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Daily Futures Price Listing Wed July 06, 2011
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jul11 110706 1330.00 1336.75 1321.25 1331.00 -1.25 7,597 8,666 -2,354
Aug11 110706 1319.50 1327.00 1310.50 1322.25 unch 23,331 66,754 -210
Sep11 110706 1315.75 1321.50 1303.75 1316.75 -0.25 11,971 29,644 +207
Nov11 110706 1316.00 1323.50 1305.00 1318.50 +0.50 83,630 298,526 +3,191
Jan12 110706 1326.75 1333.00 1316.00 1328.50 +0.50 5,338 42,550 +908
Mar12 110706 1332.25 1337.75 1323.75 1333.75 -0.50 2,079 21,286 +54
May12 110706 1336.50 1340.50 1325.00 1335.75 -1.25 2,218 26,860 +219
Total Volume and Open Interest 138,138 525,380 +1,993
Soybean Meal(CBOT)
Jul11 110706 341.90 342.30 339.00 341.70 unch 7,680 4,036 -709
Aug11 110706 343.50 345.10 340.00 343.70 +0.20 24,186 48,376 -2,515
Sep11 110706 343.00 344.30 339.50 343.50 +0.60 8,770 24,741 -358
Oct11 110706 340.10 342.20 337.00 342.10 +2.00 3,510 16,559 +106
Dec11 110706 340.40 343.30 337.30 343.20 +2.30 33,541 78,579 +2,003
Jan12 110706 342.50 344.90 339.50 344.90 +2.20 1,512 6,881 +13
Mar12 110706 344.50 346.90 342.70 346.90 +2.10 1,110 4,788 +67
May12 110706 344.00 347.80 344.00 347.60 +2.00 650 6,019 -49
Total Volume and Open Interest 81,609 195,290 -1,266
Soybean Oil(CBOT)
Jul11 110706 55.31 55.45 54.90 55.27 +0.17 6,918 8,884 -1,128
Aug11 110706 55.33 55.60 55.06 55.43 +0.17 21,077 42,217 -437
Sep11 110706 55.57 55.81 55.28 55.64 +0.17 4,930 34,928 +372
Oct11 110706 55.98 56.05 55.57 55.89 +0.17 2,236 17,068 +123
Dec11 110706 56.39 56.55 55.98 56.39 +0.18 38,496 145,481 +830
Jan12 110706 56.57 56.79 56.34 56.67 +0.19 1,659 14,229 +356
Mar12 110706 56.57 57.10 56.56 56.97 +0.18 678 11,352 -51
May12 110706 56.99 57.28 56.99 57.12 +0.21 244 6,635 -66
Total Volume and Open Interest 76,479 285,057 +6
Canola(WCE)
Jul11 110706 573.2 573.2 573.2 573.2 +3.0 187 661 -674
Nov11 110706 551.0 559.0 551.0 558.2 +3.0 4,059 124,145 +509
Jan12 110706 561.0 566.8 559.6 565.9 +3.3 42 12,916 +115
Mar12 110706 564.7 573.9 564.6 573.0 +5.6 9 4,609 -13
May12 110706 568.0 576.3 568.0 576.3 +5.5 0 2,614 +247
Total Volume and Open Interest 4,297 148,229 +155
Corn(CBOT)
Jul11 110706 679.50 680.00 647.50 648.75 -31.75 30,771 19,502 -9,959
Sep11 110706 625.75 629.75 618.00 618.75 -6.75 126,729 391,778 -5,337
Dec11 110706 610.75 617.00 604.00 608.50 -4.00 230,888 492,466 -9,197
Mar12 110706 624.75 630.25 618.00 622.00 -4.00 34,442 111,542 +7,942
May12 110706 633.75 637.50 626.75 630.50 -4.50 10,473 24,154 +1,582
Jul12 110706 641.00 645.00 634.00 637.50 -3.25 18,409 65,727 +5,168
Total Volume and Open Interest 467,659 1,208,897 -9,117
Wheat(CBOT)
Jul11 110706 613.75 614.00 597.50 611.25 -2.50 3,803 3,005 -1,573
Sep11 110706 633.00 639.50 620.00 627.00 -8.50 60,394 182,678 -2,265
Dec11 110706 678.75 684.50 666.50 671.75 -9.00 29,259 136,535 +3,037
Mar12 110706 720.00 723.75 704.00 707.25 -13.50 6,256 39,232 +1,365
May12 110706 744.25 748.00 725.75 729.00 -15.50 1,207 9,801 -35
Total Volume and Open Interest 105,967 434,267 +1,167
Wheat(KCBT)
Jul11 110706 717.75 721.00 705.00 708.75 -9.75 3,919 3,162 +52
Sep11 110706 735.00 740.00 720.00 726.50 -9.50 11,913 77,011 +560
Dec11 110706 763.75 767.25 747.50 753.25 -9.00 6,555 55,408 +44
Mar12 110706 778.25 780.50 763.25 768.00 -9.50 2,041 12,498 +198
May12 110706 788.00 788.00 772.00 774.50 -13.50 599 2,727 +136
Total Volume and Open Interest 26,267 166,029 +1,144
Wheat(MGE)
Jul11 110706 862.00 863.75 862.00 863.75 -5.50 289 1,492 -415
Sep11 110706 832.50 837.50 818.00 827.50 -5.50 2,426 25,359 -468
Dec11 110706 833.25 835.75 817.50 822.50 -8.75 2,342 19,832 -551
Mar12 110706 842.75 845.00 827.25 830.50 -10.25 1,159 4,859 -14
May12 110706 843.75 843.75 828.25 829.75 -12.00 235 2,437 +6
Total Volume and Open Interest 6,942 60,933 -1,235
Oats(CBOT)
Jul11 110706 344.00 344.00 335.00 335.00 -4.50 39 66 -44
Sep11 110706 348.00 350.00 340.00 342.50 -4.50 391 4,040 +43
Dec11 110706 353.00 354.00 346.00 349.00 -4.00 707 7,345 -56
Mar12 110706 358.50 363.50 358.50 359.50 -4.00 247 765 +158
Total Volume and Open Interest 1,404 12,262 +118
Rough Rice(CBOT)
Jul11 110706 14.41 15.07 14.32 14.72 +0.34 256 650 -280
Sep11 110706 15.28 15.79 15.20 15.57 +0.28 1,126 10,545 +53
Nov11 110706 15.60 16.10 15.53 15.89 +0.28 190 5,358 +53
Jan12 110706 16.28 16.35 15.91 16.21 +0.30 12 310 +1
Total Volume and Open Interest 1,586 17,264 -173
Live Cattle(CME)
Aug11 110706 113.350 113.650 112.385 112.950 -0.400 30,835 128,175 -4,990
Oct11 110706 119.750 120.000 118.750 119.400 -0.450 13,851 90,789 +1,439
Dec11 110706 122.700 122.900 121.950 122.785 +0.085 8,557 65,673 +1,528
Feb12 110706 124.550 124.800 123.800 124.750 unch 4,420 24,105 +1,123
Apr12 110706 125.430 125.580 124.550 125.550 +0.070 1,554 11,566 +628
Jun12 110706 121.050 121.150 120.450 121.150 +0.070 662 4,063 +324
Total Volume and Open Interest 59,963 324,972 +105
Feeder Cattle(CME)
Aug11 110706 141.050 141.600 140.550 140.950 -0.335 4,443 19,418 -323
Sep11 110706 142.250 142.535 141.685 142.250 -0.325 1,512 7,426 +339
Oct11 110706 142.535 142.850 141.900 142.650 -0.250 1,554 5,749 +461
Nov11 110706 142.550 142.880 142.000 142.850 +0.050 474 3,440 +163
Jan12 110706 140.500 140.900 140.285 140.900 unch 130 1,367 +58
Mar12 110706 139.050 139.900 139.050 139.900 unch 41 217 -2
Apr12 110706 139.685 139.900 139.685 139.900 +0.100 9 75 +7
Total Volume and Open Interest 8,180 37,735 +719
Lean Hogs(CME)
Jul11 110706 95.930 96.350 95.635 96.035 +0.250 5,176 12,262 -815
Aug11 110706 93.480 94.300 93.430 93.600 +0.250 14,145 73,673 -2,162
Oct11 110706 87.135 87.635 86.650 87.285 +0.935 6,568 62,403 +1,241
Dec11 110706 85.450 86.000 85.300 85.750 -0.100 3,222 45,596 +781
Feb12 110706 87.600 88.180 87.580 87.950 +0.400 1,412 19,180 +774
Apr12 110706 88.750 89.400 88.700 89.350 +0.650 1,305 10,129 +667
May12 110706 92.450 92.800 92.050 92.800 +0.800 25 550 +23
Jun12 110706 94.680 95.400 94.600 95.400 +1.150 392 5,579 +288
Total Volume and Open Interest 32,557 232,489 +991
Class III Milk(CME)
Jul11 110701 20.53 20.55 20.40 20.51 -0.01 581 6,091 +126
Aug11 110706 19.09 19.17 18.80 18.89 -0.22 446 5,862 -1
Sep11 110706 18.37 18.55 18.22 18.32 -0.05 189 5,104 +25
Oct11 110706 17.94 18.05 17.78 17.86 -0.07 158 4,284 +40
Nov11 110706 17.37 17.39 17.26 17.26 -0.08 37 3,660 -4
Total Volume and Open Interest 991 32,674 -4,922
Cocoa(ICE)
Jul11 110706 3190 3249 3190 3202 -26 9 26 -8
Sep11 110706 3225 3248 3172 3188 -39 6,593 68,354 +79
Dec11 110706 3247 3267 3195 3208 -39 2,702 38,590 +519
Mar12 110706 3300 3301 3240 3244 -39 1,116 31,836 +136
May12 110706 3286 3301 3238 3244 -41 145 10,150 +65
Jul12 110706 3294 3297 3246 3246 -42 9 4,064 +7
Sep12 110706 3292 3300 3245 3245 -47 139 6,492 +83
Total Volume and Open Interest 10,721 166,520 +888
Coffee "C"(ICE)
Jul11 110706 265.75 266.85 265.75 266.85 -2.10 34 130 -81
Sep11 110706 268.80 269.60 265.80 267.50 -2.10 9,550 55,533 -355
Dec11 110706 271.55 272.75 269.10 270.90 -2.00 2,336 33,906 +277
Mar12 110706 273.10 274.75 271.80 273.05 -2.05 625 9,389 +198
May12 110706 274.30 275.25 273.15 274.30 -2.15 199 3,830 +89
Jul12 110706 273.65 274.00 272.00 272.75 -2.80 66 1,767 +27
Total Volume and Open Interest 12,877 107,282 +183
Orange Juice(ICE)
Jul11 110706 196.50 201.75 196.00 200.75 +2.65 340 720 -912
Sep11 110706 185.10 190.35 185.10 188.80 +2.20 1,170 26,038 +48
Nov11 110706 177.75 182.00 177.35 179.25 +0.70 110 6,007 -8
Jan12 110706 175.00 175.25 174.50 175.00 -0.15 12 1,231 +9
Mar12 110706 174.00 174.00 173.50 173.85 -0.60 2 262 +1
May12 110706 174.15 174.50 173.30 173.30 -0.75 1 178 +0
Total Volume and Open Interest 1,636 34,544 -861
Sugar #11(ICE)
Oct11 110706 27.59 27.74 27.00 27.68 +0.08 51,619 308,277 +3,720
Mar12 110706 27.15 27.15 26.38 27.00 +0.06 15,162 134,540 +264
May12 110706 25.92 26.10 25.29 25.98 +0.06 5,742 39,379 +424
Jul12 110706 25.05 25.20 24.46 25.16 +0.14 4,321 64,261 +1,771
Oct12 110706 24.27 24.56 23.88 24.54 +0.19 1,358 26,074 +274
Total Volume and Open Interest 79,328 609,217 +6,735
London Cocoa(LCE)
Jul11 110706 2000 2018 1976 1981 -19 2,024 37,701 -1,360
Sep11 110706 2032 2048 2005 2010 -13 2,772 54,516 +1,229
Dec11 110706 2052 2070 2028 2033 -13 1,221 41,781 +3,061
Mar12 110706 2077 2086 2045 2047 -15 592 38,853 +270
May12 110706 2081 2092 2052 2055 -12 144 12,427 -117
Jul12 110706 2097 2097 2055 2064 -11 0 4,138 -961
Sep12 110706 2086 2104 2063 2073 -8 0 3,318 +15
Total Volume and Open Interest 6,753 200,798 +2,137
London Sugar(LCE)
Aug11 110706 774.00 774.00 759.80 770.10 -1.20 1,579 15,202 -2,730
Oct11 110706 714.50 716.60 701.50 706.10 -9.30 518 18,235 +1,267
Dec11 110706 680.50 683.90 675.00 680.30 -8.60 82 5,856 -169
Mar12 110706 672.90 676.70 667.10 674.10 -7.40 115 6,604 +74
May12 110706 659.70 659.70 658.10 658.10 -6.00 129 2,927 +224
Total Volume and Open Interest 2,429 51,759 -1,321
Cotton(ICE)
Jul11 110706 159.97 160.95 152.00 155.40 -3.60 143 1,374 -184
Oct11 110706 118.40 120.85 116.07 116.98 -1.97 30 484 +1
Dec11 110706 115.85 117.73 112.60 113.42 -2.10 6,734 105,543 +839
Mar12 110706 108.07 111.00 106.54 107.35 -1.61 564 18,152 -14
May12 110706 105.97 107.00 103.64 104.17 -0.90 176 4,550 -86
Jul12 110706 102.81 103.03 100.50 101.56 -0.51 116 6,453 -3
Total Volume and Open Interest 7,766 140,014 +554
Lumber(CME)
Jul11 110706 241.0 241.0 235.2 238.0 -2.1 220 906 -243
Sep11 110706 261.0 261.0 252.4 254.0 -7.7 984 5,997 -180
Nov11 110706 270.0 270.0 264.3 265.0 -5.0 285 2,032 +68
Jan12 110706 288.1 292.8 286.2 291.5 -3.0 90 198 +65
Total Volume and Open Interest 1,582 9,146 -287
Crude Oil(NYM)
Aug11 110706 97.00 97.79 95.90 96.65 -0.24 263,626 299,737 -4,033
Sep11 110706 97.45 98.25 96.39 97.13 -0.25 65,541 199,216 +2,957
Oct11 110706 98.04 98.68 97.00 97.57 -0.30 36,294 73,585 -722
Nov11 110706 98.53 99.11 97.37 98.02 -0.35 30,389 62,199 +1,599
Dec11 110706 98.97 99.61 97.85 98.44 -0.39 51,373 184,695 -558
Jan12 110706 99.50 99.87 98.35 98.86 -0.43 12,688 52,423 -303
Feb12 110706 100.40 100.40 98.93 99.25 -0.45 4,456 26,474 -208
Mar12 110706 99.92 99.94 99.44 99.61 -0.48 3,407 30,863 -233
Apr12 110706 100.13 100.72 99.97 99.97 -0.49 2,497 18,958 +176
May12 110706 101.05 101.27 100.18 100.32 -0.51 2,658 17,158 -6
Jun12 110706 101.44 101.75 100.33 100.67 -0.52 11,091 72,384 -360
Jul12 110706 101.30 101.46 100.63 100.95 -0.52 2,006 31,530 -483
Aug12 110706 101.14 101.14 101.14 101.14 -0.52 1,313 13,895 +505
Sep12 110706 101.29 101.29 101.29 101.29 -0.53 1,097 14,568 -17
Oct12 110706 101.47 101.47 101.47 101.47 -0.51 618 10,266 +176
Nov12 110706 101.67 101.67 101.67 101.67 -0.50 442 21,950 +120
Total Volume and Open Interest 521,407 1,522,247 -771
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 110706 97.650 98.200 96.400 97.125 -0.250 313 1,828 +90
Oct11 110706 98.075 98.075 97.575 97.575 -0.300 20 305 +13
Nov11 110706 98.025 98.025 98.025 98.025 -0.350 4 168 +0
Dec11 110706 98.075 98.600 98.050 98.450 -0.375 1 305 -1
Jan12 110706 98.900 98.900 98.850 98.850 -0.450 0 6 +0
Feb12 110706 99.250 99.250 99.250 99.250 -0.450 0 3 +0
Mar12 110706 99.600 99.600 99.600 99.600 -0.500 0 11 +0
Apr12 110706 99.975 99.975 99.975 99.975 -0.475      
Total Volume and Open Interest 12,440 5,844 -8
Heating Oil(NYM)
Aug11 110706 295.31 297.79 292.84 296.33 +0.67 45,117 90,061 -5,280
Sep11 110706 297.04 299.14 294.59 297.91 +0.63 14,147 45,869 -1,804
Oct11 110706 298.52 300.42 296.95 299.61 +0.62 6,762 24,005 +1,239
Nov11 110706 301.44 302.27 298.14 301.52 +0.62 3,823 22,545 +656
Dec11 110706 304.51 304.61 300.01 303.41 +0.62 8,170 33,970 +460
Jan12 110706 302.50 306.05 302.50 305.16 +0.62 3,014 24,041 +1,299
Feb12 110706 304.55 306.50 304.10 305.64 +0.62 811 9,761 +319
Mar12 110706 301.92 305.95 301.92 305.01 +0.63 359 6,486 +31
Apr12 110706 301.95 304.01 301.95 303.11 +0.66 321 3,465 +145
May12 110706 300.00 301.79 300.00 301.23 +0.69 199 2,611 +54
Jun12 110706 297.92 300.79 297.92 300.11 +0.72 1,763 20,689 +303
Jul12 110706 300.66 300.66 300.66 300.66 +0.72 138 2,089 -15
Total Volume and Open Interest 85,208 297,471 -2,676
Gasoline(NYMEX)
Aug11 110706 297.74 301.45 294.40 299.76 +2.02 43,758 78,467 +1,687
Sep11 110706 293.48 296.67 290.62 295.53 +1.78 17,463 45,669 +518
Oct11 110706 281.50 282.80 278.00 282.03 +1.49 8,422 23,810 +93
Nov11 110706 275.85 278.97 275.85 278.82 +1.49 4,429 14,132 +717
Dec11 110706 276.15 278.49 273.21 277.39 +1.51 4,899 30,262 -67
Jan12 110706 276.50 278.01 274.33 277.59 +1.49 948 8,823 +464
Feb12 110706 275.30 279.00 275.00 278.96 +1.45 480 4,950 +17
Mar12 110706 278.84 280.62 278.84 280.62 +1.46 326 6,165 +265
Apr12 110706 291.90 291.90 291.90 291.90 +1.46 35 3,858 +2
May12 110706 290.52 291.82 290.50 291.82 +1.44 21 1,875 +9
Total Volume and Open Interest 81,425 233,809 +3,946
e-miNY RBOB Gasoline(NYM)
Aug11 110706 299.80 299.80 299.76 299.80 +2.10 0 3 +0
Sep11 110706 295.50 295.53 295.50 295.50 +1.70      
Oct11 110706 282.00 282.03 282.00 282.00 +1.50 0 1 +0
Nov11 110706 278.80 278.82 278.80 278.80 +1.50      
Total Volume and Open Interest 0 6 +0
Natural Gas(NYM)
Aug11 110706 4.355 4.361 4.213 4.217 -0.146 71,500 161,230 +2,440
Sep11 110706 4.362 4.367 4.218 4.222 -0.149 26,756 211,331 -581
Oct11 110706 4.389 4.395 4.256 4.260 -0.149 25,438 117,678 +430
Nov11 110706 4.535 4.535 4.406 4.411 -0.130 12,795 84,666 +1,759
Dec11 110706 4.708 4.713 4.613 4.617 -0.120 6,981 46,632 +130
Jan12 110706 4.810 4.812 4.717 4.721 -0.117 12,152 93,443 +765
Feb12 110706 4.795 4.796 4.717 4.721 -0.116 2,025 22,249 +595
Mar12 110706 4.766 4.766 4.674 4.680 -0.114 3,088 47,331 +383
Apr12 110706 4.650 4.662 4.583 4.585 -0.099 4,075 43,910 +133
May12 110706 4.659 4.682 4.607 4.607 -0.099 207 10,093 -14
Jun12 110706 4.709 4.718 4.638 4.638 -0.098 265 11,082 -61
Jul12 110706 4.753 4.754 4.680 4.680 -0.098 200 9,652 +26
Aug12 110706 4.761 4.784 4.711 4.711 -0.098 184 7,666 -61
Sep12 110706 4.793 4.793 4.718 4.721 -0.097 206 7,319 -11
Oct12 110706 4.831 4.831 4.758 4.760 -0.096 2,314 27,525 +948
Nov12 110706 4.955 4.960 4.900 4.902 -0.089 102 4,657 +29
Total Volume and Open Interest 168,942 980,004 +7,175
Brent Crude Oil(ICE)
Aug11 110706 113.51 114.32 111.91 113.62 +0.01 44,885 143,091 -2,350
Sep11 110706 113.25 113.87 111.54 113.23 +0.03 29,852 167,022 +3,594
Oct11 110706 113.18 113.91 111.64 113.29 +0.10 12,381 65,697 -3,191
Nov11 110706 113.26 113.94 111.79 113.41 +0.13 5,431 37,803 -1,507
Dec11 110706 113.45 114.12 111.90 113.47 +0.14 9,741 93,978 +1,286
Jan12 110706 113.23 113.78 111.93 113.46 +0.14 928 21,140 -484
Feb12 110706 113.09 113.75 111.93 113.43 +0.16 494 18,317 +298
Mar12 110706 113.41 113.70 111.85 113.39 +0.18 439 32,256 -75
Apr12 110706 112.25 113.63 112.01 113.32 +0.18 223 11,246 +436
May12 110706 113.00 113.25 113.00 113.25 +0.18 192 7,925 +406
Jun12 110706 112.98 113.47 111.67 113.19 +0.18 1,056 40,631 +380
Jul12 110706 113.10 113.10 113.10 113.10 +0.19 701 7,337 +27
Aug12 110706 112.99 112.99 112.99 112.99 +0.20 325 4,512 -471
Sep12 110706 112.85 112.85 112.85 112.85 +0.20 10 7,086 +30
Total Volume and Open Interest 108,911 799,075 +3,238
Gas Oil(ICE)
Jul11 110706 933.00 935.00 920.75 929.50 +1.00 19,731 87,954 -5,730
Aug11 110706 934.00 938.75 924.00 933.25 +1.25 25,048 129,856 -2,781
Sep11 110706 939.25 941.00 927.00 936.25 +0.75 5,740 81,142 -1,567
Oct11 110706 942.50 942.75 930.75 938.75 +0.50 1,242 43,089 +717
Nov11 110706 940.50 944.50 932.00 940.75 +0.25 417 32,543 +971
Dec11 110706 947.00 948.00 934.25 943.25 +0.50 4,277 59,388 +1,777
Jan12 110706 948.75 950.00 938.50 946.00 +0.50 709 31,501 -118
Feb12 110706 951.00 951.25 939.25 947.50 +0.50 332 12,266 +166
Mar12 110706 952.25 954.50 939.75 948.75 +0.50 367 10,611 -176
Apr12 110706 943.25 949.25 943.25 949.25 +0.50 197 7,745 +146
Total Volume and Open Interest 58,856 601,705 -6,618
Ethanol(CBOT)
Jul11 110706 2.758 2.795 2.758 2.761 +0.027 42 209 -19
Aug11 110706 2.560 2.590 2.560 2.579 +0.007 104 1,390 -3
Sep11 110706 2.467 2.475 2.454 2.456 +0.002 145 1,519 +48
Oct11 110706 2.370 2.370 2.357 2.359 +0.002 67 1,287 -3
Nov11 110706 2.285 2.305 2.283 2.285 -0.001 36 867 +12
Dec11 110706 2.252 2.275 2.252 2.257 +0.004 43 1,318 +5
Jan12 110706 2.230 2.239 2.230 2.230 unch 23 562 +3
Feb12 110706 2.235 2.240 2.235 2.237 unch 22 259 +5
Total Volume and Open Interest 610 9,298 +58
WTI Crude Oil(ICE
Aug11 110706 97.02 97.76 95.90 96.65 -0.24 6,940 65,832 -2,563
Sep11 110706 97.55 98.21 96.38 97.13 -0.25 2,913 53,368 +858
Oct11 110706 98.08 98.66 96.99 97.57 -0.30 976 33,403 +1,192
Nov11 110706 98.85 99.08 97.50 98.02 -0.35 742 21,710 -792
Dec11 110706 99.24 99.60 97.91 98.44 -0.39 1,341 86,182 +396
Jan12 110706 100.02 100.02 98.52 98.86 -0.43 250 18,980 +268
Feb12 110706 99.87 99.94 98.78 99.25 -0.45 68 5,248 -136
Mar12 110706 100.24 100.77 99.18 99.61 -0.48 103 13,145 -72
Apr12 110706 100.51 100.71 99.57 99.97 -0.49 2 4,261 -197
May12 110706 100.32 100.32 100.32 100.32 -0.51 0 2,945 -87
Jun12 110706 101.17 101.46 100.34 100.67 -0.52 77 28,135 +4
Jul12 110706 100.95 100.95 100.95 100.95 -0.52 0 4,516 +2
Aug12 110706 101.14 101.14 101.14 101.14 -0.52 2 1,274 -2
Sep12 110706 101.29 101.29 101.29 101.29 -0.53 2 5,065 +2
Oct12 110706 101.47 101.47 101.47 101.47 -0.51 0 527 +0
Nov12 110706 101.67 101.67 101.67 101.67 -0.50 0 2,571 +0
Total Volume and Open Interest 13,696 461,262 -182
US Dollar Index(ICE)
Sep11 110706 74.925 75.535 74.770 75.440 +0.455 3,418 46,109 +1,630
Dec11 110706 75.595 75.890 75.595 75.870 +0.455 2 532 +4
Mar12 110706 76.370 76.370 76.370 76.370 +0.455 0 1 +0
Total Volume and Open Interest 3,420 46,642 +1,634
Australian Dollar(CME)
Sep11 110706 105.90 106.33 105.53 105.83 -0.07 95,294 118,964 +7,104
Dec11 110706 104.76 105.10 104.61 104.66 -0.06 65 325 -23
Mar12 110706 103.53 103.57 103.53 103.53 -0.04 0 2 +0
Total Volume and Open Interest 95,359 119,294 +7,081
British Pound(CME)
Sep11 110706 160.53 160.77 159.32 159.66 -0.67 103,048 112,388 +2,722
Dec11 110706 159.69 160.16 159.50 159.50 -0.66 44 195 +5
Mar12 110706 159.34 159.98 159.34 159.34 -0.64 0 2 +0
Total Volume and Open Interest 103,092 112,591 +2,727
Canadian Dollar(CME)
Sep11 110706 103.65 103.84 102.97 103.35 -0.35 56,621 96,850 +6,264
Dec11 110706 103.27 103.46 102.75 103.12 -0.34 89 3,838 +6
Mar12 110706 103.18 103.20 102.86 102.86 -0.34 5 536 +1
Jun12 110706 102.58 102.92 102.58 102.58 -0.34 0 250 +0
Total Volume and Open Interest 56,715 101,608 +6,271
Japanese Yen(CME)
Sep11 110706 123.36 123.87 123.33 123.63 +0.21 96,506 94,347 +404
Dec11 110706 123.80 123.80 123.52 123.74 +0.22 17 391 -3
Mar12 110706 123.90 123.90 123.66 123.90 +0.24 0 43 +0
Total Volume and Open Interest 96,523 94,797 +401
Swiss Franc(CME)
Sep11 110706 118.99 119.62 118.50 119.07 -0.01 53,422 47,671 -755
Dec11 110706 119.24 119.25 118.99 119.17 unch 21 135 +2
Mar12 110706 119.30 119.30 119.29 119.30 +0.01 0 2 +0
Total Volume and Open Interest 53,443 47,811 -753
EuroFX(CME)
Sep11 110706 143.97 144.37 142.56 142.66 -1.15 251,737 189,120 -37
Dec11 110706 143.68 143.78 142.25 142.27 -1.12 139 465 -5
Mar12 110706 141.94 142.94 141.75 141.84 -1.10 0 362 +0
Total Volume and Open Interest 251,876 190,778 -42
Mexican Peso(CME)
Jul11 110706 860.5 860.5 859.8 860.5 +0.8      
Aug11 110706 858.5 858.5 857.8 858.5 +0.8      
Total Volume and Open Interest 39,756 112,506 +11,781
30-Year T-Bonds(CBOT)
Sep11 110706 123~090 123~290 122~310 123~210 +0~150 253,988 602,930 -10,864
Dec11 110706 122~070 122~100 121~230 122~060 +0~150 40 111 +15
Mar12 110706 120~240 120~240 120~090 120~240 +0~150      
Total Volume and Open Interest 254,028 603,041 -10,849
10-Year T-Notes(CBOT)
Sep11 110706 122~230 123~075 122~145 122~315 +0~105 1,215,429 1,760,311 -24,125
Dec11 110706 121~035 121~195 121~035 121~150 +0~105 1,347 10,741 +480
Mar12 110706 120~150 120~150 120~045 120~150 +0~105      
Total Volume and Open Interest 1,216,776 1,771,052 -23,645
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 110706 118~100 118~100 118~045 118~075 +0~030 0 4 +0
Mar12 110706 117~099 117~099 117~069 117~099 +0~030      
Total Volume and Open Interest 623,520 1,462,747 -10,744
2 Year T-Notes(CBOT)
Sep11 110706 109~094 109~101 109~091 109~098 +0~004 242,237 981,067 -6,216
Dec11 110706 109~064 109~064 109~060 109~064 +0~004 0 31 +0
Mar12 110706 109~002 109~002 108~126 109~002 +0~004      
Total Volume and Open Interest 242,237 981,098 -6,216
Eurodollars(CME)
Sep11 110706 99.640 99.655 99.615 99.630 -0.010 124,298 1,203,789 -8,138
Dec11 110706 99.565 99.570 99.530 99.545 -0.020 142,054 1,252,972 -5,463
Mar12 110706 99.505 99.515 99.480 99.495 -0.010 182,544 1,523,768 -4,280
Jun12 110706 99.395 99.405 99.380 99.395 +0.005 202,098 1,413,098 +8,009
Sep12 110706 99.210 99.240 99.190 99.230 +0.025 230,639 1,047,014 +9,574
Dec12 110706 98.980 99.025 98.955 99.010 +0.035 189,796 608,582 -8,178
Mar13 110706 98.745 98.805 98.715 98.785 +0.045 167,556 515,916 +536
Jun13 110706 98.490 98.560 98.455 98.535 +0.055 150,742 341,051 -1,331
Sep13 110706 98.230 98.310 98.195 98.285 +0.060 121,774 340,468 -3,967
Dec13 110706 97.965 98.055 97.925 98.020 +0.060 70,359 267,076 +1,477
Mar14 110706 97.710 97.795 97.670 97.765 +0.060 59,406 246,700 +2,388
Jun14 110706 97.435 97.535 97.405 97.500 +0.060 52,209 182,804 +2,956
Sep14 110706 97.180 97.270 97.150 97.240 +0.055 30,954 92,801 +2,367
Dec14 110706 96.930 97.010 96.890 96.980 +0.055 19,509 92,635 +1,227
Mar15 110706 96.705 96.780 96.670 96.755 +0.055 16,496 85,572 -50
Jun15 110706 4.735 4.810 4.695 4.780 +0.050 14,028 70,442 -536
Sep15 110706 4.530 4.600 4.495 4.570 +0.045 8,284 57,570 +226
Dec15 110706 4.335 4.400 4.305 4.370 +0.040 13,166 50,035 -1,199
Total Volume and Open Interest 1,822,152 9,702,757 -3,243
30 Day Federal Funds(CBOT)
Jul11 110706 99.910 99.915 99.908 99.910 +0.003 3,422 67,597 -124
Aug11 110706 99.885 99.900 99.885 99.890 +0.005 1,613 57,537 -123
Sep11 110706 99.870 99.875 99.865 99.870 unch 1,943 41,134 -341
Oct11 110706 99.855 99.865 99.850 99.860 +0.005 2,693 48,203 -754
Nov11 110706 99.840 99.850 99.835 99.845 +0.005 3,218 46,098 +630
Dec11 110706 99.830 99.840 99.830 99.835 +0.005 3,015 50,985 +552
Total Volume and Open Interest 38,612 714,741 -59,008
30 Day Fed Funds(e-CBOT)
3-Mth Euro-Yen(CME)
Sep11 110628 99.665 99.665 99.665 99.665 -0.003      
Dec11 110706 99.662 99.662 99.662 99.662 unch 0 75 +0
Mar12 110706 99.655 99.655 99.655 99.655 unch      
Jun12 110706 99.645 99.645 99.645 99.645 unch      
Sep12 110706 99.580 99.580 99.580 99.580 unch      
Dec12 110706 99.540 99.540 99.540 99.540 unch      
Mar13 110706 99.540 99.540 99.540 99.540 unch      
Jun13 110706 99.495 99.495 99.495 99.495 unch      
Sep13 110706 99.355 99.355 99.355 99.355 unch      
Dec13 110706 99.215 99.215 99.215 99.215 unch      
Total Volume and Open Interest 0 126 +0
3-Mth Euro-Yen(SGX)
Sep11 110706 99.67 99.67 99.67 99.67 unch 2 1,335 +100
Dec11 110706 99.66 99.66 99.66 99.66 unch 0 1,392 +0
Mar12 110706 99.65 99.65 99.65 99.65 unch 5 1,823 +0
Jun12 110706 99.64 99.64 99.64 99.64 unch 0 1,464 +0
Sep12 110706 99.58 99.58 99.58 99.58 unch 0 411 +0
Dec12 110706 99.54 99.54 99.54 99.54 unch 0 24 +0
Mar13 110706 99.54 99.54 99.54 99.54 unch 0 1 +0
Jun13 110706 99.50 99.50 99.50 99.50 unch      
Total Volume and Open Interest 7 6,450 +100
Japanese Gov't Bonds(SGX)
Sep11 110706 140.78 140.89 140.59 140.73 -0.08 1,517 23,889 +21
Dec11 110706 140.28 140.28 140.28 140.28 -0.08 0 2 +0
Mar12 110706 138.19 138.19 138.19 138.19 -0.08      
Total Volume and Open Interest 1,517 23,891 +21
Euro-Bund(EUREX)
Sep11 110706 125.71 126.64 125.64 126.52 +0.90 425,534 956,454 -50,562
Dec11 110706 124.48 125.33 124.48 125.25 +0.88 40 282 +27
Mar12 110706 125.20 125.20 125.20 125.20 +0.90      
Total Volume and Open Interest 425,574 956,736 +13,588
Euro-Bobl(EUREX)
Sep11 110706 116.73 117.37 116.68 117.25 +0.59 240,421 749,954 -13,003
Dec11 110706 116.30 116.30 116.30 116.30 +0.59 0 677 +1
Mar12 110706 116.28 116.28 116.28 116.28 +0.59      
Total Volume and Open Interest 240,421 750,631 -13,002
3-Mth Euribor(EUREX)
Sep11 110706 98.240 98.240 98.240 98.240 unch 275 2,005 -123
Dec11 110706 98.090 98.090 98.090 98.090 +0.025 26 1,381 +26
Mar12 110706 98.015 98.015 98.015 98.015 +0.050 2 831 +0
Total Volume and Open Interest 309 6,817 -97
Long Gilt(LIFFE)
Sep11 110629 121~06 121~06 120~12 120~22 -0~23 84,026 359,346 -16
Dec11 110706 120~07 120~07 120~07 120~07 +0~26      
Total Volume and Open Interest 67,512 354,916 -2,052
3-Mth Short Sterling(LIFFE)
Sep11 110706 99.13 99.13 99.11 99.12 unch 16,461 461,537 -3,018
Dec11 110706 99.07 99.08 99.05 99.06 -0.01 21,904 492,627 +13,256
Mar12 110706 99.00 99.01 98.98 98.99 unch 22,787 469,770 +1,286
Jun12 110706 98.88 98.90 98.88 98.89 +0.02 21,575 296,474 -2,189
Sep12 110706 98.72 98.76 98.72 98.75 +0.05 23,358 290,483 +764
Dec12 110706 98.51 98.57 98.50 98.56 +0.08 21,639 264,512 +3,729
Total Volume and Open Interest 165,851 2,652,082 +9,552
3-Mth Euribor(LIFFE)
Sep11 110706 98.235 98.255 98.235 98.240 unch 75,005 719,615 -3,326
Dec11 110706 98.065 98.110 98.065 98.090 +0.025 69,337 532,697 -3,558
Mar12 110706 97.975 98.035 97.970 98.015 +0.050 56,060 514,755 -6,116
Total Volume and Open Interest 403,543 3,487,330 -36,781
3-Mth Aus T-Bills(SFE)
Sep11 110706 95.17 95.19 95.14 95.16 -0.01 19,842 242,708 -6,969
Dec11 110706 95.16 95.18 95.14 95.16 unch 18,114 254,328 -1,627
Mar12 110706 95.11 95.14 95.09 95.11 unch 11,146 126,614 -4,857
Jun12 110706 95.03 95.07 95.02 95.04 +0.01 4,994 81,500 -579
Sep12 110706 94.96 95.00 94.95 94.97 unch 4,197 55,462 +1,782
Dec12 110706 94.91 94.92 94.90 94.91 unch 1,773 33,736 -264
Mar13 110706 94.86 94.87 94.84 94.86 unch 471 28,440 +449
Jun13 110706 94.79 94.80 94.78 94.79 unch 204 10,511 +172
Sep13 110706 94.76 94.76 94.74 94.74 unch 2 2,047 +0
Dec13 110706 94.70 94.70 94.68 94.68 unch 1 1,417 +0
Total Volume and Open Interest 60,744 836,908 -11,893
10-Year Aus T-Bonds(SFE)
Sep11 110706 94.78 94.82 94.77 94.78 +0.01 34,682 397,702 +1,641
Dec11 110706 94.78 94.78 94.78 94.78 +0.01      
Total Volume and Open Interest 34,682 397,702 +1,641
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 110706 95.25 95.25 95.25 95.25 unch      
Total Volume and Open Interest 96,604 630,283 -23,679
Gold(CMX)
Aug11 110706 1516.2 1534.5 1510.3 1529.2 +16.5 145,346 306,611 -583
Oct11 110706 1516.8 1535.2 1511.6 1530.3 +16.5 1,231 12,326 -42
Dec11 110706 1518.1 1536.4 1512.8 1531.5 +16.5 5,315 85,386 +3,045
Feb12 110706 1517.1 1537.2 1517.1 1532.7 +16.4 257 9,677 +42
Apr12 110706 1522.2 1539.0 1516.4 1534.2 +16.5 161 6,548 +76
Jun12 110706 1525.2 1537.5 1525.2 1535.8 +16.5 10 13,323 -4
Aug12 110706 1537.7 1537.7 1537.7 1537.7 +16.4 2 4,576 +2
Oct12 110706 1540.0 1540.0 1540.0 1540.0 +16.4 84 4,109 +0
Dec12 110706 1530.0 1543.9 1529.5 1542.5 +16.4 136 10,908 +34
Feb13 110706 1545.6 1545.6 1545.6 1545.6 +16.3 0 719 +0
Apr13 110706 1549.2 1549.2 1549.2 1549.2 +16.0 0 201 +0
Jun13 110706 1553.6 1553.6 1553.6 1553.6 +16.0 300 10,210 +66
Total Volume and Open Interest 154,341 494,169 +3,104
Silver(CMX)
Jul11 110706 3543.5 3619.5 3512.0 3591.1 +50.9 1,803 1,580 -280
Sep11 110706 3549.0 3628.5 3506.5 3591.6 +50.6 46,214 57,541 +741
Dec11 110706 3553.0 3628.0 3511.5 3593.6 +50.6 1,442 24,975 +71
Mar12 110706 3614.5 3614.5 3592.9 3592.9 +50.4 8 4,929 +1
May12 110706 3592.0 3592.0 3592.0 3592.0 +50.2 0 1,511 +0
Jul12 110706 3570.5 3600.0 3570.5 3591.5 +50.1 0 1,746 +0
Sep12 110706 3596.0 3596.0 3590.6 3590.6 +50.0 0 209 +0
Total Volume and Open Interest 49,946 111,606 +628
Platinum(NYMEX)
Jul11 110706 1740.0 1742.5 1733.4 1733.4 -9.2 54 222 -39
Oct11 110706 1742.0 1752.8 1721.7 1733.4 -8.7 5,590 30,241 -151
Jan12 110706 1741.5 1741.9 1730.6 1736.6 -8.8 20 831 +19
Apr12 110706 1746.9 1746.9 1739.4 1739.4 -8.5 0 72 +0
Total Volume and Open Interest 5,664 31,375 -171
Palladium(NYMEX)
Sep11 110706 774.35 780.50 765.00 773.20 -2.45 2,195 19,046 +97
Dec11 110706 776.25 777.05 766.60 774.30 -2.45 16 729 +12
Mar12 110706 119.39 120.14 119.39 120.14 -2.45 0 48 +0
Total Volume and Open Interest 2,211 19,825 +109
Copper(CMX)
Jul11 110706 432.70 433.50 429.80 432.65 -1.25 1,126 6,559 -748
Sep11 110706 434.10 434.80 430.10 433.50 -1.25 29,205 79,543 +3,022
Dec11 110706 435.15 436.05 431.65 435.05 -1.15 2,409 28,538 +537
Mar12 110706 434.30 436.15 434.30 436.10 -1.00 536 10,463 +112
May12 110706 434.75 436.25 434.30 436.25 -0.90 4 1,821 -1
Total Volume and Open Interest 33,747 134,802 +2,851
DJIA Index(CBOT)
Sep11 110706 12527 12585 12484 12569 +36 610 7,537 -22
Dec11 110706 12500 12500 12465 12500 +35 0 85 +0
Mar12 110706 12441 12441 12406 12441 +35      
Jun12 110706 12374 12374 12339 12374 +35      
Total Volume and Open Interest 610 7,622 -22
Mini DJIA Index(CBOT)
Sep11 110706 12528 12586 12478 12569 +36 121,985 97,282 +9,094
Dec11 110706 12467 12504 12430 12500 +35 66 317 -44
Mar12 110706 12441 12441 12441 12441 +35 0 11 +0
Jun12 110706 12374 12374 12374 12374 +35      
Total Volume and Open Interest 122,051 97,610 +9,050
S & P 500(CME)
Sep11 110706 1336.30 1340.60 1326.50 1335.80 -0.90 15,187 258,275 +1,694
Dec11 110706 1330.40 1331.80 1322.30 1330.40 -0.90 200 10,624 +150
Mar12 110706 1324.90 1326.30 1316.80 1324.90 -0.90 0 4 +0
Jun12 110706 1319.90 1321.30 1311.80 1319.90 -0.90 0 5 +0
Total Volume and Open Interest 15,387 268,908 +1,844
S & P 500 E-Mini(Globex)
Sep11 110706 1336.00 1340.75 1326.50 1335.75 -1.00 1,955,127 2,468,230 -22,189
Dec11 110706 1331.00 1335.00 1321.75 1330.50 -0.75 827 8,999 -29
Total Volume and Open Interest 1,955,957 2,477,281 -22,219
NASDAQ 100(CME)
Sep11 110706 2370.00 2380.50 2358.00 2375.30 +3.30 2,282 10,754 +837
Dec11 110706 2370.00 2370.00 2355.00 2370.00 +3.20 0 2 +0
Mar12 110706 2367.50 2368.30 2367.50 2367.50 +3.20      
Total Volume and Open Interest 2,282 10,756 +837
NASDAQ 100 E-Mini(Globex)
Sep11 110706 2370.00 2380.80 2358.50 2375.30 +3.30 238,609 288,216 +14,171
Dec11 110706 2368.50 2375.80 2354.50 2370.00 +3.20 30 149 +0
Total Volume and Open Interest 238,639 288,365 +14,171
S & P Midcap 400(CME)
Sep11 110706 998.25 1000.70 998.25 1000.70 +4.90 2 907 +1
Dec11 110706 999.40 999.40 998.50 999.40 +4.90      
Mar12 110706 997.70 997.70 996.80 997.70 +4.90      
Total Volume and Open Interest 2 907 +1
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Sep11 110630 9865 9940 9805 9900 +220 11,736 31,666 +3,008
Dec11 110706 10045 10045 9990 10045 +55 0 1 +0
Total Volume and Open Interest 6,440 33,608 -1,008
Nikkei 225(SGX)
Sep11 110706 9960 10085 9955 10080 +120 75,855 181,406 +9,448
Dec11 110706 9910 10025 9910 10025 +120 1 8,206 +13
Mar12 110706 10020 10020 10020 10020 +120 0 10 +0
Total Volume and Open Interest 76,028 203,759 +9,139
CAC 40(EURONEXT)
Jul11 110706 3999.5 4001.0 3942.5 3963.0 -21.0 50,709 331,504 -8,519
Aug11 110706 3968.5 3986.5 3955.0 3967.5 -21.5 15 158 +65
Sep11 110706 4003.0 4003.0 3950.0 3966.0 -22.0 641 19,073 -1,043
Total Volume and Open Interest 51,365 350,766 -9,497
Hang Seng Index(HKFE)
Jul11 110706 22684 22772 22470 22470 -316 65,898 87,380 -11,051
Aug11 110706 22650 22723 22435 22435 -310 420 222 +222
Sep11 110706 22554 22593 22341 22341 -317 296 3,079 +20
Total Volume and Open Interest 66,708 94,290 -34,786
DAX(EUREX)
Sep11 110706 7490.5 7495.0 7419.0 7450.5 -20.5 47,429 145,192 +302
Dec11 110706 7511.5 7511.5 7450.0 7481.5 -20.0 56 8,075 +114
Mar12 110706 7500.0 7519.5 7500.0 7516.0 -20.5 70 300 +81
Total Volume and Open Interest 47,555 153,567 +497
FT-SE 100(EURONEXT)
Sep11 110706 5989.00 6006.00 5940.00 5967.00 -21.00 50,412 671,749 +12,898
Dec11 110706 5980.00 5980.00 5919.50 5943.50 -21.00 5 801 +3
Mar12 110706 5906.00 5906.00 5906.00 5906.00 -21.00 0 170 +0
Total Volume and Open Interest 50,417 672,730 +12,901
SPI 200(SFE)
Sep11 110706 4589.0 4610.0 4563.0 4591.0 +1.0 24,441 182,421 -9,743
Dec11 110706 4592.0 4609.0 4592.0 4609.0 +3.0 39 4,564 -144
Mar12 110706 4588.0 4598.0 4588.0 4598.0 +1.0 0 1,600 +141
Total Volume and Open Interest 24,692 191,756 -9,408
GSCI(CME)
Jul11 110706 15.64 19.89 14.64 18.64 -1.00 196 10,478 -4
Aug11 110706 17.14 22.14 15.64 20.14 -1.00 0 32 +0
Sep11 110706 21.14 22.64 17.64 21.14 -1.00      
Total Volume and Open Interest 196 10,510 -4
Reuters CCI(ICE)
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions.
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