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MRCI's End of Day Prices

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MRCI's End of Day Prices
Daily Futures Price Listing Wed April 06, 2011
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
May11 110406 1374.00 1388.25 1372.75 1376.50 +3.25 93,610 210,823 -7,010
Jul11 110406 1385.00 1399.75 1384.75 1388.25 +3.50 59,587 162,354 +4,059
Aug11 110406 1389.00 1400.50 1386.25 1389.00 +2.75 3,009 11,495 +385
Sep11 110406 1392.50 1395.25 1381.75 1385.75 +2.75 2,167 12,978 +147
Nov11 110406 1378.00 1391.25 1372.25 1376.25 -2.50 29,834 181,879 +847
Jan12 110406 1383.25 1396.75 1380.75 1382.50 -2.25 1,636 22,559 +466
Mar12 110406 1381.25 1392.75 1379.00 1379.00 -2.00 838 12,928 +270
Total Volume and Open Interest 192,158 637,255 -479
Soybean Meal(CBOT)
May11 110406 353.60 359.00 353.30 355.60 +2.00 34,078 75,922 -4,550
Jul11 110406 358.90 364.10 358.60 360.70 +1.80 18,243 56,583 +2,733
Aug11 110406 360.60 365.20 360.60 361.90 +1.40 3,562 15,055 +974
Sep11 110406 362.00 365.30 361.00 362.00 +0.50 3,186 12,492 +259
Oct11 110406 362.60 363.00 357.70 359.60 -0.50 2,908 12,917 +363
Dec11 110406 359.50 362.70 356.50 358.20 -1.50 8,233 37,754 +1,376
Jan12 110406 363.00 363.00 359.00 359.20 -1.40 169 3,272 -22
Mar12 110406 362.00 362.20 359.60 359.60 -1.30 84 2,925 -2
Total Volume and Open Interest 70,895 222,024 +1,137
Soybean Oil(CBOT)
May11 110406 58.85 59.51 58.57 58.78 -0.07 34,569 132,946 +1,094
Jul11 110406 59.44 60.10 59.18 59.38 -0.06 19,510 112,301 +2,580
Aug11 110406 59.62 60.30 59.40 59.58 -0.04 2,884 15,080 +477
Sep11 110406 60.16 60.30 59.60 59.76 -0.04 1,415 13,762 -344
Oct11 110406 60.11 60.30 59.57 59.72 -0.01 892 13,636 +42
Dec11 110406 59.79 60.48 59.58 59.78 -0.04 7,903 72,325 +429
Jan12 110406 60.08 60.08 59.74 59.83 -0.04 2 3,083 +0
Mar12 110406 60.25 60.25 59.73 59.73 -0.04 67 4,018 +23
Total Volume and Open Interest 67,296 370,604 +4,310
Canola(WCE)
May11 110406 593.5 595.3 585.7 587.3 -5.9 6,613 57,299 +1,036
Jul11 110406 601.8 603.6 594.3 596.1 -5.7 2,452 44,757 -5
Nov11 110406 581.5 585.9 578.0 580.4 -2.1 594 69,051 +203
Jan12 110406 589.6 591.1 584.5 586.4 -2.0 92 4,165 +70
Mar12 110406 590.9 590.9 587.4 587.4 -2.1 9 977 +4
Total Volume and Open Interest 9,762 178,159 +1,308
Corn(CBOT)
May11 110406 765.00 767.00 757.50 763.00 -3.75 196,929 501,803 -9,303
Jul11 110406 771.75 773.75 764.75 770.50 -3.25 139,214 444,313 +15,062
Sep11 110406 703.00 704.50 697.50 703.50 -0.25 25,559 106,622 +8,499
Dec11 110406 645.00 647.50 640.00 647.50 +0.75 65,842 413,885 +5,148
Mar12 110406 652.25 655.75 649.00 655.75 +0.50 7,170 65,841 +1,056
May12 110406 660.00 662.00 655.25 662.00 +0.75 1,033 10,341 +46
Total Volume and Open Interest 438,610 1,618,885 +20,758
Wheat(CBOT)
May11 110406 786.00 792.50 777.75 782.25 -4.00 55,601 154,127 -4,049
Jul11 110406 822.25 828.50 814.00 818.25 -4.50 27,886 157,950 +1,825
Sep11 110406 859.00 864.25 851.75 855.75 -4.50 8,079 46,590 +1,894
Dec11 110406 887.50 895.50 882.50 887.00 -3.50 9,687 94,189 +867
Mar12 110406 913.50 920.25 910.25 914.50 -3.25 2,035 10,519 +565
Total Volume and Open Interest 105,100 489,036 +1,729
Wheat(KCBT)
May11 110406 948.50 953.25 937.50 939.50 -10.50 14,784 62,112 -2,081
Jul11 110406 957.00 964.00 948.25 950.25 -10.25 11,871 76,901 +2,084
Sep11 110406 970.00 976.00 961.75 963.25 -10.75 3,331 21,052 +1,217
Dec11 110406 984.50 991.50 975.00 977.50 -11.00 4,162 23,033 +1,538
Mar12 110406 988.50 994.25 982.75 983.00 -10.50 636 2,519 +201
Total Volume and Open Interest 35,246 191,130 +3,330
Wheat(MGE)
May11 110406 961.50 965.25 952.25 954.50 -7.75 3,831 17,940 +713
Jul11 110406 969.00 974.00 961.25 963.00 -7.75 1,795 14,509 -1
Sep11 110406 972.00 976.50 964.50 966.00 -6.75 1,100 14,252 +518
Dec11 110406 982.00 985.75 974.75 976.25 -5.50 459 11,587 +68
Mar12 110406 986.25 990.25 980.50 981.25 -8.50 118 1,573 -85
Total Volume and Open Interest 7,378 61,495 +1,265
Oats(CBOT)
May11 110406 391.50 395.75 387.50 392.00 +0.50 853 4,800 -237
Jul11 110406 399.25 404.00 396.00 400.50 +1.50 490 6,120 +87
Sep11 110406 399.50 407.25 399.50 405.00 +2.00 17 200 +2
Dec11 110406 409.00 409.50 405.00 409.50 +2.00 181 2,546 +12
Total Volume and Open Interest 1,543 13,669 -134
Rough Rice(CBOT)
May11 110406 14.11 14.27 13.95 14.08 -0.03 668 10,978 -262
Jul11 110406 14.47 14.57 14.30 14.40 -0.03 442 8,379 +170
Sep11 110406 15.20 15.23 14.99 15.10 -0.06 130 3,728 +80
Nov11 110406 15.49 15.52 15.31 15.38 -0.07 27 899 +23
Total Volume and Open Interest 1,268 24,390 +11
Live Cattle(CME)
Apr11 110406 121.700 122.350 120.535 120.885 -0.865 15,531 28,999 -9,959
Jun11 110406 119.800 120.200 118.080 118.250 -1.750 21,289 183,511 +1,938
Aug11 110406 120.850 121.285 119.200 119.350 -1.830 6,783 82,236 +2,220
Oct11 110406 124.750 125.285 123.230 123.400 -1.680 4,539 46,926 +169
Dec11 110406 125.135 125.635 123.800 124.100 -1.480 3,028 37,530 +578
Feb12 110406 124.800 125.230 123.750 124.135 -1.215 694 10,007 +153
Total Volume and Open Interest 52,145 393,929 -4,819
Feeder Cattle(CME)
Apr11 110406 136.535 137.185 135.435 135.700 -1.400 421 3,549 -120
May11 110406 137.435 137.750 136.185 136.450 -1.235 2,411 14,204 -210
Aug11 110406 140.750 141.075 139.150 139.800 -1.550 2,113 19,106 +534
Sep11 110406 140.000 140.800 139.150 139.600 -1.550 289 3,309 +70
Oct11 110406 140.000 140.450 138.935 139.600 -0.950 147 1,821 +29
Nov11 110406 139.535 140.185 138.900 139.300 -1.150 113 1,028 -14
Jan12 110406 137.750 137.850 136.825 137.850 -0.050 25 221 +12
Total Volume and Open Interest 5,521 43,244 +303
Lean Hogs(CME)
Apr11 110406 94.000 94.430 92.730 93.980 +0.280 3,585 15,683 -953
May11 110406 103.000 103.100 101.230 102.100 -0.850 259 4,448 +6
Jun11 110406 103.635 103.785 101.035 101.500 -1.750 13,465 96,207 +103
Jul11 110406 103.385 103.635 101.080 101.500 -1.750 2,582 30,085 +746
Aug11 110406 103.750 104.000 101.580 102.100 -1.580 5,410 36,352 +1,549
Oct11 110406 94.000 94.500 91.930 92.730 -1.370 5,779 29,164 +1,535
Dec11 110406 90.035 90.450 88.100 88.700 -1.335 2,362 20,413 +618
Feb12 110406 90.400 90.700 89.000 89.000 -1.200 436 4,708 +174
Total Volume and Open Interest 34,088 241,415 +3,908
Class III Milk(CME)
Apr11 110406 16.62 16.65 16.52 16.63 +0.09 151 5,540 -46
May11 110406 16.43 16.54 16.24 16.45 +0.20 279 5,413 -78
Jun11 110406 16.60 16.72 16.47 16.65 +0.17 231 4,216 -39
Jul11 110406 17.05 17.24 16.97 17.15 +0.18 104 3,127 +15
Aug11 110406 17.50 17.64 17.47 17.60 +0.13 68 3,026 +3
Total Volume and Open Interest 1,035 33,431 -70
Cocoa(ICE)
May11 110406 2986 3040 2963 2999 +24 15,624 44,817 -4,532
Jul11 110406 3005 3049 2979 3014 +21 11,929 51,252 +5,927
Sep11 110406 3014 3056 2996 3030 +19 1,119 19,018 +35
Dec11 110406 3036 3075 3020 3051 +16 596 20,172 -130
Mar12 110406 3075 3100 3075 3098 +19 135 23,489 +103
May12 110406 3071 3091 3071 3091 +20 133 5,765 +110
Jul12 110406 3088 3088 3088 3088 +13 9 547 +0
Total Volume and Open Interest 29,552 169,323 +1,517
Coffee "C"(ICE)
May11 110406 268.10 269.35 264.25 265.15 -3.10 12,849 53,782 -1,803
Jul11 110406 270.95 271.95 266.90 267.90 -3.05 6,122 38,287 +1,560
Sep11 110406 273.20 274.30 269.40 270.30 -3.05 1,587 12,488 +325
Dec11 110406 275.20 276.35 272.15 272.65 -3.00 312 14,783 +119
Mar12 110406 276.40 277.60 273.50 273.95 -3.05 67 2,884 +4
May12 110406 277.25 278.65 274.60 275.00 -3.15 81 1,487 +64
Total Volume and Open Interest 21,193 124,707 +241
Orange Juice(ICE)
May11 110406 166.00 166.30 163.10 164.05 -1.95 2,197 14,549 -185
Jul11 110406 161.95 162.00 159.45 160.35 -1.60 1,613 8,586 +1,031
Sep11 110406 159.00 159.00 156.75 157.10 -2.20 18 1,299 +2
Nov11 110406 154.75 154.75 154.25 154.30 -1.65 4 838 +7
Jan12 110406 154.50 154.50 154.25 154.25 -1.05 15 154 +15
Mar12 110406 154.30 154.30 154.30 154.30 -0.95 0 40 +0
Total Volume and Open Interest 3,847 25,473 +870
Sugar #11(ICE)
May11 110406 27.55 27.74 26.57 26.71 -0.84 28,030 197,085 -349
Jul11 110406 25.64 25.77 24.76 24.97 -0.65 18,005 202,232 +3,141
Oct11 110406 24.97 25.14 24.35 24.55 -0.43 10,677 89,020 +3,693
Mar12 110406 24.41 24.61 24.01 24.25 -0.21 5,867 62,221 +3,030
May12 110406 23.87 24.00 23.47 23.73 -0.16 816 18,418 +390
Total Volume and Open Interest 64,463 615,951 +10,114
London Cocoa(LCE)
May11 110406 1921 1948 1903 1928 +16 4,449 47,000 -1,151
Jul11 110406 1920 1939 1897 1921 +10 3,159 51,429 -303
Sep11 110406 1939 1951 1914 1933 +6 882 28,114 -422
Dec11 110406 1956 1968 1928 1949 +3 500 30,875 -263
Mar12 110406 1971 1979 1939 1958 +2 194 25,128 +61
May12 110406 1980 1990 1964 1967 +2 12 6,627 +2
Jul12 110406 1971 1971 1971 1971 +2 7 3,516 +0
Total Volume and Open Interest 9,205 201,240 -2,076
London Sugar(LCE)
May11 110406 724.00 725.40 705.00 705.80 -16.50 7,757 23,482 +1,703
Aug11 110406 672.70 673.90 652.40 653.40 -17.40 1,705 22,713 +619
Oct11 110406 660.50 660.70 643.50 643.80 -13.30 236 6,096 +42
Dec11 110406 641.70 645.70 633.80 634.70 -8.00 50 1,914 +26
Mar12 110406 632.60 636.40 625.80 625.80 -7.40 20 1,417 -14
Total Volume and Open Interest 9,835 56,745 +2,437
Cotton(ICE)
May11 110406 200.00 208.06 199.34 208.06 +7.00 8,762 70,540 -1,298
Jul11 110406 191.05 198.39 189.46 195.42 +4.03 5,842 52,648 +1,226
Oct11 110406 156.00 162.39 156.00 160.50 +5.11 17 426 +9
Dec11 110406 137.00 144.66 136.20 141.97 +4.21 3,701 58,213 +580
Mar12 110406 130.72 134.62 130.72 132.51 +2.68 519 6,041 +130
May12 110406 123.50 125.37 123.50 124.43 +2.06 139 1,401 +35
Total Volume and Open Interest 19,188 193,264 +818
Lumber(CME)
May11 110406 286.5 287.3 282.1 282.1 -10.0 516 4,256 -140
Jul11 110406 306.3 306.7 299.1 299.1 -10.0 380 4,731 +18
Sep11 110406 312.4 313.2 308.0 308.0 -10.0 242 1,168 +112
Nov11 110406 313.2 314.0 311.0 311.0 -10.0 0 107 +0
Total Volume and Open Interest 1,138 10,264 -10
Crude Oil(NYM)
May11 110406 107.99 109.15 107.72 108.83 +0.49 228,494 331,396 -6,988
Jun11 110406 108.60 109.78 108.37 109.48 +0.49 86,326 173,403 +6,040
Jul11 110406 108.98 110.31 108.98 110.05 +0.49 31,543 129,908 +2,795
Aug11 110406 109.51 110.65 109.50 110.39 +0.48 12,909 48,327 +613
Sep11 110406 110.09 110.79 109.73 110.61 +0.46 12,456 60,043 +646
Oct11 110406 110.09 110.90 109.92 110.77 +0.44 7,804 36,404 +949
Nov11 110406 110.25 110.90 109.97 110.81 +0.41 4,543 38,209 +705
Dec11 110406 109.96 111.03 109.74 110.77 +0.38 33,517 179,267 +2,753
Jan12 110406 109.88 110.63 109.78 110.57 +0.35 3,514 36,494 -52
Feb12 110406 109.81 110.42 109.62 110.33 +0.34 1,954 17,224 +448
Mar12 110406 109.88 110.07 109.29 110.07 +0.31 4,393 25,946 +998
Apr12 110406 109.67 109.78 109.53 109.78 +0.29 2,207 13,045 +188
May12 110406 109.46 109.46 109.46 109.46 +0.26 1,106 12,307 +289
Jun12 110406 108.89 109.34 108.89 109.12 +0.24 6,448 64,107 +872
Jul12 110406 108.39 108.72 108.15 108.72 +0.22 968 14,267 +254
Aug12 110406 107.92 108.31 107.92 108.31 +0.20 194 8,141 +30
Total Volume and Open Interest 451,313 1,560,098 +12,376
e-miNY Crude Oil(NYM)
Apr11 110301 96.900 100.750 96.275 99.625 +2.650      
May11 110406 108.000 109.150 107.750 108.825 +0.475 6,284 3,177 +62
Jun11 110406 108.525 109.725 108.400 109.475 +0.475 347 711 -20
Jul11 110406 109.075 110.075 109.075 110.050 +0.500 95 198 -10
Aug11 110406 110.000 110.400 110.000 110.400 +0.500 7 42 -1
Sep11 110406 110.500 110.600 110.500 110.600 +0.450 0 14 +0
Oct11 110406 110.775 110.775 110.775 110.775 +0.450 0 42 +0
Nov11 110406 110.800 110.800 110.800 110.800 +0.400 1 11 +0
Dec11 110406 110.775 110.775 110.775 110.775 +0.375 1 226 +1
Jan12 110406 110.225 110.575 110.225 110.575 +0.350 1 3 +1
Total Volume and Open Interest 6,736 4,567 +33
Heating Oil(NYM)
May11 110406 317.91 322.01 316.57 319.12 +0.62 35,609 105,840 -1,277
Jun11 110406 318.13 323.13 317.85 320.45 +0.73 15,245 56,709 +370
Jul11 110406 321.00 324.30 319.36 321.84 +0.88 6,316 34,608 -360
Aug11 110406 323.06 324.28 321.02 323.23 +0.99 3,660 22,700 +116
Sep11 110406 324.10 326.58 322.09 324.60 +1.01 2,115 14,564 -391
Oct11 110406 325.15 326.56 323.99 325.99 +1.03 628 7,742 -84
Nov11 110406 327.42 327.42 327.42 327.42 +1.06 604 7,906 +258
Dec11 110406 327.55 330.39 326.39 328.83 +1.07 4,189 27,090 +63
Jan12 110406 330.23 330.23 330.23 330.23 +1.09 426 8,209 +56
Feb12 110406 331.16 331.40 330.45 330.50 +1.09 147 3,569 +12
Mar12 110406 329.30 329.30 329.30 329.30 +1.09 376 2,110 +105
Apr12 110406 326.40 326.40 326.40 326.40 +1.09 178 683 +80
Total Volume and Open Interest 70,531 305,621 -745
Gasoline(NYMEX)
May11 110406 318.75 321.20 316.91 319.29 -0.84 45,868 103,527 +876
Jun11 110406 316.76 319.23 315.15 317.49 -0.88 23,086 47,938 -653
Jul11 110406 315.00 317.59 314.05 315.88 -0.84 11,413 27,816 +1,351
Aug11 110406 314.00 315.30 312.15 313.87 -0.78 6,185 15,829 +1,333
Sep11 110406 309.88 312.69 308.99 311.07 -0.70 4,269 19,650 +585
Oct11 110406 297.79 298.90 294.87 297.33 -0.69 2,252 16,847 +112
Nov11 110406 294.67 296.02 292.27 294.25 -0.50 1,551 5,178 +280
Dec11 110406 292.50 294.60 290.28 292.86 -0.46 2,204 24,258 +331
Jan12 110406 293.49 293.49 291.50 292.98 -0.42 114 5,556 +43
Feb12 110406 294.36 294.36 294.36 294.36 -0.33 24 2,302 -15
Total Volume and Open Interest 97,028 284,984 +4,298
e-miNY RBOB Gasoline(NYM)
May11 110406 319.30 319.30 319.29 319.30 -0.80 0 3 +0
Jun11 110406 317.50 317.50 317.49 317.50 -0.90 0 1 +0
Jul11 110406 315.90 315.90 315.88 315.90 -0.80 0 1 +0
Aug11 110406 313.90 313.90 313.87 313.90 -0.80 0 1 +0
Total Volume and Open Interest 0 9 +0
Natural Gas(NYM)
May11 110406 4.226 4.245 4.129 4.146 -0.085 121,931 246,459 -1,752
Jun11 110406 4.295 4.318 4.200 4.220 -0.084 29,552 83,130 +2,964
Jul11 110406 4.392 4.392 4.284 4.302 -0.082 42,431 99,031 -8,336
Aug11 110406 4.430 4.432 4.332 4.352 -0.081 21,403 43,408 +3,965
Sep11 110406 4.446 4.455 4.347 4.367 -0.079 11,097 51,641 +1,199
Oct11 110406 4.488 4.491 4.400 4.418 -0.079 19,792 78,029 +1,834
Nov11 110406 4.667 4.674 4.587 4.602 -0.076 5,988 33,720 -183
Dec11 110406 4.934 4.934 4.839 4.849 -0.073 5,454 27,275 -950
Jan12 110406 5.050 5.050 4.960 4.976 -0.071 12,558 70,720 +2,944
Feb12 110406 5.027 5.027 4.951 4.957 -0.069 1,555 15,354 +342
Mar12 110406 4.963 4.963 4.885 4.892 -0.069 4,740 32,551 +491
Apr12 110406 4.800 4.803 4.740 4.750 -0.061 4,428 29,425 +443
May12 110406 4.830 4.830 4.773 4.778 -0.059 1,543 7,726 +347
Jun12 110406 4.865 4.865 4.815 4.815 -0.058 789 5,320 +492
Jul12 110406 4.905 4.906 4.850 4.860 -0.057 162 4,964 +83
Aug12 110406 4.875 4.898 4.875 4.885 -0.057 37 5,734 -2
Total Volume and Open Interest 284,345 909,549 +4,047
Brent Crude Oil(ICE)
May11 110406 121.72 123.37 121.36 122.30 +0.08 172,877 147,805 -15,271
Jun11 110406 121.20 123.00 121.06 121.93 +0.04 131,565 251,634 +10,811
Jul11 110406 121.04 122.58 120.79 121.59 +0.02 40,341 88,052 +4,188
Aug11 110406 120.97 122.23 120.76 121.25 +0.01 21,322 29,939 +117
Sep11 110406 120.19 121.82 120.19 120.86 unch 11,162 36,006 +870
Oct11 110406 119.89 121.40 119.89 120.49 +0.02 4,774 23,670 +697
Nov11 110406 119.51 121.00 119.51 120.11 +0.03 4,097 20,120 +514
Dec11 110406 119.15 120.60 119.02 119.74 +0.05 29,307 108,810 -431
Jan12 110406 119.42 119.62 119.02 119.39 +0.04 1,134 20,163 -82
Feb12 110406 119.03 119.03 119.03 119.03 +0.04 1,125 13,144 -303
Mar12 110406 118.66 118.66 118.66 118.66 +0.04 1,941 26,836 +1,034
Apr12 110406 118.26 118.26 118.26 118.26 +0.05 436 6,646 -47
May12 110406 117.85 117.85 117.85 117.85 +0.06 298 4,497 +12
Jun12 110406 117.34 117.80 116.85 117.42 +0.08 2,932 37,061 -866
Total Volume and Open Interest 432,956 928,043 +1,423
Gas Oil(ICE)
Apr11 110406 1016.25 1031.50 1015.25 1025.50 +4.00 51,549 86,059 -2,823
May11 110406 1018.25 1027.75 1011.25 1021.75 +3.50 84,441 136,085 +6,600
Jun11 110406 1011.75 1026.25 1009.75 1020.25 +3.00 44,384 84,109 +6,474
Jul11 110406 1015.50 1027.25 1013.75 1021.00 +2.50 9,867 36,911 -1,161
Aug11 110406 1022.00 1024.50 1015.25 1022.25 +2.25 4,560 26,213 -791
Sep11 110406 1022.50 1029.00 1015.75 1023.50 +2.25 4,446 40,588 +758
Oct11 110406 1024.25 1026.25 1017.50 1024.50 +2.50 2,112 26,889 +25
Nov11 110406 1024.00 1025.00 1018.75 1024.00 +2.50 502 20,912 +47
Dec11 110406 1021.25 1029.00 1016.00 1024.00 +2.25 8,372 61,382 +2,099
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 110406 2.710 2.710 2.693 2.700 -0.019 161 906 -6
Jun11 110406 2.697 2.697 2.680 2.687 -0.018 491 845 -279
Jul11 110406 2.688 2.688 2.677 2.684 -0.011 31 1,410 +17
Aug11 110406 2.652 2.652 2.641 2.648 -0.005 73 558 -3
Sep11 110406 2.563 2.563 2.550 2.559 -0.009 11 811 -4
Oct11 110406 2.442 2.447 2.435 2.444 -0.005 26 706 +11
Nov11 110406 2.413 2.413 2.408 2.412 -0.008 18 589 -16
Total Volume and Open Interest 923 7,243 -336
WTI Crude Oil(ICE
May11 110406 107.95 109.21 107.81 108.83 +0.49 47,961 81,595 -136
Jun11 110406 108.63 109.81 108.56 109.48 +0.49 30,846 85,637 -1,559
Jul11 110406 109.21 110.23 109.18 110.05 +0.49 13,337 52,867 +2,178
Aug11 110406 110.02 110.57 109.64 110.39 +0.48 8,986 21,285 +953
Sep11 110406 110.24 110.80 110.04 110.61 +0.46 9,012 28,930 +847
Oct11 110406 110.42 110.95 110.03 110.77 +0.44 4,325 18,737 +72
Nov11 110406 110.47 111.00 110.08 110.81 +0.41 2,973 14,160 +250
Dec11 110406 110.45 111.06 109.94 110.77 +0.38 16,102 89,505 -1,237
Jan12 110406 110.27 110.57 110.25 110.57 +0.35 999 12,526 -30
Feb12 110406 110.33 110.33 110.33 110.33 +0.34 463 2,646 -41
Mar12 110406 110.07 110.07 110.07 110.07 +0.31 604 10,319 -21
Apr12 110406 109.78 109.78 109.78 109.78 +0.29 152 2,969 +0
May12 110406 109.46 109.46 109.46 109.46 +0.26 73 1,486 +10
Jun12 110406 108.88 109.12 108.83 109.12 +0.24 1,964 28,908 -572
Jul12 110406 108.72 108.72 108.72 108.72 +0.22 111 683 +44
Aug12 110406 108.31 108.31 108.31 108.31 +0.20 32 328 -3
Total Volume and Open Interest 143,830 550,698 +661
US Dollar Index(ICE)
Jun11 110406 76.095 76.125 75.690 75.757 -0.353 13,605 50,191 -863
Sep11 110406 76.465 76.465 76.120 76.173 -0.353 10 546 -2
Dec11 110406 76.533 76.533 76.533 76.533 -0.353 0 1 +0
Total Volume and Open Interest 13,615 50,739 -865
Australian Dollar(CME)
Jun11 110406 102.38 103.63 102.29 103.50 +0.97 54,940 144,150 -1,637
Sep11 110406 101.16 102.30 101.16 102.24 +0.95 195 602 +99
Dec11 110406 101.09 101.09 100.14 101.09 +0.95 0 53 +0
Total Volume and Open Interest 55,135 144,805 -1,538
British Pound(CME)
Jun11 110406 162.75 163.49 162.41 163.12 +0.42 81,906 99,446 +1,035
Sep11 110406 162.55 162.88 162.14 162.81 +0.44 0 141 +0
Dec11 110406 162.46 162.46 162.01 162.46 +0.45 0 37 +0
Total Volume and Open Interest 81,906 99,626 +1,035
Canadian Dollar(CME)
Jun11 110406 103.60 104.34 103.56 104.09 +0.43 55,984 129,732 -757
Sep11 110406 103.37 104.05 103.32 103.81 +0.42 352 2,414 +200
Dec11 110406 103.43 103.71 103.09 103.50 +0.41 160 2,397 +123
Mar12 110406 103.41 103.43 102.77 103.17 +0.40 0 179 +0
Total Volume and Open Interest 56,499 134,743 -433
Japanese Yen(CME)
Jun11 110406 117.54 117.93 116.97 117.13 -0.80 88,289 111,153 -932
Sep11 110406 117.60 118.03 117.07 117.23 -0.80 30 803 +8
Dec11 110406 117.32 118.18 117.32 117.37 -0.81 16 57 -8
Total Volume and Open Interest 88,335 112,020 -932
Swiss Franc(CME)
Jun11 110406 108.14 109.57 107.60 108.80 +0.72 31,322 58,754 -1,431
Sep11 110406 108.10 109.30 108.10 108.86 +0.71 4 79 +2
Dec11 110406 108.89 109.42 108.21 108.91 +0.70 3 13 +1
Total Volume and Open Interest 31,329 58,847 -1,428
EuroFX(CME)
Jun11 110406 142.02 143.29 141.97 143.14 +1.09 204,570 229,502 +1,857
Sep11 110406 141.83 142.90 141.68 142.75 +1.07 93 1,854 +46
Dec11 110406 141.87 142.33 141.26 142.33 +1.07 1 70 +0
Total Volume and Open Interest 204,664 231,717 +1,903
Mexican Peso(CME)
Apr11 110406 848.0 848.2 846.5 848.0 +1.5      
May11 110406 844.5 844.8 843.0 844.5 +1.5      
Total Volume and Open Interest 22,875 153,884 +1,558
30-Year T-Bonds(CBOT)
Jun11 110406 119~270 119~270 118~290 118~310 -0~280      
Sep11 110406 118~130 118~130 117~120 117~150 -0~290 233 355 +42
Dec11 110406 116~000 116~290 116~000 116~000 -0~290      
Total Volume and Open Interest 234,526 593,806 +9,723
10-Year T-Notes(CBOT)
Jun11 110406 118~245 118~275 118~095 118~120 -0~125 827,356 1,598,578 +1,379
Sep11 110406 117~135 117~135 116~275 116~300 -0~125 22 102 +21
Dec11 110406 115~300 116~105 115~300 115~300 -0~125 0 4 +0
Total Volume and Open Interest 827,378 1,598,684 +1,400
5-Year T-Notes(CBOT)
Jun11 110406 116~074 116~081 116~040 116~045 -0~026 527,435 1,290,171 -14,194
Sep11 110406 115~038 115~038 115~005 115~005 -0~031 229 229 +229
Dec11 110406 114~029 114~060 114~029 114~029 -0~031      
Total Volume and Open Interest 527,664 1,290,400 -13,965
2 Year T-Notes(CBOT)
Jun11 110406 108~127 109~000 108~119 108~121 -0~003 262,888 949,353 +21,374
Sep11 110406 108~052 108~052 108~047 108~047 -0~005 0 11 +0
Dec11 110406 107~113 107~118 107~113 107~113 -0~005      
Total Volume and Open Interest 262,888 949,364 +21,374
Eurodollars(CME)
Jun11 110406 99.675 99.690 99.675 99.680 +0.005 249,874 1,066,229 +19,926
Sep11 110406 99.565 99.585 99.560 99.570 +0.005 237,804 1,369,815 +28,767
Dec11 110406 99.390 99.400 99.370 99.375 -0.005 240,387 1,435,230 +17,251
Mar12 110406 99.120 99.130 99.085 99.090 -0.015 240,460 1,378,733 -6,176
Jun12 110406 98.750 98.760 98.700 98.710 -0.025 277,991 1,033,661 -814
Sep12 110406 98.345 98.365 98.295 98.310 -0.030 215,932 663,397 -9,898
Dec12 110406 97.975 97.990 97.915 97.935 -0.030 185,450 468,085 +1,965
Mar13 110406 97.670 97.685 97.605 97.630 -0.030 146,939 315,557 +8,273
Jun13 110406 97.395 97.410 97.330 97.355 -0.035 76,895 262,923 +5,561
Sep13 110406 97.150 97.165 97.075 97.100 -0.045 82,267 236,376 -9,865
Dec13 110406 96.925 96.925 96.840 96.860 -0.050 50,327 188,323 -1,682
Mar14 110406 96.705 96.720 96.635 96.650 -0.060 41,865 171,414 +1,373
Jun14 110406 96.495 96.515 96.435 96.445 -0.060 10,463 111,430 +172
Sep14 110406 96.315 96.320 96.240 96.250 -0.060 9,787 63,142 -396
Dec14 110406 96.105 96.120 96.035 96.050 -0.060 9,523 77,435 -454
Mar15 110406 95.935 95.955 95.870 95.890 -0.060 9,939 58,165 +8
Jun15 110406 4.020 4.045 3.960 3.975 -0.060 5,877 34,910 -818
Sep15 110406 3.875 3.895 3.810 3.825 -0.060 6,028 37,040 -469
Total Volume and Open Interest 2,129,356 9,200,659 +53,324
30 Day Federal Funds(CBOT)
Apr11 110406 99.890 99.897 99.890 99.893 +0.003 11,183 79,490 +55
May11 110406 99.880 99.890 99.880 99.885 +0.005 9,102 75,899 +2,939
Jun11 110406 99.870 99.875 99.865 99.870 unch 8,998 54,569 +1,298
Jul11 110406 99.850 99.855 99.845 99.850 unch 4,582 49,728 -696
Aug11 110406 99.820 99.830 99.815 99.825 unch 3,460 41,141 +983
Sep11 110406 99.805 99.810 99.800 99.810 +0.005 3,238 31,008 -212
Total Volume and Open Interest 64,513 646,184 +6,099
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 110406 99.673 99.673 99.673 99.673 -0.003 0 150 +0
Sep11 110406 99.670 99.670 99.670 99.670 -0.003      
Dec11 110406 99.662 99.662 99.662 99.662 -0.003 0 75 +0
Mar12 110406 99.647 99.647 99.647 99.647 -0.003      
Jun12 110406 99.675 99.675 99.675 99.675 unch      
Sep12 110406 99.605 99.605 99.605 99.605 unch      
Dec12 110406 99.565 99.565 99.565 99.565 unch      
Mar13 110406 99.565 99.565 99.565 99.565 unch      
Jun13 110406 99.520 99.520 99.520 99.520 unch      
Sep13 110406 99.380 99.380 99.380 99.380 unch      
Total Volume and Open Interest 0 225 +0
3-Mth Euro-Yen(SGX)
Jun11 110406 99.67 99.67 99.67 99.67 0.00 100 3,356 -1
Sep11 110406 99.67 99.67 99.67 99.67 0.00 0 1,221 +0
Dec11 110406 99.67 99.67 99.66 99.66 0.00 0 2,016 +0
Mar12 110406 99.65 99.65 99.65 99.65 0.00 105 2,952 +105
Jun12 110406 99.68 99.68 99.68 99.68 unch 0 1,254 +0
Sep12 110406 99.61 99.61 99.61 99.61 unch 0 411 +0
Dec12 110406 99.57 99.57 99.57 99.57 unch 0 24 +0
Mar13 110406 99.57 99.57 99.57 99.57 unch 0 1 +0
Total Volume and Open Interest 205 11,235 +104
Japanese Gov't Bonds(SGX)
Jun11 110405 139.21 139.41 138.98 139.34 +0.21 2,084 13,204 -353
Sep11 110406 138.10 138.10 138.10 138.10 -0.34 0 1 +0
Dec11 110406 136.01 136.01 136.01 136.01 -0.34      
Total Volume and Open Interest 1,582 13,044 -45
Euro-Bund(EUREX)
Jun11 110406 120.80 120.96 120.51 120.62 -0.31 578,857 1,291,626 +88,971
Sep11 110406 120.27 120.44 120.07 120.16 -0.30 713 2,372 -630
Dec11 110406 119.50 119.50 119.50 119.50 -0.31      
Total Volume and Open Interest 579,570 1,293,998 +88,341
Euro-Bobl(EUREX)
Jun11 110406 114.29 114.41 114.16 114.25 -0.05 383,738 811,240 -209,622
Sep11 110406 113.62 113.65 113.55 113.55 -0.14 30 16,074 +50
Dec11 110406 113.70 113.70 113.70 113.70 -0.13      
Total Volume and Open Interest 383,768 1,007,970 -45,816
3-Mth Euribor(EUREX)
Jun11 110406 98.470 98.475 98.470 98.475 -0.005 25 11,516 +28
Sep11 110406 98.140 98.140 98.140 98.140 -0.015 0 2,686 -40
Dec11 110406 97.870 97.870 97.870 97.870 -0.020 0 5,300 +0
Total Volume and Open Interest 28 22,087 -25
Long Gilt(LIFFE)
Jun11 110406 116~16 116~28 116~12 116~19 +0~01 79,275 292,454 -5,402
Sep11 110406 116~20 116~20 116~20 116~20 -1~02      
Total Volume and Open Interest 79,275 292,454 -5,402
3-Mth Short Sterling(LIFFE)
Jun11 110406 98.93 98.97 98.92 98.95 +0.03 31,534 430,340 +8,391
Sep11 110406 98.71 98.76 98.69 98.74 +0.03 57,291 350,679 +283
Dec11 110406 98.44 98.51 98.42 98.50 +0.05 36,684 344,669 +4,426
Mar12 110406 98.16 98.24 98.13 98.23 +0.06 73,044 296,849 -8,118
Jun12 110406 97.83 97.93 97.81 97.92 +0.07 38,036 195,696 +4,882
Sep12 110406 97.52 97.63 97.51 97.62 +0.07 26,965 140,083 -1,120
Total Volume and Open Interest 332,908 2,061,765 +811
3-Mth Euribor(LIFFE)
Jun11 110406 98.485 98.485 98.465 98.475 -0.005 59,730 743,836 +1,861
Sep11 110406 98.150 98.155 98.135 98.140 -0.015 54,098 640,157 +4,534
Dec11 110406 97.875 97.885 97.860 97.870 -0.020 44,957 568,556 +1,767
Total Volume and Open Interest 374,057 3,501,350 +18,785
3-Mth Aus T-Bills(SFE)
Jun11 110406 95.10 95.11 95.09 95.10 unch 21,902 194,086 -2,696
Sep11 110406 95.06 95.07 95.04 95.05 -0.01 37,056 219,098 +5,232
Dec11 110406 94.96 94.99 94.93 94.95 -0.02 23,235 125,021 +915
Mar12 110406 94.84 94.87 94.81 94.83 -0.02 4,484 62,260 -1,282
Jun12 110406 94.74 94.74 94.70 94.71 -0.02 1,017 44,420 -124
Sep12 110406 94.62 94.64 94.61 94.61 -0.02 851 42,054 +298
Dec12 110406 94.52 94.53 94.51 94.51 -0.02 435 18,711 -72
Mar13 110406 94.44 94.45 94.44 94.45 -0.02 236 7,828 +29
Jun13 110406 94.38 94.38 94.38 94.38 -0.03 408 1,018 -29
Sep13 110406 94.31 94.31 94.31 94.31 -0.03 0 901 +0
Total Volume and Open Interest 89,626 716,254 +2,271
10-Year Aus T-Bonds(SFE)
Jun11 110406 94.48 94.50 94.44 94.44 -0.04 66,696 356,705 +27,409
Sep11 110406 94.44 94.44 94.44 94.44 -0.04      
Total Volume and Open Interest 66,696 356,705 +27,409
3-Year Aus T-Bonds(SFE)
Jun11 110406 94.94 94.97 94.90 94.92 +0.03 135,389 590,848 +50,719
Sep11 110406 94.92 94.92 94.92 94.92 -0.03      
Total Volume and Open Interest 98,876 502,965 -11,081
Gold(CMX)
Apr11 110406 1456.9 1462.3 1452.0 1457.7 +5.9 683 4,348 -23
Jun11 110406 1458.2 1463.7 1452.5 1458.5 +6.0 83,872 339,088 -5,065
Aug11 110406 1457.0 1464.5 1454.2 1459.8 +5.9 1,146 35,495 +79
Oct11 110406 1459.8 1465.8 1457.4 1461.2 +5.9 445 6,527 -65
Dec11 110406 1461.0 1467.7 1457.0 1462.7 +5.9 1,637 32,555 +420
Feb12 110406 1462.5 1468.5 1459.5 1464.5 +5.9 57 7,157 -23
Apr12 110406 1461.6 1470.4 1461.6 1466.6 +5.9 347 5,124 +99
Jun12 110406 1467.6 1469.3 1465.0 1469.3 +5.9 545 6,785 -20
Aug12 110406 1472.3 1472.3 1472.3 1472.3 +6.0 100 2,371 +50
Oct12 110406 1476.0 1476.0 1476.0 1476.0 +6.1 0 3,044 +0
Dec12 110406 1479.0 1486.4 1476.6 1480.8 +6.1 646 11,126 -488
Feb13 110406 1486.4 1486.4 1486.4 1486.4 +6.2      
Total Volume and Open Interest 90,065 488,015 -5,122
Silver(CMX)
May11 110406 3931.5 3978.5 3912.0 3938.7 +20.4 47,213 72,279 +241
Jul11 110406 3932.0 3980.0 3916.5 3941.4 +20.4 2,864 24,585 +1,352
Sep11 110406 3925.0 3981.5 3919.0 3943.2 +20.6 435 7,414 -12
Dec11 110406 3934.5 3983.5 3921.0 3944.8 +20.9 726 16,975 +174
Mar12 110406 3922.0 3969.0 3922.0 3943.9 +21.2 81 1,807 +26
May12 110406 3964.5 3964.5 3943.7 3943.7 +21.7 1 445 +1
Jul12 110406 3931.0 3956.5 3931.0 3943.2 +21.8 2 1,442 +1
Total Volume and Open Interest 51,423 141,268 +1,814
Platinum(NYMEX)
Apr11 110406 1803.7 1808.5 1797.8 1797.8 +1.0 16 131 -12
Jul11 110406 1798.6 1816.7 1791.0 1797.8 +1.0 3,492 32,040 +58
Oct11 110406 1801.9 1801.9 1801.0 1801.4 +0.9 214 955 +3
Jan12 110406 1803.1 1803.1 1803.1 1803.1 +0.9 1 14 +0
Total Volume and Open Interest 3,723 33,176 +49
Palladium(NYMEX)
Jun11 110406 791.20 800.00 781.60 784.60 -8.50 3,184 20,321 +19
Sep11 110406 789.50 789.50 785.85 786.00 -8.45 19 561 +16
Dec11 110406 794.50 796.00 787.50 787.50 -8.45 1 17 -1
Total Volume and Open Interest 3,208 20,907 +38
Copper(CMX)
May11 110406 424.30 437.90 424.10 437.00 +10.55 25,114 78,621 -43
Jul11 110406 427.85 439.50 427.25 438.80 +10.55 4,119 35,062 +1,233
Sep11 110406 429.45 440.80 429.45 440.05 +10.45 453 9,469 +89
Dec11 110406 436.55 441.55 436.15 440.85 +10.25 300 5,841 +83
Mar12 110406 441.15 441.15 441.15 441.15 +10.25 1 2,053 +0
Total Volume and Open Interest 30,516 134,240 +1,372
DJIA Index(CBOT)
Jun11 110406 12334 12401 12332 12357 +30 1,610 12,535 +1,785
Sep11 110406 12289 12289 12289 12289 +29 0 6 +0
Dec11 110406 12222 12222 12222 12222 +29 0 1 +0
Mar12 110406 12164 12164 12164 12164 +29      
Total Volume and Open Interest 1,610 12,542 +1,785
S & P 500(CME)
Jun11 110406 1326.70 1336.40 1326.20 1328.90 +2.20 14,717 296,850 +1,674
Sep11 110406 1323.60 1328.40 1320.40 1323.60 +2.20 0 4,055 -32
Dec11 110406 1318.50 1323.30 1315.30 1318.50 +2.20 280 1,714 +0
Mar12 110406 1313.90 1318.70 1310.70 1313.90 +2.20      
Total Volume and Open Interest 14,997 302,624 +1,642
S & P 500 E-Mini(Globex)
Jun11 110406 1329.00 1329.75 1329.00 1329.25 +2.75      
Sep11 110406 1321.50 1331.00 1321.50 1323.50 +2.00 507 6,080 -120
Total Volume and Open Interest 1,274,481 2,653,177 +10,858
NASDAQ 100(CME)
Jun11 110406 2325.00 2349.50 2318.00 2325.50 +2.20 1,143 16,713 +499
Sep11 110406 2321.30 2340.00 2315.00 2321.30 +2.00 0 1 +0
Dec11 110406 2318.80 2321.80 2318.80 2318.80 +2.00      
Total Volume and Open Interest 1,143 16,714 +499
NASDAQ 100 E-Mini(Globex)
Jun11 110406 2324.00 2350.00 2316.80 2325.50 +2.20 213,559 360,012 +12,715
Sep11 110406 2323.80 2344.00 2318.00 2321.30 +2.00 26 253 +0
Total Volume and Open Interest 213,585 360,270 +12,715
S & P Midcap 400(CME)
Jun11 110406 997.50 1006.00 995.00 997.50 +0.70 29 1,367 -47
Sep11 110406 995.30 995.60 995.30 995.30 +0.70      
Dec11 110406 993.70 994.00 993.70 993.70 +0.70      
Total Volume and Open Interest 29 1,367 -47
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Jun11 110406 9650 9740 9590 9675 +5 7,710 57,110 +1,646
Sep11 110406 9715 9715 9700 9705 +5 0 8 +0
Total Volume and Open Interest 7,710 57,118 +1,646
Nikkei 225(SGX)
Jun11 110406 9640 9725 9565 9605 -35 85,833 226,192 +3,666
Sep11 110406 9595 9600 9595 9600 -40 0 1,319 +8
Dec11 110406 9550 9550 9550 9550 -35 0 5,359 +0
Total Volume and Open Interest 89,537 270,032 +3,915
CAC 40(EURONEXT)
Apr11 110406 4052.5 4068.5 4017.0 4049.0 +6.0 76,612 258,485 +842
May11 110406 3971.0 3990.5 3950.5 3980.5 +6.5 100 1,212 +80
Jun11 110406 3939.0 3955.5 3913.0 3937.0 +7.5 355 27,089 +75
Total Volume and Open Interest 77,067 286,786 +997
Hang Seng Index(HKFE)
Apr11 110406 24230 24340 24111 24294 +109 71,920 83,899 +2,231
May11 110406 24015 24137 23912 24094 +110 1,631 1,153 +407
Jun11 110406 23899 24006 23788 23971 +110 1,365 5,895 -21
Total Volume and Open Interest 75,182 92,070 +2,770
DAX(EUREX)
Jun11 110406 7215.5 7262.5 7175.5 7236.5 +38.0 85,245 221,406 +16,016
Sep11 110406 7234.0 7282.5 7205.0 7261.5 +37.5 207 5,252 -85
Dec11 110406 7270.5 7298.5 7252.0 7292.5 +39.0 1 163 +35
Total Volume and Open Interest 85,453 226,821 +15,966
FT-SE 100(EURONEXT)
Jun11 110406 5971.50 6016.00 5966.00 6002.00 +33.00 81,512 602,365 +2,345
Sep11 110406 5976.00 5978.00 5968.00 5968.00 +33.00 1 504 +1
Dec11 110406 5956.00 5956.00 5950.50 5950.50 +33.50 0 190 +0
Total Volume and Open Interest 81,513 603,059 +2,346
SPI 200(SFE)
Jun11 110406 4920.0 4945.0 4904.0 4941.0 +15.0 31,133 180,288 +1,312
Sep11 110406 4900.0 4929.0 4900.0 4929.0 +14.0 6 3,563 +0
Dec11 110406 4952.0 4952.0 4952.0 4952.0 +16.0 9 2,762 +5
Total Volume and Open Interest 31,411 187,972 +1,163
GSCI(CME)
Apr11 110406 86.64 90.64 83.64 86.64 +2.50 260 12,827 -782
May11 110406 87.69 91.89 84.64 87.69 +2.20 12 596 +8
Jun11 110406 87.64 92.64 86.89 89.39 +2.25 2 1 +1
Total Volume and Open Interest 274 13,424 -773
Reuters CCI(ICE)
Jun11 110406 364.10 364.10 364.10 364.10 +0.60      
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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The world will still run for decades on fossil-fuel energy --- crude oil, gasoline, heating oil, natural gas.  Buy 'em?  Sell 'em?  When?  Just since 2008, crude oil traded at $147/barrel, collapsed to -$40.32/barrel in 2020, ran to higher than $130 in early 2022, and the traded less than half that in May!

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