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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 Wed June 29, 2011
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jul11 110629 1331.50 1350.00 1326.50 1334.25 +3.50 69,586 45,793 -46,565
Aug11 110629 1325.25 1344.50 1320.50 1327.50 +3.00 28,762 60,286 +2,584
Sep11 110629 1320.50 1338.50 1318.25 1323.50 +2.50 7,810 25,915 +1,060
Nov11 110629 1318.75 1338.50 1317.50 1323.00 +4.00 90,156 295,190 -3,164
Jan12 110629 1335.00 1348.00 1329.25 1332.75 +3.50 4,797 40,161 +539
Mar12 110629 1342.00 1353.00 1335.00 1337.50 +3.00 954 21,554 -237
May12 110629 1333.50 1352.00 1333.50 1337.25 +1.75 1,205 25,252 -182
Total Volume and Open Interest 204,480 544,421 -45,814
Soybean Meal(CBOT)
Jul11 110629 340.10 348.00 337.90 337.90 -1.00 23,144 18,881 -9,738
Aug11 110629 342.40 348.00 340.40 340.40 -0.90 14,451 49,050 +387
Sep11 110629 342.10 347.40 339.80 339.80 -0.90 4,222 23,648 +891
Oct11 110629 340.80 343.90 337.90 337.90 +0.20 2,377 16,230 +603
Dec11 110629 340.00 345.40 337.80 338.10 -0.60 26,724 75,988 +2,339
Jan12 110629 345.40 346.40 340.00 340.00 -0.50 472 6,952 +108
Mar12 110629 346.60 348.60 342.10 342.10 -0.70 373 3,905 +119
May12 110629 347.10 349.10 342.00 342.00 -0.70 122 5,638 +41
Total Volume and Open Interest 72,242 205,417 -5,206
Soybean Oil(CBOT)
Jul11 110629 55.37 56.04 55.34 55.83 +0.49 35,799 32,222 -20,322
Aug11 110629 55.56 56.22 55.54 56.04 +0.49 27,207 42,712 +1,499
Sep11 110629 55.83 56.45 55.83 56.28 +0.47 6,945 34,266 +350
Oct11 110629 56.11 56.67 56.11 56.52 +0.45 2,251 17,187 +397
Dec11 110629 56.60 57.19 56.57 57.01 +0.42 46,082 140,267 +670
Jan12 110629 56.85 57.37 56.85 57.28 +0.45 699 13,811 +58
Mar12 110629 57.20 57.70 57.20 57.58 +0.42 458 10,870 -74
May12 110629 57.35 57.81 57.35 57.75 +0.44 174 6,228 +111
Total Volume and Open Interest 119,714 301,808 -17,282
Canola(WCE)
Jul11 110629 585.0 588.5 584.7 585.2 +1.7 4,444 5,840 -6,253
Nov11 110629 571.0 574.0 568.3 568.7 +0.6 15,590 122,774 +790
Jan12 110629 580.7 580.7 575.4 575.4 +0.4 65 12,745 +39
Mar12 110629 584.1 584.3 579.5 579.8 unch 25 4,569 +0
May12 110629 588.1 588.2 582.9 582.9 -1.0 10 2,024 +0
Total Volume and Open Interest 20,201 151,231 -5,364
Corn(CBOT)
Jul11 110629 689.50 714.50 684.50 698.00 +15.00 138,082 143,613 -80,702
Sep11 110629 674.75 697.00 666.00 678.00 +8.00 106,145 368,757 +672
Dec11 110629 657.00 671.75 642.50 650.50 -2.50 128,081 492,952 +206
Mar12 110629 668.25 683.50 655.00 662.75 -5.00 10,432 100,366 +1,650
May12 110629 675.00 690.25 661.50 669.00 -5.50 2,303 21,700 +459
Jul12 110629 680.50 695.75 666.75 676.00 -3.50 3,594 57,834 +547
Total Volume and Open Interest 391,461 1,283,252 -76,841
Wheat(CBOT)
Jul11 110629 640.00 664.25 628.75 641.25 +1.00 20,737 31,603 -24,697
Sep11 110629 670.00 698.50 662.00 674.25 +2.50 45,974 167,357 +1,740
Dec11 110629 714.25 739.50 706.75 717.50 +2.50 15,961 125,239 +180
Mar12 110629 756.25 774.00 746.75 755.50 +0.75 3,148 36,332 +2
May12 110629 773.75 784.50 764.00 771.25 +0.50 1,056 9,960 -71
Total Volume and Open Interest 88,424 432,431 -23,210
Wheat(KCBT)
Jul11 110629 742.75 760.00 738.50 745.00 +1.25 10,964 13,028 -4,272
Sep11 110629 763.00 779.75 757.50 764.00 +1.00 15,165 71,876 +1,870
Dec11 110629 791.00 806.50 783.75 790.00 +0.75 5,987 55,599 +1,048
Mar12 110629 806.00 822.00 800.00 806.50 +1.75 895 12,315 +190
May12 110629 817.00 826.00 809.50 812.50 +0.50 167 1,859 +69
Total Volume and Open Interest 33,537 168,770 -1,110
Wheat(MGE)
Jul11 110629 847.25 882.00 847.25 876.00 +37.00 884 3,546 -861
Sep11 110629 839.00 860.25 834.00 849.50 +16.50 3,288 23,249 -148
Dec11 110629 842.00 859.25 835.25 848.25 +13.25 1,747 19,028 +143
Mar12 110629 850.25 868.00 846.50 856.75 +10.25 807 4,759 +80
May12 110629 854.50 867.25 854.50 859.75 +8.50 182 2,447 +89
Total Volume and Open Interest 7,276 59,755 -732
Oats(CBOT)
Jul11 110629 344.00 351.00 335.75 345.00 +5.50 655 1,660 -858
Sep11 110629 347.25 358.00 343.25 352.50 +8.00 368 3,390 +112
Dec11 110629 353.00 362.75 352.00 358.50 +6.50 723 7,021 +386
Mar12 110629 370.00 370.00 363.00 369.00 +6.00 37 244 +34
Total Volume and Open Interest 1,783 12,344 -326
Rough Rice(CBOT)
Jul11 110629 13.39 13.55 13.24 13.27 -0.05 841 2,877 -1,047
Sep11 110629 14.42 14.60 14.32 14.35 -0.05 860 9,167 +253
Nov11 110629 14.79 14.93 14.65 14.67 -0.06 425 4,905 +243
Jan12 110629 15.10 15.24 14.99 14.99 -0.05 0 307 +0
Total Volume and Open Interest 2,130 17,660 -547
Live Cattle(CME)
Jun11 110629 112.150 112.450 111.550 111.730 -0.620 1,566 2,049 -972
Aug11 110629 111.950 112.250 111.100 111.580 -0.170 20,393 142,060 +315
Oct11 110629 118.450 118.800 117.980 118.400 -0.150 11,921 84,346 +1,773
Dec11 110629 121.300 121.930 120.950 121.785 +0.500 6,855 61,664 +595
Feb12 110629 122.600 123.400 122.450 123.330 +0.650 3,284 21,822 +50
Apr12 110629 123.885 124.550 123.750 124.430 +0.500 657 10,540 +13
Total Volume and Open Interest 44,980 326,618 +1,880
Feeder Cattle(CME)
Aug11 110629 138.100 138.100 136.600 137.785 -0.095 2,607 20,191 -356
Sep11 110629 138.685 138.785 137.450 138.575 -0.110 598 6,909 +141
Oct11 110629 138.685 138.850 137.600 138.825 +0.025 742 5,193 +64
Nov11 110629 138.630 138.850 137.600 138.750 -0.285 257 3,142 +31
Jan12 110629 137.400 137.485 136.535 137.350 -0.530 93 1,337 -13
Mar12 110629 135.850 136.800 135.500 136.800 unch 12 211 +6
Apr12 110629 137.000 137.000 137.000 137.000 unch 1 60 +0
Total Volume and Open Interest 4,310 37,068 -127
Lean Hogs(CME)
Jul11 110629 93.950 95.600 93.580 95.230 +0.845 8,173 14,361 -1,465
Aug11 110629 92.000 94.050 92.000 93.180 +0.830 17,133 82,117 -299
Oct11 110629 86.350 88.330 86.230 87.700 +0.900 9,408 56,605 +1,166
Dec11 110629 84.900 86.600 84.635 85.850 +0.650 5,782 43,979 +344
Feb12 110629 87.500 89.000 87.500 88.550 +0.900 2,564 18,314 +669
Apr12 110629 89.080 90.285 89.080 90.150 +0.600 1,687 8,180 +390
May12 110629 93.500 93.800 93.050 93.800 +1.150 0 505 +0
Jun12 110629 95.350 96.300 95.350 96.000 +0.650 215 4,930 +78
Total Volume and Open Interest 45,072 231,338 +944
Class III Milk(CME)
Jun11 110627 19.20 19.23 19.15 19.23 unch 34 5,048 -4
Jul11 110629 20.40 20.55 20.30 20.49 +0.09 189 5,967 +51
Aug11 110629 19.38 19.48 19.33 19.39 unch 383 5,727 +212
Sep11 110629 18.70 18.90 18.68 18.74 +0.04 246 5,023 +147
Oct11 110629 17.98 18.10 17.89 18.07 +0.17 89 3,980 +53
Total Volume and Open Interest 1,125 36,863 +482
Cocoa(ICE)
Jul11 110629 3050 3149 3050 3114 +96 3 29 +3
Sep11 110629 3053 3125 3046 3119 +96 5,294 68,219 -61
Dec11 110629 3082 3141 3069 3139 +92 922 37,531 +416
Mar12 110629 3117 3175 3107 3175 +92 423 30,595 +81
May12 110629 3115 3175 3104 3171 +90 166 8,954 -16
Jul12 110629 3112 3176 3108 3176 +93 4 3,625 +2
Sep12 110629 3120 3183 3120 3179 +90 41 6,213 -19
Total Volume and Open Interest 6,887 162,081 +433
Coffee "C"(ICE)
Jul11 110629 258.90 260.25 254.00 260.25 +2.35 74 495 -284
Sep11 110629 258.50 262.90 252.00 260.70 +1.80 9,458 57,313 -836
Dec11 110629 262.45 266.25 256.00 264.05 +1.65 3,067 31,205 +1,358
Mar12 110629 264.90 268.75 260.05 266.75 +1.45 367 9,042 +112
May12 110629 266.50 270.00 261.50 268.10 +1.20 243 3,590 +101
Jul12 110629 268.65 270.40 266.60 268.50 +1.15 39 1,493 -6
Total Volume and Open Interest 13,280 105,676 +440
Orange Juice(ICE)
Jul11 110629 193.50 195.35 193.00 194.70 -0.10 808 3,879 -499
Sep11 110629 188.15 188.90 185.95 186.80 -1.80 1,569 25,771 +547
Nov11 110629 179.25 180.25 178.05 178.85 -1.00 174 5,903 +40
Jan12 110629 175.00 176.00 175.00 175.10 -0.75 11 1,169 +6
Mar12 110629 173.80 173.80 173.80 173.80 -0.80 6 255 +0
May12 110629 173.25 173.25 173.25 173.25 -0.80 2 171 +1
Total Volume and Open Interest 2,570 37,247 +95
Sugar #11(ICE)
Jul11 110629 29.25 29.69 28.70 29.28 unch 35,584 39,162 -11,417
Oct11 110629 26.98 27.30 26.34 26.92 -0.09 42,209 299,455 +5,761
Mar12 110629 26.02 26.38 25.60 26.17 +0.07 10,723 124,930 +890
May12 110629 25.00 25.35 24.75 25.22 +0.10 1,919 36,778 +459
Jul12 110629 24.55 24.77 24.16 24.63 +0.05 1,222 58,600 +163
Total Volume and Open Interest 92,317 618,689 -3,976
London Cocoa(LCE)
Jul11 110629 1918 1939 1905 1935 +36 1,954 50,158 -1,066
Sep11 110629 1936 1963 1927 1959 +41 4,680 50,509 +290
Dec11 110629 1957 1985 1948 1983 +44 1,292 37,872 +1,106
Mar12 110629 1970 1997 1964 1994 +41 971 40,459 +82
May12 110629 1980 2008 1976 2006 +44 110 11,035 +83
Jul12 110629 1980 2017 1980 2015 +49 15 5,012 +0
Sep12 110629 1990 2020 1990 2020 +48 8 3,201 +0
Total Volume and Open Interest 9,030 206,242 +495
London Sugar(LCE)
Aug11 110629 765.90 767.90 744.30 766.70 +1.90 1,934 19,356 -577
Oct11 110629 691.10 699.00 681.80 693.80 -3.20 1,413 15,661 +184
Dec11 110629 667.50 678.00 661.50 670.10 -2.90 268 5,718 -14
Mar12 110629 657.30 662.50 650.20 657.30 -3.40 300 6,154 +150
May12 110629 641.80 644.30 638.90 644.30 -3.10 121 2,569 +33
Total Volume and Open Interest 4,038 52,305 -223
Cotton(ICE)
Jul11 110629 161.96 162.75 161.00 162.14 +1.23 288 1,897 -258
Oct11 110629 127.37 130.40 127.12 127.24 -0.77 91 457 -11
Dec11 110629 122.00 124.66 119.81 121.40 -0.61 11,722 102,405 +1,068
Mar12 110629 113.02 115.60 111.07 112.50 -1.04 2,177 16,621 +567
May12 110629 107.26 111.73 107.25 108.77 -0.50 492 3,682 +59
Jul12 110629 106.57 107.74 104.09 105.12 -0.19 259 5,629 +10
Total Volume and Open Interest 15,051 133,962 +1,436
Lumber(CME)
Jul11 110629 229.7 238.6 227.7 236.0 +7.4 179 1,514 -108
Sep11 110629 240.9 249.0 239.0 249.0 +10.0 174 6,289 +14
Nov11 110629 251.7 259.5 251.7 258.0 +8.5 41 1,845 -8
Jan12 110629 274.0 282.0 274.0 279.9 +7.9 3 112 +1
Total Volume and Open Interest 397 9,767 -101
Crude Oil(NYM)
Aug11 110629 93.37 95.84 92.66 94.77 +1.88 278,681 318,472 -12,500
Sep11 110629 93.89 96.36 93.22 95.32 +1.86 64,061 173,915 +1,519
Oct11 110629 94.20 96.87 93.80 95.84 +1.83 34,056 71,401 -4,400
Nov11 110629 94.65 97.22 94.35 96.36 +1.79 20,158 58,726 -273
Dec11 110629 95.11 97.78 94.72 96.81 +1.75 48,015 186,463 +440
Jan12 110629 95.29 98.14 95.29 97.19 +1.72 5,357 52,312 -640
Feb12 110629 96.30 98.49 96.04 97.57 +1.71 3,719 24,641 +315
Mar12 110629 96.66 98.66 96.29 97.92 +1.70 3,541 31,356 -1,319
Apr12 110629 97.03 98.31 97.03 98.26 +1.70 2,893 17,620 -1,019
May12 110629 97.66 99.26 97.14 98.59 +1.70 3,462 16,237 -1,604
Jun12 110629 96.99 99.51 96.99 98.91 +1.70 13,912 72,935 -1,409
Jul12 110629 97.72 99.73 97.72 99.13 +1.70 1,689 29,610 -1,072
Aug12 110629 98.85 99.25 98.85 99.25 +1.68 1,274 12,525 -118
Sep12 110629 99.35 99.35 99.35 99.35 +1.66 1,455 14,152 -495
Oct12 110629 99.48 99.48 99.48 99.48 +1.65 475 9,960 -286
Nov12 110629 99.65 99.65 99.65 99.65 +1.63 506 22,554 -290
Total Volume and Open Interest 516,490 1,503,059 -24,034
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 110629 93.800 96.400 93.200 95.325 +1.875 720 1,551 +416
Oct11 110629 94.075 96.525 94.075 95.850 +1.850 35 246 +3
Nov11 110629 95.375 96.350 94.900 96.350 +1.775 7 24 -5
Dec11 110629 95.450 97.475 95.450 96.800 +1.750 4 303 -1
Jan12 110629 96.575 97.200 96.575 97.200 +1.725 2 6 +0
Feb12 110629 97.575 97.575 97.575 97.575 +1.725 1 3 +0
Mar12 110629 97.925 97.925 97.925 97.925 +1.700 1 11 +0
Total Volume and Open Interest 10,602 5,308 +726
Heating Oil(NYM)
Jul11 110629 282.35 293.14 281.50 292.02 +9.45 28,565 21,650 -8,576
Aug11 110629 284.33 294.80 282.99 293.47 +9.32 48,923 91,789 +5,953
Sep11 110629 286.26 296.41 285.03 295.31 +9.22 10,530 45,852 +557
Oct11 110629 292.88 298.44 291.44 297.26 +9.12 5,977 21,511 +479
Nov11 110629 292.74 299.68 292.74 299.23 +9.05 2,362 20,918 -536
Dec11 110629 291.72 302.00 291.31 301.13 +8.99 9,009 33,788 -1,168
Jan12 110629 293.70 304.04 293.70 302.92 +8.92 2,090 18,564 +65
Feb12 110629 300.51 304.40 300.51 303.60 +8.82 960 8,451 +9
Mar12 110629 297.12 304.16 296.81 303.28 +8.80 748 6,772 +62
Apr12 110629 298.63 302.09 298.63 301.71 +8.78 77 2,935 +35
May12 110629 298.50 300.10 298.50 300.10 +8.74 209 2,590 +99
Jun12 110629 290.01 299.22 290.01 298.98 +8.70 2,149 20,369 -134
Total Volume and Open Interest 113,007 309,154 -3,161
Gasoline(NYMEX)
Jul11 110629 288.96 301.30 288.05 300.97 +12.01 28,750 15,840 -6,693
Aug11 110629 282.33 294.17 280.25 293.49 +11.93 40,851 70,033 +696
Sep11 110629 278.00 290.84 278.00 290.17 +11.31 16,139 42,183 +1,001
Oct11 110629 267.05 279.02 266.85 278.46 +10.59 7,386 23,300 -11
Nov11 110629 265.10 276.15 264.36 275.70 +9.87 3,002 13,688 -72
Dec11 110629 264.89 275.12 263.62 274.52 +9.47 5,410 31,161 +302
Jan12 110629 268.41 275.40 266.95 274.84 +9.31 653 7,213 -72
Feb12 110629 275.16 276.32 273.99 276.32 +9.12 267 4,723 +31
Mar12 110629 272.32 278.04 271.63 278.04 +8.97 170 5,565 -12
Apr12 110629 288.24 289.89 288.24 289.89 +8.86 134 3,839 -1
Total Volume and Open Interest 104,155 235,298 -4,396
e-miNY RBOB Gasoline(NYM)
Jul11 110629 301.00 301.00 300.97 301.00 +12.00 0 3 +0
Aug11 110629 292.00 293.50 292.00 293.50 +11.90 0 1 +0
Sep11 110629 290.20 290.20 290.17 290.20 +11.30      
Oct11 110629 278.50 278.50 278.46 278.50 +10.60 0 1 +0
Total Volume and Open Interest 0 7 +0
Natural Gas(NYM)
Aug11 110629 4.372 4.378 4.276 4.315 -0.039 73,745 157,579 +6,307
Sep11 110629 4.394 4.397 4.298 4.334 -0.039 14,913 209,091 -1,082
Oct11 110629 4.433 4.433 4.335 4.373 -0.039 13,446 117,680 +716
Nov11 110629 4.549 4.549 4.469 4.493 -0.042 7,741 79,839 +1,573
Dec11 110629 4.730 4.740 4.652 4.676 -0.043 4,646 45,737 +250
Jan12 110629 4.827 4.827 4.752 4.777 -0.041 8,784 91,814 +457
Feb12 110629 4.795 4.800 4.761 4.772 -0.041 2,076 21,233 +264
Mar12 110629 4.759 4.770 4.694 4.719 -0.041 1,884 44,274 -97
Apr12 110629 4.614 4.649 4.570 4.594 -0.039 2,479 43,805 -130
May12 110629 4.637 4.643 4.603 4.616 -0.039 204 9,854 -78
Jun12 110629 4.681 4.690 4.638 4.649 -0.039 762 11,148 -177
Jul12 110629 4.705 4.723 4.681 4.694 -0.039 650 9,466 +309
Aug12 110629 4.711 4.750 4.711 4.722 -0.039 361 7,568 +58
Sep12 110629 4.731 4.762 4.731 4.732 -0.039 87 7,316 -14
Oct12 110629 4.804 4.805 4.760 4.772 -0.039 634 25,229 +242
Nov12 110629 4.887 4.924 4.884 4.908 -0.039 249 4,438 +17
Total Volume and Open Interest 203,621 967,977 -9,688
Brent Crude Oil(ICE)
Aug11 110629 108.65 112.67 108.10 112.40 +3.62 204,812 175,119 -2,824
Sep11 110629 108.64 112.63 108.08 112.38 +3.62 108,345 149,782 +945
Oct11 110629 108.77 112.81 108.25 112.53 +3.61 64,749 56,950 -3,838
Nov11 110629 108.64 112.95 108.39 112.66 +3.60 33,215 39,545 -4,861
Dec11 110629 109.00 113.00 108.48 112.73 +3.58 85,819 97,891 +209
Jan12 110629 108.80 113.01 108.80 112.73 +3.54 8,562 22,639 -224
Feb12 110629 108.81 112.99 108.81 112.71 +3.51 4,540 17,453 +262
Mar12 110629 108.81 112.88 108.81 112.68 +3.48 3,305 32,223 -659
Apr12 110629 109.63 112.91 109.63 112.65 +3.48 3,363 10,724 +517
May12 110629 112.62 112.62 112.62 112.62 +3.48 2,738 6,801 +587
Jun12 110629 108.54 112.78 108.54 112.57 +3.47 14,487 41,618 +954
Jul12 110629 112.48 112.48 112.48 112.48 +3.46 1,043 7,112 +163
Aug12 110629 112.37 112.37 112.37 112.37 +3.45 620 4,983 +206
Sep12 110629 112.22 112.22 112.22 112.22 +3.43 866 6,598 -3
Total Volume and Open Interest 577,384 807,568 -7,151
Gas Oil(ICE)
Jul11 110629 894.25 927.25 890.50 923.25 +32.50 55,845 93,181 +6,638
Aug11 110629 899.25 931.00 894.25 926.75 +32.25 79,588 126,204 +4,693
Sep11 110629 901.25 933.75 897.75 930.00 +31.75 27,518 77,493 +3,298
Oct11 110629 901.00 935.50 901.00 932.50 +31.50 10,914 40,205 +340
Nov11 110629 904.00 937.50 904.00 935.00 +31.50 6,694 29,222 -265
Dec11 110629 910.00 941.00 906.25 937.50 +31.25 34,666 65,731 -2,601
Jan12 110629 909.75 943.00 909.75 940.50 +31.00 3,666 30,479 +1,331
Feb12 110629 912.00 945.75 912.00 942.50 +31.00 1,386 11,215 +16
Mar12 110629 913.50 947.50 913.50 944.00 +31.00 1,411 11,364 +209
Apr12 110629 914.00 944.75 914.00 944.75 +31.25 1,052 7,098 +290
Total Volume and Open Interest 237,394 594,469 +14,363
Ethanol(CBOT)
Jun11 110603 2.638 2.640 2.633 2.640 -0.012 38 199 -65
Jul11 110629 2.740 2.759 2.699 2.733 +0.063 324 393 -80
Aug11 110629 2.667 2.683 2.617 2.624 +0.025 328 1,176 +50
Sep11 110629 2.594 2.620 2.547 2.556 +0.021 244 1,478 -78
Oct11 110629 2.515 2.515 2.444 2.449 +0.011 44 1,213 -1
Nov11 110629 2.442 2.442 2.380 2.387 +0.007 207 796 -123
Dec11 110629 2.410 2.410 2.355 2.363 +0.003 260 1,269 +22
Jan12 110629 2.336 2.336 2.319 2.327 +0.004 186 540 -72
Total Volume and Open Interest 1,704 8,779 -248
WTI Crude Oil(ICE
Aug11 110629 93.00 95.83 92.66 94.77 +1.88 63,974 67,845 +1,485
Sep11 110629 93.52 96.35 93.22 95.32 +1.86 19,742 47,345 +1,943
Oct11 110629 93.88 96.88 93.88 95.84 +1.83 12,086 30,464 -273
Nov11 110629 95.00 97.13 94.46 96.36 +1.79 6,570 23,625 -1,141
Dec11 110629 95.29 97.74 94.99 96.81 +1.75 21,981 84,658 +1,628
Jan12 110629 95.67 98.10 95.44 97.19 +1.72 2,613 17,822 +314
Feb12 110629 96.26 98.46 95.97 97.57 +1.71 1,339 5,080 +211
Mar12 110629 96.56 98.79 96.34 97.92 +1.70 1,447 13,038 +162
Apr12 110629 96.88 98.86 96.68 98.26 +1.70 636 4,695 +34
May12 110629 98.59 98.59 98.59 98.59 +1.70 471 3,039 +38
Jun12 110629 97.47 99.43 97.44 98.91 +1.70 2,888 27,342 -566
Jul12 110629 99.13 99.13 99.13 99.13 +1.70 192 4,058 -28
Aug12 110629 99.25 99.25 99.25 99.25 +1.68 52 963 -16
Sep12 110629 99.35 99.35 99.35 99.35 +1.66 15 5,044 +0
Oct12 110629 99.48 99.48 99.48 99.48 +1.65 15 526 +15
Nov12 110629 99.65 99.65 99.65 99.65 +1.63 15 1,626 +14
Total Volume and Open Interest 142,416 449,568 +4,579
US Dollar Index(ICE)
Sep11 110629 75.480 75.540 74.995 75.075 -0.415 35,328 52,179 +40
Dec11 110629 75.735 75.755 75.500 75.515 -0.425 27 529 +12
Mar12 110629 76.015 76.015 76.015 76.015 -0.425 0 1 +0
Total Volume and Open Interest 35,355 52,709 +52
Australian Dollar(CME)
Sep11 110629 104.25 105.78 104.12 105.65 +1.35 123,473 94,883 -5,398
Dec11 110629 103.00 104.54 103.00 104.47 +1.31 26 208 -10
Mar12 110629 103.32 103.32 102.05 103.32 +1.27 1 2 +1
Total Volume and Open Interest 123,500 95,096 -5,407
British Pound(CME)
Sep11 110629 159.80 160.59 159.54 160.38 +0.65 94,423 100,873 -2,058
Dec11 110629 160.10 160.38 159.57 160.21 +0.64 22 124 +3
Mar12 110629 160.03 160.03 159.40 160.03 +0.63 0 2 +0
Total Volume and Open Interest 94,445 101,005 -2,055
Canadian Dollar(CME)
Sep11 110629 101.72 103.00 101.57 102.81 +1.23 71,941 88,317 -948
Dec11 110629 101.50 102.73 101.38 102.59 +1.21 265 3,970 +42
Mar12 110629 102.06 102.61 101.19 102.39 +1.20 8 543 +0
Jun12 110629 102.15 102.15 100.96 102.15 +1.19 2 249 -1
Total Volume and Open Interest 72,216 93,209 -907
Japanese Yen(CME)
Sep11 110629 123.44 124.28 123.23 123.67 +0.36 113,095 95,254 -5,297
Dec11 110629 123.61 124.23 123.44 123.78 +0.34 113 447 +44
Mar12 110629 123.95 123.95 123.62 123.95 +0.33 0 42 +0
Total Volume and Open Interest 113,208 95,759 -5,254
Swiss Franc(CME)
Sep11 110629 120.26 120.59 119.56 119.88 -0.38 37,000 49,569 -634
Dec11 110629 120.27 120.65 119.70 119.99 -0.39 17 144 +0
Mar12 110629 120.30 120.54 120.10 120.10 -0.44 0 1 +0
Total Volume and Open Interest 37,017 49,717 -634
EuroFX(CME)
Sep11 110629 143.38 144.16 142.92 143.94 +0.63 293,388 178,429 -4,833
Dec11 110629 142.86 143.79 142.69 143.55 +0.61 86 407 +6
Mar12 110629 142.71 143.13 142.57 143.13 +0.56 8 365 +4
Total Volume and Open Interest 293,482 180,032 -4,823
Mexican Peso(CME)
Jul11 110629 850.2 850.2 845.8 850.2 +4.5      
Aug11 110629 848.2 848.2 843.8 848.2 +4.5      
Total Volume and Open Interest 15,848 91,006 +186
30-Year T-Bonds(CBOT)
Sep11 110629 124~090 124~300 123~090 123~180 -0~210 338,742 654,304 -5,513
Dec11 110629 122~210 122~230 121~290 122~030 -0~200 25 53 +4
Mar12 110629 120~210 121~090 120~210 120~210 -0~200      
Total Volume and Open Interest 338,767 654,357 -9,776
10-Year T-Notes(CBOT)
Sep11 110629 123~140 123~310 122~190 122~270 -0~155 1,246,667 1,823,241 -41,650
Dec11 110629 122~005 122~005 121~125 121~125 -0~175 30 7,775 +1
Mar12 110629 120~125 120~300 120~125 120~125 -0~175      
Total Volume and Open Interest 1,246,697 1,831,016 -41,649
5-Year T-Notes(CBOT)
Jun11 110613 120~120 121~001 120~087 120~108 +0~072 272,931 205,061 -65,504
Sep11 110629 119~103 119~106 119~039 119~064 -0~028 661,872 1,570,199 -14,196
Dec11 110629 118~048 118~076 118~048 118~048 -0~028 0 3 +0
Total Volume and Open Interest 663,200 1,590,605 -14,893
2 Year T-Notes(CBOT)
Jun11 110629 109~120 109~125 109~113 109~122 +0~009 1,868 14,662 -1,488
Sep11 110629 109~082 109~091 109~077 109~087 +0~008 308,296 1,051,560 +5,781
Dec11 110629 109~059 109~059 109~051 109~059 +0~008 0 31 +0
Total Volume and Open Interest 310,164 1,066,253 +4,293
Eurodollars(CME)
Sep11 110629 99.600 99.640 99.595 99.635 +0.035 394,318 1,310,656 +7,540
Dec11 110629 99.495 99.555 99.490 99.545 +0.050 304,468 1,335,992 -8,592
Mar12 110629 99.420 99.480 99.415 99.470 +0.050 270,350 1,579,290 -17,935
Jun12 110629 99.315 99.365 99.305 99.345 +0.040 229,984 1,454,123 +5,339
Sep12 110629 99.155 99.185 99.130 99.155 +0.015 230,459 1,015,692 +1,998
Dec12 110629 98.960 98.965 98.890 98.925 -0.010 265,486 688,191 -35,046
Mar13 110629 98.750 98.770 98.660 98.700 -0.040 252,729 551,496 -15,318
Jun13 110629 98.530 98.550 98.420 98.465 -0.060 184,942 353,469 -12,282
Sep13 110629 98.315 98.330 98.185 98.230 -0.075 120,279 348,651 +1,433
Dec13 110629 98.070 98.085 97.930 97.975 -0.090 112,292 270,105 +12,427
Mar14 110629 97.835 97.850 97.690 97.735 -0.090 95,602 241,265 +12,619
Jun14 110629 97.590 97.605 97.440 97.485 -0.090 80,282 176,144 +7,151
Sep14 110629 97.340 97.360 97.195 97.235 -0.090 35,750 96,122 +1,609
Dec14 110629 97.085 97.105 96.940 96.980 -0.090 23,714 88,963 +2,253
Mar15 110629 96.865 96.880 96.720 96.760 -0.085 21,798 82,429 +558
Jun15 110629 4.895 4.895 4.750 4.785 -0.085 14,569 66,246 +1,142
Sep15 110629 4.670 4.675 4.540 4.575 -0.080 10,946 56,624 +1,150
Dec15 110629 4.475 4.475 4.335 4.375 -0.075 8,665 51,658 +588
Total Volume and Open Interest      
30 Day Federal Funds(CBOT)
Jun11 110629 99.908 99.908 99.905 99.905 unch 3,353 62,743 +426
Jul11 110629 99.895 99.905 99.895 99.900 unch 2,095 66,527 +121
Aug11 110629 99.875 99.880 99.875 99.880 unch 1,746 57,638 +45
Sep11 110629 99.860 99.865 99.855 99.860 unch 1,341 44,498 +10
Oct11 110629 99.845 99.855 99.845 99.850 unch 2,735 52,378 +390
Nov11 110629 99.835 99.840 99.830 99.835 unch 2,429 45,734 -319
Total Volume and Open Interest 38,761 785,164 -926
30 Day Fed Funds(e-CBOT)
3-Mth Euro-Yen(CME)
Sep11 110628 99.665 99.665 99.665 99.665 -0.003      
Dec11 110629 99.665 99.665 99.665 99.665 unch 0 75 +0
Mar12 110629 99.655 99.655 99.655 99.655 unch      
Jun12 110629 99.647 99.647 99.647 99.647 unch      
Sep12 110629 99.580 99.580 99.580 99.580 unch      
Dec12 110629 99.540 99.540 99.540 99.540 unch      
Mar13 110629 99.540 99.540 99.540 99.540 unch      
Jun13 110629 99.495 99.495 99.495 99.495 unch      
Sep13 110629 99.355 99.355 99.355 99.355 unch      
Dec13 110629 99.215 99.215 99.215 99.215 unch      
Total Volume and Open Interest 0 126 +0
3-Mth Euro-Yen(SGX)
Sep11 110629 99.67 99.67 99.67 99.67 unch 0 1,235 +0
Dec11 110629 99.67 99.67 99.67 99.67 unch 0 1,392 +0
Mar12 110629 99.65 99.65 99.65 99.65 unch 5 1,823 +0
Jun12 110629 99.64 99.65 99.64 99.65 unch 20 1,514 +0
Sep12 110629 99.58 99.58 99.58 99.58 unch 0 411 +0
Dec12 110629 99.54 99.54 99.54 99.54 unch 0 24 +0
Mar13 110629 99.54 99.54 99.54 99.54 unch 0 1 +0
Jun13 110629 99.50 99.50 99.50 99.50 unch      
Total Volume and Open Interest 25 6,400 +0
Japanese Gov't Bonds(SGX)
Sep11 110629 141.59 141.60 141.21 141.35 -0.24 1,480 23,772 +226
Dec11 110629 140.90 140.90 140.90 140.90 -0.24 3 2 +1
Mar12 110629 138.81 138.81 138.81 138.81 -0.24      
Total Volume and Open Interest 1,483 23,774 +227
Euro-Bund(EUREX)
Sep11 110629 126.27 126.33 125.60 125.90 -0.66 863,974 966,637 -50,382
Dec11 110629 124.93 124.94 124.36 124.63 -0.66 2 237 +0
Mar12 110629 124.62 124.62 124.62 124.62 -0.66      
Total Volume and Open Interest 863,976 966,874 +6,851
Euro-Bobl(EUREX)
Sep11 110627 118.13 118.16 117.75 117.81 -0.22 680,531 778,512 -4,116
Dec11 110629 115.98 115.98 115.98 115.98 -0.51 2 709 -22
Mar12 110629 115.95 115.95 115.95 115.95 -0.51      
Total Volume and Open Interest 526,639 779,975 +9,499
3-Mth Euribor(EUREX)
Jun11 110613 98.530 98.530 98.530 98.530 +0.005 299 4,770 +0
Sep11 110629 98.290 98.290 98.285 98.285 -0.015 1 2,598 +0
Dec11 110629 98.170 98.175 98.145 98.145 -0.050 1 1,406 +0
Total Volume and Open Interest 806 7,571 +527
Long Gilt(LIFFE)
Sep11 110629 121~06 121~06 120~12 120~22 -0~23 84,026 359,346 -16
Dec11 110629 122~30 122~30 122~30 122~30 -0~23      
Total Volume and Open Interest 87,989 366,443 -3,979
3-Mth Short Sterling(LIFFE)
Sep11 110629 99.10 99.13 99.09 99.11 +0.01 87,010 454,472 -26,157
Dec11 110629 99.03 99.05 99.02 99.03 -0.01 90,618 461,828 +13,666
Mar12 110629 98.94 98.96 98.92 98.93 -0.03 40,113 444,848 +4,229
Jun12 110629 98.82 98.84 98.79 98.80 -0.06 33,503 308,044 -8,548
Sep12 110629 98.68 98.69 98.62 98.64 -0.08 40,768 287,313 -5,077
Dec12 110629 98.48 98.50 98.42 98.44 -0.09 38,283 250,365 +2,329
Total Volume and Open Interest 403,856 2,577,592 -19,870
3-Mth Euribor(LIFFE)
Sep11 110629 98.295 98.305 98.265 98.285 -0.015 93,037 750,656 -7,501
Dec11 110629 98.180 98.190 98.125 98.145 -0.050 112,543 551,779 +800
Mar12 110629 98.115 98.120 98.040 98.065 -0.070 111,708 537,102 +1,604
Total Volume and Open Interest 636,002 3,562,918 +3,253
3-Mth Aus T-Bills(SFE)
Sep11 110629 95.23 95.24 95.14 95.17 -0.06 42,479 269,034 +840
Dec11 110629 95.24 95.24 95.14 95.16 -0.08 51,440 245,886 -15,496
Mar12 110629 95.21 95.21 95.11 95.12 -0.10 18,775 122,886 -3,017
Jun12 110629 95.17 95.17 95.06 95.07 -0.11 7,387 82,993 +986
Sep12 110629 95.13 95.13 95.01 95.02 -0.12 5,436 54,519 +1,007
Dec12 110629 95.06 95.08 94.96 94.97 -0.13 4,062 36,598 +278
Mar13 110629 95.02 95.02 94.93 94.94 -0.13 2,112 28,301 +1,008
Jun13 110629 94.97 94.97 94.88 94.89 -0.13 512 9,239 +20
Sep13 110629 94.82 94.87 94.82 94.85 -0.13 112 1,938 +3
Dec13 110629 94.78 94.78 94.78 94.78 -0.15 9 1,410 +9
Total Volume and Open Interest 132,326 852,949 -14,362
10-Year Aus T-Bonds(SFE)
Sep11 110629 94.93 94.93 94.80 94.81 -0.12 71,826 408,191 +5,414
Dec11 110629 94.81 94.81 94.81 94.81 -0.12      
Total Volume and Open Interest 71,826 408,191 +5,414
3-Year Aus T-Bonds(SFE)
Sep11 110629 95.42 95.42 95.27 95.28 -0.14 177,459 600,811 -34,966
Dec11 110629 95.28 95.28 95.28 95.28 -0.14      
Total Volume and Open Interest 177,459 600,811 -34,966
Gold(CMX)
Aug11 110629 1502.5 1513.8 1500.8 1510.4 +10.2 128,943 317,624 -12,304
Oct11 110629 1506.0 1514.0 1505.0 1511.5 +10.3 677 12,336 -67
Dec11 110629 1504.7 1515.9 1503.8 1512.7 +10.3 6,014 75,778 +150
Feb12 110629 1511.0 1517.3 1507.8 1514.1 +10.3 81 9,571 -36
Apr12 110629 1517.7 1517.8 1515.6 1515.6 +10.2 56 6,413 +6
Jun12 110629 1509.4 1517.3 1509.4 1517.3 +10.2 128 13,315 +68
Aug12 110629 1519.1 1519.3 1514.8 1519.3 +10.2 1 4,519 +1
Oct12 110629 1521.5 1521.5 1521.5 1521.5 +10.2 0 4,099 +0
Dec12 110629 1521.0 1526.4 1518.6 1524.0 +10.2 91 13,483 +78
Feb13 110629 1527.3 1527.3 1527.3 1527.3 +10.4 24 580 -12
Apr13 110629 1531.2 1531.2 1531.2 1531.2 +10.7 1 202 +0
Jun13 110629 1535.6 1535.6 1535.6 1535.6 +11.0 51 9,755 +49
Total Volume and Open Interest 137,037 497,792 -12,546
Silver(CMX)
Jul11 110629 3390.5 3493.0 3385.0 3475.0 +111.2 73,879 19,624 -6,872
Sep11 110629 3397.5 3495.0 3386.0 3476.9 +111.7 31,680 47,064 +3,990
Dec11 110629 3390.5 3491.0 3390.5 3478.9 +112.2 3,500 24,119 +289
Mar12 110629 3434.0 3478.3 3428.0 3478.3 +112.6 203 4,934 +15
May12 110629 3430.5 3477.0 3414.0 3477.0 +113.3 8 1,355 +2
Jul12 110629 3427.5 3476.4 3415.5 3476.4 +114.2 4 1,818 +1
Sep12 110629 3475.3 3475.3 3475.3 3475.3 +114.2 9 212 -3
Total Volume and Open Interest 109,880 118,010 -2,502
Platinum(NYMEX)
Jul11 110629 1702.0 1731.8 1694.5 1723.8 +32.1 7,943 5,026 -3,380
Oct11 110629 1703.0 1735.3 1695.5 1726.6 +33.1 7,358 27,741 +2,759
Jan12 110629 1717.2 1730.2 1717.2 1729.8 +32.5 32 701 +32
Apr12 110629 1725.0 1732.3 1725.0 1732.3 +32.5 0 73 +0
Total Volume and Open Interest 15,333 33,548 -589
Palladium(NYMEX)
Sep11 110629 737.25 754.00 734.75 751.90 +16.75 3,042 18,780 -350
Dec11 110629 742.10 753.15 742.10 753.15 +16.75 18 708 +8
Mar12 110629 98.99 98.99 98.99 98.99 +16.75 2 46 +1
Total Volume and Open Interest 3,073 19,543 -336
Copper(CMX)
Jul11 110629 410.00 422.00 409.85 420.95 +11.75 33,663 17,062 -8,084
Sep11 110629 411.50 423.40 411.25 422.40 +11.60 20,419 64,580 -1,860
Dec11 110629 413.00 425.40 412.95 423.95 +11.40 1,257 26,412 +312
Mar12 110629 416.75 426.05 416.75 424.60 +11.05 434 8,919 +106
May12 110629 424.60 426.05 424.60 424.60 +10.85 2 1,623 +0
Total Volume and Open Interest 56,301 125,473 -9,567
DJIA Index(CBOT)
Sep11 110629 12134 12220 12110 12218 +77 524 7,479 +144
Dec11 110629 12147 12147 12072 12147 +75 0 85 +0
Mar12 110629 12088 12088 12013 12088 +75      
Jun12 110629 12021 12021 11946 12021 +75      
Total Volume and Open Interest 524 7,564 +144
Mini DJIA Index(CBOT)
Jun11 110617 11968 12078 11927 12047 +80 34,294 49,515 -5,412
Sep11 110629 12135 12223 12107 12218 +77 104,596 75,585 -258
Dec11 110629 12073 12149 12046 12147 +75 30 297 +10
Mar12 110629 12088 12088 12088 12088 +75 1 11 +1
Total Volume and Open Interest 104,627 75,893 -247
S & P 500(CME)
Sep11 110629 1293.80 1305.50 1291.70 1304.30 +9.80 11,032 252,416 +794
Dec11 110629 1298.90 1299.20 1298.80 1298.90 +9.70 7 10,485 +6
Mar12 110629 1293.40 1293.40 1293.20 1293.40 +9.70 0 4 +0
Jun12 110629 1288.40 1288.40 1288.20 1288.40 +9.70 0 5 +0
Total Volume and Open Interest 11,039 262,910 +800
S & P 500 E-Mini(Globex)
Sep11 110629 1293.50 1305.50 1291.50 1304.25 +9.75 2,000,732 2,536,579 -39,017
Dec11 110629 1288.50 1300.00 1286.50 1299.00 +9.75 1,216 9,144 +373
Total Volume and Open Interest 2,001,950 2,545,775 -38,643
NASDAQ 100(CME)
Sep11 110629 2291.00 2300.00 2274.00 2294.00 +10.00 941 9,600 -33
Dec11 110629 2289.30 2289.30 2274.00 2289.30 +10.00 0 2 +0
Mar12 110629 2286.80 2286.80 2286.30 2286.80 +10.00      
Total Volume and Open Interest 941 9,602 -33
NASDAQ 100 E-Mini(Globex)
Sep11 110629 2283.00 2300.50 2274.80 2294.00 +10.00 287,433 265,454 -9,855
Dec11 110629 2276.80 2294.00 2271.50 2289.30 +10.00 31 60 -6
Total Volume and Open Interest 287,464 265,514 -9,861
S & P Midcap 400(CME)
Sep11 110629 971.10 974.00 971.10 971.10 +6.10 8 905 -6
Dec11 110629 970.10 973.00 970.10 970.10 +6.10      
Mar12 110629 968.10 971.00 968.10 968.10 +6.10      
Total Volume and Open Interest 8 905 -6
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Sep11 110627 9625 9690 9585 9680 +70 8,899 28,658 -424
Dec11 110629 9845 9845 9845 9845 +85 0 1 +0
Total Volume and Open Interest 6,874 31,034 -633
Nikkei 225(SGX)
Sep11 110629 9640 9795 9630 9780 +135 79,596 161,788 -2,847
Dec11 110629 9685 9725 9685 9720 +20 313 8,198 +299
Mar12 110629 9715 9715 9715 9715 +135 0 10 +0
Total Volume and Open Interest 80,211 183,699 -2,304
CAC 40(EURONEXT)
Jul11 110629 3863.0 3934.5 3860.5 3919.0 +70.0 103,255 318,440 -23,522
Aug11 110629 3866.5 3931.0 3866.5 3923.5 +70.0 68 38 -25
Sep11 110629 3867.0 3933.0 3866.0 3923.5 +69.5 743 19,538 -133
Total Volume and Open Interest 104,066 338,047 -23,680
Hang Seng Index(HKFE)
Jun11 110629 22240 22279 22104 22117 +124 103,731 75,297 -11,350
Jul11 110629 22241 22276 22003 22117 +130 44,667 50,820 +29,793
Total Volume and Open Interest 149,143 132,245 +18,765
DAX(EUREX)
Jun11 110617 7076.5 7203.5 7036.0 7203.5 +96.5 251,111 90,589 -25,846
Sep11 110629 7224.0 7345.0 7223.5 7322.5 +128.0 115,563 144,618 +5,103
Dec11 110629 7274.5 7367.0 7267.5 7351.0 +128.5 119 7,664 -3
Total Volume and Open Interest 115,760 152,412 +5,158
FT-SE 100(EURONEXT)
Sep11 110629 5762.00 5843.00 5753.50 5828.00 +96.00 81,576 645,445 -4,949
Dec11 110629 5750.00 5803.50 5750.00 5803.50 +96.00 7 674 +3
Mar12 110629 5767.00 5767.00 5767.00 5767.00 +96.50 0 150 +0
Total Volume and Open Interest 81,583 646,279 -4,946
SPI 200(SFE)
Jun11 110617 4517.5 4517.5 4517.5 4517.5 -0.5 19,344 54,828 -132,003
Sep11 110629 4459.0 4533.0 4459.0 4519.0 +49.0 32,126 188,368 +39
Dec11 110629 4486.0 4535.0 4485.0 4535.0 +52.0 185 4,742 +50
Total Volume and Open Interest 32,360 197,171 +138
GSCI(CME)
Jul11 110629 9.64 17.84 4.64 15.64 +14.00 298 10,397 -78
Aug11 110629 11.64 19.64 6.64 17.64 +13.90 0 10 +0
Sep11 110629 18.64 20.64 18.64 18.64 +13.40      
Total Volume and Open Interest 298 10,407 -78
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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