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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 Fri July 15, 2011
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Aug11 110715 1382.00 1397.00 1376.50 1385.75 +3.75 26,088 58,982 -3,052
Sep11 110715 1380.00 1394.00 1374.25 1383.00 +3.25 16,194 35,070 +2,340
Nov11 110715 1384.25 1398.50 1378.25 1387.00 +3.00 98,648 289,401 +2,150
Jan12 110715 1392.50 1406.25 1387.25 1395.75 +3.50 14,715 49,434 +2,034
Mar12 110715 1394.25 1406.50 1387.75 1396.50 +3.25 7,557 22,986 +1,500
May12 110715 1388.00 1399.00 1383.25 1390.25 +2.75 5,496 29,844 +1,696
Jul12 110715 1389.00 1400.00 1385.50 1391.25 +2.00 3,076 12,806 +938
Total Volume and Open Interest 174,188 521,852 +7,595
Soybean Meal(CBOT)
Aug11 110715 357.10 362.90 355.90 360.30 +3.30 16,605 33,581 -2,725
Sep11 110715 358.40 364.00 357.20 362.10 +3.60 8,926 28,182 -115
Oct11 110715 359.40 364.20 358.90 362.70 +3.10 2,433 15,094 -134
Dec11 110715 362.70 367.90 361.40 365.90 +3.10 27,421 68,585 -437
Jan12 110715 363.60 368.40 362.70 366.70 +3.00 1,253 6,739 -37
Mar12 110715 362.10 368.20 362.10 366.90 +3.10 795 5,766 +27
May12 110715 362.00 365.60 361.10 364.80 +3.10 1,481 7,086 +66
Jul12 110715 362.50 364.90 361.70 364.80 +3.10 831 1,928 +186
Total Volume and Open Interest 60,546 170,901 -3,233
Soybean Oil(CBOT)
Aug11 110715 57.40 57.94 57.00 57.35 +0.04 25,339 38,954 +331
Sep11 110715 57.65 58.17 57.22 57.56 +0.04 11,989 38,218 +723
Oct11 110715 57.79 58.37 57.50 57.78 +0.02 2,070 17,697 +99
Dec11 110715 58.30 58.88 57.92 58.26 +0.02 49,806 151,483 +6,122
Jan12 110715 58.68 59.05 58.24 58.53 unch 2,963 20,077 +1,147
Mar12 110715 58.87 59.70 58.48 58.78 -0.01 538 12,636 +60
May12 110715 58.96 59.54 58.58 58.86 -0.07 812 6,870 +10
Jul12 110715 59.67 59.68 58.85 59.01 -0.07 424 1,899 +77
Total Volume and Open Interest 94,324 290,846 +8,078
Canola(WCE)
Jul11 110714 591.8 591.8 591.8 591.8 +4.0      
Nov11 110715 575.6 582.2 573.0 575.4 -1.4 11,830 120,275 +3,517
Jan12 110715 584.2 589.5 580.5 583.0 -1.8 2,136 14,745 +268
Mar12 110715 584.5 593.6 584.5 588.2 -2.3 1,023 5,674 +320
May12 110715 590.1 599.3 590.0 592.5 -2.1 892 3,560 +614
Total Volume and Open Interest 15,987 148,213 +4,781
Corn(CBOT)
Sep11 110715 690.75 711.00 686.75 701.25 +10.50 82,128 373,231 -3,026
Dec11 110715 678.50 696.00 673.00 685.00 +6.50 191,781 491,348 -4,179
Mar12 110715 690.00 706.25 684.75 695.25 +5.00 21,674 115,454 +2,086
May12 110715 695.75 711.25 690.25 700.50 +4.75 5,937 25,751 +314
Jul12 110715 699.50 715.50 694.25 704.50 +4.00 10,026 71,282 +542
Sep12 110715 660.00 673.75 658.00 658.00 -7.50 1,756 6,985 +166
Total Volume and Open Interest 326,340 1,185,912 -2,277
Wheat(CBOT)
Sep11 110715 706.75 716.50 692.50 694.75 -12.25 91,533 169,054 -4,193
Dec11 110715 738.00 746.75 721.00 723.50 -14.50 45,172 144,762 +1,350
Mar12 110715 764.75 774.50 752.00 754.25 -10.75 15,920 45,252 +2,651
May12 110715 783.00 792.75 770.25 772.25 -11.25 3,890 9,461 -80
Jul12 110715 795.50 804.75 781.75 784.25 -11.25 6,905 43,472 +776
Total Volume and Open Interest 165,023 434,947 +839
Wheat(KCBT)
Sep11 110715 764.00 781.50 762.25 764.50 -0.75 18,993 74,198 -1,097
Dec11 110715 790.75 807.25 788.00 789.75 -1.25 14,131 57,492 +174
Mar12 110715 806.25 822.00 803.25 804.00 -3.00 3,933 16,383 +1,031
May12 110715 820.50 828.25 809.25 810.00 -4.00 441 3,141 +1
Jul12 110715 823.50 832.00 813.50 813.50 -4.25 1,480 13,216 +285
Total Volume and Open Interest 39,205 167,665 +377
Wheat(MGE)
Jul11 110714 842.00 842.00 842.00 842.00 +20.75 268 369 -251
Sep11 110715 830.00 840.75 821.25 823.75 -5.25 5,460 21,876 -885
Dec11 110715 828.50 840.25 823.25 825.50 -3.00 5,137 20,005 -176
Mar12 110715 840.25 851.25 835.00 837.50 -2.75 1,915 6,556 +300
May12 110715 841.50 854.75 838.50 840.25 -3.00 464 2,785 +105
Total Volume and Open Interest 15,241 60,124 +381
Oats(CBOT)
Sep11 110715 359.25 367.75 352.25 355.00 -5.00 208 4,100 -24
Dec11 110715 368.50 376.50 361.25 364.50 -4.00 493 7,362 -48
Mar12 110715 380.00 380.00 374.50 374.50 -4.00 30 815 +19
May12 110715 387.00 387.00 381.00 381.00 -4.00 0 17 +0
Total Volume and Open Interest 731 12,323 -53
Rough Rice(CBOT)
Jul11 110714 16.00 16.00 15.72 15.94 +0.18 204 207 -83
Sep11 110715 17.00 17.19 16.62 17.00 0.00 942 10,316 +123
Nov11 110715 17.38 17.51 17.01 17.32 +0.01 327 5,143 -50
Jan12 110715 17.60 17.75 17.59 17.64 +0.03 22 444 +1
Total Volume and Open Interest 1,375 16,548 -9
Live Cattle(CME)
Aug11 110715 110.850 111.285 110.000 110.600 +0.050 35,084 81,673 -8,430
Oct11 110715 117.150 117.600 116.300 116.850 -0.350 29,302 115,263 +5,544
Dec11 110715 121.400 121.850 120.450 120.850 -0.730 12,835 80,748 +1,345
Feb12 110715 123.480 124.100 123.080 123.700 +0.020 4,365 28,358 +257
Apr12 110715 124.930 125.680 124.600 125.400 +0.050 2,340 15,134 +637
Jun12 110715 120.500 121.400 120.500 121.300 +0.100 556 5,407 +315
Total Volume and Open Interest 84,587 327,377 -267
Feeder Cattle(CME)
Aug11 110715 136.750 137.075 134.785 135.700 -1.235 4,001 17,302 -633
Sep11 110715 137.400 137.935 135.575 136.800 -1.150 2,080 9,780 +237
Oct11 110715 138.100 138.750 136.435 137.825 -0.925 2,120 7,974 +754
Nov11 110715 138.350 139.200 137.000 138.185 -1.000 1,036 4,520 +65
Jan12 110715 137.000 137.750 135.800 137.200 -0.600 263 1,823 -19
Mar12 110715 136.075 136.600 135.000 136.600 -0.700 62 376 +22
Apr12 110715 136.800 136.900 135.800 136.900 -1.600 29 132 +6
Total Volume and Open Interest 9,609 42,003 +436
Lean Hogs(CME)
Aug11 110715 98.350 99.900 97.900 98.950 +0.770 26,526 39,714 -7,896
Oct11 110715 91.480 92.480 91.150 91.650 +0.070 25,441 81,522 +6,984
Dec11 110715 88.100 88.830 87.750 87.885 -0.315 12,861 62,325 +1,931
Feb12 110715 89.980 90.580 89.885 90.150 +0.100 4,576 27,772 +778
Apr12 110715 91.200 92.000 91.200 91.450 +0.020 2,831 17,619 +1,102
May12 110715 94.800 95.100 94.800 94.900 +0.100 22 731 +15
Jun12 110715 96.480 97.330 96.480 97.230 +0.230 623 8,970 +358
Jul12 110715 95.785 96.200 95.500 96.000 +1.100 82 2,406 +60
Total Volume and Open Interest 74,586 247,620 +2,935
Class III Milk(CME)
Jul11 110714 21.00 21.05 20.97 21.03 +0.52 339 6,118 +27
Aug11 110715 19.45 20.23 19.36 20.20 +0.72 423 6,017 +33
Sep11 110715 18.97 19.67 18.92 19.64 +0.72 192 5,238 +48
Oct11 110715 18.34 19.01 18.26 18.92 +0.66 106 4,386 +30
Nov11 110715 17.69 18.40 17.69 18.33 +0.64 38 3,697 +10
Total Volume and Open Interest 997 34,088 +144
Cocoa(ICE)
Jul11 110714 3166 3166 3166 3166 -14 3 4 -2
Sep11 110715 3144 3188 3128 3168 +12 12,174 68,775 -1,163
Dec11 110715 3166 3213 3155 3193 +12 3,590 40,186 +95
Mar12 110715 3206 3260 3206 3240 +11 1,398 32,822 -378
May12 110715 3259 3259 3224 3240 +11 1,508 11,094 +862
Jul12 110715 3224 3249 3223 3243 +11 8 4,175 +6
Sep12 110715 3225 3259 3223 3247 +11 90 6,871 +81
Total Volume and Open Interest 18,774 171,140 -499
Coffee "C"(ICE)
Jul11 110715 257.35 259.50 252.55 252.55 -4.80 3 87 +0
Sep11 110715 257.00 260.50 252.35 253.55 -4.80 11,241 55,271 +1,568
Dec11 110715 262.00 263.75 256.20 257.30 -4.80 1,895 36,152 -495
Mar12 110715 261.75 266.05 258.80 259.55 -4.90 653 9,557 +461
May12 110715 266.75 267.00 260.30 260.55 -5.05 293 4,262 +355
Jul12 110715 266.35 266.40 260.15 260.15 -5.35 205 1,862 +6
Total Volume and Open Interest 14,390 110,183 +1,981
Orange Juice(ICE)
Sep11 110715 196.00 197.90 192.80 197.35 +1.35 698 25,635 -141
Nov11 110715 181.00 184.65 179.85 183.40 +1.05 185 6,226 +67
Jan12 110715 176.50 179.25 176.50 178.30 +0.15 13 1,307 +8
Mar12 110715 177.35 177.50 177.00 177.25 +0.25 6 280 +3
May12 110715 175.00 175.40 175.00 175.40 -0.10 2 188 +2
Jul12 110715 175.65 175.70 175.65 175.65 -0.10 0 106 +0
Total Volume and Open Interest 904 33,749 -61
Sugar #11(ICE)
Oct11 110715 28.92 29.95 28.50 28.97 -0.05 65,389 306,528 -2,741
Mar12 110715 27.90 28.74 27.51 27.89 -0.18 33,467 145,676 +2,376
May12 110715 26.57 27.25 26.09 26.47 -0.22 9,589 45,577 +84
Jul12 110715 25.41 26.04 24.95 25.35 -0.21 6,172 62,860 -836
Oct12 110715 24.56 25.15 24.01 24.49 -0.17 2,962 26,757 +155
Total Volume and Open Interest 119,643 625,866 -639
London Cocoa(LCE)
Sep11 110715 1967 2008 1960 1992 +16 10,050 74,670 +2,694
Dec11 110715 1998 2035 1996 2020 +13 3,312 40,825 -259
Mar12 110715 2020 2050 2019 2036 +10 1,791 37,604 -205
May12 110715 2027 2050 2026 2043 +9 277 13,241 -183
Jul12 110715 2037 2054 2037 2051 +9 498 4,436 +61
Sep12 110715 2044 2066 2044 2061 +11 201 4,345 +200
Dec12 110715 2065 2065 2065 2065 +12 0 7,349 +0
Total Volume and Open Interest 18,308 190,170 +726
London Sugar(LCE)
Oct11 110715 748.30 771.30 743.30 756.30 -8.20 5,179 24,922 +62
Dec11 110715 714.80 734.70 710.30 720.30 -7.30 1,107 6,476 +140
Mar12 110715 694.20 719.40 692.90 705.90 -3.60 1,263 8,438 +563
May12 110715 673.90 687.60 671.70 678.20 -4.50 112 3,085 -3
Aug12 110715 653.50 653.50 653.50 653.50 -1.00 102 1,627 +48
Total Volume and Open Interest 11,732 50,110 -1,503
Cotton(ICE)
Oct11 110715 105.00 105.00 101.35 101.46 -4.89 81 506 -12
Dec11 110715 102.35 103.45 99.46 99.46 -5.00 13,034 100,437 -24
Mar12 110715 98.20 99.62 95.40 96.25 -3.38 1,810 21,467 +61
May12 110715 96.20 97.34 94.80 95.89 -1.36 221 4,788 -31
Jul12 110715 95.30 96.08 94.45 95.21 -0.90 179 6,526 +41
Oct12 110715 94.39 94.78 94.39 94.39 -0.90 0 3 +0
Total Volume and Open Interest 15,337 137,376 +35
Lumber(CME)
Jul11 110715 257.7 258.0 250.0 258.0 unch 69 89 -58
Sep11 110715 264.1 266.6 260.5 260.5 -3.1 396 5,823 -14
Nov11 110715 274.8 277.0 272.0 276.5 +3.0 245 2,127 -36
Jan12 110715 294.8 295.0 292.1 294.8 -2.2 19 643 +12
Total Volume and Open Interest 731 8,740 -95
Crude Oil(NYM)
Aug11 110715 96.03 97.74 95.21 97.24 +1.55 355,098 159,031 -26,053
Sep11 110715 96.40 98.12 95.63 97.60 +1.49 146,042 308,043 +31,294
Oct11 110715 96.82 98.52 96.06 97.99 +1.44 44,863 85,649 +5,955
Nov11 110715 97.14 98.91 96.64 98.46 +1.40 30,565 69,661 -1,864
Dec11 110715 97.86 99.40 97.15 98.99 +1.34 57,109 204,635 +2,910
Jan12 110715 98.42 99.68 97.87 99.49 +1.28 9,708 51,235 -545
Feb12 110715 98.86 100.25 98.23 99.94 +1.22 5,917 25,769 -276
Mar12 110715 100.51 100.51 100.07 100.34 +1.17 7,301 32,200 -755
Apr12 110715 99.59 100.71 99.36 100.71 +1.13 6,091 21,679 +1,195
May12 110715 100.52 101.04 100.52 101.04 +1.09 4,027 18,374 -170
Jun12 110715 100.29 101.83 99.96 101.36 +1.07 11,269 76,195 +423
Jul12 110715 101.78 101.88 101.26 101.66 +1.05 2,568 31,440 +124
Aug12 110715 101.88 101.88 101.88 101.88 +1.03 1,981 14,411 +240
Sep12 110715 102.10 102.10 102.10 102.10 +1.02 1,710 14,931 +208
Oct12 110715 102.33 102.33 102.33 102.33 +1.01 844 9,954 -173
Nov12 110715 102.60 102.60 102.60 102.60 +1.00 891 22,380 +37
Total Volume and Open Interest 718,474 1,552,946 +14,690
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 110715 96.450 98.100 95.625 97.600 +1.500 980 2,664 +120
Oct11 110715 96.375 98.150 96.375 98.000 +1.450 94 307 +3
Nov11 110715 98.450 98.450 98.450 98.450 +1.400 11 176 -5
Dec11 110715 98.850 99.000 98.675 99.000 +1.350 17 270 -3
Jan12 110715 99.500 99.500 99.500 99.500 +1.300 0 6 +0
Feb12 110715 99.950 99.950 99.950 99.950 +1.225 0 3 +0
Mar12 110715 99.900 100.350 99.900 100.350 +1.175 0 11 +0
Apr12 110715 100.700 100.700 100.700 100.700 +1.125      
Total Volume and Open Interest 10,854 7,402 +376
Heating Oil(NYM)
Aug11 110715 309.46 313.10 305.78 311.80 +3.31 56,371 66,415 -2,251
Sep11 110715 310.65 314.16 306.98 312.92 +3.30 31,803 63,373 +7,124
Oct11 110715 311.57 315.30 308.50 314.20 +3.33 10,727 33,797 +1,020
Nov11 110715 313.78 316.96 313.41 315.78 +3.31 6,145 25,624 +781
Dec11 110715 313.94 318.52 311.45 317.38 +3.29 9,532 33,542 +721
Jan12 110715 317.08 319.50 316.98 318.82 +3.29 3,433 24,134 -225
Feb12 110715 313.68 318.98 313.63 318.90 +3.25 1,130 9,898 +297
Mar12 110715 317.53 317.94 317.06 317.94 +3.17 669 7,341 +234
Apr12 110715 315.62 315.85 315.00 315.85 +3.10 245 3,788 +39
May12 110715 313.60 313.91 313.60 313.91 +3.07 273 3,350 +2
Jun12 110715 310.90 313.83 310.90 313.01 +3.02 479 21,268 +59
Jul12 110715 313.51 313.51 313.51 313.51 +3.02 5 2,028 -4
Total Volume and Open Interest 120,885 305,975 +7,788
Gasoline(NYMEX)
Aug11 110715 312.39 315.22 309.60 312.93 +0.45 47,828 64,337 -1,132
Sep11 110715 306.34 309.28 303.62 307.65 +1.48 35,681 56,827 +2,529
Oct11 110715 291.65 294.70 289.45 293.60 +2.09 15,813 29,471 +1,253
Nov11 110715 285.25 290.48 284.96 289.88 +2.24 7,850 14,216 -179
Dec11 110715 285.70 289.02 283.27 288.24 +2.14 9,917 28,116 +371
Jan12 110715 285.20 288.83 283.65 288.56 +2.01 2,537 9,298 -175
Feb12 110715 285.45 289.93 285.45 289.85 +1.92 616 5,342 +79
Mar12 110715 286.70 291.66 286.70 291.66 +1.86 519 7,039 +226
Apr12 110715 297.62 302.66 297.62 302.66 +1.71 163 4,616 +25
May12 110715 302.76 302.76 302.76 302.76 +1.66 174 1,959 +20
Total Volume and Open Interest 121,719 239,324 +3,152
e-miNY RBOB Gasoline(NYM)
Aug11 110715 312.90 312.93 312.90 312.90 +0.40 0 3 +0
Sep11 110715 307.70 307.70 307.65 307.70 +1.50      
Oct11 110715 293.60 293.60 293.60 293.60 +2.10 0 1 +0
Nov11 110715 289.90 289.90 289.88 289.90 +2.30      
Total Volume and Open Interest 0 6 +0
Natural Gas(NYM)
Aug11 110715 4.402 4.555 4.383 4.546 +0.168 112,395 116,151 -12,786
Sep11 110715 4.383 4.528 4.359 4.520 +0.162 60,298 212,033 +3,687
Oct11 110715 4.399 4.544 4.385 4.535 +0.157 35,950 135,005 +2,336
Nov11 110715 4.535 4.648 4.502 4.639 +0.138 25,368 93,723 +628
Dec11 110715 4.723 4.823 4.694 4.816 +0.120 15,172 42,640 -384
Jan12 110715 4.830 4.920 4.800 4.914 +0.110 18,804 103,614 +876
Feb12 110715 4.825 4.912 4.801 4.912 +0.110 2,748 23,685 +632
Mar12 110715 4.750 4.865 4.750 4.864 +0.108 5,783 48,430 -214
Apr12 110715 4.658 4.778 4.658 4.770 +0.100 4,634 46,538 -138
May12 110715 4.730 4.795 4.730 4.788 +0.095 344 10,053 -47
Jun12 110715 4.741 4.816 4.741 4.816 +0.091 375 11,166 -17
Jul12 110715 4.854 4.860 4.824 4.856 +0.089 185 9,199 -18
Aug12 110715 4.870 4.888 4.864 4.884 +0.088 209 8,581 +138
Sep12 110715 4.875 4.893 4.875 4.892 +0.087 59 6,895 +12
Oct12 110715 4.918 4.935 4.902 4.933 +0.087 605 32,777 +104
Nov12 110715 5.041 5.069 5.040 5.069 +0.081 182 5,020 +90
Total Volume and Open Interest 283,446 983,172 -5,058
Brent Crude Oil(ICE)
Sep11 110715 116.23 117.75 115.16 117.26 +1.00 240,131 222,525 +10,404
Oct11 110715 116.59 117.77 115.28 117.27 +0.91 74,769 106,497 +9,937
Nov11 110715 116.72 117.88 115.50 117.40 +0.85 31,238 41,031 -194
Dec11 110715 116.87 118.05 115.60 117.52 +0.84 60,093 94,747 -3,501
Jan12 110715 116.34 117.98 116.00 117.57 +0.83 11,441 23,054 -715
Feb12 110715 116.33 117.99 115.99 117.54 +0.81 5,480 17,878 -183
Mar12 110715 116.47 117.93 115.73 117.49 +0.79 5,250 33,425 +48
Apr12 110715 116.44 117.87 115.72 117.44 +0.76 3,675 13,124 +654
May12 110715 116.38 117.79 115.66 117.36 +0.75 2,298 7,715 -625
Jun12 110715 116.65 117.70 115.60 117.27 +0.74 8,278 39,796 +365
Jul12 110715 117.18 117.18 117.18 117.18 +0.72 1,632 8,234 +395
Aug12 110715 117.04 117.04 117.04 117.04 +0.70 1,057 5,348 +12
Sep12 110715 116.87 116.87 116.87 116.87 +0.69 761 7,792 +19
Oct12 110715 116.70 116.70 116.70 116.70 +0.67 222 3,582 -25
Total Volume and Open Interest 578,991 792,783 -7,612
Gas Oil(ICE)
Aug11 110715 972.50 982.50 959.00 977.25 +4.75 77,026 126,789 -3,128
Sep11 110715 973.00 984.75 961.50 979.75 +5.25 58,780 124,441 +3,515
Oct11 110715 975.75 986.75 964.25 981.75 +5.50 20,081 51,514 -101
Nov11 110715 977.00 988.00 969.00 983.00 +5.50 8,435 34,060 -303
Dec11 110715 978.50 989.00 967.00 984.75 +5.50 20,546 57,546 +3,312
Jan12 110715 980.75 990.75 971.00 987.00 +5.75 4,859 33,338 -563
Feb12 110715 973.25 987.50 973.25 987.50 +5.75 2,987 10,939 +718
Mar12 110715 975.50 988.00 971.50 988.00 +5.50 2,104 11,845 +664
Apr12 110715 987.50 987.75 987.50 987.75 +5.75 2,684 8,289 -148
May12 110715 986.75 987.25 986.75 987.25 +6.00 1,760 7,521 -590
Total Volume and Open Interest 205,546 568,885 +4,794
Ethanol(CBOT)
Jul11 110706 2.758 2.795 2.758 2.761 +0.027 42 209 -19
Aug11 110715 2.853 2.881 2.853 2.873 +0.036 316 1,089 -74
Sep11 110715 2.734 2.761 2.730 2.737 +0.019 264 1,721 -21
Oct11 110715 2.637 2.644 2.621 2.625 +0.020 202 1,360 -19
Nov11 110715 2.577 2.577 2.554 2.554 +0.018 132 990 -9
Dec11 110715 2.552 2.552 2.520 2.527 +0.021 229 1,257 -36
Jan12 110715 2.510 2.510 2.487 2.488 +0.017 65 546 -33
Feb12 110715 2.496 2.496 2.484 2.485 +0.016 8 282 +0
Total Volume and Open Interest 1,243 8,846 -171
WTI Crude Oil(ICE
Aug11 110715 95.90 97.73 95.22 97.24 +1.55 74,581 37,593 -6,126
Sep11 110715 96.30 98.11 95.63 97.60 +1.49 45,017 82,290 +5,254
Oct11 110715 96.88 98.46 96.08 97.99 +1.44 17,067 36,930 +1,356
Nov11 110715 97.10 98.91 96.59 98.46 +1.40 7,272 24,986 +91
Dec11 110715 98.15 99.45 97.15 98.99 +1.34 18,403 92,272 -556
Jan12 110715 98.81 99.96 97.73 99.49 +1.28 2,083 17,789 +83
Feb12 110715 98.55 100.41 98.55 99.94 +1.22 1,742 5,718 +16
Mar12 110715 99.23 100.82 99.01 100.34 +1.17 2,693 13,196 -750
Apr12 110715 99.65 101.08 99.65 100.71 +1.13 1,526 4,360 -165
May12 110715 101.04 101.04 101.04 101.04 +1.09 911 3,073 -3
Jun12 110715 100.16 101.91 100.16 101.36 +1.07 2,803 27,612 +221
Jul12 110715 101.50 101.66 101.50 101.66 +1.05 244 4,342 -25
Aug12 110715 101.88 101.88 101.88 101.88 +1.03 64 1,241 -30
Sep12 110715 102.10 102.10 102.10 102.10 +1.02 2 5,029 +0
Oct12 110715 102.33 102.33 102.33 102.33 +1.01 10 1,032 +5
Nov12 110715 102.60 102.60 102.60 102.60 +1.00 11 2,556 -7
Total Volume and Open Interest 182,472 480,406 +497
US Dollar Index(ICE)
Sep11 110715 75.440 75.745 75.290 75.520 -0.043 37,201 48,079 -1,203
Dec11 110715 76.185 76.205 75.880 75.970 -0.052 116 642 +48
Mar12 110715 76.470 76.470 76.470 76.470 -0.052 0 1 +0
Total Volume and Open Interest 37,317 48,722 -1,155
Australian Dollar(CME)
Sep11 110715 106.35 106.61 105.33 105.40 -0.83 140,290 126,211 +5,848
Dec11 110715 105.06 105.09 104.27 104.28 -0.81 80 391 +56
Mar12 110715 103.24 104.00 103.24 103.24 -0.76 0 2 +0
Total Volume and Open Interest 140,370 126,607 +5,904
British Pound(CME)
Sep11 110715 161.30 161.64 160.64 161.10 -0.07 154,064 105,932 -14,949
Dec11 110715 161.33 161.33 160.95 160.95 -0.06 50 249 +4
Mar12 110715 160.80 160.85 160.80 160.80 -0.05 0 2 +0
Total Volume and Open Interest 154,114 106,189 -14,945
Canadian Dollar(CME)
Sep11 110715 104.00 104.89 103.74 104.45 +0.46 87,491 106,010 -707
Dec11 110715 103.86 104.66 103.55 104.24 +0.47 270 3,934 +7
Mar12 110715 104.00 104.04 103.59 104.04 +0.45 24 599 +11
Jun12 110715 103.79 103.79 103.35 103.79 +0.44 20 295 +40
Total Volume and Open Interest 87,805 110,975 -649
Japanese Yen(CME)
Sep11 110715 126.37 126.81 126.20 126.54 +0.12 114,574 118,891 +3,582
Dec11 110715 126.42 126.78 126.42 126.67 +0.13 76 501 +25
Mar12 110715 126.87 126.87 126.73 126.87 +0.14 2 46 +2
Total Volume and Open Interest 114,652 119,455 +3,609
Swiss Franc(CME)
Sep11 110715 122.67 123.18 122.14 122.90 +0.51 58,564 49,368 +918
Dec11 110715 122.94 123.07 122.43 123.03 +0.51 67 170 -5
Mar12 110715 123.21 123.21 122.68 123.21 +0.53 0 2 +0
Total Volume and Open Interest 58,631 49,543 +913
EuroFX(CME)
Sep11 110715 141.21 141.73 140.65 141.08 unch 436,217 182,906 -640
Dec11 110715 140.83 141.30 140.48 140.74 +0.01 258 837 +41
Mar12 110715 140.35 140.80 140.35 140.44 +0.03 2 362 +0
Total Volume and Open Interest 436,477 184,942 -599
Mexican Peso(CME)
Jul11 110715 852.2 853.2 852.2 852.2 -1.0      
Aug11 110715 850.2 851.2 850.2 850.2 -1.0      
Total Volume and Open Interest 43,157 137,062 -8,712
30-Year T-Bonds(CBOT)
Sep11 110715 125~220 126~050 125~030 126~010 +0~070 404,776 636,472 +2,906
Dec11 110715 124~020 124~200 123~300 124~180 +0~070 71 1,387 +9
Mar12 110715 123~040 123~040 122~290 123~040 +0~070      
Total Volume and Open Interest 404,847 637,859 +2,915
10-Year T-Notes(CBOT)
Sep11 110715 124~125 124~290 124~075 124~275 +0~135 1,493,281 1,832,230 +32,065
Dec11 110715 122~270 123~135 122~265 123~135 +0~150 900 14,758 +178
Mar12 110715 122~135 122~135 121~305 122~135 +0~150      
Total Volume and Open Interest 1,494,181 1,846,988 +32,243
5-Year T-Notes(CBOT)
Sep11 110715 120~064 120~107 120~055 120~104 +0~033 778,507 1,545,624 +12,853
Dec11 110715 119~081 119~081 119~049 119~081 +0~032 0 4 +0
Mar12 110715 118~105 118~105 118~073 118~105 +0~032      
Total Volume and Open Interest 778,507 1,545,628 +12,853
2 Year T-Notes(CBOT)
Sep11 110715 109~114 109~120 109~112 109~118 +0~003 303,324 1,001,226 +4,937
Dec11 110715 109~087 109~087 109~084 109~087 +0~003 0 31 +0
Mar12 110715 109~025 109~025 109~022 109~025 +0~003      
Total Volume and Open Interest 303,324 1,001,257 +4,937
Eurodollars(CME)
Sep11 110715 99.610 99.615 99.575 99.585 -0.020 323,071 1,222,862 +20,154
Dec11 110715 99.515 99.520 99.445 99.470 -0.040 365,222 1,212,740 -61,042
Mar12 110715 99.480 99.485 99.400 99.425 -0.050 316,624 1,506,661 -17,176
Jun12 110715 99.420 99.425 99.360 99.380 -0.040 277,927 1,383,408 -25,918
Sep12 110715 99.320 99.335 99.290 99.300 -0.025 293,230 1,079,207 +5,101
Dec12 110715 99.150 99.190 99.140 99.160 -0.010 335,851 721,750 -10,720
Mar13 110715 98.975 99.025 98.960 99.005 +0.010 293,378 620,719 +40,148
Jun13 110715 98.750 98.815 98.745 98.800 +0.020 238,767 364,090 +3,232
Sep13 110715 98.510 98.590 98.505 98.565 +0.025 222,915 421,662 +21,968
Dec13 110715 98.240 98.330 98.235 98.305 +0.035 175,674 314,337 +15,481
Mar14 110715 97.980 98.075 97.975 98.050 +0.040 94,977 255,303 +8,447
Jun14 110715 97.725 97.810 97.710 97.790 +0.045 78,851 194,873 +5,265
Sep14 110715 97.470 97.555 97.455 97.540 +0.055 39,872 95,476 +857
Dec14 110715 97.205 97.295 97.195 97.285 +0.060 41,749 112,092 -2,413
Mar15 110715 96.980 97.060 96.965 97.050 +0.060 26,643 90,042 +3,145
Jun15 110715 4.985 5.080 4.985 5.065 +0.060 26,492 71,928 +752
Sep15 110715 4.780 4.865 4.760 4.845 +0.065 12,356 55,871 -579
Dec15 110715 4.565 4.650 4.555 4.630 +0.065 13,431 49,775 +2,131
Total Volume and Open Interest      
30 Day Federal Funds(CBOT)
Jul11 110715 99.930 99.933 99.927 99.927 unch 3,021 68,936 +229
Aug11 110715 99.910 99.920 99.910 99.915 +0.005 6,469 57,783 -400
Sep11 110715 99.895 99.905 99.895 99.900 +0.005 6,761 50,924 +2,208
Oct11 110715 99.885 99.890 99.880 99.885 unch 7,983 49,501 -1,508
Nov11 110715 99.875 99.880 99.865 99.875 unch 4,010 48,772 -448
Dec11 110715 99.865 99.870 99.850 99.865 +0.005 4,249 55,081 +36
Total Volume and Open Interest 85,096 776,791 +8,722
30 Day Fed Funds(e-CBOT)
3-Mth Euro-Yen(CME)
Sep11 110715 99.662 99.662 99.662 99.662 unch 0 51 +0
Dec11 110715 99.660 99.660 99.660 99.660 unch 0 75 +0
Mar12 110715 99.652 99.652 99.652 99.652 unch      
Jun12 110715 99.645 99.645 99.645 99.645 unch      
Sep12 110715 99.580 99.580 99.580 99.580 unch      
Dec12 110715 99.630 99.630 99.630 99.630 +0.005      
Mar13 110715 99.630 99.630 99.630 99.630 +0.005      
Jun13 110715 99.585 99.585 99.585 99.585 +0.005      
Sep13 110715 99.445 99.445 99.445 99.445 +0.005      
Dec13 110715 99.305 99.305 99.305 99.305 +0.005      
Total Volume and Open Interest 0 126 +0
3-Mth Euro-Yen(SGX)
Sep11 110715 99.66 99.66 99.66 99.66 unch 0 1,332 +0
Dec11 110715 99.66 99.66 99.66 99.66 unch 0 1,392 +0
Mar12 110715 99.65 99.65 99.65 99.65 unch 10 1,823 +0
Jun12 110715 99.64 99.64 99.64 99.64 unch 0 1,374 +0
Sep12 110715 99.58 99.58 99.58 99.58 unch 0 411 +0
Dec12 110715 99.63 99.63 99.63 99.63 +0.00 0 24 +0
Mar13 110715 99.63 99.63 99.63 99.63 +0.00 0 1 +0
Jun13 110715 99.58 99.58 99.58 99.58 +0.00      
Total Volume and Open Interest 10 6,357 +0
Japanese Gov't Bonds(SGX)
Sep11 110712 141.13 141.76 141.13 141.63 +0.54 1,313 22,053 -481
Dec11 110715 141.00 141.28 141.00 141.28 unch 0 2 +0
Mar12 110715 139.19 139.19 139.19 139.19 unch      
Total Volume and Open Interest 2,548 23,704 -473
Euro-Bund(EUREX)
Sep11 110715 128.50 129.29 128.43 128.99 +0.57 1,311,143 965,727 +10,401
Dec11 110715 127.39 127.86 127.34 127.69 +0.58 467 326 -19
Mar12 110715 127.67 127.67 127.67 127.67 +0.57      
Total Volume and Open Interest 1,311,610 966,053 +10,382
Euro-Bobl(EUREX)
Sep11 110715 118.66 119.11 118.62 118.84 +0.27 756,050 771,086 +22,539
Dec11 110715 117.87 117.87 117.87 117.87 +0.27 0 696 +0
Mar12 110715 117.87 117.87 117.87 117.87 +0.27      
Total Volume and Open Interest 756,050 771,782 +22,539
3-Mth Euribor(EUREX)
Sep11 110715 98.360 98.360 98.350 98.355 +0.015 0 1,888 +0
Dec11 110715 98.330 98.340 98.325 98.325 +0.020 0 1,358 +0
Mar12 110715 98.335 98.335 98.315 98.315 +0.030 1 839 -1
Total Volume and Open Interest 1 7,130 -1
Long Gilt(LIFFE)
Sep11 110704 120~07 120~16 120~05 120~10 -0~12 206,757 378,594 +19,248
Dec11 110715 121~30 121~30 121~27 121~28 +0~09      
Total Volume and Open Interest 151,363 363,704 +3,449
3-Mth Short Sterling(LIFFE)
Sep11 110715 99.10 99.11 99.09 99.10 unch 26,746 432,320 -2,818
Dec11 110715 99.06 99.08 99.04 99.07 +0.01 58,549 523,654 +4,373
Mar12 110715 99.03 99.04 99.01 99.04 +0.03 42,989 493,920 -3,917
Jun12 110715 98.94 98.98 98.94 98.97 +0.03 38,704 339,969 -2,005
Sep12 110715 98.83 98.88 98.83 98.87 +0.03 50,240 326,390 +1,269
Dec12 110715 98.69 98.74 98.68 98.71 +0.03 44,267 279,784 -918
Total Volume and Open Interest 383,873 2,776,340 +1,877
3-Mth Euribor(LIFFE)
Sep11 110715 98.350 98.360 98.330 98.355 +0.015 127,833 739,878 -6,890
Dec11 110715 98.320 98.340 98.310 98.325 +0.020 189,035 566,343 +17,418
Mar12 110715 98.305 98.340 98.295 98.315 +0.030 175,779 476,961 +4,561
Total Volume and Open Interest 1,188,471 3,614,889 +66,941
3-Mth Aus T-Bills(SFE)
Sep11 110715 95.27 95.32 95.22 95.32 +0.05 28,379 264,081 +7,712
Dec11 110715 95.37 95.43 95.31 95.43 +0.07 35,510 262,328 +7,963
Mar12 110715 95.38 95.48 95.32 95.48 +0.10 19,347 143,240 +1,065
Jun12 110715 95.33 95.48 95.29 95.48 +0.12 7,106 83,758 +1,374
Sep12 110715 95.26 95.41 95.22 95.41 +0.12 3,061 52,333 +1,085
Dec12 110715 95.19 95.33 95.15 95.33 +0.11 835 30,919 -442
Mar13 110715 95.10 95.25 95.09 95.25 +0.10 512 29,129 +97
Jun13 110715 95.02 95.17 95.02 95.17 +0.11 72 10,617 -2
Sep13 110715 95.10 95.10 95.10 95.10 +0.11 100 2,034 +42
Dec13 110715 95.02 95.02 95.02 95.02 +0.11 100 1,417 +0
Total Volume and Open Interest 95,022 880,022 +18,894
10-Year Aus T-Bonds(SFE)
Sep11 110715 95.08 95.10 95.01 95.09 +0.01 67,492 399,986 -4,820
Dec11 110715 95.09 95.09 95.09 95.09 +0.01      
Total Volume and Open Interest 67,492 399,986 -4,820
3-Year Aus T-Bonds(SFE)
Sep11 110705 95.20 95.26 95.18 95.25 +0.05 169,519 623,051 -30,911
Dec11 110715 95.63 95.63 95.63 95.63 +0.08      
Total Volume and Open Interest 210,153 664,941 -7,966
Gold(CMX)
Aug11 110715 1587.6 1594.4 1576.0 1590.1 +0.8 210,275 287,096 -508
Oct11 110715 1588.0 1595.4 1577.4 1591.0 +0.8 3,893 14,753 +1,202
Dec11 110715 1591.2 1596.4 1578.0 1592.0 +0.8 26,195 124,542 +10,531
Feb12 110715 1590.7 1597.9 1582.2 1593.4 +0.8 1,379 10,745 +78
Apr12 110715 1592.0 1596.6 1592.0 1594.9 +0.8 398 6,556 -20
Jun12 110715 1590.2 1601.1 1590.2 1596.5 +0.9 216 14,212 -30
Aug12 110715 1598.3 1598.3 1598.3 1598.3 +0.9 7 4,622 +5
Oct12 110715 1600.5 1600.5 1600.5 1600.5 +0.9 18 4,110 +1
Dec12 110715 1590.7 1607.0 1589.6 1603.0 +0.9 662 11,506 +176
Feb13 110715 1600.0 1605.8 1597.0 1605.8 +0.9 76 1,527 +11
Apr13 110715 1609.1 1609.1 1609.1 1609.1 +0.9 0 201 +0
Jun13 110715 1612.9 1612.9 1612.9 1612.9 +0.9 50 11,055 +0
Total Volume and Open Interest 243,722 531,753 +11,551
Silver(CMX)
Jul11 110715 3838.5 3930.5 3791.0 3906.3 +37.4 384 420 -277
Sep11 110715 3819.5 3933.0 3789.0 3907.1 +37.7 89,971 60,316 +2,919
Dec11 110715 3829.0 3935.0 3791.5 3909.1 +37.7 9,246 27,307 +432
Mar12 110715 3828.5 3930.0 3800.0 3908.6 +37.4 91 5,213 +25
May12 110715 3907.3 3907.3 3907.3 3907.3 +37.1 29 1,545 +16
Jul12 110715 3849.0 3909.5 3849.0 3906.1 +36.5 62 1,755 +21
Sep12 110715 3894.0 3905.0 3894.0 3905.0 +36.5 4 203 +1
Total Volume and Open Interest 101,001 116,168 +3,373
Platinum(NYMEX)
Jul11 110715 1770.4 1770.4 1755.0 1755.0 -19.3 16 46 -2
Oct11 110715 1768.9 1773.4 1750.9 1755.5 -18.8 5,980 30,260 +66
Jan12 110715 1765.8 1765.8 1756.5 1758.0 -19.3 46 1,079 +38
Apr12 110715 1760.9 1760.9 1760.9 1760.9 -18.8 16 81 +1
Total Volume and Open Interest 6,073 31,478 +105
Palladium(NYMEX)
Sep11 110715 782.05 785.90 770.00 780.65 -2.70 3,327 20,175 +425
Dec11 110715 772.10 781.85 772.10 781.85 -2.70 52 762 +0
Mar12 110715 128.64 128.64 127.69 127.69 -2.70 1 50 +1
Total Volume and Open Interest 3,381 20,988 +427
Copper(CMX)
Jul11 110715 437.40 441.50 435.10 440.50 +3.30 481 2,967 -309
Sep11 110715 438.55 442.65 435.50 441.30 +3.30 39,181 89,232 -1,547
Dec11 110715 440.15 444.30 437.60 443.20 +3.45 4,995 34,029 +2,173
Mar12 110715 443.80 445.00 443.65 444.30 +3.45 669 11,555 +235
May12 110715 444.20 444.50 443.70 444.30 +3.45 52 1,995 +50
Total Volume and Open Interest 46,409 147,465 +601
DJIA Index(CBOT)
Sep11 110715 12392 12460 12338 12452 +70 2,040 15,143 +1,598
Dec11 110715 12330 12382 12330 12382 +70 0 85 +0
Mar12 110715 12313 12313 12243 12313 +70      
Jun12 110715 12243 12243 12173 12243 +70      
Total Volume and Open Interest 2,040 15,228 +1,598
Mini DJIA Index(CBOT)
Sep11 110715 12389 12459 12329 12452 +70 120,254 118,288 +1,059
Dec11 110715 12292 12382 12264 12382 +70 48 395 +1
Mar12 110715 12313 12313 12313 12313 +70 0 11 +0
Jun12 110715 12243 12243 12243 12243 +70      
Total Volume and Open Interest 120,302 118,694 +1,060
S & P 500(CME)
Sep11 110715 1307.80 1315.50 1299.40 1314.90 +8.20 15,032 261,394 -3,121
Dec11 110715 1307.20 1309.40 1298.20 1309.40 +8.20 0 10,550 -60
Mar12 110715 1303.90 1303.90 1292.70 1303.90 +8.20 0 26 +0
Jun12 110715 1298.90 1298.90 1287.70 1298.90 +8.20 0 5 +0
Total Volume and Open Interest 15,032 271,975 -3,181
S & P 500 E-Mini(Globex)
Sep11 110715 1307.75 1315.50 1300.50 1315.00 +8.25 2,315,093 2,579,101 -10,427
Dec11 110715 1301.50 1309.50 1295.50 1309.50 +8.25 1,312 11,656 -56
Total Volume and Open Interest 2,316,409 2,590,948 -10,483
NASDAQ 100(CME)
Sep11 110715 2339.50 2359.00 2332.00 2355.50 +21.50 2,374 17,720 +1,387
Dec11 110715 2350.00 2350.00 2350.00 2350.00 +22.00 3 1 -1
Mar12 110715 2345.00 2345.50 2345.00 2345.00 +19.50      
Total Volume and Open Interest 2,377 17,721 +1,386
NASDAQ 100 E-Mini(Globex)
Sep11 110715 2338.00 2358.80 2331.50 2355.50 +21.50 267,288 373,043 +16,958
Dec11 110715 2331.30 2352.50 2330.00 2350.00 +22.00 37 179 -2
Total Volume and Open Interest 267,325 373,223 +16,956
S & P Midcap 400(CME)
Sep11 110715 975.00 978.00 975.00 977.30 +8.60 0 1,459 -3
Dec11 110715 976.00 976.00 976.00 976.00 +8.60      
Mar12 110715 974.30 974.30 974.30 974.30 +8.60      
Total Volume and Open Interest 0 1,459 -3
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Sep11 110630 9865 9940 9805 9900 +220 11,736 31,666 +3,008
Dec11 110715 9990 9990 9915 9990 +75 0 1 +0
Total Volume and Open Interest 10,837 35,674 -96
Nikkei 225(SGX)
Sep11 110715 9965 9985 9875 9970 +20 136,228 194,910 +5,217
Dec11 110715 9895 9915 9895 9910 +15 357 8,292 +338
Mar12 110715 9905 9905 9905 9905 +20 0 10 +0
Total Volume and Open Interest 137,307 213,278 +5,975
CAC 40(EURONEXT)
Jul11 110715 3738.0 3748.0 3705.5 3733.0 -17.0 324,499 326,557 -84,851
Aug11 110715 3742.0 3753.0 3710.0 3731.5 -23.5 185,599 210,463 +96,445
Sep11 110715 3742.0 3750.0 3711.0 3729.0 -23.5 3,511 35,425 +2,770
Total Volume and Open Interest 513,609 572,477 +14,364
Hang Seng Index(HKFE)
Jul11 110715 21870 21976 21758 21844 -141 77,001 87,896 -2,255
Aug11 110715 21815 21930 21726 21803 -142 1,065 2,334 +342
Sep11 110715 21789 21838 21650 21712 -140 382 3,157 +75
Total Volume and Open Interest 78,651 97,184 -1,712
DAX(EUREX)
Sep11 110715 7217.0 7274.0 7157.0 7250.0 +6.0 165,256 157,313 +9,535
Dec11 110715 7238.0 7294.0 7187.0 7277.0 +5.5 255 8,397 -5
Mar12 110715 7266.0 7320.0 7230.0 7308.5 +6.0 89 302 -10
Total Volume and Open Interest 165,600 166,012 +9,520
FT-SE 100(EURONEXT)
Sep11 110715 5791.00 5824.00 5770.50 5815.50 -0.50 118,872 684,962 -1,520
Dec11 110715 5790.00 5792.00 5790.00 5792.00 unch 7 807 +4
Mar12 110715 5754.50 5754.50 5754.50 5754.50 -0.50 0 170 +0
Total Volume and Open Interest 118,899 685,979 -1,496
SPI 200(SFE)
Sep11 110715 4466.0 4492.0 4429.0 4441.0 -26.0 38,157 188,458 -3,877
Dec11 110715 4491.0 4494.0 4456.0 4456.0 -26.0 33 4,605 +1
Mar12 110715 4442.0 4442.0 4442.0 4442.0 -26.0 0 1,675 -66
Total Volume and Open Interest 38,268 198,667 -3,962
GSCI(CME)
Aug11 110715 33.94 41.84 33.54 38.29 +4.70 2,052 6,404 +1,686
Sep11 110715 38.64 42.14 34.09 38.64 +4.50      
Total Volume and Open Interest 3,954 10,546 +57
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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