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MRCI's End of Day Prices

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MRCI's End of Day Prices
Daily Futures Price Listing Tue April 12, 2011
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
May11 110412 1369.00 1370.25 1318.25 1329.75 -38.75 111,015 181,968 -958
Jul11 110412 1379.75 1381.50 1329.25 1341.00 -38.75 75,358 191,509 +7,361
Aug11 110412 1376.25 1381.50 1331.25 1343.25 -38.00 4,764 12,824 +367
Sep11 110412 1381.50 1382.00 1332.50 1344.25 -37.50 2,434 14,364 -407
Nov11 110412 1380.00 1381.50 1328.50 1344.25 -36.00 31,537 189,743 +2,405
Jan12 110412 1376.75 1387.25 1330.00 1352.75 -34.50 1,492 22,634 +147
Mar12 110412 1383.00 1384.50 1335.00 1350.75 -33.75 538 13,133 +56
Total Volume and Open Interest 229,373 649,596 +9,372
Soybean Meal(CBOT)
May11 110412 350.70 351.00 339.70 342.40 -7.30 42,354 65,252 -3,314
Jul11 110412 356.20 356.30 345.00 347.40 -7.50 25,809 64,307 +3,890
Aug11 110412 357.50 358.00 346.80 349.50 -7.40 3,333 17,609 +236
Sep11 110412 358.00 358.00 348.00 350.40 -7.10 1,525 13,371 +236
Oct11 110412 356.60 357.40 345.60 349.60 -6.70 867 12,622 -210
Dec11 110412 357.50 358.60 346.40 350.40 -6.80 5,977 40,283 +190
Jan12 110412 354.00 358.80 349.10 352.10 -6.70 261 3,266 +27
Mar12 110412 359.80 359.80 350.30 352.40 -7.40 195 2,986 +33
Total Volume and Open Interest 80,696 225,180 +1,153
Soybean Oil(CBOT)
May11 110412 58.89 58.89 56.55 57.24 -1.58 74,993 119,200 -2,285
Jul11 110412 59.49 59.51 57.17 57.87 -1.57 40,877 131,969 +3,559
Aug11 110412 59.65 59.65 57.38 58.09 -1.56 4,154 16,217 +303
Sep11 110412 59.86 59.86 57.60 58.32 -1.54 1,163 14,186 +178
Oct11 110412 59.68 59.69 57.53 58.34 -1.47 382 13,665 -68
Dec11 110412 59.78 59.89 57.62 58.46 -1.43 11,380 72,851 +2,177
Jan12 110412 58.90 60.03 58.21 58.62 -1.41 241 3,173 +54
Mar12 110412 58.86 59.90 57.71 58.52 -1.38 84 4,086 +44
Total Volume and Open Interest 133,366 378,914 +4,020
Canola(WCE)
May11 110412 582.6 582.6 565.5 568.6 -13.6 14,894 54,683 -1,608
Jul11 110412 591.0 591.0 574.2 577.3 -13.7 7,162 49,036 +1,878
Nov11 110412 578.0 578.0 563.4 565.2 -13.2 2,618 70,703 +632
Jan12 110412 576.7 576.7 570.1 571.7 -13.2 766 4,453 +388
Mar12 110412 573.8 573.8 572.3 572.3 -16.8 37 1,000 +14
Total Volume and Open Interest 25,584 181,894 +1,373
Corn(CBOT)
May11 110412 775.25 775.50 746.75 752.50 -23.50 240,918 443,078 -10,850
Jul11 110412 780.25 780.75 751.25 757.50 -23.75 216,145 509,025 +22,382
Sep11 110412 717.00 717.50 688.50 696.50 -22.00 31,183 120,768 +3,439
Dec11 110412 655.00 656.75 627.25 636.50 -20.75 58,532 429,926 +4,774
Mar12 110412 662.50 664.25 635.50 646.50 -18.75 3,402 66,989 +439
May12 110412 669.75 669.75 644.00 653.50 -18.00 926 10,910 +205
Total Volume and Open Interest 553,420 1,657,395 +21,038
Wheat(CBOT)
May11 110412 800.50 802.75 750.50 759.50 -38.75 74,701 125,100 -10,672
Jul11 110412 832.00 835.25 783.25 792.25 -39.50 51,245 175,236 +4,470
Sep11 110412 866.50 869.00 820.25 830.50 -36.50 11,847 53,537 +2,443
Dec11 110412 894.00 895.50 851.00 860.50 -32.50 12,990 100,463 +705
Mar12 110412 915.00 915.00 875.50 885.75 -28.25 1,016 11,865 +86
Total Volume and Open Interest 152,989 494,262 -2,580
Wheat(KCBT)
May11 110412 921.00 925.00 879.50 894.00 -25.00 14,586 56,623 -2,047
Jul11 110412 932.25 935.25 889.75 904.50 -24.75 11,301 82,038 -1,394
Sep11 110412 945.75 948.25 904.00 917.50 -25.75 2,628 22,612 +315
Dec11 110412 960.00 962.50 920.00 933.50 -24.75 4,364 28,389 +1,498
Mar12 110412 967.50 968.50 929.00 942.50 -24.00 504 2,972 +267
Total Volume and Open Interest 33,626 198,710 -1,206
Wheat(MGE)
May11 110412 936.00 939.00 897.50 911.75 -24.00 2,362 14,540 -356
Jul11 110412 945.50 947.00 906.00 919.50 -24.50 1,310 16,584 +304
Sep11 110412 947.00 950.75 910.50 921.50 -26.75 721 14,799 +206
Dec11 110412 960.00 962.50 923.00 933.00 -26.75 591 11,565 +51
Mar12 110412 967.50 967.50 932.00 943.50 -25.25 179 1,799 +81
Total Volume and Open Interest 5,271 61,213 +340
Oats(CBOT)
May11 110412 400.75 400.75 386.50 391.00 -10.50 873 4,449 -169
Jul11 110412 407.25 407.50 395.25 399.50 -10.50 780 6,495 +154
Sep11 110412 405.00 412.50 402.25 403.50 -9.00 62 218 +15
Dec11 110412 412.00 412.00 405.00 408.00 -7.00 306 2,567 +28
Total Volume and Open Interest 2,021 13,732 +28
Rough Rice(CBOT)
May11 110412 13.72 13.81 13.35 13.37 -0.35 1,060 10,030 -423
Jul11 110412 14.03 14.12 13.68 13.69 -0.35 765 9,305 +483
Sep11 110412 14.69 14.87 14.45 14.47 -0.30 89 3,855 +15
Nov11 110412 14.98 15.06 14.78 14.78 -0.29 29 901 +11
Total Volume and Open Interest 1,947 24,507 +90
Live Cattle(CME)
Apr11 110412 119.080 119.100 116.850 117.680 -1.355 2,739 21,621 -738
Jun11 110412 117.000 117.080 114.885 115.600 -1.300 18,477 181,595 -1,571
Aug11 110412 118.680 118.680 116.830 117.400 -1.330 6,591 85,160 +257
Oct11 110412 122.885 122.885 121.050 121.850 -1.035 5,584 48,904 +402
Dec11 110412 123.500 123.500 121.635 122.535 -1.100 4,248 38,139 -73
Feb12 110412 122.980 122.980 121.350 122.080 -1.220 565 10,060 +195
Total Volume and Open Interest 38,321 390,348 -1,508
Feeder Cattle(CME)
Apr11 110412 134.035 134.035 131.575 131.800 -2.080 467 2,682 -107
May11 110412 135.075 135.075 132.235 132.250 -2.630 2,435 12,252 -384
Aug11 110412 137.825 137.825 135.250 135.400 -2.230 2,262 21,151 +238
Sep11 110412 137.700 137.985 135.685 136.050 -2.050 1,661 4,000 -91
Oct11 110412 137.750 137.750 135.600 136.100 -2.000 220 2,058 +8
Nov11 110412 136.800 136.800 135.200 135.435 -1.800 115 1,163 +11
Jan12 110412 135.100 135.100 134.500 134.700 -1.700 27 251 +1
Total Volume and Open Interest 7,188 43,568 -323
Lean Hogs(CME)
Apr11 110412 93.250 93.730 92.850 93.450 +0.200 4,514 12,926 -530
May11 110412 101.000 101.000 99.285 100.200 -1.300 184 4,485 -4
Jun11 110412 101.285 101.285 98.900 99.350 -1.700 12,859 90,956 -2,380
Jul11 110412 100.730 100.730 98.500 99.035 -1.415 2,448 30,567 -31
Aug11 110412 100.800 100.930 98.850 99.450 -1.400 5,923 35,912 -990
Oct11 110412 92.700 92.885 90.700 91.950 -1.085 5,450 29,783 +487
Dec11 110412 89.330 89.400 87.350 88.450 -1.250 4,214 22,747 +666
Feb12 110412 89.650 89.650 87.785 88.900 -1.000 86 5,025 +32
Total Volume and Open Interest 35,853 237,411 -2,678
Class III Milk(CME)
Apr11 110412 16.85 16.85 16.69 16.75 -0.03 208 5,282 +24
May11 110412 17.27 17.28 17.06 17.09 -0.16 219 5,658 +49
Jun11 110412 17.75 17.75 17.50 17.64 -0.01 212 4,243 +47
Jul11 110412 18.05 18.07 17.85 17.90 -0.09 84 3,197 +30
Aug11 110412 17.95 17.96 17.80 17.85 -0.10 50 3,099 +32
Total Volume and Open Interest 1,044 33,958 +324
Cocoa(ICE)
May11 110412 3019 3082 3013 3053 +31 17,786 18,388 -7,385
Jul11 110412 3023 3086 3021 3056 +28 19,023 70,510 +5,991
Sep11 110412 3034 3099 3033 3070 +32 2,656 21,121 +607
Dec11 110412 3059 3123 3059 3094 +32 1,473 21,699 +667
Mar12 110412 3107 3167 3104 3138 +34 155 23,547 -16
May12 110412 3101 3130 3101 3130 +34 2 5,762 -1
Jul12 110412 3101 3128 3101 3128 +35 1 547 +0
Total Volume and Open Interest 41,132 165,859 -128
Coffee "C"(ICE)
May11 110412 272.20 275.70 270.20 273.80 -0.80 14,108 39,312 -7,247
Jul11 110412 275.40 278.65 273.50 276.90 -0.70 9,022 46,806 +2,533
Sep11 110412 277.90 280.95 276.05 279.45 -0.70 2,564 14,078 +772
Dec11 110412 279.90 282.80 278.85 281.60 -0.45 792 15,676 +183
Mar12 110412 282.50 284.30 281.00 283.20 -0.35 183 3,251 -25
May12 110412 285.50 285.50 283.00 284.65 -0.40 136 1,816 +78
Total Volume and Open Interest 26,929 122,142 -3,660
Orange Juice(ICE)
May11 110412 169.95 170.20 167.60 168.55 -1.15 1,819 12,687 -507
Jul11 110412 164.95 165.15 162.80 164.00 -1.20 1,291 10,789 +836
Sep11 110412 160.95 160.95 159.95 160.70 -0.80 83 1,443 +49
Nov11 110412 157.70 157.70 156.75 157.05 -0.90 37 871 +33
Jan12 110412 156.45 156.45 156.45 156.45 -0.85 6 169 +6
Mar12 110412 156.50 156.50 156.50 156.50 -0.70 0 40 +0
Total Volume and Open Interest 3,236 26,006 +417
Sugar #11(ICE)
May11 110412 25.95 26.39 25.47 25.58 -0.46 74,030 158,898 -19,204
Jul11 110412 24.65 25.03 23.96 24.37 -0.47 59,047 229,895 +9,485
Oct11 110412 24.57 24.78 23.87 24.33 -0.33 26,032 108,489 +5,061
Mar12 110412 24.24 24.53 23.80 24.29 -0.20 8,935 66,994 +1,173
May12 110412 23.83 24.00 23.39 23.88 -0.12 2,822 18,913 +327
Total Volume and Open Interest 176,779 632,703 -2,465
London Cocoa(LCE)
May11 110412 1915 1943 1902 1938 +24 5,237 44,796 -1,209
Jul11 110412 1910 1943 1903 1937 +27 3,611 53,238 +453
Sep11 110412 1933 1951 1914 1948 +26 1,646 29,549 +201
Dec11 110412 1943 1965 1929 1963 +28 1,739 29,578 -248
Mar12 110412 1960 1983 1947 1980 +29 1,395 25,595 -249
May12 110412 1970 1988 1970 1988 +30 250 6,820 +61
Jul12 110412 1993 1993 1993 1993 +30 174 3,588 +71
Total Volume and Open Interest 14,052 201,715 -920
London Sugar(LCE)
Aug11 110412 657.00 663.30 645.00 649.10 -7.90 3,379 27,035 +1,675
Oct11 110412 647.00 648.60 633.20 637.10 -10.20 1,030 7,053 +424
Dec11 110412 642.00 642.50 628.80 632.40 -9.10 176 1,988 +10
Mar12 110412 633.00 633.00 622.20 625.00 -8.00 177 1,514 +76
May12 110412 614.30 614.30 608.00 608.00 -6.10 16 926 +6
Total Volume and Open Interest 10,428 61,420 +1,981
Cotton(ICE)
May11 110412 205.50 206.08 197.60 199.73 -4.85 16,082 61,202 -6,913
Jul11 110412 191.10 192.37 183.91 185.57 -5.34 10,366 62,832 +3,645
Oct11 110412 158.00 159.00 155.68 156.72 -5.96 10 452 +0
Dec11 110412 138.85 140.25 133.69 135.56 -3.62 3,391 60,997 +1,209
Mar12 110412 131.00 131.00 124.90 125.85 -4.34 353 6,466 +70
May12 110412 122.50 122.50 118.00 118.20 -3.96 59 1,814 +20
Total Volume and Open Interest 30,468 198,203 -1,848
Lumber(CME)
May11 110412 247.0 247.1 237.2 241.0 -6.2 1,525 3,290 -520
Jul11 110412 270.5 270.5 259.9 266.0 -3.9 1,329 5,126 +322
Sep11 110412 276.8 288.5 271.0 288.5 +7.5 308 1,260 +30
Nov11 110412 277.9 286.0 267.5 286.0 +8.5 50 165 +28
Total Volume and Open Interest 3,212 9,847 -140
Crude Oil(NYM)
May11 110412 108.97 110.24 105.47 106.25 -3.67 319,475 250,489 -27,348
Jun11 110412 109.49 110.86 106.14 106.97 -3.60 166,536 221,105 +22,887
Jul11 110412 110.15 111.42 106.81 107.64 -3.53 65,747 150,970 +2,437
Aug11 110412 110.41 111.78 107.27 108.10 -3.45 31,859 54,976 +2,221
Sep11 110412 110.76 111.84 107.47 108.42 -3.35 23,442 61,422 +82
Oct11 110412 110.51 111.91 107.78 108.60 -3.28 9,985 39,300 +530
Nov11 110412 110.08 111.47 107.99 108.67 -3.21 9,002 34,747 -1,501
Dec11 110412 110.63 112.20 107.70 108.69 -3.14 48,880 182,475 +3,150
Jan12 110412 110.17 111.21 107.84 108.64 -3.04 3,219 35,947 +327
Feb12 110412 110.00 111.16 108.09 108.54 -2.95 1,132 17,260 +27
Mar12 110412 109.50 111.34 107.49 108.40 -2.86 2,921 29,367 +669
Apr12 110412 109.73 109.73 107.70 108.20 -2.78 1,110 13,808 +210
May12 110412 109.19 109.19 107.95 107.95 -2.71 1,827 12,516 -120
Jun12 110412 109.00 109.66 106.62 107.64 -2.67 6,649 66,742 +1,187
Jul12 110412 107.26 107.26 107.26 107.26 -2.62 1,419 15,338 +759
Aug12 110412 106.89 106.89 106.89 106.89 -2.56 826 9,280 +313
Total Volume and Open Interest 719,115 1,573,676 +5,259
e-miNY Crude Oil(NYM)
Apr11 110321 102.050 103.350 101.650 102.325 +1.250 11,151 2,230 -312
May11 110412 108.975 110.225 105.450 106.250 -3.675 9,974 3,343 -159
Jun11 110412 110.000 110.825 106.175 106.975 -3.600 995 880 +105
Jul11 110412 109.775 111.100 106.875 107.650 -3.525 225 233 +43
Aug11 110412 111.000 111.000 107.775 108.100 -3.450 9 57 +9
Sep11 110412 107.850 108.425 107.850 108.425 -3.350 6 16 +1
Oct11 110412 108.600 108.600 108.600 108.600 -3.275 1 42 -1
Nov11 110412 108.675 108.675 108.675 108.675 -3.200 2 11 +0
Dec11 110412 111.575 111.600 108.075 108.700 -3.125 11 236 +10
Jan12 110412 108.650 108.650 108.650 108.650 -3.025 2 6 +1
Total Volume and Open Interest 11,231 4,962 +3
Heating Oil(NYM)
May11 110412 324.29 328.10 315.15 317.26 -7.99 58,055 94,918 -5,064
Jun11 110412 324.89 329.25 316.62 318.63 -7.84 32,352 58,907 +1,271
Jul11 110412 325.00 330.56 318.11 320.22 -7.62 13,515 37,459 +1,161
Aug11 110412 330.40 330.40 320.33 321.84 -7.47 6,677 25,415 +135
Sep11 110412 329.74 333.39 322.16 323.43 -7.42 4,202 16,531 +941
Oct11 110412 330.01 333.31 323.33 324.93 -7.37 2,504 8,471 +348
Nov11 110412 336.16 336.16 325.89 326.52 -7.21 1,588 8,041 +49
Dec11 110412 332.00 337.84 326.00 328.08 -7.05 6,922 29,259 +1,154
Jan12 110412 329.00 329.76 328.89 329.61 -6.92 779 8,858 +268
Feb12 110412 329.69 329.88 329.36 329.76 -6.90 151 3,699 -22
Mar12 110412 327.73 328.33 327.73 328.33 -6.85 147 2,507 -41
Apr12 110412 325.38 325.38 325.38 325.38 -6.73 176 946 -61
Total Volume and Open Interest 128,067 310,095 +260
Gasoline(NYMEX)
May11 110412 320.14 323.00 313.09 316.41 -3.64 54,189 91,294 -4,017
Jun11 110412 318.11 321.33 311.42 314.49 -4.18 31,920 56,335 +2,368
Jul11 110412 316.15 319.80 309.77 312.82 -4.59 15,932 33,392 +3,145
Aug11 110412 313.45 317.89 308.48 310.78 -4.84 6,093 16,209 +212
Sep11 110412 311.62 315.27 305.69 308.10 -4.95 6,155 21,213 +567
Oct11 110412 300.25 300.25 291.35 293.89 -5.20 4,559 17,138 -381
Nov11 110412 297.13 297.13 289.56 290.66 -5.36 2,454 6,549 -125
Dec11 110412 292.22 294.47 287.04 289.42 -5.40 2,923 24,586 -59
Jan12 110412 295.00 295.00 287.53 289.53 -5.47 755 6,372 +234
Feb12 110412 290.91 290.91 290.91 290.91 -5.47 16 2,376 +7
Total Volume and Open Interest 124,999 291,587 +1,954
e-miNY RBOB Gasoline(NYM)
May11 110412 316.40 316.41 316.40 316.40 -3.70 0 3 +0
Jun11 110412 314.50 314.50 314.49 314.50 -4.20 0 1 +0
Jul11 110412 312.80 312.82 312.80 312.80 -4.60 0 1 +0
Aug11 110412 310.80 310.80 310.78 310.80 -4.80 0 1 +0
Total Volume and Open Interest 0 9 +0
Natural Gas(NYM)
May11 110412 4.110 4.145 4.058 4.098 -0.010 158,299 190,880 -18,134
Jun11 110412 4.193 4.215 4.127 4.168 -0.008 68,614 105,750 +8,068
Jul11 110412 4.291 4.298 4.212 4.253 -0.007 78,085 141,772 +14,836
Aug11 110412 4.346 4.346 4.260 4.304 -0.005 26,926 53,674 +548
Sep11 110412 4.337 4.345 4.280 4.325 +0.001 12,110 58,411 +2,193
Oct11 110412 4.410 4.410 4.330 4.375 +0.002 16,752 75,148 -640
Nov11 110412 4.526 4.565 4.513 4.554 -0.002 4,771 34,217 +207
Dec11 110412 4.815 4.816 4.772 4.810 -0.003 4,193 27,501 -34
Jan12 110412 4.920 4.953 4.900 4.942 -0.002 8,744 75,515 +861
Feb12 110412 4.913 4.931 4.893 4.927 -0.003 1,068 15,656 +20
Mar12 110412 4.863 4.863 4.819 4.857 -0.005 2,137 32,750 +16
Apr12 110412 4.694 4.730 4.694 4.725 -0.006 2,514 31,464 +131
May12 110412 4.729 4.751 4.719 4.751 -0.008 863 8,421 +211
Jun12 110412 4.770 4.788 4.770 4.788 -0.009 106 5,357 +1
Jul12 110412 4.847 4.848 4.798 4.834 -0.009 68 5,034 +3
Aug12 110412 4.833 4.865 4.833 4.861 -0.009 66 5,659 -6
Total Volume and Open Interest 386,536 942,484 +8,310
Brent Crude Oil(ICE)
May11 110412 123.34 125.38 120.00 120.92 -3.06 153,923 111,530 -12,153
Jun11 110412 122.75 124.80 119.54 120.43 -2.99 165,497 254,326 +6,333
Jul11 110412 121.61 124.30 119.17 120.06 -2.88 58,577 95,410 +457
Aug11 110412 120.94 123.81 118.84 119.70 -2.81 27,118 36,677 +816
Sep11 110412 120.51 123.30 118.44 119.31 -2.75 14,664 36,606 +2,180
Oct11 110412 120.10 122.88 118.08 118.96 -2.69 7,564 24,235 +651
Nov11 110412 119.70 122.47 117.73 118.60 -2.64 6,170 20,440 +577
Dec11 110412 119.32 122.15 117.35 118.25 -2.58 38,910 106,191 +478
Jan12 110412 118.92 121.65 117.96 117.96 -2.53 4,612 19,279 +303
Feb12 110412 117.64 117.64 117.64 117.64 -2.49 2,962 12,677 -101
Mar12 110412 119.70 120.30 117.30 117.30 -2.45 2,867 29,072 +1,114
Apr12 110412 116.93 116.93 116.93 116.93 -2.40 858 6,451 +387
May12 110412 116.56 116.56 116.56 116.56 -2.36 340 4,709 +94
Jun12 110412 116.91 119.36 115.40 116.17 -2.29 1,302 37,322 -145
Total Volume and Open Interest 494,446 912,185 +2,245
Gas Oil(ICE)
Apr11 110412 1029.00 1050.50 1012.50 1050.50 unch 74,437 38,810 -21,900
May11 110412 1030.25 1044.00 1002.75 1008.50 -39.75 138,012 146,048 +10,388
Jun11 110412 1031.00 1044.25 1004.50 1010.50 -36.75 76,016 91,368 +2,333
Jul11 110412 1032.25 1045.50 1006.50 1012.75 -35.75 24,742 44,023 +5,644
Aug11 110412 1025.50 1047.00 1009.25 1015.00 -34.75 7,840 25,787 -921
Sep11 110412 1026.00 1049.00 1012.00 1017.25 -34.00 6,706 41,506 -1,218
Oct11 110412 1026.25 1050.25 1013.25 1018.50 -33.75 3,597 26,040 -732
Nov11 110412 1026.75 1049.50 1016.50 1018.50 -33.25 2,507 20,528 +32
Dec11 110412 1026.75 1050.25 1013.50 1019.25 -32.75 13,192 65,895 +2,061
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 110412 2.680 2.685 2.652 2.660 -0.070 108 870 -21
Jun11 110412 2.680 2.680 2.653 2.657 -0.064 121 982 +2
Jul11 110412 2.680 2.683 2.650 2.655 -0.064 139 1,468 +1
Aug11 110412 2.654 2.669 2.635 2.639 -0.061 53 577 +4
Sep11 110412 2.587 2.587 2.551 2.552 -0.054 9 887 +9
Oct11 110412 2.420 2.435 2.414 2.417 -0.041 9 713 +7
Nov11 110412 2.400 2.400 2.386 2.392 -0.043 17 604 +13
Total Volume and Open Interest 612 7,526 +99
WTI Crude Oil(ICE
May11 110412 109.12 110.23 105.48 106.25 -3.67 60,096 71,640 -1,786
Jun11 110412 109.39 110.84 106.15 106.97 -3.60 48,128 91,428 +4,126
Jul11 110412 109.97 111.36 106.79 107.64 -3.53 20,968 65,342 +4,633
Aug11 110412 110.81 111.65 107.21 108.10 -3.45 9,619 25,004 +844
Sep11 110412 110.08 111.92 107.53 108.42 -3.35 9,896 29,811 +1,697
Oct11 110412 110.53 112.05 107.71 108.60 -3.28 3,908 19,986 +1,003
Nov11 110412 111.18 112.07 107.88 108.67 -3.21 3,303 14,319 +474
Dec11 110412 110.25 112.19 107.72 108.69 -3.14 18,424 89,552 +686
Jan12 110412 111.26 111.53 108.28 108.64 -3.04 755 12,879 +6
Feb12 110412 108.54 108.54 108.54 108.54 -2.95 433 2,907 +66
Mar12 110412 108.40 108.40 108.40 108.40 -2.86 520 10,259 -134
Apr12 110412 108.20 108.20 108.20 108.20 -2.78 293 3,035 +8
May12 110412 107.95 107.95 107.95 107.95 -2.71 257 1,584 +38
Jun12 110412 110.42 110.42 106.78 107.64 -2.67 973 28,394 -269
Jul12 110412 107.26 107.26 107.26 107.26 -2.62 109 764 +30
Aug12 110412 106.89 106.89 106.89 106.89 -2.56 100 367 +23
Total Volume and Open Interest 185,132 570,549 +12,585
US Dollar Index(ICE)
Jun11 110412 75.255 75.455 74.930 75.065 -0.217 20,979 50,587 +410
Sep11 110412 75.800 75.805 75.375 75.500 -0.207 20 544 +5
Dec11 110412 75.930 75.930 75.930 75.930 -0.207 1 1 +0
Total Volume and Open Interest 21,000 51,133 +415
Australian Dollar(CME)
Jun11 110412 104.11 104.41 103.10 103.90 -0.25 72,683 150,657 -170
Sep11 110412 102.71 103.03 101.89 102.62 -0.24 193 710 -7
Dec11 110412 101.45 101.66 101.45 101.45 -0.21 0 56 +0
Total Volume and Open Interest 72,876 151,423 -177
British Pound(CME)
Jun11 110412 163.34 163.35 162.14 162.42 -0.90 107,021 119,375 +7,249
Sep11 110412 162.44 163.04 161.99 162.18 -0.86 90 145 -4
Dec11 110412 161.90 162.74 161.90 161.90 -0.84 1 37 +0
Total Volume and Open Interest 107,112 119,559 +7,245
Canadian Dollar(CME)
Jun11 110412 104.43 104.48 103.38 103.89 -0.46 70,589 142,696 +5,061
Sep11 110412 104.00 104.07 103.15 103.62 -0.45 217 2,502 +74
Dec11 110412 103.60 103.74 103.00 103.30 -0.44 90 2,407 -22
Mar12 110412 103.39 103.40 102.87 102.98 -0.42 16 206 +8
Total Volume and Open Interest 70,913 147,837 +5,121
Japanese Yen(CME)
Jun11 110412 118.13 119.86 117.98 119.48 +1.32 127,578 132,571 +5,051
Sep11 110412 118.22 119.90 118.22 119.57 +1.32 267 982 +66
Dec11 110412 119.40 119.70 118.38 119.70 +1.32 0 56 +0
Total Volume and Open Interest 127,845 133,616 +5,117
Swiss Franc(CME)
Jun11 110412 110.37 111.88 110.21 111.56 +1.20 38,664 57,067 -1,634
Sep11 110412 110.70 111.59 110.39 111.59 +1.20 29 75 +4
Dec11 110412 111.60 111.60 110.40 111.60 +1.20 1 14 -1
Total Volume and Open Interest 38,694 57,157 -1,631
EuroFX(CME)
Jun11 110412 144.15 145.00 143.56 144.66 +0.58 257,705 244,992 +5,249
Sep11 110412 143.46 144.54 143.21 144.24 +0.59 952 2,116 +113
Dec11 110412 143.77 143.77 143.17 143.77 +0.60 0 71 +0
Total Volume and Open Interest 258,657 247,497 +5,362
Mexican Peso(CME)
Apr11 110412 846.2 852.0 846.2 846.2 -5.8      
May11 110412 842.8 848.5 842.8 842.8 -5.8      
Total Volume and Open Interest 18,546 165,386 +1,217
30-Year T-Bonds(CBOT)
Jun11 110412 118~280 119~230 118~280 119~110 +0~270      
Sep11 110412 117~160 118~010 116~300 117~250 +0~270 106 1,355 +22
Dec11 110412 116~100 116~100 115~150 116~100 +0~270      
Total Volume and Open Interest 232,046 575,656 -143
10-Year T-Notes(CBOT)
Jun11 110412 118~090 119~095 118~080 119~030 +0~205 969,577 1,684,716 +25,166
Sep11 110412 116~270 117~200 116~270 117~175 +0~200 1,422 2,418 +1,171
Dec11 110412 116~175 116~175 115~295 116~175 +0~200 0 4 +0
Total Volume and Open Interest 970,999 1,687,138 +26,337
5-Year T-Notes(CBOT)
Jun11 110412 116~047 117~006 116~046 116~122 +0~060 398,220 1,335,665 +8,168
Sep11 110412 115~059 115~082 115~022 115~082 +0~060 1,551 2,681 +1,520
Dec11 110412 114~106 114~106 114~046 114~106 +0~060      
Total Volume and Open Interest 399,771 1,338,346 +9,688
2 Year T-Notes(CBOT)
Jun11 110412 108~125 109~022 108~123 109~019 +0~020 260,338 1,012,235 +9,177
Sep11 110412 108~064 108~077 108~050 108~076 +0~026 2 113 +0
Dec11 110412 108~014 108~014 107~116 108~014 +0~026      
Total Volume and Open Interest 260,340 1,012,348 +9,177
Eurodollars(CME)
Jun11 110412 99.705 99.710 99.700 99.705 unch 162,682 1,086,865 +14,559
Sep11 110412 99.600 99.630 99.600 99.625 +0.020 221,556 1,392,655 +15,732
Dec11 110412 99.400 99.470 99.395 99.460 +0.050 212,587 1,454,259 -1,037
Mar12 110412 99.105 99.220 99.100 99.205 +0.090 240,287 1,383,094 +12,748
Jun12 110412 98.730 98.875 98.725 98.860 +0.120 256,233 1,013,253 -9,223
Sep12 110412 98.330 98.485 98.325 98.475 +0.125 190,797 668,301 +10,546
Dec12 110412 97.960 98.120 97.960 98.105 +0.125 187,618 476,100 -1,507
Mar13 110412 97.650 97.815 97.650 97.795 +0.120 148,986 320,112 +2,811
Jun13 110412 97.370 97.535 97.365 97.515 +0.115 118,969 271,252 +4,519
Sep13 110412 97.110 97.280 97.110 97.260 +0.115 100,421 250,123 +3,868
Dec13 110412 96.860 97.030 96.860 97.015 +0.115 63,198 185,691 +1,172
Mar14 110412 96.655 96.820 96.655 96.800 +0.115 61,514 179,659 +1,078
Jun14 110412 96.450 96.615 96.450 96.585 +0.115 13,833 108,699 -794
Sep14 110412 96.245 96.415 96.245 96.385 +0.115 10,768 61,431 -92
Dec14 110412 96.035 96.210 96.035 96.175 +0.110 12,168 77,218 -298
Mar15 110412 95.890 96.040 95.890 96.000 +0.100 10,395 58,435 +690
Jun15 110412 3.985 4.120 3.985 4.080 +0.095 6,743 35,894 +577
Sep15 110412 3.855 3.970 3.855 3.925 +0.090 5,633 38,201 +349
Total Volume and Open Interest 2,061,820 9,301,534 +57,339
30 Day Federal Funds(CBOT)
Apr11 110412 99.900 99.902 99.895 99.900 +0.003 5,193 74,930 -466
May11 110412 99.895 99.900 99.890 99.890 unch 914 71,184 +215
Jun11 110412 99.880 99.880 99.875 99.875 unch 4,133 54,531 +164
Jul11 110412 99.860 99.865 99.855 99.860 +0.005 3,870 46,991 -1,581
Aug11 110412 99.840 99.850 99.835 99.840 +0.005 3,125 43,322 -1,092
Sep11 110412 99.820 99.835 99.820 99.830 +0.010 3,052 32,754 +383
Total Volume and Open Interest 48,801 648,285 +1,240
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 110412 99.673 99.673 99.673 99.673 unch 0 750 +0
Sep11 110412 99.670 99.670 99.670 99.670 -0.003      
Dec11 110412 99.662 99.662 99.662 99.662 unch 0 75 +0
Mar12 110412 99.645 99.645 99.645 99.645 unch      
Jun12 110412 99.675 99.675 99.675 99.675 unch      
Sep12 110412 99.605 99.605 99.605 99.605 unch      
Dec12 110412 99.565 99.565 99.565 99.565 unch      
Mar13 110412 99.565 99.565 99.565 99.565 unch      
Jun13 110412 99.520 99.520 99.520 99.520 unch      
Sep13 110412 99.380 99.380 99.380 99.380 unch      
Total Volume and Open Interest 0 825 +0
3-Mth Euro-Yen(SGX)
Jun11 110412 99.68 99.68 99.67 99.67 unch 0 3,829 +0
Sep11 110412 99.67 99.67 99.67 99.67 unch 0 1,173 -48
Dec11 110412 99.66 99.66 99.66 99.66 unch 0 1,991 +0
Mar12 110412 99.64 99.64 99.64 99.64 unch 205 3,057 +0
Jun12 110412 99.68 99.68 99.68 99.68 unch 0 1,254 +0
Sep12 110412 99.61 99.61 99.61 99.61 unch 0 411 +0
Dec12 110412 99.57 99.57 99.57 99.57 unch 0 24 +0
Mar13 110412 99.57 99.57 99.57 99.57 unch 0 1 +0
Total Volume and Open Interest 205 11,740 -48
Japanese Gov't Bonds(SGX)
Jun11 110411 138.56 138.69 138.45 138.67 unch 3,373 11,965 -1,123
Sep11 110412 137.70 137.70 137.70 137.70 -0.07 0 1 +0
Dec11 110412 135.61 135.61 135.61 135.61 -0.07      
Total Volume and Open Interest 3,656 11,746 +95
Euro-Bund(EUREX)
Jun11 110412 120.10 120.57 120.08 120.46 +0.56 839,733 873,946 -449,155
Sep11 110412 119.63 120.00 119.63 119.96 +0.56 42 2,330 -18
Dec11 110412 119.36 119.36 119.36 119.36 +0.56 200 0 -200
Total Volume and Open Interest 839,975 876,276 -449,373
Euro-Bobl(EUREX)
Jun11 110412 113.98 114.30 113.95 114.24 +0.40 427,415 837,563 -206,484
Sep11 110412 113.34 113.54 113.34 113.54 +0.44 630 16,302 -503
Dec11 110412 113.69 113.69 113.69 113.69 +0.40      
Total Volume and Open Interest 428,045 853,865 -206,987
3-Mth Euribor(EUREX)
Jun11 110412 98.435 98.455 98.435 98.455 +0.030 48 11,534 -10
Sep11 110412 98.095 98.120 98.095 98.120 +0.050 706 3,704 +0
Dec11 110412 97.835 97.855 97.825 97.855 +0.070 5 5,294 +0
Total Volume and Open Interest 771 23,132 -10
Long Gilt(LIFFE)
Jun11 110412 116~11 117~04 116~08 117~01 +1~02 115,572 287,728 +2,607
Sep11 110412 115~32 115~32 115~32 115~32 +1~02      
Total Volume and Open Interest 115,572 287,728 +2,607
3-Mth Short Sterling(LIFFE)
Jun11 110412 99.08 99.16 99.07 99.13 +0.08 117,617 440,216 +926
Sep11 110412 98.87 98.99 98.86 98.96 +0.13 96,380 373,172 +13,016
Dec11 110412 98.62 98.75 98.60 98.73 +0.16 67,796 343,071 -2,331
Mar12 110412 98.32 98.49 98.31 98.47 +0.19 52,514 293,876 -226
Jun12 110412 98.00 98.18 97.99 98.16 +0.21 70,482 217,596 +6,672
Sep12 110412 97.69 97.87 97.67 97.85 +0.21 54,186 156,175 +6,079
Total Volume and Open Interest 521,811 2,143,768 +25,370
3-Mth Euribor(LIFFE)
Jun11 110412 98.435 98.460 98.430 98.455 +0.030 134,608 758,477 +3,764
Sep11 110412 98.085 98.125 98.080 98.120 +0.050 162,346 653,017 -8,937
Dec11 110412 97.805 97.865 97.800 97.855 +0.070 129,046 587,199 +8,132
Total Volume and Open Interest 837,022 3,560,434 +17,332
3-Mth Aus T-Bills(SFE)
Jun11 110412 95.04 95.09 95.04 95.07 +0.02 24,466 186,847 +2,083
Sep11 110412 94.96 95.05 94.95 95.02 +0.05 27,028 221,189 +625
Dec11 110412 94.84 94.94 94.82 94.91 +0.07 15,807 129,581 +663
Mar12 110412 94.69 94.80 94.68 94.76 +0.06 7,449 71,628 +1,527
Jun12 110412 94.58 94.67 94.56 94.64 +0.06 2,033 45,052 +840
Sep12 110412 94.48 94.56 94.47 94.51 +0.04 568 42,125 +287
Dec12 110412 94.37 94.46 94.37 94.41 +0.05 186 18,375 -186
Mar13 110412 94.30 94.36 94.29 94.34 +0.05 392 8,759 +152
Jun13 110412 94.21 94.29 94.21 94.26 +0.04 30 1,048 +30
Sep13 110412 94.24 94.24 94.19 94.19 +0.04 0 901 +0
Total Volume and Open Interest 77,959 726,362 +6,021
10-Year Aus T-Bonds(SFE)
Jun11 110412 94.31 94.39 94.30 94.37 +0.05 57,872 369,327 +25,828
Sep11 110412 94.37 94.37 94.37 94.37 +0.05      
Total Volume and Open Interest 57,872 369,327 +25,828
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 110412 94.81 94.81 94.81 94.81 +0.05      
Total Volume and Open Interest 102,859 541,734 -4,121
Gold(CMX)
Apr11 110412 1461.8 1467.2 1444.4 1452.9 -14.5 1,407 1,652 -808
Jun11 110412 1465.2 1468.5 1445.0 1453.6 -14.5 123,693 361,366 -900
Aug11 110412 1464.6 1469.0 1446.2 1454.8 -14.5 8,551 41,062 +3,896
Oct11 110412 1460.0 1460.3 1451.7 1456.1 -14.6 688 6,022 -5
Dec11 110412 1469.0 1471.2 1450.0 1457.5 -14.7 2,273 33,539 +635
Feb12 110412 1467.7 1473.8 1454.5 1459.1 -14.8 180 7,032 -62
Apr12 110412 1459.4 1461.0 1457.6 1461.0 -14.9 4 5,270 +1
Jun12 110412 1469.4 1473.0 1461.5 1463.6 -15.0 468 6,952 +2
Aug12 110412 1466.5 1466.5 1466.5 1466.5 -15.2 200 2,607 +100
Oct12 110412 1470.1 1470.1 1470.1 1470.1 -15.3 0 3,463 +0
Dec12 110412 1482.1 1487.1 1472.3 1474.7 -15.7 287 12,334 +73
Feb13 110412 1479.8 1479.8 1479.8 1479.8 -16.0 2 2 +1
Total Volume and Open Interest 139,009 516,386 +2,600
Silver(CMX)
May11 110412 4025.0 4091.0 3970.5 4006.6 -54.6 69,426 67,178 -2,377
Jul11 110412 4022.0 4093.0 3975.0 4009.5 -54.7 6,121 31,491 +2,457
Sep11 110412 4012.5 4090.0 3998.0 4011.8 -54.6 651 8,406 +196
Dec11 110412 4005.0 4096.0 3980.0 4013.9 -54.7 976 17,612 +66
Mar12 110412 4020.0 4078.5 3998.5 4013.3 -54.9 128 1,810 -86
May12 110412 4000.0 4013.1 4000.0 4013.1 -54.9 8 513 +4
Jul12 110412 4011.0 4012.4 4011.0 4012.4 -55.0 2 1,450 +0
Total Volume and Open Interest 77,842 144,923 +276
Platinum(NYMEX)
Apr11 110412 1786.0 1786.0 1776.9 1778.8 -20.7 3 108 +0
Jul11 110412 1793.5 1796.5 1770.4 1774.3 -18.5 6,179 34,945 +838
Oct11 110412 1795.8 1795.8 1777.5 1778.0 -18.5 15 1,164 +11
Jan12 110412 1781.5 1783.2 1779.7 1779.7 -18.5 2 16 +2
Total Volume and Open Interest 6,199 36,271 +651
Palladium(NYMEX)
Jun11 110412 778.25 788.55 760.30 770.10 -18.15 6,028 21,093 +350
Sep11 110412 773.30 786.00 764.95 771.30 -18.15 13 706 -3
Dec11 110412 779.20 781.05 773.20 773.20 -18.15 0 18 +0
Total Volume and Open Interest 6,042 21,821 +347
Copper(CMX)
May11 110412 445.75 447.50 436.10 438.35 -7.65 41,844 64,582 -4,134
Jul11 110412 447.40 449.35 438.05 440.30 -7.55 14,208 46,741 +4,709
Sep11 110412 447.60 448.60 439.90 441.80 -7.45 2,429 13,190 +1,198
Dec11 110412 449.90 449.90 441.10 442.75 -7.30 1,149 6,923 +516
Mar12 110412 449.25 449.25 441.00 443.10 -7.15 31 2,074 +18
Total Volume and Open Interest 60,678 137,194 +2,596
DJIA Index(CBOT)
Jun11 110412 12307 12307 12182 12193 -128 373 13,603 +116
Sep11 110412 12123 12251 12123 12123 -128 0 6 +0
Dec11 110412 12056 12184 12056 12056 -128 0 1 +0
Mar12 110412 11998 12126 11998 11998 -128      
Total Volume and Open Interest 373 13,610 +116
S & P 500(CME)
Jun11 110412 1320.20 1320.50 1305.50 1308.30 -11.30 12,964 295,730 +334
Sep11 110412 1302.90 1302.90 1302.30 1302.90 -11.40 0 4,637 +5
Dec11 110412 1297.60 1297.60 1297.10 1297.60 -11.50 0 1,689 +0
Mar12 110412 1293.00 1293.00 1292.50 1293.00 -11.50      
Total Volume and Open Interest 12,964 302,061 +339
S & P 500 E-Mini(Globex)
Jun11 110412 1308.25 1308.25 1307.50 1307.75 -12.00      
Sep11 110412 1313.25 1313.25 1300.50 1303.00 -11.25 3,311 8,572 +2,465
Total Volume and Open Interest 1,862,209 2,698,386 +19,210
NASDAQ 100(CME)
Jun11 110412 2308.00 2309.30 2284.00 2293.00 -15.00 969 17,836 -522
Sep11 110412 2289.50 2289.50 2287.00 2289.50 -13.80 0 3 +0
Dec11 110412 2287.00 2287.00 2284.50 2287.00 -13.80      
Total Volume and Open Interest 969 17,839 -522
NASDAQ 100 E-Mini(Globex)
Jun11 110412 2309.50 2310.00 2285.00 2293.00 -15.00 231,045 349,496 -3,056
Sep11 110412 2299.30 2299.30 2282.50 2289.50 -13.80 71 295 +7
Total Volume and Open Interest 231,117 349,797 -3,048
S & P Midcap 400(CME)
Jun11 110412 967.70 968.00 965.00 967.70 -10.50 39 1,629 +8
Sep11 110412 965.50 967.00 965.50 965.50 -10.50      
Dec11 110412 963.90 965.40 963.90 963.90 -10.50      
Total Volume and Open Interest 39 1,629 +8
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Jun11 110412 9635 9635 9495 9520 -130 11,612 55,968 -921
Sep11 110412 9620 9620 9550 9550 -130 0 9 +0
Total Volume and Open Interest 11,612 55,977 -921
Nikkei 225(SGX)
Jun11 110412 9730 9730 9500 9550 -175 141,504 227,556 -11,319
Sep11 110412 9590 9590 9530 9545 -175 95 1,338 -2
Dec11 110412 9495 9495 9495 9495 -175 0 5,359 +0
Total Volume and Open Interest 141,621 239,002 -11,296
CAC 40(EURONEXT)
Apr11 110412 4013.0 4020.5 3967.0 3976.5 -63.5 299,092 290,160 +21,842
May11 110412 3948.5 3951.5 3898.0 3907.0 -64.5 209,652 91,020 +85,434
Jun11 110412 3903.0 3907.5 3859.5 3865.5 -66.0 1,140 26,665 +198
Total Volume and Open Interest 509,884 407,845 +107,474
Hang Seng Index(HKFE)
Apr11 110412 24200 24205 23920 23968 -377 68,848 97,220 +2,345
May11 110412 24025 24025 23750 23800 -340 1,300 2,750 +497
Jun11 110412 23853 23853 23600 23644 -375 869 5,630 -147
Total Volume and Open Interest 71,112 106,691 +2,644
DAX(EUREX)
Jun11 110412 7175.0 7200.5 7109.0 7128.0 -98.5 93,424 171,036 -42,398
Sep11 110412 7189.0 7206.5 7136.5 7153.0 -99.5 150 5,318 -69
Dec11 110412 7210.0 7210.0 7184.5 7184.5 -99.5 19 546 -2
Total Volume and Open Interest 93,593 176,900 -42,469
FT-SE 100(EURONEXT)
Jun11 110412 5994.00 5994.00 5915.50 5924.00 -87.00 71,733 610,135 +2,693
Sep11 110412 5915.00 5915.00 5889.50 5889.50 -87.00 21 523 +15
Dec11 110412 5899.50 5899.50 5866.50 5870.00 -89.00 40 162 -30
Total Volume and Open Interest 71,794 610,820 +2,678
SPI 200(SFE)
Jun11 110412 5005.0 5012.0 4903.0 4917.0 -84.0 38,200 203,988 +12,194
Sep11 110412 4970.0 4970.0 4902.0 4906.0 -84.0 6 3,566 +0
Dec11 110412 4930.0 4930.0 4930.0 4930.0 -84.0 272 3,014 +259
Total Volume and Open Interest 38,833 212,182 +12,513
GSCI(CME)
Apr11 110412 74.59 94.64 71.14 74.59 -19.95 2,854 8,793 -2,427
May11 110412 92.14 92.14 73.14 76.14 -19.50 2,380 4,730 +2,221
Jun11 110412 77.89 97.39 74.64 77.89 -19.45 0 1 +0
Total Volume and Open Interest 5,234 13,524 -206
Reuters CCI(ICE)
Jun11 110412 359.70 359.70 359.70 359.70 -6.30      
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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