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MRCI's End of Day Prices

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MRCI's End of Day Prices
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Daily Futures Price Listing Mon June 27, 2011
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jul11 110627 1318.25 1330.75 1310.00 1329.75 +9.50 68,283 94,690 -7,749
Aug11 110627 1313.00 1324.00 1303.75 1322.75 +7.75 20,965 53,730 +1,707
Sep11 110627 1308.00 1319.00 1298.00 1316.75 +6.00 5,892 23,989 +619
Nov11 110627 1307.25 1316.00 1294.25 1315.00 +5.75 84,947 293,918 -500
Jan12 110627 1318.25 1326.25 1304.50 1325.00 +5.50 4,172 39,630 +781
Mar12 110627 1322.00 1331.25 1310.50 1330.75 +4.75 1,041 22,012 +13
May12 110627 1319.00 1331.50 1312.00 1330.00 +4.50 1,616 25,551 +221
Total Volume and Open Interest 188,602 583,503 -4,834
Soybean Meal(CBOT)
Jul11 110627 339.50 344.20 338.00 343.00 +3.10 28,264 30,111 -4,991
Aug11 110627 341.00 345.80 339.50 344.50 +3.40 17,417 49,186 -1,268
Sep11 110627 339.50 344.00 338.00 343.00 +3.60 6,333 22,333 +274
Oct11 110627 336.00 339.40 333.60 339.30 +3.00 3,038 16,057 -530
Dec11 110627 335.10 340.00 333.70 339.50 +2.60 25,594 73,036 +3,256
Jan12 110627 340.10 341.50 335.80 341.30 +2.60 418 6,378 +119
Mar12 110627 340.10 344.00 339.10 343.80 +2.50 272 3,790 +26
May12 110627 340.80 343.70 339.00 343.70 +2.40 305 5,449 +132
Total Volume and Open Interest 82,817 211,299 -3,019
Soybean Oil(CBOT)
Jul11 110627 55.20 55.20 54.34 54.91 -0.31 57,896 60,776 -6,020
Aug11 110627 55.43 55.44 54.58 55.15 -0.21 25,054 41,708 +7
Sep11 110627 55.53 55.62 54.85 55.41 -0.20 11,096 34,218 +359
Oct11 110627 55.79 55.86 55.15 55.68 -0.18 1,866 16,881 -155
Dec11 110627 56.44 56.45 55.60 56.20 -0.16 47,033 139,823 +406
Jan12 110627 56.35 56.63 55.91 56.48 -0.14 1,505 13,706 +277
Mar12 110627 56.90 56.99 56.34 56.82 -0.17 2,723 11,252 +1,761
May12 110627 57.00 57.14 56.55 56.99 -0.15 367 6,044 +26
Total Volume and Open Interest 148,820 328,508 -3,220
Canola(WCE)
Jul11 110627 578.0 579.1 572.8 578.3 -1.5 5,440 14,987 -4,811
Nov11 110627 565.4 566.1 558.3 565.2 -0.7 12,975 123,425 +247
Jan12 110627 570.0 572.6 566.0 572.1 -0.9 490 12,916 +149
Mar12 110627 575.3 576.3 570.9 576.3 -0.9 116 4,565 -33
May12 110627 580.0 580.0 580.0 580.0 -2.8 6 2,024 +6
Total Volume and Open Interest 19,057 161,128 -4,424
Corn(CBOT)
Jul11 110627 669.00 669.50 650.00 660.75 -9.25 194,372 252,748 -9,074
Sep11 110627 653.50 654.00 637.00 644.25 -12.75 105,487 366,181 +3,047
Dec11 110627 629.75 634.75 620.25 626.75 -5.25 214,884 503,240 +64
Mar12 110627 642.00 646.75 632.50 640.50 -3.75 17,384 95,006 +2,918
May12 110627 647.00 651.75 640.25 648.00 -4.00 4,122 21,381 +337
Jul12 110627 655.00 659.25 647.25 651.25 -7.50 36,114 56,871 +266
Total Volume and Open Interest 576,826 1,393,023 -1,471
Wheat(CBOT)
Jul11 110627 636.75 637.75 612.50 622.75 -13.00 39,718 67,771 -6,179
Sep11 110627 661.00 661.75 642.25 650.75 -10.25 59,291 163,754 +4,382
Dec11 110627 706.50 706.50 685.50 695.75 -9.75 24,666 123,960 +1,602
Mar12 110627 735.00 735.00 719.50 729.75 -7.50 3,748 36,419 +19
May12 110627 748.00 753.50 737.00 744.25 -9.25 1,006 10,052 -144
Total Volume and Open Interest 131,212 464,202 -174
Wheat(KCBT)
Jul11 110627 748.75 749.00 726.75 728.50 -20.00 13,820 21,133 -4,317
Sep11 110627 767.25 767.75 745.25 747.00 -20.25 16,431 68,984 +2,044
Dec11 110627 794.00 794.00 771.00 773.00 -20.00 6,170 54,679 +374
Mar12 110627 799.00 800.50 786.00 787.00 -20.25 1,101 11,417 +311
May12 110627 806.75 806.75 793.50 793.75 -19.75 139 1,778 +43
Total Volume and Open Interest 38,121 172,256 -1,567
Wheat(MGE)
Jul11 110627 822.00 822.75 804.50 805.75 -20.25 855 4,788 -720
Sep11 110627 821.00 821.00 800.25 802.75 -15.75 5,570 23,374 -322
Dec11 110627 827.50 827.50 806.00 808.50 -15.25 2,294 18,766 +241
Mar12 110627 836.00 836.00 819.00 821.00 -15.75 695 4,484 +197
May12 110627 835.50 835.50 823.00 825.50 -15.00 255 2,303 +93
Total Volume and Open Interest 10,006 60,401 -502
Oats(CBOT)
Jul11 110627 336.50 339.00 328.25 333.00 -2.50 1,534 2,713 -230
Sep11 110627 341.50 347.75 331.25 336.00 -4.00 335 3,363 +72
Dec11 110627 350.25 353.00 337.00 341.00 -7.00 695 6,304 +217
Mar12 110627 354.00 359.50 348.50 352.00 -7.50 31 90 +30
Total Volume and Open Interest 2,595 12,499 +89
Rough Rice(CBOT)
Jul11 110627 13.45 13.49 13.20 13.23 -0.22 873 4,407 -312
Sep11 110627 14.50 14.53 14.30 14.33 -0.18 912 8,514 +80
Nov11 110627 14.85 14.85 14.63 14.66 -0.16 447 4,624 +191
Jan12 110627 14.98 14.98 14.98 14.98 -0.17 9 308 -2
Total Volume and Open Interest 2,255 18,252 -37
Live Cattle(CME)
Jun11 110627 113.000 113.000 111.500 111.500 -1.550 2,076 3,899 -906
Aug11 110627 113.000 113.035 111.250 111.385 -2.115 26,918 141,406 -545
Oct11 110627 119.150 119.250 117.600 117.785 -1.965 14,047 80,558 +974
Dec11 110627 122.180 122.180 120.230 120.785 -1.915 9,410 60,180 +902
Feb12 110627 123.035 123.100 121.080 121.980 -1.470 4,561 21,154 +270
Apr12 110627 124.300 124.300 122.400 122.885 -1.915 1,575 10,296 +396
Total Volume and Open Interest 58,891 321,519 +1,135
Feeder Cattle(CME)
Aug11 110627 138.630 138.800 136.785 137.235 -1.365 3,628 20,877 -139
Sep11 110627 139.435 139.500 137.685 138.250 -1.285 1,050 6,280 +92
Oct11 110627 139.200 139.250 137.685 138.400 -1.300 858 4,974 +98
Nov11 110627 139.800 139.800 137.800 138.500 -1.550 447 3,002 +53
Jan12 110627 138.700 138.700 136.785 137.200 -1.735 181 1,332 +15
Mar12 110627 136.550 136.600 136.350 136.535 -1.150 36 200 +17
Apr12 110627 137.000 137.000 137.000 137.000 unch 8 60 +5
Total Volume and Open Interest 6,212 36,750 +145
Lean Hogs(CME)
Jul11 110627 95.785 95.785 93.650 94.150 -1.850 8,206 17,483 -1,133
Aug11 110627 94.200 94.250 92.200 92.350 -2.850 16,256 80,499 -468
Oct11 110627 87.635 87.635 85.785 86.580 -2.100 8,297 51,909 +1,187
Dec11 110627 85.135 85.180 83.785 84.385 -1.315 5,921 42,616 +441
Feb12 110627 87.180 87.500 86.150 86.950 -0.650 1,582 16,976 +634
Apr12 110627 88.150 88.700 87.450 88.650 -0.180 997 7,530 +450
May12 110627 92.250 92.250 92.000 92.250 -0.150 34 481 +22
Jun12 110627 93.830 94.600 93.500 94.430 +0.030 391 4,824 +249
Total Volume and Open Interest 41,977 224,454 +1,586
Class III Milk(CME)
Jun11 110627 19.20 19.23 19.15 19.23 unch 34 5,048 -4
Jul11 110627 20.26 20.49 20.22 20.35 +0.07 386 5,810 +15
Aug11 110627 19.14 19.42 19.14 19.22 +0.06 308 5,418 +25
Sep11 110627 18.30 18.58 18.30 18.55 +0.25 208 4,848 -7
Oct11 110627 17.55 17.83 17.55 17.75 +0.17 184 3,838 +66
Total Volume and Open Interest 1,363 35,906 +249
Cocoa(ICE)
Jul11 110627 3002 3004 2995 2995 +37 13 35 -8
Sep11 110627 2965 3011 2950 3000 +36 9,882 68,517 +19
Dec11 110627 2991 3032 2975 3024 +34 1,909 36,918 +452
Mar12 110627 3022 3069 3011 3060 +34 895 30,418 +146
May12 110627 3042 3061 3035 3060 +32 181 8,988 +116
Jul12 110627 3050 3062 3050 3062 +32 42 3,622 +7
Sep12 110627 3070 3070 3068 3068 +34 30 6,220 +16
Total Volume and Open Interest 12,986 161,606 +758
Coffee "C"(ICE)
Jul11 110627 250.20 250.90 249.10 250.15 +1.15 447 1,140 -748
Sep11 110627 250.50 253.05 247.50 251.05 +0.55 14,207 58,467 -198
Dec11 110627 254.50 256.60 251.50 254.85 +0.45 2,922 29,879 -202
Mar12 110627 257.95 259.55 255.60 257.80 +0.45 1,224 8,573 +447
May12 110627 261.10 261.25 258.15 259.20 +0.15 227 3,471 +86
Jul12 110627 261.55 261.70 259.65 259.65 -0.10 34 1,518 -13
Total Volume and Open Interest 19,134 105,572 -624
Orange Juice(ICE)
Jul11 110627 199.05 199.05 191.50 196.35 -2.70 964 4,730 -601
Sep11 110627 191.60 192.65 184.70 191.55 -1.10 1,489 24,776 +905
Nov11 110627 182.90 182.90 177.40 182.65 -0.20 95 5,779 +31
Jan12 110627 177.00 177.90 175.25 177.90 -0.10 17 1,146 +13
Mar12 110627 173.50 176.50 171.50 176.50 unch 0 259 +0
May12 110627 175.70 175.70 175.70 175.70 +0.70 0 167 +0
Total Volume and Open Interest 2,565 36,956 +348
Sugar #11(ICE)
Jul11 110627 27.40 27.86 27.02 27.80 +0.26 31,793 52,794 -9,850
Oct11 110627 25.58 25.97 25.18 25.91 -0.09 77,962 289,888 +325
Mar12 110627 25.12 25.42 24.64 25.38 +0.01 15,854 122,500 +2,499
May12 110627 24.36 24.74 24.04 24.71 -0.01 4,141 36,670 -524
Jul12 110627 23.96 24.34 23.70 24.30 -0.02 3,096 58,125 +448
Total Volume and Open Interest 135,860 619,597 -6,287
London Cocoa(LCE)
Jul11 110627 1884 1905 1877 1899 +30 2,176 52,552 +196
Sep11 110627 1895 1918 1889 1912 +31 7,095 50,682 +1,531
Dec11 110627 1920 1937 1913 1934 +30 2,463 36,999 +450
Mar12 110627 1933 1950 1927 1947 +29 1,990 40,883 +358
May12 110627 1957 1958 1946 1956 +28 211 10,841 +47
Jul12 110627 1960 1968 1955 1965 +29 74 5,016 -33
Sep12 110627 1968 1972 1963 1972 +30 34 3,197 +3
Total Volume and Open Interest 14,047 208,166 +2,556
London Sugar(LCE)
Aug11 110627 728.90 728.90 718.10 726.00 -8.60 3,657 21,498 +691
Oct11 110627 663.00 666.30 656.90 663.70 -4.20 1,517 15,391 +221
Dec11 110627 649.00 653.10 645.80 650.70 -2.00 312 5,670 +62
Mar12 110627 637.80 643.00 636.60 642.80 -0.40 122 5,960 +37
May12 110627 630.00 635.00 625.00 632.10 -1.30 99 2,472 +34
Total Volume and Open Interest 5,754 53,836 +1,029
Cotton(ICE)
Jul11 110627 161.50 164.09 158.60 162.00 -3.22 6,402 2,801 -4,927
Oct11 110627 125.10 131.15 122.50 127.94 +1.02 81 491 +3
Dec11 110627 121.75 123.58 116.92 121.99 +0.07 8,731 100,511 -105
Mar12 110627 113.24 114.79 108.82 113.18 -0.64 892 15,415 +324
May12 110627 106.35 107.95 104.70 107.88 -1.07 133 3,641 +18
Jul12 110627 103.10 106.00 100.74 104.28 -0.52 98 5,640 -38
Total Volume and Open Interest 16,339 131,748 -4,724
Lumber(CME)
Jul11 110627 235.0 237.8 234.0 235.5 -0.5 356 1,745 -137
Sep11 110627 246.5 248.5 245.5 245.8 -1.1 418 6,265 +50
Nov11 110627 254.0 256.5 253.6 254.0 +0.9 103 1,858 +15
Jan12 110627 277.5 278.5 277.5 278.5 +1.5 24 113 +6
Total Volume and Open Interest 903 9,988 -66
Crude Oil(NYM)
Aug11 110627 91.16 91.30 89.61 90.61 -0.55 484,057 326,552 -9,837
Sep11 110627 91.73 91.79 90.17 91.17 -0.54 144,965 166,854 +7,641
Oct11 110627 91.90 92.28 90.73 91.70 -0.53 68,802 72,238 +1,938
Nov11 110627 92.34 92.80 91.35 92.24 -0.54 42,752 57,532 -201
Dec11 110627 93.36 93.37 91.82 92.72 -0.57 116,661 184,474 -3,832
Jan12 110627 92.90 93.55 92.61 93.13 -0.61 13,747 52,904 +3,093
Feb12 110627 93.71 93.97 93.43 93.54 -0.65 6,474 23,885 +244
Mar12 110627 94.65 94.65 93.52 93.94 -0.70 6,628 32,193 +519
Apr12 110627 94.26 94.31 94.26 94.31 -0.76 4,058 18,500 -138
May12 110627 94.77 94.77 94.55 94.67 -0.81 3,373 17,572 -107
Jun12 110627 94.68 95.60 94.67 95.02 -0.87 16,949 75,282 +1,104
Jul12 110627 95.18 96.21 94.88 95.28 -0.92 2,012 30,744 +286
Aug12 110627 95.46 95.46 95.46 95.46 -0.94 1,295 12,543 +294
Sep12 110627 95.63 95.63 95.63 95.63 -0.95 1,297 14,660 -233
Oct12 110627 95.83 95.83 95.83 95.83 -0.96 733 10,242 -57
Nov12 110627 96.07 96.07 96.07 96.07 -0.97 1,742 22,938 -624
Total Volume and Open Interest 980,468 1,511,301 -2,160
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 110627 91.150 91.275 89.600 90.600 -0.550 20,792 2,759 +173
Sep11 110627 91.475 91.775 90.200 91.175 -0.525 997 1,071 +293
Oct11 110627 91.475 91.900 91.100 91.700 -0.525 69 247 -18
Nov11 110627 92.125 92.250 91.850 92.250 -0.525 2 23 +0
Dec11 110627 92.850 93.250 92.725 92.725 -0.575 7 300 +1
Jan12 110627 93.125 93.125 93.125 93.125 -0.625 2 6 +0
Feb12 110627 93.550 93.550 93.550 93.550 -0.650 1 3 +0
Mar12 110627 93.950 93.950 93.950 93.950 -0.700 5 11 +1
Total Volume and Open Interest 21,881 4,580 +448
Heating Oil(NYM)
Jul11 110627 275.72 278.76 271.50 276.49 +1.46 38,664 36,478 -6,252
Aug11 110627 277.38 280.36 273.21 278.14 +1.25 75,245 86,553 +5,026
Sep11 110627 278.70 282.29 275.27 280.10 +1.17 19,878 45,288 +676
Oct11 110627 278.10 283.35 278.10 282.12 +1.10 10,870 21,298 +1,238
Nov11 110627 283.10 285.04 279.56 284.16 +1.04 7,340 21,490 +1,059
Dec11 110627 284.80 288.10 282.00 286.12 +0.97 16,567 34,292 +246
Jan12 110627 284.50 289.05 284.50 288.00 +0.95 3,307 18,139 +971
Feb12 110627 285.00 290.00 285.00 288.86 +0.91 1,508 8,229 +534
Mar12 110627 285.00 289.71 285.00 288.58 +0.78 849 6,400 +338
Apr12 110627 288.17 288.17 286.96 287.08 +0.66 623 2,734 +259
May12 110627 286.20 286.60 285.30 285.56 +0.57 278 2,568 +46
Jun12 110627 282.77 285.65 280.90 284.54 +0.54 2,497 20,666 +32
Total Volume and Open Interest 179,489 317,891 +4,758
Gasoline(NYMEX)
Jul11 110627 278.07 282.20 273.48 280.75 +3.09 35,153 28,532 -9,327
Aug11 110627 271.66 275.90 267.00 274.44 +2.85 65,641 68,752 -1,254
Sep11 110627 269.66 273.40 265.17 272.03 +2.34 29,338 40,216 -3,215
Oct11 110627 259.11 262.17 254.84 261.25 +1.92 18,259 23,109 -876
Nov11 110627 253.96 259.41 253.41 259.41 +1.57 10,401 14,759 -639
Dec11 110627 257.50 259.65 253.07 258.83 +1.28 11,467 29,435 +424
Jan12 110627 255.40 259.75 255.40 259.46 +1.10 1,337 6,989 +54
Feb12 110627 256.67 261.25 256.50 261.25 +0.99 831 4,564 +134
Mar12 110627 259.09 263.25 259.09 263.25 +0.92 424 5,305 +291
Apr12 110627 275.40 275.40 275.40 275.40 +0.77 258 3,775 -93
Total Volume and Open Interest 175,252 241,624 -14,497
e-miNY RBOB Gasoline(NYM)
Jul11 110627 280.80 280.80 280.75 280.80 +3.10 0 3 +0
Aug11 110627 274.40 274.44 274.40 274.40 +2.80 1 1 -1
Sep11 110627 272.00 272.03 272.00 272.00 +2.30      
Oct11 110627 261.30 261.30 261.25 261.30 +2.00 0 1 +0
Total Volume and Open Interest 1 7 -1
Natural Gas(NYM)
Jul11 110627 4.228 4.276 4.176 4.256 +0.027 144,184 35,674 -9,859
Aug11 110627 4.263 4.285 4.194 4.264 +0.014 110,922 141,936 +8,630
Sep11 110627 4.273 4.306 4.219 4.286 +0.011 35,652 210,395 +2,018
Oct11 110627 4.315 4.342 4.261 4.329 +0.010 29,180 114,907 -234
Nov11 110627 4.454 4.473 4.393 4.461 +0.007 14,697 77,575 +428
Dec11 110627 4.647 4.657 4.590 4.646 +0.001 8,840 45,032 -22
Jan12 110627 4.734 4.755 4.691 4.748 -0.002 14,766 91,197 +161
Feb12 110627 4.689 4.745 4.689 4.740 -0.004 1,710 20,917 +138
Mar12 110627 4.658 4.687 4.658 4.684 -0.005 4,807 43,412 +785
Apr12 110627 4.542 4.557 4.524 4.552 -0.006 6,574 43,514 -184
May12 110627 4.552 4.579 4.552 4.575 -0.007 1,715 9,930 +107
Jun12 110627 4.579 4.610 4.574 4.608 -0.008 1,483 11,243 +194
Jul12 110627 4.647 4.660 4.644 4.656 -0.008 1,113 9,026 +370
Aug12 110627 4.650 4.688 4.650 4.684 -0.008 599 7,398 +218
Sep12 110627 4.679 4.699 4.679 4.696 -0.008 318 7,373 +93
Oct12 110627 4.729 4.740 4.727 4.736 -0.009 1,977 25,034 +347
Total Volume and Open Interest 380,206 971,309 +3,285
Brent Crude Oil(ICE)
Aug11 110627 105.10 106.74 102.28 105.99 +0.87 463,808 188,520 -2,564
Sep11 110627 105.49 106.50 102.59 105.92 +0.61 268,889 153,200 +5,390
Oct11 110627 105.44 106.56 103.02 106.06 +0.45 143,174 64,149 +6,668
Nov11 110627 105.41 106.71 103.40 106.20 +0.33 68,292 41,474 +2,080
Dec11 110627 105.86 106.80 103.72 106.31 +0.24 147,101 100,060 +6,384
Jan12 110627 104.40 106.67 104.10 106.39 +0.19 15,264 21,894 -1,041
Feb12 110627 104.57 106.61 104.38 106.45 +0.17 6,873 18,709 -40
Mar12 110627 104.86 106.56 104.55 106.51 +0.16 6,943 33,281 -539
Apr12 110627 104.80 106.55 104.72 106.55 +0.13 3,619 9,673 +18
May12 110627 106.59 106.59 106.59 106.59 +0.13 2,568 5,830 +13
Jun12 110627 105.00 106.97 104.81 106.63 +0.13 14,282 42,230 -473
Jul12 110627 106.62 106.62 106.62 106.62 +0.09 1,637 6,749 +104
Aug12 110627 106.59 106.59 106.59 106.59 +0.06 1,412 4,751 +202
Sep12 110627 106.53 106.53 106.53 106.53 +0.01 1,023 5,592 +86
Total Volume and Open Interest 1,209,995 833,254 +13,310
Gas Oil(ICE)
Jul11 110627 872.75 880.75 857.00 873.50 -1.00 94,634 86,855 +19
Aug11 110627 877.50 885.00 861.50 877.50 -1.25 126,085 132,859 +4,806
Sep11 110627 881.75 888.50 866.50 881.50 -1.25 47,190 70,267 +2,016
Oct11 110627 878.25 891.75 871.75 885.00 -1.50 29,947 38,369 +3,521
Nov11 110627 886.50 892.50 877.00 887.75 -2.00 18,482 29,954 -209
Dec11 110627 889.75 897.25 877.00 890.75 -2.25 54,269 70,159 +740
Jan12 110627 893.50 899.00 880.75 894.25 -2.50 6,235 28,931 +1,056
Feb12 110627 895.50 901.25 883.00 896.50 -2.25 1,555 10,928 +324
Mar12 110627 896.75 899.50 889.50 898.00 -2.25 1,542 10,942 +7
Apr12 110627 897.25 898.75 892.00 898.75 -1.75 1,099 6,568 +260
Total Volume and Open Interest 398,139 586,390 +12,012
Ethanol(CBOT)
Jun11 110603 2.638 2.640 2.633 2.640 -0.012 38 199 -65
Jul11 110627 2.625 2.626 2.579 2.610 -0.023 221 473 -29
Aug11 110627 2.577 2.577 2.546 2.553 -0.033 306 1,116 -84
Sep11 110627 2.507 2.517 2.487 2.491 -0.033 228 1,528 +33
Oct11 110627 2.405 2.405 2.390 2.394 -0.032 112 1,291 -11
Nov11 110627 2.330 2.336 2.330 2.332 -0.032 99 925 -5
Dec11 110627 2.330 2.332 2.310 2.315 -0.031 46 1,248 -3
Jan12 110627 2.284 2.284 2.269 2.276 -0.029 41 607 +2
Total Volume and Open Interest 1,114 9,066 -73
WTI Crude Oil(ICE
Aug11 110627 90.68 91.30 89.53 90.61 -0.55 126,788 69,460 -4,302
Sep11 110627 91.10 91.75 90.09 91.17 -0.54 46,119 46,498 -312
Oct11 110627 91.61 92.25 90.72 91.70 -0.53 28,769 26,673 +903
Nov11 110627 91.74 92.80 91.29 92.24 -0.54 17,385 22,853 -98
Dec11 110627 92.67 93.30 91.80 92.72 -0.57 49,356 82,660 +4
Jan12 110627 93.13 93.75 92.40 93.13 -0.61 5,175 16,614 +395
Feb12 110627 93.40 94.15 92.88 93.54 -0.65 2,398 4,762 +176
Mar12 110627 93.85 94.66 93.36 93.94 -0.70 2,957 12,574 -59
Apr12 110627 94.29 94.43 93.67 94.31 -0.76 518 4,576 +58
May12 110627 94.67 94.67 94.67 94.67 -0.81 508 3,088 +109
Jun12 110627 94.86 95.19 94.52 95.02 -0.87 3,452 28,837 +509
Jul12 110627 95.28 95.28 95.28 95.28 -0.92 447 4,101 -21
Aug12 110627 95.46 95.46 95.46 95.46 -0.94 79 974 +22
Sep12 110627 95.63 95.63 95.63 95.63 -0.95 0 4,494 +0
Oct12 110627 95.83 95.83 95.83 95.83 -0.96 0 511 +0
Nov12 110627 96.07 96.07 96.07 96.07 -0.97 105 1,612 +0
Total Volume and Open Interest 297,986 440,429 -3,160
US Dollar Index(ICE)
Sep11 110627 76.190 76.590 75.710 75.827 -0.382 35,972 44,691 +77
Dec11 110627 76.795 76.885 76.155 76.277 -0.368 1 516 +1
Mar12 110627 76.777 76.777 76.777 76.777 -0.368 0 1 +0
Total Volume and Open Interest 35,973 45,208 +78
Australian Dollar(CME)
Sep11 110627 103.72 103.83 102.81 103.17 -0.66 164,059 99,786 -6,730
Dec11 110627 101.89 102.67 101.89 102.05 -0.62 90 123 -59
Mar12 110627 101.00 101.57 100.97 100.97 -0.60 1 1 +1
Total Volume and Open Interest 164,150 99,913 -6,788
British Pound(CME)
Sep11 110627 159.51 159.96 158.96 159.60 +0.04 144,067 101,764 +4,196
Dec11 110627 159.19 159.75 159.00 159.45 +0.05 8 119 +0
Mar12 110627 159.29 159.29 159.23 159.29 +0.06 0 2 +0
Total Volume and Open Interest 144,075 101,891 +4,196
Canadian Dollar(CME)
Sep11 110627 100.98 101.24 100.67 101.11 +0.14 111,438 84,002 -1,810
Dec11 110627 100.84 101.00 100.50 100.92 +0.14 316 3,869 +57
Mar12 110627 100.42 100.80 100.42 100.71 +0.13 10 537 -2
Jun12 110627 100.20 100.50 100.20 100.50 +0.15 0 250 +0
Total Volume and Open Interest 111,764 88,787 -1,755
Japanese Yen(CME)
Sep11 110627 124.38 124.43 123.53 123.66 -0.71 130,344 93,835 -7,749
Dec11 110627 124.58 124.58 123.80 123.80 -0.69 17 404 +9
Mar12 110627 123.98 124.66 123.98 123.98 -0.68 0 42 +0
Total Volume and Open Interest 130,362 94,298 -7,740
Swiss Franc(CME)
Sep11 110627 119.90 120.29 119.34 119.63 +0.17 47,789 49,817 -536
Dec11 110627 119.71 120.15 119.59 119.76 +0.17 195 144 -20
Mar12 110627 119.92 119.92 119.74 119.92 +0.18 0 1 +0
Total Volume and Open Interest 47,984 49,965 -556
EuroFX(CME)
Sep11 110627 141.55 142.63 140.70 142.33 +0.95 398,872 175,807 -4,792
Dec11 110627 141.17 142.18 140.50 141.99 +0.96 206 411 -16
Mar12 110627 139.93 141.80 139.70 141.65 +0.95 0 361 +0
Total Volume and Open Interest 399,078 177,410 -4,808
Mexican Peso(CME)
Jul11 110627 840.2 840.5 840.2 840.2 -0.2      
Aug11 110627 838.2 838.5 838.2 838.2 -0.2      
Total Volume and Open Interest 45,755 92,472 -4,933
30-Year T-Bonds(CBOT)
Sep11 110624 126~090 127~010 125~310 126~190 +0~050 283,525 643,174 -2,278
Dec11 110627 125~050 125~050 123~300 124~010 -1~030 10 48 +1
Mar12 110627 122~190 123~220 122~190 122~190 -1~030      
Total Volume and Open Interest 402,670 659,865 +16,644
10-Year T-Notes(CBOT)
Sep11 110627 124~260 125~010 124~115 124~130 -0~105 1,672,028 1,866,918 +415
Dec11 110627 123~150 123~190 123~010 123~010 -0~105 592 8,373 +543
Mar12 110627 122~010 122~115 122~010 122~010 -0~105      
Total Volume and Open Interest 1,672,620 1,875,291 +958
5-Year T-Notes(CBOT)
Jun11 110613 120~120 121~001 120~087 120~108 +0~072 272,931 205,061 -65,504
Sep11 110627 120~105 120~123 120~052 120~062 -0~035 875,367 1,613,361 -42,038
Dec11 110627 119~046 119~081 119~046 119~046 -0~035 0 3 +0
Total Volume and Open Interest 878,462 1,634,707 -42,795
2 Year T-Notes(CBOT)
Jun11 110627 110~015 110~016 110~003 110~004 -0~010 320 16,340 -107
Sep11 110627 109~116 109~119 109~100 109~101 -0~014 261,469 1,039,752 +9,827
Dec11 110627 109~073 109~087 109~073 109~073 -0~014 0 21 +0
Total Volume and Open Interest 261,789 1,056,113 +9,720
Eurodollars(CME)
Sep11 110627 99.560 99.590 99.540 99.585 +0.020 506,079 1,294,605 +43,838
Dec11 110627 99.480 99.505 99.465 99.495 +0.005 458,447 1,365,383 -32,584
Mar12 110627 99.440 99.465 99.425 99.440 -0.010 317,393 1,635,365 +25,541
Jun12 110627 99.380 99.395 99.345 99.360 -0.030 319,175 1,482,388 -4,387
Sep12 110627 99.275 99.290 99.220 99.230 -0.050 339,235 1,031,138 +54,490
Dec12 110627 99.110 99.140 99.045 99.060 -0.065 282,491 720,714 +13,556
Mar13 110627 98.965 98.985 98.875 98.890 -0.075 229,265 550,470 +36,592
Jun13 110627 98.765 98.785 98.675 98.690 -0.070 196,446 358,541 +14,678
Sep13 110627 98.545 98.565 98.465 98.475 -0.060 154,117 344,302 +1,859
Dec13 110627 98.290 98.315 98.230 98.240 -0.040 113,799 263,793 +3,488
Mar14 110627 98.050 98.075 97.990 98.005 -0.030 83,282 227,818 -2,171
Jun14 110627 97.800 97.830 97.740 97.755 -0.030 65,193 169,410 -3,012
Sep14 110627 97.560 97.585 97.500 97.510 -0.030 37,952 93,358 -1,426
Dec14 110627 97.295 97.325 97.240 97.250 -0.030 23,865 86,010 -250
Mar15 110627 97.075 97.100 97.015 97.025 -0.030 17,871 83,164 -632
Jun15 110627 5.095 5.125 5.035 5.045 -0.035 14,619 64,971 -1,307
Sep15 110627 4.880 4.910 4.820 4.830 -0.035 11,093 56,111 -171
Dec15 110627 4.670 4.705 4.610 4.620 -0.040 11,296 49,930 -275
Total Volume and Open Interest      
30 Day Federal Funds(CBOT)
Jun11 110627 99.905 99.908 99.902 99.905 +0.003 820 61,855 -123
Jul11 110627 99.900 99.905 99.900 99.900 unch 5,416 61,191 +2,740
Aug11 110627 99.885 99.885 99.880 99.885 +0.005 2,381 55,031 +717
Sep11 110627 99.870 99.875 99.865 99.865 unch 4,292 45,652 +2,035
Oct11 110627 99.860 99.860 99.850 99.855 unch 4,043 51,280 -211
Nov11 110627 99.845 99.850 99.840 99.845 unch 5,111 47,022 -2,091
Total Volume and Open Interest 79,959 775,558 +12,248
30 Day Fed Funds(e-CBOT)
3-Mth Euro-Yen(CME)
Sep11 110613 99.668 99.668 99.668 99.668 unch      
Dec11 110627 99.665 99.665 99.665 99.665 unch 0 75 +0
Mar12 110627 99.655 99.655 99.655 99.655 unch      
Jun12 110627 99.647 99.647 99.647 99.647 +0.003      
Sep12 110627 99.580 99.580 99.580 99.580 unch      
Dec12 110627 99.540 99.540 99.540 99.540 unch      
Mar13 110627 99.540 99.540 99.540 99.540 unch      
Jun13 110627 99.495 99.495 99.495 99.495 unch      
Sep13 110627 99.355 99.355 99.355 99.355 unch      
Dec13 110627 99.215 99.215 99.215 99.215 unch      
Total Volume and Open Interest 0 126 +0
3-Mth Euro-Yen(SGX)
Sep11 110627 99.67 99.67 99.67 99.67 unch 0 1,235 -16
Dec11 110627 99.67 99.67 99.67 99.67 unch 250 1,392 +0
Mar12 110627 99.65 99.65 99.65 99.65 unch 50 1,823 +0
Jun12 110627 99.64 99.65 99.64 99.65 unch 0 1,554 +0
Sep12 110627 99.58 99.58 99.58 99.58 unch 0 411 +0
Dec12 110627 99.54 99.54 99.54 99.54 unch 0 24 +0
Mar13 110627 99.54 99.54 99.54 99.54 unch 0 1 +0
Jun13 110627 99.50 99.50 99.50 99.50 unch      
Total Volume and Open Interest 300 6,440 -16
Japanese Gov't Bonds(SGX)
Sep11 110627 141.27 141.60 141.27 141.54 +0.24 1,187 23,893 -3
Dec11 110627 141.05 141.09 140.80 141.09 +0.24 0 1 +0
Mar12 110627 139.00 139.00 139.00 139.00 +0.24      
Total Volume and Open Interest 1,187 23,894 -3
Euro-Bund(EUREX)
Sep11 110621 126.06 126.24 125.73 125.89 -0.26 1,149,191 1,018,149 -78,041
Dec11 110627 126.16 126.16 125.64 125.64 -0.55 90 236 +1
Mar12 110627 125.62 125.62 125.62 125.62 -0.55      
Total Volume and Open Interest 1,165,840 958,344 -50,496
Euro-Bobl(EUREX)
Sep11 110627 118.13 118.16 117.75 117.81 -0.22 680,531 778,512 -4,116
Dec11 110627 116.85 116.91 116.81 116.81 -0.22 22 721 +2
Mar12 110627 116.82 116.82 116.82 116.82 -0.22      
Total Volume and Open Interest 680,553 779,233 -4,114
3-Mth Euribor(EUREX)
Jun11 110613 98.530 98.530 98.530 98.530 +0.005 299 4,770 +0
Sep11 110627 98.320 98.320 98.320 98.320 -0.005 12 2,585 -10
Dec11 110627 98.230 98.230 98.225 98.225 -0.025 13 1,408 -10
Total Volume and Open Interest 37 7,029 -20
Long Gilt(LIFFE)
Jun11 110627 123~24 123~24 123~15 123~16 -0~07 3,792 11,223 +112
Sep11 110627 122~12 122~21 122~06 122~08 -0~07 129,855 360,876 +10,675
Total Volume and Open Interest 133,647 372,099 +10,787
3-Mth Short Sterling(LIFFE)
Sep11 110627 99.09 99.10 99.07 99.08 -0.02 60,639 478,993 +3,930
Dec11 110627 99.03 99.05 99.02 99.03 -0.02 59,684 451,821 +2,582
Mar12 110627 98.97 98.99 98.96 98.96 -0.01 50,259 445,658 -7,641
Jun12 110627 98.87 98.90 98.86 98.87 -0.01 46,859 317,460 -828
Sep12 110627 98.76 98.79 98.74 98.75 -0.02 54,552 294,976 -2,852
Dec12 110627 98.60 98.63 98.57 98.57 -0.03 63,711 249,185 +6,055
Total Volume and Open Interest 453,522 2,611,685 +6,845
3-Mth Euribor(LIFFE)
Sep11 110627 98.350 98.350 98.310 98.320 -0.005 196,263 757,251 -5,031
Dec11 110627 98.255 98.270 98.215 98.225 -0.025 207,987 558,131 +227
Mar12 110627 98.220 98.235 98.165 98.175 -0.040 166,888 547,445 +1,658
Total Volume and Open Interest 1,218,669 3,559,399 +55,206
3-Mth Aus T-Bills(SFE)
Sep11 110627 95.12 95.28 95.12 95.26 +0.13 38,235 254,202 +1,741
Dec11 110627 95.13 95.30 95.12 95.29 +0.16 68,691 242,714 +14,711
Mar12 110627 95.09 95.28 95.08 95.26 +0.16 21,604 124,505 -1,835
Jun12 110627 95.07 95.26 95.06 95.23 +0.16 7,171 83,791 +888
Sep12 110627 95.05 95.24 95.03 95.20 +0.15 632 52,381 -243
Dec12 110627 95.03 95.17 94.99 95.16 +0.15 421 36,669 +14
Mar13 110627 94.98 95.14 94.97 95.12 +0.13 622 27,118 +49
Jun13 110627 94.97 95.09 94.97 95.08 +0.13 143 9,213 +23
Sep13 110627 94.92 95.04 94.91 95.04 +0.13 28 1,933 +2
Dec13 110627 94.99 94.99 94.99 94.99 +0.11 0 1,401 +0
Total Volume and Open Interest 137,547 834,072 +15,350
10-Year Aus T-Bonds(SFE)
Sep11 110627 94.92 95.01 94.90 95.00 +0.08 43,821 402,979 +3,762
Dec11 110627 95.00 95.00 95.00 95.00 +0.08      
Total Volume and Open Interest 43,821 402,979 +3,762
3-Year Aus T-Bonds(SFE)
Sep11 110627 95.35 95.49 95.33 95.48 +0.13 185,425 615,976 +10,599
Dec11 110627 95.48 95.48 95.48 95.48 +0.13      
Total Volume and Open Interest 185,425 615,976 +10,599
Gold(CMX)
Jun11 110627 1503.5 1503.5 1493.1 1496.0 -4.5 300 727 -40
Aug11 110627 1500.9 1506.1 1490.8 1496.4 -4.5 238,418 331,350 -19,583
Oct11 110627 1501.3 1506.8 1493.7 1497.4 -4.5 2,341 12,283 +88
Dec11 110627 1504.0 1508.0 1494.6 1498.6 -4.5 7,830 71,547 +1,665
Feb12 110627 1505.9 1505.9 1499.1 1500.0 -4.5 202 9,325 +50
Apr12 110627 1507.3 1507.3 1498.0 1501.5 -4.5 223 6,476 +97
Jun12 110627 1501.1 1503.2 1501.1 1503.2 -4.3 178 13,180 +50
Aug12 110627 1506.6 1506.6 1505.1 1505.1 -4.2 12 4,518 +6
Oct12 110627 1507.1 1507.1 1507.1 1507.1 -4.1 0 4,099 +0
Dec12 110627 1514.7 1514.7 1505.0 1509.3 -4.1 42 13,401 +40
Feb13 110627 1515.6 1515.6 1511.5 1512.1 -3.9 52 634 +49
Apr13 110627 1509.0 1515.3 1509.0 1515.3 -3.9 0 202 +0
Total Volume and Open Interest 250,532 506,882 -17,689
Silver(CMX)
Jul11 110627 3430.0 3433.0 3338.0 3358.5 -105.3 98,020 28,081 -3,558
Sep11 110627 3428.0 3429.5 3339.5 3359.7 -105.3 28,058 40,990 +4,226
Dec11 110627 3426.5 3426.5 3342.0 3361.2 -105.2 6,333 23,790 -253
Mar12 110627 3423.5 3423.5 3352.0 3360.0 -105.2 37 4,930 +0
May12 110627 3419.5 3419.5 3349.0 3358.0 -105.2 43 1,340 +28
Jul12 110627 3377.5 3377.5 3349.0 3356.2 -104.9 27 1,800 -3
Sep12 110627 3382.5 3384.5 3354.4 3354.4 -104.4 0 213 +0
Total Volume and Open Interest 132,737 119,838 +479
Platinum(NYMEX)
Jul11 110627 1687.0 1694.0 1666.2 1673.0 -4.6 13,678 10,862 -2,946
Oct11 110627 1690.0 1696.5 1669.0 1674.6 -5.9 5,714 23,247 +2,366
Jan12 110627 1682.2 1682.2 1678.3 1678.3 -6.0 58 642 +34
Apr12 110627 1680.8 1680.8 1680.8 1680.8 -6.0 0 70 +0
Total Volume and Open Interest 19,451 34,825 -546
Palladium(NYMEX)
Jun11 110627 723.05 723.05 720.05 722.85 -7.35 2 3 -255
Sep11 110627 731.50 735.60 721.10 724.60 -6.90 3,956 19,201 +131
Dec11 110627 727.00 732.00 725.85 725.85 -6.90 7 693 +4
Total Volume and Open Interest 3,966 19,944 -120
Copper(CMX)
Jul11 110627 408.80 410.00 403.45 405.15 -4.70 47,327 25,487 -1,925
Sep11 110627 411.25 411.75 405.05 406.75 -4.80 16,930 64,857 +1,487
Dec11 110627 412.75 412.80 407.15 408.55 -4.80 822 25,835 +124
Mar12 110627 410.55 412.00 408.50 409.60 -4.70 132 8,669 -5
May12 110627 409.75 409.75 409.75 409.75 -4.70 1 1,621 +1
Total Volume and Open Interest 66,255 133,311 -215
DJIA Index(CBOT)
Sep11 110627 11842 12030 11823 11990 +109 385 7,319 -2
Dec11 110627 11919 11919 11919 11919 +107 0 85 +0
Mar12 110627 11860 11860 11860 11860 +107      
Jun12 110627 11793 11793 11793 11793 +107      
Total Volume and Open Interest 385 7,404 -2
Mini DJIA Index(CBOT)
Jun11 110617 11968 12078 11927 12047 +80 34,294 49,515 -5,412
Sep11 110627 11882 12031 11818 11990 +109 181,429 76,258 -3,145
Dec11 110627 11804 11959 11750 11919 +107 69 278 -5
Mar12 110627 11804 11874 11723 11860 +107 0 10 +0
Total Volume and Open Interest 181,498 76,546 -3,150
S & P 500(CME)
Sep11 110627 1264.90 1280.00 1255.40 1276.30 +12.40 23,295 252,233 +1,344
Dec11 110627 1265.50 1275.60 1257.60 1271.00 +12.40 0 10,465 +0
Mar12 110627 1265.50 1270.10 1252.10 1265.50 +12.40 0 4 +0
Jun12 110627 1260.50 1265.10 1247.10 1260.50 +12.40 0 5 +0
Total Volume and Open Interest 23,295 262,707 +1,344
S & P 500 E-Mini(Globex)
Sep11 110627 1265.00 1280.00 1257.00 1276.25 +12.25 3,316,080 2,548,765 +24,729
Dec11 110627 1260.00 1274.50 1252.00 1271.00 +12.50 2,130 7,947 +1,027
Total Volume and Open Interest 3,318,210 2,556,763 +25,756
NASDAQ 100(CME)
Sep11 110627 2207.80 2259.00 2190.30 2249.00 +41.20 871 8,235 +360
Dec11 110627 2245.30 2251.00 2245.30 2245.30 +41.30 0 2 +0
Mar12 110627 2242.80 2242.80 2241.50 2242.80 +41.30      
Total Volume and Open Interest 871 8,237 +360
NASDAQ 100 E-Mini(Globex)
Sep11 110627 2208.80 2260.00 2191.50 2249.00 +41.20 415,542 277,621 +194
Dec11 110627 2199.80 2255.00 2190.00 2245.30 +41.30 91 69 +28
Total Volume and Open Interest 415,633 277,690 +222
S & P Midcap 400(CME)
Sep11 110627 949.10 952.00 948.00 948.50 +5.20 0 911 +0
Dec11 110627 947.50 947.50 947.00 947.50 +5.20      
Mar12 110627 945.50 945.50 945.00 945.50 +5.20      
Total Volume and Open Interest 0 911 +0
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Sep11 110627 9625 9690 9585 9680 +70 8,899 28,658 -424
Dec11 110627 9655 9655 9655 9655 +70 0 1 +0
Total Volume and Open Interest 8,899 28,659 -424
Nikkei 225(SGX)
Sep11 110627 9665 9710 9560 9585 -90 73,442 162,222 -4,934
Dec11 110627 9540 9540 9520 9520 -95 14 7,299 +4
Mar12 110627 9520 9520 9520 9520 -95 0 10 +0
Total Volume and Open Interest 74,036 182,723 -4,848
CAC 40(EURONEXT)
Jul11 110627 3778.5 3817.0 3763.5 3791.0 +6.5 164,042 331,029 +20,008
Aug11 110627 3777.0 3816.5 3772.5 3795.5 +6.0 79 33 +9
Sep11 110627 3784.0 3803.5 3770.0 3796.0 +6.0 414 19,552 +7
Total Volume and Open Interest 164,536 350,645 +20,025
Hang Seng Index(HKFE)
Jun11 110627 21838 22086 21834 21995 -153 89,829 95,269 +461
Jul11 110627 21865 22093 21841 22004 -149 4,382 9,632 +1,529
Total Volume and Open Interest 94,814 110,653 +1,958
DAX(EUREX)
Jun11 110617 7076.5 7203.5 7036.0 7203.5 +96.5 251,111 90,589 -25,846
Sep11 110627 7119.0 7171.5 7101.5 7131.0 -21.0 160,895 140,478 -1,022
Dec11 110627 7148.5 7195.5 7135.0 7159.0 -21.0 390 7,690 +54
Total Volume and Open Interest 161,333 148,241 -985
FT-SE 100(EURONEXT)
Sep11 110627 5642.00 5720.00 5627.00 5680.50 +21.00 121,545 652,367 +6,716
Dec11 110627 5616.50 5657.00 5616.50 5656.00 +21.00 5 679 +0
Mar12 110627 5619.00 5619.00 5619.00 5619.00 +21.00 0 150 +0
Total Volume and Open Interest 121,550 653,206 +6,716
SPI 200(SFE)
Jun11 110617 4517.5 4517.5 4517.5 4517.5 -0.5 19,344 54,828 -132,003
Sep11 110627 4499.0 4514.0 4441.0 4442.0 -55.0 31,560 189,252 +4,284
Dec11 110627 4520.0 4522.0 4456.0 4456.0 -57.0 20 4,682 +4
Total Volume and Open Interest 31,738 197,946 +4,446
GSCI(CME)
Jul11 110627 642.25 644.35 637.00 642.25 -0.75 195 10,224 +17
Aug11 110627 645.00 645.10 640.00 645.00 unch 2 10 +0
Sep11 110627 646.00 646.10 642.50 646.00 unch      
Total Volume and Open Interest 197 10,234 +17
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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