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MRCI's End of Day Prices

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MRCI's End of Day Prices
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Daily Futures Price Listing Fri April 29, 2011
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
May11 110429 1348.00 1393.50 1341.75 1392.75 +42.50 53,492 38,180 -16,468
Jul11 110429 1352.00 1395.00 1345.50 1394.00 +40.50 114,040 254,585 +5,863
Aug11 110429 1350.50 1392.50 1348.00 1391.25 +39.50 4,820 17,413 -153
Sep11 110429 1342.00 1381.50 1338.00 1381.50 +37.50 2,799 15,969 +469
Nov11 110429 1337.50 1375.25 1331.50 1374.25 +36.50 29,830 198,821 +2,059
Jan12 110429 1343.00 1382.00 1341.50 1381.00 +36.00 1,860 22,558 +714
Mar12 110429 1342.00 1381.00 1342.00 1381.00 +35.50 1,135 14,106 +575
Total Volume and Open Interest 209,584 587,043 -6,525
Soybean Meal(CBOT)
May11 110429 348.70 359.50 348.50 358.10 +9.40 27,278 9,890 -4,023
Jul11 110429 354.20 364.00 352.60 363.60 +9.40 46,157 98,163 +3,484
Aug11 110429 354.40 364.40 353.60 364.10 +9.50 6,008 27,344 -477
Sep11 110429 354.10 363.20 352.40 362.90 +9.50 4,088 16,710 +828
Oct11 110429 350.10 359.20 347.00 359.20 +10.00 2,300 14,033 +25
Dec11 110429 349.70 359.10 348.80 359.10 +10.30 13,722 50,505 +2,758
Jan12 110429 353.00 360.30 350.00 360.30 +10.30 206 3,462 +50
Mar12 110429 356.30 361.60 351.60 361.60 +10.00 135 3,246 -9
Total Volume and Open Interest 100,492 229,631 +2,854
Soybean Oil(CBOT)
May11 110429 56.55 58.13 56.49 58.13 +1.70 30,185 18,922 -11,353
Jul11 110429 57.05 58.60 56.89 58.58 +1.65 56,650 161,460 +619
Aug11 110429 57.30 58.83 57.20 58.83 +1.64 4,262 26,133 +550
Sep11 110429 57.60 59.09 57.52 59.09 +1.65 3,812 20,210 +546
Oct11 110429 57.55 59.16 57.50 59.16 +1.67 1,720 13,763 +269
Dec11 110429 57.79 59.38 57.68 59.38 +1.68 11,865 79,662 +2,555
Jan12 110429 58.16 59.57 58.06 59.57 +1.67 158 4,831 +130
Mar12 110429 58.08 59.55 58.08 59.55 +1.67 87 4,250 -22
Total Volume and Open Interest 109,761 333,812 -6,313
Canola(WCE)
May11 110429 553.0 567.0 552.6 561.0 +8.7 7,055 3,494 -4,213
Jul11 110429 562.0 573.9 550.2 567.4 +5.6 12,298 81,743 +3,939
Nov11 110429 558.2 569.8 547.5 563.6 +4.5 2,547 76,743 -572
Jan12 110429 567.3 575.0 567.0 571.0 +4.8 37 5,872 +10
Mar12 110429 573.5 573.5 573.5 573.5 +5.2 3 1,154 +3
Total Volume and Open Interest 22,240 171,252 -815
Corn(CBOT)
May11 110429 723.25 758.50 719.75 754.00 +31.00 160,696 97,438 -50,785
Jul11 110429 729.25 761.50 726.00 756.50 +27.25 235,959 678,712 +10,272
Sep11 110429 685.00 717.00 681.25 716.00 +31.75 22,455 156,004 +3,594
Dec11 110429 637.50 670.50 632.50 669.50 +32.00 77,204 449,783 -5,126
Mar12 110429 648.25 680.00 645.50 680.00 +31.50 7,681 71,422 +150
May12 110429 656.50 688.00 655.75 688.00 +31.00 2,811 15,344 +312
Total Volume and Open Interest 513,040 1,552,608 -40,125
Wheat(CBOT)
May11 110429 743.00 769.25 736.50 769.25 +26.25 18,882 13,411 -8,642
Jul11 110429 778.50 806.50 766.00 801.25 +23.75 76,160 228,788 +368
Sep11 110429 822.75 851.00 811.25 846.50 +24.25 7,584 70,122 -547
Dec11 110429 866.25 892.25 854.50 888.00 +23.50 14,803 102,243 -16
Mar12 110429 886.50 921.75 886.25 919.00 +25.50 1,227 13,102 +94
Total Volume and Open Interest 120,580 462,725 -7,883
Wheat(KCBT)
May11 110429 868.00 893.25 865.00 893.00 +22.75 10,382 11,396 -3,976
Jul11 110429 881.25 908.00 871.25 902.00 +22.00 24,960 94,441 -519
Sep11 110429 902.75 926.25 891.25 920.50 +21.75 5,866 30,234 +327
Dec11 110429 920.25 946.50 911.00 942.00 +24.00 8,817 36,167 +1,483
Mar12 110429 932.50 963.75 932.50 957.75 +25.50 257 4,426 +15
Total Volume and Open Interest 50,690 183,935 -2,445
Wheat(MGE)
May11 110429 919.75 952.50 916.25 945.25 +28.50 3,336 4,508 -922
Jul11 110429 923.50 955.00 915.00 948.00 +24.25 5,867 21,800 +781
Sep11 110429 920.00 950.75 912.00 947.00 +26.75 1,605 16,365 +164
Dec11 110429 921.50 960.00 920.25 954.75 +26.75 1,786 12,933 -210
Mar12 110429 931.50 969.00 931.25 966.25 +28.25 261 2,479 +81
Total Volume and Open Interest 12,994 60,577 -30
Oats(CBOT)
May11 110429 341.50 350.75 339.00 342.50 +3.50 673 883 -125
Jul11 110429 347.75 362.25 343.25 352.50 +2.50 1,576 9,544 -32
Sep11 110429 355.75 366.00 355.50 360.00 +4.50 36 250 +15
Dec11 110429 364.25 375.00 360.00 368.00 +5.50 501 2,830 +122
Total Volume and Open Interest 2,786 13,512 -20
Rough Rice(CBOT)
May11 110429 14.12 14.81 14.12 14.81 +0.69 904 2,494 -427
Jul11 110429 14.45 14.93 14.43 14.93 +0.50 1,737 16,039 +390
Sep11 110429 15.25 15.74 15.24 15.74 +0.50 397 4,695 +192
Nov11 110429 15.55 16.04 15.55 16.04 +0.50 101 924 +39
Total Volume and Open Interest 3,139 24,646 +194
Live Cattle(CME)
Apr11 110429 117.250 117.730 116.350 117.050 -0.100 2,654 2,230 -1,809
Jun11 110429 113.350 114.035 112.885 113.350 +0.170 26,224 150,440 -3,692
Aug11 110429 115.580 116.430 115.285 115.700 -0.100 9,742 91,981 +338
Oct11 110429 120.580 121.230 120.150 120.730 unch 6,400 57,162 +1,422
Dec11 110429 122.600 123.200 122.385 122.900 +0.100 4,820 42,332 +1,201
Feb12 110429 122.700 123.350 122.500 123.200 +0.100 1,085 11,905 +30
Total Volume and Open Interest 51,434 362,191 -2,149
Feeder Cattle(CME)
May11 110429 131.380 132.435 131.350 131.900 +0.520 1,589 7,254 -555
Aug11 110429 136.035 136.785 135.850 135.950 -0.180 2,989 24,325 +422
Sep11 110429 137.185 137.630 136.685 136.935 -0.015 631 4,650 -24
Oct11 110429 137.000 137.800 136.950 137.300 -0.025 531 2,996 +220
Nov11 110429 137.000 137.650 136.750 137.235 +0.135 178 1,353 -8
Jan12 110429 135.575 136.000 135.575 135.600 unch 10 323 +1
Mar12 110429 134.000 134.100 134.000 134.100 +0.200 1 25 +0
Total Volume and Open Interest 5,929 40,926 +56
Lean Hogs(CME)
May11 110429 95.850 96.300 94.480 95.285 -1.515 1,203 4,462 -445
Jun11 110429 96.080 96.480 94.680 95.230 -1.270 19,045 79,565 -3,429
Jul11 110429 97.035 97.200 95.635 96.400 -1.100 3,921 30,811 -380
Aug11 110429 97.550 97.700 96.180 97.230 -0.570 4,273 35,174 -51
Oct11 110429 88.980 89.100 87.580 89.035 -0.165 2,006 32,791 +272
Dec11 110429 85.080 85.300 83.850 85.230 -0.070 3,158 27,180 +17
Feb12 110429 85.930 86.230 85.080 86.000 -0.250 418 6,858 +116
Apr12 110429 87.135 87.500 86.450 87.300 unch 323 3,963 +105
Total Volume and Open Interest 34,396 222,845 -3,789
Class III Milk(CME)
Apr11 110429 16.87 16.87 16.87 16.87 +0.07 38 5,452 -7
May11 110429 16.27 16.49 16.20 16.41 +0.14 180 5,370 -83
Jun11 110429 17.15 17.38 16.96 17.33 +0.15 146 4,687 +4
Jul11 110429 17.54 17.75 17.44 17.73 +0.13 33 3,423 -1
Aug11 110429 17.76 17.97 17.65 17.97 +0.11 28 3,237 +1
Total Volume and Open Interest 623 35,734 +55
Cocoa(ICE)
May11 110429 3350 3424 3350 3390 +60 9 356 +0
Jul11 110429 3282 3348 3270 3340 +60 11,463 73,831 +2,013
Sep11 110429 3286 3351 3277 3345 +59 1,426 23,993 +4
Dec11 110429 3294 3361 3291 3358 +53 694 23,474 +29
Mar12 110429 3387 3401 3384 3398 +52 373 22,958 -109
May12 110429 3367 3387 3367 3387 +52 4 5,854 +2
Jul12 110429 3369 3385 3361 3385 +45 28 1,524 +0
Total Volume and Open Interest 14,103 156,567 +1,960
Coffee "C"(ICE)
May11 110429 295.90 300.00 294.60 299.35 +0.75 88 607 -80
Jul11 110429 298.30 301.50 294.70 299.85 +0.65 7,014 70,790 +96
Sep11 110429 300.90 303.95 297.30 302.50 +0.65 1,271 19,333 -178
Dec11 110429 304.40 305.55 299.80 304.80 +0.55 690 18,402 +112
Mar12 110429 300.00 305.00 300.00 304.55 +1.00 390 3,904 +157
May12 110429 298.40 303.00 298.40 302.85 +0.80 165 2,225 +79
Total Volume and Open Interest 9,787 116,938 +240
Orange Juice(ICE)
May11 110429 176.00 178.00 175.10 176.55 +2.45 753 1,442 -554
Jul11 110429 167.05 169.65 167.05 168.70 +2.50 1,293 22,341 +99
Sep11 110429 165.00 165.40 164.35 164.95 +1.60 45 1,910 +12
Nov11 110429 162.25 162.90 162.20 162.20 +1.50 11 1,594 +5
Jan12 110429 161.00 161.35 161.00 161.00 +1.20 21 192 +20
Mar12 110429 161.20 161.20 161.20 161.20 +1.20 0 66 +0
Total Volume and Open Interest 2,123 27,639 -418
Sugar #11(ICE)
May11 110429 24.09 24.15 22.81 23.38 -0.54 51,185 30,314 -20,334
Jul11 110429 22.48 22.61 21.75 22.25 -0.26 57,370 272,417 -5,507
Oct11 110429 23.00 23.00 22.22 22.65 -0.27 16,565 127,282 +3,240
Mar12 110429 23.53 23.61 22.88 23.24 -0.27 6,455 73,800 +1,279
May12 110429 23.25 23.32 22.69 23.08 -0.23 2,438 20,609 +282
Total Volume and Open Interest 139,453 578,053 -19,493
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 110429 172.98 178.86 170.76 178.78 +5.96 634 5,350 -324
Jul11 110429 152.65 158.02 147.80 158.02 +6.00 11,762 72,935 -708
Oct11 110429 141.80 146.00 138.00 145.80 +2.74 75 478 +9
Dec11 110429 126.57 131.20 125.14 130.93 +4.35 6,767 60,428 +343
Mar12 110429 118.33 123.58 118.09 123.30 +4.18 1,130 8,204 +474
May12 110429 111.80 116.72 111.80 116.72 +4.37 172 2,310 -9
Total Volume and Open Interest 20,628 154,763 -189
Lumber(CME)
May11 110429 231.7 239.5 229.0 237.0 +4.5 343 1,565 -216
Jul11 110429 253.0 264.2 252.1 263.9 +9.7 434 5,803 +113
Sep11 110429 270.0 279.9 270.0 279.9 +10.0 112 1,478 +26
Nov11 110429 272.0 276.5 272.0 276.5 +10.0 25 410 +11
Total Volume and Open Interest 917 9,269 -66
Crude Oil(NYM)
Jun11 110429 112.82 114.18 112.25 113.93 +1.07 338,697 348,610 +1,617
Jul11 110429 113.31 114.66 112.74 114.43 +1.09 72,191 199,608 +6,173
Aug11 110429 113.51 114.92 113.04 114.71 +1.09 38,777 75,336 +2,377
Sep11 110429 113.55 115.03 113.19 114.83 +1.08 27,464 75,107 +2,843
Oct11 110429 113.35 114.84 113.35 114.82 +1.07 12,679 41,680 +746
Nov11 110429 113.48 115.00 113.48 114.78 +1.07 8,956 35,616 -13
Dec11 110429 113.68 114.95 113.20 114.73 +1.06 46,105 186,829 +1,098
Jan12 110429 113.50 114.58 113.14 114.58 +1.06 2,218 37,416 -91
Feb12 110429 113.77 114.38 113.22 114.38 +1.07 1,737 17,606 -288
Mar12 110429 112.78 114.16 112.78 114.16 +1.07 2,339 30,461 -188
Apr12 110429 113.47 114.07 113.30 113.92 +1.07 2,326 14,452 +528
May12 110429 112.99 113.65 112.57 113.65 +1.08 2,668 13,597 +673
Jun12 110429 112.65 113.50 112.29 113.35 +1.07 7,666 71,169 +1,028
Jul12 110429 112.95 112.95 112.95 112.95 +1.07 1,467 17,255 +177
Aug12 110429 112.54 112.54 112.54 112.54 +1.07 1,458 12,054 +1,198
Sep12 110429 111.27 112.19 111.27 112.19 +1.08 595 12,605 +248
Total Volume and Open Interest 609,202 1,581,277 +27,573
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 110429 113.250 114.500 112.825 114.425 +1.075 512 611 +53
Aug11 110429 113.125 114.700 113.125 114.700 +1.075 93 86 +2
Sep11 110429 113.700 115.000 113.700 114.825 +1.075 10 54 -5
Oct11 110429 114.825 114.825 114.825 114.825 +1.075 0 44 +0
Nov11 110429 114.000 114.775 114.000 114.775 +1.075 0 17 +0
Dec11 110429 113.675 114.725 113.675 114.725 +1.050 1 319 -1
Jan12 110429 113.700 114.575 113.700 114.575 +1.050 0 5 +0
Total Volume and Open Interest 12,652 4,482 +393
Heating Oil(NYM)
May11 110429 323.16 327.00 322.77 325.58 +2.42 22,922 16,913 -5,220
Jun11 110429 324.80 328.10 323.73 327.58 +2.99 55,111 114,053 +4,468
Jul11 110429 325.85 329.48 325.20 329.15 +2.96 12,528 48,763 +969
Aug11 110429 327.39 331.10 327.39 330.74 +2.89 8,907 27,471 +492
Sep11 110429 330.02 332.59 330.00 332.36 +2.85 5,043 20,385 -39
Oct11 110429 330.44 334.00 330.44 333.83 +2.80 4,028 10,048 -86
Nov11 110429 334.14 335.33 332.97 335.25 +2.76 2,845 8,610 +268
Dec11 110429 333.08 336.75 333.08 336.62 +2.74 10,703 30,705 +616
Jan12 110429 335.90 337.99 335.90 337.99 +2.71 1,233 10,864 -17
Feb12 110429 337.01 338.21 337.01 338.06 +2.67 231 4,623 +69
Mar12 110429 335.00 336.76 334.78 336.61 +2.63 614 2,980 +267
Apr12 110429 332.55 334.22 332.55 334.15 +2.62 98 949 -3
Total Volume and Open Interest 126,256 314,079 +2,206
Gasoline(NYMEX)
May11 110429 343.00 348.00 342.01 346.48 +3.50 31,073 16,370 -7,007
Jun11 110429 336.96 340.25 335.24 339.84 +2.88 70,338 98,746 +2,733
Jul11 110429 331.21 335.22 330.70 334.94 +2.64 29,553 48,691 +765
Aug11 110429 327.59 330.73 327.03 330.62 +2.31 19,601 25,882 +1,493
Sep11 110429 324.02 326.72 323.20 326.62 +2.19 11,204 23,269 +586
Oct11 110429 308.59 310.84 307.93 310.76 +2.20 6,070 19,302 +13
Nov11 110429 305.10 306.89 304.39 306.88 +2.22 1,960 7,557 +10
Dec11 110429 301.62 305.04 301.15 304.93 +2.37 4,266 25,942 +434
Jan12 110429 304.82 304.82 304.82 304.82 +2.44 1,093 6,256 -347
Feb12 110429 306.04 306.04 306.04 306.04 +2.46 1,269 2,644 -26
Total Volume and Open Interest 178,566 294,846 -416
e-miNY RBOB Gasoline(NYM)
Jun11 110429 339.80 339.84 339.80 339.80 +2.80 0 2 +0
Jul11 110429 334.90 334.94 334.90 334.90 +2.60 0 1 +0
Aug11 110429 330.60 330.62 330.60 330.60 +2.30 0 1 +0
Sep11 110429 326.60 326.62 326.60 326.60 +2.20      
Total Volume and Open Interest 0 9 +0
Natural Gas(NYM)
Jun11 110429 4.570 4.705 4.555 4.698 +0.127 77,136 148,157 +1,195
Jul11 110429 4.643 4.766 4.618 4.761 +0.128 25,280 207,491 -173
Aug11 110429 4.674 4.809 4.665 4.802 +0.125 10,038 69,829 +2,425
Sep11 110429 4.684 4.815 4.677 4.809 +0.120 5,300 75,127 +536
Oct11 110429 4.720 4.850 4.715 4.844 +0.117 9,079 85,943 +456
Nov11 110429 4.900 4.975 4.857 4.969 +0.108 4,404 38,711 +685
Dec11 110429 5.066 5.173 5.060 5.165 +0.099 2,484 30,808 +300
Jan12 110429 5.174 5.283 5.174 5.276 +0.096 4,754 84,092 +173
Feb12 110429 5.170 5.260 5.160 5.252 +0.093 1,258 16,999 -206
Mar12 110429 5.103 5.184 5.085 5.175 +0.086 2,180 32,797 +421
Apr12 110429 4.918 5.007 4.917 5.002 +0.073 1,606 31,872 +91
May12 110429 4.952 5.022 4.948 5.013 +0.068 202 9,928 -24
Jun12 110429 4.977 5.043 4.977 5.043 +0.068 126 5,849 +51
Jul12 110429 5.025 5.081 5.025 5.081 +0.066 40 5,188 +15
Aug12 110429 5.048 5.106 5.048 5.106 +0.066 4 5,652 +0
Sep12 110429 5.071 5.115 5.070 5.115 +0.065 44 5,197 +27
Total Volume and Open Interest 144,433 926,370 -3,783
Brent Crude Oil(ICE)
Jun11 110429 124.90 126.10 124.25 125.89 +0.87 209,507 214,688 -8,731
Jul11 110429 124.61 125.81 123.95 125.62 +0.89 81,816 136,995 +2,440
Aug11 110429 124.05 125.48 123.76 125.30 +0.89 41,977 52,438 +1,483
Sep11 110429 123.68 125.07 123.27 124.90 +0.90 28,141 45,536 -818
Oct11 110429 123.23 124.66 123.18 124.50 +0.90 15,243 32,423 +2,971
Nov11 110429 122.85 124.26 122.53 124.11 +0.89 7,254 19,492 -1,478
Dec11 110429 122.49 123.87 122.17 123.71 +0.88 34,096 99,307 +361
Jan12 110429 123.12 123.35 123.04 123.35 +0.88 3,273 18,592 -238
Feb12 110429 122.99 122.99 122.99 122.99 +0.88 3,520 14,855 -26
Mar12 110429 122.62 122.62 122.62 122.62 +0.88 4,812 29,576 -32
Apr12 110429 122.20 122.20 122.20 122.20 +0.87 1,912 5,941 +25
May12 110429 121.74 121.74 121.74 121.74 +0.85 899 5,895 +108
Jun12 110429 119.85 121.35 119.85 121.27 +0.84 3,948 35,299 +62
Jul12 110429 120.79 120.79 120.79 120.79 +0.84 441 2,354 +51
Total Volume and Open Interest 455,433 834,658 -5,439
Gas Oil(ICE)
May11 110429 1029.25 1038.75 1025.00 1033.50 -4.75 53,551 98,295 -6,501
Jun11 110429 1031.75 1041.75 1027.50 1036.25 -4.75 83,640 125,674 -409
Jul11 110429 1031.50 1044.00 1030.50 1039.00 -5.00 16,738 60,438 -3,272
Aug11 110429 1036.00 1046.00 1035.50 1041.25 -5.00 6,310 32,254 +798
Sep11 110429 1037.75 1048.50 1037.75 1043.25 -5.25 4,615 47,131 -350
Oct11 110429 1040.00 1048.00 1039.50 1044.75 -5.50 3,370 33,380 -109
Nov11 110429 1044.50 1048.25 1043.00 1044.75 -5.50 3,021 22,232 +450
Dec11 110429 1040.50 1049.75 1039.75 1045.25 -5.25 13,123 61,343 -875
Jan12 110429 1047.00 1050.25 1045.00 1047.00 -5.00 1,744 25,988 +203
Feb12 110429 1046.00 1047.00 1044.00 1046.00 -5.00 544 6,812 +86
Total Volume and Open Interest 190,922 599,916 -9,689
Ethanol(CBOT)
Apr11 110405 2.695 2.710 2.695 2.706 -0.009 94 259 -79
May11 110429 2.630 2.655 2.600 2.649 +0.086 53 383 -19
Jun11 110429 2.609 2.652 2.595 2.650 +0.091 396 1,082 +152
Jul11 110429 2.610 2.659 2.601 2.652 +0.089 496 1,073 -79
Aug11 110429 2.610 2.659 2.610 2.652 +0.090 287 855 +33
Sep11 110429 2.581 2.631 2.581 2.614 +0.082 198 958 -41
Oct11 110429 2.505 2.510 2.495 2.501 +0.080 244 889 -58
Nov11 110429 2.436 2.453 2.435 2.441 +0.080 68 600 +22
Total Volume and Open Interest 1,817 7,374 +40
WTI Crude Oil(ICE
Jun11 110429 112.84 114.19 112.28 113.93 +1.07 81,316 94,124 -2,682
Jul11 110429 113.19 114.65 112.80 114.43 +1.09 24,010 71,615 -651
Aug11 110429 113.27 114.91 113.07 114.71 +1.09 11,762 30,080 +772
Sep11 110429 113.26 115.01 113.25 114.83 +1.08 8,887 29,494 +926
Oct11 110429 113.42 115.00 113.42 114.82 +1.07 5,538 19,506 +347
Nov11 110429 113.66 114.96 113.66 114.78 +1.07 3,307 15,673 +220
Dec11 110429 113.28 114.91 113.28 114.73 +1.06 19,993 88,196 -1,237
Jan12 110429 113.49 114.58 113.49 114.58 +1.06 533 12,269 +7
Feb12 110429 113.30 114.38 113.30 114.38 +1.07 439 3,302 +85
Mar12 110429 114.16 114.16 114.16 114.16 +1.07 1,119 10,808 +79
Apr12 110429 113.92 113.92 113.92 113.92 +1.07 325 3,482 +96
May12 110429 113.65 113.65 113.65 113.65 +1.08 281 2,057 +43
Jun12 110429 112.70 113.35 112.70 113.35 +1.07 1,910 26,420 -25
Jul12 110429 112.95 112.95 112.95 112.95 +1.07 91 1,376 +15
Aug12 110429 112.54 112.54 112.54 112.54 +1.07 84 844 +17
Sep12 110429 112.19 112.19 112.19 112.19 +1.08 98 4,124 +6
Total Volume and Open Interest 172,238 516,341 +236
US Dollar Index(ICE)
Jun11 110429 73.255 73.380 73.015 73.107 -0.202 31,592 50,170 -827
Sep11 110429 73.685 73.750 73.500 73.533 -0.202 54 683 -11
Dec11 110429 73.997 73.997 73.997 73.997 -0.202 1 2 +1
Total Volume and Open Interest 31,647 50,856 -837
Australian Dollar(CME)
Jun11 110429 108.67 109.20 108.23 109.13 +0.65 85,357 141,204 -1,409
Sep11 110429 107.32 107.81 106.99 107.78 +0.65 204 843 +47
Dec11 110429 106.51 106.51 105.88 106.51 +0.63 0 59 +0
Total Volume and Open Interest 85,561 142,106 -1,362
British Pound(CME)
Jun11 110429 166.35 167.15 166.15 167.01 +0.68 127,699 120,283 +2,310
Sep11 110429 166.55 166.78 166.09 166.77 +0.68 134 492 +20
Dec11 110429 166.12 166.50 165.82 166.50 +0.68 0 36 +0
Total Volume and Open Interest 127,833 120,816 +2,330
Canadian Dollar(CME)
Jun11 110429 105.04 105.78 104.60 105.62 +0.59 75,558 132,227 -1,062
Sep11 110429 104.75 105.42 104.38 105.35 +0.59 253 3,051 +171
Dec11 110429 104.55 105.10 104.37 105.03 +0.58 7 2,477 -2
Mar12 110429 104.25 104.70 104.10 104.70 +0.60 0 258 +0
Total Volume and Open Interest 75,819 138,047 -892
Japanese Yen(CME)
Jun11 110429 122.66 123.42 122.48 123.30 +0.58 130,835 112,810 +223
Sep11 110429 122.78 123.43 122.68 123.38 +0.58 516 1,598 +183
Dec11 110429 122.90 123.50 122.90 123.50 +0.58 4 126 +1
Total Volume and Open Interest 131,355 114,541 +407
Swiss Franc(CME)
Jun11 110429 114.49 115.96 114.34 115.81 +1.23 51,763 73,141 +1,679
Sep11 110429 115.31 115.95 114.63 115.86 +1.23 44 168 +7
Dec11 110429 115.40 115.86 114.66 115.86 +1.20 8 15 +4
Total Volume and Open Interest 51,815 73,325 +1,690
EuroFX(CME)
Jun11 110429 148.07 148.62 147.81 148.20 +0.18 313,572 247,403 +2,061
Sep11 110429 147.80 148.08 147.38 147.74 +0.18 734 3,129 -68
Dec11 110429 147.35 147.35 147.08 147.26 +0.18 3 85 +0
Total Volume and Open Interest 314,311 250,993 +1,993
Mexican Peso(CME)
May11 110429 868.2 868.2 863.5 868.2 +4.8      
Jun11 110429 862.0 866.8 860.5 866.2 +4.8 19,996 171,176 +335
Total Volume and Open Interest 19,997 171,312 +335
30-Year T-Bonds(CBOT)
Jun11 110429 122~110 122~130 122~000 122~120 +0~080      
Sep11 110429 120~230 121~040 120~160 120~290 +0~080 1,599 3,879 +1,292
Dec11 110429 119~140 119~140 119~060 119~140 +0~080 0 31 +0
Total Volume and Open Interest 273,682 578,564 +2,869
10-Year T-Notes(CBOT)
Jun11 110429 120~300 121~070 120~250 121~045 +0~060 934,592 1,637,673 -14,364
Sep11 110429 119~145 119~230 119~145 119~220 +0~065 2,358 10,301 +2,205
Dec11 110429 118~220 118~220 118~155 118~220 +0~065 0 4 +0
Total Volume and Open Interest 936,950 1,647,978 -12,159
5-Year T-Notes(CBOT)
Jun11 110429 118~040 118~066 118~031 118~060 +0~015 667,891 1,451,194 +31,121
Sep11 110429 117~029 117~029 117~014 117~029 +0~015 708 4,427 +570
Dec11 110429 116~053 116~053 116~038 116~053 +0~015      
Total Volume and Open Interest 668,599 1,455,621 +31,691
2 Year T-Notes(CBOT)
Jun11 110429 109~069 109~075 109~065 109~072 +0~002 279,588 1,052,423 +1,856
Sep11 110429 109~013 109~013 109~011 109~013 +0~002 1,301 6,795 +298
Dec11 110429 108~079 108~079 108~077 108~079 +0~002 6 20 +0
Total Volume and Open Interest 280,895 1,059,238 +2,154
Eurodollars(CME)
Jun11 110429 99.705 99.710 99.705 99.705 unch 175,593 1,040,155 +6,431
Sep11 110429 99.650 99.655 99.645 99.645 -0.005 209,892 1,452,710 +9,771
Dec11 110429 99.550 99.560 99.535 99.540 -0.015 322,835 1,609,357 +19,955
Mar12 110429 99.390 99.405 99.370 99.385 -0.010 304,805 1,525,580 +9,900
Jun12 110429 99.135 99.155 99.110 99.140 -0.005 377,748 1,205,961 +16,879
Sep12 110429 98.815 98.850 98.790 98.835 +0.005 270,480 677,549 +6,050
Dec12 110429 98.490 98.535 98.460 98.520 +0.015 243,049 549,766 +12,385
Mar13 110429 98.205 98.260 98.180 98.245 +0.020 198,450 345,923 +4,899
Jun13 110429 97.940 97.995 97.910 97.980 +0.025 122,435 273,635 -240
Sep13 110429 97.670 97.735 97.650 97.715 +0.025 86,004 253,484 -92
Dec13 110429 97.405 97.475 97.385 97.450 +0.025 60,971 187,047 +2,139
Mar14 110429 97.170 97.245 97.155 97.220 +0.030 54,015 175,684 +2,639
Jun14 110429 96.945 97.010 96.925 96.990 +0.035 20,025 106,377 -1,368
Sep14 110429 96.725 96.785 96.705 96.765 +0.035 13,687 59,366 +294
Dec14 110429 96.505 96.560 96.485 96.540 +0.040 13,804 74,307 +462
Mar15 110429 96.310 96.360 96.295 96.345 +0.040 11,275 55,127 -543
Jun15 110429 4.375 4.420 4.355 4.405 +0.040 7,428 39,795 +475
Sep15 110429 4.190 4.240 4.180 4.225 +0.040 7,422 37,628 -500
Total Volume and Open Interest 2,534,635 9,864,640 +91,144
30 Day Federal Funds(CBOT)
Apr11 110429 99.900 99.902 99.900 99.900 unch 4,173 81,139 +689
May11 110429 99.895 99.900 99.895 99.895 unch 3,148 82,019 -158
Jun11 110429 99.885 99.890 99.880 99.885 unch 4,418 56,503 +705
Jul11 110429 99.865 99.875 99.865 99.870 +0.005 4,485 47,829 +291
Aug11 110429 99.845 99.860 99.845 99.855 +0.010 4,984 43,646 -300
Sep11 110429 99.835 99.850 99.835 99.845 +0.010 3,198 35,126 -26
Total Volume and Open Interest 67,705 703,311 +7,741
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 110429 99.675 99.675 99.675 99.675 unch 0 750 +0
Sep11 110429 99.673 99.673 99.673 99.673 unch      
Dec11 110429 99.665 99.665 99.665 99.665 unch 0 75 +0
Mar12 110429 99.652 99.652 99.652 99.652 unch      
Jun12 110429 99.680 99.680 99.680 99.680 unch      
Sep12 110429 99.610 99.610 99.610 99.610 unch      
Dec12 110429 99.570 99.570 99.570 99.570 unch      
Mar13 110429 99.570 99.570 99.570 99.570 unch      
Jun13 110429 99.525 99.525 99.525 99.525 unch      
Sep13 110429 99.385 99.385 99.385 99.385 unch      
Total Volume and Open Interest 0 825 +0
3-Mth Euro-Yen(SGX)
Jun11 110429 99.68 99.68 99.68 99.68 unch 0 5,402 +0
Sep11 110429 99.67 99.67 99.67 99.67 unch 0 1,533 +0
Dec11 110429 99.67 99.67 99.67 99.67 unch 9 1,944 +0
Mar12 110429 99.65 99.65 99.65 99.65 unch 0 3,672 +0
Jun12 110429 99.68 99.68 99.68 99.68 unch 0 1,254 +0
Sep12 110429 99.61 99.61 99.61 99.61 unch 0 411 +0
Dec12 110429 99.57 99.57 99.57 99.57 unch 0 24 +0
Mar13 110429 99.57 99.57 99.57 99.57 unch 0 1 +0
Total Volume and Open Interest 9 14,241 +0
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 110429 122.29 122.60 122.26 122.57 +0.25 5,493 11,914 +4,749
Dec11 110429 121.82 121.82 121.82 121.82 +0.25      
Total Volume and Open Interest 790,988 892,930 +7,690
Euro-Bobl(EUREX)
Jun11 110426 115.12 115.24 115.00 115.18 +0.43 574,118 781,605 -8,826
Sep11 110429 114.43 114.57 114.43 114.57 +0.17 81 20,088 +71
Dec11 110429 114.79 114.79 114.79 114.79 +0.15      
Total Volume and Open Interest 421,213 813,893 +17,840
3-Mth Euribor(EUREX)
Jun11 110429 98.440 98.440 98.440 98.440 -0.005 2 6,567 +0
Sep11 110429 98.180 98.180 98.180 98.180 -0.010 25 2,670 -20
Dec11 110429 97.950 97.965 97.950 97.965 -0.005 222 1,101 +6
Total Volume and Open Interest 252 12,688 -14
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 110429 98.455 98.455 98.435 98.440 -0.005 144,683 766,987 +9,851
Sep11 110429 98.195 98.195 98.165 98.180 -0.010 111,337 715,852 -9,518
Dec11 110429 97.970 97.975 97.935 97.965 -0.005 119,296 691,520 +45,255
Total Volume and Open Interest 725,391 3,912,519 +94,489
3-Mth Aus T-Bills(SFE)
Jun11 110429 95.03 95.04 95.01 95.02 -0.01 16,809 163,675 -10,658
Sep11 110429 94.95 94.97 94.93 94.95 unch 43,846 220,794 -16,985
Dec11 110429 94.85 94.88 94.85 94.86 unch 20,687 146,287 +2,735
Mar12 110429 94.76 94.79 94.75 94.77 +0.01 9,498 74,607 +1,573
Jun12 110429 94.68 94.70 94.67 94.68 +0.01 4,194 47,172 +1,106
Sep12 110429 94.57 94.60 94.57 94.59 +0.01 3,306 47,483 +204
Dec12 110429 94.48 94.52 94.48 94.52 +0.03 836 19,475 -190
Mar13 110429 94.45 94.47 94.45 94.47 +0.04 586 10,828 +86
Jun13 110429 94.41 94.41 94.41 94.41 +0.05 0 1,050 +0
Sep13 110429 94.28 94.35 94.28 94.35 +0.08 0 900 +0
Total Volume and Open Interest 99,762 733,128 -22,129
10-Year Aus T-Bonds(SFE)
Jun11 110429 94.55 94.58 94.53 94.56 +0.01 60,831 378,615 +1,214
Sep11 110429 94.56 94.56 94.56 94.56 +0.01      
Total Volume and Open Interest 60,831 378,615 +1,214
3-Year Aus T-Bonds(SFE)
Jun11 110429 94.87 94.92 94.85 94.89 +0.02 175,711 604,933 +99,497
Sep11 110429 94.89 94.89 94.89 94.89 +0.02      
Total Volume and Open Interest 175,711 604,933 +39,473
Gold(CMX)
Jun11 110429 1535.3 1569.8 1532.1 1556.4 +25.2 170,035 352,958 +6,009
Aug11 110429 1537.8 1570.0 1533.8 1557.7 +25.2 4,834 66,738 +1,767
Oct11 110429 1536.5 1566.0 1536.5 1558.9 +25.3 108 6,169 +12
Dec11 110429 1539.0 1572.5 1535.5 1560.0 +25.3 1,144 37,933 -162
Feb12 110429 1540.0 1571.8 1538.1 1561.4 +25.3 672 7,072 +134
Apr12 110429 1558.5 1565.0 1558.5 1563.0 +25.3 2 5,151 +0
Jun12 110429 1546.2 1573.1 1546.2 1564.9 +25.3 186 8,732 +77
Aug12 110429 1567.0 1567.0 1567.0 1567.0 +25.4 25 2,956 +25
Oct12 110429 1569.8 1569.8 1569.8 1569.8 +25.2 0 3,272 +0
Dec12 110429 1549.7 1581.2 1549.7 1573.4 +24.9 386 12,043 -294
Feb13 110429 1577.7 1577.7 1577.7 1577.7 +25.0 0 104 +0
Total Volume and Open Interest 178,337 537,619 +7,487
Silver(CMX)
May11 110429 4846.0 4919.0 4754.0 4858.4 +106.4 170,297 10,963 -15,927
Jul11 110429 4849.0 4921.0 4755.0 4859.9 +105.8 127,848 76,355 +7,827
Sep11 110429 4828.5 4919.0 4757.0 4860.9 +105.5 3,495 9,764 +266
Dec11 110429 4823.0 4921.5 4758.0 4861.2 +105.2 3,141 17,398 +29
Mar12 110429 4857.0 4867.5 4780.0 4856.9 +104.5 187 2,014 +85
May12 110429 4832.5 4876.5 4832.5 4852.9 +104.0 80 531 +5
Jul12 110429 4860.0 4860.0 4816.0 4848.6 +103.6 21 1,604 -7
Total Volume and Open Interest 311,933 135,763 -7,578
Platinum(NYMEX)
Jul11 110429 1841.8 1882.0 1841.0 1865.5 +25.6 4,101 35,521 -189
Oct11 110429 1846.3 1883.4 1846.3 1868.8 +25.2 96 1,368 +70
Jan12 110429 1852.5 1884.2 1852.5 1870.8 +25.2 0 23 +0
Apr12 110429 1875.0 1875.0 1872.8 1872.8 +25.2 1 22 -1
Total Volume and Open Interest 4,200 36,958 -152
Palladium(NYMEX)
Jun11 110429 775.30 797.80 775.30 792.15 +16.85 2,234 19,657 +159
Sep11 110429 786.50 798.15 783.50 793.75 +16.80 75 1,332 +56
Dec11 110429 790.20 795.15 790.20 795.15 +16.80 7 342 +4
Total Volume and Open Interest 2,318 21,335 +218
Copper(CMX)
May11 110429 425.20 426.50 414.95 416.55 -7.95 35,042 11,430 -3,877
Jul11 110429 426.25 428.40 415.80 417.90 -8.25 30,117 80,336 +4,209
Sep11 110429 428.95 428.95 417.70 419.50 -8.25 1,589 23,016 +588
Dec11 110429 428.10 428.10 419.00 421.05 -8.20 805 8,724 -137
Mar12 110429 427.45 427.80 420.00 421.95 -8.15 224 2,736 -28
Total Volume and Open Interest 70,480 132,738 +1,889
DJIA Index(CBOT)
Jun11 110429 12705 12796 12688 12756 +48 344 21,690 -23
Sep11 110429 12679 12687 12679 12687 +48 6 9 -2
Dec11 110429 12620 12620 12572 12620 +48 0 1 +0
Mar12 110429 12562 12562 12514 12562 +48      
Total Volume and Open Interest 350 21,700 -25
S & P 500(CME)
Jun11 110429 1354.60 1363.70 1352.80 1359.70 +4.80 17,502 314,746 +1,308
Sep11 110429 1352.80 1358.60 1351.60 1354.40 +4.80 45 6,134 +1
Dec11 110429 1349.00 1353.20 1349.00 1349.00 +4.80 100 3,594 +100
Mar12 110429 1344.40 1348.60 1344.40 1344.40 +4.80      
Total Volume and Open Interest 17,647 324,479 +1,409
S & P 500 E-Mini(Globex)
Jun11 110429 1355.00 1363.75 1352.75 1359.75 +5.50      
Sep11 110429 1350.00 1358.25 1347.75 1354.50 +5.00 1,104 17,329 +533
Total Volume and Open Interest 1,387,399 2,771,732 +25,978
NASDAQ 100(CME)
Jun11 110429 2399.50 2413.00 2398.30 2400.80 -1.00 2,742 20,479 +2,100
Sep11 110429 2404.00 2407.00 2397.00 2397.00 -1.00 1 2 -1
Dec11 110429 2393.50 2406.00 2393.50 2393.50 -1.00 0 2 +0
Total Volume and Open Interest 2,743 20,483 +2,099
NASDAQ 100 E-Mini(Globex)
Jun11 110429 2401.00 2412.50 2397.30 2400.80 -1.00 213,497 379,858 +15,382
Sep11 110429 2393.30 2406.80 2393.30 2397.00 -1.00 53 912 -24
Total Volume and Open Interest 213,550 380,787 +15,358
S & P Midcap 400(CME)
Jun11 110429 1014.50 1017.00 1013.00 1013.50 +3.80 0 2,117 +0
Sep11 110429 1011.30 1011.50 1011.30 1011.30 +3.80      
Dec11 110429 1009.70 1009.90 1009.70 1009.70 +3.80      
Total Volume and Open Interest 0 2,117 +0
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Jun11 110429 9945 9945 9945 9945 +10 7,327 55,564 +55,564
Sep11 110429 9975 9975 9965 9975 +10 1 12 +1
Total Volume and Open Interest 7,328 55,576 -230
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 110429 4036.5 4061.5 4030.0 4054.0 +17.5 112,821 318,571 +20,030
Jun11 110429 3993.5 4015.5 3989.0 4010.5 +17.5 216 26,734 +69
Jul11 110429 4008.5 4008.5 4008.5 4008.5 +17.5      
Total Volume and Open Interest 113,037 345,306 +20,099
Hang Seng Index(HKFE)
Apr11 110428 24040 24161 23945 23953 +128 113,608 60,697 -22,200
May11 110429 23553 23667 23452 23485 -115 76,532 87,207 +33,471
Jun11 110429 23424 23510 23311 23338 -118 1,105 7,305 +422
Total Volume and Open Interest 177,628 126,718 +4,177
DAX(EUREX)
Jun11 110429 7495.5 7548.5 7484.0 7529.5 +35.0 109,498 175,218 -1,150
Sep11 110429 7526.0 7574.0 7514.0 7557.0 +36.0 414 5,935 +23
Dec11 110429 7553.0 7605.5 7545.0 7588.5 +36.0 14 687 -4
Total Volume and Open Interest 109,926 181,840 -1,131
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 110429 4868.0 4891.0 4796.0 4808.0 -65.0 29,775 189,865 -878
Sep11 110429 4850.0 4850.0 4797.0 4797.0 -66.0 78 3,602 +50
Dec11 110429 4820.0 4820.0 4820.0 4820.0 -66.0 3 2,598 +3
Total Volume and Open Interest 30,444 197,794 -444
GSCI(CME)
May11 110429 96.14 104.34 94.64 103.64 +8.50 76 11,927 -21
Jun11 110429 97.84 105.94 95.64 105.24 +8.40 2 0 +0
Jul11 110429 102.64 103.64 93.64 102.64 +8.00      
Total Volume and Open Interest 78 11,927 -21
Reuters CCI(ICE)
Jun11 110429 371.40 371.40 371.40 371.40 +4.20      
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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