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MRCI's End of Day Prices

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MRCI's End of Day Prices
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Daily Futures Price Listing Mon July 11, 2011
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jul11 110711 1356.25 1359.25 1343.75 1352.50 +0.50 3,849 3,513 -1,693
Aug11 110711 1350.00 1356.75 1338.00 1346.50 -0.25 22,373 65,658 +48
Sep11 110711 1348.75 1355.00 1335.25 1344.50 -0.50 7,623 30,773 +122
Nov11 110711 1350.25 1356.75 1337.75 1347.00 +0.50 63,899 294,845 +287
Jan12 110711 1356.50 1364.25 1347.75 1357.25 +1.25 7,388 44,138 +131
Mar12 110711 1367.75 1368.00 1354.50 1362.25 +3.25 2,450 21,156 -6
May12 110711 1360.00 1367.00 1353.00 1361.50 +3.00 2,666 27,042 +239
Total Volume and Open Interest 112,268 520,365 -251
Soybean Meal(CBOT)
Jul11 110711 345.00 346.20 343.40 346.00 -0.30 2,391 1,322 -559
Aug11 110711 348.00 350.40 344.40 347.70 -0.30 16,215 42,557 -1,686
Sep11 110711 349.30 350.90 345.10 348.50 +0.20 7,142 27,025 +1,822
Oct11 110711 348.70 350.40 345.20 349.70 +1.40 3,087 16,117 -716
Dec11 110711 350.30 352.60 346.70 351.70 +1.70 22,272 73,569 -2,019
Jan12 110711 351.30 353.80 349.10 353.30 +2.00 850 6,752 +13
Mar12 110711 353.60 355.30 351.30 354.70 +2.50 947 5,157 +259
May12 110711 352.70 355.10 351.80 354.20 +2.40 1,714 6,754 +437
Total Volume and Open Interest 55,285 184,618 -2,344
Soybean Oil(CBOT)
Jul11 110711 56.32 56.45 55.66 56.20 unch 3,589 3,593 -1,529
Aug11 110711 56.49 56.70 55.75 56.32 unch 22,112 41,906 -1,593
Sep11 110711 56.73 56.94 55.98 56.54 -0.01 8,687 37,450 +601
Oct11 110711 57.01 57.11 56.26 56.78 -0.04 2,705 17,685 +281
Dec11 110711 57.47 57.69 56.70 57.26 -0.05 44,274 145,525 +2,541
Jan12 110711 57.59 57.93 57.01 57.57 -0.02 1,155 15,299 +402
Mar12 110711 57.77 57.86 57.35 57.86 -0.03 1,488 12,270 +454
May12 110711 57.80 58.06 57.55 58.01 -0.03 2,129 6,473 -271
Total Volume and Open Interest 86,624 284,649 +942
Canola(WCE)
Jul11 110711 576.0 576.0 576.0 576.0 -2.4 43 58 -73
Nov11 110711 563.4 564.7 558.7 561.0 -2.4 10,229 120,770 -2,548
Jan12 110711 570.8 572.9 569.1 569.1 -2.0 1,196 13,862 +821
Mar12 110711 575.2 579.8 575.2 576.1 -1.6 131 5,017 -5
May12 110711 579.4 581.0 579.0 579.7 -2.7 136 2,684 +50
Total Volume and Open Interest 11,938 146,097 -1,583
Corn(CBOT)
Jul11 110711 672.50 681.50 663.50 681.50 +9.25 5,513 6,043 -1,161
Sep11 110711 644.00 645.00 631.25 643.00 +0.75 52,537 380,602 -1,615
Dec11 110711 638.25 639.75 625.00 632.75 -4.25 105,602 487,465 -4,419
Mar12 110711 650.00 651.00 637.25 645.75 -3.50 10,556 112,108 +174
May12 110711 656.25 657.75 645.00 652.75 -3.50 2,018 24,787 +39
Jul12 110711 663.00 664.25 652.00 658.75 -3.75 6,275 70,374 +2,945
Total Volume and Open Interest 188,149 1,185,586 -4,639
Wheat(CBOT)
Jul11 110711 643.00 650.50 629.25 636.00 -14.50 1,376 1,029 -708
Sep11 110711 655.00 655.50 626.25 639.25 -12.00 44,971 180,733 -145
Dec11 110711 695.00 695.00 664.00 674.00 -16.50 23,762 139,959 +578
Mar12 110711 722.25 724.50 695.00 704.75 -16.25 5,939 39,455 +182
May12 110711 742.75 742.75 715.00 726.75 -16.00 914 9,204 -49
Total Volume and Open Interest 79,724 434,657 +186
Wheat(KCBT)
Jul11 110711 708.00 708.00 684.50 692.00 -15.75 2,142 1,083 -1,587
Sep11 110711 729.00 732.00 702.75 711.25 -16.00 12,786 75,380 +156
Dec11 110711 754.25 755.75 729.50 738.25 -15.75 5,722 54,971 -280
Mar12 110711 771.50 772.25 746.50 754.25 -15.25 2,327 13,168 +191
May12 110711 780.00 781.50 756.00 763.25 -13.00 317 3,034 +15
Total Volume and Open Interest 24,059 163,448 -1,376
Wheat(MGE)
Jul11 110711 814.50 814.50 814.50 814.50 -35.50 112 1,154 -36
Sep11 110711 820.00 821.00 791.00 794.25 -22.75 2,811 24,960 -234
Dec11 110711 820.00 821.75 793.25 798.25 -18.50 1,425 19,527 -14
Mar12 110711 828.25 832.00 804.25 809.75 -18.00 541 4,856 +64
May12 110711 834.50 835.75 806.00 812.75 -17.75 222 2,528 -25
Total Volume and Open Interest 5,352 59,946 -258
Oats(CBOT)
Jul11 110711 346.00 346.00 345.50 346.00 +0.50 5 8 -8
Sep11 110711 350.00 350.00 340.00 347.50 -2.00 218 4,082 -14
Dec11 110711 359.00 359.75 348.00 354.75 -2.00 395 7,459 -108
Mar12 110711 365.25 367.25 365.25 365.25 -2.00 4 770 +3
Total Volume and Open Interest 622 12,365 -127
Rough Rice(CBOT)
Jul11 110711 15.00 15.17 14.81 14.81 -0.51 89 400 -80
Sep11 110711 16.06 16.09 15.63 15.63 -0.50 1,029 10,279 -203
Nov11 110711 16.27 16.31 15.94 15.94 -0.50 126 5,248 -59
Jan12 110711 16.31 16.69 16.25 16.26 -0.49 2 358 -2
Total Volume and Open Interest 1,247 16,728 -345
Live Cattle(CME)
Aug11 110711 114.250 115.480 113.800 114.700 +0.050 32,184 117,494 -5,163
Oct11 110711 120.000 121.250 119.430 120.650 +0.450 23,860 101,412 +6,162
Dec11 110711 124.000 125.050 123.385 125.000 +0.450 10,781 69,428 +1,583
Feb12 110711 125.480 126.350 124.900 126.330 +0.430 4,959 25,955 +742
Apr12 110711 126.350 127.200 125.900 127.200 +0.150 1,780 12,410 +640
Jun12 110711 121.900 122.680 121.600 122.650 -0.050 411 4,514 +200
Total Volume and Open Interest 74,096 331,863 +4,183
Feeder Cattle(CME)
Aug11 110711 142.950 144.130 142.035 143.350 -0.250 3,840 19,358 -30
Sep11 110711 143.600 144.650 142.785 144.000 -0.400 1,396 8,506 +386
Oct11 110711 144.285 145.000 143.235 144.600 -0.885 1,413 6,425 +299
Nov11 110711 144.575 145.000 143.250 144.700 -0.550 609 3,888 +212
Jan12 110711 143.250 143.250 141.400 143.100 -0.700 199 1,600 +103
Mar12 110711 142.000 142.350 140.735 142.300 -0.650 65 268 +24
Apr12 110711 141.500 142.500 140.950 142.500 unch 51 108 +40
Total Volume and Open Interest 7,597 40,214 +1,054
Lean Hogs(CME)
Jul11 110711 95.885 96.930 95.330 96.135 +0.250 7,779 9,171 -1,288
Aug11 110711 95.885 99.180 95.600 99.180 +3.000 26,338 62,795 -4,338
Oct11 110711 89.800 92.750 89.385 92.750 +3.000 16,178 64,501 +1,169
Dec11 110711 87.500 90.785 87.330 90.250 +2.350 11,280 52,036 +1,655
Feb12 110711 89.180 91.200 89.100 90.635 +1.085 4,842 23,068 +1,531
Apr12 110711 90.300 92.000 89.950 91.900 +1.400 2,455 11,903 +953
May12 110711 94.000 95.300 93.700 95.300 +1.500 30 604 +26
Jun12 110711 96.000 97.250 95.850 97.100 +1.050 923 6,614 +526
Total Volume and Open Interest 70,318 234,418 +623
Class III Milk(CME)
Jul11 110701 20.53 20.55 20.40 20.51 -0.01 581 6,091 +126
Aug11 110711 19.19 19.35 19.16 19.26 +0.10 266 5,900 -4
Sep11 110711 18.65 18.69 18.55 18.64 +0.09 135 5,134 +7
Oct11 110711 18.09 18.13 18.00 18.06 +0.02 110 4,301 +8
Nov11 110711 17.49 17.56 17.40 17.46 +0.04 50 3,663 +5
Total Volume and Open Interest 1,011 33,224 +260
Cocoa(ICE)
Jul11 110711 3058 3058 3058 3058 -41 1 22 -1
Sep11 110711 3080 3089 3044 3050 -41 8,242 73,518 +721
Dec11 110711 3108 3112 3070 3076 -41 2,508 39,097 -181
Mar12 110711 3134 3147 3110 3114 -42 676 32,611 +148
May12 110711 3117 3117 3114 3115 -42 70 10,210 +10
Jul12 110711 3117 3117 3117 3117 -42 33 4,130 -4
Sep12 110711 3139 3147 3123 3123 -42 250 6,706 +119
Total Volume and Open Interest 11,798 173,437 +809
Coffee "C"(ICE)
Jul11 110711 257.90 257.90 257.90 257.90 -5.25 4 92 +0
Sep11 110711 262.70 263.00 256.10 259.05 -4.25 11,835 54,805 +555
Dec11 110711 266.20 266.70 260.10 262.85 -4.10 1,968 35,177 +112
Mar12 110711 268.10 268.95 263.60 265.30 -3.75 644 9,370 -187
May12 110711 268.70 270.45 264.25 266.70 -3.60 130 4,063 +32
Jul12 110711 269.45 269.45 265.95 265.95 -3.10 60 1,830 +13
Total Volume and Open Interest 14,672 108,196 +552
Orange Juice(ICE)
Jul11 110711 204.80 204.80 194.60 196.00 -8.00 238 550 -97
Sep11 110711 191.15 192.00 186.50 186.95 -4.20 560 26,273 +58
Nov11 110711 177.95 177.95 175.25 176.50 -3.10 186 6,102 +57
Jan12 110711 173.00 173.35 172.00 172.75 -2.10 40 1,301 +35
Mar12 110711 172.65 172.85 172.10 172.25 -1.85 0 266 +0
May12 110711 174.00 174.00 171.45 171.45 -1.85 0 179 +0
Total Volume and Open Interest 1,024 34,784 +53
Sugar #11(ICE)
Oct11 110711 28.90 29.36 28.64 28.92 -0.44 79,073 310,151 +3,122
Mar12 110711 28.01 28.38 27.78 28.07 -0.34 30,072 142,903 +440
May12 110711 26.50 26.90 26.38 26.72 -0.24 8,853 43,522 +1,844
Jul12 110711 25.48 25.74 25.31 25.62 -0.16 5,412 64,404 -212
Oct12 110711 24.77 24.92 24.57 24.87 -0.11 2,222 26,413 +110
Total Volume and Open Interest 126,671 625,020 +5,576
London Cocoa(LCE)
Jul11 110711 1906 1928 1903 1905 -21 11,906 30,046 -6,394
Sep11 110711 1935 1954 1929 1933 -11 16,758 56,429 +7,293
Dec11 110711 1961 1985 1956 1962 -5 1,926 41,859 +254
Mar12 110711 1977 1999 1973 1977 -7 1,207 38,789 -194
May12 110711 1987 2006 1985 1986 -5 169 13,514 +65
Jul12 110711 1997 2009 1995 1995 -5 28 4,151 +8
Sep12 110711 2006 2022 2004 2004 -5 32 3,473 +23
Total Volume and Open Interest 32,026 196,371 +967
London Sugar(LCE)
Oct11 110711 735.40 751.00 733.80 746.80 -1.00 4,987 20,819 +1,274
Dec11 110711 711.60 718.40 705.50 715.90 -2.90 978 5,984 +233
Mar12 110711 699.90 708.20 698.50 705.90 -2.30 694 7,407 +327
May12 110711 684.80 684.80 681.30 681.30 -3.20 232 3,027 +42
Aug12 110711 656.00 659.00 655.50 655.50 -3.20 65 1,582 -31
Total Volume and Open Interest 10,548 53,250 +1,570
Cotton(ICE)
Oct11 110711 115.77 115.77 111.58 111.58 -5.00 73 519 +20
Dec11 110711 113.57 113.80 108.88 108.88 -5.00 10,071 103,583 +884
Mar12 110711 108.04 108.50 103.44 103.44 -5.00 1,450 20,388 +488
May12 110711 104.12 104.12 100.38 100.38 -5.00 309 4,563 -18
Jul12 110711 101.52 101.52 98.11 98.11 -5.00 25 6,344 -1
Oct12 110711 96.76 96.76 96.76 96.76 -5.00 0 3 +0
Total Volume and Open Interest 11,944 138,901 +536
Lumber(CME)
Jul11 110711 247.0 258.4 243.8 247.1 -1.7 179 655 -19
Sep11 110711 269.1 276.0 264.0 264.0 -2.0 319 6,205 +89
Nov11 110711 279.3 286.1 275.0 277.5 -4.0 148 2,095 +36
Jan12 110711 299.0 306.5 297.0 301.5 -0.5 178 596 +148
Total Volume and Open Interest 833 9,588 +260
Crude Oil(NYM)
Aug11 110711 96.10 96.75 94.14 95.15 -1.05 339,270 263,471 -14,198
Sep11 110711 96.45 96.93 94.65 95.62 -1.08 109,073 215,305 +10,717
Oct11 110711 96.90 97.02 95.16 96.11 -1.08 59,982 79,396 +5,686
Nov11 110711 97.61 97.67 95.68 96.64 -1.08 39,919 71,720 +6,913
Dec11 110711 98.41 98.41 96.15 97.19 -1.04 74,566 191,545 +2,597
Jan12 110711 98.07 98.27 96.91 97.71 -1.01 13,543 52,796 -1,220
Feb12 110711 98.80 98.80 97.22 98.20 -0.96 8,762 27,745 +690
Mar12 110711 98.51 99.04 97.75 98.64 -0.93 8,891 31,844 +587
Apr12 110711 99.00 99.36 98.35 99.04 -0.90 5,043 19,100 +168
May12 110711 99.31 99.71 98.38 99.41 -0.88 4,151 18,063 +378
Jun12 110711 100.44 100.44 98.89 99.75 -0.87 13,387 72,925 -580
Jul12 110711 100.34 100.34 99.04 100.05 -0.86 1,565 31,869 -414
Aug12 110711 100.26 100.26 100.26 100.26 -0.85 510 14,025 +61
Sep12 110711 100.26 100.45 100.26 100.45 -0.84 484 14,623 +19
Oct12 110711 100.65 100.65 100.65 100.65 -0.84 177 10,158 -42
Nov12 110711 100.89 100.89 100.89 100.89 -0.83 336 22,302 +170
Total Volume and Open Interest 726,406 1,536,313 +13,778
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 110711 96.700 96.700 94.700 95.625 -1.075 509 2,067 +34
Oct11 110711 96.400 96.400 95.250 96.100 -1.100 70 299 -2
Nov11 110711 96.550 96.650 96.300 96.650 -1.075 4 172 +2
Dec11 110711 97.200 97.200 97.200 97.200 -1.025 22 288 -16
Jan12 110711 97.700 97.700 97.700 97.700 -1.025 2 6 +0
Feb12 110711 98.200 98.200 98.200 98.200 -0.950 0 3 +0
Mar12 110711 98.000 99.000 98.000 98.650 -0.925 0 11 +0
Apr12 110711 99.050 99.050 99.050 99.050 -0.900      
Total Volume and Open Interest 9,334 6,507 +318
Heating Oil(NYM)
Aug11 110711 309.59 311.50 303.76 308.75 -0.89 64,267 84,491 -276
Sep11 110711 310.12 312.53 305.00 309.82 -0.99 26,626 47,558 +2,289
Oct11 110711 308.91 313.43 306.38 311.06 -1.11 18,677 27,844 +1,588
Nov11 110711 311.15 313.87 307.96 312.62 -1.19 9,406 24,133 +810
Dec11 110711 314.80 316.40 309.67 314.16 -1.29 16,372 35,180 +1,126
Jan12 110711 315.94 316.15 312.19 315.60 -1.41 4,560 23,571 -477
Feb12 110711 313.85 315.88 313.85 315.87 -1.44 731 9,674 +131
Mar12 110711 313.15 315.12 313.15 315.11 -1.43 645 7,092 +233
Apr12 110711 311.31 313.16 311.20 313.16 -1.40 96 3,541 +36
May12 110711 311.25 311.25 311.25 311.25 -1.39 231 2,764 +56
Jun12 110711 308.88 311.55 306.83 310.25 -1.30 1,020 20,911 -216
Jul12 110711 310.75 310.75 310.75 310.75 -1.30 180 2,032 -15
Total Volume and Open Interest 143,322 300,316 +5,144
Gasoline(NYMEX)
Aug11 110711 309.58 310.33 302.60 307.05 -2.21 49,978 75,713 +1,532
Sep11 110711 305.51 305.76 298.30 302.49 -2.82 26,207 48,836 +42
Oct11 110711 291.53 292.41 285.31 289.15 -3.10 15,628 25,367 +943
Nov11 110711 288.46 288.50 281.77 285.61 -3.21 8,762 14,694 -231
Dec11 110711 286.71 287.32 280.55 284.46 -2.97 12,287 29,683 +198
Jan12 110711 287.08 287.17 281.75 285.06 -2.69 2,323 9,104 +12
Feb12 110711 285.10 287.00 285.10 286.55 -2.55 1,105 5,255 +164
Mar12 110711 288.60 288.60 288.07 288.30 -2.43 1,568 6,507 +437
Apr12 110711 299.67 299.67 299.55 299.55 -2.26 587 4,554 +201
May12 110711 299.23 299.58 299.23 299.58 -2.19 333 1,885 +56
Total Volume and Open Interest 120,879 238,516 +4,170
e-miNY RBOB Gasoline(NYM)
Aug11 110711 307.10 307.10 307.05 307.10 -2.20 0 3 +0
Sep11 110711 302.50 302.50 302.49 302.50 -2.80      
Oct11 110711 289.20 289.20 289.15 289.20 -3.10 0 1 +0
Nov11 110711 285.60 285.61 285.60 285.60 -3.20      
Total Volume and Open Interest 0 6 +0
Natural Gas(NYM)
Aug11 110711 4.231 4.338 4.182 4.288 +0.083 144,827 161,523 +861
Sep11 110711 4.231 4.330 4.179 4.277 +0.073 56,035 206,222 -458
Oct11 110711 4.258 4.350 4.200 4.302 +0.071 69,483 124,958 +786
Nov11 110711 4.402 4.492 4.348 4.447 +0.062 42,951 92,988 +5,201
Dec11 110711 4.603 4.700 4.560 4.656 +0.056 16,379 43,444 -995
Jan12 110711 4.712 4.802 4.658 4.764 +0.055 20,611 98,693 +388
Feb12 110711 4.665 4.801 4.665 4.765 +0.055 3,315 23,329 +406
Mar12 110711 4.700 4.758 4.700 4.728 +0.055 5,915 48,485 +572
Apr12 110711 4.601 4.670 4.601 4.642 +0.056 8,519 44,596 +123
May12 110711 4.685 4.685 4.653 4.666 +0.055 1,311 10,223 -223
Jun12 110711 4.652 4.725 4.630 4.699 +0.055 959 11,359 -103
Jul12 110711 4.740 4.766 4.726 4.742 +0.055 765 9,413 +82
Aug12 110711 4.665 4.778 4.665 4.773 +0.055 585 7,836 -47
Sep12 110711 4.769 4.783 4.769 4.783 +0.055 392 7,074 -120
Oct12 110711 4.833 4.836 4.809 4.824 +0.055 3,157 30,248 +1,343
Nov12 110711 4.980 4.980 4.962 4.976 +0.055 344 4,871 +79
Total Volume and Open Interest 377,647 1,001,958 +8,956
Brent Crude Oil(ICE)
Aug11 110711 118.27 118.40 115.22 117.24 -1.09 215,109 105,449 -10,925
Sep11 110711 117.51 117.56 114.51 116.46 -1.24 128,846 192,904 +9,505
Oct11 110711 117.44 117.47 114.50 116.42 -1.21 71,102 78,463 +11,007
Nov11 110711 117.52 117.56 114.63 116.53 -1.17 40,291 38,683 +2,308
Dec11 110711 117.51 117.60 114.72 116.59 -1.13 77,190 96,406 +1,974
Jan12 110711 117.11 117.26 114.73 116.56 -1.09 9,125 20,136 -373
Feb12 110711 117.00 117.16 114.85 116.47 -1.07 4,438 17,910 +257
Mar12 110711 116.79 117.05 114.52 116.38 -1.05 3,974 32,468 +219
Apr12 110711 115.86 116.94 114.44 116.30 -1.02 1,611 11,399 +138
May12 110711 116.19 116.19 116.19 116.19 -1.01 1,042 7,940 +97
Jun12 110711 115.70 116.85 114.28 116.09 -0.98 9,525 41,059 +540
Jul12 110711 115.99 115.99 115.99 115.99 -0.95 562 7,681 +127
Aug12 110711 115.87 115.87 115.87 115.87 -0.90 375 4,819 +50
Sep12 110711 115.71 115.71 115.71 115.71 -0.87 410 7,161 -18
Total Volume and Open Interest 597,218 809,883 +16,206
Gas Oil(ICE)
Jul11 110711 967.50 974.25 952.00 958.75 -4.00 44,580 57,564 -9,636
Aug11 110711 971.50 977.00 954.00 960.75 -5.75 104,821 138,653 +6,429
Sep11 110711 973.25 978.75 956.25 962.75 -6.00 46,437 96,794 +11,709
Oct11 110711 974.50 980.00 958.25 964.75 -6.00 18,712 50,307 +4,237
Nov11 110711 975.25 979.75 960.00 966.00 -6.25 6,485 31,843 +245
Dec11 110711 979.00 983.25 961.25 967.75 -6.50 33,172 56,009 -2,825
Jan12 110711 978.25 980.00 965.00 970.00 -6.50 3,480 30,946 -621
Feb12 110711 972.50 979.00 966.25 971.00 -6.25 2,032 11,792 -628
Mar12 110711 982.00 982.00 971.50 972.00 -6.25 2,067 11,436 +150
Apr12 110711 982.25 982.25 972.00 972.00 -6.25 547 8,281 -90
Total Volume and Open Interest 271,385 601,614 +9,965
Ethanol(CBOT)
Jul11 110706 2.758 2.795 2.758 2.761 +0.027 42 209 -19
Aug11 110711 2.684 2.718 2.684 2.713 +0.006 219 1,229 -100
Sep11 110711 2.587 2.610 2.565 2.605 +0.018 146 1,683 +44
Oct11 110711 2.460 2.509 2.460 2.502 +0.022 73 1,299 +49
Nov11 110711 2.403 2.438 2.391 2.432 +0.012 49 898 +20
Dec11 110711 2.361 2.405 2.361 2.399 +0.009 58 1,314 +8
Jan12 110711 2.345 2.366 2.345 2.357 +0.006 88 568 -8
Feb12 110711 2.365 2.367 2.365 2.366 +0.004 48 275 -1
Total Volume and Open Interest 789 8,775 -15
WTI Crude Oil(ICE
Aug11 110711 96.36 96.60 94.16 95.15 -1.05 83,321 59,984 -1,522
Sep11 110711 96.86 96.90 94.64 95.62 -1.08 36,412 61,154 +3,429
Oct11 110711 97.05 97.06 95.13 96.11 -1.08 23,156 33,898 +1,575
Nov11 110711 97.59 97.60 95.79 96.64 -1.08 13,859 23,900 +1,934
Dec11 110711 97.36 97.81 96.15 97.19 -1.04 29,458 88,698 +1,734
Jan12 110711 97.82 98.27 96.69 97.71 -1.01 5,877 18,705 +711
Feb12 110711 98.30 98.62 97.48 98.20 -0.96 2,860 5,847 +277
Mar12 110711 98.72 98.94 97.97 98.64 -0.93 2,566 13,950 +256
Apr12 110711 98.82 99.04 98.41 99.04 -0.90 887 4,330 +58
May12 110711 99.41 99.41 99.41 99.41 -0.88 567 3,017 +46
Jun12 110711 99.11 99.99 98.89 99.75 -0.87 4,601 27,719 +240
Jul12 110711 99.43 100.05 99.43 100.05 -0.86 186 4,353 -74
Aug12 110711 100.26 100.26 100.26 100.26 -0.85 0 1,276 +0
Sep12 110711 100.45 100.45 100.45 100.45 -0.84 0 5,039 +0
Oct12 110711 100.65 100.65 100.65 100.65 -0.84 0 527 +0
Nov12 110711 100.89 100.89 100.89 100.89 -0.83 0 2,572 +0
Total Volume and Open Interest 216,613 472,005 +9,725
US Dollar Index(ICE)
Sep11 110711 75.560 76.555 75.540 76.375 +0.860 21,496 45,062 -1,015
Dec11 110711 76.255 76.950 76.255 76.805 +0.860 10 532 +1
Mar12 110711 77.305 77.305 77.305 77.305 +0.860 0 1 +0
Total Volume and Open Interest 21,506 45,595 -1,014
Australian Dollar(CME)
Sep11 110711 106.34 106.47 105.37 105.51 -0.96 98,903 128,067 +5,462
Dec11 110711 105.05 105.30 104.29 104.36 -0.94 13 327 -3
Mar12 110711 103.26 104.15 103.26 103.26 -0.89 0 2 +0
Total Volume and Open Interest 98,916 128,399 +5,459
British Pound(CME)
Sep11 110711 160.17 160.28 158.68 158.94 -1.23 95,243 123,163 +341
Dec11 110711 159.29 160.00 158.72 158.79 -1.21 1 233 +0
Mar12 110711 158.63 159.83 158.63 158.63 -1.20 0 2 +0
Total Volume and Open Interest 95,244 123,404 +341
Canadian Dollar(CME)
Sep11 110711 103.82 103.84 102.94 103.11 -0.72 75,072 103,643 +1,682
Dec11 110711 103.45 103.61 102.76 102.91 -0.70 244 3,805 -20
Mar12 110711 103.12 103.37 102.60 102.69 -0.68 11 548 +1
Jun12 110711 102.43 103.09 102.43 102.44 -0.65 3 254 +0
Total Volume and Open Interest 75,330 108,384 +1,663
Japanese Yen(CME)
Sep11 110711 124.24 124.91 123.77 124.82 +0.74 106,598 96,082 -1,730
Dec11 110711 123.99 125.00 123.99 124.95 +0.77 18 390 -4
Mar12 110711 125.14 125.14 124.33 125.14 +0.81 0 43 +0
Total Volume and Open Interest 106,616 96,531 -1,734
Swiss Franc(CME)
Sep11 110711 119.66 120.12 119.28 119.81 +0.21 47,922 46,543 -1,545
Dec11 110711 119.87 120.00 119.69 119.94 +0.25 6 161 +1
Mar12 110711 120.10 120.10 119.82 120.10 +0.28 0 2 +0
Total Volume and Open Interest 47,928 46,709 -1,544
EuroFX(CME)
Sep11 110711 141.92 142.14 139.58 139.96 -2.18 340,487 187,381 +2,823
Dec11 110711 141.54 141.75 139.31 139.63 -2.12 143 490 +4
Mar12 110711 139.30 141.35 139.30 139.30 -2.05 0 362 +0
Total Volume and Open Interest 340,630 189,064 +2,827
Mexican Peso(CME)
Jul11 110711 851.2 861.2 851.2 851.2 -10.0      
Aug11 110711 849.2 859.2 849.2 849.2 -10.0      
Total Volume and Open Interest 37,870 140,037 +4,870
30-Year T-Bonds(CBOT)
Sep11 110711 124~300 126~100 124~190 126~060 +1~070 268,877 591,891 -2,161
Dec11 110711 123~180 124~260 123~160 124~220 +1~060 51 590 +14
Mar12 110711 123~080 123~080 122~020 123~080 +1~060      
Total Volume and Open Interest 268,928 592,481 -2,147
10-Year T-Notes(CBOT)
Sep11 110711 123~265 124~185 123~195 124~175 +0~265 1,304,050 1,728,050 -17,170
Dec11 110711 122~050 123~020 122~050 123~020 +0~270 3,132 14,352 +2,242
Mar12 110711 122~020 122~020 121~070 122~020 +0~270      
Total Volume and Open Interest 1,307,182 1,742,402 -14,928
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 110711 119~040 119~055 119~000 119~055 +0~055 0 5 +0
Mar12 110711 118~079 118~079 118~024 118~079 +0~055      
Total Volume and Open Interest 735,348 1,469,678 +35,589
2 Year T-Notes(CBOT)
Sep11 110711 109~108 109~117 109~106 109~116 +0~008 223,918 976,164 -17,101
Dec11 110711 109~082 109~082 109~074 109~082 +0~008 0 31 +0
Mar12 110711 109~020 109~020 109~012 109~020 +0~008      
Total Volume and Open Interest 223,918 976,195 -17,101
Eurodollars(CME)
Sep11 110711 99.645 99.645 99.580 99.590 -0.050 158,785 1,209,194 +4,404
Dec11 110711 99.570 99.570 99.500 99.510 -0.055 144,013 1,256,762 +3,774
Mar12 110711 99.525 99.525 99.465 99.475 -0.045 152,618 1,527,961 +3,725
Jun12 110711 99.440 99.445 99.405 99.415 -0.025 165,651 1,400,882 -18,035
Sep12 110711 99.295 99.310 99.280 99.300 +0.005 198,499 1,049,963 -2,284
Dec12 110711 99.085 99.130 99.080 99.125 +0.030 155,530 645,675 -569
Mar13 110711 98.870 98.940 98.870 98.930 +0.050 125,430 517,929 +762
Jun13 110711 98.625 98.730 98.625 98.715 +0.070 120,840 347,392 +1,675
Sep13 110711 98.395 98.515 98.395 98.490 +0.085 119,218 353,338 +4,727
Dec13 110711 98.130 98.255 98.130 98.230 +0.090 72,088 275,055 +2,523
Mar14 110711 97.890 98.005 97.885 97.975 +0.090 46,810 246,122 +2,370
Jun14 110711 97.625 97.740 97.620 97.710 +0.090 47,099 181,986 +1,375
Sep14 110711 97.385 97.480 97.360 97.450 +0.090 17,566 91,304 +257
Dec14 110711 97.125 97.215 97.100 97.190 +0.090 13,669 99,098 +1,334
Mar15 110711 96.905 96.980 96.865 96.960 +0.090 13,544 83,690 -650
Jun15 110711 4.920 4.995 4.885 4.980 +0.090 12,081 70,115 -249
Sep15 110711 4.705 4.770 4.665 4.765 +0.095 10,125 56,282 +1,415
Dec15 110711 4.500 4.565 4.465 4.555 +0.095 11,490 46,483 -1,493
Total Volume and Open Interest 1,615,844 9,784,470 +9,467
30 Day Federal Funds(CBOT)
Jul11 110711 99.918 99.923 99.918 99.920 +0.002 5,830 68,357 +38
Aug11 110711 99.900 99.905 99.895 99.895 unch 6,472 56,073 -160
Sep11 110711 99.885 99.890 99.880 99.880 unch 10,678 45,659 +1,311
Oct11 110711 99.875 99.880 99.870 99.875 +0.005 6,023 51,039 +1,998
Nov11 110711 99.865 99.875 99.860 99.870 +0.010 3,423 46,885 +124
Dec11 110711 99.860 99.870 99.855 99.865 +0.010 1,839 52,012 +524
Total Volume and Open Interest 47,643 728,241 +5,679
30 Day Fed Funds(e-CBOT)
3-Mth Euro-Yen(CME)
Sep11 110711 99.665 99.665 99.665 99.665 unch 0 51 +51
Dec11 110711 99.662 99.662 99.662 99.662 unch 0 75 +0
Mar12 110711 99.655 99.655 99.655 99.655 unch      
Jun12 110711 99.645 99.645 99.645 99.645 unch      
Sep12 110711 99.580 99.580 99.580 99.580 unch      
Dec12 110711 99.610 99.610 99.610 99.610 unch      
Mar13 110711 99.610 99.610 99.610 99.610 unch      
Jun13 110711 99.565 99.565 99.565 99.565 unch      
Sep13 110711 99.425 99.425 99.425 99.425 unch      
Dec13 110711 99.285 99.285 99.285 99.285 unch      
Total Volume and Open Interest 0 126 +0
3-Mth Euro-Yen(SGX)
Sep11 110711 99.67 99.67 99.67 99.67 unch 0 1,333 +0
Dec11 110711 99.66 99.66 99.66 99.66 unch 0 1,392 +0
Mar12 110711 99.65 99.65 99.65 99.65 unch 0 1,823 +0
Jun12 110711 99.64 99.64 99.64 99.64 unch 0 1,494 +0
Sep12 110711 99.58 99.58 99.58 99.58 unch 0 411 +0
Dec12 110711 99.61 99.61 99.61 99.61 unch 0 24 +0
Mar13 110711 99.61 99.61 99.61 99.61 unch 0 1 +0
Jun13 110711 99.57 99.57 99.57 99.57 unch      
Total Volume and Open Interest 0 6,478 +0
Japanese Gov't Bonds(SGX)
Sep11 110711 140.58 141.14 140.53 141.09 +0.54 1,660 22,534 -828
Dec11 110711 140.64 140.64 140.64 140.64 +0.54 0 2 +0
Mar12 110711 138.55 138.55 138.55 138.55 +0.54      
Total Volume and Open Interest 1,660 22,536 -828
Euro-Bund(EUREX)
Sep11 110711 127.50 129.36 127.36 129.14 +1.69 1,231,702 938,164 -35,935
Dec11 110711 126.08 128.01 126.08 127.85 +1.71 16 289 +0
Mar12 110711 127.82 127.82 127.82 127.82 +1.69      
Total Volume and Open Interest 1,231,718 938,453 -35,935
Euro-Bobl(EUREX)
Sep11 110711 117.93 119.04 117.88 118.91 +0.98 647,781 732,983 +8,352
Dec11 110711 116.81 117.96 116.81 117.96 +1.03 0 677 +0
Mar12 110711 117.96 117.96 117.96 117.96 +1.03      
Total Volume and Open Interest 647,781 733,660 +8,352
3-Mth Euribor(EUREX)
Sep11 110711 98.290 98.320 98.290 98.315 +0.045 12 1,993 -12
Dec11 110711 98.195 98.270 98.195 98.270 +0.120 35 1,396 +0
Mar12 110711 98.165 98.250 98.165 98.250 +0.160 8 839 +8
Total Volume and Open Interest 81 6,828 -4
Long Gilt(LIFFE)
Sep11 110629 121~06 121~06 120~12 120~22 -0~23 84,026 359,346 -16
Dec11 110711 121~25 121~25 121~25 121~25 +1~04      
Total Volume and Open Interest 134,289 370,801 +4,850
3-Mth Short Sterling(LIFFE)
Sep11 110711 99.11 99.12 99.07 99.08 -0.04 37,579 440,079 +144
Dec11 110711 99.05 99.07 99.03 99.04 -0.02 51,068 494,398 -9,377
Mar12 110711 99.00 99.01 98.99 98.99 -0.01 36,522 470,823 -48
Jun12 110711 98.91 98.96 98.91 98.93 +0.02 54,823 318,046 +1,997
Sep12 110711 98.78 98.85 98.78 98.83 +0.05 60,795 298,263 -2,207
Dec12 110711 98.61 98.70 98.61 98.68 +0.08 57,184 273,402 +7,789
Total Volume and Open Interest 407,284 2,673,130 +429
3-Mth Euribor(LIFFE)
Sep11 110711 98.270 98.325 98.265 98.315 +0.045 166,589 692,083 +3,269
Dec11 110711 98.155 98.275 98.155 98.270 +0.120 198,145 538,072 +847
Mar12 110711 98.095 98.255 98.095 98.250 +0.160 167,007 505,204 +393
Total Volume and Open Interest 1,322,565 3,448,673 +7,121
3-Mth Aus T-Bills(SFE)
Sep11 110711 95.12 95.19 95.11 95.18 +0.05 19,453 235,262 -10,681
Dec11 110711 95.12 95.23 95.10 95.21 +0.09 18,631 248,049 -5,011
Mar12 110711 95.07 95.21 95.06 95.20 +0.12 7,902 131,135 -367
Jun12 110711 95.01 95.14 94.99 95.14 +0.13 2,742 84,162 -1,271
Sep12 110711 94.94 95.08 94.94 95.07 +0.13 1,761 53,890 -2,038
Dec12 110711 94.86 95.00 94.86 95.00 +0.13 2,014 33,256 -383
Mar13 110711 94.94 94.94 94.92 94.94 +0.13 802 27,343 -312
Jun13 110711 94.87 94.87 94.85 94.87 +0.12 405 10,216 -340
Sep13 110711 94.82 94.82 94.82 94.82 +0.12 1 2,033 +0
Dec13 110711 94.76 94.76 94.76 94.76 +0.14 1 1,417 +0
Total Volume and Open Interest 53,712 826,929 -20,403
10-Year Aus T-Bonds(SFE)
Sep11 110711 94.75 94.92 94.73 94.89 +0.13 53,877 385,810 -13,552
Dec11 110711 94.89 94.89 94.89 94.89 +0.13      
Total Volume and Open Interest 53,877 385,810 -13,552
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 110711 95.37 95.37 95.37 95.37 +0.15      
Total Volume and Open Interest 130,512 609,114 -49,480
Gold(CMX)
Aug11 110711 1545.0 1557.6 1542.1 1549.2 +7.6 117,622 288,376 -9,319
Oct11 110711 1544.2 1558.1 1543.5 1550.2 +7.5 2,112 13,633 +423
Dec11 110711 1546.5 1559.0 1544.4 1551.3 +7.6 17,396 93,077 +3,990
Feb12 110711 1547.6 1560.5 1546.8 1552.6 +7.6 117 10,535 +0
Apr12 110711 1550.0 1560.6 1550.0 1554.1 +7.6 34 6,450 -7
Jun12 110711 1550.4 1563.0 1549.0 1555.7 +7.6 144 13,959 +72
Aug12 110711 1556.2 1563.1 1556.2 1557.5 +7.6 2 4,595 +0
Oct12 110711 1559.7 1559.7 1559.7 1559.7 +7.6 0 4,109 +0
Dec12 110711 1558.9 1569.1 1558.9 1562.1 +7.7 60 11,280 +31
Feb13 110711 1565.0 1565.0 1565.0 1565.0 +7.7 380 949 +206
Apr13 110711 1568.5 1568.5 1568.5 1568.5 +7.6 0 201 +0
Jun13 110711 1572.6 1572.6 1572.6 1572.6 +7.5 417 10,617 +406
Total Volume and Open Interest 142,446 493,496 -1,831
Silver(CMX)
Jul11 110711 3666.0 3681.0 3562.5 3568.9 -84.7 214 762 -203
Sep11 110711 3672.5 3694.5 3554.0 3569.8 -84.5 48,418 56,308 -745
Dec11 110711 3672.5 3686.0 3560.0 3571.4 -84.6 2,931 25,842 +314
Mar12 110711 3636.0 3681.5 3570.4 3570.4 -84.5 246 5,126 +9
May12 110711 3569.5 3569.5 3569.5 3569.5 -84.5 35 1,538 +19
Jul12 110711 3569.0 3569.0 3569.0 3569.0 -84.5 27 1,761 +8
Sep12 110711 3663.0 3666.5 3567.6 3567.6 -84.7 18 202 -6
Total Volume and Open Interest 52,350 110,539 -601
Platinum(NYMEX)
Jul11 110711 1728.9 1730.7 1726.0 1726.0 -5.4 18 58 -133
Oct11 110711 1737.6 1740.8 1725.4 1728.3 -5.1 4,928 31,086 +754
Jan12 110711 1735.8 1735.8 1729.9 1731.7 -4.9 16 941 +10
Apr12 110711 1734.1 1734.1 1734.1 1734.1 -5.1 1 80 +1
Total Volume and Open Interest 4,964 32,176 +633
Palladium(NYMEX)
Sep11 110711 773.90 776.75 764.90 767.45 -11.50 2,409 19,509 +238
Dec11 110711 769.60 769.60 768.00 768.55 -11.60 2 736 +1
Mar12 110711 114.39 114.39 114.39 114.39 -11.60 0 49 +0
Total Volume and Open Interest 2,412 20,294 +236
Copper(CMX)
Jul11 110711 439.55 440.80 432.90 435.85 -4.40 1,285 4,170 -1,081
Sep11 110711 441.05 442.00 433.40 436.80 -4.40 42,137 88,244 +1,604
Dec11 110711 442.00 442.95 435.00 438.35 -4.30 2,397 30,178 +801
Mar12 110711 438.25 439.50 438.25 439.40 -4.25 577 11,179 +295
May12 110711 440.80 440.80 439.35 439.35 -4.20 25 1,850 +14
Total Volume and Open Interest 47,061 143,166 +1,543
DJIA Index(CBOT)
Sep11 110711 12548 12579 12417 12489 -126 940 8,974 +445
Dec11 110711 12419 12419 12418 12419 -125 6 85 +0
Mar12 110711 12350 12350 12349 12350 -125      
Jun12 110711 12280 12280 12279 12280 -125      
Total Volume and Open Interest 946 9,059 +445
Mini DJIA Index(CBOT)
Sep11 110711 12598 12598 12414 12489 -126 90,617 103,356 +669
Dec11 110711 12500 12500 12350 12419 -125 54 352 +8
Mar12 110711 12350 12350 12349 12350 -125 0 11 +0
Jun12 110711 12280 12280 12279 12280 -125      
Total Volume and Open Interest 90,671 103,719 +677
S & P 500(CME)
Sep11 110711 1338.50 1338.90 1312.00 1318.60 -23.20 18,194 261,098 +2,280
Dec11 110711 1318.00 1318.00 1306.50 1313.20 -23.20 2 10,523 -5
Mar12 110711 1307.70 1307.70 1303.90 1307.70 -23.20 17 26 +22
Jun12 110711 1302.70 1302.70 1298.90 1302.70 -23.20 0 5 +0
Total Volume and Open Interest 18,213 271,652 +2,297
S & P 500 E-Mini(Globex)
Sep11 110711 1339.25 1339.50 1311.75 1318.50 -23.25 1,678,156 2,502,471 +15,903
Dec11 110711 1332.00 1332.00 1306.50 1313.25 -23.25 1,117 9,352 +211
Total Volume and Open Interest 1,679,373 2,512,013 +16,177
NASDAQ 100(CME)
Sep11 110711 2404.30 2404.30 2350.50 2367.00 -41.50 1,739 12,101 +949
Dec11 110711 2356.00 2361.50 2348.00 2361.50 -41.30 1 2 +0
Mar12 110711 2359.00 2359.00 2357.50 2359.00 -41.30      
Total Volume and Open Interest 1,740 12,103 +949
NASDAQ 100 E-Mini(Globex)
Sep11 110711 2404.30 2404.30 2351.30 2367.00 -41.50 214,745 316,826 +16,386
Dec11 110711 2391.30 2391.30 2349.30 2361.50 -41.30 71 143 -3
Total Volume and Open Interest 214,816 316,969 +16,383
S & P Midcap 400(CME)
Sep11 110711 983.50 983.50 977.00 983.50 -21.10 8 1,193 +0
Dec11 110711 982.20 982.20 982.20 982.20 -21.10      
Mar12 110711 980.50 980.50 980.50 980.50 -21.10      
Total Volume and Open Interest 8 1,193 +0
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Sep11 110630 9865 9940 9805 9900 +220 11,736 31,666 +3,008
Dec11 110711 9905 9945 9905 9905 -140 0 1 +0
Total Volume and Open Interest 7,640 36,458 +204
Nikkei 225(SGX)
Sep11 110711 10165 10185 10005 10070 -95 88,353 183,673 +2,201
Dec11 110711 10110 10140 10110 10140 +30 1 8,206 +0
Mar12 110711 10005 10005 10005 10005 -100 0 10 +0
Total Volume and Open Interest 92,992 210,571 +4,594
CAC 40(EURONEXT)
Jul11 110711 3903.0 3903.0 3780.5 3811.0 -104.5 115,932 362,413 -1,955
Aug11 110711 3907.5 3907.5 3785.5 3815.0 -105.0 89 2,952 +2,499
Sep11 110711 3905.0 3905.0 3785.0 3814.0 -104.5 750 21,266 +684
Total Volume and Open Interest 116,771 386,662 +1,228
Hang Seng Index(HKFE)
Jul11 110711 22586 22614 22303 22370 -439 70,135 87,246 -172
Aug11 110711 22549 22575 22265 22329 -436 1,022 851 +148
Sep11 110711 22455 22485 22179 22239 -441 266 3,081 -56
Total Volume and Open Interest 71,672 94,910 -25
DAX(EUREX)
Sep11 110711 7410.0 7416.5 7209.5 7255.0 -172.0 119,729 148,873 +1,465
Dec11 110711 7433.5 7436.5 7240.5 7283.5 -172.5 298 8,261 +44
Mar12 110711 7458.5 7458.5 7275.0 7314.5 -177.5 8 304 +1
Total Volume and Open Interest 120,035 157,438 +1,510
FT-SE 100(EURONEXT)
Sep11 110711 5951.00 5964.00 5865.00 5892.50 -63.00 87,570 687,083 +3,429
Dec11 110711 5890.00 5890.00 5858.00 5869.50 -62.00 3 803 +0
Mar12 110711 5832.50 5832.50 5832.50 5832.50 -63.00 0 170 +0
Total Volume and Open Interest 87,583 688,076 +3,439
SPI 200(SFE)
Sep11 110711 4638.0 4645.0 4555.0 4560.0 -80.0 31,834 184,101 -381
Dec11 110711 4648.0 4656.0 4579.0 4579.0 -80.0 28 4,632 +1
Mar12 110711 4582.0 4582.0 4565.0 4565.0 -82.0 21 1,628 +21
Total Volume and Open Interest 32,031 193,982 -374
GSCI(CME)
Jul11 110711 19.64 25.64 17.64 25.64 -5.00 641 10,227 -164
Aug11 110711 20.84 26.64 18.64 26.64 -5.30 130 122 +90
Sep11 110711 27.64 27.64 22.64 27.64 -5.60      
Total Volume and Open Interest 771 10,349 -74
Reuters CCI(ICE)
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions.
Copyright © 1989- Moore Research Center, Inc. All Rights Reserved.

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