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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 Thu July 21, 2011
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Aug11 110721 1377.75 1386.25 1369.75 1380.25 +2.00 24,180 55,723 -2,433
Sep11 110721 1376.75 1386.50 1370.75 1381.25 +2.25 15,729 38,921 +588
Nov11 110721 1384.00 1392.75 1376.25 1388.00 +4.00 104,926 299,965 +753
Jan12 110721 1391.75 1401.00 1385.50 1397.25 +4.00 7,974 51,874 +675
Mar12 110721 1396.75 1402.00 1388.50 1399.75 +4.75 4,350 25,534 +1,219
May12 110721 1388.25 1399.50 1384.25 1395.50 +4.75 4,125 31,287 +254
Jul12 110721 1392.00 1400.50 1386.00 1397.00 +5.00 2,142 15,930 +488
Total Volume and Open Interest 164,205 543,107 +1,603
Soybean Meal(CBOT)
Aug11 110721 361.50 362.70 357.10 362.70 +0.80 16,362 25,819 -1,619
Sep11 110721 362.90 365.50 359.30 364.90 +1.00 10,824 32,129 +1,411
Oct11 110721 360.90 367.70 360.00 366.00 +1.60 1,882 14,953 +257
Dec11 110721 366.50 369.00 362.90 368.90 +1.40 30,402 76,705 -733
Jan12 110721 367.10 370.40 364.40 370.40 +1.50 928 6,981 +248
Mar12 110721 369.30 371.80 366.00 371.80 +1.70 1,401 5,917 -100
May12 110721 366.80 370.30 364.30 370.30 +2.00 980 7,313 +112
Jul12 110721 366.20 369.90 364.90 369.90 +1.90 352 1,940 +70
Total Volume and Open Interest 63,182 175,578 -305
Soybean Oil(CBOT)
Aug11 110721 56.79 57.19 56.29 56.48 -0.29 18,608 33,385 -11
Sep11 110721 56.98 57.41 56.49 56.68 -0.31 10,230 41,947 +798
Oct11 110721 57.02 57.58 56.75 56.90 -0.31 1,382 18,526 +324
Dec11 110721 57.60 58.13 57.20 57.38 -0.32 44,117 153,246 -157
Jan12 110721 57.87 58.31 57.49 57.64 -0.33 1,886 22,788 +388
Mar12 110721 58.39 58.57 57.73 57.90 -0.33 939 13,212 +34
May12 110721 58.67 58.70 57.90 58.01 -0.32 688 7,520 +136
Jul12 110721 58.76 58.78 57.95 58.12 -0.31 493 3,088 +57
Total Volume and Open Interest 78,382 296,690 +1,586
Canola(WCE)
Jul11 110714 591.8 591.8 591.8 591.8 +4.0      
Nov11 110721 566.0 569.6 559.0 560.3 -7.0 12,531 122,063 +585
Jan12 110721 575.7 576.0 567.5 568.4 -6.1 3,590 15,403 +881
Mar12 110721 578.6 580.8 575.6 575.6 -5.3 740 6,300 +233
May12 110721 582.2 585.5 581.1 581.1 -5.6 277 3,942 +75
Total Volume and Open Interest 17,235 151,908 +1,850
Corn(CBOT)
Sep11 110721 687.50 690.50 670.75 679.25 -8.75 77,845 365,177 -3,424
Dec11 110721 676.50 680.75 663.25 673.00 -4.75 173,517 506,941 +3,511
Mar12 110721 689.00 693.00 676.00 685.75 -4.00 20,049 122,033 +2,512
May12 110721 696.00 698.75 682.75 692.50 -4.00 5,897 26,793 +853
Jul12 110721 701.50 704.00 689.25 698.50 -3.50 13,557 70,657 +1,778
Sep12 110721 648.25 652.50 647.25 652.00 +1.25 1,719 7,989 +365
Total Volume and Open Interest 301,250 1,196,995 +5,939
Wheat(CBOT)
Sep11 110721 697.00 703.00 671.75 677.25 -19.75 50,855 160,347 -3,529
Dec11 110721 736.00 741.25 711.75 716.75 -18.50 22,205 143,400 +888
Mar12 110721 760.75 774.50 746.25 751.75 -17.00 3,765 46,402 +194
May12 110721 788.00 793.25 765.50 769.25 -18.25 1,043 9,511 +61
Jul12 110721 800.00 806.00 776.00 782.25 -17.50 1,726 42,780 +165
Total Volume and Open Interest 80,554 426,110 -1,957
Wheat(KCBT)
Sep11 110721 790.00 795.00 764.00 774.25 -19.75 12,605 72,172 +1,159
Dec11 110721 814.25 818.25 787.50 798.25 -18.75 8,525 56,712 -596
Mar12 110721 824.00 830.00 800.25 810.75 -17.25 2,833 17,078 +314
May12 110721 834.50 834.50 809.25 815.75 -16.75 309 3,237 +27
Jul12 110721 825.50 837.00 808.00 818.75 -15.25 381 13,823 +11
Total Volume and Open Interest 24,706 166,152 +936
Wheat(MGE)
Jul11 110714 842.00 842.00 842.00 842.00 +20.75 268 369 -251
Sep11 110721 851.75 855.75 826.00 833.75 -19.00 2,234 20,216 -705
Dec11 110721 852.75 859.00 828.00 835.75 -18.50 1,113 19,816 -15
Mar12 110721 854.25 867.50 837.00 843.75 -19.50 578 6,589 +54
May12 110721 868.25 870.50 841.00 846.75 -19.50 114 2,863 -1
Total Volume and Open Interest 4,309 58,137 -678
Oats(CBOT)
Sep11 110721 354.75 354.75 349.75 351.50 -2.00 391 4,088 +32
Dec11 110721 364.75 366.00 361.00 363.00 -2.00 625 7,462 +142
Mar12 110721 374.00 375.00 372.50 373.00 -2.00 29 820 -2
May12 110721 379.75 381.50 379.50 379.50 -2.00 0 19 +0
Total Volume and Open Interest 1,045 12,418 +172
Rough Rice(CBOT)
Sep11 110721 16.74 17.02 16.69 16.85 +0.08 1,150 10,705 +64
Nov11 110721 17.09 17.33 17.01 17.16 +0.07 254 5,336 +5
Jan12 110721 17.50 17.58 17.39 17.45 +0.08 102 539 +0
Mar12 110721 17.72 17.86 17.69 17.75 +0.08 127 631 +8
Total Volume and Open Interest 1,633 17,223 +77
Live Cattle(CME)
Aug11 110721 109.650 110.885 109.200 110.000 +0.400 13,239 66,149 -2,643
Oct11 110721 115.000 116.385 114.450 115.400 +0.100 15,193 123,310 +1,673
Dec11 110721 119.000 120.150 118.535 118.750 -0.250 10,465 82,226 -572
Feb12 110721 122.350 123.385 121.850 122.000 -0.550 5,094 28,555 +139
Apr12 110721 123.700 124.900 123.430 123.600 -0.400 1,763 16,259 +120
Jun12 110721 120.285 121.700 120.150 120.750 -0.050 266 6,041 +89
Total Volume and Open Interest 46,107 323,410 -1,146
Feeder Cattle(CME)
Aug11 110721 135.285 136.450 134.550 135.200 +0.265 2,928 14,941 -209
Sep11 110721 135.850 137.350 135.550 135.800 +0.170 819 10,380 -82
Oct11 110721 136.850 138.325 136.500 137.000 +0.120 1,346 8,404 +109
Nov11 110721 137.500 139.000 137.400 137.575 -0.075 505 4,268 +6
Jan12 110721 136.950 138.130 136.900 136.900 +0.250 71 1,843 +1
Mar12 110721 136.000 137.700 136.000 136.985 +0.200 35 399 +17
Apr12 110721 137.450 137.800 137.050 137.500 +0.500 8 141 +1
Total Volume and Open Interest 5,716 40,476 -157
Lean Hogs(CME)
Aug11 110721 98.000 98.850 97.680 98.100 +0.250 12,229 30,060 -2,531
Oct11 110721 90.580 91.200 90.050 90.650 +0.250 11,277 86,564 +770
Dec11 110721 87.285 87.950 86.980 87.385 unch 7,680 63,806 +1,285
Feb12 110721 89.800 90.050 89.250 89.680 -0.250 3,517 30,078 +1,570
Apr12 110721 91.035 91.400 90.500 90.950 -0.500 835 17,978 +220
May12 110721 94.750 95.050 93.800 95.000 unch 7 741 +6
Jun12 110721 96.800 97.100 96.350 96.900 -0.400 348 9,594 +228
Jul12 110721 96.050 96.150 95.550 95.800 -0.300 94 2,801 +53
Total Volume and Open Interest 36,033 244,000 +1,631
Class III Milk(CME)
Jul11 110714 21.00 21.05 20.97 21.03 +0.52 339 6,118 +27
Aug11 110721 20.90 21.18 20.80 21.10 +0.24 667 6,413 +107
Sep11 110721 19.92 20.15 19.88 20.09 +0.11 424 5,812 +78
Oct11 110721 19.15 19.31 19.12 19.29 +0.11 259 4,703 +105
Nov11 110721 18.32 18.56 18.32 18.53 +0.16 98 3,878 +9
Total Volume and Open Interest 2,049 37,413 +1,062
Cocoa(ICE)
Sep11 110721 3167 3200 3143 3172 -11 7,966 66,663 -323
Dec11 110721 3185 3220 3167 3194 -13 3,221 41,838 +494
Mar12 110721 3215 3256 3215 3239 -10 982 34,005 -410
May12 110721 3230 3263 3230 3240 -11 54 11,159 +22
Jul12 110721 3221 3244 3221 3244 -11 31 4,380 -6
Sep12 110721 3225 3247 3225 3247 -10 18 7,037 +7
Dec12 110721 3226 3248 3226 3248 -10 0 3,872 +0
Total Volume and Open Interest 12,272 172,311 -216
Coffee "C"(ICE)
Sep11 110721 244.50 247.90 239.50 240.80 -2.60 12,261 53,255 -510
Dec11 110721 248.60 251.85 243.60 244.90 -2.50 3,199 36,235 +379
Mar12 110721 253.70 253.85 246.75 247.65 -2.45 860 9,665 -15
May12 110721 253.50 254.70 248.30 249.30 -2.35 270 4,503 +136
Jul12 110721 250.65 250.80 248.30 249.25 -2.30 137 1,857 +53
Sep12 110721 250.30 250.50 248.00 248.85 -2.30 71 1,624 +41
Total Volume and Open Interest 16,820 108,596 +103
Orange Juice(ICE)
Sep11 110721 201.00 201.15 196.60 197.40 -2.60 885 26,282 +119
Nov11 110721 187.15 187.95 184.55 185.35 -2.05 379 6,643 +180
Jan12 110721 179.20 179.50 177.75 177.95 -1.50 19 1,435 +92
Mar12 110721 176.00 176.00 175.65 176.00 -1.10 6 304 +3
May12 110721 174.00 174.35 173.65 174.35 -1.10 16 222 +15
Jul12 110721 174.00 174.75 174.00 174.75 -1.10 14 127 +14
Total Volume and Open Interest 1,319 35,024 +423
Sugar #11(ICE)
Oct11 110721 28.95 30.40 28.82 29.85 +0.93 42,040 304,590 -2,856
Mar12 110721 27.95 29.07 27.95 28.72 +0.68 17,274 148,183 -11
May12 110721 26.75 27.50 26.75 27.29 +0.49 7,650 47,058 +134
Jul12 110721 25.84 26.31 25.83 26.22 +0.35 5,295 65,816 +1,365
Oct12 110721 25.15 25.39 24.99 25.36 +0.23 1,781 27,659 +390
Total Volume and Open Interest 75,540 631,872 -885
London Cocoa(LCE)
Sep11 110721 1970 1986 1960 1970 -20 3,996 74,963 -176
Dec11 110721 1998 2015 1990 1999 -18 4,296 43,868 +1,718
Mar12 110721 2015 2033 2008 2017 -18 737 37,505 +21
May12 110721 2025 2037 2015 2025 -16 82 13,316 +1
Jul12 110721 2035 2045 2030 2033 -16 36 4,627 +3
Sep12 110721 2041 2042 2040 2040 -18 0 4,366 +0
Dec12 110721 2035 2035 2035 2035 -28 0 7,349 +0
Total Volume and Open Interest 9,147 186,861 +1,567
London Sugar(LCE)
Oct11 110721 756.70 791.00 756.70 781.30 +25.50 1,676 26,135 +93
Dec11 110721 719.30 743.60 719.30 737.70 +21.90 742 6,002 -114
Mar12 110721 708.50 731.60 708.50 726.30 +20.80 548 8,935 +40
May12 110721 685.40 702.80 685.40 697.00 +16.00 141 3,231 +109
Aug12 110721 667.00 674.70 665.50 673.00 +10.00 12 1,630 +1
Total Volume and Open Interest 3,169 47,308 +179
Cotton(ICE)
Oct11 110721 100.40 100.45 97.30 99.33 -1.96 63 535 +2
Dec11 110721 100.75 101.50 96.75 98.63 -2.12 6,856 96,003 -443
Mar12 110721 98.21 98.32 94.70 96.64 -1.78 1,814 23,064 +469
May12 110721 96.50 96.81 94.78 96.59 -0.57 655 5,550 +137
Jul12 110721 96.50 96.94 94.81 96.14 -0.82 765 6,723 -116
Oct12 110721 95.41 95.41 95.41 95.41 -1.05 0 3 +0
Total Volume and Open Interest 10,362 135,510 +21
Lumber(CME)
Sep11 110721 262.3 266.0 262.3 266.0 +5.1 311 5,891 +26
Nov11 110721 276.7 278.5 275.2 276.4 +2.4 119 2,169 +4
Jan12 110721 296.7 297.0 293.4 297.0 unch 40 742 +19
Mar12 110721 305.4 305.4 305.4 305.4 +1.4 8 89 +7
Total Volume and Open Interest 478 8,892 +56
Crude Oil(NYM)
Sep11 110721 98.36 100.16 97.20 99.13 +0.73 294,707 377,405 +14,978
Oct11 110721 98.75 100.52 97.59 99.46 +0.68 42,131 86,533 +1,596
Nov11 110721 99.40 100.89 98.03 99.85 +0.63 21,840 69,432 +1,281
Dec11 110721 99.90 101.30 98.50 100.25 +0.59 39,992 201,652 -3,371
Jan12 110721 99.97 101.62 99.05 100.63 +0.54 6,132 50,676 -526
Feb12 110721 100.55 101.95 99.36 101.00 +0.49 3,777 26,093 +308
Mar12 110721 100.95 102.35 100.16 101.34 +0.45 5,209 34,208 +139
Apr12 110721 100.78 102.61 100.71 101.67 +0.41 4,126 22,524 +152
May12 110721 101.39 103.00 100.80 101.99 +0.37 3,487 18,373 +372
Jun12 110721 102.06 103.41 101.15 102.30 +0.34 12,802 76,356 -747
Jul12 110721 102.48 103.50 102.47 102.58 +0.32 1,953 31,132 -62
Aug12 110721 102.80 102.80 102.80 102.80 +0.32 1,062 15,607 +205
Sep12 110721 103.30 103.67 103.01 103.01 +0.31 2,965 18,513 +1,980
Oct12 110721 103.21 103.21 103.21 103.21 +0.29 2,320 10,822 +641
Nov12 110721 103.90 103.90 103.44 103.44 +0.27 388 21,392 -38
Dec12 110721 103.75 104.81 102.71 103.69 +0.25 22,077 152,418 -2,543
Total Volume and Open Interest 617,053 1,493,882 -20,929
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 110721 98.975 100.450 98.100 99.450 +0.675 257 383 +21
Nov11 110721 99.225 100.800 98.350 99.850 +0.625 61 178 -4
Dec11 110721 100.000 100.250 100.000 100.250 +0.600 16 278 -9
Jan12 110721 101.400 101.400 100.625 100.625 +0.525 2 8 +2
Feb12 110721 101.000 101.000 101.000 101.000 +0.500 0 3 +0
Mar12 110721 101.350 101.350 101.350 101.350 +0.450 0 11 +0
Apr12 110721 101.675 101.675 101.675 101.675 +0.425 0 1 +0
Total Volume and Open Interest 8,599 4,167 -3,121
Heating Oil(NYM)
Aug11 110721 311.35 314.33 308.52 309.92 -1.92 30,228 53,544 -1,777
Sep11 110721 312.67 315.77 309.71 311.29 -1.91 22,797 73,801 +1,994
Oct11 110721 314.09 317.07 311.83 312.73 -1.88 7,530 36,181 +1,010
Nov11 110721 314.95 318.65 313.23 314.37 -1.91 2,797 25,783 -4
Dec11 110721 318.30 320.37 314.42 316.00 -1.91 8,472 36,406 +961
Jan12 110721 319.13 321.85 317.52 317.53 -1.90 2,637 24,316 -533
Feb12 110721 319.42 321.90 317.69 317.69 -1.87 693 10,715 +164
Mar12 110721 320.35 320.35 316.69 316.69 -1.85 823 7,548 +0
Apr12 110721 316.59 316.59 314.60 314.60 -1.80 307 3,882 +7
May12 110721 315.63 315.63 312.66 312.66 -1.75 722 3,006 +29
Jun12 110721 313.90 315.69 311.82 311.82 -1.69 1,522 21,708 -148
Jul12 110721 315.00 315.36 312.37 312.37 -1.62 117 1,980 +4
Total Volume and Open Interest 79,251 310,508 +1,793
Gasoline(NYMEX)
Aug11 110721 314.56 315.72 308.95 309.95 -4.75 39,199 45,232 -3,113
Sep11 110721 309.23 310.69 304.73 305.67 -3.79 33,723 74,724 +5,842
Oct11 110721 295.88 297.40 291.42 292.85 -2.77 14,336 31,709 +1,568
Nov11 110721 292.30 293.81 288.59 289.59 -2.35 5,943 16,083 +310
Dec11 110721 290.16 292.17 286.43 288.01 -2.15 6,208 29,638 +793
Jan12 110721 289.80 292.00 287.43 288.32 -2.00 2,111 10,188 +833
Feb12 110721 287.88 292.87 287.75 289.66 -1.92 760 5,442 +45
Mar12 110721 294.38 294.38 291.43 291.43 -1.86 616 7,661 +264
Apr12 110721 302.55 302.55 302.55 302.55 -1.74 409 5,077 +313
May12 110721 302.58 302.58 302.58 302.58 -1.71 181 1,775 -67
Total Volume and Open Interest 106,161 247,299 +7,747
e-miNY RBOB Gasoline(NYM)
Aug11 110721 310.00 310.00 309.95 310.00 -4.70 0 3 +0
Sep11 110721 305.70 305.70 305.67 305.70 -3.80      
Oct11 110721 292.90 292.90 292.85 292.90 -2.70 0 1 +0
Nov11 110721 289.60 289.60 289.59 289.60 -2.30      
Total Volume and Open Interest 0 6 +0
Natural Gas(NYM)
Aug11 110721 4.499 4.594 4.373 4.395 -0.105 89,349 74,048 -14,485
Sep11 110721 4.469 4.562 4.342 4.362 -0.107 52,922 223,001 -5,071
Oct11 110721 4.486 4.572 4.358 4.377 -0.106 34,035 142,205 +961
Nov11 110721 4.599 4.663 4.466 4.483 -0.102 13,922 99,346 +2,027
Dec11 110721 4.771 4.827 4.647 4.663 -0.096 9,513 48,607 +1,453
Jan12 110721 4.842 4.934 4.748 4.766 -0.090 10,161 109,777 +440
Feb12 110721 4.875 4.920 4.750 4.765 -0.089 1,375 25,034 +217
Mar12 110721 4.825 4.843 4.711 4.725 -0.083 2,663 47,150 -156
Apr12 110721 4.704 4.753 4.634 4.648 -0.072 3,236 48,991 +316
May12 110721 4.760 4.760 4.657 4.667 -0.069 246 10,080 +37
Jun12 110721 4.774 4.786 4.690 4.695 -0.067 459 11,338 +221
Jul12 110721 4.828 4.832 4.729 4.733 -0.067 397 9,124 -133
Aug12 110721 4.845 4.845 4.751 4.763 -0.065 261 8,846 +109
Sep12 110721 4.852 4.852 4.755 4.771 -0.065 55 6,943 +7
Oct12 110721 4.879 4.909 4.801 4.813 -0.065 600 33,242 -53
Nov12 110721 4.984 4.984 4.952 4.953 -0.058 129 5,073 -13
Total Volume and Open Interest 219,866 980,563 -14,066
Brent Crude Oil(ICE)
Sep11 110721 118.35 119.25 116.62 117.51 -0.64 192,532 195,691 -2,378
Oct11 110721 118.22 119.15 116.61 117.44 -0.63 105,143 135,701 +1,954
Nov11 110721 118.30 119.22 116.75 117.54 -0.63 44,822 49,813 +5,742
Dec11 110721 118.15 119.26 116.80 117.60 -0.62 51,678 95,435 -1,980
Jan12 110721 118.33 119.07 116.99 117.59 -0.62 6,456 23,948 +499
Feb12 110721 118.25 119.12 117.10 117.52 -0.62 3,508 17,502 -89
Mar12 110721 118.16 119.00 116.66 117.43 -0.61 2,933 34,402 +332
Apr12 110721 117.56 118.83 116.60 117.34 -0.61 1,052 13,936 +70
May12 110721 117.48 118.84 116.52 117.24 -0.61 986 8,016 -58
Jun12 110721 117.79 118.75 116.43 117.13 -0.60 7,442 40,261 +128
Jul12 110721 117.60 117.60 117.03 117.03 -0.60 570 8,607 +22
Aug12 110721 116.87 116.87 116.87 116.87 -0.60 396 6,147 -66
Sep12 110721 116.68 116.68 116.68 116.68 -0.60 352 7,615 -55
Oct12 110721 116.48 116.48 116.48 116.48 -0.60 357 3,532 -92
Total Volume and Open Interest 432,534 790,601 +6,455
Gas Oil(ICE)
Aug11 110721 979.00 986.25 967.50 983.25 +5.50 79,166 113,058 -10,635
Sep11 110721 983.00 989.25 970.25 986.00 +5.00 81,893 129,972 -108
Oct11 110721 984.75 991.75 973.25 988.75 +5.00 34,557 56,662 +2,468
Nov11 110721 986.75 993.25 978.00 990.25 +4.75 8,694 32,941 +1,392
Dec11 110721 988.50 995.00 978.00 992.00 +4.75 24,009 58,129 +1,555
Jan12 110721 990.50 997.00 981.00 994.25 +5.00 4,442 35,695 +1,145
Feb12 110721 991.00 996.25 986.75 994.75 +5.00 1,613 11,583 +153
Mar12 110721 991.25 996.25 982.50 995.00 +5.00 1,433 12,926 +412
Apr12 110721 991.00 994.50 989.75 994.50 +5.00 815 8,485 -109
May12 110721 981.00 994.00 981.00 994.00 +5.00 1,437 7,533 +133
Total Volume and Open Interest 244,655 567,800 -5,251
Ethanol(CBOT)
Jul11 110706 2.758 2.795 2.758 2.761 +0.027 42 209 -19
Aug11 110721 2.883 2.897 2.865 2.895 +0.003 166 804 -80
Sep11 110721 2.743 2.750 2.720 2.746 unch 228 1,734 -31
Oct11 110721 2.628 2.630 2.602 2.627 -0.005 75 1,204 +20
Nov11 110721 2.550 2.555 2.545 2.546 -0.014 51 1,039 +17
Dec11 110721 2.522 2.525 2.510 2.516 -0.017 96 1,238 +18
Jan12 110721 2.497 2.497 2.489 2.493 -0.012 258 746 +200
Feb12 110721 2.500 2.500 2.488 2.496 -0.009 33 317 +9
Total Volume and Open Interest 1,113 8,855 +206
WTI Crude Oil(ICE
Sep11 110721 98.49 100.17 97.20 99.13 +0.73 72,236 81,974 +1,454
Oct11 110721 99.06 100.49 97.60 99.46 +0.68 18,524 36,146 -2,263
Nov11 110721 99.52 100.88 98.04 99.85 +0.63 10,800 23,521 -1,543
Dec11 110721 99.55 101.29 98.49 100.25 +0.59 16,118 88,680 -591
Jan12 110721 100.21 101.65 98.97 100.63 +0.54 3,181 17,071 +400
Feb12 110721 100.80 101.82 99.48 101.00 +0.49 1,456 5,488 -76
Mar12 110721 100.03 102.05 100.02 101.34 +0.45 2,762 14,232 +398
Apr12 110721 100.40 102.31 100.40 101.67 +0.41 1,523 4,752 +83
May12 110721 101.78 102.88 101.36 101.99 +0.37 1,331 4,210 +514
Jun12 110721 102.08 103.38 100.86 102.30 +0.34 4,466 27,979 +453
Jul12 110721 102.58 102.58 102.58 102.58 +0.32 96 4,289 -28
Aug12 110721 102.80 102.80 102.80 102.80 +0.32 34 1,219 -1
Sep12 110721 103.01 103.01 103.01 103.01 +0.31 124 5,034 +5
Oct12 110721 103.21 103.21 103.21 103.21 +0.29 15 1,038 +0
Nov12 110721 103.44 103.44 103.44 103.44 +0.27 0 2,538 +0
Dec12 110721 103.33 104.80 102.36 103.69 +0.25 3,578 49,310 -187
Total Volume and Open Interest 137,739 438,690 -25,439
US Dollar Index(ICE)
Sep11 110721 74.970 75.370 74.125 74.230 -0.865 26,066 45,939 +136
Dec11 110721 75.400 75.520 74.680 74.680 -0.880 26 665 -1
Mar12 110721 75.150 75.150 75.150 75.150 -0.905 0 1 +0
Total Volume and Open Interest 26,092 46,605 +135
Australian Dollar(CME)
Sep11 110721 106.65 107.77 106.15 107.63 +1.03 116,843 128,264 +4,861
Dec11 110721 105.60 106.48 105.20 106.44 +1.00 136 443 -7
Mar12 110721 105.32 105.32 104.34 105.32 +0.98 0 2 +0
Total Volume and Open Interest 116,979 128,712 +4,854
British Pound(CME)
Sep11 110721 161.43 163.23 161.11 163.04 +1.54 107,391 98,035 -3,257
Dec11 110721 161.43 162.86 161.30 162.86 +1.52 45 248 +2
Mar12 110721 162.69 162.69 161.18 162.69 +1.51 0 2 +0
Total Volume and Open Interest 107,436 98,291 -3,255
Canadian Dollar(CME)
Sep11 110721 105.38 105.98 105.18 105.76 +0.36 89,559 119,802 +8,376
Dec11 110721 105.28 105.70 105.15 105.51 +0.36 211 3,873 +12
Mar12 110721 105.18 105.28 104.92 105.23 +0.31 73 625 +14
Jun12 110721 104.95 104.95 104.67 104.95 +0.28 3 276 +0
Total Volume and Open Interest 89,848 124,719 +8,404
Japanese Yen(CME)
Sep11 110721 126.90 127.80 126.57 127.50 +0.50 100,662 128,946 +62
Dec11 110721 126.98 127.74 126.82 127.59 +0.48 50 644 +6
Mar12 110721 127.76 127.76 127.29 127.76 +0.47 0 46 +0
Total Volume and Open Interest 100,712 129,653 +68
Swiss Franc(CME)
Sep11 110721 122.04 122.94 121.44 122.56 +0.42 46,208 51,914 +1,729
Dec11 110721 121.70 122.94 121.70 122.67 +0.40 43 211 +19
Mar12 110721 122.80 122.80 122.42 122.80 +0.38 2 5 +0
Total Volume and Open Interest 46,253 52,133 +1,748
EuroFX(CME)
Sep11 110721 141.96 144.13 141.14 143.90 +1.89 372,547 178,067 -5,598
Dec11 110721 141.71 143.73 140.80 143.52 +1.87 190 1,045 +17
Mar12 110721 141.64 143.15 141.25 143.15 +1.82 1 365 +1
Total Volume and Open Interest 372,738 180,314 -5,580
Mexican Peso(CME)
Aug11 110721 861.5 861.5 857.0 861.5 +4.5      
Sep11 110721 853.0 858.0 851.5 857.2 +4.5 29,933 134,928 -1,483
Total Volume and Open Interest 30,029 135,263 -1,388
30-Year T-Bonds(CBOT)
Sep11 110721 126~000 126~010 124~230 125~030 -0~250 371,694 643,844 -776
Dec11 110721 123~160 124~130 123~120 123~190 -0~260 193 1,550 +59
Mar12 110721 122~050 122~310 122~050 122~050 -0~260 3 2 +2
Total Volume and Open Interest 371,890 645,396 -715
10-Year T-Notes(CBOT)
Sep11 110721 124~195 124~235 123~220 124~000 -0~190 1,105,143 1,898,895 +31,596
Dec11 110721 123~010 123~080 122~130 122~180 -0~195 443 16,768 +245
Mar12 110721 121~180 122~055 121~180 121~180 -0~195      
Total Volume and Open Interest 1,105,586 1,915,663 +31,841
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 110721 119~008 119~052 119~008 119~008 -0~044 21 18 +14
Mar12 110721 118~032 118~076 118~032 118~032 -0~044      
Total Volume and Open Interest 604,682 1,564,850 +6,247
2 Year T-Notes(CBOT)
Sep11 110721 109~110 109~114 109~103 109~105 -0~008 202,579 1,021,713 +660
Dec11 110721 109~076 109~086 109~076 109~076 -0~010 1,118 1,092 +1,051
Mar12 110721 109~014 109~024 109~014 109~014 -0~010      
Total Volume and Open Interest 203,697 1,022,805 +1,711
Eurodollars(CME)
Sep11 110721 99.625 99.650 99.615 99.640 +0.020 206,296 1,180,848 -9,803
Dec11 110721 99.515 99.555 99.505 99.540 +0.025 209,065 1,181,910 -3,371
Mar12 110721 99.455 99.495 99.450 99.480 +0.020 267,276 1,458,330 -37,993
Jun12 110721 99.385 99.425 99.380 99.400 +0.005 211,527 1,351,005 +41
Sep12 110721 99.280 99.310 99.270 99.275 -0.020 238,163 1,047,477 +509
Dec12 110721 99.125 99.145 99.095 99.110 -0.035 259,336 715,588 +967
Mar13 110721 98.960 98.985 98.920 98.945 -0.040 227,656 691,275 +21,835
Jun13 110721 98.760 98.790 98.710 98.740 -0.040 216,724 422,704 +23,639
Sep13 110721 98.530 98.555 98.470 98.505 -0.040 172,239 449,524 +14,332
Dec13 110721 98.285 98.300 98.205 98.240 -0.045 109,698 321,663 -1,876
Mar14 110721 98.005 98.050 97.945 97.985 -0.045 68,022 264,059 +6,434
Jun14 110721 97.775 97.795 97.680 97.720 -0.050 71,298 200,531 +4,740
Sep14 110721 97.505 97.545 97.420 97.460 -0.060 52,841 104,413 +957
Dec14 110721 97.240 97.285 97.155 97.195 -0.065 56,454 100,115 -14,258
Mar15 110721 97.005 97.060 96.915 96.960 -0.075 27,084 100,460 +508
Jun15 110721 5.025 5.080 4.935 4.975 -0.080 23,448 73,785 +1,035
Sep15 110721 4.815 4.860 4.710 4.750 -0.085 20,185 59,033 +2,238
Dec15 110721 4.580 4.640 4.495 4.535 -0.090 16,540 49,863 -1,150
Total Volume and Open Interest      
30 Day Federal Funds(CBOT)
Jul11 110721 99.930 99.933 99.930 99.930 unch 2,236 68,287 +813
Aug11 110721 99.910 99.910 99.905 99.910 unch 5,657 61,369 +2,382
Sep11 110721 99.890 99.895 99.885 99.890 unch 10,689 60,855 +4,681
Oct11 110721 99.870 99.880 99.870 99.875 unch 3,985 49,545 -135
Nov11 110721 99.860 99.870 99.855 99.865 unch 5,035 47,619 +14
Dec11 110721 99.855 99.860 99.845 99.850 -0.005 9,670 56,931 +1,396
Total Volume and Open Interest 105,092 823,635 +16,761
30 Day Fed Funds(e-CBOT)
3-Mth Euro-Yen(CME)
Sep11 110721 99.662 99.662 99.662 99.662 unch 0 51 +0
Dec11 110721 99.660 99.660 99.660 99.660 unch 0 75 +0
Mar12 110721 99.655 99.655 99.655 99.655 unch      
Jun12 110721 99.650 99.650 99.650 99.650 unch      
Sep12 110721 99.585 99.585 99.585 99.585 unch      
Dec12 110721 99.635 99.635 99.635 99.635 unch      
Mar13 110721 99.635 99.635 99.635 99.635 unch      
Jun13 110721 99.590 99.590 99.590 99.590 unch      
Sep13 110721 99.450 99.450 99.450 99.450 unch      
Dec13 110721 99.310 99.310 99.310 99.310 unch      
Total Volume and Open Interest 0 126 +0
3-Mth Euro-Yen(SGX)
Sep11 110721 99.66 99.66 99.66 99.66 unch 0 1,332 +0
Dec11 110721 99.66 99.66 99.66 99.66 unch 0 1,392 +0
Mar12 110721 99.65 99.65 99.65 99.65 unch 0 1,823 +0
Jun12 110721 99.65 99.65 99.65 99.65 unch 0 1,374 +0
Sep12 110721 99.58 99.58 99.58 99.58 unch 0 411 +0
Dec12 110721 99.64 99.64 99.64 99.64 unch 2 26 +2
Mar13 110721 99.64 99.64 99.64 99.64 unch 0 1 +0
Jun13 110721 99.59 99.59 99.59 99.59 unch      
Total Volume and Open Interest 2 6,359 +2
Japanese Gov't Bonds(SGX)
Sep11 110721 141.71 141.73 141.48 141.59 -0.04 2,322 22,364 +311
Dec11 110721 141.08 141.08 141.08 141.08 -0.12 0 2 +0
Mar12 110721 138.99 138.99 138.99 138.99 -0.12      
Total Volume and Open Interest 1,446 24,090 +44
Euro-Bund(EUREX)
Sep11 110721 127.97 128.24 126.88 127.01 -1.13 900,331 992,553 +32,925
Dec11 110721 126.61 126.78 125.65 125.71 -1.12 439 662 +299
Mar12 110721 125.69 125.69 125.69 125.69 -1.13      
Total Volume and Open Interest 900,770 993,215 +33,224
Euro-Bobl(EUREX)
Sep11 110721 118.22 118.43 117.60 117.70 -0.66 490,347 765,478 +4,347
Dec11 110721 116.80 116.80 116.76 116.76 -0.63 38 734 +38
Mar12 110721 116.73 116.73 116.73 116.73 -0.66      
Total Volume and Open Interest 490,385 766,212 +4,385
3-Mth Euribor(EUREX)
Sep11 110721 98.315 98.330 98.310 98.310 -0.010 14 1,987 +1
Dec11 110721 98.290 98.290 98.230 98.230 -0.050 11 1,413 +11
Mar12 110721 98.270 98.270 98.185 98.185 -0.075 11 1,758 -10
Total Volume and Open Interest 55 8,203 -1
Long Gilt(LIFFE)
Sep11 110704 120~07 120~16 120~05 120~10 -0~12 206,757 378,594 +19,248
Dec11 110721 120~26 120~26 120~26 120~26 -1~00      
Total Volume and Open Interest 120,909 361,358 +4,864
3-Mth Short Sterling(LIFFE)
Sep11 110721 99.12 99.13 99.11 99.12 unch 47,227 414,551 -7,182
Dec11 110721 99.07 99.08 99.06 99.06 -0.01 33,641 536,249 +5,498
Mar12 110721 99.02 99.02 98.98 98.99 -0.03 47,434 475,267 -9,232
Jun12 110721 98.92 98.94 98.89 98.89 -0.05 56,486 333,006 -7,750
Sep12 110721 98.82 98.84 98.77 98.77 -0.06 46,371 333,078 -2,591
Dec12 110721 98.66 98.68 98.58 98.60 -0.08 39,394 289,077 -4,897
Total Volume and Open Interest 347,249 2,790,616 -17,356
3-Mth Euribor(LIFFE)
Sep11 110721 98.320 98.325 98.300 98.310 -0.015 115,555 735,481 +12,757
Dec11 110721 98.270 98.290 98.215 98.230 -0.050 108,929 577,850 +1,512
Mar12 110721 98.250 98.270 98.170 98.185 -0.075 126,944 490,209 +17,096
Total Volume and Open Interest 752,913 3,566,162 +28,943
3-Mth Aus T-Bills(SFE)
Sep11 110721 95.19 95.20 95.16 95.19 -0.01 40,742 273,720 -3,125
Dec11 110721 95.32 95.34 95.27 95.33 +0.01 39,642 257,913 -337
Mar12 110721 95.39 95.42 95.33 95.40 +0.01 16,726 150,246 +3,290
Jun12 110721 95.39 95.44 95.35 95.42 +0.01 6,877 88,730 +319
Sep12 110721 95.38 95.40 95.33 95.39 +0.01 3,650 54,689 +623
Dec12 110721 95.33 95.34 95.27 95.33 +0.01 1,268 32,308 -161
Mar13 110721 95.25 95.28 95.23 95.26 unch 1,927 33,445 +1,404
Jun13 110721 95.16 95.20 95.14 95.18 +0.01 869 11,785 +768
Sep13 110721 95.08 95.10 94.98 95.10 +0.01 13 2,006 +13
Dec13 110721 94.99 95.01 94.99 95.00 +0.01 10 1,425 +8
Total Volume and Open Interest 111,724 906,433 +2,802
10-Year Aus T-Bonds(SFE)
Sep11 110721 95.04 95.07 94.98 95.04 unch 73,696 405,933 +1,102
Dec11 110721 95.04 95.04 95.04 95.04 unch      
Total Volume and Open Interest 73,696 405,933 +1,102
3-Year Aus T-Bonds(SFE)
Sep11 110721 95.60 95.62 95.53 95.59 -0.09 219,793 724,024 -41,891
Dec11 110721 95.59 95.59 95.59 95.59 -0.01      
Total Volume and Open Interest 210,567 772,663 +48,639
Gold(CMX)
Aug11 110721 1601.9 1605.0 1584.9 1587.0 -9.9 194,070 250,826 -23,038
Oct11 110721 1603.3 1606.0 1586.0 1588.1 -9.9 3,623 15,618 +261
Dec11 110721 1603.9 1606.9 1587.1 1589.1 -9.9 46,434 169,279 +22,111
Feb12 110721 1603.6 1608.2 1589.9 1590.5 -9.9 416 11,459 +40
Apr12 110721 1607.9 1608.0 1590.2 1592.0 -9.9 118 6,146 +18
Jun12 110721 1606.1 1609.7 1593.7 1593.7 -9.9 51 14,424 -14
Aug12 110721 1608.8 1609.6 1595.6 1595.6 -9.9 57 5,016 +0
Oct12 110721 1602.3 1602.3 1597.9 1597.9 -9.8 7 4,112 +2
Dec12 110721 1614.9 1616.6 1600.1 1600.4 -9.8 48 11,711 +12
Feb13 110721 1606.6 1606.6 1603.1 1603.1 -9.8 2 1,560 +0
Apr13 110721 1610.1 1610.1 1606.3 1606.3 -9.8 0 201 +0
Jun13 110721 1614.3 1614.3 1610.0 1610.0 -9.8 36 11,065 +35
Total Volume and Open Interest 246,097 542,342 -608
Silver(CMX)
Jul11 110721 3989.0 4026.0 3893.7 3893.7 -60.9 665 380 +0
Sep11 110721 4011.0 4037.5 3886.0 3894.7 -61.1 75,393 60,423 +686
Dec11 110721 4022.0 4032.5 3893.5 3896.9 -61.2 1,878 26,443 -164
Mar12 110721 4019.5 4019.5 3896.8 3896.8 -61.0 77 5,269 +7
May12 110721 3895.6 3895.6 3895.6 3895.6 -60.9 44 1,578 +33
Jul12 110721 3993.0 3993.0 3894.3 3894.3 -60.9 35 1,759 -2
Sep12 110721 3993.0 4012.0 3892.3 3892.3 -60.9 13 218 +7
Total Volume and Open Interest 79,307 115,999 +681
Platinum(NYMEX)
Jul11 110721 1786.7 1786.7 1786.7 1786.7 +11.7 0 4 -20
Oct11 110721 1779.5 1792.0 1776.3 1787.8 +11.7 4,601 30,726 +328
Jan12 110721 1787.4 1790.3 1787.4 1790.3 +10.9 45 1,143 +35
Apr12 110721 1793.2 1793.2 1793.2 1793.2 +10.9 4 110 +2
Total Volume and Open Interest 4,650 31,999 +345
Palladium(NYMEX)
Sep11 110721 795.90 809.65 793.60 809.00 +15.35 3,778 21,182 +359
Dec11 110721 797.00 810.10 795.75 810.10 +15.35 37 824 +24
Mar12 110721 155.94 155.94 155.94 155.94 +15.35 1 52 +0
Total Volume and Open Interest 3,816 22,059 +382
Copper(CMX)
Jul11 110721 444.05 444.10 437.40 437.75 -5.10 345 1,790 -250
Sep11 110721 443.60 445.95 436.50 438.35 -5.25 32,411 92,151 +2,830
Dec11 110721 445.50 446.15 438.75 440.30 -5.20 2,718 36,637 +370
Mar12 110721 441.45 441.45 441.25 441.45 -5.15 579 12,516 +246
May12 110721 444.60 444.60 441.65 441.65 -5.10 30 2,008 +7
Total Volume and Open Interest 36,882 152,876 +3,476
DJIA Index(CBOT)
Sep11 110721 12481 12700 12466 12690 +183 379 15,633 -6
Dec11 110721 12618 12618 12436 12618 +182 0 86 +0
Mar12 110721 12549 12549 12367 12549 +182      
Jun12 110721 12479 12479 12297 12479 +182      
Total Volume and Open Interest 379 15,719 -6
Mini DJIA Index(CBOT)
Sep11 110721 12512 12700 12464 12690 +183 115,653 120,355 +1,257
Dec11 110721 12430 12621 12396 12618 +182 60 418 +11
Mar12 110721 12549 12549 12549 12549 +182 0 11 +0
Jun12 110721 12479 12479 12479 12479 +182      
Total Volume and Open Interest 115,713 120,784 +1,268
S & P 500(CME)
Sep11 110721 1321.50 1343.50 1315.20 1342.50 +21.20 12,300 261,523 -925
Dec11 110721 1335.80 1337.80 1333.00 1336.90 +21.10 2 10,981 -59
Mar12 110721 1331.40 1332.30 1330.80 1331.40 +21.10 0 11 +0
Jun12 110721 1326.40 1327.30 1325.80 1326.40 +21.10 0 5 +0
Total Volume and Open Interest 12,302 272,520 -984
S & P 500 E-Mini(Globex)
Sep11 110721 1321.75 1343.50 1315.00 1342.50 +21.25 2,098,625 2,585,860 +20,353
Dec11 110721 1316.00 1337.00 1310.00 1337.00 +21.25 2,153 13,151 +105
Total Volume and Open Interest 2,100,783 2,599,222 +20,457
NASDAQ 100(CME)
Sep11 110721 2377.00 2415.00 2366.00 2410.00 +28.20 1,755 18,513 +695
Dec11 110721 2404.80 2404.80 2402.00 2404.80 +28.50 0 1 +0
Mar12 110721 2400.50 2400.50 2397.00 2400.50 +29.20      
Total Volume and Open Interest 1,755 18,514 +695
NASDAQ 100 E-Mini(Globex)
Sep11 110721 2381.80 2414.50 2365.00 2410.00 +28.20 275,586 363,406 +17,617
Dec11 110721 2372.80 2406.50 2363.00 2404.80 +28.50 83 414 +10
Total Volume and Open Interest 275,669 363,827 +17,627
S & P Midcap 400(CME)
Sep11 110721 989.00 995.00 989.00 989.00 +10.50 0 2,547 +0
Dec11 110721 987.50 987.50 987.50 987.50 +10.50      
Mar12 110721 985.80 985.80 985.80 985.80 +10.50      
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 110721 10090 10090 10045 10090 +45 25 26 +25
Total Volume and Open Interest 8,790 37,432 +1,928
Nikkei 225(SGX)
Sep11 110721 10005 10055 9970 10005 -10 61,345 193,199 +1,495
Dec11 110721 9955 9955 9945 9945 -55 43 8,204 -218
Mar12 110721 9940 9940 9940 9940 -10 0 10 +0
Total Volume and Open Interest 61,456 211,168 +924
CAC 40(EURONEXT)
Aug11 110721 3763.0 3844.0 3714.0 3818.5 +63.5 144,143 313,407 +6,957
Sep11 110721 3758.0 3836.5 3715.0 3816.5 +63.5 389 36,499 +267
Oct11 110721 3818.0 3818.0 3818.0 3818.0 +64.0      
Total Volume and Open Interest 144,532 349,938 +7,224
Hang Seng Index(HKFE)
Jul11 110721 22060 22113 21834 21959 -26 77,268 89,027 +1,434
Aug11 110721 22020 22070 21808 21920 -19 1,283 3,699 +535
Sep11 110721 21940 21977 21701 21824 -23 487 3,702 +91
Total Volume and Open Interest 79,141 100,387 +2,077
DAX(EUREX)
Sep11 110721 7260.5 7344.5 7156.5 7311.5 +75.0 146,117 159,139 +470
Dec11 110721 7285.0 7366.0 7189.5 7339.5 +75.0 198 8,395 -16
Mar12 110721 7313.0 7399.5 7233.5 7372.5 +76.5 48 324 +8
Total Volume and Open Interest 146,363 167,858 +462
FT-SE 100(EURONEXT)
Sep11 110721 5813.00 5896.00 5763.00 5868.50 +61.50 103,723 666,088 -7,676
Dec11 110721 5786.50 5857.00 5786.50 5844.00 +62.00 25 810 -11
Mar12 110721 5713.00 5807.00 5713.00 5807.00 +61.00 11 143 -10
Total Volume and Open Interest 103,759 667,081 -7,697
SPI 200(SFE)
Sep11 110721 4522.0 4551.0 4517.0 4534.0 +9.0 40,081 202,239 +5,327
Dec11 110721 4547.0 4550.0 4540.0 4549.0 +10.0 30 4,619 +4
Mar12 110721 4533.0 4533.0 4533.0 4533.0 +8.0 6 1,738 +6
Total Volume and Open Interest 43,420 216,096 +8,025
GSCI(CME)
Aug11 110721 42.64 46.64 40.64 40.64 -0.50 93 9,272 +52
Sep11 110721 41.64 47.64 41.64 41.64 -0.30 2 0 +0
Oct11 110721 42.64 48.64 42.64 42.64 -0.30      
Total Volume and Open Interest 95 9,272 +52
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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