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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 15, 2011
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
May11 110415 1332.75 1338.50 1322.25 1331.75 +0.75 96,885 143,609 -9,981
Jul11 110415 1343.25 1349.75 1333.75 1343.25 +0.50 74,283 210,901 +6,169
Aug11 110415 1345.00 1351.00 1336.00 1344.50 -0.50 4,906 12,957 -133
Sep11 110415 1340.25 1348.50 1334.25 1342.25 -2.75 3,651 14,447 +98
Nov11 110415 1345.75 1351.25 1332.00 1339.75 -5.50 27,731 191,295 -900
Jan12 110415 1353.50 1357.75 1340.00 1347.25 -6.50 1,443 21,864 -175
Mar12 110415 1349.50 1355.00 1347.00 1347.75 -7.25 283 13,192 -60
Total Volume and Open Interest 211,503 631,631 -4,962
Soybean Meal(CBOT)
May11 110415 344.00 346.60 341.30 345.20 +2.70 31,769 50,003 -4,920
Jul11 110415 349.80 352.00 346.80 350.50 +2.40 22,239 73,925 +3,260
Aug11 110415 351.50 353.00 348.90 351.60 +1.90 2,838 19,553 +827
Sep11 110415 351.00 352.60 349.30 351.10 +1.10 2,108 13,891 +449
Oct11 110415 349.20 349.90 345.80 347.90 +0.20 1,161 12,665 -19
Dec11 110415 350.20 351.30 346.70 348.50 -0.20 7,140 43,362 +945
Jan12 110415 350.10 351.50 349.50 350.20 -0.30 93 3,344 +48
Mar12 110415 352.60 352.70 351.90 351.90 -0.40 61 3,157 +30
Total Volume and Open Interest 68,142 225,671 +399
Soybean Oil(CBOT)
May11 110415 56.90 57.33 56.47 56.84 -0.03 55,905 86,237 -10,599
Jul11 110415 57.59 57.90 57.06 57.45 -0.02 45,555 145,081 +3,197
Aug11 110415 57.81 57.85 57.28 57.66 -0.03 4,028 16,474 +510
Sep11 110415 58.02 58.08 57.50 57.89 -0.02 3,434 14,501 +476
Oct11 110415 57.80 58.15 57.69 57.99 unch 1,023 13,779 -145
Dec11 110415 58.21 58.60 57.73 58.18 +0.06 15,045 74,478 +181
Jan12 110415 58.04 58.40 58.03 58.28 +0.01 485 4,230 +98
Mar12 110415 58.25 58.35 58.25 58.26 +0.04 176 4,246 +53
Total Volume and Open Interest 126,219 362,885 -6,175
Canola(WCE)
May11 110415 570.4 572.5 564.6 568.3 -2.0 13,279 46,071 -2,518
Jul11 110415 581.3 581.3 573.4 576.9 -2.2 5,910 55,352 +2,910
Nov11 110415 572.0 575.6 567.8 573.7 +2.2 1,112 72,295 +542
Jan12 110415 578.4 581.7 575.5 580.8 +2.5 4 4,450 +0
Mar12 110415 579.0 581.1 577.4 581.1 +2.2 3 1,001 +1
Total Volume and Open Interest 20,310 181,292 +937
Corn(CBOT)
May11 110415 755.00 758.25 739.50 742.00 -12.25 207,989 368,368 -32,668
Jul11 110415 761.75 765.00 747.00 749.50 -11.50 176,917 553,736 +12,766
Sep11 110415 706.75 709.00 696.00 701.50 -5.00 32,369 132,227 +4,049
Dec11 110415 655.25 660.00 648.00 656.00 +0.50 56,420 432,455 +421
Mar12 110415 663.75 667.75 658.00 664.50 +0.75 2,013 68,038 +213
May12 110415 671.00 674.00 665.00 669.00 -2.00 1,501 13,447 +1,080
Total Volume and Open Interest 479,814 1,646,447 -13,421
Wheat(CBOT)
May11 110415 742.50 748.75 730.00 744.25 +3.75 77,742 90,439 -10,441
Jul11 110415 777.75 784.50 765.25 780.00 +3.75 58,827 197,404 +8,576
Sep11 110415 816.25 820.00 806.00 817.25 +2.50 9,806 60,158 +1,660
Dec11 110415 845.00 851.50 835.50 848.00 +2.50 10,857 101,493 +928
Mar12 110415 871.00 874.25 861.75 870.00 -0.25 654 12,128 +0
Total Volume and Open Interest 159,275 490,457 +900
Wheat(KCBT)
May11 110415 868.25 872.00 854.25 865.50 +1.50 14,980 49,169 -2,247
Jul11 110415 876.00 883.25 865.00 876.00 +1.75 11,981 85,491 -20
Sep11 110415 892.25 895.00 879.00 889.50 +2.25 3,215 23,147 -254
Dec11 110415 908.00 913.00 897.00 908.25 +3.50 2,862 28,960 -141
Mar12 110415 921.00 923.75 908.75 920.50 +4.25 493 3,463 +212
Total Volume and Open Interest 33,755 196,150 -2,413
Wheat(MGE)
May11 110415 890.00 894.25 880.00 889.00 -0.75 2,328 11,793 -790
Jul11 110415 897.00 902.75 888.25 897.75 +0.25 1,293 18,172 -71
Sep11 110415 900.00 905.25 893.00 899.75 -0.25 865 15,292 +290
Dec11 110415 914.00 918.00 905.25 913.75 +1.50 863 12,281 +287
Mar12 110415 920.50 926.25 915.00 922.25 +1.25 235 2,002 +156
Total Volume and Open Interest 5,620 61,587 -103
Oats(CBOT)
May11 110415 382.00 388.50 377.25 383.00 +1.00 609 3,874 -189
Jul11 110415 390.50 397.50 387.00 392.00 +1.00 446 6,908 +117
Sep11 110415 397.00 397.00 396.00 397.00 +1.00 16 220 +0
Dec11 110415 401.50 405.00 396.50 402.00 +1.00 93 2,620 +45
Total Volume and Open Interest 1,164 13,625 -27
Rough Rice(CBOT)
May11 110415 13.67 13.83 13.59 13.64 -0.03 2,351 7,961 -1,502
Jul11 110415 14.00 14.12 13.92 13.97 -0.02 2,096 11,097 +1,396
Sep11 110415 14.77 14.89 14.72 14.73 -0.06 222 4,100 +111
Nov11 110415 15.03 15.09 14.95 15.00 -0.09 8 912 +3
Total Volume and Open Interest 4,683 24,522 +10
Live Cattle(CME)
Apr11 110415 118.650 118.800 117.300 117.400 -1.400 2,798 19,218 -775
Jun11 110415 116.450 116.635 115.200 115.300 -1.200 18,323 174,422 -3,367
Aug11 110415 118.250 118.400 117.000 117.250 -1.100 6,559 85,191 +411
Oct11 110415 122.850 122.930 121.580 121.830 -1.070 3,820 51,410 +894
Dec11 110415 123.830 123.900 122.680 122.885 -0.945 2,980 39,880 +413
Feb12 110415 123.250 123.300 122.350 122.730 -0.770 751 10,570 +164
Total Volume and Open Interest 35,556 385,965 -2,090
Feeder Cattle(CME)
Apr11 110415 132.900 133.150 132.000 132.150 -0.950 733 2,127 -223
May11 110415 133.750 134.050 132.950 133.300 -0.485 2,557 10,689 -498
Aug11 110415 137.300 137.550 136.250 136.535 -0.845 3,592 21,875 +467
Sep11 110415 137.550 137.550 136.600 136.900 -0.650 1,012 4,312 +140
Oct11 110415 137.325 137.500 136.575 136.900 -0.635 187 2,271 -19
Nov11 110415 137.400 137.400 136.380 137.000 -0.500 139 1,211 +1
Jan12 110415 135.185 135.500 135.035 135.500 -0.600 38 263 +2
Total Volume and Open Interest 8,260 42,762 -129
Lean Hogs(CME)
May11 110415 103.250 103.250 101.635 102.430 -1.705 1,786 5,091 +104
Jun11 110415 102.450 102.450 100.480 101.080 -1.555 17,564 89,538 +518
Jul11 110415 101.800 101.800 100.180 101.135 -1.000 4,229 30,680 +300
Aug11 110415 102.430 102.430 100.580 101.350 -1.130 3,919 34,245 -368
Oct11 110415 93.150 93.150 91.580 92.450 -1.150 3,448 32,260 +728
Dec11 110415 89.500 89.500 87.535 88.750 -0.500 1,518 24,063 +630
Feb12 110415 89.600 89.600 88.100 88.750 -0.950 526 5,341 +300
Apr12 110415 90.050 90.050 88.900 89.700 -1.200 294 3,584 +150
Total Volume and Open Interest 36,272 236,400 +1,509
Class III Milk(CME)
Apr11 110415 16.75 16.75 16.72 16.74 unch      
May11 110415 16.89 16.95 16.70 16.78 -0.07 278 5,673 +6
Jun11 110415 17.50 17.61 17.40 17.42 -0.03 155 4,369 +65
Jul11 110415 17.66 17.75 17.62 17.68 +0.02 67 3,359 +27
Aug11 110415 17.73 17.81 17.73 17.81 +0.05 43 3,176 +19
Total Volume and Open Interest 794 34,869 +250
Cocoa(ICE)
May11 110415 3200 3270 3177 3239 +114 7,280 4,499 -3,283
Jul11 110415 3127 3175 3112 3157 +30 13,039 72,481 -659
Sep11 110415 3149 3187 3125 3168 +30 2,029 22,937 +335
Dec11 110415 3160 3208 3140 3190 +35 858 22,496 +595
Mar12 110415 3208 3252 3193 3233 +30 1,471 22,745 -1,034
May12 110415 3201 3252 3199 3233 +31 61 5,721 -40
Jul12 110415 3210 3262 3209 3235 +29 1,010 1,518 +971
Total Volume and Open Interest 25,775 156,712 -3,107
Coffee "C"(ICE)
May11 110415 283.50 288.65 282.40 288.10 +5.70 17,553 24,168 -3,249
Jul11 110415 285.85 291.65 285.20 291.10 +5.95 19,240 60,241 +4,887
Sep11 110415 287.10 294.05 287.10 293.55 +5.90 3,215 16,738 -54
Dec11 110415 290.15 296.60 290.15 296.15 +6.00 1,045 16,287 +568
Mar12 110415 291.55 297.40 291.55 296.90 +5.35 232 3,392 -26
May12 110415 295.40 297.80 294.60 297.50 +5.10 160 1,988 +75
Total Volume and Open Interest 41,601 124,157 +2,282
Orange Juice(ICE)
May11 110415 170.95 172.90 168.30 169.60 -1.30 1,389 10,111 -619
Jul11 110415 166.20 169.50 166.10 167.40 +1.20 2,125 13,752 +834
Sep11 110415 163.00 164.80 162.45 163.45 +1.00 9 1,491 +6
Nov11 110415 160.55 160.55 159.15 159.45 +0.70 75 1,286 +67
Jan12 110415 160.05 160.05 158.95 158.95 +1.50 0 169 +0
Mar12 110415 159.20 159.20 159.20 159.20 +1.90 0 40 +0
Total Volume and Open Interest 3,598 26,856 +288
Sugar #11(ICE)
May11 110415 24.50 25.09 24.38 24.59 +0.15 64,623 114,860 -18,399
Jul11 110415 22.96 23.52 22.87 22.97 -0.09 50,862 259,997 +14,835
Oct11 110415 23.24 23.54 23.00 23.11 -0.12 14,515 118,591 +3,099
Mar12 110415 23.33 23.61 23.15 23.25 -0.16 6,636 69,200 +1,651
May12 110415 22.95 23.24 22.80 22.87 -0.25 2,262 19,390 +117
Total Volume and Open Interest 142,722 632,457 +1,882
London Cocoa(LCE)
May11 110415 1964 1984 1960 1972 +9 2,214 42,375 +101
Jul11 110415 1958 1983 1954 1979 +19 3,817 55,203 +292
Sep11 110415 1985 1997 1969 1993 +18 2,332 30,968 +202
Dec11 110415 1989 2012 1981 2010 +20 1,161 30,867 +588
Mar12 110415 2005 2028 1997 2026 +19 3,058 26,343 +666
May12 110415 2028 2036 2012 2036 +18 1,472 7,518 +665
Jul12 110415 2036 2039 2036 2039 +13 417 3,982 +394
Total Volume and Open Interest 16,799 207,049 +4,088
London Sugar(LCE)
Aug11 110415 628.40 638.00 625.30 632.70 -5.70 3,553 27,954 -85
Oct11 110415 614.90 620.90 610.40 615.70 -8.60 409 7,319 +245
Dec11 110415 615.50 615.50 606.60 611.70 -7.30 92 2,057 +9
Mar12 110415 607.70 609.80 606.20 609.80 -4.60 114 1,603 +72
May12 110415 595.00 597.70 591.00 594.10 -9.10 67 964 +38
Total Volume and Open Interest 10,337 55,147 -2,592
Cotton(ICE)
May11 110415 196.04 198.01 194.25 195.52 -0.52 17,671 49,009 -4,063
Jul11 110415 178.51 179.95 176.46 177.40 -0.60 20,233 73,337 +3,284
Oct11 110415 154.34 154.34 151.50 151.67 -2.69 67 463 +16
Dec11 110415 132.45 133.01 128.61 129.18 -3.27 5,000 61,104 -155
Mar12 110415 123.65 124.48 120.33 120.93 -2.85 888 6,982 +113
May12 110415 117.00 117.00 114.60 114.75 -2.05 203 2,084 +48
Total Volume and Open Interest 44,292 197,502 -721
Lumber(CME)
May11 110415 245.0 252.0 244.6 250.3 +8.3 698 3,092 -24
Jul11 110415 267.0 276.0 266.7 276.0 +10.0 506 5,304 +29
Sep11 110415 281.9 287.5 281.9 286.2 +5.2 158 1,283 -16
Nov11 110415 284.2 286.5 284.2 284.2 +1.3 11 269 +1
Total Volume and Open Interest 1,373 9,957 -10
Crude Oil(NYM)
May11 110415 108.45 110.10 107.21 109.66 +1.55 456,863 140,054 -37,106
Jun11 110415 109.09 110.67 107.77 110.22 +1.52 268,856 291,951 +24,229
Jul11 110415 109.65 111.13 108.26 110.68 +1.49 108,996 183,242 +8,720
Aug11 110415 109.93 111.41 108.56 110.96 +1.47 45,350 62,534 +1,554
Sep11 110415 109.93 111.59 109.05 111.12 +1.45 31,333 68,272 +1,468
Oct11 110415 110.04 111.66 108.94 111.18 +1.43 10,527 36,517 -395
Nov11 110415 109.21 111.26 108.89 111.18 +1.41 9,955 35,044 -544
Dec11 110415 110.35 111.63 108.93 111.14 +1.38 53,549 184,070 +3,769
Jan12 110415 109.27 111.09 108.86 111.01 +1.34 4,996 36,328 +47
Feb12 110415 109.39 111.00 109.39 110.82 +1.31 1,785 17,256 +202
Mar12 110415 109.46 111.00 109.46 110.60 +1.29 2,672 29,785 +455
Apr12 110415 110.36 110.36 110.25 110.32 +1.28 2,374 13,632 -225
May12 110415 109.90 110.00 109.85 110.00 +1.28 2,117 12,456 -521
Jun12 110415 109.00 110.00 107.76 109.65 +1.28 6,116 65,765 -613
Jul12 110415 109.14 109.28 109.14 109.26 +1.29 1,102 15,945 +486
Aug12 110415 108.78 108.86 108.78 108.86 +1.30 1,018 10,343 +828
Total Volume and Open Interest 1,031,639 1,588,835 +4,318
e-miNY Crude Oil(NYM)
Apr11 110321 102.050 103.350 101.650 102.325 +1.250 11,151 2,230 -312
May11 110415 108.525 110.075 107.225 109.650 +1.550 12,318 3,131 +46
Jun11 110415 109.075 110.650 107.775 110.225 +1.525 1,598 1,296 +123
Jul11 110415 109.575 110.925 108.475 110.675 +1.475 149 342 +37
Aug11 110415 109.850 110.950 109.250 110.950 +1.450 9 56 -12
Sep11 110415 110.850 111.300 110.850 111.125 +1.450 5 19 -1
Oct11 110415 110.000 111.175 110.000 111.175 +1.425 1 42 +0
Nov11 110415 111.175 111.175 111.175 111.175 +1.400 0 11 +0
Dec11 110415 109.075 111.300 109.075 111.150 +1.400 9 246 +4
Jan12 110415 111.000 111.000 111.000 111.000 +1.325 0 5 +0
Total Volume and Open Interest 14,089 5,287 +197
Heating Oil(NYM)
May11 110415 320.00 324.25 318.80 322.42 +3.52 58,933 72,369 -7,616
Jun11 110415 322.02 325.44 320.01 323.67 +3.51 32,049 68,914 +5,968
Jul11 110415 322.52 326.57 321.64 325.11 +3.33 14,494 38,937 +1,202
Aug11 110415 323.60 328.19 323.20 326.63 +3.18 6,539 24,746 -453
Sep11 110415 325.57 328.88 324.92 328.16 +3.05 5,132 18,014 +824
Oct11 110415 327.18 330.29 327.18 329.66 +2.99 1,904 9,134 -25
Nov11 110415 328.49 331.69 328.41 331.26 +2.91 1,152 8,085 -122
Dec11 110415 331.90 334.24 329.45 332.83 +2.83 5,805 29,369 -175
Jan12 110415 334.64 334.64 334.37 334.37 +2.79 552 9,067 +38
Feb12 110415 332.75 334.75 332.55 334.47 +2.74 158 4,172 +42
Mar12 110415 333.31 333.31 332.92 333.04 +2.67 31 2,510 -1
Apr12 110415 330.55 330.55 330.14 330.14 +2.62 181 1,026 +77
Total Volume and Open Interest 127,490 302,280 -281
Gasoline(NYMEX)
May11 110415 324.45 329.91 323.31 328.92 +5.45 70,733 75,050 -5,748
Jun11 110415 321.50 326.34 320.00 325.43 +5.05 59,916 68,303 +5,620
Jul11 110415 318.25 323.23 317.73 322.50 +4.71 26,010 42,925 +2,817
Aug11 110415 315.43 320.58 315.05 319.79 +4.36 14,231 19,004 +1,555
Sep11 110415 313.10 316.95 312.13 316.65 +4.18 9,567 19,032 -429
Oct11 110415 299.40 302.12 297.23 301.84 +3.89 4,396 17,271 +512
Nov11 110415 295.14 298.47 295.14 298.35 +3.77 2,423 7,389 +457
Dec11 110415 294.31 297.34 292.22 296.76 +3.62 4,880 24,654 +83
Jan12 110415 293.00 297.07 293.00 296.78 +3.62 788 6,404 +37
Feb12 110415 298.11 298.11 298.11 298.11 +3.59 450 2,623 +154
Total Volume and Open Interest 193,935 299,048 +5,216
e-miNY RBOB Gasoline(NYM)
May11 110415 328.90 328.92 328.90 328.90 +5.40 0 3 +0
Jun11 110415 325.40 325.43 325.40 325.40 +5.00 0 1 +0
Jul11 110415 322.50 322.50 322.50 322.50 +4.70 0 1 +0
Aug11 110415 319.80 319.80 319.79 319.80 +4.40 0 1 +0
Total Volume and Open Interest 0 9 +0
Natural Gas(NYM)
May11 110415 4.218 4.240 4.173 4.204 -0.008 172,801 121,514 -24,790
Jun11 110415 4.280 4.298 4.226 4.264 -0.005 96,978 122,297 +7,921
Jul11 110415 4.342 4.368 4.294 4.338 -0.004 77,614 190,871 +14,013
Aug11 110415 4.386 4.416 4.341 4.387 -0.002 19,451 57,182 +3,456
Sep11 110415 4.395 4.423 4.367 4.405 -0.003 23,109 67,775 +4,556
Oct11 110415 4.440 4.471 4.405 4.452 -0.003 24,225 78,468 +1,806
Nov11 110415 4.596 4.640 4.576 4.622 -0.001 7,056 34,172 -512
Dec11 110415 4.855 4.880 4.816 4.860 -0.001 3,730 28,513 +452
Jan12 110415 4.954 5.005 4.935 4.980 -0.001 9,502 79,446 +1,881
Feb12 110415 4.929 4.981 4.922 4.962 -0.001 962 15,814 +244
Mar12 110415 4.855 4.912 4.853 4.894 unch 2,635 31,533 +381
Apr12 110415 4.764 4.764 4.719 4.750 -0.001 2,849 31,704 +96
May12 110415 4.758 4.815 4.741 4.770 -0.003 266 8,772 +73
Jun12 110415 4.794 4.820 4.794 4.805 -0.004 97 5,302 -42
Jul12 110415 4.827 4.867 4.827 4.851 -0.003 92 5,082 +10
Aug12 110415 4.851 4.893 4.851 4.876 -0.003 32 5,505 -8
Total Volume and Open Interest 442,116 960,109 +9,627
Brent Crude Oil(ICE)
Jun11 110415 122.40 124.02 121.59 123.45 +1.45 273,903 247,843 +5,857
Jul11 110415 122.10 123.63 121.25 123.12 +1.48 67,572 113,225 +9,165
Aug11 110415 121.76 123.23 120.96 122.78 +1.50 26,512 39,454 +843
Sep11 110415 121.35 122.81 120.54 122.38 +1.52 17,558 38,844 +1,419
Oct11 110415 120.57 122.28 120.17 121.99 +1.52 9,115 25,422 +404
Nov11 110415 120.79 121.85 119.80 121.60 +1.51 7,472 21,052 +172
Dec11 110415 120.20 121.64 119.35 121.21 +1.49 48,552 100,884 +1,695
Jan12 110415 119.22 120.99 119.21 120.88 +1.47 6,205 20,394 +203
Feb12 110415 119.20 120.59 119.10 120.53 +1.45 3,506 12,999 -43
Mar12 110415 120.17 120.17 120.17 120.17 +1.44 4,513 29,351 +268
Apr12 110415 119.73 119.73 119.73 119.73 +1.42 1,555 6,313 +295
May12 110415 119.00 119.29 119.00 119.29 +1.41 861 5,172 +104
Jun12 110415 118.08 118.99 117.27 118.85 +1.42 6,544 36,669 +619
Jul12 110415 118.35 118.35 118.35 118.35 +1.41 389 2,369 -53
Total Volume and Open Interest 605,675 853,479 -14,971
Gas Oil(ICE)
May11 110415 1015.00 1027.50 1011.00 1024.50 +12.00 88,518 145,115 -10,125
Jun11 110415 1018.50 1029.75 1013.75 1027.25 +12.00 102,609 108,841 +1,814
Jul11 110415 1022.75 1032.75 1016.50 1030.00 +11.75 28,116 54,661 -3,651
Aug11 110415 1025.25 1035.00 1019.25 1032.50 +11.50 11,797 26,589 +232
Sep11 110415 1028.00 1035.00 1022.25 1034.75 +11.00 12,167 45,322 +902
Oct11 110415 1025.00 1038.25 1024.00 1036.25 +10.75 6,601 28,799 +854
Nov11 110415 1025.50 1036.50 1023.25 1036.50 +10.75 4,225 20,284 -143
Dec11 110415 1031.50 1039.50 1024.75 1037.25 +10.75 21,194 65,965 -4,002
Jan12 110415 1027.50 1039.25 1027.25 1039.25 +10.50 1,842 24,031 +472
Feb12 110415 1027.25 1039.00 1027.25 1039.00 +10.50 382 6,600 -18
Total Volume and Open Interest 282,049 611,118 -12,313
Ethanol(CBOT)
Apr11 110405 2.695 2.710 2.695 2.706 -0.009 94 259 -79
May11 110415 2.611 2.642 2.610 2.618 -0.021 165 855 -39
Jun11 110415 2.650 2.657 2.623 2.631 -0.026 237 1,122 +47
Jul11 110415 2.662 2.662 2.636 2.641 -0.020 224 1,361 -16
Aug11 110415 2.659 2.659 2.639 2.640 -0.017 116 636 +28
Sep11 110415 2.602 2.605 2.591 2.596 -0.010 48 917 +22
Oct11 110415 2.464 2.470 2.435 2.453 -0.004 25 763 -20
Nov11 110415 2.425 2.439 2.425 2.435 -0.003 73 565 -6
Total Volume and Open Interest 1,023 7,610 +20
WTI Crude Oil(ICE
May11 110415 108.68 110.07 107.22 109.66 +1.55 87,283 44,828 -10,017
Jun11 110415 109.24 110.65 107.78 110.22 +1.52 81,260 103,123 +3,327
Jul11 110415 109.64 111.11 108.30 110.68 +1.49 34,410 69,279 -501
Aug11 110415 109.63 111.38 108.62 110.96 +1.47 14,898 25,022 -2,088
Sep11 110415 109.81 111.49 108.83 111.12 +1.45 11,039 29,952 +66
Oct11 110415 109.50 111.57 109.05 111.18 +1.43 5,374 19,434 -652
Nov11 110415 109.96 111.57 109.08 111.18 +1.41 4,651 14,392 -772
Dec11 110415 109.84 111.62 108.93 111.14 +1.38 20,310 88,506 +90
Jan12 110415 109.33 111.20 109.33 111.01 +1.34 1,305 12,347 -206
Feb12 110415 110.82 110.82 110.82 110.82 +1.31 456 2,724 -78
Mar12 110415 110.60 110.60 110.60 110.60 +1.29 855 10,455 +347
Apr12 110415 110.32 110.32 110.32 110.32 +1.28 312 3,127 +28
May12 110415 110.00 110.00 110.00 110.00 +1.28 271 1,721 +25
Jun12 110415 107.78 109.72 107.78 109.65 +1.28 2,641 27,067 -116
Jul12 110415 109.26 109.26 109.26 109.26 +1.29 161 841 +24
Aug12 110415 108.86 108.86 108.86 108.86 +1.30 183 427 +55
Total Volume and Open Interest 270,610 558,086 -10,212
US Dollar Index(ICE)
Jun11 110415 74.880 75.220 74.825 75.027 +0.140 22,243 49,779 +490
Sep11 110415 75.495 75.620 75.410 75.457 +0.140 29 550 -2
Dec11 110415 75.887 75.887 75.887 75.887 +0.140 0 1 +0
Total Volume and Open Interest 22,272 50,331 +488
Australian Dollar(CME)
Jun11 110415 104.64 105.04 104.36 104.94 +0.30 90,413 147,551 -724
Sep11 110415 103.40 103.66 103.10 103.65 +0.30 43 703 +1
Dec11 110415 102.50 102.50 102.17 102.46 +0.29 0 56 +0
Total Volume and Open Interest 90,456 148,310 -723
British Pound(CME)
Jun11 110415 163.32 163.61 162.79 162.94 -0.46 91,241 112,491 -7,539
Sep11 110415 163.15 163.15 162.69 162.69 -0.46 179 331 +87
Dec11 110415 162.41 162.87 162.41 162.41 -0.46 0 37 +0
Total Volume and Open Interest 91,420 112,864 -7,452
Canadian Dollar(CME)
Jun11 110415 103.92 104.15 103.48 103.96 unch 78,315 137,189 +399
Sep11 110415 103.58 103.86 103.34 103.71 +0.01 100 2,644 +51
Dec11 110415 103.18 103.57 103.18 103.41 +0.01 14 2,408 +7
Mar12 110415 103.09 103.09 103.08 103.09 +0.01 20 218 +7
Total Volume and Open Interest 78,451 142,487 +465
Japanese Yen(CME)
Jun11 110415 119.77 120.58 119.37 120.33 +0.43 118,878 131,874 +2,879
Sep11 110415 119.61 120.60 119.52 120.42 +0.43 143 1,017 -7
Dec11 110415 120.28 120.52 120.12 120.52 +0.40 55 95 +37
Total Volume and Open Interest 119,076 132,993 +2,909
Swiss Franc(CME)
Jun11 110415 112.09 112.21 111.65 112.00 -0.10 38,938 63,030 +1,644
Sep11 110415 112.04 112.13 112.04 112.04 -0.09 26 113 +8
Dec11 110415 112.05 112.14 112.05 112.05 -0.09 0 13 +0
Total Volume and Open Interest 38,964 63,157 +1,652
EuroFX(CME)
Jun11 110415 144.68 144.84 143.70 144.16 -0.55 269,514 240,006 -658
Sep11 110415 144.40 144.40 143.49 143.73 -0.55 407 2,327 +185
Dec11 110415 143.00 143.81 143.00 143.26 -0.55 4 74 +1
Total Volume and Open Interest 269,925 242,731 -472
Mexican Peso(CME)
Apr11 110415 857.5 857.5 853.5 857.5 +4.0      
May11 110415 854.0 854.0 850.0 854.0 +4.0      
Total Volume and Open Interest 31,586 170,443 +3,824
30-Year T-Bonds(CBOT)
Jun11 110415 119~310 120~260 119~310 120~260 +1~040      
Sep11 110415 118~120 119~120 118~120 119~090 +1~050 159 1,687 +73
Dec11 110415 116~190 117~260 116~190 117~260 +1~050      
Total Volume and Open Interest 319,900 552,736 -9,948
10-Year T-Notes(CBOT)
Jun11 110415 119~015 119~295 119~015 119~260 +0~195 1,122,371 1,621,824 -28,627
Sep11 110415 118~000 118~110 117~215 118~100 +0~205 1,083 4,797 +1,052
Dec11 110415 117~100 117~100 116~215 117~100 +0~205 0 4 +0
Total Volume and Open Interest 1,123,454 1,626,625 -27,575
5-Year T-Notes(CBOT)
Jun11 110415 116~110 117~058 116~109 117~051 +0~060 556,733 1,326,328 +3,383
Sep11 110415 116~013 116~013 115~081 116~013 +0~060 0 2,691 +0
Dec11 110415 115~037 115~037 114~105 115~037 +0~060      
Total Volume and Open Interest 556,733 1,329,019 +3,383
2 Year T-Notes(CBOT)
Jun11 110415 109~017 109~039 109~015 109~037 +0~020 338,068 1,039,821 +6,821
Sep11 110415 108~072 108~103 108~070 108~097 +0~022 15 2,327 +4
Dec11 110415 108~035 108~035 108~035 108~035 +0~022      
Total Volume and Open Interest 338,083 1,042,148 +6,825
Eurodollars(CME)
Jun11 110415 99.705 99.715 99.700 99.710 +0.005 180,390 1,044,204 +4,967
Sep11 110415 99.615 99.640 99.615 99.635 +0.020 259,787 1,412,900 -2,151
Dec11 110415 99.450 99.505 99.450 99.500 +0.045 294,477 1,494,979 +16,373
Mar12 110415 99.205 99.295 99.200 99.290 +0.080 344,223 1,411,960 +8,535
Jun12 110415 98.860 98.980 98.855 98.975 +0.105 454,787 1,067,818 +17,419
Sep12 110415 98.470 98.620 98.470 98.610 +0.125 289,238 664,224 -9,607
Dec12 110415 98.100 98.265 98.100 98.255 +0.140 259,374 479,700 -7,414
Mar13 110415 97.800 97.975 97.800 97.960 +0.145 234,861 331,794 +6,307
Jun13 110415 97.525 97.695 97.525 97.685 +0.140 144,505 286,225 +13,805
Sep13 110415 97.280 97.435 97.270 97.425 +0.135 96,603 252,080 -738
Dec13 110415 97.035 97.180 97.025 97.170 +0.125 72,495 189,251 +2,431
Mar14 110415 96.815 96.955 96.810 96.940 +0.110 66,916 178,598 -369
Jun14 110415 96.605 96.730 96.590 96.715 +0.105 17,021 107,067 -317
Sep14 110415 96.395 96.520 96.385 96.500 +0.100 16,032 60,902 +359
Dec14 110415 96.175 96.305 96.175 96.285 +0.095 14,646 76,568 -963
Mar15 110415 96.000 96.125 96.000 96.105 +0.090 15,428 57,659 +371
Jun15 110415 4.085 4.200 4.085 4.175 +0.085 9,398 38,195 +655
Sep15 110415 3.935 4.035 3.920 4.015 +0.080 10,220 37,819 -343
Total Volume and Open Interest 2,806,241 9,438,626 +48,802
30 Day Federal Funds(CBOT)
Apr11 110415 99.900 99.902 99.897 99.900 unch 5,836 77,809 +871
May11 110415 99.900 99.900 99.895 99.895 unch 11,361 78,200 +4,104
Jun11 110415 99.885 99.885 99.880 99.880 unch 3,999 55,715 +397
Jul11 110415 99.860 99.865 99.860 99.860 unch 5,369 47,868 +904
Aug11 110415 99.835 99.850 99.835 99.845 +0.005 3,104 45,727 +578
Sep11 110415 99.825 99.835 99.825 99.835 +0.010 2,148 32,884 -512
Total Volume and Open Interest 63,855 660,934 +8,549
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 110415 99.673 99.673 99.673 99.673 unch 0 750 +0
Sep11 110415 99.670 99.670 99.670 99.670 unch      
Dec11 110415 99.662 99.662 99.662 99.662 unch 0 75 +0
Mar12 110415 99.645 99.645 99.645 99.645 -0.005      
Jun12 110415 99.675 99.675 99.675 99.675 unch      
Sep12 110415 99.605 99.605 99.605 99.605 unch      
Dec12 110415 99.565 99.565 99.565 99.565 unch      
Mar13 110415 99.565 99.565 99.565 99.565 unch      
Jun13 110415 99.520 99.520 99.520 99.520 unch      
Sep13 110415 99.380 99.380 99.380 99.380 unch      
Total Volume and Open Interest 0 825 -100
3-Mth Euro-Yen(SGX)
Jun11 110415 99.67 99.67 99.67 99.67 unch 535 5,002 +2
Sep11 110415 99.67 99.67 99.67 99.67 unch 700 1,443 +0
Dec11 110415 99.66 99.66 99.66 99.66 unch 0 1,991 +0
Mar12 110415 99.65 99.65 99.64 99.64 unch 136 3,362 +100
Jun12 110415 99.68 99.68 99.68 99.68 unch 0 1,254 +0
Sep12 110415 99.61 99.61 99.61 99.61 unch 0 411 +0
Dec12 110415 99.57 99.57 99.57 99.57 unch 0 24 +0
Mar13 110415 99.57 99.57 99.57 99.57 unch 0 1 +0
Total Volume and Open Interest 1,371 13,488 +102
Japanese Gov't Bonds(SGX)
Jun11 110413 138.60 138.83 138.55 138.77 +0.10 3,656 11,745 -220
Sep11 110415 138.20 138.20 138.20 138.20 -0.03 0 1 +0
Dec11 110415 136.11 136.11 136.11 136.11 -0.03      
Total Volume and Open Interest 1,310 12,952 -47
Euro-Bund(EUREX)
Jun11 110415 120.69 121.25 120.59 121.20 +0.51 866,969 877,506 -3,621
Sep11 110415 120.16 120.75 120.12 120.72 +0.52 1,173 6,399 +1,012
Dec11 110415 120.10 120.10 120.10 120.10 +0.51 25 0 +0
Total Volume and Open Interest 868,167 883,905 -2,609
Euro-Bobl(EUREX)
Jun11 110415 114.30 114.56 114.23 114.50 +0.20 546,503 831,685 +23,656
Sep11 110415 113.60 113.83 113.60 113.82 +0.20 124 16,551 +5
Dec11 110415 113.95 113.95 113.95 113.95 +0.20      
Total Volume and Open Interest 546,627 848,236 +23,661
3-Mth Euribor(EUREX)
Jun11 110415 98.450 98.450 98.445 98.445 -0.010 72 11,451 +0
Sep11 110415 98.110 98.110 98.110 98.110 -0.005 318 3,898 +258
Dec11 110415 97.850 97.855 97.840 97.855 unch 15 5,315 +0
Total Volume and Open Interest 468 23,260 +253
Long Gilt(LIFFE)
Jun11 110415 117~07 117~31 117~02 117~29 +0~26 125,673 297,328 +8,148
Sep11 110415 116~25 116~25 116~25 116~25 +0~26 50 10 +10
Total Volume and Open Interest 125,723 297,338 +8,158
3-Mth Short Sterling(LIFFE)
Jun11 110415 99.11 99.13 99.10 99.12 +0.01 92,892 427,309 -27,576
Sep11 110415 98.93 98.95 98.92 98.94 +0.01 94,073 370,888 -1,175
Dec11 110415 98.71 98.74 98.69 98.73 +0.03 105,538 366,719 -104
Mar12 110415 98.46 98.51 98.44 98.50 +0.05 74,665 305,117 +6,059
Jun12 110415 98.16 98.23 98.14 98.22 +0.06 93,240 240,759 -2,304
Sep12 110415 97.87 97.93 97.85 97.93 +0.07 64,491 147,958 -666
Total Volume and Open Interest 623,948 2,200,808 -12,696
3-Mth Euribor(LIFFE)
Jun11 110415 98.445 98.455 98.430 98.445 -0.010 148,949 771,399 +21,670
Sep11 110415 98.110 98.120 98.085 98.110 -0.005 170,027 661,297 +3,696
Dec11 110415 97.850 97.870 97.825 97.855 unch 143,795 597,136 +4,994
Total Volume and Open Interest 841,784 3,594,834 +41,088
3-Mth Aus T-Bills(SFE)
Jun11 110415 95.07 95.09 95.06 95.07 unch 20,479 163,889 +73
Sep11 110415 95.01 95.03 94.99 95.01 +0.01 14,789 209,058 -223
Dec11 110415 94.89 94.92 94.87 94.90 +0.01 13,164 131,117 +1,148
Mar12 110415 94.75 94.78 94.73 94.77 +0.02 6,309 69,050 -873
Jun12 110415 94.62 94.64 94.61 94.63 +0.01 2,756 45,452 -193
Sep12 110415 94.50 94.52 94.48 94.51 +0.01 1,899 45,119 +255
Dec12 110415 94.39 94.41 94.38 94.41 +0.02 984 19,361 +219
Mar13 110415 94.34 94.34 94.28 94.33 +0.03 241 8,995 +206
Jun13 110415 94.26 94.26 94.26 94.26 +0.02 0 1,048 +0
Sep13 110415 94.19 94.19 94.19 94.19 +0.02 0 900 +0
Total Volume and Open Interest 60,621 694,846 +612
10-Year Aus T-Bonds(SFE)
Jun11 110415 94.39 94.41 94.35 94.40 +0.02 37,830 363,788 +3,819
Sep11 110415 94.40 94.40 94.40 94.40 +0.02      
Total Volume and Open Interest 37,830 363,788 +3,819
3-Year Aus T-Bonds(SFE)
Jun11 110414 94.78 94.82 94.76 94.79 unch 130,698 545,855 +11,625
Sep11 110415 94.80 94.80 94.80 94.80 +0.01      
Total Volume and Open Interest 81,891 532,872 -8,271
Gold(CMX)
Apr11 110415 1477.6 1487.5 1473.2 1485.3 +13.6 197 1,425 -198
Jun11 110415 1476.6 1489.1 1472.2 1486.0 +13.6 121,237 348,804 -4,018
Aug11 110415 1479.6 1490.0 1473.5 1487.0 +13.5 2,092 43,706 +20
Oct11 110415 1481.0 1490.1 1475.0 1488.2 +13.5 322 6,027 +39
Dec11 110415 1479.4 1492.0 1475.8 1489.4 +13.5 3,186 35,618 +958
Feb12 110415 1483.1 1493.5 1478.5 1490.9 +13.5 503 6,971 -28
Apr12 110415 1486.0 1492.8 1486.0 1492.8 +13.5 660 5,332 -25
Jun12 110415 1496.7 1496.7 1494.3 1495.2 +13.4 579 6,927 -18
Aug12 110415 1487.4 1497.7 1487.4 1497.7 +13.1 280 2,757 +150
Oct12 110415 1501.1 1501.1 1501.1 1501.1 +13.0 30 3,413 -25
Dec12 110415 1498.8 1506.8 1498.1 1505.9 +13.0 323 12,487 +122
Feb13 110415 1510.8 1510.8 1510.8 1510.8 +12.9 0 104 +0
Total Volume and Open Interest 130,200 511,904 -2,967
Silver(CMX)
May11 110415 4215.5 4291.0 4181.5 4257.1 +90.7 87,465 58,365 -2,168
Jul11 110415 4222.5 4293.0 4187.0 4259.9 +90.5 15,725 39,868 +2,981
Sep11 110415 4231.0 4309.5 4191.0 4261.6 +89.9 1,712 9,080 -183
Dec11 110415 4226.0 4307.0 4190.0 4263.5 +89.8 744 17,494 -2
Mar12 110415 4266.0 4303.0 4245.5 4262.5 +89.8 69 1,804 -5
May12 110415 4233.0 4267.0 4233.0 4261.9 +89.7 8 529 +0
Jul12 110415 4260.5 4260.5 4260.5 4260.5 +89.3 0 1,439 +0
Total Volume and Open Interest 106,025 145,065 +395
Platinum(NYMEX)
Apr11 110415 1799.0 1799.0 1796.4 1797.8 -0.8 5 106 -2
Jul11 110415 1798.7 1801.2 1788.8 1794.8 -0.8 4,571 34,431 +95
Oct11 110415 1798.4 1798.5 1798.4 1798.5 -0.6 22 1,243 +17
Jan12 110415 1799.3 1800.2 1798.0 1800.2 -0.6 3 17 +1
Total Volume and Open Interest 4,602 35,838 +111
Palladium(NYMEX)
Jun11 110415 777.00 779.45 764.00 768.10 -6.15 4,438 20,220 -650
Sep11 110415 772.30 772.30 768.60 769.45 -6.00 4 875 -2
Dec11 110415 772.85 772.85 771.00 771.00 -6.05 4 322 +0
Total Volume and Open Interest 4,447 21,422 -651
Copper(CMX)
May11 110415 430.50 431.50 423.25 425.75 -2.65 51,316 46,291 -6,905
Jul11 110415 432.30 433.35 425.20 427.75 -2.60 18,621 64,039 +6,467
Sep11 110415 432.85 433.40 426.90 429.25 -2.55 3,814 19,372 +2,613
Dec11 110415 435.00 435.60 428.00 430.25 -2.60 1,128 8,318 +302
Mar12 110415 430.35 430.70 430.35 430.70 -2.60 37 2,525 +35
Total Volume and Open Interest 75,506 144,734 +2,649
DJIA Index(CBOT)
Jun11 110415 12228 12315 12192 12303 +75 365 14,635 -49
Sep11 110415 12231 12231 12159 12231 +72 0 6 +0
Dec11 110415 12164 12164 12092 12164 +72 0 1 +0
Mar12 110415 12106 12106 12034 12106 +72      
Total Volume and Open Interest 365 14,642 -49
S & P 500(CME)
Jun11 110415 1310.50 1319.30 1305.80 1318.70 +8.50 16,505 300,128 +4,121
Sep11 110415 1313.30 1313.30 1311.30 1313.30 +8.50 25 5,918 +65
Dec11 110415 1308.00 1308.00 1306.00 1308.00 +8.50 75 2,340 +101
Mar12 110415 1303.40 1303.40 1301.40 1303.40 +8.50      
Total Volume and Open Interest 16,605 308,391 +4,287
S & P 500 E-Mini(Globex)
Jun11 110415 1310.50 1319.25 1305.75 1318.75 +8.50      
Sep11 110415 1304.50 1313.50 1301.00 1313.25 +8.50 1,557 9,045 +82
Total Volume and Open Interest 1,921,825 2,678,515 -16,830
NASDAQ 100(CME)
Jun11 110415 2303.00 2313.50 2289.50 2309.80 +9.00 578 17,911 +656
Sep11 110415 2305.30 2307.00 2290.00 2305.30 +8.80 0 3 +0
Dec11 110415 2301.80 2301.80 2300.00 2301.80 +8.80      
Total Volume and Open Interest 578 17,914 +656
NASDAQ 100 E-Mini(Globex)
Jun11 110415 2301.80 2313.80 2289.30 2309.80 +9.00 287,483 334,580 -881
Sep11 110415 2303.30 2309.30 2290.00 2305.30 +8.80 209 582 -55
Total Volume and Open Interest 287,692 335,172 -936
S & P Midcap 400(CME)
Jun11 110415 982.40 983.00 982.40 982.40 +9.60 3 1,499 -3
Sep11 110415 980.20 980.20 979.60 980.20 +9.60      
Dec11 110415 978.60 978.60 978.00 978.60 +9.60      
Total Volume and Open Interest 3 1,499 -3
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Jun11 110415 9640 9665 9565 9600 -30 8,918 54,802 +259
Sep11 110415 9630 9660 9630 9630 -30 0 10 +0
Total Volume and Open Interest 8,918 54,812 +259
Nikkei 225(SGX)
Jun11 110415 9605 9655 9550 9580 -55 99,883 235,229 +55
Sep11 110415 9600 9600 9580 9580 -50 41 1,348 -17
Dec11 110415 9525 9525 9525 9525 -50 0 5,359 +0
Total Volume and Open Interest 100,025 247,119 +47
CAC 40(EURONEXT)
Apr11 110415 3974.0 3976.0 3950.0 3963.0 -6.0 247,669 304,012 -25,257
May11 110415 3904.5 3916.0 3881.0 3906.0 +5.5 152,363 230,975 +79,825
Jun11 110415 3863.5 3870.0 3840.0 3863.5 +5.5 286 25,970 -440
Total Volume and Open Interest 400,318 560,957 +54,128
Hang Seng Index(HKFE)
Apr11 110415 24099 24254 23870 23962 -51 74,627 100,578 +1,233
May11 110415 23914 24080 23704 23797 -44 2,463 4,381 +1,254
Jun11 110415 23791 23924 23570 23646 -45 680 5,804 -82
Total Volume and Open Interest 77,886 111,894 +2,419
DAX(EUREX)
Jun11 110415 7172.0 7212.0 7160.5 7192.0 +23.5 134,371 181,929 +4,794
Sep11 110415 7217.0 7228.5 7188.0 7217.0 +23.5 102 5,374 +31
Dec11 110415 7245.5 7259.5 7243.5 7249.5 +24.0 47 628 +7
Total Volume and Open Interest 134,520 187,931 +4,832
FT-SE 100(EURONEXT)
Jun11 110415 5945.00 5971.00 5921.50 5953.00 +23.50 104,757 615,972 +8,093
Sep11 110415 5896.50 5918.00 5895.50 5918.00 +23.50 8 531 +7
Dec11 110415 5897.50 5897.50 5897.50 5897.50 +24.00 0 170 +0
Total Volume and Open Interest 104,765 616,673 +8,100
SPI 200(SFE)
Jun11 110415 4884.0 4905.0 4858.0 4863.0 -29.0 36,827 191,208 -1,204
Sep11 110415 4870.0 4882.0 4853.0 4853.0 -29.0 1 3,567 +0
Dec11 110415 4874.0 4874.0 4874.0 4874.0 -29.0 4 2,791 -3
Total Volume and Open Interest 37,576 199,589 -843
GSCI(CME)
May11 110415 80.54 89.34 77.64 86.64 +4.60 2,216 11,352 +1,882
Jun11 110415 87.89 90.14 78.64 87.89 +4.45      
Jul11 110415 83.64 83.64 83.64 83.64        
Reuters CCI(ICE)
Jun11 110415 363.40 363.40 363.40 363.40 +1.60      
Total Volume and Open Interest      
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions.
Copyright © 1989- Moore Research Center, Inc. All Rights Reserved.

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