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MRCI's End of Day Prices

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MRCI's End of Day Prices
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Daily Futures Price Listing Mon July 04, 2011
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jul11 110701 1308.50 1330.00 1307.25 1322.25 +16.00 41,246 15,548 -10,842
Aug11 110701 1301.75 1321.75 1299.50 1312.75 +13.25 33,439 67,451 +4,131
Sep11 110701 1297.50 1318.75 1295.00 1309.50 +14.00 9,342 28,199 +1,063
Nov11 110701 1296.25 1321.75 1291.00 1312.50 +18.50 68,689 295,009 -80
Jan12 110701 1305.50 1331.75 1303.75 1322.75 +18.50 2,219 41,297 +181
Mar12 110701 1312.00 1334.75 1310.50 1328.75 +21.75 1,288 21,171 -187
May12 110701 1316.75 1336.00 1312.00 1330.25 +22.00 2,138 26,160 +296
Total Volume and Open Interest 159,853 525,602 -5,183
Soybean Meal(CBOT)
Jul11 110701 335.90 340.90 334.80 340.90 +8.70 21,059 6,957 -5,532
Aug11 110701 337.30 349.00 336.10 342.90 +8.40 26,194 53,797 +1,977
Sep11 110701 333.50 342.50 333.50 342.50 +9.00 6,044 24,937 +680
Oct11 110701 332.00 340.20 332.00 340.20 +9.70 2,619 16,343 +59
Dec11 110701 332.80 341.50 331.60 341.00 +10.10 27,289 77,372 +509
Jan12 110701 334.30 343.00 334.30 343.00 +10.50 528 6,838 -14
Mar12 110701 339.10 345.20 333.70 345.20 +11.50 665 4,086 +95
May12 110701 340.20 346.10 334.20 346.10 +11.90 861 5,798 +132
Total Volume and Open Interest 85,748 201,175 -2,180
Soybean Oil(CBOT)
Jul11 110701 55.07 55.47 54.69 55.16 +0.12 32,005 16,312 -8,311
Aug11 110701 55.25 55.83 54.82 55.32 +0.10 34,381 40,968 +1,129
Sep11 110701 55.25 55.90 55.06 55.55 +0.10 9,872 34,108 +64
Oct11 110701 55.77 56.14 55.35 55.82 +0.13 2,296 17,189 -255
Dec11 110701 56.20 56.65 55.81 56.30 +0.15 50,438 144,806 +5,746
Jan12 110701 56.42 56.91 56.10 56.57 +0.15 1,440 13,459 -547
Mar12 110701 56.78 57.09 56.34 56.84 +0.21 1,521 10,802 -125
May12 110701 57.00 57.34 56.51 57.00 +0.25 707 6,480 +228
Total Volume and Open Interest 133,156 288,502 -1,957
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 110701 629.00 652.75 620.75 640.75 +11.75 143,359 45,142 -52,266
Sep11 110701 605.00 622.75 603.00 606.75 -41.25 164,672 394,102 +15,693
Dec11 110701 589.00 603.25 575.50 596.75 -23.75 173,319 504,317 +8,137
Mar12 110701 603.75 617.00 589.25 610.75 -22.00 20,971 104,056 +1,942
May12 110701 614.00 625.25 597.50 619.25 -19.75 4,029 21,929 +393
Jul12 110701 616.00 632.75 605.50 628.75 -17.25 6,267 58,977 +937
Total Volume and Open Interest 518,651 1,228,849 -23,007
Wheat(CBOT)
Jul11 110701 585.50 595.25 565.25 584.50 -0.25 22,366 7,139 -10,671
Sep11 110701 608.50 623.00 592.00 612.25 -2.00 73,152 182,208 +8,121
Dec11 110701 655.50 667.50 639.00 660.00 +2.50 27,914 132,269 +2,302
Mar12 110701 693.75 706.25 681.25 701.00 +5.50 5,495 36,580 +726
May12 110701 708.00 727.75 702.75 727.50 +9.50 842 9,849 -7
Total Volume and Open Interest 132,524 430,945 +663
Wheat(KCBT)
Jul11 110701 691.75 705.75 677.00 703.00 +14.25 11,308 4,440 -4,455
Sep11 110701 703.75 724.50 695.25 720.75 +13.50 20,997 76,743 +2,238
Dec11 110701 733.50 751.00 722.00 747.50 +14.25 8,537 55,254 +130
Mar12 110701 751.00 766.75 739.75 762.75 +13.00 3,055 12,135 +987
May12 110701 753.00 774.75 753.00 772.75 +13.00 218 2,179 +91
Total Volume and Open Interest 45,120 165,385 -856
Wheat(MGE)
Jul11 110701 833.50 833.50 825.00 831.00 +7.75 833 2,601 -335
Sep11 110701 797.75 808.25 785.00 804.50 +9.50 5,069 25,227 +1,007
Dec11 110701 796.00 807.75 783.75 804.50 +12.25 3,277 20,023 +367
Mar12 110701 805.00 817.25 795.00 815.50 +15.25 924 4,870 -126
May12 110701 802.50 819.25 800.00 818.25 +18.25 126 2,493 -3
Total Volume and Open Interest 10,583 61,979 +849
Oats(CBOT)
Jul11 110701 338.00 342.25 325.00 339.50 +5.50 797 188 -456
Sep11 110701 337.00 348.75 334.25 347.00 +6.00 810 3,898 +229
Dec11 110701 347.25 356.00 342.25 353.00 +6.00 954 7,196 -53
Mar12 110701 353.75 366.00 351.75 363.50 +6.00 26 288 +25
Total Volume and Open Interest 2,587 11,599 -255
Rough Rice(CBOT)
Jul11 110701 14.00 14.00 13.62 13.99 +0.10 1,087 1,128 -655
Sep11 110701 14.92 15.13 14.56 14.91 +0.06 1,325 10,423 +575
Nov11 110701 15.28 15.41 14.91 15.22 +0.05 277 5,240 +42
Jan12 110701 15.57 15.57 15.25 15.54 +0.05 9 308 +1
Total Volume and Open Interest 2,700 17,503 -37
Live Cattle(CME)
Aug11 110701 110.830 113.550 110.430 112.850 +1.965 21,121 137,377 -4,551
Oct11 110701 116.600 119.750 116.600 119.680 +2.480 14,242 87,738 +3,064
Dec11 110701 119.500 122.450 119.285 122.230 +2.230 6,721 63,468 +1,013
Feb12 110701 120.700 124.000 120.350 123.950 +2.770 3,448 22,738 +511
Apr12 110701 121.885 125.200 121.700 125.100 +2.520 822 10,872 +211
Jun12 110701 118.100 120.600 118.100 120.300 +1.800 177 3,700 +44
Total Volume and Open Interest 48,163 326,958 -559
Feeder Cattle(CME)
Aug11 110701 138.000 140.935 137.285 140.485 +2.410 2,294 19,950 -282
Sep11 110701 138.380 141.880 138.150 141.550 +2.615 966 7,050 +33
Oct11 110701 139.000 142.000 138.400 141.950 +2.715 546 5,249 +73
Nov11 110701 138.550 141.900 138.400 141.850 +2.775 209 3,101 +8
Jan12 110701 136.750 140.000 136.750 140.000 +2.500 125 1,265 -9
Mar12 110701 136.750 138.700 136.750 138.700 +1.700 15 219 +9
Apr12 110701 136.800 138.600 136.800 138.250 +1.250 1 68 +0
Total Volume and Open Interest 4,167 36,929 -175
Lean Hogs(CME)
Jul11 110701 94.080 95.535 93.885 95.500 +1.100 5,515 13,117 -66
Aug11 110701 91.430 93.430 91.135 93.150 +1.470 16,422 78,352 -2,217
Oct11 110701 85.580 87.050 85.385 86.785 +0.555 8,399 58,551 +939
Dec11 110701 83.500 85.080 83.430 84.800 +0.850 4,600 43,513 -905
Feb12 110701 85.900 87.200 85.830 86.785 +0.585 2,127 18,090 +375
Apr12 110701 87.700 88.350 87.635 88.200 +0.450 1,760 9,183 +512
May12 110701 91.635 91.800 91.350 91.450 +0.200 11 521 +8
Jun12 110701 93.200 94.250 93.200 93.600 unch 278 5,170 +102
Total Volume and Open Interest 39,419 229,312 -1,028
Class III Milk(CME)
Jul11 110701 20.53 20.55 20.40 20.51 -0.01 581 6,091 +126
Aug11 110701 19.00 19.12 18.66 18.83 -0.24 222 5,783 +4
Sep11 110701 18.31 18.45 18.12 18.26 -0.18 204 5,090 +17
Oct11 110701 17.76 17.83 17.70 17.80 -0.03 212 4,118 +71
Nov11 110701 17.05 17.20 17.05 17.12 -0.03 61 3,643 +19
Total Volume and Open Interest 1,412 37,322 +257
Cocoa(ICE)
Jul11 110701 3142 3142 3137 3137 -33 114 34 +5
Sep11 110701 3141 3168 3111 3155 +4 13,798 68,099 +513
Dec11 110701 3197 3197 3136 3178 +7 3,627 38,287 +1,082
Mar12 110701 3201 3220 3174 3214 +7 2,397 31,619 +785
May12 110701 3199 3227 3199 3214 +9 1,088 10,020 +814
Jul12 110701 3217 3217 3217 3217 +8 230 4,052 +107
Sep12 110701 3183 3225 3182 3223 +9 125 6,343 +90
Total Volume and Open Interest 21,379 165,395 +3,396
Coffee "C"(ICE)
Jul11 110701 263.20 264.40 261.10 263.45 -1.90 99 464 -14
Sep11 110701 264.90 265.60 258.25 263.65 -1.95 12,620 56,052 -238
Dec11 110701 267.50 269.00 262.00 267.15 -1.85 2,433 32,428 +233
Mar12 110701 271.45 271.45 265.15 269.75 -1.85 526 9,211 +86
May12 110701 272.50 272.50 266.65 271.50 -1.40 222 3,720 -67
Jul12 110701 268.00 271.65 266.30 271.45 -2.10 122 1,745 +96
Total Volume and Open Interest 16,062 106,212 +109
Orange Juice(ICE)
Jul11 110701 199.75 202.75 196.10 198.05 -0.55 541 2,603 -470
Sep11 110701 188.00 188.75 186.05 186.55 -0.55 1,585 25,845 -205
Nov11 110701 179.35 179.35 177.80 178.60 unch 176 5,985 +46
Jan12 110701 174.90 175.05 174.75 175.05 +0.20 40 1,207 +33
Mar12 110701 174.00 174.00 174.00 174.00 +0.40 0 255 +0
May12 110701 173.25 173.25 173.25 173.25 +0.40 0 171 +0
Total Volume and Open Interest 2,342 36,165 -596
Sugar #11(ICE)
Oct11 110701 26.25 27.45 25.68 27.25 +0.91 61,493 307,138 +5,301
Mar12 110701 25.50 26.60 25.13 26.50 +0.79 17,392 134,125 +2,528
May12 110701 24.76 25.68 24.49 25.53 +0.54 5,237 37,590 +64
Jul12 110701 24.27 25.02 24.08 24.83 +0.34 2,329 61,553 +84
Oct12 110701 23.85 24.48 23.69 24.22 +0.19 1,289 25,147 +292
Total Volume and Open Interest 110,434 611,856 -7,022
London Cocoa(LCE)
Jul11 110701 1954 1964 1939 1963 +9 2,734 48,023 -1,450
Sep11 110701 1980 1992 1967 1992 +9 11,297 52,849 +2,169
Dec11 110701 2009 2020 1994 2020 +11 3,147 37,902 +418
Mar12 110701 2021 2034 2004 2034 +13 1,545 38,729 -20
May12 110701 2017 2045 2017 2045 +15 1,215 12,343 +662
Jul12 110701 2024 2052 2024 2052 +13 112 5,070 +72
Sep12 110701 2036 2058 2036 2058 +18 76 3,285 +71
Total Volume and Open Interest 20,156 206,229 +1,952
London Sugar(LCE)
Aug11 110701 745.60 770.00 726.70 769.60 +30.60 2,352 18,851 -597
Oct11 110701 670.10 702.00 665.10 701.70 +31.40 1,878 16,369 +332
Dec11 110701 648.60 675.30 645.80 674.30 +25.70 488 6,031 +208
Mar12 110701 644.00 667.80 640.80 666.80 +23.80 311 6,697 +21
May12 110701 634.70 656.80 631.00 654.10 +20.60 16 2,679 +16
Total Volume and Open Interest 5,054 53,548 -21
Cotton(ICE)
Jul11 110701 160.20 161.50 160.00 161.41 +1.62 51 1,729 -100
Oct11 110701 124.49 124.49 121.07 121.81 -1.88 33 477 +1
Dec11 110701 119.77 119.89 116.51 117.81 -0.78 8,159 103,100 +346
Mar12 110701 110.14 110.34 107.65 109.41 -0.21 11,610 17,711 +788
May12 110701 106.60 107.25 104.89 106.18 -0.89 381 4,483 +236
Jul12 110701 104.15 104.15 101.54 103.53 -0.51 126 6,469 +7
Total Volume and Open Interest 20,372 137,261 +1,277
Lumber(CME)
Jul11 110701 245.6 248.2 242.0 244.0 -0.9 484 1,305 -87
Sep11 110701 263.0 267.0 258.0 267.0 +8.0 718 6,355 +68
Nov11 110701 269.3 277.0 266.8 277.0 +9.0 290 1,946 +54
Jan12 110701 286.5 294.0 286.5 294.0 +4.1 17 121 +9
Total Volume and Open Interest 1,511 9,736 +46
Crude Oil(NYM)
Aug11 110701 95.12 95.39 93.45 94.94 -0.48 348,790 311,066 -5,646
Sep11 110701 95.56 95.92 94.03 95.51 -0.45 81,722 189,646 +5,876
Oct11 110701 96.17 96.46 94.59 96.06 -0.44 38,446 73,826 -471
Nov11 110701 96.72 96.89 95.20 96.61 -0.43 21,787 58,468 -1,431
Dec11 110701 97.10 97.46 95.73 97.14 -0.39 50,129 185,617 -1,775
Jan12 110701 96.92 97.65 96.23 97.64 -0.32 8,018 51,899 -1,244
Feb12 110701 97.48 98.32 96.85 98.10 -0.28 5,464 26,138 +725
Mar12 110701 97.89 98.53 97.54 98.53 -0.25 5,056 32,354 +374
Apr12 110701 98.95 98.95 98.95 98.95 -0.21 3,753 18,518 +180
May12 110701 99.41 99.42 99.37 99.37 -0.17 3,302 17,289 -199
Jun12 110701 99.21 100.00 98.67 99.78 -0.13 12,393 71,896 -842
Jul12 110701 98.81 100.08 98.81 100.08 -0.09 4,018 31,628 +1,259
Aug12 110701 100.28 100.28 100.28 100.28 -0.04 3,159 13,381 +800
Sep12 110701 100.47 100.47 100.47 100.47 +0.04 1,140 14,499 +55
Oct12 110701 100.66 100.66 100.66 100.66 +0.11 1,807 10,006 -172
Nov12 110701 100.87 100.87 100.87 100.87 +0.17 4,297 21,705 -623
Total Volume and Open Interest 639,491 1,519,202 -5,111
e-miNY Crude Oil(NYM)
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 110701 95.425 95.875 94.050 95.500 -0.450 627 1,751 +200
Oct11 110701 94.775 96.050 94.775 96.050 -0.450 156 264 +19
Nov11 110701 95.850 96.600 95.775 96.600 -0.450 122 134 +111
Dec11 110701 96.125 97.150 96.125 97.150 -0.375 25 305 +1
Jan12 110701 97.650 97.650 97.650 97.650 -0.300 3 6 +0
Feb12 110701 98.100 98.100 98.100 98.100 -0.275 0 3 +0
Mar12 110701 98.525 98.525 98.525 98.525 -0.250 0 11 +0
Apr12 110701 98.950 98.950 98.950 98.950 -0.200      
Total Volume and Open Interest 17,508 6,988 +1,878
Heating Oil(NYM)
Aug11 110701 293.89 294.30 287.95 292.45 -2.18 58,645 97,541 +2,743
Sep11 110701 295.60 295.60 289.47 293.97 -2.19 15,469 46,793 +270
Oct11 110701 294.73 296.04 291.51 295.62 -2.22 8,863 22,322 +219
Nov11 110701 298.65 298.65 293.53 297.47 -2.17 3,935 21,416 -14
Dec11 110701 300.17 301.12 294.90 299.30 -2.14 11,594 33,111 -1,554
Jan12 110701 299.06 301.20 297.18 301.05 -2.06 2,749 19,854 +755
Feb12 110701 297.82 301.59 297.77 301.59 -1.99 1,459 9,075 +469
Mar12 110701 299.48 301.05 298.86 301.05 -2.02 443 6,970 +130
Apr12 110701 296.00 299.23 295.52 299.23 -2.05 166 3,067 +129
May12 110701 293.92 297.46 293.92 297.46 -2.05 34 2,625 +25
Jun12 110701 292.71 296.76 292.71 296.36 -1.95 1,678 20,389 +72
Jul12 110701 296.96 296.96 296.96 296.96 -1.85 127 2,127 +38
Total Volume and Open Interest 129,563 303,580 -5,676
Gasoline(NYMEX)
Aug11 110701 296.91 297.60 291.12 297.26 +0.34 52,746 73,608 +2,072
Sep11 110701 292.50 292.95 286.75 292.63 -0.31 22,638 45,095 +280
Oct11 110701 279.25 279.31 273.40 279.03 -0.78 11,654 23,020 -189
Nov11 110701 271.19 275.66 269.96 275.66 -0.90 5,246 13,329 -311
Dec11 110701 275.13 275.13 268.76 274.18 -1.07 6,408 30,644 -304
Jan12 110701 274.04 274.38 269.06 274.38 -1.16 1,296 7,711 +456
Feb12 110701 272.63 275.81 272.62 275.81 -1.18 656 4,905 +153
Mar12 110701 273.55 277.50 273.55 277.50 -1.18 314 5,800 +188
Apr12 110701 285.05 289.09 285.05 289.09 -1.30 322 3,849 +11
May12 110701 285.05 288.99 285.05 288.99 -1.26 326 1,854 +209
Total Volume and Open Interest 121,456 231,260 -3,407
e-miNY RBOB Gasoline(NYM)
Aug11 110701 297.30 297.30 297.26 297.30 +0.40 2 3 +2
Sep11 110701 292.60 292.63 292.60 292.60 -0.30      
Oct11 110701 279.00 279.03 279.00 279.00 -0.80 0 1 +0
Nov11 110701 275.70 275.70 275.66 275.70 -0.90      
Total Volume and Open Interest 2 6 -1
Natural Gas(NYM)
Aug11 110701 4.372 4.389 4.301 4.311 -0.063 94,777 158,374 +1,860
Sep11 110701 4.382 4.397 4.321 4.330 -0.063 26,457 212,114 +1,495
Oct11 110701 4.430 4.430 4.362 4.372 -0.060 23,489 116,993 +104
Nov11 110701 4.547 4.553 4.485 4.501 -0.052 12,546 81,009 +331
Dec11 110701 4.730 4.742 4.675 4.694 -0.045 6,740 46,237 +436
Jan12 110701 4.840 4.845 4.782 4.798 -0.046 12,709 91,767 +55
Feb12 110701 4.800 4.834 4.782 4.795 -0.044 3,692 21,319 +151
Mar12 110701 4.785 4.793 4.733 4.750 -0.040 4,298 45,452 +562
Apr12 110701 4.674 4.686 4.628 4.647 -0.030 4,179 43,301 +137
May12 110701 4.665 4.681 4.652 4.670 -0.030 422 10,013 -160
Jun12 110701 4.717 4.747 4.702 4.702 -0.030 300 11,099 -1
Jul12 110701 4.750 4.759 4.728 4.746 -0.030 191 9,615 +10
Aug12 110701 4.782 4.819 4.774 4.774 -0.030 159 7,601 +22
Sep12 110701 4.796 4.805 4.784 4.784 -0.030 77 7,361 +29
Oct12 110701 4.834 4.857 4.824 4.824 -0.030 513 25,049 +18
Nov12 110701 4.960 4.970 4.960 4.961 -0.029 98 4,563 +62
Total Volume and Open Interest 190,877 964,537 +5,147
Brent Crude Oil(ICE)
Aug11 110701 111.80 112.48 109.50 111.77 -0.71 230,745 147,101 -6,295
Sep11 110701 112.17 112.26 109.39 111.62 -0.79 104,896 152,669 +3,251
Oct11 110701 111.83 111.94 109.52 111.78 -0.79 61,536 62,035 +2,834
Nov11 110701 111.99 112.05 109.75 111.95 -0.77 30,496 39,946 -104
Dec11 110701 112.06 112.65 109.83 112.06 -0.74 69,322 90,963 -2,312
Jan12 110701 112.03 112.10 110.29 112.10 -0.72 10,763 21,655 -119
Feb12 110701 111.50 112.08 110.37 112.08 -0.72 5,713 17,789 +102
Mar12 110701 111.50 112.06 110.34 112.06 -0.72 6,465 31,611 -304
Apr12 110701 111.40 112.02 110.36 112.02 -0.71 2,443 10,480 -244
May12 110701 111.97 111.97 111.97 111.97 -0.71 1,627 7,311 +49
Jun12 110701 111.39 112.04 110.12 111.92 -0.69 8,637 40,442 +130
Jul12 110701 111.83 111.83 111.83 111.83 -0.68 653 7,152 +142
Aug12 110701 111.73 111.73 111.73 111.73 -0.66 665 4,984 -12
Sep12 110701 111.60 111.60 111.60 111.60 -0.65 609 7,083 +368
Total Volume and Open Interest 571,101 776,675 +477
Gas Oil(ICE)
Jul11 110701 926.00 926.00 905.25 909.75 -16.75 49,907 90,004 -3,031
Aug11 110701 927.75 929.75 908.50 913.00 -16.50 87,923 128,714 -6,074
Sep11 110701 931.50 931.50 911.50 916.00 -16.50 33,834 78,380 +1,474
Oct11 110701 932.75 932.75 914.25 918.50 -16.50 8,922 42,236 -642
Nov11 110701 931.25 932.25 919.00 920.25 -16.75 4,534 30,075 +608
Dec11 110701 938.25 938.25 918.50 922.25 -17.00 28,370 57,121 -2,619
Jan12 110701 933.25 936.50 923.75 925.00 -16.75 3,870 30,547 +321
Feb12 110701 927.00 938.00 925.00 926.50 -16.75 3,349 11,806 +57
Mar12 110701 936.50 939.50 927.00 928.00 -16.50 4,079 10,489 -572
Apr12 110701 937.00 940.00 927.50 928.25 -16.50 1,752 7,153 +67
Total Volume and Open Interest 239,989 592,010 -8,376
Ethanol(CBOT)
Jul11 110701 2.612 2.612 2.605 2.607 +0.052 228 225 -34
Aug11 110701 2.482 2.507 2.435 2.499 +0.063 211 1,409 -8
Sep11 110701 2.357 2.405 2.344 2.402 +0.045 165 1,449 +3
Oct11 110701 2.260 2.312 2.260 2.305 +0.049 193 1,275 +25
Nov11 110701 2.200 2.245 2.200 2.241 +0.044 72 820 -6
Dec11 110701 2.165 2.222 2.165 2.214 +0.039 91 1,277 +5
Jan12 110701 2.184 2.194 2.170 2.183 +0.040 19 549 +3
Feb12 110701 2.175 2.190 2.166 2.179 +0.041 31 243 +14
Total Volume and Open Interest 1,134 9,066 +51
WTI Crude Oil(ICE
Aug11 110701 94.99 95.39 93.44 94.94 -0.48 79,759 67,697 -870
Sep11 110701 95.43 95.90 94.01 95.51 -0.45 28,663 51,732 +493
Oct11 110701 95.86 96.36 94.65 96.06 -0.44 15,535 31,143 -951
Nov11 110701 96.24 96.83 95.18 96.61 -0.43 9,558 22,855 -1,121
Dec11 110701 96.89 97.45 95.68 97.14 -0.39 19,537 87,069 +631
Jan12 110701 96.97 97.89 96.24 97.64 -0.32 4,251 18,805 +791
Feb12 110701 97.47 98.14 96.70 98.10 -0.28 1,354 5,302 +102
Mar12 110701 98.02 98.63 97.17 98.53 -0.25 2,156 13,211 +211
Apr12 110701 98.28 98.95 98.28 98.95 -0.21 1,297 4,482 -45
May12 110701 99.37 99.37 99.37 99.37 -0.17 1,170 2,989 -180
Jun12 110701 99.14 99.79 98.65 99.78 -0.13 3,939 27,869 +118
Jul12 110701 99.94 100.08 99.94 100.08 -0.09 718 4,484 +471
Aug12 110701 100.28 100.28 100.28 100.28 -0.04 326 1,301 +322
Sep12 110701 100.47 100.47 100.47 100.47 +0.04 0 5,085 +0
Oct12 110701 100.66 100.66 100.66 100.66 +0.11 0 527 +0
Nov12 110701 100.87 100.87 100.87 100.87 +0.17 1,630 2,571 +945
Total Volume and Open Interest 180,311 460,443 +1,623
US Dollar Index(ICE)
Sep11 110701 74.820 75.055 74.505 74.675 +0.040 35,845 47,979 -1,910
Dec11 110701 75.230 75.295 75.000 75.135 +0.030 5 530 +1
Mar12 110701 75.635 75.635 75.635 75.635 +0.030 0 1 +0
Total Volume and Open Interest 35,850 48,510 -1,909
Australian Dollar(CME)
Sep11 110701 106.07 106.85 105.69 106.82 +0.56 141,211 103,572 +10,005
Dec11 110701 104.83 105.63 104.65 105.63 +0.56 327 353 +141
Mar12 110701 104.43 104.43 103.90 104.43 +0.53 0 2 +0
Total Volume and Open Interest 141,540 103,930 +10,146
British Pound(CME)
Sep11 110701 160.29 160.81 159.72 160.49 -0.02 116,738 104,758 +2,477
Dec11 110701 159.81 160.55 159.59 160.32 -0.02 30 147 +22
Mar12 110701 160.13 160.15 160.13 160.13 -0.02 0 2 +0
Total Volume and Open Interest 116,768 104,913 +2,499
Canadian Dollar(CME)
Sep11 110701 103.56 104.19 103.42 104.11 +0.53 124,442 87,431 -18
Dec11 110701 103.30 103.91 103.18 103.86 +0.53 320 3,899 -86
Mar12 110701 103.15 103.61 103.05 103.61 +0.51 17 548 +3
Jun12 110701 103.33 103.33 102.82 103.33 +0.51 0 249 +0
Total Volume and Open Interest 124,782 92,259 -101
Japanese Yen(CME)
Sep11 110701 124.16 124.33 123.28 123.72 -0.61 107,221 94,708 +890
Dec11 110701 124.19 124.43 123.49 123.82 -0.61 55 414 +4
Mar12 110701 123.97 124.58 123.97 123.97 -0.61 0 42 +0
Total Volume and Open Interest 107,276 95,180 +894
Swiss Franc(CME)
Sep11 110701 118.92 119.08 117.31 117.92 -1.15 46,935 50,185 -891
Dec11 110701 118.70 119.17 117.93 118.00 -1.17 16 140 -7
Mar12 110701 118.10 119.27 118.10 118.10 -1.17 1 2 +1
Total Volume and Open Interest 46,952 50,330 -897
EuroFX(CME)
Sep11 110701 144.62 145.20 144.05 144.78 -0.10 344,987 181,291 -293
Dec11 110701 144.50 144.75 143.84 144.36 -0.11 138 426 +0
Mar12 110701 143.93 144.04 143.93 143.93 -0.11 5 362 -3
Total Volume and Open Interest 345,130 182,910 -296
Mexican Peso(CME)
Jul11 110701 861.0 861.0 854.5 861.0 +6.5      
Aug11 110701 859.0 859.0 852.5 859.0 +6.5      
Total Volume and Open Interest 32,434 100,961 +2,031
30-Year T-Bonds(CBOT)
Sep11 110701 123~010 123~140 122~130 122~220 -0~110 413,724 615,253 -19,061
Dec11 110701 121~250 121~270 121~010 121~070 -0~110 25 89 -4
Mar12 110701 119~250 120~040 119~250 119~250 -0~110      
Total Volume and Open Interest 413,749 615,342 -19,065
10-Year T-Notes(CBOT)
Sep11 110701 122~075 122~295 121~195 121~315 -0~110 1,726,586 1,773,327 -11,407
Dec11 110701 120~250 120~310 120~115 120~150 -0~115 15 7,782 +2
Mar12 110701 119~150 119~265 119~150 119~150 -0~115      
Total Volume and Open Interest 1,726,601 1,781,109 -11,405
5-Year T-Notes(CBOT)
Sep11 110630 119~068 119~087 118~111 119~025 -0~039 833,652 1,544,712 -25,487
Dec11 110701 117~109 118~009 117~109 117~109 -0~028 0 4 +0
Mar12 110701 117~005 117~033 117~005 117~005 -0~028      
Total Volume and Open Interest 859,952 1,542,350 -22,246
2 Year T-Notes(CBOT)
Sep11 110701 109~089 109~093 109~076 109~080 -0~006 392,132 1,009,461 -2,094
Dec11 110701 109~052 109~058 109~052 109~052 -0~006 0 31 +0
Mar12 110701 108~118 108~124 108~118 108~118 -0~006      
Total Volume and Open Interest 392,546 1,023,903 -2,295
Eurodollars(CME)
Sep11 110701 99.655 99.665 99.650 99.660 +0.005 373,930 1,251,884 -51,857
Dec11 110701 99.580 99.585 99.565 99.570 -0.010 328,905 1,279,388 -23,870
Mar12 110701 99.510 99.525 99.485 99.490 -0.025 297,793 1,519,508 -12,942
Jun12 110701 99.375 99.395 99.340 99.350 -0.035 289,849 1,398,348 -9,411
Sep12 110701 99.170 99.195 99.120 99.135 -0.045 317,119 1,023,104 +1,507
Dec12 110701 98.920 98.945 98.845 98.875 -0.055 272,652 648,094 -26,338
Mar13 110701 98.660 98.695 98.580 98.620 -0.060 235,353 523,285 -18,354
Jun13 110701 98.395 98.435 98.305 98.350 -0.065 210,996 340,013 -3,940
Sep13 110701 98.130 98.175 98.035 98.085 -0.070 158,754 345,408 -4,069
Dec13 110701 97.865 97.905 97.765 97.815 -0.070 137,737 273,581 -7,695
Mar14 110701 97.605 97.650 97.505 97.560 -0.070 102,854 241,342 -4,584
Jun14 110701 97.340 97.390 97.250 97.300 -0.070 88,988 181,074 +5,904
Sep14 110701 97.100 97.130 96.995 97.045 -0.075 41,576 90,450 -257
Dec14 110701 96.850 96.880 96.745 96.790 -0.075 34,912 94,604 -2,056
Mar15 110701 96.640 96.660 96.525 96.575 -0.075 29,934 85,309 +1,082
Jun15 110701 4.675 4.690 4.565 4.610 -0.070 18,213 70,438 -384
Sep15 110701 4.475 4.490 4.365 4.410 -0.070 11,747 57,833 +1,100
Dec15 110701 4.270 4.295 4.180 4.220 -0.065 12,928 52,947 +648
Total Volume and Open Interest 3,015,168 9,782,837 -149,831
30 Day Federal Funds(CBOT)
Jul11 110701 99.905 99.910 99.900 99.905 +0.005 3,606 67,516 -854
Aug11 110701 99.880 99.885 99.880 99.880 unch 1,045 58,243 -1,310
Sep11 110701 99.865 99.870 99.860 99.860 unch 1,909 42,030 -129
Oct11 110701 99.850 99.855 99.845 99.850 unch 2,480 49,903 -2,122
Nov11 110701 99.835 99.840 99.830 99.835 unch 1,373 45,310 +165
Dec11 110701 99.825 99.830 99.820 99.825 unch 2,865 51,020 -3
Total Volume and Open Interest 37,507 769,465 -5,785
30 Day Fed Funds(e-CBOT)
3-Mth Euro-Yen(CME)
Sep11 110628 99.665 99.665 99.665 99.665 -0.003      
Dec11 110701 99.662 99.662 99.662 99.662 -0.003 0 75 +0
Mar12 110701 99.655 99.655 99.655 99.655 unch      
Jun12 110701 99.647 99.647 99.647 99.647 unch      
Sep12 110701 99.580 99.580 99.580 99.580 unch      
Dec12 110701 99.540 99.540 99.540 99.540 unch      
Mar13 110701 99.540 99.540 99.540 99.540 unch      
Jun13 110701 99.495 99.495 99.495 99.495 unch      
Sep13 110701 99.355 99.355 99.355 99.355 unch      
Dec13 110701 99.215 99.215 99.215 99.215 unch      
Total Volume and Open Interest 0 126 +0
3-Mth Euro-Yen(SGX)
Sep11 110701 99.67 99.67 99.67 99.67 0.00 0 1,235 +0
Dec11 110701 99.66 99.66 99.66 99.66 0.00 0 1,392 +0
Mar12 110701 99.65 99.65 99.65 99.65 unch 10 1,823 +0
Jun12 110701 99.65 99.65 99.65 99.65 unch 30 1,464 -30
Sep12 110701 99.58 99.58 99.58 99.58 unch 0 411 +0
Dec12 110701 99.54 99.54 99.54 99.54 unch 0 24 +0
Mar13 110701 99.54 99.54 99.54 99.54 unch 0 1 +0
Jun13 110701 99.50 99.50 99.50 99.50 unch      
Total Volume and Open Interest 40 6,350 -30
Japanese Gov't Bonds(SGX)
Sep11 110701 141.17 141.21 140.83 140.96 -0.16 1,461 24,370 -90
Dec11 110701 140.51 140.51 140.51 140.51 -0.16 0 2 +0
Mar12 110701 138.42 138.42 138.42 138.42 -0.16      
Total Volume and Open Interest 1,461 24,372 -90
Euro-Bund(EUREX)
Sep11 110630 125.81 126.08 125.26 125.48 -0.42 1,121,596 972,679 +6,042
Dec11 110701 124.14 124.50 123.97 124.13 -0.10 115 247 +6
Mar12 110701 124.10 124.10 124.10 124.10 -0.10      
Total Volume and Open Interest 1,312,013 1,007,263 +34,343
Euro-Bobl(EUREX)
Sep11 110701 116.62 116.72 116.39 116.53 -1.28 578,918 769,745 -8,767
Dec11 110701 115.58 115.58 115.58 115.58 -0.03 0 676 +0
Mar12 110701 115.56 115.56 115.56 115.56 -0.03      
Total Volume and Open Interest 876,778 763,697 +10,885
3-Mth Euribor(EUREX)
Sep11 110701 98.270 98.275 98.265 98.265 -0.005 2 2,198 +0
Dec11 110701 98.095 98.095 98.095 98.095 -0.025 103 1,355 -51
Mar12 110701 98.000 98.000 97.980 98.000 -0.030 102 831 +0
Total Volume and Open Interest 212 6,984 -50
Long Gilt(LIFFE)
Sep11 110629 121~06 121~06 120~12 120~22 -0~23 84,026 359,346 -16
Dec11 110701 118~30 118~30 118~30 118~30 -3~14      
Total Volume and Open Interest 194,169 363,955 -14,639
3-Mth Short Sterling(LIFFE)
Sep11 110701 99.13 99.14 99.11 99.13 +0.01 58,724 464,253 +9,242
Dec11 110701 99.06 99.08 99.04 99.07 +0.02 118,738 475,642 -6,128
Mar12 110701 98.95 98.99 98.93 98.97 +0.02 119,730 468,595 +17,956
Jun12 110701 98.82 98.85 98.78 98.82 +0.01 120,032 298,864 -19,741
Sep12 110701 98.64 98.67 98.59 98.63 unch 76,366 288,538 -4,923
Dec12 110701 98.42 98.43 98.35 98.39 -0.02 69,688 256,256 +4,481
Total Volume and Open Interest 675,963 2,622,103 -6,263
3-Mth Euribor(LIFFE)
Sep11 110701 98.265 98.275 98.255 98.265 -0.005 177,592 736,056 -8,759
Dec11 110701 98.115 98.125 98.080 98.095 -0.025 216,647 542,695 -5,259
Mar12 110701 98.030 98.040 97.975 98.000 -0.030 200,191 521,894 -12,643
Total Volume and Open Interest 1,268,359 3,547,848 -58,073
3-Mth Aus T-Bills(SFE)
Sep11 110701 95.15 95.15 95.09 95.11 -0.04 43,772 261,366 +2,872
Dec11 110701 95.13 95.13 95.06 95.08 -0.05 52,427 277,082 +18,261
Mar12 110701 95.08 95.09 95.00 95.01 -0.08 18,169 128,600 +3,734
Jun12 110701 95.01 95.01 94.91 94.93 -0.09 10,765 85,868 +2,674
Sep12 110701 94.97 94.98 94.85 94.86 -0.11 3,188 53,259 -111
Dec12 110701 94.92 94.92 94.79 94.81 -0.11 3,250 34,475 -925
Mar13 110701 94.86 94.87 94.75 94.76 -0.12 3,609 27,636 -1,255
Jun13 110701 94.81 94.81 94.69 94.70 -0.12 655 9,982 +303
Sep13 110701 94.73 94.73 94.63 94.64 -0.12 3 1,941 +1
Dec13 110701 94.59 94.59 94.57 94.57 -0.12 2 1,413 +2
Total Volume and Open Interest 135,840 881,767 +25,556
10-Year Aus T-Bonds(SFE)
Sep11 110701 94.79 94.81 94.71 94.72 -0.07 70,183 409,668 +3,968
Dec11 110701 94.72 94.72 94.72 94.72 -0.07      
Total Volume and Open Interest 70,183 409,668 +3,968
3-Year Aus T-Bonds(SFE)
Sep11 110701 95.23 95.24 95.12 95.14 -0.08 273,481 701,919 +80,556
Dec11 110701 95.14 95.14 95.14 95.14 -0.08      
Total Volume and Open Interest 273,481 701,919 +80,556
Gold(CMX)
Aug11 110701 1501.5 1503.0 1478.3 1482.6 -20.2 101,480 315,635 +2,197
Oct11 110701 1503.0 1503.7 1479.6 1483.7 -20.1 815 12,987 +421
Dec11 110701 1504.1 1504.9 1481.0 1484.9 -20.1 6,683 81,734 +3,885
Feb12 110701 1503.2 1503.3 1483.6 1486.3 -20.1 110 9,607 +33
Apr12 110701 1490.0 1490.0 1487.8 1487.8 -20.1 119 6,464 +36
Jun12 110701 1506.4 1506.5 1489.5 1489.5 -20.1 107 13,333 -5
Aug12 110701 1498.6 1498.6 1491.6 1491.6 -20.0 39 4,573 +15
Oct12 110701 1494.0 1494.0 1494.0 1494.0 -19.9 0 4,109 +0
Dec12 110701 1508.3 1508.3 1491.8 1496.6 -19.8 3,088 10,774 -2,797
Feb13 110701 1499.9 1499.9 1499.9 1499.9 -19.6 12 664 +0
Apr13 110701 1504.0 1504.0 1504.0 1504.0 -19.4 1 201 +0
Jun13 110701 1515.0 1515.0 1508.6 1508.6 -19.2 0 9,764 +0
Total Volume and Open Interest 116,023 498,789 +3,127
Silver(CMX)
Jul11 110701 3468.0 3468.0 3347.5 3369.4 -111.8 33,621 2,397 -8,340
Sep11 110701 3474.5 3484.5 3347.0 3370.5 -112.7 61,820 57,233 +5,784
Dec11 110701 3482.0 3482.0 3349.0 3372.4 -112.7 3,686 24,969 +152
Mar12 110701 3386.5 3386.5 3372.3 3372.3 -112.7 346 4,919 -35
May12 110701 3371.6 3371.6 3371.6 3371.6 -112.7 313 1,492 +132
Jul12 110701 3371.2 3371.2 3371.2 3371.2 -112.7 391 1,735 -90
Sep12 110701 3370.4 3370.4 3370.4 3370.4 -112.7 0 209 -3
Total Volume and Open Interest 101,946 112,075 -2,246
Platinum(NYMEX)
Jul11 110701 1712.7 1721.0 1705.0 1716.8 -8.0 2,859 603 -1,129
Oct11 110701 1732.0 1732.0 1704.7 1716.8 -9.3 8,386 29,613 +1,246
Jan12 110701 1715.0 1721.1 1708.9 1720.0 -9.3 58 801 +51
Apr12 110701 1722.5 1722.5 1722.5 1722.5 -9.3 1 72 -1
Total Volume and Open Interest 11,314 31,100 +165
Palladium(NYMEX)
Sep11 110701 762.65 762.65 748.80 757.45 -3.20 3,438 18,857 +124
Dec11 110701 752.55 758.50 752.55 758.50 -3.30 30 725 +19
Mar12 110701 104.34 104.34 104.34 104.34 -3.30 0 46 +0
Total Volume and Open Interest 3,470 19,630 +143
Copper(CMX)
Jul11 110701 425.05 430.25 424.00 429.20 +2.00 16,117 8,341 -3,935
Sep11 110701 427.20 431.75 424.85 430.25 +2.00 51,547 76,516 +9,852
Dec11 110701 428.65 433.10 426.60 431.75 +2.00 3,508 27,281 +260
Mar12 110701 427.95 433.55 427.95 432.65 +2.10 720 10,268 +536
May12 110701 432.40 432.60 432.40 432.60 +2.10 333 1,823 +200
Total Volume and Open Interest 74,562 132,315 +8,162
DJIA Index(CBOT)
Sep11 110701 12334 12535 12331 12514 +169 320 7,497 +47
Dec11 110701 12443 12443 12443 12443 +169 0 85 +0
Mar12 110701 12384 12384 12384 12384 +169      
Jun12 110701 12317 12317 12317 12317 +169      
Total Volume and Open Interest 320 7,582 +47
Mini DJIA Index(CBOT)
Sep11 110701 12345 12534 12330 12514 +169 124,529 80,557 +1,695
Dec11 110701 12275 12450 12275 12443 +169 74 351 +33
Mar12 110701 12384 12384 12384 12384 +169 0 11 +0
Jun12 110701 12317 12317 12317 12317 +169      
Total Volume and Open Interest 124,603 80,919 +1,728
S & P 500(CME)
Sep11 110701 1314.40 1337.00 1312.50 1334.80 +19.30 13,401 253,751 +205
Dec11 110701 1329.40 1329.60 1309.10 1329.40 +19.30 25 10,471 -4
Mar12 110701 1323.90 1324.10 1303.60 1323.90 +19.30 0 4 +0
Jun12 110701 1318.90 1319.10 1298.60 1318.90 +19.30 0 5 +0
Total Volume and Open Interest 13,426 264,231 +201
S & P 500 E-Mini(Globex)
Sep11 110701 1314.75 1336.50 1312.50 1334.75 +30.50 1,913,881 2,507,415 -29,164
Dec11 110701 1308.75 1331.25 1307.50 1329.50 +19.50 840 9,058 +91
Total Volume and Open Interest 2,489,923 2,493,743 -22,691
NASDAQ 100(CME)
Sep11 110701 2321.00 2362.00 2316.50 2355.30 +34.30 1,458 9,931 -166
Dec11 110701 2349.80 2355.00 2349.80 2349.80 +34.30 0 2 +0
Mar12 110701 2347.30 2347.30 2346.00 2347.30 +34.30      
Total Volume and Open Interest 1,458 9,933 -166
NASDAQ 100 E-Mini(Globex)
Sep11 110701 2318.80 2360.80 2316.80 2355.30 +34.30 252,700 266,315 -1,473
Dec11 110701 2311.00 2354.00 2311.00 2349.80 +34.30 136 115 +33
Total Volume and Open Interest 252,836 266,430 -1,440
S & P Midcap 400(CME)
Sep11 110701 992.60 992.60 991.00 991.90 +15.40 0 905 +0
Dec11 110701 990.60 990.60 975.20 990.60 +15.40      
Mar12 110701 988.90 988.90 973.50 988.90 +15.40      
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 110701 9975 9975 9875 9975 +100 0 1 +0
Total Volume and Open Interest 10,081 32,260 +1,247
Nikkei 225(SGX)
Sep11 110701 9820 9915 9800 9860 +45 82,318 161,849 +2,502
Dec11 110701 9840 9920 9795 9920 +160 10 8,192 +9
Mar12 110701 9795 9795 9795 9795 +40 0 10 +0
Total Volume and Open Interest 82,471 184,258 +2,608
CAC 40(EURONEXT)
Jul11 110701 3991.5 4028.0 3965.0 4004.0 +24.5 155,540 337,598 +6,950
Aug11 110701 3992.0 4027.5 3973.0 4008.5 +24.5 80 109 +26
Sep11 110701 3993.0 4028.0 3968.5 4007.0 +25.5 469 19,407 -6
Total Volume and Open Interest 156,089 357,145 +6,970
Hang Seng Index(HKFE)
Jul11 110630 22205 22486 22168 22428 +311 82,014 90,481 +39,661
Aug11 110630 22202 22441 22132 22381        
Sep11 110630 22100 22355 22060 22292 +302 825 3,072 +309
Total Volume and Open Interest 187,041 133,804 +1,559
DAX(EUREX)
Sep11 110701 7419.5 7477.0 7380.0 7435.0 +43.5 155,464 142,637 +1,889
Dec11 110701 7446.0 7502.0 7412.0 7464.5 +43.5 823 7,854 +236
Mar12 110701 7455.0 7525.0 7450.0 7498.5 +44.0 117 204 +65
Total Volume and Open Interest 156,404 150,695 +2,190
FT-SE 100(EURONEXT)
Sep11 110701 5913.00 5983.00 5900.00 5949.50 +47.00 110,246 649,535 +4,323
Dec11 110701 5882.00 5950.00 5882.00 5926.00 +47.50 2 674 +0
Mar12 110701 5888.50 5888.50 5888.50 5888.50 +47.00 0 160 +0
Total Volume and Open Interest 110,248 650,379 +4,323
SPI 200(SFE)
Sep11 110701 4602.0 4633.0 4563.0 4586.0 -15.0 46,638 197,674 +11,668
Dec11 110701 4630.0 4630.0 4590.0 4604.0 -14.0 258 4,692 +58
Mar12 110701 4593.0 4593.0 4593.0 4593.0 -15.0 20 1,413 +20
Total Volume and Open Interest 47,037 206,603 +11,866
GSCI(CME)
Jul11 110701 7.84 10.59 5.64 7.84 -2.70 235 10,438 -115
Aug11 110701 9.64 12.59 6.64 9.64 -2.90 2 42 +0
Sep11 110701 10.64 13.59 7.64 10.64 -2.90      
Total Volume and Open Interest 237 10,480 -115
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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