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MRCI's End of Day Prices

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MRCI's End of Day Prices
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Daily Futures Price Listing Tue June 28, 2011
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jul11 110628 1334.00 1346.25 1328.00 1330.75 +1.00 79,696 92,358 -2,332
Aug11 110628 1326.75 1338.25 1321.50 1324.50 +1.75 24,841 57,702 +3,972
Sep11 110628 1322.00 1331.00 1315.00 1321.00 +4.25 6,709 24,855 +866
Nov11 110628 1320.00 1330.00 1312.50 1319.00 +4.00 84,100 298,354 +4,436
Jan12 110628 1327.50 1341.00 1323.00 1329.25 +4.25 7,309 39,622 -8
Mar12 110628 1332.75 1343.75 1330.50 1334.50 +3.75 4,219 21,791 -221
May12 110628 1335.00 1344.00 1327.00 1335.50 +5.50 2,362 25,434 -117
Total Volume and Open Interest 211,088 590,235 +6,732
Soybean Meal(CBOT)
Jul11 110628 343.70 346.50 338.90 338.90 -4.10 24,438 28,619 -1,492
Aug11 110628 345.60 348.20 341.00 341.30 -3.20 14,838 48,663 -523
Sep11 110628 343.20 346.60 340.50 340.70 -2.30 5,705 22,757 +424
Oct11 110628 340.20 343.00 337.70 337.70 -1.60 3,218 15,627 -430
Dec11 110628 339.60 343.70 338.50 338.70 -0.80 25,249 73,649 +613
Jan12 110628 342.10 344.70 340.50 340.50 -0.80 1,398 6,844 +466
Mar12 110628 344.60 347.50 342.80 342.80 -1.00 946 3,786 -4
May12 110628 346.80 346.80 342.70 342.70 -1.00 484 5,597 +148
Total Volume and Open Interest 77,005 210,623 -676
Soybean Oil(CBOT)
Jul11 110628 55.21 55.47 54.82 55.34 +0.43 42,516 52,544 -8,232
Aug11 110628 55.49 55.70 55.11 55.55 +0.40 14,232 41,213 -495
Sep11 110628 55.76 55.99 55.38 55.81 +0.40 4,886 33,916 -302
Oct11 110628 56.03 56.21 55.68 56.07 +0.39 2,039 16,790 -91
Dec11 110628 56.49 56.77 56.10 56.59 +0.39 36,119 139,597 -226
Jan12 110628 56.83 56.94 56.48 56.83 +0.35 838 13,753 +47
Mar12 110628 57.09 57.28 56.82 57.16 +0.34 787 10,944 -308
May12 110628 57.17 57.42 56.99 57.31 +0.32 96 6,117 +73
Total Volume and Open Interest 101,854 319,090 -9,418
Canola(WCE)
Jul11 110628 578.5 584.5 575.2 583.5 +5.2 5,170 12,093 -2,894
Nov11 110628 565.0 571.4 564.1 568.1 +2.9 10,201 121,984 -1,441
Jan12 110628 571.5 577.9 571.5 575.0 +2.9 516 12,706 -210
Mar12 110628 576.0 580.4 576.0 579.8 +3.5 266 4,569 +4
May12 110628 578.2 584.5 578.2 583.9 +3.9 0 2,024 +0
Total Volume and Open Interest 16,161 156,595 -4,533
Corn(CBOT)
Jul11 110628 667.75 684.50 661.00 683.00 +22.25 160,547 224,315 -28,433
Sep11 110628 651.25 671.25 644.50 670.00 +25.75 77,466 368,085 +1,904
Dec11 110628 633.00 656.50 627.50 653.00 +26.25 118,503 492,746 -10,494
Mar12 110628 644.75 667.75 639.50 667.75 +27.25 17,704 98,716 +3,710
May12 110628 650.75 674.50 647.00 674.50 +26.50 2,260 21,241 -140
Jul12 110628 659.25 679.50 651.25 679.50 +28.25 3,400 57,287 +416
Total Volume and Open Interest 382,891 1,360,093 -32,930
Wheat(CBOT)
Jul11 110628 624.00 645.00 623.00 640.25 +17.50 25,110 56,300 -11,471
Sep11 110628 653.25 678.50 653.00 671.75 +21.00 39,281 165,617 +1,863
Dec11 110628 696.75 720.25 696.75 715.00 +19.25 20,286 125,059 +1,099
Mar12 110628 729.00 759.00 729.00 754.75 +25.00 3,087 36,330 -89
May12 110628 750.50 772.25 747.50 770.75 +26.50 510 10,031 -21
Total Volume and Open Interest 90,073 455,641 -8,561
Wheat(KCBT)
Jul11 110628 731.00 749.00 730.75 743.75 +15.25 8,265 17,300 -3,833
Sep11 110628 750.00 768.00 748.50 763.00 +16.00 11,582 70,006 +1,022
Dec11 110628 775.00 794.00 774.25 789.25 +16.25 3,971 54,551 -128
Mar12 110628 793.50 807.75 788.00 804.75 +17.75 1,277 12,125 +708
May12 110628 802.50 814.00 796.00 812.00 +18.25 60 1,790 +12
Total Volume and Open Interest 25,616 169,880 -2,376
Wheat(MGE)
Jul11 110628 813.75 841.75 813.75 839.00 +33.25 1,076 4,407 -381
Sep11 110628 806.25 837.50 806.00 833.00 +30.25 4,059 23,397 +23
Dec11 110628 813.00 840.25 811.00 835.00 +26.50 2,327 18,885 +119
Mar12 110628 828.75 850.25 823.75 846.50 +25.50 442 4,679 +195
May12 110628 831.00 852.25 827.50 851.25 +25.75 166 2,358 +55
Total Volume and Open Interest 8,377 60,487 +86
Oats(CBOT)
Jul11 110628 339.25 342.25 327.50 339.50 +6.50 694 2,518 -195
Sep11 110628 339.00 346.75 328.00 344.50 +8.50 706 3,278 -85
Dec11 110628 342.75 352.00 333.00 352.00 +11.00 794 6,635 +331
Mar12 110628 356.00 363.00 349.50 363.00 +11.00 121 210 +120
Total Volume and Open Interest 2,315 12,670 +171
Rough Rice(CBOT)
Jul11 110628 13.26 13.35 13.13 13.32 +0.09 990 3,924 -483
Sep11 110628 14.40 14.44 14.23 14.40 +0.07 1,030 8,914 +400
Nov11 110628 14.73 14.76 14.57 14.73 +0.07 284 4,662 +38
Jan12 110628 14.95 15.03 14.95 15.03 +0.06 29 307 -1
Total Volume and Open Interest 2,351 18,207 -45
Live Cattle(CME)
Jun11 110628 111.750 112.400 111.500 112.350 +0.850 1,677 3,021 -878
Aug11 110628 111.330 112.300 111.000 111.750 +0.365 26,402 141,745 +339
Oct11 110628 117.800 118.885 117.535 118.550 +0.765 12,434 82,573 +2,015
Dec11 110628 120.750 121.800 120.535 121.285 +0.500 8,923 61,069 +889
Feb12 110628 121.500 123.000 121.500 122.680 +0.700 3,111 21,772 +618
Apr12 110628 122.550 124.000 122.500 123.930 +1.045 944 10,527 +231
Total Volume and Open Interest 53,665 324,738 +3,219
Feeder Cattle(CME)
Aug11 110628 137.035 138.350 136.935 137.880 +0.645 2,909 20,547 -330
Sep11 110628 138.050 138.935 137.750 138.685 +0.435 1,014 6,768 +488
Oct11 110628 137.700 139.000 137.685 138.800 +0.400 742 5,129 +155
Nov11 110628 138.100 139.130 137.850 139.035 +0.535 293 3,111 +109
Jan12 110628 137.130 137.900 136.800 137.880 +0.680 73 1,350 +18
Mar12 110628 136.350 136.800 136.050 136.800 +0.265 37 205 +5
Apr12 110628 136.500 137.000 136.500 137.000 unch 0 60 +0
Total Volume and Open Interest 5,068 37,195 +445
Lean Hogs(CME)
Jul11 110628 94.350 94.700 93.600 94.385 +0.235 6,941 15,826 -1,657
Aug11 110628 92.600 93.500 92.000 92.350 unch 19,457 82,416 +1,917
Oct11 110628 86.480 87.550 86.200 86.800 +0.220 9,643 55,439 +3,530
Dec11 110628 84.285 85.430 84.000 85.200 +0.815 5,474 43,635 +1,019
Feb12 110628 86.535 87.850 86.535 87.650 +0.700 1,623 17,645 +669
Apr12 110628 88.300 89.600 88.250 89.550 +0.900 1,172 7,790 +260
May12 110628 92.450 92.950 92.400 92.650 +0.400 33 505 +24
Jun12 110628 94.430 95.400 94.430 95.350 +0.920 257 4,852 +28
Total Volume and Open Interest 44,778 230,394 +5,940
Class III Milk(CME)
Jun11 110627 19.20 19.23 19.15 19.23 unch 34 5,048 -4
Jul11 110628 20.29 20.47 20.29 20.40 +0.05 546 5,916 +106
Aug11 110628 19.24 19.54 19.22 19.39 +0.17 328 5,515 +97
Sep11 110628 18.55 18.79 18.54 18.70 +0.15 198 4,876 +28
Oct11 110628 17.75 17.95 17.75 17.90 +0.15 159 3,927 +89
Total Volume and Open Interest 1,650 36,381 +475
Cocoa(ICE)
Jul11 110628 2991 3018 2991 3018 +23 47 26 -9
Sep11 110628 3005 3075 2976 3023 +23 5,686 68,280 -237
Dec11 110628 3040 3090 3000 3047 +23 1,235 37,115 +197
Mar12 110628 3065 3098 3043 3083 +23 443 30,514 +96
May12 110628 3046 3082 3045 3081 +21 57 8,970 -18
Jul12 110628 3050 3083 3046 3083 +21 6 3,623 +1
Sep12 110628 3080 3089 3073 3089 +21 12 6,232 +12
Total Volume and Open Interest 7,491 161,648 +42
Coffee "C"(ICE)
Jul11 110628 250.80 258.20 250.00 257.90 +7.75 97 779 -361
Sep11 110628 251.10 259.05 250.00 258.90 +7.85 8,792 58,149 -318
Dec11 110628 254.85 262.50 254.30 262.40 +7.55 2,812 29,847 -32
Mar12 110628 257.80 265.30 257.50 265.30 +7.50 833 8,930 +357
May12 110628 259.35 266.90 259.35 266.90 +7.70 93 3,489 +18
Jul12 110628 262.50 267.35 262.40 267.35 +7.70 41 1,499 -19
Total Volume and Open Interest 12,706 105,236 -336
Orange Juice(ICE)
Jul11 110628 195.80 196.55 194.00 194.80 -1.55 645 4,378 -352
Sep11 110628 191.55 191.70 188.15 188.60 -2.95 1,404 25,224 +448
Nov11 110628 182.30 182.35 179.50 179.85 -2.80 173 5,863 +84
Jan12 110628 175.80 176.00 175.80 175.85 -2.05 26 1,163 +17
Mar12 110628 174.60 174.60 174.60 174.60 -1.90 8 255 -4
May12 110628 174.05 174.05 174.05 174.05 -1.65 6 170 +3
Total Volume and Open Interest 2,262 37,152 +196
Sugar #11(ICE)
Jul11 110628 27.80 29.40 27.80 29.28 +1.48 27,371 50,579 -2,215
Oct11 110628 25.92 27.23 25.91 27.01 +1.10 42,856 293,694 +3,806
Mar12 110628 25.38 26.31 25.38 26.10 +0.72 14,915 124,040 +1,540
May12 110628 24.70 25.32 24.70 25.12 +0.41 4,865 36,319 -351
Jul12 110628 24.30 24.75 24.30 24.58 +0.28 2,782 58,437 +312
Total Volume and Open Interest 94,075 622,665 +3,068
London Cocoa(LCE)
Jul11 110628 1903 1911 1885 1899 unch 1,600 51,224 -1,328
Sep11 110628 1919 1925 1900 1918 +6 2,785 50,219 -463
Dec11 110628 1941 1946 1925 1939 +5 558 36,766 -233
Mar12 110628 1955 1957 1939 1953 +6 680 40,377 -506
May12 110628 1963 1965 1947 1962 +6 192 10,952 +111
Jul12 110628 1974 1974 1948 1966 +1 5 5,012 -4
Sep12 110628 1980 1980 1965 1972 unch 6 3,201 +4
Total Volume and Open Interest 5,826 205,747 -2,419
London Sugar(LCE)
Aug11 110628 734.80 767.50 734.80 764.80 +38.80 2,091 19,933 -1,565
Oct11 110628 678.00 699.50 676.10 697.00 +33.30 1,267 15,477 +86
Dec11 110628 667.00 679.20 663.50 673.00 +22.30 519 5,732 +62
Mar12 110628 647.80 665.30 647.80 660.70 +17.90 138 6,004 +44
May12 110628 636.50 649.80 636.50 647.40 +15.30 97 2,536 +64
Total Volume and Open Interest 4,116 52,528 -1,308
Cotton(ICE)
Jul11 110628 159.03 161.90 159.02 160.91 -1.09 230 2,155 -646
Oct11 110628 128.00 128.69 126.07 128.01 +0.07 47 468 -23
Dec11 110628 121.80 123.28 119.77 122.01 +0.02 6,293 101,337 +826
Mar12 110628 112.03 114.10 111.00 113.54 +0.36 1,188 16,054 +639
May12 110628 107.50 109.38 107.15 109.27 +1.39 213 3,623 -18
Jul12 110628 104.78 105.38 103.75 105.31 +1.03 150 5,619 -21
Total Volume and Open Interest 8,144 132,526 +778
Lumber(CME)
Jul11 110628 235.1 235.1 225.5 228.6 -6.9 191 1,622 -123
Sep11 110628 246.0 246.0 236.5 239.0 -6.8 167 6,275 +10
Nov11 110628 255.0 255.2 247.8 249.5 -4.5 74 1,853 -5
Jan12 110628 270.6 272.0 269.0 272.0 -6.5 8 111 -2
Total Volume and Open Interest 440 9,868 -120
Crude Oil(NYM)
Aug11 110628 90.71 93.37 90.44 92.89 +2.28 337,767 330,972 +4,420
Sep11 110628 91.50 93.90 91.01 93.46 +2.29 85,668 172,396 +5,542
Oct11 110628 92.15 94.40 91.56 94.01 +2.31 49,679 75,801 +3,563
Nov11 110628 92.75 94.83 92.06 94.57 +2.33 37,082 58,999 +1,467
Dec11 110628 93.44 95.40 92.57 95.06 +2.34 87,920 186,023 +1,549
Jan12 110628 93.41 95.60 93.33 95.47 +2.34 11,112 52,952 +48
Feb12 110628 94.17 95.86 94.16 95.86 +2.32 7,034 24,326 +441
Mar12 110628 94.42 96.22 94.40 96.22 +2.28 7,612 32,675 +482
Apr12 110628 96.25 96.56 96.25 96.56 +2.25 3,648 18,639 +139
May12 110628 95.45 96.89 95.22 96.89 +2.22 3,573 17,841 +269
Jun12 110628 94.93 97.33 94.93 97.21 +2.19 18,879 74,344 -938
Jul12 110628 95.58 97.43 95.58 97.43 +2.15 2,730 30,682 -62
Aug12 110628 97.57 97.57 97.57 97.57 +2.11 2,877 12,643 +100
Sep12 110628 97.69 97.69 97.69 97.69 +2.06 2,258 14,647 -13
Oct12 110628 97.83 97.83 97.83 97.83 +2.00 716 10,246 +4
Nov12 110628 98.02 98.02 98.02 98.02 +1.95 823 22,844 -94
Total Volume and Open Interest 707,352 1,527,093 +15,792
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 110628 91.500 93.850 91.100 93.450 +2.275 538 1,135 +64
Oct11 110628 92.275 94.000 91.950 94.000 +2.300 112 243 -4
Nov11 110628 94.575 94.575 94.575 94.575 +2.325 11 29 +6
Dec11 110628 94.000 95.050 94.000 95.050 +2.325 18 304 +4
Jan12 110628 95.475 95.475 95.475 95.475 +2.350 7 6 +0
Feb12 110628 95.850 95.850 95.850 95.850 +2.300 1 3 +0
Mar12 110628 96.225 96.225 96.225 96.225 +2.275 0 11 +0
Total Volume and Open Interest 12,979 4,582 +2
Heating Oil(NYM)
Jul11 110628 276.89 283.58 274.90 282.57 +6.08 28,189 30,226 -6,252
Aug11 110628 278.52 285.14 276.43 284.15 +6.01 53,306 85,836 -717
Sep11 110628 280.95 286.99 278.58 286.09 +5.99 12,068 45,295 +7
Oct11 110628 283.64 288.80 283.64 288.14 +6.02 8,642 21,032 -266
Nov11 110628 283.81 290.64 283.00 290.18 +6.02 4,325 21,454 -36
Dec11 110628 286.54 292.82 284.43 292.14 +6.02 12,796 34,956 +664
Jan12 110628 291.38 294.17 291.38 294.00 +6.00 3,788 18,499 +360
Feb12 110628 292.85 294.97 292.11 294.78 +5.92 1,465 8,442 +213
Mar12 110628 292.17 294.80 292.17 294.48 +5.90 1,463 6,710 +310
Apr12 110628 287.00 293.19 287.00 292.93 +5.85 599 2,900 +166
May12 110628 290.08 291.36 290.00 291.36 +5.80 265 2,491 -77
Jun12 110628 284.00 290.32 283.20 290.28 +5.74 2,107 20,503 -163
Total Volume and Open Interest 130,078 312,315 -5,576
Gasoline(NYMEX)
Jul11 110628 282.26 289.64 280.51 288.96 +8.21 24,876 22,533 -5,999
Aug11 110628 275.55 282.10 273.77 281.56 +7.12 44,034 69,337 +585
Sep11 110628 273.33 279.25 271.58 278.86 +6.83 17,733 41,182 +966
Oct11 110628 262.27 268.21 262.20 267.87 +6.62 12,867 23,311 +202
Nov11 110628 261.95 265.83 261.77 265.83 +6.42 6,386 13,760 -999
Dec11 110628 259.42 265.24 258.37 265.05 +6.22 12,635 30,859 +1,424
Jan12 110628 262.50 265.85 262.50 265.53 +6.07 1,701 7,285 +296
Feb12 110628 265.67 267.20 265.50 267.20 +5.95 1,033 4,692 +128
Mar12 110628 269.07 269.07 269.07 269.07 +5.82 531 5,577 +272
Apr12 110628 281.03 281.03 281.03 281.03 +5.63 118 3,840 +65
Total Volume and Open Interest 124,632 239,694 -1,930
e-miNY RBOB Gasoline(NYM)
Jul11 110628 289.00 289.00 288.96 289.00 +8.20 0 3 +0
Aug11 110628 281.60 281.60 281.56 281.60 +7.20 0 1 +0
Sep11 110628 278.90 278.90 278.86 278.90 +6.90      
Oct11 110628 267.90 267.90 267.87 267.90 +6.60 0 1 +0
Total Volume and Open Interest 0 7 +0
Natural Gas(NYM)
Jul11 110628 4.274 4.380 4.251 4.357 +0.101 66,904 27,993 -7,681
Aug11 110628 4.281 4.380 4.250 4.354 +0.090 51,011 151,272 +9,336
Sep11 110628 4.300 4.398 4.270 4.373 +0.087 20,431 210,173 -222
Oct11 110628 4.342 4.435 4.309 4.412 +0.083 15,468 116,964 +2,057
Nov11 110628 4.462 4.552 4.442 4.535 +0.074 9,623 78,266 +691
Dec11 110628 4.646 4.734 4.620 4.719 +0.073 4,377 45,487 +455
Jan12 110628 4.739 4.830 4.724 4.818 +0.070 6,957 91,357 +160
Feb12 110628 4.747 4.827 4.718 4.813 +0.073 772 20,969 +52
Mar12 110628 4.690 4.773 4.665 4.760 +0.076 2,981 44,371 +959
Apr12 110628 4.555 4.650 4.554 4.633 +0.081 2,728 43,935 +421
May12 110628 4.619 4.671 4.555 4.655 +0.080 282 9,932 +2
Jun12 110628 4.581 4.695 4.578 4.688 +0.080 689 11,325 +82
Jul12 110628 4.626 4.740 4.626 4.733 +0.077 567 9,157 +131
Aug12 110628 4.691 4.761 4.691 4.761 +0.077 250 7,510 +112
Sep12 110628 4.739 4.771 4.736 4.771 +0.075 205 7,330 -43
Oct12 110628 4.738 4.821 4.719 4.811 +0.075 525 24,987 -47
Total Volume and Open Interest 184,630 977,665 +6,356
Brent Crude Oil(ICE)
Aug11 110628 106.76 109.05 105.35 108.78 +2.79 264,607 177,943 -10,577
Sep11 110628 106.61 108.96 105.25 108.76 +2.84 164,214 148,837 -4,363
Oct11 110628 106.70 109.06 105.35 108.92 +2.86 94,166 60,788 -3,361
Nov11 110628 106.73 109.19 105.64 109.06 +2.86 46,189 44,406 +2,932
Dec11 110628 106.83 109.28 105.55 109.15 +2.84 110,647 97,682 -2,378
Jan12 110628 106.14 109.23 106.10 109.19 +2.80 16,424 22,863 +969
Feb12 110628 106.13 109.30 106.13 109.20 +2.75 8,754 17,191 -1,518
Mar12 110628 106.17 109.31 106.17 109.20 +2.69 10,237 32,882 -399
Apr12 110628 107.30 109.29 107.18 109.17 +2.62 4,162 10,207 +534
May12 110628 109.17 109.17 109.14 109.14 +2.55 2,737 6,214 +384
Jun12 110628 106.27 109.23 106.27 109.10 +2.47 15,407 40,664 -1,566
Jul12 110628 109.02 109.02 109.02 109.02 +2.40 2,075 6,949 +200
Aug12 110628 108.92 108.92 108.92 108.92 +2.33 1,374 4,777 +26
Sep12 110628 108.79 108.79 108.79 108.79 +2.26 1,851 6,601 +1,009
Total Volume and Open Interest 792,285 814,719 -18,535
Gas Oil(ICE)
Jul11 110628 879.75 897.25 869.50 890.75 +17.25 59,360 86,543 -312
Aug11 110628 883.75 901.00 873.00 894.50 +17.00 97,506 121,511 -11,348
Sep11 110628 882.50 904.25 877.25 898.25 +16.75 47,429 74,195 +3,928
Oct11 110628 886.50 907.00 881.00 901.00 +16.00 18,102 39,865 +1,496
Nov11 110628 889.25 907.75 887.75 903.50 +15.75 7,384 29,487 -467
Dec11 110628 892.50 912.50 886.50 906.25 +15.50 50,335 68,332 -1,827
Jan12 110628 899.00 913.75 899.00 909.50 +15.25 7,880 29,148 +217
Feb12 110628 901.25 916.25 901.25 911.50 +15.00 2,477 11,199 +271
Mar12 110628 898.25 917.25 897.50 913.00 +15.00 2,635 11,155 +213
Apr12 110628 899.00 918.50 898.25 913.50 +14.75 1,959 6,808 +240
Total Volume and Open Interest 314,212 580,106 -6,284
Ethanol(CBOT)
Jun11 110603 2.638 2.640 2.633 2.640 -0.012 38 199 -65
Jul11 110628 2.610 2.673 2.610 2.670 +0.060 114 473 +0
Aug11 110628 2.550 2.600 2.550 2.599 +0.046 105 1,126 +10
Sep11 110628 2.491 2.540 2.491 2.535 +0.044 162 1,556 +28
Oct11 110628 2.435 2.443 2.413 2.438 +0.044 118 1,214 -77
Nov11 110628 2.360 2.382 2.360 2.380 +0.048 53 919 -6
Dec11 110628 2.358 2.361 2.357 2.360 +0.045 47 1,247 -1
Jan12 110628 2.307 2.328 2.307 2.323 +0.047 13 612 +5
Total Volume and Open Interest 652 9,027 -39
WTI Crude Oil(ICE
Aug11 110628 91.11 93.36 90.46 92.89 +2.28 85,361 66,360 -3,100
Sep11 110628 91.72 93.66 91.08 93.46 +2.29 36,808 45,402 -1,096
Oct11 110628 92.26 94.21 91.54 94.01 +2.31 25,233 30,737 +4,064
Nov11 110628 92.80 94.72 92.62 94.57 +2.33 15,158 24,766 +1,913
Dec11 110628 92.87 95.18 92.87 95.06 +2.34 34,574 83,030 +370
Jan12 110628 93.48 95.54 93.48 95.47 +2.34 4,770 17,508 +894
Feb12 110628 93.87 95.86 93.87 95.86 +2.32 2,426 4,869 +107
Mar12 110628 94.48 96.33 94.48 96.22 +2.28 2,952 12,876 +302
Apr12 110628 94.85 96.56 94.85 96.56 +2.25 1,069 4,661 +85
May12 110628 96.89 96.89 96.89 96.89 +2.22 622 3,001 -87
Jun12 110628 95.56 97.34 95.37 97.21 +2.19 3,983 27,908 -929
Jul12 110628 97.43 97.43 97.43 97.43 +2.15 91 4,086 -15
Aug12 110628 97.57 97.57 97.57 97.57 +2.11 14 979 +5
Sep12 110628 97.69 97.69 97.69 97.69 +2.06 626 5,044 +550
Oct12 110628 97.83 97.83 97.83 97.83 +2.00 4 511 +0
Nov12 110628 98.02 98.02 98.02 98.02 +1.95 0 1,612 +0
Total Volume and Open Interest 226,599 444,989 +4,560
US Dollar Index(ICE)
Sep11 110628 75.665 75.960 75.260 75.490 -0.338 38,761 52,139 +7,448
Dec11 110628 76.080 76.080 75.875 75.940 -0.337 3 517 +1
Mar12 110628 76.440 76.440 76.440 76.440 -0.337 0 1 +0
Total Volume and Open Interest 38,764 52,657 +7,449
Australian Dollar(CME)
Sep11 110628 103.42 104.37 103.17 104.30 +1.13 112,715 100,281 +495
Dec11 110628 102.70 103.16 102.05 103.16 +1.11 131 218 +95
Mar12 110628 102.05 102.05 100.97 102.05 +1.08 0 1 +0
Total Volume and Open Interest 112,846 100,503 +590
British Pound(CME)
Sep11 110628 159.74 160.28 158.94 159.73 +0.13 104,017 102,931 +1,167
Dec11 110628 158.90 160.00 158.90 159.57 +0.12 17 121 +2
Mar12 110628 159.40 159.40 159.29 159.40 +0.11 0 2 +0
Total Volume and Open Interest 104,034 103,060 +1,169
Canadian Dollar(CME)
Sep11 110628 101.20 101.70 100.96 101.58 +0.47 93,707 89,265 +5,263
Dec11 110628 101.06 101.45 100.80 101.38 +0.46 140 3,928 +59
Mar12 110628 100.93 101.19 100.71 101.19 +0.48 6 543 +6
Jun12 110628 100.96 100.96 100.50 100.96 +0.46 0 250 +0
Total Volume and Open Interest 93,854 94,116 +5,329
Japanese Yen(CME)
Sep11 110628 123.74 124.04 123.10 123.31 -0.35 99,970 100,551 +6,716
Dec11 110628 123.92 123.92 123.25 123.44 -0.36 13 403 -1
Mar12 110628 123.62 123.98 123.62 123.62 -0.36 0 42 +0
Total Volume and Open Interest 99,983 101,013 +6,715
Swiss Franc(CME)
Sep11 110628 119.83 120.91 119.63 120.26 +0.63 35,983 50,203 +386
Dec11 110628 120.21 121.00 119.76 120.38 +0.62 28 144 +0
Mar12 110628 120.54 120.54 119.92 120.54 +0.62 0 1 +0
Total Volume and Open Interest 36,011 50,351 +386
EuroFX(CME)
Sep11 110628 142.59 143.66 142.04 143.31 +0.98 310,735 183,262 +7,455
Dec11 110628 142.57 143.27 141.75 142.94 +0.95 185 401 -10
Mar12 110628 142.57 142.57 141.65 142.57 +0.92 0 361 +0
Total Volume and Open Interest 310,920 184,855 +7,445
Mexican Peso(CME)
Jul11 110628 845.8 845.8 840.2 845.8 +5.5      
Aug11 110628 843.8 843.8 838.2 843.8 +5.5      
Total Volume and Open Interest 20,653 90,820 -1,652
30-Year T-Bonds(CBOT)
Sep11 110628 125~130 125~270 124~020 124~070 -2~120 402,660 659,817 +16,643
Dec11 110628 124~050 124~120 122~220 122~230 -1~100 10 49 +1
Mar12 110628 121~090 122~190 121~090 121~090 -1~100      
Total Volume and Open Interest 328,751 664,133 +4,268
10-Year T-Notes(CBOT)
Sep11 110628 124~130 124~190 123~075 123~105 -1~025 1,330,856 1,864,891 -2,027
Dec11 110628 122~290 123~010 121~300 121~300 -1~030 118 7,774 -599
Mar12 110628 120~300 122~010 120~300 120~300 -1~030      
Total Volume and Open Interest 1,330,974 1,872,665 -2,626
5-Year T-Notes(CBOT)
Jun11 110613 120~120 121~001 120~087 120~108 +0~072 272,931 205,061 -65,504
Sep11 110628 120~058 120~072 119~082 119~092 -0~098 735,672 1,584,395 -28,966
Dec11 110628 119~014 119~046 118~076 118~076 -0~098 0 3 +0
Total Volume and Open Interest 738,812 1,605,498 -29,209
2 Year T-Notes(CBOT)
Jun11 110628 110~007 110~007 109~112 109~113 -0~019 790 16,150 -190
Sep11 110628 109~101 109~105 109~077 109~079 -0~022 271,104 1,045,779 +6,027
Dec11 110628 109~051 109~073 109~051 109~051 -0~022 10 31 +10
Total Volume and Open Interest 271,904 1,061,960 +5,847
Eurodollars(CME)
Sep11 110628 99.585 99.615 99.580 99.600 +0.015 365,478 1,303,116 +8,511
Dec11 110628 99.490 99.520 99.485 99.495 unch 318,036 1,344,584 -20,799
Mar12 110628 99.435 99.455 99.410 99.420 -0.020 363,447 1,597,225 -38,140
Jun12 110628 99.350 99.370 99.295 99.305 -0.055 280,925 1,448,784 -33,604
Sep12 110628 99.220 99.245 99.130 99.140 -0.090 260,758 1,013,694 -17,444
Dec12 110628 99.045 99.075 98.925 98.935 -0.125 263,897 723,237 +2,523
Mar13 110628 98.885 98.910 98.725 98.740 -0.150 228,031 566,814 +16,344
Jun13 110628 98.680 98.710 98.510 98.525 -0.165 174,617 365,751 +7,210
Sep13 110628 98.470 98.500 98.290 98.305 -0.170 133,533 347,218 +2,916
Dec13 110628 98.235 98.260 98.050 98.065 -0.175 92,632 257,678 -6,115
Mar14 110628 98.000 98.025 97.815 97.825 -0.180 65,774 228,646 +828
Jun14 110628 97.760 97.780 97.565 97.575 -0.180 60,809 168,993 -417
Sep14 110628 97.515 97.535 97.315 97.325 -0.185 29,303 94,513 +1,155
Dec14 110628 97.255 97.275 97.060 97.070 -0.180 20,022 86,710 +700
Mar15 110628 97.030 97.045 96.835 96.845 -0.180 15,646 81,871 -1,293
Jun15 110628 5.055 5.060 4.860 4.870 -0.175 13,656 65,104 +133
Sep15 110628 4.830 4.845 4.645 4.655 -0.175 9,517 55,474 -637
Dec15 110628 4.610 4.645 4.440 4.450 -0.170 14,938 51,070 +1,140
Total Volume and Open Interest      
30 Day Federal Funds(CBOT)
Jun11 110628 99.908 99.908 99.905 99.905 unch 5,558 62,317 +462
Jul11 110628 99.900 99.905 99.895 99.900 unch 10,624 66,406 +5,215
Aug11 110628 99.885 99.890 99.875 99.880 -0.005 11,988 57,593 +2,562
Sep11 110628 99.870 99.870 99.855 99.860 -0.005 6,903 44,488 -1,164
Oct11 110628 99.855 99.855 99.845 99.850 -0.005 3,259 51,988 +708
Nov11 110628 99.845 99.845 99.830 99.835 -0.010 3,055 46,053 -969
Total Volume and Open Interest 85,072 786,090 +10,532
30 Day Fed Funds(e-CBOT)
3-Mth Euro-Yen(CME)
Sep11 110628 99.665 99.665 99.665 99.665 -0.003      
Dec11 110628 99.665 99.665 99.665 99.665 unch 0 75 +0
Mar12 110628 99.655 99.655 99.655 99.655 unch      
Jun12 110628 99.647 99.647 99.647 99.647 unch      
Sep12 110628 99.580 99.580 99.580 99.580 unch      
Dec12 110628 99.540 99.540 99.540 99.540 unch      
Mar13 110628 99.540 99.540 99.540 99.540 unch      
Jun13 110628 99.495 99.495 99.495 99.495 unch      
Sep13 110628 99.355 99.355 99.355 99.355 unch      
Dec13 110628 99.215 99.215 99.215 99.215 unch      
Total Volume and Open Interest 0 126 +0
3-Mth Euro-Yen(SGX)
Sep11 110628 99.67 99.67 99.67 99.67 unch 0 1,235 +0
Dec11 110628 99.67 99.67 99.67 99.67 unch 0 1,392 +0
Mar12 110628 99.65 99.65 99.65 99.65 unch 0 1,823 +0
Jun12 110628 99.64 99.65 99.64 99.65 unch 40 1,514 -40
Sep12 110628 99.58 99.58 99.58 99.58 unch 0 411 +0
Dec12 110628 99.54 99.54 99.54 99.54 unch 0 24 +0
Mar13 110628 99.54 99.54 99.54 99.54 unch 0 1 +0
Jun13 110628 99.50 99.50 99.50 99.50 unch      
Total Volume and Open Interest 40 6,400 -40
Japanese Gov't Bonds(SGX)
Sep11 110628 141.51 141.64 141.40 141.59 +0.05 1,590 23,546 -347
Dec11 110628 141.14 141.14 141.14 141.14 +0.05 0 1 +0
Mar12 110628 139.05 139.05 139.05 139.05 +0.05      
Total Volume and Open Interest 1,590 23,547 -347
Euro-Bund(EUREX)
Sep11 110628 126.97 127.07 126.16 126.56 +0.67 836,458 1,017,019 -1,130
Dec11 110628 125.66 125.66 125.04 125.29 -0.35 44 237 +1
Mar12 110628 125.28 125.28 125.28 125.28 -0.34      
Total Volume and Open Interest 964,549 960,023 +1,679
Euro-Bobl(EUREX)
Sep11 110627 118.13 118.16 117.75 117.81 -0.22 680,531 778,512 -4,116
Dec11 110628 116.05 116.79 116.05 116.49 -0.32 53 731 +10
Mar12 110628 116.46 116.46 116.46 116.46 -0.36      
Total Volume and Open Interest 578,971 770,476 -8,757
3-Mth Euribor(EUREX)
Jun11 110613 98.530 98.530 98.530 98.530 +0.005 299 4,770 +0
Sep11 110628 98.310 98.310 98.300 98.300 -0.020 35 2,598 +13
Dec11 110628 98.195 98.195 98.195 98.195 -0.030 18 1,406 -2
Total Volume and Open Interest 63 7,044 +15
Long Gilt(LIFFE)
Jun11 110628 123~12 123~13 123~11 123~12 -0~04 84 11,060 -163
Sep11 110628 122~12 122~12 121~09 121~14 -0~27 116,636 359,362 -1,514
Total Volume and Open Interest 116,720 370,422 -1,677
3-Mth Short Sterling(LIFFE)
Sep11 110628 99.09 99.11 99.08 99.10 +0.02 40,186 480,629 +1,636
Dec11 110628 99.03 99.06 99.02 99.04 +0.01 29,499 448,162 -3,659
Mar12 110628 98.97 98.99 98.94 98.96 unch 29,474 440,619 -5,039
Jun12 110628 98.88 98.90 98.83 98.86 -0.01 28,758 316,592 -868
Sep12 110628 98.75 98.77 98.68 98.72 -0.03 26,865 292,390 -2,586
Dec12 110628 98.58 98.60 98.49 98.53 -0.04 27,745 248,036 -1,149
Total Volume and Open Interest 240,182 2,597,462 -14,223
3-Mth Euribor(LIFFE)
Sep11 110628 98.315 98.330 98.290 98.300 -0.020 106,568 758,157 +906
Dec11 110628 98.210 98.240 98.175 98.195 -0.030 123,099 550,979 -7,152
Mar12 110628 98.155 98.190 98.105 98.135 -0.040 101,663 535,498 -11,947
Total Volume and Open Interest 745,569 3,559,665 +266
3-Mth Aus T-Bills(SFE)
Sep11 110628 95.25 95.27 95.18 95.23 -0.03 57,298 268,194 +13,992
Dec11 110628 95.27 95.30 95.18 95.24 -0.05 74,481 261,382 +18,668
Mar12 110628 95.24 95.27 95.16 95.22 -0.04 23,825 125,903 +1,398
Jun12 110628 95.23 95.23 95.14 95.18 -0.05 9,547 82,007 -1,784
Sep12 110628 95.16 95.18 95.09 95.14 -0.06 5,734 53,512 +1,131
Dec12 110628 95.11 95.15 95.05 95.10 -0.06 2,221 36,320 -349
Mar13 110628 95.11 95.11 95.03 95.07 -0.05 540 27,293 +175
Jun13 110628 95.04 95.06 94.98 95.02 -0.06 63 9,219 +6
Sep13 110628 95.00 95.00 94.95 94.98 -0.06 4 1,935 +2
Dec13 110628 94.92 94.93 94.92 94.93 -0.06 0 1,401 +0
Total Volume and Open Interest 173,713 867,311 +33,239
10-Year Aus T-Bonds(SFE)
Sep11 110628 94.99 95.00 94.91 94.93 -0.07 47,928 402,777 -202
Dec11 110628 94.93 94.93 94.93 94.93 -0.07      
Total Volume and Open Interest 47,928 402,777 -202
3-Year Aus T-Bonds(SFE)
Sep11 110628 95.46 95.49 95.38 95.42 -0.06 175,173 635,777 +19,801
Dec11 110628 95.42 95.42 95.42 95.42 -0.06      
Total Volume and Open Interest 175,173 635,777 +19,801
Gold(CMX)
Jun11 110628 1499.9 1505.0 1496.1 1499.7 +3.7 257 632 -95
Aug11 110628 1496.8 1507.0 1495.5 1500.2 +3.8 182,170 329,928 -1,422
Oct11 110628 1500.2 1507.7 1497.4 1501.2 +3.8 947 12,403 +120
Dec11 110628 1501.4 1509.1 1498.7 1502.4 +3.8 7,724 75,628 +4,081
Feb12 110628 1506.1 1510.3 1501.5 1503.8 +3.8 759 9,607 +282
Apr12 110628 1508.3 1508.4 1505.4 1505.4 +3.9 403 6,407 -69
Jun12 110628 1509.0 1511.0 1507.1 1507.1 +3.9 165 13,247 +67
Aug12 110628 1509.1 1509.1 1509.1 1509.1 +4.0 10 4,518 +0
Oct12 110628 1511.3 1511.3 1511.3 1511.3 +4.2 0 4,099 +0
Dec12 110628 1514.0 1514.1 1513.8 1513.8 +4.5 50 13,405 +4
Feb13 110628 1516.5 1516.9 1516.5 1516.9 +4.8 200 592 -42
Apr13 110628 1518.3 1520.5 1518.3 1520.5 +5.2 0 202 +0
Total Volume and Open Interest 194,799 510,338 +3,456
Silver(CMX)
Jul11 110628 3358.0 3413.5 3351.0 3363.8 +5.3 76,386 26,496 -1,585
Sep11 110628 3361.0 3414.5 3351.5 3365.2 +5.5 19,877 43,074 +2,084
Dec11 110628 3379.0 3413.5 3365.0 3366.7 +5.5 3,513 23,830 +40
Mar12 110628 3397.0 3397.0 3365.7 3365.7 +5.7 207 4,919 -11
May12 110628 3365.0 3365.0 3363.7 3363.7 +5.7 62 1,353 +13
Jul12 110628 3396.5 3397.0 3362.2 3362.2 +6.0 50 1,817 +17
Sep12 110628 3361.1 3361.1 3361.1 3361.1 +6.7 2 215 +2
Total Volume and Open Interest 101,125 120,512 +674
Platinum(NYMEX)
Jul11 110628 1677.0 1699.9 1675.5 1691.7 +18.7 10,298 8,406 -2,456
Oct11 110628 1679.0 1702.0 1678.0 1693.5 +18.9 5,037 24,982 +1,735
Jan12 110628 1699.0 1699.9 1694.0 1697.3 +19.0 28 669 +27
Apr12 110628 1699.8 1699.8 1699.8 1699.8 +19.0 3 73 +3
Total Volume and Open Interest 15,369 34,137 -688
Palladium(NYMEX)
Sep11 110628 728.25 741.15 726.50 735.15 +10.55 4,509 19,130 -71
Dec11 110628 737.05 742.15 736.40 736.40 +10.55 11 700 +7
Mar12 110628 82.24 82.24 82.24 82.24 +10.55 0 45 +0
Total Volume and Open Interest 4,522 19,879 -65
Copper(CMX)
Jul11 110628 407.05 410.80 405.25 409.20 +4.05 39,796 25,146 -341
Sep11 110628 409.00 412.30 406.75 410.80 +4.05 13,290 66,440 +1,583
Dec11 110628 411.00 413.50 408.90 412.55 +4.00 1,112 26,100 +265
Mar12 110628 413.55 413.55 413.55 413.55 +3.95 186 8,813 +144
May12 110628 413.75 413.75 413.75 413.75 +4.00 4 1,623 +2
Total Volume and Open Interest 54,977 135,040 +1,729
DJIA Index(CBOT)
Sep11 110628 11996 12142 11964 12141 +151 656 7,335 +16
Dec11 110628 12072 12072 11919 12072 +153 0 85 +0
Mar12 110628 12013 12013 11860 12013 +153      
Jun12 110628 11946 11946 11793 11946 +153      
Total Volume and Open Interest 656 7,420 +16
Mini DJIA Index(CBOT)
Jun11 110617 11968 12078 11927 12047 +80 34,294 49,515 -5,412
Sep11 110628 11995 12144 11954 12141 +151 130,086 75,843 -415
Dec11 110628 11939 12072 11895 12072 +153 72 287 +9
Mar12 110628 12013 12013 12013 12013 +153 0 10 +0
Total Volume and Open Interest 130,158 76,140 -406
S & P 500(CME)
Sep11 110628 1276.80 1295.00 1271.60 1294.50 +18.20 14,305 251,622 -611
Dec11 110628 1289.20 1289.20 1287.50 1289.20 +18.20 10 10,479 +14
Mar12 110628 1283.70 1283.70 1282.00 1283.70 +18.20 0 4 +0
Jun12 110628 1278.70 1278.70 1277.00 1278.70 +18.20 0 5 +0
Total Volume and Open Interest 14,315 262,110 -597
S & P 500 E-Mini(Globex)
Sep11 110628 1277.00 1295.00 1271.50 1294.50 +18.25 2,499,136 2,575,596 +26,831
Dec11 110628 1272.00 1289.25 1266.50 1289.25 +18.25 2,489 8,771 +824
Total Volume and Open Interest 2,501,625 2,584,418 +27,655
NASDAQ 100(CME)
Sep11 110628 2252.80 2285.00 2242.00 2284.00 +35.00 2,003 9,633 +1,398
Dec11 110628 2279.30 2279.30 2278.00 2279.30 +34.00 0 2 +0
Mar12 110628 2276.80 2276.80 2272.80 2276.80 +34.00      
Total Volume and Open Interest 2,003 9,635 +1,398
NASDAQ 100 E-Mini(Globex)
Sep11 110628 2250.50 2285.00 2241.50 2284.00 +35.00 316,081 275,309 -2,312
Dec11 110628 2242.80 2279.30 2240.50 2279.30 +34.00 44 66 -3
Total Volume and Open Interest 316,125 275,375 -2,315
S & P Midcap 400(CME)
Sep11 110628 965.00 965.00 965.00 965.00 +16.50 0 911 +0
Dec11 110628 964.00 964.00 962.50 964.00 +16.50      
Mar12 110628 962.00 962.00 960.50 962.00 +16.50      
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 110628 9760 9760 9655 9760 +105 0 1 +0
Total Volume and Open Interest 11,736 31,667 +3,008
Nikkei 225(SGX)
Sep11 110628 9605 9710 9590 9645 +60 83,226 164,635 +2,413
Dec11 110628 9625 9700 9595 9700 +180 629 7,899 +600
Mar12 110628 9580 9580 9580 9580 +60 0 10 +0
Total Volume and Open Interest 84,301 186,003 +3,280
CAC 40(EURONEXT)
Jul11 110628 3803.0 3866.0 3800.5 3849.0 +58.0 186,145 341,962 +10,933
Aug11 110628 3811.5 3868.5 3810.0 3853.5 +58.0 86 63 +30
Sep11 110628 3808.5 3868.5 3806.0 3854.0 +58.0 493 19,671 +119
Total Volume and Open Interest 186,724 361,727 +11,082
Hang Seng Index(HKFE)
Jun11 110628 22106 22210 21931 21993 -2 102,726 86,647 -8,622
Jul11 110628 22102 22216 21932 21987 -17 16,550 21,027 +11,395
Total Volume and Open Interest 119,887 113,480 +2,827
DAX(EUREX)
Jun11 110617 7076.5 7203.5 7036.0 7203.5 +96.5 251,111 90,589 -25,846
Sep11 110628 7149.5 7233.5 7098.0 7194.5 +63.5 190,850 139,515 -963
Dec11 110628 7208.0 7260.0 7128.0 7222.5 +63.5 222 7,667 -23
Total Volume and Open Interest 191,122 147,254 -987
FT-SE 100(EURONEXT)
Sep11 110628 5722.50 5765.50 5693.50 5732.00 +51.50 110,539 650,394 -1,973
Dec11 110628 5700.00 5712.00 5689.00 5707.50 +51.50 12 671 -8
Mar12 110628 5678.50 5678.50 5670.50 5670.50 +51.50 0 150 +0
Total Volume and Open Interest 110,551 651,225 -1,981
SPI 200(SFE)
Jun11 110617 4517.5 4517.5 4517.5 4517.5 -0.5 19,344 54,828 -132,003
Sep11 110628 4449.0 4500.0 4444.0 4470.0 +28.0 29,258 188,329 -923
Dec11 110628 4469.0 4500.0 4468.0 4483.0 +27.0 128 4,692 +10
Total Volume and Open Interest 29,386 197,033 -913
GSCI(CME)
Jul11 110628 651.00 1.64 651.00 1.64 -640.61 358 10,475 +251
Aug11 110628 653.10 3.74 653.10 3.74 -641.26 2 10 +0
Sep11 110628 5.24 5.24 5.24 5.24 -640.76      
Total Volume and Open Interest 360 10,485 +251
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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