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MRCI's End of Day Prices

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MRCI's End of Day Prices
Daily Futures Price Listing Thu April 07, 2011
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
May11 110407 1376.00 1383.25 1360.50 1363.50 -13.00 86,278 202,594 -8,229
Jul11 110407 1387.25 1395.00 1372.50 1375.50 -12.75 48,224 166,999 +4,645
Aug11 110407 1390.00 1392.50 1373.75 1375.50 -13.50 2,700 11,831 +336
Sep11 110407 1388.75 1392.00 1372.50 1372.50 -13.25 1,354 13,260 +282
Nov11 110407 1374.75 1385.00 1362.75 1365.50 -10.75 27,659 181,350 -529
Jan12 110407 1382.50 1390.25 1369.50 1371.50 -11.00 2,115 22,916 +357
Mar12 110407 1375.00 1383.50 1368.00 1368.00 -11.00 635 12,881 -47
Total Volume and Open Interest 169,924 634,186 -3,069
Soybean Meal(CBOT)
May11 110407 355.20 357.50 350.70 350.90 -4.70 38,780 72,414 -3,508
Jul11 110407 360.60 362.80 356.00 356.30 -4.40 19,971 57,500 +917
Aug11 110407 362.00 363.50 357.90 357.90 -4.00 2,615 15,777 +722
Sep11 110407 362.30 363.90 357.50 358.00 -4.00 1,749 12,693 +201
Oct11 110407 359.80 361.50 355.20 355.90 -3.70 1,987 12,845 -72
Dec11 110407 357.80 360.80 354.40 355.70 -2.50 7,316 38,853 +1,099
Jan12 110407 360.00 361.50 356.80 357.20 -2.00 178 3,252 -20
Mar12 110407 360.00 362.00 357.50 357.70 -1.90 111 2,975 +50
Total Volume and Open Interest 73,093 221,496 -528
Soybean Oil(CBOT)
May11 110407 58.68 59.01 58.15 58.32 -0.46 46,308 133,623 +677
Jul11 110407 59.28 59.60 58.76 58.94 -0.44 28,725 116,960 +4,659
Aug11 110407 59.56 59.57 59.00 59.14 -0.44 5,436 15,197 +117
Sep11 110407 59.79 59.96 59.22 59.34 -0.42 2,480 14,049 +287
Oct11 110407 59.71 59.93 59.20 59.31 -0.41 894 13,587 -49
Dec11 110407 59.70 60.01 59.15 59.38 -0.40 9,483 73,375 +1,050
Jan12 110407 59.62 59.83 59.39 59.47 -0.36 39 3,077 -6
Mar12 110407 59.38 59.73 59.38 59.38 -0.35 77 4,030 +12
Total Volume and Open Interest 93,479 377,348 +6,744
Canola(WCE)
May11 110407 587.7 590.3 580.9 582.1 -5.2 9,565 57,182 -117
Jul11 110407 596.5 598.9 590.0 590.7 -5.4 3,241 45,341 +584
Nov11 110407 580.5 583.5 574.0 575.4 -5.0 399 69,112 +61
Jan12 110407 586.4 586.4 579.8 581.3 -5.1 32 4,167 +2
Mar12 110407 583.8 583.8 583.8 583.8 -3.6 1 978 +1
Total Volume and Open Interest 13,245 178,697 +538
Corn(CBOT)
May11 110407 762.75 773.25 752.75 759.00 -4.00 165,996 487,694 -14,109
Jul11 110407 769.75 781.00 760.50 766.25 -4.25 116,204 449,489 +5,176
Sep11 110407 702.75 709.50 695.00 702.00 -1.50 19,621 109,886 +3,264
Dec11 110407 647.00 649.75 636.50 644.25 -3.25 52,138 418,885 +5,000
Mar12 110407 654.25 657.75 645.00 652.50 -3.25 2,404 66,011 +170
May12 110407 660.00 664.00 655.00 658.75 -3.25 523 10,556 +215
Total Volume and Open Interest 358,915 1,618,509 -376
Wheat(CBOT)
May11 110407 782.00 794.00 757.25 773.25 -9.00 65,767 147,387 -6,740
Jul11 110407 818.00 828.00 788.00 809.00 -9.25 36,087 161,974 +4,024
Sep11 110407 855.25 860.50 829.75 845.25 -10.50 10,258 48,255 +1,665
Dec11 110407 886.25 896.00 859.25 875.00 -12.00 11,746 96,438 +2,249
Mar12 110407 909.50 919.00 891.25 901.50 -13.00 2,140 11,248 +729
Total Volume and Open Interest 128,620 491,848 +2,812
Wheat(KCBT)
May11 110407 938.75 948.00 909.00 922.75 -16.75 14,898 61,286 -826
Jul11 110407 948.75 958.75 919.50 933.75 -16.50 9,627 76,763 -138
Sep11 110407 958.75 969.00 942.50 947.00 -16.25 2,331 21,124 +72
Dec11 110407 974.25 985.00 951.00 961.25 -16.25 3,042 23,944 +911
Mar12 110407 979.00 988.75 958.50 968.25 -14.75 285 2,550 +31
Total Volume and Open Interest 30,567 191,243 +113
Wheat(MGE)
May11 110407 954.75 966.25 929.00 940.75 -13.75 4,920 16,187 -1,753
Jul11 110407 963.00 975.25 938.50 950.00 -13.00 2,780 15,733 +1,224
Sep11 110407 964.25 975.00 940.50 952.00 -14.00 705 14,420 +168
Dec11 110407 976.00 987.00 950.00 961.25 -15.00 652 11,640 +53
Mar12 110407 981.25 984.25 958.25 967.25 -14.00 149 1,616 +43
Total Volume and Open Interest 9,307 61,291 -204
Oats(CBOT)
May11 110407 388.25 396.75 373.50 373.50 -18.50 775 4,739 -61
Jul11 110407 399.00 405.25 382.00 382.00 -18.50 579 6,257 +137
Sep11 110407 407.00 407.00 389.00 389.00 -16.00 0 200 +0
Dec11 110407 409.00 412.00 395.50 396.50 -13.00 110 2,533 -13
Total Volume and Open Interest 1,464 13,732 +63
Rough Rice(CBOT)
May11 110407 14.08 14.08 13.60 13.62 -0.45 652 10,981 +3
Jul11 110407 14.40 14.40 13.91 13.94 -0.46 259 8,427 +48
Sep11 110407 14.94 15.09 14.69 14.72 -0.38 178 3,805 +77
Nov11 110407 15.20 15.29 14.98 15.00 -0.38 42 890 -9
Total Volume and Open Interest 1,153 24,514 +124
Live Cattle(CME)
Apr11 110407 120.600 121.250 119.385 119.900 -0.985 6,307 28,028 -971
Jun11 110407 118.400 118.900 117.080 117.650 -0.600 23,776 183,959 +448
Aug11 110407 119.350 119.930 118.385 119.080 -0.270 7,695 82,758 +522
Oct11 110407 123.250 123.850 122.450 123.285 -0.115 4,876 46,754 -172
Dec11 110407 123.750 124.450 123.200 124.035 -0.065 2,800 37,342 -188
Feb12 110407 123.730 124.300 123.050 123.900 -0.235 644 10,014 +7
Total Volume and Open Interest 46,267 393,601 -328
Feeder Cattle(CME)
Apr11 110407 135.650 135.900 134.500 135.130 -0.570 834 3,296 -253
May11 110407 136.350 136.700 135.100 135.735 -0.715 2,928 13,493 -711
Aug11 110407 139.380 140.100 138.435 139.050 -0.750 2,862 19,700 +594
Sep11 110407 139.130 139.985 138.400 139.100 -0.500 501 3,436 +127
Oct11 110407 138.750 139.500 137.880 138.700 -0.900 251 1,904 +83
Nov11 110407 138.735 139.200 137.700 138.380 -0.920 104 1,088 +60
Jan12 110407 136.800 137.400 136.200 136.825 -1.025 10 223 +2
Total Volume and Open Interest 7,492 43,148 -96
Lean Hogs(CME)
Apr11 110407 93.300 93.430 92.300 92.750 -1.230 4,643 15,088 -595
May11 110407 101.000 101.900 99.700 100.450 -1.650 266 4,508 +60
Jun11 110407 101.000 101.830 99.535 100.100 -1.400 15,956 96,371 +164
Jul11 110407 101.350 101.785 99.535 100.135 -1.365 2,354 30,120 +35
Aug11 110407 101.450 102.250 100.100 100.850 -1.250 4,089 37,006 +654
Oct11 110407 91.800 92.950 90.830 92.430 -0.300 5,358 29,975 +811
Dec11 110407 87.885 89.500 87.050 89.400 +0.700 2,529 21,287 +874
Feb12 110407 88.250 89.350 87.535 89.350 +0.350 442 4,884 +176
Total Volume and Open Interest 36,189 243,995 +2,580
Class III Milk(CME)
Apr11 110407 16.68 16.68 16.50 16.59 -0.04 125 5,353 -187
May11 110407 16.49 16.85 16.45 16.70 +0.25 408 5,528 +115
Jun11 110407 16.68 17.00 16.65 16.88 +0.23 196 4,199 -17
Jul11 110407 17.25 17.50 17.15 17.40 +0.25 112 3,153 +26
Aug11 110407 17.60 17.82 17.60 17.75 +0.15 64 3,041 +15
Total Volume and Open Interest 1,147 33,466 +35
Cocoa(ICE)
May11 110407 2975 3028 2975 2987 -12 16,399 37,812 -7,005
Jul11 110407 3014 3038 2994 3002 -12 13,884 55,452 +4,200
Sep11 110407 3025 3049 3013 3017 -13 1,208 19,006 -12
Dec11 110407 3058 3071 3033 3040 -11 1,186 20,654 +482
Mar12 110407 3099 3110 3085 3085 -13 401 23,546 +57
May12 110407 3077 3077 3077 3077 -14 18 5,770 +5
Jul12 110407 3070 3070 3070 3070 -18 2 547 +0
Total Volume and Open Interest 33,101 167,050 -2,273
Coffee "C"(ICE)
May11 110407 265.20 275.85 265.10 272.80 +7.65 19,833 51,666 -2,116
Jul11 110407 267.75 278.70 267.75 275.65 +7.75 7,894 39,975 +1,688
Sep11 110407 270.75 280.95 270.65 278.10 +7.80 2,296 11,959 -529
Dec11 110407 273.00 283.00 273.00 280.40 +7.75 1,071 15,255 +472
Mar12 110407 274.10 283.00 274.10 282.20 +8.25 152 2,911 +27
May12 110407 276.55 284.55 276.05 283.45 +8.45 137 1,591 +104
Total Volume and Open Interest 31,509 124,409 -298
Orange Juice(ICE)
May11 110407 165.05 166.00 164.55 165.20 +1.15 1,120 14,052 -497
Jul11 110407 161.00 161.70 160.70 161.10 +0.75 511 8,969 +383
Sep11 110407 158.00 158.20 157.95 158.20 +1.10 38 1,305 +6
Nov11 110407 155.50 155.50 155.45 155.45 +1.15 0 838 +0
Jan12 110407 155.20 155.20 155.20 155.20 +0.95 0 154 +0
Mar12 110407 155.25 155.25 155.25 155.25 +0.95 0 40 +0
Total Volume and Open Interest 1,669 25,365 -108
Sugar #11(ICE)
May11 110407 26.71 26.97 26.20 26.50 -0.21 30,388 194,256 -2,829
Jul11 110407 25.03 25.36 24.67 25.27 +0.30 23,475 206,809 +4,577
Oct11 110407 24.70 24.98 24.39 24.94 +0.39 16,522 93,687 +4,667
Mar12 110407 24.20 24.62 24.05 24.60 +0.35 10,651 65,582 +3,361
May12 110407 23.69 24.07 23.51 24.05 +0.32 900 18,656 +238
Total Volume and Open Interest 83,630 626,615 +10,664
London Cocoa(LCE)
May11 110407 1929 1944 1911 1921 -7 7,789 46,304 -696
Jul11 110407 1925 1935 1903 1914 -7 6,178 51,657 +228
Sep11 110407 1938 1946 1919 1927 -6 2,110 28,700 +586
Dec11 110407 1946 1949 1933 1941 -8 3,060 30,023 -852
Mar12 110407 1953 1959 1946 1954 -4 2,111 25,349 +221
May12 110407 1962 1965 1957 1959 -8 783 6,745 +118
Jul12 110407 1961 1963 1961 1963 -8 0 3,516 +0
Total Volume and Open Interest 22,031 200,845 -395
London Sugar(LCE)
May11 110407 705.50 713.00 701.50 707.70 +1.90 3,450 24,040 +558
Aug11 110407 654.80 661.20 650.70 655.40 +2.00 2,397 23,721 +1,008
Oct11 110407 643.40 652.40 640.60 646.30 +2.50 377 6,196 +100
Dec11 110407 637.60 641.40 634.40 639.60 +4.90 62 1,938 +24
Mar12 110407 630.70 633.40 628.30 632.50 +6.70 15 1,417 +0
Total Volume and Open Interest 6,355 58,476 +1,731
Cotton(ICE)
May11 110407 210.05 215.06 207.14 208.22 +0.16 19,038 70,372 -168
Jul11 110407 194.50 198.81 191.31 194.57 -0.85 15,012 54,494 +1,846
Oct11 110407 159.00 166.00 159.00 164.64 +4.14 34 420 -6
Dec11 110407 140.52 141.07 135.64 137.94 -4.03 6,362 58,390 +177
Mar12 110407 130.96 131.55 127.35 129.25 -3.26 1,015 6,300 +259
May12 110407 123.50 123.50 121.80 121.80 -2.63 350 1,577 +176
Total Volume and Open Interest 42,110 195,689 +2,425
Lumber(CME)
May11 110407 277.6 279.4 272.1 272.1 -10.0 839 3,975 -281
Jul11 110407 298.5 298.9 289.1 289.1 -10.0 679 4,765 +34
Sep11 110407 306.7 306.7 298.0 298.0 -10.0 244 1,264 +96
Nov11 110407 304.0 304.0 301.0 301.0 -10.0 34 106 -1
Total Volume and Open Interest 1,796 10,112 -152
Crude Oil(NYM)
May11 110407 108.67 110.44 108.23 110.30 +1.47 249,358 315,901 -15,495
Jun11 110407 109.34 111.02 108.87 110.88 +1.40 105,482 185,607 +12,204
Jul11 110407 109.79 111.47 109.49 111.37 +1.32 40,843 136,535 +6,627
Aug11 110407 110.07 111.73 109.83 111.66 +1.27 19,985 49,275 +948
Sep11 110407 110.32 111.85 110.15 111.85 +1.24 15,205 60,284 +241
Oct11 110407 110.34 111.96 110.34 111.96 +1.19 8,756 36,814 +410
Nov11 110407 110.57 111.95 110.32 111.95 +1.14 6,186 37,933 -276
Dec11 110407 110.30 111.97 110.23 111.87 +1.10 41,172 179,959 +692
Jan12 110407 110.12 111.65 110.12 111.65 +1.08 4,175 36,049 -445
Feb12 110407 110.32 111.39 110.14 111.39 +1.06 3,067 17,441 +217
Mar12 110407 110.03 111.12 109.91 111.12 +1.05 4,202 27,135 +1,189
Apr12 110407 110.78 110.82 110.77 110.82 +1.04 1,318 13,478 +433
May12 110407 109.45 110.48 109.38 110.48 +1.02 1,171 12,319 +12
Jun12 110407 109.36 110.12 109.05 110.12 +1.00 4,143 63,969 -138
Jul12 110407 109.68 109.68 109.68 109.68 +0.96 604 14,138 -129
Aug12 110407 109.22 109.22 109.22 109.22 +0.91 843 8,603 +462
Total Volume and Open Interest 523,365 1,566,762 +6,664
e-miNY Crude Oil(NYM)
Apr11 110321 102.050 103.350 101.650 102.325 +1.250 11,151 2,230 -312
May11 110407 108.625 110.450 108.225 110.300 +1.475 6,811 3,205 +28
Jun11 110407 109.225 111.000 108.900 110.875 +1.400 407 697 -14
Jul11 110407 109.750 111.375 109.650 111.375 +1.325 78 179 -19
Aug11 110407 111.300 111.650 111.300 111.650 +1.250 1 42 +0
Sep11 110407 111.850 111.850 111.675 111.850 +1.250 3 12 -2
Oct11 110407 111.950 111.950 111.950 111.950 +1.175 2 43 +1
Nov11 110407 111.950 111.950 111.950 111.950 +1.150 0 11 +0
Dec11 110407 110.025 111.875 110.025 111.875 +1.100 0 226 +0
Jan12 110407 111.650 111.650 111.650 111.650 +1.075 0 3 +0
Total Volume and Open Interest 7,302 4,561 -6
Heating Oil(NYM)
May11 110407 319.01 321.09 317.24 320.60 +1.48 43,963 104,115 -1,725
Jun11 110407 320.30 322.20 318.42 321.80 +1.35 17,257 56,916 +207
Jul11 110407 321.05 323.43 319.76 323.11 +1.27 8,205 34,401 -207
Aug11 110407 322.39 324.80 321.36 324.50 +1.27 6,062 23,569 +869
Sep11 110407 323.91 326.09 323.07 325.98 +1.38 4,450 15,083 +519
Oct11 110407 325.44 327.42 324.86 327.42 +1.43 1,551 7,956 +214
Nov11 110407 326.26 328.86 326.18 328.86 +1.44 973 8,031 +125
Dec11 110407 328.83 330.43 326.74 330.28 +1.45 6,305 26,621 -469
Jan12 110407 329.22 331.66 329.19 331.66 +1.43 569 8,273 +64
Feb12 110407 329.47 331.88 329.47 331.88 +1.38 305 3,595 +26
Mar12 110407 328.23 330.58 328.23 330.58 +1.28 309 2,265 +155
Apr12 110407 325.99 327.58 325.99 327.58 +1.18 41 683 +0
Total Volume and Open Interest 91,389 305,837 +216
Gasoline(NYMEX)
May11 110407 318.88 319.61 316.00 318.65 -0.64 48,044 103,837 +310
Jun11 110407 316.75 317.74 314.28 317.23 -0.26 23,921 49,286 +1,348
Jul11 110407 315.05 316.28 313.00 315.95 +0.07 12,621 27,727 -89
Aug11 110407 312.56 314.24 311.05 314.17 +0.30 7,050 14,890 -939
Sep11 110407 310.30 311.62 308.57 311.62 +0.55 6,762 20,021 +371
Oct11 110407 296.11 298.33 294.80 298.26 +0.93 3,241 16,741 -106
Nov11 110407 293.96 295.37 292.95 295.27 +1.02 1,716 5,780 +602
Dec11 110407 292.01 294.14 291.20 294.01 +1.15 1,868 24,115 -143
Jan12 110407 294.19 294.19 293.63 294.19 +1.21 333 5,809 +253
Feb12 110407 295.57 295.57 295.57 295.57 +1.21 15 2,303 +1
Total Volume and Open Interest 105,603 286,614 +1,630
e-miNY RBOB Gasoline(NYM)
May11 110407 318.70 318.70 318.65 318.70 -0.60 0 3 +0
Jun11 110407 317.20 317.23 317.20 317.20 -0.30 0 1 +0
Jul11 110407 316.00 316.00 315.95 316.00 +0.10 0 1 +0
Aug11 110407 314.20 314.20 314.17 314.20 +0.30 0 1 +0
Total Volume and Open Interest 0 9 +0
Natural Gas(NYM)
May11 110407 4.145 4.160 4.033 4.057 -0.089 83,124 238,783 -7,676
Jun11 110407 4.222 4.228 4.106 4.126 -0.094 25,492 84,189 +1,059
Jul11 110407 4.291 4.310 4.190 4.209 -0.093 32,949 97,770 -1,261
Aug11 110407 4.328 4.357 4.240 4.259 -0.093 23,296 45,166 +1,758
Sep11 110407 4.357 4.371 4.256 4.275 -0.092 8,768 52,084 +443
Oct11 110407 4.395 4.423 4.310 4.327 -0.091 16,545 77,788 -241
Nov11 110407 4.602 4.604 4.497 4.521 -0.081 4,483 33,930 +210
Dec11 110407 4.820 4.853 4.760 4.787 -0.062 5,323 27,305 +30
Jan12 110407 4.972 4.981 4.890 4.923 -0.053 10,416 72,100 +1,380
Feb12 110407 4.960 4.960 4.877 4.909 -0.048 1,012 15,573 +219
Mar12 110407 4.880 4.893 4.815 4.844 -0.048 4,025 33,261 +710
Apr12 110407 4.740 4.765 4.679 4.712 -0.038 2,250 29,316 -109
May12 110407 4.757 4.782 4.710 4.744 -0.034 279 7,775 +49
Jun12 110407 4.815 4.825 4.750 4.783 -0.032 68 5,325 +5
Jul12 110407 4.866 4.866 4.810 4.829 -0.031 32 4,982 +18
Aug12 110407 4.870 4.895 4.835 4.856 -0.029 81 5,734 +0
Total Volume and Open Interest 218,965 906,245 -3,304
Brent Crude Oil(ICE)
May11 110407 122.35 122.89 121.38 122.67 +0.37 199,747 143,852 -3,953
Jun11 110407 121.67 122.50 121.01 122.26 +0.33 158,266 248,916 -2,718
Jul11 110407 121.08 122.06 120.65 121.90 +0.31 51,188 90,133 +2,081
Aug11 110407 120.71 121.68 120.32 121.55 +0.30 21,508 31,650 +1,711
Sep11 110407 120.34 121.29 119.96 121.17 +0.31 19,645 33,470 -2,536
Oct11 110407 119.96 120.92 119.63 120.81 +0.32 8,215 23,871 +201
Nov11 110407 119.57 120.45 119.28 120.44 +0.33 6,465 20,241 +121
Dec11 110407 119.19 120.21 118.85 120.07 +0.33 45,161 108,203 -607
Jan12 110407 119.60 119.75 118.81 119.73 +0.34 4,045 19,495 -668
Feb12 110407 119.37 119.37 119.37 119.37 +0.34 3,078 12,702 -442
Mar12 110407 118.52 119.00 118.52 119.00 +0.34 2,384 27,345 +509
Apr12 110407 118.60 118.60 118.60 118.60 +0.34 467 6,525 -121
May12 110407 118.17 118.17 118.17 118.17 +0.32 291 4,557 +60
Jun12 110407 117.42 117.74 116.65 117.72 +0.30 5,023 36,693 -368
Total Volume and Open Interest 539,023 922,118 -5,925
Gas Oil(ICE)
Apr11 110407 1023.50 1030.00 1019.00 1024.50 -1.00 51,497 78,988 -7,071
May11 110407 1022.50 1026.50 1015.00 1020.75 -1.00 89,584 133,682 -2,403
Jun11 110407 1015.75 1024.75 1013.50 1019.25 -1.00 52,875 87,944 +3,835
Jul11 110407 1016.00 1025.50 1014.25 1020.00 -1.00 15,968 35,944 -967
Aug11 110407 1018.50 1026.50 1017.25 1021.00 -1.25 8,301 26,255 +42
Sep11 110407 1018.25 1027.25 1017.75 1022.25 -1.25 7,876 42,537 +1,949
Oct11 110407 1019.50 1027.75 1019.50 1023.25 -1.25 3,911 26,729 -160
Nov11 110407 1018.75 1027.25 1018.75 1023.00 -1.00 1,371 20,703 -209
Dec11 110407 1019.25 1028.00 1017.50 1023.25 -0.75 9,453 62,270 +888
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 110407 2.700 2.700 2.690 2.694 -0.006 318 934 +28
Jun11 110407 2.688 2.695 2.677 2.681 -0.006 144 939 +94
Jul11 110407 2.681 2.682 2.671 2.677 -0.007 82 1,420 +10
Aug11 110407 2.652 2.660 2.642 2.647 -0.001 90 569 +11
Sep11 110407 2.559 2.566 2.545 2.554 -0.005 61 821 +10
Oct11 110407 2.431 2.431 2.424 2.428 -0.016 26 717 +11
Nov11 110407 2.411 2.415 2.398 2.404 -0.008 17 601 +12
Total Volume and Open Interest 888 7,308 +65
WTI Crude Oil(ICE
May11 110407 108.55 110.44 108.26 110.30 +1.47 59,721 83,711 +2,116
Jun11 110407 109.17 111.03 108.98 110.88 +1.40 34,404 88,095 +2,458
Jul11 110407 109.64 111.42 109.58 111.37 +1.32 13,157 55,915 +3,048
Aug11 110407 110.46 111.67 109.88 111.66 +1.27 6,398 22,271 +986
Sep11 110407 110.68 111.87 110.25 111.85 +1.24 7,942 28,305 -625
Oct11 110407 110.85 111.96 110.72 111.96 +1.19 3,415 18,561 -176
Nov11 110407 110.83 111.95 110.57 111.95 +1.14 2,207 14,205 +45
Dec11 110407 110.84 111.92 110.24 111.87 +1.10 22,089 89,285 -220
Jan12 110407 110.68 111.65 110.68 111.65 +1.08 801 12,666 +140
Feb12 110407 111.39 111.39 111.39 111.39 +1.06 490 2,733 +87
Mar12 110407 111.12 111.12 111.12 111.12 +1.05 697 10,282 -37
Apr12 110407 110.82 110.82 110.82 110.82 +1.04 288 2,982 +13
May12 110407 110.48 110.48 110.48 110.48 +1.02 414 1,519 +33
Jun12 110407 109.88 110.12 109.88 110.12 +1.00 2,277 28,818 -90
Jul12 110407 109.68 109.68 109.68 109.68 +0.96 27 691 +8
Aug12 110407 109.22 109.22 109.22 109.22 +0.91 32 343 +15
Total Volume and Open Interest 160,572 560,198 +9,500
US Dollar Index(ICE)
Jun11 110407 75.780 76.055 75.735 75.810 +0.052 23,699 49,776 -415
Sep11 110407 76.260 76.300 76.230 76.230 +0.058 31 531 -15
Dec11 110407 76.590 76.590 76.590 76.590 +0.057 0 1 +0
Total Volume and Open Interest 23,730 50,309 -430
Australian Dollar(CME)
Jun11 110407 103.48 104.23 103.28 103.67 +0.17 89,401 145,441 +1,291
Sep11 110407 102.58 102.81 102.05 102.40 +0.16 27 611 +9
Dec11 110407 101.23 101.23 101.09 101.23 +0.14 3 56 +3
Total Volume and Open Interest 89,431 146,108 +1,303
British Pound(CME)
Jun11 110407 163.15 163.65 162.46 163.01 -0.11 148,504 111,033 +11,587
Sep11 110407 162.83 162.90 162.46 162.70 -0.11 29 147 +6
Dec11 110407 162.36 162.46 162.36 162.36 -0.10 0 37 +0
Total Volume and Open Interest 148,533 111,219 +11,593
Canadian Dollar(CME)
Jun11 110407 103.94 104.34 103.76 104.12 +0.03 51,747 133,226 +3,494
Sep11 110407 103.65 104.04 103.50 103.84 +0.03 98 2,413 -1
Dec11 110407 103.40 103.79 103.40 103.53 +0.03 33 2,412 +15
Mar12 110407 103.31 103.40 102.95 103.20 +0.03 6 185 +6
Total Volume and Open Interest 51,885 138,257 +3,514
Japanese Yen(CME)
Jun11 110407 117.11 118.25 116.99 117.79 +0.66 125,532 119,757 +8,604
Sep11 110407 117.38 118.27 117.12 117.89 +0.66 135 812 +9
Dec11 110407 117.56 118.02 117.37 118.02 +0.65 0 56 -1
Total Volume and Open Interest 125,667 120,632 +8,612
Swiss Franc(CME)
Jun11 110407 108.88 109.30 108.72 109.18 +0.38 36,388 59,868 +1,114
Sep11 110407 109.10 109.30 108.86 109.24 +0.38 9 72 -7
Dec11 110407 109.40 109.40 108.91 109.28 +0.37 0 13 +0
Total Volume and Open Interest 36,397 59,954 +1,107
EuroFX(CME)
Jun11 110407 143.09 143.16 142.22 142.78 -0.36 258,552 234,057 +4,555
Sep11 110407 142.62 142.75 141.93 142.39 -0.36 288 1,849 -5
Dec11 110407 141.95 142.33 141.95 141.95 -0.38 0 70 +0
Total Volume and Open Interest 258,853 236,270 +4,553
Mexican Peso(CME)
Apr11 110407 849.0 849.0 848.0 849.0 +1.0      
May11 110407 845.5 845.5 844.5 845.5 +1.0      
Total Volume and Open Interest 23,460 158,825 +4,941
30-Year T-Bonds(CBOT)
Jun11 110407 118~170 119~000 118~170 118~210 -0~100      
Sep11 110407 117~090 117~150 117~010 117~040 -0~110 43 379 +24
Dec11 110407 115~210 116~000 115~210 115~210 -0~110      
Total Volume and Open Interest 305,984 593,161 -645
10-Year T-Notes(CBOT)
Jun11 110407 118~115 118~225 118~040 118~150 +0~030 1,156,248 1,604,635 +6,057
Sep11 110407 116~220 117~030 116~220 117~015 +0~035 703 734 +632
Dec11 110407 116~015 116~015 115~300 116~015 +0~035 0 4 +0
Total Volume and Open Interest 1,156,951 1,605,373 +6,689
5-Year T-Notes(CBOT)
Jun11 110407 116~045 116~086 116~029 116~070 +0~025 625,226 1,301,221 +11,050
Sep11 110407 115~000 115~038 115~000 115~030 +0~025 975 1,159 +930
Dec11 110407 114~054 114~054 114~029 114~054 +0~025      
Total Volume and Open Interest 626,201 1,302,380 +11,980
2 Year T-Notes(CBOT)
Jun11 110407 108~122 109~009 108~118 109~005 +0~012 317,688 971,544 +22,191
Sep11 110407 108~050 108~057 108~047 108~057 +0~010 110 112 +101
Dec11 110407 107~123 107~123 107~113 107~123 +0~010      
Total Volume and Open Interest 317,798 971,656 +22,292
Eurodollars(CME)
Jun11 110407 99.685 99.700 99.680 99.695 +0.015 290,679 1,066,017 -212
Sep11 110407 99.575 99.610 99.570 99.600 +0.030 288,273 1,367,806 -2,009
Dec11 110407 99.380 99.430 99.370 99.420 +0.045 363,152 1,448,545 +13,315
Mar12 110407 99.095 99.150 99.080 99.145 +0.055 356,510 1,393,615 +14,882
Jun12 110407 98.715 98.785 98.695 98.775 +0.065 439,642 1,033,682 +21
Sep12 110407 98.315 98.395 98.295 98.375 +0.065 255,776 659,669 -3,728
Dec12 110407 97.940 98.025 97.915 98.000 +0.065 268,694 476,509 +8,424
Mar13 110407 97.635 97.715 97.605 97.690 +0.060 228,760 324,755 +9,198
Jun13 110407 97.355 97.440 97.330 97.410 +0.055 129,952 264,026 +1,103
Sep13 110407 97.095 97.190 97.075 97.150 +0.050 85,180 243,101 +6,725
Dec13 110407 96.850 96.940 96.830 96.905 +0.045 60,562 188,860 +537
Mar14 110407 96.645 96.730 96.620 96.690 +0.040 65,728 174,097 +2,683
Jun14 110407 96.435 96.515 96.410 96.475 +0.030 14,809 111,331 -99
Sep14 110407 96.235 96.315 96.210 96.270 +0.020 12,073 63,022 -120
Dec14 110407 96.035 96.105 96.005 96.065 +0.015 10,845 78,262 +827
Mar15 110407 95.880 95.940 95.840 95.900 +0.010 9,720 57,715 -450
Jun15 110407 3.955 4.015 3.925 3.985 +0.010 7,240 34,873 -37
Sep15 110407 3.810 3.870 3.775 3.835 +0.010 6,031 37,624 +584
Total Volume and Open Interest 2,926,404 9,254,557 +53,898
30 Day Federal Funds(CBOT)
Apr11 110407 99.895 99.895 99.893 99.893 unch 14,694 75,319 -4,171
May11 110407 99.885 99.890 99.885 99.885 unch 18,029 70,181 -5,718
Jun11 110407 99.870 99.875 99.865 99.870 unch 9,972 55,651 +1,082
Jul11 110407 99.850 99.860 99.845 99.855 +0.005 11,115 49,169 -559
Aug11 110407 99.825 99.835 99.825 99.830 +0.005 7,200 42,876 +1,735
Sep11 110407 99.805 99.825 99.800 99.815 +0.005 3,936 31,471 +463
Total Volume and Open Interest 102,627 638,687 -7,497
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 110407 99.673 99.673 99.673 99.673 unch 0 750 +600
Sep11 110407 99.670 99.670 99.670 99.670 unch      
Dec11 110407 99.662 99.662 99.662 99.662 unch 0 75 +0
Mar12 110407 99.647 99.647 99.647 99.647 unch      
Jun12 110407 99.675 99.675 99.675 99.675 unch      
Sep12 110407 99.605 99.605 99.605 99.605 unch      
Dec12 110407 99.565 99.565 99.565 99.565 unch      
Mar13 110407 99.565 99.565 99.565 99.565 unch      
Jun13 110407 99.520 99.520 99.520 99.520 unch      
Sep13 110407 99.380 99.380 99.380 99.380 unch      
Total Volume and Open Interest 0 825 +600
3-Mth Euro-Yen(SGX)
Jun11 110407 99.67 99.67 99.67 99.67 unch 1 3,829 +473
Sep11 110407 99.67 99.67 99.67 99.67 unch 0 1,221 +0
Dec11 110407 99.66 99.66 99.66 99.66 unch 0 1,991 -25
Mar12 110407 99.65 99.65 99.65 99.65 unch 105 2,952 +0
Jun12 110407 99.68 99.68 99.68 99.68 unch 0 1,254 +0
Sep12 110407 99.61 99.61 99.61 99.61 unch 0 411 +0
Dec12 110407 99.57 99.57 99.57 99.57 unch 0 24 +0
Mar13 110407 99.57 99.57 99.57 99.57 unch 0 1 +0
Total Volume and Open Interest 106 11,683 +448
Japanese Gov't Bonds(SGX)
Jun11 110407 138.71 138.85 138.63 138.67 -0.67 1,582 13,088 -116
Sep11 110407 137.77 137.77 137.77 137.77 -0.33 0 1 +0
Dec11 110407 135.68 135.68 135.68 135.68 -0.33      
Total Volume and Open Interest 1,925 11,966 -1,078
Euro-Bund(EUREX)
Jun11 110407 120.55 120.82 120.30 120.71 +0.09 742,115 1,348,670 +57,044
Sep11 110407 120.04 120.28 119.88 120.21 +0.05 77 2,376 +4
Dec11 110407 119.59 119.59 119.59 119.59 +0.09      
Total Volume and Open Interest 742,192 1,351,046 +57,048
Euro-Bobl(EUREX)
Jun11 110407 114.19 114.36 114.02 114.27 +0.02 349,067 1,054,571 +243,331
Sep11 110407 113.57 113.57 113.57 113.57 +0.02 50 16,100 +26
Dec11 110407 113.72 113.72 113.72 113.72 +0.02      
Total Volume and Open Interest 349,117 1,070,671 +62,701
3-Mth Euribor(EUREX)
Jun11 110407 98.480 98.485 98.450 98.450 -0.025 81 11,532 +16
Sep11 110407 98.145 98.145 98.130 98.130 -0.010 48 2,686 +0
Dec11 110407 97.875 97.880 97.860 97.870 unch 7 5,310 +10
Total Volume and Open Interest 209 22,135 +48
Long Gilt(LIFFE)
Jun11 110407 116~12 116~25 116~07 116~20 +0~01 131,650 289,114 -3,340
Sep11 110407 115~21 115~21 115~21 115~21 -0~31      
Total Volume and Open Interest 131,650 289,114 -3,340
3-Mth Short Sterling(LIFFE)
Jun11 110407 98.95 99.00 98.94 98.98 +0.03 71,033 444,035 +13,695
Sep11 110407 98.74 98.79 98.73 98.78 +0.04 66,783 348,067 -2,612
Dec11 110407 98.50 98.55 98.48 98.54 +0.04 52,785 346,603 +1,934
Mar12 110407 98.22 98.29 98.21 98.27 +0.04 68,972 295,011 -1,838
Jun12 110407 97.93 97.98 97.91 97.96 +0.04 79,141 200,023 +4,327
Sep12 110407 97.61 97.68 97.60 97.66 +0.04 59,695 148,153 +8,070
Total Volume and Open Interest 489,427 2,090,805 +29,040
3-Mth Euribor(LIFFE)
Jun11 110407 98.475 98.485 98.435 98.450 -0.025 102,584 740,151 -3,685
Sep11 110407 98.145 98.155 98.105 98.130 -0.010 74,009 641,150 +993
Dec11 110407 97.870 97.905 97.840 97.870 unch 114,898 579,671 +11,115
Total Volume and Open Interest 654,143 3,515,206 +13,856
3-Mth Aus T-Bills(SFE)
Jun11 110407 95.09 95.10 95.06 95.07 -0.03 15,303 188,513 -5,573
Sep11 110407 95.04 95.05 94.98 94.99 -0.06 16,264 215,267 -3,831
Dec11 110407 94.95 94.95 94.86 94.87 -0.08 13,331 123,934 -1,087
Mar12 110407 94.82 94.82 94.73 94.74 -0.09 12,078 65,901 +3,641
Jun12 110407 94.70 94.71 94.61 94.63 -0.08 1,368 44,466 +46
Sep12 110407 94.59 94.61 94.52 94.52 -0.09 801 40,975 -1,079
Dec12 110407 94.49 94.51 94.42 94.43 -0.08 654 18,604 -107
Mar13 110407 94.41 94.42 94.36 94.36 -0.09 374 8,004 +176
Jun13 110407 94.33 94.33 94.30 94.30 -0.08 0 1,018 +0
Sep13 110407 94.23 94.23 94.23 94.23 -0.08 0 901 +0
Total Volume and Open Interest 60,173 708,440 -7,814
10-Year Aus T-Bonds(SFE)
Jun11 110407 94.44 94.45 94.36 94.39 -0.05 66,252 356,202 -503
Sep11 110407 94.39 94.39 94.39 94.39 -0.05      
Total Volume and Open Interest 66,252 356,202 -503
3-Year Aus T-Bonds(SFE)
Jun11 110407 94.91 94.92 94.81 94.83 -0.09 129,440 531,395 -59,453
Sep11 110407 94.83 94.83 94.83 94.83 -0.09      
Total Volume and Open Interest 129,440 531,395 +28,430
Gold(CMX)
Apr11 110407 1459.7 1462.5 1453.9 1458.5 +0.8 2,609 2,722 -1,626
Jun11 110407 1460.1 1466.5 1453.7 1459.3 +0.8 166,355 359,408 +20,320
Aug11 110407 1463.9 1466.1 1456.1 1460.6 +0.8 1,954 35,577 +82
Oct11 110407 1463.7 1468.5 1458.6 1462.0 +0.8 1,010 6,277 -250
Dec11 110407 1466.6 1469.8 1457.8 1463.5 +0.8 1,885 32,255 -300
Feb12 110407 1463.2 1471.5 1460.5 1465.2 +0.7 40 7,153 -4
Apr12 110407 1466.7 1467.2 1466.7 1467.2 +0.6 197 5,270 +146
Jun12 110407 1468.2 1472.0 1468.1 1469.8 +0.5 518 6,873 +88
Aug12 110407 1472.8 1472.8 1472.8 1472.8 +0.5 1 2,372 +1
Oct12 110407 1476.5 1476.5 1476.5 1476.5 +0.5 460 3,504 +460
Dec12 110407 1481.2 1481.2 1481.2 1481.2 +0.4 1,291 12,208 +1,082
Feb13 110407 1486.7 1486.7 1486.7 1486.7 +0.3 1 1 +1
Total Volume and Open Interest 178,825 508,956 +20,941
Silver(CMX)
May11 110407 3950.5 3971.0 3920.0 3955.2 +16.5 79,389 73,132 +853
Jul11 110407 3959.5 3973.0 3922.5 3958.1 +16.7 6,756 25,102 +517
Sep11 110407 3943.0 3971.0 3933.0 3960.0 +16.8 449 7,476 +62
Dec11 110407 3965.0 3974.0 3936.0 3961.8 +17.0 1,499 17,085 +110
Mar12 110407 3955.5 3973.0 3953.0 3960.8 +16.9 115 1,848 +41
May12 110407 3960.6 3960.6 3960.6 3960.6 +16.9 60 499 +54
Jul12 110407 3960.1 3960.1 3960.1 3960.1 +16.9 2 1,443 +1
Total Volume and Open Interest 88,589 143,013 +1,745
Platinum(NYMEX)
Apr11 110407 1786.9 1790.6 1781.3 1790.6 -7.2 21 120 -11
Jul11 110407 1796.0 1809.2 1777.1 1790.6 -7.2 5,910 32,656 +616
Oct11 110407 1786.1 1794.4 1785.3 1794.2 -7.2 237 1,141 +186
Jan12 110407 1795.9 1795.9 1795.9 1795.9 -7.2 1 14 +0
Total Volume and Open Interest 6,171 33,967 +791
Palladium(NYMEX)
Jun11 110407 785.05 795.40 773.15 780.25 -4.35 4,070 20,738 +417
Sep11 110407 780.70 786.10 777.15 781.70 -4.30 17 569 +8
Dec11 110407 783.70 783.70 783.70 783.70 -3.80 2 17 +0
Total Volume and Open Interest 4,089 21,328 +421
Copper(CMX)
May11 110407 437.30 443.70 435.00 441.65 +4.65 32,009 77,392 -1,229
Jul11 110407 439.60 445.25 436.80 443.50 +4.70 4,705 35,905 +843
Sep11 110407 438.75 445.90 438.55 444.85 +4.80 440 9,757 +288
Dec11 110407 440.25 446.65 439.45 445.65 +4.80 251 5,979 +138
Mar12 110407 445.70 445.90 445.40 445.90 +4.75 1 2,054 +1
Total Volume and Open Interest 37,880 134,293 +53
DJIA Index(CBOT)
Jun11 110407 12359 12390 12270 12351 -6 601 12,579 +44
Sep11 110407 12283 12289 12283 12283 -6 0 6 +0
Dec11 110407 12216 12222 12216 12216 -6 0 1 +0
Mar12 110407 12158 12164 12158 12158 -6      
Total Volume and Open Interest 601 12,586 +44
S & P 500(CME)
Jun11 110407 1329.20 1335.00 1322.50 1328.50 -0.40 11,366 296,590 -260
Sep11 110407 1323.00 1329.60 1317.60 1323.20 -0.40 0 4,047 -8
Dec11 110407 1318.10 1324.50 1312.50 1318.10 -0.40 0 1,714 +0
Mar12 110407 1313.50 1319.90 1307.90 1313.50 -0.40      
Total Volume and Open Interest 11,366 302,356 -268
S & P 500 E-Mini(Globex)
Jun11 110407 1328.50 1329.00 1328.25 1328.50 -0.75      
Sep11 110407 1324.25 1329.25 1318.50 1323.25 -0.25 608 6,036 -44
Total Volume and Open Interest 1,558,899 2,682,037 +28,860
NASDAQ 100(CME)
Jun11 110407 2326.80 2344.50 2312.00 2329.30 +3.80 3,345 17,939 +1,226
Sep11 110407 2325.00 2333.00 2320.00 2325.00 +3.70 2 3 +2
Dec11 110407 2322.50 2322.50 2321.50 2322.50 +3.70      
Total Volume and Open Interest 3,347 17,942 +1,228
NASDAQ 100 E-Mini(Globex)
Jun11 110407 2325.50 2344.30 2311.80 2329.30 +3.80 246,330 360,711 +699
Sep11 110407 2320.00 2335.00 2314.50 2325.00 +3.70 148 281 +28
Total Volume and Open Interest 246,478 360,997 +727
S & P Midcap 400(CME)
Jun11 110407 992.90 1002.00 992.00 992.90 -4.60 109 1,476 +109
Sep11 110407 990.70 991.30 990.70 990.70 -4.60      
Dec11 110407 989.10 989.70 989.10 989.10 -4.60      
Total Volume and Open Interest 109 1,476 +109
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Jun11 110407 9655 9705 9420 9525 -150 7,727 57,175 +65
Sep11 110407 9555 9585 9555 9555 -150 0 8 +0
Total Volume and Open Interest 7,727 57,183 +65
Nikkei 225(SGX)
Jun11 110407 9665 9695 9580 9595 -10 96,458 230,560 +4,368
Sep11 110407 9655 9660 9590 9595 -5 37 1,328 +9
Dec11 110407 9540 9540 9540 9540 -10 0 5,359 +0
Total Volume and Open Interest 96,946 275,894 +5,862
CAC 40(EURONEXT)
Apr11 110407 4046.0 4072.5 4022.5 4027.5 -21.5 97,173 266,820 +8,335
May11 110407 3986.0 4000.5 3955.0 3958.5 -22.0 121 1,310 +98
Jun11 110407 3942.0 3952.0 3913.5 3914.5 -22.5 367 26,925 -164
Total Volume and Open Interest 97,661 295,055 +8,269
Hang Seng Index(HKFE)
Apr11 110407 24318 24380 24209 24302 +8 71,270 85,355 +1,456
May11 110407 24145 24160 24010 24101 +7 833 1,472 +319
Jun11 110407 24060 24060 23888 23977 +6 1,046 5,655 -240
Total Volume and Open Interest 73,348 93,621 +1,551
DAX(EUREX)
Jun11 110407 7224.0 7261.0 7192.5 7200.5 -36.0 106,986 234,532 +13,126
Sep11 110407 7258.0 7285.0 7220.0 7225.5 -36.0 173 5,209 -43
Dec11 110407 7289.5 7289.5 7256.0 7256.0 -36.5 37 537 +374
Total Volume and Open Interest 107,196 240,278 +13,457
FT-SE 100(EURONEXT)
Jun11 110407 5995.00 6013.00 5959.50 5977.00 -25.00 70,928 603,108 +743
Sep11 110407 5963.00 5963.00 5943.00 5943.00 -25.00 10 504 +0
Dec11 110407 5929.50 5929.50 5925.50 5925.50 -25.00 2 192 +2
Total Volume and Open Interest 70,940 603,804 +745
SPI 200(SFE)
Jun11 110407 4940.0 4968.0 4918.0 4938.0 -3.0 35,094 185,212 +4,924
Sep11 110407 4950.0 4951.0 4925.0 4925.0 -4.0 1 3,564 +1
Dec11 110407 4949.0 4949.0 4949.0 4949.0 -3.0 3 2,702 -60
Total Volume and Open Interest 35,456 192,952 +4,980
GSCI(CME)
Apr11 110407 87.64 90.89 82.64 89.34 +2.70 67 12,800 -27
May11 110407 88.64 91.64 84.14 90.64 +2.95 20 616 +20
Jun11 110407 92.34 93.14 87.14 92.34 +2.95 0 1 +0
Total Volume and Open Interest 87 13,417 -7
Reuters CCI(ICE)
Jun11 110407 365.10 365.10 365.10 365.10 +1.00      
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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