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MRCI's End of Day Prices

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Daily Futures Price Listing Tue May 24, 2011
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jul11 110524 1373.75 1389.00 1365.75 1372.25 -1.50 85,706 245,957 +1,890
Aug11 110524 1368.00 1383.50 1361.75 1368.00 +0.75 7,951 24,302 +240
Sep11 110524 1359.75 1374.75 1354.25 1360.50 +2.25 2,313 16,415 -29
Nov11 110524 1351.00 1368.50 1346.25 1354.25 +3.50 24,803 198,585 -5
Jan12 110524 1358.25 1375.00 1355.75 1362.25 +4.00 1,611 22,957 -60
Mar12 110524 1360.25 1376.00 1356.75 1363.50 +2.50 1,912 15,328 +429
May12 110524 1359.00 1371.75 1350.00 1356.25 +0.50 1,544 13,079 +569
Total Volume and Open Interest 126,471 553,075 +3,128
Soybean Meal(CBOT)
Jul11 110524 359.20 362.80 356.60 359.20 +0.40 34,973 95,055 +1,472
Aug11 110524 358.80 362.80 356.90 359.60 +0.80 6,634 33,641 -91
Sep11 110524 356.80 360.50 355.80 357.90 +1.40 2,801 18,094 +227
Oct11 110524 351.90 354.90 350.00 352.20 +1.90 1,715 16,548 +279
Dec11 110524 350.80 355.30 348.80 352.60 +2.30 9,441 48,569 -689
Jan12 110524 355.20 356.50 351.90 354.20 +2.30 319 4,188 +67
Mar12 110524 357.30 358.80 352.80 355.80 +1.90 325 3,776 +74
May12 110524 355.30 356.70 350.60 353.60 +1.70 510 3,938 +174
Total Volume and Open Interest 56,851 228,423 +1,560
Soybean Oil(CBOT)
Jul11 110524 57.23 57.87 57.11 57.48 +0.26 47,360 142,697 +902
Aug11 110524 57.48 58.11 57.37 57.74 +0.27 3,310 33,193 -261
Sep11 110524 57.83 58.39 57.65 58.03 +0.28 4,299 21,631 -102
Oct11 110524 58.06 58.56 57.83 58.22 +0.29 887 15,076 +320
Dec11 110524 58.40 58.93 58.19 58.60 +0.30 10,030 78,226 +344
Jan12 110524 58.85 59.03 58.36 58.73 +0.29 578 6,261 -99
Mar12 110524 59.10 59.18 58.46 58.83 +0.29 230 4,462 -55
May12 110524 58.70 59.10 58.44 58.81 +0.27 354 4,099 +80
Total Volume and Open Interest 67,166 308,326 +1,123
Canola(WCE)
Jul11 110524 577.9 583.7 577.9 580.2 +3.1 9,138 76,652 +548
Nov11 110524 584.5 589.5 584.5 586.0 +2.7 9,262 78,097 +1,017
Jan12 110524 594.9 595.9 591.2 592.9 +2.4 276 7,646 +45
Mar12 110524 589.9 599.6 589.9 596.3 +1.4 30 1,305 +2
May12 110524 603.1 603.5 600.0 601.0 +1.8 61 427 +59
Total Volume and Open Interest 18,804 166,322 +1,691
Corn(CBOT)
Jul11 110524 754.25 759.00 726.75 733.25 -20.75 153,228 594,008 -3,549
Sep11 110524 719.25 724.00 698.50 705.00 -14.75 25,503 175,273 -749
Dec11 110524 670.00 679.50 655.25 662.50 -8.00 51,705 448,735 -1,468
Mar12 110524 681.00 689.50 662.75 672.75 -10.25 6,188 77,843 +1,136
May12 110524 687.75 696.75 673.50 679.75 -10.50 1,181 17,198 -37
Jul12 110524 693.00 702.75 679.50 685.50 -10.50 1,487 41,326 +69
Total Volume and Open Interest 240,580 1,413,568 -4,427
Wheat(CBOT)
Jul11 110524 803.50 809.75 777.50 779.75 -23.25 63,777 217,287 +347
Sep11 110524 850.00 857.00 826.00 828.50 -22.00 12,456 69,899 +555
Dec11 110524 895.25 904.75 876.75 878.75 -19.50 14,391 96,190 +889
Mar12 110524 923.50 936.00 912.25 914.75 -13.50 1,669 21,501 -53
May12 110524 929.00 940.00 925.25 925.50 -8.25 450 7,343 +55
Total Volume and Open Interest 96,564 458,433 +2,525
Wheat(KCBT)
Jul11 110524 931.50 937.25 912.00 912.00 -19.00 13,007 83,495 +18
Sep11 110524 949.75 956.00 930.75 930.75 -19.00 5,263 34,046 +940
Dec11 110524 970.00 978.00 953.50 953.50 -18.00 5,798 42,102 +827
Mar12 110524 979.75 989.25 969.50 969.50 -12.50 418 6,044 -107
May12 110524 976.00 985.00 971.00 971.00 -7.50 59 823 +21
Total Volume and Open Interest 25,013 175,809 +1,844
Wheat(MGE)
Jul11 110524 1002.75 1004.00 985.75 988.75 -12.25 4,378 21,150 -81
Sep11 110524 988.00 991.75 974.50 975.50 -12.00 1,860 15,999 +92
Dec11 110524 986.25 995.50 978.00 979.00 -11.00 1,108 12,280 -75
Mar12 110524 988.75 999.00 983.50 986.50 -7.25 432 2,602 -14
May12 110524 990.25 1000.25 989.50 990.00 -2.50 92 489 +5
Total Volume and Open Interest 8,274 55,568 -99
Oats(CBOT)
Jul11 110524 364.00 367.00 357.50 360.00 -1.00 359 8,448 -6
Sep11 110524 370.00 373.00 368.00 368.50 -1.00 9 303 -2
Dec11 110524 375.50 379.50 373.25 374.50 -0.50 133 3,562 +69
Mar12 110524 386.00 386.50 386.00 386.00 -0.50 0 22 +0
Total Volume and Open Interest 501 12,336 +61
Rough Rice(CBOT)
Jul11 110524 15.04 15.32 14.93 15.13 +0.05 1,238 15,102 -168
Sep11 110524 15.89 16.19 15.82 16.03 +0.10 172 5,079 -56
Nov11 110524 16.23 16.49 16.14 16.33 +0.10 139 1,737 +58
Jan12 110524 16.73 16.73 16.55 16.61 +0.07 0 254 +0
Total Volume and Open Interest 1,549 22,473 -166
Live Cattle(CME)
Jun11 110524 102.000 103.850 101.635 102.385 +0.235 16,740 62,382 -3,918
Aug11 110524 103.885 105.230 103.480 103.900 -0.200 22,160 133,977 +1,987
Oct11 110524 110.050 111.000 109.535 109.680 -0.900 6,626 76,897 +653
Dec11 110524 113.285 114.600 112.950 113.450 -0.380 4,984 48,914 -237
Feb12 110524 114.650 115.900 114.330 115.080 -0.100 1,675 13,269 +85
Apr12 110524 115.700 116.730 115.350 116.035 +0.235 587 6,748 +138
Total Volume and Open Interest 52,831 343,546 -1,275
Feeder Cattle(CME)
May11 110524 123.800 124.450 123.700 123.950 +0.150 925 2,606 -171
Aug11 110524 121.750 123.900 120.450 122.785 +0.035 4,207 22,553 -174
Sep11 110524 123.080 125.050 121.900 124.230 +0.150 611 5,184 -76
Oct11 110524 124.250 126.000 123.000 124.980 -0.155 541 4,510 +40
Nov11 110524 124.750 126.450 123.350 125.385 -0.365 178 1,690 -1
Jan12 110524 123.580 125.950 123.500 124.500 -0.550 83 539 +19
Mar12 110524 125.500 125.500 125.000 125.000 -0.600 2 41 -2
Total Volume and Open Interest 6,547 37,126 -365
Lean Hogs(CME)
Jun11 110524 88.700 88.980 86.930 87.450 -1.800 10,136 28,945 -1,520
Jul11 110524 88.635 88.850 86.600 86.930 -2.400 7,751 62,450 +1,104
Aug11 110524 89.830 90.385 88.550 89.100 -1.400 4,895 41,980 +163
Oct11 110524 83.500 83.900 82.580 82.885 -0.815 3,172 42,051 +369
Dec11 110524 81.600 81.885 80.680 80.950 -0.950 2,342 31,970 +485
Feb12 110524 82.680 83.350 82.200 82.650 -0.780 691 8,250 +19
Apr12 110524 84.180 84.300 83.285 83.800 -0.600 138 4,654 +58
May12 110524 87.800 87.800 87.800 87.800 -1.200 0 169 +0
Total Volume and Open Interest 29,130 222,813 +678
Class III Milk(CME)
May11 110524 16.48 16.50 16.44 16.46 -0.02 62 5,387 +20
Jun11 110524 17.90 17.99 17.71 17.96 +0.12 394 4,755 +77
Jul11 110524 18.74 19.10 18.66 19.01 +0.23 853 4,339 +306
Aug11 110524 18.56 18.99 18.51 18.89 +0.27 447 3,952 +231
Sep11 110524 18.41 18.80 18.41 18.66 +0.14 233 3,808 +114
Total Volume and Open Interest 2,453 34,306 +958
Cocoa(ICE)
Jul11 110524 2878 2923 2860 2884 +19 15,893 60,804 -1,493
Sep11 110524 2897 2936 2877 2898 +16 4,914 29,418 +471
Dec11 110524 2929 2960 2910 2927 +16 1,778 26,568 +128
Mar12 110524 2976 3024 2965 2984 +15 637 23,723 +59
May12 110524 2970 3004 2970 2978 +9 598 6,350 +22
Jul12 110524 2971 2971 2971 2971 +6 64 2,049 +2
Sep12 110524 2962 2972 2962 2972 +10 2 2,162 +0
Total Volume and Open Interest 24,200 154,428 -498
Coffee "C"(ICE)
Jul11 110524 263.40 265.50 260.70 261.20 -1.35 13,839 55,308 -138
Sep11 110524 265.50 268.35 264.00 264.20 -1.30 3,208 25,133 +525
Dec11 110524 269.95 271.75 267.35 267.70 -1.25 1,173 20,859 +472
Mar12 110524 273.50 273.80 269.40 269.70 -1.20 622 4,944 +6
May12 110524 273.60 273.60 270.75 270.75 -0.90 32 2,953 +15
Jul12 110524 271.10 271.10 268.85 268.85 -0.30 5 644 +3
Total Volume and Open Interest 18,908 111,564 +899
Orange Juice(ICE)
Jul11 110524 180.85 183.00 179.80 182.75 +1.90 1,415 26,590 +46
Sep11 110524 174.85 177.75 174.85 177.40 +1.45 258 4,806 +89
Nov11 110524 172.00 173.35 169.95 172.30 +1.10 230 1,783 -7
Jan12 110524 168.70 169.00 168.70 169.00 +1.35 14 264 +11
Mar12 110524 165.75 166.70 165.70 166.70 +1.00 0 122 +0
May12 110524 165.00 165.00 165.00 165.00 +0.75 0 45 +0
Total Volume and Open Interest 1,917 33,674 +139
Sugar #11(ICE)
Jul11 110524 21.80 22.37 21.65 21.91 +0.40 43,463 264,643 +2,493
Oct11 110524 21.49 22.00 21.32 21.68 +0.44 17,288 146,145 +2,387
Mar12 110524 21.75 22.34 21.75 22.14 +0.42 9,391 87,936 +897
May12 110524 21.55 22.12 21.55 21.91 +0.37 3,468 25,326 +182
Jul12 110524 21.48 22.00 21.48 21.81 +0.33 1,791 21,153 +311
Total Volume and Open Interest 78,569 589,725 +6,757
London Cocoa(LCE)
Jul11 110524 1790 1811 1784 1791 -1 7,361 73,043 -70
Sep11 110524 1823 1837 1812 1819 -3 3,956 32,517 -227
Dec11 110524 1851 1865 1840 1847 -3 2,092 30,857 +327
Mar12 110524 1875 1891 1865 1873 -2 2,001 35,291 +1,049
May12 110524 1884 1891 1880 1887 -3 205 9,929 +68
Jul12 110524 1900 1900 1892 1897 -3 28 4,244 -13
Sep12 110524 1902 1911 1900 1905 -2 217 3,140 +107
Total Volume and Open Interest 16,032 196,660 +1,343
London Sugar(LCE)
Aug11 110524 620.50 631.00 618.60 623.10 +10.20 1,512 24,404 -18
Oct11 110524 583.10 590.00 581.00 582.50 +4.90 508 8,836 +182
Dec11 110524 583.00 583.30 580.60 581.50 +5.90 94 4,097 +44
Mar12 110524 571.00 582.80 571.00 578.70 +7.70 11 2,462 +0
May12 110524 571.20 576.60 569.50 571.90 +4.90 3 1,444 -3
Total Volume and Open Interest 2,131 42,965 +205
Cotton(ICE)
Jul11 110524 153.89 157.74 153.50 153.88 -0.01 7,329 70,958 +696
Oct11 110524 137.00 138.68 137.00 138.68 +5.11 11 414 -10
Dec11 110524 120.12 125.76 120.12 125.76 +6.00 2,936 62,501 +541
Mar12 110524 112.94 117.80 112.94 116.62 +4.58 569 10,079 +20
May12 110524 109.75 113.34 109.75 113.34 +4.31 319 2,475 -9
Jul12 110524 108.00 111.00 108.00 110.94 +3.18 254 3,376 +176
Total Volume and Open Interest 11,478 152,234 +1,435
Lumber(CME)
Jul11 110524 218.6 223.5 215.0 221.5 +3.4 352 7,194 +14
Sep11 110524 240.0 244.8 236.1 242.0 +1.0 180 2,247 +100
Nov11 110524 240.8 245.1 237.6 243.5 unch 22 556 +18
Jan12 110524 260.0 260.0 260.0 260.0 -1.0 2 30 +0
Total Volume and Open Interest 556 10,030 +132
Crude Oil(NYM)
Jul11 110524 97.54 100.08 96.61 99.59 +1.89 394,911 416,630 -829
Aug11 110524 97.97 100.54 97.13 100.06 +1.92 54,049 88,300 -743
Sep11 110524 98.30 100.89 97.48 100.48 +1.95 37,748 90,689 -1,495
Oct11 110524 98.38 101.21 97.87 100.79 +1.96 14,838 48,248 +746
Nov11 110524 99.24 101.33 99.24 101.02 +1.95 9,788 36,618 -701
Dec11 110524 99.20 101.60 98.77 101.21 +1.94 39,672 195,512 -903
Jan12 110524 99.29 101.45 99.04 101.30 +1.94 6,706 40,057 +1,427
Feb12 110524 100.00 101.64 100.00 101.34 +1.94 3,326 23,335 +746
Mar12 110524 98.15 101.39 98.15 101.35 +1.95 2,976 28,953 -141
Apr12 110524 100.41 101.56 100.07 101.35 +1.96 930 15,862 -32
May12 110524 100.03 101.59 100.03 101.35 +1.97 1,488 16,893 +63
Jun12 110524 98.52 101.36 98.52 101.35 +1.97 7,085 76,262 +81
Jul12 110524 101.25 101.25 101.25 101.25 +1.98 976 22,131 +451
Aug12 110524 101.09 101.09 101.09 101.09 +1.98 245 14,758 +71
Sep12 110524 100.95 100.95 100.95 100.95 +1.98 361 14,001 -166
Oct12 110524 100.84 100.84 100.84 100.84 +1.99 399 8,462 +83
Total Volume and Open Interest 603,035 1,526,828 -19,291
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 110524 97.875 100.400 97.125 100.050 +1.900 374 530 +80
Sep11 110524 99.200 100.475 99.075 100.475 +1.950 84 212 +4
Oct11 110524 100.650 100.800 99.375 100.800 +1.975 6 41 +0
Nov11 110524 100.225 101.025 100.225 101.025 +1.950 2 20 +2
Dec11 110524 100.600 101.200 100.200 101.200 +1.925 5 336 -1
Jan12 110524 99.975 101.300 99.975 101.300 +1.950 0 6 +0
Feb12 110524 101.350 101.350 101.350 101.350 +1.950 0 7 +0
Total Volume and Open Interest 15,055 3,636 -76
Heating Oil(NYM)
Jun11 110524 284.59 291.76 282.79 290.97 +6.26 24,105 47,629 -4,283
Jul11 110524 286.06 293.00 284.01 292.13 +6.16 42,000 88,639 +3,550
Aug11 110524 286.49 294.46 286.49 293.50 +6.01 7,951 34,570 +1,292
Sep11 110524 288.90 295.94 288.15 295.17 +5.87 5,615 27,503 +261
Oct11 110524 296.00 297.20 294.00 296.83 +5.81 3,333 12,446 +23
Nov11 110524 291.50 298.70 291.50 298.51 +5.77 2,123 14,397 +72
Dec11 110524 293.49 301.15 293.45 300.13 +5.73 5,551 35,572 -183
Jan12 110524 302.21 302.21 297.93 301.71 +5.69 907 14,321 -154
Feb12 110524 299.43 302.13 299.43 302.13 +5.66 437 5,939 -222
Mar12 110524 301.12 301.43 299.14 301.38 +5.64 869 3,543 +401
Apr12 110524 298.77 299.38 298.77 299.38 +5.61 11 1,742 +4
May12 110524 297.00 297.58 297.00 297.58 +5.56 67 1,859 +53
Total Volume and Open Interest 93,768 314,901 +929
Gasoline(NYMEX)
Jun11 110524 293.42 302.56 291.85 299.28 +5.47 33,539 41,824 -5,606
Jul11 110524 289.69 298.50 288.33 295.80 +5.21 48,765 79,645 +383
Aug11 110524 286.24 294.77 286.24 292.59 +5.20 18,544 27,376 -1,548
Sep11 110524 282.09 291.48 282.09 289.56 +5.05 8,439 30,181 -539
Oct11 110524 273.82 277.46 273.52 276.33 +5.22 4,803 22,143 -160
Nov11 110524 269.47 274.00 269.47 273.52 +5.18 2,108 11,671 +172
Dec11 110524 267.32 273.35 267.26 272.22 +5.17 3,023 26,299 +5
Jan12 110524 272.62 272.62 272.62 272.62 +5.12 516 7,027 +124
Feb12 110524 272.37 274.10 272.37 274.10 +5.09 96 3,822 +3
Mar12 110524 275.69 275.69 275.69 275.69 +5.09 297 4,435 -395
Total Volume and Open Interest 120,156 273,153 -7,535
e-miNY RBOB Gasoline(NYM)
Jun11 110524 299.30 299.30 299.28 299.30 +5.50 0 2 +0
Jul11 110524 295.80 295.80 295.80 295.80 +5.20 0 2 +0
Aug11 110524 292.60 292.60 292.59 292.60 +5.20 0 1 +0
Sep11 110524 289.60 289.60 289.56 289.60 +5.10      
Total Volume and Open Interest 0 8 +0
Natural Gas(NYM)
Jun11 110524 4.328 4.397 4.270 4.345 -0.001 116,154 50,038 -16,705
Jul11 110524 4.389 4.446 4.312 4.391 -0.002 80,781 220,625 -928
Aug11 110524 4.421 4.489 4.360 4.437 -0.001 16,016 72,377 -144
Sep11 110524 4.442 4.518 4.392 4.464 -0.001 11,377 106,242 +2,382
Oct11 110524 4.481 4.562 4.433 4.506 -0.004 18,099 94,944 +1,588
Nov11 110524 4.674 4.719 4.589 4.661 -0.006 7,060 52,308 -292
Dec11 110524 4.864 4.937 4.811 4.875 -0.010 6,405 39,894 +797
Jan12 110524 4.998 5.056 4.933 4.992 -0.010 10,367 86,346 +887
Feb12 110524 4.976 5.041 4.928 4.982 -0.011 1,139 19,169 -89
Mar12 110524 4.959 4.980 4.866 4.920 -0.015 2,859 38,001 -87
Apr12 110524 4.772 4.852 4.725 4.781 -0.020 3,153 38,033 -82
May12 110524 4.789 4.870 4.781 4.799 -0.022 396 9,412 -55
Jun12 110524 4.825 4.879 4.798 4.838 -0.023 418 8,363 +139
Jul12 110524 4.833 4.883 4.832 4.883 -0.024 87 6,057 +32
Aug12 110524 4.872 4.911 4.872 4.911 -0.024 16 5,993 -4
Sep12 110524 4.952 4.952 4.884 4.921 -0.024 3 5,466 +1
Total Volume and Open Interest 275,548 935,423 -12,374
Brent Crude Oil(ICE)
Jul11 110524 109.54 112.65 109.50 112.53 +2.43 214,848 228,739 +6,082
Aug11 110524 109.80 112.32 109.73 112.17 +2.39 57,117 153,268 +280
Sep11 110524 109.76 111.89 109.57 111.74 +2.35 33,015 79,441 +2,743
Oct11 110524 109.40 111.49 109.23 111.36 +2.32 15,505 40,915 -1,894
Nov11 110524 109.12 111.18 108.94 111.07 +2.32 6,607 24,285 -781
Dec11 110524 108.87 110.92 108.66 110.81 +2.31 30,538 93,151 +2,641
Jan12 110524 109.20 110.60 109.03 110.60 +2.29 2,461 21,433 +305
Feb12 110524 109.10 110.38 108.90 110.38 +2.28 1,729 19,792 +490
Mar12 110524 108.87 110.23 108.52 110.15 +2.27 1,202 31,223 +42
Apr12 110524 109.90 109.90 109.90 109.90 +2.27 735 8,249 +210
May12 110524 109.62 109.62 109.62 109.62 +2.26 646 5,393 -113
Jun12 110524 108.05 109.43 107.62 109.35 +2.25 2,911 33,918 -146
Jul12 110524 109.05 109.05 109.05 109.05 +2.25 677 4,016 +267
Aug12 110524 108.73 108.73 108.73 108.73 +2.25 176 2,304 +6
Total Volume and Open Interest 380,710 868,800 +8,676
Gas Oil(ICE)
Jun11 110524 899.50 922.25 899.50 919.25 +19.75 68,539 119,455 -2,160
Jul11 110524 902.75 925.75 902.00 922.75 +19.75 76,116 93,222 +3,310
Aug11 110524 913.75 929.00 912.75 926.25 +19.75 20,820 52,156 +1,924
Sep11 110524 916.50 931.75 916.50 929.75 +19.75 10,226 49,382 +307
Oct11 110524 919.25 933.50 918.75 932.50 +20.00 3,556 30,890 -363
Nov11 110524 925.00 935.25 923.25 933.75 +20.00 916 22,521 -224
Dec11 110524 922.25 938.25 921.75 935.25 +19.75 13,019 55,697 +638
Jan12 110524 938.00 938.50 924.25 938.00 +19.75 1,080 24,249 -280
Feb12 110524 938.75 938.75 938.50 938.75 +20.00 597 7,016 -72
Mar12 110524 933.00 939.25 931.25 938.50 +20.00 1,451 6,468 -311
Total Volume and Open Interest 199,787 552,540 +3,158
Ethanol(CBOT)
May11 110504 2.620 2.628 2.595 2.621 +0.001 47 147 -144
Jun11 110524 2.650 2.650 2.590 2.611 -0.039 182 977 -7
Jul11 110524 2.645 2.645 2.596 2.611 -0.034 259 1,291 +61
Aug11 110524 2.640 2.641 2.594 2.603 -0.033 119 1,172 +72
Sep11 110524 2.585 2.590 2.550 2.558 -0.029 128 1,064 +1
Oct11 110524 2.470 2.470 2.430 2.450 -0.027 79 1,014 -23
Nov11 110524 2.420 2.420 2.361 2.377 -0.021 39 689 +11
Dec11 110524 2.405 2.405 2.358 2.360 -0.018 25 999 +8
Total Volume and Open Interest 893 8,352 +155
WTI Crude Oil(ICE
Jul11 110524 97.05 100.09 96.99 99.59 +1.89 99,601 96,920 -1,091
Aug11 110524 98.31 100.52 98.31 100.06 +1.92 21,950 39,315 -2,100
Sep11 110524 98.72 100.88 98.70 100.48 +1.95 16,748 38,170 -2,073
Oct11 110524 99.28 101.23 99.28 100.79 +1.96 6,944 18,460 +198
Nov11 110524 100.10 101.36 99.60 101.02 +1.95 4,291 15,459 +20
Dec11 110524 99.99 101.60 99.58 101.21 +1.94 17,428 82,377 +150
Jan12 110524 100.36 101.67 99.88 101.30 +1.94 1,984 11,731 -297
Feb12 110524 101.33 101.56 101.27 101.34 +1.94 469 3,612 +96
Mar12 110524 101.16 101.67 101.16 101.35 +1.95 342 11,956 -18
Apr12 110524 101.35 101.35 101.35 101.35 +1.96 106 4,325 +21
May12 110524 101.35 101.35 101.35 101.35 +1.97 151 2,252 -4
Jun12 110524 101.11 101.63 100.21 101.35 +1.97 1,119 26,204 +95
Jul12 110524 101.25 101.25 101.25 101.25 +1.98 37 1,841 +11
Aug12 110524 101.09 101.09 101.09 101.09 +1.98 9 891 +0
Sep12 110524 100.95 100.95 100.95 100.95 +1.98 0 4,296 +0
Oct12 110524 100.84 100.84 100.84 100.84 +1.99 0 506 +0
Total Volume and Open Interest 176,866 457,409 -5,233
US Dollar Index(ICE)
Jun11 110524 76.445 76.450 75.960 76.022 -0.213 41,776 59,015 +2,481
Sep11 110524 76.980 76.980 76.460 76.512 -0.208 408 1,398 +80
Dec11 110524 77.043 77.043 77.043 77.043 -0.207 0 2 +0
Total Volume and Open Interest 42,184 60,416 +2,561
Australian Dollar(CME)
Jun11 110524 104.83 105.56 104.52 105.34 +0.36 106,278 116,554 +3,180
Sep11 110524 103.40 104.21 103.27 104.02 +0.35 221 1,424 +127
Dec11 110524 102.95 102.95 102.47 102.79 +0.32 0 78 +0
Total Volume and Open Interest 106,499 118,058 +3,307
British Pound(CME)
Jun11 110524 161.20 162.06 160.53 161.78 +0.65 129,077 106,251 -497
Sep11 110524 160.50 161.81 160.46 161.58 +0.65 239 887 +14
Dec11 110524 161.35 161.35 160.71 161.35 +0.64 0 48 +0
Total Volume and Open Interest 129,316 107,193 -483
Canadian Dollar(CME)
Jun11 110524 102.25 102.46 102.06 102.28 -0.05 106,244 111,632 -234
Sep11 110524 102.03 102.21 101.82 102.04 -0.05 706 5,096 +81
Dec11 110524 101.73 101.93 101.72 101.81 -0.04 60 3,007 +37
Mar12 110524 101.50 101.55 101.46 101.51 -0.04 11 327 -4
Total Volume and Open Interest 107,131 120,366 -10
Japanese Yen(CME)
Jun11 110524 122.07 122.54 121.63 122.10 +0.04 78,404 98,145 -955
Sep11 110524 121.95 122.58 121.73 122.16 +0.04 220 3,203 +55
Dec11 110524 122.26 122.26 122.23 122.26 +0.03 0 220 +0
Total Volume and Open Interest 78,624 101,577 -900
Swiss Franc(CME)
Jun11 110524 113.17 113.88 112.40 113.74 +0.44 54,794 68,762 -1,071
Sep11 110524 113.05 113.92 112.53 113.81 +0.44 152 393 -7
Dec11 110524 113.89 113.89 113.42 113.89 +0.47 5 18 -5
Total Volume and Open Interest 54,951 69,175 -1,083
EuroFX(CME)
Jun11 110524 140.44 141.27 139.95 141.03 +0.49 421,575 260,163 +3,076
Sep11 110524 140.08 140.82 139.62 140.63 +0.47 1,190 4,133 +45
Dec11 110524 139.83 140.20 139.71 140.20 +0.49 15 155 +12
Total Volume and Open Interest 422,781 264,832 +3,134
Mexican Peso(CME)
Jun11 110524 850.5 854.8 849.2 854.2 +3.8 39,929 152,239 +2,879
Jul11 110524 852.8 852.8 849.0 852.8 +3.8      
Total Volume and Open Interest 40,001 152,504 +2,888
30-Year T-Bonds(CBOT)
Jun11 110520 124~280 124~280 124~160 124~270 +0~070      
Sep11 110524 123~290 124~060 123~140 123~310 +0~050 46,682 62,189 +24,972
Dec11 110524 122~120 122~230 122~110 122~160 +0~050 0 3 +0
Total Volume and Open Interest 415,571 763,959 +18,271
10-Year T-Notes(CBOT)
Jun11 110524 123~005 123~060 122~240 123~025 +0~025 1,084,688 1,785,808 -37,640
Sep11 110524 121~205 121~260 121~120 121~225 +0~025 70,395 134,733 +40,104
Dec11 110524 120~275 120~275 120~200 120~225 +0~025 0 6 +0
Total Volume and Open Interest 1,155,083 1,920,547 +2,464
5-Year T-Notes(CBOT)
Jun11 110520 119~063 119~063 119~062 119~062 +0~015      
Sep11 110524 118~047 118~059 118~026 118~052 +0~004 88,807 150,209 +34,810
Dec11 110524 117~076 117~076 117~072 117~076 +0~004      
Total Volume and Open Interest 713,673 1,593,819 +10,135
2 Year T-Notes(CBOT)
Jun11 110524 109~099 109~104 109~095 109~102 +0~003 265,033 988,042 -24,907
Sep11 110524 109~048 109~054 109~046 109~052 +0~003 78,661 108,183 +45,585
Dec11 110524 108~118 108~118 108~115 108~118 +0~003 0 20 +0
Total Volume and Open Interest 343,694 1,096,245 +20,678
Eurodollars(CME)
Jun11 110524 99.720 99.730 99.717 99.728 +0.005 131,855 915,822 -3,346
Sep11 110524 99.650 99.660 99.645 99.655 unch 195,258 1,348,842 -14,776
Dec11 110524 99.580 99.585 99.570 99.580 -0.005 224,767 1,583,907 -9,177
Mar12 110524 99.465 99.475 99.450 99.470 unch 245,415 1,699,788 +24,414
Jun12 110524 99.265 99.285 99.245 99.275 +0.010 243,334 1,463,464 +494
Sep12 110524 99.000 99.030 98.975 99.015 +0.015 207,610 772,156 +3,799
Dec12 110524 98.715 98.745 98.685 98.730 +0.015 192,231 562,460 +1,250
Mar13 110524 98.460 98.490 98.425 98.470 +0.010 173,127 402,662 +15,657
Jun13 110524 98.200 98.230 98.165 98.210 +0.005 124,140 252,931 +5,454
Sep13 110524 97.950 97.980 97.905 97.955 +0.005 68,629 244,169 +986
Dec13 110524 97.690 97.705 97.640 97.690 +0.005 53,467 189,427 -1,335
Mar14 110524 97.455 97.475 97.410 97.455 +0.005 48,515 177,294 -1,596
Jun14 110524 97.225 97.245 97.180 97.225 +0.005 15,258 103,997 +726
Sep14 110524 97.010 97.025 96.955 97.005 +0.005 11,489 60,832 -174
Dec14 110524 96.790 96.805 96.735 96.780 +0.005 9,692 69,803 -75
Mar15 110524 96.600 96.610 96.545 96.590 +0.005 7,985 49,636 -6
Jun15 110524 4.650 4.670 4.605 4.650 +0.005 4,285 43,356 -633
Sep15 110524 4.475 4.495 4.430 4.475 +0.005 4,554 39,722 +215
Total Volume and Open Interest      
30 Day Federal Funds(CBOT)
May11 110524 99.905 99.908 99.905 99.908 unch 2,914 75,708 +604
Jun11 110524 99.900 99.905 99.890 99.900 unch 2,215 62,555 -222
Jul11 110524 99.895 99.900 99.885 99.895 unch 1,366 51,561 +635
Aug11 110524 99.880 99.885 99.870 99.880 -0.005 3,717 51,794 +1,844
Sep11 110524 99.870 99.870 99.850 99.860 -0.010 3,640 42,731 +1,453
Oct11 110524 99.855 99.860 99.840 99.850 -0.010 2,340 51,487 +117
Total Volume and Open Interest 34,078 710,809 +9,407
30 Day Fed Funds(e-CBOT)
3-Mth Euro-Yen(CME)
Jun11 110524 99.673 99.673 99.673 99.673 unch 0 750 +0
Sep11 110524 99.670 99.670 99.670 99.670 -0.010      
Dec11 110524 99.673 99.673 99.673 99.673 -0.010 0 75 +0
Mar12 110524 99.660 99.660 99.660 99.660 -0.010      
Jun12 110524 99.670 99.670 99.670 99.670 -0.010      
Sep12 110524 99.600 99.600 99.600 99.600 -0.010      
Dec12 110524 99.560 99.560 99.560 99.560 -0.010      
Mar13 110524 99.560 99.560 99.560 99.560 -0.010      
Jun13 110524 99.515 99.515 99.515 99.515 -0.010      
Sep13 110524 99.375 99.375 99.375 99.375 -0.010      
Total Volume and Open Interest 0 825 +0
3-Mth Euro-Yen(SGX)
Jun11 110524 99.67 99.67 99.67 99.67 unch 0 6,003 +0
Sep11 110524 99.67 99.67 99.67 99.67 -0.01 0 1,466 +0
Dec11 110524 99.67 99.67 99.67 99.67 -0.01 0 1,957 +0
Mar12 110524 99.66 99.66 99.66 99.66 -0.01 0 3,877 +0
Jun12 110524 99.67 99.67 99.67 99.67 -0.01 0 1,254 +0
Sep12 110524 99.60 99.60 99.60 99.60 -0.01 0 411 +0
Dec12 110524 99.56 99.56 99.56 99.56 -0.01 0 24 +0
Mar13 110524 99.56 99.56 99.56 99.56 -0.01 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 110524 140.72 140.75 140.56 140.57 -0.13 2 57 +1
Dec11 110524 138.48 138.48 138.48 138.48 -0.13      
Total Volume and Open Interest 1,960 21,443 +71
Euro-Bund(EUREX)
Jun11 110524 125.11 125.17 124.71 124.73 -0.45 1,003,394 1,011,014 +17,376
Sep11 110524 124.87 124.88 124.46 124.47 -0.47 10,178 34,686 +4,756
Dec11 110524 123.53 123.53 123.53 123.53 -0.45      
Total Volume and Open Interest 1,013,572 1,045,700 +22,132
Euro-Bobl(EUREX)
Jun11 110524 116.55 116.60 116.39 116.41 +0.43 489,315 819,859 +24,400
Sep11 110524 116.02 116.02 115.87 115.87 -0.14 5,283 56,164 +4,283
Dec11 110524 115.96 115.96 115.96 115.96 -0.15      
Total Volume and Open Interest 571,683 880,387 +807
3-Mth Euribor(EUREX)
Jun11 110524 98.500 98.505 98.495 98.495 +0.005 151 5,045 -90
Sep11 110524 98.235 98.235 98.230 98.230 -0.005 21 2,002 -78
Dec11 110524 98.055 98.055 98.050 98.055 -0.010 65 1,125 +20
Total Volume and Open Interest 767 10,973 -101
Long Gilt(LIFFE)
Jun11 110428 118~22 119~08 118~20 119~05 +0~25 128,847 372,773 +43,077
Sep11 110524 119~29 119~29 119~20 119~21 -0~11 6,525 11,906 +5,019
Total Volume and Open Interest 122,378 381,435 +20,047
3-Mth Short Sterling(LIFFE)
Jun11 110524 99.16 99.17 99.15 99.16 unch 7,663 440,918 -16,888
Sep11 110524 99.09 99.09 99.07 99.08 -0.01 41,814 447,034 -26,691
Dec11 110524 98.96 98.98 98.94 98.97 unch 37,473 454,179 -41,774
Mar12 110524 98.84 98.84 98.80 98.84 +0.01 44,700 403,227 -58,096
Jun12 110524 98.65 98.66 98.62 98.66 +0.01 45,424 335,307 -46,328
Sep12 110524 98.45 98.46 98.40 98.45 +0.01 37,928 224,641 -26,588
Total Volume and Open Interest 293,074 2,839,880 -253,498
3-Mth Euribor(LIFFE)
Jun11 110524 98.500 98.505 98.490 98.495 +0.005 128,013 678,728 -120,840
Sep11 110524 98.245 98.250 98.220 98.230 -0.005 126,721 588,678 -102,176
Dec11 110524 98.070 98.080 98.045 98.055 -0.010 134,222 600,378 -89,010
Total Volume and Open Interest 820,688 3,593,795 -615,879
3-Mth Aus T-Bills(SFE)
Jun11 110524 94.99 95.02 94.97 94.99 -0.01 26,114 157,770 +2,222
Sep11 110524 94.94 94.97 94.92 94.93 -0.01 45,234 229,026 +11,614
Dec11 110524 94.88 94.91 94.86 94.87 -0.01 23,239 144,308 +5,442
Mar12 110524 94.82 94.85 94.80 94.81 -0.01 8,185 86,402 -1,306
Jun12 110524 94.79 94.79 94.75 94.76 unch 2,168 53,396 -480
Sep12 110524 94.74 94.74 94.69 94.71 unch 1,232 52,514 -234
Dec12 110524 94.71 94.71 94.64 94.67 unch 707 27,773 -282
Mar13 110524 94.68 94.68 94.63 94.65 +0.01 512 19,660 +391
Jun13 110524 94.63 94.63 94.58 94.61 unch 18 1,959 +4
Sep13 110524 94.54 94.56 94.54 94.56 +0.01 8 1,142 +1
Total Volume and Open Interest 107,428 774,804 +17,372
10-Year Aus T-Bonds(SFE)
Jun11 110524 94.74 94.76 94.71 94.72 -0.02 51,286 416,790 -1,888
Sep11 110524 94.72 94.72 94.72 94.72 -0.02      
Total Volume and Open Interest 51,286 416,790 -1,888
3-Year Aus T-Bonds(SFE)
Jun11 110524 95.07 95.10 95.04 95.07 +0.09 102,307 674,352 +15,281
Sep11 110524 95.07 95.07 95.07 95.07 unch      
Total Volume and Open Interest 168,246 694,829 +20,477
Gold(CMX)
Jun11 110524 1517.2 1529.0 1513.2 1523.3 +7.9 194,402 227,516 -2,732
Aug11 110524 1518.4 1529.9 1514.2 1524.3 +7.8 25,689 140,544 +8,905
Oct11 110524 1518.0 1529.7 1518.0 1525.7 +8.0 1,074 7,934 +754
Dec11 110524 1521.1 1532.3 1517.9 1527.0 +8.0 3,954 63,487 +917
Feb12 110524 1522.0 1530.2 1521.3 1528.1 +7.9 87 7,166 +16
Apr12 110524 1523.3 1533.1 1523.3 1529.4 +8.0 70 5,103 +15
Jun12 110524 1524.2 1530.9 1524.2 1530.9 +8.0 534 11,792 +201
Aug12 110524 1532.9 1532.9 1532.9 1532.9 +8.0 0 4,070 +0
Oct12 110524 1535.3 1535.3 1535.3 1535.3 +7.9 0 3,489 +0
Dec12 110524 1529.9 1542.0 1529.9 1538.2 +7.7 48 12,295 -22
Feb13 110524 1541.6 1541.6 1541.6 1541.6 +7.8 0 205 +0
Total Volume and Open Interest 227,452 518,746 +8,776
Silver(CMX)
May11 110524 3500.0 3666.0 3500.0 3612.1 +122.0 67 210 -4
Jul11 110524 3507.5 3676.5 3488.0 3612.8 +122.4 69,709 62,481 -1,542
Sep11 110524 3513.5 3665.5 3504.0 3614.8 +122.5 932 9,698 +161
Dec11 110524 3508.5 3677.0 3504.5 3616.7 +122.8 2,475 23,988 +267
Mar12 110524 3572.0 3613.3 3572.0 3613.3 +123.0 21 3,557 +3
May12 110524 3603.0 3666.0 3602.5 3609.8 +123.1 11 1,017 +0
Jul12 110524 3508.5 3618.5 3505.5 3606.4 +123.2 17 1,708 +0
Total Volume and Open Interest 75,021 121,495 -1,118
Platinum(NYMEX)
Jul11 110524 1759.0 1772.0 1753.0 1762.5 +6.6 3,907 32,972 -121
Oct11 110524 1758.0 1769.6 1758.0 1765.6 +6.4 49 2,214 -23
Jan12 110524 1767.3 1767.9 1767.3 1767.9 +6.1 0 80 +0
Apr12 110524 1769.9 1769.9 1769.9 1769.9 +6.1 0 26 +0
Total Volume and Open Interest 3,957 35,297 -145
Palladium(NYMEX)
Jun11 110524 729.85 743.25 729.20 735.25 +3.45 3,589 11,998 -691
Sep11 110524 733.60 745.10 731.00 737.10 +3.50 1,453 7,254 +633
Dec11 110524 743.40 743.40 738.45 738.45 +3.60 8 480 +6
Total Volume and Open Interest 5,050 19,739 -52
Copper(CMX)
May11 110524 401.60 405.10 401.05 401.25 +2.25 265 871 -112
Jul11 110524 397.75 405.80 396.20 401.30 +2.15 33,620 68,789 +177
Sep11 110524 399.60 407.50 398.30 403.10 +2.10 1,872 26,099 +321
Dec11 110524 402.00 408.80 402.00 404.95 +2.10 1,093 14,346 +382
Mar12 110524 410.05 410.05 405.85 405.90 +2.15 173 4,389 +116
Total Volume and Open Interest 37,762 122,043 +818
DJIA Index(CBOT)
Jun11 110524 12365 12410 12325 12327 -35 311 24,451 +117
Sep11 110524 12275 12283 12258 12258 -34 0 19 +0
Dec11 110524 12187 12221 12187 12187 -34 0 7 +0
Mar12 110524 12127 12161 12127 12127 -34      
Total Volume and Open Interest 311 24,477 +117
S & P 500(CME)
Jun11 110524 1314.60 1322.20 1312.00 1313.60 -1.60 16,464 317,568 +3,723
Sep11 110524 1312.00 1315.30 1306.80 1308.20 -1.60 130 7,497 +82
Dec11 110524 1302.70 1309.80 1301.30 1302.70 -1.60 0 5,701 +0
Mar12 110524 1297.70 1304.80 1296.30 1297.70 -1.60      
Total Volume and Open Interest 16,594 330,771 +3,805
S & P 500 E-Mini(Globex)
Jun11 110520 1341.50 1344.00 1327.00 1327.75 -13.75      
Sep11 110524 1309.00 1316.50 1306.75 1308.25 -1.50 2,158 36,357 +518
Total Volume and Open Interest 2,250,615 2,760,491 +13,238
NASDAQ 100(CME)
Jun11 110524 2315.30 2323.80 2298.00 2301.80 -13.70 557 19,442 +632
Sep11 110524 2298.00 2298.00 2296.00 2298.00 -13.80 2 111 +0
Dec11 110524 2294.50 2294.50 2292.30 2294.50 -13.80 0 1 +0
Total Volume and Open Interest 559 19,554 +632
NASDAQ 100 E-Mini(Globex)
Jun11 110524 2315.50 2324.30 2298.80 2301.80 -13.70 257,419 347,082 +1,387
Sep11 110524 2309.80 2320.00 2295.00 2298.00 -13.80 185 1,574 +38
Total Volume and Open Interest 257,604 348,670 +1,425
S & P Midcap 400(CME)
Jun11 110524 967.30 967.30 960.00 967.30 -3.30 0 1,598 +0
Sep11 110524 964.80 964.80 964.10 964.80 -3.30      
Dec11 110524 963.20 963.20 962.50 963.20 -3.30      
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 110524 9530 9555 9445 9515 +70 1 70 +1
Total Volume and Open Interest 6,884 47,762 +0
Nikkei 225(SGX)
Jun11 110524 9455 9495 9380 9485 +15 77,091 233,931 -8,461
Sep11 110524 9425 9490 9385 9490 +15 2 1,466 -6
Dec11 110524 9425 9425 9425 9425 +15 0 6,659 +0
Total Volume and Open Interest 77,396 246,235 -8,167
CAC 40(EURONEXT)
Jun11 110524 3883.0 3910.0 3875.0 3893.0 +10.5 149,716 372,577 +34,220
Jul11 110524 3894.0 3903.0 3887.0 3890.5 +10.0 23 3 +3
Aug11 110524 3891.5 3891.5 3891.5 3891.5 +10.5      
Total Volume and Open Interest 149,739 372,581  
Hang Seng Index(HKFE)
May11 110524 22693 22764 22629 22702 +47 49,793 81,640 -480
Jun11 110524 22500 22611 22477 22551 +51 1,417 11,360 +258
Total Volume and Open Interest 52,365 95,305 +301
DAX(EUREX)
Jun11 110524 7130.0 7209.0 7121.0 7150.0 +11.0 159,677 183,967 +411
Sep11 110524 7158.5 7225.0 7148.5 7173.5 +11.5 690 7,673 +304
Dec11 110524 7191.5 7250.0 7180.0 7204.0 +10.5 85 1,356 +18
Total Volume and Open Interest 160,452 192,996 +733
FT-SE 100(EURONEXT)
Jun11 110524 5823.50 5869.50 5823.50 5835.50 +7.00 114,204 627,892 -46,864
Sep11 110524 5797.50 5825.00 5797.50 5800.00 +7.50 134 4,927 +66
Dec11 110524 5781.00 5781.00 5777.00 5777.00 +7.50 21 274 +21
Total Volume and Open Interest 114,359 633,188 -46,777
SPI 200(SFE)
Jun11 110524 4649.0 4649.0 4599.0 4630.0 -17.0 37,658 179,058 +961
Sep11 110524 4622.0 4622.0 4594.0 4618.0 -17.0 63 3,797 +26
Dec11 110524 4639.0 4639.0 4639.0 4639.0 -18.0 4 2,533 -63
Total Volume and Open Interest 38,095 186,981 -1,474
GSCI(CME)
Jun11 110524 31.64 32.94 22.39 28.64 +7.50 176 10,686 -74
Jul11 110524 28.64 30.14 20.64 27.14 +8.50 2 0 +0
Aug11 110524 28.14 31.64 19.14 28.14 +8.50      
Total Volume and Open Interest 178 10,686 -74
Reuters CCI(ICE)
Jun11 110524 340.20 340.20 340.20 340.20 +2.80      
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.
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