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MRCI's End of Day Prices

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MRCI's End of Day Prices
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Daily Futures Price Listing Mon July 18, 2011
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Aug11 110718 1385.75 1391.75 1370.00 1385.50 -0.25 18,414 59,429 +447
Sep11 110718 1383.50 1388.50 1366.50 1382.25 -0.75 12,487 35,967 +897
Nov11 110718 1388.25 1393.00 1370.00 1386.25 -0.75 82,231 289,266 -135
Jan12 110718 1396.25 1401.00 1376.50 1396.00 +0.25 14,465 50,173 +739
Mar12 110718 1396.25 1401.50 1382.75 1398.50 +2.00 4,794 23,838 +852
May12 110718 1391.00 1394.00 1378.00 1394.00 +3.75 6,181 29,816 -28
Jul12 110718 1391.25 1396.50 1380.50 1396.25 +5.00 3,706 13,494 +688
Total Volume and Open Interest 144,632 525,735 +3,883
Soybean Meal(CBOT)
Aug11 110718 360.00 361.10 355.00 359.30 -1.00 13,049 32,640 -941
Sep11 110718 361.90 362.90 356.80 361.00 -1.10 6,127 28,160 -22
Oct11 110718 361.10 362.20 357.00 361.50 -1.20 1,558 15,053 -41
Dec11 110718 365.40 366.50 360.10 364.60 -1.30 25,933 70,857 +2,272
Jan12 110718 365.20 366.20 361.30 365.90 -0.80 641 6,715 -24
Mar12 110718 365.20 366.80 362.10 366.80 -0.10 486 6,005 +239
May12 110718 364.00 365.50 360.00 365.30 +0.50 782 7,012 -74
Jul12 110718 362.00 365.50 362.00 365.30 +0.50 165 1,883 -45
Total Volume and Open Interest 48,799 172,126 +1,225
Soybean Oil(CBOT)
Aug11 110718 57.36 57.58 56.61 56.92 -0.43 21,718 38,404 -550
Sep11 110718 57.56 57.74 56.81 57.13 -0.43 9,282 38,696 +478
Oct11 110718 57.78 57.96 57.03 57.34 -0.44 1,586 17,587 -110
Dec11 110718 58.23 58.49 57.47 57.82 -0.44 37,675 152,855 +1,372
Jan12 110718 58.20 58.66 57.87 58.08 -0.45 2,870 21,387 +1,310
Mar12 110718 58.18 58.50 58.03 58.31 -0.47 1,139 12,869 +233
May12 110718 59.05 59.05 58.20 58.40 -0.46 952 7,054 +184
Jul12 110718 58.43 58.60 58.41 58.53 -0.48 1,032 2,603 +704
Total Volume and Open Interest 76,348 294,337 +3,491
Canola(WCE)
Jul11 110714 591.8 591.8 591.8 591.8 +4.0      
Nov11 110718 573.2 575.7 566.3 568.2 -7.2 5,266 119,692 -583
Jan12 110718 583.5 583.5 575.0 575.7 -7.3 1,467 14,744 -1
Mar12 110718 585.5 585.5 578.8 581.0 -7.2 867 5,961 +287
May12 110718 586.8 588.7 584.5 584.9 -7.6 242 3,662 +102
Total Volume and Open Interest 7,916 148,051 -162
Corn(CBOT)
Sep11 110718 701.75 703.25 683.00 696.25 -5.00 61,509 373,684 +453
Dec11 110718 684.50 684.50 666.25 677.00 -8.00 145,223 496,664 +5,316
Mar12 110718 695.00 695.00 677.00 688.75 -6.50 13,515 116,109 +655
May12 110718 700.50 700.50 683.25 693.50 -7.00 4,164 25,808 +57
Jul12 110718 704.50 704.50 686.75 699.50 -5.00 7,054 70,390 -892
Sep12 110718 648.00 661.00 648.00 659.25 +1.25 1,127 7,255 +270
Total Volume and Open Interest 238,634 1,190,771 +4,859
Wheat(CBOT)
Sep11 110718 694.75 697.25 676.00 689.50 -5.25 52,409 166,199 -2,855
Dec11 110718 724.50 724.50 706.00 718.25 -5.25 25,607 143,997 -765
Mar12 110718 754.00 754.00 739.25 750.75 -3.50 5,349 45,150 -102
May12 110718 763.25 772.25 760.25 770.00 -2.25 1,388 9,509 +48
Jul12 110718 783.25 787.75 771.75 782.25 -2.00 2,944 43,338 -134
Total Volume and Open Interest 88,337 431,202 -3,745
Wheat(KCBT)
Sep11 110718 765.00 767.00 748.50 761.00 -3.50 11,542 74,068 -130
Dec11 110718 788.75 790.25 773.50 784.50 -5.25 6,032 58,319 +827
Mar12 110718 798.25 804.50 789.50 798.75 -5.25 2,142 16,692 +309
May12 110718 801.75 811.25 797.50 804.50 -5.50 328 3,346 +205
Jul12 110718 812.75 815.00 801.75 808.00 -5.50 1,031 13,557 +341
Total Volume and Open Interest 21,161 169,064 +1,399
Wheat(MGE)
Jul11 110714 842.00 842.00 842.00 842.00 +20.75 268 369 -251
Sep11 110718 823.75 829.00 806.00 822.50 -1.25 2,510 21,623 -253
Dec11 110718 828.00 829.25 810.50 823.50 -2.00 1,560 19,923 -82
Mar12 110718 832.25 840.00 822.00 835.25 -2.25 804 6,569 +13
May12 110718 831.00 843.00 826.00 839.25 -1.00 307 2,843 +58
Total Volume and Open Interest 5,584 59,610 -514
Oats(CBOT)
Sep11 110718 354.75 356.00 346.00 353.00 -2.00 271 4,109 +9
Dec11 110718 366.50 366.50 356.75 364.00 -0.50 253 7,347 -15
Mar12 110718 367.75 376.00 367.75 374.50 unch 18 812 -3
May12 110718 381.00 381.00 381.00 381.00 unch 0 17 +0
Total Volume and Open Interest 542 12,314 -9
Rough Rice(CBOT)
Jul11 110714 16.00 16.00 15.72 15.94 +0.18 204 207 -83
Sep11 110718 17.06 17.08 16.75 16.82 -0.18 1,908 10,313 -3
Nov11 110718 17.24 17.25 17.11 17.14 -0.18 554 5,296 +153
Jan12 110718 17.53 17.64 17.44 17.46 -0.18 54 472 +28
Total Volume and Open Interest 2,689 16,717 +169
Live Cattle(CME)
Aug11 110718 110.930 111.000 109.800 109.850 -0.750 36,798 73,440 -8,233
Oct11 110718 116.850 117.135 115.730 115.850 -1.000 27,030 121,025 +5,762
Dec11 110718 120.850 121.000 119.135 119.400 -1.450 12,176 82,084 +1,336
Feb12 110718 123.500 123.680 122.100 122.635 -1.065 4,343 28,475 +117
Apr12 110718 124.950 125.500 123.900 124.250 -1.150 2,733 15,476 +342
Jun12 110718 121.150 121.150 120.000 120.500 -0.800 582 5,684 +277
Total Volume and Open Interest 83,692 326,974 -403
Feeder Cattle(CME)
Aug11 110718 135.785 136.535 134.100 134.575 -1.125 4,557 16,263 -1,039
Sep11 110718 137.150 137.550 135.000 135.630 -1.170 2,386 10,924 +1,144
Oct11 110718 138.000 138.485 136.000 136.400 -1.425 2,122 8,155 +181
Nov11 110718 138.500 138.800 136.550 137.100 -1.085 790 4,468 -52
Jan12 110718 137.575 137.575 135.600 136.100 -1.100 118 1,876 +53
Mar12 110718 137.000 137.000 134.935 135.685 -0.915 17 377 +1
Apr12 110718 136.900 136.900 136.000 136.500 -0.400 0 132 +0
Total Volume and Open Interest 9,992 42,293 +290
Lean Hogs(CME)
Aug11 110718 99.535 100.000 96.550 98.450 -0.500 18,397 35,384 -4,330
Oct11 110718 92.200 92.430 88.650 90.300 -1.350 17,408 84,339 +2,817
Dec11 110718 88.080 88.535 85.330 87.200 -0.685 7,750 62,874 +549
Feb12 110718 90.285 90.500 87.500 89.385 -0.765 3,052 28,202 +430
Apr12 110718 91.700 91.750 89.330 90.635 -0.815 1,739 17,664 +45
May12 110718 94.700 94.950 94.700 94.700 -0.200 21 734 +3
Jun12 110718 97.285 97.285 94.800 96.550 -0.680 315 9,005 +35
Jul12 110718 96.230 96.385 94.385 95.250 -0.750 72 2,412 +6
Total Volume and Open Interest 49,669 246,786 -834
Class III Milk(CME)
Jul11 110714 21.00 21.05 20.97 21.03 +0.52 339 6,118 +27
Aug11 110718 20.17 20.80 20.17 20.69 +0.49 273 6,082 +65
Sep11 110718 19.70 20.20 19.66 20.12 +0.48 311 5,391 +153
Oct11 110718 18.92 19.42 18.92 19.32 +0.40 104 4,419 +33
Nov11 110718 18.33 18.50 18.33 18.42 +0.09 127 3,770 +73
Total Volume and Open Interest 1,132 34,640 +552
Cocoa(ICE)
Sep11 110718 3159 3197 3117 3159 -9 8,098 66,564 -2,211
Dec11 110718 3172 3223 3143 3186 -7 2,115 40,391 +205
Mar12 110718 3251 3270 3201 3232 -8 991 33,222 +400
May12 110718 3225 3234 3225 3234 -6 60 11,150 +56
Jul12 110718 3265 3268 3238 3238 -5 4 4,174 -1
Sep12 110718 3268 3268 3240 3240 -7 115 6,895 +24
Dec12 110718 3268 3268 3243 3243 -9 23 3,871 +8
Total Volume and Open Interest 11,412 169,624 -1,516
Coffee "C"(ICE)
Jul11 110718 249.00 249.30 248.20 248.20 -4.35 13 81 -6
Sep11 110718 252.35 253.25 247.30 248.20 -5.35 9,765 54,343 -928
Dec11 110718 256.85 256.85 251.00 252.10 -5.20 2,038 35,733 -419
Mar12 110718 258.30 258.30 253.65 254.70 -4.85 602 9,443 -114
May12 110718 258.60 258.60 255.00 255.55 -5.00 170 4,368 +106
Jul12 110718 258.05 258.15 255.60 255.60 -4.55 114 1,825 -37
Total Volume and Open Interest 12,807 108,788 -1,395
Orange Juice(ICE)
Sep11 110718 197.00 198.85 196.15 197.80 +0.45 1,194 25,888 +253
Nov11 110718 183.30 185.50 183.00 185.20 +1.80 298 6,322 +96
Jan12 110718 179.35 179.35 178.95 179.15 +0.85 93 1,345 +38
Mar12 110718 177.50 177.75 177.50 177.75 +0.50 31 301 +21
May12 110718 175.50 176.00 175.50 175.95 +0.55 11 199 +11
Jul12 110718 176.35 176.65 176.35 176.45 +0.80 5 111 +5
Total Volume and Open Interest 1,636 34,177 +428
Sugar #11(ICE)
Oct11 110718 28.80 29.11 28.20 28.94 -0.03 51,472 307,857 +1,329
Mar12 110718 27.66 28.04 27.20 27.90 +0.01 19,851 147,939 +2,263
May12 110718 26.40 26.74 25.95 26.63 +0.16 6,524 46,216 +639
Jul12 110718 25.28 25.75 25.01 25.62 +0.27 3,984 63,011 +151
Oct12 110718 24.41 24.92 24.21 24.82 +0.33 1,194 26,758 +1
Total Volume and Open Interest 84,127 630,082 +4,216
London Cocoa(LCE)
Sep11 110718 1975 2020 1970 2001 +9 3,820 74,684 +14
Dec11 110718 2000 2050 2000 2029 +9 3,252 41,819 +994
Mar12 110718 2019 2060 2019 2044 +8 977 37,580 -24
May12 110718 2045 2062 2032 2050 +7 122 13,245 +4
Jul12 110718 2050 2072 2040 2058 +7 83 4,436 +0
Sep12 110718 2071 2071 2049 2067 +6 7 4,350 +5
Dec12 110718 2072 2072 2072 2072 +7 0 7,349 +0
Total Volume and Open Interest 8,261 184,330 -5,840
London Sugar(LCE)
Oct11 110718 752.80 761.50 743.80 753.10 -3.20 5,417 25,420 +498
Dec11 110718 714.70 719.00 705.70 712.40 -7.90 533 6,279 -197
Mar12 110718 702.20 702.20 690.60 700.20 -5.70 492 8,756 +318
May12 110718 675.10 675.10 674.80 674.80 -3.40 30 3,109 +24
Aug12 110718 652.30 655.00 646.10 654.20 +0.70 19 1,627 +0
Total Volume and Open Interest 10,383 48,362 -1,748
Cotton(ICE)
Oct11 110718 101.35 101.35 96.46 97.95 -3.51 54 498 -8
Dec11 110718 96.94 100.73 94.46 96.84 -2.62 7,359 99,203 -1,234
Mar12 110718 95.75 99.24 91.25 94.83 -1.42 3,138 21,017 -450
May12 110718 96.10 98.50 90.89 94.01 -1.88 585 4,834 +46
Jul12 110718 94.50 97.11 90.21 93.98 -1.23 1,273 6,762 +236
Oct12 110718 93.88 93.88 93.88 93.88 -0.51 0 3 +0
Total Volume and Open Interest 12,527 135,977 -1,399
Lumber(CME)
Sep11 110718 263.0 263.5 261.0 262.2 +1.7 419 5,852 +29
Nov11 110718 274.0 275.0 272.9 273.0 -3.5 100 2,142 +15
Jan12 110718 292.5 293.4 292.0 293.3 -1.5 91 707 +64
Mar12 110718 303.0 303.0 303.0 303.0 unch 25 82 +25
Total Volume and Open Interest 773 8,801 +61
Crude Oil(NYM)
Aug11 110718 97.37 97.69 94.69 95.93 -1.31 403,419 116,710 -42,321
Sep11 110718 97.83 98.05 95.05 96.25 -1.35 184,909 336,842 +28,799
Oct11 110718 98.16 98.43 95.47 96.65 -1.34 53,702 84,955 -694
Nov11 110718 98.61 98.64 95.92 97.12 -1.34 35,448 70,037 +376
Dec11 110718 99.20 99.36 96.42 97.62 -1.37 63,567 203,561 -1,074
Jan12 110718 99.38 99.38 97.08 98.11 -1.38 13,446 50,977 -258
Feb12 110718 100.15 100.15 97.55 98.57 -1.37 7,903 25,831 +62
Mar12 110718 100.15 100.15 97.89 98.99 -1.35 6,544 32,640 +440
Apr12 110718 100.14 100.14 98.88 99.39 -1.32 5,588 21,903 +224
May12 110718 100.56 100.56 99.09 99.76 -1.28 4,681 18,906 +532
Jun12 110718 101.36 101.36 98.99 100.11 -1.25 13,722 76,815 +620
Jul12 110718 99.66 100.43 99.66 100.43 -1.23 2,504 32,014 +574
Aug12 110718 100.66 100.66 100.66 100.66 -1.22 2,264 14,998 +587
Sep12 110718 100.88 100.88 100.88 100.88 -1.22 1,479 15,286 +355
Oct12 110718 101.11 101.11 101.11 101.11 -1.22 373 9,982 +28
Nov12 110718 101.38 101.38 101.38 101.38 -1.22 1,403 21,663 -717
Total Volume and Open Interest 839,754 1,541,749 -11,197
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 110718 97.800 98.050 95.075 96.250 -1.350 1,527 2,742 +78
Oct11 110718 97.900 97.900 95.700 96.650 -1.350 111 309 +2
Nov11 110718 97.300 97.300 96.025 97.125 -1.325 9 177 +1
Dec11 110718 97.200 97.625 96.850 97.625 -1.375 23 288 +18
Jan12 110718 98.100 98.100 98.100 98.100 -1.400 4 6 +0
Feb12 110718 98.575 98.575 98.575 98.575 -1.375 0 3 +0
Mar12 110718 99.000 99.000 99.000 99.000 -1.350 1 11 +0
Apr12 110718 99.400 99.725 99.400 99.400 -1.300      
Total Volume and Open Interest 12,206 7,272 -130
Heating Oil(NYM)
Aug11 110718 312.91 313.42 304.54 307.77 -4.03 49,746 61,994 -4,421
Sep11 110718 313.43 314.56 305.71 309.05 -3.87 26,492 67,057 +3,684
Oct11 110718 315.59 315.61 307.00 310.43 -3.77 13,241 34,497 +700
Nov11 110718 316.79 316.79 308.99 312.06 -3.72 6,830 25,218 -406
Dec11 110718 318.63 318.63 310.25 313.67 -3.71 10,930 34,427 +885
Jan12 110718 318.00 318.00 312.44 315.17 -3.65 3,544 24,253 +119
Feb12 110718 317.21 317.21 312.94 315.28 -3.62 3,849 10,493 +595
Mar12 110718 315.55 315.55 311.88 314.32 -3.62 1,074 7,496 +155
Apr12 110718 309.82 312.62 309.82 312.20 -3.65 553 3,966 +178
May12 110718 310.40 310.40 310.20 310.20 -3.71 539 3,511 +161
Jun12 110718 313.59 313.59 306.50 309.30 -3.71 648 21,308 +40
Jul12 110718 309.85 309.85 309.78 309.78 -3.73 36 2,003 -25
Total Volume and Open Interest 117,543 307,690 +1,715
Gasoline(NYMEX)
Aug11 110718 314.25 315.19 304.85 309.74 -3.19 44,132 61,475 -2,862
Sep11 110718 309.40 309.45 300.13 304.79 -2.86 28,400 59,470 +2,643
Oct11 110718 295.24 295.24 286.68 290.68 -2.92 11,788 29,836 +365
Nov11 110718 288.56 289.32 284.00 286.92 -2.96 6,127 14,634 +418
Dec11 110718 289.31 289.31 282.27 285.18 -3.06 7,659 28,485 +369
Jan12 110718 289.35 289.35 283.75 285.42 -3.14 1,704 9,182 -116
Feb12 110718 286.71 286.72 285.14 286.72 -3.13 478 5,236 -106
Mar12 110718 289.37 289.37 287.06 288.51 -3.15 790 7,197 +158
Apr12 110718 298.20 299.50 298.20 299.46 -3.20 30 4,632 +16
May12 110718 299.50 299.58 299.50 299.58 -3.18 38 1,965 +6
Total Volume and Open Interest 103,015 240,568 +1,244
e-miNY RBOB Gasoline(NYM)
Aug11 110718 309.70 309.74 309.70 309.70 -3.20 0 3 +0
Sep11 110718 304.80 304.80 304.79 304.80 -2.90      
Oct11 110718 290.70 290.70 290.68 290.70 -2.90 0 1 +0
Nov11 110718 286.90 286.92 286.90 286.90 -3.00      
Total Volume and Open Interest 0 6 +0
Natural Gas(NYM)
Aug11 110718 4.546 4.612 4.482 4.546 unch 149,321 109,612 -6,539
Sep11 110718 4.525 4.586 4.463 4.524 +0.004 72,585 212,611 +578
Oct11 110718 4.540 4.600 4.482 4.540 +0.005 42,971 133,650 -1,355
Nov11 110718 4.645 4.697 4.589 4.644 +0.005 30,753 93,724 +1
Dec11 110718 4.821 4.871 4.766 4.822 +0.006 16,542 44,862 +2,222
Jan12 110718 4.908 4.962 4.864 4.920 +0.006 19,355 105,065 +1,451
Feb12 110718 4.890 4.958 4.870 4.919 +0.007 2,154 23,743 +58
Mar12 110718 4.843 4.912 4.820 4.874 +0.010 5,911 48,078 -352
Apr12 110718 4.767 4.817 4.737 4.785 +0.015 7,765 47,339 +801
May12 110718 4.768 4.827 4.760 4.802 +0.014 767 10,220 +167
Jun12 110718 4.827 4.859 4.786 4.829 +0.013 674 11,053 -113
Jul12 110718 4.831 4.890 4.831 4.867 +0.011 129 9,214 +15
Aug12 110718 4.907 4.921 4.876 4.895 +0.011 214 8,639 +58
Sep12 110718 4.923 4.923 4.887 4.903 +0.011 102 6,882 -13
Oct12 110718 4.904 4.972 4.904 4.944 +0.011 1,961 33,113 +336
Nov12 110718 5.085 5.090 5.076 5.076 +0.007 276 5,052 +32
Total Volume and Open Interest 352,153 980,254 -2,918
Brent Crude Oil(ICE)
Sep11 110718 117.70 117.80 114.66 116.05 -1.21 205,717 208,198 -14,327
Oct11 110718 117.40 117.65 114.66 115.96 -1.31 80,545 118,129 +11,632
Nov11 110718 117.61 117.61 114.79 116.09 -1.31 28,428 39,385 -1,646
Dec11 110718 117.70 117.91 114.80 116.19 -1.33 54,126 97,260 +2,513
Jan12 110718 117.80 117.80 114.90 116.21 -1.36 7,609 23,144 +90
Feb12 110718 117.77 117.77 114.89 116.17 -1.37 4,152 17,603 -275
Mar12 110718 117.71 117.71 114.84 116.11 -1.38 5,479 33,866 +441
Apr12 110718 117.65 117.65 114.78 116.06 -1.38 3,798 14,261 +1,137
May12 110718 117.57 117.57 114.72 115.99 -1.37 2,726 7,677 -38
Jun12 110718 117.49 117.49 114.63 115.91 -1.36 9,096 39,999 +203
Jul12 110718 115.82 115.82 115.82 115.82 -1.36 1,076 8,159 -75
Aug12 110718 115.68 115.68 115.68 115.68 -1.36 624 5,672 +324
Sep12 110718 115.51 115.51 115.51 115.51 -1.36 420 7,806 +14
Oct12 110718 115.34 115.34 115.34 115.34 -1.36 278 3,565 -17
Total Volume and Open Interest 426,770 772,844 -19,939
Gas Oil(ICE)
Aug11 110718 982.00 983.25 955.50 967.50 -9.75 70,843 124,644 -2,145
Sep11 110718 984.25 985.75 958.00 970.00 -9.75 67,395 128,031 +3,590
Oct11 110718 985.25 986.25 960.25 972.25 -9.50 14,551 54,887 +3,373
Nov11 110718 985.25 986.75 965.00 973.50 -9.50 6,980 33,790 -270
Dec11 110718 987.00 989.00 964.00 975.25 -9.50 23,931 56,063 -1,483
Jan12 110718 990.25 990.75 970.00 977.50 -9.50 3,529 33,576 +238
Feb12 110718 990.75 991.25 970.00 978.00 -9.50 4,208 11,217 +278
Mar12 110718 991.25 991.75 978.25 978.25 -9.75 2,804 12,138 +293
Apr12 110718 991.00 991.50 978.00 978.00 -9.75 2,068 8,584 +295
May12 110718 990.50 991.00 977.50 977.50 -9.75 1,884 7,800 +279
Total Volume and Open Interest 207,968 574,100 +5,215
Ethanol(CBOT)
Jul11 110706 2.758 2.795 2.758 2.761 +0.027 42 209 -19
Aug11 110718 2.840 2.868 2.840 2.859 -0.014 218 1,074 -15
Sep11 110718 2.730 2.730 2.698 2.711 -0.026 252 1,667 -54
Oct11 110718 2.601 2.610 2.595 2.608 -0.017 699 1,219 -141
Nov11 110718 2.539 2.540 2.524 2.531 -0.023 99 980 -10
Dec11 110718 2.491 2.503 2.491 2.500 -0.027 186 1,183 -74
Jan12 110718 2.451 2.465 2.451 2.465 -0.023 41 542 -4
Feb12 110718 2.474 2.476 2.469 2.470 -0.015 12 287 +5
Total Volume and Open Interest 1,579 8,560 -286
WTI Crude Oil(ICE
Aug11 110718 97.50 97.59 94.70 95.93 -1.31 69,238 31,758 -5,835
Sep11 110718 97.88 98.04 95.06 96.25 -1.35 54,191 82,677 +387
Oct11 110718 97.72 98.44 95.48 96.65 -1.34 16,629 39,272 +2,342
Nov11 110718 98.06 98.89 95.96 97.12 -1.34 9,362 24,845 -141
Dec11 110718 98.81 99.40 96.45 97.62 -1.37 22,230 90,042 -2,230
Jan12 110718 99.20 99.88 97.00 98.11 -1.38 6,300 16,816 -973
Feb12 110718 99.67 100.33 97.47 98.57 -1.37 2,331 5,557 -161
Mar12 110718 100.10 100.73 97.90 98.99 -1.35 2,613 13,543 +347
Apr12 110718 100.56 101.16 98.47 99.39 -1.32 2,555 4,610 +250
May12 110718 99.76 99.76 99.76 99.76 -1.28 1,689 3,227 +154
Jun12 110718 100.56 100.56 99.17 100.11 -1.25 4,040 27,687 +75
Jul12 110718 100.43 100.43 100.43 100.43 -1.23 350 4,394 +52
Aug12 110718 100.66 100.66 100.66 100.66 -1.22 69 1,221 -20
Sep12 110718 100.88 100.88 100.88 100.88 -1.22 10 5,029 +0
Oct12 110718 101.11 101.11 101.11 101.11 -1.22 16 1,033 +1
Nov12 110718 101.38 101.38 101.38 101.38 -1.22 19 2,539 -17
Total Volume and Open Interest 199,989 475,335 -5,071
US Dollar Index(ICE)
Sep11 110718 75.520 76.115 75.480 75.793 +0.273 37,680 46,951 -1,128
Dec11 110718 76.270 76.480 76.100 76.232 +0.262 46 680 +38
Mar12 110718 76.732 76.732 76.732 76.732 +0.262 0 1 +0
Total Volume and Open Interest 37,726 47,632 -1,090
Australian Dollar(CME)
Sep11 110718 105.59 105.71 104.77 105.16 -0.24 122,081 124,565 -1,646
Dec11 110718 104.55 104.55 103.78 104.05 -0.23 183 448 +57
Mar12 110718 103.02 103.24 103.02 103.02 -0.22 0 2 +0
Total Volume and Open Interest 122,264 125,018 -1,589
British Pound(CME)
Sep11 110718 161.18 161.25 159.93 160.34 -0.76 104,614 101,598 -4,334
Dec11 110718 160.70 160.95 159.96 160.19 -0.76 25 248 -1
Mar12 110718 160.05 160.80 160.05 160.05 -0.75 0 2 +0
Total Volume and Open Interest 104,639 101,854 -4,335
Canadian Dollar(CME)
Sep11 110718 104.64 104.70 103.61 104.05 -0.40 82,157 107,255 +1,245
Dec11 110718 104.16 104.24 103.51 103.85 -0.39 251 3,893 -41
Mar12 110718 103.63 104.04 103.61 103.64 -0.40 76 627 +28
Jun12 110718 103.04 103.79 103.04 103.42 -0.37 0 295 +0
Total Volume and Open Interest 82,487 112,209 +1,234
Japanese Yen(CME)
Sep11 110718 126.50 126.72 126.34 126.53 -0.01 131,057 123,351 +4,460
Dec11 110718 126.80 126.80 126.66 126.66 -0.01 380 587 +86
Mar12 110718 126.87 126.87 126.87 126.87 unch 0 46 +0
Total Volume and Open Interest 131,438 124,001 +4,546
Swiss Franc(CME)
Sep11 110718 123.52 123.55 122.11 122.21 -0.69 60,238 50,340 +972
Dec11 110718 123.54 123.61 122.34 122.36 -0.67 11 170 +0
Mar12 110718 122.55 123.21 122.55 122.55 -0.66 0 2 +0
Total Volume and Open Interest 60,249 50,515 +972
EuroFX(CME)
Sep11 110718 141.00 141.08 139.88 140.57 -0.51 371,851 187,739 +4,833
Dec11 110718 140.30 140.74 139.77 140.25 -0.49 277 847 +10
Mar12 110718 140.26 140.44 139.96 139.96 -0.48 5 363 +1
Total Volume and Open Interest 372,133 189,786 +4,844
Mexican Peso(CME)
Jul11 110718 847.2 852.2 847.2 847.2 -5.0      
Aug11 110718 850.2 850.2 850.2 850.2 unch      
Total Volume and Open Interest 32,335 134,195 -2,867
30-Year T-Bonds(CBOT)
Sep11 110718 125~310 126~160 125~080 125~220 -0~110 411,445 640,510 +4,038
Dec11 110718 124~100 125~000 123~270 124~070 -0~110 122 1,405 +18
Mar12 110718 122~250 123~040 122~250 122~250 -0~110      
Total Volume and Open Interest 411,567 641,915 +4,056
10-Year T-Notes(CBOT)
Sep11 110718 124~280 125~055 124~230 124~295 +0~020 1,378,918 1,848,081 +15,851
Dec11 110718 123~135 123~210 123~110 123~155 +0~020 392 14,986 +228
Mar12 110718 122~155 122~155 122~135 122~155 +0~020      
Total Volume and Open Interest 1,379,310 1,863,067 +16,079
5-Year T-Notes(CBOT)
Sep11 110718 120~105 120~126 120~094 120~113 +0~009 665,528 1,552,706 +7,082
Dec11 110718 119~089 119~089 119~081 119~089 +0~008 0 4 +0
Mar12 110718 118~113 118~113 118~105 118~113 +0~008      
Total Volume and Open Interest 665,528 1,552,710 +7,082
2 Year T-Notes(CBOT)
Sep11 110718 109~119 109~120 109~114 109~118 unch 265,890 1,012,353 +11,127
Dec11 110718 109~090 109~090 109~087 109~088 +0~001 0 31 +0
Mar12 110718 109~026 109~026 109~025 109~026 +0~001      
Total Volume and Open Interest 265,890 1,012,384 +11,127
Eurodollars(CME)
Sep11 110718 99.580 99.585 99.560 99.585 unch 301,080 1,199,675 -23,187
Dec11 110718 99.470 99.475 99.435 99.470 unch 334,154 1,199,957 -12,783
Mar12 110718 99.420 99.435 99.390 99.425 unch 235,801 1,508,289 +1,628
Jun12 110718 99.380 99.390 99.350 99.380 unch 232,602 1,383,207 -201
Sep12 110718 99.305 99.310 99.275 99.305 +0.005 251,617 1,079,877 +670
Dec12 110718 99.165 99.180 99.140 99.175 +0.015 222,421 732,543 +10,793
Mar13 110718 99.020 99.040 98.990 99.030 +0.025 188,008 642,937 +22,218
Jun13 110718 98.800 98.850 98.795 98.830 +0.030 220,265 385,096 +21,006
Sep13 110718 98.565 98.625 98.555 98.600 +0.035 188,412 426,906 +5,244
Dec13 110718 98.295 98.370 98.295 98.340 +0.035 153,649 322,303 +7,966
Mar14 110718 98.040 98.125 98.040 98.090 +0.040 107,728 259,000 +3,697
Jun14 110718 97.780 97.865 97.780 97.830 +0.040 92,720 194,021 -852
Sep14 110718 97.535 97.610 97.535 97.575 +0.035 41,858 98,508 +3,032
Dec14 110718 97.280 97.355 97.280 97.315 +0.030 30,349 112,409 +317
Mar15 110718 97.060 97.120 97.060 97.080 +0.030 27,545 92,163 +2,121
Jun15 110718 5.075 5.140 5.070 5.095 +0.030 22,529 73,778 +1,850
Sep15 110718 4.850 4.915 4.845 4.870 +0.025 11,913 56,065 +194
Dec15 110718 4.645 4.700 4.630 4.655 +0.025 10,957 50,633 +858
Total Volume and Open Interest      
30 Day Federal Funds(CBOT)
Jul11 110718 99.927 99.933 99.927 99.930 +0.003 4,128 68,052 -884
Aug11 110718 99.915 99.925 99.915 99.915 unch 9,469 56,663 -1,120
Sep11 110718 99.900 99.910 99.900 99.900 unch 10,108 54,376 +3,452
Oct11 110718 99.885 99.895 99.885 99.890 +0.005 9,424 49,099 -402
Nov11 110718 99.870 99.885 99.870 99.875 unch 6,541 47,414 -1,358
Dec11 110718 99.855 99.870 99.855 99.865 unch 6,221 55,768 +687
Total Volume and Open Interest 108,193 800,731 +23,940
30 Day Fed Funds(e-CBOT)
3-Mth Euro-Yen(CME)
Sep11 110718 99.662 99.662 99.662 99.662 unch 0 51 +0
Dec11 110718 99.660 99.660 99.660 99.660 unch 0 75 +0
Mar12 110718 99.655 99.655 99.655 99.655 +0.003      
Jun12 110718 99.647 99.647 99.647 99.647 +0.003      
Sep12 110718 99.580 99.580 99.580 99.580 unch      
Dec12 110718 99.630 99.630 99.630 99.630 unch      
Mar13 110718 99.630 99.630 99.630 99.630 unch      
Jun13 110718 99.585 99.585 99.585 99.585 unch      
Sep13 110718 99.445 99.445 99.445 99.445 unch      
Dec13 110718 99.305 99.305 99.305 99.305 unch      
Total Volume and Open Interest 0 126 +0
3-Mth Euro-Yen(SGX)
Sep11 110718 99.66 99.66 99.66 99.66 unch 0 1,332 +0
Dec11 110718 99.66 99.66 99.66 99.66 unch 0 1,392 +0
Mar12 110718 99.65 99.65 99.65 99.65 +0.00 0 1,823 +0
Jun12 110718 99.65 99.65 99.65 99.65 +0.00 0 1,374 +0
Sep12 110718 99.58 99.58 99.58 99.58 unch 0 411 +0
Dec12 110718 99.63 99.63 99.63 99.63 unch 0 24 +0
Mar13 110718 99.63 99.63 99.63 99.63 unch 0 1 +0
Jun13 110718 99.58 99.58 99.58 99.58 unch      
Total Volume and Open Interest 0 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 110718 129.02 129.74 129.01 129.44 +0.45 865,220 966,781 +1,054
Dec11 110718 127.79 128.37 127.79 128.15 +0.46 117 329 +3
Mar12 110718 128.12 128.12 128.12 128.12 +0.45      
Total Volume and Open Interest 865,337 967,110 +1,057
Euro-Bobl(EUREX)
Sep11 110718 118.96 119.26 118.94 119.04 +0.20 506,486 765,195 -5,891
Dec11 110718 118.07 118.07 118.07 118.07 +0.20 0 696 +0
Mar12 110718 118.07 118.07 118.07 118.07 +0.20      
Total Volume and Open Interest 506,486 765,891 -5,891
3-Mth Euribor(EUREX)
Sep11 110718 98.360 98.360 98.355 98.360 +0.005 0 1,888 +0
Dec11 110718 98.335 98.340 98.330 98.340 +0.015 0 1,358 +0
Mar12 110718 98.335 98.335 98.335 98.335 +0.020 0 839 +0
Total Volume and Open Interest 1 7,131 +1
Long Gilt(LIFFE)
Sep11 110704 120~07 120~16 120~05 120~10 -0~12 206,757 378,594 +19,248
Dec11 110718 122~10 122~10 122~10 122~10 +0~14      
Total Volume and Open Interest 124,324 373,879 +10,175
3-Mth Short Sterling(LIFFE)
Sep11 110718 99.09 99.10 99.09 99.10 unch 7,284 429,361 -2,959
Dec11 110718 99.07 99.07 99.04 99.06 -0.01 17,764 521,777 -1,877
Mar12 110718 99.04 99.04 99.01 99.02 -0.02 24,770 492,734 -1,186
Jun12 110718 98.96 98.97 98.94 98.96 -0.01 19,516 342,971 +3,002
Sep12 110718 98.88 98.89 98.85 98.88 +0.01 22,668 321,624 -4,766
Dec12 110718 98.73 98.74 98.70 98.74 +0.03 20,231 277,789 -1,995
Total Volume and Open Interest 157,679 2,771,542 -4,798
3-Mth Euribor(LIFFE)
Sep11 110718 98.360 98.370 98.355 98.360 +0.005 89,999 754,070 +14,192
Dec11 110718 98.340 98.355 98.325 98.340 +0.015 101,048 575,543 +9,200
Mar12 110718 98.335 98.355 98.320 98.340 +0.025 115,032 476,104 -857
Total Volume and Open Interest 760,173 3,622,683 +7,794
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 110718 95.43 95.49 95.40 95.45 +0.02 43,272 259,599 -2,729
Mar12 110718 95.47 95.54 95.45 95.51 +0.03 23,544 145,279 +2,039
Jun12 110718 95.46 95.60 95.45 95.53 +0.05 10,953 85,247 +1,489
Sep12 110718 95.39 95.51 95.39 95.48 +0.07 3,997 52,559 +226
Dec12 110718 95.30 95.41 95.30 95.41 +0.08 1,314 31,232 +313
Mar13 110718 95.30 95.35 95.26 95.34 +0.09 2,837 29,701 +572
Jun13 110718 95.23 95.24 95.22 95.24 +0.07 81 10,619 +2
Sep13 110718 95.11 95.17 95.11 95.17 +0.07 0 2,034 +0
Dec13 110718 95.02 95.08 95.02 95.08 +0.06 0 1,417 +0
Total Volume and Open Interest 122,504 884,878 +4,856
10-Year Aus T-Bonds(SFE)
Sep11 110718 95.09 95.11 95.04 95.10 +0.01 69,740 405,835 +5,849
Dec11 110718 95.10 95.10 95.10 95.10 +0.01      
Total Volume and Open Interest 69,740 405,835 +5,849
3-Year Aus T-Bonds(SFE)
Sep11 110718 95.63 95.71 95.62 95.69 +0.44 96,604 630,283 +7,232
Dec11 110718 95.69 95.69 95.69 95.69 +0.06      
Total Volume and Open Interest 210,437 696,913 +31,972
Gold(CMX)
Aug11 110718 1594.3 1607.9 1591.4 1602.4 +12.3 189,976 273,695 -13,401
Oct11 110718 1595.5 1608.5 1594.0 1603.4 +12.4 2,374 14,470 -283
Dec11 110718 1597.3 1609.7 1593.8 1604.4 +12.4 35,526 134,673 +10,131
Feb12 110718 1598.0 1610.0 1596.9 1605.8 +12.4 533 10,851 +106
Apr12 110718 1599.1 1611.8 1599.1 1607.3 +12.4 984 6,102 -454
Jun12 110718 1603.3 1613.3 1599.3 1609.0 +12.5 409 14,362 +150
Aug12 110718 1604.7 1614.2 1604.7 1610.9 +12.6 409 5,014 +392
Oct12 110718 1610.1 1615.0 1610.1 1613.0 +12.5 1 4,110 +0
Dec12 110718 1609.5 1620.4 1609.5 1615.5 +12.5 449 11,639 +133
Feb13 110718 1618.3 1618.3 1618.3 1618.3 +12.5 70 1,554 +27
Apr13 110718 1621.6 1621.6 1621.6 1621.6 +12.5 0 201 +0
Jun13 110718 1625.4 1625.4 1625.4 1625.4 +12.5 25 11,030 -25
Total Volume and Open Interest 231,260 528,567 -3,186
Silver(CMX)
Jul11 110718 3977.0 4067.0 3964.0 4033.3 +127.0 368 485 +65
Sep11 110718 3935.0 4073.5 3928.0 4034.2 +127.1 78,054 60,484 +168
Dec11 110718 3932.0 4075.0 3932.0 4036.6 +127.5 3,742 26,097 -1,210
Mar12 110718 3975.0 4066.0 3970.5 4036.5 +127.9 137 5,210 -3
May12 110718 4027.0 4035.4 4027.0 4035.4 +128.1 77 1,547 +2
Jul12 110718 3932.0 4035.0 3932.0 4034.4 +128.3 24 1,757 +2
Sep12 110718 3976.5 4039.5 3976.5 4033.3 +128.3 4 207 +4
Total Volume and Open Interest 83,454 115,389 -779
Platinum(NYMEX)
Jul11 110718 1762.0 1774.4 1762.0 1774.4 +19.4 14 33 -13
Oct11 110718 1758.2 1781.6 1757.0 1775.4 +19.9 5,295 29,979 -281
Jan12 110718 1763.2 1783.0 1763.2 1778.0 +20.0 43 1,094 +15
Apr12 110718 1780.9 1780.9 1780.9 1780.9 +20.0 7 79 -2
Total Volume and Open Interest 5,363 31,197 -281
Palladium(NYMEX)
Sep11 110718 784.50 796.80 781.20 794.60 +13.95 3,054 20,159 -16
Dec11 110718 784.65 797.00 784.20 795.70 +13.85 15 766 +4
Mar12 110718 130.19 141.54 130.19 141.54 +13.85 1 49 -1
Total Volume and Open Interest 3,071 20,974 -14
Copper(CMX)
Jul11 110718 440.50 441.15 437.00 439.60 -0.90 500 2,619 -348
Sep11 110718 441.50 444.85 437.20 440.30 -1.00 32,767 88,455 -777
Dec11 110718 444.45 446.75 439.10 442.25 -0.95 2,069 33,771 -258
Mar12 110718 442.65 443.40 442.65 443.40 -0.90 380 11,771 +216
May12 110718 441.80 443.50 441.80 443.50 -0.80 2 1,997 +2
Total Volume and Open Interest 36,128 146,347 -1,118
DJIA Index(CBOT)
Sep11 110718 12432 12432 12240 12328 -124 986 15,636 +493
Dec11 110718 12260 12382 12260 12260 -122 0 85 +0
Mar12 110718 12191 12313 12191 12191 -122      
Jun12 110718 12121 12243 12121 12121 -122      
Total Volume and Open Interest 986 15,721 +493
Mini DJIA Index(CBOT)
Sep11 110718 12453 12453 12241 12328 -124 144,650 119,215 +927
Dec11 110718 12339 12339 12188 12260 -122 30 398 +3
Mar12 110718 12191 12191 12191 12191 -122 0 11 +0
Jun12 110718 12121 12121 12121 12121 -122      
Total Volume and Open Interest 144,680 119,624 +930
S & P 500(CME)
Sep11 110718 1313.90 1314.20 1291.70 1300.40 -14.50 12,275 262,716 +1,322
Dec11 110718 1294.90 1294.90 1288.90 1294.90 -14.50 251 10,745 +195
Mar12 110718 1289.40 1289.40 1283.40 1289.40 -14.50 0 26 +0
Jun12 110718 1284.40 1284.40 1278.40 1284.40 -14.50 0 5 +0
Total Volume and Open Interest 12,526 273,492 +1,517
S & P 500 E-Mini(Globex)
Sep11 110718 1314.50 1314.75 1291.25 1300.50 -14.50 2,877,782 2,575,806 -3,295
Dec11 110718 1307.25 1308.00 1285.75 1295.00 -14.50 1,540 12,282 +626
Total Volume and Open Interest 2,879,322 2,588,279 -2,669
NASDAQ 100(CME)
Sep11 110718 2347.30 2351.50 2318.50 2340.00 -15.50 5,528 17,288 -432
Dec11 110718 2334.50 2335.00 2315.00 2334.50 -15.50 0 1 +0
Mar12 110718 2329.50 2329.50 2329.00 2329.50 -15.50      
Total Volume and Open Interest 5,528 17,289 -432
NASDAQ 100 E-Mini(Globex)
Sep11 110718 2354.50 2355.00 2318.80 2340.00 -15.50 344,083 368,293 -4,750
Dec11 110718 2341.50 2346.00 2313.00 2334.50 -15.50 114 162 -17
Total Volume and Open Interest 344,207 368,466 -4,757
S & P Midcap 400(CME)
Sep11 110718 961.80 961.80 953.00 961.80 -15.50 1,096 2,548 +1,089
Dec11 110718 960.50 960.50 960.50 960.50 -15.50      
Mar12 110718 958.80 958.80 958.80 958.80 -15.50      
Total Volume and Open Interest 1,096 2,548 +1,089
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Sep11 110630 9865 9940 9805 9900 +220 11,736 31,666 +3,008
Dec11 110718 9850 9890 9850 9850 -140 1 1 +0
Total Volume and Open Interest 9,052 36,304 +630
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)
Aug11 110718 3712.0 3718.5 3636.0 3651.0 -80.5 92,915 242,024 +31,561
Sep11 110718 3715.0 3715.0 3638.0 3648.5 -80.5 725 35,347 -78
Oct11 110718 3648.5 3648.5 3648.5 3648.5        
Hang Seng Index(HKFE)
Jul11 110718 21734 22027 21689 21791 -53 70,927 87,196 -700
Aug11 110718 21638 21978 21638 21753 -50 1,612 2,788 +454
Sep11 110718 21600 21886 21560 21660 -52 251 3,246 +89
Total Volume and Open Interest 73,308 97,225 +41
DAX(EUREX)
Sep11 110718 7207.5 7212.5 7106.5 7143.5 -106.5 152,590 153,398 -3,915
Dec11 110718 7225.0 7229.0 7137.0 7170.5 -106.5 312 8,411 +14
Mar12 110718 7265.0 7265.0 7173.5 7201.0 -107.5 43 308 +6
Total Volume and Open Interest 152,945 162,117 -3,895
FT-SE 100(EURONEXT)
Sep11 110718 5790.00 5796.00 5700.00 5723.50 -92.00 114,822 678,133 -6,829
Dec11 110718 5716.00 5727.00 5693.50 5699.50 -92.50 4 808 +1
Mar12 110718 5679.50 5679.50 5662.50 5662.50 -92.00 20 150 -20
Total Volume and Open Interest 114,846 679,131 -6,848
SPI 200(SFE)
Sep11 110718 4435.0 4458.0 4423.0 4447.0 +6.0 31,304 192,796 +4,338
Dec11 110718 4453.0 4463.0 4453.0 4461.0 +5.0 41 4,615 +10
Mar12 110718 4447.0 4447.0 4447.0 4447.0 +5.0 0 1,675 +0
Total Volume and Open Interest 31,390 203,035 +4,368
GSCI(CME)
Aug11 110718 31.14 33.64 26.64 32.34 -5.95 2,063 8,534 +2,130
Sep11 110718 30.54 32.64 26.89 32.64 -6.00      
Oct11 110718 33.64 33.64 33.64 33.64        
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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