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MRCI's End of Day Prices

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MRCI's End of Day Prices
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Daily Futures Price Listing Mon June 20, 2011
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jul11 110620 1334.75 1346.00 1331.75 1335.75 +2.75 85,809 130,601 -6,550
Aug11 110620 1335.00 1345.50 1332.00 1336.00 +2.50 15,015 45,484 +2,177
Sep11 110620 1335.00 1343.50 1330.25 1333.50 +0.75 3,680 21,959 +548
Nov11 110620 1334.25 1346.00 1330.00 1335.50 +2.25 52,915 284,330 +7,430
Jan12 110620 1347.00 1364.50 1340.25 1345.25 +2.50 2,531 37,719 +40
Mar12 110620 1346.25 1359.00 1346.25 1348.25 +2.00 1,711 21,469 +89
May12 110620 1343.00 1356.00 1342.75 1346.25 +2.75 2,487 24,248 -249
Total Volume and Open Interest 165,627 594,689 +3,351
Soybean Meal(CBOT)
Jul11 110620 349.90 353.40 349.10 350.00 +1.00 25,221 56,036 -2,239
Aug11 110620 349.00 353.00 348.60 349.60 +1.10 8,220 44,334 -751
Sep11 110620 349.80 351.80 348.00 348.30 +0.50 2,842 21,982 -140
Oct11 110620 346.00 348.90 345.00 345.80 +0.90 1,961 15,994 -608
Dec11 110620 346.70 350.00 345.30 346.70 +1.20 11,204 65,238 +884
Jan12 110620 348.40 351.40 347.10 348.30 +1.20 334 6,001 +107
Mar12 110620 349.70 352.90 348.50 349.80 +1.30 260 3,559 +82
May12 110620 347.80 348.90 347.00 348.40 +1.40 160 5,187 +34
Total Volume and Open Interest 50,302 223,588 -2,645
Soybean Oil(CBOT)
Jul11 110620 55.98 56.38 55.80 56.02 +0.10 52,629 85,170 -4,152
Aug11 110620 56.25 56.62 56.07 56.25 +0.06 11,689 36,190 -622
Sep11 110620 56.57 56.87 56.32 56.53 +0.08 8,381 32,170 +233
Oct11 110620 56.73 57.15 56.72 56.80 +0.07 2,973 15,963 +683
Dec11 110620 57.27 57.71 57.12 57.36 +0.10 32,117 126,911 +3,841
Jan12 110620 57.53 57.85 57.51 57.61 +0.09 1,366 12,797 +58
Mar12 110620 57.85 58.26 57.85 57.94 +0.11 412 8,322 +194
May12 110620 58.00 58.25 57.95 58.06 +0.11 185 5,819 +98
Total Volume and Open Interest 109,859 326,886 +344
Canola(WCE)
Jul11 110620 582.6 582.6 579.1 579.3 -1.8 8,195 33,790 -3,501
Nov11 110620 584.6 584.6 580.3 582.1 -1.0 9,145 113,527 +2,531
Jan12 110620 587.5 590.8 585.6 587.8 -1.2 189 12,223 -47
Mar12 110620 591.9 594.5 590.0 592.6 -1.3 421 4,266 +68
May12 110620 600.0 600.0 596.3 596.3 -1.3 376 1,868 +230
Total Volume and Open Interest 18,484 168,748 -719
Corn(CBOT)
Jul11 110620 704.50 707.75 695.50 700.50 +0.25 222,258 355,371 -38,885
Sep11 110620 689.25 692.00 681.75 687.50 +0.50 112,392 329,567 +14,695
Dec11 110620 662.75 666.25 653.50 660.50 +0.50 116,974 499,754 +5,131
Mar12 110620 673.00 677.50 665.75 673.00 +1.25 8,829 91,580 +1,115
May12 110620 682.50 683.50 674.50 680.25 +1.00 1,652 20,614 -28
Jul12 110620 688.00 691.00 680.00 685.75 unch 3,409 55,576 +680
Total Volume and Open Interest 474,981 1,447,577 -12,332
Wheat(CBOT)
Jul11 110620 673.50 675.25 654.25 659.25 -13.00 64,672 91,910 -5,976
Sep11 110620 709.00 710.50 690.75 695.75 -12.25 35,736 147,023 +4,828
Dec11 110620 755.00 756.50 743.25 745.25 -8.00 20,679 112,059 +57
Mar12 110620 790.25 792.25 781.00 784.00 -6.25 5,854 34,185 +2,835
May12 110620 802.00 804.50 796.00 797.25 -7.25 935 9,602 +244
Total Volume and Open Interest 131,108 457,399 +1,494
Wheat(KCBT)
Jul11 110620 805.75 808.00 792.50 801.00 -3.50 22,361 34,606 -4,016
Sep11 110620 822.25 826.25 811.25 820.00 -2.25 14,067 63,732 +2,587
Dec11 110620 847.75 850.25 835.75 843.75 -2.25 5,501 50,371 -73
Mar12 110620 860.75 863.50 848.75 857.75 -2.25 1,516 10,017 +267
May12 110620 858.00 860.00 854.00 858.25 -2.25 265 1,582 -39
Total Volume and Open Interest 44,497 174,733 -1,142
Wheat(MGE)
Jul11 110620 904.50 907.25 895.75 900.50 +3.25 1,954 6,132 -469
Sep11 110620 881.25 895.00 875.00 879.00 -2.75 3,950 22,540 -227
Dec11 110620 889.50 895.00 877.00 880.50 -4.25 2,308 18,857 +224
Mar12 110620 901.75 901.75 888.75 892.25 -3.25 626 4,053 -96
May12 110620 896.00 900.50 892.00 894.75 -4.00 199 1,672 +7
Total Volume and Open Interest 9,314 60,026 -587
Oats(CBOT)
Jul11 110620 351.00 353.50 342.00 350.00 -1.50 952 4,367 -217
Sep11 110620 357.25 358.25 348.50 358.00 -1.00 231 3,267 -8
Dec11 110620 369.00 371.00 357.50 367.50 -2.00 568 4,913 +64
Mar12 110620 379.50 381.50 379.50 379.50 -2.00 1 27 +1
Total Volume and Open Interest 1,752 12,603 -160
Rough Rice(CBOT)
Jul11 110620 13.95 13.99 13.77 13.81 -0.15 1,249 7,175 -488
Sep11 110620 14.90 14.97 14.73 14.84 -0.09 618 7,469 +3
Nov11 110620 15.20 15.23 15.06 15.16 -0.07 306 3,701 +103
Jan12 110620 15.41 15.46 15.40 15.46 -0.09 64 316 +63
Total Volume and Open Interest 2,237 18,962 -319
Live Cattle(CME)
Jun11 110620 110.500 111.930 110.100 111.830 +2.080 3,617 9,968 -1,569
Aug11 110620 110.900 112.180 110.800 111.980 +1.780 21,206 143,108 -152
Oct11 110620 116.885 118.100 116.750 117.800 +1.665 11,437 78,520 -922
Dec11 110620 119.500 120.850 119.385 120.580 +1.730 9,697 59,939 +86
Feb12 110620 120.000 122.150 120.000 121.900 +2.150 5,803 18,660 +1,398
Apr12 110620 121.750 124.000 121.750 123.680 +2.045 1,581 9,095 +185
Total Volume and Open Interest 53,825 322,965 -662
Feeder Cattle(CME)
Aug11 110620 134.000 135.650 133.850 135.500 +2.850 2,032 20,650 -186
Sep11 110620 134.450 136.575 134.450 136.575 +3.000 302 5,903 +16
Oct11 110620 135.200 137.300 135.150 137.050 +2.750 441 4,909 -16
Nov11 110620 135.300 137.700 135.300 137.500 +2.750 279 2,470 -6
Jan12 110620 135.500 137.050 135.500 136.400 +2.250 123 1,236 +29
Mar12 110620 134.900 136.600 134.900 136.600 +2.500 24 120 +10
Apr12 110620 134.950 135.500 134.900 135.500 +2.300 9 29 +4
Total Volume and Open Interest 3,219 35,335 -143
Lean Hogs(CME)
Jul11 110620 96.200 97.800 96.180 97.550 +1.900 8,139 22,889 -2,085
Aug11 110620 95.200 97.100 95.200 96.680 +1.830 10,409 77,172 -398
Oct11 110620 88.035 89.430 88.035 89.400 +1.500 5,448 46,742 +799
Dec11 110620 85.550 86.650 85.535 86.580 +1.400 2,035 39,024 +158
Feb12 110620 87.980 88.800 87.800 88.700 +0.950 1,813 12,746 +659
Apr12 110620 89.100 89.700 88.700 89.500 +0.750 623 6,037 +305
May12 110620 93.200 93.300 92.600 93.300 +0.650 23 356 +18
Jun12 110620 95.250 96.100 95.250 95.900 +0.650 232 4,056 +100
Total Volume and Open Interest 28,988 210,357 -314
Class III Milk(CME)
Jun11 110620 19.15 19.16 19.13 19.15 unch 112 4,917 -10
Jul11 110620 20.04 20.14 19.96 20.06 +0.02 480 5,472 +90
Aug11 110620 19.11 19.25 19.04 19.15 +0.10 396 5,098 +85
Sep11 110620 18.35 18.56 18.34 18.41 +0.07 151 4,791 +27
Oct11 110620 17.70 17.86 17.70 17.85 +0.15 71 3,710 +20
Total Volume and Open Interest 1,367 34,439 +262
Cocoa(ICE)
Jul11 110620 2900 2995 2900 2967 +50 3,069 232 -2,456
Sep11 110620 2916 2981 2881 2968 +51 11,890 68,793 -1,049
Dec11 110620 2937 3005 2910 2996 +52 2,312 36,550 +795
Mar12 110620 2960 3041 2949 3033 +53 1,131 29,850 -113
May12 110620 2960 3037 2960 3033 +50 127 8,535 +94
Jul12 110620 2960 3040 2960 3034 +49 156 3,574 +107
Sep12 110620 3037 3039 3033 3039 +51 111 6,189 +56
Total Volume and Open Interest 18,896 160,577 -2,566
Coffee "C"(ICE)
Jul11 110620 250.20 250.35 243.45 243.60 -5.95 6,258 12,257 -2,218
Sep11 110620 252.95 253.00 246.15 246.30 -6.20 14,765 54,278 +1,828
Dec11 110620 256.70 257.10 250.35 250.50 -6.20 2,569 28,528 +483
Mar12 110620 259.50 259.50 254.10 254.25 -5.65 1,018 6,622 +154
May12 110620 261.25 261.25 256.50 256.65 -5.15 31 3,294 +10
Jul12 110620 260.45 260.55 257.10 257.10 -5.00 4 1,520 +1
Total Volume and Open Interest 24,645 108,825 +251
Orange Juice(ICE)
Jul11 110620 181.45 187.60 180.60 187.05 +5.60 5,293 12,834 -4,076
Sep11 110620 178.00 183.25 177.25 182.70 +4.45 4,380 16,101 +1,778
Nov11 110620 173.55 178.80 173.20 178.20 +4.20 1,101 4,952 +818
Jan12 110620 172.45 175.80 172.45 175.45 +4.25 42 847 +19
Mar12 110620 174.75 175.00 174.45 174.45 +5.00 11 181 -1
May12 110620 172.60 173.20 172.60 173.20 +5.25 0 157 +0
Total Volume and Open Interest 10,827 35,136 -1,462
Sugar #11(ICE)
Jul11 110620 26.31 27.58 26.22 27.47 +1.10 65,054 105,360 -15,329
Oct11 110620 25.28 26.31 25.15 26.21 +0.83 61,536 275,235 +3,473
Mar12 110620 24.83 25.73 24.79 25.64 +0.59 20,611 113,215 +4,057
May12 110620 24.43 24.92 24.20 24.86 +0.43 10,230 34,412 +2,078
Jul12 110620 23.79 24.44 23.74 24.35 +0.37 4,486 53,366 +192
Total Volume and Open Interest 165,933 638,067 -4,239
London Cocoa(LCE)
Jul11 110620 1818 1850 1800 1848 +26 2,808 58,540 -882
Sep11 110620 1820 1862 1810 1857 +28 7,218 46,572 +2,039
Dec11 110620 1848 1886 1837 1881 +26 1,688 36,068 +129
Mar12 110620 1866 1902 1854 1897 +26 2,106 40,231 +883
May12 110620 1879 1916 1868 1910 +26 262 10,298 +85
Jul12 110620 1890 1925 1880 1919 +27 234 4,591 +197
Sep12 110620 1900 1923 1890 1923 +27 20 3,214 +6
Total Volume and Open Interest 14,352 207,450 +2,460
London Sugar(LCE)
Aug11 110620 727.80 741.40 727.30 739.60 +12.00 3,765 24,984 +7
Oct11 110620 668.20 676.50 665.30 672.50 +3.90 1,256 13,591 +166
Dec11 110620 651.50 658.90 651.00 653.80 +2.70 306 5,647 -89
Mar12 110620 639.60 648.40 634.80 643.40 +4.10 144 5,187 +14
May12 110620 632.40 634.00 625.80 633.50 +2.50 128 2,228 +99
Total Volume and Open Interest 5,602 54,284 +197
Cotton(ICE)
Jul11 110620 145.40 150.60 144.10 148.73 +3.55 5,982 25,956 -738
Oct11 110620 129.98 130.88 128.15 129.29 -0.32 42 499 +22
Dec11 110620 123.77 126.66 121.55 124.07 +0.30 14,458 97,236 +988
Mar12 110620 117.75 119.80 115.52 117.94 +0.23 1,947 14,459 +142
May12 110620 112.00 113.38 110.62 111.99 -0.52 310 3,597 -43
Jul12 110620 108.30 109.50 106.65 108.09 -0.18 491 5,885 +39
Total Volume and Open Interest 23,591 150,821 +492
Lumber(CME)
Jul11 110620 223.5 233.3 223.0 230.8 +7.2 458 2,808 -96
Sep11 110620 237.9 245.0 236.5 241.6 +2.6 358 5,913 +120
Nov11 110620 246.4 253.8 246.4 253.8 +9.8 174 1,556 +91
Jan12 110620 266.0 271.9 266.0 269.8 +4.8 7 82 +2
Total Volume and Open Interest 997 10,365 +117
Crude Oil(NYM)
Jul11 110620 92.80 93.49 91.14 93.26 +0.25 336,011 89,807 -41,486
Aug11 110620 93.17 93.87 91.51 93.63 +0.23 154,315 279,879 +12,264
Sep11 110620 93.54 94.30 91.94 94.07 +0.23 51,522 157,599 +2,012
Oct11 110620 93.82 94.65 92.41 94.46 +0.23 26,541 67,326 +5,036
Nov11 110620 93.89 95.01 92.79 94.85 +0.22 16,471 57,387 +644
Dec11 110620 94.75 95.40 93.06 95.19 +0.21 47,247 190,868 +710
Jan12 110620 93.85 95.57 93.64 95.52 +0.21 5,645 49,195 +684
Feb12 110620 94.37 95.84 94.37 95.84 +0.21 2,710 23,536 -86
Mar12 110620 94.62 96.15 94.62 96.15 +0.21 4,228 32,679 +142
Apr12 110620 95.85 96.44 95.85 96.44 +0.20 2,308 18,334 -207
May12 110620 96.72 96.72 96.72 96.72 +0.19 2,033 18,453 +117
Jun12 110620 95.45 97.10 95.34 96.97 +0.18 8,899 74,161 +387
Jul12 110620 96.74 97.29 96.49 97.17 +0.19 1,361 30,206 +32
Aug12 110620 97.26 97.26 97.26 97.26 +0.19 644 12,155 +34
Sep12 110620 97.31 97.31 97.31 97.31 +0.19 1,017 14,871 -120
Oct12 110620 97.39 97.39 97.39 97.39 +0.20 264 10,230 -40
Total Volume and Open Interest 692,012 1,549,256 -21,438
e-miNY Crude Oil(NYM)
Jun11 110519 99.675 100.800 98.250 98.450 -1.650 6,142 2,098 -382
Jul11 110620 92.875 93.450 91.175 93.250 +0.250 7,233 2,382 -199
Aug11 110620 93.375 93.850 91.525 93.625 +0.225 2,996 1,874 +171
Sep11 110620 93.575 94.250 92.075 94.075 +0.225 110 636 -21
Oct11 110620 92.800 94.450 92.800 94.450 +0.225 23 334 -18
Nov11 110620 94.850 94.850 94.850 94.850 +0.225 2 21 +1
Dec11 110620 93.275 95.200 93.275 95.200 +0.225 4 300 -3
Jan12 110620 95.525 95.525 95.525 95.525 +0.225 1 6 +0
Feb12 110620 95.850 95.850 95.850 95.850 +0.225 1 3 +0
Mar12 110620 96.150 96.150 96.150 96.150 +0.200 0 8 +0
Total Volume and Open Interest 10,370 5,725 -69
Heating Oil(NYM)
Jul11 110620 298.33 298.54 292.48 293.20 -5.13 51,571 72,709 -3,724
Aug11 110620 299.10 299.70 293.98 294.69 -5.09 25,552 69,566 +3,215
Sep11 110620 301.44 301.45 295.96 296.55 -5.02 11,062 44,545 +426
Oct11 110620 302.54 302.54 297.81 298.43 -4.95 4,793 19,077 -168
Nov11 110620 304.10 304.10 299.75 300.31 -4.90 5,042 20,090 +813
Dec11 110620 306.50 306.50 301.40 302.02 -4.81 10,139 35,968 +1,063
Jan12 110620 308.00 308.00 303.21 303.63 -4.76 1,255 17,251 -20
Feb12 110620 305.65 306.03 303.60 304.02 -4.70 610 7,462 +251
Mar12 110620 304.72 305.61 302.66 303.13 -4.62 673 6,089 +194
Apr12 110620 302.00 302.91 300.75 301.08 -4.52 55 2,083 +14
May12 110620 299.59 299.59 298.82 299.05 -4.45 25 2,001 +2
Jun12 110620 298.33 299.77 297.62 297.87 -4.38 502 19,853 +219
Total Volume and Open Interest 111,599 329,753 +2,513
Gasoline(NYMEX)
Jul11 110620 295.02 295.12 290.09 291.15 -3.45 52,385 48,887 -4,493
Aug11 110620 288.85 289.24 284.77 285.26 -3.68 46,199 63,188 +4,082
Sep11 110620 286.88 287.00 282.78 283.24 -3.75 21,729 42,042 -650
Oct11 110620 275.46 275.46 271.19 271.65 -3.57 9,551 26,132 +704
Nov11 110620 273.05 273.05 268.97 269.53 -3.51 4,968 15,859 +374
Dec11 110620 271.71 271.86 267.92 268.48 -3.41 4,655 28,506 +436
Jan12 110620 270.25 271.41 268.36 268.94 -3.42 1,040 6,571 +121
Feb12 110620 270.80 270.80 270.04 270.50 -3.41 352 4,265 +102
Mar12 110620 272.28 272.28 272.28 272.28 -3.40 336 4,901 +54
Apr12 110620 284.87 284.87 284.03 284.03 -3.40 31 4,131 +24
Total Volume and Open Interest 141,341 260,516 +767
e-miNY RBOB Gasoline(NYM)
Jul11 110620 291.20 291.20 291.15 291.20 -3.40 1 3 -1
Aug11 110620 285.30 285.30 285.26 285.30 -3.60 0 2 +0
Sep11 110620 283.20 283.24 283.20 283.20 -3.80      
Oct11 110620 271.70 271.70 271.65 271.70 -3.50 0 1 +0
Total Volume and Open Interest 1 8 -1
Natural Gas(NYM)
Jul11 110620 4.301 4.376 4.279 4.317 -0.008 148,834 104,054 -17,054
Aug11 110620 4.343 4.409 4.305 4.352 -0.008 56,949 113,743 +5,172
Sep11 110620 4.260 4.433 4.260 4.380 -0.006 27,104 199,700 +2,342
Oct11 110620 4.417 4.473 4.344 4.421 -0.003 32,586 113,500 -1,342
Nov11 110620 4.547 4.606 4.531 4.559 +0.001 14,200 78,650 -861
Dec11 110620 4.736 4.796 4.650 4.748 unch 7,658 45,927 -254
Jan12 110620 4.821 4.897 4.816 4.851 -0.002 17,058 90,365 +104
Feb12 110620 4.822 4.884 4.806 4.842 unch 2,357 20,671 -127
Mar12 110620 4.772 4.824 4.751 4.786 unch 4,805 43,107 +326
Apr12 110620 4.633 4.686 4.623 4.650 -0.001 6,543 44,819 -498
May12 110620 4.646 4.700 4.646 4.670 +0.001 949 9,666 -173
Jun12 110620 4.660 4.716 4.660 4.701 unch 958 11,307 -194
Jul12 110620 4.742 4.772 4.742 4.748 +0.002 763 8,210 +140
Aug12 110620 4.739 4.808 4.739 4.778 +0.002 276 6,961 -60
Sep12 110620 4.803 4.812 4.789 4.789 +0.001 272 7,197 +58
Oct12 110620 4.822 4.865 4.805 4.833 unch 745 23,825 -80
Total Volume and Open Interest 324,184 998,742 -13,688
Brent Crude Oil(ICE)
Aug11 110620 112.96 113.38 111.23 111.69 -1.52 229,648 209,956 -4,840
Sep11 110620 112.78 113.00 110.90 111.36 -1.49 88,119 132,314 +2,894
Oct11 110620 112.49 112.52 110.71 111.18 -1.42 37,526 70,673 +4,160
Nov11 110620 112.35 112.35 110.67 111.06 -1.38 19,556 38,432 -8
Dec11 110620 112.18 112.18 110.47 110.93 -1.36 44,777 90,266 +326
Jan12 110620 110.88 111.51 110.54 110.81 -1.32 5,333 23,072 +522
Feb12 110620 110.68 111.44 110.41 110.68 -1.26 2,896 18,320 -228
Mar12 110620 110.49 111.30 110.15 110.55 -1.20 3,527 33,332 +202
Apr12 110620 110.36 110.88 110.11 110.38 -1.13 1,816 9,010 -50
May12 110620 110.20 110.20 110.20 110.20 -1.07 1,361 5,656 +116
Jun12 110620 109.91 110.75 109.65 110.02 -0.99 6,805 39,097 -475
Jul12 110620 109.88 109.88 109.88 109.88 -0.92 190 6,472 +9
Aug12 110620 109.73 109.73 109.73 109.73 -0.85 169 4,200 +23
Sep12 110620 109.55 109.55 109.55 109.55 -0.78 99 5,127 -3
Total Volume and Open Interest 455,898 820,812 +3,109
Gas Oil(ICE)
Jul11 110620 938.50 942.00 924.25 932.50 -7.75 76,968 120,721 -7,208
Aug11 110620 944.75 946.25 928.50 937.00 -7.50 75,198 108,583 +4,613
Sep11 110620 949.50 950.00 932.50 940.50 -7.75 23,976 61,720 +2,700
Oct11 110620 952.25 952.25 935.25 943.50 -7.50 7,869 32,848 +31
Nov11 110620 953.75 953.75 938.50 945.00 -7.50 5,679 28,282 -1,080
Dec11 110620 955.50 955.50 938.75 947.00 -7.25 14,204 69,114 +1,106
Jan12 110620 958.50 958.50 942.00 950.00 -7.00 1,417 28,068 +71
Feb12 110620 959.00 959.00 945.25 950.75 -6.75 645 8,946 -212
Mar12 110620 952.00 953.25 944.25 950.50 -6.25 1,237 11,957 +574
Apr12 110620 952.25 952.25 943.75 949.50 -5.50 259 5,932 +50
Total Volume and Open Interest 214,411 574,133 +101
Ethanol(CBOT)
Jun11 110603 2.638 2.640 2.633 2.640 -0.012 38 199 -65
Jul11 110620 2.645 2.673 2.644 2.666 +0.025 185 948 +7
Aug11 110620 2.622 2.642 2.621 2.640 +0.015 640 1,576 -268
Sep11 110620 2.574 2.593 2.574 2.592 +0.020 269 1,406 +6
Oct11 110620 2.476 2.498 2.476 2.496 +0.016 229 1,250 +67
Nov11 110620 2.420 2.431 2.415 2.428 +0.015 57 975 +32
Dec11 110620 2.418 2.418 2.410 2.413 +0.012 128 1,334 -13
Jan12 110620 2.385 2.385 2.378 2.381 +0.009 35 666 +21
Total Volume and Open Interest 1,669 9,743 -72
WTI Crude Oil(ICE
Jul11 110620 92.98 93.46 91.13 93.26 +0.25 59,424 38,767 -5,561
Aug11 110620 93.06 93.89 91.51 93.63 +0.23 59,889 68,379 +2,133
Sep11 110620 93.51 94.29 91.95 94.07 +0.23 20,223 42,455 +414
Oct11 110620 92.71 94.60 92.33 94.46 +0.23 9,844 24,514 +716
Nov11 110620 93.22 95.00 92.74 94.85 +0.22 6,587 21,656 -589
Dec11 110620 93.93 95.35 93.06 95.19 +0.21 18,583 83,862 +528
Jan12 110620 94.07 95.60 93.75 95.52 +0.21 1,755 15,729 -251
Feb12 110620 95.45 95.93 95.39 95.84 +0.21 678 4,387 +83
Mar12 110620 94.95 96.25 94.95 96.15 +0.21 1,087 12,910 +272
Apr12 110620 96.44 96.44 96.44 96.44 +0.20 602 4,387 +116
May12 110620 96.72 96.72 96.72 96.72 +0.19 541 2,957 -190
Jun12 110620 96.72 96.97 96.14 96.97 +0.18 2,759 27,649 -618
Jul12 110620 97.17 97.17 97.17 97.17 +0.19 139 4,459 +45
Aug12 110620 97.26 97.26 97.26 97.26 +0.19 12 956 -12
Sep12 110620 97.31 97.31 97.31 97.31 +0.19 220 4,496 +96
Oct12 110620 97.39 97.39 97.39 97.39 +0.20 0 511 +0
Total Volume and Open Interest 190,857 472,225 -2,836
US Dollar Index(ICE)
Sep11 110620 75.615 75.950 75.365 75.500 +0.040 35,293 50,555 +0
Dec11 110620 75.940 76.080 75.940 75.945 +0.015 8 527 +0
Mar12 110620 76.505 76.505 76.505 76.505 +0.015 0 1 +0
Total Volume and Open Interest 35,301 51,083 +0
Australian Dollar(CME)
Sep11 110620 104.83 104.96 103.77 104.54 -0.38 164,181 98,885 -6,112
Dec11 110620 103.58 103.73 102.90 103.36 -0.37 135 136 +12
Mar12 110620 102.20 102.57 102.20 102.20 -0.37      
Total Volume and Open Interest 164,316 99,024 -6,100
British Pound(CME)
Sep11 110620 161.50 162.17 160.90 161.63 +0.05 134,526 92,806 +40
Dec11 110620 161.23 161.45 161.21 161.45 +0.05 17 116 +2
Mar12 110620 161.25 161.25 161.20 161.25 +0.05 0 2 +0
Total Volume and Open Interest 134,543 92,930 +42
Canadian Dollar(CME)
Sep11 110620 101.76 102.01 101.30 101.87 +0.10 114,441 89,350 +44
Dec11 110620 101.50 101.75 101.21 101.65 +0.10 187 3,771 +67
Mar12 110620 101.49 101.49 101.33 101.41 +0.08 27 527 +5
Jun12 110620 101.15 101.15 101.06 101.15 +0.09 0 249 +0
Total Volume and Open Interest 114,661 94,026 +119
Japanese Yen(CME)
Sep11 110620 124.85 125.04 124.50 124.61 -0.37 120,505 95,237 -1,197
Dec11 110620 124.95 125.11 124.73 124.73 -0.38 129 387 +57
Mar12 110620 124.90 125.27 124.90 124.90 -0.37 0 42 +0
Total Volume and Open Interest 120,634 95,672 -1,140
Swiss Franc(CME)
Sep11 110620 117.86 119.04 117.48 118.22 +0.27 48,098 52,619 -535
Dec11 110620 117.80 119.04 117.78 118.33 +0.27 5 123 +2
Mar12 110620 118.45 118.45 118.18 118.45 +0.27 0 1 +0
Total Volume and Open Interest 48,103 52,746 -533
EuroFX(CME)
Sep11 110620 142.37 142.91 141.54 142.67 -0.09 415,302 180,923 -7,571
Dec11 110620 141.57 142.49 141.33 142.29 -0.10 281 334 +42
Mar12 110620 141.91 142.01 141.91 141.91 -0.10 0 362 +0
Total Volume and Open Interest 415,584 182,450 -7,529
Mexican Peso(CME)
Jul11 110620 841.8 841.8 839.0 841.8 +2.8      
Aug11 110620 839.8 839.8 837.0 839.8 +2.8      
Total Volume and Open Interest 33,389 101,557 -574
30-Year T-Bonds(CBOT)
Jun11 110620 127~060 127~290 126~280 127~030 -0~030 4,474 13,682 -430
Sep11 110620 125~280 126~210 125~170 125~260 -0~020 432,078 644,469 +3,571
Dec11 110620 124~200 125~070 124~040 124~120 -0~020 4 30 +0
Total Volume and Open Interest 436,556 658,181 +3,141
10-Year T-Notes(CBOT)
Jun11 110620 125~120 125~245 125~060 125~100 -0~020 35,859 32,553 -13,366
Sep11 110620 123~275 124~110 123~210 123~260 -0~030 1,861,388 1,817,182 -10,132
Dec11 110620 122~225 122~225 122~140 122~140 -0~035 252 248 +224
Total Volume and Open Interest 1,897,499 1,849,983 -23,274
5-Year T-Notes(CBOT)
Jun11 110613 120~120 121~001 120~087 120~108 +0~072 272,931 205,061 -65,504
Sep11 110620 120~001 120~031 119~109 119~122 -0~009 922,053 1,582,414 +14,556
Dec11 110620 118~106 118~115 118~106 118~106 -0~009 0 2 +0
Total Volume and Open Interest 925,284 1,611,830 +12,508
2 Year T-Notes(CBOT)
Jun11 110620 110~005 110~005 110~000 110~005 +0~003 4,653 20,064 -600
Sep11 110620 109~103 109~107 109~099 109~105 +0~002 433,882 978,380 -4,908
Dec11 110620 109~077 109~077 109~075 109~077 +0~002 0 21 +0
Total Volume and Open Interest 438,535 998,465 -5,508
Eurodollars(CME)
Sep11 110620 99.610 99.635 99.595 99.600 -0.005 759,856 1,246,815 -16,154
Dec11 110620 99.535 99.560 99.520 99.525 -0.010 614,768 1,497,537 -25,219
Mar12 110620 99.475 99.505 99.470 99.475 -0.005 574,420 1,631,655 -56,900
Jun12 110620 99.385 99.410 99.370 99.390 +0.005 517,794 1,473,045 -11,004
Sep12 110620 99.250 99.270 99.210 99.250 +0.005 486,061 924,731 +23,124
Dec12 110620 99.055 99.075 98.995 99.055 +0.005 344,155 681,455 -1,101
Mar13 110620 98.845 98.875 98.790 98.845 unch 270,812 484,501 +976
Jun13 110620 98.605 98.645 98.555 98.605 -0.005 250,093 319,120 +12,560
Sep13 110620 98.370 98.410 98.315 98.360 -0.005 148,658 299,928 -1,890
Dec13 110620 98.110 98.160 98.065 98.105 -0.005 114,300 249,039 -4,314
Mar14 110620 97.865 97.915 97.820 97.855 -0.010 102,271 216,166 -983
Jun14 110620 97.620 97.665 97.570 97.605 -0.010 75,719 159,094 +797
Sep14 110620 97.370 97.425 97.305 97.360 -0.010 34,953 90,360 +5,644
Dec14 110620 97.110 97.175 97.075 97.105 -0.010 28,504 84,329 +43
Mar15 110620 96.930 96.955 96.855 96.885 -0.010 32,273 78,358 -2,188
Jun15 110620 4.955 4.985 4.885 4.915 -0.010 19,949 60,274 -1,400
Sep15 110620 4.745 4.780 4.680 4.705 -0.010 12,339 54,289 -710
Dec15 110620 4.520 4.580 4.485 4.505 -0.010 17,416 47,876 -2,351
Total Volume and Open Interest 4,472,256 9,873,578 -70,959
30 Day Federal Funds(CBOT)
Jun11 110620 99.900 99.900 99.897 99.897 unch 7,385 60,013 +3,480
Jul11 110620 99.890 99.895 99.885 99.890 unch 9,469 58,502 -663
Aug11 110620 99.875 99.880 99.870 99.875 unch 7,070 54,581 +632
Sep11 110620 99.860 99.865 99.855 99.860 unch 7,425 44,206 +83
Oct11 110620 99.850 99.855 99.850 99.850 unch 4,431 52,554 +542
Nov11 110620 99.840 99.845 99.840 99.840 unch 3,779 52,163 -10
Total Volume and Open Interest 89,972 750,527 +4,043
30 Day Fed Funds(e-CBOT)
3-Mth Euro-Yen(CME)
Sep11 110613 99.668 99.668 99.668 99.668 unch      
Dec11 110620 99.665 99.665 99.665 99.665 unch 0 75 +0
Mar12 110620 99.655 99.655 99.655 99.655 unch      
Jun12 110620 99.652 99.652 99.652 99.652 unch      
Sep12 110620 99.585 99.585 99.585 99.585 unch      
Dec12 110620 99.545 99.545 99.545 99.545 unch      
Mar13 110620 99.545 99.545 99.545 99.545 unch      
Jun13 110620 99.500 99.500 99.500 99.500 unch      
Sep13 110620 99.360 99.360 99.360 99.360 unch      
Dec13 110620 99.220 99.220 99.220 99.220 unch      
Total Volume and Open Interest 50 125 +50
3-Mth Euro-Yen(SGX)
Sep11 110620 99.67 99.67 99.67 99.67 unch 51 1,252 +51
Dec11 110620 99.67 99.67 99.67 99.67 unch 40 1,392 +30
Mar12 110620 99.65 99.65 99.65 99.65 unch 1,708 2,285 -909
Jun12 110620 99.65 99.65 99.65 99.65 unch 0 1,554 +0
Sep12 110620 99.58 99.58 99.58 99.58 unch 0 411 +0
Dec12 110620 99.54 99.54 99.54 99.54 unch 0 24 +0
Mar13 110620 99.54 99.54 99.54 99.54 unch 0 1 +0
Jun13 110620 99.50 99.50 99.50 99.50 unch      
Total Volume and Open Interest 1,799 6,919 -828
Japanese Gov't Bonds(SGX)
Sep11 110616 140.67 141.09 140.67 141.03 +0.42 2,173 21,567 +187
Dec11 110620 139.34 139.34 139.34 139.34 +0.03 0 1 +0
Mar12 110620 137.25 137.25 137.25 137.25 +0.03      
Total Volume and Open Interest 2,508 21,628 +474
Euro-Bund(EUREX)
Sep11 110620 126.30 126.59 125.98 126.15 +0.08 1,502,411 1,096,190 +144,027
Dec11 110620 125.15 125.25 124.84 124.93 +0.08 145 231 +13
Mar12 110620 124.86 124.86 124.86 124.86 +0.08      
Total Volume and Open Interest 1,502,556 1,096,421 +144,040
Euro-Bobl(EUREX)
Sep11 110617 117.52 117.55 117.02 117.13 +0.42 377,480 824,416 -12,918
Dec11 110620 116.22 116.22 116.22 116.22 +0.05 0 521 +0
Mar12 110620 116.22 116.22 116.22 116.22 +0.05      
Total Volume and Open Interest 934,010 850,631 +36,519
3-Mth Euribor(EUREX)
Jun11 110613 98.530 98.530 98.530 98.530 +0.005 299 4,770 +0
Sep11 110620 98.280 98.280 98.280 98.280 +0.010 34 2,433 +22
Dec11 110620 98.160 98.160 98.160 98.160 -0.005 203 1,147 -200
Total Volume and Open Interest 348 6,514 -103
Long Gilt(LIFFE)
Jun11 110620 123~03 123~03 122~25 122~25 -0~02 6,001 11,656 +0
Sep11 110620 121~26 121~32 121~12 121~17 -0~02 154,724 341,391 -11,848
Total Volume and Open Interest 160,725 353,047 -11,848
3-Mth Short Sterling(LIFFE)
Sep11 110620 99.10 99.11 99.09 99.11 +0.01 133,691 450,944 -8,978
Dec11 110620 99.03 99.04 99.03 99.04 +0.02 112,890 442,498 -17,999
Mar12 110620 98.95 98.96 98.94 98.95 +0.02 97,786 429,983 +5,801
Jun12 110620 98.85 98.86 98.82 98.84 +0.02 122,549 322,185 -4,970
Sep12 110620 98.72 98.72 98.68 98.70 +0.02 118,025 261,311 +13,830
Dec12 110620 98.54 98.54 98.49 98.51 +0.01 103,896 226,541 +12,963
Total Volume and Open Interest 832,373 2,504,021 +1,824
3-Mth Euribor(LIFFE)
Sep11 110620 98.270 98.285 98.260 98.280 +0.010 265,637 723,720 -23,013
Dec11 110620 98.160 98.190 98.150 98.160 -0.005 218,980 561,859 -722
Mar12 110620 98.110 98.150 98.085 98.100 -0.005 214,751 542,717 +3,436
Total Volume and Open Interest 1,427,988 3,410,244 -5,129
3-Mth Aus T-Bills(SFE)
Sep11 110620 95.06 95.09 95.02 95.09 +0.03 56,824 303,376 -3,239
Dec11 110620 95.05 95.09 94.99 95.08 +0.03 57,157 270,500 +11,456
Mar12 110620 95.04 95.07 94.97 95.06 +0.03 24,229 119,722 +6,515
Jun12 110620 95.01 95.05 94.95 95.04 +0.03 10,622 81,929 +4,917
Sep12 110620 94.99 95.02 94.94 95.02 +0.04 3,082 52,109 +505
Dec12 110620 94.94 94.98 94.88 94.98 +0.04 1,171 37,343 -322
Mar13 110620 94.89 94.96 94.89 94.96 +0.04 1,417 24,202 +417
Jun13 110620 94.84 94.93 94.84 94.93 +0.04 351 6,250 +291
Sep13 110620 94.89 94.90 94.89 94.90 +0.05 20 1,588 +2
Dec13 110620 94.78 94.86 94.77 94.86 +0.04 4 1,268 +4
Total Volume and Open Interest 154,877 898,294 +20,546
10-Year Aus T-Bonds(SFE)
Sep11 110620 94.88 94.94 94.84 94.93 +0.05 55,522 411,554 -2,527
Dec11 110620 94.93 94.93 94.93 94.93 +0.05      
Total Volume and Open Interest 55,522 411,554 -2,527
3-Year Aus T-Bonds(SFE)
Sep11 110620 95.30 95.34 95.24 95.34 +0.04 221,971 695,077 +7,273
Dec11 110620 95.34 95.34 95.34 95.34 +0.04      
Total Volume and Open Interest 221,971 695,077 +7,273
Gold(CMX)
Jun11 110620 1536.0 1545.0 1535.2 1541.5 +2.9 164 1,199 -84
Aug11 110620 1541.3 1548.2 1533.6 1542.0 +2.9 113,355 333,082 +549
Oct11 110620 1540.2 1548.4 1535.0 1543.1 +2.9 1,093 11,915 +314
Dec11 110620 1541.6 1550.5 1536.2 1544.3 +3.0 10,729 65,597 -4,857
Feb12 110620 1543.4 1548.3 1541.3 1545.6 +3.0 190 9,113 +19
Apr12 110620 1546.0 1548.9 1541.7 1547.2 +3.0 656 6,450 +500
Jun12 110620 1547.9 1548.7 1547.9 1548.7 +3.0 156 13,225 -66
Aug12 110620 1548.0 1550.7 1548.0 1550.7 +3.1 7 4,509 +5
Oct12 110620 1552.8 1552.8 1552.8 1552.8 +3.1 0 4,089 +0
Dec12 110620 1553.0 1558.8 1551.1 1555.3 +3.0 67 12,395 +2
Feb13 110620 1558.2 1558.2 1558.2 1558.2 +2.9 10 394 +10
Apr13 110620 1555.8 1562.2 1555.3 1561.6 +3.0 0 51 +0
Total Volume and Open Interest 129,415 501,089 -2,643
Silver(CMX)
Jul11 110620 3599.0 3620.0 3526.0 3607.1 +32.3 50,531 37,925 -2,099
Sep11 110620 3599.5 3620.0 3528.0 3608.4 +32.5 8,791 30,895 +862
Dec11 110620 3610.0 3613.0 3530.0 3609.8 +32.6 3,276 22,773 +307
Mar12 110620 3607.5 3607.5 3607.5 3607.5 +32.9 344 4,335 +162
May12 110620 3604.8 3604.8 3604.8 3604.8 +33.1 26 1,300 +11
Jul12 110620 3602.3 3602.3 3602.3 3602.3 +33.1 23 1,793 +11
Sep12 110620 3599.9 3599.9 3599.9 3599.9 +32.9 0 207 +0
Total Volume and Open Interest 63,341 117,811 -734
Platinum(NYMEX)
Jul11 110620 1753.2 1768.0 1727.1 1730.5 -21.6 9,176 21,365 -1,390
Oct11 110620 1757.1 1770.3 1731.0 1733.6 -21.9 1,319 13,572 +550
Jan12 110620 1748.0 1748.0 1736.9 1736.9 -21.9 35 389 +30
Apr12 110620 1739.4 1739.4 1739.4 1739.4 -21.9 1 70 +1
Total Volume and Open Interest 10,531 35,406 -809
Palladium(NYMEX)
Jun11 110620 735.00 746.50 735.00 746.50 +2.80 37 360 +10
Sep11 110620 743.80 751.00 733.10 748.20 +2.80 5,056 19,477 -562
Dec11 110620 738.35 749.40 738.35 749.40 +2.80 22 683 +6
Total Volume and Open Interest 5,116 20,535 -545
Copper(CMX)
Jul11 110620 410.25 411.00 400.50 407.35 -2.85 41,857 35,866 +1,204
Sep11 110620 412.25 412.80 402.40 409.25 -2.85 7,018 56,796 -470
Dec11 110620 410.15 411.55 405.00 411.10 -2.90 1,040 24,426 +394
Mar12 110620 408.10 412.10 408.10 412.10 -2.90 206 8,524 -1
May12 110620 412.30 412.30 412.30 412.30 -2.90 0 1,621 +0
Total Volume and Open Interest 50,653 133,029 +1,139
DJIA Index(CBOT)
Sep11 110620 11912 12025 11854 12013 +75 1,046 6,960 +371
Dec11 110620 11944 11944 11865 11944 +79 3 85 -1
Mar12 110620 11885 11885 11806 11885 +79      
Jun12 110620 11818 11818 11739 11818 +79      
Total Volume and Open Interest 1,741 28,075  
Mini DJIA Index(CBOT)
Jun11 110617 11968 12078 11927 12047 +80 34,294 49,515 -5,412
Sep11 110620 11924 12032 11851 12013 +75 167,367 77,162 +11,795
Dec11 110620 11831 11952 11804 11944 +79 6 220 -1
Mar12 110620 11885 11885 11885 11885 +79 0 10 +0
Total Volume and Open Interest 191,338 123,171 +8,058
S & P 500(CME)
Sep11 110620 1265.00 1275.20 1256.20 1273.80 +7.80 27,324 250,793 +4,416
Dec11 110620 1260.50 1268.60 1256.10 1268.40 +7.80 2,746 10,470 +2,728
Mar12 110620 1262.90 1263.10 1250.60 1262.90 +7.80 0 4 +0
Jun12 110620 1257.90 1258.10 1245.60 1257.90 +7.80 0 5 +0
Total Volume and Open Interest 51,372 382,836 -7,334
S & P 500 E-Mini(Globex)
Sep11 110620 1265.00 1275.25 1256.25 1273.75 +7.75 3,263,670 2,557,724 +85,408
Dec11 110620 1262.00 1269.50 1252.50 1268.50 +8.00 914 6,690 +684
Total Volume and Open Interest 3,671,686 3,543,245 -55,820
NASDAQ 100(CME)
Sep11 110620 2185.30 2207.00 2174.80 2200.00 +9.70 1,552 5,301 +552
Dec11 110620 2196.00 2198.00 2196.00 2196.00 +9.70 0 2 +0
Mar12 110620 2193.50 2193.50 2191.80 2193.50 +9.70      
Total Volume and Open Interest 2,492 22,669 +1,275
NASDAQ 100 E-Mini(Globex)
Sep11 110620 2189.50 2207.00 2174.00 2200.00 +9.70 360,888 273,581 +16,029
Dec11 110620 2175.00 2200.50 2175.00 2196.00 +9.70 8 25 +1
Total Volume and Open Interest 405,860 418,178 +9,263
S & P Midcap 400(CME)
Sep11 110620 939.60 944.00 939.00 939.60 +9.20 0 633 -29
Dec11 110620 938.60 938.60 936.50 938.60 +9.60      
Mar12 110620 936.60 936.60 934.50 936.60 +9.60      
Total Volume and Open Interest 364 3,503 +645
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Sep11 110620 9360 9445 9345 9445 +65 8,136 28,450 +434
Dec11 110620 9270 9425 9270 9425 +65 0 2 +0
Total Volume and Open Interest 8,136 28,452 +434
Nikkei 225(SGX)
Sep11 110620 9335 9415 9295 9360 +15 91,987 161,358 +4,401
Dec11 110620 9265 9345 9265 9300 +20 17 6,791 +4
Mar12 110620 9300 9300 9300 9300 +20 0 10 +0
Total Volume and Open Interest 92,445 179,376 +4,566
CAC 40(EURONEXT)
Jul11 110620 3786.0 3808.0 3744.0 3801.0 -19.5 110,871 303,751 +45,824
Aug11 110620 3782.5 3805.0 3754.0 3805.0 -20.0 17 21 +16
Sep11 110620 3780.5 3807.0 3752.5 3806.0 -20.0 5,513 18,531 +3,380
Total Volume and Open Interest 342,054 509,739 -94,797
Hang Seng Index(HKFE)
Jun11 110620 21696 21874 21485 21622 +16 74,624 96,872 +1,039
Jul11 110620 21719 21879 21496 21618 +6 1,469 4,052 +447
Total Volume and Open Interest 76,833 106,264 +1,776
DAX(EUREX)
Jun11 110617 7076.5 7203.5 7036.0 7203.5 +96.5 251,111 90,589 -25,846
Sep11 110620 7138.0 7195.0 7086.0 7179.5 -22.0 91,049 123,613 +12,564
Dec11 110620 7160.5 7220.0 7125.0 7208.0 -22.5 22,878 7,391 +1,065
Total Volume and Open Interest 308,012 202,593 -5,371
FT-SE 100(EURONEXT)
Sep11 110620 5660.00 5674.50 5610.00 5659.50 -21.50 169,897 624,839 +64,381
Dec11 110620 5638.50 5638.50 5635.00 5635.00 -23.00 201 680 +133
Mar12 110620 5572.50 5598.50 5572.50 5598.50 -21.00 0 150 +0
Total Volume and Open Interest 408,474 727,189 -12,012
SPI 200(SFE)
Jun11 110617 4517.5 4517.5 4517.5 4517.5 -0.5 19,344 54,828 -132,003
Sep11 110620 4476.0 4510.0 4434.0 4449.0 -30.0 41,266 196,164 +8,994
Dec11 110620 4469.0 4469.0 4469.0 4469.0 -27.0 136 4,733 +70
Total Volume and Open Interest 41,533 243,719 -6,555
GSCI(CME)
Jul11 110620 9.14 12.39 9.14 11.44 -0.20 231 10,185 -36
Aug11 110620 12.74 13.64 10.64 12.74 +0.10 2 2 +0
Sep11 110620 13.14 13.64 10.64 13.14 +0.75 2 0 +0
Total Volume and Open Interest 235 10,187 -36
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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