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MRCI's End of Day Prices

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MRCI's End of Day Prices
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Daily Futures Price Listing Fri July 22, 2011
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Aug11 110722 1379.75 1388.50 1374.75 1380.25 unch 22,501 53,209 -2,514
Sep11 110722 1381.00 1390.00 1375.75 1381.00 -0.25 12,145 38,979 +58
Nov11 110722 1387.75 1397.50 1382.50 1388.25 +0.25 69,547 302,386 +2,421
Jan12 110722 1397.00 1406.00 1392.00 1397.75 +0.50 6,661 52,074 +200
Mar12 110722 1402.00 1407.75 1395.00 1400.25 +0.50 2,581 25,697 +163
May12 110722 1394.50 1405.00 1391.00 1396.50 +1.00 2,216 31,996 +709
Jul12 110722 1396.25 1406.50 1394.00 1398.50 +1.50 793 16,022 +92
Total Volume and Open Interest 117,023 544,424 +1,317
Soybean Meal(CBOT)
Aug11 110722 362.00 363.50 359.50 363.00 +0.30 17,302 22,911 -2,908
Sep11 110722 364.00 365.20 361.80 364.00 -0.90 9,227 34,029 +1,900
Oct11 110722 365.50 367.00 363.00 365.80 -0.20 1,633 14,796 -157
Dec11 110722 368.40 370.00 366.00 369.30 +0.40 23,582 78,973 +2,268
Jan12 110722 370.10 371.60 368.20 370.80 +0.40 372 6,967 -14
Mar12 110722 369.20 373.00 369.20 372.50 +0.70 855 5,882 -35
May12 110722 370.70 372.00 369.60 370.80 +0.50 660 7,290 -23
Jul12 110722 370.30 371.10 369.40 370.30 +0.40 498 2,100 +160
Total Volume and Open Interest 54,249 176,872 +1,294
Soybean Oil(CBOT)
Aug11 110722 56.48 56.98 56.35 56.51 +0.03 19,028 31,955 -1,430
Sep11 110722 56.70 57.18 56.54 56.78 +0.10 9,523 42,969 +1,022
Oct11 110722 57.21 57.42 56.77 57.01 +0.11 2,532 18,916 +390
Dec11 110722 57.36 57.91 57.23 57.48 +0.10 37,362 154,284 +1,038
Jan12 110722 57.86 58.11 57.50 57.73 +0.09 1,584 22,993 +205
Mar12 110722 58.25 58.32 57.77 58.01 +0.11 847 13,248 +36
May12 110722 58.23 58.40 57.87 58.11 +0.10 648 7,693 +173
Jul12 110722 58.64 58.64 57.96 58.21 +0.09 853 3,347 +259
Total Volume and Open Interest 72,411 298,386 +1,696
Canola(WCE)
Nov11 110722 560.3 564.5 557.5 560.9 +0.6 11,297 120,404 -1,659
Jan12 110722 568.9 572.7 565.8 569.0 +0.6 4,891 17,340 +1,937
Mar12 110722 574.3 579.8 573.6 576.4 +0.8 736 6,314 +14
May12 110722 580.1 585.1 579.4 581.2 +0.1 125 3,949 +7
Jul12 110722 583.8 588.8 583.8 585.0 -0.4 18 2,670 +10
Total Volume and Open Interest 17,067 152,217 +309
Corn(CBOT)
Sep11 110722 679.25 691.00 672.75 690.00 +10.75 55,660 365,535 +358
Dec11 110722 673.00 686.00 667.50 685.50 +12.50 140,384 513,169 +6,228
Mar12 110722 685.50 698.75 680.25 698.25 +12.50 15,394 122,760 +727
May12 110722 692.25 705.25 687.75 705.00 +12.50 3,694 27,125 +332
Jul12 110722 698.50 711.00 693.00 711.00 +12.50 8,075 70,338 -319
Sep12 110722 653.50 664.50 647.50 662.50 +10.50 1,315 7,985 -4
Total Volume and Open Interest 230,995 1,202,856 +5,861
Wheat(CBOT)
Sep11 110722 677.00 694.25 669.25 692.25 +15.00 44,447 155,977 -4,370
Dec11 110722 716.75 732.50 708.00 731.00 +14.25 21,575 143,611 +211
Mar12 110722 752.00 764.75 743.75 763.50 +11.75 5,029 46,652 +250
May12 110722 769.25 782.25 762.50 781.50 +12.25 569 9,597 +86
Jul12 110722 782.00 794.25 775.75 793.50 +11.25 2,175 42,758 -22
Total Volume and Open Interest 75,035 422,238 -3,872
Wheat(KCBT)
Sep11 110722 772.75 784.00 764.25 780.00 +5.75 11,113 73,198 +1,026
Dec11 110722 797.50 808.00 788.50 804.25 +6.00 5,975 57,570 +858
Mar12 110722 810.75 820.75 801.50 816.75 +6.00 2,215 17,399 +321
May12 110722 815.50 826.75 809.25 821.50 +5.75 192 3,241 +4
Jul12 110722 817.75 825.25 809.00 822.50 +3.75 249 13,790 -33
Total Volume and Open Interest 19,765 168,303 +2,151
Wheat(MGE)
Sep11 110722 832.75 841.00 822.75 838.50 +4.75 2,859 20,009 -207
Dec11 110722 835.00 844.75 826.00 841.75 +6.00 1,949 19,843 +27
Mar12 110722 843.25 854.00 835.25 851.75 +8.00 640 6,583 -6
May12 110722 838.25 858.00 838.25 855.50 +8.75 161 2,891 +28
Jul12 110722 847.00 858.75 841.50 857.25 +10.00 195 4,855 +26
Total Volume and Open Interest 5,826 58,003 -134
Oats(CBOT)
Sep11 110722 351.50 354.25 349.25 353.00 +1.50 161 4,083 -5
Dec11 110722 363.50 365.75 360.50 365.00 +2.00 1,123 7,292 -170
Mar12 110722 371.50 375.50 371.50 375.50 +2.50 5 822 +2
May12 110722 382.00 382.00 379.50 382.00 +2.50 3 22 +3
Total Volume and Open Interest 1,292 12,248 -170
Rough Rice(CBOT)
Sep11 110722 16.80 16.89 16.69 16.74 -0.11 647 10,885 +180
Nov11 110722 17.10 17.20 17.00 17.05 -0.11 193 5,342 +6
Jan12 110722 17.40 17.40 17.30 17.33 -0.12 43 541 +2
Mar12 110722 17.62 17.66 17.62 17.63 -0.12 123 702 +71
Total Volume and Open Interest 1,006 17,482 +259
Live Cattle(CME)
Aug11 110722 109.980 111.500 109.885 110.550 +0.550 19,159 61,996 -4,153
Oct11 110722 115.385 116.700 115.300 115.400 unch 21,677 124,153 +843
Dec11 110722 118.750 120.200 118.550 119.150 +0.400 8,684 83,092 +866
Feb12 110722 121.900 123.200 121.600 122.600 +0.600 3,590 28,879 +324
Apr12 110722 123.730 124.930 123.330 124.385 +0.785 1,574 16,373 +114
Jun12 110722 120.330 121.750 120.150 121.600 +0.850 385 6,117 +76
Total Volume and Open Interest 55,127 321,492 -1,918
Feeder Cattle(CME)
Aug11 110722 135.325 137.550 135.325 136.400 +1.200 2,077 14,740 -201
Sep11 110722 136.300 138.550 136.200 137.380 +1.580 1,022 10,484 +104
Oct11 110722 137.350 139.435 137.250 138.900 +1.900 1,213 8,472 +68
Nov11 110722 138.000 139.935 137.900 139.130 +1.555 491 4,126 -142
Jan12 110722 137.250 139.400 137.100 138.500 +1.600 58 1,853 +10
Mar12 110722 136.900 139.000 136.550 138.985 +2.000 49 430 +31
Apr12 110722 137.700 139.100 137.700 138.500 +1.000 6 143 +2
Total Volume and Open Interest 4,932 40,349 -127
Lean Hogs(CME)
Aug11 110722 98.400 101.100 98.400 100.830 +2.730 11,588 27,906 -2,154
Oct11 110722 90.885 93.180 90.830 92.580 +1.930 9,701 86,922 +358
Dec11 110722 87.580 89.400 87.500 89.180 +1.795 6,962 64,377 +571
Feb12 110722 89.980 91.285 89.885 91.230 +1.550 2,303 30,300 +222
Apr12 110722 91.135 92.135 91.000 92.000 +1.050 988 18,082 +104
May12 110722 95.000 95.750 95.000 95.750 +0.750 3 742 +1
Jun12 110722 97.080 98.000 96.950 98.000 +1.100 386 9,663 +69
Jul12 110722 96.000 96.600 96.000 96.600 +0.800 195 2,909 +108
Total Volume and Open Interest 32,183 243,321 -679
Class III Milk(CME)
Jul11 110722 21.23 21.33 21.22 21.33 +0.30 73 6,454 +336
Aug11 110722 21.13 21.32 21.05 21.32 +0.22 591 6,386 -27
Sep11 110722 20.14 20.32 20.06 20.26 +0.17 198 5,798 -14
Oct11 110722 19.32 19.45 19.30 19.36 +0.07 112 4,726 +23
Nov11 110722 18.52 18.56 18.48 18.53 unch 44 3,880 +2
Total Volume and Open Interest 1,256 37,399 -14
Cocoa(ICE)
Sep11 110722 3172 3177 3045 3065 -107 7,239 67,225 +562
Dec11 110722 3193 3195 3072 3093 -101 2,262 42,194 +356
Mar12 110722 3207 3207 3120 3141 -98 433 34,161 +156
May12 110722 3175 3175 3129 3143 -97 75 11,195 +36
Jul12 110722 3150 3150 3134 3148 -96 28 4,396 +16
Sep12 110722 3144 3153 3133 3153 -94 34 7,063 +26
Dec12 110722 3138 3154 3138 3154 -94 0 3,872 +0
Total Volume and Open Interest 10,071 173,463 +1,152
Coffee "C"(ICE)
Sep11 110722 241.45 246.30 238.00 241.50 +0.70 11,600 52,586 -669
Dec11 110722 245.15 250.15 242.20 245.75 +0.85 3,089 36,802 +567
Mar12 110722 247.35 252.65 245.20 248.65 +1.00 771 9,864 +199
May12 110722 249.05 254.20 247.00 250.25 +0.95 372 4,491 -12
Jul12 110722 246.80 250.40 246.80 250.30 +1.05 110 1,869 +12
Sep12 110722 248.00 249.85 246.45 249.85 +1.00 65 1,646 +22
Total Volume and Open Interest 16,040 108,725 +129
Orange Juice(ICE)
Sep11 110722 196.50 198.20 196.00 197.30 -0.10 855 26,493 +211
Nov11 110722 184.50 186.00 184.50 185.85 +0.50 166 6,662 +19
Jan12 110722 178.00 178.70 178.00 178.50 +0.55 73 1,539 +104
Mar12 110722 176.00 176.50 176.00 176.50 +0.50 17 310 +6
May12 110722 174.85 174.85 174.85 174.85 +0.50 1 222 +0
Jul12 110722 174.85 174.85 174.85 174.85 +0.10 0 127 +0
Total Volume and Open Interest 1,112 35,364 +340
Sugar #11(ICE)
Oct11 110722 30.00 31.55 29.93 31.34 +1.49 22,238 303,933 -657
Mar12 110722 28.45 29.99 28.45 29.90 +1.18 8,247 148,881 +698
May12 110722 27.20 28.19 27.15 28.11 +0.82 6,309 47,312 +254
Jul12 110722 26.12 26.88 26.07 26.80 +0.58 5,545 66,588 +772
Oct12 110722 25.37 25.88 25.27 25.76 +0.40 1,623 28,627 +968
Total Volume and Open Interest 45,550 633,818 +1,946
London Cocoa(LCE)
Sep11 110722 1957 1960 1896 1901 -69 7,742 74,114 -849
Dec11 110722 1986 1987 1926 1931 -68 6,924 45,789 +1,921
Mar12 110722 2004 2004 1947 1952 -65 3,499 37,783 +278
May12 110722 2010 2010 1958 1960 -65 280 13,427 +111
Jul12 110722 2006 2012 1966 1966 -67 104 4,651 +24
Sep12 110722 2016 2020 1973 1973 -67 40 4,382 +16
Dec12 110722 1973 1973 1973 1973 -62 8 7,355 +6
Total Volume and Open Interest 18,597 188,368 +1,507
London Sugar(LCE)
Oct11 110722 782.10 814.70 782.10 812.70 +31.40 1,078 25,904 -231
Dec11 110722 736.50 763.00 736.50 762.70 +25.00 547 6,096 +94
Mar12 110722 722.00 749.00 722.00 747.80 +21.50 606 9,002 +67
May12 110722 699.00 717.80 699.00 715.80 +18.80 8 3,230 -1
Aug12 110722 676.00 686.60 676.00 684.90 +11.90 143 1,732 +102
Total Volume and Open Interest 2,395 47,339 +31
Cotton(ICE)
Oct11 110722 100.37 101.00 97.43 99.14 -0.19 57 537 +2
Dec11 110722 98.63 100.18 96.65 98.64 +0.01 11,373 96,923 +920
Mar12 110722 96.63 98.17 95.00 96.83 +0.19 2,627 22,539 -525
May12 110722 96.60 97.00 94.70 96.03 -0.56 178 5,502 -48
Jul12 110722 96.71 96.71 94.22 95.73 -0.41 69 6,736 +13
Oct12 110722 95.00 95.00 95.00 95.00 -0.41 0 3 +0
Total Volume and Open Interest 14,461 135,852 +342
Lumber(CME)
Sep11 110722 264.0 268.4 259.2 259.2 -6.8 335 5,935 +44
Nov11 110722 278.9 280.5 273.5 275.3 -1.1 101 2,213 +44
Jan12 110722 297.3 297.7 292.0 295.0 -2.0 94 813 +71
Mar12 110722 305.0 305.2 301.0 301.0 -4.4 3 91 +2
Total Volume and Open Interest 533 9,053 +161
Crude Oil(NYM)
Sep11 110722 99.20 100.19 98.43 99.87 +0.74 295,669 376,393 -1,012
Oct11 110722 99.43 100.50 98.76 100.20 +0.74 50,617 88,173 +1,640
Nov11 110722 99.98 100.82 99.14 100.58 +0.73 25,907 69,829 +397
Dec11 110722 100.15 101.18 99.52 100.94 +0.69 36,609 200,876 -776
Jan12 110722 100.80 101.31 99.87 101.27 +0.64 4,243 50,758 +82
Feb12 110722 101.33 101.67 100.30 101.60 +0.60 3,099 26,353 +260
Mar12 110722 101.15 102.03 100.68 101.90 +0.56 3,542 34,540 +332
Apr12 110722 101.74 102.33 100.84 102.19 +0.52 1,856 22,700 +176
May12 110722 101.60 102.47 101.60 102.47 +0.48 1,991 18,194 -179
Jun12 110722 102.33 102.94 101.61 102.74 +0.44 9,286 76,697 +341
Jul12 110722 102.39 102.99 102.39 102.99 +0.41 862 31,002 -130
Aug12 110722 103.18 103.18 103.18 103.18 +0.38 1,308 15,845 +238
Sep12 110722 103.36 103.36 103.36 103.36 +0.35 1,032 18,558 +45
Oct12 110722 103.53 103.53 103.53 103.53 +0.32 2,847 11,313 +491
Nov12 110722 103.72 103.72 103.72 103.72 +0.28 1,311 21,226 -166
Dec12 110722 103.58 104.11 102.75 103.94 +0.25 20,465 150,658 -1,760
Total Volume and Open Interest 480,843 1,475,935 -17,947
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 110722 99.050 100.175 98.425 99.875 +2.025 3,383 3,220 +139
Oct11 110722 99.725 100.450 98.800 100.200 +0.750 208 419 +36
Nov11 110722 99.550 100.575 99.550 100.575 +0.725 34 179 +1
Dec11 110722 100.950 100.950 100.800 100.950 +0.700 29 272 -6
Jan12 110722 101.275 101.275 101.275 101.275 +0.650 2 10 +2
Feb12 110722 101.600 101.600 101.600 101.600 +0.600 0 3 +0
Mar12 110722 101.900 101.900 101.900 101.900 +0.550 0 11 +0
Apr12 110722 102.200 102.200 102.200 102.200 +0.525 0 1 +0
Total Volume and Open Interest 8,990 4,357 +190
Heating Oil(NYM)
Aug11 110722 310.10 313.79 310.10 312.80 +2.88 33,735 49,895 -3,649
Sep11 110722 311.75 315.13 311.40 314.15 +2.86 37,528 79,031 +5,230
Oct11 110722 313.59 316.40 313.01 315.52 +2.79 9,267 37,233 +1,052
Nov11 110722 315.91 317.78 315.31 317.07 +2.70 3,365 26,271 +488
Dec11 110722 316.71 319.39 316.04 318.57 +2.57 8,638 38,204 +1,798
Jan12 110722 318.17 320.75 317.48 320.00 +2.47 1,549 24,027 -289
Feb12 110722 320.32 320.45 320.08 320.08 +2.39 693 10,529 -186
Mar12 110722 318.08 319.45 317.30 319.02 +2.33 726 7,579 +31
Apr12 110722 315.71 317.46 315.71 316.84 +2.24 246 3,940 +58
May12 110722 313.75 315.09 313.75 314.81 +2.15 95 2,995 -11
Jun12 110722 312.80 314.25 312.80 314.01 +2.19 871 21,666 -42
Jul12 110722 314.94 314.94 314.56 314.56 +2.19 0 1,980 +0
Total Volume and Open Interest 96,733 314,986 +4,478
Gasoline(NYMEX)
Aug11 110722 310.93 314.00 309.88 313.01 +3.06 29,924 41,579 -3,653
Sep11 110722 305.67 309.79 305.67 309.06 +3.39 37,074 79,869 +5,145
Oct11 110722 293.42 296.50 292.87 296.08 +3.23 14,240 33,143 +1,434
Nov11 110722 290.00 293.16 289.52 292.77 +3.18 5,755 16,926 +843
Dec11 110722 289.15 291.41 288.06 291.10 +3.09 7,442 31,616 +1,978
Jan12 110722 289.36 291.54 289.33 291.34 +3.02 1,572 10,644 +456
Feb12 110722 292.50 292.89 292.34 292.61 +2.95 415 5,566 +124
Mar12 110722 292.74 294.32 292.74 294.32 +2.89 477 7,863 +202
Apr12 110722 304.98 305.38 304.75 305.38 +2.83 515 5,355 +278
May12 110722 305.03 305.35 305.03 305.35 +2.77 304 1,803 +28
Total Volume and Open Interest 99,361 254,339 +7,040
e-miNY RBOB Gasoline(NYM)
Aug11 110722 313.00 313.01 313.00 313.00 +3.00 0 3 +0
Sep11 110722 309.10 309.10 309.06 309.10 +3.40      
Oct11 110722 296.10 296.10 296.08 296.10 +3.20 0 1 +0
Nov11 110722 292.80 292.80 292.77 292.80 +3.20      
Total Volume and Open Interest 0 6 +0
Natural Gas(NYM)
Aug11 110722 4.394 4.474 4.370 4.399 +0.004 134,201 58,766 -15,282
Sep11 110722 4.351 4.445 4.334 4.370 +0.008 69,408 226,838 +3,837
Oct11 110722 4.373 4.454 4.355 4.385 +0.008 38,300 141,785 -420
Nov11 110722 4.471 4.556 4.463 4.493 +0.010 18,884 100,053 +707
Dec11 110722 4.656 4.726 4.644 4.668 +0.005 10,846 48,454 -153
Jan12 110722 4.751 4.830 4.748 4.770 +0.004 15,398 111,043 +1,266
Feb12 110722 4.800 4.822 4.754 4.770 +0.005 3,142 25,047 +13
Mar12 110722 4.762 4.780 4.713 4.730 +0.005 5,720 46,759 -391
Apr12 110722 4.658 4.696 4.635 4.652 +0.004 7,141 49,318 +327
May12 110722 4.690 4.720 4.671 4.671 +0.004 488 10,138 +58
Jun12 110722 4.688 4.750 4.688 4.700 +0.005 889 11,632 +294
Jul12 110722 4.765 4.765 4.726 4.737 +0.004 738 8,932 -192
Aug12 110722 4.798 4.798 4.753 4.767 +0.004 617 9,059 +213
Sep12 110722 4.796 4.798 4.765 4.775 +0.004 489 7,145 +202
Oct12 110722 4.819 4.862 4.802 4.816 +0.003 1,674 33,608 +366
Nov12 110722 4.978 4.978 4.954 4.954 +0.001 241 5,166 +93
Total Volume and Open Interest 310,165 971,550 -9,013
Brent Crude Oil(ICE)
Sep11 110722 118.03 118.80 117.35 118.67 +1.16 161,917 200,549 +4,858
Oct11 110722 117.98 118.67 117.25 118.54 +1.10 71,786 136,092 +391
Nov11 110722 118.06 118.74 117.35 118.62 +1.08 27,604 49,140 -673
Dec11 110722 118.09 118.80 117.40 118.68 +1.08 38,991 96,656 +1,221
Jan12 110722 118.11 118.80 117.58 118.67 +1.08 6,067 23,656 -292
Feb12 110722 118.05 118.73 117.50 118.60 +1.08 3,197 17,576 +74
Mar12 110722 117.81 118.55 117.40 118.51 +1.08 2,899 34,787 +385
Apr12 110722 117.72 118.45 117.30 118.40 +1.06 1,956 13,820 -116
May12 110722 117.62 118.29 117.20 118.29 +1.05 1,598 8,029 +13
Jun12 110722 117.53 118.30 117.10 118.18 +1.05 5,558 39,525 -736
Jul12 110722 118.08 118.08 118.08 118.08 +1.05 262 8,751 +144
Aug12 110722 117.92 117.92 117.92 117.92 +1.05 145 6,151 +4
Sep12 110722 117.72 117.72 117.72 117.72 +1.04 175 7,591 -24
Oct12 110722 117.52 117.52 117.52 117.52 +1.04 107 3,543 +11
Total Volume and Open Interest 332,318 796,620 +6,019
Gas Oil(ICE)
Aug11 110722 976.00 984.00 974.00 982.75 -0.50 50,641 106,210 -6,848
Sep11 110722 979.25 987.00 976.75 985.50 -0.50 51,687 131,998 +2,026
Oct11 110722 980.50 989.25 979.25 988.00 -0.75 16,515 57,459 +797
Nov11 110722 983.00 990.25 980.75 989.50 -0.75 8,372 34,342 +1,401
Dec11 110722 984.75 991.75 983.00 991.00 -1.00 15,723 59,657 +1,528
Jan12 110722 984.25 994.00 984.25 993.00 -1.25 2,704 36,894 +1,199
Feb12 110722 991.00 994.50 991.00 993.50 -1.25 1,176 11,726 +143
Mar12 110722 987.75 994.00 987.00 993.75 -1.25 1,315 13,009 +83
Apr12 110722 993.25 993.25 992.00 993.25 -1.25 284 8,430 -55
May12 110722 992.50 992.50 991.25 992.50 -1.50 294 7,571 +38
Total Volume and Open Interest 154,670 568,545 +745
Ethanol(CBOT)
Jul11 110706 2.758 2.795 2.758 2.761 +0.027 42 209 -19
Aug11 110722 2.911 2.944 2.896 2.942 +0.047 141 730 -74
Sep11 110722 2.741 2.805 2.741 2.794 +0.048 163 1,657 -77
Oct11 110722 2.620 2.665 2.620 2.659 +0.032 164 1,280 +76
Nov11 110722 2.568 2.583 2.564 2.580 +0.034 140 1,079 +40
Dec11 110722 2.534 2.545 2.530 2.543 +0.027 184 1,269 +31
Jan12 110722 2.514 2.525 2.511 2.520 +0.027 129 773 +27
Feb12 110722 2.510 2.526 2.510 2.519 +0.023 15 316 -1
Total Volume and Open Interest 1,044 8,919 +64
WTI Crude Oil(ICE
Sep11 110722 99.36 100.19 98.43 99.87 +0.74 67,070 79,808 -2,166
Oct11 110722 99.66 100.49 98.76 100.20 +0.74 23,111 36,823 +677
Nov11 110722 100.02 100.84 99.15 100.58 +0.73 10,639 23,496 -25
Dec11 110722 100.39 101.18 99.53 100.94 +0.69 13,429 88,757 +77
Jan12 110722 100.72 101.49 99.91 101.27 +0.64 1,468 17,220 +149
Feb12 110722 101.02 101.60 100.35 101.60 +0.60 1,298 5,748 +260
Mar12 110722 101.36 102.11 100.77 101.90 +0.56 1,827 14,662 +430
Apr12 110722 101.51 102.40 101.01 102.19 +0.52 587 4,803 +51
May12 110722 102.20 102.68 101.28 102.47 +0.48 1,242 4,126 -84
Jun12 110722 102.33 102.95 101.49 102.74 +0.44 3,207 28,116 +137
Jul12 110722 102.99 102.99 102.99 102.99 +0.41 101 4,250 -39
Aug12 110722 103.18 103.18 103.18 103.18 +0.38 44 1,222 +3
Sep12 110722 103.36 103.36 103.36 103.36 +0.35 60 5,052 +18
Oct12 110722 103.53 103.53 103.53 103.53 +0.32 0 1,038 +0
Nov12 110722 103.72 103.72 103.72 103.72 +0.28 22 2,558 +20
Dec12 110722 103.85 104.12 102.79 103.94 +0.25 2,898 49,397 +87
Total Volume and Open Interest 128,367 438,504 -186
US Dollar Index(ICE)
Sep11 110722 74.245 74.600 74.155 74.412 +0.182 26,901 46,819 +880
Dec11 110722 74.805 74.900 74.660 74.857 +0.177 30 671 +6
Mar12 110722 75.323 75.323 75.323 75.323 +0.173 0 1 +0
Total Volume and Open Interest 26,931 47,491 +886
Australian Dollar(CME)
Sep11 110722 107.57 107.96 107.42 107.82 +0.19 84,868 127,316 -948
Dec11 110722 106.40 106.73 106.26 106.63 +0.19 42 453 +10
Mar12 110722 105.50 105.50 105.32 105.50 +0.18 0 2 +0
Total Volume and Open Interest 84,910 127,774 -938
British Pound(CME)
Sep11 110722 163.10 163.17 162.53 162.96 -0.08 96,828 101,071 +3,036
Dec11 110722 162.97 162.97 162.77 162.77 -0.09 6 249 +1
Mar12 110722 162.59 162.69 162.59 162.59 -0.10 0 2 +0
Total Volume and Open Interest 96,834 101,328 +3,037
Canadian Dollar(CME)
Sep11 110722 105.82 105.92 104.79 105.23 -0.53 71,629 117,019 -2,783
Dec11 110722 105.52 105.65 104.54 104.99 -0.52 141 3,922 +49
Mar12 110722 104.62 105.23 104.43 104.72 -0.51 19 630 +5
Jun12 110722 104.47 104.95 104.42 104.42 -0.53 0 276 +0
Total Volume and Open Interest 71,789 121,990 -2,729
Japanese Yen(CME)
Sep11 110722 127.40 127.79 127.06 127.54 +0.04 79,101 130,537 +1,591
Dec11 110722 127.26 127.88 127.26 127.64 +0.05 41 669 +25
Mar12 110722 127.79 127.79 127.76 127.79 +0.03 0 46 +0
Total Volume and Open Interest 79,142 131,269 +1,616
Swiss Franc(CME)
Sep11 110722 122.50 122.69 121.28 122.28 -0.28 35,387 52,275 +361
Dec11 110722 122.30 122.67 121.51 122.36 -0.31 11 208 -3
Mar12 110722 122.50 122.80 122.50 122.50 -0.30 0 5 +0
Total Volume and Open Interest 35,398 52,491 +358
EuroFX(CME)
Sep11 110722 143.94 144.14 143.00 143.44 -0.46 304,958 176,791 -1,276
Dec11 110722 143.45 143.63 142.66 143.05 -0.47 70 1,053 +8
Mar12 110722 142.68 143.15 142.68 142.68 -0.47 4 364 -1
Total Volume and Open Interest 305,032 179,045 -1,269
Mexican Peso(CME)
Aug11 110722 859.2 861.5 859.2 859.2 -2.2      
Sep11 110722 857.2 858.8 852.8 855.0 -2.2 16,482 134,425 -503
Total Volume and Open Interest 16,482 134,760 -503
30-Year T-Bonds(CBOT)
Sep11 110722 125~030 125~310 125~020 125~270 +0~240 275,785 635,621 -8,223
Dec11 110722 123~240 124~150 123~190 124~110 +0~240 75 1,573 +23
Mar12 110722 122~290 122~290 122~050 122~290 +0~240 0 2 +0
Total Volume and Open Interest 275,860 637,196 -8,200
10-Year T-Notes(CBOT)
Sep11 110722 123~300 124~120 123~295 124~105 +0~105 956,902 1,892,107 -6,788
Dec11 110722 122~195 122~290 122~180 122~290 +0~110 776 16,613 -155
Mar12 110722 121~290 121~290 121~180 121~290 +0~110      
Total Volume and Open Interest 957,678 1,908,720 -6,943
5-Year T-Notes(CBOT)
Sep11 110722 120~041 120~079 120~039 120~066 +1~041 858,362 1,523,754 -20,958
Dec11 110722 119~035 119~035 119~008 119~035 +0~027 0 18 +0
Mar12 110722 118~059 118~059 118~032 118~059 +0~027      
Total Volume and Open Interest 446,857 1,571,460 +6,610
2 Year T-Notes(CBOT)
Sep11 110722 109~106 109~114 109~105 109~110 +0~005 218,712 1,046,432 +24,719
Dec11 110722 109~082 109~082 109~076 109~082 +0~006 6 1,092 +0
Mar12 110722 109~020 109~020 109~014 109~020 +0~006      
Total Volume and Open Interest 218,718 1,047,524 +24,719
Eurodollars(CME)
Sep11 110722 99.645 99.660 99.640 99.655 +0.015 244,482 1,177,921 -2,927
Dec11 110722 99.545 99.570 99.540 99.550 +0.010 278,753 1,164,828 -17,082
Mar12 110722 99.480 99.515 99.480 99.505 +0.025 231,879 1,431,603 -26,727
Jun12 110722 99.395 99.450 99.395 99.440 +0.040 182,383 1,343,051 -7,954
Sep12 110722 99.270 99.340 99.270 99.330 +0.055 159,001 1,043,847 -3,630
Dec12 110722 99.110 99.185 99.105 99.170 +0.060 128,262 712,696 -2,892
Mar13 110722 98.935 99.020 98.935 99.005 +0.060 133,409 685,434 -5,841
Jun13 110722 98.730 98.820 98.730 98.805 +0.065 136,001 435,125 +12,421
Sep13 110722 98.500 98.590 98.490 98.575 +0.070 106,936 453,463 +3,939
Dec13 110722 98.230 98.330 98.230 98.315 +0.075 79,481 319,971 -1,692
Mar14 110722 97.975 98.080 97.975 98.060 +0.075 55,669 257,419 -6,640
Jun14 110722 97.710 97.815 97.710 97.795 +0.075 58,542 194,855 -5,676
Sep14 110722 97.460 97.560 97.460 97.540 +0.080 36,594 108,832 +4,419
Dec14 110722 97.185 97.295 97.185 97.280 +0.085 25,028 103,947 +3,832
Mar15 110722 96.945 97.060 96.945 97.045 +0.085 19,847 99,424 -1,036
Jun15 110722 4.980 5.080 4.965 5.060 +0.085 15,132 73,029 -756
Sep15 110722 4.740 4.855 4.740 4.835 +0.085 12,442 59,270 +237
Dec15 110722 4.525 4.640 4.525 4.620 +0.085 10,943 50,030 +167
Total Volume and Open Interest 1,949,783 9,970,354 +9,970,354
30 Day Federal Funds(CBOT)
Jul11 110722 99.933 99.933 99.930 99.933 +0.003 1,724 68,313 +26
Aug11 110722 99.905 99.915 99.905 99.910 unch 4,657 62,710 +1,341
Sep11 110722 99.890 99.895 99.890 99.890 unch 7,005 62,020 +1,165
Oct11 110722 99.875 99.875 99.875 99.875 unch 3,645 49,782 +237
Nov11 110722 99.865 99.865 99.860 99.865 unch 4,278 48,179 +560
Dec11 110722 99.850 99.855 99.845 99.850 unch 6,309 55,259 -1,672
Total Volume and Open Interest 70,061 827,817 +4,182
30 Day Fed Funds(e-CBOT)
3-Mth Euro-Yen(CME)
Sep11 110722 99.660 99.660 99.660 99.660 -0.002 0 51 +0
Dec11 110722 99.658 99.658 99.658 99.658 -0.003 0 75 +0
Mar12 110722 99.655 99.655 99.655 99.655 unch      
Jun12 110722 99.650 99.650 99.650 99.650 unch      
Sep12 110722 99.585 99.585 99.585 99.585 unch      
Dec12 110722 99.635 99.635 99.635 99.635 unch      
Mar13 110722 99.635 99.635 99.635 99.635 unch      
Jun13 110722 99.590 99.590 99.590 99.590 unch      
Sep13 110722 99.450 99.450 99.450 99.450 unch      
Dec13 110722 99.310 99.310 99.310 99.310 unch      
Total Volume and Open Interest 0 126 +0
3-Mth Euro-Yen(SGX)
Sep11 110722 99.66 99.66 99.66 99.66 0.00 0 1,332 +0
Dec11 110722 99.66 99.66 99.66 99.66 0.00 0 1,392 +0
Mar12 110722 99.65 99.65 99.65 99.65 unch 0 1,823 +0
Jun12 110722 99.65 99.65 99.65 99.65 unch 0 1,374 +0
Sep12 110722 99.58 99.58 99.58 99.58 unch 0 411 +0
Dec12 110722 99.64 99.64 99.64 99.64 unch 0 26 +0
Mar13 110722 99.64 99.64 99.64 99.64 unch 0 1 +0
Jun13 110722 99.59 99.59 99.59 99.59 unch      
Total Volume and Open Interest 0 6,359 +0
Japanese Gov't Bonds(SGX)
Sep11 110722 141.53 141.53 141.25 141.47 -0.12 1,396 24,114 +1,750
Dec11 110722 140.96 140.96 140.96 140.96 -0.12 0 2 +0
Mar12 110722 138.87 138.87 138.87 138.87 -0.12      
Total Volume and Open Interest 1,396 24,116 +26
Euro-Bund(EUREX)
Sep11 110722 127.00 127.82 126.39 127.69 +0.68 923,862 970,572 -21,981
Dec11 110722 125.44 126.38 125.10 126.38 +0.67 39 686 +24
Mar12 110722 126.37 126.37 126.37 126.37 +0.68      
Total Volume and Open Interest 923,901 971,258 -21,957
Euro-Bobl(EUREX)
Sep11 110722 117.67 118.18 117.30 118.10 +0.40 565,538 761,001 -4,477
Dec11 110722 117.16 117.16 117.16 117.16 +0.40 0 696 -38
Mar12 110722 117.13 117.13 117.13 117.13 +0.40      
Total Volume and Open Interest 565,538 761,697 -4,515
3-Mth Euribor(EUREX)
Sep11 110722 98.305 98.320 98.305 98.320 +0.010 29 1,991 +4
Dec11 110722 98.215 98.235 98.215 98.235 +0.005 140 1,303 -110
Mar12 110722 98.160 98.195 98.160 98.195 +0.010 457 2,185 +427
Total Volume and Open Interest 975 8,497 +294
Long Gilt(LIFFE)
Sep11 110722 122~03 122~26 121~20 122~24 +2~14 122,925 366,434 -12,160
Dec11 110722 121~15 121~15 121~15 121~15 +0~20      
Total Volume and Open Interest 108,272 362,207 +849
3-Mth Short Sterling(LIFFE)
Sep11 110722 99.11 99.14 99.11 99.13 +0.01 35,132 411,710 -2,841
Dec11 110722 99.05 99.09 99.05 99.08 +0.02 29,240 538,902 +2,653
Mar12 110722 98.98 99.02 98.97 99.01 +0.02 27,128 477,309 +2,042
Jun12 110722 98.88 98.93 98.86 98.92 +0.03 44,255 329,850 -3,156
Sep12 110722 98.75 98.82 98.73 98.81 +0.04 53,298 337,003 +3,925
Dec12 110722 98.58 98.66 98.54 98.64 +0.04 73,604 296,503 +7,426
Total Volume and Open Interest 423,675 2,823,976 +33,360
3-Mth Euribor(LIFFE)
Sep11 110722 98.305 98.325 98.295 98.320 +0.010 103,696 723,076 -12,405
Dec11 110722 98.235 98.250 98.195 98.235 +0.005 108,309 581,219 +3,369
Mar12 110722 98.190 98.210 98.135 98.195 +0.010 109,951 497,939 +7,730
Total Volume and Open Interest 723,271 3,576,297 +10,135
3-Mth Aus T-Bills(SFE)
Sep11 110722 95.19 95.22 95.13 95.16 -0.03 38,588 273,052 -668
Dec11 110722 95.33 95.35 95.25 95.28 -0.05 39,877 266,726 +8,813
Mar12 110722 95.40 95.43 95.32 95.35 -0.05 18,226 150,574 +328
Jun12 110722 95.43 95.46 95.34 95.36 -0.06 3,110 88,951 +221
Sep12 110722 95.40 95.42 95.32 95.33 -0.06 2,794 54,918 +229
Dec12 110722 95.36 95.36 95.27 95.28 -0.05 846 31,676 -632
Mar13 110722 95.22 95.23 95.19 95.23 -0.03 384 33,132 -313
Jun13 110722 95.13 95.16 95.12 95.16 -0.02 274 11,883 +98
Sep13 110722 95.05 95.10 95.05 95.10 unch 15 2,020 +14
Dec13 110722 94.96 94.97 94.96 94.97 -0.03 3 1,428 +3
Total Volume and Open Interest 104,117 914,526 +8,093
10-Year Aus T-Bonds(SFE)
Sep11 110722 95.04 95.07 94.96 95.03 -0.01 69,229 415,374 +9,441
Dec11 110722 95.03 95.03 95.03 95.03 -0.01      
Total Volume and Open Interest 69,229 415,374 +9,441
3-Year Aus T-Bonds(SFE)
Sep11 110722 95.59 95.65 95.49 95.54 -0.05 226,791 758,846 +34,822
Dec11 110722 95.54 95.54 95.54 95.54 -0.05      
Total Volume and Open Interest 226,791 758,846 -13,817
Gold(CMX)
Aug11 110722 1589.7 1607.7 1583.2 1601.5 +14.5 153,916 245,339 -5,487
Oct11 110722 1590.3 1608.4 1584.5 1602.6 +14.5 1,988 16,310 +692
Dec11 110722 1594.5 1609.8 1585.9 1603.7 +14.6 17,287 178,157 +8,878
Feb12 110722 1594.5 1610.0 1589.6 1605.1 +14.6 925 11,560 +101
Apr12 110722 1591.3 1610.2 1591.3 1606.6 +14.6 163 6,133 -13
Jun12 110722 1597.4 1610.5 1594.7 1608.3 +14.6 89 14,477 +53
Aug12 110722 1610.1 1611.3 1610.1 1610.2 +14.6 2 5,015 -1
Oct12 110722 1599.2 1612.3 1599.2 1612.3 +14.4 1 4,111 -1
Dec12 110722 1602.0 1617.8 1600.2 1614.7 +14.3 216 11,727 +16
Feb13 110722 1613.8 1617.4 1613.8 1617.4 +14.3 0 1,560 +0
Apr13 110722 1620.5 1620.5 1620.5 1620.5 +14.2 0 201 +0
Jun13 110722 1624.0 1624.0 1624.0 1624.0 +14.0 25 11,076 +11
Total Volume and Open Interest 175,079 546,631 +4,289
Silver(CMX)
Jul11 110722 3919.0 4025.5 3919.0 4011.3 +117.6 142 352 -28
Sep11 110722 3933.5 4030.0 3886.5 4012.2 +117.5 66,670 59,833 -590
Dec11 110722 3938.0 4030.0 3892.0 4014.5 +117.6 2,608 27,168 +725
Mar12 110722 3897.0 4020.0 3897.0 4014.5 +117.7 126 5,267 -2
May12 110722 4000.0 4014.0 4000.0 4013.3 +117.7 123 1,617 +39
Jul12 110722 4012.0 4012.0 4012.0 4012.0 +117.7 102 1,759 +0
Sep12 110722 3933.5 4011.5 3932.5 4010.0 +117.7 12 222 +4
Total Volume and Open Interest 71,025 116,336 +337
Platinum(NYMEX)
Jul11 110722 1792.0 1798.0 1792.0 1797.3 +10.6 13 14 +10
Oct11 110722 1789.8 1805.8 1784.6 1798.4 +10.6 3,087 31,023 +297
Jan12 110722 1791.9 1803.0 1791.9 1801.4 +11.1 35 1,150 +7
Apr12 110722 1804.3 1804.3 1804.3 1804.3 +11.1 9 119 +9
Total Volume and Open Interest 3,144 32,322 +323
Palladium(NYMEX)
Sep11 110722 808.25 814.00 799.50 806.40 -2.60 2,457 21,249 +67
Dec11 110722 808.30 815.00 806.00 807.60 -2.50 40 854 +30
Mar12 110722 153.44 153.44 153.44 153.44 -2.50 1 53 +1
Total Volume and Open Interest 2,498 22,157 +98
Copper(CMX)
Jul11 110722 440.00 441.20 437.50 440.45 +2.70 250 1,728 -62
Sep11 110722 438.50 442.60 437.50 441.00 +2.65 23,666 92,458 +307
Dec11 110722 440.95 444.55 439.70 442.95 +2.65 2,057 36,902 +265
Mar12 110722 443.30 444.40 441.65 444.15 +2.70 1,204 13,002 +486
May12 110722 444.40 444.40 444.40 444.40 +2.75 348 2,113 +105
Total Volume and Open Interest 28,546 154,311 +1,435
DJIA Index(CBOT)
Sep11 110722 12696 12745 12605 12621 -69 289 15,670 +37
Dec11 110722 12549 12549 12549 12549 -69 0 86 +0
Mar12 110722 12480 12480 12480 12480 -69      
Jun12 110722 12410 12410 12410 12410 -69      
Total Volume and Open Interest 289 15,756 +37
Mini DJIA Index(CBOT)
Sep11 110722 12686 12749 12592 12621 -69 89,020 113,639 -6,716
Dec11 110722 12638 12667 12528 12549 -69 44 414 -4
Mar12 110722 12480 12480 12480 12480 -69 0 11 +0
Jun12 110722 12410 12410 12410 12410 -69      
Total Volume and Open Interest 89,064 114,064 -6,720
S & P 500(CME)
Sep11 110722 1340.50 1347.70 1333.00 1341.00 -1.50 14,907 264,071 +2,548
Dec11 110722 1328.20 1336.40 1328.20 1335.40 -1.50 0 10,978 -3
Mar12 110722 1329.90 1329.90 1323.40 1329.90 -1.50 0 11 +0
Jun12 110722 1324.90 1324.90 1318.40 1324.90 -1.50 0 5 +0
Total Volume and Open Interest 14,907 275,065 +2,545
S & P 500 E-Mini(Globex)
Sep11 110722 1341.25 1347.75 1332.75 1341.00 -1.50 1,637,321 2,594,680 +8,820
Dec11 110722 1336.25 1341.75 1327.50 1335.50 -1.50 321 13,182 +31
Total Volume and Open Interest 1,637,657 2,608,073 +8,851
NASDAQ 100(CME)
Sep11 110722 2406.80 2431.00 2396.80 2428.00 +18.00 1,710 17,861 -652
Dec11 110722 2419.00 2425.00 2398.00 2422.50 +17.70 0 1 +0
Mar12 110722 2418.30 2418.30 2414.80 2418.30 +17.80      
Total Volume and Open Interest 1,710 17,862 -652
NASDAQ 100 E-Mini(Globex)
Sep11 110722 2402.50 2429.80 2396.30 2428.00 +18.00 253,753 345,866 -17,540
Dec11 110722 2404.30 2422.50 2393.50 2422.50 +17.70 154 407 -7
Total Volume and Open Interest 253,907 346,280 -17,547
S & P Midcap 400(CME)
Sep11 110722 988.00 990.00 982.00 988.70 -0.30 1 2,547 +0
Dec11 110722 987.20 987.20 986.50 987.20 -0.30      
Mar12 110722 985.50 985.50 984.80 985.50 -0.30      
Total Volume and Open Interest 1 2,547 +0
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Sep11 110722 10125 10190 10100 10150 +250 10,081 32,259 +593
Dec11 110722 10120 10120 10090 10120 +30 0 26 +0
Total Volume and Open Interest 8,109 37,071 -361
Nikkei 225(SGX)
Sep11 110722 10015 10155 9970 10130 +125 72,336 191,224 -1,975
Dec11 110722 10000 10100 10000 10100 +155 56 8,204 +0
Mar12 110722 10070 10070 10070 10070 +130 0 10 +0
Total Volume and Open Interest 73,590 209,815 -1,353
CAC 40(EURONEXT)
Aug11 110722 3856.0 3872.0 3820.0 3849.5 +31.0 151,354 316,381 +2,974
Sep11 110722 3847.5 3868.5 3818.0 3847.0 +30.5 800 36,931 +432
Oct11 110722 3847.0 3847.0 3847.0 3847.0 +29.0      
Total Volume and Open Interest 152,155 353,345 +3,407
Hang Seng Index(HKFE)
Jul11 110722 22201 22478 22191 22470 +511 84,882 89,966 +939
Aug11 110722 22150 22438 22150 22438 +518 1,790 4,527 +828
Sep11 110722 22065 22342 22065 22338 +514 540 3,661 -41
Total Volume and Open Interest 87,399 102,132 +1,745
DAX(EUREX)
Sep11 110722 7359.0 7373.5 7281.5 7336.5 +25.0 148,021 159,871 +732
Dec11 110722 7388.5 7400.0 7320.0 7365.0 +25.5 537 8,678 +283
Mar12 110722 7416.0 7427.0 7355.0 7398.5 +26.0 60 364 +40
Total Volume and Open Interest 148,618 168,913 +1,055
FT-SE 100(EURONEXT)
Sep11 110722 5887.00 5931.00 5865.50 5891.00 +22.50 110,803 658,492 -7,596
Dec11 110722 5885.00 5885.00 5866.50 5866.50 +22.50 12 822 +12
Mar12 110722 5829.50 5829.50 5829.50 5829.50 +22.50 20 153 +10
Total Volume and Open Interest 110,845 659,517 -7,564
SPI 200(SFE)
Sep11 110722 4536.0 4587.0 4504.0 4587.0 +53.0 37,287 198,457 -3,782
Dec11 110722 4522.0 4601.0 4522.0 4601.0 +52.0 92 4,704 +85
Mar12 110722 4588.0 4588.0 4588.0 4588.0 +55.0 1 1,738 +0
Total Volume and Open Interest 37,773 212,397 -3,699
GSCI(CME)
Aug11 110722 42.14 46.39 39.44 45.64 +5.00 58 9,297 +25
Sep11 110722 46.64 47.39 39.64 46.64 +5.00 2 0 +0
Oct11 110722 47.64 48.39 39.64 47.64 +5.00      
Total Volume and Open Interest 60 9,297 +25
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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