MRCI Logo
MRCI's End of Day Prices

MRCI Logo
MRCI's End of Day Prices
Daily Futures Price Listing Wed April 13, 2011
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
May11 110413 1332.50 1349.00 1328.25 1333.50 +3.75 114,512 166,185 -15,783
Jul11 110413 1343.25 1360.00 1340.00 1345.00 +4.00 87,471 198,576 +7,067
Aug11 110413 1348.75 1361.75 1341.75 1347.50 +4.25 3,120 13,282 +458
Sep11 110413 1344.00 1363.00 1344.00 1349.50 +5.25 1,924 14,613 +249
Nov11 110413 1344.25 1363.75 1343.25 1351.50 +7.25 40,109 192,999 +3,256
Jan12 110413 1354.75 1370.00 1354.00 1360.25 +7.50 1,535 22,206 -428
Mar12 110413 1362.00 1366.75 1350.75 1360.75 +10.00 559 13,171 +38
Total Volume and Open Interest 251,166 644,423 -5,173
Soybean Meal(CBOT)
May11 110413 342.40 346.80 341.10 342.20 -0.20 34,022 60,687 -4,565
Jul11 110413 347.50 351.80 346.50 347.60 +0.20 25,449 66,937 +2,630
Aug11 110413 349.50 353.80 348.90 349.50 unch 5,358 18,219 +610
Sep11 110413 350.50 353.80 349.40 350.10 -0.30 1,881 13,465 +94
Oct11 110413 350.10 352.70 348.30 348.90 -0.70 1,474 12,842 +220
Dec11 110413 351.40 353.70 349.00 350.20 -0.20 6,332 41,506 +1,223
Jan12 110413 354.80 354.80 351.40 351.90 -0.20 167 3,314 +48
Mar12 110413 355.40 355.40 352.40 353.20 +0.80 222 3,070 +84
Total Volume and Open Interest 75,765 225,602 +422
Soybean Oil(CBOT)
May11 110413 57.29 58.01 57.18 57.36 +0.12 65,477 108,788 -10,412
Jul11 110413 58.00 58.63 57.81 57.99 +0.12 41,536 136,535 +4,566
Aug11 110413 58.20 58.80 58.05 58.19 +0.10 3,295 16,092 -125
Sep11 110413 58.41 59.07 58.28 58.43 +0.11 2,207 14,468 +282
Oct11 110413 58.40 59.00 58.34 58.48 +0.14 819 13,957 +292
Dec11 110413 58.51 59.27 58.42 58.61 +0.15 11,500 74,445 +1,594
Jan12 110413 59.07 59.17 58.75 58.78 +0.16 1,012 3,921 +748
Mar12 110413 59.04 59.12 58.52 58.68 +0.16 133 4,137 +51
Total Volume and Open Interest 126,332 376,088 -2,826
Canola(WCE)
May11 110413 568.6 573.9 568.2 572.5 +3.9 6,980 53,613 -1,070
Jul11 110413 580.0 582.6 577.0 581.2 +3.9 3,368 50,433 +1,397
Nov11 110413 565.2 571.8 564.5 570.3 +5.1 1,538 71,260 +557
Jan12 110413 577.1 577.1 577.1 577.1 +5.4 1 4,453 +0
Mar12 110413 576.6 577.7 576.6 577.7 +5.4 0 1,000 +0
Total Volume and Open Interest 12,025 182,863 +969
Corn(CBOT)
May11 110413 753.25 768.50 746.50 755.50 +3.00 166,109 428,161 -14,917
Jul11 110413 758.00 773.00 751.50 761.00 +3.50 132,057 525,452 +16,427
Sep11 110413 696.75 710.50 691.25 702.50 +6.00 23,070 126,268 +5,500
Dec11 110413 637.25 653.00 634.00 645.00 +8.50 36,628 434,100 +4,174
Mar12 110413 644.75 661.00 643.75 653.75 +7.25 2,867 67,375 +386
May12 110413 657.00 667.00 653.50 661.25 +7.75 1,031 11,244 +334
Total Volume and Open Interest 363,236 1,669,432 +12,037
Wheat(CBOT)
May11 110413 761.00 769.50 741.25 752.75 -6.75 60,407 111,998 -13,102
Jul11 110413 793.75 803.00 775.75 788.00 -4.25 46,295 180,271 +5,035
Sep11 110413 833.25 839.25 814.75 827.25 -3.25 16,242 56,610 +3,073
Dec11 110413 860.50 868.00 845.00 858.50 -2.00 14,733 101,955 +1,492
Mar12 110413 885.50 893.50 868.50 882.50 -3.25 1,504 12,084 +219
Total Volume and Open Interest 141,195 491,541 -2,721
Wheat(KCBT)
May11 110413 895.25 905.50 871.50 885.00 -9.00 17,278 54,440 -2,183
Jul11 110413 903.75 915.25 882.00 895.50 -9.00 14,837 83,033 +995
Sep11 110413 917.00 928.25 895.00 908.50 -9.00 3,090 23,017 +405
Dec11 110413 934.50 943.25 911.50 924.50 -9.00 4,213 29,066 +677
Mar12 110413 940.25 951.75 922.00 934.50 -8.00 417 3,228 +256
Total Volume and Open Interest 40,143 198,681 -29
Wheat(MGE)
May11 110413 911.25 923.25 892.00 904.00 -7.75 3,382 13,552 -988
Jul11 110413 919.00 930.50 900.00 912.00 -7.50 3,330 18,087 +1,503
Sep11 110413 922.25 930.50 904.00 915.00 -6.50 940 14,943 +144
Dec11 110413 934.25 943.00 916.50 927.00 -6.00 1,167 11,757 +192
Mar12 110413 944.75 951.50 926.00 935.25 -8.25 273 1,856 +57
Total Volume and Open Interest 9,230 62,195 +982
Oats(CBOT)
May11 110413 387.00 398.75 378.25 386.75 -4.25 697 4,282 -167
Jul11 110413 402.25 407.00 387.25 395.50 -4.00 788 6,750 +255
Sep11 110413 406.50 406.50 398.00 399.50 -4.00 12 223 +5
Dec11 110413 406.50 412.00 398.25 404.00 -4.00 78 2,574 +7
Total Volume and Open Interest 1,575 13,832 +100
Rough Rice(CBOT)
May11 110413 13.40 13.69 13.37 13.62 +0.26 591 9,999 -31
Jul11 110413 13.69 14.02 13.69 13.95 +0.26 491 9,505 +200
Sep11 110413 14.56 14.74 14.48 14.74 +0.27 113 3,900 +45
Nov11 110413 14.85 15.04 14.81 15.04 +0.26 38 911 +10
Total Volume and Open Interest 1,234 24,730 +223
Live Cattle(CME)
Apr11 110413 117.950 118.930 117.700 118.285 +0.605 3,806 21,130 -491
Jun11 110413 115.700 116.580 115.400 115.785 +0.185 17,560 180,683 -912
Aug11 110413 117.330 118.330 117.250 117.680 +0.280 5,913 85,088 -72
Oct11 110413 121.550 122.650 121.500 122.285 +0.435 4,826 49,442 +538
Dec11 110413 122.650 123.285 122.330 123.100 +0.565 3,170 38,493 +354
Feb12 110413 122.080 122.650 121.800 122.580 +0.500 282 10,151 +91
Total Volume and Open Interest 35,648 389,862 -486
Feeder Cattle(CME)
Apr11 110413 131.950 132.600 131.535 131.985 +0.185 335 2,527 -155
May11 110413 132.600 133.435 132.235 133.035 +0.785 1,785 11,787 -465
Aug11 110413 135.550 136.935 135.535 136.575 +1.175 2,355 21,332 +181
Sep11 110413 136.350 137.350 135.935 137.285 +1.235 563 4,020 +20
Oct11 110413 136.150 137.300 135.850 136.750 +0.650 336 2,235 +177
Nov11 110413 135.700 137.000 135.600 136.825 +1.390 98 1,195 +32
Jan12 110413 134.285 135.700 134.285 135.700 +1.000 13 257 +6
Total Volume and Open Interest 5,489 43,366 -202
Lean Hogs(CME)
Apr11 110413 93.580 94.035 93.400 93.950 +0.500 5,175 11,479 -1,447
May11 110413 100.450 103.080 100.450 103.000 +2.800 1,045 4,866 +381
Jun11 110413 99.700 102.080 99.700 101.450 +2.100 16,053 90,580 -376
Jul11 110413 99.400 101.650 99.400 101.035 +2.000 3,290 30,544 -23
Aug11 110413 99.930 101.730 99.930 101.350 +1.900 6,724 35,517 -395
Oct11 110413 92.050 93.830 92.050 93.680 +1.730 5,273 30,759 +976
Dec11 110413 88.600 90.000 88.600 89.980 +1.530 1,989 23,154 +407
Feb12 110413 88.700 90.250 88.700 90.100 +1.200 109 5,039 +14
Total Volume and Open Interest 39,771 237,011 -400
Class III Milk(CME)
Apr11 110413 16.73 16.75 16.71 16.74 -0.01 198 5,318 +36
May11 110413 17.07 17.18 16.92 16.94 -0.15 190 5,659 +1
Jun11 110413 17.51 17.67 17.45 17.51 -0.13 205 4,284 +41
Jul11 110413 17.86 17.92 17.82 17.82 -0.08 135 3,253 +56
Aug11 110413 17.85 17.85 17.80 17.81 -0.04 96 3,129 +30
Total Volume and Open Interest 1,015 34,200 +242
Cocoa(ICE)
May11 110413 3086 3095 3049 3066 +13 12,155 14,327 -4,061
Jul11 110413 3076 3095 3049 3070 +14 12,590 72,996 +2,486
Sep11 110413 3090 3106 3068 3084 +14 2,586 20,945 -176
Dec11 110413 3125 3125 3089 3105 +11 370 21,633 -66
Mar12 110413 3151 3162 3135 3146 +8 210 23,578 +31
May12 110413 3140 3140 3140 3140 +10 98 5,762 +0
Jul12 110413 3138 3138 3138 3138 +10 0 547 +0
Total Volume and Open Interest 28,065 164,095 -1,764
Coffee "C"(ICE)
May11 110413 273.25 282.05 272.35 280.70 +6.90 17,746 32,455 -6,857
Jul11 110413 275.75 285.05 275.40 283.70 +6.80 14,375 50,478 +3,672
Sep11 110413 278.45 287.20 278.45 286.00 +6.55 2,907 15,346 +1,268
Dec11 110413 280.35 289.50 280.35 288.40 +6.80 536 15,724 +48
Mar12 110413 281.75 290.85 281.75 289.90 +6.70 312 3,392 +141
May12 110413 285.00 291.70 285.00 290.85 +6.20 90 1,883 +67
Total Volume and Open Interest 36,019 120,505 -1,637
Orange Juice(ICE)
May11 110413 168.25 169.00 165.65 168.15 -0.40 2,007 12,105 -582
Jul11 110413 164.00 164.00 160.90 163.40 -0.60 1,751 11,327 +538
Sep11 110413 159.95 160.40 159.20 160.40 -0.30 108 1,486 +43
Nov11 110413 156.00 156.85 156.00 156.85 -0.20 289 1,156 +285
Jan12 110413 156.35 156.35 156.00 156.35 -0.10 3 169 +0
Mar12 110413 156.80 156.80 156.45 156.80 +0.30 0 40 +0
Total Volume and Open Interest 4,158 26,290 +284
Sugar #11(ICE)
May11 110413 25.61 25.92 24.70 24.79 -0.79 52,378 142,124 -16,774
Jul11 110413 24.42 24.67 23.51 23.65 -0.72 43,697 234,902 +5,007
Oct11 110413 24.45 24.55 23.62 23.90 -0.43 14,109 112,614 +4,125
Mar12 110413 24.28 24.45 23.63 23.92 -0.37 4,562 66,819 -175
May12 110413 23.96 23.99 23.25 23.47 -0.41 1,390 18,986 +73
Total Volume and Open Interest 120,529 624,777 -7,926
London Cocoa(LCE)
May11 110413 1944 1967 1935 1948 +10 4,920 44,057 -739
Jul11 110413 1941 1964 1932 1946 +9 5,698 53,196 -42
Sep11 110413 1952 1973 1943 1961 +13 3,768 30,696 +1,147
Dec11 110413 1976 1985 1957 1982 +19 1,244 29,524 -54
Mar12 110413 1992 2000 1973 1999 +19 246 25,639 +44
May12 110413 1996 2011 1983 2008 +20 282 6,853 +33
Jul12 110413 1992 2015 1992 2015 +22 0 3,588 +0
Total Volume and Open Interest 16,220 202,166 +451
London Sugar(LCE)
Aug11 110413 652.50 656.50 640.00 641.20 -7.90 2,789 27,765 +730
Oct11 110413 640.90 644.00 628.70 629.60 -7.50 251 7,053 +0
Dec11 110413 631.70 636.90 624.70 625.60 -6.80 178 2,053 +65
Mar12 110413 628.40 630.00 620.50 620.50 -4.50 72 1,521 +7
May12 110413 611.00 612.00 605.60 605.60 -2.40 28 926 +0
Total Volume and Open Interest 8,776 60,631 -789
Cotton(ICE)
May11 110413 201.85 206.73 196.70 197.35 -2.38 15,241 57,820 -3,382
Jul11 110413 188.00 189.11 178.62 180.64 -4.93 10,642 66,009 +3,177
Oct11 110413 157.00 159.50 152.16 156.35 -0.37 14 455 +3
Dec11 110413 136.10 139.00 130.76 134.70 -0.86 2,864 60,974 -23
Mar12 110413 128.62 129.20 122.40 125.40 -0.45 667 6,683 +217
May12 110413 119.40 120.52 116.41 117.68 -0.52 219 2,015 +201
Total Volume and Open Interest 29,760 198,426 +223
Lumber(CME)
May11 110413 243.9 251.0 241.7 251.0 +10.0 748 3,185 -105
Jul11 110413 268.4 276.0 267.1 276.0 +10.0 713 5,161 +35
Sep11 110413 279.0 298.5 279.0 291.0 +2.5 129 1,264 +4
Nov11 110413 295.0 295.0 282.0 292.9 +6.9 64 214 +49
Total Volume and Open Interest 1,654 9,830 -17
Crude Oil(NYM)
May11 110413 106.02 107.43 105.31 107.11 +0.86 364,348 209,195 -41,294
Jun11 110413 106.62 108.14 105.98 107.71 +0.74 165,103 245,531 +24,426
Jul11 110413 107.44 108.76 106.59 108.24 +0.60 67,868 160,209 +9,239
Aug11 110413 107.87 109.22 107.06 108.64 +0.54 23,248 55,938 +962
Sep11 110413 108.72 109.58 107.38 108.96 +0.54 21,718 62,794 +1,372
Oct11 110413 108.36 109.63 107.87 109.17 +0.57 11,437 37,050 -2,250
Nov11 110413 108.18 109.46 108.02 109.29 +0.62 9,574 34,473 -274
Dec11 110413 108.33 110.00 107.72 109.35 +0.66 39,248 181,921 -554
Jan12 110413 108.21 109.69 108.05 109.33 +0.69 4,878 36,003 +56
Feb12 110413 109.44 109.55 108.14 109.24 +0.70 3,042 17,211 -49
Mar12 110413 109.00 109.75 107.94 109.10 +0.70 4,162 29,480 +113
Apr12 110413 108.90 108.90 108.90 108.90 +0.70 2,389 14,129 +321
May12 110413 108.85 108.90 107.35 108.65 +0.70 2,147 12,927 +411
Jun12 110413 108.13 108.98 108.07 108.36 +0.72 4,598 66,138 -604
Jul12 110413 108.01 108.01 108.01 108.01 +0.75 433 15,420 +82
Aug12 110413 107.90 107.90 107.65 107.65 +0.76 271 9,421 +141
Total Volume and Open Interest 747,902 1,567,492 -6,184
e-miNY Crude Oil(NYM)
Apr11 110321 102.050 103.350 101.650 102.325 +1.250 11,151 2,230 -312
May11 110413 106.225 107.425 105.325 107.100 +0.850 13,012 3,170 -173
Jun11 110413 107.100 108.125 106.000 107.700 +0.725 1,026 1,011 +131
Jul11 110413 107.300 108.750 107.050 108.250 +0.600 192 299 +66
Aug11 110413 108.400 108.650 107.600 108.650 +0.550 12 61 +4
Sep11 110413 108.950 108.950 108.950 108.950 +0.525 2 17 +1
Oct11 110413 109.000 109.175 109.000 109.175 +0.575 1 42 +0
Nov11 110413 109.300 109.300 109.300 109.300 +0.625 0 11 +0
Dec11 110413 109.250 109.750 109.250 109.350 +0.650 14 241 +5
Jan12 110413 109.325 109.325 109.325 109.325 +0.675 4 7 +1
Total Volume and Open Interest 14,264 4,998 +36
Heating Oil(NYM)
May11 110413 317.95 321.82 315.76 320.28 +3.02 51,525 88,823 -6,095
Jun11 110413 319.40 322.96 317.18 321.61 +2.98 28,911 61,540 +2,633
Jul11 110413 321.29 324.48 318.82 323.30 +3.08 15,630 38,487 +1,028
Aug11 110413 323.01 325.81 320.50 324.97 +3.13 8,212 26,304 +889
Sep11 110413 324.64 326.68 323.00 326.61 +3.18 5,815 16,732 +201
Oct11 110413 324.86 328.44 324.76 328.17 +3.24 2,817 9,013 +542
Nov11 110413 327.63 329.94 327.63 329.85 +3.33 2,140 8,274 +233
Dec11 110413 330.66 331.77 326.69 331.50 +3.42 7,465 29,193 -66
Jan12 110413 329.45 333.06 329.25 333.06 +3.45 1,287 8,782 -76
Feb12 110413 332.50 333.21 332.50 333.21 +3.45 795 4,106 +407
Mar12 110413 331.81 331.81 331.81 331.81 +3.48 140 2,494 -13
Apr12 110413 328.91 328.91 328.91 328.91 +3.53 174 943 -3
Total Volume and Open Interest 126,767 310,480 +385
Gasoline(NYMEX)
May11 110413 317.60 324.77 316.21 324.24 +7.83 45,629 84,725 -6,569
Jun11 110413 315.09 322.10 314.07 321.62 +7.13 27,925 58,185 +1,850
Jul11 110413 313.20 319.47 312.53 319.15 +6.33 15,976 37,173 +3,781
Aug11 110413 312.80 317.12 312.02 316.61 +5.83 7,422 17,355 +1,146
Sep11 110413 307.99 313.42 307.99 313.42 +5.32 6,768 19,946 -1,267
Oct11 110413 293.89 298.75 293.89 298.64 +4.75 3,273 16,597 -541
Nov11 110413 292.03 295.11 291.75 295.11 +4.45 1,242 6,618 +69
Dec11 110413 291.74 294.40 288.55 293.64 +4.22 993 24,564 -22
Jan12 110413 292.75 294.25 290.25 293.69 +4.16 25 6,380 +8
Feb12 110413 295.07 295.07 295.07 295.07 +4.16 15 2,381 +5
Total Volume and Open Interest 109,382 290,154 -1,433
e-miNY RBOB Gasoline(NYM)
May11 110413 324.20 324.24 324.20 324.20 +7.80 0 3 +0
Jun11 110413 321.60 321.62 321.60 321.60 +7.10 0 1 +0
Jul11 110413 319.20 319.20 319.15 319.20 +6.40 0 1 +0
Aug11 110413 316.60 316.61 316.60 316.60 +5.80 0 1 +0
Total Volume and Open Interest 0 9 +0
Natural Gas(NYM)
May11 110413 4.090 4.182 4.075 4.141 +0.043 157,366 170,600 -20,280
Jun11 110413 4.171 4.248 4.144 4.206 +0.038 58,531 111,276 +5,526
Jul11 110413 4.253 4.328 4.227 4.283 +0.030 72,742 160,602 +18,830
Aug11 110413 4.314 4.372 4.276 4.333 +0.029 19,050 54,473 +799
Sep11 110413 4.319 4.390 4.302 4.355 +0.030 16,071 60,257 +1,846
Oct11 110413 4.376 4.443 4.343 4.404 +0.029 17,571 76,352 +1,204
Nov11 110413 4.565 4.606 4.530 4.579 +0.025 5,243 34,424 +207
Dec11 110413 4.797 4.858 4.774 4.831 +0.021 3,328 27,751 +250
Jan12 110413 4.950 4.986 4.903 4.963 +0.021 7,747 76,176 +661
Feb12 110413 4.939 4.969 4.928 4.946 +0.019 699 15,654 -2
Mar12 110413 4.841 4.895 4.837 4.877 +0.020 2,518 32,374 -376
Apr12 110413 4.715 4.756 4.715 4.740 +0.015 2,404 31,351 -113
May12 110413 4.753 4.777 4.746 4.764 +0.013 438 8,580 +159
Jun12 110413 4.800 4.800 4.800 4.800 +0.012 100 5,315 -42
Jul12 110413 4.853 4.853 4.832 4.845 +0.011 92 5,070 +36
Aug12 110413 4.866 4.871 4.866 4.871 +0.010 137 5,550 -109
Total Volume and Open Interest 365,518 951,593 +9,109
Brent Crude Oil(ICE)
May11 110413 120.80 123.26 120.20 122.88 +1.96 169,924 101,111 -10,419
Jun11 110413 120.48 122.72 119.75 122.33 +1.90 183,500 250,234 -4,092
Jul11 110413 119.92 122.31 119.49 121.92 +1.86 64,715 103,412 +8,002
Aug11 110413 119.58 121.92 119.19 121.54 +1.84 24,652 38,581 +1,904
Sep11 110413 119.39 121.49 118.85 121.13 +1.82 16,758 37,279 +673
Oct11 110413 119.03 121.11 118.54 120.78 +1.82 8,724 25,144 +909
Nov11 110413 118.65 120.67 118.22 120.42 +1.82 5,861 20,516 +76
Dec11 110413 118.08 120.36 117.91 120.07 +1.82 29,692 105,848 -343
Jan12 110413 119.51 119.79 117.82 119.79 +1.83 3,289 19,686 +407
Feb12 110413 119.48 119.48 119.48 119.48 +1.84 2,417 12,982 +305
Mar12 110413 119.15 119.15 119.15 119.15 +1.85 2,796 29,025 -47
Apr12 110413 118.78 118.78 118.78 118.78 +1.85 891 6,180 -271
May12 110413 117.80 118.40 117.80 118.40 +1.84 576 4,807 +98
Jun12 110413 116.03 118.25 116.03 118.01 +1.84 3,167 37,532 +210
Total Volume and Open Interest 524,220 910,283 -1,902
Gas Oil(ICE)
May11 110413 1009.00 1020.50 1002.25 1014.75 +6.25 145,959 165,156 +19,108
Jun11 110413 1015.00 1023.00 1005.25 1017.75 +7.25 86,574 103,148 +11,780
Jul11 110413 1014.25 1025.25 1008.00 1020.50 +7.75 25,145 50,548 +6,525
Aug11 110413 1019.00 1027.50 1010.75 1023.00 +8.00 8,894 26,864 +1,077
Sep11 110413 1021.00 1029.50 1014.00 1025.25 +8.00 9,450 43,459 +1,953
Oct11 110413 1018.50 1031.25 1015.50 1027.00 +8.50 7,574 27,759 +1,719
Nov11 110413 1022.00 1030.25 1018.75 1027.25 +8.75 3,967 20,880 +352
Dec11 110413 1018.25 1032.75 1015.00 1028.25 +9.00 16,969 70,021 +4,126
Jan12 090519 640.75 640.75 640.75 640.75 unch      
Feb12 090519 642.50 642.50 642.50 642.50 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 110413 2.679 2.699 2.655 2.658 -0.002 40 855 -15
Jun11 110413 2.689 2.689 2.645 2.662 +0.005 131 1,049 +67
Jul11 110413 2.687 2.687 2.645 2.662 +0.007 39 1,481 +13
Aug11 110413 2.665 2.676 2.634 2.651 +0.012 26 580 +3
Sep11 110413 2.580 2.580 2.565 2.570 +0.018 21 889 +2
Oct11 110413 2.430 2.430 2.427 2.427 +0.010 7 715 +2
Nov11 110413 2.415 2.415 2.398 2.405 +0.013 29 582 -22
Total Volume and Open Interest 316 7,574 +48
WTI Crude Oil(ICE
May11 110413 105.85 107.43 105.32 107.11 +0.86 69,941 68,262 -3,378
Jun11 110413 106.60 108.12 105.98 107.71 +0.74 44,106 96,344 +4,916
Jul11 110413 107.36 108.74 106.58 108.24 +0.60 16,317 68,282 +2,940
Aug11 110413 108.68 109.22 107.04 108.64 +0.54 7,063 25,971 +967
Sep11 110413 107.79 109.25 107.41 108.96 +0.54 6,866 29,795 -16
Oct11 110413 107.96 109.40 107.64 109.17 +0.57 3,372 19,862 -124
Nov11 110413 108.04 109.56 107.76 109.29 +0.62 3,102 14,408 +89
Dec11 110413 108.42 109.96 107.74 109.35 +0.66 16,319 90,676 +1,124
Jan12 110413 109.07 109.33 108.10 109.33 +0.69 1,436 12,725 -154
Feb12 110413 108.29 109.24 108.29 109.24 +0.70 521 2,862 -45
Mar12 110413 109.10 109.10 109.10 109.10 +0.70 919 10,272 +13
Apr12 110413 108.90 108.90 108.90 108.90 +0.70 411 3,067 +32
May12 110413 108.65 108.65 108.65 108.65 +0.70 440 1,698 +114
Jun12 110413 108.72 108.72 108.24 108.36 +0.72 1,519 28,493 +99
Jul12 110413 108.21 108.21 108.01 108.01 +0.75 47 787 +23
Aug12 110413 107.65 107.65 107.65 107.65 +0.76 82 368 +1
Total Volume and Open Interest 175,966 577,499 +6,950
US Dollar Index(ICE)
Jun11 110413 75.065 75.340 74.950 75.190 +0.125 16,983 50,409 -178
Sep11 110413 75.660 75.730 75.400 75.620 +0.120 36 549 +5
Dec11 110413 76.050 76.050 76.050 76.050 +0.120 0 1 +0
Total Volume and Open Interest 17,019 50,960 -173
Australian Dollar(CME)
Jun11 110413 103.61 104.59 103.49 104.18 +0.28 59,886 149,069 -1,588
Sep11 110413 102.76 102.95 102.62 102.89 +0.27 34 706 -4
Dec11 110413 101.70 101.70 101.45 101.70 +0.25 0 56 +0
Total Volume and Open Interest 59,920 149,831 -1,592
British Pound(CME)
Jun11 110413 162.47 162.98 162.24 162.61 +0.19 85,638 122,651 +3,276
Sep11 110413 162.12 162.56 162.10 162.36 +0.18 73 200 +55
Dec11 110413 162.07 162.07 161.90 162.07 +0.17 0 37 +0
Total Volume and Open Interest 85,711 122,890 +3,331
Canadian Dollar(CME)
Jun11 110413 103.76 104.18 103.41 103.73 -0.16 55,620 138,994 -3,702
Sep11 110413 103.62 103.90 103.21 103.46 -0.16 48 2,521 +19
Dec11 110413 103.39 103.56 102.97 103.15 -0.15 4 2,405 -2
Mar12 110413 102.77 102.98 102.77 102.83 -0.15 6 202 -4
Total Volume and Open Interest 55,678 144,148 -3,689
Japanese Yen(CME)
Jun11 110413 119.67 119.80 118.71 119.32 -0.16 98,187 131,342 -1,229
Sep11 110413 119.41 119.57 118.97 119.41 -0.16 226 1,004 +22
Dec11 110413 119.81 119.81 119.20 119.53 -0.17 0 56 +0
Total Volume and Open Interest 98,413 132,409 -1,207
Swiss Franc(CME)
Jun11 110413 111.57 112.04 111.23 111.63 +0.07 28,908 57,855 +788
Sep11 110413 111.50 112.00 111.32 111.66 +0.07 7 75 +0
Dec11 110413 111.67 111.67 111.60 111.67 +0.07 4 13 -1
Total Volume and Open Interest 28,919 57,944 +787
EuroFX(CME)
Jun11 110413 144.59 145.00 143.92 144.20 -0.46 174,733 241,452 -3,540
Sep11 110413 144.51 144.59 143.60 143.77 -0.47 249 2,147 +31
Dec11 110413 143.80 143.86 143.30 143.30 -0.47 2 73 +2
Total Volume and Open Interest 174,984 243,990 -3,507
Mexican Peso(CME)
Apr11 110413 849.5 849.5 846.2 849.5 +3.2      
May11 110413 846.0 846.0 842.8 846.0 +3.2      
Total Volume and Open Interest 15,897 167,277 +1,891
30-Year T-Bonds(CBOT)
Jun11 110413 118~310 119~260 118~310 119~260 +0~150      
Sep11 110413 117~180 118~100 117~150 118~080 +0~150 207 1,500 +145
Dec11 110413 116~250 116~250 116~100 116~250 +0~150      
Total Volume and Open Interest 243,680 567,488 -8,168
10-Year T-Notes(CBOT)
Jun11 110413 119~030 119~135 118~240 119~125 +0~095 724,832 1,695,406 +10,690
Sep11 110413 117~140 117~275 117~060 117~275 +0~100 141 2,478 +60
Dec11 110413 116~275 116~275 116~175 116~275 +0~100 0 4 +0
Total Volume and Open Interest 724,973 1,697,888 +10,750
5-Year T-Notes(CBOT)
Jun11 110413 116~122 117~020 116~095 117~017 +0~023 355,925 1,349,373 +13,708
Sep11 110413 115~107 115~107 115~082 115~107 +0~025 0 2,681 +0
Dec11 110413 115~003 115~003 114~106 115~003 +0~025      
Total Volume and Open Interest 355,925 1,352,054 +13,708
2 Year T-Notes(CBOT)
Jun11 110413 109~021 109~027 109~013 109~025 +0~006 190,436 1,030,352 +18,117
Sep11 110413 108~076 108~082 108~075 108~082 +0~006 788 698 +585
Dec11 110413 108~020 108~020 108~014 108~020 +0~006      
Total Volume and Open Interest 191,224 1,031,050 +18,702
Eurodollars(CME)
Jun11 110413 99.705 99.720 99.705 99.710 +0.005 119,781 1,080,397 -6,468
Sep11 110413 99.630 99.645 99.620 99.635 +0.010 144,636 1,386,637 -6,018
Dec11 110413 99.465 99.490 99.445 99.480 +0.020 152,337 1,452,715 -1,544
Mar12 110413 99.215 99.250 99.175 99.240 +0.035 160,111 1,385,058 +1,964
Jun12 110413 98.870 98.910 98.815 98.905 +0.045 204,107 1,014,190 +937
Sep12 110413 98.475 98.530 98.425 98.525 +0.050 160,444 675,626 +7,325
Dec12 110413 98.110 98.165 98.055 98.160 +0.055 112,985 477,672 +1,572
Mar13 110413 97.805 97.860 97.750 97.855 +0.060 96,965 325,425 +5,313
Jun13 110413 97.530 97.585 97.470 97.580 +0.065 58,348 275,241 +3,989
Sep13 110413 97.260 97.330 97.215 97.320 +0.060 40,930 252,138 +2,015
Dec13 110413 97.025 97.090 96.970 97.075 +0.060 32,852 185,930 +239
Mar14 110413 96.785 96.875 96.755 96.860 +0.060 33,674 178,541 -1,118
Jun14 110413 96.575 96.665 96.545 96.645 +0.060 9,286 107,851 -848
Sep14 110413 96.360 96.460 96.340 96.440 +0.055 10,178 61,357 -74
Dec14 110413 96.175 96.255 96.125 96.230 +0.055 12,027 77,572 +354
Mar15 110413 95.980 96.080 95.955 96.055 +0.055 8,543 57,537 -898
Jun15 110413 4.055 4.155 4.030 4.130 +0.050 5,747 36,805 +911
Sep15 110413 3.920 3.995 3.875 3.970 +0.045 4,277 38,177 -24
Total Volume and Open Interest 1,395,997 9,312,470 +10,936
30 Day Federal Funds(CBOT)
Apr11 110413 99.902 99.905 99.900 99.902 +0.002 7,277 75,025 +95
May11 110413 99.895 99.905 99.890 99.895 +0.005 2,292 72,144 +960
Jun11 110413 99.875 99.885 99.875 99.880 +0.005 1,491 55,098 +567
Jul11 110413 99.860 99.865 99.860 99.865 +0.005 1,561 46,851 -140
Aug11 110413 99.840 99.850 99.840 99.845 +0.005 1,473 43,557 +235
Sep11 110413 99.830 99.835 99.825 99.830 unch 1,829 32,253 -501
Total Volume and Open Interest 38,274 647,376 -909
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 110413 99.673 99.673 99.673 99.673 unch 100 750 +0
Sep11 110413 99.670 99.670 99.670 99.670 unch 100 100 +100
Dec11 110413 99.662 99.662 99.662 99.662 unch 0 75 +0
Mar12 110413 99.650 99.650 99.650 99.650 +0.005      
Jun12 110413 99.675 99.675 99.675 99.675 unch      
Sep12 110413 99.605 99.605 99.605 99.605 unch      
Dec12 110413 99.565 99.565 99.565 99.565 unch      
Mar13 110413 99.565 99.565 99.565 99.565 unch      
Jun13 110413 99.520 99.520 99.520 99.520 unch      
Sep13 110413 99.380 99.380 99.380 99.380 unch      
Total Volume and Open Interest 200 925 +100
3-Mth Euro-Yen(SGX)
Jun11 110413 99.67 99.67 99.67 99.67 unch 0 4,400 +571
Sep11 110413 99.67 99.67 99.67 99.67 unch 52 1,173 +0
Dec11 110413 99.66 99.66 99.66 99.66 unch 0 1,991 +0
Mar12 110413 99.65 99.65 99.64 99.64 unch 0 3,157 +100
Jun12 110413 99.68 99.68 99.68 99.68 unch 0 1,254 +0
Sep12 110413 99.61 99.61 99.61 99.61 unch 0 411 +0
Dec12 110413 99.57 99.57 99.57 99.57 unch 0 24 +0
Mar13 110413 99.57 99.57 99.57 99.57 unch 0 1 +0
Total Volume and Open Interest 52 12,411 +671
Japanese Gov't Bonds(SGX)
Jun11 110413 138.60 138.83 138.55 138.77 +0.10 3,656 11,745 -220
Sep11 110413 137.87 137.87 137.87 137.87 +0.17 0 1 +0
Dec11 110413 135.78 135.78 135.78 135.78 +0.17      
Total Volume and Open Interest 1,625 12,874 +1,128
Euro-Bund(EUREX)
Jun11 110413 120.35 120.80 120.20 120.47 +0.01 577,375 867,448 -6,498
Sep11 110413 119.83 120.27 119.74 119.98 +0.02 554 2,859 +529
Dec11 110413 119.37 119.37 119.37 119.37 +0.01      
Total Volume and Open Interest 577,929 870,307 -5,969
Euro-Bobl(EUREX)
Jun11 110413 114.17 114.44 114.00 114.20 -0.04 336,509 827,285 -10,278
Sep11 110413 113.46 113.53 113.37 113.48 -0.06 698 16,500 +198
Dec11 110413 113.65 113.65 113.65 113.65 -0.04      
Total Volume and Open Interest 337,207 843,785 -10,080
3-Mth Euribor(EUREX)
Jun11 110413 98.440 98.445 98.435 98.445 -0.010 3 11,450 -84
Sep11 110413 98.110 98.110 98.095 98.105 -0.015 1 3,387 -317
Dec11 110413 97.845 97.845 97.810 97.840 -0.015 0 5,261 -33
Total Volume and Open Interest 4 22,684 -448
Long Gilt(LIFFE)
Jun11 110413 116~29 117~05 116~20 116~30 -0~03 68,208 286,397 -1,331
Sep11 110413 115~14 115~29 115~11 115~29 -0~03      
Total Volume and Open Interest 68,208 286,397 -1,331
3-Mth Short Sterling(LIFFE)
Jun11 110413 99.13 99.15 99.10 99.11 -0.02 46,419 449,243 +9,027
Sep11 110413 98.95 98.95 98.90 98.91 -0.05 45,617 377,916 +4,744
Dec11 110413 98.73 98.73 98.66 98.68 -0.05 46,084 347,973 +4,902
Mar12 110413 98.48 98.48 98.41 98.43 -0.04 40,819 299,478 +5,602
Jun12 110413 98.17 98.17 98.10 98.13 -0.03 48,999 224,871 +7,275
Sep12 110413 97.84 97.87 97.79 97.82 -0.03 27,038 156,539 +364
Total Volume and Open Interest 303,431 2,182,129 +38,361
3-Mth Euribor(LIFFE)
Jun11 110413 98.445 98.450 98.420 98.445 -0.010 150,814 782,870 +24,393
Sep11 110413 98.115 98.120 98.075 98.105 -0.015 84,663 650,508 -2,509
Dec11 110413 97.855 97.870 97.805 97.840 -0.015 106,717 604,327 +17,128
Total Volume and Open Interest 642,946 3,610,138 +49,704
3-Mth Aus T-Bills(SFE)
Jun11 110413 95.07 95.08 95.05 95.06 -0.01 26,826 173,218 -13,629
Sep11 110413 95.02 95.04 94.98 95.00 -0.02 48,318 215,135 -6,054
Dec11 110413 94.91 94.94 94.87 94.88 -0.03 30,522 131,388 +1,807
Mar12 110413 94.76 94.80 94.72 94.74 -0.02 8,123 69,130 -2,498
Jun12 110413 94.63 94.67 94.59 94.61 -0.03 3,910 45,294 +242
Sep12 110413 94.51 94.56 94.48 94.49 -0.02 4,194 45,036 +2,911
Dec12 110413 94.41 94.42 94.38 94.38 -0.03 896 18,511 +136
Mar13 110413 94.33 94.34 94.31 94.31 -0.03 383 8,718 -41
Jun13 110413 94.24 94.24 94.24 94.24 -0.02 6 1,050 +2
Sep13 110413 94.17 94.17 94.17 94.17 -0.02 4 901 +0
Total Volume and Open Interest 123,182 709,238 -17,124
10-Year Aus T-Bonds(SFE)
Jun11 110413 94.37 94.40 94.35 94.36 -0.01 57,947 361,060 -8,267
Sep11 110413 94.36 94.36 94.36 94.36 -0.01      
Total Volume and Open Interest 57,947 361,060 -8,267
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 110413 94.79 94.79 94.79 94.79 -0.02      
Total Volume and Open Interest 168,450 528,120 -13,614
Gold(CMX)
Apr11 110413 1455.0 1462.0 1454.0 1454.9 +2.0 378 1,730 +78
Jun11 110413 1454.0 1463.7 1452.0 1455.6 +2.0 110,657 360,059 -1,307
Aug11 110413 1454.2 1464.1 1453.5 1456.8 +2.0 2,090 40,481 -581
Oct11 110413 1457.0 1462.5 1455.8 1458.1 +2.0 85 5,984 -38
Dec11 110413 1457.6 1466.8 1456.0 1459.4 +1.9 2,384 33,713 +174
Feb12 110413 1465.2 1468.4 1460.9 1460.9 +1.8 8 7,031 -1
Apr12 110413 1464.6 1464.6 1462.8 1462.8 +1.8 81 5,345 +75
Jun12 110413 1466.7 1466.7 1464.6 1465.2 +1.6 37 6,957 +5
Aug12 110413 1467.9 1467.9 1467.9 1467.9 +1.4 0 2,607 +0
Oct12 110413 1471.5 1471.5 1471.5 1471.5 +1.4 0 3,463 +0
Dec12 110413 1480.0 1483.8 1475.9 1475.9 +1.2 139 12,338 +4
Feb13 110413 1480.7 1480.7 1480.7 1480.7 +0.9 105 104 +102
Total Volume and Open Interest 120,187 517,568 +1,182
Silver(CMX)
May11 110413 4011.5 4078.0 4003.5 4023.7 +17.1 114,562 64,269 -2,909
Jul11 110413 4017.0 4080.0 4008.5 4026.8 +17.3 13,342 34,468 +2,977
Sep11 110413 4019.0 4077.0 4019.0 4029.2 +17.4 1,683 9,130 +724
Dec11 110413 4013.5 4084.0 4013.0 4031.3 +17.4 1,953 17,646 +34
Mar12 110413 4063.5 4070.0 4030.4 4030.4 +17.1 39 1,805 -5
May12 110413 4062.5 4070.0 4030.1 4030.1 +17.0 37 530 +17
Jul12 110413 4029.2 4029.2 4029.2 4029.2 +16.8 45 1,440 -10
Total Volume and Open Interest 132,213 145,772 +849
Platinum(NYMEX)
Apr11 110413 1781.7 1781.7 1779.0 1781.7 +2.9 0 107 -1
Jul11 110413 1775.0 1793.0 1772.5 1777.2 +2.9 5,373 35,122 +177
Oct11 110413 1790.0 1792.5 1780.0 1780.9 +2.9 34 1,198 +34
Jan12 110413 1790.7 1790.7 1782.1 1782.6 +2.9 1 16 +0
Total Volume and Open Interest 5,410 36,483 +212
Palladium(NYMEX)
Jun11 110413 763.95 776.40 760.55 765.30 -4.80 2,936 21,400 +307
Sep11 110413 766.50 769.30 766.20 766.50 -4.80 17 718 +12
Dec11 110413 768.40 768.40 768.40 768.40 -4.80 0 18 +0
Total Volume and Open Interest 2,953 22,140 +319
Copper(CMX)
May11 110413 438.30 440.70 427.80 429.45 -8.90 38,601 60,496 -4,086
Jul11 110413 440.15 442.55 429.95 431.45 -8.85 15,566 52,743 +6,002
Sep11 110413 440.70 442.90 432.75 433.05 -8.75 3,474 14,841 +1,651
Dec11 110413 442.00 443.55 433.00 434.10 -8.65 925 7,626 +703
Mar12 110413 434.75 434.75 434.55 434.55 -8.55 16 2,080 +6
Total Volume and Open Interest 59,495 141,485 +4,291
DJIA Index(CBOT)
Jun11 110413 12193 12285 12175 12199 +6 1,331 14,711 +1,108
Sep11 110413 12129 12129 12123 12129 +6 0 6 +0
Dec11 110413 12062 12062 12056 12062 +6 0 1 +0
Mar12 110413 12004 12004 11998 12004 +6      
Total Volume and Open Interest 1,331 14,718 +1,108
S & P 500(CME)
Jun11 110413 1307.90 1318.70 1305.30 1308.70 +0.40 12,024 296,105 +375
Sep11 110413 1303.30 1310.90 1300.90 1303.30 +0.40 700 5,285 +648
Dec11 110413 1298.00 1305.60 1295.60 1298.00 +0.40 0 1,689 +0
Mar12 110413 1293.40 1301.00 1291.00 1293.40 +0.40      
Total Volume and Open Interest 12,724 303,084 +1,023
S & P 500 E-Mini(Globex)
Jun11 110413 1309.25 1309.75 1308.75 1309.00 +1.25      
Sep11 110413 1306.50 1313.00 1300.00 1303.25 +0.25 966 8,556 -16
Total Volume and Open Interest 1,528,448 2,705,080 +6,694
NASDAQ 100(CME)
Jun11 110413 2293.80 2319.50 2292.50 2308.50 +15.50 515 17,795 -41
Sep11 110413 2304.30 2310.00 2304.30 2304.30 +14.80 0 3 +0
Dec11 110413 2301.80 2304.00 2301.80 2301.80 +14.80      
Total Volume and Open Interest 515 17,798 -41
NASDAQ 100 E-Mini(Globex)
Jun11 110413 2292.30 2319.50 2291.50 2308.50 +15.50 224,000 348,113 -1,383
Sep11 110413 2290.80 2315.80 2290.80 2304.30 +14.80 145 224 -71
Total Volume and Open Interest 224,145 348,343 -1,454
S & P Midcap 400(CME)
Jun11 110413 973.50 975.00 965.00 971.60 +3.90 0 1,629 +0
Sep11 110413 969.40 969.50 969.40 969.40 +3.90      
Dec11 110413 967.80 967.90 967.80 967.80 +3.90      
Total Volume and Open Interest 0 1,629 +0
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Jun11 110413 9515 9685 9490 9595 +75 12,294 54,501 -1,467
Sep11 110413 9625 9625 9550 9625 +75 0 9 +0
Total Volume and Open Interest 12,294 54,510 -1,467
Nikkei 225(SGX)
Jun11 110413 9555 9665 9480 9630 +80 70,792 237,914 +10,358
Sep11 110413 9555 9635 9555 9635 +90 2 1,339 +1
Dec11 110413 9575 9575 9575 9575 +80 0 5,359 +0
Total Volume and Open Interest 70,929 249,725 +10,723
CAC 40(EURONEXT)
Apr11 110413 3992.0 4030.5 3977.5 4005.0 +28.5 95,780 274,316 -15,844
May11 110413 3923.5 3961.5 3909.5 3936.5 +29.5 6,423 89,825 -1,195
Jun11 110413 3883.0 3915.5 3868.0 3894.0 +28.5 190 26,718 +53
Total Volume and Open Interest 102,393 390,859 -16,986
Hang Seng Index(HKFE)
Apr11 110413 23940 24218 23850 24117 +149 59,180 96,525 -695
May11 110413 23763 24040 23680 23949 +149 718 3,091 +341
Jun11 110413 23613 23888 23540 23799 +155 305 5,673 +43
Total Volume and Open Interest 60,338 106,399 -292
DAX(EUREX)
Jun11 110413 7152.0 7222.5 7143.5 7201.5 +73.5 109,021 172,063 +1,027
Sep11 110413 7178.0 7242.5 7170.5 7227.5 +74.5 178 5,366 +48
Dec11 110413 7213.0 7274.5 7212.5 7258.5 +74.0 228 652 +106
Total Volume and Open Interest 109,427 178,081 +1,181
FT-SE 100(EURONEXT)
Jun11 110413 5930.00 6008.50 5930.00 5967.50 +43.50 71,318 612,832 +2,697
Sep11 110413 5947.00 5968.50 5932.50 5932.50 +43.00 12 525 +2
Dec11 110413 5912.50 5912.50 5912.50 5912.50 +42.50 10 170 +8
Total Volume and Open Interest 71,340 613,527 +2,707
SPI 200(SFE)
Jun11 110413 4916.0 4935.0 4884.0 4913.0 -4.0 47,050 198,185 -5,803
Sep11 110413 4905.0 4914.0 4888.0 4903.0 -3.0 7 3,566 +0
Dec11 110413 4927.0 4927.0 4927.0 4927.0 -3.0 0 3,014 +0
Total Volume and Open Interest 47,251 206,409 -5,773
GSCI(CME)
Apr11 110413 79.34 79.94 71.39 77.64 +3.05 2,787 6,757 -2,036
May11 110413 80.84 82.34 72.64 78.69 +2.55 2,587 7,113 +2,383
Jun11 110413 80.39 83.64 74.64 80.39 +2.50 0 1 +0
Total Volume and Open Interest 5,374 13,871 +347
Reuters CCI(ICE)
Jun11 110413 360.40 360.40 360.40 360.40 +0.70      
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.

Copyright © 2020 Moore Research Center, Inc. All Rights Reserved.
www.mrci.comsales@mrci.com
Toll Free: 800-927-7259