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Daily Futures Price Listing Thu July 07, 2011
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jul11 110707 1331.25 1350.00 1331.25 1345.50 +14.50 2,786 7,353 -1,313
Aug11 110707 1321.25 1344.75 1321.00 1340.75 +18.50 17,407 64,233 -2,521
Sep11 110707 1316.50 1339.25 1316.25 1337.00 +20.25 10,530 29,892 +248
Nov11 110707 1317.00 1341.25 1316.75 1337.75 +19.25 66,783 297,510 -1,016
Jan12 110707 1327.75 1350.75 1327.75 1347.50 +19.00 4,212 43,301 +751
Mar12 110707 1333.25 1354.75 1333.25 1351.25 +17.50 1,566 21,401 +115
May12 110707 1336.00 1355.00 1335.75 1351.00 +15.25 1,029 26,769 -91
Total Volume and Open Interest 106,558 522,467 -2,913
Soybean Meal(CBOT)
Jul11 110707 341.90 346.90 341.90 343.00 +1.30 5,607 2,518 -1,518
Aug11 110707 343.10 349.40 342.50 344.80 +1.10 17,151 46,453 -1,923
Sep11 110707 342.70 347.90 342.10 344.60 +1.10 5,484 24,882 +141
Oct11 110707 340.80 347.30 340.80 343.80 +1.70 2,361 17,224 +665
Dec11 110707 342.00 348.90 341.40 345.10 +1.90 26,281 77,406 -1,173
Jan12 110707 343.70 349.80 343.70 346.70 +1.80 740 6,773 -108
Mar12 110707 346.70 351.20 346.70 348.10 +1.20 455 4,731 -57
May12 110707 347.50 351.90 347.10 348.10 +0.50 789 6,236 +217
Total Volume and Open Interest 59,000 191,542 -3,748
Soybean Oil(CBOT)
Jul11 110707 55.25 56.54 55.20 56.47 +1.20 7,461 6,934 -1,950
Aug11 110707 55.38 56.71 55.31 56.61 +1.18 22,231 44,413 +2,196
Sep11 110707 55.67 56.95 55.27 56.84 +1.20 7,406 35,013 +85
Oct11 110707 56.00 57.18 56.00 57.10 +1.21 2,922 17,406 +338
Dec11 110707 56.30 57.73 56.30 57.63 +1.24 32,439 144,839 -642
Jan12 110707 56.77 57.97 56.72 57.90 +1.23 848 14,552 +323
Mar12 110707 57.15 58.27 57.15 58.17 +1.20 857 11,565 +213
May12 110707 57.83 58.39 57.73 58.30 +1.18 1,073 6,891 +256
Total Volume and Open Interest 75,320 285,915 +858
Canola(WCE)
Jul11 110707 572.8 572.8 571.4 571.4 -1.8 151 510 -151
Nov11 110707 557.5 564.5 555.3 561.4 +3.2 7,886 124,288 +143
Jan12 110707 562.3 573.1 562.3 570.0 +4.1 47 12,886 -30
Mar12 110707 575.0 578.6 573.2 576.4 +3.4 26 4,620 +11
May12 110707 581.6 584.6 580.7 582.0 +5.7 18 2,614 +0
Total Volume and Open Interest 8,203 148,207 -22
Corn(CBOT)
Jul11 110707 648.25 668.00 647.50 650.00 +1.25 16,278 12,283 -7,219
Sep11 110707 618.00 633.50 616.00 625.00 +6.25 76,871 387,307 -4,471
Dec11 110707 607.00 621.50 605.75 615.50 +7.00 127,791 494,885 +2,419
Mar12 110707 621.50 634.75 619.50 628.50 +6.50 12,951 110,722 -820
May12 110707 629.75 642.50 628.25 636.75 +6.25 3,453 24,396 +242
Jul12 110707 635.75 650.00 635.75 644.00 +6.50 6,539 66,845 +1,118
Total Volume and Open Interest 249,832 1,200,848 -8,049
Wheat(CBOT)
Jul11 110707 608.25 634.00 606.75 624.50 +13.25 1,530 2,202 -803
Sep11 110707 625.25 640.75 619.00 634.50 +7.50 51,513 180,808 -1,870
Dec11 110707 669.75 680.00 662.00 675.50 +3.75 23,306 138,503 +1,968
Mar12 110707 705.00 713.50 694.75 709.50 +2.25 5,306 39,507 +275
May12 110707 725.00 733.75 717.25 731.75 +2.75 1,980 9,510 -291
Total Volume and Open Interest 87,006 433,994 -273
Wheat(KCBT)
Jul11 110707 708.50 708.50 686.50 703.50 -5.25 1,245 2,862 -300
Sep11 110707 725.00 729.00 707.50 724.00 -2.50 9,327 76,234 -777
Dec11 110707 752.25 755.00 733.75 750.25 -3.00 2,975 55,666 +258
Mar12 110707 768.25 769.75 750.75 766.00 -2.00 1,513 12,836 +338
May12 110707 772.50 778.25 760.25 773.00 -1.50 611 2,984 +257
Total Volume and Open Interest 16,272 165,959 -70
Wheat(MGE)
Jul11 110707 852.00 853.25 852.00 853.25 -10.50 229 1,192 -300
Sep11 110707 827.50 828.25 807.75 824.75 -2.75 2,602 25,422 +63
Dec11 110707 821.50 822.75 802.50 819.75 -2.75 1,402 19,715 -117
Mar12 110707 830.00 830.00 811.75 828.00 -2.50 376 4,808 -51
May12 110707 829.75 831.25 814.25 830.00 +0.25 154 2,526 +89
Total Volume and Open Interest 4,963 60,686 -247
Oats(CBOT)
Jul11 110707 345.25 345.25 335.00 341.00 +6.00 13 25 -41
Sep11 110707 342.00 352.00 342.00 345.00 +2.50 154 4,061 +21
Dec11 110707 351.00 357.25 349.00 352.25 +3.25 277 7,464 +119
Mar12 110707 366.50 367.00 359.50 362.75 +3.25 4 765 +0
Total Volume and Open Interest 448 12,361 +99
Rough Rice(CBOT)
Jul11 110707 14.98 15.25 14.98 15.25 +0.53 58 616 -34
Sep11 110707 15.61 16.07 15.53 16.07 +0.50 729 10,503 -42
Nov11 110707 16.02 16.39 16.01 16.39 +0.49 57 5,363 +5
Jan12 110707 16.69 16.71 16.54 16.71 +0.50 8 314 +4
Total Volume and Open Interest 898 17,240 -24
Live Cattle(CME)
Aug11 110707 112.785 115.000 112.400 114.730 +1.780 24,071 125,617 -2,558
Oct11 110707 119.150 121.350 118.850 121.230 +1.830 15,128 92,526 +1,737
Dec11 110707 122.350 124.750 122.300 124.550 +1.765 7,429 66,473 +800
Feb12 110707 124.300 126.500 124.150 126.400 +1.650 3,559 24,618 +513
Apr12 110707 125.035 127.250 124.850 127.135 +1.585 1,094 11,581 +15
Jun12 110707 120.580 122.900 120.500 122.900 +1.750 335 4,244 +181
Total Volume and Open Interest 51,677 325,682 +710
Feeder Cattle(CME)
Aug11 110707 141.200 143.950 140.900 143.900 +2.950 3,773 19,526 +108
Sep11 110707 142.350 145.235 142.130 144.850 +2.600 1,120 7,708 +282
Oct11 110707 142.435 145.630 142.325 145.380 +2.730 1,195 5,912 +163
Nov11 110707 142.500 145.600 142.400 145.600 +2.750 456 3,526 +86
Jan12 110707 140.700 143.600 140.700 143.550 +2.650 234 1,463 +96
Mar12 110707 139.850 142.500 139.850 142.500 +2.600 38 244 +27
Apr12 110707 139.900 142.500 139.900 142.500 +2.600 13 68 -7
Total Volume and Open Interest 6,843 38,485 +750
Lean Hogs(CME)
Jul11 110707 96.350 97.785 96.150 97.150 +1.115 4,301 11,495 -767
Aug11 110707 94.150 96.600 94.000 96.285 +2.685 13,716 70,090 -3,583
Oct11 110707 87.700 90.135 87.400 89.885 +2.600 11,039 62,613 +210
Dec11 110707 86.000 87.650 85.885 87.600 +1.850 10,131 48,837 +3,241
Feb12 110707 88.100 89.635 87.885 89.450 +1.500 3,082 20,317 +1,137
Apr12 110707 89.300 90.550 89.035 90.480 +1.130 1,086 10,455 +326
May12 110707 92.800 94.000 92.800 93.700 +0.900 24 558 +8
Jun12 110707 95.000 96.300 94.950 96.250 +0.850 185 5,698 +119
Total Volume and Open Interest 43,793 233,262 +773
Class III Milk(CME)
Jul11 110701 20.53 20.55 20.40 20.51 -0.01 581 6,091 +126
Aug11 110707 18.83 19.07 18.70 18.98 +0.09 312 5,854 -8
Sep11 110707 18.30 18.50 18.21 18.42 +0.10 104 5,137 +33
Oct11 110707 17.78 17.99 17.78 17.97 +0.11 84 4,283 -1
Nov11 110707 17.26 17.40 17.25 17.35 +0.09 24 3,658 -2
Total Volume and Open Interest 821 32,755 +81
Cocoa(ICE)
Jul11 110707 3160 3194 3160 3194 -8 0 26 +0
Sep11 110707 3192 3202 3119 3186 -2 16,372 71,754 +3,400
Dec11 110707 3200 3222 3144 3207 -1 2,830 39,445 +855
Mar12 110707 3194 3252 3180 3244 unch 1,522 32,413 +577
May12 110707 3200 3247 3200 3246 +2 100 10,113 -37
Jul12 110707 3193 3248 3193 3248 +2 89 4,101 +37
Sep12 110707 3209 3253 3209 3252 +7 100 6,461 -31
Total Volume and Open Interest 21,113 171,344 +4,824
Coffee "C"(ICE)
Jul11 110707 269.50 269.70 267.35 267.75 +0.90 28 99 -31
Sep11 110707 267.00 271.90 265.15 268.60 +1.10 13,212 54,545 -988
Dec11 110707 269.40 274.75 269.05 271.85 +0.95 2,716 34,559 +653
Mar12 110707 272.70 276.75 271.95 273.80 +0.75 638 9,487 +98
May12 110707 274.00 277.65 273.25 274.90 +0.60 216 3,962 +132
Jul12 110707 273.15 276.25 273.15 273.50 +0.75 74 1,794 +27
Total Volume and Open Interest 16,992 107,245 -37
Orange Juice(ICE)
Jul11 110707 199.25 201.25 199.25 201.00 +0.25 52 669 -51
Sep11 110707 188.80 191.00 188.70 190.60 +1.80 753 26,061 +23
Nov11 110707 179.30 179.95 178.90 179.70 +0.45 45 6,016 +9
Jan12 110707 174.90 175.60 174.90 175.60 +0.60 29 1,257 +26
Mar12 110707 174.85 174.85 174.85 174.85 +1.00 6 263 +1
May12 110707 174.00 174.00 174.00 174.00 +0.70 0 178 +0
Total Volume and Open Interest 885 34,552 +8
Sugar #11(ICE)
Oct11 110707 27.77 29.70 27.75 29.52 +1.84 52,401 306,160 -2,117
Mar12 110707 27.00 28.55 26.98 28.42 +1.42 27,373 139,416 +4,876
May12 110707 25.98 27.00 25.91 26.92 +0.94 10,020 41,088 +1,709
Jul12 110707 25.19 25.84 25.10 25.73 +0.57 4,774 64,872 +611
Oct12 110707 24.54 25.01 24.46 24.88 +0.34 1,746 26,306 +232
Total Volume and Open Interest 97,951 615,184 +5,967
London Cocoa(LCE)
Jul11 110707 1961 1985 1941 1984 +3 1,807 36,562 -1,139
Sep11 110707 1993 2019 1964 2013 +3 9,861 52,191 -2,325
Dec11 110707 2015 2040 1991 2038 +5 2,686 41,571 -210
Mar12 110707 2029 2059 2013 2055 +8 1,430 39,073 +220
May12 110707 2043 2065 2024 2062 +7 972 12,949 +522
Jul12 110707 2067 2072 2057 2070 +6 67 4,138 +0
Sep12 110707 2072 2079 2065 2079 +6 5 3,318 +0
Total Volume and Open Interest 16,828 197,866 -2,932
London Sugar(LCE)
Aug11 110707 775.10 821.30 773.10 814.80 +44.70 3,810 14,085 -1,117
Oct11 110707 712.20 753.20 711.30 745.00 +38.90 4,504 19,525 +1,290
Dec11 110707 686.70 724.10 686.70 715.90 +35.60 550 5,867 +11
Mar12 110707 678.60 710.20 678.60 703.80 +29.70 1,236 7,053 +449
May12 110707 662.70 683.20 662.70 678.40 +20.30 318 2,990 +63
Total Volume and Open Interest 10,604 52,455 +696
Cotton(ICE)
Jul11 110707 148.00 151.25 135.57 136.20 -19.20 282 1,102 -272
Oct11 110707 117.21 117.48 115.50 116.20 -0.78 55 493 +9
Dec11 110707 113.20 114.88 112.26 113.52 +0.10 12,096 103,487 -2,056
Mar12 110707 108.53 108.93 106.33 107.89 +0.54 3,374 19,488 +1,336
May12 110707 103.39 105.36 103.00 104.82 +0.65 247 4,577 +27
Jul12 110707 102.03 103.19 101.76 102.44 +0.88 221 6,368 -85
Total Volume and Open Interest 16,321 138,997 -1,017
Lumber(CME)
Jul11 110707 235.8 244.0 234.8 242.0 +4.0 208 797 -109
Sep11 110707 253.8 263.0 252.8 262.4 +8.4 497 6,084 +87
Nov11 110707 265.1 273.4 263.7 271.9 +6.9 202 2,024 -8
Jan12 110707 289.9 298.9 289.9 297.0 +5.5 58 282 +84
Total Volume and Open Interest 982 9,214 +68
Crude Oil(NYM)
Aug11 110707 97.04 99.42 96.99 98.67 +2.02 275,650 291,009 -8,728
Sep11 110707 97.54 99.87 97.46 99.14 +2.01 67,267 200,220 +1,004
Oct11 110707 98.00 100.26 97.88 99.59 +2.02 35,380 72,752 -833
Nov11 110707 98.40 100.67 98.28 100.07 +2.05 22,037 63,727 +1,528
Dec11 110707 98.93 101.08 98.68 100.52 +2.08 42,130 187,103 +2,408
Jan12 110707 99.47 101.35 99.14 100.94 +2.08 8,307 53,073 +650
Feb12 110707 99.73 101.65 99.50 101.32 +2.07 4,845 26,664 +190
Mar12 110707 100.26 101.86 99.87 101.67 +2.06 5,763 30,835 -28
Apr12 110707 101.41 102.00 101.41 102.00 +2.03 3,480 18,799 -159
May12 110707 102.15 102.70 101.76 102.31 +1.99 2,712 17,343 +185
Jun12 110707 101.09 102.96 101.09 102.61 +1.94 12,602 72,837 +453
Jul12 110707 103.03 103.29 102.34 102.87 +1.92 2,036 31,970 +440
Aug12 110707 103.00 103.02 103.00 103.02 +1.88 836 13,717 -178
Sep12 110707 103.16 103.16 103.16 103.16 +1.87 867 14,513 -55
Oct12 110707 103.32 103.32 103.32 103.32 +1.85 740 10,254 -12
Nov12 110707 103.50 103.50 103.50 103.50 +1.83 791 22,049 +99
Total Volume and Open Interest 520,283 1,522,391 +144
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 110707 97.600 99.850 97.500 99.150 +2.025 295 1,849 +21
Oct11 110707 98.275 99.975 98.025 99.600 +2.025 32 306 +1
Nov11 110707 98.900 100.100 98.900 100.075 +2.050 9 170 +2
Dec11 110707 98.625 100.750 98.625 100.525 +2.075 2 305 +0
Jan12 110707 100.950 100.950 100.950 100.950 +2.100 0 6 +0
Feb12 110707 101.325 101.325 101.325 101.325 +2.075 0 3 +0
Mar12 110707 101.675 101.675 101.675 101.675 +2.075 0 11 +0
Apr12 110707 102.000 102.000 102.000 102.000 +2.025      
Total Volume and Open Interest 9,512 6,223 +379
Heating Oil(NYM)
Aug11 110707 297.44 310.42 297.44 310.20 +13.87 47,742 86,939 -3,122
Sep11 110707 299.43 311.73 299.24 311.55 +13.64 15,871 45,293 -576
Oct11 110707 302.04 313.21 302.04 313.03 +13.42 7,511 25,091 +1,086
Nov11 110707 303.25 314.98 303.25 314.82 +13.30 4,545 23,116 +571
Dec11 110707 305.16 316.71 304.75 316.55 +13.14 9,500 34,277 +307
Jan12 110707 312.68 318.32 312.33 318.16 +13.00 3,087 24,220 +179
Feb12 110707 312.93 318.52 312.93 318.52 +12.88 891 9,476 -285
Mar12 110707 312.41 317.75 312.09 317.75 +12.74 1,174 6,993 +507
Apr12 110707 312.70 315.73 312.70 315.73 +12.62 207 3,537 +72
May12 110707 313.75 313.75 313.75 313.75 +12.52 250 2,665 +54
Jun12 110707 301.80 312.60 301.80 312.60 +12.49 2,497 20,986 +297
Jul12 110707 313.15 313.15 313.15 313.15 +12.49 289 2,062 -27
Total Volume and Open Interest 94,163 296,314 -1,157
Gasoline(NYMEX)
Aug11 110707 301.89 312.95 300.92 312.70 +12.94 54,144 75,284 -3,183
Sep11 110707 297.30 308.06 296.64 307.83 +12.30 24,214 48,373 +2,704
Oct11 110707 283.75 294.17 283.24 293.96 +11.93 11,787 23,988 +178
Nov11 110707 280.23 290.63 280.23 290.45 +11.63 4,942 14,936 +804
Dec11 110707 278.89 289.05 278.79 288.90 +11.51 5,347 30,586 +324
Jan12 110707 278.42 289.13 278.42 288.94 +11.35 640 9,035 +212
Feb12 110707 285.15 290.44 285.05 290.21 +11.25 324 4,982 +32
Mar12 110707 287.40 291.73 287.40 291.73 +11.11 332 6,164 -1
Apr12 110707 299.51 302.75 299.51 302.75 +10.85 831 4,014 +156
May12 110707 300.51 302.58 300.47 302.58 +10.76 230 1,829 -46
Total Volume and Open Interest 103,732 235,190 +1,381
e-miNY RBOB Gasoline(NYM)
Aug11 110707 312.70 312.70 312.70 312.70 +12.90 0 3 +0
Sep11 110707 307.80 307.83 307.80 307.80 +12.30      
Oct11 110707 294.00 294.00 293.96 294.00 +12.00 0 1 +0
Nov11 110707 290.50 290.50 290.45 290.50 +11.70      
Total Volume and Open Interest 0 6 +0
Natural Gas(NYM)
Aug11 110707 4.225 4.248 4.064 4.133 -0.084 130,443 152,077 -9,153
Sep11 110707 4.229 4.253 4.067 4.138 -0.084 52,889 210,165 -1,166
Oct11 110707 4.271 4.290 4.110 4.168 -0.092 47,054 119,407 +1,729
Nov11 110707 4.430 4.432 4.260 4.324 -0.087 31,084 85,822 +1,156
Dec11 110707 4.630 4.632 4.476 4.535 -0.082 9,238 45,349 -1,283
Jan12 110707 4.733 4.735 4.587 4.642 -0.079 11,692 94,349 +906
Feb12 110707 4.746 4.746 4.590 4.644 -0.077 1,998 22,591 +342
Mar12 110707 4.665 4.690 4.558 4.608 -0.072 5,631 47,598 +267
Apr12 110707 4.585 4.595 4.470 4.525 -0.060 5,935 44,288 +378
May12 110707 4.602 4.620 4.500 4.550 -0.057 1,221 10,277 +184
Jun12 110707 4.648 4.655 4.535 4.583 -0.055 2,281 11,373 +291
Jul12 110707 4.678 4.678 4.576 4.625 -0.055 1,272 9,280 -372
Aug12 110707 4.703 4.718 4.600 4.656 -0.055 918 7,882 +216
Sep12 110707 4.720 4.727 4.621 4.666 -0.055 170 7,296 -23
Oct12 110707 4.742 4.760 4.661 4.706 -0.054 2,204 27,984 +459
Nov12 110707 4.911 4.911 4.825 4.856 -0.046 128 4,686 +29
Total Volume and Open Interest 305,465 974,776 -5,228
Brent Crude Oil(ICE)
Aug11 110707 114.40 118.70 113.75 118.59 +4.97 188,854 126,153 -16,938
Sep11 110707 113.75 118.22 113.41 118.11 +4.88 127,891 174,300 +7,278
Oct11 110707 113.81 118.22 113.50 118.12 +4.83 59,075 66,495 +798
Nov11 110707 113.91 118.29 113.76 118.18 +4.77 23,687 35,787 -2,016
Dec11 110707 113.95 118.32 113.64 118.20 +4.73 49,121 94,788 +810
Jan12 110707 113.95 118.23 113.82 118.14 +4.68 6,200 20,687 -453
Feb12 110707 113.82 118.13 113.78 118.04 +4.61 3,408 17,855 -462
Mar12 110707 113.89 118.02 113.70 117.93 +4.54 2,750 32,320 +64
Apr12 110707 114.05 117.80 113.88 117.80 +4.48 957 11,135 -111
May12 110707 117.67 117.67 117.67 117.67 +4.42 1,013 7,758 -167
Jun12 110707 113.70 117.62 113.51 117.55 +4.36 6,796 40,396 -235
Jul12 110707 117.41 117.41 117.41 117.41 +4.31 386 7,377 +40
Aug12 110707 117.24 117.24 117.24 117.24 +4.25 385 4,592 +80
Sep12 110707 117.05 117.05 117.05 117.05 +4.20 494 7,164 +78
Total Volume and Open Interest 488,265 790,163 -8,912
Gas Oil(ICE)
Jul11 110707 935.00 972.50 934.50 960.75 +31.25 49,809 78,937 -9,017
Aug11 110707 933.50 976.25 933.50 964.25 +31.00 72,924 130,292 +436
Sep11 110707 942.50 978.50 941.25 966.75 +30.50 28,616 82,135 +993
Oct11 110707 943.75 980.75 943.75 969.00 +30.25 10,325 44,168 +1,079
Nov11 110707 945.75 981.75 945.50 970.75 +30.00 5,924 31,921 -622
Dec11 110707 949.00 984.25 947.75 972.75 +29.50 20,742 59,519 +131
Jan12 110707 954.75 986.75 952.75 975.25 +29.25 3,126 31,268 -233
Feb12 110707 953.25 985.25 953.25 976.25 +28.75 2,167 12,326 +60
Mar12 110707 954.00 986.25 954.00 977.25 +28.50 1,763 11,275 +664
Apr12 110707 968.75 984.50 968.75 977.50 +28.25 537 7,956 +211
Total Volume and Open Interest 205,254 596,717 -4,988
Ethanol(CBOT)
Jul11 110706 2.758 2.795 2.758 2.761 +0.027 42 209 -19
Aug11 110707 2.610 2.630 2.595 2.621 +0.042 308 1,371 -19
Sep11 110707 2.480 2.510 2.476 2.502 +0.046 236 1,573 +54
Oct11 110707 2.390 2.405 2.378 2.393 +0.034 169 1,231 -56
Nov11 110707 2.319 2.332 2.319 2.327 +0.042 61 873 +6
Dec11 110707 2.295 2.308 2.280 2.301 +0.044 26 1,314 -4
Jan12 110707 2.255 2.275 2.252 2.273 +0.043 13 570 +8
Feb12 110707 2.275 2.276 2.270 2.276 +0.039 22 274 +15
Total Volume and Open Interest 1,350 8,896 -402
WTI Crude Oil(ICE
Aug11 110707 97.17 99.42 97.00 98.67 +2.02 58,387 64,321 -1,511
Sep11 110707 97.70 99.87 97.46 99.14 +2.01 21,559 55,047 +1,679
Oct11 110707 98.22 100.27 97.87 99.59 +2.02 11,642 33,210 -193
Nov11 110707 98.58 100.69 98.35 100.07 +2.05 7,016 20,607 -1,103
Dec11 110707 99.01 101.09 98.65 100.52 +2.08 19,120 86,780 +598
Jan12 110707 99.45 101.39 99.03 100.94 +2.08 2,898 18,694 -286
Feb12 110707 99.65 101.77 99.54 101.32 +2.07 1,501 5,545 +297
Mar12 110707 100.18 102.06 99.72 101.67 +2.06 1,818 13,335 +190
Apr12 110707 100.49 102.00 100.35 102.00 +2.03 736 4,264 +3
May12 110707 102.31 102.31 102.31 102.31 +1.99 596 2,950 +5
Jun12 110707 100.73 102.97 100.73 102.61 +1.94 3,095 28,097 -38
Jul12 110707 102.87 102.87 102.87 102.87 +1.92 214 4,465 -51
Aug12 110707 103.02 103.02 103.02 103.02 +1.88 53 1,276 +2
Sep12 110707 103.16 103.16 103.16 103.16 +1.87 60 5,039 -26
Oct12 110707 103.32 103.32 103.32 103.32 +1.85 0 527 +0
Nov12 110707 103.50 103.50 103.50 103.50 +1.83 1 2,572 +1
Total Volume and Open Interest 136,180 461,686 +424
US Dollar Index(ICE)
Sep11 110707 75.265 75.745 75.150 75.257 -0.183 17,340 46,861 +752
Dec11 110707 75.755 75.775 75.625 75.688 -0.183 2 531 -1
Mar12 110707 76.188 76.188 76.188 76.188 -0.183 0 1 +0
Total Volume and Open Interest 17,342 47,393 +751
Australian Dollar(CME)
Sep11 110707 105.98 106.84 105.83 106.78 +0.95 105,088 121,296 +2,332
Dec11 110707 105.25 105.58 104.66 105.58 +0.92 126 325 +0
Mar12 110707 104.43 104.43 103.53 104.43 +0.90 0 2 +0
Total Volume and Open Interest 105,214 121,626 +2,332
British Pound(CME)
Sep11 110707 159.92 160.05 159.29 159.47 -0.19 138,744 118,131 +5,743
Dec11 110707 159.53 159.53 159.30 159.30 -0.20 74 220 +25
Mar12 110707 159.13 159.34 159.13 159.13 -0.21 0 2 +0
Total Volume and Open Interest 138,818 118,359 +5,768
Canadian Dollar(CME)
Sep11 110707 103.44 104.31 103.26 104.07 +0.72 71,596 101,232 +4,382
Dec11 110707 103.20 104.08 103.08 103.84 +0.72 132 3,803 -35
Mar12 110707 102.95 103.73 102.86 103.63 +0.77 21 544 +8
Jun12 110707 103.33 103.36 102.58 103.36 +0.78 11 254 +4
Total Volume and Open Interest 71,760 105,967 +4,359
Japanese Yen(CME)
Sep11 110707 123.62 123.82 122.87 123.13 -0.50 105,661 94,452 +105
Dec11 110707 123.84 123.84 123.02 123.23 -0.51 8 390 -1
Mar12 110707 123.38 123.90 123.38 123.38 -0.52 0 43 +0
Total Volume and Open Interest 105,669 94,901 +104
Swiss Franc(CME)
Sep11 110707 119.19 119.40 117.75 118.42 -0.65 49,669 47,401 -270
Dec11 110707 119.39 119.41 118.41 118.52 -0.65 44 160 +25
Mar12 110707 118.63 119.30 118.63 118.63 -0.67 0 2 +0
Total Volume and Open Interest 49,713 47,566 -245
EuroFX(CME)
Sep11 110707 142.91 143.45 141.91 143.20 +0.54 318,440 192,646 +3,526
Dec11 110707 142.63 143.03 141.52 142.80 +0.53 123 489 +24
Mar12 110707 142.37 142.37 141.84 142.37 +0.53 1 363 +1
Total Volume and Open Interest 318,564 194,329 +3,551
Mexican Peso(CME)
Jul11 110707 866.5 866.5 860.5 866.5 +6.0      
Aug11 110707 864.5 864.5 858.5 864.5 +6.0      
Total Volume and Open Interest 42,013 125,229 +12,723
30-Year T-Bonds(CBOT)
Sep11 110707 123~160 123~190 122~250 123~090 -0~120 260,769 598,093 -4,837
Dec11 110707 121~250 122~060 121~110 121~260 -0~120 463 539 +428
Mar12 110707 120~120 120~240 120~120 120~120 -0~120      
Total Volume and Open Interest 261,232 598,632 -4,409
10-Year T-Notes(CBOT)
Sep11 110707 122~280 122~290 122~080 122~150 -0~165 1,085,271 1,752,618 -7,693
Dec11 110707 121~045 121~150 120~245 120~300 -0~170 1,373 11,865 +1,124
Mar12 110707 119~300 120~150 119~300 119~300 -0~170      
Total Volume and Open Interest 1,086,644 1,764,483 -6,569
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 110707 118~015 118~075 118~015 118~015 -0~060 0 4 +0
Mar12 110707 117~039 117~099 117~039 117~039 -0~060      
Total Volume and Open Interest 578,360 1,454,271 -8,476
2 Year T-Notes(CBOT)
Sep11 110707 109~098 109~098 109~081 109~082 -0~016 236,864 987,623 +6,556
Dec11 110707 109~048 109~064 109~048 109~048 -0~016 0 31 +0
Mar12 110707 108~114 109~002 108~114 108~114 -0~016      
Total Volume and Open Interest 236,864 987,654 +6,556
Eurodollars(CME)
Sep11 110707 99.635 99.650 99.630 99.645 +0.015 238,749 1,209,854 +6,065
Dec11 110707 99.545 99.565 99.535 99.560 +0.015 141,790 1,249,554 -3,418
Mar12 110707 99.495 99.500 99.470 99.490 -0.005 141,030 1,513,693 -10,075
Jun12 110707 99.395 99.400 99.355 99.360 -0.035 159,018 1,418,400 +5,302
Sep12 110707 99.230 99.235 99.155 99.165 -0.065 172,661 1,043,082 -3,932
Dec12 110707 99.015 99.015 98.910 98.925 -0.085 150,383 614,468 +5,886
Mar13 110707 98.780 98.785 98.670 98.685 -0.100 115,288 516,981 +1,065
Jun13 110707 98.525 98.530 98.415 98.430 -0.105 103,542 343,662 +2,611
Sep13 110707 98.275 98.280 98.165 98.180 -0.105 93,689 345,327 +4,859
Dec13 110707 98.015 98.015 97.895 97.915 -0.105 67,000 267,106 +30
Mar14 110707 97.745 97.760 97.640 97.660 -0.105 51,202 245,475 -1,225
Jun14 110707 97.480 97.490 97.375 97.400 -0.100 41,718 180,009 -2,795
Sep14 110707 97.205 97.230 97.115 97.140 -0.100 18,966 93,095 +294
Dec14 110707 96.960 96.975 96.860 96.880 -0.100 15,184 91,738 -897
Mar15 110707 96.725 96.745 96.630 96.655 -0.100 11,241 86,811 +1,239
Jun15 110707 4.740 4.765 4.660 4.680 -0.100 9,294 71,488 +1,046
Sep15 110707 4.545 4.560 4.450 4.470 -0.100 6,660 56,382 -1,188
Dec15 110707 4.345 4.355 4.255 4.275 -0.095 7,541 49,316 -719
Total Volume and Open Interest 1,588,160 9,713,587 +10,830
30 Day Federal Funds(CBOT)
Jul11 110707 99.912 99.918 99.910 99.915 +0.005 4,100 68,412 +815
Aug11 110707 99.900 99.900 99.890 99.895 +0.005 3,204 57,741 +204
Sep11 110707 99.875 99.880 99.870 99.870 unch 4,124 42,140 +1,006
Oct11 110707 99.865 99.870 99.860 99.860 unch 1,611 48,362 +159
Nov11 110707 99.850 99.855 99.840 99.845 unch 809 46,329 +231
Dec11 110707 99.840 99.840 99.830 99.835 unch 2,136 51,936 +951
Total Volume and Open Interest 28,554 718,588 +3,847
30 Day Fed Funds(e-CBOT)
3-Mth Euro-Yen(CME)
Sep11 110628 99.665 99.665 99.665 99.665 -0.003      
Dec11 110707 99.662 99.662 99.662 99.662 unch 0 75 +0
Mar12 110707 99.655 99.655 99.655 99.655 unch      
Jun12 110707 99.645 99.645 99.645 99.645 unch      
Sep12 110707 99.580 99.580 99.580 99.580 unch      
Dec12 110707 99.610 99.610 99.610 99.610 +0.070      
Mar13 110707 99.610 99.610 99.610 99.610 +0.070      
Jun13 110707 99.565 99.565 99.565 99.565 +0.070      
Sep13 110707 99.425 99.425 99.425 99.425 +0.070      
Dec13 110707 99.285 99.285 99.285 99.285 +0.070      
Total Volume and Open Interest 0 126 +0
3-Mth Euro-Yen(SGX)
Sep11 110707 99.67 99.67 99.67 99.67 unch 0 1,333 -2
Dec11 110707 99.66 99.66 99.66 99.66 unch 0 1,392 +0
Mar12 110707 99.65 99.65 99.65 99.65 unch 0 1,823 +0
Jun12 110707 99.64 99.64 99.64 99.64 unch 10 1,474 +10
Sep12 110707 99.58 99.58 99.58 99.58 unch 0 411 +0
Dec12 110707 99.61 99.61 99.61 99.61 +0.07 0 24 +0
Mar13 110707 99.61 99.61 99.61 99.61 +0.07 0 1 +0
Jun13 110707 99.57 99.57 99.57 99.57 +0.07      
Total Volume and Open Interest 10 6,458 +8
Japanese Gov't Bonds(SGX)
Sep11 110707 140.76 140.78 140.61 140.72 -0.01 1,219 23,605 -284
Dec11 110707 140.27 140.27 140.27 140.27 -0.01 0 2 +0
Mar12 110707 138.18 138.18 138.18 138.18 -0.01      
Total Volume and Open Interest 1,219 23,607 -284
Euro-Bund(EUREX)
Sep11 110707 126.17 126.53 125.79 125.96 -0.56 818,880 945,513 -10,941
Dec11 110707 124.94 125.01 124.55 124.69 -0.56 35 283 +1
Mar12 110707 124.64 124.64 124.64 124.64 -0.56      
Total Volume and Open Interest 818,915 945,796 -10,940
Euro-Bobl(EUREX)
Sep11 110707 117.06 117.45 116.89 116.99 -0.26 444,387 744,951 -5,003
Dec11 110707 116.02 116.02 116.02 116.02 -0.28 0 677 +0
Mar12 110707 116.02 116.02 116.02 116.02 -0.26      
Total Volume and Open Interest 444,387 745,628 -5,003
3-Mth Euribor(EUREX)
Sep11 110707 98.240 98.240 98.240 98.240 unch 0 2,005 +0
Dec11 110707 98.090 98.090 98.070 98.070 -0.020 15 1,396 +15
Mar12 110707 97.985 97.985 97.985 97.985 -0.030 0 831 +0
Total Volume and Open Interest 15 6,832 +15
Long Gilt(LIFFE)
Sep11 110629 121~06 121~06 120~12 120~22 -0~23 84,026 359,346 -16
Dec11 110707 119~21 119~21 119~21 119~21 -0~18      
Total Volume and Open Interest 128,125 368,998 +14,082
3-Mth Short Sterling(LIFFE)
Sep11 110707 99.12 99.13 99.11 99.12 unch 38,128 453,004 -8,533
Dec11 110707 99.05 99.07 99.04 99.06 unch 39,874 494,059 +1,432
Mar12 110707 98.98 98.99 98.96 98.98 -0.01 43,723 470,641 +871
Jun12 110707 98.88 98.89 98.85 98.87 -0.02 37,613 301,329 +4,855
Sep12 110707 98.74 98.76 98.70 98.72 -0.03 49,354 298,884 +8,401
Dec12 110707 98.53 98.57 98.50 98.51 -0.05 43,051 266,275 +1,763
Total Volume and Open Interest 320,437 2,665,078 +12,996
3-Mth Euribor(LIFFE)
Sep11 110707 98.235 98.270 98.210 98.240 unch 115,706 701,074 -18,541
Dec11 110707 98.085 98.130 98.065 98.070 -0.020 110,692 535,396 +2,699
Mar12 110707 98.015 98.060 97.975 97.985 -0.030 119,030 511,115 -3,640
Total Volume and Open Interest 772,808 3,446,079 -41,251
3-Mth Aus T-Bills(SFE)
Sep11 110707 95.16 95.19 95.11 95.13 -0.03 22,575 234,097 -8,611
Dec11 110707 95.17 95.21 95.10 95.13 -0.03 33,901 243,229 -11,099
Mar12 110707 95.13 95.16 95.06 95.09 -0.02 13,513 127,256 +642
Jun12 110707 95.06 95.10 94.99 95.03 -0.01 8,197 85,593 +4,093
Sep12 110707 95.00 95.04 94.92 94.96 -0.01 2,758 55,573 +111
Dec12 110707 94.95 94.96 94.87 94.91 unch 1,007 34,165 +429
Mar13 110707 94.90 94.90 94.84 94.85 -0.01 822 28,543 +103
Jun13 110707 94.82 94.82 94.78 94.78 -0.01 126 10,513 +2
Sep13 110707 94.73 94.73 94.73 94.73 -0.01 16 2,047 +0
Dec13 110707 94.65 94.65 94.65 94.65 -0.03 5 1,417 +0
Total Volume and Open Interest 82,941 822,599 -14,309
10-Year Aus T-Bonds(SFE)
Sep11 110707 94.79 94.85 94.78 94.79 +0.01 57,983 402,888 +5,186
Dec11 110707 94.79 94.79 94.79 94.79 +0.01      
Total Volume and Open Interest 57,983 402,888 +5,186
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 110707 95.25 95.25 95.25 95.25 unch      
Total Volume and Open Interest 132,257 614,136 -16,147
Gold(CMX)
Aug11 110707 1529.7 1534.9 1522.2 1530.6 +1.4 137,184 298,363 -8,248
Oct11 110707 1528.7 1535.9 1524.5 1531.7 +1.4 2,280 12,592 +266
Dec11 110707 1531.0 1537.0 1524.3 1532.8 +1.3 10,004 86,597 +1,211
Feb12 110707 1532.0 1537.0 1529.7 1534.0 +1.3 1,708 10,400 +723
Apr12 110707 1538.2 1538.6 1535.5 1535.5 +1.3 129 6,543 -5
Jun12 110707 1535.4 1538.4 1533.8 1537.2 +1.4 84 13,377 +54
Aug12 110707 1539.2 1540.0 1539.2 1539.2 +1.5 84 4,595 +19
Oct12 110707 1541.7 1541.7 1541.7 1541.7 +1.7 26 4,109 +0
Dec12 110707 1542.6 1546.8 1540.4 1544.4 +1.9 231 10,873 -35
Feb13 110707 1547.6 1547.6 1547.6 1547.6 +2.0 134 742 +23
Apr13 110707 1551.5 1551.5 1551.5 1551.5 +2.3 0 201 +0
Jun13 110707 1556.2 1556.2 1556.2 1556.2 +2.6 228 10,186 -24
Total Volume and Open Interest 154,038 489,782 -4,387
Silver(CMX)
Jul11 110707 3615.0 3662.5 3574.0 3652.8 +61.7 1,252 1,212 -368
Sep11 110707 3593.0 3665.0 3570.0 3653.6 +62.0 57,238 57,160 -381
Dec11 110707 3594.0 3665.0 3571.5 3655.3 +61.7 1,574 25,304 +329
Mar12 110707 3588.5 3660.5 3584.0 3654.4 +61.5 151 4,972 +43
May12 110707 3660.0 3660.0 3653.7 3653.7 +61.7 0 1,511 +0
Jul12 110707 3653.3 3653.3 3653.3 3653.3 +61.8 8 1,750 +4
Sep12 110707 3622.0 3652.4 3622.0 3652.4 +61.8 7 205 -4
Total Volume and Open Interest 61,106 111,251 -355
Platinum(NYMEX)
Jul11 110707 1735.6 1741.0 1727.5 1741.0 +7.6 57 203 -19
Oct11 110707 1731.9 1749.7 1724.1 1743.0 +9.6 5,679 30,065 -176
Jan12 110707 1735.0 1747.6 1735.0 1746.2 +9.6 67 894 +63
Apr12 110707 1752.9 1752.9 1748.8 1748.8 +9.4 1 73 +1
Total Volume and Open Interest 5,805 31,245 -130
Palladium(NYMEX)
Sep11 110707 767.75 788.90 767.75 786.55 +13.35 2,871 19,144 +98
Dec11 110707 769.60 787.65 769.60 787.65 +13.35 6 730 +1
Mar12 110707 133.49 133.49 133.49 133.49 +13.35 0 48 +0
Total Volume and Open Interest 2,878 19,924 +99
Copper(CMX)
Jul11 110707 434.00 443.25 433.65 443.20 +10.55 1,019 5,940 -619
Sep11 110707 433.50 444.35 432.55 444.20 +10.70 34,543 83,565 +4,022
Dec11 110707 434.40 445.70 434.40 445.60 +10.55 2,561 28,976 +438
Mar12 110707 438.60 446.55 437.60 446.45 +10.35 304 10,555 +92
May12 110707 445.20 446.45 445.10 446.35 +10.10 2 1,820 -1
Total Volume and Open Interest 38,972 138,627 +3,825
DJIA Index(CBOT)
Sep11 110707 12577 12700 12577 12681 +112 1,317 8,467 +930
Dec11 110707 12613 12613 12500 12613 +113 0 85 +0
Mar12 110707 12554 12554 12441 12554 +113      
Jun12 110707 12487 12487 12374 12487 +113      
Total Volume and Open Interest 1,317 8,552 +930
Mini DJIA Index(CBOT)
Sep11 110707 12572 12698 12572 12681 +112 100,180 99,165 +1,883
Dec11 110707 12534 12625 12527 12613 +113 50 339 +22
Mar12 110707 12554 12554 12554 12554 +113 0 11 +0
Jun12 110707 12487 12487 12487 12487 +113      
Total Volume and Open Interest 100,230 99,515 +1,905
S & P 500(CME)
Sep11 110707 1336.00 1352.70 1336.00 1351.70 +15.90 11,107 258,618 +343
Dec11 110707 1342.00 1347.40 1340.00 1346.30 +15.90 202 10,528 -96
Mar12 110707 1340.50 1341.90 1340.50 1340.80 +15.90 0 4 +0
Jun12 110707 1335.80 1336.90 1335.80 1335.80 +15.90 0 5 +0
Total Volume and Open Interest 11,309 269,155 +247
S & P 500 E-Mini(Globex)
Sep11 110707 1336.00 1352.75 1335.75 1351.75 +16.00 1,729,821 2,485,036 +16,806
Dec11 110707 1331.25 1347.00 1331.25 1346.25 +15.75 709 9,102 +103
Total Volume and Open Interest 1,730,530 2,494,190 +16,909
NASDAQ 100(CME)
Sep11 110707 2378.00 2417.00 2378.00 2415.50 +40.20 539 10,858 +104
Dec11 110707 2391.00 2410.30 2391.00 2410.30 +40.30 0 2 +0
Mar12 110707 2407.80 2407.80 2402.50 2407.80 +40.30      
Total Volume and Open Interest 539 10,860 +104
NASDAQ 100 E-Mini(Globex)
Sep11 110707 2376.00 2416.00 2375.80 2415.50 +40.20 249,553 292,509 +4,293
Dec11 110707 2376.30 2410.30 2376.30 2410.30 +40.30 56 144 -5
Total Volume and Open Interest 249,609 292,653 +4,288
S & P Midcap 400(CME)
Sep11 110707 1011.25 1013.00 1011.00 1011.00 +10.30 1 906 -1
Dec11 110707 1009.70 1010.00 1009.70 1009.70 +10.30      
Mar12 110707 1008.00 1008.20 1008.00 1008.00 +10.30      
Total Volume and Open Interest 1 906 -1
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Sep11 110630 9865 9940 9805 9900 +220 11,736 31,666 +3,008
Dec11 110707 10195 10195 10145 10195 +150 0 1 +0
Total Volume and Open Interest 8,828 35,341 +1,733
Nikkei 225(SGX)
Sep11 110707 10060 10100 10010 10085 +5 62,345 185,036 +3,630
Dec11 110707 10035 10035 10030 10030 +5 1 8,206 +0
Mar12 110707 10025 10025 10025 10025 +5 0 10 +0
Total Volume and Open Interest 66,246 208,970 +5,211
CAC 40(EURONEXT)
Jul11 110707 3986.5 4022.0 3961.5 3981.5 +18.5 97,273 343,605 +12,101
Aug11 110707 3995.0 4007.0 3973.0 3986.0 +18.5 76 193 +35
Sep11 110707 3992.5 4025.0 3966.5 3985.0 +19.0 1,783 19,965 +892
Total Volume and Open Interest 99,132 363,794 +13,028
Hang Seng Index(HKFE)
Jul11 110707 22554 22741 22513 22550 +80 54,109 87,799 +419
Aug11 110707 22520 22700 22475 22510 +75 407 348 +126
Sep11 110707 22485 22610 22400 22421 +80 186 3,062 -17
Total Volume and Open Interest 54,809 94,857 +567
DAX(EUREX)
Sep11 110707 7505.0 7540.0 7464.0 7498.0 +47.5 113,592 146,865 +1,673
Dec11 110707 7540.5 7568.0 7497.0 7528.5 +47.0 257 8,149 +74
Mar12 110707 7570.5 7600.0 7559.5 7564.0 +48.0 4 303 +3
Total Volume and Open Interest 113,853 155,317 +1,750
FT-SE 100(EURONEXT)
Sep11 110707 5987.00 6049.00 5969.50 6020.50 +53.50 82,371 682,820 +11,071
Dec11 110707 5983.00 6000.50 5983.00 5997.00 +53.50 3 802 +1
Mar12 110707 5960.50 5960.50 5960.50 5960.50 +54.50 0 170 +0
Total Volume and Open Interest 82,374 683,802 +11,072
SPI 200(SFE)
Sep11 110707 4584.0 4602.0 4552.0 4585.0 -6.0 27,931 177,928 -4,493
Dec11 110707 4598.0 4610.0 4585.0 4604.0 -5.0 156 4,629 +65
Mar12 110707 4592.0 4592.0 4592.0 4592.0 -6.0 3 1,603 +3
Total Volume and Open Interest 28,458 187,573 -4,183
GSCI(CME)
Jul11 110707 29.64 35.39 29.64 35.14 +16.50 190 10,394 -84
Aug11 110707 30.89 36.64 30.89 36.49 +16.35 1 33 +1
Sep11 110707 36.44 37.64 36.44 36.44 +15.30      
Total Volume and Open Interest 191 10,427 -83
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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