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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 Fri May 20, 2011
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jul11 110520 1377.25 1396.00 1364.00 1380.25 +0.75 118,262 243,089 +136
Aug11 110520 1368.00 1386.75 1357.50 1371.75 unch 12,881 24,053 +199
Sep11 110520 1358.75 1372.25 1349.50 1360.25 unch 4,583 16,860 -62
Nov11 110520 1347.00 1361.00 1337.25 1350.50 +1.00 39,027 197,777 +1,674
Jan12 110520 1359.00 1368.75 1346.25 1358.75 -0.25 4,994 23,048 -978
Mar12 110520 1360.00 1371.75 1353.25 1361.00 unch 4,352 14,273 +510
May12 110520 1354.50 1366.00 1345.00 1355.00 -0.50 2,824 12,185 +688
Total Volume and Open Interest 189,079 547,695 +2,500
Soybean Meal(CBOT)
Jul11 110520 360.60 366.20 357.60 360.60 -0.80 55,361 95,223 +1,883
Aug11 110520 360.40 365.10 356.80 360.00 -0.50 8,648 34,109 -240
Sep11 110520 357.10 361.30 354.20 357.10 -0.50 2,736 18,028 -23
Oct11 110520 350.00 354.00 348.00 350.40 -0.40 2,042 16,261 +515
Dec11 110520 349.60 353.60 347.50 350.30 -0.20 7,461 50,460 -166
Jan12 110520 352.90 354.50 351.10 351.90 -0.20 377 4,009 -8
Mar12 110520 354.80 356.80 354.00 354.00 -0.30 561 3,714 +4
May12 110520 355.80 356.30 351.70 352.00 -0.60 816 3,651 +180
Total Volume and Open Interest 78,339 230,020 +2,108
Soybean Oil(CBOT)
Jul11 110520 57.47 58.06 56.99 57.46 unch 73,625 142,007 -5,605
Aug11 110520 57.70 58.29 57.24 57.69 unch 8,378 33,311 +531
Sep11 110520 57.88 58.53 57.51 57.94 unch 7,443 22,100 -150
Oct11 110520 58.02 58.69 57.76 58.10 -0.01 1,463 14,825 +243
Dec11 110520 58.39 59.05 58.00 58.46 -0.02 15,870 76,965 +579
Jan12 110520 58.55 59.23 58.55 58.64 -0.03 326 6,040 +109
Mar12 110520 58.55 59.20 58.55 58.74 -0.03 111 4,591 -40
May12 110520 58.70 59.18 58.55 58.74 -0.03 491 4,008 +104
Total Volume and Open Interest 107,947 306,525 -4,252
Canola(WCE)
May11 110513 545.8 545.8 545.8 545.8 -5.2      
Jul11 110520 575.0 579.9 569.2 577.1 +2.6 9,967 76,104 +38
Nov11 110520 579.5 586.0 574.7 583.3 +2.9 6,755 77,080 +252
Jan12 110520 585.9 593.0 585.2 590.5 +3.1 473 7,601 +137
Mar12 110520 594.3 597.3 589.1 594.9 +4.0 211 1,303 +23
Total Volume and Open Interest 17,873 164,631 +680
Corn(CBOT)
Jul11 110520 748.00 765.00 743.25 759.50 +11.25 164,860 600,039 -5,979
Sep11 110520 711.25 723.00 704.25 717.50 +6.00 43,105 173,713 +3,548
Dec11 110520 660.75 671.50 653.50 666.50 +4.50 75,393 451,122 -334
Mar12 110520 670.50 681.00 663.50 676.75 +4.75 5,182 76,794 +236
May12 110520 677.25 686.50 672.00 683.75 +4.75 1,411 17,085 -200
Jul12 110520 683.25 694.00 678.50 688.50 +4.25 1,668 41,368 +163
Total Volume and Open Interest 294,816 1,419,248 -2,241
Wheat(CBOT)
Jul11 110520 812.50 818.50 790.00 806.50 -5.50 96,596 221,886 +2,876
Sep11 110520 855.25 861.25 833.75 849.25 -6.00 27,926 69,794 -1,923
Dec11 110520 900.50 907.50 882.50 893.00 -8.00 26,424 94,131 -268
Mar12 110520 929.00 936.75 912.50 920.50 -9.25 7,667 21,283 +1,397
May12 110520 932.00 942.50 925.50 927.50 -9.50 996 7,103 +334
Total Volume and Open Interest 166,044 458,257 +3,718
Wheat(KCBT)
Jul11 110520 944.50 950.25 922.25 933.25 -11.50 16,716 82,519 -353
Sep11 110520 960.00 964.50 942.75 949.75 -12.00 5,295 32,651 -552
Dec11 110520 980.50 984.25 960.00 967.75 -13.00 7,468 40,029 -1,017
Mar12 110520 988.50 992.50 974.75 977.25 -13.50 1,323 6,155 -422
May12 110520 978.75 990.00 972.75 973.75 -13.50 27 765 -6
Total Volume and Open Interest 31,412 170,925 -2,054
Wheat(MGE)
May11 110513 911.75 911.75 911.75 911.75 -7.50 8 1,022 -8
Jul11 110520 1006.00 1011.75 978.00 999.75 -6.50 4,821 20,555 +966
Sep11 110520 988.75 996.00 969.00 980.75 -8.75 2,661 15,925 -475
Dec11 110520 992.00 1000.00 974.00 981.25 -11.00 1,811 12,276 -219
Mar12 110520 990.25 1000.00 978.50 983.50 -11.00 256 2,552 -26
Total Volume and Open Interest 9,788 54,644 +374
Oats(CBOT)
Jul11 110520 364.50 367.50 361.00 364.00 unch 1,167 8,342 -5
Sep11 110520 370.25 373.50 369.00 371.50 unch 41 304 -2
Dec11 110520 375.00 378.25 372.50 375.50 +0.50 361 3,472 +115
Mar12 110520 387.00 387.00 387.00 387.00 unch 3 22 +1
Total Volume and Open Interest 1,572 12,141 +109
Rough Rice(CBOT)
May11 110513 13.80 13.80 13.78 13.80 +0.02 1 24 +0
Jul11 110520 14.99 15.11 14.70 15.10 +0.09 1,144 15,271 -47
Sep11 110520 15.81 15.96 15.55 15.95 +0.10 299 5,254 -52
Nov11 110520 16.04 16.26 15.91 16.26 +0.11 137 1,630 +56
Total Volume and Open Interest 1,580 22,710 -45
Live Cattle(CME)
Jun11 110520 104.750 105.450 104.300 104.980 +0.130 28,251 71,489 -6,150
Aug11 110520 107.500 107.800 106.930 107.100 -0.830 25,250 129,253 +5,746
Oct11 110520 113.600 114.050 113.100 113.580 -0.400 7,374 77,131 +680
Dec11 110520 116.500 117.050 116.080 116.830 -0.020 5,715 48,769 +644
Feb12 110520 117.250 118.000 117.050 117.900 +0.200 3,150 13,058 +490
Apr12 110520 118.330 118.930 118.080 118.750 -0.150 988 6,242 +442
Total Volume and Open Interest 70,810 347,271 +1,894
Feeder Cattle(CME)
May11 110520 125.535 125.980 124.900 125.450 -0.050 873 3,163 -140
Aug11 110520 126.550 126.930 125.300 125.750 -0.900 3,765 23,279 +104
Sep11 110520 128.075 128.075 126.535 127.080 -0.720 612 5,245 +117
Oct11 110520 128.985 129.050 127.500 128.130 -0.855 632 4,431 +82
Nov11 110520 128.800 129.435 128.000 128.750 -0.435 177 1,672 +23
Jan12 110520 128.200 128.685 127.400 128.050 -0.750 46 505 +27
Mar12 110520 128.235 128.600 128.235 128.600 -0.900 1 43 +0
Total Volume and Open Interest 6,106 38,341 +213
Lean Hogs(CME)
Jun11 110520 91.250 92.100 91.135 91.980 +0.650 24,291 34,864 -4,829
Jul11 110520 91.550 92.400 91.430 92.330 +0.695 11,808 61,562 +1,963
Aug11 110520 92.885 93.785 92.850 93.500 +0.420 10,665 41,631 +1,837
Oct11 110520 86.350 87.080 86.200 86.500 -0.035 5,075 41,452 +1,014
Dec11 110520 83.800 84.500 83.635 84.100 +0.050 3,173 31,134 +373
Feb12 110520 85.400 85.580 85.000 85.350 +0.250 767 8,163 +152
Apr12 110520 86.200 86.350 85.830 86.300 +0.070 184 4,574 +10
May12 110520 90.000 90.000 90.000 90.000 unch 22 171 +10
Total Volume and Open Interest 56,006 225,870 +543
Class III Milk(CME)
May11 110520 16.45 16.49 16.44 16.48 +0.04 62 5,443 +6
Jun11 110520 17.73 18.06 17.66 18.01 +0.35 247 4,677 -2
Jul11 110520 18.40 19.00 18.36 18.96 +0.60 376 3,911 +119
Aug11 110520 18.24 18.74 18.21 18.71 +0.50 211 3,642 +72
Sep11 110520 18.22 18.59 18.20 18.57 +0.37 127 3,638 +44
Total Volume and Open Interest 1,154 33,063 +305
Cocoa(ICE)
Jul11 110520 2981 2993 2898 2902 -77 6,746 62,960 -1,182
Sep11 110520 3001 3005 2918 2920 -74 2,469 28,520 +316
Dec11 110520 3035 3038 2945 2951 -71 1,310 26,569 +74
Mar12 110520 3078 3078 3001 3005 -74 267 23,597 +63
May12 110520 3075 3075 3000 3002 -73 120 6,180 +1
Jul12 110520 3000 3000 2993 2995 -75 1 2,047 +0
Sep12 110520 3008 3008 2996 2996 -75 0 2,162 +0
Total Volume and Open Interest 10,917 154,826 -724
Coffee "C"(ICE)
May11 110518 268.00 268.45 268.00 268.45 +3.35 31 147 -51
Jul11 110520 265.00 267.95 258.60 259.15 -4.55 10,591 56,957 -292
Sep11 110520 268.00 270.65 261.50 262.10 -4.55 3,277 24,512 +637
Dec11 110520 272.10 272.75 265.00 265.50 -4.60 641 20,125 +392
Mar12 110520 271.50 273.05 267.30 267.35 -4.35 199 4,924 +108
May12 110520 272.20 273.75 267.50 268.15 -4.25 69 2,922 +59
Total Volume and Open Interest 15,012 111,769 +1,044
Orange Juice(ICE)
Jul11 110520 183.70 183.70 179.00 181.75 -3.20 704 25,905 +204
Sep11 110520 177.75 177.75 172.60 175.40 -2.35 189 4,610 +98
Nov11 110520 173.00 173.00 168.30 171.10 -1.75 85 1,794 +39
Jan12 110520 166.50 168.00 165.50 167.95 -1.40 7 237 +5
Mar12 110520 166.00 166.00 166.00 166.00 -1.20 6 117 +0
May12 110520 164.00 164.00 164.00 164.00 -1.00 0 40 +0
Total Volume and Open Interest 991 32,767 +346
Sugar #11(ICE)
Jul11 110520 21.85 22.54 21.65 22.41 +0.59 51,361 261,950 -153
Oct11 110520 21.82 22.14 21.49 22.07 +0.46 28,154 142,373 -3,077
Mar12 110520 21.90 22.36 21.78 22.34 +0.42 15,644 88,593 +793
May12 110520 21.80 22.20 21.71 22.20 +0.40 2,769 24,935 +146
Jul12 110520 21.71 22.07 21.64 22.07 +0.36 1,363 20,766 +95
Total Volume and Open Interest 101,257 582,750 -1,862
London Cocoa(LCE)
Jul11 110520 1859 1861 1814 1816 -49 5,673 74,010 -526
Sep11 110520 1845 1887 1844 1845 -45 2,067 32,354 -201
Dec11 110520 1907 1915 1873 1874 -45 2,107 30,483 -3
Mar12 110520 1932 1935 1897 1897 -45 316 31,254 -114
May12 110520 1950 1950 1911 1911 -45 12 9,936 +3
Jul12 110520 1935 1935 1917 1917 -48 0 4,257 +0
Sep12 110520 1962 1962 1927 1927 -48 0 3,033 +0
Total Volume and Open Interest 10,175 192,764 -841
London Sugar(LCE)
Aug11 110520 618.50 626.30 613.00 625.30 +6.80 3,976 24,195 -292
Oct11 110520 579.00 588.70 577.20 586.50 +5.00 1,068 8,221 +215
Dec11 110520 579.20 588.30 578.40 586.30 +4.10 147 4,000 +46
Mar12 110520 575.00 581.20 574.50 579.40 +5.20 63 2,448 -5
May12 110520 570.10 575.00 570.10 574.80 +6.30 18 1,424 +4
Total Volume and Open Interest 5,297 41,997 -33
Cotton(ICE)
Jul11 110520 155.00 157.02 150.06 155.61 -0.04 8,593 70,012 +59
Oct11 110520 130.54 134.11 130.54 134.11 +1.92 9 418 -5
Dec11 110520 119.10 120.24 117.11 119.76 +0.57 3,713 62,274 -296
Mar12 110520 112.00 112.05 110.12 111.77 +0.56 1,179 9,906 +769
May12 110520 108.00 108.43 106.30 108.38 +0.67 173 2,461 +28
Jul12 110520 105.23 106.62 105.00 106.56 +0.62 122 3,155 +49
Total Volume and Open Interest 13,795 150,620 +1,003
Lumber(CME)
Jul11 110520 231.2 233.5 227.0 227.2 -4.7 627 7,279 -11
Sep11 110520 250.6 252.8 247.7 250.8 -0.6 266 2,130 +33
Nov11 110520 253.0 253.0 249.8 250.0 -1.0 26 529 +12
Jan12 110520 267.0 267.0 267.0 267.0 unch 7 29 -1
Total Volume and Open Interest 927 9,970 +33
Crude Oil(NYM)
Jun11 110520 98.60 99.90 95.99 99.49 +1.05 285,299 60,674 -42,057
Jul11 110520 99.06 100.42 96.35 100.10 +1.17 286,251 403,840 +17,242
Aug11 110520 99.46 100.78 96.75 100.48 +1.16 54,187 88,984 -2,270
Sep11 110520 99.85 101.10 97.13 100.82 +1.15 38,765 89,781 +704
Oct11 110520 100.44 101.18 97.60 101.05 +1.12 12,532 47,378 +516
Nov11 110520 100.48 101.38 97.69 101.22 +1.10 10,612 37,431 +470
Dec11 110520 100.67 101.69 97.79 101.36 +1.08 54,981 192,481 +1,402
Jan12 110520 100.78 101.71 98.39 101.42 +1.08 5,627 38,564 -46
Feb12 110520 101.17 101.44 98.42 101.41 +1.08 2,761 22,785 +14
Mar12 110520 101.19 101.37 98.33 101.37 +1.09 5,858 29,420 -544
Apr12 110520 101.32 101.32 101.31 101.31 +1.09 1,704 16,160 +418
May12 110520 101.61 101.61 101.24 101.24 +1.08 1,647 16,892 +238
Jun12 110520 100.09 101.36 98.30 101.18 +1.09 7,737 75,285 +746
Jul12 110520 101.04 101.04 101.04 101.04 +1.12 1,303 21,288 +28
Aug12 110520 100.86 100.86 100.86 100.86 +1.16 1,874 14,604 +640
Sep12 110520 100.71 100.71 100.71 100.71 +1.20 193 14,179 +113
Total Volume and Open Interest 803,153 1,560,617 -22,251
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 110520 99.775 100.700 96.750 100.475 +1.150 96 345 +3
Sep11 110520 100.050 100.975 97.500 100.825 +1.150 19 184 +5
Oct11 110520 99.100 101.050 99.100 101.050 +1.125 4 41 -1
Nov11 110520 101.225 101.225 101.225 101.225 +1.100 0 18 +0
Dec11 110520 99.900 101.350 98.675 101.350 +1.075 20 332 +17
Jan12 110520 101.425 101.425 101.425 101.425 +1.075 0 6 +0
Feb12 110520 101.400 101.400 101.400 101.400 +1.075 0 7 +0
Total Volume and Open Interest 10,802 4,928 -112
Heating Oil(NYM)
Jun11 110520 289.67 294.04 282.61 291.83 +2.36 45,391 57,189 -4,162
Jul11 110520 291.17 295.32 283.96 293.20 +2.35 30,270 81,137 +4,753
Aug11 110520 292.38 296.68 285.45 294.61 +2.35 12,000 32,828 +54
Sep11 110520 293.75 297.80 287.65 296.37 +2.43 9,012 26,481 +1,558
Oct11 110520 296.29 299.00 289.73 298.02 +2.49 3,808 12,162 +419
Nov11 110520 297.58 299.79 290.28 299.63 +2.49 2,511 14,118 +226
Dec11 110520 298.94 303.06 291.89 301.19 +2.50 9,281 35,375 -77
Jan12 110520 300.50 302.97 296.16 302.73 +2.47 2,196 14,709 +305
Feb12 110520 299.00 303.43 299.00 303.11 +2.43 965 6,443 +61
Mar12 110520 294.60 302.73 294.60 302.29 +2.41 254 3,155 -90
Apr12 110520 293.98 300.25 293.98 300.25 +2.37 91 1,700 -39
May12 110520 298.53 298.53 298.53 298.53 +2.33 229 1,800 +92
Total Volume and Open Interest 117,067 313,789 +3,018
Gasoline(NYMEX)
Jun11 110520 290.75 295.87 285.79 293.58 +0.98 48,886 48,998 -2,165
Jul11 110520 289.05 294.35 284.35 292.03 +1.63 49,655 76,730 +638
Aug11 110520 286.80 291.94 282.83 290.14 +1.70 25,517 27,450 -578
Sep11 110520 285.00 288.80 280.79 288.06 +1.83 13,121 29,319 +826
Oct11 110520 272.38 275.63 267.79 275.33 +1.92 5,913 22,215 -101
Nov11 110520 270.27 273.34 265.19 272.90 +2.04 2,943 11,308 -305
Dec11 110520 269.02 272.78 264.02 271.86 +2.17 4,687 26,110 -216
Jan12 110520 268.01 272.32 268.01 272.32 +2.22 447 6,836 +211
Feb12 110520 273.85 273.85 273.85 273.85 +2.25 37 3,683 -5
Mar12 110520 275.45 275.45 275.45 275.45 +2.32 27 4,890 -11
Total Volume and Open Interest 151,617 276,238 -1,379
e-miNY RBOB Gasoline(NYM)
Jun11 110520 293.60 293.60 293.58 293.60 +1.00 1 2 +1
Jul11 110520 292.00 292.03 292.00 292.00 +1.60 1 3 +0
Aug11 110520 290.10 290.14 290.10 290.10 +1.70 0 1 +0
Sep11 110520 288.10 288.10 288.06 288.10 +1.90      
Total Volume and Open Interest 2 9 +1
Natural Gas(NYM)
Jun11 110520 4.088 4.266 4.077 4.230 +0.136 75,968 75,603 -11,018
Jul11 110520 4.160 4.320 4.140 4.290 +0.129 44,499 213,820 +378
Aug11 110520 4.229 4.366 4.192 4.340 +0.126 23,943 73,150 -587
Sep11 110520 4.246 4.403 4.219 4.367 +0.123 9,238 103,149 +1,597
Oct11 110520 4.305 4.444 4.270 4.414 +0.120 11,663 92,693 +695
Nov11 110520 4.465 4.606 4.443 4.576 +0.109 3,799 52,890 -243
Dec11 110520 4.705 4.829 4.670 4.794 +0.101 3,291 39,218 +638
Jan12 110520 4.800 4.950 4.786 4.911 +0.097 5,008 85,275 -464
Feb12 110520 4.788 4.938 4.780 4.902 +0.096 1,088 19,409 +60
Mar12 110520 4.730 4.857 4.730 4.843 +0.092 1,763 38,118 +197
Apr12 110520 4.615 4.750 4.608 4.709 +0.079 1,650 37,664 +194
May12 110520 4.630 4.770 4.630 4.731 +0.076 258 9,484 -91
Jun12 110520 4.674 4.803 4.670 4.771 +0.077 250 8,053 +122
Jul12 110520 4.720 4.818 4.720 4.818 +0.075 37 6,020 -17
Aug12 110520 4.815 4.859 4.815 4.846 +0.074 56 5,996 +29
Sep12 110520 4.810 4.856 4.810 4.856 +0.074 95 5,483 -28
Total Volume and Open Interest 183,408 947,767 -8,307
Brent Crude Oil(ICE)
Jul11 110520 111.66 112.88 108.60 112.39 +0.97 182,842 231,787 -2,633
Aug11 110520 111.28 112.50 108.25 112.02 +1.01 61,752 154,014 +7,590
Sep11 110520 110.81 112.00 107.91 111.59 +1.03 31,185 74,181 +3,297
Oct11 110520 110.59 111.57 107.47 111.20 +1.05 12,396 45,247 -1,847
Nov11 110520 110.26 111.30 107.50 110.87 +1.06 9,572 24,970 -1,033
Dec11 110520 109.78 111.05 106.91 110.57 +1.07 42,154 88,066 -6,115
Jan12 110520 109.78 110.62 107.77 110.35 +1.09 5,277 21,301 -506
Feb12 110520 109.35 110.39 107.56 110.12 +1.10 2,699 19,198 +217
Mar12 110520 108.84 110.15 106.46 109.87 +1.11 2,504 30,993 -170
Apr12 110520 109.65 109.65 109.59 109.59 +1.13 1,650 8,089 +316
May12 110520 109.30 109.30 109.30 109.30 +1.15 2,150 5,637 -158
Jun12 110520 107.93 109.29 105.61 109.00 +1.16 5,159 34,744 +323
Jul12 110520 108.66 108.66 108.66 108.66 +1.16 379 3,376 -119
Aug12 110520 108.31 108.31 108.31 108.31 +1.17 299 2,268 +158
Total Volume and Open Interest 381,455 867,209 -1,461
Gas Oil(ICE)
Jun11 110520 917.25 928.75 895.25 909.25 -8.50 80,518 121,738 -10,136
Jul11 110520 921.00 932.25 898.50 912.50 -8.75 90,787 89,119 -796
Aug11 110520 924.75 935.50 902.00 915.75 -9.00 28,217 47,347 -1,019
Sep11 110520 926.50 938.25 906.00 919.00 -9.00 10,834 49,119 +497
Oct11 110520 930.75 940.75 908.00 921.50 -9.25 5,178 32,417 +1,341
Nov11 110520 934.25 938.50 909.25 922.50 -9.50 1,544 22,443 +23
Dec11 110520 933.25 943.25 910.75 924.00 -9.25 20,395 56,952 +878
Jan12 110520 934.75 945.75 926.25 926.75 -9.25 2,966 24,362 -99
Feb12 110520 935.25 946.25 919.25 927.50 -9.25 1,143 7,168 +416
Mar12 110520 934.75 945.75 915.50 927.00 -9.50 1,029 6,755 +441
Total Volume and Open Interest 246,586 547,239 -6,946
Ethanol(CBOT)
May11 110504 2.620 2.628 2.595 2.621 +0.001 47 147 -144
Jun11 110520 2.648 2.688 2.648 2.669 +0.019 132 1,003 -15
Jul11 110520 2.645 2.675 2.645 2.666 +0.019 235 1,310 +19
Aug11 110520 2.616 2.657 2.616 2.649 +0.014 218 1,089 +19
Sep11 110520 2.568 2.605 2.568 2.598 +0.009 110 1,022 +5
Oct11 110520 2.490 2.500 2.481 2.490 +0.005 93 1,061 -40
Nov11 110520 2.420 2.425 2.415 2.419 +0.001 39 664 -4
Dec11 110520 2.410 2.410 2.395 2.400 -0.003 39 950 +7
Total Volume and Open Interest 974 8,194 +67
WTI Crude Oil(ICE
Jul11 110520 99.32 100.42 96.36 100.10 +1.17 88,511 97,998 +6,756
Aug11 110520 99.79 100.73 96.76 100.48 +1.16 21,605 40,722 +306
Sep11 110520 100.08 101.10 97.12 100.82 +1.15 14,262 40,150 -225
Oct11 110520 100.79 101.29 97.84 101.05 +1.12 5,025 18,310 +243
Nov11 110520 100.95 101.41 98.06 101.22 +1.10 3,962 15,454 -56
Dec11 110520 100.66 101.59 97.77 101.36 +1.08 23,339 82,471 +335
Jan12 110520 101.18 101.63 99.59 101.42 +1.08 2,741 11,811 +413
Feb12 110520 100.61 101.46 98.66 101.41 +1.08 954 3,541 -6
Mar12 110520 100.95 101.37 99.86 101.37 +1.09 834 12,006 +159
Apr12 110520 101.31 101.31 101.31 101.31 +1.09 324 4,341 -49
May12 110520 101.24 101.24 101.24 101.24 +1.08 276 2,292 -24
Jun12 110520 100.26 101.18 98.30 101.18 +1.09 1,143 26,170 +82
Jul12 110520 101.04 101.04 101.04 101.04 +1.12 47 1,822 -22
Aug12 110520 100.86 100.86 100.86 100.86 +1.16 21 891 +5
Sep12 110520 100.71 100.71 100.71 100.71 +1.20 64 4,296 +0
Oct12 110520 100.58 100.58 100.58 100.58 +1.23 14 506 +0
Total Volume and Open Interest 223,773 496,687 +935
US Dollar Index(ICE)
Jun11 110520 75.195 75.920 75.085 75.580 +0.303 31,703 55,506 +839
Sep11 110520 75.755 76.395 75.620 76.070 +0.287 106 1,099 -22
Dec11 110520 76.600 76.600 76.600 76.600 +0.307 0 2 +0
Total Volume and Open Interest 31,809 56,608 +817
Australian Dollar(CME)
Jun11 110520 106.34 106.82 105.81 106.67 +0.37 103,063 112,359 -1,547
Sep11 110520 105.10 105.39 104.56 105.32 +0.37 313 1,267 +163
Dec11 110520 104.08 104.08 103.72 104.08 +0.36 0 78 +0
Total Volume and Open Interest 103,376 113,706 -1,384
British Pound(CME)
Jun11 110520 162.20 163.01 161.62 162.73 +0.64 161,431 107,340 +4,251
Sep11 110520 162.01 162.71 161.47 162.52 +0.65 213 741 +130
Dec11 110520 162.28 162.28 161.62 162.28 +0.66 0 48 +0
Total Volume and Open Interest 161,644 108,134 +4,381
Canadian Dollar(CME)
Jun11 110520 103.25 103.66 102.28 102.82 -0.30 70,242 113,012 -2,493
Sep11 110520 103.05 103.35 102.05 102.58 -0.29 428 4,756 +259
Dec11 110520 102.79 102.79 101.94 102.33 -0.27 95 2,928 +55
Mar12 110520 101.90 102.30 101.90 102.03 -0.27 7 321 +4
Total Volume and Open Interest 70,773 121,211 -2,175
Japanese Yen(CME)
Jun11 110520 122.44 122.73 122.15 122.57 unch 111,753 99,491 -828
Sep11 110520 122.49 122.70 122.25 122.63 unch 555 3,059 +157
Dec11 110520 122.72 122.73 122.72 122.72 -0.01 1 223 +0
Total Volume and Open Interest 112,309 102,782 -671
Swiss Franc(CME)
Jun11 110520 113.48 114.34 112.92 114.05 +0.60 40,704 69,285 +1,307
Sep11 110520 113.49 114.11 113.29 114.10 +0.60 168 377 +76
Dec11 110520 114.16 114.16 113.55 114.16 +0.61 0 23 +0
Total Volume and Open Interest 40,872 69,687 +1,383
EuroFX(CME)
Jun11 110520 143.03 143.39 141.26 141.98 -1.05 288,025 251,848 +5,558
Sep11 110520 142.71 142.95 140.88 141.57 -1.04 1,265 4,023 +283
Dec11 110520 140.65 142.14 140.50 141.12 -1.02 18 142 +18
Total Volume and Open Interest 289,308 256,392 +5,859
Mexican Peso(CME)
Jun11 110520 858.0 860.8 853.0 858.2 +0.5 22,104 146,769 -584
Jul11 110520 856.5 856.5 856.0 856.5 +0.5      
Total Volume and Open Interest 22,115 146,989 -593
30-Year T-Bonds(CBOT)
Jun11 110520 124~280 124~280 124~160 124~270 +0~070      
Sep11 110520 123~120 123~230 123~040 123~180 +0~070 11,486 25,397 +2,596
Dec11 110520 122~030 122~030 121~280 122~030 +0~070 0 3 +0
Total Volume and Open Interest 386,351 723,893 +2,840
10-Year T-Notes(CBOT)
Jun11 110520 122~185 122~285 122~165 122~260 +0~065 1,333,625 1,822,063 -8,358
Sep11 110520 121~065 121~155 121~040 121~135 +0~075 42,610 70,137 +6,551
Dec11 110520 120~135 120~135 120~060 120~135 +0~075 0 6 +0
Total Volume and Open Interest 1,376,235 1,892,206 -1,807
5-Year T-Notes(CBOT)
Jun11 110520 119~063 119~063 119~062 119~062 +0~015      
Sep11 110520 118~017 118~048 118~017 118~041 +0~019 51,458 95,124 +22,403
Dec11 110520 117~065 117~065 117~046 117~065 +0~019      
Total Volume and Open Interest 736,967 1,587,563 +26,869
2 Year T-Notes(CBOT)
Jun11 110520 109~098 109~104 109~097 109~104 +0~005 228,023 1,025,131 +8,795
Sep11 110520 109~045 109~053 109~044 109~053 +0~008 20,292 52,951 +9,240
Dec11 110520 108~119 108~119 108~111 108~119 +0~008 0 20 +0
Total Volume and Open Interest 248,315 1,078,102 +18,035
Eurodollars(CME)
Jun11 110520 99.732 99.735 99.725 99.728 -0.003 220,622 917,253 -12,447
Sep11 110520 99.680 99.680 99.665 99.675 -0.005 383,231 1,369,945 -28,214
Dec11 110520 99.605 99.605 99.590 99.600 unch 302,141 1,616,923 -25,859
Mar12 110520 99.480 99.485 99.465 99.480 +0.005 355,027 1,637,439 +16,557
Jun12 110520 99.265 99.285 99.250 99.275 +0.010 376,034 1,401,112 +39,489
Sep12 110520 98.990 99.015 98.975 99.010 +0.020 228,453 757,286 +1,468
Dec12 110520 98.685 98.730 98.680 98.720 +0.025 204,640 542,143 +4,652
Mar13 110520 98.425 98.470 98.415 98.460 +0.035 173,283 373,785 -1,842
Jun13 110520 98.160 98.205 98.150 98.200 +0.045 126,815 253,464 -5,611
Sep13 110520 97.900 97.950 97.890 97.940 +0.045 88,338 240,653 -3,627
Dec13 110520 97.635 97.685 97.625 97.675 +0.045 62,432 187,232 -2,521
Mar14 110520 97.400 97.450 97.390 97.440 +0.045 42,724 171,617 -2,240
Jun14 110520 97.165 97.215 97.165 97.205 +0.040 16,208 99,378 -491
Sep14 110520 96.945 96.990 96.940 96.980 +0.035 11,745 59,206 +421
Dec14 110520 96.720 96.765 96.715 96.755 +0.035 11,005 68,274 -1,059
Mar15 110520 96.525 96.570 96.520 96.560 +0.035 8,550 49,696 +83
Jun15 110520 4.590 4.625 4.580 4.615 +0.030 5,454 44,218 +728
Sep15 110520 4.405 4.450 4.395 4.435 +0.025 5,077 39,350 +551
Total Volume and Open Interest      
30 Day Federal Funds(CBOT)
May11 110520 99.905 99.910 99.905 99.908 unch 7,375 76,245 -1,075
Jun11 110520 99.905 99.905 99.900 99.900 unch 1,826 62,962 -728
Jul11 110520 99.900 99.900 99.895 99.895 unch 1,934 51,123 -401
Aug11 110520 99.885 99.890 99.880 99.885 unch 3,129 52,706 -468
Sep11 110520 99.870 99.875 99.865 99.870 unch 3,026 42,246 -1,061
Oct11 110520 99.860 99.865 99.860 99.860 unch 4,113 53,041 +374
Total Volume and Open Interest 58,248 702,467 +3,090
30 Day Fed Funds(e-CBOT)
3-Mth Euro-Yen(CME)
Jun11 110520 99.673 99.673 99.673 99.673 unch 0 750 +0
Sep11 110520 99.680 99.680 99.680 99.680 unch      
Dec11 110520 99.683 99.683 99.683 99.683 unch 0 75 +0
Mar12 110520 99.670 99.670 99.670 99.670 unch      
Jun12 110520 99.680 99.680 99.680 99.680 unch      
Sep12 110520 99.610 99.610 99.610 99.610 unch      
Dec12 110520 99.570 99.570 99.570 99.570 unch      
Mar13 110520 99.570 99.570 99.570 99.570 unch      
Jun13 110520 99.525 99.525 99.525 99.525 unch      
Sep13 110520 99.385 99.385 99.385 99.385 unch      
Total Volume and Open Interest 0 825 +0
3-Mth Euro-Yen(SGX)
Jun11 110520 99.67 99.67 99.67 99.67 unch 0 6,003 +0
Sep11 110520 99.68 99.68 99.68 99.68 unch 0 1,466 +0
Dec11 110520 99.68 99.68 99.68 99.68 unch 0 1,957 +0
Mar12 110520 99.67 99.67 99.67 99.67 unch 0 3,877 +0
Jun12 110520 99.68 99.68 99.68 99.68 unch 0 1,254 +0
Sep12 110520 99.61 99.61 99.61 99.61 unch 0 411 +0
Dec12 110520 99.57 99.57 99.57 99.57 unch 0 24 +0
Mar13 110520 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 110520 140.52 140.90 140.45 140.85 +0.25 1,541 20,876 +512
Sep11 110520 140.55 140.64 140.55 140.64 +0.25 3 41 +2
Dec11 110520 138.55 138.55 138.55 138.55 +0.25      
Total Volume and Open Interest 1,544 20,917 +514
Euro-Bund(EUREX)
Jun11 110520 124.21 124.83 124.12 124.76 +0.63 865,098 994,549 -25,460
Sep11 110520 123.88 124.56 123.85 124.51 +0.67 4,084 28,444 +2,077
Dec11 110520 123.56 123.56 123.56 123.56 +0.63      
Total Volume and Open Interest 869,182 1,022,993 -23,383
Euro-Bobl(EUREX)
Jun11 110517 116.01 116.09 115.77 115.98 +0.27 814,418 795,459 -15,722
Sep11 110520 115.42 115.69 115.42 115.69 +0.41 6,105 49,670 +1,921
Dec11 110520 115.81 115.81 115.81 115.81 +0.38      
Total Volume and Open Interest 699,424 853,395 +481
3-Mth Euribor(EUREX)
Jun11 110520 98.465 98.470 98.465 98.465 +0.005 319 5,011 -81
Sep11 110520 98.175 98.195 98.175 98.195 +0.035 36 2,017 +1
Dec11 110520 97.965 98.005 97.965 98.005 +0.050 20 1,078 +0
Total Volume and Open Interest 426 10,781 -79
Long Gilt(LIFFE)
Jun11 110428 118~22 119~08 118~20 119~05 +0~25 128,847 372,773 +43,077
Sep11 110520 119~08 119~20 119~06 119~19 +0~12 6,606 4,038 +2,465
Total Volume and Open Interest 117,516 292,156 -57,525
3-Mth Short Sterling(LIFFE)
Jun11 110520 99.17 99.17 99.16 99.17 +0.01 48,572 481,976 +45,639
Sep11 110520 99.09 99.11 99.08 99.10 +0.02 65,507 489,115 +46,589
Dec11 110520 98.94 98.97 98.93 98.96 +0.03 67,782 490,556 +42,596
Mar12 110520 98.77 98.80 98.76 98.80 +0.04 63,993 437,178 +41,960
Jun12 110520 98.56 98.60 98.54 98.59 +0.05 73,774 389,087 +52,516
Sep12 110520 98.33 98.37 98.32 98.36 +0.06 43,079 243,174 +25,332
Total Volume and Open Interest 456,195 3,117,050 +318,154
3-Mth Euribor(LIFFE)
Jun11 110520 98.465 98.480 98.460 98.465 +0.005 109,197 770,288 +74,318
Sep11 110520 98.165 98.205 98.155 98.195 +0.035 136,678 711,193 +90,451
Dec11 110520 97.960 98.015 97.950 98.005 +0.050 130,572 683,761 +79,842
Total Volume and Open Interest 828,375 4,096,959 +482,062
3-Mth Aus T-Bills(SFE)
Jun11 110520 94.96 94.97 94.95 94.97 unch 12,820 158,351 -9,649
Sep11 110520 94.89 94.90 94.87 94.89 unch 14,652 216,955 -8,466
Dec11 110520 94.81 94.84 94.79 94.82 unch 7,798 139,923 +1,163
Mar12 110520 94.75 94.76 94.72 94.75 unch 7,284 84,008 +2,762
Jun12 110520 94.69 94.70 94.68 94.68 -0.01 1,283 54,642 -816
Sep12 110520 94.64 94.65 94.62 94.64 -0.01 974 52,733 +300
Dec12 110520 94.60 94.61 94.58 94.59 -0.01 555 27,993 +344
Mar13 110520 94.57 94.59 94.55 94.57 unch 682 19,237 +553
Jun13 110520 94.52 94.54 94.51 94.52 -0.02 25 1,944 +10
Sep13 110520 94.50 94.50 94.47 94.48 -0.02 2 1,138 +0
Total Volume and Open Interest 46,075 757,778 -13,799
10-Year Aus T-Bonds(SFE)
Jun11 110520 94.65 94.70 94.63 94.69 +0.03 43,328 413,701 +7,300
Sep11 110520 94.69 94.69 94.69 94.69 +0.03      
Total Volume and Open Interest 43,328 413,701 +7,300
3-Year Aus T-Bonds(SFE)
Jun11 110520 94.96 94.99 94.94 94.98 +0.01 99,317 659,071 -151
Sep11 110520 94.98 94.98 94.98 94.98 +0.01      
Total Volume and Open Interest 99,317 659,071 -151
Gold(CMX)
Jun11 110520 1493.5 1515.8 1486.4 1508.9 +16.5 145,016 247,929 -4,751
Aug11 110520 1495.9 1517.0 1487.8 1510.0 +16.4 16,160 119,614 +5,706
Oct11 110520 1497.8 1516.9 1490.1 1511.2 +16.4 324 6,406 -42
Dec11 110520 1498.0 1519.3 1492.0 1512.5 +16.5 3,522 60,275 +1,324
Feb12 110520 1499.5 1518.9 1495.0 1513.6 +16.4 307 7,303 +81
Apr12 110520 1501.5 1519.3 1493.0 1514.9 +16.4 183 5,071 +114
Jun12 110520 1506.8 1516.4 1506.5 1516.4 +16.4 389 11,404 +116
Aug12 110520 1518.4 1518.4 1518.4 1518.4 +16.4 125 4,070 +25
Oct12 110520 1520.9 1520.9 1520.9 1520.9 +16.3 11 3,436 +0
Dec12 110520 1527.6 1530.0 1524.0 1524.0 +16.3 169 12,296 -5
Feb13 110520 1527.2 1527.2 1527.2 1527.2 +16.0 15 205 +0
Total Volume and Open Interest 166,911 512,008 +2,844
Silver(CMX)
May11 110520 3465.5 3522.0 3426.0 3508.2 +15.5 34 303 -12
Jul11 110520 3496.0 3557.0 3419.0 3508.7 +15.5 73,993 64,150 +502
Sep11 110520 3510.5 3552.5 3425.0 3510.5 +15.5 1,783 8,994 +438
Dec11 110520 3518.5 3551.0 3426.0 3511.9 +15.9 4,725 23,413 +861
Mar12 110520 3494.5 3507.9 3494.5 3507.9 +15.7 34 3,553 +2
May12 110520 3504.3 3504.3 3504.3 3504.3 +15.9 9 1,023 -2
Jul12 110520 3499.5 3500.8 3499.5 3500.8 +15.9 27 1,707 +5
Total Volume and Open Interest 81,976 121,972 +1,745
Platinum(NYMEX)
Jul11 110520 1767.0 1779.4 1757.5 1769.4 +0.4 6,732 32,672 -291
Oct11 110520 1776.5 1780.7 1760.2 1772.5 +0.6 60 2,153 +10
Jan12 110520 1775.0 1775.0 1775.0 1775.0 +0.6 0 80 +0
Apr12 110520 1777.0 1777.0 1777.0 1777.0 +0.6 0 24 +0
Total Volume and Open Interest 6,792 34,934 -281
Palladium(NYMEX)
Jun11 110520 726.85 738.40 723.60 735.50 +7.35 5,026 13,085 -1,437
Sep11 110520 728.90 740.00 728.00 737.20 +7.30 1,992 6,450 +1,591
Dec11 110520 730.00 738.45 730.00 738.45 +7.30 0 471 +0
Total Volume and Open Interest 7,020 20,013 +156
Copper(CMX)
May11 110520 403.25 412.05 403.25 411.90 +7.20 450 1,077 -69
Jul11 110520 404.90 414.85 403.80 412.15 +6.90 38,343 67,651 -190
Sep11 110520 406.05 416.55 406.05 413.95 +6.90 2,600 25,463 +249
Dec11 110520 409.50 417.50 409.50 415.80 +6.80 665 13,957 -106
Mar12 110520 415.40 416.70 415.35 416.70 +6.70 202 4,271 +22
Total Volume and Open Interest 43,242 119,742 -7
DJIA Index(CBOT)
Jun11 110520 12587 12600 12466 12466 -125 237 24,225 -106
Sep11 110520 12397 12521 12397 12397 -124 0 19 +0
Dec11 110520 12326 12450 12326 12326 -124 0 7 +0
Mar12 110520 12266 12390 12266 12266 -124      
Total Volume and Open Interest 237 24,251 -106
S & P 500(CME)
Jun11 110520 1341.70 1344.00 1327.00 1327.80 -13.90 12,651 313,042 +285
Sep11 110520 1325.00 1325.00 1322.40 1322.40 -13.90 356 7,422 +242
Dec11 110520 1316.80 1317.70 1316.80 1316.80 -13.90 102 5,501 +83
Mar12 110520 1311.80 1312.70 1311.80 1311.80 -13.90      
Total Volume and Open Interest 13,109 325,970 +610
S & P 500 E-Mini(Globex)
Jun11 110520 1341.50 1344.00 1327.00 1327.75 -13.75      
Sep11 110520 1336.25 1338.50 1321.25 1322.50 -13.75 4,397 35,996 +3,147
Total Volume and Open Interest 1,616,646 2,735,782 +10,238
NASDAQ 100(CME)
Jun11 110520 2366.50 2372.50 2342.00 2343.50 -25.50 2,765 18,514 -1,946
Sep11 110520 2361.00 2361.00 2339.80 2339.80 -25.50 80 111 +59
Dec11 110520 2336.30 2337.80 2336.30 2336.30 -25.50 0 1 +0
Total Volume and Open Interest 2,845 18,626 -1,887
NASDAQ 100 E-Mini(Globex)
Jun11 110520 2368.50 2372.80 2342.30 2343.50 -25.50 232,300 341,719 -19,774
Sep11 110520 2364.00 2364.50 2339.30 2339.80 -25.50 152 1,529 +214
Total Volume and Open Interest 232,453 343,262 -19,561
S & P Midcap 400(CME)
Jun11 110520 983.60 987.00 975.00 983.60 -10.30 0 1,598 +0
Sep11 110520 981.10 982.30 981.10 981.10 -10.20      
Dec11 110520 979.50 980.70 979.50 979.50 -10.20      
Total Volume and Open Interest 0 1,598 +0
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Jun11 110520 9535 9535 9535 9535 -90      
Sep11 110520 9630 9660 9570 9570 -90 0 68 +0
Total Volume and Open Interest 5,258 48,151 -60
Nikkei 225(SGX)
Jun11 110520 9655 9685 9600 9615 -20 96,647 239,212 +7,198
Sep11 110520 9600 9650 9600 9610 -20 20 1,460 -1
Dec11 110520 9555 9555 9555 9555 -20 0 6,259 +0
Total Volume and Open Interest 96,735 250,801 +7,246
CAC 40(EURONEXT)
May11 110520 4030.0 4050.5 4010.0 4020.5 +9.5 245,575 287,554 -33,131
Jun11 110520 3987.5 4009.0 3939.5 3949.5 -19.0 141,607 280,179 +81,143
Jul11 110520 3984.0 3984.0 3946.5 3948.0 -19.0      
Total Volume and Open Interest 387,182 567,734 +48,012
Hang Seng Index(HKFE)
May11 110520 23197 23239 23113 23145 -5 61,177 83,214 -3,449
Jun11 110520 23050 23088 22965 22997 +2 1,753 10,753 +97
Total Volume and Open Interest 63,189 95,765 -3,367
DAX(EUREX)
Jun11 110520 7384.0 7417.5 7232.5 7271.5 -82.0 128,740 182,828 -661
Sep11 110520 7408.0 7440.0 7267.5 7296.0 -82.5 690 7,066 +336
Dec11 110520 7443.0 7443.5 7300.0 7328.0 -83.0 143 1,380 +5
Total Volume and Open Interest 129,573 191,274 -320
FT-SE 100(EURONEXT)
Jun11 110520 5964.50 6006.00 5912.00 5929.50 -19.50 91,802 663,965 +41,354
Sep11 110520 5925.00 5953.00 5885.00 5894.50 -19.00 38 3,846 +20
Dec11 110520 5940.50 5940.50 5871.50 5871.50 -19.50 0 253 +0
Total Volume and Open Interest 91,840 668,159 +41,374
SPI 200(SFE)
Jun11 110520 4765.0 4775.0 4733.0 4740.0 -20.0 38,658 178,266 -2,227
Sep11 110520 4750.0 4750.0 4723.0 4728.0 -19.0 129 3,760 +47
Dec11 110520 4750.0 4750.0 4750.0 4750.0 -20.0 75 2,595 +25
Total Volume and Open Interest 39,029 188,589 -2,030
GSCI(CME)
Jun11 110520 30.14 35.64 16.14 35.64 +7.80 290 10,754 +157
Jul11 110520 27.14 32.64 13.64 32.64 +7.30 4 0 +0
Aug11 110520 33.64 33.64 15.14 33.64 +7.50 2 0 +0
Total Volume and Open Interest 296 10,754 +157
Reuters CCI(ICE)
Jun11 110520 342.50 342.50 342.50 342.50 +2.70      
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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