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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 Wed June 01, 2011
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jul11 110601 1377.50 1390.00 1370.00 1386.25 +10.25 66,398 239,645 -3,201
Aug11 110601 1374.00 1386.00 1366.50 1382.00 +10.00 10,956 31,170 +1,696
Sep11 110601 1374.25 1381.00 1363.50 1377.75 +10.50 2,182 18,213 +306
Nov11 110601 1365.25 1378.25 1357.75 1374.75 +11.25 26,421 203,448 +213
Jan12 110601 1382.00 1385.25 1367.50 1383.25 +10.25 4,819 29,148 +1,612
Mar12 110601 1378.00 1387.00 1369.25 1382.25 +9.25 2,521 17,196 +593
May12 110601 1366.00 1377.00 1361.00 1374.25 +11.75 2,799 18,313 +746
Total Volume and Open Interest 116,800 575,686 +2,128
Soybean Meal(CBOT)
Jul11 110601 355.30 361.00 352.30 360.70 +5.40 30,400 89,357 -3,605
Aug11 110601 356.20 361.50 353.50 361.50 +5.30 6,035 35,173 +965
Sep11 110601 355.00 360.00 352.30 360.00 +5.10 1,341 18,645 +146
Oct11 110601 350.00 355.20 347.20 355.20 +5.30 1,584 16,864 +396
Dec11 110601 351.10 356.40 348.40 356.40 +5.20 4,526 48,327 -208
Jan12 110601 353.10 357.70 352.50 357.70 +5.20 571 4,677 +181
Mar12 110601 354.70 358.40 353.30 358.40 +5.20 549 3,668 -234
May12 110601 352.10 355.30 348.60 355.30 +5.50 586 4,875 +72
Total Volume and Open Interest 45,650 226,268 -2,274
Soybean Oil(CBOT)
Jul11 110601 58.62 58.84 58.03 58.43 -0.06 41,081 142,424 -2,134
Aug11 110601 58.86 59.07 58.36 58.71 -0.06 4,335 34,674 -125
Sep11 110601 59.35 59.38 58.60 59.01 -0.03 2,896 23,049 -112
Oct11 110601 59.34 59.52 58.90 59.25 -0.02 524 15,002 -8
Dec11 110601 59.85 60.06 59.29 59.73 +0.01 9,969 86,167 +1,644
Jan12 110601 59.75 60.15 59.50 59.94 +0.06 508 8,659 +252
Mar12 110601 60.10 60.22 59.64 60.03 +0.08 459 5,274 +203
May12 110601 60.20 60.20 59.56 59.98 +0.08 405 5,329 +68
Total Volume and Open Interest 60,223 323,604 -206
Canola(WCE)
Jul11 110601 593.0 596.0 587.2 590.9 +1.4 1,655 76,035 +958
Nov11 110601 595.9 599.7 591.7 594.6 +0.5 789 84,371 +3,316
Jan12 110601 603.3 605.8 600.2 602.4 +0.2 106 8,888 +493
Mar12 110601 608.4 611.7 607.9 609.1 +0.6 8 1,973 +492
May12 110601 614.2 614.2 612.6 613.1 +1.7 0 994 +51
Total Volume and Open Interest 2,558 174,859 +5,337
Corn(CBOT)
Jul11 110601 751.00 760.50 741.00 758.50 +11.00 120,456 569,956 +1,849
Sep11 110601 720.50 729.00 711.25 728.25 +10.75 30,245 194,140 +3,808
Dec11 110601 675.50 680.00 666.00 679.50 +6.50 52,971 466,587 +4,835
Mar12 110601 685.50 691.00 677.75 691.00 +7.50 3,422 80,599 +349
May12 110601 692.50 697.75 685.25 696.50 +6.50 906 17,703 +139
Jul12 110601 699.50 705.00 691.00 704.50 +7.25 2,040 44,806 +701
Total Volume and Open Interest 213,338 1,437,449 +11,928
Wheat(CBOT)
Jul11 110601 782.50 788.25 754.25 759.25 -23.00 54,020 205,195 -4,548
Sep11 110601 833.25 837.50 804.50 809.25 -22.75 18,705 78,523 +2,024
Dec11 110601 882.00 886.75 856.00 860.00 -22.00 15,476 95,441 -570
Mar12 110601 915.50 918.25 891.50 895.00 -21.00 2,169 21,798 -87
May12 110601 925.00 925.00 899.25 905.75 -17.00 387 7,986 +32
Total Volume and Open Interest 94,515 459,199 -2,625
Wheat(KCBT)
Jul11 110601 910.00 917.75 888.75 891.50 -16.50 15,048 77,076 -1,569
Sep11 110601 928.25 935.00 908.25 911.25 -16.25 4,499 40,694 +1,062
Dec11 110601 951.00 960.00 933.00 935.00 -16.00 3,296 43,057 +185
Mar12 110601 972.25 974.75 948.50 949.00 -18.00 613 6,976 +277
May12 110601 969.00 969.00 951.00 951.00 -15.00 127 928 +69
Total Volume and Open Interest 24,327 179,620 +309
Wheat(MGE)
Jul11 110601 1027.00 1046.00 1003.50 1005.50 -19.50 5,383 19,183 -809
Sep11 110601 986.00 997.00 971.50 975.25 -12.50 3,281 18,055 +515
Dec11 110601 988.75 1000.00 974.50 976.25 -12.25 1,890 13,643 -41
Mar12 110601 997.00 1006.00 982.00 983.50 -13.25 517 2,780 +15
May12 110601 1003.25 1004.25 983.50 986.50 -10.00 283 816 +108
Total Volume and Open Interest 11,632 58,565 -132
Oats(CBOT)
Jul11 110601 388.00 390.25 378.50 383.00 -3.00 650 7,783 -92
Sep11 110601 398.25 398.25 388.25 392.25 -3.25 31 1,405 +19
Dec11 110601 404.25 404.50 394.00 399.00 -2.25 138 3,606 -25
Mar12 110601 411.00 413.25 411.00 411.00 -2.25 1 23 +0
Total Volume and Open Interest 820 12,818 -98
Rough Rice(CBOT)
Jul11 110601 15.01 15.07 14.56 14.56 -0.50 689 14,467 -19
Sep11 110601 16.07 16.07 15.55 15.55 -0.50 295 5,434 +53
Nov11 110601 16.20 16.20 15.85 15.85 -0.50 38 1,901 -8
Jan12 110601 16.32 16.32 16.17 16.17 -0.50 3 254 -1
Total Volume and Open Interest 1,025 22,357 +25
Live Cattle(CME)
Jun11 110601 103.580 103.730 100.750 102.150 -1.600 10,209 46,368 -2,133
Aug11 110601 105.080 105.350 102.385 103.930 -1.455 16,227 138,425 +1,215
Oct11 110601 110.750 111.000 108.100 110.050 -1.030 4,229 76,220 +443
Dec11 110601 114.800 115.000 112.180 114.250 -0.930 3,417 51,573 +1,236
Feb12 110601 116.330 116.330 114.400 116.135 -0.615 1,048 14,075 +175
Apr12 110601 117.650 117.750 115.650 117.650 -0.400 446 7,220 +128
Total Volume and Open Interest 35,634 335,354 +1,089
Feeder Cattle(CME)
Aug11 110601 124.330 124.330 121.385 123.885 -0.500 1,695 21,744 -107
Sep11 110601 125.400 125.500 123.000 124.950 -1.030 189 5,153 -10
Oct11 110601 126.080 126.400 124.000 126.200 -0.750 303 4,360 +37
Nov11 110601 127.135 127.650 125.300 127.650 -0.200 79 1,754 +27
Jan12 110601 126.500 127.600 126.000 127.400 -0.200 29 546 +18
Mar12 110601 126.000 126.800 125.580 126.800 unch 1 48 +0
Apr12 110601 125.000 125.500 125.000 125.500 unch 2 7 +1
Total Volume and Open Interest 2,298 33,612 -1,503
Lean Hogs(CME)
Jun11 110601 89.885 90.180 88.550 89.785 -0.395 8,378 18,385 -2,585
Jul11 110601 89.500 90.050 88.100 89.150 -0.780 10,273 63,374 +558
Aug11 110601 91.100 91.350 89.230 90.300 -0.930 5,671 47,153 +1,494
Oct11 110601 85.050 85.135 83.250 84.180 -1.120 2,363 42,939 +351
Dec11 110601 83.050 83.350 81.250 81.900 -1.530 2,052 33,952 +578
Feb12 110601 84.700 84.900 83.080 84.035 -0.715 523 8,589 +288
Apr12 110601 85.700 85.700 84.050 85.300 -0.500 51 4,720 -24
May12 110601 89.730 89.730 89.000 89.000 -0.750 34 216 +34
Total Volume and Open Interest 29,398 221,759 +699
Class III Milk(CME)
Jun11 110601 18.88 19.02 18.75 18.94 +0.19 181 4,996 +35
Jul11 110601 19.80 20.25 19.69 20.05 +0.36 417 4,787 +60
Aug11 110601 19.34 19.60 19.33 19.49 +0.27 204 4,335 +65
Sep11 110601 19.10 19.30 19.04 19.24 +0.20 94 4,106 +19
Oct11 110601 18.50 18.65 18.40 18.60 +0.20 64 3,435 +20
Total Volume and Open Interest 1,344 36,216 +228
Cocoa(ICE)
Jul11 110601 3000 3007 2941 2953 -46 8,669 56,655 -1,101
Sep11 110601 3015 3020 2957 2968 -45 3,824 35,652 +880
Dec11 110601 3055 3055 2994 3000 -40 1,563 28,014 +459
Mar12 110601 3096 3097 3052 3058 -43 611 24,715 +194
May12 110601 3090 3094 3056 3056 -43 373 7,002 +291
Jul12 110601 3081 3081 3051 3052 -42 485 2,495 +450
Sep12 110601 3081 3081 3045 3049 -47 42 2,166 -27
Total Volume and Open Interest 16,395 160,880 +1,131
Coffee "C"(ICE)
Jul11 110601 264.25 264.90 255.25 255.95 -8.65 9,264 48,410 -350
Sep11 110601 267.50 268.00 258.60 259.30 -8.45 3,083 29,702 +248
Dec11 110601 271.90 271.90 262.90 263.55 -8.40 1,226 22,114 +520
Mar12 110601 275.00 275.00 266.00 266.45 -7.75 109 5,173 +37
May12 110601 274.85 274.85 267.50 268.25 -7.20 42 3,013 +9
Jul12 110601 272.95 272.95 267.20 267.55 -6.30 27 795 +9
Total Volume and Open Interest 13,805 111,040 +498
Orange Juice(ICE)
Jul11 110601 182.50 183.30 181.35 182.00 -0.50 621 27,484 +172
Sep11 110601 178.15 178.75 176.75 177.75 -0.40 308 5,240 +106
Nov11 110601 170.00 171.25 169.90 170.75 +0.30 376 2,448 +327
Jan12 110601 166.95 167.55 166.95 167.55 -0.05 15 310 +15
Mar12 110601 166.00 166.25 165.75 166.25 +0.05 0 128 +0
May12 110601 165.80 165.80 165.80 165.80 +0.05 0 80 +0
Total Volume and Open Interest 1,320 35,754 +620
Sugar #11(ICE)
Jul11 110601 23.18 23.52 22.35 22.46 -0.72 38,702 255,311 +549
Oct11 110601 23.00 23.27 22.21 22.36 -0.63 26,075 156,825 +2,021
Mar12 110601 23.05 23.38 22.44 22.52 -0.65 12,819 90,822 +1,968
May12 110601 22.79 22.92 22.02 22.10 -0.64 2,058 27,860 +302
Jul12 110601 22.61 22.70 21.81 21.87 -0.69 2,328 24,769 +822
Total Volume and Open Interest 83,151 601,933 +5,759
London Cocoa(LCE)
Jul11 110601 1837 1844 1809 1814 -26 4,271 78,680 -203
Sep11 110601 1857 1864 1833 1837 -24 4,084 37,595 +581
Dec11 110601 1889 1890 1861 1865 -24 2,109 32,934 -104
Mar12 110601 1911 1913 1885 1888 -25 2,132 37,124 +735
May12 110601 1919 1919 1897 1897 -23 132 9,908 +0
Jul12 110601 1923 1923 1902 1902 -25 51 4,289 -4
Sep12 110601 1920 1920 1905 1905 -25 36 3,284 +27
Total Volume and Open Interest 12,867 211,585 +1,082
London Sugar(LCE)
Aug11 110601 675.70 682.40 664.00 664.60 -7.40 2,634 26,157 -587
Oct11 110601 623.40 631.50 614.20 615.30 -6.50 1,020 10,293 +407
Dec11 110601 614.00 620.30 603.90 604.80 -8.30 241 4,694 +138
Mar12 110601 604.20 609.10 593.20 594.70 -9.10 496 2,977 +273
May12 110601 595.00 599.10 584.00 585.00 -8.90 105 1,497 +40
Total Volume and Open Interest 4,547 47,418 +302
Cotton(ICE)
Jul11 110601 161.39 163.00 158.50 160.97 +2.30 5,332 64,952 -1,376
Oct11 110601 147.96 150.88 145.00 149.75 +2.81 4 416 +1
Dec11 110601 135.90 138.48 131.94 137.27 +1.77 3,410 67,804 +698
Mar12 110601 126.05 128.00 123.21 127.23 +1.36 366 10,752 +159
May12 110601 119.95 120.50 117.00 119.78 +0.57 39 2,519 -5
Jul12 110601 115.00 117.00 111.93 116.10 +1.35 262 4,805 +220
Total Volume and Open Interest 9,582 153,976 -237
Lumber(CME)
Jul11 110601 246.9 252.0 235.4 237.0 -6.5 980 7,043 -284
Sep11 110601 268.4 273.0 259.0 259.0 -10.0 527 2,892 +224
Nov11 110601 271.8 275.8 260.0 261.5 -7.6 38 661 +13
Jan12 110601 275.0 287.0 275.0 275.0 -10.0 4 44 +2
Total Volume and Open Interest 1,551 10,645 -45
Crude Oil(NYM)
Jul11 110601 102.68 103.31 99.63 100.29 -2.41 212,254 376,620 -10,326
Aug11 110601 103.22 103.88 100.43 100.86 -2.41 54,216 92,006 +4,140
Sep11 110601 103.63 104.30 100.70 101.33 -2.40 41,037 102,134 +1,213
Oct11 110601 104.15 104.65 101.08 101.72 -2.37 15,042 48,946 +407
Nov11 110601 104.68 104.85 101.65 102.03 -2.33 8,762 37,017 +844
Dec11 110601 104.60 105.10 101.67 102.28 -2.29 41,018 185,492 +599
Jan12 110601 104.76 104.92 101.95 102.46 -2.25 5,893 42,808 -195
Feb12 110601 105.31 105.31 102.06 102.61 -2.21 2,892 22,448 -5
Mar12 110601 104.90 104.99 102.25 102.74 -2.17 3,253 27,880 -328
Apr12 110601 104.69 104.89 102.84 102.86 -2.13 2,142 16,736 +324
May12 110601 104.42 104.67 102.52 102.97 -2.10 2,271 17,222 -83
Jun12 110601 105.35 105.35 102.60 103.07 -2.07 8,788 79,066 -252
Jul12 110601 104.95 104.95 103.07 103.07 -2.03 1,054 23,850 +0
Aug12 110601 102.97 102.97 102.97 102.97 -2.01 198 15,054 -62
Sep12 110601 102.87 102.87 102.87 102.87 -2.01 289 13,592 -121
Oct12 110601 102.81 102.81 102.81 102.81 -2.00 93 8,644 -5
Total Volume and Open Interest 414,308 1,506,435 -4,241
e-miNY Crude Oil(NYM)
Jun11 110429 112.775 114.175 112.275 113.925 +1.075 11,912 3,616 +446
Jul11 110601 102.650 103.325 99.625 100.300 -2.400 6,247 3,395 +241
Aug11 110601 103.350 103.850 100.200 100.850 -2.425 296 764 +17
Sep11 110601 103.925 104.125 100.775 101.325 -2.400 164 300 +47
Oct11 110601 104.100 104.100 101.725 101.725 -2.375 2 46 +0
Nov11 110601 102.025 102.025 102.025 102.025 -2.325 1 21 +0
Dec11 110601 104.700 104.700 102.275 102.275 -2.300 3 340 +3
Jan12 110601 102.450 102.450 102.450 102.450 -2.250 2 11 +1
Feb12 110601 102.600 102.600 102.600 102.600 -2.225 4 3 +0
Mar12 110601 102.750 102.750 102.750 102.750 -2.150 0 8 +0
Total Volume and Open Interest 6,719 5,047 +309
Heating Oil(NYM)
Jul11 110601 304.35 306.46 299.16 300.87 -4.43 46,965 102,968 +1,589
Aug11 110601 306.76 307.84 300.62 302.33 -4.31 9,664 40,103 +1,578
Sep11 110601 308.15 308.26 302.83 304.10 -4.22 5,358 31,214 +455
Oct11 110601 308.40 309.59 304.14 305.79 -4.10 3,007 12,696 +350
Nov11 110601 311.39 311.39 306.15 307.48 -3.98 1,609 14,072 +159
Dec11 110601 313.43 314.12 307.52 309.11 -3.91 7,038 35,389 +413
Jan12 110601 313.00 313.74 310.00 310.73 -3.82 847 14,983 +278
Feb12 110601 311.13 311.48 311.04 311.05 -3.77 321 5,829 +9
Mar12 110601 309.96 310.14 309.96 310.14 -3.75 114 3,946 +31
Apr12 110601 310.00 310.00 307.98 307.98 -3.73 32 2,008 +15
May12 110601 306.03 306.03 306.03 306.03 -3.73 64 1,524 +49
Jun12 110601 304.61 304.61 304.61 304.61 -3.73 581 17,589 +178
Total Volume and Open Interest 106,066 300,994 -3,377
Gasoline(NYMEX)
Jul11 110601 304.75 305.75 296.86 297.73 -7.30 48,701 92,170 +2,656
Aug11 110601 301.67 302.36 294.50 295.41 -6.45 19,182 27,692 +1,697
Sep11 110601 299.35 299.35 292.19 293.11 -5.92 9,336 33,826 +820
Oct11 110601 285.95 285.95 279.58 280.61 -5.51 3,652 22,836 +109
Nov11 110601 283.36 283.36 277.71 277.77 -5.34 1,253 12,166 -60
Dec11 110601 281.74 282.08 275.24 276.55 -5.23 3,047 25,482 +23
Jan12 110601 280.93 281.30 277.04 277.04 -5.14 359 7,623 +56
Feb12 110601 282.74 282.74 278.65 278.65 -5.08 90 4,220 +55
Mar12 110601 284.11 284.11 280.33 280.33 -5.05 10 4,474 +2
Apr12 110601 295.26 295.26 292.03 292.03 -5.15 108 4,048 +99
Total Volume and Open Interest 114,017 258,242 -3,319
e-miNY RBOB Gasoline(NYM)
Jul11 110601 297.70 297.73 297.70 297.70 -7.30 0 2 +0
Aug11 110601 295.40 295.41 295.40 295.40 -6.50 0 1 +0
Sep11 110601 293.10 293.11 293.10 293.10 -5.90      
Oct11 110601 280.60 280.61 280.60 280.60 -5.50 0 1 +0
Total Volume and Open Interest 0 6 -1
Natural Gas(NYM)
Jul11 110601 4.655 4.680 4.587 4.629 -0.037 146,465 216,595 -3,516
Aug11 110601 4.678 4.715 4.628 4.667 -0.033 30,182 78,063 -452
Sep11 110601 4.700 4.723 4.642 4.681 -0.029 23,355 118,304 +1,543
Oct11 110601 4.726 4.756 4.678 4.717 -0.027 26,094 99,005 +1,552
Nov11 110601 4.881 4.886 4.822 4.849 -0.028 13,472 54,155 +428
Dec11 110601 5.063 5.085 5.020 5.046 -0.029 8,751 41,776 +775
Jan12 110601 5.179 5.196 5.127 5.156 -0.026 15,131 86,666 +690
Feb12 110601 5.169 5.173 5.111 5.138 -0.027 2,036 19,208 +80
Mar12 110601 5.095 5.105 5.042 5.068 -0.027 4,644 39,076 -200
Apr12 110601 4.911 4.946 4.894 4.912 -0.025 4,441 38,485 +186
May12 110601 4.908 4.931 4.906 4.923 -0.026 921 9,109 +60
Jun12 110601 4.981 4.981 4.942 4.953 -0.028 239 9,068 +9
Jul12 110601 4.995 5.010 4.988 4.997 -0.029 234 6,142 -27
Aug12 110601 5.023 5.031 5.017 5.025 -0.028 257 5,874 -41
Sep12 110601 5.028 5.042 5.028 5.035 -0.028 276 5,627 -6
Oct12 110601 5.082 5.096 5.068 5.082 -0.028 1,734 13,707 +744
Total Volume and Open Interest 282,486 911,015 +1,926
Brent Crude Oil(ICE)
Jul11 110601 117.07 117.28 113.84 114.53 -2.20 18,832 218,644 +3,789
Aug11 110601 116.82 116.85 113.50 114.19 -2.19 4,862 143,305 -23
Sep11 110601 116.19 116.42 113.13 113.80 -2.17 2,613 82,137 -623
Oct11 110601 115.85 116.02 112.85 113.47 -2.14 894 51,880 +2,529
Nov11 110601 115.46 115.74 112.72 113.19 -2.13 418 26,853 +3,918
Dec11 110601 115.23 115.45 112.30 112.91 -2.12 625 92,669 +1,118
Jan12 110601 114.39 114.47 112.69 112.69 -2.10 188 19,662 -1,399
Feb12 110601 114.06 114.06 112.46 112.46 -2.08 64 19,192 -17
Mar12 110601 114.55 114.55 112.23 112.23 -2.06 25 30,894 -418
Apr12 110601 111.99 111.99 111.99 111.99 -2.03 0 8,548 -79
May12 110601 111.75 111.75 111.75 111.75 -2.01 0 5,464 -44
Jun12 110601 113.81 113.81 111.12 111.51 -1.99 3 36,148 +1,724
Jul12 110601 111.25 111.25 111.25 111.25 -1.96 0 3,988 +52
Aug12 110601 110.97 110.97 110.97 110.97 -1.92 0 2,503 +13
Total Volume and Open Interest 28,579 865,212 +11,072
Gas Oil(ICE)
Jun11 110601 961.75 966.00 942.75 959.25 -2.75 6,838 108,090 -3,719
Jul11 110601 965.00 968.50 945.50 962.00 -2.50 6,603 117,098 +3,548
Aug11 110601 968.25 971.00 948.75 965.25 -2.25 653 55,335 +663
Sep11 110601 971.00 971.00 951.75 968.25 -2.00 618 49,570 -1,189
Oct11 110601 973.00 973.00 954.25 970.25 -1.75 212 28,940 -351
Nov11 110601 974.00 974.00 957.75 971.25 -1.75 92 25,318 +130
Dec11 110601 974.50 977.25 956.75 972.75 -1.75 210 58,441 -676
Jan12 110601 977.75 977.75 960.00 975.25 -1.50 96 24,205 -112
Feb12 110601 978.00 978.25 975.75 975.75 -1.50 1 6,937 -152
Mar12 110601 977.75 978.00 975.50 975.50 -1.50 4 6,798 -83
Total Volume and Open Interest 15,340 571,275 -1,770
Ethanol(CBOT)
Jun11 110601 2.655 2.655 2.630 2.642 unch 152 539 -80
Jul11 110601 2.631 2.655 2.630 2.650 +0.005 246 1,529 +128
Aug11 110601 2.621 2.650 2.620 2.647 +0.009 200 1,297 +49
Sep11 110601 2.586 2.611 2.585 2.603 +0.004 115 1,162 +18
Oct11 110601 2.497 2.502 2.495 2.497 +0.004 34 970 +24
Nov11 110601 2.428 2.428 2.428 2.428 unch 14 804 +7
Dec11 110601 2.415 2.419 2.415 2.416 +0.003 14 1,119 +4
Jan12 110601 2.382 2.382 2.382 2.382 -0.005 4 575 +0
Total Volume and Open Interest 803 8,730 +160
WTI Crude Oil(ICE
Jul11 110601 103.07 103.30 99.64 100.29 -2.41 2,780 99,117 +1,069
Aug11 110601 103.62 103.86 100.30 100.86 -2.41 678 39,424 +732
Sep11 110601 103.92 104.19 100.82 101.33 -2.40 310 36,390 +1,683
Oct11 110601 104.13 104.13 101.10 101.72 -2.37 95 19,239 +978
Nov11 110601 104.38 104.38 101.52 102.03 -2.33 48 15,199 +373
Dec11 110601 104.70 104.96 101.71 102.28 -2.29 247 82,301 +479
Jan12 110601 104.52 104.52 101.89 102.46 -2.25 8 11,981 -70
Feb12 110601 104.63 104.63 102.61 102.61 -2.21 1 3,982 +161
Mar12 110601 104.78 104.78 102.43 102.74 -2.17 0 11,614 -460
Apr12 110601 102.86 102.86 102.86 102.86 -2.13 0 4,043 +83
May12 110601 102.97 102.97 102.97 102.97 -2.10 0 2,487 +137
Jun12 110601 105.10 105.10 102.79 103.07 -2.07 0 25,508 -504
Jul12 110601 103.07 103.07 103.07 103.07 -2.03 0 1,797 -32
Aug12 110601 102.97 102.97 102.97 102.97 -2.01 0 884 +0
Sep12 110601 102.87 102.87 102.87 102.87 -2.01 0 4,300 +0
Oct12 110601 102.81 102.81 102.81 102.81 -2.00 0 511 +0
Total Volume and Open Interest 4,177 460,275 +7,186
US Dollar Index(ICE)
Jun11 110601 74.525 74.955 74.345 74.730 +0.035 2,857 55,375 -1,019
Sep11 110601 75.000 75.410 74.820 75.195 +0.030 247 1,478 +29
Dec11 110601 75.725 75.725 75.725 75.725 +0.030 0 2 +0
Total Volume and Open Interest 3,104 56,856 -990
Australian Dollar(CME)
Jun11 110601 106.41 107.37 105.86 106.38 -0.08 92,193 113,133 +2,010
Sep11 110601 105.20 106.00 104.55 105.03 -0.10 1,245 2,613 +903
Dec11 110601 104.00 104.00 103.78 103.78 -0.12 8 84 +0
Total Volume and Open Interest 93,446 115,832 +2,913
British Pound(CME)
Jun11 110601 164.47 164.94 163.27 163.58 -0.92 106,799 109,314 +446
Sep11 110601 164.47 164.68 163.12 163.38 -0.91 232 1,132 +69
Dec11 110601 163.15 164.06 163.15 163.15 -0.91 1 48 -1
Total Volume and Open Interest 107,033 110,503 +514
Canadian Dollar(CME)
Jun11 110601 103.18 103.40 102.30 102.56 -0.62 58,703 110,641 -2,001
Sep11 110601 102.99 103.13 102.08 102.31 -0.62 2,966 8,076 +2,081
Dec11 110601 102.24 102.66 101.85 102.04 -0.62 22 3,080 +3
Mar12 110601 101.90 102.41 101.78 101.78 -0.63 2 389 +2
Total Volume and Open Interest 61,695 122,493 +87
Japanese Yen(CME)
Jun11 110601 122.73 124.00 122.69 123.63 +0.90 108,638 94,034 -4,493
Sep11 110601 122.80 124.03 122.78 123.68 +0.89 927 4,003 +217
Dec11 110601 122.92 123.79 122.89 123.79 +0.90 3 220 +0
Total Volume and Open Interest 109,569 98,268 -4,276
Swiss Franc(CME)
Jun11 110601 117.15 119.29 117.06 118.72 +1.52 47,141 68,866 +2,427
Sep11 110601 117.48 119.34 117.17 118.80 +1.52 1,254 1,372 +810
Dec11 110601 119.33 119.33 117.36 118.88 +1.52 0 16 +0
Total Volume and Open Interest 48,395 70,256 +3,237
EuroFX(CME)
Jun11 110601 143.89 144.58 143.18 143.69 -0.10 328,971 257,773 -736
Sep11 110601 143.69 144.17 142.77 143.30 -0.11 2,310 6,918 -324
Dec11 110601 142.89 143.00 142.89 142.89 -0.11 9 179 +9
Total Volume and Open Interest 331,292 265,253 -1,052
Mexican Peso(CME)
Jun11 110601 863.0 865.2 852.5 856.0 -7.2 24,978 143,103 -872
Jul11 110601 854.8 862.0 854.8 854.8 -7.2      
Total Volume and Open Interest 25,052 143,674 -815
30-Year T-Bonds(CBOT)
Jun11 110520 124~280 124~280 124~160 124~270 +0~070      
Sep11 110601 124~220 126~100 124~160 125~310 +1~040 226,670 632,821 +106,346
Dec11 110601 124~000 124~280 123~120 124~160 +1~040 5 15 +4
Total Volume and Open Interest 597,324 758,301 -2,423
10-Year T-Notes(CBOT)
Jun11 110601 123~295 124~295 123~260 124~235 +0~225 1,353,509 408,347 -341,529
Sep11 110601 122~155 123~165 122~120 123~100 +0~225 719,374 1,618,601 +273,469
Dec11 110601 121~285 122~120 121~195 122~100 +0~225 1 9 +0
Total Volume and Open Interest 2,072,884 2,026,957 -68,060
5-Year T-Notes(CBOT)
Jun11 110520 119~063 119~063 119~062 119~062 +0~015      
Sep11 110601 119~009 119~080 118~127 119~066 +0~048 471,857 1,270,355 +213,408
Dec11 110601 118~090 118~090 118~042 118~090 +0~048      
Total Volume and Open Interest 1,237,466 1,540,920 +16,433
2 Year T-Notes(CBOT)
Jun11 110601 109~119 110~000 109~118 109~127 +0~004 377,049 168,125 -134,457
Sep11 110601 109~075 109~086 109~071 109~083 +0~007 285,316 884,823 +123,328
Dec11 110601 109~027 109~027 109~014 109~027 +0~013 0 20 +0
Total Volume and Open Interest 662,365 1,052,968 -11,129
Eurodollars(CME)
Jun11 110601 99.738 99.740 99.735 99.738 unch 134,807 911,104 -9,093
Sep11 110601 99.675 99.680 99.665 99.675 +0.005 163,035 1,289,603 -16,900
Dec11 110601 99.600 99.610 99.590 99.600 unch 178,076 1,569,938 +6,346
Mar12 110601 99.510 99.525 99.495 99.510 unch 201,984 1,682,272 -8,065
Jun12 110601 99.355 99.390 99.345 99.375 +0.015 261,504 1,510,860 +6,416
Sep12 110601 99.140 99.200 99.120 99.185 +0.040 170,713 811,289 -985
Dec12 110601 98.885 98.970 98.860 98.955 +0.065 157,330 579,359 -8,929
Mar13 110601 98.640 98.760 98.615 98.740 +0.090 140,141 400,618 -135
Jun13 110601 98.390 98.530 98.360 98.510 +0.110 92,575 269,909 +6,382
Sep13 110601 98.130 98.290 98.105 98.265 +0.120 67,289 253,787 -2,914
Dec13 110601 97.850 98.030 97.840 98.005 +0.130 41,951 190,316 +1,680
Mar14 110601 97.600 97.790 97.595 97.760 +0.130 36,014 179,836 +1,094
Jun14 110601 97.370 97.550 97.365 97.515 +0.125 13,502 107,036 +902
Sep14 110601 97.125 97.305 97.125 97.275 +0.120 9,366 63,124 +529
Dec14 110601 96.880 97.060 96.880 97.030 +0.115 11,105 69,162 -650
Mar15 110601 96.680 96.850 96.680 96.820 +0.110 7,519 49,681 +804
Jun15 110601 4.730 4.885 4.730 4.860 +0.105 6,599 46,285 +929
Sep15 110601 4.535 4.690 4.535 4.660 +0.095 5,506 41,635 +499
Total Volume and Open Interest      
30 Day Federal Funds(CBOT)
Jun11 110601 99.895 99.900 99.895 99.900 unch 3,468 58,856 +173
Jul11 110601 99.895 99.900 99.890 99.895 unch 539 53,649 +26
Aug11 110601 99.880 99.885 99.880 99.885 unch 4,247 50,294 -505
Sep11 110601 99.865 99.870 99.865 99.865 unch 2,648 45,658 -251
Oct11 110601 99.860 99.865 99.855 99.860 unch 2,581 52,386 +632
Nov11 110601 99.845 99.850 99.840 99.845 unch 3,634 53,838 +880
Total Volume and Open Interest 50,692 739,677 +7,968
30 Day Fed Funds(e-CBOT)
3-Mth Euro-Yen(CME)
Jun11 110601 99.670 99.670 99.670 99.670 unch 0 750 +0
Sep11 110601 99.668 99.668 99.668 99.668 unch      
Dec11 110601 99.670 99.670 99.670 99.670 unch 0 75 +0
Mar12 110601 99.658 99.658 99.658 99.658 unch      
Jun12 110601 99.670 99.670 99.670 99.670 unch      
Sep12 110601 99.600 99.600 99.600 99.600 unch      
Dec12 110601 99.560 99.560 99.560 99.560 unch      
Mar13 110601 99.560 99.560 99.560 99.560 unch      
Jun13 110601 99.515 99.515 99.515 99.515 unch      
Sep13 110601 99.375 99.375 99.375 99.375 unch      
Total Volume and Open Interest 0 825 +0
3-Mth Euro-Yen(SGX)
Jun11 110601 99.67 99.67 99.67 99.67 unch 200 5,803 -200
Sep11 110601 99.67 99.67 99.67 99.67 unch 200 1,466 +0
Dec11 110601 99.67 99.67 99.67 99.67 unch 0 1,957 +0
Mar12 110601 99.66 99.66 99.66 99.66 unch 300 4,177 +300
Jun12 110601 99.67 99.67 99.67 99.67 unch 0 1,254 +0
Sep12 110601 99.60 99.60 99.60 99.60 unch 0 411 +0
Dec12 110601 99.56 99.56 99.56 99.56 unch 0 24 +0
Mar13 110601 99.56 99.56 99.56 99.56 unch 0 1 +0
Total Volume and Open Interest 700 15,093 +100
Japanese Gov't Bonds(SGX)
Jun11 110531 140.97 140.97 140.53 140.57 -0.28 1,232 21,316 +440
Sep11 110601 140.34 140.41 140.29 140.39 +0.05 273 241 +21
Dec11 110601 138.30 138.30 138.30 138.30 +0.05      
Total Volume and Open Interest 2,041 22,608 +781
Euro-Bund(EUREX)
Jun11 110527 125.59 125.79 125.33 125.64 +0.13 1,118,620 1,000,784 +75
Sep11 110601 124.80 125.60 124.63 125.38 +0.34 31,344 70,723 +17,067
Dec11 110601 124.47 124.47 124.47 124.47 +0.32      
Total Volume and Open Interest 182,984 1,056,078 +17,714
Euro-Bobl(EUREX)
Jun11 110601 116.79 117.20 116.70 117.04 +0.13 137,403 795,368 -26,604
Sep11 110601 116.26 116.68 116.16 116.52 +0.15 22,646 127,531 +21,709
Dec11 110601 116.59 116.59 116.59 116.59 +0.13      
Total Volume and Open Interest 160,049 922,899 -9,447
3-Mth Euribor(EUREX)
Jun11 110601 98.530 98.535 98.530 98.530 unch 100 4,851 +150
Sep11 110601 98.295 98.305 98.285 98.290 -0.015 3 1,924 +27
Dec11 110601 98.145 98.145 98.130 98.130 -0.015 2 1,315 +7
Total Volume and Open Interest 121 11,565 +250
Long Gilt(LIFFE)
Jun11 110601 121~07 121~28 121~07 121~26 +0~15 85,508 58,546 +58,546
Sep11 110601 119~31 120~20 119~30 120~17 +0~15 92,168 336,619 +12,022
Total Volume and Open Interest 177,676 395,165 -10,571
3-Mth Short Sterling(LIFFE)
Jun11 110601 99.17 99.17 99.16 99.17 unch 12,294 441,130 +3,863
Sep11 110601 99.08 99.09 99.07 99.09 +0.01 25,179 443,447 +2,740
Dec11 110601 98.95 98.98 98.93 98.97 +0.02 48,347 457,924 +8,628
Mar12 110601 98.83 98.85 98.79 98.84 +0.03 45,305 424,675 -5,452
Jun12 110601 98.61 98.69 98.60 98.67 +0.04 64,493 338,953 +9,235
Sep12 110601 98.41 98.52 98.40 98.49 +0.06 33,625 234,057 +561
Total Volume and Open Interest 302,682 2,904,819 +26,588
3-Mth Euribor(LIFFE)
Jun11 110601 98.535 98.535 98.525 98.530 unch 13,508 679,332 -897
Sep11 110601 98.305 98.305 98.280 98.290 -0.015 17,748 637,529 +11,362
Dec11 110601 98.135 98.145 98.110 98.130 -0.015 20,082 559,596 +11,518
Total Volume and Open Interest 125,452 3,752,370 +73,665
3-Mth Aus T-Bills(SFE)
Jun11 110601 95.01 95.02 94.97 94.98 -0.04 29,271 127,740 -4,593
Sep11 110601 94.98 94.99 94.90 94.92 -0.07 59,247 243,711 +6,691
Dec11 110601 94.94 94.95 94.84 94.85 -0.09 45,548 165,916 +8,835
Mar12 110601 94.90 94.91 94.79 94.81 -0.09 13,329 90,038 +3,164
Jun12 110601 94.85 94.87 94.74 94.76 -0.10 5,741 54,821 +180
Sep12 110601 94.82 94.83 94.71 94.72 -0.10 4,292 52,469 +301
Dec12 110601 94.78 94.80 94.67 94.68 -0.09 4,260 28,329 +1,646
Mar13 110601 94.76 94.77 94.65 94.66 -0.09 1,501 21,982 +730
Jun13 110601 94.71 94.71 94.63 94.63 -0.10 100 2,288 +101
Sep13 110601 94.66 94.67 94.58 94.60 -0.11 115 1,536 +110
Total Volume and Open Interest 163,409 789,723 +17,165
10-Year Aus T-Bonds(SFE)
Jun11 110601 94.80 94.81 94.71 94.72 -0.08 45,024 409,610 -5,858
Sep11 110601 94.78 94.78 94.71 94.71 -0.07      
Total Volume and Open Interest 45,024 409,610 -5,858
3-Year Aus T-Bonds(SFE)
Jun11 110601 95.14 95.16 95.03 95.05 -0.10 194,481 745,273 +34,889
Sep11 110601 95.00 95.00 95.00 95.00 -0.15      
Total Volume and Open Interest 194,481 745,273 +34,889
Gold(CMX)
Jun11 110601 1535.7 1550.6 1529.7 1542.4 +6.5 76,719 10,905 -23,254
Aug11 110601 1536.6 1551.6 1530.4 1543.2 +6.4 138,115 325,154 +27,251
Oct11 110601 1537.3 1552.6 1532.0 1544.5 +6.4 328 9,965 +96
Dec11 110601 1538.4 1554.3 1533.3 1545.8 +6.4 2,954 68,392 +924
Feb12 110601 1536.2 1554.8 1536.2 1547.1 +6.4 77 8,585 -7
Apr12 110601 1540.5 1553.8 1536.0 1548.4 +6.4 18 5,338 -3
Jun12 110601 1547.3 1549.8 1544.1 1549.8 +6.4 153 12,624 +65
Aug12 110601 1551.7 1551.7 1551.7 1551.7 +6.3 5 4,520 +0
Oct12 110601 1553.8 1553.8 1553.8 1553.8 +6.1 0 3,624 +0
Dec12 110601 1558.9 1558.9 1556.4 1556.4 +5.9 41 12,221 -4
Feb13 110601 1559.5 1559.5 1559.5 1559.5 +5.8 0 255 +0
Apr13 110601 1562.9 1562.9 1562.9 1562.9 +5.4      
Total Volume and Open Interest 220,369 499,802 +5,308
Silver(CMX)
Jul11 110601 3849.0 3850.0 3635.5 3769.4 -61.1 48,528 61,003 +6
Sep11 110601 3846.5 3849.0 3650.0 3771.7 -61.2 1,998 12,007 +653
Dec11 110601 3820.0 3840.5 3640.0 3773.7 -61.4 1,565 23,143 +42
Mar12 110601 3793.0 3793.0 3651.0 3769.9 -61.6 21 3,676 +4
May12 110601 3766.5 3766.5 3766.5 3766.5 -61.6 17 1,158 +4
Jul12 110601 3827.0 3828.0 3676.5 3764.0 -61.6 8 1,808 +3
Sep12 110601 3762.0 3762.0 3762.0 3762.0 -61.7 2 102 +2
Total Volume and Open Interest 52,633 121,539 +785
Platinum(NYMEX)
Jul11 110601 1833.9 1839.2 1820.0 1823.9 -10.1 3,659 32,186 +323
Oct11 110601 1831.2 1840.0 1824.0 1827.6 -10.2 72 2,585 +39
Jan12 110601 1833.5 1840.0 1827.0 1830.3 -10.2 0 88 +0
Apr12 110601 1832.3 1832.3 1832.3 1832.3 -10.2 0 26 +0
Total Volume and Open Interest 3,733 34,889 +362
Palladium(NYMEX)
Jun11 110601 772.00 788.55 769.80 777.45 -1.50 2,893 1,305 -1,490
Sep11 110601 780.50 791.25 771.10 779.10 -1.90 4,042 18,188 +1,192
Dec11 110601 779.40 787.20 779.00 780.50 -1.80 24 533 +17
Total Volume and Open Interest 6,963 20,041 -281
Copper(CMX)
Jul11 110601 418.75 419.70 408.55 410.65 -7.10 33,135 59,621 +124
Sep11 110601 420.55 421.15 410.45 412.60 -7.05 3,860 36,168 +1,045
Dec11 110601 422.40 422.40 413.00 414.55 -6.90 708 14,380 +79
Mar12 110601 420.85 422.35 415.00 415.70 -6.75 32 5,120 +5
May12 110601 415.80 415.80 415.80 415.80 -6.75 224 1,572 -1
Total Volume and Open Interest 38,870 122,444 +918
DJIA Index(CBOT)
Jun11 110601 12567 12586 12270 12274 -284 302 24,368 +62
Sep11 110601 12393 12393 12206 12206 -283 2 21 +0
Dec11 110601 12135 12418 12135 12135 -283 0 7 +0
Mar12 110601 12075 12358 12075 12075 -283      
Total Volume and Open Interest 304 24,396 +62
S & P 500(CME)
Jun11 110601 1344.00 1347.70 1311.30 1312.10 -31.80 10,012 314,740 -2,522
Sep11 110601 1334.50 1335.00 1306.70 1306.70 -31.80 461 10,650 +287
Dec11 110601 1301.10 1301.40 1301.10 1301.10 -31.80 90 6,623 -2
Mar12 110601 1296.10 1296.40 1296.10 1296.10 -31.80      
Total Volume and Open Interest 10,563 332,018 -2,237
S & P 500 E-Mini(Globex)
Jun11 110520 1341.50 1344.00 1327.00 1327.75 -13.75      
Sep11 110601 1339.50 1342.50 1305.75 1306.75 -31.75 3,187 45,194 +397
Total Volume and Open Interest 1,396,501 2,824,898 +13,415
NASDAQ 100(CME)
Jun11 110601 2376.00 2380.50 2317.00 2319.50 -52.30 852 18,313 +27
Sep11 110601 2316.00 2316.00 2315.30 2316.00 -52.00 1 111 +0
Dec11 110601 2312.50 2312.50 2311.80 2312.50 -52.00 4 1 +0
Total Volume and Open Interest 857 18,425 +27
NASDAQ 100 E-Mini(Globex)
Jun11 110601 2375.50 2380.80 2318.00 2319.50 -52.30 154,910 326,967 -4,456
Sep11 110601 2371.80 2375.50 2314.80 2316.00 -52.00 235 1,470 +34
Total Volume and Open Interest 155,146 328,452 -4,422
S & P Midcap 400(CME)
Jun11 110601 976.50 976.50 974.00 974.50 -25.10 3 1,721 -2
Sep11 110601 971.90 973.50 971.90 971.90 -25.10      
Dec11 110601 970.30 971.90 970.30 970.30 -25.10      
Total Volume and Open Interest 3 1,721 -2
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Jun11 110601 9755 9755 9545 9555 -180 7,534 46,992 -3
Sep11 110601 9715 9715 9580 9580 -180 121 221 +117
Total Volume and Open Interest 7,655 47,213 +114
Nikkei 225(SGX)
Jun11 110601 9695 9750 9660 9710 +25 75,559 235,150 +105
Sep11 110601 9700 9740 9665 9710 +20 1,187 5,092 +1,093
Dec11 110601 9650 9650 9650 9650 +25 0 6,659 +0
Total Volume and Open Interest 76,775 251,864 +1,212
CAC 40(EURONEXT)
Jun11 110601 4013.5 4013.5 3903.5 3949.0 -41.0 35,981 347,495 -24,495
Jul11 110601 3997.5 3997.5 3914.0 3946.0 -41.0 9 61 -6
Aug11 110601 3950.5 3950.5 3950.5 3950.5 -41.0      
Total Volume and Open Interest 35,995 347,565 -24,496
Hang Seng Index(HKFE)
Jun11 110601 23572 23597 23472 23501 -42 54,748 90,376 +25,332
Jul11 110601 23574 23600 23485 23508 -38      
Total Volume and Open Interest 70,154 106,632  
DAX(EUREX)
Jun11 110601 7345.0 7347.5 7131.0 7226.5 -69.5 33,803 174,414 -1,599
Sep11 110601 7365.0 7370.0 7158.0 7249.5 -69.5 370 13,168 +1,208
Dec11 110601 7388.5 7388.5 7216.5 7279.5 -69.5 24 1,496 -8
Total Volume and Open Interest 34,197 189,078 -399
FT-SE 100(EURONEXT)
Jun11 110601 5996.00 5996.00 5864.50 5942.50 -23.00 104,929 638,222 +11,639
Sep11 110601 5956.00 5956.50 5830.50 5907.00 -23.50 13,992 30,424 +12,646
Dec11 110601 5883.50 5883.50 5883.50 5883.50 -24.50 0 285 +0
Total Volume and Open Interest 118,921 669,071 +24,285
SPI 200(SFE)
Jun11 110601 4716.0 4741.0 4694.0 4709.0 -2.0 28,898 180,821 -140
Sep11 110601 4716.0 4725.0 4692.0 4696.0 -1.0 118 4,317 +84
Dec11 110601 4715.0 4715.0 4715.0 4715.0 -1.0 4 2,871 +61
Total Volume and Open Interest 29,023 189,749 +128
GSCI(CME)
Jun11 110601 48.64 50.74 38.39 40.34 -10.30 60 10,746 +19
Jul11 110601 47.64 50.14 37.39 39.64 -10.30 2 0 +0
Aug11 110601 40.64 51.39 38.39 40.64 -10.50      
Total Volume and Open Interest 62 10,746 +19
Reuters CCI(ICE)
Jun11 110601 345.90 345.90 345.90 345.90 -4.60      
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.
Copyright © 1989- Moore Research Center, Inc. All Rights Reserved.

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