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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 Wed May 18, 2011
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jul11 110518 1340.75 1388.00 1340.75 1379.50 +38.50 68,277 245,178 -2,006
Aug11 110518 1336.25 1380.50 1336.25 1372.75 +36.50 8,766 23,320 +98
Sep11 110518 1329.50 1370.00 1328.25 1363.00 +34.75 1,766 16,687 -137
Nov11 110518 1320.00 1360.25 1320.00 1353.25 +32.75 23,358 196,728 -2,436
Jan12 110518 1331.25 1368.25 1331.25 1362.50 +32.00 776 24,181 -63
Mar12 110518 1341.50 1371.50 1334.00 1365.50 +31.50 733 13,644 -148
May12 110518 1334.50 1365.00 1334.00 1359.00 +27.50 977 11,050 +150
Total Volume and Open Interest 105,469 546,858 -4,457
Soybean Meal(CBOT)
Jul11 110518 350.80 363.90 350.00 361.00 +10.60 28,597 96,563 -71
Aug11 110518 350.80 363.40 350.00 360.40 +10.00 5,744 34,523 +214
Sep11 110518 349.70 361.00 348.70 358.00 +9.30 2,214 17,843 +301
Oct11 110518 345.50 354.20 343.70 351.60 +8.40 1,727 15,661 +94
Dec11 110518 343.90 354.50 343.00 351.60 +8.30 5,091 51,366 +40
Jan12 110518 351.50 355.10 345.00 353.10 +8.10 150 3,976 +21
Mar12 110518 348.70 357.10 345.50 355.20 +7.90 57 3,687 -15
May12 110518 354.00 355.50 352.90 353.40 +7.00 540 3,475 +114
Total Volume and Open Interest 44,274 231,705 +702
Soybean Oil(CBOT)
Jul11 110518 56.20 57.68 56.20 57.30 +1.26 43,115 148,640 +450
Aug11 110518 56.36 57.91 56.36 57.52 +1.25 4,201 31,089 +316
Sep11 110518 56.75 58.17 56.75 57.78 +1.24 3,291 22,668 -415
Oct11 110518 57.23 58.31 57.09 57.94 +1.23 1,680 14,694 +54
Dec11 110518 57.11 58.68 57.11 58.32 +1.24 9,611 77,474 +950
Jan12 110518 58.20 58.81 58.10 58.51 +1.21 184 5,701 +165
Mar12 110518 58.49 58.97 58.36 58.61 +1.21 10 4,686 +5
May12 110518 58.66 58.74 58.47 58.61 +1.14 175 3,798 +52
Total Volume and Open Interest 62,306 311,456 +1,585
Canola(WCE)
May11 110513 545.8 545.8 545.8 545.8 -5.2      
Jul11 110518 563.9 580.7 563.9 572.1 +10.2 5,537 76,146 -492
Nov11 110518 567.0 583.9 567.0 576.8 +9.7 2,482 77,185 +640
Jan12 110518 579.6 590.9 579.5 583.9 +9.4 177 7,255 -43
Mar12 110518 580.0 593.0 580.0 588.7 +8.7 171 1,274 +21
Total Volume and Open Interest 8,472 164,173 +117
Corn(CBOT)
Jul11 110518 721.75 750.25 721.50 749.75 +29.50 138,184 607,813 -7,921
Sep11 110518 693.00 721.25 693.00 717.50 +24.75 32,531 164,168 +2,319
Dec11 110518 653.00 676.50 652.75 672.75 +19.50 64,234 448,850 -1,551
Mar12 110518 662.75 686.00 660.25 682.25 +18.75 5,961 76,579 -516
May12 110518 670.00 692.00 670.00 689.25 +18.25 2,020 17,677 +27
Jul12 110518 675.75 698.25 675.75 694.75 +18.00 2,275 41,166 -68
Total Volume and Open Interest 247,074 1,415,587 -7,616
Wheat(CBOT)
Jul11 110518 768.25 822.25 767.00 817.00 +53.00 41,678 219,324 +1,940
Sep11 110518 810.50 864.50 810.00 858.50 +51.25 7,668 73,632 -395
Dec11 110518 861.00 908.50 858.25 902.75 +44.50 12,304 96,238 -1,543
Mar12 110518 896.00 936.50 895.00 929.75 +35.00 2,116 19,967 +623
May12 110518 908.25 944.00 908.25 940.00 +34.25 1,886 6,321 +1,020
Total Volume and Open Interest 67,696 458,316 +1,705
Wheat(KCBT)
Jul11 110518 896.75 947.00 895.00 938.00 +43.50 9,362 82,818 -501
Sep11 110518 914.50 963.00 912.25 953.50 +41.50 2,543 32,849 +166
Dec11 110518 939.50 982.75 936.75 971.50 +35.50 3,385 40,732 +348
Mar12 110518 951.00 992.00 951.00 981.50 +31.50 312 6,497 +98
May12 110518 972.00 986.00 962.50 977.50 +28.50 12 772 +0
Total Volume and Open Interest 15,786 172,036 +131
Wheat(MGE)
May11 110513 911.75 911.75 911.75 911.75 -7.50 8 1,022 -8
Jul11 110518 936.25 996.25 936.25 996.25 +60.00 1,750 19,737 +35
Sep11 110518 939.25 988.50 937.75 983.75 +47.00 796 16,535 -138
Dec11 110518 948.00 994.75 946.75 988.00 +42.50 529 12,851 -35
Mar12 110518 958.50 1000.00 958.50 995.00 +37.75 178 2,621 -27
Total Volume and Open Interest 3,423 54,933 -96
Oats(CBOT)
Jul11 110518 357.00 375.25 357.00 367.00 +10.00 737 8,579 -94
Sep11 110518 374.00 376.50 364.50 374.50 +10.00 9 304 +5
Dec11 110518 372.50 385.75 372.00 378.00 +6.00 145 3,352 +50
Mar12 110518 389.00 397.50 384.00 390.00 +6.00 0 21 +0
Total Volume and Open Interest 891 12,257 -39
Rough Rice(CBOT)
May11 110513 13.80 13.80 13.78 13.80 +0.02 1 24 +0
Jul11 110518 14.40 14.89 14.39 14.89 +0.50 574 15,361 +6
Sep11 110518 15.39 15.77 15.39 15.77 +0.50 243 5,319 +14
Nov11 110518 15.89 16.09 15.89 16.09 +0.50 126 1,524 +29
Total Volume and Open Interest 953 22,757 +59
Live Cattle(CME)
Jun11 110518 107.650 108.100 106.000 106.250 -1.500 15,015 81,069 -2,803
Aug11 110518 109.300 110.285 108.480 109.180 -0.120 13,107 122,566 +1,824
Oct11 110518 114.800 115.850 113.850 114.785 -0.065 4,002 76,040 +414
Dec11 110518 117.330 118.480 116.450 117.500 +0.170 2,677 47,813 -28
Feb12 110518 118.100 119.300 117.500 118.150 +0.050 676 12,518 +59
Apr12 110518 119.000 120.050 118.450 119.500 +0.500 267 5,685 -6
Total Volume and Open Interest 35,782 346,941 -517
Feeder Cattle(CME)
May11 110518 127.450 127.785 126.600 127.100 -0.550 812 3,855 -231
Aug11 110518 130.250 130.300 127.980 128.000 -1.935 2,150 23,805 -152
Sep11 110518 131.285 131.300 129.000 129.035 -2.095 207 4,969 +43
Oct11 110518 131.435 131.735 129.735 130.000 -1.700 261 4,139 -7
Nov11 110518 131.300 131.650 130.000 130.300 -1.350 94 1,594 +10
Jan12 110518 130.200 130.650 129.250 130.100 -0.900 22 478 +5
Mar12 110518 130.000 130.500 130.000 130.500 -1.500 2 37 +0
Total Volume and Open Interest 3,548 38,879 -332
Lean Hogs(CME)
Jun11 110518 93.080 93.250 91.180 91.650 -2.235 16,670 43,343 -1,482
Jul11 110518 92.300 92.500 90.700 91.550 -1.485 10,104 58,160 +2,613
Aug11 110518 93.330 93.430 91.850 93.050 -0.850 4,665 40,000 +57
Oct11 110518 86.000 86.350 84.700 86.300 -0.280 1,995 40,252 +52
Dec11 110518 82.800 83.580 81.635 83.500 -0.080 1,482 30,153 -7
Feb12 110518 84.550 85.000 83.450 84.900 -0.430 88 7,964 -51
Apr12 110518 85.900 86.300 84.285 86.150 -0.350 24 4,554 +3
May12 110518 90.250 90.250 88.785 90.000 -0.750 2 161 +0
Total Volume and Open Interest 35,038 226,889 +1,180
Class III Milk(CME)
May11 110518 16.43 16.44 16.40 16.43 +0.01 38 5,449 +139
Jun11 110518 17.30 17.45 17.21 17.42 +0.18 142 4,718 +146
Jul11 110518 17.95 18.18 17.90 18.10 +0.16 88 3,705 +162
Aug11 110518 17.95 18.10 17.95 18.07 +0.09 70 3,552 +132
Sep11 110518 18.00 18.13 17.97 18.09 +0.11 44 3,557 +117
Total Volume and Open Interest 504 32,551 +866
Cocoa(ICE)
Jul11 110518 2983 3024 2976 2995 +15 6,029 66,710 -546
Sep11 110518 3007 3038 2992 3011 +17 1,255 28,283 +60
Dec11 110518 3041 3050 3021 3041 +17 411 26,650 -161
Mar12 110518 3095 3096 3075 3096 +18 468 23,540 +93
May12 110518 3075 3095 3075 3095 +18 279 6,048 +66
Jul12 110518 3091 3091 3091 3091 +19 140 1,954 +44
Sep12 110518 3092 3092 3092 3092 +20 83 2,186 -26
Total Volume and Open Interest 8,723 158,158 -460
Coffee "C"(ICE)
May11 110518 268.00 268.45 268.00 268.45 +3.35 31 147 -51
Jul11 110518 268.15 274.95 267.70 270.05 +3.95 13,017 59,659 -2,044
Sep11 110518 270.10 277.65 270.10 272.95 +3.95 3,619 23,343 +919
Dec11 110518 274.90 281.00 274.90 276.35 +3.95 1,122 19,924 +187
Mar12 110518 279.20 281.95 277.30 277.95 +4.15 110 4,907 +32
May12 110518 279.70 281.75 278.65 278.65 +4.30 39 2,876 +20
Total Volume and Open Interest 17,991 113,048 -928
Orange Juice(ICE)
Jul11 110518 181.55 183.35 179.85 180.50 -1.40 1,664 25,687 +522
Sep11 110518 175.95 175.95 173.30 174.00 -0.15 295 4,440 +179
Nov11 110518 172.25 172.25 168.90 170.05 unch 84 1,810 +19
Jan12 110518 167.75 167.75 167.75 167.75 +0.10 23 236 -6
Mar12 110518 165.75 165.75 165.75 165.75 +0.75 20 113 +2
May12 110518 164.50 164.50 164.50 164.50 +0.75 20 40 +0
Total Volume and Open Interest 2,106 32,390 +716
Sugar #11(ICE)
Jul11 110518 22.00 22.95 21.97 22.85 +0.92 42,461 268,695 -2,427
Oct11 110518 21.71 22.40 21.64 22.27 +0.65 31,376 146,040 +1,406
Mar12 110518 21.75 22.38 21.74 22.27 +0.52 12,467 86,357 +3,457
May12 110518 21.66 22.19 21.64 22.12 +0.46 1,752 24,417 +160
Jul12 110518 21.58 22.08 21.58 22.02 +0.36 1,183 20,728 -139
Total Volume and Open Interest 90,037 589,852 +2,904
London Cocoa(LCE)
Jul11 110518 1863 1873 1854 1865 +10 4,546 73,851 -755
Sep11 110518 1889 1898 1881 1892 +12 1,749 31,315 +524
Dec11 110518 1912 1927 1906 1921 +15 1,949 30,422 +86
Mar12 110518 1940 1951 1932 1943 +11 1,388 31,037 +644
May12 110518 1953 1967 1953 1958 +10 448 9,929 +83
Jul12 110518 1966 1966 1966 1966 +11 81 4,257 +18
Sep12 110518 1973 1973 1973 1973 +11 32 3,033 -7
Total Volume and Open Interest 10,193 191,269 +593
London Sugar(LCE)
Aug11 110518 618.00 634.70 618.00 633.00 +20.40 1,000 24,626 +114
Oct11 110518 577.80 594.40 577.50 592.00 +18.70 716 7,790 -89
Dec11 110518 582.50 594.80 582.50 592.30 +12.90 280 3,913 +137
Mar12 110518 571.40 585.90 571.40 581.80 +13.00 218 2,391 +66
May12 110518 570.00 576.90 567.80 574.00 +12.60 41 1,393 +28
Total Volume and Open Interest 2,257 41,779 +256
Cotton(ICE)
Jul11 110518 155.46 160.80 155.30 159.86 +4.82 7,981 68,243 +253
Oct11 110518 135.10 136.87 135.10 135.98 +1.68 11 421 -12
Dec11 110518 121.25 123.50 120.75 122.98 +1.85 4,616 61,931 -393
Mar12 110518 114.80 115.59 113.73 114.97 +1.07 330 9,007 +105
May12 110518 110.20 110.80 109.50 110.06 +0.36 21 2,437 -4
Jul12 110518 107.90 108.18 106.50 106.86 -0.51 22 3,094 +0
Total Volume and Open Interest 13,005 147,514 -46
Lumber(CME)
Jul11 110518 220.1 232.5 216.5 224.5 +2.0 187 7,206 -32
Sep11 110518 240.0 251.6 238.6 247.2 +3.2 62 2,025 +16
Nov11 110518 243.1 250.0 240.8 249.0 +2.0 14 511 +7
Jan12 110518 264.0 266.5 260.0 266.0 unch 6 30 +4
Total Volume and Open Interest 269 9,775 -5
Crude Oil(NYM)
Jun11 110518 97.57 100.99 97.46 100.10 +3.19 335,318 165,081 -26,108
Jul11 110518 98.18 101.42 97.97 100.56 +3.13 171,276 372,506 +9,062
Aug11 110518 98.28 101.72 98.28 100.89 +3.05 32,201 90,941 +425
Sep11 110518 98.89 101.92 98.79 101.16 +2.97 25,325 88,220 -550
Oct11 110518 99.25 102.09 99.15 101.33 +2.88 9,999 45,392 +81
Nov11 110518 99.75 102.21 99.25 101.44 +2.80 9,845 37,483 -1,103
Dec11 110518 99.66 102.32 99.29 101.52 +2.73 47,357 189,050 -873
Jan12 110518 99.38 102.00 99.38 101.52 +2.68 3,726 38,812 +382
Feb12 110518 99.60 101.94 99.58 101.46 +2.63 1,730 22,835 +228
Mar12 110518 99.27 101.43 99.26 101.36 +2.59 2,228 29,459 +459
Apr12 110518 101.15 101.32 101.10 101.25 +2.55 1,023 15,889 +231
May12 110518 99.52 101.44 99.52 101.14 +2.53 2,110 16,265 +200
Jun12 110518 99.33 101.62 99.33 101.02 +2.49 7,126 74,778 +645
Jul12 110518 100.81 100.81 100.81 100.81 +2.46 921 21,248 +83
Aug12 110518 100.56 100.56 100.56 100.56 +2.43 414 13,866 +243
Sep12 110518 100.33 100.33 100.33 100.33 +2.39 170 13,922 +106
Total Volume and Open Interest 678,592 1,629,846 -21,114
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 110518 98.125 101.425 98.050 100.550 +3.125 2,696 1,293 +265
Aug11 110518 98.475 101.575 98.475 100.900 +3.050 72 334 +17
Sep11 110518 99.675 101.750 99.675 101.150 +2.950 1 178 +0
Oct11 110518 98.950 101.450 98.950 101.325 +2.875 0 43 +0
Nov11 110518 101.450 101.450 101.450 101.450 +2.800 0 18 +0
Dec11 110518 101.750 101.750 100.950 101.525 +2.725 6 316 -1
Jan12 110518 101.525 101.525 101.525 101.525 +2.675 0 6 +0
Feb12 110518 101.450 101.450 101.450 101.450 +2.625 0 7 +0
Total Volume and Open Interest 11,259 5,153 -3
Heating Oil(NYM)
Jun11 110518 287.58 292.36 286.59 290.59 +6.08 50,807 69,117 -3,651
Jul11 110518 289.34 293.60 288.08 291.93 +6.05 26,368 73,601 +2,791
Aug11 110518 289.85 295.00 289.55 293.41 +6.01 11,833 33,379 +115
Sep11 110518 292.00 296.63 292.00 295.13 +5.92 6,743 24,745 +28
Oct11 110518 293.32 298.19 293.32 296.78 +5.82 2,784 11,413 +206
Nov11 110518 295.92 299.57 295.44 298.46 +5.72 2,210 13,726 +527
Dec11 110518 296.25 301.59 296.25 300.06 +5.67 10,416 35,070 +421
Jan12 110518 298.55 302.30 298.55 301.66 +5.60 2,366 14,159 +1,204
Feb12 110518 300.22 302.24 300.22 302.10 +5.54 137 6,135 +78
Mar12 110518 299.30 301.28 299.30 301.28 +5.48 62 3,316 -12
Apr12 110518 297.46 300.31 297.46 299.25 +5.40 207 1,695 +131
May12 110518 297.57 297.57 297.57 297.57 +5.32 527 1,629 +147
Total Volume and Open Interest 116,462 314,420 +2,280
Gasoline(NYMEX)
Jun11 110518 293.11 297.75 292.76 295.55 +3.62 60,452 55,752 -3,942
Jul11 110518 290.30 294.67 289.00 292.60 +4.18 60,670 70,445 +2,659
Aug11 110518 287.41 292.16 286.80 290.33 +4.62 33,024 26,256 +55
Sep11 110518 285.50 289.52 284.33 288.15 +4.82 17,589 28,637 +597
Oct11 110518 272.91 276.60 272.77 275.23 +5.07 11,949 23,117 -2,454
Nov11 110518 269.65 273.50 268.72 272.57 +5.19 6,531 11,684 +13
Dec11 110518 267.38 272.50 267.38 271.39 +5.18 10,880 27,355 -972
Jan12 110518 270.50 272.39 270.30 271.81 +5.18 1,364 6,715 +199
Feb12 110518 274.00 274.00 273.32 273.32 +5.21 567 3,435 +206
Mar12 110518 273.75 274.86 273.75 274.86 +5.24 333 5,110 -37
Total Volume and Open Interest 204,499 276,830 -3,185
e-miNY RBOB Gasoline(NYM)
Jun11 110518 295.60 295.60 295.55 295.60 +2.50 0 3 +0
Jul11 110518 292.60 292.60 292.60 292.60 +4.20 0 3 +0
Aug11 110518 290.30 290.33 290.30 290.30 +4.60 0 1 +0
Sep11 110518 288.20 288.20 288.15 288.20 +4.90      
Total Volume and Open Interest 0 10 +0
Natural Gas(NYM)
Jun11 110518 4.189 4.241 4.180 4.198 +0.016 113,114 87,793 -7,595
Jul11 110518 4.250 4.305 4.246 4.266 +0.020 70,382 210,704 +1,655
Aug11 110518 4.304 4.353 4.300 4.316 +0.022 14,529 75,453 +135
Sep11 110518 4.349 4.378 4.328 4.344 +0.023 10,078 100,824 -815
Oct11 110518 4.389 4.430 4.374 4.393 +0.022 15,618 91,341 +358
Nov11 110518 4.598 4.598 4.546 4.562 +0.019 6,385 53,138 -364
Dec11 110518 4.800 4.807 4.770 4.786 +0.021 4,331 37,886 +210
Jan12 110518 4.900 4.928 4.887 4.903 +0.022 8,344 86,441 -284
Feb12 110518 4.900 4.927 4.880 4.895 +0.022 4,237 19,223 +1,438
Mar12 110518 4.850 4.857 4.829 4.840 +0.025 2,855 38,147 +225
Apr12 110518 4.733 4.733 4.704 4.719 +0.028 2,280 37,626 +165
May12 110518 4.751 4.751 4.740 4.743 +0.028 344 10,537 -123
Jun12 110518 4.789 4.789 4.759 4.783 +0.028 487 7,807 +288
Jul12 110518 4.840 4.840 4.818 4.830 +0.028 138 5,945 +0
Aug12 110518 4.850 4.857 4.850 4.857 +0.028 54 5,974 -5
Sep12 110518 4.871 4.871 4.850 4.867 +0.028 68 5,469 +28
Total Volume and Open Interest 253,975 955,823 -4,784
Brent Crude Oil(ICE)
Jul11 110518 110.56 113.10 110.42 112.30 +2.31 221,418 238,609 +10,462
Aug11 110518 110.29 112.70 110.10 111.89 +2.27 73,010 139,876 -1,500
Sep11 110518 110.09 112.21 109.68 111.44 +2.25 31,584 70,876 +1,455
Oct11 110518 109.49 111.82 109.24 111.02 +2.23 14,399 47,862 +291
Nov11 110518 109.36 111.46 108.92 110.68 +2.20 9,927 25,569 +566
Dec11 110518 108.87 111.16 108.62 110.37 +2.18 35,681 96,713 -1,709
Jan12 110518 109.14 110.12 108.84 110.12 +2.15 4,662 21,387 +451
Feb12 110518 108.71 110.15 108.47 109.87 +2.12 3,775 18,445 +452
Mar12 110518 108.41 109.88 108.21 109.60 +2.09 3,022 31,127 +52
Apr12 110518 109.40 109.40 109.29 109.29 +2.05 514 7,700 -74
May12 110518 108.97 108.97 108.97 108.97 +2.02 711 6,225 -230
Jun12 110518 107.57 109.42 107.35 108.65 +2.00 2,255 34,604 -339
Jul12 110518 108.30 108.30 108.30 108.30 +1.97 185 3,440 -103
Aug12 110518 107.92 107.92 107.92 107.92 +1.94 127 1,998 +24
Total Volume and Open Interest 407,925 869,698 -22,983
Gas Oil(ICE)
Jun11 110518 908.00 925.25 906.50 914.75 +24.25 70,695 138,530 -5,630
Jul11 110518 910.50 929.00 910.25 918.50 +24.25 63,915 88,883 +5,993
Aug11 110518 916.75 932.25 914.25 922.00 +23.75 29,487 46,457 +780
Sep11 110518 920.50 935.75 918.00 925.50 +23.50 10,543 48,184 -1,592
Oct11 110518 922.25 935.75 921.00 928.25 +23.25 3,850 33,148 +976
Nov11 110518 928.50 939.00 925.50 929.75 +23.25 2,758 22,903 -408
Dec11 110518 926.00 941.50 925.00 931.25 +23.00 16,480 54,525 -1,038
Jan12 110518 927.00 940.25 927.00 934.25 +22.75 2,847 24,827 -511
Feb12 110518 933.25 936.00 933.25 935.00 +22.75 964 7,294 -288
Mar12 110518 933.00 935.75 933.00 934.75 +22.75 1,196 5,960 +122
Total Volume and Open Interest 209,635 559,136 -195
Ethanol(CBOT)
May11 110504 2.620 2.628 2.595 2.621 +0.001 47 147 -144
Jun11 110518 2.617 2.654 2.617 2.648 +0.064 213 1,041 -73
Jul11 110518 2.620 2.655 2.620 2.649 +0.062 235 1,181 -14
Aug11 110518 2.620 2.653 2.617 2.644 +0.058 62 1,090 +14
Sep11 110518 2.577 2.604 2.571 2.600 +0.055 111 954 -14
Oct11 110518 2.485 2.511 2.483 2.505 +0.048 56 1,063 +15
Nov11 110518 2.430 2.447 2.425 2.444 +0.038 42 674 -5
Dec11 110518 2.420 2.430 2.420 2.424 +0.035 45 945 +3
Total Volume and Open Interest 914 7,899 -15
WTI Crude Oil(ICE
Jun11 110518 97.65 100.98 97.61 100.10 +3.19 56,338 43,841 -11,737
Jul11 110518 98.10 101.42 98.04 100.56 +3.13 66,117 91,927 -1,135
Aug11 110518 98.64 101.68 98.50 100.89 +3.05 12,051 37,917 +2,793
Sep11 110518 98.90 101.93 98.84 101.16 +2.97 9,421 40,144 +2,137
Oct11 110518 99.74 102.05 99.40 101.33 +2.88 3,973 18,611 +43
Nov11 110518 99.99 102.17 99.56 101.44 +2.80 4,843 15,636 +521
Dec11 110518 99.33 102.29 99.33 101.52 +2.73 16,838 80,981 +2,298
Jan12 110518 100.23 102.04 99.73 101.52 +2.68 777 11,211 -81
Feb12 110518 100.19 101.95 100.19 101.46 +2.63 325 3,564 -11
Mar12 110518 101.36 101.36 101.36 101.36 +2.59 351 11,802 +25
Apr12 110518 101.25 101.25 101.25 101.25 +2.55 136 4,422 -39
May12 110518 101.14 101.14 101.14 101.14 +2.53 183 2,333 +8
Jun12 110518 99.68 101.72 99.50 101.02 +2.49 914 26,145 -181
Jul12 110518 100.81 100.81 100.81 100.81 +2.46 109 1,750 +106
Aug12 110518 100.56 100.56 100.56 100.56 +2.43 5 886 +0
Sep12 110518 100.33 100.33 100.33 100.33 +2.39 5 4,296 +5
Total Volume and Open Interest 175,997 495,998 -5,377
US Dollar Index(ICE)
Jun11 110518 75.415 75.735 75.230 75.632 +0.088 36,278 56,189 +1,161
Sep11 110518 75.940 76.200 75.800 76.132 +0.073 288 1,090 +62
Dec11 110518 76.643 76.643 76.643 76.643 +0.073 0 2 +0
Total Volume and Open Interest 36,566 57,282 +1,223
Australian Dollar(CME)
Jun11 110518 105.85 106.31 105.34 105.78 -0.05 113,465 114,000 -2,702
Sep11 110518 104.54 104.66 104.07 104.44 -0.05 73 1,035 -33
Dec11 110518 103.21 103.26 103.21 103.21 -0.05 0 78 +0
Total Volume and Open Interest 113,538 115,115 -2,735
British Pound(CME)
Jun11 110518 162.39 162.82 160.99 161.38 -1.06 90,672 106,927 +2,294
Sep11 110518 162.22 162.22 160.93 161.16 -1.05 306 693 -31
Dec11 110518 160.91 161.96 160.91 160.91 -1.05 0 39 +0
Total Volume and Open Interest 90,978 107,664 +2,263
Canadian Dollar(CME)
Jun11 110518 102.83 103.06 102.39 102.75 +0.02 91,697 114,851 +829
Sep11 110518 102.55 102.75 102.20 102.50 +0.03 524 4,465 -131
Dec11 110518 102.00 102.44 101.97 102.25 +0.04 25 2,827 +19
Mar12 110518 101.87 101.93 101.87 101.93 +0.05 6 316 +6
Total Volume and Open Interest 92,252 122,653 +723
Japanese Yen(CME)
Jun11 110518 122.85 123.57 122.36 122.58 -0.19 86,642 103,754 +266
Sep11 110518 122.77 123.60 122.47 122.64 -0.20 627 3,132 +23
Dec11 110518 123.30 123.30 122.74 122.74 -0.19 0 224 +2
Total Volume and Open Interest 87,269 107,119 +291
Swiss Franc(CME)
Jun11 110518 113.62 113.86 113.08 113.48 -0.10 37,370 69,675 -393
Sep11 110518 113.88 113.89 113.18 113.54 -0.09 56 287 -1
Dec11 110518 113.59 113.68 113.59 113.59 -0.09 3 23 +0
Total Volume and Open Interest 37,429 69,987 -394
EuroFX(CME)
Jun11 110518 142.25 142.79 141.86 142.16 -0.02 313,519 251,022 +1,637
Sep11 110518 141.88 142.34 141.47 141.74 -0.02 793 4,419 +126
Dec11 110518 141.27 141.29 141.27 141.27 -0.02 3 116 +1
Total Volume and Open Interest 314,317 255,936 +1,764
Mexican Peso(CME)
Jun11 110518 851.0 852.2 847.8 850.0 -0.2 31,540 151,978 -481
Jul11 110518 848.2 848.5 848.2 848.2 -0.2      
Total Volume and Open Interest 31,540 152,207 -481
30-Year T-Bonds(CBOT)
Jun11 110518 125~250 125~250 124~230 124~230 -0~230      
Sep11 110518 124~060 124~200 123~070 123~140 -0~240 3,478 21,427 +1,191
Dec11 110518 121~310 122~230 121~310 121~310 -0~240 0 2 +0
Total Volume and Open Interest 255,082 718,614 +6,028
10-Year T-Notes(CBOT)
Jun11 110518 122~305 123~055 122~125 122~170 -0~130 792,300 1,818,094 +13,328
Sep11 110518 121~170 121~235 120~310 121~030 -0~135 17,160 48,842 +7,617
Dec11 110518 120~030 120~165 120~030 120~030 -0~135 0 6 +0
Total Volume and Open Interest 809,460 1,866,942 +20,945
5-Year T-Notes(CBOT)
Jun11 110518 119~032 119~032 119~032 119~032 -0~034 420,324 1,498,883 +1,498,883
Sep11 110518 118~037 118~056 117~126 118~009 -0~035 21,118 60,258 +9,853
Dec11 110518 117~033 117~068 117~033 117~033 -0~035      
Total Volume and Open Interest 441,442 1,559,386 +13,945
2 Year T-Notes(CBOT)
Jun11 110518 109~098 109~100 109~088 109~092 -0~006 220,595 1,011,628 -3,338
Sep11 110518 109~046 109~048 109~034 109~038 -0~008 10,475 36,651 +4,783
Dec11 110518 108~104 108~112 108~104 108~104 -0~008 0 20 +0
Total Volume and Open Interest 231,070 1,048,299 +1,445
Eurodollars(CME)
Jun11 110518 99.735 99.738 99.720 99.725 -0.010 97,258 925,870 -459
Sep11 110518 99.690 99.690 99.660 99.665 -0.020 116,149 1,393,455 -14,324
Dec11 110518 99.600 99.600 99.565 99.575 -0.020 147,216 1,632,392 -10,045
Mar12 110518 99.460 99.465 99.430 99.435 -0.030 165,168 1,604,782 +3,722
Jun12 110518 99.250 99.260 99.205 99.215 -0.040 183,264 1,372,151 +8,183
Sep12 110518 98.985 98.995 98.930 98.940 -0.050 151,721 750,371 +13,185
Dec12 110518 98.705 98.720 98.630 98.645 -0.065 133,761 535,563 +6,486
Mar13 110518 98.455 98.470 98.365 98.380 -0.080 114,638 380,201 +2,408
Jun13 110518 98.195 98.220 98.100 98.115 -0.090 62,937 260,109 -7,501
Sep13 110518 97.945 97.975 97.840 97.860 -0.095 48,106 246,170 +1,402
Dec13 110518 97.685 97.715 97.580 97.605 -0.090 34,555 184,790 +858
Mar14 110518 97.460 97.495 97.355 97.380 -0.090 31,463 173,744 -604
Jun14 110518 97.230 97.270 97.135 97.155 -0.090 10,080 101,195 -409
Sep14 110518 97.005 97.055 96.920 96.940 -0.085 7,879 59,320 +261
Dec14 110518 96.785 96.830 96.695 96.720 -0.080 7,219 69,414 -961
Mar15 110518 96.580 96.630 96.510 96.530 -0.075 5,439 49,965 -362
Jun15 110518 4.645 4.690 4.575 4.590 -0.070 4,079 43,024 +297
Sep15 110518 4.465 4.510 4.400 4.415 -0.065 3,628 38,457 +277
Total Volume and Open Interest      
30 Day Federal Funds(CBOT)
May11 110518 99.908 99.910 99.905 99.908 unch 1,738 77,315 -302
Jun11 110518 99.905 99.905 99.900 99.900 unch 1,950 63,661 -287
Jul11 110518 99.900 99.900 99.895 99.895 unch 1,899 51,395 +303
Aug11 110518 99.885 99.885 99.880 99.885 unch 1,564 54,242 -47
Sep11 110518 99.875 99.875 99.865 99.870 unch 991 42,915 +370
Oct11 110518 99.865 99.865 99.850 99.855 -0.005 291 54,393 +64
Total Volume and Open Interest 23,010 697,934 +1,114
30 Day Fed Funds(e-CBOT)
3-Mth Euro-Yen(CME)
Jun11 110518 99.673 99.673 99.673 99.673 unch 0 750 +0
Sep11 110518 99.680 99.680 99.680 99.680 unch      
Dec11 110518 99.675 99.675 99.675 99.675 -0.007 0 75 +0
Mar12 110518 99.670 99.670 99.670 99.670 unch      
Jun12 110518 99.680 99.680 99.680 99.680 unch      
Sep12 110518 99.610 99.610 99.610 99.610 unch      
Dec12 110518 99.570 99.570 99.570 99.570 unch      
Mar13 110518 99.570 99.570 99.570 99.570 unch      
Jun13 110518 99.525 99.525 99.525 99.525 unch      
Sep13 110518 99.385 99.385 99.385 99.385 unch      
Total Volume and Open Interest 0 825 +0
3-Mth Euro-Yen(SGX)
Jun11 110518 99.67 99.67 99.67 99.67 unch 0 6,003 +0
Sep11 110518 99.68 99.68 99.68 99.68 unch 0 1,466 +0
Dec11 110518 99.68 99.68 99.68 99.68 unch 0 1,957 +0
Mar12 110518 99.67 99.67 99.67 99.67 unch 0 3,877 +0
Jun12 110518 99.68 99.68 99.68 99.68 unch 0 1,254 +0
Sep12 110518 99.61 99.61 99.61 99.61 unch 0 411 +0
Dec12 110518 99.57 99.57 99.57 99.57 unch 0 24 +0
Mar13 110518 99.57 99.57 99.57 99.57 unch 0 1 +0
Total Volume and Open Interest 0 14,993 +0
Japanese Gov't Bonds(SGX)
Jun11 110518 140.48 140.68 140.47 140.65 +0.17 1,482 20,172 +83
Sep11 110518 140.49 140.49 140.40 140.44 +0.17 11 44 +0
Dec11 110518 138.35 138.35 138.35 138.35 +0.17      
Total Volume and Open Interest 1,493 20,216 +83
Euro-Bund(EUREX)
Jun11 110518 124.26 124.50 124.05 124.31 -0.07 810,527 1,015,902 +9,260
Sep11 110518 124.00 124.20 123.81 124.03 -0.05 4,006 27,781 +2,623
Dec11 110518 123.16 123.16 123.16 123.16 -0.11      
Total Volume and Open Interest 814,533 1,043,683 +11,883
Euro-Bobl(EUREX)
Jun11 110517 116.01 116.09 115.77 115.98 +0.27 814,418 795,459 -15,722
Sep11 110518 115.28 115.51 115.28 115.39 -0.04 2,871 41,445 +2,537
Dec11 110518 115.53 115.53 115.53 115.53 -0.07      
Total Volume and Open Interest 492,186 861,304 +14,882
3-Mth Euribor(EUREX)
Jun11 110518 98.480 98.480 98.465 98.475 -0.010 29 5,090 -1
Sep11 110518 98.180 98.180 98.170 98.175 -0.005 37 2,012 +2
Dec11 110518 97.980 97.985 97.970 97.975 -0.020 63 1,078 -9
Total Volume and Open Interest 159 10,854 -24
Long Gilt(LIFFE)
Jun11 110428 118~22 119~08 118~20 119~05 +0~25 128,847 372,773 +43,077
Sep11 110518 119~11 119~20 119~08 119~12 -0~01 302 327 +266
Total Volume and Open Interest 93,533 340,309 -833
3-Mth Short Sterling(LIFFE)
Jun11 110518 99.17 99.18 99.16 99.16 -0.02 12,082 435,174 +8,702
Sep11 110518 99.08 99.10 99.07 99.08 -0.01 17,294 446,936 +12,144
Dec11 110518 98.92 98.95 98.90 98.92 -0.01 39,462 468,565 +24,579
Mar12 110518 98.76 98.78 98.72 98.75 -0.01 35,619 404,629 +25,941
Jun12 110518 98.55 98.58 98.52 98.54 -0.02 31,596 342,329 +19,843
Sep12 110518 98.33 98.37 98.30 98.32 -0.03 25,330 226,914 +19,168
Total Volume and Open Interest 201,177 2,872,925 +135,720
3-Mth Euribor(LIFFE)
Jun11 110518 98.490 98.490 98.465 98.475 -0.010 96,818 841,685 +161,863
Sep11 110518 98.190 98.190 98.160 98.175 -0.015 121,836 693,174 +87,081
Dec11 110518 97.985 97.995 97.960 97.975 -0.020 137,596 700,094 +98,901
Total Volume and Open Interest 781,742 4,215,140 +603,523
3-Mth Aus T-Bills(SFE)
Jun11 110518 94.95 95.00 94.94 94.98 +0.02 25,273 183,728 +6,465
Sep11 110518 94.86 94.92 94.84 94.90 +0.04 29,367 218,267 +2,350
Dec11 110518 94.79 94.85 94.76 94.84 +0.05 18,398 142,465 -361
Mar12 110518 94.72 94.79 94.68 94.77 +0.05 6,338 82,294 +2,068
Jun12 110518 94.66 94.73 94.64 94.71 +0.05 2,580 54,313 +999
Sep12 110518 94.58 94.68 94.58 94.67 +0.05 1,222 53,007 +492
Dec12 110518 94.58 94.62 94.55 94.62 +0.05 1,819 27,547 +547
Mar13 110518 94.54 94.60 94.53 94.60 +0.06 173 18,210 +173
Jun13 110518 94.50 94.55 94.50 94.55 +0.05 3 1,884 +2
Sep13 110518 94.50 94.50 94.50 94.50 +0.04 1 1,138 +1
Total Volume and Open Interest 85,174 783,707 +12,735
10-Year Aus T-Bonds(SFE)
Jun11 110518 94.61 94.66 94.59 94.66 +0.05 43,260 445,703 +4,878
Sep11 110518 94.66 94.66 94.66 94.66 +0.05      
Total Volume and Open Interest 43,260 445,703 +4,878
3-Year Aus T-Bonds(SFE)
Jun11 110518 94.92 95.00 94.90 94.99 +0.06 131,216 779,712 +184,577
Sep11 110518 94.99 94.99 94.99 94.99 +0.06      
Total Volume and Open Interest 131,216 779,712 +15,308
Gold(CMX)
Jun11 110518 1486.5 1499.7 1484.6 1495.8 +15.8 127,098 263,027 -8,492
Aug11 110518 1487.1 1500.8 1486.2 1497.1 +15.9 12,090 108,837 +4,200
Oct11 110518 1492.8 1501.3 1492.0 1498.3 +15.9 263 6,450 -17
Dec11 110518 1490.6 1503.0 1489.5 1499.6 +16.0 1,857 60,546 +496
Feb12 110518 1491.6 1504.5 1491.6 1500.8 +16.1 132 7,205 +9
Apr12 110518 1496.1 1503.5 1494.9 1502.1 +16.1 75 4,781 +15
Jun12 110518 1500.0 1505.2 1500.0 1503.7 +16.1 10 10,957 -1
Aug12 110518 1505.8 1505.8 1505.8 1505.8 +16.3 1,000 3,993 +1,000
Oct12 110518 1508.4 1508.4 1508.4 1508.4 +16.5 0 3,376 +0
Dec12 110518 1500.1 1511.5 1500.1 1511.5 +16.6 61 12,364 +3
Feb13 110518 1514.9 1514.9 1514.8 1514.9 +16.9 50 205 +50
Total Volume and Open Interest 145,446 514,850 -2,340
Silver(CMX)
May11 110518 3444.0 3518.0 3444.0 3509.4 +160.6 91 323 -2
Jul11 110518 3397.5 3555.0 3385.0 3509.7 +160.6 81,496 64,625 -970
Sep11 110518 3403.0 3551.0 3403.0 3511.4 +160.8 1,724 8,543 -31
Dec11 110518 3419.0 3550.0 3404.5 3511.9 +161.0 3,944 23,580 +229
Mar12 110518 3520.0 3541.0 3507.9 3507.9 +161.2 63 3,539 +31
May12 110518 3504.1 3504.1 3504.1 3504.1 +161.0 49 1,024 -10
Jul12 110518 3383.0 3502.0 3383.0 3500.6 +161.2 31 1,701 +0
Total Volume and Open Interest 92,357 122,231 -855
Platinum(NYMEX)
Jul11 110518 1768.1 1780.7 1751.0 1779.9 +18.9 4,158 32,891 -585
Oct11 110518 1778.1 1783.2 1761.0 1783.2 +18.9 129 2,099 +98
Jan12 110518 1785.6 1785.6 1785.6 1785.6 +18.9 3 78 +0
Apr12 110518 1787.6 1787.6 1787.6 1787.6 +18.9 0 24 +0
Total Volume and Open Interest 4,291 35,107 -486
Palladium(NYMEX)
Jun11 110518 721.80 738.00 720.25 737.20 +22.95 3,268 15,086 -856
Sep11 110518 723.00 739.25 722.80 738.95 +23.00 1,083 4,492 +585
Dec11 110518 740.10 740.10 740.10 740.10 +23.00 0 471 +0
Total Volume and Open Interest 4,351 20,054 -271
Copper(CMX)
May11 110518 403.95 410.95 401.60 409.95 +10.85 409 1,228 -92
Jul11 110518 403.60 412.40 402.30 410.50 +10.65 29,553 67,337 -510
Sep11 110518 405.35 414.15 404.50 412.35 +10.65 3,642 24,570 +941
Dec11 110518 408.60 415.00 407.85 414.30 +10.55 1,252 13,678 +372
Mar12 110518 415.30 415.80 415.30 415.30 +10.45 169 3,558 +25
Total Volume and Open Interest 35,400 117,777 +736
DJIA Index(CBOT)
Jun11 110518 12455 12545 12437 12532 +95 210 23,705 +48
Sep11 110518 12463 12463 12367 12463 +96 0 15 +0
Dec11 110518 12392 12392 12296 12392 +96 0 1 +0
Mar12 110518 12332 12332 12236 12332 +96      
Total Volume and Open Interest 210 23,721 +48
S & P 500(CME)
Jun11 110518 1326.30 1340.20 1324.70 1338.60 +13.20 14,586 311,297 +320
Sep11 110518 1320.80 1333.20 1320.80 1333.20 +13.20 423 7,215 +385
Dec11 110518 1327.70 1327.70 1327.40 1327.70 +13.30 0 4,845 +28
Mar12 110518 1322.70 1322.70 1322.40 1322.70 +13.30      
Total Volume and Open Interest 15,009 323,362 +733
S & P 500 E-Mini(Globex)
Jun11 110518 1338.25 1339.00 1338.00 1338.50 +11.75      
Sep11 110518 1319.75 1334.50 1319.25 1333.25 +13.25 10,483 32,477 +8,831
Total Volume and Open Interest 2,187,721 2,702,777 +25,421
NASDAQ 100(CME)
Jun11 110518 2345.80 2365.00 2333.80 2361.50 +24.20 4,908 21,224 -2,024
Sep11 110518 2336.00 2360.00 2336.00 2358.00 +24.20 0 52 +0
Dec11 110518 2354.50 2355.30 2354.50 2354.50 +24.20      
Total Volume and Open Interest 4,908 21,276 -2,024
NASDAQ 100 E-Mini(Globex)
Jun11 110518 2341.30 2365.00 2333.50 2361.50 +24.20 405,609 365,981 -4,738
Sep11 110518 2339.80 2360.00 2331.30 2358.00 +24.20 405 1,257 +82
Total Volume and Open Interest 406,014 367,249 -4,656
S & P Midcap 400(CME)
Jun11 110518 991.90 995.00 991.90 991.90 +15.60 0 1,600 +0
Sep11 110518 989.50 989.50 989.10 989.50 +15.40      
Dec11 110518 987.90 987.90 987.50 987.90 +15.40      
Total Volume and Open Interest 0 1,600 +0
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Jun11 110518 9705 9705 9705 9705 +95      
Sep11 110518 9740 9740 9645 9740 +95 46 53 -17
Total Volume and Open Interest 6,891 47,494 -351
Nikkei 225(SGX)
Jun11 110518 9565 9695 9520 9655 +85 80,202 236,898 -5,415
Sep11 110518 9565 9680 9565 9650 +85 32 1,453 +17
Dec11 110518 9595 9595 9595 9595 +85 0 6,259 +0
Total Volume and Open Interest 80,295 246,744 -5,407
CAC 40(EURONEXT)
May11 110518 3964.0 3985.0 3940.5 3961.0 +34.0 136,556 315,800 -8,697
Jun11 110518 3921.0 3943.0 3898.5 3918.5 +33.5 10,794 139,913 +8,633
Jul11 110518 3917.5 3917.5 3917.5 3917.5 +34.5      
Total Volume and Open Interest 147,350 455,714 -64
Hang Seng Index(HKFE)
May11 110518 22870 23040 22851 22959 +173 67,710 85,354 +1,918
Jun11 110518 22720 22888 22713 22808 +170 1,623 10,452 +573
Total Volume and Open Interest 69,831 97,575 +2,416
DAX(EUREX)
Jun11 110518 7330.0 7350.0 7268.0 7313.0 +14.5 149,470 185,900 +7,605
Sep11 110518 7360.5 7370.0 7300.0 7338.0 +18.0 662 6,464 +237
Dec11 110518 7392.0 7392.0 7334.0 7370.0 +18.5 200 1,376 +116
Total Volume and Open Interest 150,332 193,740 +7,958
FT-SE 100(EURONEXT)
Jun11 110518 5890.50 5948.00 5873.00 5913.50 +60.00 123,472 681,368 +56,162
Sep11 110518 5865.00 5900.00 5840.00 5878.50 +60.50 1,644 3,836 +1,550
Dec11 110518 5856.00 5856.00 5856.00 5856.00 +60.50 0 252 +0
Total Volume and Open Interest 125,136 685,551 +57,717
SPI 200(SFE)
Jun11 110518 4689.0 4716.0 4655.0 4697.0 +9.0 34,613 206,605 +5,389
Sep11 110518 4650.0 4703.0 4647.0 4685.0 +8.0 143 3,797 +120
Dec11 110518 4707.0 4707.0 4707.0 4707.0 +10.0 56 2,570 +56
Total Volume and Open Interest 35,314 216,269 +5,623
GSCI(CME)
Jun11 110518 24.64 39.64 24.14 35.64 +15.75 586 10,681 +134
Jul11 110518 22.14 36.14 21.64 33.14 +14.75      
Aug11 110518 22.64 36.14 22.14 33.64 +15.25      
Total Volume and Open Interest 586 10,681 -3,214
Reuters CCI(ICE)
Jun11 110518 344.60 344.60 344.60 344.60 +7.30      
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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