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Daily Futures Price Listing Tue June 14, 2011
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jul11 110614 1382.25 1387.00 1353.50 1368.00 -14.75 97,627 164,657 -16,124
Aug11 110614 1377.00 1381.25 1348.50 1362.50 -15.00 16,038 40,272 +165
Sep11 110614 1373.00 1378.00 1345.75 1360.75 -14.50 3,924 20,929 +99
Nov11 110614 1375.00 1379.75 1347.50 1363.75 -13.00 51,997 253,404 +7,042
Jan12 110614 1386.50 1388.50 1357.50 1373.75 -12.75 4,045 36,583 +1,774
Mar12 110614 1390.00 1391.00 1363.00 1378.50 -12.25 2,068 21,859 +197
May12 110614 1385.00 1389.00 1360.00 1375.25 -11.25 2,152 24,700 +435
Total Volume and Open Interest 178,909 590,261 -6,069
Soybean Meal(CBOT)
Jul11 110614 369.10 370.10 355.30 358.70 -11.40 34,395 76,595 -1,091
Aug11 110614 364.90 366.60 353.40 356.70 -9.70 14,118 42,722 -1,614
Sep11 110614 362.00 363.30 352.00 355.50 -8.30 3,566 20,900 +537
Oct11 110614 358.60 359.60 349.00 352.90 -8.00 1,176 16,883 +22
Dec11 110614 360.70 362.70 351.00 354.70 -8.30 13,372 64,439 +1,471
Jan12 110614 362.90 364.60 353.90 356.30 -8.30 283 5,317 +30
Mar12 110614 362.00 362.00 355.00 357.90 -7.90 365 3,456 +6
May12 110614 359.60 363.50 356.00 356.10 -7.40 225 5,285 +7
Total Volume and Open Interest 67,709 240,724 -531
Soybean Oil(CBOT)
Jul11 110614 56.90 57.08 56.33 56.85 +0.03 69,306 103,718 -5,521
Aug11 110614 57.20 57.35 56.58 57.09 unch 20,617 33,984 -1,989
Sep11 110614 57.54 57.63 56.88 57.37 unch 6,090 30,278 +854
Oct11 110614 57.73 57.87 57.17 57.64 -0.03 1,290 15,532 +186
Dec11 110614 58.27 58.47 57.71 58.18 -0.03 27,309 116,007 +4,873
Jan12 110614 58.62 58.64 58.02 58.43 -0.04 926 11,196 +233
Mar12 110614 58.90 58.90 58.28 58.73 -0.03 684 6,992 +129
May12 110614 58.61 58.83 58.46 58.83 unch 448 5,570 -63
Total Volume and Open Interest 126,697 326,815 -1,296
Canola(WCE)
Jul11 110614 588.5 588.5 581.3 582.7 -6.3 3,631 47,400 -1,449
Nov11 110614 591.4 591.4 584.3 585.4 -6.4 4,744 105,476 +1,135
Jan12 110614 595.2 596.7 591.0 592.1 -6.3 294 11,755 +83
Mar12 110614 601.5 603.6 597.6 598.4 -6.0 767 3,706 +285
May12 110614 603.5 605.0 601.5 601.6 -6.0 526 1,337 +260
Total Volume and Open Interest 10,257 172,738 +290
Corn(CBOT)
Jul11 110614 779.25 779.50 752.50 755.50 -27.00 171,077 449,644 -17,141
Sep11 110614 748.50 748.50 721.75 729.00 -22.75 81,861 289,647 +17,381
Dec11 110614 700.00 700.75 674.75 685.00 -19.50 82,905 489,513 +3,960
Mar12 110614 710.50 711.25 686.25 697.50 -18.75 7,219 86,684 +505
May12 110614 716.25 716.25 694.00 704.50 -17.75 2,055 19,734 +159
Jul12 110614 720.75 721.50 699.50 709.50 -18.00 2,755 53,022 +442
Total Volume and Open Interest 355,175 1,471,841 +7,766
Wheat(CBOT)
Jul11 110614 743.00 748.00 714.25 731.25 -11.75 110,637 116,079 -23,832
Sep11 110614 776.25 780.00 746.00 762.00 -14.00 67,988 128,090 +9,016
Dec11 110614 812.25 819.25 788.75 802.50 -14.00 60,184 102,305 -1,078
Mar12 110614 858.00 858.50 827.00 841.50 -14.00 11,046 27,511 +2,510
May12 110614 869.75 869.75 839.75 853.25 -15.00 2,645 8,864 -113
Total Volume and Open Interest 259,524 444,314 -12,869
Wheat(KCBT)
Jul11 110614 851.00 854.75 827.75 839.75 -11.25 19,317 45,868 -4,739
Sep11 110614 868.75 871.50 845.50 858.75 -10.25 11,836 58,864 +702
Dec11 110614 895.00 896.00 870.25 883.75 -8.75 7,160 46,084 +239
Mar12 110614 908.00 910.50 884.50 897.75 -10.25 990 8,966 -56
May12 110614 912.25 912.25 887.75 901.50 -10.25 153 1,539 +9
Total Volume and Open Interest 39,907 175,619 -4,027
Wheat(MGE)
Jul11 110614 987.75 996.00 966.00 968.50 -16.75 1,218 8,150 -348
Sep11 110614 936.00 939.50 911.00 918.00 -17.25 2,464 22,759 +211
Dec11 110614 936.00 937.50 910.00 915.00 -19.25 2,301 18,047 +401
Mar12 110614 943.25 947.00 921.25 926.75 -19.00 571 3,619 +102
May12 110614 949.50 949.50 924.75 932.00 -16.50 205 1,193 -40
Total Volume and Open Interest 7,061 60,415 +344
Oats(CBOT)
Jul11 110614 401.25 401.25 381.25 387.50 -13.50 763 5,619 +8
Sep11 110614 395.00 398.00 388.50 394.00 -7.00 43 2,976 +12
Dec11 110614 401.50 409.00 400.00 405.00 -4.00 394 3,886 +67
Mar12 110614 415.50 421.00 411.75 417.00 -4.00 0 23 +0
Total Volume and Open Interest 1,232 12,521 +103
Rough Rice(CBOT)
Jul11 110614 14.60 14.64 14.23 14.34 -0.27 455 10,635 -114
Sep11 110614 15.68 15.72 15.33 15.44 -0.26 244 6,935 +62
Nov11 110614 16.04 16.04 15.66 15.77 -0.23 87 2,193 +32
Jan12 110614 16.20 16.20 16.09 16.09 -0.22 2 251 +0
Total Volume and Open Interest 788 20,315 -20
Live Cattle(CME)
Jun11 110614 103.100 104.635 102.950 104.285 +1.085 2,355 14,934 -877
Aug11 110614 103.950 105.800 103.750 105.350 +1.315 22,199 147,118 +2,037
Oct11 110614 110.600 111.850 110.080 111.535 +0.805 8,763 80,756 +407
Dec11 110614 115.700 116.330 115.000 115.830 +0.130 6,261 59,481 +762
Feb12 110614 118.550 119.350 118.050 118.450 -0.300 2,850 16,344 -97
Apr12 110614 120.200 121.250 119.980 120.700 +0.200 1,065 8,255 +201
Total Volume and Open Interest 43,671 329,125 +2,490
Feeder Cattle(CME)
Aug11 110614 124.800 127.600 124.650 127.250 +2.465 2,831 21,055 +171
Sep11 110614 126.400 128.785 126.100 128.685 +2.385 426 5,942 -5
Oct11 110614 127.500 129.750 127.400 129.600 +2.450 656 4,781 +21
Nov11 110614 128.750 130.850 128.535 130.735 +1.950 308 2,391 +59
Jan12 110614 129.250 131.185 129.250 130.400 +1.400 58 1,113 +37
Mar12 110614 128.935 131.000 128.935 130.500 +1.250 21 88 +12
Apr12 110614 129.000 130.100 129.000 130.000 +1.800 0 13 +0
Total Volume and Open Interest 4,301 35,395 +295
Lean Hogs(CME)
Jun11 110614 92.100 92.230 91.535 91.850 -0.630 3,065 5,934 -500
Jul11 110614 93.350 94.950 92.850 94.450 +0.915 17,434 35,536 -6,168
Aug11 110614 92.285 94.330 92.000 94.000 +1.615 14,989 68,310 +4,151
Oct11 110614 86.700 87.980 86.400 87.680 +0.750 7,015 47,690 -928
Dec11 110614 85.550 86.050 84.885 85.700 -0.300 5,925 38,218 -436
Feb12 110614 88.550 88.800 87.700 88.680 -0.120 2,632 10,767 +311
Apr12 110614 89.900 90.000 88.850 89.850 +0.550 402 5,432 +2
May12 110614 93.135 93.850 93.135 93.850 +0.050 34 328 +34
Total Volume and Open Interest 52,176 216,434 -3,215
Class III Milk(CME)
Jun11 110613 19.05 19.16 19.03 19.15 +0.08 39 4,954 +14
Jul11 110614 19.77 20.07 19.73 19.98 +0.21 171 5,309 +19
Aug11 110614 18.92 19.09 18.85 19.02 +0.17 99 4,947 +23
Sep11 110614 18.47 18.65 18.47 18.65 +0.13 47 4,715 -7
Oct11 110614 17.88 17.98 17.84 17.95 +0.05 22 3,634 -4
Total Volume and Open Interest 431 33,688 +47
Cocoa(ICE)
Jul11 110614 2999 3066 2999 3014 +13 7,007 10,488 -4,910
Sep11 110614 2963 3020 2960 2994 +26 9,955 66,483 +511
Dec11 110614 3000 3035 2994 3019 +23 2,478 33,819 +1,047
Mar12 110614 3032 3071 3032 3061 +25 1,236 28,349 +791
May12 110614 3030 3069 3030 3058 +18 278 7,918 +54
Jul12 110614 3060 3063 3060 3063 +18 936 3,398 +183
Sep12 110614 3059 3073 3059 3068 +17 149 5,695 +138
Total Volume and Open Interest 22,844 162,422 -1,388
Coffee "C"(ICE)
Jul11 110614 268.65 269.70 265.00 269.25 +1.80 14,477 22,650 -7,561
Sep11 110614 270.95 272.75 268.10 272.30 +1.80 10,554 44,602 +2,856
Dec11 110614 274.50 276.60 273.00 276.25 +1.75 2,476 26,997 +680
Mar12 110614 278.30 279.50 276.90 279.20 +1.75 260 5,925 +59
May12 110614 278.85 281.00 278.85 281.00 +1.85 68 3,237 +41
Jul12 110614 280.00 281.30 279.45 281.30 +1.80 53 1,514 +26
Total Volume and Open Interest 27,954 107,044 -3,863
Orange Juice(ICE)
Jul11 110614 183.15 186.65 182.70 185.95 +2.80 876 20,015 -322
Sep11 110614 179.15 183.30 179.05 182.55 +2.95 744 11,605 +247
Nov11 110614 174.20 177.65 173.95 177.05 +2.90 149 3,629 -4
Jan12 110614 171.95 173.75 171.95 173.75 +3.00 188 621 +181
Mar12 110614 171.40 173.10 171.40 172.85 +3.00 8 135 +1
May12 110614 168.00 172.00 168.00 172.00 +3.55 31 121 +27
Total Volume and Open Interest 1,996 36,190 +130
Sugar #11(ICE)
Jul11 110614 25.42 25.73 24.91 25.15 -0.44 60,632 158,561 -9,807
Oct11 110614 24.40 24.59 23.89 24.23 -0.15 53,231 238,107 +16,976
Mar12 110614 24.20 24.32 23.64 24.02 -0.16 21,033 102,882 +3,742
May12 110614 23.82 23.94 23.30 23.62 -0.20 4,903 31,582 +634
Jul12 110614 23.50 23.60 22.97 23.33 -0.20 3,641 50,084 +302
Total Volume and Open Interest 145,284 635,156 +12,599
London Cocoa(LCE)
Jul11 110614 1826 1870 1826 1849 +11 3,847 71,216 -596
Sep11 110614 1837 1866 1830 1846 +1 6,726 41,168 +812
Dec11 110614 1864 1889 1856 1871 -2 1,624 35,051 +453
Mar12 110614 1883 1910 1880 1894 -1 1,118 39,625 +304
May12 110614 1889 1915 1887 1905 +2 51 9,832 -24
Jul12 110614 1895 1912 1895 1911 +2 13 4,376 -1
Sep12 110614 1907 1920 1907 1917 +1 5 3,195 +3
Total Volume and Open Interest 13,419 212,394 +981
London Sugar(LCE)
Aug11 110614 719.80 722.00 698.70 703.00 -20.50 4,308 25,315 -728
Oct11 110614 656.40 660.00 642.90 645.50 -13.20 766 12,973 +398
Dec11 110614 640.60 640.80 632.00 633.50 -8.90 205 5,504 +106
Mar12 110614 619.60 627.00 613.10 618.60 -6.10 351 4,815 +220
May12 110614 615.00 617.60 609.00 612.00 -4.00 21 2,075 +0
Total Volume and Open Interest 5,675 53,332 -5
Cotton(ICE)
Jul11 110614 150.70 155.85 149.32 155.54 +4.59 22,392 36,316 -11,166
Oct11 110614 138.50 139.67 135.50 138.54 -1.04 16 461 -6
Dec11 110614 131.45 132.08 128.52 131.78 +0.20 13,599 90,688 +1,943
Mar12 110614 123.80 125.28 121.96 125.11 +0.20 1,400 13,209 +764
May12 110614 115.51 117.12 114.00 117.11 +0.20 175 3,391 +86
Jul12 110614 110.50 111.97 109.03 111.97 +0.28 24 5,987 -6
Total Volume and Open Interest 37,708 153,133 -8,349
Lumber(CME)
Jul11 110614 225.4 227.4 222.5 223.6 +0.1 517 4,255 -118
Sep11 110614 240.0 243.4 238.0 238.3 -1.0 627 5,274 -124
Nov11 110614 247.3 251.5 247.3 247.5 +2.0 163 1,298 +92
Jan12 110614 266.1 266.1 265.1 265.1 +0.1 11 69 +6
Total Volume and Open Interest 1,319 10,902 -144
Crude Oil(NYM)
Jul11 110614 97.09 99.64 96.51 99.37 +2.07 379,238 203,326 -31,153
Aug11 110614 97.73 100.11 97.01 99.86 +2.02 147,708 202,913 +28,225
Sep11 110614 98.09 100.50 97.52 100.31 +1.95 75,422 147,356 +11,107
Oct11 110614 98.16 100.77 97.99 100.71 +1.89 30,975 58,936 +2,134
Nov11 110614 99.40 101.10 98.45 101.08 +1.84 21,580 52,935 +2,559
Dec11 110614 99.02 101.50 98.76 101.36 +1.81 61,440 184,139 -448
Jan12 110614 99.67 101.65 99.08 101.60 +1.77 13,124 47,883 +956
Feb12 110614 99.92 101.83 99.92 101.83 +1.73 8,273 24,995 +681
Mar12 110614 100.18 102.06 100.09 102.05 +1.70 7,503 29,093 -530
Apr12 110614 101.28 102.25 101.15 102.25 +1.67 3,995 18,363 +84
May12 110614 100.59 102.44 100.53 102.44 +1.63 3,263 17,097 +265
Jun12 110614 100.27 102.61 100.27 102.61 +1.58 15,549 72,669 +462
Jul12 110614 102.74 102.74 102.74 102.74 +1.55 3,798 33,184 -688
Aug12 110614 102.78 102.78 102.78 102.78 +1.54 1,764 12,989 -112
Sep12 110614 102.81 102.81 102.81 102.81 +1.54 1,185 14,408 +323
Oct12 110614 102.85 102.85 102.85 102.85 +1.53 581 9,339 +13
Total Volume and Open Interest 816,977 1,547,443 +17,472
e-miNY Crude Oil(NYM)
Jun11 110519 99.675 100.800 98.250 98.450 -1.650 6,142 2,098 -382
Jul11 110614 97.075 99.625 96.500 99.375 +2.075 9,255 2,848 +45
Aug11 110614 97.525 100.125 97.050 99.850 +2.000 556 1,052 +7
Sep11 110614 97.925 100.300 97.625 100.300 +1.950 47 438 +5
Oct11 110614 98.750 100.700 98.650 100.700 +1.875 3 206 +3
Nov11 110614 101.075 101.075 101.075 101.075 +1.825 0 21 +0
Dec11 110614 99.450 101.350 99.450 101.350 +1.800 26 300 -1
Jan12 110614 101.600 101.600 101.600 101.600 +1.775 2 6 +0
Feb12 110614 101.825 101.825 101.825 101.825 +1.725 0 3 +0
Mar12 110614 102.050 102.050 102.050 102.050 +1.700 0 8 +0
Total Volume and Open Interest 9,889 5,043 +59
Heating Oil(NYM)
Jul11 110614 310.14 315.36 309.12 312.58 +2.00 41,924 82,219 -3,463
Aug11 110614 311.36 316.67 310.53 313.91 +1.89 15,707 58,211 +3,624
Sep11 110614 313.10 318.31 313.05 315.63 +1.87 11,858 40,673 -50
Oct11 110614 314.70 319.73 314.70 317.34 +1.80 5,168 18,267 +328
Nov11 110614 316.54 321.80 316.54 319.14 +1.81 3,349 17,892 +940
Dec11 110614 318.87 323.42 318.87 320.69 +1.82 8,301 35,755 -335
Jan12 110614 322.37 322.84 322.23 322.23 +1.83 4,036 19,044 +333
Feb12 110614 323.12 323.12 322.44 322.44 +1.85 2,789 7,268 +477
Mar12 110614 321.56 321.56 321.19 321.19 +1.87 518 5,528 +258
Apr12 110614 318.88 318.88 318.50 318.74 +1.92 322 2,067 +121
May12 110614 316.41 316.41 316.41 316.41 +1.97 537 2,109 +57
Jun12 110614 313.90 315.01 313.90 315.01 +2.02 2,324 19,443 +601
Total Volume and Open Interest 97,622 320,546 +3,308
Gasoline(NYMEX)
Jul11 110614 300.27 306.79 299.68 306.46 +6.78 47,492 65,455 -6,487
Aug11 110614 297.89 303.37 297.41 302.50 +4.61 24,536 49,518 +2,162
Sep11 110614 296.80 301.58 296.65 300.69 +3.99 15,683 41,904 +981
Oct11 110614 285.69 289.73 285.69 288.97 +3.41 7,136 23,060 +664
Nov11 110614 285.68 287.74 285.43 286.76 +3.14 4,318 14,394 +804
Dec11 110614 281.83 286.41 281.83 285.54 +3.01 6,420 27,204 +41
Jan12 110614 284.93 286.16 284.77 286.14 +3.00 1,001 7,549 +150
Feb12 110614 287.95 287.95 286.55 287.64 +2.94 568 4,142 -228
Mar12 110614 288.62 289.50 288.46 289.29 +2.90 515 4,631 +370
Apr12 110614 300.87 300.87 300.87 300.87 +2.91 207 4,118 +31
Total Volume and Open Interest 108,468 257,663 -1,350
e-miNY RBOB Gasoline(NYM)
Jul11 110613 300.00 300.00 299.70 299.70 -2.10 0 3 +0
Aug11 110614 302.50 302.50 302.50 302.50 +4.60 0 2 +0
Sep11 110614 300.70 300.70 300.69 300.70 +4.00      
Oct11 110614 289.00 289.00 288.97 289.00 +3.40 0 1 +0
Total Volume and Open Interest 0 8 +0
Natural Gas(NYM)
Jul11 110614 4.611 4.654 4.558 4.581 -0.065 131,200 155,999 -16,583
Aug11 110614 4.642 4.691 4.594 4.613 -0.065 49,186 96,887 +3,513
Sep11 110614 4.670 4.713 4.615 4.635 -0.066 56,837 177,974 +14,991
Oct11 110614 4.710 4.740 4.647 4.668 -0.061 26,782 115,831 -958
Nov11 110614 4.851 4.857 4.775 4.793 -0.059 16,226 78,065 +2,239
Dec11 110614 4.995 5.037 4.947 4.967 -0.054 8,508 46,466 -450
Jan12 110614 5.095 5.124 5.045 5.062 -0.051 9,244 91,951 -360
Feb12 110614 5.097 5.097 5.035 5.050 -0.051 1,394 20,741 +175
Mar12 110614 5.022 5.026 4.976 4.992 -0.048 3,778 40,289 +73
Apr12 110614 4.854 4.861 4.821 4.839 -0.043 4,707 43,215 +550
May12 110614 4.868 4.870 4.840 4.851 -0.042 458 9,839 +37
Jun12 110614 4.891 4.895 4.869 4.877 -0.042 256 10,858 +37
Jul12 110614 4.934 4.941 4.904 4.919 -0.041 372 7,033 +52
Aug12 110614 4.959 4.976 4.935 4.947 -0.039 154 6,981 +74
Sep12 110614 4.960 4.980 4.943 4.957 -0.039 166 7,157 +54
Oct12 110614 5.025 5.025 4.987 5.002 -0.039 1,986 21,460 +1,084
Total Volume and Open Interest 313,116 1,006,402 +4,744
Brent Crude Oil(ICE)
Jul11 110614 118.70 120.75 118.56 120.16 +1.06 186,204 116,792 -20,351
Aug11 110614 118.00 120.00 117.90 119.35 +0.93 132,660 203,037 +18,430
Sep11 110614 117.45 119.45 117.33 118.86 +1.03 51,727 124,818 +4,697
Oct11 110614 116.98 119.10 116.91 118.52 +1.10 27,079 59,521 -73
Nov11 110614 117.03 118.88 116.94 118.30 +1.14 16,797 37,001 +763
Dec11 110614 116.54 118.66 116.41 118.09 +1.16 50,964 89,912 -824
Jan12 110614 116.94 118.31 116.33 117.86 +1.19 4,580 21,024 -53
Feb12 110614 116.68 117.99 116.68 117.61 +1.20 3,627 18,196 -504
Mar12 110614 116.42 117.79 116.42 117.36 +1.21 4,412 31,533 +2,088
Apr12 110614 117.08 117.08 117.08 117.08 +1.21 1,741 9,047 -58
May12 110614 116.78 116.78 116.78 116.78 +1.20 1,481 5,391 +8
Jun12 110614 115.60 116.99 115.60 116.48 +1.21 7,610 41,480 +27
Jul12 110614 116.20 116.20 116.20 116.20 +1.21 347 6,224 +126
Aug12 110614 115.91 115.91 115.91 115.91 +1.20 683 4,402 +577
Total Volume and Open Interest 511,108 904,095 +6,443
Gas Oil(ICE)
Jul11 110614 977.25 994.50 976.00 992.00 +4.50 99,579 150,444 +11,735
Aug11 110614 981.00 998.50 980.00 996.25 +4.75 42,431 86,933 +5,509
Sep11 110614 990.00 1001.75 985.75 999.50 +4.50 19,695 57,058 -890
Oct11 110614 990.00 1002.75 988.25 1001.75 +4.50 7,196 29,429 -77
Nov11 110614 993.75 1005.25 989.50 1002.75 +4.25 4,883 26,516 +561
Dec11 110614 995.00 1006.50 990.75 1004.00 +4.25 16,638 61,977 +215
Jan12 110614 997.50 1008.50 993.25 1006.25 +4.00 2,252 25,972 +26
Feb12 110614 1004.75 1006.00 1000.50 1006.00 +4.00 3,308 8,836 +371
Mar12 110614 995.50 1005.75 993.00 1004.50 +4.00 3,040 10,462 +911
Apr12 110614 1003.25 1003.25 996.50 1002.25 +4.25 1,805 5,907 +358
Total Volume and Open Interest 207,512 559,007 +7,405
Ethanol(CBOT)
Jun11 110603 2.638 2.640 2.633 2.640 -0.012 38 199 -65
Jul11 110614 2.746 2.755 2.722 2.751 -0.026 217 1,027 -45
Aug11 110614 2.758 2.758 2.708 2.735 -0.033 317 1,599 +50
Sep11 110614 2.660 2.690 2.660 2.679 -0.037 77 1,378 +7
Oct11 110614 2.561 2.577 2.558 2.566 -0.039 90 1,104 +26
Nov11 110614 2.496 2.501 2.492 2.493 -0.045 43 904 -2
Dec11 110614 2.485 2.490 2.470 2.478 -0.044 65 1,283 +24
Jan12 110614 2.458 2.458 2.447 2.449 -0.041 6 667 +2
Total Volume and Open Interest 870 9,371 +107
WTI Crude Oil(ICE
Jul11 110614 96.79 99.62 96.50 99.37 +0.08 84,406 65,133 -8,271
Aug11 110614 97.17 100.10 97.01 99.86 +2.02 43,384 56,351 +6,368
Sep11 110614 97.88 100.51 97.59 100.31 +1.95 25,236 42,015 +1,151
Oct11 110614 99.02 100.91 98.03 100.71 +1.89 14,065 22,900 -432
Nov11 110614 99.31 101.28 98.56 101.08 +1.84 12,017 20,118 +1,228
Dec11 110614 98.81 101.55 98.81 101.36 +1.81 33,669 86,205 +683
Jan12 110614 99.85 101.60 99.56 101.60 +1.77 4,054 15,548 +745
Feb12 110614 100.11 101.83 99.82 101.83 +1.73 2,231 4,544 -310
Mar12 110614 100.35 102.05 100.35 102.05 +1.70 2,165 12,303 -13
Apr12 110614 102.25 102.25 102.25 102.25 +1.67 693 4,134 +96
May12 110614 102.44 102.44 102.44 102.44 +1.63 599 3,114 -245
Jun12 110614 101.39 102.61 101.20 102.61 +1.58 4,882 27,681 -184
Jul12 110614 102.74 102.74 102.74 102.74 +1.55 400 4,288 +70
Aug12 110614 102.78 102.78 102.78 102.78 +1.54 76 887 +47
Sep12 110614 102.81 102.81 102.81 102.81 +1.54 6 4,300 +0
Oct12 110614 102.85 102.85 102.85 102.85 +1.53 0 511 +0
Total Volume and Open Interest 242,708 483,080 +7,274
US Dollar Index(ICE)
Sep11 110614 74.875 75.005 74.590 74.692 -0.183 36,301 51,513 +11,625
Dec11 110614 75.240 75.340 75.050 75.143 -0.197 12 516 +12
Mar12 110614 75.702 75.702 75.702 75.702 -0.198 0 1 +0
Total Volume and Open Interest 55,620 78,278 +8,487
Australian Dollar(CME)
Jun11 110613 105.31 105.83 105.24 105.74 +0.05 106,909 69,321 -10,265
Sep11 110614 104.80 105.84 104.39 105.65 +0.73 117,274 109,474 +6,309
Dec11 110614 103.11 104.50 103.11 104.43 +0.79 3 72 +0
Total Volume and Open Interest 151,917 167,261 -5,300
British Pound(CME)
Jun11 110613 162.33 163.42 162.18 163.20 +0.80 110,422 45,406 -18,257
Sep11 110614 163.55 164.23 163.35 163.64 +0.10 141,743 85,378 +15,469
Dec11 110614 163.35 163.43 163.33 163.43 +0.10 1 99 +0
Total Volume and Open Interest 181,830 119,434 +4,012
Canadian Dollar(CME)
Jun11 110614 102.49 103.27 102.35 103.25 +0.85 30,060 45,841 -10,870
Sep11 110614 102.21 103.13 102.09 103.08 +0.92 99,241 84,484 +15,320
Dec11 110614 101.98 102.84 101.92 102.84 +0.92 71 3,548 +49
Mar12 110614 102.60 102.61 101.68 102.60 +0.92 16 466 +36
Total Volume and Open Interest 129,389 134,675 +4,536
Japanese Yen(CME)
Jun11 110613 124.58 124.63 123.67 124.61 +0.12 126,139 41,478 -20,776
Sep11 110614 124.70 124.92 124.07 124.31 -0.44 95,349 95,568 +9,357
Dec11 110614 124.75 124.89 124.19 124.39 -0.46 39 283 +21
Total Volume and Open Interest 130,518 126,043 -1,955
Swiss Franc(CME)
Jun11 110613 118.66 119.66 118.10 119.51 +0.75 49,751 42,172 -8,694
Sep11 110614 119.50 119.86 118.30 118.49 -0.92 42,535 54,897 +5,977
Dec11 110614 119.30 119.71 118.44 118.56 -0.92 7 104 +7
Total Volume and Open Interest 57,411 90,008 -1,184
EuroFX(CME)
Jun11 110613 143.34 143.97 143.22 143.94 +0.42 357,202 146,745 -42,648
Sep11 110614 143.74 144.56 143.39 144.26 +0.54 327,614 183,638 +27,232
Dec11 110614 143.79 143.99 143.30 143.84 +0.54 98 221 +52
Total Volume and Open Interest 447,705 296,700 -7,005
Mexican Peso(CME)
Jun11 110613 840.5 844.0 839.2 844.0 +1.8 34,060 63,984 -5,741
Jul11 110614 847.0 847.0 842.0 847.0 +5.0      
Total Volume and Open Interest 76,285 165,902 -2,906
30-Year T-Bonds(CBOT)
Jun11 110531 125~260 126~090 125~110 126~050 +0~090 370,649 125,465 -108,773
Sep11 110614 125~140 125~170 123~230 123~280 -1~170 294,008 652,842 +6,116
Dec11 110614 123~070 123~310 122~130 122~140 -1~170 2 30 +1
Total Volume and Open Interest 303,577 679,591 +3,625
10-Year T-Notes(CBOT)
Jun11 110614 124~280 124~280 123~300 123~315 -0~250 23,386 60,387 -5,557
Sep11 110614 123~135 123~150 122~145 122~170 -0~260 1,076,705 1,766,607 +15,618
Dec11 110614 121~120 122~015 121~055 121~070 -0~265 0 23 +0
Total Volume and Open Interest 1,100,091 1,827,017 +10,061
5-Year T-Notes(CBOT)
Jun11 110613 120~120 121~001 120~087 120~108 +0~072 272,931 205,061 -65,504
Sep11 110614 119~100 119~105 119~026 119~031 -0~065 555,934 1,540,964 +27,411
Dec11 110614 118~015 118~080 118~015 118~015 -0~065 1 2 +1
Total Volume and Open Interest 572,149 1,580,234 +22,413
2 Year T-Notes(CBOT)
Jun11 110614 110~006 110~006 109~120 109~121 -0~013 6,061 24,436 +668
Sep11 110614 109~100 109~101 109~086 109~087 -0~012 197,456 992,318 +10,497
Dec11 110614 109~049 109~063 109~049 109~049 -0~014 2 21 +1
Total Volume and Open Interest 203,519 1,016,775 +11,166
Eurodollars(CME)
Sep11 110614 99.675 99.680 99.660 99.670 -0.005 176,748 1,213,874 +23,943
Dec11 110614 99.600 99.605 99.575 99.590 -0.015 200,131 1,511,235 -5,313
Mar12 110614 99.540 99.540 99.500 99.510 -0.030 223,918 1,719,959 +1,066
Jun12 110614 99.435 99.440 99.385 99.390 -0.045 359,911 1,472,355 -75,546
Sep12 110614 99.280 99.285 99.210 99.220 -0.055 358,513 861,498 +19,880
Dec12 110614 99.075 99.080 98.980 98.990 -0.080 281,029 669,770 +15,679
Mar13 110614 98.860 98.865 98.745 98.755 -0.100 180,326 471,524 -22,674
Jun13 110614 98.615 98.620 98.485 98.495 -0.115 162,506 339,079 -9,371
Sep13 110614 98.365 98.370 98.215 98.230 -0.125 95,774 286,571 +2,233
Dec13 110614 98.095 98.105 97.945 97.960 -0.130 97,463 274,773 +4,326
Mar14 110614 97.840 97.850 97.690 97.700 -0.135 68,795 224,738 +6,476
Jun14 110614 97.590 97.595 97.430 97.445 -0.140 46,840 135,863 +9,724
Sep14 110614 97.350 97.350 97.185 97.200 -0.140 27,144 76,589 +5,699
Dec14 110614 97.080 97.095 96.930 96.945 -0.140 23,930 81,585 +3,574
Mar15 110614 96.870 96.875 96.710 96.725 -0.135 20,703 72,969 +2,361
Jun15 110614 4.895 4.895 4.740 4.755 -0.130 11,049 57,184 +1,165
Sep15 110614 4.690 4.690 4.530 4.545 -0.130 9,547 54,459 +1,206
Dec15 110614 4.485 4.485 4.335 4.350 -0.125 8,670 47,736 +924
Total Volume and Open Interest 2,390,705 9,778,677 +9,778,677
30 Day Federal Funds(CBOT)
Jun11 110614 99.900 99.902 99.900 99.900 unch 1,754 59,399 -384
Jul11 110614 99.895 99.900 99.895 99.895 unch 4,305 55,647 +1,081
Aug11 110614 99.880 99.885 99.875 99.880 unch 1,007 51,000 +223
Sep11 110614 99.865 99.865 99.855 99.860 unch 4,384 43,321 -682
Oct11 110614 99.855 99.855 99.845 99.850 unch 1,432 52,762 +579
Nov11 110614 99.845 99.845 99.830 99.835 -0.005 486 54,635 -123
Total Volume and Open Interest 29,994 721,942 +4,833
30 Day Fed Funds(e-CBOT)
3-Mth Euro-Yen(CME)
Sep11 110613 99.668 99.668 99.668 99.668 unch      
Dec11 110614 99.670 99.670 99.670 99.670 unch 0 75 +0
Mar12 110614 99.660 99.660 99.660 99.660 unch      
Jun12 110614 99.665 99.665 99.665 99.665 unch      
Sep12 110614 99.595 99.595 99.595 99.595 unch      
Dec12 110614 99.555 99.555 99.555 99.555 unch      
Mar13 110614 99.555 99.555 99.555 99.555 unch      
Jun13 110614 99.510 99.510 99.510 99.510 unch      
Sep13 110614 99.370 99.370 99.370 99.370 unch      
Dec13 110614 99.230 99.230 99.230 99.230 unch      
Total Volume and Open Interest 0 825 +0
3-Mth Euro-Yen(SGX)
Sep11 110614 99.67 99.67 99.67 99.67 unch 200 1,701 +96
Dec11 110614 99.67 99.67 99.67 99.67 unch 400 1,762 -195
Mar12 110614 99.67 99.67 99.66 99.66 unch 0 4,177 +0
Jun12 110614 99.67 99.67 99.67 99.67 unch 0 1,454 +0
Sep12 110614 99.60 99.60 99.60 99.60 unch 0 411 +0
Dec12 110614 99.56 99.56 99.56 99.56 unch 0 24 +0
Mar13 110614 99.56 99.56 99.56 99.56 unch 0 1 +0
Jun13 110614 99.51 99.51 99.51 99.51 unch      
Total Volume and Open Interest 850 15,165 +151
Japanese Gov't Bonds(SGX)
Sep11 110610 140.71 140.97 140.58 140.92 +0.16 3,267 21,173 +8,370
Dec11 110614 138.89 138.89 138.89 138.89 -0.14 0 1 +0
Mar12 110614 136.80 136.80 136.80 136.80 -0.14      
Total Volume and Open Interest 1,597 21,513 +132
Euro-Bund(EUREX)
Sep11 110614 125.80 125.94 125.32 125.41 -0.53 920,970 950,292 +8,766
Dec11 110614 124.53 124.58 124.16 124.20 -0.53 133 224 +2
Mar12 110614 124.12 124.12 124.12 124.12 -0.53      
Total Volume and Open Interest 921,103 950,516 +8,768
Euro-Bobl(EUREX)
Sep11 110614 116.98 117.03 116.67 116.71 -0.32 696,503 837,334 +54,753
Dec11 110614 115.76 115.76 115.76 115.76 -0.34 1 502 +1
Mar12 110614 115.76 115.76 115.76 115.76 -0.34      
Total Volume and Open Interest 669,292 838,738 +903
3-Mth Euribor(EUREX)
Jun11 110613 98.530 98.530 98.530 98.530 +0.005 299 4,770 +0
Sep11 110614 98.305 98.310 98.295 98.300 -0.010 294 2,558 -214
Dec11 110614 98.175 98.180 98.155 98.155 -0.035 250 1,347 +9
Total Volume and Open Interest 1,707 11,596 -1,014
Long Gilt(LIFFE)
Jun11 110614 122~01 122~04 121~28 121~28 -0~12 14,923 13,997 +7,704
Sep11 110614 120~25 120~31 120~17 120~20 -0~12 126,758 360,070 +12,848
Total Volume and Open Interest 141,681 374,067 +20,552
3-Mth Short Sterling(LIFFE)
Jun11 110614 99.17 99.18 99.17 99.17 -0.01 20,709 399,935 -5,325
Sep11 110614 99.13 99.14 99.10 99.12 -0.01 57,884 427,626 +14,628
Dec11 110614 99.03 99.05 99.02 99.02 -0.02 56,919 448,547 +6,105
Mar12 110614 98.92 98.95 98.91 98.91 -0.03 54,995 416,165 -626
Jun12 110614 98.80 98.82 98.76 98.77 -0.04 69,168 342,076 +5,338
Sep12 110614 98.63 98.65 98.59 98.60 -0.05 47,922 222,089 -3,085
Total Volume and Open Interest 424,664 2,927,620 +34,580
3-Mth Euribor(LIFFE)
Sep11 110614 98.315 98.330 98.290 98.300 -0.010 231,945 708,688 +28,453
Dec11 110614 98.185 98.195 98.145 98.155 -0.035 218,112 580,329 -884
Mar12 110614 98.100 98.115 98.050 98.065 -0.045 223,443 515,010 +10,996
Total Volume and Open Interest 1,415,834 3,910,596 +60,776
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 110614 95.06 95.06 95.02 95.03 -0.02 26,725 262,287 -13,406
Dec11 110614 95.02 95.03 94.99 95.00 -0.01 27,824 192,927 +3,411
Mar12 110614 94.99 95.00 94.95 94.97 -0.01 13,019 100,553 -4,674
Jun12 110614 94.96 94.97 94.93 94.94 unch 7,095 68,684 +261
Sep12 110614 94.90 94.93 94.89 94.90 +0.01 2,812 49,979 -2,578
Dec12 110614 94.86 94.88 94.85 94.86 unch 2,126 34,498 -894
Mar13 110614 94.83 94.85 94.82 94.83 unch 343 23,927 -33
Jun13 110614 94.81 94.81 94.78 94.79 -0.01 314 4,938 +6
Sep13 110614 94.77 94.77 94.76 94.76 -0.01 107 1,576 -95
Total Volume and Open Interest 80,673 740,615 -19,476
10-Year Aus T-Bonds(SFE)
Jun11 110614 94.83 94.85 94.81 94.81 -0.02 331,730 347,618 -90,980
Sep11 110614 94.84 94.86 94.80 94.80 -0.03 298,014 275,425 +184,712
Total Volume and Open Interest 629,744 623,043 +93,732
3-Year Aus T-Bonds(SFE)
Jun11 110614 95.22 95.22 95.19 95.19 +0.11 132,304 772,869 +4,001
Sep11 110614 95.19 95.20 95.16 95.17 unch 212,879 352,697 +166,897
Total Volume and Open Interest 490,544 964,774 +14,143
Gold(CMX)
Jun11 110614 1517.2 1526.2 1513.1 1523.8 +8.8 632 1,851 -409
Aug11 110614 1516.5 1527.6 1512.8 1524.4 +8.8 129,478 333,477 -7,421
Oct11 110614 1518.6 1528.0 1514.2 1525.5 +8.7 964 10,552 +111
Dec11 110614 1520.3 1528.6 1515.2 1526.7 +8.7 3,748 67,480 -1,512
Feb12 110614 1523.4 1530.0 1523.4 1527.9 +8.7 722 8,978 +183
Apr12 110614 1521.9 1529.6 1521.6 1529.3 +8.7 81 5,550 +4
Jun12 110614 1523.0 1530.6 1523.0 1530.6 +8.7 106 12,847 -44
Aug12 110614 1532.4 1534.5 1532.4 1532.4 +8.9 29 4,480 -23
Oct12 110614 1534.4 1534.4 1534.4 1534.4 +9.0 75 4,054 +0
Dec12 110614 1530.0 1536.7 1530.0 1536.7 +9.1 165 12,046 +93
Feb13 110614 1539.6 1539.6 1539.6 1539.6 +9.4 25 262 +3
Apr13 110614 1542.7 1542.7 1542.7 1542.7 +9.5 25 50 +25
Total Volume and Open Interest 137,494 498,666 -8,312
Silver(CMX)
Jul11 110614 3477.0 3560.0 3440.0 3541.1 +67.4 62,371 44,444 -3,257
Sep11 110614 3475.5 3560.0 3442.0 3542.3 +67.8 9,203 25,839 +1,149
Dec11 110614 3487.5 3553.0 3445.0 3543.9 +67.8 3,525 23,029 -720
Mar12 110614 3541.0 3541.0 3541.0 3541.0 +68.1 64 3,800 -14
May12 110614 3512.5 3537.7 3506.0 3537.7 +68.4 9 1,262 +2
Jul12 110614 3535.5 3535.5 3535.5 3535.5 +68.7 45 1,810 +2
Sep12 110614 3533.6 3533.6 3533.6 3533.6 +69.0 3 112 +3
Total Volume and Open Interest 75,456 118,630 -2,882
Platinum(NYMEX)
Jul11 110614 1799.8 1812.6 1788.7 1794.9 -11.9 5,294 27,838 -659
Oct11 110614 1811.7 1812.6 1792.8 1798.0 -12.2 1,568 9,152 +702
Jan12 110614 1804.2 1804.2 1802.5 1802.5 -12.9 109 281 +103
Apr12 110614 1804.4 1804.4 1804.4 1804.4 -12.9 1 25 +0
Total Volume and Open Interest 6,972 37,304 +146
Palladium(NYMEX)
Jun11 110614 798.25 798.25 790.90 790.90 -7.55 6 352 +2
Sep11 110614 794.50 805.85 787.50 792.75 -7.60 2,914 20,873 -23
Dec11 110614 796.80 796.80 793.80 793.80 -7.60 1 651 +1
Total Volume and Open Interest 2,922 21,890 -19
Copper(CMX)
Jul11 110614 403.55 416.65 402.85 415.50 +12.05 44,947 40,058 -1,735
Sep11 110614 405.45 418.45 404.95 417.35 +12.00 14,506 51,010 +3,741
Dec11 110614 408.50 420.20 408.50 419.30 +11.85 5,244 22,332 +3,378
Mar12 110614 415.45 420.85 415.45 420.45 +11.70 959 7,632 +308
May12 110614 420.65 420.65 420.65 420.65 +11.65 13 1,593 -3
Total Volume and Open Interest 66,288 127,793 +5,843
DJIA Index(CBOT)
Jun11 110614 11950 12105 11950 12087 +134 793 20,794 -344
Sep11 110614 11945 12050 11932 12018 +133 475 2,203 +119
Dec11 110614 11952 11952 11819 11952 +133 0 30 +0
Mar12 110614 11887 11887 11754 11887 +133      
Total Volume and Open Interest 1,268 23,027 -225
S & P 500(CME)
Jun11 110614 1283.70 1291.50 1282.70 1289.90 +18.30 56,129 238,562 -37,049
Sep11 110614 1266.80 1286.90 1265.20 1284.50 +18.30 54,168 113,186 +33,944
Dec11 110614 1279.00 1279.60 1275.60 1279.00 +18.40 16 7,693 -3
Mar12 110614 1273.50 1274.10 1270.10 1273.50 +18.40 0 1 +0
Total Volume and Open Interest 110,313 359,447 -3,108
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 110614 1267.50 1287.00 1265.25 1284.50 +18.25 2,355,546 1,201,982 +393,150
Total Volume and Open Interest 3,809,195 3,222,235 +112,442
NASDAQ 100(CME)
Jun11 110614 2238.00 2257.00 2238.00 2250.80 +27.50 1,612 17,808 -178
Sep11 110614 2220.50 2253.00 2216.50 2247.00 +27.20 646 1,013 -24
Dec11 110614 2243.50 2243.50 2243.50 2243.50 +27.20 0 1 +0
Total Volume and Open Interest 2,258 18,822 -202
NASDAQ 100 E-Mini(Globex)
Jun11 110614 2226.00 2256.30 2220.30 2250.80 +27.50 136,078 256,550 -31,668
Sep11 110614 2223.50 2252.80 2216.80 2247.00 +27.20 226,830 91,471 +33,931
Total Volume and Open Interest 362,909 348,038 +2,263
S & P Midcap 400(CME)
Jun11 110614 947.50 949.10 947.00 949.10 +18.90 11 1,829 -35
Sep11 110614 944.75 946.80 943.00 946.80 +18.90 11 46 +4
Dec11 110614 945.40 945.40 944.50 945.40 +18.90      
Total Volume and Open Interest 22 1,875 -31
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Sep11 110614 9435 9640 9435 9615 +165 13,537 29,052 +1,727
Dec11 110614 9550 9605 9550 9600 +175      
Total Volume and Open Interest 7,096 28,725 -28,397
Nikkei 225(SGX)
Sep11 110614 9440 9560 9380 9535 +85 103,314 156,556 +10,502
Dec11 110614 9460 9490 9460 9480 +85 168 6,849 +173
Mar12 110614 9475 9475 9475 9475 +85 0 10 +0
Total Volume and Open Interest 103,650 172,543 -189,683
CAC 40(EURONEXT)
Jun11 110614 3818.5 3878.5 3818.5 3863.5 +57.0 145,091 360,962 -3,018
Jul11 110614 3811.5 3875.5 3811.5 3861.0 +57.0 9,274 63,723 +6,887
Aug11 110614 3843.5 3865.0 3843.5 3865.0 +57.5 1 1 +1
Total Volume and Open Interest 154,539 426,366 +3,991
Hang Seng Index(HKFE)
Jun11 110614 22266 22617 22241 22491 +71 81,271 97,921 +912
Jul11 110614 22270 22622 22250 22500 +95 765 2,776 +69
Total Volume and Open Interest 82,496 105,695 +1,037
DAX(EUREX)
Jun11 110614 7131.5 7234.0 7126.0 7201.0 +108.5 159,799 155,747 -3,522
Sep11 110614 7155.5 7259.0 7154.5 7227.5 +110.5 5,959 29,404 +2,084
Dec11 110614 7185.0 7287.5 7185.0 7256.5 +111.0 2,879 4,387 +930
Total Volume and Open Interest 168,637 189,538 -508
FT-SE 100(EURONEXT)
Jun11 110614 5763.00 5826.00 5756.00 5809.00 +30.50 162,899 568,920 -28,338
Sep11 110614 5727.50 5789.00 5727.50 5773.00 +30.00 44,902 142,649 +26,431
Dec11 110614 5749.00 5749.00 5749.00 5749.00 +29.50 300 539 +234
Total Volume and Open Interest 208,101 712,258 -1,673
SPI 200(SFE)
Jun11 110614 4537.0 4598.0 4512.0 4586.0 +9.0 54,482 195,329 -4,424
Sep11 110614 4526.0 4586.0 4501.0 4574.0 +8.0 23,973 25,883 +17,871
Dec11 110614 4536.0 4590.0 4536.0 4590.0 +7.0 38 3,668 +38
Total Volume and Open Interest 79,270 228,237 +14,138
GSCI(CME)
Jun11 110614 48.04 48.04 48.04 48.04 +7.40 1,863 2,983 -1,687
Jul11 110614 46.14 46.14 46.14 46.14 +7.35 1,817 8,087 +1,726
Aug11 110614 47.64 47.64 47.64 47.64 +7.00 2 2 +0
Total Volume and Open Interest 3,682 11,072 +39
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.
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