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Daily Futures Price Listing Thu June 23, 2011
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jul11 110623 1331.25 1333.25 1292.75 1317.75 -12.50 51,448 110,344 -8,878
Aug11 110623 1331.00 1334.25 1293.50 1316.00 -15.00 15,633 48,554 +1,596
Sep11 110623 1329.75 1332.50 1291.25 1314.25 -14.75 5,240 23,187 +798
Nov11 110623 1333.00 1336.25 1292.25 1317.25 -15.25 47,040 295,874 +2,008
Jan12 110623 1342.75 1344.75 1307.25 1327.50 -14.75 1,924 38,029 +291
Mar12 110623 1346.75 1349.00 1308.50 1332.25 -14.00 1,135 21,689 +41
May12 110623 1341.75 1349.50 1308.00 1331.75 -12.75 2,017 25,477 +700
Total Volume and Open Interest 126,724 592,787 -2,788
Soybean Meal(CBOT)
Jul11 110623 347.00 348.00 339.00 340.60 -6.50 27,965 43,953 -3,122
Aug11 110623 347.90 348.50 340.20 341.50 -6.40 12,407 47,102 -48
Sep11 110623 346.30 347.00 338.20 340.50 -5.50 4,103 22,005 -66
Oct11 110623 342.80 344.00 335.00 338.00 -5.20 3,105 16,463 +171
Dec11 110623 343.60 345.10 335.40 339.20 -5.10 14,024 68,451 +1,485
Jan12 110623 346.00 347.10 338.00 340.80 -5.10 445 6,183 +65
Mar12 110623 347.60 347.60 340.00 342.70 -4.90 135 3,609 +24
May12 110623 345.40 346.70 342.20 342.20 -4.50 173 5,121 -61
Total Volume and Open Interest 62,783 217,894 -1,795
Soybean Oil(CBOT)
Jul11 110623 56.09 56.09 54.25 55.15 -1.00 46,797 72,444 -6,102
Aug11 110623 56.26 56.34 54.46 55.37 -1.00 13,551 37,859 +1,339
Sep11 110623 56.65 56.65 54.75 55.62 -1.03 4,557 33,493 +761
Oct11 110623 56.93 56.93 55.05 55.88 -1.05 3,519 16,453 +316
Dec11 110623 57.40 57.43 55.56 56.38 -1.12 34,944 137,143 +2,317
Jan12 110623 56.90 56.90 55.90 56.66 -1.10 908 13,364 +345
Mar12 110623 57.98 57.99 56.58 57.01 -1.10 188 9,516 +125
May12 110623 57.10 58.85 56.66 57.16 -1.10 242 5,896 +26
Total Volume and Open Interest 105,264 329,710 -933
Canola(WCE)
Jul11 110623 573.0 573.3 557.2 570.4 -2.8 5,865 21,806 -3,962
Nov11 110623 575.5 575.5 555.7 563.4 -9.4 9,670 123,619 +5,229
Jan12 110623 574.3 574.3 564.0 569.9 -9.8 751 12,852 +353
Mar12 110623 573.4 575.2 569.7 575.2 -10.6 466 4,600 +328
May12 110623 578.6 582.1 578.6 580.8 -11.0 229 1,995 +125
Total Volume and Open Interest 16,986 168,059 +2,078
Corn(CBOT)
Jul11 110623 675.00 688.00 639.00 680.50 +3.00 172,807 290,443 -20,931
Sep11 110623 671.50 673.00 636.00 668.00 -4.25 112,564 355,509 +9,815
Dec11 110623 650.00 653.00 620.00 646.00 -4.25 118,840 502,107 -2,625
Mar12 110623 661.75 666.00 632.00 657.75 -4.75 9,206 92,939 +1,031
May12 110623 668.50 671.75 640.50 665.00 -4.00 2,130 21,723 +340
Jul12 110623 675.00 678.00 647.00 672.00 -3.50 1,889 56,527 +71
Total Volume and Open Interest 421,595 1,414,879 -12,555
Wheat(CBOT)
Jul11 110623 636.25 652.00 606.00 649.00 +10.75 33,872 76,530 -3,725
Sep11 110623 671.75 678.75 641.50 669.25 -4.00 31,938 154,674 +3,983
Dec11 110623 719.50 724.00 690.50 714.25 -5.25 16,469 117,722 +2,546
Mar12 110623 755.50 758.50 729.75 745.50 -9.75 2,275 35,847 -22
May12 110623 772.75 774.00 749.75 763.00 -11.00 581 9,977 +81
Total Volume and Open Interest 87,177 457,077 +2,445
Wheat(KCBT)
Jul11 110623 770.00 774.75 740.00 760.00 -10.00 12,911 27,210 -2,064
Sep11 110623 788.75 793.25 758.50 778.25 -10.50 7,772 66,458 +873
Dec11 110623 815.25 819.00 783.50 803.00 -11.00 3,102 51,721 +367
Mar12 110623 828.75 831.00 797.50 815.50 -11.00 759 10,716 +317
May12 110623 830.75 831.25 805.75 821.50 -11.00 21 1,553 +3
Total Volume and Open Interest 24,828 171,924 -479
Wheat(MGE)
Jul11 110623 862.00 862.00 830.50 844.00 -16.50 879 5,965 -96
Sep11 110623 851.50 854.25 819.75 835.50 -16.00 1,527 23,296 -8
Dec11 110623 853.25 855.00 821.75 838.25 -14.25 819 18,658 +85
Mar12 110623 865.00 865.00 834.25 848.50 -15.00 258 4,111 +6
May12 110623 868.50 868.50 841.25 850.75 -15.75 99 2,075 +55
Total Volume and Open Interest 3,683 60,830 +8
Oats(CBOT)
Jul11 110623 352.00 352.00 335.75 348.75 -3.25 488 3,356 -130
Sep11 110623 355.50 355.50 342.00 354.25 -4.75 122 3,293 +21
Dec11 110623 364.75 364.75 346.00 361.25 -3.75 693 5,942 +282
Mar12 110623 370.50 373.75 358.75 373.75 -3.25 10 53 +9
Total Volume and Open Interest 1,313 12,673 +182
Rough Rice(CBOT)
Jul11 110623 13.59 13.70 13.41 13.70 +0.10 903 5,827 -443
Sep11 110623 14.60 14.75 14.43 14.73 +0.11 843 8,120 +342
Nov11 110623 14.97 15.06 14.77 15.06 +0.11 518 4,107 +175
Jan12 110623 15.26 15.38 15.12 15.38 +0.11 20 317 +7
Total Volume and Open Interest 2,381 18,761 +170
Live Cattle(CME)
Jun11 110623 111.035 112.250 109.750 112.250 +0.965 2,762 5,824 -1,311
Aug11 110623 111.400 112.785 109.800 112.730 +1.030 23,602 140,601 -1,102
Oct11 110623 117.300 118.900 115.900 118.850 +0.965 9,521 79,250 +99
Dec11 110623 120.600 122.050 119.350 122.000 +0.750 6,696 59,838 +276
Feb12 110623 122.150 123.000 120.800 123.000 +0.200 3,052 20,826 +268
Apr12 110623 123.700 124.450 122.230 124.430 +0.045 1,368 9,763 +366
Total Volume and Open Interest 47,502 320,098 -1,270
Feeder Cattle(CME)
Aug11 110623 137.300 138.200 135.250 137.850 -0.150 4,193 20,894 +44
Sep11 110623 138.250 138.850 136.075 138.685 +0.285 970 6,085 +194
Oct11 110623 138.000 138.900 136.300 138.850 -0.050 927 4,774 +75
Nov11 110623 138.550 139.300 136.900 139.300 -0.100 807 2,745 +262
Jan12 110623 137.800 138.300 136.300 138.130 +0.180 145 1,270 +16
Mar12 110623 135.950 137.100 135.950 136.935 -0.640 36 174 +28
Apr12 110623 135.380 136.800 135.200 136.700 unch 10 52 +7
Total Volume and Open Interest 7,088 36,015 +626
Lean Hogs(CME)
Jul11 110623 97.500 97.980 96.035 97.000 -1.285 9,793 19,596 -1,313
Aug11 110623 96.385 97.050 94.930 95.900 -1.430 16,187 79,474 +738
Oct11 110623 88.900 89.150 87.385 88.050 -1.650 7,657 49,834 +1,194
Dec11 110623 86.330 86.330 84.200 84.680 -1.820 4,428 41,226 +469
Feb12 110623 87.900 88.100 86.050 86.650 -1.735 1,963 15,771 +1,045
Apr12 110623 89.200 89.385 87.200 87.500 -2.400 596 6,812 +200
May12 110623 92.750 92.750 91.250 92.000 -1.500 38 432 +24
Jun12 110623 95.600 95.600 93.385 93.600 -2.100 372 4,559 +253
Total Volume and Open Interest 41,268 219,550 +2,746
Class III Milk(CME)
Jun11 110623 19.13 19.15 19.10 19.14 unch 99 4,969 -57
Jul11 110623 19.87 19.92 19.65 19.85 -0.07 344 5,815 -75
Aug11 110623 19.10 19.12 18.73 18.77 -0.35 267 5,353 +133
Sep11 110623 18.41 18.41 18.10 18.20 -0.21 137 4,825 +23
Oct11 110623 17.77 17.77 17.45 17.55 -0.22 26 3,763 +6
Total Volume and Open Interest 1,083 35,358 +128
Cocoa(ICE)
Jul11 110623 3009 3009 2970 2986 -54 49 170 -34
Sep11 110623 3041 3069 2961 2987 -54 7,705 68,984 -131
Dec11 110623 3068 3091 2990 3013 -55 1,962 37,013 +279
Mar12 110623 3104 3114 3026 3048 -57 1,188 29,892 +42
May12 110623 3110 3110 3038 3048 -55 537 8,897 +199
Jul12 110623 3105 3105 3050 3050 -56 107 3,598 -29
Sep12 110623 3107 3107 3056 3056 -56 7 6,198 +4
Total Volume and Open Interest 11,586 161,630 +338
Coffee "C"(ICE)
Jul11 110623 244.15 250.70 239.65 247.70 +3.95 3,426 3,101 -1,954
Sep11 110623 246.30 251.80 241.45 248.70 +2.50 14,370 59,012 +87
Dec11 110623 251.15 255.55 245.80 252.95 +2.40 2,871 29,908 +107
Mar12 110623 254.80 259.25 249.65 256.75 +2.50 1,971 7,919 +662
May12 110623 258.55 258.85 252.00 258.85 +2.40 142 3,406 -4
Jul12 110623 259.15 259.85 253.00 259.85 +2.70 61 1,547 -4
Total Volume and Open Interest 22,871 107,398 -1,091
Orange Juice(ICE)
Jul11 110623 195.95 195.95 192.45 193.55 -0.65 2,109 6,719 -1,292
Sep11 110623 190.00 190.00 186.15 187.10 -0.65 4,842 22,646 +2,977
Nov11 110623 181.00 181.75 179.40 179.80 -1.20 528 5,704 +28
Jan12 110623 176.25 177.00 175.65 175.65 -1.50 373 1,106 +224
Mar12 110623 174.50 174.50 174.50 174.50 -1.30 83 255 +69
May12 110623 173.35 173.35 173.35 173.35 -0.85 42 167 +10
Total Volume and Open Interest 8,012 36,696 +2,051
Sugar #11(ICE)
Jul11 110623 27.20 27.65 25.69 27.58 +0.35 30,707 73,482 -9,584
Oct11 110623 25.88 26.14 24.30 26.08 +0.08 60,484 286,576 +4,397
Mar12 110623 25.40 25.53 23.94 25.50 +0.02 17,745 117,512 -21
May12 110623 24.71 24.81 23.39 24.80 -0.01 4,946 37,293 +452
Jul12 110623 24.20 24.34 23.01 24.27 -0.01 2,502 56,953 +176
Total Volume and Open Interest 118,217 629,831 -4,485
London Cocoa(LCE)
Jul11 110623 1889 1920 1859 1879 -5 3,341 54,952 -1,672
Sep11 110623 1908 1938 1872 1894 -7 7,001 47,383 +352
Dec11 110623 1929 1959 1895 1917 -7 1,997 36,923 +368
Mar12 110623 1958 1973 1916 1933 -6 1,739 40,436 +216
May12 110623 1970 1971 1928 1944 -6 343 10,416 +67
Jul12 110623 1985 1985 1953 1953 -7 12 5,083 +12
Sep12 110623 1980 1980 1950 1959 -9 0 3,231 +0
Total Volume and Open Interest 14,433 206,416 -657
London Sugar(LCE)
Aug11 110623 740.60 740.90 710.00 733.30 -6.60 4,166 20,928 -2,217
Oct11 110623 674.40 677.60 641.00 663.50 -8.70 1,505 14,946 +530
Dec11 110623 653.40 656.40 625.00 647.20 -6.20 252 5,590 +82
Mar12 110623 646.00 647.00 615.80 639.10 -6.70 577 5,945 +109
May12 110623 635.30 638.00 608.50 630.50 -3.60 90 2,443 +66
Total Volume and Open Interest 6,592 52,600 -1,430
Cotton(ICE)
Jul11 110623 162.00 166.70 162.00 164.55 +3.33 9,639 15,753 -4,870
Oct11 110623 127.21 129.04 125.00 125.00 -3.22 26 473 +16
Dec11 110623 120.77 123.02 118.69 119.40 -2.05 10,937 102,201 +848
Mar12 110623 113.30 115.79 111.53 111.59 -2.53 797 15,045 +76
May12 110623 108.00 112.00 106.88 106.90 -1.85 165 3,671 +63
Jul12 110623 104.35 107.03 103.33 103.35 -1.56 316 5,694 +86
Total Volume and Open Interest 21,921 146,074 -3,772
Lumber(CME)
Jul11 110623 235.1 236.1 228.2 234.0 -3.1 627 2,069 -296
Sep11 110623 246.6 246.6 240.5 245.8 -4.7 773 6,204 +40
Nov11 110623 254.5 255.0 250.0 253.1 -5.4 314 1,784 +58
Jan12 110623 273.1 281.1 271.0 274.8 -6.2 22 105 +15
Total Volume and Open Interest 1,737 10,168 -183
Crude Oil(NYM)
Aug11 110623 94.40 94.47 89.70 91.02 -4.39 323,911 345,510 +19,106
Sep11 110623 95.07 95.07 90.28 91.54 -4.38 52,766 157,402 +655
Oct11 110623 95.30 95.30 90.82 92.04 -4.31 21,236 71,000 +1,682
Nov11 110623 95.69 95.72 91.57 92.57 -4.21 12,127 58,414 +202
Dec11 110623 96.13 96.24 91.84 93.04 -4.11 42,849 189,983 +2,765
Jan12 110623 96.20 96.20 92.55 93.45 -4.04 5,432 50,374 +282
Feb12 110623 96.68 96.68 93.45 93.87 -3.95 3,264 23,686 -69
Mar12 110623 97.11 97.11 93.46 94.28 -3.85 3,035 31,450 +73
Apr12 110623 94.70 94.70 94.66 94.68 -3.75 2,155 18,612 +161
May12 110623 97.15 97.15 95.07 95.07 -3.64 2,109 18,347 -184
Jun12 110623 97.52 97.57 94.15 95.45 -3.52 9,723 74,599 -143
Jul12 110623 95.67 95.85 95.67 95.72 -3.43 1,465 30,294 -197
Aug12 110623 95.88 95.88 95.88 95.88 -3.34 630 12,263 -274
Sep12 110623 96.01 96.01 96.01 96.01 -3.26 645 14,941 -17
Oct12 110623 96.16 96.16 96.16 96.16 -3.18 129 10,265 +2
Nov12 110623 96.36 96.36 96.36 96.36 -3.08 112 24,169 -39
Total Volume and Open Interest 511,345 1,524,334 -8,234
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 110623 94.400 94.450 89.700 91.025 -4.375 12,029 2,106 -154
Sep11 110623 94.625 94.775 90.300 91.550 -4.375 314 724 +140
Oct11 110623 94.550 94.550 91.625 92.050 -4.300 56 266 -3
Nov11 110623 92.500 93.450 92.500 92.575 -4.200 2 23 +2
Dec11 110623 96.000 96.000 93.050 93.050 -4.100 5 293 -2
Jan12 110623 93.450 93.450 93.450 93.450 -4.050 1 6 +0
Feb12 110623 93.875 93.875 93.875 93.875 -3.950 0 3 +0
Mar12 110623 94.825 94.825 94.275 94.275 -3.850 2 10 +2
Total Volume and Open Interest 12,412 3,593 -16
Heating Oil(NYM)
Jul11 110623 293.20 293.55 275.70 278.17 -17.32 45,919 48,509 -13,269
Aug11 110623 295.03 295.13 277.15 279.94 -17.15 58,819 80,092 +4,475
Sep11 110623 295.86 296.41 279.32 281.98 -16.97 16,891 44,489 -1,284
Oct11 110623 298.00 298.00 281.15 284.06 -16.77 10,478 20,010 +159
Nov11 110623 299.50 299.88 283.35 286.14 -16.62 7,013 20,680 +543
Dec11 110623 301.70 301.70 284.98 288.13 -16.41 14,679 35,511 +289
Jan12 110623 303.00 303.00 287.45 290.02 -16.21 3,234 17,529 -85
Feb12 110623 303.75 303.75 290.00 290.72 -15.98 788 7,395 +240
Mar12 110623 297.00 297.00 289.85 290.25 -15.67 679 6,067 +186
Apr12 110623 295.10 295.10 288.58 288.58 -15.44 144 2,475 +55
May12 110623 286.50 289.80 286.50 286.91 -15.21 79 2,460 +14
Jun12 110623 297.00 297.00 285.02 285.86 -15.11 2,003 20,849 +42
Total Volume and Open Interest 161,939 319,215 -8,824
Gasoline(NYMEX)
Jul11 110623 295.01 295.50 278.50 283.76 -13.57 29,247 42,051 +2,803
Aug11 110623 290.35 290.92 273.31 277.64 -15.24 39,444 66,763 +23
Sep11 110623 287.75 287.79 271.23 275.47 -15.28 13,648 43,373 -328
Oct11 110623 273.66 273.66 260.03 264.05 -14.81 5,817 25,434 +281
Nov11 110623 272.58 272.67 258.62 262.21 -14.55 3,114 15,140 -634
Dec11 110623 272.50 272.95 257.38 261.44 -14.21 4,468 28,540 -346
Jan12 110623 266.67 266.67 258.50 261.94 -14.12 1,135 6,839 +287
Feb12 110623 262.00 263.53 262.00 263.53 -13.97 255 4,418 +60
Mar12 110623 265.87 265.87 265.37 265.37 -13.85 54 5,024 -5
Apr12 110623 278.02 278.02 275.79 277.02 -13.80 154 4,034 -90
Total Volume and Open Interest 97,915 257,509 +1,853
e-miNY RBOB Gasoline(NYM)
Jul11 110623 283.80 283.80 283.76 283.80 -13.50 0 3 +0
Aug11 110623 280.50 280.50 277.60 277.60 -15.30 0 2 +0
Sep11 110623 275.50 275.50 275.47 275.50 -15.30      
Oct11 110623 264.10 264.10 264.05 264.10 -14.80 0 1 +0
Total Volume and Open Interest 0 8 +0
Natural Gas(NYM)
Jul11 110623 4.301 4.335 4.154 4.193 -0.124 115,659 61,014 -21,332
Aug11 110623 4.333 4.370 4.186 4.217 -0.133 59,353 125,642 +5,709
Sep11 110623 4.364 4.395 4.212 4.243 -0.132 27,973 208,157 +6,537
Oct11 110623 4.400 4.435 4.255 4.287 -0.131 19,700 116,090 +1,975
Nov11 110623 4.541 4.550 4.398 4.424 -0.127 8,643 77,016 -600
Dec11 110623 4.740 4.763 4.593 4.615 -0.123 5,539 44,710 -77
Jan12 110623 4.850 4.858 4.697 4.720 -0.120 9,830 91,132 -342
Feb12 110623 4.829 4.831 4.693 4.714 -0.117 1,165 20,763 -49
Mar12 110623 4.778 4.778 4.639 4.657 -0.117 2,918 43,126 +287
Apr12 110623 4.640 4.660 4.511 4.528 -0.113 3,477 43,774 -656
May12 110623 4.649 4.679 4.535 4.552 -0.111 533 9,743 +82
Jun12 110623 4.687 4.709 4.568 4.586 -0.108 765 11,216 +69
Jul12 110623 4.735 4.754 4.615 4.634 -0.105 443 8,609 +117
Aug12 110623 4.750 4.783 4.644 4.663 -0.105 393 7,190 +200
Sep12 110623 4.757 4.793 4.656 4.674 -0.105 108 7,252 +6
Oct12 110623 4.822 4.834 4.698 4.716 -0.107 545 24,373 +70
Total Volume and Open Interest 257,698 976,498 -7,942
Brent Crude Oil(ICE)
Aug11 110623 113.19 113.40 105.72 107.26 -6.95 230,044 190,272 -14,755
Sep11 110623 112.79 112.93 105.65 107.13 -6.63 99,729 147,989 +797
Oct11 110623 112.42 112.62 105.69 107.22 -6.22 54,526 57,607 -3,476
Nov11 110623 112.22 112.40 105.72 107.32 -5.93 16,103 39,289 +490
Dec11 110623 112.05 112.21 105.70 107.37 -5.69 64,754 94,212 +454
Jan12 110623 112.00 112.00 105.96 107.37 -5.52 6,334 22,300 -433
Feb12 110623 111.65 111.65 105.74 107.34 -5.36 2,701 18,599 +245
Mar12 110623 111.49 111.49 105.72 107.29 -5.23 3,234 34,003 +197
Apr12 110623 110.49 110.49 106.14 107.22 -5.10 953 9,527 +10
May12 110623 107.13 107.13 107.13 107.13 -4.99 993 5,666 +80
Jun12 110623 110.91 110.91 105.47 107.03 -4.88 8,231 41,263 +1,106
Jul12 110623 106.95 106.95 106.95 106.95 -4.79 900 7,043 +449
Aug12 110623 106.86 106.86 106.86 106.86 -4.71 151 4,576 +26
Sep12 110623 106.74 106.74 106.74 106.74 -4.64 24 5,360 +0
Total Volume and Open Interest 517,915 814,890 -10,538
Gas Oil(ICE)
Jul11 110623 927.75 927.75 871.75 889.00 -37.50 72,804 91,059 -9,218
Aug11 110623 932.25 932.25 875.75 893.25 -37.75 76,384 119,663 +6,044
Sep11 110623 933.00 933.25 880.25 897.25 -37.75 25,034 64,785 -760
Oct11 110623 936.00 936.00 884.50 900.75 -37.25 6,959 32,837 +705
Nov11 110623 938.00 938.00 887.00 903.00 -36.75 5,059 28,766 +762
Dec11 110623 939.75 940.75 888.50 905.50 -36.50 23,180 67,796 +856
Jan12 110623 939.50 939.50 898.00 908.75 -36.25 3,556 26,958 -1,495
Feb12 110623 937.50 937.50 899.50 910.25 -36.00 1,571 10,865 +172
Mar12 110623 944.50 944.50 900.00 910.75 -35.75 1,659 10,848 +28
Apr12 110623 943.75 943.75 910.50 910.50 -35.25 689 6,292 +287
Total Volume and Open Interest 222,818 560,177 -2,800
Ethanol(CBOT)
Jun11 110603 2.638 2.640 2.633 2.640 -0.012 38 199 -65
Jul11 110623 2.561 2.652 2.553 2.647 -0.011 306 498 -171
Aug11 110623 2.556 2.620 2.528 2.618 -0.008 380 1,172 -40
Sep11 110623 2.490 2.573 2.485 2.569 -0.006 415 1,588 +105
Oct11 110623 2.405 2.469 2.395 2.466 -0.009 138 1,295 +9
Nov11 110623 2.340 2.404 2.340 2.401 -0.009 67 997 +15
Dec11 110623 2.335 2.380 2.320 2.377 -0.012 67 1,327 -19
Jan12 110623 2.300 2.344 2.290 2.342 -0.018 34 667 +1
Total Volume and Open Interest 1,519 9,318 -41
WTI Crude Oil(ICE
Aug11 110623 94.27 94.35 89.70 91.02 -4.39 85,125 79,944 +3,286
Sep11 110623 94.68 94.84 90.29 91.54 -4.38 20,552 45,941 +129
Oct11 110623 95.09 95.22 90.94 92.04 -4.31 11,213 25,820 +1,135
Nov11 110623 95.23 95.32 91.36 92.57 -4.21 6,965 22,181 +436
Dec11 110623 96.05 96.05 91.81 93.04 -4.11 21,576 83,662 +457
Jan12 110623 95.77 95.77 92.26 93.45 -4.04 2,197 16,079 +400
Feb12 110623 96.00 96.06 92.67 93.87 -3.95 737 4,576 +108
Mar12 110623 96.24 96.38 93.07 94.28 -3.85 975 12,665 +111
Apr12 110623 94.79 94.89 94.68 94.68 -3.75 505 4,498 +140
May12 110623 95.07 95.07 95.07 95.07 -3.64 360 2,960 -4
Jun12 110623 95.21 95.85 94.79 95.45 -3.52 1,964 28,192 +107
Jul12 110623 95.72 95.72 95.72 95.72 -3.43 137 4,113 -29
Aug12 110623 95.45 95.88 95.45 95.88 -3.34 3 947 +0
Sep12 110623 96.01 96.01 96.01 96.01 -3.26 0 4,494 +0
Oct12 110623 96.16 96.16 96.16 96.16 -3.18 0 511 +0
Nov12 110623 96.36 96.36 96.36 96.36 -3.08 5 1,612 +0
Total Volume and Open Interest 162,439 447,616 +5,441
US Dollar Index(ICE)
Sep11 110623 75.350 76.250 75.350 75.905 +0.717 27,038 45,763 -353
Dec11 110623 76.600 76.600 76.345 76.345 +0.702 1 515 -1
Mar12 110623 76.845 76.845 76.845 76.845 +0.702 0 1 +0
Total Volume and Open Interest 27,039 46,279 -354
Australian Dollar(CME)
Sep11 110623 104.57 104.74 103.41 103.85 -0.89 82,339 99,899 +2,684
Dec11 110623 103.20 103.56 102.40 102.71 -0.85 33 177 +25
Mar12 110623 101.50 102.41 101.50 101.59 -0.82      
Total Volume and Open Interest 82,372 100,079 +2,709
British Pound(CME)
Sep11 110623 160.57 160.62 159.22 159.80 -0.82 75,919 92,688 -1,711
Dec11 110623 160.00 160.44 159.15 159.64 -0.80 0 128 +0
Mar12 110623 159.47 160.25 159.47 159.47 -0.78 0 2 +0
Total Volume and Open Interest 75,919 92,824 -1,711
Canadian Dollar(CME)
Sep11 110623 102.50 102.73 101.58 101.85 -0.82 85,569 83,220 -4,243
Dec11 110623 102.16 102.45 101.40 101.66 -0.79 155 3,777 -26
Mar12 110623 101.28 102.21 101.28 101.42 -0.79 9 529 -1
Jun12 110623 101.17 101.94 101.17 101.17 -0.77 0 250 +0
Total Volume and Open Interest 85,733 87,905 -4,270
Japanese Yen(CME)
Sep11 110623 124.59 124.60 123.82 124.18 -0.40 63,954 98,628 +2,111
Dec11 110623 124.11 124.69 124.11 124.30 -0.39 8 384 -5
Mar12 110623 124.47 124.84 124.47 124.47 -0.37 0 42 +0
Total Volume and Open Interest 63,972 99,071 +2,116
Swiss Franc(CME)
Sep11 110623 119.20 119.63 118.55 119.36 +0.10 28,845 51,130 -1,208
Dec11 110623 118.70 119.59 118.70 119.49 +0.12 16 170 -1
Mar12 110623 119.62 119.62 119.49 119.62 +0.13 0 1 +0
Total Volume and Open Interest 28,861 51,304 -1,209
EuroFX(CME)
Sep11 110623 143.03 143.04 140.93 141.82 -1.56 259,111 187,603 +763
Dec11 110623 142.43 142.99 140.67 141.48 -1.51 358 395 -1
Mar12 110623 141.13 142.60 141.13 141.13 -1.47 1 361 +0
Total Volume and Open Interest 259,470 189,190 +762
Mexican Peso(CME)
Jul11 110623 841.2 848.5 841.2 841.2 -7.2      
Aug11 110623 839.2 846.5 839.2 839.2 -7.2      
Total Volume and Open Interest 28,545 98,383 -4,105
30-Year T-Bonds(CBOT)
Sep11 110623 125~170 126~220 125~170 126~140 +1~020 295,638 645,452 +2,745
Dec11 110623 124~240 125~000 123~300 125~000 +1~020 1 45 +0
Mar12 110623 123~180 123~180 122~160 123~180 +1~020      
Total Volume and Open Interest 295,639 645,497 -6,186
10-Year T-Notes(CBOT)
Sep11 110623 123~255 124~185 123~235 124~110 +0~220 1,064,595 1,843,216 +196
Dec11 110623 122~315 123~005 122~085 122~310 +0~225 2 248 +0
Mar12 110623 121~310 121~310 121~085 121~310 +0~225      
Total Volume and Open Interest 1,064,597 1,843,464 -15,701
5-Year T-Notes(CBOT)
Jun11 110613 120~120 121~001 120~087 120~108 +0~072 272,931 205,061 -65,504
Sep11 110623 119~127 120~073 119~126 120~056 +0~062 646,979 1,675,788 +52,415
Dec11 110623 119~040 119~040 118~106 119~040 +0~062 0 3 +0
Total Volume and Open Interest 651,600 1,699,982 +50,750
2 Year T-Notes(CBOT)
Jun11 110623 110~009 110~013 110~006 110~012 +0~006 5,312 16,240 -2,905
Sep11 110623 109~105 109~116 109~105 109~112 +0~007 176,732 1,033,703 +19,761
Dec11 110623 109~084 109~084 109~077 109~084 +0~007 0 21 +0
Total Volume and Open Interest 182,044 1,049,964 +16,856
Eurodollars(CME)
Sep11 110623 99.630 99.635 99.580 99.605 -0.025 301,712 1,249,378 +14,455
Dec11 110623 99.560 99.565 99.520 99.535 -0.020 201,692 1,422,476 -17,735
Mar12 110623 99.505 99.510 99.480 99.490 -0.010 173,380 1,608,134 -8,867
Jun12 110623 99.415 99.430 99.410 99.420 +0.010 148,606 1,446,983 -2,034
Sep12 110623 99.260 99.305 99.260 99.290 +0.025 174,751 949,118 +7,158
Dec12 110623 99.050 99.130 99.050 99.110 +0.050 172,505 688,297 +6,358
Mar13 110623 98.845 98.955 98.845 98.930 +0.080 148,569 512,996 +8,369
Jun13 110623 98.625 98.745 98.620 98.715 +0.100 151,206 342,975 +19,023
Sep13 110623 98.385 98.510 98.380 98.480 +0.110 103,758 324,753 +15,859
Dec13 110623 98.120 98.250 98.120 98.225 +0.120 80,723 258,767 +10,133
Mar14 110623 97.870 98.005 97.870 97.980 +0.130 51,210 225,595 +3,569
Jun14 110623 97.625 97.755 97.615 97.725 +0.130 48,009 166,361 +1,646
Sep14 110623 97.370 97.505 97.370 97.475 +0.125 15,510 91,959 +359
Dec14 110623 97.110 97.245 97.110 97.220 +0.125 17,226 83,595 +1,954
Mar15 110623 96.900 97.020 96.895 97.000 +0.125 11,422 78,760 +963
Jun15 110623 4.935 5.045 4.925 5.025 +0.120 13,490 62,557 +1,307
Sep15 110623 4.715 4.835 4.710 4.810 +0.115 7,375 55,698 +582
Dec15 110623 4.505 4.630 4.505 4.605 +0.115 7,694 49,392 +631
Total Volume and Open Interest 1,870,155 9,901,104 +67,066
30 Day Federal Funds(CBOT)
Jun11 110623 99.902 99.905 99.902 99.902 unch 7,195 61,639 +117
Jul11 110623 99.900 99.905 99.895 99.900 +0.005 3,361 59,207 +822
Aug11 110623 99.875 99.885 99.875 99.880 +0.005 2,251 54,924 +840
Sep11 110623 99.860 99.870 99.860 99.865 +0.005 2,185 43,098 -561
Oct11 110623 99.850 99.860 99.850 99.855 +0.005 5,881 51,939 -390
Nov11 110623 99.835 99.850 99.835 99.845 +0.010 5,487 49,608 -1,300
Total Volume and Open Interest 51,095 758,735 +1,502
30 Day Fed Funds(e-CBOT)
3-Mth Euro-Yen(CME)
Sep11 110613 99.668 99.668 99.668 99.668 unch      
Dec11 110623 99.665 99.665 99.665 99.665 unch 0 75 +0
Mar12 110623 99.655 99.655 99.655 99.655 unch      
Jun12 110623 99.650 99.650 99.650 99.650 -0.002      
Sep12 110623 99.585 99.585 99.585 99.585 unch      
Dec12 110623 99.545 99.545 99.545 99.545 unch      
Mar13 110623 99.545 99.545 99.545 99.545 unch      
Jun13 110623 99.500 99.500 99.500 99.500 unch      
Sep13 110623 99.360 99.360 99.360 99.360 unch      
Dec13 110623 99.220 99.220 99.220 99.220 unch      
Total Volume and Open Interest 0 127 +0
3-Mth Euro-Yen(SGX)
Sep11 110623 99.67 99.67 99.67 99.67 unch 0 1,251 +0
Dec11 110623 99.67 99.67 99.67 99.67 unch 0 1,392 +0
Mar12 110623 99.66 99.66 99.65 99.65 unch 651 1,823 -305
Jun12 110623 99.65 99.65 99.65 99.65 unch 0 1,554 +0
Sep12 110623 99.58 99.58 99.58 99.58 unch 0 411 +0
Dec12 110623 99.54 99.54 99.54 99.54 unch 0 24 +0
Mar13 110623 99.54 99.54 99.54 99.54 unch 0 1 +0
Jun13 110623 99.50 99.50 99.50 99.50 unch      
Total Volume and Open Interest 651 6,456 -305
Japanese Gov't Bonds(SGX)
Sep11 110623 141.24 141.30 141.20 141.30 +0.08 1,441 23,666 +2,513
Dec11 110623 140.50 140.50 140.50 140.50 +1.20 0 1 +0
Mar12 110623 138.41 138.41 138.41 138.41 +1.20      
Total Volume and Open Interest 1,441 23,667 -90
Euro-Bund(EUREX)
Sep11 110621 126.06 126.24 125.73 125.89 -0.26 1,149,191 1,018,149 -78,041
Dec11 110623 125.17 125.92 125.17 125.92 +0.93 10 235 +1
Mar12 110623 125.90 125.90 125.90 125.90 +0.98      
Total Volume and Open Interest 859,772 980,206 -37,047
Euro-Bobl(EUREX)
Sep11 110623 117.20 118.05 117.20 117.99 +0.75 544,050 781,438 -68,672
Dec11 110623 116.80 117.03 116.77 117.03 +0.73 151 654 +130
Mar12 110623 117.04 117.04 117.04 117.04 +0.75      
Total Volume and Open Interest 544,201 782,092 -17,060
3-Mth Euribor(EUREX)
Jun11 110613 98.530 98.530 98.530 98.530 +0.005 299 4,770 +0
Sep11 110623 98.310 98.320 98.310 98.320 +0.025 324 2,599 +71
Dec11 110623 98.230 98.240 98.230 98.240 +0.065 1 1,348 +1
Total Volume and Open Interest 325 6,981 +72
Long Gilt(LIFFE)
Jun11 110623 123~01 123~19 123~01 123~19 +0~18 143 11,348 -747
Sep11 110623 121~25 122~13 121~21 122~11 +0~18 108,585 350,471 +7,686
Total Volume and Open Interest 108,728 361,819 +6,939
3-Mth Short Sterling(LIFFE)
Sep11 110623 99.12 99.13 99.09 99.10 -0.03 26,004 463,228 +166
Dec11 110623 99.06 99.07 99.04 99.05 -0.01 45,429 446,575 -4,100
Mar12 110623 98.99 99.00 98.96 98.98 unch 53,458 458,706 +10,095
Jun12 110623 98.90 98.91 98.87 98.89 +0.01 35,113 314,437 +5,924
Sep12 110623 98.77 98.80 98.75 98.77 +0.02 29,913 289,345 +93
Dec12 110623 98.60 98.64 98.59 98.60 +0.03 38,895 246,057 +8,686
Total Volume and Open Interest 283,827 2,573,656 +18,941
3-Mth Euribor(LIFFE)
Sep11 110623 98.290 98.325 98.250 98.320 +0.025 156,024 772,337 +18,129
Dec11 110623 98.175 98.255 98.140 98.240 +0.065 123,432 557,014 +10,344
Mar12 110623 98.120 98.225 98.115 98.210 +0.090 105,711 543,853 -2,206
Total Volume and Open Interest 764,272 3,483,408 +38,723
3-Mth Aus T-Bills(SFE)
Sep11 110623 95.10 95.13 95.09 95.12 +0.02 39,951 261,445 -8,970
Dec11 110623 95.09 95.12 95.08 95.12 +0.03 38,589 227,878 +5,834
Mar12 110623 95.06 95.09 95.05 95.09 +0.04 12,337 120,270 -1,364
Jun12 110623 95.02 95.07 95.02 95.06 +0.03 6,279 81,160 -2,647
Sep12 110623 95.02 95.04 95.01 95.04 +0.03 3,880 52,717 -24
Dec12 110623 95.00 95.02 94.99 95.01 +0.03 2,808 37,190 +233
Mar13 110623 94.98 95.00 94.97 94.99 +0.03 2,889 27,035 +1,240
Jun13 110623 94.94 94.95 94.92 94.94 +0.03 3,456 9,228 +2,348
Sep13 110623 94.88 94.90 94.86 94.90 +0.03 143 1,930 +117
Dec13 110623 94.85 94.86 94.82 94.86 +0.04 210 1,400 +104
Total Volume and Open Interest 110,652 820,370 -3,019
10-Year Aus T-Bonds(SFE)
Sep11 110623 94.89 94.92 94.87 94.90 +0.02 49,587 394,458 -4,537
Dec11 110623 94.90 94.90 94.90 94.90 +0.02      
Total Volume and Open Interest 49,587 394,458 -4,537
3-Year Aus T-Bonds(SFE)
Sep11 110623 95.31 95.35 95.29 95.33 -0.01 273,125 640,933 +19,721
Dec11 110623 95.33 95.33 95.33 95.33 +0.03      
Total Volume and Open Interest 132,270 581,759 -59,174
Gold(CMX)
Jun11 110623 1547.2 1547.2 1514.7 1520.1 -32.8 125 827 -58
Aug11 110623 1548.5 1549.6 1511.5 1520.5 -32.9 95,541 342,491 +2,391
Oct11 110623 1550.1 1550.1 1515.0 1521.5 -33.0 593 11,948 +46
Dec11 110623 1550.7 1551.4 1514.1 1522.6 -33.0 5,744 69,364 -1,099
Feb12 110623 1551.0 1552.4 1520.0 1524.0 -32.9 169 9,224 +24
Apr12 110623 1553.9 1553.9 1519.6 1525.5 -32.9 95 6,359 -65
Jun12 110623 1551.1 1551.1 1523.5 1526.9 -33.0 15 13,267 -9
Aug12 110623 1556.1 1556.1 1527.7 1528.8 -33.1 2 4,511 +2
Oct12 110623 1530.7 1530.7 1530.7 1530.7 -33.2 0 4,099 +0
Dec12 110623 1533.0 1533.0 1533.0 1533.0 -33.3 14 12,528 +9
Feb13 110623 1556.5 1556.5 1534.0 1535.6 -33.5 0 584 +0
Apr13 110623 1538.9 1538.9 1538.9 1538.9 -33.6 0 201 +0
Total Volume and Open Interest 103,490 515,016 +1,416
Silver(CMX)
Jul11 110623 3633.5 3636.0 3463.0 3500.2 -173.7 56,779 33,656 -1,167
Sep11 110623 3633.0 3635.5 3466.0 3501.6 -173.8 12,140 35,715 +2,456
Dec11 110623 3632.0 3636.0 3470.0 3503.2 -173.9 5,379 24,141 +1,386
Mar12 110623 3619.0 3619.0 3501.1 3501.1 -173.9 121 4,805 +53
May12 110623 3485.0 3505.5 3484.0 3498.4 -173.9 3 1,304 -2
Jul12 110623 3620.0 3629.0 3495.9 3495.9 -173.9 4 1,795 +2
Sep12 110623 3493.4 3493.4 3493.4 3493.4 -173.9 3 210 +3
Total Volume and Open Interest 74,604 120,238 +2,735
Platinum(NYMEX)
Jul11 110623 1745.0 1747.5 1689.2 1694.5 -57.9 7,020 16,099 -2,297
Oct11 110623 1750.7 1750.7 1692.4 1697.5 -58.2 4,166 18,916 +2,574
Jan12 110623 1732.2 1732.2 1700.0 1701.0 -57.7 119 570 +108
Apr12 110623 1703.5 1703.5 1703.5 1703.5 -57.7 0 70 +0
Total Volume and Open Interest 11,306 35,659 +385
Palladium(NYMEX)
Jun11 110623 742.00 742.00 741.55 741.55 -27.30 29 283 -36
Sep11 110623 766.00 766.35 741.00 743.35 -27.30 3,994 19,233 +369
Dec11 110623 763.00 763.75 744.00 744.50 -27.30 11 689 -1
Total Volume and Open Interest 4,047 20,244 +345
Copper(CMX)
Jul11 110623 405.65 407.75 401.50 403.90 -4.90 34,444 29,155 -1,990
Sep11 110623 407.50 409.45 403.35 405.65 -5.05 12,978 62,393 +1,222
Dec11 110623 408.80 410.00 405.35 407.45 -5.00 2,305 25,784 +726
Mar12 110623 406.90 409.00 406.55 408.45 -4.95 473 8,654 +72
May12 110623 408.00 408.60 408.00 408.60 -4.90 40 1,620 -4
Total Volume and Open Interest 51,347 133,849 +444
DJIA Index(CBOT)
Sep11 110623 12023 12023 11805 11976 -47 464 7,406 -68
Dec11 110623 11908 11953 11908 11908 -45 0 85 +0
Mar12 110623 11849 11894 11849 11849 -45      
Jun12 110623 11782 11827 11782 11782 -45      
Total Volume and Open Interest 464 7,491 -68
Mini DJIA Index(CBOT)
Jun11 110617 11968 12078 11927 12047 +80 34,294 49,515 -5,412
Sep11 110623 12029 12032 11803 11976 -47 113,211 82,236 +1,742
Dec11 110623 11927 11927 11800 11908 -45 81 327 +27
Mar12 110623 11849 11849 11849 11849 -45 0 10 +0
Total Volume and Open Interest 113,292 82,573 +1,769
S & P 500(CME)
Sep11 110623 1279.90 1280.80 1257.00 1277.00 -2.80 14,553 253,499 -386
Dec11 110623 1271.70 1271.70 1254.40 1271.70 -2.70 1 10,472 -1
Mar12 110623 1266.20 1266.20 1248.90 1266.20 -2.70 0 4 +0
Jun12 110623 1261.20 1261.20 1243.90 1261.20 -2.70 0 5 +0
Total Volume and Open Interest 14,554 263,980 -387
S & P 500 E-Mini(Globex)
Sep11 110623 1280.00 1280.75 1257.00 1277.00 -2.75 2,075,568 2,531,071 -9,102
Dec11 110623 1274.25 1274.25 1252.25 1271.75 -2.75 303 6,847 -6
Total Volume and Open Interest 2,075,872 2,537,969 -9,109
NASDAQ 100(CME)
Sep11 110623 2228.00 2252.50 2200.00 2237.50 +8.00 1,503 7,843 +817
Dec11 110623 2233.50 2245.00 2215.00 2233.50 +8.00 0 2 +0
Mar12 110623 2231.00 2233.00 2231.00 2231.00 +8.00      
Total Volume and Open Interest 1,503 7,845 +817
NASDAQ 100 E-Mini(Globex)
Sep11 110623 2229.00 2253.50 2199.50 2237.50 +8.00 339,993 287,392 +10,517
Dec11 110623 2217.50 2249.30 2196.50 2233.50 +8.00 77 41 -34
Total Volume and Open Interest 340,070 287,433 +10,483
S & P Midcap 400(CME)
Sep11 110623 949.70 958.00 930.00 949.70 +0.50 128 766 +128
Dec11 110623 948.70 948.70 948.20 948.70 +0.50      
Mar12 110623 946.70 946.70 946.20 946.70 +0.50      
Total Volume and Open Interest 128 766 +128
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Sep11 110623 9580 9650 9505 9590 +10 7,988 28,717 +620
Dec11 110623 9565 9565 9555 9565 +10 0 1 +0
Total Volume and Open Interest 7,988 28,718 +620
Nikkei 225(SGX)
Sep11 110623 9590 9650 9545 9600 -10 81,130 165,373 -4,199
Dec11 110623 9525 9545 9520 9545 -10 0 7,295 -2
Mar12 110623 9535 9535 9535 9535 -15 0 10 +0
Total Volume and Open Interest 81,231 185,785 -4,195
CAC 40(EURONEXT)
Jul11 110623 3843.0 3851.0 3769.5 3785.0 -84.0 126,390 317,784 +12,350
Aug11 110623 3846.5 3849.5 3779.5 3790.0 -84.0 14 23 +2
Sep11 110623 3846.5 3856.0 3780.0 3791.0 -84.0 383 19,538 -30
Total Volume and Open Interest 126,787 337,375 +12,322
Hang Seng Index(HKFE)
Jun11 110623 21777 21919 21616 21684 -148 73,767 95,257 +525
Jul11 110623 21776 21922 21628 21692 -143 2,713 6,747 +1,437
Total Volume and Open Interest 77,057 107,683 +2,057
DAX(EUREX)
Jun11 110617 7076.5 7203.5 7036.0 7203.5 +96.5 251,111 90,589 -25,846
Sep11 110623 7261.5 7275.5 7143.0 7171.0 -140.5 137,633 137,809 +6,039
Dec11 110623 7292.0 7292.0 7171.5 7199.0 -141.0 198 7,584 +84
Total Volume and Open Interest 137,924 145,484 +6,213
FT-SE 100(EURONEXT)
Sep11 110623 5710.50 5713.50 5625.50 5635.50 -104.00 85,859 634,785 -1,350
Dec11 110623 5640.00 5666.00 5611.00 5611.00 -104.00 1 679 -1
Mar12 110623 5574.00 5574.00 5574.00 5574.00 -104.00 10 150 +0
Total Volume and Open Interest 85,870 635,614 -1,351
SPI 200(SFE)
Jun11 110617 4517.5 4517.5 4517.5 4517.5 -0.5 19,344 54,828 -132,003
Sep11 110623 4527.0 4547.0 4480.0 4487.0 -44.0 31,547 189,755 -818
Dec11 110623 4503.0 4503.0 4503.0 4503.0 -45.0 10 4,634 +5
Total Volume and Open Interest 31,690 198,329 -726
GSCI(CME)
Jul11 110623 654.00 654.00 644.00 649.50 +630.36 69 10,201 +25
Aug11 110623 0.14 0.14 645.00 651.00 +630.61 2 10 +0
Sep11 110623 652.00 21.19 646.00 652.00 +630.86      
Total Volume and Open Interest 71 10,211 +25
Reuters CCI(ICE)
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions.
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