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Daily Futures Price Listing Fri June 03, 2011
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jul11 110603 1406.75 1419.50 1404.50 1414.50 +7.50 81,193 237,291 +236
Aug11 110603 1399.50 1412.00 1398.75 1407.50 +7.00 6,357 32,297 +475
Sep11 110603 1395.75 1406.50 1394.50 1401.50 +5.25 3,161 18,929 +486
Nov11 110603 1391.75 1403.25 1390.75 1397.00 +4.25 33,005 204,647 -613
Jan12 110603 1398.75 1409.00 1398.75 1404.50 +4.50 3,870 30,017 +106
Mar12 110603 1397.50 1408.00 1396.00 1401.00 +3.75 2,095 17,308 -218
May12 110603 1384.25 1397.25 1382.25 1387.50 +4.00 3,745 19,337 -19
Total Volume and Open Interest 135,637 579,736 +1,360
Soybean Meal(CBOT)
Jul11 110603 365.50 370.90 365.00 368.40 +2.40 30,280 87,735 -940
Aug11 110603 365.70 370.60 365.00 367.90 +2.20 4,089 36,550 +489
Sep11 110603 364.10 368.10 363.50 365.30 +1.20 1,708 18,951 +39
Oct11 110603 360.00 362.50 359.20 359.50 +0.50 944 16,936 +30
Dec11 110603 360.00 363.60 359.10 360.40 +0.40 9,077 50,564 +572
Jan12 110603 362.40 363.80 360.60 360.80 +0.10 444 4,389 -221
Mar12 110603 360.50 363.50 360.20 360.30 -0.10 350 3,419 -72
May12 110603 356.90 358.80 355.80 355.80 -0.40 393 4,802 -63
Total Volume and Open Interest 47,495 228,028 -169
Soybean Oil(CBOT)
Jul11 110603 58.91 59.41 58.69 58.73 -0.18 48,308 138,614 +45
Aug11 110603 59.19 59.69 58.97 59.01 -0.18 5,260 34,110 +14
Sep11 110603 59.63 59.98 59.27 59.28 -0.21 5,109 22,555 -108
Oct11 110603 59.87 60.10 59.54 59.55 -0.21 1,025 15,208 -2
Dec11 110603 60.22 60.70 60.01 60.04 -0.18 14,894 89,969 +2,025
Jan12 110603 60.48 60.60 60.25 60.25 -0.17 1,287 8,998 -13
Mar12 110603 60.61 60.74 60.34 60.34 -0.17 573 5,699 +233
May12 110603 60.65 60.67 60.29 60.29 -0.17 344 5,451 -66
Total Volume and Open Interest 77,258 323,814 +2,216
Canola(WCE)
Jul11 110603 596.0 603.0 595.4 597.1 +1.7 15,026 67,209 -3,025
Nov11 110603 599.4 606.8 598.3 599.8 +0.4 12,148 90,201 +564
Jan12 110603 609.9 613.7 606.2 607.6 +0.2 525 10,004 +338
Mar12 110603 613.9 621.4 612.6 614.2 +0.2 207 2,283 +141
May12 110603 617.3 624.3 617.3 618.3 +1.0 27 1,031 +27
Total Volume and Open Interest 27,938 173,331 -1,956
Corn(CBOT)
Jul11 110603 765.50 769.00 751.00 754.00 -12.50 163,809 556,242 -2,718
Sep11 110603 740.00 744.50 727.75 731.00 -10.50 39,622 205,830 +5,743
Dec11 110603 694.50 696.75 682.00 686.25 -8.75 70,549 470,587 +2,745
Mar12 110603 705.00 708.00 694.00 697.25 -8.25 4,521 81,027 +344
May12 110603 712.00 715.00 701.75 704.25 -8.25 1,276 17,933 +226
Jul12 110603 719.00 721.00 708.50 710.75 -8.50 2,494 46,071 +829
Total Volume and Open Interest 291,152 1,441,550 +6,192
Wheat(CBOT)
Jul11 110603 770.00 781.50 758.75 773.75 +4.00 79,412 196,455 -2,213
Sep11 110603 819.75 829.00 806.75 819.50 +0.75 26,481 85,173 +4,792
Dec11 110603 874.25 881.00 860.50 871.00 -0.50 18,297 95,197 -523
Mar12 110603 909.50 915.25 896.00 906.25 +0.25 4,665 22,666 +103
May12 110603 920.75 925.50 909.50 919.00 +0.25 1,982 8,465 +382
Total Volume and Open Interest 137,254 459,701 +3,141
Wheat(KCBT)
Jul11 110603 910.00 922.75 899.75 914.25 +5.25 16,929 68,684 -4,054
Sep11 110603 929.00 942.25 919.00 933.50 +4.75 8,530 46,333 +2,573
Dec11 110603 955.25 965.50 943.75 955.50 +1.75 4,073 44,151 +403
Mar12 110603 968.75 979.25 957.75 969.00 +0.25 949 7,558 +189
May12 110603 967.50 977.75 959.50 970.25 -0.50 162 985 -6
Total Volume and Open Interest 31,750 179,163 -437
Wheat(MGE)
Jul11 110603 1022.00 1077.25 1022.00 1060.50 +41.00 4,963 17,476 -1,162
Sep11 110603 989.25 1006.75 980.00 993.50 +6.25 4,341 19,176 +1,004
Dec11 110603 992.00 1005.25 983.50 992.50 +2.75 1,392 14,061 +145
Mar12 110603 1008.00 1014.75 993.50 1004.00 +3.25 483 2,783 +8
May12 110603 1006.25 1017.00 997.25 1005.25 +0.25 188 898 +7
Total Volume and Open Interest 11,814 58,734 +145
Oats(CBOT)
Jul11 110603 381.25 386.25 374.25 378.00 -2.00 2,177 6,619 -554
Sep11 110603 394.00 395.25 384.75 387.00 -2.00 1,238 2,420 +555
Dec11 110603 399.75 401.00 392.00 395.00 -0.50 217 3,696 +51
Mar12 110603 412.00 412.00 407.00 407.00 -0.50 0 22 +0
Total Volume and Open Interest 3,632 12,758 +52
Rough Rice(CBOT)
Jul11 110603 14.56 14.62 14.27 14.48 -0.09 1,723 12,827 -763
Sep11 110603 15.68 15.68 15.35 15.51 -0.13 905 5,543 -24
Nov11 110603 15.86 15.95 15.68 15.81 -0.14 106 2,033 +52
Jan12 110603 16.20 16.27 16.00 16.13 -0.14 1 253 -1
Total Volume and Open Interest 2,739 20,957 -736
Live Cattle(CME)
Jun11 110603 102.900 104.300 101.950 104.180 +1.580 20,986 42,704 -1,792
Aug11 110603 104.000 105.650 102.800 105.100 +1.420 31,621 141,805 +1,873
Oct11 110603 110.285 111.600 109.135 111.150 +1.200 9,233 77,011 +416
Dec11 110603 114.480 115.350 113.250 114.980 +0.750 8,226 53,372 +545
Feb12 110603 115.830 116.830 114.930 116.450 +0.350 3,417 14,278 +117
Apr12 110603 117.580 118.480 116.700 118.430 +0.580 850 7,260 -18
Total Volume and Open Interest 74,581 338,057 +1,277
Feeder Cattle(CME)
Aug11 110603 123.950 124.930 123.000 124.250 +0.365 3,524 21,983 +44
Sep11 110603 125.000 126.150 124.180 125.800 +0.900 924 5,569 +252
Oct11 110603 126.150 127.080 125.100 126.980 +0.880 877 4,531 +129
Nov11 110603 126.650 128.000 126.285 127.850 +0.550 635 1,997 +100
Jan12 110603 127.250 128.300 126.550 127.900 +0.570 573 982 +343
Mar12 110603 127.000 127.500 127.000 127.400 +0.600 18 63 +5
Apr12 110603 125.100 126.500 125.100 126.500 +0.800 3 10 +3
Total Volume and Open Interest 6,554 35,135 +876
Lean Hogs(CME)
Jun11 110603 89.650 89.650 88.680 89.230 +0.150 7,949 15,527 -1,167
Jul11 110603 88.285 88.550 87.350 87.850 -0.130 15,123 62,885 -384
Aug11 110603 89.650 90.150 88.800 89.480 -0.100 10,484 49,109 +704
Oct11 110603 84.180 84.500 83.385 83.950 +0.120 4,470 43,430 -143
Dec11 110603 82.200 82.550 81.500 82.550 +0.500 3,821 34,905 +301
Feb12 110603 84.300 84.950 83.650 84.850 +0.370 490 8,639 +11
Apr12 110603 85.800 86.400 85.430 86.400 +0.550 102 4,748 -12
May12 110603 90.200 90.200 90.200 90.200 +0.400 1 216 +0
Total Volume and Open Interest 42,536 222,015 -625
Class III Milk(CME)
Jun11 110603 18.93 19.05 18.89 18.95 +0.06 276 5,085 +75
Jul11 110603 19.98 20.25 19.87 20.00 +0.05 629 5,069 +174
Aug11 110603 19.50 19.61 19.23 19.35 -0.06 534 4,466 +44
Sep11 110603 19.16 19.29 18.85 18.98 -0.15 305 4,259 +94
Oct11 110603 18.55 18.61 18.17 18.35 -0.12 213 3,503 +91
Total Volume and Open Interest 2,462 37,247 +639
Cocoa(ICE)
Jul11 110603 2900 2905 2851 2878 -26 11,161 54,074 -1,782
Sep11 110603 2912 2920 2868 2894 -25 6,269 40,943 +3,390
Dec11 110603 2936 2950 2900 2927 -24 963 28,876 +413
Mar12 110603 3010 3010 2958 2982 -28 1,266 24,185 -579
May12 110603 3000 3000 2960 2978 -31 586 7,494 +497
Jul12 110603 2996 2996 2952 2977 -28 293 2,734 +129
Sep12 110603 2972 2974 2972 2974 -26 720 2,727 +520
Total Volume and Open Interest 21,352 165,341 +2,660
Coffee "C"(ICE)
Jul11 110603 261.25 273.80 256.85 270.95 +9.70 22,557 47,498 -757
Sep11 110603 265.40 276.75 260.50 274.15 +9.35 10,806 33,214 +2,953
Dec11 110603 269.10 281.60 264.80 278.15 +9.05 3,607 23,202 +522
Mar12 110603 274.00 283.50 269.60 280.55 +8.75 490 5,542 +296
May12 110603 274.95 285.00 271.75 281.95 +8.15 236 3,137 +69
Jul12 110603 274.75 281.70 271.25 281.40 +8.10 168 930 +95
Total Volume and Open Interest 37,927 115,367 +3,175
Orange Juice(ICE)
Jul11 110603 184.10 185.10 181.20 181.90 -1.70 1,191 25,568 -1,061
Sep11 110603 179.30 180.50 177.55 178.10 -1.05 707 6,643 +890
Nov11 110603 172.05 173.30 171.90 171.90 -0.20 173 2,669 +17
Jan12 110603 169.00 169.40 168.40 168.40 -0.30 11 389 -20
Mar12 110603 167.30 167.30 167.30 167.30 +0.20 5 134 +5
May12 110603 165.90 165.90 165.90 165.90 -0.10 0 80 +0
Total Volume and Open Interest 2,087 35,547 -169
Sugar #11(ICE)
Jul11 110603 23.62 24.22 23.52 23.95 +0.43 55,569 240,940 -3,126
Oct11 110603 23.49 23.75 23.15 23.61 +0.23 34,084 177,579 +7,993
Mar12 110603 23.55 23.92 23.34 23.77 +0.17 15,477 91,562 -258
May12 110603 23.25 23.48 23.02 23.41 +0.11 4,411 27,943 +79
Jul12 110603 23.05 23.20 22.81 23.15 -0.01 5,354 27,237 +1,246
Total Volume and Open Interest 117,432 612,961 +6,479
London Cocoa(LCE)
Jul11 110603 1795 1797 1770 1779 -17 6,566 76,798 -1,223
Sep11 110603 1812 1817 1790 1800 -17 3,676 38,314 +18
Dec11 110603 1842 1843 1817 1826 -19 1,182 33,786 +286
Mar12 110603 1865 1865 1840 1848 -20 777 37,020 -239
May12 110603 1863 1878 1852 1861 -17 39 9,672 -234
Jul12 110603 1885 1885 1865 1867 -18 5 4,300 +5
Sep12 110603 1875 1875 1873 1873 -17 5 3,163 -124
Total Volume and Open Interest 13,250 210,822 -1,621
London Sugar(LCE)
Aug11 110603 694.10 706.70 691.50 693.40 +9.50 4,271 25,572 -771
Oct11 110603 635.00 646.70 634.90 636.60 +8.30 1,291 10,933 +250
Dec11 110603 621.30 632.80 621.30 626.00 +8.10 561 4,977 +150
Mar12 110603 612.00 619.10 609.60 615.00 +6.60 454 3,571 +295
May12 110603 607.20 609.00 603.90 607.00 +5.80 139 1,788 +107
Total Volume and Open Interest 6,806 48,769 +98
Cotton(ICE)
Jul11 110603 165.23 168.49 160.66 161.63 -2.61 12,817 63,431 -1,595
Oct11 110603 146.00 151.04 146.00 147.60 -0.82 57 429 +26
Dec11 110603 139.19 140.90 137.25 138.70 -0.53 10,852 72,357 +4,263
Mar12 110603 129.03 131.07 127.60 128.99 -0.52 1,307 11,059 +61
May12 110603 120.30 122.24 118.97 120.24 -0.68 611 2,766 +155
Jul12 110603 115.00 116.00 113.50 113.67 -1.52 416 5,470 +230
Total Volume and Open Interest 26,163 158,298 +3,156
Lumber(CME)
Jul11 110603 233.2 234.5 225.0 227.0 -4.0 1,101 6,287 -333
Sep11 110603 256.7 256.8 247.0 247.2 -9.7 646 3,830 +399
Nov11 110603 258.2 258.2 252.0 252.0 -8.0 68 745 +24
Jan12 110603 272.9 272.9 268.9 269.0 -5.0 16 54 +9
Total Volume and Open Interest 1,833 10,922 +99
Crude Oil(NYM)
Jul11 110603 100.87 100.87 98.12 100.22 -0.18 376,476 355,555 -9,675
Aug11 110603 101.36 101.50 98.73 100.80 -0.20 83,667 104,752 +5,798
Sep11 110603 101.70 101.71 99.26 101.30 -0.19 49,674 105,949 -102
Oct11 110603 102.12 102.12 99.81 101.76 -0.19 15,183 51,209 +1,482
Nov11 110603 102.62 102.62 100.30 102.18 -0.16 9,632 36,145 -453
Dec11 110603 103.08 103.08 100.45 102.54 -0.12 50,793 188,652 +2,258
Jan12 110603 102.82 103.03 100.84 102.78 -0.10 8,443 42,632 +146
Feb12 110603 102.44 103.07 101.08 102.98 -0.08 5,673 22,216 +29
Mar12 110603 102.26 103.20 101.08 103.16 -0.06 7,113 27,420 -575
Apr12 110603 103.00 103.38 101.70 103.33 -0.05 2,005 16,397 +183
May12 110603 102.50 103.50 101.84 103.50 -0.04 2,693 17,077 -54
Jun12 110603 103.99 103.99 101.90 103.67 -0.02 14,603 78,015 -377
Jul12 110603 103.79 103.79 103.75 103.79 +0.04 2,999 26,239 +1,021
Aug12 110603 103.74 103.74 103.70 103.74 +0.06 1,072 15,910 +328
Sep12 110603 103.31 103.70 103.31 103.70 +0.09 1,125 13,422 -164
Oct12 110603 103.67 103.67 103.63 103.67 +0.12 302 9,093 +185
Total Volume and Open Interest 655,628 1,511,593 +3,175
e-miNY Crude Oil(NYM)
Jun11 110519 99.675 100.800 98.250 98.450 -1.650 6,142 2,098 -382
Jul11 110603 100.800 100.825 98.125 100.225 -0.175 9,886 3,366 +243
Aug11 110603 101.250 101.250 98.750 100.800 -0.200 405 849 +58
Sep11 110603 100.125 101.425 99.425 101.300 -0.200 133 339 +8
Oct11 110603 101.750 101.750 101.750 101.750 -0.200 1 112 -1
Nov11 110603 102.175 102.175 102.175 102.175 -0.175 4 14 -4
Dec11 110603 102.150 102.550 102.050 102.550 -0.100 3 328 -11
Jan12 110603 102.775 102.775 102.775 102.775 -0.100 2 9 -2
Feb12 110603 102.975 102.975 102.975 102.975 -0.075 0 3 +0
Mar12 110603 101.750 103.150 101.750 103.150 -0.075 0 8 +0
Total Volume and Open Interest 10,434 5,187 +291
Heating Oil(NYM)
Jul11 110603 305.57 306.91 298.52 305.67 +1.28 58,809 103,011 -649
Aug11 110603 306.75 308.22 300.00 307.03 +1.19 17,807 43,292 +127
Sep11 110603 307.87 309.28 301.92 308.80 +1.13 8,796 33,436 +876
Oct11 110603 309.66 311.52 304.20 310.55 +1.06 3,285 13,639 +513
Nov11 110603 311.74 312.40 305.78 312.11 +0.95 1,618 14,216 +119
Dec11 110603 313.35 314.55 307.12 313.59 +0.86 7,100 34,866 +316
Jan12 110603 310.75 315.21 309.60 315.10 +0.78 1,424 15,759 +466
Feb12 110603 314.76 315.64 314.76 315.34 +0.72 108 5,827 -5
Mar12 110603 314.32 314.32 314.32 314.32 +0.65 411 4,158 +269
Apr12 110603 310.26 312.09 310.26 312.09 +0.61 76 2,039 +13
May12 110603 310.06 310.06 310.06 310.06 +0.58 3 1,527 +0
Jun12 110603 309.18 309.18 308.61 308.61 +0.58 432 18,030 +147
Total Volume and Open Interest 100,057 300,117 +2,323
Gasoline(NYMEX)
Jul11 110603 298.36 300.41 292.00 299.31 +2.54 61,924 85,736 -5,273
Aug11 110603 295.91 297.41 289.92 296.56 +1.88 32,668 35,791 +4,434
Sep11 110603 291.21 294.70 288.51 294.53 +1.61 16,025 35,793 +828
Oct11 110603 276.97 282.95 276.57 282.51 +1.37 6,995 21,812 -780
Nov11 110603 274.85 279.84 274.48 279.84 +1.14 2,774 12,496 +419
Dec11 110603 278.34 279.12 273.35 278.70 +1.06 3,673 25,494 -255
Jan12 110603 275.72 279.39 275.72 279.39 +1.07 277 7,349 -80
Feb12 110603 278.76 281.06 278.50 281.06 +1.06 77 4,285 +22
Mar12 110603 282.84 282.84 282.84 282.84 +1.09 40 4,475 +5
Apr12 110603 294.54 294.54 294.54 294.54 +1.04 22 4,061 +14
Total Volume and Open Interest 125,026 253,238 -434
e-miNY RBOB Gasoline(NYM)
Jul11 110603 299.30 299.31 299.30 299.30 +2.50 0 3 +0
Aug11 110603 296.60 296.60 296.56 296.60 +1.90 0 1 +0
Sep11 110603 294.50 294.53 294.50 294.50 +1.60      
Oct11 110603 282.50 282.51 282.50 282.50 +1.40 0 1 +0
Total Volume and Open Interest 0 7 +0
Natural Gas(NYM)
Jul11 110603 4.785 4.807 4.683 4.707 -0.087 124,012 215,110 +888
Aug11 110603 4.821 4.836 4.717 4.739 -0.082 39,971 79,386 +858
Sep11 110603 4.816 4.832 4.725 4.745 -0.077 32,057 120,793 +2,026
Oct11 110603 4.836 4.860 4.751 4.774 -0.074 29,484 102,983 +1,389
Nov11 110603 4.958 4.958 4.866 4.882 -0.074 12,619 57,532 +804
Dec11 110603 5.139 5.147 5.057 5.076 -0.069 6,839 43,543 +406
Jan12 110603 5.237 5.250 5.164 5.180 -0.070 10,039 87,671 +779
Feb12 110603 5.183 5.238 5.143 5.161 -0.069 1,673 19,626 +262
Mar12 110603 5.166 5.167 5.073 5.094 -0.065 4,212 38,759 +98
Apr12 110603 4.952 4.999 4.900 4.933 -0.060 4,642 40,670 +830
May12 110603 4.974 4.984 4.934 4.941 -0.060 871 9,045 +227
Jun12 110603 5.038 5.038 4.968 4.968 -0.060 700 9,566 +249
Jul12 110603 5.034 5.045 5.000 5.006 -0.059 510 6,290 +153
Aug12 110603 5.062 5.075 5.021 5.033 -0.059 394 5,907 +99
Sep12 110603 5.077 5.085 5.033 5.042 -0.059 249 5,784 +65
Oct12 110603 5.160 5.160 5.080 5.088 -0.059 1,155 15,381 +176
Total Volume and Open Interest 270,411 928,702 +9,609
Brent Crude Oil(ICE)
Jul11 110603 115.66 116.25 113.40 115.84 +0.30 191,585 208,067 -8,172
Aug11 110603 115.38 115.87 113.03 115.46 +0.30 79,123 151,863 +4,138
Sep11 110603 114.95 115.41 112.61 115.01 +0.30 39,381 86,430 +944
Oct11 110603 114.56 115.00 112.26 114.61 +0.30 14,704 54,404 +2,510
Nov11 110603 114.27 114.70 111.99 114.33 +0.32 6,766 28,199 +731
Dec11 110603 114.00 114.43 111.74 114.07 +0.33 28,878 94,347 +931
Jan12 110603 112.88 114.21 111.58 113.87 +0.35 1,253 20,280 +278
Feb12 110603 112.66 113.99 111.69 113.65 +0.35 917 18,932 -255
Mar12 110603 112.51 113.44 111.46 113.44 +0.36 1,772 31,228 +195
Apr12 110603 113.22 113.22 113.22 113.22 +0.38 915 8,255 -113
May12 110603 113.00 113.00 113.00 113.00 +0.41 393 5,404 -75
Jun12 110603 112.69 113.03 110.51 112.80 +0.45 3,528 35,769 +930
Jul12 110603 112.59 112.59 112.59 112.59 +0.49 349 4,217 +102
Aug12 110603 112.37 112.37 112.37 112.37 +0.54 298 2,536 +48
Total Volume and Open Interest 378,764 877,674 +3,167
Gas Oil(ICE)
Jun11 110603 959.50 963.50 940.25 950.75 +6.75 34,930 95,670 -7,303
Jul11 110603 962.75 966.50 943.25 953.75 +6.25 77,377 113,303 -3,709
Aug11 110603 966.75 970.00 946.75 957.25 +6.25 26,026 60,098 +1,952
Sep11 110603 970.00 970.50 950.00 960.25 +6.25 11,201 47,641 -441
Oct11 110603 972.00 972.00 953.75 962.25 +6.00 4,265 28,939 -259
Nov11 110603 973.00 973.00 953.00 963.25 +6.00 1,974 24,990 -482
Dec11 110603 975.00 977.00 954.50 964.75 +6.00 11,976 58,295 +524
Jan12 110603 977.25 979.00 957.25 967.25 +6.00 1,922 24,152 -584
Feb12 110603 970.00 977.75 958.00 968.00 +6.00 546 7,233 +264
Mar12 110603 970.75 972.25 966.00 967.75 +6.00 611 7,024 +257
Total Volume and Open Interest 175,614 559,752 -9,230
Ethanol(CBOT)
Jun11 110603 2.638 2.640 2.633 2.640 -0.012 38 199 -65
Jul11 110603 2.656 2.659 2.645 2.649 -0.014 357 1,259 -40
Aug11 110603 2.650 2.664 2.645 2.651 -0.015 224 1,352 -7
Sep11 110603 2.617 2.620 2.601 2.606 -0.013 79 1,187 +29
Oct11 110603 2.515 2.525 2.509 2.512 -0.011 58 900 +26
Nov11 110603 2.455 2.465 2.439 2.449 -0.010 3 812 +3
Dec11 110603 2.425 2.442 2.415 2.430 -0.008 20 1,148 +17
Jan12 110603 2.396 2.417 2.395 2.411 +0.003 29 597 +0
Total Volume and Open Interest 853 8,265 -10
WTI Crude Oil(ICE
Jul11 110603 100.71 100.73 98.14 100.22 -0.18 83,739 94,753 -2,721
Aug11 110603 101.17 101.19 98.74 100.80 -0.20 20,908 40,413 +418
Sep11 110603 101.65 101.65 99.30 101.30 -0.19 13,581 35,358 -250
Oct11 110603 101.86 101.95 99.79 101.76 -0.19 6,335 19,445 +238
Nov11 110603 101.40 102.38 100.50 102.18 -0.16 5,023 14,590 -65
Dec11 110603 101.73 102.74 100.50 102.54 -0.12 16,464 83,588 +621
Jan12 110603 101.94 102.83 101.13 102.78 -0.10 2,664 12,109 +109
Feb12 110603 102.12 103.04 101.31 102.98 -0.08 1,050 4,136 +46
Mar12 110603 102.28 103.16 101.34 103.16 -0.06 1,259 11,998 +267
Apr12 110603 103.33 103.33 103.33 103.33 -0.05 240 4,101 +7
May12 110603 103.50 103.50 103.50 103.50 -0.04 756 2,756 +78
Jun12 110603 102.50 103.67 101.84 103.67 -0.02 3,453 26,425 +1,042
Jul12 110603 103.79 103.79 103.79 103.79 +0.04 214 1,839 +47
Aug12 110603 103.74 103.74 103.74 103.74 +0.06 19 896 +12
Sep12 110603 103.70 103.70 103.70 103.70 +0.09 103 4,300 +0
Oct12 110603 103.67 103.67 103.67 103.67 +0.12 0 511 +0
Total Volume and Open Interest 160,527 461,479 +870
US Dollar Index(ICE)
Jun11 110603 74.365 74.505 73.725 73.808 -0.567 33,479 57,185 +2,948
Sep11 110603 74.800 74.910 74.140 74.217 -0.573 795 1,808 +254
Dec11 110603 75.050 75.050 74.683 74.683 -0.637 0 2 +0
Total Volume and Open Interest 34,274 58,996 +3,202
Australian Dollar(CME)
Jun11 110603 106.59 107.65 105.84 107.21 +0.62 140,568 115,612 +1,376
Sep11 110603 105.35 106.28 104.52 105.85 +0.60 2,054 3,722 +543
Dec11 110603 104.22 104.61 104.02 104.61 +0.59 2 86 +1
Total Volume and Open Interest 142,624 119,422 +1,920
British Pound(CME)
Jun11 110603 163.71 164.38 162.81 164.15 +0.56 130,405 105,991 -761
Sep11 110603 163.48 164.15 162.62 163.94 +0.55 638 1,536 +260
Dec11 110603 163.30 163.72 163.16 163.72 +0.56 0 48 +0
Total Volume and Open Interest 131,043 107,584 -501
Canadian Dollar(CME)
Jun11 110603 102.48 102.59 101.47 102.30 -0.13 101,161 111,129 +153
Sep11 110603 102.23 102.34 101.24 102.06 -0.13 2,649 12,544 +1,518
Dec11 110603 101.60 101.93 101.09 101.82 -0.11 98 2,867 -83
Mar12 110603 101.00 101.67 101.00 101.54 -0.13 11 396 +1
Total Volume and Open Interest 103,929 127,250 +1,596
Japanese Yen(CME)
Jun11 110603 123.56 124.93 123.45 124.60 +0.92 129,977 94,514 +3,025
Sep11 110603 123.55 124.97 123.50 124.66 +0.93 1,769 4,851 +642
Dec11 110603 124.80 124.80 123.83 124.75 +0.92 46 243 +23
Total Volume and Open Interest 131,792 99,619 +3,690
Swiss Franc(CME)
Jun11 110603 118.72 120.05 118.40 119.58 +0.85 61,669 68,757 +2,576
Sep11 110603 118.76 120.10 118.51 119.67 +0.86 994 1,717 +206
Dec11 110603 119.84 120.24 118.89 119.74 +0.85 1 19 +1
Total Volume and Open Interest 62,664 70,496 +2,783
EuroFX(CME)
Jun11 110603 144.86 146.41 144.48 146.22 +1.42 362,977 265,302 +3,574
Sep11 110603 144.48 146.01 144.10 145.82 +1.41 6,677 9,758 +1,939
Dec11 110603 144.50 145.38 143.99 145.38 +1.39 0 171 +0
Total Volume and Open Interest 369,654 275,614 +5,513
Mexican Peso(CME)
Jun11 110603 859.0 860.0 851.8 857.5 -0.8 42,472 140,378 -1,574
Jul11 110603 856.5 857.0 856.5 856.5 -0.5      
Total Volume and Open Interest 42,697 140,957 -1,573
30-Year T-Bonds(CBOT)
Jun11 110531 125~260 126~090 125~110 126~050 +0~090 370,649 125,465 -108,773
Sep11 110603 124~300 125~290 124~240 125~080 +0~120 428,873 664,331 +16,666
Dec11 110603 124~000 124~030 123~130 123~250 +0~120 34 46 +28
Total Volume and Open Interest 501,875 736,733 -4,220
10-Year T-Notes(CBOT)
Jun11 110603 124~135 125~065 124~125 124~235 +0~110 251,179 172,409 -78,541
Sep11 110603 122~315 123~260 122~305 123~105 +0~115 1,663,554 1,694,681 -27,492
Dec11 110603 122~170 122~170 121~310 122~105 +0~115 4 13 +0
Total Volume and Open Interest 1,914,737 1,867,103 -106,033
5-Year T-Notes(CBOT)
Jun11 110531 120~025 120~044 119~120 120~036 +0~019 765,609 270,565 -196,975
Sep11 110603 119~042 119~114 119~040 119~071 +0~030 780,683 1,370,580 +19,672
Dec11 110603 118~095 118~095 118~065 118~095 +0~030      
Total Volume and Open Interest 934,139 1,525,117 -30,852
2 Year T-Notes(CBOT)
Jun11 110603 109~123 110~005 109~121 110~001 +0~008 65,232 69,771 -14,836
Sep11 110603 109~080 109~094 109~078 109~089 +0~010 298,984 993,105 +30,917
Dec11 110603 109~033 109~033 109~023 109~033 +0~010 0 20 +0
Total Volume and Open Interest 364,216 1,062,896 +16,081
Eurodollars(CME)
Jun11 110603 99.740 99.743 99.738 99.740 +0.002 118,555 909,652 +11,281
Sep11 110603 99.660 99.680 99.660 99.665 unch 218,836 1,223,564 -27,484
Dec11 110603 99.590 99.620 99.590 99.605 +0.010 316,941 1,542,821 -19,817
Mar12 110603 99.500 99.545 99.495 99.525 +0.020 438,732 1,670,291 -4,803
Jun12 110603 99.355 99.420 99.350 99.395 +0.035 422,382 1,513,907 -1,833
Sep12 110603 99.155 99.240 99.150 99.205 +0.045 333,308 832,220 +14,369
Dec12 110603 98.915 99.020 98.915 98.970 +0.045 296,722 591,440 +1,571
Mar13 110603 98.690 98.810 98.690 98.745 +0.045 256,728 426,460 +6,331
Jun13 110603 98.460 98.580 98.455 98.500 +0.040 181,474 286,323 +14,100
Sep13 110603 98.215 98.345 98.210 98.255 +0.040 145,099 246,125 -3,454
Dec13 110603 97.955 98.090 97.955 97.995 +0.040 151,105 199,859 +4,080
Mar14 110603 97.715 97.850 97.715 97.750 +0.035 100,903 186,908 +3,811
Jun14 110603 97.470 97.600 97.470 97.505 +0.035 43,142 108,882 +2,304
Sep14 110603 97.240 97.355 97.230 97.265 +0.035 33,803 66,233 +1,872
Dec14 110603 96.985 97.110 96.980 97.015 +0.035 32,306 69,987 +1,750
Mar15 110603 96.755 96.890 96.755 96.800 +0.035 23,036 52,543 +2,666
Jun15 110603 4.800 4.925 4.800 4.835 +0.035 12,433 48,271 +1,306
Sep15 110603 4.600 4.715 4.595 4.635 +0.035 12,530 43,538 +1,295
Total Volume and Open Interest      
30 Day Federal Funds(CBOT)
Jun11 110603 99.900 99.900 99.895 99.900 unch 2,137 59,527 +832
Jul11 110603 99.895 99.900 99.895 99.895 unch 2,274 52,664 -1,078
Aug11 110603 99.880 99.885 99.880 99.885 unch 2,573 50,888 +72
Sep11 110603 99.865 99.870 99.865 99.865 unch 3,416 45,238 -625
Oct11 110603 99.855 99.860 99.850 99.855 unch 2,932 55,444 +596
Nov11 110603 99.835 99.845 99.835 99.840 unch 3,046 54,710 +511
Total Volume and Open Interest 63,360 685,434 -66,353
30 Day Fed Funds(e-CBOT)
3-Mth Euro-Yen(CME)
Jun11 110603 99.670 99.670 99.670 99.670 unch 0 750 +0
Sep11 110603 99.668 99.668 99.668 99.668 unch      
Dec11 110603 99.670 99.670 99.670 99.670 unch 0 75 +0
Mar12 110603 99.658 99.658 99.658 99.658 unch      
Jun12 110603 99.670 99.670 99.670 99.670 unch      
Sep12 110603 99.600 99.600 99.600 99.600 unch      
Dec12 110603 99.560 99.560 99.560 99.560 unch      
Mar13 110603 99.560 99.560 99.560 99.560 unch      
Jun13 110603 99.515 99.515 99.515 99.515 unch      
Sep13 110603 99.375 99.375 99.375 99.375 unch      
Total Volume and Open Interest 0 825 +0
3-Mth Euro-Yen(SGX)
Jun11 110603 99.67 99.67 99.67 99.67 unch 0 5,803 +0
Sep11 110603 99.67 99.67 99.67 99.67 unch 0 1,466 +0
Dec11 110603 99.67 99.67 99.67 99.67 unch 0 1,957 +0
Mar12 110603 99.66 99.66 99.66 99.66 unch 0 4,177 +0
Jun12 110603 99.67 99.67 99.67 99.67 unch 0 1,254 +0
Sep12 110603 99.60 99.60 99.60 99.60 unch 0 411 +0
Dec12 110603 99.56 99.56 99.56 99.56 unch 0 24 +0
Mar13 110603 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 110603 141.04 141.13 140.86 141.13 +0.10 5,386 23,726 +1,795
Sep11 110603 140.88 140.95 140.70 140.95 +0.11 2,392 1,821 -38
Dec11 110603 138.86 138.86 138.86 138.86 +0.11 0 1 +1
Total Volume and Open Interest 7,778 25,548 +1,560
Euro-Bund(EUREX)
Jun11 110603 125.48 126.04 125.03 125.22 -0.13 1,120,837 948,472 -36,883
Sep11 110603 125.21 125.76 124.73 124.91 -0.53 187,424 201,701 +91,078
Dec11 110603 124.32 124.39 123.88 123.88 -0.64      
Total Volume and Open Interest 1,534,512 1,085,916 +26,821
Euro-Bobl(EUREX)
Jun11 110602 117.13 117.20 116.71 116.99 -0.05 853,382 751,236 +0
Sep11 110603 116.27 116.69 115.96 116.16 -0.32 205,462 225,381 +72,826
Dec11 110603 115.30 115.30 115.30 115.30 -1.24      
Total Volume and Open Interest 1,025,803 922,461 +18,670
3-Mth Euribor(EUREX)
Jun11 110603 98.525 98.525 98.525 98.525 -0.005 121 4,827 +0
Sep11 110603 98.285 98.295 98.275 98.275 -0.015 122 1,933 +31
Dec11 110603 98.110 98.110 98.100 98.100 -0.025 11 1,312 +6
Total Volume and Open Interest 272 11,582 +33
Long Gilt(LIFFE)
Jun11 110603 121~26 122~07 121~21 121~24 -0~06 31,137 57,134 -91
Sep11 110603 120~17 121~00 120~10 120~15 -0~06 128,054 360,432 +18,509
Total Volume and Open Interest 159,191 417,566 +18,418
3-Mth Short Sterling(LIFFE)
Jun11 110603 99.16 99.18 99.16 99.17 unch 16,241 428,894 -5,069
Sep11 110603 99.08 99.11 99.08 99.10 unch 54,805 432,163 -8,893
Dec11 110603 98.97 99.01 98.97 98.99 unch 71,230 435,324 -10,004
Mar12 110603 98.85 98.89 98.84 98.86 unch 81,722 410,141 -5,970
Jun12 110603 98.70 98.75 98.69 98.70 -0.01 71,285 344,060 +2,464
Sep12 110603 98.53 98.57 98.51 98.52 -0.02 57,643 251,498 +11,883
Total Volume and Open Interest 491,187 2,913,921 +24,496
3-Mth Euribor(LIFFE)
Jun11 110603 98.530 98.545 98.520 98.525 -0.005 73,759 690,148 +9,457
Sep11 110603 98.280 98.310 98.260 98.275 -0.015 134,422 650,533 +13,535
Dec11 110603 98.105 98.160 98.080 98.100 -0.025 138,227 563,997 -1,062
Total Volume and Open Interest 953,131 3,787,647 +24,582
3-Mth Aus T-Bills(SFE)
Jun11 110603 94.98 94.98 94.97 94.98 unch 35,364 113,551 -12,806
Sep11 110603 94.93 94.94 94.91 94.92 -0.01 71,322 252,459 -2,476
Dec11 110603 94.86 94.88 94.84 94.85 -0.01 42,846 174,535 +6,314
Mar12 110603 94.81 94.84 94.79 94.81 unch 13,438 97,001 +4,503
Jun12 110603 94.77 94.80 94.75 94.78 +0.01 4,196 57,888 +879
Sep12 110603 94.74 94.75 94.72 94.75 +0.02 6,424 51,564 -2,938
Dec12 110603 94.71 94.71 94.68 94.71 +0.02 6,895 31,354 +2,061
Mar13 110603 94.67 94.68 94.66 94.68 +0.02 2,892 22,641 +725
Jun13 110603 94.64 94.65 94.62 94.65 +0.01 82 2,198 +3
Sep13 110603 94.60 94.62 94.59 94.61 -0.01 69 1,555 +4
Total Volume and Open Interest 183,530 805,652 -3,729
10-Year Aus T-Bonds(SFE)
Jun11 110603 94.77 94.82 94.74 94.78 +0.01 64,534 422,919 +2,145
Sep11 110603 94.80 94.80 94.76 94.76 unch 14 32 +14
Total Volume and Open Interest 64,548 422,951 +2,159
3-Year Aus T-Bonds(SFE)
Jun11 110602 95.04 95.14 95.04 95.09 +0.04 225,387 761,173 +0
Sep11 110603 95.03 95.03 95.03 95.03 unch 1,319 1,594 +1,319
Total Volume and Open Interest 184,634 770,462 +9,014
Gold(CMX)
Jun11 110603 1534.7 1545.7 1525.0 1541.7 +9.7 2,845 5,792 -759
Aug11 110603 1535.0 1548.4 1524.9 1542.4 +9.7 153,611 340,243 +9,424
Oct11 110603 1535.6 1548.9 1527.2 1543.6 +9.6 906 10,392 +271
Dec11 110603 1537.2 1550.0 1528.1 1544.9 +9.6 3,331 68,135 -210
Feb12 110603 1548.7 1548.7 1545.5 1546.1 +9.6 322 8,627 +70
Apr12 110603 1539.8 1548.5 1539.8 1547.3 +9.6 319 5,289 -60
Jun12 110603 1541.5 1549.6 1532.0 1548.8 +9.5 105 12,661 +37
Aug12 110603 1550.7 1550.7 1550.7 1550.7 +9.5 0 4,530 +0
Oct12 110603 1552.7 1552.7 1552.7 1552.7 +9.4 45 3,954 +0
Dec12 110603 1555.7 1555.7 1555.2 1555.2 +9.3 1,214 12,048 +123
Feb13 110603 1558.3 1558.3 1558.3 1558.3 +9.3 0 255 +0
Apr13 110603 1561.7 1561.7 1561.7 1561.7 +9.3      
Total Volume and Open Interest 164,290 510,629 +9,229
Silver(CMX)
Jul11 110603 3621.0 3643.5 3506.5 3619.1 -1.1 81,087 57,741 -1,131
Sep11 110603 3622.0 3642.0 3516.5 3621.1 -1.3 4,012 14,520 +1,011
Dec11 110603 3632.0 3646.0 3516.5 3622.9 -1.5 2,305 24,156 +930
Mar12 110603 3627.0 3627.0 3535.5 3619.1 -1.5 134 3,694 -13
May12 110603 3616.5 3617.5 3615.7 3615.7 -1.5 67 1,182 +14
Jul12 110603 3621.5 3621.5 3554.0 3613.2 -1.5 35 1,813 -1
Sep12 110603 3610.0 3619.5 3610.0 3611.1 -1.6 2 101 -2
Total Volume and Open Interest 88,205 121,702 +849
Platinum(NYMEX)
Jul11 110603 1815.4 1826.5 1806.0 1823.7 +5.9 6,051 31,893 -243
Oct11 110603 1816.5 1829.4 1810.0 1827.2 +5.9 915 3,336 +485
Jan12 110603 1830.1 1830.1 1830.1 1830.1 +6.1 21 118 +15
Apr12 110603 1832.1 1832.1 1832.1 1832.1 +6.1 0 26 +0
Total Volume and Open Interest 6,987 35,378 +257
Palladium(NYMEX)
Jun11 110603 762.95 783.25 762.95 783.25 +14.85 115 617 -321
Sep11 110603 770.40 787.75 761.50 785.40 +15.00 3,996 19,319 +711
Dec11 110603 774.50 786.70 774.50 786.70 +15.05 18 546 +3
Total Volume and Open Interest 4,129 20,497 +393
Copper(CMX)
Jul11 110603 409.80 414.35 404.80 413.45 +5.00 38,510 58,162 -1,206
Sep11 110603 411.50 416.20 407.30 415.40 +5.00 5,430 39,278 +1,091
Dec11 110603 414.00 418.00 409.35 417.20 +4.85 948 14,411 +19
Mar12 110603 414.65 418.35 411.50 418.35 +4.85 145 5,292 +80
May12 110603 418.00 418.60 418.00 418.60 +4.85 0 1,575 +0
Total Volume and Open Interest 45,569 123,822 -97
DJIA Index(CBOT)
Jun11 110603 12211 12224 12089 12125 -113 356 24,263 -21
Sep11 110603 12056 12169 12056 12056 -113 4 27 +3
Dec11 110603 11985 12098 11985 11985 -113 0 7 +0
Mar12 110603 11925 12038 11925 11925 -113      
Total Volume and Open Interest 360 24,297 -18
S & P 500(CME)
Jun11 110603 1307.20 1313.30 1294.60 1296.30 -16.10 21,949 312,949 -1,855
Sep11 110603 1291.00 1302.00 1290.80 1290.90 -16.10 920 11,311 +590
Dec11 110603 1285.30 1285.70 1285.30 1285.30 -16.10 20 6,641 +18
Mar12 110603 1280.30 1280.70 1280.30 1280.30 -16.10      
Total Volume and Open Interest 22,889 330,906 -1,247
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 110603 1307.25 1307.75 1289.25 1291.00 -16.00 6,699 48,321 +1,750
Total Volume and Open Interest 2,688,583 2,888,084 +21,146
NASDAQ 100(CME)
Jun11 110603 2326.00 2327.30 2286.00 2287.50 -38.50 1,281 17,826 -197
Sep11 110603 2303.00 2304.50 2284.00 2284.00 -38.50 8 116 +3
Dec11 110603 2280.50 2284.00 2280.50 2280.50 -38.50 0 1 +0
Total Volume and Open Interest 1,289 17,943 -194
NASDAQ 100 E-Mini(Globex)
Jun11 110603 2325.80 2328.00 2284.80 2287.50 -38.50 325,409 346,013 -3,690
Sep11 110603 2321.00 2324.30 2282.80 2284.00 -38.50 1,352 1,993 +477
Total Volume and Open Interest 326,762 348,020 -3,212
S & P Midcap 400(CME)
Jun11 110603 967.00 980.00 950.00 960.20 -12.90 1 1,722 +1
Sep11 110603 957.60 959.50 957.60 957.60 -12.90      
Dec11 110603 956.00 957.90 956.00 956.00 -12.90      
Total Volume and Open Interest 1 1,722 +1
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Jun11 110603 9570 9600 9435 9460 -105 8,528 46,144 -128
Sep11 110603 9625 9630 9470 9485 -105 436 904 +403
Total Volume and Open Interest 8,964 47,048 +275
Nikkei 225(SGX)
Jun11 110603 9570 9605 9490 9530 -45 84,682 237,267 +2,068
Sep11 110603 9555 9595 9485 9520 -55 663 10,661 +3,529
Dec11 110603 9465 9465 9465 9465 -50 0 6,659 +0
Total Volume and Open Interest 85,359 260,209 +6,245
CAC 40(EURONEXT)
Jun11 110603 3887.0 3893.5 3830.0 3876.0 -0.5 140,341 385,449 +5,080
Jul11 110603 3877.0 3888.5 3835.0 3873.0 -0.5 105 216 +98
Aug11 110603 3877.5 3877.5 3877.5 3877.5 -0.5      
Total Volume and Open Interest 141,041 387,087 +5,272
Hang Seng Index(HKFE)
Jun11 110603 23206 23234 22863 22940 -228 60,909 98,951 +3,975
Jul11 110603 23108 23238 22876 22943 -221 542 543 +138
Total Volume and Open Interest 61,714 104,327 +4,166
DAX(EUREX)
Jun11 110603 7100.0 7148.5 7023.0 7103.0 +15.0 158,178 173,921 -4,898
Sep11 110603 7128.0 7170.0 7050.0 7126.5 +15.0 2,918 15,308 +906
Dec11 110603 7163.0 7186.5 7083.5 7155.5 +15.5 132 1,500 -3
Total Volume and Open Interest 161,228 190,729 -3,995
FT-SE 100(EURONEXT)
Jun11 110603 5867.50 5874.00 5805.50 5850.00 -4.50 118,540 666,337 +12,847
Sep11 110603 5820.50 5840.00 5781.50 5814.50 -5.00 442 32,006 +432
Dec11 110603 5802.00 5802.00 5779.00 5791.00 -5.00 0 285 +0
Total Volume and Open Interest 118,982 698,768 +13,279
SPI 200(SFE)
Jun11 110603 4601.0 4620.0 4576.0 4580.0 -26.0 45,598 191,394 +7,821
Sep11 110603 4592.0 4606.0 4567.0 4569.0 -26.0 502 4,906 +169
Dec11 110603 4586.0 4586.0 4586.0 4586.0 -26.0 15 2,906 +0
Total Volume and Open Interest 46,242 201,020 +8,113
GSCI(CME)
Jun11 110603 36.64 47.14 34.89 46.64 +2.50 291 10,682 -3
Jul11 110603 36.04 46.64 34.64 46.14 +2.50 2 0 +0
Aug11 110603 46.64 47.14 35.64 46.64 +2.50      
Total Volume and Open Interest 293 10,682 -3
Reuters CCI(ICE)
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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