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MRCI's End of Day Prices

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MRCI's End of Day Prices
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Daily Futures Price Listing Mon July 25, 2011
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Aug11 110725 1369.25 1371.50 1351.50 1365.50 -14.75 25,611 49,398 -3,811
Sep11 110725 1368.75 1372.75 1351.25 1364.50 -16.50 12,389 39,539 +560
Nov11 110725 1377.50 1380.50 1358.25 1372.00 -16.25 73,500 306,790 +4,404
Jan12 110725 1388.00 1390.00 1368.25 1382.00 -15.75 5,212 51,952 -122
Mar12 110725 1388.75 1400.25 1372.50 1385.75 -14.50 2,094 25,856 +159
May12 110725 1386.25 1396.50 1370.00 1383.75 -12.75 1,700 32,172 +176
Jul12 110725 1390.00 1398.50 1371.75 1385.50 -13.00 1,718 16,323 +301
Total Volume and Open Interest 123,014 546,315 +1,891
Soybean Meal(CBOT)
Aug11 110725 359.00 359.60 351.80 355.80 -7.20 15,048 22,534 -377
Sep11 110725 361.50 361.80 356.60 358.30 -5.70 8,439 34,774 +745
Oct11 110725 361.80 369.30 358.50 359.90 -5.90 1,803 14,751 -45
Dec11 110725 365.60 366.90 361.10 363.10 -6.20 29,697 82,577 +3,604
Jan12 110725 366.00 370.80 363.40 364.70 -6.10 2,060 7,161 +194
Mar12 110725 367.00 369.80 364.70 366.60 -5.90 820 5,889 +7
May12 110725 368.00 370.80 364.00 365.80 -5.00 1,645 7,574 +284
Jul12 110725 367.70 370.30 363.50 365.70 -4.60 523 2,165 +65
Total Volume and Open Interest 60,177 181,388 +4,516
Soybean Oil(CBOT)
Aug11 110725 56.41 56.41 55.36 56.10 -0.41 21,455 29,910 -2,045
Sep11 110725 56.50 56.55 55.55 56.30 -0.48 11,515 43,404 +435
Oct11 110725 56.70 57.06 55.78 56.51 -0.50 3,135 18,913 -3
Dec11 110725 57.22 57.26 56.20 56.95 -0.53 41,270 152,424 -1,860
Jan12 110725 57.27 57.31 56.48 57.21 -0.52 1,511 23,266 +273
Mar12 110725 57.48 57.50 56.76 57.50 -0.51 531 13,387 +139
May12 110725 57.00 57.60 56.88 57.60 -0.51 529 7,665 -28
Jul12 110725 57.27 57.70 56.98 57.70 -0.51 275 3,391 +44
Total Volume and Open Interest 80,330 295,419 -2,967
Canola(WCE)
Nov11 110725 560.5 560.5 549.0 551.9 -9.0 13,651 122,008 +1,604
Jan12 110725 565.5 565.5 557.4 560.1 -8.9 4,106 16,957 -383
Mar12 110725 571.5 572.2 564.9 567.3 -9.1 545 6,380 +66
May12 110725 577.5 577.5 570.0 572.4 -8.8 457 4,130 +181
Jul12 110725 579.9 580.4 574.8 577.0 -8.0 154 2,722 +52
Total Volume and Open Interest 18,986 153,771 +1,554
Corn(CBOT)
Sep11 110725 678.25 687.50 671.75 678.75 -11.25 59,580 363,739 -1,796
Dec11 110725 673.50 679.00 666.25 674.50 -11.00 144,427 515,477 +2,308
Mar12 110725 686.25 691.25 679.00 687.25 -11.00 20,067 125,949 +3,189
May12 110725 695.25 696.25 686.00 693.75 -11.25 3,867 27,158 +33
Jul12 110725 699.00 701.75 691.75 699.50 -11.50 4,624 71,179 +841
Sep12 110725 656.00 660.50 651.50 657.75 -4.75 197 7,965 -20
Total Volume and Open Interest 238,519 1,208,402 +5,546
Wheat(CBOT)
Sep11 110725 683.75 695.25 671.50 688.50 -3.75 52,824 153,363 -2,614
Dec11 110725 723.00 737.00 711.00 729.00 -2.00 24,972 144,082 +471
Mar12 110725 758.00 766.25 743.50 761.75 -1.75 5,595 46,903 +251
May12 110725 774.50 781.50 763.50 777.75 -3.75 1,227 9,857 +260
Jul12 110725 787.25 792.50 775.50 789.50 -4.00 1,996 43,123 +365
Total Volume and Open Interest 87,902 420,960 -1,278
Wheat(KCBT)
Sep11 110725 774.50 778.00 759.50 770.50 -9.50 13,579 74,151 +953
Dec11 110725 796.75 801.75 784.50 796.25 -8.00 8,732 58,346 +776
Mar12 110725 809.25 816.00 797.75 810.00 -6.75 1,608 17,643 +244
May12 110725 817.50 821.25 805.00 814.50 -7.00 380 3,309 +68
Jul12 110725 816.50 823.25 805.25 814.50 -8.00 553 13,771 -19
Total Volume and Open Interest 24,996 170,365 +2,062
Wheat(MGE)
Sep11 110725 834.50 835.75 818.50 830.75 -7.75 2,851 20,391 +382
Dec11 110725 837.75 837.75 821.50 833.75 -8.00 1,690 19,665 -178
Mar12 110725 844.50 846.50 831.50 842.75 -9.00 523 6,497 -86
May12 110725 850.00 851.00 836.00 846.75 -8.75 151 2,867 -24
Jul12 110725 849.00 853.00 839.50 849.00 -8.25 240 4,807 -48
Total Volume and Open Interest 5,559 58,065 +62
Oats(CBOT)
Sep11 110725 351.75 351.75 345.75 351.50 -1.50 114 4,059 -24
Dec11 110725 363.50 363.50 357.00 363.50 -1.50 193 7,362 +70
Mar12 110725 368.75 375.50 368.75 374.00 -1.50 21 824 +2
May12 110725 380.50 382.00 380.50 380.50 -1.50 5 26 +4
Total Volume and Open Interest 333 12,300 +52
Rough Rice(CBOT)
Sep11 110725 16.63 17.19 16.57 17.16 +0.42 811 10,895 +10
Nov11 110725 16.99 17.47 16.88 17.45 +0.41 167 5,348 +6
Jan12 110725 17.27 17.75 17.25 17.75 +0.42 48 540 -1
Mar12 110725 17.58 18.04 17.55 18.04 +0.41 37 708 +6
Total Volume and Open Interest 1,063 17,503 +21
Live Cattle(CME)
Aug11 110725 109.850 111.000 109.600 110.650 +0.100 11,191 60,345 -1,651
Oct11 110725 114.750 115.500 114.200 114.900 -0.500 19,401 128,122 +3,969
Dec11 110725 118.230 119.050 117.950 118.800 -0.350 8,564 83,217 +125
Feb12 110725 121.350 122.580 121.230 122.200 -0.400 3,131 28,894 +15
Apr12 110725 123.580 124.580 123.035 124.200 -0.185 914 16,273 -100
Jun12 110725 120.480 121.700 120.480 121.400 -0.200 362 6,135 +18
Total Volume and Open Interest 43,761 323,908 +2,416
Feeder Cattle(CME)
Aug11 110725 135.500 136.550 134.900 136.050 -0.350 2,408 14,541 -199
Sep11 110725 136.500 137.985 136.035 137.380 unch 1,260 10,655 +171
Oct11 110725 137.750 138.785 136.985 138.200 -0.700 1,095 8,583 +111
Nov11 110725 137.800 139.100 137.400 138.985 -0.145 426 4,085 -41
Jan12 110725 137.435 138.950 137.035 138.500 unch 74 1,865 +12
Mar12 110725 136.650 138.550 136.650 138.500 -0.485 78 473 +43
Apr12 110725 137.100 138.750 137.100 138.250 -0.250 7 143 +0
Total Volume and Open Interest 5,364 40,444 +95
Lean Hogs(CME)
Aug11 110725 100.730 101.550 100.150 100.930 +0.100 8,042 26,981 -925
Oct11 110725 92.800 93.385 91.800 92.480 -0.100 6,919 87,835 +913
Dec11 110725 89.350 89.550 88.385 88.800 -0.380 3,917 64,330 -47
Feb12 110725 90.900 91.350 90.500 90.900 -0.330 1,420 30,191 -109
Apr12 110725 92.000 92.080 91.400 91.885 -0.115 596 18,280 +198
May12 110725 95.250 95.250 94.900 95.200 -0.550 8 750 +8
Jun12 110725 97.500 97.900 97.250 97.680 -0.320 322 9,784 +121
Jul12 110725 96.330 96.500 96.000 96.150 -0.450 170 3,011 +102
Total Volume and Open Interest 21,412 243,583 +262
Class III Milk(CME)
Jul11 110725 21.37 21.37 21.31 21.33 unch 178 7,127 +673
Aug11 110725 21.31 21.34 21.24 21.26 -0.06 382 6,412 +26
Sep11 110725 20.34 20.40 20.19 20.36 +0.10 344 5,911 +113
Oct11 110725 19.44 19.52 19.36 19.44 +0.08 157 4,762 +36
Nov11 110725 18.55 18.60 18.50 18.55 +0.02 233 3,926 +46
Total Volume and Open Interest 1,463 37,576 +177
Cocoa(ICE)
Sep11 110725 3065 3065 2973 2996 -69 6,120 66,687 -538
Dec11 110725 3085 3090 2998 3025 -68 2,481 43,258 +1,064
Mar12 110725 3113 3113 3048 3071 -70 181 34,223 +62
May12 110725 3110 3115 3048 3073 -70 16 11,193 -2
Jul12 110725 3118 3120 3058 3078 -70 28 4,420 +24
Sep12 110725 3117 3124 3063 3083 -70 38 7,096 +33
Dec12 110725 3127 3129 3078 3086 -68 3 3,873 +1
Total Volume and Open Interest 8,868 174,107 +644
Coffee "C"(ICE)
Sep11 110725 241.50 245.00 241.05 242.90 +1.40 12,661 51,198 -1,388
Dec11 110725 245.75 248.60 245.20 247.15 +1.40 4,772 37,662 +860
Mar12 110725 250.00 251.40 248.05 250.05 +1.40 586 9,968 +104
May12 110725 250.50 253.05 250.40 251.75 +1.50 381 4,703 +212
Jul12 110725 251.45 252.45 251.45 251.65 +1.35 33 1,867 -2
Sep12 110725 251.00 252.00 251.00 251.35 +1.50 13 1,653 +7
Total Volume and Open Interest 18,454 108,522 -203
Orange Juice(ICE)
Sep11 110725 197.30 199.65 196.70 198.75 +1.45 752 26,540 +47
Nov11 110725 185.70 188.00 185.50 187.70 +1.85 173 6,738 +76
Jan12 110725 178.60 179.15 178.40 178.85 +0.35 60 1,596 +57
Mar12 110725 176.05 176.75 176.05 176.65 +0.15 2 311 +1
May12 110725 174.95 174.95 174.95 174.95 +0.10 2 222 +0
Jul12 110725 174.75 174.75 174.75 174.75 -0.10 1 128 +1
Total Volume and Open Interest 990 35,546 +182
Sugar #11(ICE)
Oct11 110725 31.30 31.68 30.58 30.74 -0.60 52,083 308,592 +4,659
Mar12 110725 29.80 30.14 29.26 29.49 -0.41 17,243 148,648 -233
May12 110725 28.10 28.25 27.55 27.78 -0.33 6,140 47,608 +296
Jul12 110725 26.84 26.90 26.22 26.50 -0.30 4,054 66,859 +271
Oct12 110725 25.66 25.84 25.23 25.53 -0.23 1,664 29,448 +821
Total Volume and Open Interest 83,074 639,996 +6,178
London Cocoa(LCE)
Sep11 110725 1897 1907 1867 1870 -31 3,977 73,806 -308
Dec11 110725 1927 1938 1896 1900 -31 2,133 46,620 +831
Mar12 110725 1948 1957 1917 1921 -31 947 37,812 +29
May12 110725 1952 1964 1926 1929 -31 430 13,623 +196
Jul12 110725 1965 1966 1929 1934 -32 88 4,695 +44
Sep12 110725 1970 1970 1939 1944 -29 3 4,383 +1
Dec12 110725 1946 1946 1946 1946 -27 0 7,355 +0
Total Volume and Open Interest 7,578 189,161 +793
London Sugar(LCE)
Oct11 110725 814.30 821.00 796.50 797.40 -15.30 2,626 25,946 +42
Dec11 110725 763.00 767.00 745.80 747.40 -15.30 892 6,204 +108
Mar12 110725 749.00 754.50 734.50 736.30 -11.50 499 9,163 +161
May12 110725 719.00 723.00 707.20 707.20 -8.60 113 3,207 -23
Aug12 110725 686.80 686.80 677.20 677.20 -7.70 174 1,877 +145
Total Volume and Open Interest 4,313 47,773 +434
Cotton(ICE)
Oct11 110725 98.91 98.96 95.21 97.09 -2.05 49 533 -4
Dec11 110725 98.00 98.99 95.13 96.76 -1.88 7,648 97,284 +361
Mar12 110725 96.91 97.10 93.53 95.23 -1.60 2,266 22,341 -198
May12 110725 95.93 95.98 93.58 94.73 -1.30 394 5,454 -48
Jul12 110725 95.83 95.83 93.20 94.37 -1.36 992 7,152 +416
Oct12 110725 93.64 93.64 93.64 93.64 -1.36 0 3 +0
Total Volume and Open Interest 11,445 136,384 +532
Lumber(CME)
Sep11 110725 261.2 266.8 255.1 255.1 -4.1 198 5,925 -10
Nov11 110725 274.7 279.9 268.0 268.0 -7.3 68 2,260 +47
Jan12 110725 295.8 297.1 288.7 292.9 -2.1 32 825 +12
Mar12 110725 304.5 305.5 300.0 300.0 -1.0 1 92 +1
Total Volume and Open Interest 299 9,103 +50
Crude Oil(NYM)
Sep11 110725 99.76 99.87 98.52 99.20 -0.67 293,973 381,714 +5,321
Oct11 110725 99.99 100.11 98.85 99.60 -0.60 74,570 93,310 +5,137
Nov11 110725 100.37 100.50 99.29 100.05 -0.53 41,281 73,456 +3,627
Dec11 110725 100.71 100.85 99.59 100.48 -0.46 57,534 201,442 +566
Jan12 110725 100.43 101.08 99.98 100.87 -0.40 7,335 50,237 -521
Feb12 110725 100.45 101.39 100.28 101.22 -0.38 4,726 26,286 -67
Mar12 110725 100.74 101.80 100.68 101.55 -0.35 7,757 35,715 +1,175
Apr12 110725 101.34 102.00 101.34 101.86 -0.33 4,396 22,121 -579
May12 110725 101.60 102.30 101.60 102.16 -0.31 3,554 17,791 -403
Jun12 110725 101.89 102.47 101.50 102.45 -0.29 13,370 77,709 +1,012
Jul12 110725 102.45 102.79 102.45 102.72 -0.27 2,418 29,863 -1,139
Aug12 110725 102.58 102.93 102.58 102.93 -0.25 2,226 16,116 +271
Sep12 110725 102.96 103.13 102.96 103.13 -0.23 1,282 18,715 +157
Oct12 110725 103.32 103.32 103.32 103.32 -0.21 581 11,107 -206
Nov12 110725 103.52 103.52 103.52 103.52 -0.20 720 20,894 -332
Dec12 110725 103.00 103.90 102.62 103.75 -0.19 19,450 150,512 -146
Total Volume and Open Interest 549,531 1,490,789 +14,854
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 110725 99.750 99.750 98.525 99.200 -0.675 8,905 3,457 +237
Oct11 110725 100.025 100.100 98.875 99.600 -0.600 276 443 +24
Nov11 110725 99.850 100.275 99.450 100.050 -0.525 70 179 +0
Dec11 110725 100.650 100.750 99.700 100.475 -0.475 15 266 -6
Jan12 110725 100.875 100.875 100.875 100.875 -0.400 1 10 +0
Feb12 110725 101.225 101.225 101.225 101.225 -0.375 1 3 +0
Mar12 110725 101.550 101.550 101.550 101.550 -0.350 0 11 +0
Apr12 110725 101.850 101.850 101.850 101.850 -0.350 0 1 +0
Total Volume and Open Interest 9,269 4,557 +200
Heating Oil(NYM)
Aug11 110725 312.26 312.60 309.00 310.78 -2.02 22,757 44,611 -5,284
Sep11 110725 314.25 314.25 310.28 312.07 -2.08 33,067 82,097 +3,066
Oct11 110725 314.84 315.13 311.68 313.47 -2.05 8,306 36,609 -624
Nov11 110725 314.90 316.42 313.33 315.02 -2.05 3,146 26,431 +160
Dec11 110725 317.11 318.15 314.89 316.51 -2.06 7,652 38,155 -49
Jan12 110725 316.68 319.43 316.37 317.93 -2.07 1,847 24,259 +232
Feb12 110725 317.00 319.07 317.00 318.03 -2.05 939 10,687 +158
Mar12 110725 317.75 318.41 316.89 316.98 -2.04 600 7,415 -164
Apr12 110725 314.10 316.23 314.10 314.80 -2.04 210 3,926 -14
May12 110725 312.05 312.80 312.05 312.80 -2.01 114 2,994 -1
Jun12 110725 312.98 313.34 311.38 312.05 -1.96 595 21,688 +22
Jul12 110725 311.70 312.60 311.70 312.60 -1.96 41 1,967 -13
Total Volume and Open Interest 79,647 312,529 -2,457
Gasoline(NYMEX)
Aug11 110725 312.87 313.75 309.02 312.64 -0.37 30,159 35,597 -5,982
Sep11 110725 310.00 310.00 305.00 308.17 -0.89 43,521 87,808 +7,939
Oct11 110725 294.52 295.75 292.04 294.90 -1.18 15,389 34,581 +1,438
Nov11 110725 290.00 292.20 288.74 291.47 -1.30 6,534 17,512 +586
Dec11 110725 288.71 290.46 286.95 289.74 -1.36 6,720 31,600 -16
Jan12 110725 288.33 290.61 288.33 289.93 -1.41 1,401 11,113 +469
Feb12 110725 291.92 291.92 290.61 291.21 -1.40 677 5,625 +59
Mar12 110725 292.71 293.19 292.71 292.91 -1.41 796 7,911 +48
Apr12 110725 303.91 303.91 303.91 303.91 -1.47 348 5,422 +67
May12 110725 302.10 303.86 302.10 303.86 -1.49 213 1,879 +76
Total Volume and Open Interest 107,580 258,598 +4,259
e-miNY RBOB Gasoline(NYM)
Aug11 110725 312.60 312.64 312.60 312.60 -0.40 0 3 +0
Sep11 110725 308.20 308.20 308.17 308.20 -0.90      
Oct11 110725 294.90 294.90 294.90 294.90 -1.20 0 1 +0
Nov11 110725 291.50 291.50 291.47 291.50 -1.30      
Total Volume and Open Interest 0 6 +0
Natural Gas(NYM)
Aug11 110725 4.413 4.459 4.343 4.386 -0.013 137,593 43,067 -15,699
Sep11 110725 4.367 4.430 4.312 4.355 -0.015 75,446 232,153 +5,315
Oct11 110725 4.386 4.440 4.327 4.368 -0.017 40,174 141,029 -756
Nov11 110725 4.494 4.538 4.431 4.472 -0.021 21,565 101,877 +1,824
Dec11 110725 4.668 4.710 4.610 4.642 -0.026 10,076 48,675 +221
Jan12 110725 4.783 4.810 4.705 4.742 -0.028 16,076 111,667 +624
Feb12 110725 4.797 4.809 4.707 4.741 -0.029 2,828 25,611 +564
Mar12 110725 4.743 4.764 4.671 4.700 -0.030 5,268 46,839 +80
Apr12 110725 4.662 4.683 4.591 4.619 -0.033 6,050 49,746 +428
May12 110725 4.695 4.695 4.632 4.639 -0.032 509 10,035 -103
Jun12 110725 4.690 4.698 4.655 4.668 -0.032 590 11,621 -11
Jul12 110725 4.747 4.747 4.686 4.706 -0.031 399 8,884 -48
Aug12 110725 4.787 4.787 4.725 4.737 -0.030 323 9,020 -39
Sep12 110725 4.800 4.800 4.730 4.745 -0.030 316 7,137 -8
Oct12 110725 4.818 4.840 4.766 4.785 -0.031 1,820 34,384 +776
Nov12 110725 4.923 4.923 4.916 4.923 -0.031 122 5,154 -12
Total Volume and Open Interest 321,534 965,975 -5,575
Brent Crude Oil(ICE)
Sep11 110725 118.36 118.45 116.92 117.94 -0.73 184,004 195,663 -4,886
Oct11 110725 117.92 118.26 116.78 117.83 -0.71 74,239 141,479 +5,387
Nov11 110725 118.00 118.31 116.85 117.92 -0.70 28,102 49,905 +765
Dec11 110725 118.11 118.36 116.89 117.98 -0.70 39,972 96,958 +302
Jan12 110725 118.06 118.34 116.98 117.99 -0.68 5,687 23,422 -234
Feb12 110725 118.10 118.10 116.91 117.93 -0.67 2,756 17,407 -169
Mar12 110725 117.55 118.01 116.82 117.85 -0.66 2,843 35,346 +559
Apr12 110725 117.44 117.92 116.73 117.76 -0.64 1,491 14,178 +358
May12 110725 117.32 117.83 116.63 117.65 -0.64 1,028 8,303 +274
Jun12 110725 117.25 117.78 116.46 117.55 -0.63 5,802 39,143 -382
Jul12 110725 117.47 117.47 117.47 117.47 -0.61 981 9,004 +253
Aug12 110725 117.34 117.34 117.34 117.34 -0.58 291 6,023 -128
Sep12 110725 117.17 117.17 117.17 117.17 -0.55 149 7,570 -21
Oct12 110725 116.99 116.99 116.99 116.99 -0.53 216 3,484 -59
Total Volume and Open Interest 357,534 798,924 +2,304
Gas Oil(ICE)
Aug11 110725 977.75 980.00 969.50 978.75 -4.00 55,513 98,370 -7,840
Sep11 110725 985.50 985.50 972.50 981.75 -3.75 47,789 131,873 -125
Oct11 110725 986.00 986.00 975.25 984.25 -3.75 13,225 62,543 +5,084
Nov11 110725 981.50 986.75 977.00 985.75 -3.75 4,650 35,534 +1,192
Dec11 110725 984.50 988.50 978.25 987.25 -3.75 9,237 60,394 +737
Jan12 110725 982.50 989.50 982.50 989.25 -3.75 1,612 36,817 -77
Feb12 110725 986.25 990.25 983.00 989.50 -4.00 636 11,590 -136
Mar12 110725 987.50 989.75 983.25 989.75 -4.00 1,092 13,193 +184
Apr12 110725 988.75 989.25 987.00 989.25 -4.00 44 8,416 -14
May12 110725 988.00 988.75 986.25 988.75 -3.75 144 7,607 +36
Total Volume and Open Interest 137,867 567,137 -1,408
Ethanol(CBOT)
Jul11 110706 2.758 2.795 2.758 2.761 +0.027 42 209 -19
Aug11 110725 2.921 2.988 2.920 2.983 +0.041 204 615 -115
Sep11 110725 2.780 2.819 2.777 2.808 +0.014 475 1,652 -5
Oct11 110725 2.640 2.670 2.638 2.665 +0.006 259 1,404 +124
Nov11 110725 2.555 2.580 2.555 2.577 -0.003 124 1,050 -29
Dec11 110725 2.511 2.531 2.510 2.528 -0.015 32 1,272 +3
Jan12 110725 2.493 2.514 2.493 2.508 -0.012 31 791 +18
Feb12 110725 2.505 2.505 2.505 2.505 -0.014 14 326 +10
Total Volume and Open Interest 1,250 8,976 +57
WTI Crude Oil(ICE
Sep11 110725 99.61 99.77 98.50 99.20 -0.67 73,807 80,790 +982
Oct11 110725 99.60 100.10 98.82 99.60 -0.60 24,519 36,372 -451
Nov11 110725 99.51 100.50 99.26 100.05 -0.53 10,283 23,384 -112
Dec11 110725 99.85 100.85 99.55 100.48 -0.46 20,133 89,347 +590
Jan12 110725 100.26 101.04 100.02 100.87 -0.40 3,406 17,085 -135
Feb12 110725 100.87 101.46 100.39 101.22 -0.38 2,791 6,298 +550
Mar12 110725 100.88 101.76 100.81 101.55 -0.35 2,824 15,024 +362
Apr12 110725 101.60 101.86 101.60 101.86 -0.33 1,252 4,663 -140
May12 110725 102.03 102.16 102.03 102.16 -0.31 1,710 3,512 -614
Jun12 110725 102.01 102.45 101.63 102.45 -0.29 4,380 29,545 +1,429
Jul12 110725 102.72 102.72 102.72 102.72 -0.27 192 4,195 -55
Aug12 110725 102.93 102.93 102.93 102.93 -0.25 42 1,218 -4
Sep12 110725 103.13 103.13 103.13 103.13 -0.23 17 5,061 +9
Oct12 110725 103.32 103.32 103.32 103.32 -0.21 605 1,131 +93
Nov12 110725 103.52 103.52 103.52 103.52 -0.20 73 2,549 -9
Dec12 110725 103.10 103.88 102.63 103.75 -0.19 4,809 49,277 -120
Total Volume and Open Interest 153,153 441,644 +3,140
US Dollar Index(ICE)
Sep11 110725 74.180 74.510 74.175 74.255 -0.158 44,564 50,696 +3,877
Dec11 110725 74.810 74.840 74.675 74.675 -0.182 61 672 +1
Mar12 110725 75.125 75.125 75.125 75.125 -0.198 0 1 +0
Total Volume and Open Interest 44,625 51,369 +3,878
Australian Dollar(CME)
Sep11 110725 107.75 108.00 107.17 107.82 unch 121,864 130,899 +3,583
Dec11 110725 106.30 106.78 106.10 106.64 +0.01 46 454 +1
Mar12 110725 105.52 105.52 105.50 105.52 +0.02 2 2 +0
Total Volume and Open Interest 121,912 131,358 +3,584
British Pound(CME)
Sep11 110725 163.19 163.27 162.51 162.87 -0.09 125,841 99,671 -1,400
Dec11 110725 162.68 162.80 162.51 162.69 -0.08 24 258 +9
Mar12 110725 162.52 162.59 162.52 162.52 -0.07 0 2 +0
Total Volume and Open Interest 125,865 99,937 -1,391
Canadian Dollar(CME)
Sep11 110725 105.29 105.85 104.84 105.65 +0.42 84,983 120,058 +3,039
Dec11 110725 104.71 105.59 104.65 105.41 +0.42 158 3,910 -12
Mar12 110725 105.13 105.20 104.72 105.13 +0.41 20 615 -15
Jun12 110725 104.70 104.96 104.42 104.87 +0.45 0 276 +0
Total Volume and Open Interest 85,163 125,002 +3,012
Japanese Yen(CME)
Sep11 110725 127.80 128.17 127.34 127.82 +0.28 119,324 132,277 +1,740
Dec11 110725 127.90 128.26 127.59 127.93 +0.29 78 699 +30
Mar12 110725 128.10 128.10 127.79 128.10 +0.31 0 46 +0
Total Volume and Open Interest 119,402 133,039 +1,770
Swiss Franc(CME)
Sep11 110725 123.04 124.72 122.28 124.11 +1.83 45,785 52,380 +105
Dec11 110725 122.90 124.74 122.36 124.21 +1.85 20 197 -11
Mar12 110725 124.36 124.36 122.50 124.36 +1.86 0 5 +0
Total Volume and Open Interest 45,805 52,585 +94
EuroFX(CME)
Sep11 110725 143.80 143.84 143.01 143.62 +0.18 491,312 177,196 +405
Dec11 110725 143.36 143.39 142.70 143.25 +0.20 226 1,096 +43
Mar12 110725 142.91 142.91 142.68 142.91 +0.23 3 363 -1
Total Volume and Open Interest 491,541 179,492 +447
Mexican Peso(CME)
Aug11 110725 858.8 859.2 858.8 858.8 -0.5      
Sep11 110725 854.0 855.8 848.8 854.5 -0.5 27,013 136,114 +1,689
Total Volume and Open Interest 27,013 136,449 +1,689
30-Year T-Bonds(CBOT)
Sep11 110725 125~060 126~030 124~240 125~020 -0~250 366,460 627,907 -7,714
Dec11 110725 123~260 124~170 123~110 123~170 -0~260 419 1,767 +194
Mar12 110725 122~030 122~290 122~030 122~030 -0~260 0 2 +0
Total Volume and Open Interest 366,879 629,676 -7,520
10-Year T-Notes(CBOT)
Sep11 110725 124~040 124~200 123~275 124~040 -0~065 1,662,405 1,866,066 -26,041
Dec11 110725 122~240 123~020 122~185 122~220 -0~070 595 16,712 +99
Mar12 110725 121~220 121~290 121~220 121~220 -0~070      
Total Volume and Open Interest 1,663,000 1,882,778 -25,942
5-Year T-Notes(CBOT)
Sep11 110725 120~052 120~089 120~035 120~056 -0~010 680,563 1,567,522 -3,920
Dec11 110725 119~025 119~035 119~025 119~025 -0~010 288 283 +265
Mar12 110725 118~049 118~059 118~049 118~049 -0~010      
Total Volume and Open Interest 680,851 1,567,805 -3,655
2 Year T-Notes(CBOT)
Sep11 110725 109~110 109~110 109~100 109~103 -0~007 303,093 1,053,260 +6,828
Dec11 110725 109~080 109~082 109~071 109~075 -0~007 500 1,092 +0
Mar12 110725 109~013 109~020 109~013 109~013 -0~007      
Total Volume and Open Interest 303,593 1,054,352 +6,828
Eurodollars(CME)
Sep11 110725 99.645 99.650 99.635 99.645 -0.010 227,804 1,166,315 -11,606
Dec11 110725 99.545 99.545 99.520 99.530 -0.020 316,565 1,162,691 -2,137
Mar12 110725 99.495 99.495 99.470 99.480 -0.025 277,508 1,404,201 -27,402
Jun12 110725 99.425 99.430 99.410 99.420 -0.020 206,897 1,337,943 -5,108
Sep12 110725 99.325 99.335 99.305 99.315 -0.015 217,801 1,034,290 -9,557
Dec12 110725 99.170 99.190 99.155 99.165 -0.005 196,326 712,170 -526
Mar13 110725 99.010 99.040 98.990 99.010 +0.005 202,138 683,522 -1,912
Jun13 110725 98.810 98.850 98.795 98.820 +0.015 203,313 453,083 +17,958
Sep13 110725 98.575 98.630 98.560 98.595 +0.020 160,969 454,624 +1,161
Dec13 110725 98.315 98.375 98.300 98.340 +0.025 108,815 322,530 +2,559
Mar14 110725 98.055 98.125 98.050 98.090 +0.030 70,280 256,112 -1,307
Jun14 110725 97.795 97.865 97.785 97.825 +0.030 68,632 195,699 +844
Sep14 110725 97.535 97.605 97.525 97.565 +0.025 31,780 108,297 -535
Dec14 110725 97.285 97.340 97.260 97.300 +0.020 27,979 105,012 +1,065
Mar15 110725 97.040 97.100 97.020 97.060 +0.015 20,400 98,140 -1,284
Jun15 110725 5.055 5.120 5.030 5.070 +0.010 25,632 77,766 +4,737
Sep15 110725 4.835 4.890 4.800 4.835 unch 12,471 59,691 +421
Dec15 110725 4.625 4.675 4.585 4.615 -0.005 14,334 51,234 +1,204
Total Volume and Open Interest 2,429,006 9,942,991 -27,363
30 Day Federal Funds(CBOT)
Jul11 110725 99.935 99.935 99.933 99.933 unch 3,402 68,075 -238
Aug11 110725 99.915 99.920 99.910 99.915 +0.005 2,227 62,727 +17
Sep11 110725 99.890 99.900 99.890 99.895 +0.005 4,972 60,540 -1,480
Oct11 110725 99.875 99.885 99.870 99.875 unch 2,948 49,219 -563
Nov11 110725 99.860 99.870 99.855 99.860 -0.005 2,476 47,967 -212
Dec11 110725 99.845 99.855 99.840 99.850 unch 3,420 55,314 +55
Total Volume and Open Interest 72,902 827,055 -762
30 Day Fed Funds(e-CBOT)
3-Mth Euro-Yen(CME)
Sep11 110725 99.660 99.660 99.660 99.660 unch 0 51 +0
Dec11 110725 99.660 99.660 99.660 99.660 +0.003 0 75 +0
Mar12 110725 99.658 99.658 99.658 99.658 +0.003      
Jun12 110725 99.652 99.652 99.652 99.652 +0.002      
Sep12 110725 99.585 99.585 99.585 99.585 unch      
Dec12 110725 99.635 99.635 99.635 99.635 unch      
Mar13 110725 99.635 99.635 99.635 99.635 unch      
Jun13 110725 99.590 99.590 99.590 99.590 unch      
Sep13 110725 99.450 99.450 99.450 99.450 unch      
Dec13 110725 99.310 99.310 99.310 99.310 unch      
Total Volume and Open Interest 0 126 +0
3-Mth Euro-Yen(SGX)
Sep11 110725 99.66 99.66 99.66 99.66 unch 0 1,332 +0
Dec11 110725 99.66 99.66 99.66 99.66 +0.00 86 1,478 +86
Mar12 110725 99.66 99.66 99.66 99.66 +0.00 0 1,823 +0
Jun12 110725 99.65 99.65 99.65 99.65 +0.00 0 1,374 +0
Sep12 110725 99.58 99.58 99.58 99.58 unch 0 411 +0
Dec12 110725 99.64 99.64 99.64 99.64 unch 0 26 +0
Mar13 110725 99.64 99.64 99.64 99.64 unch 0 1 +0
Jun13 110725 99.59 99.59 99.59 99.59 unch      
Total Volume and Open Interest 86 6,445 +86
Japanese Gov't Bonds(SGX)
Sep11 110725 141.51 141.65 141.42 141.59 +0.12 1,229 24,074 -40
Dec11 110725 141.18 141.18 141.18 141.18 +0.22 0 2 +0
Mar12 110725 139.09 139.09 139.09 139.09 +0.22      
Total Volume and Open Interest 1,229 24,076 -40
Euro-Bund(EUREX)
Sep11 110725 127.62 128.45 127.56 128.26 +0.57 1,233,487 976,776 +6,204
Dec11 110725 126.43 127.02 126.34 126.94 +0.56 94 704 +18
Mar12 110725 126.94 126.94 126.94 126.94 +0.57      
Total Volume and Open Interest 1,233,581 977,480 +6,222
Euro-Bobl(EUREX)
Sep11 110725 117.98 118.55 117.98 118.39 +0.29 802,113 725,286 -35,715
Dec11 110725 117.44 117.44 117.44 117.44 +0.28 20 696 +0
Mar12 110725 117.42 117.42 117.42 117.42 +0.29      
Total Volume and Open Interest 802,133 725,982 -35,715
3-Mth Euribor(EUREX)
Sep11 110725 98.310 98.335 98.310 98.335 +0.015 254 2,171 +180
Dec11 110725 98.235 98.265 98.235 98.265 +0.030 2 1,305 +2
Mar12 110725 98.200 98.235 98.200 98.235 +0.040 2 2,185 +0
Total Volume and Open Interest 264 8,681 +184
Long Gilt(LIFFE)
Sep11 110725 123~00 123~22 122~29 123~12 +0~20 124,720 354,153 -12,281
Dec11 110725 122~02 122~02 122~02 122~02 +0~20      
Total Volume and Open Interest 124,720 354,153 -8,054
3-Mth Short Sterling(LIFFE)
Sep11 110725 99.12 99.14 99.12 99.13 unch 16,815 410,755 -955
Dec11 110725 99.09 99.10 99.08 99.09 +0.01 34,681 529,224 -9,678
Mar12 110725 99.03 99.05 99.01 99.04 +0.03 41,284 469,081 -8,228
Jun12 110725 98.93 98.98 98.92 98.96 +0.04 51,251 330,040 +190
Sep12 110725 98.83 98.89 98.81 98.86 +0.05 63,454 333,487 -3,516
Dec12 110725 98.66 98.74 98.65 98.71 +0.07 65,690 295,238 -1,265
Total Volume and Open Interest 358,889 2,803,080 -20,896
3-Mth Euribor(LIFFE)
Sep11 110725 98.315 98.345 98.310 98.335 +0.015 109,437 727,534 +4,458
Dec11 110725 98.235 98.280 98.225 98.265 +0.030 153,557 582,757 +1,538
Mar12 110725 98.200 98.260 98.185 98.235 +0.040 173,432 499,922 +1,983
Total Volume and Open Interest 1,148,602 3,576,690 +393
3-Mth Aus T-Bills(SFE)
Sep11 110725 95.15 95.18 95.13 95.17 +0.01 28,634 242,555 -30,497
Dec11 110725 95.27 95.31 95.24 95.31 +0.03 32,898 246,878 -19,848
Mar12 110725 95.32 95.39 95.31 95.38 +0.03 15,929 147,430 -3,144
Jun12 110725 95.33 95.40 95.32 95.40 +0.04 7,429 86,287 -2,664
Sep12 110725 95.32 95.38 95.32 95.38 +0.05 3,402 54,125 -793
Dec12 110725 95.31 95.33 95.30 95.33 +0.05 1,619 32,200 +524
Mar13 110725 95.22 95.29 95.20 95.29 +0.06 1,093 32,330 -802
Jun13 110725 95.15 95.22 95.15 95.22 +0.06 535 12,211 +328
Sep13 110725 95.07 95.16 95.07 95.16 +0.06 129 2,142 +122
Dec13 110725 95.02 95.06 95.02 95.06 +0.09 5 1,428 +0
Total Volume and Open Interest 91,675 857,750 -56,776
10-Year Aus T-Bonds(SFE)
Sep11 110725 95.01 95.08 94.99 95.08 +0.05 56,146 401,582 -13,792
Dec11 110725 95.08 95.08 95.08 95.08 +0.05      
Total Volume and Open Interest 56,146 401,582 -13,792
3-Year Aus T-Bonds(SFE)
Sep11 110725 95.54 95.62 95.49 95.62 +0.08 203,677 750,779 -8,067
Dec11 110725 95.62 95.62 95.62 95.62 +0.08      
Total Volume and Open Interest 203,677 750,779 -8,067
Gold(CMX)
Aug11 110725 1607.9 1624.3 1603.8 1612.2 +10.7 189,183 215,439 -29,900
Oct11 110725 1607.5 1625.0 1605.6 1613.3 +10.7 4,084 16,698 +388
Dec11 110725 1612.0 1626.3 1606.3 1614.4 +10.7 43,098 199,130 +20,973
Feb12 110725 1613.1 1623.5 1608.8 1615.8 +10.7 618 11,515 -45
Apr12 110725 1622.0 1623.1 1615.7 1617.3 +10.7 232 6,155 +22
Jun12 110725 1622.0 1630.5 1617.1 1618.9 +10.6 470 14,694 +217
Aug12 110725 1623.0 1625.0 1620.7 1620.7 +10.5 9 5,018 +3
Oct12 110725 1628.7 1628.7 1622.6 1622.6 +10.3 15 4,125 +14
Dec12 110725 1629.8 1632.4 1624.1 1624.9 +10.2 182 11,715 -12
Feb13 110725 1627.4 1627.4 1627.4 1627.4 +10.0 1 1,560 +0
Apr13 110725 1638.0 1638.0 1630.3 1630.3 +9.8 1 202 +1
Jun13 110725 1633.5 1633.5 1633.5 1633.5 +9.5 1 11,077 +1
Total Volume and Open Interest 238,847 538,624 -8,007
Silver(CMX)
Jul11 110725 4045.0 4097.5 4011.5 4035.4 +24.1 64 314 -38
Sep11 110725 4035.0 4110.5 3987.0 4036.1 +23.9 71,667 58,893 -940
Dec11 110725 4047.0 4110.0 3991.0 4038.6 +24.1 3,141 27,795 +627
Mar12 110725 4050.0 4099.0 4000.0 4038.8 +24.3 74 5,277 +10
May12 110725 4080.0 4080.0 4018.0 4037.7 +24.4 64 1,630 +13
Jul12 110725 4072.0 4072.0 4036.6 4036.6 +24.6 53 1,760 +1
Sep12 110725 4055.0 4094.0 4015.5 4034.7 +24.7 12 226 +4
Total Volume and Open Interest 75,421 116,016 -320
Platinum(NYMEX)
Jul11 110725 1794.1 1794.1 1792.9 1792.9 -4.4 0 1 -13
Oct11 110725 1802.5 1804.8 1790.4 1794.0 -4.4 4,258 30,707 -316
Jan12 110725 1798.5 1799.1 1797.0 1797.4 -4.0 23 1,165 +15
Apr12 110725 1800.3 1800.3 1800.3 1800.3 -4.0 0 119 +0
Total Volume and Open Interest 4,281 32,008 -314
Palladium(NYMEX)
Sep11 110725 809.90 811.85 800.30 809.00 +2.60 3,689 21,390 +141
Dec11 110725 807.60 810.20 803.40 810.20 +2.60 24 867 +13
Mar12 110725 156.04 156.04 156.04 156.04 +2.60 0 53 +0
Total Volume and Open Interest 3,714 22,310 +153
Copper(CMX)
Jul11 110725 438.00 441.10 437.00 440.15 -0.30 655 1,405 -323
Sep11 110725 439.75 442.00 437.05 440.65 -0.35 32,153 90,997 -1,461
Dec11 110725 443.00 443.50 439.10 442.65 -0.30 3,764 37,721 +819
Mar12 110725 443.05 444.70 442.20 443.80 -0.35 687 13,183 +181
May12 110725 442.90 444.10 442.90 444.10 -0.30 189 2,296 +183
Total Volume and Open Interest 38,181 153,406 -905
DJIA Index(CBOT)
Sep11 110725 12492 12600 12452 12550 -71 422 15,690 +20
Dec11 110725 12478 12549 12478 12478 -71 0 86 +0
Mar12 110725 12409 12480 12409 12409 -71      
Jun12 110725 12339 12410 12339 12339 -71      
Total Volume and Open Interest 422 15,776 +20
Mini DJIA Index(CBOT)
Sep11 110725 12536 12604 12433 12550 -71 133,036 118,874 +5,235
Dec11 110725 12500 12523 12369 12478 -71 244 405 -9
Mar12 110725 12409 12409 12409 12409 -71 0 11 +0
Jun12 110725 12339 12339 12339 12339 -71      
Total Volume and Open Interest 133,280 119,290 +5,226
S & P 500(CME)
Sep11 110725 1330.10 1340.20 1321.70 1333.50 -7.50 23,449 273,878 +9,807
Dec11 110725 1326.50 1335.90 1321.40 1327.90 -7.50 14 10,986 +8
Mar12 110725 1322.40 1330.40 1315.90 1322.40 -7.50 0 11 +0
Jun12 110725 1317.40 1325.40 1310.90 1317.40 -7.50 0 5 +0
Total Volume and Open Interest 23,463 284,880 +9,815
S & P 500 E-Mini(Globex)
Sep11 110725 1330.00 1340.25 1322.00 1333.50 -7.50 2,311,771 2,575,395 -19,285
Dec11 110725 1326.00 1334.25 1316.50 1328.00 -7.50 3,280 15,345 +2,163
Total Volume and Open Interest 2,315,056 2,590,951 -17,122
NASDAQ 100(CME)
Sep11 110725 2412.00 2435.00 2383.00 2423.50 -4.50 1,220 18,146 +285
Dec11 110725 2418.00 2425.00 2405.00 2418.00 -4.50 7 8 +7
Mar12 110725 2413.80 2416.30 2413.80 2413.80 -4.50      
Total Volume and Open Interest 1,227 18,154 +292
NASDAQ 100 E-Mini(Globex)
Sep11 110725 2417.80 2434.50 2380.00 2423.50 -4.50 278,950 351,597 +5,731
Dec11 110725 2402.30 2426.30 2384.80 2418.00 -4.50 2,635 2,567 +2,160
Total Volume and Open Interest 281,585 354,171 +7,891
S & P Midcap 400(CME)
Sep11 110725 983.30 989.00 983.30 983.30 -5.40 190 2,728 +181
Dec11 110725 981.60 981.60 981.60 981.60 -5.60      
Mar12 110725 979.90 979.90 979.90 979.90 -5.60      
Total Volume and Open Interest 190 2,728 +181
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Sep11 110725 10075 10150 10055 10090 -60 11,105 37,624 +5,365
Dec11 110725 10060 10120 10060 10060 -60 0 26 +0
Total Volume and Open Interest 11,105 37,650 +579
Nikkei 225(SGX)
Sep11 110725 10150 10170 10040 10050 -80 75,668 194,102 +2,878
Dec11 110725 10085 10110 9995 9995 -105 26 8,183 -21
Mar12 110725 9990 9990 9990 9990 -80 0 10 +0
Total Volume and Open Interest 78,154 214,550 +4,735
CAC 40(EURONEXT)
Aug11 110725 3813.5 3849.5 3809.5 3815.5 -34.0 212,255 338,416 +22,035
Sep11 110725 3820.0 3846.5 3809.0 3813.0 -34.0 845 36,785 -146
Oct11 110725 3812.5 3812.5 3812.5 3812.5 -34.5      
Total Volume and Open Interest 213,101 375,233 +21,888
Hang Seng Index(HKFE)
Jul11 110725 22336 22369 22220 22326 -144 90,646 88,181 -1,785
Aug11 110725 22333 22333 22182 22286 -152 2,677 5,784 +1,257
Sep11 110725 22202 22216 22094 22195 -143 292 3,675 +14
Total Volume and Open Interest 93,816 101,618 -514
DAX(EUREX)
Sep11 110725 7288.0 7384.5 7274.5 7370.5 +34.0 201,354 159,239 -632
Dec11 110725 7316.5 7406.0 7306.0 7399.0 +34.0 253 8,695 +17
Mar12 110725 7341.0 7432.0 7340.0 7431.5 +33.0 145 385 +21
Total Volume and Open Interest 201,752 168,319 -594
FT-SE 100(EURONEXT)
Sep11 110725 5874.00 5902.00 5844.00 5890.00 -1.00 140,143 661,409 +2,917
Dec11 110725 5851.00 5865.50 5851.00 5865.50 -1.00 8 822 +0
Mar12 110725 5827.50 5828.50 5827.50 5828.50 -1.00 10 163 +10
Total Volume and Open Interest 140,171 662,454 +2,937
SPI 200(SFE)
Sep11 110725 4587.0 4605.0 4500.0 4513.0 -74.0 35,004 198,972 +515
Dec11 110725 4615.0 4615.0 4518.0 4529.0 -72.0 24 4,712 +8
Mar12 110725 4516.0 4516.0 4516.0 4516.0 -72.0 5 1,735 -3
Total Volume and Open Interest 35,088 211,361 -1,036
GSCI(CME)
Aug11 110725 41.64 45.64 38.84 42.64 -3.00 152 9,295 -2
Sep11 110725 43.64 46.89 39.64 43.64 -3.00      
Oct11 110725 44.64 47.89 40.64 44.64 -3.00      
Total Volume and Open Interest 152 9,295 -2
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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