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MRCI's End of Day Prices

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MRCI's End of Day Prices
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Daily Futures Price Listing Tue July 12, 2011
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jul11 110712 1352.50 1367.00 1342.00 1366.50 +14.00 1,520 3,114 -399
Aug11 110712 1347.25 1364.00 1334.25 1355.50 +9.00 18,096 64,561 -1,097
Sep11 110712 1345.50 1362.50 1332.50 1355.00 +10.50 7,755 31,283 +510
Nov11 110712 1349.00 1366.00 1334.25 1358.25 +11.25 65,982 290,448 -4,397
Jan12 110712 1356.75 1375.75 1345.25 1368.50 +11.25 9,991 44,391 +253
Mar12 110712 1363.00 1377.50 1350.50 1371.50 +9.25 1,582 21,234 +78
May12 110712 1362.00 1375.50 1350.25 1370.00 +8.50 1,939 27,119 +77
Total Volume and Open Interest 109,391 515,623 -4,742
Soybean Meal(CBOT)
Jul11 110712 343.00 349.30 342.40 348.50 +2.50 1,371 1,019 -303
Aug11 110712 348.10 353.10 343.80 349.90 +2.20 14,054 41,278 -1,279
Sep11 110712 348.30 354.40 344.90 351.00 +2.50 6,224 27,799 +774
Oct11 110712 348.70 355.30 345.80 352.30 +2.60 3,398 16,188 +71
Dec11 110712 351.70 358.00 347.50 354.90 +3.20 22,805 72,516 -1,053
Jan12 110712 352.10 359.30 349.70 356.40 +3.10 623 6,755 +3
Mar12 110712 354.10 360.40 351.30 357.60 +2.90 452 5,191 +34
May12 110712 351.30 360.10 351.30 357.00 +2.80 595 6,872 +118
Total Volume and Open Interest 50,579 182,964 -1,654
Soybean Oil(CBOT)
Jul11 110712 56.20 56.36 55.96 56.30 +0.10 2,936 2,914 -679
Aug11 110712 56.32 56.55 55.73 56.40 +0.08 17,402 40,836 -1,070
Sep11 110712 56.53 56.73 55.97 56.59 +0.05 9,115 36,871 -579
Oct11 110712 56.82 56.95 56.22 56.83 +0.05 2,708 17,577 -108
Dec11 110712 57.25 57.48 56.70 57.32 +0.06 34,357 147,793 +2,268
Jan12 110712 57.63 57.74 57.03 57.63 +0.06 2,732 16,233 +934
Mar12 110712 57.50 58.00 57.50 57.94 +0.08 906 12,359 +89
May12 110712 57.88 58.16 57.75 58.09 +0.08 1,049 6,513 +40
Total Volume and Open Interest 72,278 285,671 +1,022
Canola(WCE)
Jul11 110712 583.0 583.0 583.0 583.0 +7.0 15 58 +0
Nov11 110712 562.9 569.0 552.7 568.0 +7.0 9,002 117,773 -2,997
Jan12 110712 571.3 575.9 564.3 575.9 +6.8 1,019 14,624 +762
Mar12 110712 574.5 581.5 572.5 581.5 +5.4 277 5,203 +186
May12 110712 571.5 585.9 571.5 585.9 +6.2 12 2,694 +10
Total Volume and Open Interest 10,444 144,176 -1,921
Corn(CBOT)
Jul11 110712 682.00 713.50 667.00 697.00 +15.50 3,027 5,023 -1,020
Sep11 110712 643.00 669.75 623.75 664.00 +21.00 59,448 380,130 -472
Dec11 110712 633.00 661.00 612.25 658.00 +25.25 141,777 484,262 -3,203
Mar12 110712 645.75 673.50 625.75 670.75 +25.00 14,318 111,105 -1,003
May12 110712 651.25 680.00 637.00 677.50 +24.75 3,711 25,540 +753
Jul12 110712 658.75 686.00 639.00 682.00 +23.25 6,089 70,259 -115
Total Volume and Open Interest 233,183 1,180,723 -4,863
Wheat(CBOT)
Jul11 110712 636.00 662.75 620.00 662.75 +26.75 869 715 -314
Sep11 110712 639.00 676.25 615.25 672.00 +32.75 51,646 179,400 -1,333
Dec11 110712 674.50 707.00 651.00 705.25 +31.25 22,174 141,987 +2,028
Mar12 110712 705.00 731.25 684.00 729.75 +25.00 6,606 40,623 +1,168
May12 110712 720.25 748.00 707.25 746.50 +19.75 1,066 9,306 +102
Total Volume and Open Interest 85,375 436,800 +2,143
Wheat(KCBT)
Jul11 110712 693.25 715.75 691.25 713.75 +21.75 40 312 -771
Sep11 110712 710.50 739.50 693.25 733.00 +21.75 10,831 75,612 +232
Dec11 110712 737.75 766.00 720.00 759.75 +21.50 5,965 56,237 +1,266
Mar12 110712 754.00 781.50 737.25 776.25 +22.00 2,731 13,986 +818
May12 110712 751.50 786.00 748.00 779.00 +15.75 261 3,015 -19
Total Volume and Open Interest 20,671 165,121 +1,673
Wheat(MGE)
Jul11 110712 802.00 811.50 802.00 811.50 -3.00 215 823 -331
Sep11 110712 793.00 801.00 770.00 793.00 -1.25 4,434 24,591 -369
Dec11 110712 797.50 806.00 776.75 799.25 +1.00 1,888 19,751 +224
Mar12 110712 809.25 818.00 789.50 812.75 +3.00 735 4,974 +118
May12 110712 807.25 820.00 793.75 813.50 +0.75 187 2,486 -42
Total Volume and Open Interest 7,756 59,655 -291
Oats(CBOT)
Jul11 110712 351.50 355.75 346.00 355.75 +9.75 7 6 -2
Sep11 110712 348.50 356.50 342.75 355.75 +8.25 231 4,026 -56
Dec11 110712 355.00 364.25 351.00 363.00 +8.25 351 7,379 -80
Mar12 110712 370.00 373.50 365.25 373.50 +8.25 17 787 +17
Total Volume and Open Interest 606 12,244 -121
Rough Rice(CBOT)
Jul11 110712 14.81 15.35 14.81 15.35 +0.54 102 314 -86
Sep11 110712 15.53 16.20 15.53 16.19 +0.56 1,253 10,178 -101
Nov11 110712 15.90 16.50 15.90 16.50 +0.56 328 5,194 -54
Jan12 110712 16.25 16.81 16.22 16.81 +0.55 25 381 +23
Total Volume and Open Interest 1,771 16,557 -171
Live Cattle(CME)
Aug11 110712 114.850 115.050 113.950 114.035 -0.665 39,737 106,852 -10,642
Oct11 110712 120.700 120.930 119.900 119.950 -0.700 30,013 100,723 -689
Dec11 110712 124.750 125.000 124.135 124.535 -0.465 14,710 72,625 +3,197
Feb12 110712 125.950 126.200 125.480 126.000 -0.330 4,397 26,555 +600
Apr12 110712 126.700 127.400 126.250 127.350 +0.150 1,829 13,119 +709
Jun12 110712 122.300 122.900 121.800 122.900 +0.250 419 4,750 +236
Total Volume and Open Interest 91,173 325,301 -6,562
Feeder Cattle(CME)
Aug11 110712 143.500 143.500 141.900 142.035 -1.315 4,142 19,376 +18
Sep11 110712 143.900 143.985 142.435 142.685 -1.315 2,495 8,848 +342
Oct11 110712 144.130 144.285 143.235 143.600 -1.000 1,869 6,884 +459
Nov11 110712 144.150 144.300 143.380 143.435 -1.265 820 4,172 +284
Jan12 110712 142.235 142.400 141.880 142.100 -1.000 239 1,708 +108
Mar12 110712 141.200 141.550 141.100 141.450 -0.850 81 307 +39
Apr12 110712 141.050 142.500 141.000 142.500 unch 16 115 +7
Total Volume and Open Interest 9,677 41,484 +1,270
Lean Hogs(CME)
Jul11 110712 96.000 96.000 95.100 95.150 -0.985 6,364 7,560 -1,611
Aug11 110712 98.950 99.450 97.600 97.930 -1.250 25,042 57,912 -4,883
Oct11 110712 92.635 93.150 91.400 92.200 -0.550 22,436 65,174 +673
Dec11 110712 89.830 90.200 88.500 89.635 -0.615 9,786 54,626 +2,590
Feb12 110712 90.580 91.000 89.430 90.650 +0.015 3,970 24,982 +1,914
Apr12 110712 91.330 91.850 90.180 91.785 -0.115 3,622 13,810 +1,907
May12 110712 95.000 95.000 94.000 94.800 -0.500 27 620 +16
Jun12 110712 96.750 97.200 95.700 97.150 +0.050 1,039 7,304 +690
Total Volume and Open Interest 72,483 235,856 +1,438
Class III Milk(CME)
Jul11 110701 20.53 20.55 20.40 20.51 -0.01 581 6,091 +126
Aug11 110712 19.30 19.39 19.12 19.21 -0.05 316 5,922 +22
Sep11 110712 18.64 18.80 18.52 18.60 -0.04 67 5,145 +11
Oct11 110712 18.06 18.10 17.95 18.00 -0.06 109 4,360 +59
Nov11 110712 17.50 17.50 17.42 17.42 -0.04 22 3,673 +10
Total Volume and Open Interest 1,063 33,529 +305
Cocoa(ICE)
Jul11 110712 3097 3097 3076 3076 +18 0 6 -16
Sep11 110712 3050 3067 3005 3051 +1 11,021 71,639 -1,879
Dec11 110712 3080 3090 3030 3077 +1 2,737 39,268 +171
Mar12 110712 3106 3131 3075 3121 +7 1,296 32,996 +385
May12 110712 3118 3122 3118 3122 +7 156 10,230 +20
Jul12 110712 3124 3124 3123 3124 +7 69 4,169 +39
Sep12 110712 3111 3137 3111 3129 +6 126 6,763 +57
Total Volume and Open Interest 15,467 172,256 -1,181
Coffee "C"(ICE)
Jul11 110712 256.70 256.70 256.70 256.70 -1.20 15 87 -5
Sep11 110712 258.50 258.85 254.55 257.85 -1.20 8,243 54,013 -792
Dec11 110712 262.85 262.85 258.80 261.80 -1.05 2,825 35,646 +469
Mar12 110712 263.60 264.85 261.45 264.35 -0.95 370 9,306 -64
May12 110712 262.70 265.80 262.70 265.75 -0.95 380 4,108 +45
Jul12 110712 265.40 265.60 264.20 265.60 -0.35 213 1,907 +77
Total Volume and Open Interest 12,111 107,956 -240
Orange Juice(ICE)
Sep11 110712 187.00 190.90 185.05 189.30 +2.35 691 26,291 +18
Nov11 110712 176.10 179.45 175.00 179.10 +2.60 182 6,144 +42
Jan12 110712 172.25 175.50 172.25 175.20 +2.45 2 1,302 +1
Mar12 110712 171.75 174.50 171.75 174.50 +2.25 0 266 +0
May12 110712 173.00 173.50 173.00 173.50 +2.05 0 179 +0
Jul12 110712 173.25 173.25 173.25 173.25 +2.40 0 106 +0
Total Volume and Open Interest 912 34,816 +32
Sugar #11(ICE)
Oct11 110712 28.75 30.62 28.42 30.49 +1.57 54,034 312,971 +2,820
Mar12 110712 28.05 29.50 27.59 29.41 +1.34 20,510 143,772 +869
May12 110712 26.68 27.76 26.34 27.75 +1.03 6,898 43,454 -68
Jul12 110712 25.72 26.41 25.36 26.39 +0.77 4,812 63,688 -716
Oct12 110712 24.92 25.41 24.64 25.38 +0.51 1,545 26,557 +144
Total Volume and Open Interest 89,085 628,137 +3,117
London Cocoa(LCE)
Jul11 110712 1914 1917 1885 1909 +4 3,944 26,493 -3,553
Sep11 110712 1942 1950 1914 1936 +3 10,007 57,035 +606
Dec11 110712 1970 1976 1944 1965 +3 1,639 41,521 -338
Mar12 110712 1982 1997 1963 1982 +5 1,127 38,241 -548
May12 110712 1990 2001 1975 1991 +5 311 13,669 +155
Jul12 110712 2004 2013 1996 1999 +4 100 4,225 +74
Sep12 110712 2018 2023 1999 2007 +3 10 3,485 +12
Total Volume and Open Interest 17,138 192,779 -3,592
London Sugar(LCE)
Oct11 110712 738.50 780.40 737.40 779.30 +32.50 5,629 22,838 +2,019
Dec11 110712 710.00 747.80 706.10 746.00 +30.10 1,435 6,235 +251
Mar12 110712 699.30 731.00 695.80 730.80 +24.90 514 7,714 +307
May12 110712 680.80 700.50 680.80 699.00 +17.70 205 2,996 -31
Aug12 110712 654.00 674.30 654.00 674.10 +18.60 16 1,568 -14
Total Volume and Open Interest 12,075 54,157 +907
Cotton(ICE)
Oct11 110712 107.95 110.49 106.58 106.59 -4.99 40 512 -7
Dec11 110712 105.67 106.79 103.88 104.39 -4.49 7,805 102,823 -760
Mar12 110712 101.00 101.69 98.44 99.88 -3.56 1,302 20,827 +439
May12 110712 100.03 100.03 96.95 97.60 -2.78 120 4,535 -28
Jul12 110712 98.06 98.06 95.69 96.04 -2.07 53 6,326 -18
Oct12 110712 94.54 94.54 94.54 94.54 -2.22 0 3 +0
Total Volume and Open Interest 9,325 138,527 -374
Lumber(CME)
Jul11 110712 244.9 252.0 241.6 248.9 +1.8 174 534 -121
Sep11 110712 265.3 270.0 262.4 265.0 +1.0 770 6,115 -90
Nov11 110712 275.0 279.0 272.3 275.0 -2.5 372 2,095 +0
Jan12 110712 297.0 297.0 293.2 296.9 -4.6 58 587 -9
Total Volume and Open Interest 1,376 9,370 -218
Crude Oil(NYM)
Aug11 110712 95.09 97.50 93.55 97.43 +2.28 347,999 241,645 -21,826
Sep11 110712 95.55 97.93 94.02 97.85 +2.23 131,169 229,238 +13,933
Oct11 110712 96.05 98.34 94.50 98.27 +2.16 45,367 79,847 +451
Nov11 110712 96.45 98.79 95.00 98.74 +2.10 32,883 70,679 -1,041
Dec11 110712 97.08 99.28 95.50 99.24 +2.05 56,672 190,544 -1,001
Jan12 110712 97.38 99.76 96.11 99.71 +2.00 11,287 53,030 +234
Feb12 110712 97.80 100.15 96.49 100.12 +1.92 6,905 27,177 -568
Mar12 110712 97.38 100.56 97.38 100.51 +1.87 6,477 33,193 +1,349
Apr12 110712 98.03 100.86 97.80 100.85 +1.81 4,288 19,724 +624
May12 110712 98.33 101.21 98.05 101.15 +1.74 2,751 18,159 +96
Jun12 110712 99.01 101.46 98.25 101.43 +1.68 10,612 73,186 +261
Jul12 110712 100.00 101.69 100.00 101.69 +1.64 1,980 31,601 -268
Aug12 110712 101.88 101.88 101.88 101.88 +1.62 1,120 13,843 -182
Sep12 110712 101.93 102.04 101.93 102.04 +1.59 752 14,674 +51
Oct12 110712 102.22 102.22 102.22 102.22 +1.57 420 10,116 -42
Nov12 110712 102.43 102.43 102.43 102.43 +1.54 384 22,368 +66
Total Volume and Open Interest 692,799 1,529,024 -7,289
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 110712 95.375 97.900 94.000 97.850 +2.225 714 2,143 +76
Oct11 110712 95.475 98.275 95.425 98.275 +2.175 48 298 -1
Nov11 110712 98.200 98.750 98.100 98.750 +2.100 10 177 +5
Dec11 110712 96.050 99.250 96.050 99.250 +2.050 1 273 -15
Jan12 110712 99.700 99.700 99.700 99.700 +2.000 0 6 +0
Feb12 110712 100.125 100.125 100.125 100.125 +1.925 0 3 +0
Mar12 110712 98.500 100.500 98.500 100.500 +1.850 0 11 +0
Apr12 110712 100.850 100.850 100.850 100.850 +1.800      
Total Volume and Open Interest 10,874 6,327 -180
Heating Oil(NYM)
Aug11 110712 308.38 308.95 304.09 308.76 +0.01 62,239 77,971 -6,520
Sep11 110712 309.11 310.13 305.78 309.99 +0.17 28,032 51,046 +3,488
Oct11 110712 307.88 311.51 307.21 311.38 +0.32 13,131 30,477 +2,633
Nov11 110712 312.15 313.19 309.07 313.07 +0.45 6,465 24,216 +83
Dec11 110712 311.11 314.86 309.59 314.75 +0.59 11,807 34,623 -557
Jan12 110712 313.77 316.42 312.91 316.28 +0.68 3,178 23,519 -52
Feb12 110712 313.22 316.56 313.22 316.56 +0.69 912 9,542 -132
Mar12 110712 313.50 315.81 313.50 315.81 +0.70 1,066 7,122 +30
Apr12 110712 312.80 313.91 312.75 313.91 +0.75 231 3,679 +138
May12 110712 308.77 311.99 308.75 311.99 +0.74 156 2,725 -39
Jun12 110712 308.20 310.99 308.20 310.99 +0.74 724 20,957 +46
Jul12 110712 311.54 311.54 311.54 311.54 +0.79 51 2,032 +0
Total Volume and Open Interest 128,391 299,479 -837
Gasoline(NYMEX)
Aug11 110712 306.70 309.98 302.50 309.82 +2.77 50,894 68,710 -7,003
Sep11 110712 302.20 304.70 297.95 304.56 +2.07 27,375 52,582 +3,746
Oct11 110712 287.60 290.78 285.58 290.72 +1.57 11,582 25,670 +303
Nov11 110712 282.94 287.20 282.64 287.11 +1.50 6,154 14,457 -237
Dec11 110712 284.20 286.02 280.39 285.88 +1.42 9,383 29,939 +256
Jan12 110712 284.00 286.46 280.70 286.35 +1.29 3,107 9,408 +304
Feb12 110712 285.22 287.86 285.22 287.86 +1.31 820 5,337 +82
Mar12 110712 286.00 289.65 286.00 289.65 +1.35 676 6,598 +91
Apr12 110712 298.11 300.85 298.11 300.85 +1.30 236 4,563 +9
May12 110712 300.92 300.92 300.92 300.92 +1.34 225 1,893 +8
Total Volume and Open Interest 113,459 236,927 -1,589
e-miNY RBOB Gasoline(NYM)
Aug11 110712 309.80 309.82 309.80 309.80 +2.70 0 3 +0
Sep11 110712 304.60 304.60 304.56 304.60 +2.10      
Oct11 110712 290.70 290.72 290.70 290.70 +1.50 0 1 +0
Nov11 110712 287.10 287.11 287.10 287.10 +1.50      
Total Volume and Open Interest 0 6 +0
Natural Gas(NYM)
Aug11 110712 4.283 4.350 4.223 4.333 +0.045 86,654 152,570 -8,953
Sep11 110712 4.270 4.329 4.203 4.312 +0.035 47,472 206,245 +23
Oct11 110712 4.307 4.351 4.233 4.335 +0.033 34,029 128,508 +3,550
Nov11 110712 4.455 4.487 4.376 4.473 +0.026 25,649 94,281 +1,293
Dec11 110712 4.666 4.690 4.598 4.675 +0.019 12,284 42,987 -457
Jan12 110712 4.761 4.796 4.687 4.783 +0.019 14,206 99,162 +469
Feb12 110712 4.782 4.795 4.748 4.782 +0.017 1,757 23,359 +30
Mar12 110712 4.745 4.756 4.718 4.741 +0.013 3,982 48,513 +28
Apr12 110712 4.627 4.667 4.627 4.654 +0.012 6,195 45,683 +1,087
May12 110712 4.672 4.678 4.652 4.678 +0.012 828 10,186 -37
Jun12 110712 4.716 4.716 4.691 4.711 +0.012 1,147 11,523 +164
Jul12 110712 4.752 4.765 4.735 4.754 +0.012 426 9,469 +56
Aug12 110712 4.778 4.784 4.773 4.784 +0.011 463 7,952 +116
Sep12 110712 4.784 4.793 4.780 4.793 +0.010 461 6,933 -141
Oct12 110712 4.847 4.848 4.811 4.834 +0.010 1,816 30,880 +632
Nov12 110712 4.990 4.990 4.980 4.983 +0.007 165 4,888 +17
Total Volume and Open Interest 238,817 999,919 -2,039
Brent Crude Oil(ICE)
Aug11 110712 117.22 117.83 114.95 117.75 +0.51 217,547 94,931 -10,518
Sep11 110712 116.46 117.00 114.17 116.94 +0.48 159,515 199,619 +6,715
Oct11 110712 116.26 116.97 114.15 116.92 +0.50 70,063 87,376 +8,913
Nov11 110712 115.89 117.09 114.29 117.06 +0.53 27,554 41,342 +2,659
Dec11 110712 116.08 117.20 114.38 117.16 +0.57 62,803 97,374 +968
Jan12 110712 115.80 117.18 114.58 117.18 +0.62 12,002 22,036 +1,900
Feb12 110712 114.53 117.13 114.50 117.13 +0.66 6,198 17,958 +48
Mar12 110712 114.21 117.10 114.21 117.07 +0.69 7,112 32,546 +78
Apr12 110712 114.13 117.03 114.13 117.01 +0.71 2,807 11,679 +280
May12 110712 115.17 116.91 115.15 116.91 +0.72 1,496 8,059 +119
Jun12 110712 114.47 116.83 113.99 116.81 +0.72 6,939 40,229 -830
Jul12 110712 116.73 116.73 116.73 116.73 +0.74 862 7,713 +32
Aug12 110712 116.60 116.60 116.60 116.60 +0.73 641 4,811 -8
Sep12 110712 116.44 116.44 116.44 116.44 +0.73 857 7,375 +214
Total Volume and Open Interest 601,147 820,773 +10,890
Gas Oil(ICE)
Jul11 110712 960.75 961.00 951.50 958.75 unch 41,597 47,496 -10,068
Aug11 110712 967.00 969.75 953.00 967.00 +6.25 101,549 135,506 -3,147
Sep11 110712 969.50 972.25 955.25 969.50 +6.75 37,498 107,752 +10,958
Oct11 110712 968.75 974.50 958.00 971.75 +7.00 11,900 50,449 +142
Nov11 110712 969.75 975.75 959.00 973.25 +7.25 6,286 33,133 +1,290
Dec11 110712 971.75 977.75 960.00 974.75 +7.00 28,008 53,864 -2,145
Jan12 110712 973.50 977.00 966.00 977.00 +7.00 10,459 34,788 +3,842
Feb12 110712 966.50 979.50 965.00 978.00 +7.00 5,949 10,821 -971
Mar12 110712 972.00 978.75 968.25 978.75 +6.75 4,094 10,987 -449
Apr12 110712 975.50 978.75 973.25 978.75 +6.75 1,345 8,198 -83
Total Volume and Open Interest 256,269 602,334 +720
Ethanol(CBOT)
Jul11 110706 2.758 2.795 2.758 2.761 +0.027 42 209 -19
Aug11 110712 2.713 2.775 2.713 2.769 +0.056 244 1,249 +20
Sep11 110712 2.640 2.670 2.640 2.664 +0.059 96 1,708 +25
Oct11 110712 2.552 2.563 2.545 2.556 +0.054 60 1,314 +15
Nov11 110712 2.445 2.490 2.445 2.484 +0.052 17 900 +2
Dec11 110712 2.440 2.475 2.432 2.456 +0.057 41 1,313 -1
Jan12 110712 2.395 2.428 2.395 2.419 +0.062 33 569 +1
Feb12 110712 2.419 2.419 2.417 2.419 +0.053 28 276 +1
Total Volume and Open Interest 671 8,908 +133
WTI Crude Oil(ICE
Aug11 110712 94.96 97.49 93.55 97.43 +2.28 93,873 56,611 -3,373
Sep11 110712 95.48 97.92 94.01 97.85 +2.23 44,284 64,119 +2,965
Oct11 110712 95.81 98.35 94.47 98.27 +2.16 17,016 35,568 +1,670
Nov11 110712 95.68 98.79 95.07 98.74 +2.10 11,638 24,562 +662
Dec11 110712 96.41 99.27 95.55 99.24 +2.05 23,152 89,449 +751
Jan12 110712 97.08 99.71 96.20 99.71 +2.00 4,038 17,854 -851
Feb12 110712 96.70 100.12 96.70 100.12 +1.92 1,999 5,673 -174
Mar12 110712 97.15 100.51 97.15 100.51 +1.87 1,895 13,871 -79
Apr12 110712 98.60 100.85 98.49 100.85 +1.81 711 4,487 +157
May12 110712 101.15 101.15 101.15 101.15 +1.74 383 3,013 -4
Jun12 110712 99.16 101.45 99.16 101.43 +1.68 2,873 27,517 -202
Jul12 110712 101.69 101.69 101.69 101.69 +1.64 200 4,362 +9
Aug12 110712 101.88 101.88 101.88 101.88 +1.62 12 1,271 -5
Sep12 110712 102.04 102.04 102.04 102.04 +1.59 23 5,029 -10
Oct12 110712 102.22 102.22 102.22 102.22 +1.57 2 527 +0
Nov12 110712 102.43 102.43 102.43 102.43 +1.54 1 2,572 +0
Total Volume and Open Interest 213,730 473,341 +1,336
US Dollar Index(ICE)
Sep11 110712 76.395 77.175 76.085 76.235 -0.140 32,099 45,693 +631
Dec11 110712 76.980 77.420 76.660 76.675 -0.130 11 531 -1
Mar12 110712 77.175 77.175 77.175 77.175 -0.130 0 1 +0
Total Volume and Open Interest 32,110 46,225 +630
Australian Dollar(CME)
Sep11 110712 105.68 105.72 104.35 105.39 -0.12 114,141 128,215 +148
Dec11 110712 104.24 104.36 103.30 104.26 -0.10 45 331 +4
Mar12 110712 103.18 103.26 103.18 103.18 -0.08 0 2 +0
Total Volume and Open Interest 114,186 128,551 +152
British Pound(CME)
Sep11 110712 159.01 159.38 157.68 159.24 +0.30 134,967 112,771 -10,392
Dec11 110712 158.69 159.25 158.02 159.10 +0.31 39 253 +20
Mar12 110712 158.95 158.95 158.63 158.95 +0.32 0 2 +0
Total Volume and Open Interest 135,006 113,032 -10,372
Canadian Dollar(CME)
Sep11 110712 103.07 103.71 102.08 103.58 +0.47 90,475 102,013 -1,630
Dec11 110712 102.75 103.46 101.95 103.36 +0.45 139 3,818 +13
Mar12 110712 102.50 103.31 102.50 103.16 +0.47 3 551 +3
Jun12 110712 102.93 102.93 102.44 102.93 +0.49 2 255 +1
Total Volume and Open Interest 90,619 106,771 -1,613
Japanese Yen(CME)
Sep11 110712 124.68 126.39 124.48 126.00 +1.18 133,170 101,182 +5,100
Dec11 110712 124.68 126.43 124.68 126.14 +1.19 115 406 +16
Mar12 110712 125.57 126.34 125.14 126.34 +1.20 1 43 +0
Total Volume and Open Interest 133,286 101,647 +5,116
Swiss Franc(CME)
Sep11 110712 119.70 120.80 119.10 120.56 +0.75 60,100 46,468 -75
Dec11 110712 119.43 120.69 119.43 120.69 +0.75 20 164 +3
Mar12 110712 120.86 120.86 120.10 120.86 +0.76 0 2 +0
Total Volume and Open Interest 60,120 46,637 -72
EuroFX(CME)
Sep11 110712 140.19 140.37 138.11 140.00 +0.04 369,874 182,579 -4,802
Dec11 110712 139.83 139.87 137.94 139.68 +0.05 181 532 +42
Mar12 110712 138.30 139.36 138.30 139.36 +0.06 5 362 +0
Total Volume and Open Interest 370,060 184,304 -4,760
Mexican Peso(CME)
Jul11 110712 850.5 851.2 850.5 850.5 -0.8      
Aug11 110712 848.5 849.2 848.5 848.5 -0.8      
Total Volume and Open Interest 42,209 146,512 +6,475
30-Year T-Bonds(CBOT)
Sep11 110712 126~040 127~150 126~000 126~150 +0~090 386,178 605,543 +13,652
Dec11 110712 124~210 125~290 124~200 124~310 +0~090 857 1,204 +614
Mar12 110712 123~170 123~170 123~080 123~170 +0~090      
Total Volume and Open Interest 387,035 606,747 +14,266
10-Year T-Notes(CBOT)
Sep11 110712 124~150 125~120 124~115 124~200 +0~025 1,756,412 1,765,719 +37,669
Dec11 110712 122~315 123~270 122~300 123~050 +0~030 1,401 14,685 +333
Mar12 110712 122~050 122~050 122~020 122~050 +0~030      
Total Volume and Open Interest 1,757,813 1,780,404 +38,002
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 110712 119~058 119~058 119~055 119~058 +0~003 0 5 +0
Mar12 110712 118~082 118~082 118~079 118~082 +0~003      
Total Volume and Open Interest 940,743 1,485,921 +16,243
2 Year T-Notes(CBOT)
Sep11 110712 109~116 109~122 109~108 109~113 -0~003 266,874 980,625 +4,461
Dec11 110712 109~082 109~082 109~082 109~082 unch 0 31 +0
Mar12 110712 109~020 109~020 109~020 109~020 unch      
Total Volume and Open Interest 266,874 980,656 +4,461
Eurodollars(CME)
Sep11 110712 99.590 99.600 99.540 99.590 unch 207,448 1,213,277 +4,083
Dec11 110712 99.515 99.520 99.440 99.490 -0.020 324,086 1,271,262 +14,500
Mar12 110712 99.480 99.485 99.415 99.460 -0.015 379,604 1,536,973 +9,012
Jun12 110712 99.420 99.420 99.370 99.400 -0.015 339,384 1,408,701 +7,819
Sep12 110712 99.295 99.300 99.260 99.290 -0.010 395,712 1,045,871 -4,092
Dec12 110712 99.115 99.125 99.080 99.115 -0.010 344,308 682,860 +37,185
Mar13 110712 98.925 98.960 98.890 98.935 +0.005 272,831 532,760 +14,831
Jun13 110712 98.715 98.770 98.680 98.725 +0.010 225,033 354,077 +6,685
Sep13 110712 98.485 98.565 98.450 98.505 +0.015 226,656 371,276 +17,938
Dec13 110712 98.225 98.320 98.195 98.250 +0.020 144,599 279,969 +4,914
Mar14 110712 97.965 98.085 97.940 97.995 +0.020 100,834 249,849 +3,727
Jun14 110712 97.690 97.835 97.675 97.730 +0.020 77,344 184,972 +2,986
Sep14 110712 97.430 97.585 97.420 97.475 +0.025 43,788 91,556 +252
Dec14 110712 97.180 97.340 97.165 97.220 +0.030 35,070 101,617 +2,519
Mar15 110712 96.940 97.115 96.935 96.990 +0.030 27,930 83,822 +132
Jun15 110712 4.965 5.130 4.960 5.010 +0.030 25,606 70,854 +739
Sep15 110712 4.755 4.915 4.745 4.795 +0.030 13,658 55,745 -537
Dec15 110712 4.570 4.715 4.545 4.585 +0.030 16,908 47,533 +1,050
Total Volume and Open Interest 3,248,419 9,915,709 +131,239
30 Day Federal Funds(CBOT)
Jul11 110712 99.920 99.923 99.920 99.920 unch 2,008 68,669 +312
Aug11 110712 99.900 99.905 99.895 99.900 +0.005 2,272 55,613 -460
Sep11 110712 99.885 99.890 99.875 99.880 unch 4,797 47,442 +1,783
Oct11 110712 99.875 99.880 99.860 99.870 -0.005 3,052 51,087 +48
Nov11 110712 99.875 99.880 99.855 99.860 -0.010 4,967 47,523 +638
Dec11 110712 99.875 99.875 99.845 99.850 -0.015 8,328 54,062 +2,050
Total Volume and Open Interest 77,877 742,464 +14,223
30 Day Fed Funds(e-CBOT)
3-Mth Euro-Yen(CME)
Sep11 110712 99.662 99.662 99.662 99.662 -0.003 1 52 +1
Dec11 110712 99.660 99.660 99.660 99.660 -0.002 0 75 +0
Mar12 110712 99.652 99.652 99.652 99.652 -0.003      
Jun12 110712 99.645 99.645 99.645 99.645 unch      
Sep12 110712 99.580 99.580 99.580 99.580 unch      
Dec12 110712 99.610 99.610 99.610 99.610 unch      
Mar13 110712 99.610 99.610 99.610 99.610 unch      
Jun13 110712 99.565 99.565 99.565 99.565 unch      
Sep13 110712 99.425 99.425 99.425 99.425 unch      
Dec13 110712 99.285 99.285 99.285 99.285 unch      
Total Volume and Open Interest 1 127 +1
3-Mth Euro-Yen(SGX)
Sep11 110712 99.66 99.66 99.66 99.66 0.00 0 1,333 +0
Dec11 110712 99.66 99.66 99.66 99.66 0.00 0 1,392 +0
Mar12 110712 99.65 99.65 99.65 99.65 0.00 10 1,823 +0
Jun12 110712 99.65 99.65 99.64 99.64 unch 0 1,494 +0
Sep12 110712 99.58 99.58 99.58 99.58 unch 0 411 +0
Dec12 110712 99.61 99.61 99.61 99.61 unch 0 24 +0
Mar13 110712 99.61 99.61 99.61 99.61 unch 0 1 +0
Jun13 110712 99.57 99.57 99.57 99.57 unch      
Total Volume and Open Interest 10 6,478 +0
Japanese Gov't Bonds(SGX)
Sep11 110712 141.13 141.76 141.13 141.63 +0.54 1,287 22,534 +0
Dec11 110712 141.18 141.18 141.18 141.18 +0.54 0 2 +0
Mar12 110712 139.09 139.09 139.09 139.09 +0.54      
Total Volume and Open Interest 1,313 22,055 -481
Euro-Bund(EUREX)
Sep11 110712 129.27 130.91 128.59 128.89 -0.25 1,172,025 959,214 +21,050
Dec11 110712 127.83 129.52 127.37 127.59 -0.26 534 291 +2
Mar12 110712 127.57 127.57 127.57 127.57 -0.25      
Total Volume and Open Interest 1,172,559 959,505 +21,052
Euro-Bobl(EUREX)
Sep11 110712 119.04 120.04 118.43 118.68 -0.23 683,346 736,059 +3,076
Dec11 110712 117.71 117.71 117.71 117.71 -0.25 17 676 -1
Mar12 110712 117.71 117.71 117.71 117.71 -0.25      
Total Volume and Open Interest 683,363 736,735 +3,075
3-Mth Euribor(EUREX)
Sep11 110712 98.355 98.355 98.325 98.340 +0.025 330 1,890 -103
Dec11 110712 98.325 98.340 98.295 98.295 +0.025 11 1,386 -10
Mar12 110712 98.330 98.330 98.240 98.270 +0.020 0 839 +0
Total Volume and Open Interest 350 6,715 -113
Long Gilt(LIFFE)
Sep11 110629 121~06 121~06 120~12 120~22 -0~23 84,026 359,346 -16
Dec11 110712 121~23 121~23 121~23 121~23 -0~02      
Total Volume and Open Interest 132,817 368,117 -2,684
3-Mth Short Sterling(LIFFE)
Sep11 110712 99.08 99.09 99.04 99.08 unch 43,712 456,283 +16,204
Dec11 110712 99.03 99.06 99.00 99.04 unch 62,162 502,162 +7,764
Mar12 110712 99.00 99.05 98.97 99.01 +0.02 74,334 477,322 +6,499
Jun12 110712 98.91 99.00 98.91 98.95 +0.02 92,030 321,682 +3,636
Sep12 110712 98.86 98.93 98.81 98.85 +0.02 103,035 312,069 +13,806
Dec12 110712 98.71 98.80 98.66 98.70 +0.02 75,072 272,564 -838
Total Volume and Open Interest 552,617 2,729,049 +55,919
3-Mth Euribor(LIFFE)
Sep11 110712 98.300 98.395 98.300 98.340 +0.025 129,555 674,276 -17,807
Dec11 110712 98.275 98.395 98.260 98.295 +0.025 185,444 557,931 +19,859
Mar12 110712 98.260 98.415 98.230 98.270 +0.020 164,879 501,038 -4,166
Total Volume and Open Interest 1,084,029 3,474,148 +25,475
3-Mth Aus T-Bills(SFE)
Sep11 110712 95.18 95.31 95.17 95.28 +0.10 34,293 226,951 -8,311
Dec11 110712 95.21 95.37 95.21 95.36 +0.15 32,839 249,693 +1,644
Mar12 110712 95.21 95.38 95.20 95.37 +0.17 16,209 134,295 +3,160
Jun12 110712 95.15 95.34 95.15 95.34 +0.20 4,493 84,775 +613
Sep12 110712 95.08 95.28 95.08 95.28 +0.21 1,360 53,628 -262
Dec12 110712 95.02 95.21 95.01 95.21 +0.21 817 33,429 +173
Mar13 110712 95.00 95.14 95.00 95.14 +0.20 415 27,467 +124
Jun13 110712 94.94 95.06 94.94 95.06 +0.19 200 10,411 +195
Sep13 110712 94.89 95.00 94.89 95.00 +0.18 0 2,033 +0
Dec13 110712 94.94 94.94 94.94 94.94 +0.18 0 1,417 +0
Total Volume and Open Interest 90,626 824,265 -2,664
10-Year Aus T-Bonds(SFE)
Sep11 110712 94.89 95.06 94.89 95.05 +0.16 61,622 395,077 +9,267
Dec11 110712 95.05 95.05 95.05 95.05 +0.16      
Total Volume and Open Interest 61,622 395,077 +9,267
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 110712 95.55 95.55 95.55 95.55 +0.18      
Total Volume and Open Interest 168,098 633,387 +24,273
Gold(CMX)
Aug11 110712 1554.8 1574.3 1541.1 1562.3 +13.1 159,728 286,401 -1,975
Oct11 110712 1553.6 1574.4 1542.3 1563.3 +13.1 775 13,869 +236
Dec11 110712 1555.7 1576.0 1543.3 1564.4 +13.1 29,679 105,010 +11,933
Feb12 110712 1557.1 1575.5 1545.4 1565.8 +13.2 579 10,415 -120
Apr12 110712 1550.7 1579.1 1550.7 1567.4 +13.3 173 6,459 +9
Jun12 110712 1560.0 1576.0 1551.3 1569.0 +13.3 21 13,940 -19
Aug12 110712 1555.7 1570.8 1555.7 1570.8 +13.3 35 4,609 +14
Oct12 110712 1563.5 1573.0 1563.5 1573.0 +13.3 0 4,109 +0
Dec12 110712 1566.1 1576.3 1554.1 1575.4 +13.3 148 11,360 +80
Feb13 110712 1578.4 1587.1 1578.4 1578.4 +13.4 251 1,175 +226
Apr13 110712 1581.9 1581.9 1581.9 1581.9 +13.4 0 201 +0
Jun13 110712 1585.9 1585.9 1585.9 1585.9 +13.3 201 10,793 +176
Total Volume and Open Interest 194,143 506,284 +12,788
Silver(CMX)
Jul11 110712 3584.5 3639.0 3485.0 3562.9 -6.0 280 715 -47
Sep11 110712 3582.0 3645.0 3481.0 3563.4 -6.4 44,291 56,728 +420
Dec11 110712 3581.5 3643.5 3484.0 3565.0 -6.4 1,634 26,119 +277
Mar12 110712 3559.5 3638.0 3558.0 3564.2 -6.2 89 5,147 +21
May12 110712 3563.2 3563.2 3563.2 3563.2 -6.3 10 1,538 +0
Jul12 110712 3561.5 3562.6 3561.5 3562.6 -6.4 21 1,751 -10
Sep12 110712 3561.1 3609.5 3561.1 3561.1 -6.5 4 204 +2
Total Volume and Open Interest 46,720 111,206 +667
Platinum(NYMEX)
Jul11 110712 1719.1 1734.4 1717.7 1734.4 +8.4 2 49 -9
Oct11 110712 1731.9 1744.1 1710.5 1736.3 +8.0 5,097 30,159 -927
Jan12 110712 1737.0 1746.0 1737.0 1739.6 +7.9 31 965 +24
Apr12 110712 1742.0 1742.0 1742.0 1742.0 +7.9 1 80 +0
Total Volume and Open Interest 5,131 31,264 -912
Palladium(NYMEX)
Sep11 110712 769.00 771.60 747.75 767.45 unch 2,701 19,591 +82
Dec11 110712 765.55 768.55 749.00 768.55 unch 88 761 +25
Mar12 110712 114.39 114.39 114.39 114.39 unch 0 49 +0
Total Volume and Open Interest 2,789 20,401 +107
Copper(CMX)
Jul11 110712 435.10 438.65 431.10 438.15 +2.30 504 3,920 -250
Sep11 110712 437.40 440.85 431.45 439.15 +2.35 40,937 88,410 +166
Dec11 110712 438.50 442.00 433.05 440.75 +2.40 2,209 30,710 +532
Mar12 110712 439.45 442.25 439.45 441.80 +2.40 281 11,192 +13
May12 110712 436.50 441.85 436.50 441.85 +2.50 48 1,884 +34
Total Volume and Open Interest 44,781 143,893 +727
DJIA Index(CBOT)
Sep11 110712 12485 12515 12326 12413 -76 560 8,998 +24
Dec11 110712 12343 12419 12343 12343 -76 0 85 +0
Mar12 110712 12274 12350 12274 12274 -76      
Jun12 110712 12204 12280 12204 12204 -76      
Total Volume and Open Interest 560 9,083 +24
Mini DJIA Index(CBOT)
Sep11 110712 12485 12516 12319 12413 -76 122,904 107,135 +3,779
Dec11 110712 12393 12440 12263 12343 -76 114 396 +44
Mar12 110712 12274 12274 12274 12274 -76 0 11 +0
Jun12 110712 12204 12204 12204 12204 -76      
Total Volume and Open Interest 123,018 107,542 +3,823
S & P 500(CME)
Sep11 110712 1318.10 1323.30 1295.30 1310.70 -7.90 14,306 262,351 +1,253
Dec11 110712 1314.50 1316.20 1303.70 1305.30 -7.90 0 10,521 -2
Mar12 110712 1299.80 1310.70 1298.20 1299.80 -7.90 0 26 +0
Jun12 110712 1294.80 1305.70 1293.20 1294.80 -7.90 0 5 +0
Total Volume and Open Interest 14,306 272,903 +1,251
S & P 500 E-Mini(Globex)
Sep11 110712 1318.00 1323.25 1295.25 1310.75 -7.75 2,253,551 2,525,676 +23,205
Dec11 110712 1311.50 1316.50 1290.25 1305.25 -8.00 894 9,803 +451
Total Volume and Open Interest 2,254,445 2,535,669 +23,656
NASDAQ 100(CME)
Sep11 110712 2365.00 2366.00 2330.50 2344.50 -22.50 4,040 14,042 +1,941
Dec11 110712 2339.00 2339.00 2335.00 2339.00 -22.50 0 2 +0
Mar12 110712 2336.50 2336.50 2333.50 2336.50 -22.50      
Total Volume and Open Interest 4,040 14,044 +1,941
NASDAQ 100 E-Mini(Globex)
Sep11 110712 2365.80 2366.50 2330.50 2344.50 -22.50 283,491 337,636 +20,810
Dec11 110712 2349.00 2359.80 2325.80 2339.00 -22.50 128 133 -10
Total Volume and Open Interest 283,619 337,769 +20,800
S & P Midcap 400(CME)
Sep11 110712 980.00 984.00 977.00 978.40 -5.10 73 1,266 +73
Dec11 110712 977.10 977.10 975.70 977.10 -5.10      
Mar12 110712 975.40 975.40 974.00 975.40 -5.10      
Total Volume and Open Interest 73 1,266 +73
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Sep11 110630 9865 9940 9805 9900 +220 11,736 31,666 +3,008
Dec11 110712 9810 9905 9810 9810 -95 1 1 +0
Total Volume and Open Interest 10,877 37,282 +824
Nikkei 225(SGX)
Sep11 110712 10050 10060 9870 9885 -185 67,778 183,673 +0
Dec11 110712 9900 9900 9830 9830 -310 1 8,206 +0
Mar12 110712 9825 9825 9825 9825 -180 0 10 +0
Total Volume and Open Interest 94,921 207,895 -2,676
CAC 40(EURONEXT)
Jul11 110712 3755.5 3789.5 3663.0 3773.5 -37.5 147,650 366,911 +4,498
Aug11 110712 3757.0 3792.5 3669.0 3778.0 -37.0 1,310 3,692 +740
Sep11 110712 3756.0 3789.0 3682.0 3776.5 -37.5 758 21,482 +216
Total Volume and Open Interest 149,719 392,117 +5,455
Hang Seng Index(HKFE)
Jul11 110712 22092 22098 21544 21575 -795 66,344 87,596 +350
Aug11 110712 22013 22054 21510 21538 -791 834 1,071 +220
Sep11 110712 21939 21960 21430 21446 -793 230 3,078 -3
Total Volume and Open Interest 67,468 95,481 +571
DAX(EUREX)
Sep11 110712 7163.0 7225.0 7014.5 7195.0 -60.0 149,262 150,979 +2,106
Dec11 110712 7200.0 7250.0 7052.5 7223.5 -60.0 839 8,310 +49
Mar12 110712 7243.0 7259.5 7084.5 7254.5 -60.0 91 284 -20
Total Volume and Open Interest 150,192 159,573 +2,135
FT-SE 100(EURONEXT)
Sep11 110712 5889.00 5889.00 5754.00 5839.50 -53.00 126,343 688,741 +1,658
Dec11 110712 5761.50 5816.00 5761.00 5816.00 -53.50 2 802 -1
Mar12 110712 5779.50 5779.50 5779.50 5779.50 -53.00 0 170 +0
Total Volume and Open Interest 126,345 689,733 +1,657
SPI 200(SFE)
Sep11 110712 4552.0 4557.0 4459.0 4466.0 -94.0 29,063 184,115 +14
Dec11 110712 4536.0 4536.0 4484.0 4484.0 -95.0 57 4,642 +10
Mar12 110712 4470.0 4470.0 4470.0 4470.0 -95.0 2 1,630 +2
Total Volume and Open Interest 29,187 193,989 +7
GSCI(CME)
Jul11 110712 19.64 33.64 18.64 33.64 +8.00 1,588 8,951 -1,276
Aug11 110712 23.94 34.84 19.64 34.69 +8.05 1,337 1,454 +1,332
Sep11 110712 35.74 35.84 20.64 35.74 +8.10      
Total Volume and Open Interest 2,925 10,405 +56
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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