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MRCI's End of Day Prices

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Daily Futures Price Listing Thu July 14, 2011
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jul11 110714 1390.25 1396.75 1387.00 1390.50 +3.50 3,121 467 -1,491
Aug11 110714 1374.50 1387.25 1374.00 1382.00 +7.25 29,651 62,034 -2,833
Sep11 110714 1373.75 1385.00 1373.25 1379.75 +5.00 16,204 32,730 +403
Nov11 110714 1380.00 1389.50 1378.00 1384.00 +4.25 92,373 287,251 -3,425
Jan12 110714 1389.00 1399.00 1388.25 1392.25 +2.75 10,841 47,400 +1,174
Mar12 110714 1391.25 1400.25 1390.00 1393.25 +2.00 2,500 21,486 +313
May12 110714 1386.00 1397.00 1384.00 1387.50 +3.25 2,339 28,148 +607
Total Volume and Open Interest 159,669 514,257 -4,364
Soybean Meal(CBOT)
Jul11 110714 352.80 356.00 352.30 355.50 +2.30 564 301 -329
Aug11 110714 353.60 357.40 353.10 357.00 +2.40 16,412 36,306 -3,036
Sep11 110714 354.60 359.10 354.60 358.50 +2.50 6,340 28,297 +248
Oct11 110714 357.00 360.00 355.80 359.60 +2.70 2,691 15,228 -198
Dec11 110714 358.60 363.50 358.60 362.80 +2.40 25,653 69,022 -2,001
Jan12 110714 360.20 364.30 360.20 363.70 +2.10 794 6,776 +0
Mar12 110714 362.50 364.00 361.20 363.80 +1.80 915 5,739 +319
May12 110714 359.00 362.40 359.00 361.70 +1.80 1,320 7,020 -77
Total Volume and Open Interest 54,797 174,134 -5,058
Soybean Oil(CBOT)
Jul11 110714 57.50 57.62 57.30 57.45 unch 1,505 705 -273
Aug11 110714 57.59 58.00 57.30 57.31 -0.24 17,425 38,623 -1,139
Sep11 110714 57.90 58.23 57.50 57.52 -0.26 8,708 37,495 +911
Oct11 110714 58.13 58.39 57.75 57.76 -0.26 1,422 17,598 +100
Dec11 110714 58.65 58.96 58.20 58.24 -0.29 32,859 145,361 -1,491
Jan12 110714 58.94 59.05 58.50 58.53 -0.31 3,281 18,930 +1,522
Mar12 110714 59.14 59.33 58.73 58.79 -0.35 830 12,576 +54
May12 110714 59.25 59.49 58.93 58.93 -0.35 527 6,860 +68
Total Volume and Open Interest 66,799 282,768 -182
Canola(WCE)
Jul11 110714 591.8 591.8 591.8 591.8 +4.0      
Nov11 110714 574.7 577.2 570.4 576.8 +4.0 10,767 116,758 +442
Jan12 110714 583.3 585.3 578.9 584.8 +3.8 931 14,477 -316
Mar12 110714 585.4 590.5 583.6 590.5 +4.1 486 5,354 -90
May12 110714 591.3 594.6 587.9 594.6 +3.9 161 2,946 +132
Total Volume and Open Interest 12,484 143,432 +241
Corn(CBOT)
Jul11 110714 724.00 742.00 711.50 716.50 -10.25 2,619 1,831 -1,665
Sep11 110714 686.25 695.00 673.75 690.75 +4.00 80,869 376,257 -3,094
Dec11 110714 678.50 684.50 665.00 678.50 -1.25 199,183 495,527 +10,279
Mar12 110714 690.50 696.00 676.75 690.25 -1.50 23,632 113,368 +1,266
May12 110714 696.75 700.50 682.75 695.75 -2.00 3,963 25,437 +219
Jul12 110714 700.75 706.00 688.75 700.50 -1.75 7,718 70,740 +494
Total Volume and Open Interest 325,707 1,188,189 +7,796
Wheat(CBOT)
Jul11 110714 700.00 702.00 678.50 691.25 -10.75 159 100 -54
Sep11 110714 713.00 720.50 690.25 707.00 -7.50 65,390 173,247 -2,705
Dec11 110714 741.50 749.00 720.00 738.00 -4.75 30,432 143,412 +627
Mar12 110714 763.00 772.50 746.75 765.00 -1.25 10,640 42,601 +1,750
May12 110714 781.25 785.25 767.00 783.50 +2.75 2,643 9,541 +282
Total Volume and Open Interest 112,584 434,108 +45
Wheat(KCBT)
Jul11 110714 737.75 746.00 736.25 746.00 +5.00 87 152 -117
Sep11 110714 762.00 769.00 750.50 765.25 +3.25 15,487 75,295 +190
Dec11 110714 786.00 795.00 776.50 791.00 +3.00 9,018 57,318 +1,350
Mar12 110714 806.50 810.25 792.75 807.00 +2.75 4,358 15,352 +670
May12 110714 811.50 818.50 803.00 814.00 +6.00 747 3,140 -3
Total Volume and Open Interest 31,450 167,288 +1,921
Wheat(MGE)
Jul11 110714 842.00 842.00 842.00 842.00 +20.75 268 369 -251
Sep11 110714 821.00 831.00 812.00 829.00 +8.25 7,849 22,761 -1,823
Dec11 110714 820.00 830.75 811.25 828.50 +6.25 3,823 20,181 +405
Mar12 110714 832.50 841.25 824.50 840.25 +6.25 2,122 6,256 +932
May12 110714 840.00 844.50 827.25 843.25 +5.75 648 2,680 +40
Total Volume and Open Interest 15,623 59,743 -277
Oats(CBOT)
Jul11 110714 360.00 360.00 359.00 359.00 -4.00 2 0 -2
Sep11 110714 362.00 366.00 355.00 360.00 -3.00 270 4,124 +48
Dec11 110714 369.00 374.50 363.75 368.50 -2.50 287 7,410 +10
Mar12 110714 383.50 383.50 377.50 378.50 -3.00 18 796 +9
Total Volume and Open Interest 577 12,376 +65
Rough Rice(CBOT)
Jul11 110714 16.00 16.00 15.72 15.94 +0.18 204 207 -83
Sep11 110714 16.95 17.07 16.71 17.00 +0.31 1,449 10,193 -31
Nov11 110714 17.27 17.35 17.04 17.31 +0.31 270 5,193 -28
Jan12 110714 17.50 17.60 17.36 17.60 +0.30 66 443 +24
Total Volume and Open Interest 2,047 16,557 -87
Live Cattle(CME)
Aug11 110714 113.430 113.480 110.500 110.550 -2.850 24,633 90,103 -7,654
Oct11 110714 119.830 119.850 116.900 117.200 -2.700 21,594 109,719 +5,225
Dec11 110714 123.950 124.080 121.200 121.580 -2.620 11,613 79,403 +3,409
Feb12 110714 125.700 125.900 123.035 123.680 -2.355 3,232 28,101 +327
Apr12 110714 126.730 127.180 124.330 125.350 -1.980 2,236 14,497 +957
Jun12 110714 122.350 122.550 120.300 121.200 -1.600 474 5,092 +193
Total Volume and Open Interest 63,889 327,644 +2,492
Feeder Cattle(CME)
Aug11 110714 139.800 139.985 136.900 136.935 -2.965 3,322 17,935 -497
Sep11 110714 140.350 140.550 137.600 137.950 -2.600 1,997 9,543 +575
Oct11 110714 141.200 141.400 138.650 138.750 -2.900 1,715 7,220 -47
Nov11 110714 141.050 141.500 138.685 139.185 -2.500 641 4,455 +169
Jan12 110714 140.000 140.075 137.250 137.800 -2.450 190 1,842 +43
Mar12 110714 138.000 138.150 136.800 137.300 -2.150 58 354 +19
Apr12 110714 138.500 138.500 138.500 138.500 -3.000 8 126 +7
Total Volume and Open Interest 7,936 41,567 +272
Lean Hogs(CME)
Jul11 110714 95.300 95.600 95.050 95.100 -0.500 4,444 4,692 -1,895
Aug11 110714 98.830 99.680 97.400 98.180 -1.105 26,016 47,610 -6,665
Oct11 110714 93.000 93.535 90.650 91.580 -1.650 24,877 74,538 +5,022
Dec11 110714 89.500 90.135 87.250 88.200 -1.700 13,195 60,394 +2,776
Feb12 110714 90.350 91.350 89.300 90.050 -1.450 4,349 26,994 +1,051
Apr12 110714 91.900 92.350 90.580 91.430 -0.820 3,548 16,517 +1,344
May12 110714 94.850 95.000 94.500 94.800 -0.700 37 716 +35
Jun12 110714 97.500 97.500 95.800 97.000 -0.800 1,106 8,612 +470
Total Volume and Open Interest 77,948 244,685 +2,330
Class III Milk(CME)
Jul11 110714 21.00 21.05 20.97 21.03 +0.52 339 6,118 +27
Aug11 110714 19.48 19.57 19.38 19.48 +0.09 395 5,984 +15
Sep11 110714 18.94 19.09 18.86 18.92 +0.02 126 5,190 +43
Oct11 110714 18.23 18.35 18.19 18.26 +0.01 55 4,356 +1
Nov11 110714 17.58 17.69 17.58 17.69 +0.09 21 3,687 +8
Total Volume and Open Interest 789 33,944 +214
Cocoa(ICE)
Jul11 110714 3166 3166 3166 3166 -14 3 4 -2
Sep11 110714 3177 3220 3126 3156 -14 8,637 69,938 -671
Dec11 110714 3200 3230 3153 3181 -15 2,146 40,091 +330
Mar12 110714 3245 3269 3202 3229 -15 644 33,200 +117
May12 110714 3229 3230 3229 3229 -15 10 10,232 +0
Jul12 110714 3232 3232 3231 3232 -15 0 4,169 +0
Sep12 110714 3236 3237 3202 3236 -15 15 6,790 -15
Total Volume and Open Interest 11,565 171,639 -216
Coffee "C"(ICE)
Jul11 110714 263.80 263.80 257.35 257.35 -5.45 0 87 +0
Sep11 110714 263.95 265.65 256.60 258.35 -5.60 8,175 53,703 +571
Dec11 110714 267.60 269.30 260.40 262.10 -5.50 2,313 36,647 +287
Mar12 110714 270.00 271.50 263.55 264.45 -5.55 481 9,096 -398
May12 110714 266.05 266.20 265.45 265.60 -5.40 82 3,907 -217
Jul12 110714 265.50 265.50 265.50 265.50 -4.75 67 1,856 -38
Total Volume and Open Interest 11,166 108,202 +221
Orange Juice(ICE)
Sep11 110714 191.60 197.00 191.20 196.00 +4.15 1,031 25,776 +12
Nov11 110714 179.90 183.00 179.90 182.35 +2.45 124 6,159 +32
Jan12 110714 177.50 179.00 177.30 178.15 +2.40 15 1,299 -4
Mar12 110714 176.00 177.50 176.00 177.00 +2.55 7 277 +7
May12 110714 174.00 176.00 174.00 175.50 +1.65 5 186 +5
Jul12 110714 174.50 175.75 174.50 175.75 +2.05 0 106 +0
Total Volume and Open Interest 1,182 33,810 +52
Sugar #11(ICE)
Oct11 110714 30.11 30.21 28.83 29.02 -1.22 65,464 309,269 -2,720
Mar12 110714 28.86 28.99 27.85 28.07 -0.99 34,499 143,300 +264
May12 110714 27.27 27.33 26.34 26.69 -0.65 12,065 45,493 +1,951
Jul12 110714 25.86 25.92 25.13 25.56 -0.35 6,263 63,696 +56
Oct12 110714 24.80 24.86 24.16 24.66 -0.19 2,226 26,602 -195
Total Volume and Open Interest 122,406 626,505 -304
London Cocoa(LCE)
Jul11 110714 1950 1970 1921 1948 -2 13,128 8,415 -11,470
Sep11 110714 2000 2009 1959 1976 -10 19,482 71,976 +8,330
Dec11 110714 2030 2037 1990 2007 -10 2,401 41,084 -26
Mar12 110714 2054 2054 2010 2026 -9 1,905 37,809 -354
May12 110714 2055 2063 2024 2034 -10 185 13,424 +28
Jul12 110714 2061 2069 2033 2042 -10 81 4,375 +49
Sep12 110714 2050 2051 2044 2050 -10 113 4,145 +68
Total Volume and Open Interest 37,295 189,444 -3,375
London Sugar(LCE)
Oct11 110714 778.70 783.10 754.20 764.50 -25.80 6,165 24,860 +1,999
Dec11 110714 739.90 741.30 718.60 727.60 -22.50 1,065 6,336 +155
Mar12 110714 724.60 724.60 700.10 709.50 -22.90 699 7,875 +214
May12 110714 681.20 683.50 672.40 682.70 -19.70 173 3,088 +92
Aug12 110714 655.20 655.20 644.30 654.50 -13.40 46 1,579 +2
Total Volume and Open Interest 16,669 51,613 -1,165
Cotton(ICE)
Oct11 110714 110.98 111.59 106.35 106.35 -4.00 149 518 +12
Dec11 110714 108.70 108.70 104.46 104.46 -4.00 15,922 100,461 -161
Mar12 110714 103.75 103.90 99.63 99.63 -4.00 4,549 21,406 +135
May12 110714 99.90 100.60 97.25 97.25 -4.00 650 4,819 +24
Jul12 110714 98.40 98.40 95.51 96.11 -3.40 363 6,485 +14
Oct12 110714 95.29 95.29 95.29 95.29 -3.40 0 3 +0
Total Volume and Open Interest 21,874 137,341 +78
Lumber(CME)
Jul11 110714 244.6 259.8 241.5 258.0 +10.0 211 147 -171
Sep11 110714 265.0 265.3 258.3 263.6 -2.4 472 5,837 -119
Nov11 110714 275.8 275.9 269.6 273.5 -2.1 169 2,163 +0
Jan12 110714 294.7 297.0 292.1 297.0 -2.5 44 631 +9
Total Volume and Open Interest 896 8,835 -281
Crude Oil(NYM)
Aug11 110714 97.59 98.88 94.53 95.69 -2.36 343,493 185,084 -34,368
Sep11 110714 98.17 99.30 94.98 96.11 -2.38 141,843 276,749 +25,665
Oct11 110714 98.73 99.72 95.60 96.55 -2.35 54,735 79,694 +1,545
Nov11 110714 99.24 100.15 95.99 97.06 -2.30 35,585 71,525 -294
Dec11 110714 99.85 100.64 96.54 97.65 -2.22 60,395 201,725 +6,601
Jan12 110714 100.24 101.12 97.18 98.21 -2.15 10,452 51,780 -498
Feb12 110714 100.90 101.60 97.68 98.72 -2.09 5,907 26,045 -460
Mar12 110714 100.85 101.99 98.56 99.17 -2.05 7,002 32,955 -1,223
Apr12 110714 102.19 102.19 98.99 99.58 -2.00 6,892 20,484 +747
May12 110714 102.10 102.75 99.10 99.95 -1.97 4,693 18,544 -219
Jun12 110714 102.24 103.03 99.46 100.29 -1.93 12,222 75,772 +1,708
Jul12 110714 103.21 103.21 100.44 100.61 -1.88 2,087 31,316 -125
Aug12 110714 101.31 101.31 100.16 100.85 -1.85 1,226 14,171 +181
Sep12 110714 101.05 101.08 101.05 101.08 -1.79 450 14,723 +47
Oct12 110714 101.32 101.32 101.32 101.32 -1.73 247 10,127 +20
Nov12 110714 101.60 101.60 101.60 101.60 -1.67 260 22,343 -56
Total Volume and Open Interest 728,007 1,538,256 +3,158
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 110714 98.300 99.275 95.000 96.100 -2.400 1,108 2,544 +292
Oct11 110714 99.025 99.575 95.500 96.550 -2.350 89 304 +4
Nov11 110714 99.550 99.550 97.050 97.050 -2.300 8 181 +3
Dec11 110714 100.000 100.450 97.650 97.650 -2.225 12 273 +0
Jan12 110714 98.200 98.200 98.200 98.200 -2.150 0 6 +0
Feb12 110714 98.725 98.725 98.725 98.725 -2.075 2 3 +0
Mar12 110714 98.300 99.175 98.300 99.175 -2.050 2 11 -1
Apr12 110714 99.575 99.575 99.575 99.575 -2.000      
Total Volume and Open Interest 11,216 7,026 +702
Heating Oil(NYM)
Aug11 110714 310.20 313.71 305.84 308.49 -1.48 52,861 68,666 -3,736
Sep11 110714 310.73 314.81 307.09 309.62 -1.75 26,839 56,249 +3,250
Oct11 110714 313.02 316.03 308.68 310.87 -1.98 12,545 32,777 +1,072
Nov11 110714 314.94 317.50 310.26 312.47 -2.12 4,799 24,843 +379
Dec11 110714 316.46 319.22 311.67 314.09 -2.24 8,471 32,821 -76
Jan12 110714 316.65 319.80 315.29 315.53 -2.38 3,750 24,359 +319
Feb12 110714 318.34 319.47 313.71 315.65 -2.53 1,435 9,601 -72
Mar12 110714 314.54 315.19 314.54 314.77 -2.67 939 7,107 -253
Apr12 110714 312.73 312.75 312.73 312.75 -2.80 560 3,749 +72
May12 110714 310.25 310.84 310.25 310.84 -2.82 89 3,348 -11
Jun12 110714 313.01 313.01 308.22 309.99 -2.72 1,326 21,209 +306
Jul12 110714 310.49 310.49 310.49 310.49 -2.72 9 2,032 +0
Total Volume and Open Interest 113,957 298,187 +1,099
Gasoline(NYMEX)
Aug11 110714 313.60 315.90 309.36 312.48 -2.68 45,386 65,469 -968
Sep11 110714 309.00 309.62 303.45 306.17 -2.55 26,825 54,298 -169
Oct11 110714 293.63 295.15 289.24 291.51 -2.43 10,256 28,218 +1,850
Nov11 110714 289.29 291.25 285.12 287.64 -2.39 5,020 14,395 -38
Dec11 110714 288.16 289.79 283.59 286.10 -2.43 8,119 27,745 -2,189
Jan12 110714 288.71 290.07 284.16 286.55 -2.33 1,980 9,473 +32
Feb12 110714 287.93 287.93 287.93 287.93 -2.25 403 5,263 -115
Mar12 110714 289.80 289.80 289.80 289.80 -2.10 486 6,813 +79
Apr12 110714 300.57 300.95 300.56 300.95 -2.06 45 4,591 +17
May12 110714 301.10 301.10 301.10 301.10 -2.00 64 1,939 -17
Total Volume and Open Interest 100,401 236,172 -1,580
e-miNY RBOB Gasoline(NYM)
Aug11 110714 312.50 312.50 312.48 312.50 -2.70 0 3 +0
Sep11 110714 306.20 306.20 306.17 306.20 -2.50      
Oct11 110714 291.50 291.51 291.50 291.50 -2.40 0 1 +0
Nov11 110714 287.60 287.64 287.60 287.60 -2.40      
Total Volume and Open Interest 0 6 +0
Natural Gas(NYM)
Aug11 110714 4.375 4.409 4.252 4.378 -0.025 92,282 128,937 -14,172
Sep11 110714 4.379 4.393 4.240 4.358 -0.029 47,563 208,346 -840
Oct11 110714 4.390 4.415 4.263 4.378 -0.033 28,754 132,669 -1,209
Nov11 110714 4.515 4.540 4.392 4.501 -0.039 18,230 93,095 -2,724
Dec11 110714 4.712 4.727 4.600 4.696 -0.041 12,411 43,024 +623
Jan12 110714 4.815 4.834 4.714 4.804 -0.041 18,083 102,738 +1,745
Feb12 110714 4.800 4.814 4.726 4.802 -0.041 1,935 23,053 -141
Mar12 110714 4.754 4.770 4.679 4.756 -0.040 3,184 48,644 -236
Apr12 110714 4.700 4.700 4.583 4.670 -0.036 3,960 46,676 +861
May12 110714 4.685 4.703 4.630 4.693 -0.036 247 10,100 -15
Jun12 110714 4.752 4.755 4.676 4.725 -0.036 273 11,183 -242
Jul12 110714 4.763 4.774 4.744 4.767 -0.036 434 9,217 -201
Aug12 110714 4.746 4.796 4.746 4.796 -0.036 360 8,443 +271
Sep12 110714 4.804 4.815 4.794 4.805 -0.036 778 6,883 -43
Oct12 110714 4.846 4.857 4.760 4.846 -0.036 1,729 32,673 +1,164
Nov12 110714 4.978 4.988 4.972 4.988 -0.039 127 4,930 -5
Total Volume and Open Interest 231,080 988,230 -14,668
Brent Crude Oil(ICE)
Aug11 110714 118.53 119.40 117.73 118.32 -0.46 150,986 44,768 -28,790
Sep11 110714 117.55 118.34 115.40 116.26 -1.59 169,687 212,121 +5,886
Oct11 110714 117.90 118.36 115.49 116.36 -1.48 57,219 96,560 +7,408
Nov11 110714 117.52 118.44 115.84 116.55 -1.42 21,925 41,225 +55
Dec11 110714 118.06 118.64 115.80 116.68 -1.37 50,476 98,248 -924
Jan12 110714 117.72 118.50 116.35 116.74 -1.33 8,509 23,769 +1,080
Feb12 110714 117.69 118.38 115.85 116.73 -1.31 4,130 18,061 +132
Mar12 110714 117.63 118.53 115.82 116.70 -1.30 4,299 33,377 -51
Apr12 110714 117.77 118.49 116.03 116.68 -1.29 4,729 12,470 +526
May12 110714 117.35 117.35 116.61 116.61 -1.29 2,666 8,340 +258
Jun12 110714 117.63 118.36 115.66 116.53 -1.28 6,244 39,431 +400
Jul12 110714 116.46 116.46 116.46 116.46 -1.27 1,676 7,839 +149
Aug12 110714 116.34 116.34 116.34 116.34 -1.26 676 5,336 +269
Sep12 110714 116.18 116.18 116.18 116.18 -1.25 506 7,773 +92
Total Volume and Open Interest 511,621 800,395 -10,421
Gas Oil(ICE)
Aug11 110714 977.75 985.75 961.00 972.50 -10.50 104,911 129,917 +4,675
Sep11 110714 980.00 987.50 963.25 974.50 -10.75 61,646 120,926 +4,554
Oct11 110714 981.25 989.00 965.75 976.25 -11.25 22,701 51,615 +1,560
Nov11 110714 982.75 990.00 967.75 977.50 -11.50 11,280 34,363 +220
Dec11 110714 984.75 991.75 968.50 979.25 -11.50 20,525 54,234 +5
Jan12 110714 986.00 986.50 971.25 981.25 -11.50 5,319 33,901 -902
Feb12 110714 987.25 991.00 973.50 981.75 -11.75 2,646 10,221 -301
Mar12 110714 987.50 990.75 974.00 982.50 -11.75 2,134 11,181 +121
Apr12 110714 987.75 987.75 982.00 982.00 -12.25 2,890 8,437 +171
May12 110714 987.25 987.25 981.25 981.25 -12.25 3,995 8,111 +645
Total Volume and Open Interest 251,445 564,091 -3,625
Ethanol(CBOT)
Jul11 110706 2.758 2.795 2.758 2.761 +0.027 42 209 -19
Aug11 110714 2.832 2.840 2.815 2.837 -0.007 432 1,163 -29
Sep11 110714 2.717 2.726 2.700 2.718 -0.005 343 1,742 +16
Oct11 110714 2.609 2.615 2.591 2.605 -0.009 91 1,379 +3
Nov11 110714 2.539 2.545 2.521 2.536 -0.007 114 999 +53
Dec11 110714 2.515 2.515 2.490 2.506 +0.001 34 1,293 +8
Jan12 110714 2.458 2.478 2.456 2.471 +0.002 16 579 -1
Feb12 110714 2.480 2.480 2.461 2.469 +0.002 5 282 +0
Total Volume and Open Interest 1,127 9,017 +9
WTI Crude Oil(ICE
Aug11 110714 98.16 98.88 94.51 95.69 -2.36 74,291 43,719 -5,947
Sep11 110714 98.43 99.31 94.96 96.11 -2.38 36,962 77,036 +5,411
Oct11 110714 98.89 99.70 95.51 96.55 -2.35 15,191 35,574 +88
Nov11 110714 99.65 100.12 95.99 97.06 -2.30 8,535 24,895 +509
Dec11 110714 99.90 100.65 96.53 97.65 -2.22 18,134 92,828 +1,459
Jan12 110714 100.12 101.00 97.31 98.21 -2.15 3,076 17,706 +132
Feb12 110714 100.65 101.56 97.86 98.72 -2.09 1,712 5,702 +134
Mar12 110714 101.60 101.90 98.29 99.17 -2.05 1,917 13,946 -207
Apr12 110714 102.17 102.17 99.13 99.58 -2.00 1,430 4,525 -178
May12 110714 99.95 99.95 99.95 99.95 -1.97 754 3,076 +30
Jun12 110714 102.35 102.92 99.57 100.29 -1.93 2,759 27,391 +408
Jul12 110714 100.61 100.61 100.61 100.61 -1.88 168 4,367 +1
Aug12 110714 100.85 100.85 100.85 100.85 -1.85 5 1,271 +0
Sep12 110714 101.08 101.08 101.08 101.08 -1.79 1 5,029 +0
Oct12 110714 101.32 101.32 101.32 101.32 -1.73 600 1,027 +500
Nov12 110714 101.60 101.60 101.60 101.60 -1.67 10 2,563 -9
Total Volume and Open Interest 176,327 479,909 +4,163
US Dollar Index(ICE)
Sep11 110714 75.060 75.645 74.990 75.562 +0.015 49,264 49,282 +2,165
Dec11 110714 75.990 76.022 75.990 76.022 +0.015 412 594 +26
Mar12 110714 76.522 76.522 76.522 76.522 +0.015 0 1 +0
Total Volume and Open Interest 49,676 49,877 +2,191
Australian Dollar(CME)
Sep11 110714 106.79 106.99 106.05 106.23 -0.42 172,702 120,363 -5,568
Dec11 110714 105.67 105.80 105.09 105.09 -0.41 42 335 +2
Mar12 110714 104.00 104.41 104.00 104.00 -0.41 0 2 +0
Total Volume and Open Interest 172,744 120,703 -5,566
British Pound(CME)
Sep11 110714 161.51 161.84 160.84 161.17 +0.24 147,672 120,881 +708
Dec11 110714 160.97 161.45 160.78 161.01 +0.23 34 245 -1
Mar12 110714 160.85 160.85 160.62 160.85 +0.23 0 2 +0
Total Volume and Open Interest 147,706 121,134 +707
Canadian Dollar(CME)
Sep11 110714 104.25 104.56 103.81 103.99 -0.14 102,472 106,717 +2,920
Dec11 110714 104.00 104.33 103.58 103.77 -0.14 530 3,927 +74
Mar12 110714 104.06 104.10 103.59 103.59 -0.12 24 588 +16
Jun12 110714 103.35 103.47 103.35 103.35 -0.12 0 255 +0
Total Volume and Open Interest 103,029 111,624 +3,013
Japanese Yen(CME)
Sep11 110714 126.79 127.49 125.67 126.42 -0.24 160,077 115,309 +9,955
Dec11 110714 127.18 127.58 126.15 126.54 -0.25 265 476 +58
Mar12 110714 126.73 126.97 126.73 126.73 -0.24 1 44 +1
Total Volume and Open Interest 160,344 115,846 +10,015
Swiss Franc(CME)
Sep11 110714 123.38 123.72 122.02 122.39 +0.37 60,809 48,450 +1,122
Dec11 110714 123.65 123.65 122.15 122.52 +0.37 41 175 +8
Mar12 110714 122.68 122.68 122.32 122.68 +0.36 0 2 +0
Total Volume and Open Interest 60,850 48,630 +1,130
EuroFX(CME)
Sep11 110714 141.89 142.56 140.87 141.08 -0.09 573,663 183,546 +5,430
Dec11 110714 141.73 142.04 140.66 140.73 -0.08 622 796 +114
Mar12 110714 141.30 141.33 140.41 140.41 -0.07 4 362 +0
Total Volume and Open Interest 574,289 185,541 +5,544
Mexican Peso(CME)
Jul11 110714 853.2 856.8 853.2 853.2 -3.5      
Aug11 110714 851.2 854.8 851.2 851.2 -3.5      
Total Volume and Open Interest 43,488 145,774 -1,754
30-Year T-Bonds(CBOT)
Sep11 110714 126~200 126~270 125~200 125~260 -0~290 447,296 633,566 +16,730
Dec11 110714 125~000 125~080 124~070 124~110 -0~290 190 1,378 +108
Mar12 110714 122~290 123~260 122~290 122~290 -0~290      
Total Volume and Open Interest 447,486 634,944 +16,838
10-Year T-Notes(CBOT)
Sep11 110714 124~220 124~295 124~100 124~140 -0~115 1,831,848 1,800,165 +6,780
Dec11 110714 123~115 123~115 122~280 122~305 -0~120 1,466 14,580 -107
Mar12 110714 121~305 122~105 121~305 121~305 -0~120      
Total Volume and Open Interest 1,833,314 1,814,745 +6,673
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 110714 119~049 119~073 119~049 119~049 -0~024 0 4 +0
Mar12 110714 118~073 118~097 118~073 118~073 -0~024      
Total Volume and Open Interest 913,787 1,532,775 +37,219
2 Year T-Notes(CBOT)
Sep11 110714 109~115 109~118 109~110 109~115 -0~002 318,541 996,289 +2,272
Dec11 110714 109~084 109~086 109~084 109~084 -0~002 0 31 +0
Mar12 110714 109~022 109~024 109~022 109~022 -0~002      
Total Volume and Open Interest 318,541 996,320 +2,272
Eurodollars(CME)
Sep11 110714 99.595 99.630 99.570 99.605 unch 578,408 1,202,708 -38,799
Dec11 110714 99.495 99.525 99.470 99.510 +0.010 601,989 1,273,782 -22,467
Mar12 110714 99.455 99.485 99.430 99.475 +0.015 493,306 1,523,837 -13,936
Jun12 110714 99.400 99.435 99.380 99.420 +0.015 333,415 1,409,326 -290
Sep12 110714 99.300 99.340 99.280 99.325 +0.020 320,148 1,074,106 +12,329
Dec12 110714 99.140 99.185 99.125 99.170 +0.020 335,293 732,470 +20,365
Mar13 110714 98.975 99.020 98.955 98.995 +0.015 260,099 580,571 +22,616
Jun13 110714 98.770 98.805 98.740 98.780 +0.005 182,676 360,858 -3,396
Sep13 110714 98.540 98.570 98.505 98.540 -0.015 177,913 399,694 -1,736
Dec13 110714 98.295 98.315 98.240 98.270 -0.030 138,626 298,856 +15,651
Mar14 110714 98.040 98.065 97.975 98.010 -0.040 95,218 246,856 -239
Jun14 110714 97.780 97.805 97.710 97.745 -0.040 73,824 189,608 +1,263
Sep14 110714 97.510 97.550 97.455 97.485 -0.045 37,753 94,619 +1,715
Dec14 110714 97.245 97.290 97.195 97.225 -0.045 48,033 114,505 +10,476
Mar15 110714 97.010 97.060 96.965 96.990 -0.045 26,203 86,897 +777
Jun15 110714 5.020 5.075 4.980 5.005 -0.045 19,995 71,176 -728
Sep15 110714 4.815 4.855 4.755 4.780 -0.050 13,209 56,450 -22
Dec15 110714 4.595 4.640 4.540 4.565 -0.050 15,667 47,644 +878
Total Volume and Open Interest      
30 Day Federal Funds(CBOT)
Jul11 110714 99.927 99.933 99.923 99.927 +0.005 5,541 68,707 -134
Aug11 110714 99.910 99.920 99.905 99.910 +0.005 5,824 58,183 +1,656
Sep11 110714 99.885 99.905 99.885 99.895 +0.010 6,186 48,716 +1,799
Oct11 110714 99.875 99.895 99.875 99.885 +0.010 7,342 51,009 -1,009
Nov11 110714 99.865 99.885 99.865 99.875 +0.010 8,318 49,220 -1,117
Dec11 110714 99.860 99.875 99.855 99.860 unch 16,694 55,045 -1,032
Total Volume and Open Interest 108,680 768,069 +3,941
30 Day Fed Funds(e-CBOT)
3-Mth Euro-Yen(CME)
Sep11 110714 99.662 99.662 99.662 99.662 unch 0 51 -1
Dec11 110714 99.660 99.660 99.660 99.660 unch 0 75 +0
Mar12 110714 99.652 99.652 99.652 99.652 unch      
Jun12 110714 99.645 99.645 99.645 99.645 unch      
Sep12 110714 99.580 99.580 99.580 99.580 unch      
Dec12 110714 99.625 99.625 99.625 99.625 +0.015      
Mar13 110714 99.625 99.625 99.625 99.625 +0.015      
Jun13 110714 99.580 99.580 99.580 99.580 +0.015      
Sep13 110714 99.440 99.440 99.440 99.440 +0.015      
Dec13 110714 99.300 99.300 99.300 99.300 +0.015      
Total Volume and Open Interest 0 126 -1
3-Mth Euro-Yen(SGX)
Sep11 110714 99.66 99.66 99.66 99.66 unch 1 1,332 +0
Dec11 110714 99.66 99.66 99.66 99.66 unch 0 1,392 +0
Mar12 110714 99.65 99.65 99.65 99.65 unch 11 1,823 +0
Jun12 110714 99.64 99.64 99.64 99.64 unch 100 1,374 -100
Sep12 110714 99.58 99.58 99.58 99.58 unch 0 411 +0
Dec12 110714 99.62 99.62 99.62 99.62 +0.01 0 24 +0
Mar13 110714 99.62 99.62 99.62 99.62 +0.01 0 1 +0
Jun13 110714 99.58 99.58 99.58 99.58 +0.01      
Total Volume and Open Interest 112 6,357 -100
Japanese Gov't Bonds(SGX)
Sep11 110712 141.13 141.76 141.13 141.63 +0.54 1,287 22,534 +0
Dec11 110714 141.80 141.80 141.28 141.28 +0.32 0 2 +0
Mar12 110714 139.19 139.19 139.19 139.19 +0.32      
Total Volume and Open Interest 5,320 24,177 +1,811
Euro-Bund(EUREX)
Sep11 110714 128.59 128.87 128.19 128.42 +0.07 1,777,042 955,326 +27,063
Dec11 110714 127.13 127.54 126.98 127.11 +0.06 179 345 +28
Mar12 110714 127.10 127.10 127.10 127.10 +0.07      
Total Volume and Open Interest 1,777,221 955,671 +27,091
Euro-Bobl(EUREX)
Sep11 110714 118.60 118.89 118.45 118.57 +0.05 1,119,925 748,547 +2,690
Dec11 110714 117.60 117.60 117.60 117.60 +0.05 0 696 +0
Mar12 110714 117.60 117.60 117.60 117.60 +0.05      
Total Volume and Open Interest 1,119,925 749,243 +2,690
3-Mth Euribor(EUREX)
Sep11 110714 98.340 98.340 98.340 98.340 +0.010 18 1,888 +0
Dec11 110714 98.305 98.305 98.305 98.305 +0.010 14 1,358 +10
Mar12 110714 98.285 98.285 98.285 98.285 +0.005 8 840 +1
Total Volume and Open Interest 367 7,131 +302
Long Gilt(LIFFE)
Sep11 110629 121~06 121~06 120~12 120~22 -0~23 84,026 359,346 -16
Dec11 110714 121~19 121~19 121~19 121~19 +0~04      
Total Volume and Open Interest 220,119 360,255 -5,239
3-Mth Short Sterling(LIFFE)
Sep11 110714 99.10 99.11 99.10 99.10 unch 81,713 435,138 -10,161
Dec11 110714 99.06 99.07 99.06 99.06 unch 129,380 519,281 +11,977
Mar12 110714 99.02 99.04 99.01 99.01 -0.01 148,074 497,837 +16,216
Jun12 110714 98.95 98.97 98.93 98.94 -0.01 116,139 341,974 +16,066
Sep12 110714 98.85 98.87 98.82 98.84 -0.01 92,027 325,121 -4,570
Dec12 110714 98.68 98.71 98.67 98.68 -0.01 85,931 280,702 +2,945
Total Volume and Open Interest 810,670 2,774,463 +32,102
3-Mth Euribor(LIFFE)
Sep11 110714 98.340 98.350 98.325 98.340 +0.010 276,588 746,768 +38,447
Dec11 110714 98.310 98.325 98.285 98.305 +0.010 445,481 548,925 -7,170
Mar12 110714 98.290 98.335 98.270 98.285 +0.005 447,427 472,400 -22,296
Total Volume and Open Interest 2,478,895 3,547,948 +16,389
3-Mth Aus T-Bills(SFE)
Sep11 110714 95.26 95.29 95.21 95.27 unch 43,746 256,369 +8,517
Dec11 110714 95.35 95.40 95.28 95.36 unch 45,743 254,365 +4,742
Mar12 110714 95.35 95.42 95.30 95.38 +0.01 22,342 142,175 +2,973
Jun12 110714 95.31 95.37 95.26 95.36 +0.03 5,410 82,384 -1,517
Sep12 110714 95.24 95.30 95.21 95.29 +0.02 3,295 51,248 -516
Dec12 110714 95.15 95.22 95.12 95.22 +0.03 3,796 31,361 -1,214
Mar13 110714 95.08 95.15 95.05 95.15 +0.03 3,114 29,032 +1,244
Jun13 110714 94.99 95.08 94.96 95.06 +0.03 252 10,619 +199
Sep13 110714 94.99 94.99 94.99 94.99 +0.02 0 1,992 +0
Dec13 110714 94.91 94.91 94.91 94.91 unch 0 1,417 +0
Total Volume and Open Interest 127,698 861,128 +14,428
10-Year Aus T-Bonds(SFE)
Sep11 110714 95.02 95.09 94.96 95.08 +0.05 76,794 404,806 +5,565
Dec11 110714 95.08 95.08 95.08 95.08 +0.05      
Total Volume and Open Interest 76,794 404,806 +5,565
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 110714 95.55 95.55 95.55 95.55 +0.03      
Total Volume and Open Interest 273,055 672,907 +15,892
Gold(CMX)
Aug11 110714 1584.2 1594.9 1579.4 1589.3 +3.8 176,605 287,604 +546
Oct11 110714 1587.2 1595.7 1581.8 1590.2 +3.7 1,272 13,551 -93
Dec11 110714 1585.1 1596.8 1582.0 1591.2 +3.7 15,610 114,011 +6,299
Feb12 110714 1591.9 1596.4 1586.8 1592.6 +3.7 860 10,667 +261
Apr12 110714 1593.2 1598.7 1589.3 1594.1 +3.6 302 6,576 +111
Jun12 110714 1593.4 1598.4 1589.5 1595.6 +3.5 614 14,242 +135
Aug12 110714 1595.0 1597.4 1595.0 1597.4 +3.4 7 4,617 +4
Oct12 110714 1599.1 1599.6 1599.1 1599.6 +3.3 1 4,109 +0
Dec12 110714 1595.6 1605.9 1595.0 1602.1 +3.2 80 11,330 +55
Feb13 110714 1604.9 1604.9 1604.9 1604.9 +3.0 162 1,516 +161
Apr13 110714 1608.2 1608.2 1608.2 1608.2 +2.9 0 201 +0
Jun13 110714 1612.0 1612.0 1612.0 1612.0 +2.8 200 11,055 +200
Total Volume and Open Interest 196,464 520,202 +8,175
Silver(CMX)
Jul11 110714 3852.0 3935.5 3810.0 3868.9 +54.1 278 697 -38
Sep11 110714 3827.5 3939.5 3801.0 3869.4 +54.3 58,158 57,397 -212
Dec11 110714 3840.0 3940.0 3804.0 3871.4 +54.6 1,239 26,875 +218
Mar12 110714 3857.0 3931.0 3857.0 3871.2 +54.8 54 5,188 +25
May12 110714 3918.0 3918.0 3870.2 3870.2 +54.8 21 1,529 -8
Jul12 110714 3922.5 3922.5 3869.6 3869.6 +54.8 29 1,734 -8
Sep12 110714 3810.0 3888.5 3804.0 3868.5 +54.9 3 202 -3
Total Volume and Open Interest 60,838 112,795 +41
Platinum(NYMEX)
Jul11 110714 1774.5 1774.5 1774.3 1774.3 +7.3 4 48 +0
Oct11 110714 1759.8 1784.9 1757.8 1774.3 +7.3 4,594 30,194 +212
Jan12 110714 1769.5 1785.0 1769.5 1777.3 +7.1 39 1,041 +35
Apr12 110714 1786.0 1786.0 1779.7 1779.7 +7.1 0 80 +0
Total Volume and Open Interest 4,637 31,373 +247
Palladium(NYMEX)
Sep11 110714 775.30 791.00 775.05 783.35 -0.65 3,779 19,750 +60
Dec11 110714 783.60 788.70 783.60 784.55 -0.65 9 762 +1
Mar12 110714 130.39 130.39 130.39 130.39 -0.65 0 49 +0
Total Volume and Open Interest 3,788 20,561 +61
Copper(CMX)
Jul11 110714 439.00 440.85 436.90 437.20 -2.25 454 3,276 -262
Sep11 110714 439.15 441.75 436.75 438.00 -2.35 37,901 90,779 -828
Dec11 110714 440.50 442.70 438.60 439.75 -2.25 1,825 31,856 +510
Mar12 110714 440.85 440.85 440.85 440.85 -2.20 221 11,320 +108
May12 110714 440.85 440.85 440.85 440.85 -2.15 7 1,945 +0
Total Volume and Open Interest 41,107 146,864 -646
DJIA Index(CBOT)
Sep11 110714 12434 12524 12342 12382 -43 5,572 13,545 +3,500
Dec11 110714 12312 12355 12312 12312 -43 0 85 +0
Mar12 110714 12243 12286 12243 12243 -43      
Jun12 110714 12173 12216 12173 12173 -43      
Total Volume and Open Interest 5,572 13,630 +3,500
Mini DJIA Index(CBOT)
Sep11 110714 12430 12528 12336 12382 -43 148,502 117,229 +4,509
Dec11 110714 12305 12448 12305 12312 -43 80 394 +5
Mar12 110714 12243 12243 12243 12243 -43 0 11 +0
Jun12 110714 12173 12173 12173 12173 -43      
Total Volume and Open Interest 148,582 117,634 +4,514
S & P 500(CME)
Sep11 110714 1313.10 1323.00 1302.00 1306.70 -5.50 19,815 264,515 +2,964
Dec11 110714 1303.50 1314.80 1296.80 1301.20 -5.60 119 10,610 +29
Mar12 110714 1295.70 1309.30 1291.30 1295.70 -5.60 0 26 +0
Jun12 110714 1290.70 1304.30 1286.30 1290.70 -5.60 0 5 +0
Total Volume and Open Interest 19,934 275,156 +2,993
S & P 500 E-Mini(Globex)
Sep11 110714 1312.25 1323.25 1302.00 1306.75 -5.50 2,888,474 2,589,528 +31,390
Dec11 110714 1304.00 1317.25 1297.25 1301.25 -5.50 3,106 11,712 +856
Total Volume and Open Interest 2,891,584 2,601,431 +32,246
NASDAQ 100(CME)
Sep11 110714 2347.00 2368.00 2313.00 2334.00 -10.50 4,844 16,333 +2,275
Dec11 110714 2328.00 2360.00 2310.00 2328.00 -11.00 0 2 +0
Mar12 110714 2325.50 2328.50 2325.50 2325.50 -11.00      
Total Volume and Open Interest 4,844 16,335 +2,275
NASDAQ 100 E-Mini(Globex)
Sep11 110714 2345.80 2368.30 2314.50 2334.00 -10.50 304,899 356,085 +12,429
Dec11 110714 2329.80 2360.50 2314.30 2328.00 -11.00 171 181 +18
Total Volume and Open Interest 305,071 356,267 +12,448
S & P Midcap 400(CME)
Sep11 110714 970.00 980.95 968.00 968.70 -12.00 224 1,462 +196
Dec11 110714 967.40 967.40 967.40 967.40 -12.00      
Mar12 110714 965.70 965.70 965.70 965.70 -12.00      
Total Volume and Open Interest 224 1,462 +196
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Sep11 110630 9865 9940 9805 9900 +220 11,736 31,666 +3,008
Dec11 110714 9910 9925 9910 9915 -10 0 1 +0
Total Volume and Open Interest 17,904 35,770 +247
Nikkei 225(SGX)
Sep11 110714 9920 10005 9885 9950 +5 102,192 189,693 +3,723
Dec11 110714 9865 9925 9840 9895 +5 1 7,954 -302
Mar12 110714 9885 9885 9885 9885 unch 0 10 +0
Total Volume and Open Interest 103,486 207,303 +4,534
CAC 40(EURONEXT)
Jul11 110714 3751.0 3783.5 3721.0 3750.0 -43.0 361,635 411,408 -16,610
Aug11 110714 3753.5 3788.0 3725.5 3755.0 -43.0 102,547 114,018 +47,791
Sep11 110714 3753.5 3780.0 3725.5 3752.5 -43.0 7,799 32,655 +5,589
Total Volume and Open Interest 471,981 558,113 +36,770
Hang Seng Index(HKFE)
Jul11 110714 21975 21988 21717 21985 +105 102,387 90,151 +733
Aug11 110714 21957 21957 21680 21945 +103 1,738 1,992 +702
Sep11 110714 21783 21852 21598 21852 +103 499 3,082 -20
Total Volume and Open Interest 105,351 98,896 +1,299
DAX(EUREX)
Sep11 110714 7220.0 7290.0 7176.0 7244.0 -45.0 224,857 147,778 +3,615
Dec11 110714 7245.0 7313.5 7211.0 7271.5 -45.5 475 8,402 +69
Mar12 110714 7287.0 7338.5 7242.0 7302.5 -46.5 124 312 +34
Total Volume and Open Interest 225,456 156,492 +3,718
FT-SE 100(EURONEXT)
Sep11 110714 5805.50 5859.00 5767.00 5816.00 -49.50 181,458 686,482 -6,212
Dec11 110714 5810.50 5823.00 5780.00 5792.00 -49.00 6 803 +2
Mar12 110714 5775.00 5775.00 5755.00 5755.00 -49.50 0 170 +0
Total Volume and Open Interest 181,464 687,475 -6,210
SPI 200(SFE)
Sep11 110714 4493.0 4525.0 4439.0 4467.0 -21.0 44,538 192,335 +654
Dec11 110714 4521.0 4521.0 4470.0 4482.0 -25.0 218 4,604 -44
Mar12 110714 4468.0 4468.0 4468.0 4468.0 -25.0 111 1,741 +111
Total Volume and Open Interest 45,155 202,629 +898
GSCI(CME)
Jul11 110714 32.64 44.64 27.39 32.64 -9.00 1,694 5,771 -1,787
Aug11 110714 42.64 45.14 27.89 33.59 -8.95 1,684 4,718 +1,440
Sep11 110714 34.14 44.64 28.89 34.14 -9.00      
Total Volume and Open Interest 3,378 10,489 -347
Reuters CCI(ICE)
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions.
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