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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 Tue June 21, 2011
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jul11 110621 1338.25 1354.75 1337.75 1348.75 +13.00 84,043 122,504 -8,097
Aug11 110621 1339.75 1354.75 1338.75 1348.75 +12.75 17,791 45,929 +445
Sep11 110621 1335.25 1352.75 1335.25 1347.00 +13.50 4,884 22,123 +164
Nov11 110621 1337.25 1356.00 1337.25 1349.75 +14.25 58,100 292,931 +8,601
Jan12 110621 1349.25 1365.00 1348.75 1359.50 +14.25 2,964 37,065 -654
Mar12 110621 1356.50 1368.50 1356.50 1363.25 +15.00 464 21,483 +14
May12 110621 1347.00 1366.75 1346.25 1362.25 +16.00 1,361 24,299 +51
Total Volume and Open Interest 170,752 595,225 +536
Soybean Meal(CBOT)
Jul11 110621 350.90 355.10 350.60 351.70 +1.70 35,142 50,903 -5,133
Aug11 110621 350.30 355.00 350.30 351.70 +2.10 14,170 46,551 +2,217
Sep11 110621 349.30 354.30 344.30 349.80 +1.50 3,970 22,071 +89
Oct11 110621 347.60 351.80 346.90 346.90 +1.10 2,087 16,377 +383
Dec11 110621 347.50 352.70 347.50 347.70 +1.00 16,832 66,688 +1,450
Jan12 110621 351.70 354.00 349.30 349.30 +1.00 346 6,017 +16
Mar12 110621 353.10 355.10 350.90 350.90 +1.10 357 3,503 -56
May12 110621 352.00 354.30 348.40 349.90 +1.50 245 5,187 +0
Total Volume and Open Interest 73,418 222,552 -1,036
Soybean Oil(CBOT)
Jul11 110621 56.18 56.70 56.10 56.60 +0.58 54,337 84,958 -212
Aug11 110621 56.40 56.95 56.40 56.84 +0.59 12,241 37,487 +1,297
Sep11 110621 56.68 57.23 56.68 57.12 +0.59 3,899 31,948 -222
Oct11 110621 57.09 57.51 57.03 57.40 +0.60 2,252 16,360 +397
Dec11 110621 57.54 58.05 57.43 57.95 +0.59 32,588 131,630 +4,719
Jan12 110621 58.17 58.30 58.06 58.22 +0.61 1,799 12,964 +167
Mar12 110621 58.41 58.60 58.41 58.57 +0.63 1,260 9,350 +1,028
May12 110621 58.62 58.75 58.53 58.70 +0.64 234 5,878 +59
Total Volume and Open Interest 108,763 334,160 +7,274
Canola(WCE)
Jul11 110621 579.3 581.4 579.0 579.7 +0.4 9,151 28,460 -5,330
Nov11 110621 581.8 584.3 581.7 582.1 unch 11,711 117,660 +4,133
Jan12 110621 589.2 590.7 588.7 589.1 +1.3 553 12,423 +200
Mar12 110621 595.6 597.2 594.4 595.4 +2.8 35 4,265 -1
May12 110621 596.2 600.5 596.2 599.1 +2.8 9 1,869 +1
Total Volume and Open Interest 21,567 167,858 -890
Corn(CBOT)
Jul11 110621 703.00 719.25 702.25 707.50 +7.00 174,752 328,159 -27,212
Sep11 110621 688.75 708.00 688.75 702.25 +14.75 91,788 338,312 +8,745
Dec11 110621 661.50 683.75 661.00 680.25 +19.75 106,296 501,273 +1,519
Mar12 110621 672.50 695.00 672.50 692.50 +19.50 9,277 91,740 +160
May12 110621 683.25 702.00 680.25 698.00 +17.75 3,308 20,822 +208
Jul12 110621 686.50 707.50 685.75 705.50 +19.75 4,920 56,389 +813
Total Volume and Open Interest 395,993 1,432,021 -15,556
Wheat(CBOT)
Jul11 110621 660.75 679.50 655.75 674.25 +15.00 51,422 85,573 -6,337
Sep11 110621 697.75 713.75 691.25 705.50 +9.75 34,779 148,099 +1,076
Dec11 110621 749.25 762.25 741.75 754.25 +9.00 29,851 113,619 +1,560
Mar12 110621 788.00 799.50 782.50 793.50 +9.50 5,404 35,473 +1,288
May12 110621 797.75 811.50 793.25 806.25 +9.00 881 9,671 +69
Total Volume and Open Interest 125,310 455,072 -2,327
Wheat(KCBT)
Jul11 110621 801.75 814.00 794.00 803.50 +2.50 17,545 32,031 -2,575
Sep11 110621 821.00 832.25 813.50 821.50 +1.50 8,494 63,950 +218
Dec11 110621 846.50 856.75 837.25 846.00 +2.25 5,272 50,152 -219
Mar12 110621 859.75 869.50 850.00 858.75 +1.00 725 10,026 +9
May12 110621 857.75 869.25 857.75 859.00 +0.75 150 1,556 -26
Total Volume and Open Interest 32,560 171,992 -2,741
Wheat(MGE)
Jul11 110621 899.75 916.00 898.00 902.75 +2.25 1,182 6,193 +61
Sep11 110621 879.25 894.25 877.00 885.25 +6.25 3,084 22,765 +225
Dec11 110621 880.50 896.25 878.25 887.50 +7.00 1,318 18,586 -271
Mar12 110621 895.00 907.25 895.00 898.25 +6.00 650 4,035 -18
May12 110621 896.50 909.00 896.50 903.25 +8.50 340 1,924 +252
Total Volume and Open Interest 6,669 60,239 +213
Oats(CBOT)
Jul11 110621 351.00 361.00 351.00 353.50 +3.50 1,556 3,585 -782
Sep11 110621 358.00 368.75 358.00 361.50 +3.50 178 3,213 -54
Dec11 110621 368.50 380.00 368.50 371.00 +3.50 992 5,563 +650
Mar12 110621 383.00 383.00 379.50 383.00 +3.50 20 44 +17
Total Volume and Open Interest 2,746 12,434 -169
Rough Rice(CBOT)
Jul11 110621 13.81 14.00 13.81 13.81 +0.00 984 6,701 -474
Sep11 110621 14.85 15.00 14.84 14.85 +0.01 692 7,514 +45
Nov11 110621 15.20 15.31 15.16 15.17 +0.01 440 3,831 +130
Jan12 110621 15.60 15.60 15.46 15.48 +0.02 63 311 -5
Total Volume and Open Interest 2,179 18,658 -304
Live Cattle(CME)
Jun11 110621 111.900 113.250 110.830 113.200 +1.370 4,123 8,306 -1,662
Aug11 110621 111.980 113.250 111.550 113.150 +1.170 27,685 142,955 -153
Oct11 110621 117.600 119.050 117.400 118.950 +1.150 13,039 77,452 -1,068
Dec11 110621 120.285 122.300 120.285 122.250 +1.670 11,041 59,368 -571
Feb12 110621 121.635 124.000 121.550 123.900 +2.000 5,934 20,185 +1,525
Apr12 110621 123.400 125.650 123.230 125.650 +1.970 1,282 9,266 +171
Total Volume and Open Interest 63,425 321,326 -1,639
Feeder Cattle(CME)
Aug11 110621 136.185 138.435 134.985 137.825 +2.325 4,640 20,506 -144
Sep11 110621 137.000 139.000 135.850 138.350 +1.775 850 5,877 -26
Oct11 110621 137.150 139.100 136.235 138.900 +1.850 1,323 4,806 -103
Nov11 110621 137.150 139.500 136.735 139.500 +2.000 429 2,511 +41
Jan12 110621 137.000 138.700 136.350 138.200 +1.800 166 1,243 +7
Mar12 110621 136.630 138.300 135.900 138.300 +1.700 41 135 +15
Apr12 110621 136.250 136.850 135.500 136.700 +1.200 6 32 +3
Total Volume and Open Interest 7,457 35,129 -206
Lean Hogs(CME)
Jul11 110621 97.830 99.400 97.500 99.000 +1.450 9,999 22,094 -795
Aug11 110621 96.785 98.350 96.635 97.980 +1.300 10,271 77,541 +369
Oct11 110621 89.300 90.180 89.000 90.000 +0.600 6,502 46,953 +211
Dec11 110621 86.600 87.200 86.180 87.000 +0.420 4,202 39,555 +531
Feb12 110621 88.700 89.250 88.200 89.150 +0.450 2,007 13,550 +804
Apr12 110621 89.700 90.300 89.200 90.180 +0.680 471 6,257 +220
May12 110621 93.500 94.000 93.000 93.900 +0.600 9 362 +6
Jun12 110621 95.900 96.500 95.500 96.450 +0.550 174 4,145 +89
Total Volume and Open Interest 33,994 211,994 +1,637
Class III Milk(CME)
Jun11 110621 19.13 19.15 19.10 19.14 -0.01 211 4,984 +67
Jul11 110621 20.08 20.15 20.00 20.07 +0.01 227 5,492 +20
Aug11 110621 19.16 19.32 19.15 19.27 +0.12 203 5,126 +28
Sep11 110621 18.44 18.60 18.44 18.51 +0.10 70 4,807 +16
Oct11 110621 17.85 17.90 17.77 17.85 unch 92 3,739 +29
Total Volume and Open Interest 966 34,637 +198
Cocoa(ICE)
Jul11 110621 2988 3037 2982 3027 +60 30 277 +45
Sep11 110621 2979 3045 2979 3026 +58 4,919 68,786 -7
Dec11 110621 3018 3068 3014 3052 +56 1,718 36,782 +232
Mar12 110621 3054 3101 3054 3088 +55 1,279 29,803 -47
May12 110621 3045 3100 3045 3086 +53 41 8,538 +3
Jul12 110621 3076 3096 3076 3088 +54 4 3,578 +4
Sep12 110621 3092 3092 3092 3092 +53 5 6,193 +4
Total Volume and Open Interest 8,002 160,817 +240
Coffee "C"(ICE)
Jul11 110621 245.00 246.85 242.80 243.50 -0.10 4,909 10,419 -1,838
Sep11 110621 246.80 250.00 245.70 246.95 +0.65 19,383 56,658 +2,380
Dec11 110621 250.70 254.15 249.90 251.25 +0.75 4,630 29,433 +905
Mar12 110621 254.25 256.85 254.25 255.00 +0.75 1,116 6,986 +364
May12 110621 258.90 260.00 257.00 257.25 +0.60 81 3,271 -23
Jul12 110621 259.85 259.85 258.15 258.15 +1.05 16 1,516 -4
Total Volume and Open Interest 30,158 110,562 +1,737
Orange Juice(ICE)
Jul11 110621 187.50 195.95 185.05 194.85 +7.80 3,171 9,490 -3,344
Sep11 110621 182.45 190.50 180.85 189.35 +6.65 2,815 17,984 +1,883
Nov11 110621 178.20 182.40 175.95 182.30 +4.10 849 5,631 +679
Jan12 110621 174.65 178.35 173.15 178.30 +2.85 20 860 +13
Mar12 110621 172.00 176.60 172.00 176.60 +2.15 0 181 +0
May12 110621 173.00 175.30 173.00 175.30 +2.10 0 157 +0
Total Volume and Open Interest 6,855 34,367 -769
Sugar #11(ICE)
Jul11 110621 27.50 27.53 26.86 27.49 +0.02 48,189 93,038 -12,322
Oct11 110621 26.21 26.31 25.57 26.26 +0.05 51,018 277,149 +1,914
Mar12 110621 25.64 25.75 25.05 25.70 +0.06 16,591 115,739 +2,524
May12 110621 24.86 25.03 24.40 24.99 +0.13 5,007 36,070 +1,658
Jul12 110621 24.34 24.45 23.98 24.43 +0.08 4,077 54,757 +1,391
Total Volume and Open Interest 126,741 633,829 -4,238
London Cocoa(LCE)
Jul11 110621 1859 1890 1850 1867 +19 999 58,034 -506
Sep11 110621 1868 1904 1866 1884 +27 4,695 46,903 +331
Dec11 110621 1892 1925 1891 1908 +27 1,224 36,417 +349
Mar12 110621 1918 1940 1906 1924 +27 1,127 40,094 -137
May12 110621 1950 1950 1936 1937 +27 140 10,291 -7
Jul12 110621 1940 1950 1940 1946 +27 77 4,602 +11
Sep12 110621 1952 1952 1952 1952 +29 37 3,232 +18
Total Volume and Open Interest 8,357 207,565 +115
London Sugar(LCE)
Aug11 110621 747.20 747.80 730.00 743.60 +4.00 3,851 24,531 -453
Oct11 110621 675.50 680.00 665.80 673.60 +1.10 1,435 13,805 +214
Dec11 110621 659.50 659.50 647.20 656.50 +2.70 249 5,623 -24
Mar12 110621 646.10 650.70 637.70 648.00 +4.60 710 5,426 +239
May12 110621 636.80 640.00 631.20 638.70 +5.20 79 2,195 -33
Total Volume and Open Interest 6,342 54,228 -56
Cotton(ICE)
Jul11 110621 149.05 154.73 149.04 154.73 +6.00 7,442 23,566 -2,390
Oct11 110621 130.10 131.40 130.00 130.33 +1.04 16 465 -34
Dec11 110621 124.46 127.72 123.24 124.00 -0.07 12,097 99,142 +1,906
Mar12 110621 118.05 120.76 116.00 116.88 -1.06 1,156 14,953 +494
May12 110621 112.40 114.32 110.93 110.93 -1.06 83 3,575 -22
Jul12 110621 110.00 110.00 106.64 106.65 -1.44 147 5,607 -278
Total Volume and Open Interest 21,000 150,525 -296
Lumber(CME)
Jul11 110621 232.5 238.8 230.8 232.4 +1.6 415 2,616 -192
Sep11 110621 244.8 250.0 240.0 243.9 +2.3 309 5,996 +83
Nov11 110621 255.9 258.0 252.0 253.0 -0.8 149 1,575 +19
Jan12 110621 273.8 276.0 272.5 276.0 +6.2 2 82 +0
Total Volume and Open Interest 875 10,275 -90
Crude Oil(NYM)
Jul11 110621 93.49 94.74 92.50 93.40 +0.14 245,013 65,994 -23,813
Aug11 110621 93.76 95.10 92.88 94.17 +0.54 196,081 295,536 +15,657
Sep11 110621 94.21 95.52 93.33 94.60 +0.53 58,295 155,921 -1,678
Oct11 110621 94.70 95.91 93.72 94.96 +0.50 25,948 69,175 +1,849
Nov11 110621 95.13 96.18 94.09 95.33 +0.48 18,545 58,136 +749
Dec11 110621 95.36 96.61 94.43 95.66 +0.47 65,596 188,553 -2,315
Jan12 110621 95.82 96.58 95.04 95.96 +0.44 9,581 50,425 +1,230
Feb12 110621 96.46 96.46 95.12 96.26 +0.42 4,826 24,019 +483
Mar12 110621 96.92 97.18 95.43 96.55 +0.40 6,156 31,369 -1,310
Apr12 110621 96.83 96.83 96.83 96.83 +0.39 2,718 18,446 +112
May12 110621 96.85 97.10 96.85 97.10 +0.38 2,643 18,648 +195
Jun12 110621 97.49 97.93 96.23 97.34 +0.37 11,418 73,675 -486
Jul12 110621 97.85 97.94 96.64 97.52 +0.35 2,816 30,176 -30
Aug12 110621 97.60 97.60 97.60 97.60 +0.34 2,142 12,490 +335
Sep12 110621 97.65 97.65 97.65 97.65 +0.34 910 15,043 +172
Oct12 110621 97.72 97.72 97.72 97.72 +0.33 608 10,304 +74
Total Volume and Open Interest 690,630 1,538,331 -10,925
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 110621 93.825 95.075 92.900 94.175 +0.550 6,062 2,125 +251
Sep11 110621 94.200 95.250 93.400 94.600 +0.525 154 657 +21
Oct11 110621 95.300 95.600 94.000 94.950 +0.500 7 333 -1
Nov11 110621 96.125 96.125 95.325 95.325 +0.475 1 21 +0
Dec11 110621 96.000 96.250 95.650 95.650 +0.450 9 300 +0
Jan12 110621 95.950 95.950 95.950 95.950 +0.425 0 6 +0
Feb12 110621 96.250 96.250 96.250 96.250 +0.400 3 3 +0
Mar12 110621 96.550 96.550 96.550 96.550 +0.400 0 8 +0
Total Volume and Open Interest 12,319 5,822 +97
Heating Oil(NYM)
Jul11 110621 293.02 296.20 286.38 289.00 -4.20 41,495 67,856 -4,853
Aug11 110621 294.29 297.72 287.98 290.62 -4.07 22,578 72,387 +2,821
Sep11 110621 295.85 298.75 290.05 292.49 -4.06 9,263 45,452 +907
Oct11 110621 297.29 299.80 291.82 294.41 -4.02 3,022 19,433 +356
Nov11 110621 299.99 301.09 293.70 296.34 -3.97 2,556 19,816 -274
Dec11 110621 301.75 303.86 295.50 298.14 -3.88 8,516 35,400 -568
Jan12 110621 304.20 304.20 297.30 299.82 -3.81 1,296 17,400 +149
Feb12 110621 301.50 302.51 297.76 300.30 -3.72 641 7,216 -246
Mar12 110621 301.65 302.26 297.13 299.60 -3.53 510 5,806 -283
Apr12 110621 299.75 299.76 295.20 297.73 -3.35 515 2,282 +199
May12 110621 298.01 298.01 294.59 295.90 -3.15 579 2,217 +216
Jun12 110621 297.64 298.33 292.71 294.80 -3.07 2,054 21,009 +1,156
Total Volume and Open Interest 93,624 329,435 -318
Gasoline(NYMEX)
Jul11 110621 291.26 293.84 285.21 288.26 -2.89 41,383 42,934 -5,953
Aug11 110621 285.30 288.17 280.05 282.97 -2.29 34,162 64,185 +997
Sep11 110621 283.44 286.19 278.30 281.16 -2.08 13,486 43,181 +1,139
Oct11 110621 271.67 274.00 267.07 269.96 -1.69 4,364 25,584 -548
Nov11 110621 271.29 271.67 265.07 267.96 -1.57 2,685 15,909 +50
Dec11 110621 268.48 271.13 264.23 267.05 -1.43 3,864 28,244 -262
Jan12 110621 269.91 270.22 265.50 267.62 -1.32 527 6,530 -41
Feb12 110621 270.57 271.49 267.16 269.21 -1.29 212 4,298 +33
Mar12 110621 272.24 272.24 270.73 271.04 -1.24 48 4,937 +36
Apr12 110621 280.56 282.81 280.06 282.81 -1.22 5 4,134 +3
Total Volume and Open Interest 100,912 256,076 -4,440
e-miNY RBOB Gasoline(NYM)
Jul11 110621 288.30 288.30 288.26 288.30 -2.90 1 3 +0
Aug11 110621 283.00 283.00 282.97 283.00 -2.30 0 2 +0
Sep11 110621 281.20 281.20 281.16 281.20 -2.00      
Oct11 110621 270.00 270.00 269.96 270.00 -1.70 0 1 +0
Total Volume and Open Interest 1 8 +0
Natural Gas(NYM)
Jul11 110621 4.309 4.413 4.305 4.388 +0.071 110,415 91,374 -12,680
Aug11 110621 4.364 4.449 4.339 4.423 +0.071 55,295 120,579 +6,836
Sep11 110621 4.389 4.473 4.369 4.448 +0.068 26,626 200,278 +578
Oct11 110621 4.413 4.510 4.409 4.489 +0.068 22,249 112,869 -631
Nov11 110621 4.581 4.640 4.576 4.621 +0.062 12,479 77,671 -979
Dec11 110621 4.745 4.824 4.738 4.806 +0.058 10,230 45,771 -156
Jan12 110621 4.841 4.924 4.841 4.909 +0.058 11,935 90,982 +617
Feb12 110621 4.866 4.914 4.834 4.899 +0.057 1,445 20,689 +18
Mar12 110621 4.810 4.858 4.796 4.842 +0.056 3,797 42,754 -353
Apr12 110621 4.664 4.720 4.659 4.704 +0.054 4,805 44,104 -715
May12 110621 4.689 4.737 4.689 4.724 +0.054 514 9,673 +7
Jun12 110621 4.690 4.761 4.690 4.755 +0.054 882 11,441 +134
Jul12 110621 4.775 4.816 4.775 4.800 +0.052 240 8,247 +37
Aug12 110621 4.798 4.845 4.798 4.829 +0.051 135 7,013 +52
Sep12 110621 4.813 4.851 4.813 4.840 +0.051 208 7,186 -11
Oct12 110621 4.855 4.889 4.838 4.884 +0.051 1,594 24,380 +555
Total Volume and Open Interest 263,673 991,893 -6,849
Brent Crude Oil(ICE)
Aug11 110621 111.54 113.10 109.92 110.95 -0.74 213,256 206,117 -3,839
Sep11 110621 111.25 112.75 109.52 110.55 -0.81 76,855 138,449 +6,135
Oct11 110621 111.13 112.43 109.32 110.28 -0.90 32,576 65,480 -5,193
Nov11 110621 111.03 112.19 109.15 110.10 -0.96 16,312 37,603 -829
Dec11 110621 110.90 112.20 109.00 109.93 -1.00 44,513 91,501 +1,235
Jan12 110621 110.88 111.28 108.92 109.79 -1.02 5,098 22,922 -150
Feb12 110621 110.74 111.12 108.79 109.65 -1.03 2,503 18,167 -153
Mar12 110621 110.60 111.09 108.66 109.52 -1.03 2,576 33,655 +323
Apr12 110621 110.38 110.43 109.24 109.35 -1.03 1,657 9,378 +368
May12 110621 109.18 109.18 109.18 109.18 -1.02 1,103 5,497 -159
Jun12 110621 110.02 111.02 108.20 109.01 -1.01 5,784 39,575 +478
Jul12 110621 108.88 108.88 108.88 108.88 -1.00 591 6,360 -112
Aug12 110621 109.70 109.70 108.74 108.74 -0.99 739 4,458 +258
Sep12 110621 108.58 108.58 108.58 108.58 -0.97 715 5,318 +191
Total Volume and Open Interest 419,760 820,945 +133
Gas Oil(ICE)
Jul11 110621 924.00 936.75 904.75 921.25 -11.25 71,239 103,648 -17,073
Aug11 110621 928.00 940.75 909.50 925.50 -11.50 69,110 112,293 +3,710
Sep11 110621 934.00 944.00 915.00 929.25 -11.25 22,694 64,138 +2,418
Oct11 110621 938.00 946.50 918.50 932.25 -11.25 9,658 31,588 -1,260
Nov11 110621 938.25 946.50 925.75 934.00 -11.00 5,706 28,036 -246
Dec11 110621 941.25 951.00 920.50 936.25 -10.75 24,331 68,283 -831
Jan12 110621 944.50 946.25 930.00 939.25 -10.75 8,115 29,429 +1,361
Feb12 110621 944.25 947.00 931.25 940.50 -10.25 3,098 10,037 +1,091
Mar12 110621 944.00 953.75 938.75 940.25 -10.25 1,575 11,629 -328
Apr12 110621 943.00 950.00 932.00 939.75 -9.75 749 6,108 +176
Total Volume and Open Interest 227,023 565,243 -8,890
Ethanol(CBOT)
Jun11 110603 2.638 2.640 2.633 2.640 -0.012 38 199 -65
Jul11 110621 2.700 2.736 2.700 2.727 +0.061 298 797 -151
Aug11 110621 2.647 2.706 2.647 2.698 +0.058 267 1,591 +15
Sep11 110621 2.590 2.655 2.590 2.649 +0.057 136 1,371 -35
Oct11 110621 2.496 2.555 2.496 2.552 +0.056 85 1,277 +27
Nov11 110621 2.468 2.485 2.468 2.480 +0.052 28 985 +10
Dec11 110621 2.460 2.465 2.449 2.459 +0.046 109 1,352 +18
Jan12 110621 2.425 2.436 2.420 2.431 +0.050 36 660 -6
Total Volume and Open Interest 1,129 9,716 -27
WTI Crude Oil(ICE
Aug11 110621 94.12 95.08 92.88 94.17 +0.54 65,354 72,306 +3,927
Sep11 110621 94.61 95.52 93.35 94.60 +0.53 20,262 44,005 +1,550
Oct11 110621 95.02 95.87 93.74 94.96 +0.50 7,613 24,525 +11
Nov11 110621 95.05 96.06 94.20 95.33 +0.48 5,709 22,016 +360
Dec11 110621 95.41 96.60 94.55 95.66 +0.47 20,299 83,806 -56
Jan12 110621 96.17 96.32 95.07 95.96 +0.44 2,300 15,748 +19
Feb12 110621 96.59 96.62 95.39 96.26 +0.42 1,553 4,490 +103
Mar12 110621 96.90 97.09 95.68 96.55 +0.40 1,785 12,580 -330
Apr12 110621 97.30 97.30 96.17 96.83 +0.39 544 4,393 +6
May12 110621 97.10 97.10 97.10 97.10 +0.38 484 2,963 +6
Jun12 110621 97.65 97.81 96.46 97.34 +0.37 2,913 27,933 +284
Jul12 110621 97.52 97.52 97.52 97.52 +0.35 578 4,275 -184
Aug12 110621 97.60 97.60 97.60 97.60 +0.34 28 956 +0
Sep12 110621 97.65 97.65 97.65 97.65 +0.34 1 4,496 +0
Oct12 110621 97.72 97.72 97.72 97.72 +0.33 0 511 +0
Nov12 110621 97.82 97.82 97.82 97.82 +0.32 18 1,612 -18
Total Volume and Open Interest 176,297 468,074 -4,151
US Dollar Index(ICE)
Sep11 110621 75.260 75.455 74.920 74.930 -0.570 33,730 46,694 -3,861
Dec11 110621 75.440 75.440 75.380 75.380 -0.565 23 514 -13
Mar12 110621 75.940 75.940 75.940 75.940 -0.565 0 1 +0
Total Volume and Open Interest 33,753 47,209 -3,874
Australian Dollar(CME)
Sep11 110621 104.60 105.01 104.14 104.92 +0.38 111,366 98,789 -96
Dec11 110621 103.75 103.77 103.13 103.74 +0.38 65 190 +54
Mar12 110621 102.60 102.60 102.20 102.60 +0.40      
Total Volume and Open Interest 111,431 98,982 -42
British Pound(CME)
Sep11 110621 161.82 162.36 161.48 162.29 +0.66 88,736 90,692 -2,114
Dec11 110621 162.11 162.11 161.45 162.11 +0.66 3 118 +2
Mar12 110621 161.91 161.91 161.25 161.91 +0.66 0 2 +0
Total Volume and Open Interest 88,739 90,818 -2,112
Canadian Dollar(CME)
Sep11 110621 101.84 102.76 101.76 102.74 +0.87 85,366 88,370 -980
Dec11 110621 101.85 102.54 101.65 102.52 +0.87 44 3,782 +11
Mar12 110621 101.85 102.28 101.41 102.28 +0.87 6 529 +2
Jun12 110621 102.01 102.01 101.15 102.01 +0.86 1 250 +1
Total Volume and Open Interest 85,417 93,060 -966
Japanese Yen(CME)
Sep11 110621 124.66 124.99 124.50 124.88 +0.27 108,403 98,976 +3,739
Dec11 110621 124.87 125.00 124.73 125.00 +0.27 38 388 +1
Mar12 110621 125.15 125.15 124.90 125.15 +0.25 0 42 +0
Total Volume and Open Interest 108,442 99,413 +3,741
Swiss Franc(CME)
Sep11 110621 118.25 119.12 118.22 119.05 +0.83 40,611 51,964 -655
Dec11 110621 118.69 119.17 118.33 119.17 +0.84 7 124 +1
Mar12 110621 119.29 119.29 118.45 119.29 +0.84 0 1 +0
Total Volume and Open Interest 40,618 52,092 -654
EuroFX(CME)
Sep11 110621 142.70 143.85 142.60 143.80 +1.13 319,613 186,950 +6,027
Dec11 110621 142.52 143.41 142.27 143.41 +1.12 120 339 +5
Mar12 110621 143.01 143.01 141.91 143.01 +1.10 2 361 -1
Total Volume and Open Interest 319,735 188,481 +6,031
Mexican Peso(CME)
Jul11 110621 847.8 847.8 841.8 847.8 +6.0      
Aug11 110621 845.8 845.8 839.8 845.8 +6.0      
Total Volume and Open Interest 27,158 101,713 +156
30-Year T-Bonds(CBOT)
Jun11 110620 127~060 127~290 126~280 127~030 -0~030 4,474 13,682 -430
Sep11 110621 125~290 126~020 125~070 125~130 -0~130 287,232 640,070 -4,399
Dec11 110621 124~140 124~140 123~310 123~310 -0~130 7 36 +6
Total Volume and Open Interest 291,331 651,418 -6,763
10-Year T-Notes(CBOT)
Jun11 110621 125~110 125~125 125~020 125~080 -0~020 23,253 22,876 -9,677
Sep11 110621 123~275 123~300 123~175 123~205 -0~055 1,135,289 1,802,696 -14,486
Dec11 110621 122~090 122~140 122~090 122~090 -0~050 0 248 +0
Total Volume and Open Interest 1,158,542 1,825,820 -24,163
5-Year T-Notes(CBOT)
Jun11 110613 120~120 121~001 120~087 120~108 +0~072 272,931 205,061 -65,504
Sep11 110621 119~124 120~006 119~103 119~117 -0~005 538,810 1,591,486 +9,072
Dec11 110621 118~101 118~106 118~101 118~101 -0~005 1 3 +1
Total Volume and Open Interest 547,223 1,620,065 +8,235
2 Year T-Notes(CBOT)
Jun11 110621 110~004 110~010 110~002 110~007 +0~002 1,265 19,574 -490
Sep11 110621 109~105 109~107 109~100 109~105 unch 403,933 989,050 +10,670
Dec11 110621 109~077 109~077 109~077 109~077 unch 0 21 +0
Total Volume and Open Interest 405,198 1,008,645 +10,180
Eurodollars(CME)
Sep11 110621 99.605 99.630 99.605 99.625 +0.025 412,632 1,208,766 -38,049
Dec11 110621 99.530 99.555 99.530 99.550 +0.025 295,490 1,460,678 -36,859
Mar12 110621 99.480 99.495 99.475 99.490 +0.015 264,226 1,626,479 -5,176
Jun12 110621 99.390 99.405 99.375 99.395 +0.005 234,329 1,443,966 -29,079
Sep12 110621 99.255 99.260 99.225 99.245 -0.005 198,709 936,211 +11,480
Dec12 110621 99.060 99.065 99.015 99.040 -0.015 203,923 696,759 +15,304
Mar13 110621 98.850 98.860 98.800 98.835 -0.010 144,430 484,168 -333
Jun13 110621 98.605 98.620 98.555 98.600 -0.005 135,899 328,044 +8,924
Sep13 110621 98.360 98.375 98.310 98.355 -0.005 94,838 299,991 +63
Dec13 110621 98.100 98.115 98.050 98.095 -0.010 71,865 248,078 -961
Mar14 110621 97.850 97.865 97.805 97.845 -0.010 59,473 220,952 +4,786
Jun14 110621 97.590 97.610 97.555 97.590 -0.015 47,999 163,338 +4,244
Sep14 110621 97.355 97.365 97.315 97.340 -0.020 18,124 91,372 +1,012
Dec14 110621 97.095 97.115 97.060 97.085 -0.020 19,144 83,070 -1,259
Mar15 110621 96.885 96.895 96.840 96.865 -0.020 13,568 79,028 +670
Jun15 110621 4.915 4.920 4.870 4.895 -0.020 13,692 61,041 +767
Sep15 110621 4.715 4.715 4.660 4.685 -0.020 6,480 55,122 +833
Dec15 110621 4.515 4.520 4.465 4.485 -0.020 6,088 47,994 +118
Total Volume and Open Interest 2,276,501 9,812,956 -60,622
30 Day Federal Funds(CBOT)
Jun11 110621 99.897 99.900 99.897 99.900 +0.003 2,450 61,230 +1,217
Jul11 110621 99.890 99.895 99.885 99.890 unch 1,992 58,221 -281
Aug11 110621 99.875 99.880 99.870 99.875 unch 818 54,643 +62
Sep11 110621 99.860 99.865 99.850 99.860 unch 1,422 44,312 +106
Oct11 110621 99.855 99.855 99.840 99.850 unch 2,712 53,087 +533
Nov11 110621 99.845 99.845 99.830 99.835 -0.005 2,534 51,552 -611
Total Volume and Open Interest 32,718 751,915 +1,388
30 Day Fed Funds(e-CBOT)
3-Mth Euro-Yen(CME)
Sep11 110613 99.668 99.668 99.668 99.668 unch      
Dec11 110621 99.665 99.665 99.665 99.665 unch 0 75 +0
Mar12 110621 99.655 99.655 99.655 99.655 unch      
Jun12 110621 99.652 99.652 99.652 99.652 unch      
Sep12 110621 99.585 99.585 99.585 99.585 unch      
Dec12 110621 99.545 99.545 99.545 99.545 unch      
Mar13 110621 99.545 99.545 99.545 99.545 unch      
Jun13 110621 99.500 99.500 99.500 99.500 unch      
Sep13 110621 99.360 99.360 99.360 99.360 unch      
Dec13 110621 99.220 99.220 99.220 99.220 unch      
Total Volume and Open Interest 2 127 +2
3-Mth Euro-Yen(SGX)
Sep11 110621 99.67 99.67 99.67 99.67 unch 0 1,252 +0
Dec11 110621 99.67 99.67 99.67 99.67 unch 0 1,392 +0
Mar12 110621 99.65 99.65 99.65 99.65 unch 305 2,123 -162
Jun12 110621 99.65 99.65 99.65 99.65 unch 0 1,554 +0
Sep12 110621 99.58 99.58 99.58 99.58 unch 0 411 +0
Dec12 110621 99.54 99.54 99.54 99.54 unch 0 24 +0
Mar13 110621 99.54 99.54 99.54 99.54 unch 0 1 +0
Jun13 110621 99.50 99.50 99.50 99.50 unch      
Total Volume and Open Interest 305 6,757 -162
Japanese Gov't Bonds(SGX)
Sep11 110616 140.67 141.09 140.67 141.03 +0.42 2,173 21,567 +187
Dec11 110621 139.23 139.23 139.23 139.23 -0.11 0 1 +0
Mar12 110621 137.14 137.14 137.14 137.14 -0.11      
Total Volume and Open Interest 4,234 23,695 +2,067
Euro-Bund(EUREX)
Sep11 110621 126.06 126.24 125.73 125.89 -0.26 1,149,191 1,018,149 -78,041
Dec11 110621 124.90 124.92 124.55 124.68 -0.25 8 233 +2
Mar12 110621 124.60 124.60 124.60 124.60 -0.26      
Total Volume and Open Interest 1,149,199 1,018,382 -78,039
Euro-Bobl(EUREX)
Sep11 110617 117.52 117.55 117.02 117.13 +0.42 377,480 824,416 -12,918
Dec11 110621 116.11 116.11 116.10 116.10 -0.12 3 524 +3
Mar12 110621 116.09 116.09 116.09 116.09 -0.13      
Total Volume and Open Interest 817,194 823,297 -27,334
3-Mth Euribor(EUREX)
Jun11 110613 98.530 98.530 98.530 98.530 +0.005 299 4,770 +0
Sep11 110621 98.285 98.290 98.275 98.275 -0.005 192 2,528 +95
Dec11 110621 98.145 98.145 98.145 98.145 -0.015 200 1,347 +200
Total Volume and Open Interest 492 6,909 +395
Long Gilt(LIFFE)
Jun11 110621 122~19 122~22 122~19 122~20 -0~05 2,900 11,661 +5
Sep11 110621 121~15 121~17 121~08 121~12 -0~05 90,295 349,560 +8,169
Total Volume and Open Interest 93,195 361,221 +8,174
3-Mth Short Sterling(LIFFE)
Sep11 110621 99.10 99.11 99.09 99.10 -0.01 85,165 464,719 +13,775
Dec11 110621 99.03 99.04 99.02 99.03 -0.01 149,767 448,610 +6,112
Mar12 110621 98.94 98.96 98.93 98.94 -0.01 110,363 457,158 +27,175
Jun12 110621 98.83 98.85 98.81 98.82 -0.02 88,714 318,114 -4,071
Sep12 110621 98.68 98.71 98.67 98.68 -0.02 74,085 281,829 +20,518
Dec12 110621 98.49 98.52 98.48 98.49 -0.02 46,138 230,581 +4,040
Total Volume and Open Interest 620,911 2,559,859 +55,838
3-Mth Euribor(LIFFE)
Sep11 110621 98.280 98.300 98.270 98.275 -0.005 194,829 753,628 +29,908
Dec11 110621 98.160 98.180 98.135 98.145 -0.015 170,036 574,254 +12,395
Mar12 110621 98.100 98.125 98.065 98.080 -0.020 179,003 557,305 +14,588
Total Volume and Open Interest 1,183,137 3,485,862 +75,618
3-Mth Aus T-Bills(SFE)
Sep11 110621 95.09 95.16 95.05 95.12 +0.03 29,918 271,969 -31,407
Dec11 110621 95.08 95.15 95.03 95.12 +0.04 25,610 215,503 -54,997
Mar12 110621 95.06 95.13 95.00 95.09 +0.03 16,342 120,378 +656
Jun12 110621 95.04 95.09 94.97 95.07 +0.03 7,845 80,941 -988
Sep12 110621 94.99 95.06 94.94 95.05 +0.03 1,408 51,129 -980
Dec12 110621 94.94 95.03 94.90 95.02 +0.04 1,963 36,630 -713
Mar13 110621 94.93 95.00 94.91 95.00 +0.04 831 24,139 -63
Jun13 110621 94.90 94.97 94.88 94.96 +0.03 629 6,429 +179
Sep13 110621 94.87 94.93 94.83 94.92 +0.02 36 1,623 +35
Dec13 110621 94.82 94.88 94.82 94.88 +0.02 33 1,243 -25
Total Volume and Open Interest 84,617 809,991 -88,303
10-Year Aus T-Bonds(SFE)
Sep11 110621 94.94 94.96 94.88 94.91 -0.02 40,316 391,614 -19,940
Dec11 110621 94.91 94.91 94.91 94.91 -0.02      
Total Volume and Open Interest 40,316 391,614 -19,940
3-Year Aus T-Bonds(SFE)
Sep11 110621 95.33 95.39 95.27 95.34 unch 145,798 621,212 -73,865
Dec11 110621 95.34 95.34 95.34 95.34 unch      
Total Volume and Open Interest 145,798 621,212 -73,865
Gold(CMX)
Jun11 110621 1540.1 1547.5 1540.0 1546.0 +4.5 72 933 -266
Aug11 110621 1541.1 1549.0 1539.3 1546.4 +4.4 119,736 340,606 +7,524
Oct11 110621 1542.6 1549.8 1540.6 1547.5 +4.4 1,760 11,818 -97
Dec11 110621 1543.8 1551.1 1542.0 1548.6 +4.3 10,664 68,551 +2,954
Feb12 110621 1543.8 1551.7 1543.8 1549.9 +4.3 135 9,177 +64
Apr12 110621 1547.2 1553.0 1547.2 1551.4 +4.2 182 6,435 -15
Jun12 110621 1548.4 1552.9 1548.4 1552.9 +4.2 9 13,220 -5
Aug12 110621 1554.8 1554.9 1554.8 1554.9 +4.2 4 4,509 +0
Oct12 110621 1557.0 1557.0 1557.0 1557.0 +4.2 0 4,089 +0
Dec12 110621 1555.1 1560.0 1555.1 1559.4 +4.1 136 12,474 +79
Feb13 110621 1562.3 1562.3 1562.3 1562.3 +4.1 0 394 +0
Apr13 110621 1565.7 1565.7 1565.7 1565.7 +4.1 1 52 +1
Total Volume and Open Interest 133,546 511,261 +10,172
Silver(CMX)
Jul11 110621 3602.5 3657.5 3566.5 3637.9 +30.8 56,863 36,070 -1,855
Sep11 110621 3603.5 3657.5 3568.0 3639.3 +30.9 14,636 31,508 +613
Dec11 110621 3584.0 3658.5 3584.0 3640.8 +31.0 1,852 22,812 +39
Mar12 110621 3638.5 3638.5 3638.5 3638.5 +31.0 74 4,399 +64
May12 110621 3651.0 3651.0 3635.8 3635.8 +31.0 0 1,300 +0
Jul12 110621 3593.0 3649.0 3593.0 3633.3 +31.0 2 1,791 -2
Sep12 110621 3628.5 3630.9 3628.5 3630.9 +31.0 0 207 +0
Total Volume and Open Interest 73,657 116,676 -1,135
Platinum(NYMEX)
Jul11 110621 1735.0 1752.8 1735.0 1747.2 +16.7 8,857 19,890 -1,475
Oct11 110621 1741.0 1756.0 1740.9 1750.6 +17.0 1,997 14,818 +1,246
Jan12 110621 1754.6 1754.6 1753.8 1753.8 +16.9 2 389 +0
Apr12 110621 1756.3 1756.3 1756.3 1756.3 +16.9 0 70 +0
Total Volume and Open Interest 10,859 35,174 -232
Palladium(NYMEX)
Jun11 110621 760.35 764.75 760.35 764.75 +18.25 6 360 +0
Sep11 110621 748.65 769.50 746.20 767.25 +19.05 4,578 19,355 -122
Dec11 110621 753.15 768.45 753.15 768.45 +19.05 9 680 -3
Total Volume and Open Interest 4,597 20,410 -125
Copper(CMX)
Jul11 110621 407.40 412.85 405.80 408.85 +1.50 34,117 31,010 -4,856
Sep11 110621 409.35 414.65 407.75 410.70 +1.45 10,175 59,493 +2,697
Dec11 110621 411.80 416.10 409.60 412.45 +1.35 1,305 24,775 +349
Mar12 110621 414.40 416.20 412.80 413.35 +1.25 162 8,577 +53
May12 110621 413.45 413.45 413.10 413.45 +1.15 0 1,621 +0
Total Volume and Open Interest 46,153 131,251 -1,778
DJIA Index(CBOT)
Sep11 110621 12028 12149 12028 12088 +75 434 6,963 +3
Dec11 110621 12018 12018 11944 12018 +74 0 85 +0
Mar12 110621 11959 11959 11885 11959 +74      
Jun12 110621 11892 11892 11818 11892 +74      
Total Volume and Open Interest 434 7,048 -21,027
Mini DJIA Index(CBOT)
Jun11 110617 11968 12078 11927 12047 +80 34,294 49,515 -5,412
Sep11 110621 12008 12150 12000 12088 +75 131,672 77,859 +697
Dec11 110621 11998 12075 11965 12018 +74 142 293 +73
Mar12 110621 11959 11959 11959 11959 +74 0 10 +0
Total Volume and Open Interest 131,814 78,162 -45,009
S & P 500(CME)
Sep11 110621 1273.30 1292.50 1271.70 1287.90 +14.10 13,810 251,987 +1,194
Dec11 110621 1282.50 1287.40 1282.50 1282.50 +14.10 6 10,471 +1
Mar12 110621 1277.00 1281.90 1277.00 1277.00 +14.10 0 4 +0
Jun12 110621 1272.00 1276.90 1272.00 1272.00 +14.10 0 5 +0
Total Volume and Open Interest 13,816 262,467 -120,369
S & P 500 E-Mini(Globex)
Sep11 110621 1273.25 1292.75 1271.75 1288.00 +14.25 2,335,210 2,572,371 +14,647
Dec11 110621 1268.00 1287.25 1267.25 1282.50 +14.00 319 6,725 +35
Total Volume and Open Interest 2,335,533 2,579,146 -964,099
NASDAQ 100(CME)
Sep11 110621 2201.00 2250.00 2198.50 2244.00 +44.00 784 8,327 +3,026
Dec11 110621 2240.00 2242.00 2239.00 2240.00 +44.00 0 2 +0
Mar12 110621 2237.50 2238.50 2237.50 2237.50 +44.00      
Total Volume and Open Interest 784 8,329 -14,340
NASDAQ 100 E-Mini(Globex)
Sep11 110621 2199.50 2249.80 2198.00 2244.00 +44.00 308,529 281,390 +7,809
Dec11 110621 2206.00 2244.00 2205.30 2240.00 +44.00 17 26 +1
Total Volume and Open Interest 308,546 281,416 -136,762
S & P Midcap 400(CME)
Sep11 110621 953.30 956.50 953.30 953.50 +13.90 5 638 +5
Dec11 110621 952.50 953.60 952.50 952.50 +13.90      
Mar12 110621 950.50 951.60 950.50 950.50 +13.90      
Total Volume and Open Interest 5 638 -2,865
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Sep11 110621 9445 9565 9395 9540 +95 7,085 28,173 -277
Dec11 110621 9515 9515 9425 9515 +90 3 1 -1
Total Volume and Open Interest 7,088 28,174 -278
Nikkei 225(SGX)
Sep11 110621 9340 9465 9325 9465 +105 107,637 175,195 +13,837
Dec11 110621 9410 9410 9410 9410 +110 20 6,780 -11
Mar12 110621 9405 9405 9405 9405 +105 0 10 +0
Total Volume and Open Interest 107,905 193,369 +13,993
CAC 40(EURONEXT)
Jul11 110621 3809.0 3886.0 3807.0 3871.0 +70.0 183,899 343,358 +39,607
Aug11 110621 3819.5 3876.0 3819.5 3876.0 +71.0 15 17 -4
Sep11 110621 3816.0 3891.0 3816.0 3877.0 +71.0 306 19,568 +1,037
Total Volume and Open Interest 184,220 362,973 -146,766
Hang Seng Index(HKFE)
Jun11 110621 21789 21871 21651 21834 +212 82,604 98,119 +1,247
Jul11 110621 21784 21871 21657 21831 +213 1,607 4,588 +536
Total Volume and Open Interest 84,741 108,144 +1,880
DAX(EUREX)
Jun11 110617 7076.5 7203.5 7036.0 7203.5 +96.5 251,111 90,589 -25,846
Sep11 110621 7199.0 7339.0 7198.5 7305.0 +125.5 218,687 131,901 +8,288
Dec11 110621 7238.5 7365.5 7238.5 7333.5 +125.5 4,861 7,453 +62
Total Volume and Open Interest 264,953 139,354 -63,239
FT-SE 100(EURONEXT)
Sep11 110621 5666.00 5754.00 5653.00 5734.50 +75.00 150,300 634,473 +9,634
Dec11 110621 5660.00 5710.00 5660.00 5710.00 +75.00 19 680 +0
Mar12 110621 5621.50 5673.00 5621.50 5673.00 +74.50 0 150 +0
Total Volume and Open Interest 150,319 635,303 -91,886
SPI 200(SFE)
Jun11 110617 4517.5 4517.5 4517.5 4517.5 -0.5 19,344 54,828 -132,003
Sep11 110621 4440.0 4514.0 4436.0 4509.0 +60.0 36,560 188,092 -8,072
Dec11 110621 4528.0 4528.0 4528.0 4528.0 +59.0 30 4,703 -30
Total Volume and Open Interest 36,670 196,107 -47,612
GSCI(CME)
Jul11 110621 15.64 15.64 7.49 12.64 +1.20 169 10,162 -23
Aug11 110621 16.84 16.84 9.14 13.84 +1.10 0 2 +0
Sep11 110621 14.14 16.14 10.64 14.14 +1.00      
Total Volume and Open Interest 169 10,164 -23
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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