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MRCI's End of Day Prices

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MRCI's End of Day Prices
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Daily Futures Price Listing Wed June 08, 2011
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jul11 110608 1392.25 1417.00 1385.00 1401.50 +7.50 99,425 230,306 -14,054
Aug11 110608 1389.50 1409.50 1379.75 1394.25 +6.25 13,851 35,985 +2,082
Sep11 110608 1386.00 1404.25 1377.25 1391.75 +4.75 2,842 19,190 +249
Nov11 110608 1382.25 1405.25 1376.50 1392.50 +7.25 44,300 215,822 +7,869
Jan12 110608 1392.00 1412.25 1385.25 1399.75 +7.00 2,877 33,585 +701
Mar12 110608 1395.50 1412.00 1386.50 1399.75 +7.00 1,714 19,858 +425
May12 110608 1385.75 1402.00 1376.00 1389.00 +8.00 1,396 21,979 +475
Total Volume and Open Interest 167,302 602,804 -2,030
Soybean Meal(CBOT)
Jul11 110608 367.40 377.60 365.80 372.80 +4.80 36,549 85,784 -1,100
Aug11 110608 365.30 371.90 361.90 367.30 +2.40 8,212 40,642 +1,435
Sep11 110608 362.90 369.40 360.10 365.40 +2.40 2,419 19,149 +37
Oct11 110608 359.80 365.00 355.80 361.70 +2.70 927 17,382 +159
Dec11 110608 359.00 366.80 356.80 363.20 +3.20 10,938 51,472 +648
Jan12 110608 360.50 367.40 358.30 364.30 +3.40 348 4,857 +71
Mar12 110608 360.70 367.30 358.50 364.20 +3.10 366 3,523 -66
May12 110608 363.30 363.30 357.50 360.30 +3.00 426 5,119 -127
Total Volume and Open Interest 60,509 232,837 +1,154
Soybean Oil(CBOT)
Jul11 110608 57.98 58.58 57.64 57.94 +0.01 63,700 137,564 -5,925
Aug11 110608 58.30 58.82 57.89 58.20 +0.02 14,189 35,236 +1,277
Sep11 110608 58.54 59.09 58.20 58.48 +0.03 10,699 25,446 +949
Oct11 110608 58.90 59.33 58.50 58.76 +0.01 2,246 15,327 +169
Dec11 110608 59.31 59.90 59.00 59.31 +0.01 20,694 96,539 +2,363
Jan12 110608 59.29 60.14 59.29 59.57 +0.01 917 10,209 +372
Mar12 110608 59.50 60.18 59.50 59.71 unch 473 6,288 +253
May12 110608 59.68 60.11 59.68 59.71 unch 322 5,658 -54
Total Volume and Open Interest 113,563 335,678 -497
Canola(WCE)
Jul11 110608 587.2 597.2 586.0 592.4 +5.2 9,632 60,540 -2,577
Nov11 110608 589.2 599.9 589.2 595.4 +4.7 10,789 96,036 +2,381
Jan12 110608 601.6 607.3 600.9 603.1 +4.4 2,925 10,692 +50
Mar12 110608 606.3 614.4 606.3 610.0 +3.4 1,185 3,046 +482
May12 110608 610.5 619.5 610.5 614.3 +3.7 141 1,071 +12
Total Volume and Open Interest 24,795 174,256 +459
Corn(CBOT)
Jul11 110608 738.75 766.50 734.50 764.00 +27.50 139,370 522,618 -17,323
Sep11 110608 718.25 738.75 713.50 736.00 +19.00 42,567 230,206 +10,684
Dec11 110608 677.75 694.25 671.50 693.75 +17.25 72,040 481,402 +3,587
Mar12 110608 688.50 705.00 684.25 704.75 +16.25 6,424 83,642 +966
May12 110608 698.75 714.00 692.25 712.00 +15.75 1,277 18,876 +14
Jul12 110608 702.75 724.00 701.00 717.50 +15.00 4,268 49,987 +965
Total Volume and Open Interest 273,169 1,455,580 +1,406
Wheat(CBOT)
Jul11 110608 733.25 759.50 731.50 748.00 +14.25 70,949 175,915 -8,867
Sep11 110608 781.00 802.00 778.75 792.25 +11.75 27,107 99,665 +5,124
Dec11 110608 837.25 859.25 834.75 849.50 +12.50 16,852 100,167 +2,692
Mar12 110608 876.50 897.00 874.25 889.75 +13.50 3,015 22,695 -35
May12 110608 887.25 908.00 887.25 904.00 +15.75 873 8,671 +138
Total Volume and Open Interest 128,872 462,010 +215
Wheat(KCBT)
Jul11 110608 874.00 896.00 871.50 885.00 +10.50 16,349 61,541 -2,617
Sep11 110608 892.50 914.75 890.00 903.50 +10.25 8,083 51,950 +2,158
Dec11 110608 917.75 939.75 915.00 927.75 +10.00 4,225 45,258 +995
Mar12 110608 935.25 952.25 928.25 941.75 +10.00 919 8,093 +147
May12 110608 932.50 951.00 932.50 943.25 +10.50 92 858 +13
Total Volume and Open Interest 32,421 180,771 +1,331
Wheat(MGE)
Jul11 110608 989.00 1035.50 972.00 1021.50 +36.75 4,302 13,740 -1,955
Sep11 110608 950.50 982.50 938.00 975.25 +24.75 3,644 19,622 -116
Dec11 110608 954.25 980.25 944.50 974.25 +20.50 2,395 15,352 +657
Mar12 110608 970.25 992.75 956.50 986.75 +18.50 611 2,965 +36
May12 110608 969.75 993.50 964.75 991.50 +20.50 244 1,067 +41
Total Volume and Open Interest 12,230 58,123 -1,188
Oats(CBOT)
Jul11 110608 373.25 385.25 371.50 383.00 +12.00 634 5,889 +23
Sep11 110608 377.25 387.00 377.00 387.00 +10.00 55 2,952 +4
Dec11 110608 387.50 396.00 387.50 394.50 +7.00 149 3,769 +50
Mar12 110608 406.50 406.50 399.50 406.50 +7.00 0 23 +0
Total Volume and Open Interest 838 12,634 +77
Rough Rice(CBOT)
Jul11 110608 14.78 14.88 14.70 14.77 +0.00 1,030 11,060 -617
Sep11 110608 15.86 15.94 15.79 15.86 +0.01 782 6,761 +504
Nov11 110608 16.17 16.17 16.08 16.15 unch 44 2,116 +20
Jan12 110608 16.43 16.47 16.43 16.43 -0.03 3 251 -1
Total Volume and Open Interest 1,859 20,489 -94
Live Cattle(CME)
Jun11 110608 103.430 104.600 102.750 104.000 +0.520 11,411 21,999 -9,929
Aug11 110608 104.400 105.200 103.680 104.550 +0.100 21,590 145,932 +2,491
Oct11 110608 110.535 111.230 109.900 110.750 +0.150 5,664 79,766 +407
Dec11 110608 114.800 116.050 114.300 115.635 +0.635 5,137 55,309 +982
Feb12 110608 116.450 117.785 115.800 117.650 +1.000 2,113 15,511 +613
Apr12 110608 118.200 119.135 117.500 118.800 +0.450 732 7,367 -78
Total Volume and Open Interest 46,833 327,910 -5,402
Feeder Cattle(CME)
Aug11 110608 125.150 125.480 123.980 124.800 -0.335 2,358 21,585 -86
Sep11 110608 126.300 126.750 125.400 126.180 -0.205 576 5,834 -30
Oct11 110608 127.350 127.900 126.500 126.980 -0.270 648 4,710 +31
Nov11 110608 128.185 129.000 127.600 128.400 -0.050 145 2,037 -9
Jan12 110608 128.285 128.750 127.700 128.000 -0.250 62 1,060 +9
Mar12 110608 127.430 128.000 127.430 128.000 +0.500 15 69 +2
Apr12 110608 127.100 127.100 127.100 127.100 +0.100 0 13 +0
Total Volume and Open Interest 3,806 35,317 -81
Lean Hogs(CME)
Jun11 110608 89.980 90.700 89.500 89.700 +0.065 4,747 12,962 -1,283
Jul11 110608 89.450 92.135 89.080 91.350 +1.850 13,545 60,646 +333
Aug11 110608 90.580 91.830 89.930 90.900 +0.600 8,113 51,698 +1,690
Oct11 110608 85.400 86.150 84.900 85.050 -0.280 4,793 46,532 +1,535
Dec11 110608 83.600 84.535 83.400 83.900 -0.150 1,585 36,064 +360
Feb12 110608 86.000 86.800 85.550 86.385 +0.185 235 8,616 -34
Apr12 110608 87.250 88.100 87.000 87.800 +0.570 78 4,834 +50
May12 110608 91.000 91.750 91.000 91.750 +0.250 0 216 +0
Total Volume and Open Interest 33,129 224,550 +2,675
Class III Milk(CME)
Jun11 110608 18.86 19.06 18.83 18.97 +0.10 207 5,059 +92
Jul11 110608 19.40 20.05 19.26 19.87 +0.45 477 5,420 +127
Aug11 110608 18.64 19.05 18.55 18.85 +0.21 334 4,666 +44
Sep11 110608 18.14 18.60 18.14 18.47 +0.35 191 4,540 +44
Oct11 110608 17.89 17.98 17.74 17.87 +0.17 65 3,544 -5
Total Volume and Open Interest 1,438 33,150 +322
Cocoa(ICE)
Jul11 110608 2882 2944 2882 2927 +36 13,876 33,295 -8,060
Sep11 110608 2902 2938 2892 2921 +20 11,384 56,366 +6,173
Dec11 110608 2930 2963 2929 2953 +19 1,404 29,734 +315
Mar12 110608 2987 3013 2983 3003 +12 843 24,537 +51
May12 110608 2985 3010 2985 3002 +13 337 7,780 +116
Jul12 110608 2985 3007 2985 3000 +13 488 3,093 +321
Sep12 110608 3007 3008 2998 2998 +13 168 2,726 +0
Total Volume and Open Interest 28,811 162,788 -1,023
Coffee "C"(ICE)
Jul11 110608 262.60 264.80 258.00 263.85 +0.85 15,161 42,701 -1,698
Sep11 110608 266.30 267.30 261.45 266.50 +0.10 5,837 37,713 +565
Dec11 110608 272.00 272.00 265.95 270.85 -0.05 2,220 24,687 +186
Mar12 110608 272.60 274.20 269.00 273.75 +0.20 371 5,637 +102
May12 110608 273.95 275.45 270.00 275.05 +0.30 90 3,171 -40
Jul12 110608 271.85 274.05 268.85 274.05 +0.50 40 1,005 +8
Total Volume and Open Interest 23,764 116,916 -856
Orange Juice(ICE)
Jul11 110608 184.00 184.00 181.50 182.00 -2.00 1,940 23,160 -1,139
Sep11 110608 179.25 180.05 177.75 177.95 -2.20 1,017 8,428 +922
Nov11 110608 173.00 173.00 171.50 172.55 -1.15 952 3,364 +741
Jan12 110608 168.85 168.85 168.75 168.75 -1.30 19 420 +16
Mar12 110608 167.35 167.35 167.30 167.30 -1.00 5 134 +0
May12 110608 165.70 165.70 165.70 165.70 -0.60 12 92 +12
Total Volume and Open Interest 3,945 35,662 +552
Sugar #11(ICE)
Jul11 110608 24.27 25.18 24.12 24.95 +0.60 49,372 220,053 -14,532
Oct11 110608 23.59 24.04 23.25 23.91 +0.41 30,292 196,315 +3,465
Mar12 110608 23.51 23.90 23.33 23.84 +0.26 10,012 95,726 +1,164
May12 110608 23.25 23.55 23.07 23.49 +0.14 4,573 29,766 +946
Jul12 110608 23.06 23.34 22.90 23.28 +0.09 13,867 38,678 +5,289
Total Volume and Open Interest 109,383 631,534 -3,197
London Cocoa(LCE)
Jul11 110608 1788 1810 1784 1807 +26 4,733 75,239 -1,130
Sep11 110608 1806 1827 1803 1824 +22 3,503 39,717 +1,237
Dec11 110608 1837 1854 1837 1852 +21 1,745 34,566 +530
Mar12 110608 1860 1876 1856 1873 +20 1,061 38,857 +333
May12 110608 1872 1885 1872 1885 +17 103 9,697 -6
Jul12 110608 1892 1892 1892 1892 +17 50 4,380 +14
Sep12 110608 1900 1900 1900 1900 +20 7 3,200 +2
Total Volume and Open Interest 11,202 213,542 +980
London Sugar(LCE)
Aug11 110608 700.00 715.00 698.10 714.40 +20.20 3,292 24,701 -1,027
Oct11 110608 637.20 649.50 637.20 648.80 +13.50 2,256 12,193 +189
Dec11 110608 626.20 632.40 624.00 631.80 +8.50 620 5,233 +106
Mar12 110608 611.80 618.80 611.80 617.50 +5.00 254 4,122 +106
May12 110608 607.60 610.00 607.60 609.70 +4.00 76 1,910 +28
Total Volume and Open Interest 6,672 50,679 -469
Cotton(ICE)
Jul11 110608 147.95 150.15 144.31 145.05 -3.58 12,621 54,951 -2,371
Oct11 110608 139.59 139.59 136.57 137.50 -1.33 37 467 +15
Dec11 110608 129.45 131.40 127.78 130.15 +0.22 11,203 80,911 +715
Mar12 110608 122.01 124.00 120.93 123.22 +1.10 987 11,693 +85
May12 110608 115.00 116.85 114.29 116.13 +1.12 351 3,171 +121
Jul12 110608 110.14 110.74 108.07 109.67 +0.85 201 5,812 +49
Total Volume and Open Interest 25,404 159,809 -1,384
Lumber(CME)
Jul11 110608 228.7 232.3 221.9 225.5 -3.0 488 5,067 -103
Sep11 110608 248.9 252.2 241.0 248.5 +4.4 285 5,038 +30
Nov11 110608 253.6 256.5 250.1 252.0 +1.0 157 965 +40
Jan12 110608 267.1 267.5 267.1 267.5 unch 4 59 +1
Total Volume and Open Interest 934 11,135 -32
Crude Oil(NYM)
Jul11 110608 99.58 101.89 98.02 100.74 +1.65 289,670 317,727 -10,478
Aug11 110608 100.22 102.39 98.61 101.29 +1.60 68,155 117,372 +2,837
Sep11 110608 100.85 102.80 99.16 101.78 +1.55 37,966 121,462 +1,686
Oct11 110608 101.12 103.17 99.64 102.22 +1.51 16,420 52,561 +1,017
Nov11 110608 101.67 103.50 100.05 102.61 +1.46 8,855 34,751 -397
Dec11 110608 102.00 103.76 100.40 102.91 +1.40 33,103 182,730 -695
Jan12 110608 101.24 103.84 100.62 103.13 +1.37 3,865 44,209 +719
Feb12 110608 101.57 104.16 100.90 103.34 +1.35 1,305 22,406 -76
Mar12 110608 101.78 104.30 101.34 103.55 +1.34 1,798 29,049 -45
Apr12 110608 101.47 104.40 101.46 103.76 +1.34 1,161 16,737 +119
May12 110608 102.10 104.16 101.85 103.96 +1.32 1,637 16,654 -132
Jun12 110608 102.86 104.71 101.97 104.14 +1.28 14,909 72,595 -2,652
Jul12 110608 104.47 104.70 104.00 104.29 +1.26 11,666 30,750 +2,011
Aug12 110608 104.31 104.31 104.31 104.31 +1.23 1,586 14,449 -724
Sep12 110608 104.31 104.31 104.31 104.31 +1.20 448 13,431 +58
Oct12 110608 104.32 104.32 104.32 104.32 +1.17 146 9,092 -14
Total Volume and Open Interest 509,468 1,505,024 -7,355
e-miNY Crude Oil(NYM)
Jun11 110519 99.675 100.800 98.250 98.450 -1.650 6,142 2,098 -382
Jul11 110608 99.775 101.875 98.050 100.750 +1.650 6,495 3,236 +37
Aug11 110608 100.225 102.300 98.625 101.300 +1.600 276 800 -33
Sep11 110608 100.725 102.650 100.000 101.775 +1.550 92 386 -6
Oct11 110608 102.225 102.225 102.225 102.225 +1.525 7 114 +1
Nov11 110608 102.600 102.600 102.600 102.600 +1.450 0 17 +0
Dec11 110608 103.250 103.250 102.900 102.900 +1.400 9 277 -9
Jan12 110608 103.125 103.125 103.125 103.125 +1.375 1 9 +0
Feb12 110608 103.350 103.350 103.350 103.350 +1.350 0 3 +0
Mar12 110608 103.550 103.550 103.550 103.550 +1.350 1 8 -1
Total Volume and Open Interest 6,883 4,976 -9
Heating Oil(NYM)
Jul11 110608 307.70 311.30 304.30 309.37 +1.67 51,754 97,332 -3,356
Aug11 110608 309.12 312.66 305.79 310.81 +1.69 18,872 46,964 +1,628
Sep11 110608 310.65 314.13 307.65 312.65 +1.72 11,345 37,760 +1,314
Oct11 110608 310.96 316.09 310.36 314.43 +1.72 6,514 18,461 +952
Nov11 110608 317.10 317.51 315.53 316.14 +1.79 3,134 14,923 -201
Dec11 110608 315.32 319.03 312.96 317.70 +1.87 10,156 35,920 +194
Jan12 110608 315.05 320.02 315.05 319.29 +1.94 1,978 16,348 -13
Feb12 110608 318.94 319.78 318.69 319.52 +1.95 1,862 6,155 +99
Mar12 110608 317.84 318.43 317.57 318.43 +1.95 1,124 4,915 +707
Apr12 110608 315.75 316.11 315.75 316.11 +1.94 135 1,907 -22
May12 110608 313.90 313.90 313.90 313.90 +1.89 179 1,928 +120
Jun12 110608 308.80 312.79 308.80 312.48 +1.93 1,076 18,621 +239
Total Volume and Open Interest 108,394 312,422 +1,864
Gasoline(NYMEX)
Jul11 110608 299.43 302.65 296.23 297.87 -1.32 42,544 83,344 -2,727
Aug11 110608 297.59 300.86 294.50 296.54 -0.98 26,958 40,995 +39
Sep11 110608 296.00 299.22 293.31 295.52 -0.41 13,815 35,668 -530
Oct11 110608 281.35 287.21 281.35 284.77 +0.41 5,296 21,084 -366
Nov11 110608 280.50 284.80 280.50 282.78 +0.78 2,377 12,710 +115
Dec11 110608 278.74 284.15 278.00 281.82 +0.88 2,800 25,740 -140
Jan12 110608 282.50 283.50 282.16 282.52 +0.96 417 7,330 +148
Feb12 110608 284.27 284.27 284.27 284.27 +1.03 41 4,159 -6
Mar12 110608 286.15 286.15 286.15 286.15 +1.12 35 4,390 -10
Apr12 110608 298.00 298.00 297.90 297.90 +1.05 0 4,085 +0
Total Volume and Open Interest 94,468 255,255 -3,476
e-miNY RBOB Gasoline(NYM)
Jul11 110608 297.90 297.90 297.87 297.90 -1.30 0 3 +0
Aug11 110608 297.00 297.00 296.50 296.50 -1.00 0 1 +0
Sep11 110608 295.50 295.52 295.50 295.50 -0.40      
Oct11 110608 284.80 284.80 284.77 284.80 +0.40 0 1 +0
Total Volume and Open Interest 0 7 +0
Natural Gas(NYM)
Jul11 110608 4.814 4.873 4.767 4.847 +0.016 146,875 218,243 -766
Aug11 110608 4.850 4.895 4.796 4.874 +0.016 50,455 81,872 +626
Sep11 110608 4.864 4.909 4.816 4.893 +0.016 55,425 123,440 +6,920
Oct11 110608 4.891 4.933 4.845 4.919 +0.014 41,388 114,058 +1,016
Nov11 110608 5.010 5.036 4.972 5.033 +0.019 17,776 67,138 +1,724
Dec11 110608 5.191 5.215 5.145 5.209 +0.017 14,312 46,188 +572
Jan12 110608 5.270 5.305 5.235 5.301 +0.016 16,276 91,908 +1,089
Feb12 110608 5.253 5.286 5.241 5.281 +0.014 1,792 20,383 +378
Mar12 110608 5.171 5.216 5.163 5.211 +0.012 5,973 39,003 +790
Apr12 110608 5.000 5.040 4.990 5.033 +0.007 7,953 41,310 +556
May12 110608 5.001 5.041 5.001 5.040 +0.008 1,332 9,209 +62
Jun12 110608 5.026 5.066 5.026 5.064 +0.007 1,807 10,279 +162
Jul12 110608 5.087 5.105 5.067 5.102 +0.005 745 6,908 +218
Aug12 110608 5.095 5.128 5.095 5.128 +0.004 267 5,882 -68
Sep12 110608 5.098 5.140 5.098 5.137 +0.004 1,039 5,986 -2
Oct12 110608 5.150 5.190 5.143 5.182 +0.004 3,575 18,701 +1,215
Total Volume and Open Interest 372,195 973,450 +16,030
Brent Crude Oil(ICE)
Jul11 110608 116.89 118.59 115.75 117.85 +1.07 154,184 180,748 -13,308
Aug11 110608 116.48 118.20 115.33 117.47 +1.13 72,168 146,865 -1,511
Sep11 110608 115.86 117.69 114.84 116.95 +1.14 36,307 96,498 +3,194
Oct11 110608 114.46 117.25 114.44 116.56 +1.15 18,208 58,357 -1,887
Nov11 110608 114.18 116.99 114.15 116.30 +1.17 12,042 34,514 +2,909
Dec11 110608 114.50 116.75 113.90 116.05 +1.17 30,017 87,028 -485
Jan12 110608 114.38 116.49 113.83 115.83 +1.14 3,148 20,706 +110
Feb12 110608 113.91 116.25 113.64 115.59 +1.12 2,703 20,114 +324
Mar12 110608 113.70 116.01 113.36 115.36 +1.10 2,981 30,066 -307
Apr12 110608 115.10 115.10 115.10 115.10 +1.08 1,076 8,220 -45
May12 110608 114.83 114.83 114.83 114.83 +1.04 816 5,614 +128
Jun12 110608 113.13 115.21 112.66 114.56 +1.00 6,200 36,610 +433
Jul12 110608 114.34 114.34 114.34 114.34 +0.99 947 5,769 +153
Aug12 110608 114.10 114.10 114.10 114.10 +0.98 380 3,186 +134
Total Volume and Open Interest 350,371 864,745 -8,828
Gas Oil(ICE)
Jun11 110608 960.50 976.25 954.50 970.50 +16.00 46,405 74,182 -16,879
Jul11 110608 967.75 980.75 958.50 974.75 +16.50 82,604 111,195 +293
Aug11 110608 966.25 984.25 962.25 978.25 +16.50 21,683 67,900 +3,028
Sep11 110608 969.50 986.75 965.50 981.50 +16.50 9,405 47,319 -483
Oct11 110608 971.75 989.50 968.50 983.75 +16.50 4,726 28,365 -1,115
Nov11 110608 969.75 989.50 969.50 985.00 +16.50 2,748 25,135 +85
Dec11 110608 974.50 992.00 970.75 986.50 +16.50 12,711 58,223 -570
Jan12 110608 976.75 993.75 973.50 989.00 +16.50 1,822 24,401 -88
Feb12 110608 990.50 992.00 988.25 989.25 +16.25 2,111 7,198 +121
Mar12 110608 975.00 990.00 975.00 988.75 +16.25 2,181 7,904 +772
Total Volume and Open Interest 189,416 547,852 -14,359
Ethanol(CBOT)
Jun11 110603 2.638 2.640 2.633 2.640 -0.012 38 199 -65
Jul11 110608 2.628 2.690 2.628 2.684 +0.062 201 1,229 -82
Aug11 110608 2.645 2.686 2.645 2.684 +0.061 107 1,400 +4
Sep11 110608 2.627 2.649 2.625 2.646 +0.059 100 1,262 +48
Oct11 110608 2.539 2.555 2.539 2.550 +0.052 68 982 +15
Nov11 110608 2.486 2.486 2.481 2.481 +0.045 62 894 +58
Dec11 110608 2.470 2.475 2.461 2.464 +0.037 184 1,188 +16
Jan12 110608 2.440 2.450 2.434 2.434 +0.027 5 635 +5
Total Volume and Open Interest 917 8,668 +236
WTI Crude Oil(ICE
Jul11 110608 99.49 101.89 98.03 100.74 +1.65 60,342 88,904 -1,225
Aug11 110608 100.12 102.37 98.61 101.29 +1.60 22,403 39,364 +1,159
Sep11 110608 100.34 102.77 99.17 101.78 +1.55 13,343 38,704 +1,769
Oct11 110608 100.05 103.15 99.62 102.22 +1.51 6,369 20,502 +693
Nov11 110608 101.23 103.48 100.15 102.61 +1.46 5,018 14,270 -339
Dec11 110608 101.99 103.76 100.38 102.91 +1.40 18,848 84,273 +685
Jan12 110608 101.11 103.88 100.75 103.13 +1.37 1,907 12,112 -31
Feb12 110608 101.17 104.07 100.97 103.34 +1.35 334 4,278 -27
Mar12 110608 101.20 104.12 101.20 103.55 +1.34 812 12,171 +57
Apr12 110608 103.76 103.76 103.76 103.76 +1.34 634 4,141 +73
May12 110608 103.96 103.96 103.96 103.96 +1.32 779 3,084 +216
Jun12 110608 101.79 104.73 101.79 104.14 +1.28 4,207 26,679 +577
Jul12 110608 104.29 104.29 104.29 104.29 +1.26 1,148 4,457 +789
Aug12 110608 104.31 104.31 104.31 104.31 +1.23 5 884 +0
Sep12 110608 104.31 104.31 104.31 104.31 +1.20 0 4,300 +0
Oct12 110608 104.32 104.32 104.32 104.32 +1.17 0 511 +0
Total Volume and Open Interest 139,558 464,145 +4,692
US Dollar Index(ICE)
Jun11 110608 73.585 73.995 73.560 73.940 +0.413 33,323 51,910 -5,020
Sep11 110608 73.945 74.355 73.920 74.295 +0.397 11,975 9,609 +6,419
Dec11 110608 74.760 74.760 74.760 74.760 +0.397 500 504 +500
Total Volume and Open Interest 45,798 62,024 +1,899
Australian Dollar(CME)
Jun11 110608 107.11 107.27 105.81 106.18 -1.09 94,703 98,464 -9,952
Sep11 110608 105.82 105.94 104.48 104.86 -1.08 18,704 24,533 +14,803
Dec11 110608 103.48 104.70 103.48 103.64 -1.06 3 72 +2
Total Volume and Open Interest 113,410 123,071 +4,853
British Pound(CME)
Jun11 110608 164.40 164.50 163.46 163.91 -0.59 83,749 99,347 -4,476
Sep11 110608 164.20 164.23 163.25 163.70 -0.59 15,002 14,453 +10,482
Dec11 110608 163.18 164.07 163.18 163.48 -0.59 2 36 +0
Total Volume and Open Interest 98,753 113,844 +6,006
Canadian Dollar(CME)
Jun11 110608 102.61 102.68 101.81 102.09 -0.59 78,642 99,459 -7,276
Sep11 110608 102.34 102.43 101.56 101.84 -0.59 16,167 25,283 +6,637
Dec11 110608 101.75 102.21 101.35 101.59 -0.62 87 3,381 +53
Mar12 110608 101.50 101.94 101.36 101.36 -0.58 2 414 +2
Total Volume and Open Interest 94,898 128,869 -584
Japanese Yen(CME)
Jun11 110608 124.83 125.48 124.52 125.12 +0.29 77,039 87,287 -6,626
Sep11 110608 124.89 125.53 124.62 125.18 +0.30 15,051 13,360 +6,477
Dec11 110608 125.21 125.49 124.97 125.26 +0.29 0 244 +0
Total Volume and Open Interest 92,090 100,902 -149
Swiss Franc(CME)
Jun11 110608 119.53 119.80 119.33 119.49 +0.08 28,637 62,842 -3,039
Sep11 110608 119.65 119.86 119.39 119.55 +0.07 5,208 8,283 +2,982
Dec11 110608 119.69 119.80 119.55 119.62 +0.07 42 82 +41
Total Volume and Open Interest 33,887 71,210 -16
EuroFX(CME)
Jun11 110608 146.88 146.92 145.62 145.77 -1.15 235,621 240,721 -13,837
Sep11 110608 146.46 146.49 145.21 145.36 -1.13 31,751 35,273 +14,149
Dec11 110608 145.00 146.04 144.58 144.91 -1.13 19 166 +2
Total Volume and Open Interest 267,393 276,545 +316
Mexican Peso(CME)
Jun11 110608 849.2 850.0 843.5 845.0 -7.8 40,135 111,580 -18,093
Jul11 110608 843.8 851.5 843.8 843.8 -7.8      
Total Volume and Open Interest 61,210 144,819 +249
30-Year T-Bonds(CBOT)
Jun11 110531 125~260 126~090 125~110 126~050 +0~090 370,649 125,465 -108,773
Sep11 110608 125~000 126~010 124~270 125~220 +0~250 285,657 665,758 -243
Dec11 110608 123~280 124~080 123~140 124~080 +0~260 3 60 +2
Total Volume and Open Interest 298,192 709,211 -5,971
10-Year T-Notes(CBOT)
Jun11 110608 124~235 125~110 124~210 125~030 +0~140 32,282 101,270 -9,477
Sep11 110608 123~120 123~310 123~085 123~230 +0~145 987,185 1,723,213 +8,029
Dec11 110608 122~120 122~135 121~310 122~135 +0~145 2 14 +1
Total Volume and Open Interest 1,019,469 1,824,497 -1,447
5-Year T-Notes(CBOT)
Jun11 110531 120~025 120~044 119~120 120~036 +0~019 765,609 270,565 -196,975
Sep11 110608 119~100 120~022 119~087 120~005 +0~046 484,586 1,421,757 +6,946
Dec11 110608 119~029 119~029 118~111 119~029 +0~046      
Total Volume and Open Interest 531,474 1,499,585 -14,646
2 Year T-Notes(CBOT)
Jun11 110608 110~005 110~012 110~005 110~009 +0~002 16,835 38,999 -7,765
Sep11 110608 109~098 109~107 109~094 109~102 +0~005 158,394 1,011,123 -3,762
Dec11 110608 109~066 109~066 109~041 109~066 +0~025 0 20 +0
Total Volume and Open Interest 175,229 1,050,142 -11,527
Eurodollars(CME)
Jun11 110608 99.743 99.750 99.743 99.747 +0.005 97,311 908,765 +8,396
Sep11 110608 99.665 99.680 99.665 99.670 +0.005 150,722 1,178,839 -14,228
Dec11 110608 99.605 99.625 99.595 99.610 +0.005 136,416 1,582,825 +26,433
Mar12 110608 99.535 99.560 99.530 99.545 +0.010 161,833 1,703,876 +4,120
Jun12 110608 99.425 99.460 99.415 99.440 +0.025 159,891 1,553,052 +10,762
Sep12 110608 99.260 99.305 99.245 99.285 +0.045 172,601 821,844 -3,716
Dec12 110608 99.040 99.115 99.025 99.085 +0.065 158,065 605,940 -6,628
Mar13 110608 98.810 98.920 98.800 98.885 +0.090 113,816 435,003 -5,422
Jun13 110608 98.570 98.695 98.555 98.660 +0.115 75,848 315,734 -5,317
Sep13 110608 98.320 98.455 98.305 98.420 +0.130 56,894 244,889 -3,815
Dec13 110608 98.055 98.205 98.040 98.160 +0.135 47,079 208,815 +444
Mar14 110608 97.805 97.960 97.800 97.915 +0.135 45,094 197,344 +841
Jun14 110608 97.555 97.710 97.550 97.665 +0.130 17,629 113,519 +2,251
Sep14 110608 97.310 97.465 97.305 97.415 +0.120 9,613 66,793 +816
Dec14 110608 97.055 97.205 97.050 97.155 +0.110 8,786 71,113 +529
Mar15 110608 96.850 96.975 96.830 96.930 +0.100 7,982 60,021 +94
Jun15 110608 4.875 4.995 4.865 4.950 +0.090 6,079 50,461 +1,164
Sep15 110608 4.670 4.780 4.660 4.735 +0.080 4,919 45,852 +1,016
Total Volume and Open Interest      
30 Day Federal Funds(CBOT)
Jun11 110608 99.897 99.900 99.895 99.897 unch 3,954 60,053 -1,411
Jul11 110608 99.890 99.900 99.890 99.895 unch 1,089 53,369 +335
Aug11 110608 99.880 99.885 99.875 99.885 unch 994 49,492 +597
Sep11 110608 99.860 99.870 99.860 99.865 unch 306 43,129 +122
Oct11 110608 99.845 99.860 99.845 99.855 unch 557 52,583 +70
Nov11 110608 99.835 99.845 99.835 99.840 unch 620 53,129 -72
Total Volume and Open Interest 16,099 694,930 +490
30 Day Fed Funds(e-CBOT)
3-Mth Euro-Yen(CME)
Jun11 110608 99.665 99.665 99.665 99.665 -0.005 0 750 +0
Sep11 110608 99.660 99.660 99.660 99.660 unch      
Dec11 110608 99.662 99.662 99.662 99.662 unch 0 75 +0
Mar12 110608 99.650 99.650 99.650 99.650 unch      
Jun12 110608 99.665 99.665 99.665 99.665 unch      
Sep12 110608 99.595 99.595 99.595 99.595 unch      
Dec12 110608 99.555 99.555 99.555 99.555 unch      
Mar13 110608 99.555 99.555 99.555 99.555 unch      
Jun13 110608 99.510 99.510 99.510 99.510 unch      
Sep13 110608 99.370 99.370 99.370 99.370 unch      
Total Volume and Open Interest 0 825 +0
3-Mth Euro-Yen(SGX)
Sep11 110608 99.66 99.66 99.66 99.66 unch 0 1,466 +0
Dec11 110608 99.66 99.66 99.66 99.66 unch 0 1,957 +0
Mar12 110608 99.65 99.65 99.65 99.65 unch 0 4,177 +0
Jun12 110608 99.67 99.67 99.67 99.67 unch 0 1,254 +0
Sep12 110608 99.60 99.60 99.60 99.60 unch 0 411 +0
Dec12 110608 99.56 99.56 99.56 99.56 unch 0 24 +0
Mar13 110608 99.56 99.56 99.56 99.56 unch 0 1 +0
Jun13 110608 99.51 99.51 99.51 99.51 unch      
Total Volume and Open Interest 0 15,093 +0
Japanese Gov't Bonds(SGX)
Sep11 110608 140.55 140.68 140.43 140.67 +0.15 7,420 12,803 +6,216
Dec11 110608 138.58 138.58 138.58 138.58 +0.15 0 1 +0
Mar12 110608 136.49 136.49 136.49 136.49 +0.15      
Total Volume and Open Interest 16,868 33,503 +4,746
Euro-Bund(EUREX)
Jun11 110608 125.04 125.31 125.00 125.30 +0.43 1,462,802 333,223 -274,912
Sep11 110608 124.67 125.00 124.53 124.88 +0.40 910,541 786,619 +322,436
Dec11 110608 123.69 123.77 123.69 123.70 +0.41 350 206 +45
Total Volume and Open Interest 2,373,693 1,120,048 +47,569
Euro-Bobl(EUREX)
Jun11 110608 116.50 116.66 116.50 116.55 +0.05 1,014,404 253,614 -270,533
Sep11 110608 116.02 116.38 115.95 116.25 +0.31 707,865 659,328 +271,036
Dec11 110608 114.98 115.32 114.98 115.32 +0.33      
Total Volume and Open Interest 1,722,269 912,942 +503
3-Mth Euribor(EUREX)
Jun11 110608 98.515 98.515 98.510 98.510 -0.005 22 4,750 +20
Sep11 110608 98.265 98.265 98.255 98.265 +0.010 22 2,370 +21
Dec11 110608 98.075 98.085 98.075 98.085 +0.020 23 1,312 -1
Total Volume and Open Interest 592 12,163 +277
Long Gilt(LIFFE)
Jun11 110608 121~16 121~23 121~00 121~23 +0~13 19,720 12,552 -18,076
Sep11 110608 120~07 120~17 119~21 120~14 +0~13 69,514 337,789 -38
Total Volume and Open Interest 89,234 350,341 -18,114
3-Mth Short Sterling(LIFFE)
Jun11 110608 99.18 99.18 99.17 99.18 +0.01 15,801 417,030 -4,493
Sep11 110608 99.11 99.12 99.10 99.11 +0.01 14,105 430,018 +932
Dec11 110608 99.01 99.03 98.99 99.01 +0.02 20,934 445,428 +1,327
Mar12 110608 98.88 98.91 98.87 98.90 +0.03 22,523 399,718 -446
Jun12 110608 98.73 98.77 98.72 98.75 +0.03 37,229 339,784 -1,795
Sep12 110608 98.56 98.60 98.53 98.58 +0.04 18,790 233,227 -1,391
Total Volume and Open Interest 166,851 2,887,816 -3,956
3-Mth Euribor(LIFFE)
Jun11 110608 98.520 98.520 98.500 98.510 -0.005 68,924 683,342 -10,421
Sep11 110608 98.260 98.275 98.245 98.265 +0.010 92,332 662,223 +3,208
Dec11 110608 98.075 98.100 98.055 98.085 +0.020 109,011 563,468 +552
Total Volume and Open Interest 661,324 3,826,358 +10,047
3-Mth Aus T-Bills(SFE)
Jun11 110608 95.01 95.01 94.98 94.99 -0.02 47,877 98,012 -2,603
Sep11 110608 94.98 94.98 94.96 94.98 unch 73,392 257,889 +1,774
Dec11 110608 94.91 94.93 94.89 94.92 +0.01 42,619 179,010 +7,054
Mar12 110608 94.86 94.89 94.84 94.88 +0.02 21,242 103,667 +4,951
Jun12 110608 94.83 94.85 94.81 94.84 +0.01 13,557 66,892 +6,496
Sep12 110608 94.79 94.81 94.77 94.79 unch 2,566 52,998 +204
Dec12 110608 94.74 94.77 94.73 94.75 unch 2,207 33,949 +1,074
Mar13 110608 94.71 94.75 94.70 94.72 unch 2,527 23,802 +1,705
Jun13 110608 94.68 94.69 94.65 94.69 unch 1,639 4,081 +1,076
Sep13 110608 94.65 94.66 94.65 94.65 -0.01 10 1,668 -1
Total Volume and Open Interest 207,652 822,907 +21,746
10-Year Aus T-Bonds(SFE)
Jun11 110608 94.78 94.78 94.72 94.75 -0.04 50,886 422,557 +4,090
Sep11 110608 94.77 94.77 94.72 94.74 -0.04 5,026 5,199 +4,889
Total Volume and Open Interest 55,912 427,756 +8,979
3-Year Aus T-Bonds(SFE)
Jun11 110606 95.09 95.15 95.05 95.09 unch 183,315 768,868 +7,695
Sep11 110608 95.08 95.08 95.05 95.07 -0.01 18,600 19,555 +17,961
Total Volume and Open Interest 214,630 802,609 +28,146
Gold(CMX)
Jun11 110608 1544.2 1544.2 1531.3 1538.1 -5.2 691 4,065 -192
Aug11 110608 1545.0 1547.4 1531.8 1538.7 -5.3 100,185 337,871 +1,844
Oct11 110608 1547.9 1547.9 1534.6 1539.9 -5.3 951 10,777 +160
Dec11 110608 1548.4 1549.5 1534.4 1541.1 -5.3 3,201 68,777 -990
Feb12 110608 1538.3 1542.2 1537.7 1542.2 -5.4 112 8,794 +42
Apr12 110608 1551.6 1551.6 1538.2 1543.4 -5.4 100 5,263 +28
Jun12 110608 1543.8 1548.2 1543.8 1544.8 -5.5 97 12,907 +45
Aug12 110608 1546.5 1546.5 1546.5 1546.5 -5.6 0 4,520 +0
Oct12 110608 1548.3 1548.3 1548.3 1548.3 -5.7 0 4,054 +0
Dec12 110608 1545.0 1553.5 1545.0 1550.6 -5.8 25 11,875 +5
Feb13 110608 1553.3 1553.3 1553.3 1553.3 -6.1 4 259 +4
Apr13 110608 1556.3 1556.3 1556.3 1556.3 -6.3      
Total Volume and Open Interest 106,540 508,827 +1,005
Silver(CMX)
Jul11 110608 3715.0 3725.0 3606.5 3662.0 -42.6 52,996 53,796 -1,014
Sep11 110608 3721.5 3721.5 3610.0 3664.3 -42.6 3,751 17,502 +356
Dec11 110608 3725.0 3725.0 3617.5 3666.1 -42.6 1,206 24,302 +90
Mar12 110608 3713.0 3713.0 3626.0 3662.2 -42.6 29 3,792 +14
May12 110608 3717.0 3717.0 3634.0 3658.7 -42.8 0 1,252 -2
Jul12 110608 3656.0 3656.0 3656.0 3656.0 -43.0 3 1,814 +0
Sep12 110608 3653.7 3653.7 3653.7 3653.7 -43.2 0 100 -1
Total Volume and Open Interest 58,334 121,077 -529
Platinum(NYMEX)
Jul11 110608 1836.4 1836.8 1816.0 1831.2 +0.5 2,998 31,178 +227
Oct11 110608 1839.3 1839.3 1819.1 1834.3 +0.6 235 4,506 +150
Jan12 110608 1837.2 1837.2 1837.2 1837.2 +0.5 28 154 +26
Apr12 110608 1839.7 1839.7 1839.7 1839.7 +0.5 1 25 -1
Total Volume and Open Interest 3,262 35,868 +402
Palladium(NYMEX)
Jun11 110608 804.00 804.00 804.00 804.00 -3.80 28 374 -23
Sep11 110608 810.05 811.50 795.10 805.70 -3.80 3,230 19,816 +364
Dec11 110608 809.05 809.05 798.40 806.95 -3.70 10 549 +3
Total Volume and Open Interest 3,274 20,752 +341
Copper(CMX)
Jul11 110608 415.30 415.90 405.10 410.85 -4.10 26,252 54,620 -1,683
Sep11 110608 417.10 417.25 406.95 412.65 -4.10 4,476 43,307 +1,520
Dec11 110608 417.50 417.50 409.10 414.60 -4.10 893 15,024 +150
Mar12 110608 414.55 415.80 414.55 415.60 -4.15 250 5,688 +171
May12 110608 415.85 415.85 415.85 415.85 -4.15 0 1,596 +0
Total Volume and Open Interest 32,443 125,325 +107
DJIA Index(CBOT)
Jun11 110608 12075 12090 12013 12030 -42 4,432 20,500 -3,779
Sep11 110608 12000 12015 11955 11962 -42 23 41 +14
Dec11 110608 11900 11933 11900 11900 -33 0 7 +0
Mar12 110608 11831 11873 11831 11831 -42      
Total Volume and Open Interest 4,455 20,548 -3,765
S & P 500(CME)
Jun11 110608 1284.90 1287.40 1276.30 1277.00 -7.80 20,202 314,733 -1,158
Sep11 110608 1276.70 1281.00 1271.50 1271.60 -7.80 4,273 18,362 +3,142
Dec11 110608 1270.80 1275.40 1266.00 1266.00 -7.90 47 6,946 +95
Mar12 110608 1261.00 1270.40 1261.00 1261.00 -7.90 0 1 +0
Total Volume and Open Interest 24,522 340,047 +2,079
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 110608 1279.25 1282.25 1271.00 1271.50 -8.00 82,124 143,253 +64,688
Total Volume and Open Interest 2,267,437 3,036,988 +23,162
NASDAQ 100(CME)
Jun11 110608 2275.00 2278.00 2246.00 2248.00 -25.80 1,796 17,382 +12
Sep11 110608 2262.00 2263.50 2244.00 2244.30 -25.70 84 167 +50
Dec11 110608 2240.80 2246.50 2240.80 2240.80 -25.70 0 1 +0
Total Volume and Open Interest 1,880 17,550 +62
NASDAQ 100 E-Mini(Globex)
Jun11 110608 2273.50 2278.00 2246.80 2248.00 -25.80 222,242 328,318 -3,799
Sep11 110608 2270.80 2274.50 2243.30 2244.30 -25.70 2,604 5,681 +1,695
Total Volume and Open Interest 224,856 334,015 -2,102
S & P Midcap 400(CME)
Jun11 110608 939.60 939.60 939.50 939.60 -10.60 0 1,723 +0
Sep11 110608 937.20 937.80 937.20 937.20 -10.60      
Dec11 110608 935.80 936.20 935.80 935.80 -10.40      
Total Volume and Open Interest 0 1,723 +0
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Jun11 110608 9420 9470 9385 9385 -30 22,843 41,227 -3,925
Sep11 110608 9450 9490 9350 9405 -35 16,002 16,645 +14,056
Total Volume and Open Interest 38,845 57,872 +10,131
Nikkei 225(SGX)
Jun11 110608 9465 9490 9395 9460 +10 117,152 242,690 +2,622
Sep11 110608 9460 9485 9385 9450 +5 16,885 23,152 +10,812
Dec11 110608 9400 9400 9400 9400 +15 0 6,659 +0
Total Volume and Open Interest 134,267 278,702 +13,574
CAC 40(EURONEXT)
Jun11 110608 3842.5 3853.5 3807.5 3831.0 -33.5 115,632 364,516 -19,862
Jul11 110608 3842.5 3850.0 3810.0 3827.5 -34.0 10,208 31,714 +10,034
Aug11 110608 3833.0 3833.0 3833.0 3833.0 -33.0      
Total Volume and Open Interest 125,865 397,674 -9,806
Hang Seng Index(HKFE)
Jun11 110608 22730 22743 22523 22560 -285 72,259 96,847 -1,880
Jul11 110608 22700 22730 22536 22564 -287 548 944 +177
Total Volume and Open Interest 73,097 102,705 -1,644
DAX(EUREX)
Jun11 110608 7060.0 7092.0 6992.5 7057.0 -53.0 144,983 174,887 -1,472
Sep11 110608 7085.0 7111.5 7020.0 7081.0 -53.5 1,032 16,349 +390
Dec11 110608 7138.0 7142.5 7054.5 7110.5 -52.5 91 1,735 +62
Total Volume and Open Interest 146,106 192,971 -1,020
FT-SE 100(EURONEXT)
Jun11 110608 5851.00 5862.50 5779.50 5809.00 -61.00 98,074 656,918 +824
Sep11 110608 5825.00 5825.00 5745.00 5772.50 -62.50 3,728 47,147 +2,261
Dec11 110608 5749.50 5749.50 5749.50 5749.50 -62.50 0 305 +0
Total Volume and Open Interest 101,802 704,520 +3,085
SPI 200(SFE)
Jun11 110608 4572.0 4594.0 4519.0 4541.0 -25.0 37,447 199,142 +6,269
Sep11 110608 4565.0 4576.0 4507.0 4529.0 -26.0 1,626 6,047 +878
Dec11 110608 4588.0 4588.0 4546.0 4546.0 -26.0 808 3,658 +484
Total Volume and Open Interest 40,438 211,301 +8,181
GSCI(CME)
Jun11 110608 36.64 52.89 36.39 48.39 +5.75 63 10,588 -3
Jul11 110608 36.74 52.14 36.49 47.79 +5.10 5 33 +3
Aug11 110608 48.89 53.14 37.64 48.89 +5.25 0 2 +0
Total Volume and Open Interest 68 10,623 +0
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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