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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 March 31, 2011
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
May11 110331 1373.00 1432.00 1368.50 1410.25 +38.25 80,620 226,137 -504
Jul11 110331 1382.75 1442.25 1379.50 1421.00 +38.25 36,028 142,535 +730
Aug11 110331 1383.25 1438.00 1381.75 1419.25 +37.50 4,015 11,345 +500
Sep11 110331 1370.75 1418.25 1370.00 1406.25 +33.75 1,157 12,509 +224
Nov11 110331 1363.00 1408.75 1357.25 1395.00 +31.50 27,855 172,608 +1,400
Jan12 110331 1368.00 1410.00 1367.00 1398.25 +30.25 577 21,589 -49
Mar12 110331 1361.75 1404.25 1361.00 1394.50 +30.00 467 11,964 +49
Total Volume and Open Interest 151,794 618,462 +2,734
Soybean Meal(CBOT)
May11 110331 361.30 377.50 360.00 370.70 +10.20 32,394 82,065 -154
Jul11 110331 365.20 381.00 364.80 375.10 +9.90 13,259 52,396 +140
Aug11 110331 366.20 380.60 366.20 375.50 +9.30 2,163 14,438 -204
Sep11 110331 365.20 377.50 365.20 374.10 +8.90 910 11,373 +115
Oct11 110331 360.70 371.80 360.70 370.40 +9.70 755 11,181 -95
Dec11 110331 360.20 370.00 359.10 368.80 +8.60 7,200 32,220 +756
Jan12 110331 365.80 370.00 363.80 369.30 +7.90 115 3,317 +29
Mar12 110331 369.80 371.00 365.50 369.00 +7.40 101 2,764 +6
Total Volume and Open Interest 57,613 214,495 +954
Soybean Oil(CBOT)
May11 110331 57.26 59.59 57.12 58.78 +1.46 41,413 128,616 -1,665
Jul11 110331 57.91 60.20 57.74 59.38 +1.47 21,233 100,830 +1,756
Aug11 110331 58.06 60.09 58.06 59.56 +1.46 2,174 13,938 +161
Sep11 110331 58.19 60.30 58.12 59.70 +1.45 945 14,202 -92
Oct11 110331 58.32 60.35 58.25 59.55 +1.39 307 13,771 +32
Dec11 110331 58.26 60.49 58.08 59.65 +1.41 6,601 69,029 +932
Jan12 110331 58.35 59.89 58.35 59.67 +1.36 176 3,008 +76
Mar12 110331 58.15 59.80 58.15 59.57 +1.33 31 3,249 +16
Total Volume and Open Interest 73,005 350,014 +1,274
Canola(WCE)
May11 110331 583.9 603.4 583.9 593.3 +9.4 6,460 66,993 -2,951
Jul11 110331 592.3 611.8 592.3 602.0 +9.7 3,393 38,498 +1,318
Nov11 110331 570.5 588.6 568.7 580.5 +9.1 1,762 66,204 +1,268
Jan12 110331 576.0 593.3 576.0 585.7 +8.9 54 4,085 +44
Mar12 110331 589.5 591.5 587.2 587.2 +8.6 6 945 +6
Total Volume and Open Interest 11,706 178,676 -291
Corn(CBOT)
May11 110331 663.25 693.25 659.25 693.25 +30.00 149,177 526,870 -23,635
Jul11 110331 670.50 701.00 667.00 701.00 +30.00 70,318 391,020 +3,536
Sep11 110331 625.25 655.25 621.50 655.25 +30.00 7,896 90,787 +238
Dec11 110331 592.75 625.25 592.50 625.25 +30.00 39,381 390,078 +671
Mar12 110331 602.50 635.25 602.00 635.25 +30.00 6,326 60,661 +494
May12 110331 609.50 642.25 609.50 642.25 +30.00 1,492 8,304 +136
Total Volume and Open Interest 276,683 1,533,106 -18,181
Wheat(CBOT)
May11 110331 726.50 773.50 721.75 763.25 +36.00 48,274 175,882 -2,464
Jul11 110331 763.00 808.50 758.00 799.25 +36.00 21,762 138,603 +2,399
Sep11 110331 799.00 844.50 797.00 838.00 +36.75 6,770 44,154 -7
Dec11 110331 826.00 871.00 823.75 866.50 +37.75 10,481 90,081 +2,042
Mar12 110331 845.00 894.25 844.25 888.75 +40.00 776 8,985 +336
Total Volume and Open Interest 89,137 481,095 +2,664
Wheat(KCBT)
May11 110331 859.75 913.75 856.00 908.00 +46.00 9,712 67,026 -14
Jul11 110331 870.00 924.00 867.00 918.50 +45.75 6,246 67,983 -673
Sep11 110331 885.00 935.25 882.25 931.50 +44.50 1,855 19,147 +275
Dec11 110331 901.25 951.00 900.00 948.50 +43.50 1,173 20,647 +41
Mar12 110331 907.25 956.75 907.25 954.50 +41.50 106 2,158 +31
Total Volume and Open Interest 19,200 181,540 -285
Wheat(MGE)
May11 110331 885.50 933.00 885.00 923.75 +37.75 2,170 16,944 -77
Jul11 110331 892.50 940.00 892.50 932.00 +38.00 978 13,780 -193
Sep11 110331 896.75 943.25 895.00 935.75 +37.50 879 13,139 -179
Dec11 110331 907.00 954.00 905.00 947.50 +40.00 380 10,764 -24
Mar12 110331 913.75 957.75 913.75 954.50 +41.25 36 1,529 +4
Total Volume and Open Interest 4,464 57,644 -468
Oats(CBOT)
May11 110331 351.50 369.50 349.25 367.25 +17.75 288 6,902 -8
Jul11 110331 359.75 378.00 359.25 376.00 +18.00 104 4,230 +15
Sep11 110331 386.25 386.25 366.25 383.25 +17.00 3 200 -2
Dec11 110331 378.75 396.00 374.75 392.75 +16.00 90 2,311 +9
Total Volume and Open Interest 485 13,644 +14
Rough Rice(CBOT)
May11 110331 13.80 14.10 13.50 13.98 +0.20 936 13,540 -120
Jul11 110331 14.09 14.40 13.81 14.31 +0.21 551 6,068 +156
Sep11 110331 14.90 15.20 14.68 15.05 +0.18 215 3,570 +82
Nov11 110331 15.19 15.45 14.93 15.32 +0.14 44 837 -3
Total Volume and Open Interest 1,815 24,380 +122
Live Cattle(CME)
Apr11 110331 120.180 121.700 120.035 121.550 +1.000 13,432 49,032 -15
Jun11 110331 118.980 121.000 118.850 120.980 +1.400 21,227 169,583 +2,451
Aug11 110331 119.750 122.285 119.550 122.180 +1.880 7,518 75,420 +1,515
Oct11 110331 122.680 125.480 122.480 125.400 +2.220 3,482 44,031 +655
Dec11 110331 122.680 125.800 122.580 125.730 +2.345 2,400 32,044 +876
Feb12 110331 122.150 124.830 122.150 124.800 +1.720 569 8,608 +223
Total Volume and Open Interest 49,007 382,223 +6,003
Feeder Cattle(CME)
Mar11 110331 133.600 134.050 133.550 134.035 +0.485 460 1,881 -119
Apr11 110331 137.000 138.000 136.535 137.800 +0.315 658 4,117 -284
May11 110331 138.785 139.650 138.000 139.380 +0.580 1,404 14,492 +113
Aug11 110331 140.050 141.285 139.650 141.235 +0.660 1,475 16,697 +384
Sep11 110331 139.750 140.600 139.350 140.435 +0.150 186 3,034 +89
Oct11 110331 139.500 140.380 138.900 140.050 +0.350 122 1,706 +48
Nov11 110331 139.150 140.400 138.750 140.380 +0.730 64 905 +27
Total Volume and Open Interest 4,417 42,997 +269
Lean Hogs(CME)
Apr11 110331 92.650 94.180 92.400 93.730 +0.180 8,116 18,952 -320
May11 110331 101.300 103.150 100.800 103.080 +0.580 655 4,620 +234
Jun11 110331 102.785 104.080 102.100 103.885 +0.735 10,376 93,458 +895
Jul11 110331 102.300 103.850 102.000 103.750 +0.600 1,342 28,967 +37
Aug11 110331 101.950 103.285 101.430 103.150 +0.700 2,498 33,215 +707
Oct11 110331 90.800 93.200 90.650 93.100 +1.450 1,815 25,834 +386
Dec11 110331 86.750 89.100 86.500 89.000 +1.400 1,300 18,253 +516
Feb12 110331 86.800 89.250 86.800 89.100 +1.400 262 4,159 +137
Total Volume and Open Interest 26,785 231,147 +2,818
Class III Milk(CME)
Mar11 110331 19.44 19.46 19.43 19.46 +0.02 295 7,497 +209
Apr11 110331 16.78 16.78 16.60 16.71 +0.06 192 5,517 -19
May11 110331 16.63 16.81 16.57 16.70 +0.07 544 5,159 -5
Jun11 110331 16.65 16.90 16.65 16.86 +0.16 363 4,239 +64
Jul11 110331 17.20 17.42 17.20 17.40 +0.18 51 3,081 +18
Total Volume and Open Interest 1,619 40,325 +361
Cocoa(ICE)
May11 110331 2977 3009 2936 2952 -35 19,241 59,954 -1,633
Jul11 110331 2994 3019 2948 2966 -31 8,568 36,459 +2,276
Sep11 110331 3010 3034 2963 2980 -29 2,820 17,364 +902
Dec11 110331 3015 3065 2990 3010 -13 1,429 18,028 +488
Mar12 110331 3053 3092 3029 3050 -7 433 23,227 +17
May12 110331 3031 3043 3017 3041 -12 89 5,196 +83
Jul12 110331 3041 3041 3041 3041 -14 0 547 +0
Total Volume and Open Interest 32,581 165,028 +2,133
Coffee "C"(ICE)
May11 110331 265.40 267.40 262.05 264.15 -0.65 13,207 61,007 -2,021
Jul11 110331 267.40 269.90 264.75 266.75 -0.65 6,360 29,768 +2,562
Sep11 110331 269.90 272.30 267.00 269.10 -0.60 1,545 11,261 +256
Dec11 110331 271.85 274.05 269.85 271.35 -0.50 1,182 14,380 -155
Mar12 110331 273.50 274.70 271.95 272.60 -0.35 1,072 2,938 +178
May12 110331 274.25 275.80 273.25 273.95 -0.25 483 1,052 +390
Total Volume and Open Interest 23,956 121,346 +1,271
Orange Juice(ICE)
May11 110331 161.60 164.50 161.60 162.80 +1.30 550 17,096 -217
Jul11 110331 160.75 161.80 159.65 160.45 +1.00 146 5,418 +120
Sep11 110331 158.25 158.70 158.25 158.40 +0.95 32 1,209 +30
Nov11 110331 155.75 155.75 155.25 155.60 +0.90 16 771 +11
Jan12 110331 155.00 155.00 154.00 154.75 +0.80 10 122 +10
Mar12 110331 154.70 154.70 154.70 154.70 +0.80 0 40 +0
Total Volume and Open Interest 754 24,663 -46
Sugar #11(ICE)
May11 110331 27.36 27.65 26.71 27.11 -0.10 29,466 207,071 -2,355
Jul11 110331 25.35 25.55 24.64 25.04 -0.19 15,885 183,802 +953
Oct11 110331 24.48 24.59 23.70 24.16 -0.17 5,138 83,371 +419
Mar12 110331 23.88 24.15 23.29 23.76 -0.15 1,736 57,349 +93
May12 110331 23.14 23.59 22.87 23.32 -0.07 896 17,350 +486
Total Volume and Open Interest 54,106 595,022 -73
London Cocoa(LCE)
May11 110331 1935 1942 1907 1915 -29 10,078 51,662 +214
Jul11 110331 1941 1948 1912 1916 -32 10,154 45,793 +4,602
Sep11 110331 1950 1951 1920 1930 -25 5,378 27,113 +1,759
Dec11 110331 1953 1961 1929 1945 -15 2,323 34,111 +260
Mar12 110331 1952 1970 1936 1955 -2 2,461 25,877 -669
May12 110331 1965 1973 1946 1962 -4 397 6,310 +201
Jul12 110331 1972 1972 1951 1966 -4 756 3,464 +756
Total Volume and Open Interest 32,160 202,291 +7,734
London Sugar(LCE)
May11 110331 710.00 715.90 700.50 711.70 +3.90 2,919 23,915 +646
Aug11 110331 665.00 668.50 653.60 658.50 +1.40 2,984 20,925 -1
Oct11 110331 642.00 645.90 635.90 642.40 +2.40 826 4,981 +552
Dec11 110331 630.80 632.00 625.40 629.00 +3.70 96 1,605 +44
Mar12 110331 618.90 622.30 617.00 620.50 +3.00 6 1,401 +5
Total Volume and Open Interest 6,851 53,754 +1,253
Cotton(ICE)
May11 110331 195.25 200.67 192.57 200.23 +6.56 7,329 72,351 +541
Jul11 110331 188.00 193.66 185.25 192.90 +6.05 5,171 44,395 +1,242
Oct11 110331 148.00 155.00 148.00 154.00 +5.60 16 414 -3
Dec11 110331 125.00 132.50 123.91 132.50 +7.00 1,817 55,719 +379
Mar12 110331 117.96 126.58 117.96 126.58 +7.00 630 5,246 +300
May12 110331 114.40 120.64 114.40 120.64 +6.28 8 1,345 +5
Total Volume and Open Interest 15,012 182,719 +2,470
Lumber(CME)
May11 110331 302.3 306.4 299.7 303.4 +3.8 1,221 5,733 -210
Jul11 110331 320.3 326.0 318.6 323.4 +0.8 422 3,082 +76
Sep11 110331 326.0 330.4 324.3 330.1 +2.1 84 826 +52
Nov11 110331 322.1 322.1 322.1 322.1 unch 1 106 -1
Total Volume and Open Interest 1,728 9,748 -83
Crude Oil(NYM)
May11 110331 104.31 106.83 104.12 106.72 +2.45 246,824 350,797 -292
Jun11 110331 104.82 107.35 104.70 107.24 +2.40 72,770 160,923 +1,086
Jul11 110331 105.35 107.78 105.35 107.71 +2.34 28,720 106,249 +1,338
Aug11 110331 105.90 108.09 105.90 107.99 +2.26 12,096 45,618 +1,365
Sep11 110331 106.30 108.26 106.30 108.18 +2.17 13,549 61,359 -1,501
Oct11 110331 106.44 108.35 106.44 108.30 +2.09 8,185 31,395 -362
Nov11 110331 107.01 108.43 107.01 108.35 +2.03 6,135 35,688 +165
Dec11 110331 106.21 108.45 106.21 108.33 +1.98 29,688 178,553 -1,784
Jan12 110331 106.45 108.18 106.43 108.18 +1.95 2,978 36,884 +375
Feb12 110331 107.68 108.04 107.68 107.99 +1.92 2,305 16,602 -182
Mar12 110331 107.34 107.80 107.22 107.79 +1.90 3,895 24,369 -800
Apr12 110331 106.78 107.54 106.71 107.54 +1.87 1,645 10,558 +754
May12 110331 107.23 107.23 107.23 107.23 +1.84 1,262 11,427 +335
Jun12 110331 106.22 106.96 106.22 106.92 +1.81 4,581 60,607 -160
Jul12 110331 106.55 106.55 106.55 106.55 +1.79 291 13,157 +63
Aug12 110331 106.17 106.17 106.17 106.17 +1.76 78 7,695 -1
Total Volume and Open Interest 448,466 1,516,081 +63
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 110331 104.350 106.800 104.175 106.725 +2.450 7,839 2,673 -48
Jun11 110331 104.800 107.275 104.800 107.250 +2.400 488 452 -4
Jul11 110331 105.350 107.700 105.350 107.700 +2.325 38 206 +6
Aug11 110331 108.000 108.000 108.000 108.000 +2.275 3 25 -1
Sep11 110331 107.975 108.175 107.975 108.175 +2.175 0 13 +0
Oct11 110331 108.200 108.300 108.200 108.300 +2.100 0 46 +0
Nov11 110331 108.350 108.350 108.350 108.350 +2.025 0 11 +0
Dec11 110331 107.800 108.325 107.800 108.325 +1.975 0 226 +0
Total Volume and Open Interest 8,368 3,797 -47
Heating Oil(NYM)
Apr11 110331 304.15 311.43 304.15 308.98 +5.02 22,428 10,818 -4,492
May11 110331 305.50 313.06 305.25 311.25 +5.91 50,607 105,203 +6,581
Jun11 110331 306.49 313.91 306.49 312.33 +5.84 17,474 56,086 -234
Jul11 110331 308.00 314.56 308.00 313.46 +5.79 9,912 30,719 +1,530
Aug11 110331 311.47 315.85 311.47 314.63 +5.71 5,236 20,851 +1,684
Sep11 110331 313.06 316.13 312.89 316.03 +5.66 2,814 15,183 -102
Oct11 110331 312.08 317.52 312.08 317.45 +5.60 999 7,735 +145
Nov11 110331 318.15 318.94 317.50 318.88 +5.61 1,073 7,480 -204
Dec11 110331 314.64 321.23 314.64 320.25 +5.61 4,358 26,053 -1,053
Jan12 110331 321.36 321.57 320.31 321.57 +5.57 87 7,498 +1
Feb12 110331 319.75 321.83 319.75 321.83 +5.53 65 3,576 +1
Mar12 110331 319.74 320.71 319.74 320.71 +5.49 78 1,773 +17
Total Volume and Open Interest 115,655 306,903 +3,991
Gasoline(NYMEX)
Apr11 110331 306.50 312.50 306.50 310.76 +4.36 21,343 15,366 -3,979
May11 110331 306.00 312.00 305.75 310.77 +5.04 40,587 104,262 +1,149
Jun11 110331 304.25 310.12 304.25 309.18 +5.00 18,136 45,461 +593
Jul11 110331 303.00 307.59 303.00 307.54 +5.03 9,176 22,363 +98
Aug11 110331 301.86 305.42 301.63 305.27 +5.12 3,405 12,376 +607
Sep11 110331 298.78 302.36 298.54 302.29 +5.23 4,004 16,332 +144
Oct11 110331 284.34 289.17 284.34 288.91 +5.56 1,503 13,976 +305
Nov11 110331 283.86 285.52 283.33 285.52 +5.58 728 4,420 -22
Dec11 110331 280.20 284.39 279.88 284.23 +5.61 1,321 24,079 +151
Jan12 110331 283.55 284.36 282.87 284.36 +5.61 250 5,736 +111
Total Volume and Open Interest 101,068 281,632 -376
e-miNY RBOB Gasoline(NYM)
May11 110331 311.00 311.00 310.80 310.80 +5.10 0 1 +0
Jun11 110331 309.20 309.20 309.18 309.20 +5.00 0 1 +0
Jul11 110331 307.50 307.54 307.50 307.50 +5.00 0 1 +0
Aug11 110331 305.30 305.30 305.27 305.30 +5.10 0 1 +0
Total Volume and Open Interest 0 8 +0
Natural Gas(NYM)
May11 110331 4.374 4.442 4.205 4.389 +0.034 138,475 254,101 -3,010
Jun11 110331 4.438 4.509 4.279 4.458 +0.032 28,828 71,829 +1,557
Jul11 110331 4.520 4.580 4.360 4.533 +0.031 21,722 97,680 +2,582
Aug11 110331 4.553 4.610 4.396 4.566 +0.031 8,698 35,292 +384
Sep11 110331 4.560 4.615 4.404 4.571 +0.029 8,485 47,705 -295
Oct11 110331 4.605 4.659 4.448 4.617 +0.027 22,925 73,269 +1,323
Nov11 110331 4.733 4.807 4.611 4.770 +0.026 7,310 32,833 -45
Dec11 110331 4.960 5.030 4.845 4.998 +0.027 5,236 28,366 -810
Jan12 110331 5.100 5.150 4.967 5.118 +0.028 12,430 63,989 +704
Feb12 110331 5.060 5.128 4.952 5.098 +0.027 2,137 14,381 +167
Mar12 110331 4.988 5.062 4.892 5.038 +0.029 4,590 29,541 +211
Apr12 110331 4.834 4.899 4.757 4.883 +0.025 4,092 27,985 -317
May12 110331 4.859 4.921 4.783 4.903 +0.025 503 6,532 +36
Jun12 110331 4.890 4.955 4.835 4.938 +0.025 151 4,723 -13
Jul12 110331 4.956 4.991 4.878 4.980 +0.024 68 4,446 -8
Aug12 110331 4.909 5.007 4.905 5.007 +0.024 103 5,596 -19
Total Volume and Open Interest 266,790 872,256 -7,230
Brent Crude Oil(ICE)
May11 110331 115.30 117.70 115.11 117.36 +2.23 155,799 166,551 -11,172
Jun11 110331 114.70 117.54 114.70 117.20 +2.25 77,876 195,129 +180
Jul11 110331 114.77 117.30 114.77 116.97 +2.24 31,629 68,994 +3,647
Aug11 110331 114.78 117.03 114.66 116.70 +2.22 13,426 27,305 +717
Sep11 110331 114.76 116.72 114.74 116.38 +2.21 8,264 34,524 -564
Oct11 110331 113.95 116.38 113.95 116.08 +2.18 5,561 22,592 +953
Nov11 110331 113.61 116.06 113.61 115.77 +2.17 3,682 19,252 -143
Dec11 110331 113.32 115.78 113.32 115.47 +2.15 31,087 102,202 +1,609
Jan12 110331 114.34 115.22 114.34 115.22 +2.13 5,184 19,957 -1,654
Feb12 110331 114.96 114.96 114.96 114.96 +2.12 1,508 14,522 +222
Mar12 110331 114.67 114.67 114.67 114.67 +2.09 1,622 23,596 +379
Apr12 110331 114.36 114.36 114.36 114.36 +2.08 611 6,025 +162
May12 110331 113.97 113.97 113.97 113.97 +2.05 496 4,141 -17
Jun12 110331 112.45 113.59 112.44 113.57 +2.02 2,956 36,153 +757
Total Volume and Open Interest 352,116 854,876 -3,673
Gas Oil(ICE)
Apr11 110331 977.00 999.50 976.00 993.00 +15.00 44,699 96,881 -4,928
May11 110331 971.00 996.25 971.00 989.25 +14.00 73,208 128,159 +1,133
Jun11 110331 973.25 993.75 972.75 987.50 +13.00 35,018 74,880 -1,233
Jul11 110331 975.75 994.50 975.25 988.50 +12.50 9,829 37,104 +1,273
Aug11 110331 977.50 995.00 977.00 989.75 +12.00 3,992 26,925 +648
Sep11 110331 982.00 996.50 981.00 991.00 +11.75 5,749 36,833 +69
Oct11 110331 985.00 996.00 984.25 992.00 +12.00 3,843 27,076 +1,025
Nov11 110331 982.75 995.50 982.50 991.50 +12.00 2,155 19,081 +118
Dec11 110331 984.75 996.25 982.50 991.75 +12.00 12,847 55,266 -809
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 110331 2.600 2.665 2.600 2.656 +0.180 213 415 -90
May11 110331 2.575 2.635 2.575 2.628 +0.187 113 789 +16
Jun11 110331 2.580 2.629 2.574 2.622 +0.182 138 1,092 +72
Jul11 110331 2.579 2.619 2.578 2.616 +0.177 139 1,399 +41
Aug11 110331 2.554 2.590 2.554 2.587 +0.168 54 614 -30
Sep11 110331 2.501 2.501 2.500 2.500 +0.140 336 808 -261
Oct11 110331 2.411 2.425 2.411 2.418 +0.132 41 716 +20
Total Volume and Open Interest 1,097 7,594 -201
WTI Crude Oil(ICE
May11 110331 104.35 106.83 104.34 106.72 +2.45 49,753 82,895 -833
Jun11 110331 105.22 107.35 105.13 107.24 +2.40 24,228 82,389 -1,703
Jul11 110331 106.12 107.77 106.06 107.71 +2.34 7,454 42,192 +46
Aug11 110331 106.57 107.99 106.57 107.99 +2.26 4,212 19,182 -338
Sep11 110331 106.82 108.18 106.82 108.18 +2.17 4,581 28,445 +124
Oct11 110331 107.01 108.30 107.00 108.30 +2.09 3,532 19,405 +69
Nov11 110331 107.11 108.35 107.11 108.35 +2.03 2,056 14,114 -320
Dec11 110331 107.16 108.41 107.03 108.33 +1.98 16,500 91,416 -2,615
Jan12 110331 107.41 108.18 107.41 108.18 +1.95 4,065 12,613 +1,371
Feb12 110331 107.99 107.99 107.99 107.99 +1.92 337 2,578 +47
Mar12 110331 107.79 107.79 107.79 107.79 +1.90 908 9,688 +505
Apr12 110331 107.54 107.54 107.54 107.54 +1.87 180 2,975 -26
May12 110331 107.23 107.23 107.23 107.23 +1.84 135 1,465 +42
Jun12 110331 106.65 106.92 106.55 106.92 +1.81 1,417 29,378 +485
Jul12 110331 106.55 106.55 106.55 106.55 +1.79 20 632 +0
Aug12 110331 106.17 106.17 106.17 106.17 +1.76 16 330 -1
Total Volume and Open Interest 127,103 532,922 -523
US Dollar Index(ICE)
Jun11 110331 76.370 76.415 75.885 76.073 -0.285 20,765 52,389 +685
Sep11 110331 76.745 76.745 76.527 76.527 -0.270 4 524 +1
Dec11 110331 76.887 76.887 76.887 76.887 -0.270 0 1 +0
Total Volume and Open Interest 20,769 52,915 +686
Australian Dollar(CME)
Jun11 110331 102.28 102.81 102.18 102.73 +0.42 74,353 138,192 +3,779
Sep11 110331 101.01 101.49 101.01 101.49 +0.41 12 393 +5
Dec11 110331 100.36 100.36 99.96 100.36 +0.40 0 53 +0
Total Volume and Open Interest 74,365 138,638 +3,784
British Pound(CME)
Jun11 110331 160.57 161.37 159.99 160.52 -0.02 90,698 104,326 -2,296
Sep11 110331 160.65 160.93 160.24 160.24 -0.03 4 141 +2
Dec11 110331 159.92 159.96 159.92 159.92 -0.04 0 37 +0
Total Volume and Open Interest 90,702 104,506 -2,294
Canadian Dollar(CME)
Jun11 110331 102.76 103.10 102.61 103.06 +0.27 46,073 114,408 +1,532
Sep11 110331 102.70 102.81 102.44 102.80 +0.27 85 2,288 +26
Dec11 110331 102.22 102.52 102.22 102.52 +0.27 11 2,237 +5
Mar12 110331 102.20 102.20 101.93 102.20 +0.27 0 175 +0
Total Volume and Open Interest 46,169 119,128 +1,563
Japanese Yen(CME)
Jun11 110331 120.68 121.15 120.20 120.40 -0.32 132,002 99,651 -7,982
Sep11 110331 120.50 121.08 120.50 120.51 -0.33 78 668 +16
Dec11 110331 120.67 121.02 120.67 120.67 -0.35 2 51 -2
Total Volume and Open Interest 132,082 100,377 -7,968
Swiss Franc(CME)
Jun11 110331 108.90 109.62 108.73 109.18 +0.34 38,219 56,651 -4
Sep11 110331 109.35 109.68 108.92 109.26 +0.34 12 66 +8
Dec11 110331 109.32 109.32 108.99 109.32 +0.33 0 12 +0
Total Volume and Open Interest 38,231 56,730 +4
EuroFX(CME)
Jun11 110331 141.07 142.14 140.96 141.81 +0.81 277,555 216,188 -268
Sep11 110331 140.70 141.70 140.66 141.44 +0.78 345 1,629 +172
Dec11 110331 141.05 141.06 140.30 141.06 +0.76 0 70 +0
Total Volume and Open Interest 277,900 218,177 -96
Mexican Peso(CME)
Apr11 110331 841.2 841.2 838.5 841.2 +2.8      
May11 110331 837.8 837.8 835.0 837.8 +2.8      
Total Volume and Open Interest 17,884 129,361 -999
30-Year T-Bonds(CBOT)
Jun11 110331 120~190 120~290 120~050 120~060 unch      
Sep11 110331 119~110 119~110 118~180 118~230 unch 119 134 +52
Dec11 110331 117~080 117~080 117~080 117~080 unch      
Total Volume and Open Interest 231,685 587,870 -1,146
10-Year T-Notes(CBOT)
Jun11 110331 119~065 119~150 118~245 119~010 -0~030 963,093 1,568,016 +4,656
Sep11 110331 117~260 117~305 117~180 117~180 -0~030 29 54 +10
Dec11 110331 116~180 116~210 116~180 116~180 -0~030 0 4 +0
Total Volume and Open Interest 963,122 1,568,074 +4,666
5-Year T-Notes(CBOT)
Jun11 110331 116~116 117~004 116~070 116~101 -0~006 572,531 1,250,842 -7,755
Sep11 110331 115~113 115~123 115~113 115~113 -0~010      
Dec11 110331 115~009 115~019 115~009 115~009 -0~010      
Total Volume and Open Interest 573,550 1,256,109 -8,024
2 Year T-Notes(CBOT)
Jun11 110331 109~006 109~013 108~122 109~008 +0~004 277,062 888,658 -1,249
Sep11 110331 108~102 108~102 108~098 108~102 +0~004      
Dec11 110331 108~068 108~068 108~064 108~068 +0~004      
Total Volume and Open Interest 278,405 893,796 -1,764
Eurodollars(CME)
Jun11 110331 99.630 99.650 99.620 99.640 +0.010 156,433 1,066,555 -20,785
Sep11 110331 99.515 99.545 99.505 99.540 +0.035 183,118 1,291,109 -2,831
Dec11 110331 99.360 99.405 99.345 99.395 +0.045 237,167 1,370,966 -16,362
Mar12 110331 99.100 99.160 99.075 99.145 +0.050 280,481 1,339,603 -4,550
Jun12 110331 98.765 98.820 98.705 98.795 +0.040 326,934 959,828 -4,614
Sep12 110331 98.400 98.460 98.325 98.410 +0.015 270,159 634,445 +8,303
Dec12 110331 98.065 98.110 97.965 98.050 -0.005 243,798 470,146 -5,639
Mar13 110331 97.780 97.830 97.675 97.755 -0.015 195,745 293,574 +4,171
Jun13 110331 97.515 97.560 97.405 97.485 -0.020 107,370 212,849 +1,635
Sep13 110331 97.265 97.310 97.160 97.235 -0.025 81,906 211,214 -779
Dec13 110331 97.030 97.075 96.925 96.995 -0.025 63,486 183,843 +513
Mar14 110331 96.815 96.860 96.715 96.780 -0.025 53,486 163,265 +1,303
Jun14 110331 96.600 96.650 96.505 96.565 -0.025 17,610 111,627 -460
Sep14 110331 96.395 96.445 96.305 96.360 -0.025 12,453 61,791 -628
Dec14 110331 96.190 96.235 96.100 96.145 -0.030 12,727 78,100 +79
Mar15 110331 96.015 96.060 95.925 95.970 -0.035 10,966 57,682 -531
Jun15 110331 4.095 4.140 4.010 4.050 -0.035 7,438 36,066 -1,920
Sep15 110331 3.940 3.985 3.860 3.895 -0.035 7,323 36,831 -137
Total Volume and Open Interest 2,291,688 8,793,701 -43,236
30 Day Federal Funds(CBOT)
Mar11 110331 99.860 99.863 99.860 99.860 unch 755 81,136 -210
Apr11 110331 99.875 99.885 99.875 99.880 +0.005 3,879 78,550 +858
May11 110331 99.875 99.880 99.870 99.875 +0.005 5,449 72,070 -3,321
Jun11 110331 99.865 99.870 99.860 99.865 +0.005 4,234 45,630 -285
Jul11 110331 99.850 99.855 99.845 99.850 +0.005 7,173 48,254 -2,191
Aug11 110331 99.820 99.830 99.810 99.830 +0.010 7,641 38,958 -723
Total Volume and Open Interest 87,443 672,792 -10,731
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 110331 99.670 99.670 99.670 99.670 unch 0 150 +0
Sep11 110331 99.668 99.668 99.668 99.668 unch      
Dec11 110331 99.660 99.660 99.660 99.660 unch 0 75 +0
Mar12 110331 99.645 99.645 99.645 99.645 unch      
Jun12 110331 99.670 99.670 99.670 99.670 unch      
Sep12 110331 99.600 99.600 99.600 99.600 unch      
Dec12 110331 99.560 99.560 99.560 99.560 unch      
Mar13 110331 99.560 99.560 99.560 99.560 unch      
Jun13 110331 99.515 99.515 99.515 99.515 unch      
Sep13 110331 99.375 99.375 99.375 99.375 unch      
Total Volume and Open Interest 0 225 +0
3-Mth Euro-Yen(SGX)
Jun11 110331 99.67 99.67 99.67 99.67 unch 200 3,257 -16
Sep11 110331 99.67 99.67 99.67 99.67 unch 0 1,221 +0
Dec11 110331 99.66 99.66 99.66 99.66 unch 0 1,941 +0
Mar12 110331 99.64 99.64 99.64 99.64 unch 105 2,642 +0
Jun12 110331 99.67 99.67 99.67 99.67 unch 0 1,254 +0
Sep12 110331 99.60 99.60 99.60 99.60 unch 0 411 +0
Dec12 110331 99.56 99.56 99.56 99.56 unch 0 24 +0
Mar13 110331 99.56 99.56 99.56 99.56 unch 0 1 +0
Total Volume and Open Interest 305 10,751 -16
Japanese Gov't Bonds(SGX)
Jun11 110329 139.58 139.96 139.55 139.75 +0.23 1,294 13,126 +94
Sep11 110331 138.67 138.67 138.67 138.67 +0.03 0 1 +0
Dec11 110331 136.58 136.58 136.58 136.58 +0.03      
Total Volume and Open Interest 1,381 13,432 -126
Euro-Bund(EUREX)
Jun11 110331 121.50 121.61 121.06 121.28 -0.15 772,106 1,195,733 -43,537
Sep11 110331 121.11 121.11 120.73 120.86 -0.14 53 2,241 +20
Dec11 110331 120.16 120.16 120.16 120.16 -0.15      
Total Volume and Open Interest 772,159 1,197,974 -43,517
Euro-Bobl(EUREX)
Jun11 110322 115.08 115.14 114.85 115.04 -0.03 537,973 1,010,693 +55,899
Sep11 110331 113.92 113.92 113.92 113.92 -0.11 10,669 15,537 -3,632
Dec11 110331 114.02 114.02 114.02 114.02 -0.11      
Total Volume and Open Interest 484,866 1,043,997 +15,989
3-Mth Euribor(EUREX)
Mar11 110314 98.830 98.830 98.825 98.825 unch 564 5,430 -114
Jun11 110331 98.495 98.495 98.480 98.480 -0.015 11 11,774 -9
Sep11 110331 98.195 98.195 98.160 98.160 -0.035 0 2,859 +2
Total Volume and Open Interest 213 22,546 -85
Long Gilt(LIFFE)
Jun11 110331 117~15 117~22 116~32 117~05 -0~17 71,734 301,787 -1,024
Sep11 110331 118~09 118~09 118~09 118~09 -0~04      
Total Volume and Open Interest 99,593 302,524 +104
3-Mth Short Sterling(LIFFE)
Jun11 110331 98.95 98.97 98.93 98.96 +0.01 45,228 408,742 +3,361
Sep11 110331 98.76 98.77 98.73 98.75 -0.01 36,914 356,341 -4,642
Dec11 110331 98.52 98.54 98.49 98.51 -0.02 41,433 353,240 +6,066
Mar12 110331 98.29 98.30 98.24 98.26 -0.02 57,380 329,450 +5,874
Jun12 110331 98.01 98.03 97.95 97.97 -0.03 51,644 216,316 +9,020
Sep12 110331 97.74 97.76 97.67 97.69 -0.04 22,055 146,538 +1,111
Total Volume and Open Interest 300,002 2,115,026 +19,637
3-Mth Euribor(LIFFE)
Jun11 110331 98.495 98.505 98.470 98.480 -0.015 167,710 731,239 +14,332
Sep11 110331 98.200 98.210 98.145 98.160 -0.035 92,143 628,220 +17,434
Dec11 110331 97.950 97.965 97.885 97.900 -0.045 130,100 555,760 +8,565
Total Volume and Open Interest 767,833 3,358,172 +49,079
3-Mth Aus T-Bills(SFE)
Jun11 110331 95.10 95.11 95.09 95.11 +0.01 17,109 209,262 +1,539
Sep11 110331 95.03 95.06 95.03 95.05 +0.01 21,405 207,180 +3,361
Dec11 110331 94.91 94.96 94.91 94.95 +0.03 18,651 118,676 +4,256
Mar12 110331 94.78 94.83 94.78 94.82 +0.04 5,296 64,371 +172
Jun12 110331 94.66 94.71 94.66 94.70 +0.03 971 44,796 -360
Sep12 110331 94.56 94.62 94.56 94.62 +0.04 1,678 41,077 -121
Dec12 110331 94.47 94.54 94.47 94.53 +0.04 460 18,681 -143
Mar13 110331 94.44 94.48 94.44 94.47 +0.03 426 6,995 +303
Jun13 110331 94.37 94.41 94.37 94.41 +0.04 248 1,060 +114
Sep13 110331 94.34 94.36 94.32 94.34 +0.02 167 901 +1
Total Volume and Open Interest 66,419 713,856 +9,125
10-Year Aus T-Bonds(SFE)
Jun11 110331 94.46 94.51 94.45 94.50 +0.04 48,895 351,872 +10,570
Sep11 110331 94.50 94.50 94.50 94.50 +0.04      
Total Volume and Open Interest 48,895 351,872 +10,570
3-Year Aus T-Bonds(SFE)
Jun11 110331 94.89 94.95 94.89 94.93 +0.03 111,009 504,731 +3,712
Sep11 110331 94.93 94.93 94.93 94.93 +0.03      
Total Volume and Open Interest 111,009 504,731 +3,712
Gold(CMX)
Apr11 110331 1423.3 1440.0 1420.7 1438.9 +15.1 135,792 29,218 -49,504
Jun11 110331 1424.4 1441.0 1421.7 1439.9 +15.0 140,893 321,151 +42,761
Aug11 110331 1424.7 1442.0 1424.7 1441.3 +14.9 4,453 34,284 +1,199
Oct11 110331 1428.0 1443.1 1428.0 1442.8 +14.9 742 6,503 -36
Dec11 110331 1429.6 1445.1 1426.6 1444.4 +14.9 2,778 31,347 +1,205
Feb12 110331 1434.7 1446.1 1434.1 1446.1 +14.8 368 7,181 +88
Apr12 110331 1435.5 1448.2 1435.1 1448.2 +14.8 41 5,071 -20
Jun12 110331 1448.6 1450.7 1448.6 1450.7 +14.7 147 6,742 +6
Aug12 110331 1453.7 1453.7 1453.7 1453.7 +14.6 0 2,218 +0
Oct12 110331 1457.2 1457.2 1457.2 1457.2 +14.5 0 2,993 +0
Dec12 110331 1461.5 1462.5 1459.8 1461.7 +14.3 261 11,546 +189
Feb13 110331 1467.1 1467.1 1467.1 1467.1 +14.1      
Total Volume and Open Interest 287,053 492,087  
Silver(CMX)
May11 110331 3744.5 3798.0 3737.5 3788.8 +37.7 56,625 77,030 -331
Jul11 110331 3746.0 3799.0 3740.0 3791.3 +37.8 5,576 18,093 +423
Sep11 110331 3755.0 3796.0 3755.0 3793.1 +38.0 612 7,218 +69
Dec11 110331 3753.5 3797.0 3753.5 3794.3 +38.1 710 16,271 -25
Mar12 110331 3794.5 3794.5 3792.3 3792.3 +38.2 68 1,624 +39
May12 110331 3790.7 3790.7 3790.7 3790.7 +38.2 0 347 +0
Jul12 110331 3778.0 3788.9 3757.5 3788.9 +38.2 30 1,459 +30
Total Volume and Open Interest 63,988 138,445 -15
Platinum(NYMEX)
Apr11 110331 1762.6 1784.9 1762.6 1779.3 +7.9 5,024 2,654 -2,051
Jul11 110331 1770.4 1789.0 1764.7 1783.2 +9.1 6,521 29,156 +1,896
Oct11 110331 1778.0 1788.9 1775.0 1787.7 +9.0 67 695 +32
Jan12 110331 1790.1 1790.1 1790.1 1790.1 +9.0 0 14 +0
Total Volume and Open Interest 11,612 32,556 -123
Palladium(NYMEX)
Jun11 110331 755.00 772.00 752.10 767.90 +9.80 2,259 19,879 -146
Sep11 110331 763.25 769.15 763.25 769.15 +9.80 97 537 +92
Dec11 110331 771.00 771.00 770.65 770.65 +9.80 5 22 +1
Total Volume and Open Interest 2,376 20,454 -95
Copper(CMX)
May11 110331 425.75 431.15 424.60 430.75 +3.35 28,865 82,559 -1,577
Jul11 110331 428.55 432.95 426.40 432.55 +3.35 3,985 31,653 +1,270
Sep11 110331 430.15 435.95 429.75 433.95 +3.35 549 8,849 -54
Dec11 110331 430.80 435.40 430.70 435.00 +3.40 378 5,666 +98
Mar12 110331 435.30 435.30 435.30 435.30 +3.40 22 2,048 +0
Total Volume and Open Interest 35,091 135,395 -921
DJIA Index(CBOT)
Jun11 110331 12292 12320 12252 12252 -34 1,168 12,091 +4,076
Sep11 110331 12185 12218 12185 12185 -33 0 6 +0
Dec11 110331 12117 12185 12117 12117 -34 0 1 +0
Mar12 110331 12056 12090 12056 12056 -34      
Total Volume and Open Interest 1,168 12,098 +4,076
S & P 500(CME)
Jun11 110331 1324.30 1325.70 1320.70 1321.00 -2.90 12,571 289,948 +1,403
Sep11 110331 1315.80 1319.70 1315.70 1315.80 -2.90 20 4,023 +10
Dec11 110331 1310.70 1314.60 1310.60 1310.70 -2.90 135 1,214 +125
Mar12 110331 1306.10 1310.00 1306.00 1306.10 -2.90      
Total Volume and Open Interest 12,726 295,190 +1,538
S & P 500 E-Mini(Globex)
Jun11 110331 1321.25 1321.50 1320.75 1321.25 -2.75      
Sep11 110331 1318.75 1320.50 1315.75 1315.75 -3.00 2,988 4,000 +1,584
Total Volume and Open Interest 1,552,323 2,655,711 +21,254
NASDAQ 100(CME)
Jun11 110331 2335.00 2340.50 2327.00 2336.30 +1.80 3,358 11,194 +2,285
Sep11 110331 2333.50 2335.50 2333.50 2333.50 +2.00 0 1 +0
Dec11 110331 2331.00 2333.00 2331.00 2331.00 +2.00      
Total Volume and Open Interest 3,358 11,195 +2,285
NASDAQ 100 E-Mini(Globex)
Jun11 110331 2334.30 2341.50 2327.50 2336.30 +1.80 221,150 314,537 +14,696
Sep11 110331 2327.30 2338.00 2326.00 2333.50 +2.00 168 200 +87
Total Volume and Open Interest 221,318 314,742 +14,783
S & P Midcap 400(CME)
Jun11 110331 986.90 989.00 986.90 987.00 +4.60 509 1,290 -70
Sep11 110331 984.90 984.90 984.80 984.90 +4.60      
Dec11 110331 983.30 983.30 983.20 983.30 +4.60      
Total Volume and Open Interest 509 1,290 -70
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Jun11 110331 9790 9825 9690 9735 -55 12,040 56,712 +1,016
Sep11 110331 9765 9815 9765 9765 -50 0 13 +0
Total Volume and Open Interest 12,040 56,725 +1,016
Nikkei 225(SGX)
Jun11 110331 9715 9790 9660 9720 +10 92,320 225,705 +239
Sep11 110331 9715 9720 9715 9720 +10 1 1,318 +16
Dec11 110331 9665 9665 9665 9665 +10 0 5,359 +0
Total Volume and Open Interest 92,809 266,347 +346
CAC 40(EURONEXT)
Apr11 110331 4038.0 4041.0 3987.0 3991.0 -36.0 117,917 254,591 +15,377
May11 110331 3967.0 3967.0 3921.5 3922.5 -36.0 53 992 +44
Jun11 110331 3920.0 3923.5 3878.0 3882.0 -35.0 275 26,799 +64
Total Volume and Open Interest 118,245 282,382 +15,485
Hang Seng Index(HKFE)
Mar11 110330 23210 23435 23188 23402 +332 112,723 58,361 -12,521
Apr11 110331 23514 23595 23457 23515 +79 62,538 74,389 +23,052
May11 110331 23574 23574 23255 23316        
DAX(EUREX)
Mar11 110318 6725.0 6735.0 6668.0 6689.5 +36.0 394,085 231,651 -107,036
Jun11 110331 7099.0 7100.5 7056.0 7078.5 +7.0 134,993 215,898 -13,521
Sep11 110331 7113.0 7125.0 7083.5 7103.5 +7.0 157 5,056 +20
Total Volume and Open Interest 135,212 221,079 -13,482
FT-SE 100(EURONEXT)
Jun11 110331 5913.50 5933.00 5860.50 5884.50 -18.50 79,357 586,715 +2,436
Sep11 110331 5850.00 5850.00 5850.00 5850.00 -18.50 1 513 +0
Dec11 110331 5857.00 5871.00 5832.00 5832.00 -18.00 0 190 +0
Total Volume and Open Interest 79,358 587,418 +2,436
SPI 200(SFE)
Mar11 110317 4564.0 4577.0 4464.0 4520.0 -47.0 127,175 225,244 -24,965
Jun11 110331 4843.0 4872.0 4833.0 4865.0 +24.0 39,535 191,146 -356
Sep11 110331 4840.0 4853.0 4840.0 4853.0 +25.0 9 3,477 +1
Total Volume and Open Interest 39,828 198,661 -183
GSCI(CME)
Apr11 110331 65.64 71.64 55.09 71.64 +16.50 91 13,347 +3
May11 110331 71.64 71.64 56.09 71.64 +15.50 3 25 +3
Jun11 110331 71.64 71.64 57.09 71.64 +14.50      
Total Volume and Open Interest 94 13,372 +6
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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