Moore Research Center, Inc.

  • Increase font size
  • Default font size
  • Decrease font size
Home MRCI Online
Print
New Windows

MRCI's End of Day Prices

MRCI Logo
MRCI's End of Day Prices
Daily Futures Price Listing Thu April 21, 2011
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
May11 110421 1357.00 1382.00 1351.75 1380.50 +22.75 74,374 119,321 -4,861
Jul11 110421 1369.00 1392.25 1363.00 1389.75 +20.50 74,385 235,601 +5,762
Aug11 110421 1375.50 1391.75 1368.00 1389.50 +18.25 6,191 15,490 +1,783
Sep11 110421 1367.25 1386.75 1365.50 1385.25 +16.75 3,154 14,353 -196
Nov11 110421 1365.25 1384.00 1360.00 1382.50 +16.50 24,739 191,923 -1,106
Jan12 110421 1372.00 1390.25 1367.75 1389.25 +16.00 1,510 22,122 -27
Mar12 110421 1373.00 1390.25 1368.50 1389.00 +15.00 440 13,231 -7
Total Volume and Open Interest 186,265 636,040 +1,515
Soybean Meal(CBOT)
May11 110421 349.70 359.00 348.20 358.80 +9.60 22,932 37,722 -1,669
Jul11 110421 355.00 364.50 353.40 363.90 +9.30 28,222 84,773 +3,831
Aug11 110421 356.00 365.20 355.00 365.20 +9.30 6,610 23,858 +2,548
Sep11 110421 357.00 364.30 355.80 364.30 +9.00 1,516 14,637 +191
Oct11 110421 355.70 361.40 353.40 361.40 +8.40 2,958 14,122 +559
Dec11 110421 353.40 361.40 352.40 361.40 +7.90 7,289 46,656 +667
Jan12 110421 355.80 363.00 355.00 363.00 +8.00 87 3,351 +9
Mar12 110421 358.70 364.60 356.50 364.60 +8.10 55 3,157 +6
Total Volume and Open Interest 70,134 234,149 +6,257
Soybean Oil(CBOT)
May11 110421 58.18 58.42 57.72 58.27 +0.13 38,374 59,468 -6,617
Jul11 110421 58.81 59.09 58.37 58.91 +0.12 46,917 157,226 +2,517
Aug11 110421 59.30 59.32 58.66 59.17 +0.11 4,956 17,882 +1,143
Sep11 110421 59.36 59.51 58.95 59.43 +0.11 3,800 16,915 +1,293
Oct11 110421 59.29 59.62 59.07 59.51 +0.11 1,240 13,741 -190
Dec11 110421 59.71 59.86 59.21 59.74 +0.13 10,247 75,369 +563
Jan12 110421 59.60 59.87 59.60 59.87 +0.16 410 4,376 +41
Mar12 110421 59.56 59.82 59.56 59.82 +0.13 73 4,190 +37
Total Volume and Open Interest 106,543 353,005 -1,297
Canola(WCE)
May11 110421 574.5 579.7 569.1 578.5 +4.5 9,549 26,968 -4,617
Jul11 110421 583.8 589.8 578.5 588.2 +4.4 6,653 63,981 +967
Nov11 110421 582.8 589.9 579.5 588.3 +5.5 1,424 75,394 +410
Jan12 110421 588.5 596.0 588.5 595.2 +6.0 44 4,762 +34
Mar12 110421 587.0 598.1 587.0 598.1 +6.9 10 1,042 +0
Total Volume and Open Interest 17,693 174,303 -3,203
Corn(CBOT)
May11 110421 733.25 741.50 728.50 737.25 +4.50 113,079 285,556 -15,745
Jul11 110421 741.50 749.00 736.00 744.50 +4.00 150,965 616,252 +17,525
Sep11 110421 698.00 705.50 694.00 704.25 +7.00 23,284 140,206 +3,760
Dec11 110421 655.50 666.00 654.75 665.50 +10.00 65,053 446,404 +5,639
Mar12 110421 662.75 673.75 662.50 673.25 +10.00 3,906 69,558 +704
May12 110421 668.75 680.25 668.75 680.25 +10.50 729 13,877 +91
Total Volume and Open Interest 360,149 1,650,391 +12,477
Wheat(CBOT)
May11 110421 785.50 801.00 780.00 799.50 +14.50 37,885 58,442 -6,985
Jul11 110421 821.25 836.00 815.50 834.75 +14.00 55,282 217,561 +4,266
Sep11 110421 860.00 875.50 856.25 875.00 +15.25 11,631 65,242 +2,389
Dec11 110421 896.25 911.50 892.75 911.25 +15.00 18,935 101,573 -778
Mar12 110421 925.00 938.00 921.00 937.75 +13.00 2,055 12,481 +127
Total Volume and Open Interest 128,851 485,903 -62
Wheat(KCBT)
May11 110421 920.00 937.75 919.25 932.50 +12.50 14,628 35,790 -3,253
Jul11 110421 931.00 948.00 930.00 943.00 +12.25 17,088 89,579 +3,757
Sep11 110421 945.00 962.25 944.75 958.25 +13.25 5,792 26,933 +1,825
Dec11 110421 964.50 981.00 964.00 976.75 +12.50 5,815 31,263 +916
Mar12 110421 977.50 991.25 976.25 988.25 +13.50 405 4,038 +52
Total Volume and Open Interest 43,934 193,859 +3,378
Wheat(MGE)
May11 110421 938.75 956.75 938.75 951.50 +12.75 3,533 9,399 -661
Jul11 110421 947.00 965.75 947.00 960.75 +12.25 1,787 19,038 -81
Sep11 110421 952.00 969.75 951.75 965.25 +13.00 1,164 15,559 +129
Dec11 110421 964.00 981.50 964.00 977.50 +13.00 1,363 12,686 +269
Mar12 110421 985.50 990.00 970.50 986.75 +12.50 320 2,214 +88
Total Volume and Open Interest 8,347 61,126 -186
Oats(CBOT)
May11 110421 387.50 392.00 386.75 389.75 +2.25 880 2,357 -419
Jul11 110421 397.25 401.25 396.25 397.00 unch 1,041 8,315 +427
Sep11 110421 405.00 405.00 401.50 401.50 -0.50 1 227 +0
Dec11 110421 409.75 410.00 403.00 406.00 -1.00 47 2,647 +16
Total Volume and Open Interest 1,969 13,551 +24
Rough Rice(CBOT)
May11 110421 13.90 14.06 13.90 13.99 +0.09 800 6,209 -691
Jul11 110421 14.27 14.38 14.22 14.31 +0.09 934 12,398 +661
Sep11 110421 14.97 15.10 14.97 15.05 +0.08 72 4,324 +31
Nov11 110421 15.28 15.37 15.27 15.33 +0.06 47 943 +25
Total Volume and Open Interest 1,858 24,346 +26
Live Cattle(CME)
Apr11 110421 119.150 119.430 118.150 118.400 -0.600 2,411 13,709 -974
Jun11 110421 116.700 116.700 115.150 115.230 -1.270 20,875 166,070 -1,157
Aug11 110421 117.650 117.850 116.535 116.680 -1.020 6,875 86,916 +470
Oct11 110421 122.300 122.480 121.285 121.480 -1.020 3,845 53,585 +197
Dec11 110421 123.300 123.800 122.650 122.885 -0.750 2,324 40,070 +196
Feb12 110421 123.430 123.900 122.700 123.050 -0.700 960 11,034 +144
Total Volume and Open Interest 37,709 376,895 -993
Feeder Cattle(CME)
Apr11 110421 132.750 132.750 132.130 132.285 -0.415 393 1,519 -132
May11 110421 134.000 134.380 131.785 132.985 -1.315 1,552 9,318 -478
Aug11 110421 138.200 138.485 135.500 136.950 -1.535 5,649 22,329 -77
Sep11 110421 138.575 139.075 136.450 138.100 -0.975 381 4,447 +68
Oct11 110421 139.100 139.100 136.600 138.200 -0.650 422 2,575 +220
Nov11 110421 138.985 139.000 137.550 138.200 -0.835 62 1,301 +27
Jan12 110421 136.100 136.500 134.850 136.500 -0.200 6 299 +4
Total Volume and Open Interest 8,468 41,805 -365
Lean Hogs(CME)
May11 110421 102.885 103.135 101.500 102.050 -0.850 529 5,342 +81
Jun11 110421 101.680 102.230 99.900 100.050 -1.350 10,120 89,582 -311
Jul11 110421 101.600 102.230 100.035 100.330 -0.850 1,604 30,338 -173
Aug11 110421 101.580 102.035 100.050 100.250 -1.035 2,694 36,185 +826
Oct11 110421 93.100 93.580 91.785 92.050 -0.800 2,732 33,571 +669
Dec11 110421 89.000 89.400 87.950 88.480 -0.320 1,263 25,818 +507
Feb12 110421 89.285 89.550 88.285 88.600 -0.250 502 6,010 +205
Apr12 110421 90.230 90.230 89.000 89.700 -0.350 112 3,716 +3
Total Volume and Open Interest 19,668 232,397 +1,841
Class III Milk(CME)
Apr11 110421 16.76 16.82 16.71 16.80 +0.06 84 5,421 -18
May11 110421 16.42 16.45 16.00 16.27 -0.14 255 5,609 +42
Jun11 110421 17.10 17.15 16.80 16.88 -0.27 292 4,473 +82
Jul11 110421 17.46 17.52 17.26 17.40 -0.12 72 3,414 +32
Aug11 110421 17.86 17.86 17.70 17.75 -0.07 40 3,238 +32
Total Volume and Open Interest 945 35,322 +292
Cocoa(ICE)
May11 110421 3125 3158 3106 3130 -1 13 472 -9
Jul11 110421 3070 3120 3060 3088 -18 7,527 70,725 -1,726
Sep11 110421 3095 3126 3081 3099 -17 1,447 23,742 +608
Dec11 110421 3118 3140 3095 3114 -21 848 23,252 +425
Mar12 110421 3159 3170 3154 3165 -23 281 23,062 +11
May12 110421 3159 3160 3150 3160 -23 145 5,850 +135
Jul12 110421 3162 3162 3139 3159 -19 5 1,524 +5
Total Volume and Open Interest 10,271 153,059 -551
Coffee "C"(ICE)
May11 110421 294.80 295.70 291.20 291.30 -3.10 9,901 3,391 -4,805
Jul11 110421 299.15 300.55 293.75 294.55 -4.90 17,650 70,529 +2,369
Sep11 110421 301.00 302.55 296.50 297.25 -4.80 1,058 17,504 +338
Dec11 110421 303.25 304.05 299.45 299.70 -4.65 788 18,045 +349
Mar12 110421 303.35 303.35 299.65 299.95 -4.45 144 3,540 +13
May12 110421 303.05 303.05 299.65 299.70 -4.40 75 2,112 +43
Total Volume and Open Interest 29,722 116,648 -1,631
Orange Juice(ICE)
May11 110421 172.00 172.60 168.00 169.40 -3.00 1,175 5,235 -962
Jul11 110421 170.50 171.00 166.00 167.90 -2.55 1,592 20,138 +1,311
Sep11 110421 166.00 166.95 163.00 164.95 -1.60 225 1,586 +29
Nov11 110421 161.55 162.45 160.55 161.55 -1.40 195 1,496 +109
Jan12 110421 161.80 161.80 160.30 160.30 -1.45 4 169 +0
Mar12 110421 162.05 162.05 160.15 160.15 -1.80 3 41 +1
Total Volume and Open Interest 3,276 28,754 +570
Sugar #11(ICE)
May11 110421 25.25 25.52 24.80 25.48 +0.28 19,907 75,834 -7,012
Jul11 110421 23.45 23.84 23.01 23.80 +0.27 37,882 275,391 +1,090
Oct11 110421 23.45 23.61 22.86 23.56 +0.09 13,305 121,154 +2,303
Mar12 110421 23.43 23.73 22.94 23.67 +0.10 3,706 70,568 -517
May12 110421 22.88 23.15 22.57 23.10 -0.07 977 19,882 -27
Total Volume and Open Interest 77,737 615,070 -3,560
London Cocoa(LCE)
May11 110421 1903 1915 1873 1874 -38 1,072 42,104 -2,022
Jul11 110421 1913 1918 1889 1890 -32 3,995 59,027 +972
Sep11 110421 1925 1934 1905 1908 -29 991 31,211 -644
Dec11 110421 1940 1950 1925 1925 -32 923 32,384 +325
Mar12 110421 1963 1967 1943 1943 -30 466 26,855 +231
May12 110421 1972 1979 1955 1955 -30 46 7,751 +35
Jul12 110421 1966 1966 1963 1963 -30 0 3,959 +0
Total Volume and Open Interest 7,493 213,116 -1,103
London Sugar(LCE)
Aug11 110421 637.50 639.40 626.80 639.10 +0.40 2,103 26,087 -340
Oct11 110421 615.10 620.60 605.60 619.10 +3.40 867 7,958 +72
Dec11 110421 613.90 620.30 607.00 619.50 +4.00 237 2,299 +31
Mar12 110421 615.00 615.00 613.80 613.80 +0.50 175 1,721 +71
May12 110421 598.30 598.30 596.90 597.40 -0.20 114 1,076 +46
Total Volume and Open Interest 3,545 39,814 -73
Cotton(ICE)
May11 110421 183.30 188.82 180.55 186.67 +3.50 15,638 21,802 -8,401
Jul11 110421 166.25 169.73 164.00 167.51 +0.45 15,792 75,393 -1,562
Oct11 110421 148.30 149.09 148.20 148.20 +1.20 13 459 -5
Dec11 110421 128.20 132.18 128.20 132.14 +3.34 3,729 60,284 -402
Mar12 110421 122.50 123.44 120.11 123.44 +2.76 212 7,346 +3
May12 110421 115.50 116.04 114.20 116.04 +1.69 51 2,205 -11
Total Volume and Open Interest 35,515 172,140 -10,354
Lumber(CME)
May11 110421 230.9 244.0 224.1 231.0 -3.1 455 2,604 -147
Jul11 110421 255.1 264.4 246.6 249.0 -7.6 522 5,385 -56
Sep11 110421 272.6 282.9 266.5 266.7 -9.8 216 1,387 +31
Nov11 110421 272.0 280.5 269.0 269.3 -9.7 19 321 +11
Total Volume and Open Interest 1,212 9,708 -161
Crude Oil(NYM)
Jun11 110421 111.37 112.48 111.00 112.29 +0.84 324,778 358,632 +6,847
Jul11 110421 111.89 112.95 111.44 112.75 +0.84 56,749 186,200 -176
Aug11 110421 112.30 113.21 111.71 113.02 +0.85 29,350 70,820 +2,697
Sep11 110421 112.57 113.22 111.86 113.13 +0.85 25,614 67,822 +3,588
Oct11 110421 112.84 113.17 111.90 113.14 +0.84 10,306 39,410 +1,103
Nov11 110421 113.00 113.14 111.97 113.11 +0.82 5,975 36,479 +213
Dec11 110421 112.17 113.19 111.77 113.04 +0.79 35,628 183,856 -2,843
Jan12 110421 112.75 112.86 111.63 112.86 +0.77 2,658 36,360 +638
Feb12 110421 112.23 112.63 112.23 112.63 +0.74 2,311 17,279 +405
Mar12 110421 112.15 112.45 111.20 112.40 +0.72 2,495 30,403 +165
Apr12 110421 111.85 112.12 111.18 112.12 +0.72 994 13,831 +29
May12 110421 111.82 112.32 111.80 111.80 +0.71 676 12,673 -30
Jun12 110421 111.15 111.47 110.29 111.46 +0.72 6,059 66,645 -902
Jul12 110421 111.06 111.06 111.06 111.06 +0.73 576 16,415 +31
Aug12 110421 110.66 110.66 110.66 110.66 +0.74 770 10,819 +160
Sep12 110421 110.29 110.29 110.29 110.29 +0.75 538 11,962 -369
Total Volume and Open Interest 519,935 1,536,593 -8,622
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 110421 111.325 112.475 111.000 112.300 +0.850 10,231 2,558 +342
Jul11 110421 112.100 112.850 111.525 112.750 +0.850 402 474 +72
Aug11 110421 112.900 113.025 112.100 113.025 +0.850 41 67 +8
Sep11 110421 113.100 113.125 113.100 113.125 +0.850 0 50 +0
Oct11 110421 112.550 113.150 112.550 113.150 +0.850 4 42 +0
Nov11 110421 113.100 113.100 113.100 113.100 +0.800 2 13 +2
Dec11 110421 113.025 113.050 111.925 113.050 +0.800 70 309 +55
Jan12 110421 112.175 112.850 112.175 112.850 +0.750 0 5 +0
Total Volume and Open Interest 10,802 3,692 +519
Heating Oil(NYM)
May11 110421 321.80 323.68 318.41 319.92 -2.22 41,191 50,480 -8,838
Jun11 110421 323.33 325.39 320.02 321.62 -1.97 51,114 92,451 +5,454
Jul11 110421 324.99 326.98 321.86 323.52 -1.81 16,826 44,695 +2,193
Aug11 110421 326.70 326.79 323.79 325.35 -1.69 7,425 25,597 +236
Sep11 110421 329.49 329.49 325.64 327.11 -1.57 4,492 20,193 +693
Oct11 110421 329.51 329.77 327.24 328.80 -1.50 2,283 9,361 +186
Nov11 110421 329.71 330.55 328.94 330.41 -1.47 822 8,147 +67
Dec11 110421 333.51 334.72 330.44 331.96 -1.42 7,792 31,135 +369
Jan12 110421 333.10 333.60 331.97 333.43 -1.41 986 10,590 +478
Feb12 110421 332.38 333.53 332.38 333.53 -1.38 176 4,323 -34
Mar12 110421 331.72 332.06 330.98 332.06 -1.28 296 2,485 -29
Apr12 110421 329.38 329.41 328.73 329.41 -1.18 48 1,006 -6
Total Volume and Open Interest 135,330 316,036 +550
Gasoline(NYMEX)
May11 110421 327.30 331.80 326.43 330.86 +3.13 36,370 53,374 -3,437
Jun11 110421 324.45 328.05 323.63 327.23 +2.39 45,054 81,085 +3,033
Jul11 110421 322.26 325.00 321.10 324.25 +1.86 18,904 42,815 +818
Aug11 110421 320.30 322.00 318.69 321.41 +1.44 10,105 21,453 +1,330
Sep11 110421 317.08 318.63 316.08 318.48 +1.24 10,463 22,985 +2,739
Oct11 110421 302.54 303.53 301.00 303.37 +1.08 2,635 18,179 +403
Nov11 110421 300.63 300.63 297.96 299.96 +0.91 1,107 7,560 +70
Dec11 110421 298.34 299.47 296.24 298.32 +0.78 2,276 24,799 -328
Jan12 110421 297.00 298.36 296.95 298.36 +0.74 303 6,637 +231
Feb12 110421 298.76 299.63 298.76 299.63 +0.71 139 2,591 -82
Total Volume and Open Interest 127,648 298,388 +5,014
e-miNY RBOB Gasoline(NYM)
May11 110421 330.90 330.90 330.86 330.90 +3.20 0 3 +0
Jun11 110421 327.20 327.23 327.20 327.20 +2.40 0 1 +0
Jul11 110421 324.30 324.30 324.25 324.30 +1.90 0 1 +0
Aug11 110421 321.40 321.41 321.40 321.40 +1.40 0 1 +0
Total Volume and Open Interest 0 9 +0
Natural Gas(NYM)
May11 110421 4.316 4.428 4.271 4.412 +0.102 122,122 69,682 -19,752
Jun11 110421 4.360 4.477 4.317 4.466 +0.109 64,536 154,928 +3,327
Jul11 110421 4.442 4.544 4.390 4.535 +0.106 31,768 203,496 +4,125
Aug11 110421 4.492 4.590 4.440 4.581 +0.105 14,649 62,526 +2,411
Sep11 110421 4.515 4.599 4.454 4.590 +0.101 8,636 71,872 +584
Oct11 110421 4.535 4.638 4.517 4.630 +0.099 18,258 83,542 +1,939
Nov11 110421 4.725 4.785 4.686 4.780 +0.091 5,711 34,873 +878
Dec11 110421 4.945 5.009 4.900 5.002 +0.087 5,679 29,290 -64
Jan12 110421 5.061 5.125 5.030 5.115 +0.086 10,104 85,098 +1,048
Feb12 110421 5.048 5.110 5.010 5.097 +0.087 1,327 16,929 +398
Mar12 110421 4.974 5.034 4.949 5.031 +0.087 2,707 31,484 -14
Apr12 110421 4.824 4.894 4.808 4.889 +0.085 2,563 31,883 -209
May12 110421 4.874 4.909 4.870 4.907 +0.083 431 9,400 +0
Jun12 110421 4.864 4.940 4.864 4.940 +0.081 151 5,555 +7
Jul12 110421 4.963 4.984 4.954 4.984 +0.080 176 5,201 +11
Aug12 110421 4.988 5.009 4.988 5.009 +0.080 109 5,672 -17
Total Volume and Open Interest 289,495 978,580 -5,222
Brent Crude Oil(ICE)
Jun11 110421 123.85 124.81 123.20 123.99 +0.14 228,889 237,331 -5,754
Jul11 110421 123.59 124.44 122.84 123.63 +0.13 61,775 131,424 +2,754
Aug11 110421 123.57 124.05 122.53 123.30 +0.16 33,381 48,803 +1,908
Sep11 110421 123.15 123.61 122.13 122.90 +0.17 16,034 44,562 +1,554
Oct11 110421 122.78 123.16 121.74 122.52 +0.18 8,027 27,834 +631
Nov11 110421 122.35 122.81 121.34 122.13 +0.18 6,978 21,417 -377
Dec11 110421 121.96 122.42 120.91 121.73 +0.17 44,197 100,734 +2,863
Jan12 110421 121.65 122.06 120.76 121.36 +0.16 2,925 18,992 -25
Feb12 110421 121.14 121.15 120.98 120.98 +0.15 1,454 13,896 +112
Mar12 110421 120.50 120.59 120.50 120.59 +0.13 1,935 29,445 +11
Apr12 110421 120.90 120.90 120.16 120.16 +0.11 664 5,608 +106
May12 110421 119.70 119.70 119.70 119.70 +0.07 549 5,587 -24
Jun12 110421 119.60 119.95 118.58 119.25 +0.05 4,338 35,505 +405
Jul12 110421 119.50 119.50 118.79 118.79 +0.05 215 2,270 +2
Total Volume and Open Interest 428,021 846,225 +6,783
Gas Oil(ICE)
May11 110421 1023.50 1030.75 1013.25 1014.00 -6.50 65,839 119,179 +143
Jun11 110421 1026.75 1033.75 1017.00 1017.75 -5.75 84,931 120,994 +365
Jul11 110421 1032.00 1036.50 1020.50 1021.25 -5.25 22,827 58,462 +2,388
Aug11 110421 1037.00 1037.00 1024.00 1024.50 -5.00 10,315 30,420 +1,029
Sep11 110421 1034.50 1037.75 1027.00 1027.50 -4.75 6,454 46,295 +769
Oct11 110421 1036.25 1039.50 1029.00 1029.50 -4.50 4,589 31,086 +483
Nov11 110421 1038.50 1038.50 1029.25 1029.75 -4.25 3,440 20,521 +540
Dec11 110421 1039.25 1044.50 1029.50 1030.75 -4.00 16,881 66,363 -2,319
Jan12 110421 1039.25 1042.25 1032.75 1032.75 -4.00 1,154 24,391 +222
Feb12 110421 1038.50 1038.50 1032.25 1032.25 -4.00 488 6,577 +94
Total Volume and Open Interest 220,983 609,388 +3,794
Ethanol(CBOT)
Apr11 110405 2.695 2.710 2.695 2.706 -0.009 94 259 -79
May11 110421 2.580 2.593 2.570 2.586 +0.017 60 858 -15
Jun11 110421 2.570 2.608 2.570 2.601 +0.028 98 1,071 +11
Jul11 110421 2.576 2.610 2.576 2.602 +0.026 59 1,128 -2
Aug11 110421 2.599 2.613 2.595 2.610 +0.034 28 662 -2
Sep11 110421 2.577 2.600 2.574 2.592 +0.049 101 986 +49
Oct11 110421 2.495 2.510 2.476 2.494 +0.053 108 818 +28
Nov11 110421 2.433 2.470 2.433 2.466 +0.034 53 568 -9
Total Volume and Open Interest 570 7,527 +85
WTI Crude Oil(ICE
Jun11 110421 111.60 112.50 111.00 112.29 +0.84 82,975 101,457 -327
Jul11 110421 112.43 112.90 111.47 112.75 +0.84 23,846 71,819 -1,368
Aug11 110421 112.62 113.15 111.73 113.02 +0.85 10,500 27,216 +1,634
Sep11 110421 112.17 113.13 111.84 113.13 +0.85 8,641 28,397 -126
Oct11 110421 112.86 113.15 111.86 113.14 +0.84 3,598 19,302 -148
Nov11 110421 112.99 113.14 111.93 113.11 +0.82 2,480 14,794 +241
Dec11 110421 112.79 113.14 111.77 113.04 +0.79 19,369 86,382 +218
Jan12 110421 112.47 112.91 111.60 112.86 +0.77 922 11,965 +146
Feb12 110421 112.55 112.69 111.38 112.63 +0.74 442 2,919 +151
Mar12 110421 112.40 112.40 112.40 112.40 +0.72 331 10,800 +82
Apr12 110421 112.12 112.12 112.12 112.12 +0.72 78 3,219 +15
May12 110421 111.80 111.80 111.80 111.80 +0.71 74 1,898 +22
Jun12 110421 110.48 111.52 110.48 111.46 +0.72 3,518 26,477 +154
Jul12 110421 111.06 111.06 111.06 111.06 +0.73 44 1,129 -4
Aug12 110421 110.66 110.66 110.66 110.66 +0.74 56 807 +11
Sep12 110421 110.29 110.29 110.29 110.29 +0.75 272 4,027 +199
Total Volume and Open Interest 163,554 516,820 +772
US Dollar Index(ICE)
Jun11 110421 74.195 74.535 73.935 74.180 -0.387 22,092 49,506 +187
Sep11 110421 74.760 74.875 74.510 74.605 -0.407 161 651 +55
Dec11 110421 75.030 75.030 75.030 75.030 -0.427 0 1 +0
Total Volume and Open Interest 22,253 50,159 +242
Australian Dollar(CME)
Jun11 110421 106.36 107.10 106.04 106.81 +0.77 85,586 142,983 -4,230
Sep11 110421 105.35 105.65 104.74 105.50 +0.76 36 690 -15
Dec11 110421 104.30 104.30 103.54 104.30 +0.76 1 59 +1
Total Volume and Open Interest 85,623 143,732 -4,244
British Pound(CME)
Jun11 110421 163.87 165.90 163.76 165.38 +1.41 107,014 108,380 -1,606
Sep11 110421 164.60 165.25 163.73 165.14 +1.41 21 386 +5
Dec11 110421 164.89 164.89 163.48 164.89 +1.41 0 37 +0
Total Volume and Open Interest 107,035 108,808 -1,601
Canadian Dollar(CME)
Jun11 110421 104.86 105.63 104.64 104.91 +0.27 82,977 136,513 +908
Sep11 110421 104.75 105.28 104.37 104.63 +0.26 284 2,715 -35
Dec11 110421 104.78 105.00 104.07 104.31 +0.24 50 2,457 +16
Mar12 110421 104.41 104.41 103.73 103.97 +0.24 23 246 -25
Total Volume and Open Interest 83,340 141,961 +864
Japanese Yen(CME)
Jun11 110421 121.11 122.56 121.11 122.32 +0.93 107,862 126,523 -4,651
Sep11 110421 121.36 122.60 121.36 122.41 +0.93 49 1,188 -13
Dec11 110421 121.93 122.54 121.61 122.54 +0.93 3 120 +2
Total Volume and Open Interest 107,914 127,838 -4,662
Swiss Franc(CME)
Jun11 110421 112.56 113.92 112.49 113.24 +0.71 37,392 69,148 +1,861
Sep11 110421 112.75 113.77 112.57 113.29 +0.72 5 121 +4
Dec11 110421 113.32 113.32 112.60 113.32 +0.72 0 11 +0
Total Volume and Open Interest 37,397 69,281 +1,865
EuroFX(CME)
Jun11 110421 145.05 146.31 144.87 145.55 +0.58 258,471 240,454 +1,796
Sep11 110421 144.54 145.84 144.54 145.12 +0.58 441 3,148 +293
Dec11 110421 144.44 144.68 144.08 144.68 +0.60 5 78 +1
Total Volume and Open Interest 258,917 244,006 +2,090
Mexican Peso(CME)
May11 110421 860.0 860.2 859.2 860.0 +0.8      
Jun11 110421 857.5 860.5 854.5 858.0 +0.8 21,491 174,164 +2,214
Total Volume and Open Interest 21,491 174,299 +2,214
30-Year T-Bonds(CBOT)
Jun11 110421 121~070 121~140 121~000 121~010 +0~010      
Sep11 110421 119~250 119~310 119~160 119~170 +0~010 171 1,983 +48
Dec11 110421 118~020 118~020 118~010 118~020 +0~010 8 31 +0
Total Volume and Open Interest 244,388 561,681 -1,015
10-Year T-Notes(CBOT)
Jun11 110421 119~265 120~075 119~240 119~315 +0~025 923,723 1,621,222 -16,315
Sep11 110421 118~110 118~200 118~085 118~160 +0~035 516 4,890 +271
Dec11 110421 117~160 117~160 117~125 117~160 +0~035 0 4 +0
Total Volume and Open Interest 924,239 1,626,116 -16,044
5-Year T-Notes(CBOT)
Jun11 110421 117~057 117~081 117~048 117~065 +0~002      
Sep11 110421 116~029 116~029 116~025 116~029 +0~004 12 2,720 +12
Dec11 110421 115~053 115~053 115~049 115~053 +0~004      
Total Volume and Open Interest 522,661 1,354,954 +10,420
2 Year T-Notes(CBOT)
Jun11 110421 109~044 109~051 109~042 109~047 +0~002 197,415 1,050,524 +11,730
Sep11 110421 108~109 108~109 108~106 108~109 +0~003 55 4,270 +46
Dec11 110421 108~047 108~047 108~044 108~047 +0~003      
Total Volume and Open Interest 197,470 1,054,794 +11,776
Eurodollars(CME)
Jun11 110421 99.695 99.700 99.695 99.700 unch 136,696 1,027,198 -12,088
Sep11 110421 99.630 99.640 99.625 99.635 +0.005 143,674 1,421,826 -2,149
Dec11 110421 99.520 99.535 99.510 99.525 +0.005 206,892 1,530,637 +6,086
Mar12 110421 99.330 99.355 99.320 99.340 unch 270,846 1,443,933 +24,453
Jun12 110421 99.040 99.075 99.030 99.055 +0.005 366,383 1,131,731 +51,711
Sep12 110421 98.675 98.720 98.665 98.700 +0.010 227,859 682,011 +13,737
Dec12 110421 98.310 98.355 98.300 98.335 +0.005 234,151 497,419 +4,247
Mar13 110421 97.995 98.045 97.990 98.020 unch 169,459 329,489 +6,855
Jun13 110421 97.705 97.760 97.700 97.725 -0.010 113,435 257,582 -4,149
Sep13 110421 97.435 97.485 97.425 97.445 -0.020 75,601 248,873 -1,419
Dec13 110421 97.170 97.220 97.160 97.175 -0.025 67,748 179,626 -712
Mar14 110421 96.940 96.990 96.925 96.945 -0.025 58,148 173,555 -2,162
Jun14 110421 96.710 96.765 96.700 96.720 -0.025 16,991 108,741 -540
Sep14 110421 96.505 96.550 96.490 96.505 -0.025 12,496 61,695 -630
Dec14 110421 96.285 96.340 96.270 96.290 -0.025 9,891 76,544 +33
Mar15 110421 96.105 96.165 96.090 96.110 -0.025 9,765 57,156 -1,440
Jun15 110421 4.180 4.235 4.165 4.185 -0.020 5,176 40,192 -517
Sep15 110421 4.015 4.080 4.000 4.025 -0.020 3,870 38,096 -258
Total Volume and Open Interest 2,147,528 9,501,170 +86,063
30 Day Federal Funds(CBOT)
Apr11 110421 99.897 99.900 99.897 99.900 unch 5,032 81,587 +3,326
May11 110421 99.890 99.895 99.885 99.890 -0.005 2,840 80,690 +1,603
Jun11 110421 99.875 99.880 99.870 99.875 -0.005 1,464 55,670 -1,054
Jul11 110421 99.860 99.865 99.855 99.860 unch 630 47,142 +218
Aug11 110421 99.845 99.845 99.840 99.840 -0.005 576 44,740 +136
Sep11 110421 99.835 99.835 99.825 99.830 -0.005 357 34,404 +88
Total Volume and Open Interest 34,532 682,782 +7,212
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 110421 99.675 99.675 99.675 99.675 unch 0 750 +0
Sep11 110421 99.673 99.673 99.673 99.673 unch      
Dec11 110421 99.665 99.665 99.665 99.665 unch 0 75 +0
Mar12 110421 99.650 99.650 99.650 99.650 +0.003      
Jun12 110421 99.680 99.680 99.680 99.680 +0.005      
Sep12 110421 99.610 99.610 99.610 99.610 +0.005      
Dec12 110421 99.570 99.570 99.570 99.570 +0.005      
Mar13 110421 99.570 99.570 99.570 99.570 +0.005      
Jun13 110421 99.525 99.525 99.525 99.525 +0.005      
Sep13 110421 99.385 99.385 99.385 99.385 +0.005      
Total Volume and Open Interest 0 825 +0
3-Mth Euro-Yen(SGX)
Jun11 110421 99.68 99.68 99.68 99.68 unch 0 5,403 +1
Sep11 110421 99.68 99.68 99.67 99.67 unch 0 1,533 +0
Dec11 110421 99.67 99.67 99.67 99.67 unch 0 1,991 +0
Mar12 110421 99.65 99.65 99.65 99.65 +0.00 105 3,572 +0
Jun12 110421 99.68 99.68 99.68 99.68 +0.00 0 1,254 +0
Sep12 110421 99.61 99.61 99.61 99.61 +0.00 0 411 +0
Dec12 110421 99.57 99.57 99.57 99.57 +0.00 0 24 +0
Mar13 110421 99.57 99.57 99.57 99.57 +0.00 0 1 +0
Total Volume and Open Interest 105 14,189 +1
Japanese Gov't Bonds(SGX)
Jun11 110421 139.50 139.70 139.35 139.70 +0.20 3,671 11,029 -309
Sep11 110421 138.80 138.80 138.80 138.80 +0.20 0 1 +0
Dec11 110421 136.71 136.71 136.71 136.71 +0.20      
Total Volume and Open Interest 3,671 11,030 -309
Euro-Bund(EUREX)
Jun11 110421 121.74 122.40 121.67 122.31 +0.37 1,031,444 895,016 -15,265
Sep11 110421 121.40 121.92 121.40 121.92 +0.37 244 6,330 -80
Dec11 110421 121.21 121.21 121.21 121.21 +0.37      
Total Volume and Open Interest 1,031,688 901,346 -15,345
Euro-Bobl(EUREX)
Jun11 110420 114.88 114.89 114.61 114.75 -0.22 710,914 790,431 -8,287
Sep11 110421 113.97 114.35 113.97 114.35 +0.30 1,045 17,942 +904
Dec11 110421 114.58 114.58 114.58 114.58 +0.28      
Total Volume and Open Interest 575,163 799,547 -7,922
3-Mth Euribor(EUREX)
Jun11 110421 98.425 98.470 98.425 98.465 +0.030 157 7,205 -55
Sep11 110421 98.130 98.190 98.130 98.190 +0.060 1,012 3,124 -1,005
Dec11 110421 97.920 97.970 97.920 97.970 +0.075 767 1,096 -620
Total Volume and Open Interest 3,499 13,742 -2,068
Long Gilt(LIFFE)
Jun11 110421 118~04 118~23 118~00 118~21 +0~14 117,618 366,126 +8,563
Sep11 110421 117~13 117~13 117~13 117~13 +0~14 0 10 +0
Total Volume and Open Interest 117,618 366,136 +8,563
3-Mth Short Sterling(LIFFE)
Jun11 110421 99.14 99.16 99.13 99.16 +0.01 48,973 485,002 +11,056
Sep11 110421 98.99 99.04 98.97 99.03 +0.03 52,073 442,065 +9,940
Dec11 110421 98.80 98.84 98.77 98.83 +0.03 53,785 438,433 -14,035
Mar12 110421 98.58 98.62 98.54 98.61 +0.03 47,068 384,058 -5,665
Jun12 110421 98.31 98.35 98.27 98.34 +0.03 56,218 291,447 -13,108
Sep12 110421 98.04 98.07 97.99 98.05 +0.02 51,261 194,391 +6,850
Total Volume and Open Interest 389,044 2,633,376 -34,466
3-Mth Euribor(LIFFE)
Jun11 110421 98.430 98.475 98.420 98.465 +0.030 81,167 930,613 -35,930
Sep11 110421 98.135 98.200 98.120 98.190 +0.060 119,038 748,624 -14,600
Dec11 110421 97.890 97.985 97.885 97.970 +0.075 122,078 691,870 -13,734
Total Volume and Open Interest 782,299 4,268,462 -87,687
3-Mth Aus T-Bills(SFE)
Jun11 110421 95.09 95.10 95.08 95.09 -0.01 9,044 160,403 -1,542
Sep11 110421 95.04 95.05 95.02 95.04 -0.01 12,282 220,191 -522
Dec11 110421 94.93 94.96 94.90 94.94 unch 14,203 137,061 -3,116
Mar12 110421 94.81 94.83 94.77 94.82 unch 5,038 70,146 +641
Jun12 110421 94.67 94.69 94.65 94.69 unch 448 45,907 +71
Sep12 110421 94.56 94.59 94.54 94.58 -0.01 730 46,229 +328
Dec12 110421 94.47 94.48 94.44 94.47 -0.02 868 19,615 +429
Mar13 110421 94.38 94.41 94.37 94.39 -0.02 627 9,837 +288
Jun13 110421 94.32 94.32 94.32 94.32 -0.01 0 1,048 +0
Sep13 110421 94.24 94.24 94.24 94.24 -0.02 0 900 +0
Total Volume and Open Interest 43,240 712,194 -3,423
10-Year Aus T-Bonds(SFE)
Jun11 110421 94.47 94.48 94.43 94.48 +0.01 37,422 369,460 -5,807
Sep11 110421 94.48 94.48 94.48 94.48 +0.01      
Total Volume and Open Interest 37,422 369,460 -5,807
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 110421 94.87 94.87 94.87 94.87 -0.01      
Total Volume and Open Interest 100,905 541,890 -7,641
Gold(CMX)
Apr11 110421 1503.7 1508.3 1501.7 1503.2 +4.9 168 785 -355
Jun11 110421 1502.0 1509.6 1500.4 1503.8 +4.9 131,690 366,406 -1,624
Aug11 110421 1503.9 1510.2 1502.4 1505.0 +5.0 3,980 54,688 +396
Oct11 110421 1508.9 1510.0 1505.5 1506.1 +5.0 130 6,172 +48
Dec11 110421 1505.5 1512.5 1504.7 1507.2 +5.1 808 36,648 +329
Feb12 110421 1507.4 1512.4 1507.1 1508.7 +5.1 79 6,906 -7
Apr12 110421 1513.1 1513.1 1509.2 1510.4 +5.1 66 5,371 +32
Jun12 110421 1516.4 1516.4 1512.5 1512.5 +5.1 180 8,433 +139
Aug12 110421 1514.8 1514.8 1514.8 1514.8 +5.2 15 2,792 +15
Oct12 110421 1518.1 1518.1 1518.1 1518.1 +5.1 152 3,344 -116
Dec12 110421 1525.1 1528.0 1521.8 1522.4 +5.2 407 12,341 +14
Feb13 110421 1527.3 1527.3 1527.3 1527.3 +5.1 0 104 +0
Total Volume and Open Interest 138,785 537,946 -992
Silver(CMX)
May11 110421 4520.0 4669.0 4506.0 4605.9 +159.8 105,713 50,516 -1,748
Jul11 110421 4517.5 4670.0 4508.0 4607.7 +160.0 18,725 47,365 +2,357
Sep11 110421 4511.0 4663.0 4511.0 4607.9 +160.0 1,536 8,985 +54
Dec11 110421 4520.5 4667.0 4513.0 4608.1 +160.0 2,064 17,917 +375
Mar12 110421 4572.0 4605.8 4565.0 4605.8 +159.6 81 1,520 +12
May12 110421 4599.5 4653.5 4580.0 4604.2 +159.1 21 464 +13
Jul12 110421 4584.0 4657.0 4576.0 4602.0 +158.6 27 1,490 -18
Total Volume and Open Interest 129,203 144,981 +1,178
Platinum(NYMEX)
Apr11 110421 1827.9 1833.7 1827.9 1833.7 +17.4 0 72 +0
Jul11 110421 1806.8 1821.9 1803.0 1820.7 +17.9 6,182 33,940 -665
Oct11 110421 1809.9 1824.7 1809.9 1824.2 +18.4 12 1,279 -4
Jan12 110421 1826.5 1826.5 1826.5 1826.5 +18.4 0 20 +0
Total Volume and Open Interest 6,196 35,352 -669
Palladium(NYMEX)
Jun11 110421 763.60 772.75 757.55 769.05 +10.15 4,505 19,911 +292
Sep11 110421 768.45 771.60 765.50 770.55 +10.15 19 878 +0
Dec11 110421 772.05 772.05 772.05 772.05 +10.15 8 337 +8
Total Volume and Open Interest 4,532 21,129 +299
Copper(CMX)
May11 110421 434.90 440.30 432.25 440.00 +6.05 38,515 30,598 -3,437
Jul11 110421 436.20 442.20 434.05 441.90 +6.00 13,028 64,901 -171
Sep11 110421 439.05 443.75 435.95 443.45 +5.90 639 20,695 +461
Dec11 110421 438.35 444.80 438.35 444.55 +5.85 32 8,806 +3
Mar12 110421 445.00 445.00 444.40 445.00 +5.80 9 2,557 -1
Total Volume and Open Interest 54,574 132,383 -2,952
DJIA Index(CBOT)
Jun11 110421 12457 12466 12400 12434 +38 726 14,918 +239
Sep11 110421 12364 12364 12326 12364 +38 0 11 +0
Dec11 110421 12297 12297 12259 12297 +38 0 1 +0
Mar12 110421 12239 12239 12201 12239 +38      
Total Volume and Open Interest 726 14,930 +239
S & P 500(CME)
Jun11 110421 1329.00 1337.70 1328.40 1331.00 +2.70 11,673 309,291 +69
Sep11 110421 1325.70 1329.00 1325.50 1325.70 +2.70 1 6,209 +57
Dec11 110421 1320.30 1323.60 1320.30 1320.30 +2.70 0 2,730 +0
Mar12 110421 1315.70 1319.00 1315.70 1315.70 +2.70      
Total Volume and Open Interest 11,674 318,235 +126
S & P 500 E-Mini(Globex)
Jun11 110421 1328.50 1337.75 1328.00 1331.00 -0.25      
Sep11 110421 1324.50 1332.00 1324.00 1325.75 +2.75 561 12,640 +18
Total Volume and Open Interest 1,529,562 2,708,468 +5,495
NASDAQ 100(CME)
Jun11 110421 2357.80 2382.30 2357.80 2375.50 +20.50 1,068 14,370 -861
Sep11 110421 2371.50 2373.00 2370.00 2371.50 +20.50 0 3 +0
Dec11 110421 2368.00 2373.00 2368.00 2368.00 +20.50 0 2 +0
Total Volume and Open Interest 1,068 14,375 -861
NASDAQ 100 E-Mini(Globex)
Jun11 110421 2356.00 2382.80 2356.00 2375.50 +20.50 226,895 315,173 -6,801
Sep11 110421 2365.30 2376.00 2365.00 2371.50 +20.50 88 637 +32
Total Volume and Open Interest 226,983 315,826 -6,769
S & P Midcap 400(CME)
Jun11 110421 992.00 996.00 991.00 991.00 +3.00 106 1,518 +18
Sep11 110421 988.80 989.80 988.80 988.80 +3.00      
Dec11 110421 987.20 988.20 987.20 987.20 +3.00      
Total Volume and Open Interest 106 1,518 +18
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Jun11 110421 9725 9775 9655 9665 -25 8,561 55,804 +516
Sep11 110421 9695 9720 9695 9695 -25 0 11 +0
Total Volume and Open Interest 8,561 55,815 +516
Nikkei 225(SGX)
Jun11 110421 9610 9730 9610 9680 +60 109,374 231,867 -7,089
Sep11 110421 9700 9700 9660 9675 +55 49 1,350 +5
Dec11 110421 9620 9620 9620 9620 +55 0 5,859 +500
Total Volume and Open Interest 109,496 244,408 -6,557
CAC 40(EURONEXT)
May11 110421 3952.0 3965.5 3941.0 3954.0 +22.0 113,005 303,093 -7,855
Jun11 110421 3909.5 3918.5 3899.0 3911.0 +22.5 422 26,252 +96
Jul11 110421 3909.0 3909.0 3909.0 3909.0 +25.5      
Total Volume and Open Interest 113,427 329,346 -7,759
Hang Seng Index(HKFE)
Apr11 110421 24061 24200 24031 24102 +222 88,602 92,346 -4,941
May11 110421 23920 24027 23862 23930 +218 3,633 6,730 +765
Jun11 110421 23755 23870 23713 23781 +223 555 5,894 +59
Total Volume and Open Interest 92,925 106,189 -4,061
DAX(EUREX)
Jun11 110421 7305.0 7334.5 7293.0 7313.0 +55.5 106,707 173,173 -4,269
Sep11 110421 7327.0 7359.5 7321.5 7339.5 +56.0 127 5,360 +1
Dec11 110421 7359.5 7387.0 7357.0 7370.5 +55.5 51 583 +11
Total Volume and Open Interest 106,885 179,116 -4,257
FT-SE 100(EURONEXT)
Jun11 110421 6010.00 6020.00 5967.50 5980.50 -2.00 72,546 667,543 -4,831
Sep11 110421 5969.00 5970.00 5945.00 5945.00 -1.50 2 533 -4
Dec11 110421 5938.50 5938.50 5923.50 5923.50 -2.00 0 161 +0
Total Volume and Open Interest 72,548 668,237 -4,835
SPI 200(SFE)
Jun11 110421 4868.0 4930.0 4868.0 4921.0 +56.0 37,813 188,338 -249
Sep11 110421 4880.0 4916.0 4880.0 4910.0 +55.0 1 3,565 -57
Dec11 110421 4931.0 4931.0 4931.0 4931.0 +55.0 2 2,784 -2
Total Volume and Open Interest 39,010 197,896 +153
GSCI(CME)
May11 110421 94.64 98.14 92.14 98.14 +5.50 186 12,040 -121
Jun11 110421 95.94 99.24 93.64 99.24 +5.35 4 0 +0
Jul11 110421 94.64 94.64 89.39 94.64 +5.00 2 0 +0
Total Volume and Open Interest 192 12,040 -121
Reuters CCI(ICE)
Jun11 110421 368.20 368.20 368.20 368.20 +1.90      
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.

Banner

Login

Newsflash

Amid explosive interest in China, MRCI will now update charts of the Shanghai and Shenzen stock indices daily! http://www.mrci.com/client/hilite/hl001.php