643 -825
Jul11 110329 969.50 977.75 963.75 977.50 -3.50 10,437 34,317 -191
Aug11 110329 973.25 979.75 966.00 979.75 -3.25 6,859 25,581 +127
Sep11 110329 973.50 982.00 968.00 981.50 -3.50 8,407 37,026 -483
Oct11 110329 974.25 982.50 968.75 982.25 -3.75 1,881 25,999 -512
Nov11 110329 974.00 982.25 969.25 982.00 -3.50 1,269 18,823 -209
Dec11 110329 971.50 982.50 969.00 982.25 -3.50 11,581 56,792 +2,228
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 110329 2.489 2.498 2.462 2.492 +0.007 140 525 -62
May11 110329 2.468 2.472 2.445 2.467 +0.005 126 883 +26
Jun11 110329 2.460 2.470 2.444 2.463 +0.001 101 1,091 -38
Jul11 110329 2.465 2.469 2.450 2.460 -0.004 196 1,360 -25
Aug11 110329 2.443 2.445 2.435 2.442 +0.007 12 695 +4
Sep11 110329 2.374 2.389 2.374 2.382 +0.010 41 1,065 +13
Oct11 110329 2.310 2.312 2.290 2.308 +0.019 5 685 +5
Total Volume and Open Interest 648 7,993 -77
WTI Crude Oil(ICE
May11 110329 103.80 105.00 102.69 104.79 +0.81 50,815 85,016 -3,629
Jun11 110329 104.41 105.50 103.24 105.32 +0.76 23,973 83,638 +95
Jul11 110329 104.91 105.87 103.74 105.79 +0.73 9,295 41,006 +1,045
Aug11 110329 104.75 106.13 104.03 106.07 +0.70 3,712 19,534 -295
Sep11 110329 104.99 106.33 104.25 106.27 +0.67 2,633 28,087 +101
Oct11 110329 105.15 106.40 104.40 106.40 +0.64 8,403 20,063 -933
Nov11 110329 105.28 106.48 104.51 106.48 +0.61 2,985 14,324 -870
Dec11 110329 105.68 106.66 104.59 106.50 +0.57 17,554 94,707 +1,717
Jan12 110329 105.51 106.40 105.37 106.37 +0.57 2,207 11,104 +101
Feb12 110329 106.18 106.18 106.18 106.18 +0.58 337 2,476 +11
Mar12 110329 105.97 105.97 105.97 105.97 +0.60 5,199 9,167 +2,867
Apr12 110329 105.70 105.70 105.70 105.70 +0.61 189 2,967 +6
May12 110329 105.41 105.41 105.41 105.41 +0.63 242 1,425 -4
Jun12 110329 103.90 105.14 103.44 105.14 +0.64 6,944 28,277 +4,779
Jul12 110329 104.80 104.80 104.80 104.80 +0.63 31 632 +4
Aug12 110329 104.46 104.46 104.46 104.46 +0.62 28 331 +2
Total Volume and Open Interest 139,113 533,588 +4,797
US Dollar Index(ICE)
Jun11 110329 76.490 76.700 76.170 76.503 +0.128 28,296 51,127 -2,142
Sep11 110329 76.670 77.005 76.670 76.942 +0.127 13 518 +0
Dec11 110329 77.302 77.302 77.302 77.302 +0.127 0 1 +0
Total Volume and Open Interest 28,309 51,646 -2,142
Australian Dollar(CME)
Jun11 110329 101.49 102.00 101.09 101.94 +0.17 91,393 129,979 +5,336
Sep11 110329 100.39 100.84 100.39 100.72 +0.17 32 387 +11
Dec11 110329 99.62 99.62 99.44 99.62 +0.18 0 53 +0
Total Volume and Open Interest 91,425 130,419 +5,347
British Pound(CME)
Jun11 110329 159.73 160.27 159.27 159.75 -0.11 108,863 108,801 -795
Sep11 110329 159.10 159.60 159.10 159.50 -0.10 12 169 +7
Dec11 110329 159.23 159.33 159.23 159.23 -0.10 2 37 -1
Total Volume and Open Interest 108,877 109,009 -789
Canadian Dollar(CME)
Jun11 110329 102.02 102.52 102.02 102.37 +0.08 68,370 111,629 -2,850
Sep11 110329 101.98 102.13 101.98 102.12 +0.08 102 2,242 +27
Dec11 110329 101.79 101.93 101.79 101.87 +0.08 38 2,230 +10
Mar12 110329 101.55 101.55 101.47 101.55 +0.08 0 175 +0
Total Volume and Open Interest 68,510 116,294 -2,828
Japanese Yen(CME)
Jun11 110329 122.45 122.70 121.28 121.35 -1.16 87,929 111,195 +523
Sep11 110329 122.66 122.71 121.44 121.48 -1.16 15 530 +1
Dec11 110329 122.10 122.82 121.66 121.66 -1.16 0 57 +0
Total Volume and Open Interest 87,944 111,789 +524
Swiss Franc(CME)
Jun11 110329 109.11 109.48 108.45 108.54 -0.59 43,132 57,706 +80
Sep11 110329 108.74 109.22 108.60 108.62 -0.60 7 56 +1
Dec11 110329 108.69 109.30 108.69 108.69 -0.61 1 12 +1
Total Volume and Open Interest 43,140 57,775 +82
EuroFX(CME)
Jun11 110329 140.65 141.30 140.26 140.68 -0.10 236,849 208,318 -536
Sep11 110329 140.20 140.89 139.99 140.34 -0.11 256 1,481 +42
Dec11 110329 139.98 140.08 139.98 139.98 -0.10 2 70 +0
Total Volume and Open Interest 237,107 210,159 -494
Mexican Peso(CME)
Apr11 110329 836.2 836.2 836.0 836.2 +0.2      
May11 110329 832.8 832.8 832.5 832.8 +0.2      
Total Volume and Open Interest 21,505 127,667 +356
30-Year T-Bonds(CBOT)
Jun11 110329 120~060 120~140 119~240 119~240 -0~210      
Sep11 110329 119~020 119~060 118~080 118~080 -0~220 32 20 +5
Dec11 110329 116~250 117~150 116~250 116~250 -0~220      
Total Volume and Open Interest 247,813 590,742 -545
10-Year T-Notes(CBOT)
Jun11 110329 119~060 119~100 118~215 118~245 -0~100 1,102,318 1,600,246 +25,891
Sep11 110329 117~070 117~190 117~060 117~090 -0~100 13 43 -1
Dec11 110329 116~090 116~190 116~090 116~090 -0~100 0 4 +0
Total Volume and Open Interest 1,102,331 1,600,293 +25,890
5-Year T-Notes(CBOT)
Jun11 110329 116~110 116~121 116~068 116~079 -0~019 682,825 1,280,584 +28,936
Sep11 110329 115~095 115~114 115~095 115~095 -0~019      
Dec11 110329 114~119 115~010 114~119 114~119 -0~019      
Total Volume and Open Interest 684,045 1,286,990 +28,996
2 Year T-Notes(CBOT)
Jun11 110329 109~008 109~014 108~124 108~126 -0~006 303,782 921,552 +13,320
Sep11 110329 108~092 108~098 108~092 108~092 -0~006      
Dec11 110329 108~058 108~064 108~058 108~058 -0~006      
Total Volume and Open Interest 304,343 927,435 +13,185
Eurodollars(CME)
Jun11 110329 99.615 99.625 99.610 99.615 unch 187,154 1,108,662 +639
Sep11 110329 99.500 99.510 99.490 99.495 unch 225,243 1,298,882 -5,004
Dec11 110329 99.345 99.365 99.320 99.330 -0.005 273,028 1,400,055 -14,908
Mar12 110329 99.105 99.125 99.055 99.065 -0.025 318,020 1,334,156 +4,961
Jun12 110329 98.775 98.800 98.705 98.715 -0.045 408,255 979,147 -16,199
Sep12 110329 98.415 98.440 98.330 98.340 -0.060 300,000 624,721 -5,744
Dec12 110329 98.080 98.100 97.980 97.990 -0.070 241,446 481,377 +4,026
Mar13 110329 97.795 97.810 97.695 97.705 -0.070 220,453 296,301 -2,647
Jun13 110329 97.520 97.540 97.430 97.440 -0.065 123,764 212,106 +2,215
Sep13 110329 97.270 97.290 97.175 97.195 -0.060 96,900 211,406 +812
Dec13 110329 97.040 97.045 96.940 96.955 -0.055 71,274 182,018 +28
Mar14 110329 96.825 96.830 96.730 96.740 -0.055 73,365 158,350 +3,027
Jun14 110329 96.605 96.615 96.510 96.525 -0.050 24,178 109,437 +2,685
Sep14 110329 96.385 96.405 96.305 96.320 -0.045 31,458 62,632 +2,014
Dec14 110329 96.185 96.195 96.095 96.110 -0.040 29,597 76,447 +563
Mar15 110329 96.010 96.020 95.925 95.935 -0.040 24,726 57,386 +1,673
Jun15 110329 4.090 4.100 4.005 4.020 -0.035 12,494 37,426 +4,060
Sep15 110329 3.935 3.950 3.855 3.870 -0.030 11,027 37,929 -714
Total Volume and Open Interest 2,695,214 8,877,598 -17,338
30 Day Federal Funds(CBOT)
Mar11 110329 99.863 99.863 99.860 99.860 unch 4,235 81,462 -2,576
Apr11 110329 99.870 99.875 99.865 99.870 +0.005 7,568 73,562 +2,124
May11 110329 99.870 99.870 99.865 99.865 unch 8,131 72,826 +1,111
Jun11 110329 99.860 99.860 99.855 99.855 unch 4,335 45,662 +732
Jul11 110329 99.840 99.845 99.840 99.840 -0.005 5,677 49,763 +885
Aug11 110329 99.810 99.815 99.810 99.815 unch 5,036 38,742 +550
Total Volume and Open Interest 84,082 672,461 +538
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 110329 99.668 99.668 99.668 99.668 +0.003 0 150 +0
Sep11 110329 99.665 99.665 99.665 99.665 +0.003      
Dec11 110329 99.658 99.658 99.658 99.658 +0.003 0 75 +0
Mar12 110329 99.643 99.643 99.643 99.643 +0.003      
Jun12 110329 99.670 99.670 99.670 99.670 unch      
Sep12 110329 99.600 99.600 99.600 99.600 unch      
Dec12 110329 99.560 99.560 99.560 99.560 unch      
Mar13 110329 99.560 99.560 99.560 99.560 unch      
Jun13 110329 99.515 99.515 99.515 99.515 unch      
Sep13 110329 99.375 99.375 99.375 99.375 unch      
Total Volume and Open Interest 0 225 +0
3-Mth Euro-Yen(SGX)
Jun11 110329 99.67 99.67 99.67 99.67 +0.00 250 3,073 +0
Sep11 110329 99.67 99.67 99.67 99.67 +0.00 0 1,221 -152
Dec11 110329 99.66 99.66 99.66 99.66 +0.00 0 1,941 +0
Mar12 110329 99.64 99.64 99.64 99.64 +0.00 500 2,537 +105
Jun12 110329 99.67 99.67 99.67 99.67 unch 300 1,254 +0
Sep12 110329 99.60 99.60 99.60 99.60 unch 0 411 +0
Dec12 110329 99.56 99.56 99.56 99.56 unch 0 24 +0
Mar13 110329 99.56 99.56 99.56 99.56 unch 0 1 +0
Total Volume and Open Interest 1,050 10,462 -47
Japanese Gov't Bonds(SGX)
Jun11 110329 139.58 139.96 139.55 139.75 +0.23 1,294 13,126 +94
Sep11 110329 138.85 138.85 138.85 138.85 +0.23 0 1 +0
Dec11 110329 136.76 136.76 136.76 136.76 +0.23      
Total Volume and Open Interest 1,294 13,127 +94
Euro-Bund(EUREX)
Jun11 110329 121.80 121.86 121.21 121.50 -0.19 681,796 1,161,143 -10,613
Sep11 110329 121.41 121.41 120.91 121.13 -0.18 8 2,211 +21
Dec11 110329 120.38 120.38 120.38 120.38 -0.19      
Total Volume and Open Interest 681,804 1,163,354 -10,592
Euro-Bobl(EUREX)
Jun11 110322 115.08 115.14 114.85 115.04 -0.03 537,973 1,010,693 +55,899
Sep11 110329 114.06 114.06 114.06 114.06 -0.20 0 9,045 +2,345
Dec11 110329 114.13 114.13 114.13 114.13 -0.18      
Total Volume and Open Interest 371,324 982,845 +54,406
3-Mth Euribor(EUREX)
Mar11 110314 98.830 98.830 98.825 98.825 unch 564 5,430 -114
Jun11 110329 98.455 98.480 98.455 98.470 +0.020 347 11,772 -242
Sep11 110329 98.165 98.165 98.165 98.165 unch 8 2,857 +0
Total Volume and Open Interest 395 22,521 -237
Long Gilt(LIFFE)
Mar11 110324 119~21 119~21 119~10 119~10 -0~09 67 717 -193
Jun11 110329 117~27 118~02 117~19 117~22 -0~04 85,928 302,811 +9,094
Total Volume and Open Interest 85,965 303,495 +9,097
3-Mth Short Sterling(LIFFE)
Jun11 110329 98.99 99.00 98.98 99.00 +0.02 61,782 396,361 +16,389
Sep11 110329 98.80 98.82 98.78 98.81 +0.02 58,063 366,434 -10,035
Dec11 110329 98.58 98.60 98.57 98.59 +0.02 47,468 359,769 -684
Mar12 110329 98.34 98.38 98.33 98.35 +0.01 66,975 313,653 +684
Jun12 110329 98.07 98.12 98.06 98.08 +0.01 43,594 207,942 +5,566
Sep12 110329 97.81 97.84 97.78 97.80 +0.01 27,395 146,916 -1,603
Total Volume and Open Interest 355,189 2,100,738 +12,158
3-Mth Euribor(LIFFE)
Jun11 110329 98.450 98.485 98.450 98.470 +0.020 52,453 714,562 +4,615
Sep11 110329 98.175 98.180 98.155 98.165 unch 59,209 612,549 +7,369
Dec11 110329 97.925 97.940 97.905 97.915 -0.015 74,172 537,442 +2,125
Total Volume and Open Interest 430,031 3,274,102 +41,308
3-Mth Aus T-Bills(SFE)
Jun11 110329 95.09 95.11 95.09 95.11 +0.01 20,772 204,193 -6,675
Sep11 110329 95.03 95.05 95.02 95.04 unch 18,359 198,749 -3,555
Dec11 110329 94.91 94.93 94.89 94.93 +0.02 11,105 110,982 -5,146
Mar12 110329 94.77 94.80 94.76 94.80 +0.01 5,237 62,478 -2,010
Jun12 110329 94.67 94.70 94.67 94.70 +0.01 1,258 45,202 +167
Sep12 110329 94.60 94.62 94.60 94.62 +0.01 1,772 41,082 +1,053
Dec12 110329 94.52 94.53 94.52 94.53 unch 279 19,102 +21
Mar13 110329 94.46 94.48 94.46 94.47 unch 109 6,576 +102
Jun13 110329 94.41 94.41 94.41 94.41 unch 53 946 +53
Sep13 110329 94.36 94.36 94.36 94.36 +0.01 38 900 +3
Total Volume and Open Interest 59,002 691,062 -15,967
10-Year Aus T-Bonds(SFE)
Jun11 110329 94.49 94.53 94.47 94.52 +0.02 32,116 334,599 -29,370
Sep11 110329 94.52 94.52 94.52 94.52 +0.02      
Total Volume and Open Interest 32,116 334,599 -29,370
3-Year Aus T-Bonds(SFE)
Jun11 110329 94.91 94.95 94.89 94.94 +0.02 124,908 498,853 -20,285
Sep11 110329 94.94 94.94 94.94 94.94 +0.02      
Total Volume and Open Interest 124,908 498,853 -20,285
Gold(CMX)
Apr11 110329 1421.0 1423.5 1411.0 1416.2 -3.7 182,739 122,341 -40,940
Jun11 110329 1422.5 1424.7 1412.1 1417.5 -3.8 80,759 239,042 +31,991
Aug11 110329 1424.0 1425.8 1414.5 1419.0 -3.8 4,961 32,449 +1,691
Oct11 110329 1423.4 1424.7 1417.4 1420.5 -3.8 399 6,863 +37
Dec11 110329 1424.6 1428.4 1416.8 1422.1 -3.7 2,453 29,822 -272
Feb12 110329 1422.0 1423.9 1420.9 1423.9 -3.7 175 7,185 -7
Apr12 110329 1429.0 1429.0 1426.2 1426.2 -3.6 9 5,091 +1
Jun12 110329 1432.8 1432.8 1428.9 1428.9 -3.5 120 6,751 +0
Aug12 110329 1432.1 1432.1 1432.1 1432.1 -3.4 735 2,168 +629
Oct12 110329 1435.9 1435.9 1435.9 1435.9 -3.3 36 2,993 +35
Dec12 110329 1437.4 1441.1 1437.4 1440.8 -3.2 227 11,261 +192
Total Volume and Open Interest 275,747 499,002 -5,729
Silver(CMX)
Mar11 110329 3665.0 3716.0 3661.0 3697.7 -12.0 81 388 -244
May11 110329 3717.0 3725.0 3653.0 3698.7 -10.1 70,937 76,438 -2,052
Jul11 110329 3718.0 3725.0 3658.0 3700.9 -10.1 3,411 17,014 +950
Sep11 110329 3720.0 3723.0 3680.0 3702.5 -10.1 582 7,072 +125
Dec11 110329 3714.0 3725.0 3663.5 3703.5 -10.1 727 16,236 +275
Mar12 110329 3704.5 3704.5 3690.0 3701.3 -10.0 44 1,523 +38
May12 110329 3699.7 3699.7 3699.7 3699.7 -10.0 5 347 +0
Total Volume and Open Interest 76,435 136,733 -909
Platinum(NYMEX)
Apr11 110329 1743.1 1752.0 1734.9 1740.6 -7.2 7,042 7,298 -2,818
Jul11 110329 1747.2 1756.0 1739.0 1744.1 -8.0 4,636 25,184 +2,764
Oct11 110329 1756.0 1756.0 1747.1 1747.9 -8.4 36 634 +26
Jan12 110329 1750.3 1750.3 1750.3 1750.3 -8.4 0 14 +0
Total Volume and Open Interest 11,714 33,167 -28
Palladium(NYMEX)
Jun11 110329 744.60 759.80 738.50 752.95 +7.25 2,509 20,546 -200
Sep11 110329 748.75 758.80 748.75 754.20 +7.25 176 425 +165
Dec11 110329 743.40 755.70 743.40 755.70 +7.55 3 23 +0
Total Volume and Open Interest 2,769 21,051 -36
Copper(CMX)
Mar11 110329 432.85 435.50 430.50 433.75 -0.30 130 730 -63
May11 110329 435.10 437.00 429.25 434.65 -0.35 25,983 84,804 -2,084
Jul11 110329 436.75 438.45 431.20 436.35 -0.35 7,023 29,119 +2,113
Sep11 110329 434.00 439.35 433.10 437.70 -0.40 620 8,971 +66
Dec11 110329 436.60 440.20 435.00 438.70 -0.35 370 5,602 -192
Total Volume and Open Interest 34,735 135,816 -106
DJIA Index(CBOT)
Jun11 110329 12117 12235 12115 12225 +111 333 6,994 +581
Sep11 110329 12156 12156 12050 12156 +106 0 6 +0
Dec11 110329 12090 12090 11983 12090 +107 0 1 +0
Mar12 110329 12029 12029 11921 12029 +108      
Total Volume and Open Interest 333 7,001 +581
S & P 500(CME)
Jun11 110329 1303.00 1317.00 1300.50 1316.50 +14.30 17,666 288,382 -85
Sep11 110329 1305.00 1312.10 1296.60 1311.40 +14.30 35 4,012 -26
Dec11 110329 1306.20 1306.90 1291.40 1306.20 +14.30 260 989 +260
Mar12 110329 1301.60 1302.30 1286.80 1301.60 +14.30      
Total Volume and Open Interest 17,961 293,388 +149
S & P 500 E-Mini(Globex)
Jun11 110329 1316.25 1318.25 1316.25 1318.00 +15.00      
Sep11 110329 1298.00 1312.00 1295.50 1311.50 +14.50 723 2,272 +56
Total Volume and Open Interest 1,652,302 2,601,290 -5,103
NASDAQ 100(CME)
Jun11 110329 2297.50 2326.00 2290.00 2322.50 +26.70 1,523 9,631 +782
Sep11 110329 2319.50 2319.50 2317.30 2319.50 +26.20 0 1 +0
Dec11 110329 2317.00 2317.00 2314.80 2317.00 +26.20      
Total Volume and Open Interest 1,523 9,632 +782
NASDAQ 100 E-Mini(Globex)
Jun11 110329 2296.80 2324.80 2289.50 2322.50 +26.70 256,984 302,200 +8,751
Sep11 110329 2297.00 2321.50 2287.80 2319.50 +26.20 56 81 +1
Total Volume and Open Interest 257,040 302,286 +8,752
S & P Midcap 400(CME)
Jun11 110329 971.00 973.60 970.00 973.60 +12.70 109 1,360 +109
Sep11 110329 971.50 971.50 970.80 971.50 +12.70      
Dec11 110329 969.90 969.90 969.20 969.90 +12.70      
Total Volume and Open Interest 109 1,360 +109
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Jun11 110329 9375 9525 9330 9510 +135      
Sep11 110329 9535 9535 9400 9535 +135 2 13 +0
Total Volume and Open Interest 14,931 56,836 +1,830
Nikkei 225(SGX)
Jun11 110329 9405 9505 9320 9480 +70 107,189 227,001 +1,276
Sep11 110329 9480 9480 9480 9480 +70 3 1,300 -1
Dec11 110329 9425 9425 9425 9425 +70 0 5,359 +0
Total Volume and Open Interest 107,530 267,394 +1,673
CAC 40(EURONEXT)
Apr11 110329 3977.0 4000.0 3950.5 3991.0 +14.0 89,201 247,140 -6,731
May11 110329 3911.0 3922.5 3885.0 3922.5 +14.0 64 608 +38
Jun11 110329 3869.0 3888.0 3842.5 3880.5 +12.5 59 26,607 +0
Total Volume and Open Interest 89,324 274,355 -6,693
Hang Seng Index(HKFE)
Mar11 110329 23009 23162 22970 23070 unch 81,322 70,882 -8,288
Apr11 110329 22998 23131 22942 23041 -7 18,560 23,782 +10,691
Total Volume and Open Interest 101,225 100,576 +2,726
DAX(EUREX)
Mar11 110318 6725.0 6735.0 6668.0 6689.5 +36.0 394,085 231,651 -107,036
Jun11 110329 6955.0 6980.0 6885.0 6959.0 -1.5 114,463 218,339 +9,066
Sep11 110329 6984.5 7000.0 6919.5 6984.0 -1.0 222 4,952 +168
Total Volume and Open Interest 114,699 223,353 +9,238
FT-SE 100(EURONEXT)
Jun11 110329 5836.00 5898.50 5833.50 5885.00 +26.00 87,183 584,996 +7,966
Sep11 110329 5830.00 5850.50 5830.00 5850.50 +26.00 0 513 +0
Dec11 110329 5832.00 5832.00 5832.00 5832.00 +26.00 0 190 -4
Total Volume and Open Interest 87,183 585,699 +7,962
SPI 200(SFE)
Mar11 110317 4564.0 4577.0 4464.0 4520.0 -47.0 127,175 225,244 -24,965
Jun11 110329 4756.0 4784.0 4742.0 4783.0 +29.0 24,221 187,003 -18,992
Sep11 110329 4741.0 4771.0 4741.0 4771.0 +28.0 6 3,478 +0
Total Volume and Open Interest 24,248 194,524 -19,375
GSCI(CME)
Apr11 110329 57.64 57.64 52.14 57.64 +3.50 291 13,370 -26
May11 110329 58.64 58.64 53.89 58.64 +3.00 0 22 +0
Jun11 110329 59.64 59.64 54.64 59.64 +2.00      
Total Volume and Open Interest 291 13,392 -26
Reuters CCI(ICE)
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions.
Copyright © 1989- Moore Research Center, Inc. All Rights Reserved.

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