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MRCI's End of Day Prices

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MRCI's End of Day Prices
Daily Futures Price Listing Mon April 18, 2011
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
May11 110418 1331.75 1350.50 1320.75 1344.25 +12.50 79,709 140,009 -3,600
Jul11 110418 1343.25 1361.75 1332.00 1355.75 +12.50 63,737 216,582 +5,681
Aug11 110418 1343.75 1362.25 1334.25 1356.75 +12.25 3,269 13,074 +117
Sep11 110418 1342.00 1356.25 1333.50 1352.75 +10.50 2,352 14,540 +93
Nov11 110418 1339.75 1354.75 1330.50 1349.25 +9.50 23,673 190,593 -702
Jan12 110418 1343.75 1361.50 1338.25 1357.75 +10.50 1,876 22,113 +249
Mar12 110418 1344.25 1362.25 1340.00 1356.75 +9.00 960 13,308 +116
Total Volume and Open Interest 177,561 633,673 +2,042
Soybean Meal(CBOT)
May11 110418 346.00 349.60 341.60 347.80 +2.60 31,312 44,960 -5,043
Jul11 110418 351.50 355.00 347.00 353.20 +2.70 25,634 75,634 +1,709
Aug11 110418 351.60 356.10 349.80 354.70 +3.10 2,929 20,120 +567
Sep11 110418 350.00 355.20 348.50 353.80 +2.70 2,215 14,446 +555
Oct11 110418 348.00 351.80 345.70 350.40 +2.50 1,763 13,071 +406
Dec11 110418 348.00 352.30 346.30 350.70 +2.20 6,466 43,810 +448
Jan12 110418 349.20 353.70 349.20 352.50 +2.30 454 3,217 -127
Mar12 110418 351.90 356.00 351.90 354.20 +2.30 488 3,108 -49
Total Volume and Open Interest 72,442 224,071 -1,600
Soybean Oil(CBOT)
May11 110418 56.55 57.64 56.34 57.39 +0.55 47,798 80,435 -5,802
Jul11 110418 57.15 58.26 56.95 58.01 +0.56 48,583 144,816 -265
Aug11 110418 57.40 58.45 57.30 58.23 +0.57 5,844 16,590 +116
Sep11 110418 57.50 58.58 57.40 58.48 +0.59 3,795 15,066 +565
Oct11 110418 57.64 58.60 57.64 58.58 +0.59 1,731 13,860 +81
Dec11 110418 57.95 59.01 57.70 58.79 +0.61 11,705 75,613 +1,135
Jan12 110418 58.16 58.94 58.16 58.94 +0.66 275 4,233 +3
Mar12 110418 58.17 59.15 57.95 58.89 +0.63 129 4,246 +0
Total Volume and Open Interest 120,015 358,738 -4,147
Canola(WCE)
May11 110418 566.5 575.5 562.0 573.9 +5.6 11,533 40,145 -5,926
Jul11 110418 576.9 584.2 570.6 582.8 +5.9 5,538 57,927 +2,575
Nov11 110418 573.7 583.0 567.7 581.8 +8.1 2,505 72,691 +396
Jan12 110418 576.3 587.9 576.3 587.9 +7.1 82 4,455 +5
Mar12 110418 585.1 590.1 585.1 590.1 +9.0 0 1,001 +0
Total Volume and Open Interest 19,666 178,348 -2,944
Corn(CBOT)
May11 110418 740.50 753.25 733.75 751.75 +9.75 158,742 345,506 -22,862
Jul11 110418 747.75 760.75 741.00 759.50 +10.00 130,182 563,370 +9,634
Sep11 110418 701.25 712.75 696.00 712.00 +10.50 22,520 132,424 +197
Dec11 110418 656.00 670.00 653.75 668.25 +12.25 59,390 435,117 +2,662
Mar12 110418 663.50 677.75 662.50 676.50 +12.00 2,057 68,078 +40
May12 110418 671.25 684.00 671.00 683.25 +14.25 625 13,558 +111
Total Volume and Open Interest 376,550 1,636,459 -9,988
Wheat(CBOT)
May11 110418 745.00 780.00 740.50 775.00 +30.75 47,045 85,955 -4,484
Jul11 110418 780.00 815.75 775.75 810.75 +30.75 37,761 199,909 +2,505
Sep11 110418 813.75 851.00 813.75 846.75 +29.50 9,632 61,145 +987
Dec11 110418 849.00 880.75 841.75 876.50 +28.50 14,163 100,455 -1,038
Mar12 110418 868.00 902.75 866.50 899.50 +29.50 1,518 12,457 +329
Total Volume and Open Interest 111,541 489,027 -1,430
Wheat(KCBT)
May11 110418 867.50 905.00 863.25 896.00 +30.50 11,968 47,218 -1,951
Jul11 110418 877.00 915.50 874.00 906.50 +30.50 10,795 85,455 -36
Sep11 110418 889.50 929.50 889.50 920.00 +30.50 3,238 23,564 +417
Dec11 110418 909.50 946.50 906.00 936.75 +28.50 4,377 29,551 +591
Mar12 110418 921.50 956.50 921.50 946.75 +26.25 593 3,860 +397
Total Volume and Open Interest 31,385 195,717 -433
Wheat(MGE)
May11 110418 888.75 924.00 888.00 914.00 +25.00 4,160 10,798 -995
Jul11 110418 897.00 932.00 895.75 922.75 +25.00 2,718 18,733 +561
Sep11 110418 899.75 936.00 898.00 926.50 +26.75 774 15,347 +55
Dec11 110418 913.75 948.00 912.00 939.75 +26.00 667 12,253 -28
Mar12 110418 923.25 955.00 923.25 948.75 +26.50 95 2,021 +19
Total Volume and Open Interest 8,497 61,262 -325
Oats(CBOT)
May11 110418 383.25 390.00 378.75 387.50 +4.50 623 3,706 -168
Jul11 110418 390.25 399.00 389.25 396.50 +4.50 283 6,950 +42
Sep11 110418 399.00 401.50 399.00 401.50 +4.50 12 227 +7
Dec11 110418 400.00 409.00 399.00 406.50 +4.50 38 2,589 -31
Total Volume and Open Interest 956 13,475 -150
Rough Rice(CBOT)
May11 110418 13.69 13.77 13.57 13.65 +0.01 1,060 7,541 -420
Jul11 110418 13.94 14.09 13.90 13.98 +0.01 695 11,174 +77
Sep11 110418 14.73 14.85 14.69 14.75 +0.02 225 4,201 +101
Nov11 110418 14.99 15.08 14.99 15.02 +0.02 79 911 -1
Total Volume and Open Interest 2,102 24,299 -223
Live Cattle(CME)
Apr11 110418 117.200 118.500 116.500 118.180 +0.780 4,117 17,930 -1,288
Jun11 110418 115.000 116.150 114.480 115.800 +0.500 18,618 171,336 -3,086
Aug11 110418 116.830 117.700 116.385 117.300 +0.050 6,133 85,286 +95
Oct11 110418 121.500 122.480 120.900 122.150 +0.320 5,915 52,360 +950
Dec11 110418 122.385 123.500 121.850 123.330 +0.445 3,085 39,837 -43
Feb12 110418 122.350 123.300 121.700 123.250 +0.520 617 10,688 +118
Total Volume and Open Interest 38,764 382,784 -3,181
Feeder Cattle(CME)
Apr11 110418 132.500 132.800 132.200 132.630 +0.480 1,130 1,930 -197
May11 110418 133.000 133.600 132.300 133.235 -0.065 1,731 10,495 -194
Aug11 110418 136.035 137.300 135.785 136.880 +0.345 2,228 22,062 +187
Sep11 110418 136.150 137.600 136.150 137.400 +0.500 322 4,333 +21
Oct11 110418 136.000 137.575 135.950 137.250 +0.350 158 2,302 +31
Nov11 110418 136.000 137.550 136.000 137.325 +0.325 61 1,206 -5
Jan12 110418 134.735 136.035 134.600 135.800 +0.300 8 262 -1
Total Volume and Open Interest 5,638 42,604 -158
Lean Hogs(CME)
May11 110418 101.785 102.800 101.350 102.600 +0.170 1,177 5,361 +270
Jun11 110418 100.650 101.680 100.300 101.285 +0.205 14,857 89,577 +39
Jul11 110418 100.150 101.500 100.150 101.135 unch 2,199 30,618 -62
Aug11 110418 100.700 101.650 100.600 101.550 +0.200 3,280 34,661 +416
Oct11 110418 91.950 92.500 91.730 92.250 -0.200 2,663 32,818 +558
Dec11 110418 88.400 88.500 87.830 88.480 -0.270 2,273 25,419 +1,356
Feb12 110418 88.450 88.750 88.150 88.550 -0.200 528 5,554 +213
Apr12 110418 89.000 89.700 89.000 89.700 unch 217 3,679 +95
Total Volume and Open Interest 27,238 229,428 -6,972
Class III Milk(CME)
Apr11 110418 16.74 16.74 16.74 16.74 unch 27 5,451 +5,451
May11 110418 16.71 16.78 16.30 16.35 -0.43 154 5,638 -35
Jun11 110418 17.52 17.52 16.85 16.93 -0.49 118 4,378 +9
Jul11 110418 17.63 17.70 17.29 17.30 -0.38 67 3,385 +26
Aug11 110418 17.81 17.81 17.61 17.69 -0.12 30 3,196 +20
Total Volume and Open Interest 491 34,940 +71
Cocoa(ICE)
May11 110418 3256 3259 3118 3127 -112 5,372 855 -3,644
Jul11 110418 3157 3175 3026 3057 -100 11,167 72,990 +509
Sep11 110418 3180 3188 3042 3070 -98 1,091 22,867 -70
Dec11 110418 3197 3206 3064 3092 -98 537 22,522 +26
Mar12 110418 3239 3239 3127 3147 -86 289 22,745 +0
May12 110418 3229 3229 3125 3146 -87 144 5,717 -4
Jul12 110418 3238 3238 3115 3144 -91 100 1,494 -24
Total Volume and Open Interest 18,920 153,591 -3,121
Coffee "C"(ICE)
May11 110418 288.45 290.20 282.80 284.45 -3.65 11,989 18,331 -5,837
Jul11 110418 291.00 293.10 285.70 287.40 -3.70 16,178 62,929 +2,688
Sep11 110418 293.50 295.50 288.30 289.85 -3.70 1,615 17,031 +293
Dec11 110418 296.30 298.25 291.70 292.40 -3.75 927 16,897 +610
Mar12 110418 296.00 298.70 292.45 293.00 -3.90 103 3,426 +34
May12 110418 297.00 299.00 292.80 293.35 -4.15 15 1,990 +2
Total Volume and Open Interest 30,851 121,961 -2,196
Orange Juice(ICE)
May11 110418 168.50 169.60 166.60 168.55 -1.05 1,446 9,445 -666
Jul11 110418 167.40 167.50 164.60 166.65 -0.75 1,497 14,995 +1,243
Sep11 110418 161.50 163.00 161.50 162.65 -0.80 42 1,495 +4
Nov11 110418 158.75 158.90 158.75 158.90 -0.55 0 1,286 +0
Jan12 110418 158.10 158.10 158.10 158.10 -0.85 0 169 +0
Mar12 110418 158.60 158.60 158.60 158.60 -0.60 0 40 +0
Total Volume and Open Interest 2,985 27,437 +581
Sugar #11(ICE)
May11 110418 24.70 24.88 24.00 24.40 -0.19 35,787 111,163 -3,697
Jul11 110418 22.97 23.16 22.40 22.79 -0.18 38,838 265,125 +5,128
Oct11 110418 23.20 23.27 22.57 22.97 -0.14 10,137 119,805 +1,214
Mar12 110418 23.32 23.39 22.74 23.16 -0.09 3,978 69,689 +489
May12 110418 22.98 22.98 22.45 22.87 unch 1,760 19,864 +474
Total Volume and Open Interest 95,164 636,587 +4,130
London Cocoa(LCE)
May11 110418 1975 1990 1924 1927 -45 1,049 42,342 -33
Jul11 110418 1985 1996 1925 1931 -48 4,138 55,168 -35
Sep11 110418 1999 2007 1948 1948 -45 1,363 30,620 -348
Dec11 110418 2015 2021 1963 1964 -46 627 31,004 +137
Mar12 110418 2028 2034 1980 1980 -46 503 26,371 +28
May12 110418 2038 2038 1990 1990 -46 199 7,632 +114
Jul12 110418 1997 1997 1997 1997 -42 7 3,969 -13
Total Volume and Open Interest 8,086 206,931 -118
London Sugar(LCE)
Aug11 110418 626.40 634.20 617.90 622.00 -10.70 5,977 26,639 -1,315
Oct11 110418 613.90 615.10 599.30 603.20 -12.50 644 7,408 +89
Dec11 110418 611.70 611.70 595.00 602.80 -8.90 153 2,055 -2
Mar12 110418 606.00 606.00 595.00 601.00 -8.80 17 1,599 -4
May12 110418 592.50 592.50 584.90 586.90 -7.20 36 986 +22
Total Volume and Open Interest 12,759 50,792 -4,355
Cotton(ICE)
May11 110418 195.52 197.97 192.00 196.45 +0.93 7,352 45,891 -3,118
Jul11 110418 176.97 179.80 173.16 178.16 +0.76 10,431 73,486 +149
Oct11 110418 151.00 153.00 151.00 152.62 +0.95 7 465 +2
Dec11 110418 129.50 131.10 127.54 130.63 +1.45 1,796 61,148 +44
Mar12 110418 121.00 122.85 120.00 122.48 +1.55 162 7,068 +86
May12 110418 115.00 115.20 114.93 114.93 +0.18 34 2,114 +30
Total Volume and Open Interest 19,853 194,708 -2,794
Lumber(CME)
May11 110418 254.0 255.0 244.0 246.1 -4.2 614 2,927 -165
Jul11 110418 278.0 280.2 266.0 270.0 -6.0 747 5,355 +51
Sep11 110418 288.5 294.3 282.2 286.2 unch 186 1,333 +50
Nov11 110418 288.0 292.0 285.0 292.0 +7.8 82 296 +27
Total Volume and Open Interest 1,632 9,922 -35
Crude Oil(NYM)
May11 110418 109.43 109.44 106.54 107.12 -2.54 352,072 87,755 -52,299
Jun11 110418 110.05 110.06 107.10 107.69 -2.53 208,695 311,358 +19,407
Jul11 110418 110.46 110.48 107.57 108.15 -2.53 58,228 183,388 +146
Aug11 110418 110.65 110.68 107.85 108.42 -2.54 29,583 64,037 +1,503
Sep11 110418 110.55 110.61 108.04 108.56 -2.56 25,674 64,597 -3,675
Oct11 110418 111.05 111.05 108.18 108.63 -2.55 11,678 36,635 +118
Nov11 110418 110.25 110.26 108.34 108.67 -2.51 11,146 35,948 +904
Dec11 110418 110.66 110.92 108.16 108.67 -2.47 57,880 185,982 +1,912
Jan12 110418 110.13 110.13 108.26 108.57 -2.44 4,082 36,193 -135
Feb12 110418 110.40 110.40 107.97 108.41 -2.41 1,382 17,114 -142
Mar12 110418 110.18 110.18 107.82 108.22 -2.38 2,561 30,166 +381
Apr12 110418 107.97 107.97 107.97 107.97 -2.35 667 13,538 -94
May12 110418 107.90 108.59 107.68 107.68 -2.32 594 12,432 -24
Jun12 110418 108.40 108.56 106.94 107.36 -2.29 6,229 66,778 +1,013
Jul12 110418 106.71 107.00 106.71 107.00 -2.26 441 16,007 +62
Aug12 110418 106.63 106.63 106.63 106.63 -2.23 174 10,397 +54
Total Volume and Open Interest 794,369 1,559,249 -29,586
e-miNY Crude Oil(NYM)
Apr11 110321 102.050 103.350 101.650 102.325 +1.250 11,151 2,230 -312
May11 110418 109.350 109.350 106.525 107.125 -2.525 9,006 2,887 -244
Jun11 110418 110.000 110.150 107.100 107.700 -2.525 2,431 1,397 +101
Jul11 110418 110.400 110.400 107.825 108.150 -2.525 104 360 +18
Aug11 110418 110.300 110.450 108.300 108.425 -2.525 3 55 -1
Sep11 110418 108.425 108.550 108.425 108.550 -2.575 15 30 +11
Oct11 110418 108.625 108.625 108.625 108.625 -2.550 1 42 +0
Nov11 110418 108.675 108.675 108.675 108.675 -2.500 0 11 +0
Dec11 110418 109.575 109.575 108.325 108.675 -2.475 4 246 +0
Jan12 110418 108.575 108.575 108.575 108.575 -2.425 1 4 -1
Total Volume and Open Interest 11,565 5,171 -116
Heating Oil(NYM)
May11 110418 322.55 323.90 316.35 318.28 -4.14 43,457 69,633 -2,736
Jun11 110418 323.81 323.89 317.58 319.52 -4.15 31,375 74,245 +5,331
Jul11 110418 325.05 325.05 319.10 320.96 -4.15 11,392 41,003 +2,066
Aug11 110418 325.05 325.05 320.63 322.41 -4.22 5,819 24,876 +130
Sep11 110418 325.05 325.05 322.17 323.91 -4.25 4,414 19,009 +995
Oct11 110418 325.72 326.16 323.60 325.44 -4.22 1,899 8,914 -220
Nov11 110418 327.40 327.96 326.18 327.09 -4.17 1,371 8,123 +38
Dec11 110418 332.16 332.16 326.97 328.68 -4.15 8,487 30,419 +1,050
Jan12 110418 330.30 331.08 329.72 330.22 -4.15 1,021 9,540 +473
Feb12 110418 330.13 330.30 329.00 330.30 -4.17 47 4,163 -9
Mar12 110418 328.66 330.27 327.50 328.78 -4.26 9 2,515 +5
Apr12 110418 324.50 325.91 324.50 325.91 -4.23 17 1,017 -9
Total Volume and Open Interest 109,600 309,454 +7,174
Gasoline(NYMEX)
May11 110418 329.30 329.33 323.33 325.28 -3.64 56,670 70,481 -4,569
Jun11 110418 324.93 325.67 319.77 321.84 -3.59 45,536 70,455 +2,152
Jul11 110418 322.78 322.78 316.96 318.83 -3.67 23,791 43,204 +279
Aug11 110418 319.80 319.80 314.10 316.08 -3.71 10,469 20,024 +1,020
Sep11 110418 314.95 314.95 310.90 312.89 -3.76 6,622 19,471 +439
Oct11 110418 297.64 299.00 295.93 297.76 -4.08 2,728 17,292 +21
Nov11 110418 294.33 294.79 292.39 294.23 -4.12 841 7,607 +218
Dec11 110418 296.28 296.28 290.69 292.61 -4.15 2,849 24,991 +337
Jan12 110418 293.90 293.90 290.85 292.62 -4.16 281 6,437 +33
Feb12 110418 293.92 293.92 293.92 293.92 -4.19 311 2,714 +91
Total Volume and Open Interest 150,266 298,966 -82
e-miNY RBOB Gasoline(NYM)
May11 110418 325.30 325.30 325.28 325.30 -3.60 0 3 +0
Jun11 110418 321.80 321.84 321.80 321.80 -3.60 0 1 +0
Jul11 110418 318.80 318.83 318.80 318.80 -3.70 0 1 +0
Aug11 110418 316.10 316.10 316.08 316.10 -3.70 0 1 +0
Total Volume and Open Interest 0 9 +0
Natural Gas(NYM)
May11 110418 4.210 4.270 4.087 4.138 -0.066 191,972 109,726 -11,788
Jun11 110418 4.285 4.323 4.144 4.190 -0.074 79,262 132,959 +10,662
Jul11 110418 4.345 4.393 4.221 4.262 -0.076 40,359 194,560 +3,689
Aug11 110418 4.370 4.435 4.269 4.309 -0.078 19,459 58,151 +969
Sep11 110418 4.403 4.452 4.289 4.326 -0.079 15,432 70,405 +2,630
Oct11 110418 4.449 4.500 4.338 4.373 -0.079 30,549 80,458 +1,990
Nov11 110418 4.603 4.661 4.514 4.546 -0.076 13,807 33,878 -294
Dec11 110418 4.830 4.901 4.750 4.782 -0.078 8,347 28,933 +420
Jan12 110418 4.970 5.018 4.870 4.899 -0.081 18,201 82,764 +3,318
Feb12 110418 4.952 5.001 4.856 4.883 -0.079 1,929 16,284 +470
Mar12 110418 4.850 4.914 4.791 4.817 -0.077 4,255 31,645 +112
Apr12 110418 4.775 4.775 4.657 4.687 -0.063 4,254 32,533 +829
May12 110418 4.769 4.790 4.675 4.712 -0.058 470 8,795 +23
Jun12 110418 4.774 4.774 4.720 4.752 -0.053 376 5,344 +42
Jul12 110418 4.820 4.820 4.785 4.798 -0.053 393 5,180 +98
Aug12 110418 4.830 4.830 4.823 4.823 -0.053 279 5,602 +97
Total Volume and Open Interest 431,564 973,956 +13,847
Brent Crude Oil(ICE)
Jun11 110418 123.25 123.66 121.00 121.61 -1.84 217,218 250,780 +2,937
Jul11 110418 122.90 123.15 120.72 121.30 -1.82 65,109 116,314 +3,089
Aug11 110418 122.42 122.84 120.38 120.97 -1.81 29,404 46,386 +6,932
Sep11 110418 121.97 121.97 120.02 120.57 -1.81 14,966 39,936 +1,092
Oct11 110418 121.57 121.60 119.65 120.18 -1.81 9,922 26,206 +784
Nov11 110418 121.19 121.19 119.28 119.79 -1.81 7,631 22,195 +1,143
Dec11 110418 120.93 120.94 118.82 119.41 -1.80 35,477 100,079 -805
Jan12 110418 119.45 119.59 118.78 119.08 -1.80 1,311 20,330 -64
Feb12 110418 118.73 118.73 118.73 118.73 -1.80 1,120 12,990 -9
Mar12 110418 118.37 118.37 118.37 118.37 -1.80 1,525 29,407 +56
Apr12 110418 117.95 117.95 117.95 117.95 -1.78 547 5,817 -496
May12 110418 117.53 117.53 117.53 117.53 -1.76 666 5,282 +110
Jun12 110418 117.59 117.68 116.54 117.11 -1.74 4,203 36,520 -149
Jul12 110418 116.63 116.63 116.63 116.63 -1.72 176 2,325 -44
Total Volume and Open Interest 399,795 832,966 -20,513
Gas Oil(ICE)
May11 110418 1022.00 1022.50 1003.50 1004.75 -19.75 64,211 136,879 -8,236
Jun11 110418 1025.75 1025.75 1006.75 1007.75 -19.50 81,043 110,401 +1,560
Jul11 110418 1025.25 1027.00 1009.50 1010.50 -19.50 22,380 53,931 -730
Aug11 110418 1023.00 1023.00 1012.25 1013.00 -19.50 10,978 26,926 +337
Sep11 110418 1026.00 1026.00 1015.00 1015.50 -19.25 10,185 44,675 -647
Oct11 110418 1030.25 1030.25 1016.75 1017.25 -19.00 3,720 29,258 +459
Nov11 110418 1021.00 1025.00 1017.25 1017.25 -19.25 2,879 20,501 +217
Dec11 110418 1033.25 1033.25 1017.00 1017.75 -19.50 17,134 65,417 -548
Jan12 110418 1023.75 1025.00 1020.00 1020.00 -19.25 1,884 24,025 -6
Feb12 110418 1020.75 1022.75 1019.50 1019.50 -19.50 139 6,604 +4
Total Volume and Open Interest 217,049 603,288 -7,830
Ethanol(CBOT)
Apr11 110405 2.695 2.710 2.695 2.706 -0.009 94 259 -79
May11 110418 2.625 2.634 2.625 2.631 +0.013 44 872 +17
Jun11 110418 2.639 2.646 2.635 2.644 +0.013 198 1,034 -88
Jul11 110418 2.650 2.664 2.647 2.659 +0.018 296 1,164 -197
Aug11 110418 2.660 2.660 2.655 2.659 +0.019 79 666 +30
Sep11 110418 2.615 2.630 2.595 2.630 +0.034 20 916 -1
Oct11 110418 2.485 2.499 2.483 2.494 +0.041 2 765 +2
Nov11 110418 2.459 2.459 2.444 2.454 +0.019 6 572 +7
Total Volume and Open Interest 667 7,394 -216
WTI Crude Oil(ICE
May11 110415 108.68 110.07 107.22 109.66 +1.55 87,283 44,828 -10,017
Jun11 110418 109.85 109.90 107.10 107.69 -2.53 80,924 100,538 -2,585
Jul11 110418 110.13 110.25 107.59 108.15 -2.53 23,826 70,084 +805
Aug11 110418 109.95 110.09 107.86 108.42 -2.54 9,578 25,508 +486
Sep11 110418 110.02 110.12 108.12 108.56 -2.56 10,450 28,967 -985
Oct11 110418 110.14 110.50 108.22 108.63 -2.55 4,740 19,027 -407
Nov11 110418 110.27 110.27 108.28 108.67 -2.51 3,345 14,386 -6
Dec11 110418 110.09 110.26 108.16 108.67 -2.47 23,855 86,809 -1,697
Jan12 110418 109.63 109.63 108.42 108.57 -2.44 851 12,287 -60
Feb12 110418 108.41 108.41 108.41 108.41 -2.41 440 2,756 +32
Mar12 110418 108.22 108.22 108.22 108.22 -2.38 695 10,677 +222
Apr12 110418 107.97 107.97 107.97 107.97 -2.35 279 3,149 +22
May12 110418 107.68 107.68 107.68 107.68 -2.32 212 1,719 -2
Jun12 110418 108.38 108.39 106.95 107.36 -2.29 2,387 26,631 -436
Jul12 110418 107.00 107.00 107.00 107.00 -2.26 25 852 +11
Aug12 110418 106.63 106.63 106.63 106.63 -2.23 34 434 +7
Total Volume and Open Interest 220,265 544,569 -13,517
US Dollar Index(ICE)
Jun11 110418 75.085 76.055 75.055 75.730 +0.703 24,245 48,924 -855
Sep11 110418 75.620 76.350 75.620 76.150 +0.693 9 549 -1
Dec11 110418 76.570 76.570 76.570 76.570 +0.683 0 1 +0
Total Volume and Open Interest 24,254 49,475 -856
Australian Dollar(CME)
Jun11 110418 104.80 104.99 103.80 104.42 -0.52 87,827 147,424 -127
Sep11 110418 103.37 103.65 102.80 103.15 -0.50 37 699 -4
Dec11 110418 102.20 102.46 101.96 101.96 -0.50 0 56 +0
Total Volume and Open Interest 87,864 148,179 -131
British Pound(CME)
Jun11 110418 163.11 163.18 161.54 162.41 -0.53 107,846 114,510 +2,019
Sep11 110418 162.50 162.69 161.46 162.18 -0.51 72 365 +34
Dec11 110418 161.91 162.41 161.91 161.91 -0.50 0 37 +0
Total Volume and Open Interest 107,918 114,917 +2,053
Canadian Dollar(CME)
Jun11 110418 104.09 104.14 102.72 103.55 -0.41 76,858 138,792 +1,603
Sep11 110418 103.76 103.76 102.50 103.31 -0.40 94 2,613 -31
Dec11 110418 103.04 103.41 102.49 103.02 -0.39 31 2,417 +9
Mar12 110418 102.70 103.09 102.00 102.69 -0.40 0 218 +0
Total Volume and Open Interest 76,983 144,068 +1,581
Japanese Yen(CME)
Jun11 110418 120.30 121.71 120.13 121.04 +0.71 145,709 135,975 +4,101
Sep11 110418 120.49 121.76 120.31 121.14 +0.72 374 1,057 +40
Dec11 110418 120.82 121.44 120.52 121.27 +0.75 14 97 +2
Total Volume and Open Interest 146,097 137,136 +4,143
Swiss Franc(CME)
Jun11 110418 112.07 112.33 111.12 111.55 -0.45 39,796 65,078 +2,048
Sep11 110418 111.60 112.04 111.33 111.60 -0.44 20 114 +1
Dec11 110418 111.64 112.05 111.64 111.64 -0.41 0 11 -2
Total Volume and Open Interest 39,816 65,204 +2,047
EuroFX(CME)
Jun11 110418 143.99 144.02 141.37 142.15 -2.01 299,102 241,420 +1,414
Sep11 110418 143.48 143.73 141.00 141.74 -1.99 303 2,294 -33
Dec11 110418 141.68 143.26 140.74 141.29 -1.97 4 77 +3
Total Volume and Open Interest 299,409 244,115 +1,384
Mexican Peso(CME)
Apr11 110418 847.5 857.5 847.5 847.5 -10.0      
May11 110418 849.8 854.0 849.8 849.8 -4.2      
Total Volume and Open Interest 26,867 172,553 +2,110
30-Year T-Bonds(CBOT)
Jun11 110418 121~080 121~080 120~130 121~050 +0~110      
Sep11 110418 119~080 119~260 118~150 119~200 +0~110 60 1,696 +9
Dec11 110418 118~050 118~050 117~260 118~050 +0~110      
Total Volume and Open Interest 367,984 548,661 -4,075
10-Year T-Notes(CBOT)
Jun11 110418 119~255 120~080 119~165 120~060 +0~120 1,414,270 1,611,306 -10,518
Sep11 110418 118~130 118~230 118~020 118~205 +0~105 275 4,808 +11
Dec11 110418 117~205 117~205 117~100 117~205 +0~105 0 4 +0
Total Volume and Open Interest 1,414,545 1,616,118 -10,507
5-Year T-Notes(CBOT)
Jun11 110418 117~054 117~101 117~040 117~096 +0~045 707,584 1,336,457 +10,129
Sep11 110418 116~040 116~059 116~040 116~059 +0~046 0 2,691 +0
Dec11 110418 115~083 115~083 115~037 115~083 +0~046      
Total Volume and Open Interest 707,584 1,339,148 +10,129
2 Year T-Notes(CBOT)
Jun11 110418 109~037 109~052 109~034 109~047 +0~010 297,810 1,059,045 +19,224
Sep11 110418 108~108 108~112 108~108 108~110 +0~013 1,608 3,302 +975
Dec11 110418 108~048 108~048 108~048 108~048 +0~013      
Total Volume and Open Interest 299,418 1,062,347 +20,199
Eurodollars(CME)
Jun11 110418 99.710 99.715 99.675 99.700 -0.010 204,504 1,038,214 -5,990
Sep11 110418 99.640 99.640 99.605 99.630 -0.005 247,502 1,409,791 -3,109
Dec11 110418 99.500 99.525 99.485 99.515 +0.015 305,963 1,504,626 +9,647
Mar12 110418 99.280 99.345 99.275 99.335 +0.045 342,028 1,425,770 +13,810
Jun12 110418 98.970 99.065 98.955 99.050 +0.075 440,551 1,081,567 +13,749
Sep12 110418 98.600 98.725 98.590 98.705 +0.095 354,154 667,910 +3,686
Dec12 110418 98.245 98.385 98.235 98.360 +0.105 343,077 487,680 +7,980
Mar13 110418 97.955 98.100 97.940 98.075 +0.115 268,235 324,251 -7,543
Jun13 110418 97.675 97.825 97.665 97.805 +0.120 179,282 282,273 -3,952
Sep13 110418 97.420 97.565 97.405 97.540 +0.115 148,448 250,808 -1,272
Dec13 110418 97.170 97.300 97.155 97.280 +0.110 95,111 183,605 -5,646
Mar14 110418 96.945 97.065 96.930 97.045 +0.105 88,002 181,553 +2,955
Jun14 110418 96.720 96.830 96.710 96.815 +0.100 22,774 107,789 +722
Sep14 110418 96.505 96.610 96.495 96.600 +0.100 30,897 62,453 +1,551
Dec14 110418 96.290 96.395 96.275 96.380 +0.095 18,676 75,341 -1,227
Mar15 110418 96.105 96.210 96.100 96.195 +0.090 15,808 58,429 +770
Jun15 110418 4.205 4.280 4.170 4.265 +0.090 7,636 39,428 +1,233
Sep15 110418 4.030 4.115 4.005 4.100 +0.085 8,168 38,303 +484
Total Volume and Open Interest 3,160,938 9,467,030 +28,404
30 Day Federal Funds(CBOT)
Apr11 110418 99.897 99.902 99.897 99.900 unch 7,608 79,353 +1,544
May11 110418 99.895 99.900 99.890 99.895 unch 5,165 78,317 +117
Jun11 110418 99.880 99.880 99.875 99.880 unch 5,179 57,335 +1,620
Jul11 110418 99.860 99.865 99.860 99.860 unch 4,201 47,856 -12
Aug11 110418 99.845 99.850 99.840 99.845 unch 2,314 45,913 +186
Sep11 110418 99.830 99.840 99.825 99.835 unch 1,599 33,291 +407
Total Volume and Open Interest 61,996 668,024 +7,090
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 110418 99.673 99.673 99.673 99.673 unch 0 750 +0
Sep11 110418 99.670 99.670 99.670 99.670 unch      
Dec11 110418 99.662 99.662 99.662 99.662 unch 0 75 +0
Mar12 110418 99.645 99.645 99.645 99.645 unch      
Jun12 110418 99.675 99.675 99.675 99.675 unch      
Sep12 110418 99.605 99.605 99.605 99.605 unch      
Dec12 110418 99.565 99.565 99.565 99.565 unch      
Mar13 110418 99.565 99.565 99.565 99.565 unch      
Jun13 110418 99.520 99.520 99.520 99.520 unch      
Sep13 110418 99.380 99.380 99.380 99.380 unch      
Total Volume and Open Interest 0 825 +0
3-Mth Euro-Yen(SGX)
Jun11 110418 99.67 99.67 99.67 99.67 unch 2 5,402 +400
Sep11 110418 99.67 99.67 99.67 99.67 unch 0 1,443 +0
Dec11 110418 99.66 99.66 99.66 99.66 unch 0 1,991 +0
Mar12 110418 99.64 99.64 99.64 99.64 unch 100 3,467 +105
Jun12 110418 99.68 99.68 99.68 99.68 unch 0 1,254 +0
Sep12 110418 99.61 99.61 99.61 99.61 unch 0 411 +0
Dec12 110418 99.57 99.57 99.57 99.57 unch 0 24 +0
Mar13 110418 99.57 99.57 99.57 99.57 unch 0 1 +0
Total Volume and Open Interest 102 13,993 +505
Japanese Gov't Bonds(SGX)
Jun11 110418 139.13 139.45 139.06 139.45 +0.68 2,866 12,998 +1,253
Sep11 110418 138.55 138.55 138.55 138.55 +0.35 0 1 +0
Dec11 110418 136.46 136.46 136.46 136.46 +0.35      
Total Volume and Open Interest 2,011 12,606 -346
Euro-Bund(EUREX)
Jun11 110418 121.24 122.60 121.13 122.45 +1.25 1,046,236 896,854 +19,348
Sep11 110418 120.84 122.10 120.84 122.03 +1.31 54 6,394 -5
Dec11 110418 121.35 121.35 121.35 121.35 +1.25      
Total Volume and Open Interest 1,046,290 903,248 +19,343
Euro-Bobl(EUREX)
Jun11 110418 114.52 115.28 114.43 115.21 +0.71 616,354 815,697 -15,988
Sep11 110418 114.30 114.56 114.30 114.56 +0.74 107 16,551 +0
Dec11 110418 114.66 114.66 114.66 114.66 +0.71      
Total Volume and Open Interest 616,461 832,248 -15,988
3-Mth Euribor(EUREX)
Jun11 110418 98.445 98.460 98.445 98.460 +0.015 5,813 7,316 -4,135
Sep11 110418 98.140 98.165 98.140 98.165 +0.055 479 4,179 +281
Dec11 110418 97.885 97.950 97.885 97.950 +0.095 4,007 1,657 -3,658
Total Volume and Open Interest 10,321 15,756 -7,504
Long Gilt(LIFFE)
Jun11 110418 118~03 118~14 118~00 118~12 +0~15 130,141 307,647 +10,319
Sep11 110418 117~07 117~07 117~07 117~07 +0~15 0 10 +0
Total Volume and Open Interest 130,141 307,657 +10,319
3-Mth Short Sterling(LIFFE)
Jun11 110418 99.12 99.15 99.12 99.14 +0.02 46,825 436,755 +9,446
Sep11 110418 98.95 98.99 98.95 98.99 +0.05 54,351 374,804 +3,916
Dec11 110418 98.74 98.80 98.73 98.79 +0.06 57,096 372,546 +5,827
Mar12 110418 98.51 98.58 98.50 98.58 +0.08 65,395 319,658 +14,541
Jun12 110418 98.22 98.32 98.22 98.32 +0.10 57,553 247,702 +6,943
Sep12 110418 97.93 98.05 97.93 98.05 +0.12 51,510 145,610 -2,348
Total Volume and Open Interest 418,064 2,232,173 +31,365
3-Mth Euribor(LIFFE)
Jun11 110418 98.445 98.465 98.440 98.460 +0.015 122,074 773,852 +2,453
Sep11 110418 98.115 98.165 98.105 98.165 +0.055 126,688 668,047 +6,750
Dec11 110418 97.870 97.950 97.850 97.950 +0.095 149,255 605,167 +8,031
Total Volume and Open Interest 921,841 3,618,888 +24,054
3-Mth Aus T-Bills(SFE)
Jun11 110418 95.07 95.08 95.06 95.08 +0.01 13,015 165,616 +1,727
Sep11 110418 95.01 95.03 95.00 95.02 +0.01 12,568 209,034 -24
Dec11 110418 94.90 94.93 94.89 94.91 +0.01 9,136 131,944 +827
Mar12 110418 94.76 94.79 94.76 94.77 unch 3,273 68,201 -849
Jun12 110418 94.62 94.65 94.62 94.64 +0.01 984 45,316 -136
Sep12 110418 94.51 94.52 94.51 94.52 +0.01 1,949 45,772 +653
Dec12 110418 94.40 94.42 94.40 94.41 unch 1,509 19,716 +355
Mar13 110418 94.31 94.34 94.31 94.33 unch 721 9,446 +451
Jun13 110418 94.25 94.25 94.25 94.25 -0.01 0 1,048 +0
Sep13 110418 94.18 94.18 94.18 94.18 -0.01 0 900 +0
Total Volume and Open Interest 43,155 697,850 +3,004
10-Year Aus T-Bonds(SFE)
Jun11 110418 94.39 94.44 94.38 94.39 -0.01 44,827 361,349 -2,439
Sep11 110418 94.39 94.39 94.39 94.39 -0.01      
Total Volume and Open Interest 44,827 361,349 -2,439
3-Year Aus T-Bonds(SFE)
Jun11 110418 94.79 94.84 94.79 94.81 +0.02 81,891 532,872 -12,983
Sep11 110418 94.81 94.81 94.81 94.81 +0.01      
Total Volume and Open Interest 105,863 542,507 +9,635
Gold(CMX)
Apr11 110418 1486.3 1497.3 1477.5 1492.3 +7.0 535 1,382 -43
Jun11 110418 1488.0 1498.6 1477.8 1492.9 +6.9 166,787 356,182 +7,378
Aug11 110418 1488.0 1499.2 1479.0 1493.9 +6.9 13,110 51,765 +8,059
Oct11 110418 1490.0 1500.0 1483.1 1495.1 +6.9 305 6,100 +73
Dec11 110418 1491.1 1501.1 1481.8 1496.2 +6.8 2,599 36,043 +425
Feb12 110418 1493.2 1502.1 1489.0 1497.6 +6.7 132 6,941 -30
Apr12 110418 1499.3 1499.3 1499.3 1499.3 +6.5 1 5,332 +0
Jun12 110418 1496.9 1506.9 1496.9 1501.6 +6.4 10 6,927 +0
Aug12 110418 1500.4 1508.0 1500.4 1503.9 +6.2 10 2,767 +10
Oct12 110418 1507.2 1507.2 1507.2 1507.2 +6.1 0 3,413 +0
Dec12 110418 1507.5 1517.5 1505.5 1511.8 +5.9 190 12,573 +86
Feb13 110418 1516.6 1516.6 1516.6 1516.6 +5.8 0 104 +0
Total Volume and Open Interest 185,452 528,213 +16,309
Silver(CMX)
May11 110418 4303.5 4356.0 4220.0 4295.6 +38.5 99,886 59,770 +1,405
Jul11 110418 4308.5 4357.5 4223.0 4298.0 +38.1 9,815 42,193 +2,325
Sep11 110418 4315.0 4359.0 4239.5 4299.4 +37.8 983 9,113 +33
Dec11 110418 4315.0 4355.5 4228.5 4300.8 +37.3 1,365 17,365 -129
Mar12 110418 4350.0 4350.0 4280.0 4299.8 +37.3 276 1,619 -185
May12 110418 4249.0 4299.0 4249.0 4299.0 +37.1 22 532 +3
Jul12 110418 4324.5 4326.0 4297.5 4297.5 +37.0 144 1,486 +47
Total Volume and Open Interest 112,983 148,652 +3,587
Platinum(NYMEX)
Apr11 110418 1785.8 1785.8 1785.8 1785.8 -12.0 7 106 +0
Jul11 110418 1794.4 1800.0 1774.3 1782.8 -12.0 5,015 34,805 +374
Oct11 110418 1798.3 1798.6 1786.5 1786.5 -12.0 10 1,251 +8
Jan12 110418 1788.2 1788.2 1788.2 1788.2 -12.0 1 18 +1
Total Volume and Open Interest 5,033 36,221 +383
Palladium(NYMEX)
Jun11 110418 764.20 770.05 735.10 739.10 -29.00 4,035 20,229 +9
Sep11 110418 767.05 769.85 740.45 740.45 -29.00 36 885 +10
Dec11 110418 750.70 750.70 741.95 741.95 -29.05 2 324 +2
Total Volume and Open Interest 4,075 21,443 +21
Copper(CMX)
May11 110418 425.20 428.80 417.20 419.80 -5.95 38,043 42,491 -3,800
Jul11 110418 426.85 430.50 419.20 421.75 -6.00 9,511 62,515 -1,524
Sep11 110418 429.85 431.20 421.00 423.35 -5.90 1,668 19,862 +490
Dec11 110418 431.95 432.40 422.00 424.45 -5.80 304 8,464 +146
Mar12 110418 422.85 424.95 422.85 424.95 -5.75 117 2,556 +31
Total Volume and Open Interest 50,237 140,047 -4,687
DJIA Index(CBOT)
Jun11 110418 12294 12294 12045 12140 -163 463 14,686 +51
Sep11 110418 12072 12231 12072 12072 -159 0 6 +0
Dec11 110418 12005 12164 12005 12005 -159 0 1 +0
Mar12 110418 11947 12106 11947 11947 -159      
Total Volume and Open Interest 463 14,693 +51
S & P 500(CME)
Jun11 110418 1318.00 1318.50 1290.50 1301.10 -17.60 14,114 303,395 +3,267
Sep11 110418 1293.70 1295.70 1285.30 1295.70 -17.60 0 5,854 -64
Dec11 110418 1289.50 1290.40 1280.00 1290.40 -17.60 350 2,664 +324
Mar12 110418 1285.80 1285.80 1275.40 1285.80 -17.60      
Total Volume and Open Interest 14,464 311,918 +3,527
S & P 500 E-Mini(Globex)
Jun11 110418 1301.00 1301.25 1299.25 1299.75 -19.00      
Sep11 110418 1311.75 1312.25 1285.25 1295.75 -17.50 1,061 9,048 +3
Total Volume and Open Interest 2,028,857 2,701,418 +22,903
NASDAQ 100(CME)
Jun11 110418 2307.00 2308.50 2250.00 2290.00 -19.80 1,126 17,647 -264
Sep11 110418 2285.80 2286.80 2255.00 2285.80 -19.50 0 3 +0
Dec11 110418 2282.30 2283.30 2273.00 2282.30 -19.50 2 2 +2
Total Volume and Open Interest 1,128 17,652 -262
NASDAQ 100 E-Mini(Globex)
Jun11 110418 2308.00 2310.00 2250.30 2290.00 -19.80 291,384 334,992 +412
Sep11 110418 2294.80 2294.80 2248.80 2285.80 -19.50 52 578 -4
Total Volume and Open Interest 291,437 335,581 +409
S & P Midcap 400(CME)
Jun11 110418 958.50 971.00 954.00 967.40 -15.00 0 1,499 +0
Sep11 110418 965.20 966.20 965.20 965.20 -15.00      
Dec11 110418 963.60 964.60 963.60 963.60 -15.00      
Total Volume and Open Interest 0 1,499 +0
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Jun11 110418 9600 9620 9375 9505 -95 7,061 54,739 -63
Sep11 110418 9465 9630 9465 9535 -95 0 10 +0
Total Volume and Open Interest 7,061 54,749 -63
Nikkei 225(SGX)
Jun11 110418 9585 9620 9540 9550 -30 86,453 239,885 +4,656
Sep11 110418 9595 9595 9550 9550 -30 7 1,350 +2
Dec11 110418 9495 9495 9495 9495 -30 0 5,359 +0
Total Volume and Open Interest 86,524 251,887 +4,768
CAC 40(EURONEXT)
May11 110418 3908.5 3908.5 3793.0 3810.0 -96.0 115,220 271,236 +40,261
Jun11 110418 3857.0 3859.0 3752.0 3766.5 -97.0 379 25,993 +23
Jul11 110418 3767.0 3767.0 3767.0 3767.0        
Hang Seng Index(HKFE)
Apr11 110418 23936 24158 23722 23779 -183 64,231 98,257 -2,321
May11 110418 23770 23988 23560 23604 -193 1,672 5,335 +954
Jun11 110418 23650 23835 23405 23462 -184 338 5,835 +31
Total Volume and Open Interest 66,370 110,584 -1,310
DAX(EUREX)
Jun11 110418 7198.0 7201.5 7009.0 7046.5 -145.5 147,091 180,206 -1,723
Sep11 110418 7210.5 7210.5 7042.5 7071.0 -146.0 270 5,373 -1
Dec11 110418 7185.0 7185.0 7079.5 7102.0 -147.5 79 605 -23
Total Volume and Open Interest 147,440 186,184 -1,747
FT-SE 100(EURONEXT)
Jun11 110418 5955.00 5955.00 5817.00 5843.00 -110.00 100,753 612,305 -3,667
Sep11 110418 5889.00 5897.50 5807.50 5807.50 -110.50 8 529 -2
Dec11 110418 5785.00 5785.00 5785.00 5785.00 -112.50 32 161 -9
Total Volume and Open Interest 100,793 612,995 -3,678
SPI 200(SFE)
Jun11 110418 4865.0 4896.0 4852.0 4867.0 +4.0 32,287 192,917 +1,709
Sep11 110418 4871.0 4882.0 4846.0 4857.0 +4.0 7 3,567 +0
Dec11 110418 4878.0 4878.0 4878.0 4878.0 +4.0 7 2,791 +0
Total Volume and Open Interest 32,444 201,367 +1,778
GSCI(CME)
May11 110418 80.64 81.14 75.14 78.64 -8.00 450 11,739 +387
Jun11 110418 81.84 82.34 76.14 79.64 -8.25      
Jul11 110418 78.64 79.14 73.14 74.64 -9.00      
Total Volume and Open Interest 857 14,158  
Reuters CCI(ICE)
Jun11 110418 360.30 360.30 360.30 360.30 -3.10      
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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