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MRCI's End of Day Prices

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MRCI's End of Day Prices
Daily Futures Price Listing Mon April 04, 2011
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
May11 110404 1393.50 1402.75 1379.00 1384.00 -9.75 108,576 220,942 -2,610
Jul11 110404 1404.50 1413.50 1390.00 1395.25 -9.00 59,469 157,655 +9,078
Aug11 110404 1403.00 1412.50 1392.00 1396.50 -8.00 3,902 11,065 +113
Sep11 110404 1400.75 1400.75 1386.75 1392.75 -4.25 4,135 12,318 -115
Nov11 110404 1387.75 1398.00 1382.25 1389.00 -0.25 45,187 179,133 +5,655
Jan12 110404 1391.00 1401.50 1390.75 1394.00 +0.25 2,488 21,282 -301
Mar12 110404 1386.25 1396.50 1386.25 1390.50 +1.00 1,238 12,550 +416
Total Volume and Open Interest 227,711 636,557 +13,292
Soybean Meal(CBOT)
May11 110404 361.50 365.00 356.60 357.00 -3.90 39,919 83,072 +3,158
Jul11 110404 367.20 370.30 361.90 362.20 -4.00 24,526 54,269 +1,457
Aug11 110404 370.50 370.50 363.50 363.70 -3.50 3,391 14,314 -59
Sep11 110404 370.20 370.20 364.50 364.70 -2.30 2,913 11,875 +403
Oct11 110404 365.60 367.30 363.00 363.90 -0.30 4,474 12,278 +1,089
Dec11 110404 365.00 366.70 362.60 363.50 +0.30 19,849 36,797 +4,373
Jan12 110404 365.90 366.20 363.90 364.40 +0.50 562 3,275 -75
Mar12 110404 367.20 367.20 363.70 364.50 +0.80 535 2,923 +119
Total Volume and Open Interest 96,364 223,870 +10,474
Soybean Oil(CBOT)
May11 110404 58.75 59.07 58.45 58.88 +0.20 67,576 130,960 +3,867
Jul11 110404 59.33 59.68 59.05 59.48 +0.20 43,305 105,621 +1,008
Aug11 110404 59.47 59.69 59.23 59.68 +0.21 5,711 14,121 +148
Sep11 110404 59.62 60.01 59.37 59.85 +0.23 2,975 13,954 +62
Oct11 110404 59.49 59.77 59.36 59.77 +0.28 2,004 13,700 +99
Dec11 110404 59.59 59.99 59.35 59.85 +0.27 17,640 71,428 +1,754
Jan12 110404 59.90 59.90 59.58 59.90 +0.32 379 3,088 +80
Mar12 110404 59.55 59.80 59.49 59.80 +0.31 382 3,689 +230
Total Volume and Open Interest 139,989 360,012 +7,250
Canola(WCE)
May11 110404 591.0 597.4 590.1 594.4 +3.5 16,203 65,888 +502
Jul11 110404 599.7 606.0 599.1 603.3 +3.6 7,734 43,520 +2,909
Nov11 110404 577.0 584.4 577.0 581.5 +4.1 4,015 68,923 +2,509
Jan12 110404 585.7 588.0 583.3 587.1 +4.6 169 4,109 +70
Mar12 110404 582.4 587.2 582.4 587.2 +3.2 20 961 +16
Total Volume and Open Interest 28,175 185,338 +5,992
Corn(CBOT)
May11 110404 736.00 765.00 734.00 760.25 +24.25 64,247 510,067 +837
Jul11 110404 742.75 771.50 740.75 767.50 +24.50 74,208 411,311 +9,891
Sep11 110404 681.00 701.00 678.75 701.00 +19.50 17,038 91,678 +617
Dec11 110404 635.00 645.50 634.00 645.50 +8.00 78,606 399,453 +6,728
Mar12 110404 641.75 654.75 641.75 654.75 +8.75 10,311 64,095 +3,003
May12 110404 650.00 660.75 649.50 660.75 +8.25 3,478 10,230 +1,738
Total Volume and Open Interest 266,143 1,562,097 +27,386
Wheat(CBOT)
May11 110404 765.50 792.00 764.25 790.00 +30.50 58,811 165,449 -4,575
Jul11 110404 802.00 829.00 801.00 826.75 +30.75 32,383 150,434 +6,150
Sep11 110404 838.75 867.75 838.50 865.75 +31.50 7,547 44,330 +103
Dec11 110404 869.75 897.50 869.00 895.50 +32.00 10,877 90,702 +1,311
Mar12 110404 888.00 922.25 888.00 921.25 +33.25 867 9,330 +256
Total Volume and Open Interest 112,826 484,851 +4,231
Wheat(KCBT)
May11 110404 911.00 949.25 908.50 948.00 +41.50 17,644 65,756 +55
Jul11 110404 920.00 959.50 920.00 958.50 +41.25 12,744 70,596 +2,908
Sep11 110404 933.00 972.00 933.00 971.75 +40.25 2,697 19,279 -144
Dec11 110404 950.00 987.00 949.75 985.75 +37.50 2,499 21,270 +507
Mar12 110404 959.25 991.25 959.25 991.25 +37.00 313 2,314 +62
Total Volume and Open Interest 36,541 184,175 +3,710
Wheat(MGE)
May11 110404 922.75 963.75 922.50 961.50 +39.00 4,051 17,279 +286
Jul11 110404 930.00 971.75 930.00 969.25 +38.75 1,650 13,904 +138
Sep11 110404 933.00 973.50 933.00 971.75 +37.75 1,039 13,493 +367
Dec11 110404 944.25 984.00 944.25 981.50 +36.50 1,251 11,308 +378
Mar12 110404 955.25 990.50 955.25 986.00 +34.25 128 1,536 +0
Total Volume and Open Interest 8,191 59,065 +1,172
Oats(CBOT)
May11 110404 375.50 387.00 375.00 385.75 +10.75 2,369 5,802 -537
Jul11 110404 383.75 395.00 383.75 394.00 +10.00 1,920 5,150 +602
Sep11 110404 395.75 400.25 391.00 399.00 +8.00 33 199 -1
Dec11 110404 400.00 406.00 399.50 404.25 +4.75 325 2,495 +117
Total Volume and Open Interest 4,647 13,647 +181
Rough Rice(CBOT)
May11 110404 13.82 14.08 13.79 13.91 +0.10 2,628 11,949 -1,125
Jul11 110404 14.14 14.40 14.12 14.23 +0.10 1,710 7,635 +1,083
Sep11 110404 14.88 15.09 14.87 14.98 +0.11 386 3,628 +21
Nov11 110404 15.30 15.35 15.25 15.28 +0.12 75 877 +0
Total Volume and Open Interest 4,838 24,486 -4
Live Cattle(CME)
Apr11 110404 122.500 122.700 121.535 122.385 +0.305 10,349 43,033 -1,503
Jun11 110404 121.535 121.635 120.480 120.900 -0.350 30,010 178,882 +6,721
Aug11 110404 122.900 122.900 121.830 122.135 -0.465 11,357 79,158 +1,077
Oct11 110404 126.200 126.385 125.635 125.980 -0.020 6,492 45,871 +655
Dec11 110404 126.100 126.450 125.550 126.230 +0.150 5,494 35,591 +2,068
Feb12 110404 125.250 125.800 124.785 125.800 +0.600 1,042 9,436 +414
Total Volume and Open Interest 65,349 396,265 +9,758
Feeder Cattle(CME)
Apr11 110404 138.250 138.400 137.285 137.750 -0.350 918 3,792 -173
May11 110404 139.750 139.750 138.380 138.400 -1.000 2,176 14,784 +93
Aug11 110404 141.880 142.000 140.630 141.400 -0.480 2,411 18,121 +828
Sep11 110404 141.485 141.700 140.380 141.250 -0.130 242 3,170 +99
Oct11 110404 141.000 141.235 139.850 141.000 -0.075 150 1,756 +41
Nov11 110404 139.950 141.075 139.950 140.750 -0.300 126 999 +29
Jan12 110404 137.300 138.700 137.300 138.250 unch 17 203 +15
Total Volume and Open Interest 6,648 44,480 +893
Lean Hogs(CME)
Apr11 110404 94.000 94.385 93.635 94.200 -0.030 5,810 17,313 -540
May11 110404 102.150 103.300 102.100 103.300 +0.220 289 4,561 -24
Jun11 110404 103.580 104.300 102.900 103.850 +0.270 13,946 95,853 +2,396
Jul11 110404 103.400 104.050 103.035 103.550 +0.150 1,957 29,405 +211
Aug11 110404 103.300 104.400 103.150 104.100 +0.700 3,503 34,210 +438
Oct11 110404 93.200 94.500 92.930 94.300 +1.015 4,351 27,357 +1,365
Dec11 110404 89.150 90.400 89.000 90.150 +0.865 2,157 19,385 +824
Feb12 110404 89.300 90.550 89.300 90.200 +0.900 531 4,422 +257
Total Volume and Open Interest 33,017 236,653 +5,256
Class III Milk(CME)
Apr11 110404 16.51 16.65 16.49 16.52 -0.13 126 5,496 -22
May11 110404 16.50 16.60 16.16 16.20 -0.38 250 5,281 +75
Jun11 110404 16.62 16.70 16.45 16.49 -0.21 94 4,233 +16
Jul11 110404 17.24 17.32 17.00 17.00 -0.32 72 3,095 +5
Aug11 110404 17.73 17.73 17.42 17.45 -0.25 38 3,007 +20
Total Volume and Open Interest 748 40,524 +138
Cocoa(ICE)
May11 110404 3011 3099 2994 3020 +9 14,221 55,755 -1,270
Jul11 110404 3040 3114 3012 3039 +11 8,263 41,540 +2,277
Sep11 110404 3044 3108 3027 3052 +8 2,032 18,267 +529
Dec11 110404 3071 3128 3047 3074 +3 2,467 19,534 +1,230
Mar12 110404 3171 3171 3087 3113 +3 379 23,304 +66
May12 110404 3098 3110 3085 3108 +7 188 5,640 +81
Jul12 110404 3102 3111 3088 3111 +10 0 547 +0
Total Volume and Open Interest 27,552 168,846 +2,912
Coffee "C"(ICE)
May11 110404 260.05 261.00 255.65 256.05 -3.85 9,917 58,608 -1,051
Jul11 110404 262.80 263.50 258.30 258.70 -3.95 4,353 33,352 +1,397
Sep11 110404 265.00 265.60 260.55 260.95 -4.05 1,566 11,752 +279
Dec11 110404 267.30 267.50 263.00 263.25 -4.05 378 14,613 +149
Mar12 110404 266.65 268.00 264.50 264.50 -4.00 215 2,952 -24
May12 110404 267.45 269.25 265.55 265.60 -4.10 138 1,321 +130
Total Volume and Open Interest 16,590 123,596 +884
Orange Juice(ICE)
May11 110404 162.65 165.70 162.65 165.20 +2.30 1,413 15,392 -745
Jul11 110404 160.70 162.85 160.40 161.65 +1.00 645 6,656 +674
Sep11 110404 158.85 159.15 158.70 159.15 +0.50 33 1,278 +12
Nov11 110404 155.55 156.00 155.55 156.00 +0.15 21 832 +12
Jan12 110404 154.75 155.35 154.50 155.35 +0.40 18 139 +17
Mar12 110404 155.30 155.30 155.30 155.30 +0.30 0 40 +0
Total Volume and Open Interest 2,130 24,344 -30
Sugar #11(ICE)
May11 110404 27.55 28.13 27.49 28.00 +0.56 38,800 194,814 -4,723
Jul11 110404 25.47 25.95 25.47 25.93 +0.53 24,596 193,542 +2,613
Oct11 110404 24.55 25.04 24.55 25.03 +0.51 8,275 84,490 +1,166
Mar12 110404 24.08 24.55 24.08 24.48 +0.32 4,760 58,667 +610
May12 110404 23.70 23.95 23.59 23.84 +0.18 1,267 17,913 +189
Total Volume and Open Interest 79,103 595,667 -170
London Cocoa(LCE)
May11 110404 1964 1989 1943 1956 +9 11,634 48,771 -4,233
Jul11 110404 1966 1988 1940 1955 +5 12,928 50,238 +1,651
Sep11 110404 1983 2003 1952 1968 +3 4,360 26,724 -881
Dec11 110404 1999 2021 1974 1989 +6 7,093 31,589 -1,351
Mar12 110404 2026 2031 1980 1998 +4 3,087 24,378 -344
May12 110404 2021 2021 2000 2007 +4 893 6,611 -136
Jul12 110404 2022 2022 2015 2015 +5 44 3,516 +39
Total Volume and Open Interest 40,039 199,823 -5,255
London Sugar(LCE)
May11 110404 714.00 727.40 712.00 716.20 +3.00 2,637 21,970 -199
Aug11 110404 665.00 679.50 664.40 667.30 +4.10 2,277 21,044 +286
Oct11 110404 649.40 660.60 649.40 650.00 +2.90 487 5,951 +318
Dec11 110404 638.80 647.50 637.10 638.20 +1.60 80 1,811 +54
Mar12 110404 628.00 637.50 628.00 628.80 +1.70 16 1,402 -5
Total Volume and Open Interest 5,522 53,139 +479
Cotton(ICE)
May11 110404 195.01 196.49 192.21 195.55 unch 16,902 72,646 +359
Jul11 110404 187.00 188.28 184.14 187.27 -0.83 10,753 48,552 +1,555
Oct11 110404 152.00 155.00 151.66 154.00 +2.32 42 421 +5
Dec11 110404 131.50 136.50 130.50 136.09 +3.91 10,350 57,386 +2,587
Mar12 110404 124.50 129.20 124.50 128.92 +3.67 926 5,773 +316
May12 110404 119.15 122.48 119.15 122.07 +2.92 179 1,358 +6
Total Volume and Open Interest 39,831 189,812 +5,216
Lumber(CME)
May11 110404 297.7 298.0 293.8 295.3 -1.7 1,669 4,744 -492
Jul11 110404 318.9 318.9 313.5 313.5 -6.4 1,158 4,023 +633
Sep11 110404 322.7 323.4 320.0 323.4 -1.5 157 958 +113
Nov11 110404 320.0 320.0 320.0 320.0 unch 0 107 +0
Total Volume and Open Interest 2,984 9,834 +254
Crude Oil(NYM)
May11 110404 108.29 108.78 107.58 108.47 +0.53 270,630 345,009 -1,579
Jun11 110404 108.79 109.34 108.15 109.05 +0.55 92,911 164,314 +4,627
Jul11 110404 109.32 109.75 108.63 109.53 +0.59 45,451 120,749 +5,459
Aug11 110404 109.44 109.97 108.92 109.83 +0.66 18,287 45,611 -944
Sep11 110404 109.94 110.15 109.15 110.03 +0.72 14,841 61,217 +884
Oct11 110404 109.79 110.31 109.31 110.19 +0.78 8,759 32,913 +1,281
Nov11 110404 109.49 110.26 109.38 110.26 +0.84 8,713 37,706 -1,520
Dec11 110404 109.65 110.39 109.24 110.25 +0.90 40,973 177,733 -669
Jan12 110404 109.89 110.11 109.28 110.06 +0.90 2,547 36,618 -320
Feb12 110404 109.36 109.93 109.36 109.82 +0.90 2,232 16,691 -182
Mar12 110404 109.57 109.57 109.57 109.57 +0.90 4,115 24,183 +297
Apr12 110404 109.28 109.28 109.28 109.28 +0.91 2,457 11,835 +638
May12 110404 108.96 108.96 108.96 108.96 +0.92 1,571 11,639 -70
Jun12 110404 107.70 108.68 107.70 108.62 +0.93 8,567 64,129 +2,551
Jul12 110404 108.22 108.22 108.22 108.22 +0.94 2,670 13,818 +228
Aug12 110404 107.81 107.81 107.81 107.81 +0.95 1,232 7,991 +58
Total Volume and Open Interest 546,886 1,537,665 +12,011
e-miNY Crude Oil(NYM)
Apr11 110301 96.900 100.750 96.275 99.625 +2.650      
May11 110404 108.175 108.800 107.600 108.475 +0.525 8,613 3,016 +560
Jun11 110404 108.800 109.275 108.150 109.050 +0.550 445 621 +51
Jul11 110404 109.325 109.700 109.050 109.525 +0.575 89 205 -8
Aug11 110404 109.375 109.825 109.350 109.825 +0.650 0 42 +0
Sep11 110404 110.025 110.025 110.025 110.025 +0.725 4 14 +1
Oct11 110404 110.200 110.200 110.200 110.200 +0.800 4 42 -4
Nov11 110404 110.250 110.250 110.250 110.250 +0.825 0 11 +0
Dec11 110404 110.500 110.500 110.250 110.250 +0.900 3 225 +1
Jan12 110404 109.425 110.050 109.425 110.050 +0.900 0 2 +0
Total Volume and Open Interest 9,158 4,321 +601
Heating Oil(NYM)
May11 110404 313.44 317.67 313.44 317.14 +3.69 52,958 109,328 +1,447
Jun11 110404 315.02 318.68 314.71 318.14 +3.62 23,641 55,443 +15
Jul11 110404 316.06 319.55 315.84 319.19 +3.54 11,468 34,572 +1,147
Aug11 110404 317.95 320.35 317.53 320.33 +3.46 5,462 21,876 +634
Sep11 110404 319.71 321.74 318.90 321.61 +3.34 4,456 14,706 -546
Oct11 110404 320.91 322.97 320.75 322.97 +3.29 1,804 7,778 +46
Nov11 110404 322.32 324.38 322.30 324.38 +3.24 1,013 7,697 +50
Dec11 110404 324.20 326.23 322.68 325.74 +3.18 5,132 27,041 +324
Jan12 110404 325.10 327.09 325.10 327.09 +3.16 448 8,055 +37
Feb12 110404 325.28 327.34 325.28 327.34 +3.11 217 3,674 -87
Mar12 110404 325.30 326.19 325.30 326.19 +3.06 264 1,754 -37
Apr12 110404 323.00 323.39 323.00 323.39 +2.96 105 602 +92
Total Volume and Open Interest 107,043 306,085 -3,135
Gasoline(NYMEX)
May11 110404 316.54 317.58 314.09 316.88 +1.75 50,490 102,848 -1,546
Jun11 110404 314.82 315.35 312.31 315.12 +2.10 26,510 46,961 +1,807
Jul11 110404 312.36 313.44 310.75 313.43 +2.41 11,702 26,054 +1,652
Aug11 110404 309.65 311.49 308.86 311.35 +2.77 4,734 13,481 +382
Sep11 110404 306.38 308.45 305.35 308.33 +3.03 4,766 17,564 +501
Oct11 110404 291.68 294.71 291.51 294.71 +3.20 3,067 15,095 +702
Nov11 110404 288.89 291.46 288.86 291.46 +3.44 1,126 4,539 +44
Dec11 110404 288.30 290.35 286.77 290.11 +3.67 2,692 24,040 +172
Jan12 110404 288.00 290.19 287.50 290.19 +3.68 461 6,010 +241
Feb12 110404 291.44 291.44 291.44 291.44 +3.68 81 2,307 +68
Total Volume and Open Interest 105,833 274,041 -2,913
e-miNY RBOB Gasoline(NYM)
May11 110404 316.90 316.90 316.88 316.90 +1.80 1 3 +1
Jun11 110404 315.10 315.12 315.10 315.10 +2.10 0 1 +0
Jul11 110404 313.40 313.43 313.40 313.40 +2.40 0 1 +0
Aug11 110404 311.40 311.40 311.35 311.40 +2.80 0 1 +0
Total Volume and Open Interest 1 9 +1
Natural Gas(NYM)
May11 110404 4.334 4.364 4.233 4.289 -0.073 186,367 249,301 +723
Jun11 110404 4.390 4.434 4.310 4.363 -0.074 42,547 77,587 +2,004
Jul11 110404 4.469 4.507 4.391 4.441 -0.074 33,664 107,391 +2,411
Aug11 110404 4.507 4.548 4.433 4.486 -0.068 14,932 37,483 +1,373
Sep11 110404 4.526 4.560 4.444 4.497 -0.065 15,723 49,719 +1,001
Oct11 110404 4.566 4.610 4.498 4.548 -0.064 31,894 77,217 +1,750
Nov11 110404 4.750 4.775 4.679 4.725 -0.052 9,526 33,811 +46
Dec11 110404 4.974 5.005 4.927 4.967 -0.045 6,055 27,973 -200
Jan12 110404 5.090 5.136 5.054 5.090 -0.044 16,714 67,335 +1,890
Feb12 110404 5.080 5.100 5.040 5.070 -0.046 2,428 14,398 +67
Mar12 110404 5.000 5.029 4.983 5.007 -0.047 6,731 31,186 +702
Apr12 110404 4.870 4.881 4.832 4.851 -0.055 5,399 28,953 +306
May12 110404 4.897 4.901 4.865 4.877 -0.053 1,382 6,864 +434
Jun12 110404 4.905 4.941 4.903 4.913 -0.054 407 4,813 +78
Jul12 110404 4.952 4.975 4.946 4.955 -0.054 1,525 4,874 +428
Aug12 110404 4.980 4.998 4.970 4.980 -0.056 482 5,793 +206
Total Volume and Open Interest 377,915 899,335 +13,937
Brent Crude Oil(ICE)
May11 110404 119.05 121.29 118.75 121.06 +2.36 178,835 170,297 +11,557
Jun11 110404 118.76 120.88 118.52 120.66 +2.25 108,470 221,452 +18,030
Jul11 110404 118.72 120.48 118.18 120.27 +2.15 38,520 79,622 +6,611
Aug11 110404 118.48 120.11 118.15 119.90 +2.09 12,337 27,536 +999
Sep11 110404 117.58 119.66 117.58 119.49 +2.03 8,686 35,954 +146
Oct11 110404 117.86 119.27 117.43 119.11 +1.98 4,208 24,053 +1,107
Nov11 110404 116.92 118.87 116.92 118.74 +1.94 3,474 19,909 +496
Dec11 110404 117.14 118.54 116.61 118.38 +1.91 25,078 106,789 +1,191
Jan12 110404 116.52 118.18 116.52 118.04 +1.86 2,920 20,064 -278
Feb12 110404 117.69 117.69 117.69 117.69 +1.82 1,886 13,876 -427
Mar12 110404 117.33 117.33 117.33 117.33 +1.78 3,778 24,991 +914
Apr12 110404 116.91 116.91 116.91 116.91 +1.73 835 6,353 +231
May12 110404 116.45 116.45 116.45 116.45 +1.68 258 4,294 +66
Jun12 110404 114.90 116.11 114.90 115.98 +1.64 3,249 37,466 +1,057
Total Volume and Open Interest 399,115 905,993 +40,925
Gas Oil(ICE)
Apr11 110404 1004.75 1016.00 1001.50 1008.75 +8.25 61,057 93,394 -3,495
May11 110404 998.00 1012.50 998.00 1005.50 +8.50 103,602 126,991 +2,116
Jun11 110404 1000.00 1011.00 997.00 1004.25 +9.25 56,404 79,963 +2,730
Jul11 110404 1002.00 1011.25 999.50 1005.25 +9.50 24,460 38,644 +1,727
Aug11 110404 1004.00 1011.75 1000.75 1006.25 +9.50 13,032 27,351 +619
Sep11 110404 1005.00 1013.75 1001.75 1007.25 +9.50 14,073 39,310 -28
Oct11 110404 1007.75 1013.75 1003.25 1008.25 +9.50 7,573 26,612 +23
Nov11 110404 1008.75 1012.75 1007.75 1007.75 +9.25 4,780 21,029 +1,858
Dec11 110404 1004.75 1014.00 1002.25 1008.00 +9.25 14,908 59,018 +721
Jan12 090519 640.75 640.75 640.75 640.75 unch      
Total Volume and Open Interest 212,424 630,107  
Ethanol(CBOT)
Apr11 110404 2.709 2.715 2.700 2.715 +0.035 147 338 -48
May11 110404 2.674 2.705 2.674 2.700 +0.043 112 871 +72
Jun11 110404 2.670 2.699 2.670 2.680 +0.034 96 1,090 -15
Jul11 110404 2.660 2.685 2.660 2.668 +0.032 117 1,361 -30
Aug11 110404 2.634 2.661 2.625 2.625 +0.026 76 560 -35
Sep11 110404 2.560 2.579 2.550 2.550 +0.020 10 813 +4
Oct11 110404 2.470 2.482 2.451 2.451 +0.013 6 694 +1
Nov11 110404 2.430 2.430 2.420 2.421 +0.020 11 607 +2
Total Volume and Open Interest 593 7,507 -44
WTI Crude Oil(ICE
May11 110404 108.20 108.80 107.59 108.47 +0.53 51,319 81,476 +655
Jun11 110404 108.80 109.34 108.17 109.05 +0.55 26,210 85,322 +1,226
Jul11 110404 109.64 109.72 108.64 109.53 +0.59 11,414 48,825 +1,637
Aug11 110404 109.75 109.91 108.90 109.83 +0.66 5,415 19,580 -333
Sep11 110404 109.87 110.07 109.15 110.03 +0.72 5,469 29,051 -12
Oct11 110404 109.95 110.19 109.39 110.19 +0.78 2,870 19,532 -98
Nov11 110404 110.12 110.35 109.43 110.26 +0.84 2,004 14,274 +34
Dec11 110404 109.87 110.35 109.26 110.25 +0.90 14,089 89,905 -175
Jan12 110404 109.62 110.14 109.62 110.06 +0.90 1,138 12,538 +63
Feb12 110404 109.82 109.82 109.82 109.82 +0.90 533 2,613 +73
Mar12 110404 109.57 109.57 109.57 109.57 +0.90 999 10,274 +606
Apr12 110404 109.28 109.28 109.28 109.28 +0.91 197 2,979 +3
May12 110404 108.96 108.96 108.96 108.96 +0.92 221 1,434 -66
Jun12 110404 107.85 108.62 107.85 108.62 +0.93 1,692 29,913 +743
Jul12 110404 108.22 108.22 108.22 108.22 +0.94 39 639 -3
Aug12 110404 107.81 107.81 107.81 107.81 +0.95 44 331 +0
Total Volume and Open Interest 128,423 545,373 +6,093
US Dollar Index(ICE)
Jun11 110404 76.230 76.235 75.935 76.160 +0.078 23,111 53,687 +1,101
Sep11 110404 76.500 76.570 76.340 76.570 +0.073 4 526 +1
Dec11 110404 76.930 76.930 76.930 76.930 +0.073 0 1 +0
Total Volume and Open Interest 23,115 54,215 +1,102
Australian Dollar(CME)
Jun11 110404 103.01 103.27 102.46 102.67 -0.30 75,086 142,589 +344
Sep11 110404 101.80 101.81 101.25 101.43 -0.30 66 487 +21
Dec11 110404 100.28 100.58 100.28 100.28 -0.30 0 53 +0
Total Volume and Open Interest 75,152 143,129 +365
British Pound(CME)
Jun11 110404 160.97 161.62 160.92 161.12 +0.08 132,387 98,256 -1,555
Sep11 110404 160.82 160.82 160.74 160.82 +0.08 7 139 -1
Dec11 110404 160.47 160.47 160.41 160.47 +0.06 0 37 +0
Total Volume and Open Interest 132,394 98,434 -1,556
Canadian Dollar(CME)
Jun11 110404 103.46 103.83 103.06 103.20 -0.29 60,652 119,578 -2,092
Sep11 110404 103.44 103.44 102.85 102.93 -0.29 31 2,206 -2
Dec11 110404 103.08 103.08 102.54 102.65 -0.29 25 2,235 +3
Mar12 110404 102.33 102.62 102.33 102.33 -0.29 0 175 +0
Total Volume and Open Interest 60,708 124,214 -2,091
Japanese Yen(CME)
Jun11 110404 118.87 119.31 118.55 118.98 +0.01 136,459 90,370 -1,393
Sep11 110404 119.01 119.39 119.00 119.09 +0.01 100 755 +41
Dec11 110404 119.52 119.52 119.23 119.23 -0.01 0 52 +0
Total Volume and Open Interest 136,559 91,184 -1,352
Swiss Franc(CME)
Jun11 110404 108.19 108.84 108.02 108.31 unch 37,099 55,377 -140
Sep11 110404 108.53 108.72 108.39 108.39 unch 5 73 +0
Dec11 110404 108.73 108.83 108.45 108.45 unch 0 12 +0
Total Volume and Open Interest 37,104 55,463 -140
EuroFX(CME)
Jun11 110404 142.17 142.49 141.73 141.98 -0.18 313,084 224,859 +3,498
Sep11 110404 141.70 141.95 141.49 141.61 -0.19 231 1,765 +35
Dec11 110404 141.52 141.52 141.20 141.20 -0.20 1 70 +0
Total Volume and Open Interest 313,317 226,985 +3,534
Mexican Peso(CME)
Apr11 110404 843.8 845.2 843.8 843.8 -1.5      
May11 110404 840.2 841.8 840.2 840.2 -1.5      
Total Volume and Open Interest 36,764 139,099 +9,280
30-Year T-Bonds(CBOT)
Jun11 110404 120~120 120~230 120~120 120~120 unch      
Sep11 110404 118~260 119~070 118~260 118~290 unch 41 218 +1
Dec11 110404 117~140 117~140 117~140 117~140 unch      
Total Volume and Open Interest 398,362 582,463 -7,357
10-Year T-Notes(CBOT)
Jun11 110404 119~000 119~145 118~280 119~070 +0~080 1,327,957 1,563,026 +6,940
Sep11 110404 117~300 117~300 117~190 117~260 +0~070 9 68 +3
Dec11 110404 116~260 116~260 116~190 116~260 +0~070 0 4 +0
Total Volume and Open Interest 1,327,966 1,563,098 +6,943
5-Year T-Notes(CBOT)
Jun11 110404 116~085 117~007 116~082 116~117 +0~034 629,534 1,251,311 +16,224
Sep11 110404 115~084 115~087 115~084 115~084 -0~003      
Dec11 110404 114~108 114~111 114~108 114~108 -0~003      
Total Volume and Open Interest 629,534 1,251,311 +11,662
2 Year T-Notes(CBOT)
Jun11 110404 109~002 109~015 109~000 109~010 +0~008 351,542 925,850 +28,721
Sep11 110404 108~076 108~076 108~068 108~076 +0~008      
Dec11 110404 108~014 108~014 108~006 108~014 +0~008      
Total Volume and Open Interest 351,542 925,850 +23,968
Eurodollars(CME)
Jun11 110404 99.660 99.685 99.655 99.680 +0.025 386,293 1,048,563 -8,680
Sep11 110404 99.545 99.595 99.545 99.585 +0.040 354,725 1,314,182 +23,020
Dec11 110404 99.390 99.445 99.390 99.430 +0.040 470,797 1,410,319 +45,030
Mar12 110404 99.120 99.195 99.120 99.170 +0.045 549,699 1,342,720 +5,779
Jun12 110404 98.745 98.835 98.745 98.805 +0.055 641,874 1,028,087 +75,511
Sep12 110404 98.340 98.445 98.335 98.410 +0.065 384,251 668,876 +19,853
Dec12 110404 97.975 98.080 97.970 98.040 +0.065 338,468 472,730 +6,981
Mar13 110404 97.680 97.785 97.675 97.745 +0.065 264,090 293,747 +531
Jun13 110404 97.425 97.520 97.415 97.480 +0.060 163,219 238,821 +14,708
Sep13 110404 97.180 97.275 97.170 97.235 +0.055 124,608 241,579 +15,184
Dec13 110404 96.955 97.050 96.940 97.005 +0.055 76,631 188,295 +2,523
Mar14 110404 96.750 96.845 96.745 96.805 +0.055 80,159 168,385 +418
Jun14 110404 96.550 96.645 96.545 96.605 +0.055 19,096 112,300 -214
Sep14 110404 96.355 96.450 96.355 96.410 +0.050 20,159 64,007 -658
Dec14 110404 96.165 96.250 96.155 96.205 +0.045 13,940 78,471 +328
Mar15 110404 95.995 96.085 95.990 96.040 +0.045 15,609 57,895 -53
Jun15 110404 4.085 4.165 4.085 4.125 +0.045 7,845 36,302 -5
Sep15 110404 3.935 4.020 3.935 3.975 +0.040 9,370 36,746 -83
Total Volume and Open Interest 3,963,193 9,025,337 +206,795
30 Day Federal Funds(CBOT)
Apr11 110404 99.885 99.893 99.880 99.890 +0.010 7,615 77,788 -420
May11 110404 99.880 99.895 99.875 99.885 +0.010 3,738 70,985 -724
Jun11 110404 99.870 99.885 99.865 99.875 +0.010 3,498 45,853 +238
Jul11 110404 99.855 99.865 99.850 99.860 +0.010 4,439 50,334 +1,986
Aug11 110404 99.840 99.845 99.830 99.840 +0.010 3,960 39,898 +899
Sep11 110404 99.820 99.830 99.805 99.825 +0.020 2,034 30,553 +250
Total Volume and Open Interest 88,824 696,369 +23,120
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 110404 99.670 99.670 99.670 99.670 unch 0 150 +0
Sep11 110404 99.668 99.668 99.668 99.668 unch      
Dec11 110404 99.660 99.660 99.660 99.660 unch 0 75 +0
Mar12 110404 99.645 99.645 99.645 99.645 unch      
Jun12 110404 99.670 99.670 99.670 99.670 unch      
Sep12 110404 99.600 99.600 99.600 99.600 unch      
Dec12 110404 99.560 99.560 99.560 99.560 unch      
Mar13 110404 99.560 99.560 99.560 99.560 unch      
Jun13 110404 99.515 99.515 99.515 99.515 unch      
Sep13 110404 99.375 99.375 99.375 99.375 unch      
Total Volume and Open Interest 0 225 +0
3-Mth Euro-Yen(SGX)
Jun11 110404 99.67 99.67 99.67 99.67 unch 0 3,257 +0
Sep11 110404 99.67 99.67 99.67 99.67 unch 0 1,221 +0
Dec11 110404 99.66 99.66 99.66 99.66 unch 0 2,016 +75
Mar12 110404 99.64 99.64 99.64 99.64 unch 100 2,742 +0
Jun12 110404 99.67 99.67 99.67 99.67 unch 0 1,254 +0
Sep12 110404 99.60 99.60 99.60 99.60 unch 0 411 +0
Dec12 110404 99.56 99.56 99.56 99.56 unch 0 24 +0
Mar13 110404 99.56 99.56 99.56 99.56 unch 0 1 +0
Total Volume and Open Interest 100 10,926 +75
Japanese Gov't Bonds(SGX)
Jun11 110401 139.57 139.73 139.13 139.13 -0.62 1,473 13,557 +431
Sep11 110404 138.23 138.23 138.23 138.23 unch 0 1 +0
Dec11 110404 136.14 136.14 136.14 136.14 unch      
Total Volume and Open Interest 2,084 13,205 -241
Euro-Bund(EUREX)
Jun11 110404 121.11 121.20 120.84 121.17 -0.11 706,367 1,421,017 +225,284
Sep11 110404 120.55 120.72 120.43 120.68 -0.18 53 2,347 +106
Dec11 110404 120.05 120.05 120.05 120.05 -0.11 2 0 +0
Total Volume and Open Interest 706,422 1,423,364 +225,390
Euro-Bobl(EUREX)
Jun11 110322 115.08 115.14 114.85 115.04 -0.03 537,973 1,010,693 +55,899
Sep11 110404 113.86 113.86 113.86 113.86 -0.06 1,154 15,536 -1
Dec11 110404 113.97 113.97 113.97 113.97 -0.05      
Total Volume and Open Interest 433,741 1,196,501 +152,504
3-Mth Euribor(EUREX)
Jun11 110404 98.480 98.490 98.480 98.490 +0.010 0 11,876 +102
Sep11 110404 98.160 98.160 98.160 98.160 unch 204 2,876 +17
Dec11 110404 97.895 97.895 97.895 97.895 -0.005 203 5,335 +36
Total Volume and Open Interest 427 22,738 +192
Long Gilt(LIFFE)
Jun11 110404 117~00 117~00 116~18 116~30 +0~04 141,239 298,940 +4,195
Sep11 110404 118~01 118~01 118~01 118~01 +0~04      
Total Volume and Open Interest 141,239 298,940 +4,195
3-Mth Short Sterling(LIFFE)
Jun11 110404 98.95 98.96 98.94 98.95 +0.02 52,694 415,847 +20
Sep11 110404 98.73 98.75 98.72 98.74 +0.03 87,988 360,405 +5,022
Dec11 110404 98.48 98.50 98.47 98.49 +0.03 80,462 337,893 -11,212
Mar12 110404 98.21 98.24 98.20 98.23 +0.04 69,812 324,873 -8,911
Jun12 110404 97.92 97.94 97.91 97.93 +0.03 72,233 203,310 -1,314
Sep12 110404 97.63 97.65 97.62 97.64 +0.03 44,884 152,262 +1,071
Total Volume and Open Interest 484,258 2,110,046 -9,504
3-Mth Euribor(LIFFE)
Jun11 110404 98.475 98.490 98.470 98.490 +0.015 151,712 742,396 +13,500
Sep11 110404 98.150 98.165 98.145 98.160 +0.010 155,446 627,510 -10,445
Dec11 110404 97.880 97.900 97.870 97.895 +0.015 156,746 551,283 +2,948
Total Volume and Open Interest 1,000,748 3,424,897 +46,619
3-Mth Aus T-Bills(SFE)
Jun11 110404 95.10 95.11 95.07 95.09 unch 17,623 203,167 +5,081
Sep11 110404 95.02 95.05 95.01 95.04 +0.01 34,197 225,632 +11,338
Dec11 110404 94.91 94.94 94.88 94.93 +0.01 13,583 125,414 +3,227
Mar12 110404 94.78 94.80 94.74 94.80 +0.01 7,369 66,388 +1,152
Jun12 110404 94.66 94.68 94.63 94.68 +0.01 1,282 45,641 -253
Sep12 110404 94.56 94.58 94.51 94.58 +0.01 1,784 41,989 +515
Dec12 110404 94.47 94.50 94.47 94.49 +0.01 736 19,295 +336
Mar13 110404 94.40 94.44 94.40 94.43 +0.01 1,106 7,440 -79
Jun13 110404 94.38 94.38 94.38 94.38 +0.01 23 1,047 -56
Sep13 110404 94.31 94.31 94.31 94.31 unch 11 901 -11
Total Volume and Open Interest 77,716 737,771 +21,250
10-Year Aus T-Bonds(SFE)
Jun11 110404 94.44 94.47 94.40 94.45 unch 43,264 366,835 +256
Sep11 110404 94.45 94.45 94.45 94.45 unch      
Total Volume and Open Interest 43,264 366,835 +256
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 110404 94.90 94.90 94.90 94.90 +0.01      
Total Volume and Open Interest 135,389 590,848 +50,719
Gold(CMX)
Apr11 110404 1429.1 1439.1 1428.8 1432.2 +4.1 8,230 6,534 -5,265
Jun11 110404 1430.0 1440.3 1429.1 1433.0 +4.1 129,306 341,711 +9,209
Aug11 110404 1432.2 1441.2 1431.4 1434.4 +4.1 1,986 35,338 +466
Oct11 110404 1434.5 1442.4 1434.5 1435.9 +4.1 116 6,569 +77
Dec11 110404 1435.3 1444.7 1434.6 1437.4 +4.0 933 31,959 +321
Feb12 110404 1437.1 1445.3 1437.1 1439.1 +4.0 24 7,169 +5
Apr12 110404 1443.9 1445.8 1441.0 1441.0 +3.8 33 5,009 -8
Jun12 110404 1447.0 1447.0 1443.5 1443.5 +3.7 60 6,765 +2
Aug12 110404 1446.4 1446.4 1446.4 1446.4 +3.5 105 2,321 +105
Oct12 110404 1449.8 1449.8 1449.8 1449.8 +3.3 0 3,044 +0
Dec12 110404 1455.0 1460.1 1454.1 1454.1 +3.0 106 11,610 +64
Feb13 110404 1459.3 1459.3 1459.3 1459.3 +2.5      
Total Volume and Open Interest 142,758 492,154 +5,014
Silver(CMX)
May11 110404 3784.5 3862.0 3781.0 3849.4 +76.2 52,152 73,502 -1,492
Jul11 110404 3785.0 3864.5 3785.0 3851.9 +76.2 3,173 20,293 +1,202
Sep11 110404 3809.0 3866.0 3804.5 3853.4 +76.1 491 7,318 +116
Dec11 110404 3793.0 3865.0 3790.0 3854.4 +75.9 1,005 16,585 +141
Mar12 110404 3808.0 3852.7 3807.5 3852.7 +76.0 19 1,724 +13
May12 110404 3846.0 3852.0 3846.0 3852.0 +76.0 0 347 +0
Jul12 110404 3843.0 3851.4 3843.0 3851.4 +75.9 2 1,439 +0
Total Volume and Open Interest 57,010 137,580 -32
Platinum(NYMEX)
Apr11 110404 1781.0 1785.1 1775.6 1783.4 +8.5 224 311 -565
Jul11 110404 1769.5 1793.0 1765.0 1787.0 +10.1 5,335 32,080 +937
Oct11 110404 1777.5 1795.6 1771.7 1790.8 +9.7 149 922 +134
Jan12 110404 1795.1 1795.1 1792.5 1792.5 +9.0 0 14 +0
Total Volume and Open Interest 5,709 33,363 +505
Palladium(NYMEX)
Jun11 110404 775.75 790.30 775.05 784.40 +9.35 2,773 20,307 +238
Sep11 110404 789.50 789.50 785.05 785.75 +9.35 4 544 +3
Dec11 110404 785.00 787.25 785.00 787.25 +9.35 2 18 -2
Total Volume and Open Interest 2,779 20,873 +227
Copper(CMX)
May11 110404 425.95 431.05 422.35 425.50 -0.35 29,789 79,649 -193
Jul11 110404 427.40 432.65 424.40 427.30 -0.30 6,111 32,894 -115
Sep11 110404 428.35 432.25 426.50 428.65 -0.30 747 9,252 +27
Dec11 110404 429.45 434.00 428.75 429.70 -0.30 482 5,674 +241
Mar12 110404 430.00 430.00 430.00 430.00 -0.30 11 2,047 -1
Total Volume and Open Interest 37,979 132,728 -1,369
DJIA Index(CBOT)
Jun11 110404 12310 12345 12286 12337 +19 147 10,216 +50
Sep11 110404 12268 12268 12250 12268 +18 0 6 +0
Dec11 110404 12201 12201 12183 12201 +18 0 1 +0
Mar12 110404 12143 12143 12125 12143 +18      
Total Volume and Open Interest 147 10,223 +50
S & P 500(CME)
Jun11 110404 1326.70 1332.50 1324.60 1329.20 +1.50 18,646 291,290 +507
Sep11 110404 1324.00 1326.60 1319.20 1324.00 +1.40 105 4,032 +9
Dec11 110404 1318.80 1321.50 1314.10 1318.80 +1.30 490 1,764 +315
Mar12 110404 1314.20 1316.90 1309.50 1314.20 +1.30      
Total Volume and Open Interest 19,241 297,091 +831
S & P 500 E-Mini(Globex)
Jun11 110404 1329.75 1330.50 1329.75 1330.00 +2.25      
Sep11 110404 1322.50 1326.00 1319.75 1324.00 +1.50 798 4,927 +344
Total Volume and Open Interest 1,522,765 2,653,534 +9,754
NASDAQ 100(CME)
Jun11 110404 2338.50 2349.50 2321.00 2340.50 +2.00 1,912 13,389 +1,413
Sep11 110404 2337.30 2337.30 2325.00 2337.30 +1.80 0 1 +0
Dec11 110404 2334.80 2334.80 2333.00 2334.80 +1.80      
Total Volume and Open Interest 1,912 13,390 +1,413
NASDAQ 100 E-Mini(Globex)
Jun11 110404 2337.30 2349.80 2322.00 2340.50 +2.00 177,992 329,784 +12,008
Sep11 110404 2334.80 2345.00 2320.50 2337.30 +1.80 114 236 +41
Total Volume and Open Interest 178,106 330,025 +12,049
S & P Midcap 400(CME)
Jun11 110404 994.50 997.00 994.50 994.50 unch 71 1,329 +70
Sep11 110404 992.70 992.70 992.30 992.70 +0.40      
Dec11 110404 991.10 991.10 990.70 991.10 +0.40      
Total Volume and Open Interest 71 1,329 +70
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Jun11 110404 9850 9850 9725 9745 -80 7,191 55,038 -1,175
Sep11 110404 9775 9855 9775 9775 -80 5 8 -4
Total Volume and Open Interest 7,196 55,046 -1,179
Nikkei 225(SGX)
Jun11 110404 9730 9835 9690 9725 +20 108,424 223,349 +163
Sep11 110404 9725 9725 9725 9725 +20 19 1,310 -12
Dec11 110404 9670 9670 9670 9670 +20 0 5,359 +0
Total Volume and Open Interest 108,885 264,703 +596
CAC 40(EURONEXT)
Apr11 110404 4048.0 4061.0 4036.0 4046.0 -11.0 124,403 260,216 +11,118
May11 110404 3976.0 3987.0 3968.0 3977.0 -11.5 145 1,121 +75
Jun11 110404 3937.0 3945.0 3928.0 3934.0 -14.0 505 27,007 +229
Total Volume and Open Interest 125,053 288,344 +11,422
Hang Seng Index(HKFE)
Apr11 110404 23944 24197 23900 24185 +344 68,603 81,668 +2,438
May11 110404 23847 23991 23705 23984 +344 1,460 746 +746
Jun11 110404 23636 23864 23590 23861 +343 476 5,916 +43
Total Volume and Open Interest 70,683 89,300 -19,158
DAX(EUREX)
Jun11 110404 7195.5 7220.0 7182.0 7199.5 +121.0 114,964 216,215 +317
Sep11 110404 7227.0 7241.5 7213.5 7224.5 +121.0 173 5,185 +129
Dec11 110404 7257.5 7257.5 7254.5 7254.5 +121.0 23 124 -1
Total Volume and Open Interest 115,160 221,524 +445
FT-SE 100(EURONEXT)
Jun11 110404 5963.00 6000.00 5944.00 5977.50 +5.00 113,403 598,770 +7,340
Sep11 110404 5948.00 5948.00 5943.50 5943.50 +5.50 0 513 +0
Dec11 110404 5925.50 5925.50 5925.50 5925.50 +5.00 20 190 +0
Total Volume and Open Interest 113,423 599,473 +7,340
SPI 200(SFE)
Jun11 110404 4873.0 4924.0 4872.0 4909.0 +35.0 32,064 197,509 +3,242
Sep11 110404 4885.0 4905.0 4885.0 4898.0 +35.0 158 3,668 +93
Dec11 110404 4919.0 4919.0 4919.0 4919.0 +37.0 2 2,654 +0
Total Volume and Open Interest 32,487 205,342 +3,346
GSCI(CME)
Apr11 110404 83.24 83.24 74.59 83.24 +8.60 1,141 13,568 +778
May11 110404 84.44 84.44 74.59 84.44 +9.80 38 587 +0
Jun11 110404 85.44 85.44 74.59 85.44 +10.80      
Total Volume and Open Interest 1,179 14,155 +778
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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