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MRCI's End of Day Prices

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Daily Futures Price Listing Tue May 10, 2011
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
May11 110510 1335.25 1352.25 1335.25 1340.00 +5.00 2,705 2,089 -1,288
Jul11 110510 1335.00 1353.00 1332.00 1338.00 +3.00 103,851 262,381 -305
Aug11 110510 1334.25 1351.50 1333.25 1337.00 +2.25 9,142 18,747 +209
Sep11 110510 1325.00 1342.25 1325.00 1329.75 +3.50 3,110 16,044 +164
Nov11 110510 1320.00 1336.50 1317.00 1322.50 +3.00 48,074 199,001 -2,440
Jan12 110510 1327.00 1343.00 1326.00 1329.50 +2.25 724 23,057 -44
Mar12 110510 1338.00 1343.75 1328.50 1331.75 +3.25 456 14,139 -42
Total Volume and Open Interest 169,351 561,629 -3,702
Soybean Meal(CBOT)
May11 110510 345.50 349.40 345.00 346.30 +0.40 516 1,026 -306
Jul11 110510 350.40 354.40 348.60 350.30 -0.10 39,694 98,457 +750
Aug11 110510 351.50 355.40 349.80 351.70 unch 7,380 31,075 +552
Sep11 110510 349.60 353.30 348.60 350.00 +0.20 2,457 16,462 +282
Oct11 110510 344.80 348.30 342.90 344.50 +0.30 1,490 15,243 +123
Dec11 110510 344.30 348.40 342.70 344.40 +0.30 7,334 50,476 +253
Jan12 110510 348.40 348.80 345.30 345.70 +0.40 197 3,731 +16
Mar12 110510 347.10 349.90 347.00 347.50 +0.40 76 3,300 +17
Total Volume and Open Interest 59,337 227,095 +1,710
Soybean Oil(CBOT)
May11 110510 56.00 56.88 55.98 56.49 +0.51 463 1,391 -377
Jul11 110510 56.29 57.22 56.11 56.80 +0.51 60,242 149,904 -2,032
Aug11 110510 56.52 57.45 56.36 57.05 +0.52 8,260 29,029 -487
Sep11 110510 56.73 57.69 56.73 57.30 +0.52 5,397 23,138 -901
Oct11 110510 56.90 57.88 56.90 57.46 +0.52 1,104 14,522 +30
Dec11 110510 57.15 58.17 57.05 57.78 +0.59 10,940 75,389 -756
Jan12 110510 57.66 58.33 57.39 57.98 +0.59 1,095 5,249 -7
Mar12 110510 58.01 58.35 57.44 58.02 +0.58 396 4,471 -8
Total Volume and Open Interest 88,034 308,708 -4,446
Canola(WCE)
May11 110510 564.7 564.7 564.7 564.7 +8.3 0 9 +0
Jul11 110510 570.9 580.0 570.7 573.7 +4.8 8,153 80,041 +387
Nov11 110510 566.5 573.6 565.0 567.2 +3.9 4,846 74,711 -3
Jan12 110510 576.6 579.6 573.6 574.3 +3.5 336 6,588 +239
Mar12 110510 577.1 577.1 577.1 577.1 +3.5 13 1,180 +12
Total Volume and Open Interest 13,404 164,834 +625
Corn(CBOT)
May11 110510 704.00 720.50 701.00 706.00 +1.50 5,524 5,493 -1,762
Jul11 110510 707.50 723.75 702.00 707.25 -0.25 216,827 649,549 -14,964
Sep11 110510 684.75 697.00 679.25 681.25 -4.75 39,634 167,003 -1,220
Dec11 110510 656.75 664.00 650.00 652.75 -4.75 87,457 452,916 -2,921
Mar12 110510 668.00 675.00 662.00 664.75 -4.75 6,789 75,462 +713
May12 110510 674.00 681.00 669.00 672.50 -5.00 2,433 16,684 +459
Total Volume and Open Interest 366,338 1,462,118 -17,424
Wheat(CBOT)
May11 110510 765.75 779.00 765.75 769.00 +9.75 95 181 -40
Jul11 110510 793.50 816.50 790.25 798.75 +8.25 61,877 228,392 -491
Sep11 110510 833.00 857.25 832.75 841.50 +8.50 13,335 72,523 -553
Dec11 110510 880.00 901.25 877.75 887.75 +9.00 12,542 98,071 +72
Mar12 110510 917.00 938.00 915.25 922.50 +6.50 2,015 14,638 +168
Total Volume and Open Interest 93,608 454,341 -453
Wheat(KCBT)
May11 110510 946.00 948.50 932.50 932.50 +22.50 38 142 -107
Jul11 110510 915.25 945.50 915.00 928.50 +14.00 14,255 89,373 -536
Sep11 110510 932.00 962.50 932.00 945.25 +12.75 3,198 31,104 +282
Dec11 110510 953.50 980.50 953.50 962.50 +9.00 4,257 38,342 +628
Mar12 110510 969.75 990.00 969.75 978.50 +12.00 698 4,930 -132
Total Volume and Open Interest 22,868 171,926 +274
Wheat(MGE)
May11 110510 969.00 971.00 969.00 971.00 +11.00 43 1,084 -22
Jul11 110510 941.50 977.75 941.50 959.25 +14.50 4,195 20,137 -296
Sep11 110510 944.00 977.50 944.00 959.50 +12.00 1,509 16,593 -169
Dec11 110510 958.75 988.50 958.75 971.50 +12.25 1,064 12,405 +224
Mar12 110510 977.50 994.00 972.25 981.25 +11.00 243 2,583 +40
Total Volume and Open Interest 7,382 55,728 -128
Oats(CBOT)
May11 110510 344.75 347.00 344.75 347.00 +2.00 103 55 -93
Jul11 110510 349.75 358.00 343.00 352.00 +2.00 1,004 9,024 -74
Sep11 110510 358.75 363.75 355.00 359.00 +2.00 32 286 -6
Dec11 110510 360.00 369.75 360.00 367.00 +2.00 209 3,172 +40
Total Volume and Open Interest 1,348 12,559 -133
Rough Rice(CBOT)
May11 110510 13.98 13.98 13.94 13.98 +0.03 0 25 -1
Jul11 110510 14.24 14.44 14.12 14.17 +0.05 1,638 15,450 -292
Sep11 110510 15.11 15.24 15.03 15.07 +0.06 508 5,141 +310
Nov11 110510 15.53 15.56 15.28 15.39 +0.07 147 1,259 +119
Total Volume and Open Interest 2,303 22,401 +140
Live Cattle(CME)
Jun11 110510 109.080 109.930 108.800 109.180 +0.180 38,820 121,149 -5,142
Aug11 110510 111.000 111.730 110.650 110.730 -0.155 31,351 100,278 +1,419
Oct11 110510 116.700 117.635 116.600 117.080 +0.230 15,097 68,938 +4,816
Dec11 110510 119.050 120.035 118.900 119.430 +0.330 5,421 45,560 +365
Feb12 110510 119.385 120.450 119.385 120.000 +0.520 1,261 11,995 +133
Apr12 110510 120.600 121.100 120.500 120.900 +0.500 385 5,245 +7
Total Volume and Open Interest 92,362 354,302 +1,605
Feeder Cattle(CME)
May11 110510 128.250 128.750 128.050 128.075 +0.075 1,338 5,307 -528
Aug11 110510 132.550 133.075 132.235 132.380 +0.080 4,095 24,001 -706
Sep11 110510 133.130 134.000 133.130 133.350 +0.250 631 4,909 +38
Oct11 110510 133.735 134.500 133.535 134.100 +0.500 706 3,478 +56
Nov11 110510 133.400 134.450 133.400 133.500 +0.050 236 1,483 -6
Jan12 110510 133.500 133.800 133.400 133.800 +0.600 55 408 +21
Mar12 110510 132.500 132.500 132.500 132.500 unch 4 35 +2
Total Volume and Open Interest 7,065 39,623 -1,123
Lean Hogs(CME)
May11 110510 92.550 92.930 91.850 92.050 -0.680 499 1,685 -237
Jun11 110510 92.730 93.900 92.550 93.480 +0.830 25,032 67,565 -4,031
Jul11 110510 93.250 94.300 93.100 93.885 +0.685 11,323 33,776 +1,264
Aug11 110510 94.350 95.300 94.135 94.900 +0.615 8,136 38,485 +600
Oct11 110510 87.350 87.885 87.000 87.500 +0.320 3,850 34,870 +749
Dec11 110510 84.400 84.830 84.200 84.250 -0.135 1,416 28,660 -61
Feb12 110510 86.100 86.480 85.850 86.150 +0.100 301 7,370 +113
Apr12 110510 86.930 87.230 86.550 87.150 +0.400 106 4,370 +40
Total Volume and Open Interest 50,702 218,893 -1,553
Class III Milk(CME)
May11 110510 16.55 16.55 16.47 16.49 -0.03 134 5,318 -52
Jun11 110510 17.23 17.42 17.23 17.38 +0.11 221 4,660 -3
Jul11 110510 17.68 17.87 17.68 17.81 +0.06 44 3,499 +7
Aug11 110510 17.80 17.95 17.80 17.95 +0.09 56 3,365 +16
Sep11 110510 18.06 18.06 18.01 18.01 -0.05 48 3,426 +15
Total Volume and Open Interest 673 31,328 +55
Cocoa(ICE)
May11 110510 3135 3135 3135 3135 -8 9 100 -6
Jul11 110510 3082 3126 3071 3105 +23 9,792 71,008 -1,377
Sep11 110510 3096 3134 3081 3116 +24 2,040 25,715 +535
Dec11 110510 3119 3155 3107 3136 +20 982 25,554 +280
Mar12 110510 3175 3190 3150 3184 +29 242 22,211 +32
May12 110510 3166 3175 3140 3175 +30 66 5,605 +3
Jul12 110510 3137 3170 3131 3170 +28 35 1,548 +12
Total Volume and Open Interest 13,449 156,752 -297
Coffee "C"(ICE)
May11 110510 290.25 290.25 281.70 281.70 -5.35 19 335 -9
Jul11 110510 288.90 290.45 281.65 282.60 -4.80 11,676 66,328 +144
Sep11 110510 291.15 293.35 284.60 285.45 -4.85 2,168 22,228 +233
Dec11 110510 294.70 296.10 287.95 288.90 -4.50 967 18,589 +161
Mar12 110510 297.35 297.75 290.20 290.90 -4.10 318 4,385 +126
May12 110510 296.65 296.75 290.75 290.95 -2.90 78 2,357 -5
Total Volume and Open Interest 15,337 116,152 +737
Orange Juice(ICE)
May11 110510 170.75 170.75 170.75 170.75 -2.85 5 215 -5
Jul11 110510 167.65 174.80 167.05 170.70 +3.35 1,252 23,487 -686
Sep11 110510 163.15 170.00 163.15 166.25 +3.15 291 2,693 +127
Nov11 110510 163.50 166.15 163.00 163.00 +2.30 30 1,624 +15
Jan12 110510 162.90 163.15 161.85 161.85 +1.95 32 204 -9
Mar12 110510 162.25 162.25 161.55 161.55 +2.05 23 86 +16
Total Volume and Open Interest 1,633 28,403 -542
Sugar #11(ICE)
Jul11 110510 21.12 22.25 21.06 21.87 +0.91 39,330 274,771 -2,408
Oct11 110510 21.27 22.40 21.20 21.99 +0.87 17,173 133,541 -1,921
Mar12 110510 21.75 22.88 21.69 22.48 +0.81 7,827 75,517 +2,825
May12 110510 21.44 22.63 21.44 22.31 +0.72 3,080 23,337 +11
Jul12 110510 21.37 22.48 21.37 22.20 +0.68 2,940 17,446 +219
Total Volume and Open Interest 72,099 567,327 -1,275
London Cocoa(LCE)
May11 110510 1872 1888 1855 1879 +12 3,307 29,508 -1,707
Jul11 110510 1896 1920 1884 1909 +12 7,609 60,842 +1,300
Sep11 110510 1917 1937 1902 1928 +16 3,647 30,214 -555
Dec11 110510 1943 1953 1923 1949 +15 2,678 31,734 +1
Mar12 110510 1962 1980 1948 1972 +17 1,670 29,136 +682
May12 110510 1976 1996 1963 1987 +17 962 9,025 +140
Jul12 110510 1987 1998 1987 1998 +17 217 4,042 +73
Total Volume and Open Interest 20,375 204,958 +143
London Sugar(LCE)
Aug11 110510 583.70 613.00 583.70 612.60 +28.90 1,878 24,878 -445
Oct11 110510 564.00 587.80 564.00 586.70 +23.10 586 8,147 -225
Dec11 110510 578.00 597.80 578.00 596.40 +23.50 281 3,408 +70
Mar12 110510 579.90 594.10 579.30 592.90 +23.50 229 2,182 +42
May12 110510 575.60 585.60 574.70 585.60 +19.10 248 1,357 +134
Total Volume and Open Interest 3,438 41,088 -294
Cotton(ICE)
Jul11 110510 144.57 151.40 143.00 151.40 +6.00 8,339 68,657 -545
Oct11 110510 133.50 138.32 132.90 138.32 +5.04 43 446 -5
Dec11 110510 123.33 126.20 122.00 125.92 +2.14 2,991 60,452 +282
Mar12 110510 116.38 118.88 115.00 118.82 +2.05 408 8,556 +9
May12 110510 110.98 112.56 110.80 112.56 +1.41 44 2,190 -11
Jul12 110510 108.23 109.40 108.00 108.77 +1.15 51 3,114 +3
Total Volume and Open Interest 11,878 145,669 -2,622
Lumber(CME)
May11 110510 227.0 227.0 222.5 224.4 -3.1 256 600 -77
Jul11 110510 243.6 244.0 238.7 241.0 -2.8 312 6,924 +28
Sep11 110510 262.8 262.8 259.6 261.5 -3.7 86 1,906 +30
Nov11 110510 264.0 264.0 261.3 263.2 -3.7 5 485 +0
Total Volume and Open Interest 659 9,928 -19
Crude Oil(NYM)
Jun11 110510 102.44 103.95 100.12 103.88 +1.33 606,528 308,727 -22,339
Jul11 110510 103.28 104.54 100.68 104.47 +1.37 163,459 271,344 +21,955
Aug11 110510 102.79 104.93 101.08 104.87 +1.40 59,221 78,012 -2,580
Sep11 110510 103.35 105.21 101.39 105.18 +1.45 43,130 90,899 +708
Oct11 110510 102.31 105.37 101.52 105.35 +1.50 15,464 41,034 +287
Nov11 110510 102.50 105.49 101.58 105.46 +1.53 11,605 37,038 -879
Dec11 110510 103.50 105.53 101.70 105.52 +1.55 81,899 188,625 -1,047
Jan12 110510 102.00 105.47 102.00 105.47 +1.58 4,561 36,804 -565
Feb12 110510 103.30 105.36 102.23 105.36 +1.60 2,701 18,482 +181
Mar12 110510 102.86 105.24 102.25 105.22 +1.61 3,357 29,965 -154
Apr12 110510 103.08 105.07 102.05 105.07 +1.62 2,271 15,610 +45
May12 110510 102.12 104.89 102.02 104.89 +1.62 1,976 15,332 +638
Jun12 110510 101.68 104.70 101.68 104.70 +1.63 8,937 74,679 -109
Jul12 110510 102.08 104.38 102.08 104.38 +1.65 803 20,502 -96
Aug12 110510 101.92 104.02 101.92 104.02 +1.66 539 13,313 -38
Sep12 110510 103.60 103.71 103.60 103.71 +1.67 813 13,164 -64
Total Volume and Open Interest 1,055,664 1,645,447 -8,061
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 110510 103.000 104.500 100.750 104.475 +1.375 1,740 704 -173
Aug11 110510 102.500 104.875 101.800 104.875 +1.400 217 144 +23
Sep11 110510 102.200 105.175 102.200 105.175 +1.450 38 96 +2
Oct11 110510 105.350 105.350 105.350 105.350 +1.500 8 43 +4
Nov11 110510 105.450 105.450 105.450 105.450 +1.525 1 16 +0
Dec11 110510 103.000 105.525 102.625 105.525 +1.550 39 313 -8
Jan12 110510 105.475 105.475 105.475 105.475 +1.575 0 7 +0
Feb12 110510 105.350 105.350 105.350 105.350 +1.600 0 6 +0
Total Volume and Open Interest 30,240 4,797 -977
Heating Oil(NYM)
Jun11 110510 296.18 301.27 292.19 300.12 +3.94 85,959 99,869 -7,632
Jul11 110510 297.28 302.53 293.67 301.45 +4.06 31,710 49,939 +655
Aug11 110510 297.47 303.75 295.10 302.80 +4.08 13,422 29,755 -459
Sep11 110510 301.10 305.18 296.67 304.37 +4.06 9,042 24,772 +194
Oct11 110510 300.72 306.80 298.78 305.90 +4.05 2,990 10,775 +333
Nov11 110510 301.20 307.59 301.20 307.46 +4.09 2,072 11,225 +113
Dec11 110510 303.05 309.93 301.02 308.94 +4.13 16,434 33,194 +831
Jan12 110510 306.43 310.42 306.43 310.42 +4.10 2,131 12,642 +569
Feb12 110510 307.50 310.78 306.88 310.78 +4.14 617 5,073 +73
Mar12 110510 306.62 309.96 306.62 309.96 +4.12 223 3,133 -22
Apr12 110510 303.82 308.09 303.82 308.09 +4.05 175 1,511 +33
May12 110510 306.44 306.44 306.44 306.44 +3.98 236 1,417 +17
Total Volume and Open Interest 170,899 308,327 -3,258
Gasoline(NYMEX)
Jun11 110510 329.55 338.53 325.93 337.97 +10.13 85,286 92,705 -3,787
Jul11 110510 316.76 325.91 313.92 325.38 +8.94 54,142 56,604 +2,549
Aug11 110510 307.15 316.37 305.26 315.78 +7.76 22,288 28,372 -234
Sep11 110510 302.50 309.39 300.57 308.98 +6.62 15,453 29,613 +457
Oct11 110510 285.98 291.50 284.00 291.28 +6.10 6,245 24,256 +1,356
Nov11 110510 279.75 287.37 278.40 287.35 +6.05 3,565 9,316 +838
Dec11 110510 277.55 285.70 277.20 285.32 +5.82 6,377 27,793 +235
Jan12 110510 280.40 285.22 280.40 285.22 +5.78 287 6,427 +38
Feb12 110510 284.15 286.44 284.15 286.44 +5.77 116 2,995 +1
Mar12 110510 287.67 287.67 287.67 287.67 +5.75 81 5,020 +20
Total Volume and Open Interest 194,123 300,278 +1,482
e-miNY RBOB Gasoline(NYM)
Jun11 110510 338.00 338.00 337.97 338.00 +10.20 0 2 +0
Jul11 110510 325.40 325.40 325.38 325.40 +9.00 0 1 +0
Aug11 110510 315.80 315.80 315.78 315.80 +7.80 0 1 +0
Sep11 110510 309.00 309.00 308.98 309.00 +6.60      
Total Volume and Open Interest 0 7 +0
Natural Gas(NYM)
Jun11 110510 4.190 4.282 4.162 4.246 +0.092 129,874 122,104 -11,654
Jul11 110510 4.254 4.342 4.224 4.303 +0.087 69,252 207,452 -7,716
Aug11 110510 4.302 4.380 4.266 4.345 +0.084 36,995 75,432 +659
Sep11 110510 4.326 4.400 4.290 4.366 +0.081 24,770 103,015 +4,238
Oct11 110510 4.360 4.450 4.336 4.413 +0.082 32,116 98,398 -3,009
Nov11 110510 4.519 4.613 4.506 4.577 +0.078 10,976 48,004 +459
Dec11 110510 4.760 4.817 4.722 4.792 +0.073 6,621 38,374 +14
Jan12 110510 4.885 4.946 4.841 4.908 +0.071 11,943 86,623 -895
Feb12 110510 4.861 4.926 4.835 4.897 +0.072 1,142 17,396 +22
Mar12 110510 4.802 4.845 4.775 4.837 +0.072 3,634 37,349 +85
Apr12 110510 4.680 4.735 4.651 4.707 +0.070 4,990 36,954 +1,048
May12 110510 4.666 4.730 4.666 4.730 +0.071 805 10,721 +153
Jun12 110510 4.749 4.770 4.710 4.769 +0.070 493 6,975 +53
Jul12 110510 4.767 4.828 4.767 4.814 +0.070 107 5,651 +72
Aug12 110510 4.822 4.839 4.822 4.839 +0.069 27 5,933 -19
Sep12 110510 4.837 4.848 4.831 4.848 +0.069 88 5,275 -33
Total Volume and Open Interest 340,758 986,789 -11,842
Brent Crude Oil(ICE)
Jun11 110510 115.40 117.95 113.58 117.63 +1.73 427,365 157,069 -8,143
Jul11 110510 114.60 117.38 113.12 117.09 +1.73 195,764 175,744 +7,076
Aug11 110510 114.00 116.94 112.73 116.66 +1.73 73,632 97,956 +5,508
Sep11 110510 113.26 116.42 112.28 116.17 +1.72 38,594 53,650 +3,303
Oct11 110510 112.81 115.91 111.98 115.70 +1.72 21,370 43,308 +2,652
Nov11 110510 111.91 115.45 111.56 115.28 +1.71 12,346 21,375 +1,108
Dec11 110510 112.00 115.04 110.95 114.87 +1.71 65,778 100,865 -102
Jan12 110510 111.32 114.52 111.29 114.52 +1.72 3,709 19,535 +595
Feb12 110510 111.46 114.17 111.27 114.17 +1.71 2,593 16,607 -35
Mar12 110510 113.79 113.79 113.79 113.79 +1.69 2,681 29,098 -1,251
Apr12 110510 113.39 113.39 113.39 113.39 +1.67 3,080 7,695 +588
May12 110510 112.99 112.99 112.99 112.99 +1.63 1,145 6,208 +217
Jun12 110510 109.37 112.69 109.37 112.58 +1.59 5,896 34,877 -203
Jul12 110510 112.15 112.15 112.15 112.15 +1.57 849 2,986 +436
Total Volume and Open Interest 877,646 889,810 +11,662
Gas Oil(ICE)
May11 110510 932.50 948.00 922.75 941.25 +21.50 59,002 52,058 -12,924
Jun11 110510 935.75 952.25 925.75 944.75 +21.50 181,372 136,789 +1,802
Jul11 110510 939.00 955.25 929.00 948.25 +21.75 37,066 68,728 +1,603
Aug11 110510 939.25 958.25 933.00 951.50 +21.75 14,594 38,991 +1,359
Sep11 110510 943.25 960.50 936.25 954.75 +22.25 16,485 46,915 -1,978
Oct11 110510 947.75 963.75 938.75 957.25 +22.50 13,155 33,157 -931
Nov11 110510 944.50 964.75 942.00 958.00 +22.50 9,925 23,637 +1,148
Dec11 110510 947.25 966.25 940.50 959.25 +22.50 42,080 57,120 -2,261
Jan12 110510 949.00 962.25 945.25 961.75 +22.50 4,397 24,918 -621
Feb12 110510 948.75 962.00 948.75 962.00 +22.75 2,137 6,588 +311
Total Volume and Open Interest 388,383 579,162 -11,077
Ethanol(CBOT)
May11 110504 2.620 2.628 2.595 2.621 +0.001 47 147 -144
Jun11 110510 2.583 2.605 2.565 2.575 +0.015 138 1,314 -43
Jul11 110510 2.584 2.592 2.565 2.576 +0.017 259 1,267 -15
Aug11 110510 2.585 2.590 2.560 2.572 +0.013 158 1,034 +70
Sep11 110510 2.542 2.549 2.531 2.542 +0.010 210 943 -71
Oct11 110510 2.470 2.470 2.448 2.457 +0.011 44 952 +10
Nov11 110510 2.395 2.395 2.377 2.384 +0.009 11 647 +0
Dec11 110510 2.400 2.402 2.370 2.370 +0.001 26 954 +1
Total Volume and Open Interest 926 7,898 +22
WTI Crude Oil(ICE
Jun11 110510 101.91 103.94 100.14 103.88 +1.33 177,085 84,555 -4,968
Jul11 110510 102.30 104.52 100.70 104.47 +1.37 51,934 85,217 +6,622
Aug11 110510 102.06 104.90 101.11 104.87 +1.40 22,761 29,310 -1,124
Sep11 110510 102.32 105.18 101.74 105.18 +1.45 15,155 38,728 +2,064
Oct11 110510 102.46 105.35 102.20 105.35 +1.50 5,983 20,727 -156
Nov11 110510 102.54 105.46 102.15 105.46 +1.53 4,841 16,197 -267
Dec11 110510 102.78 105.52 101.73 105.52 +1.55 27,962 85,015 -3,006
Jan12 110510 102.41 105.47 102.35 105.47 +1.58 1,625 12,042 +50
Feb12 110510 104.45 105.36 104.45 105.36 +1.60 802 3,486 -223
Mar12 110510 105.22 105.22 105.22 105.22 +1.61 1,072 11,094 -31
Apr12 110510 105.07 105.07 105.07 105.07 +1.62 250 3,578 -52
May12 110510 104.89 104.89 104.89 104.89 +1.62 176 2,190 -8
Jun12 110510 102.56 104.70 102.56 104.70 +1.63 1,925 25,989 -50
Jul12 110510 104.38 104.38 104.38 104.38 +1.65 0 1,555 +0
Aug12 110510 104.02 104.02 104.02 104.02 +1.66 0 946 +0
Sep12 110510 103.71 103.71 103.71 103.71 +1.67 50 4,214 +27
Total Volume and Open Interest 319,811 524,904 -128
US Dollar Index(ICE)
Jun11 110510 74.775 75.175 74.685 74.783 -0.118 66,993 55,859 -1,192
Sep11 110510 75.390 75.660 75.185 75.272 -0.113 273 760 +33
Dec11 110510 75.762 75.762 75.762 75.762 -0.108 0 2 +0
Total Volume and Open Interest 67,267 56,622 -1,159
Australian Dollar(CME)
Jun11 110510 107.41 108.03 106.89 107.81 +0.62 197,500 137,337 +2,462
Sep11 110510 106.07 106.65 105.52 106.44 +0.62 199 961 +3
Dec11 110510 105.15 105.15 104.54 105.15 +0.61 12 78 -6
Total Volume and Open Interest 197,711 138,377 +2,459
British Pound(CME)
Jun11 110510 163.84 164.15 163.08 163.43 -0.39 150,109 115,839 +818
Sep11 110510 163.30 163.60 162.94 163.20 -0.40 95 686 -106
Dec11 110510 162.96 163.35 162.96 162.96 -0.39 2 39 +2
Total Volume and Open Interest 150,206 116,569 +714
Canadian Dollar(CME)
Jun11 110510 103.73 104.42 103.50 104.21 +0.61 154,811 121,727 +47
Sep11 110510 103.47 104.10 103.25 103.95 +0.61 835 3,858 +137
Dec11 110510 103.50 103.70 103.06 103.67 +0.61 51 2,649 +6
Mar12 110510 102.89 103.39 102.69 103.35 +0.60 13 291 +6
Total Volume and Open Interest 155,712 128,714 +198
Japanese Yen(CME)
Jun11 110510 124.56 124.79 123.46 123.80 -0.70 157,252 100,999 -1,121
Sep11 110510 124.65 124.75 123.59 123.87 -0.70 295 2,245 +6
Dec11 110510 123.97 124.68 123.97 123.97 -0.71 15 220 +0
Total Volume and Open Interest 157,562 103,471 -1,115
Swiss Franc(CME)
Jun11 110510 114.63 114.88 113.34 113.53 -1.09 65,456 73,659 +72
Sep11 110510 114.76 114.76 113.41 113.58 -1.09 172 249 +47
Dec11 110510 113.62 114.70 113.62 113.62 -1.08 0 26 +0
Total Volume and Open Interest 65,628 73,936 +119
EuroFX(CME)
Jun11 110510 143.39 144.02 142.58 143.83 +0.59 541,290 246,903 -9,825
Sep11 110510 142.96 143.58 142.20 143.41 +0.60 1,023 3,990 +44
Dec11 110510 142.67 142.92 142.18 142.92 +0.58 5 110 +3
Total Volume and Open Interest 542,320 251,383 -9,780
Mexican Peso(CME)
May11 110510 864.2 864.2 858.5 864.2 +5.8      
Jun11 110510 857.2 863.5 855.8 862.2 +5.8 60,625 161,938 -299
Total Volume and Open Interest 60,646 162,165 -300
30-Year T-Bonds(CBOT)
Jun11 110510 124~090 124~090 123~250 123~280 -0~180      
Sep11 110510 122~270 123~040 122~080 122~170 -0~190 5,842 8,719 +3,017
Dec11 110510 121~020 121~210 121~020 121~020 -0~190 0 2 +0
Total Volume and Open Interest 461,153 638,536 +10,131
10-Year T-Notes(CBOT)
Jun11 110510 122~115 122~135 121~290 122~030 -0~120 1,738,117 1,704,510 +6,001
Sep11 110510 120~310 121~020 120~150 120~205 -0~135 7,695 18,323 +2,140
Dec11 110510 119~190 120~020 119~190 119~205 -0~135 0 5 +0
Total Volume and Open Interest 1,745,812 1,722,838 +8,141
5-Year T-Notes(CBOT)
Jun11 110510 119~010 119~010 118~118 118~118 -0~034      
Sep11 110510 117~122 118~000 117~084 117~092 -0~036 2,153 17,629 +1,474
Dec11 110510 116~116 117~024 116~116 116~116 -0~036      
Total Volume and Open Interest 913,953 1,476,556 +25,526
2 Year T-Notes(CBOT)
Jun11 110510 109~090 109~091 109~080 109~083 -0~010 402,040 1,034,259 +2,009
Sep11 110510 109~032 109~037 109~022 109~026 -0~011 387 16,423 +153
Dec11 110510 108~092 108~103 108~092 108~092 -0~011 0 20 +0
Total Volume and Open Interest 402,427 1,050,702 +2,162
Eurodollars(CME)
Jun11 110510 99.725 99.735 99.720 99.730 +0.010 262,616 998,719 -10,769
Sep11 110510 99.675 99.680 99.665 99.680 +0.010 294,882 1,458,776 -11,197
Dec11 110510 99.590 99.595 99.575 99.585 -0.005 371,818 1,667,795 -7,018
Mar12 110510 99.455 99.460 99.415 99.430 -0.025 404,869 1,564,010 -10,866
Jun12 110510 99.230 99.235 99.170 99.190 -0.045 498,823 1,359,871 +37,088
Sep12 110510 98.945 98.945 98.870 98.890 -0.060 341,945 717,139 +11,293
Dec12 110510 98.630 98.640 98.555 98.575 -0.075 328,415 549,116 +8,163
Mar13 110510 98.360 98.370 98.280 98.300 -0.080 304,051 374,193 -5,469
Jun13 110510 98.105 98.110 98.020 98.040 -0.080 188,251 273,649 -5,460
Sep13 110510 97.845 97.855 97.770 97.790 -0.075 125,980 234,802 -3,573
Dec13 110510 97.590 97.600 97.515 97.540 -0.070 102,143 190,952 -989
Mar14 110510 97.380 97.385 97.295 97.320 -0.070 77,570 181,668 -1,748
Jun14 110510 97.155 97.165 97.075 97.105 -0.065 31,145 101,678 +126
Sep14 110510 96.950 96.955 96.860 96.895 -0.065 21,656 62,468 +118
Dec14 110510 96.730 96.745 96.650 96.680 -0.065 21,052 74,847 +1,971
Mar15 110510 96.540 96.560 96.460 96.495 -0.065 17,585 51,049 -1,042
Jun15 110510 4.610 4.625 4.520 4.560 -0.060 9,196 40,202 +793
Sep15 110510 4.440 4.450 4.360 4.390 -0.060 10,076 36,209 +363
Total Volume and Open Interest      
30 Day Federal Funds(CBOT)
May11 110510 99.908 99.908 99.905 99.905 unch 4,223 82,368 -806
Jun11 110510 99.905 99.905 99.900 99.900 unch 1,035 61,266 -163
Jul11 110510 99.900 99.900 99.890 99.895 +0.005 2,291 52,051 -720
Aug11 110510 99.880 99.880 99.875 99.875 unch 4,629 52,591 +455
Sep11 110510 99.870 99.875 99.865 99.865 -0.005 5,354 37,032 +939
Oct11 110510 99.855 99.865 99.855 99.860 unch 5,419 48,915 +1,049
Total Volume and Open Interest 80,759 672,045 +9,553
30 Day Fed Funds(e-CBOT)
3-Mth Euro-Yen(CME)
Jun11 110510 99.675 99.675 99.675 99.675 +0.005 0 750 +0
Sep11 110510 99.683 99.683 99.683 99.683 +0.005      
Dec11 110510 99.685 99.685 99.685 99.685 +0.005 0 75 +0
Mar12 110510 99.673 99.673 99.673 99.673 +0.005      
Jun12 110510 99.690 99.690 99.690 99.690 unch      
Sep12 110510 99.620 99.620 99.620 99.620 unch      
Dec12 110510 99.580 99.580 99.580 99.580 unch      
Mar13 110510 99.580 99.580 99.580 99.580 unch      
Jun13 110510 99.535 99.535 99.535 99.535 unch      
Sep13 110510 99.395 99.395 99.395 99.395 unch      
Total Volume and Open Interest 0 825 +0
3-Mth Euro-Yen(SGX)
Jun11 110510 99.68 99.68 99.68 99.68 +0.01 602 6,003 +602
Sep11 110510 99.68 99.68 99.68 99.68 +0.01 159 1,474 -59
Dec11 110510 99.68 99.68 99.68 99.68 +0.00 88 1,837 -107
Mar12 110510 99.68 99.68 99.67 99.67 +0.00 0 3,672 +0
Jun12 110510 99.69 99.69 99.69 99.69 unch 0 1,254 +0
Sep12 110510 99.62 99.62 99.62 99.62 unch 0 411 +0
Dec12 110510 99.58 99.58 99.58 99.58 unch 0 24 +0
Mar13 110510 99.58 99.58 99.58 99.58 unch 0 1 +0
Total Volume and Open Interest 849 14,676 -78
Japanese Gov't Bonds(SGX)
Jun11 110510 140.65 140.83 140.57 140.58 -0.22 3,806 16,984 +16,984
Sep11 110510 140.45 140.45 140.33 140.33 -0.02 24 20 +1
Dec11 110510 138.24 138.24 138.24 138.24 -0.02      
Total Volume and Open Interest 3,330 18,854 +360
Euro-Bund(EUREX)
Jun11 110510 124.18 124.23 123.86 124.01 -0.27 1,238,964 966,852 +37,017
Sep11 110510 123.93 123.93 123.60 123.72 -0.29 465 15,589 +13
Dec11 110510 122.91 122.91 122.91 122.91 -0.27 94 0 +0
Total Volume and Open Interest 1,239,523 982,441 +37,030
Euro-Bobl(EUREX)
Jun11 110506 115.41 115.82 115.22 115.71 +0.23 725,341 811,181 +16,712
Sep11 110510 115.32 115.32 115.18 115.24 -0.08 1,453 31,687 +717
Dec11 110510 115.41 115.41 115.41 115.41 -0.08      
Total Volume and Open Interest 712,642 830,722 +4,293
3-Mth Euribor(EUREX)
Jun11 110510 98.480 98.490 98.480 98.490 +0.005 19 5,319 -490
Sep11 110510 98.205 98.215 98.205 98.210 -0.005 76 2,299 -49
Dec11 110510 98.010 98.010 98.000 98.005 -0.010 47 1,108 -24
Total Volume and Open Interest 233 11,096 -552
Long Gilt(LIFFE)
Jun11 110428 118~22 119~08 118~20 119~05 +0~25 128,847 372,773 +43,077
Sep11 110510 119~08 119~08 119~07 119~07 -0~07 1 4 -9
Total Volume and Open Interest 123,537 394,754 -2,151
3-Mth Short Sterling(LIFFE)
Jun11 110510 99.17 99.18 99.16 99.18 +0.01 34,442 459,802 -14,734
Sep11 110510 99.07 99.09 99.06 99.09 +0.02 56,220 440,843 -11,378
Dec11 110510 98.91 98.94 98.90 98.93 +0.02 75,363 459,863 +21,274
Mar12 110510 98.75 98.79 98.73 98.77 +0.02 79,293 406,386 +14,779
Jun12 110510 98.54 98.58 98.53 98.56 unch 83,472 367,448 -3,898
Sep12 110510 98.33 98.36 98.30 98.34 -0.01 56,331 230,627 +5,370
Total Volume and Open Interest 505,219 2,852,736 +38,554
3-Mth Euribor(LIFFE)
Jun11 110510 98.490 98.495 98.470 98.490 +0.005 239,646 917,039 -146,077
Sep11 110510 98.210 98.225 98.190 98.210 -0.005 376,113 915,308 -52,477
Dec11 110510 98.010 98.020 97.980 98.005 -0.010 305,401 793,407 -68,034
Total Volume and Open Interest 1,875,319 4,813,314 -280,026
3-Mth Aus T-Bills(SFE)
Jun11 110510 94.91 94.95 94.91 94.94 +0.03 32,410 173,663 -11,560
Sep11 110510 94.80 94.85 94.79 94.84 +0.04 47,651 218,139 -20,652
Dec11 110510 94.69 94.75 94.69 94.75 +0.05 42,106 150,778 -3,422
Mar12 110510 94.63 94.69 94.62 94.68 +0.05 13,477 85,257 +1,204
Jun12 110510 94.59 94.64 94.59 94.63 +0.04 3,290 49,879 +983
Sep12 110510 94.55 94.60 94.55 94.58 +0.03 1,308 49,901 -633
Dec12 110510 94.50 94.57 94.50 94.54 +0.04 1,847 24,753 +993
Mar13 110510 94.46 94.54 94.45 94.51 +0.05 1,611 17,281 +889
Jun13 110510 94.41 94.48 94.41 94.47 +0.05 259 1,609 +239
Sep13 110510 94.36 94.41 94.36 94.41 +0.05 10 974 +3
Total Volume and Open Interest 143,969 773,088 -31,956
10-Year Aus T-Bonds(SFE)
Jun11 110510 94.57 94.61 94.57 94.61 +0.03 70,435 406,922 -8,757
Sep11 110510 94.61 94.61 94.61 94.61 +0.03      
Total Volume and Open Interest 70,435 406,922 -8,757
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 110510 94.87 94.87 94.87 94.87 +0.05      
Total Volume and Open Interest 203,367 675,660 -44,791
Gold(CMX)
Jun11 110510 1512.5 1520.0 1505.2 1516.9 +13.7 264,796 304,025 -16,437
Aug11 110510 1513.8 1521.0 1507.1 1518.2 +13.7 18,548 86,674 +7,383
Oct11 110510 1512.9 1522.1 1510.0 1519.5 +13.7 1,110 6,627 +302
Dec11 110510 1514.7 1523.0 1510.0 1520.8 +13.8 12,673 46,799 +4,426
Feb12 110510 1515.2 1524.7 1512.4 1522.0 +13.8 960 6,971 -15
Apr12 110510 1522.7 1523.4 1522.7 1523.4 +13.8 231 5,144 -125
Jun12 110510 1525.7 1525.7 1525.0 1525.0 +14.0 260 8,821 -44
Aug12 110510 1527.3 1527.3 1527.3 1527.3 +14.1 6 3,104 +6
Oct12 110510 1529.9 1529.9 1529.9 1529.9 +14.3 0 3,271 +0
Dec12 110510 1529.0 1533.1 1522.8 1533.1 +14.3 82 12,121 +38
Feb13 110510 1536.8 1536.8 1536.8 1536.8 +14.6 0 108 +0
Total Volume and Open Interest 299,896 512,700 -4,448
Silver(CMX)
May11 110510 3770.0 3869.5 3761.5 3848.0 +137.0 479 615 -12
Jul11 110510 3773.5 3881.5 3730.0 3848.6 +137.0 178,981 72,192 -4,948
Sep11 110510 3768.0 3878.0 3740.0 3849.7 +137.2 2,761 10,060 -333
Dec11 110510 3768.5 3877.5 3735.0 3849.2 +137.4 3,911 22,683 +13
Mar12 110510 3759.5 3844.5 3759.5 3844.3 +138.0 56 2,771 +1
May12 110510 3833.0 3840.1 3833.0 3840.1 +138.1 68 1,004 +1
Jul12 110510 3800.0 3836.2 3786.0 3836.2 +138.4 102 1,729 -12
Total Volume and Open Interest 194,448 129,454 -5,350
Platinum(NYMEX)
Jul11 110510 1796.0 1807.8 1789.5 1800.9 +5.8 7,134 35,189 -709
Oct11 110510 1800.0 1806.7 1793.0 1804.8 +6.3 76 1,675 -27
Jan12 110510 1806.7 1806.8 1798.0 1806.8 +6.3 0 50 +0
Apr12 110510 1808.8 1808.8 1808.8 1808.8 +6.3 0 24 +0
Total Volume and Open Interest 7,210 36,953 -736
Palladium(NYMEX)
Jun11 110510 728.00 740.75 727.25 732.65 +3.65 5,910 18,162 -530
Sep11 110510 729.60 741.85 729.60 734.30 +3.70 152 2,017 +30
Dec11 110510 738.60 741.85 732.85 735.30 +3.70 32 380 +27
Total Volume and Open Interest 6,094 20,562 -473
Copper(CMX)
May11 110510 406.00 406.00 400.95 402.95 +2.55 965 2,641 -327
Jul11 110510 405.50 408.40 400.40 404.20 +2.55 51,081 75,262 -3,292
Sep11 110510 406.55 409.70 402.30 405.95 +2.55 5,240 25,492 +857
Dec11 110510 408.35 410.40 404.95 407.70 +2.50 2,911 10,684 +1,854
Mar12 110510 409.85 409.85 408.50 408.80 +2.45 358 2,941 +188
Total Volume and Open Interest 61,339 123,900 -622
DJIA Index(CBOT)
Jun11 110510 12636 12735 12603 12700 +69 1,097 23,565 -22
Sep11 110510 12636 12636 12630 12630 +68 1 14 +0
Dec11 110510 12559 12559 12491 12559 +68 0 1 +0
Mar12 110510 12499 12499 12431 12499 +68      
Total Volume and Open Interest 1,098 23,580 -22
S & P 500(CME)
Jun11 110510 1342.40 1356.30 1339.20 1353.80 +11.10 17,738 308,933 -1,986
Sep11 110510 1348.40 1350.90 1348.40 1348.40 +11.10 345 6,724 +254
Dec11 110510 1343.00 1345.40 1343.00 1343.00 +11.20 861 4,818 +829
Mar12 110510 1338.00 1340.40 1338.00 1338.00 +11.20      
Total Volume and Open Interest 18,944 320,480 -903
S & P 500 E-Mini(Globex)
Jun11 110510 1353.75 1354.00 1353.00 1353.75 +10.00      
Sep11 110510 1338.75 1350.25 1334.00 1348.50 +11.25 3,938 23,353 +1,912
Total Volume and Open Interest 2,677,394 2,778,612 -4,993
NASDAQ 100(CME)
Jun11 110510 2388.50 2413.00 2383.50 2409.30 +22.80 2,096 24,862 +419
Sep11 110510 2405.50 2405.50 2405.00 2405.50 +22.70 0 52 +0
Dec11 110510 2402.00 2402.00 2401.50 2402.00 +22.70      
Total Volume and Open Interest 2,096 24,914 +419
NASDAQ 100 E-Mini(Globex)
Jun11 110510 2386.30 2412.00 2382.80 2409.30 +22.80 358,939 400,545 -3,932
Sep11 110510 2385.50 2407.00 2379.50 2405.50 +22.70 193 1,184 -16
Total Volume and Open Interest 359,132 401,736 -3,948
S & P Midcap 400(CME)
Jun11 110510 1007.60 1010.00 1007.60 1007.60 +10.60 182 1,990 +0
Sep11 110510 1005.40 1007.80 1005.40 1005.40 +10.60      
Dec11 110510 1003.80 1006.20 1003.80 1003.80 +10.60      
Total Volume and Open Interest 182 1,990 +0
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Jun11 110510 9910 9910 9910 9910 +110      
Sep11 110510 9910 9940 9830 9940 +110 2 18 -1
Total Volume and Open Interest 11,123 55,453 +450
Nikkei 225(SGX)
Jun11 110510 9810 9855 9755 9825 +10 64,205 235,104 +9,647
Sep11 110510 9815 9825 9760 9825 +10 8 1,415 +14
Dec11 110510 9765 9765 9765 9765 +5 0 6,259 +0
Total Volume and Open Interest 64,508 249,080 +3,514
CAC 40(EURONEXT)
May11 110510 3969.0 4039.5 3964.5 4020.0 +50.5 170,795 302,248 -5,143
Jun11 110510 3930.5 3994.0 3930.5 3977.5 +50.5 25,344 79,661 +29,420
Jul11 110510 3973.0 3973.0 3973.0 3973.0 +50.5      
Total Volume and Open Interest 196,139 381,910 +24,277
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 110510 7429.5 7547.0 7426.0 7507.0 +80.5 150,938 176,950 +2,077
Sep11 110510 7466.0 7569.5 7466.0 7532.5 +80.5 215 6,071 -61
Dec11 110510 7505.0 7583.0 7505.0 7565.5 +81.0 58 956 -37
Total Volume and Open Interest 151,211 183,977 +1,979
FT-SE 100(EURONEXT)
Jun11 110510 5926.50 6017.00 5913.00 5990.50 +76.00 130,716 691,767 +7,885
Sep11 110510 5919.00 5978.00 5919.00 5954.00 +75.50 22 635 +5
Dec11 110510 5913.50 5932.00 5913.50 5932.00 +75.50 10 175 +0
Total Volume and Open Interest 130,748 692,587 +7,890
SPI 200(SFE)
Jun11 110510 4762.0 4783.0 4714.0 4719.0 -45.0 42,725 183,922 -8,936
Sep11 110510 4760.0 4760.0 4706.0 4710.0 -43.0 19 3,692 +3
Dec11 110510 4729.0 4729.0 4729.0 4729.0 -45.0 0 2,521 -56
Total Volume and Open Interest 43,230 192,374 -8,548
GSCI(CME)
May11 110510 47.64 53.14 40.14 53.14 +9.00 2,713 10,637 -1,113
Jun11 110510 48.14 54.04 41.14 53.74 +9.00 1,887 1,804 +1,761
Jul11 110510 47.14 51.64 40.14 51.44 +8.30      
Total Volume and Open Interest 4,600 12,441 +648
Reuters CCI(ICE)
Jun11 110510 349.30 349.30 349.30 349.30 +4.00      
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.
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