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MRCI's End of Day Prices

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MRCI's End of Day Prices
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Daily Futures Price Listing Tue June 07, 2011
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jul11 110607 1382.75 1394.75 1380.25 1394.00 +10.75 79,159 244,360 +2,247
Aug11 110607 1376.00 1388.00 1375.75 1388.00 +10.25 10,111 33,903 -284
Sep11 110607 1375.00 1387.00 1373.75 1387.00 +13.25 2,891 18,941 -241
Nov11 110607 1372.50 1385.25 1370.00 1385.25 +12.50 36,254 207,953 +567
Jan12 110607 1379.75 1393.00 1379.50 1392.75 +12.50 3,045 32,884 +1,300
Mar12 110607 1385.25 1392.75 1381.50 1392.75 +14.25 1,901 19,433 +648
May12 110607 1371.25 1381.00 1371.25 1381.00 +13.50 3,254 21,504 +843
Total Volume and Open Interest 138,443 604,834 +5,498
Soybean Meal(CBOT)
Jul11 110607 360.10 368.00 359.50 368.00 +8.60 33,110 86,884 -1,610
Aug11 110607 359.50 365.10 359.30 364.90 +5.90 9,589 39,207 +1,198
Sep11 110607 358.00 363.00 358.00 363.00 +5.70 2,565 19,112 -217
Oct11 110607 354.70 359.00 353.50 359.00 +6.70 1,488 17,223 +138
Dec11 110607 353.90 360.00 353.90 360.00 +6.90 8,622 50,824 -282
Jan12 110607 356.30 360.90 356.00 360.90 +7.10 935 4,786 +296
Mar12 110607 356.30 361.10 353.80 361.10 +7.30 788 3,589 +151
May12 110607 352.30 357.30 349.80 357.30 +7.50 1,139 5,246 +252
Total Volume and Open Interest 58,720 231,683 -25
Soybean Oil(CBOT)
Jul11 110607 58.03 58.37 57.91 57.93 -0.10 45,747 143,489 -1,019
Aug11 110607 58.23 58.62 58.15 58.18 -0.10 10,404 33,959 -1,100
Sep11 110607 58.75 58.90 58.45 58.45 -0.11 7,973 24,497 +1,311
Oct11 110607 59.09 59.18 58.75 58.75 -0.09 1,513 15,158 -37
Dec11 110607 59.30 59.71 59.24 59.30 -0.05 12,043 94,176 +1,727
Jan12 110607 59.83 59.90 59.52 59.56 -0.05 377 9,837 +92
Mar12 110607 59.79 59.94 59.70 59.71 unch 449 6,035 +140
May12 110607 59.86 59.92 59.68 59.71 +0.05 564 5,712 +78
Total Volume and Open Interest 79,141 336,175 +1,236
Canola(WCE)
Jul11 110607 588.7 590.2 585.7 587.2 -1.5 10,452 63,117 -1,518
Nov11 110607 592.0 593.0 589.9 590.7 -1.6 4,832 93,655 +437
Jan12 110607 598.9 601.2 598.2 598.7 -2.1 324 10,642 +27
Mar12 110607 606.0 607.1 605.9 606.6 -2.2 494 2,564 +188
May12 110607 611.8 611.8 610.6 610.6 -2.2 186 1,059 +10
Total Volume and Open Interest 16,430 173,797 -770
Corn(CBOT)
Jul11 110607 732.00 737.75 729.25 736.50 +4.50 122,238 539,941 -11,632
Sep11 110607 711.75 718.00 710.00 717.00 +5.50 31,584 219,522 +3,797
Dec11 110607 667.50 676.50 667.00 676.50 +9.50 58,551 477,815 -1
Mar12 110607 679.00 688.50 678.50 688.50 +10.50 6,384 82,676 -3
May12 110607 686.25 696.25 685.75 696.25 +11.00 1,731 18,862 +392
Jul12 110607 693.00 702.50 692.50 702.50 +10.50 3,527 49,022 +713
Total Volume and Open Interest 228,917 1,454,174 -7,057
Wheat(CBOT)
Jul11 110607 742.75 747.00 731.25 733.75 -10.25 61,218 184,782 -6,077
Sep11 110607 790.25 794.25 779.00 780.50 -9.75 21,125 94,541 +3,135
Dec11 110607 843.50 847.00 833.75 837.00 -6.00 18,644 97,475 +1,487
Mar12 110607 879.25 883.00 869.75 876.25 -3.75 3,325 22,730 +268
May12 110607 890.00 893.25 881.75 888.25 -5.00 651 8,533 +22
Total Volume and Open Interest 116,879 461,795 +676
Wheat(KCBT)
Jul11 110607 891.50 894.75 873.50 874.50 -15.50 14,628 64,158 -3,008
Sep11 110607 909.00 913.25 892.00 893.25 -15.50 6,310 49,792 +2,012
Dec11 110607 933.00 935.75 916.25 917.75 -12.25 2,386 44,263 +214
Mar12 110607 945.00 946.75 930.50 931.75 -11.25 866 7,946 +225
May12 110607 940.00 941.75 932.75 932.75 -9.25 325 845 -98
Total Volume and Open Interest 26,953 179,440 -8
Wheat(MGE)
Jul11 110607 1044.00 1045.50 982.00 984.75 -57.25 4,467 15,695 -878
Sep11 110607 963.00 965.25 943.00 950.50 -12.25 3,597 19,738 +279
Dec11 110607 965.50 968.50 939.00 953.75 -11.75 2,058 14,695 +531
Mar12 110607 976.00 978.50 960.75 968.25 -7.75 669 2,929 +60
May12 110607 968.50 973.50 963.25 971.00 -3.50 260 1,026 +28
Total Volume and Open Interest 12,505 59,311 +521
Oats(CBOT)
Jul11 110607 372.00 378.75 371.00 371.00 -1.00 454 5,866 -97
Sep11 110607 381.75 383.00 377.00 377.00 -2.25 69 2,948 +0
Dec11 110607 387.50 393.00 387.50 387.50 -1.50 97 3,719 +12
Mar12 110607 399.50 401.00 399.50 399.50 -1.50 1 23 +1
Total Volume and Open Interest 621 12,557 -84
Rough Rice(CBOT)
Jul11 110607 14.75 14.98 14.71 14.77 +0.03 970 11,677 -279
Sep11 110607 15.82 16.02 15.81 15.85 +0.04 308 6,257 -56
Nov11 110607 16.23 16.30 16.11 16.15 +0.03 117 2,096 +56
Jan12 110607 16.60 16.60 16.40 16.47 +0.07 0 252 +0
Total Volume and Open Interest 1,395 20,583 -279
Live Cattle(CME)
Jun11 110607 102.700 103.600 102.635 103.480 +1.080 22,823 31,928 -9,133
Aug11 110607 103.700 104.550 103.400 104.450 +1.120 28,584 143,441 +649
Oct11 110607 110.000 110.650 109.650 110.600 +1.000 11,209 79,359 +2,036
Dec11 110607 114.000 115.080 113.850 115.000 +1.300 5,068 54,327 +301
Feb12 110607 115.385 116.700 115.350 116.650 +1.515 2,794 14,898 +609
Apr12 110607 117.400 118.400 117.400 118.350 +1.050 486 7,445 +96
Total Volume and Open Interest 71,234 333,312 -5,218
Feeder Cattle(CME)
Aug11 110607 124.400 125.285 124.135 125.135 +1.035 2,221 21,671 +5
Sep11 110607 125.330 126.450 125.330 126.385 +1.205 923 5,864 +215
Oct11 110607 126.535 127.500 126.350 127.250 +1.000 605 4,679 +124
Nov11 110607 127.550 128.450 127.550 128.450 +1.100 151 2,046 +39
Jan12 110607 127.800 128.500 127.800 128.250 +1.050 109 1,051 +49
Mar12 110607 127.150 127.500 127.150 127.500 +0.100 6 67 +4
Apr12 110607 127.000 127.000 127.000 127.000 +0.500 1 13 +0
Total Volume and Open Interest 4,022 35,398 +442
Lean Hogs(CME)
Jun11 110607 88.850 90.330 88.750 89.635 -0.065 5,601 14,245 -1,163
Jul11 110607 86.750 89.850 86.650 89.500 +1.750 11,582 60,313 -2,003
Aug11 110607 88.200 90.850 88.000 90.300 +1.250 8,245 50,008 +18
Oct11 110607 83.000 85.830 82.800 85.330 +1.400 4,650 44,997 +1,102
Dec11 110607 81.635 84.100 81.450 84.050 +1.665 2,126 35,704 +296
Feb12 110607 83.900 86.350 83.900 86.200 +1.620 295 8,650 -8
Apr12 110607 85.535 87.430 85.535 87.230 +1.480 208 4,784 -37
May12 110607 90.000 91.500 90.000 91.500 +1.300 0 216 +0
Total Volume and Open Interest 32,886 221,875 -1,677
Class III Milk(CME)
Jun11 110607 19.02 19.09 18.80 18.87 -0.14 163 4,967 -27
Jul11 110607 20.13 20.25 19.42 19.42 -0.75 667 5,293 +218
Aug11 110607 19.32 19.47 18.64 18.64 -0.75 910 4,622 +105
Sep11 110607 18.72 18.86 18.09 18.12 -0.72 400 4,496 +110
Oct11 110607 18.18 18.18 17.55 17.70 -0.53 121 3,549 +30
Total Volume and Open Interest 2,643 32,828 -4,725
Cocoa(ICE)
Jul11 110607 2863 2954 2863 2891 +28 12,462 41,355 -9,746
Sep11 110607 2881 2964 2879 2901 +22 8,976 50,193 +4,522
Dec11 110607 2910 2988 2910 2934 +27 1,650 29,419 +429
Mar12 110607 3002 3043 2991 2991 +24 368 24,486 +47
May12 110607 3000 3043 2989 2989 +24 107 7,664 +4
Jul12 110607 3040 3040 2987 2987 +23 56 2,772 +17
Sep12 110607 3020 3020 2985 2985 +24 17 2,726 +0
Total Volume and Open Interest 23,864 163,811 -4,705
Coffee "C"(ICE)
Jul11 110607 260.00 265.50 260.00 263.00 +2.50 19,647 44,399 -133
Sep11 110607 263.00 268.90 263.00 266.40 +2.60 8,097 37,148 +1,583
Dec11 110607 267.70 273.20 267.70 270.90 +2.65 3,252 24,501 +176
Mar12 110607 270.45 274.85 270.45 273.55 +3.10 364 5,535 -33
May12 110607 273.90 275.85 272.05 274.75 +3.05 174 3,211 +38
Jul12 110607 271.50 274.70 271.50 273.55 +2.40 49 997 +19
Total Volume and Open Interest 31,761 117,772 +1,715
Orange Juice(ICE)
Jul11 110607 186.50 186.95 183.15 184.00 -2.05 843 24,299 -485
Sep11 110607 181.50 183.00 179.50 180.15 -1.65 714 7,506 +583
Nov11 110607 174.30 175.45 173.00 173.70 -0.95 203 2,623 +139
Jan12 110607 170.35 170.75 169.95 170.05 -0.60 18 404 +15
Mar12 110607 168.30 168.30 168.30 168.30 -0.40 0 134 +0
May12 110607 166.30 166.30 166.30 166.30 -0.40 0 80 +0
Total Volume and Open Interest 1,778 35,110 +252
Sugar #11(ICE)
Jul11 110607 23.70 24.49 23.66 24.35 +0.76 74,111 234,585 -3,740
Oct11 110607 23.26 23.68 23.23 23.50 +0.25 47,482 192,850 +8,417
Mar12 110607 23.42 23.68 23.36 23.58 +0.16 14,990 94,562 +1,551
May12 110607 23.18 23.38 23.09 23.35 +0.18 4,895 28,820 -124
Jul12 110607 23.00 23.23 22.93 23.19 +0.16 14,482 33,389 +616
Total Volume and Open Interest 159,675 634,731 +7,984
London Cocoa(LCE)
Jul11 110607 1769 1808 1768 1781 +9 5,288 76,369 -325
Sep11 110607 1790 1826 1790 1802 +9 5,743 38,480 -94
Dec11 110607 1822 1856 1822 1831 +9 1,825 34,036 +317
Mar12 110607 1841 1876 1841 1853 +10 3,027 38,524 +1,187
May12 110607 1862 1875 1862 1868 +10 109 9,703 +63
Jul12 110607 1885 1885 1875 1875 +9 45 4,366 +18
Sep12 110607 1895 1895 1880 1880 +6 58 3,198 +35
Total Volume and Open Interest 16,212 212,562 +1,318
London Sugar(LCE)
Aug11 110607 696.20 702.60 689.00 694.20 -2.00 3,253 25,728 -163
Oct11 110607 639.00 642.90 631.80 635.30 -3.70 1,781 12,004 +450
Dec11 110607 626.50 628.70 619.70 623.30 -3.20 587 5,127 +60
Mar12 110607 611.80 615.90 608.50 612.50 -1.60 486 4,016 +180
May12 110607 604.70 607.60 602.00 605.70 +0.60 80 1,882 +17
Total Volume and Open Interest 6,253 51,148 +602
Cotton(ICE)
Jul11 110607 155.00 156.00 148.63 148.63 -7.00 12,984 57,322 -2,893
Oct11 110607 145.80 146.00 138.83 138.83 -7.00 8 452 +2
Dec11 110607 135.78 137.28 129.93 129.93 -7.00 10,398 80,196 +2,824
Mar12 110607 127.57 128.89 121.29 122.12 -5.87 803 11,608 +312
May12 110607 119.00 120.31 114.25 115.01 -5.20 168 3,050 +86
Jul12 110607 113.81 114.00 108.28 108.82 -4.82 139 5,763 +135
Total Volume and Open Interest 24,507 161,193 +468
Lumber(CME)
Jul11 110607 224.0 232.4 222.5 228.5 +6.0 680 5,170 -163
Sep11 110607 246.8 251.9 243.6 244.1 +2.2 390 5,008 +82
Nov11 110607 257.9 258.0 251.0 251.0 +3.0 270 925 +160
Jan12 110607 270.0 270.0 267.0 267.5 +3.5 2 58 +2
Total Volume and Open Interest 1,342 11,167 +81
Crude Oil(NYM)
Jul11 110607 98.82 99.75 97.74 99.09 +0.08 351,309 328,205 -9,927
Aug11 110607 99.38 100.30 98.35 99.69 +0.09 95,875 114,535 +3,843
Sep11 110607 99.95 100.81 98.90 100.23 +0.12 61,075 119,776 +5,144
Oct11 110607 100.31 101.22 99.40 100.71 +0.15 22,916 51,544 -600
Nov11 110607 100.50 101.67 99.76 101.15 +0.19 10,905 35,148 -134
Dec11 110607 101.05 102.06 100.17 101.51 +0.20 57,823 183,425 -5,256
Jan12 110607 100.93 102.32 100.50 101.76 +0.21 7,971 43,490 +44
Feb12 110607 101.18 102.50 100.69 101.99 +0.24 6,836 22,482 +551
Mar12 110607 101.41 102.60 100.90 102.21 +0.27 9,088 29,094 +1,635
Apr12 110607 102.08 102.84 101.23 102.42 +0.29 4,519 16,618 +957
May12 110607 102.42 102.96 101.57 102.64 +0.32 2,693 16,786 +27
Jun12 110607 102.23 103.24 101.50 102.86 +0.35 20,948 75,247 -1,634
Jul12 110607 101.83 103.03 101.83 103.03 +0.39 12,464 28,739 +1,930
Aug12 110607 103.08 103.08 103.08 103.08 +0.47 1,900 15,173 -351
Sep12 110607 103.15 103.37 103.11 103.11 +0.53 971 13,373 -70
Oct12 110607 103.15 103.15 103.15 103.15 +0.59 288 9,106 +14
Total Volume and Open Interest 695,622 1,512,379 -2,840
e-miNY Crude Oil(NYM)
Jun11 110519 99.675 100.800 98.250 98.450 -1.650 6,142 2,098 -382
Jul11 110607 98.775 99.750 97.725 99.100 +0.100 8,386 3,199 +34
Aug11 110607 99.275 100.275 98.350 99.700 +0.100 410 833 +8
Sep11 110607 99.825 100.375 99.150 100.225 +0.125 45 392 -14
Oct11 110607 99.825 100.700 99.825 100.700 +0.150 0 113 +0
Nov11 110607 101.150 101.150 101.150 101.150 +0.200 2 17 -2
Dec11 110607 101.325 101.500 100.500 101.500 +0.200 21 286 -3
Jan12 110607 101.750 101.750 101.750 101.750 +0.200 1 9 +0
Feb12 110607 102.000 102.000 102.000 102.000 +0.250 0 3 +0
Mar12 110607 102.200 102.200 102.200 102.200 +0.250 1 9 +1
Total Volume and Open Interest 8,876 4,985 +26
Heating Oil(NYM)
Jul11 110607 301.65 309.50 300.15 307.70 +5.96 55,130 100,688 -1,478
Aug11 110607 302.25 310.82 301.73 309.12 +5.92 22,349 45,336 +2,724
Sep11 110607 305.12 312.41 304.89 310.93 +5.91 11,934 36,446 +2,493
Oct11 110607 307.16 314.15 307.04 312.71 +5.94 6,459 17,509 +1,084
Nov11 110607 307.76 314.51 307.76 314.35 +6.03 3,397 15,124 +683
Dec11 110607 308.50 317.39 308.26 315.83 +6.08 8,825 35,726 +483
Jan12 110607 312.78 317.35 312.76 317.35 +6.14 2,223 16,361 +380
Feb12 110607 313.25 317.57 313.25 317.57 +6.19 696 6,056 +162
Mar12 110607 309.00 316.48 309.00 316.48 +6.18 351 4,208 +88
Apr12 110607 309.95 314.17 309.75 314.17 +6.15 497 1,929 +14
May12 110607 307.75 312.01 307.75 312.01 +6.12 640 1,808 +85
Jun12 110607 304.61 310.55 304.61 310.55 +6.16 1,307 18,382 +296
Total Volume and Open Interest 114,543 310,558 +7,466
Gasoline(NYMEX)
Jul11 110607 294.85 300.22 292.84 299.19 +4.20 43,205 86,071 +471
Aug11 110607 291.61 298.47 290.73 297.52 +4.85 21,739 40,956 +570
Sep11 110607 289.16 296.74 289.16 295.93 +5.10 12,152 36,198 +793
Oct11 110607 277.78 285.10 277.59 284.36 +5.35 6,418 21,450 +132
Nov11 110607 278.77 282.40 276.95 282.00 +5.55 2,268 12,595 +35
Dec11 110607 273.95 281.50 273.95 280.94 +5.59 2,760 25,880 +261
Jan12 110607 274.68 282.13 274.68 281.56 +5.58 1,008 7,182 +309
Feb12 110607 283.24 283.24 283.24 283.24 +5.59 154 4,165 +36
Mar12 110607 285.03 285.03 285.03 285.03 +5.60 58 4,400 -19
Apr12 110607 296.99 297.17 296.85 296.85 +5.68 0 4,085 +0
Total Volume and Open Interest 90,093 258,731 +2,596
e-miNY RBOB Gasoline(NYM)
Jul11 110607 294.00 299.20 294.00 299.20 +4.20 0 3 +0
Aug11 110607 297.50 297.52 297.50 297.50 +4.80 0 1 +0
Sep11 110607 295.90 295.93 295.90 295.90 +5.10      
Oct11 110607 284.40 284.40 284.36 284.40 +5.40 0 1 +0
Total Volume and Open Interest 0 7 +0
Natural Gas(NYM)
Jul11 110607 4.823 4.854 4.764 4.831 +0.004 100,399 219,009 -806
Aug11 110607 4.858 4.885 4.800 4.858 +0.001 30,672 81,246 -925
Sep11 110607 4.877 4.896 4.819 4.877 +0.008 37,762 116,520 +810
Oct11 110607 4.904 4.917 4.842 4.905 +0.012 37,997 113,042 +3,351
Nov11 110607 5.000 5.017 4.945 5.014 +0.021 17,717 65,414 +2,971
Dec11 110607 5.186 5.198 5.128 5.192 +0.016 11,348 45,616 +2,205
Jan12 110607 5.279 5.285 5.228 5.285 +0.010 12,609 90,819 -250
Feb12 110607 5.260 5.267 5.220 5.267 +0.011 1,391 20,005 +255
Mar12 110607 5.193 5.200 5.150 5.199 +0.013 4,430 38,213 +425
Apr12 110607 4.993 5.026 4.981 5.026 +0.015 5,582 40,754 -86
May12 110607 5.030 5.032 4.992 5.032 +0.015 916 9,147 -9
Jun12 110607 5.018 5.057 5.018 5.057 +0.015 1,117 10,117 -24
Jul12 110607 5.066 5.097 5.055 5.097 +0.013 983 6,690 +405
Aug12 110607 5.110 5.124 5.080 5.124 +0.013 212 5,950 +49
Sep12 110607 5.130 5.133 5.107 5.133 +0.013 378 5,988 +186
Oct12 110607 5.141 5.178 5.139 5.178 +0.013 1,892 17,486 +649
Total Volume and Open Interest 268,146 957,420 +9,354
Brent Crude Oil(ICE)
Jul11 110607 114.30 117.43 113.80 116.78 +2.30 194,131 194,056 -8,100
Aug11 110607 114.08 116.98 113.45 116.34 +2.26 85,856 148,376 +1,508
Sep11 110607 113.63 116.45 112.97 115.81 +2.18 41,003 93,304 +4,691
Oct11 110607 113.03 115.85 112.68 115.41 +2.14 21,486 60,244 +2,366
Nov11 110607 112.53 115.78 112.44 115.13 +2.11 12,177 31,605 +1,295
Dec11 110607 112.29 115.53 112.20 114.88 +2.11 39,335 87,513 -4,154
Jan12 110607 112.94 115.10 112.20 114.69 +2.10 2,359 20,596 +166
Feb12 110607 112.71 114.80 111.98 114.47 +2.09 2,541 19,790 +546
Mar12 110607 112.50 114.59 111.77 114.26 +2.07 3,274 30,373 -332
Apr12 110607 114.02 114.02 114.02 114.02 +2.06 1,871 8,265 +4
May12 110607 113.79 113.79 113.79 113.79 +2.05 1,337 5,486 +160
Jun12 110607 111.64 113.86 111.07 113.56 +2.03 9,073 36,177 +810
Jul12 110607 113.35 113.35 113.35 113.35 +2.01 4,019 5,616 +1,393
Aug12 110607 113.12 113.12 113.12 113.12 +1.99 1,566 3,052 +485
Total Volume and Open Interest 430,499 873,573 +1,923
Gas Oil(ICE)
Jun11 110607 946.75 970.00 943.00 954.50 +4.50 37,827 91,061 -1,322
Jul11 110607 953.50 974.00 946.50 958.25 +4.75 92,476 110,902 -3,209
Aug11 110607 952.00 977.50 950.25 961.75 +5.00 32,739 64,872 +1,897
Sep11 110607 958.00 979.00 953.50 965.00 +5.00 10,608 47,802 +627
Oct11 110607 959.75 972.50 955.75 967.25 +5.25 4,286 29,480 -279
Nov11 110607 960.75 975.00 957.00 968.50 +5.50 1,912 25,050 -725
Dec11 110607 962.50 985.00 958.75 970.00 +5.50 12,202 58,793 +1,136
Jan12 110607 964.25 973.00 964.25 972.50 +5.50 2,069 24,489 +101
Feb12 110607 964.75 975.50 964.75 973.00 +5.75 724 7,077 -154
Mar12 110607 964.25 982.50 964.25 972.50 +5.75 537 7,132 -55
Total Volume and Open Interest 199,914 562,211 -1,263
Ethanol(CBOT)
Jun11 110603 2.638 2.640 2.633 2.640 -0.012 38 199 -65
Jul11 110607 2.611 2.625 2.605 2.622 +0.022 125 1,311 +27
Aug11 110607 2.620 2.630 2.611 2.623 +0.012 106 1,396 -4
Sep11 110607 2.585 2.590 2.575 2.587 +0.022 104 1,214 +9
Oct11 110607 2.492 2.503 2.490 2.498 +0.027 61 967 +34
Nov11 110607 2.436 2.436 2.436 2.436 +0.016 88 836 +29
Dec11 110607 2.423 2.436 2.416 2.427 +0.031 51 1,172 +15
Jan12 110607 2.400 2.415 2.392 2.407 +0.032 40 630 +26
Total Volume and Open Interest 651 8,432 +11
WTI Crude Oil(ICE
Jul11 110607 98.77 99.76 97.75 99.09 +0.08 74,024 90,129 -2,005
Aug11 110607 99.13 100.30 98.40 99.69 +0.09 24,325 38,205 -593
Sep11 110607 99.57 100.73 98.94 100.23 +0.12 14,969 36,935 +21
Oct11 110607 100.00 101.22 99.41 100.71 +0.15 9,258 19,809 -844
Nov11 110607 100.38 101.52 99.82 101.15 +0.19 5,523 14,609 +111
Dec11 110607 100.90 102.00 100.16 101.51 +0.20 24,492 83,588 -357
Jan12 110607 101.38 101.99 100.68 101.76 +0.21 2,087 12,143 +397
Feb12 110607 101.59 102.21 100.94 101.99 +0.24 1,055 4,305 +128
Mar12 110607 101.63 102.34 100.96 102.21 +0.27 1,201 12,114 +28
Apr12 110607 102.42 102.42 102.42 102.42 +0.29 661 4,068 +16
May12 110607 102.64 102.64 102.64 102.64 +0.32 1,303 2,868 +11
Jun12 110607 102.77 103.00 101.60 102.86 +0.35 4,395 26,102 +326
Jul12 110607 103.03 103.03 103.03 103.03 +0.39 1,448 3,668 +847
Aug12 110607 103.08 103.08 103.08 103.08 +0.47 25 884 -12
Sep12 110607 103.11 103.11 103.11 103.11 +0.53 14 4,300 +0
Oct12 110607 103.15 103.15 103.15 103.15 +0.59 0 511 +0
Total Volume and Open Interest 170,674 459,453 -2,120
US Dollar Index(ICE)
Jun11 110607 73.955 74.065 73.515 73.527 -0.473 35,286 56,930 -77
Sep11 110607 74.345 74.445 73.880 73.897 -0.473 2,121 3,190 +520
Dec11 110607 74.363 74.363 74.363 74.363 -0.472 2 4 +2
Total Volume and Open Interest 37,409 60,125 +445
Australian Dollar(CME)
Jun11 110607 107.21 107.47 106.64 107.27 +0.27 165,195 108,416 -5,454
Sep11 110607 105.82 106.10 105.32 105.94 +0.29 12,245 9,730 +5,274
Dec11 110607 104.62 104.70 104.39 104.70 +0.31 6 70 -6
Total Volume and Open Interest 177,446 118,218 -186
British Pound(CME)
Jun11 110607 163.51 164.73 163.23 164.50 +1.00 109,334 103,823 -2,835
Sep11 110607 163.28 164.51 163.03 164.29 +1.00 3,089 3,971 +2,038
Dec11 110607 163.16 164.15 163.07 164.07 +1.00 12 36 -5
Total Volume and Open Interest 112,435 107,838 -802
Canadian Dollar(CME)
Jun11 110607 101.97 102.74 101.92 102.68 +0.75 119,834 106,735 -464
Sep11 110607 101.71 102.49 101.68 102.43 +0.75 6,732 18,646 +2,476
Dec11 110607 101.63 102.25 101.45 102.21 +0.76 148 3,328 +52
Mar12 110607 101.94 101.94 101.17 101.94 +0.77 17 412 +10
Total Volume and Open Interest 126,741 129,453 +2,084
Japanese Yen(CME)
Jun11 110607 124.86 125.12 124.48 124.83 -0.08 138,658 93,913 +2,167
Sep11 110607 124.92 125.14 124.55 124.88 -0.09 5,882 6,883 +1,130
Dec11 110607 125.18 125.18 124.97 124.97 -0.09 2 244 +1
Total Volume and Open Interest 144,542 101,051 +3,298
Swiss Franc(CME)
Jun11 110607 119.76 120.10 119.17 119.41 -0.11 50,175 65,881 -1,934
Sep11 110607 119.84 120.17 119.25 119.48 -0.12 6,239 5,301 +2,679
Dec11 110607 119.90 119.90 119.55 119.55 -0.13 73 41 +24
Total Volume and Open Interest 56,487 71,226 +769
EuroFX(CME)
Jun11 110607 145.79 146.95 145.62 146.92 +1.07 364,897 254,558 -2,220
Sep11 110607 145.41 146.52 145.20 146.49 +1.06 19,338 21,124 +7,107
Dec11 110607 146.10 146.10 145.00 146.04 +1.04 7 164 -4
Total Volume and Open Interest 384,242 276,229 +4,883
Mexican Peso(CME)
Jun11 110607 850.8 855.0 848.5 852.8 +2.0 46,141 129,673 -3,598
Jul11 110607 851.5 851.5 849.8 851.5 +1.8      
Total Volume and Open Interest 55,371 144,570 +3,282
30-Year T-Bonds(CBOT)
Jun11 110531 125~260 126~090 125~110 126~050 +0~090 370,649 125,465 -108,773
Sep11 110607 125~000 125~080 124~100 124~290 -0~040 406,458 666,001 -1,983
Dec11 110607 123~130 123~180 123~120 123~140 -0~040 16 58 +10
Total Volume and Open Interest 429,655 715,182 -9,859
10-Year T-Notes(CBOT)
Jun11 110607 124~240 124~290 124~100 124~210 -0~030 88,311 110,747 -28,390
Sep11 110607 123~125 123~165 122~290 123~085 -0~025 1,607,010 1,715,184 +39,716
Dec11 110607 121~205 122~110 121~205 121~310 -0~120 1 13 +0
Total Volume and Open Interest 1,695,322 1,825,944 +11,326
5-Year T-Notes(CBOT)
Jun11 110531 120~025 120~044 119~120 120~036 +0~019 765,609 270,565 -196,975
Sep11 110607 119~082 119~108 119~052 119~087 +0~008 732,678 1,414,811 +21,929
Dec11 110607 118~111 118~111 118~103 118~111 +0~008      
Total Volume and Open Interest 796,146 1,514,231 +7,536
2 Year T-Notes(CBOT)
Jun11 110607 110~000 110~010 109~127 110~007 +0~005 31,287 46,764 -13,624
Sep11 110607 109~090 109~101 109~086 109~097 +0~007 255,103 1,014,885 +10,615
Dec11 110607 109~041 109~041 109~034 109~041 +0~007 0 20 +0
Total Volume and Open Interest 286,390 1,061,669 -3,009
Eurodollars(CME)
Jun11 110607 99.743 99.745 99.743 99.743 +0.003 88,818 900,369 -2,201
Sep11 110607 99.665 99.670 99.660 99.665 unch 218,130 1,193,067 -69
Dec11 110607 99.605 99.615 99.600 99.605 unch 229,473 1,556,392 +11,331
Mar12 110607 99.535 99.545 99.525 99.535 unch 315,720 1,699,756 +10,356
Jun12 110607 99.410 99.435 99.395 99.415 +0.005 364,185 1,542,290 +25,931
Sep12 110607 99.225 99.270 99.200 99.240 +0.015 339,456 825,560 -8,247
Dec12 110607 98.995 99.055 98.970 99.020 +0.025 278,760 612,568 +7,961
Mar13 110607 98.760 98.830 98.740 98.795 +0.030 239,406 440,425 +9,637
Jun13 110607 98.515 98.590 98.495 98.545 +0.025 219,131 321,051 +25,106
Sep13 110607 98.260 98.335 98.235 98.290 +0.020 159,953 248,704 +6,941
Dec13 110607 98.005 98.075 97.975 98.025 +0.020 112,305 208,371 +4,086
Mar14 110607 97.760 97.825 97.720 97.780 +0.020 96,937 196,503 +6,495
Jun14 110607 97.515 97.580 97.465 97.535 +0.020 31,772 111,268 +1,159
Sep14 110607 97.270 97.335 97.220 97.295 +0.020 21,932 65,977 +263
Dec14 110607 97.025 97.080 96.965 97.045 +0.020 14,619 70,584 +649
Mar15 110607 96.810 96.860 96.745 96.830 +0.020 25,147 59,927 +6,763
Jun15 110607 4.840 4.890 4.775 4.860 +0.015 9,826 49,297 +1,149
Sep15 110607 4.640 4.685 4.565 4.655 +0.010 9,739 44,836 +432
Total Volume and Open Interest      
30 Day Federal Funds(CBOT)
Jun11 110607 99.897 99.900 99.895 99.897 unch 3,626 61,464 +448
Jul11 110607 99.895 99.900 99.890 99.895 unch 1,989 53,034 +326
Aug11 110607 99.885 99.885 99.880 99.885 unch 4,884 48,895 -1,650
Sep11 110607 99.870 99.870 99.860 99.865 unch 6,268 43,007 -2,218
Oct11 110607 99.855 99.855 99.845 99.855 unch 8,196 52,513 -922
Nov11 110607 99.840 99.840 99.830 99.840 unch 8,596 53,201 -1,035
Total Volume and Open Interest 85,265 694,440 +5,337
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 110607 99.660 99.660 99.660 99.660 -0.007      
Dec11 110607 99.662 99.662 99.662 99.662 -0.007 0 75 +0
Mar12 110607 99.650 99.650 99.650 99.650 -0.007      
Jun12 110607 99.665 99.665 99.665 99.665 -0.005      
Sep12 110607 99.595 99.595 99.595 99.595 -0.005      
Dec12 110607 99.555 99.555 99.555 99.555 -0.005      
Mar13 110607 99.555 99.555 99.555 99.555 -0.005      
Jun13 110607 99.510 99.510 99.510 99.510 -0.005      
Sep13 110607 99.370 99.370 99.370 99.370 -0.005      
Total Volume and Open Interest 0 825 +0
3-Mth Euro-Yen(SGX)
Sep11 110607 99.67 99.67 99.66 99.66 -0.01 0 1,466 +0
Dec11 110607 99.66 99.66 99.66 99.66 -0.01 0 1,957 +0
Mar12 110607 99.65 99.65 99.65 99.65 -0.01 0 4,177 +0
Jun12 110607 99.67 99.67 99.67 99.67 0.00 0 1,254 +0
Sep12 110607 99.60 99.60 99.60 99.60 0.00 0 411 +0
Dec12 110607 99.56 99.56 99.56 99.56 0.00 0 24 +0
Mar13 110607 99.56 99.56 99.56 99.56 0.00 0 1 +0
Jun13 110607 99.51 99.51 99.51 99.51 0.00      
Total Volume and Open Interest 0 15,093 +0
Japanese Gov't Bonds(SGX)
Jun11 110607 140.95 141.03 140.71 140.71 -0.23 8,257 22,169 -1,557
Sep11 110607 140.80 140.87 140.52 140.52 -0.26 5,648 6,587 +4,766
Dec11 110607 138.43 138.43 138.43 138.43 -0.26 0 1 +0
Total Volume and Open Interest 13,905 28,757 +3,209
Euro-Bund(EUREX)
Jun11 110607 125.52 125.57 124.77 124.87 -0.57 1,526,608 608,135 -161,242
Sep11 110607 125.21 125.25 124.37 124.48 -0.66 460,119 464,183 +141,306
Dec11 110607 123.95 123.95 123.28 123.29 -0.68 1,463 161 +161
Total Volume and Open Interest 1,988,190 1,072,479 -19,775
Euro-Bobl(EUREX)
Jun11 110607 116.81 116.89 116.40 116.50 -0.26 901,680 524,147 -172,933
Sep11 110607 116.29 116.38 115.86 115.94 -0.29 373,329 388,292 +105,195
Dec11 110607 114.99 114.99 114.99 114.99 -0.42      
Total Volume and Open Interest 1,275,009 912,439 +11,771
3-Mth Euribor(EUREX)
Jun11 110607 98.530 98.530 98.515 98.515 -0.015 9 4,730 -1
Sep11 110607 98.275 98.275 98.255 98.255 -0.020 5 2,349 +1
Dec11 110607 98.065 98.065 98.065 98.065 -0.035 1 1,313 +1
Total Volume and Open Interest 18 11,886 +2
Long Gilt(LIFFE)
Jun11 110607 121~28 121~28 121~07 121~10 -0~16 2,744 30,628 -1,680
Sep11 110607 120~18 120~20 119~30 120~01 -0~16 105,208 337,827 -2,262
Total Volume and Open Interest 107,952 368,455 -3,942
3-Mth Short Sterling(LIFFE)
Jun11 110607 99.18 99.18 99.17 99.17 unch 22,895 421,523 -7,973
Sep11 110607 99.11 99.11 99.09 99.10 unch 30,241 429,086 -1,961
Dec11 110607 99.00 99.02 98.98 98.99 unch 47,878 444,101 -5,382
Mar12 110607 98.89 98.90 98.86 98.87 unch 50,065 400,164 -9,766
Jun12 110607 98.74 98.75 98.70 98.72 unch 52,949 341,579 +4,194
Sep12 110607 98.56 98.58 98.52 98.54 unch 27,548 234,618 -2,173
Total Volume and Open Interest 316,196 2,891,772 -21,757
3-Mth Euribor(LIFFE)
Jun11 110607 98.530 98.530 98.505 98.515 -0.015 142,521 693,763 +11,332
Sep11 110607 98.275 98.295 98.245 98.255 -0.020 119,302 659,015 -137
Dec11 110607 98.100 98.125 98.055 98.065 -0.035 141,347 562,916 +2,278
Total Volume and Open Interest 973,278 3,816,311 +45,475
3-Mth Aus T-Bills(SFE)
Jun11 110607 94.95 95.03 94.94 95.01 +0.05 28,750 100,615 -3,400
Sep11 110607 94.91 95.00 94.87 94.98 +0.07 39,139 256,115 +8,623
Dec11 110607 94.84 94.94 94.80 94.91 +0.07 18,020 171,956 +976
Mar12 110607 94.79 94.90 94.76 94.86 +0.06 6,936 98,716 +623
Jun12 110607 94.77 94.87 94.75 94.83 +0.06 2,634 60,396 +164
Sep12 110607 94.72 94.82 94.71 94.79 +0.05 2,606 52,794 +760
Dec12 110607 94.69 94.78 94.67 94.75 +0.05 1,399 32,875 +566
Mar13 110607 94.65 94.74 94.64 94.72 +0.04 1,129 22,097 -281
Jun13 110607 94.62 94.71 94.61 94.69 +0.05 492 3,005 +209
Sep13 110607 94.58 94.68 94.58 94.66 +0.04 109 1,669 +104
Total Volume and Open Interest 101,230 801,161 +8,359
10-Year Aus T-Bonds(SFE)
Jun11 110607 94.79 94.81 94.74 94.79 -0.01 44,158 418,467 -1,657
Sep11 110607 94.77 94.79 94.77 94.78 -0.01 282 310 +276
Total Volume and Open Interest 44,440 418,777 -1,381
3-Year Aus T-Bonds(SFE)
Jun11 110606 95.09 95.15 95.05 95.09 unch 183,315 768,868 +7,695
Sep11 110607 95.04 95.09 95.03 95.08 +0.05 0 1,594 +0
Total Volume and Open Interest 132,304 774,463 +13,475
Gold(CMX)
Jun11 110607 1545.0 1549.9 1537.2 1543.3 -3.2 1,745 4,257 -1,185
Aug11 110607 1545.0 1551.4 1537.0 1544.0 -3.2 153,260 336,027 +4,649
Oct11 110607 1547.2 1551.7 1538.6 1545.2 -3.3 652 10,617 -55
Dec11 110607 1548.0 1553.0 1540.0 1546.4 -3.3 2,576 69,767 +861
Feb12 110607 1547.6 1550.6 1541.9 1547.6 -3.3 18 8,752 +7
Apr12 110607 1550.7 1550.7 1542.9 1548.8 -3.3 351 5,235 +36
Jun12 110607 1550.3 1550.3 1550.3 1550.3 -3.3 15 12,862 +1
Aug12 110607 1554.0 1555.0 1552.1 1552.1 -3.4 0 4,520 +0
Oct12 110607 1554.0 1554.0 1554.0 1554.0 -3.5 5 4,054 +0
Dec12 110607 1560.9 1560.9 1550.0 1556.4 -3.6 8 11,870 -2
Feb13 110607 1559.4 1559.4 1559.4 1559.4 -3.8 0 255 +0
Apr13 110607 1562.6 1562.6 1562.6 1562.6 -4.1      
Total Volume and Open Interest 160,381 507,822 +4,311
Silver(CMX)
Jul11 110607 3676.0 3752.0 3644.0 3704.6 +26.4 77,855 54,810 -2,284
Sep11 110607 3682.0 3752.5 3651.5 3706.9 +26.5 3,034 17,146 +561
Dec11 110607 3684.5 3755.0 3650.0 3708.7 +26.5 2,909 24,212 -46
Mar12 110607 3691.0 3743.0 3691.0 3704.8 +26.5 100 3,778 +63
May12 110607 3727.0 3727.0 3657.0 3701.5 +26.5 71 1,254 +7
Jul12 110607 3699.0 3699.0 3699.0 3699.0 +26.5 14 1,814 -1
Sep12 110607 3686.0 3700.0 3685.0 3696.9 +26.5 4 101 +0
Total Volume and Open Interest 84,565 121,606 -1,683
Platinum(NYMEX)
Jul11 110607 1814.0 1836.8 1806.1 1830.7 +9.5 5,737 30,951 +329
Oct11 110607 1817.0 1838.6 1810.3 1833.7 +9.2 169 4,356 +37
Jan12 110607 1829.7 1836.7 1829.6 1836.7 +9.2 3 128 +3
Apr12 110607 1839.2 1839.2 1839.2 1839.2 +9.2 0 26 +0
Total Volume and Open Interest 5,909 35,466 +369
Palladium(NYMEX)
Jun11 110607 802.85 809.40 802.35 807.80 +10.75 26 397 -303
Sep11 110607 787.95 811.80 785.75 809.50 +10.80 3,219 19,452 +321
Dec11 110607 810.00 810.65 808.90 810.65 +10.75 2 546 +0
Total Volume and Open Interest 3,249 20,411 +20
Copper(CMX)
Jul11 110607 412.00 416.30 410.95 414.95 +0.75 40,578 56,303 +110
Sep11 110607 413.90 418.00 412.85 416.75 +0.75 4,716 41,787 +1,381
Dec11 110607 416.20 419.20 416.20 418.70 +0.90 650 14,874 +170
Mar12 110607 418.45 420.75 417.40 419.75 +0.95 134 5,517 +236
May12 110607 420.00 420.00 420.00 420.00 +0.95 26 1,596 +21
Total Volume and Open Interest 46,549 125,218 +1,970
DJIA Index(CBOT)
Jun11 110607 12084 12162 12045 12072 -15 299 24,279 +31
Sep11 110607 12002 12050 12000 12004 -15 0 27 +0
Dec11 110607 11933 11948 11933 11933 -15 0 7 +0
Mar12 110607 11873 11888 11873 11873 -15      
Total Volume and Open Interest 299 24,313 +31
S & P 500(CME)
Jun11 110607 1284.30 1295.20 1282.70 1284.80 -0.20 22,292 315,891 +1,568
Sep11 110607 1285.00 1289.20 1278.00 1279.40 -0.20 1,765 15,220 +1,130
Dec11 110607 1273.90 1283.20 1272.50 1273.90 -0.10 102 6,851 +0
Mar12 110607 1268.90 1278.20 1267.50 1268.90 -0.10 0 1 +1
Total Volume and Open Interest 24,159 337,968 +2,499
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 110607 1280.00 1290.00 1277.50 1279.50 unch 21,962 78,565 +9,225
Total Volume and Open Interest 2,699,721 3,013,826 +124,617
NASDAQ 100(CME)
Jun11 110607 2274.30 2289.00 2267.00 2273.80 -0.20 1,825 17,370 -230
Sep11 110607 2272.00 2283.00 2265.00 2270.00 -0.50 6 117 +1
Dec11 110607 2266.50 2266.50 2265.00 2266.50 -0.50 0 1 +0
Total Volume and Open Interest 1,831 17,488 -229
NASDAQ 100 E-Mini(Globex)
Jun11 110607 2274.00 2288.30 2268.00 2273.80 -0.20 288,850 332,117 -6,811
Sep11 110607 2271.30 2284.30 2264.30 2270.00 -0.50 1,656 3,986 +1,035
Total Volume and Open Interest 290,506 336,117 -5,776
S & P Midcap 400(CME)
Jun11 110607 950.20 955.00 948.00 950.20 +2.60 0 1,723 +0
Sep11 110607 947.80 952.00 947.80 947.80 +2.60      
Dec11 110607 946.20 946.20 945.10 946.20 +2.60      
Total Volume and Open Interest 0 1,723 +0
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Jun11 110607 9360 9490 9360 9415 +45 9,236 45,152 -62
Sep11 110607 9395 9515 9385 9440 +45 1,252 2,589 +385
Total Volume and Open Interest 10,488 47,741 +323
Nikkei 225(SGX)
Jun11 110607 9405 9455 9355 9450 +45 82,267 240,068 +2,801
Sep11 110607 9400 9455 9350 9445 +45 3,320 12,340 +1,679
Dec11 110607 9385 9385 9385 9385 +40 0 6,659 +0
Total Volume and Open Interest 86,173 265,128 +4,919
CAC 40(EURONEXT)
Jun11 110607 3843.0 3881.0 3842.5 3864.5 +8.5 152,784 384,378 +5,442
Jul11 110607 3840.0 3877.0 3840.0 3861.5 +8.5 115 21,680 +95
Aug11 110607 3866.0 3866.0 3866.0 3866.0 +8.5      
Total Volume and Open Interest 152,917 407,480 +5,536
Hang Seng Index(HKFE)
Jun11 110607 22736 22904 22680 22845 -95 66,558 98,727 -224
Jul11 110607 22800 22900 22700 22851 -92 802 767 +224
Total Volume and Open Interest 67,644 104,349 +22
DAX(EUREX)
Jun11 110607 7066.0 7152.0 7066.0 7110.0 +16.5 161,102 176,359 -875
Sep11 110607 7093.0 7175.0 7092.0 7134.5 +17.5 734 15,959 -39
Dec11 110607 7130.5 7200.0 7128.5 7163.0 +17.5 320 1,673 +192
Total Volume and Open Interest 162,156 193,991 -722
FT-SE 100(EURONEXT)
Jun11 110607 5830.00 5892.00 5830.00 5870.00 +6.50 122,432 656,094 -3,777
Sep11 110607 5803.00 5855.00 5803.00 5835.00 +6.50 8,400 44,886 +11,228
Dec11 110607 5812.00 5812.00 5812.00 5812.00 +7.00 34 305 +20
Total Volume and Open Interest 130,876 701,435 +7,481
SPI 200(SFE)
Jun11 110607 4568.0 4581.0 4532.0 4566.0 -3.0 32,767 192,873 -1,514
Sep11 110607 4549.0 4566.0 4530.0 4555.0 -2.0 590 5,169 +246
Dec11 110607 4572.0 4572.0 4572.0 4572.0 -3.0 110 3,174 +110
Total Volume and Open Interest 33,587 203,120 -1,228
GSCI(CME)
Jun11 110607 36.64 42.64 34.39 42.64 +6.00 251 10,591 +6
Jul11 110607 42.69 42.69 34.39 42.69 +6.05 12 30 +10
Aug11 110607 43.64 43.64 36.14 43.64 +6.00 2 2 +2
Total Volume and Open Interest 265 10,623 +18
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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