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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 Thu June 09, 2011
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jul11 110609 1400.00 1413.25 1386.25 1393.75 -7.75 108,072 212,093 -18,213
Aug11 110609 1394.00 1405.00 1379.25 1387.25 -7.00 16,866 37,478 +1,493
Sep11 110609 1391.25 1401.00 1377.00 1385.25 -6.50 3,363 20,095 +905
Nov11 110609 1390.50 1404.00 1377.25 1386.75 -5.75 59,065 223,627 +7,805
Jan12 110609 1400.25 1408.25 1385.00 1395.75 -4.00 3,033 34,195 +610
Mar12 110609 1399.50 1409.00 1389.50 1398.50 -1.25 1,608 20,199 +341
May12 110609 1389.75 1402.00 1378.00 1393.25 +4.25 1,925 22,652 +673
Total Volume and Open Interest 194,836 596,874 -5,930
Soybean Meal(CBOT)
Jul11 110609 372.50 379.30 369.40 372.90 +0.10 50,649 86,917 +1,133
Aug11 110609 367.20 372.60 363.80 366.60 -0.70 17,910 41,378 +736
Sep11 110609 365.40 370.00 361.90 365.90 +0.50 5,243 19,672 +523
Oct11 110609 361.70 366.30 359.20 362.60 +0.90 2,524 17,400 +18
Dec11 110609 363.00 368.30 360.20 364.40 +1.20 17,014 54,135 +2,663
Jan12 110609 363.60 367.90 362.20 365.70 +1.40 845 5,075 +218
Mar12 110609 365.50 368.20 362.70 366.30 +2.10 407 3,496 -27
May12 110609 361.30 364.00 360.30 363.30 +3.00 382 5,196 +77
Total Volume and Open Interest 95,114 238,210 +5,373
Soybean Oil(CBOT)
Jul11 110609 57.94 58.14 57.08 57.40 -0.54 76,462 127,903 -9,661
Aug11 110609 58.30 58.39 57.35 57.67 -0.53 13,369 34,934 -302
Sep11 110609 58.50 58.63 57.64 57.96 -0.52 8,197 27,593 +2,147
Oct11 110609 58.88 58.95 58.00 58.25 -0.51 2,531 14,784 -543
Dec11 110609 59.36 59.49 58.45 58.79 -0.52 30,972 102,366 +5,827
Jan12 110609 59.09 59.50 58.85 59.05 -0.52 1,298 10,627 +418
Mar12 110609 59.26 59.60 58.90 59.25 -0.46 733 6,252 -36
May12 110609 59.75 59.84 59.12 59.27 -0.44 296 5,671 +13
Total Volume and Open Interest 133,965 333,551 -2,127
Canola(WCE)
Jul11 110609 592.8 599.2 589.5 592.8 +0.4 13,008 56,678 -3,862
Nov11 110609 596.7 602.7 592.2 595.8 +0.4 13,981 100,248 +4,212
Jan12 110609 607.6 609.7 600.5 603.4 +0.3 1,777 11,320 +628
Mar12 110609 613.6 614.7 606.5 610.3 +0.3 212 3,153 +107
May12 110609 614.6 614.6 614.6 614.6 +0.3 2 1,073 +2
Total Volume and Open Interest 28,981 175,344 +1,088
Corn(CBOT)
Jul11 110609 764.00 793.00 759.50 785.50 +21.50 188,507 501,955 -20,663
Sep11 110609 735.50 765.00 731.75 754.00 +18.00 88,587 246,926 +16,720
Dec11 110609 692.00 722.75 689.00 714.00 +20.25 72,458 473,741 -7,661
Mar12 110609 702.00 732.00 702.00 724.25 +19.50 5,698 84,438 +796
May12 110609 711.00 739.00 707.50 730.50 +18.50 1,669 19,539 +663
Jul12 110609 716.00 744.25 713.25 736.25 +18.75 3,828 51,245 +1,258
Total Volume and Open Interest 367,887 1,451,153 -4,427
Wheat(CBOT)
Jul11 110609 749.25 777.00 739.00 745.00 -3.00 75,691 162,827 -13,088
Sep11 110609 793.00 817.50 779.50 782.75 -9.50 33,158 103,257 +3,592
Dec11 110609 852.00 870.25 834.00 837.75 -11.75 19,165 99,787 -380
Mar12 110609 890.00 909.50 871.50 877.00 -12.75 3,366 23,571 +876
May12 110609 906.75 912.75 885.00 890.75 -13.25 1,162 8,893 +222
Total Volume and Open Interest 141,893 455,705 -6,305
Wheat(KCBT)
Jul11 110609 888.00 909.25 870.00 871.25 -13.75 18,314 60,304 -1,237
Sep11 110609 904.75 927.00 889.75 889.75 -13.75 9,155 53,752 +1,802
Dec11 110609 931.00 951.50 914.75 914.75 -13.00 4,270 45,209 -49
Mar12 110609 945.00 961.00 929.50 929.75 -12.00 1,205 8,533 +440
May12 110609 948.00 956.50 931.75 932.25 -11.00 85 868 +10
Total Volume and Open Interest 36,174 182,847 +2,076
Wheat(MGE)
Jul11 110609 1027.00 1068.75 1016.00 1020.75 -0.75 5,957 10,168 -3,572
Sep11 110609 975.00 1001.00 959.00 964.50 -10.75 5,931 20,524 +902
Dec11 110609 975.00 999.00 957.00 960.75 -13.50 3,171 15,798 +446
Mar12 110609 988.00 1008.75 968.50 971.25 -15.50 1,395 3,095 +130
May12 110609 991.50 998.25 972.50 973.75 -17.75 893 1,085 +18
Total Volume and Open Interest 18,903 56,645 -1,478
Oats(CBOT)
Jul11 110609 384.00 398.00 380.75 395.00 +12.00 323 5,869 -20
Sep11 110609 387.00 397.50 386.25 397.50 +10.50 64 2,963 +11
Dec11 110609 396.00 406.00 396.00 406.00 +11.50 115 3,788 +19
Mar12 110609 418.00 418.00 406.50 418.00 +11.50 0 23 +0
Total Volume and Open Interest 502 12,644 +10
Rough Rice(CBOT)
Jul11 110609 14.75 15.14 14.75 14.94 +0.16 723 10,928 -132
Sep11 110609 15.87 16.20 15.87 16.00 +0.14 340 6,859 +98
Nov11 110609 16.31 16.44 16.20 16.30 +0.15 24 2,132 +16
Jan12 110609 16.49 16.58 16.49 16.58 +0.15 2 251 +0
Total Volume and Open Interest 1,089 20,471 -18
Live Cattle(CME)
Jun11 110609 104.450 105.200 104.000 104.635 +0.635 6,189 20,154 -1,845
Aug11 110609 105.000 106.550 104.500 105.430 +0.880 18,071 145,850 -82
Oct11 110609 111.000 112.950 110.550 111.885 +1.135 5,910 79,972 +206
Dec11 110609 116.000 118.000 115.500 116.830 +1.195 5,090 56,339 +1,030
Feb12 110609 117.700 120.100 117.350 119.385 +1.735 1,340 15,697 +186
Apr12 110609 119.000 121.500 118.500 120.850 +2.050 570 7,281 -86
Total Volume and Open Interest 37,254 327,332 -578
Feeder Cattle(CME)
Aug11 110609 125.350 125.900 123.750 125.330 +0.530 1,493 21,459 -126
Sep11 110609 126.550 127.080 125.100 126.785 +0.605 390 5,845 +11
Oct11 110609 127.480 128.150 126.150 127.680 +0.700 561 4,728 +18
Nov11 110609 128.785 129.435 127.450 128.900 +0.500 176 2,104 +67
Jan12 110609 128.325 129.400 127.500 128.700 +0.700 40 1,074 +14
Mar12 110609 128.250 128.700 128.250 128.685 +0.685 2 68 -1
Apr12 110609 127.600 127.600 127.600 127.600 +0.500 0 13 +0
Total Volume and Open Interest 2,665 35,302 -15
Lean Hogs(CME)
Jun11 110609 90.430 91.100 90.200 90.450 +0.750 7,702 10,520 -2,442
Jul11 110609 91.850 93.800 91.535 92.980 +1.630 23,658 56,334 -4,312
Aug11 110609 91.750 92.950 91.200 92.550 +1.650 15,172 54,890 +3,192
Oct11 110609 86.000 87.450 85.680 86.950 +1.900 8,224 47,845 +1,313
Dec11 110609 84.400 86.035 84.200 85.700 +1.800 5,697 37,179 +1,115
Feb12 110609 86.700 88.650 86.635 88.430 +2.045 1,859 9,021 +405
Apr12 110609 88.250 90.000 88.250 89.500 +1.700 1,001 5,272 +438
May12 110609 92.350 93.750 92.350 93.750 +2.000 69 283 +67
Total Volume and Open Interest 63,962 224,702 +152
Class III Milk(CME)
Jun11 110609 18.97 19.05 18.93 19.00 +0.03 285 4,927 -132
Jul11 110609 19.90 20.00 19.60 19.77 -0.10 1,136 5,278 -142
Aug11 110609 18.85 18.92 18.57 18.81 -0.04 609 4,791 +125
Sep11 110609 18.45 18.52 18.25 18.44 -0.03 282 4,584 +44
Oct11 110609 17.87 17.92 17.79 17.83 -0.04 179 3,582 +38
Total Volume and Open Interest 2,818 33,193 +43
Cocoa(ICE)
Jul11 110609 2933 3067 2933 2980 +53 17,895 25,023 -8,272
Sep11 110609 2929 3050 2928 2970 +49 15,320 61,866 +5,500
Dec11 110609 2958 3071 2958 2997 +44 2,949 30,963 +1,229
Mar12 110609 3024 3113 3024 3041 +38 1,306 25,187 +650
May12 110609 3020 3116 3020 3040 +38 368 7,814 +34
Jul12 110609 3040 3089 3033 3038 +38 2 3,093 +0
Sep12 110609 3042 3091 3035 3038 +40 1,307 3,944 +1,218
Total Volume and Open Interest 39,480 163,361 +573
Coffee "C"(ICE)
Jul11 110609 264.80 268.70 264.40 266.80 +2.95 13,391 36,180 -6,521
Sep11 110609 266.70 271.60 266.70 269.85 +3.35 9,216 39,396 +1,683
Dec11 110609 271.55 275.90 271.55 274.15 +3.30 2,263 25,203 +516
Mar12 110609 274.50 278.50 274.50 276.95 +3.20 299 5,665 +28
May12 110609 276.40 278.70 276.40 278.05 +3.00 91 3,171 +0
Jul12 110609 275.30 277.40 275.30 276.95 +2.90 47 1,013 +8
Total Volume and Open Interest 25,340 112,646 -4,270
Orange Juice(ICE)
Jul11 110609 181.80 184.05 181.75 183.70 +1.70 2,274 21,820 -1,340
Sep11 110609 178.25 180.05 177.95 179.85 +1.90 1,869 10,104 +1,676
Nov11 110609 173.00 174.30 173.00 174.30 +1.75 318 3,540 +176
Jan12 110609 170.50 170.60 170.00 170.60 +1.85 16 429 +9
Mar12 110609 168.30 169.15 168.30 169.15 +1.85 1 134 +0
May12 110609 166.30 167.55 166.30 167.55 +1.85 0 92 +0
Total Volume and Open Interest 4,478 36,183 +521
Sugar #11(ICE)
Jul11 110609 24.82 25.08 24.52 24.84 -0.11 74,339 203,264 -16,789
Oct11 110609 23.91 24.15 23.70 23.99 +0.08 61,295 203,886 +7,571
Mar12 110609 23.84 24.00 23.63 23.95 +0.11 22,519 100,737 +5,011
May12 110609 23.48 23.66 23.31 23.62 +0.13 5,013 30,093 +327
Jul12 110609 23.28 23.39 23.06 23.34 +0.06 13,414 45,418 +6,740
Total Volume and Open Interest 180,112 634,960 +3,426
London Cocoa(LCE)
Jul11 110609 1813 1839 1813 1830 +23 4,665 72,620 -2,619
Sep11 110609 1832 1856 1830 1843 +19 3,689 39,935 +218
Dec11 110609 1858 1883 1858 1869 +17 1,407 35,061 +495
Mar12 110609 1886 1903 1885 1891 +18 613 39,078 +221
May12 110609 1903 1907 1899 1902 +17 159 9,820 +123
Jul12 110609 1912 1912 1909 1909 +17 5 4,377 -3
Sep12 110609 1917 1917 1917 1917 +17 8 3,192 -8
Total Volume and Open Interest 10,546 211,969 -1,573
London Sugar(LCE)
Aug11 110609 712.00 719.10 708.70 712.10 -2.30 2,813 24,742 +41
Oct11 110609 648.80 653.20 645.20 648.60 -0.20 1,255 12,153 -40
Dec11 110609 632.40 636.80 629.80 633.40 +1.60 209 5,259 +26
Mar12 110609 617.50 621.00 615.80 619.20 +1.70 92 4,166 +44
May12 110609 609.80 613.50 609.80 611.80 +2.10 163 2,010 +100
Total Volume and Open Interest 4,615 50,900 +221
Cotton(ICE)
Jul11 110609 146.05 151.05 145.36 151.05 +6.00 14,363 52,982 -1,969
Oct11 110609 137.50 142.00 136.00 138.56 +1.06 45 458 -9
Dec11 110609 130.61 134.55 130.25 132.99 +2.84 10,081 82,206 +1,295
Mar12 110609 124.00 126.42 123.27 125.72 +2.50 1,037 11,856 +163
May12 110609 116.00 118.10 116.00 117.86 +1.73 126 3,143 -28
Jul12 110609 111.01 114.25 111.01 111.99 +2.32 109 5,797 -15
Total Volume and Open Interest 25,865 159,300 -509
Lumber(CME)
Jul11 110609 231.5 233.6 227.0 228.0 +2.5 565 4,911 -156
Sep11 110609 251.0 253.0 246.3 250.6 +2.1 354 5,070 +32
Nov11 110609 256.0 258.0 253.0 253.0 +1.0 146 1,018 +53
Jan12 110609 267.5 267.5 267.5 267.5 unch 3 62 +3
Total Volume and Open Interest 1,068 11,067 -68
Crude Oil(NYM)
Jul11 110609 100.83 102.44 100.74 101.93 +1.19 415,373 288,420 -29,307
Aug11 110609 101.33 102.95 101.32 102.45 +1.16 139,364 140,481 +23,109
Sep11 110609 101.98 103.35 101.76 102.91 +1.13 72,519 130,183 +8,721
Oct11 110609 102.35 103.76 102.24 103.31 +1.09 26,989 55,636 +3,075
Nov11 110609 102.74 104.00 102.51 103.64 +1.03 18,943 37,349 +2,598
Dec11 110609 103.00 104.19 102.76 103.85 +0.94 62,291 180,201 -2,529
Jan12 110609 103.38 104.25 102.99 104.00 +0.87 9,886 47,086 +2,877
Feb12 110609 103.68 104.37 103.15 104.16 +0.82 6,369 22,568 +162
Mar12 110609 103.74 104.47 103.30 104.31 +0.76 7,276 28,799 -250
Apr12 110609 104.45 104.60 103.49 104.43 +0.67 3,766 17,186 +449
May12 110609 104.60 104.60 104.00 104.53 +0.57 4,374 16,985 +331
Jun12 110609 104.37 104.82 103.85 104.63 +0.49 23,689 71,185 -1,410
Jul12 110609 104.70 104.70 104.69 104.69 +0.40 11,741 33,067 +2,317
Aug12 110609 104.62 104.62 104.62 104.62 +0.31 3,500 13,000 -1,449
Sep12 110609 104.60 104.70 104.54 104.54 +0.23 1,962 13,487 +56
Oct12 110609 104.55 104.60 104.49 104.49 +0.17 916 9,105 +13
Total Volume and Open Interest 862,816 1,515,910 +10,886
e-miNY Crude Oil(NYM)
Jun11 110519 99.675 100.800 98.250 98.450 -1.650 6,142 2,098 -382
Jul11 110609 100.875 102.425 100.775 101.925 +1.175 8,451 2,901 -335
Aug11 110609 101.625 102.900 101.350 102.450 +1.150 729 917 +117
Sep11 110609 102.425 103.175 101.900 102.900 +1.125 70 379 -7
Oct11 110609 102.275 103.300 102.275 103.300 +1.075 39 147 +33
Nov11 110609 103.650 103.650 103.650 103.650 +1.050 6 21 +4
Dec11 110609 103.100 104.150 103.100 103.850 +0.950 13 281 +4
Jan12 110609 104.000 104.000 104.000 104.000 +0.875 0 9 +0
Feb12 110609 104.150 104.150 104.150 104.150 +0.800 0 3 +0
Mar12 110609 104.300 104.300 104.300 104.300 +0.750 0 8 +0
Total Volume and Open Interest 9,308 4,792 -184
Heating Oil(NYM)
Jul11 110609 308.74 314.39 307.52 313.78 +4.41 60,979 95,143 -2,189
Aug11 110609 310.13 315.65 308.94 315.08 +4.27 23,465 48,132 +1,168
Sep11 110609 312.38 317.40 310.75 316.77 +4.12 15,863 38,835 +1,075
Oct11 110609 313.45 319.03 313.27 318.43 +4.00 6,313 18,486 +25
Nov11 110609 316.04 320.50 315.83 320.15 +4.01 3,840 15,406 +483
Dec11 110609 317.38 322.17 315.82 321.67 +3.97 8,230 35,605 -315
Jan12 110609 321.22 323.70 321.15 323.21 +3.92 2,397 17,067 +719
Feb12 110609 322.15 323.53 322.15 323.37 +3.85 1,720 6,345 +190
Mar12 110609 318.78 322.44 318.78 322.09 +3.66 755 5,293 +378
Apr12 110609 318.94 319.73 318.67 319.64 +3.53 458 1,927 +20
May12 110609 317.13 317.29 316.40 317.29 +3.39 600 2,025 +97
Jun12 110609 312.31 315.82 312.31 315.82 +3.34 2,633 18,810 +189
Total Volume and Open Interest 128,037 314,662 +2,240
Gasoline(NYMEX)
Jul11 110609 297.25 304.82 296.97 303.98 +6.11 60,470 77,068 -6,276
Aug11 110609 296.25 302.94 295.53 302.17 +5.63 37,131 41,927 +932
Sep11 110609 296.61 301.29 295.25 300.79 +5.27 23,620 37,894 +2,226
Oct11 110609 284.16 289.65 284.16 289.22 +4.45 9,840 20,474 -610
Nov11 110609 282.75 287.24 282.75 287.01 +4.23 6,526 12,996 +286
Dec11 110609 282.51 286.17 281.42 285.87 +4.05 7,225 25,598 -142
Jan12 110609 282.70 286.38 282.70 286.38 +3.86 1,058 7,375 +45
Feb12 110609 287.44 287.96 287.24 287.96 +3.69 277 4,270 +111
Mar12 110609 288.84 289.71 288.72 289.71 +3.56 293 4,231 -159
Apr12 110609 300.50 301.31 300.50 301.31 +3.41 320 3,941 -144
Total Volume and Open Interest 147,582 251,327 -3,928
e-miNY RBOB Gasoline(NYM)
Jul11 110609 304.00 304.00 303.98 304.00 +6.10 1 3 +0
Aug11 110609 302.20 302.20 302.17 302.20 +5.70 0 1 +0
Sep11 110609 300.80 300.80 300.79 300.80 +5.30      
Oct11 110609 289.20 289.22 289.20 289.20 +4.40 0 1 +0
Total Volume and Open Interest 1 7 +0
Natural Gas(NYM)
Jul11 110609 4.850 4.983 4.510 4.674 -0.173 145,270 206,170 -12,073
Aug11 110609 4.876 5.000 4.601 4.704 -0.170 60,538 82,917 +1,045
Sep11 110609 4.887 5.011 4.550 4.726 -0.167 75,542 134,848 +11,408
Oct11 110609 4.922 5.010 4.500 4.754 -0.165 45,518 116,823 +2,765
Nov11 110609 5.023 5.106 4.847 4.872 -0.161 20,855 68,410 +1,272
Dec11 110609 5.225 5.283 4.900 5.047 -0.162 12,573 45,893 -295
Jan12 110609 5.264 5.356 5.046 5.140 -0.161 13,839 92,511 +603
Feb12 110609 5.305 5.330 5.109 5.122 -0.159 1,072 20,432 +49
Mar12 110609 5.190 5.275 5.045 5.057 -0.154 5,114 39,593 +590
Apr12 110609 5.040 5.067 4.862 4.889 -0.144 6,872 41,399 +89
May12 110609 5.062 5.075 4.890 4.899 -0.141 1,473 9,695 +486
Jun12 110609 5.067 5.094 4.920 4.925 -0.139 750 10,416 +137
Jul12 110609 5.127 5.130 4.948 4.964 -0.138 233 6,843 -65
Aug12 110609 5.150 5.150 4.988 4.990 -0.138 112 5,924 +42
Sep12 110609 5.120 5.162 4.995 4.999 -0.138 239 6,051 +65
Oct12 110609 5.142 5.204 5.036 5.044 -0.138 2,056 19,384 +683
Total Volume and Open Interest 394,838 981,615 +8,165
Brent Crude Oil(ICE)
Jul11 110609 117.80 119.86 117.37 119.57 +1.72 237,239 168,671 -12,077
Aug11 110609 117.37 119.40 117.00 119.11 +1.64 141,859 154,456 +7,591
Sep11 110609 117.21 118.75 116.50 118.54 +1.59 71,063 104,567 +8,069
Oct11 110609 116.86 118.34 116.11 118.11 +1.55 27,044 59,575 +1,218
Nov11 110609 116.60 118.04 115.84 117.80 +1.50 14,234 34,972 +458
Dec11 110609 116.35 117.77 115.59 117.50 +1.45 57,599 84,243 -2,785
Jan12 110609 116.39 117.22 115.39 117.22 +1.39 4,397 22,214 +1,508
Feb12 110609 115.70 117.01 115.15 116.94 +1.35 2,696 20,424 +310
Mar12 110609 115.64 116.93 114.90 116.66 +1.30 4,347 30,194 +128
Apr12 110609 116.36 116.36 116.36 116.36 +1.26 1,602 8,781 +561
May12 110609 116.04 116.04 116.04 116.04 +1.21 667 5,604 -10
Jun12 110609 114.86 115.98 114.09 115.71 +1.15 7,041 37,095 +485
Jul12 110609 115.42 115.42 115.42 115.42 +1.08 575 5,997 +228
Aug12 110609 115.12 115.12 115.12 115.12 +1.02 105 3,187 +1
Total Volume and Open Interest 603,623 871,465 +6,720
Gas Oil(ICE)
Jun11 110609 969.00 985.75 966.25 977.00 +6.50 56,493 50,430 -23,752
Jul11 110609 973.75 990.75 970.50 981.50 +6.75 100,349 108,339 -2,856
Aug11 110609 978.00 994.00 974.25 985.25 +7.00 32,095 72,628 +4,728
Sep11 110609 984.00 997.00 978.00 988.50 +7.00 13,819 48,279 +960
Oct11 110609 986.75 998.50 982.00 990.50 +6.75 5,502 28,027 -338
Nov11 110609 987.75 1000.00 983.50 991.75 +6.75 2,560 25,387 +252
Dec11 110609 989.00 1001.75 983.00 993.00 +6.50 13,847 59,697 +1,474
Jan12 110609 992.25 1004.00 987.75 995.50 +6.50 2,057 24,246 -155
Feb12 110609 992.50 1004.00 988.00 995.75 +6.50 1,273 7,494 +296
Mar12 110609 991.75 1002.75 986.25 994.50 +5.75 1,065 8,146 +242
Total Volume and Open Interest 233,716 529,460 -18,392
Ethanol(CBOT)
Jun11 110603 2.638 2.640 2.633 2.640 -0.012 38 199 -65
Jul11 110609 2.725 2.761 2.725 2.758 +0.074 193 1,125 -104
Aug11 110609 2.737 2.760 2.737 2.756 +0.072 215 1,492 +92
Sep11 110609 2.691 2.725 2.691 2.715 +0.069 151 1,365 +103
Oct11 110609 2.604 2.625 2.597 2.618 +0.068 162 1,079 +97
Nov11 110609 2.540 2.555 2.535 2.552 +0.071 10 899 +5
Dec11 110609 2.520 2.538 2.520 2.535 +0.071 88 1,227 +39
Jan12 110609 2.491 2.522 2.479 2.502 +0.068 36 655 +20
Total Volume and Open Interest 1,054 9,072 +404
WTI Crude Oil(ICE
Jul11 110609 101.07 102.44 100.77 101.93 +1.19 93,117 84,691 -4,213
Aug11 110609 101.61 102.93 101.33 102.45 +1.16 39,523 43,531 +4,167
Sep11 110609 102.43 103.33 101.85 102.91 +1.13 24,883 39,555 +851
Oct11 110609 102.70 103.69 102.15 103.31 +1.09 9,038 20,824 +322
Nov11 110609 103.03 103.99 102.56 103.64 +1.03 8,165 14,316 +46
Dec11 110609 103.27 104.17 102.76 103.85 +0.94 31,464 83,234 -1,039
Jan12 110609 103.40 104.26 102.94 104.00 +0.87 2,967 12,246 +134
Feb12 110609 103.38 104.40 103.38 104.16 +0.82 1,440 4,347 +69
Mar12 110609 103.55 104.54 103.55 104.31 +0.76 1,929 12,193 +22
Apr12 110609 104.43 104.43 104.43 104.43 +0.67 563 4,089 -52
May12 110609 104.53 104.53 104.53 104.53 +0.57 521 3,158 +74
Jun12 110609 104.45 104.93 103.82 104.63 +0.49 7,280 27,137 +458
Jul12 110609 104.69 104.69 104.69 104.69 +0.40 574 4,440 -17
Aug12 110609 104.62 104.62 104.62 104.62 +0.31 52 883 -1
Sep12 110609 104.54 104.54 104.54 104.54 +0.23 0 4,300 +0
Oct12 110609 104.49 104.49 104.49 104.49 +0.17 0 511 +0
Total Volume and Open Interest 235,757 467,537 +3,392
US Dollar Index(ICE)
Jun11 110609 73.875 74.320 73.695 74.200 +0.260 32,443 45,184 -6,726
Sep11 110609 74.270 74.675 74.050 74.600 +0.305 11,807 17,136 +7,527
Dec11 110609 75.065 75.065 75.065 75.065 +0.305 0 504 +0
Total Volume and Open Interest 44,250 62,825 +801
Australian Dollar(CME)
Jun11 110609 106.23 106.62 105.51 106.42 +0.24 109,867 89,046 -9,418
Sep11 110609 104.90 105.30 104.30 105.11 +0.25 46,881 56,226 +31,693
Dec11 110609 103.78 103.89 103.64 103.89 +0.25 2 72 +0
Total Volume and Open Interest 156,750 145,346 +22,275
British Pound(CME)
Jun11 110609 163.97 164.68 163.58 163.65 -0.26 114,179 82,645 -16,702
Sep11 110609 163.79 164.48 163.37 163.44 -0.26 31,247 30,951 +16,498
Dec11 110609 163.61 163.67 163.22 163.22 -0.26 5 37 +1
Total Volume and Open Interest 145,431 113,641 -203
Canadian Dollar(CME)
Jun11 110609 102.09 102.83 101.89 102.69 +0.60 87,998 83,709 -15,750
Sep11 110609 101.85 102.59 101.65 102.45 +0.61 29,345 41,217 +15,934
Dec11 110609 101.52 102.30 101.50 102.21 +0.62 289 3,438 +57
Mar12 110609 101.75 101.97 101.36 101.97 +0.61 0 414 +0
Total Volume and Open Interest 117,632 129,110 +241
Japanese Yen(CME)
Jun11 110609 125.13 125.25 124.34 124.52 -0.60 82,077 80,734 -6,553
Sep11 110609 125.16 125.30 124.39 124.58 -0.60 21,729 25,208 +11,848
Dec11 110609 124.86 125.26 124.65 124.65 -0.61 3 246 +2
Total Volume and Open Interest 103,809 106,199 +5,297
Swiss Franc(CME)
Jun11 110609 119.59 119.69 118.38 118.75 -0.74 43,573 57,794 -5,048
Sep11 110609 119.71 119.75 118.45 118.81 -0.74 12,997 16,450 +8,167
Dec11 110609 119.17 119.62 118.70 118.88 -0.74 10 92 +10
Total Volume and Open Interest 56,580 74,339 +3,129
EuroFX(CME)
Jun11 110609 145.77 146.59 144.76 145.09 -0.68 281,977 229,405 -11,316
Sep11 110609 145.45 146.19 144.35 144.67 -0.69 59,853 66,170 +30,897
Dec11 110609 145.11 145.30 143.94 144.24 -0.67 9 166 +0
Total Volume and Open Interest 341,839 296,126 +19,581
Mexican Peso(CME)
Jun11 110609 844.5 849.8 843.0 849.0 +4.0 59,644 87,090 -24,490
Jul11 110609 847.8 847.8 843.8 847.8 +4.0      
Total Volume and Open Interest 100,612 150,067 +5,248
30-Year T-Bonds(CBOT)
Jun11 110531 125~260 126~090 125~110 126~050 +0~090 370,649 125,465 -108,773
Sep11 110609 125~300 126~120 124~280 125~080 -0~140 328,498 653,565 -12,193
Dec11 110609 124~260 124~260 123~260 123~260 -0~140 2 60 +0
Total Volume and Open Interest 338,180 691,900 -17,311
10-Year T-Notes(CBOT)
Jun11 110609 125~035 125~125 124~170 124~210 -0~140 52,194 79,252 -22,018
Sep11 110609 123~270 124~005 123~040 123~085 -0~145 1,175,767 1,739,972 +16,759
Dec11 110609 121~310 122~135 121~310 121~310 -0~145 12 25 +11
Total Volume and Open Interest 1,227,973 1,819,249 -5,248
5-Year T-Notes(CBOT)
Jun11 110531 120~025 120~044 119~120 120~036 +0~019 765,609 270,565 -196,975
Sep11 110609 120~014 120~022 119~079 119~088 -0~045 576,784 1,458,511 +36,754
Dec11 110609 118~072 119~029 118~072 118~072 -0~085      
Total Volume and Open Interest 611,442 1,521,026 +21,441
2 Year T-Notes(CBOT)
Jun11 110609 110~007 110~009 109~125 110~000 -0~009 18,708 32,353 -6,646
Sep11 110609 109~104 109~104 109~089 109~092 -0~010 413,964 982,537 -28,586
Dec11 110609 109~056 109~066 109~056 109~056 -0~010 0 20 +0
Total Volume and Open Interest 432,672 1,014,910 -35,232
Eurodollars(CME)
Jun11 110609 99.747 99.750 99.745 99.747 unch 133,434 896,852 -11,913
Sep11 110609 99.670 99.675 99.660 99.665 -0.005 253,214 1,204,960 +26,121
Dec11 110609 99.600 99.610 99.585 99.595 -0.015 226,564 1,586,145 +3,320
Mar12 110609 99.540 99.545 99.510 99.520 -0.025 277,603 1,723,535 +19,659
Jun12 110609 99.445 99.445 99.390 99.410 -0.030 296,212 1,534,129 -18,923
Sep12 110609 99.300 99.300 99.230 99.250 -0.035 347,502 820,160 -1,684
Dec12 110609 99.110 99.115 99.025 99.050 -0.035 258,793 623,551 +17,611
Mar13 110609 98.905 98.925 98.820 98.840 -0.045 208,965 441,764 +6,761
Jun13 110609 98.680 98.705 98.580 98.605 -0.055 152,423 325,956 +10,222
Sep13 110609 98.430 98.475 98.335 98.360 -0.060 162,345 270,307 +25,418
Dec13 110609 98.170 98.220 98.075 98.100 -0.060 123,380 235,414 +26,599
Mar14 110609 97.935 97.975 97.825 97.850 -0.065 93,666 204,100 +6,756
Jun14 110609 97.675 97.725 97.580 97.600 -0.065 44,192 115,313 +1,794
Sep14 110609 97.425 97.475 97.335 97.355 -0.060 44,056 67,209 +416
Dec14 110609 97.165 97.215 97.080 97.100 -0.055 28,651 69,963 -1,150
Mar15 110609 96.940 96.985 96.855 96.880 -0.050 28,492 63,606 +3,585
Jun15 110609 4.970 5.005 4.885 4.905 -0.045 17,060 53,537 +3,076
Sep15 110609 4.750 4.790 4.670 4.690 -0.045 18,163 50,956 +5,104
Total Volume and Open Interest      
30 Day Federal Funds(CBOT)
Jun11 110609 99.900 99.902 99.897 99.900 +0.003 4,118 58,426 -1,627
Jul11 110609 99.895 99.900 99.890 99.895 unch 2,424 53,972 +603
Aug11 110609 99.880 99.885 99.875 99.880 -0.005 3,044 49,028 -464
Sep11 110609 99.865 99.865 99.855 99.860 -0.005 3,606 42,740 -389
Oct11 110609 99.855 99.855 99.840 99.850 -0.005 5,775 51,756 -827
Nov11 110609 99.840 99.840 99.825 99.835 -0.005 5,800 53,781 +652
Total Volume and Open Interest 55,067 699,273 +4,343
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 110609 99.665 99.665 99.665 99.665 +0.005      
Dec11 110609 99.668 99.668 99.668 99.668 +0.005 0 75 +0
Mar12 110609 99.658 99.658 99.658 99.658 +0.007      
Jun12 110609 99.665 99.665 99.665 99.665 unch      
Sep12 110609 99.595 99.595 99.595 99.595 unch      
Dec12 110609 99.555 99.555 99.555 99.555 unch      
Mar13 110609 99.555 99.555 99.555 99.555 unch      
Jun13 110609 99.510 99.510 99.510 99.510 unch      
Sep13 110609 99.370 99.370 99.370 99.370 unch      
Total Volume and Open Interest 0 825 +0
3-Mth Euro-Yen(SGX)
Sep11 110609 99.67 99.67 99.67 99.67 +0.00 0 1,466 +0
Dec11 110609 99.67 99.67 99.67 99.67 +0.01 0 1,957 +0
Mar12 110609 99.66 99.66 99.66 99.66 +0.01 0 4,177 +0
Jun12 110609 99.65 99.67 99.65 99.67 unch 0 1,254 +0
Sep12 110609 99.60 99.60 99.60 99.60 unch 0 411 +0
Dec12 110609 99.56 99.56 99.56 99.56 unch 0 24 +0
Mar13 110609 99.56 99.56 99.56 99.56 unch 0 1 +0
Jun13 110609 99.51 99.51 99.51 99.51 unch      
Total Volume and Open Interest 0 15,093 +0
Japanese Gov't Bonds(SGX)
Sep11 110609 140.74 140.86 140.65 140.76 +0.09 7,420 12,803 +0
Dec11 110609 138.67 138.67 138.67 138.67 +0.09 0 1 +0
Mar12 110609 136.58 136.58 136.58 136.58 +0.09      
Total Volume and Open Interest 16,868 33,503 +0
Euro-Bund(EUREX)
Jun11 110608 125.04 125.31 125.00 125.30 +0.43 1,462,802 333,223 -274,912
Sep11 110609 124.93 125.44 124.70 125.18 +0.30 1,398,874 929,965 +143,346
Dec11 110609 124.07 124.17 124.01 124.01 +0.31 49 220 +14
Total Volume and Open Interest 2,187,865 944,502 -175,546
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 110609 115.60 115.60 115.60 115.60 +0.28 51 1 +1
Total Volume and Open Interest 1,357,587 818,203 -94,739
3-Mth Euribor(EUREX)
Jun11 110609 98.510 98.515 98.510 98.515 +0.005 322 4,841 +91
Sep11 110609 98.260 98.300 98.260 98.290 +0.025 152 2,520 +150
Dec11 110609 98.075 98.130 98.075 98.130 +0.045 0 1,302 -10
Total Volume and Open Interest 474 12,394 +231
Long Gilt(LIFFE)
Jun11 110609 121~30 122~03 121~30 121~30 +0~07 4,206 8,762 -3,790
Sep11 110609 120~16 120~30 120~10 120~21 +0~07 109,636 337,584 -205
Total Volume and Open Interest 113,842 346,346 -3,995
3-Mth Short Sterling(LIFFE)
Jun11 110609 99.17 99.18 99.17 99.18 unch 18,863 410,929 -6,101
Sep11 110609 99.10 99.12 99.10 99.12 +0.01 46,478 419,251 -10,767
Dec11 110609 99.00 99.03 99.00 99.03 +0.02 65,115 439,787 -5,641
Mar12 110609 98.90 98.93 98.89 98.92 +0.02 51,813 410,650 +10,932
Jun12 110609 98.76 98.79 98.75 98.78 +0.03 54,413 332,384 -7,400
Sep12 110609 98.59 98.63 98.57 98.61 +0.03 32,609 231,020 -2,207
Total Volume and Open Interest 363,040 2,883,180 -4,636
3-Mth Euribor(LIFFE)
Jun11 110609 98.510 98.520 98.495 98.515 +0.005 149,747 665,579 -17,763
Sep11 110609 98.275 98.300 98.240 98.290 +0.025 157,506 656,064 -6,159
Dec11 110609 98.085 98.145 98.050 98.130 +0.045 167,015 570,190 +6,722
Total Volume and Open Interest 1,080,119 3,837,768 +11,410
3-Mth Aus T-Bills(SFE)
Jun11 110609 94.99 95.02 94.98 95.02 +0.03 44,793 86,133 -11,879
Sep11 110609 94.97 95.06 94.96 95.04 +0.06 41,079 256,544 -1,345
Dec11 110609 94.91 95.02 94.90 95.00 +0.08 25,052 178,705 -305
Mar12 110609 94.87 94.98 94.85 94.95 +0.07 12,015 103,417 -250
Jun12 110609 94.84 94.95 94.83 94.91 +0.07 3,328 66,423 -469
Sep12 110609 94.83 94.90 94.78 94.86 +0.07 1,689 51,526 -1,472
Dec12 110609 94.75 94.86 94.75 94.83 +0.08 2,885 35,060 +1,111
Mar13 110609 94.81 94.83 94.79 94.80 +0.08 1,521 24,026 +224
Jun13 110609 94.68 94.78 94.68 94.75 +0.06 324 4,246 +165
Sep13 110609 94.65 94.75 94.65 94.72 +0.07 7 1,667 -1
Total Volume and Open Interest 132,697 808,682 -14,225
10-Year Aus T-Bonds(SFE)
Jun11 110609 94.75 94.83 94.75 94.81 +0.06 78,879 422,661 +104
Sep11 110609 94.75 94.82 94.75 94.80 +0.06 15,536 19,654 +14,455
Total Volume and Open Interest 94,415 442,315 +14,559
3-Year Aus T-Bonds(SFE)
Jun11 110606 95.09 95.15 95.05 95.09 unch 183,315 768,868 +7,695
Sep11 110609 95.06 95.16 95.06 95.14 +0.07 25,083 42,777 +23,222
Total Volume and Open Interest 197,712 811,069 +8,460
Gold(CMX)
Jun11 110609 1536.1 1548.8 1534.4 1542.1 +4.0 2,530 3,035 -1,030
Aug11 110609 1538.3 1550.8 1534.0 1542.7 +4.0 113,974 335,826 -2,045
Oct11 110609 1539.4 1551.3 1536.0 1543.9 +4.0 417 10,792 +15
Dec11 110609 1538.6 1553.0 1536.5 1545.0 +3.9 2,034 69,173 +396
Feb12 110609 1542.2 1549.4 1539.7 1546.2 +4.0 324 8,747 -47
Apr12 110609 1542.6 1553.1 1540.1 1547.5 +4.1 148 5,284 +21
Jun12 110609 1542.8 1548.9 1542.8 1548.9 +4.1 55 12,906 -1
Aug12 110609 1550.6 1550.6 1546.6 1550.6 +4.1 95 4,528 +8
Oct12 110609 1552.5 1552.5 1548.5 1552.5 +4.2 10 4,054 +0
Dec12 110609 1552.1 1557.0 1550.0 1554.9 +4.3 47 11,900 +25
Feb13 110609 1557.7 1557.7 1553.7 1557.7 +4.4 0 259 +0
Apr13 110609 1560.8 1560.8 1556.8 1560.8 +4.5      
Total Volume and Open Interest 127,013 502,251 -6,576
Silver(CMX)
Jul11 110609 3684.0 3764.0 3656.5 3742.4 +80.4 62,329 51,381 -2,415
Sep11 110609 3677.0 3765.0 3660.0 3744.7 +80.4 7,488 20,074 +2,572
Dec11 110609 3683.0 3764.0 3663.0 3746.5 +80.4 1,063 24,325 +23
Mar12 110609 3743.5 3754.5 3742.6 3742.6 +80.4 30 3,800 +8
May12 110609 3674.5 3748.0 3674.5 3739.1 +80.4 9 1,251 -1
Jul12 110609 3736.4 3736.4 3736.4 3736.4 +80.4 1 1,814 +0
Sep12 110609 3734.1 3734.1 3734.1 3734.1 +80.4 9 109 +9
Total Volume and Open Interest 71,229 121,191 +114
Platinum(NYMEX)
Jul11 110609 1825.1 1849.3 1820.0 1844.7 +13.5 5,805 31,103 -75
Oct11 110609 1824.9 1850.6 1824.8 1848.1 +13.8 1,047 5,105 +599
Jan12 110609 1834.1 1850.8 1834.1 1850.8 +13.6 11 161 +7
Apr12 110609 1853.3 1853.3 1853.3 1853.3 +13.6 0 25 +0
Total Volume and Open Interest 6,863 36,399 +531
Palladium(NYMEX)
Jun11 110609 809.70 816.40 809.70 816.40 +12.40 33 366 -8
Sep11 110609 805.50 819.75 803.85 818.10 +12.40 4,129 21,260 +1,444
Dec11 110609 808.10 820.25 808.10 819.35 +12.40 83 619 +70
Total Volume and Open Interest 4,246 22,257 +1,505
Copper(CMX)
Jul11 110609 410.95 411.85 404.50 410.75 -0.10 34,914 49,957 -4,663
Sep11 110609 413.15 413.35 406.35 412.55 -0.10 15,249 43,469 +162
Dec11 110609 415.00 415.15 409.10 414.55 -0.05 4,499 16,974 +1,950
Mar12 110609 411.25 415.80 411.20 415.65 +0.05 1,106 6,022 +334
May12 110609 415.90 415.90 415.90 415.90 +0.05 1 1,596 +0
Total Volume and Open Interest 56,393 122,995 -2,330
DJIA Index(CBOT)
Jun11 110609 12040 12165 12040 12113 +83 374 20,500 +0
Sep11 110609 12000 12098 11995 12044 +82 69 78 +37
Dec11 110609 11978 11978 11900 11978 +78 0 7 +0
Mar12 110609 11913 11913 11831 11913 +82      
Total Volume and Open Interest 443 20,585 +37
S & P 500(CME)
Jun11 110609 1276.50 1293.70 1275.50 1287.40 +10.40 21,924 313,618 -1,115
Sep11 110609 1276.80 1288.50 1274.00 1282.00 +10.40 8,304 25,864 +7,502
Dec11 110609 1278.00 1283.00 1276.40 1276.40 +10.40 794 7,615 +669
Mar12 110609 1270.90 1278.00 1270.90 1270.90 +9.90 0 1 +0
Total Volume and Open Interest 31,022 347,103 +7,056
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 110609 1273.00 1288.50 1269.75 1282.00 +10.50 92,351 200,798 +57,545
Total Volume and Open Interest 2,162,065 3,009,071 -27,917
NASDAQ 100(CME)
Jun11 110609 2250.80 2266.00 2246.00 2252.50 +4.50 1,652 17,503 +121
Sep11 110609 2250.00 2262.00 2243.00 2249.00 +4.70 143 211 +44
Dec11 110609 2245.50 2246.80 2245.50 2245.50 +4.70 0 1 +0
Total Volume and Open Interest 1,795 17,715 +165
NASDAQ 100 E-Mini(Globex)
Jun11 110609 2250.80 2267.50 2245.50 2252.50 +4.50 226,064 327,133 -1,185
Sep11 110609 2245.00 2263.80 2241.80 2249.00 +4.70 11,109 13,588 +7,907
Total Volume and Open Interest 237,174 340,737 +6,722
S & P Midcap 400(CME)
Jun11 110609 944.20 948.00 944.20 944.20 +4.60 370 1,874 +151
Sep11 110609 942.00 946.00 942.00 942.00 +4.80 7 7 +7
Dec11 110609 940.60 940.80 940.60 940.60 +4.80      
Total Volume and Open Interest 377 1,881 +158
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Jun11 110609 9385 9565 9375 9540 +155 18,551 36,601 -4,626
Sep11 110609 9400 9570 9395 9540 +135 13,641 24,470 +7,825
Total Volume and Open Interest 32,192 61,071 +3,199
Nikkei 225(SGX)
Sep11 110609 9455 9480 9365 9470 +20 16,885 23,152 +0
Dec11 110609 9410 9410 9410 9410 +10 0 6,659 +0
Mar12 110609 9410 9410 9410 9410 +20 0 10 +0
Total Volume and Open Interest 134,267 278,702 +0
CAC 40(EURONEXT)
Jun11 110609 3819.5 3889.0 3811.5 3868.0 +37.0 112,909 371,298 +6,782
Jul11 110609 3821.0 3881.0 3812.0 3865.5 +38.0 2,550 33,674 +1,960
Aug11 110609 3869.0 3869.0 3869.0 3869.0 +36.0      
Total Volume and Open Interest 115,474 406,427 +8,753
Hang Seng Index(HKFE)
Jun11 110609 22553 22605 22286 22485 -75 63,763 96,687 -160
Jul11 110609 22541 22601 22300 22490 -74 756 1,075 +131
Total Volume and Open Interest 64,738 102,706 +1
DAX(EUREX)
Jun11 110609 7050.0 7192.5 7035.5 7156.5 +99.5 150,039 168,028 -6,859
Sep11 110609 7082.0 7217.0 7067.5 7181.0 +100.0 13,832 23,502 +7,153
Dec11 110609 7112.5 7240.5 7096.5 7210.0 +99.5 2,523 2,897 +1,162
Total Volume and Open Interest 166,394 194,427 +1,456
FT-SE 100(EURONEXT)
Jun11 110609 5806.50 5872.00 5799.00 5853.50 +44.50 105,018 654,542 -2,376
Sep11 110609 5764.00 5836.00 5762.00 5817.50 +45.00 11,389 55,920 +8,773
Dec11 110609 5794.50 5794.50 5794.50 5794.50 +45.00 0 305 +0
Total Volume and Open Interest 116,407 710,917 +6,397
SPI 200(SFE)
Jun11 110609 4541.0 4560.0 4510.0 4554.0 +13.0 42,455 196,129 -3,013
Sep11 110609 4530.0 4547.0 4499.0 4541.0 +12.0 1,661 7,186 +1,139
Dec11 110609 4537.0 4560.0 4537.0 4560.0 +14.0 3 3,629 -29
Total Volume and Open Interest 44,357 209,583 -1,718
GSCI(CME)
Jun11 110609 54.64 56.04 54.64 56.04 +7.65 1,826 9,058 -1,530
Jul11 110609 54.14 54.34 54.14 54.34 +6.55 1,676 1,650 +1,617
Aug11 110609 55.64 55.64 55.64 55.64 +6.75 0 2 +0
Total Volume and Open Interest 3,502 10,710 +87
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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