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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 Wed May 04, 2011
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
May11 110504 1362.25 1362.25 1344.00 1350.50 -8.75 5,234 7,768 -2,389
Jul11 110504 1363.75 1367.50 1347.25 1352.00 -11.75 71,429 267,432 +2,124
Aug11 110504 1364.50 1366.75 1346.50 1350.75 -12.75 3,227 18,268 +101
Sep11 110504 1356.00 1359.25 1339.25 1343.50 -14.25 1,542 16,838 +67
Nov11 110504 1353.75 1355.50 1334.00 1338.50 -15.75 16,476 200,515 +586
Jan12 110504 1361.75 1361.75 1342.25 1346.50 -15.25 731 22,712 +59
Mar12 110504 1361.00 1362.50 1344.00 1346.25 -15.00 633 14,311 +204
Total Volume and Open Interest 100,321 574,019 +1,060
Soybean Meal(CBOT)
May11 110504 348.00 349.60 346.60 347.60 -1.90 5,362 3,340 -1,318
Jul11 110504 355.10 355.80 351.40 352.50 -2.40 33,171 99,383 -689
Aug11 110504 356.30 356.80 352.60 353.50 -2.50 2,326 27,751 -161
Sep11 110504 354.30 354.90 351.20 351.90 -3.00 2,741 16,568 -177
Oct11 110504 351.60 351.60 346.60 347.40 -4.20 692 14,160 -5
Dec11 110504 352.70 353.00 346.70 347.50 -4.50 4,352 50,836 -118
Jan12 110504 353.20 353.20 348.00 348.80 -4.40 277 3,593 +88
Mar12 110504 354.90 354.90 350.60 350.60 -4.30 183 3,138 -22
Total Volume and Open Interest 49,497 225,476 -2,231
Soybean Oil(CBOT)
May11 110504 57.27 57.32 56.50 56.76 -0.51 2,863 3,158 -1,204
Jul11 110504 57.73 57.89 56.87 57.17 -0.54 46,977 161,597 +203
Aug11 110504 58.01 58.12 57.14 57.43 -0.55 3,560 28,350 +333
Sep11 110504 58.14 58.34 57.44 57.71 -0.53 6,278 22,974 +1,323
Oct11 110504 58.42 58.42 57.62 57.86 -0.51 752 14,225 +203
Dec11 110504 58.61 58.76 57.80 58.11 -0.49 6,902 81,524 +340
Jan12 110504 58.22 58.78 58.03 58.28 -0.50 361 5,013 +109
Mar12 110504 58.35 58.83 58.13 58.33 -0.50 229 4,431 +45
Total Volume and Open Interest 68,362 326,242 +1,430
Canola(WCE)
May11 110504 562.4 562.4 554.7 554.7 -8.1 478 752 -328
Jul11 110504 562.5 564.9 557.3 560.5 -3.2 6,330 80,570 -1,155
Nov11 110504 557.0 559.6 552.8 557.0 -3.5 1,493 74,922 +1
Jan12 110504 564.8 565.3 563.9 564.9 -3.4 81 5,905 +28
Mar12 110504 565.3 568.4 565.3 568.4 -3.4 2 1,157 +0
Total Volume and Open Interest 8,426 165,636 -1,402
Corn(CBOT)
May11 110504 719.50 730.75 711.75 726.50 +7.50 22,670 21,548 -7,146
Jul11 110504 724.25 734.75 716.25 729.50 +5.75 167,828 685,837 -7,481
Sep11 110504 698.50 707.25 689.75 703.50 +4.75 28,568 163,706 +3,000
Dec11 110504 662.00 668.00 650.50 665.25 +3.00 66,767 449,436 +2,893
Mar12 110504 673.25 678.00 661.50 676.00 +3.00 3,496 73,421 +730
May12 110504 676.50 685.25 671.00 684.00 +3.00 372 15,734 +48
Total Volume and Open Interest 294,944 1,496,704 -7,269
Wheat(CBOT)
May11 110504 758.00 760.75 740.00 741.00 -19.75 3,035 2,404 -1,413
Jul11 110504 794.00 795.00 767.75 772.00 -21.25 48,460 233,037 -612
Sep11 110504 834.50 834.50 810.25 813.75 -20.25 10,637 72,712 +623
Dec11 110504 876.25 877.50 851.75 854.25 -22.50 11,552 98,874 +1,330
Mar12 110504 905.75 909.75 885.75 888.25 -21.50 1,892 13,994 +596
Total Volume and Open Interest 79,805 458,679 +1,828
Wheat(KCBT)
May11 110504 869.00 877.00 867.75 867.75 -21.25 1,585 675 -1,378
Jul11 110504 897.50 898.00 876.00 877.75 -20.25 13,707 88,987 -1,620
Sep11 110504 913.00 913.00 894.25 895.25 -21.00 5,112 31,087 -657
Dec11 110504 930.00 932.75 915.50 915.50 -21.75 3,022 37,328 +315
Mar12 110504 945.50 947.50 930.00 930.00 -23.25 338 4,828 +116
Total Volume and Open Interest 23,955 170,493 -3,132
Wheat(MGE)
May11 110504 930.00 932.00 923.00 923.00 -20.50 727 1,433 -558
Jul11 110504 932.25 932.50 911.75 915.25 -17.00 3,439 21,395 +122
Sep11 110504 930.00 930.50 914.25 918.00 -16.00 997 16,428 +38
Dec11 110504 944.00 944.00 924.75 927.00 -17.50 717 12,442 -183
Mar12 110504 952.75 952.75 936.25 937.25 -19.00 157 2,586 +43
Total Volume and Open Interest 6,082 56,954 -525
Oats(CBOT)
May11 110504 337.00 337.00 335.00 337.00 +2.00 6 728 -4
Jul11 110504 344.00 348.00 338.00 346.00 +2.00 1,034 9,438 -124
Sep11 110504 348.25 356.00 348.25 354.00 +2.00 52 282 +33
Dec11 110504 367.00 367.00 357.50 364.00 +2.00 295 2,983 +76
Total Volume and Open Interest 1,387 13,451 -19
Rough Rice(CBOT)
May11 110504 15.00 15.10 14.60 14.60 -0.55 500 407 -712
Jul11 110504 15.38 15.55 14.89 14.89 -0.50 1,820 17,085 -53
Sep11 110504 16.15 16.28 15.66 15.66 -0.50 475 4,856 +106
Nov11 110504 16.45 16.55 15.95 15.95 -0.50 165 1,018 +17
Total Volume and Open Interest 2,974 23,877 -632
Live Cattle(CME)
Jun11 110504 110.800 111.430 110.450 110.550 -0.050 25,987 142,813 -2,558
Aug11 110504 113.150 113.800 112.800 112.950 -0.130 13,315 94,241 +2,036
Oct11 110504 118.400 118.750 117.785 118.230 +0.180 5,276 60,465 +1,360
Dec11 110504 120.150 120.800 119.900 120.200 unch 3,842 44,338 +621
Feb12 110504 120.550 121.200 120.300 120.550 +0.050 1,253 11,822 +27
Apr12 110504 121.080 121.830 121.035 121.250 -0.080 210 5,173 +16
Total Volume and Open Interest 49,908 359,972 +1,510
Feeder Cattle(CME)
May11 110504 129.500 130.235 128.800 129.285 -0.040 1,100 6,866 -170
Aug11 110504 133.130 134.075 132.550 132.935 -0.115 2,128 25,025 +14
Sep11 110504 134.485 135.000 133.575 134.200 -0.100 357 4,679 +25
Oct11 110504 134.825 135.400 134.000 134.535 unch 232 3,182 +74
Nov11 110504 134.800 135.075 134.035 134.500 -0.350 112 1,434 +12
Jan12 110504 133.250 133.350 132.950 133.100 -0.400 28 355 +22
Mar12 110504 131.100 132.800 131.100 132.800 -1.300 9 32 +4
Total Volume and Open Interest 3,966 41,574 -19
Lean Hogs(CME)
May11 110504 92.450 92.500 90.500 90.600 -2.050 979 4,126 -31
Jun11 110504 92.450 93.135 91.850 92.150 -0.330 17,292 77,483 -1,176
Jul11 110504 92.730 93.700 92.285 92.885 -0.595 4,813 31,056 +999
Aug11 110504 94.450 94.850 93.535 94.330 -0.250 5,590 37,228 +1,173
Oct11 110504 86.580 87.100 85.680 86.785 +0.335 3,165 33,804 +625
Dec11 110504 83.285 83.900 82.500 83.785 +0.455 2,239 27,389 +90
Feb12 110504 84.785 85.400 84.135 85.400 +0.600 402 6,977 +99
Apr12 110504 85.700 86.400 85.300 86.400 +0.400 95 4,113 +36
Total Volume and Open Interest 34,656 224,275 +1,856
Class III Milk(CME)
May11 110504 16.45 16.56 16.44 16.52 +0.06 139 5,347 -58
Jun11 110504 17.34 17.40 17.19 17.29 -0.09 221 4,734 +17
Jul11 110504 17.65 17.75 17.58 17.75 unch 45 3,446 +13
Aug11 110504 17.92 18.00 17.83 18.00 +0.03 58 3,303 +19
Sep11 110504 18.10 18.10 18.05 18.10 unch 39 3,336 +17
Total Volume and Open Interest 834 30,927 +213
Cocoa(ICE)
May11 110504 3287 3287 3236 3236 -35 17 335 -9
Jul11 110504 3270 3330 3158 3211 -60 9,661 77,436 +674
Sep11 110504 3275 3330 3161 3212 -65 895 24,531 +206
Dec11 110504 3296 3342 3168 3228 -65 1,065 23,081 -809
Mar12 110504 3331 3379 3217 3266 -61 20 22,576 +0
May12 110504 3319 3335 3213 3252 -65 0 5,674 +0
Jul12 110504 3333 3333 3247 3247 -67 2 1,504 +0
Total Volume and Open Interest 11,660 159,676 +62
Coffee "C"(ICE)
May11 110504 305.30 305.40 291.80 293.75 -11.15 31 445 -8
Jul11 110504 305.20 306.80 291.20 294.50 -11.65 9,129 72,096 +640
Sep11 110504 307.80 309.50 294.10 297.30 -11.60 2,524 20,074 +203
Dec11 110504 310.55 312.05 297.10 300.15 -11.45 1,073 18,657 +206
Mar12 110504 311.85 312.10 298.00 301.05 -11.05 321 3,970 +5
May12 110504 310.35 310.60 300.00 300.10 -10.80 257 2,337 +103
Total Volume and Open Interest 13,607 119,380 +1,236
Orange Juice(ICE)
May11 110504 179.40 180.30 179.00 179.00 -1.55 206 326 -482
Jul11 110504 172.20 172.80 166.50 172.30 -0.60 1,125 23,489 +417
Sep11 110504 168.00 168.50 164.55 168.35 +0.45 213 2,197 +131
Nov11 110504 164.00 165.95 163.50 165.95 +0.75 20 1,607 +8
Jan12 110504 163.65 164.70 163.65 164.70 +1.10 8 212 +8
Mar12 110504 164.05 164.05 164.05 164.05 +0.95 0 70 +0
Total Volume and Open Interest 1,572 27,995 +82
Sugar #11(ICE)
Jul11 110504 21.93 22.00 21.33 21.35 -0.70 29,233 278,090 +1,552
Oct11 110504 22.44 22.44 21.72 21.75 -0.64 13,593 134,845 +2,875
Mar12 110504 22.86 22.86 22.28 22.30 -0.57 6,077 68,764 +1,683
May12 110504 22.65 22.71 22.20 22.24 -0.47 2,640 22,646 +948
Jul12 110504 22.59 22.59 22.09 22.21 -0.42 1,274 16,435 +565
Total Volume and Open Interest 55,387 562,087 +8,742
London Cocoa(LCE)
May11 110504 1980 1997 1932 1937 -34 0 33,637 -4,075
Jul11 110504 1992 2012 1940 1945 -39 0 56,706 -910
Sep11 110504 2012 2023 1954 1956 -40 0 30,334 +436
Dec11 110504 2025 2043 1975 1976 -40 0 31,248 +397
Mar12 110504 2041 2059 1990 1994 -38 0 27,728 +436
May12 110504 2059 2067 2003 2003 -42 0 7,420 -174
Jul12 110504 2062 2064 2007 2007 -44 0 3,975 +0
Total Volume and Open Interest 19,792 201,323 -3,890
London Sugar(LCE)
Aug11 110504 604.60 604.60 589.30 592.70 -16.80 0 23,358 +146
Oct11 110504 588.40 589.30 577.60 580.70 -14.60 0 7,860 +418
Dec11 110504 595.90 597.40 586.10 589.10 -16.00 0 2,855 +48
Mar12 110504 595.60 596.60 585.00 587.80 -15.90 0 1,811 +50
May12 110504 592.60 592.60 580.00 582.80 -15.90 0 1,116 +32
Total Volume and Open Interest 6,566 37,804 +823
Cotton(ICE)
May11 110504 177.00 177.05 170.99 173.19 -6.02 398 3,335 -1,847
Jul11 110504 156.60 157.23 151.51 151.51 -6.00 8,130 71,833 -98
Oct11 110504 140.00 141.12 137.40 138.59 -2.84 11 480 +1
Dec11 110504 128.40 129.93 123.81 125.59 -2.78 2,481 60,384 +221
Mar12 110504 120.21 120.75 117.15 118.43 -2.34 260 8,410 +87
May12 110504 114.10 114.10 112.20 112.33 -2.29 49 2,224 -23
Total Volume and Open Interest 11,380 151,977 -1,667
Lumber(CME)
May11 110504 235.1 235.7 227.3 229.5 -9.5 703 1,022 -399
Jul11 110504 255.0 255.9 248.0 248.6 -7.1 1,106 6,634 +438
Sep11 110504 273.5 273.5 268.0 269.6 -8.4 186 1,821 +85
Nov11 110504 272.2 272.2 268.1 269.3 -8.7 15 435 +9
Total Volume and Open Interest 2,010 9,925 +133
Crude Oil(NYM)
Jun11 110504 110.68 111.22 108.48 109.24 -1.81 310,994 340,962 -658
Jul11 110504 111.16 111.70 109.00 109.73 -1.83 66,686 222,101 +10,114
Aug11 110504 111.50 111.99 109.32 110.00 -1.85 25,956 82,069 +1,752
Sep11 110504 111.69 112.10 109.52 110.17 -1.82 18,820 81,339 +2,426
Oct11 110504 111.75 112.13 109.80 110.21 -1.78 7,621 42,038 -248
Nov11 110504 112.03 112.05 109.65 110.24 -1.73 6,210 37,331 +156
Dec11 110504 111.54 112.16 109.63 110.26 -1.69 29,973 189,288 +467
Jan12 110504 111.11 111.84 109.86 110.18 -1.65 2,187 37,130 -131
Feb12 110504 111.11 111.22 109.75 110.06 -1.61 1,354 18,399 -13
Mar12 110504 111.37 111.72 109.60 109.94 -1.56 1,210 30,513 +2
Apr12 110504 111.00 111.16 109.44 109.80 -1.52 887 14,592 +65
May12 110504 111.03 111.24 109.25 109.64 -1.48 1,216 14,541 -5
Jun12 110504 110.61 111.00 108.89 109.47 -1.43 7,409 73,002 +1,172
Jul12 110504 110.10 110.10 109.14 109.14 -1.39 1,323 20,460 +548
Aug12 110504 109.70 109.70 108.79 108.79 -1.35 701 13,065 +409
Sep12 110504 109.66 109.66 108.49 108.49 -1.32 856 12,965 -157
Total Volume and Open Interest 499,312 1,625,407 +17,213
e-miNY Crude Oil(NYM)
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 110504 111.100 111.600 109.100 109.725 -1.825 511 819 -52
Aug11 110504 111.375 112.000 109.600 110.000 -1.850 83 108 +20
Sep11 110504 112.000 112.000 110.000 110.175 -1.825 11 134 -26
Oct11 110504 111.275 111.575 110.200 110.200 -1.800 0 42 +0
Nov11 110504 110.250 110.250 110.250 110.250 -1.725 2 17 +0
Dec11 110504 111.575 111.575 109.850 110.250 -1.700 17 318 -1
Jan12 110504 110.175 110.175 110.175 110.175 -1.650 0 8 +0
Feb12 110504 109.800 110.050 109.700 110.050 -1.625 1 1 +0
Total Volume and Open Interest 12,641 5,447 +219
Heating Oil(NYM)
Jun11 110504 319.00 320.61 313.36 314.30 -4.78 47,482 119,080 +923
Jul11 110504 320.58 322.15 314.94 315.81 -4.83 13,977 49,468 +827
Aug11 110504 322.14 323.23 316.30 317.33 -4.88 6,718 30,269 +784
Sep11 110504 323.29 324.38 318.00 319.07 -4.84 3,827 21,179 +30
Oct11 110504 325.67 325.67 320.06 320.71 -4.78 2,167 10,087 +36
Nov11 110504 327.01 327.25 321.31 322.33 -4.68 1,946 10,386 +449
Dec11 110504 327.89 329.54 322.89 323.89 -4.62 6,428 33,363 +1,345
Jan12 110504 327.30 327.34 325.43 325.43 -4.52 506 11,279 +216
Feb12 110504 326.08 326.08 325.59 325.59 -4.43 452 4,846 +2
Mar12 110504 326.05 326.05 324.36 324.47 -4.29 288 3,105 +174
Apr12 110504 322.34 322.34 322.34 322.34 -4.16 5 1,058 +3
May12 110504 320.54 320.54 320.54 320.54 -4.03 0 1,138 +10
Total Volume and Open Interest 85,909 314,034 +5,235
Gasoline(NYMEX)
Jun11 110504 331.74 333.69 327.74 332.25 -0.69 52,022 103,692 +326
Jul11 110504 326.31 328.31 322.77 325.80 -1.81 23,341 54,224 +2,694
Aug11 110504 321.00 323.69 318.37 320.77 -2.39 13,656 28,544 +1,190
Sep11 110504 318.17 319.60 314.33 316.59 -2.58 8,456 26,674 +442
Oct11 110504 302.76 303.08 298.40 300.34 -2.92 4,633 21,960 -64
Nov11 110504 298.11 298.70 294.70 296.53 -2.92 2,031 8,745 +313
Dec11 110504 296.30 297.98 293.19 294.88 -2.79 3,064 25,902 +235
Jan12 110504 296.13 296.34 293.90 294.80 -2.81 893 6,415 +309
Feb12 110504 295.18 296.02 295.08 296.02 -2.82 271 2,799 +86
Mar12 110504 296.69 297.25 296.45 297.25 -2.84 133 4,309 +105
Total Volume and Open Interest 108,573 299,807 +5,630
e-miNY RBOB Gasoline(NYM)
Jun11 110504 332.30 332.30 332.25 332.30 -0.60 0 2 +0
Jul11 110504 325.80 325.80 325.80 325.80 -1.80 0 1 +0
Aug11 110504 320.80 320.80 320.77 320.80 -2.40 0 1 +0
Sep11 110504 316.60 316.60 316.59 316.60 -2.60      
Total Volume and Open Interest 0 7 +0
Natural Gas(NYM)
Jun11 110504 4.670 4.685 4.561 4.577 -0.093 118,632 159,194 +607
Jul11 110504 4.738 4.753 4.624 4.644 -0.094 42,145 214,535 +1,259
Aug11 110504 4.769 4.797 4.668 4.687 -0.096 20,312 73,873 -636
Sep11 110504 4.790 4.817 4.686 4.706 -0.095 17,587 80,527 +3,037
Oct11 110504 4.824 4.852 4.726 4.745 -0.093 26,285 97,527 +1,352
Nov11 110504 4.980 4.980 4.871 4.880 -0.095 12,144 45,691 +556
Dec11 110504 5.161 5.193 5.076 5.092 -0.093 14,388 36,078 +3,051
Jan12 110504 5.322 5.323 5.204 5.212 -0.092 12,150 86,068 -721
Feb12 110504 5.270 5.279 5.175 5.189 -0.090 947 17,257 -103
Mar12 110504 5.208 5.208 5.089 5.112 -0.089 6,930 37,671 +1,186
Apr12 110504 5.029 5.039 4.945 4.960 -0.064 4,642 33,821 -59
May12 110504 5.022 5.040 4.972 4.972 -0.064 801 10,896 +300
Jun12 110504 5.046 5.071 5.005 5.005 -0.065 320 6,384 +183
Jul12 110504 5.090 5.103 5.043 5.046 -0.066 80 5,440 +14
Aug12 110504 5.128 5.128 5.065 5.071 -0.066 49 5,884 +2
Sep12 110504 5.097 5.097 5.081 5.081 -0.066 28 5,304 -3
Total Volume and Open Interest 279,182 992,434 +10,613
Brent Crude Oil(ICE)
Jun11 110504 122.14 123.06 120.49 121.19 -1.26 131,015 203,482 -6,218
Jul11 110504 121.93 122.77 120.26 120.96 -1.26 40,338 137,646 -100
Aug11 110504 121.52 122.49 120.00 120.69 -1.28 19,071 60,625 +4,950
Sep11 110504 121.15 122.12 119.71 120.32 -1.29 5,146 45,084 +242
Oct11 110504 120.80 121.69 119.28 119.93 -1.30 3,445 32,183 -60
Nov11 110504 120.08 121.20 119.03 119.54 -1.31 2,006 19,342 -140
Dec11 110504 119.97 120.98 118.53 119.15 -1.31 10,026 98,086 +252
Jan12 110504 119.85 120.55 118.60 118.83 -1.31 548 18,671 -477
Feb12 110504 120.02 120.02 118.41 118.52 -1.31 420 14,444 -477
Mar12 110504 118.19 118.19 118.19 118.19 -1.31 608 30,359 +84
Apr12 110504 117.85 117.85 117.85 117.85 -1.30 170 5,871 -177
May12 110504 117.45 117.45 117.45 117.45 -1.30 138 5,859 +2
Jun12 110504 117.86 118.78 116.65 117.02 -1.32 753 34,867 +32
Jul12 110504 116.57 116.57 116.57 116.57 -1.33 0 2,251 -100
Total Volume and Open Interest 215,920 829,929 -2,216
Gas Oil(ICE)
May11 110504 1008.75 1015.25 991.50 998.25 -20.75 18,835 84,966 -1,733
Jun11 110504 1012.50 1018.25 994.75 1001.75 -20.00 46,613 139,564 +1,557
Jul11 110504 1014.75 1021.25 999.00 1005.50 -19.50 10,400 61,202 +452
Aug11 110504 1018.25 1023.00 1002.00 1008.50 -19.25 3,404 33,843 -162
Sep11 110504 1021.00 1025.50 1006.50 1011.25 -18.75 2,050 48,536 +350
Oct11 110504 1022.25 1025.75 1008.50 1013.25 -18.25 1,222 33,175 -285
Nov11 110504 1022.00 1025.25 1008.75 1013.50 -18.00 889 22,473 +74
Dec11 110504 1021.25 1029.50 1007.50 1014.25 -18.00 3,070 59,442 -250
Jan12 110504 1026.25 1031.25 1009.50 1016.25 -17.75 232 27,026 -53
Feb12 110504 1029.00 1030.00 1014.25 1016.00 -17.50 89 6,593 +2
Total Volume and Open Interest 87,833 604,774 -215
Ethanol(CBOT)
May11 110504 2.620 2.628 2.595 2.621 +0.001 47 147 -144
Jun11 110504 2.615 2.647 2.612 2.642 +0.024 280 1,384 +16
Jul11 110504 2.610 2.651 2.610 2.639 +0.012 88 1,106 +9
Aug11 110504 2.630 2.645 2.610 2.635 +0.016 29 886 +7
Sep11 110504 2.590 2.620 2.590 2.610 +0.027 70 1,016 +13
Oct11 110504 2.500 2.525 2.495 2.513 +0.026 38 924 +13
Nov11 110504 2.435 2.445 2.435 2.440 +0.013 10 631 +0
Dec11 110504 2.425 2.445 2.423 2.440 +0.019 36 960 +23
Total Volume and Open Interest 619 7,695 -53
WTI Crude Oil(ICE
Jun11 110504 110.93 111.20 108.48 109.24 -1.81 74,117 92,063 -296
Jul11 110504 111.25 111.67 109.00 109.73 -1.83 16,041 73,479 +1,042
Aug11 110504 111.09 111.93 109.32 110.00 -1.85 7,260 30,967 -301
Sep11 110504 111.69 112.07 109.71 110.17 -1.82 6,538 33,231 +1,305
Oct11 110504 111.64 112.09 109.84 110.21 -1.78 3,684 19,191 -470
Nov11 110504 112.09 112.09 109.82 110.24 -1.73 3,092 16,827 +158
Dec11 110504 111.69 112.08 109.63 110.26 -1.69 10,542 88,805 +672
Jan12 110504 111.53 111.53 109.87 110.18 -1.65 506 12,141 -211
Feb12 110504 111.39 111.39 110.06 110.06 -1.61 331 3,444 +63
Mar12 110504 109.94 109.94 109.94 109.94 -1.56 233 11,011 +84
Apr12 110504 109.80 109.80 109.80 109.80 -1.52 90 3,512 -21
May12 110504 109.64 109.64 109.64 109.64 -1.48 75 2,145 +22
Jun12 110504 110.69 110.75 109.15 109.47 -1.43 1,138 26,653 +280
Jul12 110504 109.14 109.14 109.14 109.14 -1.39 37 1,514 +37
Aug12 110504 108.79 108.79 108.79 108.79 -1.35 0 891 +0
Sep12 110504 108.49 108.49 108.49 108.49 -1.32 0 4,124 +0
Total Volume and Open Interest 125,917 521,615 +2,466
US Dollar Index(ICE)
Jun11 110504 73.260 73.480 72.860 73.213 -0.103 23,137 51,082 +2,447
Sep11 110504 73.690 73.890 73.370 73.662 -0.083 247 630 -99
Dec11 110504 74.128 74.128 74.128 74.128 -0.082 0 2 +0
Total Volume and Open Interest 23,384 51,715 +2,348
Australian Dollar(CME)
Jun11 110504 107.84 108.24 106.75 106.99 -0.86 83,888 142,572 +1,866
Sep11 110504 106.50 106.81 105.51 105.64 -0.86 298 928 +5
Dec11 110504 104.39 105.22 104.39 104.39 -0.83 0 59 +0
Total Volume and Open Interest 84,186 143,559 +1,871
British Pound(CME)
Jun11 110504 164.77 165.66 164.44 165.07 +0.49 69,127 124,587 +4,442
Sep11 110504 164.90 165.24 164.34 164.83 +0.49 225 614 +115
Dec11 110504 164.00 164.58 164.00 164.58 +0.49 1 36 +0
Total Volume and Open Interest 69,353 125,242 +4,557
Canadian Dollar(CME)
Jun11 110504 104.83 105.12 104.02 104.33 -0.41 66,631 134,061 +821
Sep11 110504 104.65 104.73 103.80 104.07 -0.41 196 3,182 -13
Dec11 110504 104.11 104.20 103.61 103.78 -0.42 37 2,455 -11
Mar12 110504 103.45 103.85 103.43 103.43 -0.42 0 269 +0
Total Volume and Open Interest 66,898 140,022 +815
Japanese Yen(CME)
Jun11 110504 123.55 124.35 123.18 124.10 +0.49 81,744 101,765 +1,679
Sep11 110504 123.51 124.26 123.33 124.17 +0.48 165 1,716 +74
Dec11 110504 124.28 124.28 123.81 124.28 +0.47 44 205 +35
Total Volume and Open Interest 81,953 103,693 +1,788
Swiss Franc(CME)
Jun11 110504 116.13 116.97 115.62 116.33 +0.24 33,199 72,167 +452
Sep11 110504 116.14 116.82 115.85 116.37 +0.24 88 158 +4
Dec11 110504 116.39 116.39 116.15 116.39 +0.24 10 27 +10
Total Volume and Open Interest 33,297 72,353 +466
EuroFX(CME)
Jun11 110504 148.07 149.25 147.58 148.33 +0.30 214,345 255,876 +9,830
Sep11 110504 147.66 148.75 147.13 147.83 +0.28 793 3,479 +19
Dec11 110504 147.20 147.29 147.06 147.29 +0.23 0 89 +0
Total Volume and Open Interest 215,138 259,822 +9,849
Mexican Peso(CME)
May11 110504 859.8 862.2 859.8 859.8 -2.5      
Jun11 110504 861.0 863.0 854.2 857.8 -2.5 17,201 165,324 +654
Total Volume and Open Interest 17,201 165,530 +654
30-Year T-Bonds(CBOT)
Jun11 110504 123~050 123~200 123~040 123~170 +0~140      
Sep11 110504 121~250 122~100 121~210 122~040 +0~150 233 4,446 +19
Dec11 110504 120~210 120~210 120~060 120~210 +0~150 1 30 -1
Total Volume and Open Interest 197,731 596,366 +5,678
10-Year T-Notes(CBOT)
Jun11 110504 121~155 121~250 121~085 121~205 +0~065 762,139 1,651,962 +11,431
Sep11 110504 119~315 120~110 119~270 120~065 +0~065 2,418 13,146 +727
Dec11 110504 119~065 119~065 119~000 119~065 +0~065 0 4 +0
Total Volume and Open Interest 764,557 1,665,112 +12,158
5-Year T-Notes(CBOT)
Jun11 110504 118~076 118~097 118~051 118~082 +0~006      
Sep11 110504 117~060 117~060 117~047 117~055 +0~008 807 7,432 +517
Dec11 110504 116~079 116~079 116~071 116~079 +0~008      
Total Volume and Open Interest 470,103 1,448,215 -4,540
2 Year T-Notes(CBOT)
Jun11 110504 109~077 109~082 109~069 109~079 +0~001 210,170 1,060,495 -13,491
Sep11 110504 109~020 109~024 109~019 109~021 +0~002 4,377 13,971 +3,550
Dec11 110504 108~087 108~087 108~085 108~087 +0~002 0 20 +0
Total Volume and Open Interest 214,547 1,074,486 -9,941
Eurodollars(CME)
Jun11 110504 99.720 99.730 99.715 99.720 +0.005 83,121 1,044,581 +9,834
Sep11 110504 99.655 99.675 99.645 99.665 +0.010 108,567 1,450,524 +8,211
Dec11 110504 99.550 99.580 99.535 99.570 +0.020 181,273 1,682,231 +43,206
Mar12 110504 99.395 99.425 99.365 99.415 +0.020 170,489 1,542,024 +1,530
Jun12 110504 99.145 99.180 99.110 99.170 +0.020 174,123 1,257,055 +15,243
Sep12 110504 98.840 98.875 98.790 98.860 +0.015 152,683 692,692 +3,707
Dec12 110504 98.530 98.560 98.470 98.545 +0.015 155,571 540,421 -13,283
Mar13 110504 98.255 98.290 98.190 98.275 +0.020 124,605 371,090 +5,400
Jun13 110504 97.990 98.030 97.930 98.010 +0.020 75,775 271,836 -3,057
Sep13 110504 97.730 97.770 97.670 97.750 +0.020 48,497 253,412 -1,835
Dec13 110504 97.475 97.510 97.410 97.485 +0.015 38,601 193,576 -2,242
Mar14 110504 97.250 97.285 97.185 97.260 +0.015 33,485 185,503 +2,503
Jun14 110504 97.030 97.060 96.965 97.035 +0.015 13,032 107,437 +607
Sep14 110504 96.805 96.845 96.760 96.820 +0.020 9,784 61,181 -1,207
Dec14 110504 96.600 96.630 96.545 96.600 +0.020 11,801 72,424 -2,203
Mar15 110504 96.410 96.445 96.365 96.415 +0.020 9,249 52,231 -1,197
Jun15 110504 4.480 4.510 4.430 4.480 +0.020 6,935 40,343 +219
Sep15 110504 4.290 4.340 4.260 4.310 +0.020 6,607 36,656 -476
Total Volume and Open Interest      
30 Day Federal Funds(CBOT)
May11 110504 99.905 99.908 99.902 99.905 +0.003 7,504 83,691 +158
Jun11 110504 99.900 99.905 99.895 99.900 +0.005 4,939 59,377 +1,464
Jul11 110504 99.885 99.890 99.880 99.890 +0.010 3,085 48,883 +817
Aug11 110504 99.870 99.875 99.865 99.870 +0.005 1,227 44,047 -8
Sep11 110504 99.855 99.865 99.850 99.860 +0.005 1,007 35,936 +294
Oct11 110504 99.840 99.855 99.840 99.850 +0.010 1,354 47,163 +67
Total Volume and Open Interest 42,070 647,237 -75,269
30 Day Fed Funds(e-CBOT)
3-Mth Euro-Yen(CME)
Jun11 110504 99.675 99.675 99.675 99.675 unch 0 750 +0
Sep11 110504 99.673 99.673 99.673 99.673 unch      
Dec11 110504 99.670 99.670 99.670 99.670 unch 0 75 +0
Mar12 110504 99.658 99.658 99.658 99.658 unch      
Jun12 110504 99.685 99.685 99.685 99.685 unch      
Sep12 110504 99.615 99.615 99.615 99.615 unch      
Dec12 110504 99.575 99.575 99.575 99.575 unch      
Mar13 110504 99.575 99.575 99.575 99.575 unch      
Jun13 110504 99.530 99.530 99.530 99.530 unch      
Sep13 110504 99.390 99.390 99.390 99.390 unch      
Total Volume and Open Interest 0 825 +0
3-Mth Euro-Yen(SGX)
Jun11 110504 99.68 99.68 99.68 99.68 unch 1 5,401 +0
Sep11 110504 99.67 99.67 99.67 99.67 unch 0 1,533 +0
Dec11 110504 99.67 99.67 99.67 99.67 unch 0 1,944 +0
Mar12 110504 99.66 99.66 99.66 99.66 unch 0 3,672 +0
Jun12 110504 99.68 99.68 99.68 99.68 unch 0 1,254 +0
Sep12 110504 99.61 99.61 99.61 99.61 unch 0 411 +0
Dec12 110504 99.57 99.57 99.57 99.57 unch 0 24 +0
Mar13 110504 99.57 99.57 99.57 99.57 unch 0 1 +0
Total Volume and Open Interest 1 14,240 +0
Japanese Gov't Bonds(SGX)
Jun11 110428 139.83 140.80 139.76 140.07 +0.15 1,654 13,254 +739
Sep11 110502 139.29 139.29 139.29 139.29 +0.12 0 1 +0
Dec11 110502 137.20 137.20 137.20 137.20 +0.12      
Total Volume and Open Interest 3,128 14,115 +860
Euro-Bund(EUREX)
Jun11 110504 122.80 122.82 122.15 122.48 -0.16 276,902 903,612 +25,537
Sep11 110504 122.28 122.28 121.90 122.12 -0.17 522 12,273 -25
Dec11 110504 121.38 121.38 121.38 121.38 -0.16      
Total Volume and Open Interest 277,424 915,885 -605
Euro-Bobl(EUREX)
Jun11 110504 115.01 115.03 114.53 114.73 -0.45 538,197 783,048 +1,443
Sep11 110504 113.96 114.12 113.96 114.10 -0.14 0 20,092 +1
Dec11 110504 114.31 114.31 114.31 114.31 -0.16      
Total Volume and Open Interest 165,384 812,648 -3,887
3-Mth Euribor(EUREX)
Jun11 110504 98.430 98.430 98.400 98.405 -0.025 13 6,342 +1
Sep11 110504 98.120 98.120 98.080 98.080 -0.055 12 2,672 +7
Dec11 110504 97.870 97.870 97.825 97.830 -0.060 22 1,106 +5
Total Volume and Open Interest 109 12,493 -32
Long Gilt(LIFFE)
Jun11 110428 118~22 119~08 118~20 119~05 +0~25 66,199 329,696 -26,275
Sep11 110504 118~29 118~29 118~29 118~29 +0~12 0 10 +0
Total Volume and Open Interest 97,056 316,850 -55,933
3-Mth Short Sterling(LIFFE)
Jun11 110504 99.16 99.17 99.16 99.16 unch 0 454,305 -57,642
Sep11 110504 99.07 99.08 99.05 99.06 -0.01 0 389,230 -85,284
Dec11 110504 98.92 98.93 98.88 98.91 -0.01 0 393,298 -99,987
Mar12 110504 98.75 98.77 98.70 98.75 unch 0 357,904 -89,712
Jun12 110504 98.53 98.55 98.48 98.53 unch 0 275,201 -68,708
Sep12 110504 98.29 98.31 98.24 98.29 unch 0 178,962 -41,496
Total Volume and Open Interest 451,095 2,410,511 -508,965
3-Mth Euribor(LIFFE)
Jun11 110504 98.425 98.430 98.400 98.405 -0.025 46,231 717,569 +14,066
Sep11 110504 98.135 98.140 98.070 98.080 -0.055 41,571 670,963 +562
Dec11 110504 97.895 97.900 97.810 97.830 -0.060 57,852 638,820 +15,060
Total Volume and Open Interest 325,580 3,689,328 +75,566
3-Mth Aus T-Bills(SFE)
Jun11 110504 95.01 95.02 94.96 94.98 -0.04 59,617 184,676 +22,695
Sep11 110504 94.92 94.94 94.87 94.88 -0.05 57,597 219,592 +7,333
Dec11 110504 94.83 94.86 94.79 94.80 -0.05 30,238 148,415 +2,613
Mar12 110504 94.75 94.78 94.70 94.72 -0.04 11,551 78,250 +575
Jun12 110504 94.66 94.72 94.63 94.64 -0.03 4,075 48,655 +724
Sep12 110504 94.58 94.66 94.57 94.58 -0.02 4,023 50,274 +2,528
Dec12 110504 94.53 94.60 94.51 94.53 -0.01 5,287 22,576 +2,391
Mar13 110504 94.51 94.56 94.47 94.49 -0.01 1,162 12,176 +531
Jun13 110504 94.45 94.52 94.44 94.45 unch 54 1,036 -14
Sep13 110504 94.30 94.39 94.30 94.39 unch 1 900 +0
Total Volume and Open Interest 173,606 767,408 +39,377
10-Year Aus T-Bonds(SFE)
Jun11 110504 94.58 94.63 94.55 94.60 +0.01 54,216 383,439 +16,656
Sep11 110504 94.60 94.60 94.60 94.60 +0.01      
Total Volume and Open Interest 54,216 383,439 +16,656
3-Year Aus T-Bonds(SFE)
Jun11 110504 94.90 94.95 94.88 94.90 -0.01 149,783 588,283 +39,352
Sep11 110504 94.90 94.90 94.90 94.90 -0.01      
Total Volume and Open Interest 149,783 588,283 +23,842
Gold(CMX)
Jun11 110504 1537.7 1543.5 1505.5 1515.3 -25.1 211,656 342,856 -5,727
Aug11 110504 1537.4 1544.7 1506.9 1516.5 -25.2 8,084 73,827 +2,667
Oct11 110504 1536.2 1544.8 1508.8 1517.7 -25.2 388 6,185 -11
Dec11 110504 1541.2 1546.8 1509.8 1518.8 -25.2 3,098 38,685 +31
Feb12 110504 1541.3 1546.6 1512.4 1520.1 -25.3 909 7,260 +205
Apr12 110504 1542.7 1542.7 1516.2 1521.8 -25.2 242 5,139 -36
Jun12 110504 1544.6 1544.6 1522.0 1523.4 -25.4 142 8,816 -28
Aug12 110504 1531.3 1531.3 1525.5 1525.5 -25.5 45 3,069 -25
Oct12 110504 1528.1 1528.1 1528.1 1528.1 -25.6 0 3,272 +0
Dec12 110504 1552.5 1552.5 1528.3 1531.5 -25.7 372 12,136 -46
Feb13 110504 1550.5 1552.8 1535.3 1535.3 -25.9 0 111 +0
Total Volume and Open Interest 227,238 527,884 -3,998
Silver(CMX)
May11 110504 4150.0 4225.5 3898.0 3938.3 -319.3 3,936 1,052 -466
Jul11 110504 4166.5 4232.5 3894.0 3938.8 -319.7 177,804 78,417 -2,003
Sep11 110504 4165.0 4233.0 3899.0 3939.6 -320.1 2,624 10,618 +220
Dec11 110504 4167.0 4231.5 3898.0 3939.6 -320.4 4,353 18,552 +474
Mar12 110504 4120.5 4141.0 3904.0 3932.6 -322.6 321 2,316 +189
May12 110504 4105.0 4105.0 3926.1 3926.1 -324.1 67 843 +23
Jul12 110504 4157.5 4157.5 3890.0 3920.8 -324.6 254 1,734 +84
Total Volume and Open Interest 200,758 130,567 -1,633
Platinum(NYMEX)
Jul11 110504 1856.0 1859.1 1816.7 1826.3 -34.2 6,745 38,249 +1,276
Oct11 110504 1847.0 1847.0 1826.1 1829.9 -34.4 83 1,490 +63
Jan12 110504 1852.0 1852.0 1831.9 1831.9 -34.4 5 29 +0
Apr12 110504 1833.9 1833.9 1833.9 1833.9 -34.4 3 24 +3
Total Volume and Open Interest 6,838 39,807 +1,344
Palladium(NYMEX)
Jun11 110504 770.00 779.55 741.60 746.70 -35.70 3,894 19,216 -84
Sep11 110504 774.75 777.00 746.45 748.30 -35.70 250 1,690 +137
Dec11 110504 755.50 755.50 749.30 749.30 -35.25 12 349 +0
Total Volume and Open Interest 4,162 21,263 +54
Copper(CMX)
May11 110504 422.75 422.75 411.40 412.05 -11.95 899 4,375 -1,172
Jul11 110504 424.60 425.45 412.50 413.40 -11.90 25,093 84,241 +2,352
Sep11 110504 425.40 425.75 414.30 415.05 -11.90 856 23,601 +524
Dec11 110504 428.50 428.50 416.20 416.80 -11.75 225 8,528 -84
Mar12 110504 422.00 422.00 418.05 418.05 -11.40 117 2,558 +13
Total Volume and Open Interest 27,917 130,066 +1,664
DJIA Index(CBOT)
Jun11 110504 12737 12775 12625 12672 -77 1,293 21,837 +113
Sep11 110504 12596 12603 12596 12603 -77 0 13 +0
Dec11 110504 12532 12613 12532 12532 -81 0 1 +0
Mar12 110504 12472 12555 12472 12472 -83      
Total Volume and Open Interest 1,293 21,851 +113
S & P 500(CME)
Jun11 110504 1351.90 1355.00 1337.80 1343.00 -9.10 12,461 311,423 -3,397
Sep11 110504 1344.50 1344.50 1333.80 1337.70 -9.10 111 6,204 +73
Dec11 110504 1332.30 1332.40 1328.40 1332.30 -9.10 30 3,966 +25
Mar12 110504 1327.70 1327.80 1323.80 1327.70 -9.10      
Total Volume and Open Interest 12,602 321,598 -3,299
S & P 500 E-Mini(Globex)
Jun11 110504 1343.25 1344.50 1343.00 1344.00 -6.75      
Sep11 110504 1345.50 1349.25 1332.50 1337.75 -9.00 1,783 18,268 +786
Total Volume and Open Interest 1,708,875 2,763,092 +198
NASDAQ 100(CME)
Jun11 110504 2387.00 2396.00 2364.00 2384.00 -5.80 569 23,070 +45
Sep11 110504 2367.00 2387.00 2367.00 2380.30 -5.50 0 53 +0
Dec11 110504 2366.50 2376.80 2366.50 2376.80 -5.50 0 2 +0
Total Volume and Open Interest 569 23,125 +45
NASDAQ 100 E-Mini(Globex)
Jun11 110504 2389.80 2396.00 2364.80 2384.00 -5.80 286,554 397,399 +6,031
Sep11 110504 2384.30 2389.00 2362.30 2380.30 -5.50 128 1,199 +30
Total Volume and Open Interest 286,682 398,615 +6,061
S & P Midcap 400(CME)
Jun11 110504 987.20 990.00 984.00 987.20 -10.70 218 2,098 +109
Sep11 110504 985.00 985.70 985.00 985.00 -10.70      
Dec11 110504 983.40 984.10 983.40 983.40 -10.70      
Total Volume and Open Interest 218 2,098 +109
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Jun11 110504 9855 9855 9855 9855 -85      
Sep11 110504 9885 9920 9885 9885 -85 5 16 -3
Total Volume and Open Interest 5,600 56,023 +438
Nikkei 225(SGX)
Jun11 110502 9940 10045 9880 10030 +170 88,894 231,350 +377
Sep11 110502 9950 10030 9950 10030 +170 25 1,403 +35
Dec11 110502 9975 9975 9975 9975 +170 0 6,259 +0
Total Volume and Open Interest 89,012 244,871 +542
CAC 40(EURONEXT)
May11 110504 4021.0 4067.0 3980.5 3994.5 -49.0 70,622 313,375 +5,349
Jun11 110504 3978.0 4022.5 3941.0 3951.5 -49.0 1,282 28,064 +857
Jul11 110504 3948.5 3948.5 3948.5 3948.5 -50.0      
Total Volume and Open Interest 71,904 341,440 +6,206
Hang Seng Index(HKFE)
May11 110504 23333 23382 23033 23060 -334 68,532 88,485 -6,987
Jun11 110504 23172 23220 22890 22911 -342 668 7,218 -74
Total Volume and Open Interest 69,464 96,942 -20,576
DAX(EUREX)
Jun11 110504 7479.0 7561.5 7378.5 7394.0 -126.0 98,478 177,851 +1,222
Sep11 110504 7509.5 7585.5 7411.0 7421.0 -125.5 316 5,772 -109
Dec11 110504 7542.0 7571.5 7445.5 7455.5 -124.0 114 802 +78
Total Volume and Open Interest 98,908 184,425 +1,191
FT-SE 100(EURONEXT)
Jun11 110504 6006.00 6046.00 5945.00 5957.00 -86.50 0 626,453 -39,007
Sep11 110504 5970.00 5991.50 5912.00 5921.00 -87.00 0 552 -18
Dec11 110504 5900.00 5900.00 5900.00 5900.00 -86.50 0 165 +0
Total Volume and Open Interest 83,680 627,170 -39,025
SPI 200(SFE)
Jun11 110504 4784.0 4784.0 4719.0 4725.0 -59.0 38,249 192,209 +3,731
Sep11 110504 4760.0 4760.0 4713.0 4713.0 -59.0 115 3,697 +11
Dec11 110504 4735.0 4735.0 4735.0 4735.0 -59.0 61 2,595 +0
Total Volume and Open Interest 38,749 200,183 +3,745
GSCI(CME)
May11 110504 85.04 86.14 73.64 75.64 -10.00 196 12,007 +91
Jun11 110504 86.64 87.64 75.29 77.29 -10.00 2 0 +0
Jul11 110504 74.64 85.64 73.64 74.64 -10.50 2 0 +0
Total Volume and Open Interest 200 12,007 +91
Reuters CCI(ICE)
Jun11 110504 359.60 359.60 359.60 359.60 -5.80      
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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