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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 Thu May 05, 2011
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
May11 110505 1354.00 1354.00 1309.00 1319.75 -30.75 5,704 5,686 -2,082
Jul11 110505 1352.25 1361.50 1310.00 1321.75 -30.25 89,294 268,348 +916
Aug11 110505 1350.75 1358.00 1308.25 1320.75 -30.00 4,493 18,175 -93
Sep11 110505 1344.00 1349.00 1298.75 1312.75 -30.75 1,884 16,769 -69
Nov11 110505 1338.00 1347.75 1292.00 1306.75 -31.75 20,095 199,421 -1,094
Jan12 110505 1346.00 1352.00 1300.50 1314.75 -31.75 641 22,701 -11
Mar12 110505 1350.00 1350.00 1310.00 1315.75 -30.50 332 14,160 -151
Total Volume and Open Interest 123,090 571,505 -2,514
Soybean Meal(CBOT)
May11 110505 347.00 349.50 339.80 342.70 -4.90 4,255 2,687 -653
Jul11 110505 352.50 355.00 344.20 347.50 -5.00 33,451 99,626 +243
Aug11 110505 353.50 355.90 345.00 348.50 -5.00 3,684 28,507 +756
Sep11 110505 351.90 354.40 343.30 346.70 -5.20 2,311 16,709 +141
Oct11 110505 346.70 346.70 338.30 341.80 -5.60 671 14,303 +143
Dec11 110505 347.70 350.10 338.20 341.70 -5.80 6,437 50,751 -85
Jan12 110505 350.00 350.00 341.80 343.10 -5.70 430 3,647 +54
Mar12 110505 347.00 347.00 342.50 345.10 -5.50 212 3,095 -43
Total Volume and Open Interest 51,899 226,128 +652
Soybean Oil(CBOT)
May11 110505 56.78 56.78 54.65 55.36 -1.40 3,400 2,907 -251
Jul11 110505 57.20 57.58 54.94 55.73 -1.44 52,114 158,852 -2,745
Aug11 110505 57.55 57.80 55.21 56.00 -1.43 4,487 29,066 +716
Sep11 110505 57.83 58.04 55.50 56.27 -1.44 4,920 23,704 +730
Oct11 110505 57.32 57.86 55.63 56.41 -1.45 1,023 14,359 +134
Dec11 110505 58.16 58.50 55.86 56.65 -1.46 14,723 78,251 -3,273
Jan12 110505 58.10 58.28 56.25 56.86 -1.42 283 5,126 +113
Mar12 110505 58.30 58.33 56.33 56.91 -1.42 188 4,437 +6
Total Volume and Open Interest 81,177 321,664 -4,578
Canola(WCE)
May11 110505 540.0 540.0 540.0 540.0 -14.7 551 212 -540
Jul11 110505 561.0 565.9 545.2 552.5 -8.0 6,551 80,293 -277
Nov11 110505 557.0 562.7 540.0 548.9 -8.1 3,583 74,984 +62
Jan12 110505 555.0 558.7 549.6 556.5 -8.4 344 6,137 +232
Mar12 110505 556.8 566.2 551.4 557.5 -10.9 0 1,157 +0
Total Volume and Open Interest 11,052 165,071 -565
Corn(CBOT)
May11 110505 728.25 733.50 699.00 705.00 -21.50 18,933 13,983 -7,565
Jul11 110505 732.00 737.50 701.00 708.75 -20.75 173,908 679,705 -6,132
Sep11 110505 704.00 710.00 677.25 687.75 -15.75 23,836 165,789 +2,083
Dec11 110505 664.00 671.00 640.50 655.75 -9.50 73,374 452,060 +2,624
Mar12 110505 676.00 681.00 654.25 666.50 -9.50 4,916 74,326 +905
May12 110505 682.75 687.75 664.75 674.50 -9.50 1,829 16,380 +646
Total Volume and Open Interest 304,560 1,492,620 -4,084
Wheat(CBOT)
May11 110505 741.00 741.00 718.00 722.50 -18.50 1,722 1,544 -860
Jul11 110505 770.50 780.75 748.50 754.00 -18.00 39,940 234,146 +1,109
Sep11 110505 812.25 822.50 791.25 797.25 -16.50 8,187 72,727 +15
Dec11 110505 853.25 866.25 835.00 841.50 -12.75 8,652 99,713 +839
Mar12 110505 889.00 897.00 868.25 873.25 -15.00 1,509 14,140 +146
Total Volume and Open Interest 62,449 460,447 +1,768
Wheat(KCBT)
May11 110505 871.50 871.50 848.00 848.00 -19.75 352 355 -320
Jul11 110505 877.25 884.25 855.00 857.00 -20.75 19,616 89,416 +429
Sep11 110505 895.25 900.00 873.00 875.25 -20.00 2,716 31,017 -70
Dec11 110505 917.00 921.25 896.25 898.50 -17.00 3,640 37,305 -23
Mar12 110505 932.75 932.75 910.75 914.00 -16.00 539 4,999 +171
Total Volume and Open Interest 27,268 170,792 +299
Wheat(MGE)
May11 110505 909.50 909.50 906.00 906.00 -17.00 184 1,263 -170
Jul11 110505 915.25 919.00 890.75 895.50 -19.75 3,162 21,212 -183
Sep11 110505 917.50 920.50 893.75 898.50 -19.50 1,544 16,924 +496
Dec11 110505 926.75 931.50 905.00 908.00 -19.00 965 12,707 +265
Mar12 110505 939.50 940.50 914.75 918.75 -18.50 167 2,568 -18
Total Volume and Open Interest 6,233 57,421 +467
Oats(CBOT)
May11 110505 325.00 337.00 325.00 325.00 -12.00 98 458 -270
Jul11 110505 348.25 353.25 330.00 334.00 -12.00 1,056 9,302 -136
Sep11 110505 338.75 354.00 338.25 342.00 -12.00 39 269 -13
Dec11 110505 364.50 364.50 349.50 352.00 -12.00 338 3,001 +18
Total Volume and Open Interest 1,531 13,050 -401
Rough Rice(CBOT)
May11 110505 14.45 14.45 13.93 13.93 -0.68 230 332 -75
Jul11 110505 14.79 14.89 14.14 14.14 -0.75 1,637 16,831 -254
Sep11 110505 15.55 15.60 14.03 14.96 -0.70 252 4,813 -43
Nov11 110505 15.84 15.90 15.20 15.25 -0.70 87 1,045 +27
Total Volume and Open Interest 2,220 23,542 -335
Live Cattle(CME)
Jun11 110505 110.950 111.150 108.635 109.750 -0.800 33,800 135,372 -7,441
Aug11 110505 113.285 113.430 110.750 111.885 -1.065 19,421 95,523 +1,282
Oct11 110505 118.450 118.480 115.900 117.100 -1.130 8,409 61,515 +1,050
Dec11 110505 119.950 120.480 117.850 118.885 -1.315 3,829 44,278 -60
Feb12 110505 120.400 120.400 118.250 119.180 -1.370 2,366 11,818 -4
Apr12 110505 121.400 121.400 119.080 120.200 -1.050 263 5,186 +13
Total Volume and Open Interest 68,169 354,805 -5,167
Feeder Cattle(CME)
May11 110505 129.185 129.185 127.885 128.630 -0.655 968 6,572 -294
Aug11 110505 133.035 133.285 131.235 131.750 -1.185 3,223 25,305 +280
Sep11 110505 133.450 133.600 132.000 132.800 -1.400 477 4,729 +50
Oct11 110505 134.000 134.000 132.325 133.000 -1.535 440 3,357 +175
Nov11 110505 134.350 134.400 132.380 133.000 -1.500 136 1,481 +47
Jan12 110505 132.650 132.650 131.350 132.400 -0.700 41 376 +21
Mar12 110505 132.800 132.800 132.800 132.800 unch 0 32 +0
Total Volume and Open Interest 5,285 41,853 +279
Lean Hogs(CME)
May11 110505 90.950 91.700 89.650 91.580 +0.980 2,314 2,997 -1,129
Jun11 110505 92.580 93.285 91.350 92.430 +0.280 24,527 74,536 -2,947
Jul11 110505 93.430 93.850 92.035 93.285 +0.400 8,260 31,770 +714
Aug11 110505 94.700 95.300 93.600 94.200 -0.130 6,086 37,360 +132
Oct11 110505 87.000 87.950 86.285 86.930 +0.145 4,277 33,754 -50
Dec11 110505 83.800 84.800 83.450 84.150 +0.365 2,581 27,657 +268
Feb12 110505 85.250 85.980 84.700 85.450 +0.050 1,516 7,193 +216
Apr12 110505 86.400 87.000 86.000 86.800 +0.400 477 4,230 +117
Total Volume and Open Interest 50,096 221,571 -2,704
Class III Milk(CME)
May11 110505 16.52 16.59 16.49 16.58 +0.06 74 5,360 +13
Jun11 110505 17.25 17.29 17.00 17.10 -0.19 88 4,714 -20
Jul11 110505 17.60 17.75 17.43 17.60 -0.15 57 3,463 +17
Aug11 110505 17.95 18.00 17.76 17.87 -0.13 33 3,320 +17
Sep11 110505 18.10 18.10 17.95 18.04 -0.06 50 3,362 +26
Total Volume and Open Interest 441 31,075 +148
Cocoa(ICE)
May11 110505 3150 3156 3087 3087 -149 222 119 -216
Jul11 110505 3176 3177 3050 3055 -156 8,614 75,887 -1,549
Sep11 110505 3160 3160 3059 3062 -150 1,248 24,889 +358
Dec11 110505 3164 3171 3079 3084 -144 1,071 23,734 +653
Mar12 110505 3197 3206 3124 3133 -133 501 22,470 -106
May12 110505 3185 3185 3119 3119 -133 30 5,691 +17
Jul12 110505 3115 3115 3115 3115 -132 67 1,533 +29
Total Volume and Open Interest 11,961 158,881 -795
Coffee "C"(ICE)
May11 110505 294.85 294.90 284.15 287.50 -6.25 50 422 -23
Jul11 110505 294.50 295.20 284.10 288.25 -6.25 10,706 71,759 -337
Sep11 110505 296.50 298.00 287.30 291.05 -6.25 3,123 21,151 +1,077
Dec11 110505 300.30 300.55 289.95 293.70 -6.45 1,438 18,807 +150
Mar12 110505 300.95 301.05 290.90 294.60 -6.45 291 4,027 +57
May12 110505 299.70 299.70 289.85 293.30 -6.80 63 2,348 +11
Total Volume and Open Interest 15,773 120,301 +921
Orange Juice(ICE)
May11 110505 179.75 179.75 177.00 177.65 -1.35 158 229 -97
Jul11 110505 172.30 172.30 170.05 171.25 -1.05 975 23,767 +278
Sep11 110505 167.05 167.30 166.25 166.95 -1.40 265 2,318 +121
Nov11 110505 164.55 164.80 164.30 164.30 -1.65 26 1,611 +4
Jan12 110505 163.30 163.30 163.30 163.30 -1.40 0 212 +0
Mar12 110505 163.05 163.05 163.05 163.05 -1.00 0 70 +0
Total Volume and Open Interest 1,424 28,301 +306
Sugar #11(ICE)
Jul11 110505 21.35 21.38 20.50 20.86 -0.49 33,615 279,048 +958
Oct11 110505 21.77 21.77 20.81 21.10 -0.65 18,642 138,850 +4,005
Mar12 110505 22.30 22.31 21.43 21.69 -0.61 7,673 68,790 +26
May12 110505 22.25 22.25 21.44 21.63 -0.61 3,416 23,250 +604
Jul12 110505 22.11 22.12 21.44 21.63 -0.58 1,396 16,888 +453
Total Volume and Open Interest 66,449 568,473 +6,386
London Cocoa(LCE)
May11 110505 1913 1916 1860 1870 -67 3,043 33,202 -435
Jul11 110505 1922 1928 1874 1885 -60 7,587 56,703 -3
Sep11 110505 1938 1943 1892 1901 -55 2,316 29,755 -579
Dec11 110505 1955 1961 1909 1924 -52 1,504 31,394 +146
Mar12 110505 1952 1975 1926 1944 -50 767 27,825 +97
May12 110505 1989 1989 1950 1958 -45 752 6,978 -442
Jul12 110505 1989 1989 1961 1968 -39 0 3,975 +0
Total Volume and Open Interest 15,969 200,107 -1,216
London Sugar(LCE)
Aug11 110505 591.40 591.60 571.90 582.30 -10.40 4,262 24,049 +691
Oct11 110505 579.90 579.90 559.90 567.00 -13.70 1,933 8,126 +266
Dec11 110505 585.00 585.00 570.00 576.10 -13.00 443 3,177 +322
Mar12 110505 580.00 580.00 568.20 572.50 -15.30 259 1,972 +161
May12 110505 579.00 579.00 565.00 568.00 -14.80 149 1,228 +112
Total Volume and Open Interest 7,130 39,428 +1,624
Cotton(ICE)
May11 110505 170.99 170.99 165.20 165.36 -7.83 294 3,045 -290
Jul11 110505 151.50 151.50 144.51 146.86 -4.65 8,275 70,342 -1,491
Oct11 110505 137.01 137.01 135.00 135.37 -3.22 62 457 -23
Dec11 110505 125.59 125.59 121.20 122.08 -3.51 3,268 59,576 -808
Mar12 110505 116.00 116.40 114.37 114.80 -3.63 238 8,384 -26
May12 110505 109.50 109.50 108.96 109.05 -3.28 52 2,214 -10
Total Volume and Open Interest 12,284 149,384 -2,593
Lumber(CME)
May11 110505 227.3 235.1 227.3 231.0 +1.5 131 879 -143
Jul11 110505 249.1 256.3 246.8 248.5 -0.1 415 6,783 +149
Sep11 110505 267.2 274.6 265.1 270.5 +0.9 93 1,850 +29
Nov11 110505 269.3 273.1 269.0 269.3 unch 46 475 +40
Total Volume and Open Interest 685 10,000 +75
Crude Oil(NYM)
Jun11 110505 108.78 109.38 98.25 99.80 -9.44 300,333 328,010 -12,952
Jul11 110505 109.32 109.85 98.77 100.34 -9.39 65,723 230,191 +8,090
Aug11 110505 109.41 110.10 99.12 100.64 -9.36 29,124 83,285 +1,216
Sep11 110505 109.71 110.27 99.35 100.85 -9.32 23,888 84,786 +3,447
Oct11 110505 109.50 109.94 99.48 100.92 -9.29 9,822 41,157 -881
Nov11 110505 109.88 109.93 99.48 100.96 -9.28 4,753 37,259 -72
Dec11 110505 109.90 110.42 99.43 101.00 -9.26 37,835 188,158 -1,130
Jan12 110505 108.59 108.59 99.41 100.93 -9.25 2,848 37,296 +166
Feb12 110505 109.68 109.71 99.30 100.81 -9.25 2,661 18,246 -153
Mar12 110505 107.21 107.30 99.87 100.69 -9.25 3,087 30,292 -221
Apr12 110505 108.50 108.50 100.57 100.57 -9.23 2,101 14,989 +397
May12 110505 105.84 105.84 98.91 100.42 -9.22 2,427 15,026 +485
Jun12 110505 108.94 108.94 98.86 100.27 -9.20 9,068 71,718 -1,284
Jul12 110505 102.95 102.95 99.98 99.98 -9.16 667 20,642 +182
Aug12 110505 99.67 99.67 99.67 99.67 -9.12 612 13,216 +151
Sep12 110505 99.41 99.41 99.41 99.41 -9.08 373 13,071 +106
Total Volume and Open Interest 529,239 1,624,328 -1,079
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 110505 109.425 109.900 98.800 100.350 -9.375 511 839 +20
Aug11 110505 109.375 109.375 99.100 100.650 -9.350 132 125 +17
Sep11 110505 109.375 109.375 100.000 100.850 -9.325 24 140 +6
Oct11 110505 106.100 106.100 100.925 100.925 -9.275 2 40 -2
Nov11 110505 100.950 100.950 100.950 100.950 -9.300 2 16 -1
Dec11 110505 110.000 110.000 100.250 101.000 -9.250 15 317 -1
Jan12 110505 100.925 100.925 100.925 100.925 -9.250 1 7 -1
Feb12 110505 109.825 109.825 100.800 100.800 -9.250 6 6 +5
Total Volume and Open Interest 12,197 5,094 -353
Heating Oil(NYM)
Jun11 110505 314.01 317.00 285.23 288.69 -25.61 55,052 117,614 -1,466
Jul11 110505 315.00 318.25 286.88 290.20 -25.61 17,614 47,568 -1,900
Aug11 110505 317.33 318.25 288.95 291.69 -25.64 11,503 30,208 -61
Sep11 110505 318.00 320.12 290.38 293.45 -25.62 7,157 21,924 +745
Oct11 110505 319.00 319.00 292.05 295.13 -25.58 3,174 10,122 +35
Nov11 110505 318.34 318.34 294.35 296.76 -25.57 2,214 10,426 +40
Dec11 110505 323.20 324.96 295.34 298.35 -25.54 15,883 33,879 +516
Jan12 110505 322.00 322.00 297.32 299.90 -25.53 775 11,379 +100
Feb12 110505 315.00 316.32 297.20 300.15 -25.44 627 4,951 +105
Mar12 110505 314.89 314.89 296.97 299.12 -25.35 470 3,154 +49
Apr12 110505 305.30 305.30 294.60 297.12 -25.22 442 1,228 +170
May12 110505 301.10 303.96 295.41 295.41 -25.13 290 1,170 +32
Total Volume and Open Interest 122,168 314,173 +139
Gasoline(NYMEX)
Jun11 110505 331.50 333.50 306.00 309.54 -22.71 61,521 104,288 +596
Jul11 110505 324.53 326.70 298.89 302.28 -23.52 32,676 53,771 -453
Aug11 110505 316.31 316.70 293.21 296.86 -23.91 20,091 28,219 -325
Sep11 110505 316.03 316.71 288.94 292.56 -24.03 12,310 27,226 +552
Oct11 110505 299.20 299.91 272.55 276.24 -24.10 5,192 22,595 +635
Nov11 110505 288.31 288.56 268.67 272.44 -24.09 1,812 8,499 -246
Dec11 110505 293.84 294.86 267.25 270.87 -24.01 2,973 26,509 +607
Jan12 110505 284.29 285.32 267.29 270.84 -23.96 321 6,431 +16
Feb12 110505 272.09 272.09 272.09 272.09 -23.93 117 2,778 -21
Mar12 110505 273.34 273.34 273.34 273.34 -23.91 69 4,367 +58
Total Volume and Open Interest 137,199 301,213 +1,406
e-miNY RBOB Gasoline(NYM)
Jun11 110505 309.50 309.54 309.50 309.50 -22.80 0 2 +0
Jul11 110505 302.30 302.30 302.28 302.30 -23.50 0 1 +0
Aug11 110505 296.90 296.90 296.86 296.90 -23.90 0 1 +0
Sep11 110505 292.60 292.60 292.56 292.60 -24.00      
Total Volume and Open Interest 0 7 +0
Natural Gas(NYM)
Jun11 110505 4.565 4.572 4.205 4.261 -0.316 84,226 160,827 +1,633
Jul11 110505 4.633 4.638 4.276 4.331 -0.313 31,326 212,737 -1,798
Aug11 110505 4.667 4.678 4.323 4.376 -0.311 28,941 70,597 -3,276
Sep11 110505 4.681 4.699 4.343 4.396 -0.310 25,328 88,104 +7,577
Oct11 110505 4.729 4.736 4.388 4.438 -0.307 16,507 100,852 +3,325
Nov11 110505 4.855 4.862 4.581 4.594 -0.286 10,713 46,604 +913
Dec11 110505 5.075 5.075 4.788 4.815 -0.277 5,111 36,671 +593
Jan12 110505 5.194 5.207 4.921 4.935 -0.277 7,781 85,942 -126
Feb12 110505 5.170 5.183 4.908 4.919 -0.270 788 17,325 +68
Mar12 110505 5.110 5.110 4.830 4.852 -0.260 4,327 37,924 +253
Apr12 110505 4.925 4.932 4.680 4.723 -0.237 3,986 34,525 +704
May12 110505 4.937 4.937 4.732 4.743 -0.229 1,384 10,424 -472
Jun12 110505 4.988 4.988 4.766 4.781 -0.224 833 6,946 +562
Jul12 110505 4.992 4.992 4.824 4.826 -0.220 102 5,431 -9
Aug12 110505 5.047 5.047 4.830 4.855 -0.216 167 5,992 +108
Sep12 110505 4.954 4.954 4.830 4.867 -0.214 216 5,475 +171
Total Volume and Open Interest 223,787 1,003,421 +10,987
Brent Crude Oil(ICE)
Jun11 110505 120.50 121.96 109.02 110.80 -10.39 194,417 183,325 -20,157
Jul11 110505 120.40 121.66 108.80 110.57 -10.39 98,946 147,725 +10,079
Aug11 110505 120.25 121.31 108.57 110.32 -10.37 42,738 68,220 +7,595
Sep11 110505 120.45 120.80 108.34 109.97 -10.35 19,625 45,302 +218
Oct11 110505 120.04 120.39 107.96 109.62 -10.31 7,222 32,458 +275
Nov11 110505 119.54 119.98 107.66 109.31 -10.23 4,524 19,991 +649
Dec11 110505 118.73 119.71 107.23 109.00 -10.15 30,562 99,296 +1,210
Jan12 110505 118.65 118.65 106.95 108.73 -10.10 3,409 18,897 +226
Feb12 110505 115.71 117.53 106.67 108.46 -10.06 2,234 15,287 +843
Mar12 110505 110.90 110.90 108.17 108.17 -10.02 2,716 30,616 +257
Apr12 110505 107.95 107.95 107.87 107.87 -9.98 1,144 6,347 +476
May12 110505 107.53 107.53 107.53 107.53 -9.92 763 5,844 -15
Jun12 110505 116.55 116.55 106.50 107.19 -9.83 3,768 34,475 -392
Jul12 110505 106.83 106.83 106.83 106.83 -9.74 443 2,305 +54
Total Volume and Open Interest 424,416 830,331 +402
Gas Oil(ICE)
May11 110505 990.00 1003.00 902.50 938.25 -60.00 46,455 81,636 -3,330
Jun11 110505 993.50 1006.50 905.75 941.50 -60.25 77,376 139,545 -19
Jul11 110505 996.75 1009.25 912.00 945.00 -60.50 23,301 61,319 +117
Aug11 110505 1000.00 1010.50 914.50 948.25 -60.25 8,791 34,355 +512
Sep11 110505 1007.50 1013.25 917.50 951.50 -59.75 6,313 48,939 +403
Oct11 110505 1011.50 1015.00 920.25 953.75 -59.50 2,512 32,792 -383
Nov11 110505 1011.75 1015.25 921.00 954.25 -59.25 2,570 22,464 -9
Dec11 110505 1007.00 1016.25 920.75 955.25 -59.00 14,633 59,093 -349
Jan12 110505 1007.50 1007.50 935.50 957.50 -58.75 1,425 26,929 -97
Feb12 110505 1004.50 1004.50 954.00 957.50 -58.50 518 6,399 -194
Total Volume and Open Interest 191,975 603,376 -1,398
Ethanol(CBOT)
May11 110504 2.620 2.628 2.595 2.621 +0.001 47 147 -144
Jun11 110505 2.640 2.640 2.555 2.580 -0.062 203 1,393 +9
Jul11 110505 2.580 2.590 2.555 2.578 -0.061 234 1,131 +25
Aug11 110505 2.640 2.640 2.568 2.575 -0.060 196 891 +5
Sep11 110505 2.573 2.573 2.540 2.547 -0.063 131 994 -22
Oct11 110505 2.466 2.471 2.445 2.457 -0.056 114 919 -5
Nov11 110505 2.400 2.410 2.390 2.395 -0.045 16 633 +2
Dec11 110505 2.400 2.406 2.382 2.391 -0.049 43 971 +11
Total Volume and Open Interest 1,073 7,635 -60
WTI Crude Oil(ICE
Jun11 110505 108.54 109.38 98.24 99.80 -9.44 75,719 92,202 +139
Jul11 110505 109.20 109.81 98.80 100.34 -9.39 20,989 74,665 +1,186
Aug11 110505 109.46 110.05 99.10 100.64 -9.36 11,014 30,581 -386
Sep11 110505 109.16 109.16 99.30 100.85 -9.32 7,696 34,100 +869
Oct11 110505 109.87 109.87 99.44 100.92 -9.29 3,788 20,077 +886
Nov11 110505 109.92 109.92 99.69 100.96 -9.28 2,009 16,992 +165
Dec11 110505 109.71 110.14 99.47 101.00 -9.26 12,816 89,116 +311
Jan12 110505 108.44 108.44 99.97 100.93 -9.25 433 12,131 -10
Feb12 110505 107.77 107.77 99.82 100.81 -9.25 344 3,498 +54
Mar12 110505 100.69 100.69 100.69 100.69 -9.25 1,463 11,199 +188
Apr12 110505 100.57 100.57 100.57 100.57 -9.23 307 3,649 +137
May12 110505 100.42 100.42 100.42 100.42 -9.22 282 2,186 +41
Jun12 110505 107.44 107.44 99.50 100.27 -9.20 2,132 25,929 -724
Jul12 110505 99.98 99.98 99.98 99.98 -9.16 21 1,530 +16
Aug12 110505 99.67 99.67 99.67 99.67 -9.12 46 905 +14
Sep12 110505 99.41 99.41 99.41 99.41 -9.08 23 4,146 +22
Total Volume and Open Interest 144,269 523,888 +2,273
US Dollar Index(ICE)
Jun11 110505 73.280 74.420 72.985 74.375 +1.162 24,543 53,277 +2,195
Sep11 110505 73.650 74.880 73.500 74.855 +1.193 44 621 -9
Dec11 110505 75.350 75.350 75.350 75.350 +1.222 0 2 +0
Total Volume and Open Interest 24,587 53,901 +2,186
Australian Dollar(CME)
Jun11 110505 106.89 107.22 104.87 105.31 -1.68 115,143 141,289 -1,283
Sep11 110505 105.63 105.74 103.67 103.97 -1.67 166 955 +27
Dec11 110505 102.74 104.39 102.74 102.74 -1.65 25 84 +25
Total Volume and Open Interest 115,334 142,328 -1,231
British Pound(CME)
Jun11 110505 164.86 165.36 163.49 163.70 -1.37 132,925 123,347 -1,240
Sep11 110505 165.03 165.03 163.34 163.46 -1.37 64 613 -1
Dec11 110505 163.35 164.58 163.21 163.21 -1.37 2 38 +2
Total Volume and Open Interest 132,991 124,003 -1,239
Canadian Dollar(CME)
Jun11 110505 104.17 104.42 102.85 103.05 -1.28 84,092 133,707 -354
Sep11 110505 104.00 104.14 102.64 102.80 -1.27 374 3,353 +171
Dec11 110505 103.10 103.78 102.51 102.51 -1.27 144 2,534 +79
Mar12 110505 102.82 103.43 102.03 102.17 -1.26 1 270 +1
Total Volume and Open Interest 84,614 139,919 -103
Japanese Yen(CME)
Jun11 110505 124.05 125.70 123.95 124.68 +0.58 74,000 102,513 +748
Sep11 110505 124.08 125.70 124.08 124.75 +0.58 320 1,860 +144
Dec11 110505 124.35 125.21 124.28 124.86 +0.58 5 210 +5
Total Volume and Open Interest 74,325 104,590 +897
Swiss Franc(CME)
Jun11 110505 116.14 116.90 114.78 114.92 -1.41 38,536 72,588 +421
Sep11 110505 116.23 116.80 114.96 114.96 -1.41 41 162 +4
Dec11 110505 115.30 116.39 114.99 114.99 -1.40 0 27 +0
Total Volume and Open Interest 38,577 72,778 +425
EuroFX(CME)
Jun11 110505 148.13 148.84 144.96 145.08 -3.25 288,611 260,329 +4,453
Sep11 110505 147.65 148.31 144.59 144.63 -3.20 815 3,539 +60
Dec11 110505 147.31 147.31 144.15 144.15 -3.14 3 91 +2
Total Volume and Open Interest 289,429 264,337 +4,515
Mexican Peso(CME)
May11 110505 851.8 859.8 851.8 851.8 -8.0      
Jun11 110505 855.8 856.8 846.8 849.8 -8.0 32,152 162,757 -2,567
Total Volume and Open Interest 32,268 162,963 -2,567
30-Year T-Bonds(CBOT)
Jun11 110505 124~000 124~090 123~310 124~090 +0~240      
Sep11 110505 122~070 123~070 122~040 122~290 +0~250 454 4,685 +239
Dec11 110505 121~100 121~270 120~210 121~140 +0~250 0 30 +0
Total Volume and Open Interest 221,993 607,225 +10,859
10-Year T-Notes(CBOT)
Jun11 110505 121~205 122~070 121~180 122~020 +0~135 831,647 1,689,405 +37,443
Sep11 110505 120~115 120~250 120~065 120~200 +0~135 2,266 14,773 +1,627
Dec11 110505 119~030 119~200 119~030 119~200 +0~135 0 4 +0
Total Volume and Open Interest 833,913 1,704,182 +39,070
5-Year T-Notes(CBOT)
Jun11 110505 118~083 118~123 118~073 118~112 +0~030 497,592 1,449,610 +1,449,610
Sep11 110505 117~076 117~092 117~072 117~086 +0~031 926 8,178 +746
Dec11 110505 116~110 116~110 116~079 116~110 +0~031      
Total Volume and Open Interest 498,518 1,457,788 +9,573
2 Year T-Notes(CBOT)
Jun11 110505 109~078 109~087 109~076 109~081 +0~002 189,502 1,053,539 -6,956
Sep11 110505 109~024 109~027 109~021 109~023 +0~002 636 14,309 +338
Dec11 110505 108~089 108~089 108~087 108~089 +0~002 0 20 +0
Total Volume and Open Interest 190,138 1,067,868 -6,618
Eurodollars(CME)
Jun11 110505 99.730 99.735 99.720 99.730 +0.010 87,710 1,040,642 -3,939
Sep11 110505 99.670 99.685 99.660 99.670 +0.005 153,605 1,465,016 +14,492
Dec11 110505 99.570 99.590 99.565 99.570 unch 169,297 1,660,232 -21,999
Mar12 110505 99.415 99.450 99.405 99.420 +0.005 212,655 1,556,839 +14,815
Jun12 110505 99.165 99.220 99.160 99.175 +0.005 265,787 1,289,143 +32,088
Sep12 110505 98.860 98.925 98.850 98.875 +0.015 222,427 704,176 +11,484
Dec12 110505 98.545 98.620 98.535 98.570 +0.025 192,720 549,650 +9,229
Mar13 110505 98.270 98.350 98.265 98.305 +0.030 143,788 370,813 -277
Jun13 110505 98.020 98.090 98.005 98.055 +0.045 92,988 278,641 +6,805
Sep13 110505 97.750 97.830 97.740 97.805 +0.055 66,882 255,349 +1,937
Dec13 110505 97.495 97.575 97.480 97.550 +0.065 63,299 193,719 +143
Mar14 110505 97.255 97.350 97.255 97.330 +0.070 48,556 185,025 -478
Jun14 110505 97.045 97.125 97.030 97.110 +0.075 14,719 104,558 -2,879
Sep14 110505 96.830 96.915 96.815 96.895 +0.075 9,458 60,891 -290
Dec14 110505 96.610 96.695 96.595 96.680 +0.080 10,992 71,548 -876
Mar15 110505 96.425 96.510 96.410 96.495 +0.080 9,360 51,726 -505
Jun15 110505 4.485 4.570 4.485 4.560 +0.080 5,086 39,494 -849
Sep15 110505 4.320 4.405 4.305 4.390 +0.080 5,126 35,804 -852
Total Volume and Open Interest      
30 Day Federal Funds(CBOT)
May11 110505 99.908 99.908 99.902 99.905 unch 5,390 83,080 -611
Jun11 110505 99.905 99.905 99.895 99.900 unch 1,782 59,208 -169
Jul11 110505 99.895 99.900 99.885 99.890 unch 1,803 47,975 -908
Aug11 110505 99.875 99.880 99.865 99.870 unch 1,470 44,046 -1
Sep11 110505 99.865 99.875 99.855 99.865 +0.005 3,135 35,570 -366
Oct11 110505 99.855 99.860 99.840 99.850 unch 1,585 46,659 -504
Total Volume and Open Interest 28,129 646,665 -572
30 Day Fed Funds(e-CBOT)
3-Mth Euro-Yen(CME)
Jun11 110505 99.675 99.675 99.675 99.675 unch 0 750 +0
Sep11 110505 99.673 99.673 99.673 99.673 unch      
Dec11 110505 99.670 99.670 99.670 99.670 unch 0 75 +0
Mar12 110505 99.658 99.658 99.658 99.658 unch      
Jun12 110505 99.685 99.685 99.685 99.685 unch      
Sep12 110505 99.615 99.615 99.615 99.615 unch      
Dec12 110505 99.575 99.575 99.575 99.575 unch      
Mar13 110505 99.575 99.575 99.575 99.575 unch      
Jun13 110505 99.530 99.530 99.530 99.530 unch      
Sep13 110505 99.390 99.390 99.390 99.390 unch      
Total Volume and Open Interest 0 825 +0
3-Mth Euro-Yen(SGX)
Jun11 110505 99.68 99.68 99.68 99.68 unch 0 5,401 +0
Sep11 110505 99.67 99.67 99.67 99.67 unch 0 1,533 +0
Dec11 110505 99.67 99.67 99.67 99.67 unch 0 1,944 +0
Mar12 110505 99.66 99.66 99.66 99.66 unch 0 3,672 +0
Jun12 110505 99.68 99.68 99.68 99.68 unch 0 1,254 +0
Sep12 110505 99.61 99.61 99.61 99.61 unch 0 411 +0
Dec12 110505 99.57 99.57 99.57 99.57 unch 0 24 +0
Mar13 110505 99.57 99.57 99.57 99.57 unch 0 1 +0
Total Volume and Open Interest 0 14,240 +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 110505 122.30 123.39 122.07 123.07 +0.59 744,572 913,335 +9,723
Sep11 110505 121.97 123.12 121.79 122.75 +0.63 3,686 12,915 +642
Dec11 110505 121.97 121.97 121.97 121.97 +0.59      
Total Volume and Open Interest 748,258 926,250 +10,365
Euro-Bobl(EUREX)
Jun11 110505 114.66 115.49 114.57 115.48 +0.75 463,749 794,469 +11,421
Sep11 110505 114.30 114.80 114.30 114.66 +0.56 3,863 22,858 +2,766
Dec11 110505 114.86 114.86 114.86 114.86 +0.55      
Total Volume and Open Interest 467,612 817,327 +4,679
3-Mth Euribor(EUREX)
Jun11 110505 98.405 98.500 98.395 98.495 +0.090 209 6,342 +0
Sep11 110505 98.075 98.220 98.075 98.215 +0.135 355 2,331 -341
Dec11 110505 97.800 97.990 97.800 97.990 +0.160 46 1,144 +38
Total Volume and Open Interest 621 12,190 -303
Long Gilt(LIFFE)
Jun11 110428 118~22 119~08 118~20 119~05 +0~25 66,199 329,696 -26,275
Sep11 110505 118~31 118~31 118~28 118~29 unch 0 10 +0
Total Volume and Open Interest 110,112 373,709 +56,859
3-Mth Short Sterling(LIFFE)
Jun11 110505 99.16 99.18 99.16 99.17 +0.01 57,579 482,430 +28,125
Sep11 110505 99.06 99.09 99.05 99.07 +0.01 116,618 480,265 +91,035
Dec11 110505 98.91 98.94 98.89 98.91 unch 127,705 482,790 +89,492
Mar12 110505 98.75 98.78 98.72 98.75 unch 150,938 462,412 +104,508
Jun12 110505 98.53 98.57 98.50 98.54 +0.01 125,356 359,972 +84,771
Sep12 110505 98.29 98.33 98.25 98.30 +0.01 76,447 233,459 +54,497
Total Volume and Open Interest 829,192 2,983,900 +573,389
3-Mth Euribor(LIFFE)
Jun11 110505 98.405 98.505 98.380 98.495 +0.090 152,401 789,152 +71,583
Sep11 110505 98.080 98.225 98.050 98.215 +0.135 110,789 711,286 +40,323
Dec11 110505 97.825 98.010 97.795 97.990 +0.160 164,832 712,222 +73,402
Total Volume and Open Interest 895,009 4,039,829 +350,501
3-Mth Aus T-Bills(SFE)
Jun11 110505 94.97 95.01 94.95 95.00 +0.02 31,095 184,342 -334
Sep11 110505 94.88 94.92 94.86 94.90 +0.02 58,081 216,420 -3,172
Dec11 110505 94.79 94.85 94.77 94.83 +0.03 26,053 146,923 -1,492
Mar12 110505 94.70 94.77 94.68 94.75 +0.03 16,965 81,224 +2,974
Jun12 110505 94.62 94.71 94.62 94.68 +0.04 3,262 47,890 -765
Sep12 110505 94.56 94.65 94.56 94.63 +0.05 2,668 49,916 -358
Dec12 110505 94.52 94.60 94.52 94.58 +0.05 4,348 24,511 +1,935
Mar13 110505 94.47 94.56 94.47 94.55 +0.06 2,480 14,211 +2,035
Jun13 110505 94.42 94.50 94.42 94.50 +0.05 151 1,187 +151
Sep13 110505 94.39 94.46 94.39 94.46 +0.07 1 901 +1
Total Volume and Open Interest 145,104 768,383 +975
10-Year Aus T-Bonds(SFE)
Jun11 110505 94.59 94.63 94.57 94.62 +0.02 71,141 403,578 +20,139
Sep11 110505 94.62 94.62 94.62 94.62 +0.02      
Total Volume and Open Interest 71,141 403,578 +20,139
3-Year Aus T-Bonds(SFE)
Jun11 110505 94.89 94.96 94.87 94.95 +0.05 181,608 631,593 +43,310
Sep11 110505 94.95 94.95 94.95 94.95 +0.05      
Total Volume and Open Interest 181,608 631,593 +43,310
Gold(CMX)
Jun11 110505 1517.0 1522.1 1462.5 1481.4 -33.9 206,734 335,266 -7,590
Aug11 110505 1517.7 1523.3 1464.1 1482.6 -33.9 6,246 75,726 +1,899
Oct11 110505 1523.8 1523.8 1468.0 1483.8 -33.9 760 6,329 +144
Dec11 110505 1520.6 1524.7 1465.9 1484.9 -33.9 2,918 38,777 +92
Feb12 110505 1521.6 1521.6 1475.9 1486.1 -34.0 401 7,048 -212
Apr12 110505 1487.6 1487.6 1487.6 1487.6 -34.2 221 5,232 +93
Jun12 110505 1489.4 1492.2 1481.0 1489.1 -34.3 125 8,864 +48
Aug12 110505 1488.8 1491.1 1488.8 1491.1 -34.4 0 3,069 +0
Oct12 110505 1492.0 1493.6 1492.0 1493.6 -34.5 0 3,272 +0
Dec12 110505 1530.0 1530.0 1478.9 1496.9 -34.6 142 11,990 -146
Feb13 110505 1500.5 1500.5 1500.5 1500.5 -34.8 0 111 +0
Total Volume and Open Interest 218,289 522,323 -5,561
Silver(CMX)
May11 110505 3921.5 3952.0 3444.0 3623.1 -315.2 1,682 692 -360
Jul11 110505 3920.0 3956.5 3425.0 3624.0 -314.8 162,613 77,868 -549
Sep11 110505 3923.5 3951.0 3427.0 3624.4 -315.2 2,239 10,571 -47
Dec11 110505 3925.0 3945.0 3426.0 3623.0 -316.6 5,685 20,545 +1,993
Mar12 110505 3925.0 3925.0 3547.0 3615.9 -316.7 365 2,446 +130
May12 110505 3898.5 3905.5 3580.0 3610.6 -315.5 65 851 +8
Jul12 110505 3885.0 3900.0 3604.0 3604.0 -316.8 292 1,759 +25
Total Volume and Open Interest 179,916 131,907 +1,340
Platinum(NYMEX)
Jul11 110505 1826.0 1832.8 1756.8 1778.2 -48.1 5,060 38,628 +379
Oct11 110505 1829.0 1829.0 1774.2 1782.0 -47.9 114 1,560 +70
Jan12 110505 1784.3 1784.3 1776.0 1784.0 -47.9 30 52 +23
Apr12 110505 1786.0 1786.0 1786.0 1786.0 -47.9 0 24 +0
Total Volume and Open Interest 5,205 40,279 +472
Palladium(NYMEX)
Jun11 110505 749.00 753.00 697.20 710.80 -35.90 4,304 18,970 -246
Sep11 110505 750.00 753.00 699.35 712.45 -35.85 197 1,809 +119
Dec11 110505 730.00 730.30 705.50 713.45 -35.85 3 351 +2
Total Volume and Open Interest 4,510 21,133 -130
Copper(CMX)
May11 110505 411.55 412.60 396.00 398.55 -13.50 824 3,772 -603
Jul11 110505 412.60 414.20 396.45 399.80 -13.60 36,914 80,721 -3,520
Sep11 110505 414.90 415.70 398.80 401.50 -13.55 1,313 23,843 +242
Dec11 110505 416.35 416.65 400.00 403.25 -13.55 719 8,392 -136
Mar12 110505 402.50 404.55 402.50 404.55 -13.50 276 2,504 -54
Total Volume and Open Interest 40,771 125,898 -4,168
DJIA Index(CBOT)
Jun11 110505 12681 12718 12480 12570 -102 369 21,913 +76
Sep11 110505 12501 12603 12501 12501 -102 1 14 +1
Dec11 110505 12430 12532 12430 12430 -102 1 1 +0
Mar12 110505 12370 12472 12370 12370 -102      
Total Volume and Open Interest 371 21,928 +77
S & P 500(CME)
Jun11 110505 1343.10 1348.70 1325.50 1335.00 -8.00 13,190 311,501 +78
Sep11 110505 1330.80 1339.70 1319.70 1329.60 -8.10 10 6,230 +26
Dec11 110505 1324.10 1334.30 1314.30 1324.10 -8.20 0 3,966 +0
Mar12 110505 1319.50 1329.70 1309.70 1319.50 -8.20      
Total Volume and Open Interest 13,200 321,702 +104
S & P 500 E-Mini(Globex)
Jun11 110505 1334.25 1334.75 1333.25 1334.50 -9.50      
Sep11 110505 1339.00 1343.00 1320.00 1329.50 -8.25 1,867 19,884 +1,616
Total Volume and Open Interest 1,675,972 2,816,881 +53,789
NASDAQ 100(CME)
Jun11 110505 2386.50 2400.00 2363.50 2379.00 -5.00 1,346 24,065 +995
Sep11 110505 2374.80 2393.00 2368.00 2374.80 -5.50 0 53 +0
Dec11 110505 2371.30 2371.80 2371.30 2371.30 -5.50 0 2 +0
Total Volume and Open Interest 1,346 24,120 +995
NASDAQ 100 E-Mini(Globex)
Jun11 110505 2385.00 2399.80 2363.50 2379.00 -5.00 287,245 411,354 +13,955
Sep11 110505 2387.00 2395.50 2361.00 2374.80 -5.50 693 1,205 +6
Total Volume and Open Interest 287,938 412,576 +13,961
S & P Midcap 400(CME)
Jun11 110505 986.00 996.00 985.00 986.80 -0.40 0 1,989 -109
Sep11 110505 984.60 984.60 983.50 984.60 -0.40      
Dec11 110505 983.00 983.00 981.90 983.00 -0.40      
Total Volume and Open Interest 0 1,989 -109
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Jun11 110505 9800 9800 9770 9770 -85      
Sep11 110505 9810 9850 9800 9800 -85 2 16 +0
Total Volume and Open Interest 6,387 55,193 -830
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 110505 4010.0 4015.0 3942.5 3968.0 -26.5 107,851 324,326 +10,951
Jun11 110505 3964.0 3971.0 3901.5 3925.0 -26.5 306 28,107 +43
Jul11 110505 3921.0 3921.0 3921.0 3921.0 -27.5      
Total Volume and Open Interest 108,157 352,434 +10,994
Hang Seng Index(HKFE)
May11 110505 23055 23153 22974 23105 +45 80,775 90,908 +2,423
Jun11 110505 22880 23009 22830 22964 +53 1,439 7,550 +332
Total Volume and Open Interest 82,398 99,717 +2,775
DAX(EUREX)
Jun11 110505 7428.5 7443.5 7309.0 7386.5 -7.5 120,267 182,341 +4,490
Sep11 110505 7454.0 7467.0 7339.0 7412.0 -9.0 285 5,761 -11
Dec11 110505 7450.0 7478.0 7380.0 7445.0 -10.5 157 843 +41
Total Volume and Open Interest 120,709 188,945 +4,520
FT-SE 100(EURONEXT)
Jun11 110505 5982.00 5982.00 5885.00 5890.00 -67.00 101,248 683,788 +57,335
Sep11 110505 5915.00 5915.00 5853.50 5853.50 -67.50 62 577 +25
Dec11 110505 5851.00 5851.00 5831.50 5831.50 -68.50 10 175 +10
Total Volume and Open Interest 101,320 684,540 +57,370
SPI 200(SFE)
Jun11 110505 4727.0 4756.0 4681.0 4752.0 +27.0 43,369 195,323 +3,114
Sep11 110505 4706.0 4740.0 4672.0 4740.0 +27.0 11 3,693 -4
Dec11 110505 4763.0 4763.0 4763.0 4763.0 +28.0 21 2,537 -58
Total Volume and Open Interest 43,690 203,220 +3,037
GSCI(CME)
May11 110505 55.64 55.64 26.14 26.14 -49.50 215 11,945 -62
Jun11 110505 55.64 56.64 27.64 27.64 -49.65 29 27 +27
Jul11 110505 54.64 55.64 26.14 26.14 -48.50      
Total Volume and Open Interest 244 11,972 -35
Reuters CCI(ICE)
Jun11 110505 341.50 341.50 341.50 341.50 -18.10      
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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