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MRCI's End of Day Prices

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MRCI's End of Day Prices
Daily Futures Price Listing Tue April 05, 2011
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
May11 110405 1384.50 1389.75 1366.50 1373.25 -10.75 113,003 217,833 -3,109
Jul11 110405 1396.00 1401.00 1378.00 1384.75 -10.50 64,588 158,295 +640
Aug11 110405 1398.00 1402.00 1379.75 1386.25 -10.25 5,347 11,110 +45
Sep11 110405 1392.75 1394.25 1378.00 1383.00 -9.75 4,158 12,831 +513
Nov11 110405 1387.00 1392.50 1370.50 1378.75 -10.25 38,420 181,032 +1,899
Jan12 110405 1391.25 1397.25 1376.25 1384.75 -9.25 3,367 22,093 +811
Mar12 110405 1387.25 1391.50 1378.25 1381.00 -9.50 612 12,658 +108
Total Volume and Open Interest 231,110 637,734 +1,177
Soybean Meal(CBOT)
May11 110405 357.50 359.20 350.90 353.60 -3.40 47,324 80,472 -2,600
Jul11 110405 362.20 364.20 356.20 358.90 -3.30 26,764 53,850 -419
Aug11 110405 364.70 365.00 358.00 360.50 -3.20 2,740 14,081 -233
Sep11 110405 365.70 365.70 360.00 361.50 -3.20 2,008 12,233 +358
Oct11 110405 364.20 364.30 357.50 360.10 -3.80 1,432 12,554 +276
Dec11 110405 363.00 364.20 357.10 359.70 -3.80 11,901 36,378 -419
Jan12 110405 362.20 364.40 360.10 360.60 -3.80 117 3,294 +19
Mar12 110405 361.90 364.50 360.50 360.90 -3.60 58 2,927 +4
Total Volume and Open Interest 92,554 220,887 -2,983
Soybean Oil(CBOT)
May11 110405 58.94 59.12 58.55 58.85 -0.03 53,721 131,852 +892
Jul11 110405 59.57 59.71 59.13 59.44 -0.04 26,062 109,721 +4,100
Aug11 110405 59.74 59.85 59.33 59.62 -0.06 2,976 14,603 +482
Sep11 110405 59.65 59.90 59.52 59.80 -0.05 1,626 14,106 +152
Oct11 110405 59.58 59.78 59.50 59.73 -0.04 786 13,594 -106
Dec11 110405 59.87 60.09 59.51 59.82 -0.03 11,602 71,896 +468
Jan12 110405 59.87 59.90 59.87 59.87 -0.03 74 3,083 -5
Mar12 110405 59.77 59.80 59.77 59.77 -0.03 324 3,995 +306
Total Volume and Open Interest 97,220 366,294 +6,282
Canola(WCE)
May11 110405 594.4 597.9 589.6 593.2 -1.2 9,959 56,263 -9,625
Jul11 110405 601.9 606.6 598.4 601.8 -1.5 5,241 44,762 +1,242
Nov11 110405 580.0 583.5 578.0 582.5 +1.0 1,771 68,848 -75
Jan12 110405 586.5 588.4 584.5 588.4 +1.3 714 4,095 -14
Mar12 110405 586.6 589.5 586.6 589.5 +2.3 31 973 +12
Total Volume and Open Interest 17,767 176,851 -8,487
Corn(CBOT)
May11 110405 758.25 770.75 754.50 766.75 +6.50 224,259 511,106 +1,039
Jul11 110405 765.50 777.75 761.50 773.75 +6.25 169,600 429,251 +17,940
Sep11 110405 697.25 706.25 692.75 703.75 +2.75 29,184 98,123 +6,445
Dec11 110405 644.00 647.50 637.25 646.75 +1.25 104,203 408,737 +9,284
Mar12 110405 651.75 655.75 646.50 655.25 +0.50 4,933 64,785 +690
May12 110405 658.50 661.75 653.75 661.25 +0.50 1,042 10,295 +65
Total Volume and Open Interest 537,396 1,598,127 +36,030
Wheat(CBOT)
May11 110405 788.75 798.25 778.50 786.25 -3.75 63,746 158,176 -7,273
Jul11 110405 825.00 835.00 815.50 822.75 -4.00 30,953 156,125 +5,691
Sep11 110405 865.00 872.50 854.00 860.25 -5.50 5,507 44,696 +366
Dec11 110405 894.00 902.00 882.25 890.50 -5.00 10,988 93,322 +2,620
Mar12 110405 920.00 925.50 908.25 917.75 -3.50 2,187 9,954 +624
Total Volume and Open Interest 114,665 487,307 +2,456
Wheat(KCBT)
May11 110405 947.75 957.75 940.00 950.00 +2.00 17,639 64,193 -1,563
Jul11 110405 958.25 968.00 950.50 960.50 +2.00 13,354 74,817 +4,221
Sep11 110405 971.75 979.75 964.00 974.00 +2.25 3,429 19,835 +556
Dec11 110405 983.00 994.75 978.00 988.50 +2.75 3,207 21,495 +225
Mar12 110405 986.75 1000.00 984.75 993.50 +2.25 343 2,318 +4
Total Volume and Open Interest 38,252 187,800 +3,625
Wheat(MGE)
May11 110405 961.75 973.50 956.50 962.25 +0.75 4,261 17,227 -52
Jul11 110405 969.25 981.25 964.75 970.75 +1.50 1,977 14,510 +606
Sep11 110405 971.00 981.00 966.00 972.75 +1.00 1,055 13,734 +241
Dec11 110405 981.50 992.25 977.00 981.75 +0.25 858 11,519 +211
Mar12 110405 987.50 999.75 983.75 989.75 +3.75 214 1,658 +122
Total Volume and Open Interest 8,431 60,230 +1,165
Oats(CBOT)
May11 110405 387.25 393.00 383.75 391.50 +5.75 1,676 5,037 -765
Jul11 110405 394.75 400.00 391.50 399.00 +5.00 1,554 6,033 +883
Sep11 110405 403.00 403.00 399.00 403.00 +4.00 18 198 -1
Dec11 110405 404.00 409.00 401.50 407.50 +3.25 250 2,534 +39
Total Volume and Open Interest 3,498 13,803 +156
Rough Rice(CBOT)
May11 110405 13.95 14.21 13.90 14.11 +0.19 1,564 11,240 -709
Jul11 110405 14.30 14.52 14.30 14.43 +0.20 996 8,209 +574
Sep11 110405 15.13 15.24 15.06 15.16 +0.19 101 3,648 +20
Nov11 110405 15.32 15.48 15.32 15.45 +0.17 7 876 -1
Total Volume and Open Interest 2,682 24,379 -107
Live Cattle(CME)
Apr11 110405 122.550 122.885 121.000 121.750 -0.635 17,788 38,958 -4,075
Jun11 110405 120.900 121.285 118.950 120.000 -0.900 22,039 181,573 +2,691
Aug11 110405 121.930 122.300 120.180 121.180 -0.955 7,216 80,016 +858
Oct11 110405 125.950 126.135 124.300 125.080 -0.900 4,371 46,757 +886
Dec11 110405 126.150 126.180 124.700 125.580 -0.650 4,650 36,952 +1,361
Feb12 110405 125.600 125.750 124.230 125.350 -0.450 819 9,854 +418
Total Volume and Open Interest 57,375 398,748 +2,483
Feeder Cattle(CME)
Apr11 110405 137.500 137.900 136.350 137.100 -0.650 712 3,669 -123
May11 110405 138.535 139.050 137.285 137.685 -0.715 2,157 14,414 -370
Aug11 110405 141.550 141.950 140.650 141.350 -0.050 2,158 18,572 +451
Sep11 110405 141.100 141.650 140.380 141.150 -0.100 421 3,239 +69
Oct11 110405 141.300 141.300 139.985 140.550 -0.450 155 1,792 +36
Nov11 110405 140.380 141.000 139.600 140.450 -0.300 133 1,042 +43
Jan12 110405 138.000 138.000 137.750 137.900 -0.350 7 209 +6
Total Volume and Open Interest 5,747 42,941 -1,539
Lean Hogs(CME)
Apr11 110405 94.200 94.285 92.700 93.700 -0.500 4,947 16,636 -677
May11 110405 103.150 103.150 101.450 102.950 -0.350 674 4,442 -119
Jun11 110405 104.180 104.300 102.300 103.250 -0.600 10,781 96,104 +251
Jul11 110405 104.050 104.050 102.350 103.250 -0.300 1,975 29,339 -66
Aug11 110405 104.135 104.450 102.750 103.680 -0.420 2,768 34,803 +593
Oct11 110405 94.450 94.600 93.100 94.100 -0.200 2,006 27,629 +272
Dec11 110405 90.135 90.450 89.135 90.035 -0.115 1,637 19,795 +410
Feb12 110405 90.580 90.580 89.400 90.200 unch 205 4,534 +112
Total Volume and Open Interest 25,082 237,507 +854
Class III Milk(CME)
Apr11 110405 16.49 16.64 16.43 16.54 +0.02 253 5,586 +90
May11 110405 16.16 16.52 16.08 16.25 +0.05 456 5,491 +210
Jun11 110405 16.41 16.73 16.35 16.48 -0.01 79 4,255 +22
Jul11 110405 17.00 17.19 16.92 16.97 -0.03 71 3,112 +17
Aug11 110405 17.42 17.61 17.34 17.47 +0.02 32 3,023 +16
Total Volume and Open Interest 1,075 33,501 -7,023
Cocoa(ICE)
May11 110405 2992 2992 2927 2975 -45 14,541 49,349 -6,406
Jul11 110405 2990 3010 2945 2993 -46 9,741 45,325 +3,785
Sep11 110405 2991 3020 2963 3011 -41 1,722 18,983 +716
Dec11 110405 3054 3054 2990 3035 -39 1,510 20,302 +768
Mar12 110405 3060 3081 3031 3079 -34 261 23,386 +82
May12 110405 3050 3071 3029 3071 -37 56 5,655 +15
Jul12 110405 3054 3075 3054 3075 -36 0 547 +0
Total Volume and Open Interest 27,831 167,806 -1,040
Coffee "C"(ICE)
May11 110405 255.10 269.95 254.05 268.25 +12.20 14,062 55,585 -3,023
Jul11 110405 258.20 272.50 256.75 270.95 +12.25 6,073 36,727 +3,375
Sep11 110405 260.40 274.50 259.40 273.35 +12.40 1,511 12,163 +411
Dec11 110405 262.50 276.70 261.85 275.65 +12.40 481 14,664 +51
Mar12 110405 265.00 277.50 263.30 277.00 +12.50 291 2,880 -72
May12 110405 265.35 278.45 264.30 278.15 +12.55 160 1,423 +102
Total Volume and Open Interest 22,636 124,466 +870
Orange Juice(ICE)
May11 110405 164.80 166.50 164.80 166.00 +0.80 1,134 14,734 -658
Jul11 110405 161.50 162.50 161.40 161.95 +0.30 796 7,555 +899
Sep11 110405 159.00 159.30 158.80 159.30 +0.15 31 1,297 +19
Nov11 110405 155.95 155.95 155.95 155.95 -0.05 1 831 -1
Jan12 110405 155.30 155.30 155.30 155.30 -0.05 0 139 +0
Mar12 110405 155.25 155.25 155.25 155.25 -0.05 0 40 +0
Total Volume and Open Interest 1,962 24,603 +259
Sugar #11(ICE)
May11 110405 27.86 28.07 27.43 27.55 -0.45 38,273 197,434 +2,620
Jul11 110405 25.82 25.93 25.51 25.62 -0.31 22,631 199,091 +5,549
Oct11 110405 24.89 25.04 24.70 24.98 -0.05 6,813 85,327 +837
Mar12 110405 24.30 24.51 24.18 24.46 -0.02 2,167 59,191 +524
May12 110405 23.55 23.91 23.53 23.89 +0.05 751 18,028 +115
Total Volume and Open Interest 72,033 605,837 +10,170
London Cocoa(LCE)
May11 110405 1900 1922 1888 1912 -44 6,575 48,151 -620
Jul11 110405 1901 1919 1886 1911 -44 6,436 51,732 +1,494
Sep11 110405 1930 1934 1902 1927 -41 3,575 28,536 +1,812
Dec11 110405 1930 1950 1920 1946 -43 2,115 31,138 -451
Mar12 110405 1944 1957 1934 1956 -42 2,527 25,067 +689
May12 110405 1960 1967 1940 1965 -42 63 6,625 +14
Jul12 110405 1969 1969 1969 1969 -46 10 3,516 +0
Total Volume and Open Interest 21,873 203,316 +3,493
London Sugar(LCE)
May11 110405 718.70 727.00 715.80 722.30 +6.10 4,348 21,779 -191
Aug11 110405 668.10 677.90 667.40 670.80 +3.50 2,139 22,094 +1,050
Oct11 110405 653.00 657.90 652.30 657.10 +7.10 498 6,054 +103
Dec11 110405 643.00 644.20 639.00 642.70 +4.50 159 1,888 +77
Mar12 110405 634.90 635.50 633.20 633.20 +4.40 60 1,431 +29
Total Volume and Open Interest 7,309 54,308 +1,169
Cotton(ICE)
May11 110405 194.58 202.55 188.85 201.06 +5.51 11,462 71,838 -808
Jul11 110405 187.25 193.66 180.27 191.39 +4.12 8,423 51,422 +2,870
Oct11 110405 154.75 156.00 150.00 155.39 +1.39 10 417 -4
Dec11 110405 135.00 139.69 131.00 137.76 +1.67 4,589 57,633 +247
Mar12 110405 129.00 132.00 124.19 129.83 +0.91 519 5,911 +138
May12 110405 122.00 122.37 118.18 122.37 +0.30 57 1,366 +8
Total Volume and Open Interest 25,251 192,446 +2,634
Lumber(CME)
May11 110405 295.5 295.5 285.3 292.1 -3.2 2,240 4,396 -348
Jul11 110405 314.6 314.6 304.3 309.1 -4.4 1,743 4,713 +690
Sep11 110405 320.5 322.1 313.4 318.0 -5.4 237 1,056 +98
Nov11 110405 319.9 321.0 316.2 321.0 +1.0 1 107 +0
Total Volume and Open Interest 4,221 10,274 +440
Crude Oil(NYM)
May11 110405 108.20 108.60 107.50 108.34 -0.13 283,710 338,384 -6,625
Jun11 110405 108.86 109.22 108.08 108.99 -0.06 97,213 167,363 +3,049
Jul11 110405 109.38 109.73 108.65 109.56 +0.03 40,587 127,113 +6,364
Aug11 110405 109.70 110.03 109.01 109.91 +0.08 18,301 47,714 +2,103
Sep11 110405 109.80 110.26 109.40 110.15 +0.12 16,902 59,397 -1,820
Oct11 110405 109.56 110.42 109.56 110.33 +0.14 9,104 35,455 +2,542
Nov11 110405 109.90 110.55 109.51 110.40 +0.14 5,409 37,504 -202
Dec11 110405 109.92 110.55 109.41 110.39 +0.14 36,837 176,514 -1,219
Jan12 110405 109.68 110.34 109.30 110.22 +0.16 2,069 36,546 -72
Feb12 110405 109.55 110.10 109.42 109.99 +0.17 1,944 16,776 +85
Mar12 110405 109.37 109.88 109.36 109.76 +0.19 4,412 24,948 +765
Apr12 110405 109.38 109.49 109.20 109.49 +0.21 2,422 12,857 +1,022
May12 110405 109.20 109.20 109.20 109.20 +0.24 1,900 12,018 +379
Jun12 110405 108.42 108.91 108.42 108.88 +0.26 6,927 63,235 -894
Jul12 110405 108.50 108.50 108.50 108.50 +0.28 2,205 14,013 +195
Aug12 110405 108.11 108.11 108.11 108.11 +0.30 814 8,111 +120
Total Volume and Open Interest 554,646 1,547,722 +10,057
e-miNY Crude Oil(NYM)
Apr11 110301 96.900 100.750 96.275 99.625 +2.650      
May11 110405 108.250 108.600 107.475 108.350 -0.125 9,661 3,115 +99
Jun11 110405 109.000 109.200 108.125 109.000 -0.050 728 731 +110
Jul11 110405 109.000 109.700 108.900 109.550 +0.025 52 208 +3
Aug11 110405 109.825 109.900 109.825 109.900 +0.075 1 43 +1
Sep11 110405 109.575 110.150 109.575 110.150 +0.125 2 14 +0
Oct11 110405 109.675 110.325 109.675 110.325 +0.125 0 42 +0
Nov11 110405 110.400 110.400 110.400 110.400 +0.150 0 11 +0
Dec11 110405 110.400 110.400 110.400 110.400 +0.150 0 225 +0
Jan12 110405 110.225 110.225 110.225 110.225 +0.175 0 2 +0
Total Volume and Open Interest 10,444 4,534 +213
Heating Oil(NYM)
May11 110405 315.99 319.52 314.36 318.50 +1.36 42,461 107,117 -2,211
Jun11 110405 317.10 320.58 315.45 319.72 +1.58 16,524 56,339 +896
Jul11 110405 318.40 321.73 317.08 320.96 +1.77 6,083 34,968 +396
Aug11 110405 319.76 322.73 319.54 322.24 +1.91 4,039 22,584 +708
Sep11 110405 320.44 324.23 319.48 323.59 +1.98 2,403 14,955 +249
Oct11 110405 322.86 324.96 322.86 324.96 +1.99 1,829 7,826 +48
Nov11 110405 324.10 326.36 324.10 326.36 +1.98 1,601 7,648 -49
Dec11 110405 324.00 328.36 324.00 327.76 +2.02 4,917 27,027 -14
Jan12 110405 329.55 329.55 328.35 329.14 +2.05 661 8,153 +98
Feb12 110405 329.45 329.78 329.41 329.41 +2.07 329 3,557 -117
Mar12 110405 328.21 328.21 328.21 328.21 +2.02 551 2,005 +251
Apr12 110405 325.31 325.31 325.31 325.31 +1.92 8 603 +1
Total Volume and Open Interest 81,437 306,366 +281
Gasoline(NYMEX)
May11 110405 316.03 320.73 314.63 320.13 +3.25 52,136 102,651 -197
Jun11 110405 314.45 318.89 312.64 318.37 +3.25 29,023 48,591 +1,630
Jul11 110405 312.81 317.19 311.24 316.72 +3.29 12,823 26,465 +411
Aug11 110405 310.66 315.00 310.66 314.65 +3.30 7,283 14,496 +1,015
Sep11 110405 307.36 312.03 306.01 311.77 +3.44 6,658 19,065 +1,501
Oct11 110405 293.53 298.36 293.53 298.02 +3.31 4,260 16,735 +1,640
Nov11 110405 292.85 294.75 292.85 294.75 +3.29 2,364 4,898 +359
Dec11 110405 289.38 293.69 289.38 293.32 +3.21 2,882 23,927 -113
Jan12 110405 292.18 293.40 292.06 293.40 +3.21 996 5,513 -497
Feb12 110405 294.69 294.69 294.69 294.69 +3.25 10 2,317 +10
Total Volume and Open Interest 119,345 280,686 +6,645
e-miNY RBOB Gasoline(NYM)
May11 110405 320.10 320.13 320.10 320.10 +3.20 0 3 +0
Jun11 110405 318.40 318.40 318.37 318.40 +3.30 0 1 +0
Jul11 110405 316.70 316.72 316.70 316.70 +3.30 0 1 +0
Aug11 110405 314.70 314.70 314.65 314.70 +3.30 0 1 +0
Total Volume and Open Interest 0 9 +0
Natural Gas(NYM)
May11 110405 4.282 4.322 4.221 4.231 -0.058 113,930 248,211 -1,090
Jun11 110405 4.356 4.394 4.293 4.304 -0.059 28,884 80,166 +2,579
Jul11 110405 4.439 4.471 4.379 4.384 -0.057 26,800 107,367 -24
Aug11 110405 4.485 4.517 4.426 4.433 -0.053 15,376 39,443 +1,960
Sep11 110405 4.460 4.525 4.439 4.446 -0.051 10,465 50,442 +723
Oct11 110405 4.532 4.575 4.489 4.497 -0.051 20,624 76,195 -1,022
Nov11 110405 4.713 4.745 4.670 4.678 -0.047 10,871 33,903 +92
Dec11 110405 4.957 4.988 4.917 4.922 -0.045 5,208 28,225 +252
Jan12 110405 5.090 5.111 5.043 5.047 -0.043 11,013 67,776 +441
Feb12 110405 5.050 5.089 5.020 5.026 -0.044 1,813 15,012 +614
Mar12 110405 4.990 5.026 4.960 4.961 -0.046 4,798 32,060 +874
Apr12 110405 4.844 4.867 4.810 4.811 -0.040 4,447 28,982 +29
May12 110405 4.868 4.889 4.835 4.837 -0.040 1,156 7,379 +515
Jun12 110405 4.917 4.917 4.873 4.873 -0.040 72 4,828 +15
Jul12 110405 4.964 4.964 4.917 4.917 -0.038 28 4,881 +7
Aug12 110405 4.980 4.980 4.942 4.942 -0.038 145 5,736 -57
Total Volume and Open Interest 256,592 905,502 +6,167
Brent Crude Oil(ICE)
May11 110405 120.81 122.89 119.95 122.22 +1.16 184,821 163,076 -7,221
Jun11 110405 120.42 122.42 119.55 121.89 +1.23 145,444 240,823 +19,371
Jul11 110405 120.01 122.00 119.22 121.57 +1.30 52,890 83,864 +4,242
Aug11 110405 119.56 121.61 118.97 121.24 +1.34 22,437 29,822 +2,286
Sep11 110405 119.14 121.19 118.58 120.86 +1.37 13,644 35,136 -818
Oct11 110405 118.74 120.77 118.22 120.47 +1.36 7,994 22,973 -1,080
Nov11 110405 118.34 120.38 117.87 120.08 +1.34 5,808 19,606 -303
Dec11 110405 117.90 120.03 117.41 119.69 +1.31 25,678 109,241 +2,452
Jan12 110405 117.69 119.46 117.35 119.35 +1.31 3,324 20,245 +181
Feb12 110405 117.25 118.99 117.25 118.99 +1.30 1,710 13,447 -429
Mar12 110405 118.62 118.62 118.62 118.62 +1.29 1,834 25,802 +811
Apr12 110405 118.21 118.21 118.21 118.21 +1.30 1,130 6,693 +340
May12 110405 117.79 117.79 117.79 117.79 +1.34 423 4,485 +191
Jun12 110405 115.23 117.60 115.23 117.34 +1.36 950 37,927 +461
Total Volume and Open Interest 473,484 926,620 +20,627
Gas Oil(ICE)
Apr11 110405 1011.75 1022.75 1007.50 1021.50 +12.75 41,169 88,882 -4,512
May11 110405 1008.50 1019.25 1004.00 1018.25 +12.75 82,241 129,485 +2,494
Jun11 110405 1007.50 1018.00 1002.50 1017.25 +13.00 38,981 77,635 -2,328
Jul11 110405 1008.75 1019.25 1003.75 1018.50 +13.25 7,626 38,072 -572
Aug11 110405 1009.75 1020.50 1004.75 1020.00 +13.75 5,003 27,004 -347
Sep11 110405 1010.75 1021.25 1006.00 1021.25 +14.00 6,042 39,830 +520
Oct11 110405 1011.75 1022.00 1007.00 1022.00 +13.75 2,416 26,864 +252
Nov11 110405 1011.25 1021.50 1007.25 1021.50 +13.75 1,174 20,865 -164
Dec11 110405 1011.00 1022.25 1006.75 1021.75 +13.75 6,134 59,283 +265
Jan12 090519 640.75 640.75 640.75 640.75 unch      
Total Volume and Open Interest 212,424 630,107  
Ethanol(CBOT)
Apr11 110405 2.695 2.710 2.695 2.706 -0.009 94 259 -79
May11 110405 2.680 2.720 2.680 2.719 +0.019 161 912 +41
Jun11 110405 2.680 2.708 2.673 2.705 +0.025 179 1,124 +34
Jul11 110405 2.681 2.700 2.676 2.695 +0.027 77 1,393 +32
Aug11 110405 2.635 2.662 2.635 2.653 +0.028 35 561 +1
Sep11 110405 2.560 2.571 2.558 2.568 +0.018 15 815 +2
Oct11 110405 2.460 2.464 2.445 2.449 -0.002 21 695 +1
Nov11 110405 2.415 2.425 2.415 2.420 -0.001 6 605 -2
Total Volume and Open Interest 652 7,579 +72
WTI Crude Oil(ICE
May11 110405 108.14 108.60 107.50 108.34 -0.13 61,635 81,731 +255
Jun11 110405 108.69 109.20 108.08 108.99 -0.06 33,535 87,196 +1,874
Jul11 110405 109.20 109.68 108.58 109.56 +0.03 11,868 50,689 +1,864
Aug11 110405 109.34 109.97 109.17 109.91 +0.08 6,220 20,332 +752
Sep11 110405 109.40 110.23 109.40 110.15 +0.12 4,710 28,083 -968
Oct11 110405 109.58 110.39 109.58 110.33 +0.14 2,322 18,665 -867
Nov11 110405 109.65 110.41 109.65 110.40 +0.14 1,546 13,910 -364
Dec11 110405 110.00 110.55 109.41 110.39 +0.14 13,914 90,742 +837
Jan12 110405 109.74 110.22 109.74 110.22 +0.16 723 12,556 +18
Feb12 110405 109.99 109.99 109.99 109.99 +0.17 598 2,687 +74
Mar12 110405 109.76 109.76 109.76 109.76 +0.19 353 10,340 +66
Apr12 110405 109.49 109.49 109.49 109.49 +0.21 119 2,969 -10
May12 110405 109.20 109.20 109.20 109.20 +0.24 234 1,476 +42
Jun12 110405 108.55 108.99 108.32 108.88 +0.26 2,413 29,480 -433
Jul12 110405 108.50 108.50 108.50 108.50 +0.28 0 639 +0
Aug12 110405 108.11 108.11 108.11 108.11 +0.30 25 331 +0
Total Volume and Open Interest 146,180 550,037 +4,664
US Dollar Index(ICE)
Jun11 110405 76.250 76.400 75.995 76.110 -0.050 32,624 51,054 -2,633
Sep11 110405 76.635 76.720 76.500 76.525 -0.045 37 548 +22
Dec11 110405 76.885 76.885 76.885 76.885 -0.045 0 1 +0
Total Volume and Open Interest 32,661 51,604 -2,611
Australian Dollar(CME)
Jun11 110405 102.77 102.81 102.00 102.53 -0.14 94,695 145,787 +3,198
Sep11 110405 101.49 101.54 101.02 101.29 -0.14 27 503 +16
Dec11 110405 100.15 100.28 100.14 100.14 -0.14 0 53 +0
Total Volume and Open Interest 94,722 146,343 +3,214
British Pound(CME)
Jun11 110405 161.18 162.84 160.75 162.70 +1.58 153,680 98,411 +155
Sep11 110405 162.00 162.37 160.82 162.37 +1.55 29 141 +2
Dec11 110405 162.01 162.01 160.47 162.01 +1.54 0 37 +0
Total Volume and Open Interest 153,709 98,591 +157
Canadian Dollar(CME)
Jun11 110405 103.27 103.72 103.00 103.66 +0.46 88,173 130,489 +10,911
Sep11 110405 103.01 103.41 102.76 103.39 +0.46 126 2,214 +8
Dec11 110405 102.55 103.13 102.55 103.09 +0.44 57 2,274 +39
Mar12 110405 102.54 102.77 102.33 102.77 +0.44 7 179 +4
Total Volume and Open Interest 88,363 135,176 +10,962
Japanese Yen(CME)
Jun11 110405 118.91 119.01 117.85 117.93 -1.05 220,454 112,085 +21,715
Sep11 110405 118.83 119.09 117.98 118.03 -1.06 521 795 +40
Dec11 110405 118.18 119.23 118.18 118.18 -1.05 41 65 +13
Total Volume and Open Interest 221,056 112,952 +21,768
Swiss Franc(CME)
Jun11 110405 108.32 108.69 107.88 108.08 -0.23 70,180 60,185 +4,808
Sep11 110405 108.20 108.39 108.15 108.15 -0.24 39 77 +4
Dec11 110405 108.21 108.45 108.21 108.21 -0.24 0 12 +0
Total Volume and Open Interest 70,219 60,275 +4,812
EuroFX(CME)
Jun11 110405 142.00 142.26 141.31 142.05 +0.07 402,264 227,645 +2,786
Sep11 110405 141.75 141.85 140.97 141.68 +0.07 179 1,808 +43
Dec11 110405 141.26 141.26 141.20 141.26 +0.06 0 70 +0
Total Volume and Open Interest 402,443 229,814 +2,829
Mexican Peso(CME)
Apr11 110405 846.5 846.5 843.8 846.5 +2.8      
May11 110405 843.0 843.0 840.2 843.0 +2.8      
Total Volume and Open Interest 37,037 152,326 +13,227
30-Year T-Bonds(CBOT)
Jun11 110405 120~190 120~190 119~260 119~270 -0~170      
Sep11 110405 118~230 119~050 118~100 118~120 -0~170 201 313 +95
Dec11 110405 116~290 117~140 116~290 116~290 -0~170      
Total Volume and Open Interest 308,334 584,083 +1,620
10-Year T-Notes(CBOT)
Jun11 110405 119~075 119~130 118~210 118~245 -0~145 1,225,517 1,597,199 +34,173
Sep11 110405 117~250 117~260 117~105 117~105 -0~155 57 81 +13
Dec11 110405 116~105 116~260 116~105 116~105 -0~155 0 4 +0
Total Volume and Open Interest 1,225,574 1,597,284 +34,186
5-Year T-Notes(CBOT)
Jun11 110405 116~123 117~004 116~065 116~071 -0~046 863,364 1,304,365 +53,054
Sep11 110405 115~036 115~084 115~036 115~036 -0~048      
Dec11 110405 114~060 114~108 114~060 114~060 -0~048      
Total Volume and Open Interest 863,364 1,304,365 +53,054
2 Year T-Notes(CBOT)
Jun11 110405 109~013 109~015 108~120 108~124 -0~014 464,712 927,979 +2,129
Sep11 110405 108~114 108~114 108~049 108~052 -0~024 11 11 +11
Dec11 110405 107~118 108~014 107~118 107~118 -0~024      
Total Volume and Open Interest 464,723 927,990 +2,140
Eurodollars(CME)
Jun11 110405 99.685 99.695 99.670 99.675 -0.005 355,283 1,046,303 -2,260
Sep11 110405 99.590 99.600 99.550 99.565 -0.020 474,490 1,341,048 +26,866
Dec11 110405 99.435 99.445 99.355 99.380 -0.050 583,389 1,417,979 +7,660
Mar12 110405 99.175 99.190 99.080 99.105 -0.065 649,681 1,384,909 +42,189
Jun12 110405 98.815 98.830 98.705 98.735 -0.070 761,492 1,034,475 +6,388
Sep12 110405 98.420 98.440 98.310 98.340 -0.070 478,127 673,295 +4,419
Dec12 110405 98.055 98.070 97.945 97.965 -0.075 461,310 466,120 -6,610
Mar13 110405 97.755 97.770 97.645 97.660 -0.085 386,635 307,284 +13,537
Jun13 110405 97.480 97.505 97.375 97.390 -0.090 187,524 257,362 +18,541
Sep13 110405 97.245 97.260 97.135 97.145 -0.090 134,176 246,241 +4,662
Dec13 110405 96.995 97.030 96.900 96.910 -0.095 99,702 190,005 +1,710
Mar14 110405 96.780 96.830 96.700 96.710 -0.095 94,792 170,041 +1,656
Jun14 110405 96.575 96.625 96.495 96.505 -0.100 25,903 111,258 -1,042
Sep14 110405 96.390 96.430 96.300 96.310 -0.100 15,701 63,538 -469
Dec14 110405 96.185 96.230 96.100 96.110 -0.095 13,660 77,889 -582
Mar15 110405 96.020 96.065 95.935 95.950 -0.090 14,050 58,157 +262
Jun15 110405 4.105 4.145 4.020 4.035 -0.090 10,413 35,728 -574
Sep15 110405 3.965 4.000 3.865 3.885 -0.090 9,798 37,509 +763
Total Volume and Open Interest 4,801,857 9,147,335 +121,998
30 Day Federal Funds(CBOT)
Apr11 110405 99.895 99.897 99.887 99.890 unch 21,458 79,435 +1,647
May11 110405 99.890 99.900 99.875 99.880 -0.005 14,119 72,960 +1,975
Jun11 110405 99.880 99.880 99.865 99.870 -0.005 14,928 53,271 +7,418
Jul11 110405 99.865 99.870 99.845 99.850 -0.010 7,157 50,424 +90
Aug11 110405 99.845 99.845 99.820 99.825 -0.015 5,910 40,158 +260
Sep11 110405 99.825 99.830 99.800 99.805 -0.020 8,105 31,220 +667
Total Volume and Open Interest 161,024 640,085 -56,284
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 110405 99.675 99.675 99.675 99.675 +0.005 0 150 +0
Sep11 110405 99.673 99.673 99.673 99.673 +0.005      
Dec11 110405 99.665 99.665 99.665 99.665 +0.005 0 75 +0
Mar12 110405 99.650 99.650 99.650 99.650 +0.005      
Jun12 110405 99.675 99.675 99.675 99.675 +0.005      
Sep12 110405 99.605 99.605 99.605 99.605 +0.005      
Dec12 110405 99.565 99.565 99.565 99.565 +0.005      
Mar13 110405 99.565 99.565 99.565 99.565 +0.005      
Jun13 110405 99.520 99.520 99.520 99.520 +0.005      
Sep13 110405 99.380 99.380 99.380 99.380 +0.005      
Total Volume and Open Interest 0 225 +0
3-Mth Euro-Yen(SGX)
Jun11 110405 99.68 99.68 99.68 99.68 +0.01 0 3,357 +100
Sep11 110405 99.67 99.67 99.67 99.67 +0.00 199 1,221 +0
Dec11 110405 99.67 99.67 99.67 99.67 +0.00 279 2,016 +0
Mar12 110405 99.65 99.65 99.65 99.65 +0.01 0 2,847 +105
Jun12 110405 99.68 99.68 99.68 99.68 +0.01 0 1,254 +0
Sep12 110405 99.61 99.61 99.61 99.61 +0.01 0 411 +0
Dec12 110405 99.57 99.57 99.57 99.57 +0.01 0 24 +0
Mar13 110405 99.57 99.57 99.57 99.57 +0.01 0 1 +0
Total Volume and Open Interest 478 11,131 +205
Japanese Gov't Bonds(SGX)
Jun11 110405 139.21 139.41 138.98 139.34 +0.21 2,084 13,204 -353
Sep11 110405 138.44 138.44 138.44 138.44 +0.21 0 1 +0
Dec11 110405 136.35 136.35 136.35 136.35 +0.21      
Total Volume and Open Interest 2,466 13,089 -116
Euro-Bund(EUREX)
Jun11 110405 120.98 121.23 120.82 120.93 -0.24 888,943 1,202,655 -218,362
Sep11 110405 120.35 120.73 120.35 120.46 -0.22 66 3,002 +655
Dec11 110405 119.81 119.81 119.81 119.81 -0.24      
Total Volume and Open Interest 889,009 1,205,657 -217,707
Euro-Bobl(EUREX)
Jun11 110405 114.40 114.54 114.28 114.30 -0.74 568,313 1,020,862 +10,169
Sep11 110405 113.75 113.75 113.69 113.69 -0.17 611 16,024 +488
Dec11 110405 113.83 113.83 113.83 113.83 -0.14      
Total Volume and Open Interest 560,763 1,053,786 -142,715
3-Mth Euribor(EUREX)
Jun11 110405 98.490 98.490 98.480 98.480 -0.010 181 11,488 -388
Sep11 110405 98.165 98.165 98.155 98.155 -0.005 6 2,726 -150
Dec11 110405 97.910 97.910 97.890 97.890 -0.005 105 5,300 -35
Total Volume and Open Interest 295 22,112 -626
Long Gilt(LIFFE)
Jun11 110405 116~27 116~31 116~17 116~19 -0~11 144,238 297,856 -1,084
Sep11 110405 117~22 117~22 117~22 117~22 -0~11      
Total Volume and Open Interest 144,238 297,856 -1,084
3-Mth Short Sterling(LIFFE)
Jun11 110405 98.95 98.96 98.90 98.92 -0.03 74,770 421,949 +6,102
Sep11 110405 98.74 98.75 98.66 98.71 -0.03 91,183 350,396 -10,009
Dec11 110405 98.48 98.50 98.41 98.45 -0.04 98,377 340,243 +2,350
Mar12 110405 98.23 98.23 98.13 98.17 -0.06 94,168 304,967 -19,906
Jun12 110405 97.93 97.93 97.82 97.85 -0.08 102,842 190,814 -12,496
Sep12 110405 97.63 97.64 97.53 97.55 -0.09 64,279 141,203 -11,059
Total Volume and Open Interest 638,968 2,060,954 -49,092
3-Mth Euribor(LIFFE)
Jun11 110405 98.490 98.500 98.460 98.480 -0.010 125,713 741,975 -421
Sep11 110405 98.160 98.175 98.130 98.155 -0.005 120,814 635,623 +8,113
Dec11 110405 97.895 97.910 97.860 97.890 -0.005 184,429 566,789 +15,506
Total Volume and Open Interest 1,027,626 3,482,565 +57,668
3-Mth Aus T-Bills(SFE)
Jun11 110405 95.09 95.11 95.08 95.10 +0.01 18,080 196,782 -6,385
Sep11 110405 95.04 95.07 95.03 95.06 +0.02 29,092 213,866 -11,766
Dec11 110405 94.92 94.97 94.91 94.97 +0.04 13,063 124,106 -1,308
Mar12 110405 94.79 94.85 94.79 94.85 +0.05 2,531 63,542 -2,846
Jun12 110405 94.67 94.73 94.67 94.73 +0.05 983 44,544 -1,097
Sep12 110405 94.57 94.63 94.57 94.63 +0.05 1,203 41,756 -233
Dec12 110405 94.48 94.53 94.48 94.53 +0.04 307 18,783 -512
Mar13 110405 94.42 94.47 94.41 94.47 +0.04 468 7,799 +359
Jun13 110405 94.35 94.42 94.35 94.41 +0.03 0 1,047 +0
Sep13 110405 94.34 94.34 94.34 94.34 +0.03 0 901 +0
Total Volume and Open Interest 65,727 713,983 -23,788
10-Year Aus T-Bonds(SFE)
Jun11 110405 94.44 94.49 94.43 94.48 +0.03 36,611 329,296 -37,539
Sep11 110405 94.48 94.48 94.48 94.48 +0.03      
Total Volume and Open Interest 36,611 329,296 -37,539
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 110405 94.95 94.95 94.95 94.95 +0.05      
Total Volume and Open Interest 102,032 514,046 -76,802
Gold(CMX)
Apr11 110405 1437.9 1457.6 1430.3 1451.8 +19.6 5,318 4,371 -2,163
Jun11 110405 1435.6 1458.6 1431.0 1452.5 +19.5 165,275 344,153 +2,442
Aug11 110405 1436.5 1459.5 1433.1 1453.9 +19.5 1,108 35,416 +78
Oct11 110405 1437.9 1460.7 1437.8 1455.3 +19.4 77 6,592 +23
Dec11 110405 1440.3 1462.8 1436.7 1456.8 +19.4 1,349 32,135 +176
Feb12 110405 1442.7 1464.2 1442.7 1458.6 +19.5 38 7,180 +11
Apr12 110405 1460.7 1462.6 1460.7 1460.7 +19.7 103 5,025 +16
Jun12 110405 1449.2 1465.5 1443.3 1463.4 +19.9 56 6,805 +40
Aug12 110405 1464.0 1466.3 1464.0 1466.3 +19.9 0 2,321 +0
Oct12 110405 1469.9 1469.9 1469.9 1469.9 +20.1 0 3,044 +0
Dec12 110405 1460.8 1477.4 1460.8 1474.7 +20.6 30 11,614 +4
Feb13 110405 1486.7 1486.7 1480.2 1480.2 +20.9      
Total Volume and Open Interest 174,502 493,137 +983
Silver(CMX)
May11 110405 3859.5 3930.0 3807.0 3918.3 +68.9 75,651 72,038 -1,464
Jul11 110405 3863.5 3935.0 3815.0 3921.0 +69.1 7,240 23,233 +2,940
Sep11 110405 3876.5 3935.0 3830.0 3922.6 +69.2 778 7,426 +108
Dec11 110405 3866.0 3934.5 3816.5 3923.9 +69.5 1,425 16,801 +216
Mar12 110405 3873.0 3927.0 3833.5 3922.7 +70.0 180 1,781 +57
May12 110405 3856.5 3922.0 3811.5 3922.0 +70.0 167 444 +97
Jul12 110405 3921.4 3921.4 3921.4 3921.4 +70.0 11 1,441 +2
Total Volume and Open Interest 85,963 139,454 +1,874
Platinum(NYMEX)
Apr11 110405 1791.5 1797.5 1787.0 1796.8 +13.4 18 143 -168
Jul11 110405 1788.9 1800.7 1784.0 1796.8 +9.8 4,378 31,982 -98
Oct11 110405 1793.2 1802.0 1790.0 1800.5 +9.7 106 952 +30
Jan12 110405 1802.0 1802.2 1802.0 1802.2 +9.7 0 14 +0
Total Volume and Open Interest 4,502 33,127 -236
Palladium(NYMEX)
Jun11 110405 788.80 794.30 775.75 793.10 +8.70 3,046 20,302 -5
Sep11 110405 790.85 794.45 790.55 794.45 +8.70 83 545 +1
Dec11 110405 783.00 795.95 783.00 795.95 +8.70 0 18 +0
Total Volume and Open Interest 3,129 20,869 -4
Copper(CMX)
May11 110405 425.15 428.95 421.35 426.45 +0.95 33,624 78,664 -985
Jul11 110405 427.25 430.50 423.40 428.25 +0.95 5,131 33,829 +935
Sep11 110405 428.55 431.85 425.80 429.60 +0.95 439 9,380 +128
Dec11 110405 429.50 432.80 426.10 430.60 +0.90 207 5,758 +84
Mar12 110405 430.90 430.90 430.90 430.90 +0.90 32 2,053 +6
Total Volume and Open Interest 39,975 132,868 +140
DJIA Index(CBOT)
Jun11 110405 12344 12380 12294 12327 -10 721 10,750 +534
Sep11 110405 12260 12268 12260 12260 -8 0 6 +0
Dec11 110405 12193 12201 12193 12193 -8 0 1 +0
Mar12 110405 12135 12143 12135 12135 -8      
Total Volume and Open Interest 721 10,757 +534
S & P 500(CME)
Jun11 110405 1329.80 1334.00 1323.10 1326.70 -2.50 17,839 295,176 +3,886
Sep11 110405 1321.40 1328.00 1320.00 1321.40 -2.60 0 4,087 +55
Dec11 110405 1316.30 1322.80 1314.80 1316.30 -2.50 0 1,714 -50
Mar12 110405 1311.70 1318.20 1310.20 1311.70 -2.50      
Total Volume and Open Interest 17,839 300,982 +3,891
S & P 500 E-Mini(Globex)
Jun11 110405 1327.00 1327.00 1326.00 1326.50 -3.50      
Sep11 110405 1325.00 1328.50 1318.00 1321.50 -2.50 2,045 6,200 +1,273
Total Volume and Open Interest 1,662,136 2,642,319 -11,215
NASDAQ 100(CME)
Jun11 110405 2342.30 2342.30 2318.50 2323.30 -17.20 3,925 16,214 +2,825
Sep11 110405 2320.00 2320.00 2317.00 2319.30 -18.00 0 1 +0
Dec11 110405 2316.80 2318.80 2316.80 2316.80 -18.00      
Total Volume and Open Interest 3,925 16,215 +2,825
NASDAQ 100 E-Mini(Globex)
Jun11 110405 2341.00 2343.00 2318.30 2323.30 -17.20 227,985 347,297 +17,513
Sep11 110405 2338.30 2338.30 2315.30 2319.30 -18.00 112 253 +17
Total Volume and Open Interest 228,097 347,555 +17,530
S & P Midcap 400(CME)
Jun11 110405 996.80 1002.20 996.80 996.80 +2.30 174 1,414 +85
Sep11 110405 994.60 994.70 994.60 994.60 +1.90      
Dec11 110405 993.00 993.10 993.00 993.00 +1.90      
Total Volume and Open Interest 174 1,414 +85
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Jun11 110405 9755 9760 9600 9670 -75 7,310 55,464 +426
Sep11 110405 9700 9775 9700 9700 -75 0 8 +0
Total Volume and Open Interest 7,310 55,472 +426
Nikkei 225(SGX)
Jun11 110405 9730 9755 9570 9640 -85 106,749 222,526 -823
Sep11 110405 9670 9670 9610 9640 -85 194 1,311 +1
Dec11 110405 9585 9585 9585 9585 -85 0 5,359 +0
Total Volume and Open Interest 108,198 266,117 +1,414
CAC 40(EURONEXT)
Apr11 110405 4050.0 4053.5 4014.5 4043.0 -3.0 113,630 257,643 -2,573
May11 110405 3975.5 3981.0 3947.5 3974.0 -3.0 31 1,132 +11
Jun11 110405 3939.0 3939.0 3905.5 3929.5 -4.5 457 27,014 +7
Total Volume and Open Interest 114,118 285,789 -2,555
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 110405 7213.5 7217.0 7148.0 7198.5 -1.0 121,898 205,390 -10,825
Sep11 110405 7224.5 7239.0 7179.5 7224.0 -0.5 286 5,337 +152
Dec11 110405 7227.0 7253.5 7227.0 7253.5 -1.0 23 128 +4
Total Volume and Open Interest 122,207 210,855 -10,669
FT-SE 100(EURONEXT)
Jun11 110405 5977.50 5987.50 5946.00 5969.00 -8.50 98,950 600,020 +1,250
Sep11 110405 5934.00 5935.00 5915.00 5935.00 -8.50 25 503 -10
Dec11 110405 5916.50 5917.00 5916.50 5917.00 -8.50 0 190 +0
Total Volume and Open Interest 98,975 600,713 +1,240
SPI 200(SFE)
Jun11 110405 4911.0 4931.0 4901.0 4926.0 +17.0 27,828 178,976 -18,533
Sep11 110405 4900.0 4921.0 4900.0 4915.0 +17.0 4 3,563 -105
Dec11 110405 4936.0 4936.0 4936.0 4936.0 +17.0 172 2,757 +103
Total Volume and Open Interest 28,079 186,809 -18,533
GSCI(CME)
Apr11 110405 84.14 85.39 79.64 84.14 +0.90 352 13,609 +41
May11 110405 83.14 86.64 81.89 85.49 +1.05 24 588 +1
Jun11 110405 87.14 88.14 83.64 87.14 +1.70      
Total Volume and Open Interest 376 14,197 +42
Reuters CCI(ICE)
Jun11 110405 363.50 363.50 363.50 363.50 +0.50      
Total Volume and Open Interest      
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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