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MRCI's End of Day Prices

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MRCI's End of Day Prices
Daily Futures Price Listing Thu April 28, 2011
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
May11 110428 1379.25 1393.50 1334.25 1350.25 -27.75 59,906 54,648 -15,051
Jul11 110428 1386.00 1400.50 1338.25 1353.50 -31.00 95,998 248,722 +1,328
Aug11 110428 1384.00 1398.25 1336.75 1351.75 -31.25 3,641 17,566 +621
Sep11 110428 1380.25 1384.25 1330.75 1344.00 -31.50 2,640 15,500 +967
Nov11 110428 1369.00 1381.00 1322.25 1337.75 -30.75 19,014 196,762 +1,514
Jan12 110428 1375.50 1385.25 1330.00 1345.00 -30.50 1,312 21,844 -186
Mar12 110428 1375.00 1385.00 1332.25 1345.50 -30.25 948 13,531 +35
Total Volume and Open Interest 185,610 593,568 -10,788
Soybean Meal(CBOT)
May11 110428 356.90 363.00 345.70 348.70 -8.00 24,529 13,913 -5,568
Jul11 110428 362.00 368.60 350.70 354.20 -7.60 38,754 94,679 +742
Aug11 110428 365.00 368.70 351.20 354.60 -7.80 4,437 27,821 +564
Sep11 110428 364.00 365.30 349.90 353.40 -7.80 3,010 15,882 +143
Oct11 110428 359.40 361.40 345.30 349.20 -7.30 1,103 14,008 -3
Dec11 110428 357.80 362.00 345.10 348.80 -7.10 6,737 47,747 +605
Jan12 110428 354.20 358.70 346.50 350.00 -7.20 584 3,412 +81
Mar12 110428 359.70 359.70 348.50 351.60 -7.40 301 3,255 +90
Total Volume and Open Interest 80,155 226,777 -3,388
Soybean Oil(CBOT)
May11 110428 57.89 58.48 56.07 56.43 -1.43 39,014 30,275 -9,012
Jul11 110428 58.55 59.02 56.55 56.93 -1.48 62,487 160,841 -1,885
Aug11 110428 58.87 59.25 56.80 57.19 -1.46 6,996 25,583 +1,292
Sep11 110428 59.06 59.34 57.13 57.44 -1.45 4,274 19,664 +1,680
Oct11 110428 59.25 59.28 57.16 57.49 -1.44 323 13,494 -10
Dec11 110428 59.33 59.75 57.38 57.70 -1.44 6,925 77,107 -282
Jan12 110428 59.45 59.53 57.70 57.90 -1.44 399 4,701 +178
Mar12 110428 58.15 59.28 57.65 57.88 -1.40 125 4,272 -39
Total Volume and Open Interest 120,912 340,125 -8,119
Canola(WCE)
May11 110428 569.2 570.0 550.1 552.3 -15.5 7,547 7,707 -5,529
Jul11 110428 577.2 579.4 559.5 561.8 -15.4 16,199 77,804 +4,563
Nov11 110428 576.9 578.2 558.0 559.1 -16.5 3,516 77,315 -579
Jan12 110428 583.9 585.3 565.8 566.2 -17.2 1,288 5,862 +1,191
Mar12 110428 585.5 585.5 567.8 568.3 -17.2 0 1,151 +0
Total Volume and Open Interest 28,560 172,067 -346
Corn(CBOT)
May11 110428 757.00 761.25 715.50 723.00 -29.25 158,025 148,223 -38,348
Jul11 110428 763.75 768.25 729.25 729.25 -30.00 239,993 668,440 +9,181
Sep11 110428 717.50 721.75 684.25 684.25 -30.00 23,198 152,410 +3,201
Dec11 110428 670.00 672.25 637.25 637.50 -29.75 68,960 454,909 +2,678
Mar12 110428 679.25 682.00 647.75 648.50 -29.25 10,185 71,272 +1,402
May12 110428 687.50 689.00 656.25 657.00 -29.25 2,159 15,032 +542
Total Volume and Open Interest 510,153 1,592,733 -19,410
Wheat(CBOT)
May11 110428 779.25 784.25 738.00 743.00 -34.00 22,804 22,053 -6,958
Jul11 110428 814.00 820.50 772.50 777.50 -34.50 60,845 228,420 +1,636
Sep11 110428 857.75 865.00 818.00 822.25 -34.50 8,421 70,669 +1,076
Dec11 110428 897.50 906.25 861.50 864.50 -31.75 11,254 102,259 +893
Mar12 110428 925.50 933.75 891.50 893.50 -30.00 1,642 13,008 +69
Total Volume and Open Interest 108,092 470,608 -2,037
Wheat(KCBT)
May11 110428 913.00 919.00 870.00 870.25 -42.25 12,504 15,372 -5,540
Jul11 110428 925.00 930.75 878.25 880.00 -43.00 13,863 94,960 +1,884
Sep11 110428 941.50 946.50 897.75 898.75 -40.75 2,368 29,907 +626
Dec11 110428 959.50 964.75 916.75 918.00 -38.75 3,908 34,684 +1,219
Mar12 110428 970.50 977.50 932.00 932.25 -36.75 257 4,411 -21
Total Volume and Open Interest 33,339 186,380 -1,537
Wheat(MGE)
May11 110428 946.00 947.50 911.00 916.75 -30.75 5,504 5,430 -2,036
Jul11 110428 954.00 960.25 916.50 923.75 -30.50 3,648 21,019 +600
Sep11 110428 949.50 956.25 916.50 920.25 -29.25 924 16,201 +132
Dec11 110428 959.00 966.25 924.50 928.00 -30.75 1,053 13,143 +405
Mar12 110428 970.00 976.25 935.25 938.00 -31.75 197 2,398 +70
Total Volume and Open Interest 11,432 60,607 -794
Oats(CBOT)
May11 110428 367.00 372.75 330.75 339.00 -30.75 902 1,008 -833
Jul11 110428 376.75 384.75 350.00 350.00 -30.00 1,183 9,576 +384
Sep11 110428 385.00 385.00 355.50 355.50 -30.00 8 235 +3
Dec11 110428 392.50 398.25 362.50 362.50 -30.00 95 2,708 -11
Total Volume and Open Interest 2,188 13,532 -457
Rough Rice(CBOT)
May11 110428 14.15 14.30 13.91 14.12 -0.06 1,525 2,921 -670
Jul11 110428 14.46 14.63 14.25 14.43 -0.07 2,312 15,649 +658
Sep11 110428 15.30 15.33 15.07 15.24 -0.06 173 4,503 -13
Nov11 110428 15.59 15.61 15.38 15.54 -0.05 51 885 -9
Total Volume and Open Interest 4,062 24,452 -34
Live Cattle(CME)
Apr11 110428 117.000 117.200 115.900 117.150 -0.135 3,677 4,039 -2,614
Jun11 110428 113.385 113.650 112.100 113.180 -0.370 34,471 154,132 -4,883
Aug11 110428 115.800 115.850 114.480 115.800 -0.300 13,542 91,643 +2,010
Oct11 110428 120.980 120.980 119.600 120.730 -0.305 4,455 55,740 +338
Dec11 110428 122.700 123.035 121.900 122.800 -0.350 3,535 41,131 +673
Feb12 110428 122.650 123.100 122.035 123.100 -0.080 1,164 11,875 +79
Total Volume and Open Interest 61,021 364,340 -4,303
Feeder Cattle(CME)
Apr11 110425 132.130 132.130 132.130 132.130 -0.155 685 1,452 -67
May11 110428 130.750 131.800 130.000 131.380 +0.980 2,064 7,809 -504
Aug11 110428 135.000 136.500 134.130 136.130 +1.280 9,118 23,903 +592
Sep11 110428 135.500 137.325 135.285 136.950 +1.150 890 4,674 -48
Oct11 110428 136.000 137.550 135.500 137.325 +1.225 842 2,776 +87
Nov11 110428 135.550 137.300 135.550 137.100 +0.950 130 1,361 -9
Jan12 110428 133.900 135.600 133.900 135.600 +1.000 16 322 +9
Total Volume and Open Interest 13,060 40,870 +127
Lean Hogs(CME)
May11 110428 96.535 96.900 95.830 96.800 -0.950 891 4,907 -80
Jun11 110428 96.285 96.650 95.430 96.500 -0.200 24,301 82,994 -2,700
Jul11 110428 97.285 97.550 96.150 97.500 -0.200 3,739 31,191 +319
Aug11 110428 97.500 97.900 96.350 97.800 -0.050 5,211 35,225 -52
Oct11 110428 89.385 89.550 88.330 89.200 -0.500 4,453 32,519 -116
Dec11 110428 85.500 85.980 84.450 85.300 -0.400 2,455 27,163 +62
Feb12 110428 86.830 87.180 85.900 86.250 -1.050 356 6,742 +117
Apr12 110428 88.050 88.350 86.800 87.300 -0.850 167 3,858 +11
Total Volume and Open Interest 41,594 226,634 -2,421
Class III Milk(CME)
Apr11 110428 16.80 16.83 16.80 16.80 unch 39 5,459 +4
May11 110428 16.50 16.60 16.23 16.27 -0.21 143 5,453 -22
Jun11 110428 17.40 17.42 17.14 17.18 -0.21 196 4,683 +38
Jul11 110428 17.73 17.75 17.50 17.60 -0.15 66 3,424 +11
Aug11 110428 17.99 18.00 17.85 17.86 -0.12 18 3,236 -4
Total Volume and Open Interest 609 35,679 +115
Cocoa(ICE)
May11 110428 3330 3330 3330 3330 +124 2 356 -1
Jul11 110428 3188 3299 3170 3280 +112 5,109 71,818 -16
Sep11 110428 3201 3300 3178 3286 +108 867 23,989 +444
Dec11 110428 3229 3320 3215 3305 +111 520 23,445 -99
Mar12 110428 3276 3354 3243 3346 +107 43 23,067 -38
May12 110428 3294 3335 3290 3335 +101 4 5,852 +0
Jul12 110428 3292 3340 3292 3340 +111 0 1,524 +0
Total Volume and Open Interest 6,545 154,607 +290
Coffee "C"(ICE)
May11 110428 298.15 301.05 295.80 298.60 +3.05 230 687 -132
Jul11 110428 297.00 303.40 296.00 299.20 +2.80 9,977 70,694 +673
Sep11 110428 299.50 305.90 298.80 301.85 +2.70 1,439 19,511 +215
Dec11 110428 301.00 308.15 301.00 304.25 +2.50 1,019 18,290 -98
Mar12 110428 302.00 307.90 300.65 303.55 +1.40 181 3,747 +82
May12 110428 301.40 306.70 300.40 302.05 +0.40 94 2,146 +27
Total Volume and Open Interest 13,074 116,698 +822
Orange Juice(ICE)
May11 110428 172.70 176.85 171.55 174.10 +1.40 956 1,996 -743
Jul11 110428 166.00 169.95 164.25 166.20 +0.45 1,619 22,242 +96
Sep11 110428 162.60 166.40 161.60 163.35 +0.85 126 1,898 +30
Nov11 110428 159.50 160.70 159.00 160.70 +0.90 40 1,589 +32
Jan12 110428 159.00 159.80 159.00 159.80 +0.75 0 172 +0
Mar12 110428 159.00 160.00 159.00 160.00 +1.00 0 66 +0
Total Volume and Open Interest 2,741 28,057 -585
Sugar #11(ICE)
May11 110428 24.34 24.55 23.60 23.92 -0.63 29,325 50,648 -8,764
Jul11 110428 22.78 22.87 21.94 22.51 -0.45 39,014 277,924 -3,223
Oct11 110428 23.11 23.11 22.20 22.92 -0.24 9,878 124,042 -117
Mar12 110428 23.40 23.75 22.64 23.51 +0.02 3,776 72,521 +500
May12 110428 23.11 23.40 22.56 23.31 +0.03 1,860 20,327 +66
Total Volume and Open Interest 85,734 597,546 -11,705
London Cocoa(LCE)
May11 110428 1918 1975 1903 1975 +59 2,799 38,542 -1,307
Jul11 110428 1935 1992 1917 1981 +54 4,103 56,766 +558
Sep11 110428 1950 2007 1933 1993 +49 1,366 29,418 +36
Dec11 110428 1968 2028 1957 2015 +50 746 30,525 +33
Mar12 110428 1992 2040 1975 2030 +47 333 27,195 +154
May12 110428 1998 2042 1996 2042 +46 54 7,752 +34
Jul12 110428 2049 2049 2049 2049 +44 0 3,954 +0
Total Volume and Open Interest 9,401 204,427 -492
London Sugar(LCE)
Aug11 110428 624.30 624.70 605.00 615.10 -11.40 2,124 23,393 -490
Oct11 110428 607.10 607.60 589.50 601.50 -7.70 740 7,937 -4
Dec11 110428 608.90 611.00 595.00 607.40 -6.30 317 2,641 +219
Mar12 110428 600.30 608.70 594.80 608.60 -3.60 177 1,777 +56
May12 110428 588.50 600.60 588.50 600.60 -0.20 4 1,073 +0
Total Volume and Open Interest 3,362 37,494 -219
Cotton(ICE)
May11 110428 173.31 176.53 168.30 172.82 -2.07 398 5,674 -262
Jul11 110428 152.95 154.98 146.50 152.02 -1.37 7,315 73,643 -492
Oct11 110428 135.00 143.32 134.50 143.06 +3.56 41 469 -15
Dec11 110428 125.77 127.20 120.66 126.58 +1.98 3,500 60,085 +180
Mar12 110428 118.83 119.35 113.53 119.12 +2.30 284 7,730 +66
May12 110428 110.00 112.35 110.00 112.35 +2.06 19 2,319 -21
Total Volume and Open Interest 11,578 154,952 -545
Lumber(CME)
May11 110428 228.0 233.3 223.3 232.5 +8.5 178 1,781 -112
Jul11 110428 245.9 254.5 240.9 254.2 +9.7 388 5,690 +57
Sep11 110428 263.4 270.0 257.1 269.9 +9.9 80 1,452 +32
Nov11 110428 264.0 270.8 261.6 266.5 +5.7 13 399 -3
Total Volume and Open Interest 661 9,335 -26
Crude Oil(NYM)
Jun11 110428 113.13 113.97 111.69 112.86 +0.10 234,441 346,993 -3,544
Jul11 110428 113.61 114.49 112.18 113.34 +0.06 62,523 193,435 +6,152
Aug11 110428 114.04 114.78 112.48 113.62 +0.05 31,673 72,959 +456
Sep11 110428 114.30 114.95 112.68 113.75 +0.06 28,411 72,264 +2,952
Oct11 110428 114.50 114.94 112.86 113.75 +0.05 10,568 40,934 +538
Nov11 110428 114.29 114.91 112.77 113.71 +0.03 5,273 35,629 -149
Dec11 110428 114.35 114.90 112.67 113.67 +0.03 38,662 185,731 -2,042
Jan12 110428 114.27 114.32 112.88 113.52 +0.03 2,054 37,507 +138
Feb12 110428 113.77 113.91 112.80 113.31 +0.03 1,541 17,894 +42
Mar12 110428 113.55 113.71 112.16 113.09 +0.03 2,532 30,649 -447
Apr12 110428 113.28 113.98 112.80 112.85 +0.02 889 13,924 +76
May12 110428 112.69 112.69 111.93 112.57 unch 809 12,924 -10
Jun12 110428 113.08 113.38 112.18 112.28 -0.01 7,428 70,141 +1,212
Jul12 110428 111.87 112.34 111.87 111.88 -0.03 260 17,078 -2
Aug12 110428 112.13 112.13 111.47 111.47 -0.05 104 10,856 +17
Sep12 110428 111.11 111.11 111.11 111.11 -0.07 242 12,357 +44
Total Volume and Open Interest 448,963 1,553,704 +5,371
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 110428 113.725 114.425 112.200 113.350 +0.075 236 558 +18
Aug11 110428 114.450 114.450 112.625 113.625 +0.050 76 84 -12
Sep11 110428 113.675 114.175 113.200 113.750 +0.050 6 59 +3
Oct11 110428 113.750 113.750 113.750 113.750 +0.050 0 44 +0
Nov11 110428 113.700 113.700 113.700 113.700 +0.025 2 17 -3
Dec11 110428 113.675 113.825 113.050 113.675 +0.025 2 320 -2
Jan12 110428 113.525 113.525 113.525 113.525 +0.025 0 5 +0
Total Volume and Open Interest 7,354 4,089 +99
Heating Oil(NYM)
May11 110428 324.00 326.90 321.00 323.16 -0.18 27,214 22,133 -8,308
Jun11 110428 325.61 328.37 322.25 324.59 -0.22 47,805 109,585 +3,629
Jul11 110428 328.35 329.90 323.90 326.19 -0.27 14,096 47,794 +1,407
Aug11 110428 330.05 331.39 325.77 327.85 -0.31 8,214 26,979 +742
Sep11 110428 329.29 332.84 327.22 329.51 -0.36 4,890 20,424 -50
Oct11 110428 332.71 334.37 329.03 331.03 -0.43 3,158 10,134 +197
Nov11 110428 334.38 335.77 330.21 332.49 -0.51 1,858 8,342 +528
Dec11 110428 336.05 337.24 331.63 333.88 -0.54 6,388 30,089 -134
Jan12 110428 335.68 337.93 333.75 335.28 -0.58 494 10,881 +122
Feb12 110428 335.39 335.39 335.39 335.39 -0.62 126 4,554 +77
Mar12 110428 335.02 336.50 333.98 333.98 -0.65 243 2,713 +60
Apr12 110428 331.53 332.00 331.42 331.53 -0.57 68 952 +13
Total Volume and Open Interest 116,160 311,873 -1,194
Gasoline(NYMEX)
May11 110428 343.64 347.62 339.57 342.98 +1.04 36,523 23,377 -12,857
Jun11 110428 337.30 340.26 333.23 336.96 +1.14 57,020 96,013 +3,578
Jul11 110428 333.21 335.14 328.50 332.30 +1.17 22,922 47,926 +2,546
Aug11 110428 329.90 331.00 325.22 328.31 +1.00 10,895 24,389 +817
Sep11 110428 325.64 327.25 321.29 324.43 +0.75 7,444 22,683 +189
Oct11 110428 308.15 311.31 305.04 308.56 +0.62 3,822 19,289 +402
Nov11 110428 304.24 307.07 301.19 304.66 +0.61 1,236 7,547 +273
Dec11 110428 304.08 305.40 299.00 302.56 +0.51 1,749 25,508 +10
Jan12 110428 303.63 303.63 300.17 302.38 +0.48 33 6,603 +0
Feb12 110428 303.58 303.58 303.58 303.58 +0.49 25 2,670 +6
Total Volume and Open Interest 141,813 295,262 -4,979
e-miNY RBOB Gasoline(NYM)
May11 110428 343.00 343.00 342.98 343.00 +1.10 1 2 -1
Jun11 110428 337.00 337.00 336.96 337.00 +1.20 1 2 +1
Jul11 110428 332.30 332.30 332.30 332.30 +1.20 0 1 +0
Aug11 110428 328.30 328.31 328.30 328.30 +1.00 0 1 +0
Total Volume and Open Interest 2 9 +0
Natural Gas(NYM)
Jun11 110428 4.397 4.599 4.396 4.571 +0.163 89,055 146,962 +3,865
Jul11 110428 4.480 4.659 4.474 4.633 +0.157 26,735 207,664 +1,202
Aug11 110428 4.535 4.699 4.522 4.677 +0.155 13,248 67,404 +667
Sep11 110428 4.557 4.710 4.537 4.689 +0.152 5,408 74,591 -64
Oct11 110428 4.591 4.747 4.584 4.727 +0.146 11,599 85,487 +33
Nov11 110428 4.730 4.879 4.730 4.861 +0.131 5,069 38,026 +525
Dec11 110428 4.981 5.082 4.953 5.066 +0.112 3,852 30,508 +959
Jan12 110428 5.081 5.198 5.071 5.180 +0.109 4,884 83,919 -695
Feb12 110428 5.052 5.175 5.051 5.159 +0.108 1,616 17,205 -55
Mar12 110428 4.987 5.106 4.987 5.089 +0.104 3,998 32,376 +398
Apr12 110428 4.846 4.944 4.845 4.929 +0.084 3,427 31,781 +1
May12 110428 4.877 4.958 4.869 4.945 +0.080 859 9,952 +279
Jun12 110428 4.928 4.988 4.901 4.975 +0.077 157 5,798 +85
Jul12 110428 4.987 5.026 4.945 5.015 +0.074 119 5,173 +27
Aug12 110428 5.009 5.040 5.009 5.040 +0.074 54 5,652 +11
Sep12 110428 4.990 5.050 4.987 5.050 +0.074 52 5,170 -17
Total Volume and Open Interest 253,268 930,153 -13,549
Brent Crude Oil(ICE)
Jun11 110428 125.30 126.66 124.07 125.02 -0.11 143,786 223,419 -8,963
Jul11 110428 125.50 126.34 123.79 124.73 -0.13 54,595 134,555 -548
Aug11 110428 125.20 125.99 123.48 124.41 -0.15 23,982 50,955 +2,137
Sep11 110428 124.80 125.46 123.16 124.00 -0.16 10,581 46,354 +322
Oct11 110428 124.40 125.16 122.67 123.60 -0.15 5,657 29,452 -22
Nov11 110428 123.74 124.75 122.29 123.22 -0.14 5,647 20,970 +345
Dec11 110428 123.53 124.34 121.89 122.83 -0.14 34,369 98,946 -956
Jan12 110428 122.39 123.52 122.39 122.47 -0.13 2,378 18,830 +399
Feb12 110428 122.47 122.50 122.11 122.11 -0.13 1,227 14,881 +299
Mar12 110428 121.50 121.74 121.50 121.74 -0.12 1,647 29,608 +181
Apr12 110428 121.33 121.33 121.33 121.33 -0.12 989 5,916 +163
May12 110428 120.89 120.89 120.89 120.89 -0.13 743 5,787 +78
Jun12 110428 121.17 121.83 119.63 120.43 -0.14 6,456 35,237 -163
Jul12 110428 119.95 119.95 119.95 119.95 -0.15 395 2,303 +56
Total Volume and Open Interest 307,787 840,097 -7,871
Gas Oil(ICE)
May11 110428 1029.50 1040.00 1021.50 1038.25 +14.00 34,864 104,796 -7,545
Jun11 110428 1033.00 1042.75 1024.50 1041.00 +13.50 51,414 126,083 -1,521
Jul11 110428 1039.00 1045.25 1027.50 1044.00 +13.25 9,181 63,710 +1,604
Aug11 110428 1042.75 1047.50 1029.75 1046.25 +12.50 5,697 31,456 +1,459
Sep11 110428 1044.50 1049.50 1032.00 1048.50 +11.75 3,662 47,481 +604
Oct11 110428 1046.75 1051.50 1034.75 1050.25 +11.50 2,419 33,489 +315
Nov11 110428 1047.00 1051.50 1034.00 1050.25 +11.25 1,375 21,782 +525
Dec11 110428 1047.50 1052.50 1034.25 1050.50 +11.00 9,987 62,218 -2,692
Jan12 110428 1048.50 1052.00 1040.25 1052.00 +10.75 471 25,785 +7
Feb12 110428 1052.25 1052.50 1041.00 1051.00 +10.50 206 6,726 +68
Total Volume and Open Interest 123,032 609,605 -7,058
Ethanol(CBOT)
Apr11 110405 2.695 2.710 2.695 2.706 -0.009 94 259 -79
May11 110428 2.630 2.635 2.541 2.563 -0.072 118 402 -77
Jun11 110428 2.645 2.650 2.551 2.559 -0.088 245 930 +32
Jul11 110428 2.660 2.660 2.558 2.563 -0.100 184 1,152 +8
Aug11 110428 2.655 2.655 2.559 2.562 -0.095 100 822 +31
Sep11 110428 2.620 2.620 2.530 2.532 -0.092 88 999 -48
Oct11 110428 2.495 2.495 2.420 2.421 -0.097 95 947 +44
Nov11 110428 2.460 2.460 2.354 2.361 -0.097 27 578 +3
Total Volume and Open Interest 915 7,334 +8
WTI Crude Oil(ICE
Jun11 110428 113.45 113.97 111.70 112.86 +0.10 56,931 96,806 -6,772
Jul11 110428 114.06 114.47 112.22 113.34 +0.06 17,492 72,266 -15
Aug11 110428 114.42 114.75 112.49 113.62 +0.05 9,804 29,308 +376
Sep11 110428 114.09 114.79 112.80 113.75 +0.06 9,545 28,568 -759
Oct11 110428 114.25 114.80 113.43 113.75 +0.05 4,613 19,159 +278
Nov11 110428 114.08 114.79 113.09 113.71 +0.03 2,837 15,453 +333
Dec11 110428 114.20 114.84 112.70 113.67 +0.03 20,555 89,433 -294
Jan12 110428 113.31 114.15 112.72 113.52 +0.03 613 12,262 +130
Feb12 110428 113.79 114.38 112.97 113.31 +0.03 337 3,217 +96
Mar12 110428 113.09 113.09 113.09 113.09 +0.03 292 10,729 +23
Apr12 110428 112.85 112.85 112.85 112.85 +0.02 111 3,386 +52
May12 110428 112.57 112.57 112.57 112.57 unch 96 2,014 +7
Jun12 110428 112.98 113.29 111.73 112.28 -0.01 3,015 26,445 +145
Jul12 110428 111.88 111.88 111.88 111.88 -0.03 22 1,361 +0
Aug12 110428 111.47 111.47 111.47 111.47 -0.05 38 827 +2
Sep12 110428 111.11 111.11 111.11 111.11 -0.07 69 4,118 +0
Total Volume and Open Interest 137,085 516,105 -10,033
US Dollar Index(ICE)
Jun11 110428 73.500 73.500 73.050 73.310 -0.380 17,297 50,997 +612
Sep11 110428 73.875 73.875 73.535 73.735 -0.380 39 694 -8
Dec11 110428 74.200 74.200 74.200 74.200 -0.380 0 1 +0
Total Volume and Open Interest 17,336 51,693 +604
Australian Dollar(CME)
Jun11 110428 107.97 108.86 107.83 108.48 +0.65 84,855 142,613 -55
Sep11 110428 106.91 107.46 106.50 107.13 +0.63 69 796 +25
Dec11 110428 105.88 105.88 105.26 105.88 +0.62 0 59 +0
Total Volume and Open Interest 84,924 143,468 -30
British Pound(CME)
Jun11 110428 166.16 167.38 165.68 166.33 +0.65 93,629 117,973 +2,640
Sep11 110428 165.96 166.93 165.44 166.09 +0.65 20 472 +1
Dec11 110428 165.82 165.82 165.16 165.82 +0.66 2 36 +0
Total Volume and Open Interest 93,651 118,486 +2,641
Canadian Dollar(CME)
Jun11 110428 105.10 105.53 104.92 105.03 +0.12 62,748 133,289 -3,845
Sep11 110428 104.83 105.23 104.64 104.76 +0.12 137 2,880 +38
Dec11 110428 104.53 104.95 104.33 104.45 +0.12 47 2,479 -9
Mar12 110428 104.06 104.10 103.98 104.10 +0.12 10 258 +0
Total Volume and Open Interest 62,942 138,939 -3,816
Japanese Yen(CME)
Jun11 110428 121.64 122.88 121.56 122.72 +1.07 89,869 112,587 -3,713
Sep11 110428 122.10 122.90 121.73 122.80 +1.07 93 1,415 -1
Dec11 110428 122.05 122.98 121.86 122.92 +1.06 8 125 +0
Total Volume and Open Interest 89,970 114,134 -3,714
Swiss Franc(CME)
Jun11 110428 114.27 115.10 114.11 114.58 +0.47 38,198 71,462 +697
Sep11 110428 115.01 115.01 114.16 114.63 +0.47 41 161 +13
Dec11 110428 114.66 114.66 114.19 114.66 +0.47 0 11 +0
Total Volume and Open Interest 38,239 71,635 +710
EuroFX(CME)
Jun11 110428 147.57 148.64 147.55 148.02 +0.81 241,838 245,342 +260
Sep11 110428 147.19 148.07 146.77 147.56 +0.79 781 3,197 -44
Dec11 110428 147.20 147.20 146.30 147.08 +0.78 0 85 +0
Total Volume and Open Interest 242,669 249,000 +266
Mexican Peso(CME)
May11 110428 863.5 864.0 863.5 863.5 -0.5      
Jun11 110428 864.0 865.8 859.0 861.5 -0.5 14,419 170,841 -646
Total Volume and Open Interest 14,419 170,977 -646
30-Year T-Bonds(CBOT)
Jun11 110428 121~270 122~080 121~270 122~040 +0~240      
Sep11 110428 120~050 120~250 119~290 120~210 +0~240 620 2,587 +416
Dec11 110428 119~060 119~060 118~140 119~060 +0~240 0 31 +0
Total Volume and Open Interest 263,858 575,695 +2,067
10-Year T-Notes(CBOT)
Jun11 110428 120~170 121~045 120~155 120~305 +0~170 802,843 1,652,037 +4,386
Sep11 110428 119~050 119~200 118~300 119~155 +0~175 1,870 8,096 +820
Dec11 110428 118~070 118~155 117~300 118~155 +0~175 0 4 +0
Total Volume and Open Interest 804,713 1,660,137 +5,206
5-Year T-Notes(CBOT)
Jun11 110428 118~003 118~058 118~002 118~045 +0~050 461,156 1,420,073 -3,133
Sep11 110428 117~000 117~014 116~089 117~014 +0~053 242 3,857 +107
Dec11 110428 116~038 116~038 115~113 116~038 +0~053      
Total Volume and Open Interest 461,398 1,423,930 -3,026
2 Year T-Notes(CBOT)
Jun11 110428 109~064 109~075 109~061 109~070 +0~009 204,407 1,050,567 -9,018
Sep11 110428 109~004 109~017 108~127 109~011 +0~012 1,435 6,497 +1,260
Dec11 110428 108~077 108~077 108~065 108~077 +0~012 20 20 +20
Total Volume and Open Interest 205,862 1,057,084 -7,738
Eurodollars(CME)
Jun11 110428 99.700 99.710 99.700 99.705 +0.010 163,190 1,033,724 +11,139
Sep11 110428 99.650 99.655 99.640 99.650 +0.015 162,415 1,442,939 +18,829
Dec11 110428 99.550 99.565 99.540 99.555 +0.025 191,259 1,589,402 +14,791
Mar12 110428 99.385 99.410 99.375 99.395 +0.035 302,270 1,515,680 +24,086
Jun12 110428 99.125 99.165 99.115 99.145 +0.045 341,620 1,189,082 +8,940
Sep12 110428 98.795 98.855 98.790 98.830 +0.060 268,885 671,499 -15,013
Dec12 110428 98.455 98.530 98.455 98.505 +0.075 228,620 537,381 +21,561
Mar13 110428 98.160 98.245 98.155 98.225 +0.095 216,481 341,024 -1,578
Jun13 110428 97.875 97.975 97.875 97.955 +0.105 144,118 273,875 +20,841
Sep13 110428 97.600 97.710 97.600 97.690 +0.115 116,110 253,576 +6,495
Dec13 110428 97.330 97.440 97.330 97.425 +0.120 84,504 184,908 +1,655
Mar14 110428 97.095 97.210 97.095 97.190 +0.120 75,927 173,045 +4,464
Jun14 110428 96.870 96.975 96.865 96.955 +0.115 23,002 107,745 -506
Sep14 110428 96.650 96.760 96.650 96.730 +0.110 18,026 59,072 -691
Dec14 110428 96.430 96.540 96.430 96.500 +0.100 13,204 73,845 -1,200
Mar15 110428 96.245 96.355 96.245 96.305 +0.090 16,885 55,670 +480
Jun15 110428 4.315 4.415 4.315 4.365 +0.080 6,599 39,320 -272
Sep15 110428 4.155 4.245 4.155 4.185 +0.065 6,268 38,128 +34
Total Volume and Open Interest 2,401,031 9,773,496 +114,517
30 Day Federal Funds(CBOT)
Apr11 110428 99.900 99.902 99.900 99.900 unch 705 80,450 -463
May11 110428 99.895 99.900 99.890 99.895 +0.005 1,085 82,177 +77
Jun11 110428 99.885 99.890 99.880 99.885 +0.005 2,499 55,798 +475
Jul11 110428 99.865 99.870 99.860 99.865 +0.005 896 47,538 -244
Aug11 110428 99.850 99.850 99.845 99.845 unch 4,021 43,946 -1,260
Sep11 110428 99.835 99.840 99.835 99.835 unch 1,861 35,152 +593
Total Volume and Open Interest 39,023 695,570 +5,654
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 110428 99.675 99.675 99.675 99.675 unch 0 750 +0
Sep11 110428 99.673 99.673 99.673 99.673 unch      
Dec11 110428 99.665 99.665 99.665 99.665 unch 0 75 +0
Mar12 110428 99.652 99.652 99.652 99.652 unch      
Jun12 110428 99.680 99.680 99.680 99.680 unch      
Sep12 110428 99.610 99.610 99.610 99.610 unch      
Dec12 110428 99.570 99.570 99.570 99.570 unch      
Mar13 110428 99.570 99.570 99.570 99.570 unch      
Jun13 110428 99.525 99.525 99.525 99.525 unch      
Sep13 110428 99.385 99.385 99.385 99.385 unch      
Total Volume and Open Interest 0 825 +0
3-Mth Euro-Yen(SGX)
Jun11 110428 99.68 99.68 99.68 99.68 unch 0 5,402 +0
Sep11 110428 99.67 99.67 99.67 99.67 unch 0 1,533 +0
Dec11 110428 99.67 99.67 99.67 99.67 unch 0 1,944 -9
Mar12 110428 99.65 99.65 99.65 99.65 unch 0 3,672 +0
Jun12 110428 99.68 99.68 99.68 99.68 unch 0 1,254 +0
Sep12 110428 99.61 99.61 99.61 99.61 unch 0 411 +0
Dec12 110428 99.57 99.57 99.57 99.57 unch 0 24 +0
Mar13 110428 99.57 99.57 99.57 99.57 unch 0 1 +0
Total Volume and Open Interest 0 14,241 -9
Japanese Gov't Bonds(SGX)
Jun11 110428 139.83 140.80 139.76 140.07 +0.15 1,654 13,254 +739
Sep11 110428 139.17 139.17 139.17 139.17 +0.15 0 1 +0
Dec11 110428 137.08 137.08 137.08 137.08 +0.15      
Total Volume and Open Interest 1,654 13,255 +739
Euro-Bund(EUREX)
Jun11 110427 122.52 122.55 121.89 121.99 -0.52 782,295 897,866 +8,278
Sep11 110428 121.90 122.40 121.75 122.32 +0.71 913 7,165 +802
Dec11 110428 121.57 121.57 121.57 121.57 +0.68      
Total Volume and Open Interest 478,090 885,240 -18,989
Euro-Bobl(EUREX)
Jun11 110426 115.12 115.24 115.00 115.18 +0.43 574,118 781,605 -8,826
Sep11 110428 114.40 114.40 114.40 114.40 +0.30 1,000 20,017 +1,000
Dec11 110428 114.64 114.64 114.64 114.64 +0.29      
Total Volume and Open Interest 254,624 796,053 -6,012
3-Mth Euribor(EUREX)
Jun11 110428 98.450 98.460 98.445 98.445 -0.005 86 6,567 +25
Sep11 110428 98.185 98.195 98.180 98.190 +0.020 205 2,690 +0
Dec11 110428 97.950 97.970 97.950 97.970 +0.030 1 1,095 +0
Total Volume and Open Interest 347 12,702 +58
Long Gilt(LIFFE)
Jun11 110428 118~22 119~08 118~20 119~05 +0~25 66,199 329,696 -26,275
Sep11 110428 117~29 117~29 117~29 117~29 +0~25 0 10 +0
Total Volume and Open Interest 66,199 329,706 -26,275
3-Mth Short Sterling(LIFFE)
Jun11 110428 99.15 99.16 99.14 99.15 +0.01 61,024 492,330 +10,004
Sep11 110428 99.00 99.03 99.00 99.03 +0.04 119,919 453,078 +19,937
Dec11 110428 98.80 98.85 98.79 98.84 +0.06 98,556 445,083 +6,115
Mar12 110428 98.59 98.65 98.57 98.63 +0.08 68,737 395,425 +11,340
Jun12 110428 98.33 98.40 98.31 98.38 +0.10 68,285 314,980 -2,232
Sep12 110428 98.05 98.13 98.03 98.11 +0.11 39,975 194,337 -8,533
Total Volume and Open Interest 520,778 2,686,719 +25,782
3-Mth Euribor(LIFFE)
Jun11 110428 98.450 98.465 98.445 98.445 -0.005 145,187 757,136 -29,581
Sep11 110428 98.180 98.225 98.175 98.190 +0.020 134,250 725,370 -68,748
Dec11 110428 97.955 97.985 97.945 97.970 +0.030 81,098 646,265 -36,933
Total Volume and Open Interest 626,192 3,818,030 -240,071
3-Mth Aus T-Bills(SFE)
Jun11 110428 95.04 95.04 95.01 95.03 -0.01 35,693 174,333 +10,357
Sep11 110428 94.95 94.96 94.92 94.95 unch 80,901 237,779 +16,203
Dec11 110428 94.85 94.87 94.83 94.86 unch 29,501 143,552 +7,977
Mar12 110428 94.75 94.78 94.72 94.76 unch 9,936 73,034 +1,626
Jun12 110428 94.64 94.69 94.63 94.67 +0.02 2,759 46,066 +612
Sep12 110428 94.53 94.58 94.52 94.58 +0.03 2,349 47,279 +444
Dec12 110428 94.45 94.50 94.42 94.49 +0.04 2,377 19,665 +324
Mar13 110428 94.34 94.44 94.34 94.43 +0.05 655 10,742 +541
Jun13 110428 94.36 94.36 94.36 94.36 +0.04 2 1,050 +2
Sep13 110428 94.27 94.27 94.27 94.27 +0.04 0 900 +0
Total Volume and Open Interest 164,173 755,257 +38,086
10-Year Aus T-Bonds(SFE)
Jun11 110428 94.53 94.56 94.49 94.55 +0.01 63,139 377,401 +12,852
Sep11 110428 94.55 94.55 94.55 94.55 +0.01      
Total Volume and Open Interest 63,139 377,401 +12,852
3-Year Aus T-Bonds(SFE)
Jun11 110428 94.86 94.90 94.82 94.87 +0.06 62,031 505,436 -27,436
Sep11 110428 94.87 94.87 94.87 94.87 +0.01      
Total Volume and Open Interest 139,349 565,460 +29,173
Gold(CMX)
Jun11 110428 1527.8 1538.8 1523.9 1531.2 +14.1 145,615 346,949 -2,944
Aug11 110428 1528.9 1540.0 1525.5 1532.5 +14.2 5,669 64,971 +2,021
Oct11 110428 1530.7 1540.7 1529.1 1533.6 +14.2 152 6,157 +27
Dec11 110428 1531.4 1542.1 1529.0 1534.7 +14.2 3,078 38,095 +1,124
Feb12 110428 1533.3 1542.0 1530.1 1536.1 +14.1 217 6,938 +7
Apr12 110428 1538.4 1542.9 1536.0 1537.7 +14.0 375 5,151 -242
Jun12 110428 1542.2 1544.8 1539.6 1539.6 +13.9 379 8,655 +87
Aug12 110428 1541.6 1541.6 1541.6 1541.6 +13.8 161 2,931 +139
Oct12 110428 1544.6 1544.6 1544.6 1544.6 +13.7 76 3,272 -75
Dec12 110428 1547.4 1555.4 1544.7 1548.5 +13.5 409 12,337 +74
Feb13 110428 1552.7 1559.9 1552.7 1552.7 +13.4 0 104 +0
Total Volume and Open Interest 157,091 530,132 +40
Silver(CMX)
May11 110428 4782.5 4952.0 4724.5 4752.0 +156.2 181,766 26,890 -14,118
Jul11 110428 4781.0 4956.0 4725.5 4754.1 +155.4 95,423 68,528 +4,335
Sep11 110428 4793.5 4953.0 4735.0 4755.4 +155.8 2,070 9,498 -35
Dec11 110428 4810.5 4954.0 4733.5 4756.0 +156.0 3,770 17,369 -255
Mar12 110428 4850.0 4950.0 4750.5 4752.4 +156.0 271 1,929 +159
May12 110428 4806.0 4931.5 4748.9 4748.9 +155.2 66 526 +22
Jul12 110428 4911.0 4911.0 4745.0 4745.0 +154.5 66 1,611 +14
Total Volume and Open Interest 286,820 143,341 -9,604
Platinum(NYMEX)
Jul11 110428 1828.1 1851.9 1820.6 1839.9 +20.7 4,219 35,710 +105
Oct11 110428 1829.3 1850.0 1827.0 1843.6 +20.7 83 1,298 +33
Jan12 110428 1833.0 1845.6 1829.6 1845.6 +20.7 2 23 +2
Apr12 110428 1847.6 1847.6 1847.6 1847.6 +22.7 0 23 +0
Total Volume and Open Interest 4,309 37,110 +132
Palladium(NYMEX)
Jun11 110428 769.00 784.40 767.05 775.30 +17.20 3,067 19,498 -101
Sep11 110428 775.45 782.30 771.90 776.95 +17.25 123 1,276 +79
Dec11 110428 780.00 780.00 773.20 778.35 +17.25 0 338 -2
Total Volume and Open Interest 3,190 21,117 -24
Copper(CMX)
May11 110428 425.50 430.60 420.70 424.50 +1.70 31,238 15,307 -7,335
Jul11 110428 427.10 432.50 422.50 426.15 +1.50 21,973 76,127 +4,639
Sep11 110428 429.70 432.80 424.90 427.75 +1.55 831 22,428 +168
Dec11 110428 431.55 434.00 426.00 429.25 +1.80 549 8,861 +477
Mar12 110428 434.05 434.30 427.30 430.10 +2.05 245 2,764 +209
Total Volume and Open Interest 56,631 130,849 -1,746
DJIA Index(CBOT)
Jun11 110428 12644 12725 12614 12708 +67 6,541 21,713 +5,501
Sep11 110428 12639 12639 12571 12639 +68 0 11 +0
Dec11 110428 12572 12572 12504 12572 +68 0 1 +0
Mar12 110428 12514 12514 12446 12514 +68      
Total Volume and Open Interest 6,541 21,725 +5,501
S & P 500(CME)
Jun11 110428 1351.00 1358.20 1347.00 1354.90 +3.90 17,359 313,438 +4,747
Sep11 110428 1351.20 1353.70 1344.70 1349.60 +3.90 22 6,133 -7
Dec11 110428 1344.20 1348.20 1339.20 1344.20 +4.00 0 3,494 +0
Mar12 110428 1339.60 1343.60 1334.60 1339.60 +4.00      
Total Volume and Open Interest 17,381 323,070 +4,740
S & P 500 E-Mini(Globex)
Jun11 110428 1355.00 1355.25 1354.25 1354.25 +3.25      
Sep11 110428 1346.25 1351.50 1342.25 1349.50 +3.75 891 16,796 -24
Total Volume and Open Interest 1,386,939 2,745,754 +33,032
NASDAQ 100(CME)
Jun11 110428 2409.50 2415.50 2395.50 2401.80 -7.20 1,878 18,379 +1,239
Sep11 110428 2398.00 2400.00 2394.00 2398.00 -7.00 0 3 +0
Dec11 110428 2394.50 2396.50 2394.50 2394.50 -7.00 0 2 +0
Total Volume and Open Interest 1,878 18,384 +1,239
NASDAQ 100 E-Mini(Globex)
Jun11 110428 2409.30 2415.80 2396.30 2401.80 -7.20 226,453 364,476 +10,802
Sep11 110428 2406.30 2410.80 2392.80 2398.00 -7.00 131 936 +37
Total Volume and Open Interest 226,584 365,429 +10,839
S & P Midcap 400(CME)
Jun11 110428 1009.70 1018.00 1006.00 1009.70 +0.40 376 2,117 +200
Sep11 110428 1007.50 1007.50 1007.10 1007.50 +0.40      
Dec11 110428 1005.90 1005.90 1005.50 1005.90 +0.40      
Total Volume and Open Interest 376 2,117 +200
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Jun11 110428 9735 9960 9725 9935 +200      
Sep11 110428 9825 9965 9825 9965 +200 0 11 +0
Total Volume and Open Interest 8,293 55,806 +421
Nikkei 225(SGX)
Jun11 110428 9695 9875 9680 9860 +145 67,935 230,973 -1,074
Sep11 110428 9720 9860 9720 9860 +150 30 1,368 +15
Dec11 110428 9805 9805 9805 9805 +150 400 6,259 +0
Total Volume and Open Interest 69,272 244,329 -1,040
CAC 40(EURONEXT)
May11 110428 4036.0 4045.5 4009.5 4036.5 +36.0 81,899 298,541 -1,483
Jun11 110428 3990.5 3995.5 3970.0 3993.0 +36.0 617 26,665 +265
Jul11 110428 3991.0 3991.0 3991.0 3991.0 +36.0      
Total Volume and Open Interest 82,516 325,207 -1,218
Hang Seng Index(HKFE)
Apr11 110428 24040 24161 23945 23953 +128 113,608 60,697 -22,200
May11 110428 23881 24019 23573 23600 -61 51,547 53,736 +39,079
Jun11 110428 23754 23860 23437 23456 -69 1,369 6,883 +874
Total Volume and Open Interest 166,646 122,541 +17,789
DAX(EUREX)
Jun11 110428 7484.5 7516.0 7442.5 7494.5 +76.5 90,374 176,368 -1,418
Sep11 110428 7507.0 7542.0 7471.0 7521.0 +76.5 128 5,912 +21
Dec11 110428 7535.5 7566.5 7514.0 7552.5 +76.5 17 691 -24
Total Volume and Open Interest 90,519 182,971 -1,421
FT-SE 100(EURONEXT)
Jun11 110428 6060.00 6061.50 6019.00 6033.00 -6.00 80,132 660,803 +3,040
Sep11 110428 6016.00 6024.00 5998.00 5998.00 -6.00 8 556 -5
Dec11 110428 5977.50 5977.50 5977.50 5977.50 -6.00 0 165 -2
Total Volume and Open Interest 80,140 661,524 +3,033
SPI 200(SFE)
Jun11 110428 4871.0 4924.0 4861.0 4873.0 unch 34,592 190,743 +5,916
Sep11 110428 4875.0 4895.0 4863.0 4863.0 +1.0 8 3,552 -3
Dec11 110428 4886.0 4886.0 4886.0 4886.0 +1.0 0 2,595 +0
Total Volume and Open Interest 34,863 198,238 +4,289
GSCI(CME)
May11 110428 99.29 101.64 91.24 95.14 -2.00 96 11,948 -58
Jun11 110428 100.89 103.14 93.14 96.84 -1.90 2 0 +0
Jul11 110428 94.64 101.14 90.64 94.64 -1.50      
Total Volume and Open Interest 98 11,948 -58
Reuters CCI(ICE)
Jun11 110428 367.20 367.20 367.20 367.20 +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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