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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 Mon May 23, 2011
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jul11 110523 1386.00 1393.00 1366.00 1373.75 -6.50 80,605 244,067 +978
Aug11 110523 1375.00 1385.75 1359.00 1367.25 -4.50 8,229 24,062 +9
Sep11 110523 1365.75 1373.00 1347.50 1358.25 -2.00 2,518 16,444 -416
Nov11 110523 1354.50 1363.00 1336.50 1350.75 +0.25 27,845 198,590 +813
Jan12 110523 1359.00 1370.00 1348.75 1358.25 -0.50 1,350 23,017 -31
Mar12 110523 1364.00 1373.00 1351.00 1361.00 unch 2,053 14,899 +626
May12 110523 1367.25 1367.50 1344.00 1355.75 +0.75 1,433 12,510 +325
Total Volume and Open Interest 124,844 549,947 +2,252
Soybean Meal(CBOT)
Jul11 110523 362.30 364.80 357.20 358.80 -1.80 37,488 93,583 -1,640
Aug11 110523 362.70 364.50 357.10 358.80 -1.20 6,813 33,732 -377
Sep11 110523 359.70 361.40 354.40 356.50 -0.60 2,452 17,867 -161
Oct11 110523 353.50 353.60 347.40 350.30 -0.10 1,587 16,269 +8
Dec11 110523 350.20 354.20 347.10 350.30 unch 10,455 49,258 -1,202
Jan12 110523 353.60 353.70 348.70 351.90 unch 243 4,121 +112
Mar12 110523 356.30 356.30 351.20 353.90 -0.10 269 3,702 -12
May12 110523 353.90 355.00 350.00 351.90 -0.10 244 3,764 +113
Total Volume and Open Interest 59,599 226,863 -3,157
Soybean Oil(CBOT)
Jul11 110523 57.54 57.94 56.90 57.22 -0.24 60,744 141,795 -212
Aug11 110523 57.89 58.17 57.13 57.47 -0.22 4,932 33,454 +143
Sep11 110523 58.18 58.34 57.38 57.75 -0.19 3,749 21,733 -367
Oct11 110523 58.03 58.05 57.54 57.93 -0.17 1,075 14,756 -69
Dec11 110523 58.58 58.93 57.90 58.30 -0.16 11,358 77,882 +917
Jan12 110523 58.28 58.64 58.12 58.44 -0.20 671 6,360 +320
Mar12 110523 58.42 58.74 58.31 58.54 -0.20 101 4,517 -74
May12 110523 58.52 58.71 58.36 58.54 -0.20 121 4,019 +11
Total Volume and Open Interest 82,934 307,203 +678
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 110523 769.00 775.00 750.00 754.00 -5.50 156,387 597,557 -2,482
Sep11 110523 725.00 729.75 709.00 719.75 +2.25 28,671 176,022 +2,309
Dec11 110523 670.75 679.00 656.50 670.50 +4.00 62,446 450,203 -919
Mar12 110523 680.25 686.75 667.00 683.00 +6.25 3,931 76,707 -87
May12 110523 687.25 693.25 675.00 690.25 +6.50 1,040 17,235 +150
Jul12 110523 692.75 699.00 680.00 696.00 +7.50 1,385 41,257 -111
Total Volume and Open Interest 256,641 1,417,995 -1,253
Wheat(CBOT)
Jul11 110523 816.50 821.00 785.25 803.00 -3.50 75,227 216,940 -4,946
Sep11 110523 860.00 863.25 830.00 850.50 +1.25 13,097 69,344 -450
Dec11 110523 902.25 907.75 874.25 898.25 +5.25 19,332 95,301 +1,170
Mar12 110523 930.00 930.00 903.50 928.25 +7.75 3,411 21,554 +271
May12 110523 914.50 935.75 913.00 933.75 +6.25 767 7,288 +185
Total Volume and Open Interest 117,132 455,908 -2,349
Wheat(KCBT)
Jul11 110523 943.75 947.00 918.00 931.00 -2.25 12,471 83,477 +958
Sep11 110523 952.00 962.00 935.25 949.75 unch 4,307 33,106 +455
Dec11 110523 972.75 980.75 955.00 971.50 +3.75 4,436 41,275 +1,246
Mar12 110523 987.50 989.75 966.00 982.00 +4.75 672 6,151 -4
May12 110523 964.75 985.75 964.75 978.50 +4.75 55 802 +37
Total Volume and Open Interest 22,394 173,965 +3,040
Wheat(MGE)
May11 110513 911.75 911.75 911.75 911.75 -7.50 8 1,022 -8
Jul11 110523 1007.25 1019.25 985.75 1001.00 +1.25 5,335 21,231 +676
Sep11 110523 986.00 1000.00 970.25 987.50 +6.75 2,578 15,907 -18
Dec11 110523 985.00 1000.00 972.50 990.00 +8.75 1,805 12,355 +79
Mar12 110523 1000.00 1000.00 977.00 993.75 +10.25 447 2,616 +64
Total Volume and Open Interest 10,634 55,667 +1,023
Oats(CBOT)
Jul11 110523 366.25 373.50 349.75 361.00 -3.00 631 8,454 +112
Sep11 110523 376.00 376.00 360.00 369.50 -2.00 4 305 +1
Dec11 110523 379.75 383.00 364.50 375.00 -0.50 118 3,493 +21
Mar12 110523 383.00 387.00 383.00 386.50 -0.50 0 22 +0
Total Volume and Open Interest 753 12,275 +134
Rough Rice(CBOT)
Jul11 110523 15.12 15.19 14.90 15.08 -0.02 1,054 15,270 -1
Sep11 110523 15.95 16.06 15.77 15.93 -0.02 370 5,135 -119
Nov11 110523 16.35 16.37 16.12 16.24 -0.03 267 1,679 +49
Jan12 110523 16.55 16.55 16.55 16.55 unch 5 254 +0
Total Volume and Open Interest 1,696 22,639 -71
Live Cattle(CME)
Jun11 110523 104.150 104.250 101.980 102.150 -2.830 23,854 66,300 -5,189
Aug11 110523 106.200 106.200 104.100 104.100 -3.000 22,528 131,990 +2,737
Oct11 110523 112.200 112.450 110.580 110.580 -3.000 10,535 76,244 -887
Dec11 110523 116.000 116.000 113.830 113.830 -3.000 3,740 49,151 +382
Feb12 110523 116.830 116.930 114.900 115.180 -2.720 1,041 13,184 +126
Apr12 110523 117.885 118.180 115.750 115.800 -2.950 791 6,610 +368
Total Volume and Open Interest 62,513 344,821 -2,450
Feeder Cattle(CME)
May11 110523 125.350 125.500 123.550 123.800 -1.650 1,044 2,777 -386
Aug11 110523 125.100 125.100 122.750 122.750 -3.000 4,256 22,727 -552
Sep11 110523 126.300 126.300 124.080 124.080 -3.000 803 5,260 +15
Oct11 110523 127.480 127.480 125.135 125.135 -2.995 726 4,470 +39
Nov11 110523 128.235 128.235 125.750 125.750 -3.000 271 1,691 +19
Jan12 110523 127.000 127.000 125.050 125.050 -3.000 56 520 +15
Mar12 110523 125.600 125.600 125.600 125.600 -3.000 2 43 +0
Total Volume and Open Interest 7,158 37,491 -850
Lean Hogs(CME)
Jun11 110523 91.500 91.500 88.980 89.250 -2.730 20,883 30,465 -4,399
Jul11 110523 90.885 91.180 89.330 89.330 -3.000 11,094 61,346 -216
Aug11 110523 92.400 92.650 90.500 90.500 -3.000 6,312 41,817 +186
Oct11 110523 86.000 86.000 83.500 83.700 -2.800 3,178 41,682 +230
Dec11 110523 83.650 83.700 81.100 81.900 -2.200 1,659 31,485 +351
Feb12 110523 84.900 84.900 82.400 83.430 -1.920 237 8,231 +68
Apr12 110523 85.600 85.600 83.385 84.400 -1.900 83 4,596 +22
May12 110523 88.535 89.000 87.330 89.000 -1.000 5 169 -2
Total Volume and Open Interest 43,485 222,135 -3,735
Class III Milk(CME)
May11 110523 16.50 16.50 16.45 16.48 unch 114 5,367 -76
Jun11 110523 18.05 18.25 17.80 17.84 -0.17 612 4,678 +1
Jul11 110523 19.10 19.30 18.70 18.78 -0.18 552 4,033 +122
Aug11 110523 18.82 19.00 18.53 18.62 -0.09 339 3,721 +79
Sep11 110523 18.72 18.81 18.33 18.52 -0.05 169 3,694 +56
Total Volume and Open Interest 2,021 33,348 +285
Cocoa(ICE)
Jul11 110523 2888 2906 2861 2865 -37 7,503 62,297 -663
Sep11 110523 2917 2922 2878 2882 -38 2,753 28,947 +427
Dec11 110523 2950 2950 2907 2911 -40 1,336 26,440 -129
Mar12 110523 3000 3004 2965 2969 -36 758 23,664 +67
May12 110523 3000 3009 2969 2969 -33 256 6,328 +148
Jul12 110523 2998 2998 2965 2965 -30 1 2,047 +0
Sep12 110523 2985 2985 2962 2962 -34 1 2,162 +0
Total Volume and Open Interest 12,864 154,926 +100
Coffee "C"(ICE)
Jul11 110523 259.15 264.65 258.90 262.55 +3.40 15,012 55,446 -1,511
Sep11 110523 263.30 267.50 261.95 265.50 +3.40 4,614 24,608 +96
Dec11 110523 265.50 270.70 265.25 268.95 +3.45 1,877 20,387 +262
Mar12 110523 268.70 272.25 268.70 270.90 +3.55 46 4,938 +14
May12 110523 269.30 273.10 268.05 271.65 +3.50 23 2,938 +16
Jul12 110523 266.90 270.45 265.40 269.15 +3.05 10 641 +0
Total Volume and Open Interest 21,620 110,665 -1,104
Orange Juice(ICE)
Jul11 110523 181.45 182.25 177.15 180.85 -0.90 1,099 26,544 +639
Sep11 110523 172.75 176.65 172.75 175.95 +0.55 362 4,717 +107
Nov11 110523 169.55 171.60 168.50 171.20 +0.10 205 1,790 -4
Jan12 110523 167.00 168.00 165.00 167.65 -0.30 22 253 +16
Mar12 110523 165.70 165.70 165.70 165.70 -0.30 10 122 +5
May12 110523 164.25 164.25 164.25 164.25 +0.25 5 45 +5
Total Volume and Open Interest 1,703 33,535 +768
Sugar #11(ICE)
Jul11 110523 22.24 22.29 21.32 21.51 -0.90 44,957 262,150 +200
Oct11 110523 22.03 22.03 21.04 21.24 -0.83 22,692 143,758 +1,385
Mar12 110523 22.29 22.29 21.46 21.72 -0.62 12,632 87,039 -1,554
May12 110523 22.05 22.05 21.38 21.54 -0.66 2,154 25,144 +209
Jul12 110523 21.78 21.79 21.31 21.48 -0.59 1,695 20,842 +76
Total Volume and Open Interest 86,308 582,968 +218
London Cocoa(LCE)
Jul11 110523 1810 1815 1790 1792 -24 3,999 73,113 -897
Sep11 110523 1843 1844 1820 1822 -23 1,637 32,744 +390
Dec11 110523 1871 1872 1850 1850 -24 585 30,530 +47
Mar12 110523 1894 1894 1875 1875 -22 6,064 34,242 +2,988
May12 110523 1910 1910 1890 1890 -21 114 9,861 -75
Jul12 110523 1915 1920 1900 1900 -17 2 4,257 +0
Sep12 110523 1925 1931 1907 1907 -20 0 3,033 +0
Total Volume and Open Interest 12,566 195,317 +2,553
London Sugar(LCE)
Aug11 110523 622.90 623.10 606.20 612.90 -12.40 2,806 24,422 +227
Oct11 110523 586.40 586.40 569.60 577.60 -8.90 1,044 8,654 +433
Dec11 110523 579.00 581.90 569.00 575.60 -10.70 97 4,053 +53
Mar12 110523 576.20 576.50 564.60 571.00 -8.40 51 2,462 +14
May12 110523 565.00 569.10 563.00 567.00 -7.80 74 1,447 +23
Total Volume and Open Interest 4,104 42,760 +763
Cotton(ICE)
Jul11 110523 155.85 157.47 153.21 153.89 -1.72 9,046 70,262 +250
Oct11 110523 134.11 134.11 133.57 133.57 -0.54 32 424 +6
Dec11 110523 119.77 121.78 118.50 119.76 unch 3,014 61,960 -314
Mar12 110523 112.21 113.88 111.41 112.04 +0.27 643 10,059 +153
May12 110523 109.14 109.14 108.60 109.03 +0.65 149 2,484 +23
Jul12 110523 108.00 108.00 106.00 107.76 +1.20 154 3,200 +45
Total Volume and Open Interest 13,087 150,799 +179
Lumber(CME)
Jul11 110523 227.8 227.8 217.8 218.1 -9.1 373 7,180 -99
Sep11 110523 248.2 248.2 240.8 241.0 -9.8 188 2,147 +17
Nov11 110523 249.1 249.1 240.9 243.5 -6.5 37 538 +9
Jan12 110523 261.0 261.0 260.0 261.0 -6.0 3 30 +1
Total Volume and Open Interest 602 9,898 -72
Crude Oil(NYM)
Jul11 110523 99.68 100.04 96.37 97.70 -2.40 311,515 417,459 +13,619
Aug11 110523 100.03 100.34 96.79 98.14 -2.34 44,031 89,043 +59
Sep11 110523 100.70 100.70 97.16 98.53 -2.29 29,891 92,184 +2,403
Oct11 110523 100.54 100.54 97.46 98.83 -2.22 10,841 47,502 +124
Nov11 110523 100.09 100.09 97.63 99.07 -2.15 6,563 37,319 -112
Dec11 110523 100.75 101.20 97.77 99.27 -2.09 35,240 196,415 +3,934
Jan12 110523 99.88 99.88 98.17 99.36 -2.06 3,884 38,630 +66
Feb12 110523 99.45 99.59 97.95 99.40 -2.01 1,510 22,589 -196
Mar12 110523 99.67 99.68 98.25 99.40 -1.97 2,708 29,094 -326
Apr12 110523 98.07 99.43 98.07 99.39 -1.92 1,080 15,894 -266
May12 110523 99.38 99.38 99.38 99.38 -1.86 1,189 16,830 -62
Jun12 110523 100.55 100.55 98.00 99.38 -1.80 5,641 76,181 +896
Jul12 110523 99.27 99.27 99.27 99.27 -1.77 1,266 21,680 +392
Aug12 110523 99.11 99.11 99.11 99.11 -1.75 300 14,687 +83
Sep12 110523 98.97 98.97 98.97 98.97 -1.74 141 14,167 -12
Oct12 110523 98.85 98.85 98.85 98.85 -1.73 127 8,379 +15
Total Volume and Open Interest 618,965 1,546,119 -14,498
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 110523 100.025 100.250 96.825 98.150 -2.325 239 450 +105
Sep11 110523 99.150 99.150 97.475 98.525 -2.300 126 208 +24
Oct11 110523 98.825 98.825 98.825 98.825 -2.225 0 41 +0
Nov11 110523 99.075 99.075 99.075 99.075 -2.150 0 18 +0
Dec11 110523 98.750 99.275 98.000 99.275 -2.075 43 337 +5
Jan12 110523 99.350 99.350 99.350 99.350 -2.075 0 6 +0
Feb12 110523 99.400 99.400 99.400 99.400 -2.000 0 7 +0
Total Volume and Open Interest 9,204 3,712 -1,216
Heating Oil(NYM)
Jun11 110523 290.50 291.08 283.00 284.71 -7.12 33,109 51,912 -5,277
Jul11 110523 291.76 292.80 284.26 285.97 -7.23 37,852 85,089 +3,952
Aug11 110523 293.49 293.49 285.77 287.49 -7.12 8,406 33,278 +450
Sep11 110523 293.55 293.55 287.74 289.30 -7.07 3,849 27,242 +761
Oct11 110523 291.97 292.06 289.33 291.02 -7.00 2,231 12,423 +261
Nov11 110523 293.00 293.85 291.06 292.74 -6.89 1,554 14,325 +207
Dec11 110523 300.03 300.03 292.60 294.40 -6.79 4,659 35,755 +380
Jan12 110523 295.05 297.15 295.02 296.02 -6.71 1,615 14,475 -234
Feb12 110523 295.07 297.06 295.00 296.47 -6.64 707 6,161 -282
Mar12 110523 295.56 296.76 293.90 295.74 -6.55 163 3,142 -13
Apr12 110523 293.46 294.20 293.46 293.77 -6.48 62 1,738 +38
May12 110523 292.02 292.02 292.02 292.02 -6.51 26 1,806 +6
Total Volume and Open Interest 96,303 313,972 +183
Gasoline(NYMEX)
Jun11 110523 294.00 295.52 286.61 293.81 +0.23 36,813 47,430 -1,568
Jul11 110523 292.10 293.34 284.77 290.59 -1.44 45,863 79,262 +2,532
Aug11 110523 290.95 290.95 282.86 287.39 -2.75 22,166 28,924 +1,474
Sep11 110523 288.50 288.50 280.61 284.51 -3.55 12,922 30,720 +1,401
Oct11 110523 268.98 271.80 268.10 271.11 -4.22 5,642 22,303 +88
Nov11 110523 266.49 268.92 264.92 268.34 -4.56 2,865 11,499 +191
Dec11 110523 271.09 271.09 263.45 267.05 -4.81 3,319 26,294 +184
Jan12 110523 266.23 268.07 265.60 267.50 -4.82 453 6,903 +67
Feb12 110523 269.00 269.01 269.00 269.01 -4.84 229 3,819 +136
Mar12 110523 270.86 270.86 270.60 270.60 -4.85 105 4,830 -60
Total Volume and Open Interest 130,429 280,688 +4,450
e-miNY RBOB Gasoline(NYM)
Jun11 110523 293.80 293.81 293.80 293.80 +0.20 1 2 +0
Jul11 110523 290.60 290.60 290.59 290.60 -1.40 0 2 -1
Aug11 110523 287.40 287.40 287.39 287.40 -2.70 0 1 +0
Sep11 110523 284.50 284.51 284.50 284.50 -3.60      
Total Volume and Open Interest 1 8 -1
Natural Gas(NYM)
Jun11 110523 4.238 4.379 4.220 4.346 +0.116 131,204 66,743 -8,860
Jul11 110523 4.293 4.428 4.276 4.393 +0.103 91,888 221,553 +7,733
Aug11 110523 4.341 4.472 4.326 4.438 +0.098 20,922 72,521 -629
Sep11 110523 4.370 4.498 4.353 4.465 +0.098 16,964 103,860 +711
Oct11 110523 4.414 4.544 4.401 4.510 +0.096 18,483 93,356 +663
Nov11 110523 4.579 4.698 4.575 4.667 +0.091 8,360 52,600 -290
Dec11 110523 4.798 4.914 4.787 4.885 +0.091 5,161 39,097 -121
Jan12 110523 4.915 5.035 4.899 5.002 +0.091 10,373 85,459 +184
Feb12 110523 4.922 5.025 4.922 4.993 +0.091 1,608 19,258 -151
Mar12 110523 4.843 4.966 4.843 4.935 +0.092 3,001 38,088 -30
Apr12 110523 4.705 4.823 4.705 4.801 +0.092 4,474 38,115 +451
May12 110523 4.773 4.836 4.770 4.821 +0.090 531 9,467 -17
Jun12 110523 4.771 4.875 4.771 4.861 +0.090 573 8,224 +171
Jul12 110523 4.885 4.929 4.885 4.907 +0.089 95 6,025 +5
Aug12 110523 4.935 4.935 4.925 4.935 +0.089 20 5,997 +1
Sep12 110523 4.977 4.977 4.933 4.945 +0.089 79 5,465 -18
Total Volume and Open Interest 315,365 947,797 +30
Brent Crude Oil(ICE)
Jul11 110523 112.12 112.23 108.58 110.10 -2.29 163,742 222,657 -9,130
Aug11 110523 111.75 111.75 108.27 109.78 -2.24 61,077 152,988 -1,026
Sep11 110523 111.05 111.05 107.91 109.39 -2.20 33,108 76,698 +2,517
Oct11 110523 110.65 110.65 107.64 109.04 -2.16 15,955 42,809 -2,438
Nov11 110523 110.31 110.31 107.37 108.75 -2.12 8,173 25,066 +96
Dec11 110523 110.02 110.03 107.00 108.50 -2.07 31,164 90,510 +2,444
Jan12 110523 109.20 109.20 107.21 108.31 -2.04 4,157 21,128 -173
Feb12 110523 108.98 108.98 107.34 108.10 -2.02 1,847 19,302 +104
Mar12 110523 108.75 108.75 106.99 107.88 -1.99 1,437 31,181 +188
Apr12 110523 107.50 107.63 107.50 107.63 -1.96 554 8,039 -50
May12 110523 107.36 107.36 107.36 107.36 -1.94 744 5,506 -131
Jun12 110523 107.50 107.50 105.79 107.10 -1.90 4,812 34,064 -680
Jul12 110523 106.80 106.80 106.80 106.80 -1.86 1,095 3,749 +373
Aug12 110523 106.48 106.48 106.48 106.48 -1.83 118 2,298 +30
Total Volume and Open Interest 336,578 860,124 -7,085
Gas Oil(ICE)
Jun11 110523 920.00 920.75 895.50 899.50 -9.75 48,316 121,615 -123
Jul11 110523 923.75 924.75 898.75 903.00 -9.50 51,705 89,912 +793
Aug11 110523 926.75 927.50 902.50 906.50 -9.25 18,417 50,232 +2,885
Sep11 110523 926.00 926.00 906.75 910.00 -9.00 7,904 49,075 -44
Oct11 110523 923.00 923.00 909.75 912.50 -9.00 4,897 31,253 -1,164
Nov11 110523 921.25 921.25 911.50 913.75 -8.75 2,196 22,745 +302
Dec11 110523 935.25 936.00 911.25 915.50 -8.50 12,505 55,059 -1,893
Jan12 110523 918.75 922.50 918.25 918.25 -8.50 1,257 24,529 +167
Feb12 110523 919.75 923.25 918.75 918.75 -8.75 276 7,088 -80
Mar12 110523 923.00 923.00 918.50 918.50 -8.50 377 6,779 +24
Total Volume and Open Interest 150,441 549,382 +2,143
Ethanol(CBOT)
May11 110504 2.620 2.628 2.595 2.621 +0.001 47 147 -144
Jun11 110523 2.710 2.710 2.635 2.650 -0.019 235 984 -19
Jul11 110523 2.662 2.675 2.642 2.645 -0.021 249 1,230 -80
Aug11 110523 2.648 2.664 2.631 2.636 -0.013 121 1,100 +11
Sep11 110523 2.600 2.607 2.573 2.587 -0.011 136 1,063 +41
Oct11 110523 2.473 2.485 2.464 2.477 -0.013 64 1,037 -24
Nov11 110523 2.405 2.409 2.390 2.398 -0.021 44 678 +14
Dec11 110523 2.385 2.394 2.369 2.378 -0.022 71 991 +41
Total Volume and Open Interest 972 8,197 +3
WTI Crude Oil(ICE
Jul11 110523 99.66 100.12 96.34 97.70 -2.40 81,284 98,011 +13
Aug11 110523 99.75 99.75 96.75 98.14 -2.34 18,935 41,415 +693
Sep11 110523 100.08 100.08 97.17 98.53 -2.29 13,743 40,243 +93
Oct11 110523 98.98 98.98 97.46 98.83 -2.22 6,754 18,262 -48
Nov11 110523 99.17 99.17 97.67 99.07 -2.15 3,659 15,439 -15
Dec11 110523 100.85 100.85 97.76 99.27 -2.09 16,544 82,227 -244
Jan12 110523 98.78 99.36 97.97 99.36 -2.06 928 12,028 +217
Feb12 110523 98.43 99.40 98.43 99.40 -2.01 402 3,516 -25
Mar12 110523 99.26 99.40 99.26 99.40 -1.97 453 11,974 -32
Apr12 110523 99.39 99.39 99.39 99.39 -1.92 303 4,304 -37
May12 110523 99.38 99.38 99.38 99.38 -1.86 263 2,256 -36
Jun12 110523 98.28 99.38 98.10 99.38 -1.80 899 26,109 -61
Jul12 110523 99.27 99.27 99.27 99.27 -1.77 31 1,830 +8
Aug12 110523 99.11 99.11 99.11 99.11 -1.75 2 891 +0
Sep12 110523 98.97 98.97 98.97 98.97 -1.74 2 4,296 +0
Oct12 110523 98.85 98.85 98.85 98.85 -1.73 0 506 +0
Total Volume and Open Interest 148,228 462,642 -34,045
US Dollar Index(ICE)
Jun11 110523 75.845 76.540 75.825 76.235 +0.655 41,059 56,534 +1,028
Sep11 110523 76.350 77.015 76.350 76.720 +0.650 365 1,318 +219
Dec11 110523 77.250 77.250 77.250 77.250 +0.650 0 2 +0
Total Volume and Open Interest 41,424 57,855 +1,247
Australian Dollar(CME)
Jun11 110523 106.17 106.67 104.51 104.98 -1.69 104,734 113,374 +1,015
Sep11 110523 104.78 105.32 103.26 103.67 -1.65 162 1,297 +30
Dec11 110523 102.47 104.08 102.47 102.47 -1.61 0 78 +0
Total Volume and Open Interest 104,896 114,751 +1,045
British Pound(CME)
Jun11 110523 162.23 162.73 160.81 161.13 -1.60 122,755 106,748 -592
Sep11 110523 162.00 162.52 160.68 160.93 -1.59 217 873 +132
Dec11 110523 160.71 162.28 160.71 160.71 -1.57 0 48 +0
Total Volume and Open Interest 122,974 107,676 -458
Canadian Dollar(CME)
Jun11 110523 102.60 102.82 101.88 102.33 -0.49 77,163 111,866 -1,146
Sep11 110523 102.29 102.58 101.65 102.09 -0.49 572 5,015 +259
Dec11 110523 101.87 102.33 101.40 101.85 -0.48 79 2,970 +42
Mar12 110523 101.62 102.03 101.39 101.55 -0.48 15 331 +10
Total Volume and Open Interest 77,829 120,376 -835
Japanese Yen(CME)
Jun11 110523 122.32 122.98 121.86 122.06 -0.51 119,030 99,100 -391
Sep11 110523 122.43 123.01 121.96 122.12 -0.51 628 3,148 +89
Dec11 110523 122.23 122.72 122.23 122.23 -0.49 9 220 -3
Total Volume and Open Interest 119,667 102,477 -305
Swiss Franc(CME)
Jun11 110523 113.84 114.22 113.01 113.30 -0.75 45,086 69,833 +548
Sep11 110523 113.97 114.20 113.12 113.37 -0.73 152 400 +23
Dec11 110523 113.42 114.16 113.42 113.42 -0.74 0 23 +0
Total Volume and Open Interest 45,238 70,258 +571
EuroFX(CME)
Jun11 110523 141.30 141.39 139.63 140.54 -1.44 346,643 257,087 +5,239
Sep11 110523 140.91 141.57 139.25 140.16 -1.41 910 4,088 +65
Dec11 110523 139.50 141.12 139.11 139.71 -1.41 6 143 +1
Total Volume and Open Interest 347,560 261,698 +5,306
Mexican Peso(CME)
Jun11 110523 857.8 858.2 848.8 850.5 -7.8 47,629 149,360 +2,591
Jul11 110523 849.0 856.5 849.0 849.0 -7.5      
Total Volume and Open Interest 47,739 149,616 +2,627
30-Year T-Bonds(CBOT)
Jun11 110520 124~280 124~280 124~160 124~270 +0~070      
Sep11 110523 123~210 124~110 123~210 123~260 +0~080 26,675 37,217 +11,820
Dec11 110523 122~290 122~290 122~030 122~110 +0~080 1 3 +0
Total Volume and Open Interest 494,202 745,688 +21,795
10-Year T-Notes(CBOT)
Jun11 110523 122~280 123~130 122~280 123~000 +0~060 1,633,918 1,823,448 +1,385
Sep11 110523 121~160 122~000 121~135 121~200 +0~065 63,380 94,629 +24,492
Dec11 110523 121~060 121~060 120~135 120~200 +0~065 0 6 +0
Total Volume and Open Interest 1,697,298 1,918,083 +25,877
5-Year T-Notes(CBOT)
Jun11 110520 119~063 119~063 119~062 119~062 +0~015      
Sep11 110523 118~050 118~085 118~044 118~048 +0~007 37,678 115,399 +20,275
Dec11 110523 117~072 117~072 117~065 117~072 +0~007      
Total Volume and Open Interest 881,833 1,583,684 -3,879
2 Year T-Notes(CBOT)
Jun11 110523 109~103 109~108 109~098 109~099 -0~005 272,606 1,012,949 -12,182
Sep11 110523 109~054 109~057 109~048 109~049 -0~004 25,596 62,598 +9,647
Dec11 110523 108~115 108~119 108~115 108~115 -0~004 0 20 +0
Total Volume and Open Interest 298,202 1,075,567 -2,535
Eurodollars(CME)
Jun11 110523 99.728 99.728 99.717 99.723 -0.005 280,623 919,168 +1,915
Sep11 110523 99.675 99.675 99.650 99.655 -0.020 433,847 1,363,618 -6,327
Dec11 110523 99.600 99.605 99.580 99.585 -0.015 368,890 1,593,084 -23,839
Mar12 110523 99.485 99.490 99.465 99.470 -0.010 425,427 1,675,374 +37,935
Jun12 110523 99.280 99.300 99.260 99.265 -0.010 489,841 1,462,970 +61,858
Sep12 110523 99.015 99.045 98.995 99.000 -0.010 343,603 768,357 +11,071
Dec12 110523 98.725 98.770 98.705 98.715 -0.005 325,691 561,210 +19,067
Mar13 110523 98.465 98.525 98.455 98.460 unch 275,751 387,005 +13,220
Jun13 110523 98.205 98.275 98.200 98.205 +0.005 189,382 247,477 -5,987
Sep13 110523 97.950 98.020 97.945 97.950 +0.010 126,226 243,183 +2,530
Dec13 110523 97.685 97.755 97.680 97.685 +0.010 93,203 190,762 +3,530
Mar14 110523 97.450 97.525 97.445 97.450 +0.010 88,850 178,890 +7,273
Jun14 110523 97.220 97.295 97.210 97.220 +0.015 31,035 103,271 +3,893
Sep14 110523 97.000 97.075 96.990 97.000 +0.020 27,390 61,006 +1,800
Dec14 110523 96.775 96.850 96.765 96.775 +0.020 21,964 69,878 +1,604
Mar15 110523 96.605 96.655 96.570 96.585 +0.025 14,682 49,642 -54
Jun15 110523 4.645 4.710 4.635 4.645 +0.030 11,347 43,989 -229
Sep15 110523 4.465 4.530 4.455 4.470 +0.035 7,522 39,507 +157
Total Volume and Open Interest      
30 Day Federal Funds(CBOT)
May11 110523 99.910 99.910 99.905 99.908 unch 2,317 75,104 -1,141
Jun11 110523 99.905 99.905 99.900 99.900 unch 1,164 62,777 -185
Jul11 110523 99.900 99.900 99.895 99.895 unch 1,142 50,926 -197
Aug11 110523 99.885 99.885 99.880 99.885 unch 7,737 49,950 -2,756
Sep11 110523 99.870 99.875 99.865 99.870 unch 7,268 41,278 -968
Oct11 110523 99.865 99.865 99.860 99.860 unch 9,153 51,370 -1,671
Total Volume and Open Interest 71,447 701,402 -1,065
30 Day Fed Funds(e-CBOT)
3-Mth Euro-Yen(CME)
Jun11 110523 99.673 99.673 99.673 99.673 unch 0 750 +0
Sep11 110523 99.680 99.680 99.680 99.680 unch      
Dec11 110523 99.683 99.683 99.683 99.683 unch 0 75 +0
Mar12 110523 99.670 99.670 99.670 99.670 unch      
Jun12 110523 99.680 99.680 99.680 99.680 unch      
Sep12 110523 99.610 99.610 99.610 99.610 unch      
Dec12 110523 99.570 99.570 99.570 99.570 unch      
Mar13 110523 99.570 99.570 99.570 99.570 unch      
Jun13 110523 99.525 99.525 99.525 99.525 unch      
Sep13 110523 99.385 99.385 99.385 99.385 unch      
Total Volume and Open Interest 0 825 +0
3-Mth Euro-Yen(SGX)
Jun11 110523 99.67 99.67 99.67 99.67 unch 0 6,003 +0
Sep11 110523 99.68 99.68 99.68 99.68 unch 0 1,466 +0
Dec11 110523 99.68 99.68 99.68 99.68 unch 0 1,957 +0
Mar12 110523 99.67 99.67 99.67 99.67 unch 0 3,877 +0
Jun12 110523 99.68 99.68 99.68 99.68 unch 0 1,254 +0
Sep12 110523 99.61 99.61 99.61 99.61 unch 0 411 +0
Dec12 110523 99.57 99.57 99.57 99.57 unch 0 24 +0
Mar13 110523 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 110523 140.68 140.75 140.68 140.70 +0.06 15 56 +15
Dec11 110523 138.61 138.61 138.61 138.61 +0.06      
Total Volume and Open Interest 1,247 21,372 +455
Euro-Bund(EUREX)
Jun11 110523 124.93 125.33 124.87 125.18 +0.42 1,015,497 993,638 -911
Sep11 110523 124.70 125.09 124.64 124.94 +0.43 2,898 29,930 +1,486
Dec11 110523 123.98 123.98 123.98 123.98 +0.42 272 0 +0
Total Volume and Open Interest 1,018,667 1,023,568 +575
Euro-Bobl(EUREX)
Jun11 110517 116.01 116.09 115.77 115.98 +0.27 814,418 795,459 -15,722
Sep11 110523 115.87 116.14 115.82 116.01 +0.32 4,995 51,881 +2,211
Dec11 110523 116.11 116.11 116.11 116.11 +0.30 53 0 +0
Total Volume and Open Interest 669,263 879,580 +26,185
3-Mth Euribor(EUREX)
Jun11 110523 98.485 98.495 98.485 98.490 +0.025 167 5,135 +124
Sep11 110523 98.235 98.250 98.230 98.235 +0.040 194 2,080 +63
Dec11 110523 98.065 98.070 98.065 98.065 +0.060 177 1,105 +27
Total Volume and Open Interest 659 11,074 +293
Long Gilt(LIFFE)
Jun11 110428 118~22 119~08 118~20 119~05 +0~25 128,847 372,773 +43,077
Sep11 110523 120~00 120~06 119~29 119~31 +0~13 3,339 6,887 +2,849
Total Volume and Open Interest 147,538 361,388 +69,232
3-Mth Short Sterling(LIFFE)
Jun11 110523 99.18 99.18 99.16 99.16 -0.01 20,980 457,806 -24,170
Sep11 110523 99.10 99.12 99.09 99.09 -0.01 43,749 473,725 -15,390
Dec11 110523 98.97 98.99 98.96 98.97 +0.01 68,769 495,953 +5,397
Mar12 110523 98.81 98.85 98.81 98.83 +0.03 77,777 461,323 +24,145
Jun12 110523 98.62 98.67 98.61 98.65 +0.06 78,472 381,635 -7,452
Sep12 110523 98.39 98.47 98.38 98.44 +0.08 48,643 251,229 +8,055
Total Volume and Open Interest 426,637 3,093,378 -23,672
3-Mth Euribor(LIFFE)
Jun11 110523 98.470 98.500 98.465 98.490 +0.025 148,565 799,568 +29,280
Sep11 110523 98.195 98.255 98.195 98.235 +0.040 159,212 690,854 -20,339
Dec11 110523 98.000 98.085 98.000 98.065 +0.060 157,657 689,388 +5,627
Total Volume and Open Interest 1,096,257 4,209,674 +112,715
3-Mth Aus T-Bills(SFE)
Jun11 110523 94.97 95.00 94.96 95.00 +0.03 5,055 155,548 -2,803
Sep11 110523 94.89 94.95 94.88 94.94 +0.05 11,042 217,412 +457
Dec11 110523 94.82 94.89 94.81 94.88 +0.06 7,364 138,866 -1,057
Mar12 110523 94.75 94.83 94.74 94.82 +0.07 8,238 87,708 +3,700
Jun12 110523 94.69 94.77 94.68 94.76 +0.08 1,987 53,876 -766
Sep12 110523 94.63 94.72 94.63 94.71 +0.07 1,697 52,748 +15
Dec12 110523 94.64 94.67 94.64 94.67 +0.08 592 28,055 +62
Mar13 110523 94.56 94.65 94.56 94.64 +0.07 302 19,269 +32
Jun13 110523 94.51 94.62 94.51 94.61 +0.09 23 1,955 +11
Sep13 110523 94.44 94.57 94.44 94.55 +0.07 9 1,141 +3
Total Volume and Open Interest 36,309 757,432 -346
10-Year Aus T-Bonds(SFE)
Jun11 110523 94.69 94.74 94.66 94.74 +0.05 39,857 418,678 +4,977
Sep11 110523 94.74 94.74 94.74 94.74 +0.05      
Total Volume and Open Interest 39,857 418,678 +4,977
3-Year Aus T-Bonds(SFE)
Jun11 110520 94.96 94.99 94.94 94.98 +0.01 99,317 659,071 -151
Sep11 110523 95.07 95.07 95.07 95.07 +0.09      
Total Volume and Open Interest 102,307 674,352 +15,281
Gold(CMX)
Jun11 110523 1512.8 1519.0 1503.7 1515.4 +6.5 162,309 230,248 -17,681
Aug11 110523 1513.5 1520.0 1504.9 1516.5 +6.5 40,379 131,639 +12,025
Oct11 110523 1514.5 1521.5 1506.8 1517.7 +6.5 1,856 7,180 +774
Dec11 110523 1515.7 1521.6 1508.4 1519.0 +6.5 6,046 62,570 +2,295
Feb12 110523 1519.0 1522.4 1513.0 1520.2 +6.6 1,056 7,150 -153
Apr12 110523 1518.5 1523.2 1518.5 1521.4 +6.5 296 5,088 +17
Jun12 110523 1522.9 1523.1 1522.9 1522.9 +6.5 1,356 11,591 +187
Aug12 110523 1524.9 1524.9 1524.9 1524.9 +6.5 27 4,070 +0
Oct12 110523 1527.4 1527.4 1527.4 1527.4 +6.5 100 3,489 +53
Dec12 110523 1532.1 1532.1 1520.0 1530.5 +6.5 192 12,317 +21
Feb13 110523 1533.8 1533.8 1533.8 1533.8 +6.6 0 205 +0
Total Volume and Open Interest 214,525 509,970 -2,038
Silver(CMX)
May11 110523 3461.0 3510.5 3439.5 3490.1 -18.1 58 214 -89
Jul11 110523 3501.5 3540.0 3434.0 3490.4 -18.3 61,347 64,023 -127
Sep11 110523 3510.5 3539.0 3440.0 3492.3 -18.2 1,673 9,537 +543
Dec11 110523 3510.5 3541.5 3440.0 3493.9 -18.0 3,644 23,721 +308
Mar12 110523 3531.0 3531.0 3490.3 3490.3 -17.6 43 3,554 +1
May12 110523 3486.7 3486.7 3486.7 3486.7 -17.6 13 1,017 -6
Jul12 110523 3455.5 3483.2 3448.0 3483.2 -17.6 2 1,708 +1
Total Volume and Open Interest 67,517 122,613 +641
Platinum(NYMEX)
Jul11 110523 1776.0 1783.8 1742.2 1755.9 -13.5 4,201 33,093 +421
Oct11 110523 1772.0 1772.0 1750.0 1759.2 -13.3 129 2,237 +84
Jan12 110523 1753.0 1761.8 1752.6 1761.8 -13.2 0 80 +0
Apr12 110523 1763.8 1763.8 1763.8 1763.8 -13.2 2 26 +2
Total Volume and Open Interest 4,334 35,442 +508
Palladium(NYMEX)
Jun11 110523 738.00 738.40 721.60 731.80 -3.70 2,975 12,689 -396
Sep11 110523 739.90 739.95 723.80 733.60 -3.60 358 6,621 +171
Dec11 110523 734.85 734.85 734.85 734.85 -3.60 5 474 +3
Total Volume and Open Interest 3,338 19,791 -222
Copper(CMX)
May11 110523 401.35 401.35 395.35 399.00 -12.90 204 983 -94
Jul11 110523 410.20 411.05 395.05 399.15 -13.00 32,120 68,612 +961
Sep11 110523 412.05 412.75 397.15 401.00 -12.95 1,752 25,778 +315
Dec11 110523 410.50 412.65 399.65 402.85 -12.95 173 13,964 +7
Mar12 110523 401.35 403.75 401.35 403.75 -12.95 4 4,273 +2
Total Volume and Open Interest 34,867 121,225 +1,483
DJIA Index(CBOT)
Jun11 110523 12435 12448 12310 12362 -104 428 24,334 +109
Sep11 110523 12292 12397 12292 12292 -105 0 19 +0
Dec11 110523 12221 12326 12221 12221 -105 0 7 +0
Mar12 110523 12161 12266 12161 12161 -105      
Total Volume and Open Interest 428 24,360 +109
S & P 500(CME)
Jun11 110523 1326.00 1326.70 1310.90 1315.20 -12.60 10,256 313,845 +803
Sep11 110523 1311.00 1313.40 1307.50 1309.80 -12.60 97 7,415 -7
Dec11 110523 1304.30 1304.80 1302.80 1304.30 -12.50 200 5,701 +200
Mar12 110523 1299.30 1299.80 1297.80 1299.30 -12.50      
Total Volume and Open Interest 10,553 326,966 +996
S & P 500 E-Mini(Globex)
Jun11 110520 1341.50 1344.00 1327.00 1327.75 -13.75      
Sep11 110523 1316.75 1320.00 1306.25 1309.75 -12.75 1,757 35,839 -157
Total Volume and Open Interest 1,827,070 2,747,253 +11,471
NASDAQ 100(CME)
Jun11 110523 2337.50 2343.30 2304.00 2315.50 -28.00 597 18,810 +296
Sep11 110523 2311.80 2311.80 2303.00 2311.80 -28.00 0 111 +0
Dec11 110523 2308.30 2308.30 2307.30 2308.30 -28.00 0 1 +0
Total Volume and Open Interest 597 18,922 +296
NASDAQ 100 E-Mini(Globex)
Jun11 110523 2335.00 2340.80 2304.50 2315.50 -28.00 228,801 345,695 +3,976
Sep11 110523 2333.30 2336.30 2301.50 2311.80 -28.00 337 1,536 +7
Total Volume and Open Interest 229,138 347,245 +3,983
S & P Midcap 400(CME)
Jun11 110523 970.60 971.00 968.00 970.60 -13.00 0 1,598 +0
Sep11 110523 968.10 969.10 968.10 968.10 -13.00      
Dec11 110523 966.50 967.50 966.50 966.50 -13.00      
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 110523 9465 9470 9430 9445 -125 1 69 +1
Total Volume and Open Interest 5,219 47,762 -389
Nikkei 225(SGX)
Jun11 110523 9600 9625 9435 9470 -145 89,007 242,392 +3,180
Sep11 110523 9600 9600 9445 9475 -135 28 1,472 +12
Dec11 110523 9410 9410 9410 9410 -145 400 6,659 +400
Total Volume and Open Interest 89,482 254,402 +3,601
CAC 40(EURONEXT)
Jun11 110523 3913.0 3916.5 3870.5 3882.5 -67.0 116,609 338,357 +58,178
Jul11 110523 3899.0 3901.5 3880.5 3880.5 -67.5      
Aug11 110523 3881.0 3881.0 3881.0 3881.0        
Hang Seng Index(HKFE)
May11 110523 22887 22904 22622 22655 -490 81,953 82,120 -1,094
Jun11 110523 22733 22753 22474 22500 -497 2,480 11,102 +349
Total Volume and Open Interest 84,643 95,004 -761
DAX(EUREX)
Jun11 110523 7200.0 7202.0 7107.0 7139.0 -132.5 156,016 183,556 +728
Sep11 110523 7242.0 7242.0 7131.0 7162.0 -134.0 1,146 7,369 +303
Dec11 110523 7270.0 7270.0 7168.0 7193.5 -134.5 171 1,338 -42
Total Volume and Open Interest 157,333 192,263 +989
FT-SE 100(EURONEXT)
Jun11 110523 5850.00 5925.50 5804.00 5828.50 -101.00 114,104 674,756 +10,791
Sep11 110523 5844.00 5844.00 5775.00 5792.50 -102.00 456 4,861 +1,015
Dec11 110523 5769.50 5769.50 5769.50 5769.50 -102.00 0 253 +0
Total Volume and Open Interest 114,560 679,965 +11,806
SPI 200(SFE)
Jun11 110523 4736.0 4753.0 4641.0 4647.0 -93.0 25,217 178,097 -169
Sep11 110523 4720.0 4720.0 4635.0 4635.0 -93.0 16 3,771 +11
Dec11 110523 4724.0 4724.0 4657.0 4657.0 -93.0 1 2,596 +1
Total Volume and Open Interest 25,286 188,455 -134
GSCI(CME)
Jun11 110523 18.89 23.64 16.14 21.14 -14.50 135 10,760 +6
Jul11 110523 16.04 20.64 13.89 18.64 -14.00 2 0 +0
Aug11 110523 19.64 19.64 15.14 19.64 -14.00      
Total Volume and Open Interest 137 10,760 +6
Reuters CCI(ICE)
Jun11 110523 337.40 337.40 337.40 337.40 -5.10      
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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