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Daily Futures Price Listing Fri May 06, 2011
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
May11 110506 1318.25 1338.75 1308.50 1325.00 +5.25 2,087 4,336 -1,350
Jul11 110506 1322.25 1341.00 1306.50 1326.00 +4.25 69,726 267,399 -949
Aug11 110506 1320.75 1339.75 1306.50 1325.50 +4.75 5,859 18,122 -53
Sep11 110506 1315.50 1331.00 1298.75 1316.50 +3.75 2,197 16,511 -258
Nov11 110506 1307.00 1324.50 1287.25 1308.50 +1.75 19,916 199,919 +498
Jan12 110506 1314.75 1329.50 1299.00 1317.00 +2.25 1,029 23,035 +334
Mar12 110506 1319.50 1331.00 1300.00 1317.50 +1.75 198 14,171 +11
Total Volume and Open Interest 102,245 569,812 -1,693
Soybean Meal(CBOT)
May11 110506 340.50 347.30 339.00 344.90 +2.20 4,055 1,847 -840
Jul11 110506 346.70 352.20 343.50 349.50 +2.00 30,115 99,121 -505
Aug11 110506 348.50 352.90 344.50 350.60 +2.10 7,032 29,935 +1,428
Sep11 110506 346.90 351.10 342.80 348.70 +2.00 2,826 16,233 -476
Oct11 110506 343.50 346.30 337.90 343.00 +1.20 2,104 15,027 +724
Dec11 110506 342.10 346.30 337.40 343.10 +1.40 8,060 50,810 +59
Jan12 110506 341.80 347.00 340.60 344.40 +1.30 227 3,652 +5
Mar12 110506 344.50 349.80 341.50 346.50 +1.40 236 3,157 +62
Total Volume and Open Interest 55,741 227,074 +946
Soybean Oil(CBOT)
May11 110506 55.53 55.90 54.85 55.37 +0.01 1,782 1,830 -1,077
Jul11 110506 55.72 56.37 54.85 55.69 -0.04 45,220 156,284 -2,568
Aug11 110506 56.00 56.61 55.12 55.94 -0.06 5,839 28,825 -241
Sep11 110506 56.27 56.88 55.45 56.18 -0.09 3,722 23,712 +8
Oct11 110506 56.41 57.03 55.60 56.33 -0.08 644 14,463 +104
Dec11 110506 56.65 57.30 55.75 56.56 -0.09 9,750 76,185 -2,066
Jan12 110506 57.40 57.45 56.65 56.75 -0.11 356 5,213 +87
Mar12 110506 56.76 57.35 56.37 56.85 -0.06 378 4,487 +50
Total Volume and Open Interest 68,509 316,305 -5,359
Canola(WCE)
May11 110506 548.3 548.3 548.3 548.3 +8.3 383 9 -203
Jul11 110506 552.5 564.0 546.6 560.8 +8.3 4,867 80,445 +152
Nov11 110506 548.9 558.7 543.8 556.7 +7.8 1,409 75,218 +234
Jan12 110506 560.8 565.1 553.5 564.6 +8.1 300 6,349 +212
Mar12 110506 557.5 567.3 557.5 567.3 +9.8 1 1,158 +1
Total Volume and Open Interest 6,963 165,469 +398
Corn(CBOT)
May11 110506 704.50 715.50 677.50 682.75 -22.25 9,003 9,948 -4,035
Jul11 110506 708.50 719.75 680.50 686.25 -22.50 135,615 678,729 -976
Sep11 110506 687.25 698.50 661.00 668.25 -19.50 20,343 167,603 +1,814
Dec11 110506 655.00 662.75 630.00 640.25 -15.50 48,684 454,978 +2,918
Mar12 110506 665.00 673.00 641.00 650.50 -16.00 2,089 74,493 +167
May12 110506 674.25 679.50 649.00 657.00 -17.50 628 16,082 -298
Total Volume and Open Interest 222,223 1,493,241 +621
Wheat(CBOT)
May11 110506 713.25 738.25 709.25 724.50 +2.00 1,049 750 -794
Jul11 110506 754.00 778.50 740.00 759.50 +5.50 41,298 232,109 -2,037
Sep11 110506 798.00 821.25 783.75 803.00 +5.75 9,638 72,128 -599
Dec11 110506 843.00 867.50 829.25 849.50 +8.00 12,541 99,085 -628
Mar12 110506 873.00 897.50 862.75 886.50 +13.25 894 14,087 -53
Total Volume and Open Interest 68,978 457,245 -3,202
Wheat(KCBT)
May11 110506 862.00 868.00 855.50 868.00 +20.00 326 387 +32
Jul11 110506 859.25 884.25 845.25 874.00 +17.00 11,932 90,311 +895
Sep11 110506 877.00 902.75 868.00 892.75 +17.50 2,551 30,866 -151
Dec11 110506 900.00 926.75 887.00 915.50 +17.00 2,407 37,386 +81
Mar12 110506 914.50 938.50 909.75 931.00 +17.00 244 4,913 -86
Total Volume and Open Interest 18,013 171,683 +891
Wheat(MGE)
May11 110506 916.50 918.50 910.75 910.75 +4.75 44 1,244 -19
Jul11 110506 896.25 918.00 883.75 903.75 +8.25 2,367 20,800 -412
Sep11 110506 898.75 922.00 888.50 908.25 +9.75 740 16,957 +33
Dec11 110506 907.25 932.50 898.25 921.25 +13.25 692 12,578 -129
Mar12 110506 918.50 942.25 915.25 932.75 +14.00 49 2,568 +0
Total Volume and Open Interest 4,084 56,953 -468
Oats(CBOT)
May11 110506 330.00 331.00 325.00 331.00 +6.00 199 205 -253
Jul11 110506 334.00 340.50 326.50 339.00 +5.00 865 9,231 -71
Sep11 110506 342.00 346.50 339.50 346.50 +4.50 25 290 +21
Dec11 110506 355.00 358.00 346.00 355.50 +3.50 113 3,069 +68
Total Volume and Open Interest 1,202 12,815 -235
Rough Rice(CBOT)
May11 110506 14.02 14.10 13.69 14.10 +0.17 72 180 -152
Jul11 110506 14.00 14.40 13.83 14.35 +0.21 1,667 16,610 -221
Sep11 110506 14.90 15.23 14.69 15.19 +0.23 348 4,767 -46
Nov11 110506 15.15 15.50 15.00 15.49 +0.24 188 1,016 -29
Total Volume and Open Interest 2,289 23,091 -451
Live Cattle(CME)
Jun11 110506 109.550 110.230 108.480 109.850 +0.100 24,536 131,199 -4,173
Aug11 110506 111.500 112.285 110.650 111.580 -0.305 13,974 97,408 +1,885
Oct11 110506 116.600 117.300 115.635 116.950 -0.150 9,414 63,660 +2,145
Dec11 110506 118.550 119.250 117.850 119.035 +0.150 2,530 44,811 +533
Feb12 110506 118.750 119.500 118.135 119.330 +0.150 1,301 11,901 +83
Apr12 110506 119.400 120.400 119.050 120.350 +0.150 220 5,240 +54
Total Volume and Open Interest 51,996 355,341 +536
Feeder Cattle(CME)
May11 110506 128.600 129.735 127.330 129.130 +0.500 1,002 6,329 -243
Aug11 110506 131.500 133.250 130.500 132.785 +1.035 2,293 25,332 +27
Sep11 110506 132.200 134.000 131.435 133.600 +0.800 431 4,877 +148
Oct11 110506 132.800 134.400 131.825 134.380 +1.380 158 3,373 +16
Nov11 110506 132.500 134.200 131.575 134.000 +1.000 62 1,491 +10
Jan12 110506 131.450 133.500 130.500 133.500 +1.100 11 380 +4
Mar12 110506 130.800 132.800 130.800 132.800 unch 1 33 +1
Total Volume and Open Interest 3,959 41,817 -36
Lean Hogs(CME)
May11 110506 91.550 93.980 91.135 93.350 +1.770 1,601 2,098 -899
Jun11 110506 92.730 92.900 91.900 92.385 -0.045 21,791 72,595 -1,941
Jul11 110506 93.580 93.800 92.500 92.600 -0.685 7,662 31,910 +140
Aug11 110506 94.385 94.680 93.650 93.950 -0.250 7,860 37,964 +604
Oct11 110506 87.100 87.500 86.200 87.285 +0.355 4,076 34,089 +335
Dec11 110506 84.150 84.550 83.385 84.050 -0.100 2,213 28,195 +538
Feb12 110506 85.580 86.100 84.850 86.050 +0.600 486 7,202 +9
Apr12 110506 86.035 86.900 86.035 86.730 -0.070 151 4,297 +67
Total Volume and Open Interest 45,860 220,422 -1,149
Class III Milk(CME)
May11 110506 16.58 16.58 16.50 16.58 unch 91 5,358 -2
Jun11 110506 17.10 17.24 17.10 17.19 +0.09 142 4,728 +14
Jul11 110506 17.50 17.67 17.50 17.65 +0.05 72 3,458 -5
Aug11 110506 17.88 17.92 17.84 17.86 -0.01 39 3,328 +8
Sep11 110506 18.05 18.08 17.97 18.01 -0.03 31 3,372 +10
Total Volume and Open Interest 535 31,169 +94
Cocoa(ICE)
May11 110506 3109 3163 3100 3137 +50 8 113 -6
Jul11 110506 3051 3105 3016 3082 +27 18,736 76,282 +395
Sep11 110506 3055 3109 3025 3090 +28 3,055 24,988 +99
Dec11 110506 3082 3125 3050 3112 +28 3,564 24,946 +1,212
Mar12 110506 3130 3172 3100 3156 +23 531 22,418 -52
May12 110506 3101 3150 3083 3146 +27 96 5,732 +41
Jul12 110506 3096 3144 3085 3140 +25 66 1,568 +35
Total Volume and Open Interest 26,227 160,609 +1,728
Coffee "C"(ICE)
May11 110506 287.55 293.50 287.00 287.05 -0.45 61 356 -66
Jul11 110506 287.05 294.90 283.50 287.55 -0.70 18,767 68,965 -2,794
Sep11 110506 290.50 297.60 286.40 290.40 -0.65 4,479 21,327 +176
Dec11 110506 292.30 300.15 289.00 293.30 -0.40 3,022 18,807 +0
Mar12 110506 293.00 300.35 289.95 294.80 +0.20 314 4,169 +142
May12 110506 295.50 299.00 292.70 293.15 -0.15 68 2,362 +14
Total Volume and Open Interest 26,801 117,826 -2,475
Orange Juice(ICE)
May11 110506 174.00 175.00 174.00 175.00 -2.65 11 222 -7
Jul11 110506 171.50 171.50 166.80 168.75 -2.50 1,517 24,056 +289
Sep11 110506 166.60 166.80 163.90 164.65 -2.30 283 2,435 +117
Nov11 110506 162.35 162.40 161.65 162.40 -1.90 30 1,611 +0
Jan12 110506 161.10 161.10 161.10 161.10 -2.20 2 213 +1
Mar12 110506 160.65 160.65 160.65 160.65 -2.40 0 70 +0
Total Volume and Open Interest 1,843 28,701 +400
Sugar #11(ICE)
Jul11 110506 20.75 21.37 20.40 20.47 -0.39 32,703 278,562 -486
Oct11 110506 21.00 21.55 20.69 20.81 -0.29 16,470 139,234 +384
Mar12 110506 21.69 22.00 21.25 21.38 -0.31 6,816 69,859 +1,069
May12 110506 21.64 21.86 21.16 21.28 -0.35 1,674 23,471 +221
Jul12 110506 21.56 21.85 21.10 21.23 -0.40 1,299 17,185 +297
Total Volume and Open Interest 61,086 570,509 +2,036
London Cocoa(LCE)
May11 110506 1867 1872 1840 1866 -4 1,346 32,500 -702
Jul11 110506 1873 1902 1860 1890 +5 6,989 58,205 +1,502
Sep11 110506 1890 1916 1878 1907 +6 2,000 29,752 -3
Dec11 110506 1918 1939 1899 1930 +6 2,002 31,810 +416
Mar12 110506 1940 1958 1920 1949 +5 575 27,874 +49
May12 110506 1950 1973 1935 1961 +3 338 6,838 -140
Jul12 110506 1948 1984 1948 1969 +1 39 3,980 +5
Total Volume and Open Interest 13,289 201,234 +1,127
London Sugar(LCE)
Aug11 110506 577.30 586.90 572.20 582.00 -0.30 3,762 24,110 +61
Oct11 110506 560.00 571.20 554.50 563.90 -3.10 757 8,134 +8
Dec11 110506 566.00 580.00 565.50 572.80 -3.30 177 3,247 +70
Mar12 110506 566.30 577.70 566.30 570.40 -2.10 127 2,054 +82
May12 110506 568.30 571.10 561.50 565.10 -2.90 76 1,216 -12
Total Volume and Open Interest 4,948 39,682 +254
Cotton(ICE)
May11 110506 166.97 169.62 153.80 153.80 -11.56 453 2,838 -207
Jul11 110506 146.86 149.10 143.80 145.56 -1.30 4,566 70,492 +150
Oct11 110506 135.37 135.47 133.45 133.56 -1.81 12 459 +2
Dec11 110506 122.20 124.50 121.75 122.29 +0.21 3,928 59,887 +311
Mar12 110506 114.91 116.37 114.55 114.67 -0.13 391 8,434 +50
May12 110506 109.20 110.63 108.55 108.82 -0.23 64 2,209 -5
Total Volume and Open Interest 9,497 149,712 +328
Lumber(CME)
May11 110506 227.0 233.3 227.0 231.1 +0.1 159 834 -45
Jul11 110506 248.8 250.7 247.0 249.7 +1.2 524 6,980 +197
Sep11 110506 267.4 272.5 267.4 272.5 +2.0 148 1,845 -5
Nov11 110506 267.4 269.9 267.4 269.9 +0.6 18 485 +10
Total Volume and Open Interest 849 10,157 +157
Crude Oil(NYM)
Jun11 110506 99.76 102.38 94.63 97.18 -2.62 333,018 321,820 -6,190
Jul11 110506 100.34 102.93 95.18 97.77 -2.57 80,418 235,195 +5,004
Aug11 110506 100.88 103.21 95.57 98.14 -2.50 47,242 82,744 -541
Sep11 110506 101.17 103.47 95.85 98.42 -2.43 34,830 89,917 +5,131
Oct11 110506 100.44 103.52 97.78 98.56 -2.36 13,046 39,788 -1,369
Nov11 110506 101.20 103.61 96.04 98.65 -2.31 9,482 37,815 +556
Dec11 110506 101.24 103.66 95.79 98.72 -2.28 44,285 188,619 +461
Jan12 110506 100.54 102.63 96.46 98.67 -2.26 2,821 38,047 +751
Feb12 110506 97.52 103.40 97.50 98.58 -2.23 1,604 18,145 -101
Mar12 110506 97.95 102.49 97.95 98.47 -2.22 1,687 29,919 -373
Apr12 110506 101.00 102.32 98.00 98.34 -2.23 1,412 15,114 +125
May12 110506 100.10 101.71 98.20 98.20 -2.22 962 14,744 -282
Jun12 110506 100.10 102.68 95.68 98.06 -2.21 9,749 73,372 +1,654
Jul12 110506 97.76 97.76 97.76 97.76 -2.22 763 20,803 +161
Aug12 110506 101.20 101.20 97.44 97.44 -2.23 228 13,194 -22
Sep12 110506 97.18 97.18 97.18 97.18 -2.23 351 12,993 -78
Total Volume and Open Interest 610,259 1,630,319 +5,991
e-miNY Crude Oil(NYM)
May11 110418 109.350 109.350 106.525 107.125 -2.525 7,448 2,501 -386
Jun11 110429 112.775 114.175 112.275 113.925 +1.075 11,912 3,616 +446
Jul11 110506 100.800 102.950 95.250 97.775 -2.575 591 861 +22
Aug11 110506 101.000 102.325 96.050 98.150 -2.500 78 124 -1
Sep11 110506 100.925 102.925 98.425 98.425 -2.425 9 143 +3
Oct11 110506 101.700 101.700 97.650 98.550 -2.375 8 40 +0
Nov11 110506 100.975 100.975 98.650 98.650 -2.300 0 16 +0
Dec11 110506 100.800 102.800 98.725 98.725 -2.275 42 321 +4
Jan12 110506 98.675 98.675 98.675 98.675 -2.250 1 7 +0
Feb12 110506 98.575 98.575 98.575 98.575 -2.225 2 8 +2
Total Volume and Open Interest 13,440 4,882 -212
Heating Oil(NYM)
Jun11 110506 289.25 296.54 276.95 284.57 -4.12 61,183 113,461 -4,153
Jul11 110506 291.11 297.92 278.85 285.94 -4.26 21,497 48,422 +854
Aug11 110506 293.06 299.36 286.02 287.36 -4.33 13,263 30,397 +189
Sep11 110506 295.45 300.99 286.89 289.08 -4.37 7,223 22,943 +1,019
Oct11 110506 295.48 302.63 285.00 290.75 -4.38 2,827 10,026 -96
Nov11 110506 297.11 303.99 285.20 292.39 -4.37 2,056 10,829 +403
Dec11 110506 298.80 305.79 286.84 294.00 -4.35 14,092 32,197 -1,682
Jan12 110506 300.00 306.70 294.51 295.69 -4.21 684 11,578 +199
Feb12 110506 297.40 307.30 295.05 296.04 -4.11 174 4,984 +33
Mar12 110506 296.45 306.22 295.25 295.25 -3.87 306 3,221 +67
Apr12 110506 293.90 304.24 293.45 293.45 -3.67 246 1,398 +170
May12 110506 292.50 302.56 291.85 291.85 -3.56 89 1,186 +16
Total Volume and Open Interest 128,396 312,166 -2,007
Gasoline(NYMEX)
Jun11 110506 310.32 318.22 298.56 309.01 -0.53 74,607 102,911 -1,377
Jul11 110506 304.10 310.36 291.61 299.56 -2.72 47,528 53,404 -367
Aug11 110506 301.14 303.42 288.55 292.89 -3.97 22,612 28,370 +151
Sep11 110506 293.32 300.00 281.34 288.13 -4.43 16,850 28,791 +1,565
Oct11 110506 272.96 281.00 271.39 271.39 -4.85 7,855 23,113 +518
Nov11 110506 273.33 279.19 261.34 267.42 -5.02 3,064 8,606 +107
Dec11 110506 271.69 277.52 259.00 265.67 -5.20 7,006 27,622 +1,113
Jan12 110506 275.05 275.05 265.66 265.66 -5.18 1,389 6,308 -123
Feb12 110506 276.50 276.50 266.89 266.89 -5.20 1,114 3,015 +237
Mar12 110506 272.33 277.25 268.12 268.12 -5.22 967 4,979 +612
Total Volume and Open Interest 183,865 304,128 +2,915
e-miNY RBOB Gasoline(NYM)
Jun11 110506 309.00 309.01 309.00 309.00 -0.50 0 2 +0
Jul11 110506 299.60 299.60 299.56 299.60 -2.70 0 1 +0
Aug11 110506 292.90 292.90 292.89 292.90 -4.00 0 1 +0
Sep11 110506 288.10 288.13 288.10 288.10 -4.50      
Total Volume and Open Interest 0 7 +0
Natural Gas(NYM)
Jun11 110506 4.235 4.344 4.217 4.235 -0.026 122,059 145,880 -14,947
Jul11 110506 4.308 4.410 4.287 4.297 -0.034 46,784 217,411 +4,674
Aug11 110506 4.371 4.450 4.334 4.342 -0.034 49,581 75,171 +4,574
Sep11 110506 4.363 4.469 4.351 4.364 -0.032 37,189 95,971 +7,867
Oct11 110506 4.390 4.510 4.390 4.407 -0.031 21,762 98,223 -2,629
Nov11 110506 4.553 4.649 4.540 4.569 -0.025 9,080 47,428 +824
Dec11 110506 4.789 4.866 4.784 4.789 -0.026 5,289 37,017 +346
Jan12 110506 4.915 4.985 4.900 4.906 -0.029 11,077 86,435 +493
Feb12 110506 4.903 4.960 4.890 4.893 -0.026 897 17,463 +138
Mar12 110506 4.822 4.893 4.820 4.831 -0.021 4,550 37,586 -338
Apr12 110506 4.695 4.760 4.695 4.701 -0.022 4,969 35,297 +772
May12 110506 4.725 4.776 4.717 4.721 -0.022 658 10,335 -89
Jun12 110506 4.751 4.815 4.745 4.759 -0.022 308 6,849 -97
Jul12 110506 4.863 4.870 4.804 4.804 -0.022 145 5,527 +96
Aug12 110506 4.878 4.878 4.830 4.830 -0.025 97 5,978 -14
Sep12 110506 4.865 4.883 4.840 4.840 -0.027 315 5,303 -172
Total Volume and Open Interest 316,850 1,004,801 +1,380
Brent Crude Oil(ICE)
Jun11 110506 111.77 114.24 105.15 109.13 -1.67 221,789 176,962 -6,363
Jul11 110506 110.99 113.94 105.00 108.85 -1.72 120,804 159,510 +11,785
Aug11 110506 110.64 113.54 104.78 108.58 -1.74 57,717 83,833 +15,613
Sep11 110506 110.70 113.20 104.55 108.21 -1.76 33,296 47,848 +2,546
Oct11 110506 110.24 112.66 104.16 107.84 -1.78 22,651 37,895 +5,437
Nov11 110506 109.92 112.28 103.86 107.51 -1.80 7,191 19,401 -590
Dec11 110506 109.29 111.95 103.53 107.15 -1.85 32,049 99,875 +579
Jan12 110506 106.00 111.29 104.18 106.84 -1.89 4,139 18,609 -288
Feb12 110506 103.91 109.14 103.91 106.55 -1.91 2,792 16,058 +771
Mar12 110506 106.24 106.24 106.24 106.24 -1.93 3,017 30,603 -13
Apr12 110506 106.08 106.08 105.85 105.91 -1.96 920 6,722 +375
May12 110506 105.57 105.57 105.57 105.57 -1.96 808 5,868 +24
Jun12 110506 106.39 109.67 101.91 105.22 -1.97 4,464 34,693 +218
Jul12 110506 104.85 104.85 104.85 104.85 -1.98 204 2,308 +3
Total Volume and Open Interest 521,229 860,377 +30,046
Gas Oil(ICE)
May11 110506 914.75 938.25 874.50 928.50 -9.75 47,508 69,699 -11,937
Jun11 110506 916.00 941.50 877.75 932.00 -9.50 105,762 137,185 -2,360
Jul11 110506 933.25 944.75 881.00 935.50 -9.50 33,472 66,918 +5,599
Aug11 110506 935.25 947.50 886.00 939.00 -9.25 14,765 35,027 +672
Sep11 110506 938.75 950.25 889.50 942.00 -9.50 10,057 50,135 +1,196
Oct11 110506 941.25 951.75 892.00 944.25 -9.50 4,700 33,570 +778
Nov11 110506 942.00 950.25 893.00 945.25 -9.00 4,219 22,222 -242
Dec11 110506 937.50 955.00 893.75 946.50 -8.75 21,846 60,653 +1,560
Jan12 110506 930.00 955.50 910.00 948.75 -8.75 3,576 26,512 -417
Feb12 110506 930.00 955.50 897.25 948.75 -8.75 958 6,191 -208
Total Volume and Open Interest 252,698 596,789 -6,587
Ethanol(CBOT)
May11 110504 2.620 2.628 2.595 2.621 +0.001 47 147 -144
Jun11 110506 2.579 2.592 2.514 2.522 -0.058 194 1,376 -17
Jul11 110506 2.578 2.590 2.505 2.514 -0.064 287 1,216 +85
Aug11 110506 2.564 2.582 2.508 2.515 -0.060 244 910 +19
Sep11 110506 2.540 2.544 2.480 2.491 -0.056 220 988 -6
Oct11 110506 2.450 2.450 2.391 2.400 -0.057 160 943 +24
Nov11 110506 2.351 2.351 2.332 2.333 -0.062 54 653 +20
Dec11 110506 2.400 2.400 2.330 2.335 -0.056 48 969 -2
Total Volume and Open Interest 1,259 7,740 +105
WTI Crude Oil(ICE
Jun11 110506 99.51 102.38 94.65 97.18 -2.62 86,354 92,751 +549
Jul11 110506 100.12 102.92 95.24 97.77 -2.57 28,069 77,205 +2,540
Aug11 110506 100.88 103.08 95.81 98.14 -2.50 15,123 30,058 -523
Sep11 110506 101.90 103.12 96.38 98.42 -2.43 10,758 34,866 +766
Oct11 110506 101.78 103.11 96.41 98.56 -2.36 4,752 20,509 +432
Nov11 110506 101.71 103.19 96.49 98.65 -2.31 3,364 16,915 -77
Dec11 110506 101.84 103.56 95.77 98.72 -2.28 13,935 89,401 +285
Jan12 110506 98.27 102.87 98.27 98.67 -2.26 468 12,229 +98
Feb12 110506 98.14 100.56 98.14 98.58 -2.23 200 3,525 +27
Mar12 110506 98.47 98.47 98.47 98.47 -2.22 431 11,095 -104
Apr12 110506 98.34 98.34 98.34 98.34 -2.23 83 3,619 -30
May12 110506 98.20 98.20 98.20 98.20 -2.22 87 2,203 +17
Jun12 110506 97.62 102.13 97.34 98.06 -2.21 1,302 26,004 +75
Jul12 110506 97.76 97.76 97.76 97.76 -2.22 20 1,550 +20
Aug12 110506 97.44 97.44 97.44 97.44 -2.23 46 928 +23
Sep12 110506 97.18 97.18 97.18 97.18 -2.23 15 4,161 +15
Total Volume and Open Interest 170,848 527,154 +3,266
US Dollar Index(ICE)
Jun11 110506 74.260 75.180 74.110 75.080 +0.705 36,609 55,763 +2,486
Sep11 110506 74.750 75.550 74.610 75.550 +0.695 80 641 +20
Dec11 110506 76.035 76.035 76.035 76.035 +0.685 0 2 +0
Total Volume and Open Interest 36,689 56,407 +2,506
Australian Dollar(CME)
Jun11 110506 105.50 107.54 105.49 106.23 +0.92 135,704 140,491 -798
Sep11 110506 104.23 106.04 103.97 104.87 +0.90 343 977 +22
Dec11 110506 103.95 104.40 102.74 103.58 +0.84 15 84 +0
Total Volume and Open Interest 136,063 141,553 -775
British Pound(CME)
Jun11 110506 163.81 164.56 163.47 163.58 -0.12 109,433 123,573 +226
Sep11 110506 163.87 164.06 163.32 163.34 -0.12 82 642 +29
Dec11 110506 163.70 163.70 163.09 163.09 -0.12 1 38 +0
Total Volume and Open Interest 109,516 124,258 +255
Canadian Dollar(CME)
Jun11 110506 103.35 104.37 102.97 103.08 +0.03 106,081 134,138 +431
Sep11 110506 103.10 104.09 102.73 102.82 +0.02 274 3,478 +125
Dec11 110506 103.74 103.74 102.50 102.53 +0.02 38 2,528 -6
Mar12 110506 102.50 102.50 102.17 102.21 +0.04 15 282 +12
Total Volume and Open Interest 106,621 140,587 +668
Japanese Yen(CME)
Jun11 110506 124.56 124.70 123.56 124.29 -0.39 92,720 101,009 -1,504
Sep11 110506 124.56 124.75 123.74 124.36 -0.39 73 1,893 +33
Dec11 110506 123.98 124.86 123.98 124.46 -0.40 3 211 +1
Total Volume and Open Interest 92,796 103,120 -1,470
Swiss Franc(CME)
Jun11 110506 114.93 115.29 113.66 113.82 -1.10 42,918 74,048 +1,460
Sep11 110506 115.09 115.29 113.75 113.86 -1.10 166 227 +65
Dec11 110506 113.89 114.99 113.89 113.89 -1.10 0 27 +0
Total Volume and Open Interest 43,085 74,304 +1,526
EuroFX(CME)
Jun11 110506 145.24 145.75 142.94 143.23 -1.85 374,774 263,141 +2,812
Sep11 110506 144.81 145.27 142.56 142.78 -1.85 895 3,771 +232
Dec11 110506 144.00 144.15 142.29 142.29 -1.86 16 104 +13
Total Volume and Open Interest 375,703 267,394 +3,057
Mexican Peso(CME)
May11 110506 857.2 857.2 851.8 857.2 +5.5      
Jun11 110506 849.8 861.0 848.8 855.2 +5.5 40,655 165,171 +2,414
Total Volume and Open Interest 40,689 165,399 +2,436
30-Year T-Bonds(CBOT)
Jun11 110506 124~100 124~200 123~280 124~100 +0~010      
Sep11 110506 123~070 123~100 122~020 123~000 +0~030 1,016 5,058 +373
Dec11 110506 121~170 121~170 121~140 121~170 +0~030 0 30 +0
Total Volume and Open Interest 333,493 618,496 +11,271
10-Year T-Notes(CBOT)
Jun11 110506 122~050 122~150 121~170 122~090 +0~070 1,109,365 1,680,799 -8,606
Sep11 110506 120~200 121~005 120~035 120~280 +0~080 4,008 16,147 +1,374
Dec11 110506 119~280 119~280 119~200 119~280 +0~080 0 4 +0
Total Volume and Open Interest 1,113,373 1,696,950 -7,232
5-Year T-Notes(CBOT)
Jun11 110506 118~115 119~022 118~070 119~005 +0~021 685,846 1,443,176 -6,434
Sep11 110506 117~074 117~121 117~074 117~110 +0~024 7,638 12,954 +4,776
Dec11 110506 117~006 117~006 116~110 117~006 +0~024      
Total Volume and Open Interest 693,484 1,456,130 -1,658
2 Year T-Notes(CBOT)
Jun11 110506 109~082 109~092 109~070 109~089 +0~008 218,663 1,039,087 -14,452
Sep11 110506 109~022 109~034 109~021 109~033 +0~010 3,785 16,011 +1,702
Dec11 110506 108~099 108~099 108~089 108~099 +0~010 0 20 +0
Total Volume and Open Interest 222,448 1,055,118 -12,750
Eurodollars(CME)
Jun11 110506 99.725 99.735 99.710 99.715 -0.015 171,527 1,013,941 -26,701
Sep11 110506 99.665 99.680 99.650 99.660 -0.010 213,805 1,485,666 +20,650
Dec11 110506 99.570 99.585 99.535 99.575 +0.005 229,967 1,674,810 +14,578
Mar12 110506 99.420 99.455 99.370 99.435 +0.015 240,963 1,549,082 -7,757
Jun12 110506 99.180 99.230 99.110 99.205 +0.030 315,701 1,308,988 +19,845
Sep12 110506 98.880 98.935 98.800 98.915 +0.040 260,058 713,610 +9,434
Dec12 110506 98.575 98.635 98.485 98.610 +0.040 233,223 546,358 -3,292
Mar13 110506 98.315 98.375 98.220 98.345 +0.040 185,951 375,829 +5,016
Jun13 110506 98.055 98.120 97.965 98.085 +0.030 123,741 285,706 +7,065
Sep13 110506 97.810 97.870 97.715 97.835 +0.030 78,793 255,614 +265
Dec13 110506 97.560 97.620 97.465 97.580 +0.030 74,339 191,484 -2,235
Mar14 110506 97.330 97.390 97.245 97.355 +0.025 71,037 185,767 +742
Jun14 110506 97.105 97.170 97.025 97.135 +0.025 20,974 104,443 -115
Sep14 110506 96.895 96.950 96.815 96.920 +0.025 14,524 62,520 +1,629
Dec14 110506 96.685 96.730 96.595 96.700 +0.020 14,229 71,933 +385
Mar15 110506 96.475 96.535 96.410 96.510 +0.015 13,654 51,362 -364
Jun15 110506 4.555 4.600 4.475 4.570 +0.010 11,502 39,213 -281
Sep15 110506 4.370 4.430 4.305 4.400 +0.010 8,160 36,084 +280
Total Volume and Open Interest      
30 Day Federal Funds(CBOT)
May11 110506 99.902 99.905 99.902 99.905 unch 4,652 82,187 -893
Jun11 110506 99.900 99.905 99.900 99.900 unch 5,599 60,009 +801
Jul11 110506 99.895 99.895 99.890 99.890 unch 5,401 48,772 +797
Aug11 110506 99.865 99.875 99.865 99.870 unch 6,504 47,249 +3,203
Sep11 110506 99.855 99.870 99.855 99.865 unch 5,659 35,390 -180
Oct11 110506 99.845 99.860 99.840 99.850 unch 4,235 48,230 +1,571
Total Volume and Open Interest 67,408 651,217 +4,552
30 Day Fed Funds(e-CBOT)
3-Mth Euro-Yen(CME)
Jun11 110506 99.670 99.670 99.670 99.670 -0.005 0 750 +0
Sep11 110506 99.677 99.677 99.677 99.677 +0.005      
Dec11 110506 99.680 99.680 99.680 99.680 +0.010 0 75 +0
Mar12 110506 99.668 99.668 99.668 99.668 +0.010      
Jun12 110506 99.695 99.695 99.695 99.695 +0.010      
Sep12 110506 99.625 99.625 99.625 99.625 +0.010      
Dec12 110506 99.585 99.585 99.585 99.585 +0.010      
Mar13 110506 99.585 99.585 99.585 99.585 +0.010      
Jun13 110506 99.540 99.540 99.540 99.540 +0.010      
Sep13 110506 99.400 99.400 99.400 99.400 +0.010      
Total Volume and Open Interest 0 825 +0
3-Mth Euro-Yen(SGX)
Jun11 110506 99.67 99.67 99.67 99.67 -0.01 0 5,401 +0
Sep11 110506 99.67 99.68 99.67 99.68 +0.00 0 1,533 +0
Dec11 110506 99.68 99.68 99.68 99.68 +0.01 0 1,944 +0
Mar12 110506 99.67 99.67 99.67 99.67 +0.01 0 3,672 +0
Jun12 110506 99.69 99.69 99.69 99.69 +0.01 0 1,254 +0
Sep12 110506 99.62 99.62 99.62 99.62 +0.01 0 411 +0
Dec12 110506 99.58 99.58 99.58 99.58 +0.01 0 24 +0
Mar13 110506 99.58 99.58 99.58 99.58 +0.01 0 1 +0
Total Volume and Open Interest 0 14,240 +0
Japanese Gov't Bonds(SGX)
Jun11 110506 140.70 140.84 140.54 140.80 +0.73 2,269 0 -14,114
Sep11 110506 140.26 140.51 140.26 140.51 +1.22 0 1 +1
Dec11 110506 138.42 138.42 138.42 138.42 +1.22      
Total Volume and Open Interest 2,269 16,373 +2,258
Euro-Bund(EUREX)
Jun11 110506 123.16 123.95 123.00 123.44 +0.37 1,068,007 914,254 +919
Sep11 110506 122.83 123.64 122.83 123.14 +0.39 6,138 15,328 +2,413
Dec11 110506 122.34 122.34 122.34 122.34 +0.37 293 0 +0
Total Volume and Open Interest 1,074,438 929,582 +3,332
Euro-Bobl(EUREX)
Jun11 110506 115.41 115.82 115.22 115.71 +0.23 725,341 811,181 +16,712
Sep11 110506 114.80 115.05 114.78 114.78 +0.12 15,560 28,746 +5,888
Dec11 110506 114.98 114.98 114.98 114.98 +0.12      
Total Volume and Open Interest 740,901 839,927 +22,600
3-Mth Euribor(EUREX)
Jun11 110506 98.490 98.495 98.475 98.480 -0.015 72 6,307 -35
Sep11 110506 98.205 98.225 98.185 98.190 -0.025 15 2,342 +11
Dec11 110506 97.995 98.015 97.960 97.970 -0.020 36 1,146 +2
Total Volume and Open Interest 158 12,147 -43
Long Gilt(LIFFE)
Jun11 110428 118~22 119~08 118~20 119~05 +0~25 128,847 372,773 +43,077
Sep11 110506 119~03 119~03 119~02 119~02 +0~04 0 10 +0
Total Volume and Open Interest 172,030 408,030 +34,321
3-Mth Short Sterling(LIFFE)
Jun11 110506 99.18 99.19 99.16 99.17 unch 37,408 477,201 -5,229
Sep11 110506 99.07 99.08 99.06 99.07 unch 82,153 466,096 -14,169
Dec11 110506 98.92 98.93 98.89 98.91 unch 115,620 471,249 -11,541
Mar12 110506 98.74 98.77 98.72 98.74 -0.01 92,523 399,737 -62,675
Jun12 110506 98.55 98.57 98.52 98.53 -0.01 109,497 354,518 -5,454
Sep12 110506 98.32 98.35 98.29 98.31 +0.01 73,116 224,650 -8,809
Total Volume and Open Interest 644,933 2,864,801 -119,099
3-Mth Euribor(LIFFE)
Jun11 110506 98.480 98.505 98.470 98.480 -0.015 180,186 821,756 +32,604
Sep11 110506 98.230 98.245 98.180 98.190 -0.025 238,454 781,599 +70,313
Dec11 110506 98.015 98.025 97.950 97.970 -0.020 261,846 777,709 +65,487
Total Volume and Open Interest 1,347,340 4,330,573 +290,744
3-Mth Aus T-Bills(SFE)
Jun11 110506 94.99 95.02 94.90 94.91 -0.09 26,062 166,643 -17,699
Sep11 110506 94.90 94.95 94.79 94.80 -0.10 37,918 220,648 +4,228
Dec11 110506 94.82 94.87 94.70 94.72 -0.11 24,663 145,310 -1,613
Mar12 110506 94.74 94.80 94.64 94.66 -0.09 14,578 79,741 -1,483
Jun12 110506 94.67 94.74 94.60 94.60 -0.08 3,352 48,410 +520
Sep12 110506 94.61 94.69 94.55 94.56 -0.07 2,119 49,451 -465
Dec12 110506 94.57 94.64 94.50 94.52 -0.06 1,757 23,870 -641
Mar13 110506 94.54 94.61 94.47 94.47 -0.08 1,630 15,839 +1,628
Jun13 110506 94.51 94.55 94.43 94.43 -0.07 128 1,269 +82
Sep13 110506 94.46 94.47 94.38 94.38 -0.08 69 965 +64
Total Volume and Open Interest 112,280 753,000 -15,383
10-Year Aus T-Bonds(SFE)
Jun11 110506 94.62 94.67 94.56 94.57 -0.05 49,459 388,147 -15,431
Sep11 110506 94.57 94.57 94.57 94.57 -0.05      
Total Volume and Open Interest 49,459 388,147 -15,431
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 110506 94.85 94.85 94.85 94.85 -0.10      
Total Volume and Open Interest 167,378 595,135 -36,458
Gold(CMX)
Jun11 110506 1475.9 1498.5 1471.1 1491.6 +10.2 242,222 329,173 -6,093
Aug11 110506 1475.4 1499.5 1473.4 1492.9 +10.3 7,745 77,189 +1,463
Oct11 110506 1473.9 1498.5 1473.9 1494.1 +10.3 434 6,334 +5
Dec11 110506 1477.0 1501.0 1474.7 1495.1 +10.2 4,330 39,604 +827
Feb12 110506 1479.9 1501.4 1479.0 1496.2 +10.1 641 6,942 -106
Apr12 110506 1493.9 1497.7 1485.0 1497.7 +10.1 335 5,372 +140
Jun12 110506 1504.2 1504.2 1499.1 1499.2 +10.1 77 8,854 -10
Aug12 110506 1501.2 1501.2 1501.2 1501.2 +10.1 56 3,069 +0
Oct12 110506 1503.7 1503.7 1503.7 1503.7 +10.1 0 3,272 +0
Dec12 110506 1491.1 1512.3 1486.4 1506.9 +10.0 252 12,088 +98
Feb13 110506 1510.5 1510.5 1510.5 1510.5 +10.0 3 108 -3
Total Volume and Open Interest 258,798 520,396 -1,927
Silver(CMX)
May11 110506 3482.0 3632.5 3353.5 3528.3 -94.8 990 700 +8
Jul11 110506 3477.0 3643.0 3303.5 3528.7 -95.3 161,412 75,089 -2,779
Sep11 110506 3488.0 3638.5 3311.5 3529.4 -95.0 3,077 10,960 +389
Dec11 110506 3480.0 3634.5 3315.5 3528.3 -94.7 4,282 21,306 +761
Mar12 110506 3551.5 3618.0 3444.5 3522.3 -93.6 705 2,601 +155
May12 110506 3452.5 3600.0 3300.0 3517.5 -93.1 275 856 +5
Jul12 110506 3410.5 3624.0 3385.0 3512.7 -91.3 23 1,750 -9
Total Volume and Open Interest 178,805 130,525 -1,382
Platinum(NYMEX)
Jul11 110506 1768.7 1803.7 1768.7 1786.4 +8.2 5,052 38,033 -595
Oct11 110506 1800.8 1800.8 1781.9 1789.8 +7.8 81 1,573 +13
Jan12 110506 1791.8 1791.8 1791.8 1791.8 +7.8 2 52 +0
Apr12 110506 1793.8 1793.8 1793.8 1793.8 +7.8 0 24 +0
Total Volume and Open Interest 5,135 39,697 -582
Palladium(NYMEX)
Jun11 110506 712.50 733.50 706.50 716.30 +5.50 6,060 19,034 +64
Sep11 110506 718.00 735.00 711.00 717.90 +5.45 196 1,958 +149
Dec11 110506 714.30 729.50 712.15 718.90 +5.45 2 351 +0
Total Volume and Open Interest 6,259 21,347 +214
Copper(CMX)
May11 110506 397.30 404.35 393.15 396.35 -2.20 1,173 3,538 -234
Jul11 110506 398.60 405.95 392.80 397.55 -2.25 35,610 80,504 -217
Sep11 110506 401.70 407.45 395.10 399.25 -2.25 1,992 24,430 +587
Dec11 110506 402.30 409.00 396.75 401.00 -2.25 1,102 8,503 +111
Mar12 110506 400.00 409.60 400.00 402.20 -2.35 327 2,647 +143
Total Volume and Open Interest 41,070 126,258 +360
DJIA Index(CBOT)
Jun11 110506 12574 12717 12559 12569 -1 1,750 22,991 +1,078
Sep11 110506 12585 12585 12501 12501 unch 3 14 +0
Dec11 110506 12430 12430 12430 12430 unch 0 1 +0
Mar12 110506 12370 12370 12370 12370 unch      
Total Volume and Open Interest 1,753 23,006 +1,078
S & P 500(CME)
Jun11 110506 1333.40 1351.30 1332.00 1334.60 -0.40 11,387 312,002 +501
Sep11 110506 1333.00 1343.60 1327.00 1329.30 -0.30 75 6,237 +7
Dec11 110506 1323.80 1338.10 1322.10 1323.80 -0.30 0 3,966 +0
Mar12 110506 1318.80 1333.50 1317.50 1318.80 -0.70      
Total Volume and Open Interest 11,462 322,210 +508
S & P 500 E-Mini(Globex)
Jun11 110506 1334.25 1351.75 1331.75 1334.50 unch      
Sep11 110506 1330.25 1346.00 1326.50 1329.25 -0.25 537 20,062 +178
Total Volume and Open Interest 2,383,550 2,813,462 -3,419
NASDAQ 100(CME)
Jun11 110506 2378.00 2408.00 2373.00 2373.50 -5.50 1,404 24,399 +334
Sep11 110506 2369.50 2400.00 2369.50 2369.50 -5.30 2 52 -1
Dec11 110506 2367.00 2367.00 2366.00 2366.00 -5.30 2 0 -2
Total Volume and Open Interest 1,408 24,451 +331
NASDAQ 100 E-Mini(Globex)
Jun11 110506 2378.50 2409.80 2372.80 2373.50 -5.50 300,764 408,581 -2,773
Sep11 110506 2372.80 2402.80 2369.30 2369.50 -5.30 131 1,203 -2
Total Volume and Open Interest 300,895 409,791 -2,785
S & P Midcap 400(CME)
Jun11 110506 984.40 984.80 984.40 984.40 -2.40 0 1,989 +0
Sep11 110506 982.20 982.60 982.20 982.20 -2.40      
Dec11 110506 980.60 981.00 980.60 980.60 -2.40      
Total Volume and Open Interest 0 1,989 +0
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Jun11 110506 9800 9800 9800 9800 +30      
Sep11 110506 9840 9840 9800 9830 +30 1 15 -1
Total Volume and Open Interest 8,691 55,834 +641
Nikkei 225(SGX)
Jun11 110506 9770 9880 9765 9850 -180 109,736 232,398 +232,398
Sep11 110506 9795 9865 9795 9850 -180 49 1,401 +1,401
Dec11 110506 9795 9795 9795 9795 -180 0 6,259 +6,259
Total Volume and Open Interest 109,970 245,981 +1,110
CAC 40(EURONEXT)
May11 110506 3968.0 4028.5 3950.5 4022.5 +54.5 170,024 316,139 -8,187
Jun11 110506 3924.0 3981.5 3915.5 3980.0 +55.0 20,504 48,250 +20,143
Jul11 110506 3978.0 3978.0 3978.0 3978.0 +57.0      
Total Volume and Open Interest 190,528 364,390 +11,956
Hang Seng Index(HKFE)
May11 110506 22832 23055 22805 22970 -135 83,128 90,145 -763
Jun11 110506 22650 22900 22650 22817 -147 1,767 7,425 -125
Total Volume and Open Interest 85,119 98,906 -811
DAX(EUREX)
Jun11 110506 7387.5 7519.0 7378.0 7504.5 +118.0 179,423 176,179 -6,162
Sep11 110506 7414.0 7540.5 7405.0 7529.5 +117.5 1,112 6,038 +277
Dec11 110506 7458.5 7567.0 7455.0 7563.0 +118.0 133 910 +67
Total Volume and Open Interest 180,668 183,127 -5,818
FT-SE 100(EURONEXT)
Jun11 110506 5885.00 5955.50 5841.50 5951.50 +61.50 123,765 695,320 +11,532
Sep11 110506 5832.50 5915.00 5832.50 5915.00 +61.50 60 629 +52
Dec11 110506 5807.50 5893.50 5807.50 5893.50 +62.00 0 175 +0
Total Volume and Open Interest 123,825 696,124 +11,584
SPI 200(SFE)
Jun11 110506 4749.0 4763.0 4697.0 4743.0 -9.0 36,683 181,244 -14,079
Sep11 110506 4700.0 4745.0 4697.0 4731.0 -9.0 16 3,692 -1
Dec11 110506 4753.0 4753.0 4753.0 4753.0 -10.0 56 2,577 +40
Total Volume and Open Interest 37,011 189,365 -13,855
GSCI(CME)
May11 110506 23.64 41.14 14.64 15.64 -10.50 453 11,843 -102
Jun11 110506 16.84 42.54 16.84 16.84 -10.80 12 37 +10
Jul11 110506 15.64 41.14 15.64 15.64 -10.50      
Total Volume and Open Interest 465 11,880 -92
Reuters CCI(ICE)
Jun11 110506 338.30 338.30 338.30 338.30 -3.20      
Total Volume and Open Interest      
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions.
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