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MRCI's End of Day Prices

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MRCI's End of Day Prices
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Daily Futures Price Listing Tue July 05, 2011
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jul11 110705 1330.50 1340.00 1322.00 1332.25 +10.00 13,495 11,020 -4,528
Aug11 110705 1318.75 1329.75 1312.00 1322.25 +9.50 22,903 66,964 -487
Sep11 110705 1314.75 1325.25 1308.00 1317.00 +7.50 10,554 29,437 +1,238
Nov11 110705 1318.75 1328.50 1309.25 1318.00 +5.50 86,041 295,335 +326
Jan12 110705 1329.25 1338.25 1319.25 1328.00 +5.25 4,441 41,642 +345
Mar12 110705 1335.25 1343.00 1325.25 1334.25 +5.50 3,006 21,232 +61
May12 110705 1340.00 1343.75 1328.25 1337.00 +6.75 2,241 26,641 +481
Total Volume and Open Interest 145,709 523,387 -2,215
Soybean Meal(CBOT)
Jul11 110705 344.20 345.00 338.90 341.70 +0.80 13,803 4,745 -2,212
Aug11 110705 342.90 347.00 340.40 343.50 +0.60 28,098 50,891 -2,906
Sep11 110705 342.60 345.80 339.90 342.90 +0.40 8,917 25,099 +162
Oct11 110705 340.00 343.10 337.00 340.10 -0.10 2,716 16,453 +110
Dec11 110705 341.00 344.30 337.40 340.90 -0.10 30,320 76,576 -796
Jan12 110705 343.10 345.80 339.30 342.70 -0.30 987 6,868 +30
Mar12 110705 347.30 347.80 342.00 344.80 -0.40 1,455 4,721 +635
May12 110705 346.20 346.20 343.00 345.60 -0.50 1,019 6,068 +270
Total Volume and Open Interest 87,843 196,556 -4,619
Soybean Oil(CBOT)
Jul11 110705 55.48 55.63 55.10 55.10 -0.06 15,751 10,012 -6,300
Aug11 110705 55.48 55.80 55.26 55.26 -0.06 28,675 42,654 +1,686
Sep11 110705 55.72 56.00 55.47 55.47 -0.08 10,034 34,556 +448
Oct11 110705 56.06 56.28 55.72 55.72 -0.10 2,114 16,945 -244
Dec11 110705 56.40 56.80 56.20 56.21 -0.09 50,227 144,651 -155
Jan12 110705 56.70 57.02 56.48 56.48 -0.09 1,990 13,873 +414
Mar12 110705 57.15 57.30 56.79 56.79 -0.05 2,445 11,403 +601
May12 110705 57.45 57.48 56.91 56.91 -0.09 758 6,701 +221
Total Volume and Open Interest 112,665 285,051 -3,451
Canola(WCE)
Jul11 110705 570.2 570.2 570.2 570.2 +10.0 2,485 1,335 -1,842
Nov11 110705 555.3 558.9 554.4 555.2 +2.6 13,754 123,636 -324
Jan12 110705 563.8 565.8 562.6 562.6 +3.0 475 12,801 -97
Mar12 110705 566.3 572.6 566.3 567.4 +3.7 353 4,622 +42
May12 110705 570.4 570.8 570.2 570.8 +4.2 482 2,367 +344
Total Volume and Open Interest 17,607 148,074 -1,847
Corn(CBOT)
Jul11 110705 650.75 684.25 649.00 680.50 +39.75 102,047 29,461 -15,681
Sep11 110705 615.50 631.00 614.25 625.50 +18.75 85,941 397,115 +3,013
Dec11 110705 603.50 615.00 600.25 612.50 +15.75 83,673 501,663 -2,654
Mar12 110705 616.50 628.00 613.75 626.00 +15.25 11,299 103,600 -456
May12 110705 629.25 636.25 623.00 635.00 +15.75 4,632 22,572 +643
Jul12 110705 636.00 643.25 629.75 640.75 +12.00 7,041 60,559 +1,582
Total Volume and Open Interest 308,340 1,218,014 -10,835
Wheat(CBOT)
Jul11 110705 589.25 615.00 589.25 613.75 +29.25 6,507 4,578 -2,561
Sep11 110705 618.75 641.00 618.25 635.50 +23.25 55,632 184,943 +2,735
Dec11 110705 665.00 689.75 665.00 680.75 +20.75 22,256 133,498 +1,229
Mar12 110705 704.00 728.00 701.00 720.75 +19.75 6,755 37,867 +1,287
May12 110705 733.50 753.00 727.50 744.50 +17.00 1,244 9,836 -13
Total Volume and Open Interest 97,337 433,100 +2,155
Wheat(KCBT)
Jul11 110705 708.50 743.50 708.50 718.50 +15.50 3,573 3,110 -1,330
Sep11 110705 725.50 745.25 725.25 736.00 +15.25 16,516 76,451 -292
Dec11 110705 753.50 771.50 752.00 762.25 +14.75 8,579 55,364 +110
Mar12 110705 768.50 787.00 768.50 777.50 +14.75 5,789 12,300 +165
May12 110705 777.75 795.75 777.75 788.00 +15.25 1,701 2,591 +412
Total Volume and Open Interest 38,187 164,885 -500
Wheat(MGE)
Jul11 110705 838.00 869.25 838.00 869.25 +38.25 474 1,907 -694
Sep11 110705 811.75 836.00 809.50 833.00 +28.50 4,012 25,827 +600
Dec11 110705 812.00 835.00 809.00 831.25 +26.75 3,038 20,383 +360
Mar12 110705 821.50 843.75 820.00 840.75 +25.25 1,479 4,873 +3
May12 110705 823.50 844.75 823.50 841.75 +23.50 299 2,431 -62
Total Volume and Open Interest 9,866 62,168 +189
Oats(CBOT)
Jul11 110705 340.50 345.00 339.50 339.50 unch 195 110 -78
Sep11 110705 354.50 354.75 344.50 347.00 unch 564 3,997 +99
Dec11 110705 358.00 361.00 351.00 353.00 unch 1,063 7,401 +205
Mar12 110705 365.00 365.50 363.50 363.50 unch 549 607 +319
Total Volume and Open Interest 2,371 12,144 +545
Rough Rice(CBOT)
Jul11 110705 14.34 14.40 14.17 14.39 +0.40 400 930 -198
Sep11 110705 14.97 15.30 14.97 15.29 +0.38 1,256 10,492 +69
Nov11 110705 15.49 15.61 15.41 15.61 +0.39 276 5,305 +65
Jan12 110705 15.50 15.91 15.50 15.91 +0.37 12 309 +1
Total Volume and Open Interest 1,964 17,437 -66
Live Cattle(CME)
Aug11 110705 113.200 113.650 112.580 113.350 +0.500 25,683 133,165 -4,212
Oct11 110705 119.400 119.950 118.850 119.850 +0.170 14,062 89,350 +1,612
Dec11 110705 122.400 122.830 121.800 122.700 +0.470 9,341 64,145 +677
Feb12 110705 123.800 124.800 123.350 124.750 +0.800 3,175 22,982 +244
Apr12 110705 124.500 125.500 124.400 125.480 +0.380 892 10,938 +66
Jun12 110705 120.200 121.150 120.180 121.080 +0.780 98 3,739 +39
Total Volume and Open Interest 53,286 324,867 -2,091
Feeder Cattle(CME)
Aug11 110705 140.535 141.900 139.785 141.285 +0.800 3,916 19,741 -209
Sep11 110705 141.550 142.700 140.785 142.575 +1.025 1,102 7,087 +37
Oct11 110705 141.785 143.050 141.130 142.900 +0.950 967 5,288 +39
Nov11 110705 141.485 143.035 141.100 142.800 +0.950 545 3,277 +176
Jan12 110705 139.500 141.000 139.200 140.900 +0.900 158 1,309 +44
Mar12 110705 138.300 139.950 138.300 139.900 +1.200 11 219 +0
Apr12 110705 139.000 139.800 139.000 139.800 +1.550 3 68 +0
Total Volume and Open Interest 6,702 37,016 +87
Lean Hogs(CME)
Jul11 110705 95.400 96.200 94.750 95.785 +0.285 8,330 13,077 -40
Aug11 110705 93.500 93.930 92.800 93.350 +0.200 24,334 75,835 -2,517
Oct11 110705 86.900 87.330 86.135 86.350 -0.435 12,178 61,162 +2,611
Dec11 110705 85.135 86.200 84.285 85.850 +1.050 6,775 44,815 +1,302
Feb12 110705 87.000 87.800 86.400 87.550 +0.765 2,260 18,406 +316
Apr12 110705 88.180 88.950 87.830 88.700 +0.500 1,209 9,462 +279
May12 110705 91.750 92.000 91.750 92.000 +0.550 28 527 +6
Jun12 110705 94.150 94.750 93.800 94.250 +0.650 322 5,291 +121
Total Volume and Open Interest 55,708 231,498 +2,186
Class III Milk(CME)
Jul11 110701 20.53 20.55 20.40 20.51 -0.01 581 6,091 +126
Aug11 110705 18.83 19.20 18.80 19.11 +0.28 462 5,863 +80
Sep11 110705 18.30 18.49 18.25 18.37 +0.11 222 5,079 -11
Oct11 110705 17.87 17.99 17.80 17.93 +0.13 312 4,244 +126
Nov11 110705 17.25 17.34 17.12 17.34 +0.22 126 3,664 +21
Total Volume and Open Interest 1,752 37,596 +274
Cocoa(ICE)
Jul11 110705 3228 3228 3228 3228 +91 5 34 +0
Sep11 110705 3155 3231 3152 3227 +72 11,101 68,275 +176
Dec11 110705 3192 3250 3189 3247 +69 3,656 38,071 -216
Mar12 110705 3247 3284 3234 3283 +69 1,813 31,700 +81
May12 110705 3282 3285 3261 3285 +71 221 10,085 +65
Jul12 110705 3284 3288 3262 3288 +71 41 4,057 +5
Sep12 110705 3260 3292 3260 3292 +69 116 6,409 +66
Total Volume and Open Interest 17,096 165,632 +237
Coffee "C"(ICE)
Jul11 110705 263.50 268.95 263.50 268.95 +5.50 27 211 -253
Sep11 110705 262.50 269.90 259.20 269.60 +5.95 11,183 55,888 -164
Dec11 110705 265.50 273.20 262.70 272.90 +5.75 3,510 33,629 +1,201
Mar12 110705 270.75 275.15 267.15 275.10 +5.35 446 9,191 -20
May12 110705 268.75 276.65 268.75 276.45 +4.95 253 3,741 +21
Jul12 110705 274.35 275.60 273.30 275.55 +4.10 174 1,740 -5
Total Volume and Open Interest 15,838 107,099 +887
Orange Juice(ICE)
Jul11 110705 197.50 199.50 196.00 198.10 +0.05 1,153 1,632 -971
Sep11 110705 187.45 188.00 185.40 186.60 +0.05 1,635 25,990 +145
Nov11 110705 179.50 179.50 177.60 178.55 -0.05 128 6,015 +30
Jan12 110705 174.25 175.15 174.00 175.15 +0.10 19 1,222 +15
Mar12 110705 174.45 174.45 174.45 174.45 +0.45 7 261 +6
May12 110705 174.05 174.05 174.05 174.05 +0.80 9 178 +7
Total Volume and Open Interest 2,959 35,405 -760
Sugar #11(ICE)
Oct11 110705 27.25 28.32 27.18 27.60 +0.35 72,066 304,557 -2,581
Mar12 110705 26.50 27.31 26.41 26.94 +0.44 21,836 134,276 +151
May12 110705 25.35 26.17 25.35 25.92 +0.39 10,287 38,955 +1,365
Jul12 110705 24.83 25.27 24.70 25.02 +0.19 6,394 62,490 +937
Oct12 110705 24.22 24.55 24.00 24.35 +0.13 4,198 25,800 +653
Total Volume and Open Interest 116,517 602,482 -9,374
London Cocoa(LCE)
Jul11 110705 1970 2000 1966 2000 +37 8,349 39,061 -8,962
Sep11 110705 1995 2027 1992 2023 +31 11,687 53,287 +438
Dec11 110705 2023 2050 2016 2046 +26 3,473 38,720 +818
Mar12 110705 2044 2063 2032 2062 +28 1,872 38,583 -146
May12 110705 2049 2070 2049 2067 +22 394 12,544 +201
Jul12 110705 2077 2079 2058 2075 +23 56 5,099 +29
Sep12 110705 2085 2086 2081 2081 +23 27 3,303 +18
Total Volume and Open Interest 25,904 198,661 -7,568
London Sugar(LCE)
Aug11 110705 768.00 787.80 765.90 771.30 +1.70 4,298 17,932 -919
Oct11 110705 704.00 726.00 702.60 715.40 +13.70 2,484 16,968 +599
Dec11 110705 678.30 696.00 678.30 688.90 +14.60 490 6,025 -6
Mar12 110705 669.00 684.00 669.00 681.50 +14.70 381 6,530 -167
May12 110705 657.50 667.00 655.40 664.10 +10.00 147 2,703 +24
Total Volume and Open Interest 7,808 53,080 -468
Cotton(ICE)
Jul11 110705 161.50 162.05 158.00 159.00 -2.41 242 1,558 -171
Oct11 110705 121.93 122.80 118.36 118.95 -2.86 64 483 +6
Dec11 110705 118.10 119.59 115.02 115.52 -2.29 12,397 104,704 +1,604
Mar12 110705 110.13 110.93 107.14 108.96 -0.45 2,391 18,166 +455
May12 110705 106.73 107.82 104.25 105.07 -1.11 627 4,636 +153
Jul12 110705 103.60 103.60 101.00 102.07 -1.46 306 6,456 -13
Total Volume and Open Interest 16,296 139,460 +2,199
Lumber(CME)
Jul11 110705 244.1 247.0 240.1 240.1 -3.9 513 1,149 -156
Sep11 110705 264.9 266.8 260.1 261.7 -5.3 665 6,177 -178
Nov11 110705 272.9 276.1 270.0 270.0 -7.0 158 1,964 +18
Jan12 110705 292.7 294.5 290.2 294.5 +0.5 36 133 +12
Total Volume and Open Interest 1,374 9,433 -303
Crude Oil(NYM)
Aug11 110705 94.98 97.48 94.34 96.89 +1.95 276,580 303,770 -7,296
Sep11 110705 95.49 97.99 94.91 97.38 +1.87 73,337 196,259 +6,613
Oct11 110705 96.15 98.50 95.48 97.87 +1.81 36,074 74,307 +481
Nov11 110705 96.73 98.96 96.03 98.37 +1.76 21,181 60,600 +2,132
Dec11 110705 97.38 99.49 96.58 98.83 +1.69 46,717 185,253 -364
Jan12 110705 97.97 99.79 97.26 99.29 +1.65 8,279 52,726 +827
Feb12 110705 98.23 100.15 97.83 99.70 +1.60 5,315 26,682 +544
Mar12 110705 98.61 100.15 98.57 100.09 +1.56 6,018 31,096 -1,258
Apr12 110705 99.22 100.46 99.19 100.46 +1.51 4,582 18,782 +264
May12 110705 100.40 100.83 100.30 100.83 +1.46 3,705 17,164 -125
Jun12 110705 99.90 101.72 99.73 101.19 +1.41 10,809 72,744 +848
Jul12 110705 101.44 101.99 101.01 101.47 +1.39 1,923 32,013 +385
Aug12 110705 101.66 101.66 101.66 101.66 +1.38 1,457 13,390 +9
Sep12 110705 101.82 101.82 101.82 101.82 +1.35 1,423 14,585 +86
Oct12 110705 101.98 101.98 101.98 101.98 +1.32 957 10,090 +84
Nov12 110705 102.17 102.17 102.17 102.17 +1.30 867 21,830 +125
Total Volume and Open Interest 525,529 1,523,018 +3,816
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 110705 95.500 97.950 94.925 97.375 +1.875 331 1,738 -13
Oct11 110705 96.050 98.000 96.050 97.875 +1.825 77 292 +28
Nov11 110705 97.650 98.900 97.650 98.375 +1.775 40 168 +34
Dec11 110705 97.150 98.825 97.150 98.825 +1.675 5 306 +1
Jan12 110705 99.300 99.300 99.300 99.300 +1.650 0 6 +0
Feb12 110705 99.700 99.700 99.700 99.700 +1.600 0 3 +0
Mar12 110705 100.100 100.100 100.100 100.100 +1.575 0 11 +0
Apr12 110705 100.450 100.450 100.450 100.450 +1.500      
Total Volume and Open Interest 9,275 5,852 -1,136
Heating Oil(NYM)
Aug11 110705 292.68 298.81 289.50 295.66 +3.21 54,573 95,341 -2,200
Sep11 110705 294.70 300.34 291.53 297.28 +3.31 21,885 47,673 +880
Oct11 110705 295.00 301.64 295.00 298.99 +3.37 10,631 22,766 +444
Nov11 110705 300.00 303.46 298.86 300.90 +3.43 7,774 21,889 +473
Dec11 110705 299.63 305.53 298.10 302.79 +3.49 14,046 33,510 +399
Jan12 110705 303.63 306.82 302.99 304.54 +3.49 5,390 22,742 +2,888
Feb12 110705 303.67 307.25 303.67 305.02 +3.43 1,800 9,442 +367
Mar12 110705 303.00 306.57 303.00 304.38 +3.33 2,365 6,455 -515
Apr12 110705 304.61 304.61 302.45 302.45 +3.22 869 3,320 +253
May12 110705 300.25 302.56 300.25 300.54 +3.08 298 2,557 -68
Jun12 110705 296.06 299.39 295.20 299.39 +3.03 1,232 20,386 -3
Jul12 110705 301.08 301.14 299.94 299.94 +2.98 179 2,104 -23
Total Volume and Open Interest 121,309 300,147 -3,433
Gasoline(NYMEX)
Aug11 110705 296.85 301.66 294.50 297.74 +0.48 52,851 76,780 +3,172
Sep11 110705 292.75 297.04 290.26 293.75 +1.12 26,427 45,151 +56
Oct11 110705 278.70 283.04 276.86 280.54 +1.51 15,855 23,717 +697
Nov11 110705 273.75 278.91 273.75 277.33 +1.67 5,972 13,415 +86
Dec11 110705 273.71 278.41 271.04 275.88 +1.70 7,404 30,329 -315
Jan12 110705 273.60 278.06 273.60 276.10 +1.72 2,327 8,359 +648
Feb12 110705 276.07 278.66 276.07 277.51 +1.70 526 4,933 +28
Mar12 110705 279.16 279.26 279.16 279.16 +1.66 351 5,900 +100
Apr12 110705 290.44 290.93 290.44 290.44 +1.35 46 3,856 +7
May12 110705 290.38 290.38 290.38 290.38 +1.39 36 1,866 +12
Total Volume and Open Interest 112,202 229,863 -1,397
e-miNY RBOB Gasoline(NYM)
Aug11 110705 297.70 297.74 297.70 297.70 +0.40 0 3 +0
Sep11 110705 293.80 293.80 293.75 293.80 +1.20      
Oct11 110705 280.50 280.54 280.50 280.50 +1.50 0 1 +0
Nov11 110705 277.30 277.33 277.30 277.30 +1.60      
Total Volume and Open Interest 0 6 +0
Natural Gas(NYM)
Aug11 110705 4.313 4.411 4.251 4.363 +0.052 142,383 158,790 +416
Sep11 110705 4.341 4.420 4.265 4.371 +0.041 40,742 211,912 -202
Oct11 110705 4.389 4.454 4.305 4.409 +0.037 36,573 117,248 +255
Nov11 110705 4.478 4.569 4.433 4.541 +0.040 18,706 82,907 +1,898
Dec11 110705 4.681 4.760 4.635 4.737 +0.043 11,831 46,502 +265
Jan12 110705 4.785 4.865 4.739 4.838 +0.040 20,082 92,678 +911
Feb12 110705 4.760 4.853 4.750 4.837 +0.042 4,210 21,654 +335
Mar12 110705 4.714 4.805 4.714 4.794 +0.044 8,275 46,948 +1,496
Apr12 110705 4.595 4.700 4.595 4.684 +0.037 9,553 43,777 +476
May12 110705 4.697 4.720 4.656 4.706 +0.036 1,440 10,107 +94
Jun12 110705 4.689 4.751 4.689 4.736 +0.034 1,067 11,143 +44
Jul12 110705 4.770 4.799 4.732 4.778 +0.032 472 9,626 +11
Aug12 110705 4.800 4.809 4.762 4.809 +0.035 771 7,727 +126
Sep12 110705 4.800 4.821 4.800 4.818 +0.034 328 7,330 -31
Oct12 110705 4.860 4.875 4.807 4.856 +0.032 3,125 26,577 +1,528
Nov12 110705 4.991 4.991 4.991 4.991 +0.030 488 4,628 +65
Total Volume and Open Interest 302,024 972,829 +8,292
Brent Crude Oil(ICE)
Aug11 110705 111.55 114.44 110.45 113.61 +1.84 193,564 145,441 -1,660
Sep11 110705 111.25 114.00 110.20 113.20 +1.58 95,295 163,428 +10,759
Oct11 110705 111.43 114.00 110.25 113.19 +1.41 52,826 68,888 +6,853
Nov11 110705 111.26 114.07 110.35 113.28 +1.33 24,184 39,310 -636
Dec11 110705 111.32 114.12 110.42 113.33 +1.27 62,050 92,692 +1,729
Jan12 110705 110.86 114.04 110.43 113.32 +1.22 6,984 21,624 -31
Feb12 110705 110.83 113.97 110.40 113.27 +1.19 3,527 18,019 +230
Mar12 110705 110.80 113.91 110.37 113.21 +1.15 5,991 32,331 +720
Apr12 110705 111.12 113.82 111.12 113.14 +1.12 2,880 10,810 +330
May12 110705 112.60 113.07 112.60 113.07 +1.10 1,590 7,519 +208
Jun12 110705 111.06 113.69 110.26 113.01 +1.09 11,027 40,251 -191
Jul12 110705 112.91 112.91 112.91 112.91 +1.08 754 7,310 +158
Aug12 110705 112.79 112.79 112.79 112.79 +1.06 152 4,983 -1
Sep12 110705 112.65 112.65 112.65 112.65 +1.05 152 7,056 -27
Total Volume and Open Interest 482,927 795,837 +19,162
Gas Oil(ICE)
Jul11 110705 918.75 938.25 909.75 928.50 +18.75 58,508 93,684 +3,680
Aug11 110705 922.75 941.75 913.25 932.00 +19.00 91,246 132,637 +3,923
Sep11 110705 924.00 945.00 916.75 935.50 +19.50 32,989 82,709 +4,329
Oct11 110705 921.25 947.25 921.00 938.25 +19.75 12,488 42,372 +136
Nov11 110705 927.50 947.75 923.00 940.50 +20.25 7,216 31,572 +1,497
Dec11 110705 929.50 951.00 925.25 942.75 +20.50 27,657 57,611 +490
Jan12 110705 932.25 952.75 932.00 945.50 +20.50 8,242 31,619 +1,072
Feb12 110705 933.75 953.75 930.50 947.00 +20.50 5,083 12,100 +294
Mar12 110705 935.25 949.00 935.00 948.25 +20.25 4,877 10,787 +298
Apr12 110705 935.50 948.75 935.25 948.75 +20.50 1,939 7,599 +446
Total Volume and Open Interest 261,786 608,323 +16,313
Ethanol(CBOT)
Jul11 110705 2.670 2.735 2.670 2.734 +0.127 112 228 +3
Aug11 110705 2.530 2.590 2.527 2.572 +0.073 305 1,393 -16
Sep11 110705 2.405 2.460 2.405 2.454 +0.052 165 1,471 +22
Oct11 110705 2.330 2.359 2.320 2.357 +0.052 97 1,290 +15
Nov11 110705 2.260 2.288 2.259 2.286 +0.045 85 855 +35
Dec11 110705 2.231 2.261 2.231 2.253 +0.039 120 1,313 +36
Jan12 110705 2.200 2.230 2.200 2.230 +0.047 26 559 +10
Feb12 110705 2.239 2.241 2.221 2.237 +0.058 13 254 +11
Total Volume and Open Interest 1,024 9,240 +174
WTI Crude Oil(ICE
Aug11 110705 95.05 97.47 94.36 96.89 +1.95 64,133 68,395 +698
Sep11 110705 95.65 97.98 94.90 97.38 +1.87 18,030 52,510 +778
Oct11 110705 96.10 98.43 95.49 97.87 +1.81 12,461 32,211 +1,068
Nov11 110705 96.47 98.90 96.27 98.37 +1.76 7,232 22,502 -353
Dec11 110705 96.97 99.41 96.50 98.83 +1.69 19,223 85,786 -1,283
Jan12 110705 97.44 99.77 97.21 99.29 +1.65 2,676 18,712 -93
Feb12 110705 97.68 100.17 97.68 99.70 +1.60 1,584 5,384 +82
Mar12 110705 98.35 100.59 98.35 100.09 +1.56 1,921 13,217 +6
Apr12 110705 99.37 100.46 99.37 100.46 +1.51 1,387 4,458 -24
May12 110705 100.83 100.83 100.83 100.83 +1.46 892 3,032 +43
Jun12 110705 99.99 101.50 99.99 101.19 +1.41 2,823 28,131 +262
Jul12 110705 101.73 101.93 101.47 101.47 +1.39 194 4,514 +30
Aug12 110705 101.70 101.70 101.66 101.66 +1.38 117 1,276 -25
Sep12 110705 101.82 101.82 101.82 101.82 +1.35 50 5,063 -22
Oct12 110705 101.98 101.98 101.98 101.98 +1.32 0 527 +0
Nov12 110705 102.17 102.17 102.17 102.17 +1.30 0 2,571 +0
Total Volume and Open Interest 140,003 461,444 +1,001
US Dollar Index(ICE)
Sep11 110705 74.535 75.050 74.535 74.985 +0.310 32,859 44,479 -3,500
Dec11 110705 75.195 75.415 75.195 75.415 +0.280 20 528 -2
Mar12 110705 75.915 75.915 75.915 75.915 +0.280 0 1 +0
Total Volume and Open Interest 32,879 45,008 -3,502
Australian Dollar(CME)
Sep11 110705 106.69 106.82 105.63 105.90 -0.92 99,354 111,860 +8,288
Dec11 110705 105.56 105.63 104.46 104.72 -0.91 97 348 -5
Mar12 110705 103.57 104.43 103.57 103.57 -0.86 0 2 +0
Total Volume and Open Interest 99,451 112,213 +8,283
British Pound(CME)
Sep11 110705 160.50 161.25 159.75 160.33 -0.16 128,622 109,666 +4,908
Dec11 110705 160.33 160.98 159.77 160.16 -0.16 75 190 +43
Mar12 110705 159.98 160.13 159.98 159.98 -0.15 0 2 +0
Total Volume and Open Interest 128,697 109,864 +4,951
Canadian Dollar(CME)
Sep11 110705 104.08 104.18 103.52 103.70 -0.41 89,580 90,586 +3,155
Dec11 110705 103.69 103.86 103.30 103.46 -0.40 269 3,832 -67
Mar12 110705 103.61 103.61 103.18 103.20 -0.41 27 535 -13
Jun12 110705 103.05 103.33 102.92 102.92 -0.41 1 250 +1
Total Volume and Open Interest 89,881 95,337 +3,078
Japanese Yen(CME)
Sep11 110705 123.78 124.22 123.21 123.42 -0.30 126,482 93,943 -765
Dec11 110705 124.00 124.00 123.33 123.52 -0.30 57 394 -20
Mar12 110705 123.66 123.97 123.66 123.66 -0.31 1 43 +1
Total Volume and Open Interest 126,540 94,396 -784
Swiss Franc(CME)
Sep11 110705 118.03 119.34 117.61 119.08 +1.16 58,955 48,426 -1,759
Dec11 110705 118.25 119.17 117.82 119.17 +1.17 21 133 -7
Mar12 110705 119.29 119.29 118.10 119.29 +1.19 0 2 +0
Total Volume and Open Interest 58,976 48,564 -1,766
EuroFX(CME)
Sep11 110705 145.12 145.47 143.65 143.81 -0.97 290,440 189,157 +7,866
Dec11 110705 144.75 145.01 143.34 143.39 -0.97 281 470 +44
Mar12 110705 143.44 143.93 142.94 142.94 -0.99 0 362 +0
Total Volume and Open Interest 290,723 190,820 +7,910
Mexican Peso(CME)
Jul11 110705 859.8 861.0 859.8 859.8 -1.2      
Aug11 110705 857.8 859.0 857.8 857.8 -1.2      
Total Volume and Open Interest 32,777 100,725 -236
30-Year T-Bonds(CBOT)
Sep11 110705 122~240 123~150 122~210 123~060 +0~160 480,696 613,794 -1,459
Dec11 110705 121~180 122~000 121~070 121~230 +0~160 48 96 +7
Mar12 110705 120~090 120~090 119~250 120~090 +0~160      
Total Volume and Open Interest 480,744 613,890 -1,452
10-Year T-Notes(CBOT)
Sep11 110705 122~000 122~250 121~310 122~210 +0~215 1,801,212 1,784,436 +11,109
Dec11 110705 120~225 121~080 120~150 121~045 +0~215 2,757 10,261 +2,479
Mar12 110705 120~045 120~045 119~150 120~045 +0~215      
Total Volume and Open Interest 1,803,969 1,794,697 +13,588
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 110705 118~045 118~045 117~109 118~045 +0~064 0 4 +0
Mar12 110705 117~069 117~069 117~005 117~069 +0~064      
Total Volume and Open Interest 1,000,275 1,473,491 -68,859
2 Year T-Notes(CBOT)
Sep11 110705 109~079 109~096 109~079 109~094 +0~014 448,600 987,283 -22,178
Dec11 110705 109~060 109~060 109~052 109~060 +0~008 0 31 +0
Mar12 110705 108~126 108~126 108~118 108~126 +0~008      
Total Volume and Open Interest 448,600 987,314 -36,589
Eurodollars(CME)
Sep11 110705 99.660 99.660 99.635 99.640 -0.020 266,285 1,211,927 -39,957
Dec11 110705 99.570 99.580 99.555 99.565 -0.005 342,201 1,258,435 -20,953
Mar12 110705 99.490 99.515 99.485 99.505 +0.015 320,885 1,528,048 +8,540
Jun12 110705 99.350 99.400 99.345 99.390 +0.040 335,117 1,405,089 +6,741
Sep12 110705 99.130 99.220 99.130 99.205 +0.070 354,231 1,037,440 +14,336
Dec12 110705 98.885 98.985 98.870 98.975 +0.100 330,809 616,760 -31,334
Mar13 110705 98.615 98.755 98.615 98.740 +0.120 282,899 515,380 -7,905
Jun13 110705 98.350 98.495 98.345 98.480 +0.130 233,250 342,382 +2,369
Sep13 110705 98.075 98.240 98.075 98.225 +0.140 169,532 344,435 -973
Dec13 110705 97.805 97.975 97.805 97.960 +0.145 134,941 265,599 -7,982
Mar14 110705 97.550 97.720 97.545 97.705 +0.145 99,320 244,312 +2,970
Jun14 110705 97.285 97.455 97.280 97.440 +0.140 83,037 179,848 -1,226
Sep14 110705 97.050 97.195 97.050 97.185 +0.140 38,357 90,434 -16
Dec14 110705 96.785 96.935 96.785 96.925 +0.135 36,200 91,408 -3,196
Mar15 110705 96.585 96.715 96.585 96.700 +0.125 25,216 85,622 +313
Jun15 110705 4.620 4.745 4.620 4.730 +0.120 18,005 70,978 +540
Sep15 110705 4.420 4.535 4.420 4.525 +0.115 9,795 57,344 -489
Dec15 110705 4.235 4.345 4.235 4.330 +0.110 12,586 51,234 -1,713
Total Volume and Open Interest 3,135,997 9,706,000 -76,837
30 Day Federal Funds(CBOT)
Jul11 110705 99.908 99.910 99.905 99.908 +0.003 633 67,721 +205
Aug11 110705 99.885 99.890 99.880 99.885 +0.005 1,969 57,660 -583
Sep11 110705 99.860 99.875 99.860 99.870 +0.010 2,937 41,475 -555
Oct11 110705 99.850 99.860 99.850 99.855 +0.005 3,890 48,957 -946
Nov11 110705 99.835 99.845 99.835 99.840 +0.005 3,703 45,468 +158
Dec11 110705 99.825 99.835 99.825 99.830 +0.005 5,654 50,433 -587
Total Volume and Open Interest 80,928 773,749 +4,284
30 Day Fed Funds(e-CBOT)
3-Mth Euro-Yen(CME)
Sep11 110628 99.665 99.665 99.665 99.665 -0.003      
Dec11 110705 99.662 99.662 99.662 99.662 unch 0 75 +0
Mar12 110705 99.655 99.655 99.655 99.655 unch      
Jun12 110705 99.645 99.645 99.645 99.645 -0.003      
Sep12 110705 99.580 99.580 99.580 99.580 unch      
Dec12 110705 99.540 99.540 99.540 99.540 unch      
Mar13 110705 99.540 99.540 99.540 99.540 unch      
Jun13 110705 99.495 99.495 99.495 99.495 unch      
Sep13 110705 99.355 99.355 99.355 99.355 unch      
Dec13 110705 99.215 99.215 99.215 99.215 unch      
Total Volume and Open Interest 0 126 +0
3-Mth Euro-Yen(SGX)
Sep11 110705 99.67 99.67 99.67 99.67 unch 0 1,235 +0
Dec11 110705 99.66 99.66 99.66 99.66 unch 0 1,392 +0
Mar12 110705 99.65 99.65 99.65 99.65 unch 0 1,823 +0
Jun12 110705 99.64 99.64 99.64 99.64 0.00 0 1,464 +0
Sep12 110705 99.58 99.58 99.58 99.58 unch 0 411 +0
Dec12 110705 99.54 99.54 99.54 99.54 unch 0 24 +0
Mar13 110705 99.54 99.54 99.54 99.54 unch 0 1 +0
Jun13 110705 99.50 99.50 99.50 99.50 unch      
Total Volume and Open Interest 0 6,350 +0
Japanese Gov't Bonds(SGX)
Sep11 110705 140.80 140.90 140.69 140.81 -0.15 3,651 23,868 -502
Dec11 110705 140.36 140.36 140.36 140.36 -0.15 0 2 +0
Mar12 110705 138.27 138.27 138.27 138.27 -0.15      
Total Volume and Open Interest 3,651 23,870 -502
Euro-Bund(EUREX)
Sep11 110705 125.62 125.98 125.41 125.62 +0.14 1,311,898 1,007,016 +34,337
Dec11 110705 124.39 124.43 124.20 124.37 +0.24 175 255 +8
Mar12 110705 124.30 124.30 124.30 124.30 +0.20      
Total Volume and Open Interest 1,149,893 943,148 -64,115
Euro-Bobl(EUREX)
Sep11 110705 116.53 116.89 116.51 116.66 +0.13 724,617 762,957 -6,788
Dec11 110705 115.71 115.71 115.71 115.71 +0.13 43 676 +0
Mar12 110705 115.69 115.69 115.69 115.69 +0.13      
Total Volume and Open Interest 724,660 763,633 -64
3-Mth Euribor(EUREX)
Sep11 110705 98.240 98.240 98.240 98.240 -0.025 71 2,128 -70
Dec11 110705 98.065 98.065 98.065 98.065 -0.030 1 1,355 +0
Mar12 110705 97.965 97.965 97.965 97.965 -0.035 1 831 +0
Total Volume and Open Interest 78 6,914 -70
Long Gilt(LIFFE)
Sep11 110629 121~06 121~06 120~12 120~22 -0~23 84,026 359,346 -16
Dec11 110705 119~13 119~13 119~13 119~13 +0~14      
Total Volume and Open Interest 175,777 356,968 -6,987
3-Mth Short Sterling(LIFFE)
Sep11 110705 99.11 99.13 99.11 99.12 -0.01 36,098 464,555 +302
Dec11 110705 99.06 99.08 99.06 99.07 unch 42,379 479,371 +3,729
Mar12 110705 98.98 99.00 98.97 98.99 +0.02 54,166 468,484 -111
Jun12 110705 98.85 98.88 98.84 98.87 +0.05 65,472 298,663 -201
Sep12 110705 98.67 98.72 98.66 98.70 +0.07 76,353 289,719 +1,181
Dec12 110705 98.44 98.49 98.42 98.48 +0.09 75,965 260,783 +4,527
Total Volume and Open Interest 505,143 2,642,530 +20,427
3-Mth Euribor(LIFFE)
Sep11 110705 98.235 98.250 98.220 98.240 -0.025 134,074 722,941 -13,115
Dec11 110705 98.070 98.085 98.055 98.065 -0.030 143,268 536,255 -6,440
Mar12 110705 97.975 97.995 97.955 97.965 -0.035 152,907 520,871 -1,023
Total Volume and Open Interest 985,851 3,524,111 -23,737
3-Mth Aus T-Bills(SFE)
Sep11 110705 95.15 95.17 95.12 95.17 +0.06 32,457 249,677 -11,689
Dec11 110705 95.13 95.17 95.11 95.16 +0.08 24,440 255,955 -21,127
Mar12 110705 95.07 95.13 95.05 95.11 +0.10 17,299 131,471 +2,871
Jun12 110705 94.99 95.05 94.95 95.03 +0.10 6,350 82,079 -3,789
Sep12 110705 94.92 94.97 94.90 94.97 +0.11 3,889 53,680 +421
Dec12 110705 94.87 94.92 94.83 94.91 +0.10 4,147 34,000 -475
Mar13 110705 94.82 94.87 94.79 94.86 +0.10 1,403 27,991 +355
Jun13 110705 94.76 94.79 94.76 94.79 +0.09 619 10,339 +357
Sep13 110705 94.74 94.74 94.74 94.74 +0.10 107 2,047 +106
Dec13 110705 94.68 94.68 94.68 94.68 +0.11 4 1,417 +4
Total Volume and Open Interest 90,715 848,801 -32,966
10-Year Aus T-Bonds(SFE)
Sep11 110705 94.78 94.79 94.74 94.77 +0.05 49,999 396,061 -13,607
Dec11 110705 94.77 94.77 94.77 94.77 +0.05      
Total Volume and Open Interest 49,999 396,061 -13,607
3-Year Aus T-Bonds(SFE)
Sep11 110705 95.20 95.26 95.18 95.25 +0.11 198,305 653,962 -47,957
Dec11 110705 95.25 95.25 95.25 95.25 +0.11      
Total Volume and Open Interest 198,305 653,962 -47,957
Gold(CMX)
Aug11 110705 1486.8 1518.0 1486.2 1512.7 +30.1 134,201 307,194 -8,441
Oct11 110705 1490.7 1518.0 1490.7 1513.8 +30.1 2,237 12,368 -619
Dec11 110705 1490.1 1520.2 1489.2 1515.0 +30.1 14,583 82,341 +607
Feb12 110705 1491.3 1520.0 1491.3 1516.3 +30.0 189 9,635 +28
Apr12 110705 1517.2 1517.7 1517.2 1517.7 +29.9 124 6,472 +8
Jun12 110705 1517.0 1519.3 1517.0 1519.3 +29.8 10 13,327 -6
Aug12 110705 1502.0 1521.3 1502.0 1521.3 +29.7 3 4,574 +1
Oct12 110705 1523.6 1523.6 1523.6 1523.6 +29.6 50 4,109 +0
Dec12 110705 1515.9 1526.1 1515.9 1526.1 +29.5 350 10,874 +100
Feb13 110705 1529.3 1529.3 1529.3 1529.3 +29.4 56 719 +55
Apr13 110705 1533.2 1533.2 1533.2 1533.2 +29.2 0 201 +0
Jun13 110705 1537.6 1537.6 1537.6 1537.6 +29.0 575 10,144 +380
Total Volume and Open Interest 154,380 491,065 -7,724
Silver(CMX)
Jul11 110705 3383.0 3565.0 3383.0 3540.2 +170.8 2,964 1,860 -537
Sep11 110705 3392.0 3569.0 3379.5 3541.0 +170.5 43,755 56,800 -433
Dec11 110705 3386.0 3570.0 3382.5 3543.0 +170.6 1,354 24,904 -65
Mar12 110705 3404.5 3542.5 3396.5 3542.5 +170.2 82 4,928 +9
May12 110705 3541.8 3541.8 3541.8 3541.8 +170.2 69 1,511 +19
Jul12 110705 3541.4 3541.4 3541.4 3541.4 +170.2 75 1,746 +11
Sep12 110705 3426.0 3540.6 3418.5 3540.6 +170.2 1 209 +0
Total Volume and Open Interest 49,560 110,978 -1,097
Platinum(NYMEX)
Jul11 110705 1739.8 1742.6 1739.1 1742.6 +25.8 806 261 -342
Oct11 110705 1724.0 1745.0 1712.0 1742.1 +25.3 4,947 30,392 +779
Jan12 110705 1727.0 1746.6 1727.0 1745.4 +25.4 26 812 +11
Apr12 110705 1722.5 1747.9 1722.5 1747.9 +25.4 0 72 +0
Total Volume and Open Interest 5,781 31,546 +446
Palladium(NYMEX)
Sep11 110705 763.00 776.25 754.15 775.65 +18.20 2,481 18,949 +92
Dec11 110705 767.40 776.75 767.40 776.75 +18.25 7 717 -8
Mar12 110705 122.59 122.59 122.59 122.59 +18.25 2 48 +2
Total Volume and Open Interest 2,490 19,716 +86
Copper(CMX)
Jul11 110705 430.30 434.20 428.05 433.90 +4.70 3,650 7,307 -1,034
Sep11 110705 430.00 435.40 428.25 434.75 +4.50 36,405 76,521 +5
Dec11 110705 432.50 436.75 429.95 436.20 +4.45 3,589 28,001 +720
Mar12 110705 433.25 437.50 431.55 437.10 +4.45 471 10,351 +83
May12 110705 435.00 437.15 435.00 437.15 +4.55 1 1,822 -1
Total Volume and Open Interest 44,928 131,951 -364
DJIA Index(CBOT)
Sep11 110705 12528 12558 12470 12533 +19 585 7,559 +62
Dec11 110705 12465 12465 12465 12465 +22 0 85 +0
Mar12 110705 12406 12406 12406 12406 +22      
Jun12 110705 12339 12339 12339 12339 +22      
Total Volume and Open Interest 585 7,644 +62
Mini DJIA Index(CBOT)
Sep11 110705 12515 12559 12476 12533 +19 107,760 88,188 +7,631
Dec11 110705 12464 12473 12415 12465 +22 166 361 +10
Mar12 110705 12406 12406 12406 12406 +22 0 11 +0
Jun12 110705 12339 12339 12339 12339 +22      
Total Volume and Open Interest 107,926 88,560 +7,641
S & P 500(CME)
Sep11 110705 1334.40 1337.70 1328.30 1336.70 +1.90 18,378 256,581 +2,830
Dec11 110705 1324.50 1331.30 1324.00 1331.30 +1.90 25 10,474 +3
Mar12 110705 1325.80 1325.80 1318.90 1325.80 +1.90 0 4 +0
Jun12 110705 1320.80 1320.80 1313.90 1320.80 +1.90 0 5 +0
Total Volume and Open Interest 18,403 267,064 +2,833
S & P 500 E-Mini(Globex)
Sep11 110705 1334.50 1337.75 1328.25 1336.75 +2.00 1,875,270 2,490,419 -16,996
Dec11 110705 1328.50 1334.00 1323.50 1331.25 +1.75 677 9,028 -30
Total Volume and Open Interest 1,875,948 2,499,500 +5,757
NASDAQ 100(CME)
Sep11 110705 2354.50 2385.30 2352.00 2372.00 +16.70 1,224 9,917 -14
Dec11 110705 2366.80 2366.80 2361.00 2366.80 +17.00 0 2 +0
Mar12 110705 2364.30 2364.30 2358.50 2364.30 +17.00      
Total Volume and Open Interest 1,224 9,919 -14
NASDAQ 100 E-Mini(Globex)
Sep11 110705 2355.00 2372.00 2351.50 2372.00 +16.70 201,935 274,045 +7,730
Dec11 110705 2350.00 2366.80 2349.00 2366.80 +17.00 230 149 +34
Total Volume and Open Interest 202,165 274,194 +7,764
S & P Midcap 400(CME)
Sep11 110705 995.80 995.80 993.90 995.80 +3.90 5 906 +1
Dec11 110705 994.50 994.50 992.60 994.50 +3.90      
Mar12 110705 992.80 992.80 990.90 992.80 +3.90      
Total Volume and Open Interest 5 906 +1
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Sep11 110630 9865 9940 9805 9900 +220 11,736 31,666 +3,008
Dec11 110705 9990 9990 9975 9990 +15 0 1 +0
Total Volume and Open Interest 9,566 34,616 +2,356
Nikkei 225(SGX)
Sep11 110705 9960 9995 9945 9960 +100 95,244 171,958 +10,109
Dec11 110705 9895 9905 9895 9905 -15 19 8,193 +1
Mar12 110705 9900 9900 9900 9900 +105 4 10 +0
Total Volume and Open Interest 95,546 194,620 +10,362
CAC 40(EURONEXT)
Jul11 110705 4002.0 4005.0 3974.5 3984.0 -20.0 126,753 340,023 +2,425
Aug11 110705 3997.0 4002.5 3986.5 3989.0 -19.5 41 93 -16
Sep11 110705 4005.0 4005.0 3979.5 3988.0 -19.0 2,201 20,116 +709
Total Volume and Open Interest 128,995 360,263 +3,118
Hang Seng Index(HKFE)
Jul11 110705 22875 22886 22730 22786 +358 72,138 98,431 +7,950
Aug11 110705 22855 22855 22690 22745 +364      
Sep11 110705 22718 22723 22615 22658 +366 631 3,059 -13
Total Volume and Open Interest 88,523 129,076 -4,728
DAX(EUREX)
Sep11 110705 7466.0 7499.0 7445.5 7471.0 +36.0 117,482 144,890 +2,253
Dec11 110705 7480.5 7525.0 7478.5 7501.5 +37.0 406 7,961 +107
Mar12 110705 7540.0 7540.0 7520.0 7536.5 +38.0 17 219 +15
Total Volume and Open Interest 117,905 153,070 +2,375
FT-SE 100(EURONEXT)
Sep11 110705 5988.50 6002.50 5972.50 5988.00 +38.50 127,854 658,851 +9,316
Dec11 110705 5955.00 5964.50 5952.00 5964.50 +38.50 134 798 +124
Mar12 110705 5927.00 5927.00 5927.00 5927.00 +38.50 20 170 +10
Total Volume and Open Interest 128,008 659,829 +9,450
SPI 200(SFE)
Sep11 110705 4594.0 4622.0 4575.0 4590.0 +4.0 34,852 192,164 -5,510
Dec11 110705 4622.0 4622.0 4606.0 4606.0 +2.0 46 4,708 +16
Mar12 110705 4597.0 4597.0 4597.0 4597.0 +4.0 46 1,459 +46
Total Volume and Open Interest 34,955 201,164 -5,439
GSCI(CME)
Jul11 110705 18.84 23.14 15.64 19.64 +11.80 287 10,482 +44
Aug11 110705 20.34 24.64 17.14 21.14 +11.50 45 32 -10
Sep11 110705 22.14 25.64 22.14 22.14 +11.50      
Total Volume and Open Interest 332 10,514 +34
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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