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MRCI's End of Day Prices

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MRCI's End of Day Prices
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Daily Futures Price Listing Thu May 26, 2011
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jul11 110526 1378.00 1398.25 1377.00 1384.75 +7.75 81,161 237,781 -4,083
Aug11 110526 1374.00 1394.00 1370.00 1381.00 +8.00 10,985 26,925 +1,412
Sep11 110526 1366.50 1387.50 1366.25 1377.00 +10.00 1,912 16,995 +388
Nov11 110526 1361.00 1382.75 1360.75 1372.50 +11.50 32,887 202,011 +2,154
Jan12 110526 1368.50 1390.50 1368.50 1381.00 +11.25 3,612 24,423 +1,155
Mar12 110526 1376.00 1389.00 1375.75 1379.25 +9.25 2,048 15,059 -134
May12 110526 1362.00 1380.00 1362.00 1368.25 +6.25 1,863 14,596 +898
Total Volume and Open Interest 135,010 554,958 +2,005
Soybean Meal(CBOT)
Jul11 110526 357.90 363.90 357.60 360.30 +2.00 30,245 93,669 +233
Aug11 110526 358.20 364.20 358.20 361.00 +2.10 4,733 32,893 -390
Sep11 110526 359.90 362.60 357.50 359.70 +2.40 1,745 18,531 +53
Oct11 110526 353.10 356.80 351.60 354.70 +3.10 1,302 16,564 +56
Dec11 110526 351.90 357.40 351.30 355.10 +3.20 5,571 49,172 +496
Jan12 110526 353.30 358.90 353.30 356.30 +3.00 428 4,291 -12
Mar12 110526 356.80 360.00 353.90 356.80 +2.10 392 3,707 -101
May12 110526 354.50 356.70 350.50 353.40 +0.90 248 4,125 +113
Total Volume and Open Interest 44,716 227,569 +463
Soybean Oil(CBOT)
Jul11 110526 58.00 58.94 57.92 58.70 +0.74 47,873 143,604 +553
Aug11 110526 58.25 59.20 58.25 58.98 +0.75 7,087 34,570 +796
Sep11 110526 58.62 59.48 58.62 59.28 +0.76 5,385 23,242 +883
Oct11 110526 58.83 59.63 58.83 59.49 +0.77 1,836 15,093 +191
Dec11 110526 59.23 60.08 59.07 59.90 +0.79 13,123 81,901 +2,327
Jan12 110526 59.60 60.08 59.58 60.05 +0.81 2,143 7,864 +1,131
Mar12 110526 59.64 60.24 59.64 60.10 +0.76 162 4,499 +31
May12 110526 59.63 60.14 59.63 60.05 +0.73 673 4,305 +166
Total Volume and Open Interest 78,291 317,766 +6,088
Canola(WCE)
Jul11 110526 585.5 594.5 585.5 592.1 +8.6 8,891 77,578 +698
Nov11 110526 589.8 596.6 589.8 593.6 +7.1 6,045 79,042 +839
Jan12 110526 598.5 602.2 597.3 599.9 +6.5 399 7,878 +51
Mar12 110526 601.7 605.2 601.7 603.5 +7.0 141 1,410 +25
May12 110526 605.7 608.9 605.0 606.0 +5.3 146 609 +101
Total Volume and Open Interest 15,648 168,805 +1,739
Corn(CBOT)
Jul11 110526 744.00 758.50 743.50 745.50 +3.25 167,096 574,174 -9,190
Sep11 110526 715.25 728.50 715.25 718.25 +3.50 44,631 179,743 +1,992
Dec11 110526 670.75 684.75 670.50 676.25 +5.50 82,377 453,335 +1,342
Mar12 110526 681.75 695.50 681.50 688.25 +6.50 5,134 78,773 +527
May12 110526 688.25 702.25 688.25 692.50 +4.25 995 17,248 +147
Jul12 110526 695.00 708.25 695.00 698.25 +3.00 2,867 42,243 +468
Total Volume and Open Interest 306,103 1,405,435 -4,024
Wheat(CBOT)
Jul11 110526 800.00 828.75 799.25 814.50 +18.00 50,702 212,788 -3,433
Sep11 110526 849.25 876.75 849.25 863.00 +17.50 15,027 72,474 +2,399
Dec11 110526 898.00 923.25 895.75 907.00 +11.25 10,663 97,727 +107
Mar12 110526 931.25 954.75 931.25 939.75 +9.75 2,713 21,697 +151
May12 110526 942.75 960.50 939.75 945.50 +5.75 583 8,040 +191
Total Volume and Open Interest 83,957 460,407 -27
Wheat(KCBT)
Jul11 110526 931.25 962.25 931.25 942.75 +14.00 12,296 79,962 -2,569
Sep11 110526 949.75 981.00 949.75 962.00 +14.00 3,832 37,104 +1,071
Dec11 110526 971.50 1001.75 966.50 984.75 +13.25 2,768 42,197 +106
Mar12 110526 990.25 1014.25 990.25 999.25 +11.75 868 6,312 +235
May12 110526 999.50 1014.00 993.25 998.25 +10.75 40 832 -17
Total Volume and Open Interest 20,324 176,141 -966
Wheat(MGE)
Jul11 110526 1024.50 1078.00 1022.75 1045.75 +25.75 3,033 20,668 -273
Sep11 110526 1005.00 1055.25 1004.00 1022.00 +17.25 1,172 16,106 +15
Dec11 110526 1005.75 1055.25 1005.75 1025.75 +17.00 1,091 12,744 +319
Mar12 110526 1019.00 1055.75 1017.50 1030.25 +18.50 442 2,695 +66
May12 110526 1021.25 1056.00 1021.25 1029.50 +15.25 122 557 +14
Total Volume and Open Interest 6,298 56,228 +380
Oats(CBOT)
Jul11 110526 371.50 382.75 371.50 378.00 +9.00 865 8,175 -124
Sep11 110526 387.00 390.50 378.25 387.00 +8.75 104 697 +87
Dec11 110526 389.00 396.25 389.00 393.00 +7.50 158 3,584 +14
Mar12 110526 403.50 405.00 397.50 405.00 +7.50 0 23 +0
Total Volume and Open Interest 1,127 12,480 -23
Rough Rice(CBOT)
Jul11 110526 15.18 15.27 15.09 15.14 -0.04 1,389 14,900 -101
Sep11 110526 16.10 16.20 16.01 16.08 -0.03 380 5,093 +8
Nov11 110526 16.42 16.51 16.33 16.38 -0.02 167 1,853 +102
Jan12 110526 16.67 16.72 16.67 16.67 -0.05 0 254 +0
Total Volume and Open Interest 1,936 22,401 +9
Live Cattle(CME)
Jun11 110526 104.680 105.000 103.785 104.035 -0.515 17,447 57,938 -2,241
Aug11 110526 105.580 105.785 104.500 104.580 -0.650 21,686 133,741 +124
Oct11 110526 111.150 111.150 110.000 110.300 -0.500 11,282 76,103 -711
Dec11 110526 114.800 114.950 113.700 114.000 -0.450 4,789 49,799 +841
Feb12 110526 116.330 116.330 115.250 115.750 -0.350 2,083 13,314 +29
Apr12 110526 117.250 117.350 116.600 116.785 -0.365 652 6,901 +122
Total Volume and Open Interest 58,014 339,216 -1,818
Feeder Cattle(CME)
May11 110526 124.830 124.980 124.785 124.950 +0.270 600 2,089 -295
Aug11 110526 124.980 125.300 123.000 123.035 -1.500 4,710 22,164 -404
Sep11 110526 126.050 126.300 124.150 124.150 -1.400 853 5,161 -40
Oct11 110526 126.650 126.930 124.800 124.900 -1.450 1,030 4,399 -121
Nov11 110526 126.885 126.900 125.430 125.600 -0.950 288 1,643 -36
Jan12 110526 126.400 126.400 124.900 124.900 -1.000 48 524 -1
Mar12 110526 125.000 125.000 124.400 124.400 -1.700 3 43 +2
Total Volume and Open Interest 7,539 36,029 -892
Lean Hogs(CME)
Jun11 110526 88.580 88.700 87.430 87.800 -0.500 12,118 24,945 -1,368
Jul11 110526 87.680 88.050 87.200 87.285 -0.115 14,423 62,753 +308
Aug11 110526 89.580 89.650 88.680 89.035 -0.265 8,565 43,155 +1,319
Oct11 110526 83.700 84.135 83.330 83.635 -0.150 4,975 41,176 +183
Dec11 110526 81.850 82.000 81.300 81.700 -0.100 2,468 32,443 +71
Feb12 110526 83.100 83.535 82.885 83.400 +0.015 266 8,226 -59
Apr12 110526 84.050 84.550 84.050 84.550 +0.070 292 4,797 +109
May12 110526 88.800 88.800 88.800 88.800 unch 1 182 +1
Total Volume and Open Interest 43,165 220,067 +595
Class III Milk(CME)
May11 110526 16.47 16.51 16.46 16.51 +0.02 107 5,371 -37
Jun11 110526 18.23 18.44 18.23 18.41 +0.09 191 4,756 -5
Jul11 110526 18.97 19.18 18.93 19.08 +0.09 412 4,560 +165
Aug11 110526 18.85 19.02 18.84 18.98 +0.08 378 4,168 +136
Sep11 110526 18.60 18.79 18.60 18.77 +0.10 155 3,970 +86
Total Volume and Open Interest 1,569 35,184 +454
Cocoa(ICE)
Jul11 110526 2982 3062 2964 3010 +48 13,172 61,272 +1,182
Sep11 110526 3002 3070 2977 3022 +44 5,036 31,693 +1,825
Dec11 110526 3029 3090 3003 3041 +37 1,212 26,875 +84
Mar12 110526 3083 3140 3070 3102 +42 991 24,124 +406
May12 110526 3110 3110 3097 3097 +41 349 6,695 +204
Jul12 110526 3093 3093 3093 3093 +43 10 2,050 +4
Sep12 110526 3060 3092 3060 3092 +42 55 2,165 +3
Total Volume and Open Interest 20,843 158,250 +3,713
Coffee "C"(ICE)
Jul11 110526 266.50 267.50 262.15 265.60 +0.75 10,003 53,775 -1,154
Sep11 110526 269.55 270.40 265.25 268.70 +0.80 4,015 27,174 +1,889
Dec11 110526 273.25 274.15 269.50 272.55 +0.95 902 21,071 +182
Mar12 110526 276.00 276.00 274.35 274.70 +1.05 336 5,052 +110
May12 110526 275.85 275.85 275.65 275.65 +1.05 208 3,069 +111
Jul12 110526 273.40 273.85 273.40 273.75 +1.00 84 728 +66
Total Volume and Open Interest 15,592 112,608 +1,196
Orange Juice(ICE)
Jul11 110526 186.85 187.25 182.30 185.35 -1.45 622 26,838 +94
Sep11 110526 179.80 179.90 177.30 179.60 -0.20 178 5,034 +64
Nov11 110526 172.70 173.00 171.10 172.95 -0.25 96 1,868 +28
Jan12 110526 169.00 169.00 169.00 169.00 -0.50 23 292 +16
Mar12 110526 166.70 166.70 166.70 166.70 -0.50 11 128 +6
May12 110526 165.25 165.25 165.25 165.25 -0.50 10 55 +10
Total Volume and Open Interest 940 34,279 +218
Sugar #11(ICE)
Jul11 110526 22.69 22.84 22.18 22.69 +0.05 30,572 258,857 -2,442
Oct11 110526 22.31 22.53 21.89 22.47 +0.17 19,766 145,623 +3,001
Mar12 110526 22.50 22.69 22.15 22.68 +0.16 7,294 86,907 +251
May12 110526 22.24 22.37 21.93 22.36 +0.12 2,580 26,399 +924
Jul12 110526 22.14 22.23 21.82 22.23 +0.08 1,384 22,003 +639
Total Volume and Open Interest 63,394 584,931 +2,828
London Cocoa(LCE)
Jul11 110526 1848 1883 1833 1849 +8 7,147 73,276 -339
Sep11 110526 1874 1904 1859 1873 +6 3,954 33,003 +714
Dec11 110526 1890 1929 1884 1900 +8 1,539 31,256 +38
Mar12 110526 1916 1952 1915 1926 +8 768 35,905 +377
May12 110526 1925 1962 1925 1939 +7 18 9,960 +12
Jul12 110526 1950 1962 1946 1946 +4 47 4,295 +38
Sep12 110526 1954 1954 1954 1954 +4 95 3,245 +70
Total Volume and Open Interest 13,577 198,641 +919
London Sugar(LCE)
Aug11 110526 648.00 652.50 640.00 650.00 +2.00 2,648 24,534 +762
Oct11 110526 601.40 605.20 593.00 602.10 +2.10 1,051 9,376 +177
Dec11 110526 596.40 599.10 589.00 595.20 -0.10 136 4,277 +84
Mar12 110526 591.10 592.00 586.10 587.90 -2.10 184 2,535 +15
May12 110526 582.20 583.40 578.10 579.70 -1.30 72 1,430 -21
Total Volume and Open Interest 4,129 43,921 +1,043
Cotton(ICE)
Jul11 110526 156.03 158.44 150.75 151.03 -5.00 7,935 70,220 -898
Oct11 110526 144.00 144.00 140.10 140.10 -4.00 8 413 -2
Dec11 110526 130.00 131.50 127.00 127.57 -3.78 7,768 63,838 +1,235
Mar12 110526 120.55 121.89 118.01 118.87 -3.18 1,982 10,551 +404
May12 110526 116.98 116.98 114.00 114.52 -2.46 948 2,464 -13
Jul12 110526 113.45 113.45 111.21 113.04 -0.31 1,305 3,974 +605
Total Volume and Open Interest 20,128 153,975 +1,346
Lumber(CME)
Jul11 110526 231.6 241.5 230.6 241.5 +10.0 438 7,296 +19
Sep11 110526 252.0 259.0 252.0 259.0 +10.0 215 2,395 +91
Nov11 110526 254.7 261.1 254.7 260.1 +9.0 14 569 +1
Jan12 110526 277.0 279.7 277.0 278.1 +8.3 1 30 +0
Total Volume and Open Interest 668 10,293 +111
Crude Oil(NYM)
Jul11 110526 101.24 101.90 99.62 100.23 -1.09 339,530 397,628 -13,983
Aug11 110526 101.74 102.37 100.18 100.82 -1.00 63,694 93,794 +3,442
Sep11 110526 102.23 102.80 100.66 101.32 -0.92 41,221 96,351 -517
Oct11 110526 102.49 103.09 101.07 101.70 -0.84 13,489 47,283 +411
Nov11 110526 102.99 103.13 101.47 102.00 -0.76 7,927 35,782 -1,501
Dec11 110526 102.93 103.50 101.65 102.24 -0.70 41,234 192,677 -1,057
Jan12 110526 103.50 103.50 101.89 102.40 -0.64 7,061 40,367 +364
Feb12 110526 103.45 103.47 102.17 102.51 -0.59 3,413 22,122 -550
Mar12 110526 103.01 103.01 102.06 102.59 -0.54 3,947 28,789 +232
Apr12 110526 103.42 103.44 102.19 102.66 -0.49 2,334 16,088 -182
May12 110526 103.42 103.43 102.24 102.73 -0.45 1,683 17,031 -74
Jun12 110526 103.67 103.67 102.30 102.79 -0.41 12,258 79,022 +692
Jul12 110526 102.77 102.77 102.77 102.77 -0.37 2,173 23,149 +563
Aug12 110526 102.67 102.67 102.67 102.67 -0.33 586 15,013 +194
Sep12 110526 102.60 102.60 102.60 102.60 -0.29 2,113 13,829 -12
Oct12 110526 102.55 102.55 102.55 102.55 -0.26 193 8,482 +24
Total Volume and Open Interest 569,773 1,522,066 -11,944
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 110526 101.200 101.875 99.500 100.225 +1.300 4,487 1,720 +252
Aug11 110526 102.000 102.350 100.100 100.825 -1.000 315 552 +7
Sep11 110526 102.650 102.650 101.000 101.325 -0.925 60 219 +1
Oct11 110526 101.700 101.700 101.700 101.700 -0.850 14 48 +7
Nov11 110526 102.750 102.750 102.000 102.000 -0.750 1 20 +0
Dec11 110526 103.175 103.175 101.925 102.250 -0.700 11 341 +5
Jan12 110526 102.400 102.400 102.400 102.400 -0.650 3 6 +0
Feb12 110526 102.500 102.500 102.500 102.500 -0.600 0 7 +0
Total Volume and Open Interest 11,997 3,856 +278
Heating Oil(NYM)
Jun11 110526 298.72 300.00 296.57 298.29 +0.26 26,565 33,677 -8,750
Jul11 110526 299.55 301.34 297.68 299.34 +0.11 46,861 95,580 +3,374
Aug11 110526 301.12 302.25 299.22 300.70 +0.14 10,034 35,745 +147
Sep11 110526 302.95 304.00 300.79 302.39 +0.16 5,957 28,251 +169
Oct11 110526 303.72 303.99 303.16 303.97 +0.17 3,389 12,259 -187
Nov11 110526 305.41 306.04 304.43 305.53 +0.15 1,836 14,355 -56
Dec11 110526 308.70 308.70 305.42 307.05 +0.17 5,880 36,309 +32
Jan12 110526 308.40 309.03 306.98 308.57 +0.19 1,107 14,852 +259
Feb12 110526 308.78 309.72 308.78 308.89 +0.17 222 5,812 -24
Mar12 110526 308.12 308.12 308.01 308.01 +0.14 94 3,609 +14
Apr12 110526 304.92 306.77 304.92 305.86 +0.09 140 1,828 +30
May12 110526 303.37 303.93 303.37 303.93 +0.06 376 1,633 -164
Total Volume and Open Interest 103,310 310,794 -5,217
Gasoline(NYMEX)
Jun11 110526 302.85 305.86 301.27 304.83 +3.21 41,960 32,662 -4,576
Jul11 110526 299.86 301.55 297.67 300.74 +2.07 53,992 84,366 +2,403
Aug11 110526 298.13 298.45 295.09 297.66 +1.53 20,831 27,071 +626
Sep11 110526 294.00 295.26 292.53 294.89 +1.30 12,715 30,013 +3
Oct11 110526 280.50 281.83 279.99 281.83 +1.04 5,554 21,920 -325
Nov11 110526 277.45 279.00 277.45 279.00 +0.67 2,352 12,194 +110
Dec11 110526 278.12 278.60 275.49 277.75 +0.50 4,183 25,822 -457
Jan12 110526 277.69 278.21 277.64 278.21 +0.44 343 7,280 -40
Feb12 110526 278.20 279.76 277.90 279.76 +0.40 32 3,988 +4
Mar12 110526 279.58 281.41 277.69 281.41 +0.38 10 4,453 -3
Total Volume and Open Interest 142,112 268,867 -2,151
e-miNY RBOB Gasoline(NYM)
Jun11 110526 304.80 304.83 304.80 304.80 +3.20 0 1 +0
Jul11 110526 300.70 300.74 300.70 300.70 +2.00 0 2 +0
Aug11 110526 297.70 297.70 297.66 297.70 +1.60 0 1 +0
Sep11 110526 294.90 294.90 294.89 294.90 +1.30      
Total Volume and Open Interest 0 7 +0
Natural Gas(NYM)
Jun11 110526 4.370 4.414 4.195 4.326 -0.053 94,231 19,326 -15,087
Jul11 110526 4.405 4.459 4.232 4.360 -0.063 77,628 221,251 -1,729
Aug11 110526 4.456 4.504 4.290 4.405 -0.064 18,149 74,372 +580
Sep11 110526 4.492 4.529 4.311 4.429 -0.067 16,343 110,056 +1,984
Oct11 110526 4.547 4.574 4.352 4.469 -0.069 17,178 96,655 +1,099
Nov11 110526 4.710 4.725 4.552 4.622 -0.073 7,269 52,751 +543
Dec11 110526 4.931 4.931 4.750 4.839 -0.068 3,585 39,868 +63
Jan12 110526 5.028 5.048 4.870 4.954 -0.068 8,074 86,482 -29
Feb12 110526 4.992 4.992 4.880 4.945 -0.065 827 19,157 +48
Mar12 110526 4.975 4.975 4.826 4.885 -0.063 3,087 38,773 +250
Apr12 110526 4.800 4.800 4.706 4.749 -0.058 3,034 38,267 -154
May12 110526 4.775 4.849 4.726 4.766 -0.059 638 8,985 -82
Jun12 110526 4.854 4.854 4.800 4.804 -0.060 505 8,868 +191
Jul12 110526 4.926 4.927 4.810 4.849 -0.060 77 6,091 +9
Aug12 110526 4.912 4.913 4.864 4.877 -0.060 106 5,956 -38
Sep12 110526 4.923 4.923 4.883 4.887 -0.060 130 5,549 +84
Total Volume and Open Interest 252,053 915,318 -11,856
Brent Crude Oil(ICE)
Jul11 110526 114.73 115.47 114.10 115.05 +0.12 193,617 211,902 +473
Aug11 110526 114.95 115.02 113.73 114.68 +0.13 75,459 145,770 -1,514
Sep11 110526 114.50 114.64 113.30 114.24 +0.13 41,283 79,005 -1,398
Oct11 110526 113.86 114.15 112.93 113.85 +0.13 22,576 44,585 +1,264
Nov11 110526 113.39 113.81 112.64 113.53 +0.13 9,199 23,641 -761
Dec11 110526 113.37 113.60 112.28 113.25 +0.11 33,305 91,248 -436
Jan12 110526 112.93 113.03 112.27 113.03 +0.10 2,741 20,140 -421
Feb12 110526 112.69 112.91 112.13 112.80 +0.09 1,102 19,458 -199
Mar12 110526 112.47 112.82 111.89 112.56 +0.07 926 31,616 +50
Apr12 110526 112.40 112.40 112.30 112.30 +0.06 406 8,302 +105
May12 110526 112.04 112.04 112.04 112.04 +0.07 273 5,699 +7
Jun12 110526 111.94 112.08 110.96 111.78 +0.07 3,543 34,073 +227
Jul12 110526 111.50 111.50 111.50 111.50 +0.08 289 4,022 -16
Aug12 110526 111.19 111.19 111.19 111.19 +0.07 70 2,312 +8
Total Volume and Open Interest 407,601 844,663 -5,200
Gas Oil(ICE)
Jun11 110526 943.50 947.25 936.00 941.75 +4.75 39,938 113,776 -3,074
Jul11 110526 944.75 950.50 939.25 945.00 +4.50 50,209 99,591 +4,924
Aug11 110526 952.25 952.25 942.50 948.25 +4.50 10,061 54,041 +1,426
Sep11 110526 950.50 955.00 945.75 951.25 +4.25 5,360 50,959 +1,132
Oct11 110526 957.75 957.75 948.75 953.50 +4.00 2,166 30,798 -166
Nov11 110526 959.00 959.00 950.25 954.50 +3.75 888 22,591 +272
Dec11 110526 961.25 961.25 950.75 956.00 +4.00 10,045 58,815 +1,853
Jan12 110526 960.50 960.50 957.50 958.50 +4.00 1,044 24,209 +105
Feb12 110526 963.50 963.50 959.00 959.00 +4.00 282 7,065 +77
Mar12 110526 963.25 963.25 958.75 958.75 +4.00 543 6,591 +56
Total Volume and Open Interest 123,454 557,381 +6,713
Ethanol(CBOT)
May11 110504 2.620 2.628 2.595 2.621 +0.001 47 147 -144
Jun11 110526 2.655 2.660 2.636 2.641 +0.009 131 792 -54
Jul11 110526 2.660 2.670 2.639 2.644 +0.009 342 1,398 -25
Aug11 110526 2.658 2.668 2.644 2.645 +0.010 102 1,230 +30
Sep11 110526 2.613 2.624 2.598 2.602 +0.012 146 1,087 -5
Oct11 110526 2.495 2.512 2.485 2.491 +0.009 196 948 -64
Nov11 110526 2.430 2.440 2.413 2.422 +0.020 94 741 +37
Dec11 110526 2.410 2.425 2.401 2.408 +0.022 66 1,075 +21
Total Volume and Open Interest 1,206 8,505 -7
WTI Crude Oil(ICE
Jul11 110526 101.15 101.90 99.63 100.23 -1.09 77,214 100,943 +855
Aug11 110526 102.25 102.32 100.20 100.82 -1.00 25,698 40,674 +1,493
Sep11 110526 102.70 102.73 100.65 101.32 -0.92 13,340 36,696 -1,150
Oct11 110526 102.93 102.93 101.05 101.70 -0.84 4,919 17,678 +107
Nov11 110526 102.09 102.68 101.54 102.00 -0.76 2,781 15,494 +132
Dec11 110526 103.42 103.42 101.68 102.24 -0.70 15,915 81,675 -214
Jan12 110526 102.34 102.73 102.19 102.40 -0.64 1,434 11,671 -20
Feb12 110526 102.99 102.99 102.51 102.51 -0.59 634 3,560 -37
Mar12 110526 102.46 102.75 102.46 102.59 -0.54 771 11,968 +17
Apr12 110526 102.66 102.66 102.66 102.66 -0.49 466 3,899 -154
May12 110526 102.73 102.73 102.73 102.73 -0.45 329 2,288 -32
Jun12 110526 103.55 103.55 102.55 102.79 -0.41 1,946 25,916 -361
Jul12 110526 102.77 102.77 102.77 102.77 -0.37 90 1,848 -5
Aug12 110526 102.67 102.67 102.67 102.67 -0.33 11 897 +6
Sep12 110526 102.60 102.60 102.60 102.60 -0.29 38 4,296 +0
Oct12 110526 102.55 102.55 102.55 102.55 -0.26 0 506 +0
Total Volume and Open Interest 150,870 458,632 +831
US Dollar Index(ICE)
Jun11 110526 76.095 76.095 75.415 75.632 -0.397 27,182 60,404 -2
Sep11 110526 76.370 76.405 75.935 76.128 -0.387 181 1,426 -41
Dec11 110526 76.658 76.658 76.658 76.658 -0.387 0 2 +0
Total Volume and Open Interest 27,363 61,833 -43
Australian Dollar(CME)
Jun11 110526 105.05 106.30 104.90 106.18 +1.20 90,032 109,246 -5,084
Sep11 110526 103.77 104.89 103.66 104.85 +1.19 440 1,640 +114
Dec11 110526 103.60 103.63 102.44 103.63 +1.19 3 80 +2
Total Volume and Open Interest 90,475 110,968 -4,968
British Pound(CME)
Jun11 110526 162.69 164.06 162.67 163.89 +1.15 105,695 109,322 -1,903
Sep11 110526 162.70 163.80 162.60 163.68 +1.14 150 958 -31
Dec11 110526 163.63 163.63 162.32 163.46 +1.14 0 48 +0
Total Volume and Open Interest 105,845 110,336 -1,934
Canadian Dollar(CME)
Jun11 110526 102.22 102.45 101.82 102.16 -0.13 64,547 111,062 -345
Sep11 110526 102.00 102.18 101.60 101.92 -0.13 446 5,413 +110
Dec11 110526 101.81 101.81 101.37 101.67 -0.14 106 3,108 +41
Mar12 110526 101.20 101.51 101.20 101.38 -0.13 42 357 +23
Total Volume and Open Interest 65,142 120,245 -170
Japanese Yen(CME)
Jun11 110526 121.92 123.24 121.83 122.98 +1.03 94,796 95,553 -450
Sep11 110526 122.00 123.27 121.95 123.04 +1.03 395 3,482 +88
Dec11 110526 123.14 123.14 122.11 123.14 +1.03 1 220 +0
Total Volume and Open Interest 95,192 99,264 -362
Swiss Franc(CME)
Jun11 110526 114.60 115.62 114.52 115.46 +0.86 38,767 66,310 -683
Sep11 110526 114.68 115.64 114.68 115.54 +0.85 442 448 +85
Dec11 110526 115.62 115.62 114.77 115.62 +0.85 2 16 -2
Total Volume and Open Interest 39,211 66,776 -600
EuroFX(CME)
Jun11 110526 140.78 142.03 140.63 141.37 +0.67 310,004 253,109 -7,027
Sep11 110526 140.43 141.62 140.32 140.99 +0.67 1,620 5,001 +343
Dec11 110526 140.70 141.10 139.93 140.61 +0.68 1 170 -1
Total Volume and Open Interest 311,627 258,663 -6,683
Mexican Peso(CME)
Jun11 110526 855.2 858.0 852.0 855.8 +1.2 24,793 146,974 -2,401
Jul11 110526 854.5 854.5 853.2 854.5 +1.2      
Total Volume and Open Interest 24,876 147,410 -2,372
30-Year T-Bonds(CBOT)
Jun11 110520 124~280 124~280 124~160 124~270 +0~070      
Sep11 110526 123~240 124~240 123~110 124~210 +0~280 157,168 188,001 +65,499
Dec11 110526 123~080 123~230 122~100 123~060 +0~280 5 5 +3
Total Volume and Open Interest 606,321 774,703 -9,324
10-Year T-Notes(CBOT)
Jun11 110526 123~040 123~270 122~290 123~240 +0~195 1,320,691 1,485,080 -205,841
Sep11 110526 121~230 122~145 121~165 122~125 +0~200 371,545 458,263 +189,305
Dec11 110526 120~200 121~125 120~200 121~125 +0~200 1 10 +1
Total Volume and Open Interest 1,692,237 1,943,353 -16,535
5-Year T-Notes(CBOT)
Jun11 110520 119~063 119~063 119~062 119~062 +0~015      
Sep11 110526 118~070 119~000 118~052 118~124 +0~054 404,148 426,936 +203,341
Dec11 110526 118~020 118~020 117~094 118~020 +0~054      
Total Volume and Open Interest 1,323,638 1,515,861 -54,565
2 Year T-Notes(CBOT)
Jun11 110526 109~104 109~116 109~101 109~116 +0~013 402,697 850,305 -119,200
Sep11 110526 109~056 109~071 109~051 109~071 +0~016 218,653 253,447 +99,928
Dec11 110526 109~009 109~009 108~121 109~009 +0~016 0 20 +0
Total Volume and Open Interest 621,350 1,103,772 -19,272
Eurodollars(CME)
Jun11 110526 99.725 99.732 99.725 99.730 +0.003 107,524 923,325 +15,362
Sep11 110526 99.645 99.665 99.640 99.655 +0.005 161,306 1,305,347 -9,933
Dec11 110526 99.575 99.595 99.565 99.590 +0.010 183,349 1,559,177 +6,409
Mar12 110526 99.475 99.505 99.460 99.500 +0.025 204,790 1,684,631 +47
Jun12 110526 99.290 99.340 99.265 99.335 +0.050 227,134 1,480,916 +24,977
Sep12 110526 99.040 99.110 99.005 99.100 +0.070 215,746 795,597 +23,405
Dec12 110526 98.755 98.845 98.720 98.835 +0.085 167,511 583,130 +19,296
Mar13 110526 98.500 98.600 98.460 98.590 +0.095 149,189 406,963 +17,758
Jun13 110526 98.245 98.345 98.210 98.340 +0.100 87,407 259,763 +11,975
Sep13 110526 97.985 98.090 97.950 98.085 +0.100 63,692 249,426 +9,663
Dec13 110526 97.720 97.825 97.685 97.820 +0.100 52,969 186,983 +1,842
Mar14 110526 97.485 97.595 97.455 97.590 +0.105 34,435 176,012 +2,476
Jun14 110526 97.245 97.360 97.220 97.355 +0.100 14,018 104,136 +1,401
Sep14 110526 97.030 97.130 96.995 97.125 +0.095 11,181 61,006 +1,511
Dec14 110526 96.805 96.905 96.765 96.895 +0.090 8,802 69,807 +1,325
Mar15 110526 96.605 96.710 96.570 96.700 +0.090 6,934 50,058 +1,539
Jun15 110526 4.645 4.760 4.625 4.755 +0.090 5,131 43,720 +1,276
Sep15 110526 4.480 4.575 4.445 4.570 +0.085 6,100 39,307 +1,001
Total Volume and Open Interest      
30 Day Federal Funds(CBOT)
May11 110526 99.905 99.908 99.905 99.908 unch 1,998 74,167 -461
Jun11 110526 99.895 99.905 99.895 99.900 unch 12,959 58,823 -1,107
Jul11 110526 99.895 99.900 99.895 99.895 unch 5,584 52,170 +243
Aug11 110526 99.880 99.885 99.880 99.880 unch 9,455 50,694 +168
Sep11 110526 99.860 99.870 99.860 99.865 +0.005 13,250 46,076 +2,904
Oct11 110526 99.850 99.855 99.845 99.850 unch 6,388 50,395 -1,267
Total Volume and Open Interest 93,204 714,235 +5,064
30 Day Fed Funds(e-CBOT)
3-Mth Euro-Yen(CME)
Jun11 110526 99.673 99.673 99.673 99.673 unch 0 750 +0
Sep11 110526 99.670 99.670 99.670 99.670 unch      
Dec11 110526 99.673 99.673 99.673 99.673 unch 0 75 +0
Mar12 110526 99.660 99.660 99.660 99.660 unch      
Jun12 110526 99.670 99.670 99.670 99.670 unch      
Sep12 110526 99.600 99.600 99.600 99.600 unch      
Dec12 110526 99.560 99.560 99.560 99.560 unch      
Mar13 110526 99.560 99.560 99.560 99.560 unch      
Jun13 110526 99.515 99.515 99.515 99.515 unch      
Sep13 110526 99.375 99.375 99.375 99.375 unch      
Total Volume and Open Interest 0 825 +0
3-Mth Euro-Yen(SGX)
Jun11 110526 99.67 99.67 99.67 99.67 unch 0 6,003 +0
Sep11 110526 99.67 99.67 99.67 99.67 unch 0 1,466 +0
Dec11 110526 99.67 99.67 99.67 99.67 unch 0 1,957 +0
Mar12 110526 99.66 99.66 99.66 99.66 unch 0 3,877 +0
Jun12 110526 99.67 99.67 99.67 99.67 unch 0 1,254 +0
Sep12 110526 99.60 99.60 99.60 99.60 unch 0 411 +0
Dec12 110526 99.56 99.56 99.56 99.56 unch 0 24 +0
Mar13 110526 99.56 99.56 99.56 99.56 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 110526 140.65 140.69 140.41 140.41 -0.24 56 109 +27
Dec11 110526 138.32 138.32 138.32 138.32 -0.24      
Total Volume and Open Interest 1,466 21,875 +251
Euro-Bund(EUREX)
Jun11 110526 124.80 125.59 124.74 125.51 +0.50 965,413 1,000,709 +26,045
Sep11 110526 124.56 125.33 124.49 125.25 +0.49 10,685 42,103 +7,105
Dec11 110526 124.31 124.31 124.31 124.31 +0.50      
Total Volume and Open Interest 976,098 1,042,812 +33,150
Euro-Bobl(EUREX)
Jun11 110524 116.55 116.60 116.39 116.41 +0.43 489,315 819,859 +24,400
Sep11 110526 116.04 116.45 115.93 116.42 +0.27 42,607 81,722 +16,908
Dec11 110526 116.47 116.47 116.47 116.47 +0.25 1,000 0 +0
Total Volume and Open Interest 640,594 909,568 +22,782
3-Mth Euribor(EUREX)
Jun11 110526 98.515 98.530 98.515 98.530 +0.010 313 4,902 -145
Sep11 110526 98.260 98.290 98.260 98.290 +0.015 150 2,093 -55
Dec11 110526 98.090 98.135 98.085 98.135 +0.025 220 1,174 +37
Total Volume and Open Interest 1,775 10,963 -174
Long Gilt(LIFFE)
Jun11 110428 118~22 119~08 118~20 119~05 +0~25 128,847 372,773 +43,077
Sep11 110526 119~17 120~05 118~23 120~01 +0~05 130,647 122,379 +75,405
Total Volume and Open Interest 382,429 368,879 +7,281
3-Mth Short Sterling(LIFFE)
Jun11 110526 99.16 99.17 99.16 99.17 unch 46,573 439,253 -6,951
Sep11 110526 99.08 99.09 99.07 99.09 unch 60,859 447,284 -4,626
Dec11 110526 98.96 98.98 98.95 98.97 unch 66,248 453,223 +2,093
Mar12 110526 98.82 98.85 98.81 98.83 -0.01 60,826 413,247 +1,471
Jun12 110526 98.64 98.68 98.62 98.65 -0.02 68,858 325,016 +1,572
Sep12 110526 98.42 98.47 98.41 98.45 -0.02 40,317 231,001 +2,547
Total Volume and Open Interest 455,947 2,855,125 +4,983
3-Mth Euribor(LIFFE)
Jun11 110526 98.520 98.535 98.510 98.530 +0.010 145,154 663,069 -20,429
Sep11 110526 98.265 98.300 98.255 98.290 +0.015 169,100 580,976 +278
Dec11 110526 98.095 98.145 98.075 98.135 +0.025 113,328 568,410 -20,639
Total Volume and Open Interest 883,524 3,597,833 -10,547
3-Mth Aus T-Bills(SFE)
Jun11 110526 94.99 95.01 94.97 94.99 -0.01 17,153 139,150 -8,658
Sep11 110526 94.95 94.95 94.89 94.91 -0.04 26,791 231,743 -1,268
Dec11 110526 94.89 94.89 94.83 94.86 -0.03 20,053 149,281 +1,556
Mar12 110526 94.84 94.84 94.78 94.80 -0.04 6,906 86,282 +1,526
Jun12 110526 94.79 94.79 94.74 94.75 -0.04 3,768 54,841 +1,104
Sep12 110526 94.73 94.74 94.68 94.70 -0.04 1,487 52,272 -260
Dec12 110526 94.69 94.71 94.64 94.66 -0.04 1,971 27,412 -613
Mar13 110526 94.66 94.68 94.61 94.63 -0.05 1,404 20,996 +1,297
Jun13 110526 94.62 94.63 94.60 94.60 -0.05 563 2,387 +418
Sep13 110526 94.60 94.60 94.55 94.55 -0.05 122 1,244 +102
Total Volume and Open Interest 80,232 766,473 -4,785
10-Year Aus T-Bonds(SFE)
Jun11 110526 94.74 94.75 94.71 94.72 -0.03 65,191 428,333 +17,982
Sep11 110526 94.72 94.72 94.72 94.72 -0.03      
Total Volume and Open Interest 65,191 428,333 +17,982
3-Year Aus T-Bonds(SFE)
Jun11 110526 95.08 95.10 95.02 95.04 -0.05 161,144 733,529 -2,496
Sep11 110526 95.04 95.04 95.04 95.04 -0.05      
Total Volume and Open Interest 161,144 733,529 -2,496
Gold(CMX)
Jun11 110526 1526.0 1531.1 1514.6 1522.8 -3.9 234,391 149,020 -52,579
Aug11 110526 1526.8 1532.1 1515.6 1523.7 -4.1 114,878 222,345 +56,611
Oct11 110526 1532.5 1533.2 1517.5 1525.0 -4.1 5,476 9,763 +1,687
Dec11 110526 1529.8 1534.2 1518.1 1526.3 -4.1 7,310 67,954 +2,920
Feb12 110526 1535.0 1535.3 1520.0 1527.6 -4.1 1,862 8,106 +966
Apr12 110526 1533.3 1533.3 1525.3 1528.9 -4.1 39 5,343 +32
Jun12 110526 1527.4 1530.3 1524.4 1530.3 -4.2 231 12,319 +213
Aug12 110526 1532.3 1532.3 1532.3 1532.3 -4.2 125 4,188 +118
Oct12 110526 1534.4 1534.4 1534.4 1534.4 -4.3 125 3,564 +75
Dec12 110526 1537.1 1537.4 1536.1 1537.4 -4.3 175 12,223 -77
Feb13 110526 1540.6 1540.6 1540.6 1540.6 -4.4 0 255 +0
Total Volume and Open Interest 365,466 531,180 +10,131
Silver(CMX)
May11 110526 3819.0 3882.5 3693.0 3732.6 -31.4 104 191 -13
Jul11 110526 3792.0 3884.5 3626.5 3733.0 -31.2 78,124 61,299 -1,124
Sep11 110526 3777.5 3882.5 3640.5 3735.1 -31.2 4,259 10,439 +810
Dec11 110526 3775.0 3879.5 3638.0 3737.1 -31.3 3,021 24,120 +204
Mar12 110526 3763.0 3763.0 3710.0 3733.7 -31.5 66 3,616 +46
May12 110526 3776.0 3819.0 3730.0 3730.2 -31.6 27 1,021 +4
Jul12 110526 3812.0 3870.0 3698.5 3727.5 -31.7 206 1,799 +95
Total Volume and Open Interest 86,928 121,395 +38
Platinum(NYMEX)
Jul11 110526 1786.5 1790.0 1766.1 1778.1 -1.7 4,349 32,510 -147
Oct11 110526 1789.0 1792.1 1775.8 1781.4 -1.7 84 2,328 +48
Jan12 110526 1783.7 1783.7 1783.7 1783.7 -1.7 1 88 +0
Apr12 110526 1785.7 1785.7 1785.7 1785.7 -1.7 0 26 +0
Total Volume and Open Interest 4,438 34,956 -100
Palladium(NYMEX)
Jun11 110526 748.30 757.45 743.50 757.20 +9.85 7,247 7,009 -2,958
Sep11 110526 752.00 759.95 745.30 759.15 +9.95 4,277 12,607 +3,274
Dec11 110526 754.05 760.50 749.85 760.50 +9.90 18 496 +16
Total Volume and Open Interest 11,550 20,122 +335
Copper(CMX)
May11 110526 411.75 411.85 409.60 410.70 +0.50 462 495 -197
Jul11 110526 410.25 413.70 407.15 411.10 +0.40 33,378 62,139 -4,573
Sep11 110526 412.25 415.45 409.05 412.90 +0.50 9,262 31,321 +4,500
Dec11 110526 413.60 416.30 411.95 414.60 +0.55 758 14,683 +184
Mar12 110526 416.60 416.60 414.85 415.45 +0.70 11 4,882 +3
Total Volume and Open Interest 45,573 120,829 -329
DJIA Index(CBOT)
Jun11 110526 12355 12425 12300 12409 +58 178 24,413 -30
Sep11 110526 12339 12339 12282 12339 +57 13 21 +1
Dec11 110526 12268 12268 12211 12268 +57 0 7 +0
Mar12 110526 12208 12208 12151 12208 +57      
Total Volume and Open Interest 191 24,441 -29
S & P 500(CME)
Jun11 110526 1316.70 1327.30 1312.70 1326.50 +9.90 17,297 320,592 +3,247
Sep11 110526 1310.00 1321.20 1308.20 1321.10 +9.90 815 8,391 +595
Dec11 110526 1315.50 1315.70 1302.70 1315.50 +9.80 450 6,545 +415
Mar12 110526 1310.50 1310.70 1297.70 1310.50 +9.80      
Total Volume and Open Interest 18,562 335,533 +4,257
S & P 500 E-Mini(Globex)
Jun11 110520 1341.50 1344.00 1327.00 1327.75 -13.75      
Sep11 110526 1311.00 1322.00 1307.00 1321.00 +9.75 2,560 37,733 +1,253
Total Volume and Open Interest 1,863,191 2,803,618 +10,137
NASDAQ 100(CME)
Jun11 110526 2309.50 2331.50 2303.00 2325.30 +15.80 838 18,522 -487
Sep11 110526 2321.50 2321.50 2318.00 2321.50 +15.70 0 111 +0
Dec11 110526 2305.00 2318.00 2305.00 2318.00 +15.70 0 1 +0
Total Volume and Open Interest 838 18,634 -487
NASDAQ 100 E-Mini(Globex)
Jun11 110526 2309.80 2331.00 2302.00 2325.30 +15.80 244,139 343,278 -2,606
Sep11 110526 2305.50 2326.30 2299.30 2321.50 +15.70 220 1,446 -25
Total Volume and Open Interest 244,360 344,740 -2,630
S & P Midcap 400(CME)
Jun11 110526 985.00 986.00 971.00 985.80 +13.20 185 1,729 +131
Sep11 110526 983.30 983.30 983.10 983.30 +13.20      
Dec11 110526 981.70 981.70 981.50 981.70 +13.20      
Total Volume and Open Interest 185 1,729 +131
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Jun11 110526 9500 9575 9485 9555 +20      
Sep11 110526 9580 9585 9515 9585 +70 43 87 +8
Total Volume and Open Interest 8,403 46,675 -1,045
Nikkei 225(SGX)
Jun11 110526 9440 9570 9425 9550 +130 92,789 239,665 +761
Sep11 110526 9435 9555 9425 9555 +130 2,433 3,788 +2,333
Dec11 110526 9495 9495 9495 9495 +135 0 6,659 +0
Total Volume and Open Interest 95,450 254,972 +3,298
CAC 40(EURONEXT)
Jun11 110526 3913.0 3932.5 3880.0 3895.5 -8.5 104,495 370,717 -11,651
Jul11 110526 3913.5 3919.0 3882.0 3893.5 -8.0 28 58 +5
Aug11 110526 3895.0 3895.0 3895.0 3895.0 -7.5      
Total Volume and Open Interest 104,524 370,778 -11,646
Hang Seng Index(HKFE)
May11 110526 22845 22988 22808 22866 +122 67,158 78,496 -3,727
Jun11 110526 22715 22831 22658 22715 +125 10,283 20,373 +6,920
Total Volume and Open Interest 78,545 102,326 +3,599
DAX(EUREX)
Jun11 110526 7200.5 7221.5 7091.0 7118.5 -62.0 141,285 178,701 -6,743
Sep11 110526 7232.0 7241.0 7117.0 7140.5 -62.5 1,757 8,873 +867
Dec11 110526 7264.5 7264.5 7150.0 7170.0 -63.0 128 1,428 -8
Total Volume and Open Interest 143,170 189,002 -5,884
FT-SE 100(EURONEXT)
Jun11 110526 5890.00 5913.50 5851.50 5873.50 +16.00 106,864 614,109 -4,980
Sep11 110526 5826.50 5870.00 5826.50 5838.00 +16.00 265 4,818 -74
Dec11 110526 5815.00 5815.00 5815.00 5815.00 +16.00 3 275 +1
Total Volume and Open Interest 107,132 619,297 -5,053
SPI 200(SFE)
Jun11 110526 4597.0 4670.0 4597.0 4669.0 +80.0 43,636 191,062 +8,953
Sep11 110526 4597.0 4656.0 4597.0 4656.0 +80.0 48 3,836 +23
Dec11 110526 4673.0 4673.0 4673.0 4673.0 +75.0 266 2,736 +113
Total Volume and Open Interest 44,022 199,327 +9,139
GSCI(CME)
Jun11 110526 42.64 42.64 36.64 40.64 +0.50 145 10,671 +13
Jul11 110526 41.64 41.64 35.64 39.64 +0.25 2 0 +0
Aug11 110526 40.64 42.64 37.64 40.64 -0.50      
Total Volume and Open Interest 147 10,671 +13
Reuters CCI(ICE)
Jun11 110526 344.00 344.00 344.00 344.00 -1.00      
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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