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Daily Futures Price Listing Thu June 02, 2011
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jul11 110602 1386.00 1411.50 1383.75 1407.00 +20.75 86,334 237,055 +0
Aug11 110602 1382.00 1407.25 1380.25 1400.50 +18.50 10,365 31,822 +0
Sep11 110602 1379.00 1400.75 1377.50 1396.25 +18.50 2,066 18,443 +0
Nov11 110602 1374.00 1396.75 1372.50 1392.75 +18.00 35,225 205,260 +0
Jan12 110602 1384.00 1404.00 1380.75 1400.00 +16.75 4,165 29,911 +0
Mar12 110602 1384.75 1404.00 1384.25 1397.25 +15.00 1,868 17,526 +0
May12 110602 1373.00 1394.75 1372.75 1383.50 +9.25 2,751 19,356 +0
Total Volume and Open Interest 144,598 578,376 +2,690
Soybean Meal(CBOT)
Jul11 110602 359.50 367.20 359.30 366.00 +5.30 36,891 88,675 +0
Aug11 110602 360.80 367.50 360.10 365.70 +4.20 7,540 36,061 +0
Sep11 110602 360.00 365.70 359.20 364.10 +4.10 2,276 18,912 +0
Oct11 110602 353.80 359.60 353.80 359.00 +3.80 990 16,906 +0
Dec11 110602 355.00 360.90 354.80 360.00 +3.60 10,923 49,992 +0
Jan12 110602 361.80 361.80 357.80 360.70 +3.00 370 4,610 +0
Mar12 110602 358.70 362.80 357.70 360.40 +2.00 508 3,491 +0
May12 110602 354.80 359.30 354.80 356.20 +0.90 751 4,865 +0
Total Volume and Open Interest 60,526 228,197 +1,929
Soybean Oil(CBOT)
Jul11 110602 58.37 59.32 58.21 58.91 +0.48 52,877 138,569 +0
Aug11 110602 58.58 59.57 58.48 59.19 +0.48 6,607 34,096 +0
Sep11 110602 58.83 59.83 58.79 59.49 +0.48 5,162 22,663 +0
Oct11 110602 59.03 60.07 59.03 59.76 +0.51 998 15,210 +0
Dec11 110602 59.56 60.59 59.50 60.22 +0.49 14,354 87,944 +0
Jan12 110602 60.23 60.71 59.94 60.42 +0.48 706 9,011 +0
Mar12 110602 59.88 60.69 59.81 60.51 +0.48 411 5,466 +0
May12 110602 60.70 60.70 59.98 60.46 +0.48 576 5,517 +0
Total Volume and Open Interest 81,847 321,598 -2,006
Canola(WCE)
Jul11 110602 589.9 598.8 589.9 595.4 +4.5 13,700 70,234 +0
Nov11 110602 596.3 602.0 595.1 599.4 +4.8 12,599 89,637 +0
Jan12 110602 608.0 609.8 606.2 607.4 +5.0 1,352 9,666 +0
Mar12 110602 614.1 616.5 612.6 614.0 +4.9 225 2,142 +0
May12 110602 614.2 619.7 614.2 617.3 +4.2 11 1,004 +0
Total Volume and Open Interest 27,897 175,287 +428
Corn(CBOT)
Jul11 110602 757.50 770.00 754.50 766.50 +8.00 148,538 558,960 +0
Sep11 110602 726.50 741.75 724.25 741.50 +13.25 35,677 200,087 +0
Dec11 110602 678.00 695.00 675.50 695.00 +15.50 56,547 467,842 +0
Mar12 110602 689.00 705.50 686.50 705.50 +14.50 2,939 80,683 +0
May12 110602 695.25 712.50 693.25 712.50 +16.00 1,401 17,707 +0
Jul12 110602 701.50 719.25 700.25 719.25 +14.75 1,720 45,242 +0
Total Volume and Open Interest 250,285 1,435,358 -2,091
Wheat(CBOT)
Jul11 110602 760.00 773.50 758.50 769.75 +10.50 86,406 198,668 +0
Sep11 110602 809.25 822.75 808.75 818.75 +9.50 26,449 80,381 +0
Dec11 110602 859.75 873.50 859.75 871.50 +11.50 19,590 95,720 +0
Mar12 110602 896.00 907.75 895.00 906.00 +11.00 4,904 22,563 +0
May12 110602 910.25 918.75 905.75 918.75 +13.00 873 8,083 +0
Total Volume and Open Interest 146,512 456,560 -2,639
Wheat(KCBT)
Jul11 110602 892.50 909.00 892.00 909.00 +17.50 16,994 72,738 +0
Sep11 110602 913.00 928.75 912.75 928.75 +17.50 7,499 43,760 +0
Dec11 110602 936.00 953.75 936.00 953.75 +18.75 3,916 43,748 +0
Mar12 110602 954.50 968.75 950.75 968.75 +19.75 989 7,369 +0
May12 110602 955.50 970.75 955.50 970.75 +19.75 144 991 +0
Total Volume and Open Interest 30,024 179,600 -20
Wheat(MGE)
Jul11 110602 1009.00 1025.00 1005.00 1019.50 +14.00 4,076 18,638 +0
Sep11 110602 979.00 992.50 975.50 987.25 +12.00 2,938 18,172 +0
Dec11 110602 982.00 997.00 976.25 989.75 +13.50 1,563 13,916 +0
Mar12 110602 983.50 1005.00 983.50 1000.75 +17.25 430 2,775 +0
May12 110602 990.50 1009.25 990.50 1005.00 +18.50 176 891 +0
Total Volume and Open Interest 9,467 58,589 +24
Oats(CBOT)
Jul11 110602 382.00 392.00 379.50 380.00 -3.00 2,033 7,173 +0
Sep11 110602 391.75 400.00 389.00 389.00 -3.25 1,272 1,865 +0
Dec11 110602 399.00 407.00 395.50 395.50 -3.50 250 3,645 +0
Mar12 110602 413.00 413.00 407.50 407.50 -3.50 3 22 +0
Total Volume and Open Interest 3,558 12,706 -112
Rough Rice(CBOT)
Jul11 110602 14.47 14.81 14.47 14.57 +0.01 1,750 13,590 +0
Sep11 110602 15.52 15.88 15.52 15.64 +0.10 1,278 5,567 +0
Nov11 110602 15.84 16.18 15.84 15.95 +0.10 167 1,981 +0
Jan12 110602 16.30 16.40 16.27 16.27 +0.10 0 254 +0
Total Volume and Open Interest 3,195 21,693 -664
Live Cattle(CME)
Jun11 110602 102.080 103.230 101.750 102.600 +0.450 10,527 44,496 +0
Aug11 110602 103.480 104.480 103.100 103.680 -0.250 20,074 139,932 +0
Oct11 110602 109.800 110.480 109.200 109.950 -0.100 5,442 76,595 +0
Dec11 110602 113.785 114.600 113.580 114.230 -0.020 3,848 52,827 +0
Feb12 110602 115.500 116.350 115.385 116.100 -0.035 740 14,161 +0
Apr12 110602 117.050 118.000 117.050 117.850 +0.200 243 7,278 +0
Total Volume and Open Interest 40,904 336,780 +1,426
Feeder Cattle(CME)
Aug11 110602 122.750 124.500 122.750 123.885 unch 2,828 21,939 +0
Sep11 110602 124.535 125.850 124.450 124.900 -0.050 686 5,317 +0
Oct11 110602 125.500 126.730 125.500 126.100 -0.100 494 4,402 +0
Nov11 110602 126.800 127.950 126.700 127.300 -0.350 595 1,897 +0
Jan12 110602 127.300 127.785 126.950 127.330 -0.070 174 639 +0
Mar12 110602 126.800 126.800 126.800 126.800 unch 23 58 +0
Apr12 110602 125.000 125.700 125.000 125.700 +0.200 0 7 +0
Total Volume and Open Interest 4,800 34,259 +647
Lean Hogs(CME)
Jun11 110602 89.600 90.285 88.350 89.080 -0.705 7,850 16,694 +0
Jul11 110602 89.150 89.900 87.450 87.980 -1.170 12,056 63,269 +0
Aug11 110602 90.000 90.785 88.850 89.580 -0.720 7,788 48,405 +0
Oct11 110602 84.180 84.550 83.285 83.830 -0.350 3,267 43,573 +0
Dec11 110602 82.000 82.400 80.830 82.050 +0.150 1,693 34,604 +0
Feb12 110602 83.885 84.600 82.950 84.480 +0.445 190 8,628 +0
Apr12 110602 84.950 85.900 84.080 85.850 +0.550 129 4,760 +0
May12 110602 88.500 89.800 88.500 89.800 +0.800 0 216 +0
Total Volume and Open Interest 33,040 222,640 +881
Class III Milk(CME)
Jun11 110602 18.91 18.96 18.82 18.89 -0.05 228 5,010 +0
Jul11 110602 20.00 20.08 19.85 19.95 -0.10 715 4,895 +0
Aug11 110602 19.45 19.54 19.34 19.41 -0.08 349 4,422 +0
Sep11 110602 19.24 19.25 19.05 19.13 -0.11 275 4,165 +0
Oct11 110602 18.65 18.65 18.47 18.47 -0.13 118 3,412 +0
Total Volume and Open Interest 2,209 36,608 +392
Cocoa(ICE)
Jul11 110602 2953 2959 2885 2904 -49 10,063 55,856 +0
Sep11 110602 2957 2975 2899 2919 -49 5,043 37,553 +0
Dec11 110602 2994 3000 2932 2951 -49 708 28,463 +0
Mar12 110602 3051 3051 2989 3010 -48 376 24,764 +0
May12 110602 3050 3053 2991 3009 -47 140 6,997 +0
Jul12 110602 3042 3042 2993 3005 -47 182 2,605 +0
Sep12 110602 2989 3000 2989 3000 -49 127 2,207 +0
Total Volume and Open Interest 16,701 162,681 +1,801
Coffee "C"(ICE)
Jul11 110602 255.95 262.65 253.30 261.25 +5.30 10,428 48,255 +0
Sep11 110602 259.20 266.00 256.95 264.80 +5.50 3,598 30,261 +0
Dec11 110602 263.50 270.10 261.35 269.10 +5.55 1,962 22,680 +0
Mar12 110602 266.00 272.65 264.30 271.80 +5.35 138 5,246 +0
May12 110602 267.65 274.65 266.25 273.80 +5.55 121 3,068 +0
Jul12 110602 267.90 274.05 266.45 273.30 +5.75 61 835 +0
Total Volume and Open Interest 16,338 112,192 +1,152
Orange Juice(ICE)
Jul11 110602 182.10 184.70 182.10 183.60 +1.60 1,549 26,629 +0
Sep11 110602 178.05 179.95 178.00 179.15 +1.40 975 5,753 +0
Nov11 110602 171.25 172.70 170.80 172.10 +1.35 471 2,652 +0
Jan12 110602 168.00 168.70 168.00 168.70 +1.15 155 409 +0
Mar12 110602 167.10 167.10 167.10 167.10 +0.85 9 129 +0
May12 110602 166.00 166.00 166.00 166.00 +0.20 0 80 +0
Total Volume and Open Interest 3,159 35,716 -38
Sugar #11(ICE)
Jul11 110602 22.57 23.73 22.55 23.52 +1.06 51,991 244,066 +0
Oct11 110602 22.50 23.53 22.45 23.38 +1.02 34,239 169,586 +0
Mar12 110602 22.61 23.72 22.61 23.60 +1.08 10,327 91,820 +0
May12 110602 22.41 23.34 22.39 23.30 +1.20 2,536 27,864 +0
Jul12 110602 22.30 23.20 22.30 23.16 +1.29 3,576 25,991 +0
Total Volume and Open Interest 105,528 606,482 +4,549
London Cocoa(LCE)
Jul11 110602 1814 1824 1795 1796 -18 7,582 78,021 +0
Sep11 110602 1837 1844 1815 1817 -20 3,515 38,296 +0
Dec11 110602 1863 1867 1843 1845 -20 1,959 33,500 +0
Mar12 110602 1890 1890 1865 1868 -20 1,082 37,259 +0
May12 110602 1893 1896 1876 1878 -19 95 9,906 +0
Jul12 110602 1890 1890 1885 1885 -17 6 4,295 +0
Sep12 110602 1890 1890 1890 1890 -15 13 3,287 +0
Total Volume and Open Interest 14,380 212,443 +858
London Sugar(LCE)
Aug11 110602 668.00 688.70 665.30 683.90 +19.30 6,387 26,343 +0
Oct11 110602 617.20 633.10 614.50 628.30 +13.00 1,657 10,683 +0
Dec11 110602 609.00 620.60 607.20 617.90 +13.10 442 4,827 +0
Mar12 110602 595.30 610.10 595.30 608.40 +13.70 685 3,276 +0
May12 110602 587.30 602.70 587.30 601.20 +16.20 259 1,681 +0
Total Volume and Open Interest 9,558 48,671 +1,253
Cotton(ICE)
Jul11 110602 163.61 166.23 159.15 164.24 +3.27 6,454 65,026 +0
Oct11 110602 150.18 150.97 147.34 148.42 -1.33 62 403 +0
Dec11 110602 136.35 139.50 133.81 139.23 +1.96 7,038 68,094 +0
Mar12 110602 126.75 129.77 124.00 129.51 +2.28 1,666 10,998 +0
May12 110602 119.50 120.92 117.30 120.92 +1.14 554 2,611 +0
Jul12 110602 115.50 115.75 115.00 115.19 -0.91 643 5,240 +0
Total Volume and Open Interest 16,502 155,142 +1,166
Lumber(CME)
Jul11 110602 236.0 241.3 231.0 231.0 -6.0 1,623 6,620 +0
Sep11 110602 257.3 261.3 254.2 256.9 -2.1 1,386 3,431 +0
Nov11 110602 259.0 264.8 258.1 260.0 -1.5 93 721 +0
Jan12 110602 274.9 276.0 274.0 274.0 -1.0 5 45 +0
Total Volume and Open Interest 3,109 10,823 +178
Crude Oil(NYM)
Jul11 110602 99.79 100.93 98.46 100.40 +0.11 319,037 365,230 +0
Aug11 110602 100.35 101.50 99.06 101.00 +0.14 88,914 98,954 +0
Sep11 110602 100.76 101.96 99.63 101.49 +0.16 52,992 106,051 +0
Oct11 110602 101.30 102.42 100.00 101.95 +0.23 14,916 49,727 +0
Nov11 110602 101.26 102.84 100.44 102.34 +0.31 7,958 36,598 +0
Dec11 110602 101.66 103.16 100.68 102.66 +0.38 44,931 186,394 +0
Jan12 110602 101.85 103.37 101.00 102.88 +0.42 4,465 42,486 +0
Feb12 110602 102.92 103.44 101.35 103.06 +0.45 2,688 22,187 +0
Mar12 110602 101.97 103.33 101.64 103.22 +0.48 3,981 27,995 +0
Apr12 110602 103.06 103.44 101.55 103.38 +0.52 1,800 16,214 +0
May12 110602 101.98 103.84 101.98 103.54 +0.57 2,093 17,131 +0
Jun12 110602 103.40 103.85 101.85 103.69 +0.62 9,123 78,392 +0
Jul12 110602 103.69 103.75 103.69 103.75 +0.68 2,180 25,218 +0
Aug12 110602 103.68 103.68 103.68 103.68 +0.71 893 15,582 +0
Sep12 110602 103.61 103.61 103.61 103.61 +0.74 626 13,586 +0
Oct12 110602 103.55 103.55 103.55 103.55 +0.74 492 8,908 +0
Total Volume and Open Interest 580,479 1,508,418 +1,983
e-miNY Crude Oil(NYM)
Jun11 110519 99.675 100.800 98.250 98.450 -1.650 6,142 2,098 -382
Jul11 110602 99.775 100.925 98.475 100.400 +0.100 8,415 3,123 +0
Aug11 110602 100.275 101.500 99.125 101.000 +0.150 303 791 +0
Sep11 110602 101.125 101.600 99.825 101.500 +0.175 93 331 +0
Oct11 110602 101.300 101.950 101.300 101.950 +0.225 113 113 +0
Nov11 110602 102.350 102.350 102.350 102.350 +0.325 4 18 +0
Dec11 110602 101.975 102.650 100.950 102.650 +0.375 28 339 +0
Jan12 110602 102.875 102.875 102.875 102.875 +0.425 3 11 +0
Feb12 110602 103.050 103.050 103.050 103.050 +0.450 0 3 +0
Mar12 110602 103.225 103.225 103.225 103.225 +0.475 0 8 +0
Total Volume and Open Interest 8,959 4,896 -151
Heating Oil(NYM)
Jul11 110602 301.41 305.70 299.45 304.39 +3.52 62,525 103,660 +0
Aug11 110602 302.30 306.63 300.92 305.84 +3.51 15,271 43,165 +0
Sep11 110602 304.60 308.40 302.95 307.67 +3.57 8,235 32,560 +0
Oct11 110602 307.65 309.76 305.03 309.49 +3.70 3,067 13,126 +0
Nov11 110602 310.01 312.00 307.19 311.16 +3.68 1,333 14,097 +0
Dec11 110602 309.41 313.97 307.81 312.73 +3.62 5,094 34,550 +0
Jan12 110602 312.84 314.32 309.78 314.32 +3.59 1,022 15,293 +0
Feb12 110602 310.47 314.71 310.47 314.62 +3.57 40 5,832 +0
Mar12 110602 313.79 313.80 313.50 313.67 +3.53 237 3,889 +0
Apr12 110602 309.42 311.71 309.42 311.48 +3.50 38 2,026 +0
May12 110602 309.71 309.73 309.48 309.48 +3.45 102 1,527 +0
Jun12 110602 304.49 308.28 304.23 308.03 +3.42 1,351 17,883 +0
Total Volume and Open Interest 98,367 297,794 -3,200
Gasoline(NYMEX)
Jul11 110602 297.15 300.22 292.49 296.77 -0.96 55,768 91,009 +0
Aug11 110602 295.08 297.58 290.55 294.68 -0.73 23,466 31,357 +0
Sep11 110602 292.97 295.34 288.76 292.92 -0.19 12,397 34,965 +0
Oct11 110602 278.99 282.55 276.85 281.14 +0.53 5,701 22,592 +0
Nov11 110602 278.90 279.27 274.53 278.70 +0.93 2,713 12,077 +0
Dec11 110602 276.10 278.88 273.23 277.64 +1.09 4,025 25,749 +0
Jan12 110602 274.16 278.32 274.16 278.32 +1.28 437 7,429 +0
Feb12 110602 280.00 280.00 280.00 280.00 +1.35 81 4,263 +0
Mar12 110602 281.88 281.88 281.75 281.75 +1.42 15 4,470 +0
Apr12 110602 293.50 293.50 293.50 293.50 +1.47 15 4,047 +0
Total Volume and Open Interest 105,221 253,672 -4,570
e-miNY RBOB Gasoline(NYM)
Jul11 110602 296.80 296.80 296.77 296.80 -0.90 1 3 +0
Aug11 110602 294.70 294.70 294.68 294.70 -0.70 0 1 +0
Sep11 110602 292.90 292.92 292.90 292.90 -0.20      
Oct11 110602 281.10 281.14 281.10 281.10 +0.50 0 1 +0
Total Volume and Open Interest 1 7 +1
Natural Gas(NYM)
Jul11 110602 4.627 4.859 4.625 4.794 +0.165 173,184 214,222 +0
Aug11 110602 4.668 4.886 4.663 4.821 +0.154 45,389 78,528 +0
Sep11 110602 4.683 4.887 4.678 4.822 +0.141 34,378 118,767 +0
Oct11 110602 4.723 4.913 4.718 4.848 +0.131 38,395 101,594 +0
Nov11 110602 4.884 5.013 4.856 4.956 +0.107 20,793 56,728 +0
Dec11 110602 5.058 5.200 5.055 5.145 +0.099 13,484 43,137 +0
Jan12 110602 5.182 5.314 5.161 5.250 +0.094 21,911 86,892 +0
Feb12 110602 5.146 5.289 5.146 5.230 +0.092 2,080 19,364 +0
Mar12 110602 5.111 5.220 5.077 5.159 +0.091 5,502 38,661 +0
Apr12 110602 4.935 5.049 4.925 4.993 +0.081 9,927 39,840 +0
May12 110602 4.954 5.052 4.948 5.001 +0.078 1,888 8,818 +0
Jun12 110602 4.967 5.071 4.967 5.028 +0.075 1,813 9,317 +0
Jul12 110602 5.012 5.112 5.012 5.065 +0.068 1,595 6,137 +0
Aug12 110602 5.129 5.135 5.071 5.092 +0.067 426 5,808 +0
Sep12 110602 5.066 5.139 5.062 5.101 +0.066 507 5,719 +0
Oct12 110602 5.119 5.195 5.109 5.147 +0.065 2,761 15,205 +0
Total Volume and Open Interest 376,524 919,093 +8,078
Brent Crude Oil(ICE)
Jul11 110602 114.33 115.95 113.74 115.54 +1.01 168,236 216,239 +0
Aug11 110602 114.16 115.50 113.40 115.16 +0.97 70,839 147,725 +0
Sep11 110602 113.80 115.10 112.95 114.71 +0.91 38,979 85,486 +0
Oct11 110602 113.25 114.62 112.57 114.31 +0.84 12,728 51,894 +0
Nov11 110602 113.08 114.34 112.29 114.01 +0.82 5,331 27,468 +0
Dec11 110602 112.90 114.09 112.04 113.74 +0.83 29,647 93,416 +0
Jan12 110602 112.47 113.70 111.88 113.52 +0.83 1,969 20,002 +0
Feb12 110602 112.12 113.45 111.73 113.30 +0.84 1,307 19,187 +0
Mar12 110602 111.90 113.34 111.45 113.08 +0.85 1,596 31,033 +0
Apr12 110602 112.84 112.84 112.84 112.84 +0.85 748 8,368 +0
May12 110602 112.59 112.59 112.59 112.59 +0.84 253 5,479 +0
Jun12 110602 111.33 112.63 110.72 112.35 +0.84 4,207 34,839 +0
Jul12 110602 112.10 112.10 112.10 112.10 +0.85 222 4,115 +0
Aug12 110602 111.83 111.83 111.83 111.83 +0.86 66 2,488 +0
Total Volume and Open Interest 349,184 874,507 +9,295
Gas Oil(ICE)
Jun11 110602 948.50 960.25 942.25 944.00 -15.25 42,760 102,973 +0
Jul11 110602 951.75 964.50 945.25 947.50 -14.50 70,945 117,012 +0
Aug11 110602 954.50 967.00 949.00 951.00 -14.25 19,866 58,146 +0
Sep11 110602 955.50 971.00 952.25 954.00 -14.25 13,080 48,082 +0
Oct11 110602 957.50 973.00 954.25 956.25 -14.00 5,347 29,198 +0
Nov11 110602 958.75 972.00 955.00 957.25 -14.00 1,666 25,472 +0
Dec11 110602 962.25 975.50 957.00 958.75 -14.00 13,600 57,771 +0
Jan12 110602 962.75 978.00 959.00 961.25 -14.00 2,573 24,736 +0
Feb12 110602 963.25 972.25 962.00 962.00 -13.75 544 6,969 +0
Mar12 110602 962.75 976.50 960.00 961.75 -13.75 390 6,767 +0
Total Volume and Open Interest 174,099 568,982 -2,293
Ethanol(CBOT)
Jun11 110602 2.653 2.659 2.645 2.652 +0.010 322 264 +0
Jul11 110602 2.660 2.670 2.660 2.663 +0.013 177 1,299 +0
Aug11 110602 2.660 2.667 2.655 2.666 +0.019 143 1,359 +0
Sep11 110602 2.620 2.628 2.609 2.619 +0.016 88 1,158 +0
Oct11 110602 2.510 2.529 2.506 2.523 +0.026 146 874 +0
Nov11 110602 2.450 2.462 2.442 2.459 +0.031 85 809 +0
Dec11 110602 2.430 2.444 2.420 2.438 +0.022 80 1,131 +0
Jan12 110602 2.410 2.418 2.400 2.408 +0.026 42 597 +0
Total Volume and Open Interest 1,143 8,275 -455
WTI Crude Oil(ICE
Jul11 110602 99.98 100.92 98.46 100.40 +0.11 73,969 97,474 +0
Aug11 110602 100.69 101.49 99.09 101.00 +0.14 22,136 39,995 +0
Sep11 110602 101.18 101.98 99.63 101.49 +0.16 15,467 35,608 +0
Oct11 110602 101.29 102.45 100.18 101.95 +0.23 6,429 19,207 +0
Nov11 110602 101.67 102.55 100.53 102.34 +0.31 3,173 14,655 +0
Dec11 110602 101.78 103.16 100.77 102.66 +0.38 16,829 82,967 +0
Jan12 110602 101.83 103.39 101.08 102.88 +0.42 1,256 12,000 +0
Feb12 110602 101.39 103.55 101.38 103.06 +0.45 628 4,090 +0
Mar12 110602 103.04 103.69 101.54 103.22 +0.48 608 11,731 +0
Apr12 110602 103.38 103.38 103.38 103.38 +0.52 256 4,094 +0
May12 110602 103.54 103.54 103.54 103.54 +0.57 372 2,678 +0
Jun12 110602 103.01 103.86 101.88 103.69 +0.62 998 25,383 +0
Jul12 110602 103.75 103.75 103.75 103.75 +0.68 18 1,792 +0
Aug12 110602 103.68 103.68 103.68 103.68 +0.71 0 884 +0
Sep12 110602 103.61 103.61 103.61 103.61 +0.74 62 4,300 +0
Oct12 110602 103.55 103.55 103.55 103.55 +0.74 0 511 +0
Total Volume and Open Interest 147,585 460,609 +334
US Dollar Index(ICE)
Jun11 110602 74.865 74.955 74.260 74.375 -0.355 25,853 54,237 +0
Sep11 110602 75.335 75.370 74.680 74.790 -0.405 440 1,554 +0
Dec11 110602 75.320 75.320 75.320 75.320 -0.405 0 2 +0
Total Volume and Open Interest 26,293 55,794 -1,062
Australian Dollar(CME)
Jun11 110602 105.95 106.77 105.75 106.59 +0.21 109,380 114,236 +0
Sep11 110602 104.53 105.41 104.42 105.25 +0.22 1,444 3,179 +0
Dec11 110602 103.90 104.02 103.40 104.02 +0.24 1 85 +0
Total Volume and Open Interest 110,825 117,502 +1,670
British Pound(CME)
Jun11 110602 163.28 164.17 163.00 163.59 +0.01 114,378 106,752 +0
Sep11 110602 163.00 163.93 162.85 163.39 +0.01 456 1,276 +0
Dec11 110602 162.70 163.20 162.70 163.16 +0.01 0 48 +0
Total Volume and Open Interest 114,834 108,085 -2,418
Canadian Dollar(CME)
Jun11 110602 102.31 102.59 101.90 102.43 -0.13 106,171 110,976 +0
Sep11 110602 102.09 102.31 101.66 102.19 -0.12 4,825 11,026 +0
Dec11 110602 101.63 102.05 101.48 101.93 -0.11 389 2,950 +0
Mar12 110602 101.34 101.78 101.30 101.67 -0.11 13 395 +0
Total Volume and Open Interest 111,398 125,654 +3,161
Japanese Yen(CME)
Jun11 110602 123.60 124.24 122.96 123.68 +0.05 141,748 91,489 +0
Sep11 110602 123.67 124.28 123.04 123.73 +0.05 1,408 4,209 +0
Dec11 110602 123.83 123.83 123.79 123.83 +0.04 0 220 +0
Total Volume and Open Interest 143,156 95,929 -2,339
Swiss Franc(CME)
Jun11 110602 118.76 119.03 118.15 118.73 +0.01 50,540 66,181 +0
Sep11 110602 118.80 119.08 118.40 118.81 +0.01 881 1,511 +0
Dec11 110602 118.96 118.96 118.53 118.89 +0.01 2 18 +0
Total Volume and Open Interest 51,424 67,713 -2,543
EuroFX(CME)
Jun11 110602 143.30 145.12 143.22 144.80 +1.11 339,937 261,728 +0
Sep11 110602 142.87 144.72 142.87 144.41 +1.11 6,104 7,819 +0
Dec11 110602 143.60 144.20 142.89 143.99 +1.10 0 171 +0
Total Volume and Open Interest 346,041 270,101 +4,848
Mexican Peso(CME)
Jun11 110602 854.0 859.2 852.2 858.2 +2.2 29,798 141,952 +0
Jul11 110602 857.0 857.0 854.8 857.0 +2.2      
Total Volume and Open Interest 29,894 142,530 -1,144
30-Year T-Bonds(CBOT)
Jun11 110531 125~260 126~090 125~110 126~050 +0~090 370,649 125,465 -108,773
Sep11 110602 126~080 126~100 124~250 124~280 -1~030 301,999 647,665 +0
Dec11 110602 124~090 124~160 123~130 123~130 -1~030 7 18 +0
Total Volume and Open Interest 419,077 740,953 -17,348
10-Year T-Notes(CBOT)
Jun11 110602 124~290 124~295 124~100 124~125 -0~110 507,364 250,950 +0
Sep11 110602 123~160 123~170 122~285 122~310 -0~110 1,223,936 1,722,173 +0
Dec11 110602 121~310 122~100 121~310 121~310 -0~110 11 13 +0
Total Volume and Open Interest 1,731,311 1,973,136 -53,821
5-Year T-Notes(CBOT)
Jun11 110531 120~025 120~044 119~120 120~036 +0~019 765,609 270,565 -196,975
Sep11 110602 119~078 119~080 119~036 119~041 -0~025 669,349 1,350,908 +0
Dec11 110602 118~065 118~090 118~065 118~065 -0~025      
Total Volume and Open Interest 942,280 1,555,969 +15,049
2 Year T-Notes(CBOT)
Jun11 110602 109~126 110~000 109~119 109~121 -0~006 183,430 84,607 +0
Sep11 110602 109~084 109~086 109~077 109~079 -0~004 354,227 962,188 +0
Dec11 110602 109~023 109~027 109~023 109~023 -0~004 0 20 +0
Total Volume and Open Interest 537,657 1,046,815 -6,153
Eurodollars(CME)
Jun11 110602 99.740 99.743 99.738 99.738 unch 163,010 898,371 +0
Sep11 110602 99.675 99.680 99.660 99.665 -0.010 203,213 1,251,048 +0
Dec11 110602 99.605 99.615 99.585 99.595 -0.005 273,691 1,562,638 +0
Mar12 110602 99.520 99.530 99.490 99.505 -0.005 290,479 1,675,094 +0
Jun12 110602 99.385 99.390 99.340 99.360 -0.015 276,168 1,515,740 +0
Sep12 110602 99.195 99.205 99.145 99.160 -0.025 233,587 817,851 +0
Dec12 110602 98.975 98.980 98.905 98.925 -0.030 178,165 589,869 +0
Mar13 110602 98.755 98.765 98.680 98.700 -0.040 172,459 420,129 +0
Jun13 110602 98.520 98.530 98.445 98.460 -0.050 98,371 272,223 +0
Sep13 110602 98.285 98.290 98.200 98.215 -0.050 76,228 249,579 +0
Dec13 110602 98.025 98.030 97.935 97.955 -0.050 67,444 195,779 +0
Mar14 110602 97.765 97.785 97.695 97.715 -0.045 42,663 183,097 +0
Jun14 110602 97.525 97.540 97.450 97.470 -0.045 19,809 106,578 +0
Sep14 110602 97.285 97.300 97.210 97.230 -0.045 11,675 64,361 +0
Dec14 110602 97.035 97.050 96.955 96.980 -0.050 9,191 68,237 +0
Mar15 110602 96.825 96.840 96.745 96.765 -0.055 9,872 49,877 +0
Jun15 110602 4.870 4.880 4.775 4.800 -0.060 6,082 46,965 +0
Sep15 110602 4.660 4.680 4.575 4.600 -0.060 6,136 42,243 +0
Total Volume and Open Interest      
30 Day Federal Funds(CBOT)
Jun11 110602 99.900 99.905 99.900 99.900 unch 1,282 58,695 +0
Jul11 110602 99.895 99.900 99.895 99.895 unch 439 53,742 +0
Aug11 110602 99.885 99.885 99.880 99.885 unch 2,812 50,816 +0
Sep11 110602 99.870 99.875 99.865 99.865 unch 1,070 45,863 +0
Oct11 110602 99.860 99.865 99.850 99.855 -0.005 4,340 54,848 +0
Nov11 110602 99.845 99.845 99.835 99.840 -0.005 1,266 54,199 +0
Total Volume and Open Interest 38,264 751,787 +12,110
30 Day Fed Funds(e-CBOT)
3-Mth Euro-Yen(CME)
Jun11 110602 99.670 99.670 99.670 99.670 unch 0 750 +0
Sep11 110602 99.668 99.668 99.668 99.668 unch      
Dec11 110602 99.670 99.670 99.670 99.670 unch 0 75 +0
Mar12 110602 99.658 99.658 99.658 99.658 unch      
Jun12 110602 99.670 99.670 99.670 99.670 unch      
Sep12 110602 99.600 99.600 99.600 99.600 unch      
Dec12 110602 99.560 99.560 99.560 99.560 unch      
Mar13 110602 99.560 99.560 99.560 99.560 unch      
Jun13 110602 99.515 99.515 99.515 99.515 unch      
Sep13 110602 99.375 99.375 99.375 99.375 unch      
Total Volume and Open Interest 0 825 +0
3-Mth Euro-Yen(SGX)
Jun11 110602 99.67 99.67 99.67 99.67 unch 0 5,803 +0
Sep11 110602 99.67 99.67 99.67 99.67 unch 0 1,466 +0
Dec11 110602 99.67 99.67 99.67 99.67 unch 0 1,957 +0
Mar12 110602 99.66 99.66 99.66 99.66 unch 0 4,177 +0
Jun12 110602 99.67 99.67 99.67 99.67 unch 0 1,254 +0
Sep12 110602 99.60 99.60 99.60 99.60 unch 0 411 +0
Dec12 110602 99.56 99.56 99.56 99.56 unch 0 24 +0
Mar13 110602 99.56 99.56 99.56 99.56 unch 0 1 +0
Total Volume and Open Interest 0 15,093 +0
Japanese Gov't Bonds(SGX)
Jun11 110602 140.59 141.17 140.53 141.03 +0.46 4,204 21,931 -436
Sep11 110602 140.39 140.95 140.39 140.84 +0.45 270 1,859 +1,561
Dec11 110602 140.35 140.35 138.75 138.75 +0.45      
Total Volume and Open Interest 4,474 23,988 +1,380
Euro-Bund(EUREX)
Jun11 110531 125.41 125.50 125.02 125.35 -0.34 151,640 985,355 -51,569
Sep11 110602 125.47 125.68 125.01 125.44 +0.06 86,171 110,623 +0
Dec11 110602 124.52 124.52 124.52 124.52 +0.05 50 0 +0
Total Volume and Open Interest 1,207,058 1,059,095 +3,017
Euro-Bobl(EUREX)
Jun11 110602 117.13 117.20 116.71 116.99 -0.05 853,382 751,236 +0
Sep11 110602 116.63 116.68 116.20 116.48 -0.04 118,261 152,555 +0
Dec11 110602 116.54 116.54 116.54 116.54 -0.05      
Total Volume and Open Interest 971,643 903,791 -19,108
3-Mth Euribor(EUREX)
Jun11 110602 98.540 98.540 98.530 98.530 unch 56 4,827 +0
Sep11 110602 98.290 98.295 98.290 98.290 unch 38 1,902 +0
Dec11 110602 98.125 98.125 98.125 98.125 -0.005 21 1,306 +0
Total Volume and Open Interest 241 11,549 -16
Long Gilt(LIFFE)
Jun11 110602 121~32 122~04 121~27 121~30 +0~04 26,979 57,225 +0
Sep11 110602 120~23 120~28 120~17 120~21 +0~04 85,950 341,923 +0
Total Volume and Open Interest 112,929 399,148 +3,983
3-Mth Short Sterling(LIFFE)
Jun11 110602 99.17 99.19 99.16 99.17 unch 17,510 433,963 +0
Sep11 110602 99.09 99.10 99.09 99.10 +0.01 36,432 441,056 +0
Dec11 110602 98.98 99.00 98.97 98.99 +0.02 44,962 445,328 +0
Mar12 110602 98.85 98.88 98.85 98.86 +0.02 38,571 416,111 +0
Jun12 110602 98.70 98.74 98.69 98.71 +0.04 43,131 341,596 +0
Sep12 110602 98.53 98.57 98.52 98.54 +0.05 31,576 239,615 +0
Total Volume and Open Interest 283,636 2,889,425 -15,394
3-Mth Euribor(LIFFE)
Jun11 110602 98.530 98.535 98.525 98.530 unch 101,560 680,691 +0
Sep11 110602 98.295 98.300 98.265 98.290 unch 147,864 636,998 +0
Dec11 110602 98.135 98.150 98.090 98.125 -0.005 164,843 565,059 +0
Total Volume and Open Interest 978,618 3,763,065 +10,695
3-Mth Aus T-Bills(SFE)
Jun11 110602 94.97 95.01 94.95 94.98 unch 27,640 126,357 +0
Sep11 110602 94.92 94.97 94.90 94.93 +0.01 75,862 254,935 +0
Dec11 110602 94.85 94.91 94.82 94.86 +0.01 42,233 168,221 +0
Mar12 110602 94.81 94.87 94.77 94.81 unch 12,664 92,498 +0
Jun12 110602 94.77 94.84 94.73 94.77 +0.01 7,526 57,009 +0
Sep12 110602 94.73 94.81 94.69 94.73 +0.01 6,507 54,502 +0
Dec12 110602 94.69 94.76 94.65 94.69 +0.01 5,526 29,293 +0
Mar13 110602 94.67 94.74 94.63 94.66 unch 1,660 21,916 +0
Jun13 110602 94.62 94.72 94.62 94.64 +0.01 109 2,195 +0
Sep13 110602 94.58 94.62 94.58 94.62 +0.02 15 1,551 +0
Total Volume and Open Interest 179,753 809,381 +19,658
10-Year Aus T-Bonds(SFE)
Jun11 110602 94.72 94.82 94.71 94.77 +0.05 74,853 420,774 +0
Sep11 110602 94.76 94.76 94.76 94.76 +0.05 18 18 +0
Total Volume and Open Interest 74,871 420,792 +11,182
3-Year Aus T-Bonds(SFE)
Jun11 110602 95.04 95.14 95.04 95.09 +0.04 225,387 761,173 +0
Sep11 110602 95.05 95.05 95.03 95.03 +0.03 275 275 +0
Total Volume and Open Interest 225,662 761,448 +16,175
Gold(CMX)
Jun11 110602 1541.3 1544.5 1520.0 1532.0 -10.4 6,152 6,551 +0
Aug11 110602 1542.2 1545.5 1520.4 1532.7 -10.5 114,703 330,819 +0
Oct11 110602 1541.9 1546.7 1523.0 1534.0 -10.5 467 10,121 +0
Dec11 110602 1543.0 1547.5 1523.8 1535.3 -10.5 3,338 68,345 +0
Feb12 110602 1545.6 1548.4 1530.8 1536.5 -10.6 96 8,557 +0
Apr12 110602 1546.3 1546.4 1531.1 1537.7 -10.7 28 5,349 +0
Jun12 110602 1547.8 1548.3 1528.3 1539.3 -10.5 17 12,624 +0
Aug12 110602 1541.2 1541.2 1541.2 1541.2 -10.5 10 4,530 +0
Oct12 110602 1543.3 1543.3 1543.3 1543.3 -10.5 336 3,954 +0
Dec12 110602 1555.6 1557.9 1540.3 1545.9 -10.5 343 11,925 +0
Feb13 110602 1549.0 1549.0 1549.0 1549.0 -10.5 0 255 +0
Apr13 110602 1552.4 1552.4 1552.4 1552.4 -10.5      
Total Volume and Open Interest 126,462 501,400 +1,598
Silver(CMX)
Jul11 110602 3686.0 3741.5 3554.5 3620.2 -149.2 57,366 58,872 +0
Sep11 110602 3680.0 3740.0 3557.5 3622.4 -149.3 3,663 13,509 +0
Dec11 110602 3679.5 3739.0 3567.0 3624.4 -149.3 1,451 23,226 +0
Mar12 110602 3712.0 3712.0 3604.0 3620.6 -149.3 113 3,707 +0
May12 110602 3617.2 3617.2 3617.2 3617.2 -149.3 22 1,168 +0
Jul12 110602 3690.5 3690.5 3614.7 3614.7 -149.3 33 1,814 +0
Sep12 110602 3655.0 3655.0 3612.7 3612.7 -149.3 2 103 +0
Total Volume and Open Interest 62,912 120,853 -686
Platinum(NYMEX)
Jul11 110602 1822.2 1829.1 1805.4 1817.8 -6.1 7,423 32,136 +0
Oct11 110602 1824.6 1830.7 1814.5 1821.3 -6.3 549 2,851 +0
Jan12 110602 1824.0 1824.0 1824.0 1824.0 -6.3 23 103 +0
Apr12 110602 1826.0 1826.0 1826.0 1826.0 -6.3 0 26 +0
Total Volume and Open Interest 7,996 35,121 +232
Palladium(NYMEX)
Jun11 110602 770.85 777.00 768.00 768.40 -9.05 595 938 +0
Sep11 110602 778.35 780.20 766.20 770.40 -8.70 4,836 18,608 +0
Dec11 110602 771.65 773.10 771.65 771.65 -8.85 20 543 +0
Total Volume and Open Interest 5,452 20,104 +63
Copper(CMX)
Jul11 110602 408.90 412.35 403.25 408.45 -2.20 34,253 59,368 +0
Sep11 110602 410.40 414.10 405.35 410.40 -2.20 5,577 38,187 +0
Dec11 110602 412.00 416.00 408.50 412.35 -2.20 775 14,392 +0
Mar12 110602 411.00 413.50 411.00 413.50 -2.20 116 5,212 +0
May12 110602 413.75 413.75 413.75 413.75 -2.05 3 1,575 +0
Total Volume and Open Interest 41,436 123,919 +1,475
DJIA Index(CBOT)
Jun11 110602 12279 12307 12180 12238 -36 605 24,284 +0
Sep11 110602 12170 12170 12169 12169 -37 3 24 +0
Dec11 110602 12140 12140 12098 12098 -37 0 7 +0
Mar12 110602 12038 12075 12038 12038 -37      
Total Volume and Open Interest 608 24,315 -81
S & P 500(CME)
Jun11 110602 1312.90 1317.50 1304.50 1312.40 +0.30 15,064 314,804 +0
Sep11 110602 1308.70 1311.00 1299.30 1307.00 +0.30 152 10,721 +0
Dec11 110602 1303.20 1304.60 1297.10 1301.40 +0.30 0 6,623 +0
Mar12 110602 1296.40 1299.60 1292.10 1296.40 +0.30      
Total Volume and Open Interest 15,216 332,153 +135
S & P 500 E-Mini(Globex)
Jun11 110531 1329.75 1345.75 1328.25 1344.00 +14.00 1,393,298 2,775,088 +13,027
Sep11 110602 1307.75 1312.25 1298.50 1307.00 +0.25 3,623 46,571 +0
Total Volume and Open Interest 1,930,918 2,866,938 +42,040
NASDAQ 100(CME)
Jun11 110602 2320.00 2336.00 2310.30 2326.00 +6.50 979 18,023 +0
Sep11 110602 2322.50 2327.00 2315.00 2322.50 +6.50 2 113 +0
Dec11 110602 2319.00 2319.50 2319.00 2319.00 +6.50 0 1 +0
Total Volume and Open Interest 981 18,137 -288
NASDAQ 100 E-Mini(Globex)
Jun11 110602 2320.50 2335.50 2313.80 2326.00 +6.50 251,027 349,703 +0
Sep11 110602 2317.00 2330.80 2310.50 2322.50 +6.50 447 1,516 +0
Total Volume and Open Interest 251,476 351,232 +22,780
S & P Midcap 400(CME)
Jun11 110602 978.50 979.00 967.00 973.10 -1.40 0 1,721 +0
Sep11 110602 970.50 971.90 970.50 970.50 -1.40      
Dec11 110602 968.90 970.30 968.90 968.90 -1.40      
Total Volume and Open Interest 0 1,721 +0
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Jun11 110602 9555 9585 9510 9565 +10 8,549 46,272 +0
Sep11 110602 9540 9605 9540 9590 +10 318 501 +0
Total Volume and Open Interest 8,867 46,773 -440
Nikkei 225(SGX)
Jun11 110602 9685 9710 9510 9575 -135 97,901 235,199 -2,765
Sep11 110602 9680 9700 9510 9575 -135 527 7,132 +1,145
Dec11 110602 9515 9515 9515 9515 -135 0 6,659 +0
Total Volume and Open Interest 98,460 253,964 +2,100
CAC 40(EURONEXT)
Jun11 110602 3907.5 3915.5 3872.0 3876.5 -72.5 137,858 380,369 +0
Jul11 110602 3909.0 3911.0 3871.0 3873.5 -72.5 60 118 +0
Aug11 110602 3878.0 3878.0 3878.0 3878.0 -72.5      
Total Volume and Open Interest 139,237 381,815 +34,250
Hang Seng Index(HKFE)
Jun11 110602 23140 23250 23100 23168 -333 76,783 94,976 +0
Jul11 110602 23148 23250 23120 23164 -344 676 405 +0
Total Volume and Open Interest 78,201 100,161 -6,471
DAX(EUREX)
Jun11 110602 7145.0 7161.0 7069.5 7088.0 -138.5 138,958 178,819 +0
Sep11 110602 7173.5 7182.0 7098.0 7111.5 -138.0 3,292 14,402 +0
Dec11 110602 7180.0 7203.0 7139.5 7140.0 -139.5 52 1,503 +0
Total Volume and Open Interest 142,302 194,724 +5,646
FT-SE 100(EURONEXT)
Jun11 110602 5873.50 5894.00 5843.50 5854.50 -88.00 114,301 653,490 +0
Sep11 110602 5833.00 5855.00 5812.00 5819.50 -87.50 1,182 31,574 +0
Dec11 110602 5828.00 5828.00 5796.00 5796.00 -87.50 0 285 +0
Total Volume and Open Interest 115,483 685,489 +16,418
SPI 200(SFE)
Jun11 110602 4695.0 4707.0 4597.0 4606.0 -103.0 33,663 183,573 +0
Sep11 110602 4684.0 4696.0 4590.0 4595.0 -101.0 477 4,737 +0
Dec11 110602 4643.0 4648.0 4612.0 4612.0 -103.0 76 2,906 +0
Total Volume and Open Interest 34,311 192,907 +3,158
GSCI(CME)
Jun11 110602 41.14 45.64 36.64 44.14 +3.80 197 10,685 +0
Jul11 110602 40.54 44.94 35.89 43.64 +4.00 2 0 +0
Aug11 110602 44.14 44.64 36.64 44.14 +3.50 2 0 +0
Total Volume and Open Interest 201 10,685 -61
Reuters CCI(ICE)
Jun11 110602 348.90 348.90 348.90 348.90 +3.00      
Total Volume and Open Interest      
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions.
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