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MRCI's End of Day Prices

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MRCI's End of Day Prices
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Daily Futures Price Listing Mon May 09, 2011
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
May11 110509 1330.00 1339.25 1329.50 1335.00 +10.00 1,792 3,377 -959
Jul11 110509 1327.75 1342.00 1323.25 1335.00 +9.00 105,676 262,686 -4,713
Aug11 110509 1325.50 1340.50 1323.50 1334.75 +9.25 7,399 18,538 +416
Sep11 110509 1320.50 1330.00 1316.50 1326.25 +9.75 2,960 15,880 -631
Nov11 110509 1308.50 1323.75 1305.50 1319.50 +11.00 42,479 201,441 +1,522
Jan12 110509 1316.75 1330.00 1316.75 1327.25 +10.25 760 23,101 +66
Mar12 110509 1323.00 1332.50 1317.50 1328.50 +11.00 329 14,181 +10
Total Volume and Open Interest 162,614 565,331 -4,481
Soybean Meal(CBOT)
May11 110509 346.10 347.50 345.00 345.90 +1.00 1,986 1,332 -515
Jul11 110509 349.60 352.40 348.30 350.40 +0.90 44,074 97,707 -1,414
Aug11 110509 351.50 353.10 349.60 351.70 +1.10 4,570 30,523 +588
Sep11 110509 349.60 351.40 348.10 349.80 +1.10 1,773 16,180 -53
Oct11 110509 344.10 345.90 342.50 344.20 +1.20 1,809 15,120 +93
Dec11 110509 343.00 346.10 341.80 344.10 +1.00 7,581 50,223 -587
Jan12 110509 345.20 346.60 344.40 345.30 +0.90 243 3,715 +63
Mar12 110509 347.10 348.20 346.50 347.10 +0.60 243 3,283 +126
Total Volume and Open Interest 62,386 225,385 -1,689
Soybean Oil(CBOT)
May11 110509 55.78 56.01 55.70 55.98 +0.61 1,439 1,768 -62
Jul11 110509 55.82 56.44 55.61 56.29 +0.60 78,450 151,936 -4,348
Aug11 110509 55.93 56.67 55.85 56.53 +0.59 9,034 29,516 +691
Sep11 110509 56.29 56.91 56.29 56.78 +0.60 10,328 24,039 +327
Oct11 110509 56.61 57.87 56.50 56.94 +0.61 1,516 14,492 +29
Dec11 110509 56.63 57.33 56.46 57.19 +0.63 11,287 76,145 -40
Jan12 110509 57.03 57.50 57.02 57.39 +0.64 416 5,256 +43
Mar12 110509 57.40 57.45 56.85 57.44 +0.59 187 4,479 -8
Total Volume and Open Interest 112,940 313,154 -3,151
Canola(WCE)
May11 110509 570.3 570.3 556.4 556.4 +8.1 9 9 +0
Jul11 110509 557.0 574.9 554.7 568.9 +8.1 8,686 79,654 -791
Nov11 110509 555.0 569.3 551.7 563.3 +6.6 3,012 74,714 -504
Jan12 110509 568.6 576.1 568.6 570.8 +6.2 10 6,349 +0
Mar12 110509 571.5 578.2 571.5 573.6 +6.3 11 1,168 +10
Total Volume and Open Interest 11,780 164,209 -1,260
Corn(CBOT)
May11 110509 682.75 706.00 682.75 704.50 +21.75 6,901 7,255 -2,693
Jul11 110509 690.00 711.00 685.75 707.50 +21.25 169,037 664,513 -14,216
Sep11 110509 671.50 689.50 663.50 686.00 +17.75 30,618 168,223 +620
Dec11 110509 641.75 659.25 636.50 657.50 +17.25 72,899 455,837 +859
Mar12 110509 653.75 670.25 648.50 669.50 +19.00 2,495 74,749 +256
May12 110509 659.25 677.50 657.00 677.50 +20.50 824 16,225 +143
Total Volume and Open Interest 288,221 1,479,542 -13,699
Wheat(CBOT)
May11 110509 752.00 761.50 752.00 759.25 +34.75 412 221 -529
Jul11 110509 765.25 797.75 763.00 790.50 +31.00 55,630 228,883 -3,226
Sep11 110509 809.25 839.50 805.75 833.00 +30.00 11,246 73,076 +948
Dec11 110509 853.00 883.50 852.25 878.75 +29.25 14,976 97,999 -1,086
Mar12 110509 890.25 921.25 886.50 916.00 +29.50 1,482 14,470 +383
Total Volume and Open Interest 87,952 454,794 -2,451
Wheat(KCBT)
May11 110509 888.50 910.00 888.50 910.00 +42.00 444 249 -138
Jul11 110509 879.00 920.00 876.50 914.50 +40.50 16,286 89,909 -402
Sep11 110509 897.00 937.50 895.25 932.50 +39.75 3,725 30,822 -44
Dec11 110509 919.00 958.50 917.25 953.50 +38.00 3,382 37,714 +328
Mar12 110509 933.75 971.25 933.75 966.50 +35.50 587 5,062 +149
Total Volume and Open Interest 24,796 171,652 -31
Wheat(MGE)
May11 110509 960.00 960.00 960.00 960.00 +49.25 119 1,106 -138
Jul11 110509 907.75 950.50 907.75 944.75 +41.00 3,691 20,433 -367
Sep11 110509 917.25 954.75 917.25 947.50 +39.25 2,119 16,762 -195
Dec11 110509 927.00 967.00 927.00 959.25 +38.00 1,182 12,181 -397
Mar12 110509 937.75 976.25 937.75 970.25 +37.50 351 2,543 -25
Total Volume and Open Interest 7,609 55,856 -1,097
Oats(CBOT)
May11 110509 339.75 345.00 331.00 345.00 +14.00 14 148 -57
Jul11 110509 339.75 350.00 336.50 350.00 +11.00 1,268 9,098 -133
Sep11 110509 347.50 357.00 346.50 357.00 +10.50 18 292 +2
Dec11 110509 357.00 365.00 353.50 365.00 +9.50 280 3,132 +63
Total Volume and Open Interest 1,582 12,692 -123
Rough Rice(CBOT)
May11 110509 14.16 14.16 13.94 13.94 -0.15 6 26 -154
Jul11 110509 14.38 14.59 14.11 14.12 -0.23 2,567 15,742 -868
Sep11 110509 15.23 15.41 15.00 15.01 -0.18 878 4,831 +64
Nov11 110509 15.54 15.69 15.32 15.32 -0.17 258 1,140 +124
Total Volume and Open Interest 3,733 22,261 -830
Live Cattle(CME)
Jun11 110509 110.150 110.285 108.930 109.000 -0.850 36,644 126,291 -4,908
Aug11 110509 111.930 112.285 110.830 110.885 -0.695 22,010 98,859 +1,451
Oct11 110509 117.035 117.580 116.535 116.850 -0.100 10,567 64,122 +462
Dec11 110509 119.150 119.800 118.750 119.100 +0.065 4,520 45,195 +384
Feb12 110509 119.450 120.100 119.100 119.480 +0.150 2,091 11,862 -39
Apr12 110509 120.350 120.785 119.930 120.400 +0.050 464 5,238 -2
Total Volume and Open Interest 76,371 352,697 -2,644
Feeder Cattle(CME)
May11 110509 129.350 129.485 127.980 128.000 -1.130 1,182 5,835 -494
Aug11 110509 133.050 133.900 131.935 132.300 -0.485 3,849 24,707 -625
Sep11 110509 133.735 134.500 132.850 133.100 -0.500 550 4,871 -6
Oct11 110509 134.050 134.750 133.400 133.600 -0.780 513 3,422 +49
Nov11 110509 134.285 134.600 133.400 133.450 -0.550 115 1,489 -2
Jan12 110509 134.000 134.000 132.700 133.200 -0.300 49 387 +7
Mar12 110509 132.500 132.500 132.500 132.500 -0.300 0 33 +0
Total Volume and Open Interest 6,259 40,746 -1,071
Lean Hogs(CME)
May11 110509 92.635 92.750 91.650 92.730 -0.620 878 1,922 -176
Jun11 110509 92.750 93.230 91.900 92.650 +0.265 25,596 71,596 -999
Jul11 110509 93.000 93.300 92.150 93.200 +0.600 6,573 32,512 +602
Aug11 110509 94.535 94.535 93.450 94.285 +0.335 7,341 37,885 -79
Oct11 110509 87.080 87.350 86.480 87.180 -0.105 5,705 34,121 +32
Dec11 110509 84.150 84.500 83.600 84.385 +0.335 3,434 28,721 +526
Feb12 110509 85.600 86.230 85.350 86.050 unch 463 7,257 +55
Apr12 110509 86.700 87.100 86.480 86.750 +0.020 98 4,330 +33
Total Volume and Open Interest 50,152 220,446 +24
Class III Milk(CME)
May11 110509 16.51 16.58 16.50 16.52 -0.06 56 5,370 +12
Jun11 110509 17.20 17.33 17.15 17.27 +0.08 288 4,663 -65
Jul11 110509 17.60 17.75 17.58 17.75 +0.10 114 3,492 +34
Aug11 110509 17.85 17.90 17.77 17.86 unch 80 3,349 +21
Sep11 110509 18.01 18.06 17.96 18.06 +0.05 88 3,411 +39
Total Volume and Open Interest 775 31,273 +104
Cocoa(ICE)
May11 110509 3166 3166 3143 3143 +6 7 106 -7
Jul11 110509 3081 3152 3071 3082 unch 18,783 72,385 -3,897
Sep11 110509 3117 3156 3081 3092 +2 2,966 25,180 +192
Dec11 110509 3112 3179 3105 3116 +4 1,318 25,274 +328
Mar12 110509 3150 3221 3143 3155 -1 722 22,179 -239
May12 110509 3200 3200 3139 3145 -1 185 5,602 -130
Jul12 110509 3137 3195 3135 3142 +2 280 1,536 -32
Total Volume and Open Interest 25,012 157,049 -3,560
Coffee "C"(ICE)
May11 110509 292.85 293.00 287.05 287.05 unch 30 344 -12
Jul11 110509 290.00 294.25 287.00 287.40 -0.15 18,438 66,184 -2,781
Sep11 110509 292.00 296.75 289.90 290.30 -0.10 3,804 21,995 +668
Dec11 110509 295.70 299.75 293.05 293.40 +0.10 2,120 18,428 -379
Mar12 110509 297.05 300.00 294.45 295.00 +0.20 363 4,259 +90
May12 110509 294.95 294.95 293.70 293.85 +0.70 42 2,362 +0
Total Volume and Open Interest 24,879 115,415 -2,411
Orange Juice(ICE)
May11 110509 173.45 173.60 173.45 173.60 -1.40 8 220 -2
Jul11 110509 168.00 168.50 166.25 167.35 -1.40 860 24,173 +117
Sep11 110509 163.40 163.65 163.00 163.10 -1.55 211 2,566 +131
Nov11 110509 161.00 161.00 160.60 160.70 -1.70 7 1,609 -2
Jan12 110509 160.00 160.00 159.90 159.90 -1.20 0 213 +0
Mar12 110509 159.50 159.50 159.50 159.50 -1.15 0 70 +0
Total Volume and Open Interest 1,086 28,945 +244
Sugar #11(ICE)
Jul11 110509 20.60 21.14 20.57 20.96 +0.49 52,907 277,179 -1,383
Oct11 110509 21.19 21.25 20.85 21.12 +0.31 30,881 135,462 -3,772
Mar12 110509 21.45 21.72 21.36 21.67 +0.29 12,990 72,692 +2,833
May12 110509 21.29 21.64 21.27 21.59 +0.31 3,033 23,326 -145
Jul12 110509 21.20 21.59 21.20 21.52 +0.29 1,948 17,227 +42
Total Volume and Open Interest 104,275 568,602 -1,907
London Cocoa(LCE)
May11 110509 1866 1899 1852 1867 +1 3,792 31,215 -1,285
Jul11 110509 1887 1936 1882 1897 +7 14,122 59,542 +1,337
Sep11 110509 1904 1947 1901 1912 +5 4,638 30,769 +1,017
Dec11 110509 1926 1972 1924 1934 +4 2,141 31,733 -77
Mar12 110509 1946 1985 1944 1955 +6 4,102 28,454 +580
May12 110509 1957 1983 1956 1970 +9 2,482 8,885 +2,047
Jul12 110509 1967 1992 1967 1981 +12 178 3,969 -11
Total Volume and Open Interest 31,524 204,815 +3,581
London Sugar(LCE)
Aug11 110509 582.00 587.50 579.00 583.70 +1.70 4,959 25,323 +1,213
Oct11 110509 565.20 566.20 557.70 563.60 -0.30 1,032 8,372 +238
Dec11 110509 573.20 574.10 567.50 572.90 +0.10 300 3,338 +91
Mar12 110509 571.50 571.50 564.30 569.40 -1.00 114 2,140 +86
May12 110509 564.30 566.50 562.20 566.50 +1.40 125 1,223 +7
Total Volume and Open Interest 6,660 41,382 +1,700
Cotton(ICE)
May11 110509 166.97 169.62 154.26 153.80 unch 327 2,356 -482
Jul11 110509 145.10 148.56 143.21 145.40 -0.16 14,629 69,202 -1,290
Oct11 110509 133.30 133.94 132.90 133.28 -0.28 62 451 -8
Dec11 110509 123.01 125.00 121.27 123.78 +1.49 5,600 60,170 +283
Mar12 110509 116.16 116.99 115.05 116.77 +2.10 714 8,547 +113
May12 110509 110.75 111.15 110.45 111.15 +2.33 131 2,201 -8
Total Volume and Open Interest 21,542 148,291 -1,421
Lumber(CME)
May11 110509 231.4 231.5 227.3 227.5 -3.6 208 677 -157
Jul11 110509 249.8 251.6 243.6 243.8 -5.9 555 6,896 -84
Sep11 110509 266.7 268.6 264.0 265.2 -7.3 81 1,876 +31
Nov11 110509 266.9 266.9 265.0 266.9 -3.0 14 485 +0
Total Volume and Open Interest 858 9,947 -210
Crude Oil(NYM)
Jun11 110509 98.11 103.40 97.42 102.55 +5.37 670,082 331,066 +9,246
Jul11 110509 98.53 103.92 97.96 103.10 +5.33 144,704 249,389 +14,194
Aug11 110509 98.71 104.29 98.48 103.47 +5.33 58,603 80,592 -2,152
Sep11 110509 100.00 104.51 98.99 103.73 +5.31 49,110 90,191 +274
Oct11 110509 100.08 104.48 99.10 103.85 +5.29 18,368 40,747 +959
Nov11 110509 100.19 104.67 100.07 103.93 +5.28 11,986 37,917 +102
Dec11 110509 100.24 104.73 99.07 103.97 +5.25 93,020 189,672 +1,053
Jan12 110509 100.23 104.50 100.04 103.89 +5.22 5,490 37,369 -678
Feb12 110509 100.10 104.18 100.10 103.76 +5.18 2,568 18,301 +156
Mar12 110509 99.69 104.13 99.69 103.61 +5.14 2,736 30,119 +200
Apr12 110509 100.21 103.45 99.94 103.45 +5.11 1,917 15,565 +451
May12 110509 99.61 103.27 99.61 103.27 +5.07 1,673 14,694 -50
Jun12 110509 99.88 103.10 99.70 103.07 +5.01 11,084 74,788 +1,416
Jul12 110509 102.73 102.73 102.73 102.73 +4.97 497 20,598 -205
Aug12 110509 102.36 102.36 102.36 102.36 +4.92 730 13,351 +157
Sep12 110509 102.04 102.04 102.04 102.04 +4.86 511 13,228 +235
Total Volume and Open Interest 1,131,202 1,653,508 +23,189
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 110509 98.775 103.875 98.025 103.100 +5.325 1,454 877 +16
Aug11 110509 98.925 104.000 98.925 103.475 +5.325 130 121 -3
Sep11 110509 99.500 104.000 99.175 103.725 +5.300 161 94 -49
Oct11 110509 100.275 103.850 100.175 103.850 +5.300 2 39 -1
Nov11 110509 102.025 103.925 102.025 103.925 +5.275 0 16 +0
Dec11 110509 100.425 104.300 100.400 103.975 +5.250 44 321 +0
Jan12 110509 100.675 103.900 100.675 103.900 +5.225 0 7 +0
Feb12 110509 103.750 103.750 103.750 103.750 +5.175 2 6 -2
Total Volume and Open Interest 28,910 5,774 +892
Heating Oil(NYM)
Jun11 110509 286.00 298.81 285.49 296.18 +11.61 97,060 107,501 -5,960
Jul11 110509 288.77 300.00 287.43 297.39 +11.45 30,870 49,284 +862
Aug11 110509 290.13 301.14 290.12 298.72 +11.36 18,054 30,214 -183
Sep11 110509 291.46 302.73 291.46 300.31 +11.23 13,993 24,578 +1,635
Oct11 110509 297.15 303.95 294.20 301.85 +11.10 7,114 10,442 +416
Nov11 110509 297.20 305.46 296.57 303.37 +10.98 3,246 11,112 +283
Dec11 110509 296.04 307.12 296.04 304.81 +10.81 21,910 32,363 +166
Jan12 110509 299.27 307.68 299.27 306.32 +10.63 2,145 12,073 +495
Feb12 110509 300.26 307.63 300.26 306.64 +10.60 423 5,000 +16
Mar12 110509 299.31 306.80 299.31 305.84 +10.59 262 3,155 -66
Apr12 110509 297.63 304.04 297.63 304.04 +10.59 350 1,478 +80
May12 110509 296.03 302.46 296.03 302.46 +10.61 509 1,400 +214
Total Volume and Open Interest 200,539 311,585 -581
Gasoline(NYMEX)
Jun11 110509 311.00 330.71 310.03 327.84 +18.83 89,753 96,492 -6,419
Jul11 110509 302.56 319.02 301.06 316.44 +16.88 48,507 54,055 +651
Aug11 110509 296.00 309.80 295.69 308.02 +15.13 21,394 28,606 +236
Sep11 110509 291.36 304.31 288.37 302.36 +14.23 12,031 29,156 +365
Oct11 110509 272.69 286.57 272.54 285.18 +13.79 6,412 22,900 -213
Nov11 110509 274.12 282.94 271.91 281.30 +13.88 2,163 8,478 -128
Dec11 110509 267.52 281.07 267.00 279.50 +13.83 7,133 27,558 -64
Jan12 110509 273.80 279.44 273.80 279.44 +13.78 369 6,389 +81
Feb12 110509 280.67 280.67 280.67 280.67 +13.78 89 2,994 -21
Mar12 110509 278.12 281.92 278.12 281.92 +13.80 77 5,000 +21
Total Volume and Open Interest 188,664 298,796 -5,332
e-miNY RBOB Gasoline(NYM)
Jun11 110509 327.80 327.84 327.80 327.80 +18.80 0 2 +0
Jul11 110509 316.40 316.44 316.40 316.40 +16.80 0 1 +0
Aug11 110509 308.00 308.02 308.00 308.00 +15.10 0 1 +0
Sep11 110509 302.40 302.40 302.36 302.40 +14.30      
Total Volume and Open Interest 0 7 +0
Natural Gas(NYM)
Jun11 110509 4.250 4.297 4.149 4.154 -0.081 218,239 133,758 -12,122
Jul11 110509 4.310 4.358 4.210 4.216 -0.081 68,156 215,168 -2,243
Aug11 110509 4.376 4.400 4.257 4.261 -0.081 39,900 74,773 -398
Sep11 110509 4.398 4.421 4.279 4.285 -0.079 29,443 98,777 +2,806
Oct11 110509 4.425 4.455 4.324 4.331 -0.076 43,724 101,407 +3,184
Nov11 110509 4.589 4.610 4.492 4.499 -0.070 21,059 47,545 +117
Dec11 110509 4.820 4.825 4.715 4.719 -0.070 12,869 38,360 +1,343
Jan12 110509 4.932 4.939 4.829 4.837 -0.069 20,644 87,518 +1,083
Feb12 110509 4.917 4.917 4.817 4.825 -0.068 2,249 17,374 -89
Mar12 110509 4.850 4.864 4.754 4.765 -0.066 6,991 37,264 -322
Apr12 110509 4.709 4.734 4.626 4.637 -0.064 7,846 35,906 +609
May12 110509 4.719 4.719 4.658 4.659 -0.062 1,635 10,568 +233
Jun12 110509 4.750 4.750 4.699 4.699 -0.060 687 6,922 +73
Jul12 110509 4.821 4.821 4.741 4.744 -0.060 219 5,579 +52
Aug12 110509 4.847 4.847 4.770 4.770 -0.060 286 5,952 -26
Sep12 110509 4.790 4.817 4.779 4.779 -0.061 174 5,308 +5
Total Volume and Open Interest 476,447 998,631 -6,170
Brent Crude Oil(ICE)
Jun11 110509 110.20 116.52 109.05 115.90 +6.77 403,812 165,212 -11,750
Jul11 110509 109.99 115.97 108.82 115.36 +6.51 169,113 168,668 +9,158
Aug11 110509 109.68 115.53 108.71 114.93 +6.35 70,123 92,448 +8,615
Sep11 110509 109.28 115.03 108.96 114.45 +6.24 30,376 50,347 +2,499
Oct11 110509 108.86 114.57 108.56 113.98 +6.14 17,733 40,656 +2,761
Nov11 110509 108.40 114.04 108.24 113.57 +6.06 12,167 20,267 +866
Dec11 110509 108.15 113.76 107.62 113.16 +6.01 63,059 100,967 +1,092
Jan12 110509 107.57 113.27 107.57 112.80 +5.96 4,120 18,940 +331
Feb12 110509 109.09 112.88 109.09 112.46 +5.91 3,284 16,642 +584
Mar12 110509 108.00 112.10 108.00 112.10 +5.86 4,479 30,349 -254
Apr12 110509 111.50 111.72 111.50 111.72 +5.81 2,055 7,107 +385
May12 110509 111.36 111.36 111.36 111.36 +5.79 1,582 5,991 +123
Jun12 110509 107.45 111.12 107.18 110.99 +5.77 6,342 35,080 +387
Jul12 110509 110.58 110.58 110.58 110.58 +5.73 563 2,550 +242
Total Volume and Open Interest 817,364 878,148 +17,771
Gas Oil(ICE)
May11 110509 908.00 941.50 901.75 919.75 -8.75 67,764 64,982 -4,717
Jun11 110509 910.75 945.00 904.25 923.25 -8.75 168,497 134,987 -2,198
Jul11 110509 917.75 948.00 916.25 926.50 -9.00 51,047 67,125 +207
Aug11 110509 911.00 951.25 911.00 929.75 -9.25 22,544 37,632 +2,605
Sep11 110509 924.00 954.00 923.00 932.50 -9.50 17,885 48,893 -1,242
Oct11 110509 918.25 949.50 918.25 934.75 -9.50 6,859 34,088 +518
Nov11 110509 919.75 950.50 919.75 935.50 -9.75 3,156 22,489 +267
Dec11 110509 921.25 958.25 921.25 936.75 -9.75 32,455 59,381 -1,272
Jan12 110509 932.00 946.00 931.25 939.25 -9.50 2,464 25,539 -973
Feb12 110509 941.50 946.25 932.50 939.25 -9.50 1,226 6,277 +86
Total Volume and Open Interest 383,456 590,239 -6,550
Ethanol(CBOT)
May11 110504 2.620 2.628 2.595 2.621 +0.001 47 147 -144
Jun11 110509 2.544 2.563 2.525 2.560 +0.038 172 1,357 -19
Jul11 110509 2.535 2.570 2.531 2.559 +0.045 189 1,282 +66
Aug11 110509 2.535 2.560 2.535 2.559 +0.044 155 964 +54
Sep11 110509 2.515 2.534 2.511 2.532 +0.041 107 1,014 +26
Oct11 110509 2.445 2.450 2.442 2.446 +0.046 107 942 -1
Nov11 110509 2.370 2.376 2.356 2.375 +0.042 136 647 -6
Dec11 110509 2.367 2.375 2.358 2.369 +0.034 152 953 -16
Total Volume and Open Interest 1,172 7,876 +136
WTI Crude Oil(ICE
Jun11 110509 97.99 103.40 97.50 102.55 +5.37 182,082 89,523 -3,228
Jul11 110509 98.90 103.92 98.17 103.10 +5.33 54,126 78,595 +1,390
Aug11 110509 99.26 104.22 98.51 103.47 +5.33 25,471 30,434 +376
Sep11 110509 99.52 104.13 99.12 103.73 +5.31 18,781 36,664 +1,798
Oct11 110509 99.67 104.22 99.67 103.85 +5.29 8,351 20,883 +374
Nov11 110509 99.77 104.29 99.77 103.93 +5.28 5,733 16,464 -451
Dec11 110509 99.87 104.56 99.41 103.97 +5.25 35,571 88,021 -1,380
Jan12 110509 101.60 103.89 100.53 103.89 +5.22 2,302 11,992 -237
Feb12 110509 101.08 103.76 100.37 103.76 +5.18 759 3,709 +184
Mar12 110509 103.61 103.61 103.61 103.61 +5.14 893 11,125 +30
Apr12 110509 103.45 103.45 103.45 103.45 +5.11 236 3,630 +11
May12 110509 103.27 103.27 103.27 103.27 +5.07 161 2,198 -5
Jun12 110509 100.24 103.07 99.37 103.07 +5.01 3,062 26,039 +35
Jul12 110509 102.73 102.73 102.73 102.73 +4.97 10 1,555 +5
Aug12 110509 102.36 102.36 102.36 102.36 +4.92 18 946 +18
Sep12 110509 102.04 102.04 102.04 102.04 +4.86 26 4,187 +26
Total Volume and Open Interest 354,459 525,032 -2,122
US Dollar Index(ICE)
Jun11 110509 75.025 75.360 74.605 74.900 -0.180 60,862 57,051 +1,288
Sep11 110509 75.640 75.830 75.135 75.385 -0.165 155 727 +86
Dec11 110509 75.870 75.870 75.870 75.870 -0.165 0 2 +0
Total Volume and Open Interest 61,018 57,781 +1,374
Australian Dollar(CME)
Jun11 110509 106.62 107.65 106.33 107.19 +0.96 164,778 134,875 -5,616
Sep11 110509 105.25 106.31 104.87 105.82 +0.95 275 958 -19
Dec11 110509 104.54 104.54 103.58 104.54 +0.96 0 84 +0
Total Volume and Open Interest 165,053 135,918 -5,635
British Pound(CME)
Jun11 110509 163.69 164.00 162.62 163.82 +0.24 151,468 115,021 -8,552
Sep11 110509 163.42 163.76 162.49 163.60 +0.26 320 792 +150
Dec11 110509 163.35 163.35 163.09 163.35 +0.26 5 37 -1
Total Volume and Open Interest 151,793 115,855 -8,403
Canadian Dollar(CME)
Jun11 110509 103.37 104.02 103.04 103.60 +0.52 138,987 121,680 -12,458
Sep11 110509 103.25 103.75 102.80 103.34 +0.52 643 3,721 +243
Dec11 110509 103.36 103.36 102.53 103.06 +0.53 231 2,643 +115
Mar12 110509 102.31 102.83 102.21 102.75 +0.54 23 285 +3
Total Volume and Open Interest 139,922 128,516 -12,071
Japanese Yen(CME)
Jun11 110509 124.05 124.75 123.72 124.50 +0.21 161,688 102,120 +1,111
Sep11 110509 123.85 124.78 123.85 124.57 +0.21 1,027 2,239 +346
Dec11 110509 124.60 124.68 124.46 124.68 +0.22 17 220 +9
Total Volume and Open Interest 162,732 104,586 +1,466
Swiss Franc(CME)
Jun11 110509 114.06 114.84 113.81 114.62 +0.80 58,323 73,587 -461
Sep11 110509 114.05 114.67 113.86 114.67 +0.81 161 202 -25
Dec11 110509 114.70 114.70 113.89 114.70 +0.81 1 26 -1
Total Volume and Open Interest 58,485 73,817 -487
EuroFX(CME)
Jun11 110509 143.51 144.30 142.42 143.24 +0.01 509,966 256,728 -6,413
Sep11 110509 143.12 143.77 142.00 142.81 +0.03 2,025 3,946 +175
Dec11 110509 142.29 142.75 142.00 142.34 +0.05 15 107 +3
Total Volume and Open Interest 512,012 261,163 -6,231
Mexican Peso(CME)
May11 110509 858.5 858.5 857.2 858.5 +1.2      
Jun11 110509 855.2 859.8 854.0 856.5 +1.2 54,672 162,237 -2,934
Total Volume and Open Interest 54,684 162,465 -2,934
30-Year T-Bonds(CBOT)
Jun11 110509 124~020 124~150 124~020 124~140 +0~040      
Sep11 110509 122~290 123~060 122~210 123~040 +0~040 2,936 5,702 +644
Dec11 110509 121~210 121~210 121~170 121~210 +0~040 77 2 -28
Total Volume and Open Interest 364,781 628,405 +9,909
10-Year T-Notes(CBOT)
Jun11 110509 122~055 122~170 122~005 122~150 +0~060 1,288,067 1,698,509 +17,710
Sep11 110509 120~240 121~035 120~210 121~020 +0~060 5,989 16,183 +36
Dec11 110509 120~020 120~020 119~280 120~020 +0~060 1 5 +1
Total Volume and Open Interest 1,294,057 1,714,697 +17,747
5-Year T-Notes(CBOT)
Jun11 110509 118~126 119~024 118~126 119~024 +0~019 801,286 1,434,875 -8,301
Sep11 110509 117~116 118~002 117~110 118~000 +0~018 4,458 16,155 +3,201
Dec11 110509 117~024 117~024 117~006 117~024 +0~018      
Total Volume and Open Interest 805,744 1,451,030 -5,100
2 Year T-Notes(CBOT)
Jun11 110509 109~088 109~095 109~082 109~093 +0~004 220,750 1,032,250 -6,837
Sep11 110509 109~037 109~038 109~033 109~037 +0~004 677 16,270 +259
Dec11 110509 108~103 108~103 108~099 108~103 +0~004 0 20 +0
Total Volume and Open Interest 221,427 1,048,540 -6,578
Eurodollars(CME)
Jun11 110509 99.715 99.725 99.715 99.720 +0.005 160,918 1,009,488 -4,453
Sep11 110509 99.665 99.680 99.660 99.670 +0.010 236,788 1,469,973 -15,693
Dec11 110509 99.575 99.600 99.570 99.590 +0.015 299,095 1,674,813 +3
Mar12 110509 99.440 99.465 99.420 99.455 +0.020 346,562 1,574,876 +25,794
Jun12 110509 99.200 99.245 99.180 99.235 +0.030 458,466 1,322,783 +13,795
Sep12 110509 98.915 98.960 98.885 98.950 +0.035 382,470 705,846 -7,764
Dec12 110509 98.615 98.660 98.580 98.650 +0.040 309,791 540,953 -5,405
Mar13 110509 98.350 98.390 98.310 98.380 +0.035 261,337 379,662 +3,833
Jun13 110509 98.090 98.130 98.050 98.120 +0.035 196,987 279,109 -6,597
Sep13 110509 97.840 97.875 97.800 97.865 +0.030 144,466 238,375 -17,239
Dec13 110509 97.585 97.620 97.545 97.610 +0.030 104,018 191,941 +457
Mar14 110509 97.360 97.400 97.325 97.390 +0.035 85,894 183,416 -2,351
Jun14 110509 97.135 97.185 97.105 97.170 +0.035 25,771 101,552 -2,891
Sep14 110509 96.920 96.970 96.890 96.960 +0.040 15,487 62,350 -170
Dec14 110509 96.705 96.760 96.670 96.745 +0.045 13,963 72,876 +943
Mar15 110509 96.515 96.570 96.480 96.560 +0.050 14,246 52,091 +729
Jun15 110509 4.570 4.630 4.540 4.620 +0.050 10,238 39,409 +196
Sep15 110509 4.395 4.460 4.375 4.450 +0.050 8,340 35,846 -238
Total Volume and Open Interest      
30 Day Federal Funds(CBOT)
May11 110509 99.905 99.908 99.905 99.905 unch 8,156 83,174 +987
Jun11 110509 99.905 99.905 99.900 99.900 unch 4,849 61,429 +1,420
Jul11 110509 99.890 99.895 99.890 99.890 unch 11,402 52,771 +3,999
Aug11 110509 99.875 99.880 99.870 99.875 +0.005 10,624 52,136 +4,887
Sep11 110509 99.865 99.875 99.860 99.870 +0.005 6,840 36,093 +703
Oct11 110509 99.850 99.865 99.850 99.860 +0.010 4,289 47,866 -364
Total Volume and Open Interest 74,524 662,492 +11,275
30 Day Fed Funds(e-CBOT)
3-Mth Euro-Yen(CME)
Jun11 110509 99.670 99.670 99.670 99.670 unch 0 750 +0
Sep11 110509 99.677 99.677 99.677 99.677 unch      
Dec11 110509 99.680 99.680 99.680 99.680 unch 0 75 +0
Mar12 110509 99.668 99.668 99.668 99.668 unch      
Jun12 110509 99.690 99.690 99.690 99.690 -0.005      
Sep12 110509 99.620 99.620 99.620 99.620 -0.005      
Dec12 110509 99.580 99.580 99.580 99.580 -0.005      
Mar13 110509 99.580 99.580 99.580 99.580 -0.005      
Jun13 110509 99.535 99.535 99.535 99.535 -0.005      
Sep13 110509 99.395 99.395 99.395 99.395 -0.005      
Total Volume and Open Interest 0 825 +0
3-Mth Euro-Yen(SGX)
Jun11 110509 99.67 99.67 99.67 99.67 unch 0 5,401 +0
Sep11 110509 99.68 99.68 99.68 99.68 unch 0 1,533 +0
Dec11 110509 99.68 99.68 99.68 99.68 unch 0 1,944 +0
Mar12 110509 99.67 99.67 99.67 99.67 unch 0 3,672 +0
Jun12 110509 99.69 99.69 99.69 99.69 0.00 0 1,254 +0
Sep12 110509 99.62 99.62 99.62 99.62 0.00 0 411 +0
Dec12 110509 99.58 99.58 99.58 99.58 0.00 0 24 +0
Mar13 110509 99.58 99.58 99.58 99.58 0.00 0 1 +0
Total Volume and Open Interest 0 14,754 +514
Japanese Gov't Bonds(SGX)
Jun11 110506 140.70 140.84 140.54 140.80 +0.73 2,269 0 -14,114
Sep11 110509 140.35 140.35 140.35 140.35 -0.16 0 19 +18
Dec11 110509 138.26 138.26 138.26 138.26 -0.16      
Total Volume and Open Interest 3,806 18,494 +2,121
Euro-Bund(EUREX)
Jun11 110509 123.68 124.44 123.55 124.28 +0.84 1,304,304 929,835 +15,581
Sep11 110509 123.37 124.16 123.28 124.01 +0.87 1,544 15,576 +248
Dec11 110509 123.18 123.18 123.18 123.18 +0.84      
Total Volume and Open Interest 1,305,848 945,411 +15,829
Euro-Bobl(EUREX)
Jun11 110506 115.41 115.82 115.22 115.71 +0.23 725,341 811,181 +16,712
Sep11 110509 114.98 115.34 114.98 115.32 +0.54 6,143 30,970 +2,224
Dec11 110509 115.49 115.49 115.49 115.49 +0.51      
Total Volume and Open Interest 820,561 826,429 -13,498
3-Mth Euribor(EUREX)
Jun11 110509 98.475 98.485 98.475 98.485 +0.005 1,028 5,809 -498
Sep11 110509 98.190 98.220 98.190 98.215 +0.025 10 2,348 +6
Dec11 110509 97.965 98.020 97.965 98.015 +0.045 25 1,132 -14
Total Volume and Open Interest 1,088 11,648 -499
Long Gilt(LIFFE)
Jun11 110428 118~22 119~08 118~20 119~05 +0~25 128,847 372,773 +43,077
Sep11 110509 119~14 119~14 119~14 119~14 +0~12 13 13 +3
Total Volume and Open Interest 130,252 396,905 -11,125
3-Mth Short Sterling(LIFFE)
Jun11 110509 99.16 99.18 99.16 99.17 unch 48,440 474,536 -2,665
Sep11 110509 99.06 99.09 99.06 99.07 unch 60,926 452,221 -13,875
Dec11 110509 98.91 98.94 98.90 98.91 unch 56,346 438,589 -32,660
Mar12 110509 98.75 98.79 98.74 98.75 +0.01 70,831 391,607 -8,130
Jun12 110509 98.54 98.60 98.54 98.56 +0.03 113,885 371,346 +16,828
Sep12 110509 98.33 98.39 98.32 98.35 +0.04 56,912 225,257 +607
Total Volume and Open Interest 509,123 2,814,182 -50,619
3-Mth Euribor(LIFFE)
Jun11 110509 98.470 98.495 98.470 98.485 +0.005 529,782 1,063,116 +241,360
Sep11 110509 98.200 98.230 98.185 98.215 +0.025 492,316 967,785 +186,186
Dec11 110509 97.985 98.035 97.960 98.015 +0.045 422,889 861,441 +83,732
Total Volume and Open Interest 2,498,761 5,093,340 +762,767
3-Mth Aus T-Bills(SFE)
Jun11 110509 94.91 94.92 94.87 94.91 unch 46,750 185,223 +18,580
Sep11 110509 94.80 94.83 94.77 94.80 unch 89,421 238,791 +18,143
Dec11 110509 94.72 94.76 94.67 94.70 -0.02 52,349 154,200 +8,890
Mar12 110509 94.66 94.69 94.61 94.63 -0.03 19,550 84,053 +4,312
Jun12 110509 94.61 94.63 94.56 94.59 -0.01 4,751 48,896 +486
Sep12 110509 94.58 94.58 94.52 94.55 -0.01 6,701 50,534 +1,083
Dec12 110509 94.53 94.54 94.47 94.50 -0.02 3,760 23,760 -110
Mar13 110509 94.48 94.50 94.44 94.46 -0.01 2,320 16,392 +553
Jun13 110509 94.43 94.47 94.39 94.42 -0.01 206 1,370 +101
Sep13 110509 94.37 94.40 94.35 94.36 -0.02 51 971 +6
Total Volume and Open Interest 225,859 805,044 +52,044
10-Year Aus T-Bonds(SFE)
Jun11 110509 94.56 94.61 94.54 94.58 +0.01 76,111 415,679 +27,532
Sep11 110509 94.58 94.58 94.58 94.58 +0.01      
Total Volume and Open Interest 76,111 415,679 +27,532
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 110509 94.82 94.82 94.82 94.82 -0.03      
Total Volume and Open Interest 309,078 720,451 +125,316
Gold(CMX)
Jun11 110509 1496.6 1513.9 1489.0 1503.2 +11.6 334,047 320,462 -8,711
Aug11 110509 1495.5 1515.2 1492.2 1504.5 +11.6 16,564 79,291 +2,102
Oct11 110509 1501.5 1514.7 1501.5 1505.8 +11.7 374 6,325 -9
Dec11 110509 1498.1 1517.8 1494.0 1507.0 +11.9 9,095 42,373 +2,769
Feb12 110509 1496.0 1517.0 1496.0 1508.2 +12.0 555 6,986 +44
Apr12 110509 1510.0 1510.0 1509.6 1509.6 +11.9 314 5,269 -103
Jun12 110509 1511.0 1522.0 1511.0 1511.0 +11.8 91 8,865 +11
Aug12 110509 1513.2 1513.2 1513.1 1513.2 +12.0 31 3,098 +29
Oct12 110509 1515.6 1515.6 1515.6 1515.6 +11.9 1 3,271 -1
Dec12 110509 1509.3 1525.6 1509.3 1518.8 +11.9 67 12,083 -5
Feb13 110509 1522.2 1522.2 1522.2 1522.2 +11.7 0 108 +0
Total Volume and Open Interest 362,675 517,148 -3,248
Silver(CMX)
May11 110509 3554.0 3793.0 3554.0 3711.0 +182.7 963 627 -73
Jul11 110509 3569.0 3797.5 3519.0 3711.6 +182.9 195,073 77,140 +2,051
Sep11 110509 3594.5 3794.5 3548.5 3712.5 +183.1 8,598 10,393 -567
Dec11 110509 3568.5 3795.0 3540.0 3711.8 +183.5 10,508 22,670 +1,364
Mar12 110509 3590.0 3747.5 3574.5 3706.3 +184.0 534 2,770 +169
May12 110509 3700.0 3702.0 3700.0 3702.0 +184.5 286 1,003 +147
Jul12 110509 3553.5 3697.8 3553.5 3697.8 +185.1 48 1,741 -9
Total Volume and Open Interest 227,180 134,804 +4,279
Platinum(NYMEX)
Jul11 110509 1781.6 1803.2 1781.6 1795.1 +8.7 10,045 35,898 -2,135
Oct11 110509 1805.1 1805.1 1795.0 1798.5 +8.7 164 1,702 +129
Jan12 110509 1807.8 1807.8 1800.5 1800.5 +8.7 7 50 -2
Apr12 110509 1802.5 1802.5 1802.5 1802.5 +8.7 0 24 +0
Total Volume and Open Interest 10,217 37,689 -2,008
Palladium(NYMEX)
Jun11 110509 716.25 735.00 715.35 729.00 +12.70 11,862 18,692 -342
Sep11 110509 721.55 736.00 721.55 730.60 +12.70 91 1,987 +29
Dec11 110509 720.00 731.60 720.00 731.60 +12.70 11 353 +2
Total Volume and Open Interest 11,965 21,035 -312
Copper(CMX)
May11 110509 402.00 404.60 399.65 400.40 +4.05 705 2,968 -570
Jul11 110509 398.50 407.05 397.50 401.65 +4.10 50,795 78,554 -1,950
Sep11 110509 400.15 407.60 400.15 403.40 +4.15 1,794 24,635 +205
Dec11 110509 406.95 409.50 403.25 405.20 +4.20 1,433 8,830 +327
Mar12 110509 408.90 410.25 406.20 406.35 +4.15 438 2,753 +106
Total Volume and Open Interest 56,097 124,522 -1,736
DJIA Index(CBOT)
Jun11 110509 12637 12668 12578 12631 +62 642 23,587 +596
Sep11 110509 12562 12562 12501 12562 +61 0 14 +0
Dec11 110509 12491 12491 12430 12491 +61 0 1 +0
Mar12 110509 12431 12431 12370 12431 +61      
Total Volume and Open Interest 642 23,602 +596
S & P 500(CME)
Jun11 110509 1337.00 1346.50 1334.40 1342.70 +8.10 21,293 310,919 -1,083
Sep11 110509 1337.30 1340.30 1337.30 1337.30 +8.00 195 6,470 +233
Dec11 110509 1331.80 1334.80 1331.80 1331.80 +8.00 0 3,989 +23
Mar12 110509 1326.80 1329.80 1326.80 1326.80 +8.00      
Total Volume and Open Interest 21,488 321,383 -827
S & P 500 E-Mini(Globex)
Jun11 110509 1342.50 1344.00 1342.25 1343.75 +9.25      
Sep11 110509 1335.00 1340.75 1330.00 1337.25 +8.00 2,911 21,441 +1,379
Total Volume and Open Interest 2,918,378 2,783,605 -29,857
NASDAQ 100(CME)
Jun11 110509 2384.30 2399.00 2375.00 2386.50 +13.00 1,659 24,443 +44
Sep11 110509 2382.80 2384.00 2382.80 2382.80 +13.30 0 52 +0
Dec11 110509 2379.30 2379.30 2379.00 2379.30 +13.30      
Total Volume and Open Interest 1,659 24,495 +44
NASDAQ 100 E-Mini(Globex)
Jun11 110509 2378.00 2398.00 2374.00 2386.50 +13.00 393,338 404,477 -4,104
Sep11 110509 2377.30 2392.30 2373.00 2382.80 +13.30 150 1,200 -3
Total Volume and Open Interest 393,488 405,684 -4,107
S & P Midcap 400(CME)
Jun11 110509 997.00 998.00 997.00 997.00 +12.60 2 1,990 +1
Sep11 110509 994.80 995.20 994.80 994.80 +12.60      
Dec11 110509 993.20 993.60 993.20 993.20 +12.60      
Total Volume and Open Interest 2 1,990 +1
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Jun11 110509 9800 9800 9800 9800 unch      
Sep11 110509 9840 9840 9830 9830 unch 14 19 +4
Total Volume and Open Interest 12,121 55,003 -831
Nikkei 225(SGX)
Jun11 110509 9830 9925 9780 9815 -35 59,508 225,457 -6,941
Sep11 110509 9830 9835 9815 9815 -35 5 1,401 +0
Dec11 110509 9760 9760 9760 9760 -35 0 6,259 +0
Total Volume and Open Interest 59,770 245,566 -415
CAC 40(EURONEXT)
May11 110509 3993.0 4021.5 3953.5 3969.5 -53.0 155,226 307,391 -8,748
Jun11 110509 3950.0 3977.5 3914.5 3927.0 -53.0 7,317 50,241 +1,991
Jul11 110509 3922.5 3922.5 3922.5 3922.5 -55.5      
Total Volume and Open Interest 162,543 357,633 -6,757
Hang Seng Index(HKFE)
May11 110509 23056 23235 23031 23161 +191 63,616 86,922 -3,223
Jun11 110509 22929 23080 22888 23019 +202 1,152 8,049 +624
Total Volume and Open Interest 64,969 96,359 -2,547
DAX(EUREX)
Jun11 110509 7452.5 7502.0 7390.5 7426.5 -78.0 170,820 174,873 -1,306
Sep11 110509 7490.5 7527.0 7428.0 7452.0 -77.5 577 6,132 +94
Dec11 110509 7527.0 7539.0 7475.0 7484.5 -78.5 205 993 +83
Total Volume and Open Interest 171,602 181,998 -1,129
FT-SE 100(EURONEXT)
Jun11 110509 5916.00 5968.50 5893.50 5914.50 -37.00 115,113 683,882 -11,438
Sep11 110509 5893.50 5893.50 5875.50 5878.50 -36.50 28 630 +1
Dec11 110509 5856.00 5856.50 5856.00 5856.50 -37.00 3 175 +0
Total Volume and Open Interest 115,154 684,697 -11,427
SPI 200(SFE)
Jun11 110509 4746.0 4797.0 4736.0 4764.0 +21.0 45,838 192,858 +11,614
Sep11 110509 4753.0 4780.0 4748.0 4753.0 +22.0 16 3,689 -3
Dec11 110509 4774.0 4774.0 4774.0 4774.0 +21.0 0 2,577 +0
Total Volume and Open Interest 45,856 200,922 +11,557
GSCI(CME)
May11 110509 29.64 47.79 27.89 44.14 +28.50 663 11,750 -93
Jun11 110509 30.49 48.29 16.79 44.74 +27.90 8 43 +6
Jul11 110509 43.14 47.14 15.59 43.14 +27.50 2 0 +0
Total Volume and Open Interest 673 11,793 -87
Reuters CCI(ICE)
Jun11 110509 345.30 345.30 345.30 345.30 +7.00      
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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