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MRCI's End of Day Prices

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Daily Futures Price Listing Thu June 30, 2011
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jul11 110630 1335.50 1342.50 1290.00 1306.25 -28.00 48,313 26,390 -19,403
Aug11 110630 1328.00 1335.00 1287.25 1299.50 -28.00 33,923 63,320 +3,034
Sep11 110630 1322.25 1330.50 1284.50 1295.50 -28.00 8,313 27,136 +1,221
Nov11 110630 1323.00 1333.00 1286.00 1294.00 -29.00 77,722 295,089 -101
Jan12 110630 1331.50 1342.00 1296.50 1304.25 -28.50 4,330 41,116 +955
Mar12 110630 1339.25 1348.25 1299.00 1307.00 -30.50 1,579 21,358 -196
May12 110630 1337.50 1348.25 1303.50 1308.25 -29.00 2,521 25,864 +612
Total Volume and Open Interest 177,603 530,785 -13,636
Soybean Meal(CBOT)
Jul11 110630 340.40 341.70 327.70 332.20 -5.70 22,237 12,489 -6,392
Aug11 110630 342.00 344.00 330.00 334.50 -5.90 19,761 51,820 +2,770
Sep11 110630 340.80 343.40 330.20 333.50 -6.30 3,487 24,257 +609
Oct11 110630 340.00 341.70 329.50 330.50 -7.40 2,874 16,284 +54
Dec11 110630 339.90 342.20 329.10 330.90 -7.20 25,939 76,863 +875
Jan12 110630 342.70 343.20 332.10 332.50 -7.50 468 6,852 -100
Mar12 110630 343.20 345.00 330.10 333.70 -8.40 488 3,991 +86
May12 110630 345.00 345.50 334.20 334.20 -7.80 375 5,666 +28
Total Volume and Open Interest 75,697 203,355 -2,062
Soybean Oil(CBOT)
Jul11 110630 55.80 56.15 54.44 55.04 -0.79 30,547 24,623 -7,599
Aug11 110630 56.05 56.45 54.51 55.22 -0.82 29,248 39,839 -2,873
Sep11 110630 56.28 56.65 54.75 55.45 -0.83 9,026 34,044 -222
Oct11 110630 56.53 56.88 55.00 55.69 -0.83 2,159 17,444 +257
Dec11 110630 57.01 57.46 55.48 56.15 -0.86 41,205 139,060 -1,207
Jan12 110630 57.51 57.51 56.09 56.42 -0.86 649 14,006 +195
Mar12 110630 57.70 57.70 56.18 56.63 -0.95 566 10,927 +57
May12 110630 56.75 57.75 56.53 56.75 -1.00 278 6,252 +24
Total Volume and Open Interest 113,735 290,459 -11,349
Canola(WCE)
Jul11 110630 586.0 586.0 560.2 560.2 -25.0 3,903 3,177 -2,663
Nov11 110630 571.0 571.0 550.7 552.6 -16.1 9,353 123,960 +1,186
Jan12 110630 578.0 578.0 559.3 559.6 -15.8 332 12,898 +153
Mar12 110630 568.1 570.0 563.3 563.7 -16.1 130 4,580 +11
May12 110630 571.0 574.0 566.5 566.6 -16.3 163 2,023 -1
Total Volume and Open Interest 13,885 149,921 -1,310
Corn(CBOT)
Jul11 110630 699.00 708.50 615.00 629.00 -69.00 135,555 97,408 -46,205
Sep11 110630 678.25 685.75 648.00 648.00 -30.00 120,864 378,409 +9,652
Dec11 110630 650.50 656.00 620.50 620.50 -30.00 146,382 496,180 +3,228
Mar12 110630 662.75 668.25 632.75 632.75 -30.00 13,929 102,114 +1,748
May12 110630 669.25 674.25 639.00 639.00 -30.00 3,633 21,536 -164
Jul12 110630 676.00 680.00 646.00 646.00 -30.00 5,602 58,040 +206
Total Volume and Open Interest 429,556 1,251,856 -31,396
Wheat(CBOT)
Jul11 110630 643.25 651.00 580.25 584.75 -56.50 21,684 17,810 -13,793
Sep11 110630 674.50 680.25 614.25 614.25 -60.00 56,021 174,087 +6,730
Dec11 110630 717.50 721.50 657.50 657.50 -60.00 24,922 129,967 +4,728
Mar12 110630 755.00 759.25 695.50 695.50 -60.00 6,013 35,854 -478
May12 110630 768.75 770.50 711.25 718.00 -53.25 1,364 9,856 -104
Total Volume and Open Interest 113,163 430,282 -2,149
Wheat(KCBT)
Jul11 110630 746.00 748.25 679.25 688.75 -56.25 11,925 8,895 -4,133
Sep11 110630 764.50 769.00 704.00 707.25 -56.75 17,066 74,505 +2,629
Dec11 110630 791.25 794.25 730.00 733.25 -56.75 10,337 55,124 -475
Mar12 110630 806.50 809.00 746.50 749.75 -56.75 3,070 11,148 -1,167
May12 110630 813.00 813.00 753.50 759.75 -52.75 467 2,088 +229
Total Volume and Open Interest 44,307 166,241 -2,529
Wheat(MGE)
Jul11 110630 888.00 888.00 804.50 823.25 -52.75 743 2,936 -610
Sep11 110630 850.25 853.00 789.50 795.00 -54.50 3,899 24,220 +971
Dec11 110630 850.50 851.25 788.25 792.25 -56.00 2,152 19,656 +628
Mar12 110630 859.00 859.00 799.00 800.25 -56.50 712 4,996 +237
May12 110630 860.00 860.00 800.00 800.00 -59.75 245 2,496 +49
Total Volume and Open Interest 8,171 61,130 +1,375
Oats(CBOT)
Jul11 110630 345.00 345.00 325.00 334.00 -11.00 925 644 -1,016
Sep11 110630 352.50 356.25 332.50 341.00 -11.50 752 3,669 +279
Dec11 110630 359.00 362.50 338.50 347.00 -11.50 1,122 7,249 +228
Mar12 110630 356.00 357.50 349.25 357.50 -11.50 29 263 +19
Total Volume and Open Interest 2,828 11,854 -490
Rough Rice(CBOT)
Jul11 110630 13.28 14.00 13.10 13.89 +0.62 1,315 1,783 -1,094
Sep11 110630 14.35 14.85 14.05 14.85 +0.50 1,232 9,848 +681
Nov11 110630 14.69 15.17 14.37 15.17 +0.50 463 5,198 +293
Jan12 110630 15.00 15.49 14.77 15.49 +0.50 1 307 +0
Total Volume and Open Interest 3,012 17,540 -120
Live Cattle(CME)
Jun11 110630 112.000 114.000 110.000 112.750 +1.020 1,078 1,411 -638
Aug11 110630 111.535 111.980 109.600 110.885 -0.695 14,920 141,928 -132
Oct11 110630 118.250 118.800 116.100 117.200 -1.200 9,971 84,674 +328
Dec11 110630 121.635 122.100 118.785 120.000 -1.785 3,951 62,455 +791
Feb12 110630 122.950 123.330 120.330 121.180 -2.150 1,935 22,227 +405
Apr12 110630 124.330 124.400 121.430 122.580 -1.850 725 10,661 +121
Total Volume and Open Interest 32,777 327,517 +899
Feeder Cattle(CME)
Aug11 110630 137.685 139.685 137.485 138.075 +0.290 3,064 20,232 +41
Sep11 110630 138.400 140.000 138.250 138.935 +0.360 964 7,017 +108
Oct11 110630 138.400 140.000 138.285 139.235 +0.410 541 5,176 -17
Nov11 110630 138.325 140.000 138.325 139.075 +0.325 546 3,093 -49
Jan12 110630 137.150 138.600 136.600 137.500 +0.150 418 1,274 -63
Mar12 110630 136.285 137.000 136.250 137.000 +0.200 6 210 -1
Apr12 110630 137.000 137.785 137.000 137.000 unch 11 68 +8
Total Volume and Open Interest 5,559 37,104 +36
Lean Hogs(CME)
Jul11 110630 95.135 96.035 93.980 94.400 -0.830 6,024 13,183 -1,178
Aug11 110630 93.250 93.885 91.250 91.680 -1.500 16,174 80,569 -1,548
Oct11 110630 87.650 88.135 85.330 86.230 -1.470 6,788 57,612 +1,007
Dec11 110630 86.100 86.450 83.000 83.950 -1.900 4,787 44,418 +439
Feb12 110630 88.650 88.800 85.550 86.200 -2.350 2,246 17,715 -599
Apr12 110630 90.000 90.200 87.150 87.750 -2.400 1,863 8,671 +491
May12 110630 93.980 93.980 90.800 91.250 -2.550 13 513 +8
Jun12 110630 95.885 95.885 93.000 93.600 -2.400 298 5,068 +138
Total Volume and Open Interest 38,602 230,340 -998
Class III Milk(CME)
Jun11 110627 19.20 19.23 19.15 19.23 unch 34 5,048 -4
Jul11 110630 20.54 20.60 20.25 20.52 +0.03 130 5,965 -2
Aug11 110630 19.31 19.39 18.90 19.07 -0.32 245 5,779 +52
Sep11 110630 18.74 18.74 18.30 18.44 -0.30 251 5,073 +50
Oct11 110630 18.07 18.10 17.77 17.83 -0.24 124 4,047 +67
Total Volume and Open Interest 951 37,065 +202
Cocoa(ICE)
Jul11 110630 3146 3170 3146 3170 +56 4 29 +0
Sep11 110630 3119 3161 3104 3151 +32 7,226 67,586 -633
Dec11 110630 3146 3183 3133 3171 +32 1,502 37,205 -326
Mar12 110630 3173 3216 3170 3207 +32 617 30,834 +239
May12 110630 3162 3207 3162 3205 +34 380 9,206 +252
Jul12 110630 3177 3210 3177 3209 +33 360 3,945 +320
Sep12 110630 3180 3214 3179 3214 +35 75 6,253 +40
Total Volume and Open Interest 10,243 161,999 -82
Coffee "C"(ICE)
Jul11 110630 264.40 266.20 264.40 265.35 +5.10 51 478 -17
Sep11 110630 262.85 266.80 261.25 265.60 +4.90 12,378 56,290 -1,023
Dec11 110630 265.30 270.15 264.70 269.00 +4.95 2,905 32,195 +990
Mar12 110630 268.10 272.30 267.75 271.60 +4.85 937 9,125 +83
May12 110630 269.35 273.25 269.05 272.90 +4.80 911 3,787 +197
Jul12 110630 269.55 273.55 269.25 273.55 +5.05 213 1,649 +156
Total Volume and Open Interest 17,482 106,103 +427
Orange Juice(ICE)
Jul11 110630 194.00 198.75 194.00 198.60 +3.90 808 3,073 -806
Sep11 110630 186.80 187.80 185.50 187.10 +0.30 1,287 26,050 +279
Nov11 110630 179.00 179.10 177.85 178.60 -0.25 144 5,939 +36
Jan12 110630 174.75 175.50 174.50 174.85 -0.25 5 1,174 +5
Mar12 110630 174.00 174.00 173.60 173.60 -0.20 0 255 +0
May12 110630 173.90 174.00 172.85 172.85 -0.40 0 171 +0
Total Volume and Open Interest 2,244 36,761 -486
Sugar #11(ICE)
Jul11 110630 29.55 30.88 27.97 28.36 -0.92 30,891 25,983 -13,179
Oct11 110630 26.95 27.30 25.50 26.34 -0.58 75,616 301,837 +2,382
Mar12 110630 26.03 26.42 24.87 25.71 -0.46 27,420 131,597 +6,667
May12 110630 25.21 25.44 24.15 24.99 -0.23 9,590 37,526 +748
Jul12 110630 24.57 24.80 23.63 24.49 -0.14 5,895 61,469 +2,869
Total Volume and Open Interest 151,216 618,878 +189
London Cocoa(LCE)
Jul11 110630 1940 1960 1936 1954 +19 1,597 49,473 -685
Sep11 110630 1965 1990 1962 1983 +24 5,213 50,680 +171
Dec11 110630 1987 2014 1986 2009 +26 1,910 37,484 -388
Mar12 110630 2011 2025 1999 2021 +27 3,266 38,749 -1,710
May12 110630 2021 2033 2010 2030 +24 1,155 11,681 +646
Jul12 110630 2031 2039 2022 2039 +24 87 4,998 -14
Sep12 110630 2025 2045 2025 2040 +20 31 3,214 +13
Total Volume and Open Interest 13,261 204,277 -1,965
London Sugar(LCE)
Aug11 110630 765.70 769.50 736.60 739.00 -27.70 3,153 19,448 +92
Oct11 110630 695.60 700.00 667.70 670.30 -23.50 2,820 16,037 +376
Dec11 110630 671.00 678.50 647.40 648.60 -21.50 508 5,823 +105
Mar12 110630 660.50 666.50 641.30 643.00 -14.30 1,185 6,676 +522
May12 110630 646.60 651.00 633.50 633.50 -10.80 303 2,663 +94
Total Volume and Open Interest 8,123 53,569 +1,264
Cotton(ICE)
Jul11 110630 162.75 163.00 158.00 159.79 -2.35 76 1,829 -68
Oct11 110630 128.00 129.37 122.24 123.69 -3.55 39 476 +19
Dec11 110630 121.40 123.00 116.40 118.59 -2.81 6,690 102,754 +349
Mar12 110630 113.40 114.16 107.50 109.62 -2.88 744 16,923 +302
May12 110630 110.26 110.30 103.77 107.07 -1.70 759 4,247 +565
Jul12 110630 106.76 106.80 101.04 104.04 -1.08 945 6,462 +833
Total Volume and Open Interest 9,310 135,984 +2,022
Lumber(CME)
Jul11 110630 237.9 245.0 237.9 244.9 +8.9 279 1,392 -122
Sep11 110630 249.0 259.0 249.0 259.0 +10.0 374 6,287 -2
Nov11 110630 260.2 268.0 260.2 268.0 +10.0 168 1,892 +47
Jan12 110630 280.9 289.9 280.9 289.9 +10.0 2 112 +0
Total Volume and Open Interest 823 9,690 -77
Crude Oil(NYM)
Aug11 110630 95.08 95.82 93.88 95.42 +0.65 279,024 316,712 -1,760
Sep11 110630 95.47 96.32 94.43 95.96 +0.64 78,880 183,770 +9,855
Oct11 110630 96.03 96.80 95.01 96.50 +0.66 40,292 74,297 +2,896
Nov11 110630 96.36 97.30 95.68 97.04 +0.68 27,152 59,899 +1,173
Dec11 110630 97.21 97.70 95.99 97.53 +0.72 61,515 187,392 +929
Jan12 110630 97.71 98.01 96.83 97.96 +0.77 9,214 53,143 +831
Feb12 110630 97.47 98.42 97.02 98.38 +0.81 6,193 25,413 +772
Mar12 110630 97.82 98.83 97.77 98.78 +0.86 5,502 31,980 +624
Apr12 110630 99.21 99.21 99.16 99.16 +0.90 3,757 18,338 +718
May12 110630 99.05 99.58 99.05 99.54 +0.95 3,109 17,488 +1,251
Jun12 110630 98.91 100.00 98.29 99.91 +1.00 12,251 72,738 -197
Jul12 110630 99.74 100.17 99.48 100.17 +1.04 2,542 30,369 +759
Aug12 110630 100.32 100.32 100.32 100.32 +1.07 1,643 12,581 +56
Sep12 110630 99.90 100.43 99.90 100.43 +1.08 1,079 14,444 +292
Oct12 110630 100.00 100.55 100.00 100.55 +1.07 644 10,178 +218
Nov12 110630 100.70 100.70 100.70 100.70 +1.05 846 22,328 -226
Total Volume and Open Interest 574,444 1,524,313 +21,254
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 110630 95.725 96.250 94.425 95.950 +0.625 365 1,551 +0
Oct11 110630 95.625 96.500 95.525 96.500 +0.650 25 245 -1
Nov11 110630 96.500 97.050 96.300 97.050 +0.700 0 23 -1
Dec11 110630 97.025 97.525 96.850 97.525 +0.725 6 304 +1
Jan12 110630 97.950 97.950 97.950 97.950 +0.750 0 6 +0
Feb12 110630 98.375 98.375 98.375 98.375 +0.800 0 3 +0
Mar12 110630 98.775 98.775 98.775 98.775 +0.850 0 11 +0
Total Volume and Open Interest 8,855 5,110 -198
Heating Oil(NYM)
Jul11 110630 292.00 295.17 289.98 293.27 +1.25 22,732 15,260 -6,390
Aug11 110630 293.54 296.48 290.55 294.63 +1.16 45,031 94,798 +3,009
Sep11 110630 295.00 298.09 292.42 296.16 +0.85 13,004 46,523 +671
Oct11 110630 297.29 299.89 295.08 297.84 +0.58 7,023 22,103 +592
Nov11 110630 298.61 301.21 298.05 299.64 +0.41 3,256 21,430 +512
Dec11 110630 300.76 303.48 298.37 301.44 +0.31 9,740 34,665 +877
Jan12 110630 303.05 304.93 300.99 303.11 +0.19 1,486 19,099 +535
Feb12 110630 303.98 305.37 300.89 303.58 -0.02 619 8,606 +155
Mar12 110630 303.43 304.53 301.81 303.07 -0.21 297 6,840 +68
Apr12 110630 303.50 303.50 298.86 301.28 -0.43 94 2,938 +3
May12 110630 299.95 300.00 299.51 299.51 -0.59 29 2,600 +10
Jun12 110630 298.20 299.28 297.10 298.31 -0.67 1,123 20,317 -52
Total Volume and Open Interest 104,796 309,256 +102
Gasoline(NYMEX)
Jul11 110630 300.52 304.04 298.23 303.16 +2.19 22,419 11,376 -4,464
Aug11 110630 293.88 297.15 290.57 296.92 +3.43 42,137 71,536 +1,503
Sep11 110630 289.51 293.50 286.98 292.94 +2.77 16,652 44,815 +2,632
Oct11 110630 278.33 280.03 275.46 279.81 +1.35 7,419 23,209 -91
Nov11 110630 275.05 276.69 273.97 276.56 +0.86 3,552 13,640 -48
Dec11 110630 273.91 275.47 270.85 275.25 +0.73 4,420 30,948 -213
Jan12 110630 275.00 275.75 271.25 275.54 +0.70 605 7,255 +42
Feb12 110630 274.80 277.06 274.78 276.99 +0.67 118 4,752 +29
Mar12 110630 278.68 278.68 278.68 278.68 +0.64 69 5,612 +47
Apr12 110630 290.00 290.39 290.00 290.39 +0.50 73 3,838 -1
Total Volume and Open Interest 98,126 234,667 -631
e-miNY RBOB Gasoline(NYM)
Aug11 110630 296.90 296.92 296.90 296.90 +3.40 0 1 +0
Sep11 110630 292.90 292.94 292.90 292.90 +2.70      
Oct11 110630 279.80 279.81 279.80 279.80 +1.30 0 1 +0
Nov11 110630 276.60 276.60 276.56 276.60 +0.90      
Total Volume and Open Interest 0 7 +0
Natural Gas(NYM)
Aug11 110630 4.313 4.422 4.213 4.374 +0.059 92,105 156,514 -1,065
Sep11 110630 4.340 4.437 4.231 4.393 +0.059 23,453 210,619 +1,528
Oct11 110630 4.377 4.473 4.272 4.432 +0.059 25,930 116,889 -791
Nov11 110630 4.500 4.590 4.399 4.553 +0.060 11,286 80,678 +839
Dec11 110630 4.676 4.773 4.586 4.739 +0.063 8,333 45,801 +64
Jan12 110630 4.751 4.873 4.686 4.844 +0.067 17,007 91,712 -102
Feb12 110630 4.760 4.868 4.687 4.839 +0.067 2,326 21,168 -65
Mar12 110630 4.740 4.820 4.630 4.790 +0.071 6,656 44,890 +616
Apr12 110630 4.560 4.698 4.519 4.677 +0.083 6,162 43,164 -641
May12 110630 4.544 4.720 4.544 4.700 +0.084 1,329 10,173 +319
Jun12 110630 4.631 4.752 4.576 4.732 +0.083 976 11,100 -48
Jul12 110630 4.675 4.798 4.636 4.776 +0.082 430 9,605 +139
Aug12 110630 4.700 4.815 4.640 4.804 +0.082 307 7,579 +11
Sep12 110630 4.685 4.826 4.670 4.814 +0.082 92 7,332 +16
Oct12 110630 4.717 4.874 4.701 4.854 +0.082 945 25,031 -198
Nov12 110630 4.880 4.995 4.850 4.990 +0.082 183 4,501 +63
Total Volume and Open Interest 198,822 959,390 -8,587
Brent Crude Oil(ICE)
Aug11 110630 112.30 113.24 110.72 112.48 +0.08 212,658 153,396 -21,723
Sep11 110630 112.70 113.13 110.70 112.41 +0.03 128,762 149,418 -364
Oct11 110630 112.82 113.22 110.86 112.57 +0.04 67,408 59,201 +2,251
Nov11 110630 112.95 113.31 111.01 112.72 +0.06 31,009 40,050 +505
Dec11 110630 113.00 113.36 111.08 112.80 +0.07 79,894 93,275 -4,616
Jan12 110630 112.65 113.29 111.30 112.82 +0.09 11,415 21,774 -865
Feb12 110630 112.68 113.21 111.48 112.80 +0.09 6,947 17,687 +234
Mar12 110630 112.62 113.14 111.42 112.78 +0.10 5,253 31,915 -308
Apr12 110630 112.45 113.06 111.70 112.73 +0.08 3,126 10,724 +0
May12 110630 112.68 112.68 112.68 112.68 +0.06 2,415 7,262 +461
Jun12 110630 112.26 112.89 111.07 112.61 +0.04 10,431 40,312 -1,306
Jul12 110630 112.51 112.51 112.51 112.51 +0.03 1,607 7,010 -102
Aug12 110630 112.39 112.39 112.39 112.39 +0.02 1,390 4,996 +13
Sep12 110630 112.25 112.25 112.25 112.25 +0.03 996 6,715 +117
Total Volume and Open Interest 597,742 776,198 -31,370
Gas Oil(ICE)
Jul11 110630 926.50 932.50 913.75 926.50 +3.25 81,926 93,035 -146
Aug11 110630 930.00 935.50 917.25 929.50 +2.75 107,531 134,788 +8,584
Sep11 110630 933.00 938.50 920.50 932.50 +2.50 51,623 76,906 -587
Oct11 110630 932.00 941.25 926.00 935.00 +2.50 19,924 42,878 +2,673
Nov11 110630 934.75 942.50 927.25 937.00 +2.00 9,131 29,467 +245
Dec11 110630 940.50 945.50 929.00 939.25 +1.75 40,492 59,740 -5,991
Jan12 110630 943.25 947.75 931.75 941.75 +1.25 4,173 30,226 -253
Feb12 110630 939.25 949.25 934.25 943.25 +0.75 2,826 11,749 +534
Mar12 110630 946.75 950.75 934.75 944.50 +0.50 2,544 11,061 -303
Apr12 110630 940.00 951.25 935.00 944.75 unch 1,034 7,086 -12
Total Volume and Open Interest 330,803 600,386 +5,917
Ethanol(CBOT)
Jun11 110603 2.638 2.640 2.633 2.640 -0.012 38 199 -65
Jul11 110630 2.599 2.599 2.530 2.555 -0.178 336 259 -134
Aug11 110630 2.448 2.475 2.427 2.436 -0.188 503 1,417 +241
Sep11 110630 2.360 2.399 2.349 2.357 -0.199 219 1,446 -32
Oct11 110630 2.290 2.301 2.246 2.256 -0.193 79 1,250 +37
Nov11 110630 2.230 2.258 2.194 2.197 -0.190 76 826 +30
Dec11 110630 2.208 2.236 2.170 2.175 -0.188 52 1,272 +3
Jan12 110630 2.217 2.217 2.139 2.143 -0.184 30 546 +6
Total Volume and Open Interest 1,470 9,015 +236
WTI Crude Oil(ICE
Aug11 110630 95.17 95.82 93.88 95.42 +0.65 62,041 68,567 +722
Sep11 110630 95.72 96.30 94.44 95.96 +0.64 25,657 51,239 +3,894
Oct11 110630 96.03 96.78 94.97 96.50 +0.66 18,946 32,094 +1,630
Nov11 110630 96.72 97.26 95.49 97.04 +0.68 10,737 23,976 +351
Dec11 110630 96.61 97.72 95.95 97.53 +0.72 25,616 86,438 +1,780
Jan12 110630 96.58 98.07 96.57 97.96 +0.77 4,108 18,014 +192
Feb12 110630 97.24 98.49 96.96 98.38 +0.81 1,626 5,200 +120
Mar12 110630 98.30 98.78 97.20 98.78 +0.86 1,858 13,000 -38
Apr12 110630 97.67 99.16 97.67 99.16 +0.90 952 4,527 -168
May12 110630 99.54 99.54 99.54 99.54 +0.95 904 3,169 +130
Jun12 110630 98.32 99.91 98.26 99.91 +1.00 2,112 27,751 +409
Jul12 110630 100.17 100.17 100.17 100.17 +1.04 152 4,013 -45
Aug12 110630 100.32 100.32 100.32 100.32 +1.07 70 979 +16
Sep12 110630 100.43 100.43 100.43 100.43 +1.08 79 5,085 +41
Oct12 110630 100.55 100.55 100.55 100.55 +1.07 1 527 +1
Nov12 110630 100.70 100.70 100.70 100.70 +1.05 0 1,626 +0
Total Volume and Open Interest 160,711 458,820 +9,252
US Dollar Index(ICE)
Sep11 110630 74.915 74.915 74.540 74.635 -0.440 26,630 49,889 -2,290
Dec11 110630 75.375 75.375 75.020 75.105 -0.410 3 529 +0
Mar12 110630 75.605 75.605 75.605 75.605 -0.410 0 1 +0
Total Volume and Open Interest 26,633 50,419 -2,290
Australian Dollar(CME)
Sep11 110630 105.64 106.46 105.63 106.26 +0.61 98,497 93,567 -1,316
Dec11 110630 104.59 105.30 104.47 105.07 +0.60 84 212 +4
Mar12 110630 103.90 103.90 103.32 103.90 +0.58 0 2 +0
Total Volume and Open Interest 98,581 93,784 -1,312
British Pound(CME)
Sep11 110630 160.48 161.02 159.57 160.51 +0.13 132,708 102,281 +1,408
Dec11 110630 160.38 160.73 159.70 160.34 +0.13 7 125 +1
Mar12 110630 160.15 160.15 160.03 160.15 +0.12 0 2 +0
Total Volume and Open Interest 132,715 102,414 +1,409
Canadian Dollar(CME)
Sep11 110630 102.86 103.70 102.81 103.58 +0.77 73,337 87,449 -868
Dec11 110630 102.69 103.41 102.59 103.33 +0.74 84 3,985 +15
Mar12 110630 102.99 103.10 102.39 103.10 +0.71 2 545 +2
Jun12 110630 102.50 102.82 102.15 102.82 +0.67 0 249 +0
Total Volume and Open Interest 73,425 92,360 -849
Japanese Yen(CME)
Sep11 110630 123.78 124.64 123.67 124.33 +0.66 104,784 93,818 -1,436
Dec11 110630 123.98 124.66 123.78 124.43 +0.65 48 410 -37
Mar12 110630 124.49 124.58 123.95 124.58 +0.63 0 42 +0
Total Volume and Open Interest 104,832 94,286 -1,473
Swiss Franc(CME)
Sep11 110630 119.88 120.47 118.19 119.07 -0.81 42,855 51,076 +1,507
Dec11 110630 120.07 120.35 118.31 119.17 -0.82 16 147 +3
Mar12 110630 119.27 120.10 119.27 119.27 -0.83 0 1 +0
Total Volume and Open Interest 42,871 51,227 +1,510
EuroFX(CME)
Sep11 110630 144.01 145.07 143.94 144.88 +0.94 365,362 181,584 +3,155
Dec11 110630 143.66 144.62 143.55 144.47 +0.92 93 426 +19
Mar12 110630 144.04 144.04 143.13 144.04 +0.91 0 365 +0
Total Volume and Open Interest 365,455 183,206 +3,174
Mexican Peso(CME)
Jul11 110630 854.5 854.5 850.2 854.5 +4.2      
Aug11 110630 852.5 852.5 848.2 852.5 +4.2      
Total Volume and Open Interest 26,905 98,930 +7,924
30-Year T-Bonds(CBOT)
Sep11 110630 123~150 123~260 122~050 123~010 -0~170 385,938 634,314 -19,990
Dec11 110630 122~080 122~090 120~280 121~180 -0~170 99 93 +40
Mar12 110630 120~040 120~210 120~040 120~040 -0~170      
Total Volume and Open Interest 386,037 634,407 -19,950
10-Year T-Notes(CBOT)
Sep11 110630 122~275 123~025 121~280 122~105 -0~165 1,455,697 1,784,734 -38,507
Dec11 110630 121~135 121~135 120~135 120~265 -0~180 14 7,780 +5
Mar12 110630 119~265 120~125 119~265 119~265 -0~180      
Total Volume and Open Interest 1,455,711 1,792,514 -38,502
5-Year T-Notes(CBOT)
Jun11 110630 120~089 120~097 120~034 120~054 -0~028 1,805 19,880 -523
Sep11 110630 119~068 119~087 118~111 119~025 -0~039 833,652 1,544,712 -25,487
Dec11 110630 118~009 118~048 118~009 118~009 -0~039 1 4 +1
Total Volume and Open Interest 835,458 1,564,596 -26,009
2 Year T-Notes(CBOT)
Jun11 110630 109~118 109~124 109~118 109~122 unch 285 14,612 -50
Sep11 110630 109~088 109~097 109~074 109~086 -0~001 400,502 1,011,555 -40,005
Dec11 110630 109~058 109~059 109~058 109~058 -0~001 0 31 +0
Total Volume and Open Interest 400,787 1,026,198 -40,055
Eurodollars(CME)
Sep11 110630 99.640 99.665 99.635 99.655 +0.020 359,550 1,303,741 -6,915
Dec11 110630 99.550 99.590 99.545 99.580 +0.035 325,284 1,303,258 -32,734
Mar12 110630 99.475 99.525 99.475 99.515 +0.045 339,637 1,532,450 -46,840
Jun12 110630 99.350 99.400 99.330 99.385 +0.040 344,904 1,407,759 -46,364
Sep12 110630 99.160 99.220 99.110 99.180 +0.025 342,208 1,021,597 +5,905
Dec12 110630 98.930 98.990 98.845 98.930 +0.005 309,582 674,432 -13,759
Mar13 110630 98.695 98.760 98.585 98.680 -0.020 290,656 541,639 -9,857
Jun13 110630 98.455 98.520 98.315 98.415 -0.050 255,772 343,953 -9,516
Sep13 110630 98.225 98.280 98.060 98.155 -0.075 187,120 349,477 +826
Dec13 110630 97.975 98.020 97.790 97.885 -0.090 157,400 281,276 +11,171
Mar14 110630 97.735 97.780 97.540 97.630 -0.105 124,818 245,926 +4,661
Jun14 110630 97.485 97.525 97.285 97.370 -0.115 109,551 175,170 -974
Sep14 110630 97.235 97.275 97.040 97.120 -0.115 56,936 90,707 -5,415
Dec14 110630 96.980 97.020 96.790 96.865 -0.115 39,497 96,660 +7,697
Mar15 110630 96.755 96.800 96.575 96.650 -0.110 49,323 84,227 +1,798
Jun15 110630 4.780 4.825 4.605 4.680 -0.105 27,638 70,822 +4,576
Sep15 110630 4.585 4.620 4.410 4.480 -0.095 17,705 56,733 +109
Dec15 110630 4.370 4.420 4.215 4.285 -0.090 16,043 52,299 +641
Total Volume and Open Interest 3,395,507 9,932,668 +9,932,668
30 Day Federal Funds(CBOT)
Jun11 110630 99.908 99.910 99.905 99.908 +0.003 1,416 62,190 -553
Jul11 110630 99.900 99.905 99.900 99.900 unch 9,388 68,370 +1,843
Aug11 110630 99.875 99.885 99.875 99.880 unch 10,335 59,553 +1,915
Sep11 110630 99.860 99.865 99.860 99.860 unch 6,346 42,159 -2,339
Oct11 110630 99.850 99.855 99.845 99.850 unch 6,880 52,025 -353
Nov11 110630 99.835 99.840 99.835 99.835 unch 6,116 45,145 -589
Total Volume and Open Interest 112,447 775,250 -9,914
30 Day Fed Funds(e-CBOT)
3-Mth Euro-Yen(CME)
Sep11 110628 99.665 99.665 99.665 99.665 -0.003      
Dec11 110630 99.665 99.665 99.665 99.665 unch 0 75 +0
Mar12 110630 99.655 99.655 99.655 99.655 unch      
Jun12 110630 99.647 99.647 99.647 99.647 unch      
Sep12 110630 99.580 99.580 99.580 99.580 unch      
Dec12 110630 99.540 99.540 99.540 99.540 unch      
Mar13 110630 99.540 99.540 99.540 99.540 unch      
Jun13 110630 99.495 99.495 99.495 99.495 unch      
Sep13 110630 99.355 99.355 99.355 99.355 unch      
Dec13 110630 99.215 99.215 99.215 99.215 unch      
Total Volume and Open Interest 0 126 +0
3-Mth Euro-Yen(SGX)
Sep11 110630 99.67 99.67 99.67 99.67 unch 0 1,235 +0
Dec11 110630 99.67 99.67 99.67 99.67 unch 0 1,392 +0
Mar12 110630 99.65 99.65 99.65 99.65 unch 0 1,823 +0
Jun12 110630 99.65 99.65 99.65 99.65 unch 20 1,494 -20
Sep12 110630 99.58 99.58 99.58 99.58 unch 0 411 +0
Dec12 110630 99.54 99.54 99.54 99.54 unch 0 24 +0
Mar13 110630 99.54 99.54 99.54 99.54 unch 0 1 +0
Jun13 110630 99.50 99.50 99.50 99.50 unch      
Total Volume and Open Interest 20 6,380 -20
Japanese Gov't Bonds(SGX)
Sep11 110630 141.25 141.35 141.01 141.12 -0.23 2,166 24,460 +688
Dec11 110630 140.67 140.67 140.67 140.67 -0.23 0 2 +0
Mar12 110630 138.58 138.58 138.58 138.58 -0.23      
Total Volume and Open Interest 2,166 24,462 +688
Euro-Bund(EUREX)
Sep11 110630 125.81 126.08 125.26 125.48 -0.42 1,121,596 972,679 +6,042
Dec11 110630 124.69 124.76 124.10 124.23 -0.40 469 241 +4
Mar12 110630 124.20 124.20 124.20 124.20 -0.42      
Total Volume and Open Interest 1,122,065 972,920 +6,046
Euro-Bobl(EUREX)
Sep11 110627 118.13 118.16 117.75 117.81 -0.22 680,531 778,512 -4,116
Dec11 110630 115.61 115.61 115.61 115.61 -0.37 221 676 -33
Mar12 110630 115.59 115.59 115.59 115.59 -0.36      
Total Volume and Open Interest 704,773 752,812 -27,163
3-Mth Euribor(EUREX)
Jun11 110613 98.530 98.530 98.530 98.530 +0.005 299 4,770 +0
Sep11 110630 98.280 98.280 98.265 98.270 -0.015 400 2,198 -400
Dec11 110630 98.140 98.140 98.120 98.120 -0.025 0 1,406 +0
Total Volume and Open Interest 402 7,034 -537
Long Gilt(LIFFE)
Sep11 110629 121~06 121~06 120~12 120~22 -0~23 84,026 359,346 -16
Dec11 110630 122~13 122~13 122~13 122~13 -0~18      
Total Volume and Open Interest 206,757 378,594 +12,151
3-Mth Short Sterling(LIFFE)
Sep11 110630 99.12 99.13 99.11 99.12 +0.01 50,758 455,011 +539
Dec11 110630 99.04 99.06 99.03 99.05 +0.02 56,908 481,770 +19,942
Mar12 110630 98.93 98.96 98.92 98.95 +0.02 50,667 450,639 +5,791
Jun12 110630 98.82 98.84 98.78 98.81 +0.01 70,352 318,605 +10,561
Sep12 110630 98.66 98.68 98.61 98.63 -0.01 66,247 293,461 +6,148
Dec12 110630 98.45 98.48 98.37 98.41 -0.03 78,860 251,775 +1,410
Total Volume and Open Interest 505,285 2,628,366 +50,774
3-Mth Euribor(LIFFE)
Sep11 110630 98.285 98.295 98.260 98.270 -0.015 174,155 744,815 -5,841
Dec11 110630 98.140 98.155 98.110 98.120 -0.025 153,289 547,954 -3,825
Mar12 110630 98.065 98.085 98.010 98.030 -0.035 157,429 534,537 -2,565
Total Volume and Open Interest 1,004,737 3,605,921 +43,003
3-Mth Aus T-Bills(SFE)
Sep11 110630 95.17 95.18 95.10 95.15 -0.02 58,644 258,494 -10,540
Dec11 110630 95.15 95.18 95.10 95.13 -0.03 57,568 258,821 +12,935
Mar12 110630 95.10 95.13 95.06 95.09 -0.03 20,179 124,866 +1,980
Jun12 110630 95.04 95.07 94.99 95.02 -0.05 11,106 83,194 +201
Sep12 110630 94.99 95.02 94.95 94.97 -0.05 6,216 53,370 -1,149
Dec12 110630 94.95 94.96 94.90 94.92 -0.05 5,111 35,400 -1,198
Mar13 110630 94.90 94.93 94.85 94.88 -0.06 1,385 28,891 +590
Jun13 110630 94.87 94.87 94.81 94.82 -0.07 803 9,679 +440
Sep13 110630 94.71 94.79 94.71 94.76 -0.09 4 1,940 +2
Dec13 110630 94.69 94.69 94.69 94.69 -0.09 1 1,411 +1
Total Volume and Open Interest 161,017 856,211 +3,262
10-Year Aus T-Bonds(SFE)
Sep11 110630 94.79 94.81 94.75 94.79 -0.02 65,824 405,700 -2,491
Dec11 110630 94.79 94.79 94.79 94.79 -0.02      
Total Volume and Open Interest 65,824 405,700 -2,491
3-Year Aus T-Bonds(SFE)
Sep11 110630 95.26 95.28 95.19 95.22 -0.06 212,102 621,363 +20,552
Dec11 110630 95.22 95.22 95.22 95.22 -0.06      
Total Volume and Open Interest 212,102 621,363 +20,552
Gold(CMX)
Aug11 110630 1512.3 1514.8 1499.2 1502.8 -7.6 101,389 313,438 -4,186
Oct11 110630 1513.3 1515.4 1501.3 1503.8 -7.7 752 12,566 +230
Dec11 110630 1513.8 1516.4 1501.7 1505.0 -7.7 10,950 77,849 +2,071
Feb12 110630 1516.7 1516.7 1506.3 1506.4 -7.7 68 9,574 +3
Apr12 110630 1510.9 1510.9 1507.9 1507.9 -7.7 61 6,428 +15
Jun12 110630 1514.0 1514.0 1509.6 1509.6 -7.7 37 13,338 +23
Aug12 110630 1512.3 1516.3 1509.9 1511.6 -7.7 45 4,558 +39
Oct12 110630 1513.9 1513.9 1513.9 1513.9 -7.6 25 4,109 +10
Dec12 110630 1523.3 1523.3 1516.4 1516.4 -7.6 669 13,571 +88
Feb13 110630 1518.0 1519.5 1518.0 1519.5 -7.8 115 664 +84
Apr13 110630 1523.4 1523.4 1523.4 1523.4 -7.8 1 201 -1
Jun13 110630 1527.8 1527.8 1527.8 1527.8 -7.8 26 9,764 +9
Total Volume and Open Interest 115,253 495,662 -2,130
Silver(CMX)
Jul11 110630 3488.5 3514.0 3445.0 3481.2 +6.2 60,150 10,737 -8,887
Sep11 110630 3489.0 3516.0 3447.0 3483.2 +6.3 40,137 51,449 +4,385
Dec11 110630 3488.5 3515.0 3448.5 3485.1 +6.2 3,866 24,817 +698
Mar12 110630 3499.0 3507.5 3469.5 3485.0 +6.7 81 4,954 +20
May12 110630 3478.5 3485.0 3474.5 3484.3 +7.3 16 1,360 +5
Jul12 110630 3483.9 3483.9 3483.9 3483.9 +7.5 29 1,825 +7
Sep12 110630 3483.1 3483.1 3483.1 3483.1 +7.8 0 212 +0
Total Volume and Open Interest 105,168 114,321 -3,689
Platinum(NYMEX)
Jul11 110630 1724.1 1730.3 1721.2 1724.8 +1.0 5,459 1,732 -3,294
Oct11 110630 1730.1 1733.4 1720.5 1726.1 -0.5 7,404 28,367 +626
Jan12 110630 1735.6 1736.8 1729.3 1729.3 -0.5 57 750 +49
Apr12 110630 1731.8 1731.8 1731.8 1731.8 -0.5 0 73 +0
Total Volume and Open Interest 12,926 30,935 -2,613
Palladium(NYMEX)
Sep11 110630 751.95 763.00 751.50 760.65 +8.75 2,633 18,733 -47
Dec11 110630 760.10 763.30 760.10 761.80 +8.65 8 706 -2
Mar12 110630 105.09 107.64 105.04 107.64 +8.65 0 46 +0
Total Volume and Open Interest 2,641 19,487 -56
Copper(CMX)
Jul11 110630 421.25 427.40 419.40 427.20 +6.25 23,941 12,276 -4,786
Sep11 110630 422.60 428.75 420.60 428.25 +5.85 21,751 66,664 +2,084
Dec11 110630 423.70 430.00 422.05 429.75 +5.80 2,005 27,021 +609
Mar12 110630 422.80 430.80 422.80 430.55 +5.95 848 9,732 +813
May12 110630 427.50 430.50 427.50 430.50 +5.90 1 1,623 +0
Total Volume and Open Interest 48,785 124,153 -1,320
DJIA Index(CBOT)
Sep11 110630 12209 12360 12200 12345 +127 221 7,450 -29
Dec11 110630 12274 12274 12147 12274 +127 0 85 +0
Mar12 110630 12215 12215 12088 12215 +127      
Jun12 110630 12148 12148 12021 12148 +127      
Total Volume and Open Interest 221 7,535 -29
Mini DJIA Index(CBOT)
Jun11 110617 11968 12078 11927 12047 +80 34,294 49,515 -5,412
Sep11 110630 12212 12363 12198 12345 +127 104,735 78,862 +3,277
Dec11 110630 12150 12289 12135 12274 +127 78 318 +21
Mar12 110630 12215 12215 12215 12215 +127 0 11 +0
Total Volume and Open Interest 104,813 79,191 +3,298
S & P 500(CME)
Sep11 110630 1303.70 1317.50 1302.10 1315.50 +11.20 12,012 253,546 +1,130
Dec11 110630 1310.10 1310.40 1310.10 1310.10 +11.20 111 10,475 -10
Mar12 110630 1304.60 1304.90 1304.60 1304.60 +11.20 0 4 +0
Jun12 110630 1299.60 1299.90 1299.60 1299.60 +11.20 0 5 +0
Total Volume and Open Interest 12,123 264,030 +1,120
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 110630 1298.00 1311.25 1297.25 1310.00 +11.00 1,166 8,967 -177
Total Volume and Open Interest 1,915,047 2,516,434 -29,341
NASDAQ 100(CME)
Sep11 110630 2293.80 2324.00 2288.30 2321.00 +27.00 1,738 10,097 +497
Dec11 110630 2315.50 2315.50 2315.00 2315.50 +26.20 0 2 +0
Mar12 110630 2313.00 2313.00 2312.50 2313.00 +26.20      
Total Volume and Open Interest 1,738 10,099 +497
NASDAQ 100 E-Mini(Globex)
Sep11 110630 2293.30 2323.50 2287.50 2321.00 +27.00 237,750 267,788 +2,334
Dec11 110630 2295.30 2317.80 2294.30 2315.50 +26.20 86 82 +22
Total Volume and Open Interest 237,836 267,870 +2,356
S & P Midcap 400(CME)
Sep11 110630 978.00 978.20 976.50 976.50 +5.40 0 905 +0
Dec11 110630 975.20 976.60 975.20 975.20 +5.10      
Mar12 110630 973.50 974.60 973.50 973.50 +5.40      
Total Volume and Open Interest 0 905 +0
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Sep11 110630 9865 9940 9805 9900 +220 11,736 31,666 +3,008
Dec11 110630 9875 9875 9845 9875 +30 0 1 +0
Total Volume and Open Interest 4,236 31,013 -21
Nikkei 225(SGX)
Sep11 110630 9790 9860 9775 9815 +35 77,366 159,347 -2,441
Dec11 110630 9780 9790 9735 9760 +40 31 8,183 -15
Mar12 110630 9730 9755 9730 9755 +40 0 10 +0
Total Volume and Open Interest 77,941 181,650 -2,049
CAC 40(EURONEXT)
Jul11 110630 3941.0 3991.0 3922.5 3979.5 +60.5 140,210 330,648 +12,208
Aug11 110630 3947.0 3991.5 3928.0 3984.0 +60.5 88 83 +45
Sep11 110630 3946.0 3992.0 3928.5 3981.5 +58.0 445 19,413 -125
Total Volume and Open Interest 140,743 350,175 +12,128
Hang Seng Index(HKFE)
Jun11 110629 22240 22279 22104 22117 +124 103,731 75,297 -11,350
Jul11 110630 22205 22486 22168 22428 +311 82,014 90,481 +39,661
Aug11 110630 22202 22441 22132 22381        
DAX(EUREX)
Jun11 110617 7076.5 7203.5 7036.0 7203.5 +96.5 251,111 90,589 -25,846
Sep11 110630 7344.0 7415.5 7309.0 7391.5 +69.0 153,919 140,748 -3,870
Dec11 110630 7362.5 7444.0 7341.5 7421.0 +70.0 271 7,618 -46
Total Volume and Open Interest 154,236 148,505 -3,907
FT-SE 100(EURONEXT)
Sep11 110630 5826.50 5925.00 5825.50 5902.50 +74.50 102,935 645,212 -233
Dec11 110630 5827.00 5883.50 5825.50 5878.50 +75.00 4 674 +0
Mar12 110630 5840.00 5843.00 5840.00 5841.50 +74.50 10 160 +10
Total Volume and Open Interest 102,949 646,056 -223
SPI 200(SFE)
Jun11 110617 4517.5 4517.5 4517.5 4517.5 -0.5 19,344 54,828 -132,003
Sep11 110630 4526.0 4604.0 4521.0 4601.0 +82.0 36,329 186,006 -2,362
Dec11 110630 4542.0 4618.0 4542.0 4618.0 +83.0 622 4,634 -108
Total Volume and Open Interest 36,990 194,737 -2,434
GSCI(CME)
Jul11 110630 11.39 15.74 6.14 10.54 -5.10 341 10,553 +156
Aug11 110630 12.54 17.74 8.14 12.54 -5.10 42 42 +32
Sep11 110630 13.54 18.74 9.14 13.54 -5.10      
Total Volume and Open Interest 383 10,595 +188
Reuters CCI(ICE)
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions.
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