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 Wed July 13, 2011
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jul11 110713 1363.00 1392.75 1361.00 1387.00 +20.50 2,098 1,958 -1,156
Aug11 110713 1353.50 1382.50 1353.00 1374.75 +19.25 18,740 64,867 +306
Sep11 110713 1352.50 1381.75 1351.75 1374.75 +19.75 8,159 32,327 +1,044
Nov11 110713 1356.75 1387.00 1355.00 1379.75 +21.50 68,101 290,676 +228
Jan12 110713 1367.00 1396.00 1367.00 1389.50 +21.00 8,873 46,226 +1,835
Mar12 110713 1369.00 1396.25 1368.25 1391.25 +19.75 3,138 21,173 -61
May12 110713 1369.00 1390.00 1369.00 1384.25 +14.25 2,704 27,541 +422
Total Volume and Open Interest 113,464 518,621 +2,998
Soybean Meal(CBOT)
Jul11 110713 352.20 355.00 352.00 353.20 +4.70 1,056 630 -389
Aug11 110713 350.80 355.70 342.50 354.60 +4.70 16,134 39,342 -1,936
Sep11 110713 351.10 357.20 351.00 356.00 +5.00 5,716 28,049 +250
Oct11 110713 352.90 358.30 352.50 356.90 +4.60 3,148 15,426 -762
Dec11 110713 354.90 361.30 354.40 360.40 +5.50 24,570 71,023 -1,493
Jan12 110713 356.60 362.30 356.20 361.60 +5.20 991 6,776 +21
Mar12 110713 359.60 362.60 358.50 362.00 +4.40 954 5,420 +229
May12 110713 359.20 361.90 357.10 359.90 +2.90 1,584 7,097 +225
Total Volume and Open Interest 54,647 179,192 -3,772
Soybean Oil(CBOT)
Jul11 110713 57.10 57.70 56.90 57.45 +1.15 1,806 978 -1,936
Aug11 110713 56.40 57.95 56.40 57.55 +1.15 13,115 39,762 -1,074
Sep11 110713 56.70 58.19 56.61 57.78 +1.19 7,010 36,584 -287
Oct11 110713 56.80 58.41 56.80 58.02 +1.19 1,723 17,498 -79
Dec11 110713 57.35 58.93 57.31 58.53 +1.21 34,069 146,852 -941
Jan12 110713 57.75 59.20 57.69 58.84 +1.21 2,761 17,408 +1,175
Mar12 110713 58.05 59.44 57.94 59.14 +1.20 561 12,522 +163
May12 110713 58.60 59.65 58.09 59.28 +1.19 931 6,792 +279
Total Volume and Open Interest 62,281 282,950 -2,721
Canola(WCE)
Jul11 110713 587.8 587.8 587.8 587.8 +4.8      
Nov11 110713 562.1 576.9 562.1 572.8 +4.8 9,774 116,316 -1,457
Jan12 110713 573.5 584.9 573.0 581.0 +5.1 1,042 14,793 +169
Mar12 110713 579.1 589.6 578.4 586.4 +4.9 511 5,444 +241
May12 110713 582.2 593.0 581.6 590.7 +4.8 125 2,814 +120
Total Volume and Open Interest 11,454 143,191 -985
Corn(CBOT)
Jul11 110713 702.00 740.00 702.00 726.75 +29.75 3,074 3,496 -1,527
Sep11 110713 664.75 694.00 661.50 686.75 +22.75 52,293 379,351 -779
Dec11 110713 658.50 688.00 653.00 679.75 +21.75 113,159 485,248 +986
Mar12 110713 670.75 699.75 666.00 691.75 +21.00 16,778 112,102 +997
May12 110713 677.25 705.00 674.75 697.75 +20.25 3,410 25,218 -322
Jul12 110713 683.25 711.25 679.50 702.25 +20.25 6,541 70,246 -13
Total Volume and Open Interest 199,220 1,180,393 -330
Wheat(CBOT)
Jul11 110713 669.75 706.75 669.75 702.00 +39.25 288 154 -561
Sep11 110713 671.25 721.00 662.00 714.50 +42.50 36,182 175,952 -3,448
Dec11 110713 703.75 750.00 694.50 742.75 +37.50 17,939 142,785 +798
Mar12 110713 726.00 770.50 720.00 766.25 +36.50 4,320 40,851 +228
May12 110713 745.50 783.00 742.50 780.75 +34.25 1,416 9,259 -47
Total Volume and Open Interest 63,965 434,063 -2,737
Wheat(KCBT)
Jul11 110713 714.00 759.00 714.00 741.00 +27.25 301 269 -43
Sep11 110713 733.00 765.75 725.75 762.00 +29.00 9,041 75,105 -507
Dec11 110713 759.00 791.75 753.50 788.00 +28.25 4,642 55,968 -269
Mar12 110713 777.25 807.50 770.00 804.25 +28.00 2,259 14,682 +696
May12 110713 781.00 813.50 777.50 808.00 +29.00 948 3,143 +128
Total Volume and Open Interest 18,578 165,367 +246
Wheat(MGE)
Jul11 110713 821.25 821.25 821.25 821.25 +9.75 226 620 -203
Sep11 110713 794.50 822.50 784.75 820.75 +27.75 3,337 24,584 -7
Dec11 110713 801.25 826.75 792.50 822.25 +23.00 1,776 19,776 +25
Mar12 110713 812.00 839.00 804.75 834.00 +21.25 962 5,324 +350
May12 110713 816.00 839.25 807.25 837.50 +24.00 359 2,640 +154
Total Volume and Open Interest 7,131 60,020 +365
Oats(CBOT)
Jul11 110713 363.00 363.00 355.75 363.00 +7.25 0 2 -4
Sep11 110713 355.00 366.25 352.00 363.00 +7.25 162 4,076 +50
Dec11 110713 363.00 375.00 360.75 371.00 +8.00 198 7,400 +21
Mar12 110713 381.25 382.00 373.50 381.50 +8.00 0 787 +0
Total Volume and Open Interest 360 12,311 +67
Rough Rice(CBOT)
Jul11 110713 15.79 15.79 15.60 15.76 +0.40 128 290 -24
Sep11 110713 16.25 16.69 16.25 16.69 +0.50 962 10,224 +46
Nov11 110713 16.60 17.00 16.60 17.00 +0.50 298 5,221 +27
Jan12 110713 16.93 17.31 16.93 17.31 +0.50 58 419 +38
Total Volume and Open Interest 1,446 16,644 +87
Live Cattle(CME)
Aug11 110713 114.200 115.285 112.730 113.400 -0.635 32,138 97,757 -9,095
Oct11 110713 120.035 121.400 119.100 119.900 -0.050 29,023 104,494 +3,771
Dec11 110713 124.450 125.580 123.700 124.200 -0.335 12,555 75,994 +3,369
Feb12 110713 125.800 127.000 125.385 126.035 +0.035 3,972 27,774 +1,219
Apr12 110713 127.150 128.400 126.700 127.330 -0.020 1,735 13,540 +421
Jun12 110713 122.750 123.785 121.980 122.800 -0.100 310 4,899 +149
Total Volume and Open Interest 79,765 325,152 -149
Feeder Cattle(CME)
Aug11 110713 142.075 142.650 139.350 139.900 -2.135 4,236 18,432 -944
Sep11 110713 142.600 143.130 140.300 140.550 -2.135 2,349 8,968 +120
Oct11 110713 143.450 143.950 140.600 141.650 -1.950 2,103 7,267 +383
Nov11 110713 143.500 143.950 140.435 141.685 -1.750 545 4,286 +114
Jan12 110713 141.800 142.500 139.600 140.250 -1.850 243 1,799 +91
Mar12 110713 141.000 141.500 138.850 139.450 -2.000 48 335 +28
Apr12 110713 141.100 141.500 139.500 141.500 -1.000 9 119 +4
Total Volume and Open Interest 9,548 41,295 -189
Lean Hogs(CME)
Jul11 110713 95.285 95.750 95.285 95.600 +0.450 5,254 6,587 -973
Aug11 110713 98.350 99.950 97.830 99.285 +1.355 23,445 54,275 -3,637
Oct11 110713 92.535 93.885 92.100 93.230 +1.030 23,127 69,516 +4,342
Dec11 110713 89.800 90.600 89.500 89.900 +0.265 17,370 57,618 +2,992
Feb12 110713 90.930 91.500 90.680 91.500 +0.850 7,896 25,943 +961
Apr12 110713 91.680 92.400 91.650 92.250 +0.465 4,012 15,173 +1,363
May12 110713 95.200 95.550 95.000 95.500 +0.700 97 681 +61
Jun12 110713 97.250 97.800 97.000 97.800 +0.650 1,804 8,142 +838
Total Volume and Open Interest 83,919 242,355 +6,499
Class III Milk(CME)
Jul11 110701 20.53 20.55 20.40 20.51 -0.01 581 6,091 +126
Aug11 110713 19.19 19.58 19.05 19.39 +0.18 249 5,969 +47
Sep11 110713 18.56 18.97 18.53 18.90 +0.30 93 5,147 +2
Oct11 110713 17.95 18.30 17.95 18.25 +0.25 38 4,355 -5
Nov11 110713 17.44 17.65 17.42 17.60 +0.18 34 3,679 +6
Total Volume and Open Interest 918 33,730 +201
Cocoa(ICE)
Jul11 110713 3209 3215 3180 3180 +104 0 6 +0
Sep11 110713 3069 3186 3055 3170 +119 9,787 70,609 -1,030
Dec11 110713 3097 3208 3086 3196 +119 2,301 39,761 +493
Mar12 110713 3153 3245 3151 3244 +123 712 33,083 +87
May12 110713 3173 3244 3173 3244 +122 37 10,232 +2
Jul12 110713 3175 3247 3175 3247 +123 0 4,169 +0
Sep12 110713 3180 3252 3180 3251 +122 67 6,805 +42
Total Volume and Open Interest 12,909 171,855 -401
Coffee "C"(ICE)
Jul11 110713 257.80 262.80 257.80 262.80 +6.10 11 87 +0
Sep11 110713 258.70 266.20 258.25 263.95 +6.10 13,996 53,132 -881
Dec11 110713 261.90 269.65 261.90 267.60 +5.80 4,585 36,360 +714
Mar12 110713 265.00 271.85 264.95 270.00 +5.65 1,019 9,494 +188
May12 110713 265.00 272.75 265.00 271.00 +5.25 48 4,124 +16
Jul12 110713 269.65 271.80 269.15 270.25 +4.65 19 1,894 -13
Total Volume and Open Interest 19,685 107,981 +25
Orange Juice(ICE)
Sep11 110713 189.85 191.95 189.50 191.85 +2.55 1,082 25,764 -527
Nov11 110713 179.50 179.95 179.15 179.90 +0.80 62 6,127 -17
Jan12 110713 175.60 176.00 175.45 175.75 +0.55 16 1,303 +1
Mar12 110713 174.50 174.50 174.45 174.45 -0.05 14 270 +4
May12 110713 174.00 174.00 173.85 173.85 +0.35 2 181 +2
Jul12 110713 173.70 173.70 173.70 173.70 +0.45 0 106 +0
Total Volume and Open Interest 1,176 33,758 -1,058
Sugar #11(ICE)
Oct11 110713 30.50 31.33 30.00 30.24 -0.25 37,828 311,989 -982
Mar12 110713 29.21 29.86 28.81 29.06 -0.35 11,036 143,036 -736
May12 110713 27.60 27.95 27.08 27.34 -0.41 5,125 43,542 +88
Jul12 110713 26.05 26.42 25.72 25.91 -0.48 3,137 63,640 -48
Oct12 110713 25.05 25.34 24.64 24.85 -0.53 1,216 26,797 +240
Total Volume and Open Interest 59,079 626,809 -1,328
London Cocoa(LCE)
Jul11 110713 1922 1961 1911 1950 +41 9,971 19,885 -6,608
Sep11 110713 1946 2015 1935 1986 +50 13,448 63,646 +6,611
Dec11 110713 1967 2044 1967 2017 +52 2,332 41,110 -411
Mar12 110713 1991 2058 1985 2035 +53 1,000 38,163 -78
May12 110713 1996 2045 1996 2044 +53 872 13,396 -273
Jul12 110713 2011 2053 2004 2052 +53 1,177 4,326 +101
Sep12 110713 2014 2060 2014 2060 +53 655 4,077 +592
Total Volume and Open Interest 29,563 192,819 +40
London Sugar(LCE)
Oct11 110713 779.70 805.10 775.50 790.30 +11.00 2,682 22,861 +23
Dec11 110713 745.10 762.80 740.20 750.10 +4.10 347 6,181 -54
Mar12 110713 729.30 742.60 720.50 732.40 +1.60 220 7,661 -53
May12 110713 694.70 709.50 692.50 702.40 +3.40 1 2,996 +0
Aug12 110713 667.00 672.00 666.00 667.90 -6.20 12 1,577 +9
Total Volume and Open Interest 7,000 52,778 -1,379
Cotton(ICE)
Oct11 110713 107.00 111.59 106.65 110.35 +3.76 55 506 -6
Dec11 110713 104.75 108.85 104.44 108.46 +4.07 5,828 100,622 -2,201
Mar12 110713 100.56 103.75 100.49 103.63 +3.75 1,840 21,271 +444
May12 110713 99.32 102.00 98.40 101.25 +3.65 696 4,795 +260
Jul12 110713 97.50 99.69 97.50 99.51 +3.47 470 6,471 +145
Oct12 110713 98.69 98.69 98.69 98.69 +4.15 0 3 +0
Total Volume and Open Interest 9,054 137,263 -1,264
Lumber(CME)
Jul11 110713 248.3 252.4 245.5 248.0 -0.9 208 318 -216
Sep11 110713 269.9 272.5 265.0 266.0 +1.0 944 5,956 -159
Nov11 110713 276.9 283.0 275.6 275.6 +0.6 286 2,163 +68
Jan12 110713 297.4 301.3 296.8 299.5 +2.6 159 622 +35
Total Volume and Open Interest 1,616 9,116 -254
Crude Oil(NYM)
Aug11 110713 96.72 99.21 96.53 98.05 +0.62 311,449 219,452 -22,193
Sep11 110713 97.13 99.61 96.95 98.49 +0.64 105,445 251,084 +21,846
Oct11 110713 97.56 100.02 97.40 98.90 +0.63 37,618 78,149 -1,698
Nov11 110713 98.07 100.40 97.87 99.36 +0.62 27,104 71,819 +1,140
Dec11 110713 98.39 100.94 98.38 99.87 +0.63 44,405 195,124 +4,580
Jan12 110713 99.64 101.38 98.99 100.36 +0.65 9,852 52,278 -752
Feb12 110713 99.66 101.67 99.30 100.81 +0.69 6,738 26,505 -672
Mar12 110713 100.88 101.61 99.98 101.22 +0.71 5,859 34,178 +985
Apr12 110713 100.52 101.76 100.25 101.58 +0.73 4,441 19,737 +13
May12 110713 101.37 102.75 101.37 101.92 +0.77 5,239 18,763 +604
Jun12 110713 101.10 103.00 100.83 102.22 +0.79 11,197 74,064 +878
Jul12 110713 101.94 102.73 101.68 102.49 +0.80 1,528 31,441 -160
Aug12 110713 102.70 102.70 102.70 102.70 +0.82 777 13,990 +147
Sep12 110713 103.15 103.15 102.26 102.87 +0.83 356 14,676 +2
Oct12 110713 103.05 103.05 103.05 103.05 +0.83 199 10,107 -9
Nov12 110713 103.27 103.27 103.27 103.27 +0.84 219 22,399 +31
Total Volume and Open Interest 594,115 1,535,098 +6,074
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 110713 97.025 99.625 97.000 98.500 +0.650 531 2,252 +109
Oct11 110713 97.850 99.450 97.625 98.900 +0.625 22 300 +2
Nov11 110713 98.425 99.825 98.425 99.350 +0.600 8 178 +1
Dec11 110713 99.350 100.750 98.925 99.875 +0.625 0 273 +0
Jan12 110713 100.350 100.350 100.350 100.350 +0.650 0 6 +0
Feb12 110713 100.800 100.800 100.800 100.800 +0.675 3 3 +0
Mar12 110713 101.225 101.225 101.225 101.225 +0.725 3 12 +1
Apr12 110713 101.575 101.575 101.575 101.575 +0.725      
Total Volume and Open Interest 9,096 6,324 -3
Heating Oil(NYM)
Aug11 110713 305.85 313.21 305.78 309.97 +1.21 48,952 72,402 -5,569
Sep11 110713 307.30 314.59 307.10 311.37 +1.38 24,392 52,999 +1,953
Oct11 110713 311.93 315.90 308.86 312.85 +1.47 11,098 31,705 +1,228
Nov11 110713 313.80 317.69 310.87 314.59 +1.52 4,767 24,464 +248
Dec11 110713 312.97 319.55 312.14 316.33 +1.58 10,489 32,897 -1,726
Jan12 110713 315.02 320.75 315.02 317.91 +1.63 2,816 24,040 +521
Feb12 110713 314.89 320.29 314.89 318.18 +1.62 1,642 9,673 +131
Mar12 110713 314.10 317.44 314.10 317.44 +1.63 812 7,360 +238
Apr12 110713 314.12 317.44 314.12 315.55 +1.64 270 3,677 -2
May12 110713 313.66 313.66 313.66 313.66 +1.67 1,225 3,359 +634
Jun12 110713 311.35 314.56 311.35 312.71 +1.72 789 20,903 -54
Jul12 110713 313.21 313.21 313.21 313.21 +1.67 0 2,032 +0
Total Volume and Open Interest 107,407 297,088 -2,391
Gasoline(NYMEX)
Aug11 110713 308.74 317.50 308.06 315.16 +5.34 44,681 66,437 -2,273
Sep11 110713 303.50 310.98 302.68 308.72 +4.16 24,767 54,467 +1,885
Oct11 110713 289.35 295.69 288.59 293.94 +3.22 9,593 26,368 +698
Nov11 110713 285.89 292.11 285.20 290.03 +2.92 5,775 14,433 -24
Dec11 110713 284.50 290.91 283.45 288.53 +2.65 6,067 29,934 -5
Jan12 110713 288.12 290.47 283.84 288.88 +2.53 1,532 9,441 +33
Feb12 110713 285.46 290.75 285.40 290.18 +2.32 602 5,378 +41
Mar12 110713 292.76 292.76 291.90 291.90 +2.25 471 6,734 +136
Apr12 110713 303.64 303.64 302.04 303.01 +2.16 142 4,574 +11
May12 110713 303.25 303.48 302.75 303.10 +2.18 339 1,956 +63
Total Volume and Open Interest 94,384 237,752 +825
e-miNY RBOB Gasoline(NYM)
Aug11 110713 315.20 315.20 315.16 315.20 +5.40 0 3 +0
Sep11 110713 308.70 308.72 308.70 308.70 +4.10      
Oct11 110713 293.90 293.94 293.90 293.90 +3.20 0 1 +0
Nov11 110713 290.00 290.03 290.00 290.00 +2.90      
Total Volume and Open Interest 0 6 +0
Natural Gas(NYM)
Aug11 110713 4.320 4.418 4.313 4.403 +0.070 115,253 143,109 -9,461
Sep11 110713 4.304 4.400 4.293 4.387 +0.075 48,449 209,186 +2,941
Oct11 110713 4.322 4.422 4.319 4.411 +0.076 40,717 133,878 +5,370
Nov11 110713 4.471 4.551 4.449 4.540 +0.067 25,979 95,819 +1,538
Dec11 110713 4.673 4.745 4.651 4.737 +0.062 12,041 42,401 -586
Jan12 110713 4.778 4.850 4.753 4.845 +0.062 16,102 100,993 +1,831
Feb12 110713 4.778 4.845 4.778 4.843 +0.061 1,325 23,194 -165
Mar12 110713 4.750 4.804 4.750 4.796 +0.055 3,693 48,880 +367
Apr12 110713 4.645 4.709 4.645 4.706 +0.052 4,827 45,815 +132
May12 110713 4.705 4.732 4.701 4.729 +0.051 522 10,115 -71
Jun12 110713 4.711 4.766 4.704 4.761 +0.050 1,183 11,425 -98
Jul12 110713 4.795 4.805 4.773 4.803 +0.049 541 9,418 -51
Aug12 110713 4.812 4.832 4.812 4.832 +0.048 585 8,172 +220
Sep12 110713 4.845 4.845 4.833 4.841 +0.048 81 6,926 -7
Oct12 110713 4.873 4.885 4.855 4.882 +0.048 1,548 31,509 +629
Nov12 110713 5.025 5.028 5.019 5.027 +0.044 842 4,935 +47
Total Volume and Open Interest 275,474 1,002,898 +2,979
Brent Crude Oil(ICE)
Aug11 110713 116.95 119.86 116.71 118.78 +1.03 179,635 73,558 -21,373
Sep11 110713 116.40 118.88 115.78 117.85 +0.91 157,171 206,235 +6,616
Oct11 110713 116.44 118.84 115.83 117.84 +0.92 58,584 89,152 +1,776
Nov11 110713 116.63 119.00 116.09 117.97 +0.91 24,901 41,170 -172
Dec11 110713 116.59 119.10 116.12 118.05 +0.89 49,029 99,172 +1,798
Jan12 110713 116.94 118.88 116.39 118.07 +0.89 9,373 22,689 +653
Feb12 110713 116.94 118.82 116.27 118.04 +0.91 5,408 17,929 -29
Mar12 110713 117.06 118.75 116.32 118.00 +0.93 6,470 33,428 +882
Apr12 110713 117.40 118.68 116.37 117.97 +0.96 3,705 11,944 +265
May12 110713 117.90 117.90 117.90 117.90 +0.99 2,238 8,082 +23
Jun12 110713 116.81 118.51 116.32 117.81 +1.00 6,396 39,031 -1,198
Jul12 110713 117.73 117.73 117.73 117.73 +1.00 1,213 7,690 -23
Aug12 110713 117.60 117.60 117.60 117.60 +1.00 1,075 5,067 +256
Sep12 110713 117.43 117.43 117.43 117.43 +0.99 1,110 7,681 +306
Total Volume and Open Interest 525,781 810,816 -9,957
Gas Oil(ICE)
Aug11 110713 963.50 985.00 960.50 983.00 +16.00 145,777 125,242 -10,264
Sep11 110713 967.25 987.50 963.00 985.25 +15.75 66,081 116,372 +8,620
Oct11 110713 969.50 989.50 967.25 987.50 +15.75 24,781 50,055 -394
Nov11 110713 972.50 991.00 969.25 989.00 +15.75 9,519 34,143 +1,010
Dec11 110713 973.00 992.75 970.50 990.75 +16.00 21,524 54,229 +365
Jan12 110713 976.75 994.75 975.75 992.75 +15.75 1,981 34,803 +15
Feb12 110713 977.75 995.50 976.75 993.50 +15.50 3,174 10,522 -299
Mar12 110713 978.75 994.25 978.25 994.25 +15.50 1,659 11,060 +73
Apr12 110713 981.00 996.00 981.00 994.25 +15.50 738 8,266 +68
May12 110713 984.25 995.25 980.75 993.50 +15.50 849 7,466 -204
Total Volume and Open Interest 347,415 567,716 -34,618
Ethanol(CBOT)
Jul11 110706 2.758 2.795 2.758 2.761 +0.027 42 209 -19
Aug11 110713 2.819 2.846 2.819 2.844 +0.075 300 1,192 -57
Sep11 110713 2.664 2.735 2.660 2.723 +0.059 318 1,726 +18
Oct11 110713 2.615 2.630 2.605 2.614 +0.058 192 1,376 +62
Nov11 110713 2.531 2.559 2.526 2.543 +0.059 168 946 +46
Dec11 110713 2.503 2.522 2.503 2.505 +0.049 114 1,285 -28
Jan12 110713 2.465 2.480 2.465 2.469 +0.050 37 580 +11
Feb12 110713 2.466 2.470 2.466 2.467 +0.048 18 282 +6
Total Volume and Open Interest 1,200 9,008 +100
WTI Crude Oil(ICE
Aug11 110713 96.95 99.20 96.53 98.05 +0.62 70,850 49,666 -6,945
Sep11 110713 97.44 99.61 96.96 98.49 +0.64 32,929 71,625 +7,506
Oct11 110713 97.71 100.00 97.39 98.90 +0.63 12,129 35,486 -82
Nov11 110713 98.88 100.44 97.89 99.36 +0.62 9,743 24,386 -176
Dec11 110713 99.38 100.92 98.37 99.87 +0.63 19,435 91,369 +1,920
Jan12 110713 99.85 101.30 99.01 100.36 +0.65 3,871 17,574 -280
Feb12 110713 100.29 101.75 99.61 100.81 +0.69 1,776 5,568 -105
Mar12 110713 100.67 101.84 99.87 101.22 +0.71 1,698 14,153 +282
Apr12 110713 101.08 101.87 100.29 101.58 +0.73 1,056 4,703 +216
May12 110713 101.92 101.92 101.92 101.92 +0.77 669 3,046 +33
Jun12 110713 101.65 103.02 101.10 102.22 +0.79 2,196 26,983 -534
Jul12 110713 102.49 102.49 102.49 102.49 +0.80 81 4,366 +4
Aug12 110713 102.70 102.70 102.70 102.70 +0.82 0 1,271 +0
Sep12 110713 102.87 102.87 102.87 102.87 +0.83 0 5,029 +0
Oct12 110713 103.05 103.05 103.05 103.05 +0.83 0 527 +0
Nov12 110713 103.27 103.27 103.27 103.27 +0.84 0 2,572 +0
Total Volume and Open Interest 163,209 475,746 +2,405
US Dollar Index(ICE)
Sep11 110713 76.395 76.455 75.370 75.548 -0.688 36,062 47,117 +1,424
Dec11 110713 76.650 76.790 75.875 76.007 -0.668 176 568 +37
Mar12 110713 76.507 76.507 76.507 76.507 -0.668 0 1 +0
Total Volume and Open Interest 36,238 47,686 +1,461
Australian Dollar(CME)
Sep11 110713 105.04 106.88 104.92 106.65 +1.26 110,412 125,931 -2,284
Dec11 110713 104.23 105.71 104.23 105.50 +1.24 24 333 +2
Mar12 110713 104.41 104.41 103.18 104.41 +1.23 0 2 +0
Total Volume and Open Interest 110,436 126,269 -2,282
British Pound(CME)
Sep11 110713 159.20 161.10 158.91 160.93 +1.69 118,428 120,173 +7,402
Dec11 110713 159.15 160.78 159.10 160.78 +1.68 102 246 -7
Mar12 110713 160.62 160.62 158.95 160.62 +1.67 0 2 +0
Total Volume and Open Interest 118,530 120,427 +7,395
Canadian Dollar(CME)
Sep11 110713 103.39 104.24 103.26 104.13 +0.55 77,710 103,797 +1,784
Dec11 110713 103.07 104.00 103.06 103.91 +0.55 123 3,853 +35
Mar12 110713 103.20 103.79 103.16 103.71 +0.55 46 572 +21
Jun12 110713 103.47 103.47 102.93 103.47 +0.54 1 255 +0
Total Volume and Open Interest 77,880 108,611 +1,840
Japanese Yen(CME)
Sep11 110713 126.44 126.82 125.72 126.66 +0.66 110,033 105,354 +4,172
Dec11 110713 126.52 126.89 125.93 126.79 +0.65 63 418 +12
Mar12 110713 126.42 126.97 126.34 126.97 +0.63 0 43 +0
Total Volume and Open Interest 110,096 105,831 +4,184
Swiss Franc(CME)
Sep11 110713 120.57 122.39 120.10 122.02 +1.46 49,760 47,328 +860
Dec11 110713 120.93 122.50 120.69 122.15 +1.46 11 167 +3
Mar12 110713 122.32 122.32 120.86 122.32 +1.46 0 2 +0
Total Volume and Open Interest 49,771 47,500 +863
EuroFX(CME)
Sep11 110713 139.42 141.65 139.23 141.17 +1.17 419,777 178,116 -4,463
Dec11 110713 139.03 141.29 139.03 140.81 +1.13 393 682 +150
Mar12 110713 139.60 140.48 139.36 140.48 +1.12 0 362 +0
Total Volume and Open Interest 420,176 179,997 -4,307
Mexican Peso(CME)
Jul11 110713 856.8 856.8 850.5 856.8 +6.2      
Aug11 110713 854.8 854.8 848.5 854.8 +6.2      
Total Volume and Open Interest 34,632 147,528 +1,016
30-Year T-Bonds(CBOT)
Sep11 110713 126~280 127~020 125~260 126~230 +0~080 315,964 616,836 +11,293
Dec11 110713 125~110 125~140 124~130 125~080 +0~090 292 1,270 +66
Mar12 110713 123~260 123~260 123~170 123~260 +0~090      
Total Volume and Open Interest 316,256 618,106 +11,359
10-Year T-Notes(CBOT)
Sep11 110713 124~280 124~300 124~070 124~255 +0~055 1,361,924 1,793,385 +27,666
Dec11 110713 122~295 123~150 122~290 123~105 +0~055 181 14,687 +2
Mar12 110713 122~105 122~105 122~050 122~105 +0~055      
Total Volume and Open Interest 1,362,105 1,808,072 +27,668
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 110713 119~073 119~073 119~058 119~073 +0~015 1 4 -1
Mar12 110713 118~097 118~097 118~082 118~097 +0~015      
Total Volume and Open Interest 686,308 1,495,556 +9,635
2 Year T-Notes(CBOT)
Sep11 110713 109~118 109~119 109~107 109~117 +0~004 261,300 994,017 +13,392
Dec11 110713 109~086 109~086 109~082 109~086 +0~004 0 31 +0
Mar12 110713 109~024 109~024 109~020 109~024 +0~004      
Total Volume and Open Interest 261,300 994,048 +13,392
Eurodollars(CME)
Sep11 110713 99.580 99.620 99.575 99.605 +0.015 492,958 1,241,507 +28,230
Dec11 110713 99.485 99.520 99.485 99.500 +0.010 430,249 1,296,249 +24,987
Mar12 110713 99.455 99.480 99.450 99.460 unch 346,904 1,537,773 +800
Jun12 110713 99.395 99.420 99.385 99.405 +0.005 265,170 1,409,616 +915
Sep12 110713 99.285 99.320 99.265 99.305 +0.015 244,129 1,061,777 +15,906
Dec12 110713 99.120 99.160 99.085 99.150 +0.035 217,878 712,105 +29,245
Mar13 110713 98.945 99.000 98.895 98.980 +0.045 201,953 557,955 +25,195
Jun13 110713 98.735 98.805 98.680 98.775 +0.050 149,688 364,254 +10,177
Sep13 110713 98.525 98.590 98.450 98.555 +0.050 172,706 401,430 +30,154
Dec13 110713 98.270 98.340 98.190 98.300 +0.050 107,756 283,205 +3,236
Mar14 110713 98.025 98.085 97.930 98.050 +0.055 72,782 247,095 -2,754
Jun14 110713 97.765 97.815 97.665 97.785 +0.055 58,673 188,345 +3,373
Sep14 110713 97.510 97.550 97.410 97.530 +0.055 33,189 92,904 +1,348
Dec14 110713 97.255 97.285 97.150 97.270 +0.050 28,345 104,029 +2,412
Mar15 110713 97.025 97.055 96.915 97.035 +0.045 21,501 86,120 +2,298
Jun15 110713 5.040 5.065 4.935 5.050 +0.040 19,119 71,904 +1,050
Sep15 110713 4.825 4.845 4.715 4.830 +0.035 8,415 56,472 +727
Dec15 110713 4.610 4.630 4.510 4.615 +0.030 9,909 46,766 -767
Total Volume and Open Interest      
30 Day Federal Funds(CBOT)
Jul11 110713 99.923 99.927 99.920 99.923 +0.003 1,109 68,841 +172
Aug11 110713 99.900 99.910 99.900 99.905 +0.005 3,020 56,527 +914
Sep11 110713 99.880 99.890 99.880 99.885 +0.005 3,435 46,917 -525
Oct11 110713 99.865 99.880 99.865 99.875 +0.005 7,328 52,018 +931
Nov11 110713 99.860 99.875 99.855 99.865 +0.005 8,336 50,337 +2,814
Dec11 110713 99.850 99.865 99.845 99.860 +0.010 8,045 56,077 +2,015
Total Volume and Open Interest 81,732 764,128 +21,664
30 Day Fed Funds(e-CBOT)
3-Mth Euro-Yen(CME)
Sep11 110713 99.662 99.662 99.662 99.662 unch 0 52 +0
Dec11 110713 99.660 99.660 99.660 99.660 unch 0 75 +0
Mar12 110713 99.652 99.652 99.652 99.652 unch      
Jun12 110713 99.645 99.645 99.645 99.645 unch      
Sep12 110713 99.580 99.580 99.580 99.580 unch      
Dec12 110713 99.610 99.610 99.610 99.610 unch      
Mar13 110713 99.610 99.610 99.610 99.610 unch      
Jun13 110713 99.565 99.565 99.565 99.565 unch      
Sep13 110713 99.425 99.425 99.425 99.425 unch      
Dec13 110713 99.285 99.285 99.285 99.285 unch      
Total Volume and Open Interest 0 127 +0
3-Mth Euro-Yen(SGX)
Sep11 110713 99.66 99.66 99.66 99.66 unch 0 1,332 -1
Dec11 110713 99.66 99.66 99.66 99.66 unch 0 1,392 +0
Mar12 110713 99.65 99.65 99.65 99.65 unch 10 1,823 +0
Jun12 110713 99.64 99.64 99.64 99.64 unch 20 1,474 -20
Sep12 110713 99.58 99.58 99.58 99.58 unch 0 411 +0
Dec12 110713 99.61 99.61 99.61 99.61 unch 0 24 +0
Mar13 110713 99.61 99.61 99.61 99.61 unch 0 1 +0
Jun13 110713 99.57 99.57 99.57 99.57 unch      
Total Volume and Open Interest 30 6,457 -21
Japanese Gov't Bonds(SGX)
Sep11 110712 141.13 141.76 141.13 141.63 +0.54 1,287 22,534 +0
Dec11 110713 140.96 140.96 140.96 140.96 -0.22 0 2 +0
Mar12 110713 138.87 138.87 138.87 138.87 -0.22      
Total Volume and Open Interest 2,322 22,366 +311
Euro-Bund(EUREX)
Sep11 110713 129.09 129.31 128.21 128.35 -0.54 1,419,462 928,263 -30,951
Dec11 110713 127.93 127.93 126.90 127.05 -0.54 94 317 +26
Mar12 110713 127.03 127.03 127.03 127.03 -0.54      
Total Volume and Open Interest 1,419,556 928,580 -30,925
Euro-Bobl(EUREX)
Sep11 110713 118.76 118.95 118.28 118.52 -0.16 809,249 745,857 +9,798
Dec11 110713 117.55 117.55 117.55 117.55 -0.16 24 696 +20
Mar12 110713 117.55 117.55 117.55 117.55 -0.16      
Total Volume and Open Interest 809,273 746,553 +9,818
3-Mth Euribor(EUREX)
Sep11 110713 98.330 98.330 98.330 98.330 -0.010 4 1,888 -2
Dec11 110713 98.295 98.295 98.295 98.295 unch 42 1,348 -38
Mar12 110713 98.295 98.295 98.280 98.280 +0.010 3 839 +0
Total Volume and Open Interest 206 6,829 +114
Long Gilt(LIFFE)
Sep11 110629 121~06 121~06 120~12 120~22 -0~23 84,026 359,346 -16
Dec11 110713 121~15 121~15 121~15 121~15 -0~08      
Total Volume and Open Interest 142,018 365,494 -2,623
3-Mth Short Sterling(LIFFE)
Sep11 110713 99.08 99.11 99.07 99.10 +0.02 95,843 445,299 -10,984
Dec11 110713 99.04 99.07 99.03 99.06 +0.02 100,871 507,304 +5,142
Mar12 110713 99.01 99.03 98.99 99.02 +0.01 105,186 481,621 +4,299
Jun12 110713 98.95 98.97 98.91 98.95 unch 130,999 325,908 +4,226
Sep12 110713 98.86 98.87 98.81 98.85 unch 133,166 329,691 +17,622
Dec12 110713 98.70 98.72 98.64 98.69 -0.01 76,284 277,757 +5,193
Total Volume and Open Interest 768,190 2,742,361 +13,312
3-Mth Euribor(LIFFE)
Sep11 110713 98.340 98.350 98.320 98.330 -0.010 231,211 708,321 +34,045
Dec11 110713 98.310 98.325 98.265 98.295 unch 265,934 556,095 -1,836
Mar12 110713 98.275 98.315 98.230 98.280 +0.010 249,407 494,696 -6,342
Total Volume and Open Interest 1,622,503 3,531,559 +57,411
3-Mth Aus T-Bills(SFE)
Sep11 110713 95.29 95.36 95.22 95.27 -0.01 61,171 247,852 +20,901
Dec11 110713 95.38 95.44 95.28 95.36 unch 57,240 249,623 -70
Mar12 110713 95.38 95.45 95.28 95.37 unch 37,436 139,202 +4,907
Jun12 110713 95.35 95.43 95.26 95.33 -0.01 11,413 83,901 -874
Sep12 110713 95.36 95.38 95.22 95.27 -0.01 4,127 51,764 -1,864
Dec12 110713 95.30 95.30 95.14 95.19 -0.02 3,894 32,575 -854
Mar13 110713 95.24 95.24 95.10 95.12 -0.02 2,449 27,788 +321
Jun13 110713 95.03 95.08 95.02 95.03 -0.03 532 10,420 +9
Sep13 110713 94.97 94.97 94.97 94.97 -0.03 101 1,992 -41
Dec13 110713 94.91 94.91 94.91 94.91 -0.03 0 1,417 +0
Total Volume and Open Interest 178,363 846,700 +22,435
10-Year Aus T-Bonds(SFE)
Sep11 110713 95.06 95.12 94.98 95.03 -0.02 82,136 399,241 +4,164
Dec11 110713 95.03 95.03 95.03 95.03 -0.02      
Total Volume and Open Interest 82,136 399,241 +4,164
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 110713 95.52 95.52 95.52 95.52 -0.03      
Total Volume and Open Interest 269,949 657,015 +23,628
Gold(CMX)
Aug11 110713 1568.0 1588.9 1564.6 1585.5 +23.2 147,083 287,058 +657
Oct11 110713 1568.8 1589.2 1566.3 1586.5 +23.2 923 13,644 -225
Dec11 110713 1570.0 1590.5 1567.0 1587.5 +23.1 11,760 107,712 +2,702
Feb12 110713 1571.6 1590.5 1569.4 1588.9 +23.1 535 10,406 -9
Apr12 110713 1577.3 1592.2 1577.3 1590.5 +23.1 164 6,465 +6
Jun12 110713 1574.0 1592.1 1573.3 1592.1 +23.1 341 14,107 +167
Aug12 110713 1582.5 1594.0 1582.5 1594.0 +23.2 5 4,613 +4
Oct12 110713 1596.3 1596.3 1596.3 1596.3 +23.3 0 4,109 +0
Dec12 110713 1582.1 1600.8 1579.8 1598.9 +23.5 366 11,275 -85
Feb13 110713 1604.0 1604.0 1601.9 1601.9 +23.5 180 1,355 +180
Apr13 110713 1605.3 1605.3 1605.3 1605.3 +23.4 25 201 +0
Jun13 110713 1609.2 1609.2 1609.2 1609.2 +23.3 112 10,855 +62
Total Volume and Open Interest 164,206 512,027 +5,743
Silver(CMX)
Jul11 110713 3614.0 3818.5 3613.0 3814.8 +251.9 310 735 +20
Sep11 110713 3616.5 3834.0 3601.5 3815.1 +251.7 56,772 57,609 +881
Dec11 110713 3616.0 3835.0 3610.0 3816.8 +251.8 980 26,657 +538
Mar12 110713 3623.0 3816.4 3623.0 3816.4 +252.2 34 5,163 +16
May12 110713 3815.4 3815.4 3815.4 3815.4 +252.2 1 1,537 -1
Jul12 110713 3764.0 3823.0 3764.0 3814.8 +252.2 27 1,742 -9
Sep12 110713 3819.5 3819.5 3788.0 3813.6 +252.5 2 205 +1
Total Volume and Open Interest 58,743 112,754 +1,548
Platinum(NYMEX)
Jul11 110713 1770.1 1770.4 1760.0 1767.0 +32.6 4 48 -1
Oct11 110713 1735.2 1775.5 1735.2 1767.0 +30.7 3,735 29,982 -177
Jan12 110713 1747.0 1773.0 1747.0 1770.2 +30.6 47 1,006 +41
Apr12 110713 1755.3 1772.6 1755.3 1772.6 +30.6 0 80 +0
Total Volume and Open Interest 3,787 31,126 -138
Palladium(NYMEX)
Sep11 110713 764.55 791.60 764.55 784.00 +16.55 2,113 19,690 +99
Dec11 110713 774.65 786.15 774.65 785.20 +16.65 43 761 +0
Mar12 110713 134.64 134.64 131.04 131.04 +16.65 0 49 +0
Total Volume and Open Interest 2,156 20,500 +99
Copper(CMX)
Jul11 110713 439.30 442.65 437.30 439.45 +1.30 585 3,538 -382
Sep11 110713 438.90 443.90 437.30 440.35 +1.20 40,997 91,607 +3,197
Dec11 110713 439.95 445.20 439.00 442.00 +1.25 2,741 31,346 +636
Mar12 110713 444.30 445.75 440.60 443.05 +1.25 257 11,212 +20
May12 110713 443.00 443.00 443.00 443.00 +1.15 80 1,945 +61
Total Volume and Open Interest 45,191 147,510 +3,617
DJIA Index(CBOT)
Sep11 110713 12468 12555 12386 12425 +12 1,436 10,045 +1,047
Dec11 110713 12355 12355 12343 12355 +12 0 85 +0
Mar12 110713 12286 12286 12274 12286 +12      
Jun12 110713 12216 12216 12204 12216 +12      
Total Volume and Open Interest 1,436 10,130 +1,047
Mini DJIA Index(CBOT)
Sep11 110713 12413 12555 12385 12425 +12 126,772 112,720 +5,585
Dec11 110713 12322 12480 12321 12355 +12 24 389 -7
Mar12 110713 12286 12286 12286 12286 +12 0 11 +0
Jun12 110713 12216 12216 12216 12216 +12      
Total Volume and Open Interest 126,796 113,120 +5,578
S & P 500(CME)
Sep11 110713 1310.90 1327.70 1307.30 1312.20 +1.50 16,805 261,551 -800
Dec11 110713 1306.80 1321.30 1306.80 1306.80 +1.50 30 10,581 +60
Mar12 110713 1301.30 1315.80 1300.80 1301.30 +1.50 0 26 +0
Jun12 110713 1296.30 1310.80 1295.80 1296.30 +1.50 0 5 +0
Total Volume and Open Interest 16,835 272,163 -740
S & P 500 E-Mini(Globex)
Sep11 110713 1310.75 1327.75 1307.25 1312.25 +1.50 2,432,258 2,558,138 +32,462
Dec11 110713 1305.50 1321.75 1302.25 1306.75 +1.50 2,088 10,856 +1,053
Total Volume and Open Interest 2,434,359 2,569,185 +33,516
NASDAQ 100(CME)
Sep11 110713 2340.00 2375.00 2338.80 2344.50 unch 1,500 14,058 +16
Dec11 110713 2359.00 2367.00 2339.00 2339.00 unch 0 2 +0
Mar12 110713 2336.50 2336.50 2336.50 2336.50 unch      
Total Volume and Open Interest 1,500 14,060 +16
NASDAQ 100 E-Mini(Globex)
Sep11 110713 2344.50 2375.00 2337.80 2344.50 unch 280,079 343,656 +6,020
Dec11 110713 2335.50 2365.80 2335.00 2339.00 unch 84 163 +30
Total Volume and Open Interest 280,163 343,819 +6,050
S & P Midcap 400(CME)
Sep11 110713 980.70 994.00 980.70 980.70 +2.30 0 1,266 +0
Dec11 110713 979.40 979.40 979.40 979.40 +2.30      
Mar12 110713 977.70 977.70 977.70 977.70 +2.30      
Total Volume and Open Interest 0 1,266 +0
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Sep11 110630 9865 9940 9805 9900 +220 11,736 31,666 +3,008
Dec11 110713 9925 9925 9910 9925 +115 0 1 +0
Total Volume and Open Interest 12,625 35,523 -1,759
Nikkei 225(SGX)
Sep11 110713 9845 9980 9780 9945 +60 84,756 185,970 +2,297
Dec11 110713 9750 9900 9750 9890 +60 382 8,256 +50
Mar12 110713 9885 9885 9885 9885 +60 0 10 +0
Total Volume and Open Interest 85,356 202,769 -5,126
CAC 40(EURONEXT)
Jul11 110713 3762.0 3801.5 3738.0 3793.0 +19.5 273,667 428,018 +61,107
Aug11 110713 3766.5 3806.0 3743.0 3798.0 +20.0 82,147 66,227 +62,535
Sep11 110713 3766.0 3801.5 3742.5 3795.5 +19.0 5,912 27,066 +5,584
Total Volume and Open Interest 361,726 521,343 +129,226
Hang Seng Index(HKFE)
Jul11 110713 21760 21944 21684 21880 +305 72,524 89,418 +1,822
Aug11 110713 21715 21900 21652 21842 +304 1,116 1,290 +219
Sep11 110713 21620 21802 21572 21749 +303 286 3,102 +24
Total Volume and Open Interest 74,020 97,597 +2,116
DAX(EUREX)
Sep11 110713 7180.5 7301.5 7167.5 7289.0 +94.0 174,261 144,163 -6,816
Dec11 110713 7209.0 7322.5 7202.5 7317.0 +93.5 597 8,333 +23
Mar12 110713 7289.0 7354.5 7273.0 7349.0 +94.5 154 278 -6
Total Volume and Open Interest 175,012 152,774 -6,799
FT-SE 100(EURONEXT)
Sep11 110713 5817.00 5875.00 5807.50 5865.50 +26.00 129,935 692,694 +3,953
Dec11 110713 5808.50 5841.00 5794.00 5841.00 +25.00 2 801 -1
Mar12 110713 5804.50 5804.50 5804.50 5804.50 +25.00 0 170 +0
Total Volume and Open Interest 129,937 693,685 +3,952
SPI 200(SFE)
Sep11 110713 4455.0 4507.0 4422.0 4488.0 +22.0 45,468 191,681 +7,566
Dec11 110713 4458.0 4507.0 4458.0 4507.0 +23.0 18 4,648 +6
Mar12 110713 4493.0 4493.0 4493.0 4493.0 +23.0 0 1,630 +0
Total Volume and Open Interest 45,756 201,731 +7,742
GSCI(CME)
Jul11 110713 41.64 46.34 32.64 41.64 +8.00 1,994 7,558 -1,393
Aug11 110713 42.54 47.14 33.14 42.54 +7.85 1,859 3,278 +1,824
Sep11 110713 43.14 47.64 34.14 43.14 +7.40      
Total Volume and Open Interest 3,853 10,836 +431
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