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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 Tue May 17, 2011
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jul11 110517 1324.75 1342.75 1312.25 1341.00 +14.50 84,353 247,184 -3,350
Aug11 110517 1320.25 1337.75 1309.25 1336.25 +13.75 9,807 23,222 +811
Sep11 110517 1309.00 1330.00 1302.75 1328.25 +14.00 2,625 16,824 +357
Nov11 110517 1304.50 1323.00 1295.00 1320.50 +14.25 28,314 199,164 +566
Jan12 110517 1312.25 1331.50 1306.25 1330.50 +15.50 2,564 24,244 +339
Mar12 110517 1317.00 1335.50 1309.75 1334.00 +17.00 999 13,792 -240
May12 110517 1311.50 1333.50 1310.00 1331.50 +16.75 1,066 10,900 +218
Total Volume and Open Interest 130,480 551,315 -1,462
Soybean Meal(CBOT)
Jul11 110517 345.00 352.20 343.30 350.40 +4.70 38,054 96,634 -1,916
Aug11 110517 344.90 352.20 343.80 350.40 +4.50 6,962 34,309 +660
Sep11 110517 343.00 350.50 342.70 348.70 +4.50 2,910 17,542 +342
Oct11 110517 338.30 345.50 337.70 343.20 +4.40 1,487 15,567 -213
Dec11 110517 338.00 345.90 337.00 343.30 +4.30 7,367 51,326 +362
Jan12 110517 342.20 347.50 340.50 345.00 +4.30 196 3,955 +42
Mar12 110517 341.00 348.80 341.00 347.30 +4.30 232 3,702 +56
May12 110517 344.50 347.80 343.20 346.40 +3.70 358 3,361 +106
Total Volume and Open Interest 57,886 231,003 -617
Soybean Oil(CBOT)
Jul11 110517 55.91 56.22 55.08 56.04 +0.13 46,344 148,190 +467
Aug11 110517 56.25 56.44 55.33 56.27 +0.12 5,514 30,773 +302
Sep11 110517 56.51 56.95 55.60 56.54 +0.13 2,921 23,083 -101
Oct11 110517 56.50 56.88 55.76 56.71 +0.14 905 14,640 +150
Dec11 110517 56.89 57.27 56.13 57.08 +0.17 12,451 76,524 +1,212
Jan12 110517 57.11 57.41 56.45 57.30 +0.17 220 5,536 +146
Mar12 110517 57.58 57.61 56.71 57.40 +0.17 234 4,681 +44
May12 110517 57.58 57.90 56.62 57.47 +0.25 372 3,746 +145
Total Volume and Open Interest 69,183 309,871 +2,261
Canola(WCE)
May11 110513 545.8 545.8 545.8 545.8 -5.2      
Jul11 110517 554.5 564.0 551.8 561.9 +5.3 6,421 76,638 +302
Nov11 110517 562.9 568.0 557.5 567.1 +4.2 2,278 76,545 -72
Jan12 110517 573.0 575.0 564.7 574.5 +4.4 106 7,298 +74
Mar12 110517 567.1 580.0 567.1 580.0 +4.2 0 1,253 +0
Total Volume and Open Interest 8,813 164,056 +305
Corn(CBOT)
Jul11 110517 697.50 721.00 695.50 720.25 +22.75 121,024 615,734 -5,441
Sep11 110517 671.50 693.50 670.25 692.75 +21.25 27,844 161,849 +174
Dec11 110517 636.25 654.00 632.75 653.25 +17.75 66,098 450,401 -2,443
Mar12 110517 645.75 664.00 643.75 663.50 +17.25 2,849 77,095 +203
May12 110517 653.75 671.00 653.75 671.00 +17.25 1,236 17,650 +97
Jul12 110517 660.00 677.25 658.75 676.75 +16.75 3,491 41,234 -789
Total Volume and Open Interest 225,284 1,423,203 -8,340
Wheat(CBOT)
Jul11 110517 738.00 766.00 732.00 764.00 +27.50 49,031 217,384 -1,854
Sep11 110517 783.75 809.00 779.75 807.25 +23.00 15,504 74,027 +1,876
Dec11 110517 841.00 859.75 835.00 858.25 +17.50 20,229 97,781 +790
Mar12 110517 876.75 897.00 872.25 894.75 +15.75 3,726 19,344 +1,218
May12 110517 895.50 905.75 891.00 905.75 +14.75 1,968 5,301 +573
Total Volume and Open Interest 94,024 456,611 +2,830
Wheat(KCBT)
Jul11 110517 877.00 898.50 870.75 894.50 +18.50 16,375 83,319 -3,146
Sep11 110517 894.00 915.50 888.75 912.00 +18.50 5,109 32,683 +304
Dec11 110517 916.00 940.25 913.50 936.00 +18.00 4,503 40,384 +24
Mar12 110517 932.75 954.50 931.75 950.00 +14.50 1,027 6,399 +297
May12 110517 934.00 949.00 934.00 949.00 +11.75 23 772 +2
Total Volume and Open Interest 27,498 171,905 -2,289
Wheat(MGE)
May11 110513 911.75 911.75 911.75 911.75 -7.50 8 1,022 -8
Jul11 110517 911.25 938.75 906.75 936.25 +26.00 2,602 19,702 -20
Sep11 110517 914.50 939.00 910.50 936.75 +23.25 832 16,673 -3
Dec11 110517 926.50 948.00 920.75 945.50 +19.25 736 12,886 -67
Mar12 110517 938.00 959.50 935.50 957.25 +16.50 172 2,648 +78
Total Volume and Open Interest 4,423 55,029 -1,012
Oats(CBOT)
Jul11 110517 347.25 357.00 346.00 357.00 +9.00 428 8,673 -29
Sep11 110517 354.00 364.50 354.00 364.50 +9.00 11 299 -2
Dec11 110517 363.75 372.00 362.00 372.00 +9.00 56 3,302 +10
Mar12 110517 384.00 384.00 375.00 384.00 +9.00 0 21 +0
Total Volume and Open Interest 495 12,296 -29
Rough Rice(CBOT)
May11 110513 13.80 13.80 13.78 13.80 +0.02 1 24 +0
Jul11 110517 14.16 14.54 14.02 14.39 +0.29 394 15,355 -24
Sep11 110517 14.94 15.40 14.89 15.27 +0.34 140 5,305 -2
Nov11 110517 15.24 15.72 15.24 15.60 +0.35 81 1,495 +31
Total Volume and Open Interest 615 22,698 -46
Live Cattle(CME)
Jun11 110517 108.150 108.400 106.535 107.750 -0.580 21,560 83,872 -3,406
Aug11 110517 109.700 109.700 108.385 109.300 -0.450 16,309 120,742 +2,878
Oct11 110517 114.635 115.000 113.550 114.850 -0.080 8,435 75,626 -770
Dec11 110517 117.000 117.450 116.000 117.330 +0.045 6,241 47,841 +743
Feb12 110517 117.700 118.250 116.930 118.100 +0.100 866 12,459 -96
Apr12 110517 118.600 119.000 117.635 119.000 +0.300 225 5,691 +16
Total Volume and Open Interest 53,681 347,458 -603
Feeder Cattle(CME)
May11 110517 128.050 128.150 126.830 127.650 -0.300 725 4,086 -207
Aug11 110517 131.500 131.500 129.075 129.935 -1.300 2,276 23,957 -39
Sep11 110517 131.850 131.850 129.900 131.130 -0.820 309 4,926 +6
Oct11 110517 132.630 132.650 130.600 131.700 -1.050 333 4,146 +94
Nov11 110517 132.500 132.630 130.750 131.650 -1.100 92 1,584 +18
Jan12 110517 131.950 131.950 130.000 131.000 -0.850 27 473 +16
Mar12 110517 131.500 132.000 130.500 132.000 -0.500 0 37 +0
Total Volume and Open Interest 3,762 39,211 -112
Lean Hogs(CME)
Jun11 110517 93.980 94.250 92.885 93.885 +0.285 20,510 44,825 -3,271
Jul11 110517 92.900 93.330 92.200 93.035 +0.485 10,647 55,547 +3,937
Aug11 110517 93.980 94.080 93.285 93.900 +0.470 6,374 39,943 -190
Oct11 110517 86.500 86.700 86.000 86.580 +0.230 2,864 40,200 +1,100
Dec11 110517 83.300 83.600 82.980 83.580 +0.380 1,957 30,160 +729
Feb12 110517 84.535 85.350 84.535 85.330 +0.680 217 8,015 +2
Apr12 110517 85.550 86.500 85.550 86.500 +0.400 16 4,551 -28
May12 110517 90.750 90.750 90.650 90.750 +0.050 0 161 +0
Total Volume and Open Interest 42,626 225,709 +948
Class III Milk(CME)
May11 110517 16.37 16.42 16.37 16.42 +0.01 7 5,310 -8
Jun11 110517 16.99 17.33 16.98 17.24 +0.26 131 4,572 -23
Jul11 110517 17.61 17.99 17.57 17.94 +0.37 121 3,543 +4
Aug11 110517 17.75 17.99 17.75 17.98 +0.19 55 3,420 +14
Sep11 110517 17.83 18.03 17.80 17.98 +0.18 61 3,440 +5
Total Volume and Open Interest 486 31,685 +25
Cocoa(ICE)
May11 110517 3000 3000 3000 3000 unch      
Jul11 110517 3000 3006 2970 2980 -26 9,104 67,256 -766
Sep11 110517 3030 3030 2988 2994 -26 2,249 28,223 -265
Dec11 110517 3048 3052 3019 3024 -27 355 26,811 +109
Mar12 110517 3100 3104 3073 3078 -25 863 23,447 +348
May12 110517 3095 3095 3075 3077 -19 303 5,982 +247
Jul12 110517 3086 3086 3068 3072 -18 37 1,910 +7
Total Volume and Open Interest 12,931 158,618 -318
Coffee "C"(ICE)
May11 110517 265.00 266.85 265.00 265.10 +1.10 14 198 -8
Jul11 110517 264.10 268.40 263.60 266.10 +2.00 13,255 61,703 -799
Sep11 110517 267.10 270.95 266.65 269.00 +1.95 2,149 22,424 +407
Dec11 110517 270.50 274.00 270.00 272.40 +2.20 868 19,737 +242
Mar12 110517 271.20 275.00 271.20 273.80 +2.10 117 4,875 -23
May12 110517 274.40 275.50 272.75 274.35 +2.00 137 2,856 -95
Total Volume and Open Interest 16,699 113,976 -223
Orange Juice(ICE)
Jul11 110517 182.00 186.05 180.60 181.90 -0.30 3,885 25,165 +1,699
Sep11 110517 174.70 177.70 173.00 174.15 -0.35 1,121 4,261 +705
Nov11 110517 172.10 174.25 170.05 170.05 -0.70 79 1,791 +30
Jan12 110517 170.25 170.75 167.65 167.65 -1.05 19 242 +5
Mar12 110517 166.50 166.50 165.00 165.00 -0.45 18 111 +11
May12 110517 164.25 164.25 163.75 163.75 -0.45 10 40 +10
Total Volume and Open Interest 5,132 31,674 +2,460
Sugar #11(ICE)
Jul11 110517 21.77 22.04 21.10 21.93 +0.16 43,945 271,122 -287
Oct11 110517 21.50 21.73 20.86 21.62 +0.20 30,046 144,634 +3,564
Mar12 110517 21.60 21.84 21.10 21.75 +0.19 10,100 82,900 +618
May12 110517 21.59 21.71 21.00 21.66 +0.22 4,027 24,257 +48
Jul12 110517 21.47 21.72 21.00 21.66 +0.22 3,217 20,867 +1,210
Total Volume and Open Interest 92,933 586,948 +4,906
London Cocoa(LCE)
Jul11 110517 1869 1874 1847 1855 -14 3,749 74,606 +231
Sep11 110517 1893 1893 1870 1880 -13 1,798 30,791 +314
Dec11 110517 1911 1912 1894 1906 -13 1,010 30,336 -57
Mar12 110517 1937 1937 1920 1932 -12 586 30,393 +165
May12 110517 1951 1952 1941 1948 -13 447 9,846 +182
Jul12 110517 1955 1955 1955 1955 -17 16 4,239 +11
Sep12 110517 1962 1962 1962 1962 -20 0 3,040 +0
Total Volume and Open Interest 7,606 190,676 -1,571
London Sugar(LCE)
Aug11 110517 608.00 615.00 596.20 612.60 +5.60 2,629 24,512 +388
Oct11 110517 576.10 576.10 560.20 573.30 +1.20 807 7,879 -78
Dec11 110517 579.90 580.80 566.20 579.40 +1.20 84 3,776 +21
Mar12 110517 569.90 573.80 559.00 568.80 -1.20 93 2,325 +11
May12 110517 564.30 565.80 553.90 561.40 -3.00 22 1,365 -9
Total Volume and Open Interest 3,703 41,523 +354
Cotton(ICE)
Jul11 110517 152.05 157.86 150.83 155.04 +3.89 8,057 67,990 -379
Oct11 110517 133.49 135.24 133.49 134.30 +3.49 26 433 -23
Dec11 110517 118.93 122.20 117.00 121.13 +1.10 5,285 62,324 +67
Mar12 110517 115.00 115.00 113.17 113.90 +0.37 477 8,902 +92
May12 110517 110.05 110.42 108.88 109.70 +0.22 204 2,441 +107
Jul12 110517 108.05 108.05 107.03 107.37 -0.13 208 3,094 -52
Total Volume and Open Interest 14,355 147,560 -100
Lumber(CME)
Jul11 110517 231.4 232.9 222.1 222.5 -9.6 521 7,238 +153
Sep11 110517 250.3 250.4 241.1 244.0 -7.1 84 2,009 +4
Nov11 110517 250.8 251.3 243.6 247.0 -6.6 10 504 +8
Jan12 110517 272.0 272.0 266.0 266.0 -4.0 0 26 +0
Total Volume and Open Interest 615 9,780 -42
Crude Oil(NYM)
Jun11 110517 96.98 97.81 95.02 96.91 -0.46 367,717 191,189 -16,956
Jul11 110517 97.58 98.33 95.55 97.43 -0.42 129,392 363,444 +7,228
Aug11 110517 97.79 98.70 95.96 97.84 -0.41 39,968 90,516 -3,213
Sep11 110517 98.17 99.04 96.35 98.19 -0.40 27,227 88,770 +359
Oct11 110517 98.50 99.16 96.56 98.45 -0.38 10,099 45,311 +1,440
Nov11 110517 98.88 99.30 96.83 98.64 -0.37 6,631 38,586 +222
Dec11 110517 98.86 99.70 96.94 98.79 -0.35 35,447 189,923 -3,204
Jan12 110517 99.08 99.40 97.13 98.84 -0.33 3,250 38,430 +484
Feb12 110517 98.58 98.88 97.67 98.83 -0.32 1,197 22,607 +21
Mar12 110517 98.94 99.25 98.19 98.77 -0.31 1,790 29,000 +109
Apr12 110517 97.46 98.76 97.46 98.70 -0.30 1,087 15,658 -362
May12 110517 97.79 98.61 97.48 98.61 -0.30 1,112 16,065 -10
Jun12 110517 98.48 99.29 97.27 98.53 -0.29 4,623 74,133 +688
Jul12 110517 98.35 98.35 98.35 98.35 -0.26 437 21,165 +209
Aug12 110517 96.94 98.13 96.94 98.13 -0.22 374 13,623 +289
Sep12 110517 97.19 97.94 96.99 97.94 -0.19 338 13,816 +42
Total Volume and Open Interest 653,297 1,650,960 -12,535
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 110517 97.325 98.350 95.550 97.425 -0.425 1,513 1,028 +39
Aug11 110517 97.975 98.350 96.100 97.850 -0.400 222 317 +132
Sep11 110517 99.000 99.000 96.925 98.200 -0.400 129 178 +84
Oct11 110517 96.850 98.750 96.850 98.450 -0.375 0 43 +1
Nov11 110517 98.650 98.650 98.650 98.650 -0.350 0 18 +0
Dec11 110517 98.650 99.100 98.000 98.800 -0.350 9 317 +5
Jan12 110517 98.850 98.850 98.850 98.850 -0.325 0 6 +0
Feb12 110517 98.825 98.825 98.825 98.825 -0.325 0 7 +0
Total Volume and Open Interest 15,098 5,156 +146
Heating Oil(NYM)
Jun11 110517 286.00 289.67 280.71 284.51 -2.93 43,335 72,768 -2,912
Jul11 110517 287.33 291.00 282.21 285.88 -2.98 22,489 70,810 +2,795
Aug11 110517 289.34 291.91 283.83 287.40 -2.90 9,429 33,264 +484
Sep11 110517 290.78 291.93 285.74 289.21 -2.76 5,692 24,717 +279
Oct11 110517 292.95 293.23 287.60 290.96 -2.64 2,422 11,207 -20
Nov11 110517 293.50 294.50 289.00 292.74 -2.50 1,315 13,199 +287
Dec11 110517 296.36 298.70 290.70 294.39 -2.40 6,102 34,649 +1,107
Jan12 110517 297.31 297.40 292.57 296.06 -2.28 1,491 12,955 -352
Feb12 110517 297.51 298.40 293.00 296.56 -2.15 315 6,057 +82
Mar12 110517 296.71 296.71 293.12 295.80 -2.02 757 3,328 +122
Apr12 110517 291.59 294.17 290.50 293.85 -1.92 65 1,564 +35
May12 110517 290.00 292.77 289.49 292.25 -1.82 23 1,482 +2
Total Volume and Open Interest 95,486 312,140 +938
Gasoline(NYMEX)
Jun11 110517 291.64 295.20 284.28 291.93 -1.18 57,076 59,694 -3,630
Jul11 110517 288.19 292.25 282.16 288.42 -1.75 53,863 67,786 +2,383
Aug11 110517 286.30 289.30 280.28 285.71 -2.08 25,680 26,201 -1,208
Sep11 110517 284.89 286.94 278.52 283.33 -2.37 11,767 28,040 +171
Oct11 110517 274.00 274.00 266.01 270.16 -2.51 4,939 25,571 -278
Nov11 110517 269.21 269.21 264.14 267.38 -2.64 2,654 11,671 -464
Dec11 110517 267.41 270.12 262.10 266.21 -2.65 4,433 28,327 +643
Jan12 110517 268.19 268.28 263.54 266.63 -2.62 445 6,516 +27
Feb12 110517 269.00 269.00 265.17 268.11 -2.60 29 3,229 +1
Mar12 110517 269.62 269.62 269.62 269.62 -2.59 5 5,147 +0
Total Volume and Open Interest 160,960 280,015 -2,299
e-miNY RBOB Gasoline(NYM)
Jun11 110516 293.10 293.11 293.10 293.10 -14.30 0 3 +0
Jul11 110517 288.40 288.42 288.40 288.40 -1.80 2 3 +2
Aug11 110517 285.70 285.71 285.70 285.70 -2.10 0 1 +0
Sep11 110517 283.30 283.33 283.30 283.30 -2.40      
Total Volume and Open Interest 2 10 +2
Natural Gas(NYM)
Jun11 110517 4.285 4.328 4.160 4.182 -0.136 89,241 95,388 -5,684
Jul11 110517 4.358 4.389 4.223 4.246 -0.133 56,074 209,049 +1,704
Aug11 110517 4.401 4.430 4.274 4.294 -0.129 16,962 75,318 -1,121
Sep11 110517 4.420 4.455 4.298 4.321 -0.127 9,833 101,639 -269
Oct11 110517 4.470 4.500 4.349 4.371 -0.126 13,348 90,983 -411
Nov11 110517 4.646 4.657 4.524 4.543 -0.115 7,683 53,502 +1
Dec11 110517 4.870 4.878 4.743 4.765 -0.106 4,915 37,676 -109
Jan12 110517 4.965 4.994 4.857 4.881 -0.104 4,689 86,725 +297
Feb12 110517 4.983 4.983 4.859 4.873 -0.103 1,361 17,785 +161
Mar12 110517 4.890 4.916 4.789 4.815 -0.095 2,423 37,922 +48
Apr12 110517 4.755 4.755 4.667 4.691 -0.083 2,348 37,461 +115
May12 110517 4.757 4.757 4.697 4.715 -0.080 246 10,660 -113
Jun12 110517 4.788 4.788 4.738 4.755 -0.077 177 7,519 -94
Jul12 110517 4.868 4.868 4.786 4.802 -0.075 245 5,945 -4
Aug12 110517 4.918 4.918 4.800 4.829 -0.073 58 5,979 -3
Sep12 110517 4.891 4.891 4.823 4.839 -0.072 12 5,441 +4
Total Volume and Open Interest 209,912 960,607 -5,551
Brent Crude Oil(ICE)
Jul11 110517 110.42 111.82 108.07 109.99 -0.85 198,645 228,147 +9,347
Aug11 110517 109.85 111.41 107.75 109.62 -0.83 53,756 141,376 +4,220
Sep11 110517 109.84 110.98 107.37 109.19 -0.84 21,205 69,421 +2,659
Oct11 110517 109.45 110.58 107.02 108.79 -0.85 10,425 47,571 +1,166
Nov11 110517 109.42 110.25 106.77 108.48 -0.84 6,320 25,003 +889
Dec11 110517 108.57 109.97 106.41 108.19 -0.83 23,097 98,422 +753
Jan12 110517 109.05 109.45 106.40 107.97 -0.82 4,378 20,936 +1,391
Feb12 110517 108.80 109.20 106.20 107.75 -0.79 2,707 17,993 +434
Mar12 110517 108.54 108.76 105.97 107.51 -0.74 2,254 31,075 +196
Apr12 110517 107.25 107.25 107.24 107.24 -0.71 1,180 7,774 -298
May12 110517 106.95 106.95 106.95 106.95 -0.68 1,522 6,455 +398
Jun12 110517 107.78 108.22 105.10 106.65 -0.64 3,568 34,943 -4
Jul12 110517 106.33 106.33 106.33 106.33 -0.61 540 3,543 +218
Aug12 110517 105.98 105.98 105.98 105.98 -0.58 283 1,974 +69
Total Volume and Open Interest 502,990 892,681 -16,473
Gas Oil(ICE)
Jun11 110517 903.75 915.75 889.25 890.50 -33.50 75,227 144,160 -276
Jul11 110517 908.75 919.75 893.00 894.25 -33.50 46,827 82,890 +4,062
Aug11 110517 915.25 922.75 897.00 898.25 -33.25 16,861 45,677 -1,391
Sep11 110517 918.00 926.50 901.00 902.00 -33.00 5,794 49,776 -120
Oct11 110517 923.75 927.25 905.00 905.00 -32.75 4,073 32,172 +141
Nov11 110517 924.75 927.25 906.00 906.50 -32.25 3,267 23,311 -47
Dec11 110517 924.25 932.50 907.25 908.25 -32.00 17,550 55,563 +1,601
Jan12 110517 930.75 933.25 911.50 911.50 -31.50 907 25,338 -45
Feb12 110517 924.75 925.75 912.25 912.25 -31.25 848 7,582 -97
Mar12 110517 930.75 930.75 912.00 912.00 -31.00 1,135 5,838 +44
Total Volume and Open Interest 176,292 559,331 +4,833
Ethanol(CBOT)
May11 110504 2.620 2.628 2.595 2.621 +0.001 47 147 -144
Jun11 110517 2.554 2.587 2.545 2.584 +0.049 73 1,114 -1
Jul11 110517 2.549 2.594 2.545 2.587 +0.053 199 1,195 -23
Aug11 110517 2.538 2.588 2.538 2.586 +0.052 155 1,076 +14
Sep11 110517 2.501 2.554 2.495 2.545 +0.056 78 968 +20
Oct11 110517 2.413 2.462 2.412 2.457 +0.054 93 1,048 +35
Nov11 110517 2.387 2.408 2.387 2.406 +0.049 69 679 +41
Dec11 110517 2.376 2.398 2.376 2.389 +0.038 100 942 +30
Total Volume and Open Interest 872 7,914 +128
WTI Crude Oil(ICE
Jun11 110517 96.99 97.82 95.00 96.91 -0.46 89,138 55,578 -16,738
Jul11 110517 97.48 98.32 95.54 97.43 -0.42 49,437 93,062 +2,332
Aug11 110517 97.90 98.66 95.95 97.84 -0.41 16,357 35,124 -836
Sep11 110517 98.20 98.87 96.42 98.19 -0.40 11,274 38,007 -1,000
Oct11 110517 98.93 99.19 96.69 98.45 -0.38 2,758 18,568 -439
Nov11 110517 99.29 99.29 96.98 98.64 -0.37 2,131 15,115 -108
Dec11 110517 98.98 99.62 96.93 98.79 -0.35 11,732 78,683 -1,834
Jan12 110517 98.78 99.47 97.76 98.84 -0.33 888 11,292 -365
Feb12 110517 98.75 98.83 97.75 98.83 -0.32 252 3,575 -80
Mar12 110517 98.57 98.77 97.75 98.77 -0.31 517 11,777 -6
Apr12 110517 98.70 98.70 98.70 98.70 -0.30 291 4,461 +32
May12 110517 98.61 98.61 98.61 98.61 -0.30 212 2,325 -13
Jun12 110517 98.06 98.53 96.90 98.53 -0.29 488 26,326 +24
Jul12 110517 98.35 98.35 98.35 98.35 -0.26 0 1,644 +0
Aug12 110517 98.13 98.13 98.13 98.13 -0.22 0 886 +0
Sep12 110517 97.94 97.94 97.94 97.94 -0.19 0 4,291 +0
Total Volume and Open Interest 187,827 501,375 -14,270
US Dollar Index(ICE)
Jun11 110517 75.820 76.015 75.475 75.545 -0.105 45,826 55,028 -107
Sep11 110517 76.355 76.515 75.990 76.060 -0.090 350 1,028 -18
Dec11 110517 76.570 76.570 76.570 76.570 -0.080 0 2 +0
Total Volume and Open Interest 46,176 56,059 -125
Australian Dollar(CME)
Jun11 110517 105.34 105.96 104.68 105.83 +0.24 142,976 116,702 -4,169
Sep11 110517 104.35 104.49 103.43 104.49 +0.24 143 1,068 +24
Dec11 110517 103.26 103.26 102.99 103.26 +0.27 0 78 +0
Total Volume and Open Interest 143,119 117,850 -4,145
British Pound(CME)
Jun11 110517 161.98 162.99 161.69 162.44 +0.41 128,750 104,633 -6,044
Sep11 110517 161.68 162.71 161.50 162.21 +0.41 109 724 +61
Dec11 110517 161.96 161.96 161.56 161.96 +0.40 0 39 +0
Total Volume and Open Interest 128,859 105,401 -5,983
Canadian Dollar(CME)
Jun11 110517 102.51 102.84 102.04 102.73 +0.02 119,273 114,022 +705
Sep11 110517 102.24 102.55 101.76 102.47 +0.02 584 4,596 +248
Dec11 110517 101.93 102.21 101.57 102.21 +0.05 122 2,808 +100
Mar12 110517 101.55 101.88 101.39 101.88 +0.06 24 310 -10
Total Volume and Open Interest 120,004 121,930 +1,044
Japanese Yen(CME)
Jun11 110517 123.70 123.87 122.30 122.77 -1.07 116,693 103,488 +2,964
Sep11 110517 123.70 123.91 122.41 122.84 -1.07 909 3,109 +620
Dec11 110517 123.20 124.00 122.93 122.93 -1.07 1 222 -2
Total Volume and Open Interest 117,603 106,828 +3,582
Swiss Franc(CME)
Jun11 110517 113.06 113.70 112.59 113.58 +0.35 41,755 70,068 -271
Sep11 110517 113.19 113.73 112.86 113.63 +0.35 76 288 +0
Dec11 110517 113.78 113.78 113.32 113.68 +0.36 4 23 -1
Total Volume and Open Interest 41,835 70,381 -272
EuroFX(CME)
Jun11 110517 141.51 142.32 141.12 142.18 +0.38 390,026 249,385 +11,674
Sep11 110517 141.03 141.87 140.76 141.76 +0.38 1,084 4,293 +358
Dec11 110517 140.60 141.29 140.60 141.29 +0.39 1 115 +1
Total Volume and Open Interest 391,111 254,172 +12,033
Mexican Peso(CME)
May11 110516 853.8 853.8 851.8 853.8 +2.0      
Jun11 110517 847.5 851.8 845.2 850.2 +0.8 66,564 152,459 -1,607
Total Volume and Open Interest 66,611 152,688 -1,597
30-Year T-Bonds(CBOT)
Jun11 110517 125~000 125~170 125~000 125~140 +0~150      
Sep11 110517 123~220 124~140 123~130 124~060 +0~160 8,340 20,236 +3,031
Dec11 110517 122~160 122~260 122~070 122~230 +0~160 0 2 +0
Total Volume and Open Interest 407,433 712,586 +14,028
10-Year T-Notes(CBOT)
Jun11 110517 122~250 123~055 122~180 122~300 +0~060 1,456,846 1,804,766 +13,053
Sep11 110517 121~135 121~240 121~050 121~165 +0~065 28,460 41,225 +3,376
Dec11 110517 120~165 120~165 120~100 120~165 +0~065 0 6 +0
Total Volume and Open Interest 1,485,306 1,845,997 +16,429
5-Year T-Notes(CBOT)
Jun11 110517 119~054 119~084 119~035 119~066 +0~014      
Sep11 110517 118~036 118~060 118~014 118~044 +0~015 18,112 50,405 +7,753
Dec11 110517 117~068 117~068 117~053 117~068 +0~015      
Total Volume and Open Interest 730,751 1,545,441 +8,974
2 Year T-Notes(CBOT)
Jun11 110517 109~099 109~103 109~095 109~098 -0~001 257,921 1,014,966 -1,745
Sep11 110517 109~045 109~050 109~042 109~046 +0~001 12,800 31,868 +8,226
Dec11 110517 108~112 108~112 108~111 108~112 +0~001 0 20 +0
Total Volume and Open Interest 270,721 1,046,854 +6,481
Eurodollars(CME)
Jun11 110517 99.735 99.738 99.732 99.735 unch 144,221 926,329 -16,336
Sep11 110517 99.690 99.695 99.680 99.685 unch 307,411 1,407,779 +4,320
Dec11 110517 99.600 99.615 99.585 99.595 -0.005 343,274 1,642,437 -32,456
Mar12 110517 99.470 99.490 99.450 99.465 -0.005 316,243 1,601,060 -142
Jun12 110517 99.255 99.285 99.230 99.255 unch 346,055 1,363,968 -9,976
Sep12 110517 98.990 99.025 98.960 98.990 +0.005 248,615 737,186 +10,112
Dec12 110517 98.700 98.745 98.670 98.710 +0.015 236,181 529,077 -2,712
Mar13 110517 98.440 98.495 98.405 98.460 +0.025 212,841 377,793 +618
Jun13 110517 98.190 98.245 98.150 98.205 +0.030 179,587 267,610 -8,881
Sep13 110517 97.925 97.990 97.895 97.955 +0.035 108,448 244,768 +3,042
Dec13 110517 97.680 97.735 97.635 97.695 +0.040 70,563 183,932 +460
Mar14 110517 97.455 97.510 97.405 97.470 +0.045 60,297 174,348 +3,029
Jun14 110517 97.215 97.285 97.175 97.245 +0.050 20,373 101,604 -2,306
Sep14 110517 96.995 97.065 96.955 97.025 +0.055 13,563 59,059 +403
Dec14 110517 96.770 96.840 96.730 96.800 +0.055 10,725 70,375 +170
Mar15 110517 96.575 96.640 96.535 96.605 +0.055 11,956 50,327 +275
Jun15 110517 4.635 4.695 4.600 4.660 +0.055 6,307 42,727 +960
Sep15 110517 4.430 4.515 4.430 4.480 +0.050 5,667 38,180 +161
Total Volume and Open Interest 2,659,638 9,997,148 +9,997,148
30 Day Federal Funds(CBOT)
May11 110517 99.908 99.908 99.905 99.908 unch 2,502 77,617 -1,938
Jun11 110517 99.900 99.905 99.900 99.900 unch 2,697 63,948 +981
Jul11 110517 99.900 99.900 99.895 99.895 unch 880 51,092 -199
Aug11 110517 99.880 99.890 99.880 99.885 unch 1,225 54,289 -186
Sep11 110517 99.870 99.875 99.865 99.870 unch 729 42,545 -352
Oct11 110517 99.860 99.870 99.860 99.860 unch 1,456 54,329 -248
Total Volume and Open Interest 38,407 696,820 +2,126
30 Day Fed Funds(e-CBOT)
3-Mth Euro-Yen(CME)
Jun11 110517 99.673 99.673 99.673 99.673 unch 0 750 +0
Sep11 110517 99.680 99.680 99.680 99.680 unch      
Dec11 110517 99.683 99.683 99.683 99.683 unch 0 75 +0
Mar12 110517 99.670 99.670 99.670 99.670 unch      
Jun12 110517 99.680 99.680 99.680 99.680 unch      
Sep12 110517 99.610 99.610 99.610 99.610 unch      
Dec12 110517 99.570 99.570 99.570 99.570 unch      
Mar13 110517 99.570 99.570 99.570 99.570 unch      
Jun13 110517 99.525 99.525 99.525 99.525 unch      
Sep13 110517 99.385 99.385 99.385 99.385 unch      
Total Volume and Open Interest 0 825 +0
3-Mth Euro-Yen(SGX)
Jun11 110517 99.67 99.67 99.67 99.67 unch 0 6,003 +0
Sep11 110517 99.68 99.68 99.68 99.68 unch 2 1,466 +0
Dec11 110517 99.68 99.68 99.68 99.68 unch 0 1,957 +0
Mar12 110517 99.67 99.67 99.67 99.67 unch 0 3,877 +0
Jun12 110517 99.68 99.68 99.68 99.68 unch 0 1,254 +0
Sep12 110517 99.61 99.61 99.61 99.61 unch 0 411 +0
Dec12 110517 99.57 99.57 99.57 99.57 unch 0 24 +0
Mar13 110517 99.57 99.57 99.57 99.57 unch 0 1 +0
Total Volume and Open Interest 2 14,993 +0
Japanese Gov't Bonds(SGX)
Jun11 110517 140.71 140.77 140.48 140.48 -0.22 1,429 20,089 +616
Sep11 110517 140.55 140.65 140.27 140.27 -0.19 0 44 +0
Dec11 110517 138.18 138.18 138.18 138.18 -0.19      
Total Volume and Open Interest 1,429 20,133 +274
Euro-Bund(EUREX)
Jun11 110517 124.20 124.48 123.87 124.38 +0.25 955,846 1,006,642 -24,244
Sep11 110517 123.95 124.20 123.60 124.08 +0.22 3,822 25,158 +1,084
Dec11 110517 123.27 123.27 123.27 123.27 +0.29 35 0 +0
Total Volume and Open Interest 959,703 1,031,800 -23,160
Euro-Bobl(EUREX)
Jun11 110517 116.01 116.09 115.77 115.98 +0.27 814,418 795,459 -15,722
Sep11 110517 115.40 115.44 115.20 115.43 +0.04 5,113 38,908 +1,903
Dec11 110517 115.60 115.60 115.60 115.60 +0.07      
Total Volume and Open Interest 597,570 846,422 -9,191
3-Mth Euribor(EUREX)
Jun11 110517 98.485 98.490 98.485 98.485 +0.005 285 5,091 -272
Sep11 110517 98.175 98.190 98.175 98.180 +0.010 648 2,010 -253
Dec11 110517 97.995 97.995 97.995 97.995 +0.030 590 1,087 +8
Total Volume and Open Interest 1,783 10,878 -567
Long Gilt(LIFFE)
Jun11 110428 118~22 119~08 118~20 119~05 +0~25 128,847 372,773 +43,077
Sep11 110517 119~03 119~14 119~02 119~14 +0~06 33 61 +4
Total Volume and Open Interest 83,641 341,142 +511
3-Mth Short Sterling(LIFFE)
Jun11 110517 99.16 99.18 99.16 99.18 +0.01 26,523 426,472 -9,360
Sep11 110517 99.09 99.09 99.04 99.09 unch 28,348 434,792 -32,870
Dec11 110517 98.94 98.94 98.86 98.93 -0.01 45,425 443,986 -30,826
Mar12 110517 98.77 98.78 98.68 98.76 -0.01 52,391 378,688 -30,573
Jun12 110517 98.56 98.57 98.45 98.56 unch 48,306 322,486 -50,729
Sep12 110517 98.35 98.35 98.23 98.35 unch 38,941 207,746 -30,906
Total Volume and Open Interest 412,366 2,737,205 -188,071
3-Mth Euribor(LIFFE)
Jun11 110517 98.480 98.495 98.480 98.485 +0.005 103,707 679,822 -123,944
Sep11 110517 98.170 98.200 98.165 98.190 +0.020 159,096 606,093 -151,156
Dec11 110517 97.965 98.005 97.950 97.995 +0.030 144,040 601,193 -102,367
Total Volume and Open Interest 901,210 3,611,617 -679,595
3-Mth Aus T-Bills(SFE)
Jun11 110517 94.95 94.98 94.93 94.96 unch 15,446 177,263 +1,540
Sep11 110517 94.88 94.89 94.85 94.86 -0.02 24,759 215,917 +4,869
Dec11 110517 94.81 94.83 94.77 94.79 -0.03 16,296 142,826 -2,013
Mar12 110517 94.74 94.76 94.71 94.72 -0.03 2,306 80,226 -213
Jun12 110517 94.66 94.70 94.65 94.66 -0.04 2,871 53,314 +1,068
Sep12 110517 94.64 94.66 94.62 94.62 -0.04 1,445 52,515 +702
Dec12 110517 94.59 94.62 94.57 94.57 -0.04 1,192 27,000 +152
Mar13 110517 94.58 94.59 94.54 94.54 -0.04 177 18,037 +138
Jun13 110517 94.54 94.55 94.50 94.50 -0.04 21 1,882 +21
Sep13 110517 94.49 94.49 94.46 94.46 -0.05 0 1,137 +0
Total Volume and Open Interest 64,513 770,972 +6,264
10-Year Aus T-Bonds(SFE)
Jun11 110517 94.66 94.67 94.61 94.61 -0.06 38,359 440,825 +10,772
Sep11 110517 94.61 94.61 94.61 94.61 -0.06      
Total Volume and Open Interest 38,359 440,825 +10,772
3-Year Aus T-Bonds(SFE)
Jun11 110517 94.96 94.98 94.91 94.93 -0.02 167,378 595,135 -36,458
Sep11 110517 94.93 94.93 94.93 94.93 -0.03      
Total Volume and Open Interest 103,876 764,404 +13,362
Gold(CMX)
Jun11 110517 1490.0 1497.5 1471.1 1480.0 -10.6 184,884 271,519 -10,164
Aug11 110517 1491.1 1498.8 1472.6 1481.2 -10.6 21,828 104,637 +6,909
Oct11 110517 1492.3 1498.0 1475.4 1482.4 -10.6 574 6,467 +5
Dec11 110517 1493.7 1499.9 1475.0 1483.6 -10.5 10,426 60,050 +5,427
Feb12 110517 1500.5 1500.5 1477.5 1484.7 -10.6 435 7,196 +52
Apr12 110517 1496.1 1502.4 1478.0 1486.0 -10.6 152 4,766 +80
Jun12 110517 1488.4 1488.4 1482.5 1487.6 -10.7 190 10,958 +105
Aug12 110517 1488.7 1489.5 1487.8 1489.5 -10.8 0 2,993 +0
Oct12 110517 1491.9 1491.9 1491.9 1491.9 -10.8 0 3,376 +0
Dec12 110517 1500.0 1500.0 1486.6 1494.9 -11.0 164 12,361 +63
Feb13 110517 1498.0 1498.0 1498.0 1498.0 -11.0 0 155 +0
Total Volume and Open Interest 222,703 517,190 +4,044
Silver(CMX)
May11 110517 3375.0 3415.0 3338.5 3348.8 -64.1 297 325 +22
Jul11 110517 3358.0 3438.0 3296.0 3349.1 -64.1 114,371 65,595 +1,178
Sep11 110517 3369.5 3435.5 3299.5 3350.6 -64.1 1,644 8,574 -92
Dec11 110517 3368.0 3431.0 3299.0 3350.9 -64.0 2,738 23,351 +502
Mar12 110517 3370.0 3370.0 3307.0 3346.7 -64.0 84 3,508 +6
May12 110517 3343.1 3343.1 3343.1 3343.1 -64.0 73 1,034 -5
Jul12 110517 3320.0 3360.0 3320.0 3339.4 -64.0 31 1,701 -1
Total Volume and Open Interest 126,478 123,086 +1,873
Platinum(NYMEX)
Jul11 110517 1756.1 1780.5 1751.7 1761.0 +1.0 4,351 33,476 -397
Oct11 110517 1775.3 1775.5 1758.7 1764.3 +0.8 97 2,001 +11
Jan12 110517 1779.7 1779.7 1766.7 1766.7 +1.1 0 78 +0
Apr12 110517 1768.7 1768.7 1768.7 1768.7 +1.1 0 24 +0
Total Volume and Open Interest 4,449 35,593 -486
Palladium(NYMEX)
Jun11 110517 710.30 722.25 705.05 714.25 +0.75 3,456 15,942 -486
Sep11 110517 712.05 722.20 708.00 715.95 +0.75 477 3,907 +310
Dec11 110517 715.00 717.10 715.00 717.10 +0.75 1 471 +1
Total Volume and Open Interest 3,934 20,325 -175
Copper(CMX)
May11 110517 398.20 402.95 395.00 399.10 +0.80 294 1,320 -22
Jul11 110517 397.00 403.95 394.70 399.85 +0.80 42,049 67,847 +452
Sep11 110517 398.75 405.60 396.65 401.70 +0.85 2,468 23,629 -386
Dec11 110517 402.00 407.15 402.00 403.75 +1.05 823 13,306 -60
Mar12 110517 406.05 406.05 404.85 404.85 +1.15 119 3,533 +88
Total Volume and Open Interest 46,385 117,041 +62
DJIA Index(CBOT)
Jun11 110517 12490 12558 12355 12437 -72 302 23,657 -6
Sep11 110517 12366 12370 12366 12367 -72 0 15 +0
Dec11 110517 12300 12300 12296 12296 -72 0 1 +0
Mar12 110517 12236 12308 12236 12236 -72      
Total Volume and Open Interest 302 23,673 -6
S & P 500(CME)
Jun11 110517 1324.00 1331.90 1316.20 1325.40 -0.20 12,576 310,977 +1,385
Sep11 110517 1318.50 1322.20 1311.70 1320.00 -0.20 48 6,830 +29
Dec11 110517 1316.00 1316.70 1306.20 1314.40 -0.30 0 4,817 +0
Mar12 110517 1309.40 1311.70 1301.20 1309.40 -0.30      
Total Volume and Open Interest 12,624 322,629 +1,414
S & P 500 E-Mini(Globex)
Jun11 110517 1326.25 1327.00 1326.00 1326.75 +4.00      
Sep11 110517 1319.00 1326.00 1311.00 1320.00 -0.25 770 23,646 +63
Total Volume and Open Interest 2,236,217 2,677,356 +2,926
NASDAQ 100(CME)
Jun11 110517 2329.30 2345.50 2318.00 2337.30 +2.80 1,557 23,248 -273
Sep11 110517 2333.80 2336.50 2322.00 2333.80 +2.80 0 52 +0
Dec11 110517 2329.00 2333.00 2327.00 2330.30 +2.80      
Total Volume and Open Interest 1,557 23,300 -273
NASDAQ 100 E-Mini(Globex)
Jun11 110517 2333.80 2346.00 2318.30 2337.30 +2.80 300,837 370,719 -20,527
Sep11 110517 2324.50 2339.50 2315.30 2333.80 +2.80 220 1,175 +5
Total Volume and Open Interest 301,057 371,905 -20,520
S & P Midcap 400(CME)
Jun11 110517 976.00 978.00 971.00 976.30 -5.50 0 1,600 +0
Sep11 110517 974.10 974.60 974.10 974.10 -5.50      
Dec11 110517 972.50 973.00 972.50 972.50 -5.50      
Total Volume and Open Interest 0 1,600 +0
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Jun11 110517 9610 9610 9610 9610 +80      
Sep11 110517 9600 9645 9575 9645 +85 27 70 +27
Total Volume and Open Interest 10,001 47,845 -1,567
Nikkei 225(SGX)
Jun11 110517 9570 9625 9500 9570 +5 139,970 242,313 +6,802
Sep11 110517 9575 9585 9550 9565 +5 30 1,436 +3
Dec11 110517 9510 9510 9510 9510 +5 0 6,259 +0
Total Volume and Open Interest 140,076 252,151 +1,215
CAC 40(EURONEXT)
May11 110517 3951.5 3990.5 3917.0 3927.0 -48.0 151,520 324,497 -15,013
Jun11 110517 3910.5 3947.5 3876.0 3885.0 -47.5 1,784 131,280 +1,119
Jul11 110517 3883.0 3883.0 3883.0 3883.0 -48.5      
Total Volume and Open Interest 153,304 455,778 -13,894
Hang Seng Index(HKFE)
May11 110517 22770 22889 22660 22786 +10 86,210 83,436 +972
Jun11 110517 22600 22740 22513 22638 +5 2,455 9,879 +543
Total Volume and Open Interest 89,210 95,159 +1,480
DAX(EUREX)
Jun11 110517 7342.0 7377.5 7251.5 7298.5 -91.0 157,570 178,295 -3,553
Sep11 110517 7385.0 7390.0 7279.5 7320.0 -94.5 536 6,227 +26
Dec11 110517 7409.5 7422.0 7320.0 7351.5 -96.5 78 1,260 +42
Total Volume and Open Interest 158,184 185,782 -3,485
FT-SE 100(EURONEXT)
Jun11 110517 5847.00 5924.50 5831.50 5853.50 -51.00 107,402 625,206 -54,569
Sep11 110517 5823.50 5877.00 5804.00 5818.00 -51.00 117 2,286 +53
Dec11 110517 5835.50 5835.50 5795.50 5795.50 -51.00 1 252 +1
Total Volume and Open Interest 107,520 627,834 -54,515
SPI 200(SFE)
Jun11 110517 4667.0 4698.0 4647.0 4688.0 +19.0 33,257 201,216 +6,215
Sep11 110517 4670.0 4681.0 4647.0 4677.0 +18.0 14 3,677 +0
Dec11 110517 4697.0 4697.0 4697.0 4697.0 +17.0 1 2,514 -1
Total Volume and Open Interest 34,093 210,646 +6,667
GSCI(CME)
Jun11 110517 16.89 19.89 7.39 19.89 -0.75 907 10,547 +675
Jul11 110517 14.64 19.69 6.39 18.39 -1.25 1 0 -1
Aug11 110517 14.64 20.19 6.39 18.39 -1.75      
Total Volume and Open Interest 1,495 13,895  
Reuters CCI(ICE)
Jun11 110517 337.30 337.30 337.30 337.30 +0.30      
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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