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Daily Futures Price Listing Tue July 19, 2011
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Aug11 110719 1389.00 1408.00 1375.50 1379.25 -6.25 20,379 58,239 -1,190
Sep11 110719 1386.50 1405.25 1373.00 1377.00 -5.25 13,967 37,509 +1,542
Nov11 110719 1391.00 1409.50 1377.25 1382.00 -4.25 90,059 292,569 +3,303
Jan12 110719 1400.00 1418.00 1386.25 1390.75 -5.25 13,891 51,381 +1,208
Mar12 110719 1402.75 1420.00 1388.00 1392.25 -6.25 4,894 23,770 -68
May12 110719 1398.00 1415.50 1383.50 1387.75 -6.25 5,381 31,006 +1,190
Jul12 110719 1396.50 1416.25 1387.00 1389.00 -7.25 4,065 14,678 +1,184
Total Volume and Open Interest 155,039 532,714 +6,979
Soybean Meal(CBOT)
Aug11 110719 360.70 366.60 358.10 360.10 +0.80 17,191 28,995 -3,645
Sep11 110719 362.80 368.30 360.00 362.00 +1.00 11,572 30,077 +1,917
Oct11 110719 363.30 368.20 360.50 362.00 +0.50 1,496 14,981 -72
Dec11 110719 366.30 371.50 363.20 365.00 +0.40 30,218 74,337 +3,480
Jan12 110719 365.70 372.20 365.30 366.30 +0.40 633 6,733 +18
Mar12 110719 372.50 373.40 366.60 367.30 +0.50 1,360 5,901 -104
May12 110719 366.30 370.20 363.70 365.20 -0.10 1,216 6,989 -23
Jul12 110719 369.20 369.20 364.70 364.70 -0.60 660 1,865 -18
Total Volume and Open Interest 64,490 173,656 +1,530
Soybean Oil(CBOT)
Aug11 110719 57.04 57.89 56.61 56.69 -0.23 15,509 36,998 -1,406
Sep11 110719 57.29 58.10 56.78 56.88 -0.25 9,575 39,941 +1,245
Oct11 110719 57.53 58.29 57.01 57.10 -0.24 1,363 17,486 -101
Dec11 110719 57.99 58.83 57.46 57.57 -0.25 37,956 151,968 -887
Jan12 110719 58.15 58.98 57.74 57.83 -0.25 2,266 21,920 +533
Mar12 110719 59.22 59.29 57.98 58.06 -0.25 1,782 13,057 +188
May12 110719 58.92 59.02 58.10 58.17 -0.23 1,297 7,384 +330
Jul12 110719 59.02 59.10 58.28 58.28 -0.25 1,005 2,945 +342
Total Volume and Open Interest 71,013 294,654 +317
Canola(WCE)
Jul11 110714 591.8 591.8 591.8 591.8 +4.0      
Nov11 110719 569.9 573.3 565.1 565.5 -2.7 10,523 121,351 +1,659
Jan12 110719 579.2 580.6 572.5 572.8 -2.9 1,496 14,362 -382
Mar12 110719 583.5 585.1 578.2 578.6 -2.4 348 6,022 +61
May12 110719 588.8 588.8 583.8 583.8 -1.1 210 3,773 +111
Total Volume and Open Interest 12,656 149,540 +1,489
Corn(CBOT)
Sep11 110719 703.25 723.50 696.50 698.00 +1.75 72,336 370,827 -2,857
Dec11 110719 684.00 703.75 682.50 687.25 +10.25 172,760 498,236 +1,572
Mar12 110719 695.00 714.50 693.75 699.25 +10.50 16,112 117,228 +1,119
May12 110719 701.00 719.00 693.50 705.00 +11.50 5,150 25,987 +179
Jul12 110719 705.00 723.50 704.50 709.00 +9.50 12,279 69,448 -942
Sep12 110719 659.50 678.50 659.00 659.00 -0.25 1,915 7,442 +187
Total Volume and Open Interest 289,109 1,187,057 -3,714
Wheat(CBOT)
Sep11 110719 694.75 727.75 689.00 693.50 +4.00 48,658 165,782 -417
Dec11 110719 724.00 751.75 720.75 726.75 +8.50 26,509 141,940 -2,057
Mar12 110719 755.25 780.00 750.75 757.75 +7.00 5,344 45,577 +427
May12 110719 774.25 799.00 770.00 774.75 +4.75 876 9,449 -60
Jul12 110719 783.00 809.75 782.25 785.75 +3.50 3,465 42,736 -602
Total Volume and Open Interest 85,833 428,752 -2,450
Wheat(KCBT)
Sep11 110719 764.75 796.25 764.00 778.00 +17.00 10,319 72,317 -1,751
Dec11 110719 786.75 818.75 786.75 801.00 +16.50 5,814 57,780 -539
Mar12 110719 804.00 832.75 803.00 812.00 +13.25 1,733 16,876 +184
May12 110719 815.25 837.75 814.75 817.50 +13.00 344 3,433 +87
Jul12 110719 810.00 840.00 810.00 821.00 +13.00 905 13,709 +152
Total Volume and Open Interest 19,197 167,241 -1,823
Wheat(MGE)
Jul11 110714 842.00 842.00 842.00 842.00 +20.75 268 369 -251
Sep11 110719 824.00 858.75 823.75 833.00 +10.50 1,601 21,313 -310
Dec11 110719 827.50 857.50 827.50 835.00 +11.50 1,059 19,968 +45
Mar12 110719 835.25 867.75 835.25 845.00 +9.75 477 6,585 +16
May12 110719 841.00 868.75 841.00 846.75 +7.50 166 2,859 +16
Total Volume and Open Interest 3,681 59,420 -190
Oats(CBOT)
Sep11 110719 354.50 365.50 352.75 353.50 +0.50 486 4,126 +17
Dec11 110719 367.75 375.25 364.75 365.00 +1.00 874 7,333 -14
Mar12 110719 380.00 384.00 374.50 375.00 +0.50 2 812 +0
May12 110719 381.50 381.50 381.00 381.50 +0.50 3 19 +2
Total Volume and Open Interest 1,365 12,319 +5
Rough Rice(CBOT)
Jul11 110714 16.00 16.00 15.72 15.94 +0.18 204 207 -83
Sep11 110719 16.82 17.03 16.50 16.56 -0.26 1,111 10,649 +336
Nov11 110719 17.16 17.34 16.83 16.88 -0.26 306 5,318 +22
Jan12 110719 17.53 17.60 17.14 17.18 -0.28 85 525 +53
Total Volume and Open Interest 1,507 17,127 +410
Live Cattle(CME)
Aug11 110719 110.000 111.900 109.850 110.500 +0.650 17,248 71,089 -2,351
Oct11 110719 115.950 117.885 115.785 116.385 +0.535 17,332 122,586 +1,561
Dec11 110719 119.650 121.430 119.535 119.800 +0.400 11,517 82,552 +468
Feb12 110719 122.800 124.600 122.800 123.250 +0.615 5,724 28,254 -221
Apr12 110719 124.285 126.250 124.285 124.650 +0.400 3,044 15,974 +498
Jun12 110719 120.800 121.750 120.750 121.250 +0.750 740 5,878 +194
Total Volume and Open Interest 55,643 327,143 +169
Feeder Cattle(CME)
Aug11 110719 134.750 137.575 134.750 135.575 +1.000 3,872 15,726 -537
Sep11 110719 136.300 138.630 136.000 136.250 +0.620 1,658 10,484 -440
Oct11 110719 137.130 139.350 136.800 136.800 +0.400 1,223 8,226 +71
Nov11 110719 137.800 140.000 137.250 137.935 +0.835 615 4,374 -94
Jan12 110719 136.500 138.900 136.400 136.950 +0.850 186 1,849 -27
Mar12 110719 136.300 137.800 135.985 136.900 +1.215 33 377 +0
Apr12 110719 136.485 138.250 136.485 137.000 +0.500 31 140 +8
Total Volume and Open Interest 7,625 41,278 -1,015
Lean Hogs(CME)
Aug11 110719 98.700 100.350 98.650 99.650 +1.200 15,066 34,001 -1,383
Oct11 110719 90.535 92.300 90.535 91.680 +1.380 9,756 85,673 +1,334
Dec11 110719 87.150 88.650 87.150 87.850 +0.650 5,705 62,746 -128
Feb12 110719 89.150 90.500 89.150 90.450 +1.065 1,818 28,500 +298
Apr12 110719 90.650 91.800 90.650 91.700 +1.065 1,043 17,699 +35
May12 110719 95.200 95.200 95.000 95.000 +0.300 1 735 +1
Jun12 110719 96.785 97.750 96.700 97.680 +1.130 346 9,167 +162
Jul12 110719 95.830 96.300 95.830 96.100 +0.850 238 2,563 +151
Total Volume and Open Interest 33,997 243,432 -3,354
Class III Milk(CME)
Jul11 110714 21.00 21.05 20.97 21.03 +0.52 339 6,118 +27
Aug11 110719 20.72 20.80 20.52 20.63 -0.06 938 6,350 +268
Sep11 110719 20.20 20.21 20.00 20.05 -0.07 623 5,668 +277
Oct11 110719 19.43 19.45 19.18 19.28 -0.04 332 4,486 +67
Nov11 110719 18.50 18.50 18.36 18.45 +0.03 171 3,857 +87
Total Volume and Open Interest 2,994 35,732 +1,092
Cocoa(ICE)
Sep11 110719 3170 3200 3134 3164 +5 6,521 66,849 +285
Dec11 110719 3206 3223 3167 3187 +1 1,031 40,614 +223
Mar12 110719 3214 3268 3214 3231 -1 1,493 33,828 +606
May12 110719 3228 3232 3228 3232 -2 6 11,151 +1
Jul12 110719 3235 3235 3235 3235 -3 23 4,177 +3
Sep12 110719 3239 3239 3239 3239 -1 1,147 7,037 +142
Dec12 110719 3242 3242 3242 3242 -1 11 3,871 +0
Total Volume and Open Interest 10,238 170,881 +1,257
Coffee "C"(ICE)
Jul11 110719 248.85 248.85 243.75 243.85 -4.35 19 7 -74
Sep11 110719 249.90 252.90 243.05 243.85 -4.35 11,176 53,669 -674
Dec11 110719 253.20 256.50 247.00 247.70 -4.40 2,937 35,492 -241
Mar12 110719 257.15 259.05 249.70 250.35 -4.35 584 9,457 +14
May12 110719 258.05 260.10 251.45 251.95 -3.60 56 4,359 -9
Jul12 110719 259.90 259.90 251.30 251.85 -3.75 63 1,802 -23
Total Volume and Open Interest 14,897 107,805 -983
Orange Juice(ICE)
Sep11 110719 197.25 202.65 196.90 201.30 +3.50 912 26,091 +203
Nov11 110719 184.75 189.00 184.60 187.95 +2.75 153 6,403 +81
Jan12 110719 178.85 181.45 178.85 179.95 +0.80 37 1,348 +3
Mar12 110719 177.50 177.75 177.50 177.60 -0.15 14 300 -1
May12 110719 176.00 176.00 175.95 175.95 unch 10 204 +5
Jul12 110719 176.50 176.55 176.35 176.35 -0.10 0 111 +0
Total Volume and Open Interest 1,126 34,468 +291
Sugar #11(ICE)
Oct11 110719 29.06 29.43 28.32 28.78 -0.16 37,941 306,154 -1,703
Mar12 110719 28.04 28.39 27.38 27.90 unch 10,210 147,988 +49
May12 110719 26.85 27.12 26.15 26.69 +0.06 3,892 46,373 +157
Jul12 110719 25.85 26.14 25.21 25.81 +0.19 2,407 63,137 +126
Oct12 110719 25.01 25.30 24.46 25.08 +0.26 736 27,175 +417
Total Volume and Open Interest 56,339 629,233 -849
London Cocoa(LCE)
Sep11 110719 1992 2009 1972 1994 -7 9,488 75,029 +345
Dec11 110719 2014 2035 2000 2020 -9 1,794 41,963 +144
Mar12 110719 2017 2050 2017 2036 -8 602 37,563 -17
May12 110719 2025 2055 2025 2044 -6 278 13,349 +104
Jul12 110719 2038 2050 2037 2050 -8 309 4,572 +136
Sep12 110719 2058 2058 2058 2058 -9 54 4,358 +8
Dec12 110719 2061 2061 2061 2061 -11 0 7,349 +0
Total Volume and Open Interest 12,525 185,050 +720
London Sugar(LCE)
Oct11 110719 762.90 767.90 745.00 750.30 -2.80 2,554 25,723 +303
Dec11 110719 724.30 726.00 705.00 711.10 -1.30 697 6,211 -68
Mar12 110719 712.00 713.80 692.80 698.90 -1.30 451 8,775 +19
May12 110719 684.00 687.00 676.00 676.00 +1.20 21 3,123 +14
Aug12 110719 665.40 670.30 655.00 655.00 +0.80 0 1,627 +0
Total Volume and Open Interest 3,723 46,784 -1,578
Cotton(ICE)
Oct11 110719 98.55 101.95 98.55 101.95 +4.00 98 499 +1
Dec11 110719 97.10 100.84 97.00 100.84 +4.00 15,944 96,770 -2,433
Mar12 110719 95.10 98.83 95.10 98.83 +4.00 9,520 21,131 +114
May12 110719 95.00 98.01 95.00 98.01 +4.00 1,155 5,163 +329
Jul12 110719 95.10 97.98 94.78 97.98 +4.00 245 6,783 +21
Oct12 110719 97.88 97.88 97.88 97.88 +4.00 0 3 +0
Total Volume and Open Interest 26,976 134,008 -1,969
Lumber(CME)
Sep11 110719 261.4 269.9 261.1 265.7 +3.5 321 5,856 +4
Nov11 110719 276.0 280.5 275.5 275.5 +2.5 186 2,162 +20
Jan12 110719 294.2 298.9 294.2 297.8 +4.5 17 712 +5
Mar12 110719 304.4 305.0 303.9 304.9 +1.9 0 82 +0
Total Volume and Open Interest 524 8,813 +12
Crude Oil(NYM)
Aug11 110719 96.16 98.65 95.93 97.50 +1.57 266,461 86,892 -29,818
Sep11 110719 96.45 98.98 96.25 97.86 +1.61 138,963 343,972 +7,130
Oct11 110719 96.80 99.36 96.67 98.24 +1.59 41,594 81,868 -3,087
Nov11 110719 97.27 99.75 97.21 98.68 +1.56 22,123 68,537 -1,500
Dec11 110719 97.82 100.23 97.60 99.14 +1.52 41,171 205,343 +1,782
Jan12 110719 98.20 100.66 98.20 99.58 +1.47 8,177 50,937 -40
Feb12 110719 98.90 101.03 98.90 100.01 +1.44 4,010 25,265 -566
Mar12 110719 99.80 101.32 99.80 100.40 +1.41 5,616 33,502 +862
Apr12 110719 100.03 101.46 100.03 100.78 +1.39 3,769 21,907 +4
May12 110719 100.54 102.00 100.54 101.14 +1.38 5,764 17,866 -1,040
Jun12 110719 100.21 102.43 100.21 101.47 +1.36 12,974 76,518 -297
Jul12 110719 101.23 102.77 101.20 101.77 +1.34 2,523 31,153 -861
Aug12 110719 102.00 102.00 102.00 102.00 +1.34 1,564 15,411 +413
Sep12 110719 102.19 102.19 102.19 102.19 +1.31 2,219 16,487 +1,201
Oct12 110719 102.39 102.39 102.39 102.39 +1.28 780 9,976 -6
Nov12 110719 102.61 102.61 102.61 102.61 +1.23 769 21,488 -175
Total Volume and Open Interest 579,738 1,517,309 -24,440
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 110719 96.375 98.975 96.250 97.850 +1.600 1,780 3,081 +339
Oct11 110719 97.075 99.075 97.075 98.250 +1.600 30 312 +3
Nov11 110719 97.400 99.175 97.400 98.675 +1.550 0 176 -1
Dec11 110719 99.900 100.000 99.125 99.150 +1.525 12 279 -9
Jan12 110719 99.575 99.575 99.575 99.575 +1.475 0 6 +0
Feb12 110719 100.000 100.000 100.000 100.000 +1.425 0 3 +0
Mar12 110719 100.400 100.400 100.400 100.400 +1.400 2 11 +0
Apr12 110719 100.775 100.775 100.775 100.775 +1.375      
Total Volume and Open Interest 7,432 7,500 +228
Heating Oil(NYM)
Aug11 110719 308.31 313.21 308.16 309.80 +2.03 37,390 59,331 -2,663
Sep11 110719 309.93 314.35 309.39 311.07 +2.02 18,004 69,423 +2,366
Oct11 110719 310.79 315.36 310.79 312.43 +2.00 9,524 35,229 +732
Nov11 110719 313.75 316.17 313.24 314.08 +2.02 3,502 25,346 +128
Dec11 110719 314.52 318.60 314.27 315.70 +2.03 9,033 35,276 +849
Jan12 110719 316.02 319.14 316.02 317.20 +2.03 2,157 24,825 +572
Feb12 110719 319.75 319.75 317.30 317.30 +2.02 393 10,650 +157
Mar12 110719 316.63 318.79 315.91 316.31 +1.99 442 7,593 +97
Apr12 110719 315.66 315.66 314.15 314.15 +1.95 227 3,938 -28
May12 110719 312.12 312.12 312.12 312.12 +1.92 1,783 2,952 -559
Jun12 110719 311.28 312.74 311.06 311.22 +1.92 1,963 21,824 +516
Jul12 110719 311.70 311.70 311.70 311.70 +1.92 52 2,013 +10
Total Volume and Open Interest 84,660 309,993 +2,303
Gasoline(NYMEX)
Aug11 110719 310.35 314.85 310.06 311.49 +1.75 39,297 57,361 -4,114
Sep11 110719 305.36 309.63 305.35 306.49 +1.70 27,962 64,273 +4,803
Oct11 110719 291.64 295.52 291.20 292.65 +1.97 12,898 30,190 +354
Nov11 110719 287.81 291.52 287.36 288.86 +1.94 6,611 15,480 +846
Dec11 110719 286.30 289.97 285.93 287.17 +1.99 7,516 28,683 +198
Jan12 110719 286.12 290.20 286.10 287.37 +1.95 1,436 9,322 +140
Feb12 110719 291.35 291.35 288.64 288.64 +1.92 509 5,366 +130
Mar12 110719 292.00 293.03 290.37 290.37 +1.86 300 7,332 +135
Apr12 110719 302.50 303.00 301.27 301.27 +1.81 121 4,742 +110
May12 110719 302.75 302.75 301.32 301.32 +1.74 4 1,965 +0
Total Volume and Open Interest 96,828 243,297 +2,729
e-miNY RBOB Gasoline(NYM)
Aug11 110718 309.70 309.74 309.70 309.70 -3.20 0 3 +0
Sep11 110719 306.50 306.50 306.49 306.50 +1.70      
Oct11 110719 292.70 292.70 292.65 292.70 +2.00 0 1 +0
Nov11 110719 288.90 288.90 288.86 288.90 +2.00      
Total Volume and Open Interest 0 6 +0
Natural Gas(NYM)
Aug11 110719 4.543 4.579 4.511 4.533 -0.013 145,362 94,329 -15,283
Sep11 110719 4.525 4.558 4.489 4.511 -0.013 76,322 220,001 +7,390
Oct11 110719 4.534 4.570 4.504 4.526 -0.014 53,506 140,039 +6,389
Nov11 110719 4.659 4.670 4.614 4.630 -0.014 27,499 95,766 +2,042
Dec11 110719 4.840 4.841 4.791 4.806 -0.016 20,153 47,183 +2,321
Jan12 110719 4.904 4.940 4.884 4.903 -0.017 25,869 106,760 +1,695
Feb12 110719 4.936 4.936 4.890 4.901 -0.018 2,824 23,755 +12
Mar12 110719 4.884 4.887 4.838 4.855 -0.019 5,508 47,447 -631
Apr12 110719 4.784 4.795 4.749 4.766 -0.019 8,186 48,263 +924
May12 110719 4.795 4.795 4.768 4.782 -0.020 829 10,123 -97
Jun12 110719 4.842 4.845 4.805 4.808 -0.021 811 10,888 -165
Jul12 110719 4.858 4.858 4.830 4.846 -0.021 575 9,350 +136
Aug12 110719 4.876 4.890 4.872 4.874 -0.021 202 8,666 +27
Sep12 110719 4.900 4.900 4.882 4.882 -0.021 150 6,888 +6
Oct12 110719 4.952 4.952 4.906 4.923 -0.021 816 33,223 +110
Nov12 110719 5.075 5.075 5.039 5.053 -0.023 127 5,076 +24
Total Volume and Open Interest 369,553 985,334 +5,080
Brent Crude Oil(ICE)
Sep11 110719 116.50 118.45 116.09 117.06 +1.01 143,916 208,252 +54
Oct11 110719 116.24 118.26 116.05 116.92 +0.96 67,859 120,940 +2,811
Nov11 110719 116.34 118.29 116.21 117.02 +0.93 23,681 43,240 +3,855
Dec11 110719 116.44 118.27 116.25 117.09 +0.90 32,413 96,806 -454
Jan12 110719 116.89 118.09 116.88 117.10 +0.89 5,395 23,717 +573
Feb12 110719 116.71 117.97 116.71 117.04 +0.87 4,018 17,524 -79
Mar12 110719 116.25 117.86 116.25 116.96 +0.85 3,452 33,736 -130
Apr12 110719 116.20 117.75 116.20 116.88 +0.82 1,804 13,940 -321
May12 110719 116.13 117.63 116.13 116.79 +0.80 1,657 8,044 +367
Jun12 110719 116.06 117.56 116.06 116.68 +0.77 4,162 40,136 +137
Jul12 110719 116.59 116.59 116.59 116.59 +0.77 1,081 8,568 +409
Aug12 110719 116.44 116.44 116.44 116.44 +0.76 695 6,015 +343
Sep12 110719 116.25 116.25 116.25 116.25 +0.74 380 7,772 -34
Oct12 110719 116.06 116.06 116.06 116.06 +0.72 152 3,603 +38
Total Volume and Open Interest 300,333 781,040 +8,196
Gas Oil(ICE)
Aug11 110719 967.75 982.50 967.75 976.00 +8.50 57,162 123,641 -1,003
Sep11 110719 970.50 985.00 970.25 979.00 +9.00 54,352 129,520 +1,489
Oct11 110719 974.25 987.25 973.75 981.75 +9.50 15,981 53,791 -1,096
Nov11 110719 975.25 988.25 975.25 983.25 +9.75 7,689 31,771 -2,019
Dec11 110719 977.25 989.75 976.75 985.00 +9.75 18,849 57,176 +1,113
Jan12 110719 979.50 990.25 979.25 987.00 +9.50 4,101 34,672 +1,096
Feb12 110719 985.00 988.75 985.00 987.50 +9.50 1,750 11,544 +327
Mar12 110719 983.75 989.75 982.25 987.75 +9.50 2,420 12,564 +426
Apr12 110719 984.75 987.25 983.25 987.25 +9.25 1,641 8,482 -102
May12 110719 982.50 986.50 982.50 986.50 +9.00 1,218 8,041 +241
Total Volume and Open Interest 169,557 573,499 -601
Ethanol(CBOT)
Jul11 110706 2.758 2.795 2.758 2.761 +0.027 42 209 -19
Aug11 110719 2.975 2.975 2.880 2.911 +0.052 195 963 -111
Sep11 110719 2.781 2.784 2.740 2.771 +0.060 617 1,736 +69
Oct11 110719 2.669 2.670 2.645 2.652 +0.044 195 1,184 -35
Nov11 110719 2.593 2.600 2.572 2.582 +0.051 52 995 +15
Dec11 110719 2.562 2.562 2.530 2.554 +0.054 104 1,195 +12
Jan12 110719 2.515 2.531 2.515 2.524 +0.059 22 538 -4
Feb12 110719 2.528 2.529 2.515 2.524 +0.054 8 288 +1
Total Volume and Open Interest 1,225 8,528 -32
WTI Crude Oil(ICE
Aug11 110719 96.10 98.65 95.95 97.50 +1.57 39,985 29,134 -2,624
Sep11 110719 96.41 99.01 96.25 97.86 +1.61 44,710 81,420 -1,257
Oct11 110719 96.82 99.38 96.65 98.24 +1.59 13,783 39,054 -218
Nov11 110719 97.27 99.75 97.27 98.68 +1.56 8,094 25,230 +385
Dec11 110719 97.71 100.26 97.71 99.14 +1.52 13,902 90,385 +343
Jan12 110719 98.71 100.58 98.68 99.58 +1.47 2,131 16,704 -112
Feb12 110719 99.36 101.00 99.20 100.01 +1.44 954 5,579 +22
Mar12 110719 99.00 101.07 99.00 100.40 +1.41 1,542 13,687 +144
Apr12 110719 99.98 101.06 99.96 100.78 +1.39 911 4,548 -62
May12 110719 101.14 101.14 101.14 101.14 +1.38 839 3,373 +146
Jun12 110719 100.68 102.10 100.68 101.47 +1.36 2,429 27,473 -214
Jul12 110719 101.77 101.77 101.77 101.77 +1.34 260 4,318 -76
Aug12 110719 102.00 102.00 102.00 102.00 +1.34 26 1,219 -2
Sep12 110719 102.19 102.19 102.19 102.19 +1.31 10 5,029 +0
Oct12 110719 102.39 102.39 102.39 102.39 +1.28 10 1,038 +5
Nov12 110719 102.61 102.61 102.61 102.61 +1.23 13 2,538 -1
Total Volume and Open Interest 133,440 472,101 -3,234
US Dollar Index(ICE)
Sep11 110719 75.630 75.820 75.180 75.512 -0.280 24,781 45,520 -1,431
Dec11 110719 76.070 76.070 75.760 75.963 -0.270 81 661 -19
Mar12 110719 76.463 76.463 76.463 76.463 -0.270 0 1 +0
Total Volume and Open Interest 24,862 46,182 -1,450
Australian Dollar(CME)
Sep11 110719 105.26 106.59 105.16 106.42 +1.26 110,645 123,299 -1,266
Dec11 110719 104.36 105.28 104.05 105.28 +1.23 146 394 -54
Mar12 110719 104.21 104.21 103.02 104.21 +1.19 0 2 +0
Total Volume and Open Interest 110,791 123,698 -1,320
British Pound(CME)
Sep11 110719 160.41 161.68 160.34 161.07 +0.73 84,050 98,842 -2,756
Dec11 110719 161.14 161.31 160.19 160.92 +0.73 5 250 +2
Mar12 110719 160.78 160.78 160.05 160.78 +0.73 0 2 +0
Total Volume and Open Interest 84,055 99,100 -2,754
Canadian Dollar(CME)
Sep11 110719 104.06 105.30 103.99 105.07 +1.02 72,514 110,787 +3,532
Dec11 110719 104.00 105.01 103.85 104.84 +0.99 459 3,872 -21
Mar12 110719 104.60 104.78 103.64 104.63 +0.99 6 627 +0
Jun12 110719 104.39 104.43 103.42 104.40 +0.98 20 277 -18
Total Volume and Open Interest 72,999 115,702 +3,493
Japanese Yen(CME)
Sep11 110719 126.56 126.93 126.19 126.33 -0.20 79,376 125,905 +2,554
Dec11 110719 126.79 126.90 126.37 126.46 -0.20 105 638 +51
Mar12 110719 126.65 126.87 126.65 126.65 -0.22 0 46 +0
Total Volume and Open Interest 79,481 126,606 +2,605
Swiss Franc(CME)
Sep11 110719 122.33 122.73 120.84 121.42 -0.79 40,969 49,507 -833
Dec11 110719 122.65 122.65 121.31 121.56 -0.80 19 180 +10
Mar12 110719 122.33 122.55 121.74 121.74 -0.81 0 2 +0
Total Volume and Open Interest 40,988 49,692 -823
EuroFX(CME)
Sep11 110719 140.78 141.93 140.43 141.08 +0.51 288,739 183,100 -4,639
Dec11 110719 140.65 141.50 140.25 140.75 +0.50 255 994 +147
Mar12 110719 140.29 140.45 139.96 140.45 +0.49 2 363 +0
Total Volume and Open Interest 288,996 185,294 -4,492
Mexican Peso(CME)
Jul11 110718 847.2 852.2 847.2 847.2 -5.0      
Aug11 110719 856.8 856.8 850.2 856.8 +6.5      
Total Volume and Open Interest 33,182 136,711 +2,516
30-Year T-Bonds(CBOT)
Sep11 110719 125~150 127~020 125~000 126~200 +0~300 319,423 642,991 +2,481
Dec11 110719 124~010 125~180 123~180 125~050 +0~300 98 1,460 +55
Mar12 110719 122~000 124~000 122~000 123~230 +0~300      
Total Volume and Open Interest 319,521 644,451 +2,536
10-Year T-Notes(CBOT)
Sep11 110719 124~250 125~030 124~140 124~295 unch 1,206,494 1,872,007 +23,926
Dec11 110719 123~135 123~215 123~010 123~160 +0~005 1,860 16,517 +1,531
Mar12 110719 122~160 122~160 122~155 122~160 +0~005      
Total Volume and Open Interest 1,208,354 1,888,524 +25,457
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 110719 119~080 119~080 119~044 119~063 -0~026 0 4 +0
Mar12 110719 118~087 118~113 118~087 118~087 -0~026      
Total Volume and Open Interest 609,783 1,538,395 -14,315
2 Year T-Notes(CBOT)
Sep11 110719 109~116 109~120 109~110 109~114 -0~004 226,947 1,026,463 +14,110
Dec11 110719 109~080 109~089 109~080 109~085 -0~003 1 31 +0
Mar12 110719 109~023 109~026 109~023 109~023 -0~003      
Total Volume and Open Interest 226,948 1,026,494 +14,110
Eurodollars(CME)
Sep11 110719 99.585 99.605 99.575 99.590 +0.005 321,201 1,223,829 +24,154
Dec11 110719 99.465 99.495 99.465 99.465 -0.005 338,045 1,194,853 -5,104
Mar12 110719 99.415 99.440 99.410 99.415 -0.010 357,398 1,498,590 -9,699
Jun12 110719 99.370 99.390 99.360 99.370 -0.010 266,218 1,366,044 -17,163
Sep12 110719 99.295 99.315 99.270 99.290 -0.015 250,280 1,069,018 -10,859
Dec12 110719 99.165 99.190 99.120 99.160 -0.015 201,312 720,522 -12,021
Mar13 110719 99.020 99.050 98.965 99.015 -0.015 207,843 669,177 +26,240
Jun13 110719 98.825 98.860 98.765 98.820 -0.010 228,562 384,670 -426
Sep13 110719 98.600 98.640 98.535 98.590 -0.010 208,150 439,939 +13,033
Dec13 110719 98.330 98.375 98.275 98.330 -0.010 101,893 324,289 +1,986
Mar14 110719 98.080 98.120 98.020 98.075 -0.015 84,966 255,017 -3,983
Jun14 110719 97.825 97.850 97.760 97.815 -0.015 73,675 193,470 -551
Sep14 110719 97.570 97.595 97.505 97.560 -0.015 36,802 103,179 +4,671
Dec14 110719 97.310 97.325 97.250 97.300 -0.015 24,174 114,062 +1,653
Mar15 110719 97.080 97.095 97.015 97.070 -0.010 21,833 94,832 +2,669
Jun15 110719 5.100 5.110 5.030 5.090 -0.005 15,414 72,783 -995
Sep15 110719 4.880 4.890 4.815 4.870 unch 12,207 56,976 +911
Dec15 110719 4.660 4.685 4.600 4.660 +0.005 11,003 50,870 +237
Total Volume and Open Interest      
30 Day Federal Funds(CBOT)
Jul11 110719 99.930 99.933 99.930 99.930 unch 865 67,833 -219
Aug11 110719 99.915 99.920 99.900 99.910 -0.005 2,225 56,711 +48
Sep11 110719 99.900 99.905 99.880 99.885 -0.015 4,512 54,682 +306
Oct11 110719 99.890 99.890 99.865 99.870 -0.020 3,131 49,856 +757
Nov11 110719 99.880 99.880 99.850 99.860 -0.015 4,781 47,939 +525
Dec11 110719 99.865 99.865 99.840 99.850 -0.015 4,984 55,801 +33
Total Volume and Open Interest 47,650 802,639 +1,908
30 Day Fed Funds(e-CBOT)
3-Mth Euro-Yen(CME)
Sep11 110719 99.662 99.662 99.662 99.662 unch 0 51 +0
Dec11 110719 99.660 99.660 99.660 99.660 unch 0 75 +0
Mar12 110719 99.655 99.655 99.655 99.655 unch      
Jun12 110719 99.650 99.650 99.650 99.650 +0.003      
Sep12 110719 99.585 99.585 99.585 99.585 +0.005      
Dec12 110719 99.635 99.635 99.635 99.635 +0.005      
Mar13 110719 99.635 99.635 99.635 99.635 +0.005      
Jun13 110719 99.590 99.590 99.590 99.590 +0.005      
Sep13 110719 99.450 99.450 99.450 99.450 +0.005      
Dec13 110719 99.310 99.310 99.310 99.310 +0.005      
Total Volume and Open Interest 0 126 +0
3-Mth Euro-Yen(SGX)
Sep11 110719 99.66 99.66 99.66 99.66 unch 0 1,332 +0
Dec11 110719 99.66 99.66 99.66 99.66 unch 0 1,392 +0
Mar12 110719 99.65 99.65 99.65 99.65 unch 0 1,823 +0
Jun12 110719 99.65 99.65 99.65 99.65 +0.00 0 1,374 +0
Sep12 110719 99.58 99.58 99.58 99.58 +0.00 0 411 +0
Dec12 110719 99.64 99.64 99.64 99.64 +0.01 0 24 +0
Mar13 110719 99.64 99.64 99.64 99.64 +0.01 0 1 +0
Jun13 110719 99.59 99.59 99.59 99.59 +0.00      
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 1,287 22,534 +0
Dec11 110719 141.17 141.17 141.17 141.17 -0.11 1 2 +0
Mar12 110719 139.08 139.08 139.08 139.08 -0.11      
Total Volume and Open Interest 1,813 23,919 +215
Euro-Bund(EUREX)
Sep11 110719 129.40 129.53 128.62 129.05 -0.39 732,703 1,009,775 +42,994
Dec11 110719 128.19 128.19 127.38 127.75 -0.40 37 320 -9
Mar12 110719 127.73 127.73 127.73 127.73 -0.39 224 0 +0
Total Volume and Open Interest 732,964 1,010,095 +42,985
Euro-Bobl(EUREX)
Sep11 110719 119.00 119.08 118.59 118.81 -0.23 425,317 767,101 +1,906
Dec11 110719 117.84 117.84 117.84 117.84 -0.23 0 696 +0
Mar12 110719 117.84 117.84 117.84 117.84 -0.23      
Total Volume and Open Interest 425,317 767,797 +1,906
3-Mth Euribor(EUREX)
Sep11 110719 98.355 98.355 98.350 98.350 -0.010 4 1,886 -2
Dec11 110719 98.330 98.330 98.315 98.315 -0.025 3 1,360 +2
Mar12 110719 98.315 98.315 98.305 98.305 -0.030 1,002 1,768 +929
Total Volume and Open Interest 1,015 8,062 +931
Long Gilt(LIFFE)
Sep11 110629 121~06 121~06 120~12 120~22 -0~23 84,026 359,346 -16
Dec11 110719 122~02 122~02 122~02 122~02 -0~08 6 0 +0
Total Volume and Open Interest 80,835 360,636 -13,243
3-Mth Short Sterling(LIFFE)
Sep11 110719 99.10 99.13 99.09 99.12 +0.02 26,014 427,948 -1,413
Dec11 110719 99.05 99.08 99.05 99.08 +0.02 30,279 530,198 +8,421
Mar12 110719 99.02 99.03 99.01 99.03 +0.01 25,701 489,601 -3,133
Jun12 110719 98.97 98.97 98.93 98.96 unch 36,108 339,207 -3,764
Sep12 110719 98.88 98.88 98.82 98.86 -0.02 64,469 333,355 +11,731
Dec12 110719 98.72 98.74 98.66 98.70 -0.04 52,141 292,635 +14,846
Total Volume and Open Interest 308,138 2,807,670 +36,128
3-Mth Euribor(LIFFE)
Sep11 110719 98.355 98.365 98.345 98.350 -0.010 109,443 769,579 +15,509
Dec11 110719 98.330 98.345 98.305 98.315 -0.025 108,391 580,497 +4,954
Mar12 110719 98.330 98.345 98.285 98.305 -0.035 102,704 477,959 +1,855
Total Volume and Open Interest 671,928 3,651,457 +28,774
3-Mth Aus T-Bills(SFE)
Sep11 110719 95.29 95.31 95.22 95.25 -0.07 36,506 267,025 +2,944
Dec11 110719 95.45 95.46 95.37 95.39 -0.06 37,704 271,504 +11,905
Mar12 110719 95.52 95.53 95.45 95.48 -0.03 21,116 146,727 +1,448
Jun12 110719 95.52 95.55 95.46 95.50 -0.03 7,412 87,588 +2,341
Sep12 110719 95.48 95.50 95.43 95.47 -0.01 3,148 53,903 +1,344
Dec12 110719 95.41 95.43 95.37 95.39 -0.02 1,065 31,235 +3
Mar13 110719 95.34 95.36 95.30 95.32 -0.02 4,880 30,874 +1,173
Jun13 110719 95.26 95.26 95.20 95.23 -0.01 204 10,736 +117
Sep13 110719 95.16 95.16 95.16 95.16 -0.01 6 2,028 -6
Dec13 110719 95.08 95.08 95.08 95.08 unch 2 1,417 +0
Total Volume and Open Interest 104,575 908,615 +23,737
10-Year Aus T-Bonds(SFE)
Sep11 110719 95.10 95.13 95.08 95.11 +0.01 72,102 423,574 +17,739
Dec11 110719 95.11 95.11 95.11 95.11 +0.01      
Total Volume and Open Interest 72,102 423,574 +17,739
3-Year Aus T-Bonds(SFE)
Sep11 110719 95.69 95.73 95.64 95.68 -0.01 188,445 765,915 +135,632
Dec11 110719 95.68 95.68 95.68 95.68 -0.01      
Total Volume and Open Interest 188,445 765,915 +69,002
Gold(CMX)
Aug11 110719 1606.1 1610.7 1582.7 1601.1 -1.3 123,384 275,587 +1,892
Oct11 110719 1604.3 1610.3 1583.9 1602.1 -1.3 1,276 14,897 +427
Dec11 110719 1605.7 1612.3 1584.7 1603.1 -1.3 9,361 135,799 +1,126
Feb12 110719 1607.4 1610.5 1587.5 1604.6 -1.2 659 11,167 +316
Apr12 110719 1609.0 1609.2 1591.6 1606.1 -1.2 124 6,100 -2
Jun12 110719 1610.5 1614.4 1589.9 1607.8 -1.2 249 14,488 +126
Aug12 110719 1613.1 1613.1 1593.9 1609.7 -1.2 0 5,014 +0
Oct12 110719 1615.5 1616.7 1594.0 1611.8 -1.2 0 4,110 +0
Dec12 110719 1614.5 1617.2 1598.0 1614.3 -1.2 287 11,680 +41
Feb13 110719 1617.6 1617.6 1615.6 1617.0 -1.3 11 1,560 +6
Apr13 110719 1620.3 1620.3 1620.3 1620.3 -1.3 0 201 +0
Jun13 110719 1624.0 1624.0 1624.0 1624.0 -1.4 0 11,030 +0
Total Volume and Open Interest 135,672 532,427 +3,860
Silver(CMX)
Jul11 110719 4033.0 4087.0 3870.5 4021.1 -12.2 234 384 -101
Sep11 110719 4059.0 4088.0 3861.0 4022.1 -12.1 54,164 60,230 -254
Dec11 110719 4068.5 4090.0 3868.0 4024.5 -12.1 6,027 26,123 +26
Mar12 110719 4055.0 4061.5 3884.5 4024.5 -12.0 97 5,251 +41
May12 110719 4023.4 4023.4 4023.4 4023.4 -12.0 2 1,546 -1
Jul12 110719 4083.0 4083.0 4009.0 4022.5 -11.9 6 1,756 -1
Sep12 110719 4056.0 4058.0 4013.0 4020.9 -12.4 3 205 -2
Total Volume and Open Interest 61,307 115,266 -123
Platinum(NYMEX)
Jul11 110719 1775.3 1775.3 1775.3 1775.3 +0.9 11 24 -9
Oct11 110719 1778.3 1793.8 1765.0 1776.3 +0.9 4,801 29,907 -72
Jan12 110719 1777.5 1781.7 1775.7 1779.5 +1.5 25 1,103 +9
Apr12 110719 1778.0 1784.0 1778.0 1782.4 +1.5 0 79 +0
Total Volume and Open Interest 4,843 31,129 -68
Palladium(NYMEX)
Sep11 110719 797.05 803.30 787.50 798.30 +3.70 2,566 20,285 +126
Dec11 110719 798.20 802.00 789.00 799.40 +3.70 19 764 -2
Mar12 110719 138.74 145.24 138.74 145.24 +3.70 1 50 +1
Total Volume and Open Interest 2,586 21,099 +125
Copper(CMX)
Jul11 110719 440.85 448.70 440.85 446.05 +6.45 626 2,342 -277
Sep11 110719 441.20 449.60 440.45 446.80 +6.50 32,173 89,671 +1,216
Dec11 110719 442.35 451.20 442.35 448.65 +6.40 3,944 34,997 +1,226
Mar12 110719 450.75 451.40 449.70 449.70 +6.30 740 11,752 -19
May12 110719 449.75 449.75 449.75 449.75 +6.25 14 2,001 +4
Total Volume and Open Interest 38,218 148,136 +1,789
DJIA Index(CBOT)
Sep11 110719 12354 12545 12335 12507 +179 570 15,659 +23
Dec11 110719 12436 12436 12260 12436 +176 1 86 +1
Mar12 110719 12367 12367 12191 12367 +176      
Jun12 110719 12297 12297 12121 12297 +176      
Total Volume and Open Interest 571 15,745 +24
Mini DJIA Index(CBOT)
Sep11 110719 12354 12552 12334 12507 +179 125,423 124,969 +5,754
Dec11 110719 12288 12468 12288 12436 +176 61 401 +3
Mar12 110719 12367 12367 12367 12367 +176 0 11 +0
Jun12 110719 12297 12297 12297 12297 +176      
Total Volume and Open Interest 125,484 125,381 +5,757
S & P 500(CME)
Sep11 110719 1297.20 1324.10 1297.10 1321.20 +20.80 13,835 263,640 +924
Dec11 110719 1315.70 1318.90 1315.70 1315.70 +20.80 7 10,775 +30
Mar12 110719 1310.20 1313.40 1310.20 1310.20 +20.80 0 11 -15
Jun12 110719 1305.20 1308.40 1305.20 1305.20 +20.80 0 5 +0
Total Volume and Open Interest 13,842 274,431 +939
S & P 500 E-Mini(Globex)
Sep11 110719 1301.50 1324.25 1300.25 1321.25 +20.75 2,298,613 2,547,985 -27,821
Dec11 110719 1296.50 1318.75 1295.00 1315.75 +20.75 1,284 12,734 +452
Total Volume and Open Interest 2,299,997 2,560,930 -27,349
NASDAQ 100(CME)
Sep11 110719 2344.00 2400.00 2340.00 2389.00 +49.00 1,339 17,588 +300
Dec11 110719 2383.50 2385.00 2383.50 2383.50 +49.00 0 1 +0
Mar12 110719 2378.50 2380.00 2378.50 2378.50 +49.00      
Total Volume and Open Interest 1,339 17,589 +300
NASDAQ 100 E-Mini(Globex)
Sep11 110719 2341.80 2399.80 2339.00 2389.00 +49.00 254,820 364,426 -3,867
Dec11 110719 2338.50 2390.50 2338.30 2383.50 +49.00 79 166 +4
Total Volume and Open Interest 254,910 364,599 -3,867
S & P Midcap 400(CME)
Sep11 110719 977.60 977.60 977.60 977.60 +15.80 1 2,547 -1
Dec11 110719 976.10 976.10 976.10 976.10 +15.60      
Mar12 110719 974.40 974.40 974.40 974.40 +15.60      
Total Volume and Open Interest 1 2,547 -1
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Sep11 110630 9865 9940 9805 9900 +220 11,736 31,666 +3,008
Dec11 110719 9935 9980 9935 9980 +130 0 1 +0
Total Volume and Open Interest 7,682 36,173 -131
Nikkei 225(SGX)
Sep11 110719 9930 9945 9805 9890 -80 98,938 193,389 -1,521
Dec11 110719 9830 9865 9780 9830 -80 49 8,426 +134
Mar12 110719 9825 9825 9825 9825 -80 0 10 +0
Total Volume and Open Interest 99,090 211,895 -1,383
CAC 40(EURONEXT)
Aug11 110719 3664.5 3718.5 3657.0 3700.0 +49.0 154,133 287,088 +45,064
Sep11 110719 3663.0 3714.5 3657.0 3698.0 +49.5 1,164 35,955 +608
Oct11 110719 3698.5 3698.5 3698.5 3698.5 +50.0      
Total Volume and Open Interest 155,297 323,075  
Hang Seng Index(HKFE)
Jul11 110719 21779 21917 21591 21839 +48 69,966 87,302 +106
Aug11 110719 21723 21871 21553 21799 +46 686 2,903 +115
Sep11 110719 21620 21780 21480 21705 +45 309 3,338 +92
Total Volume and Open Interest 71,127 97,522 +297
DAX(EUREX)
Sep11 110719 7154.0 7256.5 7151.0 7208.0 +64.5 148,888 153,652 +254
Dec11 110719 7184.5 7278.0 7184.5 7235.5 +65.0 211 8,406 -5
Mar12 110719 7237.0 7309.0 7237.0 7267.0 +66.0 26 311 +3
Total Volume and Open Interest 149,125 162,369 +252
FT-SE 100(EURONEXT)
Sep11 110719 5734.00 5778.00 5724.50 5750.00 +26.50 106,876 674,669 -3,464
Dec11 110719 5705.00 5738.00 5705.00 5726.00 +26.50 2 807 -1
Mar12 110719 5685.00 5689.50 5678.50 5689.50 +27.00 0 150 +0
Total Volume and Open Interest 106,878 675,666 -3,465
SPI 200(SFE)
Sep11 110719 4445.0 4457.0 4406.0 4441.0 -6.0 29,498 195,221 +2,425
Dec11 110719 4445.0 4468.0 4442.0 4455.0 -6.0 3 4,615 +0
Mar12 110719 4441.0 4441.0 4441.0 4441.0 -6.0 37 1,712 +37
Total Volume and Open Interest 30,155 205,908 +2,873
GSCI(CME)
Aug11 110719 41.64 45.14 37.64 37.64 +5.30 493 8,904 +370
Sep11 110719 42.14 45.64 38.14 38.14 +5.50      
Oct11 110719 39.14 46.14 33.59 39.14 +5.50      
Total Volume and Open Interest 929 10,845  
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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