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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 Tue May 03, 2011
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
May11 110503 1390.25 1394.75 1354.00 1359.25 -31.00 19,328 10,157 -9,666
Jul11 110503 1393.25 1397.50 1355.25 1363.75 -29.25 98,579 265,308 +5,055
Aug11 110503 1394.00 1394.00 1355.50 1363.50 -27.00 4,448 18,167 +142
Sep11 110503 1380.00 1384.50 1348.75 1357.75 -23.25 2,852 16,771 +42
Nov11 110503 1373.75 1378.00 1345.00 1354.25 -19.50 23,029 199,929 -670
Jan12 110503 1384.50 1384.50 1352.50 1361.75 -19.00 783 22,653 +17
Mar12 110503 1374.50 1379.75 1352.75 1361.25 -18.50 672 14,107 -132
Total Volume and Open Interest 151,067 572,959 -4,810
Soybean Meal(CBOT)
May11 110503 358.00 358.60 347.00 349.50 -7.30 9,365 4,658 -1,074
Jul11 110503 362.30 364.10 352.10 354.90 -7.40 47,219 100,072 +2,535
Aug11 110503 364.10 364.50 353.10 356.00 -7.20 4,684 27,912 +26
Sep11 110503 363.10 363.10 352.50 354.90 -7.00 3,170 16,745 -3
Oct11 110503 356.00 356.00 349.20 351.60 -5.90 1,233 14,165 -83
Dec11 110503 358.70 358.90 349.40 352.00 -5.40 6,663 50,954 +45
Jan12 110503 355.80 358.50 350.90 353.20 -5.30 223 3,505 +18
Mar12 110503 356.70 359.80 354.90 354.90 -4.90 277 3,160 -15
Total Volume and Open Interest 73,312 227,707 +1,626
Soybean Oil(CBOT)
May11 110503 58.19 58.19 57.14 57.27 -0.92 9,538 4,362 -4,115
Jul11 110503 58.58 58.63 57.53 57.71 -0.89 69,890 161,394 +1,119
Aug11 110503 58.86 58.86 57.82 57.98 -0.87 6,399 28,017 +1,180
Sep11 110503 59.12 59.12 58.08 58.24 -0.87 5,176 21,651 +807
Oct11 110503 58.69 58.85 58.22 58.37 -0.81 495 14,022 +57
Dec11 110503 59.35 59.35 58.43 58.60 -0.79 11,449 81,184 +941
Jan12 110503 58.71 59.23 58.62 58.78 -0.80 227 4,904 +18
Mar12 110503 59.15 59.15 58.75 58.83 -0.80 624 4,386 +56
Total Volume and Open Interest 103,921 324,812 +88
Canola(WCE)
May11 110503 564.5 566.4 562.1 562.8 -3.2 684 1,080 -569
Jul11 110503 569.0 569.9 560.3 563.7 -5.3 7,236 81,725 +833
Nov11 110503 565.9 566.8 556.6 560.5 -4.7 4,194 74,921 -952
Jan12 110503 565.5 570.0 564.5 568.3 -3.9 158 5,877 -2
Mar12 110503 571.8 571.8 571.8 571.8 -3.9 0 1,157 +0
Total Volume and Open Interest 12,416 167,038 -660
Corn(CBOT)
May11 110503 735.50 738.50 716.00 719.00 -11.75 55,921 28,694 -27,189
Jul11 110503 739.25 743.00 721.25 723.75 -10.75 180,203 693,318 +4,932
Sep11 110503 707.75 713.00 694.25 698.75 -4.75 23,130 160,706 +2,623
Dec11 110503 666.00 672.50 652.75 662.25 +1.00 61,795 446,543 -957
Mar12 110503 675.50 682.25 663.75 673.00 +1.00 7,046 72,691 +387
May12 110503 684.00 688.50 677.00 681.00 +0.75 1,588 15,686 +312
Total Volume and Open Interest 336,903 1,503,973 -18,778
Wheat(CBOT)
May11 110503 764.50 764.50 748.25 760.75 +1.00 4,479 3,817 -2,214
Jul11 110503 794.25 800.00 778.00 793.25 +1.50 50,673 233,649 +2,180
Sep11 110503 839.00 841.50 822.25 834.00 -1.00 13,969 72,089 +1,288
Dec11 110503 882.25 884.75 866.00 876.75 -1.25 16,282 97,544 +97
Mar12 110503 912.75 914.75 900.00 909.75 +0.25 1,311 13,398 -99
Total Volume and Open Interest 89,411 456,851 +2,014
Wheat(KCBT)
May11 110503 883.50 890.50 879.00 889.00 +7.50 7,970 2,053 -3,921
Jul11 110503 893.00 902.25 883.75 898.00 +7.50 16,806 90,607 -996
Sep11 110503 913.25 920.50 903.00 916.25 +6.50 3,793 31,744 +664
Dec11 110503 936.00 943.25 925.75 937.25 +5.25 4,996 37,013 +581
Mar12 110503 952.50 955.50 940.75 953.25 +6.00 344 4,712 +108
Total Volume and Open Interest 34,234 173,625 -3,475
Wheat(MGE)
May11 110503 950.00 950.00 940.00 943.50 -6.50 1,982 1,991 -1,063
Jul11 110503 939.00 944.50 925.75 932.25 -5.25 4,603 21,273 -160
Sep11 110503 938.25 943.00 925.75 934.00 +0.25 1,209 16,390 +108
Dec11 110503 947.25 952.00 934.75 944.50 -0.50 1,018 12,625 +110
Mar12 110503 959.00 961.50 946.00 956.25 +3.00 127 2,543 +23
Total Volume and Open Interest 9,033 57,479 -917
Oats(CBOT)
May11 110503 333.00 335.00 326.00 335.00 +1.00 49 732 -12
Jul11 110503 347.25 348.00 336.25 344.00 +1.00 1,273 9,562 -114
Sep11 110503 352.00 353.75 346.00 352.00 +2.00 13 249 -2
Dec11 110503 361.25 365.25 354.00 362.00 +2.00 275 2,907 -16
Total Volume and Open Interest 1,624 13,470 -130
Rough Rice(CBOT)
May11 110503 14.85 15.16 14.85 15.15 +0.17 470 1,119 -495
Jul11 110503 15.31 15.48 15.02 15.39 +0.20 1,596 17,138 +106
Sep11 110503 16.10 16.25 15.84 16.17 +0.16 281 4,750 +56
Nov11 110503 16.26 16.52 16.12 16.45 +0.16 147 1,001 +32
Total Volume and Open Interest 2,510 24,509 -295
Live Cattle(CME)
Jun11 110503 111.650 111.850 110.500 110.600 -1.350 24,777 145,371 -1,061
Aug11 110503 114.250 114.285 112.900 113.080 -1.455 10,602 92,205 +995
Oct11 110503 119.100 119.250 117.950 118.050 -1.585 6,650 59,105 +1,511
Dec11 110503 121.100 121.400 120.000 120.200 -1.480 3,208 43,717 +83
Feb12 110503 121.750 121.850 120.330 120.500 -1.680 1,641 11,795 -128
Apr12 110503 122.200 122.430 121.135 121.330 -1.350 237 5,157 +68
Total Volume and Open Interest 47,178 358,462 +863
Feeder Cattle(CME)
May11 110503 131.050 131.050 129.285 129.325 -1.725 1,275 7,036 -95
Aug11 110503 134.880 135.000 133.000 133.050 -1.775 2,033 25,011 -41
Sep11 110503 135.950 136.050 134.075 134.300 -1.900 341 4,654 -27
Oct11 110503 136.300 136.380 134.485 134.535 -2.040 215 3,108 +19
Nov11 110503 136.285 136.285 134.300 134.850 -1.685 124 1,422 +37
Jan12 110503 134.100 134.250 133.250 133.500 -2.100 11 333 +4
Mar12 110503 134.100 134.100 134.100 134.100 unch 7 28 +5
Total Volume and Open Interest 4,006 41,593 -98
Lean Hogs(CME)
May11 110503 94.900 95.230 92.650 92.650 -3.000 1,418 4,157 -250
Jun11 110503 95.080 95.350 92.480 92.480 -3.000 23,630 78,659 +981
Jul11 110503 95.980 95.980 93.480 93.480 -3.000 4,740 30,057 -110
Aug11 110503 97.080 97.285 94.580 94.580 -3.000 5,152 36,055 +533
Oct11 110503 89.035 89.430 86.450 86.450 -3.000 3,481 33,179 +559
Dec11 110503 85.500 85.680 82.950 83.330 -2.420 2,118 27,299 -30
Feb12 110503 86.500 86.680 84.035 84.800 -2.000 230 6,878 -33
Apr12 110503 87.635 87.635 85.350 86.000 -1.600 111 4,077 +7
Total Volume and Open Interest 40,945 222,419 +1,626
Class III Milk(CME)
May11 110503 16.50 16.52 16.43 16.46 -0.01 112 5,405 +23
Jun11 110503 17.40 17.45 17.30 17.38 -0.01 159 4,717 +34
Jul11 110503 17.72 17.84 17.67 17.75 -0.05 99 3,433 +8
Aug11 110503 18.05 18.07 17.90 17.97 -0.07 83 3,284 +8
Sep11 110503 18.10 18.16 18.03 18.10 -0.06 77 3,319 +21
Total Volume and Open Interest 741 30,714 -5,292
Cocoa(ICE)
May11 110503 3304 3307 3268 3271 -82 18 344 -7
Jul11 110503 3263 3290 3211 3271 -20 13,506 76,762 +943
Sep11 110503 3264 3289 3222 3277 -21 1,110 24,325 +26
Dec11 110503 3291 3302 3245 3293 -21 371 23,890 +15
Mar12 110503 3303 3332 3270 3327 -30 222 22,576 -59
May12 110503 3295 3317 3281 3317 -31 213 5,674 -184
Jul12 110503 3302 3314 3302 3314 -32 459 1,504 -31
Total Volume and Open Interest 16,326 159,614 +715
Coffee "C"(ICE)
May11 110503 305.00 306.25 304.00 304.90 +0.35 45 453 -114
Jul11 110503 305.20 308.90 304.00 306.15 +1.05 6,624 71,456 +152
Sep11 110503 308.35 311.40 306.85 308.90 +1.10 1,395 19,871 +358
Dec11 110503 310.00 313.75 309.55 311.60 +1.30 1,126 18,451 +49
Mar12 110503 311.05 313.15 310.05 312.10 +1.05 261 3,965 +83
May12 110503 309.95 311.55 309.25 310.90 +0.50 48 2,234 +7
Total Volume and Open Interest 9,580 118,144 +529
Orange Juice(ICE)
May11 110503 181.25 181.25 178.30 180.55 +2.50 334 808 -315
Jul11 110503 169.60 173.00 169.10 172.90 +3.30 1,125 23,072 +59
Sep11 110503 165.10 168.00 165.05 167.90 +2.20 209 2,066 +89
Nov11 110503 162.30 165.20 162.30 165.20 +2.15 19 1,599 +6
Jan12 110503 163.60 163.60 163.60 163.60 +1.80 18 204 +12
Mar12 110503 163.10 163.10 163.10 163.10 +1.80 0 70 +0
Total Volume and Open Interest 1,705 27,913 -149
Sugar #11(ICE)
Jul11 110503 22.00 22.43 21.67 22.05 +0.18 38,234 276,538 +4,232
Oct11 110503 22.36 22.74 22.13 22.39 +0.07 16,967 131,970 +2,829
Mar12 110503 22.99 23.18 22.69 22.87 -0.02 6,561 67,081 -1,386
May12 110503 22.87 23.00 22.63 22.71 -0.06 3,277 21,698 +337
Jul12 110503 22.68 22.84 22.51 22.63 -0.02 2,020 15,870 +71
Total Volume and Open Interest 69,296 553,345 -12,227
London Cocoa(LCE)
May11 110503 1960 1978 1942 1971 -4 1,345 37,712 -830
Jul11 110503 1976 1994 1958 1984 +3 4,113 57,616 +850
Sep11 110503 1981 2006 1971 1996 +3 1,470 29,898 +480
Dec11 110503 2003 2026 1987 2016 +1 842 30,851 +326
Mar12 110503 2017 2042 2010 2032 +2 407 27,292 +97
May12 110503 2036 2045 2021 2045 +3 227 7,594 -158
Jul12 110503 2051 2051 2051 2051 +2 35 3,975 +21
Total Volume and Open Interest 8,439 205,213 +786
London Sugar(LCE)
Aug11 110503 602.00 610.00 597.50 609.50 -5.60 1,803 23,212 -181
Oct11 110503 590.00 596.90 585.00 595.30 -6.20 1,061 7,442 -495
Dec11 110503 600.00 605.20 592.40 605.10 -2.30 363 2,807 +166
Mar12 110503 600.20 605.30 597.00 603.70 -4.90 77 1,761 -16
May12 110503 587.30 598.70 584.40 598.70 -1.90 24 1,084 +11
Total Volume and Open Interest 3,330 36,981 -513
Cotton(ICE)
May11 110503 177.23 180.23 176.29 179.21 +3.30 55 5,182 -47
Jul11 110503 154.45 158.87 153.46 157.51 +3.06 7,546 71,931 -788
Oct11 110503 143.07 144.39 141.43 141.43 -0.53 61 479 +8
Dec11 110503 128.00 131.39 127.30 128.37 +1.31 4,373 60,163 -337
Mar12 110503 120.40 123.33 119.74 120.77 +0.80 338 8,323 +26
May12 110503 115.70 115.85 114.62 114.62 +0.82 163 2,247 -69
Total Volume and Open Interest 12,844 153,644 -988
Lumber(CME)
May11 110503 241.0 244.0 235.0 239.0 -2.5 337 1,421 -47
Jul11 110503 258.6 265.2 255.7 255.7 -7.8 834 6,196 +126
Sep11 110503 277.1 280.9 274.0 278.0 -6.0 314 1,736 +187
Nov11 110503 280.9 280.9 275.8 278.0 unch 25 426 +8
Total Volume and Open Interest 1,512 9,792 +273
Crude Oil(NYM)
Jun11 110503 112.98 113.22 110.31 111.05 -2.47 201,831 341,620 -10,699
Jul11 110503 113.49 113.68 110.82 111.56 -2.48 48,972 211,987 +5,969
Aug11 110503 113.70 113.91 111.12 111.85 -2.47 21,941 80,317 +1,913
Sep11 110503 114.00 114.05 111.34 111.99 -2.45 22,004 78,913 +720
Oct11 110503 113.20 113.73 111.34 111.99 -2.43 9,551 42,286 +69
Nov11 110503 113.77 113.86 111.39 111.97 -2.41 4,821 37,175 +692
Dec11 110503 113.67 113.97 111.28 111.95 -2.38 26,096 188,821 +1,185
Jan12 110503 113.78 113.78 111.41 111.83 -2.37 1,694 37,261 +108
Feb12 110503 113.48 113.53 111.06 111.67 -2.35 1,100 18,412 +114
Mar12 110503 113.00 113.00 111.47 111.50 -2.32 1,449 30,511 +196
Apr12 110503 112.65 112.97 110.78 111.32 -2.29 876 14,527 -400
May12 110503 112.12 112.58 111.12 111.12 -2.26 1,820 14,546 +546
Jun12 110503 112.68 112.72 110.20 110.90 -2.22 6,981 71,830 +893
Jul12 110503 110.53 110.53 110.53 110.53 -2.20 2,445 19,912 +2,235
Aug12 110503 110.14 110.14 110.14 110.14 -2.19 711 12,656 +605
Sep12 110503 109.81 109.81 109.81 109.81 -2.18 337 13,122 +225
Total Volume and Open Interest 366,674 1,608,194 +5,845
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 110503 113.525 113.675 110.925 111.550 -2.500 428 871 +179
Aug11 110503 113.350 113.525 111.225 111.850 -2.475 87 88 +0
Sep11 110503 113.250 113.250 111.375 112.000 -2.450 134 160 +117
Oct11 110503 113.550 113.550 112.000 112.000 -2.425 4 42 -2
Nov11 110503 113.050 113.100 111.975 111.975 -2.400 1 17 +0
Dec11 110503 113.100 113.100 111.875 111.950 -2.375 10 319 +1
Jan12 110503 112.950 112.950 111.825 111.825 -2.375 1 8 +1
Feb12 110503 111.675 111.675 111.675 111.675 -2.350 0 1 +0
Total Volume and Open Interest 7,158 5,228 +229
Heating Oil(NYM)
Jun11 110503 324.00 324.86 316.85 319.08 -6.13 35,513 118,157 +890
Jul11 110503 325.15 326.12 318.55 320.64 -6.05 10,066 48,641 +444
Aug11 110503 326.24 327.05 320.19 322.21 -5.96 4,111 29,485 +585
Sep11 110503 328.55 328.91 321.89 323.91 -5.86 2,701 21,149 +264
Oct11 110503 328.00 329.59 324.35 325.49 -5.75 2,314 10,051 -121
Nov11 110503 330.00 330.83 324.90 327.01 -5.62 1,712 9,937 +324
Dec11 110503 332.62 333.51 326.42 328.51 -5.48 5,502 32,018 +1,304
Jan12 110503 332.55 332.95 329.58 329.95 -5.41 471 11,063 +24
Feb12 110503 332.25 332.85 330.02 330.02 -5.41 307 4,844 +23
Mar12 110503 330.80 332.08 328.76 328.76 -5.28 137 2,931 -35
Apr12 110503 328.26 328.26 326.50 326.50 -5.10 77 1,055 +48
May12 110503 326.62 326.76 324.57 324.57 -4.97 27 1,128 +8
Total Volume and Open Interest 65,603 308,799 -3,317
Gasoline(NYMEX)
Jun11 110503 332.93 336.15 330.76 332.94 -1.85 40,586 103,366 +2,928
Jul11 110503 328.89 331.00 325.60 327.61 -3.01 19,523 51,530 +2,140
Aug11 110503 324.95 326.37 321.41 323.16 -3.63 10,023 27,354 +59
Sep11 110503 321.70 322.34 317.09 319.17 -4.23 6,477 26,232 +949
Oct11 110503 305.05 306.02 301.60 303.26 -4.66 3,717 22,024 +1,087
Nov11 110503 302.05 302.05 299.12 299.45 -4.81 876 8,432 +92
Dec11 110503 300.10 301.61 296.12 297.67 -4.87 1,703 25,667 +33
Jan12 110503 299.00 299.78 297.61 297.61 -4.87 217 6,106 +23
Feb12 110503 300.99 300.99 298.84 298.84 -4.89 49 2,713 +9
Mar12 110503 300.09 300.09 300.09 300.09 -4.91 51 4,204 +32
Total Volume and Open Interest 83,370 294,177 +2,213
e-miNY RBOB Gasoline(NYM)
Jun11 110503 332.90 332.94 332.90 332.90 -1.90 0 2 +0
Jul11 110503 327.60 327.61 327.60 327.60 -3.00 0 1 +0
Aug11 110503 323.20 323.20 323.16 323.20 -3.60 0 1 +0
Sep11 110503 319.20 319.20 319.17 319.20 -4.20      
Total Volume and Open Interest 0 7 +0
Natural Gas(NYM)
Jun11 110503 4.688 4.718 4.658 4.670 -0.023 132,065 158,587 +139
Jul11 110503 4.763 4.786 4.728 4.738 -0.025 37,750 213,276 +2,657
Aug11 110503 4.806 4.830 4.773 4.783 -0.024 15,641 74,509 +982
Sep11 110503 4.811 4.843 4.788 4.801 -0.018 15,620 77,490 +1,139
Oct11 110503 4.847 4.883 4.825 4.838 -0.017 30,022 96,175 +4,679
Nov11 110503 4.983 5.015 4.961 4.975 -0.011 17,720 45,135 +1,753
Dec11 110503 5.179 5.215 5.171 5.185 -0.003 12,941 33,027 +1,766
Jan12 110503 5.305 5.335 5.290 5.304 unch 18,281 86,789 +729
Feb12 110503 5.284 5.305 5.269 5.279 unch 2,313 17,360 +58
Mar12 110503 5.209 5.224 5.189 5.201 unch 7,664 36,485 +1,528
Apr12 110503 5.036 5.047 5.014 5.024 unch 8,478 33,880 +1,282
May12 110503 5.047 5.048 5.025 5.036 unch 1,626 10,596 +556
Jun12 110503 5.058 5.084 5.058 5.070 +0.004 804 6,201 +277
Jul12 110503 5.120 5.121 5.112 5.112 +0.006 648 5,426 +267
Aug12 110503 5.145 5.148 5.127 5.137 +0.006 354 5,882 +189
Sep12 110503 5.151 5.151 5.147 5.147 +0.007 552 5,307 +152
Total Volume and Open Interest 309,033 981,821 +20,840
Brent Crude Oil(ICE)
Jun11 110503 124.30 125.02 121.75 122.45 -2.67 78,855 209,700 -5,981
Jul11 110503 124.47 124.73 121.51 122.22 -2.63 33,213 137,746 -2,351
Aug11 110503 124.29 124.29 121.26 121.97 -2.58 14,520 55,675 +960
Sep11 110503 123.38 123.71 120.86 121.61 -2.55 7,533 44,842 -390
Oct11 110503 122.96 123.31 120.50 121.23 -2.54 4,353 32,243 +118
Nov11 110503 122.56 122.88 120.11 120.85 -2.53 2,682 19,482 +116
Dec11 110503 122.16 122.56 119.72 120.46 -2.52 8,888 97,834 +164
Jan12 110503 121.32 121.54 119.60 120.14 -2.50 584 19,148 +210
Feb12 110503 120.69 120.90 119.28 119.83 -2.47 353 14,921 -100
Mar12 110503 119.50 119.50 119.50 119.50 -2.45 854 30,275 +383
Apr12 110503 119.12 119.15 119.12 119.15 -2.40 90 6,048 +16
May12 110503 118.75 118.75 118.75 118.75 -2.37 36 5,857 +9
Jun12 110503 119.85 120.30 117.83 118.34 -2.33 552 34,835 +201
Jul12 110503 117.90 117.90 117.90 117.90 -2.29 20 2,351 +0
Total Volume and Open Interest 154,215 832,145 -6,727
Gas Oil(ICE)
May11 110503 1027.00 1029.00 1004.50 1019.00 -20.75 19,552 86,699 -6,314
Jun11 110503 1029.75 1031.50 1007.25 1021.75 -20.75 35,754 138,007 +5,407
Jul11 110503 1033.00 1034.00 1010.50 1025.00 -20.50 11,225 60,750 -626
Aug11 110503 1030.25 1034.50 1013.25 1027.75 -20.00 4,207 34,005 +1,514
Sep11 110503 1036.50 1036.50 1017.00 1030.00 -19.75 4,504 48,186 -345
Oct11 110503 1038.50 1038.50 1018.50 1031.50 -20.00 1,810 33,460 -259
Nov11 110503 1037.50 1037.50 1017.50 1031.50 -20.00 340 22,399 -100
Dec11 110503 1034.75 1040.00 1018.25 1032.25 -19.75 2,940 59,692 -299
Jan12 110503 1040.00 1040.00 1022.00 1034.00 -20.00 176 27,079 +17
Feb12 110503 1034.75 1034.75 1021.50 1033.50 -19.75 108 6,591 -53
Total Volume and Open Interest 81,658 604,989 -722
Ethanol(CBOT)
May11 110503 2.610 2.625 2.610 2.620 +0.006 119 291 -44
Jun11 110503 2.619 2.635 2.610 2.618 -0.011 278 1,368 +71
Jul11 110503 2.630 2.645 2.613 2.627 -0.011 183 1,097 +28
Aug11 110503 2.602 2.650 2.601 2.619 -0.015 127 879 -6
Sep11 110503 2.590 2.624 2.580 2.583 -0.010 50 1,003 +21
Oct11 110503 2.500 2.510 2.480 2.487 +0.005 88 911 -19
Nov11 110503 2.472 2.472 2.425 2.427 -0.003 8 631 +0
Dec11 110503 2.460 2.460 2.416 2.421 -0.002 20 937 +9
Total Volume and Open Interest 898 7,748 +81
WTI Crude Oil(ICE
Jun11 110503 112.95 113.19 110.29 111.05 -2.47 41,017 92,359 -54
Jul11 110503 113.46 113.68 110.80 111.56 -2.48 9,759 72,437 -180
Aug11 110503 113.71 113.77 111.19 111.85 -2.47 6,049 31,268 +293
Sep11 110503 113.64 113.73 111.42 111.99 -2.45 5,548 31,926 +585
Oct11 110503 113.63 113.63 111.80 111.99 -2.43 2,763 19,661 -181
Nov11 110503 113.54 113.55 111.81 111.97 -2.41 2,149 16,669 +497
Dec11 110503 113.87 113.87 111.24 111.95 -2.38 6,515 88,133 -25
Jan12 110503 113.11 113.34 111.77 111.83 -2.37 280 12,352 +13
Feb12 110503 113.12 113.12 111.67 111.67 -2.35 270 3,381 +20
Mar12 110503 111.50 111.50 111.50 111.50 -2.32 274 10,927 +36
Apr12 110503 111.32 111.32 111.32 111.32 -2.29 150 3,533 -9
May12 110503 111.12 111.12 111.12 111.12 -2.26 114 2,123 +13
Jun12 110503 111.91 112.36 110.48 110.90 -2.22 373 26,373 -38
Jul12 110503 110.53 110.53 110.53 110.53 -2.20 26 1,477 +16
Aug12 110503 110.14 110.14 110.14 110.14 -2.19 17 891 -2
Sep12 110503 109.81 109.81 109.81 109.81 -2.18 7 4,124 +0
Total Volume and Open Interest 76,908 519,149 +470
US Dollar Index(ICE)
Jun11 110503 73.310 73.490 73.010 73.315 +0.175 18,419 48,635 -1,564
Sep11 110503 73.720 73.845 73.500 73.745 +0.185 86 729 +17
Dec11 110503 74.210 74.210 74.210 74.210 +0.185 0 2 +0
Total Volume and Open Interest 18,505 49,367 -1,547
Australian Dollar(CME)
Jun11 110503 108.82 108.96 107.83 107.85 -1.17 78,636 140,706 +2,025
Sep11 110503 107.34 107.65 106.50 106.50 -1.15 268 923 +98
Dec11 110503 105.85 106.38 105.22 105.22 -1.16 0 59 +0
Total Volume and Open Interest 78,904 141,688 +2,123
British Pound(CME)
Jun11 110503 166.38 166.73 164.53 164.58 -2.15 66,179 120,145 +1,420
Sep11 110503 165.83 166.49 164.34 164.34 -2.15 18 499 -10
Dec11 110503 164.42 164.42 164.09 164.09 -2.13 2 36 +0
Total Volume and Open Interest 66,199 120,685 +1,410
Canadian Dollar(CME)
Jun11 110503 105.07 105.61 104.69 104.74 -0.47 75,038 133,240 -1,004
Sep11 110503 104.75 105.31 104.45 104.48 -0.47 205 3,195 +37
Dec11 110503 104.56 104.95 104.17 104.20 -0.44 83 2,466 -14
Mar12 110503 104.52 104.52 103.85 103.85 -0.46 11 269 +11
Total Volume and Open Interest 75,338 139,207 -969
Japanese Yen(CME)
Jun11 110503 123.08 123.95 123.04 123.61 +0.51 65,439 100,086 -3,504
Sep11 110503 123.23 124.00 123.18 123.69 +0.51 53 1,642 +6
Dec11 110503 123.80 124.00 123.30 123.81 +0.51 5 170 +1
Total Volume and Open Interest 65,497 101,905 -3,497
Swiss Franc(CME)
Jun11 110503 115.64 116.36 115.30 116.09 +0.36 43,875 71,715 -1,334
Sep11 110503 115.65 116.33 115.41 116.13 +0.35 78 154 -9
Dec11 110503 116.15 116.15 115.78 116.15 +0.37 3 17 +2
Total Volume and Open Interest 43,956 71,887 -1,341
EuroFX(CME)
Jun11 110503 148.09 148.74 147.38 148.03 -0.27 178,997 246,046 +1,046
Sep11 110503 147.60 148.23 146.94 147.55 -0.28 793 3,460 +145
Dec11 110503 146.95 147.35 146.74 147.06 -0.29 8 89 +3
Total Volume and Open Interest 179,800 249,973 +1,196
Mexican Peso(CME)
May11 110503 862.2 867.8 862.2 862.2 -5.5      
Jun11 110503 863.8 865.8 859.0 860.2 -5.5 18,845 164,670 -2,837
Total Volume and Open Interest 18,915 164,876 -2,767
30-Year T-Bonds(CBOT)
Jun11 110503 122~300 123~050 122~280 123~030 +0~160      
Sep11 110503 121~080 121~230 121~050 121~210 +0~160 429 4,427 +212
Dec11 110503 120~060 120~060 119~220 120~060 +0~160 0 31 +0
Total Volume and Open Interest 208,488 590,688 -453
10-Year T-Notes(CBOT)
Jun11 110503 121~075 121~165 121~065 121~140 +0~065 681,129 1,640,531 -13,810
Sep11 110503 119~290 120~015 119~250 120~000 +0~070 2,069 12,419 +1,092
Dec11 110503 119~000 119~000 118~250 119~000 +0~070 0 4 +0
Total Volume and Open Interest 683,198 1,652,954 -12,718
5-Year T-Notes(CBOT)
Jun11 110503 118~074 118~076 118~074 118~076 +0~013      
Sep11 110503 117~042 117~047 117~032 117~047 +0~013 3,130 6,915 +1,255
Dec11 110503 116~071 116~071 116~058 116~071 +0~013      
Total Volume and Open Interest 426,094 1,452,755 -7,388
2 Year T-Notes(CBOT)
Jun11 110503 109~075 109~078 109~072 109~078 +0~003 234,086 1,073,986 +1,535
Sep11 110503 109~019 109~019 109~017 109~019 +0~002 166 10,421 +83
Dec11 110503 108~085 108~085 108~083 108~085 +0~002 0 20 +0
Total Volume and Open Interest 234,252 1,084,427 +1,618
Eurodollars(CME)
Jun11 110503 99.715 99.720 99.710 99.715 +0.010 64,795 1,034,747 +1,154
Sep11 110503 99.655 99.660 99.650 99.655 +0.005 140,688 1,442,313 +4,836
Dec11 110503 99.555 99.560 99.545 99.550 -0.005 178,815 1,639,025 -7,421
Mar12 110503 99.395 99.410 99.385 99.395 unch 220,682 1,540,494 +4,012
Jun12 110503 99.145 99.170 99.135 99.150 unch 236,244 1,241,812 +14,409
Sep12 110503 98.840 98.865 98.820 98.845 +0.005 210,106 688,985 +10,639
Dec12 110503 98.520 98.555 98.500 98.530 +0.005 175,736 553,704 -2,877
Mar13 110503 98.240 98.280 98.225 98.255 +0.005 135,551 365,690 +12,145
Jun13 110503 97.975 98.020 97.960 97.990 +0.005 95,990 274,893 +315
Sep13 110503 97.715 97.760 97.700 97.730 +0.005 80,548 255,247 +1,963
Dec13 110503 97.460 97.495 97.440 97.470 +0.010 56,218 195,818 +3,555
Mar14 110503 97.245 97.270 97.215 97.245 +0.015 48,163 183,000 +2,079
Jun14 110503 97.005 97.040 96.990 97.020 +0.020 14,720 106,830 -124
Sep14 110503 96.790 96.820 96.770 96.800 +0.025 10,110 62,388 +208
Dec14 110503 96.565 96.595 96.545 96.580 +0.030 8,268 74,627 +303
Mar15 110503 96.380 96.410 96.355 96.395 +0.040 9,254 53,428 -761
Jun15 110503 4.425 4.470 4.415 4.460 +0.045 5,494 40,124 -128
Sep15 110503 4.255 4.300 4.250 4.290 +0.050 5,752 37,132 -1,048
Total Volume and Open Interest 1,711,423 9,995,835 +48,342
30 Day Federal Funds(CBOT)
May11 110503 99.902 99.905 99.900 99.902 +0.002 972 83,533 +499
Jun11 110503 99.895 99.900 99.890 99.895 +0.005 1,145 57,913 -366
Jul11 110503 99.880 99.890 99.875 99.880 +0.005 2,080 48,066 +608
Aug11 110503 99.860 99.870 99.855 99.865 +0.010 1,874 44,055 +573
Sep11 110503 99.850 99.860 99.845 99.855 +0.010 2,718 35,642 +543
Oct11 110503 99.840 99.845 99.835 99.840 +0.005 1,485 47,096 +84
Total Volume and Open Interest 42,245 722,506 +9,166
30 Day Fed Funds(e-CBOT)
3-Mth Euro-Yen(CME)
Jun11 110503 99.675 99.675 99.675 99.675 unch 0 750 +0
Sep11 110503 99.673 99.673 99.673 99.673 unch      
Dec11 110503 99.670 99.670 99.670 99.670 unch 0 75 +0
Mar12 110503 99.658 99.658 99.658 99.658 unch      
Jun12 110503 99.685 99.685 99.685 99.685 unch      
Sep12 110503 99.615 99.615 99.615 99.615 unch      
Dec12 110503 99.575 99.575 99.575 99.575 unch      
Mar13 110503 99.575 99.575 99.575 99.575 unch      
Jun13 110503 99.530 99.530 99.530 99.530 unch      
Sep13 110503 99.390 99.390 99.390 99.390 unch      
Total Volume and Open Interest 0 825 +0
3-Mth Euro-Yen(SGX)
Jun11 110503 99.68 99.68 99.68 99.68 unch 0 5,401 -1
Sep11 110503 99.67 99.67 99.67 99.67 unch 0 1,533 +0
Dec11 110503 99.67 99.67 99.67 99.67 unch 0 1,944 +0
Mar12 110503 99.66 99.66 99.66 99.66 unch 0 3,672 +0
Jun12 110503 99.68 99.68 99.68 99.68 unch 0 1,254 +0
Sep12 110503 99.61 99.61 99.61 99.61 unch 0 411 +0
Dec12 110503 99.57 99.57 99.57 99.57 unch 0 24 +0
Mar13 110503 99.57 99.57 99.57 99.57 unch 0 1 +0
Total Volume and Open Interest 0 14,240 -1
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 110503 122.96 122.96 122.55 122.64 +0.65 477,177 878,075 -19,791
Sep11 110503 122.65 122.65 122.25 122.29 -0.19 315 12,298 +240
Dec11 110503 121.54 121.54 121.54 121.54 -0.18      
Total Volume and Open Interest 371,839 916,490 -2,103
Euro-Bobl(EUREX)
Jun11 110426 115.12 115.24 115.00 115.18 +0.43 574,118 781,605 -8,826
Sep11 110503 114.40 114.40 114.24 114.24 -0.21 415 20,091 +0
Dec11 110503 114.47 114.47 114.47 114.47 -0.21      
Total Volume and Open Interest 208,140 816,535 -17,588
3-Mth Euribor(EUREX)
Jun11 110503 98.430 98.440 98.430 98.430 unch 330 6,341 -322
Sep11 110503 98.165 98.170 98.135 98.135 -0.030 0 2,665 +0
Dec11 110503 97.945 97.945 97.890 97.890 -0.045 2 1,101 +0
Total Volume and Open Interest 333 12,525 -321
Long Gilt(LIFFE)
Jun11 110428 118~22 119~08 118~20 119~05 +0~25 66,199 329,696 -26,275
Sep11 110503 118~18 118~18 118~18 118~18 +0~21 0 10 +0
Total Volume and Open Interest 128,847 372,783 +43,077
3-Mth Short Sterling(LIFFE)
Jun11 110503 99.18 99.18 99.15 99.16 +0.01 75,731 511,947 +19,617
Sep11 110503 99.06 99.08 99.04 99.07 +0.04 125,760 474,514 +21,436
Dec11 110503 98.87 98.92 98.87 98.92 +0.08 143,292 493,285 +48,202
Mar12 110503 98.67 98.76 98.66 98.75 +0.12 138,102 447,616 +52,191
Jun12 110503 98.43 98.54 98.41 98.53 +0.15 117,026 343,909 +28,929
Sep12 110503 98.16 98.30 98.14 98.29 +0.18 78,518 220,458 +26,121
Total Volume and Open Interest 807,835 2,919,476 +232,757
3-Mth Euribor(LIFFE)
Jun11 110503 98.430 98.450 98.425 98.430 unch 29,589 703,503 -57,656
Sep11 110503 98.165 98.185 98.125 98.135 -0.030 44,755 670,401 -34,103
Dec11 110503 97.940 97.955 97.875 97.890 -0.050 37,372 623,760 -43,927
Total Volume and Open Interest 226,889 3,613,762 -294,982
3-Mth Aus T-Bills(SFE)
Jun11 110503 94.99 95.03 94.97 95.02 +0.03 22,625 161,981 +8,007
Sep11 110503 94.90 94.95 94.89 94.93 +0.02 35,710 212,259 -6,263
Dec11 110503 94.82 94.88 94.80 94.85 +0.02 20,468 145,802 +835
Mar12 110503 94.72 94.80 94.70 94.76 +0.03 8,374 77,675 +2,236
Jun12 110503 94.64 94.72 94.63 94.67 +0.02 842 47,931 +408
Sep12 110503 94.56 94.64 94.55 94.60 +0.04 886 47,746 +210
Dec12 110503 94.49 94.59 94.49 94.54 +0.05 1,251 20,185 +670
Mar13 110503 94.45 94.54 94.45 94.50 +0.05 526 11,645 +525
Jun13 110503 94.49 94.49 94.45 94.45 +0.06 0 1,050 +0
Sep13 110503 94.44 94.44 94.39 94.39 +0.06 0 900 -1
Total Volume and Open Interest 90,682 728,031 +6,627
10-Year Aus T-Bonds(SFE)
Jun11 110503 94.55 94.62 94.54 94.59 +0.04 31,425 366,783 -860
Sep11 110503 94.59 94.59 94.59 94.59 +0.04      
Total Volume and Open Interest 31,425 366,783 -860
3-Year Aus T-Bonds(SFE)
Jun11 110503 94.87 94.94 94.84 94.91 +0.02 136,112 548,931 -56,002
Sep11 110503 94.91 94.91 94.91 94.91 +0.04      
Total Volume and Open Interest 103,633 564,441 +15,510
Gold(CMX)
Jun11 110503 1545.2 1551.4 1516.2 1540.4 -16.7 157,177 348,583 +468
Aug11 110503 1543.5 1552.0 1517.4 1541.7 -16.7 6,238 71,160 +1,615
Oct11 110503 1535.0 1550.8 1523.4 1542.9 -16.7 164 6,196 -22
Dec11 110503 1549.6 1554.5 1523.5 1544.0 -16.7 2,690 38,654 +808
Feb12 110503 1550.7 1553.4 1532.7 1545.4 -16.8 63 7,055 -4
Apr12 110503 1554.0 1555.0 1546.0 1547.0 -16.8 39 5,175 +13
Jun12 110503 1553.8 1553.8 1545.0 1548.8 -16.8 110 8,844 +95
Aug12 110503 1551.0 1551.0 1551.0 1551.0 -16.7 111 3,094 +111
Oct12 110503 1553.7 1553.7 1553.7 1553.7 -16.7 0 3,272 +0
Dec12 110503 1559.9 1561.3 1545.8 1557.2 -16.8 254 12,182 +107
Feb13 110503 1561.2 1561.2 1561.2 1561.2 -16.9 0 111 +0
Total Volume and Open Interest 171,180 531,882 -754
Silver(CMX)
May11 110503 4389.5 4542.5 4084.5 4257.6 -350.2 3,975 1,518 -648
Jul11 110503 4403.0 4560.0 4060.0 4258.5 -349.9 95,219 80,420 +2,370
Sep11 110503 4391.5 4543.5 4075.0 4259.7 -350.0 1,598 10,398 +201
Dec11 110503 4387.0 4555.0 4075.0 4260.0 -350.1 2,381 18,078 +518
Mar12 110503 4369.5 4385.5 4072.5 4255.2 -350.7 169 2,127 -7
May12 110503 4310.0 4310.0 4138.0 4250.2 -351.5 34 820 -2
Jul12 110503 4479.5 4521.5 4172.0 4245.4 -352.5 79 1,650 +40
Total Volume and Open Interest 107,614 132,200 +2,488
Platinum(NYMEX)
Jul11 110503 1861.3 1872.0 1847.8 1860.5 -15.2 4,762 36,973 +493
Oct11 110503 1862.0 1868.0 1852.0 1864.3 -15.1 73 1,427 +44
Jan12 110503 1867.6 1878.3 1858.5 1866.3 -15.1 5 29 +3
Apr12 110503 1868.3 1868.3 1868.3 1868.3 -15.1 1 21 -1
Total Volume and Open Interest 4,842 38,463 +529
Palladium(NYMEX)
Jun11 110503 773.70 791.50 763.10 782.40 -1.70 4,327 19,300 -416
Sep11 110503 775.40 792.25 769.50 784.00 -1.75 170 1,553 +111
Dec11 110503 778.65 784.55 772.70 784.55 -2.35 3 349 -1
Total Volume and Open Interest 4,500 21,209 -308
Copper(CMX)
May11 110503 415.50 425.05 415.45 424.00 +5.75 2,015 5,547 -1,125
Jul11 110503 417.50 426.70 415.80 425.30 +5.70 24,287 81,889 -233
Sep11 110503 419.15 428.15 418.20 426.95 +5.65 767 23,077 +180
Dec11 110503 420.65 429.30 420.65 428.55 +5.65 305 8,612 -155
Mar12 110503 427.30 430.15 427.30 429.45 +5.65 96 2,545 +20
Total Volume and Open Interest 28,133 128,402 -1,222
DJIA Index(CBOT)
Jun11 110503 12761 12781 12700 12749 -15 1,528 21,724 -1,155
Sep11 110503 12675 12680 12675 12680 -15 6 13 +4
Dec11 110503 12600 12613 12600 12613 -15 0 1 +0
Mar12 110503 12555 12570 12555 12555 -15      
Total Volume and Open Interest 1,534 21,738 -1,151
S & P 500(CME)
Jun11 110503 1357.50 1358.30 1346.00 1352.10 -5.60 15,527 314,820 -943
Sep11 110503 1346.80 1346.80 1342.40 1346.80 -5.60 13 6,131 -3
Dec11 110503 1341.40 1341.40 1337.00 1341.40 -5.60 182 3,941 +7
Mar12 110503 1336.80 1336.80 1332.40 1336.80 -5.60      
Total Volume and Open Interest 15,722 324,897 -939
S & P 500 E-Mini(Globex)
Jun11 110503 1351.75 1351.75 1350.75 1350.75 -7.50      
Sep11 110503 1352.00 1352.00 1341.50 1346.75 -5.75 810 17,482 -22
Total Volume and Open Interest 1,273,311 2,762,894 -851
NASDAQ 100(CME)
Jun11 110503 2400.80 2402.50 2374.00 2389.80 -11.70 1,364 23,025 +522
Sep11 110503 2385.80 2386.00 2378.00 2385.80 -11.50 1 53 +1
Dec11 110503 2382.30 2383.80 2382.30 2382.30 -11.50 0 2 +0
Total Volume and Open Interest 1,365 23,080 +523
NASDAQ 100 E-Mini(Globex)
Jun11 110503 2402.80 2403.00 2374.00 2389.80 -11.70 164,125 391,368 +7,941
Sep11 110503 2395.30 2397.00 2369.80 2385.80 -11.50 36 1,169 +0
Total Volume and Open Interest 164,161 392,554 +7,941
S & P Midcap 400(CME)
Jun11 110503 997.90 998.00 997.90 997.90 -9.60 224 1,989 -128
Sep11 110503 995.70 995.80 995.70 995.70 -9.60      
Dec11 110503 994.10 994.20 994.10 994.10 -9.60      
Total Volume and Open Interest 224 1,989 -128
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Jun11 110503 9940 9940 9940 9940 -50      
Sep11 110503 10020 10020 9970 9970 -50 0 19 +0
Total Volume and Open Interest 4,813 55,585 +395
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 110503 4046.0 4053.5 4015.0 4043.5 -9.5 59,351 308,026 -12,383
Jun11 110503 4005.0 4008.0 3979.0 4000.5 -10.0 618 27,207 +171
Jul11 110503 3998.5 3998.5 3998.5 3998.5 -10.0      
Total Volume and Open Interest 59,969 335,234 -12,212
Hang Seng Index(HKFE)
May11 110503 23600 23790 23390 23394 -91 85,827 95,472 +8,265
Jun11 110503 23435 23640 23253 23253 -85 530 7,292 -13
Total Volume and Open Interest 105,240 117,518 -9,200
DAX(EUREX)
Jun11 110503 7525.0 7545.5 7469.5 7520.0 -35.0 68,261 176,629 -1,182
Sep11 110503 7553.0 7562.5 7502.0 7546.5 -36.0 136 5,881 -26
Dec11 110503 7588.0 7588.0 7542.5 7579.5 -34.5 24 724 +7
Total Volume and Open Interest 68,421 183,234 -1,201
FT-SE 100(EURONEXT)
Jun11 110503 6050.50 6095.00 5992.00 6043.50 +10.50 78,942 665,460 +4,657
Sep11 110503 6030.00 6030.00 5961.00 6008.00 +10.00 33 570 +14
Dec11 110503 5979.00 5986.50 5979.00 5986.50 +9.00 0 165 +0
Total Volume and Open Interest 78,975 666,195 +4,671
SPI 200(SFE)
Jun11 110503 4814.0 4820.0 4769.0 4784.0 -35.0 46,225 188,478 +3,608
Sep11 110503 4766.0 4782.0 4766.0 4772.0 -36.0 46 3,686 +17
Dec11 110503 4794.0 4794.0 4794.0 4794.0 -37.0 0 2,595 +0
Total Volume and Open Interest 46,633 196,438 +3,705
GSCI(CME)
May11 110503 92.64 95.14 83.84 85.64 -11.00 54 11,916 -16
Jun11 110503 94.14 96.64 85.64 87.29 -10.85 2 0 +0
Jul11 110503 85.14 96.19 83.64 85.14 -11.00      
Total Volume and Open Interest 56 11,916 -16
Reuters CCI(ICE)
Jun11 110503 365.40 365.40 365.40 365.40 -3.50      
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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