Moore Research Center, Inc.

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

MRCI's End of Day Prices

MRCI Logo
MRCI's End of Day Prices
Report All Futures End-of-Day Problems
Daily Futures Price Listing Fri July 08, 2011
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jul11 110708 1346.50 1355.25 1341.75 1352.00 +6.50 4,996 5,206 -2,147
Aug11 110708 1340.00 1350.50 1335.50 1346.75 +6.00 16,433 65,610 +1,377
Sep11 110708 1339.25 1348.00 1331.50 1345.00 +8.00 7,430 30,651 +759
Nov11 110708 1337.25 1349.50 1332.50 1346.50 +8.75 51,326 294,558 -2,952
Jan12 110708 1347.50 1358.75 1342.75 1356.00 +8.50 4,034 44,007 +706
Mar12 110708 1350.25 1360.75 1346.50 1359.00 +7.75 1,592 21,162 -239
May12 110708 1354.25 1358.50 1350.00 1358.50 +7.50 809 26,803 +34
Total Volume and Open Interest 88,350 520,616 -1,851
Soybean Meal(CBOT)
Jul11 110708 343.00 346.50 342.90 346.30 +3.30 3,629 1,881 -637
Aug11 110708 344.80 348.50 344.00 348.00 +3.20 13,726 44,243 -2,210
Sep11 110708 344.90 348.80 343.70 348.30 +3.70 3,082 25,203 +321
Oct11 110708 342.50 348.70 342.50 348.30 +4.50 1,357 16,833 -391
Dec11 110708 345.00 350.50 343.80 350.00 +4.90 17,561 75,588 -1,818
Jan12 110708 346.90 352.00 344.50 351.30 +4.60 374 6,739 -34
Mar12 110708 348.00 352.20 347.50 352.20 +4.10 463 4,898 +167
May12 110708 349.50 352.00 348.40 351.80 +3.70 661 6,317 +81
Total Volume and Open Interest 41,419 186,962 -4,580
Soybean Oil(CBOT)
Jul11 110708 56.58 56.58 56.18 56.20 -0.27 7,615 5,122 -1,812
Aug11 110708 56.55 56.75 56.14 56.32 -0.29 19,168 43,499 -914
Sep11 110708 56.81 56.99 56.41 56.55 -0.29 7,755 36,849 +1,836
Oct11 110708 57.21 57.21 56.72 56.82 -0.28 1,593 17,404 -2
Dec11 110708 57.57 57.76 57.14 57.31 -0.32 27,938 142,984 -1,855
Jan12 110708 57.89 57.98 57.48 57.59 -0.31 685 14,897 +345
Mar12 110708 58.11 58.19 57.75 57.89 -0.28 618 11,816 +251
May12 110708 58.38 58.40 57.88 58.04 -0.26 528 6,744 -147
Total Volume and Open Interest 66,527 283,707 -2,208
Canola(WCE)
Jul11 110708 578.7 578.7 578.4 578.4 +7.0 50 131 -379
Nov11 110708 561.0 565.9 558.0 563.4 +2.0 4,931 123,318 -970
Jan12 110708 567.0 574.0 566.9 571.1 +1.1 569 13,041 +155
Mar12 110708 571.0 580.3 571.0 577.7 +1.3 520 5,022 +402
May12 110708 577.9 585.0 577.9 582.4 +0.4 33 2,634 +20
Total Volume and Open Interest 6,368 147,680 -527
Corn(CBOT)
Jul11 110708 652.50 672.25 652.50 672.25 +22.25 12,818 7,204 -5,079
Sep11 110708 626.00 646.50 626.00 642.25 +17.25 65,544 382,217 -5,090
Dec11 110708 615.75 638.00 615.75 637.00 +21.50 120,688 491,884 -3,001
Mar12 110708 628.75 650.25 628.75 649.25 +20.75 18,612 111,934 +1,212
May12 110708 637.50 657.00 636.75 656.25 +19.50 3,170 24,748 +352
Jul12 110708 644.75 664.00 644.50 662.50 +18.50 4,687 67,429 +584
Total Volume and Open Interest 229,591 1,190,225 -10,623
Wheat(CBOT)
Jul11 110708 624.50 652.50 624.50 650.50 +26.00 863 1,737 -465
Sep11 110708 634.00 657.50 632.50 651.25 +16.75 34,863 180,878 +70
Dec11 110708 676.00 696.50 673.00 690.50 +15.00 12,413 139,381 +878
Mar12 110708 710.00 726.75 707.25 721.00 +11.50 3,636 39,273 -234
May12 110708 731.75 744.50 729.75 742.75 +11.00 1,327 9,253 -257
Total Volume and Open Interest 55,545 434,471 +477
Wheat(KCBT)
Jul11 110708 704.00 711.00 703.50 707.75 +4.25 400 2,670 -192
Sep11 110708 724.00 735.25 719.00 727.25 +3.25 8,717 75,224 -1,010
Dec11 110708 751.00 761.75 745.50 754.00 +3.75 3,929 55,251 -415
Mar12 110708 767.50 778.25 761.50 769.50 +3.50 1,307 12,977 +141
May12 110708 774.50 783.00 770.00 776.25 +3.25 532 3,019 +35
Total Volume and Open Interest 15,733 164,824 -1,135
Wheat(MGE)
Jul11 110708 860.00 860.00 850.00 850.00 -3.25 3 1,190 -2
Sep11 110708 824.50 830.00 808.00 817.00 -7.75 2,124 25,194 -228
Dec11 110708 821.00 827.25 808.25 816.75 -3.00 1,148 19,541 -174
Mar12 110708 830.75 835.25 819.00 827.75 -0.25 431 4,792 -16
May12 110708 831.00 835.75 822.75 830.50 +0.50 194 2,553 +27
Total Volume and Open Interest 4,137 60,204 -482
Oats(CBOT)
Jul11 110708 342.50 345.50 341.00 345.50 +4.50 12 16 -9
Sep11 110708 347.00 352.00 344.50 349.50 +4.50 147 4,096 +35
Dec11 110708 354.50 360.25 350.50 356.75 +4.50 240 7,567 +103
Mar12 110708 368.00 368.00 362.75 367.25 +4.50 2 767 +2
Total Volume and Open Interest 401 12,492 +131
Rough Rice(CBOT)
Jul11 110708 15.40 15.40 15.28 15.32 +0.07 221 480 -136
Sep11 110708 16.03 16.26 15.93 16.13 +0.06 1,074 10,482 -21
Nov11 110708 16.27 16.58 16.26 16.43 +0.05 218 5,307 -56
Jan12 110708 16.73 16.78 16.63 16.75 +0.05 90 360 +46
Total Volume and Open Interest 1,615 17,073 -167
Live Cattle(CME)
Aug11 110708 114.385 115.550 114.000 114.650 -0.080 19,885 122,657 -2,960
Oct11 110708 120.950 121.800 120.080 120.200 -1.030 13,055 95,250 +2,724
Dec11 110708 123.900 125.230 123.730 124.550 unch 5,410 67,845 +1,372
Feb12 110708 125.500 126.900 125.450 125.900 -0.500 3,506 25,213 +595
Apr12 110708 126.400 127.600 126.230 127.050 -0.085 486 11,770 +189
Jun12 110708 122.000 123.200 121.800 122.700 -0.200 140 4,314 +70
Total Volume and Open Interest 42,503 327,680 +1,998
Feeder Cattle(CME)
Aug11 110708 143.850 144.900 143.300 143.600 -0.300 3,351 19,388 -138
Sep11 110708 144.750 145.735 144.200 144.400 -0.450 1,546 8,120 +412
Oct11 110708 144.880 145.935 144.500 145.485 +0.105 919 6,126 +214
Nov11 110708 144.850 145.985 144.535 145.250 -0.350 390 3,676 +150
Jan12 110708 142.435 143.900 142.435 143.800 +0.250 75 1,497 +34
Mar12 110708 141.450 143.000 141.200 142.950 +0.450 12 244 +0
Apr12 110708 141.075 142.500 141.075 142.500 unch 1 68 +0
Total Volume and Open Interest 6,300 39,160 +675
Lean Hogs(CME)
Jul11 110708 96.730 96.800 95.700 95.885 -1.265 3,462 10,459 -1,036
Aug11 110708 95.535 96.600 95.285 96.180 -0.105 17,100 67,133 -2,957
Oct11 110708 89.000 90.135 88.900 89.750 -0.135 11,929 63,332 +719
Dec11 110708 86.350 88.000 86.350 87.900 +0.300 5,594 50,381 +1,544
Feb12 110708 88.850 89.600 88.830 89.550 +0.100 2,729 21,537 +1,220
Apr12 110708 90.080 90.500 89.850 90.500 +0.020 1,260 10,950 +495
May12 110708 93.450 94.000 93.300 93.800 +0.100 23 578 +20
Jun12 110708 95.700 96.150 95.480 96.050 -0.200 799 6,088 +390
Total Volume and Open Interest 43,160 233,795 +533
Class III Milk(CME)
Jul11 110701 20.53 20.55 20.40 20.51 -0.01 581 6,091 +126
Aug11 110708 19.04 19.22 18.98 19.16 +0.18 390 5,904 +50
Sep11 110708 18.52 18.62 18.42 18.55 +0.13 190 5,127 -10
Oct11 110708 17.99 18.12 17.97 18.04 +0.07 51 4,293 +10
Nov11 110708 17.43 17.45 17.35 17.42 +0.07 40 3,658 +0
Total Volume and Open Interest 1,294 32,964 +209
Cocoa(ICE)
Jul11 110708 3099 3099 3099 3099 -95 5 23 -3
Sep11 110708 3196 3210 3083 3091 -95 9,963 72,797 +1,043
Dec11 110708 3204 3234 3110 3117 -90 2,674 39,278 -167
Mar12 110708 3227 3270 3153 3156 -88 1,540 32,463 +50
May12 110708 3244 3268 3150 3157 -89 463 10,200 +87
Jul12 110708 3270 3270 3157 3159 -89 81 4,134 +33
Sep12 110708 3272 3272 3159 3165 -87 187 6,587 +126
Total Volume and Open Interest 15,057 172,628 +1,284
Coffee "C"(ICE)
Jul11 110708 267.70 267.70 262.95 263.15 -4.60 5 92 -7
Sep11 110708 268.60 270.25 262.70 263.30 -5.30 8,830 54,250 -295
Dec11 110708 272.05 273.50 266.50 266.95 -4.90 2,365 35,065 +506
Mar12 110708 274.00 274.60 268.90 269.05 -4.75 598 9,557 +70
May12 110708 274.65 275.50 270.00 270.30 -4.60 196 4,031 +69
Jul12 110708 272.50 273.75 269.00 269.05 -4.45 50 1,817 +23
Total Volume and Open Interest 12,093 107,644 +399
Orange Juice(ICE)
Jul11 110708 201.25 205.50 199.75 204.00 +3.00 24 647 -22
Sep11 110708 191.05 192.00 190.00 191.15 +0.55 919 26,215 +154
Nov11 110708 179.55 180.25 179.10 179.60 -0.10 128 6,045 +29
Jan12 110708 175.20 175.20 174.85 174.85 -0.75 26 1,266 +9
Mar12 110708 174.10 174.10 174.10 174.10 -0.75 20 266 +3
May12 110708 173.30 173.30 173.30 173.30 -0.70 5 179 +1
Total Volume and Open Interest 1,127 34,731 +179
Sugar #11(ICE)
Oct11 110708 29.54 29.74 28.74 29.36 -0.16 38,518 307,029 +869
Mar12 110708 28.42 28.57 27.75 28.41 -0.01 17,761 142,463 +3,047
May12 110708 26.92 27.09 26.35 26.96 +0.04 4,846 41,678 +590
Jul12 110708 25.73 25.94 25.25 25.78 +0.05 3,644 64,616 -256
Oct12 110708 24.88 25.13 24.49 24.98 +0.10 1,035 26,303 -3
Total Volume and Open Interest 66,804 619,444 +4,260
London Cocoa(LCE)
Jul11 110708 1987 2008 1920 1926 -58 1,095 36,440 -122
Sep11 110708 2020 2037 1941 1944 -69 9,347 49,136 -3,055
Dec11 110708 2038 2058 1966 1967 -71 3,523 41,605 +34
Mar12 110708 2045 2076 1983 1984 -71 2,215 38,983 -90
May12 110708 2078 2080 1991 1991 -71 1,752 13,449 +500
Jul12 110708 2086 2091 2000 2000 -70 399 4,143 +5
Sep12 110708 2099 2099 2009 2009 -70 244 3,450 +132
Total Volume and Open Interest 18,740 195,404 -2,462
London Sugar(LCE)
Aug11 110708 814.20 821.50 802.00 818.30 +3.50 3,459 13,370 -715
Oct11 110708 746.20 751.50 731.20 747.80 +2.80 3,562 19,545 +20
Dec11 110708 716.90 722.40 704.10 718.80 +2.90 315 5,751 -116
Mar12 110708 703.80 711.00 692.80 708.20 +4.40 278 7,080 +27
May12 110708 678.50 685.00 671.90 684.50 +6.10 29 2,985 -5
Total Volume and Open Interest 7,689 51,680 -775
Cotton(ICE)
Oct11 110708 117.00 119.33 116.09 116.58 +0.38 25 499 +6
Dec11 110708 113.55 116.00 113.13 113.88 +0.36 9,348 102,699 -788
Mar12 110708 108.00 110.37 107.55 108.44 +0.55 891 19,900 +412
May12 110708 106.22 107.12 104.81 105.38 +0.56 131 4,581 +4
Jul12 110708 102.88 103.88 102.88 103.11 +0.67 112 6,345 -23
Oct12 110708 101.76 101.76 101.76 101.76 +0.47 0 3 +0
Total Volume and Open Interest 10,722 138,365 -632
Lumber(CME)
Jul11 110708 240.9 249.9 238.1 248.8 +6.8 277 674 -123
Sep11 110708 263.5 270.0 255.9 266.0 +3.6 559 6,116 +32
Nov11 110708 273.8 281.5 267.2 281.5 +9.6 154 2,059 +35
Jan12 110708 292.5 302.8 290.0 302.0 +5.0 174 448 +166
Total Volume and Open Interest 1,168 9,328 +114
Crude Oil(NYM)
Aug11 110708 98.79 99.18 95.60 96.20 -2.47 288,321 277,669 -13,340
Sep11 110708 99.24 99.64 96.08 96.70 -2.44 78,626 204,588 +4,368
Oct11 110708 99.76 100.05 96.58 97.19 -2.40 33,666 73,710 +958
Nov11 110708 100.25 100.47 97.17 97.72 -2.35 22,324 64,807 +1,080
Dec11 110708 100.61 100.94 97.60 98.23 -2.29 51,510 188,948 +1,845
Jan12 110708 100.68 101.31 98.19 98.72 -2.22 8,574 54,016 +943
Feb12 110708 101.05 101.65 98.55 99.16 -2.16 3,655 27,055 +391
Mar12 110708 100.15 100.17 99.02 99.57 -2.10 5,076 31,257 +422
Apr12 110708 100.38 100.38 99.24 99.94 -2.06 2,900 18,932 +133
May12 110708 101.70 101.70 99.79 100.29 -2.02 2,636 17,685 +342
Jun12 110708 102.67 102.92 100.01 100.62 -1.99 11,649 73,505 +668
Jul12 110708 101.29 101.66 100.54 100.91 -1.96 2,559 32,283 +313
Aug12 110708 101.11 101.11 101.11 101.11 -1.91 1,359 13,964 +247
Sep12 110708 102.04 102.04 100.57 101.29 -1.87 1,421 14,604 +91
Oct12 110708 101.49 101.49 101.49 101.49 -1.83 392 10,200 -54
Nov12 110708 101.72 101.72 101.72 101.72 -1.78 493 22,132 +83
Total Volume and Open Interest 560,028 1,522,535 +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 110708 99.325 99.550 96.125 96.700 -2.450 492 2,033 +184
Oct11 110708 99.800 99.800 96.950 97.200 -2.400 50 301 -5
Nov11 110708 98.000 98.000 97.700 97.725 -2.350 0 170 +0
Dec11 110708 98.000 98.225 98.000 98.225 -2.300 6 304 -1
Jan12 110708 98.725 98.725 98.725 98.725 -2.225 3 6 +0
Feb12 110708 99.150 99.150 99.150 99.150 -2.175 4 3 +0
Mar12 110708 99.575 99.575 99.575 99.575 -2.100 0 11 +0
Apr12 110708 99.950 99.950 99.950 99.950 -2.050      
Total Volume and Open Interest 8,140 6,189 -34
Heating Oil(NYM)
Aug11 110708 310.20 313.42 306.68 309.64 -0.56 35,472 84,767 -2,172
Sep11 110708 311.36 314.61 308.00 310.81 -0.74 8,911 45,269 -24
Oct11 110708 312.89 315.96 309.60 312.17 -0.86 3,331 26,256 +1,165
Nov11 110708 314.80 314.96 311.55 313.81 -1.01 2,096 23,323 +207
Dec11 110708 316.53 319.30 312.87 315.45 -1.10 4,645 34,054 -223
Jan12 110708 316.45 320.65 315.36 317.01 -1.15 926 24,048 -172
Feb12 110708 318.50 318.50 316.47 317.31 -1.21 709 9,543 +67
Mar12 110708 317.75 320.09 315.00 316.54 -1.21 537 6,859 -134
Apr12 110708 313.68 315.60 313.68 314.56 -1.17 188 3,505 -32
May12 110708 313.89 313.89 311.90 312.64 -1.11 103 2,708 +43
Jun12 110708 311.30 312.33 309.75 311.55 -1.05 615 21,127 +141
Jul12 110708 312.05 312.05 312.05 312.05 -1.10 28 2,047 -15
Total Volume and Open Interest 57,842 295,172 -1,142
Gasoline(NYMEX)
Aug11 110708 312.40 312.93 307.00 309.26 -3.44 42,877 74,181 -1,103
Sep11 110708 307.50 308.21 302.51 305.31 -2.52 18,206 48,794 +421
Oct11 110708 292.67 294.32 288.83 292.25 -1.71 9,068 24,424 +436
Nov11 110708 288.08 288.84 286.05 288.82 -1.63 4,286 14,925 -11
Dec11 110708 287.34 289.64 284.31 287.43 -1.47 5,035 29,485 -1,101
Jan12 110708 286.12 288.00 284.63 287.75 -1.19 1,168 9,092 +57
Feb12 110708 287.25 289.10 287.15 289.10 -1.11 994 5,091 +109
Mar12 110708 290.73 290.73 290.73 290.73 -1.00 996 6,070 -94
Apr12 110708 300.55 301.81 299.15 301.81 -0.94 899 4,353 +339
May12 110708 300.50 301.77 300.50 301.77 -0.81 207 1,829 +0
Total Volume and Open Interest 84,254 234,346 -844
e-miNY RBOB Gasoline(NYM)
Aug11 110708 309.30 309.30 309.26 309.30 -3.40 0 3 +0
Sep11 110708 305.30 305.31 305.30 305.30 -2.50      
Oct11 110708 292.30 292.30 292.25 292.30 -1.70 0 1 +0
Nov11 110708 288.80 288.82 288.80 288.80 -1.70      
Total Volume and Open Interest 0 6 +0
Natural Gas(NYM)
Aug11 110708 4.162 4.223 4.121 4.205 +0.072 109,412 160,662 +8,585
Sep11 110708 4.169 4.223 4.127 4.204 +0.066 40,081 206,680 -3,485
Oct11 110708 4.189 4.249 4.155 4.231 +0.063 48,034 124,172 +4,765
Nov11 110708 4.355 4.400 4.310 4.385 +0.061 29,219 87,787 +1,965
Dec11 110708 4.556 4.611 4.525 4.600 +0.065 11,045 44,439 -910
Jan12 110708 4.654 4.719 4.630 4.709 +0.067 24,142 98,305 +3,956
Feb12 110708 4.666 4.718 4.640 4.710 +0.066 2,804 22,923 +332
Mar12 110708 4.608 4.680 4.599 4.673 +0.065 4,688 47,913 +315
Apr12 110708 4.520 4.595 4.520 4.586 +0.061 5,552 44,473 +185
May12 110708 4.555 4.618 4.547 4.611 +0.061 699 10,446 +169
Jun12 110708 4.609 4.655 4.578 4.644 +0.061 734 11,462 +89
Jul12 110708 4.623 4.695 4.623 4.687 +0.062 457 9,331 +51
Aug12 110708 4.662 4.722 4.662 4.718 +0.062 282 7,883 +1
Sep12 110708 4.682 4.732 4.682 4.728 +0.062 313 7,194 -102
Oct12 110708 4.730 4.777 4.702 4.769 +0.063 3,054 28,905 +921
Nov12 110708 4.870 4.926 4.870 4.921 +0.065 159 4,792 +106
Total Volume and Open Interest 283,655 993,002 +18,226
Brent Crude Oil(ICE)
Aug11 110708 118.51 119.87 116.88 118.33 -0.26 183,488 116,374 -9,779
Sep11 110708 118.12 119.28 116.30 117.70 -0.41 109,506 183,399 +9,099
Oct11 110708 118.05 119.19 116.29 117.63 -0.49 48,119 67,456 +961
Nov11 110708 118.13 119.22 116.35 117.70 -0.48 19,836 36,375 +588
Dec11 110708 118.18 119.22 116.36 117.72 -0.48 45,635 94,432 -356
Jan12 110708 117.95 119.01 116.47 117.65 -0.49 5,002 20,509 -178
Feb12 110708 117.85 118.88 116.35 117.54 -0.50 2,692 17,653 -202
Mar12 110708 117.73 118.75 116.06 117.43 -0.50 3,226 32,249 -71
Apr12 110708 117.59 118.54 115.99 117.32 -0.48 1,325 11,261 +126
May12 110708 117.20 117.20 117.20 117.20 -0.47 809 7,843 +85
Jun12 110708 117.03 118.39 115.72 117.07 -0.48 4,012 40,519 +123
Jul12 110708 116.94 116.94 116.94 116.94 -0.47 1,197 7,554 +177
Aug12 110708 116.77 116.77 116.77 116.77 -0.47 652 4,769 +177
Sep12 110708 116.58 116.58 116.58 116.58 -0.47 314 7,179 +15
Total Volume and Open Interest 456,914 793,677 +3,514
Gas Oil(ICE)
Jul11 110708 968.75 980.75 960.00 962.75 +2.00 44,439 67,200 -11,737
Aug11 110708 976.25 984.25 963.25 966.50 +2.25 83,169 132,224 +1,932
Sep11 110708 977.25 986.25 965.75 968.75 +2.00 42,701 85,085 +2,950
Oct11 110708 973.75 988.50 968.25 970.75 +1.75 17,627 46,070 +1,902
Nov11 110708 977.75 988.75 970.75 972.25 +1.50 7,734 31,598 -323
Dec11 110708 981.00 991.25 971.50 974.25 +1.50 26,000 58,834 -685
Jan12 110708 980.00 993.00 974.75 976.50 +1.25 1,950 31,567 +299
Feb12 110708 981.00 993.50 976.50 977.25 +1.00 1,351 12,420 +94
Mar12 110708 982.00 985.75 978.25 978.25 +1.00 2,433 11,286 +11
Apr12 110708 982.25 985.00 978.25 978.25 +0.75 1,284 8,371 +415
Total Volume and Open Interest 238,516 591,649 -5,068
Ethanol(CBOT)
Jul11 110706 2.758 2.795 2.758 2.761 +0.027 42 209 -19
Aug11 110708 2.639 2.715 2.639 2.707 +0.086 137 1,329 -42
Sep11 110708 2.521 2.602 2.521 2.587 +0.085 164 1,639 +66
Oct11 110708 2.393 2.485 2.393 2.480 +0.087 118 1,250 +19
Nov11 110708 2.395 2.427 2.395 2.420 +0.093 47 878 +5
Dec11 110708 2.356 2.397 2.356 2.390 +0.089 60 1,306 -8
Jan12 110708 2.320 2.367 2.320 2.351 +0.078 13 576 +6
Feb12 110708 2.360 2.372 2.350 2.362 +0.086 9 276 +2
Total Volume and Open Interest 601 8,790 -106
WTI Crude Oil(ICE
Aug11 110708 98.90 99.19 95.61 96.20 -2.47 59,595 61,506 -2,815
Sep11 110708 99.35 99.65 96.11 96.70 -2.44 24,608 57,725 +2,678
Oct11 110708 99.57 100.04 96.66 97.19 -2.40 12,927 32,323 -887
Nov11 110708 100.04 100.50 97.11 97.72 -2.35 7,850 21,966 +1,359
Dec11 110708 100.36 100.92 97.64 98.23 -2.29 19,953 86,964 +184
Jan12 110708 100.93 101.25 98.08 98.72 -2.22 2,457 17,994 -700
Feb12 110708 101.45 101.69 99.06 99.16 -2.16 1,184 5,570 +25
Mar12 110708 101.59 101.59 99.40 99.57 -2.10 2,332 13,694 +359
Apr12 110708 101.30 101.50 99.50 99.94 -2.06 365 4,272 +8
May12 110708 100.29 100.29 100.29 100.29 -2.02 291 2,971 +21
Jun12 110708 102.51 102.93 100.05 100.62 -1.99 3,258 27,479 -618
Jul12 110708 100.91 100.91 100.91 100.91 -1.96 169 4,427 -38
Aug12 110708 101.11 101.11 101.11 101.11 -1.91 11 1,276 +0
Sep12 110708 100.85 101.29 100.85 101.29 -1.87 673 5,039 +0
Oct12 110708 101.49 101.49 101.49 101.49 -1.83 0 527 +0
Nov12 110708 101.72 101.72 101.72 101.72 -1.78 18 2,572 +0
Total Volume and Open Interest 144,858 462,280 +594
US Dollar Index(ICE)
Sep11 110708 75.215 75.730 75.130 75.515 +0.257 19,823 46,077 -784
Dec11 110708 76.080 76.080 75.785 75.945 +0.257 5 531 +0
Mar12 110708 76.445 76.445 76.445 76.445 +0.257 0 1 +0
Total Volume and Open Interest 19,828 46,609 -784
Australian Dollar(CME)
Sep11 110708 106.77 106.93 106.08 106.47 -0.31 93,695 122,605 +1,309
Dec11 110708 105.66 105.68 105.03 105.30 -0.28 8 330 +5
Mar12 110708 104.15 104.43 104.15 104.15 -0.28 0 2 +0
Total Volume and Open Interest 93,703 122,940 +1,314
British Pound(CME)
Sep11 110708 159.58 160.67 159.17 160.17 +0.70 115,189 122,822 +4,691
Dec11 110708 159.15 160.20 159.12 160.00 +0.70 17 233 +13
Mar12 110708 159.83 159.83 159.13 159.83 +0.70 0 2 +0
Total Volume and Open Interest 115,206 123,063 +4,704
Canadian Dollar(CME)
Sep11 110708 104.08 104.37 103.27 103.83 -0.24 68,779 101,961 +729
Dec11 110708 103.85 104.10 103.10 103.61 -0.23 103 3,825 +22
Mar12 110708 103.14 103.63 103.14 103.37 -0.26 3 547 +3
Jun12 110708 103.50 103.50 103.09 103.09 -0.27 0 254 +0
Total Volume and Open Interest 68,885 106,721 +754
Japanese Yen(CME)
Sep11 110708 123.21 124.29 122.43 124.08 +0.95 83,130 97,812 +3,360
Dec11 110708 123.25 124.37 122.50 124.18 +0.95 16 394 +4
Mar12 110708 123.91 124.33 123.38 124.33 +0.95 0 43 +0
Total Volume and Open Interest 83,146 98,265 +3,364
Swiss Franc(CME)
Sep11 110708 118.44 119.68 117.38 119.60 +1.18 45,200 48,088 +687
Dec11 110708 118.18 119.77 117.70 119.69 +1.17 6 160 +0
Mar12 110708 119.82 119.82 118.63 119.82 +1.19 0 2 +0
Total Volume and Open Interest 45,206 48,253 +687
EuroFX(CME)
Sep11 110708 143.30 143.40 141.76 142.14 -1.06 299,631 184,558 -8,088
Dec11 110708 142.65 142.80 141.38 141.75 -1.05 127 486 -3
Mar12 110708 142.16 142.37 141.00 141.35 -1.02 3 362 -1
Total Volume and Open Interest 299,761 186,237 -8,092
Mexican Peso(CME)
Jul11 110708 861.2 866.5 861.2 861.2 -5.2      
Aug11 110708 859.2 864.5 859.2 859.2 -5.2      
Total Volume and Open Interest 28,023 135,167 +9,938
30-Year T-Bonds(CBOT)
Sep11 110708 123~120 125~000 122~310 124~310 +1~220 304,197 594,052 -4,041
Dec11 110708 121~230 123~170 121~230 123~160 +1~220 48 576 +37
Mar12 110708 122~020 122~020 120~120 122~020 +1~220      
Total Volume and Open Interest 304,245 594,628 -4,004
10-Year T-Notes(CBOT)
Sep11 110708 122~170 123~295 122~065 123~230 +1~080 1,334,171 1,745,220 -7,398
Dec11 110708 120~300 122~130 120~300 122~070 +1~090 272 12,110 +245
Mar12 110708 121~070 121~070 119~300 121~070 +1~090      
Total Volume and Open Interest 1,334,443 1,757,330 -7,153
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 110708 119~000 119~000 118~015 119~000 +0~113 1 5 +1
Mar12 110708 118~024 118~024 117~039 118~024 +0~113      
Total Volume and Open Interest 738,529 1,434,089 -20,182
2 Year T-Notes(CBOT)
Sep11 110708 109~085 109~112 109~079 109~108 +0~026 220,188 993,265 +5,642
Dec11 110708 109~074 109~074 109~074 109~074 +0~026 0 31 +0
Mar12 110708 109~012 109~012 109~012 109~012 +0~026      
Total Volume and Open Interest 220,188 993,296 +5,642
Eurodollars(CME)
Sep11 110708 99.650 99.650 99.625 99.640 -0.005 279,497 1,204,790 -5,064
Dec11 110708 99.560 99.570 99.540 99.565 +0.005 236,506 1,252,988 +3,434
Mar12 110708 99.490 99.525 99.470 99.520 +0.030 189,497 1,524,236 +10,543
Jun12 110708 99.360 99.445 99.335 99.440 +0.080 165,546 1,418,917 +517
Sep12 110708 99.165 99.305 99.135 99.295 +0.130 209,475 1,052,247 +9,165
Dec12 110708 98.930 99.110 98.890 99.095 +0.170 213,281 646,244 +31,776
Mar13 110708 98.695 98.900 98.645 98.880 +0.195 146,891 517,167 +186
Jun13 110708 98.440 98.660 98.385 98.645 +0.215 130,875 345,717 +2,055
Sep13 110708 98.190 98.420 98.130 98.405 +0.225 108,901 348,611 +3,284
Dec13 110708 97.925 98.160 97.860 98.140 +0.225 95,179 272,532 +5,426
Mar14 110708 97.670 97.905 97.610 97.885 +0.225 64,308 243,752 -1,723
Jun14 110708 97.410 97.640 97.345 97.620 +0.220 52,508 180,611 +602
Sep14 110708 97.145 97.380 97.090 97.360 +0.220 21,172 91,047 -2,048
Dec14 110708 96.885 97.115 96.830 97.100 +0.220 31,632 97,764 +6,026
Mar15 110708 96.660 96.885 96.605 96.870 +0.215 16,455 84,340 -2,471
Jun15 110708 4.690 4.905 4.635 4.890 +0.210 15,019 70,364 -1,124
Sep15 110708 4.490 4.690 4.435 4.670 +0.200 7,309 54,867 -1,515
Dec15 110708 4.285 4.485 4.230 4.460 +0.185 9,563 47,976 -1,340
Total Volume and Open Interest 2,035,791 9,775,003 +61,416
30 Day Federal Funds(CBOT)
Jul11 110708 99.915 99.920 99.915 99.918 +0.003 4,789 68,319 -93
Aug11 110708 99.895 99.900 99.895 99.895 unch 12,027 56,233 -1,508
Sep11 110708 99.875 99.885 99.870 99.880 +0.010 6,408 44,348 +2,208
Oct11 110708 99.860 99.875 99.860 99.870 +0.010 2,792 49,041 +679
Nov11 110708 99.845 99.865 99.840 99.860 +0.015 1,602 46,761 +432
Dec11 110708 99.830 99.860 99.830 99.855 +0.020 2,194 51,488 -448
Total Volume and Open Interest 60,265 722,562 +3,974
30 Day Fed Funds(e-CBOT)
3-Mth Euro-Yen(CME)
Sep11 110628 99.665 99.665 99.665 99.665 -0.003      
Dec11 110708 99.662 99.662 99.662 99.662 unch 0 75 +0
Mar12 110708 99.655 99.655 99.655 99.655 unch      
Jun12 110708 99.645 99.645 99.645 99.645 unch      
Sep12 110708 99.580 99.580 99.580 99.580 unch      
Dec12 110708 99.610 99.610 99.610 99.610 unch      
Mar13 110708 99.610 99.610 99.610 99.610 unch      
Jun13 110708 99.565 99.565 99.565 99.565 unch      
Sep13 110708 99.425 99.425 99.425 99.425 unch      
Dec13 110708 99.285 99.285 99.285 99.285 unch      
Total Volume and Open Interest 0 126 +0
3-Mth Euro-Yen(SGX)
Sep11 110708 99.67 99.67 99.67 99.67 unch 0 1,333 +0
Dec11 110708 99.66 99.66 99.66 99.66 unch 0 1,392 +0
Mar12 110708 99.65 99.65 99.65 99.65 unch 0 1,823 +0
Jun12 110708 99.64 99.64 99.64 99.64 unch 20 1,494 +20
Sep12 110708 99.58 99.58 99.58 99.58 unch 0 411 +0
Dec12 110708 99.61 99.61 99.61 99.61 unch 0 24 +0
Mar13 110708 99.61 99.61 99.61 99.61 unch 0 1 +0
Jun13 110708 99.57 99.57 99.57 99.57 unch      
Total Volume and Open Interest 20 6,478 +20
Japanese Gov't Bonds(SGX)
Sep11 110708 140.60 140.67 140.52 140.55 -0.17 1,778 23,362 -243
Dec11 110708 140.10 140.10 140.10 140.10 -0.17 0 2 +0
Mar12 110708 138.01 138.01 138.01 138.01 -0.17      
Total Volume and Open Interest 1,778 23,364 -243
Euro-Bund(EUREX)
Sep11 110708 126.03 127.50 125.85 127.45 +1.49 1,260,752 974,099 +28,586
Dec11 110708 124.85 126.18 124.85 126.14 +1.45 69 289 +6
Mar12 110708 126.13 126.13 126.13 126.13 +1.49      
Total Volume and Open Interest 1,260,821 974,388 +28,592
Euro-Bobl(EUREX)
Sep11 110708 117.08 117.95 116.96 117.93 +0.94 745,223 724,631 -20,320
Dec11 110708 116.70 116.93 116.70 116.93 +0.91 0 677 +0
Mar12 110708 116.93 116.93 116.93 116.93 +0.91      
Total Volume and Open Interest 745,223 725,308 -20,320
3-Mth Euribor(EUREX)
Sep11 110708 98.255 98.270 98.250 98.270 +0.030 0 2,005 +0
Dec11 110708 98.070 98.150 98.070 98.150 +0.080 0 1,396 +0
Mar12 110708 98.090 98.090 98.090 98.090 +0.105 0 831 +0
Total Volume and Open Interest 0 6,832 +0
Long Gilt(LIFFE)
Sep11 110629 121~06 121~06 120~12 120~22 -0~23 84,026 359,346 -16
Dec11 110708 120~22 120~22 120~22 120~22 +1~01      
Total Volume and Open Interest 126,284 365,951 -3,047
3-Mth Short Sterling(LIFFE)
Sep11 110708 99.12 99.13 99.10 99.12 unch 90,072 439,935 -13,069
Dec11 110708 99.05 99.07 99.03 99.06 unch 88,118 503,775 +9,716
Mar12 110708 98.98 99.00 98.95 99.00 +0.02 50,669 470,871 +230
Jun12 110708 98.86 98.92 98.84 98.91 +0.04 74,171 316,049 +14,720
Sep12 110708 98.71 98.79 98.69 98.78 +0.06 76,962 300,470 +1,586
Dec12 110708 98.50 98.61 98.49 98.60 +0.09 67,658 265,613 -662
Total Volume and Open Interest 562,429 2,672,701 +7,623
3-Mth Euribor(LIFFE)
Sep11 110708 98.250 98.280 98.245 98.270 +0.030 84,400 688,814 -12,260
Dec11 110708 98.080 98.165 98.070 98.150 +0.080 131,292 537,225 +1,829
Mar12 110708 98.000 98.105 97.975 98.090 +0.105 145,260 504,811 -6,304
Total Volume and Open Interest 937,598 3,441,552 -4,527
3-Mth Aus T-Bills(SFE)
Sep11 110708 95.13 95.15 95.11 95.13 unch 33,634 245,943 +11,846
Dec11 110708 95.13 95.17 95.11 95.12 -0.01 35,891 253,060 +9,831
Mar12 110708 95.09 95.13 95.07 95.08 -0.01 20,065 131,502 +4,246
Jun12 110708 95.03 95.07 94.97 95.01 -0.02 7,463 85,433 -160
Sep12 110708 94.96 94.99 94.92 94.94 -0.02 3,138 55,928 +355
Dec12 110708 94.94 94.95 94.87 94.87 -0.04 1,857 33,639 -526
Mar13 110708 94.89 94.91 94.81 94.81 -0.04 1,141 27,655 -888
Jun13 110708 94.84 94.85 94.75 94.75 -0.03 53 10,556 +43
Sep13 110708 94.70 94.70 94.70 94.70 -0.03 16 2,033 -14
Dec13 110708 94.62 94.62 94.62 94.62 -0.03 2 1,417 +0
Total Volume and Open Interest 103,260 847,332 +24,733
10-Year Aus T-Bonds(SFE)
Sep11 110708 94.80 94.82 94.75 94.76 -0.03 47,700 399,362 -3,526
Dec11 110708 94.76 94.76 94.76 94.76 -0.03      
Total Volume and Open Interest 47,700 399,362 -3,526
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 110708 95.22 95.22 95.22 95.22 -0.03      
Total Volume and Open Interest 168,441 658,594 +44,458
Gold(CMX)
Aug11 110708 1532.5 1546.0 1525.0 1541.6 +11.0 142,652 297,695 -668
Oct11 110708 1532.1 1546.4 1526.5 1542.7 +11.0 1,657 13,210 +618
Dec11 110708 1533.9 1548.1 1527.3 1543.7 +10.9 9,030 89,087 +2,490
Feb12 110708 1535.5 1547.8 1529.3 1545.0 +11.0 607 10,535 +135
Apr12 110708 1532.7 1549.3 1532.7 1546.5 +11.0 513 6,457 -86
Jun12 110708 1548.6 1548.6 1548.1 1548.1 +10.9 631 13,887 +510
Aug12 110708 1551.5 1551.5 1549.9 1549.9 +10.7 0 4,595 +0
Oct12 110708 1552.1 1552.1 1552.1 1552.1 +10.4 0 4,109 +0
Dec12 110708 1541.2 1558.5 1540.0 1554.4 +10.0 766 11,249 +376
Feb13 110708 1560.1 1560.1 1557.3 1557.3 +9.7 2 743 +1
Apr13 110708 1560.9 1560.9 1560.9 1560.9 +9.4 2 201 +0
Jun13 110708 1565.1 1565.1 1565.1 1565.1 +8.9 45 10,211 +25
Total Volume and Open Interest 159,421 495,327 +5,545
Silver(CMX)
Jul11 110708 3642.5 3682.0 3608.0 3653.6 +0.8 1,413 965 -247
Sep11 110708 3645.5 3689.5 3601.0 3654.3 +0.7 63,139 57,053 -107
Dec11 110708 3646.0 3685.5 3605.5 3656.0 +0.7 2,679 25,528 +224
Mar12 110708 3643.0 3680.5 3621.0 3654.9 +0.5 306 5,117 +145
May12 110708 3654.0 3654.0 3654.0 3654.0 +0.3 24 1,519 +8
Jul12 110708 3684.0 3685.0 3653.5 3653.5 +0.2 9 1,753 +3
Sep12 110708 3654.0 3658.0 3652.3 3652.3 -0.1 3 208 +3
Total Volume and Open Interest 68,373 111,140 -111
Platinum(NYMEX)
Jul11 110708 1747.2 1750.7 1731.4 1731.4 -9.6 31 191 -12
Oct11 110708 1748.2 1755.0 1731.5 1733.4 -9.6 4,497 30,332 +267
Jan12 110708 1751.4 1751.4 1736.6 1736.6 -9.6 41 931 +37
Apr12 110708 1743.0 1743.0 1739.2 1739.2 -9.6 6 79 +6
Total Volume and Open Interest 4,575 31,543 +298
Palladium(NYMEX)
Sep11 110708 786.55 787.95 772.00 778.95 -7.60 2,434 19,271 +127
Dec11 110708 785.15 785.15 775.55 780.15 -7.50 9 735 +5
Mar12 110708 125.99 125.99 125.99 125.99 -7.50 1 49 +1
Total Volume and Open Interest 2,445 20,058 +134
Copper(CMX)
Jul11 110708 442.15 444.20 437.00 440.25 -2.95 861 5,251 -689
Sep11 110708 442.65 445.65 437.55 441.20 -3.00 30,717 86,640 +3,075
Dec11 110708 444.50 446.75 439.05 442.65 -2.95 3,332 29,377 +401
Mar12 110708 445.50 445.50 443.35 443.65 -2.80 757 10,884 +329
May12 110708 441.65 443.55 441.60 443.55 -2.80 46 1,836 +16
Total Volume and Open Interest 36,246 141,623 +2,996
DJIA Index(CBOT)
Sep11 110708 12682 12712 12515 12615 -66 457 8,529 +62
Dec11 110708 12544 12613 12544 12544 -69 0 85 +0
Mar12 110708 12475 12554 12475 12475 -79      
Jun12 110708 12405 12487 12405 12405 -82      
Total Volume and Open Interest 457 8,614 +62
Mini DJIA Index(CBOT)
Sep11 110708 12677 12720 12510 12615 -66 97,687 102,687 +3,522
Dec11 110708 12605 12643 12454 12544 -69 39 344 +5
Mar12 110708 12475 12475 12475 12475 -79 0 11 +0
Jun12 110708 12405 12405 12405 12405 -82      
Total Volume and Open Interest 97,726 103,042 +3,527
S & P 500(CME)
Sep11 110708 1351.50 1354.50 1329.30 1341.80 -9.90 9,059 258,818 +200
Dec11 110708 1336.40 1336.40 1330.30 1336.40 -9.90 100 10,528 +0
Mar12 110708 1330.90 1330.90 1324.80 1330.90 -9.90 0 4 +0
Jun12 110708 1325.90 1325.90 1319.80 1325.90 -9.90 0 5 +0
Total Volume and Open Interest 9,159 269,355 +200
S & P 500 E-Mini(Globex)
Sep11 110708 1351.50 1354.50 1329.25 1341.75 -10.00 1,819,425 2,486,568 +1,532
Dec11 110708 1346.00 1348.75 1324.00 1336.50 -9.75 776 9,141 +39
Total Volume and Open Interest 1,820,276 2,495,836 +1,646
NASDAQ 100(CME)
Sep11 110708 2416.00 2422.00 2375.00 2408.50 -7.00 2,593 11,152 +294
Dec11 110708 2402.80 2402.80 2370.00 2402.80 -7.50 0 2 +0
Mar12 110708 2400.30 2400.30 2398.80 2400.30 -7.50      
Total Volume and Open Interest 2,593 11,154 +294
NASDAQ 100 E-Mini(Globex)
Sep11 110708 2415.30 2421.80 2375.80 2408.50 -7.00 257,899 300,440 +7,931
Dec11 110708 2409.00 2415.50 2374.00 2402.80 -7.50 43 146 +2
Total Volume and Open Interest 257,942 300,586 +7,933
S & P Midcap 400(CME)
Sep11 110708 1004.60 1004.60 1004.00 1004.60 -6.40 693 1,193 +287
Dec11 110708 1003.30 1003.30 1002.70 1003.30 -6.40      
Mar12 110708 1001.60 1001.60 1001.00 1001.60 -6.40      
Total Volume and Open Interest 693 1,193 +287
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Sep11 110630 9865 9940 9805 9900 +220 11,736 31,666 +3,008
Dec11 110708 10035 10095 10035 10045 -150 0 1 +0
Total Volume and Open Interest 9,345 36,254 +913
Nikkei 225(SGX)
Sep11 110708 10175 10195 10125 10165 +80 97,592 181,472 -3,564
Dec11 110708 10075 10110 10075 10110 +80 2 8,206 +0
Mar12 110708 10105 10105 10105 10105 +80 0 10 +0
Total Volume and Open Interest 100,188 205,977 -2,993
CAC 40(EURONEXT)
Jul11 110708 3996.5 4003.0 3909.5 3915.5 -66.0 136,100 364,368 +20,763
Aug11 110708 3998.5 4001.5 3915.0 3920.0 -66.0 3,155 453 +260
Sep11 110708 4000.0 4004.5 3916.0 3918.5 -66.5 2,310 20,582 +617
Total Volume and Open Interest 141,565 385,434 +21,640
Hang Seng Index(HKFE)
Jul11 110708 22721 22875 22690 22809 +259 67,894 87,418 -381
Aug11 110708 22699 22832 22650 22765 +255 854 703 +355
Sep11 110708 22500 22745 22500 22680 +259 240 3,137 +75
Total Volume and Open Interest 69,073 94,935 +78
DAX(EUREX)
Sep11 110708 7524.5 7547.0 7411.0 7427.0 -71.0 129,567 147,408 +543
Dec11 110708 7557.5 7575.5 7443.5 7456.0 -72.5 215 8,217 +68
Mar12 110708 7592.0 7593.5 7490.5 7492.0 -72.0 4 303 +0
Total Volume and Open Interest 129,786 155,928 +611
FT-SE 100(EURONEXT)
Sep11 110708 6029.50 6048.50 5944.00 5955.50 -65.00 105,693 683,654 +834
Dec11 110708 6000.00 6000.00 5920.50 5931.50 -65.50 5 803 +1
Mar12 110708 5895.50 5895.50 5895.50 5895.50 -65.00 0 170 +0
Total Volume and Open Interest 105,698 684,637 +835
SPI 200(SFE)
Sep11 110708 4582.0 4642.0 4570.0 4640.0 +55.0 30,171 184,482 +6,554
Dec11 110708 4616.0 4659.0 4616.0 4659.0 +55.0 703 4,631 +2
Mar12 110708 4647.0 4647.0 4647.0 4647.0 +55.0 132 1,607 +4
Total Volume and Open Interest 31,344 194,356 +6,783
GSCI(CME)
Jul11 110708 29.64 31.89 26.14 30.64 -4.50 269 10,391 -3
Aug11 110708 30.94 33.14 27.39 31.94 -4.55 3 32 -1
Sep11 110708 33.24 36.64 28.89 33.24 -3.20      
Total Volume and Open Interest 272 10,423 -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.
Copyright © 1989- Moore Research Center, Inc. All Rights Reserved.

Banner

Login

Newsflash

Amid explosive interest in China, MRCI will now update charts of the Shanghai and Shenzen stock indices daily! http://www.mrci.com/client/hilite/hl001.php