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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 26, 2011
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
May11 110426 1389.00 1390.00 1371.75 1382.75 -6.75 73,226 89,672 -21,630
Jul11 110426 1395.75 1397.25 1378.00 1389.25 -7.25 107,841 247,440 +3,378
Aug11 110426 1393.50 1395.00 1378.50 1388.00 -6.50 5,261 15,711 +665
Sep11 110426 1377.25 1388.25 1372.00 1380.75 -7.50 2,045 14,527 +145
Nov11 110426 1381.75 1382.25 1364.75 1374.75 -7.75 25,442 193,132 +1,326
Jan12 110426 1388.50 1390.00 1373.00 1383.25 -6.75 954 22,056 -101
Mar12 110426 1375.00 1389.00 1375.00 1382.00 -7.00 324 13,412 +59
Total Volume and Open Interest 216,548 620,691 -15,950
Soybean Meal(CBOT)
May11 110426 361.90 369.90 356.30 359.80 -1.30 23,980 26,068 -6,049
Jul11 110426 365.90 366.40 360.60 364.40 -1.50 45,218 89,600 +3,542
Aug11 110426 366.00 366.40 362.50 365.60 -1.40 4,720 25,970 +1,297
Sep11 110426 361.50 366.00 360.10 364.40 -1.10 2,765 15,905 +413
Oct11 110426 357.50 360.60 356.50 359.90 -1.60 2,000 14,010 -185
Dec11 110426 361.90 361.90 355.50 359.50 -1.60 6,990 46,929 +400
Jan12 110426 360.20 361.50 359.20 360.70 -1.80 137 3,336 +6
Mar12 110426 363.60 363.60 360.60 362.10 -2.10 140 3,154 -3
Total Volume and Open Interest 86,133 230,998 -530
Soybean Oil(CBOT)
May11 110426 58.31 58.36 57.75 58.05 -0.16 41,805 46,499 -8,731
Jul11 110426 58.94 58.97 58.33 58.62 -0.20 59,666 160,991 -1,485
Aug11 110426 59.14 59.17 58.58 58.87 -0.19 15,862 24,145 +4,854
Sep11 110426 58.92 59.33 58.85 59.12 -0.19 3,421 17,841 +592
Oct11 110426 59.12 59.30 58.96 59.20 -0.17 1,231 13,523 -178
Dec11 110426 59.68 59.72 59.10 59.41 -0.17 7,726 76,629 +1,043
Jan12 110426 59.63 59.63 59.34 59.58 -0.16 255 4,505 +102
Mar12 110426 59.75 59.75 59.35 59.52 -0.16 215 4,306 -14
Total Volume and Open Interest 130,237 352,557 -3,793
Canola(WCE)
May11 110426 572.0 575.0 561.2 566.2 -9.7 9,601 19,321 -7,952
Jul11 110426 584.9 587.0 571.6 576.5 -9.5 11,140 70,269 +3,622
Nov11 110426 587.9 587.9 572.5 578.0 -9.9 5,636 77,599 +1,233
Jan12 110426 587.9 594.3 583.7 585.4 -9.0 59 4,747 +48
Mar12 110426 587.5 587.5 587.5 587.5 -9.0 26 1,084 +26
Total Volume and Open Interest 26,610 175,231 -2,987
Corn(CBOT)
May11 110426 765.50 771.00 751.25 766.25 +3.75 110,024 231,077 -29,941
Jul11 110426 771.25 777.25 756.75 772.75 +4.25 142,797 640,002 +7,744
Sep11 110426 726.00 728.00 711.50 724.50 +0.50 13,218 148,053 +4,158
Dec11 110426 684.00 684.00 666.75 675.75 -5.75 43,086 449,303 +1,759
Mar12 110426 691.75 692.00 676.25 685.50 -4.25 4,993 69,463 -300
May12 110426 698.50 698.50 684.50 693.50 -3.25 1,098 14,387 +392
Total Volume and Open Interest 317,593 1,631,765 -15,808
Wheat(CBOT)
May11 110426 827.00 829.00 798.50 811.25 -14.75 39,743 40,891 -13,242
Jul11 110426 864.00 864.25 833.75 847.00 -14.25 60,259 221,979 +796
Sep11 110426 903.50 905.00 879.75 890.00 -12.75 10,359 67,798 +2,156
Dec11 110426 938.00 940.75 911.00 927.25 -9.75 10,080 100,767 +800
Mar12 110426 962.00 965.00 939.00 953.50 -8.50 871 12,863 +273
Total Volume and Open Interest 122,969 476,675 -8,629
Wheat(KCBT)
May11 110426 962.25 966.00 935.25 950.25 -10.50 14,362 26,676 -6,634
Jul11 110426 974.00 976.75 945.00 960.75 -10.25 16,583 89,926 +366
Sep11 110426 987.00 992.00 967.50 976.50 -10.25 4,741 29,157 +1,453
Dec11 110426 1006.00 1011.00 980.00 993.75 -11.50 2,856 33,293 +646
Mar12 110426 1015.00 1019.00 989.50 1003.25 -12.00 458 4,356 +339
Total Volume and Open Interest 39,196 189,914 -3,719
Wheat(MGE)
May11 110426 983.25 990.25 957.50 973.50 -7.25 2,900 7,826 -574
Jul11 110426 992.00 998.75 966.25 981.50 -7.75 1,902 19,778 +250
Sep11 110426 994.00 1001.25 974.50 982.50 -9.25 670 15,839 +41
Dec11 110426 1004.00 1011.75 981.00 993.50 -9.00 899 12,686 +53
Mar12 110426 1010.75 1019.50 992.25 1003.00 -7.75 95 2,301 +25
Total Volume and Open Interest 6,512 60,728 -189
Oats(CBOT)
May11 110426 398.00 398.75 385.75 389.75 -8.25 279 1,991 -79
Jul11 110426 408.75 409.75 396.50 400.00 -7.50 511 8,851 +107
Sep11 110426 407.50 411.00 402.00 404.50 -6.50 10 232 +3
Dec11 110426 414.75 414.75 405.00 409.00 -5.25 54 2,710 +1
Total Volume and Open Interest 854 13,789 +32
Rough Rice(CBOT)
May11 110426 14.40 14.48 14.20 14.35 -0.13 908 4,579 -320
Jul11 110426 14.81 14.81 14.52 14.66 -0.15 973 14,062 +263
Sep11 110426 15.35 15.50 15.25 15.39 -0.08 88 4,518 +27
Nov11 110426 15.64 15.74 15.51 15.68 -0.06 33 954 +1
Total Volume and Open Interest 2,008 24,590 -27
Live Cattle(CME)
Apr11 110426 116.850 116.850 115.580 116.035 unch 3,728 9,430 -1,990
Jun11 110426 113.100 113.350 112.035 112.300 -0.500 18,564 164,017 -2,302
Aug11 110426 114.800 114.930 114.035 114.450 unch 6,769 89,626 +1,312
Oct11 110426 119.850 120.000 119.230 119.385 -0.150 3,577 54,592 +375
Dec11 110426 121.400 121.885 121.080 121.480 +0.180 2,558 40,090 +207
Feb12 110426 121.650 121.900 121.250 121.635 +0.205 641 11,356 +100
Total Volume and Open Interest 36,014 374,763 -2,226
Feeder Cattle(CME)
Apr11 110425 132.130 132.130 132.130 132.130 -0.155 685 1,452 -67
May11 110426 129.600 130.250 128.700 128.750 -1.235 1,243 8,880 -229
Aug11 110426 133.250 134.185 132.935 132.950 -1.000 2,357 23,309 +11
Sep11 110426 134.700 135.100 133.735 133.800 -1.300 364 4,664 +92
Oct11 110426 134.650 135.185 133.880 134.050 -1.150 144 2,651 +37
Nov11 110426 134.700 135.150 133.900 134.300 -0.900 127 1,381 +32
Jan12 110426 133.150 133.250 132.200 132.500 -1.200 10 310 -2
Total Volume and Open Interest 4,839 42,373 -358
Lean Hogs(CME)
May11 110426 100.730 100.785 97.850 98.635 -2.015 514 5,147 -137
Jun11 110426 98.430 98.930 96.430 97.100 -1.435 13,804 88,667 -916
Jul11 110426 99.350 99.500 97.100 97.830 -1.420 2,534 30,499 +228
Aug11 110426 99.700 99.700 97.385 97.980 -1.500 2,401 36,359 +64
Oct11 110426 91.500 91.500 88.900 89.750 -1.550 2,284 33,702 +67
Dec11 110426 87.480 87.650 85.050 85.750 -1.800 2,083 26,888 +481
Feb12 110426 88.500 88.650 86.135 86.900 -1.400 650 6,540 +107
Apr12 110426 88.850 88.850 87.285 88.200 -1.450 122 3,843 +55
Total Volume and Open Interest 24,411 233,648 -42
Class III Milk(CME)
Apr11 110426 16.80 16.81 16.78 16.80 unch 104 5,411 -2
May11 110426 16.12 16.37 16.11 16.26 +0.10 433 5,476 -101
Jun11 110426 16.96 17.21 16.85 17.18 +0.27 192 4,599 +25
Jul11 110426 17.42 17.65 17.40 17.62 +0.22 44 3,418 +2
Aug11 110426 17.88 18.00 17.79 17.94 +0.15 16 3,248 +3
Total Volume and Open Interest 830 35,383 -55
Cocoa(ICE)
May11 110426 3150 3150 3131 3131 +3 16 448 -11
Jul11 110426 3064 3099 3053 3093 +33 5,354 71,076 +549
Sep11 110426 3100 3105 3062 3102 +30 1,375 23,449 -488
Dec11 110426 3102 3120 3094 3118 +31 1,819 23,458 +113
Mar12 110426 3157 3166 3150 3166 +29 78 23,167 -3
May12 110426 3166 3166 3161 3161 +29 6 5,852 -1
Jul12 110426 3156 3156 3156 3156 +29 7 1,524 +0
Total Volume and Open Interest 8,692 153,450 +173
Coffee "C"(ICE)
May11 110426 286.70 297.00 284.50 294.95 +7.05 456 1,097 -603
Jul11 110426 289.55 299.50 286.85 296.30 +5.50 8,203 71,123 -519
Sep11 110426 293.20 302.15 290.00 299.15 +5.50 1,972 18,951 +421
Dec11 110426 294.80 304.45 294.80 301.80 +5.60 506 18,325 -14
Mar12 110426 297.60 304.75 297.35 302.25 +5.80 197 3,677 -13
May12 110426 297.25 304.35 297.25 301.95 +5.85 141 2,111 -14
Total Volume and Open Interest 11,644 116,842 -736
Orange Juice(ICE)
May11 110426 168.00 169.00 166.50 168.20 -0.30 1,415 3,345 -1,180
Jul11 110426 166.00 166.80 164.60 165.35 -1.60 1,960 21,700 +522
Sep11 110426 163.70 163.70 162.35 162.60 -1.60 219 1,867 +147
Nov11 110426 159.75 159.95 159.65 159.90 -1.30 16 1,554 +11
Jan12 110426 158.65 158.65 158.65 158.65 -1.30 3 172 +2
Mar12 110426 158.05 158.05 158.05 158.05 -1.30 25 66 +25
Total Volume and Open Interest 3,643 28,798 -468
Sugar #11(ICE)
May11 110426 25.12 25.25 24.68 24.94 -0.13 28,310 64,266 -7,709
Jul11 110426 23.37 23.46 22.86 23.24 -0.16 42,389 281,671 +2,459
Oct11 110426 23.28 23.28 22.71 23.11 -0.08 15,913 124,508 +2,696
Mar12 110426 23.20 23.36 22.90 23.26 -0.08 6,063 72,083 +614
May12 110426 22.71 22.94 22.53 22.90 +0.04 1,381 20,259 +371
Total Volume and Open Interest 95,768 615,244 -1,551
London Cocoa(LCE)
May11 110426 1873 1903 1865 1899 +25 1,437 41,826 -278
Jul11 110426 1887 1912 1876 1907 +17 4,650 60,259 +1,232
Sep11 110426 1904 1928 1893 1924 +16 2,976 32,787 +1,576
Dec11 110426 1916 1944 1909 1941 +16 1,455 32,473 +89
Mar12 110426 1933 1958 1925 1955 +12 939 27,521 +666
May12 110426 1940 1967 1937 1967 +12 125 7,790 +39
Jul12 110426 1975 1975 1975 1975 +12 0 3,959 +0
Total Volume and Open Interest 11,582 216,440 +3,324
London Sugar(LCE)
Aug11 110426 628.10 638.00 626.80 633.10 -6.00 3,405 27,353 +1,266
Oct11 110426 608.90 616.60 605.00 613.10 -6.00 553 8,194 +236
Dec11 110426 615.30 616.90 612.50 616.90 -2.60 174 2,357 +58
Mar12 110426 608.00 610.70 606.80 610.00 -3.80 88 1,708 -13
May12 110426 595.50 595.50 595.50 595.50 -1.90 55 1,087 +11
Total Volume and Open Interest 4,281 41,372 +1,558
Cotton(ICE)
May11 110426 187.00 187.00 180.90 181.84 -6.24 9,776 6,589 -8,914
Jul11 110426 165.15 165.58 160.39 160.39 -6.00 16,086 75,864 -260
Oct11 110426 148.37 148.37 145.42 145.42 -6.00 28 481 +24
Dec11 110426 134.01 134.01 128.90 129.44 -4.52 2,282 60,324 +272
Mar12 110426 123.26 123.26 120.92 120.92 -4.15 166 7,475 +62
May12 110426 114.41 114.41 113.74 113.87 -3.55 49 2,342 -4
Total Volume and Open Interest 28,594 158,079 -8,652
Lumber(CME)
May11 110426 233.1 237.7 229.2 230.6 -3.4 893 2,303 -142
Jul11 110426 252.9 254.3 246.6 249.0 -3.5 795 5,511 +57
Sep11 110426 267.5 270.9 264.0 266.9 -2.4 359 1,416 -18
Nov11 110426 270.8 271.2 266.0 269.3 unch 83 365 +29
Total Volume and Open Interest 2,131 9,607 -73
Crude Oil(NYM)
Jun11 110426 112.15 112.64 111.12 112.21 -0.07 240,462 355,227 -5,858
Jul11 110426 112.57 113.12 111.60 112.71 -0.04 52,043 184,202 +1,698
Aug11 110426 112.75 113.37 111.96 112.98 -0.03 21,745 71,493 +861
Sep11 110426 112.42 113.49 111.99 113.10 +0.01 18,870 68,695 -602
Oct11 110426 112.08 113.43 111.99 113.13 +0.05 7,752 40,237 +64
Nov11 110426 112.98 113.27 112.75 113.12 +0.10 5,536 36,275 +7
Dec11 110426 112.35 113.46 111.88 113.08 +0.14 35,056 188,571 +2,419
Jan12 110426 111.82 113.19 111.82 112.93 +0.17 2,457 37,255 +141
Feb12 110426 112.49 112.76 112.39 112.73 +0.20 2,294 17,609 +273
Mar12 110426 111.52 112.69 111.52 112.51 +0.22 3,254 30,989 +518
Apr12 110426 111.00 112.33 111.00 112.28 +0.26 1,001 13,718 -156
May12 110426 112.12 112.12 111.47 112.01 +0.28 846 12,792 -60
Jun12 110426 110.79 111.72 110.79 111.72 +0.31 5,081 68,823 +879
Jul12 110426 111.36 111.36 111.36 111.36 +0.34 666 16,596 +117
Aug12 110426 111.01 111.01 111.01 111.01 +0.38 509 10,806 -14
Sep12 110426 110.70 110.70 110.70 110.70 +0.43 386 12,217 -50
Total Volume and Open Interest 420,991 1,547,658 +352
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 110426 112.125 112.625 111.150 112.200 -0.075 8,000 2,896 +106
Jul11 110426 111.900 113.050 111.675 112.700 -0.050 269 531 +34
Aug11 110426 112.400 113.200 111.950 112.975 -0.025 81 81 +11
Sep11 110426 112.000 113.275 112.000 113.100 unch 5 55 -1
Oct11 110426 113.125 113.125 113.125 113.125 +0.050 7 44 +2
Nov11 110426 113.125 113.125 113.125 113.125 +0.100 1 15 +0
Dec11 110426 113.075 113.075 113.075 113.075 +0.125 12 318 +3
Jan12 110426 112.925 112.925 112.925 112.925 +0.175 1 5 +0
Total Volume and Open Interest 8,376 4,119 +155
Heating Oil(NYM)
May11 110426 318.25 321.66 317.00 321.11 +2.91 25,366 38,903 -6,050
Jun11 110426 319.55 323.25 318.50 322.73 +2.84 41,446 101,470 +3,439
Jul11 110426 321.20 324.95 320.40 324.43 +2.70 11,948 45,800 +89
Aug11 110426 322.38 326.65 322.38 326.18 +2.64 6,632 25,494 -465
Sep11 110426 327.72 328.15 325.69 327.94 +2.63 4,882 20,522 +689
Oct11 110426 325.53 329.61 325.53 329.61 +2.63 1,520 9,939 +169
Nov11 110426 330.25 331.16 329.75 331.16 +2.60 1,351 7,834 -205
Dec11 110426 329.17 332.91 328.90 332.61 +2.58 9,316 29,818 -613
Jan12 110426 330.07 334.05 330.07 334.05 +2.55 1,017 10,759 +173
Feb12 110426 333.57 334.20 333.38 334.20 +2.55 205 4,449 +41
Mar12 110426 332.78 332.78 332.78 332.78 +2.53 225 2,649 +44
Apr12 110426 330.16 330.16 330.16 330.16 +2.51 165 939 -62
Total Volume and Open Interest 106,090 315,375 -2,015
Gasoline(NYMEX)
May11 110426 332.00 337.39 330.00 335.72 +3.43 38,105 42,309 -3,691
Jun11 110426 327.50 332.25 325.33 330.72 +2.87 52,230 89,822 +1,115
Jul11 110426 322.90 328.22 321.83 326.84 +2.40 22,575 45,706 +1,491
Aug11 110426 319.50 324.43 319.50 323.33 +2.06 11,919 23,266 +543
Sep11 110426 316.50 320.97 316.50 319.98 +1.81 5,028 22,042 -220
Oct11 110426 304.11 304.80 303.11 304.52 +1.59 2,566 18,532 +163
Nov11 110426 298.02 301.18 298.02 300.87 +1.44 1,050 7,430 -157
Dec11 110426 294.90 299.12 294.64 299.04 +1.31 3,112 25,208 +158
Jan12 110426 298.50 299.01 298.50 299.01 +1.25 634 6,528 -157
Feb12 110426 300.26 300.26 300.26 300.26 +1.25 486 2,656 +117
Total Volume and Open Interest 138,636 302,492 +103
e-miNY RBOB Gasoline(NYM)
May11 110426 335.70 335.72 335.70 335.70 +3.40 0 3 +0
Jun11 110426 330.70 330.72 330.70 330.70 +2.80 0 1 +0
Jul11 110426 326.80 326.84 326.80 326.80 +2.40 0 1 +0
Aug11 110426 323.30 323.33 323.30 323.30 +2.00 0 1 +0
Total Volume and Open Interest 0 9 +0
Natural Gas(NYM)
May11 110426 4.377 4.409 4.333 4.387 -0.002 138,980 34,547 -16,073
Jun11 110426 4.441 4.477 4.392 4.444 -0.008 88,470 149,700 +396
Jul11 110426 4.522 4.550 4.464 4.512 -0.010 34,049 206,973 +844
Aug11 110426 4.554 4.597 4.513 4.558 -0.008 16,554 67,510 +1,908
Sep11 110426 4.541 4.609 4.525 4.572 -0.006 12,082 73,576 +1,400
Oct11 110426 4.583 4.653 4.571 4.616 -0.004 24,247 86,002 +1,111
Nov11 110426 4.762 4.799 4.724 4.767 -0.006 10,758 36,993 +1,508
Dec11 110426 5.000 5.022 4.955 4.993 -0.007 5,025 29,223 +222
Jan12 110426 5.093 5.136 5.069 5.110 -0.005 10,900 85,697 +203
Feb12 110426 5.101 5.118 5.053 5.092 -0.007 1,451 17,153 +140
Mar12 110426 4.990 5.030 4.990 5.024 -0.005 3,531 31,853 +812
Apr12 110426 4.905 4.905 4.845 4.882 -0.007 2,461 31,892 -22
May12 110426 4.892 4.902 4.868 4.902 -0.005 433 9,411 -70
Jun12 110426 4.940 4.940 4.910 4.935 -0.005 285 5,529 -14
Jul12 110426 4.964 4.978 4.945 4.978 -0.005 304 5,118 -73
Aug12 110426 4.971 5.003 4.970 5.003 -0.005 263 5,634 -39
Total Volume and Open Interest 351,234 954,385 -7,465
Brent Crude Oil(ICE)
Jun11 110426 123.45 124.40 122.78 124.14 +0.48 133,916 232,382 -4,020
Jul11 110426 122.75 124.00 122.45 123.78 +0.49 38,280 135,103 +2,064
Aug11 110426 122.32 123.60 122.12 123.45 +0.48 17,471 48,818 +547
Sep11 110426 121.93 123.20 121.87 123.05 +0.48 11,289 46,032 +1,215
Oct11 110426 121.48 122.79 121.46 122.65 +0.47 6,663 29,474 +1,056
Nov11 110426 121.09 122.41 120.97 122.25 +0.45 3,802 20,625 -320
Dec11 110426 120.57 122.02 120.55 121.83 +0.42 19,284 99,902 -501
Jan12 110426 121.46 121.47 120.81 121.45 +0.42 1,684 18,431 -420
Feb12 110426 121.08 121.08 120.99 121.07 +0.43 441 14,582 -105
Mar12 110426 120.60 120.69 120.60 120.69 +0.45 416 29,427 +32
Apr12 110426 120.26 120.26 120.26 120.26 +0.47 697 5,753 +166
May12 110426 119.83 119.83 119.83 119.83 +0.50 702 5,709 +136
Jun12 110426 118.79 119.40 118.74 119.40 +0.54 2,338 35,400 -276
Jul12 110426 118.94 118.94 118.94 118.94 +0.53 237 2,247 -23
Total Volume and Open Interest 244,414 847,968 -363
Gas Oil(ICE)
May11 110426 1009.50 1021.00 1008.25 1017.75 +8.50 43,215 112,341 -3,467
Jun11 110426 1013.25 1025.00 1012.00 1021.50 +8.50 51,378 127,604 +3,704
Jul11 110426 1016.75 1028.50 1016.25 1025.00 +8.25 15,957 62,106 +2,063
Aug11 110426 1022.00 1032.00 1020.00 1028.25 +8.25 4,983 29,997 -499
Sep11 110426 1028.75 1033.75 1028.75 1031.25 +8.50 7,083 46,877 -628
Oct11 110426 1030.75 1034.25 1030.25 1033.25 +8.75 5,465 33,174 +1,229
Nov11 110426 1031.00 1034.50 1031.00 1033.75 +8.75 3,154 21,257 -18
Dec11 110426 1026.25 1037.50 1025.25 1034.50 +8.75 14,774 64,910 -2,275
Jan12 110426 1035.00 1036.50 1035.00 1036.50 +8.50 1,160 25,778 +437
Feb12 110426 1034.50 1035.75 1034.50 1035.75 +8.25 853 6,658 -222
Total Volume and Open Interest 151,464 616,663 +475
Ethanol(CBOT)
Apr11 110405 2.695 2.710 2.695 2.706 -0.009 94 259 -79
May11 110426 2.610 2.655 2.610 2.645 +0.014 89 785 -40
Jun11 110426 2.630 2.667 2.630 2.660 +0.019 199 971 +42
Jul11 110426 2.652 2.676 2.652 2.673 +0.020 58 1,156 +18
Aug11 110426 2.665 2.685 2.665 2.677 +0.008 63 737 +36
Sep11 110426 2.638 2.650 2.638 2.644 +0.005 67 1,000 +29
Oct11 110426 2.560 2.569 2.530 2.538 -0.004 128 839 +32
Nov11 110426 2.484 2.504 2.473 2.475 -0.009 13 570 +1
Total Volume and Open Interest 667 7,517 +128
WTI Crude Oil(ICE
Jun11 110426 111.76 112.63 111.15 112.21 -0.07 58,566 103,578 +2,366
Jul11 110426 112.08 113.11 111.64 112.71 -0.04 15,262 72,281 +877
Aug11 110426 112.14 113.34 111.91 112.98 -0.03 10,672 28,932 +769
Sep11 110426 112.66 113.34 112.50 113.10 +0.01 8,219 29,327 -124
Oct11 110426 112.90 113.34 112.52 113.13 +0.05 3,348 18,881 +276
Nov11 110426 112.84 113.28 112.56 113.12 +0.10 2,543 15,120 +128
Dec11 110426 112.16 113.46 112.16 113.08 +0.14 14,289 89,727 +1,473
Jan12 110426 112.83 112.94 112.66 112.93 +0.17 807 12,132 +23
Feb12 110426 112.49 112.73 112.44 112.73 +0.20 623 3,121 +117
Mar12 110426 112.51 112.51 112.51 112.51 +0.22 386 10,706 -53
Apr12 110426 112.28 112.28 112.28 112.28 +0.26 160 3,334 +0
May12 110426 112.01 112.01 112.01 112.01 +0.28 136 2,007 +0
Jun12 110426 111.74 111.76 111.17 111.72 +0.31 1,042 26,300 +230
Jul12 110426 111.36 111.36 111.36 111.36 +0.34 266 1,361 +231
Aug12 110426 111.01 111.01 111.01 111.01 +0.38 95 825 +17
Sep12 110426 110.70 110.70 110.70 110.70 +0.43 72 4,118 +0
Total Volume and Open Interest 121,235 526,138 +6,057
US Dollar Index(ICE)
Jun11 110426 74.280 74.520 73.935 74.025 -0.155 23,833 49,950 +1,453
Sep11 110426 74.910 74.950 74.375 74.450 -0.145 92 693 +26
Dec11 110426 74.915 74.915 74.915 74.915 -0.110 0 1 +0
Total Volume and Open Interest 23,925 50,645 +1,479
Australian Dollar(CME)
Jun11 110426 106.60 107.28 106.13 107.12 +0.55 73,781 144,355 -2,224
Sep11 110426 105.17 105.96 104.84 105.81 +0.54 95 736 +27
Dec11 110426 104.59 104.59 104.07 104.59 +0.52 0 59 +0
Total Volume and Open Interest 73,876 145,150 -2,197
British Pound(CME)
Jun11 110426 164.81 165.23 164.21 164.66 -0.30 138,520 118,162 +6,047
Sep11 110426 164.60 164.97 164.39 164.42 -0.31 65 452 +22
Dec11 110426 164.37 164.48 163.77 164.16 -0.32 0 36 +0
Total Volume and Open Interest 138,585 118,655 +6,069
Canadian Dollar(CME)
Jun11 110426 104.62 105.18 104.43 104.80 +0.13 61,958 141,219 +1,674
Sep11 110426 104.45 104.88 104.25 104.54 +0.14 162 2,805 +24
Dec11 110426 104.15 104.54 104.10 104.23 +0.13 73 2,482 +1
Mar12 110426 104.13 104.13 103.76 103.88 +0.12 8 247 -1
Total Volume and Open Interest 62,201 146,785 +1,698
Japanese Yen(CME)
Jun11 110426 122.24 122.75 122.02 122.56 +0.25 114,869 121,863 -3,772
Sep11 110426 122.51 122.79 122.12 122.65 +0.26 177 1,364 +52
Dec11 110426 122.66 122.78 122.52 122.78 +0.26 9 123 +4
Total Volume and Open Interest 115,055 123,357 -3,716
Swiss Franc(CME)
Jun11 110426 113.50 114.38 112.93 113.96 +0.39 48,388 70,614 -1,281
Sep11 110426 113.38 114.40 113.38 114.01 +0.39 58 148 +25
Dec11 110426 114.04 114.04 113.65 114.04 +0.39 0 11 +0
Total Volume and Open Interest 48,446 70,774 -1,256
EuroFX(CME)
Jun11 110426 145.62 146.40 144.76 146.14 +0.47 276,678 243,366 -2,992
Sep11 110426 144.96 145.93 144.37 145.72 +0.47 488 3,213 +76
Dec11 110426 145.27 145.27 144.80 145.27 +0.47 1 86 +0
Total Volume and Open Interest 277,167 246,991 -2,916
Mexican Peso(CME)
May11 110426 862.2 862.2 859.8 862.2 +2.5      
Jun11 110426 857.2 861.0 856.2 860.2 +2.5 17,309 171,773 -815
Total Volume and Open Interest 17,309 171,909 -815
30-Year T-Bonds(CBOT)
Jun11 110426 121~190 122~050 121~190 122~050 +0~210      
Sep11 110426 120~020 120~220 120~000 120~210 +0~210 238 2,083 +87
Dec11 110426 119~060 119~060 118~170 119~060 +0~210 0 31 +0
Total Volume and Open Interest 176,730 568,389 +2,276
10-Year T-Notes(CBOT)
Jun11 110426 120~090 120~250 120~070 120~215 +0~110 680,740 1,638,827 +4,381
Sep11 110426 118~240 119~085 118~240 119~060 +0~115 2,497 6,926 +1,670
Dec11 110426 118~060 118~060 117~265 118~060 +0~115 0 4 +0
Total Volume and Open Interest 683,237 1,645,757 +6,051
5-Year T-Notes(CBOT)
Jun11 110426 117~096 118~007 117~088 117~127 +0~029 437,174 1,406,920 +21,239
Sep11 110426 116~064 116~094 116~063 116~094 +0~031 1,003 3,729 +1,000
Dec11 110426 115~118 115~118 115~087 115~118 +0~031      
Total Volume and Open Interest 438,177 1,410,649 +22,239
2 Year T-Notes(CBOT)
Jun11 110426 109~055 109~064 109~051 109~062 +0~007 176,151 1,052,919 +10,514
Sep11 110426 108~122 109~000 108~118 108~127 +0~007 455 4,671 +363
Dec11 110426 108~065 108~065 108~058 108~065 +0~007      
Total Volume and Open Interest 176,606 1,057,590 +10,877
Eurodollars(CME)
Jun11 110426 99.695 99.700 99.690 99.695 unch 58,633 1,024,798 -3,626
Sep11 110426 99.630 99.645 99.625 99.635 +0.005 117,894 1,423,650 -10,623
Dec11 110426 99.525 99.540 99.520 99.535 +0.010 182,063 1,572,338 +8,959
Mar12 110426 99.355 99.380 99.345 99.375 +0.020 192,185 1,477,329 +8,224
Jun12 110426 99.090 99.125 99.065 99.115 +0.025 262,801 1,165,025 +14,846
Sep12 110426 98.745 98.805 98.720 98.790 +0.040 211,297 683,529 -3,321
Dec12 110426 98.390 98.465 98.365 98.445 +0.055 176,243 504,264 -2,634
Mar13 110426 98.075 98.165 98.055 98.145 +0.065 153,614 330,674 -2,148
Jun13 110426 97.790 97.885 97.770 97.860 +0.070 93,332 258,273 -552
Sep13 110426 97.510 97.610 97.495 97.585 +0.075 76,810 249,803 +2,768
Dec13 110426 97.235 97.340 97.220 97.320 +0.080 55,905 182,542 +927
Mar14 110426 97.005 97.105 96.990 97.085 +0.080 54,349 168,650 -272
Jun14 110426 96.780 96.875 96.765 96.855 +0.075 20,429 108,223 +257
Sep14 110426 96.565 96.660 96.555 96.640 +0.075 11,092 61,398 -261
Dec14 110426 96.350 96.445 96.335 96.425 +0.075 10,292 74,912 -639
Mar15 110426 96.175 96.265 96.160 96.245 +0.070 13,437 55,580 -165
Jun15 110426 4.255 4.340 4.240 4.315 +0.060 4,434 40,569 +632
Sep15 110426 4.100 4.180 4.095 4.155 +0.055 4,478 38,385 +522
Total Volume and Open Interest 1,714,086 9,614,987 +12,651
30 Day Federal Funds(CBOT)
Apr11 110426 99.900 99.900 99.897 99.900 unch 3,230 80,944 +1,386
May11 110426 99.895 99.895 99.890 99.890 unch 4,473 80,117 -415
Jun11 110426 99.880 99.885 99.875 99.880 +0.005 2,451 55,328 -847
Jul11 110426 99.860 99.865 99.860 99.860 unch 878 47,673 +123
Aug11 110426 99.845 99.850 99.840 99.845 +0.005 1,532 45,167 +492
Sep11 110426 99.830 99.840 99.830 99.835 +0.005 1,010 34,515 -93
Total Volume and Open Interest 32,122 686,325 +1,358
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 110426 99.675 99.675 99.675 99.675 unch 0 750 +0
Sep11 110426 99.673 99.673 99.673 99.673 unch      
Dec11 110426 99.665 99.665 99.665 99.665 unch 0 75 +0
Mar12 110426 99.652 99.652 99.652 99.652 unch      
Jun12 110426 99.680 99.680 99.680 99.680 unch      
Sep12 110426 99.610 99.610 99.610 99.610 unch      
Dec12 110426 99.570 99.570 99.570 99.570 unch      
Mar13 110426 99.570 99.570 99.570 99.570 unch      
Jun13 110426 99.525 99.525 99.525 99.525 unch      
Sep13 110426 99.385 99.385 99.385 99.385 unch      
Total Volume and Open Interest 0 825 +0
3-Mth Euro-Yen(SGX)
Jun11 110426 99.68 99.68 99.68 99.68 unch 1 5,402 -1
Sep11 110426 99.67 99.67 99.67 99.67 unch 0 1,533 +0
Dec11 110426 99.67 99.67 99.67 99.67 unch 49 1,953 -38
Mar12 110426 99.65 99.65 99.65 99.65 unch 100 3,672 +100
Jun12 110426 99.68 99.68 99.68 99.68 unch 0 1,254 +0
Sep12 110426 99.61 99.61 99.61 99.61 unch 0 411 +0
Dec12 110426 99.57 99.57 99.57 99.57 unch 0 24 +0
Mar13 110426 99.57 99.57 99.57 99.57 unch 0 1 +0
Total Volume and Open Interest 150 14,250 +61
Japanese Gov't Bonds(SGX)
Jun11 110426 139.75 139.86 139.74 139.82 +0.17 1,093 12,234 +579
Sep11 110426 138.92 138.92 138.92 138.92 +0.17 0 1 +0
Dec11 110426 136.83 136.83 136.83 136.83 +0.17      
Total Volume and Open Interest 1,093 12,235 +579
Euro-Bund(EUREX)
Jun11 110426 122.43 122.58 122.24 122.51 +0.20 867,764 889,588 -5,428
Sep11 110426 122.08 122.14 121.95 122.14 +0.22 351 6,363 +33
Dec11 110426 121.41 121.41 121.41 121.41 +0.20      
Total Volume and Open Interest 868,115 895,951 -5,395
Euro-Bobl(EUREX)
Jun11 110426 115.12 115.24 115.00 115.18 +0.43 574,118 781,605 -8,826
Sep11 110426 114.49 114.49 114.49 114.49 +0.14 3,403 18,742 +800
Dec11 110426 114.73 114.73 114.73 114.73 +0.15      
Total Volume and Open Interest 581,398 794,742 -4,805
3-Mth Euribor(EUREX)
Jun11 110426 98.475 98.485 98.475 98.475 +0.010 334 7,135 -70
Sep11 110426 98.210 98.210 98.210 98.210 +0.020 570 2,690 -434
Dec11 110426 97.980 97.995 97.980 97.995 +0.025 5 1,096 +0
Total Volume and Open Interest 909 13,238 -504
Long Gilt(LIFFE)
Jun11 110426 118~25 119~06 118~24 119~02 +0~13 96,847 367,794 +1,668
Sep11 110426 117~26 117~26 117~26 117~26 +0~13 0 10 +0
Total Volume and Open Interest 96,847 367,804 +1,668
3-Mth Short Sterling(LIFFE)
Jun11 110426 99.16 99.17 99.14 99.14 -0.02 107,977 534,779 +49,777
Sep11 110426 99.04 99.06 99.01 99.02 -0.01 126,762 481,125 +39,060
Dec11 110426 98.85 98.87 98.82 98.84 +0.01 111,958 492,497 +54,064
Mar12 110426 98.64 98.65 98.61 98.63 +0.02 101,842 428,825 +44,767
Jun12 110426 98.36 98.39 98.35 98.37 +0.03 100,163 329,710 +38,263
Sep12 110426 98.08 98.11 98.07 98.10 +0.05 68,176 211,792 +17,401
Total Volume and Open Interest 730,155 2,914,068 +280,692
3-Mth Euribor(LIFFE)
Jun11 110426 98.470 98.485 98.465 98.475 +0.010 177,644 991,573 +60,960
Sep11 110426 98.195 98.215 98.195 98.210 +0.020 128,637 762,427 +13,803
Dec11 110426 97.975 98.000 97.970 97.990 +0.020 92,103 690,348 -1,522
Total Volume and Open Interest 725,065 4,292,749 +24,287
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 110426 1501.5 1506.3 1495.0 1503.0 -5.6 237 600 +0
Jun11 110426 1507.2 1508.5 1492.0 1503.5 -5.6 127,269 354,322 -8,656
Aug11 110426 1509.3 1509.3 1494.5 1504.7 -5.6 11,151 60,214 +2,148
Oct11 110426 1499.9 1508.5 1496.9 1505.8 -5.7 259 6,120 -65
Dec11 110426 1509.6 1511.9 1497.3 1506.9 -5.7 1,156 36,759 -165
Feb12 110426 1513.0 1513.0 1503.0 1508.4 -5.7 40 6,917 -5
Apr12 110426 1510.1 1510.4 1508.0 1510.1 -5.7 12 5,399 +8
Jun12 110426 1513.7 1517.0 1508.5 1512.1 -5.9 255 8,543 +226
Aug12 110426 1514.3 1514.3 1514.3 1514.3 -6.0 0 2,792 +0
Oct12 110426 1517.5 1517.5 1517.5 1517.5 -6.2 0 3,347 +0
Dec12 110426 1523.5 1525.4 1515.5 1521.5 -6.3 342 12,115 -166
Feb13 110426 1526.1 1526.1 1526.1 1526.1 -6.5 0 104 +0
Total Volume and Open Interest 141,956 531,503 -6,264
Silver(CMX)
May11 110426 4697.0 4715.5 4461.0 4505.0 -209.9 141,213 43,170 -3,669
Jul11 110426 4698.5 4717.0 4464.0 4507.9 -209.4 41,626 59,275 +9,412
Sep11 110426 4710.0 4710.0 4467.0 4508.9 -208.9 2,750 9,532 +261
Dec11 110426 4711.5 4712.0 4468.5 4509.4 -209.0 2,472 17,508 -493
Mar12 110426 4639.0 4639.0 4498.5 4505.8 -209.3 104 1,732 +55
May12 110426 4664.0 4665.5 4500.0 4503.6 -209.5 47 480 +5
Jul12 110426 4626.0 4636.0 4500.9 4500.9 -210.0 24 1,493 +1
Total Volume and Open Interest 189,781 149,899 +5,598
Platinum(NYMEX)
Apr11 110426 1831.5 1831.5 1812.4 1812.4 -22.7 6 102 +30
Jul11 110426 1832.5 1832.5 1796.1 1805.4 -22.7 4,385 35,147 +346
Oct11 110426 1815.7 1820.0 1809.0 1809.1 -22.7 41 1,289 +13
Jan12 110426 1808.8 1811.9 1808.8 1811.1 -22.7 0 21 +0
Total Volume and Open Interest 4,454 36,605 +359
Palladium(NYMEX)
Jun11 110426 758.00 761.35 745.50 755.70 -5.10 2,768 19,656 -298
Sep11 110426 748.55 757.30 748.55 757.30 -5.00 324 1,170 +273
Dec11 110426 758.70 758.70 758.70 758.70 -4.70 1 337 +0
Total Volume and Open Interest 3,095 21,168 -24
Copper(CMX)
May11 110426 430.15 434.15 425.15 431.90 +1.60 40,048 25,555 -1,713
Jul11 110426 431.25 436.20 427.25 433.95 +1.60 16,209 68,384 +1,971
Sep11 110426 430.10 437.55 428.85 435.45 +1.60 1,607 21,953 +884
Dec11 110426 430.35 438.00 430.35 436.60 +1.70 484 8,365 -224
Mar12 110426 438.40 438.40 437.00 437.00 +1.65 108 2,555 -4
Total Volume and Open Interest 59,321 132,063 +1,218
DJIA Index(CBOT)
Jun11 110426 12430 12555 12398 12518 +91 455 14,955 +77
Sep11 110426 12449 12449 12358 12449 +91 0 11 +0
Dec11 110426 12382 12382 12291 12382 +91 0 1 +0
Mar12 110426 12324 12324 12233 12324 +91      
Total Volume and Open Interest 455 14,967 +77
S & P 500(CME)
Jun11 110426 1330.70 1345.80 1328.30 1340.90 +10.10 16,201 308,875 +2,003
Sep11 110426 1330.30 1340.50 1330.30 1335.60 +10.10 2 6,170 -18
Dec11 110426 1330.10 1335.00 1330.10 1330.10 +10.10 0 2,694 -31
Mar12 110426 1325.50 1330.40 1325.50 1325.50 +10.10      
Total Volume and Open Interest 16,203 317,744 +1,954
S & P 500 E-Mini(Globex)
Jun11 110426 1341.00 1341.50 1340.25 1341.00 +10.00      
Sep11 110426 1325.50 1340.25 1323.50 1335.50 +10.00 3,839 15,381 +2,661
Total Volume and Open Interest 1,280,291 2,699,643 -10,272
NASDAQ 100(CME)
Jun11 110426 2377.50 2403.00 2373.30 2384.80 +7.30 1,345 16,681 +725
Sep11 110426 2380.80 2392.00 2380.80 2380.80 +7.30 0 3 +0
Dec11 110426 2377.30 2392.00 2377.30 2377.30 +7.30 0 2 +0
Total Volume and Open Interest 1,345 16,686 +725
NASDAQ 100 E-Mini(Globex)
Jun11 110426 2377.30 2402.00 2372.80 2384.80 +7.30 242,215 351,746 +8,080
Sep11 110426 2377.80 2395.80 2371.00 2380.80 +7.30 360 897 +246
Total Volume and Open Interest 242,575 352,660 +8,326
S & P Midcap 400(CME)
Jun11 110426 1002.00 1007.00 1000.10 1000.10 +8.40 2 1,808 -1
Sep11 110426 997.90 998.50 997.90 997.90 +8.40      
Dec11 110426 996.30 996.90 996.30 996.30 +8.40      
Total Volume and Open Interest 2 1,808 -1
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Jun11 110426 9705 9705 9550 9635 -35 6,584 55,464 -165
Sep11 110426 9665 9700 9665 9665 -35 0 11 +0
Total Volume and Open Interest 6,584 55,475 -165
Nikkei 225(SGX)
Jun11 110426 9675 9685 9535 9570 -100 61,145 224,673 -8,155
Sep11 110426 9585 9585 9540 9570 -95 0 1,354 -2
Dec11 110426 9515 9515 9515 9515 -100 0 5,859 +0
Total Volume and Open Interest 61,161 237,197 -8,157
CAC 40(EURONEXT)
May11 110426 3939.0 3983.5 3939.0 3975.0 +21.0 127,292 305,564 +2,471
Jun11 110426 3900.0 3939.0 3895.5 3932.0 +21.0 1,093 26,618 +366
Jul11 110426 3929.5 3929.5 3929.5 3929.5 +20.5      
Total Volume and Open Interest 128,385 332,183 +2,837
Hang Seng Index(HKFE)
Apr11 110426 23981 24091 23812 23956 -146 74,921 87,329 -5,017
May11 110426 23830 23921 23645 23780 -150 4,654 7,825 +1,095
Jun11 110426 23600 23760 23474 23644 -137 494 5,962 +68
Total Volume and Open Interest 80,159 102,312 -3,877
DAX(EUREX)
Jun11 110426 7306.5 7393.0 7291.5 7372.0 +59.0 150,414 179,555 +6,382
Sep11 110426 7329.0 7417.5 7320.0 7398.5 +59.0 568 5,491 +131
Dec11 110426 7361.0 7447.0 7356.0 7429.0 +58.5 112 650 +67
Total Volume and Open Interest 151,094 185,696 +6,580
FT-SE 100(EURONEXT)
Jun11 110426 5970.00 6038.50 5970.00 6031.50 +51.00 118,619 684,395 +16,852
Sep11 110426 5950.50 6002.00 5950.50 5995.50 +50.50 41 564 +31
Dec11 110426 5974.50 5974.50 5974.50 5974.50 +51.00 11 166 +5
Total Volume and Open Interest 118,671 685,125 +16,888
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 110426 96.64 97.44 93.64 96.14 +0.50 39 12,014 +11
Jun11 110426 98.24 99.04 95.24 97.74 +0.50 2 0 +0
Jul11 110426 94.64 95.14 92.64 94.64 +0.40      
Total Volume and Open Interest 41 12,014 +11
Reuters CCI(ICE)
Jun11 110426 366.80 366.80 366.80 366.80 -0.50      
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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