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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 Wed July 20, 2011
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Aug11 110720 1379.75 1390.75 1373.00 1378.25 -1.00 15,691 58,156 -83
Sep11 110720 1377.75 1389.25 1373.75 1379.00 +2.00 9,603 38,333 +824
Nov11 110720 1383.50 1394.25 1378.50 1384.00 +2.00 74,938 299,212 +6,643
Jan12 110720 1391.00 1402.00 1388.00 1393.25 +2.50 7,426 51,199 -182
Mar12 110720 1398.00 1404.50 1390.25 1395.00 +2.75 2,007 24,315 +545
May12 110720 1393.00 1400.00 1385.00 1390.75 +3.00 1,568 31,033 +27
Jul12 110720 1393.00 1397.50 1383.00 1392.00 +3.00 3,045 15,442 +764
Total Volume and Open Interest 115,744 541,504 +8,790
Soybean Meal(CBOT)
Aug11 110720 361.20 363.20 358.10 361.90 +1.80 10,802 27,438 -1,557
Sep11 110720 363.00 364.90 360.10 363.90 +1.90 7,763 30,718 +641
Oct11 110720 363.40 365.00 361.00 364.40 +2.40 1,842 14,696 -285
Dec11 110720 365.90 368.20 363.70 367.50 +2.50 24,203 77,438 +3,101
Jan12 110720 368.50 369.60 365.50 368.90 +2.60 517 6,733 +0
Mar12 110720 368.90 370.80 366.60 370.10 +2.80 817 6,017 +116
May12 110720 366.00 368.30 364.50 368.30 +3.10 1,347 7,201 +212
Jul12 110720 365.20 368.00 364.30 368.00 +3.30 448 1,870 +5
Total Volume and Open Interest 47,761 175,883 +2,227
Soybean Oil(CBOT)
Aug11 110720 56.76 57.23 56.72 56.77 +0.08 19,499 33,396 -3,602
Sep11 110720 56.99 57.45 56.94 56.99 +0.11 8,514 41,149 +1,208
Oct11 110720 57.56 57.56 57.21 57.21 +0.11 2,003 18,202 +716
Dec11 110720 57.63 58.15 57.59 57.70 +0.13 37,652 153,403 +1,435
Jan12 110720 57.87 58.30 57.87 57.97 +0.14 2,958 22,400 +480
Mar12 110720 58.51 58.54 58.17 58.23 +0.17 900 13,178 +121
May12 110720 58.67 58.67 58.17 58.33 +0.16 237 7,384 +0
Jul12 110720 58.72 58.72 58.38 58.43 +0.15 417 3,031 +86
Total Volume and Open Interest 72,469 295,104 +450
Canola(WCE)
Jul11 110714 591.8 591.8 591.8 591.8 +4.0      
Nov11 110720 565.4 570.0 564.1 567.3 +1.8 10,386 121,478 +127
Jan12 110720 574.0 577.1 571.4 574.5 +1.7 872 14,522 +160
Mar12 110720 580.2 582.7 577.0 580.9 +2.3 410 6,067 +45
May12 110720 584.0 586.7 584.0 586.7 +2.9 252 3,867 +94
Total Volume and Open Interest 12,055 150,058 +518
Corn(CBOT)
Sep11 110720 698.25 708.75 685.75 688.00 -10.00 54,833 368,601 -2,226
Dec11 110720 687.50 698.00 675.25 677.75 -9.50 125,672 503,430 +5,194
Mar12 110720 699.00 709.00 687.75 689.75 -9.50 12,737 119,521 +2,293
May12 110720 704.00 712.75 694.25 696.50 -8.50 3,909 25,940 -47
Jul12 110720 709.00 717.75 699.25 702.00 -7.00 5,346 68,879 -569
Sep12 110720 658.00 667.00 650.75 650.75 -8.25 676 7,624 +182
Total Volume and Open Interest 208,540 1,191,056 +3,999
Wheat(CBOT)
Sep11 110720 693.75 707.00 692.50 697.00 +3.50 34,322 163,876 -1,906
Dec11 110720 726.75 742.00 724.00 735.25 +8.50 16,009 142,512 +572
Mar12 110720 757.75 772.75 755.00 768.75 +11.00 3,284 46,208 +631
May12 110720 774.00 790.25 774.00 787.50 +12.75 511 9,450 +1
Jul12 110720 784.50 801.75 784.50 799.75 +14.00 1,279 42,615 -121
Total Volume and Open Interest 55,923 428,067 -685
Wheat(KCBT)
Sep11 110720 776.50 796.50 775.75 794.00 +16.00 8,166 71,013 -1,304
Dec11 110720 800.25 819.00 800.25 817.00 +16.00 4,270 57,308 -472
Mar12 110720 811.50 828.50 811.00 828.00 +16.00 1,643 16,764 -112
May12 110720 816.75 833.50 816.75 832.50 +15.00 490 3,210 -223
Jul12 110720 817.25 834.50 817.25 834.00 +13.00 683 13,812 +103
Total Volume and Open Interest 15,291 165,216 -2,025
Wheat(MGE)
Jul11 110714 842.00 842.00 842.00 842.00 +20.75 268 369 -251
Sep11 110720 833.00 855.00 833.00 852.75 +19.75 1,869 20,921 -392
Dec11 110720 836.75 857.00 836.75 854.25 +19.25 1,147 19,831 -137
Mar12 110720 847.75 866.00 847.75 863.25 +18.25 484 6,535 -50
May12 110720 858.00 868.75 856.00 866.25 +19.50 187 2,864 +5
Total Volume and Open Interest 3,943 58,815 -605
Oats(CBOT)
Sep11 110720 354.25 362.00 350.75 353.50 unch 307 4,056 -70
Dec11 110720 368.00 373.00 362.25 365.00 unch 448 7,320 -13
Mar12 110720 377.50 380.25 373.75 375.00 unch 15 822 +10
May12 110720 383.75 383.75 381.50 381.50 unch 0 19 +0
Total Volume and Open Interest 770 12,246 -73
Rough Rice(CBOT)
Jul11 110714 16.00 16.00 15.72 15.94 +0.18 204 207 -83
Sep11 110720 16.56 16.90 16.45 16.77 +0.22 532 10,641 -8
Nov11 110720 16.85 17.20 16.77 17.08 +0.21 208 5,331 +13
Jan12 110720 17.35 17.48 17.24 17.38 +0.19 85 539 +14
Total Volume and Open Interest 867 17,146 +19
Live Cattle(CME)
Aug11 110720 110.480 110.800 109.300 109.600 -0.900 13,997 68,792 -2,297
Oct11 110720 116.330 116.600 114.950 115.300 -1.085 17,456 121,637 -949
Dec11 110720 120.200 120.250 118.830 119.000 -0.800 9,290 82,798 +246
Feb12 110720 123.330 123.650 122.135 122.550 -0.700 3,640 28,416 +162
Apr12 110720 124.600 124.600 123.600 124.000 -0.650 1,246 16,139 +165
Jun12 110720 121.100 121.250 120.300 120.800 -0.450 228 5,952 +74
Total Volume and Open Interest 45,910 324,556 -2,587
Feeder Cattle(CME)
Aug11 110720 136.200 136.450 134.600 134.935 -0.640 2,544 15,150 -576
Sep11 110720 137.250 137.250 135.550 135.630 -0.620 1,143 10,462 -22
Oct11 110720 137.735 138.100 136.450 136.880 +0.080 800 8,295 +69
Nov11 110720 138.500 138.575 137.100 137.650 -0.285 438 4,262 -112
Jan12 110720 137.000 137.685 136.300 136.650 -0.300 88 1,842 -7
Mar12 110720 136.200 137.000 135.735 136.785 -0.115 38 382 +5
Apr12 110720 136.500 137.000 136.150 137.000 unch 8 140 +0
Total Volume and Open Interest 5,067 40,633 -645
Lean Hogs(CME)
Aug11 110720 99.300 99.650 97.500 97.850 -1.800 14,033 32,591 -1,410
Oct11 110720 91.180 91.800 90.200 90.400 -1.280 13,180 85,794 +121
Dec11 110720 87.285 88.080 86.650 87.385 -0.465 6,617 62,521 -225
Feb12 110720 89.800 90.535 89.300 89.930 -0.520 2,592 28,508 +8
Apr12 110720 91.285 91.750 90.550 91.450 -0.250 1,197 17,758 +59
May12 110720 94.650 95.000 94.285 95.000 unch 0 735 +0
Jun12 110720 96.930 97.430 96.135 97.300 -0.380 493 9,366 +199
Jul12 110720 96.385 96.430 95.350 96.100 unch 344 2,748 +185
Total Volume and Open Interest 38,502 242,369 -1,063
Class III Milk(CME)
Jul11 110714 21.00 21.05 20.97 21.03 +0.52 339 6,118 +27
Aug11 110720 20.68 20.92 20.62 20.86 +0.23 856 6,306 -44
Sep11 110720 20.04 20.06 19.94 19.98 -0.07 565 5,734 +66
Oct11 110720 19.28 19.28 19.17 19.18 -0.10 284 4,598 +112
Nov11 110720 18.41 18.43 18.36 18.37 -0.08 166 3,869 +12
Total Volume and Open Interest 2,698 36,351 +619
Cocoa(ICE)
Sep11 110720 3164 3220 3155 3183 +19 7,122 66,986 +137
Dec11 110720 3200 3242 3181 3207 +20 2,341 41,344 +730
Mar12 110720 3242 3282 3230 3249 +18 1,273 34,415 +587
May12 110720 3249 3279 3249 3251 +19 27 11,137 -14
Jul12 110720 3282 3283 3253 3255 +20 359 4,386 +209
Sep12 110720 3281 3282 3255 3257 +18 27 7,030 -7
Dec12 110720 3258 3258 3258 3258 +16 13 3,872 +1
Total Volume and Open Interest 11,168 172,527 +1,646
Coffee "C"(ICE)
Jul11 110719 248.85 248.85 243.75 243.85 -4.35 19 7 -74
Sep11 110720 244.50 246.45 240.10 243.40 -0.45 10,730 53,765 +96
Dec11 110720 248.50 250.30 243.95 247.40 -0.30 3,867 35,856 +364
Mar12 110720 249.80 252.20 246.85 250.10 -0.25 794 9,680 +223
May12 110720 251.85 253.60 249.45 251.65 -0.30 210 4,367 +8
Jul12 110720 252.40 253.50 249.45 251.55 -0.30 14 1,804 +2
Total Volume and Open Interest 15,658 108,493 +688
Orange Juice(ICE)
Sep11 110720 201.50 202.00 197.60 200.00 -1.30 834 26,163 +72
Nov11 110720 188.00 188.00 185.45 187.40 -0.55 271 6,463 +60
Jan12 110720 178.25 179.60 178.20 179.45 -0.50 8 1,343 -5
Mar12 110720 176.00 177.10 176.00 177.10 -0.50 2 301 +1
May12 110720 175.50 175.50 175.45 175.45 -0.50 3 207 +3
Jul12 110720 175.85 175.85 175.85 175.85 -0.50 2 113 +2
Total Volume and Open Interest 1,120 34,601 +133
Sugar #11(ICE)
Oct11 110720 28.86 29.17 28.60 28.92 +0.14 37,724 307,446 +1,292
Mar12 110720 27.79 28.22 27.70 28.04 +0.14 10,474 148,194 +206
May12 110720 26.69 27.00 26.53 26.80 +0.11 3,306 46,924 +551
Jul12 110720 25.70 26.02 25.66 25.87 +0.06 3,039 64,451 +1,314
Oct12 110720 25.00 25.19 24.85 25.13 +0.05 1,085 27,269 +94
Total Volume and Open Interest 56,441 632,757 +3,524
London Cocoa(LCE)
Sep11 110720 2001 2014 1985 1990 -4 3,571 75,139 +110
Dec11 110720 2030 2037 2007 2017 -3 2,589 42,150 +187
Mar12 110720 2050 2050 2022 2035 -1 839 37,484 -79
May12 110720 2051 2055 2028 2041 -3 285 13,315 -34
Jul12 110720 2050 2062 2034 2049 -1 212 4,624 +52
Sep12 110720 2070 2070 2050 2058 unch 18 4,366 +8
Dec12 110720 2078 2078 2063 2063 +2 0 7,349 +0
Total Volume and Open Interest 7,514 185,294 +244
London Sugar(LCE)
Oct11 110720 752.80 760.00 752.00 755.80 +5.50 3,273 26,042 +319
Dec11 110720 712.80 720.70 712.80 715.80 +4.70 383 6,116 -95
Mar12 110720 700.00 709.70 700.00 705.50 +6.60 256 8,895 +120
May12 110720 681.70 682.40 681.00 681.00 +5.00 1 3,122 -1
Aug12 110720 662.70 666.80 661.00 663.00 +8.00 23 1,629 +2
Total Volume and Open Interest 3,936 47,129 +345
Cotton(ICE)
Oct11 110720 101.20 102.40 98.67 101.29 -0.66 182 533 +34
Dec11 110720 101.75 102.13 97.82 100.75 -0.09 17,254 96,446 -324
Mar12 110720 99.74 100.12 96.00 98.42 -0.41 5,656 22,595 +1,464
May12 110720 98.00 99.14 95.70 97.16 -0.85 1,307 5,413 +250
Jul12 110720 97.98 98.48 96.50 96.96 -1.02 558 6,839 +56
Oct12 110720 96.46 96.46 96.46 96.46 -1.42 0 3 +0
Total Volume and Open Interest 25,088 135,489 +1,481
Lumber(CME)
Sep11 110720 268.0 270.2 258.9 260.9 -4.8 146 5,865 +9
Nov11 110720 278.5 281.6 272.2 274.0 -1.5 63 2,165 +3
Jan12 110720 298.4 300.0 292.6 297.0 -0.8 21 723 +11
Mar12 110720 307.4 307.4 304.0 304.0 -0.9 2 82 +0
Total Volume and Open Interest 232 8,836 +23
Crude Oil(NYM)
Aug11 110720 98.11 99.02 96.64 98.14 +0.64 203,973 60,631 -26,261
Sep11 110720 98.48 99.37 96.93 98.40 +0.54 182,989 362,427 +18,455
Oct11 110720 98.90 99.76 97.33 98.78 +0.54 50,829 84,937 +3,069
Nov11 110720 99.35 100.19 97.78 99.22 +0.54 22,360 68,151 -386
Dec11 110720 99.79 100.65 98.24 99.66 +0.52 41,023 205,023 -320
Jan12 110720 100.33 100.84 98.75 100.09 +0.51 5,411 51,202 +265
Feb12 110720 101.05 101.37 99.12 100.51 +0.50 4,276 25,785 +520
Mar12 110720 101.53 101.86 99.73 100.89 +0.49 3,908 34,069 +567
Apr12 110720 101.39 101.99 99.98 101.26 +0.48 3,097 22,372 +465
May12 110720 102.12 102.12 100.57 101.62 +0.48 2,505 18,001 +135
Jun12 110720 102.25 102.73 100.67 101.96 +0.49 7,128 77,103 +585
Jul12 110720 102.73 102.83 101.80 102.26 +0.49 724 31,194 +41
Aug12 110720 102.48 102.48 102.48 102.48 +0.48 499 15,402 -9
Sep12 110720 102.70 102.70 102.70 102.70 +0.51 236 16,533 +46
Oct12 110720 102.92 102.92 102.92 102.92 +0.53 428 10,181 +205
Nov12 110720 103.17 103.17 103.17 103.17 +0.56 225 21,430 -58
Total Volume and Open Interest 544,671 1,514,811 -2,498
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 110720 99.000 99.725 97.425 98.775 +0.525 160 362 +50
Nov11 110720 99.500 99.775 98.800 99.225 +0.550 9 182 +6
Dec11 110720 100.500 100.500 98.475 99.650 +0.500 13 287 +8
Jan12 110720 100.100 100.100 100.100 100.100 +0.525 0 6 +0
Feb12 110720 100.500 100.500 100.500 100.500 +0.500 0 3 +0
Mar12 110720 100.900 100.900 100.900 100.900 +0.500 0 11 +0
Apr12 110720 101.250 101.250 101.250 101.250 +0.475 1 1 +1
Total Volume and Open Interest 7,830 7,288 -212
Heating Oil(NYM)
Aug11 110720 310.38 313.31 308.71 311.84 +2.04 40,184 55,321 -4,010
Sep11 110720 311.95 314.68 310.09 313.20 +2.13 20,454 71,807 +2,384
Oct11 110720 313.52 315.81 311.58 314.61 +2.18 8,688 35,171 -58
Nov11 110720 316.90 316.90 313.28 316.28 +2.20 4,080 25,787 +441
Dec11 110720 317.25 318.96 314.91 317.91 +2.21 7,125 35,445 +169
Jan12 110720 319.49 320.76 317.50 319.43 +2.23 2,452 24,849 +24
Feb12 110720 319.16 320.28 317.44 319.56 +2.26 839 10,551 -99
Mar12 110720 318.79 319.66 318.35 318.54 +2.23 251 7,548 -45
Apr12 110720 313.69 316.48 313.65 316.40 +2.25 331 3,875 -63
May12 110720 313.54 314.41 313.54 314.41 +2.29 201 2,977 +25
Jun12 110720 313.20 313.61 310.52 313.51 +2.29 471 21,856 +32
Jul12 110720 313.99 313.99 313.99 313.99 +2.29 60 1,976 -37
Total Volume and Open Interest 85,637 308,715 -1,278
Gasoline(NYMEX)
Aug11 110720 312.00 314.89 310.15 314.70 +3.21 47,294 48,345 -9,016
Sep11 110720 306.92 309.61 305.32 309.46 +2.97 31,327 68,882 +4,609
Oct11 110720 293.60 295.96 291.97 295.62 +2.97 11,816 30,141 -49
Nov11 110720 290.50 292.23 288.45 291.94 +3.08 4,729 15,773 +293
Dec11 110720 288.54 290.76 286.93 290.16 +2.99 5,341 28,845 +162
Jan12 110720 289.82 290.46 287.25 290.32 +2.95 1,129 9,355 +33
Feb12 110720 290.24 291.70 290.24 291.58 +2.94 459 5,397 +31
Mar12 110720 293.15 293.29 293.15 293.29 +2.92 291 7,397 +65
Apr12 110720 304.29 304.29 304.29 304.29 +3.02 93 4,764 +22
May12 110720 304.29 304.29 304.29 304.29 +2.97 242 1,842 -123
Total Volume and Open Interest 103,274 239,552 -3,745
e-miNY RBOB Gasoline(NYM)
Aug11 110720 314.70 314.70 314.70 314.70 +5.00 0 3 +0
Sep11 110720 309.50 309.50 309.46 309.50 +3.00      
Oct11 110720 295.60 295.62 295.60 295.60 +2.90 0 1 +0
Nov11 110720 291.90 291.94 291.90 291.90 +3.00      
Total Volume and Open Interest 0 6 +0
Natural Gas(NYM)
Aug11 110720 4.535 4.597 4.433 4.500 -0.033 126,341 88,533 -5,796
Sep11 110720 4.511 4.573 4.406 4.469 -0.042 64,514 228,072 +8,071
Oct11 110720 4.534 4.584 4.427 4.483 -0.043 42,503 141,244 +1,205
Nov11 110720 4.646 4.679 4.533 4.585 -0.045 22,520 97,319 +1,553
Dec11 110720 4.821 4.851 4.710 4.759 -0.047 12,867 47,154 -29
Jan12 110720 4.920 4.949 4.811 4.856 -0.047 16,890 109,337 +2,577
Feb12 110720 4.933 4.933 4.817 4.854 -0.047 3,120 24,817 +1,062
Mar12 110720 4.896 4.896 4.763 4.808 -0.047 5,704 47,306 -141
Apr12 110720 4.801 4.801 4.681 4.720 -0.046 6,844 48,675 +412
May12 110720 4.817 4.817 4.700 4.736 -0.046 691 10,043 -80
Jun12 110720 4.825 4.828 4.724 4.762 -0.046 1,134 11,117 +229
Jul12 110720 4.874 4.874 4.763 4.800 -0.046 611 9,257 -93
Aug12 110720 4.850 4.850 4.792 4.828 -0.046 467 8,737 +71
Sep12 110720 4.840 4.858 4.803 4.836 -0.046 67 6,936 +48
Oct12 110720 4.951 4.952 4.838 4.878 -0.045 888 33,295 +72
Nov12 110720 5.010 5.029 5.010 5.011 -0.042 100 5,086 +10
Total Volume and Open Interest 305,603 994,629 +9,295
Brent Crude Oil(ICE)
Sep11 110720 117.45 118.86 117.06 118.15 +1.09 152,046 198,069 -10,183
Oct11 110720 117.40 118.68 116.98 118.07 +1.15 64,168 133,747 +12,807
Nov11 110720 117.48 118.73 117.07 118.17 +1.15 31,962 44,071 +831
Dec11 110720 117.54 118.75 117.12 118.22 +1.13 45,334 97,415 +609
Jan12 110720 117.64 118.61 117.28 118.21 +1.11 6,973 23,449 -268
Feb12 110720 117.58 118.43 117.27 118.14 +1.10 2,901 17,591 +67
Mar12 110720 117.55 118.34 117.29 118.04 +1.08 2,694 34,070 +334
Apr12 110720 117.48 118.31 117.25 117.95 +1.07 1,274 13,866 -74
May12 110720 117.75 118.24 117.15 117.85 +1.06 1,046 8,074 +30
Jun12 110720 117.30 118.13 116.72 117.73 +1.05 4,544 40,133 -3
Jul12 110720 117.63 117.63 117.63 117.63 +1.04 276 8,585 +17
Aug12 110720 117.47 117.47 117.47 117.47 +1.03 381 6,213 +198
Sep12 110720 117.28 117.28 117.28 117.28 +1.03 388 7,670 -102
Oct12 110720 117.08 117.08 117.08 117.08 +1.02 93 3,624 +21
Total Volume and Open Interest 329,499 784,146 +3,106
Gas Oil(ICE)
Aug11 110720 975.25 983.00 969.00 977.75 +1.75 45,328 123,693 +52
Sep11 110720 978.50 986.25 972.00 981.00 +2.00 38,807 130,080 +560
Oct11 110720 982.75 988.25 975.00 983.75 +2.00 10,768 54,194 +403
Nov11 110720 984.25 989.50 976.75 985.50 +2.25 4,182 31,549 -222
Dec11 110720 986.00 992.00 978.25 987.25 +2.25 15,026 56,574 -602
Jan12 110720 989.25 994.00 983.00 989.25 +2.25 1,762 34,550 -122
Feb12 110720 989.75 992.75 983.25 989.75 +2.25 788 11,430 -114
Mar12 110720 990.00 993.75 986.50 990.00 +2.25 391 12,514 -50
Apr12 110720 989.50 991.75 987.00 989.50 +2.25 790 8,594 +112
May12 110720 988.75 990.75 988.75 989.00 +2.50 933 7,400 -641
Total Volume and Open Interest 122,177 573,051 -448
Ethanol(CBOT)
Jul11 110706 2.758 2.795 2.758 2.761 +0.027 42 209 -19
Aug11 110720 2.905 2.914 2.886 2.892 -0.019 133 884 -79
Sep11 110720 2.771 2.772 2.743 2.746 -0.025 172 1,765 +29
Oct11 110720 2.652 2.652 2.626 2.632 -0.020 129 1,184 +0
Nov11 110720 2.582 2.582 2.557 2.560 -0.022 60 1,022 +27
Dec11 110720 2.554 2.554 2.528 2.533 -0.021 40 1,220 +25
Jan12 110720 2.521 2.521 2.503 2.505 -0.019 12 546 +8
Feb12 110720 2.500 2.507 2.500 2.505 -0.019 25 308 +20
Total Volume and Open Interest 1,143 8,649 +121
WTI Crude Oil(ICE
Sep11 110720 98.46 99.38 96.93 98.40 +0.54 60,040 80,520 -900
Oct11 110720 98.87 99.75 97.33 98.78 +0.54 13,559 38,409 -645
Nov11 110720 99.44 100.15 97.77 99.22 +0.54 8,167 25,064 -166
Dec11 110720 100.00 100.63 98.24 99.66 +0.52 14,190 89,271 -1,114
Jan12 110720 100.45 101.06 98.68 100.09 +0.51 2,139 16,671 -33
Feb12 110720 101.25 101.35 99.58 100.51 +0.50 1,183 5,564 -15
Mar12 110720 101.40 101.41 100.02 100.89 +0.49 1,591 13,834 +147
Apr12 110720 101.26 101.26 101.26 101.26 +0.48 502 4,669 +121
May12 110720 101.63 101.63 101.62 101.62 +0.48 795 3,696 +323
Jun12 110720 102.66 102.66 100.69 101.96 +0.49 1,757 27,526 +53
Jul12 110720 102.26 102.26 102.26 102.26 +0.49 53 4,317 -1
Aug12 110720 102.48 102.48 102.48 102.48 +0.48 22 1,220 +1
Sep12 110720 102.70 102.70 102.70 102.70 +0.51 0 5,029 +0
Oct12 110720 102.92 102.92 102.92 102.92 +0.53 250 1,038 +0
Nov12 110720 103.17 103.17 103.17 103.17 +0.56 0 2,538 +0
Dec12 110720 103.85 104.29 102.21 103.44 +0.57 2,584 49,497 -515
Total Volume and Open Interest 142,837 464,129 -7,972
US Dollar Index(ICE)
Sep11 110720 75.395 75.520 75.015 75.095 -0.417 30,610 45,803 +283
Dec11 110720 75.920 76.005 75.560 75.560 -0.403 92 666 +5
Mar12 110720 76.055 76.055 76.055 76.055 -0.408 0 1 +0
Total Volume and Open Interest 30,702 46,470 +288
Australian Dollar(CME)
Sep11 110720 106.42 106.78 106.29 106.60 +0.18 94,787 123,403 +104
Dec11 110720 105.34 105.60 105.28 105.44 +0.16 194 450 +56
Mar12 110720 104.34 104.34 104.21 104.34 +0.13 0 2 +0
Total Volume and Open Interest 94,981 123,858 +160
British Pound(CME)
Sep11 110720 161.11 161.56 160.57 161.50 +0.43 109,428 101,292 +2,450
Dec11 110720 160.99 161.34 160.92 161.34 +0.42 13 246 -4
Mar12 110720 161.18 161.18 160.78 161.18 +0.40 0 2 +0
Total Volume and Open Interest 109,441 101,546 +2,446
Canadian Dollar(CME)
Sep11 110720 105.09 105.58 104.96 105.40 +0.33 63,079 111,426 +639
Dec11 110720 104.90 105.30 104.84 105.15 +0.31 153 3,861 -11
Mar12 110720 105.00 105.00 104.63 104.92 +0.29 27 611 -16
Jun12 110720 104.67 104.67 104.40 104.67 +0.27 2 276 -1
Total Volume and Open Interest 63,263 116,315 +613
Japanese Yen(CME)
Sep11 110720 126.38 127.11 126.13 127.00 +0.67 56,237 128,884 +2,979
Dec11 110720 126.38 127.13 126.31 127.11 +0.65 3 638 +0
Mar12 110720 127.29 127.29 126.65 127.29 +0.64 0 46 +0
Total Volume and Open Interest 56,240 129,585 +2,979
Swiss Franc(CME)
Sep11 110720 121.39 122.32 121.19 122.14 +0.72 39,070 50,185 +678
Dec11 110720 121.45 122.27 121.45 122.27 +0.71 41 192 +12
Mar12 110720 122.42 122.42 121.74 122.42 +0.68 3 5 +3
Total Volume and Open Interest 39,114 50,385 +693
EuroFX(CME)
Sep11 110720 141.28 142.16 141.08 142.01 +0.93 277,153 183,665 +565
Dec11 110720 141.08 141.71 140.75 141.65 +0.90 94 1,028 +34
Mar12 110720 140.27 141.33 140.27 141.33 +0.88 1 364 +1
Total Volume and Open Interest 277,248 185,894 +600
Mexican Peso(CME)
Aug11 110720 857.0 857.0 856.8 857.0 +0.2      
Sep11 110720 853.0 855.0 851.2 852.8 +0.2 25,304 136,411 -60
Total Volume and Open Interest 25,304 136,651 -60
30-Year T-Bonds(CBOT)
Sep11 110720 126~280 126~280 125~260 125~280 -0~240 278,387 644,620 +1,629
Dec11 110720 125~040 125~040 124~130 124~130 -0~240 96 1,491 +31
Mar12 110720 122~310 123~230 122~310 122~310 -0~240      
Total Volume and Open Interest 278,483 646,111 +1,660
10-Year T-Notes(CBOT)
Sep11 110720 124~310 124~310 124~160 124~190 -0~105 1,024,055 1,867,299 -4,708
Dec11 110720 123~125 123~160 123~040 123~055 -0~105 85 16,523 +6
Mar12 110720 122~055 122~160 122~055 122~055 -0~105      
Total Volume and Open Interest 1,024,140 1,883,822 -4,702
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 110720 119~052 119~063 119~052 119~052 -0~011 0 4 +0
Mar12 110720 118~076 118~087 118~076 118~076 -0~011      
Total Volume and Open Interest 482,433 1,558,603 +20,208
2 Year T-Notes(CBOT)
Sep11 110720 109~114 109~116 109~108 109~113 -0~001 157,288 1,021,053 -5,410
Dec11 110720 109~087 109~087 109~085 109~086 +0~001 10 41 +10
Mar12 110720 109~024 109~024 109~023 109~024 +0~001      
Total Volume and Open Interest 157,298 1,021,094 -5,400
Eurodollars(CME)
Sep11 110720 99.600 99.630 99.595 99.620 +0.030 264,228 1,190,651 -33,178
Dec11 110720 99.475 99.525 99.470 99.515 +0.050 288,780 1,185,281 -9,572
Mar12 110720 99.415 99.465 99.415 99.460 +0.045 255,441 1,496,323 -2,267
Jun12 110720 99.370 99.400 99.365 99.395 +0.025 193,853 1,350,964 -15,080
Sep12 110720 99.290 99.310 99.275 99.295 +0.005 182,024 1,046,968 -22,050
Dec12 110720 99.155 99.170 99.125 99.145 -0.015 157,087 714,621 -5,901
Mar13 110720 99.010 99.010 98.965 98.985 -0.030 136,264 669,440 +263
Jun13 110720 98.810 98.810 98.765 98.780 -0.040 151,576 399,065 +14,395
Sep13 110720 98.580 98.580 98.530 98.545 -0.045 98,489 435,192 -4,747
Dec13 110720 98.320 98.325 98.265 98.285 -0.045 82,851 323,539 -750
Mar14 110720 98.050 98.060 98.005 98.030 -0.045 57,943 257,625 +2,608
Jun14 110720 97.785 97.800 97.740 97.770 -0.045 44,237 195,791 +2,321
Sep14 110720 97.535 97.545 97.485 97.520 -0.040 18,553 103,456 +277
Dec14 110720 97.290 97.290 97.225 97.260 -0.040 13,220 114,373 +311
Mar15 110720 97.045 97.060 97.000 97.035 -0.035 17,579 99,952 +5,120
Jun15 110720 5.070 5.080 5.020 5.055 -0.035 9,557 72,750 -33
Sep15 110720 4.850 4.860 4.800 4.835 -0.035 7,097 56,795 -181
Dec15 110720 4.640 4.660 4.600 4.625 -0.035 6,529 51,013 +143
Total Volume and Open Interest      
30 Day Federal Funds(CBOT)
Jul11 110720 99.933 99.933 99.930 99.930 unch 1,447 67,474 -359
Aug11 110720 99.910 99.915 99.905 99.910 unch 5,519 58,987 +2,276
Sep11 110720 99.890 99.890 99.885 99.890 +0.005 6,600 56,174 +1,492
Oct11 110720 99.875 99.880 99.870 99.875 +0.005 4,156 49,680 -176
Nov11 110720 99.860 99.870 99.860 99.865 +0.005 6,516 47,605 -334
Dec11 110720 99.850 99.860 99.845 99.855 +0.005 1,926 55,535 -266
Total Volume and Open Interest 53,134 806,874 +4,235
30 Day Fed Funds(e-CBOT)
3-Mth Euro-Yen(CME)
Sep11 110720 99.662 99.662 99.662 99.662 unch 0 51 +0
Dec11 110720 99.660 99.660 99.660 99.660 unch 0 75 +0
Mar12 110720 99.655 99.655 99.655 99.655 unch      
Jun12 110720 99.650 99.650 99.650 99.650 unch      
Sep12 110720 99.585 99.585 99.585 99.585 unch      
Dec12 110720 99.635 99.635 99.635 99.635 unch      
Mar13 110720 99.635 99.635 99.635 99.635 unch      
Jun13 110720 99.590 99.590 99.590 99.590 unch      
Sep13 110720 99.450 99.450 99.450 99.450 unch      
Dec13 110720 99.310 99.310 99.310 99.310 unch      
Total Volume and Open Interest 0 126 +0
3-Mth Euro-Yen(SGX)
Sep11 110720 99.66 99.66 99.66 99.66 unch 0 1,332 +0
Dec11 110720 99.66 99.66 99.66 99.66 unch 0 1,392 +0
Mar12 110720 99.65 99.65 99.65 99.65 unch 0 1,823 +0
Jun12 110720 99.65 99.65 99.65 99.65 unch 0 1,374 +0
Sep12 110720 99.58 99.58 99.58 99.58 unch 0 411 +0
Dec12 110720 99.64 99.64 99.64 99.64 unch 0 24 +0
Mar13 110720 99.64 99.64 99.64 99.64 unch 0 1 +0
Jun13 110720 99.59 99.59 99.59 99.59 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 1,287 22,534 +0
Dec11 110720 141.20 141.20 141.20 141.20 +0.03 1 2 +0
Mar12 110720 139.11 139.11 139.11 139.11 +0.03      
Total Volume and Open Interest 2,100 24,046 +127
Euro-Bund(EUREX)
Sep11 110720 129.05 129.07 128.08 128.14 -0.91 694,296 959,628 -50,147
Dec11 110720 127.35 127.37 126.83 126.83 -0.92 78 363 +43
Mar12 110720 126.82 126.82 126.82 126.82 -0.91      
Total Volume and Open Interest 694,374 959,991 -50,104
Euro-Bobl(EUREX)
Sep11 110720 118.84 118.87 118.32 118.36 -0.45 391,198 761,131 -5,970
Dec11 110720 117.39 117.39 117.39 117.39 -0.45 174 696 +0
Mar12 110720 117.39 117.39 117.39 117.39 -0.45      
Total Volume and Open Interest 391,372 761,827 -5,970
3-Mth Euribor(EUREX)
Sep11 110720 98.350 98.350 98.320 98.320 -0.030 102 1,986 +100
Dec11 110720 98.305 98.305 98.280 98.280 -0.035 151 1,402 +42
Mar12 110720 98.290 98.290 98.260 98.260 -0.045 0 1,768 +0
Total Volume and Open Interest 253 8,204 +142
Long Gilt(LIFFE)
Sep11 110629 121~06 121~06 120~12 120~22 -0~23 84,026 359,346 -16
Dec11 110720 121~26 121~26 121~26 121~26 -0~08      
Total Volume and Open Interest 78,319 356,494 -4,142
3-Mth Short Sterling(LIFFE)
Sep11 110720 99.12 99.13 99.11 99.12 unch 20,895 421,733 -6,215
Dec11 110720 99.07 99.09 99.06 99.07 -0.01 22,234 530,751 +553
Mar12 110720 99.02 99.05 99.01 99.02 -0.01 36,842 484,499 -5,102
Jun12 110720 98.95 98.99 98.93 98.94 -0.02 31,050 340,756 +1,549
Sep12 110720 98.85 98.90 98.82 98.83 -0.03 37,308 335,669 +2,314
Dec12 110720 98.70 98.75 98.67 98.68 -0.02 25,806 293,974 +1,339
Total Volume and Open Interest 216,487 2,807,972 +302
3-Mth Euribor(LIFFE)
Sep11 110720 98.355 98.360 98.315 98.325 -0.025 79,047 722,724 -46,855
Dec11 110720 98.320 98.330 98.275 98.280 -0.035 79,222 576,338 -4,159
Mar12 110720 98.320 98.320 98.250 98.260 -0.045 74,845 473,113 -4,846
Total Volume and Open Interest 538,713 3,537,219 -114,238
3-Mth Aus T-Bills(SFE)
Sep11 110720 95.24 95.24 95.19 95.20 -0.05 46,281 276,845 +9,820
Dec11 110720 95.37 95.38 95.29 95.32 -0.07 42,965 258,250 -13,254
Mar12 110720 95.46 95.48 95.38 95.39 -0.09 22,077 146,956 +229
Jun12 110720 95.48 95.50 95.40 95.41 -0.09 11,598 88,411 +823
Sep12 110720 95.46 95.46 95.38 95.38 -0.09 6,359 54,066 +163
Dec12 110720 95.37 95.37 95.30 95.32 -0.07 3,183 32,469 +1,234
Mar13 110720 95.28 95.30 95.23 95.26 -0.06 2,257 32,041 +1,167
Jun13 110720 95.22 95.22 95.15 95.17 -0.06 686 11,017 +281
Sep13 110720 95.08 95.09 95.08 95.09 -0.07 47 1,993 -35
Dec13 110720 95.01 95.01 94.99 94.99 -0.09 0 1,417 +0
Total Volume and Open Interest 135,453 903,631 -4,984
10-Year Aus T-Bonds(SFE)
Sep11 110720 95.08 95.12 95.02 95.04 -0.07 48,888 404,831 -18,743
Dec11 110720 95.04 95.04 95.04 95.04 -0.07      
Total Volume and Open Interest 48,888 404,831 -18,743
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 110720 95.60 95.60 95.60 95.60 -0.08      
Total Volume and Open Interest 219,793 724,024 -41,891
Gold(CMX)
Aug11 110720 1587.7 1602.0 1581.1 1596.9 -4.2 139,693 273,864 -1,723
Oct11 110720 1590.1 1602.8 1582.5 1598.0 -4.1 2,148 15,357 +460
Dec11 110720 1591.0 1604.6 1583.6 1599.0 -4.1 16,719 147,168 +11,369
Feb12 110720 1593.4 1604.9 1586.0 1600.4 -4.2 372 11,419 +252
Apr12 110720 1594.0 1602.2 1588.3 1601.9 -4.2 104 6,128 +28
Jun12 110720 1595.9 1607.6 1591.5 1603.6 -4.2 132 14,438 -50
Aug12 110720 1598.0 1605.5 1598.0 1605.5 -4.2 15 5,016 +2
Oct12 110720 1596.0 1607.7 1596.0 1607.7 -4.1 2 4,110 +0
Dec12 110720 1603.6 1614.9 1597.7 1610.2 -4.1 130 11,699 +19
Feb13 110720 1612.9 1612.9 1612.9 1612.9 -4.1 0 1,560 +0
Apr13 110720 1616.1 1616.1 1616.1 1616.1 -4.2 0 201 +0
Jun13 110720 1619.8 1619.8 1619.8 1619.8 -4.2 0 11,030 +0
Total Volume and Open Interest 159,866 542,950 +10,523
Silver(CMX)
Jul11 110720 3843.5 4006.0 3843.5 3954.6 -66.5 545 380 -4
Sep11 110720 3903.0 4015.0 3821.5 3955.8 -66.3 71,052 59,737 -493
Dec11 110720 3898.0 4015.5 3826.0 3958.1 -66.4 8,328 26,607 +484
Mar12 110720 3901.5 3990.0 3854.5 3957.8 -66.7 227 5,262 +11
May12 110720 3956.0 3956.5 3956.0 3956.5 -66.9 6 1,545 -1
Jul12 110720 3930.5 3998.5 3830.0 3955.2 -67.3 40 1,761 +5
Sep12 110720 3849.0 4007.0 3849.0 3953.2 -67.7 13 211 +6
Total Volume and Open Interest 81,028 115,318 +52
Platinum(NYMEX)
Jul11 110720 1772.4 1775.0 1772.4 1775.0 -0.3 6 24 +0
Oct11 110720 1773.0 1780.9 1762.9 1776.1 -0.2 3,293 30,398 +491
Jan12 110720 1771.4 1782.2 1771.4 1779.4 -0.1 50 1,108 +5
Apr12 110720 1777.0 1782.3 1777.0 1782.3 -0.1 29 108 +29
Total Volume and Open Interest 3,378 31,654 +525
Palladium(NYMEX)
Sep11 110720 793.25 797.20 786.30 793.65 -4.65 2,812 20,823 +538
Dec11 110720 792.10 796.50 791.65 794.75 -4.65 52 800 +36
Mar12 110720 134.74 140.59 134.74 140.59 -4.65 6 52 +2
Total Volume and Open Interest 2,872 21,677 +578
Copper(CMX)
Jul11 110720 445.00 445.00 442.45 442.85 -3.20 436 2,040 -302
Sep11 110720 447.00 448.00 442.70 443.60 -3.20 33,650 89,321 -350
Dec11 110720 449.35 449.50 444.70 445.50 -3.15 6,073 36,267 +1,270
Mar12 110720 448.60 448.60 445.95 446.60 -3.10 723 12,270 +518
May12 110720 447.75 447.75 446.75 446.75 -3.00 1 2,001 +0
Total Volume and Open Interest 41,390 149,400 +1,264
DJIA Index(CBOT)
Sep11 110720 12537 12578 12500 12507 unch 273 15,639 -20
Dec11 110720 12436 12436 12436 12436 unch 0 86 +0
Mar12 110720 12367 12367 12367 12367 unch      
Jun12 110720 12297 12297 12297 12297 unch      
Total Volume and Open Interest 273 15,725 -20
Mini DJIA Index(CBOT)
Sep11 110720 12507 12578 12495 12507 unch 128,610 119,098 -5,871
Dec11 110720 12469 12503 12436 12436 unch 65 407 +6
Mar12 110720 12367 12367 12367 12367 unch 0 11 +0
Jun12 110720 12297 12297 12297 12297 unch      
Total Volume and Open Interest 128,675 119,516 -5,865
S & P 500(CME)
Sep11 110720 1315.00 1329.70 1315.00 1321.30 +0.10 13,634 262,448 -1,192
Dec11 110720 1315.80 1320.70 1313.70 1315.80 +0.10 550 11,040 +265
Mar12 110720 1310.30 1315.20 1308.20 1310.30 +0.10 0 11 +0
Jun12 110720 1305.30 1310.20 1303.20 1305.30 +0.10 0 5 +0
Total Volume and Open Interest 14,184 273,504 -927
S & P 500 E-Mini(Globex)
Sep11 110720 1321.25 1329.75 1319.25 1321.25 unch 2,168,734 2,565,507 +17,522
Dec11 110720 1318.50 1324.00 1313.75 1315.75 unch 1,404 13,046 +312
Total Volume and Open Interest 2,170,141 2,578,765 +17,835
NASDAQ 100(CME)
Sep11 110720 2403.30 2413.00 2381.00 2381.80 -7.20 2,453 17,818 +230
Dec11 110720 2376.30 2390.00 2376.30 2376.30 -7.20 0 1 +0
Mar12 110720 2371.30 2374.50 2371.30 2371.30 -7.20      
Total Volume and Open Interest 2,453 17,819 +230
NASDAQ 100 E-Mini(Globex)
Sep11 110720 2389.80 2413.50 2381.00 2381.80 -7.20 249,078 345,789 -18,637
Dec11 110720 2395.00 2402.80 2376.30 2376.30 -7.20 360 404 +238
Total Volume and Open Interest 249,438 346,200 -18,399
S & P Midcap 400(CME)
Sep11 110720 977.00 980.00 973.00 978.50 +0.90 0 2,547 +0
Dec11 110720 977.00 977.00 976.10 977.00 +0.90      
Mar12 110720 975.30 975.30 974.40 975.30 +0.90      
Total Volume and Open Interest 0 2,547 +0
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Sep11 110630 9865 9940 9805 9900 +220 11,736 31,666 +3,008
Dec11 110720 10045 10045 9980 10045 +65 2 1 +0
Total Volume and Open Interest 7,679 35,504 -669
Nikkei 225(SGX)
Sep11 110720 9900 10045 9900 10015 +125 71,197 191,704 -1,685
Dec11 110720 9965 10000 9935 10000 +170 4 8,422 -4
Mar12 110720 9950 9950 9950 9950 +125 0 10 +0
Total Volume and Open Interest 71,383 210,244 -1,651
CAC 40(EURONEXT)
Aug11 110720 3716.0 3764.0 3712.0 3755.0 +55.0 151,407 306,450 +19,362
Sep11 110720 3713.0 3760.5 3712.5 3753.0 +55.0 559 36,232 +277
Oct11 110720 3754.0 3754.0 3754.0 3754.0 +55.5      
Total Volume and Open Interest 151,966 342,714 +19,639
Hang Seng Index(HKFE)
Jul11 110720 22137 22159 21862 21985 +146 76,049 87,593 +291
Aug11 110720 22097 22115 21825 21939 +140 891 3,164 +261
Sep11 110720 21985 22022 21741 21847 +142 678 3,611 +273
Total Volume and Open Interest 77,763 98,310 +788
DAX(EUREX)
Sep11 110720 7255.0 7282.0 7182.5 7236.5 +28.5 154,474 158,669 +5,017
Dec11 110720 7290.5 7307.5 7212.0 7264.5 +29.0 177 8,411 +5
Mar12 110720 7322.5 7339.0 7260.5 7296.0 +29.0 29 316 +5
Total Volume and Open Interest 154,680 167,396 +5,027
FT-SE 100(EURONEXT)
Sep11 110720 5771.00 5819.50 5767.00 5807.00 +57.00 102,702 673,764 -905
Dec11 110720 5756.00 5783.50 5756.00 5782.00 +56.00 31 821 +14
Mar12 110720 5718.50 5746.00 5718.50 5746.00 +56.50 25 153 +3
Total Volume and Open Interest 102,758 674,778 -888
SPI 200(SFE)
Sep11 110720 4445.0 4529.0 4442.0 4525.0 +84.0 35,190 196,912 +1,691
Dec11 110720 4474.0 4540.0 4474.0 4539.0 +84.0 22 4,615 +0
Mar12 110720 4525.0 4525.0 4525.0 4525.0 +84.0 20 1,732 +20
Total Volume and Open Interest 35,987 208,071 +2,163
GSCI(CME)
Aug11 110720 44.64 45.14 35.64 41.14 +3.50 418 9,220 +316
Sep11 110720 45.14 45.64 36.64 41.94 +3.80 2 0 +0
Oct11 110720 42.94 46.14 36.64 42.94 +3.80      
Total Volume and Open Interest 420 9,220 -1,625
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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