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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 Mon May 16, 2011
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jul11 110516 1330.00 1344.00 1322.50 1326.50 -3.00 90,636 250,534 -1,862
Aug11 110516 1327.75 1340.00 1319.50 1322.50 -4.00 10,064 22,411 +331
Sep11 110516 1323.50 1329.75 1311.50 1314.25 -3.75 2,553 16,467 +88
Nov11 110516 1311.25 1323.00 1303.00 1306.25 -4.50 28,942 198,598 -736
Jan12 110516 1325.25 1330.00 1313.00 1315.00 -4.50 2,269 23,905 +785
Mar12 110516 1327.75 1332.00 1315.75 1317.00 -4.25 464 14,032 +9
May12 110516 1323.25 1330.25 1313.25 1314.75 -2.00 559 10,682 +161
Total Volume and Open Interest 136,526 552,777 -1,636
Soybean Meal(CBOT)
Jul11 110516 345.80 349.50 344.30 345.70 +0.30 42,699 98,550 -542
Aug11 110516 346.00 356.00 344.50 345.90 -0.10 6,009 33,649 +81
Sep11 110516 347.00 348.20 343.30 344.20 -0.10 2,096 17,200 +151
Oct11 110516 341.50 341.70 337.60 338.80 -0.30 1,149 15,780 -112
Dec11 110516 340.00 343.20 337.80 339.00 -0.10 6,807 50,964 +421
Jan12 110516 341.60 343.00 340.50 340.70 +0.20 160 3,913 +60
Mar12 110516 344.30 344.30 341.90 343.00 +1.10 201 3,646 +96
May12 110516 341.80 342.90 340.50 342.70 +2.20 307 3,255 +148
Total Volume and Open Interest 59,830 231,620 +170
Soybean Oil(CBOT)
Jul11 110516 56.25 56.90 55.88 55.91 -0.23 52,437 147,723 +279
Aug11 110516 56.40 57.09 56.15 56.15 -0.24 4,084 30,471 +356
Sep11 110516 56.86 57.35 56.41 56.41 -0.24 2,113 23,184 +215
Oct11 110516 57.10 57.50 56.57 56.57 -0.26 719 14,490 -192
Dec11 110516 57.30 57.89 56.91 56.91 -0.27 10,119 75,312 +1,068
Jan12 110516 57.59 58.07 57.13 57.13 -0.27 320 5,390 +196
Mar12 110516 57.90 58.00 57.23 57.23 -0.27 332 4,637 +116
May12 110516 57.90 57.93 57.22 57.22 -0.27 292 3,601 +198
Total Volume and Open Interest 70,723 307,610 +1,892
Canola(WCE)
May11 110513 545.8 545.8 545.8 545.8 -5.2      
Jul11 110516 555.0 561.5 554.6 556.6 +1.8 9,656 76,336 -448
Nov11 110516 555.1 564.9 555.1 562.9 +7.2 5,538 76,617 +130
Jan12 110516 564.5 570.7 564.5 570.1 +6.9 555 7,224 +466
Mar12 110516 566.9 576.1 566.9 575.8 +8.8 6 1,253 +6
Total Volume and Open Interest 15,761 163,751 +154
Corn(CBOT)
Jul11 110516 689.00 708.00 688.75 697.50 +15.50 190,247 621,175 -7,152
Sep11 110516 661.00 680.75 659.00 671.50 +17.75 45,443 161,675 -1,941
Dec11 110516 632.00 645.75 629.25 635.50 +8.50 86,565 452,844 +448
Mar12 110516 643.00 656.00 641.00 646.25 +7.75 5,154 76,892 +848
May12 110516 649.75 664.00 646.50 653.75 +7.25 727 17,553 +102
Jul12 110516 659.00 670.00 653.50 660.00 +6.50 2,921 42,023 +1,722
Total Volume and Open Interest 336,685 1,431,543 -5,841
Wheat(CBOT)
Jul11 110516 730.00 747.75 729.75 736.50 +8.75 73,988 219,238 -760
Sep11 110516 778.25 795.75 777.00 784.25 +7.25 22,263 72,151 -617
Dec11 110516 835.25 853.00 835.25 840.75 +5.75 24,158 96,991 -577
Mar12 110516 880.25 892.75 873.75 879.00 +4.00 5,428 18,126 +1,464
May12 110516 893.25 897.00 884.00 891.00 +7.00 2,371 4,728 +879
Total Volume and Open Interest 133,138 453,781 +1,462
Wheat(KCBT)
Jul11 110516 871.75 886.75 868.00 876.00 +6.50 17,491 86,465 -2,136
Sep11 110516 891.00 903.50 886.00 893.50 +6.50 4,318 32,379 -77
Dec11 110516 916.25 927.50 910.50 918.00 +7.00 4,658 40,360 +30
Mar12 110516 931.50 943.25 927.25 935.50 +7.50 1,549 6,102 +456
May12 110516 940.75 940.75 936.25 937.25 +7.50 48 770 +2
Total Volume and Open Interest 28,375 174,194 -1,651
Wheat(MGE)
May11 110513 911.75 911.75 911.75 911.75 -7.50 8 1,022 -8
Jul11 110516 902.50 918.75 902.25 910.25 +10.00 3,624 19,722 -226
Sep11 110516 908.00 921.50 907.00 913.50 +10.00 1,200 16,676 -191
Dec11 110516 920.00 934.25 919.75 926.25 +10.00 1,449 12,953 +190
Mar12 110516 936.50 947.50 934.00 940.75 +8.50 166 2,570 +59
Total Volume and Open Interest 6,558 56,041 -145
Oats(CBOT)
Jul11 110516 343.00 353.50 342.75 348.00 +3.50 793 8,702 -173
Sep11 110516 356.00 358.50 352.00 355.50 +3.50 19 301 +3
Dec11 110516 362.00 368.25 359.50 363.00 +3.50 170 3,292 +14
Mar12 110516 375.00 375.00 371.50 375.00 +3.50 0 21 +0
Total Volume and Open Interest 990 12,325 -211
Rough Rice(CBOT)
May11 110513 13.80 13.80 13.78 13.80 +0.02 1 24 +0
Jul11 110516 14.00 14.25 13.91 14.10 +0.12 1,143 15,379 +12
Sep11 110516 14.94 15.06 14.83 14.94 +0.08 336 5,307 +111
Nov11 110516 15.20 15.35 15.09 15.25 +0.08 169 1,464 +71
Total Volume and Open Interest 1,749 22,744 +242
Live Cattle(CME)
Jun11 110516 109.285 109.480 108.100 108.330 -0.670 37,754 87,278 -11,162
Aug11 110516 110.730 110.900 109.400 109.750 -0.800 32,346 117,864 +5,090
Oct11 110516 115.600 116.000 114.700 114.930 -0.570 15,005 76,396 +538
Dec11 110516 117.885 118.050 117.000 117.285 -0.515 6,919 47,098 +939
Feb12 110516 118.450 118.800 117.800 118.000 -0.400 1,730 12,555 +130
Apr12 110516 118.850 119.250 118.450 118.700 -0.300 359 5,675 +112
Total Volume and Open Interest 94,154 348,061 -4,345
Feeder Cattle(CME)
May11 110516 128.735 129.500 127.850 127.950 -0.750 1,529 4,293 +18
Aug11 110516 132.485 133.450 131.200 131.235 -1.215 3,206 23,996 +5
Sep11 110516 133.035 134.000 131.935 131.950 -1.085 1,160 4,920 -102
Oct11 110516 133.900 134.575 132.600 132.750 -1.035 1,209 4,052 +271
Nov11 110516 133.685 134.350 132.550 132.750 -1.050 195 1,566 +18
Jan12 110516 133.785 133.785 131.850 131.850 -1.050 25 457 -1
Mar12 110516 133.000 133.000 131.500 132.500 -0.800 0 37 +0
Total Volume and Open Interest 7,324 39,323 +209
Lean Hogs(CME)
Jun11 110516 94.635 95.050 93.400 93.600 -0.950 24,508 48,096 -5,490
Jul11 110516 94.135 94.385 92.385 92.550 -1.300 12,555 51,610 +5,643
Aug11 110516 95.000 95.150 93.350 93.430 -1.050 6,412 40,133 +26
Oct11 110516 87.850 88.080 86.150 86.350 -1.400 4,667 39,100 +1,388
Dec11 110516 84.750 84.800 83.035 83.200 -1.500 1,695 29,431 +491
Feb12 110516 85.950 85.950 84.600 84.650 -1.450 498 8,013 +125
Apr12 110516 86.580 86.580 85.400 86.100 -1.000 177 4,579 +24
May12 110516 90.250 90.700 90.250 90.700 unch 3 161 +4
Total Volume and Open Interest 51,028 224,761 +2,405
Class III Milk(CME)
May11 110516 16.35 16.42 16.31 16.41 +0.03 79 5,318 -7
Jun11 110516 16.87 17.00 16.87 16.98 +0.06 257 4,595 +17
Jul11 110516 17.51 17.59 17.50 17.57 +0.07 333 3,539 +29
Aug11 110516 17.71 17.79 17.71 17.79 +0.08 75 3,406 +19
Sep11 110516 17.74 17.86 17.73 17.80 +0.07 125 3,435 +33
Total Volume and Open Interest 1,546 31,660 +291
Cocoa(ICE)
May11 110516 3000 3000 3000 3000 unch      
Jul11 110516 3000 3036 2990 3006 +4 16,186 68,022 -967
Sep11 110516 3000 3048 3000 3020 +5 4,178 28,488 +906
Dec11 110516 3042 3079 3038 3051 +7 2,457 26,702 +481
Mar12 110516 3095 3110 3088 3103 +8 1,221 23,099 +434
May12 110516 3085 3096 3080 3096 +9 249 5,735 +94
Jul12 110516 3089 3090 3081 3090 +8 196 1,903 +140
Total Volume and Open Interest 24,582 158,936 +1,077
Coffee "C"(ICE)
May11 110516 269.00 269.00 263.60 264.00 -5.30 20 206 +0
Jul11 110516 269.30 272.15 263.05 264.10 -5.30 11,871 62,502 -811
Sep11 110516 272.20 275.00 266.00 267.05 -5.25 3,455 22,017 -91
Dec11 110516 275.90 277.60 269.45 270.20 -5.30 1,660 19,495 +249
Mar12 110516 276.55 279.20 271.05 271.70 -5.45 285 4,898 +10
May12 110516 277.50 277.50 272.25 272.35 -5.60 50 2,951 +2
Total Volume and Open Interest 17,406 114,199 -611
Orange Juice(ICE)
Jul11 110516 182.85 182.85 179.45 182.20 -0.65 1,700 23,466 +47
Sep11 110516 172.50 175.00 172.25 174.50 -0.85 757 3,556 +289
Nov11 110516 169.00 171.35 169.00 170.75 -0.60 187 1,761 +107
Jan12 110516 167.00 169.15 167.00 168.70 -0.30 11 237 +1
Mar12 110516 165.50 165.55 165.45 165.45 -1.05 4 100 +4
May12 110516 164.50 164.50 164.20 164.20 -1.00 0 30 +0
Total Volume and Open Interest 2,659 29,214 +448
Sugar #11(ICE)
Jul11 110516 21.45 21.99 21.32 21.77 +0.32 41,980 271,409 -1,938
Oct11 110516 21.45 21.66 21.20 21.42 -0.02 28,377 141,070 -1,191
Mar12 110516 21.85 21.86 21.41 21.56 -0.30 12,416 82,282 +76
May12 110516 21.75 21.75 21.34 21.44 -0.37 3,096 24,209 +69
Jul12 110516 21.83 21.83 21.28 21.44 -0.39 1,420 19,657 +165
Total Volume and Open Interest 89,139 582,042 -3,187
London Cocoa(LCE)
May11 110513 1850 1859 1840 1857 +12 3,472 16,680 -1,848
Jul11 110516 1869 1888 1862 1869 -2 26,463 74,375 +8,332
Sep11 110516 1894 1912 1887 1893 -3 3,866 30,477 +211
Dec11 110516 1919 1937 1912 1919 -1 3,266 30,393 -397
Mar12 110516 1945 1963 1937 1944 -1 3,063 30,228 +1,100
May12 110516 1962 1980 1957 1961 -1 1,389 9,664 +364
Jul12 110516 1981 1990 1967 1972 -1 259 4,228 +93
Total Volume and Open Interest 56,378 192,247 -4,552
London Sugar(LCE)
Aug11 110516 602.80 608.10 600.60 607.00 +4.20 2,786 24,124 -740
Oct11 110516 575.30 575.30 568.10 572.10 -1.50 1,046 7,957 +19
Dec11 110516 576.60 581.80 572.70 578.20 -2.70 170 3,755 +11
Mar12 110516 574.80 575.90 565.70 570.00 -6.60 82 2,314 +30
May12 110516 565.50 566.70 559.10 564.40 -6.30 95 1,374 -8
Total Volume and Open Interest 4,387 41,169 -512
Cotton(ICE)
Jul11 110516 146.70 151.15 145.18 151.15 +6.00 6,761 68,369 -972
Oct11 110516 132.90 133.52 130.81 130.81 +3.26 103 456 +6
Dec11 110516 115.85 121.40 114.79 120.03 +4.42 3,180 62,257 +127
Mar12 110516 109.47 115.23 109.19 113.53 +4.06 253 8,810 -12
May12 110516 108.52 109.48 108.52 109.48 +4.14 257 2,334 +135
Jul12 110516 106.95 107.99 106.33 107.50 +3.65 229 3,146 +13
Total Volume and Open Interest 10,802 147,660 -701
Lumber(CME)
Jul11 110516 230.1 233.7 225.7 232.1 +2.5 417 7,085 +72
Sep11 110516 249.7 253.0 246.6 251.1 -1.3 124 2,005 +9
Nov11 110516 250.1 254.5 248.0 253.6 +0.1 7 496 +5
Jan12 110516 270.0 270.0 267.0 270.0 -0.1 11 26 +11
Total Volume and Open Interest 689 9,822 +43
Crude Oil(NYM)
Jun11 110516 99.36 99.65 96.83 97.37 -2.28 522,503 208,145 -25,386
Jul11 110516 99.96 100.12 97.33 97.85 -2.27 217,844 356,216 +21,810
Aug11 110516 99.86 100.50 97.71 98.25 -2.23 53,109 93,729 +1,490
Sep11 110516 100.39 100.83 98.11 98.59 -2.20 30,301 88,411 -1,467
Oct11 110516 100.15 101.08 98.53 98.83 -2.17 14,297 43,871 +126
Nov11 110516 99.96 101.18 98.65 99.01 -2.13 13,044 38,364 +561
Dec11 110516 101.04 101.43 98.60 99.14 -2.09 62,331 193,127 +1,278
Jan12 110516 100.35 101.42 98.80 99.17 -2.04 4,897 37,946 +19
Feb12 110516 100.35 101.32 98.86 99.15 -2.00 3,162 22,586 +441
Mar12 110516 100.00 101.19 98.96 99.08 -1.96 4,650 28,891 -655
Apr12 110516 100.45 100.45 99.00 99.00 -1.92 1,735 16,020 +106
May12 110516 99.25 99.73 98.91 98.91 -1.87 2,448 16,075 +316
Jun12 110516 100.40 100.93 98.75 98.82 -1.82 9,267 73,445 -616
Jul12 110516 99.60 99.60 98.61 98.61 -1.77 919 20,956 +189
Aug12 110516 99.30 99.30 98.35 98.35 -1.74 223 13,334 +31
Sep12 110516 98.69 98.69 98.13 98.13 -1.70 1,177 13,774 +91
Total Volume and Open Interest 978,223 1,663,495 -905
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 110516 99.875 100.100 97.300 97.850 -2.275 1,632 989 +115
Aug11 110516 99.725 100.075 97.950 98.250 -2.225 169 185 -58
Sep11 110516 99.975 99.975 98.600 98.600 -2.200 24 94 +1
Oct11 110516 98.825 98.825 98.825 98.825 -2.175 1 42 -1
Nov11 110516 99.000 99.000 99.000 99.000 -2.150 2 18 +2
Dec11 110516 100.200 100.200 99.150 99.150 -2.075 14 312 +1
Jan12 110516 99.175 99.175 99.175 99.175 -2.025 0 6 +0
Feb12 110516 99.150 99.150 99.150 99.150 -2.000 1 7 +1
Total Volume and Open Interest 23,406 5,010 +133
Heating Oil(NYM)
Jun11 110516 293.32 293.96 285.63 287.44 -6.78 64,838 75,680 -5,308
Jul11 110516 294.68 295.12 287.12 288.86 -6.49 34,021 68,015 +6,271
Aug11 110516 294.52 296.26 288.96 290.30 -6.20 14,918 32,780 +1,130
Sep11 110516 295.82 297.67 290.65 291.97 -6.03 6,564 24,438 -89
Oct11 110516 298.12 298.54 293.18 293.60 -5.93 3,006 11,227 +422
Nov11 110516 298.82 300.25 293.55 295.24 -5.84 2,922 12,912 +557
Dec11 110516 300.85 302.52 295.09 296.79 -5.75 9,105 33,542 +1,048
Jan12 110516 302.67 303.32 297.07 298.34 -5.71 1,305 13,307 +118
Feb12 110516 298.71 298.71 298.71 298.71 -5.63 215 5,975 +54
Mar12 110516 297.82 297.82 297.82 297.82 -5.57 77 3,206 +9
Apr12 110516 300.82 300.82 295.77 295.77 -5.47 153 1,529 -19
May12 110516 298.87 298.87 294.07 294.07 -5.37 130 1,480 +18
Total Volume and Open Interest 138,713 311,202 +4,372
Gasoline(NYMEX)
Jun11 110516 307.71 308.10 291.83 293.11 -14.33 62,376 63,324 -2,205
Jul11 110516 302.79 302.79 288.88 290.17 -11.46 49,503 65,403 +4,208
Aug11 110516 297.20 297.20 286.59 287.79 -9.69 24,272 27,409 +46
Sep11 110516 292.03 293.67 284.45 285.70 -8.47 13,698 27,869 +222
Oct11 110516 276.98 279.51 272.67 272.67 -7.23 7,472 25,849 -426
Nov11 110516 275.12 276.63 268.60 270.02 -6.68 3,179 12,135 +542
Dec11 110516 273.31 275.46 267.10 268.86 -6.48 6,346 27,684 -89
Jan12 110516 274.50 274.50 268.16 269.25 -6.25 1,627 6,489 +457
Feb12 110516 273.75 275.70 270.71 270.71 -6.17 892 3,228 +32
Mar12 110516 272.21 272.21 272.21 272.21 -6.05 665 5,147 -187
Total Volume and Open Interest 170,765 282,314 +2,741
e-miNY RBOB Gasoline(NYM)
Jun11 110516 293.10 293.11 293.10 293.10 -14.30 0 3 +0
Jul11 110516 290.20 290.20 290.17 290.20 -11.40 0 1 +0
Aug11 110516 287.80 287.80 287.79 287.80 -9.70 0 1 +0
Sep11 110516 285.70 285.70 285.70 285.70 -8.50      
Total Volume and Open Interest 0 8 +0
Natural Gas(NYM)
Jun11 110516 4.253 4.339 4.196 4.318 +0.072 117,519 101,072 -9,140
Jul11 110516 4.332 4.400 4.262 4.379 +0.068 78,150 207,345 -2,357
Aug11 110516 4.355 4.444 4.305 4.423 +0.069 23,549 76,439 -2,714
Sep11 110516 4.362 4.469 4.328 4.448 +0.069 14,067 101,908 +84
Oct11 110516 4.433 4.516 4.375 4.497 +0.069 21,448 91,394 -2,051
Nov11 110516 4.589 4.670 4.588 4.658 +0.066 12,353 53,501 +2,118
Dec11 110516 4.800 4.885 4.755 4.871 +0.063 5,433 37,785 -94
Jan12 110516 4.920 4.997 4.869 4.985 +0.062 8,298 86,428 +38
Feb12 110516 4.939 4.989 4.936 4.976 +0.064 919 17,624 +128
Mar12 110516 4.843 4.923 4.802 4.910 +0.060 2,692 37,874 +83
Apr12 110516 4.676 4.785 4.667 4.774 +0.055 2,629 37,346 +75
May12 110516 4.784 4.805 4.768 4.795 +0.053 495 10,773 +48
Jun12 110516 4.764 4.832 4.764 4.832 +0.051 544 7,613 +212
Jul12 110516 4.871 4.881 4.854 4.877 +0.050 227 5,949 +133
Aug12 110516 4.900 4.902 4.879 4.902 +0.049 193 5,982 +10
Sep12 110516 4.909 4.911 4.890 4.911 +0.049 188 5,437 +125
Total Volume and Open Interest 289,430 966,158 -12,997
Brent Crude Oil(ICE)
Jun11 110516 113.56 114.00 112.00 112.73 -1.10 247,292 71,464 -20,241
Jul11 110516 113.00 113.50 110.14 110.84 -2.44 234,636 218,800 +8,237
Aug11 110516 112.50 113.04 109.85 110.45 -2.34 80,596 137,156 +6,036
Sep11 110516 111.48 112.55 109.45 110.03 -2.25 38,938 66,762 +2,633
Oct11 110516 110.90 112.06 109.06 109.64 -2.18 22,310 46,405 +1,709
Nov11 110516 110.54 111.71 108.76 109.32 -2.14 14,787 24,114 +704
Dec11 110516 110.31 111.41 108.46 109.02 -2.10 67,060 97,669 +327
Jan12 110516 110.24 111.13 108.41 108.79 -2.05 8,715 19,545 +511
Feb12 110516 109.83 110.20 108.54 108.54 -2.02 4,998 17,559 +469
Mar12 110516 108.25 108.25 108.25 108.25 -1.99 7,548 30,879 +895
Apr12 110516 107.95 107.95 107.95 107.95 -1.95 1,973 8,072 +90
May12 110516 107.63 107.63 107.63 107.63 -1.91 2,203 6,057 -59
Jun12 110516 107.60 109.17 107.10 107.29 -1.87 7,246 34,947 +303
Jul12 110516 106.94 106.94 106.94 106.94 -1.84 598 3,325 -9
Total Volume and Open Interest 759,448 909,154 -42
Gas Oil(ICE)
Jun11 110516 924.00 928.00 903.75 924.00 +6.75 120,597 144,436 +4,630
Jul11 110516 928.50 931.75 908.25 927.75 +6.75 63,468 78,828 +7,117
Aug11 110516 929.25 935.25 912.00 931.50 +6.75 21,081 47,068 +2,736
Sep11 110516 933.00 938.50 915.00 935.00 +6.75 14,500 49,896 +1,370
Oct11 110516 935.50 939.75 924.00 937.75 +7.25 5,432 32,031 +548
Nov11 110516 936.50 942.00 924.50 938.75 +7.50 2,324 23,358 -471
Dec11 110516 936.25 943.25 921.50 940.25 +7.75 23,441 53,962 -90
Jan12 110516 937.00 946.50 930.50 943.00 +8.00 1,101 25,383 +593
Feb12 110516 943.50 943.50 943.50 943.50 +8.00 1,140 7,679 +232
Mar12 110516 938.25 943.00 938.25 943.00 +8.00 1,499 5,794 +309
Total Volume and Open Interest 264,210 554,498 +11,080
Ethanol(CBOT)
May11 110504 2.620 2.628 2.595 2.621 +0.001 47 147 -144
Jun11 110516 2.540 2.552 2.530 2.535 +0.032 280 1,115 +22
Jul11 110516 2.525 2.552 2.525 2.534 +0.030 266 1,218 +110
Aug11 110516 2.551 2.552 2.533 2.534 +0.032 222 1,062 -13
Sep11 110516 2.511 2.518 2.481 2.489 +0.024 136 948 +31
Oct11 110516 2.420 2.420 2.392 2.403 +0.023 78 1,013 +28
Nov11 110516 2.380 2.380 2.347 2.357 +0.017 37 638 +3
Dec11 110516 2.351 2.368 2.339 2.351 +0.012 77 912 -19
Total Volume and Open Interest 1,156 7,786 +191
WTI Crude Oil(ICE
Jun11 110516 98.54 99.63 96.86 97.37 -1.60 127,208 72,316 -6,334
Jul11 110516 99.15 100.11 97.35 97.85 -2.27 60,658 90,730 +4,247
Aug11 110516 99.37 100.47 97.85 98.25 -2.23 19,882 35,960 +3,319
Sep11 110516 99.66 100.78 98.20 98.59 -2.20 13,217 39,007 +876
Oct11 110516 99.99 100.99 98.44 98.83 -2.17 6,579 19,007 +586
Nov11 110516 100.13 100.66 98.63 99.01 -2.13 5,417 15,223 +262
Dec11 110516 100.53 101.37 98.72 99.14 -2.09 26,022 80,517 -50
Jan12 110516 99.74 99.85 98.91 99.17 -2.04 1,445 11,657 -181
Feb12 110516 99.74 99.74 99.15 99.15 -2.00 666 3,655 +84
Mar12 110516 99.08 99.08 99.08 99.08 -1.96 1,139 11,783 +482
Apr12 110516 99.00 99.00 99.00 99.00 -1.92 169 4,429 -28
May12 110516 98.91 98.91 98.91 98.91 -1.87 440 2,338 +63
Jun12 110516 100.19 100.19 98.51 98.82 -1.82 1,956 26,302 +257
Jul12 110516 98.61 98.61 98.61 98.61 -1.77 0 1,644 +0
Aug12 110516 98.35 98.35 98.35 98.35 -1.74 10 886 +0
Sep12 110516 98.13 98.13 98.13 98.13 -1.70 10 4,291 +10
Total Volume and Open Interest 278,704 515,645 +5,156
US Dollar Index(ICE)
Jun11 110516 76.080 76.190 75.410 75.650 -0.287 39,107 55,135 -439
Sep11 110516 76.600 76.655 75.955 76.150 -0.277 318 1,046 +77
Dec11 110516 76.650 76.650 76.650 76.650 -0.272 0 2 +0
Total Volume and Open Interest 39,425 56,184 -362
Australian Dollar(CME)
Jun11 110516 105.32 106.07 104.73 105.59 +0.16 160,354 120,871 -2,026
Sep11 110516 103.90 104.55 103.59 104.25 +0.16 255 1,044 +80
Dec11 110516 102.99 102.99 102.85 102.99 +0.14 0 78 +0
Total Volume and Open Interest 160,609 121,995 -1,946
British Pound(CME)
Jun11 110516 161.69 162.49 161.54 162.03 +0.35 154,745 110,677 -2,142
Sep11 110516 161.43 162.21 161.36 161.80 +0.35 66 663 +36
Dec11 110516 161.56 161.56 161.21 161.56 +0.35 0 39 +0
Total Volume and Open Interest 154,811 111,384 -2,106
Canadian Dollar(CME)
Jun11 110516 103.08 103.20 102.28 102.71 -0.50 112,038 113,317 -1,407
Sep11 110516 102.73 102.95 102.05 102.45 -0.50 605 4,348 +254
Dec11 110516 102.43 102.66 101.94 102.16 -0.50 43 2,708 +17
Mar12 110516 101.50 102.32 101.50 101.82 -0.50 20 320 +16
Total Volume and Open Interest 112,706 120,886 -1,120
Japanese Yen(CME)
Jun11 110516 123.70 124.03 123.37 123.84 +0.13 112,211 100,524 +512
Sep11 110516 123.65 123.93 123.45 123.91 +0.14 249 2,489 +91
Dec11 110516 124.00 124.00 123.88 124.00 +0.12 2 224 +0
Total Volume and Open Interest 112,462 103,246 +603
Swiss Franc(CME)
Jun11 110516 111.91 113.65 111.89 113.23 +1.12 37,710 70,339 -947
Sep11 110516 112.06 113.60 112.05 113.28 +1.12 100 288 +41
Dec11 110516 111.89 113.32 111.80 113.32 +1.12 0 24 +0
Total Volume and Open Interest 37,810 70,653 -906
EuroFX(CME)
Jun11 110516 140.71 142.36 140.38 141.80 +0.80 369,384 237,711 -4,611
Sep11 110516 140.21 141.90 140.00 141.38 +0.80 972 3,935 -22
Dec11 110516 141.27 141.27 140.11 140.90 +0.79 1 114 +0
Total Volume and Open Interest 370,357 242,139 -4,633
Mexican Peso(CME)
May11 110516 853.8 853.8 851.8 853.8 +2.0      
Jun11 110516 849.8 853.0 846.8 849.5 -0.2 45,026 154,066 +378
Total Volume and Open Interest 45,026 154,285 +378
30-Year T-Bonds(CBOT)
Jun11 110516 124~200 124~310 124~100 124~310 +0~170      
Sep11 110516 123~150 123~250 123~000 123~220 +0~180 4,138 17,205 +281
Dec11 110516 122~070 122~070 121~210 122~070 +0~180 0 2 +0
Total Volume and Open Interest 382,512 698,558 +7,719
10-Year T-Notes(CBOT)
Jun11 110516 122~210 122~260 122~130 122~240 +0~080 1,350,916 1,791,713 +46,853
Sep11 110516 121~095 121~115 120~315 121~100 +0~085 16,146 37,849 +7,702
Dec11 110516 120~100 120~100 120~015 120~100 +0~085 0 6 +0
Total Volume and Open Interest 1,367,062 1,829,568 +54,555
5-Year T-Notes(CBOT)
Jun11 110516 119~040 119~052 119~040 119~052 +0~027      
Sep11 110516 118~007 118~033 118~000 118~029 +0~027 13,902 42,652 +7,127
Dec11 110516 117~053 117~053 117~026 117~053 +0~027      
Total Volume and Open Interest 661,327 1,536,467 +13,304
2 Year T-Notes(CBOT)
Jun11 110516 109~097 109~101 109~094 109~099 +0~004 221,173 1,016,711 -868
Sep11 110516 109~046 109~046 109~039 109~045 +0~006 3,852 23,642 +1,539
Dec11 110516 108~111 108~111 108~105 108~111 +0~006 0 20 +0
Total Volume and Open Interest 225,025 1,040,373 +671
Eurodollars(CME)
Jun11 110516 99.735 99.738 99.730 99.735 unch 132,714 942,665 -5,050
Sep11 110516 99.680 99.690 99.675 99.685 +0.010 142,636 1,403,459 -9,533
Dec11 110516 99.580 99.605 99.580 99.600 +0.020 230,098 1,674,893 -10,693
Mar12 110516 99.450 99.475 99.445 99.470 +0.025 260,247 1,601,202 +34,373
Jun12 110516 99.230 99.260 99.230 99.255 +0.030 291,353 1,373,944 +15,920
Sep12 110516 98.955 98.990 98.955 98.985 +0.040 216,517 727,074 +15,356
Dec12 110516 98.670 98.705 98.655 98.695 +0.050 207,372 531,789 +2,222
Mar13 110516 98.400 98.445 98.390 98.435 +0.055 195,865 377,175 +598
Jun13 110516 98.130 98.190 98.130 98.175 +0.055 123,862 276,491 +1,859
Sep13 110516 97.870 97.935 97.870 97.920 +0.060 101,057 241,726 +750
Dec13 110516 97.615 97.665 97.605 97.655 +0.055 68,720 183,472 +2,829
Mar14 110516 97.395 97.440 97.375 97.425 +0.055 68,887 171,319 -887
Jun14 110516 97.170 97.210 97.145 97.195 +0.050 12,513 103,910 +302
Sep14 110516 96.955 96.985 96.925 96.970 +0.045 12,349 58,656 -1,591
Dec14 110516 96.735 96.765 96.695 96.745 +0.045 8,285 70,205 +353
Mar15 110516 96.555 96.565 96.505 96.550 +0.045 7,914 50,052 +108
Jun15 110516 4.610 4.620 4.560 4.605 +0.040 4,424 41,767 +411
Sep15 110516 4.440 4.445 4.380 4.430 +0.040 3,886 38,019 -25
Total Volume and Open Interest      
30 Day Federal Funds(CBOT)
May11 110516 99.908 99.910 99.905 99.908 unch 4,202 79,555 -1,417
Jun11 110516 99.900 99.905 99.900 99.900 unch 4,065 62,967 +626
Jul11 110516 99.900 99.900 99.895 99.895 unch 4,444 51,291 -476
Aug11 110516 99.885 99.885 99.880 99.885 unch 5,113 54,475 -824
Sep11 110516 99.870 99.875 99.870 99.870 unch 4,378 42,897 +1,093
Oct11 110516 99.860 99.865 99.860 99.860 unch 6,920 54,577 -735
Total Volume and Open Interest 55,975 694,694 +2,843
30 Day Fed Funds(e-CBOT)
3-Mth Euro-Yen(CME)
Jun11 110516 99.673 99.673 99.673 99.673 unch 0 750 +0
Sep11 110516 99.680 99.680 99.680 99.680 unch      
Dec11 110516 99.683 99.683 99.683 99.683 unch 0 75 +0
Mar12 110516 99.670 99.670 99.670 99.670 unch      
Jun12 110516 99.680 99.680 99.680 99.680 -0.010      
Sep12 110516 99.610 99.610 99.610 99.610 -0.010      
Dec12 110516 99.570 99.570 99.570 99.570 -0.010      
Mar13 110516 99.570 99.570 99.570 99.570 -0.010      
Jun13 110516 99.525 99.525 99.525 99.525 -0.010      
Sep13 110516 99.385 99.385 99.385 99.385 -0.010      
Total Volume and Open Interest 0 825 +0
3-Mth Euro-Yen(SGX)
Jun11 110516 99.67 99.67 99.67 99.67 unch 200 6,003 +0
Sep11 110516 99.68 99.68 99.68 99.68 unch 8 1,466 +0
Dec11 110516 99.68 99.68 99.68 99.68 unch 0 1,957 +0
Mar12 110516 99.67 99.67 99.67 99.67 unch 205 3,877 +0
Jun12 110516 99.68 99.68 99.68 99.68 -0.01 0 1,254 +0
Sep12 110516 99.61 99.61 99.61 99.61 -0.01 0 411 +0
Dec12 110516 99.57 99.57 99.57 99.57 -0.01 0 24 +0
Mar13 110516 99.57 99.57 99.57 99.57 -0.01 0 1 +0
Total Volume and Open Interest 413 14,993 +0
Japanese Gov't Bonds(SGX)
Jun11 110516 140.82 140.98 140.64 140.70 +0.12 1,724 19,473 +2,489
Sep11 110516 140.71 140.71 140.39 140.46 -0.07 102 44 +0
Dec11 110516 138.37 138.37 138.37 138.37 -0.07      
Total Volume and Open Interest 2,051 19,859 +0
Euro-Bund(EUREX)
Jun11 110516 124.57 124.62 124.03 124.13 -0.29 1,043,058 1,030,886 +35,437
Sep11 110516 124.31 124.32 123.80 123.86 -0.31 8,503 24,074 +5,922
Dec11 110516 122.98 122.98 122.98 122.98 -0.29 141 0 +0
Total Volume and Open Interest 1,051,702 1,054,960 +41,359
Euro-Bobl(EUREX)
Jun11 110506 115.41 115.82 115.22 115.71 +0.23 725,341 811,181 +16,712
Sep11 110516 115.60 115.62 115.35 115.39 -0.14 1,717 37,005 +598
Dec11 110516 115.53 115.53 115.53 115.53 -0.15      
Total Volume and Open Interest 663,611 855,613 -2,229
3-Mth Euribor(EUREX)
Jun11 110516 98.480 98.480 98.475 98.480 -0.005 75 5,363 +27
Sep11 110516 98.180 98.190 98.170 98.170 -0.030 22 2,263 +1
Dec11 110516 97.980 97.995 97.965 97.965 -0.035 21 1,079 +1
Total Volume and Open Interest 187 11,445 +79
Long Gilt(LIFFE)
Jun11 110428 118~22 119~08 118~20 119~05 +0~25 128,847 372,773 +43,077
Sep11 110516 119~17 119~17 119~08 119~08 -0~03 53 57 +53
Total Volume and Open Interest 181,722 340,631 -176
3-Mth Short Sterling(LIFFE)
Jun11 110516 99.18 99.18 99.16 99.17 unch 15,298 435,832 -25,230
Sep11 110516 99.09 99.09 99.07 99.09 +0.01 40,700 467,662 -68,808
Dec11 110516 98.93 98.95 98.92 98.94 +0.01 56,376 474,812 -66,355
Mar12 110516 98.77 98.78 98.75 98.77 +0.01 70,322 409,261 -51,760
Jun12 110516 98.55 98.58 98.54 98.56 +0.01 77,304 373,215 -50,563
Sep12 110516 98.34 98.36 98.32 98.35 +0.02 52,666 238,652 -27,838
Total Volume and Open Interest 422,927 2,925,276 -305,454
3-Mth Euribor(LIFFE)
Jun11 110516 98.490 98.490 98.470 98.480 -0.005 164,314 803,766 +26,867
Sep11 110516 98.205 98.210 98.165 98.170 -0.030 201,079 757,249 +17,702
Dec11 110516 98.010 98.015 97.960 97.965 -0.035 161,197 703,560 -8,945
Total Volume and Open Interest 1,113,521 4,291,212 +47,261
3-Mth Aus T-Bills(SFE)
Jun11 110516 94.96 94.97 94.95 94.96 unch 13,219 175,723 -11,246
Sep11 110516 94.87 94.90 94.87 94.88 unch 18,799 211,048 -10,069
Dec11 110516 94.81 94.84 94.79 94.82 +0.01 10,217 144,839 -6,425
Mar12 110516 94.73 94.77 94.72 94.75 +0.01 5,054 80,439 -688
Jun12 110516 94.67 94.71 94.67 94.70 +0.02 3,888 52,246 +1,703
Sep12 110516 94.63 94.67 94.63 94.66 +0.02 2,199 51,813 +494
Dec12 110516 94.59 94.63 94.57 94.61 +0.01 484 26,848 +143
Mar13 110516 94.56 94.59 94.55 94.58 +0.01 1,113 17,899 +88
Jun13 110516 94.51 94.56 94.51 94.54 +0.02 102 1,861 +50
Sep13 110516 94.51 94.51 94.51 94.51 +0.04 50 1,137 +50
Total Volume and Open Interest 55,125 764,708 -25,900
10-Year Aus T-Bonds(SFE)
Jun11 110516 94.64 94.68 94.60 94.67 +0.04 36,282 430,053 +1,903
Sep11 110516 94.67 94.67 94.67 94.67 +0.04      
Total Volume and Open Interest 36,282 430,053 +1,903
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 110516 94.96 94.96 94.96 94.96 +0.03      
Total Volume and Open Interest 113,877 751,042 -1,417
Gold(CMX)
Jun11 110516 1494.6 1504.3 1486.0 1490.6 -3.0 207,428 281,683 -3,529
Aug11 110516 1494.0 1505.3 1488.0 1491.8 -3.0 13,613 97,728 +3,355
Oct11 110516 1491.5 1503.0 1491.3 1493.0 -3.0 165 6,462 +60
Dec11 110516 1497.0 1507.5 1490.1 1494.1 -3.1 2,734 54,623 +1,539
Feb12 110516 1498.0 1508.4 1495.3 1495.3 -3.1 273 7,144 -2
Apr12 110516 1497.0 1503.3 1494.2 1496.6 -3.1 103 4,686 +64
Jun12 110516 1509.4 1509.4 1498.3 1498.3 -3.1 84 10,853 +79
Aug12 110516 1500.3 1500.3 1500.3 1500.3 -3.1 20 2,993 +15
Oct12 110516 1502.7 1502.7 1502.7 1502.7 -3.1 30 3,376 +30
Dec12 110516 1505.2 1518.3 1505.2 1505.9 -3.2 68 12,298 -6
Feb13 110516 1509.0 1509.0 1509.0 1509.0 -3.3 25 155 +25
Total Volume and Open Interest 227,013 513,146 +2,602
Silver(CMX)
May11 110516 3521.5 3522.5 3350.5 3412.9 -88.2 131 303 -22
Jul11 110516 3524.5 3540.0 3348.0 3413.2 -88.1 149,061 64,417 -1,747
Sep11 110516 3496.0 3528.5 3350.0 3414.7 -88.0 3,266 8,666 -353
Dec11 110516 3479.5 3530.0 3360.0 3414.9 -87.8 4,543 22,849 -208
Mar12 110516 3508.0 3508.0 3410.7 3410.7 -87.8 583 3,502 +464
May12 110516 3499.5 3500.0 3407.1 3407.1 -87.8 56 1,039 +14
Jul12 110516 3478.0 3489.5 3403.4 3403.4 -87.8 48 1,702 +8
Total Volume and Open Interest 163,456 121,213 -1,908
Platinum(NYMEX)
Jul11 110516 1767.0 1773.0 1752.1 1760.0 -9.3 7,096 33,873 -595
Oct11 110516 1760.5 1769.0 1760.5 1763.5 -9.5 124 1,990 +51
Jan12 110516 1765.0 1765.6 1765.0 1765.6 -9.9 12 78 +9
Apr12 110516 1767.6 1767.6 1767.6 1767.6 -9.9 0 24 +0
Total Volume and Open Interest 7,343 36,079 -436
Palladium(NYMEX)
Jun11 110516 705.50 719.50 704.00 713.50 +7.05 6,269 16,428 -539
Sep11 110516 707.20 720.95 707.20 715.20 +7.10 636 3,597 +327
Dec11 110516 716.35 716.35 716.35 716.35 +7.10 77 470 +34
Total Volume and Open Interest 6,982 20,500 -178
Copper(CMX)
May11 110516 399.35 399.35 395.50 398.30 +0.80 423 1,342 -232
Jul11 110516 400.50 401.95 394.65 399.05 +0.70 47,791 67,395 -5,922
Sep11 110516 401.50 403.50 397.35 400.85 +0.75 3,966 24,015 +366
Dec11 110516 402.05 404.00 399.00 402.70 +0.85 1,541 13,366 +739
Mar12 110516 401.00 405.50 401.00 403.70 +0.90 255 3,445 -7
Total Volume and Open Interest 54,698 116,979 -5,381
DJIA Index(CBOT)
Jun11 110516 12520 12603 12479 12509 -47 532 23,663 -92
Sep11 110516 12439 12488 12439 12439 -49 0 15 +0
Dec11 110516 12368 12417 12368 12368 -49 0 1 +0
Mar12 110516 12308 12357 12308 12308 -49      
Total Volume and Open Interest 532 23,679 -92
S & P 500(CME)
Jun11 110516 1332.00 1341.00 1324.90 1325.60 -8.40 13,027 309,592 -1
Sep11 110516 1334.00 1335.10 1319.60 1320.20 -8.40 70 6,801 +14
Dec11 110516 1314.70 1329.60 1314.10 1314.70 -8.40 0 4,817 +0
Mar12 110516 1309.70 1324.60 1309.10 1309.70 -8.40      
Total Volume and Open Interest 13,097 321,215 +13
S & P 500 E-Mini(Globex)
Jun11 110516 1325.25 1325.75 1320.50 1322.75 -11.25      
Sep11 110516 1325.00 1335.50 1319.50 1320.25 -8.25 847 23,583 +138
Total Volume and Open Interest 2,255,821 2,674,430 -17,650
NASDAQ 100(CME)
Jun11 110516 2364.30 2373.00 2329.00 2334.50 -35.50 949 23,521 +516
Sep11 110516 2331.00 2332.30 2331.00 2331.00 -35.30 0 52 +0
Dec11 110516 2327.50 2328.80 2327.50 2327.50 -35.30      
Total Volume and Open Interest 949 23,573 +516
NASDAQ 100 E-Mini(Globex)
Jun11 110516 2366.00 2372.80 2329.30 2334.50 -35.50 288,507 391,246 +9,118
Sep11 110516 2361.80 2368.00 2330.30 2331.00 -35.30 98 1,170 +24
Total Volume and Open Interest 288,605 392,425 +9,142
S & P Midcap 400(CME)
Jun11 110516 981.80 991.50 981.80 981.80 -8.70 0 1,600 +0
Sep11 110516 979.60 980.30 979.60 979.60 -8.70      
Dec11 110516 978.00 978.70 978.00 978.00 -8.70      
Total Volume and Open Interest 0 1,600 +0
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Jun11 110516 9530 9530 9530 9530 -60      
Sep11 110516 9615 9625 9560 9560 -60 9 43 +1
Total Volume and Open Interest 14,191 49,412 -45
Nikkei 225(SGX)
Jun11 110516 9670 9720 9550 9565 -115 97,291 235,511 +0
Sep11 110516 9700 9700 9560 9560 -115 30 1,433 +0
Dec11 110516 9505 9505 9505 9505 -115 0 6,259 +0
Total Volume and Open Interest 100,540 250,936 +0
CAC 40(EURONEXT)
May11 110516 3950.5 3985.5 3941.0 3975.0 -12.0 215,891 339,510 +20,423
Jun11 110516 3908.5 3942.5 3899.0 3932.5 -12.5 66,779 130,161 +33,563
Jul11 110516 3931.5 3931.5 3931.5 3931.5 -25.5      
Total Volume and Open Interest 282,670 469,672 +53,986
Hang Seng Index(HKFE)
May11 110516 22935 23066 22772 22776 -507 64,816 82,464 -1,702
Jun11 110516 22775 22914 22630 22633 -505 1,629 9,336 +320
Total Volume and Open Interest 67,029 93,679 -1,299
DAX(EUREX)
Jun11 110516 7348.0 7411.5 7292.5 7389.5 -21.0 163,730 181,848 +2,411
Sep11 110516 7388.0 7435.0 7318.5 7414.5 -21.5 298 6,201 +24
Dec11 110516 7411.5 7466.5 7352.0 7448.0 -22.0 96 1,218 +67
Total Volume and Open Interest 164,124 189,267 +2,502
FT-SE 100(EURONEXT)
Jun11 110516 5880.00 5919.00 5842.00 5904.50 -0.50 111,052 679,775 +1,808
Sep11 110516 5845.00 5874.00 5809.00 5869.00 unch 207 2,233 +1,556
Dec11 110516 5846.50 5846.50 5846.50 5846.50 -0.50 0 251 +0
Total Volume and Open Interest 111,259 682,349 +3,364
SPI 200(SFE)
Jun11 110516 4711.0 4727.0 4650.0 4669.0 -44.0 37,537 195,001 +892
Sep11 110516 4675.0 4676.0 4644.0 4659.0 -43.0 34 3,677 +0
Dec11 110516 4680.0 4680.0 4680.0 4680.0 -45.0 6 2,515 -6
Total Volume and Open Interest 37,881 203,979 +987
GSCI(CME)
Jun11 110516 25.44 31.14 20.64 20.64 -7.80 2,747 9,872 +2,018
Jul11 110516 19.64 28.64 19.64 19.64 -7.80 1 1 +1
Aug11 110516 20.14 20.14 20.14 20.14        
Reuters CCI(ICE)
Jun11 110516 337.00 337.00 337.00 337.00 -2.20      
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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