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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 Tue May 31, 2011
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jul11 110531 1371.50 1391.25 1366.50 1376.00 -3.75 91,456 242,846 +3,459
Aug11 110531 1369.50 1386.00 1363.00 1372.00 -3.75 14,421 29,474 +1,830
Sep11 110531 1362.25 1381.50 1362.25 1367.25 -4.75 2,986 17,907 +857
Nov11 110531 1360.25 1377.75 1354.75 1363.50 -5.00 39,575 203,235 +346
Jan12 110531 1367.75 1386.00 1364.00 1373.00 -4.50 6,479 27,536 +2,319
Mar12 110531 1375.25 1385.75 1368.50 1373.00 -5.00 3,528 16,603 +1,248
May12 110531 1367.25 1378.00 1357.25 1362.50 -4.50 4,738 17,567 +1,834
Total Volume and Open Interest 165,192 573,558 +12,429
Soybean Meal(CBOT)
Jul11 110531 353.00 359.00 351.50 355.30 -0.30 32,686 92,962 +956
Aug11 110531 354.10 359.80 352.60 356.20 -0.40 7,786 34,208 +841
Sep11 110531 353.00 358.10 352.00 354.90 -0.60 2,218 18,499 +41
Oct11 110531 346.90 353.10 346.90 349.90 -0.90 1,236 16,468 +7
Dec11 110531 350.40 354.10 347.20 351.20 -0.40 8,420 48,535 -354
Jan12 110531 354.40 355.20 350.40 352.50 -0.50 718 4,496 +157
Mar12 110531 353.10 355.90 350.90 353.20 -0.60 807 3,902 +210
May12 110531 352.50 352.90 347.90 349.80 -0.70 1,471 4,803 +467
Total Volume and Open Interest 55,637 228,542 +2,359
Soybean Oil(CBOT)
Jul11 110531 58.03 58.93 57.79 58.49 -0.12 55,478 144,558 -819
Aug11 110531 58.17 59.20 58.17 58.77 -0.12 6,265 34,799 -38
Sep11 110531 59.17 59.47 58.82 59.04 -0.13 2,296 23,161 -133
Oct11 110531 58.65 59.58 58.65 59.27 -0.12 1,576 15,010 -15
Dec11 110531 59.20 60.10 59.02 59.72 -0.08 16,117 84,523 +2,080
Jan12 110531 60.00 60.19 59.64 59.88 -0.07 656 8,407 +253
Mar12 110531 60.12 60.25 59.72 59.95 -0.08 705 5,071 +362
May12 110531 60.15 60.18 59.56 59.90 -0.08 1,611 5,261 +857
Total Volume and Open Interest 85,118 323,810 +2,880
Canola(WCE)
Jul11 110531 598.4 598.4 587.2 589.5 -10.2 11,388 75,077 -673
Nov11 110531 597.5 600.7 589.8 594.1 -8.7 11,132 81,055 +2,483
Jan12 110531 604.0 606.1 598.6 602.2 -7.7 576 8,395 +295
Mar12 110531 606.9 611.2 604.0 608.5 -6.8 198 1,481 +30
May12 110531 611.7 611.7 606.9 611.4 -6.0 313 943 +292
Total Volume and Open Interest 23,942 169,522 +2,686
Corn(CBOT)
Jul11 110531 749.00 763.75 743.00 747.50 -11.00 135,062 568,107 -5,249
Sep11 110531 718.50 729.50 710.00 717.50 -10.75 38,565 190,332 +4,760
Dec11 110531 675.25 683.00 665.00 673.00 -11.00 73,201 461,752 +5,965
Mar12 110531 687.00 693.25 676.25 683.50 -11.50 5,371 80,250 +1,122
May12 110531 690.00 700.00 686.25 690.00 -11.75 1,569 17,564 +348
Jul12 110531 699.00 705.00 689.00 697.25 -10.25 2,388 44,105 +795
Total Volume and Open Interest 258,831 1,425,521 +8,458
Wheat(CBOT)
Jul11 110531 794.00 807.50 772.00 782.25 -37.50 63,795 209,743 -1,061
Sep11 110531 843.25 855.75 821.25 832.00 -36.25 19,505 76,499 +1,924
Dec11 110531 888.00 902.75 871.25 882.00 -27.25 17,305 96,011 -767
Mar12 110531 922.75 936.75 904.50 916.00 -20.75 2,525 21,885 -77
May12 110531 923.00 943.50 911.50 922.75 -20.75 1,084 7,954 -72
Total Volume and Open Interest 109,572 461,824 +740
Wheat(KCBT)
Jul11 110531 924.00 930.50 903.25 908.00 -35.00 15,835 78,645 -168
Sep11 110531 944.50 949.50 923.00 927.50 -34.00 5,444 39,632 +1,640
Dec11 110531 969.50 972.50 946.50 951.00 -33.00 4,263 42,872 +7
Mar12 110531 977.00 987.25 962.75 967.00 -30.50 713 6,699 +124
May12 110531 977.25 987.00 962.75 966.00 -30.50 79 859 +20
Total Volume and Open Interest 27,363 179,311 +2,189
Wheat(MGE)
Jul11 110531 1038.00 1054.00 1017.00 1025.00 -31.25 5,285 19,992 -322
Sep11 110531 1011.00 1014.75 980.00 987.75 -31.00 3,241 17,540 +829
Dec11 110531 1014.25 1015.75 979.25 988.50 -30.75 2,599 13,684 +599
Mar12 110531 1010.50 1019.75 989.75 996.75 -25.00 916 2,765 -235
May12 110531 1002.50 1018.25 989.00 996.50 -19.25 265 708 +117
Total Volume and Open Interest 12,852 58,697 +1,332
Oats(CBOT)
Jul11 110531 380.50 390.50 377.00 386.00 +3.25 870 7,875 +2
Sep11 110531 392.00 396.00 391.00 395.50 +3.50 97 1,386 +60
Dec11 110531 395.50 404.00 390.75 401.25 +3.50 229 3,631 +12
Mar12 110531 404.50 413.25 404.50 413.25 +3.50 1 23 +0
Total Volume and Open Interest 1,197 12,916 +74
Rough Rice(CBOT)
Jul11 110531 15.10 15.26 14.99 15.06 -0.12 844 14,486 -177
Sep11 110531 16.07 16.20 15.97 16.05 -0.08 390 5,381 +113
Nov11 110531 16.30 16.50 16.30 16.35 -0.08 67 1,909 +28
Jan12 110531 16.74 16.74 16.67 16.67 -0.06 1 255 +0
Total Volume and Open Interest 1,302 22,332 -36
Live Cattle(CME)
Jun11 110531 104.680 105.200 103.480 103.750 -0.350 12,795 48,501 -3,697
Aug11 110531 105.600 105.900 105.100 105.385 +0.335 19,440 137,210 +846
Oct11 110531 110.900 111.350 110.750 111.080 +0.480 4,621 75,777 +200
Dec11 110531 114.750 115.300 114.600 115.180 +0.680 3,843 50,337 -188
Feb12 110531 115.980 116.800 115.980 116.750 +0.800 1,150 13,900 +155
Apr12 110531 117.230 118.050 117.230 118.050 +0.900 539 7,092 +97
Total Volume and Open Interest 42,405 334,265 -2,577
Feeder Cattle(CME)
Aug11 110531 123.200 125.080 123.200 124.385 +1.655 2,423 21,851 +63
Sep11 110531 124.400 126.250 124.400 125.980 +1.730 317 5,163 -6
Oct11 110531 125.550 127.000 125.550 126.950 +1.850 477 4,323 -17
Nov11 110531 127.230 127.850 126.700 127.850 +2.020 96 1,727 +39
Jan12 110531 126.250 127.600 126.250 127.600 +2.600 10 528 +3
Mar12 110531 126.330 126.800 126.180 126.800 +2.400 1 48 +0
Apr12 110531 125.500 125.500 125.500 125.500 unch 0 6 +0
Total Volume and Open Interest 3,620 35,115 -196
Lean Hogs(CME)
Jun11 110531 89.480 91.100 89.285 90.180 +1.250 10,491 20,970 -2,319
Jul11 110531 89.000 90.650 88.850 89.930 +1.330 8,490 62,816 -453
Aug11 110531 89.950 91.930 89.950 91.230 +1.000 7,057 45,659 +1,325
Oct11 110531 84.950 85.750 84.285 85.300 +1.050 2,973 42,588 +812
Dec11 110531 82.480 83.500 82.350 83.430 +1.080 1,428 33,374 +671
Feb12 110531 84.500 85.000 84.500 84.750 +0.550 266 8,301 +39
Apr12 110531 85.930 85.980 85.600 85.800 +0.800 49 4,744 -2
May12 110531 89.750 89.750 89.750 89.750 +0.650 0 182 +0
Total Volume and Open Interest 30,805 221,060 +86
Class III Milk(CME)
May11 110531 16.50 16.55 16.47 16.54 -0.01 29 5,340 -12
Jun11 110531 18.48 18.89 18.48 18.75 +0.27 184 4,961 +132
Jul11 110531 19.10 19.82 19.10 19.69 +0.57 355 4,727 +68
Aug11 110531 19.04 19.35 18.96 19.22 +0.26 153 4,270 +50
Sep11 110531 18.89 19.09 18.78 19.04 +0.26 146 4,087 +44
Total Volume and Open Interest 1,334 35,988 +444
Cocoa(ICE)
Jul11 110531 2975 3020 2966 2999 +30 15,639 57,756 -1,952
Sep11 110531 2982 3031 2980 3013 +32 7,098 34,772 +1,478
Dec11 110531 3013 3052 3013 3040 +33 2,463 27,555 +367
Mar12 110531 3073 3110 3069 3101 +34 604 24,521 +308
May12 110531 3092 3099 3092 3099 +33 111 6,711 +22
Jul12 110531 3090 3094 3090 3094 +33 0 2,045 +0
Sep12 110531 3076 3096 3076 3096 +40 3 2,193 -3
Total Volume and Open Interest 26,724 159,749 +1,025
Coffee "C"(ICE)
Jul11 110531 264.70 268.40 263.50 264.60 +0.90 11,028 48,760 -2,497
Sep11 110531 267.05 271.20 266.70 267.75 +0.95 5,028 29,454 +1,352
Dec11 110531 271.60 275.05 270.90 271.95 +1.20 1,340 21,594 +244
Mar12 110531 274.50 277.00 274.20 274.20 +1.30 199 5,136 +19
May12 110531 276.00 276.30 275.10 275.45 +1.55 10 3,004 -22
Jul12 110531 274.35 274.70 273.50 273.85 +1.70 11 786 +3
Total Volume and Open Interest 17,666 110,542 -888
Orange Juice(ICE)
Jul11 110531 185.35 185.95 182.10 182.50 -2.85 1,052 27,312 +145
Sep11 110531 179.90 180.75 177.55 178.15 -2.00 286 5,134 +111
Nov11 110531 172.90 173.70 170.00 170.45 -3.05 160 2,121 +131
Jan12 110531 169.50 169.50 166.35 167.60 -1.55 3 295 +3
Mar12 110531 166.15 167.10 166.00 166.20 -1.15 0 128 +0
May12 110531 165.75 165.75 165.75 165.75 -1.15 0 80 +0
Total Volume and Open Interest 1,501 35,134 +390
Sugar #11(ICE)
Jul11 110531 22.99 23.37 22.85 23.18 +0.19 40,077 254,762 -4,650
Oct11 110531 22.95 23.19 22.71 22.99 +0.13 22,109 154,804 +2,915
Mar12 110531 22.92 23.25 22.92 23.17 +0.15 7,044 88,854 +941
May12 110531 22.64 22.82 22.52 22.74 +0.11 1,288 27,558 +86
Jul12 110531 22.49 22.62 22.34 22.56 +0.09 1,418 23,947 +267
Total Volume and Open Interest 73,485 596,174 -68
London Cocoa(LCE)
Jul11 110531 1816 1846 1810 1840 +27 13,869 78,883 +4,646
Sep11 110531 1836 1865 1834 1861 +25 11,139 37,014 +3,347
Dec11 110531 1874 1892 1865 1889 +25 2,674 33,038 +845
Mar12 110531 1892 1915 1891 1913 +22 1,272 36,389 +192
May12 110531 1908 1923 1904 1920 +16 164 9,908 -48
Jul12 110531 1917 1927 1917 1927 +15 4 4,293 -2
Sep12 110531 1919 1930 1919 1930 +16 0 3,257 +0
Total Volume and Open Interest 29,142 210,503 +9,000
London Sugar(LCE)
Aug11 110531 663.00 677.70 662.80 672.00 +13.70 3,438 26,744 -143
Oct11 110531 615.10 625.10 615.10 621.80 +8.40 1,713 9,886 -164
Dec11 110531 612.00 615.60 609.20 613.10 +6.70 294 4,556 +202
Mar12 110531 597.50 604.60 597.00 603.80 +6.40 78 2,704 +36
May12 110531 591.10 595.10 589.10 593.90 +6.20 35 1,457 +20
Total Volume and Open Interest 5,558 47,116 -49
Cotton(ICE)
Jul11 110531 153.45 158.67 153.40 158.67 +6.00 10,109 66,328 -2,654
Oct11 110531 144.00 146.94 143.71 146.94 +5.08 13 415 -15
Dec11 110531 130.00 135.50 130.00 135.50 +6.00 7,210 67,106 +1,347
Mar12 110531 121.67 126.00 121.67 125.87 +5.40 568 10,593 +89
May12 110531 115.95 119.21 115.90 119.21 +4.04 200 2,524 +79
Jul12 110531 112.00 114.75 112.00 114.75 +2.16 421 4,585 +156
Total Volume and Open Interest 18,599 154,213 -551
Lumber(CME)
Jul11 110531 240.1 248.7 240.1 243.5 +4.8 823 7,327 -83
Sep11 110531 262.6 271.5 260.0 269.0 +7.5 418 2,668 +143
Nov11 110531 264.2 272.5 264.2 269.1 +6.6 161 648 +67
Jan12 110531 281.8 285.0 281.8 285.0 +7.0 23 42 +7
Total Volume and Open Interest 1,427 10,690 +136
Crude Oil(NYM)
Jul11 110531 100.69 103.39 99.60 102.70 +2.11 332,135 386,946 -7,525
Aug11 110531 101.21 103.90 100.23 103.27 +2.11 88,735 87,866 -4,577
Sep11 110531 101.72 104.31 100.65 103.73 +2.10 61,152 100,921 +2,673
Oct11 110531 102.05 104.59 101.05 104.09 +2.09 29,775 48,539 +1,585
Nov11 110531 101.36 104.81 101.36 104.36 +2.05 18,876 36,173 -693
Dec11 110531 102.50 105.14 101.75 104.57 +2.01 64,932 184,893 -3,142
Jan12 110531 102.31 105.30 102.31 104.71 +1.98 12,271 43,003 +2,127
Feb12 110531 102.49 105.34 102.49 104.82 +1.96 4,017 22,453 +574
Mar12 110531 103.43 105.30 103.43 104.91 +1.95 6,121 28,208 -130
Apr12 110531 102.71 105.49 102.71 104.99 +1.93 2,368 16,412 +164
May12 110531 103.94 105.57 103.94 105.07 +1.92 2,021 17,305 +411
Jun12 110531 103.43 105.67 103.43 105.14 +1.91 12,950 79,318 +910
Jul12 110531 105.10 105.10 105.10 105.10 +1.89 2,905 23,850 +231
Aug12 110531 104.98 104.98 104.98 104.98 +1.87 1,116 15,116 -50
Sep12 110531 104.88 104.88 104.88 104.88 +1.85 788 13,713 -38
Oct12 110531 104.80 104.86 104.80 104.81 +1.83 189 8,649 +57
Total Volume and Open Interest 678,008 1,510,676 -4,764
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 110531 100.700 103.375 99.700 102.700 +2.100 9,990 3,154 +534
Aug11 110531 101.000 103.700 100.325 103.275 +2.125 429 747 +133
Sep11 110531 101.200 104.250 101.200 103.725 +2.100 181 253 +33
Oct11 110531 103.000 104.100 103.000 104.100 +2.100 0 46 +0
Nov11 110531 103.675 104.350 103.675 104.350 +2.050 1 21 +1
Dec11 110531 102.825 104.950 102.825 104.575 +2.025 11 337 -2
Jan12 110531 102.750 104.700 102.750 104.700 +1.975 2 10 +2
Feb12 110531 104.825 104.825 104.825 104.825 +1.975 4 3 -4
Total Volume and Open Interest 10,618 4,738 +697
Heating Oil(NYM)
Jun11 110531 298.58 306.50 297.15 305.63 +6.58 27,044 16,994 -8,650
Jul11 110531 300.00 307.50 297.62 305.30 +5.16 60,806 101,379 +2,816
Aug11 110531 301.34 308.77 299.09 306.64 +5.11 13,877 38,525 +257
Sep11 110531 302.00 310.38 302.00 308.32 +5.06 8,586 30,759 +1,402
Oct11 110531 303.49 311.94 303.49 309.89 +5.03 2,966 12,346 +11
Nov11 110531 307.20 313.37 307.20 311.46 +5.00 1,893 13,913 -346
Dec11 110531 307.86 314.92 307.39 313.02 +4.98 9,357 34,976 -1,810
Jan12 110531 313.45 315.94 313.45 314.55 +4.95 676 14,705 +136
Feb12 110531 313.71 316.22 313.71 314.82 +4.92 240 5,820 -13
Mar12 110531 312.83 315.27 312.83 313.89 +4.89 297 3,915 +202
Apr12 110531 304.90 313.13 304.90 311.71 +4.89 254 1,993 +130
May12 110531 309.76 309.76 309.76 309.76 +4.89 218 1,475 -136
Total Volume and Open Interest 128,561 304,371 -5,466
Gasoline(NYMEX)
Jun11 110531 308.50 316.50 307.00 315.04 +5.84 28,028 16,866 -6,897
Jul11 110531 303.50 308.89 300.76 305.03 +1.90 45,613 89,514 +3,322
Aug11 110531 299.27 305.51 297.68 301.86 +2.21 20,052 25,995 +701
Sep11 110531 294.93 302.30 294.93 299.03 +2.53 12,369 33,006 +1,714
Oct11 110531 285.29 289.31 285.10 286.12 +2.78 4,887 22,727 +554
Nov11 110531 280.59 285.74 280.59 283.11 +2.75 2,005 12,226 +89
Dec11 110531 279.01 284.72 278.14 281.78 +2.77 3,112 25,459 -4
Jan12 110531 282.20 282.50 281.25 282.18 +2.85 762 7,567 -69
Feb12 110531 283.73 283.73 283.73 283.73 +2.88 385 4,165 +193
Mar12 110531 285.38 285.38 285.38 285.38 +2.88 84 4,472 +28
Total Volume and Open Interest 117,599 261,561 -125
e-miNY RBOB Gasoline(NYM)
Jul11 110531 308.50 308.50 305.00 305.00 +1.90 0 2 +0
Aug11 110531 301.90 301.90 301.86 301.90 +2.20 0 1 +0
Sep11 110531 299.00 299.03 299.00 299.00 +2.50      
Oct11 110531 286.10 286.12 286.10 286.10 +2.80 0 1 +0
Total Volume and Open Interest 0 7 +0
Natural Gas(NYM)
Jul11 110531 4.560 4.707 4.525 4.666 +0.148 134,881 220,111 -662
Aug11 110531 4.605 4.736 4.570 4.700 +0.143 31,479 78,515 +1,777
Sep11 110531 4.620 4.744 4.592 4.710 +0.133 23,272 116,761 +3,430
Oct11 110531 4.650 4.775 4.625 4.744 +0.130 24,146 97,453 +573
Nov11 110531 4.779 4.900 4.779 4.877 +0.118 11,242 53,727 +258
Dec11 110531 5.000 5.099 5.000 5.075 +0.104 6,713 41,001 +390
Jan12 110531 5.134 5.205 5.132 5.182 +0.099 11,309 85,976 -598
Feb12 110531 5.090 5.180 5.090 5.165 +0.093 1,792 19,128 +17
Mar12 110531 5.087 5.115 5.052 5.095 +0.089 3,478 39,276 +237
Apr12 110531 4.921 4.955 4.903 4.937 +0.080 3,192 38,299 +203
May12 110531 4.944 4.965 4.921 4.949 +0.077 404 9,049 +41
Jun12 110531 4.961 5.002 4.932 4.981 +0.074 299 9,059 +131
Jul12 110531 5.013 5.039 4.999 5.026 +0.076 187 6,169 +59
Aug12 110531 5.026 5.065 5.024 5.053 +0.077 52 5,915 -14
Sep12 110531 5.047 5.074 5.042 5.063 +0.077 206 5,633 +34
Oct12 110531 5.097 5.117 5.085 5.110 +0.077 561 12,963 -23
Total Volume and Open Interest 253,533 909,089 -2,949
Brent Crude Oil(ICE)
Jul11 110531 114.52 117.49 114.50 116.73 +1.70 193,654 214,855 +1,532
Aug11 110531 114.20 117.15 114.20 116.38 +1.66 59,334 143,328 +4,144
Sep11 110531 114.10 116.72 114.10 115.97 +1.64 31,456 82,760 +4,305
Oct11 110531 113.91 116.37 113.91 115.61 +1.63 16,862 49,351 -774
Nov11 110531 113.83 116.08 113.76 115.32 +1.63 7,031 22,935 +133
Dec11 110531 113.38 115.78 113.38 115.03 +1.63 39,870 91,551 -1,301
Jan12 110531 114.08 115.40 114.08 114.79 +1.63 3,177 21,061 +360
Feb12 110531 113.90 115.16 113.83 114.54 +1.63 2,388 19,209 -372
Mar12 110531 113.66 114.92 113.66 114.29 +1.63 2,963 31,312 -440
Apr12 110531 114.02 114.02 114.02 114.02 +1.63 1,617 8,627 +310
May12 110531 113.76 113.76 113.76 113.76 +1.64 1,622 5,508 -39
Jun12 110531 111.90 114.14 111.90 113.50 +1.64 6,006 34,424 +213
Jul12 110531 113.21 113.21 113.21 113.21 +1.64 959 3,936 +211
Aug12 110531 112.89 112.89 112.89 112.89 +1.61 690 2,490 +150
Total Volume and Open Interest 380,915 854,140 +7,439
Gas Oil(ICE)
Jun11 110531 941.00 967.75 941.00 962.00 +22.25 39,638 111,809 +397
Jul11 110531 943.75 970.50 943.75 964.50 +21.50 65,141 113,550 +3,629
Aug11 110531 951.00 973.25 951.00 967.50 +21.25 19,475 54,672 -1,648
Sep11 110531 953.25 976.00 953.25 970.25 +20.75 16,761 50,759 -443
Oct11 110531 956.50 973.50 956.50 972.00 +20.25 6,111 29,291 -88
Nov11 110531 957.75 977.25 957.75 973.00 +20.00 7,190 25,188 +2,324
Dec11 110531 959.25 979.50 959.25 974.50 +20.00 18,359 59,117 +914
Jan12 110531 963.75 979.00 963.75 976.75 +19.75 1,846 24,317 +25
Feb12 110531 964.25 978.00 964.25 977.25 +19.75 349 7,089 +57
Mar12 110531 964.00 978.25 964.00 977.00 +19.75 540 6,881 +211
Total Volume and Open Interest 179,903 573,045 +6,340
Ethanol(CBOT)
May11 110504 2.620 2.628 2.595 2.621 +0.001 47 147 -144
Jun11 110531 2.659 2.663 2.635 2.642 -0.018 155 619 -81
Jul11 110531 2.665 2.665 2.635 2.645 -0.017 429 1,401 -46
Aug11 110531 2.660 2.660 2.629 2.638 -0.023 170 1,248 +23
Sep11 110531 2.627 2.627 2.590 2.599 -0.025 162 1,144 +15
Oct11 110531 2.507 2.507 2.484 2.493 -0.025 131 946 -7
Nov11 110531 2.445 2.445 2.420 2.428 -0.017 53 797 +27
Dec11 110531 2.430 2.430 2.411 2.413 -0.019 62 1,115 +26
Total Volume and Open Interest 1,305 8,570 -23
WTI Crude Oil(ICE
Jul11 110531 100.47 103.38 100.47 102.70 +2.11 92,582 98,048 -3,591
Aug11 110531 101.11 103.89 101.11 103.27 +2.11 37,191 38,692 -1,821
Sep11 110531 101.59 104.29 101.59 103.73 +2.10 24,424 34,707 -2,898
Oct11 110531 102.50 104.62 102.34 104.09 +2.09 12,568 18,261 +175
Nov11 110531 102.92 104.90 102.79 104.36 +2.05 8,828 14,826 -677
Dec11 110531 103.01 105.12 102.96 104.57 +2.01 27,146 81,822 +1,196
Jan12 110531 103.32 105.23 103.32 104.71 +1.98 2,930 12,051 +334
Feb12 110531 104.40 104.82 104.40 104.82 +1.96 1,262 3,821 +143
Mar12 110531 104.61 105.37 104.29 104.91 +1.95 1,714 12,074 +74
Apr12 110531 104.99 104.99 104.99 104.99 +1.93 363 3,960 +11
May12 110531 105.07 105.07 105.07 105.07 +1.92 429 2,350 +43
Jun12 110531 104.12 105.59 104.12 105.14 +1.91 3,205 26,012 +360
Jul12 110531 105.10 105.10 105.10 105.10 +1.89 114 1,829 -12
Aug12 110531 104.98 104.98 104.98 104.98 +1.87 40 884 -25
Sep12 110531 104.88 104.88 104.88 104.88 +1.85 166 4,300 +3
Oct12 110531 104.81 104.81 104.81 104.81 +1.83 0 511 +0
Total Volume and Open Interest 219,898 453,089 -6,907
US Dollar Index(ICE)
Jun11 110531 74.830 74.840 74.495 74.695 -0.323 31,803 56,394 -2,670
Sep11 110531 75.325 75.340 74.965 75.165 -0.332 267 1,449 +15
Dec11 110531 75.695 75.695 75.695 75.695 -0.332 0 2 +0
Total Volume and Open Interest 32,070 57,846 -2,655
Australian Dollar(CME)
Jun11 110531 106.94 107.40 106.25 106.46 -0.43 108,201 111,123 +1,843
Sep11 110531 105.60 106.06 104.86 105.13 -0.42 357 1,710 +29
Dec11 110531 104.31 104.31 103.90 103.90 -0.41 8 84 +3
Total Volume and Open Interest 108,566 112,919 +1,875
British Pound(CME)
Jun11 110531 164.79 165.46 164.21 164.50 -0.37 120,785 108,868 +150
Sep11 110531 164.46 165.21 164.01 164.29 -0.37 233 1,063 +3
Dec11 110531 164.06 164.44 164.06 164.06 -0.38 1 49 +1
Total Volume and Open Interest 121,020 109,989 +155
Canadian Dollar(CME)
Jun11 110531 102.27 103.55 102.13 103.18 +0.83 85,804 112,642 +1,677
Sep11 110531 102.02 103.30 101.90 102.93 +0.83 755 5,995 +350
Dec11 110531 101.86 103.05 101.81 102.66 +0.80 70 3,077 -28
Mar12 110531 102.60 102.60 101.59 102.41 +0.82 40 387 +26
Total Volume and Open Interest 86,670 122,406 +2,025
Japanese Yen(CME)
Jun11 110531 123.70 123.91 122.29 122.73 -1.02 130,697 98,527 +4,642
Sep11 110531 123.76 123.95 122.40 122.79 -1.02 633 3,786 +170
Dec11 110531 122.89 123.91 122.89 122.89 -1.02 3 220 +0
Total Volume and Open Interest 131,335 102,544 +4,814
Swiss Franc(CME)
Jun11 110531 117.49 118.11 117.02 117.20 -0.01 44,709 66,439 +129
Sep11 110531 117.68 118.15 117.10 117.28 -0.02 292 562 -56
Dec11 110531 117.67 117.67 117.36 117.36 -0.02 0 16 +0
Total Volume and Open Interest 45,001 67,019 +73
EuroFX(CME)
Jun11 110531 143.08 144.22 142.54 143.79 +1.11 375,246 258,509 +3,981
Sep11 110531 142.70 143.83 142.21 143.41 +1.10 4,627 7,242 +895
Dec11 110531 143.00 143.00 141.94 143.00 +1.06 2 170 +0
Total Volume and Open Interest 379,877 266,305 +4,877
Mexican Peso(CME)
Jun11 110531 861.0 866.0 859.5 863.2 +3.5 37,152 143,975 -3,039
Jul11 110531 862.0 862.0 858.5 862.0 +3.5      
Total Volume and Open Interest 37,223 144,489 -3,012
30-Year T-Bonds(CBOT)
Jun11 110520 124~280 124~280 124~160 124~270 +0~070      
Sep11 110531 124~170 124~310 124~010 124~270 +0~080 324,166 526,475 +167,186
Dec11 110531 123~060 123~140 123~000 123~120 +0~080 9 11 +6
Total Volume and Open Interest 970,087 760,724 +4,964
10-Year T-Notes(CBOT)
Jun11 110531 123~285 124~040 123~180 124~010 +0~055 2,282,132 749,876 -415,890
Sep11 110531 122~165 122~225 122~045 122~195 +0~045 1,096,645 1,345,132 +514,462
Dec11 110531 121~175 121~195 121~055 121~195 +0~045 1 9 +0
Total Volume and Open Interest 3,378,778 2,095,017 +98,572
5-Year T-Notes(CBOT)
Jun11 110520 119~063 119~063 119~062 119~062 +0~015      
Sep11 110531 119~016 119~026 118~103 119~018 +0~017 661,707 1,056,947 +309,404
Dec11 110531 118~042 118~042 118~025 118~042 +0~017      
Total Volume and Open Interest 1,939,968 1,524,487 -4,974
2 Year T-Notes(CBOT)
Jun11 110531 109~122 109~125 109~113 109~123 +0~006 710,030 302,582 -307,866
Sep11 110531 109~077 109~079 109~065 109~076 +0~005 554,998 761,495 +240,956
Dec11 110531 109~014 109~014 109~009 109~014 +0~005 0 20 +0
Total Volume and Open Interest 1,265,028 1,064,097 -66,910
Eurodollars(CME)
Jun11 110531 99.730 99.740 99.730 99.738 +0.007 131,714 920,197 -9,341
Sep11 110531 99.665 99.675 99.665 99.670 +0.005 231,757 1,306,503 -14,045
Dec11 110531 99.600 99.615 99.590 99.600 unch 284,518 1,563,592 -6,153
Mar12 110531 99.520 99.530 99.490 99.510 unch 339,860 1,690,337 +12,310
Jun12 110531 99.365 99.370 99.320 99.360 +0.015 392,661 1,504,444 +15,980
Sep12 110531 99.140 99.150 99.080 99.145 +0.030 289,150 812,274 +11,938
Dec12 110531 98.885 98.900 98.810 98.890 +0.035 223,426 588,288 +6,941
Mar13 110531 98.635 98.665 98.565 98.650 +0.040 206,195 400,753 +550
Jun13 110531 98.370 98.415 98.310 98.400 +0.045 152,581 263,527 +2,970
Sep13 110531 98.120 98.160 98.050 98.145 +0.045 99,022 256,701 +5,069
Dec13 110531 97.850 97.890 97.780 97.875 +0.045 80,818 188,636 +2,268
Mar14 110531 97.610 97.650 97.540 97.630 +0.040 62,087 178,742 +1,017
Jun14 110531 97.370 97.410 97.300 97.390 +0.040 24,046 106,134 -899
Sep14 110531 97.135 97.170 97.065 97.155 +0.040 14,406 62,595 +713
Dec14 110531 96.895 96.930 96.825 96.915 +0.035 14,235 69,812 -181
Mar15 110531 96.695 96.725 96.625 96.710 +0.030 11,794 48,877 -1,130
Jun15 110531 4.755 4.770 4.670 4.755 +0.025 8,221 45,356 +1,168
Sep15 110531 4.570 4.575 4.480 4.565 +0.025 8,349 41,136 +1,421
Total Volume and Open Interest      
30 Day Federal Funds(CBOT)
May11 110531 99.905 99.908 99.905 99.908 unch 1,075 73,547 -501
Jun11 110531 99.900 99.905 99.895 99.900 unch 3,096 58,683 +484
Jul11 110531 99.900 99.900 99.895 99.895 unch 1,158 53,623 +365
Aug11 110531 99.885 99.890 99.880 99.885 +0.005 3,031 50,799 +1,379
Sep11 110531 99.870 99.870 99.865 99.865 unch 5,098 45,909 +1,166
Oct11 110531 99.860 99.865 99.855 99.860 +0.005 4,218 51,754 -177
Total Volume and Open Interest 63,331 731,709 +14,870
30 Day Fed Funds(e-CBOT)
3-Mth Euro-Yen(CME)
Jun11 110531 99.670 99.670 99.670 99.670 -0.003 0 750 +0
Sep11 110531 99.668 99.668 99.668 99.668 -0.002      
Dec11 110531 99.670 99.670 99.670 99.670 -0.003 0 75 +0
Mar12 110531 99.658 99.658 99.658 99.658 -0.003      
Jun12 110531 99.670 99.670 99.670 99.670 unch      
Sep12 110531 99.600 99.600 99.600 99.600 unch      
Dec12 110531 99.560 99.560 99.560 99.560 unch      
Mar13 110531 99.560 99.560 99.560 99.560 unch      
Jun13 110531 99.515 99.515 99.515 99.515 unch      
Sep13 110531 99.375 99.375 99.375 99.375 unch      
Total Volume and Open Interest 0 825 +0
3-Mth Euro-Yen(SGX)
Jun11 110531 99.67 99.67 99.67 99.67 0.00 0 6,003 +0
Sep11 110531 99.67 99.67 99.67 99.67 0.00 0 1,466 +0
Dec11 110531 99.67 99.67 99.67 99.67 0.00 0 1,957 +0
Mar12 110531 99.66 99.66 99.66 99.66 0.00 0 3,877 +0
Jun12 110531 99.67 99.67 99.67 99.67 unch 0 1,254 +0
Sep12 110531 99.60 99.60 99.60 99.60 unch 0 411 +0
Dec12 110531 99.56 99.56 99.56 99.56 unch 0 24 +0
Mar13 110531 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 110531 140.97 140.97 140.53 140.57 -0.28 1,232 21,316 +440
Sep11 110531 140.69 140.69 140.34 140.34 -0.37 111 220 +86
Dec11 110531 138.25 138.25 138.25 138.25 -0.37      
Total Volume and Open Interest 2,981 21,827 -245
Euro-Bund(EUREX)
Jun11 110527 125.59 125.79 125.33 125.64 +0.13 1,118,620 1,000,784 +75
Sep11 110531 125.14 125.17 124.68 125.04 -0.33 25,494 53,656 +9,754
Dec11 110531 124.15 124.15 124.15 124.15 -0.29 168 0 +0
Total Volume and Open Interest 1,101,430 1,038,364 -6,322
Euro-Bobl(EUREX)
Jun11 110531 116.92 116.96 116.63 116.91 +0.50 589,013 821,972 +2,113
Sep11 110531 116.44 116.44 116.07 116.37 -0.22 54,169 105,822 +21,537
Dec11 110531 116.46 116.46 116.46 116.46 -0.15      
Total Volume and Open Interest 796,521 932,346 +33,160
3-Mth Euribor(EUREX)
Jun11 110531 98.525 98.530 98.520 98.530 unch 123 4,701 -117
Sep11 110531 98.290 98.305 98.275 98.305 -0.005 253 1,897 -224
Dec11 110531 98.110 98.145 98.110 98.145 -0.015 375 1,308 +136
Total Volume and Open Interest 1,634 11,315 +380
Long Gilt(LIFFE)
Jun11 110531 121~06 121~15 121~05 121~11 +2~06      
Sep11 110531 119~30 120~07 119~28 120~03 -0~03 136,158 324,597 +61,492
Total Volume and Open Interest 362,073 405,736 +22,240
3-Mth Short Sterling(LIFFE)
Jun11 110531 99.16 99.17 99.16 99.17 +0.01 8,236 437,267 -1,885
Sep11 110531 99.08 99.09 99.07 99.08 -0.01 22,229 440,707 -623
Dec11 110531 98.95 98.96 98.94 98.95 -0.02 74,879 449,296 -1,325
Mar12 110531 98.80 98.81 98.79 98.81 -0.02 79,178 430,127 +11,725
Jun12 110531 98.61 98.63 98.60 98.63 -0.01 71,934 329,718 +5,968
Sep12 110531 98.41 98.44 98.40 98.43 -0.01 63,235 233,496 -4,300
Total Volume and Open Interest 437,519 2,878,231 +7,574
3-Mth Euribor(LIFFE)
Jun11 110531 98.535 98.535 98.515 98.530 unch 145,825 680,229 +11,601
Sep11 110531 98.315 98.315 98.275 98.305 -0.005 164,184 626,167 +22,430
Dec11 110531 98.160 98.160 98.100 98.145 -0.015 159,959 548,078 -3,385
Total Volume and Open Interest 1,001,897 3,678,705 +60,107
3-Mth Aus T-Bills(SFE)
Jun11 110531 95.01 95.04 94.99 95.02 +0.03 15,419 132,333 -8,640
Sep11 110531 94.97 95.00 94.95 94.99 +0.06 26,816 237,020 -3,328
Dec11 110531 94.92 94.97 94.90 94.94 +0.06 19,080 157,081 -5,996
Mar12 110531 94.88 94.93 94.86 94.90 +0.07 5,043 86,874 -126
Jun12 110531 94.83 94.89 94.82 94.86 +0.08 1,563 54,641 -73
Sep12 110531 94.80 94.84 94.78 94.82 +0.09 927 52,168 -120
Dec12 110531 94.75 94.80 94.73 94.77 +0.07 989 26,683 -645
Mar13 110531 94.72 94.79 94.72 94.75 +0.08 269 21,252 -40
Jun13 110531 94.73 94.73 94.73 94.73 +0.11 203 2,187 -213
Sep13 110531 94.67 94.71 94.67 94.71 +0.12 201 1,426 +86
Total Volume and Open Interest 70,511 772,558 -19,094
10-Year Aus T-Bonds(SFE)
Jun11 110531 94.81 94.82 94.77 94.80 +0.02 49,515 415,468 -9,739
Sep11 110531 94.78 94.78 94.78 94.78 +0.02      
Total Volume and Open Interest 49,515 415,468 -9,739
3-Year Aus T-Bonds(SFE)
Jun11 110531 95.14 95.17 95.11 95.15 +0.07 124,384 710,384 -29,734
Sep11 110531 95.15 95.15 95.15 95.15 +0.07      
Total Volume and Open Interest 124,384 710,384 -29,734
Gold(CMX)
Jun11 110531 1536.7 1541.1 1532.4 1535.9 -0.4 186,986 34,159 -59,857
Aug11 110531 1538.1 1541.9 1533.1 1536.8 -0.5 135,430 297,903 +39,197
Oct11 110531 1539.0 1542.9 1535.0 1538.1 -0.5 1,054 9,869 +54
Dec11 110531 1540.0 1543.9 1536.0 1539.4 -0.5 3,347 67,468 +864
Feb12 110531 1543.6 1544.0 1539.0 1540.7 -0.5 182 8,592 -10
Apr12 110531 1543.0 1545.5 1541.3 1542.0 -0.5 6 5,341 -1
Jun12 110531 1541.8 1546.8 1541.8 1543.4 -0.5 334 12,559 +112
Aug12 110531 1545.4 1545.4 1545.4 1545.4 -0.5 5 4,520 +5
Oct12 110531 1547.7 1547.7 1547.7 1547.7 -0.4 0 3,624 +0
Dec12 110531 1550.3 1554.8 1550.0 1550.5 -0.5 120 12,225 -23
Feb13 110531 1553.7 1553.7 1553.7 1553.7 -0.5 0 255 +0
Apr13 110531 1557.5 1557.5 1557.5 1557.5 -0.5      
Total Volume and Open Interest 329,452 494,494  
Silver(CMX)
Jul11 110531 3799.5 3876.5 3776.0 3830.5 +44.2 78,870 60,997 -2,096
Sep11 110531 3815.0 3874.5 3787.0 3832.9 +44.5 1,743 11,354 +502
Dec11 110531 3791.5 3880.0 3790.0 3835.1 +44.7 1,588 23,101 -302
Mar12 110531 3818.5 3852.0 3814.0 3831.5 +44.4 51 3,672 +30
May12 110531 3828.1 3828.1 3828.1 3828.1 +44.5 20 1,154 +6
Jul12 110531 3807.0 3849.0 3802.0 3825.6 +44.7 21 1,805 +8
Sep12 110531 3803.5 3823.7 3803.5 3823.7 +45.0 4 100 +4
Total Volume and Open Interest 83,243 120,754 -2,208
Platinum(NYMEX)
Jul11 110531 1805.0 1836.8 1795.0 1834.0 +34.0 4,562 31,863 -122
Oct11 110531 1803.7 1839.0 1802.9 1837.8 +34.5 266 2,546 +187
Jan12 110531 1808.0 1840.5 1808.0 1840.5 +34.9 0 88 +0
Apr12 110531 1842.5 1842.5 1842.5 1842.5 +34.9 0 26 +0
Total Volume and Open Interest 4,830 34,527 +65
Palladium(NYMEX)
Jun11 110531 761.05 782.25 756.35 778.95 +19.05 5,115 2,795 -2,419
Sep11 110531 762.80 787.00 758.65 781.00 +19.10 4,744 16,996 +2,749
Dec11 110531 763.05 782.30 762.85 782.30 +19.10 18 516 +18
Total Volume and Open Interest 9,881 20,322 +351
Copper(CMX)
Jul11 110531 417.85 421.25 413.50 417.75 -0.85 32,106 59,497 -1,376
Sep11 110531 419.50 423.00 415.50 419.65 -0.75 5,995 35,123 +1,385
Dec11 110531 421.45 423.90 418.00 421.45 -0.65 1,225 14,301 -395
Mar12 110531 422.50 422.65 422.40 422.45 -0.50 113 5,115 +26
May12 110531 423.35 423.35 422.55 422.55 -0.50 224 1,573 +0
Total Volume and Open Interest 40,419 121,526 -831
DJIA Index(CBOT)
Jun11 110531 12452 12575 12433 12558 +130 287 24,306 -82
Sep11 110531 12478 12489 12478 12489 +130 2 21 +0
Dec11 110531 12418 12418 12288 12418 +130 0 7 +0
Mar12 110531 12358 12358 12228 12358 +130      
Total Volume and Open Interest 289 24,334 -82
S & P 500(CME)
Jun11 110531 1329.90 1345.70 1328.60 1343.90 +14.00 16,530 317,262 -780
Sep11 110531 1332.70 1340.50 1332.00 1338.50 +14.00 1,340 10,363 +1,463
Dec11 110531 1332.90 1334.90 1332.90 1332.90 +14.00 90 6,625 +0
Mar12 110531 1327.90 1329.90 1327.90 1327.90 +14.00      
Total Volume and Open Interest 17,960 334,255 +683
S & P 500 E-Mini(Globex)
Jun11 110520 1341.50 1344.00 1327.00 1327.75 -13.75      
Sep11 110531 1325.00 1340.25 1323.50 1338.50 +14.00 6,171 44,797 +4,540
Total Volume and Open Interest 2,292,925 2,811,483 -14,013
NASDAQ 100(CME)
Jun11 110531 2334.50 2379.00 2331.00 2371.80 +39.30 1,038 18,286 -240
Sep11 110531 2357.00 2372.80 2348.00 2368.00 +39.20 0 111 +0
Dec11 110531 2364.50 2369.30 2364.50 2364.50 +39.20 4 1 -3
Total Volume and Open Interest 1,042 18,398 -243
NASDAQ 100 E-Mini(Globex)
Jun11 110531 2331.30 2377.80 2330.80 2371.80 +39.30 246,269 331,423 -12,125
Sep11 110531 2329.50 2373.80 2329.00 2368.00 +39.20 275 1,436 -42
Total Volume and Open Interest 246,545 332,874 -12,167
S & P Midcap 400(CME)
Jun11 110531 999.60 1004.00 985.00 999.60 +10.30 1 1,723 +1
Sep11 110531 997.00 1000.70 997.00 997.00 +10.30      
Dec11 110531 995.40 999.10 995.40 995.40 +10.30      
Total Volume and Open Interest 1 1,723 +1
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Jun11 110531 9490 9750 9445 9735 +245 7,165 46,995 -117
Sep11 110531 9495 9775 9495 9760 +245 26 104 +22
Total Volume and Open Interest 7,191 47,099 -95
Nikkei 225(SGX)
Jun11 110531 9520 9700 9480 9685 +155 88,534 235,045 -5,409
Sep11 110531 9525 9690 9500 9690 +155 398 3,999 -1
Dec11 110531 9625 9625 9625 9625 +155 0 6,659 +0
Total Volume and Open Interest 88,997 250,652 -5,374
CAC 40(EURONEXT)
Jun11 110531 3951.0 4005.5 3950.5 3990.0 +63.5 128,274 371,990 +7,179
Jul11 110531 3949.5 3987.0 3949.5 3987.0 +62.5 26 67 -12
Aug11 110531 3991.5 3991.5 3991.5 3991.5 +65.5      
Total Volume and Open Interest 128,300 372,061 +7,167
Hang Seng Index(HKFE)
May11 110527 22920 23182 22882 23139 +273 97,752 67,810 -10,686
Jun11 110531 23213 23614 23213 23543 +538 41,591 65,044 +27,008
Jul11 110531 23191 23600 23191 23546        
DAX(EUREX)
Jun11 110531 7231.5 7337.5 7222.0 7296.0 +127.0 156,420 176,013 -2,318
Sep11 110531 7250.0 7360.0 7246.5 7319.0 +127.5 2,597 11,960 +1,624
Dec11 110531 7304.5 7361.5 7302.5 7349.0 +128.0 84 1,504 +54
Total Volume and Open Interest 159,101 189,477 -640
FT-SE 100(EURONEXT)
Jun11 110531 5980.00 5996.50 5934.00 5965.50 +38.00 128,660 626,583 +6,823
Sep11 110531 5936.00 5957.00 5926.00 5930.50 +38.50 12,029 17,778 +10,296
Dec11 110531 5908.00 5908.00 5908.00 5908.00 +39.50 0 285 +0
Total Volume and Open Interest 140,759 644,786 +17,164
SPI 200(SFE)
Jun11 110531 4669.0 4722.0 4666.0 4711.0 +21.0 29,275 180,961 -5,901
Sep11 110531 4660.0 4706.0 4660.0 4697.0 +22.0 393 4,233 +197
Dec11 110531 4716.0 4716.0 4716.0 4716.0 +24.0 57 2,810 -37
Total Volume and Open Interest 29,736 189,621 -5,817
GSCI(CME)
Jun11 110531 50.64 54.39 49.94 50.64 +7.00 227 10,727 +41
Jul11 110531 51.64 53.39 49.64 49.94 +7.30 2 0 +0
Aug11 110531 53.14 53.64 50.64 51.14 +7.25      
Total Volume and Open Interest 229 10,727 +41
Reuters CCI(ICE)
Jun11 110531 350.50 350.50 350.50 350.50 +3.90      
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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