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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 27, 2011
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
May11 110427 1382.75 1390.25 1361.50 1378.00 -4.75 63,654 69,699 -19,973
Jul11 110427 1389.00 1397.00 1368.00 1384.50 -4.75 94,112 247,394 -46
Aug11 110427 1387.75 1394.75 1367.50 1383.00 -5.00 6,063 16,945 +1,234
Sep11 110427 1383.00 1386.75 1361.50 1375.50 -5.25 1,745 14,533 +6
Nov11 110427 1374.50 1380.00 1352.00 1368.50 -6.25 18,797 195,248 +2,116
Jan12 110427 1383.00 1386.00 1358.00 1375.50 -7.75 553 22,030 -26
Mar12 110427 1365.25 1384.50 1361.00 1375.75 -6.25 334 13,496 +84
Total Volume and Open Interest 186,472 604,356 -16,335
Soybean Meal(CBOT)
May11 110427 359.80 361.70 354.30 356.70 -3.10 21,702 19,481 -6,587
Jul11 110427 364.40 366.80 358.90 361.80 -2.60 35,771 93,937 +4,337
Aug11 110427 365.50 367.00 359.90 362.40 -3.20 5,793 27,257 +1,287
Sep11 110427 362.40 365.40 358.90 361.20 -3.20 2,826 15,739 -166
Oct11 110427 360.10 360.60 353.80 356.50 -3.40 929 14,011 +1
Dec11 110427 359.40 361.00 352.90 355.90 -3.60 5,013 47,142 +213
Jan12 110427 355.60 360.70 355.60 357.20 -3.50 76 3,331 -5
Mar12 110427 356.40 362.10 356.40 359.00 -3.10 55 3,165 +11
Total Volume and Open Interest 72,391 230,165 -833
Soybean Oil(CBOT)
May11 110427 58.05 58.23 57.24 57.86 -0.19 25,959 39,287 -7,212
Jul11 110427 58.60 58.80 57.80 58.41 -0.21 40,596 162,726 +1,735
Aug11 110427 58.84 59.00 58.10 58.65 -0.22 3,756 24,291 +146
Sep11 110427 59.12 59.21 58.40 58.89 -0.23 1,586 17,984 +143
Oct11 110427 59.05 59.25 58.42 58.93 -0.27 653 13,504 -19
Dec11 110427 59.47 59.55 58.56 59.14 -0.27 4,156 77,389 +760
Jan12 110427 59.13 59.50 59.13 59.34 -0.24 37 4,523 +18
Mar12 110427 59.38 59.50 59.25 59.28 -0.24 13 4,311 +5
Total Volume and Open Interest 77,014 348,244 -4,313
Canola(WCE)
May11 110427 566.0 569.8 557.3 567.8 +1.6 8,647 13,236 -6,085
Jul11 110427 576.5 579.8 567.5 577.2 +0.7 10,700 73,241 +2,972
Nov11 110427 577.2 578.2 568.5 575.6 -2.4 918 77,894 +295
Jan12 110427 579.6 583.4 577.6 583.4 -2.0 191 4,671 -76
Mar12 110427 584.0 585.5 583.8 585.5 -2.0 67 1,151 +67
Total Volume and Open Interest 20,539 172,413 -2,818
Corn(CBOT)
May11 110427 766.75 767.75 750.00 752.25 -14.00 144,141 186,571 -44,506
Jul11 110427 773.00 775.00 757.00 759.25 -13.50 201,194 659,259 +19,257
Sep11 110427 724.00 725.00 710.00 714.25 -10.25 15,676 149,209 +1,156
Dec11 110427 675.75 676.50 657.75 667.25 -8.50 52,949 452,231 +2,928
Mar12 110427 684.50 686.00 667.75 677.75 -7.75 4,114 69,870 +407
May12 110427 693.00 693.00 676.00 686.25 -7.25 801 14,490 +103
Total Volume and Open Interest 423,293 1,612,143 -19,622
Wheat(CBOT)
May11 110427 811.75 817.25 765.00 777.00 -34.25 24,882 29,011 -11,880
Jul11 110427 846.75 853.00 800.25 812.00 -35.00 55,091 226,784 +4,805
Sep11 110427 890.00 895.00 845.75 856.75 -33.25 7,195 69,593 +1,795
Dec11 110427 927.75 932.00 886.50 896.25 -31.00 4,683 101,366 +599
Mar12 110427 955.75 958.25 915.00 923.50 -30.00 629 12,939 +76
Total Volume and Open Interest 94,617 472,645 -4,030
Wheat(KCBT)
May11 110427 950.00 965.00 905.50 912.50 -37.75 10,733 20,912 -5,764
Jul11 110427 960.00 975.75 915.25 923.00 -37.75 15,111 93,076 +3,150
Sep11 110427 976.00 990.75 931.50 939.50 -37.00 2,776 29,281 +124
Dec11 110427 994.50 1008.50 950.50 956.75 -37.00 1,621 33,465 +172
Mar12 110427 1003.00 1008.50 964.00 969.00 -34.25 380 4,432 +76
Total Volume and Open Interest 30,990 187,917 -1,997
Wheat(MGE)
May11 110427 973.50 986.50 929.50 947.50 -26.00 2,523 7,466 -360
Jul11 110427 980.25 994.75 936.25 954.25 -27.25 2,726 20,419 +641
Sep11 110427 982.50 994.50 939.00 949.50 -33.00 909 16,069 +230
Dec11 110427 995.00 1007.25 950.00 958.75 -34.75 745 12,738 +52
Mar12 110427 1009.25 1009.25 961.00 969.75 -33.25 80 2,328 +27
Total Volume and Open Interest 7,127 61,401 +673
Oats(CBOT)
May11 110427 388.25 388.75 369.75 369.75 -20.00 309 1,841 -150
Jul11 110427 400.00 401.00 380.00 380.00 -20.00 593 9,192 +341
Sep11 110427 405.00 405.00 384.50 385.50 -19.00 0 232 +0
Dec11 110427 405.25 405.25 391.00 392.50 -16.50 106 2,719 +9
Total Volume and Open Interest 1,008 13,989 +200
Rough Rice(CBOT)
May11 110427 14.30 14.37 14.12 14.18 -0.17 1,463 3,591 -988
Jul11 110427 14.65 14.70 14.45 14.51 -0.16 2,300 14,991 +929
Sep11 110427 15.34 15.44 15.22 15.30 -0.10 265 4,516 -2
Nov11 110427 15.65 15.65 15.53 15.59 -0.09 153 894 -60
Total Volume and Open Interest 4,233 24,486 -104
Live Cattle(CME)
Apr11 110427 116.150 117.400 115.980 117.285 +1.250 4,167 6,653 -2,777
Jun11 110427 112.450 113.800 112.230 113.550 +1.250 32,104 159,015 -5,002
Aug11 110427 114.430 116.150 114.300 116.100 +1.650 12,581 89,633 +7
Oct11 110427 119.650 121.050 119.250 121.035 +1.650 5,466 55,402 +810
Dec11 110427 121.500 123.200 121.330 123.150 +1.670 3,478 40,458 +368
Feb12 110427 121.535 123.200 121.535 123.180 +1.545 1,757 11,796 +440
Total Volume and Open Interest 59,832 368,643 -6,120
Feeder Cattle(CME)
Apr11 110425 132.130 132.130 132.130 132.130 -0.155 685 1,452 -67
May11 110427 129.075 130.850 129.075 130.400 +1.650 1,965 8,313 -567
Aug11 110427 133.250 135.150 132.950 134.850 +1.900 6,586 23,311 +2
Sep11 110427 134.285 136.100 133.950 135.800 +2.000 356 4,722 +58
Oct11 110427 134.185 136.575 134.150 136.100 +2.050 185 2,689 +38
Nov11 110427 134.150 136.300 134.150 136.150 +1.850 69 1,370 -11
Jan12 110427 133.800 134.600 133.800 134.600 +2.100 29 313 +3
Total Volume and Open Interest 9,190 40,743 -1,630
Lean Hogs(CME)
May11 110427 98.500 98.980 96.500 97.750 -0.885 639 4,987 -160
Jun11 110427 97.300 97.850 96.285 96.700 -0.400 21,718 85,694 -2,973
Jul11 110427 98.050 98.400 97.200 97.700 -0.130 4,626 30,872 +373
Aug11 110427 98.230 98.550 97.500 97.850 -0.130 5,357 35,277 -1,082
Oct11 110427 89.580 90.100 89.285 89.700 -0.050 4,192 32,635 -1,067
Dec11 110427 85.580 86.300 85.400 85.700 -0.050 2,568 27,101 +213
Feb12 110427 86.500 87.400 86.400 87.300 +0.400 378 6,625 +85
Apr12 110427 87.500 88.600 87.500 88.150 -0.050 62 3,847 +4
Total Volume and Open Interest 39,560 229,055 -4,593
Class III Milk(CME)
Apr11 110427 16.80 16.80 16.76 16.80 unch 10 5,455 +44
May11 110427 16.28 16.54 16.26 16.48 +0.22 105 5,475 -1
Jun11 110427 17.20 17.39 17.18 17.39 +0.21 158 4,645 +46
Jul11 110427 17.63 17.75 17.62 17.75 +0.13 23 3,413 -5
Aug11 110427 17.96 18.00 17.89 17.98 +0.04 21 3,240 -8
Total Volume and Open Interest 488 35,564 +181
Cocoa(ICE)
May11 110427 3148 3206 3148 3206 +75 5 357 -91
Jul11 110427 3093 3200 3073 3168 +75 4,059 71,834 +758
Sep11 110427 3118 3193 3092 3178 +76 329 23,545 +96
Dec11 110427 3124 3216 3100 3194 +76 648 23,544 +86
Mar12 110427 3174 3243 3168 3239 +73 76 23,105 -62
May12 110427 3164 3234 3164 3234 +73 0 5,852 +0
Jul12 110427 3164 3229 3151 3229 +73 0 1,524 +0
Total Volume and Open Interest 5,247 154,317 +867
Coffee "C"(ICE)
May11 110427 294.95 296.80 292.25 295.55 +0.60 207 819 -278
Jul11 110427 295.65 298.75 293.50 296.40 +0.10 7,259 70,021 -1,102
Sep11 110427 298.90 301.50 296.40 299.15 unch 1,469 19,296 +345
Dec11 110427 301.80 304.00 298.90 301.75 -0.05 516 18,388 +63
Mar12 110427 302.00 304.10 299.45 302.15 -0.10 48 3,665 -12
May12 110427 301.70 303.35 298.75 301.65 -0.30 29 2,119 +8
Total Volume and Open Interest 9,552 115,876 -966
Orange Juice(ICE)
May11 110427 168.50 173.35 168.50 172.70 +4.50 672 2,739 -606
Jul11 110427 165.30 166.60 164.85 165.75 +0.40 1,162 22,146 +446
Sep11 110427 162.50 163.00 161.85 162.50 -0.10 27 1,868 +1
Nov11 110427 159.25 160.30 159.25 159.80 -0.10 5 1,557 +3
Jan12 110427 159.00 159.15 159.00 159.05 +0.40 0 172 +0
Mar12 110427 159.00 159.00 159.00 159.00 +0.95 0 66 +0
Total Volume and Open Interest 1,866 28,642 -156
Sugar #11(ICE)
May11 110427 24.92 24.94 24.28 24.55 -0.39 10,365 59,412 -4,854
Jul11 110427 23.28 23.28 22.61 22.96 -0.28 20,433 281,147 -524
Oct11 110427 23.20 23.27 22.84 23.16 +0.05 5,646 124,159 -349
Mar12 110427 23.31 23.55 23.14 23.49 +0.23 1,143 72,021 -62
May12 110427 22.89 23.34 22.77 23.28 +0.38 101 20,261 +2
Total Volume and Open Interest 38,100 609,251 -5,993
London Cocoa(LCE)
May11 110427 1905 1925 1882 1916 +17 2,720 39,849 -1,977
Jul11 110427 1911 1938 1891 1927 +20 5,498 56,208 -4,051
Sep11 110427 1925 1954 1909 1944 +20 2,538 29,382 -3,405
Dec11 110427 1941 1975 1927 1965 +24 2,777 30,492 -1,981
Mar12 110427 1955 1990 1941 1983 +28 1,969 27,041 -480
May12 110427 1956 1996 1956 1996 +29 117 7,718 -72
Jul12 110427 1965 2005 1961 2005 +30 5 3,954 -5
Total Volume and Open Interest 16,074 204,919 -11,521
London Sugar(LCE)
Aug11 110427 630.40 631.40 624.30 626.50 -6.60 1,489 23,883 -3,470
Oct11 110427 608.40 612.40 605.50 609.20 -3.90 385 7,941 -253
Dec11 110427 610.50 616.30 607.20 613.70 -3.20 102 2,422 +65
Mar12 110427 608.50 613.00 606.20 612.20 +2.20 38 1,721 +13
May12 110427 597.70 600.80 595.00 600.80 +5.30 4 1,073 -14
Total Volume and Open Interest 2,018 37,713 -3,659
Cotton(ICE)
May11 110427 179.94 179.94 171.66 174.89 -6.95 721 5,936 -653
Jul11 110427 160.00 160.39 153.39 153.39 -7.00 6,048 74,135 -1,729
Oct11 110427 144.50 146.30 138.42 139.50 -5.92 6 484 +3
Dec11 110427 129.70 129.93 122.50 124.60 -4.84 2,961 59,905 -419
Mar12 110427 120.22 120.22 114.80 116.82 -4.10 284 7,664 +189
May12 110427 111.25 111.42 109.03 110.29 -3.58 18 2,340 -2
Total Volume and Open Interest 10,090 155,497 -2,582
Lumber(CME)
May11 110427 229.7 229.7 221.1 224.0 -6.6 615 1,893 -410
Jul11 110427 248.0 248.0 239.0 244.5 -4.5 550 5,633 +122
Sep11 110427 263.5 263.5 256.9 260.0 -6.9 64 1,420 +4
Nov11 110427 265.0 265.0 259.3 260.8 -8.5 42 402 +37
Total Volume and Open Interest 1,273 9,361 -246
Crude Oil(NYM)
Jun11 110427 111.89 113.40 110.71 112.76 +0.55 209,683 350,537 -4,690
Jul11 110427 112.34 113.91 111.25 113.28 +0.57 44,387 187,283 +3,081
Aug11 110427 112.86 114.23 111.57 113.57 +0.59 17,791 72,503 +1,010
Sep11 110427 113.08 114.37 111.72 113.69 +0.59 17,157 69,312 +617
Oct11 110427 112.72 114.34 111.83 113.70 +0.57 7,760 40,396 +159
Nov11 110427 113.24 114.30 111.94 113.68 +0.56 5,074 35,778 -497
Dec11 110427 112.99 114.37 111.80 113.64 +0.56 23,365 187,773 -798
Jan12 110427 113.17 114.14 112.24 113.49 +0.56 1,545 37,369 +114
Feb12 110427 113.15 113.75 111.82 113.28 +0.55 1,068 17,852 +243
Mar12 110427 112.60 113.23 111.71 113.06 +0.55 2,071 31,096 +107
Apr12 110427 112.35 112.86 112.35 112.83 +0.55 553 13,848 +130
May12 110427 112.22 112.93 111.87 112.57 +0.56 581 12,934 +142
Jun12 110427 111.72 112.65 111.72 112.29 +0.57 3,773 68,929 +106
Jul12 110427 111.91 111.91 111.91 111.91 +0.55 775 17,080 +484
Aug12 110427 111.52 111.52 111.52 111.52 +0.51 180 10,839 +33
Sep12 110427 111.18 111.18 111.18 111.18 +0.48 211 12,313 +96
Total Volume and Open Interest 346,707 1,548,333 +675
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 110427 112.675 113.900 111.300 113.275 +0.575 186 540 +9
Aug11 110427 113.325 114.200 111.500 113.575 +0.600 40 96 +15
Sep11 110427 113.100 114.200 113.100 113.700 +0.600 1 56 +1
Oct11 110427 113.700 113.700 113.700 113.700 +0.575 0 44 +0
Nov11 110427 113.675 113.675 113.675 113.675 +0.550 8 20 +5
Dec11 110427 113.650 114.050 113.650 113.650 +0.575 8 322 +4
Jan12 110427 113.500 113.500 113.500 113.500 +0.575 0 5 +0
Total Volume and Open Interest 6,826 3,990 -129
Heating Oil(NYM)
May11 110427 320.30 325.53 319.17 323.34 +2.23 26,420 30,441 -8,462
Jun11 110427 321.73 327.06 320.69 324.81 +2.08 44,822 105,956 +4,486
Jul11 110427 323.50 328.55 322.54 326.46 +2.03 11,940 46,387 +587
Aug11 110427 327.35 330.10 324.62 328.16 +1.98 4,757 26,237 +743
Sep11 110427 329.95 331.79 326.13 329.87 +1.93 3,807 20,474 -48
Oct11 110427 329.33 333.16 327.73 331.46 +1.85 2,057 9,937 -2
Nov11 110427 331.73 334.80 328.97 333.00 +1.84 1,291 7,814 -20
Dec11 110427 334.00 336.26 330.36 334.42 +1.81 5,654 30,223 +405
Jan12 110427 333.85 337.25 332.00 335.86 +1.81 208 10,759 +0
Feb12 110427 332.84 336.99 332.84 336.01 +1.81 53 4,477 +28
Mar12 110427 333.07 335.65 333.04 334.63 +1.85 10 2,653 +4
Apr12 110427 328.44 332.10 328.44 332.10 +1.94 3 939 +0
Total Volume and Open Interest 101,567 313,067 -2,308
Gasoline(NYMEX)
May11 110427 335.42 344.30 334.77 341.94 +6.22 35,001 36,234 -6,075
Jun11 110427 330.49 337.80 329.79 335.82 +5.10 42,071 92,435 +2,613
Jul11 110427 327.40 332.84 325.66 331.13 +4.29 16,561 45,380 -326
Aug11 110427 322.95 328.79 322.43 327.31 +3.98 7,702 23,572 +306
Sep11 110427 319.98 325.23 318.75 323.68 +3.70 3,799 22,494 +452
Oct11 110427 305.13 309.01 304.00 307.94 +3.42 1,598 18,887 +355
Nov11 110427 301.45 304.96 300.51 304.05 +3.18 549 7,274 -156
Dec11 110427 298.38 303.27 297.48 302.05 +3.01 1,572 25,498 +290
Jan12 110427 300.25 302.00 299.42 301.90 +2.89 238 6,603 +75
Feb12 110427 302.53 303.09 302.53 303.09 +2.83 53 2,664 +8
Total Volume and Open Interest 109,497 300,241 -2,251
e-miNY RBOB Gasoline(NYM)
May11 110427 341.90 341.94 341.90 341.90 +6.20 0 3 +0
Jun11 110427 335.80 335.82 335.80 335.80 +5.10 0 1 +0
Jul11 110427 331.10 331.13 331.10 331.10 +4.30 0 1 +0
Aug11 110427 327.30 327.31 327.30 327.30 +4.00 0 1 +0
Total Volume and Open Interest 0 9 +0
Natural Gas(NYM)
May11 110427 4.378 4.425 4.365 4.377 -0.010 82,725 31,070 -3,477
Jun11 110427 4.454 4.494 4.398 4.408 -0.036 69,167 143,097 -6,603
Jul11 110427 4.518 4.564 4.466 4.476 -0.036 21,223 206,462 -511
Aug11 110427 4.564 4.610 4.514 4.522 -0.036 10,882 66,737 -773
Sep11 110427 4.584 4.620 4.529 4.537 -0.035 9,339 74,655 +1,079
Oct11 110427 4.634 4.670 4.571 4.581 -0.035 15,254 85,454 -548
Nov11 110427 4.807 4.810 4.723 4.730 -0.037 6,035 37,501 +508
Dec11 110427 5.011 5.039 4.945 4.954 -0.039 3,817 29,549 +326
Jan12 110427 5.145 5.147 5.063 5.071 -0.039 7,580 84,614 -1,083
Feb12 110427 5.091 5.130 5.045 5.051 -0.041 1,535 17,260 +107
Mar12 110427 5.053 5.060 4.978 4.985 -0.039 2,305 31,978 +125
Apr12 110427 4.896 4.915 4.840 4.845 -0.037 3,086 31,780 -112
May12 110427 4.906 4.932 4.859 4.865 -0.037 580 9,673 +262
Jun12 110427 4.954 4.959 4.894 4.898 -0.037 394 5,713 +184
Jul12 110427 4.971 5.000 4.938 4.941 -0.037 172 5,146 +28
Aug12 110427 4.970 4.970 4.966 4.966 -0.037 43 5,641 +7
Total Volume and Open Interest 235,231 943,702 -10,683
Brent Crude Oil(ICE)
Jun11 110427 123.90 125.80 123.25 125.13 +0.99 133,916 232,382 +0
Jul11 110427 123.55 125.51 122.92 124.86 +1.08 38,280 135,103 +0
Aug11 110427 123.32 125.19 122.60 124.56 +1.11 17,471 48,818 +0
Sep11 110427 122.92 124.77 122.22 124.16 +1.11 11,289 46,032 +0
Oct11 110427 122.53 124.33 121.83 123.75 +1.10 6,663 29,474 +0
Nov11 110427 122.14 123.93 121.57 123.36 +1.11 3,802 20,625 +0
Dec11 110427 121.73 123.58 121.04 122.97 +1.14 19,284 99,902 +0
Jan12 110427 121.22 122.74 121.13 122.60 +1.15 1,684 18,431 +0
Feb12 110427 121.34 122.24 121.34 122.24 +1.17 441 14,582 +0
Mar12 110427 120.76 121.86 120.76 121.86 +1.17 416 29,427 +0
Apr12 110427 121.45 121.45 121.45 121.45 +1.19 697 5,753 +0
May12 110427 121.02 121.02 121.02 121.02 +1.19 702 5,709 +0
Jun12 110427 119.40 120.90 118.77 120.57 +1.17 2,338 35,400 +0
Jul12 110427 120.10 120.10 120.10 120.10 +1.16 237 2,247 +0
Total Volume and Open Interest 244,414 847,968 +0
Gas Oil(ICE)
May11 110427 1019.25 1033.50 1015.00 1024.25 +6.50 43,215 112,341 +0
Jun11 110427 1023.00 1036.75 1018.00 1027.50 +6.00 51,378 127,604 +0
Jul11 110427 1026.75 1040.00 1021.50 1030.75 +5.75 15,957 62,106 +0
Aug11 110427 1029.75 1042.75 1024.75 1033.75 +5.50 4,983 29,997 +0
Sep11 110427 1036.00 1045.50 1027.50 1036.75 +5.50 7,083 46,877 +0
Oct11 110427 1037.75 1045.00 1029.75 1038.75 +5.50 5,465 33,174 +0
Nov11 110427 1038.00 1047.25 1029.75 1039.00 +5.25 3,154 21,257 +0
Dec11 110427 1035.50 1048.50 1030.00 1039.50 +5.00 14,774 64,910 +0
Jan12 110427 1041.75 1049.25 1032.25 1041.25 +4.75 1,160 25,778 +0
Feb12 110427 1038.25 1046.25 1031.50 1040.50 +4.75 853 6,658 +0
Total Volume and Open Interest 151,464 616,663 +0
Ethanol(CBOT)
Apr11 110405 2.695 2.710 2.695 2.706 -0.009 94 259 -79
May11 110427 2.645 2.675 2.635 2.635 -0.010 338 479 -306
Jun11 110427 2.631 2.693 2.630 2.647 -0.013 248 898 -73
Jul11 110427 2.666 2.705 2.651 2.663 -0.010 171 1,144 -12
Aug11 110427 2.668 2.709 2.655 2.657 -0.020 216 791 +54
Sep11 110427 2.645 2.660 2.621 2.624 -0.020 301 1,047 +47
Oct11 110427 2.518 2.540 2.515 2.518 -0.020 167 903 +64
Nov11 110427 2.475 2.475 2.458 2.458 -0.017 32 575 +5
Total Volume and Open Interest 1,574 7,326 -191
WTI Crude Oil(ICE
Jun11 110427 112.16 113.40 110.69 112.76 +0.55 58,566 103,578 +0
Jul11 110427 112.65 113.92 111.24 113.28 +0.57 15,262 72,281 +0
Aug11 110427 112.93 114.22 111.68 113.57 +0.59 10,672 28,932 +0
Sep11 110427 113.01 114.32 112.14 113.69 +0.59 8,219 29,327 +0
Oct11 110427 113.27 114.38 112.21 113.70 +0.57 3,348 18,881 +0
Nov11 110427 113.06 114.37 112.08 113.68 +0.56 2,543 15,120 +0
Dec11 110427 112.99 114.39 111.81 113.64 +0.56 14,289 89,727 +0
Jan12 110427 112.22 113.86 112.22 113.49 +0.56 807 12,132 +0
Feb12 110427 112.17 113.56 112.17 113.28 +0.55 623 3,121 +0
Mar12 110427 113.06 113.06 113.06 113.06 +0.55 386 10,706 +0
Apr12 110427 112.83 112.83 112.83 112.83 +0.55 160 3,334 +0
May12 110427 112.57 112.57 112.57 112.57 +0.56 136 2,007 +0
Jun12 110427 112.05 112.96 111.15 112.29 +0.57 1,042 26,300 +0
Jul12 110427 111.48 111.91 111.48 111.91 +0.55 266 1,361 +0
Aug12 110427 111.52 111.52 111.52 111.52 +0.51 95 825 +0
Sep12 110427 111.18 111.18 111.18 111.18 +0.48 72 4,118 +0
Total Volume and Open Interest 121,235 526,138 +0
US Dollar Index(ICE)
Jun11 110427 73.730 74.205 73.435 73.690 -0.335 15,436 50,385 +435
Sep11 110427 74.220 74.555 73.890 74.115 -0.335 87 702 +9
Dec11 110427 74.500 74.580 74.500 74.580 -0.335 0 1 +0
Total Volume and Open Interest 15,523 51,089 +444
Australian Dollar(CME)
Jun11 110427 107.24 108.15 107.12 107.83 +0.71 40,155 142,668 -1,687
Sep11 110427 105.97 106.77 105.80 106.50 +0.69 77 771 +35
Dec11 110427 105.26 105.26 104.59 105.26 +0.67 0 59 +0
Total Volume and Open Interest 40,232 143,498 -1,652
British Pound(CME)
Jun11 110427 164.74 166.28 164.25 165.68 +1.02 34,404 115,333 -2,829
Sep11 110427 164.82 165.44 164.36 165.44 +1.02 25 471 +19
Dec11 110427 165.16 165.16 164.16 165.16 +1.00 0 36 +0
Total Volume and Open Interest 34,429 115,845 -2,810
Canadian Dollar(CME)
Jun11 110427 104.99 105.28 104.29 104.91 +0.11 37,822 137,134 -4,085
Sep11 110427 104.85 104.86 104.05 104.64 +0.10 107 2,842 +37
Dec11 110427 104.61 104.61 104.00 104.33 +0.10 17 2,488 +6
Mar12 110427 103.98 103.98 103.88 103.98 +0.10 26 258 +11
Total Volume and Open Interest 37,973 142,755 -4,030
Japanese Yen(CME)
Jun11 110427 122.59 123.09 120.75 121.65 -0.91 55,398 116,300 -5,563
Sep11 110427 122.85 123.15 121.06 121.73 -0.92 131 1,416 +52
Dec11 110427 123.20 123.20 121.31 121.86 -0.92 2 125 +2
Total Volume and Open Interest 55,531 117,848 -5,509
Swiss Franc(CME)
Jun11 110427 114.50 115.39 113.22 114.11 +0.15 19,504 70,765 +151
Sep11 110427 115.18 115.32 113.52 114.16 +0.15 20 148 +0
Dec11 110427 114.90 114.90 114.04 114.19 +0.15 0 11 +0
Total Volume and Open Interest 19,524 70,925 +151
EuroFX(CME)
Jun11 110427 146.29 147.77 146.14 147.21 +1.07 103,252 245,082 +1,716
Sep11 110427 145.98 147.33 145.71 146.77 +1.05 256 3,241 +28
Dec11 110427 145.95 147.01 145.27 146.30 +1.03 0 85 -1
Total Volume and Open Interest 103,508 248,734 +1,743
Mexican Peso(CME)
May11 110427 864.0 864.0 862.2 864.0 +1.8      
Jun11 110427 860.0 864.5 857.8 862.0 +1.8 10,043 171,487 -286
Total Volume and Open Interest 10,043 171,623 -286
30-Year T-Bonds(CBOT)
Jun11 110427 121~270 121~270 121~130 121~120 -0~250      
Sep11 110427 120~130 120~130 119~280 119~290 -0~240 421 2,171 +88
Dec11 110427 118~140 119~060 118~140 118~140 -0~240 0 31 +0
Total Volume and Open Interest 129,219 573,628 +5,239
10-Year T-Notes(CBOT)
Jun11 110427 120~230 120~235 120~045 120~135 -0~080 375,081 1,647,651 +8,824
Sep11 110427 119~065 119~065 118~280 118~300 -0~080 581 7,276 +350
Dec11 110427 117~300 118~060 117~300 117~300 -0~080 0 4 +0
Total Volume and Open Interest 375,662 1,654,931 +9,174
5-Year T-Notes(CBOT)
Jun11 110427 118~005 118~011 117~076 117~123 -0~004 252,467 1,423,206 +16,286
Sep11 110427 116~067 116~094 116~067 116~089 -0~005 48 3,750 +21
Dec11 110427 115~113 115~118 115~113 115~113 -0~005      
Total Volume and Open Interest 252,515 1,426,956 +16,307
2 Year T-Notes(CBOT)
Jun11 110427 109~063 109~067 109~047 109~061 -0~001 125,495 1,059,585 +6,666
Sep11 110427 108~116 109~002 108~116 108~127 unch 579 5,237 +566
Dec11 110427 108~065 108~065 108~065 108~065 unch      
Total Volume and Open Interest 126,074 1,064,822 +7,232
Eurodollars(CME)
Jun11 110427 99.700 99.710 99.685 99.695 unch 67,939 1,022,585 -2,213
Sep11 110427 99.640 99.655 99.605 99.635 unch 76,255 1,424,110 +460
Dec11 110427 99.540 99.555 99.485 99.530 -0.005 120,271 1,574,611 +2,273
Mar12 110427 99.375 99.390 99.305 99.360 -0.015 149,551 1,491,594 +14,265
Jun12 110427 99.120 99.130 99.025 99.100 -0.015 173,377 1,180,142 +15,117
Sep12 110427 98.800 98.805 98.690 98.770 -0.020 135,239 686,512 +2,983
Dec12 110427 98.460 98.465 98.345 98.430 -0.015 126,130 515,820 +11,556
Mar13 110427 98.165 98.170 98.045 98.130 -0.015 98,714 342,602 +11,928
Jun13 110427 97.885 97.890 97.765 97.850 -0.010 73,041 253,034 -5,239
Sep13 110427 97.610 97.615 97.490 97.575 -0.010 54,430 247,081 -2,722
Dec13 110427 97.340 97.345 97.225 97.305 -0.015 32,687 183,253 +711
Mar14 110427 97.105 97.105 96.990 97.070 -0.015 37,114 168,581 -69
Jun14 110427 96.870 96.870 96.765 96.840 -0.015 14,151 108,251 +28
Sep14 110427 96.655 96.655 96.545 96.620 -0.020 16,395 59,763 -1,635
Dec14 110427 96.440 96.440 96.340 96.400 -0.025 12,364 75,045 +133
Mar15 110427 96.260 96.260 96.170 96.215 -0.030 12,306 55,190 -390
Jun15 110427 4.330 4.330 4.260 4.285 -0.030 7,996 39,592 -977
Sep15 110427 4.170 4.170 4.075 4.120 -0.035 8,109 38,094 -291
Total Volume and Open Interest 1,234,289 9,658,979 +43,992
30 Day Federal Funds(CBOT)
Apr11 110427 99.900 99.902 99.897 99.900 unch 136 80,913 -31
May11 110427 99.895 99.895 99.890 99.890 unch 4,056 82,100 +1,983
Jun11 110427 99.880 99.885 99.875 99.880 unch 55 55,323 -5
Jul11 110427 99.860 99.870 99.860 99.860 unch 1,065 47,782 +109
Aug11 110427 99.845 99.850 99.840 99.845 unch 148 45,206 +39
Sep11 110427 99.840 99.840 99.830 99.835 unch 350 34,559 +44
Total Volume and Open Interest 13,646 689,916 +3,591
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 110427 99.675 99.675 99.675 99.675 unch 0 750 +0
Sep11 110427 99.673 99.673 99.673 99.673 unch      
Dec11 110427 99.665 99.665 99.665 99.665 unch 0 75 +0
Mar12 110427 99.652 99.652 99.652 99.652 unch      
Jun12 110427 99.680 99.680 99.680 99.680 unch      
Sep12 110427 99.610 99.610 99.610 99.610 unch      
Dec12 110427 99.570 99.570 99.570 99.570 unch      
Mar13 110427 99.570 99.570 99.570 99.570 unch      
Jun13 110427 99.525 99.525 99.525 99.525 unch      
Sep13 110427 99.385 99.385 99.385 99.385 unch      
Total Volume and Open Interest 0 825 +0
3-Mth Euro-Yen(SGX)
Jun11 110427 99.68 99.68 99.68 99.68 unch 0 5,402 +0
Sep11 110427 99.67 99.67 99.67 99.67 unch 2 1,533 +0
Dec11 110427 99.68 99.68 99.67 99.67 unch 0 1,953 +0
Mar12 110427 99.65 99.65 99.65 99.65 unch 0 3,672 +0
Jun12 110427 99.68 99.68 99.68 99.68 unch 0 1,254 +0
Sep12 110427 99.61 99.61 99.61 99.61 unch 0 411 +0
Dec12 110427 99.57 99.57 99.57 99.57 unch 0 24 +0
Mar13 110427 99.57 99.57 99.57 99.57 unch 0 1 +0
Total Volume and Open Interest 2 14,250 +0
Japanese Gov't Bonds(SGX)
Jun11 110427 139.85 140.00 139.75 139.92 +0.10 919 12,515 +281
Sep11 110427 139.02 139.02 139.02 139.02 +0.10 0 1 +0
Dec11 110427 136.93 136.93 136.93 136.93 +0.10      
Total Volume and Open Interest 919 12,516 +281
Euro-Bund(EUREX)
Jun11 110427 122.52 122.55 121.89 121.99 -0.52 782,295 897,866 +8,278
Sep11 110427 122.19 122.19 121.61 121.61 -0.53 271 6,363 +0
Dec11 110427 120.89 120.89 120.89 120.89 -0.52      
Total Volume and Open Interest 782,566 904,229 +8,278
Euro-Bobl(EUREX)
Jun11 110426 115.12 115.24 115.00 115.18 +0.43 574,118 781,605 -8,826
Sep11 110427 114.10 114.10 114.10 114.10 -0.39 330 19,017 +275
Dec11 110427 114.35 114.35 114.35 114.35 -0.38      
Total Volume and Open Interest 538,527 802,065 +7,323
3-Mth Euribor(EUREX)
Jun11 110427 98.460 98.460 98.450 98.450 -0.025 765 6,542 -593
Sep11 110427 98.210 98.210 98.170 98.170 -0.040 18 2,690 +0
Dec11 110427 97.975 97.975 97.940 97.940 -0.055 6 1,095 -1
Total Volume and Open Interest 809 12,644 -594
Long Gilt(LIFFE)
Jun11 110427 119~08 119~09 118~11 118~12 -0~22 89,816 355,971 -11,823
Sep11 110427 117~04 117~04 117~04 117~04 -0~22 0 10 +0
Total Volume and Open Interest 89,816 355,981 -11,823
3-Mth Short Sterling(LIFFE)
Jun11 110427 99.15 99.17 99.13 99.14 unch 52,482 482,326 -52,453
Sep11 110427 98.99 99.05 98.98 98.99 -0.03 58,711 433,141 -47,984
Dec11 110427 98.78 98.87 98.76 98.78 -0.06 77,681 438,968 -53,529
Mar12 110427 98.66 98.67 98.53 98.55 -0.08 54,077 384,085 -44,740
Jun12 110427 98.40 98.41 98.27 98.28 -0.09 74,341 317,212 -12,498
Sep12 110427 98.12 98.15 98.00 98.00 -0.10 51,036 202,870 -8,922
Total Volume and Open Interest 440,141 2,660,937 -253,131
3-Mth Euribor(LIFFE)
Jun11 110427 98.485 98.485 98.440 98.450 -0.025 165,862 786,717 -204,856
Sep11 110427 98.215 98.225 98.165 98.170 -0.040 209,972 794,118 +31,691
Dec11 110427 98.000 98.005 97.930 97.940 -0.050 121,682 683,198 -7,150
Total Volume and Open Interest 844,360 4,058,101 -234,648
3-Mth Aus T-Bills(SFE)
Jun11 110427 95.08 95.09 95.02 95.04 -0.05 11,843 163,976 +3,573
Sep11 110427 95.04 95.06 94.93 94.95 -0.09 15,469 221,576 +1,385
Dec11 110427 94.96 94.96 94.83 94.86 -0.08 9,910 135,575 -1,486
Mar12 110427 94.84 94.84 94.72 94.76 -0.06 6,316 71,408 +1,262
Jun12 110427 94.71 94.72 94.61 94.65 -0.04 798 45,454 -453
Sep12 110427 94.66 94.66 94.52 94.55 -0.03 1,544 46,835 +606
Dec12 110427 94.49 94.51 94.42 94.45 -0.02 599 19,341 -274
Mar13 110427 94.42 94.43 94.35 94.38 -0.01 480 10,201 +364
Jun13 110427 94.35 94.36 94.32 94.32 unch 0 1,048 +0
Sep13 110427 94.23 94.23 94.23 94.23 -0.01 0 900 +0
Total Volume and Open Interest 46,959 717,171 +4,977
10-Year Aus T-Bonds(SFE)
Jun11 110427 94.52 94.58 94.49 94.54 +0.06 29,686 364,549 -4,911
Sep11 110427 94.54 94.54 94.54 94.54 +0.06      
Total Volume and Open Interest 29,686 364,549 -4,911
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 110427 94.86 94.86 94.86 94.86 -0.01      
Total Volume and Open Interest 83,442 536,287 -5,603
Gold(CMX)
Apr11 110427 1507.1 1516.7 1505.2 1516.7 +13.7 233 596 -4
Jun11 110427 1506.9 1530.7 1503.3 1517.1 +13.6 123,686 349,893 -4,429
Aug11 110427 1508.4 1531.4 1505.2 1518.3 +13.6 5,884 62,950 +2,736
Oct11 110427 1510.3 1532.7 1507.0 1519.4 +13.6 106 6,130 +10
Dec11 110427 1510.0 1533.7 1508.0 1520.5 +13.6 1,569 36,971 +212
Feb12 110427 1511.5 1535.0 1509.2 1522.0 +13.6 70 6,931 +14
Apr12 110427 1515.0 1523.7 1515.0 1523.7 +13.6 8 5,393 -6
Jun12 110427 1516.8 1536.1 1513.3 1525.7 +13.6 47 8,568 +25
Aug12 110427 1527.8 1527.8 1527.8 1527.8 +13.5 0 2,792 +0
Oct12 110427 1530.9 1530.9 1530.9 1530.9 +13.4 0 3,347 +0
Dec12 110427 1525.9 1547.8 1523.5 1535.0 +13.5 283 12,263 +148
Feb13 110427 1539.3 1539.3 1539.3 1539.3 +13.2 1 104 +0
Total Volume and Open Interest 132,387 530,092 -1,411
Silver(CMX)
May11 110427 4545.5 4830.5 4483.0 4595.8 +90.8 225,865 41,008 -2,162
Jul11 110427 4542.0 4833.0 4485.0 4598.7 +90.8 83,425 64,193 +4,918
Sep11 110427 4545.0 4821.0 4496.5 4599.6 +90.7 2,117 9,533 +1
Dec11 110427 4546.5 4829.5 4492.0 4600.0 +90.6 4,021 17,624 +116
Mar12 110427 4563.5 4822.5 4563.0 4596.4 +90.6 233 1,770 +38
May12 110427 4523.0 4813.5 4507.0 4593.7 +90.1 98 504 +24
Jul12 110427 4590.5 4777.5 4590.5 4590.5 +89.6 174 1,597 +104
Total Volume and Open Interest 319,204 152,945 +3,046
Platinum(NYMEX)
Jul11 110427 1807.6 1831.0 1805.5 1819.2 +13.8 3,384 35,605 +458
Oct11 110427 1822.6 1829.5 1813.1 1822.9 +13.8 79 1,265 -24
Jan12 110427 1824.9 1824.9 1824.9 1824.9 +13.8 0 21 +0
Apr12 110427 1822.0 1824.9 1822.0 1824.9 +13.8 0 23 +0
Total Volume and Open Interest 3,469 36,978 +373
Palladium(NYMEX)
Jun11 110427 753.95 770.00 750.00 758.10 +2.40 3,211 19,599 -57
Sep11 110427 754.75 759.85 754.70 759.70 +2.40 340 1,197 +27
Dec11 110427 758.40 761.10 758.40 761.10 +2.40 5 340 +3
Total Volume and Open Interest 3,556 21,141 -27
Copper(CMX)
May11 110427 432.25 434.95 420.90 422.80 -9.10 27,014 22,642 -2,913
Jul11 110427 434.50 437.00 422.80 424.65 -9.30 18,950 71,488 +3,104
Sep11 110427 435.20 435.20 425.50 426.20 -9.25 678 22,260 +307
Dec11 110427 439.75 439.75 427.35 427.45 -9.15 54 8,384 +19
Mar12 110427 430.95 432.65 428.05 428.05 -8.95 0 2,555 +0
Total Volume and Open Interest 47,397 132,595 +532
DJIA Index(CBOT)
Jun11 110427 12526 12650 12525 12641 +123 1,649 16,212 +1,257
Sep11 110427 12448 12571 12448 12571 +122 0 11 +0
Dec11 110427 12504 12504 12382 12504 +122 0 1 +0
Mar12 110427 12446 12446 12324 12446 +122      
Total Volume and Open Interest 1,649 16,224 +1,257
S & P 500(CME)
Jun11 110427 1341.10 1354.00 1340.10 1351.00 +10.10 7,700 308,691 -184
Sep11 110427 1337.50 1348.60 1334.50 1345.70 +10.10 31 6,140 -30
Dec11 110427 1340.20 1343.10 1340.00 1340.20 +10.10 800 3,494 +800
Mar12 110427 1335.60 1338.50 1335.40 1335.60 +10.10      
Total Volume and Open Interest 8,531 318,330 +586
S & P 500 E-Mini(Globex)
Jun11 110427 1351.50 1351.75 1350.75 1351.00 +10.00      
Sep11 110427 1336.50 1348.50 1335.50 1345.75 +10.25 1,807 16,820 +1,439
Total Volume and Open Interest 601,274 2,712,722 +13,079
NASDAQ 100(CME)
Jun11 110427 2389.00 2413.50 2387.50 2409.00 +24.20 639 17,140 +459
Sep11 110427 2385.00 2405.00 2385.00 2405.00 +24.20 0 3 +0
Dec11 110427 2401.50 2405.00 2401.50 2401.50 +24.20 0 2 +0
Total Volume and Open Interest 639 17,145 +459
NASDAQ 100 E-Mini(Globex)
Jun11 110427 2388.00 2412.80 2387.30 2409.00 +24.20 115,169 353,674 +1,928
Sep11 110427 2389.80 2406.80 2382.50 2405.00 +24.20 27 899 +2
Total Volume and Open Interest 115,196 354,590 +1,930
S & P Midcap 400(CME)
Jun11 110427 1009.30 1011.00 999.50 1009.30 +9.20 109 1,917 +109
Sep11 110427 1007.10 1007.10 1006.90 1007.10 +9.20      
Dec11 110427 1005.50 1005.50 1005.30 1005.50 +9.20      
Total Volume and Open Interest 109 1,917 +109
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Jun11 110427 9735 9735 9735 9735 +100 2,372 55,374 -90
Sep11 110427 9695 9765 9665 9765 +100 0 11 +0
Total Volume and Open Interest 2,372 55,385 -90
Nikkei 225(SGX)
Jun11 110427 9575 9730 9570 9715 +145 31,827 232,047 +7,374
Sep11 110427 9595 9710 9595 9710 +140 12 1,353 -1
Dec11 110427 9655 9655 9655 9655 +140 0 6,259 +400
Total Volume and Open Interest 31,839 245,369 +8,172
CAC 40(EURONEXT)
May11 110427 3977.5 4034.5 3966.5 4000.5 +25.5 87,725 300,024 -5,540
Jun11 110427 3934.5 3990.0 3926.0 3957.0 +25.0 304 26,400 -218
Jul11 110427 3955.0 3955.0 3955.0 3955.0 +25.5      
Total Volume and Open Interest 88,029 326,425 -5,758
Hang Seng Index(HKFE)
Apr11 110427 24164 24284 23790 23825 -131 73,684 82,897 -4,432
May11 110427 24040 24117 23635 23661 -119 9,427 14,657 +6,832
Jun11 110427 23856 23955 23493 23525 -119 1,007 6,009 +47
Total Volume and Open Interest 84,207 104,752 +2,440
DAX(EUREX)
Jun11 110427 7385.5 7479.0 7373.5 7418.0 +46.0 92,588 177,786 -1,769
Sep11 110427 7415.0 7504.0 7405.0 7444.5 +46.0 1,128 5,891 +400
Dec11 110427 7438.0 7533.0 7438.0 7476.0 +47.0 181 715 +65
Total Volume and Open Interest 93,897 184,392 -1,304
FT-SE 100(EURONEXT)
Jun11 110427 6029.00 6058.00 6013.00 6039.00 +7.50 69,584 657,763 -26,632
Sep11 110427 6022.00 6022.00 5988.00 6004.00 +8.50 10 561 -3
Dec11 110427 5983.50 5983.50 5983.50 5983.50 +9.00 1 167 +1
Total Volume and Open Interest 69,595 658,491 -26,634
SPI 200(SFE)
Jun11 110427 4910.0 4951.0 4871.0 4873.0 -48.0 29,954 184,827 -3,511
Sep11 110427 4915.0 4920.0 4862.0 4862.0 -48.0 88 3,555 -10
Dec11 110427 4885.0 4885.0 4885.0 4885.0 -46.0 0 2,595 -189
Total Volume and Open Interest 30,225 193,949 -3,947
GSCI(CME)
May11 110427 95.64 100.14 89.64 97.14 +1.00 144 12,006 -8
Jun11 110427 97.14 101.64 92.14 98.74 +1.00 2 0 +0
Jul11 110427 96.14 99.14 89.64 96.14 +1.50      
Total Volume and Open Interest 146 12,006 -8
Reuters CCI(ICE)
Jun11 110427 366.70 366.70 366.70 366.70 -0.10      
Total Volume and Open Interest      
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions.
Copyright © 1989- Moore Research Center, Inc. All Rights Reserved.

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