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MRCI's End of Day Prices

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MRCI's End of Day Prices
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Daily Futures Price Listing Thu May 19, 2011
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jul11 110519 1377.00 1389.00 1369.25 1379.50 unch 103,046 242,953 -2,225
Aug11 110519 1370.00 1381.75 1362.50 1371.75 -1.00 13,956 23,854 +534
Sep11 110519 1357.50 1370.25 1352.75 1360.25 -2.75 3,119 16,922 +235
Nov11 110519 1351.25 1361.50 1342.75 1349.50 -3.75 31,621 196,103 -625
Jan12 110519 1359.50 1370.00 1353.25 1359.00 -3.50 3,136 24,026 -155
Mar12 110519 1360.00 1373.00 1355.75 1361.00 -4.50 3,257 13,763 +119
May12 110519 1355.00 1366.50 1350.25 1355.50 -3.50 1,453 11,497 +447
Total Volume and Open Interest 160,635 545,195 -1,663
Soybean Meal(CBOT)
Jul11 110519 361.00 365.50 358.70 361.40 +0.40 42,266 93,340 -3,223
Aug11 110519 360.40 364.70 351.50 360.50 +0.10 7,008 34,349 -174
Sep11 110519 358.10 361.90 355.30 357.60 -0.40 2,698 18,051 +208
Oct11 110519 352.40 356.50 348.70 350.80 -0.80 1,673 15,746 +85
Dec11 110519 351.90 356.10 348.10 350.50 -1.10 8,658 50,626 -740
Jan12 110519 352.30 353.10 350.30 352.10 -1.00 318 4,017 +41
Mar12 110519 353.70 358.20 353.70 354.30 -0.90 393 3,710 +23
May12 110519 353.50 353.50 351.80 352.60 -0.80 236 3,471 -4
Total Volume and Open Interest 63,461 227,912 -3,793
Soybean Oil(CBOT)
Jul11 110519 57.26 57.74 57.12 57.46 +0.16 65,553 147,612 -1,028
Aug11 110519 57.49 57.97 57.37 57.69 +0.17 8,988 32,780 +1,691
Sep11 110519 57.80 58.22 57.63 57.94 +0.16 6,362 22,250 -418
Oct11 110519 57.95 58.28 57.80 58.11 +0.17 1,313 14,582 -112
Dec11 110519 58.31 58.78 58.14 58.48 +0.16 15,545 76,386 -1,088
Jan12 110519 58.77 58.86 58.44 58.67 +0.16 470 5,931 +230
Mar12 110519 58.88 58.88 58.60 58.77 +0.16 463 4,631 -55
May12 110519 58.53 58.85 58.53 58.77 +0.16 179 3,904 +106
Total Volume and Open Interest 98,911 310,777 -679
Canola(WCE)
May11 110513 545.8 545.8 545.8 545.8 -5.2      
Jul11 110519 571.0 578.8 566.3 574.5 +2.4 10,407 76,066 -80
Nov11 110519 576.8 583.6 571.6 580.4 +3.6 6,969 76,828 -357
Jan12 110519 583.6 588.5 579.6 587.4 +3.5 419 7,464 +209
Mar12 110519 586.5 591.6 586.5 590.9 +2.2 7 1,280 +6
Total Volume and Open Interest 17,820 163,951 -222
Corn(CBOT)
Jul11 110519 749.25 760.25 742.50 748.25 -1.50 147,132 606,018 -1,795
Sep11 110519 717.00 724.50 707.00 711.50 -6.00 38,642 170,165 +5,997
Dec11 110519 671.75 678.50 658.50 662.00 -10.75 65,985 451,456 +2,606
Mar12 110519 681.75 687.50 668.75 672.00 -10.25 4,943 76,558 -21
May12 110519 688.25 691.00 676.25 679.00 -10.25 3,572 17,285 -392
Jul12 110519 695.00 700.00 681.75 684.25 -10.50 2,970 41,205 +39
Total Volume and Open Interest 267,313 1,421,489 +5,902
Wheat(CBOT)
Jul11 110519 816.00 834.50 805.00 812.00 -5.00 57,826 219,010 -314
Sep11 110519 858.50 876.50 847.25 855.25 -3.25 15,598 71,717 -1,915
Dec11 110519 902.50 921.00 892.00 901.00 -1.75 21,674 94,399 -1,839
Mar12 110519 928.00 948.25 919.50 929.75 unch 5,597 19,886 -81
May12 110519 945.00 954.00 933.50 937.00 -3.00 2,286 6,769 +448
Total Volume and Open Interest 108,137 454,539 -3,777
Wheat(KCBT)
Jul11 110519 938.00 958.00 933.25 944.75 +6.75 11,614 82,872 +54
Sep11 110519 956.25 972.75 949.25 961.75 +8.25 3,175 33,203 +354
Dec11 110519 972.75 990.75 966.25 980.75 +9.25 4,220 41,046 +314
Mar12 110519 987.00 1001.50 980.00 990.75 +9.25 609 6,577 +80
May12 110519 991.00 991.25 984.25 987.25 +9.75 14 771 -1
Total Volume and Open Interest 20,158 172,979 +943
Wheat(MGE)
May11 110513 911.75 911.75 911.75 911.75 -7.50 8 1,022 -8
Jul11 110519 994.75 1024.00 993.25 1006.25 +10.00 3,454 19,589 -148
Sep11 110519 981.75 1004.50 981.75 989.50 +5.75 1,624 16,400 -135
Dec11 110519 987.00 1009.00 984.75 992.25 +4.25 1,232 12,495 -356
Mar12 110519 997.50 1013.25 991.50 994.50 -0.50 198 2,578 -43
Total Volume and Open Interest 6,678 54,270 -663
Oats(CBOT)
Jul11 110519 367.50 374.75 360.25 364.00 -3.00 544 8,347 -232
Sep11 110519 370.00 374.50 369.50 371.50 -3.00 12 306 +2
Dec11 110519 381.00 385.75 373.50 375.00 -3.00 103 3,357 +5
Mar12 110519 387.00 390.00 387.00 387.00 -3.00 0 21 +0
Total Volume and Open Interest 659 12,032 -225
Rough Rice(CBOT)
May11 110513 13.80 13.80 13.78 13.80 +0.02 1 24 +0
Jul11 110519 14.96 15.09 14.57 15.02 +0.12 870 15,318 -43
Sep11 110519 15.86 15.93 15.42 15.85 +0.08 280 5,306 -13
Nov11 110519 16.24 16.24 15.73 16.16 +0.06 170 1,574 +50
Total Volume and Open Interest 1,332 22,755 -2
Live Cattle(CME)
Jun11 110519 106.550 106.650 104.500 104.850 -1.400 25,109 77,639 -3,430
Aug11 110519 109.480 109.480 107.385 107.930 -1.250 18,888 123,507 +941
Oct11 110519 115.000 115.250 113.550 113.980 -0.805 7,024 76,451 +411
Dec11 110519 117.600 117.980 116.500 116.850 -0.650 6,780 48,125 +312
Feb12 110519 118.250 118.830 117.350 117.700 -0.450 2,385 12,568 +50
Apr12 110519 119.350 119.800 118.285 118.900 -0.600 1,113 5,800 +115
Total Volume and Open Interest 61,363 345,377 -1,564
Feeder Cattle(CME)
May11 110519 126.700 126.850 125.330 125.500 -1.600 1,163 3,303 -552
Aug11 110519 128.325 128.450 126.350 126.650 -1.350 4,635 23,175 -630
Sep11 110519 129.550 129.550 127.635 127.800 -1.235 790 5,128 +159
Oct11 110519 130.000 130.235 128.550 128.985 -1.015 1,018 4,349 +210
Nov11 110519 130.250 130.250 129.000 129.185 -1.115 207 1,649 +55
Jan12 110519 129.500 129.500 128.380 128.800 -1.300 27 478 +0
Mar12 110519 129.100 129.500 129.100 129.500 -1.000 9 43 +6
Total Volume and Open Interest 7,850 38,128 -751
Lean Hogs(CME)
Jun11 110519 91.350 92.050 90.500 91.330 -0.320 14,739 39,693 -3,650
Jul11 110519 91.285 92.035 90.730 91.635 +0.085 6,779 59,599 +1,439
Aug11 110519 92.930 93.450 92.250 93.080 +0.030 4,316 39,794 -206
Oct11 110519 86.100 86.800 85.550 86.535 +0.235 1,778 40,438 +186
Dec11 110519 83.250 84.050 82.650 84.050 +0.550 1,834 30,761 +608
Feb12 110519 84.650 85.385 84.400 85.100 +0.200 308 8,011 +47
Apr12 110519 85.900 86.250 85.230 86.230 +0.080 64 4,564 +10
May12 110519 89.480 90.000 89.480 90.000 unch 0 161 +0
Total Volume and Open Interest 29,825 225,327 -1,562
Class III Milk(CME)
May11 110519 16.41 16.45 16.39 16.44 +0.01 106 5,437 -12
Jun11 110519 17.40 17.75 17.39 17.66 +0.24 217 4,679 -39
Jul11 110519 18.10 18.49 18.10 18.36 +0.26 269 3,792 +87
Aug11 110519 18.07 18.24 18.05 18.21 +0.14 174 3,570 +18
Sep11 110519 18.10 18.20 18.05 18.20 +0.11 119 3,594 +37
Total Volume and Open Interest 1,306 32,758 +207
Cocoa(ICE)
Jul11 110519 2991 2997 2971 2979 -16 9,877 64,142 -2,568
Sep11 110519 3014 3014 2990 2994 -17 2,590 28,204 -79
Dec11 110519 3030 3039 3018 3022 -19 1,730 26,495 -155
Mar12 110519 3080 3094 3075 3079 -17 581 23,534 -6
May12 110519 3080 3080 3070 3075 -20 338 6,179 +131
Jul12 110519 3067 3070 3067 3070 -21 117 2,047 +93
Sep12 110519 3065 3071 3065 3071 -21 29 2,162 -24
Total Volume and Open Interest 15,262 155,550 -2,608
Coffee "C"(ICE)
May11 110518 268.00 268.45 268.00 268.45 +3.35 31 147 -51
Jul11 110519 270.40 271.50 262.45 263.70 -6.35 10,470 57,249 -2,410
Sep11 110519 273.90 274.20 265.45 266.65 -6.30 3,138 23,875 +532
Dec11 110519 277.55 277.65 269.00 270.10 -6.25 1,052 19,733 -191
Mar12 110519 276.85 276.85 270.70 271.70 -6.25 124 4,816 -91
May12 110519 273.50 274.55 272.15 272.40 -6.25 48 2,863 -13
Total Volume and Open Interest 15,022 110,725 -2,323
Orange Juice(ICE)
Jul11 110519 180.50 185.55 180.50 184.95 +4.45 1,166 25,701 +14
Sep11 110519 174.50 178.00 174.50 177.75 +3.75 246 4,512 +72
Nov11 110519 171.75 172.85 170.00 172.85 +2.80 95 1,755 -55
Jan12 110519 169.00 169.35 166.50 169.35 +1.60 8 232 -4
Mar12 110519 166.00 167.20 166.00 167.20 +1.45 4 117 +4
May12 110519 164.00 165.00 164.00 165.00 +0.50 10 40 +0
Total Volume and Open Interest 1,529 32,421 +31
Sugar #11(ICE)
Jul11 110519 22.60 22.69 21.70 21.82 -1.03 54,509 262,103 -6,592
Oct11 110519 22.07 22.15 21.54 21.61 -0.66 19,294 145,450 -590
Mar12 110519 22.22 22.26 21.82 21.92 -0.35 7,979 87,800 +1,443
May12 110519 21.95 22.06 21.71 21.80 -0.32 1,464 24,789 +372
Jul12 110519 21.80 21.93 21.58 21.71 -0.31 714 20,671 -57
Total Volume and Open Interest 84,580 584,612 -5,240
London Cocoa(LCE)
Jul11 110519 1860 1875 1851 1865 unch 6,031 74,536 +685
Sep11 110519 1887 1900 1877 1890 -2 3,112 32,555 +1,240
Dec11 110519 1910 1925 1908 1919 -2 2,280 30,486 +64
Mar12 110519 1940 1948 1931 1942 -1 1,003 31,368 +331
May12 110519 1952 1963 1950 1956 -2 205 9,933 +4
Jul12 110519 1965 1965 1961 1965 -1 0 4,257 +0
Sep12 110519 1975 1975 1975 1975 +2 0 3,033 +0
Total Volume and Open Interest 12,643 193,605 +2,336
London Sugar(LCE)
Aug11 110519 632.20 632.40 614.00 618.50 -14.50 2,887 24,487 -139
Oct11 110519 588.90 589.30 575.00 581.50 -10.50 1,111 8,006 +216
Dec11 110519 587.30 587.30 576.20 582.20 -10.10 198 3,954 +41
Mar12 110519 578.30 578.30 567.50 574.20 -7.60 153 2,453 +62
May12 110519 572.60 572.60 563.50 568.50 -5.50 101 1,420 +27
Total Volume and Open Interest 4,517 42,030 +251
Cotton(ICE)
Jul11 110519 159.64 161.32 153.86 155.65 -4.21 13,445 69,953 +1,710
Oct11 110519 135.55 135.85 132.19 132.19 -3.79 20 423 +2
Dec11 110519 122.98 123.39 116.98 119.19 -3.79 4,846 62,570 +639
Mar12 110519 114.97 115.79 109.50 111.21 -3.76 365 9,137 +130
May12 110519 110.00 110.00 106.52 107.71 -2.35 52 2,433 -4
Jul12 110519 108.00 108.15 105.00 105.94 -0.92 44 3,106 +12
Total Volume and Open Interest 18,818 149,617 +2,103
Lumber(CME)
Jul11 110519 225.2 234.5 225.2 231.9 +7.4 501 7,290 +84
Sep11 110519 247.7 254.4 246.1 251.4 +4.2 222 2,097 +72
Nov11 110519 250.3 255.1 250.3 251.0 +2.0 28 517 +6
Jan12 110519 267.1 273.0 266.5 267.0 +1.0 2 30 +0
Total Volume and Open Interest 754 9,937 +162
Crude Oil(NYM)
Jun11 110519 99.76 100.79 98.16 98.44 -1.66 399,128 102,731 -62,350
Jul11 110519 100.23 101.24 98.63 98.93 -1.63 242,871 386,598 +14,092
Aug11 110519 100.57 101.56 99.07 99.32 -1.57 49,138 91,254 +313
Sep11 110519 100.84 101.82 99.45 99.67 -1.49 34,829 89,077 +857
Oct11 110519 101.15 101.90 99.73 99.93 -1.40 14,041 46,862 +1,470
Nov11 110519 101.10 101.92 99.95 100.12 -1.32 8,121 36,961 -522
Dec11 110519 101.27 102.20 99.98 100.28 -1.24 49,378 191,079 +2,029
Jan12 110519 101.65 102.03 100.30 100.34 -1.18 3,358 38,610 -202
Feb12 110519 101.65 101.97 100.31 100.33 -1.13 2,466 22,771 -64
Mar12 110519 101.52 101.52 100.28 100.28 -1.08 3,650 29,964 +505
Apr12 110519 100.18 100.22 100.18 100.22 -1.03 1,059 15,742 -147
May12 110519 100.16 100.16 100.16 100.16 -0.98 1,663 16,654 +389
Jun12 110519 101.02 101.62 99.95 100.09 -0.93 6,630 74,539 -239
Jul12 110519 100.22 100.23 99.92 99.92 -0.89 555 21,260 +12
Aug12 110519 99.70 99.70 99.70 99.70 -0.86 262 13,964 +98
Sep12 110519 99.51 99.51 99.51 99.51 -0.82 440 14,066 +144
Total Volume and Open Interest 845,336 1,582,868 -46,978
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 110519 100.075 101.250 98.625 98.925 -1.625 2,805 1,468 +175
Aug11 110519 100.625 101.250 99.200 99.325 -1.575 62 342 +8
Sep11 110519 100.825 101.250 99.675 99.675 -1.475 9 179 +1
Oct11 110519 99.925 99.925 99.925 99.925 -1.400 2 42 -1
Nov11 110519 100.125 100.125 100.125 100.125 -1.325 0 18 +0
Dec11 110519 101.400 101.400 100.275 100.275 -1.250 9 315 -1
Jan12 110519 100.350 100.350 100.350 100.350 -1.175 0 6 +0
Feb12 110519 100.325 100.325 100.325 100.325 -1.125 0 7 +0
Total Volume and Open Interest 11,508 5,040 -113
Heating Oil(NYM)
Jun11 110519 289.86 292.50 288.05 289.47 -1.12 62,017 61,351 -7,766
Jul11 110519 291.20 293.75 289.42 290.85 -1.08 39,819 76,384 +2,783
Aug11 110519 292.67 295.05 291.30 292.26 -1.15 18,107 32,774 -605
Sep11 110519 294.71 296.04 293.55 293.94 -1.19 11,972 24,923 +178
Oct11 110519 296.64 297.57 295.13 295.53 -1.25 4,824 11,743 +330
Nov11 110519 297.51 299.32 297.14 297.14 -1.32 3,016 13,892 +166
Dec11 110519 299.59 301.60 297.66 298.69 -1.37 13,889 35,452 +382
Jan12 110519 300.00 302.34 300.00 300.26 -1.40 1,851 14,404 +245
Feb12 110519 302.85 302.85 300.54 300.68 -1.42 994 6,382 +247
Mar12 110519 302.00 302.00 299.74 299.88 -1.40 333 3,245 -71
Apr12 110519 300.02 300.02 297.23 297.88 -1.37 191 1,739 +44
May12 110519 295.79 296.20 295.79 296.20 -1.37 218 1,708 +79
Total Volume and Open Interest 159,732 310,771 -3,649
Gasoline(NYMEX)
Jun11 110519 294.45 300.48 290.57 292.60 -2.95 61,755 51,163 -4,589
Jul11 110519 291.31 296.98 288.90 290.40 -2.20 62,721 76,092 +5,647
Aug11 110519 289.54 293.75 287.35 288.44 -1.89 28,642 28,028 +1,772
Sep11 110519 288.55 291.19 285.22 286.23 -1.92 14,998 28,493 -144
Oct11 110519 276.12 276.80 273.41 273.41 -1.82 9,196 22,316 -801
Nov11 110519 272.66 274.11 270.82 270.86 -1.71 4,569 11,613 -71
Dec11 110519 271.42 273.16 268.38 269.69 -1.70 7,625 26,326 -1,029
Jan12 110519 269.60 270.10 269.50 270.10 -1.71 1,153 6,625 -90
Feb12 110519 271.60 271.60 271.60 271.60 -1.72 1,149 3,688 +253
Mar12 110519 273.13 273.13 273.13 273.13 -1.73 524 4,901 -209
Total Volume and Open Interest 192,900 277,617 +787
e-miNY RBOB Gasoline(NYM)
Jun11 110519 295.60 295.60 292.60 292.60 -3.00 2 1 -2
Jul11 110519 290.40 290.40 290.40 290.40 -2.20 0 3 +0
Aug11 110519 288.40 288.44 288.40 288.40 -1.90 0 1 +0
Sep11 110519 286.20 286.23 286.20 286.20 -2.00      
Total Volume and Open Interest 2 8 -2
Natural Gas(NYM)
Jun11 110519 4.190 4.197 4.088 4.094 -0.104 114,026 86,621 -1,172
Jul11 110519 4.257 4.264 4.158 4.161 -0.105 68,277 213,442 +2,738
Aug11 110519 4.300 4.305 4.212 4.214 -0.102 20,156 73,737 -1,716
Sep11 110519 4.343 4.343 4.239 4.244 -0.100 12,060 101,552 +728
Oct11 110519 4.373 4.380 4.288 4.294 -0.099 18,807 91,998 +657
Nov11 110519 4.539 4.550 4.462 4.467 -0.095 8,135 53,133 -5
Dec11 110519 4.772 4.777 4.692 4.693 -0.093 7,069 38,580 +694
Jan12 110519 4.889 4.894 4.809 4.814 -0.089 11,654 85,739 -702
Feb12 110519 4.877 4.877 4.802 4.806 -0.089 1,765 19,349 +126
Mar12 110519 4.818 4.827 4.750 4.751 -0.089 4,099 37,921 -226
Apr12 110519 4.700 4.705 4.623 4.630 -0.089 3,965 37,470 -156
May12 110519 4.695 4.700 4.655 4.655 -0.088 3,007 9,575 -962
Jun12 110519 4.755 4.755 4.694 4.694 -0.089 477 7,931 +124
Jul12 110519 4.764 4.777 4.743 4.743 -0.087 171 6,037 +92
Aug12 110519 4.790 4.811 4.772 4.772 -0.085 100 5,967 -7
Sep12 110519 4.850 4.850 4.782 4.782 -0.085 101 5,511 +42
Total Volume and Open Interest 275,100 956,074 +251
Brent Crude Oil(ICE)
Jul11 110519 112.50 113.04 111.16 111.42 -0.88 226,249 234,420 -4,189
Aug11 110519 111.92 112.56 110.79 111.01 -0.88 79,966 146,424 +6,548
Sep11 110519 111.61 112.05 110.36 110.56 -0.88 41,377 70,884 +8
Oct11 110519 111.16 111.60 109.95 110.15 -0.87 24,472 47,094 -768
Nov11 110519 110.81 111.22 109.71 109.81 -0.87 12,396 26,003 +434
Dec11 110519 110.37 110.91 109.24 109.50 -0.87 51,721 94,181 -2,532
Jan12 110519 110.22 110.56 109.07 109.26 -0.86 4,148 21,807 +420
Feb12 110519 109.94 110.00 108.83 109.02 -0.85 3,401 18,981 +536
Mar12 110519 109.63 109.99 108.57 108.76 -0.84 3,874 31,163 +36
Apr12 110519 108.40 108.46 108.40 108.46 -0.83 1,425 7,773 +73
May12 110519 108.15 108.15 108.15 108.15 -0.82 1,148 5,795 -430
Jun12 110519 108.65 109.06 107.67 107.84 -0.81 5,836 34,421 -183
Jul12 110519 107.50 107.50 107.50 107.50 -0.80 420 3,495 +55
Aug12 110519 107.14 107.14 107.14 107.14 -0.78 192 2,110 +112
Total Volume and Open Interest 471,797 868,670 -1,028
Gas Oil(ICE)
Jun11 110519 919.00 926.00 912.00 917.75 +3.00 77,073 131,874 -6,656
Jul11 110519 922.75 929.50 915.50 921.25 +2.75 66,655 89,915 +1,032
Aug11 110519 925.00 932.75 919.00 924.75 +2.75 23,533 48,366 +1,909
Sep11 110519 931.50 935.75 923.00 928.00 +2.50 12,543 48,622 +438
Oct11 110519 931.25 938.00 925.50 930.75 +2.50 8,455 31,076 -2,072
Nov11 110519 932.50 938.50 929.75 932.00 +2.25 6,184 22,420 -483
Dec11 110519 937.75 941.50 928.00 933.25 +2.00 29,671 56,074 +1,549
Jan12 110519 934.00 940.75 934.00 936.00 +1.75 3,653 24,461 -366
Feb12 110519 941.25 941.25 935.00 936.75 +1.75 1,627 6,752 -542
Mar12 110519 941.00 941.00 931.25 936.50 +1.75 1,348 6,314 +354
Total Volume and Open Interest 237,156 554,185 -4,951
Ethanol(CBOT)
May11 110504 2.620 2.628 2.595 2.621 +0.001 47 147 -144
Jun11 110519 2.674 2.674 2.640 2.650 +0.002 159 1,018 -23
Jul11 110519 2.656 2.668 2.632 2.647 -0.002 253 1,291 +110
Aug11 110519 2.670 2.670 2.630 2.635 -0.009 87 1,070 -20
Sep11 110519 2.626 2.626 2.571 2.589 -0.011 145 1,017 +63
Oct11 110519 2.508 2.512 2.467 2.485 -0.020 148 1,101 +38
Nov11 110519 2.444 2.444 2.400 2.418 -0.026 40 668 -6
Dec11 110519 2.420 2.420 2.381 2.403 -0.021 27 943 -2
Total Volume and Open Interest 994 8,127 +228
WTI Crude Oil(ICE
Jun11 110519 99.90 100.78 98.20 98.44 -1.66 60,914 41,128 -2,713
Jul11 110519 100.41 101.24 98.62 98.93 -1.63 75,507 91,242 -685
Aug11 110519 100.82 101.58 99.04 99.32 -1.57 20,945 40,416 +2,499
Sep11 110519 101.37 101.81 99.49 99.67 -1.49 13,718 40,375 +231
Oct11 110519 101.06 101.86 99.74 99.93 -1.40 6,231 18,067 -544
Nov11 110519 101.28 101.78 100.05 100.12 -1.32 5,503 15,510 -126
Dec11 110519 101.55 102.12 100.05 100.28 -1.24 20,659 82,136 +1,155
Jan12 110519 101.37 101.68 100.34 100.34 -1.18 1,534 11,398 +187
Feb12 110519 101.16 101.48 100.33 100.33 -1.13 624 3,547 -17
Mar12 110519 100.28 100.28 100.28 100.28 -1.08 853 11,847 +45
Apr12 110519 100.22 100.22 100.22 100.22 -1.03 443 4,390 -32
May12 110519 100.16 100.16 100.16 100.16 -0.98 130 2,316 -17
Jun12 110519 101.42 101.42 100.04 100.09 -0.93 1,074 26,088 -57
Jul12 110519 99.92 99.92 99.92 99.92 -0.89 179 1,844 +94
Aug12 110519 99.70 99.70 99.70 99.70 -0.86 45 886 +0
Sep12 110519 99.51 99.51 99.51 99.51 -0.82 45 4,296 +0
Total Volume and Open Interest 214,708 495,752 -246
US Dollar Index(ICE)
Jun11 110519 75.485 75.710 75.185 75.277 -0.355 40,035 54,667 -1,522
Sep11 110519 75.900 76.195 75.715 75.783 -0.350 116 1,121 +31
Dec11 110519 76.293 76.293 76.293 76.293 -0.350 0 2 +0
Total Volume and Open Interest 40,151 55,791 -1,491
Australian Dollar(CME)
Jun11 110519 105.99 106.51 105.63 106.30 +0.52 120,776 113,906 -94
Sep11 110519 104.75 105.01 104.40 104.95 +0.51 244 1,104 +69
Dec11 110519 103.72 103.72 103.21 103.72 +0.51 0 78 +0
Total Volume and Open Interest 121,020 115,090 -25
British Pound(CME)
Jun11 110519 161.61 162.37 161.24 162.09 +0.71 127,018 103,089 -3,838
Sep11 110519 161.40 162.10 161.15 161.87 +0.71 50 611 -82
Dec11 110519 161.62 161.62 160.91 161.62 +0.71 9 48 +9
Total Volume and Open Interest 127,077 103,753 -3,911
Canadian Dollar(CME)
Jun11 110519 103.04 103.54 102.75 103.12 +0.37 85,242 115,505 +654
Sep11 110519 102.83 103.26 102.50 102.87 +0.37 317 4,497 +32
Dec11 110519 102.77 102.90 102.25 102.60 +0.35 71 2,873 +46
Mar12 110519 102.54 102.59 101.93 102.30 +0.37 14 317 +1
Total Volume and Open Interest 85,644 123,386 +733
Japanese Yen(CME)
Jun11 110519 122.46 122.77 121.61 122.57 -0.01 121,535 100,319 -3,435
Sep11 110519 122.42 122.71 121.69 122.63 -0.01 364 2,902 -230
Dec11 110519 122.60 122.83 122.00 122.73 -0.01 12 223 -1
Total Volume and Open Interest 121,911 103,453 -3,666
Swiss Franc(CME)
Jun11 110519 113.46 114.09 112.62 113.45 -0.03 33,168 67,978 -1,697
Sep11 110519 113.85 114.10 112.79 113.50 -0.04 121 301 +14
Dec11 110519 113.55 113.59 113.55 113.55 -0.04 1 23 +0
Total Volume and Open Interest 33,290 68,304 -1,683
EuroFX(CME)
Jun11 110519 142.44 143.19 141.98 143.03 +0.87 349,355 246,290 -4,732
Sep11 110519 142.06 142.76 141.58 142.61 +0.87 1,161 3,740 -679
Dec11 110519 141.39 142.25 141.27 142.14 +0.87 11 124 +8
Total Volume and Open Interest 350,527 250,533 -5,403
Mexican Peso(CME)
Jun11 110519 851.8 859.0 851.0 857.8 +7.8 31,033 147,353 -4,625
Jul11 110519 856.0 856.0 848.2 856.0 +7.8      
Total Volume and Open Interest 31,033 147,582 -4,625
30-Year T-Bonds(CBOT)
Jun11 110519 124~160 124~210 123~260 124~200 -0~030      
Sep11 110519 123~070 123~140 122~130 123~110 -0~030 10,161 22,801 +1,374
Dec11 110519 121~150 121~310 121~150 121~280 -0~030 3 3 +1
Total Volume and Open Interest 405,669 721,053 +2,439
10-Year T-Notes(CBOT)
Jun11 110519 122~140 122~205 121~305 122~195 +0~025 1,300,709 1,830,421 +12,327
Sep11 110519 120~310 121~070 120~175 121~060 +0~030 30,707 63,586 +14,744
Dec11 110519 120~060 120~060 120~030 120~060 +0~030 0 6 +0
Total Volume and Open Interest 1,331,416 1,894,013 +27,071
5-Year T-Notes(CBOT)
Jun11 110519 118~113 119~047 118~113 119~047 +0~015      
Sep11 110519 118~004 118~023 117~086 118~022 +0~013 29,281 72,721 +12,463
Dec11 110519 117~046 117~047 117~033 117~046 +0~013      
Total Volume and Open Interest 706,402 1,560,694 +1,308
2 Year T-Notes(CBOT)
Jun11 110519 109~092 109~100 109~082 109~099 +0~007 225,536 1,016,336 +4,708
Sep11 110519 109~038 109~046 109~026 109~045 +0~007 16,888 43,711 +7,060
Dec11 110519 108~111 108~111 108~104 108~111 +0~007 0 20 +0
Total Volume and Open Interest 242,424 1,060,067 +11,768
Eurodollars(CME)
Jun11 110519 99.725 99.732 99.717 99.730 +0.005 107,973 929,700 +3,830
Sep11 110519 99.665 99.685 99.650 99.680 +0.015 158,331 1,398,159 +4,704
Dec11 110519 99.575 99.605 99.560 99.600 +0.025 206,741 1,642,782 +10,390
Mar12 110519 99.435 99.480 99.415 99.475 +0.040 274,817 1,620,882 +16,100
Jun12 110519 99.215 99.270 99.175 99.265 +0.050 248,740 1,361,623 -10,528
Sep12 110519 98.935 98.995 98.875 98.990 +0.050 201,569 755,818 +5,447
Dec12 110519 98.635 98.700 98.565 98.695 +0.050 184,219 537,491 +1,928
Mar13 110519 98.365 98.430 98.285 98.425 +0.045 135,392 375,627 -4,574
Jun13 110519 98.100 98.165 98.015 98.155 +0.040 114,146 259,075 -1,034
Sep13 110519 97.835 97.905 97.760 97.895 +0.035 74,935 244,280 -1,890
Dec13 110519 97.580 97.640 97.500 97.630 +0.025 64,266 189,753 +4,963
Mar14 110519 97.355 97.405 97.275 97.395 +0.015 48,491 173,857 +113
Jun14 110519 97.125 97.175 97.055 97.165 +0.010 17,066 99,869 -1,326
Sep14 110519 96.920 96.955 96.840 96.945 +0.005 12,025 58,785 -535
Dec14 110519 96.700 96.730 96.620 96.720 unch 11,416 69,333 -81
Mar15 110519 96.515 96.535 96.430 96.525 -0.005 10,331 49,613 -352
Jun15 110519 4.570 4.590 4.495 4.585 -0.005 5,853 43,490 +466
Sep15 110519 4.405 4.410 4.325 4.410 -0.005 4,826 38,799 +342
Total Volume and Open Interest      
30 Day Federal Funds(CBOT)
May11 110519 99.908 99.910 99.905 99.908 unch 608 77,320 +5
Jun11 110519 99.900 99.905 99.900 99.900 unch 427 63,690 +29
Jul11 110519 99.895 99.900 99.895 99.895 unch 795 51,524 +129
Aug11 110519 99.880 99.885 99.875 99.885 unch 1,717 53,174 -1,068
Sep11 110519 99.870 99.875 99.860 99.870 unch 3,222 43,307 +392
Oct11 110519 99.855 99.865 99.845 99.860 +0.005 4,428 52,667 -1,726
Total Volume and Open Interest 43,523 699,377 +1,443
30 Day Fed Funds(e-CBOT)
3-Mth Euro-Yen(CME)
Jun11 110519 99.673 99.673 99.673 99.673 unch 0 750 +0
Sep11 110519 99.680 99.680 99.680 99.680 unch      
Dec11 110519 99.683 99.683 99.683 99.683 +0.007 0 75 +0
Mar12 110519 99.670 99.670 99.670 99.670 unch      
Jun12 110519 99.680 99.680 99.680 99.680 unch      
Sep12 110519 99.610 99.610 99.610 99.610 unch      
Dec12 110519 99.570 99.570 99.570 99.570 unch      
Mar13 110519 99.570 99.570 99.570 99.570 unch      
Jun13 110519 99.525 99.525 99.525 99.525 unch      
Sep13 110519 99.385 99.385 99.385 99.385 unch      
Total Volume and Open Interest 0 825 +0
3-Mth Euro-Yen(SGX)
Jun11 110519 99.67 99.67 99.67 99.67 unch 0 6,003 +0
Sep11 110519 99.68 99.68 99.68 99.68 unch 0 1,466 +0
Dec11 110519 99.68 99.68 99.68 99.68 unch 0 1,957 +0
Mar12 110519 99.67 99.67 99.67 99.67 unch 0 3,877 +0
Jun12 110519 99.68 99.68 99.68 99.68 unch 0 1,254 +0
Sep12 110519 99.61 99.61 99.61 99.61 unch 0 411 +0
Dec12 110519 99.57 99.57 99.57 99.57 unch 0 24 +0
Mar13 110519 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 110519 140.67 140.71 140.50 140.60 -0.05 1,744 20,364 +192
Sep11 110519 140.33 140.39 140.30 140.39 -0.05 128 39 -5
Dec11 110519 138.30 138.30 138.30 138.30 -0.05      
Total Volume and Open Interest 1,872 20,403 +187
Euro-Bund(EUREX)
Jun11 110519 124.05 124.23 123.73 124.13 -0.18 1,074,337 1,020,009 +4,107
Sep11 110519 123.79 123.91 123.49 123.84 -0.19 6,250 26,367 -1,414
Dec11 110519 122.93 122.93 122.93 122.93 -0.23 270 0 +0
Total Volume and Open Interest 1,080,857 1,046,376 +2,693
Euro-Bobl(EUREX)
Jun11 110517 116.01 116.09 115.77 115.98 +0.27 814,418 795,459 -15,722
Sep11 110519 115.23 115.30 115.10 115.28 -0.11 13,756 47,749 +6,304
Dec11 110519 115.43 115.43 115.43 115.43 -0.10      
Total Volume and Open Interest 663,275 852,914 -8,390
3-Mth Euribor(EUREX)
Jun11 110519 98.470 98.475 98.460 98.460 -0.015 6 5,092 +2
Sep11 110519 98.170 98.170 98.145 98.160 -0.015 224 2,016 +4
Dec11 110519 97.965 97.965 97.920 97.955 -0.020 0 1,078 +0
Total Volume and Open Interest 245 10,860 +6
Long Gilt(LIFFE)
Jun11 110428 118~22 119~08 118~20 119~05 +0~25 128,847 372,773 +43,077
Sep11 110519 119~04 119~09 118~29 119~07 -0~06 2,292 1,573 +1,246
Total Volume and Open Interest 136,694 349,681 +9,372
3-Mth Short Sterling(LIFFE)
Jun11 110519 99.17 99.17 99.16 99.16 unch 44,226 436,337 +1,163
Sep11 110519 99.08 99.09 99.07 99.08 unch 111,325 442,526 -4,410
Dec11 110519 98.92 98.94 98.90 98.93 +0.01 136,910 447,960 -20,605
Mar12 110519 98.74 98.77 98.71 98.76 +0.01 144,091 395,218 -9,411
Jun12 110519 98.51 98.55 98.48 98.54 unch 124,280 336,571 -5,758
Sep12 110519 98.30 98.32 98.25 98.30 -0.02 87,017 217,842 -9,072
Total Volume and Open Interest 778,631 2,798,896 -74,029
3-Mth Euribor(LIFFE)
Jun11 110519 98.470 98.480 98.460 98.460 -0.015 99,186 695,970 -145,715
Sep11 110519 98.165 98.180 98.135 98.160 -0.015 178,688 620,742 -72,432
Dec11 110519 97.960 97.975 97.915 97.955 -0.020 151,445 603,919 -96,175
Total Volume and Open Interest 868,191 3,614,897 -600,243
3-Mth Aus T-Bills(SFE)
Jun11 110519 94.98 94.98 94.95 94.97 -0.01 26,881 168,000 -15,728
Sep11 110519 94.89 94.91 94.87 94.89 -0.01 36,652 225,421 +7,154
Dec11 110519 94.83 94.85 94.79 94.82 -0.02 18,032 138,760 -3,705
Mar12 110519 94.77 94.79 94.73 94.75 -0.02 6,931 81,246 -1,048
Jun12 110519 94.72 94.73 94.67 94.69 -0.02 3,674 55,458 +1,145
Sep12 110519 94.67 94.68 94.62 94.65 -0.02 1,591 52,433 -574
Dec12 110519 94.63 94.64 94.57 94.60 -0.02 1,666 27,649 +102
Mar13 110519 94.61 94.61 94.54 94.57 -0.03 634 18,684 +474
Jun13 110519 94.52 94.56 94.51 94.54 -0.01 50 1,934 +50
Sep13 110519 94.48 94.52 94.48 94.50 unch 0 1,138 +0
Total Volume and Open Interest 96,111 771,577 -12,130
10-Year Aus T-Bonds(SFE)
Jun11 110519 94.65 94.68 94.63 94.66 unch 55,769 406,401 -39,302
Sep11 110519 94.66 94.66 94.66 94.66 unch      
Total Volume and Open Interest 55,769 406,401 -39,302
3-Year Aus T-Bonds(SFE)
Jun11 110519 94.99 95.01 94.94 94.97 -0.02 176,499 659,222 -120,490
Sep11 110519 94.97 94.97 94.97 94.97 -0.02      
Total Volume and Open Interest 176,499 659,222 -120,490
Gold(CMX)
Jun11 110519 1495.5 1499.6 1485.8 1492.4 -3.4 190,079 252,680 -10,347
Aug11 110519 1497.6 1500.6 1487.2 1493.6 -3.5 14,607 113,908 +5,071
Oct11 110519 1499.1 1500.2 1490.0 1494.8 -3.5 401 6,448 -2
Dec11 110519 1501.0 1502.7 1489.5 1496.0 -3.6 3,441 58,951 -1,595
Feb12 110519 1501.1 1504.0 1492.0 1497.2 -3.6 224 7,222 +17
Apr12 110519 1497.0 1499.8 1492.9 1498.5 -3.6 301 4,957 +176
Jun12 110519 1497.0 1502.5 1494.9 1500.0 -3.7 421 11,288 +331
Aug12 110519 1502.0 1502.0 1502.0 1502.0 -3.8 54 4,045 +52
Oct12 110519 1504.6 1504.6 1504.6 1504.6 -3.8 177 3,436 +60
Dec12 110519 1505.3 1513.0 1505.3 1507.7 -3.8 343 12,301 -63
Feb13 110519 1511.2 1511.2 1511.2 1511.2 -3.7 0 205 +0
Total Volume and Open Interest 211,217 509,164 -5,686
Silver(CMX)
May11 110519 3540.0 3569.5 3489.5 3492.7 -16.7 24 315 -8
Jul11 110519 3509.5 3575.0 3452.5 3493.2 -16.5 81,915 63,648 -977
Sep11 110519 3530.0 3574.5 3460.0 3495.0 -16.4 2,143 8,556 +13
Dec11 110519 3526.5 3571.0 3471.0 3496.0 -15.9 3,085 22,552 -1,028
Mar12 110519 3492.2 3495.0 3492.2 3492.2 -15.7 36 3,551 +12
May12 110519 3505.0 3505.0 3488.4 3488.4 -15.7 2 1,025 +1
Jul12 110519 3484.9 3484.9 3484.9 3484.9 -15.7 3 1,702 +1
Total Volume and Open Interest 91,431 120,227 -2,004
Platinum(NYMEX)
Jul11 110519 1773.1 1793.4 1765.3 1769.0 -10.9 5,148 32,963 +72
Oct11 110519 1794.6 1794.6 1769.8 1771.9 -11.3 75 2,143 +44
Jan12 110519 1774.4 1774.4 1774.4 1774.4 -11.2 2 80 +2
Apr12 110519 1786.0 1786.0 1776.4 1776.4 -11.2 0 24 +0
Total Volume and Open Interest 5,235 35,215 +108
Palladium(NYMEX)
Jun11 110519 735.00 739.60 724.00 728.15 -9.05 4,138 14,522 -564
Sep11 110519 740.65 740.65 725.95 729.90 -9.05 1,475 4,859 +367
Dec11 110519 737.45 737.45 730.60 731.15 -8.95 1 471 +0
Total Volume and Open Interest 5,614 19,857 -197
Copper(CMX)
May11 110519 408.75 408.75 403.80 404.70 -5.25 360 1,146 -82
Jul11 110519 409.60 411.95 403.45 405.25 -5.25 38,003 67,841 +504
Sep11 110519 411.60 412.85 405.35 407.05 -5.30 4,411 25,214 +644
Dec11 110519 414.40 414.40 407.80 409.00 -5.30 2,571 14,063 +385
Mar12 110519 410.00 410.00 410.00 410.00 -5.30 1,030 4,249 +691
Total Volume and Open Interest 48,434 119,749 +1,972
DJIA Index(CBOT)
Jun11 110519 12540 12613 12508 12591 +59 4,872 24,331 +626
Sep11 110519 12521 12521 12463 12521 +58 8 19 +4
Dec11 110519 12450 12450 12392 12450 +58 6 7 +6
Mar12 110519 12390 12390 12332 12390 +58      
Total Volume and Open Interest 4,886 24,357 +636
S & P 500(CME)
Jun11 110519 1338.70 1345.30 1334.60 1341.70 +3.10 18,182 312,757 +1,460
Sep11 110519 1336.30 1337.50 1330.20 1336.30 +3.10 6 7,180 -35
Dec11 110519 1330.70 1332.20 1324.70 1330.70 +3.00 1,002 5,418 +573
Mar12 110519 1325.70 1327.20 1319.70 1325.70 +3.00      
Total Volume and Open Interest 19,190 325,360 +1,998
S & P 500 E-Mini(Globex)
Jun11 110519 1341.50 1342.00 1341.25 1341.50 +3.00      
Sep11 110519 1333.25 1339.50 1329.25 1336.25 +3.00 3,724 32,849 +372
Total Volume and Open Interest 2,296,915 2,725,544 +22,767
NASDAQ 100(CME)
Jun11 110519 2366.30 2373.00 2354.00 2369.00 +7.50 502 20,460 -764
Sep11 110519 2365.30 2365.30 2362.00 2365.30 +7.30 0 52 +0
Dec11 110519 2361.80 2361.80 2361.50 2361.80 +7.30 1 1 +1
Total Volume and Open Interest 503 20,513 -763
NASDAQ 100 E-Mini(Globex)
Jun11 110519 2362.00 2373.30 2353.50 2369.00 +7.50 338,037 361,493 -4,488
Sep11 110519 2360.00 2369.30 2353.30 2365.30 +7.30 275 1,315 +58
Total Volume and Open Interest 338,314 362,823 -4,426
S & P Midcap 400(CME)
Jun11 110519 993.90 993.90 991.00 993.90 +2.00 24 1,598 -2
Sep11 110519 991.30 991.30 991.00 991.30 +1.80      
Dec11 110519 989.70 989.70 989.40 989.70 +1.80      
Total Volume and Open Interest 24 1,598 -2
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Jun11 110519 9625 9625 9625 9625 -80      
Sep11 110519 9690 9740 9660 9660 -80 37 68 +15
Total Volume and Open Interest 8,991 48,211 +717
Nikkei 225(SGX)
Jun11 110519 9675 9730 9600 9635 -20 98,443 232,014 -4,884
Sep11 110519 9665 9700 9605 9630 -20 8 1,461 +8
Dec11 110519 9575 9575 9575 9575 -20 0 6,259 +0
Total Volume and Open Interest 100,161 243,555 -3,189
CAC 40(EURONEXT)
May11 110519 3980.5 4035.5 3962.5 4011.0 +50.0 269,375 320,685 +4,885
Jun11 110519 3935.5 3993.0 3920.5 3968.5 +50.0 112,718 199,036 +59,123
Jul11 110519 3967.0 3967.0 3967.0 3967.0 +49.5      
Total Volume and Open Interest 382,093 519,722 +64,008
Hang Seng Index(HKFE)
May11 110519 23037 23241 22982 23150 +191 70,604 86,663 +1,309
Jun11 110519 22890 23090 22837 22995 +187 1,420 10,656 +204
Total Volume and Open Interest 72,668 99,132 +1,557
DAX(EUREX)
Jun11 110519 7345.0 7429.0 7321.0 7353.5 +40.5 183,374 183,489 -2,411
Sep11 110519 7371.0 7450.0 7351.0 7378.5 +40.5 946 6,730 +266
Dec11 110519 7408.0 7480.5 7408.0 7411.0 +41.0 112 1,375 -1
Total Volume and Open Interest 184,432 191,594 -2,146
FT-SE 100(EURONEXT)
Jun11 110519 5949.00 5991.50 5922.50 5949.00 +35.50 123,918 622,611 -58,757
Sep11 110519 5903.00 5948.00 5891.00 5913.50 +35.00 74 3,826 -10
Dec11 110519 5891.00 5891.00 5891.00 5891.00 +35.00 11 253 +1
Total Volume and Open Interest 124,003 626,785 -58,766
SPI 200(SFE)
Jun11 110519 4699.0 4773.0 4680.0 4760.0 +63.0 31,669 180,493 -26,112
Sep11 110519 4675.0 4756.0 4672.0 4747.0 +62.0 280 3,713 -84
Dec11 110519 4770.0 4770.0 4770.0 4770.0 +63.0 0 2,570 +0
Total Volume and Open Interest 33,219 190,619 -25,650
GSCI(CME)
Jun11 110519 34.64 37.39 27.49 27.84 -7.80 221 10,597 -84
Jul11 110519 31.64 34.39 24.64 25.34 -7.80 2 0 +0
Aug11 110519 26.14 34.89 25.64 26.14 -7.50 2 0 +0
Total Volume and Open Interest 225 10,597 -84
Reuters CCI(ICE)
Jun11 110519 339.80 339.80 339.80 339.80 -4.80      
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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