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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 Fri June 10, 2011
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jul11 110610 1396.25 1397.50 1377.25 1387.25 -6.50 115,628 198,394 -13,699
Aug11 110610 1388.75 1390.25 1371.50 1382.25 -5.00 19,238 37,706 +228
Sep11 110610 1386.75 1388.50 1370.25 1379.50 -5.75 6,070 20,306 +211
Nov11 110610 1388.25 1390.25 1370.50 1381.75 -5.00 63,237 233,711 +10,084
Jan12 110610 1396.25 1396.25 1380.25 1391.25 -4.50 2,860 34,661 +466
Mar12 110610 1400.75 1400.75 1386.50 1394.25 -4.25 1,834 20,432 +233
May12 110610 1393.00 1395.00 1378.00 1386.00 -7.25 2,760 23,751 +1,099
Total Volume and Open Interest 212,760 595,732 -1,142
Soybean Meal(CBOT)
Jul11 110610 372.80 375.80 368.10 373.30 +0.40 61,479 81,714 -5,203
Aug11 110610 366.60 369.40 361.80 368.30 +1.70 26,029 45,172 +3,794
Sep11 110610 365.40 367.00 360.00 365.60 -0.30 7,523 20,071 +399
Oct11 110610 360.60 363.10 357.10 362.30 -0.30 2,990 17,059 -341
Dec11 110610 362.60 365.00 358.70 364.30 -0.10 24,504 59,791 +5,656
Jan12 110610 361.30 366.20 361.30 365.80 +0.10 627 5,217 +142
Mar12 110610 365.00 367.00 362.00 366.50 +0.20 283 3,461 -35
May12 110610 361.60 363.70 361.00 363.70 +0.40 277 5,310 +114
Total Volume and Open Interest 123,982 242,810 +4,600
Soybean Oil(CBOT)
Jul11 110610 57.48 57.61 56.53 56.85 -0.55 76,059 119,006 -8,897
Aug11 110610 57.67 57.84 56.81 57.13 -0.54 13,878 35,572 +638
Sep11 110610 57.96 58.07 57.10 57.41 -0.55 7,518 28,696 +1,103
Oct11 110610 58.25 58.25 57.37 57.70 -0.55 1,903 15,016 +232
Dec11 110610 58.83 58.99 57.92 58.24 -0.55 30,450 107,791 +5,425
Jan12 110610 58.61 59.05 58.18 58.50 -0.55 799 10,875 +248
Mar12 110610 58.81 58.90 58.42 58.75 -0.50 219 6,344 +92
May12 110610 58.90 58.95 58.43 58.80 -0.47 245 5,702 +31
Total Volume and Open Interest 131,164 332,433 -1,118
Canola(WCE)
Jul11 110610 593.0 593.8 588.0 590.2 -2.6 10,579 53,585 -3,093
Nov11 110610 595.6 597.0 590.6 593.2 -2.6 8,304 101,215 +967
Jan12 110610 599.0 604.3 598.9 600.6 -2.8 1,296 11,163 -157
Mar12 110610 605.6 610.8 604.4 607.3 -3.0 880 3,421 +268
May12 110610 608.0 614.8 607.0 611.1 -3.5 386 1,077 +4
Total Volume and Open Interest 21,640 173,503 -1,841
Corn(CBOT)
Jul11 110610 785.00 799.75 777.00 787.00 +1.50 224,538 482,786 -19,169
Sep11 110610 754.00 761.25 746.25 756.00 +2.00 107,937 257,365 +10,439
Dec11 110610 713.00 715.00 703.00 712.50 -1.50 84,836 476,354 +2,613
Mar12 110610 723.25 725.00 713.50 723.00 -1.25 9,280 85,021 +583
May12 110610 729.00 731.25 720.00 729.25 -1.25 1,780 19,671 +132
Jul12 110610 735.00 736.50 726.00 733.00 -3.25 3,549 51,769 +524
Total Volume and Open Interest 440,538 1,451,817 +664
Wheat(CBOT)
Jul11 110610 744.00 763.75 737.50 759.25 +14.25 80,933 148,209 -14,618
Sep11 110610 781.50 790.25 767.50 785.75 +3.00 41,460 111,665 +8,408
Dec11 110610 836.75 839.25 814.75 825.75 -12.00 20,846 101,897 +2,110
Mar12 110610 873.75 877.25 851.00 863.50 -13.50 3,383 24,539 +968
May12 110610 887.50 890.75 866.25 875.00 -15.75 1,057 9,130 +237
Total Volume and Open Interest 158,544 455,760 +55
Wheat(KCBT)
Jul11 110610 870.75 876.00 854.00 868.00 -3.25 17,876 53,515 -6,789
Sep11 110610 890.00 894.00 871.75 886.00 -3.75 8,942 55,029 +1,277
Dec11 110610 914.00 918.00 895.50 908.75 -6.00 5,005 45,735 +526
Mar12 110610 930.00 931.50 909.75 921.75 -8.00 564 8,828 +295
May12 110610 927.75 928.00 912.25 924.50 -7.75 505 1,253 +385
Total Volume and Open Interest 35,747 178,854 -3,993
Wheat(MGE)
Jul11 110610 1030.50 1030.50 996.00 1000.00 -20.75 4,639 8,776 -1,392
Sep11 110610 964.50 968.00 943.25 948.75 -15.75 6,139 22,088 +1,564
Dec11 110610 962.25 966.25 942.25 948.00 -12.75 4,037 17,319 +1,521
Mar12 110610 971.00 975.00 953.00 958.50 -12.75 1,484 3,385 +290
May12 110610 970.75 970.75 958.75 960.50 -13.25 441 1,232 +147
Total Volume and Open Interest 18,287 59,429 +2,784
Oats(CBOT)
Jul11 110610 393.75 398.25 388.25 395.50 +0.50 513 5,618 -251
Sep11 110610 397.50 402.75 390.75 398.00 +0.50 52 2,966 +3
Dec11 110610 406.50 409.00 400.00 407.50 +1.50 390 3,746 -42
Mar12 110610 419.50 419.50 418.00 419.50 +1.50 0 23 +0
Total Volume and Open Interest 955 12,354 -290
Rough Rice(CBOT)
Jul11 110610 15.00 15.06 14.80 14.90 -0.04 546 10,676 -252
Sep11 110610 16.03 16.06 15.87 15.98 -0.03 480 6,914 +55
Nov11 110610 16.27 16.36 16.17 16.28 -0.02 211 2,135 +3
Jan12 110610 16.55 16.56 16.55 16.56 -0.02 0 251 +0
Total Volume and Open Interest 1,237 20,277 -194
Live Cattle(CME)
Jun11 110610 104.650 104.750 102.600 102.730 -1.905 6,292 17,589 -2,565
Aug11 110610 105.250 105.600 103.350 103.480 -1.950 17,830 145,185 -665
Oct11 110610 111.750 112.000 109.650 110.150 -1.735 7,026 80,429 +457
Dec11 110610 116.750 116.885 114.650 114.950 -1.880 7,576 57,646 +1,307
Feb12 110610 119.050 119.200 117.350 118.150 -1.235 3,025 16,300 +603
Apr12 110610 120.680 120.680 119.000 119.950 -0.900 638 7,503 +222
Total Volume and Open Interest 42,490 326,722 -610
Feeder Cattle(CME)
Aug11 110610 125.385 125.700 123.580 123.635 -1.695 1,988 21,322 -137
Sep11 110610 126.850 126.900 125.000 125.180 -1.605 483 5,914 +69
Oct11 110610 127.900 128.000 126.100 126.135 -1.545 729 4,746 +18
Nov11 110610 128.950 128.985 127.300 127.600 -1.300 188 2,188 +84
Jan12 110610 127.950 127.950 127.500 127.680 -1.020 37 1,067 -7
Mar12 110610 127.250 127.650 127.200 127.650 -1.035 25 72 +4
Apr12 110610 127.600 127.600 127.600 127.600 unch 0 13 +0
Total Volume and Open Interest 3,451 35,334 +32
Lean Hogs(CME)
Jun11 110610 91.000 91.930 91.000 91.700 +1.250 8,149 7,899 -2,621
Jul11 110610 92.950 93.950 92.850 93.230 +0.250 29,771 49,400 -6,934
Aug11 110610 92.080 93.135 91.900 92.830 +0.280 17,996 56,702 +1,812
Oct11 110610 86.550 87.400 86.400 86.750 -0.200 9,360 48,853 +1,008
Dec11 110610 85.700 86.000 85.080 85.800 +0.100 5,684 38,633 +1,454
Feb12 110610 88.535 88.930 87.850 88.650 +0.220 1,910 9,672 +651
Apr12 110610 90.050 90.430 89.480 89.800 +0.300 326 5,342 +70
May12 110610 94.000 94.300 93.000 93.500 -0.250 7 290 +7
Total Volume and Open Interest 73,654 220,427 -4,275
Class III Milk(CME)
Jun11 110610 19.00 19.14 19.00 19.07 +0.07 137 4,940 +13
Jul11 110610 19.83 19.84 19.54 19.61 -0.16 487 5,326 +48
Aug11 110610 18.81 18.87 18.58 18.74 -0.07 415 4,880 +89
Sep11 110610 18.37 18.53 18.37 18.42 -0.02 285 4,659 +75
Oct11 110610 17.72 17.90 17.72 17.87 +0.04 128 3,605 +23
Total Volume and Open Interest 1,706 33,457 +264
Cocoa(ICE)
Jul11 110610 3009 3031 2984 2997 +17 11,897 19,174 -5,849
Sep11 110610 3000 3011 2970 2982 +12 11,323 63,575 +1,709
Dec11 110610 3026 3032 2997 3010 +13 3,087 31,526 +563
Mar12 110610 3070 3078 3042 3053 +12 2,348 27,034 +1,847
May12 110610 3040 3063 3040 3053 +13 576 7,858 +44
Jul12 110610 3064 3064 3044 3053 +15 54 3,093 +0
Sep12 110610 3062 3067 3052 3054 +16 1,471 5,385 +1,441
Total Volume and Open Interest 30,816 163,115 -246
Coffee "C"(ICE)
Jul11 110610 267.20 268.80 261.55 264.95 -1.85 13,732 32,881 -3,299
Sep11 110610 270.10 271.85 264.65 268.35 -1.50 9,152 40,086 +690
Dec11 110610 274.15 276.05 269.10 272.50 -1.65 2,310 25,733 +530
Mar12 110610 276.95 278.75 271.80 275.35 -1.60 519 5,787 +122
May12 110610 279.20 280.00 273.25 276.85 -1.20 93 3,182 +11
Jul12 110610 274.65 276.35 272.50 275.95 -1.00 647 1,479 +466
Total Volume and Open Interest 26,507 111,185 -1,461
Orange Juice(ICE)
Jul11 110610 183.50 185.35 183.00 184.90 +1.20 1,634 21,092 -728
Sep11 110610 179.05 181.10 179.00 180.80 +0.95 1,107 10,732 +628
Nov11 110610 174.75 175.40 174.50 175.40 +1.10 103 3,608 +68
Jan12 110610 171.25 171.95 171.15 171.90 +1.30 2 430 +1
Mar12 110610 169.40 170.65 169.40 170.65 +1.50 2 134 +0
May12 110610 167.50 169.10 167.50 168.80 +1.25 0 92 +0
Total Volume and Open Interest 2,848 36,152 -31
Sugar #11(ICE)
Jul11 110610 24.84 25.70 24.83 25.64 +0.80 81,988 183,020 -20,244
Oct11 110610 23.96 24.62 23.96 24.54 +0.55 64,623 208,457 +4,571
Mar12 110610 23.95 24.37 23.73 24.34 +0.39 17,728 99,996 -741
May12 110610 23.56 23.92 23.33 23.90 +0.28 6,137 31,048 +955
Jul12 110610 23.34 23.56 23.05 23.53 +0.19 11,522 49,443 +4,025
Total Volume and Open Interest 185,119 624,359 -10,601
London Cocoa(LCE)
Jul11 110610 1850 1861 1841 1848 +18 4,403 72,115 -505
Sep11 110610 1862 1870 1848 1857 +14 3,316 39,551 -384
Dec11 110610 1890 1898 1876 1885 +16 627 34,873 -188
Mar12 110610 1902 1920 1899 1908 +17 1,182 39,238 +160
May12 110610 1923 1928 1907 1916 +14 162 9,863 +43
Jul12 110610 1920 1922 1912 1920 +11 0 4,377 +0
Sep12 110610 1920 1925 1920 1925 +8 0 3,192 +0
Total Volume and Open Interest 9,690 211,095 -874
London Sugar(LCE)
Aug11 110610 713.90 729.20 713.90 723.50 +11.40 5,069 25,796 +1,054
Oct11 110610 651.20 662.60 649.00 657.00 +8.40 1,730 12,361 +208
Dec11 110610 634.90 645.60 632.60 639.80 +6.40 351 5,403 +144
Mar12 110610 620.00 629.60 616.20 623.70 +4.50 190 4,287 +121
May12 110610 617.30 622.10 615.20 615.90 +4.10 107 2,043 +33
Total Volume and Open Interest 7,571 52,524 +1,624
Cotton(ICE)
Jul11 110610 152.20 154.40 148.50 150.03 -1.02 16,850 49,408 -3,574
Oct11 110610 138.54 140.20 137.50 139.67 +1.11 26 461 +3
Dec11 110610 132.25 134.17 130.80 133.65 +0.66 14,904 86,174 +3,968
Mar12 110610 124.45 127.33 124.00 126.86 +1.14 2,109 12,092 +236
May12 110610 117.00 118.99 117.00 118.52 +0.66 178 3,176 +33
Jul12 110610 112.75 112.98 110.75 112.64 +0.65 187 5,794 -3
Total Volume and Open Interest 34,300 160,004 +704
Lumber(CME)
Jul11 110610 229.8 230.7 222.5 226.5 -1.5 595 4,711 -200
Sep11 110610 248.0 248.0 240.6 242.5 -8.1 557 5,127 +57
Nov11 110610 253.9 253.9 248.1 248.1 -4.9 245 1,198 +180
Jan12 110610 267.4 268.4 266.6 267.5 unch 2 63 +1
Total Volume and Open Interest 1,399 11,105 +38
Crude Oil(NYM)
Jul11 110610 101.84 102.15 98.60 99.29 -2.64 484,275 269,561 -18,859
Aug11 110610 102.42 102.62 99.16 99.85 -2.60 156,838 160,989 +20,508
Sep11 110610 102.84 103.08 99.70 100.40 -2.51 96,307 136,668 +6,485
Oct11 110610 103.05 103.41 100.18 100.88 -2.43 40,354 55,356 -280
Nov11 110610 103.57 103.57 100.60 101.30 -2.34 25,446 40,448 +3,099
Dec11 110610 103.90 104.01 100.90 101.59 -2.26 79,491 181,529 +1,328
Jan12 110610 104.09 104.09 101.25 101.84 -2.16 15,562 47,161 +75
Feb12 110610 103.75 103.78 101.52 102.07 -2.09 11,421 23,056 +488
Mar12 110610 103.91 103.91 101.59 102.27 -2.04 15,234 29,643 +844
Apr12 110610 103.48 103.55 101.86 102.45 -1.98 10,666 18,362 +1,176
May12 110610 104.30 104.30 102.23 102.61 -1.92 8,191 17,030 +45
Jun12 110610 104.61 104.63 102.10 102.76 -1.87 35,477 71,889 +704
Jul12 110610 103.02 103.03 102.85 102.85 -1.84 12,291 34,645 +1,578
Aug12 110610 102.81 102.81 102.81 102.81 -1.81 2,131 12,989 -11
Sep12 110610 102.78 102.78 102.76 102.76 -1.78 2,164 13,803 +316
Oct12 110610 102.73 102.73 102.73 102.73 -1.76 346 9,238 +133
Total Volume and Open Interest 1,052,718 1,534,500 +18,590
e-miNY Crude Oil(NYM)
Jun11 110519 99.675 100.800 98.250 98.450 -1.650 6,142 2,098 -382
Jul11 110610 101.850 102.150 98.625 99.300 -2.625 12,145 3,219 +318
Aug11 110610 102.275 102.600 99.175 99.850 -2.600 628 954 +37
Sep11 110610 103.000 103.000 100.000 100.400 -2.500 83 372 -7
Oct11 110610 101.775 101.775 100.875 100.875 -2.425 0 147 +0
Nov11 110610 101.300 101.300 101.300 101.300 -2.350 0 21 +0
Dec11 110610 104.150 104.150 101.125 101.600 -2.250 16 293 +12
Jan12 110610 101.850 101.850 101.850 101.850 -2.150 0 9 +0
Feb12 110610 102.075 102.075 102.075 102.075 -2.075 0 3 +0
Mar12 110610 102.275 102.275 102.275 102.275 -2.025 0 8 +0
Total Volume and Open Interest 12,904 5,184 +392
Heating Oil(NYM)
Jul11 110610 313.77 314.86 308.51 310.51 -3.27 59,307 90,157 -4,986
Aug11 110610 314.98 316.00 310.03 311.96 -3.12 23,071 51,583 +3,451
Sep11 110610 316.77 317.55 311.92 313.71 -3.06 14,132 40,408 +1,573
Oct11 110610 318.30 318.30 313.87 315.46 -2.97 5,950 18,535 +49
Nov11 110610 320.00 320.88 315.72 317.19 -2.96 4,175 15,772 +366
Dec11 110610 321.50 322.55 316.63 318.70 -2.97 7,784 37,045 +1,440
Jan12 110610 323.00 323.00 319.16 320.21 -3.00 1,603 17,754 +687
Feb12 110610 319.54 320.38 319.27 320.38 -2.99 509 6,553 +208
Mar12 110610 318.18 319.13 318.18 319.13 -2.96 167 5,286 -7
Apr12 110610 316.66 316.66 316.66 316.66 -2.98 46 1,930 +3
May12 110610 314.31 314.31 314.31 314.31 -2.98 53 2,025 +0
Jun12 110610 316.70 316.70 311.72 312.86 -2.96 359 18,670 -140
Total Volume and Open Interest 117,259 317,266 +2,604
Gasoline(NYMEX)
Jul11 110610 303.84 305.00 297.60 301.77 -2.21 56,912 72,433 -4,635
Aug11 110610 301.45 301.92 296.02 300.20 -1.97 36,469 45,783 +3,856
Sep11 110610 299.93 300.26 295.26 299.04 -1.75 26,725 38,371 +477
Oct11 110610 288.57 288.82 283.51 287.35 -1.87 11,590 23,002 +2,528
Nov11 110610 285.58 286.61 282.04 285.21 -1.80 4,628 13,301 +305
Dec11 110610 285.87 286.20 280.20 283.94 -1.93 6,525 26,634 +1,036
Jan12 110610 286.16 286.16 282.30 284.46 -1.92 391 7,295 -80
Feb12 110610 286.00 286.00 286.00 286.00 -1.96 89 4,325 +55
Mar12 110610 287.70 287.70 287.70 287.70 -2.01 19 4,237 +6
Apr12 110610 299.26 299.26 299.26 299.26 -2.05 13 3,940 -1
Total Volume and Open Interest 144,169 254,735 +3,408
e-miNY RBOB Gasoline(NYM)
Jul11 110610 301.80 301.80 301.77 301.80 -2.20 0 3 +0
Aug11 110610 300.20 300.20 300.20 300.20 -2.00 1 2 +1
Sep11 110610 299.00 299.04 299.00 299.00 -1.80      
Oct11 110610 287.40 287.40 287.35 287.40 -1.80 0 1 +0
Total Volume and Open Interest 1 8 +1
Natural Gas(NYM)
Jul11 110610 4.661 4.782 4.661 4.757 +0.083 144,331 196,376 -9,794
Aug11 110610 4.691 4.810 4.691 4.789 +0.085 65,496 87,617 +4,700
Sep11 110610 4.720 4.830 4.715 4.812 +0.086 68,227 148,970 +14,122
Oct11 110610 4.745 4.852 4.745 4.836 +0.082 39,389 119,937 +3,114
Nov11 110610 4.884 4.965 4.877 4.952 +0.080 20,537 71,928 +3,518
Dec11 110610 5.054 5.128 5.051 5.119 +0.072 9,562 45,930 +37
Jan12 110610 5.160 5.217 5.146 5.207 +0.067 10,764 92,384 -127
Feb12 110610 5.144 5.201 5.134 5.192 +0.070 1,646 20,711 +279
Mar12 110610 5.080 5.140 5.064 5.129 +0.072 4,016 40,009 +416
Apr12 110610 4.880 4.969 4.880 4.962 +0.073 6,754 41,554 +155
May12 110610 4.923 4.979 4.923 4.971 +0.072 1,320 10,055 +360
Jun12 110610 4.937 5.000 4.937 4.996 +0.071 1,162 10,751 +335
Jul12 110610 4.992 5.035 4.985 5.035 +0.071 580 6,932 +89
Aug12 110610 5.022 5.061 5.022 5.061 +0.071 1,171 6,903 +979
Sep12 110610 5.033 5.071 5.033 5.071 +0.072 1,612 7,040 +989
Oct12 110610 5.081 5.122 5.051 5.116 +0.072 2,370 20,425 +1,041
Total Volume and Open Interest 379,810 1,001,995 +20,380
Brent Crude Oil(ICE)
Jul11 110610 119.53 120.07 117.63 118.78 -0.79 252,346 161,002 -7,669
Aug11 110610 119.25 119.60 117.18 118.35 -0.76 147,144 157,885 +3,429
Sep11 110610 118.57 119.01 116.67 117.83 -0.71 77,750 112,635 +8,068
Oct11 110610 118.51 118.51 116.30 117.45 -0.66 36,537 60,260 +685
Nov11 110610 118.20 118.20 116.02 117.18 -0.62 23,168 36,916 +1,944
Dec11 110610 117.70 117.90 115.70 116.92 -0.58 76,361 88,559 +4,316
Jan12 110610 117.63 117.63 115.61 116.66 -0.56 6,074 21,940 -274
Feb12 110610 116.68 116.68 115.71 116.39 -0.55 4,732 19,436 -988
Mar12 110610 117.07 117.07 115.43 116.12 -0.54 7,303 29,520 -674
Apr12 110610 115.81 115.81 115.81 115.81 -0.55 2,833 9,032 +251
May12 110610 115.49 115.49 115.49 115.49 -0.55 1,937 5,444 -160
Jun12 110610 115.99 116.16 113.98 115.16 -0.55 17,545 41,098 +4,003
Jul12 110610 114.88 114.88 114.88 114.88 -0.54 1,166 6,133 +136
Aug12 110610 114.60 114.60 114.60 114.60 -0.52 854 3,263 +76
Total Volume and Open Interest 685,331 885,565 +14,100
Gas Oil(ICE)
Jun11 110610 987.25 988.50 977.00 977.00 unch 73,233 29,836 -20,594
Jul11 110610 991.25 993.50 973.00 977.50 -4.00 127,753 124,980 +16,641
Aug11 110610 992.50 996.25 976.75 981.25 -4.00 34,884 78,794 +6,166
Sep11 110610 996.50 999.50 980.25 984.50 -4.00 11,938 50,605 +2,326
Oct11 110610 998.75 999.75 983.75 986.75 -3.75 3,238 28,500 +473
Nov11 110610 999.75 1000.75 983.50 988.00 -3.75 1,377 25,596 +209
Dec11 110610 1001.00 1002.50 985.00 989.50 -3.50 13,660 60,639 +942
Jan12 110610 1000.50 1001.75 990.00 992.00 -3.50 2,201 25,076 +830
Feb12 110610 1003.25 1003.25 988.75 991.75 -4.00 461 7,714 +220
Mar12 110610 1001.50 1001.50 987.50 990.25 -4.25 955 8,485 +339
Total Volume and Open Interest 275,415 538,460 +9,000
Ethanol(CBOT)
Jun11 110603 2.638 2.640 2.633 2.640 -0.012 38 199 -65
Jul11 110610 2.750 2.787 2.750 2.776 +0.018 332 1,067 -58
Aug11 110610 2.748 2.780 2.748 2.774 +0.018 383 1,514 +22
Sep11 110610 2.714 2.736 2.714 2.727 +0.012 197 1,300 -65
Oct11 110610 2.611 2.639 2.610 2.616 -0.002 164 1,056 -23
Nov11 110610 2.560 2.560 2.539 2.549 -0.003 22 900 +1
Dec11 110610 2.540 2.550 2.520 2.530 -0.005 57 1,252 +25
Jan12 110610 2.494 2.501 2.494 2.495 -0.007 29 666 +11
Total Volume and Open Interest 1,276 9,059 -13
WTI Crude Oil(ICE
Jul11 110610 101.94 102.13 98.60 99.29 -2.64 119,116 73,404 -11,287
Aug11 110610 102.40 102.63 99.16 99.85 -2.60 45,205 45,793 +2,262
Sep11 110610 102.87 103.09 99.73 100.40 -2.51 29,361 41,777 +2,222
Oct11 110610 103.49 103.49 100.23 100.88 -2.43 16,590 21,006 +182
Nov11 110610 103.36 103.36 100.75 101.30 -2.34 9,514 14,843 +527
Dec11 110610 103.65 103.65 100.93 101.59 -2.26 41,158 83,885 +651
Jan12 110610 103.04 103.04 101.34 101.84 -2.16 5,303 13,469 +1,223
Feb12 110610 103.21 103.21 101.59 102.07 -2.09 3,116 4,342 -5
Mar12 110610 101.97 102.27 101.97 102.27 -2.04 2,599 12,336 +143
Apr12 110610 102.45 102.45 102.45 102.45 -1.98 1,492 4,020 -69
May12 110610 102.61 102.61 102.61 102.61 -1.92 1,413 3,271 +113
Jun12 110610 104.11 104.17 102.07 102.76 -1.87 7,949 27,788 +651
Jul12 110610 102.85 102.85 102.85 102.85 -1.84 1,142 4,684 +244
Aug12 110610 102.81 102.81 102.81 102.81 -1.81 43 840 -43
Sep12 110610 102.76 102.76 102.76 102.76 -1.78 40 4,300 +0
Oct12 110610 102.73 102.73 102.73 102.73 -1.76 0 511 +0
Total Volume and Open Interest 305,971 467,019 -518
US Dollar Index(ICE)
Jun11 110610 74.130 74.935 74.045 74.798 +0.598 40,925 42,009 -3,175
Sep11 110610 74.550 75.340 74.440 75.185 +0.585 17,184 27,303 +10,167
Dec11 110610 75.150 75.800 75.150 75.650 +0.585 0 504 +0
Total Volume and Open Interest 58,109 69,817 +6,992
Australian Dollar(CME)
Jun11 110610 106.24 106.53 105.26 105.69 -0.73 134,769 79,586 -9,460
Sep11 110610 104.92 105.22 103.95 104.38 -0.73 48,054 81,424 +25,198
Dec11 110610 103.60 103.89 103.16 103.16 -0.73 9 71 -1
Total Volume and Open Interest 182,833 161,084 +15,738
British Pound(CME)
Jun11 110610 163.67 163.83 162.12 162.40 -1.25 123,079 63,663 -18,982
Sep11 110610 163.43 163.62 161.88 162.19 -1.25 42,004 49,744 +18,793
Dec11 110610 162.39 163.22 161.98 161.98 -1.24 3 36 -1
Total Volume and Open Interest 165,086 113,451 -190
Canadian Dollar(CME)
Jun11 110610 102.72 102.95 102.04 102.36 -0.33 95,015 72,908 -10,801
Sep11 110610 102.45 102.71 101.81 102.12 -0.33 32,995 54,015 +12,798
Dec11 110610 102.21 102.40 101.70 101.88 -0.33 46 3,452 +14
Mar12 110610 101.65 101.97 101.36 101.64 -0.33 6 411 -3
Total Volume and Open Interest 128,063 131,119 +2,009
Japanese Yen(CME)
Jun11 110610 124.44 125.05 124.28 124.49 -0.03 136,368 62,254 -18,480
Sep11 110610 124.46 125.12 124.34 124.54 -0.04 60,238 58,045 +32,837
Dec11 110610 124.59 125.03 124.59 124.64 -0.01 43 225 -21
Total Volume and Open Interest 196,649 120,535 +14,336
Swiss Franc(CME)
Jun11 110610 118.87 119.08 118.46 118.76 +0.01 48,375 50,866 -6,928
Sep11 110610 118.89 119.15 118.54 118.83 +0.02 30,684 35,397 +18,947
Dec11 110610 118.90 118.90 118.88 118.90 +0.02 6 97 +5
Total Volume and Open Interest 79,065 86,363 +12,024
EuroFX(CME)
Jun11 110610 145.10 145.52 143.22 143.52 -1.57 312,970 189,393 -40,012
Sep11 110610 144.70 145.10 142.81 143.12 -1.55 103,354 107,616 +41,446
Dec11 110610 144.18 144.24 142.36 142.71 -1.53 14 176 +10
Total Volume and Open Interest 416,340 297,571 +1,445
Mexican Peso(CME)
Jun11 110610 849.5 849.8 839.5 842.2 -6.8 64,670 69,725 -17,365
Jul11 110610 840.8 847.8 840.8 840.8 -7.0      
Total Volume and Open Interest 117,582 156,143 +6,076
30-Year T-Bonds(CBOT)
Jun11 110531 125~260 126~090 125~110 126~050 +0~090 370,649 125,465 -108,773
Sep11 110610 125~090 126~070 125~060 125~230 +0~150 390,380 659,560 +5,995
Dec11 110610 124~080 124~090 123~260 124~090 +0~150 1 60 +0
Total Volume and Open Interest 404,547 691,966 +66
10-Year T-Notes(CBOT)
Jun11 110610 124~225 125~065 124~210 124~295 +0~085 37,017 67,709 -11,543
Sep11 110610 123~085 123~260 123~065 123~165 +0~080 1,435,582 1,759,608 +19,636
Dec11 110610 122~070 122~070 121~310 122~070 +0~080 20 25 +0
Total Volume and Open Interest 1,472,619 1,827,342 +8,093
5-Year T-Notes(CBOT)
Jun11 110531 120~025 120~044 119~120 120~036 +0~019 765,609 270,565 -196,975
Sep11 110610 119~088 119~127 119~082 119~104 +0~016 742,407 1,478,275 +19,764
Dec11 110610 118~088 118~088 118~072 118~088 +0~016      
Total Volume and Open Interest 762,216 1,532,487 +11,461
2 Year T-Notes(CBOT)
Jun11 110610 110~004 110~008 110~000 110~005 +0~005 13,172 29,947 -2,406
Sep11 110610 109~093 109~101 109~091 109~098 +0~006 237,094 977,953 -4,584
Dec11 110610 109~092 109~092 109~056 109~062 +0~006 0 20 +0
Total Volume and Open Interest 250,266 1,007,920 -6,990
Eurodollars(CME)
Jun11 110610 99.747 99.753 99.747 99.750 +0.003 212,666 892,467 -4,385
Sep11 110610 99.670 99.675 99.665 99.675 +0.010 294,286 1,212,507 +7,547
Dec11 110610 99.595 99.615 99.595 99.600 +0.005 400,442 1,564,428 -21,717
Mar12 110610 99.520 99.545 99.520 99.525 +0.005 333,404 1,735,367 +11,832
Jun12 110610 99.405 99.435 99.400 99.425 +0.015 346,882 1,577,656 +43,527
Sep12 110610 99.245 99.295 99.235 99.280 +0.030 361,393 822,675 +2,515
Dec12 110610 99.040 99.105 99.025 99.085 +0.035 345,677 646,373 +22,822
Mar13 110610 98.830 98.905 98.825 98.875 +0.035 359,298 487,805 +46,041
Jun13 110610 98.590 98.675 98.585 98.635 +0.030 183,279 331,141 +5,185
Sep13 110610 98.340 98.430 98.340 98.385 +0.025 141,975 280,309 +10,002
Dec13 110610 98.080 98.170 98.080 98.120 +0.020 167,396 263,148 +27,734
Mar14 110610 97.840 97.920 97.840 97.870 +0.020 116,431 213,858 +9,758
Jun14 110610 97.585 97.665 97.585 97.615 +0.015 50,432 118,413 +3,100
Sep14 110610 97.345 97.415 97.345 97.370 +0.015 28,806 67,225 +16
Dec14 110610 97.085 97.160 97.085 97.115 +0.015 40,320 74,975 +5,012
Mar15 110610 96.865 96.935 96.865 96.895 +0.015 24,570 64,046 +440
Jun15 110610 4.920 4.965 4.915 4.920 +0.015 10,667 54,754 +1,217
Sep15 110610 4.695 4.755 4.690 4.710 +0.020 11,042 51,368 +412
Total Volume and Open Interest      
30 Day Federal Funds(CBOT)
Jun11 110610 99.900 99.902 99.900 99.900 unch 4,075 59,543 +1,117
Jul11 110610 99.895 99.900 99.890 99.895 unch 2,816 53,541 -431
Aug11 110610 99.880 99.885 99.880 99.880 unch 1,907 49,660 +632
Sep11 110610 99.860 99.870 99.860 99.860 unch 4,912 42,998 +258
Oct11 110610 99.845 99.855 99.845 99.850 unch 3,032 52,094 +338
Nov11 110610 99.830 99.840 99.830 99.835 unch 3,160 55,007 +1,226
Total Volume and Open Interest 79,085 717,412 +18,139
30 Day Fed Funds(e-CBOT)
3-Mth Euro-Yen(CME)
Jun11 110610 99.668 99.668 99.668 99.668 +0.003 0 750 +0
Sep11 110610 99.668 99.668 99.668 99.668 +0.003      
Dec11 110610 99.670 99.670 99.670 99.670 +0.002 0 75 +0
Mar12 110610 99.660 99.660 99.660 99.660 +0.003      
Jun12 110610 99.665 99.665 99.665 99.665 unch      
Sep12 110610 99.595 99.595 99.595 99.595 unch      
Dec12 110610 99.555 99.555 99.555 99.555 unch      
Mar13 110610 99.555 99.555 99.555 99.555 unch      
Jun13 110610 99.510 99.510 99.510 99.510 unch      
Sep13 110610 99.370 99.370 99.370 99.370 unch      
Total Volume and Open Interest 0 825 +0
3-Mth Euro-Yen(SGX)
Sep11 110610 99.67 99.67 99.67 99.67 +0.00 10 1,477 +11
Dec11 110610 99.67 99.67 99.67 99.67 +0.00 0 1,957 +0
Mar12 110610 99.66 99.66 99.66 99.66 +0.00 0 4,177 +0
Jun12 110610 99.67 99.67 99.67 99.67 unch 0 1,254 +0
Sep12 110610 99.60 99.60 99.60 99.60 unch 0 411 +0
Dec12 110610 99.56 99.56 99.56 99.56 unch 0 24 +0
Mar13 110610 99.56 99.56 99.56 99.56 unch 0 1 +0
Jun13 110610 99.51 99.51 99.51 99.51 unch      
Total Volume and Open Interest 20 15,098 +5
Japanese Gov't Bonds(SGX)
Sep11 110610 140.71 140.97 140.58 140.92 +0.16 3,267 21,173 +8,370
Dec11 110610 139.00 139.00 139.00 139.00 +0.33 0 1 +0
Mar12 110610 136.91 136.91 136.91 136.91 +0.33      
Total Volume and Open Interest 3,267 21,174 -12,329
Euro-Bund(EUREX)
Jun11 110608 125.04 125.31 125.00 125.30 +0.43 1,462,802 333,223 -274,912
Sep11 110610 125.16 126.00 125.15 125.88 +0.70 1,052,759 940,922 +10,957
Dec11 110610 124.30 124.59 124.12 124.59 +0.58 65 222 +2
Total Volume and Open Interest 1,108,376 941,144 -3,358
Euro-Bobl(EUREX)
Jun11 110608 116.50 116.66 116.50 116.55 +0.05 1,014,404 253,614 -270,533
Sep11 110610 116.54 117.12 116.54 117.03 +0.78 903,688 782,581 +123,253
Dec11 110610 116.15 116.15 116.08 116.08 +0.48 1,000 501 +500
Total Volume and Open Interest 682,413 833,300 +15,097
3-Mth Euribor(EUREX)
Jun11 110610 98.520 98.525 98.515 98.525 +0.010 92 4,770 -71
Sep11 110610 98.305 98.320 98.300 98.315 +0.025 259 2,770 +250
Dec11 110610 98.145 98.190 98.145 98.190 +0.060 15 1,317 +15
Total Volume and Open Interest 450 12,578 +184
Long Gilt(LIFFE)
Jun11 110610 122~05 122~18 122~05 122~16 +0~18 3,246 6,519 -2,243
Sep11 110610 120~25 121~09 120~24 121~08 +0~19 131,132 348,303 +10,719
Total Volume and Open Interest 134,378 354,822 +8,476
3-Mth Short Sterling(LIFFE)
Jun11 110610 99.17 99.18 99.17 99.18 unch 11,603 405,313 -5,616
Sep11 110610 99.12 99.15 99.09 99.14 +0.02 37,344 415,964 -3,287
Dec11 110610 99.03 99.06 99.03 99.06 +0.03 53,449 437,296 -2,491
Mar12 110610 98.93 98.96 98.92 98.96 +0.04 60,641 417,122 +6,472
Jun12 110610 98.79 98.83 98.78 98.83 +0.05 52,583 335,487 +3,103
Sep12 110610 98.63 98.67 98.62 98.66 +0.05 43,271 227,153 -3,867
Total Volume and Open Interest 406,832 2,880,073 -3,107
3-Mth Euribor(LIFFE)
Jun11 110610 98.510 98.525 98.510 98.525 +0.010 189,275 644,431 -21,148
Sep11 110610 98.300 98.330 98.290 98.320 +0.030 157,241 675,178 +19,114
Dec11 110610 98.135 98.210 98.130 98.190 +0.060 149,774 587,665 +17,475
Total Volume and Open Interest 925,373 3,857,268 +19,500
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 110610 95.03 95.06 95.02 95.05 +0.01 91,891 275,693 +19,149
Dec11 110610 94.99 95.03 94.97 95.01 +0.01 38,469 189,516 +10,811
Mar12 110610 94.94 94.99 94.92 94.98 +0.03 12,769 105,227 +1,810
Jun12 110610 94.89 94.95 94.89 94.94 +0.03 5,955 68,423 +2,000
Sep12 110610 94.87 94.91 94.85 94.89 +0.03 5,099 52,557 +1,031
Dec12 110610 94.83 94.87 94.83 94.86 +0.03 1,796 35,392 +332
Mar13 110610 94.80 94.83 94.80 94.83 +0.03 752 23,960 -66
Jun13 110610 94.75 94.81 94.74 94.80 +0.05 1,321 4,932 +686
Sep13 110610 94.71 94.78 94.71 94.77 +0.05 21 1,671 +4
Total Volume and Open Interest 178,704 760,091 -48,591
10-Year Aus T-Bonds(SFE)
Jun11 110610 94.80 94.83 94.75 94.83 +0.02 121,937 438,598 +15,937
Sep11 110610 94.79 94.83 94.76 94.83 +0.03 78,328 90,713 +71,059
Total Volume and Open Interest 200,265 529,311 +86,996
3-Year Aus T-Bonds(SFE)
Jun11 110606 95.09 95.15 95.05 95.09 unch 183,315 768,868 +7,695
Sep11 110610 95.14 95.18 95.11 95.17 +0.03 178,795 185,800 +143,023
Total Volume and Open Interest 530,532 950,631 +139,562
Gold(CMX)
Jun11 110610 1543.7 1543.9 1526.4 1528.6 -13.5 489 2,285 -750
Aug11 110610 1545.1 1546.5 1526.7 1529.2 -13.5 111,685 335,560 -266
Oct11 110610 1546.9 1547.6 1528.0 1530.4 -13.5 1,382 10,504 -288
Dec11 110610 1547.7 1547.7 1529.3 1531.5 -13.5 1,426 69,568 +395
Feb12 110610 1533.6 1540.0 1532.8 1532.8 -13.4 66 8,790 +43
Apr12 110610 1535.0 1538.0 1532.6 1534.1 -13.4 356 5,465 +181
Jun12 110610 1548.9 1548.9 1535.5 1535.5 -13.4 52 12,901 -5
Aug12 110610 1537.0 1537.2 1536.7 1537.2 -13.4 25 4,503 -25
Oct12 110610 1539.0 1539.0 1539.0 1539.0 -13.5 50 4,054 +0
Dec12 110610 1550.0 1550.0 1540.1 1541.2 -13.7 47 11,937 +37
Feb13 110610 1544.0 1544.0 1544.0 1544.0 -13.7 0 259 +0
Apr13 110610 1546.9 1546.9 1546.9 1546.9 -13.9 25 25 +25
Total Volume and Open Interest 116,167 501,576 -675
Silver(CMX)
Jul11 110610 3756.0 3786.0 3608.0 3632.7 -109.7 53,551 49,049 -2,332
Sep11 110610 3760.5 3788.0 3610.5 3634.9 -109.8 5,787 21,506 +1,432
Dec11 110610 3762.0 3784.0 3614.5 3636.8 -109.7 2,458 23,907 -418
Mar12 110610 3786.0 3786.0 3633.1 3633.1 -109.5 31 3,806 +6
May12 110610 3666.0 3666.0 3629.7 3629.7 -109.4 6 1,251 +0
Jul12 110610 3776.5 3776.5 3627.1 3627.1 -109.3 8 1,808 -6
Sep12 110610 3743.0 3743.0 3624.9 3624.9 -109.2 2 109 +0
Total Volume and Open Interest 62,403 119,866 -1,325
Platinum(NYMEX)
Jul11 110610 1846.8 1849.4 1821.5 1833.0 -11.7 4,458 30,317 -786
Oct11 110610 1850.0 1851.6 1826.5 1836.5 -11.6 1,012 6,002 +897
Jan12 110610 1839.7 1839.7 1839.7 1839.7 -11.1 7 168 +7
Apr12 110610 1842.2 1842.2 1842.2 1842.2 -11.1 0 25 +0
Total Volume and Open Interest 5,477 36,517 +118
Palladium(NYMEX)
Jun11 110610 817.55 818.05 806.45 815.70 -0.70 0 357 -9
Sep11 110610 816.40 819.50 806.00 817.30 -0.80 4,053 20,331 -929
Dec11 110610 810.00 818.40 810.00 818.40 -0.95 28 646 +27
Total Volume and Open Interest 4,085 21,350 -907
Copper(CMX)
Jul11 110610 410.75 412.30 402.80 405.60 -5.15 46,312 45,267 -4,690
Sep11 110610 412.55 414.15 404.65 407.55 -5.00 13,711 44,725 +1,256
Dec11 110610 412.10 414.00 407.75 409.65 -4.90 2,907 18,120 +1,146
Mar12 110610 410.00 410.90 409.00 410.90 -4.75 926 6,793 +771
May12 110610 410.05 411.15 409.40 411.15 -4.75 0 1,596 +0
Total Volume and Open Interest 64,401 121,504 -1,491
DJIA Index(CBOT)
Jun11 110610 12121 12121 11940 11941 -172 857 20,452 -48
Sep11 110610 12047 12055 11855 11873 -171 103 127 +49
Dec11 110610 11807 11978 11807 11807 -171 24 29 +22
Mar12 110610 11742 11913 11742 11742 -171      
Total Volume and Open Interest 984 20,608 +23
S & P 500(CME)
Jun11 110610 1283.00 1283.80 1267.50 1269.20 -18.20 32,706 303,785 -9,833
Sep11 110610 1281.90 1283.20 1261.80 1263.80 -18.20 20,570 36,013 +10,149
Dec11 110610 1265.40 1265.40 1256.40 1258.20 -18.20 188 7,696 +81
Mar12 110610 1252.70 1252.90 1250.90 1252.70 -18.20 0 1 +0
Total Volume and Open Interest 53,464 347,500 +397
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 110610 1282.25 1283.50 1261.75 1263.75 -18.25 278,698 391,414 +190,616
Total Volume and Open Interest 2,974,632 3,067,930 +58,859
NASDAQ 100(CME)
Jun11 110610 2248.00 2250.00 2218.00 2221.30 -31.20 789 17,742 +239
Sep11 110610 2250.50 2251.00 2215.00 2217.80 -31.20 337 400 +189
Dec11 110610 2214.30 2215.50 2214.30 2214.30 -31.20 0 1 +0
Total Volume and Open Interest 1,126 18,143 +428
NASDAQ 100 E-Mini(Globex)
Jun11 110610 2252.50 2255.80 2218.50 2221.30 -31.20 274,206 315,792 -11,341
Sep11 110610 2250.00 2251.80 2215.00 2217.80 -31.20 16,551 24,304 +10,716
Total Volume and Open Interest 290,758 340,112 -625
S & P Midcap 400(CME)
Jun11 110610 931.90 931.90 931.20 931.90 -12.30 58 1,864 -10
Sep11 110610 929.50 929.50 929.00 929.50 -12.50 58 34 +27
Dec11 110610 928.10 928.10 927.60 928.10 -12.50      
Total Volume and Open Interest 116 1,898 +17
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Sep11 110610 9540 9640 9420 9450 -90 9,394 27,325 +2,855
Dec11 110610 9440 9565 9440 9440 -125      
Total Volume and Open Interest 24,350 59,820 -1,251
Nikkei 225(SGX)
Sep11 110610 9485 9625 9465 9500 +30 79,764 124,963 +101,811
Dec11 110610 9545 9550 9435 9435 +25 0 6,659 +0
Mar12 110610 9435 9435 9435 9435 +25 0 10 +0
Total Volume and Open Interest 218,530 358,467 +79,765
CAC 40(EURONEXT)
Jun11 110610 3865.0 3875.0 3788.0 3803.0 -65.0 145,549 360,981 -10,317
Jul11 110610 3860.0 3870.0 3792.0 3800.5 -65.0 7,575 39,636 +5,962
Aug11 110610 3811.0 3811.0 3803.5 3803.5 -65.5      
Total Volume and Open Interest 153,282 402,226 -4,201
Hang Seng Index(HKFE)
Jun11 110610 22562 22599 22215 22275 -210 67,959 94,816 -1,871
Jul11 110610 22568 22600 22225 22285 -205 1,371 1,517 +442
Total Volume and Open Interest 69,750 101,283 -1,423
DAX(EUREX)
Jun11 110610 7147.0 7185.0 7046.0 7074.0 -82.5 166,315 166,859 -1,169
Sep11 110610 7179.0 7208.5 7075.0 7099.0 -82.0 9,590 25,559 +2,057
Dec11 110610 7202.0 7235.0 7108.0 7127.0 -83.0 602 3,011 +114
Total Volume and Open Interest 176,507 195,429 +1,002
FT-SE 100(EURONEXT)
Jun11 110610 5844.00 5865.50 5745.50 5773.00 -80.50 153,883 627,110 -27,432
Sep11 110610 5805.00 5827.00 5710.00 5737.50 -80.00 38,540 84,883 +28,963
Dec11 110610 5783.50 5797.50 5714.00 5714.00 -80.50 0 305 +0
Total Volume and Open Interest 192,423 712,448 +1,531
SPI 200(SFE)
Jun11 110610 4558.0 4594.0 4548.0 4577.0 +23.0 34,768 199,753 +3,624
Sep11 110610 4549.0 4582.0 4539.0 4566.0 +25.0 1,807 8,012 +826
Dec11 110610 4583.0 4583.0 4583.0 4583.0 +23.0 8 3,630 +1
Total Volume and Open Interest 36,811 214,099 +4,516
GSCI(CME)
Jun11 110610 51.64 51.64 43.14 47.64 -8.40 2,991 6,573 -2,485
Jul11 110610 51.14 51.64 41.89 46.39 -7.95 2,746 4,259 +2,609
Aug11 110610 51.64 55.69 43.24 47.64 -8.00 0 2 +0
Total Volume and Open Interest 5,737 10,834 +124
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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