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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 Mon June 06, 2011
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jul11 110606 1415.75 1418.25 1382.25 1383.25 -31.25 108,926 242,113 +4,822
Aug11 110606 1409.00 1411.00 1376.50 1377.75 -29.75 17,129 34,187 +1,890
Sep11 110606 1403.50 1403.75 1371.75 1373.75 -27.75 2,683 19,182 +253
Nov11 110606 1398.00 1401.00 1370.00 1372.75 -24.25 42,112 207,386 +2,739
Jan12 110606 1404.50 1406.50 1377.75 1380.25 -24.25 7,860 31,584 +1,567
Mar12 110606 1401.50 1401.75 1377.00 1378.50 -22.50 4,567 18,785 +1,477
May12 110606 1390.00 1390.00 1364.75 1367.50 -20.00 3,636 20,661 +1,324
Total Volume and Open Interest 194,191 599,336 +19,600
Soybean Meal(CBOT)
Jul11 110606 370.00 371.90 359.00 359.40 -9.00 40,647 88,494 +759
Aug11 110606 369.70 371.40 359.00 359.00 -8.90 9,391 38,009 +1,459
Sep11 110606 367.40 368.10 357.30 357.30 -8.00 3,146 19,329 +378
Oct11 110606 362.10 362.10 352.30 352.30 -7.20 2,496 17,085 +149
Dec11 110606 361.70 363.70 353.10 353.10 -7.30 11,232 51,106 +542
Jan12 110606 360.00 361.40 353.80 353.80 -7.00 1,029 4,490 +101
Mar12 110606 360.70 361.40 353.80 353.80 -6.50 625 3,438 +19
May12 110606 356.30 357.90 349.80 349.80 -6.00 782 4,994 +192
Total Volume and Open Interest 69,752 231,708 +3,680
Soybean Oil(CBOT)
Jul11 110606 58.95 58.99 57.94 58.03 -0.70 55,694 144,508 +5,894
Aug11 110606 59.19 59.19 58.21 58.28 -0.73 7,326 35,059 +949
Sep11 110606 59.43 59.43 58.49 58.56 -0.72 5,992 23,186 +631
Oct11 110606 59.67 59.70 58.76 58.84 -0.71 2,135 15,195 -13
Dec11 110606 60.22 60.23 59.27 59.35 -0.69 12,755 92,449 +2,480
Jan12 110606 59.96 60.11 59.50 59.61 -0.64 1,693 9,745 +747
Mar12 110606 60.04 60.26 59.60 59.71 -0.63 434 5,895 +196
May12 110606 59.76 60.29 59.53 59.66 -0.63 429 5,634 +183
Total Volume and Open Interest 86,631 334,939 +11,125
Canola(WCE)
Jul11 110606 597.1 599.7 587.4 588.7 -8.4 10,047 64,635 -2,574
Nov11 110606 599.6 603.3 590.0 592.3 -7.5 9,603 93,218 +3,017
Jan12 110606 602.5 604.5 599.4 600.8 -6.8 967 10,615 +611
Mar12 110606 612.2 612.3 607.3 608.8 -5.4 132 2,376 +93
May12 110606 614.7 615.2 610.2 612.8 -5.5 22 1,049 +18
Total Volume and Open Interest 20,867 174,567 +1,236
Corn(CBOT)
Jul11 110606 754.00 758.00 731.50 732.00 -22.00 135,173 551,573 -4,669
Sep11 110606 731.00 733.00 709.75 711.50 -19.50 46,506 215,725 +9,895
Dec11 110606 685.75 686.50 665.00 667.00 -19.25 80,508 477,816 +7,229
Mar12 110606 696.25 697.25 675.75 678.00 -19.25 7,099 82,679 +1,652
May12 110606 703.50 704.00 684.50 685.25 -19.00 2,499 18,470 +537
Jul12 110606 708.75 710.50 690.00 692.00 -18.75 6,519 48,309 +2,238
Total Volume and Open Interest 283,580 1,461,231 +19,681
Wheat(CBOT)
Jul11 110606 772.75 778.00 741.00 744.00 -29.75 56,763 190,859 -5,596
Sep11 110606 819.00 822.75 787.50 790.25 -29.25 19,557 91,406 +6,233
Dec11 110606 870.75 874.00 840.50 843.00 -28.00 15,197 95,988 +791
Mar12 110606 907.50 907.75 877.75 880.00 -26.25 3,154 22,462 -204
May12 110606 920.00 920.00 891.00 893.25 -25.75 1,279 8,511 +46
Total Volume and Open Interest 105,875 461,119 +1,418
Wheat(KCBT)
Jul11 110606 914.25 920.50 890.00 890.00 -24.25 13,858 67,166 -1,518
Sep11 110606 934.25 938.50 908.75 908.75 -24.75 5,230 47,780 +1,447
Dec11 110606 956.50 961.00 930.00 930.00 -25.50 3,052 44,049 -102
Mar12 110606 969.50 973.25 943.00 943.00 -26.00 728 7,721 +163
May12 110606 965.50 965.50 942.00 942.00 -28.25 227 943 -42
Total Volume and Open Interest 26,436 179,448 +285
Wheat(MGE)
Jul11 110606 1070.75 1120.00 1032.00 1042.00 -18.50 3,497 16,573 -903
Sep11 110606 994.00 1000.00 957.25 962.75 -30.75 3,522 19,459 +283
Dec11 110606 996.50 997.75 958.00 965.50 -27.00 1,589 14,164 +103
Mar12 110606 1004.50 1008.50 970.75 976.00 -28.00 735 2,869 +86
May12 110606 1000.50 1000.50 973.00 974.50 -30.75 467 998 +100
Total Volume and Open Interest 11,394 58,790 +56
Oats(CBOT)
Jul11 110606 375.75 380.00 370.75 372.00 -6.00 1,822 5,963 -656
Sep11 110606 387.00 387.50 378.75 379.25 -7.75 1,154 2,948 +528
Dec11 110606 394.00 396.25 388.00 389.00 -6.00 150 3,707 +11
Mar12 110606 401.00 407.00 401.00 401.00 -6.00 1 22 +0
Total Volume and Open Interest 3,127 12,641 -117
Rough Rice(CBOT)
Jul11 110606 14.50 14.80 14.44 14.74 +0.27 1,809 11,956 -871
Sep11 110606 15.44 15.85 15.44 15.81 +0.30 1,284 6,313 +770
Nov11 110606 15.75 16.12 15.75 16.11 +0.30 37 2,040 +7
Jan12 110606 16.20 16.40 16.20 16.40 +0.27 3 252 -1
Total Volume and Open Interest 3,133 20,862 -95
Live Cattle(CME)
Jun11 110606 103.850 104.200 101.700 102.400 -1.780 13,763 41,061 -1,643
Aug11 110606 104.785 105.400 102.950 103.330 -1.770 21,268 142,792 +987
Oct11 110606 110.730 111.430 109.250 109.600 -1.550 6,426 77,323 +312
Dec11 110606 114.700 115.480 113.350 113.700 -1.280 2,898 54,026 +654
Feb12 110606 115.635 116.750 114.900 115.135 -1.315 1,009 14,289 +11
Apr12 110606 117.550 118.450 116.800 117.300 -1.130 438 7,349 +89
Total Volume and Open Interest 45,890 338,530 +473
Feeder Cattle(CME)
Aug11 110606 124.430 126.400 123.850 124.100 -0.150 1,826 21,666 -317
Sep11 110606 125.800 127.750 125.150 125.180 -0.620 663 5,649 +80
Oct11 110606 126.500 128.650 126.100 126.250 -0.730 331 4,555 +24
Nov11 110606 127.500 129.485 127.200 127.350 -0.500 154 2,007 +10
Jan12 110606 128.000 129.435 127.200 127.200 -0.700 78 1,002 +20
Mar12 110606 127.385 129.050 127.250 127.400 unch 0 63 +0
Apr12 110606 126.500 127.000 126.500 126.500 unch 3 13 +3
Total Volume and Open Interest 3,056 34,956 -179
Lean Hogs(CME)
Jun11 110606 89.230 89.830 88.535 89.700 +0.470 7,450 15,408 -119
Jul11 110606 88.180 88.180 86.885 87.750 -0.100 13,751 62,316 -569
Aug11 110606 89.500 89.500 88.180 89.050 -0.430 9,286 49,990 +881
Oct11 110606 83.950 83.950 83.080 83.930 -0.020 4,406 43,895 +465
Dec11 110606 82.330 82.500 81.725 82.385 -0.165 2,388 35,408 +503
Feb12 110606 84.350 84.600 83.900 84.580 -0.270 296 8,658 +19
Apr12 110606 86.000 86.180 85.400 85.750 -0.650 712 4,821 +73
May12 110606 90.200 90.200 90.200 90.200 unch 1 216 +0
Total Volume and Open Interest 38,729 223,552 +1,537
Class III Milk(CME)
Jun11 110606 18.84 19.04 18.84 19.01 +0.06 174 4,994 -91
Jul11 110606 19.86 20.27 19.86 20.17 +0.17 314 5,075 +6
Aug11 110606 19.30 19.55 19.23 19.39 +0.04 344 4,517 +51
Sep11 110606 18.96 19.08 18.77 18.84 -0.14 288 4,386 +127
Oct11 110606 18.30 18.35 18.18 18.23 -0.12 91 3,519 +16
Total Volume and Open Interest 1,598 37,553 +306
Cocoa(ICE)
Jul11 110606 2865 2905 2857 2863 -15 10,659 51,101 -2,973
Sep11 110606 2890 2920 2872 2879 -15 6,856 45,671 +4,728
Dec11 110606 2912 2950 2905 2907 -20 1,271 28,990 +114
Mar12 110606 2970 2999 2963 2967 -15 707 24,439 +254
May12 110606 2970 3000 2965 2965 -13 259 7,660 +166
Jul12 110606 2964 2999 2957 2964 -13 26 2,755 +21
Sep12 110606 2955 2983 2955 2961 -13 101 2,726 -1
Total Volume and Open Interest 20,975 168,516 +3,175
Coffee "C"(ICE)
Jul11 110606 270.35 270.75 259.50 260.50 -10.45 15,345 44,532 -2,966
Sep11 110606 273.80 273.80 262.70 263.80 -10.35 8,427 35,565 +2,351
Dec11 110606 276.15 277.40 267.60 268.25 -9.90 2,403 24,325 +1,123
Mar12 110606 277.60 277.60 270.20 270.45 -10.10 494 5,568 +26
May12 110606 273.30 273.30 271.70 271.70 -10.25 272 3,173 +36
Jul12 110606 272.95 272.95 271.15 271.15 -10.25 193 978 +48
Total Volume and Open Interest 27,267 116,057 +690
Orange Juice(ICE)
Jul11 110606 183.50 186.80 182.95 186.05 +4.15 1,481 24,784 -784
Sep11 110606 179.25 182.40 179.05 181.80 +3.70 686 6,923 +280
Nov11 110606 173.55 175.15 173.40 174.65 +2.75 527 2,484 -185
Jan12 110606 169.50 171.00 169.50 170.65 +2.25 6 389 +0
Mar12 110606 168.00 169.00 168.00 168.70 +1.40 0 134 +0
May12 110606 166.00 167.00 166.00 166.70 +0.80 0 80 +0
Total Volume and Open Interest 2,700 34,858 -689
Sugar #11(ICE)
Jul11 110606 23.85 24.06 23.51 23.59 -0.36 70,415 238,325 -2,615
Oct11 110606 23.64 23.68 23.18 23.25 -0.36 40,491 184,433 +6,854
Mar12 110606 23.84 23.84 23.35 23.42 -0.35 15,681 93,011 +1,449
May12 110606 23.48 23.48 23.07 23.17 -0.24 6,205 28,944 +1,001
Jul12 110606 23.02 23.10 22.78 23.03 -0.12 20,912 32,773 +5,536
Total Volume and Open Interest 158,213 626,747 +13,786
London Cocoa(LCE)
Jul11 110606 1767 1794 1765 1772 -7 4,112 76,694 -104
Sep11 110606 1789 1812 1787 1793 -7 2,033 38,574 +260
Dec11 110606 1816 1842 1814 1822 -4 717 33,719 -67
Mar12 110606 1840 1862 1839 1843 -5 830 37,337 +317
May12 110606 1862 1862 1855 1858 -3 147 9,640 -32
Jul12 110606 1865 1881 1865 1866 -1 52 4,348 +48
Sep12 110606 1879 1895 1874 1874 +1 0 3,163 +0
Total Volume and Open Interest 7,891 211,244 +422
London Sugar(LCE)
Aug11 110606 698.30 699.50 691.10 696.20 +2.80 4,481 25,891 +319
Oct11 110606 637.90 643.00 637.20 639.00 +2.40 1,564 11,554 +621
Dec11 110606 628.00 629.40 623.50 626.50 +0.50 313 5,067 +90
Mar12 110606 615.00 616.00 609.70 614.10 -0.90 425 3,836 +265
May12 110606 604.60 607.10 601.40 605.10 -1.90 167 1,865 +77
Total Volume and Open Interest 7,366 50,546 +1,777
Cotton(ICE)
Jul11 110606 161.55 163.56 155.63 155.63 -6.00 16,791 60,215 -3,216
Oct11 110606 146.57 147.55 144.81 145.83 -1.77 74 450 +21
Dec11 110606 139.40 139.64 134.72 136.93 -1.77 13,573 77,372 +5,015
Mar12 110606 130.08 130.08 126.20 127.99 -1.00 1,435 11,296 +237
May12 110606 118.00 121.10 118.00 120.21 -0.03 485 2,964 +198
Jul12 110606 112.93 114.40 112.03 113.64 -0.03 378 5,628 +158
Total Volume and Open Interest 32,859 160,725 +2,427
Lumber(CME)
Jul11 110606 226.5 226.5 220.7 222.5 -4.5 2,555 5,333 -954
Sep11 110606 247.3 247.4 241.5 241.9 -5.3 1,998 4,926 +1,096
Nov11 110606 249.6 251.2 248.0 248.0 -4.0 46 765 +20
Jan12 110606 267.2 267.2 264.0 264.0 -5.0 4 56 +2
Total Volume and Open Interest 4,603 11,086 +164
Crude Oil(NYM)
Jul11 110606 100.42 100.68 98.55 99.01 -1.21 389,637 338,132 -17,423
Aug11 110606 100.93 101.18 99.15 99.60 -1.20 118,378 110,692 +5,940
Sep11 110606 101.50 101.76 99.68 100.11 -1.19 71,572 114,632 +8,683
Oct11 110606 102.10 102.10 100.11 100.56 -1.20 37,921 52,144 +935
Nov11 110606 102.47 102.47 100.57 100.96 -1.22 11,983 35,282 -863
Dec11 110606 102.46 102.70 100.86 101.31 -1.23 62,874 188,681 +29
Jan12 110606 102.44 102.44 101.11 101.55 -1.23 8,504 43,446 +814
Feb12 110606 102.98 103.01 101.39 101.75 -1.23 3,668 21,931 -285
Mar12 110606 102.50 102.52 101.49 101.94 -1.22 5,443 27,459 +39
Apr12 110606 102.48 102.90 102.04 102.13 -1.20 4,534 15,661 -736
May12 110606 103.50 103.50 102.32 102.32 -1.18 3,584 16,759 -318
Jun12 110606 102.58 102.65 102.04 102.51 -1.16 20,458 76,881 -1,134
Jul12 110606 103.27 103.30 102.64 102.64 -1.15 11,700 26,809 +570
Aug12 110606 102.61 102.61 102.61 102.61 -1.13 1,871 15,524 -386
Sep12 110606 102.58 102.58 102.58 102.58 -1.12 1,389 13,443 +21
Oct12 110606 102.56 102.56 102.56 102.56 -1.11 370 9,092 -1
Total Volume and Open Interest 785,925 1,515,219 +3,626
e-miNY Crude Oil(NYM)
Jun11 110519 99.675 100.800 98.250 98.450 -1.650 6,142 2,098 -382
Jul11 110606 100.425 100.675 98.575 99.000 -1.225 10,364 3,165 -201
Aug11 110606 100.675 100.700 99.200 99.600 -1.200 338 825 -24
Sep11 110606 100.875 100.875 99.875 100.100 -1.200 101 406 +67
Oct11 110606 100.875 100.875 100.375 100.550 -1.200 5 113 +1
Nov11 110606 100.950 100.950 100.950 100.950 -1.225 6 19 +5
Dec11 110606 102.050 102.050 101.300 101.300 -1.250 56 289 -39
Jan12 110606 101.550 101.550 101.550 101.550 -1.225 0 9 +0
Feb12 110606 101.750 101.750 101.750 101.750 -1.225 0 3 +0
Mar12 110606 101.950 101.950 101.575 101.950 -1.200 0 8 +0
Total Volume and Open Interest 10,908 4,959 -228
Heating Oil(NYM)
Jul11 110606 306.39 306.80 300.47 301.74 -3.93 57,321 102,166 -845
Aug11 110606 307.76 307.76 301.98 303.20 -3.83 21,078 42,612 -680
Sep11 110606 308.80 308.80 303.79 305.02 -3.78 16,754 33,953 +517
Oct11 110606 308.53 310.29 306.04 306.77 -3.78 13,494 16,425 +2,786
Nov11 110606 312.85 312.85 308.32 308.32 -3.79 3,942 14,441 +225
Dec11 110606 313.79 313.80 308.71 309.75 -3.84 10,711 35,243 +377
Jan12 110606 313.14 313.14 311.21 311.21 -3.89 2,152 15,981 +222
Feb12 110606 314.95 314.95 310.79 311.38 -3.96 308 5,894 +67
Mar12 110606 313.68 313.68 309.77 310.30 -4.02 170 4,120 -38
Apr12 110606 309.50 310.00 307.80 308.02 -4.07 261 1,915 -124
May12 110606 307.25 307.25 305.89 305.89 -4.17 363 1,723 +196
Jun12 110606 308.80 308.81 304.00 304.39 -4.22 1,015 18,086 +56
Total Volume and Open Interest 128,501 303,092 +2,975
Gasoline(NYMEX)
Jul11 110606 300.89 301.65 293.80 294.99 -4.32 63,017 85,600 -136
Aug11 110606 297.51 297.51 291.47 292.67 -3.89 34,721 40,386 +4,595
Sep11 110606 291.75 294.87 290.18 290.83 -3.70 18,523 35,405 -388
Oct11 110606 280.17 282.62 277.95 279.01 -3.50 11,436 21,318 -494
Nov11 110606 280.31 280.31 276.45 276.45 -3.39 3,636 12,560 +64
Dec11 110606 276.29 278.40 274.07 275.35 -3.35 4,487 25,619 +125
Jan12 110606 276.23 277.58 275.31 275.98 -3.41 1,609 6,873 -476
Feb12 110606 277.65 277.65 277.65 277.65 -3.41 313 4,129 -156
Mar12 110606 279.43 279.43 279.43 279.43 -3.41 135 4,419 -56
Apr12 110606 291.17 291.17 291.17 291.17 -3.37 519 4,085 +24
Total Volume and Open Interest 138,830 256,135 +2,897
e-miNY RBOB Gasoline(NYM)
Jul11 110606 295.00 295.00 294.99 295.00 -4.30 0 3 +0
Aug11 110606 292.70 292.70 292.67 292.70 -3.90 0 1 +0
Sep11 110606 290.80 290.83 290.80 290.80 -3.70      
Oct11 110606 279.00 279.01 279.00 279.00 -3.50 0 1 +0
Total Volume and Open Interest 0 7 +0
Natural Gas(NYM)
Jul11 110606 4.772 4.855 4.738 4.827 +0.120 190,715 219,815 +4,705
Aug11 110606 4.792 4.881 4.768 4.857 +0.118 68,753 82,171 +2,785
Sep11 110606 4.796 4.885 4.781 4.869 +0.124 63,845 115,710 -5,083
Oct11 110606 4.830 4.910 4.809 4.893 +0.119 80,123 109,691 +6,708
Nov11 110606 4.952 5.010 4.917 4.993 +0.111 37,764 62,443 +4,911
Dec11 110606 5.150 5.198 5.100 5.176 +0.100 19,557 43,411 -132
Jan12 110606 5.232 5.295 5.197 5.275 +0.095 28,578 91,069 +3,398
Feb12 110606 5.204 5.269 5.185 5.256 +0.095 2,817 19,750 +124
Mar12 110606 5.150 5.202 5.123 5.186 +0.092 8,961 37,788 -971
Apr12 110606 5.005 5.030 4.941 5.011 +0.078 8,373 40,840 +170
May12 110606 5.020 5.029 4.967 5.017 +0.076 888 9,156 +111
Jun12 110606 5.033 5.060 4.992 5.042 +0.074 1,352 10,141 +575
Jul12 110606 5.080 5.096 5.073 5.084 +0.078 990 6,285 -5
Aug12 110606 5.069 5.120 5.069 5.111 +0.078 672 5,901 -6
Sep12 110606 5.122 5.127 5.080 5.120 +0.078 904 5,802 +18
Oct12 110606 5.175 5.175 5.110 5.165 +0.077 3,743 16,837 +1,456
Total Volume and Open Interest 520,610 948,066 +19,364
Brent Crude Oil(ICE)
Jul11 110606 115.94 116.14 113.96 114.48 -1.36 217,526 202,156 -5,911
Aug11 110606 115.48 115.69 113.60 114.08 -1.38 109,376 146,868 -4,995
Sep11 110606 114.63 115.10 113.13 113.63 -1.38 61,980 88,613 +2,183
Oct11 110606 114.06 114.27 112.95 113.27 -1.34 32,146 57,878 +3,474
Nov11 110606 113.76 114.07 112.70 113.02 -1.31 13,615 30,310 +2,111
Dec11 110606 113.92 113.99 112.29 112.77 -1.30 35,116 91,667 -2,680
Jan12 110606 112.86 113.57 112.34 112.59 -1.28 3,292 20,430 +150
Feb12 110606 112.65 113.25 112.14 112.38 -1.27 2,125 19,244 +312
Mar12 110606 112.46 113.02 111.95 112.19 -1.25 2,379 30,705 -523
Apr12 110606 111.96 111.96 111.96 111.96 -1.26 875 8,261 +6
May12 110606 111.74 111.74 111.74 111.74 -1.26 506 5,326 -78
Jun12 110606 112.80 112.80 111.18 111.53 -1.27 4,459 35,367 -402
Jul12 110606 111.34 111.34 111.34 111.34 -1.25 104 4,223 +6
Aug12 110606 111.13 111.13 111.13 111.13 -1.24 36 2,567 +31
Total Volume and Open Interest 492,119 871,650 -6,024
Gas Oil(ICE)
Jun11 110606 961.50 962.50 944.25 950.00 -0.75 43,221 92,383 -3,287
Jul11 110606 965.00 966.50 947.50 953.50 -0.25 81,913 114,111 +808
Aug11 110606 968.00 968.00 951.00 956.75 -0.50 22,145 62,975 +2,877
Sep11 110606 968.00 968.25 956.00 960.00 -0.25 15,706 47,175 -466
Oct11 110606 970.00 970.25 957.75 962.00 -0.25 6,309 29,759 +820
Nov11 110606 971.00 971.25 959.00 963.00 -0.25 3,598 25,775 +785
Dec11 110606 973.75 973.75 959.25 964.50 -0.25 19,720 57,657 -638
Jan12 110606 975.25 975.50 962.75 967.00 -0.25 2,067 24,388 +236
Feb12 110606 976.00 976.25 963.25 967.25 -0.75 801 7,231 -2
Mar12 110606 975.75 976.00 962.75 966.75 -1.00 790 7,187 +163
Total Volume and Open Interest 202,983 563,474 +3,722
Ethanol(CBOT)
Jun11 110603 2.638 2.640 2.633 2.640 -0.012 38 199 -65
Jul11 110606 2.620 2.620 2.590 2.600 -0.049 147 1,284 +25
Aug11 110606 2.631 2.631 2.604 2.611 -0.040 139 1,400 +48
Sep11 110606 2.595 2.595 2.560 2.565 -0.041 190 1,205 +18
Oct11 110606 2.492 2.492 2.466 2.471 -0.041 87 933 +33
Nov11 110606 2.415 2.426 2.409 2.420 -0.029 43 807 -5
Dec11 110606 2.400 2.400 2.390 2.396 -0.034 98 1,157 +9
Jan12 110606 2.375 2.375 2.375 2.375 -0.036 31 604 +7
Total Volume and Open Interest 824 8,421 +156
WTI Crude Oil(ICE
Jul11 110606 100.48 100.67 98.56 99.01 -1.21 86,796 92,134 -2,619
Aug11 110606 100.60 101.09 99.15 99.60 -1.20 28,223 38,798 -1,615
Sep11 110606 101.13 101.57 99.70 100.11 -1.19 17,432 36,914 +1,556
Oct11 110606 101.66 102.00 100.17 100.56 -1.20 11,321 20,653 +1,208
Nov11 110606 101.82 102.40 100.53 100.96 -1.22 7,945 14,498 -92
Dec11 110606 102.40 102.71 100.86 101.31 -1.23 24,590 83,945 +357
Jan12 110606 101.91 102.81 101.42 101.55 -1.23 3,091 11,746 -363
Feb12 110606 102.01 102.01 101.75 101.75 -1.23 1,002 4,177 +41
Mar12 110606 102.19 102.19 101.94 101.94 -1.22 921 12,086 +88
Apr12 110606 102.13 102.13 102.13 102.13 -1.20 539 4,052 -49
May12 110606 102.32 102.32 102.32 102.32 -1.18 404 2,857 +101
Jun12 110606 103.14 103.14 102.32 102.51 -1.16 4,479 25,776 -649
Jul12 110606 102.64 102.64 102.64 102.64 -1.15 1,180 2,821 +982
Aug12 110606 102.61 102.61 102.61 102.61 -1.13 0 896 +0
Sep12 110606 102.58 102.58 102.58 102.58 -1.12 179 4,300 +0
Oct12 110606 102.56 102.56 102.56 102.56 -1.11 0 511 +0
Total Volume and Open Interest 195,867 461,573 +94
US Dollar Index(ICE)
Jun11 110606 73.770 74.085 73.665 74.000 +0.192 29,806 57,007 -178
Sep11 110606 74.130 74.445 74.065 74.370 +0.153 2,654 2,670 +862
Dec11 110606 74.835 74.835 74.835 74.835 +0.152 0 2 +0
Total Volume and Open Interest 32,460 59,680 +684
Australian Dollar(CME)
Jun11 110606 107.17 107.59 106.83 107.00 -0.21 128,483 113,870 -1,742
Sep11 110606 105.82 106.21 105.50 105.65 -0.20 1,743 4,456 +734
Dec11 110606 104.70 104.70 104.39 104.39 -0.22 10 76 -10
Total Volume and Open Interest 130,236 118,404 -1,018
British Pound(CME)
Jun11 110606 164.18 164.59 163.39 163.50 -0.65 104,774 106,658 +667
Sep11 110606 164.01 164.38 163.20 163.29 -0.65 1,026 1,933 +397
Dec11 110606 163.11 163.72 163.07 163.07 -0.65 10 41 -7
Total Volume and Open Interest 105,811 108,640 +1,056
Canadian Dollar(CME)
Jun11 110606 102.25 102.37 101.84 101.93 -0.37 100,404 107,199 -3,930
Sep11 110606 102.07 102.11 101.60 101.68 -0.38 6,080 16,170 +3,626
Dec11 110606 101.63 101.82 101.40 101.45 -0.37 246 3,276 +409
Mar12 110606 101.40 101.54 101.17 101.17 -0.37 6 402 +6
Total Volume and Open Interest 106,746 127,369 +119
Japanese Yen(CME)
Jun11 110606 124.60 125.04 124.39 124.91 +0.31 105,782 91,746 -2,768
Sep11 110606 124.65 125.10 124.47 124.97 +0.31 2,888 5,753 +902
Dec11 110606 125.06 125.06 124.75 125.06 +0.31 0 243 +0
Total Volume and Open Interest 108,670 97,753 -1,866
Swiss Franc(CME)
Jun11 110606 119.78 120.08 119.24 119.52 -0.06 36,849 67,815 -942
Sep11 110606 119.89 120.14 119.34 119.60 -0.07 1,562 2,622 +905
Dec11 110606 119.68 119.74 119.68 119.68 -0.06 2 17 -2
Total Volume and Open Interest 38,413 70,457 -39
EuroFX(CME)
Jun11 110606 146.29 146.58 145.55 145.85 -0.37 339,442 256,778 -8,524
Sep11 110606 145.90 146.16 145.13 145.43 -0.39 14,635 14,017 +4,259
Dec11 110606 145.05 145.38 145.00 145.00 -0.38 16 168 -3
Total Volume and Open Interest 354,093 271,346 -4,268
Mexican Peso(CME)
Jun11 110606 857.0 857.5 849.2 850.8 -6.8 33,904 133,271 -7,107
Jul11 110606 849.8 856.5 849.8 849.8 -6.8      
Total Volume and Open Interest 42,118 141,288 +331
30-Year T-Bonds(CBOT)
Jun11 110531 125~260 126~090 125~110 126~050 +0~090 370,649 125,465 -108,773
Sep11 110606 125~120 125~140 124~170 125~010 -0~070 397,880 667,984 +3,653
Dec11 110606 123~300 123~300 123~170 123~180 -0~070 45 48 +2
Total Volume and Open Interest 440,062 725,041 -11,692
10-Year T-Notes(CBOT)
Jun11 110606 124~255 124~290 124~140 124~240 +0~005 137,451 139,137 -33,272
Sep11 110606 123~120 123~155 123~005 123~110 +0~005 1,504,394 1,675,468 -19,213
Dec11 110606 122~110 122~110 122~105 122~110 +0~005 0 13 +0
Total Volume and Open Interest 1,641,845 1,814,618 -52,485
5-Year T-Notes(CBOT)
Jun11 110531 120~025 120~044 119~120 120~036 +0~019 765,609 270,565 -196,975
Sep11 110606 119~078 119~087 119~055 119~079 +0~008 724,419 1,392,882 +22,302
Dec11 110606 118~103 118~103 118~095 118~103 +0~008      
Total Volume and Open Interest 858,772 1,506,695 -18,422
2 Year T-Notes(CBOT)
Jun11 110606 109~127 110~005 109~126 110~002 +0~001 42,031 60,388 -9,383
Sep11 110606 109~091 109~093 109~085 109~090 +0~001 245,683 1,004,270 +11,165
Dec11 110606 109~034 109~034 109~033 109~034 +0~001 0 20 +0
Total Volume and Open Interest 287,714 1,064,678 +1,782
Eurodollars(CME)
Jun11 110606 99.743 99.745 99.740 99.740 unch 104,716 902,570 -7,082
Sep11 110606 99.670 99.675 99.665 99.665 unch 218,246 1,193,136 -30,428
Dec11 110606 99.605 99.620 99.600 99.605 unch 232,579 1,545,061 +2,240
Mar12 110606 99.530 99.540 99.525 99.535 +0.010 245,186 1,689,400 +19,109
Jun12 110606 99.395 99.415 99.385 99.410 +0.015 276,183 1,516,359 +2,452
Sep12 110606 99.205 99.230 99.190 99.225 +0.020 299,352 833,807 +1,587
Dec12 110606 98.985 99.005 98.955 98.995 +0.025 274,137 604,607 +13,167
Mar13 110606 98.755 98.775 98.725 98.765 +0.020 211,410 430,788 +4,328
Jun13 110606 98.500 98.535 98.470 98.520 +0.020 144,200 295,945 +9,622
Sep13 110606 98.260 98.280 98.220 98.270 +0.015 114,058 241,763 -4,362
Dec13 110606 98.000 98.020 97.960 98.005 +0.010 98,525 204,285 +4,426
Mar14 110606 97.755 97.775 97.710 97.760 +0.010 76,292 190,008 +3,100
Jun14 110606 97.500 97.530 97.465 97.515 +0.010 21,894 110,109 +1,227
Sep14 110606 97.265 97.285 97.225 97.275 +0.010 19,341 65,714 -519
Dec14 110606 97.020 97.040 96.975 97.025 +0.010 14,036 69,935 -52
Mar15 110606 96.800 96.825 96.765 96.810 +0.010 13,903 53,164 +621
Jun15 110606 4.835 4.860 4.800 4.845 +0.010 9,169 48,148 -123
Sep15 110606 4.640 4.655 4.595 4.645 +0.010 9,224 44,404 +866
Total Volume and Open Interest      
30 Day Federal Funds(CBOT)
Jun11 110606 99.902 99.902 99.895 99.897 -0.003 4,774 61,016 +1,489
Jul11 110606 99.895 99.900 99.895 99.895 unch 1,341 52,708 +44
Aug11 110606 99.885 99.885 99.880 99.885 unch 4,190 50,545 -343
Sep11 110606 99.870 99.870 99.865 99.865 unch 4,108 45,225 -13
Oct11 110606 99.855 99.855 99.850 99.855 unch 7,485 53,435 -2,009
Nov11 110606 99.840 99.840 99.835 99.840 unch 7,218 54,236 -474
Total Volume and Open Interest 64,862 689,103 +3,669
30 Day Fed Funds(e-CBOT)
3-Mth Euro-Yen(CME)
Jun11 110606 99.670 99.670 99.670 99.670 unch 0 750 +0
Sep11 110606 99.668 99.668 99.668 99.668 unch      
Dec11 110606 99.670 99.670 99.670 99.670 unch 0 75 +0
Mar12 110606 99.658 99.658 99.658 99.658 unch      
Jun12 110606 99.670 99.670 99.670 99.670 unch      
Sep12 110606 99.600 99.600 99.600 99.600 unch      
Dec12 110606 99.560 99.560 99.560 99.560 unch      
Mar13 110606 99.560 99.560 99.560 99.560 unch      
Jun13 110606 99.515 99.515 99.515 99.515 unch      
Sep13 110606 99.375 99.375 99.375 99.375 unch      
Total Volume and Open Interest 0 825 +0
3-Mth Euro-Yen(SGX)
Jun11 110606 99.67 99.67 99.67 99.67 unch 1 5,803 +0
Sep11 110606 99.67 99.67 99.67 99.67 unch 0 1,466 +0
Dec11 110606 99.67 99.67 99.67 99.67 unch 0 1,957 +0
Mar12 110606 99.66 99.66 99.66 99.66 unch 0 4,177 +0
Jun12 110606 99.67 99.67 99.67 99.67 unch 0 1,254 +0
Sep12 110606 99.60 99.60 99.60 99.60 unch 0 411 +0
Dec12 110606 99.56 99.56 99.56 99.56 unch 0 24 +0
Mar13 110606 99.56 99.56 99.56 99.56 unch 0 1 +0
Total Volume and Open Interest 1 15,093 +0
Japanese Gov't Bonds(SGX)
Jun11 110606 141.16 141.35 140.90 140.94 -0.19 5,458 23,726 +0
Sep11 110606 141.00 141.15 140.73 140.78 -0.17 442 1,821 +0
Dec11 110606 138.69 138.69 138.69 138.69 -0.17 1 1 +0
Total Volume and Open Interest 5,901 25,548 +0
Euro-Bund(EUREX)
Jun11 110606 125.22 125.70 125.20 125.44 +0.22 1,000,350 769,377 -179,095
Sep11 110606 124.90 125.39 124.90 125.14 +0.23 252,116 322,877 +121,176
Dec11 110606 123.95 124.00 123.95 123.97 +0.09 25 0 +0
Total Volume and Open Interest 1,252,491 1,092,254 +6,338
Euro-Bobl(EUREX)
Jun11 110606 116.59 116.87 116.58 116.76 -0.23 820,341 697,080 -54,156
Sep11 110606 116.08 116.35 116.06 116.23 +0.07 176,341 283,097 +57,716
Dec11 110606 115.41 115.41 115.41 115.41 +0.11      
Total Volume and Open Interest 755,575 900,668 -21,793
3-Mth Euribor(EUREX)
Jun11 110606 98.530 98.530 98.525 98.530 +0.005 129 4,731 -96
Sep11 110606 98.275 98.280 98.275 98.275 unch 1,718 2,348 +415
Dec11 110606 98.100 98.110 98.100 98.100 unch 10 1,312 +0
Total Volume and Open Interest 1,882 11,884 +302
Long Gilt(LIFFE)
Jun11 110606 121~27 121~30 121~24 121~26 +0~03 34,866 32,308 -24,826
Sep11 110606 120~18 120~22 120~13 120~17 +0~02 169,244 340,089 -20,343
Total Volume and Open Interest 204,110 372,397 -45,169
3-Mth Short Sterling(LIFFE)
Jun11 110606 99.17 99.18 99.16 99.17 unch 7,403 429,496 +602
Sep11 110606 99.10 99.11 99.09 99.10 unch 18,029 431,047 -1,116
Dec11 110606 98.99 99.01 98.98 98.99 unch 61,887 449,483 +14,159
Mar12 110606 98.85 98.88 98.85 98.87 +0.01 55,904 409,930 -211
Jun12 110606 98.68 98.73 98.68 98.72 +0.02 71,506 337,385 -6,675
Sep12 110606 98.51 98.55 98.51 98.54 +0.02 60,109 236,791 -14,707
Total Volume and Open Interest 410,941 2,913,529 -392
3-Mth Euribor(LIFFE)
Jun11 110606 98.525 98.535 98.525 98.530 +0.005 48,763 682,431 -7,717
Sep11 110606 98.270 98.285 98.260 98.275 unch 88,042 659,152 +8,619
Dec11 110606 98.085 98.120 98.080 98.100 unch 112,309 560,638 -3,359
Total Volume and Open Interest 703,581 3,770,836 -16,811
3-Mth Aus T-Bills(SFE)
Jun11 110606 94.97 94.98 94.95 94.96 -0.02 7,321 104,015 -9,536
Sep11 110606 94.92 94.95 94.89 94.91 -0.01 20,780 247,492 -4,967
Dec11 110606 94.85 94.90 94.82 94.84 -0.01 18,649 170,980 -3,555
Mar12 110606 94.82 94.85 94.77 94.80 -0.01 10,851 98,093 +1,092
Jun12 110606 94.78 94.83 94.75 94.77 -0.01 4,435 60,232 +2,344
Sep12 110606 94.75 94.79 94.71 94.74 -0.01 5,053 52,034 +470
Dec12 110606 94.72 94.76 94.67 94.70 -0.01 3,189 32,309 +955
Mar13 110606 94.69 94.69 94.66 94.68 unch 1,633 22,378 -263
Jun13 110606 94.65 94.70 94.64 94.64 -0.01 877 2,796 +598
Sep13 110606 94.61 94.66 94.61 94.62 +0.01 82 1,565 +10
Total Volume and Open Interest 72,877 792,802 -12,850
10-Year Aus T-Bonds(SFE)
Jun11 110606 94.78 94.83 94.75 94.80 +0.02 47,374 420,124 -2,795
Sep11 110606 94.78 94.79 94.78 94.79 +0.03 7 34 +2
Total Volume and Open Interest 47,381 420,158 -2,793
3-Year Aus T-Bonds(SFE)
Jun11 110606 95.09 95.15 95.05 95.09 unch 183,315 768,868 +7,695
Sep11 110606 95.03 95.03 95.03 95.03 unch 0 1,594 +0
Total Volume and Open Interest 103,965 760,988 -9,474
Gold(CMX)
Jun11 110606 1542.9 1553.9 1542.0 1546.5 +4.8 1,651 5,442 -350
Aug11 110606 1544.5 1555.0 1541.6 1547.2 +4.8 151,694 331,378 -8,865
Oct11 110606 1547.7 1556.0 1543.8 1548.5 +4.9 1,219 10,672 +280
Dec11 110606 1545.9 1557.0 1544.8 1549.7 +4.8 2,121 68,906 +771
Feb12 110606 1547.4 1557.5 1547.2 1550.9 +4.8 356 8,745 +118
Apr12 110606 1548.0 1559.4 1548.0 1552.1 +4.8 363 5,199 -90
Jun12 110606 1549.9 1554.4 1549.9 1553.6 +4.8 364 12,861 +200
Aug12 110606 1555.5 1555.5 1555.5 1555.5 +4.8 15 4,520 -10
Oct12 110606 1557.5 1557.5 1557.5 1557.5 +4.8 335 4,054 +100
Dec12 110606 1557.0 1565.0 1555.4 1560.0 +4.8 541 11,872 -176
Feb13 110606 1569.5 1569.6 1563.2 1563.2 +4.9 3 255 +0
Apr13 110606 1566.7 1566.7 1566.7 1566.7 +5.0      
Total Volume and Open Interest 160,845 503,511 -7,118
Silver(CMX)
Jul11 110606 3624.0 3728.5 3622.0 3678.2 +59.1 84,564 57,094 -647
Sep11 110606 3635.5 3729.0 3635.5 3680.4 +59.3 6,655 16,585 +2,065
Dec11 110606 3635.0 3732.0 3635.0 3682.2 +59.3 4,057 24,258 +102
Mar12 110606 3707.0 3709.0 3676.5 3678.3 +59.2 343 3,715 +21
May12 110606 3675.0 3675.0 3675.0 3675.0 +59.3 101 1,247 +65
Jul12 110606 3669.0 3714.0 3669.0 3672.5 +59.3 8 1,815 +2
Sep12 110606 3670.4 3670.4 3670.4 3670.4 +59.3 2 101 +0
Total Volume and Open Interest 95,986 123,289 +1,587
Platinum(NYMEX)
Jul11 110606 1816.9 1834.0 1811.7 1821.2 -2.5 6,675 30,622 -1,271
Oct11 110606 1827.2 1832.7 1815.4 1824.5 -2.7 1,658 4,319 +983
Jan12 110606 1833.4 1833.4 1827.5 1827.5 -2.6 7 125 +7
Apr12 110606 1822.0 1830.0 1822.0 1830.0 -2.1 0 26 +0
Total Volume and Open Interest 8,340 35,097 -281
Palladium(NYMEX)
Jun11 110606 787.35 797.05 787.00 797.05 +13.80 396 700 +83
Sep11 110606 783.85 800.50 783.80 798.70 +13.30 4,364 19,131 -188
Dec11 110606 792.00 800.00 792.00 799.90 +13.20 3 546 +0
Total Volume and Open Interest 4,764 20,391 -106
Copper(CMX)
Jul11 110606 411.85 417.40 411.85 414.20 +0.75 38,221 56,193 -1,969
Sep11 110606 413.50 418.85 413.50 416.00 +0.60 4,084 40,406 +1,128
Dec11 110606 416.90 420.25 415.95 417.80 +0.60 813 14,704 +293
Mar12 110606 420.20 420.50 418.80 418.80 +0.45 232 5,281 -11
May12 110606 419.05 419.05 419.05 419.05 +0.45 0 1,575 +0
Total Volume and Open Interest 43,623 123,248 -574
DJIA Index(CBOT)
Jun11 110606 12128 12140 12055 12087 -38 207 24,248 -15
Sep11 110606 12050 12050 12019 12019 -37 6 27 +0
Dec11 110606 11948 11985 11948 11948 -37 1 7 +0
Mar12 110606 11888 11925 11888 11888 -37      
Total Volume and Open Interest 214 24,282 -15
S & P 500(CME)
Jun11 110606 1298.40 1299.00 1283.50 1285.00 -11.30 19,127 314,323 +1,374
Sep11 110606 1290.50 1292.00 1279.20 1279.60 -11.30 3,425 14,090 +2,779
Dec11 110606 1283.00 1283.00 1274.00 1274.00 -11.30 104 6,851 +210
Mar12 110606 1269.00 1269.30 1269.00 1269.00 -11.30      
Total Volume and Open Interest 22,656 335,469 +4,563
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 110606 1293.50 1295.00 1278.00 1279.50 -11.50 28,755 69,340 +21,019
Total Volume and Open Interest 2,462,077 2,889,209 +1,125
NASDAQ 100(CME)
Jun11 110606 2289.00 2299.50 2271.00 2274.00 -13.50 844 17,600 -226
Sep11 110606 2292.00 2294.00 2269.00 2270.50 -13.50 0 116 +0
Dec11 110606 2267.00 2267.00 2265.50 2267.00 -13.50 0 1 +0
Total Volume and Open Interest 844 17,717 -226
NASDAQ 100 E-Mini(Globex)
Jun11 110606 2288.50 2299.30 2271.30 2274.00 -13.50 278,595 338,928 -7,085
Sep11 110606 2282.80 2296.00 2268.30 2270.50 -13.50 1,429 2,951 +958
Total Volume and Open Interest 280,024 341,893 -6,127
S & P Midcap 400(CME)
Jun11 110606 947.60 947.60 947.00 947.60 -12.60 1 1,723 +1
Sep11 110606 945.20 945.20 944.60 945.20 -12.40      
Dec11 110606 943.60 943.60 943.00 943.60 -12.40      
Total Volume and Open Interest 1 1,723 +1
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Jun11 110606 9450 9490 9330 9370 -90 9,095 45,214 -930
Sep11 110606 9490 9515 9360 9395 -90 1,636 2,204 +1,300
Total Volume and Open Interest 10,731 47,418 +370
Nikkei 225(SGX)
Jun11 110606 9520 9535 9355 9405 -125 98,413 237,267 +0
Sep11 110606 9520 9520 9355 9400 -120 5,304 10,661 +0
Dec11 110606 9345 9345 9345 9345 -120 0 6,659 +0
Total Volume and Open Interest 104,761 260,209 +0
CAC 40(EURONEXT)
Jun11 110606 3867.0 3873.0 3828.0 3856.0 -20.0 159,211 378,936 -6,513
Jul11 110606 3854.0 3867.0 3830.5 3853.0 -20.0 21,601 21,585 +21,369
Aug11 110606 3857.5 3857.5 3857.5 3857.5 -20.0      
Total Volume and Open Interest 180,813 401,944 +14,857
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 110606 7100.0 7128.5 7042.0 7093.5 -9.5 155,017 177,234 +3,313
Sep11 110606 7120.5 7151.0 7070.0 7117.0 -9.5 1,238 15,998 +690
Dec11 110606 7147.5 7164.5 7108.5 7145.5 -10.0 38 1,481 -19
Total Volume and Open Interest 156,293 194,713 +3,984
FT-SE 100(EURONEXT)
Jun11 110606 5850.00 5884.00 5818.50 5863.50 +13.50 107,118 659,871 -6,466
Sep11 110606 5800.00 5848.00 5783.00 5828.50 +14.00 208 33,658 +1,652
Dec11 110606 5805.00 5805.00 5805.00 5805.00 +14.00 32 285 +0
Total Volume and Open Interest 107,358 693,954 -4,814
SPI 200(SFE)
Jun11 110606 4578.0 4583.0 4538.0 4569.0 -11.0 34,842 194,387 +2,993
Sep11 110606 4556.0 4562.0 4531.0 4557.0 -12.0 77 4,923 +17
Dec11 110606 4575.0 4575.0 4575.0 4575.0 -11.0 550 3,064 +158
Total Volume and Open Interest 35,632 204,348 +3,328
GSCI(CME)
Jun11 110606 40.14 43.64 36.64 36.64 -10.00 138 10,585 -97
Jul11 110606 39.64 43.14 36.64 36.64 -9.50 22 20 +20
Aug11 110606 37.64 37.64 37.64 37.64 -9.00      
Total Volume and Open Interest 160 10,605 -77
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.
Copyright © 1989- Moore Research Center, Inc. All Rights Reserved.

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