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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 02, 2011
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
May11 110502 1389.50 1400.00 1380.50 1390.25 -2.50 54,743 19,823 -18,357
Jul11 110502 1391.00 1402.50 1381.25 1393.00 -1.00 164,142 260,253 +5,668
Aug11 110502 1388.75 1399.00 1380.50 1390.50 -0.75 7,560 18,025 +612
Sep11 110502 1380.25 1389.00 1371.00 1381.00 -0.50 3,727 16,729 +760
Nov11 110502 1373.50 1382.00 1363.00 1373.75 -0.50 37,740 200,599 +1,778
Jan12 110502 1379.75 1386.75 1374.50 1380.75 -0.25 1,465 22,636 +78
Mar12 110502 1377.25 1386.25 1376.75 1379.75 -1.25 1,427 14,239 +133
Total Volume and Open Interest 272,187 577,769 -9,274
Soybean Meal(CBOT)
May11 110502 358.40 358.80 354.50 356.80 -1.30 19,140 5,732 -4,158
Jul11 110502 363.00 364.50 359.40 362.30 -1.30 55,675 97,537 -626
Aug11 110502 363.40 364.90 360.50 363.20 -0.90 6,049 27,886 +542
Sep11 110502 362.80 363.70 359.50 361.90 -1.00 2,657 16,748 +38
Oct11 110502 356.20 359.10 355.00 357.50 -1.70 2,359 14,248 +215
Dec11 110502 359.10 359.80 354.90 357.40 -1.70 9,295 50,909 +404
Jan12 110502 359.40 360.30 356.70 358.50 -1.80 276 3,487 +25
Mar12 110502 360.80 361.60 358.00 359.80 -1.80 258 3,175 -71
Total Volume and Open Interest 96,205 226,081 -3,550
Soybean Oil(CBOT)
May11 110502 58.06 58.60 57.81 58.19 +0.06 29,977 8,477 -10,445
Jul11 110502 58.29 59.02 58.10 58.60 +0.02 93,112 160,275 -1,185
Aug11 110502 58.66 59.27 58.40 58.85 +0.02 6,251 26,837 +704
Sep11 110502 58.95 59.51 58.68 59.11 +0.02 5,025 20,844 +634
Oct11 110502 58.75 59.45 58.74 59.18 +0.02 1,641 13,965 +202
Dec11 110502 59.19 59.81 58.92 59.39 +0.01 12,638 80,243 +581
Jan12 110502 59.70 59.70 59.50 59.58 +0.01 249 4,886 +55
Mar12 110502 59.67 59.67 59.55 59.63 +0.08 177 4,330 +80
Total Volume and Open Interest 149,537 324,724 -9,088
Canola(WCE)
May11 110502 561.8 569.0 561.1 566.0 +5.0 2,197 1,649 -1,845
Jul11 110502 570.9 574.3 565.6 569.0 +1.6 12,834 80,892 -851
Nov11 110502 569.8 570.0 562.3 565.2 +1.6 2,241 75,873 -870
Jan12 110502 575.5 575.5 572.2 572.2 +1.2 132 5,879 +7
Mar12 110502 575.7 575.7 575.7 575.7 +2.2 3 1,157 +3
Total Volume and Open Interest 17,409 167,698 -3,554
Corn(CBOT)
May11 110502 752.75 757.75 728.25 730.75 -23.25 161,817 55,883 -41,555
Jul11 110502 752.75 761.50 731.75 734.50 -22.00 291,920 688,386 +9,674
Sep11 110502 711.50 723.00 700.50 703.50 -12.50 21,875 158,083 +2,079
Dec11 110502 664.00 675.00 658.00 661.25 -8.25 92,984 447,500 -2,283
Mar12 110502 676.50 685.50 669.25 672.00 -8.00 13,635 72,304 +882
May12 110502 688.00 692.50 677.00 680.25 -7.75 3,789 15,374 +30
Total Volume and Open Interest 591,498 1,522,751 -29,857
Wheat(CBOT)
May11 110502 772.00 793.00 757.00 759.75 -9.50 21,963 6,031 -7,380
Jul11 110502 801.75 824.50 789.00 791.75 -9.50 90,256 231,469 +2,681
Sep11 110502 846.75 866.75 833.00 835.00 -11.50 15,747 70,801 +679
Dec11 110502 888.00 906.75 876.00 878.00 -10.00 22,875 97,447 -4,796
Mar12 110502 918.25 938.50 907.50 909.50 -9.50 1,667 13,497 +395
Total Volume and Open Interest 154,469 454,837 -7,888
Wheat(KCBT)
May11 110502 913.00 914.25 881.50 881.50 -11.50 11,916 5,974 -5,422
Jul11 110502 903.00 926.00 887.75 890.50 -11.50 24,520 91,603 -2,838
Sep11 110502 925.00 945.50 908.00 909.75 -10.75 5,156 31,080 +846
Dec11 110502 945.50 967.50 930.50 932.00 -10.00 7,751 36,432 +265
Mar12 110502 959.75 983.25 946.25 947.25 -10.50 544 4,604 +178
Total Volume and Open Interest 50,200 177,100 -6,835
Wheat(MGE)
May11 110502 957.50 970.75 947.00 950.00 +4.75 2,322 3,054 -1,454
Jul11 110502 950.75 971.75 933.50 937.50 -10.50 6,198 21,433 -367
Sep11 110502 952.50 969.75 931.50 933.75 -13.25 2,304 16,282 -83
Dec11 110502 957.00 978.75 942.25 945.00 -9.75 2,084 12,515 -418
Mar12 110502 965.50 987.25 951.50 953.25 -13.00 242 2,520 +41
Total Volume and Open Interest 13,309 58,396 -2,181
Oats(CBOT)
May11 110502 336.25 342.50 334.00 334.00 -8.50 447 744 -139
Jul11 110502 349.25 358.00 343.00 343.00 -9.50 1,737 9,676 +132
Sep11 110502 357.00 360.00 349.75 350.00 -10.00 39 251 +1
Dec11 110502 368.00 370.00 360.00 360.00 -8.00 426 2,923 +93
Total Volume and Open Interest 2,650 13,600 +88
Rough Rice(CBOT)
May11 110502 14.99 15.17 14.81 14.98 +0.17 2,082 1,614 -880
Jul11 110502 15.40 15.40 15.12 15.19 +0.26 2,984 17,032 +993
Sep11 110502 15.93 16.20 15.93 16.01 +0.27 387 4,694 -1
Nov11 110502 16.17 16.50 16.17 16.30 +0.25 136 969 +45
Total Volume and Open Interest 5,594 24,804 +158
Live Cattle(CME)
Jun11 110502 113.350 113.980 111.580 111.950 -1.400 28,301 146,432 -4,008
Aug11 110502 115.830 116.285 114.035 114.535 -1.165 14,214 91,210 -771
Oct11 110502 120.700 121.035 119.200 119.635 -1.095 5,017 57,594 +432
Dec11 110502 122.700 123.150 121.200 121.680 -1.220 3,800 43,634 +1,302
Feb12 110502 123.000 123.450 121.730 122.180 -1.020 834 11,923 +18
Apr12 110502 123.600 123.800 122.230 122.680 -0.920 253 5,089 +40
Total Volume and Open Interest 55,224 357,599 -4,592
Feeder Cattle(CME)
May11 110502 131.850 132.380 130.700 131.050 -0.850 1,620 7,131 -123
Aug11 110502 136.100 136.785 134.785 134.825 -1.125 3,016 25,052 +727
Sep11 110502 136.800 137.500 135.750 136.200 -0.735 402 4,681 +31
Oct11 110502 136.880 137.630 136.200 136.575 -0.725 368 3,089 +93
Nov11 110502 137.300 137.500 136.035 136.535 -0.700 125 1,385 +32
Jan12 110502 136.000 136.000 134.850 135.600 unch 21 329 +6
Mar12 110502 134.100 134.100 134.100 134.100 unch 2 23 -2
Total Volume and Open Interest 5,555 41,691 +765
Lean Hogs(CME)
May11 110502 95.430 96.100 94.850 95.650 +0.365 553 4,407 -55
Jun11 110502 95.600 96.330 94.830 95.480 +0.250 20,066 77,678 -1,887
Jul11 110502 96.600 97.000 95.450 96.480 +0.080 4,461 30,167 -644
Aug11 110502 97.535 98.135 96.800 97.580 +0.350 6,573 35,522 +348
Oct11 110502 89.135 89.730 88.580 89.450 +0.415 3,648 32,620 -171
Dec11 110502 85.080 85.830 84.785 85.750 +0.520 4,039 27,329 +149
Feb12 110502 86.400 86.800 85.900 86.800 +0.800 373 6,911 +53
Apr12 110502 87.700 87.785 86.900 87.600 +0.300 336 4,070 +107
Total Volume and Open Interest 40,140 220,793 -2,052
Class III Milk(CME)
May11 110502 16.40 16.55 16.39 16.47 +0.06 144 5,382 +12
Jun11 110502 17.31 17.45 17.21 17.39 +0.06 161 4,683 -4
Jul11 110502 17.62 17.85 17.62 17.80 +0.07 118 3,425 +2
Aug11 110502 17.97 18.05 17.97 18.04 +0.07 112 3,276 +39
Sep11 110502 18.00 18.16 18.00 18.16 +0.14 80 3,298 +21
Total Volume and Open Interest 1,126 36,006 +272
Cocoa(ICE)
May11 110502 3387 3387 3339 3353 -37 0 351 -5
Jul11 110502 3335 3339 3243 3291 -49 17,775 75,819 +1,988
Sep11 110502 3335 3345 3256 3298 -47 2,492 24,299 +306
Dec11 110502 3350 3350 3275 3314 -44 1,438 23,875 +401
Mar12 110502 3388 3388 3348 3357 -41 1,096 22,635 -323
May12 110502 3348 3348 3348 3348 -39 163 5,858 +4
Jul12 110502 3346 3346 3339 3346 -39 122 1,535 +11
Total Volume and Open Interest 23,139 158,899 +2,332
Coffee "C"(ICE)
May11 110502 298.35 305.35 298.35 304.55 +5.20 132 567 -40
Jul11 110502 299.65 307.20 296.75 305.10 +5.25 9,597 71,304 +514
Sep11 110502 302.75 309.75 299.90 307.80 +5.30 2,022 19,513 +180
Dec11 110502 304.50 312.20 304.50 310.30 +5.50 892 18,402 +0
Mar12 110502 305.00 312.00 304.15 311.05 +6.50 398 3,882 -22
May12 110502 302.70 310.40 302.40 310.40 +7.55 226 2,227 +2
Total Volume and Open Interest 13,474 117,615 +677
Orange Juice(ICE)
May11 110502 177.45 178.05 177.45 178.05 +1.50 701 1,123 -319
Jul11 110502 169.95 172.25 168.50 169.60 +0.90 1,762 23,013 +672
Sep11 110502 167.00 168.00 164.50 165.70 +0.75 100 1,977 +67
Nov11 110502 163.85 164.35 163.00 163.05 +0.85 5 1,593 -1
Jan12 110502 162.05 162.50 161.00 161.80 +0.80 1 192 +0
Mar12 110502 161.30 161.30 161.30 161.30 +0.10 4 70 +4
Total Volume and Open Interest 2,573 28,062 +423
Sugar #11(ICE)
Jul11 110502 22.19 22.24 21.45 21.87 -0.38 65,399 272,306 -111
Oct11 110502 22.65 22.65 21.90 22.32 -0.33 25,453 129,141 +1,859
Mar12 110502 23.22 23.24 22.47 22.89 -0.35 18,556 68,467 -5,333
May12 110502 23.08 23.08 22.36 22.77 -0.31 4,875 21,361 +752
Jul12 110502 22.97 22.97 22.30 22.65 -0.32 2,241 15,799 +197
Total Volume and Open Interest 146,755 565,572 -12,481
London Cocoa(LCE)
May11 110428 1918 1975 1903 1975 +59 2,799 38,542 -1,307
Jul11 110428 1935 1992 1917 1981 +54 4,103 56,766 +558
Sep11 110428 1950 2007 1933 1993 +49 1,366 29,418 +36
Dec11 110428 1968 2028 1957 2015 +50 746 30,525 +33
Mar12 110428 1992 2040 1975 2030 +47 333 27,195 +154
May12 110428 1998 2042 1996 2042 +46 54 7,752 +34
Jul12 110428 2049 2049 2049 2049 +44 0 3,954 +0
Total Volume and Open Interest 9,401 204,427 -492
London Sugar(LCE)
Aug11 110428 624.30 624.70 605.00 615.10 -11.40 2,124 23,393 -490
Oct11 110428 607.10 607.60 589.50 601.50 -7.70 740 7,937 -4
Dec11 110428 608.90 611.00 595.00 607.40 -6.30 317 2,641 +219
Mar12 110428 600.30 608.70 594.80 608.60 -3.60 177 1,777 +56
May12 110428 588.50 600.60 588.50 600.60 -0.20 4 1,073 +0
Total Volume and Open Interest 3,362 37,494 -219
Cotton(ICE)
May11 110502 178.05 178.77 172.79 175.91 -2.87 283 5,229 -121
Jul11 110502 158.02 158.50 151.11 154.45 -3.57 15,305 72,719 -216
Oct11 110502 143.50 143.50 140.70 141.96 -3.84 64 471 -7
Dec11 110502 129.60 130.40 126.60 127.06 -3.87 6,297 60,500 +72
Mar12 110502 122.00 122.25 119.40 119.97 -3.33 623 8,297 +93
May12 110502 114.27 114.34 113.50 113.80 -2.92 202 2,316 +6
Total Volume and Open Interest 23,003 154,632 -131
Lumber(CME)
May11 110502 237.5 244.4 237.0 241.5 +4.5 234 1,468 -97
Jul11 110502 263.8 263.8 257.6 263.5 -0.4 849 6,070 +267
Sep11 110502 278.0 284.0 274.0 284.0 +4.1 168 1,549 +71
Nov11 110502 277.1 281.0 275.0 278.0 +1.5 22 418 +8
Total Volume and Open Interest 1,275 9,519 +250
Crude Oil(NYM)
Jun11 110502 113.89 114.83 110.82 113.52 -0.41 301,604 352,319 +3,709
Jul11 110502 114.28 115.27 111.32 114.04 -0.39 70,560 206,018 +6,410
Aug11 110502 114.61 115.52 111.67 114.32 -0.39 37,180 78,404 +3,068
Sep11 110502 114.95 115.60 111.82 114.44 -0.39 28,470 78,193 +3,086
Oct11 110502 114.10 115.55 112.00 114.42 -0.40 10,352 42,217 +537
Nov11 110502 114.41 115.46 112.00 114.38 -0.40 6,519 36,483 +867
Dec11 110502 114.60 115.45 111.83 114.33 -0.40 38,313 187,636 +807
Jan12 110502 112.94 115.22 111.84 114.20 -0.38 3,418 37,153 -263
Feb12 110502 113.24 114.57 112.40 114.02 -0.36 1,945 18,298 +692
Mar12 110502 114.32 114.87 113.82 113.82 -0.34 2,593 30,315 -146
Apr12 110502 113.16 114.09 113.16 113.61 -0.31 2,589 14,927 +475
May12 110502 112.40 113.38 112.25 113.38 -0.27 2,384 14,000 +403
Jun12 110502 112.40 113.99 111.35 113.12 -0.23 7,914 70,937 -232
Jul12 110502 113.30 113.30 112.73 112.73 -0.22 696 17,677 +422
Aug12 110502 112.33 112.33 112.33 112.33 -0.21 281 12,051 -3
Sep12 110502 112.48 112.50 111.99 111.99 -0.20 253 12,897 +292
Total Volume and Open Interest 536,591 1,602,349 +21,072
e-miNY Crude Oil(NYM)
May11 110418 109.350 109.350 106.525 107.125 -2.525 9,006 2,887 -244
Jun11 110426 112.125 112.625 111.150 112.200 -0.075 8,000 2,896 +106
Jul11 110502 114.600 115.275 111.500 114.050 -0.375 394 692 +81
Aug11 110502 114.800 115.250 112.125 114.325 -0.375 42 88 +2
Sep11 110502 112.000 114.650 112.000 114.450 -0.375 26 43 -11
Oct11 110502 114.425 114.425 114.425 114.425 -0.400 0 44 +0
Nov11 110502 114.375 114.375 114.375 114.375 -0.400 0 17 +0
Dec11 110502 114.125 114.850 113.325 114.325 -0.400 30 318 -1
Jan12 110502 114.200 114.200 114.200 114.200 -0.375 2 7 +2
Feb12 110502 112.075 114.025 112.075 114.025 -0.350 0 1 +0
Total Volume and Open Interest 12,408 4,999 +517
Heating Oil(NYM)
Jun11 110502 328.30 329.19 317.47 325.21 -2.37 53,805 117,267 +3,214
Jul11 110502 329.07 330.59 319.50 326.69 -2.46 13,924 48,197 -566
Aug11 110502 330.74 332.11 322.66 328.17 -2.57 6,430 28,900 +1,429
Sep11 110502 328.06 333.46 326.52 329.77 -2.59 3,635 20,885 +500
Oct11 110502 333.33 334.77 325.48 331.24 -2.59 2,106 10,172 +124
Nov11 110502 334.93 336.18 329.51 332.63 -2.62 2,562 9,613 +1,003
Dec11 110502 336.43 337.57 327.79 333.99 -2.63 10,402 30,714 +9
Jan12 110502 333.27 339.00 333.27 335.36 -2.63 708 11,039 +175
Feb12 110502 333.45 335.43 332.25 335.43 -2.63 581 4,821 +198
Mar12 110502 332.08 335.80 331.92 334.04 -2.57 314 2,966 -14
Apr12 110502 325.00 331.60 325.00 331.60 -2.55 140 1,007 +58
May12 110502 329.54 329.54 329.54 329.54 -2.53 77 1,120 +14
Total Volume and Open Interest 119,273 312,116 -1,963
Gasoline(NYMEX)
Jun11 110502 341.32 341.55 331.00 334.79 -5.05 67,609 100,438 +1,692
Jul11 110502 335.85 336.52 325.51 330.62 -4.32 31,519 49,390 +699
Aug11 110502 330.55 331.88 322.66 326.79 -3.83 19,400 27,295 +1,413
Sep11 110502 326.65 327.68 320.60 323.40 -3.22 12,179 25,283 +2,014
Oct11 110502 306.20 311.67 305.24 307.92 -2.84 5,608 20,937 +1,635
Nov11 110502 302.73 307.23 302.01 304.26 -2.62 2,911 8,340 +783
Dec11 110502 304.70 305.60 296.28 302.54 -2.39 4,355 25,634 -308
Jan12 110502 302.92 302.92 302.00 302.48 -2.34 869 6,083 -173
Feb12 110502 304.90 304.90 303.73 303.73 -2.31 564 2,704 +60
Mar12 110502 306.00 306.00 305.00 305.00 -2.28 626 4,172 +357
Total Volume and Open Interest 175,930 291,964 -2,882
e-miNY RBOB Gasoline(NYM)
Jun11 110502 334.80 334.80 334.79 334.80 -5.00 0 2 +0
Jul11 110502 330.60 330.62 330.60 330.60 -4.30 0 1 +0
Aug11 110502 326.80 326.80 326.79 326.80 -3.80 0 1 +0
Sep11 110502 323.40 323.40 323.40 323.40 -3.20      
Total Volume and Open Interest 0 7 -2
Natural Gas(NYM)
Jun11 110502 4.685 4.729 4.637 4.693 -0.005 194,267 158,448 +10,291
Jul11 110502 4.750 4.798 4.707 4.763 +0.002 65,126 210,619 +3,128
Aug11 110502 4.780 4.841 4.750 4.807 +0.005 25,113 73,527 +3,698
Sep11 110502 4.808 4.850 4.758 4.819 +0.010 15,821 76,351 +1,224
Oct11 110502 4.835 4.884 4.799 4.855 +0.011 35,945 91,496 +5,553
Nov11 110502 4.978 5.010 4.930 4.986 +0.017 25,975 43,382 +4,671
Dec11 110502 5.167 5.207 5.127 5.188 +0.023 10,007 31,261 +453
Jan12 110502 5.286 5.324 5.234 5.304 +0.028 19,019 86,060 +1,968
Feb12 110502 5.270 5.293 5.213 5.279 +0.027 2,667 17,302 +303
Mar12 110502 5.192 5.215 5.136 5.201 +0.026 9,022 34,957 +2,160
Apr12 110502 4.995 5.037 4.981 5.024 +0.022 6,262 32,598 +726
May12 110502 5.003 5.039 5.002 5.036 +0.023 646 10,040 +112
Jun12 110502 5.042 5.066 5.023 5.066 +0.023 447 5,924 +75
Jul12 110502 5.095 5.111 5.095 5.106 +0.025 180 5,159 -29
Aug12 110502 5.134 5.134 5.128 5.131 +0.025 158 5,693 +41
Sep12 110502 5.139 5.140 5.136 5.140 +0.025 291 5,155 -42
Total Volume and Open Interest 412,862 960,981 +34,611
Brent Crude Oil(ICE)
Jun11 110502 126.10 126.54 121.67 125.12 -0.77 192,582 215,681 +993
Jul11 110502 125.61 126.24 121.46 124.85 -0.77 72,475 140,097 +3,102
Aug11 110502 125.31 125.89 121.38 124.55 -0.75 35,737 54,715 +2,277
Sep11 110502 124.21 125.40 121.13 124.16 -0.74 17,661 45,232 -304
Oct11 110502 123.82 124.96 120.74 123.77 -0.73 8,617 32,125 -298
Nov11 110502 123.44 124.58 120.05 123.38 -0.73 4,894 19,366 -126
Dec11 110502 123.05 124.22 119.69 122.98 -0.73 32,935 97,670 -1,637
Jan12 110502 121.58 122.97 121.58 122.64 -0.71 3,827 18,938 +346
Feb12 110502 122.30 122.30 122.30 122.30 -0.69 2,109 15,021 +166
Mar12 110502 120.50 121.95 120.50 121.95 -0.67 2,004 29,892 +316
Apr12 110502 121.55 121.55 121.55 121.55 -0.65 561 6,032 +91
May12 110502 121.12 121.12 121.12 121.12 -0.62 529 5,848 -47
Jun12 110502 118.66 121.62 117.72 120.67 -0.60 4,483 34,634 -665
Jul12 110502 120.19 120.19 120.19 120.19 -0.60 147 2,351 -3
Total Volume and Open Interest 393,533 838,872 +4,214
Gas Oil(ICE)
May11 110502 1039.00 1041.25 1004.50 1039.75 +6.25 54,963 93,013 -5,282
Jun11 110502 1037.25 1044.25 1007.25 1042.50 +6.25 92,090 132,600 +6,926
Jul11 110502 1039.75 1046.75 1011.00 1045.50 +6.50 27,912 61,376 +938
Aug11 110502 1042.75 1048.75 1015.50 1047.75 +6.50 8,350 32,491 +237
Sep11 110502 1045.00 1050.75 1017.75 1049.75 +6.50 7,725 48,531 +1,400
Oct11 110502 1040.75 1052.50 1019.50 1051.50 +6.75 3,041 33,719 +339
Nov11 110502 1041.00 1052.00 1018.00 1051.50 +6.75 2,660 22,499 +267
Dec11 110502 1047.25 1053.00 1018.00 1052.00 +6.75 18,326 59,991 -1,352
Jan12 110502 1033.00 1054.00 1019.75 1054.00 +7.00 2,379 27,062 +1,074
Feb12 110502 1032.00 1053.25 1032.00 1053.25 +7.25 400 6,644 -168
Total Volume and Open Interest 223,421 605,711 +5,795
Ethanol(CBOT)
May11 110502 2.663 2.663 2.600 2.614 -0.035 143 335 -48
Jun11 110502 2.676 2.676 2.620 2.629 -0.021 508 1,297 +215
Jul11 110502 2.674 2.674 2.625 2.638 -0.014 248 1,069 -4
Aug11 110502 2.668 2.668 2.629 2.634 -0.018 94 885 +30
Sep11 110502 2.610 2.610 2.586 2.593 -0.021 144 982 +24
Oct11 110502 2.490 2.490 2.477 2.482 -0.019 86 930 +41
Nov11 110502 2.428 2.430 2.428 2.430 -0.011 102 631 +31
Dec11 110502 2.416 2.430 2.416 2.423 -0.010 30 928 +0
Total Volume and Open Interest 1,372 7,667 +293
WTI Crude Oil(ICE
Jun11 110502 113.42 114.81 110.80 113.52 -0.41 80,345 92,413 -1,711
Jul11 110502 114.10 115.25 111.44 114.04 -0.39 22,976 72,617 +1,002
Aug11 110502 114.16 115.42 111.96 114.32 -0.39 12,529 30,975 +895
Sep11 110502 114.27 115.32 112.10 114.44 -0.39 10,596 31,341 +1,847
Oct11 110502 114.29 115.28 112.05 114.42 -0.40 4,179 19,842 +336
Nov11 110502 114.25 115.27 112.04 114.38 -0.40 2,283 16,172 +499
Dec11 110502 114.33 115.45 112.02 114.33 -0.40 16,208 88,158 -38
Jan12 110502 114.70 114.76 114.09 114.20 -0.38 1,153 12,339 +70
Feb12 110502 114.57 114.57 113.90 114.02 -0.36 623 3,361 +59
Mar12 110502 113.82 113.82 113.82 113.82 -0.34 776 10,891 +83
Apr12 110502 113.61 113.61 113.61 113.61 -0.31 343 3,542 +60
May12 110502 113.38 113.38 113.38 113.38 -0.27 329 2,110 +53
Jun12 110502 113.80 113.80 113.00 113.12 -0.23 1,264 26,411 -9
Jul12 110502 112.73 112.73 112.73 112.73 -0.22 128 1,461 +85
Aug12 110502 112.33 112.33 112.33 112.33 -0.21 59 893 +49
Sep12 110502 111.99 111.99 111.99 111.99 -0.20 5 4,124 +0
Total Volume and Open Interest 159,885 518,679 +2,338
US Dollar Index(ICE)
Jun11 110502 73.185 73.480 72.895 73.140 +0.033 26,202 50,199 +29
Sep11 110502 73.510 73.860 73.325 73.560 +0.027 89 712 +29
Dec11 110502 74.025 74.025 74.025 74.025 +0.028 0 2 +0
Total Volume and Open Interest 26,291 50,914 +58
Australian Dollar(CME)
Jun11 110502 109.15 109.54 108.63 109.02 -0.11 96,930 138,681 -2,523
Sep11 110502 107.98 108.06 107.39 107.65 -0.13 112 825 -18
Dec11 110502 106.38 106.51 106.38 106.38 -0.13 0 59 +0
Total Volume and Open Interest 97,042 139,565 -2,541
British Pound(CME)
Jun11 110502 167.07 167.31 166.25 166.73 -0.28 94,116 118,725 -1,558
Sep11 110502 166.66 167.08 166.07 166.49 -0.28 84 509 +17
Dec11 110502 167.02 167.02 166.22 166.22 -0.28 0 36 +0
Total Volume and Open Interest 94,200 119,275 -1,541
Canadian Dollar(CME)
Jun11 110502 105.74 105.76 104.92 105.21 -0.41 64,863 134,244 +2,017
Sep11 110502 105.50 105.50 104.70 104.95 -0.40 245 3,158 +107
Dec11 110502 104.85 105.03 104.47 104.64 -0.39 14 2,480 +3
Mar12 110502 104.31 104.70 104.31 104.31 -0.39 1 258 +0
Total Volume and Open Interest 65,127 140,176 +2,129
Japanese Yen(CME)
Jun11 110502 123.33 123.49 122.42 123.10 -0.20 113,076 103,590 -9,220
Sep11 110502 123.43 123.47 122.56 123.18 -0.20 255 1,636 +38
Dec11 110502 123.65 123.65 122.70 123.30 -0.20 79 169 +43
Total Volume and Open Interest 113,410 105,402 -9,139
Swiss Franc(CME)
Jun11 110502 115.66 115.97 115.00 115.73 -0.08 34,618 73,049 -92
Sep11 110502 115.57 115.96 115.18 115.78 -0.08 51 163 -5
Dec11 110502 116.04 116.24 115.78 115.78 -0.08 0 15 +0
Total Volume and Open Interest 34,669 73,228 -97
EuroFX(CME)
Jun11 110502 148.10 148.85 147.44 148.30 +0.10 279,673 245,000 -2,403
Sep11 110502 147.66 148.36 147.01 147.83 +0.09 915 3,315 +186
Dec11 110502 147.35 147.35 147.26 147.35 +0.09 2 86 +1
Total Volume and Open Interest 280,591 248,777 -2,216
Mexican Peso(CME)
May11 110502 867.8 868.2 867.8 867.8 -0.5      
Jun11 110502 866.8 867.5 864.0 865.8 -0.5 22,345 167,507 -3,669
Total Volume and Open Interest 22,345 167,643 -3,669
30-Year T-Bonds(CBOT)
Jun11 110502 122~060 122~190 122~060 122~190 +0~070      
Sep11 110502 120~310 121~110 120~220 121~050 +0~080 600 4,215 +336
Dec11 110502 119~300 119~300 119~140 119~220 +0~080 0 31 +0
Total Volume and Open Interest 316,894 591,141 +12,577
10-Year T-Notes(CBOT)
Jun11 110502 121~040 121~145 120~285 121~075 +0~030 1,219,039 1,654,341 +16,668
Sep11 110502 119~250 119~310 119~185 119~250 +0~030 2,492 11,327 +1,026
Dec11 110502 118~250 118~250 118~220 118~250 +0~030 1 4 +0
Total Volume and Open Interest 1,221,532 1,665,672 +17,694
5-Year T-Notes(CBOT)
Jun11 110502 118~048 118~064 118~048 118~063 +0~003 730,036 1,454,483 +3,289
Sep11 110502 117~012 117~034 117~012 117~034 +0~005 2,627 5,660 +1,233
Dec11 110502 116~058 116~058 116~053 116~058 +0~005      
Total Volume and Open Interest 732,663 1,460,143 +4,522
2 Year T-Notes(CBOT)
Jun11 110502 109~072 109~079 109~068 109~075 +0~003 349,935 1,072,451 +20,028
Sep11 110502 109~017 109~018 109~013 109~017 +0~004 4,617 10,338 +3,543
Dec11 110502 108~083 108~083 108~079 108~083 +0~004 0 20 +0
Total Volume and Open Interest 354,552 1,082,809 +23,571
Eurodollars(CME)
Jun11 110502 99.710 99.715 99.705 99.705 unch 127,659 1,033,593 -6,562
Sep11 110502 99.650 99.655 99.645 99.650 +0.005 209,281 1,437,477 -15,233
Dec11 110502 99.545 99.565 99.540 99.555 +0.015 280,328 1,646,446 +37,089
Mar12 110502 99.390 99.415 99.375 99.395 +0.010 306,371 1,536,482 +10,902
Jun12 110502 99.145 99.175 99.125 99.150 +0.010 411,145 1,227,403 +21,442
Sep12 110502 98.840 98.875 98.815 98.840 +0.005 299,019 678,346 +797
Dec12 110502 98.535 98.560 98.490 98.525 +0.005 305,236 556,581 +6,815
Mar13 110502 98.255 98.290 98.210 98.250 +0.005 274,300 353,545 +7,622
Jun13 110502 97.990 98.035 97.945 97.985 +0.005 204,413 274,578 +943
Sep13 110502 97.730 97.775 97.685 97.725 +0.010 131,303 253,284 -200
Dec13 110502 97.460 97.510 97.420 97.460 +0.010 99,161 192,263 +5,216
Mar14 110502 97.225 97.280 97.195 97.230 +0.010 86,402 180,921 +5,237
Jun14 110502 96.995 97.050 96.965 97.000 +0.010 29,335 106,954 +577
Sep14 110502 96.765 96.825 96.735 96.775 +0.010 22,242 62,180 +2,814
Dec14 110502 96.545 96.595 96.510 96.550 +0.010 21,650 74,324 +17
Mar15 110502 96.330 96.400 96.315 96.355 +0.010 16,237 54,189 -938
Jun15 110502 4.425 4.460 4.370 4.415 +0.010 9,080 40,252 +457
Sep15 110502 4.245 4.285 4.195 4.240 +0.015 8,760 38,180 +552
Total Volume and Open Interest 2,866,362 9,947,493 +82,853
30 Day Federal Funds(CBOT)
May11 110502 99.897 99.902 99.895 99.900 +0.005 3,992 83,034 +1,015
Jun11 110502 99.890 99.900 99.885 99.890 +0.005 5,082 58,279 +1,776
Jul11 110502 99.875 99.880 99.870 99.875 +0.005 1,375 47,458 -371
Aug11 110502 99.860 99.865 99.855 99.855 unch 1,345 43,482 -164
Sep11 110502 99.850 99.855 99.845 99.845 unch 845 35,099 -27
Oct11 110502 99.840 99.845 99.830 99.835 +0.005 1,324 47,012 -379
Total Volume and Open Interest 47,089 713,340 +10,029
30 Day Fed Funds(e-CBOT)
3-Mth Euro-Yen(CME)
Jun11 110502 99.675 99.675 99.675 99.675 unch 0 750 +0
Sep11 110502 99.673 99.673 99.673 99.673 unch      
Dec11 110502 99.670 99.670 99.670 99.670 +0.005 0 75 +0
Mar12 110502 99.658 99.658 99.658 99.658 +0.005      
Jun12 110502 99.685 99.685 99.685 99.685 +0.005      
Sep12 110502 99.615 99.615 99.615 99.615 +0.005      
Dec12 110502 99.575 99.575 99.575 99.575 +0.005      
Mar13 110502 99.575 99.575 99.575 99.575 +0.005      
Jun13 110502 99.530 99.530 99.530 99.530 +0.005      
Sep13 110502 99.390 99.390 99.390 99.390 +0.005      
Total Volume and Open Interest 0 825 +0
3-Mth Euro-Yen(SGX)
Jun11 110502 99.68 99.68 99.68 99.68 unch 0 5,402 +0
Sep11 110502 99.67 99.67 99.67 99.67 unch 0 1,533 +0
Dec11 110502 99.67 99.67 99.67 99.67 +0.00 0 1,944 +0
Mar12 110502 99.66 99.66 99.66 99.66 +0.01 0 3,672 +0
Jun12 110502 99.68 99.68 99.68 99.68 +0.00 0 1,254 +0
Sep12 110502 99.61 99.61 99.61 99.61 +0.00 0 411 +0
Dec12 110502 99.57 99.57 99.57 99.57 +0.00 0 24 +0
Mar13 110502 99.57 99.57 99.57 99.57 +0.00 0 1 +0
Total Volume and Open Interest 0 14,241 +0
Japanese Gov't Bonds(SGX)
Jun11 110428 139.83 140.80 139.76 140.07 +0.15 1,654 13,254 +739
Sep11 110502 139.29 139.29 139.29 139.29 +0.12 0 1 +0
Dec11 110502 137.20 137.20 137.20 137.20 +0.12      
Total Volume and Open Interest 3,128 14,115 +860
Euro-Bund(EUREX)
Jun11 110427 122.52 122.55 121.89 121.99 -0.52 782,295 897,866 +8,278
Sep11 110502 122.54 122.55 122.20 122.48 -0.09 1,259 12,058 +144
Dec11 110502 121.72 121.72 121.72 121.72 -0.10      
Total Volume and Open Interest 824,871 918,593 +25,663
Euro-Bobl(EUREX)
Jun11 110426 115.12 115.24 115.00 115.18 +0.43 574,118 781,605 -8,826
Sep11 110502 114.45 114.45 114.45 114.45 -0.12 3 20,091 +3
Dec11 110502 114.68 114.68 114.68 114.68 -0.11      
Total Volume and Open Interest 405,479 834,123 +20,230
3-Mth Euribor(EUREX)
Jun11 110502 98.430 98.435 98.430 98.430 -0.010 176 6,663 +96
Sep11 110502 98.165 98.165 98.165 98.165 -0.015 29 2,665 -5
Dec11 110502 97.940 97.940 97.930 97.935 -0.030 7 1,101 +0
Total Volume and Open Interest 324 12,846 +158
Long Gilt(LIFFE)
Jun11 110428 118~22 119~08 118~20 119~05 +0~25 66,199 329,696 -26,275
Sep11 110428 117~29 117~29 117~29 117~29 +0~25 0 10 +0
Total Volume and Open Interest 66,199 329,706 -26,275
3-Mth Short Sterling(LIFFE)
Jun11 110428 99.15 99.16 99.14 99.15 +0.01 61,024 492,330 +10,004
Sep11 110428 99.00 99.03 99.00 99.03 +0.04 119,919 453,078 +19,937
Dec11 110428 98.80 98.85 98.79 98.84 +0.06 98,556 445,083 +6,115
Mar12 110428 98.59 98.65 98.57 98.63 +0.08 68,737 395,425 +11,340
Jun12 110428 98.33 98.40 98.31 98.38 +0.10 68,285 314,980 -2,232
Sep12 110428 98.05 98.13 98.03 98.11 +0.11 39,975 194,337 -8,533
Total Volume and Open Interest 520,778 2,686,719 +25,782
3-Mth Euribor(LIFFE)
Jun11 110502 98.445 98.445 98.420 98.430 -0.010 121,105 761,159 -5,828
Sep11 110502 98.180 98.180 98.150 98.165 -0.015 103,338 704,504 -11,348
Dec11 110502 97.960 97.960 97.920 97.940 -0.025 112,419 667,687 -23,833
Total Volume and Open Interest 781,104 3,908,744 -3,775
3-Mth Aus T-Bills(SFE)
Jun11 110502 95.02 95.02 94.98 94.99 -0.03 13,656 153,974 -9,701
Sep11 110502 94.94 94.95 94.90 94.91 -0.04 26,035 218,522 -2,272
Dec11 110502 94.86 94.87 94.81 94.83 -0.03 11,715 144,967 -1,320
Mar12 110502 94.77 94.78 94.72 94.73 -0.04 5,102 75,439 +832
Jun12 110502 94.68 94.69 94.64 94.65 -0.03 1,838 47,523 +351
Sep12 110502 94.60 94.61 94.55 94.56 -0.03 627 47,536 +53
Dec12 110502 94.53 94.54 94.47 94.49 -0.03 608 19,515 +40
Mar13 110502 94.49 94.49 94.44 94.45 -0.02 332 11,120 +292
Jun13 110502 94.39 94.39 94.39 94.39 -0.02 2 1,050 +0
Sep13 110502 94.33 94.33 94.33 94.33 -0.02 2 901 +1
Total Volume and Open Interest 59,917 721,404 -11,724
10-Year Aus T-Bonds(SFE)
Jun11 110502 94.56 94.59 94.54 94.55 -0.01 41,370 367,643 -10,972
Sep11 110502 94.55 94.55 94.55 94.55 -0.01      
Total Volume and Open Interest 41,370 367,643 -10,972
3-Year Aus T-Bonds(SFE)
Jun11 110429 94.87 94.92 94.85 94.89 +0.02 175,711 604,933 +99,497
Sep11 110502 94.87 94.87 94.87 94.87 -0.02      
Total Volume and Open Interest 136,112 548,931 -56,002
Gold(CMX)
Jun11 110502 1566.8 1577.4 1540.3 1557.1 +0.7 183,542 348,115 -4,843
Aug11 110502 1565.6 1577.7 1542.4 1558.4 +0.7 8,928 69,545 +2,807
Oct11 110502 1579.2 1579.2 1548.0 1559.6 +0.7 512 6,218 +49
Dec11 110502 1573.0 1579.5 1544.6 1560.7 +0.7 1,816 37,846 -87
Feb12 110502 1577.5 1578.9 1548.0 1562.2 +0.8 365 7,059 -13
Apr12 110502 1560.4 1570.4 1553.4 1563.8 +0.8 15 5,162 +11
Jun12 110502 1558.9 1566.2 1556.2 1565.6 +0.7 148 8,749 +17
Aug12 110502 1567.7 1567.7 1567.7 1567.7 +0.7 33 2,983 +27
Oct12 110502 1570.4 1570.4 1570.4 1570.4 +0.6 0 3,272 +0
Dec12 110502 1589.9 1593.8 1562.0 1574.0 +0.6 152 12,075 +32
Feb13 110502 1578.1 1578.1 1578.1 1578.1 +0.4 14 111 +7
Total Volume and Open Interest 198,960 532,636 -4,983
Silver(CMX)
May11 110502 4797.0 4808.5 4219.0 4607.8 -250.6 40,534 2,166 -8,797
Jul11 110502 4809.0 4819.0 4220.0 4608.4 -251.5 170,645 78,050 +1,695
Sep11 110502 4792.0 4799.0 4231.5 4609.7 -251.2 2,558 10,197 +433
Dec11 110502 4804.5 4818.5 4240.0 4610.1 -251.1 2,315 17,560 +162
Mar12 110502 4663.5 4715.0 4246.0 4605.9 -251.0 304 2,134 +120
May12 110502 4463.5 4601.7 4400.0 4601.7 -251.2 476 822 +291
Jul12 110502 4274.5 4597.9 4274.5 4597.9 -250.7 48 1,610 +6
Total Volume and Open Interest 226,297 129,712 -6,051
Platinum(NYMEX)
Jul11 110502 1882.0 1889.5 1833.8 1875.7 +10.2 6,816 36,480 +959
Oct11 110502 1888.0 1893.0 1847.3 1879.4 +10.6 21 1,383 +15
Jan12 110502 1848.5 1881.4 1848.4 1881.4 +10.6 3 26 +3
Apr12 110502 1851.0 1883.4 1851.0 1883.4 +10.6 0 22 +0
Total Volume and Open Interest 6,843 37,934 +976
Palladium(NYMEX)
Jun11 110502 797.00 800.00 764.50 784.10 -8.05 4,880 19,716 +59
Sep11 110502 796.95 796.95 770.60 785.75 -8.00 141 1,442 +110
Dec11 110502 794.85 794.85 767.80 786.90 -8.25 13 350 +8
Total Volume and Open Interest 5,042 21,517 +182
Copper(CMX)
May11 110502 417.75 419.25 409.80 418.25 +1.70 14,927 6,672 -4,758
Jul11 110502 418.70 421.00 410.75 419.60 +1.70 35,977 82,122 +1,786
Sep11 110502 419.50 422.15 413.05 421.30 +1.80 1,497 22,897 -119
Dec11 110502 422.10 423.50 414.50 422.90 +1.85 553 8,767 +43
Mar12 110502 418.00 425.10 418.00 423.80 +1.85 257 2,525 -211
Total Volume and Open Interest 53,875 129,624 -3,114
DJIA Index(CBOT)
Jun11 110502 12800 12870 12738 12764 +8 1,640 22,879 +1,189
Sep11 110502 12695 12695 12687 12695 +8 0 9 +0
Dec11 110502 12628 12628 12628 12628 +8 0 1 +0
Mar12 110502 12570 12570 12570 12570 +8      
Total Volume and Open Interest 1,640 22,889 +1,189
S & P 500(CME)
Jun11 110502 1363.00 1372.80 1354.70 1357.70 -2.00 11,770 315,763 +1,017
Sep11 110502 1358.00 1361.60 1349.90 1352.40 -2.00 311 6,134 +0
Dec11 110502 1347.00 1356.20 1344.50 1347.00 -2.00 180 3,934 +340
Mar12 110502 1342.40 1351.60 1339.90 1342.40 -2.00      
Total Volume and Open Interest 12,261 325,836 +1,357
S & P 500 E-Mini(Globex)
Jun11 110502 1357.75 1358.50 1357.25 1358.25 -1.50      
Sep11 110502 1359.00 1367.50 1350.50 1352.50 -2.00 984 17,504 +175
Total Volume and Open Interest 1,708,254 2,763,745 -7,987
NASDAQ 100(CME)
Jun11 110502 2405.00 2427.80 2393.00 2401.50 +0.70 2,428 22,503 +2,024
Sep11 110502 2397.30 2404.00 2394.00 2397.30 +0.30 50 52 +50
Dec11 110502 2393.80 2393.80 2393.50 2393.80 +0.30 0 2 +0
Total Volume and Open Interest 2,478 22,557 +2,074
NASDAQ 100 E-Mini(Globex)
Jun11 110502 2408.00 2428.00 2393.80 2401.50 +0.70 229,280 383,427 +3,569
Sep11 110502 2410.50 2422.00 2392.80 2397.30 +0.30 354 1,169 +257
Total Volume and Open Interest 229,634 384,613 +3,826
S & P Midcap 400(CME)
Jun11 110502 1007.50 1016.00 1006.00 1007.50 -6.00 0 2,117 +0
Sep11 110502 1005.30 1005.30 1003.80 1005.30 -6.00      
Dec11 110502 1003.70 1003.70 1002.20 1003.70 -6.00      
Total Volume and Open Interest 0 2,117 +0
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Jun11 110502 9990 9990 9990 9990 +45      
Sep11 110502 10000 10020 9975 10020 +45 20 19 +7
Total Volume and Open Interest 7,878 55,190 -386
Nikkei 225(SGX)
Jun11 110502 9940 10045 9880 10030 +170 88,894 231,350 +377
Sep11 110502 9950 10030 9950 10030 +170 25 1,403 +35
Dec11 110502 9975 9975 9975 9975 +170 0 6,259 +0
Total Volume and Open Interest 89,012 244,871 +542
CAC 40(EURONEXT)
May11 110502 4087.5 4094.5 4040.0 4053.0 -1.0 100,709 320,409 +1,838
Jun11 110502 4040.0 4047.0 4001.0 4010.5 unch 673 27,036 +302
Jul11 110502 4008.5 4008.5 4008.5 4008.5 unch      
Total Volume and Open Interest 101,382 347,446 +2,140
Hang Seng Index(HKFE)
May11 110429 23553 23667 23452 23485 -115 76,532 87,207 +33,471
Jun11 110429 23424 23510 23311 23338 -118 1,105 7,305 +422
Total Volume and Open Interest 177,628 126,718 +4,177
DAX(EUREX)
Jun11 110502 7599.5 7624.0 7518.0 7555.0 +25.5 112,835 177,811 +2,593
Sep11 110502 7623.0 7650.0 7552.5 7582.5 +25.5 118 5,907 -28
Dec11 110502 7660.0 7680.0 7588.0 7614.0 +25.5 45 717 +30
Total Volume and Open Interest 112,998 184,435 +2,595
FT-SE 100(EURONEXT)
Jun11 110428 6060.00 6061.50 6019.00 6033.00 -6.00 80,132 660,803 +3,040
Sep11 110428 6016.00 6024.00 5998.00 5998.00 -6.00 8 556 -5
Dec11 110428 5977.50 5977.50 5977.50 5977.50 -6.00 0 165 -2
Total Volume and Open Interest 80,140 661,524 +3,033
SPI 200(SFE)
Jun11 110502 4800.0 4843.0 4764.0 4819.0 +11.0 44,917 184,870 -4,995
Sep11 110502 4813.0 4813.0 4768.0 4808.0 +11.0 80 3,669 +67
Dec11 110502 4831.0 4831.0 4831.0 4831.0 +11.0 3 2,595 -3
Total Volume and Open Interest 45,073 192,733 -5,061
GSCI(CME)
May11 110502 96.64 104.89 93.64 96.64 -7.00 32 11,932 +5
Jun11 110502 98.39 106.64 95.14 98.14 -7.10 2 0 +0
Jul11 110502 95.64 103.64 93.14 96.14 -6.50      
Total Volume and Open Interest 34 11,932 +5
Reuters CCI(ICE)
Jun11 110502 368.90 368.90 368.90 368.90 -2.50      
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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