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Daily Futures Price Listing Fri May 27, 2011
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jul11 110527 1387.75 1394.25 1376.00 1379.75 -5.00 68,753 239,387 +1,606
Aug11 110527 1383.50 1390.00 1372.50 1375.75 -5.25 9,070 27,644 +719
Sep11 110527 1381.50 1383.50 1368.00 1372.00 -5.00 1,229 17,050 +55
Nov11 110527 1372.75 1380.50 1364.75 1368.50 -4.00 27,550 202,889 +878
Jan12 110527 1381.00 1386.75 1373.50 1377.50 -3.50 3,451 25,217 +794
Mar12 110527 1380.00 1386.25 1374.50 1378.00 -1.25 1,657 15,355 +296
May12 110527 1373.50 1377.75 1365.00 1367.00 -1.25 2,451 15,733 +1,137
Total Volume and Open Interest 116,201 561,129 +6,171
Soybean Meal(CBOT)
Jul11 110527 359.50 361.40 353.60 355.60 -4.70 27,841 92,006 -1,663
Aug11 110527 361.00 361.70 354.60 356.60 -4.40 4,971 33,367 +474
Sep11 110527 359.00 360.20 353.50 355.50 -4.20 1,394 18,458 -73
Oct11 110527 354.00 354.00 348.60 350.80 -3.90 847 16,461 -103
Dec11 110527 353.20 355.50 349.40 351.60 -3.50 6,785 48,889 -283
Jan12 110527 354.40 354.40 351.50 353.00 -3.30 566 4,339 +48
Mar12 110527 356.90 356.90 351.70 353.80 -3.00 851 3,692 -15
May12 110527 351.10 353.40 348.80 350.50 -2.90 669 4,336 +211
Total Volume and Open Interest 44,156 226,183 -1,386
Soybean Oil(CBOT)
Jul11 110527 58.64 58.92 58.42 58.61 -0.09 44,152 145,377 +1,773
Aug11 110527 58.88 59.17 58.70 58.89 -0.09 4,343 34,837 +267
Sep11 110527 59.32 59.41 58.98 59.17 -0.11 3,334 23,294 +52
Oct11 110527 59.57 59.57 59.21 59.39 -0.10 838 15,025 -68
Dec11 110527 59.85 60.08 59.60 59.80 -0.10 13,228 82,443 +542
Jan12 110527 59.88 60.08 59.77 59.95 -0.10 472 8,154 +290
Mar12 110527 59.89 60.16 59.84 60.03 -0.07 428 4,709 +210
May12 110527 59.98 60.05 59.75 59.98 -0.07 302 4,404 +99
Total Volume and Open Interest 67,116 320,930 +3,164
Canola(WCE)
Jul11 110527 592.6 602.8 592.6 599.7 +7.6 12,327 75,750 -1,828
Nov11 110527 593.9 604.1 593.9 602.8 +9.2 6,946 78,572 -470
Jan12 110527 600.0 611.1 600.0 609.9 +10.0 592 8,100 +222
Mar12 110527 606.8 615.3 606.8 615.3 +11.8 173 1,451 +41
May12 110527 609.9 617.5 609.9 617.4 +11.4 87 651 +42
Total Volume and Open Interest 20,169 166,836 -1,969
Corn(CBOT)
Jul11 110527 747.50 759.00 740.75 758.50 +13.00 117,083 573,356 -818
Sep11 110527 720.00 728.25 712.75 728.25 +10.00 31,395 185,572 +5,829
Dec11 110527 677.25 684.25 670.50 684.00 +7.75 54,854 455,787 +2,452
Mar12 110527 687.25 695.00 682.00 695.00 +6.75 4,457 79,128 +355
May12 110527 694.00 701.75 689.50 701.75 +9.25 1,240 17,216 -32
Jul12 110527 701.00 707.50 697.00 707.50 +9.25 3,802 43,310 +1,067
Total Volume and Open Interest 219,999 1,417,063 +11,628
Wheat(CBOT)
Jul11 110527 817.25 827.00 803.50 819.75 +5.25 43,703 210,804 -1,984
Sep11 110527 865.75 875.25 852.50 868.25 +5.25 12,996 74,575 +2,101
Dec11 110527 909.00 920.25 899.00 909.25 +2.25 12,286 96,778 -949
Mar12 110527 941.00 949.75 931.75 936.75 -3.00 2,164 21,962 +265
May12 110527 947.75 953.00 943.50 943.50 -2.00 241 8,026 -14
Total Volume and Open Interest 75,294 461,084 +677
Wheat(KCBT)
Jul11 110527 945.00 955.75 935.50 943.00 +0.25 12,664 78,813 -1,149
Sep11 110527 966.75 974.50 954.75 961.50 -0.50 3,996 37,992 +888
Dec11 110527 986.50 996.00 977.75 984.00 -0.75 3,297 42,865 +668
Mar12 110527 1000.50 1009.50 993.00 997.50 -1.75 748 6,575 +263
May12 110527 999.75 1010.25 993.00 996.50 -1.75 67 839 +7
Total Volume and Open Interest 21,380 177,122 +981
Wheat(MGE)
Jul11 110527 1048.00 1072.50 1039.00 1056.25 +10.50 4,433 20,314 -354
Sep11 110527 1022.50 1040.75 1009.50 1018.75 -3.25 2,341 16,711 +605
Dec11 110527 1027.00 1041.25 1013.50 1019.25 -6.50 1,523 13,085 +341
Mar12 110527 1033.00 1045.50 1018.00 1021.75 -8.50 616 3,000 +305
May12 110527 1033.50 1044.50 1009.75 1015.75 -13.75 176 591 +34
Total Volume and Open Interest 9,524 57,365 +1,137
Oats(CBOT)
Jul11 110527 378.00 383.25 376.50 382.75 +4.75 1,462 7,873 -302
Sep11 110527 390.00 392.00 388.00 392.00 +5.00 999 1,326 +629
Dec11 110527 394.00 397.75 392.25 397.75 +4.75 125 3,619 +35
Mar12 110527 409.75 409.75 405.00 409.75 +4.75 0 23 +0
Total Volume and Open Interest 2,586 12,842 +362
Rough Rice(CBOT)
Jul11 110527 15.09 15.30 14.97 15.19 +0.05 1,038 14,663 -237
Sep11 110527 15.95 16.22 15.95 16.13 +0.05 521 5,268 +175
Nov11 110527 16.29 16.50 16.26 16.43 +0.05 169 1,881 +28
Jan12 110527 16.73 16.73 16.60 16.73 +0.06 1 255 +1
Total Volume and Open Interest 1,729 22,368 -33
Live Cattle(CME)
Jun11 110527 103.980 104.550 103.535 104.100 +0.065 17,435 52,198 -5,740
Aug11 110527 104.580 105.250 104.050 105.050 +0.470 23,975 136,364 +2,623
Oct11 110527 110.035 110.850 109.750 110.600 +0.300 10,123 75,577 -526
Dec11 110527 113.730 114.700 113.600 114.500 +0.500 5,865 50,525 +726
Feb12 110527 115.285 116.150 115.285 115.950 +0.200 1,771 13,745 +431
Apr12 110527 116.330 117.330 116.330 117.150 +0.365 734 6,995 +94
Total Volume and Open Interest 59,954 336,842 -2,374
Feeder Cattle(CME)
Aug11 110527 123.300 123.785 122.500 122.730 -0.305 3,148 21,788 -376
Sep11 110527 124.180 124.885 123.900 124.250 +0.100 532 5,169 +8
Oct11 110527 124.600 125.535 124.480 125.100 +0.200 1,019 4,340 -59
Nov11 110527 125.750 126.100 125.450 125.830 +0.230 235 1,688 +45
Jan12 110527 124.900 125.450 124.785 125.000 +0.100 19 525 +1
Mar12 110527 125.000 125.000 124.400 124.400 unch 12 48 +5
Apr12 110527 125.250 126.000 125.250 125.500 -0.250 0 6 +0
Total Volume and Open Interest 5,670 35,311 -718
Lean Hogs(CME)
Jun11 110527 87.300 89.200 87.300 88.930 +1.130 11,540 23,289 -1,656
Jul11 110527 87.150 89.100 87.135 88.600 +1.315 10,091 63,269 +516
Aug11 110527 88.700 90.400 88.430 90.230 +1.195 7,772 44,334 +1,179
Oct11 110527 83.330 84.535 83.100 84.250 +0.615 5,172 41,776 +600
Dec11 110527 81.150 82.480 80.930 82.350 +0.650 3,800 32,703 +260
Feb12 110527 82.700 84.200 82.635 84.200 +0.800 710 8,262 +36
Apr12 110527 83.885 85.050 83.885 85.000 +0.450 187 4,746 -51
May12 110527 88.500 89.100 88.500 89.100 +0.300 0 182 +0
Total Volume and Open Interest 39,307 220,974 +907
Class III Milk(CME)
May11 110527 16.49 16.57 16.49 16.55 +0.04 72 5,352 -19
Jun11 110527 18.43 18.60 18.41 18.48 +0.07 341 4,829 +73
Jul11 110527 19.08 19.23 19.05 19.12 +0.04 345 4,659 +99
Aug11 110527 18.98 19.13 18.92 18.96 -0.02 230 4,220 +52
Sep11 110527 18.77 18.90 18.70 18.78 +0.01 154 4,043 +73
Total Volume and Open Interest 1,348 35,544 +360
Cocoa(ICE)
Jul11 110527 3010 3040 2957 2969 -41 10,973 59,708 -1,564
Sep11 110527 3026 3051 2971 2981 -41 4,231 33,294 +1,601
Dec11 110527 3046 3062 3001 3007 -34 1,036 27,188 +313
Mar12 110527 3102 3103 3067 3067 -35 521 24,213 +89
May12 110527 3095 3096 3060 3066 -31 14 6,689 -6
Jul12 110527 3095 3095 3053 3061 -32 86 2,045 -5
Sep12 110527 3099 3105 3056 3056 -36 67 2,196 +31
Total Volume and Open Interest 16,945 158,724 +474
Coffee "C"(ICE)
Jul11 110527 266.90 270.30 262.35 263.70 -1.90 12,797 51,257 -2,518
Sep11 110527 269.90 273.20 266.20 266.80 -1.90 4,200 28,102 +928
Dec11 110527 273.90 276.90 269.50 270.75 -1.80 1,299 21,350 +279
Mar12 110527 275.50 279.05 272.45 272.90 -1.80 176 5,117 +65
May12 110527 276.40 280.00 273.60 273.90 -1.75 119 3,026 -43
Jul12 110527 274.25 275.90 272.15 272.15 -1.60 93 783 +55
Total Volume and Open Interest 18,769 111,430 -1,178
Orange Juice(ICE)
Jul11 110527 185.35 187.65 184.60 185.35 unch 1,337 27,167 +329
Sep11 110527 179.70 181.65 178.95 180.15 +0.55 526 5,023 -11
Nov11 110527 172.95 173.75 172.95 173.50 +0.55 510 1,990 +122
Jan12 110527 169.00 169.20 169.00 169.15 +0.15 11 292 +0
Mar12 110527 167.35 167.35 167.35 167.35 +0.65 0 128 +0
May12 110527 166.90 166.90 166.90 166.90 +1.65 25 80 +25
Total Volume and Open Interest 2,409 34,744 +465
Sugar #11(ICE)
Jul11 110527 22.85 23.16 22.69 22.99 +0.30 52,759 259,412 +555
Oct11 110527 22.60 22.90 22.47 22.86 +0.39 27,465 151,889 +6,266
Mar12 110527 22.70 23.05 22.67 23.02 +0.34 15,590 87,913 +1,006
May12 110527 22.38 22.64 22.34 22.63 +0.27 5,156 27,472 +1,073
Jul12 110527 22.23 22.49 22.18 22.47 +0.24 4,045 23,680 +1,677
Total Volume and Open Interest 108,768 596,242 +11,311
London Cocoa(LCE)
Jul11 110527 1853 1860 1805 1813 -36 6,336 74,237 +961
Sep11 110527 1875 1884 1828 1836 -37 3,835 33,667 +664
Dec11 110527 1911 1911 1855 1864 -36 2,204 32,193 +937
Mar12 110527 1936 1936 1881 1891 -35 511 36,197 +292
May12 110527 1935 1938 1897 1904 -35 27 9,956 -4
Jul12 110527 1933 1933 1912 1912 -34 0 4,295 +0
Sep12 110527 1915 1919 1914 1914 -40 15 3,257 +12
Total Volume and Open Interest 12,928 201,503 +2,862
London Sugar(LCE)
Aug11 110527 649.60 663.10 649.60 658.30 +8.30 7,513 26,887 +2,353
Oct11 110527 606.70 615.70 604.90 613.40 +11.30 2,535 10,050 +674
Dec11 110527 601.00 607.10 600.00 606.40 +11.20 275 4,354 +77
Mar12 110527 592.00 598.00 590.80 597.40 +9.50 280 2,668 +133
May12 110527 585.00 587.90 582.80 587.70 +8.00 132 1,437 +7
Total Volume and Open Interest 10,743 47,165 +3,244
Cotton(ICE)
Jul11 110527 151.05 154.50 151.03 152.67 +1.64 9,065 68,982 -1,238
Oct11 110527 141.70 141.86 141.70 141.86 +1.76 52 430 +17
Dec11 110527 127.50 130.00 127.41 129.50 +1.93 8,571 65,759 +1,921
Mar12 110527 119.00 120.90 119.00 120.47 +1.60 1,389 10,504 -47
May12 110527 114.40 115.50 114.31 115.17 +0.65 420 2,445 -19
Jul12 110527 111.50 112.75 111.00 112.59 -0.45 890 4,429 +455
Total Volume and Open Interest 20,542 154,764 +789
Lumber(CME)
Jul11 110527 243.0 247.3 236.6 238.7 -2.8 420 7,410 +114
Sep11 110527 263.9 268.0 256.5 261.5 +2.5 298 2,525 +130
Nov11 110527 264.6 267.0 260.0 262.5 +2.4 22 581 +12
Jan12 110527 278.0 278.0 278.0 278.0 -0.1 6 35 +5
Total Volume and Open Interest 747 10,554 +261
Crude Oil(NYM)
Jul11 110527 100.16 101.24 100.04 100.59 +0.36 354,880 394,471 -3,157
Aug11 110527 100.72 101.78 100.62 101.16 +0.34 61,461 92,443 -1,351
Sep11 110527 101.09 102.25 101.08 101.63 +0.31 42,183 98,248 +1,897
Oct11 110527 101.91 102.58 101.45 102.00 +0.30 12,502 46,954 -329
Nov11 110527 102.32 102.91 101.84 102.31 +0.31 10,539 36,866 +1,084
Dec11 110527 102.16 103.16 101.98 102.56 +0.32 54,197 188,035 -4,642
Jan12 110527 102.80 103.33 102.26 102.73 +0.33 5,295 40,876 +509
Feb12 110527 102.94 103.33 102.44 102.86 +0.35 2,564 21,879 -243
Mar12 110527 103.35 103.43 102.47 102.96 +0.37 4,911 28,338 -451
Apr12 110527 102.95 103.58 102.56 103.06 +0.40 1,376 16,248 +160
May12 110527 103.00 103.58 102.59 103.15 +0.42 1,195 16,894 -137
Jun12 110527 102.94 103.61 102.65 103.23 +0.44 10,641 78,408 -614
Jul12 110527 102.80 103.21 102.80 103.21 +0.44 3,112 23,619 +470
Aug12 110527 103.11 103.11 103.11 103.11 +0.44 966 15,166 +153
Sep12 110527 103.03 103.03 103.03 103.03 +0.43 585 13,751 -78
Oct12 110527 102.98 102.98 102.98 102.98 +0.43 372 8,592 +110
Total Volume and Open Interest 604,850 1,515,440 -6,626
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 110527 100.125 101.250 100.025 100.600 +0.375 11,868 2,620 +900
Aug11 110527 101.100 101.775 100.775 101.150 +0.325 345 614 +62
Sep11 110527 101.225 102.075 101.225 101.625 +0.300 56 220 +1
Oct11 110527 102.000 102.000 102.000 102.000 +0.300 6 46 -2
Nov11 110527 102.300 102.300 102.300 102.300 +0.300 1 20 +0
Dec11 110527 102.650 102.850 102.525 102.550 +0.300 21 339 -2
Jan12 110527 102.725 102.725 102.725 102.725 +0.325 5 8 +2
Feb12 110527 102.850 102.850 102.850 102.850 +0.350 0 7 +0
Total Volume and Open Interest 12,316 4,041 +185
Heating Oil(NYM)
Jun11 110527 298.45 299.92 297.10 299.05 +0.76 28,775 25,644 -8,033
Jul11 110527 299.34 300.98 298.13 300.14 +0.80 57,815 98,563 +2,983
Aug11 110527 301.04 302.32 299.61 301.53 +0.83 15,468 38,268 +2,523
Sep11 110527 302.68 303.90 301.41 303.26 +0.87 11,452 29,357 +1,106
Oct11 110527 304.27 305.05 303.35 304.86 +0.89 5,501 12,335 +76
Nov11 110527 306.07 306.57 305.90 306.46 +0.93 2,916 14,259 -96
Dec11 110527 307.71 308.63 306.08 308.04 +0.99 7,961 36,786 +477
Jan12 110527 309.84 309.87 309.19 309.60 +1.03 1,273 14,569 -283
Feb12 110527 309.62 309.90 309.58 309.90 +1.01 1,060 5,833 +21
Mar12 110527 308.56 309.00 308.46 309.00 +0.99 633 3,713 +104
Apr12 110527 306.22 306.82 306.22 306.82 +0.96 288 1,863 +35
May12 110527 304.25 304.87 304.25 304.87 +0.94 235 1,611 -22
Total Volume and Open Interest 134,531 309,837 -957
Gasoline(NYMEX)
Jun11 110527 305.50 310.05 304.49 309.20 +4.37 32,279 23,763 -8,899
Jul11 110527 300.74 303.75 300.00 303.13 +2.39 52,651 86,192 +1,826
Aug11 110527 298.52 300.00 296.72 299.65 +1.99 22,156 25,294 -1,777
Sep11 110527 296.00 296.62 293.75 296.50 +1.61 12,440 31,292 +1,279
Oct11 110527 283.26 283.43 280.74 283.34 +1.51 5,490 22,173 +253
Nov11 110527 280.00 280.36 279.00 280.36 +1.36 2,147 12,137 -57
Dec11 110527 277.95 279.10 277.00 279.01 +1.26 5,582 25,463 -359
Jan12 110527 278.30 279.33 277.70 279.33 +1.12 1,009 7,636 +356
Feb12 110527 280.85 280.85 280.85 280.85 +1.09 129 3,972 -16
Mar12 110527 282.50 282.50 282.50 282.50 +1.09 88 4,444 -9
Total Volume and Open Interest 135,320 261,686 -7,181
e-miNY RBOB Gasoline(NYM)
Jun11 110527 309.20 309.20 309.20 309.20 +4.40 0 1 +0
Jul11 110527 303.10 303.13 303.10 303.10 +2.40 0 2 +0
Aug11 110527 299.70 299.70 299.61 299.70 +2.00 0 1 +0
Sep11 110527 296.50 296.50 296.46 296.50 +1.60      
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 110527 4.374 4.563 4.365 4.518 +0.158 73,234 220,773 -478
Aug11 110527 4.429 4.600 4.408 4.557 +0.152 17,600 76,738 +2,366
Sep11 110527 4.461 4.615 4.431 4.577 +0.148 14,393 113,331 +3,275
Oct11 110527 4.470 4.651 4.470 4.614 +0.145 15,010 96,880 +225
Nov11 110527 4.655 4.787 4.621 4.759 +0.137 8,126 53,469 +718
Dec11 110527 4.859 4.995 4.840 4.971 +0.132 5,027 40,611 +743
Jan12 110527 4.964 5.106 4.954 5.083 +0.129 7,914 86,574 +92
Feb12 110527 4.957 5.089 4.957 5.072 +0.127 926 19,111 -46
Mar12 110527 4.900 5.021 4.880 5.006 +0.121 1,826 39,039 +266
Apr12 110527 4.758 4.875 4.751 4.857 +0.108 2,420 38,096 -171
May12 110527 4.805 4.887 4.770 4.872 +0.106 380 9,008 +23
Jun12 110527 4.893 4.920 4.807 4.907 +0.103 182 8,928 +60
Jul12 110527 4.874 4.960 4.854 4.950 +0.101 94 6,110 +19
Aug12 110527 4.955 4.991 4.883 4.976 +0.099 22 5,929 -27
Sep12 110527 4.979 5.000 4.966 4.986 +0.099 171 5,599 +50
Total Volume and Open Interest 216,650 912,038 -3,280
Brent Crude Oil(ICE)
Jul11 110527 114.94 115.68 114.40 115.03 -0.02 225,706 213,323 +1,421
Aug11 110527 114.58 115.30 114.09 114.72 +0.04 74,011 139,184 -6,586
Sep11 110527 114.14 114.88 113.68 114.33 +0.09 40,032 78,455 -550
Oct11 110527 114.06 114.49 113.33 113.98 +0.13 22,761 50,125 +5,540
Nov11 110527 113.75 114.19 113.05 113.69 +0.16 9,635 22,802 -839
Dec11 110527 113.48 113.90 112.78 113.40 +0.15 43,839 92,852 +1,604
Jan12 110527 113.37 113.48 113.07 113.16 +0.13 3,734 20,701 +561
Feb12 110527 112.88 113.31 112.70 112.91 +0.11 1,870 19,581 +123
Mar12 110527 112.62 113.13 112.11 112.66 +0.10 2,091 31,752 +136
Apr12 110527 112.35 112.39 112.30 112.39 +0.09 847 8,317 +15
May12 110527 112.12 112.12 112.12 112.12 +0.08 690 5,547 -152
Jun12 110527 112.12 112.30 111.23 111.86 +0.08 5,024 34,211 +138
Jul12 110527 111.57 111.57 111.57 111.57 +0.07 602 3,725 -297
Aug12 110527 111.28 111.28 111.28 111.28 +0.09 410 2,340 +28
Total Volume and Open Interest 448,197 846,701 +2,038
Gas Oil(ICE)
Jun11 110527 941.75 946.75 938.00 939.75 -2.00 62,377 111,412 -2,364
Jul11 110527 945.25 950.00 941.25 943.00 -2.00 88,904 109,921 +10,330
Aug11 110527 951.25 952.75 944.50 946.25 -2.00 36,131 56,320 +2,279
Sep11 110527 954.50 956.00 947.75 949.50 -1.75 10,431 51,202 +243
Oct11 110527 957.50 958.25 951.75 951.75 -1.75 6,620 29,379 -1,419
Nov11 110527 957.50 959.00 953.00 953.00 -1.50 2,057 22,864 +273
Dec11 110527 959.25 960.50 953.00 954.50 -1.50 20,027 58,203 -612
Jan12 110527 961.50 961.50 957.00 957.00 -1.50 1,182 24,292 +83
Feb12 110527 959.75 963.75 957.50 957.50 -1.50 941 7,032 -33
Mar12 110527 959.25 963.50 957.25 957.25 -1.50 1,137 6,670 +79
Total Volume and Open Interest 234,380 566,705 +9,324
Ethanol(CBOT)
May11 110504 2.620 2.628 2.595 2.621 +0.001 47 147 -144
Jun11 110527 2.635 2.664 2.635 2.660 +0.019 150 700 -92
Jul11 110527 2.643 2.669 2.643 2.662 +0.018 178 1,447 +49
Aug11 110527 2.633 2.665 2.633 2.661 +0.016 51 1,225 -5
Sep11 110527 2.602 2.626 2.602 2.624 +0.022 72 1,129 +42
Oct11 110527 2.488 2.522 2.488 2.518 +0.027 43 953 +5
Nov11 110527 2.435 2.446 2.435 2.445 +0.023 51 770 +29
Dec11 110527 2.432 2.435 2.430 2.432 +0.024 42 1,089 +14
Total Volume and Open Interest 679 8,593 +88
WTI Crude Oil(ICE
Jul11 110527 100.25 101.25 100.09 100.59 +0.36 96,845 101,639 +696
Aug11 110527 101.09 101.80 100.63 101.16 +0.34 25,020 40,513 -161
Sep11 110527 101.64 102.26 101.06 101.63 +0.31 15,381 37,605 +909
Oct11 110527 102.18 102.62 101.58 102.00 +0.30 4,989 18,086 +408
Nov11 110527 102.51 102.91 101.88 102.31 +0.31 3,723 15,503 +9
Dec11 110527 102.69 103.16 102.05 102.56 +0.32 18,914 80,626 -1,049
Jan12 110527 102.97 102.97 102.51 102.73 +0.33 1,263 11,717 +46
Feb12 110527 103.10 103.10 102.78 102.86 +0.35 515 3,678 +118
Mar12 110527 103.09 103.09 102.86 102.96 +0.37 1,202 12,000 +32
Apr12 110527 103.06 103.06 103.06 103.06 +0.40 331 3,949 +50
May12 110527 103.15 103.15 103.15 103.15 +0.42 238 2,307 +19
Jun12 110527 103.29 103.36 102.65 103.23 +0.44 1,998 25,652 -264
Jul12 110527 103.21 103.21 103.21 103.21 +0.44 130 1,841 -7
Aug12 110527 103.11 103.11 103.11 103.11 +0.44 22 909 +12
Sep12 110527 103.03 103.03 103.03 103.03 +0.43 108 4,297 +1
Oct12 110527 102.98 102.98 102.98 102.98 +0.43 5 511 +5
Total Volume and Open Interest 178,065 459,996 +1,364
US Dollar Index(ICE)
Jun11 110527 75.620 75.670 74.895 75.018 -0.615 31,553 59,064 -1,340
Sep11 110527 76.175 76.175 75.400 75.497 -0.630 277 1,434 +8
Dec11 110527 76.027 76.027 76.027 76.027 -0.630 0 2 +0
Total Volume and Open Interest 31,830 60,501 -1,332
Australian Dollar(CME)
Jun11 110527 106.15 106.99 105.88 106.89 +0.71 132,891 109,280 +34
Sep11 110527 104.77 105.63 104.65 105.55 +0.70 353 1,681 +41
Dec11 110527 104.31 104.31 103.63 104.31 +0.68 1 81 +1
Total Volume and Open Interest 133,245 111,044 +76
British Pound(CME)
Jun11 110527 163.88 165.08 163.77 164.87 +0.98 124,678 108,718 -604
Sep11 110527 163.71 164.77 163.58 164.66 +0.98 199 1,060 +102
Dec11 110527 163.21 164.44 163.21 164.44 +0.98 0 48 +0
Total Volume and Open Interest 124,877 109,834 -502
Canadian Dollar(CME)
Jun11 110527 102.18 102.49 102.02 102.35 +0.19 68,733 110,965 -97
Sep11 110527 101.87 102.22 101.79 102.10 +0.18 712 5,645 +232
Dec11 110527 101.78 101.95 101.67 101.86 +0.19 16 3,105 -3
Mar12 110527 101.60 101.60 101.38 101.59 +0.21 4 361 +4
Total Volume and Open Interest 69,465 120,381 +136
Japanese Yen(CME)
Jun11 110527 122.93 123.93 122.91 123.75 +0.77 95,866 93,885 -1,668
Sep11 110527 123.08 123.90 123.04 123.81 +0.77 725 3,616 +134
Dec11 110527 123.63 123.91 123.14 123.91 +0.77 3 220 +0
Total Volume and Open Interest 96,594 97,730 -1,534
Swiss Franc(CME)
Jun11 110527 115.57 117.49 115.45 117.21 +1.75 50,255 66,310 +0
Sep11 110527 115.65 117.55 115.54 117.30 +1.76 485 618 +170
Dec11 110527 117.38 117.38 115.62 117.38 +1.76 0 16 +0
Total Volume and Open Interest 50,740 66,946 +170
EuroFX(CME)
Jun11 110527 141.31 143.00 141.22 142.68 +1.31 377,507 254,528 +1,419
Sep11 110527 140.89 142.62 140.86 142.31 +1.32 4,547 6,347 +1,346
Dec11 110527 142.27 142.27 140.61 141.94 +1.33 14 170 +0
Total Volume and Open Interest 382,070 261,428 +2,765
Mexican Peso(CME)
Jun11 110527 855.0 860.8 854.8 859.8 +4.0 22,886 147,014 +40
Jul11 110527 858.5 858.5 854.5 858.5 +4.0      
Total Volume and Open Interest 23,006 147,501 +91
30-Year T-Bonds(CBOT)
Jun11 110520 124~280 124~280 124~160 124~270 +0~070      
Sep11 110527 124~200 124~250 124~040 124~190 -0~020 314,288 359,289 +171,288
Dec11 110527 123~030 123~100 123~030 123~040 -0~020 0 5 +0
Total Volume and Open Interest 937,899 755,760 -18,943
10-Year T-Notes(CBOT)
Jun11 110527 123~250 123~315 123~170 123~275 +0~035 1,728,277 1,165,766 -319,314
Sep11 110527 122~130 122~190 122~050 122~150 +0~025 769,898 830,670 +372,407
Dec11 110527 121~150 121~150 121~125 121~150 +0~025 1 9 -1
Total Volume and Open Interest 2,498,176 1,996,445 +53,092
5-Year T-Notes(CBOT)
Jun11 110520 119~063 119~063 119~062 119~062 +0~015      
Sep11 110527 118~123 119~015 118~101 119~001 +0~005 553,282 747,543 +320,607
Dec11 110527 118~025 118~025 118~020 118~025 +0~005      
Total Volume and Open Interest 1,697,280 1,529,461 +13,600
2 Year T-Notes(CBOT)
Jun11 110527 109~115 109~123 109~111 109~117 +0~001 689,006 610,448 -239,857
Sep11 110527 109~070 109~078 109~064 109~071 unch 488,783 520,539 +267,092
Dec11 110527 109~009 109~009 109~009 109~009 unch 0 20 +0
Total Volume and Open Interest 1,177,789 1,131,007 +27,235
Eurodollars(CME)
Jun11 110527 99.730 99.740 99.728 99.730 unch 156,904 929,538 +6,213
Sep11 110527 99.660 99.670 99.655 99.665 +0.010 206,150 1,320,548 +15,201
Dec11 110527 99.595 99.610 99.585 99.600 +0.010 180,987 1,569,745 +10,568
Mar12 110527 99.500 99.530 99.490 99.510 +0.010 207,440 1,678,027 -6,604
Jun12 110527 99.335 99.370 99.315 99.345 +0.010 231,994 1,488,464 +7,548
Sep12 110527 99.100 99.140 99.070 99.115 +0.015 175,021 800,336 +4,739
Dec12 110527 98.830 98.880 98.795 98.855 +0.020 140,547 581,347 -1,783
Mar13 110527 98.580 98.635 98.545 98.610 +0.020 151,371 400,203 -6,760
Jun13 110527 98.330 98.375 98.290 98.355 +0.015 96,069 260,557 +794
Sep13 110527 98.075 98.120 98.040 98.100 +0.015 60,504 251,632 +2,206
Dec13 110527 97.815 97.850 97.775 97.830 +0.010 41,426 186,368 -615
Mar14 110527 97.580 97.615 97.540 97.590 unch 34,409 177,725 +1,713
Jun14 110527 97.360 97.385 97.310 97.350 -0.005 16,986 107,033 +2,897
Sep14 110527 97.130 97.155 97.085 97.115 -0.010 9,626 61,882 +876
Dec14 110527 96.895 96.925 96.850 96.880 -0.015 8,005 69,993 +186
Mar15 110527 96.705 96.730 96.655 96.680 -0.020 7,268 50,007 -51
Jun15 110527 4.760 4.780 4.710 4.730 -0.025 5,909 44,188 +468
Sep15 110527 4.570 4.600 4.525 4.540 -0.030 6,615 39,715 +408
Total Volume and Open Interest      
30 Day Federal Funds(CBOT)
May11 110527 99.905 99.908 99.905 99.908 unch 1,183 74,048 -119
Jun11 110527 99.900 99.905 99.895 99.900 unch 6,032 58,199 -624
Jul11 110527 99.895 99.900 99.895 99.895 unch 4,955 53,258 +1,088
Aug11 110527 99.880 99.885 99.880 99.880 unch 5,538 49,420 -1,274
Sep11 110527 99.865 99.870 99.860 99.865 unch 5,626 44,743 -1,333
Oct11 110527 99.855 99.860 99.850 99.855 +0.005 6,497 51,931 +1,536
Total Volume and Open Interest 67,957 716,839 +2,604
30 Day Fed Funds(e-CBOT)
3-Mth Euro-Yen(CME)
Jun11 110527 99.673 99.673 99.673 99.673 unch 0 750 +0
Sep11 110527 99.670 99.670 99.670 99.670 unch      
Dec11 110527 99.673 99.673 99.673 99.673 unch 0 75 +0
Mar12 110527 99.660 99.660 99.660 99.660 unch      
Jun12 110527 99.670 99.670 99.670 99.670 unch      
Sep12 110527 99.600 99.600 99.600 99.600 unch      
Dec12 110527 99.560 99.560 99.560 99.560 unch      
Mar13 110527 99.560 99.560 99.560 99.560 unch      
Jun13 110527 99.515 99.515 99.515 99.515 unch      
Sep13 110527 99.375 99.375 99.375 99.375 unch      
Total Volume and Open Interest 0 825 +0
3-Mth Euro-Yen(SGX)
Jun11 110527 99.67 99.67 99.67 99.67 unch 0 6,003 +0
Sep11 110527 99.67 99.67 99.67 99.67 unch 0 1,466 +0
Dec11 110527 99.67 99.67 99.67 99.67 unch 0 1,957 +0
Mar12 110527 99.66 99.66 99.66 99.66 unch 0 3,877 +0
Jun12 110527 99.67 99.67 99.67 99.67 unch 0 1,254 +0
Sep12 110527 99.60 99.60 99.60 99.60 unch 0 411 +0
Dec12 110527 99.56 99.56 99.56 99.56 unch 0 24 +0
Mar13 110527 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 110527 140.43 140.79 140.38 140.71 +0.30 167 134 +25
Dec11 110527 138.62 138.62 138.62 138.62 +0.30      
Total Volume and Open Interest 2,671 22,072 +197
Euro-Bund(EUREX)
Jun11 110527 125.59 125.79 125.33 125.64 +0.13 1,118,620 1,000,784 +75
Sep11 110527 125.35 125.51 125.06 125.37 +0.12 8,340 43,902 +1,799
Dec11 110527 124.44 124.44 124.44 124.44 +0.13      
Total Volume and Open Interest 1,126,960 1,044,686 +1,874
Euro-Bobl(EUREX)
Jun11 110524 116.55 116.60 116.39 116.41 +0.43 489,315 819,859 +24,400
Sep11 110527 116.49 116.65 116.35 116.59 +0.17 24,985 84,285 +2,563
Dec11 110527 116.61 116.61 116.61 116.61 +0.14      
Total Volume and Open Interest 754,336 899,186 -10,382
3-Mth Euribor(EUREX)
Jun11 110527 98.535 98.550 98.530 98.530 unch 324 4,818 -84
Sep11 110527 98.300 98.325 98.285 98.310 +0.020 119 2,121 +28
Dec11 110527 98.145 98.165 98.145 98.160 +0.025 22 1,172 -2
Total Volume and Open Interest 615 10,935 -28
Long Gilt(LIFFE)
Jun11 110428 118~22 119~08 118~20 119~05 +0~25 128,847 372,773 +43,077
Sep11 110527 119~30 120~08 119~24 120~05 +0~04 218,833 263,105 +140,726
Total Volume and Open Interest 524,070 383,496 +14,617
3-Mth Short Sterling(LIFFE)
Jun11 110527 99.16 99.17 99.16 99.16 -0.01 9,988 439,152 -101
Sep11 110527 99.09 99.10 99.07 99.09 unch 27,294 441,330 -5,954
Dec11 110527 98.95 98.98 98.95 98.97 unch 44,746 450,621 -2,602
Mar12 110527 98.82 98.83 98.80 98.83 unch 54,560 418,402 +5,155
Jun12 110527 98.63 98.65 98.61 98.64 -0.01 56,982 323,750 -1,266
Sep12 110527 98.43 98.45 98.40 98.44 -0.01 47,949 237,796 +6,795
Total Volume and Open Interest 339,171 2,870,657 +15,532
3-Mth Euribor(LIFFE)
Jun11 110527 98.535 98.550 98.520 98.530 unch 134,037 668,628 +5,559
Sep11 110527 98.295 98.330 98.280 98.310 +0.020 209,597 603,737 +22,761
Dec11 110527 98.145 98.200 98.115 98.160 +0.025 205,439 551,463 -16,947
Total Volume and Open Interest 1,185,818 3,618,598 +20,765
3-Mth Aus T-Bills(SFE)
Jun11 110527 94.98 95.00 94.98 94.99 unch 26,903 140,973 +1,823
Sep11 110527 94.91 94.95 94.91 94.93 +0.02 42,467 240,348 +8,605
Dec11 110527 94.85 94.90 94.84 94.88 +0.02 35,270 163,077 +13,796
Mar12 110527 94.80 94.84 94.78 94.83 +0.03 7,293 87,000 +718
Jun12 110527 94.74 94.80 94.74 94.78 +0.03 2,404 54,714 -127
Sep12 110527 94.71 94.75 94.71 94.73 +0.03 1,240 52,288 +16
Dec12 110527 94.67 94.71 94.67 94.70 +0.04 3,016 27,328 -84
Mar13 110527 94.63 94.68 94.63 94.67 +0.04 812 21,292 +296
Jun13 110527 94.60 94.62 94.60 94.62 +0.02 221 2,400 +13
Sep13 110527 94.55 94.59 94.55 94.59 +0.04 96 1,340 +96
Total Volume and Open Interest 119,813 791,652 +25,179
10-Year Aus T-Bonds(SFE)
Jun11 110527 94.72 94.79 94.71 94.78 +0.06 42,032 425,207 -3,126
Sep11 110527 94.76 94.76 94.76 94.76 +0.04      
Total Volume and Open Interest 42,032 425,207 -3,126
3-Year Aus T-Bonds(SFE)
Jun11 110527 95.02 95.10 95.02 95.08 +0.04 175,815 740,118 +6,589
Sep11 110527 95.08 95.08 95.08 95.08 +0.04      
Total Volume and Open Interest 175,815 740,118 +6,589
Gold(CMX)
Jun11 110527 1519.4 1538.5 1518.4 1536.3 +13.5 194,947 94,016 -55,004
Aug11 110527 1520.2 1539.5 1520.0 1537.3 +13.6 100,534 258,706 +36,361
Oct11 110527 1523.7 1540.4 1523.7 1538.6 +13.6 989 9,815 +52
Dec11 110527 1524.0 1542.0 1524.0 1539.9 +13.6 5,204 66,604 -1,350
Feb12 110527 1533.0 1542.7 1533.0 1541.2 +13.6 1,396 8,602 +496
Apr12 110527 1527.4 1543.1 1527.4 1542.5 +13.6 32 5,342 -1
Jun12 110527 1537.5 1545.6 1537.5 1543.9 +13.6 158 12,447 +128
Aug12 110527 1545.9 1545.9 1545.9 1545.9 +13.6 327 4,515 +327
Oct12 110527 1548.1 1548.1 1548.1 1548.1 +13.7 60 3,624 +60
Dec12 110527 1548.0 1552.5 1548.0 1551.0 +13.6 32 12,248 +25
Feb13 110527 1554.2 1554.2 1554.2 1554.2 +13.6 0 255 +0
Apr13 110527 1558.0 1558.0 1558.0 1558.0        
Silver(CMX)
May11 110526 3819.0 3882.5 3693.0 3732.6 -31.4 104 191 -13
Jul11 110527 3725.0 3819.5 3720.0 3786.3 +53.3 79,189 63,093 +1,794
Sep11 110527 3727.0 3818.0 3727.0 3788.4 +53.3 2,691 10,852 +413
Dec11 110527 3756.0 3822.0 3754.5 3790.4 +53.3 4,232 23,403 -717
Mar12 110527 3789.5 3796.5 3771.0 3787.1 +53.4 72 3,642 +26
May12 110527 3749.5 3783.6 3749.5 3783.6 +53.4 221 1,148 +127
Jul12 110527 3774.5 3795.0 3743.0 3780.9 +53.4 68 1,797 -2
Total Volume and Open Interest 87,458 122,962 +1,567
Platinum(NYMEX)
Jul11 110527 1771.8 1805.1 1771.0 1800.0 +21.9 3,968 31,985 -525
Oct11 110527 1790.0 1805.5 1785.3 1803.3 +21.9 42 2,359 +31
Jan12 110527 1805.6 1805.6 1803.8 1805.6 +21.9 0 88 +0
Apr12 110527 1807.6 1807.6 1805.8 1807.6 +21.9 0 26 +0
Total Volume and Open Interest 4,010 34,462 -494
Palladium(NYMEX)
Jun11 110527 753.50 761.25 751.55 759.90 +2.70 4,786 5,214 -1,795
Sep11 110527 755.00 763.45 752.75 761.90 +2.75 2,970 14,247 +1,640
Dec11 110527 758.80 763.20 758.80 763.20 +2.70 8 498 +2
Total Volume and Open Interest 7,768 19,971 -151
Copper(CMX)
May11 110526 411.75 411.85 409.60 410.70 +0.50 462 495 -197
Jul11 110527 412.15 419.35 410.45 418.60 +7.50 37,666 60,873 -1,266
Sep11 110527 413.95 421.00 412.30 420.40 +7.50 7,042 33,738 +2,417
Dec11 110527 416.60 422.50 415.70 422.10 +7.50 1,326 14,696 +13
Mar12 110527 415.95 422.95 415.95 422.95 +7.50 352 5,089 +207
Total Volume and Open Interest 47,548 122,357 +1,528
DJIA Index(CBOT)
Jun11 110527 12399 12465 12393 12428 +19 247 24,388 -25
Sep11 110527 12359 12359 12339 12359 +20 2 21 +0
Dec11 110527 12288 12288 12268 12288 +20 0 7 +0
Mar12 110527 12228 12228 12208 12228 +20      
Total Volume and Open Interest 249 24,416 -25
S & P 500(CME)
Jun11 110527 1326.50 1333.50 1324.50 1329.90 +3.40 14,161 318,042 -2,550
Sep11 110527 1322.70 1327.10 1322.10 1324.50 +3.40 569 8,900 +509
Dec11 110527 1318.90 1321.50 1318.50 1318.90 +3.40 90 6,625 +80
Mar12 110527 1313.90 1316.50 1313.50 1313.90 +3.40      
Total Volume and Open Interest 14,820 333,572 -1,961
S & P 500 E-Mini(Globex)
Jun11 110520 1341.50 1344.00 1327.00 1327.75 -13.75      
Sep11 110527 1321.25 1328.00 1319.50 1324.50 +3.50 5,129 40,257 +2,524
Total Volume and Open Interest 2,105,851 2,825,496 +21,878
NASDAQ 100(CME)
Jun11 110527 2326.80 2339.00 2322.80 2332.50 +7.20 488 18,526 +4
Sep11 110527 2328.80 2331.50 2328.80 2328.80 +7.30 0 111 +0
Dec11 110527 2325.30 2327.00 2325.30 2325.30 +7.30 4 4 +3
Total Volume and Open Interest 492 18,641 +7
NASDAQ 100 E-Mini(Globex)
Jun11 110527 2326.50 2338.50 2322.30 2332.50 +7.20 261,109 343,548 +270
Sep11 110527 2322.00 2334.50 2319.00 2328.80 +7.30 328 1,478 +32
Total Volume and Open Interest 261,438 345,041 +301
S & P Midcap 400(CME)
Jun11 110527 989.50 994.00 989.00 989.30 +3.50 9 1,722 -7
Sep11 110527 986.70 987.30 986.70 986.70 +3.40      
Dec11 110527 985.10 985.70 985.10 985.10 +3.40      
Total Volume and Open Interest 9 1,722 -7
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Jun11 110527 9555 9590 9485 9490 -65 8,371 47,112 +47,112
Sep11 110527 9550 9585 9515 9515 -70 7 82 -5
Total Volume and Open Interest 8,378 47,194 +519
Nikkei 225(SGX)
Jun11 110527 9560 9595 9490 9530 -20 78,024 240,454 +789
Sep11 110527 9555 9585 9505 9535 -20 250 4,000 +212
Dec11 110527 9470 9470 9470 9470 -25 0 6,659 +0
Total Volume and Open Interest 78,400 256,026 +1,054
CAC 40(EURONEXT)
Jun11 110527 3937.0 3958.0 3912.5 3926.5 +31.0 108,837 364,811 -5,906
Jul11 110527 3935.0 3952.0 3919.0 3924.5 +31.0 77 79 +21
Aug11 110527 3926.0 3926.0 3926.0 3926.0 +31.0      
Total Volume and Open Interest 108,914 364,894 -5,884
Hang Seng Index(HKFE)
May11 110527 22920 23182 22882 23139 +273 97,752 67,810 -10,686
Jun11 110527 22765 23035 22731 23005 +290 26,703 38,036 +17,663
Total Volume and Open Interest 125,373 109,498 +7,172
DAX(EUREX)
Jun11 110527 7190.0 7211.0 7117.5 7169.0 +50.5 145,511 178,331 -370
Sep11 110527 7212.0 7232.0 7142.5 7191.5 +51.0 2,486 10,336 +1,463
Dec11 110527 7229.0 7229.5 7173.0 7221.0 +51.0 75 1,450 +22
Total Volume and Open Interest 148,072 190,117 +1,115
FT-SE 100(EURONEXT)
Jun11 110527 5899.00 5938.00 5897.00 5927.50 +54.00 102,033 619,760 +5,651
Sep11 110527 5872.00 5899.50 5870.00 5892.00 +54.00 113 7,482 +2,664
Dec11 110527 5868.50 5868.50 5868.50 5868.50 +53.50 10 285 +10
Total Volume and Open Interest 102,156 627,622 +8,325
SPI 200(SFE)
Jun11 110527 4672.0 4694.0 4645.0 4690.0 +21.0 35,123 186,862 -4,200
Sep11 110527 4672.0 4675.0 4672.0 4675.0 +19.0 281 4,036 +200
Dec11 110527 4692.0 4692.0 4692.0 4692.0 +19.0 400 2,847 +111
Total Volume and Open Interest 35,804 195,438 -3,889
GSCI(CME)
Jun11 110527 42.64 43.64 42.64 43.64 +3.00 95 10,686 +15
Jul11 110527 42.64 42.64 42.64 42.64 +3.00 2 0 +0
Aug11 110527 43.89 43.89 43.89 43.89 +3.25      
Total Volume and Open Interest 97 10,686 +15
Reuters CCI(ICE)
Jun11 110527 346.60 346.60 346.60 346.60 +2.60      
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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