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Daily Futures Price Listing Fri May 13, 2011
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jul11 110513 1344.25 1353.00 1321.75 1329.50 -13.25 93,992 252,396 -815
Aug11 110513 1341.00 1349.75 1320.25 1326.50 -13.50 11,653 22,080 +898
Sep11 110513 1332.75 1342.00 1313.25 1318.00 -15.00 3,783 16,379 +136
Nov11 110513 1326.75 1336.25 1307.00 1310.75 -15.50 35,272 199,334 +2,897
Jan12 110513 1344.00 1344.00 1315.75 1319.50 -15.25 784 23,120 +93
Mar12 110513 1345.50 1345.75 1317.75 1321.25 -14.00 452 14,023 -71
May12 110513 1331.50 1342.00 1313.00 1316.75 -14.75 361 10,521 +54
Total Volume and Open Interest 147,571 554,413 +2,787
Soybean Meal(CBOT)
Jul11 110513 352.80 354.70 344.80 345.40 -7.90 32,554 99,092 -66
Aug11 110513 353.30 355.50 345.50 346.00 -8.30 4,874 33,568 +1,146
Sep11 110513 352.00 353.00 344.10 344.30 -8.30 3,198 17,049 +177
Oct11 110513 345.40 348.20 339.10 339.10 -7.90 1,622 15,892 +395
Dec11 110513 346.10 348.40 339.00 339.10 -8.00 6,919 50,543 +88
Jan12 110513 345.60 345.90 340.50 340.50 -8.00 294 3,853 +33
Mar12 110513 347.40 349.90 341.90 341.90 -8.00 307 3,550 +166
May12 110513 345.50 346.50 340.50 340.50 -8.00 182 3,107 +47
Total Volume and Open Interest 50,702 231,450 +1,692
Soybean Oil(CBOT)
Jul11 110513 56.42 56.89 55.81 56.14 -0.32 50,035 147,444 -1,003
Aug11 110513 56.67 57.07 56.09 56.39 -0.32 8,725 30,115 -813
Sep11 110513 56.86 57.31 56.42 56.65 -0.31 5,007 22,969 +385
Oct11 110513 57.10 57.40 56.58 56.83 -0.35 1,351 14,682 -242
Dec11 110513 57.48 57.94 56.96 57.18 -0.35 13,271 74,244 -571
Jan12 110513 57.94 57.99 57.30 57.40 -0.32 324 5,194 -188
Mar12 110513 57.61 57.95 57.36 57.50 -0.32 153 4,521 +49
May12 110513 57.61 57.66 57.30 57.49 -0.21 82 3,403 +8
Total Volume and Open Interest 79,699 305,718 -2,623
Canola(WCE)
May11 110513 545.8 545.8 545.8 545.8 -5.2      
Jul11 110513 561.9 563.4 552.5 554.8 -5.2 7,012 76,784 -571
Nov11 110513 563.5 564.1 554.1 555.7 -3.3 3,888 76,487 +619
Jan12 110513 561.5 570.4 560.5 563.2 -3.6 501 6,758 +92
Mar12 110513 567.0 567.0 567.0 567.0 -3.5 44 1,247 +41
Total Volume and Open Interest 11,465 163,597 +186
Corn(CBOT)
Jul11 110513 682.00 690.00 676.50 682.00 +1.50 140,445 628,327 -7,312
Sep11 110513 655.00 663.25 652.50 653.75 +0.75 35,522 163,616 -439
Dec11 110513 632.50 638.50 626.00 627.00 -3.50 109,685 452,396 -1,332
Mar12 110513 643.25 649.75 637.50 638.50 -3.50 6,012 76,044 +139
May12 110513 651.50 655.50 645.50 646.50 -3.50 1,316 17,451 +208
Jul12 110513 658.50 663.75 653.50 653.50 -4.00 1,784 40,301 +325
Total Volume and Open Interest 301,495 1,437,384 -8,596
Wheat(CBOT)
Jul11 110513 737.00 749.50 723.00 727.75 -7.75 59,300 219,998 -3,981
Sep11 110513 783.25 794.00 772.25 777.00 -5.25 18,442 72,768 +549
Dec11 110513 839.50 853.00 830.00 835.00 -3.25 19,733 97,568 -2,249
Mar12 110513 884.75 893.00 871.50 875.00 -5.25 3,258 16,662 +711
May12 110513 895.00 895.75 880.50 884.00 -4.75 894 3,849 +331
Total Volume and Open Interest 105,807 452,319 -3,584
Wheat(KCBT)
Jul11 110513 877.25 890.25 861.75 869.50 -6.75 16,419 88,601 -1,265
Sep11 110513 897.00 906.50 880.75 887.00 -6.75 4,634 32,456 +203
Dec11 110513 918.00 932.00 904.75 911.00 -6.75 4,217 40,330 +157
Mar12 110513 936.75 947.25 922.50 928.00 -6.75 1,109 5,646 +523
May12 110513 935.50 935.50 924.25 929.75 -7.00 41 768 +16
Total Volume and Open Interest 27,209 175,845 +29
Wheat(MGE)
May11 110513 911.75 911.75 911.75 911.75 -7.50 8 1,022 -8
Jul11 110513 906.75 917.75 894.00 900.25 -4.50 3,102 19,948 -145
Sep11 110513 913.50 920.25 898.50 903.50 -3.50 1,541 16,867 +241
Dec11 110513 925.75 933.00 910.00 916.25 -4.25 1,819 12,763 +352
Mar12 110513 938.75 946.75 925.25 932.25 -2.25 234 2,511 +17
Total Volume and Open Interest 6,790 56,186 +484
Oats(CBOT)
Jul11 110513 347.00 353.75 344.50 344.50 -2.50 525 8,875 -33
Sep11 110513 356.00 356.75 350.50 352.00 -2.00 12 298 +3
Dec11 110513 365.25 367.25 359.00 359.50 -1.50 241 3,278 +33
Mar12 110513 371.50 373.00 371.50 371.50 -1.50 0 21 +0
Total Volume and Open Interest 778 12,536 +3
Rough Rice(CBOT)
May11 110513 13.80 13.80 13.78 13.80 +0.02 1 24 +0
Jul11 110513 13.93 14.11 13.91 13.98 unch 769 15,367 -32
Sep11 110513 14.86 14.96 14.81 14.85 -0.01 227 5,196 +82
Nov11 110513 15.12 15.28 15.12 15.17 -0.02 84 1,393 +39
Total Volume and Open Interest 1,091 22,502 +85
Live Cattle(CME)
Jun11 110513 109.900 110.400 108.700 109.000 -0.850 29,814 98,440 -7,159
Aug11 110513 111.230 111.885 110.180 110.550 -0.880 26,848 112,774 +5,897
Oct11 110513 116.500 116.950 115.250 115.500 -1.050 11,180 75,858 +1,219
Dec11 110513 118.680 119.250 117.500 117.800 -1.180 4,247 46,159 +198
Feb12 110513 119.450 119.930 118.100 118.400 -1.280 1,641 12,425 +352
Apr12 110513 120.050 120.450 118.730 119.000 -1.250 427 5,563 +219
Total Volume and Open Interest 74,209 352,406 +749
Feeder Cattle(CME)
May11 110513 129.235 129.900 128.400 128.700 -0.835 1,388 4,275 -479
Aug11 110513 133.650 134.435 132.400 132.450 -1.485 3,059 23,991 +375
Sep11 110513 134.435 134.950 133.000 133.035 -1.465 764 5,022 +27
Oct11 110513 134.825 135.500 133.650 133.785 -1.450 702 3,781 +180
Nov11 110513 135.150 135.150 133.500 133.800 -1.235 230 1,548 +61
Jan12 110513 133.685 133.700 132.900 132.900 -1.730 102 458 +15
Mar12 110513 133.300 133.300 133.300 133.300 unch 2 37 +2
Total Volume and Open Interest 6,249 39,114 +181
Lean Hogs(CME)
May11 110513 92.650 92.850 92.330 92.850 +0.215 409 1,400 -103
Jun11 110513 94.580 94.830 93.800 94.550 +0.350 24,620 53,586 -3,527
Jul11 110513 94.400 94.635 93.300 93.850 -0.300 11,219 45,967 +4,824
Aug11 110513 95.150 95.285 94.200 94.480 -0.200 6,863 40,107 +425
Oct11 110513 87.785 88.100 87.250 87.750 +0.100 4,192 37,712 +1,105
Dec11 110513 84.480 84.750 84.080 84.700 +0.470 1,337 28,940 +125
Feb12 110513 85.850 86.135 85.450 86.100 +0.400 651 7,888 +260
Apr12 110513 87.000 87.200 86.400 87.100 +0.300 275 4,555 +82
Total Volume and Open Interest 49,677 222,356 +3,234
Class III Milk(CME)
May11 110513 16.42 16.45 16.38 16.38 -0.07 120 5,325 +7
Jun11 110513 16.90 17.07 16.83 16.92 -0.04 560 4,578 +38
Jul11 110513 17.51 17.67 17.42 17.50 -0.01 156 3,510 +1
Aug11 110513 17.65 17.74 17.65 17.71 unch 175 3,387 +11
Sep11 110513 17.74 17.79 17.65 17.73 +0.01 129 3,402 -24
Total Volume and Open Interest 1,433 31,369 +82
Cocoa(ICE)
May11 110513 3000 3000 3000 3000 -35 77 0 -98
Jul11 110513 3044 3066 2990 3002 -35 8,388 68,989 -187
Sep11 110513 3046 3078 3005 3015 -35 1,904 27,582 +222
Dec11 110513 3072 3084 3035 3044 -34 415 26,221 +105
Mar12 110513 3125 3134 3092 3095 -36 218 22,665 +98
May12 110513 3115 3115 3087 3087 -32 49 5,641 +11
Jul12 110513 3101 3101 3082 3082 -30 86 1,763 +60
Total Volume and Open Interest 11,148 157,859 +201
Coffee "C"(ICE)
May11 110513 277.05 277.05 269.30 269.30 -4.65 40 206 -1
Jul11 110513 276.80 278.00 268.65 269.40 -5.55 18,866 63,313 -1,753
Sep11 110513 279.00 280.75 271.55 272.30 -5.45 3,945 22,108 +52
Dec11 110513 283.80 283.80 274.70 275.50 -5.55 2,484 19,246 +100
Mar12 110513 285.00 285.00 276.35 277.15 -5.60 344 4,888 +163
May12 110513 281.60 281.60 277.15 277.95 -5.35 640 2,949 +533
Total Volume and Open Interest 26,477 114,810 -875
Orange Juice(ICE)
Jul11 110513 177.05 185.00 175.00 182.85 +5.80 1,391 23,419 -279
Sep11 110513 171.70 176.80 171.70 175.35 +4.50 648 3,267 +472
Nov11 110513 169.00 171.85 169.00 171.35 +4.10 9 1,654 -7
Jan12 110513 166.00 169.00 166.00 169.00 +3.30 25 236 +18
Mar12 110513 164.00 166.50 164.00 166.50 +3.00 10 96 +6
May12 110513 163.50 165.20 163.50 165.20 +2.40 0 30 +0
Total Volume and Open Interest 2,083 28,766 +210
Sugar #11(ICE)
Jul11 110513 21.70 22.10 21.26 21.45 +0.12 40,057 273,347 -962
Oct11 110513 21.74 22.03 21.29 21.44 -0.07 21,230 142,261 +1,795
Mar12 110513 22.06 22.35 21.75 21.86 -0.17 8,626 82,206 +1,782
May12 110513 21.92 22.16 21.69 21.81 -0.11 1,660 24,140 -202
Jul12 110513 21.90 22.12 21.67 21.83 -0.07 1,258 19,492 -19
Total Volume and Open Interest 73,881 585,229 +2,599
London Cocoa(LCE)
May11 110513 1850 1859 1840 1857 +12 3,472 16,680 -1,848
Jul11 110513 1880 1894 1863 1871 -3 6,741 66,043 +684
Sep11 110513 1906 1920 1888 1896 -3 2,540 30,266 +371
Dec11 110513 1930 1943 1909 1920 -3 849 30,790 +94
Mar12 110513 1954 1960 1933 1945 -1 1,373 29,128 -19
May12 110513 1965 1969 1952 1962 -1 524 9,300 +118
Jul12 110513 1978 1978 1970 1973 unch 111 4,135 +91
Total Volume and Open Interest 15,610 196,799 -509
London Sugar(LCE)
Aug11 110513 605.00 614.80 601.30 602.80 +0.70 2,983 24,864 -243
Oct11 110513 574.10 584.00 571.50 573.60 unch 1,093 7,938 -13
Dec11 110513 583.30 589.30 579.20 580.90 -1.20 172 3,744 +62
Mar12 110513 580.10 582.00 575.00 576.60 -1.60 116 2,284 +49
May12 110513 575.10 576.50 569.10 570.70 -4.30 94 1,382 +2
Total Volume and Open Interest 4,634 41,681 -45
Cotton(ICE)
Jul11 110513 143.00 148.49 142.06 145.15 +0.85 11,839 69,341 -485
Oct11 110513 129.30 132.00 127.50 127.55 -1.75 42 450 +7
Dec11 110513 118.22 120.61 113.76 115.61 -3.58 5,075 62,130 +403
Mar12 110513 111.91 113.85 107.80 109.47 -3.00 547 8,822 +152
May12 110513 107.83 108.99 104.01 105.34 -1.47 98 2,199 +26
Jul12 110513 105.26 107.50 102.07 103.85 -1.16 120 3,133 +4
Total Volume and Open Interest 17,825 148,361 +123
Lumber(CME)
May11 110513 211.9 218.9 208.3 213.0 +3.3 217 262 -94
Jul11 110513 232.2 233.0 227.2 229.6 +0.6 491 7,013 -7
Sep11 110513 250.1 252.4 248.2 252.4 +2.3 141 1,996 +12
Nov11 110513 253.0 253.5 250.5 253.5 +0.9 16 491 +4
Total Volume and Open Interest 868 9,779 -83
Crude Oil(NYM)
Jun11 110513 98.81 100.70 97.09 99.65 +0.68 524,761 233,531 -23,142
Jul11 110513 99.29 101.21 97.61 100.12 +0.64 200,468 334,406 +21,935
Aug11 110513 99.62 101.54 98.01 100.48 +0.63 63,532 92,239 +4,080
Sep11 110513 100.05 101.85 98.37 100.79 +0.65 45,809 89,878 +156
Oct11 110513 99.35 101.98 98.61 101.00 +0.68 19,921 43,745 +1,732
Nov11 110513 101.40 102.10 99.00 101.14 +0.72 16,108 37,803 +158
Dec11 110513 100.52 102.07 98.82 101.23 +0.77 79,120 191,849 +2,039
Jan12 110513 101.14 102.04 99.48 101.21 +0.77 10,020 37,927 +935
Feb12 110513 101.74 101.98 99.77 101.15 +0.77 5,212 22,145 +1,818
Mar12 110513 101.59 101.59 99.66 101.04 +0.78 3,729 29,546 -142
Apr12 110513 98.89 100.92 98.89 100.92 +0.80 1,799 15,914 +240
May12 110513 100.69 100.78 100.69 100.78 +0.82 2,575 15,759 +144
Jun12 110513 98.96 101.42 98.45 100.64 +0.85 9,460 74,061 -425
Jul12 110513 100.38 100.38 100.38 100.38 +0.86 334 20,767 +102
Aug12 110513 100.09 100.09 100.09 100.09 +0.87 137 13,303 +0
Sep12 110513 99.83 99.83 99.83 99.83 +0.86 199 13,683 +52
Total Volume and Open Interest 1,015,422 1,664,400 +10,601
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 110513 99.525 101.100 97.675 100.125 +0.650 1,994 874 +4
Aug11 110513 99.625 101.400 98.225 100.475 +0.625 73 243 -2
Sep11 110513 101.800 101.800 99.400 100.800 +0.650 6 93 +0
Oct11 110513 101.000 101.000 101.000 101.000 +0.675 0 43 +0
Nov11 110513 101.150 101.150 101.150 101.150 +0.725 0 16 +0
Dec11 110513 100.000 101.875 100.000 101.225 +0.775 12 311 +2
Jan12 110513 101.200 101.200 101.200 101.200 +0.750 0 6 +0
Feb12 110513 101.150 101.150 101.150 101.150 +0.775 0 6 +0
Total Volume and Open Interest 24,911 4,877 -422
Heating Oil(NYM)
Jun11 110513 291.21 295.98 288.77 294.22 +2.85 66,431 80,988 -6,338
Jul11 110513 292.35 297.20 289.99 295.35 +2.79 29,699 61,744 +5,113
Aug11 110513 293.78 297.67 291.60 296.50 +2.72 12,052 31,650 +396
Sep11 110513 296.74 298.49 292.68 298.00 +2.67 6,660 24,527 -34
Oct11 110513 300.84 300.84 295.63 299.53 +2.61 4,250 10,805 -17
Nov11 110513 300.54 301.29 297.14 301.08 +2.61 2,481 12,355 +273
Dec11 110513 298.20 304.29 297.36 302.54 +2.66 8,294 32,494 -100
Jan12 110513 300.82 304.05 300.82 304.05 +2.70 1,001 13,189 -216
Feb12 110513 302.02 304.34 302.02 304.34 +2.66 693 5,921 +258
Mar12 110513 300.00 303.39 300.00 303.39 +2.59 147 3,197 +41
Apr12 110513 301.24 301.24 301.24 301.24 +2.41 68 1,548 -11
May12 110513 299.44 299.44 299.44 299.44 +2.26 66 1,462 +3
Total Volume and Open Interest 133,087 306,830 -487
Gasoline(NYMEX)
Jun11 110513 305.35 313.88 303.42 307.44 +1.05 100,711 65,529 -12,305
Jul11 110513 298.81 305.77 296.95 301.63 +2.25 77,484 61,195 -82
Aug11 110513 294.63 300.21 292.98 297.48 +2.85 38,913 27,363 -1,048
Sep11 110513 289.67 295.87 289.14 294.17 +2.85 23,141 27,647 +1,262
Oct11 110513 278.69 281.19 274.90 279.90 +3.11 12,275 26,275 +405
Nov11 110513 272.74 278.07 272.40 276.70 +2.95 5,581 11,593 +366
Dec11 110513 272.97 276.60 269.69 275.34 +2.96 10,149 27,773 +86
Jan12 110513 274.26 275.50 274.26 275.50 +2.96 460 6,032 -94
Feb12 110513 276.88 276.88 276.88 276.88 +2.83 228 3,196 +50
Mar12 110513 278.26 278.26 278.26 278.26 +2.71 210 5,334 -26
Total Volume and Open Interest 269,530 279,573 -11,235
e-miNY RBOB Gasoline(NYM)
Jun11 110513 307.40 307.44 307.40 307.40 +1.00 1 3 +1
Jul11 110513 302.40 302.40 301.00 301.60 +2.20 0 1 +0
Aug11 110513 297.50 297.50 297.48 297.50 +2.90 0 1 +0
Sep11 110513 294.20 294.20 294.17 294.20 +2.90      
Total Volume and Open Interest 1 8 +1
Natural Gas(NYM)
Jun11 110513 4.192 4.273 4.153 4.246 +0.052 126,357 110,212 -4,031
Jul11 110513 4.256 4.333 4.214 4.311 +0.055 64,105 209,702 +253
Aug11 110513 4.300 4.374 4.261 4.354 +0.054 28,190 79,153 +1,306
Sep11 110513 4.305 4.400 4.287 4.379 +0.054 19,503 101,824 -1,049
Oct11 110513 4.365 4.450 4.335 4.428 +0.052 21,928 93,445 -428
Nov11 110513 4.546 4.600 4.511 4.592 +0.041 14,061 51,383 +2,625
Dec11 110513 4.753 4.825 4.733 4.808 +0.034 6,322 37,879 -1,267
Jan12 110513 4.880 4.926 4.850 4.923 +0.032 7,872 86,390 -2
Feb12 110513 4.869 4.912 4.840 4.912 +0.030 1,290 17,496 +57
Mar12 110513 4.784 4.871 4.784 4.850 +0.028 3,062 37,791 +68
Apr12 110513 4.669 4.727 4.665 4.719 +0.023 3,617 37,271 -131
May12 110513 4.720 4.761 4.685 4.742 +0.023 704 10,725 -52
Jun12 110513 4.737 4.789 4.725 4.781 +0.023 692 7,401 +199
Jul12 110513 4.793 4.834 4.793 4.827 +0.023 350 5,816 +109
Aug12 110513 4.838 4.861 4.838 4.853 +0.024 228 5,972 +51
Sep12 110513 4.848 4.868 4.848 4.862 +0.024 92 5,312 +21
Total Volume and Open Interest 300,193 979,155 -2,002
Brent Crude Oil(ICE)
Jun11 110513 113.10 114.92 111.72 113.83 +0.85 282,890 91,705 -15,294
Jul11 110513 112.46 114.24 111.11 113.28 +0.95 242,271 210,563 +16,623
Aug11 110513 111.50 113.71 110.65 112.79 +0.94 105,973 131,120 +8,965
Sep11 110513 110.68 113.17 110.14 112.28 +0.94 50,932 64,129 +4,250
Oct11 110513 110.33 112.56 109.70 111.82 +0.95 26,265 44,696 +2,484
Nov11 110513 110.06 112.15 109.31 111.46 +0.96 16,285 23,410 +942
Dec11 110513 109.70 111.88 108.92 111.12 +0.97 52,606 97,342 -4,507
Jan12 110513 111.11 111.11 109.27 110.84 +0.98 5,538 19,034 -934
Feb12 110513 110.59 110.62 108.96 110.56 +0.99 2,987 17,090 +201
Mar12 110513 110.24 110.24 110.24 110.24 +0.99 4,528 29,984 +1,155
Apr12 110513 109.95 109.95 109.90 109.90 +1.02 1,209 7,982 -17
May12 110513 109.54 109.54 109.54 109.54 +1.04 754 6,116 +54
Jun12 110513 109.49 109.50 107.03 109.16 +1.06 6,748 34,644 -874
Jul12 110513 108.78 108.78 108.78 108.78 +1.07 387 3,334 +255
Total Volume and Open Interest 818,989 909,196 +15,467
Gas Oil(ICE)
Jun11 110513 916.75 934.50 910.50 917.25 +3.75 136,181 139,806 +6,548
Jul11 110513 920.00 938.00 914.50 921.00 +3.50 54,096 71,711 +1,884
Aug11 110513 926.75 941.75 918.25 924.75 +3.50 16,214 44,332 +485
Sep11 110513 930.25 945.00 922.00 928.25 +3.50 11,841 48,526 +782
Oct11 110513 932.75 942.50 929.50 930.50 +3.25 5,971 31,483 +375
Nov11 110513 932.75 944.00 930.75 931.25 +3.00 3,748 23,829 +721
Dec11 110513 929.50 949.25 927.00 932.50 +3.00 21,518 54,052 +347
Jan12 110513 944.75 947.25 932.50 935.00 +3.00 3,263 24,790 -300
Feb12 110513 945.25 945.25 935.50 935.50 +3.00 773 7,447 +228
Mar12 110513 944.75 945.50 935.00 935.00 +2.75 854 5,485 +154
Total Volume and Open Interest 312,688 543,418 -8,307
Ethanol(CBOT)
May11 110504 2.620 2.628 2.595 2.621 +0.001 47 147 -144
Jun11 110513 2.522 2.522 2.495 2.503 +0.011 320 1,093 -190
Jul11 110513 2.515 2.519 2.495 2.504 +0.013 179 1,108 -40
Aug11 110513 2.515 2.516 2.490 2.502 +0.010 70 1,075 +7
Sep11 110513 2.474 2.475 2.456 2.465 +0.005 99 917 -9
Oct11 110513 2.390 2.393 2.373 2.380 -0.001 59 985 +18
Nov11 110513 2.357 2.357 2.337 2.340 +0.006 47 635 +8
Dec11 110513 2.357 2.357 2.334 2.339 +0.007 45 931 -4
Total Volume and Open Interest 891 7,595 -188
WTI Crude Oil(ICE
Jun11 110512 99.06 100.48 95.24 98.97 +0.76 107,734 78,650 -5,187
Jul11 110513 99.02 101.15 97.60 100.12 +0.64 59,203 86,483 -1,910
Aug11 110513 98.88 101.40 98.14 100.48 +0.63 23,626 32,641 +2,387
Sep11 110513 99.76 101.71 98.48 100.79 +0.65 17,951 38,131 +11
Oct11 110513 101.76 101.82 98.67 101.00 +0.68 8,504 18,421 -509
Nov11 110513 101.83 101.91 99.29 101.14 +0.72 7,352 14,961 -1,152
Dec11 110513 100.13 102.01 98.80 101.23 +0.77 26,443 80,567 -2,192
Jan12 110513 101.31 101.31 98.90 101.21 +0.77 2,137 11,838 -65
Feb12 110513 99.80 101.15 99.80 101.15 +0.77 804 3,571 -43
Mar12 110513 101.04 101.04 101.04 101.04 +0.78 1,252 11,301 +409
Apr12 110513 100.92 100.92 100.92 100.92 +0.80 641 4,457 +463
May12 110513 100.78 100.78 100.78 100.78 +0.82 219 2,275 -7
Jun12 110513 99.23 100.64 98.28 100.64 +0.85 1,814 26,045 +82
Jul12 110513 100.38 100.38 100.38 100.38 +0.86 41 1,644 +31
Aug12 110513 100.09 100.09 100.09 100.09 +0.87 14 886 +10
Sep12 110513 99.83 99.83 99.83 99.83 +0.86 62 4,281 +62
Total Volume and Open Interest 284,414 510,489 -8,723
US Dollar Index(ICE)
Jun11 110513 75.415 76.140 74.945 75.938 +0.520 55,123 55,574 +4,081
Sep11 110513 76.010 76.645 75.490 76.427 +0.505 441 969 +103
Dec11 110513 76.923 76.923 76.923 76.923 +0.490 0 2 +0
Total Volume and Open Interest 55,564 56,546 +4,184
Australian Dollar(CME)
Jun11 110513 106.29 106.78 104.79 105.43 -0.72 143,921 122,897 -4,430
Sep11 110513 104.85 105.35 103.64 104.09 -0.71 252 964 +56
Dec11 110513 102.85 103.55 102.85 102.85 -0.70 0 78 +0
Total Volume and Open Interest 144,174 123,941 -4,373
British Pound(CME)
Jun11 110513 162.84 163.02 161.39 161.68 -1.10 149,889 112,819 +5,382
Sep11 110513 162.60 162.61 161.42 161.45 -1.10 90 627 -9
Dec11 110513 161.21 162.29 161.21 161.21 -1.08 0 39 +0
Total Volume and Open Interest 149,979 113,490 +5,373
Canadian Dollar(CME)
Jun11 110513 103.80 104.04 102.54 103.21 -0.53 101,341 114,724 +511
Sep11 110513 103.34 103.76 102.30 102.95 -0.53 564 4,094 +21
Dec11 110513 103.06 103.18 102.50 102.66 -0.52 26 2,691 +7
Mar12 110513 102.67 102.84 102.00 102.32 -0.52 29 304 -14
Total Volume and Open Interest 101,966 122,006 +528
Japanese Yen(CME)
Jun11 110513 123.50 124.49 123.33 123.71 +0.11 121,909 100,012 +325
Sep11 110513 123.72 124.56 123.51 123.77 +0.11 439 2,398 +27
Dec11 110513 124.50 124.50 123.76 123.88 +0.12 0 224 +0
Total Volume and Open Interest 122,350 102,643 +354
Swiss Franc(CME)
Jun11 110513 113.08 113.69 111.77 112.11 -0.90 41,921 71,286 -706
Sep11 110513 113.11 113.58 111.95 112.16 -0.90 121 247 -46
Dec11 110513 113.00 113.10 112.20 112.20 -0.90 1 24 -1
Total Volume and Open Interest 42,043 71,559 -753
EuroFX(CME)
Jun11 110513 142.31 143.30 140.56 141.00 -1.19 360,158 242,322 +4,007
Sep11 110513 141.81 142.85 140.18 140.58 -1.18 1,431 3,957 -162
Dec11 110513 140.35 141.29 140.11 140.11 -1.18 7 114 +0
Total Volume and Open Interest 361,596 246,772 +3,845
Mexican Peso(CME)
May11 110513 851.8 858.5 851.8 851.8 -6.8      
Jun11 110513 856.8 858.8 845.5 849.8 -6.8 48,461 153,688 -4,472
Total Volume and Open Interest 48,468 153,907 -4,479
30-Year T-Bonds(CBOT)
Jun11 110513 123~310 124~300 123~300 124~140 +0~200      
Sep11 110513 122~110 123~270 122~110 123~040 +0~200 6,327 16,924 +2,878
Dec11 110513 121~210 121~210 121~010 121~210 +0~200 0 2 +0
Total Volume and Open Interest 328,917 690,839 +30,203
10-Year T-Notes(CBOT)
Jun11 110513 122~060 122~310 122~020 122~160 +0~105 1,273,064 1,744,860 +19,735
Sep11 110513 120~225 121~165 120~200 121~015 +0~110 10,006 30,147 +3,712
Dec11 110513 120~015 120~015 119~225 120~015 +0~110 0 6 +0
Total Volume and Open Interest 1,283,070 1,775,013 +23,447
5-Year T-Notes(CBOT)
Jun11 110513 118~125 119~040 118~125 119~025 +0~023      
Sep11 110513 117~117 118~039 117~097 118~002 +0~025 11,191 35,525 +8,092
Dec11 110513 117~026 117~026 117~001 117~026 +0~025      
Total Volume and Open Interest 693,005 1,523,163 +19,123
2 Year T-Notes(CBOT)
Jun11 110513 109~090 109~099 109~085 109~095 +0~005 319,244 1,017,579 -8,967
Sep11 110513 109~033 109~044 109~029 109~039 +0~006 3,608 22,103 +1,795
Dec11 110513 108~105 108~106 108~105 108~105 +0~006 0 20 +0
Total Volume and Open Interest 322,852 1,039,702 -7,172
Eurodollars(CME)
Jun11 110513 99.735 99.740 99.730 99.735 unch 125,004 947,715 -8,553
Sep11 110513 99.685 99.690 99.675 99.675 -0.015 179,509 1,412,992 -7,308
Dec11 110513 99.590 99.600 99.580 99.580 -0.015 284,691 1,685,586 +57,061
Mar12 110513 99.450 99.465 99.430 99.445 -0.010 244,643 1,566,829 +8,330
Jun12 110513 99.215 99.255 99.185 99.225 +0.005 334,778 1,358,024 +12,248
Sep12 110513 98.920 98.985 98.890 98.945 +0.020 232,043 711,718 +3,452
Dec12 110513 98.610 98.700 98.580 98.645 +0.030 245,312 529,567 -9,889
Mar13 110513 98.335 98.440 98.305 98.380 +0.040 211,462 376,577 -3,297
Jun13 110513 98.065 98.190 98.040 98.120 +0.045 142,245 274,632 +2,492
Sep13 110513 97.810 97.940 97.780 97.860 +0.045 116,948 240,976 +4,774
Dec13 110513 97.555 97.685 97.525 97.600 +0.045 77,554 180,643 +1,135
Mar14 110513 97.320 97.460 97.300 97.370 +0.040 62,426 172,206 +106
Jun14 110513 97.105 97.230 97.080 97.145 +0.040 13,793 103,608 +293
Sep14 110513 96.885 97.010 96.865 96.925 +0.040 10,580 60,247 +134
Dec14 110513 96.670 96.785 96.645 96.700 +0.035 10,837 69,852 -364
Mar15 110513 96.485 96.585 96.455 96.505 +0.030 9,442 49,944 -373
Jun15 110513 4.545 4.640 4.520 4.565 +0.030 5,119 41,356 +306
Sep15 110513 4.370 4.465 4.345 4.390 +0.030 5,083 38,044 +692
Total Volume and Open Interest      
30 Day Federal Funds(CBOT)
May11 110513 99.908 99.910 99.905 99.908 unch 1,135 80,972 -56
Jun11 110513 99.905 99.905 99.900 99.900 unch 1,446 62,341 +640
Jul11 110513 99.900 99.900 99.895 99.895 unch 1,218 51,767 +436
Aug11 110513 99.885 99.890 99.880 99.885 unch 7,295 55,299 +1,519
Sep11 110513 99.875 99.875 99.870 99.870 unch 7,732 41,804 +1,264
Oct11 110513 99.860 99.870 99.860 99.860 unch 6,751 55,312 +2,101
Total Volume and Open Interest 58,612 691,851 +10,231
30 Day Fed Funds(e-CBOT)
3-Mth Euro-Yen(CME)
Jun11 110513 99.673 99.673 99.673 99.673 unch 0 750 +0
Sep11 110513 99.680 99.680 99.680 99.680 unch      
Dec11 110513 99.683 99.683 99.683 99.683 unch 0 75 +0
Mar12 110513 99.670 99.670 99.670 99.670 unch      
Jun12 110513 99.690 99.690 99.690 99.690 unch      
Sep12 110513 99.620 99.620 99.620 99.620 unch      
Dec12 110513 99.580 99.580 99.580 99.580 unch      
Mar13 110513 99.580 99.580 99.580 99.580 unch      
Jun13 110513 99.535 99.535 99.535 99.535 unch      
Sep13 110513 99.395 99.395 99.395 99.395 unch      
Total Volume and Open Interest 0 825 +0
3-Mth Euro-Yen(SGX)
Jun11 110513 99.67 99.67 99.67 99.67 unch 0 6,003 +200
Sep11 110513 99.68 99.68 99.68 99.68 unch 0 1,466 -8
Dec11 110513 99.68 99.68 99.68 99.68 unch 0 1,957 +0
Mar12 110513 99.67 99.67 99.67 99.67 unch 100 3,877 +105
Jun12 110513 99.69 99.69 99.69 99.69 unch 0 1,254 +0
Sep12 110513 99.62 99.62 99.62 99.62 unch 0 411 +0
Dec12 110513 99.58 99.58 99.58 99.58 unch 0 24 +0
Mar13 110513 99.58 99.58 99.58 99.58 unch 0 1 +0
Total Volume and Open Interest 100 14,993 +297
Japanese Gov't Bonds(SGX)
Jun11 110510 140.65 140.83 140.57 140.58 -0.22 3,806 16,984 +16,984
Sep11 110513 140.53 140.53 140.53 140.53 -0.04 1 44 +2
Dec11 110513 138.44 138.44 138.44 138.44 -0.04      
Total Volume and Open Interest 1,481 19,859 +268
Euro-Bund(EUREX)
Jun11 110513 123.99 124.63 123.82 124.42 +0.12 1,055,035 995,449 +29,800
Sep11 110513 123.76 124.28 123.56 124.17 +0.14 5,208 18,152 +845
Dec11 110513 123.27 123.27 123.27 123.27 +0.07 382 0 +0
Total Volume and Open Interest 1,060,625 1,013,601 +30,645
Euro-Bobl(EUREX)
Jun11 110506 115.41 115.82 115.22 115.71 +0.23 725,341 811,181 +16,712
Sep11 110513 115.22 115.53 115.22 115.53 unch 3,472 36,407 +1,888
Dec11 110513 115.68 115.68 115.68 115.68 unch      
Total Volume and Open Interest 666,139 857,842 +19,567
3-Mth Euribor(EUREX)
Jun11 110513 98.475 98.485 98.475 98.485 -0.005 7 5,336 +4
Sep11 110513 98.205 98.205 98.195 98.200 -0.025 31 2,262 +25
Dec11 110513 97.995 98.000 97.980 98.000 -0.030 30 1,078 -23
Total Volume and Open Interest 139 11,366 +6
Long Gilt(LIFFE)
Jun11 110428 118~22 119~08 118~20 119~05 +0~25 128,847 372,773 +43,077
Sep11 110513 118~30 119~12 118~30 119~11 +0~02 0 4 -1
Total Volume and Open Interest 153,106 340,807 -8,010
3-Mth Short Sterling(LIFFE)
Jun11 110513 99.17 99.18 99.16 99.17 unch 44,412 461,062 +12,635
Sep11 110513 99.08 99.09 99.07 99.08 unch 151,092 536,470 +86,027
Dec11 110513 98.91 98.93 98.90 98.93 +0.01 180,847 541,167 +91,930
Mar12 110513 98.72 98.77 98.72 98.76 +0.01 172,926 461,021 +67,976
Jun12 110513 98.50 98.56 98.50 98.55 +0.02 169,810 423,778 +61,632
Sep12 110513 98.27 98.34 98.27 98.33 +0.02 111,799 266,490 +40,520
Total Volume and Open Interest 984,788 3,230,730 +426,133
3-Mth Euribor(LIFFE)
Jun11 110513 98.480 98.485 98.465 98.485 -0.005 124,331 776,899 +22,092
Sep11 110513 98.210 98.215 98.185 98.200 -0.025 171,390 739,547 +3,088
Dec11 110513 98.010 98.035 97.975 98.000 -0.030 184,245 712,505 +37,222
Total Volume and Open Interest 1,090,532 4,243,951 +187,544
3-Mth Aus T-Bills(SFE)
Jun11 110513 94.97 94.98 94.94 94.96 -0.01 39,086 186,969 +1,701
Sep11 110513 94.88 94.90 94.86 94.88 -0.01 47,942 221,117 +4,798
Dec11 110513 94.82 94.83 94.78 94.81 -0.01 36,202 151,264 +2,996
Mar12 110513 94.74 94.76 94.70 94.74 unch 9,669 81,127 +848
Jun12 110513 94.70 94.70 94.66 94.68 -0.01 3,799 50,543 -94
Sep12 110513 94.65 94.66 94.63 94.64 unch 1,776 51,319 -491
Dec12 110513 94.55 94.61 94.55 94.60 unch 1,974 26,705 +570
Mar13 110513 94.52 94.58 94.52 94.57 unch 1,123 17,811 -123
Jun13 110513 94.52 94.55 94.52 94.52 -0.01 123 1,811 +102
Sep13 110513 94.50 94.50 94.47 94.47 -0.01 126 1,087 +113
Total Volume and Open Interest 141,825 790,608 +10,420
10-Year Aus T-Bonds(SFE)
Jun11 110513 94.65 94.66 94.59 94.63 -0.01 53,141 428,150 +13,111
Sep11 110513 94.63 94.63 94.63 94.63 -0.01      
Total Volume and Open Interest 53,141 428,150 +13,111
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 110513 94.93 94.93 94.93 94.93 unch      
Total Volume and Open Interest 219,351 752,459 +64,262
Gold(CMX)
Jun11 110513 1506.5 1516.4 1482.0 1493.6 -13.2 198,028 285,212 -4,078
Aug11 110513 1508.0 1517.3 1484.5 1494.8 -13.2 11,062 94,373 +2,745
Oct11 110513 1505.0 1517.4 1487.4 1496.0 -13.3 511 6,402 -179
Dec11 110513 1510.2 1520.0 1487.3 1497.2 -13.5 3,696 53,084 +1,357
Feb12 110513 1509.5 1517.3 1497.8 1498.4 -13.4 365 7,146 -92
Apr12 110513 1513.3 1513.3 1494.3 1499.7 -13.4 76 4,622 +52
Jun12 110513 1511.3 1511.3 1501.4 1501.4 -13.3 339 10,774 +51
Aug12 110513 1503.4 1503.4 1503.4 1503.4 -13.5 143 2,978 -133
Oct12 110513 1505.8 1505.8 1505.8 1505.8 -13.5 0 3,346 +0
Dec12 110513 1521.3 1525.0 1500.0 1509.1 -13.4 43 12,304 -13
Feb13 110513 1512.3 1512.3 1512.3 1512.3 -13.6 0 130 +0
Total Volume and Open Interest 215,664 510,544 +393
Silver(CMX)
May11 110513 3449.5 3640.5 3402.5 3501.1 +21.8 332 325 -14
Jul11 110513 3459.5 3645.0 3391.5 3501.3 +21.6 137,582 66,164 -391
Sep11 110513 3494.0 3644.5 3401.5 3502.7 +21.5 3,508 9,019 -235
Dec11 110513 3460.0 3620.0 3397.5 3502.7 +21.5 6,579 23,057 -93
Mar12 110513 3572.0 3637.0 3498.5 3498.5 +21.5 218 3,038 +174
May12 110513 3470.0 3494.9 3409.0 3494.9 +21.7 35 1,025 -3
Jul12 110513 3445.5 3580.0 3445.5 3491.2 +21.9 61 1,694 +23
Total Volume and Open Interest 152,710 123,121 -416
Platinum(NYMEX)
Jul11 110513 1770.3 1789.0 1757.0 1769.3 -1.7 4,915 34,468 -7
Oct11 110513 1772.0 1780.0 1761.1 1773.0 -1.6 142 1,939 +126
Jan12 110513 1775.5 1775.5 1775.5 1775.5 -1.6 5 69 +5
Apr12 110513 1777.5 1777.5 1777.5 1777.5 -1.6 0 24 +0
Total Volume and Open Interest 5,064 36,515 +124
Palladium(NYMEX)
Jun11 110513 716.85 724.55 702.15 706.45 -10.40 5,778 16,967 -1,098
Sep11 110513 718.45 725.25 705.60 708.10 -10.35 1,432 3,270 +1,030
Dec11 110513 714.35 714.35 709.25 709.25 -10.25 40 436 +36
Total Volume and Open Interest 7,250 20,678 -32
Copper(CMX)
May11 110513 400.50 400.50 397.35 397.50 +1.45 510 1,574 -209
Jul11 110513 397.15 404.70 395.05 398.35 +1.30 41,755 73,317 +601
Sep11 110513 399.00 405.90 397.30 400.10 +1.30 2,677 23,649 -286
Dec11 110513 399.35 407.35 399.35 401.85 +1.30 2,992 12,627 +996
Mar12 110513 406.50 408.60 402.80 402.80 +1.15 257 3,452 +57
Total Volume and Open Interest 49,921 122,360 +2,057
DJIA Index(CBOT)
Jun11 110513 12662 12710 12515 12556 -116 948 23,755 +19
Sep11 110513 12488 12604 12488 12488 -116 0 15 +0
Dec11 110513 12417 12533 12417 12417 -116 0 1 +0
Mar12 110513 12357 12473 12357 12357 -116      
Total Volume and Open Interest 948 23,771 +19
S & P 500(CME)
Jun11 110513 1347.50 1352.50 1330.80 1334.00 -13.50 17,260 309,593 -446
Sep11 110513 1330.50 1330.50 1328.60 1328.60 -13.50 65 6,787 +15
Dec11 110513 1323.10 1323.60 1323.10 1323.10 -13.50 0 4,817 -1
Mar12 110513 1318.10 1318.60 1318.10 1318.10 -13.50      
Total Volume and Open Interest 17,325 321,202 -432
S & P 500 E-Mini(Globex)
Jun11 110513 1347.25 1352.50 1330.50 1334.00 -13.50      
Sep11 110513 1341.25 1346.75 1326.00 1328.50 -13.50 987 23,445 +164
Total Volume and Open Interest 2,191,912 2,692,080 -15,627
NASDAQ 100(CME)
Jun11 110513 2406.00 2414.00 2369.00 2370.00 -37.00 2,025 23,005 -1,398
Sep11 110513 2366.30 2367.00 2366.30 2366.30 -37.00 0 52 +0
Dec11 110513 2362.80 2364.80 2362.80 2362.80 -37.00      
Total Volume and Open Interest 2,025 23,057 -1,398
NASDAQ 100 E-Mini(Globex)
Jun11 110513 2408.00 2414.30 2369.00 2370.00 -37.00 297,723 382,128 -16,144
Sep11 110513 2399.00 2410.00 2366.30 2366.30 -37.00 223 1,146 +42
Total Volume and Open Interest 297,948 383,283 -16,100
S & P Midcap 400(CME)
Jun11 110513 990.50 991.00 990.50 990.50 -13.00 0 1,600 +0
Sep11 110513 988.30 989.30 988.30 988.30 -13.00      
Dec11 110513 986.70 987.70 986.70 986.70 -13.00      
Total Volume and Open Interest 0 1,600 +0
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Jun11 110513 9590 9590 9590 9590 -185      
Sep11 110513 9725 9805 9620 9620 -185 2 42 +1
Total Volume and Open Interest 9,755 49,457 -235
Nikkei 225(SGX)
Jun11 110513 9755 9770 9545 9680 -30 79,637 235,511 +531
Sep11 110513 9690 9690 9550 9675 -40 18 1,433 +10
Dec11 110513 9620 9620 9620 9620 -30 0 6,259 +0
Total Volume and Open Interest 81,113 250,936 +1,100
CAC 40(EURONEXT)
May11 110513 4016.0 4037.0 3956.5 3987.0 -4.5 133,272 319,087 +11,506
Jun11 110513 3975.5 3988.0 3920.5 3945.0 -4.0 8,122 96,598 +7,754
Jul11 110513 3957.0 3957.0 3957.0 3957.0 +9.0      
Total Volume and Open Interest 141,394 415,686 +19,260
Hang Seng Index(HKFE)
May11 110513 22950 23354 22811 23283 +418 80,929 84,166 -1,161
Jun11 110513 22635 23188 22635 23138 +420 1,704 9,016 +325
Total Volume and Open Interest 83,105 94,978 -628
DAX(EUREX)
Jun11 110513 7499.5 7519.5 7356.5 7410.5 -42.0 135,220 179,437 +20
Sep11 110513 7525.0 7540.0 7385.5 7436.0 -41.5 130 6,177 +19
Dec11 110513 7563.5 7567.5 7449.0 7470.0 -41.0 53 1,151 +41
Total Volume and Open Interest 135,403 186,765 +80
FT-SE 100(EURONEXT)
Jun11 110513 5953.00 5984.00 5874.50 5905.00 -21.00 100,447 677,967 +13,772
Sep11 110513 5934.50 5941.50 5844.00 5869.00 -21.00 55 677 +34
Dec11 110513 5911.00 5911.00 5847.00 5847.00 -21.00 100 251 +96
Total Volume and Open Interest 100,612 678,985 +13,912
SPI 200(SFE)
Jun11 110513 4684.0 4717.0 4661.0 4713.0 +25.0 41,268 194,109 +9,719
Sep11 110513 4675.0 4702.0 4669.0 4702.0 +25.0 29 3,677 +2
Dec11 110513 4725.0 4725.0 4725.0 4725.0 +24.0 346 2,521 -2
Total Volume and Open Interest 41,954 202,992 +9,800
GSCI(CME)
May11 110513 31.64 32.14 18.34 27.64 +2.00 2,319 5,660 -1,661
Jun11 110513 32.54 33.14 18.94 28.44 +1.85 2,249 7,854 +1,991
Jul11 110513 27.44 29.14 17.94 27.44 +2.40      
Total Volume and Open Interest 4,568 13,514 +330
Reuters CCI(ICE)
Jun11 110513 339.20 339.20 339.20 339.20 -0.20      
Total Volume and Open Interest      
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions.
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