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MRCI's End of Day Prices

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MRCI's End of Day Prices
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Daily Futures Price Listing Thu June 16, 2011
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jul11 110616 1370.25 1373.00 1348.00 1350.50 -17.50 101,593 147,761 -7,437
Aug11 110616 1366.50 1369.50 1346.00 1350.00 -14.75 14,572 41,762 +582
Sep11 110616 1367.00 1367.25 1343.25 1348.00 -14.75 6,014 21,767 +355
Nov11 110616 1367.00 1371.75 1345.75 1350.25 -16.50 63,794 274,561 +10,978
Jan12 110616 1376.00 1380.50 1356.75 1359.75 -16.25 5,551 38,149 +170
Mar12 110616 1377.50 1377.50 1361.00 1363.50 -15.75 822 21,713 -49
May12 110616 1379.25 1379.25 1356.00 1360.00 -14.75 1,439 24,783 +121
Total Volume and Open Interest 195,554 599,556 +5,262
Soybean Meal(CBOT)
Jul11 110616 359.50 361.10 353.50 353.70 -6.30 53,206 65,240 -8,022
Aug11 110616 359.00 359.50 352.90 352.90 -6.20 15,195 45,961 +1,948
Sep11 110616 357.60 358.70 352.20 352.20 -6.30 6,706 21,583 +76
Oct11 110616 356.00 356.30 349.80 349.80 -6.70 2,007 16,707 -38
Dec11 110616 357.80 358.00 350.90 350.90 -7.10 15,222 65,223 +49
Jan12 110616 354.80 358.90 352.60 352.60 -7.10 527 5,707 +87
Mar12 110616 359.10 360.80 354.10 354.10 -7.10 288 3,459 +55
May12 110616 355.60 358.30 352.60 352.60 -6.90 401 5,200 +30
Total Volume and Open Interest 93,851 234,276 -5,740
Soybean Oil(CBOT)
Jul11 110616 56.99 57.12 56.09 56.32 -0.73 58,043 94,258 -3,975
Aug11 110616 57.17 57.33 56.34 56.56 -0.70 10,434 35,901 +1,436
Sep11 110616 57.49 57.53 56.66 56.84 -0.67 7,162 31,488 +1,110
Oct11 110616 57.84 57.84 56.88 57.12 -0.64 2,291 15,330 -237
Dec11 110616 58.28 58.39 57.30 57.65 -0.65 27,128 121,333 +1,196
Jan12 110616 57.80 57.96 57.62 57.89 -0.64 2,294 12,182 +822
Mar12 110616 58.06 58.24 57.90 58.19 -0.64 1,572 7,629 +464
May12 110616 58.19 58.93 58.06 58.31 -0.62 290 5,554 +43
Total Volume and Open Interest 109,385 327,204 +879
Canola(WCE)
Jul11 110616 585.9 588.9 581.1 584.1 -1.4 6,123 41,312 -2,941
Nov11 110616 587.6 591.5 582.7 585.5 -3.2 6,611 108,526 +265
Jan12 110616 596.0 596.0 590.9 591.5 -4.1 895 12,230 +477
Mar12 110616 601.0 602.7 596.7 596.7 -5.3 410 4,083 +361
May12 110616 603.9 606.0 599.3 599.3 -5.1 99 1,550 +94
Total Volume and Open Interest 14,189 170,774 -1,718
Corn(CBOT)
Jul11 110616 725.75 728.50 698.75 701.50 -24.25 188,439 420,589 -18,854
Sep11 110616 704.75 708.25 681.25 684.50 -20.25 87,753 314,755 +6,346
Dec11 110616 666.25 672.25 650.00 653.00 -13.00 101,583 494,440 -311
Mar12 110616 677.25 683.25 661.75 665.50 -12.00 14,239 89,363 +1,313
May12 110616 685.00 690.00 669.50 673.00 -11.75 3,906 20,512 +653
Jul12 110616 690.75 697.50 676.50 679.50 -11.50 4,524 54,170 +396
Total Volume and Open Interest 404,111 1,482,562 -9,598
Wheat(CBOT)
Jul11 110616 709.00 717.75 670.00 673.25 -35.25 55,466 98,152 -5,854
Sep11 110616 739.50 749.00 703.25 708.25 -31.00 33,345 140,844 +5,397
Dec11 110616 780.00 788.25 744.00 753.75 -26.00 18,739 108,554 +1,073
Mar12 110616 819.00 825.25 790.75 795.50 -23.50 3,124 29,005 +492
May12 110616 834.50 835.00 803.00 807.25 -23.25 701 9,219 +189
Total Volume and Open Interest 114,458 448,306 +2,037
Wheat(KCBT)
Jul11 110616 820.25 825.88 797.00 798.00 -21.25 18,104 40,637 -2,579
Sep11 110616 839.25 845.00 816.00 817.00 -21.00 12,142 61,491 +1,287
Dec11 110616 863.75 870.00 841.00 841.75 -21.75 5,653 48,536 +2,002
Mar12 110616 884.50 884.50 856.25 857.25 -21.50 823 9,230 +130
May12 110616 885.75 885.75 861.50 861.50 -22.25 81 1,529 -10
Total Volume and Open Interest 37,169 175,749 +744
Wheat(MGE)
Jul11 110616 942.00 943.00 896.75 900.25 -36.75 578 7,115 -270
Sep11 110616 897.00 902.00 875.00 877.75 -18.25 1,955 22,765 -53
Dec11 110616 897.00 903.00 878.75 880.50 -14.75 1,583 18,446 +151
Mar12 110616 913.00 913.00 891.75 892.75 -13.50 517 3,850 +97
May12 110616 911.75 914.75 896.25 896.25 -13.25 332 1,395 +185
Total Volume and Open Interest 5,238 60,299 +155
Oats(CBOT)
Jul11 110616 368.50 372.25 353.75 356.00 -11.50 1,663 5,042 -377
Sep11 110616 374.00 379.75 362.50 363.00 -11.00 328 3,182 +212
Dec11 110616 384.00 389.00 371.25 372.75 -12.25 1,046 4,447 +541
Mar12 110616 383.00 397.00 383.00 384.75 -12.25 4 22 -1
Total Volume and Open Interest 3,049 12,714 +379
Rough Rice(CBOT)
Jul11 110616 14.21 14.27 13.98 14.01 -0.20 2,649 8,807 -1,409
Sep11 110616 15.28 15.32 15.02 15.02 -0.26 2,408 7,208 +62
Nov11 110616 15.60 15.65 15.35 15.35 -0.25 1,908 3,223 +1,021
Jan12 110616 15.93 15.93 15.66 15.66 -0.26 0 253 +0
Total Volume and Open Interest 6,965 19,792 -326
Live Cattle(CME)
Jun11 110616 104.400 107.200 104.285 107.200 +3.000 3,209 12,772 -1,265
Aug11 110616 105.150 107.850 104.950 107.850 +3.000 24,713 144,187 -1,955
Oct11 110616 111.350 114.035 111.100 114.035 +3.000 9,219 80,274 -372
Dec11 110616 115.100 117.700 114.830 117.700 +3.000 9,550 60,250 -87
Feb12 110616 117.135 119.450 116.680 119.350 +2.550 4,705 17,316 +503
Apr12 110616 119.580 121.550 119.400 121.500 +2.320 1,484 8,742 +460
Total Volume and Open Interest 53,729 326,651 -2,119
Feeder Cattle(CME)
Aug11 110616 127.135 129.985 127.100 129.985 +3.005 4,343 20,787 -180
Sep11 110616 128.285 131.250 128.235 131.250 +3.000 1,083 6,004 +36
Oct11 110616 128.825 132.150 128.825 132.150 +3.000 1,106 4,759 -60
Nov11 110616 130.150 132.750 130.150 132.750 +3.000 375 2,472 +19
Jan12 110616 130.550 133.350 130.550 133.000 +2.650 147 1,178 +23
Mar12 110616 131.575 133.500 131.500 133.100 +2.600 25 100 +8
Apr12 110616 131.000 132.500 131.000 132.500 +2.500 11 23 +8
Total Volume and Open Interest 7,090 35,335 -146
Lean Hogs(CME)
Jul11 110616 95.680 95.800 94.785 95.500 +0.250 14,699 26,924 -4,741
Aug11 110616 94.750 95.385 94.400 95.230 +0.695 13,818 77,031 +1,419
Oct11 110616 88.080 88.350 87.730 88.230 +0.095 6,238 46,841 -156
Dec11 110616 85.785 85.950 85.300 85.730 +0.030 4,103 39,156 -180
Feb12 110616 88.000 88.500 87.600 88.350 +0.250 1,166 11,659 +504
Apr12 110616 89.000 89.550 88.650 89.550 +0.120 696 5,571 +210
May12 110616 93.135 93.285 92.850 93.200 -0.150 3 331 +0
Jun12 110616 96.000 96.000 95.250 95.700 -0.585 555 3,859 +184
Total Volume and Open Interest 41,487 212,310 -8,514
Class III Milk(CME)
Jun11 110616 19.25 19.25 19.12 19.20 +0.03 35 4,940 -21
Jul11 110616 19.84 20.14 19.70 20.09 +0.26 287 5,384 +23
Aug11 110616 18.79 19.24 18.63 19.22 +0.40 287 4,981 +26
Sep11 110616 18.35 18.63 18.30 18.61 +0.21 209 4,765 +20
Oct11 110616 17.75 17.90 17.75 17.90 +0.11 121 3,685 +28
Total Volume and Open Interest 1,160 34,030 +154
Cocoa(ICE)
Jul11 110616 2949 2959 2885 2914 -73 4,419 4,031 -2,543
Sep11 110616 2941 2955 2883 2886 -89 11,526 69,658 +1,460
Dec11 110616 2970 2980 2916 2918 -89 2,624 34,943 +778
Mar12 110616 3022 3022 2955 2957 -86 1,325 30,019 +463
May12 110616 3000 3000 2956 2957 -82 597 8,095 +153
Jul12 110616 3015 3015 2961 2961 -82 8 3,444 -18
Sep12 110616 2988 2988 2964 2964 -83 403 6,031 +306
Total Volume and Open Interest 21,504 163,076 +1,188
Coffee "C"(ICE)
Jul11 110616 263.00 264.30 257.50 257.90 -4.75 7,767 15,772 -3,586
Sep11 110616 265.70 267.65 260.55 261.15 -4.70 6,847 50,922 +1,762
Dec11 110616 270.10 271.70 264.85 265.25 -4.95 1,062 27,396 +284
Mar12 110616 272.25 272.25 267.95 268.15 -5.05 250 6,203 +68
May12 110616 273.95 273.95 270.00 270.00 -5.00 57 3,259 +26
Jul12 110616 272.00 272.00 270.20 270.20 -5.10 102 1,514 +29
Total Volume and Open Interest 16,287 107,353 -1,316
Orange Juice(ICE)
Jul11 110616 183.15 183.15 178.10 180.80 -2.35 1,721 18,116 -842
Sep11 110616 180.00 180.00 175.20 177.70 -2.50 1,669 13,628 +828
Nov11 110616 175.85 175.85 170.35 173.50 -1.40 389 3,927 +262
Jan12 110616 169.20 170.80 168.25 170.80 -0.20 76 794 +57
Mar12 110616 166.50 169.65 166.50 169.65 -0.85 42 177 +37
May12 110616 168.80 168.80 168.80 168.80 -0.85 30 156 +30
Total Volume and Open Interest 3,927 36,862 +372
Sugar #11(ICE)
Jul11 110616 25.01 25.96 24.59 25.92 +0.84 64,626 138,971 -5,181
Oct11 110616 24.00 25.00 23.62 24.93 +0.78 59,388 260,758 +9,086
Mar12 110616 23.61 24.66 23.50 24.61 +0.73 13,422 108,092 +2,280
May12 110616 23.54 24.14 23.25 24.10 +0.61 3,217 31,921 +24
Jul12 110616 23.15 23.74 23.03 23.71 +0.49 2,688 51,449 +256
Total Volume and Open Interest 146,018 646,223 +7,410
London Cocoa(LCE)
Jul11 110616 1831 1831 1793 1800 -37 9,535 66,801 -2,994
Sep11 110616 1833 1833 1805 1811 -34 10,400 42,612 +654
Dec11 110616 1855 1857 1832 1838 -34 2,190 35,530 +241
Mar12 110616 1877 1880 1859 1861 -33 1,131 39,621 +7
May12 110616 1890 1893 1869 1875 -30 803 9,756 -73
Jul12 110616 1895 1900 1885 1885 -26 287 4,392 +16
Sep12 110616 1900 1900 1890 1890 -26 21 3,208 +13
Total Volume and Open Interest 24,367 209,851 -2,136
London Sugar(LCE)
Aug11 110616 703.60 716.40 696.00 705.40 -1.10 4,671 25,205 -144
Oct11 110616 645.00 656.80 636.00 651.90 +3.00 1,792 13,385 +184
Dec11 110616 630.80 641.10 623.70 637.50 +2.50 280 5,762 +157
Mar12 110616 619.30 630.00 612.00 627.70 +5.70 261 5,079 +105
May12 110616 614.60 622.00 609.70 620.10 +6.20 45 2,124 +11
Total Volume and Open Interest 7,061 54,197 +305
Cotton(ICE)
Jul11 110616 151.00 152.75 145.96 145.96 -6.00 9,097 29,201 -1,856
Oct11 110616 133.45 133.77 127.46 127.46 -5.99 9 484 +4
Dec11 110616 125.50 126.80 119.80 120.18 -5.62 9,210 95,399 +2,843
Mar12 110616 119.80 120.10 113.60 114.54 -5.06 520 14,011 +285
May12 110616 113.00 113.00 107.69 108.62 -4.07 123 3,626 +37
Jul12 110616 106.00 106.08 104.05 104.90 -1.85 95 6,003 +8
Total Volume and Open Interest 19,224 151,844 +1,351
Lumber(CME)
Jul11 110616 216.9 224.8 214.1 219.9 +2.9 419 3,254 -294
Sep11 110616 230.8 239.0 227.6 234.8 +0.3 495 5,484 -6
Nov11 110616 239.0 247.9 236.9 242.1 +3.1 83 1,370 +59
Jan12 110616 259.2 265.9 259.2 262.0 -0.5 1 69 +0
Total Volume and Open Interest 998 10,183 -241
Crude Oil(NYM)
Jul11 110616 95.29 95.75 94.29 94.95 +0.14 347,721 167,241 -22,617
Aug11 110616 95.74 96.20 94.75 95.36 +0.10 141,206 242,567 +12,078
Sep11 110616 96.20 96.69 95.15 95.77 +0.06 54,273 153,482 -248
Oct11 110616 96.61 96.91 95.62 96.15 +0.04 27,809 61,529 +1,427
Nov11 110616 97.00 97.36 96.05 96.55 +0.05 13,951 56,579 -196
Dec11 110616 97.43 97.65 96.28 96.89 +0.09 50,454 190,308 +1,943
Jan12 110616 97.56 97.86 96.58 97.19 +0.12 9,610 50,304 +743
Feb12 110616 97.90 97.95 96.86 97.46 +0.14 9,561 23,951 -1,468
Mar12 110616 98.22 98.22 97.17 97.71 +0.15 9,883 32,176 +2,884
Apr12 110616 97.79 98.02 97.79 97.94 +0.16 3,744 18,826 +702
May12 110616 98.16 98.16 98.16 98.16 +0.17 3,854 18,038 +703
Jun12 110616 97.80 98.66 97.75 98.36 +0.17 13,618 74,649 +165
Jul12 110616 98.63 99.06 98.29 98.50 +0.17 1,676 31,512 -628
Aug12 110616 98.54 98.54 98.54 98.54 +0.16 1,219 12,034 +139
Sep12 110616 98.55 98.55 98.55 98.55 +0.14 1,412 14,985 +302
Oct12 110616 98.59 98.59 98.59 98.59 +0.12 3,344 10,193 +857
Total Volume and Open Interest 741,412 1,584,927 -2,993
e-miNY Crude Oil(NYM)
Jun11 110519 99.675 100.800 98.250 98.450 -1.650 6,142 2,098 -382
Jul11 110616 95.325 95.750 94.300 94.950 +0.150 8,135 2,735 -262
Aug11 110616 95.800 96.200 94.750 95.350 +0.100 1,092 1,438 +135
Sep11 110616 96.200 96.650 95.200 95.775 +0.075 104 602 +29
Oct11 110616 96.675 96.675 95.950 96.150 +0.050 19 351 +15
Nov11 110616 96.875 96.875 96.550 96.550 +0.050 0 21 +0
Dec11 110616 97.000 97.000 96.850 96.900 +0.100 15 298 +1
Jan12 110616 97.100 97.200 97.100 97.200 +0.125 0 6 +0
Feb12 110616 97.450 97.450 97.450 97.450 +0.125 0 3 +0
Mar12 110616 97.700 97.700 97.700 97.700 +0.150 0 8 +0
Total Volume and Open Interest 9,369 5,623 -82
Heating Oil(NYM)
Jul11 110616 301.40 303.59 296.97 300.38 +1.90 48,518 80,120 -393
Aug11 110616 302.00 304.70 298.79 301.79 +1.95 24,712 63,939 +725
Sep11 110616 303.73 306.25 300.93 303.56 +1.94 10,257 44,843 +1,875
Oct11 110616 305.97 306.30 302.60 305.33 +1.91 6,423 19,660 +1,310
Nov11 110616 307.53 308.23 304.44 307.08 +1.85 3,026 18,662 +181
Dec11 110616 309.29 311.45 305.77 308.60 +1.81 4,657 35,644 +368
Jan12 110616 310.70 311.15 309.23 310.13 +1.81 665 18,714 -126
Feb12 110616 310.75 311.77 307.95 310.43 +1.84 344 7,148 -54
Mar12 110616 310.00 310.64 308.27 309.46 +1.86 70 5,526 -40
Apr12 110616 306.72 307.28 306.72 307.28 +1.84 7 2,035 +0
May12 110616 304.96 305.94 304.96 305.17 +1.84 4 2,118 +0
Jun12 110616 301.74 303.92 301.74 303.92 +1.84 840 19,649 +24
Total Volume and Open Interest 100,307 330,872 +4,228
Gasoline(NYMEX)
Jul11 110616 295.24 298.75 292.90 294.94 +2.59 61,459 55,734 -4,238
Aug11 110616 289.90 293.03 287.29 289.74 +2.03 49,010 58,798 +3,864
Sep11 110616 288.04 290.62 286.26 287.98 +2.11 22,943 43,139 +647
Oct11 110616 276.42 278.83 273.74 276.58 +2.37 8,578 25,548 +290
Nov11 110616 274.50 276.19 272.03 274.48 +2.39 3,922 15,384 +366
Dec11 110616 273.36 275.32 270.59 273.26 +2.33 5,342 28,380 -102
Jan12 110616 275.01 275.01 271.32 273.77 +2.28 1,458 6,866 -606
Feb12 110616 275.13 275.63 275.13 275.28 +2.27 257 4,235 +79
Mar12 110616 276.99 276.99 275.89 276.95 +2.28 187 4,678 +16
Apr12 110616 288.75 288.90 288.65 288.65 +2.23 38 4,183 -6
Total Volume and Open Interest 153,603 262,930 +307
e-miNY RBOB Gasoline(NYM)
Jul11 110616 295.20 295.20 294.90 294.90 +2.50 0 4 +1
Aug11 110616 289.70 289.74 289.70 289.70 +2.00 0 2 +0
Sep11 110616 288.00 288.00 287.98 288.00 +2.10      
Oct11 110616 276.60 276.60 276.58 276.60 +2.40 0 1 +0
Total Volume and Open Interest 0 9 +0
Natural Gas(NYM)
Jul11 110616 4.585 4.595 4.408 4.412 -0.165 100,381 125,692 -7,945
Aug11 110616 4.621 4.628 4.447 4.450 -0.161 44,371 104,893 +3,046
Sep11 110616 4.644 4.652 4.473 4.476 -0.159 26,810 196,347 +3,553
Oct11 110616 4.677 4.687 4.510 4.513 -0.157 19,636 115,941 +362
Nov11 110616 4.792 4.800 4.646 4.649 -0.147 12,914 79,511 -517
Dec11 110616 4.984 4.985 4.836 4.839 -0.136 6,004 46,250 -1,444
Jan12 110616 5.065 5.076 4.940 4.942 -0.129 10,704 90,631 -603
Feb12 110616 5.046 5.054 4.930 4.932 -0.127 1,996 20,589 -104
Mar12 110616 5.006 5.006 4.873 4.875 -0.126 4,107 40,835 +97
Apr12 110616 4.835 4.853 4.730 4.732 -0.112 7,135 45,274 +570
May12 110616 4.838 4.838 4.747 4.747 -0.109 1,184 9,932 +123
Jun12 110616 4.873 4.880 4.777 4.777 -0.105 1,332 11,627 +311
Jul12 110616 4.936 4.936 4.821 4.821 -0.103 1,958 8,099 +914
Aug12 110616 4.950 4.950 4.851 4.851 -0.101 977 7,292 +278
Sep12 110616 4.960 4.970 4.863 4.863 -0.099 943 7,339 +189
Oct12 110616 5.024 5.024 4.908 4.908 -0.101 2,795 22,906 +1,241
Total Volume and Open Interest 256,404 1,013,660 +4,660
Brent Crude Oil(ICE)
Aug11 110616 113.72 114.94 112.55 114.02 +1.01 251,858 229,752 +9,809
Sep11 110616 113.62 114.54 112.15 113.63 +1.02 91,055 130,072 +2,583
Oct11 110616 113.25 114.26 111.88 113.34 +1.01 45,017 67,741 +4,556
Nov11 110616 113.09 113.80 111.72 113.15 +1.01 21,553 37,129 -101
Dec11 110616 113.22 113.87 111.53 112.96 +1.01 59,074 89,840 +3,300
Jan12 110616 112.75 113.36 111.53 112.77 +1.01 6,028 21,903 +372
Feb12 110616 112.38 113.13 111.33 112.55 +1.01 2,987 18,284 -151
Mar12 110616 112.19 112.93 111.14 112.32 +0.99 3,422 32,984 +1,300
Apr12 110616 111.98 112.35 111.64 112.07 +0.99 1,051 8,886 +239
May12 110616 111.81 111.81 111.81 111.81 +0.99 564 5,514 +87
Jun12 110616 112.12 112.47 110.45 111.55 +0.97 3,620 40,911 -352
Jul12 110616 111.31 111.31 111.31 111.31 +0.95 352 6,346 +4
Aug12 110616 111.07 111.07 111.07 111.07 +0.94 376 4,205 -83
Sep12 110616 110.81 110.81 110.81 110.81 +0.93 318 4,727 +100
Total Volume and Open Interest 670,015 860,564 -16,846
Gas Oil(ICE)
Jul11 110616 951.00 959.00 938.50 948.75 -29.75 76,765 141,254 -8,773
Aug11 110616 954.00 962.75 942.25 952.75 -29.75 55,194 97,152 +5,693
Sep11 110616 961.75 966.00 947.00 956.25 -29.75 21,542 56,537 +162
Oct11 110616 964.00 967.00 951.75 959.00 -29.50 9,987 31,669 +1,103
Nov11 110616 965.50 968.25 955.75 960.25 -29.50 5,011 28,211 +1,134
Dec11 110616 966.50 970.00 952.75 961.75 -29.25 15,789 66,472 +1,792
Jan12 110616 969.50 971.50 960.00 964.25 -29.25 1,243 26,777 +270
Feb12 110616 969.50 969.50 960.00 964.25 -29.00 307 9,134 +11
Mar12 110616 967.75 971.25 961.50 963.25 -28.75 1,170 11,276 +668
Apr12 110616 965.75 969.50 961.25 961.25 -28.75 177 5,901 -33
Total Volume and Open Interest 193,197 572,132 +3,486
Ethanol(CBOT)
Jun11 110603 2.638 2.640 2.633 2.640 -0.012 38 199 -65
Jul11 110616 2.683 2.700 2.628 2.634 -0.054 129 939 -44
Aug11 110616 2.665 2.683 2.610 2.620 -0.046 221 1,840 +93
Sep11 110616 2.608 2.620 2.566 2.569 -0.039 45 1,377 +9
Oct11 110616 2.520 2.522 2.467 2.471 -0.028 63 1,155 +33
Nov11 110616 2.425 2.425 2.403 2.406 -0.027 26 917 +6
Dec11 110616 2.424 2.440 2.386 2.392 -0.024 80 1,292 -16
Jan12 110616 2.410 2.410 2.363 2.374 -0.023 27 680 -15
Total Volume and Open Interest 687 9,652 +98
WTI Crude Oil(ICE
Jul11 110616 95.17 95.73 94.28 94.95 +0.14 79,061 53,730 -6,774
Aug11 110616 95.70 96.20 94.75 95.36 +0.10 54,514 60,955 +1,521
Sep11 110616 96.15 96.63 95.19 95.77 +0.06 22,302 42,621 +473
Oct11 110616 96.37 96.99 95.65 96.15 +0.04 13,268 23,359 -401
Nov11 110616 96.74 97.36 96.04 96.55 +0.05 9,908 22,072 +2,356
Dec11 110616 97.11 97.65 96.30 96.89 +0.09 31,510 84,657 -3,094
Jan12 110616 97.78 97.78 96.61 97.19 +0.12 5,041 16,146 +457
Feb12 110616 96.98 97.67 96.87 97.46 +0.14 1,771 4,171 -322
Mar12 110616 97.54 97.88 97.10 97.71 +0.15 1,940 12,696 +341
Apr12 110616 97.94 97.94 97.94 97.94 +0.16 793 4,268 +132
May12 110616 98.16 98.16 98.16 98.16 +0.17 430 3,102 -40
Jun12 110616 97.78 98.62 97.77 98.36 +0.17 3,952 29,036 +587
Jul12 110616 98.50 98.50 98.50 98.50 +0.17 290 4,414 +101
Aug12 110616 98.54 98.54 98.54 98.54 +0.16 60 963 +60
Sep12 110616 98.55 98.55 98.55 98.55 +0.14 100 4,400 +100
Oct12 110616 98.59 98.59 98.59 98.59 +0.12 0 511 +0
Total Volume and Open Interest 239,039 483,458 -4,118
US Dollar Index(ICE)
Sep11 110616 75.975 76.505 75.855 76.225 +0.152 19,034 53,252 +459
Dec11 110616 76.750 76.765 76.535 76.695 +0.173 6 520 +3
Mar12 110616 77.255 77.255 77.255 77.255 +0.173 0 1 +0
Total Volume and Open Interest 19,040 53,773 +462
Australian Dollar(CME)
Sep11 110616 104.40 104.66 103.55 103.82 -0.36 105,867 114,984 +5,809
Dec11 110616 103.28 103.48 102.47 102.66 -0.33 52 132 +50
Mar12 110616 101.52 101.80 101.52 101.52 -0.28      
Total Volume and Open Interest 105,919 115,119 +5,859
British Pound(CME)
Sep11 110616 161.76 162.07 160.60 160.87 -0.73 92,759 90,606 -905
Dec11 110616 161.53 161.53 160.69 160.69 -0.71 3 105 +0
Mar12 110616 160.49 161.19 160.49 160.49 -0.70 1 2 +0
Total Volume and Open Interest 92,763 90,719 -905
Canadian Dollar(CME)
Sep11 110616 101.90 102.09 100.81 101.12 -0.56 88,305 94,613 +9,602
Dec11 110616 101.72 101.82 100.65 100.91 -0.54 95 3,635 -4
Mar12 110616 100.50 101.21 100.50 100.69 -0.52 6 503 -4
Jun12 110616 100.42 100.90 100.42 100.42 -0.48 0 246 +0
Total Volume and Open Interest 88,406 99,117 -33,882
Japanese Yen(CME)
Sep11 110616 123.60 124.33 123.48 124.00 +0.39 105,641 94,148 -3,476
Dec11 110616 123.69 124.24 123.69 124.14 +0.44 3 287 +2
Mar12 110616 124.33 124.33 123.87 124.33 +0.46 0 42 +0
Total Volume and Open Interest 105,644 94,483 -3,474
Swiss Franc(CME)
Sep11 110616 117.27 118.07 117.05 117.71 +0.43 48,631 53,948 -3,679
Dec11 110616 117.70 117.96 117.37 117.84 +0.47 21 96 -5
Mar12 110616 117.97 117.97 117.48 117.97 +0.49 1 1 +1
Total Volume and Open Interest 48,653 54,048 -3,683
EuroFX(CME)
Sep11 110616 141.30 141.86 140.39 141.03 -0.29 231,077 188,826 +2,384
Dec11 110616 141.00 141.49 140.10 140.68 -0.27 187 356 +84
Mar12 110616 140.33 140.59 140.33 140.33 -0.26 3 360 +3
Total Volume and Open Interest 232,070 190,373 +3,274
Mexican Peso(CME)
Jul11 110616 832.2 836.0 832.2 832.2 -3.8      
Aug11 110616 830.2 834.0 830.2 830.2 -3.8      
Total Volume and Open Interest 40,156 110,231 +5,967
30-Year T-Bonds(CBOT)
Jun11 110616 126~220 127~240 126~180 127~200 +1~150 117,071 93,270 -32,195
Sep11 110616 125~120 126~180 125~070 126~110 +0~280 427,695 645,957 -3,884
Dec11 110616 124~310 124~310 124~010 124~290 +0~280 4 30 +1
Total Volume and Open Interest 438,339 667,019 -7,995
10-Year T-Notes(CBOT)
Jun11 110616 125~025 125~265 125~005 125~185 +0~150 15,212 48,572 -7,640
Sep11 110616 123~220 124~160 123~175 124~045 +0~145 1,523,988 1,781,980 +17,599
Dec11 110616 122~035 122~255 122~035 122~255 +0~145 26 24 +0
Total Volume and Open Interest 1,539,226 1,830,576 +9,959
5-Year T-Notes(CBOT)
Jun11 110613 120~120 121~001 120~087 120~108 +0~072 272,931 205,061 -65,504
Sep11 110616 119~117 120~054 119~105 120~016 +0~027 812,383 1,563,870 +10,333
Dec11 110616 119~000 119~000 118~101 119~000 +0~027 0 2 +0
Total Volume and Open Interest 824,290 1,596,417 +7,958
2 Year T-Notes(CBOT)
Jun11 110616 110~005 110~006 109~126 110~002 -0~003 4,926 21,128 -1,250
Sep11 110616 109~103 109~115 109~097 109~103 -0~001 289,580 987,315 -4,878
Dec11 110616 109~075 109~076 109~075 109~075 -0~001 0 21 +0
Total Volume and Open Interest 294,506 1,008,464 -6,128
Eurodollars(CME)
Sep11 110616 99.615 99.625 99.555 99.570 -0.045 241,735 1,215,832 -27,779
Dec11 110616 99.545 99.555 99.500 99.510 -0.035 337,633 1,482,423 -21,165
Mar12 110616 99.490 99.500 99.450 99.455 -0.035 384,513 1,701,375 -22,837
Jun12 110616 99.405 99.425 99.355 99.370 -0.040 466,197 1,474,940 -16,226
Sep12 110616 99.260 99.295 99.215 99.240 -0.035 377,288 897,451 +24,712
Dec12 110616 99.060 99.100 99.020 99.055 -0.015 318,167 678,387 -3,702
Mar13 110616 98.845 98.900 98.810 98.860 +0.010 264,331 480,629 +1,866
Jun13 110616 98.595 98.660 98.565 98.630 +0.030 258,361 317,134 -17,979
Sep13 110616 98.340 98.415 98.315 98.385 +0.045 161,568 300,016 +12,427
Dec13 110616 98.080 98.155 98.050 98.125 +0.050 146,731 286,607 +6,218
Mar14 110616 97.835 97.910 97.800 97.875 +0.050 103,036 224,297 +863
Jun14 110616 97.580 97.665 97.555 97.625 +0.050 109,027 156,212 +6,104
Sep14 110616 97.330 97.430 97.315 97.385 +0.050 37,462 83,913 +2,634
Dec14 110616 97.090 97.185 97.070 97.135 +0.050 28,495 84,991 +2,167
Mar15 110616 96.875 96.970 96.855 96.920 +0.050 31,651 81,167 +6,959
Jun15 110616 4.900 5.005 4.885 4.950 +0.050 27,202 62,283 +4,009
Sep15 110616 4.705 4.800 4.680 4.745 +0.050 12,387 56,212 +1,169
Dec15 110616 4.485 4.605 4.485 4.550 +0.050 12,350 49,388 +1,070
Total Volume and Open Interest 3,376,223 9,884,096 -18,620
30 Day Federal Funds(CBOT)
Jun11 110616 99.897 99.900 99.895 99.897 unch 2,194 57,513 -877
Jul11 110616 99.890 99.890 99.880 99.890 unch 4,027 58,540 +1,839
Aug11 110616 99.875 99.880 99.870 99.875 -0.005 4,360 53,695 +1,880
Sep11 110616 99.855 99.860 99.855 99.860 unch 2,605 44,444 +331
Oct11 110616 99.850 99.855 99.845 99.850 unch 2,661 51,506 -794
Nov11 110616 99.835 99.845 99.835 99.840 +0.005 3,337 52,746 -1,908
Total Volume and Open Interest 56,124 728,513 +2,862
30 Day Fed Funds(e-CBOT)
3-Mth Euro-Yen(CME)
Sep11 110613 99.668 99.668 99.668 99.668 unch      
Dec11 110616 99.665 99.665 99.665 99.665 -0.003 0 75 +0
Mar12 110616 99.655 99.655 99.655 99.655 -0.003      
Jun12 110616 99.652 99.652 99.652 99.652 -0.010      
Sep12 110616 99.585 99.585 99.585 99.585 -0.010      
Dec12 110616 99.545 99.545 99.545 99.545 -0.010      
Mar13 110616 99.545 99.545 99.545 99.545 -0.010      
Jun13 110616 99.500 99.500 99.500 99.500 -0.010      
Sep13 110616 99.360 99.360 99.360 99.360 -0.010      
Dec13 110616 99.220 99.220 99.220 99.220 -0.010      
Total Volume and Open Interest 0 75 +0
3-Mth Euro-Yen(SGX)
Sep11 110616 99.67 99.67 99.67 99.67 +0.00 0 1,201 +0
Dec11 110616 99.67 99.67 99.66 99.67 0.00 0 1,362 +0
Mar12 110616 99.67 99.67 99.65 99.65 0.00 600 3,659 -518
Jun12 110616 99.65 99.65 99.65 99.65 -0.01 0 1,454 +0
Sep12 110616 99.58 99.58 99.58 99.58 -0.01 0 411 +0
Dec12 110616 99.54 99.54 99.54 99.54 -0.01 0 24 +0
Mar13 110616 99.54 99.54 99.54 99.54 -0.01 0 1 +0
Jun13 110616 99.50 99.50 99.50 99.50 -0.01      
Total Volume and Open Interest 600 8,112 -518
Japanese Gov't Bonds(SGX)
Sep11 110616 140.67 141.09 140.67 141.03 +0.42 2,173 21,567 +187
Dec11 110616 139.11 139.11 139.11 139.11 +0.42 0 1 +0
Mar12 110616 137.02 137.02 137.02 137.02 +0.42      
Total Volume and Open Interest 2,173 21,568 -53
Euro-Bund(EUREX)
Sep11 110616 126.44 126.62 126.13 126.48 +0.53 970,052 925,185 -12,205
Dec11 110616 125.19 125.35 124.95 125.26 +0.53 6 223 -2
Mar12 110616 125.19 125.19 125.19 125.19 +0.53      
Total Volume and Open Interest 970,058 925,408 -12,207
Euro-Bobl(EUREX)
Sep11 110614 116.98 117.03 116.67 116.71 -0.32 696,503 837,334 +54,753
Dec11 110616 116.58 116.58 116.58 116.58 +0.40 0 501 +0
Mar12 110616 116.58 116.58 116.58 116.58 +0.40      
Total Volume and Open Interest 603,415 796,999 -27,918
3-Mth Euribor(EUREX)
Jun11 110613 98.530 98.530 98.530 98.530 +0.005 299 4,770 +0
Sep11 110616 98.270 98.275 98.260 98.270 -0.015 170 2,411 -150
Dec11 110616 98.180 98.190 98.180 98.190 +0.015 12 1,347 +0
Total Volume and Open Interest 267 6,617 -151
Long Gilt(LIFFE)
Jun11 110616 122~29 123~03 122~27 123~00 +0~23 1,349 12,121 -1,349
Sep11 110616 121~11 121~29 121~08 121~24 +0~23 115,616 351,378 +4,385
Total Volume and Open Interest 116,965 363,499 +3,036
3-Mth Short Sterling(LIFFE)
Sep11 110616 99.04 99.08 99.03 99.07 -0.01 48,716 428,534 -3,817
Dec11 110616 98.98 99.01 98.97 99.01 +0.01 59,480 449,415 -670
Mar12 110616 98.93 98.95 98.90 98.94 +0.03 95,925 423,061 +7,049
Jun12 110616 98.82 98.86 98.80 98.84 +0.05 88,064 357,723 +6,221
Sep12 110616 98.70 98.73 98.68 98.70 +0.07 68,524 228,434 +4,976
Dec12 110616 98.53 98.54 98.48 98.51 +0.08 58,391 238,299 -8,779
Total Volume and Open Interest 563,346 2,921,664 -14,831
3-Mth Euribor(LIFFE)
Sep11 110616 98.265 98.275 98.245 98.270 -0.015 153,332 742,991 +16,033
Dec11 110616 98.185 98.195 98.160 98.190 +0.015 161,862 571,885 -410
Mar12 110616 98.115 98.165 98.115 98.155 +0.045 145,208 530,750 +11,933
Total Volume and Open Interest 964,561 3,367,649 +55,293
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 110616 94.99 95.15 94.98 95.09 +0.10 39,862 273,124 +14,772
Dec11 110616 94.95 95.16 94.95 95.08 +0.12 41,350 218,543 +11,922
Mar12 110616 94.93 95.14 94.91 95.07 +0.14 16,316 108,329 +3,498
Jun12 110616 94.89 95.11 94.88 95.05 +0.15 5,745 71,675 +766
Sep12 110616 94.85 95.06 94.85 95.02 +0.16 2,186 50,837 +934
Dec12 110616 94.80 95.02 94.80 94.97 +0.16 2,968 36,294 +1,232
Mar13 110616 94.78 95.00 94.78 94.95 +0.16 1,406 24,313 +464
Jun13 110616 94.77 94.97 94.75 94.91 +0.16 965 5,847 +568
Sep13 110616 94.78 94.91 94.77 94.88 +0.16 48 1,576 +0
Total Volume and Open Interest 110,870 791,783 +34,162
10-Year Aus T-Bonds(SFE)
Sep11 110616 94.78 94.95 94.75 94.92 +0.14 76,331 409,613 +20,034
Dec11 110616 94.92 94.92 94.92 94.92        
3-Year Aus T-Bonds(SFE)
Sep11 110616 95.13 95.35 95.10 95.31 +0.18 215,866 601,469 +67,439
Dec11 110616 95.31 95.31 95.31 95.31        
Gold(CMX)
Jun11 110616 1526.0 1531.2 1522.0 1529.3 +3.7 306 1,452 -118
Aug11 110616 1531.0 1534.0 1522.0 1529.9 +3.7 115,384 328,170 -3,220
Oct11 110616 1532.7 1533.0 1524.0 1531.0 +3.7 763 10,957 +221
Dec11 110616 1533.0 1536.1 1525.2 1532.1 +3.6 5,072 69,522 +1,361
Feb12 110616 1535.2 1537.0 1526.7 1533.4 +3.7 106 9,050 -1
Apr12 110616 1531.1 1537.0 1527.3 1535.0 +3.9 281 5,917 +123
Jun12 110616 1536.5 1536.5 1536.5 1536.5 +4.0 499 13,285 +410
Aug12 110616 1538.4 1538.4 1538.4 1538.4 +4.1 1 4,479 +1
Oct12 110616 1540.4 1540.4 1540.4 1540.4 +4.2 0 4,089 +0
Dec12 110616 1544.2 1544.2 1536.5 1543.1 +4.7 273 12,356 +125
Feb13 110616 1546.3 1546.3 1546.3 1546.3 +5.2 0 384 +0
Apr13 110616 1549.7 1549.7 1549.7 1549.7 +5.7 0 50 +0
Total Volume and Open Interest 123,447 497,780 -877
Silver(CMX)
Jul11 110616 3580.0 3581.5 3515.5 3555.9 +14.9 65,679 41,474 -1,336
Sep11 110616 3578.5 3578.5 3517.0 3557.2 +15.1 9,524 28,822 +1,585
Dec11 110616 3579.5 3580.0 3520.0 3558.5 +15.1 2,716 22,528 -573
Mar12 110616 3555.0 3555.9 3555.0 3555.9 +15.3 557 4,161 +272
May12 110616 3553.0 3553.0 3553.0 3553.0 +15.7 27 1,290 +14
Jul12 110616 3545.5 3550.5 3533.5 3550.5 +15.4 77 1,782 -45
Sep12 110616 3548.3 3548.3 3548.3 3548.3 +15.3 0 207 +0
Total Volume and Open Interest 79,338 118,846 +148
Platinum(NYMEX)
Jul11 110616 1778.3 1785.2 1754.0 1760.7 -13.5 5,845 25,549 -1,238
Oct11 110616 1783.8 1785.8 1757.5 1763.8 -13.8 2,219 11,519 +1,326
Jan12 110616 1775.0 1775.0 1762.0 1767.4 -14.2 14 359 +4
Apr12 110616 1769.8 1769.8 1769.8 1769.8 -13.7 5 69 +5
Total Volume and Open Interest 8,084 37,506 +98
Palladium(NYMEX)
Jun11 110616 761.50 761.50 761.50 761.50 -12.50 6 347 -15
Sep11 110616 776.45 779.30 748.65 763.50 -12.50 3,428 20,790 -21
Dec11 110616 765.50 766.90 750.00 764.65 -12.50 5 655 +3
Total Volume and Open Interest 3,441 21,807 -33
Copper(CMX)
Jul11 110616 412.55 413.25 404.65 411.75 -0.45 46,740 36,257 -2,070
Sep11 110616 414.35 415.10 406.50 413.60 -0.30 13,261 56,776 +2,518
Dec11 110616 415.85 416.00 408.85 415.55 -0.25 3,598 23,627 +243
Mar12 110616 410.80 416.80 410.80 416.55 -0.25 1,781 8,562 +390
May12 110616 416.75 416.75 416.75 416.75 -0.25 1,108 1,622 +0
Total Volume and Open Interest 67,509 132,616 +1,328
DJIA Index(CBOT)
Jun11 110616 11925 11975 11924 11967 +66 4,541 19,996 -822
Sep11 110616 11840 11915 11770 11899 +68 4,664 6,198 +3,319
Dec11 110616 11790 11827 11790 11827 +68 0 30 +0
Mar12 110616 11768 11768 11700 11768 +68      
Total Volume and Open Interest 9,205 26,224 +2,497
Mini DJIA Index(CBOT)
Jun11 110616 11907 11989 11836 11967 +66 36,634 54,927 -11,834
Sep11 110616 11841 11921 11767 11899 +68 127,213 56,037 +16,964
Dec11 110616 11691 11827 11691 11827 +68 1 93 +1
Mar12 110616 11768 11768 11768 11768 +68 0 10 +0
Total Volume and Open Interest 163,848 111,067 +5,131
S & P 500(CME)
Jun11 110616 1265.00 1274.00 1259.00 1269.00 +3.60 105,979 156,123 -58,160
Sep11 110616 1261.20 1269.00 1252.50 1263.50 +3.60 106,759 223,598 +82,623
Dec11 110616 1256.50 1262.50 1248.00 1258.20 +3.70 401 7,946 +195
Mar12 110616 1252.70 1257.00 1242.50 1252.70 +3.70 0 1 +0
Total Volume and Open Interest 213,139 387,673 +24,658
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 110616 1261.00 1269.00 1252.25 1263.50 +3.50 2,834,353 2,117,784 +533,676
Total Volume and Open Interest 3,905,299 3,425,322 +107,418
NASDAQ 100(CME)
Jun11 110616 2210.00 2215.00 2185.00 2199.30 -9.70 2,603 16,605 -961
Sep11 110616 2207.00 2213.30 2177.00 2195.50 -9.50 2,251 3,714 +1,771
Dec11 110616 2191.50 2201.00 2191.50 2191.50 -9.50 0 1 +0
Total Volume and Open Interest 4,854 20,320 +810
NASDAQ 100 E-Mini(Globex)
Jun11 110616 2211.50 2217.50 2181.00 2199.30 -9.70 119,162 176,316 -47,104
Sep11 110616 2206.50 2214.00 2176.50 2195.50 -9.50 324,061 224,819 +85,853
Total Volume and Open Interest 443,233 401,154 +38,750
S & P Midcap 400(CME)
Jun11 110616 932.80 932.80 930.90 932.80 +1.90 182 1,878 -102
Sep11 110616 930.50 932.00 919.00 930.50 +1.90 196 642 +66
Dec11 110616 929.10 929.10 927.20 929.10 +1.90      
Total Volume and Open Interest 378 2,520 -36
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Sep11 110616 9475 9515 9350 9420 -65 6,359 27,639 +391
Dec11 110616 9400 9470 9400 9400 -70 2 2 +2
Total Volume and Open Interest 6,361 27,641 +393
Nikkei 225(SGX)
Sep11 110616 9565 9575 9395 9400 -180 75,818 157,670 -1,934
Dec11 110616 9475 9475 9345 9345 -180 10 6,787 +9
Mar12 110616 9335 9335 9335 9335 -180 0 10 +0
Total Volume and Open Interest 76,053 174,697 -1,832
CAC 40(EURONEXT)
Jun11 110616 3774.5 3798.5 3743.0 3792.5 -14.5 237,642 356,338 +17,107
Jul11 110616 3771.5 3795.0 3740.0 3789.5 -14.5 115,769 160,752 +79,037
Aug11 110616 3750.0 3795.0 3750.0 3793.5 -14.5 3 3 +2
Total Volume and Open Interest 360,801 529,867 +102,199
Hang Seng Index(HKFE)
Jun11 110616 22060 22077 21866 21941 -299 87,518 96,243 +73
Jul11 110616 22055 22078 21878 21949 -297 1,424 3,309 +151
Total Volume and Open Interest 89,626 104,450 +167
DAX(EUREX)
Jun11 110616 7065.0 7118.5 7016.5 7107.0 -13.0 219,644 116,435 -30,934
Sep11 110616 7088.5 7144.0 7042.5 7133.0 -13.0 93,026 70,681 +36,493
Dec11 110616 7119.0 7171.0 7071.0 7161.0 -15.0 4,997 4,590 +270
Total Volume and Open Interest 317,667 191,706 +5,829
FT-SE 100(EURONEXT)
Jun11 110616 5715.00 5731.00 5643.00 5702.00 -47.00 350,406 268,761 -175,159
Sep11 110616 5685.00 5695.50 5605.50 5664.50 -49.00 259,752 431,854 +185,585
Dec11 110616 5632.50 5641.00 5586.50 5639.50 -48.50 0 540 +0
Total Volume and Open Interest 610,158 701,305 +10,426
SPI 200(SFE)
Jun11 110616 4569.0 4570.0 4503.0 4518.0 -52.0 94,031 186,831 -28,830
Sep11 110616 4558.0 4558.0 4455.0 4469.0 -87.0 79,245 172,928 +56,708
Dec11 110616 4526.0 4526.0 4489.0 4489.0 -87.0 469 4,198 +299
Total Volume and Open Interest 174,235 367,315 +28,369
GSCI(CME)
Jul11 110616 18.64 21.84 17.44 18.14 -5.25 764 10,382 +398
Aug11 110616 19.64 22.14 19.14 19.14 -5.00 0 2 +0
Sep11 110616 18.64 23.69 18.14 19.14 -4.50      
Total Volume and Open Interest 1,362 12,420  
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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