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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 June 15, 2011
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jul11 110615 1367.75 1375.50 1354.50 1368.00 unch 77,738 155,198 -9,459
Aug11 110615 1362.50 1370.00 1351.75 1364.75 +2.25 9,680 41,180 +908
Sep11 110615 1361.75 1366.50 1349.25 1362.75 +2.00 3,244 21,412 +483
Nov11 110615 1362.25 1371.00 1352.25 1366.75 +3.00 50,049 263,583 +10,179
Jan12 110615 1374.00 1380.00 1363.00 1376.00 +2.25 3,418 37,979 +1,396
Mar12 110615 1382.25 1385.75 1368.00 1379.25 +0.75 1,929 21,762 -97
May12 110615 1378.25 1384.50 1364.25 1374.75 -0.50 2,644 24,662 -38
Total Volume and Open Interest 151,275 594,294 +4,033
Soybean Meal(CBOT)
Jul11 110615 359.90 361.40 354.50 360.00 +1.30 30,096 73,262 -3,333
Aug11 110615 358.40 359.10 353.00 359.10 +2.40 10,685 44,013 +1,291
Sep11 110615 358.30 358.60 352.10 358.50 +3.00 3,871 21,507 +607
Oct11 110615 354.50 356.50 350.40 356.50 +3.60 1,269 16,745 -138
Dec11 110615 355.60 358.00 351.70 358.00 +3.30 11,880 65,174 +735
Jan12 110615 358.60 366.70 353.50 359.70 +3.40 771 5,620 +303
Mar12 110615 360.50 361.20 355.50 361.20 +3.30 351 3,404 -52
May12 110615 358.80 359.50 354.30 359.50 +3.40 424 5,170 -115
Total Volume and Open Interest 59,712 240,016 -708
Soybean Oil(CBOT)
Jul11 110615 56.80 57.40 56.48 57.05 +0.20 47,556 98,233 -5,485
Aug11 110615 57.14 57.63 56.69 57.26 +0.17 6,591 34,465 +481
Sep11 110615 57.50 57.91 56.94 57.51 +0.14 3,752 30,378 +100
Oct11 110615 57.78 58.10 57.20 57.76 +0.12 496 15,567 +35
Dec11 110615 58.21 58.70 57.69 58.30 +0.12 23,068 120,137 +4,130
Jan12 110615 58.58 58.92 58.15 58.53 +0.10 1,098 11,360 +164
Mar12 110615 58.98 59.35 58.40 58.83 +0.10 648 7,165 +173
May12 110615 58.99 59.30 58.52 58.93 +0.10 109 5,511 -59
Total Volume and Open Interest 83,742 326,325 -490
Canola(WCE)
Jul11 110615 582.7 587.1 581.0 585.5 +2.8 4,102 44,253 -3,147
Nov11 110615 585.2 591.0 583.6 588.7 +3.3 4,332 108,261 +2,785
Jan12 110615 593.4 595.6 590.5 595.6 +3.5 62 11,753 -2
Mar12 110615 598.1 602.0 597.5 602.0 +3.6 51 3,722 +16
May12 110615 601.6 604.4 600.0 604.4 +2.8 177 1,456 +119
Total Volume and Open Interest 8,727 172,492 -246
Corn(CBOT)
Jul11 110615 760.25 762.25 725.50 725.75 -29.75 162,361 439,443 -10,201
Sep11 110615 733.00 734.50 699.00 704.75 -24.25 76,441 308,409 +18,762
Dec11 110615 688.75 690.00 657.50 666.00 -19.00 76,119 494,751 +5,238
Mar12 110615 699.50 701.00 669.50 677.50 -20.00 7,410 88,050 +1,366
May12 110615 707.00 707.00 677.00 684.75 -19.75 2,661 19,859 +125
Jul12 110615 710.25 712.50 684.50 691.00 -18.50 2,541 53,774 +752
Total Volume and Open Interest 335,605 1,492,160 +20,319
Wheat(CBOT)
Jul11 110615 731.00 734.25 701.00 708.50 -22.75 74,394 104,006 -12,073
Sep11 110615 760.25 763.50 733.50 739.25 -22.75 54,460 135,447 +7,357
Dec11 110615 802.00 805.00 774.75 779.75 -22.75 37,374 107,481 +5,176
Mar12 110615 840.50 841.75 814.00 819.00 -22.50 6,315 28,513 +1,002
May12 110615 852.00 852.25 826.75 830.50 -22.75 956 9,030 +166
Total Volume and Open Interest 177,235 446,269 +1,955
Wheat(KCBT)
Jul11 110615 840.00 843.25 814.75 819.25 -20.50 15,836 43,216 -2,652
Sep11 110615 859.00 861.25 833.50 838.00 -20.75 10,049 60,204 +1,340
Dec11 110615 884.00 886.50 859.25 863.50 -20.25 5,750 46,534 +450
Mar12 110615 899.25 899.50 876.00 878.75 -19.00 596 9,100 +134
May12 110615 895.25 901.50 878.50 883.75 -17.75 98 1,539 +0
Total Volume and Open Interest 32,797 175,005 -614
Wheat(MGE)
Jul11 110615 969.50 974.00 931.50 937.00 -31.50 897 7,385 -765
Sep11 110615 918.00 924.00 888.75 896.00 -22.00 1,913 22,818 +59
Dec11 110615 914.00 920.25 890.00 895.25 -19.75 1,208 18,295 +248
Mar12 110615 926.75 930.50 901.00 906.25 -20.50 462 3,753 +134
May12 110615 929.25 933.25 904.50 909.50 -22.50 57 1,210 +17
Total Volume and Open Interest 4,642 60,144 -271
Oats(CBOT)
Jul11 110615 391.75 391.75 367.50 367.50 -20.00 1,026 5,419 -200
Sep11 110615 395.00 395.00 374.00 374.00 -20.00 57 2,970 -6
Dec11 110615 407.50 408.25 385.00 385.00 -20.00 330 3,906 +20
Mar12 110615 408.00 410.00 397.00 397.00 -20.00 0 23 +0
Total Volume and Open Interest 1,413 12,335 -186
Rough Rice(CBOT)
Jul11 110615 14.38 14.40 14.15 14.20 -0.13 891 10,216 -419
Sep11 110615 15.51 15.51 15.25 15.28 -0.16 547 7,146 +211
Nov11 110615 15.85 15.85 15.57 15.60 -0.18 70 2,202 +9
Jan12 110615 16.00 16.00 15.91 15.91 -0.18 3 253 +2
Total Volume and Open Interest 1,511 20,118 -197
Live Cattle(CME)
Jun11 110615 104.500 105.135 104.035 104.200 -0.085 2,034 14,037 -897
Aug11 110615 105.330 105.980 104.680 104.850 -0.500 14,881 146,142 -976
Oct11 110615 111.785 112.300 110.750 111.035 -0.500 6,792 80,646 -110
Dec11 110615 116.000 116.285 114.450 114.700 -1.130 5,001 60,337 +856
Feb12 110615 118.200 118.750 116.500 116.800 -1.650 3,138 16,813 +469
Apr12 110615 120.800 120.850 119.000 119.180 -1.520 480 8,282 +27
Total Volume and Open Interest 32,741 328,770 -355
Feeder Cattle(CME)
Aug11 110615 127.580 128.500 126.500 126.980 -0.270 1,650 20,967 -88
Sep11 110615 128.735 129.700 127.600 128.250 -0.435 290 5,968 +26
Oct11 110615 129.535 130.535 128.400 129.150 -0.450 533 4,819 +38
Nov11 110615 130.800 131.630 129.650 129.750 -0.985 197 2,453 +62
Jan12 110615 131.350 131.500 130.250 130.350 -0.050 82 1,155 +42
Mar12 110615 131.000 131.150 130.250 130.500 unch 18 92 +4
Apr12 110615 130.200 130.825 130.000 130.000 unch 2 15 +2
Total Volume and Open Interest 2,772 35,481 +86
Lean Hogs(CME)
Jul11 110615 94.480 95.750 94.350 95.250 +0.800 19,278 31,665 -3,871
Aug11 110615 94.000 95.050 94.000 94.535 +0.535 15,933 75,612 +7,302
Oct11 110615 87.700 88.285 87.680 88.135 +0.455 7,048 46,997 -693
Dec11 110615 85.930 86.050 85.285 85.700 unch 5,721 39,336 +1,118
Feb12 110615 88.500 88.500 87.750 88.100 -0.580 1,638 11,155 +388
Apr12 110615 89.500 89.650 88.750 89.430 -0.420 406 5,361 -71
May12 110615 93.000 93.350 93.000 93.350 -0.500 4 331 +3
Jun12 110615 96.400 96.550 95.650 96.285 -0.665 412 3,675 +213
Total Volume and Open Interest 53,891 220,824 +4,390
Class III Milk(CME)
Jun11 110615 19.20 19.22 19.16 19.17 +0.02 48 4,961 +7
Jul11 110615 20.08 20.08 19.75 19.83 -0.15 222 5,361 +52
Aug11 110615 19.04 19.15 18.77 18.82 -0.20 118 4,955 +8
Sep11 110615 18.64 18.70 18.40 18.40 -0.25 73 4,745 +30
Oct11 110615 17.95 17.98 17.76 17.79 -0.16 44 3,657 +23
Total Volume and Open Interest 767 33,876 +188
Cocoa(ICE)
Jul11 110615 3034 3034 2948 2987 -27 5,301 6,574 -3,914
Sep11 110615 3010 3014 2934 2975 -19 8,469 68,198 +1,715
Dec11 110615 3027 3031 2969 3007 -12 1,070 34,165 +346
Mar12 110615 3066 3071 3010 3043 -18 1,411 29,556 +1,207
May12 110615 3048 3056 3010 3039 -19 144 7,942 +24
Jul12 110615 3054 3062 3015 3043 -20 153 3,462 +64
Sep12 110615 3044 3047 3027 3047 -21 43 5,725 +30
Total Volume and Open Interest 16,620 161,888 -534
Coffee "C"(ICE)
Jul11 110615 267.70 270.00 260.35 262.65 -6.60 13,277 19,358 -3,292
Sep11 110615 271.15 273.00 263.45 265.85 -6.45 11,182 49,160 +4,558
Dec11 110615 274.80 276.70 268.10 270.20 -6.05 1,954 27,112 +115
Mar12 110615 278.20 279.25 270.90 273.20 -6.00 448 6,135 +210
May12 110615 280.00 280.40 275.00 275.00 -6.00 95 3,233 -4
Jul12 110615 280.75 280.75 275.20 275.30 -6.00 61 1,485 -29
Total Volume and Open Interest 27,122 108,669 +1,625
Orange Juice(ICE)
Jul11 110615 186.00 186.00 183.05 183.15 -2.80 2,055 18,958 -1,057
Sep11 110615 182.15 182.50 180.10 180.20 -2.35 1,667 12,800 +1,195
Nov11 110615 175.85 176.70 174.90 174.90 -2.15 78 3,665 +36
Jan12 110615 172.65 172.65 171.00 171.00 -2.75 140 737 +116
Mar12 110615 170.50 170.50 170.50 170.50 -2.35 15 140 +5
May12 110615 171.50 171.50 169.65 169.65 -2.35 7 126 +5
Total Volume and Open Interest 3,962 36,490 +300
Sugar #11(ICE)
Jul11 110615 25.20 25.51 25.01 25.08 -0.07 65,799 144,152 -14,409
Oct11 110615 24.35 24.54 24.05 24.15 -0.08 58,498 251,672 +13,565
Mar12 110615 24.04 24.29 23.79 23.88 -0.14 17,624 105,812 +2,930
May12 110615 23.60 23.89 23.44 23.49 -0.13 3,528 31,897 +315
Jul12 110615 23.33 23.62 23.17 23.22 -0.11 2,032 51,193 +1,109
Total Volume and Open Interest 148,539 638,813 +3,657
London Cocoa(LCE)
Jul11 110615 1857 1866 1834 1837 -12 3,028 69,795 -1,421
Sep11 110615 1856 1862 1840 1845 -1 4,431 41,958 +790
Dec11 110615 1871 1888 1868 1872 +1 1,080 35,289 +238
Mar12 110615 1893 1910 1891 1894 unch 144 39,614 -11
May12 110615 1916 1919 1899 1905 unch 20 9,829 -3
Jul12 110615 1909 1911 1909 1911 unch 0 4,376 +0
Sep12 110615 1917 1920 1916 1916 -1 0 3,195 +0
Total Volume and Open Interest 8,703 211,987 -407
London Sugar(LCE)
Aug11 110615 705.40 709.00 703.00 706.50 +3.50 2,819 25,349 +34
Oct11 110615 651.10 654.30 646.50 648.90 +3.40 1,194 13,201 +228
Dec11 110615 638.50 638.90 632.60 635.00 +1.50 150 5,605 +101
Mar12 110615 623.80 625.70 621.60 622.00 +3.40 302 4,974 +159
May12 110615 614.20 617.10 613.60 613.90 +1.90 79 2,113 +38
Total Volume and Open Interest 4,553 53,892 +560
Cotton(ICE)
Jul11 110615 155.50 158.00 150.29 151.96 -3.58 13,639 31,057 -5,259
Oct11 110615 137.17 137.17 132.54 133.45 -5.09 32 480 +19
Dec11 110615 130.89 132.24 125.78 125.80 -5.98 11,689 92,556 +1,868
Mar12 110615 123.47 125.02 119.11 119.60 -5.51 1,069 13,726 +517
May12 110615 115.47 117.02 111.90 112.69 -4.42 264 3,589 +198
Jul12 110615 109.87 112.20 106.00 106.75 -5.22 40 5,995 +8
Total Volume and Open Interest 26,859 150,493 -2,640
Lumber(CME)
Jul11 110615 223.1 223.1 213.6 217.0 -6.6 957 3,548 -707
Sep11 110615 240.7 240.7 228.3 234.5 -3.8 923 5,490 +216
Nov11 110615 246.1 246.1 237.5 239.0 -8.5 45 1,311 +13
Jan12 110615 263.5 263.5 260.1 262.5 -2.6 3 69 +0
Total Volume and Open Interest 1,928 10,424 -478
Crude Oil(NYM)
Jul11 110615 99.68 99.95 94.02 94.81 -4.56 381,993 189,858 -13,468
Aug11 110615 100.00 100.39 94.47 95.26 -4.60 140,488 230,489 +27,576
Sep11 110615 100.53 100.79 94.97 95.71 -4.60 64,992 153,730 +6,374
Oct11 110615 100.69 101.12 95.36 96.11 -4.60 28,982 60,102 +1,166
Nov11 110615 100.62 101.49 96.00 96.50 -4.58 22,363 56,775 +3,840
Dec11 110615 101.48 101.75 96.05 96.80 -4.56 69,395 188,365 +4,226
Jan12 110615 101.05 101.93 96.81 97.07 -4.53 11,142 49,561 +1,678
Feb12 110615 101.15 101.98 97.28 97.32 -4.51 4,802 25,419 +424
Mar12 110615 101.19 102.08 97.50 97.56 -4.49 5,590 29,292 +199
Apr12 110615 101.35 101.35 97.78 97.78 -4.47 2,556 18,124 -239
May12 110615 101.38 102.60 97.99 97.99 -4.45 2,081 17,335 +238
Jun12 110615 101.98 102.74 97.52 98.19 -4.42 13,041 74,484 +1,815
Jul12 110615 101.14 101.14 97.71 98.33 -4.41 3,343 32,140 -1,044
Aug12 110615 98.38 98.38 98.38 98.38 -4.40 2,726 11,895 -1,094
Sep12 110615 98.41 98.41 98.41 98.41 -4.40 2,437 14,683 +275
Oct12 110615 98.50 98.50 98.47 98.47 -4.38 1,637 9,336 -3
Total Volume and Open Interest 816,715 1,587,920 +40,477
e-miNY Crude Oil(NYM)
Jun11 110519 99.675 100.800 98.250 98.450 -1.650 6,142 2,098 -382
Jul11 110615 99.600 99.950 94.075 94.800 -4.575 9,613 2,997 +149
Aug11 110615 100.075 100.375 94.500 95.250 -4.600 906 1,303 +251
Sep11 110615 99.575 100.325 95.700 95.700 -4.600 278 573 +135
Oct11 110615 100.000 100.000 96.000 96.100 -4.600 135 336 +130
Nov11 110615 98.700 98.700 96.500 96.500 -4.575 1 21 +0
Dec11 110615 100.650 100.650 96.775 96.800 -4.550 16 297 -3
Jan12 110615 97.075 97.075 97.075 97.075 -4.525 0 6 +0
Feb12 110615 97.400 97.400 97.325 97.325 -4.500 0 3 +0
Mar12 110615 97.550 97.550 97.550 97.550 -4.500 0 8 +0
Total Volume and Open Interest 10,949 5,705 +662
Heating Oil(NYM)
Jul11 110615 313.39 313.39 297.02 298.48 -14.10 48,019 80,513 -1,706
Aug11 110615 313.81 314.29 298.50 299.84 -14.07 20,272 63,214 +5,003
Sep11 110615 315.65 315.65 300.32 301.62 -14.01 9,735 42,968 +2,295
Oct11 110615 315.20 315.20 302.42 303.42 -13.92 4,837 18,350 +83
Nov11 110615 319.11 319.11 304.44 305.23 -13.91 3,472 18,481 +589
Dec11 110615 320.68 321.00 305.55 306.79 -13.90 4,526 35,276 -479
Jan12 110615 317.84 319.67 308.30 308.32 -13.91 1,665 18,840 -204
Feb12 110615 318.05 320.25 308.29 308.59 -13.85 1,308 7,202 -66
Mar12 110615 313.94 314.30 307.60 307.60 -13.59 622 5,566 +38
Apr12 110615 316.63 316.63 305.44 305.44 -13.30 129 2,035 -32
May12 110615 306.00 306.00 303.33 303.33 -13.08 86 2,118 +9
Jun12 110615 315.11 315.11 302.08 302.08 -12.93 1,277 19,625 +182
Total Volume and Open Interest 96,977 326,644 +6,098
Gasoline(NYMEX)
Jul11 110615 307.08 307.08 291.01 292.35 -14.11 49,631 59,972 -5,483
Aug11 110615 302.50 302.50 286.88 287.71 -14.79 34,895 54,934 +5,416
Sep11 110615 300.50 300.50 285.08 285.87 -14.82 22,875 42,492 +588
Oct11 110615 288.91 288.91 273.38 274.21 -14.76 11,899 25,258 +2,198
Nov11 110615 282.82 284.21 272.09 272.09 -14.67 4,589 15,018 +624
Dec11 110615 285.11 285.11 270.10 270.93 -14.61 5,538 28,482 +1,278
Jan12 110615 281.36 283.29 271.49 271.49 -14.65 755 7,472 -77
Feb12 110615 273.01 273.01 273.01 273.01 -14.63 310 4,156 +14
Mar12 110615 274.67 274.67 274.67 274.67 -14.62 260 4,662 +31
Apr12 110615 286.42 286.42 286.42 286.42 -14.45 196 4,189 +71
Total Volume and Open Interest 131,948 262,623 +4,960
e-miNY RBOB Gasoline(NYM)
Jul11 110615 292.40 292.40 292.35 292.40 -7.30 0 3 +0
Aug11 110615 287.70 287.71 287.70 287.70 -14.80 0 2 +0
Sep11 110615 285.90 285.90 285.87 285.90 -14.80      
Oct11 110615 274.20 274.21 274.20 274.20 -14.80 0 1 +0
Total Volume and Open Interest 1 9 +1
Natural Gas(NYM)
Jul11 110615 4.573 4.605 4.522 4.577 -0.004 142,856 133,637 -22,362
Aug11 110615 4.611 4.638 4.555 4.611 -0.002 58,543 101,847 +4,960
Sep11 110615 4.610 4.660 4.577 4.635 unch 57,510 192,794 +14,820
Oct11 110615 4.643 4.692 4.613 4.670 +0.002 35,273 115,579 -252
Nov11 110615 4.765 4.817 4.740 4.796 +0.003 20,444 80,028 +1,963
Dec11 110615 4.952 4.992 4.921 4.975 +0.008 12,606 47,694 +1,228
Jan12 110615 5.050 5.088 5.015 5.071 +0.009 11,901 91,234 -717
Feb12 110615 5.035 5.074 5.009 5.059 +0.009 1,357 20,693 -48
Mar12 110615 4.974 5.015 4.946 5.001 +0.009 4,614 40,738 +449
Apr12 110615 4.820 4.858 4.800 4.844 +0.005 5,437 44,704 +1,489
May12 110615 4.839 4.870 4.835 4.856 +0.005 264 9,809 -30
Jun12 110615 4.862 4.882 4.845 4.882 +0.005 1,097 11,316 +458
Jul12 110615 4.886 4.936 4.878 4.924 +0.005 353 7,185 +152
Aug12 110615 4.930 4.965 4.913 4.952 +0.005 296 7,014 +33
Sep12 110615 4.949 4.977 4.927 4.962 +0.005 105 7,150 -7
Oct12 110615 4.990 5.022 4.959 5.009 +0.007 1,501 21,665 +205
Total Volume and Open Interest 355,354 1,009,000 +2,598
Brent Crude Oil(ICE)
Jul11 110615 120.22 121.47 116.80 117.10 -3.06 232,153 70,672 -46,120
Aug11 110615 119.09 119.38 112.32 113.01 -6.34 239,618 219,943 +16,906
Sep11 110615 118.59 118.85 112.02 112.61 -6.25 87,152 127,489 +2,671
Oct11 110615 118.35 118.52 111.87 112.33 -6.19 33,685 63,185 +3,664
Nov11 110615 118.08 118.30 111.77 112.14 -6.16 14,634 37,230 +229
Dec11 110615 118.08 118.08 111.37 111.95 -6.14 52,404 86,540 -3,372
Jan12 110615 117.71 117.71 111.23 111.76 -6.10 4,622 21,531 +507
Feb12 110615 117.28 117.33 111.52 111.54 -6.07 2,558 18,435 +239
Mar12 110615 117.03 117.07 110.83 111.33 -6.03 2,966 31,684 +151
Apr12 110615 111.08 111.08 111.08 111.08 -6.00 1,475 8,647 -400
May12 110615 110.82 110.82 110.82 110.82 -5.96 953 5,427 +36
Jun12 110615 116.07 116.07 110.10 110.58 -5.90 4,458 41,263 -217
Jul12 110615 110.36 110.36 110.36 110.36 -5.84 596 6,342 +118
Aug12 110615 110.13 110.13 110.13 110.13 -5.78 320 4,288 -114
Total Volume and Open Interest 707,328 877,410 -26,685
Gas Oil(ICE)
Jul11 110615 987.25 988.25 937.25 978.50 -13.50 60,595 150,027 -417
Aug11 110615 991.50 991.75 941.25 982.50 -13.75 38,304 91,459 +4,526
Sep11 110615 991.50 994.50 944.75 986.00 -13.50 18,444 56,375 -683
Oct11 110615 994.50 994.50 954.50 988.50 -13.25 6,673 30,566 +1,137
Nov11 110615 996.50 996.50 956.50 989.75 -13.00 2,234 27,077 +561
Dec11 110615 996.50 997.00 950.75 991.00 -13.00 17,655 64,680 +2,703
Jan12 110615 999.00 999.00 953.50 993.50 -12.75 2,710 26,507 +535
Feb12 110615 998.75 998.75 953.50 993.25 -12.75 1,068 9,123 +287
Mar12 110615 997.25 999.00 959.00 992.00 -12.50 339 10,608 +146
Apr12 110615 985.00 990.50 959.25 990.00 -12.25 547 5,934 +27
Total Volume and Open Interest 155,129 568,646 +9,639
Ethanol(CBOT)
Jun11 110603 2.638 2.640 2.633 2.640 -0.012 38 199 -65
Jul11 110615 2.735 2.735 2.676 2.688 -0.063 178 983 -44
Aug11 110615 2.719 2.719 2.658 2.666 -0.069 396 1,747 +148
Sep11 110615 2.665 2.665 2.599 2.608 -0.071 75 1,368 -10
Oct11 110615 2.560 2.560 2.493 2.499 -0.067 105 1,122 +18
Nov11 110615 2.475 2.475 2.426 2.433 -0.060 45 911 +7
Dec11 110615 2.470 2.470 2.410 2.416 -0.062 83 1,308 +25
Jan12 110615 2.420 2.420 2.389 2.397 -0.052 38 695 +28
Total Volume and Open Interest 1,102 9,554 +183
WTI Crude Oil(ICE
Jul11 110615 99.49 99.95 94.02 94.81 -4.56 96,635 60,504 -4,629
Aug11 110615 99.99 100.39 94.46 95.26 -4.60 48,037 59,434 +3,083
Sep11 110615 100.44 100.76 94.92 95.71 -4.60 20,688 42,148 +133
Oct11 110615 100.46 101.10 95.49 96.11 -4.60 12,490 23,760 +860
Nov11 110615 100.82 101.47 96.06 96.50 -4.58 10,159 19,716 -402
Dec11 110615 101.14 101.72 96.16 96.80 -4.56 34,312 87,751 +1,546
Jan12 110615 101.40 101.91 96.62 97.07 -4.53 2,542 15,689 +141
Feb12 110615 101.60 102.00 97.31 97.32 -4.51 804 4,493 -51
Mar12 110615 101.05 101.89 97.56 97.56 -4.49 1,297 12,355 +52
Apr12 110615 97.78 97.78 97.78 97.78 -4.47 476 4,136 +2
May12 110615 97.99 97.99 97.99 97.99 -4.45 475 3,142 +28
Jun12 110615 101.95 102.55 97.70 98.19 -4.42 4,145 28,449 +768
Jul12 110615 98.33 98.33 98.33 98.33 -4.41 218 4,313 +25
Aug12 110615 98.38 98.38 98.38 98.38 -4.40 21 903 +16
Sep12 110615 98.41 98.41 98.41 98.41 -4.40 1 4,300 +0
Oct12 110615 98.47 98.47 98.47 98.47 -4.38 0 511 +0
Total Volume and Open Interest 253,861 487,576 +4,496
US Dollar Index(ICE)
Sep11 110615 74.820 76.135 74.820 76.073 +1.380 25,437 52,793 +1,280
Dec11 110615 75.990 76.522 75.990 76.522 +1.380 2 517 +1
Mar12 110615 77.082 77.082 77.082 77.082 +1.380 0 1 +0
Total Volume and Open Interest 25,439 53,311 -24,967
Australian Dollar(CME)
Sep11 110615 105.51 105.85 104.05 104.18 -1.47 86,967 109,175 -299
Dec11 110615 104.25 104.43 102.99 102.99 -1.44 12 82 +10
Mar12 110615 101.80 103.24 101.80 101.80 -1.44      
Total Volume and Open Interest 86,979 109,260 -58,001
British Pound(CME)
Sep11 110615 163.53 163.64 161.48 161.60 -2.04 108,546 91,511 +6,133
Dec11 110615 163.22 163.43 161.40 161.40 -2.03 12 105 +6
Mar12 110615 161.19 163.19 161.19 161.19 -2.00 0 2 +0
Total Volume and Open Interest 108,558 91,624 -27,810
Canadian Dollar(CME)
Sep11 110615 102.98 103.16 101.50 101.68 -1.40 61,898 85,011 +527
Dec11 110615 102.67 102.91 101.30 101.45 -1.39 115 3,639 +91
Mar12 110615 102.20 102.60 101.21 101.21 -1.39 68 507 +41
Jun12 110615 101.90 102.30 100.90 100.90 -1.40 32 246 +30
Total Volume and Open Interest 65,593 132,999 -1,676
Japanese Yen(CME)
Sep11 110615 124.26 124.46 123.41 123.61 -0.70 82,965 97,624 +2,056
Dec11 110615 123.84 124.39 123.70 123.70 -0.69 4 285 +2
Mar12 110615 123.87 124.53 123.87 123.87 -0.66 0 42 +0
Total Volume and Open Interest 82,970 97,957 -28,086
Swiss Franc(CME)
Sep11 110615 118.37 118.51 117.01 117.28 -1.21 33,886 57,627 +2,730
Dec11 110615 118.54 118.56 117.24 117.37 -1.19 8 101 -3
Mar12 110615 117.48 118.65 117.48 117.48 -1.17      
Total Volume and Open Interest 33,894 57,731 -32,277
EuroFX(CME)
Sep11 110615 144.01 144.10 141.18 141.32 -2.94 210,274 186,442 +2,804
Dec11 110615 143.45 143.84 140.83 140.95 -2.89 70 272 +51
Mar12 110615 141.90 143.41 140.59 140.59 -2.82 0 357 +0
Total Volume and Open Interest 210,344 187,099 -109,601
Mexican Peso(CME)
Jul11 110615 836.0 847.0 836.0 836.0 -11.0      
Aug11 110615 834.0 845.0 834.0 834.0 -11.0      
Total Volume and Open Interest 21,824 104,264 -61,638
30-Year T-Bonds(CBOT)
Jun11 110531 125~260 126~090 125~110 126~050 +0~090 370,649 125,465 -108,773
Sep11 110615 123~300 125~190 123~260 125~150 +1~190 263,117 649,841 -3,001
Dec11 110615 123~250 124~010 122~140 124~010 +1~190 1 29 -1
Total Volume and Open Interest 266,750 675,014 -4,577
10-Year T-Notes(CBOT)
Jun11 110615 124~010 125~070 123~315 125~035 +1~040 14,948 56,212 -4,175
Sep11 110615 122~185 123~265 122~175 123~220 +1~050 995,275 1,764,381 -2,226
Dec11 110615 122~110 122~110 121~070 122~110 +1~040 1 24 +1
Total Volume and Open Interest 1,010,224 1,820,617 -6,400
5-Year T-Notes(CBOT)
Jun11 110613 120~120 121~001 120~087 120~108 +0~072 272,931 205,061 -65,504
Sep11 110615 119~031 120~000 119~029 119~117 +0~086 619,594 1,553,537 +12,573
Dec11 110615 118~101 118~101 118~015 118~101 +0~086 0 2 +0
Total Volume and Open Interest 637,449 1,588,459 +8,225
2 Year T-Notes(CBOT)
Jun11 110615 109~124 110~005 109~121 110~005 +0~012 4,240 22,378 -2,058
Sep11 110615 109~087 109~105 109~086 109~104 +0~017 176,673 992,193 -125
Dec11 110615 109~093 109~093 109~049 109~076 +0~027 0 21 +0
Total Volume and Open Interest 180,913 1,014,592 -2,183
Eurodollars(CME)
Sep11 110615 99.665 99.670 99.610 99.615 -0.055 207,513 1,243,611 +29,737
Dec11 110615 99.585 99.595 99.535 99.545 -0.045 169,148 1,503,588 -7,647
Mar12 110615 99.510 99.525 99.485 99.490 -0.020 224,699 1,724,212 +4,253
Jun12 110615 99.395 99.425 99.385 99.410 +0.020 233,672 1,491,166 +18,811
Sep12 110615 99.225 99.280 99.215 99.275 +0.055 179,860 872,739 +11,241
Dec12 110615 98.985 99.085 98.980 99.070 +0.080 193,216 682,089 +12,319
Mar13 110615 98.750 98.875 98.740 98.850 +0.095 198,326 478,763 +7,239
Jun13 110615 98.490 98.625 98.480 98.600 +0.105 160,407 335,113 -3,966
Sep13 110615 98.220 98.375 98.215 98.340 +0.110 93,047 287,589 +1,018
Dec13 110615 97.950 98.115 97.940 98.075 +0.115 73,537 280,389 +5,616
Mar14 110615 97.695 97.860 97.690 97.825 +0.125 81,487 223,434 -1,304
Jun14 110615 97.445 97.605 97.435 97.575 +0.130 77,556 150,108 +14,245
Sep14 110615 97.205 97.365 97.190 97.335 +0.135 28,293 81,279 +4,690
Dec14 110615 96.965 97.115 96.940 97.085 +0.140 20,426 82,824 +1,239
Mar15 110615 96.730 96.900 96.720 96.870 +0.145 14,879 74,208 +1,239
Jun15 110615 4.770 4.935 4.750 4.900 +0.145 14,148 58,274 +1,090
Sep15 110615 4.550 4.730 4.540 4.695 +0.150 7,459 55,043 +584
Dec15 110615 4.360 4.535 4.345 4.500 +0.150 9,297 48,318 +582
Total Volume and Open Interest 2,046,564 9,902,716 +124,039
30 Day Federal Funds(CBOT)
Jun11 110615 99.897 99.900 99.895 99.897 -0.003 2,423 58,390 -1,009
Jul11 110615 99.895 99.895 99.885 99.890 -0.005 3,482 56,701 +1,054
Aug11 110615 99.875 99.880 99.875 99.880 unch 2,106 51,815 +815
Sep11 110615 99.860 99.860 99.855 99.860 unch 1,575 44,113 +792
Oct11 110615 99.845 99.855 99.845 99.850 unch 1,724 52,300 -462
Nov11 110615 99.830 99.845 99.830 99.835 unch 781 54,654 +19
Total Volume and Open Interest 24,588 725,651 +3,709
30 Day Fed Funds(e-CBOT)
3-Mth Euro-Yen(CME)
Sep11 110613 99.668 99.668 99.668 99.668 unch      
Dec11 110615 99.668 99.668 99.668 99.668 -0.002 0 75 +0
Mar12 110615 99.658 99.658 99.658 99.658 -0.003      
Jun12 110615 99.662 99.662 99.662 99.662 -0.003      
Sep12 110615 99.595 99.595 99.595 99.595 unch      
Dec12 110615 99.555 99.555 99.555 99.555 unch      
Mar13 110615 99.555 99.555 99.555 99.555 unch      
Jun13 110615 99.510 99.510 99.510 99.510 unch      
Sep13 110615 99.370 99.370 99.370 99.370 unch      
Dec13 110615 99.230 99.230 99.230 99.230 unch      
Total Volume and Open Interest 0 75 -750
3-Mth Euro-Yen(SGX)
Sep11 110615 99.67 99.67 99.67 99.67 0.00 300 1,201 -500
Dec11 110615 99.67 99.67 99.67 99.67 0.00 500 1,362 -400
Mar12 110615 99.67 99.67 99.66 99.66 0.00 300 4,177 +0
Jun12 110615 99.65 99.66 99.65 99.66 0.00 0 1,454 +0
Sep12 110615 99.60 99.60 99.60 99.60 unch 0 411 +0
Dec12 110615 99.56 99.56 99.56 99.56 unch 0 24 +0
Mar13 110615 99.56 99.56 99.56 99.56 unch 0 1 +0
Jun13 110615 99.51 99.51 99.51 99.51 unch      
Total Volume and Open Interest 1,100 8,630 -6,535
Japanese Gov't Bonds(SGX)
Sep11 110615 140.83 140.83 140.55 140.61 -0.31 1,690 21,380 +207
Dec11 110615 138.69 138.69 138.69 138.69 -0.20 0 1 +0
Mar12 110615 136.60 136.60 136.60 136.60 -0.20      
Total Volume and Open Interest 1,183 21,621 +108
Euro-Bund(EUREX)
Sep11 110615 125.61 126.35 125.47 125.95 +0.54 599,469 937,390 -12,902
Dec11 110615 124.32 124.99 124.32 124.73 +0.53 11 225 +1
Mar12 110615 124.66 124.66 124.66 124.66 +0.54      
Total Volume and Open Interest 599,480 937,615 -12,901
Euro-Bobl(EUREX)
Sep11 110614 116.98 117.03 116.67 116.71 -0.32 696,503 837,334 +54,753
Dec11 110615 116.19 116.23 116.18 116.18 +0.42 0 501 -1
Mar12 110615 116.18 116.18 116.18 116.18 +0.42      
Total Volume and Open Interest 377,480 824,917 -13,821
3-Mth Euribor(EUREX)
Jun11 110613 98.530 98.530 98.530 98.530 +0.005 299 4,770 +0
Sep11 110615 98.300 98.300 98.285 98.285 -0.015 4 2,561 +3
Dec11 110615 98.175 98.175 98.175 98.175 +0.020 0 1,347 +0
Total Volume and Open Interest 4 6,768 -4,828
Long Gilt(LIFFE)
Jun11 110615 121~26 122~17 121~22 122~09 +0~13 2,582 13,470 -527
Sep11 110615 120~25 121~09 120~12 121~01 +0~13 74,350 346,993 -13,077
Total Volume and Open Interest 76,932 360,463 -13,604
3-Mth Short Sterling(LIFFE)
Jun11 110615 99.18 99.18 99.17 99.18 +0.01 21,734 393,945 -5,990
Sep11 110615 99.13 99.13 99.06 99.08 -0.04 63,518 432,351 +4,725
Dec11 110615 99.02 99.04 98.99 99.00 -0.02 53,610 450,085 +1,538
Mar12 110615 98.92 98.94 98.90 98.91 unch 41,395 416,012 -153
Jun12 110615 98.78 98.84 98.75 98.79 +0.02 49,390 351,502 +9,426
Sep12 110615 98.61 98.69 98.58 98.63 +0.03 26,264 223,458 +1,369
Total Volume and Open Interest 317,213 2,936,495 +8,875
3-Mth Euribor(LIFFE)
Sep11 110615 98.300 98.320 98.275 98.285 -0.015 131,952 726,958 +18,270
Dec11 110615 98.155 98.185 98.155 98.175 +0.020 157,417 572,295 -8,034
Mar12 110615 98.065 98.130 98.060 98.110 +0.045 120,472 518,817 +3,807
Total Volume and Open Interest 755,168 3,312,356 -598,240
3-Mth Aus T-Bills(SFE)
Jun11 110609 94.99 95.02 94.98 95.02 +0.03 44,793 86,133 -11,879
Sep11 110615 95.02 95.03 94.97 94.99 -0.04 31,022 258,352 -3,935
Dec11 110615 95.00 95.01 94.92 94.96 -0.04 32,248 206,621 +13,694
Mar12 110615 94.96 94.98 94.89 94.93 -0.04 12,020 104,831 +4,278
Jun12 110615 94.94 94.96 94.86 94.90 -0.04 5,314 70,909 +2,225
Sep12 110615 94.90 94.92 94.84 94.86 -0.04 2,287 49,903 -76
Dec12 110615 94.87 94.88 94.79 94.81 -0.05 1,545 35,062 +564
Mar13 110615 94.83 94.85 94.76 94.79 -0.04 690 23,849 -78
Jun13 110615 94.77 94.77 94.71 94.75 -0.04 600 5,279 +341
Sep13 110615 94.73 94.74 94.72 94.72 -0.04 24 1,576 +0
Total Volume and Open Interest 85,761 757,621 +17,006
10-Year Aus T-Bonds(SFE)
Jun11 110615 94.80 94.82 94.73 94.76 -0.05 192,848 294,043 -53,575
Sep11 110615 94.79 94.82 94.73 94.78 -0.02 186,545 389,579 +114,154
Total Volume and Open Interest 379,393 683,622 +60,579
3-Year Aus T-Bonds(SFE)
Jun11 110614 95.22 95.22 95.19 95.19 +0.11 132,304 772,869 +4,001
Sep11 110615 95.17 95.18 95.10 95.13 -0.04 199,176 534,030 +181,333
Total Volume and Open Interest 419,573 1,081,400 +116,626
Gold(CMX)
Jun11 110615 1525.0 1533.4 1515.0 1525.6 +1.8 851 1,570 -281
Aug11 110615 1525.1 1535.7 1514.5 1526.2 +1.8 117,009 331,390 -2,087
Oct11 110615 1528.7 1536.6 1516.2 1527.3 +1.8 469 10,736 +184
Dec11 110615 1529.5 1537.2 1517.0 1528.5 +1.8 2,581 68,161 +681
Feb12 110615 1531.6 1538.0 1520.0 1529.7 +1.8 178 9,051 +73
Apr12 110615 1532.2 1536.8 1530.2 1531.1 +1.8 334 5,794 +244
Jun12 110615 1532.5 1532.5 1532.5 1532.5 +1.9 125 12,875 +28
Aug12 110615 1533.0 1534.3 1533.0 1534.3 +1.9 5 4,478 -2
Oct12 110615 1536.2 1536.2 1536.2 1536.2 +1.8 35 4,089 +35
Dec12 110615 1535.4 1538.4 1532.3 1538.4 +1.7 324 12,231 +185
Feb13 110615 1541.1 1541.1 1541.1 1541.1 +1.5 125 384 +122
Apr13 110615 1553.0 1553.0 1544.0 1544.0 +1.3 0 50 +0
Total Volume and Open Interest 123,761 498,657 -9
Silver(CMX)
Jul11 110615 3544.0 3597.5 3481.0 3541.0 -0.1 73,660 42,810 -1,634
Sep11 110615 3552.0 3597.0 3482.0 3542.1 -0.2 14,542 27,237 +1,398
Dec11 110615 3549.5 3591.0 3492.0 3543.4 -0.5 5,514 23,101 +72
Mar12 110615 3540.6 3556.0 3540.6 3540.6 -0.4 582 3,889 +89
May12 110615 3537.3 3537.3 3537.3 3537.3 -0.4 33 1,276 +14
Jul12 110615 3537.0 3537.0 3535.1 3535.1 -0.4 84 1,827 +17
Sep12 110615 3533.0 3533.0 3533.0 3533.0 -0.6 127 207 +95
Total Volume and Open Interest 95,294 118,698 +68
Platinum(NYMEX)
Jul11 110615 1798.6 1804.0 1772.2 1774.2 -20.7 6,743 26,787 -1,051
Oct11 110615 1802.8 1804.4 1775.9 1777.6 -20.4 1,983 10,193 +1,041
Jan12 110615 1781.6 1781.6 1781.6 1781.6 -20.9 96 355 +74
Apr12 110615 1783.5 1783.5 1783.5 1783.5 -20.9 39 64 +39
Total Volume and Open Interest 8,862 37,408 +104
Palladium(NYMEX)
Jun11 110615 795.00 795.00 774.00 774.00 -16.90 31 362 +10
Sep11 110615 793.75 799.95 773.85 776.00 -16.75 2,632 20,811 -62
Dec11 110615 791.10 791.45 777.15 777.15 -16.65 3 652 +1
Total Volume and Open Interest 2,671 21,840 -50
Copper(CMX)
Jul11 110615 415.70 418.30 409.85 412.20 -3.30 31,910 38,327 -1,731
Sep11 110615 417.05 420.00 411.70 413.90 -3.45 10,551 54,258 +3,248
Dec11 110615 419.30 421.30 413.50 415.80 -3.50 2,631 23,384 +1,052
Mar12 110615 419.50 419.50 416.75 416.80 -3.65 740 8,172 +540
May12 110615 417.00 417.00 417.00 417.00 -3.65 34 1,622 +29
Total Volume and Open Interest 46,584 131,288 +3,495
DJIA Index(CBOT)
Jun11 110615 12061 12061 11873 11901 -186 808 20,818 +24
Sep11 110615 12013 12013 11810 11831 -187 1,182 2,879 +676
Dec11 110615 11759 11952 11759 11759 -193 0 30 +0
Mar12 110615 11700 11887 11700 11700 -187      
Total Volume and Open Interest 1,990 23,727 +700
S & P 500(CME)
Jun11 110615 1277.50 1281.00 1262.50 1265.40 -24.50 39,582 214,283 -24,279
Sep11 110615 1283.10 1283.80 1255.80 1259.90 -24.60 46,379 140,975 +27,789
Dec11 110615 1264.00 1267.00 1251.30 1254.50 -24.50 133 7,751 +58
Mar12 110615 1249.00 1249.00 1246.00 1249.00 -24.50 0 1 +0
Total Volume and Open Interest 86,094 363,015 +3,568
S & P 500 E-Mini(Globex)
Jun11 110531 1329.75 1345.75 1328.25 1344.00 +14.00 1,393,298 2,775,088 +13,027
Sep11 110615 1283.75 1283.75 1255.75 1260.00 -24.50 2,517,553 1,584,108 +382,126
Total Volume and Open Interest 3,317,255 3,317,904 +95,669
NASDAQ 100(CME)
Jun11 110615 2229.00 2242.00 2205.00 2209.00 -41.80 2,377 17,566 -242
Sep11 110615 2244.50 2246.00 2199.00 2205.00 -42.00 1,606 1,943 +930
Dec11 110615 2201.00 2203.80 2201.00 2201.00 -42.50 0 1 +0
Total Volume and Open Interest 3,983 19,510 +688
NASDAQ 100 E-Mini(Globex)
Jun11 110615 2249.50 2250.30 2204.30 2209.00 -41.80 91,589 223,420 -33,130
Sep11 110615 2245.50 2246.80 2199.80 2205.00 -42.00 256,048 138,966 +47,495
Total Volume and Open Interest 347,638 362,404 +14,366
S & P Midcap 400(CME)
Jun11 110615 942.00 942.00 925.00 930.90 -18.20 565 1,980 +151
Sep11 110615 937.00 937.00 925.00 928.60 -18.20 565 576 +530
Dec11 110615 927.20 927.60 927.20 927.20 -18.20      
Total Volume and Open Interest 1,130 2,556 +681
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Sep11 110615 9615 9640 9455 9485 -130 6,395 27,248 -1,804
Dec11 110615 9470 9500 9470 9470 -130      
Total Volume and Open Interest 6,395 27,248 -1,477
Nikkei 225(SGX)
Sep11 110615 9545 9610 9510 9580 +45 66,824 159,604 +3,048
Dec11 110615 9495 9525 9495 9525 +45 3 6,778 -71
Mar12 110615 9515 9515 9515 9515 +40 0 10 +0
Total Volume and Open Interest 67,896 176,529 +3,986
CAC 40(EURONEXT)
Jun11 110615 3860.0 3860.0 3768.0 3807.0 -56.5 123,896 339,231 -21,731
Jul11 110615 3853.5 3857.5 3765.5 3804.0 -57.0 36,555 81,715 +17,992
Aug11 110615 3851.0 3851.0 3779.0 3808.0 -57.0 0 1 +0
Total Volume and Open Interest 165,944 427,668 +1,302
Hang Seng Index(HKFE)
Jun11 110615 22512 22539 22232 22240 -251 70,944 96,170 -1,751
Jul11 110615 22597 22597 22242 22246 -254 985 3,158 +382
Total Volume and Open Interest 72,664 104,283 -1,412
DAX(EUREX)
Jun11 110615 7191.5 7203.5 7072.0 7120.0 -81.0 108,331 147,369 -8,378
Sep11 110615 7219.0 7229.5 7098.0 7146.0 -81.5 14,697 34,188 +4,784
Dec11 110615 7249.5 7257.5 7129.5 7176.0 -80.5 2,617 4,320 -67
Total Volume and Open Interest 125,645 185,877 -3,661
FT-SE 100(EURONEXT)
Jun11 110615 5810.00 5810.00 5696.00 5749.00 -60.00 198,578 443,920 -125,000
Sep11 110615 5774.50 5774.50 5661.00 5713.50 -59.50 112,567 246,269 +103,620
Dec11 110615 5728.50 5728.50 5688.00 5688.00 -61.00 1 540 +1
Total Volume and Open Interest 311,146 690,879 -21,379
SPI 200(SFE)
Jun11 110615 4599.0 4605.0 4552.0 4570.0 -16.0 140,593 215,661 +20,332
Sep11 110615 4591.0 4592.0 4539.0 4556.0 -18.0 109,880 116,220 +90,337
Dec11 110615 4583.0 4583.0 4570.0 4576.0 -14.0 330 3,899 +231
Total Volume and Open Interest 250,957 338,946 +110,709
GSCI(CME)
Jul11 110615 40.64 42.64 23.39 23.39 -22.75 2,539 9,984 +1,897
Aug11 110615 24.14 24.14 24.14 24.14 -23.50 0 2 +0
Sep11 110615 23.64 23.64 23.64 23.64        
Reuters CCI(ICE)
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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