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MRCI's End of Day Prices

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MRCI's End of Day Prices
Daily Futures Price Listing Fri April 01, 2011
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
May11 110401 1411.50 1416.50 1386.50 1393.75 -16.50 74,995 223,552 -2,585
Jul11 110401 1422.00 1427.00 1396.50 1404.25 -16.75 39,973 148,577 +6,042
Aug11 110401 1416.50 1420.50 1396.75 1404.50 -14.75 2,457 10,952 -393
Sep11 110401 1397.75 1409.25 1387.25 1397.00 -9.25 1,939 12,433 -76
Nov11 110401 1395.00 1400.00 1378.00 1389.25 -5.75 19,206 173,478 +870
Jan12 110401 1398.00 1401.75 1383.50 1393.75 -4.50 472 21,583 -6
Mar12 110401 1394.50 1394.50 1379.50 1389.50 -5.00 719 12,134 +170
Total Volume and Open Interest 141,787 623,265 +4,803
Soybean Meal(CBOT)
May11 110401 372.00 373.00 360.00 360.90 -9.80 28,992 79,914 -2,151
Jul11 110401 376.00 377.10 366.20 366.20 -8.90 10,707 52,812 +416
Aug11 110401 373.20 375.50 367.20 367.20 -8.30 1,975 14,373 -65
Sep11 110401 374.10 375.50 367.00 367.00 -7.10 1,420 11,472 +99
Oct11 110401 369.70 371.70 364.20 364.20 -6.20 614 11,189 +8
Dec11 110401 369.60 370.90 363.20 363.20 -5.60 4,896 32,424 +204
Jan12 110401 369.90 369.90 363.90 363.90 -5.40 95 3,350 +33
Mar12 110401 363.70 369.00 363.70 363.70 -5.30 127 2,804 +40
Total Volume and Open Interest 49,990 213,396 -1,099
Soybean Oil(CBOT)
May11 110401 58.63 58.89 58.03 58.68 -0.10 40,379 127,093 -1,523
Jul11 110401 59.28 59.46 58.63 59.28 -0.10 21,166 104,613 +3,783
Aug11 110401 59.29 59.61 58.84 59.47 -0.09 2,299 13,973 +35
Sep11 110401 59.42 59.79 59.06 59.62 -0.08 1,537 13,892 -310
Oct11 110401 59.29 59.60 58.96 59.49 -0.06 1,191 13,601 -170
Dec11 110401 59.53 59.74 58.96 59.58 -0.07 7,166 69,674 +645
Jan12 110401 59.62 59.70 59.16 59.58 -0.09 46 3,008 +0
Mar12 110401 59.50 59.57 59.49 59.49 -0.08 231 3,459 +210
Total Volume and Open Interest 74,163 352,762 +2,748
Canola(WCE)
May11 110401 593.6 597.0 588.2 590.9 -2.4 8,073 65,386 -1,607
Jul11 110401 602.0 604.2 597.1 599.7 -2.3 3,710 40,611 +2,113
Nov11 110401 580.5 583.0 576.9 577.4 -3.1 781 66,414 +210
Jan12 110401 585.6 585.7 582.1 582.5 -3.2 169 4,039 -46
Mar12 110401 589.4 589.4 584.0 584.0 -3.2 0 945 +0
Total Volume and Open Interest 12,733 179,346 +670
Corn(CBOT)
May11 110401 730.00 738.25 725.00 736.00 +42.75 147,177 509,230 -17,640
Jul11 110401 734.25 746.00 731.00 743.00 +42.00 85,341 401,420 +10,400
Sep11 110401 665.00 688.00 665.00 681.50 +26.25 11,670 91,061 +274
Dec11 110401 630.75 643.50 626.50 637.50 +12.25 34,322 392,725 +2,647
Mar12 110401 639.25 651.75 635.25 646.00 +10.75 3,315 61,092 +431
May12 110401 646.00 658.00 642.25 652.50 +10.25 870 8,492 +188
Total Volume and Open Interest 289,496 1,534,711 +1,605
Wheat(CBOT)
May11 110401 760.50 774.00 744.75 759.50 -3.75 41,211 170,024 -5,858
Jul11 110401 797.25 810.00 781.00 796.00 -3.25 23,586 144,284 +5,681
Sep11 110401 830.75 847.50 819.50 834.25 -3.75 4,866 44,227 +73
Dec11 110401 863.25 874.75 847.75 863.50 -3.00 6,749 89,391 -690
Mar12 110401 882.25 895.50 871.00 888.00 -0.75 345 9,074 +89
Total Volume and Open Interest 77,556 480,620 -475
Wheat(KCBT)
May11 110401 903.75 923.75 894.75 906.50 -1.50 12,844 65,701 -1,325
Jul11 110401 912.75 934.25 905.50 917.25 -1.25 7,801 67,688 -295
Sep11 110401 929.00 946.25 919.50 931.50 unch 1,665 19,423 +276
Dec11 110401 945.00 963.00 935.50 948.25 -0.25 1,703 20,763 +116
Mar12 110401 949.50 967.50 941.25 954.25 -0.25 154 2,252 +94
Total Volume and Open Interest 24,271 180,465 -1,075
Wheat(MGE)
May11 110401 921.00 936.50 910.25 922.50 -1.25 3,804 16,993 +49
Jul11 110401 930.00 944.75 919.50 930.50 -1.50 1,445 13,766 -14
Sep11 110401 935.00 948.50 921.75 934.00 -1.75 729 13,126 -13
Dec11 110401 945.00 960.00 936.00 945.00 -2.50 511 10,930 +166
Mar12 110401 949.25 966.75 944.50 951.75 -2.75 71 1,536 +7
Total Volume and Open Interest 6,677 57,893 +249
Oats(CBOT)
May11 110401 372.25 381.50 365.25 375.00 +7.75 1,336 6,339 -563
Jul11 110401 379.50 390.00 374.50 384.00 +8.00 1,226 4,548 +318
Sep11 110401 392.00 392.00 383.25 391.00 +7.75 1 200 +0
Dec11 110401 398.00 404.00 392.50 399.50 +6.75 130 2,378 +67
Total Volume and Open Interest 2,693 13,466 -178
Rough Rice(CBOT)
May11 110401 13.98 14.15 13.77 13.81 -0.17 1,087 13,074 -466
Jul11 110401 14.31 14.43 14.07 14.13 -0.18 959 6,552 +484
Sep11 110401 15.05 15.16 14.85 14.87 -0.18 181 3,607 +37
Nov11 110401 15.31 15.39 15.16 15.16 -0.16 80 877 +40
Total Volume and Open Interest 2,364 24,490 +110
Live Cattle(CME)
Apr11 110401 121.100 122.135 121.035 122.080 +0.530 19,090 44,536 -4,496
Jun11 110401 120.800 121.500 120.150 121.250 +0.270 34,574 172,161 +2,578
Aug11 110401 121.930 122.700 121.480 122.600 +0.420 13,100 78,081 +2,661
Oct11 110401 124.900 126.150 124.785 126.000 +0.600 9,309 45,216 +1,185
Dec11 110401 125.200 126.100 124.950 126.080 +0.350 5,987 33,523 +1,479
Feb12 110401 124.635 125.300 124.330 125.200 +0.400 1,306 9,022 +414
Total Volume and Open Interest 83,998 386,507 +4,284
Feeder Cattle(CME)
Apr11 110401 137.435 138.535 137.250 138.100 +0.300 857 3,965 -152
May11 110401 138.900 139.750 138.700 139.400 +0.020 2,280 14,691 +199
Aug11 110401 140.750 142.000 140.435 141.880 +0.645 1,872 17,293 +596
Sep11 110401 140.000 141.500 139.900 141.380 +0.945 316 3,071 +37
Oct11 110401 139.735 141.100 139.630 141.075 +1.025 132 1,715 +9
Nov11 110401 139.630 141.050 139.630 141.050 +0.670 138 970 +65
Jan12 110401 138.000 138.500 138.000 138.250 +0.950 38 188 +23
Total Volume and Open Interest 5,992 43,587 +590
Lean Hogs(CME)
Apr11 110401 94.135 94.330 93.200 94.230 +0.500 8,536 17,853 -1,099
May11 110401 103.000 103.500 101.635 103.080 unch 426 4,585 -35
Jun11 110401 104.180 104.350 102.600 103.580 -0.305 18,901 93,457 -1
Jul11 110401 103.900 104.000 102.535 103.400 -0.350 3,062 29,194 +227
Aug11 110401 103.200 103.400 102.035 103.400 +0.250 4,222 33,772 +557
Oct11 110401 93.000 93.350 91.980 93.285 +0.185 1,851 25,992 +158
Dec11 110401 88.850 89.300 88.100 89.285 +0.285 1,698 18,561 +308
Feb12 110401 89.100 89.400 88.600 89.300 +0.200 269 4,165 +6
Total Volume and Open Interest 39,164 231,397 +250
Class III Milk(CME)
Apr11 110401 16.74 16.74 16.62 16.65 -0.06 145 5,518 +1
May11 110401 16.62 17.09 16.57 16.58 -0.12 215 5,206 +47
Jun11 110401 16.77 17.07 16.64 16.70 -0.16 139 4,217 -22
Jul11 110401 17.42 17.59 17.20 17.32 -0.08 74 3,090 +9
Aug11 110401 17.71 17.75 17.57 17.70 unch 23 2,987 -3
Total Volume and Open Interest 782 40,386 +61
Cocoa(ICE)
May11 110401 2938 3035 2925 3011 +59 16,853 57,025 -2,929
Jul11 110401 2961 3050 2940 3028 +62 11,805 39,263 +2,804
Sep11 110401 2981 3060 2955 3044 +64 1,826 17,738 +374
Dec11 110401 3005 3089 2990 3071 +61 771 18,304 +276
Mar12 110401 3040 3120 3026 3110 +60 188 23,238 +11
May12 110401 3076 3108 3076 3101 +60 366 5,559 +363
Jul12 110401 3101 3102 3101 3101 +60 0 547 +0
Total Volume and Open Interest 31,817 165,934 +906
Coffee "C"(ICE)
May11 110401 265.50 266.25 258.80 259.90 -4.25 10,632 59,659 -1,348
Jul11 110401 266.75 268.80 261.45 262.65 -4.10 5,450 31,955 +2,187
Sep11 110401 270.70 271.05 264.00 265.00 -4.10 1,532 11,473 +212
Dec11 110401 272.40 273.00 266.10 267.30 -4.05 736 14,464 +84
Mar12 110401 274.50 274.50 268.00 268.50 -4.10 397 2,976 +38
May12 110401 275.00 275.00 269.70 269.70 -4.25 274 1,191 +139
Total Volume and Open Interest 19,244 122,712 +1,366
Orange Juice(ICE)
May11 110401 162.40 164.00 162.20 162.90 +0.10 1,537 16,137 -959
Jul11 110401 160.40 161.00 159.80 160.65 +0.20 924 5,982 +564
Sep11 110401 158.00 158.80 158.00 158.65 +0.25 90 1,266 +57
Nov11 110401 155.85 155.85 155.85 155.85 +0.25 13 820 +49
Jan12 110401 154.95 154.95 154.95 154.95 +0.20 0 122 +0
Mar12 110401 155.00 155.00 155.00 155.00 +0.30 0 40 +0
Total Volume and Open Interest 2,564 24,374 -289
Sugar #11(ICE)
May11 110401 27.11 27.76 26.95 27.44 +0.33 51,387 199,537 -7,534
Jul11 110401 25.05 25.56 24.85 25.40 +0.36 26,641 190,929 +7,127
Oct11 110401 24.29 24.60 23.96 24.52 +0.36 7,737 83,324 -47
Mar12 110401 23.80 24.22 23.62 24.16 +0.40 3,248 58,057 +708
May12 110401 23.42 23.70 23.14 23.66 +0.34 817 17,724 +374
Total Volume and Open Interest 91,188 595,837 +815
London Cocoa(LCE)
May11 110401 1921 1963 1891 1947 +32 16,949 53,004 +1,342
Jul11 110401 1921 1961 1891 1950 +34 14,572 48,587 +2,794
Sep11 110401 1936 1974 1907 1965 +35 4,870 27,605 +492
Dec11 110401 1939 1988 1926 1983 +38 13,594 32,940 -1,171
Mar12 110401 1952 1998 1935 1994 +39 5,368 24,722 -1,155
May12 110401 1963 2003 1954 2003 +41 732 6,747 +437
Jul12 110401 1966 2010 1966 2010 +44 24 3,477 +13
Total Volume and Open Interest 56,149 205,078 +2,787
London Sugar(LCE)
May11 110401 714.40 720.00 708.00 713.20 +1.50 7,268 22,169 -1,746
Aug11 110401 662.00 669.70 655.90 663.20 +4.70 3,650 20,758 -167
Oct11 110401 646.60 650.90 638.10 647.10 +4.70 1,482 5,633 +652
Dec11 110401 634.90 638.70 631.40 636.60 +7.60 300 1,757 +152
Mar12 110401 622.10 628.80 621.90 627.10 +6.60 41 1,407 +6
Total Volume and Open Interest 12,750 52,660 -1,094
Cotton(ICE)
May11 110401 201.00 201.00 195.06 195.55 -4.68 13,351 72,287 -64
Jul11 110401 193.38 193.58 187.51 188.10 -4.80 9,107 46,997 +2,602
Oct11 110401 153.50 153.50 151.10 151.68 -2.32 34 416 +2
Dec11 110401 132.50 134.00 129.70 132.18 -0.32 4,111 54,799 -920
Mar12 110401 126.50 126.83 122.81 125.25 -1.33 701 5,457 +211
May12 110401 118.25 120.19 118.25 119.15 -1.49 13 1,352 +7
Total Volume and Open Interest 27,368 184,596 +1,877
Lumber(CME)
May11 110401 304.6 305.7 297.0 297.0 -6.4 1,347 5,236 -497
Jul11 110401 323.2 324.5 318.0 319.9 -3.5 1,005 3,390 +308
Sep11 110401 329.9 330.5 322.8 324.9 -5.2 54 845 +19
Nov11 110401 321.9 321.9 320.0 320.0 -2.1 2 107 +1
Total Volume and Open Interest 2,409 9,580 -168
Crude Oil(NYM)
May11 110401 106.62 108.46 106.30 107.94 +1.22 256,895 346,588 -4,209
Jun11 110401 107.08 108.99 106.84 108.50 +1.26 104,174 159,687 -1,236
Jul11 110401 107.59 109.40 107.34 108.94 +1.23 49,823 115,290 +9,041
Aug11 110401 108.01 109.59 107.64 109.17 +1.18 18,241 46,555 +937
Sep11 110401 108.27 109.47 107.80 109.31 +1.13 16,923 60,333 -1,026
Oct11 110401 108.88 109.58 107.94 109.41 +1.11 9,643 31,632 +237
Nov11 110401 108.50 109.82 108.06 109.42 +1.07 18,142 39,226 +3,538
Dec11 110401 108.35 109.77 107.93 109.35 +1.02 45,786 178,402 -151
Jan12 110401 108.43 109.16 107.91 109.16 +0.98 3,960 36,938 +54
Feb12 110401 107.77 108.92 107.77 108.92 +0.93 2,398 16,873 +271
Mar12 110401 107.97 108.76 107.97 108.67 +0.88 3,198 23,886 -483
Apr12 110401 108.23 108.44 107.96 108.37 +0.83 2,107 11,197 +639
May12 110401 108.05 108.05 107.95 108.04 +0.81 1,219 11,709 +282
Jun12 110401 107.65 108.00 106.80 107.69 +0.77 6,206 61,578 +971
Jul12 110401 107.29 107.29 107.28 107.28 +0.73 881 13,590 +433
Aug12 110401 106.86 106.86 106.86 106.86 +0.69 267 7,933 +238
Total Volume and Open Interest 559,992 1,525,654 +9,573
e-miNY Crude Oil(NYM)
Apr11 110301 96.900 100.750 96.275 99.625 +2.650      
May11 110401 106.550 108.800 106.300 107.950 +1.225 7,505 2,456 -217
Jun11 110401 107.325 109.300 106.900 108.500 +1.250 546 570 +118
Jul11 110401 107.700 109.400 107.700 108.950 +1.250 66 213 +7
Aug11 110401 108.350 109.175 108.350 109.175 +1.175 17 42 +17
Sep11 110401 108.875 109.300 108.800 109.300 +1.125 2 13 +0
Oct11 110401 109.400 109.400 109.400 109.400 +1.100 2 46 +0
Nov11 110401 109.425 109.425 109.425 109.425 +1.075 0 11 +0
Dec11 110401 109.350 109.350 109.350 109.350 +1.025 8 224 -2
Jan12 110401 109.150 109.150 109.150 109.150 +0.975 0 2 +0
Total Volume and Open Interest 8,146 3,720 -77
Heating Oil(NYM)
May11 110401 310.40 314.40 309.25 313.45 +2.20 48,131 107,881 +2,678
Jun11 110401 311.75 315.01 310.43 314.52 +2.19 20,499 55,428 -658
Jul11 110401 312.85 316.00 311.65 315.65 +2.19 10,871 33,425 +2,706
Aug11 110401 314.00 317.01 313.53 316.87 +2.24 3,845 21,242 +391
Sep11 110401 316.70 318.63 314.63 318.27 +2.24 2,690 15,252 +69
Oct11 110401 317.41 319.85 316.37 319.68 +2.23 906 7,732 -3
Nov11 110401 317.86 321.26 317.86 321.14 +2.26 917 7,647 +167
Dec11 110401 319.32 322.87 318.46 322.56 +2.31 7,028 26,717 +664
Jan12 110401 320.64 323.93 320.64 323.93 +2.36 1,001 8,018 +520
Feb12 110401 320.96 324.23 320.96 324.23 +2.40 231 3,761 +185
Mar12 110401 319.74 323.13 319.74 323.13 +2.42 44 1,791 +18
Apr12 110401 317.35 320.43 317.35 320.43 +2.37 9 510 +8
Total Volume and Open Interest 116,376 309,220 +2,317
Gasoline(NYMEX)
May11 110401 310.96 316.05 309.83 315.13 +4.36 47,595 104,394 +132
Jun11 110401 309.21 314.00 308.00 313.02 +3.84 21,816 45,154 -307
Jul11 110401 307.61 311.57 306.25 311.02 +3.48 9,868 24,402 +2,039
Aug11 110401 306.02 309.20 304.79 308.58 +3.31 3,761 13,099 +723
Sep11 110401 302.53 305.97 300.69 305.30 +3.01 4,249 17,063 +731
Oct11 110401 289.29 291.80 287.29 291.51 +2.60 2,443 14,393 +417
Nov11 110401 284.85 288.02 284.85 288.02 +2.50 945 4,495 +75
Dec11 110401 283.90 286.95 282.43 286.44 +2.21 2,309 23,868 -211
Jan12 110401 285.94 286.51 285.94 286.51 +2.15 277 5,769 +33
Feb12 110401 287.76 287.76 287.76 287.76 +2.15 5 2,239 +5
Total Volume and Open Interest 114,905 276,954 -4,678
e-miNY RBOB Gasoline(NYM)
May11 110401 315.10 315.13 313.02 315.10 +4.30 1 2 +1
Jun11 110401 313.00 313.02 311.02 313.00 +3.80 0 1 +0
Jul11 110401 311.00 311.02 308.58 311.00 +3.50 0 1 +0
Aug11 110401 308.60 308.60 305.30 308.60 +3.30 0 1 +0
Total Volume and Open Interest 2 8 +0
Natural Gas(NYM)
May11 110401 4.405 4.428 4.286 4.362 -0.027 124,477 248,578 -5,523
Jun11 110401 4.491 4.495 4.361 4.437 -0.021 35,280 75,583 +3,754
Jul11 110401 4.563 4.568 4.440 4.515 -0.018 28,164 104,980 +7,300
Aug11 110401 4.591 4.599 4.479 4.554 -0.012 12,581 36,110 +818
Sep11 110401 4.595 4.605 4.492 4.562 -0.009 8,883 48,718 +1,013
Oct11 110401 4.658 4.658 4.543 4.612 -0.005 20,482 75,467 +2,198
Nov11 110401 4.759 4.794 4.699 4.777 +0.007 6,254 33,765 +932
Dec11 110401 5.021 5.030 4.943 5.012 +0.014 5,548 28,173 -193
Jan12 110401 5.110 5.145 5.061 5.134 +0.016 8,824 65,445 +1,456
Feb12 110401 5.100 5.117 5.044 5.116 +0.018 2,267 14,331 -50
Mar12 110401 5.031 5.054 4.991 5.054 +0.016 5,223 30,484 +943
Apr12 110401 4.874 4.906 4.835 4.906 +0.023 3,593 28,647 +662
May12 110401 4.895 4.930 4.852 4.930 +0.027 282 6,430 -102
Jun12 110401 4.900 4.967 4.900 4.967 +0.029 613 4,735 +12
Jul12 110401 4.945 5.009 4.925 5.009 +0.029 6 4,446 +0
Aug12 110401 4.980 5.036 4.980 5.036 +0.029 12 5,587 -9
Total Volume and Open Interest 263,281 885,398 +13,142
Brent Crude Oil(ICE)
May11 110401 117.61 119.14 116.75 118.70 +1.34 123,187 158,740 -7,811
Jun11 110401 117.43 118.85 116.54 118.41 +1.21 78,097 203,422 +8,293
Jul11 110401 117.40 118.38 116.28 118.12 +1.15 27,512 73,011 +4,017
Aug11 110401 116.77 118.02 116.10 117.81 +1.11 10,592 26,537 -768
Sep11 110401 116.40 117.70 115.79 117.46 +1.08 9,761 35,808 +1,284
Oct11 110401 115.88 117.38 115.49 117.13 +1.05 4,794 22,946 +354
Nov11 110401 115.80 117.03 115.19 116.80 +1.03 2,915 19,413 +161
Dec11 110401 115.57 116.70 114.82 116.47 +1.00 22,621 105,598 +3,396
Jan12 110401 115.51 116.27 115.12 116.18 +0.96 2,153 20,342 +385
Feb12 110401 115.87 115.87 115.87 115.87 +0.91 1,411 14,303 -219
Mar12 110401 115.55 115.55 115.55 115.55 +0.88 1,321 24,077 +481
Apr12 110401 115.18 115.18 115.18 115.18 +0.82 680 6,122 +97
May12 110401 114.77 114.77 114.77 114.77 +0.80 576 4,228 +87
Jun12 110401 113.76 114.46 113.27 114.34 +0.77 3,040 36,409 +256
Total Volume and Open Interest 294,103 865,068 +10,192
Gas Oil(ICE)
Apr11 110401 996.00 1004.00 990.50 1000.50 +7.50 41,775 96,889 +8
May11 110401 993.00 1000.75 986.25 997.00 +7.75 71,136 124,875 -3,284
Jun11 110401 993.25 998.25 984.75 995.00 +7.50 38,383 77,233 +2,353
Jul11 110401 990.75 998.00 986.00 995.75 +7.25 9,876 36,917 -187
Aug11 110401 995.00 999.25 989.00 996.75 +7.00 5,122 26,732 -193
Sep11 110401 996.25 1000.75 988.50 997.75 +6.75 7,144 39,338 +2,505
Oct11 110401 996.00 1001.25 992.00 998.75 +6.75 2,997 26,589 -487
Nov11 110401 996.25 999.25 991.50 998.50 +7.00 1,825 19,171 +90
Dec11 110401 997.00 1001.50 988.75 998.75 +7.00 14,195 58,297 +3,031
Jan12 090519 640.75 640.75 640.75 640.75 unch      
Total Volume and Open Interest 212,424 630,107  
Ethanol(CBOT)
Apr11 110401 2.706 2.706 2.671 2.680 +0.024 80 386 -29
May11 110401 2.628 2.665 2.628 2.657 +0.029 92 799 +10
Jun11 110401 2.624 2.670 2.624 2.646 +0.024 27 1,105 +13
Jul11 110401 2.637 2.652 2.630 2.636 +0.020 94 1,391 -8
Aug11 110401 2.622 2.622 2.595 2.599 +0.012 61 595 -19
Sep11 110401 2.525 2.530 2.516 2.530 +0.030 15 809 +1
Oct11 110401 2.455 2.455 2.435 2.438 +0.020 38 693 -23
Nov11 110401 2.401 2.401 2.401 2.401 +0.008 7 605 +7
Total Volume and Open Interest 426 7,551 -43
WTI Crude Oil(ICE
May11 110401 107.51 108.46 106.30 107.94 +1.22 55,643 80,821 -2,074
Jun11 110401 107.45 108.95 106.86 108.50 +1.26 38,916 84,096 +1,707
Jul11 110401 107.91 109.36 107.34 108.94 +1.23 19,344 47,188 +4,996
Aug11 110401 108.30 109.35 107.73 109.17 +1.18 7,191 19,913 +731
Sep11 110401 108.46 109.48 107.91 109.31 +1.13 4,860 29,063 +618
Oct11 110401 108.71 109.47 108.01 109.41 +1.11 3,165 19,630 +225
Nov11 110401 108.54 109.51 108.07 109.42 +1.07 3,374 14,240 +126
Dec11 110401 108.53 109.52 107.96 109.35 +1.02 15,680 90,080 -1,336
Jan12 110401 108.44 109.22 108.44 109.16 +0.98 1,124 12,475 -138
Feb12 110401 108.92 108.92 108.92 108.92 +0.93 531 2,540 -38
Mar12 110401 108.67 108.67 108.67 108.67 +0.88 433 9,668 -20
Apr12 110401 108.37 108.37 108.37 108.37 +0.83 273 2,976 +1
May12 110401 108.04 108.04 108.04 108.04 +0.81 172 1,500 +35
Jun12 110401 107.59 107.69 106.80 107.69 +0.77 1,971 29,170 -208
Jul12 110401 107.28 107.28 107.28 107.28 +0.73 46 642 +10
Aug12 110401 106.86 106.86 106.86 106.86 +0.69 43 331 +1
Total Volume and Open Interest 159,361 539,280 +6,358
US Dollar Index(ICE)
Jun11 110401 76.300 76.870 76.035 76.082 +0.010 22,292 52,586 +197
Sep11 110401 76.795 77.250 76.497 76.497 -0.030 3 525 +1
Dec11 110401 76.857 76.857 76.857 76.857 -0.030 0 1 +0
Total Volume and Open Interest 22,295 53,113 +198
Australian Dollar(CME)
Jun11 110401 102.43 103.06 102.24 102.97 +0.24 67,548 142,245 +4,053
Sep11 110401 101.20 101.73 101.18 101.73 +0.24 88 466 +73
Dec11 110401 100.58 100.58 100.36 100.58 +0.22 0 53 +0
Total Volume and Open Interest 67,636 142,764 +4,126
British Pound(CME)
Jun11 110401 160.20 161.18 159.54 161.04 +0.52 108,245 99,811 -4,515
Sep11 110401 159.53 160.74 159.53 160.74 +0.50 19 140 -1
Dec11 110401 160.41 160.41 159.92 160.41 +0.49 0 37 +0
Total Volume and Open Interest 108,264 99,990 -4,516
Canadian Dollar(CME)
Jun11 110401 102.97 103.72 102.88 103.49 +0.43 66,506 121,670 +7,262
Sep11 110401 102.77 103.44 102.70 103.22 +0.42 177 2,208 -80
Dec11 110401 103.00 103.13 102.52 102.94 +0.42 67 2,232 -5
Mar12 110401 102.41 102.75 102.20 102.62 +0.42 0 175 +0
Total Volume and Open Interest 66,750 126,305 +7,177
Japanese Yen(CME)
Jun11 110401 120.26 120.40 118.06 118.97 -1.43 144,383 91,763 -7,888
Sep11 110401 120.17 120.51 118.23 119.08 -1.43 88 714 +46
Dec11 110401 120.00 120.67 118.58 119.24 -1.43 15 52 +1
Total Volume and Open Interest 144,486 92,536 -7,841
Swiss Franc(CME)
Jun11 110401 108.91 109.18 107.10 108.31 -0.87 39,577 55,517 -1,134
Sep11 110401 108.70 109.26 107.25 108.39 -0.87 55 73 +7
Dec11 110401 108.45 109.32 108.45 108.45 -0.87 0 12 +0
Total Volume and Open Interest 39,632 55,603 -1,127
EuroFX(CME)
Jun11 110401 141.51 142.27 140.41 142.16 +0.35 293,284 221,361 +5,173
Sep11 110401 141.07 141.90 140.13 141.80 +0.36 417 1,730 +101
Dec11 110401 141.40 141.40 141.06 141.40 +0.34 0 70 +0
Total Volume and Open Interest 293,701 223,451 +5,274
Mexican Peso(CME)
Apr11 110401 845.2 845.2 841.2 845.2 +4.0      
May11 110401 841.8 841.8 837.8 841.8 +4.0      
Total Volume and Open Interest 16,006 129,819 +458
30-Year T-Bonds(CBOT)
Jun11 110401 119~210 120~120 119~170 120~120 +0~060      
Sep11 110401 118~150 118~290 117~310 118~290 +0~060 140 217 +83
Dec11 110401 117~140 117~140 117~080 117~140 +0~060      
Total Volume and Open Interest 193,758 589,820 +1,950
10-Year T-Notes(CBOT)
Jun11 110401 118~250 119~010 118~090 118~310 -0~020 1,000,833 1,556,086 -11,930
Sep11 110401 116~290 117~190 116~290 117~190 +0~010 29 65 +11
Dec11 110401 116~190 116~190 116~180 116~190 +0~010 0 4 +0
Total Volume and Open Interest 1,000,862 1,556,155 -11,919
5-Year T-Notes(CBOT)
Jun11 110401 116~072 116~090 116~019 116~083 -0~018 462,408 1,235,087 -15,755
Sep11 110401 115~087 115~113 115~087 115~087 -0~026      
Dec11 110401 114~111 115~009 114~111 114~111 -0~026      
Total Volume and Open Interest 464,009 1,239,649 -16,460
2 Year T-Notes(CBOT)
Jun11 110401 108~123 109~004 108~097 109~002 -0~006 240,526 897,129 +8,471
Sep11 110401 108~068 108~102 108~068 108~068 -0~034      
Dec11 110401 108~006 108~068 108~006 108~006 -0~062      
Total Volume and Open Interest 240,625 901,882 +8,086
Eurodollars(CME)
Jun11 110401 99.630 99.665 99.620 99.655 +0.015 171,414 1,057,243 -9,312
Sep11 110401 99.515 99.555 99.480 99.545 +0.005 213,862 1,291,162 +53
Dec11 110401 99.350 99.400 99.295 99.390 -0.005 219,362 1,365,289 -5,677
Mar12 110401 99.080 99.135 99.005 99.125 -0.020 230,440 1,336,941 -2,662
Jun12 110401 98.710 98.755 98.625 98.750 -0.045 317,562 952,576 -7,252
Sep12 110401 98.330 98.355 98.235 98.345 -0.065 233,465 649,023 +14,578
Dec12 110401 97.955 97.985 97.875 97.975 -0.075 202,266 465,749 -4,397
Mar13 110401 97.685 97.695 97.585 97.680 -0.075 146,941 293,216 -358
Jun13 110401 97.415 97.430 97.320 97.420 -0.065 97,206 224,113 +11,264
Sep13 110401 97.170 97.190 97.075 97.180 -0.055 86,057 226,395 +15,181
Dec13 110401 96.935 96.960 96.845 96.950 -0.045 55,427 185,772 +1,929
Mar14 110401 96.720 96.760 96.635 96.750 -0.030 57,460 167,967 +4,702
Jun14 110401 96.500 96.560 96.425 96.550 -0.015 16,520 112,514 +887
Sep14 110401 96.300 96.370 96.235 96.360 unch 19,873 64,665 +2,874
Dec14 110401 96.095 96.175 96.030 96.160 +0.015 12,749 78,143 +43
Mar15 110401 95.930 96.010 95.865 95.995 +0.025 14,527 57,948 +266
Jun15 110401 4.010 4.100 3.950 4.080 +0.030 6,588 36,307 +241
Sep15 110401 3.860 3.950 3.800 3.935 +0.040 6,398 36,829 -2
Total Volume and Open Interest 2,140,708 8,818,542 +24,841
30 Day Federal Funds(CBOT)
Apr11 110401 99.880 99.890 99.875 99.880 unch 6,854 78,208 -342
May11 110401 99.870 99.890 99.870 99.875 unch 3,695 71,709 -361
Jun11 110401 99.865 99.875 99.855 99.865 unch 1,943 45,615 -15
Jul11 110401 99.845 99.860 99.835 99.850 unch 2,473 48,348 +94
Aug11 110401 99.815 99.835 99.805 99.830 unch 2,633 38,999 +41
Sep11 110401 99.790 99.810 99.775 99.805 unch 2,146 30,303 +300
Total Volume and Open Interest 44,601 673,249 +457
30 Day Fed Funds(e-CBOT)
Apr11 090519 98.165 98.165 98.165 98.165 unch 1 10  
Total Volume and Open Interest 22,142 354,023  
3-Mth Euro-Yen(CME)
Jun11 110401 99.670 99.670 99.670 99.670 unch 0 150 +0
Sep11 110401 99.668 99.668 99.668 99.668 unch      
Dec11 110401 99.660 99.660 99.660 99.660 unch 0 75 +0
Mar12 110401 99.645 99.645 99.645 99.645 unch      
Jun12 110401 99.670 99.670 99.670 99.670 unch      
Sep12 110401 99.600 99.600 99.600 99.600 unch      
Dec12 110401 99.560 99.560 99.560 99.560 unch      
Mar13 110401 99.560 99.560 99.560 99.560 unch      
Jun13 110401 99.515 99.515 99.515 99.515 unch      
Sep13 110401 99.375 99.375 99.375 99.375 unch      
Total Volume and Open Interest 0 225 +0
3-Mth Euro-Yen(SGX)
Jun11 110401 99.67 99.67 99.67 99.67 unch 16 3,257 +0
Sep11 110401 99.67 99.67 99.67 99.67 unch 0 1,221 +0
Dec11 110401 99.66 99.67 99.66 99.66 unch 0 1,941 +0
Mar12 110401 99.64 99.64 99.64 99.64 unch 0 2,742 +100
Jun12 110401 99.67 99.67 99.67 99.67 unch 0 1,254 +0
Sep12 110401 99.60 99.60 99.60 99.60 unch 0 411 +0
Dec12 110401 99.56 99.56 99.56 99.56 unch 0 24 +0
Mar13 110401 99.56 99.56 99.56 99.56 unch 0 1 +0
Total Volume and Open Interest 16 10,851 +100
Japanese Gov't Bonds(SGX)
Jun11 110401 139.57 139.73 139.13 139.13 -0.62 1,473 13,557 +431
Sep11 110401 138.23 138.23 138.23 138.23 -0.44 0 1 +0
Dec11 110401 136.14 136.14 136.14 136.14 -0.44      
Total Volume and Open Interest 1,594 13,446 +14
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)
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
Dec11 110331 97.930 97.930 97.895 97.900 -0.045 202 5,299 -98
Total Volume and Open Interest 213 22,546 -85
Long Gilt(LIFFE)
Jun11 110401 116~27 116~31 116~13 116~26 -0~11 99,032 294,745 -7,042
Sep11 110401 117~29 117~29 117~29 117~29 -0~11      
Total Volume and Open Interest 99,032 294,745 -7,779
3-Mth Short Sterling(LIFFE)
Jun11 110401 98.95 98.95 98.90 98.93 -0.03 85,749 415,827 +7,085
Sep11 110401 98.73 98.74 98.66 98.71 -0.04 117,933 355,383 -958
Dec11 110401 98.48 98.50 98.42 98.46 -0.05 67,765 349,105 -4,135
Mar12 110401 98.22 98.24 98.15 98.19 -0.07 75,530 333,784 +4,334
Jun12 110401 97.93 97.95 97.85 97.90 -0.07 64,626 204,624 -11,692
Sep12 110401 97.64 97.66 97.56 97.61 -0.08 40,555 151,191 +4,653
Total Volume and Open Interest 537,163 2,119,550 +4,524
3-Mth Euribor(LIFFE)
Jun11 110401 98.485 98.500 98.460 98.475 -0.005 165,495 728,896 -2,343
Sep11 110401 98.155 98.160 98.120 98.150 -0.010 103,086 637,955 +9,735
Dec11 110401 97.895 97.895 97.835 97.880 -0.020 140,625 548,335 -7,425
Total Volume and Open Interest 756,254 3,378,278 +20,106
3-Mth Aus T-Bills(SFE)
Jun11 110401 95.10 95.11 95.08 95.09 -0.02 17,773 198,086 -11,176
Sep11 110401 95.05 95.06 95.01 95.03 -0.02 40,687 214,294 +7,114
Dec11 110401 94.95 94.96 94.90 94.92 -0.03 19,736 122,187 +3,511
Mar12 110401 94.82 94.83 94.77 94.79 -0.03 6,596 65,236 +865
Jun12 110401 94.73 94.73 94.66 94.67 -0.03 4,172 45,894 +1,098
Sep12 110401 94.61 94.61 94.57 94.57 -0.05 1,580 41,474 +397
Dec12 110401 94.49 94.52 94.48 94.48 -0.05 1,933 18,959 +278
Mar13 110401 94.44 94.45 94.42 94.42 -0.05 581 7,519 +524
Jun13 110401 94.37 94.38 94.36 94.37 -0.04 66 1,103 +43
Sep13 110401 94.30 94.31 94.29 94.31 -0.03 12 912 +11
Total Volume and Open Interest 93,136 716,521 +2,665
10-Year Aus T-Bonds(SFE)
Jun11 110401 94.50 94.53 94.43 94.45 -0.05 43,734 366,579 +14,707
Sep11 110401 94.45 94.45 94.45 94.45 -0.05      
Total Volume and Open Interest 43,734 366,579 +14,707
3-Year Aus T-Bonds(SFE)
Jun11 110401 94.93 94.96 94.87 94.89 -0.04 142,245 540,129 +35,398
Sep11 110401 94.89 94.89 94.89 94.89 -0.04      
Total Volume and Open Interest 142,245 540,129 +35,398
Gold(CMX)
Apr11 110401 1433.4 1436.5 1413.0 1428.1 -10.8 47,011 11,799 -17,419
Jun11 110401 1433.8 1437.8 1413.5 1428.9 -11.0 160,217 332,502 +11,351
Aug11 110401 1433.8 1438.2 1415.5 1430.3 -11.0 1,890 34,872 +588
Oct11 110401 1435.2 1439.7 1417.8 1431.8 -11.0 658 6,492 -11
Dec11 110401 1437.5 1441.8 1418.5 1433.4 -11.0 1,907 31,638 +291
Feb12 110401 1440.3 1443.0 1428.0 1435.1 -11.0 141 7,164 -17
Apr12 110401 1435.1 1438.5 1426.8 1437.2 -11.0 62 5,017 -54
Jun12 110401 1446.2 1447.1 1426.5 1439.8 -10.9 148 6,763 +21
Aug12 110401 1442.9 1442.9 1442.9 1442.9 -10.8 62 2,216 -2
Oct12 110401 1446.5 1446.5 1446.5 1446.5 -10.7 51 3,044 +51
Dec12 110401 1456.4 1456.4 1438.0 1451.1 -10.6 101 11,546 +0
Feb13 110401 1456.8 1456.8 1456.8 1456.8 -10.3      
Total Volume and Open Interest 214,254 487,140 -4,947
Silver(CMX)
May11 110401 3770.0 3787.5 3708.0 3773.2 -15.6 69,244 74,994 -2,036
Jul11 110401 3766.5 3787.0 3715.0 3775.7 -15.6 4,990 19,091 +998
Sep11 110401 3765.0 3781.0 3722.0 3777.3 -15.8 330 7,202 -16
Dec11 110401 3776.0 3788.0 3725.0 3778.5 -15.8 687 16,444 +173
Mar12 110401 3733.0 3779.5 3733.0 3776.7 -15.6 182 1,711 +87
May12 110401 3764.0 3776.0 3762.0 3776.0 -14.7 3 347 +0
Jul12 110401 3775.5 3775.5 3775.5 3775.5 -13.4 4 1,439 -20
Total Volume and Open Interest 75,739 137,612 -833
Platinum(NYMEX)
Apr11 110401 1774.7 1782.0 1755.0 1774.9 -4.4 3,660 876 -1,778
Jul11 110401 1782.0 1786.5 1755.2 1776.9 -6.3 8,392 31,143 +1,987
Oct11 110401 1780.0 1781.1 1777.8 1781.1 -6.6 130 788 +93
Jan12 110401 1783.5 1783.5 1783.5 1783.5 -6.6 0 14 +0
Total Volume and Open Interest 12,185 32,858 +302
Palladium(NYMEX)
Jun11 110401 767.85 778.00 762.00 775.05 +7.15 3,116 20,069 +190
Sep11 110401 770.25 776.40 770.25 776.40 +7.25 9 541 +4
Dec11 110401 777.90 777.90 777.90 777.90 +7.25 0 20 -2
Total Volume and Open Interest 3,144 20,646 +192
Copper(CMX)
May11 110401 428.85 431.00 421.20 425.85 -4.90 40,519 79,842 -2,717
Jul11 110401 429.85 432.75 423.00 427.60 -4.95 6,252 33,009 +1,356
Sep11 110401 432.60 434.10 424.75 428.95 -5.00 795 9,225 +376
Dec11 110401 433.05 433.05 427.00 430.00 -5.00 377 5,433 -233
Mar12 110401 429.90 431.40 428.50 430.30 -5.00 56 2,048 +0
Total Volume and Open Interest 49,431 134,097 -1,298
DJIA Index(CBOT)
Jun11 110401 12269 12358 12269 12318 +66 2,335 10,166 -1,925
Sep11 110401 12250 12250 12185 12250 +65 0 6 +0
Dec11 110401 12183 12183 12117 12183 +66 0 1 +0
Mar12 110401 12125 12125 12056 12125 +69      
Total Volume and Open Interest 2,335 10,173 -1,925
S & P 500(CME)
Jun11 110401 1321.20 1333.70 1320.80 1327.70 +6.70 19,568 290,783 +835
Sep11 110401 1322.60 1327.80 1322.60 1322.60 +6.80 10 4,023 +0
Dec11 110401 1317.50 1322.70 1317.50 1317.50 +6.80 145 1,449 +235
Mar12 110401 1312.90 1318.10 1312.90 1312.90 +6.80      
Total Volume and Open Interest 19,723 296,260 +1,070
S & P 500 E-Mini(Globex)
Jun11 110401 1321.25 1333.75 1320.50 1327.75 +6.50      
Sep11 110401 1316.00 1328.25 1316.00 1322.50 +6.75 1,703 4,583 +583
Total Volume and Open Interest 1,409,346 2,643,780 -11,931
NASDAQ 100(CME)
Jun11 110401 2337.80 2357.50 2333.00 2338.50 +2.20 1,033 11,976 +782
Sep11 110401 2335.50 2335.50 2335.30 2335.50 +2.00 0 1 +0
Dec11 110401 2333.00 2333.00 2332.80 2333.00 +2.00      
Total Volume and Open Interest 1,033 11,977 +782
NASDAQ 100 E-Mini(Globex)
Jun11 110401 2339.00 2358.00 2333.30 2338.50 +2.20 181,624 317,776 +3,239
Sep11 110401 2339.50 2353.00 2332.00 2335.50 +2.00 87 195 -5
Total Volume and Open Interest 181,711 317,976 +3,234
S & P Midcap 400(CME)
Jun11 110401 995.50 999.00 993.00 994.50 +7.50 13 1,259 -31
Sep11 110401 992.30 992.90 992.30 992.30 +7.40      
Dec11 110401 990.70 991.30 990.70 990.70 +7.40      
Total Volume and Open Interest 13 1,259 -31
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Jun11 110401 9750 9860 9715 9825 +90 15,823 56,213 -499
Sep11 110401 9855 9855 9765 9855 +90 1 12 -1
Total Volume and Open Interest 15,824 56,225 -500
Nikkei 225(SGX)
Jun11 110401 9725 9830 9670 9705 -15 119,217 223,186 -2,519
Sep11 110401 9780 9780 9700 9705 -15 53 1,322 +4
Dec11 110401 9650 9650 9650 9650 -15 0 5,359 +0
Total Volume and Open Interest 119,392 264,107 -2,240
CAC 40(EURONEXT)
Apr11 110401 4009.5 4059.5 4005.5 4057.0 +66.0 88,246 249,098 -5,493
May11 110401 3940.0 3990.0 3940.0 3988.5 +66.0 93 1,046 +54
Jun11 110401 3898.5 3950.0 3898.5 3948.0 +66.0 248 26,778 -21
Total Volume and Open Interest 88,587 276,922 -5,460
Hang Seng Index(HKFE)
Apr11 110401 23591 23850 23475 23841 +326 77,106 79,230 +4,841
May11 110401 23183 23640 23183 23640 +324      
Jun11 110401 23279 23518 23180 23518 +319 482 5,873 +77
Total Volume and Open Interest 92,309 108,458 -2,990
DAX(EUREX)
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
Dec11 110331 7133.0 7133.5 7133.0 7133.5 +7.5 62 125 +19
Total Volume and Open Interest 135,212 221,079 -13,482
FT-SE 100(EURONEXT)
Jun11 110401 5886.50 5975.50 5879.50 5972.50 +88.00 67,036 591,430 +4,715
Sep11 110401 5872.50 5938.00 5866.50 5938.00 +88.00 0 513 +0
Dec11 110401 5920.50 5920.50 5920.50 5920.50 +88.50 0 190 +0
Total Volume and Open Interest 67,036 592,133 +4,715
SPI 200(SFE)
Jun11 110401 4860.0 4902.0 4856.0 4874.0 +9.0 40,430 194,267 +3,121
Sep11 110401 4881.0 4890.0 4863.0 4863.0 +10.0 168 3,575 +98
Dec11 110401 4882.0 4882.0 4882.0 4882.0 +9.0 0 2,654 -1
Total Volume and Open Interest 40,931 201,996 +3,335
GSCI(CME)
Apr11 110401 74.64 75.64 70.64 74.64 +3.00 650 12,790 -557
May11 110401 71.14 74.64 70.64 74.64 +3.00 564 587 +562
Jun11 110401 74.64 74.64 70.64 74.64 +3.00      
Total Volume and Open Interest 1,214 13,377 +5
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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