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MRCI's End of Day Prices

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MRCI's End of Day Prices
Daily Futures Price Listing Wed April 20, 2011
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
May11 110420 1341.25 1373.25 1340.75 1357.75 +15.75 83,080 124,182 -10,256
Jul11 110420 1353.00 1385.00 1352.25 1369.25 +15.25 77,101 229,839 +7,870
Aug11 110420 1355.50 1387.00 1355.50 1371.25 +13.75 4,999 13,707 +313
Sep11 110420 1356.00 1384.25 1356.00 1368.50 +13.50 2,061 14,549 +24
Nov11 110420 1353.25 1384.00 1351.75 1366.00 +12.00 23,272 193,029 +1,512
Jan12 110420 1360.00 1391.50 1360.00 1373.25 +11.25 1,202 22,149 +10
Mar12 110420 1370.00 1389.25 1361.75 1374.00 +12.25 540 13,238 +40
Total Volume and Open Interest 193,423 634,525 -252
Soybean Meal(CBOT)
May11 110420 346.00 354.00 345.40 349.20 +2.80 28,735 39,391 -2,852
Jul11 110420 351.70 359.60 350.90 354.60 +2.70 24,401 80,942 +4,467
Aug11 110420 353.20 360.70 352.60 355.90 +2.30 2,216 21,310 +628
Sep11 110420 353.30 360.40 353.30 355.30 +1.80 960 14,446 -251
Oct11 110420 351.90 357.90 351.90 353.00 +1.30 907 13,563 +60
Dec11 110420 351.20 359.20 350.70 353.50 +1.50 5,698 45,989 +1,054
Jan12 110420 357.20 360.70 353.60 355.00 +1.40 156 3,342 +52
Mar12 110420 358.80 360.40 355.20 356.50 +1.30 215 3,151 +42
Total Volume and Open Interest 63,519 227,892 +3,244
Soybean Oil(CBOT)
May11 110420 57.58 58.80 57.50 58.14 +0.61 43,990 66,085 -7,141
Jul11 110420 58.17 59.44 58.13 58.79 +0.63 51,065 154,709 +7,770
Aug11 110420 58.83 59.69 58.82 59.06 +0.66 3,620 16,739 +83
Sep11 110420 59.03 59.94 59.03 59.32 +0.66 2,364 15,622 +587
Oct11 110420 58.87 60.05 58.86 59.40 +0.64 822 13,931 +128
Dec11 110420 58.97 60.26 58.97 59.61 +0.65 8,471 74,806 -562
Jan12 110420 60.05 60.30 59.11 59.71 +0.60 15 4,335 +1
Mar12 110420 59.98 60.30 59.06 59.69 +0.63 328 4,153 +42
Total Volume and Open Interest 110,702 354,302 +906
Canola(WCE)
May11 110420 572.8 582.8 571.1 574.0 +3.6 10,482 31,585 -6,863
Jul11 110420 581.8 591.6 581.8 583.8 +4.5 9,452 63,014 +4,213
Nov11 110420 580.9 588.1 577.8 582.8 +4.5 3,443 74,984 +1,136
Jan12 110420 584.0 593.9 584.0 589.2 +3.9 32 4,728 +0
Mar12 110420 589.2 595.7 589.2 591.2 +4.6 6 1,042 +6
Total Volume and Open Interest 23,457 177,506 -1,490
Corn(CBOT)
May11 110420 749.00 768.00 728.75 732.75 -16.25 196,248 301,301 -20,719
Jul11 110420 757.25 775.75 736.50 740.50 -16.50 198,752 598,727 +23,566
Sep11 110420 715.00 728.75 693.25 697.25 -18.25 17,961 136,446 +1,953
Dec11 110420 675.00 684.00 652.00 655.50 -20.50 59,590 440,765 +4,426
Mar12 110420 683.75 692.00 660.00 663.25 -21.00 3,995 68,854 +684
May12 110420 689.50 698.00 667.25 669.75 -21.25 732 13,786 +175
Total Volume and Open Interest 478,935 1,637,914 +10,248
Wheat(CBOT)
May11 110420 785.75 808.50 780.25 785.00 -0.75 47,853 65,427 -7,156
Jul11 110420 821.50 843.75 816.25 820.75 -0.25 48,338 213,295 +4,805
Sep11 110420 860.00 882.25 855.25 859.75 +1.00 8,372 62,853 +1,255
Dec11 110420 894.00 918.00 891.75 896.25 +3.50 12,115 102,351 +1,292
Mar12 110420 918.00 942.25 918.00 924.75 +6.00 356 12,354 +86
Total Volume and Open Interest 117,838 485,965 +608
Wheat(KCBT)
May11 110420 924.50 950.00 916.00 920.00 -6.00 12,353 39,043 -4,434
Jul11 110420 935.50 960.75 926.50 930.75 -6.00 10,859 85,822 +2,251
Sep11 110420 950.00 974.25 941.00 945.00 -5.75 2,358 25,108 +814
Dec11 110420 970.00 993.50 960.25 964.25 -5.50 2,317 30,347 +165
Mar12 110420 983.25 1000.75 972.50 974.75 -5.25 162 3,986 -230
Total Volume and Open Interest 28,160 190,481 -1,381
Wheat(MGE)
May11 110420 943.00 968.75 934.50 938.75 -4.25 2,626 10,060 -247
Jul11 110420 950.50 977.50 943.75 948.50 -3.00 2,093 19,119 +23
Sep11 110420 954.00 981.50 948.75 952.25 -3.00 1,153 15,430 +50
Dec11 110420 970.00 993.00 960.50 964.50 -3.25 1,033 12,417 +60
Mar12 110420 980.00 1000.50 972.50 974.25 -2.00 68 2,126 +16
Total Volume and Open Interest 7,025 61,312 -89
Oats(CBOT)
May11 110420 391.25 404.00 385.75 387.50 -6.50 674 2,776 -364
Jul11 110420 403.00 413.50 395.25 397.00 -6.50 445 7,888 +162
Sep11 110420 410.00 416.00 402.00 402.00 -6.50 0 227 +0
Dec11 110420 412.50 419.00 407.00 407.00 -6.50 149 2,631 +30
Total Volume and Open Interest 1,268 13,527 -172
Rough Rice(CBOT)
May11 110420 13.67 14.14 13.64 13.90 +0.22 631 6,900 -321
Jul11 110420 13.97 14.47 13.97 14.22 +0.20 461 11,737 +201
Sep11 110420 14.82 15.18 14.82 14.97 +0.19 37 4,293 +18
Nov11 110420 15.29 15.47 15.06 15.27 +0.20 13 918 +5
Total Volume and Open Interest 1,142 24,320 -97
Live Cattle(CME)
Apr11 110420 119.385 120.230 117.650 119.000 -0.250 2,538 14,683 -982
Jun11 110420 117.250 117.980 115.150 116.500 -0.680 19,718 167,227 -821
Aug11 110420 118.330 119.000 116.450 117.700 -0.480 8,982 86,446 +569
Oct11 110420 122.980 123.650 121.500 122.500 -0.480 4,602 53,388 +673
Dec11 110420 124.080 124.650 122.680 123.635 -0.345 3,034 39,874 -177
Feb12 110420 124.200 124.650 122.800 123.750 -0.330 528 10,890 +176
Total Volume and Open Interest 39,711 377,888 -507
Feeder Cattle(CME)
Apr11 110420 132.750 132.950 132.400 132.700 -0.150 619 1,651 -212
May11 110420 134.750 135.500 133.000 134.300 -0.185 2,220 9,796 -695
Aug11 110420 138.325 139.300 136.935 138.485 +0.250 6,353 22,406 +219
Sep11 110420 139.000 139.900 137.535 139.075 +0.140 362 4,379 -30
Oct11 110420 139.000 139.900 137.630 138.850 -0.030 406 2,355 +70
Nov11 110420 138.900 139.825 137.900 139.035 +0.035 206 1,274 +24
Jan12 110420 138.000 138.100 136.450 136.700 -0.300 63 295 +23
Total Volume and Open Interest 10,229 42,170 -601
Lean Hogs(CME)
May11 110420 103.050 103.430 101.885 102.900 -0.135 308 5,261 +45
Jun11 110420 102.000 102.900 100.785 101.400 -0.635 10,289 89,893 -294
Jul11 110420 101.830 102.635 100.785 101.180 -0.550 2,038 30,511 -191
Aug11 110420 102.100 102.550 100.800 101.285 -0.615 1,657 35,359 +349
Oct11 110420 92.900 93.550 92.300 92.850 +0.020 1,501 32,902 +150
Dec11 110420 88.900 89.350 88.150 88.800 +0.015 1,294 25,311 +141
Feb12 110420 89.000 89.500 88.480 88.850 -0.050 422 5,805 +247
Apr12 110420 89.700 90.400 89.400 90.050 +0.350 28 3,713 -11
Total Volume and Open Interest 17,542 230,556 +431
Class III Milk(CME)
Apr11 110420 16.72 16.74 16.71 16.74 unch 2 5,439 +0
May11 110420 16.43 16.54 16.33 16.41 +0.05 346 5,567 -94
Jun11 110420 17.02 17.25 16.92 17.15 +0.18 145 4,391 -19
Jul11 110420 17.46 17.53 17.36 17.52 +0.16 76 3,382 -11
Aug11 110420 17.78 17.82 17.72 17.82 +0.10 31 3,206 +7
Total Volume and Open Interest 700 35,030 -92
Cocoa(ICE)
May11 110420 3156 3185 3093 3131 +14 71 481 -27
Jul11 110420 3086 3130 3055 3106 +39 10,889 72,451 +28
Sep11 110420 3099 3140 3069 3116 +35 1,084 23,134 +282
Dec11 110420 3119 3156 3090 3135 +32 655 22,827 +210
Mar12 110420 3187 3208 3183 3188 +36 471 23,051 +274
May12 110420 3183 3183 3183 3183 +36 124 5,715 -10
Jul12 110420 3178 3178 3178 3178 +36 164 1,519 +6
Total Volume and Open Interest 13,628 153,610 +818
Coffee "C"(ICE)
May11 110420 292.10 298.50 291.40 294.40 +3.20 13,163 8,196 -7,233
Jul11 110420 294.25 302.50 294.25 299.45 +5.20 17,098 68,160 +2,566
Sep11 110420 296.95 304.65 296.95 302.05 +5.35 1,989 17,166 -217
Dec11 110420 299.25 307.00 299.25 304.35 +5.10 766 17,696 +233
Mar12 110420 299.20 307.00 299.20 304.40 +4.70 140 3,527 +25
May12 110420 300.00 306.00 300.00 304.10 +4.00 62 2,069 +15
Total Volume and Open Interest 33,284 118,279 -4,559
Orange Juice(ICE)
May11 110420 170.40 173.40 170.40 172.40 +2.40 1,762 6,197 -1,600
Jul11 110420 168.50 171.25 168.50 170.45 +2.25 2,090 18,827 +1,677
Sep11 110420 165.00 167.00 165.00 166.55 +2.45 26 1,557 +14
Nov11 110420 162.10 162.95 161.55 162.95 +2.65 1 1,387 +0
Jan12 110420 161.75 161.75 161.35 161.75 +2.00 0 169 +0
Mar12 110420 161.95 161.95 161.95 161.95 +2.20 0 40 +0
Total Volume and Open Interest 3,879 28,184 +91
Sugar #11(ICE)
May11 110420 24.48 25.30 24.47 25.20 +0.93 31,949 82,846 -8,060
Jul11 110420 22.79 23.67 22.78 23.53 +0.91 46,310 274,301 +5,109
Oct11 110420 22.82 23.58 22.82 23.47 +0.75 13,512 118,851 +402
Mar12 110420 22.98 23.69 22.98 23.57 +0.75 4,151 71,085 +470
May12 110420 22.64 23.23 22.64 23.17 +0.67 1,205 19,909 +62
Total Volume and Open Interest 98,458 618,630 -1,930
London Cocoa(LCE)
May11 110420 1929 1936 1910 1912 -12 2,499 44,126 +452
Jul11 110420 1935 1942 1918 1922 -7 3,658 58,055 +506
Sep11 110420 1950 1956 1935 1937 -8 1,450 31,855 +862
Dec11 110420 1967 1972 1955 1957 -4 1,747 32,059 +317
Mar12 110420 1983 1987 1971 1973 -5 220 26,624 -179
May12 110420 1992 1994 1982 1985 -4 56 7,716 -51
Jul12 110420 1993 1993 1993 1993 -3 0 3,959 -10
Total Volume and Open Interest 9,630 214,219 +1,897
London Sugar(LCE)
Aug11 110420 625.70 641.50 625.70 638.70 +13.70 2,672 26,427 -4,088
Oct11 110420 608.80 618.90 608.70 615.70 +9.90 688 7,886 +154
Dec11 110420 605.20 616.70 605.20 615.50 +10.30 225 2,268 +104
Mar12 110420 601.50 613.30 601.10 613.30 +11.40 61 1,650 +36
May12 110420 587.60 597.60 587.60 597.60 +8.80 40 1,030 +16
Total Volume and Open Interest 3,749 39,887 -3,717
Cotton(ICE)
May11 110420 190.30 193.75 183.02 183.17 -6.65 13,327 30,203 -11,083
Jul11 110420 171.00 174.60 166.27 167.06 -4.10 17,585 76,955 +1,164
Oct11 110420 150.99 150.99 147.00 147.00 -1.73 8 464 +6
Dec11 110420 128.65 132.39 128.40 128.80 +0.07 2,561 60,686 +104
Mar12 110420 121.20 123.15 119.45 120.68 -0.29 424 7,343 +225
May12 110420 115.00 116.30 113.55 114.35 -0.42 129 2,216 +88
Total Volume and Open Interest 34,202 182,494 -9,425
Lumber(CME)
May11 110420 244.2 245.7 234.0 234.1 -9.9 403 2,751 -68
Jul11 110420 267.5 268.9 256.5 256.6 -9.9 640 5,441 +4
Sep11 110420 286.9 287.0 275.5 276.5 -9.0 148 1,356 +25
Nov11 110420 281.0 282.4 275.1 279.0 -6.0 26 310 +14
Total Volume and Open Interest 1,217 9,869 -25
Crude Oil(NYM)
May11 110419 107.52 108.45 105.50 108.15 +1.03 224,394 60,327 -27,428
Jun11 110420 108.45 111.66 107.96 111.45 +3.17 288,280 351,785 +28,323
Jul11 110420 108.88 112.09 108.38 111.91 +3.18 40,338 186,376 +629
Aug11 110420 108.65 112.30 108.65 112.17 +3.18 20,204 68,123 +2,340
Sep11 110420 109.12 112.40 109.10 112.28 +3.17 18,871 64,234 -56
Oct11 110420 109.95 112.34 109.89 112.30 +3.13 8,378 38,307 +131
Nov11 110420 109.99 112.29 109.99 112.29 +3.08 5,582 36,266 -128
Dec11 110420 109.19 112.33 109.19 112.25 +3.03 33,337 186,699 -1,117
Jan12 110420 110.50 112.09 110.16 112.09 +2.97 1,476 35,722 -22
Feb12 110420 109.90 111.89 109.90 111.89 +2.91 1,209 16,874 -210
Mar12 110420 109.75 111.74 109.75 111.68 +2.88 933 30,238 +268
Apr12 110420 111.05 111.40 111.05 111.40 +2.84 930 13,802 +210
May12 110420 109.71 111.09 109.71 111.09 +2.80 1,197 12,703 +267
Jun12 110420 108.04 110.77 108.04 110.74 +2.75 2,867 67,547 +284
Jul12 110420 109.82 110.33 109.82 110.33 +2.70 349 16,384 +71
Aug12 110420 109.60 109.92 109.60 109.92 +2.66 279 10,659 +90
Total Volume and Open Interest 574,331 1,545,215 -7,807
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 110420 108.425 111.650 107.975 111.450 +3.175 7,237 2,216 +317
Jul11 110420 108.825 112.000 108.550 111.900 +3.175 134 402 +26
Aug11 110420 109.900 112.200 109.800 112.175 +3.175 23 59 +1
Sep11 110420 110.000 112.275 110.000 112.275 +3.175 6 50 -1
Oct11 110420 110.325 112.300 110.325 112.300 +3.125 0 42 +0
Nov11 110420 110.400 112.300 110.400 112.300 +3.100 0 11 +0
Dec11 110420 110.000 112.250 110.000 112.250 +3.025 25 254 +2
Jan12 110420 112.100 112.100 112.100 112.100 +2.975 0 5 +0
Total Volume and Open Interest 7,426 3,173 -2,155
Heating Oil(NYM)
May11 110420 315.70 323.37 315.11 322.14 +6.29 34,459 59,318 -6,532
Jun11 110420 316.77 324.80 316.38 323.59 +6.34 34,571 86,997 +8,284
Jul11 110420 318.62 326.48 318.61 325.33 +6.38 10,113 42,502 +845
Aug11 110420 322.55 328.15 322.04 327.04 +6.42 5,241 25,361 +620
Sep11 110420 324.37 329.62 324.04 328.68 +6.42 4,075 19,500 +963
Oct11 110420 326.03 331.41 325.71 330.30 +6.39 1,225 9,175 +103
Nov11 110420 327.83 332.37 327.79 331.88 +6.29 352 8,080 +68
Dec11 110420 327.23 334.52 327.19 333.38 +6.15 4,936 30,766 -162
Jan12 110420 330.70 335.25 330.70 334.84 +6.02 650 10,112 -7
Feb12 110420 331.12 334.91 331.12 334.91 +5.99 594 4,357 +161
Mar12 110420 329.65 334.00 329.65 333.34 +5.92 424 2,514 -23
Apr12 110420 326.92 330.59 326.92 330.59 +5.92 48 1,012 -10
Total Volume and Open Interest 97,265 315,486 +4,285
Gasoline(NYMEX)
May11 110420 322.96 328.16 322.55 327.73 +4.42 35,964 56,811 -6,166
Jun11 110420 319.58 325.27 319.00 324.84 +4.91 36,524 78,052 +4,377
Jul11 110420 318.95 322.67 318.00 322.39 +5.17 12,969 41,997 -559
Aug11 110420 316.81 320.15 316.09 319.97 +5.20 6,616 20,123 +457
Sep11 110420 312.03 317.28 312.03 317.24 +5.20 3,957 20,246 +513
Oct11 110420 299.26 302.36 298.21 302.29 +5.40 1,977 17,776 +216
Nov11 110420 295.17 299.05 295.17 299.05 +5.49 1,161 7,490 -33
Dec11 110420 292.04 297.60 292.04 297.54 +5.50 2,944 25,127 -50
Jan12 110420 295.49 297.62 295.49 297.62 +5.51 949 6,406 -232
Feb12 110420 298.92 298.92 298.92 298.92 +5.49 312 2,673 -16
Total Volume and Open Interest 104,601 293,374 -1,219
e-miNY RBOB Gasoline(NYM)
May11 110420 327.70 327.73 327.70 327.70 +2.40 0 3 +0
Jun11 110420 324.80 324.84 324.80 324.80 +4.90 0 1 +0
Jul11 110420 322.40 322.40 322.39 322.40 +5.20 0 1 +0
Aug11 110420 320.00 320.00 319.97 320.00 +5.20 0 1 +0
Total Volume and Open Interest 0 9 +0
Natural Gas(NYM)
May11 110420 4.281 4.344 4.271 4.310 +0.048 158,471 89,434 -12,512
Jun11 110420 4.338 4.388 4.317 4.357 +0.047 73,559 151,601 +13,034
Jul11 110420 4.401 4.454 4.387 4.429 +0.047 29,819 199,371 +1,853
Aug11 110420 4.440 4.498 4.430 4.476 +0.050 9,138 60,115 +908
Sep11 110420 4.468 4.508 4.449 4.489 +0.051 5,117 71,288 -43
Oct11 110420 4.510 4.552 4.485 4.531 +0.050 14,208 81,603 -103
Nov11 110420 4.684 4.700 4.650 4.689 +0.051 6,497 33,995 +59
Dec11 110420 4.889 4.927 4.868 4.915 +0.050 5,115 29,354 +246
Jan12 110420 4.995 5.040 4.984 5.029 +0.050 9,197 84,050 +639
Feb12 110420 4.961 5.020 4.961 5.010 +0.048 1,550 16,531 +281
Mar12 110420 4.907 4.948 4.901 4.944 +0.049 2,468 31,498 -21
Apr12 110420 4.765 4.813 4.765 4.804 +0.046 2,776 32,092 -419
May12 110420 4.790 4.830 4.790 4.824 +0.044 1,478 9,400 +397
Jun12 110420 4.830 4.865 4.830 4.859 +0.043 64 5,548 +25
Jul12 110420 4.874 4.909 4.874 4.904 +0.043 81 5,190 +21
Aug12 110420 4.934 4.934 4.927 4.929 +0.044 45 5,689 +23
Total Volume and Open Interest 320,315 983,802 +4,482
Brent Crude Oil(ICE)
Jun11 110420 121.22 124.23 121.10 123.85 +2.52 158,605 243,085 -5,391
Jul11 110420 120.96 123.87 120.83 123.50 +2.47 50,022 128,670 +8,364
Aug11 110420 120.60 123.47 120.52 123.14 +2.44 19,955 46,895 +1,561
Sep11 110420 120.24 122.95 120.13 122.73 +2.42 12,065 43,008 -59
Oct11 110420 119.88 122.55 119.77 122.34 +2.40 5,701 27,203 +905
Nov11 110420 120.19 122.15 120.02 121.95 +2.39 5,077 21,794 -198
Dec11 110420 119.14 121.83 119.03 121.56 +2.38 29,195 97,871 -2,734
Jan12 110420 120.07 121.35 120.07 121.20 +2.34 2,531 19,017 -625
Feb12 110420 118.92 120.83 118.92 120.83 +2.30 2,472 13,784 +448
Mar12 110420 118.93 120.46 118.93 120.46 +2.27 1,268 29,434 -42
Apr12 110420 118.50 120.05 118.50 120.05 +2.26 734 5,502 -123
May12 110420 119.63 119.63 119.63 119.63 +2.24 901 5,611 +185
Jun12 110420 116.98 119.41 116.98 119.20 +2.22 3,521 35,100 -453
Jul12 110420 118.74 118.74 118.74 118.74 +2.22 218 2,268 -26
Total Volume and Open Interest 304,347 839,442 +3,128
Gas Oil(ICE)
May11 110420 1003.75 1027.50 1003.00 1020.50 +20.25 51,726 119,036 -9,433
Jun11 110420 1006.75 1031.00 1005.75 1023.50 +20.25 66,626 120,629 +2,455
Jul11 110420 1009.25 1033.50 1009.00 1026.50 +20.50 16,515 56,074 +1,202
Aug11 110420 1019.25 1036.00 1017.00 1029.50 +20.75 10,262 29,391 +2,446
Sep11 110420 1022.00 1037.75 1019.75 1032.25 +20.75 4,743 45,526 -527
Oct11 110420 1023.75 1040.50 1022.75 1034.00 +20.50 7,227 30,603 +1,845
Nov11 110420 1024.25 1037.25 1023.75 1034.00 +20.25 4,450 19,981 +447
Dec11 110420 1023.25 1041.75 1023.25 1034.75 +20.00 10,940 68,682 +1,282
Jan12 110420 1030.00 1040.00 1030.00 1036.75 +19.75 375 24,169 -17
Feb12 110420 1030.75 1036.25 1030.75 1036.25 +19.50 191 6,483 -13
Total Volume and Open Interest 175,530 605,594 -248
Ethanol(CBOT)
Apr11 110405 2.695 2.710 2.695 2.706 -0.009 94 259 -79
May11 110420 2.660 2.660 2.565 2.569 -0.052 63 873 +33
Jun11 110420 2.665 2.682 2.565 2.573 -0.056 136 1,060 +14
Jul11 110420 2.670 2.670 2.574 2.576 -0.066 118 1,130 -36
Aug11 110420 2.650 2.678 2.570 2.576 -0.066 34 664 -11
Sep11 110420 2.630 2.645 2.535 2.543 -0.063 15 937 +8
Oct11 110420 2.515 2.540 2.424 2.441 -0.050 32 790 +19
Nov11 110420 2.430 2.436 2.430 2.432 -0.029 12 577 +5
Total Volume and Open Interest 468 7,442 +61
WTI Crude Oil(ICE
Jun11 110420 108.30 111.65 108.24 111.45 +3.17 60,589 101,784 +517
Jul11 110420 108.78 112.08 108.78 111.91 +3.18 13,415 73,187 +763
Aug11 110420 109.07 112.23 109.07 112.17 +3.18 7,256 25,582 -485
Sep11 110420 109.83 112.31 109.83 112.28 +3.17 6,612 28,523 -238
Oct11 110420 109.87 112.33 109.87 112.30 +3.13 3,120 19,450 -301
Nov11 110420 110.35 112.29 110.18 112.29 +3.08 1,556 14,553 -120
Dec11 110420 109.91 112.35 109.91 112.25 +3.03 14,888 86,164 -826
Jan12 110420 111.05 112.18 110.97 112.09 +2.97 903 11,819 -343
Feb12 110420 109.89 111.98 109.89 111.89 +2.91 173 2,768 +18
Mar12 110420 111.68 111.68 111.68 111.68 +2.88 700 10,718 +38
Apr12 110420 111.40 111.40 111.40 111.40 +2.84 121 3,204 +10
May12 110420 111.09 111.09 111.09 111.09 +2.80 151 1,876 +54
Jun12 110420 109.27 110.74 108.87 110.74 +2.75 1,178 26,323 -146
Jul12 110420 110.33 110.33 110.33 110.33 +2.70 0 1,133 +0
Aug12 110420 109.92 109.92 109.92 109.92 +2.66 20 796 +20
Sep12 110420 109.54 109.54 109.54 109.54 +2.61 20 3,828 +0
Total Volume and Open Interest 116,926 516,048 -30,055
US Dollar Index(ICE)
Jun11 110420 75.190 75.210 74.455 74.567 -0.683 39,092 49,319 +744
Sep11 110420 75.530 75.530 74.950 75.012 -0.663 80 596 +25
Dec11 110420 75.457 75.457 75.457 75.457 -0.643 0 1 +0
Total Volume and Open Interest 39,172 49,917 +769
Australian Dollar(CME)
Jun11 110420 104.58 106.50 104.47 106.04 +1.57 118,116 147,213 +986
Sep11 110420 103.79 104.85 103.20 104.74 +1.54 85 705 +10
Dec11 110420 103.54 103.54 102.03 103.54 +1.51 4 58 +1
Total Volume and Open Interest 118,205 147,976 +997
British Pound(CME)
Jun11 110420 163.09 164.18 162.96 163.97 +0.93 157,132 109,986 -3,058
Sep11 110420 163.20 163.73 162.80 163.73 +0.93 47 381 +13
Dec11 110420 162.86 163.48 162.52 163.48 +0.96 0 37 +0
Total Volume and Open Interest 157,179 110,409 -3,045
Canadian Dollar(CME)
Jun11 110420 104.45 105.17 104.37 104.64 +0.27 97,236 135,605 -2,273
Sep11 110420 104.27 104.85 104.10 104.37 +0.27 326 2,750 +140
Dec11 110420 104.00 104.50 103.80 104.07 +0.27 41 2,441 +24
Mar12 110420 103.71 103.73 103.46 103.73 +0.27 52 271 +53
Total Volume and Open Interest 97,657 141,097 -2,054
Japanese Yen(CME)
Jun11 110420 121.14 121.60 120.35 121.39 unch 152,191 131,174 -921
Sep11 110420 121.01 121.63 120.58 121.48 -0.01 434 1,201 +29
Dec11 110420 120.85 121.62 120.85 121.61 -0.01 25 118 +2
Total Volume and Open Interest 152,650 132,500 -890
Swiss Franc(CME)
Jun11 110420 111.20 112.72 111.15 112.53 +1.29 55,402 67,287 +2,551
Sep11 110420 111.45 112.57 111.29 112.57 +1.28 147 117 +3
Dec11 110420 112.60 112.60 111.33 112.60 +1.27 0 11 +0
Total Volume and Open Interest 55,549 67,416 +2,554
EuroFX(CME)
Jun11 110420 143.14 145.32 143.11 144.97 +1.76 408,656 238,658 -1,204
Sep11 110420 142.82 144.82 142.79 144.54 +1.75 1,130 2,855 +523
Dec11 110420 143.60 144.64 142.33 144.08 +1.75 7 77 +0
Total Volume and Open Interest 409,797 241,916 -679
Mexican Peso(CME)
May11 110420 859.2 859.2 854.2 859.2 +5.0      
Jun11 110420 852.8 858.5 852.2 857.2 +5.0 40,134 171,950 +5
Total Volume and Open Interest 40,134 172,085 +5
30-Year T-Bonds(CBOT)
Jun11 110420 121~000 121~100 121~000 121~000 -0~150      
Sep11 110420 119~280 119~280 119~130 119~160 -0~140 451 1,935 +152
Dec11 110420 118~010 118~150 118~010 118~010 -0~140 14 31 +0
Total Volume and Open Interest 414,482 562,696 +5,531
10-Year T-Notes(CBOT)
Jun11 110420 120~055 120~060 119~255 119~290 -0~110 1,452,206 1,637,537 -3,898
Sep11 110420 118~165 118~230 118~100 118~125 -0~105 1,217 4,619 +177
Dec11 110420 117~125 117~230 117~125 117~125 -0~105 0 4 +0
Total Volume and Open Interest 1,453,423 1,642,160 -3,721
5-Year T-Notes(CBOT)
Jun11 110420 117~062 117~063 117~062 117~063 -0~033 789,880 1,341,826 -9,053
Sep11 110420 116~058 116~060 116~025 116~025 -0~035 18 2,708 +17
Dec11 110420 115~049 115~084 115~049 115~049 -0~035      
Total Volume and Open Interest 789,898 1,344,534 -9,036
2 Year T-Notes(CBOT)
Jun11 110420 109~049 109~050 109~039 109~045 -0~004 312,879 1,038,794 -10,554
Sep11 110420 108~106 108~113 108~106 108~106 -0~007 1,126 4,224 +814
Dec11 110420 108~044 108~051 108~044 108~044 -0~007      
Total Volume and Open Interest 314,005 1,043,018 -9,740
Eurodollars(CME)
Jun11 110420 99.695 99.705 99.690 99.700 +0.005 251,990 1,039,286 -13,245
Sep11 110420 99.630 99.635 99.620 99.630 unch 280,085 1,423,975 +11,652
Dec11 110420 99.525 99.525 99.505 99.520 unch 389,911 1,524,551 -5,762
Mar12 110420 99.345 99.350 99.310 99.340 -0.005 414,609 1,419,480 -19,599
Jun12 110420 99.065 99.065 99.010 99.050 -0.015 497,705 1,080,020 -328
Sep12 110420 98.710 98.710 98.650 98.690 -0.025 375,108 668,274 -5,337
Dec12 110420 98.360 98.360 98.285 98.330 -0.040 334,160 493,172 -271
Mar13 110420 98.065 98.065 97.980 98.020 -0.055 266,798 322,634 +822
Jun13 110420 97.785 97.785 97.700 97.735 -0.060 190,964 261,731 -9,116
Sep13 110420 97.520 97.520 97.430 97.465 -0.065 130,841 250,292 -3,453
Dec13 110420 97.255 97.260 97.170 97.200 -0.070 96,556 180,338 -3,557
Mar14 110420 97.020 97.020 96.940 96.970 -0.070 112,809 175,717 -4,021
Jun14 110420 96.775 96.780 96.715 96.745 -0.070 48,688 109,281 -3,100
Sep14 110420 96.580 96.580 96.500 96.530 -0.070 29,375 62,325 +214
Dec14 110420 96.345 96.350 96.285 96.315 -0.070 24,280 76,511 +650
Mar15 110420 96.160 96.170 96.105 96.135 -0.065 24,657 58,596 +489
Jun15 110420 4.230 4.245 4.180 4.205 -0.065 12,878 40,709 +1,137
Sep15 110420 4.090 4.090 4.015 4.045 -0.060 10,903 38,354 +499
Total Volume and Open Interest 3,535,412 9,415,107 -114,706
30 Day Federal Funds(CBOT)
Apr11 110420 99.897 99.900 99.897 99.900 unch 4,759 78,261 +509
May11 110420 99.900 99.900 99.890 99.895 unch 5,439 79,087 +1,356
Jun11 110420 99.875 99.880 99.875 99.880 unch 1,510 56,724 -155
Jul11 110420 99.860 99.865 99.860 99.860 unch 1,263 46,924 -1,271
Aug11 110420 99.845 99.845 99.845 99.845 unch 2,109 44,604 -932
Sep11 110420 99.835 99.835 99.825 99.835 unch 1,723 34,316 +141
Total Volume and Open Interest 52,092 675,570 +6,592
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 110420 99.675 99.675 99.675 99.675 +0.003 0 750 +0
Sep11 110420 99.673 99.673 99.673 99.673 +0.003      
Dec11 110420 99.665 99.665 99.665 99.665 +0.003 0 75 +0
Mar12 110420 99.647 99.647 99.647 99.647 +0.003      
Jun12 110420 99.675 99.675 99.675 99.675 unch      
Sep12 110420 99.605 99.605 99.605 99.605 unch      
Dec12 110420 99.565 99.565 99.565 99.565 unch      
Mar13 110420 99.565 99.565 99.565 99.565 unch      
Jun13 110420 99.520 99.520 99.520 99.520 unch      
Sep13 110420 99.380 99.380 99.380 99.380 unch      
Total Volume and Open Interest 0 825 +0
3-Mth Euro-Yen(SGX)
Jun11 110420 99.68 99.68 99.68 99.68 +0.00 0 5,402 +0
Sep11 110420 99.67 99.67 99.67 99.67 +0.00 100 1,533 +0
Dec11 110420 99.67 99.67 99.67 99.67 +0.00 0 1,991 +0
Mar12 110420 99.65 99.65 99.65 99.65 +0.00 0 3,572 +105
Jun12 110420 99.68 99.68 99.68 99.68 unch 0 1,254 +0
Sep12 110420 99.61 99.61 99.61 99.61 unch 0 411 +0
Dec12 110420 99.57 99.57 99.57 99.57 unch 0 24 +0
Mar13 110420 99.57 99.57 99.57 99.57 unch 0 1 +0
Total Volume and Open Interest 100 14,188 +105
Japanese Gov't Bonds(SGX)
Jun11 110420 139.43 139.56 139.38 139.50 +0.03 2,366 11,338 -1,044
Sep11 110420 138.60 138.60 138.60 138.60 +0.03 0 1 +0
Dec11 110420 136.51 136.51 136.51 136.51 +0.03      
Total Volume and Open Interest 2,366 11,339 -1,044
Euro-Bund(EUREX)
Jun11 110420 122.00 122.07 121.67 121.94 -0.23 1,280,268 910,281 +24,269
Sep11 110420 121.52 121.65 121.35 121.55 -0.21 548 6,410 -140
Dec11 110420 120.84 120.84 120.84 120.84 -0.23 640 0 +0
Total Volume and Open Interest 1,281,456 916,691 +24,129
Euro-Bobl(EUREX)
Jun11 110420 114.88 114.89 114.61 114.75 -0.22 710,914 790,431 -8,287
Sep11 110420 114.05 114.05 114.05 114.05 -0.24 4,557 17,038 +521
Dec11 110420 114.30 114.30 114.30 114.30 -0.12      
Total Volume and Open Interest 715,471 807,469 -7,766
3-Mth Euribor(EUREX)
Jun11 110420 98.425 98.435 98.425 98.435 -0.005 25 7,260 -10
Sep11 110420 98.115 98.130 98.110 98.130 -0.005 60 4,129 -50
Dec11 110420 97.885 97.895 97.875 97.895 -0.015 51 1,716 -59
Total Volume and Open Interest 236 15,810 -69
Long Gilt(LIFFE)
Jun11 110420 118~05 118~11 118~00 118~07 -0~04 144,076 357,563 +63,496
Sep11 110420 116~31 116~31 116~31 116~31 -0~04 0 10 +0
Total Volume and Open Interest 144,076 357,573 +63,496
3-Mth Short Sterling(LIFFE)
Jun11 110420 99.12 99.15 99.11 99.15 +0.03 51,765 473,946 +31,596
Sep11 110420 98.96 99.00 98.95 99.00 +0.04 66,970 432,125 +51,656
Dec11 110420 98.76 98.81 98.75 98.80 +0.03 109,100 452,468 +72,595
Mar12 110420 98.55 98.61 98.53 98.58 +0.02 99,413 389,723 +67,891
Jun12 110420 98.29 98.35 98.27 98.31 +0.01 88,483 304,555 +54,201
Sep12 110420 98.02 98.07 97.99 98.03 +0.01 56,702 187,541 +33,716
Total Volume and Open Interest 615,982 2,667,842 +396,581
3-Mth Euribor(LIFFE)
Jun11 110420 98.440 98.450 98.420 98.435 -0.005 162,820 966,543 +207,126
Sep11 110420 98.130 98.140 98.105 98.130 -0.005 183,464 763,224 +111,871
Dec11 110420 97.890 97.905 97.865 97.895 -0.015 174,173 705,604 +92,625
Total Volume and Open Interest 1,152,254 4,356,149 +745,023
3-Mth Aus T-Bills(SFE)
Jun11 110420 95.10 95.11 95.09 95.10 -0.01 23,957 161,945 +906
Sep11 110420 95.06 95.06 95.03 95.05 -0.01 31,980 220,713 +8,940
Dec11 110420 94.97 94.97 94.93 94.94 -0.03 26,430 140,177 +8,310
Mar12 110420 94.83 94.84 94.80 94.82 -0.02 9,811 69,505 +1,257
Jun12 110420 94.71 94.72 94.68 94.69 -0.03 1,753 45,836 +435
Sep12 110420 94.59 94.59 94.56 94.59 -0.02 1,165 45,901 +425
Dec12 110420 94.50 94.50 94.47 94.49 -0.01 417 19,186 -238
Mar13 110420 94.41 94.42 94.40 94.41 -0.01 110 9,549 +1
Jun13 110420 94.33 94.33 94.33 94.33 -0.01 0 1,048 +0
Sep13 110420 94.26 94.26 94.26 94.26 -0.01 0 900 +0
Total Volume and Open Interest 95,624 715,617 +20,036
10-Year Aus T-Bonds(SFE)
Jun11 110420 94.49 94.53 94.45 94.47 -0.03 70,040 375,267 +17,537
Sep11 110420 94.47 94.47 94.47 94.47 -0.03      
Total Volume and Open Interest 70,040 375,267 +17,537
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 110420 94.88 94.88 94.88 94.88 -0.04      
Total Volume and Open Interest 160,976 549,531 +44,095
Gold(CMX)
Apr11 110420 1494.0 1505.3 1494.0 1498.3 +3.8 650 1,140 +13
Jun11 110420 1496.1 1506.5 1493.8 1498.9 +3.8 199,123 368,030 +4,330
Aug11 110420 1496.5 1507.2 1495.1 1500.0 +3.8 5,401 54,292 +1,077
Oct11 110420 1497.5 1506.2 1497.5 1501.1 +3.8 187 6,124 +28
Dec11 110420 1498.0 1509.8 1498.0 1502.1 +3.8 2,447 36,319 +268
Feb12 110420 1501.2 1509.8 1500.7 1503.6 +3.9 102 6,913 -16
Apr12 110420 1508.5 1508.8 1504.7 1505.3 +3.9 39 5,339 +0
Jun12 110420 1510.8 1511.8 1507.4 1507.4 +3.9 73 8,294 +10
Aug12 110420 1509.6 1509.6 1509.6 1509.6 +3.9 37 2,777 +14
Oct12 110420 1513.0 1513.0 1513.0 1513.0 +4.0 268 3,460 +47
Dec12 110420 1522.9 1524.4 1515.9 1517.2 +4.1 507 12,327 -247
Feb13 110420 1522.2 1522.2 1522.2 1522.2 +4.3 0 104 +0
Total Volume and Open Interest 215,403 538,938 +462
Silver(CMX)
May11 110420 4396.5 4540.0 4383.5 4446.1 +54.8 149,522 52,264 -3,405
Jul11 110420 4393.0 4540.5 4384.0 4447.7 +55.0 27,865 45,008 +908
Sep11 110420 4391.0 4539.5 4391.0 4447.9 +55.0 1,807 8,931 +234
Dec11 110420 4394.5 4540.5 4394.5 4448.1 +54.8 4,815 17,542 -19
Mar12 110420 4430.5 4527.0 4430.5 4446.2 +54.2 122 1,508 -100
May12 110420 4391.0 4524.0 4387.0 4445.1 +54.1 171 451 -108
Jul12 110420 4449.0 4492.5 4443.4 4443.4 +54.1 36 1,508 +22
Total Volume and Open Interest 185,250 143,803 -2,467
Platinum(NYMEX)
Apr11 110420 1801.1 1820.1 1791.6 1816.3 +33.7 0 72 -50
Jul11 110420 1774.9 1813.9 1774.9 1802.8 +31.5 5,315 34,605 -243
Oct11 110420 1810.5 1810.5 1805.8 1805.8 +31.4 35 1,283 +23
Jan12 110420 1809.6 1809.6 1808.1 1808.1 +32.0 0 20 +0
Total Volume and Open Interest 5,350 36,021 -270
Palladium(NYMEX)
Jun11 110420 732.45 763.80 731.05 758.90 +27.80 6,285 19,619 -196
Sep11 110420 737.05 762.50 737.00 760.40 +27.80 30 878 -9
Dec11 110420 761.90 761.90 761.90 761.90 +27.80 9 329 +4
Total Volume and Open Interest 6,325 20,830 -202
Copper(CMX)
May11 110420 423.80 434.80 423.50 433.95 +11.00 48,881 34,035 -4,329
Jul11 110420 424.65 436.75 424.65 435.90 +11.05 14,507 65,072 +1,201
Sep11 110420 428.70 438.00 428.70 437.55 +11.05 933 20,234 +99
Dec11 110420 428.50 439.15 428.45 438.70 +11.10 397 8,803 +286
Mar12 110420 439.20 439.70 439.20 439.20 +11.10 21 2,558 +0
Total Volume and Open Interest 66,118 135,335 -2,387
DJIA Index(CBOT)
Jun11 110420 12249 12420 12239 12396 +170 744 14,679 -58
Sep11 110420 12326 12326 12156 12326 +170 5 11 +5
Dec11 110420 12259 12259 12089 12259 +170 4 1 +0
Mar12 110420 12201 12201 12031 12201 +170      
Total Volume and Open Interest 753 14,691 -53
S & P 500(CME)
Jun11 110420 1310.00 1330.20 1308.90 1328.30 +19.70 18,345 309,222 +2,915
Sep11 110420 1321.00 1324.30 1321.00 1323.00 +19.70 101 6,152 +117
Dec11 110420 1317.60 1318.90 1317.60 1317.60 +19.70 51 2,730 +66
Mar12 110420 1313.00 1314.30 1313.00 1313.00 +19.70      
Total Volume and Open Interest 18,497 318,109 +3,098
S & P 500 E-Mini(Globex)
Jun11 110420 1328.50 1332.75 1328.00 1331.25 +19.50      
Sep11 110420 1304.50 1324.75 1303.50 1323.00 +19.75 3,106 12,622 +716
Total Volume and Open Interest 2,259,491 2,702,973 +5,777
NASDAQ 100(CME)
Jun11 110420 2321.00 2365.00 2314.00 2355.00 +44.00 3,902 15,231 -2,635
Sep11 110420 2351.00 2351.00 2350.00 2351.00 +44.70 0 3 +0
Dec11 110420 2347.50 2348.00 2347.50 2347.50 +44.70 0 2 +0
Total Volume and Open Interest 3,902 15,236 -2,635
NASDAQ 100 E-Mini(Globex)
Jun11 110420 2313.80 2363.80 2313.00 2355.00 +44.00 376,034 321,974 -10,197
Sep11 110420 2315.00 2355.80 2312.50 2351.00 +44.70 357 605 +30
Total Volume and Open Interest 376,393 322,595 -10,157
S & P Midcap 400(CME)
Jun11 110420 988.00 991.00 988.00 988.00 +18.30 364 1,500 +1
Sep11 110420 985.80 988.80 985.80 985.80 +18.30      
Dec11 110420 984.20 987.20 984.20 984.20 +18.30      
Total Volume and Open Interest 364 1,500 +1
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Jun11 110420 9505 9720 9505 9690 +175 11,208 55,288 -100
Sep11 110420 9720 9720 9680 9720 +175 1 11 +1
Total Volume and Open Interest 11,209 55,299 -99
Nikkei 225(SGX)
Jun11 110420 9425 9635 9415 9620 +185 62,219 238,956 +6,943
Sep11 110420 9565 9620 9565 9620 +190 1 1,345 -4
Dec11 110420 9565 9565 9565 9565 +190 0 5,359 +0
Total Volume and Open Interest 62,220 250,965 +6,951
CAC 40(EURONEXT)
May11 110420 3880.5 3942.5 3877.0 3932.0 +92.0 169,591 310,948 +20,471
Jun11 110420 3825.0 3898.0 3825.0 3888.5 +91.5 1,298 26,156 +64
Jul11 110420 3883.5 3883.5 3883.5 3883.5 +91.5      
Total Volume and Open Interest 170,890 337,105 +20,536
Hang Seng Index(HKFE)
Apr11 110420 23665 23884 23620 23880 +445 91,411 97,287 -1,681
May11 110420 23466 23712 23449 23712 +447 1,526 5,965 +222
Jun11 110420 23330 23558 23312 23558 +440 354 5,835 +70
Total Volume and Open Interest 93,414 110,250 -1,403
DAX(EUREX)
Jun11 110420 7136.0 7281.5 7128.0 7257.5 +208.5 174,516 177,442 -1,261
Sep11 110420 7151.0 7305.0 7151.0 7283.5 +209.0 397 5,359 +8
Dec11 110420 7180.5 7333.5 7180.5 7315.0 +210.0 58 572 -31
Total Volume and Open Interest 174,971 183,373 -1,284
FT-SE 100(EURONEXT)
Jun11 110420 5912.00 6000.00 5912.00 5982.50 +129.50 124,025 672,374 +58,040
Sep11 110420 5920.00 5955.00 5920.00 5946.50 +129.00 13 537 +10
Dec11 110420 5924.50 5931.00 5924.50 5925.50 +129.50 0 161 +0
Total Volume and Open Interest 124,038 673,072 +58,050
SPI 200(SFE)
Jun11 110420 4793.0 4872.0 4785.0 4865.0 +70.0 44,561 188,587 +965
Sep11 110420 4842.0 4855.0 4842.0 4855.0 +69.0 71 3,622 +52
Dec11 110420 4876.0 4876.0 4876.0 4876.0 +69.0 9 2,786 -9
Total Volume and Open Interest 45,469 197,743 +1,488
GSCI(CME)
May11 110420 89.64 96.24 87.64 92.64 +13.00 614 12,161 +250
Jun11 110420 90.94 97.64 88.94 93.89 +13.05 2 0 +0
Jul11 110420 89.64 93.64 89.64 89.64 +13.00 2 0 +0
Total Volume and Open Interest 618 12,161 +250
Reuters CCI(ICE)
Jun11 110420 366.30 366.30 366.30 366.30 +4.70      
Total Volume and Open Interest      
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions.
Copyright © 1989- Moore Research Center, Inc. All Rights Reserved.

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