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MRCI's End of Day Prices

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MRCI's End of Day Prices
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Daily Futures Price Listing Fri June 17, 2011
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jul11 110617 1350.50 1357.25 1330.50 1333.00 -17.50 94,166 137,151 -10,610
Aug11 110617 1349.00 1356.00 1331.00 1333.50 -16.50 16,780 43,307 +1,545
Sep11 110617 1348.00 1354.25 1329.50 1332.75 -15.25 6,182 21,411 -356
Nov11 110617 1348.75 1356.25 1330.00 1333.25 -17.00 55,884 276,900 +2,339
Jan12 110617 1358.75 1364.00 1340.50 1342.75 -17.00 3,970 37,679 -470
Mar12 110617 1362.00 1367.00 1346.25 1346.25 -17.25 1,589 21,380 -333
May12 110617 1356.50 1363.75 1342.00 1343.50 -16.50 2,233 24,497 -286
Total Volume and Open Interest 182,989 591,338 -8,218
Soybean Meal(CBOT)
Jul11 110617 354.00 356.90 348.50 349.00 -4.70 35,881 58,275 -6,965
Aug11 110617 353.30 356.00 348.50 348.50 -4.40 13,110 45,085 -876
Sep11 110617 352.00 355.40 347.80 347.80 -4.40 4,815 22,122 +539
Oct11 110617 349.50 352.90 344.90 344.90 -4.90 1,919 16,602 -105
Dec11 110617 351.10 354.30 344.50 345.50 -5.40 14,544 64,354 -869
Jan12 110617 354.70 354.70 347.10 347.10 -5.50 707 5,894 +187
Mar12 110617 355.00 356.10 348.50 348.50 -5.60 357 3,477 +18
May12 110617 350.70 350.70 347.00 347.00 -5.60 442 5,153 -47
Total Volume and Open Interest 72,323 226,233 -8,043
Soybean Oil(CBOT)
Jul11 110617 56.37 56.54 55.63 55.92 -0.40 60,856 89,322 -4,936
Aug11 110617 56.73 56.75 55.88 56.19 -0.37 13,745 36,812 +911
Sep11 110617 56.89 57.00 56.15 56.45 -0.39 7,623 31,937 +449
Oct11 110617 57.16 57.27 56.43 56.73 -0.39 1,058 15,280 -50
Dec11 110617 57.81 57.81 56.96 57.26 -0.39 27,797 123,070 +1,737
Jan12 110617 57.89 57.92 57.27 57.52 -0.37 1,351 12,739 +557
Mar12 110617 58.27 58.28 57.60 57.83 -0.36 1,602 8,128 +499
May12 110617 58.15 58.25 57.68 57.95 -0.36 453 5,721 +167
Total Volume and Open Interest 114,687 326,542 -662
Canola(WCE)
Jul11 110617 584.0 588.4 578.5 581.1 -3.0 10,435 37,291 -4,021
Nov11 110617 585.7 588.9 581.3 583.1 -2.4 11,938 110,996 +2,470
Jan12 110617 591.7 594.5 588.7 589.0 -2.5 317 12,270 +40
Mar12 110617 596.5 596.5 593.5 593.9 -2.8 140 4,198 +115
May12 110617 600.0 600.0 596.4 597.6 -1.7 88 1,638 +88
Total Volume and Open Interest 22,919 169,467 -1,307
Corn(CBOT)
Jul11 110617 700.50 714.50 691.25 700.25 -1.25 235,152 394,256 -26,333
Sep11 110617 682.50 697.50 677.50 687.00 +2.50 118,165 314,872 +117
Dec11 110617 650.00 664.75 647.75 660.00 +7.00 139,623 494,623 +183
Mar12 110617 660.00 676.00 659.75 671.75 +6.25 12,867 90,465 +1,102
May12 110617 668.50 683.00 667.25 679.25 +6.25 3,008 20,642 +130
Jul12 110617 675.00 690.00 674.50 685.75 +6.25 4,904 54,896 +726
Total Volume and Open Interest 520,295 1,459,909 -22,653
Wheat(CBOT)
Jul11 110617 674.00 683.75 664.00 672.25 -1.00 57,233 97,886 -266
Sep11 110617 708.25 717.25 696.25 708.00 -0.25 32,130 142,195 +1,351
Dec11 110617 752.50 761.00 741.75 753.25 -0.50 21,318 112,002 +3,448
Mar12 110617 795.00 801.75 784.50 790.25 -5.25 4,444 31,350 +2,345
May12 110617 805.25 813.75 799.00 804.50 -2.75 577 9,358 +139
Total Volume and Open Interest 119,668 455,905 +7,599
Wheat(KCBT)
Jul11 110617 800.00 811.00 790.75 804.50 +6.50 19,470 38,622 -2,015
Sep11 110617 818.75 829.75 809.50 822.25 +5.25 8,816 61,145 -346
Dec11 110617 845.00 854.75 835.50 846.00 +4.25 7,783 50,444 +1,908
Mar12 110617 858.00 868.00 850.25 860.00 +2.75 1,688 9,750 +520
May12 110617 866.00 871.75 853.25 860.50 -1.00 291 1,621 +92
Total Volume and Open Interest 38,556 175,875 +126
Wheat(MGE)
Jul11 110617 900.00 912.50 890.00 897.25 -3.00 1,619 6,601 -514
Sep11 110617 881.25 894.00 871.00 881.75 +4.00 3,835 22,767 +2
Dec11 110617 882.00 898.50 874.00 884.75 +4.25 2,407 18,633 +187
Mar12 110617 892.75 909.00 885.50 895.50 +2.75 935 4,149 +299
May12 110617 894.50 905.00 889.00 898.75 +2.50 597 1,665 +270
Total Volume and Open Interest 9,752 60,613 +314
Oats(CBOT)
Jul11 110617 358.50 362.25 350.00 351.50 -4.50 1,074 4,584 -458
Sep11 110617 365.25 367.50 358.50 359.00 -4.00 174 3,275 +93
Dec11 110617 373.25 377.50 367.50 369.50 -3.25 805 4,849 +402
Mar12 110617 381.50 384.75 381.50 381.50 -3.25 4 26 +4
Total Volume and Open Interest 2,073 12,763 +49
Rough Rice(CBOT)
Jul11 110617 14.05 14.07 13.85 13.97 -0.04 2,004 7,663 -1,144
Sep11 110617 15.06 15.06 14.77 14.93 -0.09 1,448 7,466 +258
Nov11 110617 15.35 15.43 15.08 15.23 -0.12 1,063 3,598 +375
Jan12 110617 15.62 15.62 15.42 15.55 -0.11 0 253 +0
Total Volume and Open Interest 4,515 19,281 -511
Live Cattle(CME)
Jun11 110617 108.330 109.980 107.950 109.750 +2.550 3,472 11,537 -1,235
Aug11 110617 108.500 110.430 108.300 110.200 +2.350 20,806 143,260 -927
Oct11 110617 114.385 116.450 114.150 116.135 +2.100 10,584 79,442 -832
Dec11 110617 117.750 119.000 117.350 118.850 +1.150 9,645 59,853 -397
Feb12 110617 119.035 119.800 118.430 119.750 +0.400 3,280 17,262 -54
Apr12 110617 120.800 121.700 120.385 121.635 +0.135 1,160 8,910 +168
Total Volume and Open Interest 49,343 323,627 -3,024
Feeder Cattle(CME)
Aug11 110617 131.000 132.985 130.650 132.650 +2.665 3,038 20,836 +49
Sep11 110617 132.000 134.000 131.650 133.575 +2.325 573 5,887 -117
Oct11 110617 132.400 134.435 132.130 134.300 +2.150 782 4,925 +166
Nov11 110617 133.000 134.900 132.900 134.750 +2.000 307 2,476 +4
Jan12 110617 133.550 134.750 133.075 134.150 +1.150 96 1,207 +29
Mar12 110617 132.985 134.100 132.985 134.100 +1.000 25 110 +10
Apr12 110617 133.000 133.500 132.600 133.200 +0.700 7 25 +2
Total Volume and Open Interest 4,829 35,478 +143
Lean Hogs(CME)
Jul11 110617 94.900 96.180 94.535 95.650 +0.150 12,996 24,974 -1,950
Aug11 110617 94.680 95.330 94.300 94.850 -0.380 12,281 77,570 +539
Oct11 110617 87.800 88.400 87.300 87.900 -0.330 8,068 45,943 -898
Dec11 110617 85.350 85.750 84.900 85.180 -0.550 4,049 38,866 -290
Feb12 110617 87.600 88.135 87.550 87.750 -0.600 1,630 12,087 +428
Apr12 110617 88.950 89.180 88.400 88.750 -0.800 546 5,732 +161
May12 110617 92.730 92.730 92.550 92.650 -0.550 7 338 +7
Jun12 110617 95.400 95.500 95.050 95.250 -0.450 251 3,956 +97
Total Volume and Open Interest 40,237 210,671 -1,639
Class III Milk(CME)
Jun11 110617 19.20 19.20 19.14 19.15 -0.05 17 4,927 -13
Jul11 110617 20.09 20.19 19.85 20.04 -0.05 265 5,382 -2
Aug11 110617 19.22 19.29 18.98 19.05 -0.17 227 5,013 +32
Sep11 110617 18.60 18.65 18.34 18.34 -0.27 133 4,764 -1
Oct11 110617 17.90 17.91 17.70 17.70 -0.20 114 3,690 +5
Total Volume and Open Interest 1,129 34,177 +147
Cocoa(ICE)
Jul11 110617 2900 2924 2893 2917 +3 2,477 2,688 -1,343
Sep11 110617 2886 2923 2886 2917 +31 9,320 69,842 +184
Dec11 110617 2908 2951 2908 2944 +26 3,747 35,755 +812
Mar12 110617 2957 2985 2955 2980 +23 1,376 29,963 -56
May12 110617 2968 2990 2963 2983 +26 501 8,441 +346
Jul12 110617 2986 2986 2985 2985 +24 87 3,467 +23
Sep12 110617 2988 2988 2988 2988 +24 192 6,133 +102
Total Volume and Open Interest 17,744 163,143 +67
Coffee "C"(ICE)
Jul11 110617 258.25 260.95 249.10 249.55 -8.35 9,603 14,475 -1,297
Sep11 110617 261.00 264.25 252.15 252.50 -8.65 14,381 52,450 +1,528
Dec11 110617 265.50 268.00 256.50 256.70 -8.55 2,458 28,045 +649
Mar12 110617 267.50 270.10 259.75 259.90 -8.25 689 6,468 +265
May12 110617 269.50 269.50 261.80 261.80 -8.20 188 3,284 +25
Jul12 110617 268.25 268.25 262.10 262.10 -8.10 39 1,519 +5
Total Volume and Open Interest 27,423 108,574 +1,221
Orange Juice(ICE)
Jul11 110617 180.80 182.90 179.30 181.45 +0.65 1,910 16,910 -1,206
Sep11 110617 177.00 179.70 176.15 178.25 +0.55 1,479 14,323 +695
Nov11 110617 172.55 174.85 172.10 174.00 +0.50 278 4,134 +207
Jan12 110617 168.80 171.20 168.80 171.20 +0.40 56 828 +34
Mar12 110617 169.45 169.45 169.45 169.45 -0.20 5 182 +5
May12 110617 167.95 167.95 167.95 167.95 -0.85 1 157 +1
Total Volume and Open Interest 3,729 36,598 -264
Sugar #11(ICE)
Jul11 110617 25.78 26.42 25.72 26.37 +0.45 69,882 120,689 -18,282
Oct11 110617 24.95 25.44 24.79 25.38 +0.45 48,517 271,762 +11,004
Mar12 110617 24.65 25.08 24.53 25.05 +0.44 12,106 109,158 +1,066
May12 110617 24.15 24.48 24.07 24.43 +0.33 3,515 32,334 +413
Jul12 110617 23.70 24.01 23.65 23.98 +0.27 3,081 53,174 +1,725
Total Volume and Open Interest 138,514 642,306 -3,917
London Cocoa(LCE)
Jul11 110617 1790 1827 1790 1822 +22 9,482 59,422 -7,379
Sep11 110617 1812 1835 1804 1829 +18 11,685 44,533 +1,921
Dec11 110617 1840 1861 1833 1855 +17 2,045 35,939 +409
Mar12 110617 1864 1880 1855 1871 +10 1,391 39,348 -273
May12 110617 1876 1889 1871 1884 +9 637 10,213 +457
Jul12 110617 1885 1899 1881 1892 +7 2 4,394 +2
Sep12 110617 1895 1904 1886 1896 +6 12 3,208 +0
Total Volume and Open Interest 25,256 204,990 -4,861
London Sugar(LCE)
Aug11 110617 708.60 729.80 708.30 727.60 +22.20 3,615 24,977 -228
Oct11 110617 657.60 671.40 656.40 668.60 +16.70 1,699 13,425 +40
Dec11 110617 641.40 655.40 641.40 651.10 +13.60 401 5,736 -26
Mar12 110617 632.00 642.90 632.00 639.30 +11.60 247 5,173 +94
May12 110617 624.00 632.00 624.00 631.00 +10.90 33 2,129 +5
Total Volume and Open Interest 6,013 54,087 -110
Cotton(ICE)
Jul11 110617 145.96 148.32 144.10 145.18 -0.78 8,469 26,694 -2,507
Oct11 110617 126.61 130.61 126.61 129.61 +2.15 64 477 -7
Dec11 110617 120.60 124.62 117.87 123.77 +3.59 13,197 96,248 +849
Mar12 110617 115.00 118.00 112.61 117.71 +3.17 1,985 14,317 +306
May12 110617 109.94 112.51 108.00 112.51 +3.89 478 3,640 +14
Jul12 110617 106.38 108.50 103.75 108.27 +3.37 864 5,846 -157
Total Volume and Open Interest 25,356 150,329 -1,515
Lumber(CME)
Jul11 110617 221.3 226.8 220.2 223.6 +3.7 847 2,904 -350
Sep11 110617 238.4 241.0 232.5 239.0 +4.2 1,183 5,793 +309
Nov11 110617 248.1 248.7 243.5 244.0 +1.9 266 1,465 +95
Jan12 110617 266.9 266.9 265.0 265.0 +3.0 17 80 +11
Total Volume and Open Interest 2,313 10,248 +65
Crude Oil(NYM)
Jul11 110617 95.10 95.40 91.84 93.01 -1.94 508,717 131,293 -35,948
Aug11 110617 95.50 95.81 92.23 93.40 -1.96 222,394 267,615 +25,048
Sep11 110617 95.88 96.20 92.68 93.84 -1.93 84,180 155,587 +2,105
Oct11 110617 96.54 96.54 93.10 94.23 -1.92 35,667 62,290 +761
Nov11 110617 96.65 96.66 93.77 94.63 -1.92 19,601 56,743 +164
Dec11 110617 96.96 97.25 93.93 94.98 -1.91 72,699 190,158 -150
Jan12 110617 96.96 96.96 94.94 95.31 -1.88 10,678 48,511 -1,793
Feb12 110617 97.66 97.66 94.68 95.63 -1.83 5,477 23,622 -329
Mar12 110617 96.44 96.90 95.15 95.94 -1.77 6,809 32,537 +361
Apr12 110617 96.24 96.24 96.24 96.24 -1.70 2,949 18,541 -285
May12 110617 95.97 96.55 95.97 96.53 -1.63 2,949 18,336 +298
Jun12 110617 98.63 98.63 95.91 96.79 -1.57 14,569 73,774 -875
Jul12 110617 97.10 97.10 96.98 96.98 -1.52 3,578 30,174 -1,338
Aug12 110617 97.07 97.07 97.07 97.07 -1.47 1,224 12,121 +87
Sep12 110617 97.12 97.12 97.12 97.12 -1.43 1,652 14,991 +6
Oct12 110617 97.19 97.19 97.19 97.19 -1.40 1,547 10,270 +77
Total Volume and Open Interest 1,047,627 1,570,694 -14,233
e-miNY Crude Oil(NYM)
Jun11 110519 99.675 100.800 98.250 98.450 -1.650 6,142 2,098 -382
Jul11 110617 95.100 95.375 91.825 93.000 -1.950 13,662 2,581 -154
Aug11 110617 95.600 95.825 92.250 93.400 -1.950 3,341 1,703 +265
Sep11 110617 95.750 96.100 92.850 93.850 -1.925 149 657 +55
Oct11 110617 94.600 95.000 93.500 94.225 -1.925 7 352 +1
Nov11 110617 94.725 94.725 94.625 94.625 -1.925 3 20 -1
Dec11 110617 94.400 95.700 94.275 94.975 -1.925 17 303 +5
Jan12 110617 95.300 95.300 95.300 95.300 -1.900 0 6 +0
Feb12 110617 95.625 95.625 95.625 95.625 -1.825 1 3 +0
Mar12 110617 95.950 95.950 95.950 95.950 -1.750 0 8 +0
Total Volume and Open Interest 17,180 5,794 +171
Heating Oil(NYM)
Jul11 110617 300.90 301.50 293.47 298.33 -2.05 66,662 76,433 -3,687
Aug11 110617 302.78 302.78 294.82 299.78 -2.01 23,690 66,351 +2,412
Sep11 110617 304.36 304.36 297.36 301.57 -1.99 11,316 44,119 -724
Oct11 110617 302.82 304.12 300.00 303.38 -1.95 6,525 19,245 -415
Nov11 110617 302.50 305.88 300.45 305.21 -1.87 5,430 19,277 +615
Dec11 110617 308.60 308.60 302.60 306.83 -1.77 13,795 34,905 -739
Jan12 110617 308.79 309.08 305.70 308.39 -1.74 4,418 17,271 -1,443
Feb12 110617 308.09 308.75 306.39 308.72 -1.71 2,046 7,211 +63
Mar12 110617 307.81 307.98 305.09 307.75 -1.71 858 5,895 +369
Apr12 110617 305.00 305.60 302.97 305.60 -1.68 182 2,069 +34
May12 110617 303.00 303.50 301.57 303.50 -1.67 320 1,999 -119
Jun12 110617 301.04 302.25 299.75 302.25 -1.67 1,688 19,634 -15
Total Volume and Open Interest 138,274 327,240 -3,632
Gasoline(NYMEX)
Jul11 110617 295.02 295.25 287.45 294.60 -0.34 60,021 53,380 -2,354
Aug11 110617 290.00 290.23 282.30 288.94 -0.80 44,487 59,106 +308
Sep11 110617 288.25 288.25 280.47 286.99 -0.99 19,815 42,692 -447
Oct11 110617 275.21 275.93 270.18 275.22 -1.36 8,222 25,428 -120
Nov11 110617 273.35 273.66 270.60 273.04 -1.44 3,384 15,485 +101
Dec11 110617 272.35 273.07 269.19 271.89 -1.37 4,112 28,070 -310
Jan12 110617 272.34 272.47 270.09 272.36 -1.41 1,021 6,450 -416
Feb12 110617 273.70 273.95 273.70 273.91 -1.37 484 4,163 -72
Mar12 110617 275.68 275.68 275.68 275.68 -1.27 300 4,847 +169
Apr12 110617 287.43 287.43 287.43 287.43 -1.22 167 4,107 -76
Total Volume and Open Interest 142,506 259,749 -3,181
e-miNY RBOB Gasoline(NYM)
Jul11 110617 290.00 294.60 290.00 294.60 -0.30 0 4 +0
Aug11 110617 288.90 288.94 288.90 288.90 -0.80 0 2 +0
Sep11 110617 287.00 287.00 286.99 287.00 -1.00      
Oct11 110617 275.20 275.22 275.20 275.20 -1.40 0 1 +0
Total Volume and Open Interest 0 9 +0
Natural Gas(NYM)
Jul11 110617 4.440 4.449 4.317 4.325 -0.087 101,375 121,108 -4,584
Aug11 110617 4.476 4.484 4.353 4.360 -0.090 38,557 108,571 +3,678
Sep11 110617 4.508 4.508 4.381 4.386 -0.090 26,781 197,358 +1,011
Oct11 110617 4.542 4.542 4.418 4.424 -0.089 23,866 114,842 -1,099
Nov11 110617 4.647 4.672 4.553 4.558 -0.091 10,868 79,511 +0
Dec11 110617 4.860 4.861 4.746 4.748 -0.091 6,233 46,181 -69
Jan12 110617 4.934 4.961 4.851 4.853 -0.089 10,210 90,261 -370
Feb12 110617 4.914 4.950 4.840 4.842 -0.090 1,713 20,798 +209
Mar12 110617 4.862 4.894 4.785 4.786 -0.089 7,090 42,781 +1,946
Apr12 110617 4.723 4.750 4.650 4.651 -0.081 6,175 45,317 +43
May12 110617 4.742 4.766 4.669 4.669 -0.078 567 9,839 -93
Jun12 110617 4.759 4.795 4.700 4.701 -0.076 1,119 11,501 -126
Jul12 110617 4.827 4.827 4.744 4.746 -0.075 704 8,070 -29
Aug12 110617 4.873 4.873 4.776 4.776 -0.075 523 7,021 -271
Sep12 110617 4.872 4.872 4.788 4.788 -0.075 323 7,139 -200
Oct12 110617 4.908 4.911 4.833 4.833 -0.075 5,118 23,905 +999
Total Volume and Open Interest 245,590 1,012,430 -1,230
Brent Crude Oil(ICE)
Aug11 110617 114.21 114.31 111.05 113.21 -0.81 312,925 214,796 -14,956
Sep11 110617 113.84 113.84 110.72 112.85 -0.78 112,075 129,420 -652
Oct11 110617 113.43 113.43 110.43 112.60 -0.74 52,742 66,513 -1,228
Nov11 110617 112.71 112.84 110.33 112.44 -0.71 28,878 38,440 +1,311
Dec11 110617 112.34 112.68 110.07 112.29 -0.67 69,418 89,940 +100
Jan12 110617 111.33 112.39 109.95 112.13 -0.64 6,737 22,550 +647
Feb12 110617 110.98 112.14 110.02 111.94 -0.61 2,963 18,548 +264
Mar12 110617 110.75 111.87 109.81 111.75 -0.57 3,421 33,130 +146
Apr12 110617 110.66 111.57 110.66 111.51 -0.56 1,895 9,060 +174
May12 110617 111.27 111.27 111.27 111.27 -0.54 1,217 5,540 +26
Jun12 110617 111.13 111.22 109.05 111.01 -0.54 6,922 39,572 -1,339
Jul12 110617 110.80 110.80 110.80 110.80 -0.51 1,182 6,463 +117
Aug12 110617 110.58 110.58 110.58 110.58 -0.49 967 4,177 -28
Sep12 110617 110.33 110.33 110.33 110.33 -0.48 895 5,130 +403
Total Volume and Open Interest 632,755 817,703 -42,861
Gas Oil(ICE)
Jul11 110617 949.75 951.00 926.50 940.25 -8.50 77,283 127,929 -13,325
Aug11 110617 954.75 955.25 931.00 944.50 -8.25 68,159 103,970 +6,818
Sep11 110617 958.50 958.50 935.00 948.25 -8.00 14,132 59,020 +2,483
Oct11 110617 956.75 956.75 938.75 951.00 -8.00 8,007 32,817 +1,148
Nov11 110617 955.50 956.00 941.25 952.50 -7.75 4,004 29,362 +1,151
Dec11 110617 964.00 964.00 941.75 954.25 -7.50 18,515 68,008 +1,536
Jan12 110617 964.00 964.25 945.00 957.00 -7.25 3,621 27,997 +1,220
Feb12 110617 964.00 964.25 946.00 957.50 -6.75 1,779 9,158 +24
Mar12 110617 962.75 963.00 945.00 956.75 -6.50 1,217 11,383 +107
Apr12 110617 960.75 961.00 943.50 955.00 -6.25 712 5,882 -19
Total Volume and Open Interest 207,405 574,032 +1,900
Ethanol(CBOT)
Jun11 110603 2.638 2.640 2.633 2.640 -0.012 38 199 -65
Jul11 110617 2.654 2.670 2.615 2.641 +0.007 209 941 +2
Aug11 110617 2.625 2.650 2.600 2.625 +0.005 173 1,844 +4
Sep11 110617 2.568 2.598 2.550 2.572 +0.003 321 1,400 +23
Oct11 110617 2.477 2.499 2.456 2.480 +0.009 182 1,183 +28
Nov11 110617 2.410 2.420 2.407 2.413 +0.007 48 943 +26
Dec11 110617 2.407 2.411 2.389 2.401 +0.009 101 1,347 +55
Jan12 110617 2.364 2.381 2.363 2.372 -0.002 168 645 -35
Total Volume and Open Interest 1,308 9,815 +163
WTI Crude Oil(ICE
Jul11 110617 95.19 95.34 91.87 93.01 -1.94 83,364 44,328 -9,402
Aug11 110617 95.60 95.74 92.25 93.40 -1.96 95,753 66,246 +5,291
Sep11 110617 95.94 96.00 92.71 93.84 -1.93 27,047 42,041 -580
Oct11 110617 95.55 95.55 93.22 94.23 -1.92 13,908 23,798 +439
Nov11 110617 95.98 95.98 93.59 94.63 -1.92 9,868 22,245 +173
Dec11 110617 96.28 96.28 93.91 94.98 -1.91 28,305 83,334 -1,323
Jan12 110617 95.23 96.28 94.26 95.31 -1.88 2,382 15,980 -166
Feb12 110617 95.51 96.58 94.60 95.63 -1.83 1,232 4,304 +133
Mar12 110617 96.48 96.84 94.92 95.94 -1.77 1,701 12,638 -58
Apr12 110617 96.24 96.24 96.24 96.24 -1.70 407 4,271 +3
May12 110617 96.28 96.53 96.28 96.53 -1.63 362 3,147 +45
Jun12 110617 97.56 97.56 95.84 96.79 -1.57 3,505 28,267 -769
Jul12 110617 96.98 96.98 96.98 96.98 -1.52 151 4,414 +0
Aug12 110617 96.90 97.07 96.90 97.07 -1.47 9 968 +5
Sep12 110617 97.12 97.12 97.12 97.12 -1.43 2 4,400 +0
Oct12 110617 97.19 97.19 97.19 97.19 -1.40 24 511 +0
Total Volume and Open Interest 277,674 475,061 -8,397
US Dollar Index(ICE)
Sep11 110617 75.920 76.250 75.355 75.460 -0.765 35,470 50,555 -2,697
Dec11 110617 76.000 76.000 75.755 75.930 -0.765 8 527 +7
Mar12 110617 76.490 76.490 76.490 76.490 -0.765 0 1 +0
Total Volume and Open Interest 35,478 51,083 -2,690
Australian Dollar(CME)
Sep11 110617 104.44 105.13 103.82 104.92 +1.10 145,666 104,997 -9,987
Dec11 110617 102.90 103.74 102.66 103.73 +1.07 161 124 -8
Mar12 110617 102.57 102.57 101.52 102.57 +1.05      
Total Volume and Open Interest 145,827 105,124 -9,995
British Pound(CME)
Sep11 110617 161.44 161.80 160.75 161.58 +0.71 142,039 92,766 +2,160
Dec11 110617 161.12 161.40 160.69 161.40 +0.71 15 114 +9
Mar12 110617 161.20 161.20 160.49 161.20 +0.71 0 2 +0
Total Volume and Open Interest 142,054 92,888 +2,169
Canadian Dollar(CME)
Sep11 110617 101.65 102.06 101.11 101.77 +0.65 136,548 89,306 -5,307
Dec11 110617 101.38 101.83 100.91 101.55 +0.64 201 3,704 +69
Mar12 110617 101.33 101.33 100.69 101.33 +0.64 19 522 +19
Jun12 110617 100.97 101.06 100.42 101.06 +0.64 3 249 +3
Total Volume and Open Interest 136,780 93,907 -5,210
Japanese Yen(CME)
Sep11 110617 124.11 125.05 124.00 124.98 +0.98 134,899 96,434 +2,286
Dec11 110617 124.28 125.19 124.14 125.11 +0.97 44 330 +43
Mar12 110617 125.27 125.27 124.33 125.27 +0.94 0 42 +0
Total Volume and Open Interest 134,943 96,812 +2,329
Swiss Franc(CME)
Sep11 110617 118.05 118.53 117.59 117.95 +0.24 55,348 53,154 -794
Dec11 110617 117.85 118.46 117.84 118.06 +0.22 52 121 +25
Mar12 110617 118.18 118.18 117.97 118.18 +0.21 0 1 +0
Total Volume and Open Interest 55,400 53,279 -769
EuroFX(CME)
Sep11 110617 141.76 143.03 140.91 142.76 +1.73 412,224 188,494 -332
Dec11 110617 140.62 142.66 140.62 142.39 +1.71 461 292 -64
Mar12 110617 141.45 142.10 140.33 142.01 +1.68 2 362 +2
Total Volume and Open Interest 412,687 189,979 -394
Mexican Peso(CME)
Jul11 110617 839.0 839.0 832.2 839.0 +6.8      
Aug11 110617 837.0 837.0 830.2 837.0 +6.8      
Total Volume and Open Interest 39,272 102,131 -8,100
30-Year T-Bonds(CBOT)
Jun11 110617 127~100 127~210 126~270 127~060 -0~140 15,874 14,112 -79,158
Sep11 110617 126~030 126~150 125~160 125~280 -0~150 502,457 640,898 -5,059
Dec11 110617 124~040 124~290 124~040 124~140 -0~150 2 30 +0
Total Volume and Open Interest 518,333 655,040 -11,979
10-Year T-Notes(CBOT)
Jun11 110617 125~120 125~185 125~010 125~120 -0~065 14,997 45,919 -2,653
Sep11 110617 123~315 124~040 123~180 123~290 -0~075 1,939,190 1,827,314 +45,334
Dec11 110617 122~175 122~255 122~175 122~175 -0~080 0 24 +0
Total Volume and Open Interest 1,954,187 1,873,257 +42,681
5-Year T-Notes(CBOT)
Jun11 110613 120~120 121~001 120~087 120~108 +0~072 272,931 205,061 -65,504
Sep11 110617 120~000 120~016 119~098 120~003 -0~013 953,841 1,567,858 +3,988
Dec11 110617 118~115 119~000 118~115 118~115 -0~013 0 2 +0
Total Volume and Open Interest 958,036 1,599,322 +2,905
2 Year T-Notes(CBOT)
Jun11 110617 109~126 110~007 109~126 110~002 unch 2,786 20,664 -464
Sep11 110617 109~101 109~107 109~096 109~103 unch 345,174 983,288 -4,027
Dec11 110617 109~075 109~075 109~075 109~075 unch 2 21 +0
Total Volume and Open Interest 347,962 1,003,973 -4,491
Eurodollars(CME)
Sep11 110617 99.570 99.630 99.570 99.605 +0.035 696,523 1,262,969 +47,137
Dec11 110617 99.515 99.560 99.515 99.535 +0.025 602,233 1,522,756 +40,333
Mar12 110617 99.465 99.500 99.460 99.480 +0.025 525,054 1,688,555 -12,820
Jun12 110617 99.375 99.400 99.370 99.385 +0.015 434,712 1,484,049 +9,109
Sep12 110617 99.240 99.260 99.220 99.245 +0.005 348,093 901,607 +4,156
Dec12 110617 99.050 99.065 99.015 99.050 -0.005 311,694 682,556 +4,169
Mar13 110617 98.850 98.860 98.800 98.845 -0.015 223,942 483,525 +2,896
Jun13 110617 98.610 98.625 98.555 98.610 -0.020 254,613 306,560 -10,574
Sep13 110617 98.360 98.385 98.305 98.365 -0.020 145,049 301,818 +1,802
Dec13 110617 98.095 98.130 98.040 98.110 -0.015 133,748 253,353 -33,254
Mar14 110617 97.845 97.885 97.790 97.865 -0.010 89,279 217,149 -7,148
Jun14 110617 97.600 97.635 97.540 97.615 -0.010 90,320 158,297 +2,085
Sep14 110617 97.360 97.390 97.305 97.370 -0.015 28,658 84,716 +803
Dec14 110617 97.115 97.135 97.060 97.115 -0.020 23,373 84,286 -705
Mar15 110617 96.885 96.915 96.845 96.895 -0.025 20,350 80,546 -621
Jun15 110617 4.920 4.945 4.880 4.925 -0.025 20,419 61,674 -609
Sep15 110617 4.720 4.740 4.675 4.715 -0.030 12,732 54,999 -1,213
Dec15 110617 4.520 4.540 4.475 4.515 -0.035 17,083 50,227 +839
Total Volume and Open Interest 4,077,479 9,944,537 +60,441
30 Day Federal Funds(CBOT)
Jun11 110617 99.897 99.900 99.897 99.897 unch 6,295 56,533 -980
Jul11 110617 99.885 99.890 99.885 99.890 unch 6,856 59,165 +625
Aug11 110617 99.870 99.875 99.870 99.875 unch 5,055 53,949 +254
Sep11 110617 99.860 99.860 99.855 99.860 unch 3,005 44,123 -321
Oct11 110617 99.850 99.855 99.850 99.850 unch 3,307 52,012 +506
Nov11 110617 99.845 99.845 99.840 99.840 unch 2,659 52,173 -573
Total Volume and Open Interest 88,658 746,484 +17,971
30 Day Fed Funds(e-CBOT)
3-Mth Euro-Yen(CME)
Sep11 110613 99.668 99.668 99.668 99.668 unch      
Dec11 110617 99.665 99.665 99.665 99.665 unch 0 75 +0
Mar12 110617 99.655 99.655 99.655 99.655 unch      
Jun12 110617 99.652 99.652 99.652 99.652 unch      
Sep12 110617 99.585 99.585 99.585 99.585 unch      
Dec12 110617 99.545 99.545 99.545 99.545 unch      
Mar13 110617 99.545 99.545 99.545 99.545 unch      
Jun13 110617 99.500 99.500 99.500 99.500 unch      
Sep13 110617 99.360 99.360 99.360 99.360 unch      
Dec13 110617 99.220 99.220 99.220 99.220 unch      
Total Volume and Open Interest 0 75 +0
3-Mth Euro-Yen(SGX)
Sep11 110617 99.67 99.67 99.67 99.67 unch 16 1,201 +0
Dec11 110617 99.67 99.67 99.67 99.67 unch 100 1,362 +0
Mar12 110617 99.65 99.65 99.65 99.65 unch 300 3,194 -465
Jun12 110617 99.65 99.65 99.65 99.65 unch 100 1,554 +100
Sep12 110617 99.58 99.58 99.58 99.58 unch 0 411 +0
Dec12 110617 99.54 99.54 99.54 99.54 unch 0 24 +0
Mar13 110617 99.54 99.54 99.54 99.54 unch 0 1 +0
Jun13 110617 99.50 99.50 99.50 99.50 unch      
Total Volume and Open Interest 516 7,747 -365
Japanese Gov't Bonds(SGX)
Sep11 110616 140.67 141.09 140.67 141.03 +0.42 2,173 21,567 +187
Dec11 110617 139.31 139.31 139.31 139.31 +0.20 0 1 +0
Mar12 110617 137.22 137.22 137.22 137.22 +0.20      
Total Volume and Open Interest 1,957 21,154 -414
Euro-Bund(EUREX)
Sep11 110617 126.49 126.56 125.93 126.07 -0.41 1,074,519 952,163 +26,978
Dec11 110617 125.28 125.31 124.85 124.85 -0.41 18 218 -5
Mar12 110617 124.78 124.78 124.78 124.78 -0.41      
Total Volume and Open Interest 1,074,537 952,381 +26,973
Euro-Bobl(EUREX)
Sep11 110617 117.52 117.55 117.02 117.13 +0.42 377,480 824,416 -12,918
Dec11 110617 116.20 116.20 116.17 116.17 -0.41 21 521 +20
Mar12 110617 116.17 116.17 116.17 116.17 -0.41      
Total Volume and Open Interest 666,815 814,112 +17,113
3-Mth Euribor(EUREX)
Jun11 110613 98.530 98.530 98.530 98.530 +0.005 299 4,770 +0
Sep11 110617 98.245 98.270 98.245 98.270 unch 7 2,411 +0
Dec11 110617 98.165 98.165 98.165 98.165 -0.025 0 1,347 +0
Total Volume and Open Interest 7 6,617 +0
Long Gilt(LIFFE)
Jun11 110617 123~02 123~02 122~27 122~27 -0~06 1,955 11,656 -465
Sep11 110617 121~23 121~28 121~09 121~18 -0~06 147,638 353,239 +1,861
Total Volume and Open Interest 149,593 364,895 +1,396
3-Mth Short Sterling(LIFFE)
Sep11 110617 99.05 99.13 99.05 99.10 +0.03 230,903 459,922 +31,388
Dec11 110617 99.00 99.05 98.99 99.02 +0.01 159,376 460,497 +11,082
Mar12 110617 98.91 98.95 98.91 98.93 -0.01 87,405 424,182 +1,121
Jun12 110617 98.81 98.83 98.79 98.82 -0.02 107,221 327,155 -30,568
Sep12 110617 98.67 98.70 98.65 98.68 -0.02 108,341 247,481 +19,047
Dec12 110617 98.51 98.52 98.46 98.50 -0.01 128,302 213,578 -24,721
Total Volume and Open Interest 973,875 2,502,197 -419,467
3-Mth Euribor(LIFFE)
Sep11 110617 98.260 98.280 98.235 98.270 unch 228,380 746,733 +3,742
Dec11 110617 98.190 98.195 98.130 98.165 -0.025 217,300 562,581 -9,304
Mar12 110617 98.165 98.165 98.100 98.105 -0.050 176,762 539,281 +8,531
Total Volume and Open Interest 1,214,820 3,415,373 +47,724
3-Mth Aus T-Bills(SFE)
Sep11 110617 95.08 95.11 95.05 95.06 -0.03 89,812 306,615 +33,491
Dec11 110617 95.08 95.11 95.02 95.05 -0.03 82,232 259,044 +40,501
Mar12 110617 95.07 95.09 95.00 95.03 -0.04 24,536 113,207 +4,878
Jun12 110617 95.05 95.07 94.98 95.01 -0.04 9,134 77,012 +5,337
Sep12 110617 95.02 95.03 94.96 94.98 -0.04 2,956 51,604 +767
Dec12 110617 94.93 94.97 94.90 94.94 -0.03 4,945 37,665 +1,371
Mar13 110617 94.92 94.95 94.89 94.92 -0.03 1,710 23,785 -528
Jun13 110617 94.92 94.92 94.84 94.89 -0.02 515 5,959 +112
Sep13 110617 94.89 94.89 94.78 94.85 -0.03 68 1,586 +10
Dec13 110617 94.80 94.82 94.80 94.82 -0.04 36 1,264 +26
Total Volume and Open Interest 215,944 877,748 +85,965
10-Year Aus T-Bonds(SFE)
Sep11 110617 94.92 94.93 94.86 94.88 -0.04 85,788 414,081 +4,468
Dec11 110617 94.88 94.88 94.88 94.88 -0.04      
Total Volume and Open Interest 85,788 414,081  
3-Year Aus T-Bonds(SFE)
Sep11 110617 95.30 95.33 95.26 95.30 -0.01 314,662 687,804 +86,335
Dec11 110617 95.30 95.30 95.30 95.30 -0.01      
Total Volume and Open Interest 314,662 687,804  
Gold(CMX)
Jun11 110617 1523.0 1541.6 1523.0 1538.6 +9.3 648 1,283 -169
Aug11 110617 1529.1 1543.0 1523.2 1539.1 +9.2 152,879 332,533 +4,363
Oct11 110617 1531.3 1542.7 1525.2 1540.2 +9.2 1,704 11,601 +644
Dec11 110617 1532.1 1545.0 1525.7 1541.3 +9.2 4,571 70,454 +932
Feb12 110617 1532.5 1543.9 1532.4 1542.6 +9.2 214 9,094 +44
Apr12 110617 1529.5 1545.5 1528.5 1544.2 +9.2 85 5,950 +33
Jun12 110617 1545.7 1545.7 1545.7 1545.7 +9.2 62 13,291 +6
Aug12 110617 1550.3 1550.3 1547.6 1547.6 +9.2 27 4,504 +25
Oct12 110617 1549.7 1549.7 1549.7 1549.7 +9.3 0 4,089 +0
Dec12 110617 1551.0 1553.2 1551.0 1552.3 +9.2 103 12,393 +37
Feb13 110617 1555.3 1555.3 1555.3 1555.3 +9.0 1 384 +0
Apr13 110617 1563.5 1563.5 1558.6 1558.6 +8.9 2 51 +1
Total Volume and Open Interest 161,008 503,732 +5,952
Silver(CMX)
Jul11 110617 3555.0 3592.0 3492.5 3574.8 +18.9 63,209 40,024 -1,450
Sep11 110617 3560.5 3590.5 3494.0 3575.9 +18.7 5,945 30,033 +1,211
Dec11 110617 3558.5 3592.5 3500.0 3577.2 +18.7 989 22,466 -62
Mar12 110617 3574.6 3574.6 3574.6 3574.6 +18.7 42 4,173 +12
May12 110617 3571.7 3571.7 3571.7 3571.7 +18.7 11 1,289 -1
Jul12 110617 3569.2 3569.2 3569.2 3569.2 +18.7 11 1,782 +0
Sep12 110617 3567.0 3567.0 3567.0 3567.0 +18.7 0 207 +0
Total Volume and Open Interest 70,519 118,545 -301
Platinum(NYMEX)
Jul11 110617 1759.5 1772.5 1745.7 1752.1 -8.6 7,229 22,755 -2,794
Oct11 110617 1764.7 1775.0 1750.0 1755.5 -8.3 1,751 13,022 +1,503
Jan12 110617 1758.8 1758.8 1758.8 1758.8 -8.6 0 359 +0
Apr12 110617 1761.3 1761.3 1761.3 1761.3 -8.5 0 69 +0
Total Volume and Open Interest 8,980 36,215 -1,291
Palladium(NYMEX)
Jun11 110617 745.50 746.45 743.70 743.70 -17.80 20 350 +3
Sep11 110617 755.50 764.05 743.55 745.40 -18.10 4,510 20,039 -751
Dec11 110617 762.80 762.80 746.60 746.60 -18.05 38 677 +22
Total Volume and Open Interest 4,568 21,080 -727
Copper(CMX)
Jul11 110617 412.40 415.60 407.65 410.20 -1.55 38,685 34,662 -1,595
Sep11 110617 414.00 417.25 409.50 412.10 -1.50 8,208 57,266 +490
Dec11 110617 415.70 418.15 411.80 414.00 -1.55 1,917 24,032 +405
Mar12 110617 417.90 417.90 415.00 415.00 -1.55 452 8,525 -37
May12 110617 415.20 415.20 415.20 415.20 -1.55 77 1,621 -1
Total Volume and Open Interest 49,701 131,890 -726
DJIA Index(CBOT)
Sep11 110617 11921 12002 11864 11938 +39 1,478 6,589 +391
Dec11 110617 11865 11865 11827 11865 +38 71 86 +56
Mar12 110617 11806 11806 11768 11806 +38      
Jun12 110617 11739 11739 11709 11739        
Mini DJIA Index(CBOT)
Jun11 110617 11968 12078 11927 12047 +80 34,294 49,515 -5,412
Sep11 110617 11895 12006 11858 11938 +39 188,290 65,367 +9,330
Dec11 110617 11920 11926 11852 11865 +38 565 221 +128
Mar12 110617 11806 11806 11806 11806 +38 0 10 +0
Total Volume and Open Interest 223,149 115,113 +4,046
S & P 500(CME)
Sep11 110617 1263.60 1277.30 1258.60 1266.00 +2.50 56,855 246,377 +22,779
Dec11 110617 1260.00 1269.20 1257.20 1260.60 +2.40 23 7,742 -204
Mar12 110617 1255.10 1263.70 1251.70 1255.10 +2.40 0 4 +3
Jun12 110617 1250.10 1258.70 1246.70 1250.10 +2.40 0 5 +0
Total Volume and Open Interest 109,250 390,170 +2,497
S & P 500 E-Mini(Globex)
Sep11 110617 1263.75 1277.25 1258.50 1266.00 +2.50 3,639,073 2,472,316 +354,532
Dec11 110617 1258.75 1270.75 1254.25 1260.50 +2.25 165 6,006 -995
Total Volume and Open Interest 4,396,269 3,599,065 +173,743
NASDAQ 100(CME)
Sep11 110617 2198.80 2219.00 2183.00 2190.30 -5.20 1,714 4,749 +1,035
Dec11 110617 2186.30 2200.00 2185.00 2186.30 -5.20 2 2 +1
Mar12 110617 2183.80 2183.80 2182.50 2183.80 -5.20      
Total Volume and Open Interest 3,146 21,394 +1,074
NASDAQ 100 E-Mini(Globex)
Sep11 110617 2195.50 2218.80 2182.50 2190.30 -5.20 408,611 257,552 +32,733
Dec11 110617 2208.00 2208.00 2178.00 2186.30 -5.20 44 24 +5
Total Volume and Open Interest 480,477 408,915 +7,761
S & P Midcap 400(CME)
Sep11 110617 930.50 936.00 930.40 930.40 -0.10 48 662 +20
Dec11 110617 929.00 929.10 929.00 929.00 -0.10      
Mar12 110617 927.00 927.10 927.00 927.00 -0.10      
Total Volume and Open Interest 102 2,858 +338
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Sep11 110617 9465 9465 9315 9380 -40 7,017 28,016 +377
Dec11 110617 9385 9400 9360 9360 -40 0 2 +0
Total Volume and Open Interest 7,017 28,018 +377
Nikkei 225(SGX)
Sep11 110617 9385 9450 9310 9345 -55 79,592 156,957 -713
Dec11 110617 9340 9340 9280 9280 -65 8 6,787 +0
Mar12 110617 9280 9280 9280 9280 -55 0 10 +0
Total Volume and Open Interest 81,013 174,810 +113
CAC 40(EURONEXT)
Jun11 110617 3764.5 3844.0 3742.0 3830.0 +37.5 245,620 331,423 -24,915
Jul11 110617 3763.0 3841.5 3739.0 3820.5 +31.0 141,132 257,927 +97,175
Aug11 110617 3779.0 3830.0 3763.0 3825.0 +31.5 12 5 +2
Total Volume and Open Interest 390,377 604,536 +74,669
Hang Seng Index(HKFE)
Jun11 110617 21958 21990 21597 21606 -335 69,346 95,833 -410
Jul11 110617 21971 21990 21608 21612 -337 976 3,605 +296
Total Volume and Open Interest 71,142 104,488 +38
DAX(EUREX)
Jun11 110617 7076.5 7203.5 7036.0 7203.5 +96.5 251,111 90,589 -25,846
Sep11 110617 7102.5 7253.0 7062.5 7201.5 +68.5 119,489 111,049 +40,368
Dec11 110617 7132.5 7277.5 7091.0 7230.5 +69.5 14,342 6,326 +1,736
Total Volume and Open Interest 384,942 207,964 +16,258
FT-SE 100(EURONEXT)
Jun11 110617 5687.00 5687.00 5644.50 5674.50 -27.50 298,335 178,046 -90,715
Sep11 110617 5630.00 5694.00 5608.50 5681.00 +16.50 219,825 560,458 +128,604
Dec11 110617 5597.50 5660.00 5597.50 5658.00 +18.50 7 547 +7
Total Volume and Open Interest 518,167 739,201 +37,896
SPI 200(SFE)
Jun11 110617 4517.5 4517.5 4517.5 4517.5 -0.5 19,344 54,828 -132,003
Sep11 110617 4460.0 4512.0 4441.0 4479.0 +10.0 50,758 187,170 +14,242
Dec11 110617 4492.0 4496.0 4492.0 4496.0 +7.0 465 4,663 +465
Total Volume and Open Interest 70,905 250,274 -117,041
GSCI(CME)
Jul11 110617 16.14 16.14 8.64 11.64 -6.50 945 10,221 -161
Aug11 110617 12.64 19.19 9.64 12.64 -6.50 0 2 +0
Sep11 110617 12.39 19.19 9.64 12.39 -6.75      
Total Volume and Open Interest 945 10,223 -2,197
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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