Moore Research Center, Inc.

  • Increase font size
  • Default font size
  • Decrease font size
Home MRCI Online
Print
New Windows

MRCI's End of Day Prices

MRCI Logo
MRCI's End of Day Prices

Daily Futures Price Listing Fri August 27, 2010
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Sep10 100827 1013.25 1024.75 1013.25 1022.00 +9.00 13,174 13,852 +91
Nov10 100827 1015.50 1029.50 1014.00 1026.00 +11.50 57,961 307,835 -687
Jan11 100827 1022.25 1037.75 1022.25 1034.25 +12.00 7,842 88,866 +324
Mar11 100827 1026.00 1041.00 1026.00 1038.75 +12.75 2,337 28,007 +210
May11 100827 1025.25 1042.25 1025.25 1039.50 +13.00 2,053 32,576 +371
Jul11 100827 1035.00 1049.00 1034.00 1046.50 +12.50 2,297 26,071 -234
Aug11 100827 1038.25 1038.25 1025.75 1038.25 +12.50 29 174 +12
Sep11 100827 1014.50 1025.50 1013.00 1025.50 +12.50 4 89 +3
Nov11 100827 1004.00 1016.00 1004.00 1014.50 +9.75 1,195 27,509 +21
Jan12 100827 1021.00 1021.00 1011.25 1021.00 +9.75 0 186 +0
Mar12 100827 1023.00 1023.00 1013.25 1023.00 +9.75 0 85 +0
May12 100827 1021.00 1025.00 1015.25 1025.00 +9.75 1 81 +0
Jul12 100827 1028.00 1028.00 1018.25 1028.00 +9.75 0 92 +0
Aug12 100827 1023.50 1023.50 1013.75 1023.50 +9.75 0 2 +0
Total Volume and Open Interest 86,912 526,871 +123
Soybean Meal(CBOT)
Sep10 100827 306.30 308.90 304.60 307.80 +1.50 16,917 17,579 -1,546
Oct10 100827 297.70 300.90 296.10 299.10 +1.00 9,527 26,907 +1,608
Dec10 100827 297.90 301.50 296.30 299.50 +1.20 24,414 113,986 +1,968
Jan11 100827 296.30 300.50 296.00 298.90 +1.50 823 9,285 -15
Mar11 100827 296.50 300.60 296.50 298.90 +1.50 670 9,998 +240
May11 100827 295.80 299.50 295.40 298.10 +1.50 964 10,193 +219
Jul11 100827 297.40 300.70 297.00 299.50 +1.40 761 8,226 +119
Aug11 100827 297.50 297.50 296.00 297.00 +1.00 32 1,316 -10
Sep11 100827 293.90 293.90 292.20 293.00 +0.80 20 866 +11
Oct11 100827 286.50 286.50 285.80 285.80 -0.50 14 652 +8
Total Volume and Open Interest 54,672 202,255 +2,695
Soybean Oil(CBOT)
Sep10 100827 39.45 40.27 39.41 40.20 +0.71 15,874 20,419 -3,264
Oct10 100827 39.62 40.46 39.61 40.39 +0.72 5,816 33,103 +863
Dec10 100827 40.00 40.86 40.00 40.80 +0.72 28,092 163,431 -623
Jan11 100827 40.46 41.13 40.46 41.08 +0.71 1,782 18,432 +102
Mar11 100827 40.73 41.39 40.73 41.36 +0.70 1,444 12,067 +93
May11 100827 41.13 41.63 41.08 41.60 +0.69 1,084 8,804 -129
Jul11 100827 41.40 41.89 41.38 41.87 +0.69 318 8,284 +24
Aug11 100827 41.97 41.97 41.28 41.97 +0.69 25 409 +0
Sep11 100827 42.05 42.05 41.36 42.05 +0.69 33 275 +9
Oct11 100827 42.08 42.08 41.38 42.08 +0.70 47 265 +9
Total Volume and Open Interest 54,760 269,735 -2,873
Canola(WCE)
Nov10 100827 456.6 468.8 456.6 462.5 +5.9 13,291 113,823 +2,501
Jan11 100827 464.2 472.3 463.1 466.5 +5.8 2,946 17,678 +955
Mar11 100827 465.5 475.0 465.5 469.0 +5.5 125 5,275 +25
May11 100827 472.6 472.6 469.6 469.6 +5.5 73 2,118 -50
Jul11 100827 467.4 476.5 467.3 470.5 +4.5 126 2,428 +14
Total Volume and Open Interest 16,777 143,468 +3,446
Corn(CBOT)
Sep10 100827 416.00 425.00 416.00 421.00 +4.50 78,744 114,859 -6,703
Dec10 100827 432.00 440.75 432.00 436.00 +4.00 162,299 805,730 +16,067
Mar11 100827 445.00 454.00 445.00 449.25 +3.75 24,791 166,104 +6,107
May11 100827 452.25 461.00 452.25 456.25 +3.25 3,319 35,308 +744
Jul11 100827 459.00 466.75 459.00 462.25 +3.00 10,048 93,194 +1,821
Sep11 100827 449.00 455.00 449.00 451.25 +2.00 1,437 12,795 +541
Dec11 100827 439.25 445.00 439.00 440.50 +0.25 9,814 115,864 +531
Mar12 100827 452.25 454.50 450.25 450.25 unch 184 8,282 +35
May12 100827 458.75 460.00 456.25 456.25 unch 4 1,264 -1
Jul12 100827 461.25 464.50 461.00 461.75 unch 30 3,890 +10
Total Volume and Open Interest 291,261 1,370,261 +19,604
Wheat(CBOT)
Sep10 100827 657.50 673.25 655.00 662.50 +6.00 15,760 45,436 -4,365
Dec10 100827 690.00 705.75 687.00 695.00 +6.50 48,269 264,709 +8,966
Mar11 100827 712.25 730.50 711.75 720.25 +8.50 8,110 66,529 -539
May11 100827 716.75 728.25 713.75 719.00 +5.00 403 18,212 +52
Jul11 100827 699.00 716.75 698.25 705.00 +7.75 2,381 64,757 +1,324
Sep11 100827 705.00 720.50 704.25 711.50 +7.25 942 8,015 +377
Total Volume and Open Interest 77,139 501,442 +5,757
Wheat(KCBT)
Sep10 100827 691.00 707.75 690.75 700.25 +9.25 8,805 12,169 -4,060
Dec10 100827 706.50 723.00 704.25 714.00 +9.00 17,774 103,874 +787
Mar11 100827 715.50 730.75 712.50 723.00 +9.50 4,193 44,456 -30
May11 100827 719.00 722.25 719.00 721.50 +8.50 972 7,608 +498
Jul11 100827 704.00 715.25 698.75 707.00 +7.50 1,095 27,366 -130
Sep11 100827 715.00 715.25 700.50 706.00 +6.50 15 2,217 +8
Total Volume and Open Interest 32,973 201,955 -2,899
Wheat(MGE)
Sep10 100827 699.50 716.75 699.50 707.00 +6.75 2,828 6,382 -907
Dec10 100827 703.00 720.50 702.75 712.50 +8.25 4,396 26,378 +416
Mar11 100827 711.75 728.00 711.00 719.75 +9.00 589 13,542 +153
May11 100827 721.50 724.75 718.00 718.50 +8.50 173 2,364 +95
Jul11 100827 712.25 720.00 712.25 714.50 +9.75 166 6,316 +82
Total Volume and Open Interest 8,364 61,456 -8
Oats(CBOT)
Sep10 100827 266.50 267.25 260.00 265.50 -1.00 88 1,198 -31
Dec10 100827 280.75 280.75 273.00 278.50 -1.00 377 9,510 +8
Mar11 100827 288.00 290.00 285.00 289.00 -0.75 10 407 +2
May11 100827 294.25 295.25 294.25 294.25 -1.00 0 15 +0
Total Volume and Open Interest 480 11,135 -16
Rough Rice(CBOT)
Sep10 100827 11.38 11.45 11.19 11.22 -0.13 943 3,415 -462
Nov10 100827 11.65 11.73 11.47 11.48 -0.14 1,376 11,954 +461
Jan11 100827 11.97 11.99 11.76 11.76 -0.14 57 1,376 +28
Mar11 100827 12.15 12.15 12.02 12.02 -0.13 10 957 +1
Total Volume and Open Interest 2,412 19,289 +15
Live Cattle(CME)
Aug10 100827 98.250 98.250 97.300 98.050 -0.380 1,173 1,783 -809
Oct10 100827 98.400 98.850 97.650 98.100 -0.435 18,750 162,338 -411
Dec10 100827 100.300 100.930 99.650 100.750 +0.100 10,049 82,138 +1,231
Feb11 100827 100.800 101.450 100.400 101.330 +0.180 6,740 47,318 +1,494
Apr11 100827 102.385 102.950 101.950 102.830 -0.120 5,690 32,507 +936
Jun11 100827 98.850 99.400 98.500 99.300 +0.100 806 14,803 +408
Total Volume and Open Interest 43,868 348,023 +3,124
Feeder Cattle(CME)
Sep10 100827 116.135 116.700 115.750 116.285 -0.395 728 6,339 -135
Oct10 100827 117.285 117.550 116.550 117.000 -0.450 1,759 17,173 +108
Nov10 100827 117.400 117.635 116.800 117.300 -0.450 617 6,528 +265
Jan11 100827 116.000 116.650 115.650 116.300 -0.280 531 3,749 +295
Mar11 100827 115.080 115.750 114.950 115.550 -0.250 101 1,864 +42
Apr11 100827 115.580 116.000 115.050 115.480 -0.120 35 347 +20
May11 100827 115.000 116.000 115.000 115.480 -0.270 54 779 +29
Total Volume and Open Interest 4,186 38,751 +602
Lean Hogs(CME)
Oct10 100827 75.550 75.600 74.635 74.830 -0.970 14,805 92,470 -1,738
Dec10 100827 73.300 73.430 72.385 72.580 -1.000 4,579 56,733 +608
Feb11 100827 75.785 75.950 75.000 75.080 -1.055 3,020 28,026 +151
Apr11 100827 76.650 76.950 75.850 75.900 -1.075 1,313 21,621 -31
May11 100827 79.430 80.200 79.250 80.200 -0.250 31 869 +20
Jun11 100827 82.535 82.850 82.000 82.135 -0.815 985 13,981 +171
Jul11 100827 80.700 81.100 80.535 81.000 -0.450 20 2,793 +13
Aug11 100827 79.000 79.200 78.800 79.200 -0.350 15 1,683 +8
Total Volume and Open Interest 24,771 218,546 -796
Class III Milk(CME)
Aug10 100827 15.15 15.16 15.14 15.15 unch 11 4,595 +2
Sep10 100827 15.77 15.91 15.74 15.88 +0.14 176 4,655 +33
Oct10 100827 15.64 15.74 15.58 15.60 -0.01 224 4,848 +137
Nov10 100827 15.07 15.11 14.99 15.01 -0.02 141 3,901 +53
Dec10 100827 14.57 14.60 14.53 14.56 +0.02 89 4,026 +31
Total Volume and Open Interest 760 27,341 +341
Cocoa(ICE)
Sep10 100827 2683 2687 2675 2675 -35 12 70 -33
Dec10 100827 2747 2755 2708 2718 -22 7,887 65,389 +1,363
Mar11 100827 2775 2784 2739 2749 -22 1,807 24,553 -191
May11 100827 2802 2802 2759 2768 -23 716 10,604 +330
Jul11 100827 2822 2822 2782 2786 -24 146 4,589 +23
Sep11 100827 2818 2818 2800 2802 -23 51 2,286 +1
Dec11 100827 2827 2828 2809 2815 -25 91 4,166 +16
Total Volume and Open Interest 10,733 116,612 +1,529
Coffee "C"(ICE)
Sep10 100827 171.00 178.35 171.00 177.05 +7.10 99 574 -75
Dec10 100827 172.40 181.55 170.30 178.85 +6.45 10,802 93,464 -1,403
Mar11 100827 173.30 181.50 172.05 178.90 +6.25 1,368 31,034 +224
May11 100827 170.80 180.00 170.80 177.75 +6.20 314 8,015 +72
Jul11 100827 171.90 179.00 171.90 176.95 +6.10 101 3,480 +34
Sep11 100827 170.50 177.95 170.50 176.25 +6.05 15 1,865 +12
Total Volume and Open Interest 12,711 139,281 -1,130
Orange Juice(ICE)
Sep10 100827 134.40 135.95 133.75 134.50 +0.40 1,129 3,399 -957
Nov10 100827 136.70 138.80 136.20 137.00 +0.30 1,683 14,736 +679
Jan11 100827 138.70 140.00 137.55 138.20 -0.20 97 4,323 +58
Mar11 100827 140.00 140.10 139.30 139.90 +0.05 0 607 +0
May11 100827 141.50 141.60 141.30 141.35 -0.05 0 225 +0
Jul11 100827 142.20 142.20 142.20 142.20 +0.35 0 1,199 +0
Total Volume and Open Interest 2,909 24,496 -220
Sugar #11(ICE)
Oct10 100827 19.32 20.32 19.26 19.96 +0.69 44,636 250,241 -936
Mar11 100827 18.81 19.52 18.72 19.37 +0.56 36,367 175,923 +4,789
May11 100827 17.85 18.44 17.80 18.29 +0.44 11,357 50,764 -333
Jul11 100827 16.96 17.39 16.80 17.21 +0.38 8,663 80,397 +732
Oct11 100827 16.52 16.92 16.42 16.79 +0.34 2,890 30,928 +296
Total Volume and Open Interest 107,287 653,971 +4,866
London Cocoa(LCE)
Sep10 100827 2017 2033 1981 1981 -42 1,800 56,748 +56
Dec10 100827 1935 1961 1929 1931 -14 6,097 43,026 -797
Mar11 100827 1947 1973 1940 1943 -14 2,824 43,704 +1,276
May11 100827 1961 1985 1953 1955 -15 824 16,128 +157
Jul11 100827 1992 1996 1969 1969 -12 578 5,996 +206
Sep11 100827 2002 2003 1975 1975 -9 97 4,149 +81
Dec11 100827 2003 2006 1981 1983 -3 238 8,335 +90
Total Volume and Open Interest 12,478 182,556 +1,081
London Sugar(LCE)
Oct10 100827 569.90 584.00 563.30 577.30 +7.40 4,223 28,895 -1,491
Dec10 100827 514.10 529.00 511.30 523.80 +9.40 1,840 17,729 +434
Mar11 100827 511.00 521.80 505.50 518.00 +6.80 828 11,329 +288
May11 100827 493.10 505.10 490.80 502.40 +8.00 94 4,591 +49
Aug11 100827 473.00 485.20 472.20 483.60 +8.30 72 3,592 -25
Total Volume and Open Interest 7,059 67,043 -744
Cotton(ICE)
Oct10 100827 89.25 90.10 88.91 89.03 -0.21 29 941 +5
Dec10 100827 86.15 87.30 85.81 86.07 -0.08 8,605 144,504 +630
Mar11 100827 84.75 85.75 84.48 84.68 -0.11 2,785 51,416 +486
May11 100827 84.62 85.44 84.52 84.70 -0.04 307 4,402 +194
Jul11 100827 84.45 85.30 84.40 85.07 +0.49 410 10,629 +159
Oct11 100827 81.23 81.23 81.23 81.23 +0.33 0 10 +0
Total Volume and Open Interest 12,605 215,723 +1,829
Lumber(CME)
Sep10 100827 214.0 214.4 210.5 211.5 -4.1 498 2,044 -354
Nov10 100827 213.0 214.0 210.0 211.0 -2.9 531 5,674 +93
Jan11 100827 230.8 231.3 229.5 230.0 +0.9 122 921 +68
Mar11 100827 243.0 243.9 243.0 243.9 -0.1 6 43 +5
Total Volume and Open Interest 1,157 8,685 -188
Crude Oil(NYM)
Oct10 100827 73.18 75.59 72.04 75.17 +1.81 362,828 309,503 -6,342
Nov10 100827 74.01 76.57 73.27 76.21 +1.99 131,210 147,481 +3,462
Dec10 100827 75.34 77.62 74.51 77.30 +2.11 129,091 199,441 +3,702
Jan11 100827 75.75 78.48 75.52 78.15 +2.11 29,420 53,825 -2,230
Feb11 100827 76.58 79.03 76.30 78.84 +2.09 16,118 28,062 +528
Mar11 100827 77.30 79.64 76.95 79.43 +2.08 14,543 33,337 +2,717
Apr11 100827 78.49 80.13 78.28 79.90 +2.04 6,325 14,808 +1,150
May11 100827 79.00 80.57 78.34 80.35 +2.01 3,759 11,516 +569
Jun11 100827 78.53 80.99 78.44 80.78 +1.99 15,116 50,990 -179
Jul11 100827 79.76 81.20 79.76 81.18 +1.97 2,394 25,167 -55
Aug11 100827 81.51 81.51 81.51 81.51 +1.96 1,567 8,598 -39
Sep11 100827 80.18 82.01 79.92 81.83 +1.94 1,826 11,227 -75
Oct11 100827 82.15 82.15 82.15 82.15 +1.92 1,150 6,488 +78
Nov11 100827 82.48 82.48 82.48 82.48 +1.91 846 12,110 -15
Dec11 100827 80.80 83.04 80.68 82.83 +1.90 41,668 119,401 -357
Jan12 100827 83.06 83.06 83.06 83.06 +1.90 155 10,417 -21
Total Volume and Open Interest 784,091 1,252,554 +589
e-miNY Crude Oil(NYM)
Aug10 100719 75.625 77.675 75.525 76.550 +0.550 7,852 2,160 -393
Sep10 100819 75.200 76.100 73.950 74.425 -1.000 13,704 5,369 -163
Oct10 100827 73.125 75.600 72.050 75.175 +1.825 17,564 5,139 +953
Nov10 100827 73.925 76.550 73.300 76.200 +1.975 424 739 +87
Dec10 100827 75.000 77.575 74.550 77.300 +2.100 102 446 -1
Jan11 100827 75.650 78.150 75.650 78.150 +2.100 2 16 +0
Feb11 100827 78.850 78.850 78.850 78.850 +2.100 5 5 +3
Mar11 100827 79.425 79.425 79.425 79.425 +2.075 0 6 +0
Apr11 100827 79.400 79.900 79.400 79.900 +2.050 0 3 +0
May11 100827 80.350 80.350 80.350 80.350 +2.000      
Total Volume and Open Interest 18,153 6,465 +1,088
Heating Oil(NYM)
Sep10 100827 200.56 205.43 198.57 204.43 +3.51 23,595 16,777 -3,636
Oct10 100827 201.70 206.42 199.94 205.75 +3.39 54,641 84,310 +637
Nov10 100827 203.76 208.50 202.51 207.94 +3.41 16,292 42,157 -646
Dec10 100827 205.98 210.86 204.69 210.29 +3.47 19,035 48,491 +244
Jan11 100827 208.27 213.00 207.26 212.76 +3.53 8,742 31,075 +918
Feb11 100827 210.62 214.64 208.81 214.26 +3.51 3,057 14,715 +1,243
Mar11 100827 210.35 215.12 210.34 214.94 +3.50 1,647 12,881 +317
Apr11 100827 212.11 215.02 212.11 215.02 +3.49 1,544 6,667 -55
May11 100827 215.30 215.30 215.30 215.30 +3.55 1,833 6,885 -168
Jun11 100827 211.85 216.00 211.75 215.81 +3.64 3,644 23,616 +1,577
Jul11 100827 217.43 217.43 217.43 217.43 +3.69 8 2,459 -42
Aug11 100827 216.67 219.21 216.67 219.21 +3.74 15 2,319 +7
Total Volume and Open Interest 135,886 313,735 +689
Gasoline(NYMEX)
Sep10 100827 190.94 195.85 188.46 194.79 +3.94 24,290 22,059 -5,846
Oct10 100827 186.30 192.59 184.50 191.48 +4.62 48,799 90,906 -271
Nov10 100827 186.27 192.67 184.75 191.67 +4.72 13,378 47,029 -182
Dec10 100827 187.34 193.41 185.95 192.79 +4.79 12,119 27,214 +598
Jan11 100827 190.85 194.90 188.08 194.90 +4.82 3,387 15,484 +22
Feb11 100827 192.59 197.23 191.38 197.23 +4.82 744 5,673 -226
Mar11 100827 193.84 199.74 193.84 199.56 +4.80 720 4,744 +70
Apr11 100827 207.17 211.80 206.69 211.80 +4.60 1,515 8,514 +179
May11 100827 212.97 212.97 212.97 212.97 +4.58 639 3,795 +139
Jun11 100827 208.68 214.04 208.68 214.04 +4.56 2,142 7,661 +1,367
Total Volume and Open Interest 109,306 244,148 -3,200
e-miNY RBOB Gasoline(NYM)
Sep10 100827 194.80 194.80 194.79 194.80 +3.90 0 4 +0
Oct10 100827 191.50 191.50 191.48 191.50 +4.60 0 2 +0
Nov10 100827 191.70 191.70 191.67 191.70 +4.70 0 1 +0
Dec10 100827 192.80 192.80 192.79 192.80 +4.80 0 1 +0
Total Volume and Open Interest 0 14 +0
Natural Gas(NYM)
Sep10 100827 3.804 3.850 3.610 3.651 -0.166 63,630 10,234 -10,443
Oct10 100827 3.844 3.883 3.697 3.705 -0.138 101,003 201,429 -3,238
Nov10 100827 4.102 4.133 3.994 4.003 -0.090 28,724 143,605 +2,634
Dec10 100827 4.410 4.439 4.320 4.326 -0.077 15,880 58,731 +772
Jan11 100827 4.578 4.604 4.487 4.493 -0.076 20,806 84,534 +1,064
Feb11 100827 4.576 4.595 4.478 4.482 -0.077 3,690 20,637 -93
Mar11 100827 4.523 4.530 4.418 4.422 -0.074 8,132 57,223 -1,791
Apr11 100827 4.412 4.440 4.337 4.339 -0.070 6,362 52,060 +717
May11 100827 4.465 4.470 4.368 4.368 -0.068 2,030 21,251 -397
Jun11 100827 4.499 4.524 4.427 4.427 -0.068 1,090 8,629 +133
Jul11 100827 4.592 4.592 4.496 4.501 -0.066 1,018 6,902 +79
Aug11 100827 4.605 4.639 4.554 4.555 -0.066 785 8,103 -20
Sep11 100827 4.663 4.663 4.579 4.579 -0.067 1,060 7,679 +254
Oct11 100827 4.762 4.765 4.660 4.661 -0.068 3,907 19,867 +223
Nov11 100827 5.015 5.015 4.921 4.921 -0.061 258 6,660 +109
Dec11 100827 5.303 5.303 5.226 5.226 -0.056 187 15,874 -45
Total Volume and Open Interest 262,172 823,041 -9,727
Brent Crude Oil(ICE)
Oct10 100827 74.81 76.93 74.39 76.65 +1.63 175,430 217,932 -10,057
Nov10 100827 75.01 77.30 74.77 77.01 +1.60 71,596 169,776 +8,185
Dec10 100827 75.60 77.89 75.35 77.60 +1.61 64,566 124,892 -948
Jan11 100827 76.17 78.38 76.04 78.17 +1.62 17,388 38,940 +2,648
Feb11 100827 76.71 78.71 76.61 78.71 +1.63 8,894 26,199 +339
Mar11 100827 77.28 79.30 77.18 79.25 +1.61 7,740 19,413 +329
Apr11 100827 77.85 79.85 77.74 79.81 +1.61 6,743 12,612 +1,285
May11 100827 78.39 80.34 78.28 80.34 +1.61 3,681 16,360 -185
Jun11 100827 78.90 80.84 78.80 80.84 +1.61 7,939 27,790 +1,707
Jul11 100827 81.32 81.32 81.32 81.32 +1.62 1,894 8,112 +304
Aug11 100827 81.74 81.74 81.74 81.74 +1.63 1,569 5,136 +473
Sep11 100827 82.11 82.11 82.11 82.11 +1.62 1,049 5,834 +104
Oct11 100827 82.45 82.45 82.45 82.45 +1.61 1,058 4,168 +224
Nov11 100827 82.78 82.78 82.78 82.78 +1.62 753 8,238 +105
Total Volume and Open Interest 394,816 806,316 +4,400
Gas Oil(ICE)
Sep10 100827 634.50 651.00 632.50 643.50 +4.00 45,783 97,840 -5,096
Oct10 100827 639.00 654.75 635.50 647.00 +4.00 64,242 119,718 +2,895
Nov10 100827 642.50 656.50 639.25 649.75 +3.75 27,170 60,280 +443
Dec10 100827 644.00 659.50 641.50 652.75 +3.75 27,765 92,241 -1,228
Jan11 100827 649.25 662.50 647.25 657.00 +3.50 5,866 44,550 -48
Feb11 100827 653.00 666.25 650.00 660.75 +3.50 2,857 28,658 +889
Mar11 100827 655.75 669.50 655.50 664.50 +3.50 3,018 17,514 +293
Apr11 100827 659.00 667.75 658.25 667.75 +3.50 1,996 16,829 +375
May11 100827 662.25 671.00 662.25 671.00 +3.50 1,336 16,553 +94
Jun11 100827 665.50 680.00 665.50 674.25 +3.25 6,581 45,964 +316
Total Volume and Open Interest 202,815 652,466 +1,529
Ethanol(CBOT)
Aug10 100804 1.745 1.745 1.745 1.745 +0.006 19 63 -82
Sep10 100827 1.900 1.930 1.891 1.926 +0.020 225 261 -200
Oct10 100827 1.800 1.817 1.800 1.815 +0.025 159 891 +1
Nov10 100827 1.774 1.774 1.765 1.769 +0.024 7 1,018 +1
Dec10 100827 1.751 1.760 1.751 1.755 +0.021 49 1,875 +25
Jan11 100827 1.763 1.763 1.751 1.761 +0.017 28 1,405 -7
Feb11 100827 1.765 1.773 1.765 1.773 +0.018 18 877 +15
Mar11 100827 1.771 1.782 1.771 1.781 +0.018 16 670 +16
Total Volume and Open Interest 625 10,189 -95
WTI Crude Oil(ICE)
Oct10 100827 72.93 75.95 72.03 75.17 +1.81 115,412 86,379 -1,384
Nov10 100827 73.89 76.55 73.28 76.21 +1.99 48,949 51,436 -2,483
Dec10 100827 74.90 77.55 74.51 77.30 +2.11 41,801 99,125 +1,764
Jan11 100827 76.62 78.15 75.55 78.15 +2.11 6,653 15,026 -1,030
Feb11 100827 77.09 78.84 76.31 78.84 +2.09 2,814 10,880 -288
Mar11 100827 77.69 79.43 76.93 79.43 +2.08 2,702 9,162 -594
Apr11 100827 78.22 79.90 77.45 79.90 +2.04 1,894 6,034 +134
May11 100827 78.32 80.35 77.94 80.35 +2.01 1,050 3,879 +233
Jun11 100827 78.70 80.78 78.40 80.78 +1.99 2,303 22,578 +137
Jul11 100827 81.18 81.18 81.18 81.18 +1.97 372 10,486 +170
Aug11 100827 81.51 81.51 81.51 81.51 +1.96 142 3,479 -22
Sep11 100827 81.83 81.83 81.83 81.83 +1.94 94 3,782 +1
Oct11 100827 82.15 82.15 82.15 82.15 +1.92 139 3,152 -26
Nov11 100827 82.48 82.48 82.48 82.48 +1.91 316 5,818 -51
Dec11 100827 81.05 82.83 80.67 82.83 +1.90 15,802 48,231 +1,329
Jan12 100827 83.06 83.06 83.06 83.06 +1.90 51 4,616 +21
Total Volume and Open Interest 244,928 445,662 -1,988
US Dollar Index(ICE)
Sep10 100827 82.975 83.235 82.690 82.967 -0.015 29,364 24,227 -3,577
Dec10 100827 83.350 83.510 83.030 83.298 -0.020 165 921 -2
Mar11 100827 83.658 83.658 83.658 83.658 -0.020      
Total Volume and Open Interest 29,529 25,150 -3,579
Australian Dollar(CME)
Sep10 100827 88.44 89.85 88.29 89.74 +1.36 92,457 100,996 -464
Dec10 100827 87.43 88.90 87.39 88.78 +1.34 267 3,123 +17
Mar11 100827 87.84 87.84 86.51 87.84 +1.33 0 7 +0
Total Volume and Open Interest 92,724 104,282 -447
British Pound(CME)
Sep10 100827 155.21 155.47 154.41 155.12 -0.11 112,670 136,177 -2,867
Dec10 100827 155.08 155.42 154.41 155.03 -0.12 733 2,949 +149
Mar11 100827 155.05 155.07 154.96 154.96 -0.11 0 144 +0
Total Volume and Open Interest 113,403 139,271 -2,718
Canadian Dollar(CME)
Sep10 100827 94.52 95.22 93.87 95.00 +0.51 79,068 85,465 +844
Dec10 100827 94.33 95.00 93.74 94.85 +0.51 3,548 11,180 +2,118
Mar11 100827 94.26 94.71 93.71 94.69 +0.51 39 1,083 +23
Jun11 100827 93.50 94.51 93.50 94.51 +0.52 14 413 +11
Total Volume and Open Interest 82,669 98,186 +2,996
Japanese Yen(CME)
Sep10 100827 118.40 118.67 117.02 117.15 -1.43 105,741 136,338 +3,102
Dec10 100827 118.56 118.76 117.17 117.27 -1.43 546 2,856 +127
Mar11 100827 118.50 118.85 117.42 117.42 -1.43 0 73 +0
Total Volume and Open Interest 106,287 139,335 +3,229
Swiss Franc(CME)
Sep10 100827 97.65 97.85 97.05 97.17 -0.43 34,303 56,200 +1,105
Dec10 100827 97.77 97.91 97.18 97.27 -0.44 184 653 +25
Mar11 100827 97.40 97.84 97.40 97.40 -0.44 0 11 +0
Total Volume and Open Interest 34,487 56,865 +1,130
EuroFX(CME)
Sep10 100827 127.14 127.80 126.75 127.31 +0.29 333,413 232,288 -5,685
Dec10 100827 127.07 127.76 126.76 127.29 +0.30 1,970 7,387 +819
Mar11 100827 126.95 127.60 126.95 127.26 +0.29 4 313 -1
Total Volume and Open Interest 335,387 239,995 -4,867
Mexican Peso(CME)
Sep10 100827 762.8 768.8 759.8 766.2 +3.0 33,229 90,556 -6,929
Oct10 100827 764.5 764.5 761.5 764.5 +3.0      
Total Volume and Open Interest 33,361 92,158 -6,941
Brazilian Real(CME)
Sep10 100827 566.50 566.50 565.95 566.50 +0.55 168 1,576 -122
Oct10 100827 566.45 566.45 562.60 566.45 +3.85      
Nov10 100827 562.85 562.85 559.00 562.85 +3.85 0 1 +0
Dec10 100827 559.00 561.00 556.90 556.90 +1.05 212 1,578 +197
Total Volume and Open Interest 380 3,162 +75
30-Year T-Bonds(CBOT)
Sep10 100827 136~080 136~140 133~170 133~220 -2~100 517,127 326,166 -76,734
Dec10 100827 134~280 135~010 132~050 132~100 -2~100 258,315 490,420 +154,506
Mar11 100827 131~060 133~160 131~060 131~060 -2~100 0 32 +0
Total Volume and Open Interest 775,442 816,618 +77,772
10-Year T-Notes(CBOT)
Sep10 100827 126~105 126~135 125~025 125~060 -1~010 1,679,437 960,541 -313,810
Dec10 100827 125~160 125~195 124~075 124~110 -1~020 708,712 1,075,168 +364,281
Mar11 100827 124~100 124~235 123~215 123~215 -1~020 0 68 +0
Total Volume and Open Interest 2,388,149 2,035,811 +50,471
5-Year T-Notes(CBOT)
Sep10 100827 120~113 120~122 120~024 120~037 -0~071 783,641 612,694 -223,394
Dec10 100827 120~018 120~025 119~054 119~067 -0~073 430,606 545,904 +216,627
Mar11 100827 118~073 119~018 118~073 118~073 -0~073      
Total Volume and Open Interest 1,214,247 1,158,598 -6,767
2 Year T-Notes(CBOT)
Sep10 100827 109~084 109~086 109~068 109~071 -0~011 471,004 375,832 -152,982
Dec10 100827 109~068 109~068 109~045 109~048 -0~018 326,902 416,735 +153,074
Mar11 100827 109~022 109~040 109~022 109~022 -0~018      
Total Volume and Open Interest 797,906 792,567 +92
Eurodollars(CME)
Sep10 100827 99.677 99.685 99.675 99.680 +0.003 179,733 853,109 +10,207
Dec10 100827 99.550 99.575 99.540 99.565 +0.010 317,108 1,110,610 -6,080
Mar11 100827 99.500 99.525 99.485 99.505 unch 218,650 1,068,299 +8,478
Jun11 100827 99.415 99.435 99.380 99.395 -0.020 187,617 886,730 -10,144
Sep11 100827 99.305 99.320 99.235 99.250 -0.045 196,142 955,576 -10,236
Dec11 100827 99.150 99.165 99.055 99.070 -0.065 176,504 714,100 -3,455
Mar12 100827 98.995 99.005 98.865 98.885 -0.090 157,895 493,170 -327
Jun12 100827 98.815 98.835 98.670 98.685 -0.115 148,830 380,689 -2,623
Sep12 100827 98.655 98.670 98.485 98.500 -0.135 63,366 268,881 +976
Dec12 100827 98.470 98.480 98.290 98.305 -0.145 48,163 194,546 -395
Mar13 100827 98.320 98.325 98.130 98.145 -0.150 43,177 218,896 -1,714
Jun13 100827 98.135 98.140 97.945 97.960 -0.155 33,819 132,093 -174
Sep13 100827 97.965 97.965 97.765 97.780 -0.160 13,908 98,143 -913
Dec13 100827 97.760 97.780 97.575 97.590 -0.170 12,046 79,308 -1,067
Mar14 100827 97.635 97.635 97.410 97.425 -0.180 9,936 73,914 -428
Jun14 100827 97.440 97.450 97.235 97.250 -0.190 8,665 50,404 -487
Sep14 100827 97.295 97.295 97.060 97.080 -0.200 6,482 39,637 +561
Dec14 100827 97.135 97.135 96.890 96.910 -0.210 5,796 61,879 +603
Total Volume and Open Interest 1,848,810 7,845,607 -14,479
30 Day Federal Funds(CBOT)
Aug10 100827 99.812 99.812 99.810 99.812 unch 1,147 66,891 +198
Sep10 100827 99.820 99.825 99.815 99.820 unch 5,786 50,480 -2,302
Oct10 100827 99.830 99.830 99.815 99.820 -0.005 3,216 68,904 +681
Nov10 100827 99.830 99.830 99.815 99.820 -0.010 3,244 79,991 +138
Dec10 100827 99.835 99.835 99.815 99.820 -0.015 991 72,123 +323
Jan11 100827 99.835 99.835 99.820 99.825 -0.010 2,363 61,188 +1,820
Total Volume and Open Interest 24,500 614,906 +2,140
30 Day Fed Funds(e-CBOT)
Aug10 090519 98.995 98.995 98.995 98.995 unch 0 1,623  
Sep10 090519 98.885 98.900 98.880 98.885 unch 50 2,134  
Oct10 090519 98.820 98.820 98.810 98.820 unch 0 454  
Nov10 090519 98.660 98.660 98.660 98.660 unch 0 1,342  
Dec10 090519 98.590 98.590 98.565 98.565 unch 0 330  
Jan11 090519 98.500 98.500 98.475 98.475 unch 0 1,177  
Total Volume and Open Interest 22,142 354,023  
3-Mth Euro-Yen(CME)
Sep10 100827 99.650 99.650 99.650 99.650 unch 0 1,390 +0
Dec10 100827 99.685 99.685 99.685 99.685 unch 0 542 +0
Mar11 100827 99.700 99.700 99.700 99.700 unch 0 367 +0
Jun11 100827 99.728 99.728 99.728 99.728 unch      
Sep11 100827 99.730 99.730 99.730 99.730 unch      
Dec11 100827 99.735 99.735 99.735 99.735 unch      
Mar12 100827 99.700 99.700 99.700 99.700 unch      
Jun12 100827 99.750 99.750 99.750 99.750 unch      
Sep12 100827 99.810 99.810 99.810 99.810 unch      
Dec12 100827 99.505 99.505 99.505 99.505 unch      
Total Volume and Open Interest 0 2,299 +0
3-Mth Euro-Yen(SGX)
Sep10 100827 99.65 99.65 99.65 99.65 unch 2 3,745 +0
Dec10 100827 99.69 99.69 99.68 99.68 unch 0 1,867 +0
Mar11 100827 99.71 99.71 99.70 99.70 unch 0 2,043 +0
Jun11 100827 99.72 99.73 99.72 99.73 unch 0 2,884 +0
Sep11 100827 99.73 99.73 99.73 99.73 unch 0 111 +0
Dec11 100827 99.74 99.74 99.74 99.74 unch 0 110 +0
Mar12 100827 99.70 99.70 99.70 99.70 unch 0 305 +0
Jun12 100827 99.75 99.75 99.75 99.75 unch 0 754 +0
Total Volume and Open Interest 2 12,131 +0
Japanese Gov't Bonds(SGX)
Sep10 100827 142.86 143.00 142.37 142.60 -0.27 1,937 24,602 +167
Dec10 100827 142.63 142.76 142.15 142.39 -0.29 182 467 +143
Mar11 100827 140.30 140.30 140.30 140.30 -0.29      
Total Volume and Open Interest 2,119 25,069 +310
Euro-Bund(EUREX)
Sep10 100827 134.05 134.54 133.25 133.66 -0.28 954,573 974,579 -45,497
Dec10 100827 132.62 133.08 131.82 132.21 -0.27 10,620 65,106 +1,312
Mar11 100827 132.44 132.44 132.08 132.16 -0.28 0 30 +0
Total Volume and Open Interest 965,193 1,039,715 -44,185
Euro-Bobl(EUREX)
Sep10 100827 122.45 122.50 122.02 122.16 -0.24 452,941 766,601 -17,805
Dec10 100827 121.21 121.23 120.80 120.91 -0.25 17,483 65,965 +9,853
Mar11 100827 120.16 120.16 120.16 120.16 -0.24      
Total Volume and Open Interest 470,424 832,566 -7,952
3-Mth Euribor(EUREX)
Sep10 100827 99.115 99.115 99.110 99.115 +0.005 0 3,505 +0
Dec10 100827 99.060 99.060 99.055 99.060 -0.010 0 2,690 +0
Mar11 100827 99.010 99.010 99.010 99.010 -0.005 0 1,276 +0
Total Volume and Open Interest 0 11,701 +0
Long Gilt(LIFFE)
Sep10 100827 126~01 126~18 125~20 125~30 -0~02 173,337 65,155 -64,220
Dec10 100827 124~21 125~08 124~09 124~19 -0~02 112,040 263,819 +50,291
Total Volume and Open Interest 285,377 328,974 -13,929
3-Mth Short Sterling(LIFFE)
Sep10 100827 99.27 99.27 99.26 99.27 unch 7,703 324,922 +5
Dec10 100827 99.19 99.21 99.19 99.20 unch 45,701 365,651 -5,682
Mar11 100827 99.15 99.18 99.14 99.15 unch 41,578 297,197 +7,276
Jun11 100827 99.08 99.11 99.06 99.08 unch 37,833 310,102 +1,302
Sep11 100827 98.98 99.01 98.95 98.97 -0.01 36,174 358,314 -1,099
Dec11 100827 98.83 98.86 98.79 98.81 -0.02 26,702 394,189 -1,502
Total Volume and Open Interest 226,316 2,566,165 -75
3-Mth Euribor(LIFFE)
Sep10 100827 99.115 99.120 99.105 99.115 +0.005 63,172 593,217 -9,666
Dec10 100827 99.070 99.070 99.030 99.060 -0.010 72,997 602,463 +8,143
Mar11 100827 99.015 99.025 98.995 99.010 -0.005 116,517 592,516 +7,812
Total Volume and Open Interest 607,596 3,661,622 +22,820
3-Mth Aus T-Bills(SFE)
Sep10 100827 95.27 95.28 95.25 95.27 unch 14,984 120,924 +3,708
Dec10 100827 95.35 95.37 95.33 95.35 unch 34,560 223,201 +8,504
Mar11 100827 95.33 95.36 95.31 95.35 +0.01 14,068 108,657 +5,526
Jun11 100827 95.32 95.35 95.30 95.33 unch 5,769 72,689 -1,534
Sep11 100827 95.27 95.31 95.26 95.29 unch 1,402 41,440 +671
Dec11 100827 95.19 95.26 95.19 95.23 unch 1,474 32,848 +221
Mar12 100827 95.14 95.21 95.14 95.18 unch 246 29,326 +165
Jun12 100827 95.12 95.19 95.12 95.16 unch 711 11,684 +67
Sep12 100827 95.17 95.17 95.15 95.16 +0.01 2 2,434 +2
Dec12 100827 95.13 95.13 95.13 95.13 +0.01 0 1,107 +0
Total Volume and Open Interest 73,216 645,388 +17,330
10-Year Aus T-Bonds(SFE)
Sep10 100827 95.22 95.23 95.16 95.20 -0.02 36,850 360,265 -5,043
Dec10 100827 95.19 95.19 95.19 95.19 -0.02      
Total Volume and Open Interest 36,850 360,265 -5,043
3-Year Aus T-Bonds(SFE)
Sep10 100827 95.62 95.65 95.58 95.62 -0.01 93,081 572,277 -22,580
Dec10 100827 95.57 95.57 95.57 95.57 -0.01      
Total Volume and Open Interest 93,081 572,277 -22,580
Gold(CMX)
Aug10 100827 1235.7 1241.9 1234.8 1236.0 +0.6 104 174 -186
Oct10 100827 1235.9 1242.9 1232.5 1236.6 +0.2 5,923 45,555 +2,335
Dec10 100827 1239.1 1244.2 1233.5 1237.9 +0.2 78,447 373,884 -2,272
Feb11 100827 1239.3 1245.5 1237.7 1239.4 +0.2 1,146 20,154 -230
Apr11 100827 1241.1 1246.0 1238.0 1240.7 +0.2 817 17,058 +473
Jun11 100827 1243.2 1247.1 1242.2 1242.2 +0.2 134 15,523 -15
Aug11 100827 1246.9 1246.9 1243.8 1243.8 +0.2 59 8,929 +18
Oct11 100827 1248.0 1248.9 1245.4 1245.4 +0.2 0 7,381 +0
Dec11 100827 1246.6 1251.7 1245.2 1247.2 +0.3 131 15,015 -125
Feb12 100827 1249.3 1249.3 1249.3 1249.3 +0.7 0 6,659 +0
Apr12 100827 1251.8 1251.8 1251.8 1251.8 +1.1 0 6,144 +0
Jun12 100827 1254.3 1254.3 1254.3 1254.3 +1.3 0 8,397 +0
Total Volume and Open Interest 87,257 565,795 -33
Silver(CMX)
Sep10 100827 1896.5 1934.0 1890.0 1903.9 +5.7 40,531 13,880 -7,586
Dec10 100827 1900.0 1937.5 1893.5 1907.4 +5.2 31,815 78,814 +7,050
Mar11 100827 1900.5 1938.0 1900.5 1912.0 +5.2 503 12,353 +89
May11 100827 1925.0 1925.0 1913.5 1914.4 +5.2 21 7,905 -3
Jul11 100827 1916.0 1916.8 1916.0 1916.8 +5.4 20 5,572 +16
Sep11 100827 1919.1 1919.1 1919.1 1919.1 +5.6 7 765 -5
Dec11 100827 1945.5 1950.5 1922.4 1922.4 +5.8 36 4,180 +12
Total Volume and Open Interest 73,271 128,442 -309
Platinum(NYMEX)
Oct10 100827 1533.3 1538.9 1522.5 1537.0 -2.9 2,721 28,616 +137
Jan11 100827 1535.6 1541.2 1529.2 1541.2 -2.9 74 1,855 +66
Apr11 100827 1540.3 1544.5 1540.3 1544.5 -3.5 0 190 +0
Jul11 100827 1544.5 1544.5 1544.5 1544.5 -3.5      
Total Volume and Open Interest 2,795 30,661 +203
Palladium(NYMEX)
Sep10 100827 506.95 506.95 496.20 503.05 +0.55 4,024 3,437 -2,275
Dec10 100827 499.60 507.50 499.10 504.65 +0.35 4,264 16,823 +2,360
Mar11 100827 505.05 505.80 505.05 505.80 +0.35 5 61 +2
Total Volume and Open Interest 8,295 20,333 +87
Copper(CMX)
Sep10 100827 328.35 338.40 327.85 336.30 +5.85 31,476 17,797 -2,635
Dec10 100827 330.50 340.50 329.95 338.45 +5.90 20,218 86,669 +2,529
Mar11 100827 334.30 341.10 333.00 339.45 +5.95 1,677 18,346 +905
May11 100827 334.70 340.85 334.70 339.60 +5.80 231 2,281 +5
Jul11 100827 338.00 340.95 337.50 339.65 +5.70 47 2,882 +27
Total Volume and Open Interest 55,298 139,511 +1,286
DJIA Index(CBOT)
Sep10 100827 9955 10145 9920 10141 +174 1,573 10,038 +1,067
Dec10 100827 10023 10075 10023 10075 +173 1 47 +1
Mar11 100827 10008 10008 9838 10008 +170      
Jun11 100827 9956 9956 9782 9956 +174      
Total Volume and Open Interest 1,574 10,085 +1,068
E-mini DJIA Index(CBOT)
Sep10 100827 9957 10146 9920 10141 +174 146,083 86,036 -3,310
Dec10 100827 9880 10078 9860 10075 +173 284 356 -67
Mar11 100827 9874 10008 9874 10008 +170 1 19 +0
Jun11 100827 9956 9956 9956 9956 +174 0 1 +0
Total Volume and Open Interest 146,368 86,412 -3,377
S & P 500(CME)
Sep10 100827 1043.80 1064.30 1037.80 1063.70 +18.90 24,109 307,009 +984
Dec10 100827 1048.00 1058.70 1033.00 1058.70 +18.90 342 18,803 +217
Mar11 100827 1047.00 1053.80 1028.90 1053.80 +18.90 222 897 +90
Jun11 100827 1049.30 1049.30 1024.40 1049.30 +18.90 222 463 +195
Total Volume and Open Interest 24,895 327,172 +1,486
S & P 500 E-Mini(Globex)
Sep10 100827 1043.75 1064.50 1037.25 1063.75 +19.00 1,994,211 2,917,867 +37,848
Dec10 100827 1038.00 1059.25 1032.50 1058.75 +19.00 5,733 62,919 +736
Total Volume and Open Interest 1,999,990 2,981,074 +38,615
NASDAQ 100(CME)
Sep10 100827 1763.00 1795.00 1743.00 1789.30 +21.80 4,795 25,128 +2,426
Dec10 100827 1789.00 1789.00 1749.00 1786.80 +22.00 0 119 +0
Mar11 100827 1784.30 1785.30 1784.30 1784.30 +22.00      
Total Volume and Open Interest 4,795 25,247 +2,426
NASDAQ 100 E-Mini(Globex)
Sep10 100827 1766.00 1794.50 1744.00 1789.30 +21.80 325,465 358,403 +12,804
Dec10 100827 1762.00 1791.80 1741.00 1786.80 +22.00 999 1,076 -121
Total Volume and Open Interest 326,464 359,491 +12,683
S & P Midcap 400(CME)
Sep10 100827 725.50 734.00 712.00 733.70 +15.60 182 3,564 +182
Dec10 100827 731.40 731.40 731.40 731.40 +15.60      
Mar11 100827 729.40 729.40 729.40 729.40 +15.60      
Total Volume and Open Interest 182 3,564 +182
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Sep10 100827 8805 9095 8805 9080 +240 7,480 30,971 -260
Dec10 100827 8940 9095 8940 9085 +240 28 117 +22
Total Volume and Open Interest 7,508 31,088 -238
Nikkei 225(SGX)
Sep10 100827 8890 9020 8790 8980 +105 106,228 216,208 -3,003
Dec10 100827 8835 8960 8755 8930 +110 1,945 4,807 +1,206
Mar11 100827 8925 8925 8925 8925 +110 0 41 +0
Total Volume and Open Interest 110,445 224,660 +273
CAC 40(EURONEXT)
Sep10 100827 3458.0 3527.5 3427.5 3500.5 +31.5 113,493 397,278 -2,677
Oct10 100827 3454.0 3519.5 3452.0 3501.0 +31.5 16 290 +5
Nov10 100827 3482.5 3482.5 3482.5 3482.5 +31.0      
Total Volume and Open Interest 113,513 399,297 -2,669
Hang Seng Index(HKFE)
Aug10 100827 20521 20679 20483 20536 -91 86,264 53,553 -21,247
Sep10 100827 20420 20585 20387 20448 -93 43,921 58,620 +31,100
Total Volume and Open Interest 130,811 114,449 +10,076
DAX(EUREX)
Sep10 100827 5895.5 5980.0 5845.0 5955.0 +48.0 128,758 153,027 -4,221
Dec10 100827 5923.0 5985.0 5866.0 5963.5 +48.0 275 14,190 +99
Mar11 100827 5939.0 5996.5 5877.0 5974.5 +47.5 23 3,246 +0
Total Volume and Open Interest 129,056 170,463 -4,122
FT-SE 100(EURONEXT)
Sep10 100827 5134.50 5231.00 5114.50 5207.00 +61.00 77,478 645,625 +7,069
Dec10 100827 5121.00 5195.00 5096.00 5184.50 +61.00 25 9,248 -6
Mar11 100827 5142.50 5142.50 5142.50 5142.50 +61.00 25 946 +15
Total Volume and Open Interest 77,538 656,049 +7,088
SPI 200(SFE)
Sep10 100827 4346.0 4365.0 4305.0 4348.0 +7.0 28,669 234,714 +2,297
Dec10 100827 4360.0 4375.0 4237.0 4363.0 +5.0 59 3,916 -84
Mar11 100827 4323.0 4353.0 4323.0 4353.0 +6.0 7 1,498 +2
Total Volume and Open Interest 28,735 240,838 +2,115
GSCI(CME)
Sep10 100827 504.50 511.40 498.00 511.20 +8.70 464 14,251 +164
Oct10 100827 509.50 516.00 503.00 516.00 +9.50      
Nov10 100827 521.00 521.00 509.00 521.00 +9.50      
Total Volume and Open Interest 464 14,251 +164
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.

Banner

Login

Newsflash

Let MRCI introduce you to our brand new Futures Highlight!

The focus on a single market each month can provide you more in-depth knowledge of how it trades. What if you knew such things as ...
(1) average daily ranges by day of week
(2)  how often it tends to close higher/lower by day of week
(3)  how often it tends to gap up/down
(4)  historical summary of daily % of price change

FREE for a limited time!!!