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MRCI's End of Day Prices

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MRCI's End of Day Prices
Daily Futures Price Listing Fri April 08, 2011
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
May11 110408 1363.00 1394.00 1362.50 1392.25 +28.75 88,358 197,314 -5,280
Jul11 110408 1374.75 1405.50 1374.75 1403.75 +28.25 58,235 174,328 +7,329
Aug11 110408 1375.50 1405.00 1375.50 1404.00 +28.50 4,269 12,167 +336
Sep11 110408 1387.25 1401.25 1380.00 1401.00 +28.50 4,403 14,830 +1,570
Nov11 110408 1365.00 1396.25 1365.00 1396.00 +30.50 31,888 186,271 +4,921
Jan12 110408 1371.00 1402.00 1371.00 1402.00 +30.50 1,004 22,721 -195
Mar12 110408 1372.50 1398.00 1368.00 1398.00 +30.00 283 12,967 +86
Total Volume and Open Interest 189,929 643,311 +9,125
Soybean Meal(CBOT)
May11 110408 351.50 357.50 350.40 357.20 +6.30 30,585 70,251 -2,163
Jul11 110408 356.70 362.60 355.60 362.60 +6.30 19,247 59,077 +1,577
Aug11 110408 358.00 364.50 358.00 364.50 +6.60 3,672 16,781 +1,004
Sep11 110408 359.70 364.30 358.70 364.30 +6.30 1,347 12,777 +84
Oct11 110408 355.30 361.80 355.10 361.80 +5.90 2,205 12,874 +29
Dec11 110408 355.30 361.90 354.90 361.90 +6.20 8,607 40,346 +1,493
Jan12 110408 358.30 363.20 357.00 363.20 +6.00 123 3,230 -22
Mar12 110408 358.80 363.60 357.70 363.60 +5.90 23 2,955 -20
Total Volume and Open Interest 66,152 223,498 +2,002
Soybean Oil(CBOT)
May11 110408 58.29 59.94 58.29 59.77 +1.45 54,535 129,670 -3,953
Jul11 110408 58.94 60.55 58.92 60.39 +1.45 33,576 122,893 +5,933
Aug11 110408 59.14 60.74 59.13 60.60 +1.46 3,744 15,405 +208
Sep11 110408 59.34 60.92 59.34 60.80 +1.46 1,566 13,964 -85
Oct11 110408 59.31 60.84 59.31 60.77 +1.46 783 13,748 +161
Dec11 110408 59.38 60.98 59.38 60.82 +1.44 12,336 70,707 -2,668
Jan12 110408 60.00 61.03 60.00 60.92 +1.45 72 3,077 +0
Mar12 110408 60.09 60.83 60.01 60.83 +1.45 89 4,044 +14
Total Volume and Open Interest 107,026 376,991 -357
Canola(WCE)
May11 110408 583.8 591.6 578.6 588.9 +6.8 7,640 56,686 -496
Jul11 110408 591.0 600.2 587.9 597.8 +7.1 2,903 46,458 +1,117
Nov11 110408 575.4 585.9 573.2 583.5 +8.1 1,817 69,664 +552
Jan12 110408 585.8 592.4 580.7 590.0 +8.7 129 4,106 -61
Mar12 110408 590.8 595.9 588.0 592.4 +8.6 8 986 +8
Total Volume and Open Interest 12,545 179,848 +1,151
Corn(CBOT)
May11 110408 759.00 769.25 751.25 768.00 +9.00 139,675 474,958 -12,736
Jul11 110408 766.00 776.00 758.00 774.00 +7.75 108,624 467,861 +18,372
Sep11 110408 702.00 711.50 698.00 711.00 +9.00 22,209 112,941 +3,055
Dec11 110408 644.00 653.00 642.25 653.00 +8.75 43,968 422,553 +3,668
Mar12 110408 652.50 662.50 650.75 662.50 +10.00 2,404 66,211 +200
May12 110408 658.25 669.00 653.75 669.00 +10.25 626 10,610 +54
Total Volume and Open Interest 318,688 1,631,128 +12,619
Wheat(CBOT)
May11 110408 772.25 802.25 765.75 797.50 +24.25 45,490 144,821 -2,566
Jul11 110408 808.75 836.75 801.75 832.25 +23.25 28,299 166,993 +5,019
Sep11 110408 843.50 871.00 838.75 867.50 +22.25 7,414 49,291 +1,036
Dec11 110408 873.75 900.50 865.50 896.50 +21.50 7,237 97,936 +1,498
Mar12 110408 898.50 925.00 894.00 921.25 +19.75 980 11,378 +130
Total Volume and Open Interest 90,249 497,294 +5,446
Wheat(KCBT)
May11 110408 922.75 937.75 914.00 932.75 +10.00 12,564 61,154 -132
Jul11 110408 935.75 948.25 925.00 943.00 +9.25 10,042 78,211 +1,448
Sep11 110408 946.50 961.50 940.00 957.00 +10.00 3,373 22,040 +916
Dec11 110408 961.50 977.75 952.50 972.00 +10.75 4,379 25,725 +1,781
Mar12 110408 966.50 982.50 961.25 978.50 +10.25 152 2,555 +5
Total Volume and Open Interest 30,639 195,327 +4,084
Wheat(MGE)
May11 110408 941.75 958.00 933.25 953.25 +12.50 4,145 15,183 -1,004
Jul11 110408 950.50 966.75 941.75 961.25 +11.25 1,806 16,036 +303
Sep11 110408 953.25 966.50 946.25 963.25 +11.25 734 14,507 +87
Dec11 110408 960.75 977.75 953.50 973.25 +12.00 410 11,697 +57
Mar12 110408 967.00 984.50 959.25 981.00 +13.75 74 1,646 +30
Total Volume and Open Interest 7,229 60,815 -476
Oats(CBOT)
May11 110408 377.50 393.50 377.50 393.50 +20.00 668 4,673 -66
Jul11 110408 385.00 402.00 385.00 402.00 +20.00 528 6,428 +171
Sep11 110408 401.00 409.00 401.00 409.00 +20.00 15 202 +2
Dec11 110408 404.00 416.25 400.75 415.25 +18.75 137 2,575 +42
Total Volume and Open Interest 1,348 13,881 +149
Rough Rice(CBOT)
May11 110408 13.60 13.88 13.52 13.69 +0.06 986 10,893 -88
Jul11 110408 13.90 14.15 13.84 14.01 +0.07 506 8,648 +221
Sep11 110408 14.65 14.90 14.62 14.78 +0.06 155 3,799 -6
Nov11 110408 14.94 15.15 14.93 15.07 +0.07 31 892 +2
Total Volume and Open Interest 1,679 24,644 +130
Live Cattle(CME)
Apr11 110408 119.650 120.230 118.680 118.830 -1.070 9,625 24,170 -3,858
Jun11 110408 117.830 118.385 116.885 116.950 -0.700 27,909 183,677 -282
Aug11 110408 118.750 119.680 118.500 118.680 -0.400 8,254 83,896 +1,138
Oct11 110408 123.000 123.800 122.750 122.930 -0.355 6,085 47,592 +838
Dec11 110408 123.480 124.430 123.430 123.680 -0.355 3,114 37,654 +312
Feb12 110408 123.300 123.980 123.200 123.385 -0.515 1,266 9,650 -364
Total Volume and Open Interest 56,496 391,449 -2,152
Feeder Cattle(CME)
Apr11 110408 134.900 135.785 134.600 134.600 -0.530 717 3,045 -251
May11 110408 136.000 136.500 135.485 135.500 -0.235 2,578 13,056 -437
Aug11 110408 139.035 139.575 138.435 138.550 -0.500 3,317 20,163 +463
Sep11 110408 138.650 139.400 138.500 138.850 -0.250 1,180 3,803 +367
Oct11 110408 138.500 139.285 138.050 138.575 -0.125 273 2,017 +113
Nov11 110408 138.250 138.950 137.575 137.735 -0.645 69 1,097 +9
Jan12 110408 136.700 136.750 136.550 136.735 -0.090 40 237 +14
Total Volume and Open Interest 8,177 43,428 +280
Lean Hogs(CME)
Apr11 110408 93.000 93.535 92.700 93.150 +0.400 5,898 14,119 -969
May11 110408 100.950 101.200 100.285 100.980 +0.530 248 4,526 +18
Jun11 110408 100.350 101.100 100.250 100.650 +0.550 16,045 95,635 -736
Jul11 110408 100.500 100.950 100.200 100.400 +0.265 2,442 30,452 +332
Aug11 110408 101.135 101.600 100.700 100.885 +0.035 3,643 37,898 +892
Oct11 110408 92.430 92.900 92.180 92.850 +0.420 3,161 29,428 -547
Dec11 110408 88.700 89.730 88.700 89.480 +0.080 794 21,281 -6
Feb12 110408 89.000 89.800 89.000 89.600 +0.250 330 4,902 +18
Total Volume and Open Interest 32,692 243,060 -935
Class III Milk(CME)
Apr11 110408 16.64 16.73 16.56 16.71 +0.12 85 5,337 -16
May11 110408 16.69 17.16 16.69 17.08 +0.38 131 5,534 +6
Jun11 110408 17.00 17.35 16.88 17.34 +0.46 256 4,240 +41
Jul11 110408 17.50 17.75 17.40 17.70 +0.30 65 3,157 +4
Aug11 110408 17.84 18.00 17.82 17.88 +0.13 36 3,051 +10
Total Volume and Open Interest 719 33,572 +106
Cocoa(ICE)
May11 110408 2991 3019 2941 2974 -13 13,051 31,343 -6,469
Jul11 110408 3001 3018 2947 2985 -17 9,574 61,876 +6,424
Sep11 110408 3040 3040 2960 2999 -18 920 19,561 +555
Dec11 110408 3037 3050 2985 3026 -14 654 20,835 +181
Mar12 110408 3085 3085 3036 3073 -12 31 23,563 +17
May12 110408 3052 3065 3052 3065 -12 2 5,771 +1
Jul12 110408 3052 3060 3052 3060 -10 0 547 +0
Total Volume and Open Interest 24,253 167,780 +730
Coffee "C"(ICE)
May11 110408 272.80 278.50 272.10 274.95 +2.15 11,875 50,906 -760
Jul11 110408 275.65 281.25 274.90 277.85 +2.20 5,024 41,177 +1,202
Sep11 110408 277.75 283.50 277.75 280.30 +2.20 1,227 12,156 +197
Dec11 110408 280.40 285.55 280.30 282.50 +2.10 464 15,409 +154
Mar12 110408 282.00 287.25 282.00 284.15 +1.95 102 2,923 +12
May12 110408 283.00 288.25 283.00 285.35 +1.90 81 1,646 +55
Total Volume and Open Interest 18,820 125,301 +892
Orange Juice(ICE)
May11 110408 165.55 167.10 163.60 166.75 +1.55 871 13,461 -591
Jul11 110408 161.50 163.00 159.70 162.80 +1.70 466 9,583 +614
Sep11 110408 156.65 159.80 156.65 159.50 +1.30 33 1,370 +65
Nov11 110408 154.30 156.75 154.30 156.75 +1.30 11 833 -5
Jan12 110408 154.25 156.15 154.25 156.15 +0.95 11 163 +9
Mar12 110408 156.20 156.20 156.20 156.20 +0.95 0 40 +0
Total Volume and Open Interest 1,392 25,457 +92
Sugar #11(ICE)
May11 110408 26.54 26.78 25.51 25.66 -0.84 50,510 191,505 -2,751
Jul11 110408 25.35 25.54 24.66 24.88 -0.39 39,012 213,688 +6,879
Oct11 110408 24.94 25.08 24.47 24.67 -0.27 21,097 98,405 +4,718
Mar12 110408 24.56 24.69 24.26 24.48 -0.12 8,162 65,196 -386
May12 110408 24.05 24.10 23.75 24.02 -0.03 3,003 18,599 -57
Total Volume and Open Interest 124,527 635,293 +8,678
London Cocoa(LCE)
May11 110408 1913 1929 1883 1898 -23 5,121 45,953 -351
Jul11 110408 1905 1921 1871 1889 -25 4,196 52,383 +726
Sep11 110408 1919 1934 1885 1904 -23 2,367 28,302 -398
Dec11 110408 1933 1947 1900 1915 -26 1,777 29,723 -300
Mar12 110408 1946 1963 1915 1929 -25 902 25,905 +556
May12 110408 1950 1970 1928 1935 -24 74 6,759 +14
Jul12 110408 1960 1966 1935 1937 -26 0 3,516 +0
Total Volume and Open Interest 14,437 201,092 +247
London Sugar(LCE)
Aug11 110408 662.30 667.70 648.90 651.60 -3.80 2,272 24,629 +908
Oct11 110408 652.80 655.60 640.10 642.50 -3.80 703 6,425 +229
Dec11 110408 647.00 647.00 633.50 636.60 -3.00 50 1,981 +43
Mar12 110408 635.00 638.70 627.10 631.70 -0.80 35 1,434 +17
May12 110408 618.70 618.90 614.50 617.10 +3.10 70 902 +56
Total Volume and Open Interest 7,890 59,260 +784
Cotton(ICE)
May11 110408 208.22 212.40 201.25 202.97 -5.25 7,325 70,654 +282
Jul11 110408 194.50 198.07 188.50 189.90 -4.67 12,672 55,727 +1,233
Oct11 110408 163.04 163.04 160.76 160.76 -3.88 69 431 +11
Dec11 110408 137.54 138.85 135.69 138.08 +0.14 8,240 59,824 +1,434
Mar12 110408 128.95 130.35 127.81 129.46 +0.21 1,050 6,427 +127
May12 110408 122.00 122.02 120.00 121.89 +0.09 512 1,775 +198
Total Volume and Open Interest 30,203 199,158 +3,469
Lumber(CME)
May11 110408 270.1 270.9 257.1 257.2 -14.9 346 3,895 -80
Jul11 110408 288.0 289.5 274.5 279.9 -9.2 565 4,768 +3
Sep11 110408 293.0 296.5 285.1 291.0 -7.0 115 1,272 +8
Nov11 110408 296.0 297.2 286.0 287.5 -13.5 47 136 +30
Total Volume and Open Interest 1,073 10,073 -39
Crude Oil(NYM)
May11 110408 110.32 113.18 110.11 112.79 +2.49 255,598 303,406 -12,495
Jun11 110408 110.88 113.79 110.64 113.37 +2.49 102,162 187,849 +2,242
Jul11 110408 111.24 114.26 111.12 113.86 +2.49 54,678 142,535 +6,000
Aug11 110408 111.50 114.52 111.35 114.14 +2.48 20,177 53,168 +3,893
Sep11 110408 112.46 114.61 112.45 114.29 +2.44 12,711 60,028 -256
Oct11 110408 112.52 114.67 112.52 114.35 +2.39 7,799 36,897 +83
Nov11 110408 111.87 114.61 111.87 114.29 +2.34 5,678 37,295 -638
Dec11 110408 111.64 114.50 111.64 114.18 +2.31 32,722 178,543 -1,416
Jan12 110408 112.14 113.98 112.14 113.94 +2.29 2,996 35,696 -353
Feb12 110408 110.80 114.00 110.80 113.67 +2.28 2,167 17,091 -350
Mar12 110408 112.23 113.71 112.23 113.40 +2.28 2,157 27,717 +582
Apr12 110408 111.95 113.10 111.95 113.10 +2.28 617 13,668 +190
May12 110408 111.70 112.74 111.70 112.74 +2.26 351 12,387 +68
Jun12 110408 110.50 112.65 110.50 112.37 +2.25 4,647 65,308 +1,339
Jul12 110408 111.91 111.91 111.91 111.91 +2.23 1,330 14,584 +446
Aug12 110408 111.45 111.45 111.45 111.45 +2.23 432 8,933 +330
Total Volume and Open Interest 522,046 1,569,111 +2,349
e-miNY Crude Oil(NYM)
Apr11 110321 102.050 103.350 101.650 102.325 +1.250 11,151 2,230 -312
May11 110408 110.275 113.225 110.125 112.800 +2.500 7,274 3,388 +183
Jun11 110408 111.175 113.800 110.650 113.375 +2.500 385 732 +35
Jul11 110408 111.200 114.225 111.200 113.850 +2.475 34 178 -1
Aug11 110408 112.975 114.150 112.975 114.150 +2.500 1 43 +1
Sep11 110408 112.850 114.300 112.850 114.300 +2.450 3 14 +2
Oct11 110408 112.675 114.350 112.675 114.350 +2.400 0 43 +0
Nov11 110408 113.775 114.300 113.775 114.300 +2.350 0 11 +0
Dec11 110408 112.500 114.175 112.500 114.175 +2.300 2 226 +0
Jan12 110408 112.975 113.950 112.975 113.950 +2.300 2 4 +1
Total Volume and Open Interest 7,702 4,783 +222
Heating Oil(NYM)
May11 110408 320.50 333.00 320.00 331.97 +11.37 51,339 101,838 -2,277
Jun11 110408 321.79 333.72 321.35 332.92 +11.12 27,752 57,691 +775
Jul11 110408 323.35 334.47 323.35 334.04 +10.93 12,267 35,109 +708
Aug11 110408 327.93 335.90 327.70 335.22 +10.72 6,159 24,621 +1,052
Sep11 110408 329.38 336.65 329.38 336.56 +10.58 4,756 14,631 -452
Oct11 110408 332.02 337.86 331.96 337.86 +10.44 1,116 7,987 +31
Nov11 110408 333.54 339.21 333.50 339.21 +10.35 583 8,043 +12
Dec11 110408 329.96 341.27 329.96 340.54 +10.26 6,853 27,444 +823
Jan12 110408 341.87 341.88 341.67 341.82 +10.16 917 8,585 +312
Feb12 110408 341.89 341.89 341.89 341.89 +10.01 200 3,715 +120
Mar12 110408 339.46 340.39 339.46 340.39 +9.81 355 2,416 +151
Apr12 110408 337.24 337.24 337.24 337.24 +9.66 521 1,029 +346
Total Volume and Open Interest 114,307 307,812 +1,975
Gasoline(NYMEX)
May11 110408 318.54 327.15 317.90 326.07 +7.42 51,209 99,626 -4,211
Jun11 110408 317.39 325.53 317.10 324.62 +7.39 31,067 49,910 +624
Jul11 110408 317.15 323.63 317.15 323.31 +7.36 12,640 28,609 +882
Aug11 110408 315.50 322.19 315.50 321.51 +7.34 5,717 15,142 +252
Sep11 110408 313.05 319.87 313.00 319.02 +7.40 5,713 20,036 +15
Oct11 110408 300.87 305.49 300.39 305.34 +7.08 3,227 17,131 +390
Nov11 110408 298.06 302.69 297.20 302.29 +7.02 1,665 6,349 +569
Dec11 110408 295.20 301.40 295.20 301.04 +7.03 3,121 24,572 +457
Jan12 110408 296.15 301.19 295.80 301.19 +7.00 384 5,940 +131
Feb12 110408 302.57 302.57 302.57 302.57 +7.00 91 2,369 +66
Total Volume and Open Interest 114,859 285,804 -810
e-miNY RBOB Gasoline(NYM)
May11 110408 326.10 326.10 326.07 326.10 +7.40 0 3 +0
Jun11 110408 324.60 324.62 324.60 324.60 +7.40 0 1 +0
Jul11 110408 323.30 323.31 323.30 323.30 +7.30 0 1 +0
Aug11 110408 321.50 321.51 321.50 321.50 +7.30 0 1 +0
Total Volume and Open Interest 0 9 +0
Natural Gas(NYM)
May11 110408 4.061 4.079 4.014 4.041 -0.016 129,319 236,931 -1,852
Jun11 110408 4.131 4.140 4.080 4.107 -0.019 44,436 89,233 +5,044
Jul11 110408 4.210 4.220 4.165 4.192 -0.017 52,725 106,501 +8,731
Aug11 110408 4.258 4.267 4.214 4.243 -0.016 23,219 51,546 +6,380
Sep11 110408 4.266 4.278 4.230 4.259 -0.016 10,020 53,672 +1,588
Oct11 110408 4.330 4.330 4.280 4.308 -0.019 13,826 76,983 -805
Nov11 110408 4.496 4.518 4.469 4.494 -0.027 5,680 33,553 -377
Dec11 110408 4.775 4.783 4.728 4.754 -0.033 4,666 27,410 +105
Jan12 110408 4.900 4.914 4.862 4.890 -0.033 8,312 72,450 +350
Feb12 110408 4.891 4.891 4.850 4.876 -0.033 1,167 15,614 +41
Mar12 110408 4.818 4.824 4.786 4.810 -0.034 2,696 33,214 -47
Apr12 110408 4.690 4.694 4.655 4.679 -0.033 3,598 30,006 +690
May12 110408 4.750 4.750 4.685 4.708 -0.036 305 7,776 +1
Jun12 110408 4.742 4.757 4.730 4.747 -0.036 47 5,326 +1
Jul12 110408 4.791 4.806 4.780 4.793 -0.036 113 4,995 +13
Aug12 110408 4.830 4.844 4.800 4.820 -0.036 61 5,702 -32
Total Volume and Open Interest 301,790 926,224 +19,979
Brent Crude Oil(ICE)
May11 110408 122.45 126.91 122.28 126.65 +3.98 154,915 129,900 -13,952
Jun11 110408 121.96 126.39 121.89 126.12 +3.86 122,427 249,130 +214
Jul11 110408 121.84 125.94 121.84 125.64 +3.74 41,280 91,612 +1,479
Aug11 110408 122.18 125.50 122.18 125.16 +3.61 21,017 33,260 +1,610
Sep11 110408 122.10 124.99 122.07 124.63 +3.46 12,339 33,398 -72
Oct11 110408 122.00 124.37 121.71 124.15 +3.34 6,350 23,741 -130
Nov11 110408 120.75 123.97 120.75 123.68 +3.24 4,801 19,886 -355
Dec11 110408 120.35 123.60 120.35 123.23 +3.16 36,280 105,975 -2,228
Jan12 110408 120.88 123.02 120.55 122.84 +3.11 2,550 18,988 -507
Feb12 110408 122.44 122.44 122.44 122.44 +3.07 1,980 12,726 +24
Mar12 110408 122.05 122.05 122.05 122.05 +3.05 2,038 27,714 +369
Apr12 110408 121.61 121.61 121.61 121.61 +3.01 953 6,025 -500
May12 110408 121.17 121.17 121.17 121.17 +3.00 288 4,576 +19
Jun12 110408 118.30 120.78 118.30 120.68 +2.96 2,958 37,169 +476
Total Volume and Open Interest 421,259 909,731 -12,387
Gas Oil(ICE)
Apr11 110408 1034.00 1064.50 1034.00 1053.00 +28.50 35,303 74,662 -4,326
May11 110408 1023.25 1060.50 1022.50 1048.25 +27.50 67,394 134,366 +684
Jun11 110408 1021.25 1058.00 1020.50 1046.00 +26.75 37,058 88,356 +412
Jul11 110408 1028.50 1058.75 1028.25 1046.50 +26.50 13,112 36,589 +645
Aug11 110408 1029.75 1058.50 1029.75 1047.50 +26.50 6,369 26,398 +143
Sep11 110408 1030.75 1060.75 1030.75 1048.50 +26.25 5,377 42,396 -141
Oct11 110408 1031.75 1061.25 1031.75 1049.25 +26.00 3,928 27,038 +309
Nov11 110408 1036.50 1060.50 1036.25 1048.50 +25.50 1,079 20,752 +49
Dec11 110408 1033.50 1061.00 1033.50 1048.50 +25.25 7,727 62,677 +407
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 110408 2.685 2.739 2.685 2.726 +0.032 67 927 -7
Jun11 110408 2.669 2.723 2.669 2.720 +0.039 84 957 +18
Jul11 110408 2.669 2.720 2.669 2.715 +0.038 69 1,445 +25
Aug11 110408 2.649 2.695 2.633 2.689 +0.042 65 569 +0
Sep11 110408 2.572 2.609 2.572 2.599 +0.045 52 860 +39
Oct11 110408 2.450 2.469 2.448 2.458 +0.030 30 706 -11
Nov11 110408 2.409 2.446 2.409 2.446 +0.042 17 596 -5
Total Volume and Open Interest 450 7,390 +82
WTI Crude Oil(ICE
May11 110408 110.17 113.19 110.14 112.79 +2.49 53,393 77,625 -6,086
Jun11 110408 111.00 113.87 111.00 113.37 +2.49 29,872 85,747 -2,348
Jul11 110408 111.46 114.37 111.46 113.86 +2.49 12,300 57,700 +1,785
Aug11 110408 112.11 114.31 112.11 114.14 +2.48 6,240 23,451 +1,180
Sep11 110408 112.90 114.45 112.50 114.29 +2.44 4,982 27,747 -558
Oct11 110408 112.60 114.50 112.60 114.35 +2.39 3,079 18,985 +424
Nov11 110408 112.96 114.32 112.68 114.29 +2.34 1,828 14,162 -43
Dec11 110408 112.37 114.36 112.29 114.18 +2.31 14,453 89,637 +352
Jan12 110408 112.58 114.00 112.36 113.94 +2.29 601 12,852 +186
Feb12 110408 113.67 113.67 113.67 113.67 +2.28 267 2,723 -10
Mar12 110408 113.40 113.40 113.40 113.40 +2.28 708 10,306 +24
Apr12 110408 113.10 113.10 113.10 113.10 +2.28 120 3,016 +34
May12 110408 112.74 112.74 112.74 112.74 +2.26 123 1,537 +18
Jun12 110408 111.26 112.37 111.07 112.37 +2.25 1,043 28,809 -9
Jul12 110408 111.91 111.91 111.91 111.91 +2.23 105 732 +41
Aug12 110408 111.45 111.45 111.45 111.45 +2.23 53 335 -8
Total Volume and Open Interest 132,854 556,037 -4,161
US Dollar Index(ICE)
Jun11 110408 75.795 75.835 75.060 75.272 -0.537 22,027 50,238 +462
Sep11 110408 76.000 76.010 75.550 75.702 -0.528 8 535 +4
Dec11 110408 76.300 76.300 76.062 76.062 -0.527 0 1 +0
Total Volume and Open Interest 22,035 50,775 +466
Australian Dollar(CME)
Jun11 110408 103.81 105.00 103.67 104.37 +0.70 81,336 148,046 +2,605
Sep11 110408 102.60 103.50 102.40 103.08 +0.68 170 691 +80
Dec11 110408 101.88 101.88 101.23 101.88 +0.65 0 56 +0
Total Volume and Open Interest 81,506 148,793 +2,685
British Pound(CME)
Jun11 110408 163.07 164.14 163.00 163.36 +0.35 123,654 111,826 +793
Sep11 110408 162.80 163.64 162.70 163.06 +0.36 67 150 +3
Dec11 110408 163.28 163.28 162.36 162.76 +0.40 0 37 +0
Total Volume and Open Interest 123,721 112,015 +796
Canadian Dollar(CME)
Jun11 110408 104.15 104.81 104.07 104.28 +0.16 59,562 137,253 +4,027
Sep11 110408 104.07 104.45 103.84 103.99 +0.15 239 2,419 +6
Dec11 110408 103.58 104.22 103.53 103.66 +0.13 32 2,416 +4
Mar12 110408 103.71 103.71 103.20 103.32 +0.12 5 185 +0
Total Volume and Open Interest 59,842 142,294 +4,037
Japanese Yen(CME)
Jun11 110408 117.66 118.14 117.14 117.93 +0.14 137,457 125,717 +5,960
Sep11 110408 117.90 118.17 117.26 118.02 +0.13 464 901 +89
Dec11 110408 118.15 118.15 118.02 118.15 +0.13 2 58 +2
Total Volume and Open Interest 137,923 126,683 +6,051
Swiss Franc(CME)
Jun11 110408 109.16 110.39 109.12 109.93 +0.75 48,983 59,184 -684
Sep11 110408 109.76 109.97 109.24 109.97 +0.73 13 71 -1
Dec11 110408 109.63 109.99 109.28 109.99 +0.71 2 13 +0
Total Volume and Open Interest 48,998 59,269 -685
EuroFX(CME)
Jun11 110408 142.82 144.68 142.70 144.14 +1.36 312,891 243,650 +9,593
Sep11 110408 142.75 144.08 142.39 143.71 +1.32 424 1,909 +60
Dec11 110408 143.24 143.24 141.95 143.24 +1.29 1 71 +1
Total Volume and Open Interest 313,316 245,924 +9,654
Mexican Peso(CME)
Apr11 110408 852.0 852.0 849.0 852.0 +3.0      
May11 110408 848.5 848.5 845.5 848.5 +3.0      
Total Volume and Open Interest 20,470 162,027 +3,202
30-Year T-Bonds(CBOT)
Jun11 110408 118~050 118~170 118~050 118~170 -0~040      
Sep11 110408 116~210 117~040 116~160 116~310 -0~050 572 878 +499
Dec11 110408 115~160 115~210 115~160 115~160 -0~050      
Total Volume and Open Interest 308,975 584,286 -8,875
10-Year T-Notes(CBOT)
Jun11 110408 118~150 118~155 117~295 118~120 -0~030 1,076,993 1,642,237 +37,602
Sep11 110408 116~220 117~015 116~170 116~275 -0~060 277 1,005 +271
Dec11 110408 115~275 116~015 115~275 115~275 -0~060 0 4 +0
Total Volume and Open Interest 1,077,270 1,643,246 +37,873
5-Year T-Notes(CBOT)
Jun11 110408 116~072 116~073 116~026 116~058 -0~012 565,473 1,312,785 +11,564
Sep11 110408 115~018 115~030 115~018 115~018 -0~012 3 1,160 +1
Dec11 110408 114~042 114~054 114~042 114~042 -0~012      
Total Volume and Open Interest 565,476 1,313,945 +11,565
2 Year T-Notes(CBOT)
Jun11 110408 109~007 109~008 108~047 109~001 -0~004 265,695 980,920 +9,376
Sep11 110408 108~050 108~057 108~050 108~053 -0~004 11 113 +1
Dec11 110408 107~119 107~123 107~119 107~119 -0~004      
Total Volume and Open Interest 265,706 981,033 +9,377
Eurodollars(CME)
Jun11 110408 99.700 99.710 99.695 99.705 +0.010 150,066 1,060,936 -5,081
Sep11 110408 99.605 99.615 99.590 99.610 +0.010 211,462 1,373,174 +5,368
Dec11 110408 99.425 99.425 99.390 99.415 -0.005 221,882 1,450,133 +1,588
Mar12 110408 99.150 99.150 99.095 99.125 -0.020 253,232 1,383,497 -10,118
Jun12 110408 98.785 98.785 98.705 98.750 -0.025 292,429 1,020,712 -12,970
Sep12 110408 98.390 98.390 98.300 98.355 -0.020 209,298 658,359 -1,310
Dec12 110408 98.010 98.015 97.920 97.985 -0.015 212,159 485,328 +8,819
Mar13 110408 97.705 97.705 97.605 97.675 -0.015 190,340 318,434 -6,321
Jun13 110408 97.415 97.415 97.320 97.395 -0.015 116,932 266,702 +2,676
Sep13 110408 97.155 97.155 97.060 97.140 -0.010 84,151 244,162 +1,061
Dec13 110408 96.905 96.905 96.815 96.900 -0.005 71,469 186,794 -2,066
Mar14 110408 96.690 96.695 96.605 96.685 -0.005 64,223 176,661 +2,564
Jun14 110408 96.455 96.475 96.390 96.470 -0.005 18,862 109,318 -2,013
Sep14 110408 96.275 96.275 96.190 96.265 -0.005 16,353 61,357 -1,665
Dec14 110408 96.045 96.065 95.985 96.055 -0.010 17,247 77,265 -997
Mar15 110408 95.870 95.895 95.815 95.890 -0.010 14,668 57,119 -596
Jun15 110408 3.960 3.980 3.900 3.975 -0.010 9,686 35,280 +407
Sep15 110408 3.810 3.830 3.745 3.825 -0.010 8,010 37,734 +110
Total Volume and Open Interest 2,186,922 9,236,183 -18,374
30 Day Federal Funds(CBOT)
Apr11 110408 99.895 99.897 99.893 99.895 +0.002 7,307 75,909 +590
May11 110408 99.885 99.890 99.885 99.885 unch 8,267 71,215 +1,034
Jun11 110408 99.875 99.875 99.870 99.870 unch 4,655 55,167 -484
Jul11 110408 99.860 99.860 99.855 99.855 unch 4,797 49,004 -165
Aug11 110408 99.835 99.840 99.830 99.835 +0.005 3,104 43,494 +618
Sep11 110408 99.815 99.830 99.810 99.825 +0.010 1,850 31,867 +396
Total Volume and Open Interest 61,773 644,069 +5,382
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 110408 99.673 99.673 99.673 99.673 unch 600 750 +0
Sep11 110408 99.670 99.670 99.670 99.670 unch      
Dec11 110408 99.662 99.662 99.662 99.662 unch 0 75 +0
Mar12 110408 99.647 99.647 99.647 99.647 unch      
Jun12 110408 99.675 99.675 99.675 99.675 unch      
Sep12 110408 99.605 99.605 99.605 99.605 unch      
Dec12 110408 99.565 99.565 99.565 99.565 unch      
Mar13 110408 99.565 99.565 99.565 99.565 unch      
Jun13 110408 99.520 99.520 99.520 99.520 unch      
Sep13 110408 99.380 99.380 99.380 99.380 unch      
Total Volume and Open Interest 600 825 +0
3-Mth Euro-Yen(SGX)
Jun11 110408 99.67 99.67 99.67 99.67 unch 501 3,829 +0
Sep11 110408 99.67 99.67 99.67 99.67 unch 0 1,221 +0
Dec11 110408 99.66 99.66 99.66 99.66 unch 27 1,991 +0
Mar12 110408 99.65 99.65 99.65 99.65 unch 0 2,952 +0
Jun12 110408 99.68 99.68 99.68 99.68 unch 0 1,254 +0
Sep12 110408 99.61 99.61 99.61 99.61 unch 0 411 +0
Dec12 110408 99.57 99.57 99.57 99.57 unch 0 24 +0
Mar13 110408 99.57 99.57 99.57 99.57 unch 0 1 +0
Total Volume and Open Interest 528 11,683 +0
Japanese Gov't Bonds(SGX)
Jun11 110407 138.71 138.85 138.63 138.67 -0.67 1,582 13,088 -116
Sep11 110408 137.64 137.64 137.64 137.64 -0.13 0 1 +0
Dec11 110408 135.55 135.55 135.55 135.55 -0.13      
Total Volume and Open Interest 3,373 11,878 -88
Euro-Bund(EUREX)
Jun11 110408 120.47 120.56 119.95 120.04 -0.67 873,771 1,473,778 +125,108
Sep11 110408 119.96 119.96 119.49 119.53 -0.68 75 2,344 -32
Dec11 110408 118.94 118.94 118.94 118.94 -0.65      
Total Volume and Open Interest 873,846 1,476,122 +125,076
Euro-Bobl(EUREX)
Jun11 110408 114.20 114.23 113.82 113.91 -0.36 433,428 1,119,557 +64,986
Sep11 110408 113.21 113.28 113.19 113.19 -0.38 31 16,730 +630
Dec11 110408 113.36 113.36 113.36 113.36 -0.36      
Total Volume and Open Interest 433,459 1,136,287 +65,616
3-Mth Euribor(EUREX)
Jun11 110408 98.440 98.440 98.420 98.420 -0.030 31 11,532 +0
Sep11 110408 98.100 98.100 98.075 98.080 -0.050 0 3,500 +814
Dec11 110408 97.805 97.805 97.805 97.805 -0.065 15 5,319 +9
Total Volume and Open Interest 91 22,955 +820
Long Gilt(LIFFE)
Jun11 110408 116~12 116~14 116~02 116~03 -0~17 135,001 296,137 +7,023
Sep11 110408 115~02 115~02 115~02 115~02 -0~20      
Total Volume and Open Interest 135,001 296,137 +7,023
3-Mth Short Sterling(LIFFE)
Jun11 110408 98.98 99.04 98.97 99.04 +0.06 105,086 431,437 -12,598
Sep11 110408 98.77 98.83 98.74 98.82 +0.04 112,490 356,805 +8,738
Dec11 110408 98.53 98.57 98.49 98.57 +0.03 133,727 351,396 +4,793
Mar12 110408 98.26 98.29 98.21 98.28 +0.01 115,143 304,245 +9,234
Jun12 110408 97.93 97.96 97.90 97.95 -0.01 92,235 199,529 -494
Sep12 110408 97.64 97.65 97.59 97.63 -0.03 52,831 148,626 +473
Total Volume and Open Interest 683,228 2,104,581 +13,776
3-Mth Euribor(LIFFE)
Jun11 110408 98.460 98.460 98.410 98.420 -0.030 90,896 750,993 +10,842
Sep11 110408 98.130 98.130 98.065 98.080 -0.050 81,001 652,480 +11,330
Dec11 110408 97.875 97.875 97.790 97.805 -0.065 79,357 584,307 +4,636
Total Volume and Open Interest 588,552 3,530,044 +14,838
3-Mth Aus T-Bills(SFE)
Jun11 110408 95.06 95.08 95.04 95.05 -0.02 40,784 185,130 -3,383
Sep11 110408 94.99 95.02 94.95 94.97 -0.02 40,550 217,485 +2,218
Dec11 110408 94.87 94.91 94.83 94.84 -0.03 25,889 128,462 +4,528
Mar12 110408 94.73 94.78 94.70 94.71 -0.03 13,339 69,725 +3,824
Jun12 110408 94.60 94.66 94.58 94.59 -0.04 3,735 44,224 -242
Sep12 110408 94.51 94.55 94.49 94.49 -0.03 3,382 41,879 +904
Dec12 110408 94.42 94.46 94.39 94.39 -0.04 1,525 18,556 -48
Mar13 110408 94.36 94.38 94.31 94.31 -0.05 177 8,040 +36
Jun13 110408 94.31 94.31 94.25 94.25 -0.05 1 1,019 +1
Sep13 110408 94.18 94.18 94.18 94.18 -0.05 0 901 +0
Total Volume and Open Interest 129,382 716,278 +7,838
10-Year Aus T-Bonds(SFE)
Jun11 110408 94.38 94.41 94.33 94.34 -0.05 72,961 340,697 -15,505
Sep11 110408 94.34 94.34 94.34 94.34 -0.05      
Total Volume and Open Interest 72,961 340,697 -15,505
3-Year Aus T-Bonds(SFE)
Jun11 110408 94.82 94.85 94.78 94.79 -0.04 200,305 534,230 +2,835
Sep11 110408 94.79 94.79 94.79 94.79 -0.04      
Total Volume and Open Interest 200,305 534,230 +2,835
Gold(CMX)
Apr11 110408 1457.6 1475.5 1457.5 1473.4 +14.9 901 2,390 -332
Jun11 110408 1459.8 1476.4 1457.7 1474.1 +14.8 131,975 358,923 -485
Aug11 110408 1461.0 1477.7 1459.6 1475.4 +14.8 12,713 37,725 +2,148
Oct11 110408 1463.0 1479.2 1461.5 1476.8 +14.8 582 6,056 -221
Dec11 110408 1461.9 1480.5 1461.9 1478.3 +14.8 987 32,581 +326
Feb12 110408 1466.0 1481.7 1466.0 1480.0 +14.8 118 7,133 -20
Apr12 110408 1482.1 1482.1 1482.1 1482.1 +14.9 5 5,272 +2
Jun12 110408 1479.4 1485.5 1478.4 1484.9 +15.1 67 6,882 +9
Aug12 110408 1488.0 1488.0 1488.0 1488.0 +15.2 50 2,422 +50
Oct12 110408 1491.7 1491.7 1491.7 1491.7 +15.2 0 3,504 +0
Dec12 110408 1489.0 1498.2 1488.9 1496.8 +15.6 238 12,344 +136
Feb13 110408 1500.6 1502.4 1499.1 1502.4 +15.7 0 1 +0
Total Volume and Open Interest 149,026 510,574 +1,618
Silver(CMX)
May11 110408 3967.0 4096.0 3951.5 4060.8 +105.6 72,001 71,707 -1,425
Jul11 110408 3968.5 4097.5 3955.0 4063.7 +105.6 7,845 26,838 +1,736
Sep11 110408 3986.5 4101.0 3985.0 4065.8 +105.8 1,149 7,929 +453
Dec11 110408 3965.5 4103.5 3964.5 4067.9 +106.1 2,421 17,491 +406
Mar12 110408 3981.0 4067.3 3981.0 4067.3 +106.5 110 1,866 +18
May12 110408 4023.5 4067.1 4011.5 4067.1 +106.5 1 499 +0
Jul12 110408 4066.7 4066.7 4066.7 4066.7 +106.6 3 1,445 +2
Total Volume and Open Interest 83,713 144,221 +1,208
Platinum(NYMEX)
Apr11 110408 1790.1 1812.1 1790.1 1812.1 +21.5 10 108 -12
Jul11 110408 1791.0 1822.1 1778.4 1812.1 +21.5 5,289 32,800 +144
Oct11 110408 1790.6 1824.0 1790.5 1815.7 +21.5 7 1,147 +6
Jan12 110408 1817.4 1817.4 1817.4 1817.4 +21.5 0 14 +0
Total Volume and Open Interest 5,308 34,107 +140
Palladium(NYMEX)
Jun11 110408 776.65 804.00 767.50 794.20 +13.95 4,340 20,748 +10
Sep11 110408 786.00 798.00 786.00 795.50 +13.80 18 587 +18
Dec11 110408 797.20 797.20 797.20 797.20 +13.50 3 18 +1
Total Volume and Open Interest 4,362 21,357 +29
Copper(CMX)
May11 110408 442.10 452.50 440.20 450.15 +8.50 37,703 75,216 -2,176
Jul11 110408 444.40 454.30 442.40 452.00 +8.50 8,176 38,039 +2,134
Sep11 110408 445.10 454.20 444.50 453.35 +8.50 1,364 10,506 +749
Dec11 110408 446.45 456.00 446.45 454.20 +8.55 414 6,052 +73
Mar12 110408 454.45 454.60 454.45 454.45 +8.55 0 2,054 +0
Total Volume and Open Interest 48,093 135,087 +794
DJIA Index(CBOT)
Jun11 110408 12360 12404 12265 12326 -25 1,124 13,462 +883
Sep11 110408 12257 12283 12257 12257 -26 0 6 +0
Dec11 110408 12190 12216 12190 12190 -26 0 1 +0
Mar12 110408 12132 12158 12132 12132 -26      
Total Volume and Open Interest 1,124 13,469 +883
S & P 500(CME)
Jun11 110408 1328.50 1335.70 1318.50 1323.80 -4.70 17,258 295,531 -1,059
Sep11 110408 1318.50 1329.20 1314.20 1318.50 -4.70 70 4,165 +118
Dec11 110408 1313.40 1324.10 1309.10 1313.40 -4.70 44 1,689 -25
Mar12 110408 1308.80 1319.50 1304.50 1308.80 -4.70      
Total Volume and Open Interest 17,372 301,390 -966
S & P 500 E-Mini(Globex)
Jun11 110408 1328.50 1335.75 1318.75 1323.75 -4.75      
Sep11 110408 1324.50 1330.25 1313.25 1318.50 -4.75 481 6,042 +6
Total Volume and Open Interest 1,656,919 2,672,478 -9,559
NASDAQ 100(CME)
Jun11 110408 2331.30 2343.00 2304.00 2318.00 -11.30 1,816 18,260 +321
Sep11 110408 2313.80 2328.00 2313.80 2313.80 -11.20 0 3 +0
Dec11 110408 2311.30 2311.50 2311.30 2311.30 -11.20      
Total Volume and Open Interest 1,816 18,263 +321
NASDAQ 100 E-Mini(Globex)
Jun11 110408 2329.00 2342.80 2304.80 2318.00 -11.30 260,050 358,939 -1,772
Sep11 110408 2335.00 2335.00 2302.50 2313.80 -11.20 141 276 -5
Total Volume and Open Interest 260,191 359,220 -1,777
S & P Midcap 400(CME)
Jun11 110408 990.00 990.00 980.00 986.10 -6.80 145 1,621 +145
Sep11 110408 983.90 984.20 983.90 983.90 -6.80      
Dec11 110408 982.30 982.60 982.30 982.30 -6.80      
Total Volume and Open Interest 145 1,621 +145
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Jun11 110408 9540 9820 9500 9730 +205 7,680 57,385 +210
Sep11 110408 9760 9760 9555 9760 +205 1 9 +1
Total Volume and Open Interest 7,681 57,394 +211
Nikkei 225(SGX)
Jun11 110408 9610 9815 9405 9770 +175 105,550 230,560 +0
Sep11 110408 9620 9770 9550 9765 +170 2 1,328 +0
Dec11 110408 9710 9710 9710 9710 +170 0 5,359 +0
Total Volume and Open Interest 109,834 283,175 +7,281
CAC 40(EURONEXT)
Apr11 110408 4059.0 4070.0 4030.5 4063.0 +35.5 109,052 0 -266,820
May11 110408 3990.0 4000.5 3962.0 3994.5 +36.0 187 0 -1,310
Jun11 110408 3949.5 3958.0 3920.0 3952.0 +37.5 224 0 -26,925
Total Volume and Open Interest 109,463 300,371 +5,316
Hang Seng Index(HKFE)
Apr11 110408 24310 24480 24247 24416 +114 80,326 92,629 +7,274
May11 110408 24102 24275 24048 24221 +120 1,221 1,951 +479
Jun11 110408 23966 24150 23937 24089 +112 867 5,791 +136
Total Volume and Open Interest 82,584 101,492 +7,871
DAX(EUREX)
Jun11 110408 7241.0 7253.0 7189.0 7223.0 +22.5 134,508 228,864 -5,668
Sep11 110408 7271.0 7275.0 7219.0 7249.0 +23.5 173 5,315 +106
Dec11 110408 7299.5 7299.5 7280.5 7280.5 +24.5 385 535 -2
Total Volume and Open Interest 135,066 234,714 -5,564
FT-SE 100(EURONEXT)
Jun11 110408 5998.00 6026.00 5972.50 5998.50 +21.50 84,070 604,985 +1,877
Sep11 110408 5977.00 5984.50 5964.00 5964.00 +21.00 10 509 +5
Dec11 110408 5963.00 5967.00 5946.50 5946.50 +21.00 10 192 +0
Total Volume and Open Interest 84,090 605,686 +1,882
SPI 200(SFE)
Jun11 110408 4941.0 4969.0 4919.0 4965.0 +27.0 29,315 182,256 -2,956
Sep11 110408 4930.0 4954.0 4930.0 4954.0 +29.0 6 3,568 +4
Dec11 110408 4978.0 4978.0 4978.0 4978.0 +29.0 0 2,702 +0
Total Volume and Open Interest 29,401 190,074 -2,878
GSCI(CME)
Apr11 110408 99.14 103.89 89.29 102.89 +13.55 396 12,550 -250
May11 110408 100.34 105.14 90.59 104.09 +13.45 378 924 +308
Jun11 110408 105.64 105.64 92.29 105.64 +13.30 0 1 +0
Total Volume and Open Interest 774 13,475 +58
Reuters CCI(ICE)
Jun11 110408 369.30 369.30 369.30 369.30 +4.20      
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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