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MRCI's End of Day Prices

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MRCI's End of Day Prices
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Daily Futures Price Listing Thu May 12, 2011
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
May11 110512 1333.50 1352.25 1320.50 1345.25 +11.75 820 1,039 -413
Jul11 110512 1329.00 1359.75 1313.50 1342.75 +11.00 78,485 253,211 -5,384
Aug11 110512 1328.25 1355.50 1313.00 1340.00 +8.75 11,554 21,182 +1,724
Sep11 110512 1323.25 1346.75 1306.00 1333.00 +7.75 2,156 16,243 +202
Nov11 110512 1319.00 1339.50 1300.75 1326.25 +5.25 25,986 196,437 -1,945
Jan12 110512 1324.00 1347.00 1313.50 1334.75 +5.75 842 23,027 +32
Mar12 110512 1328.00 1344.00 1309.75 1335.25 +6.00 391 14,094 -112
Total Volume and Open Interest 121,887 551,626 -5,873
Soybean Meal(CBOT)
May11 110512 340.10 350.70 339.70 349.10 +5.00 863 592 -375
Jul11 110512 346.90 357.70 343.80 353.30 +5.70 31,308 99,158 +146
Aug11 110512 347.80 358.20 345.20 354.30 +5.20 7,672 32,422 +852
Sep11 110512 347.30 355.50 343.40 352.60 +5.00 1,542 16,872 +158
Oct11 110512 343.40 349.00 338.40 347.00 +4.50 1,349 15,497 +99
Dec11 110512 342.40 350.70 338.60 347.10 +4.30 7,415 50,455 +23
Jan12 110512 343.70 350.20 342.00 348.50 +4.30 204 3,820 +84
Mar12 110512 346.30 350.50 345.20 349.90 +4.10 101 3,384 +16
Total Volume and Open Interest 50,938 229,758 +1,124
Soybean Oil(CBOT)
May11 110512 56.00 56.27 55.56 56.21 +0.14 152 853 -304
Jul11 110512 56.45 56.77 55.60 56.46 +0.16 44,540 148,447 +191
Aug11 110512 56.61 57.01 55.86 56.71 +0.15 7,488 30,928 +1,730
Sep11 110512 56.92 57.25 56.12 56.96 +0.15 5,091 22,584 -327
Oct11 110512 57.05 57.60 56.35 57.18 +0.17 3,078 14,924 +447
Dec11 110512 57.50 57.83 56.67 57.53 +0.14 8,835 74,815 +406
Jan12 110512 57.16 57.80 56.93 57.72 +0.11 1,197 5,382 +141
Mar12 110512 57.16 57.98 57.10 57.82 +0.11 42 4,472 +0
Total Volume and Open Interest 70,729 308,341 +2,486
Canola(WCE)
May11 110512 551.0 551.0 551.0 551.0 -5.3      
Jul11 110512 566.5 566.6 555.0 560.0 -5.3 5,730 77,355 -568
Nov11 110512 560.0 563.8 552.0 559.0 -1.3 2,997 75,868 +1,411
Jan12 110512 561.4 571.7 561.4 566.8 -0.7 165 6,666 +78
Mar12 110512 571.1 571.1 570.5 570.5 -0.7 0 1,206 +0
Total Volume and Open Interest 8,915 163,411 +921
Corn(CBOT)
May11 110512 669.75 693.00 659.25 681.25 +12.50 2,550 2,621 -1,517
Jul11 110512 672.00 692.50 659.00 680.50 +3.25 142,843 635,639 -8,758
Sep11 110512 651.25 663.50 638.00 653.00 +1.75 36,963 164,055 -967
Dec11 110512 627.00 635.00 615.25 630.50 +4.50 72,070 453,728 +720
Mar12 110512 639.00 646.50 626.75 642.00 +4.75 5,212 75,905 +582
May12 110512 645.00 653.50 636.75 650.00 +4.75 1,901 17,243 +519
Total Volume and Open Interest 266,682 1,445,980 -8,310
Wheat(CBOT)
May11 110512 713.50 727.75 700.50 700.50 -27.25 21 97 -21
Jul11 110512 757.75 765.00 728.50 735.50 -23.50 56,822 223,979 -2,220
Sep11 110512 804.25 809.75 776.00 782.25 -22.75 19,677 72,219 +706
Dec11 110512 856.00 862.25 832.00 838.25 -18.50 16,863 99,817 +762
Mar12 110512 895.50 901.50 872.25 880.25 -16.25 3,636 15,951 +633
Total Volume and Open Interest 105,435 455,903 +1,920
Wheat(KCBT)
May11 110512 869.00 869.00 869.00 869.00 -36.00 8 9 -6
Jul11 110512 897.50 904.75 870.50 876.25 -23.75 16,337 89,866 +127
Sep11 110512 915.75 921.50 888.75 893.75 -23.75 6,603 32,253 +579
Dec11 110512 938.00 943.50 911.75 917.75 -22.25 7,426 40,173 +1,316
Mar12 110512 953.00 958.00 927.25 934.75 -20.25 1,099 5,123 +122
Total Volume and Open Interest 32,296 175,816 +2,379
Wheat(MGE)
May11 110512 919.25 919.25 919.25 919.25 -17.75 3 1,030 -2
Jul11 110512 925.50 932.00 900.75 904.75 -20.75 2,715 20,093 +77
Sep11 110512 928.00 934.50 905.00 907.00 -20.75 995 16,626 +185
Dec11 110512 941.00 947.00 918.50 920.50 -19.75 1,204 12,411 +293
Mar12 110512 953.00 959.00 932.25 934.50 -17.75 357 2,494 -110
Total Volume and Open Interest 5,469 55,702 +506
Oats(CBOT)
May11 110512 347.00 347.00 337.00 347.00 +10.00 4 63 -1
Jul11 110512 342.25 352.50 336.25 347.00 +5.00 543 8,908 -52
Sep11 110512 346.00 356.50 345.00 354.00 +5.00 17 295 +1
Dec11 110512 355.50 365.25 352.25 361.00 +4.00 360 3,245 +41
Total Volume and Open Interest 924 12,533 -11
Rough Rice(CBOT)
May11 110512 13.69 13.78 13.69 13.78 +0.03 0 24 +0
Jul11 110512 14.00 14.24 13.64 13.98 +0.03 451 15,399 +108
Sep11 110512 14.97 15.15 14.60 14.86 -0.02 256 5,114 +31
Nov11 110512 15.34 15.34 14.90 15.19 -0.02 138 1,354 +41
Total Volume and Open Interest 850 22,417 +178
Live Cattle(CME)
Jun11 110512 109.285 110.400 108.550 109.850 +0.800 29,806 105,599 -7,406
Aug11 110512 110.680 111.785 110.035 111.430 +0.780 24,896 106,877 +5,128
Oct11 110512 116.300 117.000 115.150 116.550 +0.250 10,551 74,639 +2,509
Dec11 110512 118.500 119.150 117.450 118.980 +0.280 3,602 45,961 +430
Feb12 110512 119.000 119.700 118.135 119.680 +0.330 1,298 12,073 +180
Apr12 110512 119.580 120.250 118.680 120.250 +0.500 172 5,344 +53
Total Volume and Open Interest 70,360 351,657 +908
Feeder Cattle(CME)
May11 110512 129.185 129.785 128.000 129.535 +0.710 808 4,754 -266
Aug11 110512 133.250 134.285 131.650 133.935 +0.900 2,088 23,616 -56
Sep11 110512 134.250 134.900 132.750 134.500 +0.500 504 4,995 +100
Oct11 110512 134.450 135.500 133.000 135.235 +0.660 391 3,601 +58
Nov11 110512 133.785 135.300 132.935 135.035 +0.935 158 1,487 -6
Jan12 110512 133.035 134.650 133.000 134.630 +0.595 67 443 +29
Mar12 110512 133.300 133.300 133.300 133.300 +0.300 0 35 +0
Total Volume and Open Interest 4,016 38,933 -141
Lean Hogs(CME)
May11 110512 92.400 92.750 91.950 92.635 +0.600 503 1,503 -40
Jun11 110512 93.635 94.550 93.300 94.200 +0.970 25,509 57,113 -5,980
Jul11 110512 93.800 94.350 93.180 94.150 +0.720 14,160 41,143 +3,874
Aug11 110512 94.580 95.035 93.750 94.680 +0.580 6,780 39,682 +626
Oct11 110512 87.230 87.830 86.400 87.650 +0.750 4,647 36,607 +898
Dec11 110512 83.830 84.400 83.080 84.230 +0.750 3,462 28,815 -12
Feb12 110512 85.500 85.700 84.785 85.700 +0.400 545 7,628 +156
Apr12 110512 85.900 86.800 85.750 86.800 +0.550 169 4,473 +53
Total Volume and Open Interest 55,850 219,122 -379
Class III Milk(CME)
May11 110512 16.39 16.50 16.30 16.45 +0.09 43 5,318 +4
Jun11 110512 16.65 16.99 16.55 16.96 +0.20 319 4,540 -113
Jul11 110512 17.19 17.59 17.10 17.51 +0.27 146 3,509 +10
Aug11 110512 17.52 17.80 17.45 17.71 +0.19 78 3,376 +8
Sep11 110512 17.56 17.80 17.48 17.72 +0.16 14 3,426 +0
Total Volume and Open Interest 667 31,287 -84
Cocoa(ICE)
May11 110512 3035 3035 3035 3035 -80 0 98 +0
Jul11 110512 3101 3109 2994 3037 -81 6,743 69,176 -190
Sep11 110512 3111 3111 3010 3050 -78 3,637 27,360 +1,306
Dec11 110512 3130 3135 3040 3078 -74 2,015 26,116 +72
Mar12 110512 3171 3171 3093 3131 -67 703 22,567 +230
May12 110512 3136 3136 3100 3119 -68 123 5,630 +15
Jul12 110512 3127 3127 3109 3112 -66 119 1,703 +105
Total Volume and Open Interest 13,367 157,658 +1,534
Coffee "C"(ICE)
May11 110512 273.25 275.95 271.10 273.95 +1.45 41 207 -125
Jul11 110512 273.65 276.80 270.90 274.95 +1.80 11,838 65,066 -1,470
Sep11 110512 276.50 279.45 273.70 277.75 +1.80 3,390 22,056 +259
Dec11 110512 280.00 282.60 277.50 281.05 +1.60 1,670 19,146 +227
Mar12 110512 280.45 284.00 280.45 282.75 +1.60 401 4,725 +107
May12 110512 281.80 283.30 280.35 283.30 +1.30 163 2,416 +51
Total Volume and Open Interest 17,585 115,685 -927
Orange Juice(ICE)
Jul11 110512 172.00 179.00 171.55 177.05 +5.05 1,215 23,698 +172
Sep11 110512 167.00 172.55 166.30 170.85 +3.95 191 2,795 +107
Nov11 110512 163.40 168.00 163.35 167.25 +3.40 32 1,661 +23
Jan12 110512 162.50 165.70 162.50 165.70 +3.10 25 218 +10
Mar12 110512 163.50 163.50 163.50 163.50 +1.50 5 90 +4
May12 110512 162.80 162.80 162.80 162.80 +1.10 0 30 +0
Total Volume and Open Interest 1,468 28,556 +102
Sugar #11(ICE)
Jul11 110512 20.91 21.69 20.61 21.33 +0.39 53,150 274,309 -3,254
Oct11 110512 21.00 21.78 20.79 21.51 +0.32 31,716 140,466 +6,791
Mar12 110512 21.70 22.20 21.37 22.03 +0.22 13,333 80,424 +3,767
May12 110512 21.57 22.05 21.32 21.92 +0.19 5,195 24,342 +775
Jul12 110512 21.58 21.98 21.30 21.90 +0.15 3,561 19,511 +1,669
Total Volume and Open Interest 108,785 582,630 +10,270
London Cocoa(LCE)
May11 110512 1894 1895 1822 1845 -38 10,793 18,528 -9,552
Jul11 110512 1911 1923 1857 1874 -38 13,831 65,359 +3,220
Sep11 110512 1930 1935 1882 1899 -32 3,055 29,895 -359
Dec11 110512 1952 1957 1904 1923 -30 2,069 30,696 -833
Mar12 110512 1979 1979 1930 1946 -29 1,097 29,147 +135
May12 110512 1987 1990 1946 1963 -27 648 9,182 +145
Jul12 110512 1996 1997 1953 1973 -27 1 4,044 +1
Total Volume and Open Interest 31,494 197,308 -7,243
London Sugar(LCE)
Aug11 110512 589.20 604.00 586.10 602.10 +7.70 4,766 25,107 +262
Oct11 110512 563.50 576.00 558.00 573.60 +6.20 1,594 7,951 -78
Dec11 110512 572.00 584.00 568.40 582.10 +5.40 158 3,682 +99
Mar12 110512 570.00 580.10 567.00 578.20 +5.30 163 2,235 -8
May12 110512 565.00 578.50 565.00 575.00 +6.90 57 1,380 +35
Total Volume and Open Interest 6,962 41,726 +460
Cotton(ICE)
Jul11 110512 151.61 151.92 144.30 144.30 -6.00 12,510 69,826 +648
Oct11 110512 132.01 134.02 129.30 129.30 -6.00 16 443 +1
Dec11 110512 124.99 124.99 119.19 119.19 -6.00 4,969 61,727 +773
Mar12 110512 118.29 118.29 112.47 112.47 -6.00 346 8,670 +86
May12 110512 112.79 112.79 106.79 106.81 -5.98 27 2,173 -1
Jul12 110512 106.50 108.17 105.00 105.01 -4.08 73 3,129 +13
Total Volume and Open Interest 17,963 148,238 +1,536
Lumber(CME)
May11 110512 214.5 216.0 208.1 209.7 -7.1 104 356 -112
Jul11 110512 235.1 236.3 229.0 229.0 -5.1 440 7,020 +34
Sep11 110512 254.3 254.3 249.5 250.1 -7.9 128 1,984 +45
Nov11 110512 253.3 254.9 252.6 252.6 -5.4 10 487 +1
Total Volume and Open Interest 684 9,862 -30
Crude Oil(NYM)
Jun11 110512 98.59 100.49 95.25 98.97 +0.76 439,607 256,673 -33,926
Jul11 110512 99.02 101.00 95.78 99.48 +0.71 148,235 312,471 +16,830
Aug11 110512 99.73 101.31 96.03 99.85 +0.73 60,868 88,159 +7,101
Sep11 110512 99.70 101.60 96.36 100.14 +0.77 37,912 89,722 -1,334
Oct11 110512 100.60 101.72 96.70 100.32 +0.81 16,148 42,013 +868
Nov11 110512 101.05 101.75 96.88 100.42 +0.84 11,291 37,645 -558
Dec11 110512 100.15 101.94 96.86 100.46 +0.84 52,788 189,810 -2,525
Jan12 110512 100.40 101.35 97.08 100.44 +0.85 5,605 36,992 +250
Feb12 110512 100.43 101.15 97.50 100.38 +0.86 5,378 20,327 +1,806
Mar12 110512 99.44 101.55 96.87 100.26 +0.85 3,323 29,688 +73
Apr12 110512 98.48 101.20 98.48 100.12 +0.84 1,994 15,674 -791
May12 110512 97.56 101.13 97.56 99.96 +0.84 1,529 15,615 -317
Jun12 110512 98.96 100.76 97.03 99.79 +0.83 6,325 74,486 -599
Jul12 110512 99.52 99.52 99.52 99.52 +0.83 312 20,665 +22
Aug12 110512 99.22 99.22 99.22 99.22 +0.84 205 13,303 +5
Sep12 110512 98.97 98.97 98.97 98.97 +0.86 470 13,631 +287
Total Volume and Open Interest 819,697 1,653,799 -8,540
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 110512 99.175 100.950 95.800 99.475 +0.700 1,118 870 +89
Aug11 110512 100.250 101.175 96.325 99.850 +0.725 149 245 +115
Sep11 110512 100.600 100.600 97.975 100.150 +0.775 10 93 +1
Oct11 110512 100.700 100.700 100.325 100.325 +0.825 7 43 +0
Nov11 110512 98.125 100.425 98.125 100.425 +0.850 0 16 +0
Dec11 110512 100.775 100.775 97.000 100.450 +0.825 22 309 -5
Jan12 110512 100.450 100.450 100.450 100.450 +0.850 0 6 +0
Feb12 110512 100.375 100.375 100.375 100.375 +0.850 0 6 +0
Total Volume and Open Interest 20,638 5,299 +676
Heating Oil(NYM)
Jun11 110512 290.70 295.09 284.79 291.37 +1.54 59,458 87,326 -2,733
Jul11 110512 292.61 296.36 286.11 292.56 +1.33 32,731 56,631 +2,803
Aug11 110512 294.89 296.81 287.94 293.78 +1.16 14,786 31,254 +592
Sep11 110512 297.91 298.67 290.00 295.33 +1.07 12,089 24,561 -555
Oct11 110512 296.63 300.53 292.41 296.92 +1.05 6,144 10,822 +170
Nov11 110512 297.94 300.40 294.06 298.47 +1.07 3,550 12,082 +618
Dec11 110512 301.54 303.42 293.84 299.88 +1.04 10,389 32,594 -412
Jan12 110512 299.70 301.35 296.50 301.35 +1.03 2,386 13,405 +333
Feb12 110512 297.92 301.98 297.92 301.68 +0.99 1,088 5,663 +607
Mar12 110512 297.50 300.80 297.05 300.80 +0.93 407 3,156 +4
Apr12 110512 294.82 298.83 294.82 298.83 +0.83 183 1,559 +24
May12 110512 295.87 297.18 295.87 297.18 +0.83 19 1,459 +3
Total Volume and Open Interest 145,023 307,317 +1,623
Gasoline(NYMEX)
Jun11 110512 311.72 317.25 302.20 306.39 -5.89 92,426 77,834 -5,876
Jul11 110512 304.68 308.40 295.50 299.38 -4.79 64,132 61,277 +3,153
Aug11 110512 298.99 301.81 290.96 294.63 -3.15 33,267 28,411 +1,422
Sep11 110512 294.68 294.68 287.00 291.32 -1.99 18,085 26,385 -1,180
Oct11 110512 276.19 279.45 272.20 276.79 -0.76 11,088 25,870 +784
Nov11 110512 276.23 277.07 268.01 273.75 -0.30 4,746 11,227 +596
Dec11 110512 274.14 275.72 266.21 272.38 +0.13 7,879 27,687 +324
Jan12 110512 272.54 272.54 272.22 272.54 +0.37 1,432 6,126 -234
Feb12 110512 274.05 274.05 273.73 274.05 +0.50 1,139 3,146 +15
Mar12 110512 275.55 275.55 275.23 275.55 +0.62 474 5,360 +384
Total Volume and Open Interest 234,979 290,808 -437
e-miNY RBOB Gasoline(NYM)
Jun11 110512 306.40 306.40 306.39 306.40 -5.90 0 2 +0
Jul11 110512 299.40 299.40 299.38 299.40 -4.80 0 1 +0
Aug11 110512 294.60 294.63 294.60 294.60 -3.20 0 1 +0
Sep11 110512 291.30 291.32 291.30 291.30 -2.00      
Total Volume and Open Interest 0 7 +0
Natural Gas(NYM)
Jun11 110512 4.189 4.236 4.109 4.194 +0.013 107,180 114,243 +2,577
Jul11 110512 4.252 4.296 4.167 4.256 +0.015 54,031 209,449 +4,563
Aug11 110512 4.288 4.333 4.208 4.300 +0.016 25,062 77,847 +260
Sep11 110512 4.316 4.350 4.242 4.325 +0.017 18,196 102,873 -1,996
Oct11 110512 4.367 4.403 4.285 4.376 +0.018 20,079 93,873 -2,210
Nov11 110512 4.510 4.564 4.491 4.551 +0.022 11,594 48,758 -1,221
Dec11 110512 4.752 4.785 4.679 4.774 +0.026 8,384 39,146 +1,123
Jan12 110512 4.882 4.905 4.792 4.891 +0.025 8,460 86,392 +340
Feb12 110512 4.790 4.893 4.785 4.882 +0.026 1,090 17,439 +84
Mar12 110512 4.730 4.828 4.730 4.822 +0.024 3,466 37,723 +282
Apr12 110512 4.665 4.715 4.608 4.696 +0.025 3,634 37,402 -147
May12 110512 4.690 4.727 4.660 4.719 +0.025 408 10,777 +10
Jun12 110512 4.733 4.758 4.720 4.758 +0.025 309 7,202 +97
Jul12 110512 4.774 4.812 4.765 4.804 +0.025 116 5,707 +39
Aug12 110512 4.800 4.829 4.800 4.829 +0.025 176 5,921 +6
Sep12 110512 4.814 4.838 4.795 4.838 +0.024 192 5,291 +45
Total Volume and Open Interest 263,389 981,157 +3,777
Brent Crude Oil(ICE)
Jun11 110512 113.23 114.56 110.15 112.98 +0.41 267,712 106,999 -20,699
Jul11 110512 112.60 113.91 109.59 112.33 +0.37 201,425 193,940 +2,186
Aug11 110512 112.30 113.38 109.15 111.85 +0.37 87,698 122,155 +13,621
Sep11 110512 111.77 112.79 108.66 111.34 +0.39 46,624 59,879 +6,228
Oct11 110512 111.27 112.31 108.23 110.87 +0.43 23,024 42,212 +1,917
Nov11 110512 110.85 111.87 107.86 110.50 +0.48 16,066 22,468 +1,094
Dec11 110512 110.47 111.55 107.53 110.15 +0.53 57,449 101,849 -2,970
Jan12 110512 109.86 111.24 107.42 109.86 +0.58 4,594 19,968 +113
Feb12 110512 109.52 110.64 107.12 109.57 +0.63 2,363 16,889 +25
Mar12 110512 109.25 109.25 109.25 109.25 +0.68 2,997 28,829 -408
Apr12 110512 108.88 108.88 108.88 108.88 +0.69 3,247 7,999 +129
May12 110512 108.50 108.50 108.50 108.50 +0.68 1,080 6,062 -127
Jun12 110512 107.45 109.45 105.69 108.10 +0.65 5,015 35,518 -63
Jul12 110512 107.71 107.71 107.71 107.71 +0.66 244 3,079 +9
Total Volume and Open Interest 738,953 893,729 +3,912
Gas Oil(ICE)
Jun11 110512 924.00 930.75 899.25 913.50 -23.00 146,059 133,258 -2,696
Jul11 110512 929.75 934.75 903.00 917.50 -22.75 55,221 69,827 +1,070
Aug11 110512 934.50 937.25 906.75 921.25 -22.75 27,457 43,847 +3,016
Sep11 110512 937.50 941.00 910.25 924.75 -22.75 18,711 47,744 +764
Oct11 110512 940.00 943.50 915.25 927.25 -22.75 6,548 31,108 +31
Nov11 110512 928.50 943.75 918.00 928.25 -22.75 3,988 23,108 +90
Dec11 110512 941.50 945.00 915.75 929.50 -22.75 32,905 53,705 -1,179
Jan12 110512 925.00 947.00 923.00 932.00 -22.75 3,025 25,090 +1,071
Feb12 110512 944.50 944.50 922.50 932.50 -22.75 1,458 7,219 +424
Mar12 110512 944.00 947.25 921.75 932.25 -22.75 1,041 5,331 +412
Total Volume and Open Interest 341,025 551,725 -7,734
Ethanol(CBOT)
May11 110504 2.620 2.628 2.595 2.621 +0.001 47 147 -144
Jun11 110512 2.460 2.510 2.460 2.492 +0.011 214 1,283 +0
Jul11 110512 2.460 2.510 2.450 2.491 +0.012 250 1,148 -46
Aug11 110512 2.466 2.517 2.466 2.492 +0.012 64 1,068 -21
Sep11 110512 2.429 2.470 2.429 2.460 +0.015 29 926 +0
Oct11 110512 2.370 2.392 2.370 2.381 +0.013 77 967 +17
Nov11 110512 2.343 2.343 2.332 2.334 +0.016 16 627 +1
Dec11 110512 2.330 2.347 2.329 2.332 +0.017 24 935 -1
Total Volume and Open Interest 704 7,783 -32
WTI Crude Oil(ICE
Jun11 110512 99.06 100.48 95.24 98.97 +0.76 107,734 78,650 -5,187
Jul11 110512 99.74 100.99 95.85 99.48 +0.71 42,076 88,393 +3,272
Aug11 110512 100.20 101.09 96.23 99.85 +0.73 22,746 30,254 +2,487
Sep11 110512 99.17 101.43 96.65 100.14 +0.77 15,740 38,120 -638
Oct11 110512 99.75 101.59 96.82 100.32 +0.81 7,408 18,930 -568
Nov11 110512 100.87 101.65 96.92 100.42 +0.84 4,404 16,113 -569
Dec11 110512 100.94 101.71 96.99 100.46 +0.84 22,161 82,759 -2,220
Jan12 110512 98.34 100.44 97.53 100.44 +0.85 1,424 11,903 -9
Feb12 110512 99.10 100.38 99.10 100.38 +0.86 930 3,614 -12
Mar12 110512 100.26 100.26 100.26 100.26 +0.85 881 10,892 -115
Apr12 110512 100.12 100.12 100.12 100.12 +0.84 350 3,994 +61
May12 110512 99.96 99.96 99.96 99.96 +0.84 255 2,282 +22
Jun12 110512 97.71 100.95 96.99 99.79 +0.83 1,603 25,963 -395
Jul12 110512 99.52 99.52 99.52 99.52 +0.83 40 1,613 +40
Aug12 110512 99.22 99.22 99.22 99.22 +0.84 0 876 +0
Sep12 110512 98.97 98.97 98.97 98.97 +0.86 43 4,219 +5
Total Volume and Open Interest 233,577 519,212 -3,714
US Dollar Index(ICE)
Jun11 110512 75.495 75.835 75.205 75.418 -0.100 32,107 51,493 -236
Sep11 110512 75.975 76.305 75.745 75.923 -0.085 393 866 +72
Dec11 110512 76.433 76.433 76.433 76.433 -0.065 0 2 +0
Total Volume and Open Interest 32,500 52,362 -164
Australian Dollar(CME)
Jun11 110512 106.63 106.73 105.26 106.15 -0.24 82,549 127,327 -2,232
Sep11 110512 105.24 105.28 103.98 104.80 -0.23 81 908 -20
Dec11 110512 103.55 103.74 103.55 103.55 -0.19 0 78 +0
Total Volume and Open Interest 82,630 128,314 -2,252
British Pound(CME)
Jun11 110512 163.46 163.75 162.29 162.78 -0.59 77,266 107,437 -2,059
Sep11 110512 163.42 163.42 162.10 162.55 -0.59 35 636 +19
Dec11 110512 162.29 162.88 162.29 162.29 -0.59 0 39 +0
Total Volume and Open Interest 77,301 108,117 -2,040
Canadian Dollar(CME)
Jun11 110512 103.99 104.08 103.06 103.74 -0.15 72,796 114,213 +1,147
Sep11 110512 103.72 103.75 102.82 103.48 -0.14 300 4,073 -12
Dec11 110512 102.86 103.33 102.85 103.18 -0.15 18 2,684 +9
Mar12 110512 103.01 103.02 102.60 102.84 -0.16 61 318 +2
Total Volume and Open Interest 73,190 121,478 +1,146
Japanese Yen(CME)
Jun11 110512 123.27 123.96 122.95 123.60 +0.01 83,973 99,687 -674
Sep11 110512 123.33 124.00 123.09 123.66 +0.01 377 2,371 +106
Dec11 110512 124.14 124.14 123.75 123.76 +0.01 0 224 +0
Total Volume and Open Interest 84,350 102,289 -568
Swiss Franc(CME)
Jun11 110512 112.81 113.31 112.30 113.01 +0.38 47,553 71,992 +1,243
Sep11 110512 112.88 113.23 112.47 113.06 +0.38 102 293 +43
Dec11 110512 113.10 113.10 112.73 113.10 +0.37 1 25 -1
Total Volume and Open Interest 47,656 72,312 +1,285
EuroFX(CME)
Jun11 110512 141.90 142.67 141.15 142.19 +0.35 320,311 238,315 -2,059
Sep11 110512 141.48 142.24 140.76 141.76 +0.34 465 4,119 -14
Dec11 110512 141.35 141.35 140.94 141.29 +0.35 4 114 -1
Total Volume and Open Interest 320,780 242,927 -2,074
Mexican Peso(CME)
May11 110512 858.5 858.5 856.5 858.5 +2.0      
Jun11 110512 854.2 858.2 850.0 856.5 +2.0 28,294 158,160 -2,167
Total Volume and Open Interest 28,295 158,386 -2,168
30-Year T-Bonds(CBOT)
Jun11 110512 124~170 124~180 123~190 123~260 -0~190      
Sep11 110512 123~020 123~130 122~070 122~160 -0~190 7,185 14,046 +2,850
Dec11 110512 121~010 121~200 121~010 121~010 -0~190 0 2 +0
Total Volume and Open Interest 266,623 660,636 +13,816
10-Year T-Notes(CBOT)
Jun11 110512 122~130 122~215 122~005 122~055 -0~080 959,921 1,725,125 +3,594
Sep11 110512 121~000 121~060 120~180 120~225 -0~085 13,413 26,435 +5,820
Dec11 110512 119~225 119~310 119~225 119~225 -0~085 1 6 +1
Total Volume and Open Interest 973,335 1,751,566 +9,415
5-Year T-Notes(CBOT)
Jun11 110512 119~026 119~026 118~117 119~002 -0~017      
Sep11 110512 117~121 118~004 117~093 117~105 -0~017 8,130 27,433 +5,170
Dec11 110512 117~001 117~018 117~001 117~001 -0~017      
Total Volume and Open Interest 532,537 1,504,040 +9,068
2 Year T-Notes(CBOT)
Jun11 110512 109~091 109~095 109~087 109~090 -0~002 171,101 1,026,546 +5,640
Sep11 110512 109~035 109~038 109~032 109~033 -0~003 2,512 20,308 +1,508
Dec11 110512 108~099 108~102 108~099 108~099 -0~003 0 20 +0
Total Volume and Open Interest 173,613 1,046,874 +7,148
Eurodollars(CME)
Jun11 110512 99.735 99.740 99.730 99.735 unch 114,127 956,268 +901
Sep11 110512 99.690 99.695 99.680 99.690 +0.005 150,882 1,420,300 +9,728
Dec11 110512 99.600 99.605 99.585 99.595 unch 194,162 1,628,525 -8,726
Mar12 110512 99.455 99.465 99.445 99.455 unch 243,533 1,558,499 +6,003
Jun12 110512 99.225 99.240 99.205 99.220 -0.005 262,025 1,345,776 +9,960
Sep12 110512 98.935 98.955 98.905 98.925 -0.010 229,657 708,266 +5,582
Dec12 110512 98.635 98.650 98.590 98.615 -0.015 203,144 539,456 +11,647
Mar13 110512 98.365 98.385 98.310 98.340 -0.025 183,373 379,874 +7,668
Jun13 110512 98.100 98.120 98.040 98.075 -0.030 104,485 272,140 -2,378
Sep13 110512 97.855 97.870 97.780 97.815 -0.035 93,278 236,202 +6,711
Dec13 110512 97.595 97.615 97.525 97.555 -0.040 61,362 179,508 -2,585
Mar14 110512 97.380 97.395 97.300 97.330 -0.045 73,617 172,100 -781
Jun14 110512 97.160 97.180 97.075 97.105 -0.050 17,722 103,315 +1,771
Sep14 110512 96.940 96.970 96.860 96.885 -0.055 18,806 60,113 -771
Dec14 110512 96.715 96.750 96.640 96.665 -0.060 14,474 70,216 -3,009
Mar15 110512 96.530 96.555 96.450 96.475 -0.060 13,633 50,317 -1,176
Jun15 110512 4.590 4.620 4.505 4.535 -0.060 5,938 41,050 +706
Sep15 110512 4.415 4.450 4.330 4.360 -0.060 8,512 37,352 +301
Total Volume and Open Interest 2,022,578 9,973,664 +40,499
30 Day Federal Funds(CBOT)
May11 110512 99.908 99.910 99.905 99.908 +0.003 1,201 81,028 -249
Jun11 110512 99.905 99.905 99.900 99.900 unch 1,329 61,701 +546
Jul11 110512 99.900 99.900 99.895 99.895 unch 3,725 51,331 -563
Aug11 110512 99.885 99.890 99.880 99.885 +0.005 4,307 53,780 +964
Sep11 110512 99.870 99.875 99.870 99.870 unch 5,666 40,540 +1,712
Oct11 110512 99.860 99.870 99.860 99.860 unch 5,725 53,211 +2,790
Total Volume and Open Interest 48,828 681,620 +8,038
30 Day Fed Funds(e-CBOT)
3-Mth Euro-Yen(CME)
Jun11 110512 99.673 99.673 99.673 99.673 -0.003 0 750 +0
Sep11 110512 99.680 99.680 99.680 99.680 -0.003      
Dec11 110512 99.683 99.683 99.683 99.683 -0.002 0 75 +0
Mar12 110512 99.670 99.670 99.670 99.670 -0.003      
Jun12 110512 99.690 99.690 99.690 99.690 unch      
Sep12 110512 99.620 99.620 99.620 99.620 unch      
Dec12 110512 99.580 99.580 99.580 99.580 unch      
Mar13 110512 99.580 99.580 99.580 99.580 unch      
Jun13 110512 99.535 99.535 99.535 99.535 unch      
Sep13 110512 99.395 99.395 99.395 99.395 unch      
Total Volume and Open Interest 0 825 +0
3-Mth Euro-Yen(SGX)
Jun11 110512 99.67 99.67 99.67 99.67 0.00 200 5,803 +0
Sep11 110512 99.68 99.68 99.68 99.68 0.00 0 1,474 +0
Dec11 110512 99.68 99.68 99.68 99.68 0.00 130 1,957 +0
Mar12 110512 99.68 99.68 99.67 99.67 0.00 16 3,772 +100
Jun12 110512 99.69 99.69 99.69 99.69 unch 0 1,254 +0
Sep12 110512 99.62 99.62 99.62 99.62 unch 0 411 +0
Dec12 110512 99.58 99.58 99.58 99.58 unch 0 24 +0
Mar13 110512 99.58 99.58 99.58 99.58 unch 0 1 +0
Total Volume and Open Interest 346 14,696 +100
Japanese Gov't Bonds(SGX)
Jun11 110510 140.65 140.83 140.57 140.58 -0.22 3,806 16,984 +16,984
Sep11 110512 140.57 140.57 140.57 140.57 +0.19 24 42 +0
Dec11 110512 138.48 138.48 138.48 138.48 +0.19      
Total Volume and Open Interest 2,485 19,591 +76
Euro-Bund(EUREX)
Jun11 110512 124.21 124.49 123.90 124.30 +0.37 1,046,423 965,649 -26,764
Sep11 110512 123.95 124.20 123.65 124.03 +0.40 5,368 17,307 +1,147
Dec11 110512 123.20 123.20 123.20 123.20 +0.42 120 0 +0
Total Volume and Open Interest 1,051,911 982,956 -25,617
Euro-Bobl(EUREX)
Jun11 110506 115.41 115.82 115.22 115.71 +0.23 725,341 811,181 +16,712
Sep11 110512 115.54 115.58 115.28 115.53 +0.27 352 34,519 +309
Dec11 110512 115.68 115.68 115.68 115.68 +0.25      
Total Volume and Open Interest 540,559 838,275 +15,031
3-Mth Euribor(EUREX)
Jun11 110512 98.490 98.500 98.490 98.490 +0.005 185 5,332 -134
Sep11 110512 98.210 98.225 98.210 98.225 +0.020 431 2,237 -374
Dec11 110512 98.015 98.035 98.015 98.030 +0.030 7 1,101 -7
Total Volume and Open Interest 663 11,360 -511
Long Gilt(LIFFE)
Jun11 110428 118~22 119~08 118~20 119~05 +0~25 128,847 372,773 +43,077
Sep11 110512 119~06 119~09 119~06 119~09 +0~20 1 5 +1
Total Volume and Open Interest 124,695 348,817 +15,578
3-Mth Short Sterling(LIFFE)
Jun11 110512 99.17 99.18 99.16 99.17 +0.01 24,771 448,427 -3,144
Sep11 110512 99.07 99.09 99.06 99.08 +0.03 45,279 450,443 +12,423
Dec11 110512 98.89 98.93 98.88 98.92 +0.05 49,455 449,237 -2,987
Mar12 110512 98.71 98.76 98.70 98.75 +0.07 49,573 393,045 -2,443
Jun12 110512 98.49 98.54 98.47 98.53 +0.08 56,769 362,146 +6,718
Sep12 110512 98.26 98.32 98.23 98.31 +0.09 38,844 225,970 -4,907
Total Volume and Open Interest 336,244 2,804,597 -27,484
3-Mth Euribor(LIFFE)
Jun11 110512 98.495 98.500 98.480 98.490 +0.005 116,817 754,807 -4,614
Sep11 110512 98.210 98.240 98.200 98.225 +0.020 163,970 736,459 -9,994
Dec11 110512 98.020 98.050 98.000 98.030 +0.030 110,611 675,283 -35,428
Total Volume and Open Interest 824,993 4,056,407 -160,272
3-Mth Aus T-Bills(SFE)
Jun11 110512 94.92 94.99 94.92 94.97 +0.05 22,120 185,268 +3,193
Sep11 110512 94.82 94.93 94.81 94.89 +0.07 30,338 216,319 -1,129
Dec11 110512 94.73 94.87 94.72 94.82 +0.09 19,795 148,268 -10,085
Mar12 110512 94.66 94.79 94.64 94.74 +0.08 7,658 80,279 -1,826
Jun12 110512 94.61 94.71 94.58 94.69 +0.09 3,750 50,637 +1,029
Sep12 110512 94.54 94.66 94.54 94.64 +0.08 3,304 51,810 +840
Dec12 110512 94.50 94.62 94.50 94.60 +0.09 3,131 26,135 +1,217
Mar13 110512 94.45 94.59 94.45 94.57 +0.09 1,826 17,934 +798
Jun13 110512 94.43 94.56 94.43 94.53 +0.09 1 1,709 +0
Sep13 110512 94.45 94.50 94.45 94.48 +0.10 0 974 +0
Total Volume and Open Interest 91,923 780,188 -5,963
10-Year Aus T-Bonds(SFE)
Jun11 110512 94.55 94.65 94.54 94.64 +0.09 53,133 415,039 +12,218
Sep11 110512 94.64 94.64 94.64 94.64 +0.09      
Total Volume and Open Interest 53,133 415,039 +12,218
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 110512 94.93 94.93 94.93 94.93 +0.10      
Total Volume and Open Interest 128,366 688,197 +14,302
Gold(CMX)
Jun11 110512 1499.2 1509.7 1477.6 1506.8 +5.4 149,351 289,290 -4,404
Aug11 110512 1500.0 1510.0 1479.0 1508.0 +5.3 14,618 91,628 -1,303
Oct11 110512 1506.6 1510.0 1480.3 1509.3 +5.3 594 6,581 -116
Dec11 110512 1506.2 1511.9 1482.4 1510.7 +5.4 6,888 51,727 +3,416
Feb12 110512 1510.4 1512.8 1490.0 1511.8 +5.4 477 7,238 +15
Apr12 110512 1504.0 1513.5 1494.6 1513.1 +5.4 617 4,570 -578
Jun12 110512 1502.8 1514.7 1490.2 1514.7 +5.4 2,217 10,723 +1,817
Aug12 110512 1516.9 1516.9 1516.9 1516.9 +5.4 25 3,111 +7
Oct12 110512 1519.3 1519.3 1519.3 1519.3 +5.4 156 3,346 +75
Dec12 110512 1519.3 1522.5 1498.7 1522.5 +5.4 273 12,317 +181
Feb13 110512 1525.9 1525.9 1525.9 1525.9 +5.2 77 130 +22
Total Volume and Open Interest 176,434 510,151 -419
Silver(CMX)
May11 110512 3484.5 3515.0 3259.5 3479.3 -71.6 171 339 -17
Jul11 110512 3511.0 3589.0 3230.0 3479.7 -71.8 89,894 66,555 -200
Sep11 110512 3524.5 3589.0 3235.0 3481.2 -71.6 4,487 9,254 -681
Dec11 110512 3525.0 3583.5 3250.0 3481.2 -71.6 4,457 23,150 -2
Mar12 110512 3390.5 3477.0 3270.5 3477.0 -71.0 82 2,864 +34
May12 110512 3408.0 3473.2 3281.5 3473.2 -70.6 35 1,028 +15
Jul12 110512 3281.5 3469.3 3281.0 3469.3 -70.6 51 1,671 +0
Total Volume and Open Interest 101,898 123,537 -698
Platinum(NYMEX)
Jul11 110512 1774.7 1785.0 1752.0 1771.0 -6.8 3,929 34,475 -183
Oct11 110512 1784.7 1786.0 1760.9 1774.6 -6.9 84 1,813 +78
Jan12 110512 1781.0 1781.0 1773.0 1777.1 -4.4 14 64 +12
Apr12 110512 1779.1 1779.1 1779.1 1779.1 -4.4 0 24 +0
Total Volume and Open Interest 4,031 36,391 -93
Palladium(NYMEX)
Jun11 110512 716.05 723.75 695.75 716.85 +1.45 3,618 18,065 -45
Sep11 110512 717.60 724.05 699.00 718.45 +1.35 211 2,240 +197
Dec11 110512 709.80 719.50 707.00 719.50 +1.00 22 400 +18
Total Volume and Open Interest 3,851 20,710 +170
Copper(CMX)
May11 110512 389.60 398.00 384.60 396.05 +5.85 274 1,783 -763
Jul11 110512 391.20 399.35 385.35 397.05 +5.70 27,824 72,716 -898
Sep11 110512 393.25 400.90 387.25 398.80 +5.65 2,812 23,935 -1,599
Dec11 110512 394.80 402.00 389.00 400.55 +5.65 2,769 11,631 +825
Mar12 110512 390.35 403.50 390.25 401.65 +5.60 303 3,395 +70
Total Volume and Open Interest 34,456 120,303 -2,348
DJIA Index(CBOT)
Jun11 110512 12596 12679 12519 12672 +75 529 23,736 +111
Sep11 110512 12604 12604 12528 12604 +76 3 15 +1
Dec11 110512 12533 12533 12457 12533 +76 0 1 +0
Mar12 110512 12473 12473 12397 12473 +76      
Total Volume and Open Interest 532 23,752 +112
S & P 500(CME)
Jun11 110512 1339.00 1348.50 1329.00 1347.50 +8.80 9,313 310,039 -1,925
Sep11 110512 1328.50 1343.00 1324.30 1342.10 +8.80 36 6,772 +13
Dec11 110512 1336.60 1336.60 1318.90 1336.60 +8.70 0 4,818 +0
Mar12 110512 1331.60 1331.60 1313.90 1331.60 +8.70      
Total Volume and Open Interest 9,349 321,634 -1,912
S & P 500 E-Mini(Globex)
Jun11 110512 1347.25 1347.50 1346.75 1347.50 +9.50      
Sep11 110512 1334.00 1343.00 1323.75 1342.00 +8.75 842 23,281 -10
Total Volume and Open Interest 1,572,066 2,707,707 +3,626
NASDAQ 100(CME)
Jun11 110512 2383.00 2410.00 2370.00 2407.00 +13.50 584 24,403 -209
Sep11 110512 2395.00 2403.30 2370.00 2403.30 +13.50 0 52 +0
Dec11 110512 2399.80 2399.80 2397.80 2399.80 +13.50      
Total Volume and Open Interest 584 24,455 -209
NASDAQ 100 E-Mini(Globex)
Jun11 110512 2393.80 2409.30 2369.00 2407.00 +13.50 291,892 398,272 +2,941
Sep11 110512 2376.00 2404.00 2370.00 2403.30 +13.50 170 1,104 -81
Total Volume and Open Interest 292,062 399,383 +2,860
S & P Midcap 400(CME)
Jun11 110512 1003.50 1003.50 989.00 1003.50 +6.50 0 1,600 +0
Sep11 110512 1001.30 1001.30 997.80 1001.30 +6.50      
Dec11 110512 999.70 999.70 996.20 999.70 +6.50      
Total Volume and Open Interest 0 1,600 +0
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Jun11 110512 9775 9775 9775 9775 -15      
Sep11 110512 9710 9820 9710 9805 -15 1 41 +1
Total Volume and Open Interest 6,686 49,692 +207
Nikkei 225(SGX)
Jun11 110512 9850 9885 9690 9710 -150 78,289 234,980 -1,835
Sep11 110512 9800 9810 9690 9715 -150 163 1,423 +12
Dec11 110512 9650 9650 9650 9650 -155 0 6,259 +0
Total Volume and Open Interest 78,917 249,836 -1,252
CAC 40(EURONEXT)
May11 110512 3995.0 4020.5 3955.0 3991.5 -38.5 153,525 307,581 +1,446
Jun11 110512 3952.5 3976.5 3917.0 3949.0 -38.0 1,350 88,844 +791
Jul11 110512 3948.0 3948.0 3948.0 3948.0 -35.0      
Total Volume and Open Interest 154,875 396,426 +2,237
Hang Seng Index(HKFE)
May11 110512 22970 23010 22838 22865 -270 61,848 85,327 -559
Jun11 110512 22821 22860 22690 22718 -268 1,362 8,691 +563
Total Volume and Open Interest 63,655 95,606 +158
DAX(EUREX)
Jun11 110512 7454.0 7504.5 7366.0 7452.5 -61.0 134,840 179,417 +3,152
Sep11 110512 7488.0 7525.0 7399.5 7477.5 -61.5 288 6,158 +131
Dec11 110512 7510.0 7555.0 7436.5 7511.0 -61.5 32 1,110 +24
Total Volume and Open Interest 135,160 186,685 +3,307
FT-SE 100(EURONEXT)
Jun11 110512 5930.50 5963.50 5863.00 5926.00 -31.50 89,876 664,195 -12,443
Sep11 110512 5865.50 5921.00 5848.50 5890.00 -31.50 13 643 +9
Dec11 110512 5868.00 5868.00 5868.00 5868.00 -31.50 20 155 -20
Total Volume and Open Interest 89,924 665,073 -12,439
SPI 200(SFE)
Jun11 110512 4782.0 4787.0 4685.0 4688.0 -97.0 35,298 184,390 +1,486
Sep11 110512 4753.0 4754.0 4675.0 4677.0 -97.0 13 3,675 +3
Dec11 110512 4701.0 4701.0 4701.0 4701.0 -97.0 2 2,523 +2
Total Volume and Open Interest 35,678 193,192 +1,587
GSCI(CME)
May11 110512 14.64 32.14 12.94 25.64 -1.50 2,354 7,321 -1,691
Jun11 110512 15.54 33.04 13.94 26.59 -1.45 1,890 5,863 +2,244
Jul11 110512 25.04 31.64 12.64 25.04 -0.60 4 0 +0
Total Volume and Open Interest 4,248 13,184 +553
Reuters CCI(ICE)
Jun11 110512 339.40 339.40 339.40 339.40 -0.10      
Total Volume and Open Interest      
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions.
Copyright © 1989- Moore Research Center, Inc. All Rights Reserved.

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