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MRCI's End of Day Prices

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MRCI's End of Day Prices
Daily Futures Price Listing Tue April 19, 2011
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
May11 110419 1344.50 1349.00 1336.50 1342.00 -2.25 73,463 134,438 -5,571
Jul11 110419 1355.75 1360.50 1348.00 1354.00 -1.75 62,777 221,969 +5,387
Aug11 110419 1359.25 1361.75 1349.75 1357.50 +0.75 3,353 13,394 +320
Sep11 110419 1352.00 1357.75 1346.00 1355.00 +2.25 2,532 14,525 -15
Nov11 110419 1348.00 1355.50 1341.25 1354.00 +4.75 23,332 191,517 +924
Jan12 110419 1357.75 1363.00 1350.00 1362.00 +4.25 353 22,139 +26
Mar12 110419 1357.00 1362.00 1350.00 1361.75 +5.00 278 13,198 -110
Total Volume and Open Interest 167,230 634,777 +1,104
Soybean Meal(CBOT)
May11 110419 347.50 348.60 344.50 346.40 -1.40 23,631 42,243 -2,717
Jul11 110419 353.10 354.20 349.80 351.90 -1.30 21,487 76,475 +841
Aug11 110419 353.90 355.40 351.70 353.60 -1.10 3,065 20,682 +562
Sep11 110419 353.70 354.50 352.00 353.50 -0.30 1,924 14,697 +251
Oct11 110419 349.30 351.70 348.20 351.70 +1.30 1,727 13,503 +432
Dec11 110419 350.70 352.00 348.20 352.00 +1.30 7,687 44,935 +1,125
Jan12 110419 353.00 353.60 351.20 353.60 +1.10 134 3,290 +73
Mar12 110419 355.20 355.20 353.30 355.20 +1.00 29 3,109 +1
Total Volume and Open Interest 59,833 224,648 +577
Soybean Oil(CBOT)
May11 110419 57.48 57.83 57.03 57.53 +0.14 40,231 73,226 -7,209
Jul11 110419 58.16 58.46 57.65 58.16 +0.15 35,109 146,939 +2,123
Aug11 110419 58.40 58.67 57.88 58.40 +0.17 2,427 16,656 +66
Sep11 110419 58.63 58.91 58.25 58.66 +0.18 2,462 15,035 -31
Oct11 110419 58.74 58.98 58.38 58.76 +0.18 950 13,803 -57
Dec11 110419 58.90 59.22 58.44 58.96 +0.17 9,183 75,368 -245
Jan12 110419 58.99 59.34 58.83 59.11 +0.17 428 4,334 +101
Mar12 110419 58.76 59.25 58.76 59.06 +0.17 808 4,111 -135
Total Volume and Open Interest 91,687 353,396 -5,342
Canola(WCE)
May11 110419 573.5 575.8 569.1 570.4 -3.5 7,785 38,448 -1,697
Jul11 110419 582.0 584.6 578.0 579.3 -3.5 4,732 58,801 +874
Nov11 110419 582.0 583.5 576.0 578.3 -3.5 2,487 73,848 +1,157
Jan12 110419 587.7 589.4 582.3 585.3 -2.6 397 4,728 +273
Mar12 110419 587.3 587.3 586.6 586.6 -3.5 85 1,036 +35
Total Volume and Open Interest 15,500 178,996 +648
Corn(CBOT)
May11 110419 752.25 757.25 747.50 749.00 -2.75 164,728 322,020 -23,486
Jul11 110419 760.00 765.00 755.50 757.00 -2.50 156,786 575,161 +11,791
Sep11 110419 711.50 719.75 711.25 715.50 +3.50 18,120 134,493 +2,069
Dec11 110419 668.00 680.00 667.50 676.00 +7.75 56,992 436,339 +1,222
Mar12 110419 676.00 687.50 676.00 684.25 +7.75 2,662 68,170 +92
May12 110419 683.00 693.00 683.00 691.00 +7.75 608 13,611 +53
Total Volume and Open Interest 402,004 1,627,666 -8,793
Wheat(CBOT)
May11 110419 775.25 794.00 774.75 785.75 +10.75 55,742 72,583 -13,372
Jul11 110419 811.50 829.75 810.25 821.00 +10.25 51,400 208,490 +8,581
Sep11 110419 846.75 866.00 846.50 858.75 +12.00 7,638 61,598 +453
Dec11 110419 877.75 898.75 875.75 892.75 +16.25 11,750 101,059 +604
Mar12 110419 900.00 924.25 899.50 918.75 +19.25 1,713 12,268 -189
Total Volume and Open Interest 129,121 485,357 -3,670
Wheat(KCBT)
May11 110419 899.00 931.50 898.25 926.00 +30.00 15,829 43,477 -3,741
Jul11 110419 908.50 942.25 908.50 936.75 +30.25 13,295 83,571 -1,884
Sep11 110419 920.50 956.25 920.50 950.75 +30.75 3,477 24,294 +730
Dec11 110419 939.75 975.00 939.75 969.75 +33.00 5,604 30,182 +631
Mar12 110419 952.00 985.00 950.75 980.00 +33.25 561 4,216 +356
Total Volume and Open Interest 38,948 191,862 -3,855
Wheat(MGE)
May11 110419 916.00 951.75 914.25 943.00 +29.00 2,901 10,307 -491
Jul11 110419 924.50 960.00 923.00 951.50 +28.75 2,603 19,096 +363
Sep11 110419 930.00 963.75 927.25 955.25 +28.75 951 15,380 +33
Dec11 110419 940.25 976.00 940.25 967.75 +28.00 837 12,357 +104
Mar12 110419 952.25 985.00 952.25 976.25 +27.50 222 2,110 +89
Total Volume and Open Interest 7,567 61,401 +139
Oats(CBOT)
May11 110419 387.50 394.50 387.25 394.00 +6.50 1,032 3,140 -566
Jul11 110419 399.00 404.00 396.50 403.50 +7.00 1,032 7,726 +776
Sep11 110419 403.50 408.50 401.50 408.50 +7.00 0 227 +0
Dec11 110419 408.50 413.50 406.50 413.50 +7.00 57 2,601 +12
Total Volume and Open Interest 2,123 13,699 +224
Rough Rice(CBOT)
May11 110419 13.64 13.70 13.60 13.69 +0.04 908 7,221 -320
Jul11 110419 13.93 14.03 13.93 14.02 +0.04 908 11,536 +362
Sep11 110419 14.69 14.81 14.68 14.78 +0.03 217 4,275 +74
Nov11 110419 14.98 15.07 14.98 15.06 +0.04 64 913 +2
Total Volume and Open Interest 2,097 24,417 +118
Live Cattle(CME)
Apr11 110419 118.330 119.500 118.080 119.250 +1.070 3,916 15,665 -2,265
Jun11 110419 116.150 117.400 115.600 117.180 +1.380 18,823 168,048 -3,288
Aug11 110419 117.350 118.550 117.250 118.180 +0.880 5,206 85,877 +591
Oct11 110419 122.150 123.180 121.950 122.980 +0.830 2,186 52,715 +355
Dec11 110419 123.430 124.180 123.150 123.980 +0.650 2,306 40,051 +214
Feb12 110419 123.180 124.180 123.080 124.080 +0.830 553 10,714 +26
Total Volume and Open Interest 33,180 378,395 -4,389
Feeder Cattle(CME)
Apr11 110419 132.800 132.880 132.400 132.850 +0.220 510 1,863 -67
May11 110419 133.435 134.785 133.350 134.485 +1.250 1,106 10,491 -4
Aug11 110419 136.880 138.400 136.880 138.235 +1.355 4,063 22,187 +125
Sep11 110419 137.550 139.000 137.550 138.935 +1.535 320 4,409 +76
Oct11 110419 137.535 139.050 137.535 138.880 +1.630 136 2,285 -17
Nov11 110419 137.485 139.000 137.450 139.000 +1.675 117 1,250 +44
Jan12 110419 136.000 137.235 136.000 137.000 +1.200 20 272 +10
Total Volume and Open Interest 6,272 42,771 +167
Lean Hogs(CME)
May11 110419 102.500 103.285 101.930 103.035 +0.435 804 5,216 -145
Jun11 110419 101.100 102.400 101.050 102.035 +0.750 15,447 90,187 +610
Jul11 110419 101.200 102.000 100.650 101.730 +0.595 2,159 30,702 +84
Aug11 110419 101.250 102.050 100.800 101.900 +0.350 1,953 35,010 +349
Oct11 110419 92.250 93.035 91.885 92.830 +0.580 1,673 32,752 -66
Dec11 110419 88.100 88.850 87.885 88.785 +0.305 1,234 25,170 -249
Feb12 110419 88.400 89.000 88.250 88.900 +0.350 195 5,558 +4
Apr12 110419 89.250 89.900 89.250 89.700 unch 125 3,724 +45
Total Volume and Open Interest 23,678 230,125 +697
Class III Milk(CME)
Apr11 110419 16.74 16.76 16.67 16.74 unch 142 5,439 -12
May11 110419 16.35 16.53 16.30 16.36 +0.01 260 5,661 +23
Jun11 110419 16.95 17.13 16.78 16.97 +0.04 162 4,410 +32
Jul11 110419 17.30 17.45 17.22 17.36 +0.06 34 3,393 +8
Aug11 110419 17.67 17.85 17.67 17.72 +0.03 18 3,199 +3
Total Volume and Open Interest 847 35,122 +182
Cocoa(ICE)
May11 110419 3085 3124 3068 3117 -10 521 508 -347
Jul11 110419 3034 3087 3020 3067 +10 5,736 72,423 -567
Sep11 110419 3054 3100 3035 3081 +11 1,234 22,852 -15
Dec11 110419 3064 3122 3061 3103 +11 547 22,617 +95
Mar12 110419 3142 3165 3118 3152 +5 296 22,777 +32
May12 110419 3140 3148 3128 3147 +1 79 5,725 +8
Jul12 110419 3142 3144 3142 3142 -2 94 1,513 +19
Total Volume and Open Interest 8,630 152,792 -799
Coffee "C"(ICE)
May11 110419 284.90 291.65 283.35 291.20 +6.75 5,926 15,429 -2,902
Jul11 110419 287.50 294.65 286.00 294.25 +6.85 12,474 65,594 +2,665
Sep11 110419 288.50 297.00 288.50 296.70 +6.85 1,238 17,383 +352
Dec11 110419 292.00 299.50 292.00 299.25 +6.85 915 17,463 +566
Mar12 110419 293.50 299.90 293.05 299.70 +6.70 272 3,502 +76
May12 110419 293.10 300.10 293.10 300.10 +6.75 97 2,054 +64
Total Volume and Open Interest 21,025 122,838 +877
Orange Juice(ICE)
May11 110419 169.50 170.40 168.00 170.00 +1.45 2,683 7,797 -1,648
Jul11 110419 165.65 168.50 165.65 168.20 +1.55 2,924 17,150 +2,155
Sep11 110419 163.00 164.35 163.00 164.10 +1.45 59 1,543 +48
Nov11 110419 160.35 160.35 159.50 160.30 +1.40 105 1,387 +101
Jan12 110419 159.75 159.75 159.75 159.75 +1.65 4 169 +0
Mar12 110419 159.75 159.75 159.75 159.75 +1.15 0 40 +0
Total Volume and Open Interest 5,775 28,093 +656
Sugar #11(ICE)
May11 110419 24.40 24.71 24.15 24.27 -0.13 73,598 90,906 -20,257
Jul11 110419 22.82 23.20 22.54 22.62 -0.17 44,061 269,192 +4,067
Oct11 110419 23.33 23.33 22.64 22.72 -0.25 18,990 118,449 -1,356
Mar12 110419 23.18 23.34 22.76 22.82 -0.34 5,626 70,615 +926
May12 110419 22.81 23.02 22.45 22.50 -0.37 2,413 19,847 -17
Total Volume and Open Interest 148,495 620,560 -16,027
London Cocoa(LCE)
May11 110419 1924 1924 1924 1924 -3 1,502 43,674 +1,332
Jul11 110419 1929 1929 1929 1929 -2 3,181 57,549 +2,381
Sep11 110419 1945 1945 1945 1945 -3 534 30,993 +373
Dec11 110419 1961 1961 1961 1961 -3 946 31,742 +738
Mar12 110419 1978 1978 1978 1978 -2 516 26,803 +432
May12 110419 1989 1989 1989 1989 -1 161 7,767 +135
Jul12 110419 1996 1996 1996 1996 -1 9 3,969 +0
Total Volume and Open Interest 6,849 212,322 +5,391
London Sugar(LCE)
Aug11 110419 625.00 625.00 625.00 625.00 +3.00 5,907 30,515 +3,876
Oct11 110419 605.80 605.80 605.80 605.80 +2.60 626 7,732 +324
Dec11 110419 605.20 605.20 605.20 605.20 +2.40 145 2,164 +109
Mar12 110419 601.90 601.90 601.90 601.90 +0.90 20 1,614 +15
May12 110419 588.80 588.80 588.80 588.80 +1.90 43 1,014 +28
Total Volume and Open Interest 6,821 43,604 -7,188
Cotton(ICE)
May11 110419 196.45 196.86 189.61 189.82 -6.63 7,282 41,286 -4,605
Jul11 110419 178.35 179.10 171.16 171.16 -7.00 9,072 75,791 +2,305
Oct11 110419 150.00 150.00 146.60 148.73 -3.89 20 458 -7
Dec11 110419 130.00 131.40 126.40 128.73 -1.90 3,150 60,582 -566
Mar12 110419 122.10 122.10 118.78 120.97 -1.51 238 7,118 +50
May12 110419 114.27 114.98 114.14 114.77 -0.16 37 2,128 +14
Total Volume and Open Interest 19,836 191,919 -2,789
Lumber(CME)
May11 110419 248.0 253.7 244.0 244.0 -2.1 491 2,819 -108
Jul11 110419 270.0 277.0 266.5 266.5 -3.5 473 5,437 +82
Sep11 110419 288.8 293.6 285.2 285.5 -0.7 36 1,331 -2
Nov11 110419 286.9 292.5 285.0 285.0 -7.0 0 296 +0
Total Volume and Open Interest 1,000 9,894 -28
Crude Oil(NYM)
May11 110419 107.52 108.45 105.50 108.15 +1.03 224,394 60,327 -27,428
Jun11 110419 108.06 109.10 106.01 108.28 +0.59 190,936 323,462 +12,104
Jul11 110419 108.37 109.48 106.44 108.73 +0.58 46,822 185,747 +2,359
Aug11 110419 108.55 109.65 106.75 108.99 +0.57 19,412 65,783 +1,746
Sep11 110419 108.58 109.72 106.91 109.11 +0.55 17,042 64,290 -307
Oct11 110419 108.40 109.66 107.30 109.17 +0.54 10,589 38,176 +1,541
Nov11 110419 108.77 109.77 107.00 109.21 +0.54 6,448 36,394 +446
Dec11 110419 108.78 109.89 106.96 109.22 +0.55 35,305 187,816 +1,834
Jan12 110419 106.96 109.14 106.96 109.12 +0.55 2,059 35,744 -449
Feb12 110419 107.60 108.98 106.80 108.98 +0.57 1,045 17,084 -30
Mar12 110419 107.79 109.32 107.28 108.80 +0.58 1,802 29,970 -196
Apr12 110419 108.01 108.90 107.96 108.56 +0.59 674 13,592 +54
May12 110419 108.29 108.29 108.29 108.29 +0.61 867 12,436 +4
Jun12 110419 107.44 108.40 105.85 107.99 +0.63 4,694 67,263 +485
Jul12 110419 107.63 107.63 107.63 107.63 +0.63 755 16,313 +306
Aug12 110419 107.26 107.26 107.26 107.26 +0.63 477 10,569 +172
Total Volume and Open Interest 578,026 1,553,022 -6,227
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 110419 108.075 109.125 106.025 108.275 +0.575 3,317 1,899 +502
Jul11 110419 108.400 109.400 106.450 108.725 +0.575 85 376 +16
Aug11 110419 108.900 109.400 106.800 109.000 +0.575 10 58 +3
Sep11 110419 109.100 109.100 109.100 109.100 +0.550 25 51 +21
Oct11 110419 107.875 109.175 107.875 109.175 +0.550 1 42 +0
Nov11 110419 109.200 109.200 109.200 109.200 +0.525 0 11 +0
Dec11 110419 108.350 109.225 107.525 109.225 +0.550 15 252 +6
Jan12 110419 109.125 109.125 109.125 109.125 +0.550 2 5 +1
Total Volume and Open Interest 10,909 5,328 +157
Heating Oil(NYM)
May11 110419 318.70 318.91 311.97 315.85 -2.43 37,325 65,850 -3,783
Jun11 110419 320.42 320.42 313.25 317.25 -2.27 25,076 78,713 +4,468
Jul11 110419 320.47 321.44 314.99 318.95 -2.01 10,486 41,657 +654
Aug11 110419 321.50 323.27 316.49 320.62 -1.79 3,355 24,741 -135
Sep11 110419 322.90 324.64 318.10 322.26 -1.65 3,690 18,537 -472
Oct11 110419 325.33 326.20 320.67 323.91 -1.53 1,584 9,072 +158
Nov11 110419 326.00 327.30 323.21 325.59 -1.50 1,000 8,012 -111
Dec11 110419 328.76 329.49 322.80 327.23 -1.45 6,075 30,928 +509
Jan12 110419 330.50 330.50 328.13 328.82 -1.40 951 10,119 +579
Feb12 110419 328.96 328.96 328.92 328.92 -1.38 148 4,196 +33
Mar12 110419 327.00 327.42 327.00 327.42 -1.36 101 2,537 +22
Apr12 110419 324.67 324.67 324.67 324.67 -1.24 58 1,022 +5
Total Volume and Open Interest 90,207 311,201 +1,747
Gasoline(NYMEX)
May11 110419 325.70 325.91 319.79 323.31 -1.97 44,128 62,977 -7,504
Jun11 110419 322.25 322.46 316.17 319.93 -1.91 32,517 73,675 +3,220
Jul11 110419 319.15 319.39 313.17 317.22 -1.61 14,156 42,556 -648
Aug11 110419 316.43 316.75 310.50 314.77 -1.31 6,110 19,666 -358
Sep11 110419 313.24 313.32 307.48 312.04 -0.85 4,975 19,733 +262
Oct11 110419 298.10 298.67 292.66 296.89 -0.87 1,652 17,560 +268
Nov11 110419 290.49 293.56 290.49 293.56 -0.67 941 7,523 -84
Dec11 110419 292.90 294.10 287.31 292.04 -0.57 2,528 25,177 +186
Jan12 110419 292.11 292.11 292.11 292.11 -0.51 492 6,638 +201
Feb12 110419 293.43 293.43 293.43 293.43 -0.49 197 2,689 -25
Total Volume and Open Interest 107,808 294,593 -4,373
e-miNY RBOB Gasoline(NYM)
May11 110418 325.30 325.30 325.28 325.30 -3.60 0 3 +0
Jun11 110419 319.90 319.93 319.90 319.90 -1.90 0 1 +0
Jul11 110419 317.20 317.22 317.20 317.20 -1.60 0 1 +0
Aug11 110419 314.80 314.80 314.77 314.80 -1.30 0 1 +0
Total Volume and Open Interest 0 9 +0
Natural Gas(NYM)
May11 110419 4.143 4.293 4.129 4.262 +0.124 103,666 101,946 -7,780
Jun11 110419 4.190 4.340 4.177 4.310 +0.120 56,213 138,567 +5,608
Jul11 110419 4.256 4.410 4.253 4.382 +0.120 37,193 197,518 +2,958
Aug11 110419 4.311 4.453 4.299 4.426 +0.117 13,984 59,207 +1,056
Sep11 110419 4.314 4.462 4.314 4.438 +0.112 12,591 71,331 +926
Oct11 110419 4.373 4.496 4.363 4.481 +0.108 14,522 81,706 +1,248
Nov11 110419 4.556 4.650 4.556 4.638 +0.092 2,723 33,936 +58
Dec11 110419 4.779 4.880 4.771 4.865 +0.083 3,121 29,108 +175
Jan12 110419 4.898 4.999 4.894 4.979 +0.080 8,011 83,411 +647
Feb12 110419 4.877 4.975 4.877 4.962 +0.079 833 16,250 -34
Mar12 110419 4.817 4.907 4.817 4.895 +0.078 1,600 31,519 -126
Apr12 110419 4.696 4.769 4.692 4.758 +0.071 2,033 32,511 -22
May12 110419 4.763 4.794 4.754 4.780 +0.068 745 9,003 +208
Jun12 110419 4.786 4.824 4.775 4.816 +0.064 395 5,523 +179
Jul12 110419 4.806 4.861 4.806 4.861 +0.063 259 5,169 -11
Aug12 110419 4.850 4.885 4.850 4.885 +0.062 224 5,666 +64
Total Volume and Open Interest 259,552 979,320 +5,364
Brent Crude Oil(ICE)
Jun11 110419 121.77 122.29 119.03 121.33 -0.28 143,884 248,476 -2,304
Jul11 110419 121.33 121.98 118.79 121.03 -0.27 41,067 120,306 +3,992
Aug11 110419 120.99 121.62 118.52 120.70 -0.27 19,927 45,334 -1,052
Sep11 110419 120.61 121.18 118.16 120.31 -0.26 12,919 43,067 +3,131
Oct11 110419 120.12 120.79 117.82 119.94 -0.24 6,025 26,298 +92
Nov11 110419 119.87 120.40 117.47 119.56 -0.23 4,630 21,992 -203
Dec11 110419 119.50 120.09 117.08 119.18 -0.23 26,189 100,605 +526
Jan12 110419 118.28 118.86 117.27 118.86 -0.22 2,347 19,642 -688
Feb12 110419 117.95 118.53 116.92 118.53 -0.20 1,232 13,336 +346
Mar12 110419 117.28 118.19 117.28 118.19 -0.18 1,319 29,476 +69
Apr12 110419 116.81 117.79 116.81 117.79 -0.16 966 5,625 -192
May12 110419 116.40 117.39 116.40 117.39 -0.14 1,212 5,426 +144
Jun12 110419 117.18 117.76 115.30 116.98 -0.13 4,129 35,553 -967
Jul12 110419 115.55 116.52 115.55 116.52 -0.11 109 2,294 -31
Total Volume and Open Interest 280,286 836,314 +3,348
Gas Oil(ICE)
May11 110419 1007.75 1012.50 990.00 1000.25 -4.50 52,778 128,469 -8,410
Jun11 110419 1011.00 1015.25 992.50 1003.25 -4.50 64,261 118,174 +7,773
Jul11 110419 1014.00 1018.25 995.75 1006.00 -4.50 18,063 54,872 +941
Aug11 110419 1016.00 1021.00 998.50 1008.75 -4.25 9,205 26,945 +19
Sep11 110419 1018.50 1022.75 1001.50 1011.50 -4.00 7,766 46,053 +1,378
Oct11 110419 1018.50 1024.25 1004.75 1013.50 -3.75 5,680 28,758 -500
Nov11 110419 1020.25 1023.00 1005.00 1013.75 -3.50 2,649 19,534 -967
Dec11 110419 1022.50 1025.75 1004.50 1014.75 -3.00 12,290 67,400 +1,983
Jan12 110419 1023.00 1026.00 1010.00 1017.00 -3.00 3,213 24,186 +161
Feb12 110419 1012.50 1025.75 1009.75 1016.75 -2.75 187 6,496 -108
Total Volume and Open Interest 178,917 605,842 +2,554
Ethanol(CBOT)
Apr11 110405 2.695 2.710 2.695 2.706 -0.009 94 259 -79
May11 110419 2.625 2.625 2.620 2.621 -0.010 98 840 -32
Jun11 110419 2.635 2.635 2.622 2.629 -0.015 139 1,046 +12
Jul11 110419 2.650 2.650 2.635 2.642 -0.017 72 1,166 +2
Aug11 110419 2.634 2.650 2.632 2.642 -0.017 21 675 +9
Sep11 110419 2.628 2.634 2.595 2.606 -0.024 29 929 +13
Oct11 110419 2.508 2.520 2.482 2.491 -0.003 39 771 +6
Nov11 110419 2.450 2.466 2.450 2.461 +0.007 40 572 +0
Total Volume and Open Interest 499 7,381 -13
WTI Crude Oil(ICE
May11 110415 108.68 110.07 107.22 109.66 +1.55 87,283 44,828 -10,017
Jun11 110419 107.72 109.09 105.99 108.28 +0.59 58,534 101,267 +729
Jul11 110419 108.25 109.47 106.48 108.73 +0.58 16,019 72,424 +2,340
Aug11 110419 108.50 109.56 106.77 108.99 +0.57 6,785 26,067 +559
Sep11 110419 108.25 109.79 106.89 109.11 +0.55 6,165 28,761 -206
Oct11 110419 107.65 109.69 106.99 109.17 +0.54 3,187 19,751 +724
Nov11 110419 107.65 109.85 107.04 109.21 +0.54 2,373 14,673 +287
Dec11 110419 108.23 109.89 106.93 109.22 +0.55 11,260 86,990 +181
Jan12 110419 108.32 109.77 108.13 109.12 +0.55 556 12,162 -125
Feb12 110419 108.86 109.60 108.86 108.98 +0.57 198 2,750 -6
Mar12 110419 108.80 108.80 108.80 108.80 +0.58 158 10,680 +3
Apr12 110419 108.56 108.56 108.56 108.56 +0.59 333 3,194 +45
May12 110419 108.29 108.29 108.29 108.29 +0.61 222 1,822 +103
Jun12 110419 106.68 108.62 106.39 107.99 +0.63 1,091 26,469 -162
Jul12 110419 107.63 107.63 107.63 107.63 +0.63 349 1,133 +281
Aug12 110419 107.26 107.26 107.26 107.26 +0.63 610 776 +342
Total Volume and Open Interest 146,657 546,103 +1,534
US Dollar Index(ICE)
Jun11 110419 75.685 75.845 75.205 75.250 -0.480 19,083 48,575 -349
Sep11 110419 76.165 76.255 75.675 75.675 -0.475 37 571 +22
Dec11 110419 76.100 76.100 76.100 76.100 -0.470 0 1 +0
Total Volume and Open Interest 19,120 49,148 -327
Australian Dollar(CME)
Jun11 110419 104.30 104.62 103.71 104.47 +0.05 66,142 146,227 -1,197
Sep11 110419 102.74 103.29 102.47 103.20 +0.05 114 695 -4
Dec11 110419 101.90 102.03 101.90 102.03 +0.07 1 57 +1
Total Volume and Open Interest 66,257 146,979 -1,200
British Pound(CME)
Jun11 110419 162.59 163.30 162.19 163.04 +0.63 85,559 113,044 -1,466
Sep11 110419 162.80 162.80 162.18 162.80 +0.62 25 368 +3
Dec11 110419 162.52 162.52 161.91 162.52 +0.61 0 37 +0
Total Volume and Open Interest 85,584 113,454 -1,463
Canadian Dollar(CME)
Jun11 110419 103.55 104.59 103.32 104.37 +0.82 62,728 137,878 -914
Sep11 110419 103.32 104.30 103.13 104.10 +0.79 29 2,610 -3
Dec11 110419 102.99 103.92 102.99 103.80 +0.78 21 2,417 +0
Mar12 110419 103.54 103.54 102.69 103.46 +0.77 0 218 +0
Total Volume and Open Interest 62,778 143,151 -917
Japanese Yen(CME)
Jun11 110419 121.21 121.50 120.86 121.39 +0.35 93,530 132,095 -3,880
Sep11 110419 121.30 121.49 121.03 121.49 +0.35 197 1,172 +115
Dec11 110419 121.35 121.70 121.27 121.62 +0.35 36 116 +19
Total Volume and Open Interest 93,763 133,390 -3,746
Swiss Franc(CME)
Jun11 110419 111.62 111.82 111.05 111.24 -0.31 25,777 64,736 -342
Sep11 110419 111.40 111.60 111.22 111.29 -0.31 0 114 +0
Dec11 110419 111.33 111.64 111.33 111.33 -0.31 0 11 +0
Total Volume and Open Interest 25,777 64,862 -342
EuroFX(CME)
Jun11 110419 142.14 143.34 141.86 143.21 +1.06 255,421 239,862 -1,558
Sep11 110419 141.70 142.85 141.48 142.79 +1.05 216 2,332 +38
Dec11 110419 141.30 142.51 141.29 142.33 +1.04 1 77 +0
Total Volume and Open Interest 255,638 242,595 -1,520
Mexican Peso(CME)
Apr11 110418 847.5 857.5 847.5 847.5 -10.0      
May11 110419 854.2 854.2 849.8 854.2 +4.5      
Total Volume and Open Interest 25,376 172,080 -473
30-Year T-Bonds(CBOT)
Jun11 110419 120~280 121~150 120~280 121~150 +0~100      
Sep11 110419 119~130 119~310 119~060 119~300 +0~100 256 1,783 +87
Dec11 110419 118~150 118~150 118~050 118~150 +0~100 44 31 +31
Total Volume and Open Interest 283,217 557,165 +8,504
10-Year T-Notes(CBOT)
Jun11 110419 120~035 120~115 119~275 120~080 +0~020 1,129,867 1,641,435 +30,129
Sep11 110419 118~175 118~265 118~160 118~230 +0~025 415 4,442 -366
Dec11 110419 117~230 117~230 117~205 117~230 +0~025 0 4 +0
Total Volume and Open Interest 1,130,282 1,645,881 +29,763
5-Year T-Notes(CBOT)
Jun11 110419 117~090 117~102 117~061 117~096 unch 618,144 1,350,879 +14,422
Sep11 110419 116~060 116~060 116~059 116~060 +0~001 0 2,691 +0
Dec11 110419 115~084 115~084 115~083 115~084 +0~001      
Total Volume and Open Interest 618,144 1,353,570 +14,422
2 Year T-Notes(CBOT)
Jun11 110419 109~047 109~051 109~040 109~049 +0~002 232,652 1,049,348 -9,697
Sep11 110419 108~107 108~113 108~107 108~113 +0~003 225 3,410 +108
Dec11 110419 108~051 108~051 108~048 108~051 +0~003      
Total Volume and Open Interest 232,877 1,052,758 -9,589
Eurodollars(CME)
Jun11 110419 99.700 99.700 99.690 99.695 -0.005 129,188 1,052,531 +14,317
Sep11 110419 99.630 99.635 99.620 99.630 unch 157,823 1,412,323 +2,532
Dec11 110419 99.515 99.525 99.500 99.520 +0.005 257,486 1,530,313 +25,687
Mar12 110419 99.330 99.350 99.305 99.345 +0.010 290,253 1,439,079 +13,309
Jun12 110419 99.040 99.070 99.005 99.065 +0.015 445,637 1,080,348 -1,219
Sep12 110419 98.690 98.725 98.650 98.715 +0.010 270,958 673,611 +5,701
Dec12 110419 98.350 98.375 98.295 98.370 +0.010 261,357 493,443 +5,763
Mar13 110419 98.060 98.090 98.005 98.075 unch 222,307 321,812 -2,439
Jun13 110419 97.800 97.815 97.730 97.795 -0.010 164,575 270,847 -11,426
Sep13 110419 97.530 97.550 97.465 97.530 -0.010 101,879 253,745 +2,937
Dec13 110419 97.275 97.295 97.210 97.270 -0.010 72,741 183,895 +290
Mar14 110419 97.050 97.065 96.975 97.040 -0.005 81,039 179,738 -1,815
Jun14 110419 96.825 96.830 96.750 96.815 unch 29,471 112,381 +4,592
Sep14 110419 96.605 96.615 96.535 96.600 unch 17,655 62,111 -342
Dec14 110419 96.385 96.395 96.320 96.385 +0.005 18,226 75,861 +520
Mar15 110419 96.195 96.210 96.140 96.200 +0.005 15,355 58,107 -322
Jun15 110419 4.265 4.275 4.215 4.270 +0.005 5,834 39,572 +144
Sep15 110419 4.100 4.115 4.050 4.105 +0.005 6,690 37,855 -448
Total Volume and Open Interest 2,578,088 9,529,813 +62,783
30 Day Federal Funds(CBOT)
Apr11 110419 99.900 99.902 99.897 99.900 unch 4,761 77,752 -1,601
May11 110419 99.895 99.900 99.895 99.895 unch 3,990 77,731 -586
Jun11 110419 99.880 99.880 99.875 99.880 unch 2,770 56,879 -456
Jul11 110419 99.860 99.865 99.860 99.860 unch 1,514 48,195 +339
Aug11 110419 99.845 99.850 99.845 99.845 unch 1,401 45,536 -377
Sep11 110419 99.830 99.840 99.830 99.835 unch 1,856 34,175 +884
Total Volume and Open Interest 46,951 668,978 +954
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 110419 99.673 99.673 99.673 99.673 unch 0 750 +0
Sep11 110419 99.670 99.670 99.670 99.670 unch      
Dec11 110419 99.662 99.662 99.662 99.662 unch 0 75 +0
Mar12 110419 99.645 99.645 99.645 99.645 unch      
Jun12 110419 99.675 99.675 99.675 99.675 unch      
Sep12 110419 99.605 99.605 99.605 99.605 unch      
Dec12 110419 99.565 99.565 99.565 99.565 unch      
Mar13 110419 99.565 99.565 99.565 99.565 unch      
Jun13 110419 99.520 99.520 99.520 99.520 unch      
Sep13 110419 99.380 99.380 99.380 99.380 unch      
Total Volume and Open Interest 0 825 +0
3-Mth Euro-Yen(SGX)
Jun11 110419 99.67 99.67 99.67 99.67 unch 400 5,402 +0
Sep11 110419 99.67 99.67 99.67 99.67 unch 0 1,533 +90
Dec11 110419 99.66 99.66 99.66 99.66 unch 0 1,991 +0
Mar12 110419 99.65 99.65 99.64 99.64 unch 105 3,467 +0
Jun12 110419 99.68 99.68 99.68 99.68 unch 0 1,254 +0
Sep12 110419 99.61 99.61 99.61 99.61 unch 0 411 +0
Dec12 110419 99.57 99.57 99.57 99.57 unch 0 24 +0
Mar13 110419 99.57 99.57 99.57 99.57 unch 0 1 +0
Total Volume and Open Interest 505 14,083 +90
Japanese Gov't Bonds(SGX)
Jun11 110419 139.40 139.63 139.40 139.47 +0.02 1,145 12,382 -616
Sep11 110419 138.57 138.57 138.57 138.57 +0.02 0 1 +0
Dec11 110419 136.48 136.48 136.48 136.48 +0.02      
Total Volume and Open Interest 1,145 12,383 -223
Euro-Bund(EUREX)
Jun11 110419 122.65 122.65 121.85 122.17 -0.28 885,361 886,012 -10,842
Sep11 110419 121.97 121.97 121.49 121.76 -0.27 598 6,550 +156
Dec11 110419 121.07 121.07 121.07 121.07 -0.28      
Total Volume and Open Interest 885,959 892,562 -10,686
Euro-Bobl(EUREX)
Jun11 110419 115.33 115.39 114.78 114.97 -0.24 472,687 798,718 -16,979
Sep11 110419 114.42 114.42 114.19 114.29 -0.27 77 16,517 -34
Dec11 110419 114.42 114.42 114.42 114.42 -0.24      
Total Volume and Open Interest 472,764 815,235 -17,013
3-Mth Euribor(EUREX)
Jun11 110419 98.450 98.450 98.435 98.440 -0.020 50 7,270 -46
Sep11 110419 98.130 98.135 98.130 98.135 -0.030 0 4,179 +0
Dec11 110419 97.910 97.910 97.885 97.910 -0.040 271 1,775 +118
Total Volume and Open Interest 372 15,879 +123
Long Gilt(LIFFE)
Jun11 110419 118~11 118~12 118~04 118~10 -0~02 107,665 294,067 -13,580
Sep11 110419 117~02 117~02 117~02 117~02 -0~05 0 10 +0
Total Volume and Open Interest 107,665 294,077 -13,580
3-Mth Short Sterling(LIFFE)
Jun11 110419 99.14 99.14 99.12 99.12 -0.02 41,307 442,350 +5,595
Sep11 110419 98.99 98.99 98.95 98.96 -0.03 49,208 380,469 +5,665
Dec11 110419 98.79 98.80 98.75 98.77 -0.02 81,939 379,873 +7,327
Mar12 110419 98.60 98.60 98.54 98.56 -0.02 54,739 321,832 +2,174
Jun12 110419 98.33 98.33 98.28 98.30 -0.02 68,516 250,354 +2,652
Sep12 110419 98.05 98.06 98.00 98.02 -0.03 46,618 153,825 +8,215
Total Volume and Open Interest 428,682 2,271,261 +39,088
3-Mth Euribor(LIFFE)
Jun11 110419 98.455 98.465 98.430 98.440 -0.020 79,156 759,417 -14,435
Sep11 110419 98.165 98.175 98.115 98.135 -0.030 120,250 651,353 -16,694
Dec11 110419 97.945 97.955 97.880 97.910 -0.040 97,343 612,979 +7,812
Total Volume and Open Interest 588,244 3,611,126 -7,762
3-Mth Aus T-Bills(SFE)
Jun11 110419 95.07 95.12 95.07 95.11 +0.03 6,008 161,039 -4,577
Sep11 110419 95.02 95.08 95.01 95.06 +0.04 11,615 211,773 +2,739
Dec11 110419 94.91 94.99 94.90 94.97 +0.06 5,974 131,867 -77
Mar12 110419 94.77 94.86 94.77 94.84 +0.07 3,171 68,248 +47
Jun12 110419 94.64 94.73 94.64 94.72 +0.08 858 45,401 +85
Sep12 110419 94.52 94.61 94.52 94.61 +0.09 666 45,476 -296
Dec12 110419 94.43 94.51 94.43 94.50 +0.09 559 19,424 -292
Mar13 110419 94.35 94.44 94.35 94.42 +0.09 132 9,548 +102
Jun13 110419 94.34 94.34 94.34 94.34 +0.09 0 1,048 +0
Sep13 110419 94.27 94.27 94.27 94.27 +0.09 0 900 +0
Total Volume and Open Interest 28,983 695,581 -2,269
10-Year Aus T-Bonds(SFE)
Jun11 110419 94.40 94.51 94.39 94.50 +0.11 32,595 357,730 -3,619
Sep11 110419 94.50 94.50 94.50 94.50 +0.11      
Total Volume and Open Interest 32,595 357,730 -3,619
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 110419 94.92 94.92 94.92 94.92 +0.11      
Total Volume and Open Interest 62,031 505,436 -37,071
Gold(CMX)
Apr11 110419 1493.3 1499.5 1489.0 1494.5 +2.2 293 1,127 -255
Jun11 110419 1496.6 1500.5 1488.2 1495.1 +2.2 160,619 363,700 +7,518
Aug11 110419 1497.2 1501.5 1489.5 1496.2 +2.3 2,592 53,215 +1,450
Oct11 110419 1497.0 1500.0 1492.7 1497.3 +2.2 365 6,096 -4
Dec11 110419 1499.3 1503.0 1492.8 1498.3 +2.1 1,968 36,051 +8
Feb12 110419 1497.8 1502.5 1494.2 1499.7 +2.1 247 6,929 -12
Apr12 110419 1502.0 1502.0 1501.4 1501.4 +2.1 280 5,339 +7
Jun12 110419 1500.2 1503.7 1500.1 1503.5 +1.9 1,982 8,284 +1,357
Aug12 110419 1505.7 1505.7 1505.7 1505.7 +1.8 6 2,763 -4
Oct12 110419 1509.0 1509.0 1509.0 1509.0 +1.8 0 3,413 +0
Dec12 110419 1511.9 1515.2 1510.4 1513.1 +1.3 116 12,574 +1
Feb13 110419 1517.9 1517.9 1517.9 1517.9 +1.3 0 104 +0
Total Volume and Open Interest 169,456 538,476 +10,263
Silver(CMX)
May11 110419 4342.5 4417.5 4275.5 4391.3 +95.7 109,635 55,669 -4,101
Jul11 110419 4336.0 4418.5 4278.0 4392.7 +94.7 17,804 44,100 +1,907
Sep11 110419 4330.5 4418.0 4283.5 4392.9 +93.5 1,962 8,697 -416
Dec11 110419 4326.0 4418.0 4281.5 4393.3 +92.5 2,174 17,561 +196
Mar12 110419 4334.5 4392.0 4300.0 4392.0 +92.2 188 1,608 -11
May12 110419 4391.0 4391.0 4391.0 4391.0 +92.0 63 559 +27
Jul12 110419 4306.0 4389.3 4298.0 4389.3 +91.8 0 1,486 +0
Total Volume and Open Interest 132,545 146,270 -2,382
Platinum(NYMEX)
Apr11 110419 1782.6 1782.6 1782.6 1782.6 -3.2 15 122 +16
Jul11 110419 1783.5 1791.0 1765.0 1771.3 -11.5 3,304 34,848 +43
Oct11 110419 1778.9 1778.9 1774.0 1774.4 -12.1 9 1,260 +9
Jan12 110419 1776.1 1776.1 1776.1 1776.1 -12.1 2 20 +2
Total Volume and Open Interest 3,331 36,291 +70
Palladium(NYMEX)
Jun11 110419 735.35 745.50 726.65 731.10 -8.00 4,013 19,815 -414
Sep11 110419 736.25 736.60 732.60 732.60 -7.85 17 887 +2
Dec11 110419 739.70 747.70 734.10 734.10 -7.85 1 325 +1
Total Volume and Open Interest 4,031 21,032 -411
Copper(CMX)
May11 110419 421.50 426.10 418.20 422.95 +3.15 36,242 38,364 -4,127
Jul11 110419 423.90 428.00 420.15 424.85 +3.10 11,463 63,871 +1,356
Sep11 110419 426.50 428.40 422.40 426.50 +3.15 713 20,135 +273
Dec11 110419 427.25 428.90 426.15 427.60 +3.15 158 8,517 +53
Mar12 110419 428.00 428.10 428.00 428.10 +3.15 6 2,558 +2
Total Volume and Open Interest 49,225 137,722 -2,325
DJIA Index(CBOT)
Jun11 110419 12133 12240 12098 12226 +86 897 14,737 +51
Sep11 110419 12156 12156 12072 12156 +84 0 6 +0
Dec11 110419 12089 12089 12005 12089 +84 0 1 +0
Mar12 110419 12031 12031 11947 12031 +84      
Total Volume and Open Interest 897 14,744 +51
S & P 500(CME)
Jun11 110419 1300.50 1311.00 1294.10 1308.60 +7.50 23,154 306,307 +2,912
Sep11 110419 1303.30 1303.70 1295.20 1303.30 +7.60 200 6,035 +181
Dec11 110419 1297.90 1298.40 1289.90 1297.90 +7.50 0 2,664 +0
Mar12 110419 1293.30 1293.80 1285.30 1293.30 +7.50      
Total Volume and Open Interest 23,354 315,011 +3,093
S & P 500 E-Mini(Globex)
Jun11 110419 1308.75 1312.50 1308.50 1311.75 +12.00      
Sep11 110419 1294.50 1303.75 1289.00 1303.25 +7.50 4,419 11,906 +2,858
Total Volume and Open Interest 1,648,621 2,697,196 -4,222
NASDAQ 100(CME)
Jun11 110419 2288.50 2315.00 2278.50 2311.00 +21.00 2,135 17,866 +219
Sep11 110419 2306.30 2309.80 2280.00 2306.30 +20.50 0 3 +0
Dec11 110419 2302.80 2306.30 2302.80 2302.80 +20.50 0 2 +0
Total Volume and Open Interest 2,135 17,871 +219
NASDAQ 100 E-Mini(Globex)
Jun11 110419 2289.00 2317.50 2277.80 2311.00 +21.00 236,995 332,171 -2,821
Sep11 110419 2282.30 2311.30 2278.80 2306.30 +20.50 315 575 -3
Total Volume and Open Interest 237,315 332,752 -2,829
S & P Midcap 400(CME)
Jun11 110419 966.00 970.00 965.95 969.70 +2.30 0 1,499 +0
Sep11 110419 967.50 967.50 967.20 967.50 +2.30      
Dec11 110419 965.90 965.90 965.60 965.90 +2.30      
Total Volume and Open Interest 0 1,499 +0
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Jun11 110419 9485 9525 9410 9515 +10 6,518 55,388 +649
Sep11 110419 9545 9545 9535 9545 +10 0 10 +0
Total Volume and Open Interest 6,518 55,398 +649
Nikkei 225(SGX)
Jun11 110419 9540 9550 9360 9435 -115 88,883 232,013 -7,872
Sep11 110419 9485 9485 9405 9430 -120 14 1,349 -1
Dec11 110419 9375 9375 9375 9375 -120 0 5,359 +0
Total Volume and Open Interest 89,101 244,014 -7,873
CAC 40(EURONEXT)
May11 110419 3814.0 3860.5 3814.0 3840.0 +30.0 120,186 290,477 +19,241
Jun11 110419 3762.0 3816.0 3762.0 3797.0 +30.5 323 26,092 +99
Jul11 110419 3792.0 3792.0 3792.0 3792.0 +25.0      
Total Volume and Open Interest 120,509 316,569  
Hang Seng Index(HKFE)
Apr11 110419 23640 23654 23417 23435 -344 94,267 98,968 +711
May11 110419 23515 23515 23249 23265 -339 1,800 5,743 +408
Jun11 110419 23312 23330 23105 23118 -344 563 5,765 -70
Total Volume and Open Interest 96,668 111,653 +1,069
DAX(EUREX)
Jun11 110419 7051.0 7098.0 7043.5 7049.0 +2.5 128,499 178,703 -1,503
Sep11 110419 7090.0 7117.5 7070.0 7074.5 +3.5 76 5,351 -22
Dec11 110419 7120.0 7139.5 7105.0 7105.0 +3.0 17 603 -2
Total Volume and Open Interest 128,592 184,657 -1,527
FT-SE 100(EURONEXT)
Jun11 110419 5845.00 5879.00 5845.00 5853.00 +10.00 83,836 614,334 +2,029
Sep11 110419 5837.00 5837.00 5817.50 5817.50 +10.00 11 527 -2
Dec11 110419 5796.00 5796.00 5796.00 5796.00 +11.00 0 161 +0
Total Volume and Open Interest 83,847 615,022 +2,027
SPI 200(SFE)
Jun11 110419 4864.0 4865.0 4791.0 4795.0 -72.0 33,988 187,622 -5,295
Sep11 110419 4843.0 4850.0 4786.0 4786.0 -71.0 23 3,570 +3
Dec11 110419 4807.0 4807.0 4807.0 4807.0 -71.0 4 2,795 +4
Total Volume and Open Interest 34,284 196,255 -5,112
GSCI(CME)
May11 110419 71.64 84.14 70.34 79.64 +1.00 351 11,911 +172
Jun11 110419 72.94 85.14 72.84 80.84 +1.20      
Jul11 110419 68.64 80.14 68.64 76.64 +2.00      
Total Volume and Open Interest 351 11,911 -2,247
Reuters CCI(ICE)
Jun11 110419 361.60 361.60 361.60 361.60 +1.30      
Total Volume and Open Interest      
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions.
Copyright © 1989- Moore Research Center, Inc. All Rights Reserved.

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