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MRCI's End of Day Prices

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MRCI's End of Day Prices
Daily Futures Price Listing Wed March 30, 2011
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
May11 110330 1362.00 1374.50 1355.75 1372.00 +10.50 61,244 226,641 -2,724
Jul11 110330 1372.25 1384.50 1366.50 1382.75 +10.50 27,529 141,805 -350
Aug11 110330 1370.00 1383.25 1369.75 1381.75 +10.00 1,679 10,845 +72
Sep11 110330 1363.00 1373.50 1357.50 1372.50 +9.25 1,132 12,285 +146
Nov11 110330 1354.00 1364.75 1349.00 1363.50 +9.25 16,159 171,208 +616
Jan12 110330 1358.00 1368.00 1353.50 1368.00 +9.25 300 21,638 -32
Mar12 110330 1354.00 1365.00 1354.00 1364.50 +9.25 274 11,915 +24
Total Volume and Open Interest 109,357 615,728 -2,216
Soybean Meal(CBOT)
May11 110330 358.20 361.50 355.80 360.50 +1.90 24,116 82,219 -1,149
Jul11 110330 362.80 365.90 360.30 365.20 +2.20 9,938 52,256 -66
Aug11 110330 364.30 366.40 361.60 366.20 +2.20 1,391 14,642 +107
Sep11 110330 362.30 365.20 361.00 365.20 +1.90 1,068 11,258 -128
Oct11 110330 359.00 361.10 350.00 360.70 +1.20 687 11,276 +72
Dec11 110330 357.90 360.60 356.10 360.20 +1.30 3,140 31,464 +185
Jan12 110330 358.10 361.40 358.10 361.40 +1.20 176 3,288 +38
Mar12 110330 358.60 361.60 358.60 361.60 +0.90 213 2,758 -3
Total Volume and Open Interest 41,232 213,541 -893
Soybean Oil(CBOT)
May11 110330 56.96 57.47 56.89 57.32 +0.30 39,178 130,281 -2,944
Jul11 110330 57.56 58.05 57.49 57.91 +0.30 18,111 99,074 +3,001
Aug11 110330 57.93 58.20 57.68 58.10 +0.32 2,065 13,777 +265
Sep11 110330 58.07 58.36 57.81 58.25 +0.31 2,455 14,294 +769
Oct11 110330 57.81 58.23 57.75 58.16 +0.35 1,042 13,739 +157
Dec11 110330 57.87 58.36 57.78 58.24 +0.34 8,478 68,097 +1,938
Jan12 110330 58.00 58.31 57.93 58.31 +0.34 61 2,932 +24
Mar12 110330 57.80 58.24 57.80 58.24 +0.34 10 3,233 +7
Total Volume and Open Interest 71,415 348,740 +3,211
Canola(WCE)
May11 110330 582.8 584.8 582.2 583.9 +0.8 5,874 69,944 -3,678
Jul11 110330 591.0 593.2 590.8 592.3 +0.8 1,204 37,180 +385
Nov11 110330 570.9 573.0 568.2 571.4 +1.4 443 64,936 +28
Jan12 110330 576.5 576.8 575.1 576.8 +1.6 40 4,041 -12
Mar12 110330 578.6 578.6 578.6 578.6 +1.6 2 939 +2
Total Volume and Open Interest 7,563 178,967 -3,275
Corn(CBOT)
May11 110330 672.25 675.00 660.00 663.25 -8.50 152,408 550,505 -24,681
Jul11 110330 679.00 681.75 669.00 671.00 -7.75 72,983 387,484 +7,362
Sep11 110330 633.00 635.00 623.25 625.25 -7.25 7,851 90,549 +1,023
Dec11 110330 600.00 605.00 592.00 595.25 -5.00 36,299 389,407 -47
Mar12 110330 609.00 613.00 602.00 605.25 -4.25 2,216 60,167 +242
May12 110330 617.00 620.00 609.00 612.25 -4.75 555 8,168 +95
Total Volume and Open Interest 274,747 1,551,287 -15,703
Wheat(CBOT)
May11 110330 738.25 741.75 725.25 727.25 -10.00 34,681 178,346 -4,827
Jul11 110330 773.00 777.00 761.25 763.25 -9.50 14,771 136,204 +3,135
Sep11 110330 810.25 813.50 799.50 801.25 -9.00 4,277 44,161 +737
Dec11 110330 837.00 840.75 826.50 828.75 -7.25 5,031 88,039 +1,171
Mar12 110330 857.50 857.50 847.00 848.75 -8.00 313 8,649 +81
Total Volume and Open Interest 59,510 478,431 +377
Wheat(KCBT)
May11 110330 867.50 871.00 859.25 862.00 -5.00 7,798 67,040 -1,753
Jul11 110330 877.50 881.25 869.75 872.75 -4.75 6,005 68,656 +929
Sep11 110330 893.50 895.00 884.50 887.00 -4.75 1,379 18,872 +475
Dec11 110330 909.75 912.75 902.25 905.00 -5.50 832 20,606 +54
Mar12 110330 920.25 920.25 909.25 913.00 -5.50 87 2,127 +70
Total Volume and Open Interest 16,149 181,825 -262
Wheat(MGE)
May11 110330 887.00 894.75 883.75 886.00 -2.25 1,739 17,021 -153
Jul11 110330 898.00 903.50 892.75 894.00 -4.50 723 13,973 -119
Sep11 110330 902.75 908.00 896.75 898.25 -6.25 454 13,318 -131
Dec11 110330 913.50 918.50 905.25 907.50 -7.00 187 10,788 -48
Mar12 110330 925.75 926.50 912.25 913.25 -9.00 69 1,525 +6
Total Volume and Open Interest 3,232 58,112 -411
Oats(CBOT)
May11 110330 350.00 351.75 344.25 349.50 -1.50 482 6,910 +107
Jul11 110330 358.50 360.00 353.50 358.00 -1.50 244 4,215 +69
Sep11 110330 366.25 367.75 366.25 366.25 -1.50 25 202 -1
Dec11 110330 376.00 378.50 372.50 376.75 -1.50 236 2,302 -31
Total Volume and Open Interest 987 13,630 +144
Rough Rice(CBOT)
May11 110330 13.85 13.91 13.74 13.78 -0.07 880 13,660 -193
Jul11 110330 14.19 14.20 14.03 14.10 -0.07 389 5,912 +84
Sep11 110330 14.85 14.93 14.81 14.88 -0.06 72 3,488 +9
Nov11 110330 15.18 15.22 15.12 15.18 -0.05 27 840 -9
Total Volume and Open Interest 1,385 24,258 -106
Live Cattle(CME)
Apr11 110330 119.730 120.800 118.500 120.550 +2.165 6,341 49,047 -930
Jun11 110330 119.230 119.800 117.900 119.580 +1.680 15,856 167,132 +854
Aug11 110330 120.035 120.750 118.900 120.300 +1.100 6,465 73,905 +1,665
Oct11 110330 122.800 123.600 121.980 123.180 +1.045 3,146 43,376 +226
Dec11 110330 123.200 123.600 122.150 123.385 +0.750 2,405 31,168 -57
Feb12 110330 122.700 123.100 121.785 123.080 +0.680 385 8,385 +177
Total Volume and Open Interest 34,849 376,220 +2,105
Feeder Cattle(CME)
Mar11 110330 133.300 133.650 133.130 133.550 +0.850 474 2,000 -139
Apr11 110330 136.350 137.735 135.650 137.485 +1.785 973 4,401 -150
May11 110330 138.250 139.450 137.535 138.800 +1.225 2,183 14,379 +289
Aug11 110330 140.000 140.900 139.150 140.575 +1.250 923 16,313 +290
Sep11 110330 139.500 140.325 138.630 140.285 +1.385 117 2,945 +76
Oct11 110330 139.035 139.750 138.350 139.700 +1.400 72 1,658 +21
Nov11 110330 138.700 139.650 138.000 139.650 +1.450 51 878 +27
Total Volume and Open Interest 4,802 42,728 +419
Lean Hogs(CME)
Apr11 110330 93.500 93.750 90.680 93.550 -0.050 6,356 19,272 -128
May11 110330 102.330 102.600 99.500 102.500 +0.100 482 4,386 +166
Jun11 110330 103.650 103.930 100.480 103.150 -0.330 10,691 92,563 +952
Jul11 110330 103.300 103.500 100.250 103.150 -0.080 1,211 28,930 -13
Aug11 110330 102.930 103.050 99.830 102.450 -0.350 2,741 32,508 +527
Oct11 110330 91.700 91.850 88.885 91.650 -0.050 1,444 25,448 +243
Dec11 110330 87.480 87.700 84.500 87.600 +0.100 1,177 17,737 +317
Feb12 110330 87.800 87.830 85.450 87.700 -0.100 293 4,022 +158
Total Volume and Open Interest 24,704 228,329 +2,379
Class III Milk(CME)
Mar11 110330 19.42 19.46 19.42 19.44 -0.02 162 7,288 +176
Apr11 110330 16.64 16.76 16.50 16.65 -0.11 406 5,536 -136
May11 110330 16.84 16.84 16.52 16.63 -0.21 437 5,164 +88
Jun11 110330 16.86 16.86 16.62 16.70 -0.16 331 4,175 -33
Jul11 110330 17.37 17.37 17.20 17.22 -0.15 101 3,063 +3
Total Volume and Open Interest 1,665 39,964 +168
Cocoa(ICE)
May11 110330 3028 3077 2973 2987 -70 6,511 61,587 -434
Jul11 110330 3020 3083 2982 2997 -65 2,858 34,183 +776
Sep11 110330 3040 3088 2998 3009 -63 1,500 16,462 +853
Dec11 110330 3084 3100 3010 3023 -61 128 17,540 +50
Mar12 110330 3094 3131 3052 3057 -69 19 23,210 +7
May12 110330 3140 3145 3053 3053 -64 0 5,113 +0
Jul12 110330 3055 3055 3055 3055 -62 0 547 +0
Total Volume and Open Interest 11,016 162,895 +1,252
Coffee "C"(ICE)
May11 110330 262.50 265.70 259.10 264.80 +3.35 9,616 63,028 -1,418
Jul11 110330 265.15 268.20 261.60 267.40 +3.35 4,051 27,206 +1,453
Sep11 110330 267.40 270.45 263.95 269.70 +3.40 1,331 11,005 +88
Dec11 110330 269.40 272.30 266.10 271.85 +3.55 616 14,535 -91
Mar12 110330 270.00 273.10 268.30 272.95 +3.50 259 2,760 +54
May12 110330 270.45 274.45 269.00 274.20 +3.45 168 662 +29
Total Volume and Open Interest 16,148 120,075 +145
Orange Juice(ICE)
May11 110330 161.00 162.35 159.15 161.50 -0.15 1,187 17,313 -240
Jul11 110330 157.55 160.30 157.00 159.45 +0.40 655 5,298 -26
Sep11 110330 155.60 158.00 155.20 157.45 +0.30 12 1,179 -2
Nov11 110330 153.75 154.70 153.75 154.70 +0.95 0 760 +0
Jan12 110330 153.95 153.95 153.95 153.95 +0.95 0 112 +0
Mar12 110330 153.90 153.90 153.90 153.90 +0.95 0 40 +0
Total Volume and Open Interest 1,854 24,709 -268
Sugar #11(ICE)
May11 110330 26.99 27.38 26.28 27.21 +0.19 32,044 209,426 -2,706
Jul11 110330 24.93 25.39 24.29 25.23 +0.30 16,652 182,849 +1,154
Oct11 110330 23.90 24.40 23.34 24.33 +0.44 6,000 82,952 +104
Mar12 110330 23.38 23.99 22.98 23.91 +0.47 2,691 57,256 -471
May12 110330 22.96 23.48 22.46 23.39 +0.54 545 16,864 +89
Total Volume and Open Interest 58,757 595,095 -1,971
London Cocoa(LCE)
May11 110330 1971 2006 1940 1944 -53 3,658 51,448 -413
Jul11 110330 1973 2005 1942 1948 -46 3,071 41,191 -1,185
Sep11 110330 1989 2007 1950 1955 -50 618 25,354 +43
Dec11 110330 2000 2012 1951 1960 -51 299 33,851 -125
Mar12 110330 2011 2022 1957 1957 -66 29 26,546 +5
May12 110330 2007 2026 1966 1966 -63 0 6,109 +0
Jul12 110330 2012 2012 1970 1970 -64 0 2,708 -1
Total Volume and Open Interest 7,675 194,557 -1,676
London Sugar(LCE)
May11 110330 695.40 717.00 689.10 707.80 +5.30 5,145 23,269 -286
Aug11 110330 658.70 662.40 642.80 657.10 -6.60 1,392 20,926 -42
Oct11 110330 637.20 642.70 625.30 640.00 -3.80 262 4,429 +79
Dec11 110330 621.80 629.90 612.70 625.30 -2.20 1 1,561 +1
Mar12 110330 616.50 617.60 607.80 617.50 -0.70 18 1,396 +13
Total Volume and Open Interest 6,823 52,501 -234
Cotton(ICE)
May11 110330 195.03 199.93 192.23 193.67 -1.21 6,662 71,810 -632
Jul11 110330 188.00 192.84 185.03 186.85 -0.94 4,608 43,153 +178
Oct11 110330 150.50 151.00 147.30 148.40 -1.53 37 417 +0
Dec11 110330 124.11 126.40 123.68 125.50 +0.53 3,233 55,340 -391
Mar12 110330 119.50 119.90 118.00 119.58 +1.15 501 4,946 +23
May12 110330 114.13 114.36 114.13 114.36 +1.56 57 1,340 +7
Total Volume and Open Interest 15,348 180,249 -768
Lumber(CME)
May11 110330 306.1 308.0 299.2 299.6 -6.0 760 5,943 -145
Jul11 110330 324.2 325.5 320.0 322.6 -2.1 325 3,006 +20
Sep11 110330 331.4 331.4 325.9 328.0 -4.5 84 774 +70
Nov11 110330 324.0 324.0 322.1 322.1 +1.1 0 107 +0
Total Volume and Open Interest 1,169 9,831 -55
Crude Oil(NYM)
May11 110330 104.45 105.15 103.44 104.27 -0.52 223,079 351,089 -4,391
Jun11 110330 105.05 105.66 104.02 104.84 -0.48 57,285 159,837 +1,526
Jul11 110330 105.56 106.11 104.55 105.37 -0.42 25,797 104,911 +3,318
Aug11 110330 105.88 106.41 104.89 105.73 -0.34 7,673 44,253 -183
Sep11 110330 105.93 106.48 105.17 106.01 -0.26 8,727 62,860 -468
Oct11 110330 106.13 106.42 105.59 106.21 -0.19 7,095 31,757 -1,028
Nov11 110330 106.46 106.46 105.90 106.32 -0.16 6,333 35,523 +208
Dec11 110330 106.33 106.91 105.46 106.35 -0.15 24,879 180,337 -1,419
Jan12 110330 106.36 106.36 106.18 106.23 -0.14 4,294 36,509 +364
Feb12 110330 105.85 106.44 105.85 106.07 -0.11 2,316 16,784 +335
Mar12 110330 105.66 106.22 105.66 105.89 -0.08 2,005 25,169 -109
Apr12 110330 105.47 105.67 105.47 105.67 -0.03 1,219 9,804 +85
May12 110330 105.39 105.39 105.39 105.39 -0.02 647 11,092 +203
Jun12 110330 104.97 105.31 104.75 105.11 -0.03 4,192 60,767 +922
Jul12 110330 104.76 104.76 104.76 104.76 -0.04 114 13,094 +68
Aug12 110330 104.41 104.41 104.41 104.41 -0.05 28 7,696 -25
Total Volume and Open Interest 386,621 1,516,018 -1,185
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 110330 104.475 105.125 103.425 104.275 -0.525 7,811 2,721 +788
Jun11 110330 105.050 105.600 104.025 104.850 -0.475 336 456 -23
Jul11 110330 105.250 105.825 104.850 105.375 -0.425 31 200 +10
Aug11 110330 106.250 106.250 105.725 105.725 -0.350 0 26 +0
Sep11 110330 105.750 106.250 105.750 106.000 -0.275 2 13 +1
Oct11 110330 106.200 106.200 106.200 106.200 -0.200 1 46 +0
Nov11 110330 106.325 106.325 106.325 106.325 -0.150 0 11 +0
Dec11 110330 106.350 106.350 106.350 106.350 -0.150 5 226 +0
Total Volume and Open Interest 8,186 3,844 +39
Heating Oil(NYM)
Apr11 110330 303.95 305.72 302.38 303.96 -0.19 23,004 15,310 -6,464
May11 110330 305.40 307.20 303.66 305.34 -0.39 47,822 98,622 +5,777
Jun11 110330 306.55 308.28 304.82 306.49 -0.49 16,828 56,320 +609
Jul11 110330 307.50 309.40 306.00 307.67 -0.59 6,257 29,189 +872
Aug11 110330 309.52 310.17 307.30 308.92 -0.67 2,652 19,167 +429
Sep11 110330 311.19 311.70 308.70 310.37 -0.72 1,651 15,285 -344
Oct11 110330 312.49 312.51 311.48 311.85 -0.77 793 7,590 -169
Nov11 110330 313.83 314.83 312.92 313.27 -0.83 726 7,684 -84
Dec11 110330 314.91 316.16 312.96 314.64 -0.87 3,423 27,106 -541
Jan12 110330 316.40 316.40 316.00 316.00 -0.87 316 7,497 -10
Feb12 110330 316.78 316.78 316.30 316.30 -0.86 77 3,575 -6
Mar12 110330 315.16 315.22 315.16 315.22 -0.79 118 1,756 +31
Total Volume and Open Interest 105,275 302,912 +600
Gasoline(NYMEX)
Apr11 110330 304.44 307.41 303.77 306.40 +1.82 21,334 19,345 -7,866
May11 110330 304.10 306.90 303.28 305.73 +1.37 34,553 103,113 +2,200
Jun11 110330 303.31 305.31 302.06 304.18 +1.08 12,516 44,868 +519
Jul11 110330 301.30 303.05 300.63 302.51 +1.02 5,065 22,265 -272
Aug11 110330 298.91 301.20 298.66 300.15 +0.96 2,543 11,769 -480
Sep11 110330 295.86 297.42 295.62 297.06 +0.87 2,781 16,188 +86
Oct11 110330 282.31 284.09 281.26 283.35 +0.83 1,377 13,671 +401
Nov11 110330 279.96 280.15 279.94 279.94 +0.68 500 4,442 +35
Dec11 110330 278.15 279.86 277.55 278.62 +0.55 677 23,928 +195
Jan12 110330 278.74 278.79 278.74 278.75 +0.49 11 5,625 +2
Total Volume and Open Interest 81,457 282,008 -5,080
e-miNY RBOB Gasoline(NYM)
Apr11 110330 306.40 306.40 306.40 306.40 +1.80 0 2 +0
May11 110330 306.00 306.00 305.70 305.70 +1.30 0 1 +0
Jun11 110330 304.20 304.20 304.18 304.20 +1.10 0 1 +0
Jul11 110330 302.50 302.51 302.50 302.50 +1.00 0 1 +0
Total Volume and Open Interest 0 8 +0
Natural Gas(NYM)
May11 110330 4.260 4.389 4.255 4.355 +0.092 128,650 257,111 -3,571
Jun11 110330 4.346 4.457 4.328 4.426 +0.091 32,500 70,272 +4,102
Jul11 110330 4.413 4.523 4.404 4.502 +0.091 24,716 95,098 +1,349
Aug11 110330 4.452 4.554 4.438 4.535 +0.090 10,250 34,908 +728
Sep11 110330 4.455 4.561 4.449 4.542 +0.090 9,148 48,000 +709
Oct11 110330 4.504 4.607 4.499 4.590 +0.087 24,428 71,946 -453
Nov11 110330 4.670 4.759 4.669 4.744 +0.078 11,214 32,878 -300
Dec11 110330 4.885 4.980 4.880 4.971 +0.072 6,718 29,176 +252
Jan12 110330 5.050 5.091 5.014 5.090 +0.071 12,986 63,285 +195
Feb12 110330 5.039 5.071 4.995 5.071 +0.070 1,912 14,214 +473
Mar12 110330 4.960 5.015 4.933 5.009 +0.070 4,258 29,330 +555
Apr12 110330 4.813 4.863 4.782 4.858 +0.067 4,243 28,302 -23
May12 110330 4.852 4.878 4.804 4.878 +0.065 1,076 6,496 +220
Jun12 110330 4.864 4.913 4.864 4.913 +0.065 899 4,736 +250
Jul12 110330 4.912 4.956 4.912 4.956 +0.065 471 4,454 +361
Aug12 110330 4.940 4.983 4.940 4.983 +0.065 432 5,615 +340
Total Volume and Open Interest 369,260 879,486 -9,834
Brent Crude Oil(ICE)
May11 110330 115.11 115.70 114.50 115.13 -0.03 138,658 177,723 -5,481
Jun11 110330 114.98 115.50 114.36 114.95 -0.01 64,375 194,949 -4,495
Jul11 110330 114.51 115.23 114.15 114.73 +0.03 20,394 65,347 +790
Aug11 110330 114.12 114.98 113.83 114.48 +0.05 6,480 26,588 -563
Sep11 110330 113.86 114.68 113.54 114.17 +0.03 5,344 35,088 -647
Oct11 110330 113.61 114.41 113.34 113.90 +0.01 4,052 21,639 -23
Nov11 110330 113.10 114.12 113.06 113.60 -0.04 2,895 19,395 +475
Dec11 110330 113.01 113.85 112.74 113.32 -0.08 18,622 100,593 +67
Jan12 110330 112.90 113.18 112.66 113.09 -0.09 2,771 21,611 +1,095
Feb12 110330 112.84 112.84 112.84 112.84 -0.10 1,415 14,300 +443
Mar12 110330 112.58 112.58 112.58 112.58 -0.09 916 23,217 -78
Apr12 110330 112.28 112.28 112.28 112.28 -0.08 295 5,863 -11
May12 110330 111.92 111.92 111.92 111.92 -0.08 207 4,158 +84
Jun12 110330 111.70 111.82 111.12 111.55 -0.08 2,036 35,396 +265
Total Volume and Open Interest 276,007 858,549 -7,075
Gas Oil(ICE)
Apr11 110330 975.50 980.75 971.00 978.00 -0.25 47,303 101,809 -5,360
May11 110330 973.25 978.50 968.50 975.25 -1.00 65,159 127,026 +516
Jun11 110330 973.00 977.25 967.50 974.50 -1.25 30,390 76,113 +2,470
Jul11 110330 975.25 978.75 968.75 976.00 -1.50 7,774 35,831 +1,514
Aug11 110330 977.25 979.75 970.75 977.75 -2.00 4,666 26,277 +696
Sep11 110330 977.25 981.75 972.50 979.25 -2.25 3,906 36,764 -262
Oct11 110330 979.50 980.50 976.00 980.00 -2.25 1,676 26,051 +52
Nov11 110330 979.00 982.00 975.75 979.50 -2.50 1,207 18,963 +140
Dec11 110330 977.75 981.75 972.75 979.75 -2.50 12,189 56,075 -717
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 110330 2.487 2.492 2.470 2.476 -0.016 90 505 -20
May11 110330 2.467 2.473 2.438 2.441 -0.026 254 773 -110
Jun11 110330 2.448 2.448 2.434 2.440 -0.023 103 1,020 -71
Jul11 110330 2.455 2.455 2.428 2.439 -0.021 8 1,358 -2
Aug11 110330 2.425 2.425 2.412 2.419 -0.023 50 644 -51
Sep11 110330 2.370 2.370 2.360 2.360 -0.022 12 1,069 +4
Oct11 110330 2.280 2.286 2.280 2.286 -0.022 12 696 +11
Total Volume and Open Interest 645 7,795 -198
WTI Crude Oil(ICE
May11 110330 104.45 105.16 103.44 104.27 -0.52 49,584 83,728 -1,288
Jun11 110330 104.97 105.65 104.04 104.84 -0.48 19,411 84,092 +454
Jul11 110330 105.44 106.10 104.61 105.37 -0.42 7,368 42,146 +1,140
Aug11 110330 105.83 106.34 105.27 105.73 -0.34 3,336 19,520 -14
Sep11 110330 106.06 106.64 105.47 106.01 -0.26 2,613 28,321 +234
Oct11 110330 106.21 106.74 105.69 106.21 -0.19 2,152 19,336 -727
Nov11 110330 106.31 106.83 105.80 106.32 -0.16 2,048 14,434 +110
Dec11 110330 106.25 106.91 105.49 106.35 -0.15 9,672 94,031 -676
Jan12 110330 106.77 106.77 106.15 106.23 -0.14 990 11,242 +138
Feb12 110330 106.07 106.07 106.07 106.07 -0.11 300 2,531 +55
Mar12 110330 105.66 105.89 105.66 105.89 -0.08 366 9,183 +16
Apr12 110330 105.67 105.67 105.67 105.67 -0.03 161 3,001 +34
May12 110330 105.39 105.39 105.39 105.39 -0.02 111 1,423 -2
Jun12 110330 104.69 105.11 104.69 105.11 -0.03 1,188 28,893 +616
Jul12 110330 104.76 104.76 104.76 104.76 -0.04 0 632 +0
Aug12 110330 104.41 104.41 104.41 104.41 -0.05 0 331 +0
Total Volume and Open Interest 101,687 533,445 -143
US Dollar Index(ICE)
Jun11 110330 76.380 76.670 76.245 76.357 -0.145 17,364 51,704 +577
Sep11 110330 77.020 77.020 76.775 76.798 -0.145 12 523 +5
Dec11 110330 77.158 77.158 77.158 77.158 -0.145 0 1 +0
Total Volume and Open Interest 17,377 52,229 +583
Australian Dollar(CME)
Jun11 110330 101.90 102.42 101.75 102.31 +0.37 69,646 134,413 +4,434
Sep11 110330 100.69 101.19 100.69 101.08 +0.36 19 388 +1
Dec11 110330 99.96 99.96 99.62 99.96 +0.34 0 53 +0
Total Volume and Open Interest 69,665 134,854 +4,435
British Pound(CME)
Jun11 110330 159.87 160.69 159.64 160.54 +0.79 105,476 106,622 -2,179
Sep11 110330 159.69 160.27 159.50 160.27 +0.77 38 139 -30
Dec11 110330 159.96 159.96 159.23 159.96 +0.73 0 37 +0
Total Volume and Open Interest 105,514 106,800 -2,209
Canadian Dollar(CME)
Jun11 110330 102.47 103.06 102.36 102.79 +0.42 57,240 112,876 +1,247
Sep11 110330 102.25 102.76 102.12 102.53 +0.41 60 2,262 +20
Dec11 110330 102.40 102.50 101.87 102.25 +0.38 13 2,232 +2
Mar12 110330 101.93 101.93 101.55 101.93 +0.38 0 175 +0
Total Volume and Open Interest 57,321 117,565 +1,271
Japanese Yen(CME)
Jun11 110330 121.33 121.46 120.26 120.72 -0.63 80,571 107,633 -3,562
Sep11 110330 121.28 121.48 120.42 120.84 -0.64 497 652 +122
Dec11 110330 121.02 121.66 121.02 121.02 -0.64 12 53 -4
Total Volume and Open Interest 81,080 108,345 -3,444
Swiss Franc(CME)
Jun11 110330 108.69 109.04 107.85 108.84 +0.30 34,995 56,655 -1,051
Sep11 110330 108.39 109.07 108.00 108.92 +0.30 21 58 +2
Dec11 110330 108.99 108.99 108.69 108.99 +0.30 0 12 +0
Total Volume and Open Interest 35,016 56,726 -1,049
EuroFX(CME)
Jun11 110330 140.88 141.29 140.31 141.00 +0.32 237,107 216,456 +8,138
Sep11 110330 140.25 140.88 140.10 140.66 +0.32 238 1,457 -24
Dec11 110330 140.30 140.30 139.98 140.30 +0.32 0 70 +0
Total Volume and Open Interest 237,345 218,273 +8,114
Mexican Peso(CME)
Apr11 110330 838.5 838.5 836.2 838.5 +2.2      
May11 110330 835.0 835.0 832.8 835.0 +2.2      
Total Volume and Open Interest 14,935 130,360 +2,693
30-Year T-Bonds(CBOT)
Jun11 110330 119~250 120~060 119~250 120~060 +0~140      
Sep11 110330 118~090 118~240 118~080 118~230 +0~150 103 82 +62
Dec11 110330 117~080 117~080 116~250 117~080 +0~150      
Total Volume and Open Interest 199,422 589,016 -1,726
10-Year T-Notes(CBOT)
Jun11 110330 118~245 119~075 118~190 119~040 +0~115 856,063 1,563,360 -36,886
Sep11 110330 117~170 117~220 117~090 117~210 +0~120 5 44 +1
Dec11 110330 116~210 116~210 116~090 116~210 +0~120 0 4 +0
Total Volume and Open Interest 856,068 1,563,408 -36,885
5-Year T-Notes(CBOT)
Jun11 110330 116~081 116~118 116~066 116~107 +0~028 562,107 1,258,597 -21,987
Sep11 110330 115~123 115~123 115~095 115~123 +0~028      
Dec11 110330 115~019 115~019 114~119 115~019 +0~028      
Total Volume and Open Interest 563,110 1,264,133 -22,857
2 Year T-Notes(CBOT)
Jun11 110330 109~000 109~007 108~124 109~004 +0~006 315,813 889,907 -31,645
Sep11 110330 108~098 108~098 108~092 108~098 +0~006      
Dec11 110330 108~064 108~064 108~058 108~064 +0~006      
Total Volume and Open Interest 316,716 895,560 -31,875
Eurodollars(CME)
Jun11 110330 99.625 99.635 99.620 99.630 +0.015 141,252 1,087,340 -21,322
Sep11 110330 99.505 99.525 99.495 99.505 +0.010 199,945 1,293,940 -4,942
Dec11 110330 99.335 99.365 99.325 99.350 +0.020 243,728 1,387,328 -12,727
Mar12 110330 99.070 99.110 99.055 99.095 +0.030 289,945 1,344,153 +9,997
Jun12 110330 98.715 98.770 98.700 98.755 +0.040 402,922 964,442 -14,705
Sep12 110330 98.340 98.405 98.325 98.395 +0.055 247,426 626,142 +1,421
Dec12 110330 97.990 98.070 97.975 98.055 +0.065 212,458 475,785 -5,592
Mar13 110330 97.705 97.785 97.680 97.770 +0.065 193,521 289,403 -6,898
Jun13 110330 97.440 97.520 97.420 97.505 +0.065 110,422 211,214 -892
Sep13 110330 97.195 97.270 97.170 97.260 +0.065 82,100 211,993 +587
Dec13 110330 96.960 97.035 96.935 97.020 +0.065 57,617 183,330 +1,312
Mar14 110330 96.745 96.820 96.725 96.805 +0.065 54,117 161,962 +3,612
Jun14 110330 96.530 96.605 96.510 96.590 +0.065 21,848 112,087 +2,650
Sep14 110330 96.330 96.400 96.305 96.385 +0.065 16,425 62,419 -213
Dec14 110330 96.115 96.195 96.095 96.175 +0.065 14,851 78,021 +1,574
Mar15 110330 95.945 96.020 95.925 96.005 +0.070 13,527 58,213 +827
Jun15 110330 4.025 4.095 4.010 4.085 +0.065 11,455 37,986 +560
Sep15 110330 3.875 3.945 3.860 3.930 +0.060 9,247 36,968 -961
Total Volume and Open Interest 2,353,576 8,836,937 -40,661
30 Day Federal Funds(CBOT)
Mar11 110330 99.860 99.863 99.860 99.860 unch 285 81,346 -116
Apr11 110330 99.870 99.880 99.870 99.875 +0.005 10,438 77,692 +4,130
May11 110330 99.865 99.875 99.865 99.870 +0.005 6,128 75,391 +2,565
Jun11 110330 99.860 99.865 99.855 99.860 +0.005 1,703 45,915 +253
Jul11 110330 99.840 99.850 99.840 99.845 +0.005 2,638 50,445 +682
Aug11 110330 99.815 99.825 99.815 99.820 +0.005 3,239 39,681 +939
Total Volume and Open Interest 70,157 683,523 +11,062
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 110330 99.670 99.670 99.670 99.670 +0.002 0 150 +0
Sep11 110330 99.668 99.668 99.668 99.668 +0.003      
Dec11 110330 99.660 99.660 99.660 99.660 +0.003 0 75 +0
Mar12 110330 99.645 99.645 99.645 99.645 +0.002      
Jun12 110330 99.670 99.670 99.670 99.670 unch      
Sep12 110330 99.600 99.600 99.600 99.600 unch      
Dec12 110330 99.560 99.560 99.560 99.560 unch      
Mar13 110330 99.560 99.560 99.560 99.560 unch      
Jun13 110330 99.515 99.515 99.515 99.515 unch      
Sep13 110330 99.375 99.375 99.375 99.375 unch      
Total Volume and Open Interest 0 225 +0
3-Mth Euro-Yen(SGX)
Jun11 110330 99.67 99.67 99.67 99.67 +0.00 0 3,273 +200
Sep11 110330 99.67 99.67 99.67 99.67 +0.00 346 1,221 +0
Dec11 110330 99.66 99.66 99.66 99.66 +0.00 0 1,941 +0
Mar12 110330 99.64 99.64 99.64 99.64 +0.00 105 2,642 +105
Jun12 110330 99.67 99.67 99.67 99.67 unch 0 1,254 +0
Sep12 110330 99.60 99.60 99.60 99.60 unch 0 411 +0
Dec12 110330 99.56 99.56 99.56 99.56 unch 0 24 +0
Mar13 110330 99.56 99.56 99.56 99.56 unch 0 1 +0
Total Volume and Open Interest 451 10,767 +305
Japanese Gov't Bonds(SGX)
Jun11 110329 139.58 139.96 139.55 139.75 +0.23 1,294 13,126 +94
Sep11 110330 138.64 138.64 138.64 138.64 -0.21 0 1 +0
Dec11 110330 136.55 136.55 136.55 136.55 -0.21      
Total Volume and Open Interest 1,473 13,558 +431
Euro-Bund(EUREX)
Jun11 110330 121.17 121.49 121.16 121.43 -0.07 684,094 1,239,270 +78,127
Sep11 110330 120.87 121.00 120.87 121.00 -0.13 35 2,221 +10
Dec11 110330 120.79 120.79 119.47 120.31 -0.07      
Total Volume and Open Interest 684,129 1,241,491 +78,137
Euro-Bobl(EUREX)
Jun11 110322 115.08 115.14 114.85 115.04 -0.03 537,973 1,010,693 +55,899
Sep11 110330 113.98 114.03 113.98 114.03 -0.03 2,345 19,169 +10,124
Dec11 110330 114.13 114.13 114.13 114.13 unch      
Total Volume and Open Interest 441,389 1,028,008 +45,163
3-Mth Euribor(EUREX)
Mar11 110314 98.830 98.830 98.825 98.825 unch 564 5,430 -114
Jun11 110330 98.495 98.495 98.495 98.495 +0.025 5 11,783 +11
Sep11 110330 98.180 98.195 98.180 98.195 +0.030 2 2,857 +0
Total Volume and Open Interest 16 22,631 +110
Long Gilt(LIFFE)
Jun11 110329 117~27 118~02 117~19 117~22 -0~04 85,928 302,811 +9,094
Sep11 110330 118~13 118~13 118~13 118~13 -0~12      
Total Volume and Open Interest 71,954 302,420 -1,075
3-Mth Short Sterling(LIFFE)
Jun11 110330 98.99 99.00 98.95 98.95 -0.05 41,559 405,381 +9,020
Sep11 110330 98.80 98.81 98.75 98.76 -0.05 30,449 360,983 -5,451
Dec11 110330 98.58 98.58 98.51 98.53 -0.06 53,718 347,174 -12,595
Mar12 110330 98.33 98.34 98.26 98.28 -0.07 42,660 323,576 +9,923
Jun12 110330 98.06 98.06 97.98 98.00 -0.08 29,255 207,296 -646
Sep12 110330 97.77 97.79 97.70 97.73 -0.07 14,803 145,427 -1,489
Total Volume and Open Interest 253,921 2,095,389 -5,349
3-Mth Euribor(LIFFE)
Jun11 110330 98.475 98.495 98.455 98.495 +0.025 59,670 716,907 +2,345
Sep11 110330 98.170 98.200 98.150 98.195 +0.030 83,222 610,786 -1,763
Dec11 110330 97.915 97.955 97.900 97.945 +0.030 120,099 547,195 +9,753
Total Volume and Open Interest 682,442 3,309,093 +34,991
3-Mth Aus T-Bills(SFE)
Jun11 110330 95.10 95.12 95.09 95.10 -0.01 18,039 207,723 +3,530
Sep11 110330 95.03 95.06 95.02 95.04 unch 20,855 203,819 +5,070
Dec11 110330 94.92 94.94 94.90 94.92 -0.01 13,643 114,420 +3,438
Mar12 110330 94.80 94.81 94.77 94.78 -0.02 4,720 64,199 +1,721
Jun12 110330 94.69 94.69 94.66 94.67 -0.03 1,704 45,156 -46
Sep12 110330 94.61 94.61 94.57 94.58 -0.04 1,595 41,198 +116
Dec12 110330 94.50 94.51 94.48 94.49 -0.04 1,265 18,824 -278
Mar13 110330 94.46 94.46 94.44 94.44 -0.03 141 6,692 +116
Jun13 110330 94.38 94.39 94.36 94.37 -0.04 0 946 +0
Sep13 110330 94.33 94.34 94.31 94.32 -0.04 2 900 +0
Total Volume and Open Interest 61,966 704,731 +13,669
10-Year Aus T-Bonds(SFE)
Jun11 110330 94.52 94.53 94.45 94.46 -0.06 26,911 341,302 +6,703
Sep11 110330 94.46 94.46 94.46 94.46 -0.06      
Total Volume and Open Interest 26,911 341,302 +6,703
3-Year Aus T-Bonds(SFE)
Jun11 110330 94.93 94.95 94.88 94.90 -0.04 93,568 501,019 +2,166
Sep11 110330 94.90 94.90 94.90 94.90 -0.04      
Total Volume and Open Interest 93,568 501,019 +2,166
Gold(CMX)
Apr11 110330 1418.7 1430.3 1412.0 1423.8 +7.6 178,881 78,722 -43,619
Jun11 110330 1420.2 1431.7 1413.1 1424.9 +7.4 108,286 278,390 +39,348
Aug11 110330 1421.8 1432.4 1415.4 1426.4 +7.4 3,820 33,085 +636
Oct11 110330 1424.6 1434.2 1423.3 1427.9 +7.4 1,350 6,539 -324
Dec11 110330 1424.0 1435.5 1418.5 1429.5 +7.4 2,858 30,142 +320
Feb12 110330 1428.0 1437.4 1426.4 1431.3 +7.4 323 7,093 -92
Apr12 110330 1430.4 1433.4 1430.4 1433.4 +7.2 30 5,091 +0
Jun12 110330 1437.1 1437.1 1436.0 1436.0 +7.1 525 6,736 -15
Aug12 110330 1441.5 1441.5 1439.0 1439.1 +7.0 50 2,218 +50
Oct12 110330 1442.7 1442.7 1442.7 1442.7 +6.8 0 2,993 +0
Dec12 110330 1441.2 1454.1 1439.8 1447.4 +6.6 165 11,357 +96
Feb13 110330 1453.0 1453.0 1453.0 1453.0        
Silver(CMX)
May11 110330 3712.5 3777.0 3690.0 3751.1 +52.4 60,412 77,361 +923
Jul11 110330 3707.0 3778.0 3695.0 3753.5 +52.6 3,867 17,670 +656
Sep11 110330 3716.0 3778.5 3711.5 3755.1 +52.6 491 7,149 +77
Dec11 110330 3719.0 3775.0 3715.5 3756.2 +52.7 1,084 16,296 +60
Mar12 110330 3771.0 3771.0 3754.1 3754.1 +52.8 135 1,585 +62
May12 110330 3727.0 3752.5 3727.0 3752.5 +52.8 2 347 +0
Jul12 110330 3748.5 3750.7 3748.5 3750.7 +52.8 0 1,429 +0
Total Volume and Open Interest 66,498 138,460 +1,727
Platinum(NYMEX)
Apr11 110330 1742.8 1775.0 1741.0 1771.4 +30.8 7,765 4,705 -2,593
Jul11 110330 1744.6 1780.5 1744.1 1774.1 +30.0 7,382 27,260 +2,076
Oct11 110330 1752.0 1779.5 1749.0 1778.7 +30.8 81 663 +29
Jan12 110330 1781.1 1781.1 1781.1 1781.1 +30.8 0 14 +0
Total Volume and Open Interest 15,232 32,679 -488
Palladium(NYMEX)
Jun11 110330 752.95 762.00 747.40 758.10 +5.15 2,620 20,025 -521
Sep11 110330 758.25 759.35 755.75 759.35 +5.15 47 445 +20
Dec11 110330 760.85 760.85 760.85 760.85 +5.15 1 21 -2
Total Volume and Open Interest 2,671 20,549 -502
Copper(CMX)
May11 110330 435.10 437.90 424.50 427.40 -7.25 25,815 84,136 -668
Jul11 110330 436.25 439.05 426.45 429.20 -7.15 4,227 30,383 +1,264
Sep11 110330 438.30 440.40 428.20 430.60 -7.10 506 8,903 -68
Dec11 110330 438.45 438.60 430.00 431.60 -7.10 298 5,568 -34
Mar12 110330 431.50 432.00 431.50 431.90 -7.00 189 2,048 +5
Total Volume and Open Interest 32,099 136,316 +500
DJIA Index(CBOT)
Jun11 110330 12231 12320 12230 12286 +61 2,481 8,015 +1,021
Sep11 110330 12218 12218 12156 12218 +62 0 6 +0
Dec11 110330 12151 12151 12090 12151 +61 0 1 +0
Mar12 110330 12090 12090 12029 12090 +61      
Total Volume and Open Interest 2,481 8,022 +1,021
S & P 500(CME)
Jun11 110330 1316.70 1327.50 1314.80 1323.90 +7.40 14,402 288,545 +163
Sep11 110330 1318.70 1322.40 1318.70 1318.70 +7.30 0 4,013 +1
Dec11 110330 1313.60 1317.20 1313.60 1313.60 +7.40 326 1,089 +100
Mar12 110330 1309.00 1312.60 1309.00 1309.00 +7.40      
Total Volume and Open Interest 14,728 293,652 +264
S & P 500 E-Mini(Globex)
Jun11 110330 1324.50 1324.75 1323.75 1324.00 +6.00      
Sep11 110330 1312.50 1322.75 1309.75 1318.75 +7.25 563 2,416 +144
Total Volume and Open Interest 1,291,064 2,634,457 +33,167
NASDAQ 100(CME)
Jun11 110330 2324.80 2342.80 2321.30 2334.50 +12.00 205 8,909 -722
Sep11 110330 2331.50 2332.00 2331.50 2331.50 +12.00 0 1 +0
Dec11 110330 2329.00 2329.50 2329.00 2329.00 +12.00      
Total Volume and Open Interest 205 8,910 -722
NASDAQ 100 E-Mini(Globex)
Jun11 110330 2322.30 2343.30 2320.30 2334.50 +12.00 205,806 299,841 -2,359
Sep11 110330 2321.50 2340.00 2321.00 2331.50 +12.00 122 113 +32
Total Volume and Open Interest 205,928 299,959 -2,327
S & P Midcap 400(CME)
Jun11 110330 984.00 984.00 981.50 982.40 +8.80 0 1,360 +0
Sep11 110330 980.30 980.30 978.50 980.30 +8.80      
Dec11 110330 978.70 978.70 976.90 978.70 +8.80      
Total Volume and Open Interest 0 1,360 +0
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Jun11 110330 9520 9830 9495 9790 +280 7,169 55,696 +55,696
Sep11 110330 9820 9820 9535 9815 +280 0 13 +0
Total Volume and Open Interest 7,169 55,709 -1,127
Nikkei 225(SGX)
Jun11 110330 9475 9715 9420 9710 +230 93,032 225,466 -1,535
Sep11 110330 9550 9710 9550 9710 +230 0 1,302 +2
Dec11 110330 9655 9655 9655 9655 +230 0 5,359 +0
Total Volume and Open Interest 93,572 266,001 -1,393
CAC 40(EURONEXT)
Apr11 110330 4021.5 4042.5 4013.0 4027.0 +36.0 85,967 239,214 -7,926
May11 110330 3944.0 3965.0 3944.0 3958.5 +36.0 357 948 +340
Jun11 110330 3904.5 3930.0 3904.5 3917.0 +36.5 301 26,735 +128
Total Volume and Open Interest 86,625 266,897 -7,458
Hang Seng Index(HKFE)
Mar11 110330 23210 23435 23188 23402 +332 112,723 58,361 -12,521
Apr11 110330 23211 23513 23166 23436 +395 44,257 51,337 +27,555
Total Volume and Open Interest 158,153 115,784 +15,208
DAX(EUREX)
Mar11 110318 6725.0 6735.0 6668.0 6689.5 +36.0 394,085 231,651 -107,036
Jun11 110330 7017.0 7091.0 7015.0 7071.5 +112.5 115,278 229,419 +11,080
Sep11 110330 7036.0 7115.5 7036.0 7096.5 +112.5 304 5,036 +84
Total Volume and Open Interest 115,590 234,561 +11,208
FT-SE 100(EURONEXT)
Jun11 110330 5896.00 5934.00 5896.00 5903.00 +18.00 62,523 584,279 -717
Sep11 110330 5868.50 5868.50 5868.50 5868.50 +18.00 0 513 +0
Dec11 110330 5850.00 5850.00 5850.00 5850.00 +18.00 0 190 +0
Total Volume and Open Interest 62,523 584,982 -717
SPI 200(SFE)
Mar11 110317 4564.0 4577.0 4464.0 4520.0 -47.0 127,175 225,244 -24,965
Jun11 110330 4787.0 4863.0 4773.0 4841.0 +58.0 34,851 191,502 +4,499
Sep11 110330 4796.0 4828.0 4794.0 4828.0 +57.0 2 3,476 -2
Total Volume and Open Interest 35,051 198,844 +4,320
GSCI(CME)
Apr11 110330 56.64 58.14 53.64 55.14 -2.50 288 13,344 -26
May11 110330 58.64 59.14 54.64 56.14 -2.50 2 22 +0
Jun11 110330 57.14 60.14 55.64 57.14 -2.50      
Total Volume and Open Interest 290 13,366 -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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