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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 11, 2011
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
May11 110511 1340.00 1340.00 1319.00 1333.50 -6.50 1,158 1,452 -637
Jul11 110511 1338.00 1343.50 1313.50 1331.75 -6.25 59,154 258,595 -3,786
Aug11 110511 1337.00 1342.25 1313.50 1331.25 -5.75 5,843 19,458 +711
Sep11 110511 1329.50 1333.75 1309.75 1325.25 -4.50 1,444 16,041 -3
Nov11 110511 1322.50 1328.25 1303.75 1321.00 -1.50 17,355 198,382 -619
Jan12 110511 1329.50 1335.00 1317.25 1329.00 -0.50 1,588 22,995 -62
Mar12 110511 1329.00 1331.75 1318.75 1329.25 -2.50 449 14,206 +67
Total Volume and Open Interest 88,771 557,499 -4,130
Soybean Meal(CBOT)
May11 110511 344.90 346.30 339.00 344.10 -2.20 423 967 -59
Jul11 110511 349.00 350.70 342.00 347.60 -2.70 26,319 99,012 +555
Aug11 110511 350.50 351.00 343.60 349.10 -2.60 3,010 31,570 +495
Sep11 110511 349.50 349.80 342.50 347.60 -2.40 1,151 16,714 +252
Oct11 110511 341.00 344.50 339.00 342.50 -2.00 510 15,398 +155
Dec11 110511 343.60 344.90 338.50 342.80 -1.60 4,592 50,432 -44
Jan12 110511 342.70 345.00 340.00 344.20 -1.50 74 3,736 +5
Mar12 110511 342.50 347.50 342.50 345.80 -1.70 138 3,368 +68
Total Volume and Open Interest 36,558 228,634 +1,539
Soybean Oil(CBOT)
May11 110511 56.21 56.21 55.80 56.07 -0.42 370 1,157 -234
Jul11 110511 56.84 57.02 55.85 56.30 -0.50 33,025 148,256 -1,648
Aug11 110511 57.03 57.24 56.13 56.56 -0.49 3,242 29,198 +169
Sep11 110511 57.30 57.35 56.36 56.81 -0.49 2,482 22,911 -227
Oct11 110511 57.64 57.65 56.70 57.01 -0.45 487 14,477 -45
Dec11 110511 57.73 57.97 56.92 57.39 -0.39 6,948 74,409 -980
Jan12 110511 57.51 57.98 57.30 57.61 -0.37 96 5,241 -8
Mar12 110511 57.61 58.02 57.55 57.71 -0.31 40 4,472 +1
Total Volume and Open Interest 47,098 305,855 -2,853
Canola(WCE)
May11 110511 556.3 556.3 556.3 556.3 -8.4 1 0 -9
Jul11 110511 574.1 575.9 561.0 565.3 -8.4 11,155 77,923 -2,118
Nov11 110511 567.5 568.5 555.7 560.3 -6.9 3,897 74,457 -254
Jan12 110511 574.3 574.3 562.7 567.5 -6.8 64 6,588 +0
Mar12 110511 571.9 571.9 571.2 571.2 -5.9 28 1,206 +26
Total Volume and Open Interest 15,163 162,490 -2,344
Corn(CBOT)
May11 110511 708.00 711.25 668.50 668.75 -37.25 4,106 4,138 -1,355
Jul11 110511 708.75 712.25 677.25 677.25 -30.00 142,441 644,397 -5,152
Sep11 110511 682.00 685.75 651.25 651.25 -30.00 38,315 165,022 -1,981
Dec11 110511 652.75 657.00 622.75 626.00 -26.75 60,300 453,008 +92
Mar12 110511 663.75 668.00 634.75 637.25 -27.50 6,358 75,323 -139
May12 110511 675.25 675.25 644.00 645.25 -27.25 1,456 16,724 +40
Total Volume and Open Interest 257,609 1,454,290 -7,828
Wheat(CBOT)
May11 110511 754.75 769.00 727.75 727.75 -41.25 955 118 -63
Jul11 110511 798.75 804.50 756.50 759.00 -39.75 57,813 226,199 -2,193
Sep11 110511 840.75 846.75 803.00 805.00 -36.50 15,426 71,513 -1,010
Dec11 110511 887.50 893.00 855.00 856.75 -31.00 18,149 99,055 +984
Mar12 110511 922.50 924.75 893.75 896.50 -26.00 3,148 15,318 +680
Total Volume and Open Interest 100,011 453,983 -358
Wheat(KCBT)
May11 110511 922.00 922.00 905.00 905.00 -27.50 215 15 -127
Jul11 110511 930.25 935.00 895.75 900.00 -28.50 13,337 89,739 +366
Sep11 110511 945.50 949.00 914.25 917.50 -27.75 4,332 31,674 +570
Dec11 110511 965.25 969.00 936.00 940.00 -22.50 5,265 38,857 +515
Mar12 110511 980.00 980.00 950.75 955.00 -23.50 559 5,001 +71
Total Volume and Open Interest 24,185 173,437 +1,511
Wheat(MGE)
May11 110511 956.00 956.00 937.00 937.00 -34.00 5 1,032 -52
Jul11 110511 959.00 964.00 920.75 925.50 -33.75 2,495 20,016 -121
Sep11 110511 959.50 964.00 924.50 927.75 -31.75 881 16,441 -152
Dec11 110511 972.00 975.50 936.00 940.25 -31.25 1,145 12,118 -287
Mar12 110511 981.25 984.75 948.75 952.25 -29.00 179 2,604 +21
Total Volume and Open Interest 4,888 55,196 -532
Oats(CBOT)
May11 110511 337.00 347.00 337.00 337.00 -10.00 10 64 +9
Jul11 110511 355.25 357.25 336.00 342.00 -10.00 527 8,960 -64
Sep11 110511 350.25 359.00 349.00 349.00 -10.00 10 294 +8
Dec11 110511 368.00 370.75 353.00 357.00 -10.00 111 3,204 +32
Total Volume and Open Interest 658 12,544 -15
Rough Rice(CBOT)
May11 110511 14.13 14.13 13.75 13.75 -0.23 2 24 -1
Jul11 110511 14.26 14.38 13.92 13.95 -0.22 636 15,291 -159
Sep11 110511 15.16 15.26 14.84 14.88 -0.19 243 5,083 -58
Nov11 110511 15.44 15.44 15.18 15.21 -0.18 84 1,313 +54
Total Volume and Open Interest 969 22,239 -162
Live Cattle(CME)
Jun11 110511 109.580 110.200 108.980 109.050 -0.130 29,626 113,005 -8,144
Aug11 110511 111.135 111.730 110.500 110.650 -0.080 26,858 101,749 +1,471
Oct11 110511 117.400 117.750 116.180 116.300 -0.780 12,165 72,130 +3,192
Dec11 110511 119.730 120.050 118.400 118.700 -0.730 3,796 45,531 -29
Feb12 110511 120.450 120.500 119.035 119.350 -0.650 1,585 11,893 -102
Apr12 110511 121.000 121.000 119.650 119.750 -1.150 239 5,291 +46
Total Volume and Open Interest 74,293 350,749 -3,553
Feeder Cattle(CME)
May11 110511 128.825 129.685 128.600 128.825 +0.750 898 5,020 -287
Aug11 110511 132.900 134.050 132.825 133.035 +0.655 2,911 23,672 -329
Sep11 110511 134.100 135.000 133.750 134.000 +0.650 505 4,895 -14
Oct11 110511 134.600 135.600 134.285 134.575 +0.475 385 3,543 +65
Nov11 110511 134.600 135.400 134.100 134.100 +0.600 81 1,493 +10
Jan12 110511 134.350 134.950 133.850 134.035 +0.235 40 414 +6
Mar12 110511 133.000 133.000 132.500 133.000 +0.500 0 35 +0
Total Volume and Open Interest 4,820 39,074 -549
Lean Hogs(CME)
May11 110511 92.200 92.430 92.000 92.035 -0.015 500 1,543 -142
Jun11 110511 93.885 94.230 92.950 93.230 -0.250 23,229 63,093 -4,472
Jul11 110511 94.180 94.500 93.000 93.430 -0.455 11,191 37,269 +3,493
Aug11 110511 95.350 95.400 93.830 94.100 -0.800 6,753 39,056 +571
Oct11 110511 87.850 87.950 86.300 86.900 -0.600 3,621 35,709 +839
Dec11 110511 84.650 84.730 82.950 83.480 -0.770 1,308 28,827 +167
Feb12 110511 86.250 86.250 84.535 85.300 -0.850 367 7,472 +102
Apr12 110511 87.035 87.250 85.300 86.250 -0.900 154 4,420 +50
Total Volume and Open Interest 47,193 219,501 +608
Class III Milk(CME)
May11 110511 16.51 16.51 16.32 16.36 -0.13 30 5,314 -4
Jun11 110511 17.39 17.40 16.69 16.76 -0.62 137 4,653 -7
Jul11 110511 17.77 17.77 17.22 17.24 -0.57 63 3,499 +0
Aug11 110511 17.90 17.95 17.50 17.52 -0.43 27 3,368 +3
Sep11 110511 17.96 18.01 17.53 17.56 -0.45 8 3,426 +0
Total Volume and Open Interest 360 31,371 +43
Cocoa(ICE)
May11 110511 3115 3115 3115 3115 -20 2 98 -2
Jul11 110511 3119 3172 3069 3118 +13 9,193 69,366 -1,642
Sep11 110511 3135 3170 3081 3128 +12 2,152 26,054 +339
Dec11 110511 3102 3200 3102 3152 +16 1,404 26,044 +490
Mar12 110511 3150 3218 3150 3198 +14 260 22,337 +126
May12 110511 3184 3187 3184 3187 +12 36 5,615 +10
Jul12 110511 3130 3191 3130 3178 +8 64 1,598 +50
Total Volume and Open Interest 13,173 156,124 -628
Coffee "C"(ICE)
May11 110511 282.20 282.65 272.50 272.50 -9.20 33 332 -3
Jul11 110511 283.00 283.60 272.55 273.15 -9.45 8,780 66,536 +208
Sep11 110511 285.45 286.00 275.50 275.95 -9.50 2,485 21,797 -431
Dec11 110511 287.00 287.55 279.40 279.45 -9.45 1,655 18,919 +330
Mar12 110511 289.60 289.60 280.70 281.15 -9.75 463 4,618 +233
May12 110511 284.75 284.80 281.60 282.00 -8.95 34 2,365 +8
Total Volume and Open Interest 13,622 116,612 +460
Orange Juice(ICE)
May11 110511 170.75 170.75 170.75 170.75 unch 1 214 -1
Jul11 110511 170.95 174.80 170.85 172.00 +1.30 883 23,526 +39
Sep11 110511 169.80 169.80 166.25 166.90 +0.65 70 2,688 -5
Nov11 110511 163.85 163.85 163.85 163.85 +0.85 14 1,638 +14
Jan12 110511 163.25 163.25 162.60 162.60 +0.75 4 208 +4
Mar12 110511 162.25 162.25 162.00 162.00 +0.45 0 86 +0
Total Volume and Open Interest 972 28,454 +51
Sugar #11(ICE)
Jul11 110511 22.07 22.08 20.79 20.94 -0.93 31,650 277,563 +2,792
Oct11 110511 22.30 22.30 21.01 21.19 -0.80 18,058 133,675 +134
Mar12 110511 22.48 22.53 21.62 21.81 -0.67 8,113 76,657 +1,140
May12 110511 22.31 22.33 21.54 21.73 -0.58 3,010 23,567 +230
Jul12 110511 22.20 22.20 21.54 21.75 -0.45 2,296 17,842 +396
Total Volume and Open Interest 64,248 572,360 +5,033
London Cocoa(LCE)
May11 110511 1889 1904 1858 1883 +4 3,331 28,080 -1,428
Jul11 110511 1917 1937 1887 1912 +3 5,640 62,139 +1,297
Sep11 110511 1935 1953 1905 1931 +3 1,561 30,254 +40
Dec11 110511 1957 1975 1927 1953 +4 1,322 31,529 -205
Mar12 110511 1978 1998 1950 1975 +3 892 29,012 -124
May12 110511 1995 2009 1967 1990 +3 91 9,037 +12
Jul12 110511 2007 2016 2000 2000 +2 13 4,043 +1
Total Volume and Open Interest 12,850 204,551 -407
London Sugar(LCE)
Aug11 110511 607.50 609.10 592.00 594.40 -18.20 2,164 24,845 -33
Oct11 110511 580.00 582.40 565.00 567.40 -19.30 590 8,029 -118
Dec11 110511 588.50 590.90 574.50 576.70 -19.70 232 3,583 +175
Mar12 110511 587.50 588.60 571.50 572.90 -20.00 86 2,243 +61
May12 110511 580.70 582.00 568.00 568.10 -17.50 29 1,345 -12
Total Volume and Open Interest 3,280 41,266 +178
Cotton(ICE)
Jul11 110511 152.00 155.12 147.76 150.30 -1.10 7,286 69,178 +521
Oct11 110511 141.00 141.00 132.00 135.30 -3.02 14 442 -4
Dec11 110511 126.09 126.26 122.30 125.19 -0.73 1,972 60,954 +502
Mar12 110511 121.10 121.10 115.53 118.47 -0.35 259 8,584 +28
May12 110511 110.87 112.79 110.36 112.79 +0.23 10 2,174 -16
Jul12 110511 109.75 109.75 106.20 109.09 +0.32 3 3,116 +2
Total Volume and Open Interest 9,544 146,702 +1,033
Lumber(CME)
May11 110511 224.5 225.5 213.0 216.8 -7.6 234 468 -132
Jul11 110511 240.6 244.0 234.1 234.1 -6.9 397 6,986 +62
Sep11 110511 261.0 261.9 253.0 258.0 -3.5 90 1,939 +33
Nov11 110511 261.5 263.0 255.0 258.0 -5.2 1 486 +1
Total Volume and Open Interest 722 9,892 -36
Crude Oil(NYM)
Jun11 110511 103.69 104.60 97.50 98.21 -5.67 469,290 290,599 -18,128
Jul11 110511 104.37 105.16 98.07 98.77 -5.70 196,542 295,641 +24,297
Aug11 110511 104.84 105.52 98.40 99.12 -5.75 68,307 81,058 +3,046
Sep11 110511 104.82 105.73 98.70 99.37 -5.81 42,782 91,056 +157
Oct11 110511 104.94 105.81 98.87 99.51 -5.84 17,720 41,145 +111
Nov11 110511 105.07 105.74 98.82 99.58 -5.88 14,473 38,203 +1,165
Dec11 110511 105.15 106.14 98.84 99.62 -5.90 56,220 192,335 +3,710
Jan12 110511 105.07 105.30 99.15 99.59 -5.88 4,350 36,742 -62
Feb12 110511 104.77 104.82 98.76 99.52 -5.84 2,762 18,521 +39
Mar12 110511 105.79 105.80 99.41 99.41 -5.81 5,771 29,615 -350
Apr12 110511 104.88 104.88 99.26 99.28 -5.79 2,705 16,465 +855
May12 110511 102.93 102.93 99.12 99.12 -5.77 2,252 15,932 +600
Jun12 110511 104.60 104.72 98.30 98.96 -5.74 6,972 75,085 +406
Jul12 110511 98.69 98.69 98.69 98.69 -5.69 449 20,643 +141
Aug12 110511 98.38 98.38 98.38 98.38 -5.64 234 13,298 -15
Sep12 110511 98.11 98.11 98.11 98.11 -5.60 441 13,344 +180
Total Volume and Open Interest 909,483 1,662,339 +16,892
e-miNY Crude Oil(NYM)
May11 110418 109.350 109.350 106.525 107.125 -2.525 7,448 2,501 -386
Jun11 110429 112.775 114.175 112.275 113.925 +1.075 11,912 3,616 +446
Jul11 110511 104.400 105.200 98.075 98.775 -5.700 1,051 781 +77
Aug11 110511 105.525 105.525 98.525 99.125 -5.750 178 130 -14
Sep11 110511 103.600 103.600 99.375 99.375 -5.800 10 92 -4
Oct11 110511 99.500 99.500 99.500 99.500 -5.850 7 43 +0
Nov11 110511 99.575 99.575 99.575 99.575 -5.875 3 16 +0
Dec11 110511 105.825 105.825 99.625 99.625 -5.900 31 314 +1
Jan12 110511 99.600 99.600 99.600 99.600 -5.875 1 6 -1
Feb12 110511 99.525 99.525 99.525 99.525 -5.825 0 6 +0
Total Volume and Open Interest 16,535 4,623 -174
Heating Oil(NYM)
Jun11 110511 301.25 302.24 289.11 289.83 -10.29 73,747 90,059 -9,810
Jul11 110511 301.77 303.27 290.53 291.23 -10.22 31,013 53,828 +3,889
Aug11 110511 304.40 304.40 292.00 292.62 -10.18 13,677 30,662 +907
Sep11 110511 304.76 305.85 294.01 294.26 -10.11 6,432 25,116 +344
Oct11 110511 306.63 307.00 295.12 295.87 -10.03 3,053 10,652 -123
Nov11 110511 308.36 308.41 297.40 297.40 -10.06 2,502 11,464 +239
Dec11 110511 308.85 310.32 298.12 298.84 -10.10 12,709 33,006 -188
Jan12 110511 306.87 306.87 300.12 300.32 -10.10 1,955 13,072 +430
Feb12 110511 306.09 307.84 300.69 300.69 -10.09 411 5,056 -17
Mar12 110511 306.12 306.12 299.87 299.87 -10.09 280 3,152 +19
Apr12 110511 301.33 301.33 298.00 298.00 -10.09 223 1,535 +24
May12 110511 300.00 300.00 296.35 296.35 -10.09 245 1,456 +39
Total Volume and Open Interest 150,930 305,694 -2,633
Gasoline(NYMEX)
Jun11 110511 334.05 335.90 307.71 312.28 -25.69 73,321 83,710 -8,995
Jul11 110511 323.47 324.04 300.89 304.17 -21.21 52,350 58,124 +1,520
Aug11 110511 314.93 315.40 296.10 297.78 -18.00 33,736 26,989 -1,383
Sep11 110511 308.58 309.34 291.96 293.31 -15.67 20,158 27,565 -2,048
Oct11 110511 291.01 291.01 275.59 277.55 -13.73 9,739 25,086 +830
Nov11 110511 286.70 287.00 272.29 274.05 -13.30 4,713 10,631 +1,315
Dec11 110511 284.62 286.57 270.19 272.25 -13.07 7,243 27,363 -430
Jan12 110511 282.31 282.31 272.17 272.17 -13.05 547 6,360 -67
Feb12 110511 273.55 273.55 273.55 273.55 -12.89 270 3,131 +136
Mar12 110511 274.93 274.93 274.93 274.93 -12.74 178 4,976 -44
Total Volume and Open Interest 202,529 291,245 -9,033
e-miNY RBOB Gasoline(NYM)
Jun11 110511 315.60 315.60 312.30 312.30 -25.70 0 2 +0
Jul11 110511 304.20 304.20 304.17 304.20 -21.20 0 1 +0
Aug11 110511 297.80 297.80 297.78 297.80 -18.00 0 1 +0
Sep11 110511 293.30 293.31 293.30 293.30 -15.70      
Total Volume and Open Interest 0 7 +0
Natural Gas(NYM)
Jun11 110511 4.280 4.292 4.153 4.181 -0.065 119,280 111,666 -10,438
Jul11 110511 4.330 4.349 4.213 4.241 -0.062 65,241 204,886 -2,566
Aug11 110511 4.354 4.388 4.260 4.284 -0.061 35,214 77,587 +2,155
Sep11 110511 4.389 4.407 4.285 4.308 -0.058 20,423 104,869 +1,854
Oct11 110511 4.450 4.450 4.333 4.358 -0.055 29,452 96,083 -2,315
Nov11 110511 4.558 4.609 4.501 4.529 -0.048 13,843 49,979 +1,975
Dec11 110511 4.820 4.825 4.723 4.748 -0.044 5,659 38,023 -351
Jan12 110511 4.914 4.943 4.842 4.866 -0.042 10,162 86,052 -571
Feb12 110511 4.876 4.928 4.836 4.856 -0.041 1,670 17,355 -41
Mar12 110511 4.866 4.868 4.778 4.798 -0.039 3,385 37,441 +92
Apr12 110511 4.710 4.735 4.647 4.671 -0.036 3,437 37,549 +595
May12 110511 4.732 4.756 4.675 4.694 -0.036 423 10,767 +46
Jun12 110511 4.769 4.795 4.710 4.733 -0.036 480 7,105 +130
Jul12 110511 4.776 4.792 4.756 4.779 -0.035 90 5,668 +17
Aug12 110511 4.820 4.861 4.787 4.804 -0.035 43 5,915 -18
Sep12 110511 4.847 4.867 4.796 4.814 -0.034 78 5,246 -29
Total Volume and Open Interest 309,561 977,380 -9,409
Brent Crude Oil(ICE)
Jun11 110511 117.87 118.43 111.95 112.57 -5.06 326,044 127,698 -29,371
Jul11 110511 117.32 117.88 111.36 111.96 -5.13 228,717 191,754 +16,010
Aug11 110511 116.83 117.45 110.88 111.48 -5.18 97,581 108,534 +10,578
Sep11 110511 116.47 116.95 110.35 110.95 -5.22 47,316 53,651 +1
Oct11 110511 115.85 116.38 109.84 110.44 -5.26 24,018 40,295 -3,013
Nov11 110511 115.59 115.95 109.46 110.02 -5.26 14,179 21,374 -1
Dec11 110511 115.01 115.55 109.03 109.62 -5.25 55,309 104,819 +3,954
Jan12 110511 114.77 114.77 109.28 109.28 -5.24 4,035 19,855 +320
Feb12 110511 113.91 113.94 108.94 108.94 -5.23 2,117 16,864 +257
Mar12 110511 108.57 108.57 108.57 108.57 -5.22 2,852 29,237 +139
Apr12 110511 108.25 108.25 108.19 108.19 -5.20 3,013 7,870 +175
May12 110511 107.82 107.82 107.82 107.82 -5.17 1,383 6,189 -19
Jun12 110511 112.58 112.58 106.96 107.45 -5.13 4,141 35,581 +704
Jul12 110511 107.05 107.05 107.05 107.05 -5.10 266 3,070 +84
Total Volume and Open Interest 821,901 889,817 +7
Gas Oil(ICE)
May11 110511 946.00 950.75 910.00 932.25 -9.00 43,502 40,914 -11,144
Jun11 110511 950.00 954.50 914.00 936.50 -8.25 129,394 135,954 -835
Jul11 110511 956.00 958.00 917.75 940.25 -8.00 43,814 68,757 +29
Aug11 110511 957.00 960.25 922.25 944.00 -7.50 14,385 40,831 +1,840
Sep11 110511 959.25 963.75 925.50 947.50 -7.25 12,138 46,980 +65
Oct11 110511 961.50 965.25 927.00 950.00 -7.25 3,831 31,077 -2,080
Nov11 110511 965.75 966.25 928.25 951.00 -7.00 4,612 23,018 -619
Dec11 110511 964.00 969.00 929.25 952.25 -7.00 28,382 54,884 -2,236
Jan12 110511 967.25 968.75 936.75 954.75 -7.00 4,435 24,019 -899
Feb12 110511 956.00 956.75 937.25 955.25 -6.75 1,020 6,795 +207
Total Volume and Open Interest 294,097 559,459 -19,703
Ethanol(CBOT)
May11 110504 2.620 2.628 2.595 2.621 +0.001 47 147 -144
Jun11 110511 2.500 2.505 2.475 2.481 -0.094 289 1,283 -31
Jul11 110511 2.523 2.523 2.475 2.479 -0.097 599 1,194 -73
Aug11 110511 2.514 2.514 2.470 2.480 -0.092 194 1,089 +55
Sep11 110511 2.461 2.470 2.435 2.445 -0.097 165 926 -17
Oct11 110511 2.395 2.396 2.357 2.368 -0.089 110 950 -2
Nov11 110511 2.331 2.331 2.310 2.318 -0.066 100 626 -21
Dec11 110511 2.323 2.323 2.311 2.315 -0.055 104 936 -18
Total Volume and Open Interest 1,649 7,815 -83
WTI Crude Oil(ICE
Jun11 110511 103.92 104.60 97.51 98.21 -5.67 114,583 83,837 -718
Jul11 110511 104.48 105.15 98.08 98.77 -5.70 51,485 85,121 -96
Aug11 110511 104.99 105.48 98.45 99.12 -5.75 24,010 27,767 -1,543
Sep11 110511 105.20 105.20 98.79 99.37 -5.81 16,907 38,758 +30
Oct11 110511 105.13 105.16 99.02 99.51 -5.84 8,394 19,498 -1,229
Nov11 110511 105.47 105.47 99.06 99.58 -5.88 5,535 16,682 +485
Dec11 110511 105.52 105.52 98.83 99.62 -5.90 24,148 84,979 -36
Jan12 110511 105.30 105.30 99.05 99.59 -5.88 1,725 11,912 -130
Feb12 110511 105.16 105.20 98.97 99.52 -5.84 968 3,626 +140
Mar12 110511 99.41 99.41 99.41 99.41 -5.81 1,933 11,007 -87
Apr12 110511 99.28 99.28 99.28 99.28 -5.79 826 3,933 +355
May12 110511 99.12 99.12 99.12 99.12 -5.77 459 2,260 +70
Jun12 110511 104.56 104.60 98.96 98.96 -5.74 1,947 26,358 +369
Jul12 110511 98.69 98.69 98.69 98.69 -5.69 18 1,573 +18
Aug12 110511 98.38 98.38 98.38 98.38 -5.64 303 876 -70
Sep12 110511 98.11 98.11 98.11 98.11 -5.60 550 4,214 +0
Total Volume and Open Interest 259,929 522,926 -1,978
US Dollar Index(ICE)
Jun11 110511 74.735 75.620 74.530 75.518 +0.735 51,554 51,729 -4,130
Sep11 110511 75.230 76.080 75.020 76.007 +0.735 227 794 +34
Dec11 110511 76.497 76.497 76.497 76.497 +0.735 0 2 +0
Total Volume and Open Interest 51,781 52,526 -4,096
Australian Dollar(CME)
Jun11 110511 107.93 108.44 106.19 106.39 -1.42 95,610 129,559 -7,778
Sep11 110511 106.60 107.00 104.85 105.03 -1.41 167 928 -33
Dec11 110511 103.74 105.15 103.74 103.74 -1.41 0 78 +0
Total Volume and Open Interest 95,777 130,566 -7,811
British Pound(CME)
Jun11 110511 163.60 165.12 163.15 163.37 -0.06 125,994 109,496 -6,343
Sep11 110511 163.34 164.82 163.00 163.14 -0.06 124 617 -69
Dec11 110511 162.88 162.96 162.88 162.88 -0.08 0 39 +0
Total Volume and Open Interest 126,118 110,157 -6,412
Canadian Dollar(CME)
Jun11 110511 104.37 105.03 103.65 103.89 -0.32 80,119 113,066 -8,661
Sep11 110511 104.15 104.73 103.40 103.62 -0.33 633 4,085 +227
Dec11 110511 103.93 104.10 103.27 103.33 -0.34 45 2,675 +26
Mar12 110511 103.73 103.80 102.90 103.00 -0.35 37 316 +25
Total Volume and Open Interest 80,838 120,332 -8,382
Japanese Yen(CME)
Jun11 110511 123.70 124.08 122.97 123.59 -0.21 91,702 100,361 -638
Sep11 110511 123.71 124.12 123.09 123.65 -0.22 242 2,265 +20
Dec11 110511 123.75 123.97 123.75 123.75 -0.22 46 224 +4
Total Volume and Open Interest 91,990 102,857 -614
Swiss Franc(CME)
Jun11 110511 113.61 113.87 112.57 112.63 -0.90 37,867 70,749 -2,910
Sep11 110511 113.70 113.88 112.67 112.68 -0.90 44 250 +1
Dec11 110511 113.00 113.62 112.73 112.73 -0.89 0 26 +0
Total Volume and Open Interest 37,911 71,027 -2,909
EuroFX(CME)
Jun11 110511 143.99 144.13 141.61 141.84 -1.99 386,539 240,374 -6,529
Sep11 110511 143.53 143.66 141.19 141.42 -1.99 979 4,133 +143
Dec11 110511 141.00 142.92 140.94 140.94 -1.98 37 115 +5
Total Volume and Open Interest 387,555 245,001 -6,382
Mexican Peso(CME)
May11 110511 856.5 864.2 856.5 856.5 -7.8      
Jun11 110511 862.8 864.0 852.8 854.5 -7.8 39,746 160,327 -1,611
Total Volume and Open Interest 39,746 160,554 -1,611
30-Year T-Bonds(CBOT)
Jun11 110511 123~220 124~150 123~190 124~130 +0~170      
Sep11 110511 122~040 123~050 122~040 123~030 +0~180 4,008 11,196 +2,477
Dec11 110511 121~200 121~200 121~020 121~200 +0~180 0 2 +0
Total Volume and Open Interest 275,593 646,820 +8,284
10-Year T-Notes(CBOT)
Jun11 110511 121~290 122~155 121~235 122~135 +0~105 1,010,936 1,721,531 +17,021
Sep11 110511 120~120 121~010 120~085 120~310 +0~105 6,424 20,615 +2,292
Dec11 110511 119~310 119~310 119~205 119~310 +0~105 0 5 +0
Total Volume and Open Interest 1,017,360 1,742,151 +19,313
5-Year T-Notes(CBOT)
Jun11 110511 118~099 119~019 118~099 119~019 +0~029      
Sep11 110511 117~062 117~127 117~060 117~122 +0~030 8,502 22,263 +4,634
Dec11 110511 117~018 117~018 116~116 117~018 +0~030      
Total Volume and Open Interest 515,088 1,494,972 +18,416
2 Year T-Notes(CBOT)
Jun11 110511 109~081 109~095 109~078 109~092 +0~009 202,201 1,020,906 -13,353
Sep11 110511 109~021 109~038 109~021 109~036 +0~010 3,760 18,800 +2,377
Dec11 110511 108~102 108~102 108~092 108~102 +0~010 0 20 +0
Total Volume and Open Interest 205,961 1,039,726 -10,976
Eurodollars(CME)
Jun11 110511 99.730 99.740 99.725 99.735 +0.005 155,851 955,367 -43,352
Sep11 110511 99.680 99.690 99.675 99.685 +0.005 162,719 1,410,572 -48,204
Dec11 110511 99.580 99.605 99.570 99.595 +0.010 193,623 1,637,251 -30,544
Mar12 110511 99.420 99.460 99.405 99.455 +0.025 235,098 1,552,496 -11,514
Jun12 110511 99.180 99.230 99.155 99.225 +0.035 255,113 1,335,816 -24,055
Sep12 110511 98.875 98.940 98.845 98.935 +0.045 187,953 702,684 -14,455
Dec12 110511 98.560 98.635 98.530 98.630 +0.055 177,219 527,809 -21,307
Mar13 110511 98.280 98.370 98.250 98.365 +0.065 146,298 372,206 -1,987
Jun13 110511 98.020 98.105 97.980 98.105 +0.065 94,964 274,518 +869
Sep13 110511 97.765 97.855 97.725 97.850 +0.060 74,311 229,491 -5,311
Dec13 110511 97.510 97.600 97.470 97.595 +0.055 61,601 182,093 -8,859
Mar14 110511 97.290 97.375 97.255 97.375 +0.055 54,337 172,881 -8,787
Jun14 110511 97.070 97.155 97.035 97.155 +0.050 14,122 101,544 -134
Sep14 110511 96.865 96.940 96.830 96.940 +0.045 11,690 60,884 -1,584
Dec14 110511 96.645 96.725 96.615 96.725 +0.045 9,961 73,225 -1,622
Mar15 110511 96.455 96.535 96.430 96.535 +0.040 12,849 51,493 +444
Jun15 110511 4.515 4.595 4.495 4.595 +0.035 6,986 40,344 +142
Sep15 110511 4.350 4.430 4.325 4.420 +0.030 7,323 37,051 +842
Total Volume and Open Interest 1,890,185 9,933,165 +9,933,165
30 Day Federal Funds(CBOT)
May11 110511 99.908 99.908 99.905 99.905 unch 3,175 81,277 -1,091
Jun11 110511 99.905 99.905 99.900 99.900 unch 1,367 61,155 -111
Jul11 110511 99.895 99.900 99.895 99.895 unch 2,909 51,894 -157
Aug11 110511 99.875 99.885 99.875 99.880 +0.005 2,179 52,816 +225
Sep11 110511 99.865 99.875 99.865 99.870 +0.005 4,341 38,828 +1,796
Oct11 110511 99.860 99.865 99.855 99.860 unch 3,241 50,421 +1,506
Total Volume and Open Interest 40,026 673,582 +1,537
30 Day Fed Funds(e-CBOT)
3-Mth Euro-Yen(CME)
Jun11 110511 99.675 99.675 99.675 99.675 unch 0 750 +0
Sep11 110511 99.683 99.683 99.683 99.683 unch      
Dec11 110511 99.685 99.685 99.685 99.685 unch 0 75 +0
Mar12 110511 99.673 99.673 99.673 99.673 unch      
Jun12 110511 99.690 99.690 99.690 99.690 unch      
Sep12 110511 99.620 99.620 99.620 99.620 unch      
Dec12 110511 99.580 99.580 99.580 99.580 unch      
Mar13 110511 99.580 99.580 99.580 99.580 unch      
Jun13 110511 99.535 99.535 99.535 99.535 unch      
Sep13 110511 99.395 99.395 99.395 99.395 unch      
Total Volume and Open Interest 0 825 +0
3-Mth Euro-Yen(SGX)
Jun11 110511 99.68 99.68 99.68 99.68 unch 0 5,803 -200
Sep11 110511 99.68 99.68 99.68 99.68 unch 54 1,474 +0
Dec11 110511 99.68 99.68 99.68 99.68 unch 126 1,957 +120
Mar12 110511 99.67 99.67 99.67 99.67 unch 0 3,672 +0
Jun12 110511 99.69 99.69 99.69 99.69 unch 0 1,254 +0
Sep12 110511 99.62 99.62 99.62 99.62 unch 0 411 +0
Dec12 110511 99.58 99.58 99.58 99.58 unch 0 24 +0
Mar13 110511 99.58 99.58 99.58 99.58 unch 0 1 +0
Total Volume and Open Interest 180 14,596 -80
Japanese Gov't Bonds(SGX)
Jun11 110510 140.65 140.83 140.57 140.58 -0.22 3,806 16,984 +16,984
Sep11 110511 140.45 140.45 140.38 140.38 +0.05 0 42 +22
Dec11 110511 138.29 138.29 138.29 138.29 +0.05      
Total Volume and Open Interest 1,724 19,515 +661
Euro-Bund(EUREX)
Jun11 110511 123.85 124.32 123.58 123.93 -0.08 1,091,005 992,413 +25,561
Sep11 110511 123.57 124.00 123.28 123.63 -0.09 1,286 16,160 +571
Dec11 110511 122.78 122.78 122.78 122.78 -0.13      
Total Volume and Open Interest 1,092,291 1,008,573 +26,132
Euro-Bobl(EUREX)
Jun11 110506 115.41 115.82 115.22 115.71 +0.23 725,341 811,181 +16,712
Sep11 110511 115.17 115.26 115.10 115.26 +0.02 2,646 34,210 +2,523
Dec11 110511 115.43 115.43 115.43 115.43 +0.02      
Total Volume and Open Interest 612,702 823,244 -7,478
3-Mth Euribor(EUREX)
Jun11 110511 98.495 98.495 98.485 98.485 -0.005 323 5,466 +147
Sep11 110511 98.220 98.220 98.195 98.205 -0.005 443 2,611 +312
Dec11 110511 98.020 98.020 98.000 98.000 -0.005 129 1,108 +0
Total Volume and Open Interest 1,370 11,871 +775
Long Gilt(LIFFE)
Jun11 110428 118~22 119~08 118~20 119~05 +0~25 128,847 372,773 +43,077
Sep11 110511 118~22 118~22 118~22 118~22 -0~17 0 4 +0
Total Volume and Open Interest 102,628 333,239 -61,515
3-Mth Short Sterling(LIFFE)
Jun11 110511 99.17 99.18 99.14 99.16 -0.02 30,357 451,571 -8,231
Sep11 110511 99.06 99.10 99.04 99.05 -0.04 44,659 438,020 -2,823
Dec11 110511 98.88 98.94 98.86 98.87 -0.06 57,520 452,224 -7,639
Mar12 110511 98.76 98.77 98.67 98.68 -0.09 52,604 395,488 -10,898
Jun12 110511 98.55 98.57 98.44 98.45 -0.11 50,758 355,428 -12,020
Sep12 110511 98.32 98.33 98.20 98.22 -0.12 47,084 230,877 +250
Total Volume and Open Interest 421,488 2,832,081 -20,655
3-Mth Euribor(LIFFE)
Jun11 110511 98.495 98.505 98.480 98.485 -0.005 121,081 759,421 -157,618
Sep11 110511 98.210 98.235 98.185 98.205 -0.005 169,802 746,453 -168,855
Dec11 110511 98.025 98.035 97.965 98.000 -0.005 186,047 710,711 -82,696
Total Volume and Open Interest 1,103,101 4,216,679 -596,635
3-Mth Aus T-Bills(SFE)
Jun11 110511 94.93 94.93 94.91 94.92 -0.02 35,762 182,075 +8,412
Sep11 110511 94.83 94.83 94.80 94.82 -0.02 50,309 217,448 -691
Dec11 110511 94.75 94.75 94.70 94.73 -0.02 42,501 158,353 +7,575
Mar12 110511 94.67 94.68 94.64 94.66 -0.02 9,100 82,105 -3,152
Jun12 110511 94.62 94.62 94.59 94.60 -0.03 1,833 49,608 -271
Sep12 110511 94.58 94.58 94.54 94.56 -0.02 2,602 50,970 +1,069
Dec12 110511 94.50 94.53 94.49 94.51 -0.03 448 24,918 +165
Mar13 110511 94.49 94.50 94.46 94.48 -0.03 582 17,136 -145
Jun13 110511 94.46 94.46 94.44 94.44 -0.03 125 1,709 +100
Sep13 110511 94.38 94.38 94.38 94.38 -0.03 15 974 +0
Total Volume and Open Interest 143,283 786,151 +13,063
10-Year Aus T-Bonds(SFE)
Jun11 110511 94.60 94.61 94.53 94.55 -0.06 44,547 402,821 -4,101
Sep11 110511 94.55 94.55 94.55 94.55 -0.06      
Total Volume and Open Interest 44,547 402,821 -4,101
3-Year Aus T-Bonds(SFE)
Jun11 110505 94.89 94.96 94.87 94.95 +0.05 181,608 631,593 +43,310
Sep11 110511 94.83 94.83 94.83 94.83 -0.04      
Total Volume and Open Interest 172,258 673,895 -1,765
Gold(CMX)
Jun11 110511 1515.9 1526.8 1495.4 1501.4 -15.5 153,908 293,694 -10,331
Aug11 110511 1518.1 1527.9 1497.1 1502.7 -15.5 18,075 92,931 +6,257
Oct11 110511 1522.2 1526.3 1500.0 1504.0 -15.5 519 6,697 +70
Dec11 110511 1522.2 1530.0 1499.6 1505.3 -15.5 3,950 48,311 +1,512
Feb12 110511 1528.1 1531.6 1501.3 1506.4 -15.6 708 7,223 +252
Apr12 110511 1517.6 1517.6 1503.0 1507.7 -15.7 36 5,148 +4
Jun12 110511 1530.8 1530.8 1509.3 1509.3 -15.7 261 8,906 +85
Aug12 110511 1511.5 1511.5 1511.5 1511.5 -15.8 5 3,104 +0
Oct12 110511 1513.9 1513.9 1513.9 1513.9 -16.0 0 3,271 +0
Dec12 110511 1533.3 1539.8 1512.5 1517.1 -16.0 39 12,136 +15
Feb13 110511 1520.7 1520.7 1520.7 1520.7 -16.1 0 108 +0
Total Volume and Open Interest 178,065 510,570 -2,130
Silver(CMX)
May11 110511 3883.0 3938.0 3502.5 3550.9 -297.1 283 356 -259
Jul11 110511 3852.0 3947.0 3501.5 3551.5 -297.1 96,763 66,755 -5,437
Sep11 110511 3862.5 3945.0 3504.5 3552.8 -296.9 2,118 9,935 -125
Dec11 110511 3851.5 3937.0 3505.0 3552.8 -296.4 5,515 23,152 +469
Mar12 110511 3894.0 3894.0 3531.0 3548.0 -296.3 179 2,830 +59
May12 110511 3740.0 3740.0 3543.8 3543.8 -296.3 19 1,013 +9
Jul12 110511 3866.5 3920.0 3504.0 3539.9 -296.3 89 1,671 -58
Total Volume and Open Interest 109,120 124,235 -5,219
Platinum(NYMEX)
Jul11 110511 1802.7 1812.0 1775.0 1777.8 -23.1 3,874 34,658 -531
Oct11 110511 1809.0 1809.0 1779.0 1781.5 -23.3 62 1,735 +60
Jan12 110511 1801.7 1801.7 1781.5 1781.5 -25.3 2 52 +2
Apr12 110511 1783.5 1783.5 1783.5 1783.5 -25.3 0 24 +0
Total Volume and Open Interest 3,938 36,484 -469
Palladium(NYMEX)
Jun11 110511 730.00 737.00 713.00 715.40 -17.25 2,507 18,110 -52
Sep11 110511 731.65 739.00 716.40 717.10 -17.20 43 2,043 +26
Dec11 110511 740.40 740.40 718.50 718.50 -16.80 2 382 +2
Total Volume and Open Interest 2,554 20,540 -22
Copper(CMX)
May11 110511 401.10 403.30 389.40 390.20 -12.75 585 2,546 -95
Jul11 110511 404.45 406.85 389.80 391.35 -12.85 31,872 73,614 -1,648
Sep11 110511 405.50 407.95 391.90 393.15 -12.80 3,341 25,534 +42
Dec11 110511 409.05 410.20 394.30 394.90 -12.80 1,898 10,806 +122
Mar12 110511 400.45 400.45 395.00 396.05 -12.75 534 3,325 +384
Total Volume and Open Interest 38,720 122,651 -1,249
DJIA Index(CBOT)
Jun11 110511 12712 12736 12545 12597 -103 351 23,625 +60
Sep11 110511 12528 12630 12528 12528 -102 0 14 +0
Dec11 110511 12457 12559 12457 12457 -102 0 1 +0
Mar12 110511 12397 12499 12397 12397 -102      
Total Volume and Open Interest 351 23,640 +60
S & P 500(CME)
Jun11 110511 1353.60 1358.40 1333.20 1338.70 -15.10 11,521 311,964 +3,031
Sep11 110511 1343.20 1343.20 1327.90 1333.30 -15.10 36 6,759 +35
Dec11 110511 1327.90 1328.00 1322.50 1327.90 -15.10 100 4,818 +0
Mar12 110511 1322.90 1323.00 1317.50 1322.90 -15.10      
Total Volume and Open Interest 11,657 323,546 +3,066
S & P 500 E-Mini(Globex)
Jun11 110511 1339.25 1339.50 1337.75 1338.00 -15.75      
Sep11 110511 1348.00 1352.75 1328.00 1333.25 -15.25 2,238 23,291 -62
Total Volume and Open Interest 1,668,850 2,704,081 -74,531
NASDAQ 100(CME)
Jun11 110511 2409.50 2414.80 2374.50 2393.50 -15.80 215 24,612 -250
Sep11 110511 2389.80 2390.00 2376.00 2389.80 -15.70 0 52 +0
Dec11 110511 2386.30 2387.00 2386.30 2386.30 -15.70      
Total Volume and Open Interest 215 24,664 -250
NASDAQ 100 E-Mini(Globex)
Jun11 110511 2407.50 2415.30 2374.00 2393.50 -15.80 265,715 395,331 -5,214
Sep11 110511 2401.80 2411.50 2375.00 2389.80 -15.70 100 1,185 +1
Total Volume and Open Interest 265,815 396,523 -5,213
S & P Midcap 400(CME)
Jun11 110511 997.00 997.00 992.00 997.00 -10.60 0 1,600 -390
Sep11 110511 994.80 994.80 992.80 994.80 -10.60      
Dec11 110511 993.20 993.20 991.20 993.20 -10.60      
Total Volume and Open Interest 0 1,600 -390
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Jun11 110511 9790 9790 9790 9790 -120      
Sep11 110511 9795 9840 9795 9820 -120 27 40 +22
Total Volume and Open Interest 4,745 49,485 -5,968
Nikkei 225(SGX)
Jun11 110511 9840 9945 9830 9860 +35 79,614 236,815 +1,711
Sep11 110511 9845 9920 9845 9865 +40 10 1,411 -4
Dec11 110511 9805 9805 9805 9805 +40 0 6,259 +0
Total Volume and Open Interest 79,866 251,088 +2,008
CAC 40(EURONEXT)
May11 110511 4035.5 4047.0 3982.0 4030.0 +10.0 154,436 306,135 +3,887
Jun11 110511 3992.5 4001.0 3940.0 3987.0 +9.5 8,682 88,053 +8,392
Jul11 110511 3983.0 3983.0 3983.0 3983.0 +10.0      
Total Volume and Open Interest 163,118 394,189 +12,279
Hang Seng Index(HKFE)
May11 110511 23315 23409 23077 23135 -26 65,743 85,886 -1,036
Jun11 110511 23195 23260 22933 22986 -33 1,283 8,128 +79
Total Volume and Open Interest 67,307 95,448 -911
DAX(EUREX)
Jun11 110511 7535.0 7579.5 7450.0 7513.5 +6.5 133,592 176,265 -685
Sep11 110511 7567.5 7604.0 7476.5 7539.0 +6.5 353 6,027 -44
Dec11 110511 7600.5 7610.0 7510.0 7572.5 +7.0 190 1,086 +130
Total Volume and Open Interest 134,135 183,378 -599
FT-SE 100(EURONEXT)
Jun11 110511 6010.00 6024.00 5903.50 5957.50 -33.00 105,630 676,638 -15,129
Sep11 110511 5967.00 5978.00 5879.50 5921.50 -32.50 2 634 -1
Dec11 110511 5948.50 5948.50 5899.50 5899.50 -32.50 10 175 +0
Total Volume and Open Interest 105,697 677,512 -15,075
SPI 200(SFE)
Jun11 110511 4723.0 4786.0 4721.0 4785.0 +66.0 36,920 182,904 -1,018
Sep11 110511 4756.0 4774.0 4750.0 4774.0 +64.0 186 3,672 -20
Dec11 110511 4798.0 4798.0 4798.0 4798.0 +69.0 0 2,521 +0
Total Volume and Open Interest 37,445 191,605 -769
GSCI(CME)
May11 110511 44.64 46.79 20.14 27.14 -26.00 2,406 9,012 -1,625
Jun11 110511 45.54 47.64 20.64 28.04 -25.70 1,956 3,619 +1,815
Jul11 110511 32.64 51.49 19.64 25.64 -25.80      
Total Volume and Open Interest 4,362 12,631 +190
Reuters CCI(ICE)
Jun11 110511 339.50 339.50 339.50 339.50 -9.80      
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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The world will still run for decades on fossil-fuel energy --- crude oil, gasoline, heating oil, natural gas.  Buy 'em?  Sell 'em?  When?  Just since 2008, crude oil traded at $147/barrel, collapsed to -$40.32/barrel in 2020, ran to higher than $130 in early 2022, and the traded less than half that in May!

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