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MRCI's End of Day Prices

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MRCI's End of Day Prices
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Daily Futures Price Listing Fri June 24, 2011
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jul11 110624 1318.50 1328.75 1311.50 1320.25 +2.50 78,446 102,439 -7,905
Aug11 110624 1316.25 1327.75 1309.75 1315.00 -1.00 20,784 52,023 +3,469
Sep11 110624 1314.25 1326.50 1308.50 1310.75 -3.50 5,280 23,370 +183
Nov11 110624 1318.75 1330.75 1305.25 1309.25 -8.00 72,789 294,418 -1,456
Jan12 110624 1330.00 1340.25 1315.50 1319.50 -8.00 3,628 38,849 +820
Mar12 110624 1338.75 1345.00 1322.75 1326.00 -6.25 921 21,999 +310
May12 110624 1333.00 1345.25 1323.00 1325.50 -6.25 1,280 25,330 -147
Total Volume and Open Interest 184,238 588,337 -4,450
Soybean Meal(CBOT)
Jul11 110624 342.90 344.60 339.30 339.90 -0.70 37,766 35,102 -8,851
Aug11 110624 343.90 346.10 340.60 341.10 -0.40 21,421 50,454 +3,352
Sep11 110624 342.20 345.70 339.00 339.40 -1.10 5,101 22,059 +54
Oct11 110624 339.30 343.70 335.20 336.30 -1.70 1,724 16,587 +124
Dec11 110624 341.00 344.90 335.70 336.90 -2.30 20,868 69,780 +1,329
Jan12 110624 345.50 345.60 337.60 338.70 -2.10 717 6,259 +76
Mar12 110624 348.40 348.40 340.50 341.30 -1.40 424 3,764 +155
May12 110624 343.20 343.30 340.80 341.30 -0.90 391 5,317 +196
Total Volume and Open Interest 88,566 214,318 -3,576
Soybean Oil(CBOT)
Jul11 110624 55.31 55.65 54.96 55.22 +0.07 49,207 66,796 -5,648
Aug11 110624 55.49 55.87 55.18 55.36 -0.01 20,142 41,701 +3,842
Sep11 110624 55.74 56.05 55.44 55.61 -0.01 7,742 33,859 +366
Oct11 110624 55.92 56.39 55.73 55.86 -0.02 2,490 17,036 +583
Dec11 110624 56.56 56.94 56.21 56.36 -0.02 34,843 139,417 +2,274
Jan12 110624 56.86 56.86 56.52 56.62 -0.04 366 13,429 +65
Mar12 110624 57.36 57.50 56.86 56.99 -0.02 648 9,491 -25
May12 110624 57.00 57.20 57.00 57.14 -0.02 721 6,018 +122
Total Volume and Open Interest 117,003 331,728 +2,018
Canola(WCE)
Jul11 110624 574.1 581.6 570.0 579.8 +9.4 5,901 19,798 -2,008
Nov11 110624 564.6 568.1 563.0 565.9 +2.5 9,858 123,178 -441
Jan12 110624 572.0 574.7 571.5 573.0 +3.1 250 12,767 -85
Mar12 110624 576.4 578.1 574.8 577.2 +2.0 86 4,598 -2
May12 110624 582.8 582.8 582.8 582.8 +2.0 26 2,018 +23
Total Volume and Open Interest 16,132 165,552 -2,507
Corn(CBOT)
Jul11 110624 687.00 697.75 669.00 670.00 -10.50 172,359 261,822 -28,621
Sep11 110624 674.00 682.25 652.25 657.00 -11.00 98,702 363,134 +7,625
Dec11 110624 652.25 656.75 628.00 632.00 -14.00 185,049 503,176 +1,069
Mar12 110624 664.50 668.25 640.50 644.25 -13.50 16,503 92,088 -851
May12 110624 670.75 675.00 647.75 652.00 -13.00 5,341 21,044 -679
Jul12 110624 677.00 682.00 655.00 658.75 -13.25 4,411 56,605 +78
Total Volume and Open Interest 488,862 1,394,494 -20,385
Wheat(CBOT)
Jul11 110624 650.00 659.25 628.00 635.75 -13.25 42,329 73,950 -2,580
Sep11 110624 671.50 680.00 655.50 661.00 -8.25 57,736 159,372 +4,698
Dec11 110624 716.25 723.50 701.50 705.50 -8.75 28,249 122,358 +4,636
Mar12 110624 746.25 753.75 733.00 737.25 -8.25 4,315 36,400 +553
May12 110624 765.00 771.75 749.75 753.50 -9.50 1,469 10,196 +219
Total Volume and Open Interest 139,572 464,376 +7,299
Wheat(KCBT)
Jul11 110624 762.00 769.00 742.00 748.50 -11.50 19,279 25,450 -1,760
Sep11 110624 781.50 788.00 760.00 767.25 -11.00 15,482 66,940 +482
Dec11 110624 806.00 812.25 786.00 793.00 -10.00 9,295 54,305 +2,584
Mar12 110624 820.25 825.75 801.50 807.25 -8.25 1,672 11,106 +390
May12 110624 832.00 832.00 808.50 813.50 -8.00 369 1,735 +182
Total Volume and Open Interest 46,818 173,823 +1,899
Wheat(MGE)
Jul11 110624 855.00 859.25 825.00 826.00 -18.00 1,371 5,508 -457
Sep11 110624 840.00 846.50 816.50 818.50 -17.00 4,800 23,696 +400
Dec11 110624 840.25 847.50 820.75 823.75 -14.50 3,263 18,525 -133
Mar12 110624 853.50 858.50 835.75 836.75 -11.75 721 4,287 +176
May12 110624 855.50 859.75 839.75 840.50 -10.25 345 2,210 +135
Total Volume and Open Interest 10,991 60,903 +73
Oats(CBOT)
Jul11 110624 349.75 353.25 335.50 335.50 -13.25 1,108 2,943 -413
Sep11 110624 356.00 357.00 340.00 340.00 -14.25 490 3,291 -2
Dec11 110624 363.50 365.00 348.00 348.00 -13.25 792 6,087 +145
Mar12 110624 370.00 373.75 359.50 359.50 -14.25 14 60 +7
Total Volume and Open Interest 2,404 12,410 -263
Rough Rice(CBOT)
Jul11 110624 13.61 13.69 13.45 13.45 -0.25 1,422 4,719 -1,108
Sep11 110624 14.73 14.73 14.50 14.51 -0.23 1,052 8,434 +314
Nov11 110624 14.97 15.03 14.82 14.82 -0.24 946 4,433 +326
Jan12 110624 15.36 15.36 15.15 15.15 -0.23 15 310 -7
Total Volume and Open Interest 3,453 18,289 -472
Live Cattle(CME)
Jun11 110624 112.450 113.350 111.350 113.050 +0.800 3,057 4,805 -1,019
Aug11 110624 112.635 113.830 111.750 113.500 +0.770 21,027 141,951 +1,350
Oct11 110624 118.535 119.800 117.580 119.750 +0.900 8,890 79,584 +334
Dec11 110624 121.550 122.800 120.700 122.700 +0.700 5,779 59,278 -560
Feb12 110624 122.885 123.500 121.750 123.450 +0.450 2,166 20,884 +58
Apr12 110624 123.950 125.000 123.000 124.800 +0.370 639 9,900 +137
Total Volume and Open Interest 41,706 320,384 +286
Feeder Cattle(CME)
Aug11 110624 137.650 139.000 136.600 138.600 +0.750 3,591 21,016 +122
Sep11 110624 138.350 139.630 137.325 139.535 +0.850 968 6,188 +103
Oct11 110624 138.500 139.750 137.535 139.700 +0.850 774 4,876 +102
Nov11 110624 139.050 140.050 137.750 140.050 +0.750 424 2,949 +204
Jan12 110624 137.880 139.000 136.950 138.935 +0.805 138 1,317 +47
Mar12 110624 136.600 137.700 136.325 137.685 +0.750 14 183 +9
Apr12 110624 137.000 137.000 137.000 137.000 +0.300 3 55 +3
Total Volume and Open Interest 5,912 36,605 +590
Lean Hogs(CME)
Jul11 110624 97.400 98.100 95.550 96.000 -1.000 7,170 18,616 -980
Aug11 110624 96.480 97.250 94.450 95.200 -0.700 13,759 80,967 +1,493
Oct11 110624 88.500 88.850 86.900 88.680 +0.630 6,928 50,722 +888
Dec11 110624 85.100 86.100 83.750 85.700 +1.020 3,720 42,175 +949
Feb12 110624 86.900 87.730 85.500 87.600 +0.950 1,679 16,342 +571
Apr12 110624 87.800 88.900 86.700 88.830 +1.330 778 7,080 +268
May12 110624 90.750 92.500 90.750 92.400 +0.400 48 459 +27
Jun12 110624 94.000 94.500 93.000 94.400 +0.800 316 4,575 +16
Total Volume and Open Interest 34,565 222,868 +3,318
Class III Milk(CME)
Jun11 110624 19.15 19.23 19.14 19.23 +0.09 15 5,052 +83
Jul11 110624 19.90 20.45 19.85 20.28 +0.43 186 5,795 -20
Aug11 110624 18.74 19.16 18.74 19.16 +0.39 186 5,393 +40
Sep11 110624 18.20 18.34 18.15 18.30 +0.10 117 4,855 +30
Oct11 110624 17.50 17.59 17.45 17.58 +0.03 58 3,772 +9
Total Volume and Open Interest 850 35,657 +299
Cocoa(ICE)
Jul11 110624 3004 3006 2951 2958 -28 123 43 -127
Sep11 110624 2994 3018 2950 2964 -23 8,979 68,498 -486
Dec11 110624 3020 3044 2979 2990 -23 2,729 36,466 -547
Mar12 110624 3036 3079 3015 3026 -22 1,571 30,272 +380
May12 110624 3073 3077 3016 3028 -20 331 8,872 -25
Jul12 110624 3076 3076 3030 3030 -20 25 3,615 +17
Sep12 110624 3034 3034 3034 3034 -22 17 6,204 +6
Total Volume and Open Interest 13,801 160,848 -782
Coffee "C"(ICE)
Jul11 110624 249.55 251.00 245.50 249.00 +1.30 376 1,888 -1,213
Sep11 110624 250.90 252.35 245.60 250.50 +1.80 10,719 58,665 -347
Dec11 110624 253.30 256.25 249.80 254.40 +1.45 2,088 30,081 +173
Mar12 110624 258.25 259.00 253.15 257.35 +0.60 975 8,126 +207
May12 110624 260.30 261.05 255.00 259.05 +0.20 110 3,385 -21
Jul12 110624 262.00 262.00 255.70 259.75 -0.10 23 1,531 -16
Total Volume and Open Interest 14,322 106,196 -1,202
Orange Juice(ICE)
Jul11 110624 193.30 199.10 191.55 199.05 +5.50 1,565 5,331 -1,388
Sep11 110624 187.00 193.70 186.20 192.65 +5.55 2,044 23,871 +1,225
Nov11 110624 180.75 182.85 179.85 182.85 +3.05 175 5,748 +44
Jan12 110624 177.20 178.15 176.50 178.00 +2.35 33 1,133 +27
Mar12 110624 176.50 176.50 176.50 176.50 +2.00 7 259 +4
May12 110624 175.00 175.00 175.00 175.00 +1.65 0 167 +0
Total Volume and Open Interest 3,824 36,608 -88
Sugar #11(ICE)
Jul11 110624 27.65 27.73 27.20 27.54 -0.04 29,937 62,644 -10,838
Oct11 110624 26.00 26.08 25.42 26.00 -0.08 51,503 289,563 +2,987
Mar12 110624 25.50 25.50 24.72 25.37 -0.13 15,200 120,001 +2,489
May12 110624 24.80 24.83 24.06 24.72 -0.08 5,036 37,194 -99
Jul12 110624 24.20 24.36 23.62 24.32 +0.05 3,749 57,677 +724
Total Volume and Open Interest 108,229 625,884 -3,947
London Cocoa(LCE)
Jul11 110624 1888 1908 1867 1869 -10 5,086 52,356 -2,596
Sep11 110624 1909 1920 1880 1881 -13 6,682 49,151 +1,768
Dec11 110624 1929 1941 1903 1904 -13 1,972 36,549 -374
Mar12 110624 1953 1959 1918 1918 -15 830 40,525 +89
May12 110624 1961 1969 1928 1928 -16 488 10,794 +378
Jul12 110624 1966 1966 1936 1936 -17 100 5,049 -34
Sep12 110624 1980 1980 1942 1942 -17 111 3,194 -37
Total Volume and Open Interest 15,269 205,610 -806
London Sugar(LCE)
Aug11 110624 740.90 743.50 731.00 734.60 +1.30 3,095 20,807 -121
Oct11 110624 669.20 677.90 661.50 667.90 +4.40 1,283 15,170 +224
Dec11 110624 654.00 661.20 644.50 652.70 +5.50 223 5,608 +18
Mar12 110624 642.00 648.00 638.10 643.20 +4.10 92 5,923 -22
May12 110624 631.10 638.00 629.70 633.40 +2.90 72 2,438 -5
Total Volume and Open Interest 4,883 52,807 +207
Cotton(ICE)
Jul11 110624 165.92 166.59 163.40 165.22 +0.67 12,117 7,728 -8,025
Oct11 110624 125.50 127.80 125.10 126.92 +1.92 64 488 +15
Dec11 110624 120.25 122.74 119.60 121.92 +2.52 11,514 100,616 -1,585
Mar12 110624 113.07 114.37 111.80 113.82 +2.23 1,143 15,091 +46
May12 110624 107.90 109.47 107.50 108.95 +2.05 101 3,623 -48
Jul12 110624 104.00 105.40 103.50 104.80 +1.45 113 5,678 -16
Total Volume and Open Interest 25,071 136,472 -9,602
Lumber(CME)
Jul11 110624 233.8 236.2 232.5 236.0 +2.0 357 1,882 -187
Sep11 110624 245.8 248.8 244.0 246.9 +1.1 356 6,215 +11
Nov11 110624 255.0 255.4 252.5 253.1 unch 208 1,843 +59
Jan12 110624 276.2 277.0 272.6 277.0 +2.2 8 107 +2
Total Volume and Open Interest 931 10,054 -114
Crude Oil(NYM)
Aug11 110624 92.28 92.34 89.82 91.16 +0.14 296,275 336,389 -9,121
Sep11 110624 92.75 92.82 90.36 91.71 +0.17 83,110 159,213 +1,811
Oct11 110624 92.74 93.33 90.95 92.23 +0.19 33,151 70,300 -700
Nov11 110624 93.32 93.88 91.49 92.78 +0.21 18,915 57,733 -681
Dec11 110624 94.09 94.34 91.99 93.29 +0.25 47,781 188,306 -1,677
Jan12 110624 93.80 93.85 92.92 93.74 +0.29 4,287 49,811 -563
Feb12 110624 94.02 94.19 93.29 94.19 +0.32 3,439 23,641 -45
Mar12 110624 95.42 95.51 93.66 94.64 +0.36 3,506 31,674 +224
Apr12 110624 94.18 95.07 94.18 95.07 +0.39 1,643 18,638 +26
May12 110624 95.49 95.49 95.24 95.48 +0.41 2,135 17,679 -668
Jun12 110624 96.51 96.51 94.65 95.89 +0.44 12,995 74,178 -421
Jul12 110624 95.91 96.20 95.75 96.20 +0.48 1,354 30,458 +164
Aug12 110624 96.40 96.40 96.40 96.40 +0.52 602 12,249 -14
Sep12 110624 96.58 96.58 96.58 96.58 +0.57 1,225 14,893 -48
Oct12 110624 96.79 96.79 96.79 96.79 +0.63 745 10,299 +34
Nov12 110624 97.04 97.04 97.04 97.04 +0.68 1,261 23,562 -607
Total Volume and Open Interest 540,731 1,513,461 -10,873
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 110624 92.275 92.350 89.825 91.150 +0.125 9,976 2,586 +480
Sep11 110624 92.700 92.750 90.375 91.700 +0.150 199 778 +54
Oct11 110624 92.250 92.600 90.925 92.225 +0.175 43 265 -1
Nov11 110624 93.150 93.400 92.650 92.775 +0.200 0 23 +0
Dec11 110624 93.050 93.600 92.600 93.300 +0.250 6 299 +6
Jan12 110624 93.750 93.750 93.750 93.750 +0.300 0 6 +0
Feb12 110624 94.200 94.200 94.200 94.200 +0.325 1 3 +0
Mar12 110624 94.650 94.650 94.650 94.650 +0.375 0 10 +0
Total Volume and Open Interest 10,225 4,132 +539
Heating Oil(NYM)
Jul11 110624 283.34 283.59 273.27 275.03 -3.14 34,220 42,730 -5,779
Aug11 110624 284.99 285.18 275.01 276.89 -3.05 51,370 81,527 +1,435
Sep11 110624 284.84 286.58 277.00 278.93 -3.05 13,279 44,612 +123
Oct11 110624 286.01 287.52 279.15 281.02 -3.04 6,897 20,060 +50
Nov11 110624 286.37 289.17 281.35 283.12 -3.02 3,618 20,431 -249
Dec11 110624 291.31 292.27 283.20 285.15 -2.98 8,962 34,046 -1,465
Jan12 110624 289.50 292.78 285.30 287.05 -2.97 2,621 17,168 -361
Feb12 110624 290.00 293.54 286.10 287.95 -2.77 609 7,695 +300
Mar12 110624 292.43 293.08 285.85 287.80 -2.45 233 6,062 -5
Apr12 110624 290.80 291.43 284.55 286.42 -2.16 204 2,475 +0
May12 110624 289.37 289.92 283.25 284.99 -1.92 206 2,522 +62
Jun12 110624 285.00 288.66 282.95 284.00 -1.86 1,750 20,634 -215
Total Volume and Open Interest 124,272 313,133 -6,082
Gasoline(NYMEX)
Jul11 110624 287.72 287.90 275.67 277.66 -6.10 38,235 37,859 -4,192
Aug11 110624 280.56 282.05 269.48 271.59 -6.05 58,489 70,006 +3,243
Sep11 110624 278.65 279.40 267.49 269.69 -5.78 19,410 43,431 +58
Oct11 110624 267.24 267.39 256.68 259.33 -4.72 10,247 23,985 -1,449
Nov11 110624 265.12 265.12 256.02 257.84 -4.37 5,043 15,398 +258
Dec11 110624 264.95 265.95 255.14 257.55 -3.89 7,594 29,011 +471
Jan12 110624 260.98 260.98 256.79 258.36 -3.58 573 6,935 +96
Feb12 110624 264.50 264.50 259.00 260.26 -3.27 163 4,430 +12
Mar12 110624 263.66 263.66 261.00 262.33 -3.04 68 5,014 -10
Apr12 110624 278.50 278.50 273.20 274.63 -2.39 348 3,868 -166
Total Volume and Open Interest 141,323 256,121 -1,388
e-miNY RBOB Gasoline(NYM)
Jul11 110624 277.70 277.70 277.66 277.70 -6.10 0 3 +0
Aug11 110624 271.60 271.60 271.59 271.60 -6.00 0 2 +0
Sep11 110624 269.70 269.70 269.69 269.70 -5.80      
Oct11 110624 259.30 259.33 259.30 259.30 -4.80 0 1 +0
Total Volume and Open Interest 0 8 +0
Natural Gas(NYM)
Jul11 110624 4.212 4.248 4.171 4.229 +0.036 114,038 45,533 -15,481
Aug11 110624 4.228 4.271 4.195 4.250 +0.033 63,105 133,306 +7,664
Sep11 110624 4.262 4.294 4.219 4.275 +0.032 24,186 208,377 +220
Oct11 110624 4.313 4.337 4.263 4.319 +0.032 21,485 115,141 -949
Nov11 110624 4.406 4.470 4.400 4.454 +0.030 10,594 77,147 +131
Dec11 110624 4.630 4.662 4.599 4.645 +0.030 5,015 45,054 +344
Jan12 110624 4.739 4.768 4.700 4.750 +0.030 10,630 91,036 -96
Feb12 110624 4.706 4.762 4.696 4.744 +0.030 1,055 20,779 +16
Mar12 110624 4.670 4.707 4.639 4.689 +0.032 3,733 42,627 -499
Apr12 110624 4.515 4.578 4.514 4.558 +0.030 4,037 43,698 -76
May12 110624 4.547 4.603 4.539 4.582 +0.030 630 9,823 +80
Jun12 110624 4.573 4.631 4.572 4.616 +0.030 598 11,049 -167
Jul12 110624 4.635 4.681 4.622 4.664 +0.030 319 8,656 +47
Aug12 110624 4.650 4.708 4.650 4.692 +0.029 97 7,180 -10
Sep12 110624 4.688 4.718 4.666 4.704 +0.030 73 7,280 +28
Oct12 110624 4.712 4.761 4.712 4.745 +0.029 875 24,687 +314
Total Volume and Open Interest 261,491 968,024 -8,474
Brent Crude Oil(ICE)
Aug11 110624 108.59 108.70 103.62 105.12 -2.14 220,807 191,084 +812
Sep11 110624 108.30 108.46 103.87 105.31 -1.82 84,054 147,810 -179
Oct11 110624 108.39 108.49 104.20 105.61 -1.61 45,273 57,481 -126
Nov11 110624 108.58 108.63 104.56 105.87 -1.45 18,706 39,394 +105
Dec11 110624 108.55 108.74 104.69 106.07 -1.30 56,953 93,676 -536
Jan12 110624 108.10 108.21 105.07 106.20 -1.17 6,429 22,935 +635
Feb12 110624 108.09 108.28 105.14 106.28 -1.06 3,743 18,749 +150
Mar12 110624 108.07 108.30 105.13 106.35 -0.94 3,381 33,820 -183
Apr12 110624 107.68 107.90 105.31 106.42 -0.80 1,493 9,655 +128
May12 110624 106.46 106.46 106.46 106.46 -0.67 1,217 5,817 +151
Jun12 110624 107.84 108.22 105.32 106.50 -0.53 11,004 42,703 +1,440
Jul12 110624 106.53 106.53 106.53 106.53 -0.42 326 6,645 -398
Aug12 110624 106.53 106.53 106.53 106.53 -0.33 265 4,549 -27
Sep12 110624 106.52 106.52 106.52 106.52 -0.22 651 5,506 +146
Total Volume and Open Interest 480,952 819,944 +5,054
Gas Oil(ICE)
Jul11 110624 892.25 894.75 864.00 874.50 -14.50 75,037 86,836 -4,223
Aug11 110624 896.50 898.75 868.50 878.75 -14.50 91,731 128,053 +8,390
Sep11 110624 895.50 902.00 872.75 882.75 -14.50 37,659 68,251 +3,466
Oct11 110624 898.75 905.25 879.50 886.50 -14.25 12,633 34,848 +2,011
Nov11 110624 901.50 906.00 882.75 889.75 -13.25 4,449 30,163 +1,397
Dec11 110624 910.25 910.75 883.00 893.00 -12.50 25,636 69,419 +1,623
Jan12 110624 907.50 912.50 888.25 896.75 -12.00 2,625 27,875 +917
Feb12 110624 909.25 914.25 891.00 898.75 -11.50 1,289 10,604 -261
Mar12 110624 910.50 912.50 890.75 900.25 -10.50 1,223 10,935 +87
Apr12 110624 910.50 915.50 898.50 900.50 -10.00 406 6,308 +16
Total Volume and Open Interest 259,159 574,378 +14,201
Ethanol(CBOT)
Jun11 110603 2.638 2.640 2.633 2.640 -0.012 38 199 -65
Jul11 110624 2.682 2.682 2.614 2.633 -0.014 107 502 +4
Aug11 110624 2.631 2.631 2.568 2.586 -0.032 534 1,200 +28
Sep11 110624 2.580 2.580 2.523 2.524 -0.045 327 1,495 -93
Oct11 110624 2.472 2.475 2.419 2.426 -0.040 64 1,302 +7
Nov11 110624 2.410 2.410 2.363 2.364 -0.037 133 930 -67
Dec11 110624 2.375 2.375 2.345 2.346 -0.031 150 1,251 -76
Jan12 110624 2.307 2.307 2.299 2.305 -0.037 112 605 -62
Total Volume and Open Interest 1,562 9,139 -179
WTI Crude Oil(ICE
Aug11 110624 91.94 92.33 89.81 91.16 +0.14 79,731 73,762 -6,182
Sep11 110624 92.58 92.84 90.37 91.71 +0.17 27,497 46,810 +869
Oct11 110624 93.35 93.36 90.93 92.23 +0.19 14,451 25,770 -50
Nov11 110624 93.66 93.66 91.55 92.78 +0.21 7,404 22,951 +770
Dec11 110624 94.10 94.10 91.99 93.29 +0.25 20,034 82,656 -1,006
Jan12 110624 94.50 94.50 92.58 93.74 +0.29 1,976 16,219 +140
Feb12 110624 94.70 94.70 93.03 94.19 +0.32 1,124 4,586 +10
Mar12 110624 95.36 95.46 93.47 94.64 +0.36 1,176 12,633 -32
Apr12 110624 94.97 95.08 94.20 95.07 +0.39 441 4,518 +20
May12 110624 95.48 95.48 95.48 95.48 +0.41 258 2,979 +19
Jun12 110624 96.09 96.09 94.73 95.89 +0.44 2,402 28,328 +136
Jul12 110624 96.20 96.20 96.20 96.20 +0.48 81 4,122 +9
Aug12 110624 96.40 96.40 96.40 96.40 +0.52 5 952 +5
Sep12 110624 96.58 96.58 96.58 96.58 +0.57 5 4,494 +0
Oct12 110624 96.79 96.79 96.79 96.79 +0.63 0 511 +0
Nov12 110624 97.04 97.04 97.04 97.04 +0.68 5 1,612 +0
Total Volume and Open Interest 162,643 443,589 -4,027
US Dollar Index(ICE)
Sep11 110624 75.705 76.280 75.475 76.210 +0.305 26,543 44,614 -1,149
Dec11 110624 76.445 76.645 76.445 76.645 +0.300 5 515 +0
Mar12 110624 77.145 77.145 77.145 77.145 +0.300 0 1 +0
Total Volume and Open Interest 26,548 45,130 -1,149
Australian Dollar(CME)
Sep11 110624 104.22 104.90 103.74 103.83 -0.02 93,842 106,516 +6,617
Dec11 110624 103.05 103.38 102.61 102.67 -0.04 55 182 +5
Mar12 110624 101.57 101.59 101.57 101.57 -0.02      
Total Volume and Open Interest 93,897 106,701 +6,622
British Pound(CME)
Sep11 110624 160.03 160.30 159.35 159.56 -0.24 126,273 97,568 +4,880
Dec11 110624 159.88 160.00 159.31 159.40 -0.24 19 119 -9
Mar12 110624 159.23 159.47 159.23 159.23 -0.24 0 2 +0
Total Volume and Open Interest 126,292 97,695 +4,871
Canadian Dollar(CME)
Sep11 110624 102.04 102.15 100.94 100.97 -0.88 73,684 85,812 +2,592
Dec11 110624 101.86 101.90 100.77 100.78 -0.88 79 3,812 +35
Mar12 110624 101.00 101.42 100.58 100.58 -0.84 16 539 +10
Jun12 110624 100.35 101.17 100.35 100.35 -0.82 0 250 +0
Total Volume and Open Interest 73,779 90,542 +2,637
Japanese Yen(CME)
Sep11 110624 124.41 124.87 124.12 124.37 +0.19 77,177 101,584 +2,956
Dec11 110624 124.56 124.92 124.30 124.49 +0.19 22 395 +11
Mar12 110624 124.66 124.66 124.47 124.66 +0.19 0 42 +0
Total Volume and Open Interest 77,199 102,038 +2,967
Swiss Franc(CME)
Sep11 110624 119.36 120.52 119.18 119.46 +0.10 39,483 50,353 -777
Dec11 110624 120.00 120.60 119.47 119.59 +0.10 112 164 -6
Mar12 110624 119.74 119.74 119.62 119.74 +0.12 0 1 +0
Total Volume and Open Interest 39,595 50,521 -783
EuroFX(CME)
Sep11 110624 142.30 142.73 141.09 141.38 -0.44 287,842 180,599 -7,004
Dec11 110624 141.97 142.35 140.91 141.03 -0.45 201 427 +32
Mar12 110624 140.70 141.13 140.70 140.70 -0.43 0 361 +0
Total Volume and Open Interest 288,043 182,218 -6,972
Mexican Peso(CME)
Jul11 110624 840.5 841.2 840.5 840.5 -0.8      
Aug11 110624 838.5 839.2 838.5 838.5 -0.8      
Total Volume and Open Interest 20,993 97,405 -978
30-Year T-Bonds(CBOT)
Sep11 110624 126~090 127~010 125~310 126~190 +0~050 283,525 643,174 -2,278
Dec11 110624 125~160 125~160 125~000 125~040 +0~040 3 47 +2
Mar12 110624 123~220 123~220 123~180 123~220 +0~040      
Total Volume and Open Interest 283,528 643,221 -2,276
10-Year T-Notes(CBOT)
Sep11 110624 124~075 124~300 124~020 124~235 +0~125 1,188,963 1,866,503 +23,287
Dec11 110624 122~265 123~165 122~265 123~115 +0~125 8,821 7,830 +7,582
Mar12 110624 122~115 122~115 121~310 122~115 +0~125      
Total Volume and Open Interest 1,197,784 1,874,333 +30,869
5-Year T-Notes(CBOT)
Jun11 110613 120~120 121~001 120~087 120~108 +0~072 272,931 205,061 -65,504
Sep11 110624 120~050 120~111 120~036 120~097 +0~041 557,261 1,655,399 -20,389
Dec11 110624 119~081 119~081 119~040 119~081 +0~041 0 3 +0
Total Volume and Open Interest 559,731 1,677,502 -22,480
2 Year T-Notes(CBOT)
Jun11 110624 110~011 110~015 110~006 110~014 +0~002 345 16,447 +207
Sep11 110624 109~112 109~119 109~108 109~115 +0~003 214,352 1,029,925 -3,778
Dec11 110624 109~087 109~087 109~084 109~087 +0~003 0 21 +0
Total Volume and Open Interest 214,697 1,046,393 -3,571
Eurodollars(CME)
Sep11 110624 99.605 99.615 99.535 99.565 -0.040 250,695 1,250,767 +1,389
Dec11 110624 99.530 99.545 99.455 99.490 -0.045 281,418 1,397,967 -24,509
Mar12 110624 99.490 99.500 99.420 99.450 -0.040 227,528 1,609,824 +1,690
Jun12 110624 99.420 99.430 99.370 99.390 -0.030 243,981 1,486,775 +39,792
Sep12 110624 99.300 99.305 99.250 99.280 -0.010 241,288 976,648 +27,530
Dec12 110624 99.135 99.150 99.075 99.125 +0.015 205,190 707,158 +18,861
Mar13 110624 98.940 98.985 98.895 98.965 +0.035 157,956 513,878 +882
Jun13 110624 98.720 98.785 98.675 98.760 +0.045 148,860 343,863 +888
Sep13 110624 98.485 98.565 98.440 98.535 +0.055 155,562 342,443 +17,690
Dec13 110624 98.220 98.315 98.180 98.280 +0.055 101,796 260,305 +1,538
Mar14 110624 97.955 98.070 97.935 98.035 +0.055 77,724 229,989 +4,394
Jun14 110624 97.700 97.820 97.675 97.785 +0.060 69,266 172,422 +6,061
Sep14 110624 97.440 97.565 97.425 97.540 +0.065 27,073 94,784 +2,825
Dec14 110624 97.180 97.305 97.170 97.280 +0.060 23,886 86,260 +2,665
Mar15 110624 96.965 97.075 96.945 97.055 +0.055 21,964 83,796 +5,036
Jun15 110624 4.985 5.100 4.965 5.080 +0.055 21,205 66,278 +3,721
Sep15 110624 4.770 4.885 4.755 4.865 +0.055 13,342 56,282 +584
Dec15 110624 4.560 4.680 4.545 4.660 +0.055 10,973 50,205 +813
Total Volume and Open Interest      
30 Day Federal Funds(CBOT)
Jun11 110624 99.902 99.905 99.902 99.902 unch 2,982 61,978 +339
Jul11 110624 99.900 99.905 99.895 99.900 unch 4,669 58,451 -756
Aug11 110624 99.880 99.890 99.875 99.880 unch 4,912 54,314 -610
Sep11 110624 99.870 99.875 99.865 99.865 unch 4,921 43,617 +519
Oct11 110624 99.855 99.860 99.850 99.855 unch 4,810 51,491 -448
Nov11 110624 99.840 99.850 99.840 99.845 unch 5,120 49,113 -495
Total Volume and Open Interest 82,635 763,310 +4,575
30 Day Fed Funds(e-CBOT)
3-Mth Euro-Yen(CME)
Sep11 110613 99.668 99.668 99.668 99.668 unch      
Dec11 110624 99.665 99.665 99.665 99.665 unch 0 75 +0
Mar12 110624 99.655 99.655 99.655 99.655 unch      
Jun12 110624 99.645 99.645 99.645 99.645 -0.005      
Sep12 110624 99.580 99.580 99.580 99.580 -0.005      
Dec12 110624 99.540 99.540 99.540 99.540 -0.005      
Mar13 110624 99.540 99.540 99.540 99.540 -0.005      
Jun13 110624 99.495 99.495 99.495 99.495 -0.005      
Sep13 110624 99.355 99.355 99.355 99.355 -0.005      
Dec13 110624 99.215 99.215 99.215 99.215 -0.005      
Total Volume and Open Interest 0 126 -1
3-Mth Euro-Yen(SGX)
Sep11 110624 99.67 99.67 99.67 99.67 unch 0 1,251 +0
Dec11 110624 99.67 99.67 99.67 99.67 unch 0 1,392 +0
Mar12 110624 99.65 99.65 99.65 99.65 unch 0 1,823 +0
Jun12 110624 99.65 99.65 99.65 99.65 0.00 0 1,554 +0
Sep12 110624 99.58 99.58 99.58 99.58 0.00 0 411 +0
Dec12 110624 99.54 99.54 99.54 99.54 0.00 0 24 +0
Mar13 110624 99.54 99.54 99.54 99.54 0.00 0 1 +0
Jun13 110624 99.50 99.50 99.50 99.50 0.00      
Total Volume and Open Interest 0 6,456 +0
Japanese Gov't Bonds(SGX)
Sep11 110624 141.36 141.46 141.22 141.30 unch 1,319 23,896 +230
Dec11 110624 140.85 140.85 140.85 140.85 +0.35 0 1 +0
Mar12 110624 138.76 138.76 138.76 138.76 +0.35      
Total Volume and Open Interest 1,319 23,897 +230
Euro-Bund(EUREX)
Sep11 110621 126.06 126.24 125.73 125.89 -0.26 1,149,191 1,018,149 -78,041
Dec11 110624 125.85 126.20 125.85 126.19 +0.27 75 235 +0
Mar12 110624 126.17 126.17 126.17 126.17 +0.27      
Total Volume and Open Interest 1,053,213 1,008,840 +28,634
Euro-Bobl(EUREX)
Sep11 110624 117.77 118.13 117.62 118.03 +0.04 576,239 782,628 +1,190
Dec11 110624 116.76 117.03 116.76 117.03 unch 136 719 +65
Mar12 110624 117.04 117.04 117.04 117.04 unch      
Total Volume and Open Interest 576,375 783,347 +1,255
3-Mth Euribor(EUREX)
Jun11 110613 98.530 98.530 98.530 98.530 +0.005 299 4,770 +0
Sep11 110624 98.300 98.325 98.300 98.325 +0.005 8 2,595 -4
Dec11 110624 98.225 98.250 98.225 98.250 +0.010 70 1,418 +70
Total Volume and Open Interest 80 7,049 +68
Long Gilt(LIFFE)
Jun11 110624 123~10 123~23 123~10 123~23 +0~05 512 11,111 -237
Sep11 110624 122~08 122~18 121~28 122~15 +0~05 127,354 350,201 -270
Total Volume and Open Interest 127,866 361,312 -507
3-Mth Short Sterling(LIFFE)
Sep11 110624 99.10 99.12 99.09 99.10 unch 76,762 475,063 +11,835
Dec11 110624 99.05 99.06 99.04 99.05 unch 114,013 449,239 +2,664
Mar12 110624 98.98 99.00 98.96 98.97 -0.01 111,993 453,299 -5,407
Jun12 110624 98.88 98.91 98.86 98.88 -0.01 96,307 318,288 +3,851
Sep12 110624 98.76 98.79 98.74 98.77 unch 105,386 297,828 +8,483
Dec12 110624 98.58 98.62 98.57 98.60 unch 75,500 243,130 -2,927
Total Volume and Open Interest 715,984 2,604,840 +31,184
3-Mth Euribor(LIFFE)
Sep11 110624 98.325 98.350 98.295 98.325 +0.005 113,992 762,282 -10,055
Dec11 110624 98.230 98.270 98.210 98.250 +0.010 101,414 557,904 +890
Mar12 110624 98.195 98.235 98.165 98.215 +0.005 73,170 545,787 +1,934
Total Volume and Open Interest 616,522 3,504,193 +20,785
3-Mth Aus T-Bills(SFE)
Sep11 110624 95.12 95.16 95.10 95.13 +0.01 31,650 252,461 -8,984
Dec11 110624 95.12 95.20 95.11 95.13 +0.01 26,538 228,003 +125
Mar12 110624 95.09 95.17 95.08 95.10 +0.01 18,674 126,340 +6,070
Jun12 110624 95.07 95.15 95.05 95.07 +0.01 9,773 82,903 +1,743
Sep12 110624 95.11 95.12 95.04 95.05 +0.01 1,697 52,624 -93
Dec12 110624 95.03 95.11 95.00 95.01 unch 754 36,655 -535
Mar13 110624 95.01 95.08 94.99 94.99 unch 206 27,069 +34
Jun13 110624 95.03 95.04 94.95 94.95 +0.01 120 9,190 -38
Sep13 110624 94.95 95.00 94.91 94.91 +0.01 18 1,931 +1
Dec13 110624 94.88 94.88 94.88 94.88 +0.02 26 1,401 +1
Total Volume and Open Interest 89,486 818,722 -1,648
10-Year Aus T-Bonds(SFE)
Sep11 110624 94.90 94.97 94.90 94.92 +0.02 54,524 399,217 +4,759
Dec11 110624 94.92 94.92 94.92 94.92 +0.02      
Total Volume and Open Interest 54,524 399,217 +4,759
3-Year Aus T-Bonds(SFE)
Sep11 110624 95.33 95.43 95.33 95.35 +0.02 164,642 605,377 -35,556
Dec11 110624 95.35 95.35 95.35 95.35 +0.02      
Total Volume and Open Interest 164,642 605,377 +23,618
Gold(CMX)
Jun11 110624 1524.7 1525.0 1498.5 1500.5 -19.6 222 767 -60
Aug11 110624 1522.7 1526.5 1498.5 1500.9 -19.6 140,559 350,933 +8,442
Oct11 110624 1523.7 1527.0 1499.8 1501.9 -19.6 444 12,195 +247
Dec11 110624 1525.6 1528.5 1501.0 1503.1 -19.5 4,405 69,882 +518
Feb12 110624 1526.0 1526.0 1503.0 1504.5 -19.5 322 9,275 +51
Apr12 110624 1530.3 1530.3 1506.0 1506.0 -19.5 30 6,379 +20
Jun12 110624 1525.2 1530.9 1507.5 1507.5 -19.4 798 13,130 -137
Aug12 110624 1509.3 1509.3 1509.3 1509.3 -19.5 5 4,512 +1
Oct12 110624 1511.2 1511.2 1511.2 1511.2 -19.5 50 4,099 +0
Dec12 110624 1538.5 1538.5 1512.3 1513.4 -19.6 1,239 13,361 +833
Feb13 110624 1516.0 1516.0 1516.0 1516.0 -19.6 1 585 +1
Apr13 110624 1519.2 1519.2 1519.2 1519.2 -19.7 1 202 +1
Total Volume and Open Interest 149,872 524,571 +9,555
Silver(CMX)
Jul11 110624 3529.5 3542.0 3414.5 3463.8 -36.4 52,966 31,639 -2,017
Sep11 110624 3534.5 3540.0 3416.0 3465.0 -36.6 6,365 36,764 +1,049
Dec11 110624 3539.5 3539.5 3417.0 3466.4 -36.8 3,042 24,043 -98
Mar12 110624 3498.0 3498.0 3450.0 3465.2 -35.9 231 4,930 +125
May12 110624 3463.2 3463.2 3463.2 3463.2 -35.2 18 1,312 +8
Jul12 110624 3461.1 3461.1 3461.1 3461.1 -34.8 23 1,803 +8
Sep12 110624 3458.8 3458.8 3458.8 3458.8 -34.6 9 213 +3
Total Volume and Open Interest 62,830 119,359 -879
Platinum(NYMEX)
Jul11 110624 1705.5 1719.9 1675.5 1677.6 -16.9 6,359 13,808 -2,291
Oct11 110624 1709.5 1723.0 1678.5 1680.5 -17.0 3,277 20,881 +1,965
Jan12 110624 1691.9 1692.0 1683.0 1684.3 -16.7 46 608 +38
Apr12 110624 1695.0 1695.0 1686.8 1686.8 -16.7 0 70 +0
Total Volume and Open Interest 9,682 35,371 -288
Palladium(NYMEX)
Jun11 110624 732.90 732.90 730.20 730.20 -11.35 13 258 -25
Sep11 110624 745.60 752.85 730.10 731.50 -11.85 2,964 19,070 -163
Dec11 110624 746.45 748.00 732.75 732.75 -11.75 10 689 +0
Total Volume and Open Interest 2,996 20,064 -180
Copper(CMX)
Jul11 110624 407.85 414.00 405.85 409.85 +5.95 33,229 27,412 -1,743
Sep11 110624 409.35 415.75 407.80 411.55 +5.90 13,067 63,370 +977
Dec11 110624 410.35 417.40 409.95 413.35 +5.90 1,641 25,711 -73
Mar12 110624 414.30 414.30 414.30 414.30 +5.85 210 8,674 +20
May12 110624 414.30 414.45 414.30 414.45 +5.85 0 1,620 +0
Total Volume and Open Interest 49,762 133,526 -323
DJIA Index(CBOT)
Sep11 110624 11978 12057 11860 11881 -95 152 7,321 -85
Dec11 110624 11812 11908 11812 11812 -96 0 85 +0
Mar12 110624 11753 11849 11753 11753 -96      
Jun12 110624 11686 11782 11686 11686 -96      
Total Volume and Open Interest 152 7,406 -85
Mini DJIA Index(CBOT)
Jun11 110617 11968 12078 11927 12047 +80 34,294 49,515 -5,412
Sep11 110624 11978 12058 11854 11881 -95 102,304 79,403 -2,833
Dec11 110624 11949 11949 11799 11812 -96 76 283 -44
Mar12 110624 11753 11753 11753 11753 -96 0 10 +0
Total Volume and Open Interest 102,380 79,696 -2,877
S & P 500(CME)
Sep11 110624 1277.00 1286.00 1261.30 1263.90 -13.10 11,376 250,889 -2,610
Dec11 110624 1258.60 1273.70 1256.70 1258.60 -13.10 0 10,465 -7
Mar12 110624 1253.10 1268.20 1251.20 1253.10 -13.10 0 4 +0
Jun12 110624 1248.10 1263.20 1246.20 1248.10 -13.10 0 5 +0
Total Volume and Open Interest 11,376 261,363 -2,617
S & P 500 E-Mini(Globex)
Sep11 110624 1277.50 1286.00 1261.25 1264.00 -13.00 1,872,931 2,524,036 -7,035
Dec11 110624 1272.50 1280.00 1256.25 1258.50 -13.25 729 6,920 +73
Total Volume and Open Interest 1,873,674 2,531,007 -6,962
NASDAQ 100(CME)
Sep11 110624 2237.50 2256.30 2207.00 2207.80 -29.70 287 7,875 +32
Dec11 110624 2204.00 2204.00 2202.00 2204.00 -29.50 0 2 +0
Mar12 110624 2201.50 2201.50 2201.00 2201.50 -29.50      
Total Volume and Open Interest 287 7,877 +32
NASDAQ 100 E-Mini(Globex)
Sep11 110624 2237.50 2258.50 2206.80 2207.80 -29.70 223,745 277,427 -9,965
Dec11 110624 2238.30 2253.80 2204.00 2204.00 -29.50 17 41 +0
Total Volume and Open Interest 223,762 277,468 -9,965
S & P Midcap 400(CME)
Sep11 110624 943.30 951.20 942.70 943.30 -6.40 200 911 +145
Dec11 110624 942.30 942.30 941.70 942.30 -6.40      
Mar12 110624 940.30 940.30 939.70 940.30 -6.40      
Total Volume and Open Interest 200 911 +145
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Sep11 110624 9600 9730 9585 9610 +20 7,444 29,082 +365
Dec11 110624 9585 9585 9565 9585 +20 0 1 +0
Total Volume and Open Interest 7,444 29,083 +365
Nikkei 225(SGX)
Sep11 110624 9580 9690 9490 9675 +75 111,146 167,156 +1,783
Dec11 110624 9500 9615 9475 9615 +70 5 7,295 +0
Mar12 110624 9615 9615 9615 9615 +80 0 10 +0
Total Volume and Open Interest 111,675 187,571 +1,786
CAC 40(EURONEXT)
Jul11 110624 3836.5 3864.5 3769.5 3784.5 -0.5 99,560 311,021 -6,763
Aug11 110624 3846.0 3867.0 3777.0 3789.5 -0.5 23 24 +1
Sep11 110624 3854.0 3869.5 3780.0 3790.0 -1.0 153 19,545 +7
Total Volume and Open Interest 99,736 330,620 -6,755
Hang Seng Index(HKFE)
Jun11 110624 21805 22173 21760 22148 +464 70,205 94,808 -449
Jul11 110624 21778 22180 21769 22153 +461 3,632 8,103 +1,356
Total Volume and Open Interest 74,281 108,695 +1,012
DAX(EUREX)
Jun11 110617 7076.5 7203.5 7036.0 7203.5 +96.5 251,111 90,589 -25,846
Sep11 110624 7259.0 7298.0 7121.0 7152.0 -19.0 133,581 141,500 +3,691
Dec11 110624 7284.5 7325.0 7150.5 7180.0 -19.0 280 7,636 +52
Total Volume and Open Interest 133,863 149,226 +3,742
FT-SE 100(EURONEXT)
Sep11 110624 5690.00 5732.50 5640.00 5659.50 +24.00 91,364 645,651 +10,866
Dec11 110624 5685.00 5685.00 5631.50 5635.00 +24.00 0 679 +0
Mar12 110624 5598.00 5598.00 5598.00 5598.00 +24.00 5 150 +0
Total Volume and Open Interest 91,379 646,490 +10,876
SPI 200(SFE)
Jun11 110617 4517.5 4517.5 4517.5 4517.5 -0.5 19,344 54,828 -132,003
Sep11 110624 4480.0 4513.0 4431.0 4497.0 +10.0 32,730 184,968 -4,787
Dec11 110624 4485.0 4520.0 4485.0 4513.0 +10.0 67 4,678 +44
Total Volume and Open Interest 32,801 193,500 -4,829
GSCI(CME)
Jul11 110624 652.00 652.00 643.00 643.00 -6.50 235 10,207 +6
Aug11 110624 653.50 653.50 645.00 645.00 -6.00 0 10 +0
Sep11 110624 646.00 646.00 646.00 646.00 -6.00      
Total Volume and Open Interest 235 10,217 +6
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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