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MRCI's End of Day Prices

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MRCI's End of Day Prices
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Daily Futures Price Listing Mon June 13, 2011
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jul11 110613 1385.25 1390.50 1378.50 1382.75 -4.50 111,737 180,781 -17,613
Aug11 110613 1380.75 1385.00 1372.75 1377.50 -4.75 19,092 40,107 +2,401
Sep11 110613 1378.00 1382.00 1370.25 1375.25 -4.25 4,190 20,830 +524
Nov11 110613 1378.75 1384.25 1371.50 1376.75 -5.00 65,100 246,362 +12,651
Jan12 110613 1388.75 1393.50 1382.25 1386.50 -4.75 4,408 34,809 +148
Mar12 110613 1394.00 1396.25 1384.75 1390.75 -3.50 4,294 21,662 +1,230
May12 110613 1384.25 1390.00 1380.00 1386.50 +0.50 3,070 24,265 +514
Total Volume and Open Interest 214,378 596,330 +598
Soybean Meal(CBOT)
Jul11 110613 372.60 373.80 367.50 370.10 -3.20 44,413 77,686 -4,028
Aug11 110613 367.40 368.80 363.80 366.40 -1.90 18,851 44,336 -836
Sep11 110613 365.70 365.90 361.20 363.80 -1.80 5,169 20,363 +292
Oct11 110613 361.30 362.10 357.50 360.90 -1.40 2,484 16,861 -198
Dec11 110613 363.40 364.20 359.40 363.00 -1.30 16,475 62,968 +3,177
Jan12 110613 365.10 365.60 361.10 364.60 -1.20 658 5,287 +70
Mar12 110613 365.30 366.60 362.00 365.80 -0.70 395 3,450 -11
May12 110613 362.20 364.40 362.00 363.50 -0.20 451 5,278 -32
Total Volume and Open Interest 89,353 241,255 -1,555
Soybean Oil(CBOT)
Jul11 110613 56.90 57.10 56.56 56.82 -0.03 71,952 109,239 -9,767
Aug11 110613 57.16 57.33 56.82 57.09 -0.04 14,335 35,973 +401
Sep11 110613 57.41 57.61 57.10 57.37 -0.04 4,923 29,424 +728
Oct11 110613 57.84 57.89 57.46 57.67 -0.03 1,297 15,346 +330
Dec11 110613 58.13 58.45 57.93 58.21 -0.03 26,817 111,134 +3,343
Jan12 110613 58.33 58.50 58.21 58.47 -0.03 841 10,963 +88
Mar12 110613 58.67 58.85 58.42 58.76 +0.01 1,365 6,863 +519
May12 110613 58.62 58.91 58.50 58.83 +0.03 452 5,633 -69
Total Volume and Open Interest 122,189 328,111 -4,322
Canola(WCE)
Jul11 110613 589.8 590.8 587.4 589.0 -1.2 8,347 48,849 -4,736
Nov11 110613 593.2 593.5 590.4 591.8 -1.4 13,665 104,341 +3,126
Jan12 110613 598.8 598.8 598.0 598.4 -2.2 593 11,672 +509
Mar12 110613 605.0 605.1 603.7 604.4 -2.9 26 3,421 +0
May12 110613 608.0 608.0 606.5 607.6 -3.5 0 1,077 +0
Total Volume and Open Interest 22,732 172,448 -1,055
Corn(CBOT)
Jul11 110613 786.00 792.50 777.25 782.50 -4.50 213,502 466,785 -16,001
Sep11 110613 753.75 760.00 744.50 751.75 -4.25 93,954 272,266 +14,901
Dec11 110613 709.50 714.75 697.50 704.50 -8.00 117,698 485,553 +9,199
Mar12 110613 720.00 725.00 708.00 716.25 -6.75 18,088 86,179 +1,158
May12 110613 727.00 733.25 716.50 722.25 -7.00 4,028 19,575 -96
Jul12 110613 732.00 735.00 720.00 727.50 -5.50 5,333 52,580 +811
Total Volume and Open Interest 460,728 1,464,075 +12,258
Wheat(CBOT)
Jul11 110613 760.75 770.00 740.25 743.00 -16.25 93,271 139,911 -8,298
Sep11 110613 787.75 794.00 767.00 776.00 -9.75 48,210 119,074 +7,409
Dec11 110613 826.75 833.25 804.00 816.50 -9.25 22,359 103,383 +1,486
Mar12 110613 865.25 870.50 841.00 855.50 -8.00 3,939 25,001 +462
May12 110613 878.00 880.25 854.00 868.25 -6.75 1,010 8,977 -153
Total Volume and Open Interest 174,609 457,183 +1,423
Wheat(KCBT)
Jul11 110613 868.50 872.25 843.25 851.00 -17.00 14,549 50,607 -2,908
Sep11 110613 886.00 889.00 861.00 869.00 -17.00 8,190 58,162 +3,133
Dec11 110613 911.00 911.75 885.00 892.50 -16.25 3,841 45,845 +110
Mar12 110613 922.00 923.50 899.00 908.00 -13.75 571 9,022 +194
May12 110613 920.50 925.75 902.75 911.75 -12.75 376 1,530 +277
Total Volume and Open Interest 28,534 179,646 +792
Wheat(MGE)
Jul11 110613 1000.00 1018.25 985.00 985.25 -14.75 2,245 8,498 -278
Sep11 110613 950.50 955.00 927.25 935.25 -13.50 4,084 22,548 +460
Dec11 110613 949.00 953.00 926.50 934.25 -13.75 1,946 17,646 +327
Mar12 110613 961.00 962.00 937.25 945.75 -12.75 590 3,517 +132
May12 110613 962.50 964.75 942.75 948.50 -12.00 190 1,233 +1
Total Volume and Open Interest 9,213 60,071 +642
Oats(CBOT)
Jul11 110613 396.00 402.50 395.50 401.00 +5.50 716 5,611 -7
Sep11 110613 402.00 402.50 398.00 401.00 +3.00 54 2,964 -2
Dec11 110613 410.00 410.00 406.75 409.00 +1.50 313 3,819 +73
Mar12 110613 421.00 421.00 419.50 421.00 +1.50 0 23 +0
Total Volume and Open Interest 1,083 12,418 +64
Rough Rice(CBOT)
Jul11 110613 14.84 14.89 14.60 14.61 -0.29 894 10,749 +73
Sep11 110613 15.90 15.97 15.68 15.69 -0.28 314 6,873 -41
Nov11 110613 16.23 16.25 15.99 16.00 -0.28 63 2,161 +26
Jan12 110613 16.49 16.51 16.31 16.31 -0.25 5 251 +0
Total Volume and Open Interest 1,277 20,335 +58
Live Cattle(CME)
Jun11 110613 102.730 103.250 102.250 103.200 +0.470 4,152 15,811 -1,778
Aug11 110613 103.500 104.285 103.250 104.035 +0.555 21,777 145,081 -104
Oct11 110613 110.100 110.785 109.785 110.730 +0.580 12,299 80,349 -80
Dec11 110613 115.050 115.750 114.600 115.700 +0.750 9,974 58,719 +1,073
Feb12 110613 117.850 118.800 117.500 118.750 +0.600 4,150 16,441 +141
Apr12 110613 119.800 120.500 119.600 120.500 +0.550 2,257 8,054 +551
Total Volume and Open Interest 54,789 326,635 -87
Feeder Cattle(CME)
Aug11 110613 123.285 124.900 123.285 124.785 +1.150 3,160 20,884 -438
Sep11 110613 125.000 126.330 125.000 126.300 +1.120 842 5,947 +33
Oct11 110613 126.100 127.535 126.000 127.150 +1.015 878 4,760 +14
Nov11 110613 127.700 128.800 127.535 128.785 +1.185 276 2,332 +144
Jan12 110613 127.500 129.380 127.500 129.000 +1.320 78 1,076 +9
Mar12 110613 128.250 129.250 128.200 129.250 +1.600 14 76 +4
Apr12 110613 128.250 128.250 128.200 128.200 +0.600 0 13 +0
Total Volume and Open Interest 5,248 35,100 -234
Lean Hogs(CME)
Jun11 110613 91.950 92.550 91.950 92.480 +0.780 4,560 6,434 -1,465
Jul11 110613 93.535 93.980 92.550 93.535 +0.305 26,618 41,704 -7,696
Aug11 110613 92.900 93.050 91.535 92.385 -0.445 21,471 64,159 +7,457
Oct11 110613 86.850 87.200 85.730 86.930 +0.180 9,111 48,618 -235
Dec11 110613 85.700 86.200 84.480 86.000 +0.200 7,619 38,654 +21
Feb12 110613 88.385 88.800 87.200 88.800 +0.150 1,995 10,456 +784
Apr12 110613 90.000 90.000 88.800 89.300 -0.500 385 5,430 +88
May12 110613 93.400 93.800 93.200 93.800 +0.300 4 294 +4
Total Volume and Open Interest 72,299 219,649 -778
Class III Milk(CME)
Jun11 110613 19.05 19.16 19.03 19.15 +0.08 39 4,954 +14
Jul11 110613 19.55 19.81 19.53 19.77 +0.16 490 5,290 -36
Aug11 110613 18.72 18.85 18.58 18.85 +0.11 238 4,924 +44
Sep11 110613 18.40 18.52 18.27 18.52 +0.10 211 4,722 +63
Oct11 110613 17.85 17.90 17.77 17.90 +0.03 69 3,638 +33
Total Volume and Open Interest 1,195 33,641 +184
Cocoa(ICE)
Jul11 110613 3000 3034 2960 3001 +4 11,103 15,398 -3,776
Sep11 110613 2992 3009 2925 2968 -14 14,825 65,972 +2,397
Dec11 110613 3013 3032 2962 2996 -14 2,406 32,772 +1,246
Mar12 110613 3056 3070 3002 3036 -17 1,738 27,558 +524
May12 110613 3038 3060 3000 3040 -13 50 7,864 +6
Jul12 110613 3038 3057 3022 3045 -8 157 3,215 +122
Sep12 110613 3060 3063 3051 3051 -3 184 5,557 +172
Total Volume and Open Interest 30,559 163,810 +695
Coffee "C"(ICE)
Jul11 110613 269.90 270.65 261.05 267.45 +2.50 10,450 30,211 -2,670
Sep11 110613 266.00 273.45 264.40 270.50 +2.15 7,250 41,746 +1,660
Dec11 110613 270.00 277.50 269.00 274.50 +2.00 2,600 26,317 +584
Mar12 110613 272.00 280.00 271.80 277.45 +2.10 296 5,866 +79
May12 110613 279.70 281.40 279.15 279.15 +2.30 33 3,196 +14
Jul12 110613 279.95 280.55 279.50 279.50 +3.55 29 1,488 +9
Total Volume and Open Interest 20,710 110,907 -278
Orange Juice(ICE)
Jul11 110613 184.90 185.00 182.60 183.15 -1.75 1,129 20,337 -755
Sep11 110613 181.00 181.00 178.50 179.60 -1.20 960 11,358 +626
Nov11 110613 174.60 174.60 173.35 174.15 -1.25 69 3,633 +25
Jan12 110613 169.90 171.00 169.90 170.75 -1.15 11 440 +10
Mar12 110613 169.00 170.15 169.00 169.85 -0.80 2 134 +0
May12 110613 168.10 168.45 167.50 168.45 -0.35 2 94 +2
Total Volume and Open Interest 2,173 36,060 -92
Sugar #11(ICE)
Jul11 110613 25.62 26.16 25.27 25.59 -0.05 55,777 168,368 -14,652
Oct11 110613 24.46 24.93 24.00 24.38 -0.16 45,770 221,131 +12,674
Mar12 110613 24.13 24.55 23.77 24.18 -0.16 13,228 99,140 -856
May12 110613 23.90 24.07 23.39 23.82 -0.08 3,003 30,948 -100
Jul12 110613 23.45 23.69 23.08 23.53 unch 4,858 49,782 +339
Total Volume and Open Interest 124,381 622,557 -1,802
London Cocoa(LCE)
Jul11 110613 1849 1859 1834 1838 -10 4,949 71,812 -303
Sep11 110613 1857 1865 1840 1845 -12 4,382 40,356 +805
Dec11 110613 1887 1896 1870 1873 -12 2,220 34,598 -275
Mar12 110613 1908 1916 1895 1895 -13 1,086 39,321 +83
May12 110613 1905 1917 1903 1903 -13 13 9,856 -7
Jul12 110613 1909 1909 1909 1909 -11 4 4,377 +0
Sep12 110613 1916 1916 1916 1916 -9 0 3,192 +0
Total Volume and Open Interest 12,674 211,413 +318
London Sugar(LCE)
Aug11 110613 723.00 734.40 722.70 723.50 unch 3,330 26,043 +247
Oct11 110613 656.70 667.70 656.70 658.70 +1.70 583 12,575 +214
Dec11 110613 642.00 648.90 639.40 642.40 +2.60 171 5,398 -5
Mar12 110613 624.80 631.00 622.90 624.70 +1.00 488 4,595 +308
May12 110613 619.50 624.10 616.00 616.00 +0.10 47 2,075 +32
Total Volume and Open Interest 4,686 53,337 +813
Cotton(ICE)
Jul11 110613 150.10 152.80 146.84 150.95 +0.92 10,714 47,482 -1,926
Oct11 110613 138.31 143.54 138.31 139.58 -0.09 56 467 +6
Dec11 110613 133.50 134.96 130.17 131.58 -2.07 10,665 88,745 +2,571
Mar12 110613 126.55 127.25 123.89 124.91 -1.95 1,282 12,445 +353
May12 110613 118.50 118.90 116.20 116.91 -1.61 523 3,305 +129
Jul12 110613 113.55 114.25 110.50 111.69 -0.95 506 5,993 +199
Total Volume and Open Interest 24,109 161,482 +1,478
Lumber(CME)
Jul11 110613 225.6 225.8 220.7 223.5 -3.0 812 4,373 -338
Sep11 110613 242.4 242.5 238.0 239.3 -3.2 668 5,398 +271
Nov11 110613 248.1 248.8 245.5 245.5 -2.6 23 1,206 +8
Jan12 110613 268.9 268.9 265.0 265.0 -2.5 0 63 +0
Total Volume and Open Interest 1,503 11,046 -59
Crude Oil(NYM)
Jul11 110613 98.77 99.32 96.13 97.30 -1.99 345,542 234,479 -35,082
Aug11 110613 99.41 99.88 96.69 97.84 -2.01 138,335 174,688 +13,699
Sep11 110613 100.18 100.41 97.25 98.36 -2.04 88,872 136,249 -419
Oct11 110613 100.61 100.88 97.71 98.82 -2.06 40,661 56,802 +1,446
Nov11 110613 101.06 101.10 98.15 99.24 -2.06 33,956 50,376 +9,928
Dec11 110613 101.00 101.60 98.40 99.55 -2.04 73,579 184,587 +3,058
Jan12 110613 100.78 101.40 98.71 99.83 -2.01 13,377 46,927 -234
Feb12 110613 101.61 101.85 98.96 100.10 -1.97 7,482 24,314 +1,258
Mar12 110613 101.03 101.88 99.69 100.35 -1.92 7,754 29,623 -20
Apr12 110613 101.82 102.02 99.46 100.58 -1.87 3,017 18,279 -83
May12 110613 101.49 102.02 100.81 100.81 -1.80 2,603 16,832 -198
Jun12 110613 102.76 102.76 100.17 101.03 -1.73 15,006 72,207 +318
Jul12 110613 100.96 101.19 100.96 101.19 -1.66 3,664 33,872 -773
Aug12 110613 101.24 101.24 101.24 101.24 -1.57 980 13,101 +112
Sep12 110613 101.27 101.27 101.27 101.27 -1.49 1,485 14,085 +282
Oct12 110613 101.32 101.32 101.32 101.32 -1.41 458 9,326 +88
Total Volume and Open Interest 839,094 1,529,971 -4,529
e-miNY Crude Oil(NYM)
Jun11 110519 99.675 100.800 98.250 98.450 -1.650 6,142 2,098 -382
Jul11 110613 98.850 99.325 96.125 97.300 -2.000 7,575 2,803 -416
Aug11 110613 99.500 99.850 96.700 97.850 -2.000 433 1,045 +91
Sep11 110613 100.375 100.375 97.575 98.350 -2.050 107 433 +61
Oct11 110613 99.825 100.200 98.000 98.825 -2.050 56 203 +56
Nov11 110613 99.250 99.250 98.675 99.250 -2.050 1 21 +0
Dec11 110613 100.925 100.925 98.675 99.550 -2.050 27 301 +8
Jan12 110613 99.825 99.825 99.825 99.825 -2.025 9 6 -3
Feb12 110613 100.100 100.100 100.100 100.100 -1.975 0 3 +0
Mar12 110613 100.350 100.350 100.350 100.350 -1.925 0 8 +0
Total Volume and Open Interest 8,217 4,984 -200
Heating Oil(NYM)
Jul11 110613 309.79 313.56 306.15 310.58 +0.07 50,583 85,682 -4,475
Aug11 110613 311.35 314.96 307.63 312.02 +0.06 24,543 54,587 +3,004
Sep11 110613 314.44 316.70 309.61 313.76 +0.05 16,637 40,723 +315
Oct11 110613 316.05 318.36 311.16 315.54 +0.08 9,086 17,939 -596
Nov11 110613 319.63 319.88 313.11 317.33 +0.14 4,320 16,952 +1,180
Dec11 110613 317.82 321.52 314.48 318.87 +0.17 7,476 36,090 -955
Jan12 110613 317.33 320.40 317.33 320.40 +0.19 2,508 18,711 +957
Feb12 110613 321.76 321.76 317.74 320.59 +0.21 489 6,791 +238
Mar12 110613 316.67 319.32 316.67 319.32 +0.19 232 5,270 -16
Apr12 110613 316.82 316.82 316.82 316.82 +0.16 34 1,946 +16
May12 110613 314.44 314.44 314.44 314.44 +0.13 77 2,052 +27
Jun12 110613 313.10 313.76 312.99 312.99 +0.13 1,378 18,842 +172
Total Volume and Open Interest 118,010 317,238 -28
Gasoline(NYMEX)
Jul11 110613 301.18 305.18 295.54 299.68 -2.09 50,489 71,942 -491
Aug11 110613 299.12 303.50 293.83 297.89 -2.31 29,155 47,356 +1,573
Sep11 110613 298.29 302.24 292.75 296.70 -2.34 22,109 40,923 +2,552
Oct11 110613 286.05 290.31 281.58 285.56 -1.79 10,461 22,396 -606
Nov11 110613 287.02 287.71 280.33 283.62 -1.59 4,737 13,590 +289
Dec11 110613 282.46 286.58 278.34 282.53 -1.41 4,044 27,163 +529
Jan12 110613 284.64 284.90 279.00 283.14 -1.32 522 7,399 +104
Feb12 110613 285.50 287.30 283.90 284.70 -1.30 163 4,370 +45
Mar12 110613 288.85 288.85 285.54 286.39 -1.31 94 4,261 +24
Apr12 110613 297.50 297.96 297.50 297.96 -1.30 516 4,087 +147
Total Volume and Open Interest 122,672 259,013 +4,278
e-miNY RBOB Gasoline(NYM)
Jul11 110613 300.00 300.00 299.70 299.70 -2.10 0 3 +0
Aug11 110613 297.90 297.90 297.89 297.90 -2.30 0 2 +0
Sep11 110613 296.70 296.70 296.70 296.70 -2.30      
Oct11 110613 285.60 285.60 285.56 285.60 -1.80 0 1 +0
Total Volume and Open Interest 0 8 +0
Natural Gas(NYM)
Jul11 110613 4.790 4.811 4.595 4.646 -0.111 227,424 172,582 -23,794
Aug11 110613 4.821 4.841 4.624 4.678 -0.111 88,127 93,374 +5,757
Sep11 110613 4.844 4.861 4.648 4.701 -0.111 80,236 162,983 +14,013
Oct11 110613 4.863 4.880 4.675 4.729 -0.107 50,208 116,789 -3,148
Nov11 110613 4.979 4.993 4.806 4.852 -0.100 26,291 75,826 +3,898
Dec11 110613 5.130 5.153 4.975 5.021 -0.098 16,702 46,916 +986
Jan12 110613 5.225 5.233 5.063 5.113 -0.094 25,239 92,311 -73
Feb12 110613 5.193 5.227 5.052 5.101 -0.091 6,305 20,566 -145
Mar12 110613 5.152 5.152 4.992 5.040 -0.089 11,162 40,216 +207
Apr12 110613 4.981 4.981 4.850 4.882 -0.080 11,671 42,665 +1,111
May12 110613 4.989 4.989 4.863 4.893 -0.078 1,050 9,802 -253
Jun12 110613 5.030 5.030 4.890 4.919 -0.077 1,002 10,821 +70
Jul12 110613 5.011 5.016 4.930 4.960 -0.075 842 6,981 +49
Aug12 110613 4.969 4.987 4.957 4.986 -0.075 352 6,907 +4
Sep12 110613 4.967 4.996 4.967 4.996 -0.075 462 7,103 +63
Oct12 110613 5.091 5.091 5.015 5.041 -0.075 2,238 20,376 -49
Total Volume and Open Interest 553,738 1,001,658 -337
Brent Crude Oil(ICE)
Jul11 110613 118.46 120.25 117.12 119.10 +0.32 233,012 137,143 -23,859
Aug11 110613 117.96 119.73 116.51 118.42 +0.07 167,586 184,607 +26,722
Sep11 110613 117.44 119.16 115.99 117.83 unch 56,566 120,121 +7,486
Oct11 110613 117.44 118.71 115.52 117.42 -0.03 35,960 59,594 -666
Nov11 110613 117.16 118.43 115.33 117.16 -0.02 18,406 36,238 -678
Dec11 110613 116.62 118.25 115.03 116.93 +0.01 45,900 90,736 +2,177
Jan12 110613 116.71 117.77 115.40 116.67 +0.01 5,375 21,077 -863
Feb12 110613 116.44 117.49 115.29 116.41 +0.02 3,576 18,700 -736
Mar12 110613 116.18 117.21 115.03 116.15 +0.03 3,287 29,445 -75
Apr12 110613 115.87 115.87 115.87 115.87 +0.06 1,174 9,105 +73
May12 110613 115.58 115.58 115.58 115.58 +0.09 638 5,383 -61
Jun12 110613 115.31 116.18 113.59 115.27 +0.11 7,779 41,453 +355
Jul12 110613 114.99 114.99 114.99 114.99 +0.11 654 6,098 -35
Aug12 110613 114.71 114.71 114.71 114.71 +0.11 1,645 3,825 +562
Total Volume and Open Interest 604,695 897,652 +12,087
Gas Oil(ICE)
Jul11 110613 978.50 989.25 966.25 987.50 +10.00 96,997 138,709 +13,729
Aug11 110613 981.50 993.00 970.00 991.50 +10.25 28,968 81,424 +2,630
Sep11 110613 987.75 996.25 974.00 995.00 +10.50 23,065 57,948 +7,343
Oct11 110613 988.50 998.75 976.50 997.25 +10.50 8,421 29,506 +1,006
Nov11 110613 990.00 999.50 977.75 998.50 +10.50 3,744 25,955 +359
Dec11 110613 989.00 1001.00 978.50 999.75 +10.25 18,398 61,762 +1,123
Jan12 110613 991.25 1002.25 986.25 1002.25 +10.25 3,403 25,946 +870
Feb12 110613 986.00 1002.00 986.00 1002.00 +10.25 2,189 8,465 +751
Mar12 110613 1000.50 1000.50 1000.50 1000.50 +10.25 2,625 9,551 +1,066
Apr12 110613 998.00 998.00 998.00 998.00 +10.25 901 5,549 +136
Total Volume and Open Interest 234,894 551,602 +13,142
Ethanol(CBOT)
Jun11 110603 2.638 2.640 2.633 2.640 -0.012 38 199 -65
Jul11 110613 2.765 2.779 2.764 2.777 +0.001 203 1,072 +5
Aug11 110613 2.800 2.800 2.758 2.768 -0.006 315 1,549 +35
Sep11 110613 2.717 2.724 2.710 2.716 -0.011 145 1,371 +71
Oct11 110613 2.615 2.615 2.596 2.605 -0.011 89 1,078 +22
Nov11 110613 2.546 2.546 2.530 2.538 -0.011 79 906 +6
Dec11 110613 2.515 2.531 2.510 2.522 -0.008 79 1,259 +7
Jan12 110613 2.482 2.495 2.482 2.490 -0.005 18 665 -1
Total Volume and Open Interest 1,092 9,264 +205
WTI Crude Oil(ICE
Jul11 110610 101.94 102.13 98.60 99.29 -2.64 119,116 73,404 -11,287
Aug11 110613 99.53 99.88 96.72 97.84 -2.01 34,949 49,983 +4,190
Sep11 110613 100.35 100.44 97.42 98.36 -2.04 24,180 40,864 -913
Oct11 110613 100.43 100.56 97.70 98.82 -2.06 16,773 23,332 +2,326
Nov11 110613 100.58 100.95 98.41 99.24 -2.06 14,366 18,890 +4,047
Dec11 110613 100.57 101.15 98.41 99.55 -2.04 34,555 85,522 +1,637
Jan12 110613 100.49 101.40 99.44 99.83 -2.01 7,046 14,803 +1,334
Feb12 110613 100.86 101.49 99.49 100.10 -1.97 3,497 4,854 +512
Mar12 110613 101.06 101.73 99.67 100.35 -1.92 1,915 12,316 -20
Apr12 110613 100.58 100.58 100.58 100.58 -1.87 725 4,038 +18
May12 110613 100.81 100.81 100.81 100.81 -1.80 599 3,359 +88
Jun12 110613 101.58 102.32 100.10 101.03 -1.73 5,208 27,865 +77
Jul12 110613 102.85 102.85 101.19 101.19 -1.66 763 4,218 -466
Aug12 110613 101.24 101.24 101.24 101.24 -1.57 0 840 +0
Sep12 110613 101.27 101.27 101.27 101.27 -1.49 47 4,300 +0
Oct12 110613 101.32 101.32 101.32 101.32 -1.41 14 511 +0
Total Volume and Open Interest 247,980 475,806 +8,787
US Dollar Index(ICE)
Jun11 110613 74.805 74.950 74.595 74.595 -0.202 38,502 29,398 -12,611
Sep11 110613 75.250 75.370 74.815 74.875 -0.310 32,314 39,888 +12,585
Dec11 110613 75.500 75.500 75.340 75.340 -0.310 0 504 +0
Total Volume and Open Interest 70,816 69,791 -26
Australian Dollar(CME)
Jun11 110613 105.31 105.83 105.24 105.74 +0.05 106,909 69,321 -10,265
Sep11 110613 104.07 105.06 103.95 104.92 +0.54 62,158 103,165 +21,741
Dec11 110613 102.90 103.64 102.90 103.64 +0.48 2 72 +1
Total Volume and Open Interest 169,069 172,561 +11,477
British Pound(CME)
Jun11 110613 162.33 163.42 162.18 163.20 +0.80 110,422 45,406 -18,257
Sep11 110613 162.25 163.69 161.96 163.54 +1.35 55,502 69,909 +20,165
Dec11 110613 161.94 163.33 161.84 163.33 +1.35 128 99 +63
Total Volume and Open Interest 166,052 115,422 +1,971
Canadian Dollar(CME)
Jun11 110613 102.06 102.50 102.05 102.40 +0.04 75,341 56,711 -16,197
Sep11 110613 101.87 102.30 101.76 102.16 +0.04 58,643 69,164 +15,149
Dec11 110613 101.94 101.96 101.80 101.92 +0.04 121 3,499 +47
Mar12 110613 101.67 101.71 101.58 101.68 +0.04 53 430 +19
Total Volume and Open Interest 134,171 130,139 -980
Japanese Yen(CME)
Jun11 110613 124.58 124.63 123.67 124.61 +0.12 126,139 41,478 -20,776
Sep11 110613 124.66 124.88 123.79 124.75 +0.21 70,967 86,211 +28,166
Dec11 110613 124.09 124.85 124.09 124.85 +0.21 41 262 +37
Total Volume and Open Interest 197,184 127,998 +7,463
Swiss Franc(CME)
Jun11 110613 118.66 119.66 118.10 119.51 +0.75 49,751 42,172 -8,694
Sep11 110613 118.70 119.78 118.15 119.41 +0.58 37,739 48,920 +13,523
Dec11 110613 118.76 119.86 118.45 119.48 +0.58 4 97 +0
Total Volume and Open Interest 87,494 91,192 +4,829
EuroFX(CME)
Jun11 110613 143.34 143.97 143.22 143.94 +0.42 357,202 146,745 -42,648
Sep11 110613 142.92 143.90 142.80 143.72 +0.60 173,639 156,406 +48,790
Dec11 110613 143.00 143.42 142.71 143.30 +0.59 15 169 -7
Total Volume and Open Interest 530,856 303,705 +6,134
Mexican Peso(CME)
Jun11 110613 840.5 844.0 839.2 844.0 +1.8 34,060 63,984 -5,741
Jul11 110613 842.0 850.2 840.8 842.0 +1.2      
Total Volume and Open Interest 75,760 168,808 +12,665
30-Year T-Bonds(CBOT)
Jun11 110531 125~260 126~090 125~110 126~050 +0~090 370,649 125,465 -108,773
Sep11 110613 125~240 126~010 125~040 125~130 -0~100 475,308 646,726 -12,834
Dec11 110613 124~070 124~090 123~310 123~310 -0~100 61 29 -31
Total Volume and Open Interest 486,546 675,966 -16,000
10-Year T-Notes(CBOT)
Jun11 110613 124~310 125~045 124~195 124~245 -0~050 29,389 65,944 -1,765
Sep11 110613 123~175 123~230 123~040 123~110 -0~055 1,670,912 1,750,989 -8,619
Dec11 110613 122~060 122~070 122~015 122~015 -0~055 2 23 -2
Total Volume and Open Interest 1,700,303 1,816,956 -10,386
5-Year T-Notes(CBOT)
Jun11 110613 120~120 121~001 120~087 120~108 +0~072 272,931 205,061 -65,504
Sep11 110613 119~106 119~124 119~069 119~096 -0~008 826,949 1,513,553 +35,278
Dec11 110613 118~080 118~088 118~080 118~080 -0~008 2 1 +1
Total Volume and Open Interest 850,565 1,557,821 +25,334
2 Year T-Notes(CBOT)
Jun11 110613 110~004 110~009 109~126 110~006 +0~001 15,067 23,768 -6,179
Sep11 110613 109~097 109~104 109~091 109~099 +0~001 307,688 981,821 +3,868
Dec11 110613 109~063 109~063 109~062 109~063 +0~001 0 20 +0
Total Volume and Open Interest 322,755 1,005,609 -2,311
Eurodollars(CME)
Jun11 110610 99.747 99.753 99.747 99.750 +0.003 212,666 892,467 -4,385
Sep11 110613 99.675 99.680 99.670 99.675 unch 226,231 1,189,931 -22,576
Dec11 110613 99.600 99.610 99.595 99.605 +0.005 304,569 1,516,548 -47,880
Mar12 110613 99.530 99.545 99.515 99.540 +0.015 312,006 1,718,893 -16,474
Jun12 110613 99.430 99.445 99.405 99.435 +0.010 326,944 1,547,901 -29,755
Sep12 110613 99.285 99.295 99.250 99.275 -0.005 357,789 841,618 +18,943
Dec12 110613 99.085 99.095 99.040 99.070 -0.015 259,829 654,091 +7,718
Mar13 110613 98.875 98.885 98.815 98.855 -0.020 231,792 494,198 +6,393
Jun13 110613 98.630 98.640 98.560 98.610 -0.025 168,026 348,450 +17,309
Sep13 110613 98.380 98.400 98.305 98.355 -0.030 144,692 284,338 +4,029
Dec13 110613 98.115 98.140 98.040 98.090 -0.030 114,959 270,447 +7,299
Mar14 110613 97.865 97.890 97.790 97.835 -0.035 86,448 218,262 +4,404
Jun14 110613 97.610 97.640 97.540 97.585 -0.030 48,957 126,139 +7,726
Sep14 110613 97.370 97.395 97.295 97.340 -0.030 34,607 70,890 +3,665
Dec14 110613 97.120 97.140 97.045 97.085 -0.030 26,512 78,011 +3,036
Mar15 110613 96.900 96.920 96.825 96.860 -0.035 30,881 70,608 +6,562
Jun15 110613 4.935 4.945 4.855 4.885 -0.035 11,916 56,019 +1,265
Sep15 110613 4.720 4.745 4.650 4.675 -0.035 13,652 53,253 +1,885
Total Volume and Open Interest      
30 Day Federal Funds(CBOT)
Jun11 110613 99.900 99.902 99.897 99.900 unch 2,175 59,783 +240
Jul11 110613 99.900 99.900 99.890 99.895 unch 3,896 54,566 +1,025
Aug11 110613 99.885 99.885 99.875 99.880 unch 2,343 50,777 +1,117
Sep11 110613 99.865 99.865 99.860 99.860 unch 2,505 44,003 +1,005
Oct11 110613 99.850 99.860 99.845 99.850 unch 1,424 52,183 +89
Nov11 110613 99.835 99.845 99.835 99.840 +0.005 1,422 54,758 -249
Total Volume and Open Interest 29,066 717,109 -303
30 Day Fed Funds(e-CBOT)
3-Mth Euro-Yen(CME)
Jun11 110613 99.668 99.668 99.668 99.668 unch 0 750 +0
Sep11 110613 99.668 99.668 99.668 99.668 unch      
Dec11 110613 99.670 99.670 99.670 99.670 unch 0 75 +0
Mar12 110613 99.660 99.660 99.660 99.660 unch      
Jun12 110613 99.665 99.665 99.665 99.665 unch      
Sep12 110613 99.595 99.595 99.595 99.595 unch      
Dec12 110613 99.555 99.555 99.555 99.555 unch      
Mar13 110613 99.555 99.555 99.555 99.555 unch      
Jun13 110613 99.510 99.510 99.510 99.510 unch      
Sep13 110613 99.370 99.370 99.370 99.370 unch      
Total Volume and Open Interest 0 825 +0
3-Mth Euro-Yen(SGX)
Sep11 110613 99.67 99.67 99.67 99.67 unch 750 1,605 +128
Dec11 110613 99.67 99.67 99.67 99.67 unch 0 1,957 +0
Mar12 110613 99.67 99.67 99.66 99.66 unch 0 4,177 +0
Jun12 110613 99.67 99.67 99.67 99.67 unch 200 1,454 +200
Sep12 110613 99.60 99.60 99.60 99.60 unch 0 411 +0
Dec12 110613 99.56 99.56 99.56 99.56 unch 0 24 +0
Mar13 110613 99.56 99.56 99.56 99.56 unch 0 1 +0
Jun13 110613 99.51 99.51 99.51 99.51 unch      
Total Volume and Open Interest 1,700 15,014 -84
Japanese Gov't Bonds(SGX)
Sep11 110610 140.71 140.97 140.58 140.92 +0.16 3,267 21,173 +8,370
Dec11 110613 139.03 139.03 139.03 139.03 +0.03 0 1 +0
Mar12 110613 136.94 136.94 136.94 136.94 +0.03      
Total Volume and Open Interest 1,690 21,381 +207
Euro-Bund(EUREX)
Sep11 110613 125.88 126.11 125.76 125.94 +0.06 1,036,608 941,526 +604
Dec11 110613 124.77 124.77 124.58 124.73 +0.14 8 222 +0
Mar12 110613 124.65 124.65 124.65 124.65 +0.06      
Total Volume and Open Interest 1,036,616 941,748 +604
Euro-Bobl(EUREX)
Sep11 110610 116.54 117.12 116.54 117.03 +0.78 903,688 782,581 +123,253
Dec11 110613 116.10 116.10 116.10 116.10 +0.02 0 501 +0
Mar12 110613 116.10 116.10 116.10 116.10 +0.02      
Total Volume and Open Interest 696,503 837,835 +4,535
3-Mth Euribor(EUREX)
Jun11 110613 98.530 98.530 98.530 98.530 +0.005 299 4,770 +0
Sep11 110613 98.325 98.325 98.310 98.310 -0.005 110 2,772 +2
Dec11 110613 98.190 98.190 98.190 98.190 unch 40 1,338 +21
Total Volume and Open Interest 499 12,610 +32
Long Gilt(LIFFE)
Jun11 110613 122~17 122~17 122~06 122~08 -0~08 293 6,293 -226
Sep11 110613 121~09 121~12 120~28 121~00 -0~08 105,566 347,222 -1,081
Total Volume and Open Interest 105,859 353,515 -1,307
3-Mth Short Sterling(LIFFE)
Jun11 110613 99.18 99.18 99.17 99.18 unch 13,518 405,260 -53
Sep11 110613 99.14 99.15 99.12 99.13 -0.01 31,555 412,998 -2,966
Dec11 110613 99.04 99.07 99.03 99.04 -0.02 40,836 442,442 +5,146
Mar12 110613 98.94 98.97 98.93 98.94 -0.02 44,985 416,791 -331
Jun12 110613 98.82 98.84 98.79 98.81 -0.02 50,992 336,738 +1,251
Sep12 110613 98.68 98.68 98.63 98.65 -0.01 50,804 225,174 -1,979
Total Volume and Open Interest 383,737 2,893,040 +12,967
3-Mth Euribor(LIFFE)
Jun11 110613 98.525 98.530 98.520 98.530 +0.005 249,091 624,606 -19,825
Sep11 110613 98.325 98.335 98.310 98.310 -0.010 256,790 680,235 +5,057
Dec11 110613 98.210 98.220 98.180 98.190 unch 258,962 581,213 -6,452
Total Volume and Open Interest 1,657,589 3,849,820 -7,448
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 110613 1528.1 1533.0 1511.3 1515.0 -13.6 288 2,260 -25
Aug11 110613 1530.7 1533.9 1511.4 1515.6 -13.6 108,430 340,898 +5,338
Oct11 110613 1530.2 1534.6 1513.5 1516.8 -13.6 452 10,441 -63
Dec11 110613 1531.5 1535.9 1514.0 1518.0 -13.5 1,788 68,992 -576
Feb12 110613 1536.9 1536.9 1517.0 1519.2 -13.6 63 8,795 +5
Apr12 110613 1538.1 1538.1 1518.0 1520.6 -13.5 164 5,546 +81
Jun12 110613 1532.3 1532.3 1521.9 1521.9 -13.6 21 12,891 -10
Aug12 110613 1523.5 1523.5 1523.5 1523.5 -13.7 4 4,503 +0
Oct12 110613 1525.4 1525.4 1525.4 1525.4 -13.6 23 4,054 +0
Dec12 110613 1544.3 1544.3 1525.0 1527.6 -13.6 109 11,953 +16
Feb13 110613 1530.2 1530.2 1530.2 1530.2 -13.8 0 259 +0
Apr13 110613 1533.2 1533.2 1533.2 1533.2 -13.7 0 25 +0
Total Volume and Open Interest 112,896 506,978 +5,402
Silver(CMX)
Jul11 110613 3619.0 3635.0 3455.0 3473.7 -159.0 45,819 47,701 -1,348
Sep11 110613 3610.5 3627.0 3457.0 3474.5 -160.4 5,982 24,690 +3,184
Dec11 110613 3600.0 3628.5 3457.0 3476.1 -160.7 601 23,749 -158
Mar12 110613 3472.9 3512.5 3472.9 3472.9 -160.2 15 3,814 +8
May12 110613 3466.5 3469.3 3466.5 3469.3 -160.4 14 1,260 +9
Jul12 110613 3550.0 3550.0 3466.8 3466.8 -160.3 12 1,808 +0
Sep12 110613 3464.6 3464.6 3464.6 3464.6 -160.3 0 109 +0
Total Volume and Open Interest 52,641 121,512 +1,646
Platinum(NYMEX)
Jul11 110613 1830.1 1834.3 1795.0 1806.8 -26.2 8,292 28,497 -1,820
Oct11 110613 1837.4 1837.6 1799.1 1810.2 -26.3 3,318 8,450 +2,448
Jan12 110613 1825.6 1825.6 1805.0 1815.4 -24.3 17 178 +10
Apr12 110613 1817.3 1817.3 1817.3 1817.3 -24.9 0 25 +0
Total Volume and Open Interest 11,630 37,158 +641
Palladium(NYMEX)
Jun11 110613 812.20 812.20 794.70 798.45 -17.25 11 350 -7
Sep11 110613 815.45 817.05 793.25 800.35 -16.95 2,329 20,896 +565
Dec11 110613 797.25 801.40 797.25 801.40 -17.00 4 650 +4
Total Volume and Open Interest 2,350 21,909 +559
Copper(CMX)
Jul11 110613 404.60 405.90 401.25 403.45 -2.15 37,585 41,793 -3,474
Sep11 110613 405.90 407.80 403.30 405.35 -2.20 11,354 47,269 +2,544
Dec11 110613 408.75 408.75 405.65 407.45 -2.20 3,091 18,954 +834
Mar12 110613 408.60 408.75 408.60 408.75 -2.15 1,068 7,324 +531
May12 110613 409.85 409.85 408.90 409.00 -2.15 1 1,596 +0
Total Volume and Open Interest 53,826 121,950 +446
DJIA Index(CBOT)
Jun11 110613 11970 11998 11920 11953 +12 2,137 21,138 +686
Sep11 110613 11883 11940 11856 11885 +12 2,207 2,084 +1,957
Dec11 110613 11819 11819 11807 11819 +12 11 30 +1
Mar12 110613 11754 11754 11742 11754 +12      
Total Volume and Open Interest 4,355 23,252 +2,644
S & P 500(CME)
Jun11 110613 1273.50 1276.50 1265.50 1271.60 +2.40 70,773 275,611 -28,174
Sep11 110613 1265.20 1271.50 1259.50 1266.20 +2.40 62,485 79,242 +43,229
Dec11 110613 1265.00 1265.90 1256.00 1260.60 +2.40 2 7,696 +0
Mar12 110613 1255.10 1260.40 1250.50 1255.10 +2.40 0 1 +0
Total Volume and Open Interest 133,260 362,555 +15,055
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 110613 1265.00 1271.75 1259.50 1266.25 +2.50 978,448 808,832 +417,418
Total Volume and Open Interest 2,703,828 3,109,793 +41,863
NASDAQ 100(CME)
Jun11 110613 2225.50 2233.00 2213.00 2223.30 +2.00 2,432 17,986 +244
Sep11 110613 2218.00 2230.00 2211.00 2219.80 +2.00 859 1,037 +637
Dec11 110613 2216.30 2217.30 2216.30 2216.30 +2.00 0 1 +0
Total Volume and Open Interest 3,291 19,024 +881
NASDAQ 100 E-Mini(Globex)
Jun11 110613 2217.00 2234.00 2214.50 2223.30 +2.00 186,589 288,218 -27,574
Sep11 110613 2218.30 2230.30 2211.00 2219.80 +2.00 98,538 57,540 +33,236
Total Volume and Open Interest 285,128 345,775 +5,663
S & P Midcap 400(CME)
Jun11 110613 930.20 936.50 920.00 930.20 -1.70 1 1,864 +0
Sep11 110613 927.90 934.50 922.00 927.90 -1.60 1 42 +8
Dec11 110613 926.50 927.10 926.50 926.50 -1.60      
Total Volume and Open Interest 2 1,906 +8
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Sep11 110610 9540 9640 9420 9450 -90 9,394 27,325 +2,855
Dec11 110613 9425 9440 9425 9425 -15      
Total Volume and Open Interest 23,121 57,122 -2,698
Nikkei 225(SGX)
Sep11 110613 9490 9500 9380 9450 -50 91,832 146,054 +21,091
Dec11 110613 9355 9395 9355 9395 -40 30 6,676 +17
Mar12 110613 9390 9390 9390 9390 -45 0 10 +0
Total Volume and Open Interest 195,854 362,226 +3,759
CAC 40(EURONEXT)
Jun11 110613 3801.5 3829.5 3781.0 3806.5 +3.5 148,597 363,980 +2,999
Jul11 110613 3799.0 3826.5 3780.0 3804.0 +3.5 17,420 56,836 +17,200
Aug11 110613 3807.5 3807.5 3807.5 3807.5 +4.0      
Total Volume and Open Interest 167,023 422,375 +20,149
Hang Seng Index(HKFE)
Jun11 110613 22108 22463 22085 22420 +145 84,154 97,009 +2,193
Jul11 110613 22126 22468 22097 22405 +120 1,603 2,707 +1,190
Total Volume and Open Interest 86,213 104,658 +3,375
DAX(EUREX)
Jun11 110613 7066.0 7125.5 7042.0 7092.5 +18.5 154,602 159,269 -7,590
Sep11 110613 7088.0 7150.0 7069.0 7117.0 +18.0 8,459 27,320 +1,761
Dec11 110613 7131.5 7178.0 7097.5 7145.5 +18.5 968 3,457 +446
Total Volume and Open Interest 164,029 190,046 -5,383
FT-SE 100(EURONEXT)
Jun11 110613 5771.00 5795.50 5741.00 5778.50 +5.50 131,652 597,258 -29,852
Sep11 110613 5734.00 5759.00 5705.50 5743.00 +5.50 38,373 116,218 +31,335
Dec11 110613 5714.00 5719.50 5714.00 5719.50 +5.50 0 305 +0
Total Volume and Open Interest 170,025 713,931 +1,483
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 110613 47.14 48.74 34.84 40.64 -7.00 2,181 4,670 -1,903
Jul11 110613 45.64 47.14 33.04 38.79 -7.60 2,180 6,361 +2,102
Aug11 110613 40.64 48.14 35.64 40.64 -7.00 0 2 +0
Total Volume and Open Interest 4,361 11,033 +199
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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