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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 Tue July 26, 2011
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Aug11 110726 1366.25 1384.00 1363.00 1383.00 +17.50 25,749 43,604 -5,794
Sep11 110726 1365.50 1381.50 1362.75 1380.25 +15.75 13,493 40,581 +1,042
Nov11 110726 1373.25 1390.00 1369.25 1388.75 +16.75 67,618 309,209 +2,419
Jan12 110726 1381.50 1400.00 1379.75 1398.50 +16.50 7,914 52,211 +259
Mar12 110726 1387.00 1403.25 1384.00 1402.50 +16.75 1,916 26,302 +446
May12 110726 1385.25 1401.00 1385.00 1400.00 +16.25 1,960 32,488 +316
Jul12 110726 1396.00 1403.25 1387.25 1401.25 +15.75 3,577 17,310 +987
Total Volume and Open Interest 122,612 546,001 -314
Soybean Meal(CBOT)
Aug11 110726 356.50 361.30 355.50 360.50 +4.70 15,079 22,045 -489
Sep11 110726 358.30 364.00 358.00 363.30 +5.00 8,595 34,667 -107
Oct11 110726 360.50 365.50 359.60 365.10 +5.20 2,366 15,383 +632
Dec11 110726 363.50 369.60 362.50 369.30 +6.20 24,303 85,515 +2,938
Jan12 110726 364.70 371.20 364.30 371.10 +6.40 642 7,247 +86
Mar12 110726 366.60 372.90 366.60 372.90 +6.30 1,214 5,751 -138
May12 110726 365.80 372.10 365.80 372.10 +6.30 1,161 7,774 +200
Jul12 110726 365.70 371.90 365.70 371.90 +6.20 652 2,321 +156
Total Volume and Open Interest 54,139 184,668 +3,280
Soybean Oil(CBOT)
Aug11 110726 56.20 56.76 55.99 56.59 +0.49 18,411 29,162 -748
Sep11 110726 56.40 56.96 56.18 56.79 +0.49 9,065 45,166 +1,762
Oct11 110726 56.51 57.13 56.39 57.01 +0.50 2,859 18,864 -49
Dec11 110726 57.00 57.64 56.82 57.47 +0.52 36,345 153,276 +852
Jan12 110726 57.20 57.89 57.15 57.71 +0.50 1,347 23,279 +13
Mar12 110726 57.50 58.19 57.41 57.96 +0.46 880 13,769 +382
May12 110726 57.63 58.15 57.51 58.06 +0.46 326 7,735 +70
Jul12 110726 57.89 58.39 57.84 58.17 +0.47 573 3,645 +254
Total Volume and Open Interest 69,921 298,001 +2,582
Canola(WCE)
Nov11 110726 552.0 556.0 546.2 555.0 +3.1 9,705 120,382 -1,626
Jan12 110726 560.1 563.8 554.3 563.3 +3.2 4,577 18,196 +1,239
Mar12 110726 567.3 571.0 566.0 570.1 +2.8 664 6,618 +238
May12 110726 568.4 576.0 568.2 574.8 +2.4 967 4,413 +283
Jul12 110726 574.7 580.1 574.7 579.5 +2.5 596 2,883 +161
Total Volume and Open Interest 16,719 154,037 +266
Corn(CBOT)
Sep11 110726 682.25 690.75 675.50 689.75 +11.00 70,366 355,152 -8,587
Dec11 110726 678.00 687.50 671.50 686.75 +12.25 123,633 520,018 +4,541
Mar12 110726 690.00 700.00 684.50 699.50 +12.25 11,730 127,347 +1,398
May12 110726 697.50 706.00 691.50 705.75 +12.00 4,049 28,071 +913
Jul12 110726 699.50 711.50 697.50 711.25 +11.75 3,337 71,626 +447
Sep12 110726 658.25 670.25 657.75 670.25 +12.50 760 8,269 +304
Total Volume and Open Interest 216,747 1,207,846 -556
Wheat(CBOT)
Sep11 110726 690.00 699.00 679.25 694.00 +5.50 45,361 151,670 -1,693
Dec11 110726 732.00 739.00 720.00 734.50 +5.50 26,302 145,141 +1,059
Mar12 110726 762.25 771.25 753.00 767.50 +5.75 4,681 47,628 +725
May12 110726 775.00 786.50 769.75 783.00 +5.25 995 9,763 -94
Jul12 110726 790.00 797.25 779.50 793.25 +3.75 1,612 43,473 +350
Total Volume and Open Interest 79,749 421,306 +346
Wheat(KCBT)
Sep11 110726 770.00 783.25 764.00 780.50 +10.00 8,652 74,272 +121
Dec11 110726 796.25 808.75 790.00 806.50 +10.25 4,334 58,392 +46
Mar12 110726 810.00 823.00 805.25 821.25 +11.25 1,207 17,962 +319
May12 110726 821.00 826.00 810.50 825.75 +11.25 297 3,392 +83
Jul12 110726 818.00 826.75 809.25 825.50 +11.00 423 13,737 -34
Total Volume and Open Interest 14,934 170,897 +532
Wheat(MGE)
Sep11 110726 831.25 843.00 824.00 839.00 +8.25 1,392 20,245 -146
Dec11 110726 834.00 844.50 827.25 840.00 +6.25 801 19,658 -7
Mar12 110726 844.25 853.00 836.75 849.00 +6.25 382 6,529 +32
May12 110726 845.75 856.75 841.75 854.00 +7.25 111 2,853 -14
Jul12 110726 847.50 856.25 844.00 856.25 +7.25 142 4,841 +34
Total Volume and Open Interest 3,198 58,074 +9
Oats(CBOT)
Sep11 110726 350.00 360.00 348.75 356.25 +4.75 208 3,948 -111
Dec11 110726 364.50 372.00 360.50 368.00 +4.50 406 7,355 -7
Mar12 110726 379.75 380.00 374.00 378.25 +4.25 4 824 +0
May12 110726 384.75 384.75 380.50 384.75 +4.25 0 26 +0
Total Volume and Open Interest 618 12,182 -118
Rough Rice(CBOT)
Sep11 110726 17.10 17.29 16.98 17.21 +0.05 265 10,878 -17
Nov11 110726 17.36 17.58 17.31 17.50 +0.05 54 5,343 -5
Jan12 110726 17.75 17.85 17.65 17.80 +0.05 31 569 +29
Mar12 110726 17.95 18.14 17.93 18.07 +0.02 5 706 -2
Total Volume and Open Interest 355 17,508 +5
Live Cattle(CME)
Aug11 110726 110.430 111.800 110.035 111.700 +1.050 10,786 57,248 -3,097
Oct11 110726 114.900 116.250 114.500 116.150 +1.250 16,965 128,468 +346
Dec11 110726 118.700 119.785 118.480 119.600 +0.800 8,952 83,500 +283
Feb12 110726 122.050 123.150 121.730 122.800 +0.600 4,247 29,748 +854
Apr12 110726 124.100 125.135 123.850 125.000 +0.800 1,844 16,195 -78
Jun12 110726 121.200 122.330 120.900 122.000 +0.600 687 6,442 +307
Total Volume and Open Interest 43,609 322,532 -1,376
Feeder Cattle(CME)
Aug11 110726 136.300 137.400 135.435 136.100 +0.050 2,339 14,182 -359
Sep11 110726 137.450 138.900 137.150 137.935 +0.555 1,084 10,745 +90
Oct11 110726 138.250 139.700 137.900 139.050 +0.850 1,317 8,778 +195
Nov11 110726 138.850 139.880 138.325 139.380 +0.395 637 4,030 -55
Jan12 110726 138.500 139.400 138.100 138.750 +0.250 169 1,892 +27
Mar12 110726 138.380 139.350 137.950 138.900 +0.400 103 526 +53
Apr12 110726 138.250 139.000 138.100 139.000 +0.750 12 144 +1
Total Volume and Open Interest 5,670 40,399 -45
Lean Hogs(CME)
Aug11 110726 101.100 101.135 98.700 100.480 -0.450 12,741 25,510 -1,471
Oct11 110726 92.730 92.980 90.350 91.700 -0.780 15,845 89,966 +2,131
Dec11 110726 89.080 89.285 87.480 88.385 -0.415 11,159 65,492 +1,162
Feb12 110726 91.150 91.200 89.830 90.480 -0.420 4,538 31,532 +1,341
Apr12 110726 91.900 92.100 90.730 91.500 -0.385 1,564 18,661 +381
May12 110726 94.800 95.300 94.700 95.300 +0.100 30 777 +27
Jun12 110726 97.250 97.800 96.550 97.550 -0.130 950 10,380 +596
Jul12 110726 96.600 96.635 95.350 96.300 +0.150 298 3,159 +148
Total Volume and Open Interest 47,291 248,015 +4,432
Class III Milk(CME)
Jul11 110726 21.33 21.36 21.29 21.34 +0.01 158 7,033 -94
Aug11 110726 21.24 21.35 20.90 21.10 -0.16 402 6,396 -16
Sep11 110726 20.33 20.47 20.02 20.25 -0.11 412 5,883 -28
Oct11 110726 19.40 19.45 19.18 19.32 -0.12 173 4,816 +54
Nov11 110726 18.50 18.55 18.30 18.47 -0.08 41 3,914 -12
Total Volume and Open Interest 1,414 37,598 +22
Cocoa(ICE)
Sep11 110726 2989 3040 2983 3015 +19 14,639 64,614 -2,073
Dec11 110726 3025 3067 3012 3047 +22 3,850 43,624 +366
Mar12 110726 3075 3114 3072 3095 +24 1,374 34,658 +435
May12 110726 3074 3115 3074 3096 +23 201 11,245 +52
Jul12 110726 3099 3122 3098 3102 +24 94 4,424 +4
Sep12 110726 3108 3114 3099 3108 +25 679 7,763 +667
Dec12 110726 3110 3113 3110 3113 +27 11 3,873 +0
Total Volume and Open Interest 20,859 173,559 -548
Coffee "C"(ICE)
Sep11 110726 243.50 247.35 242.80 244.95 +2.05 13,242 49,844 -1,354
Dec11 110726 247.15 251.45 247.00 249.25 +2.10 5,127 38,035 +373
Mar12 110726 253.05 254.35 250.15 252.35 +2.30 1,252 9,851 -117
May12 110726 255.80 256.05 251.65 254.00 +2.25 406 4,868 +165
Jul12 110726 256.05 256.45 251.35 253.85 +2.20 11 1,864 -3
Sep12 110726 255.00 255.00 249.70 253.05 +1.70 16 1,658 +5
Total Volume and Open Interest 20,082 107,591 -931
Orange Juice(ICE)
Sep11 110726 198.95 199.50 198.40 198.85 +0.10 620 26,518 -22
Nov11 110726 187.60 188.15 187.50 187.90 +0.20 274 6,926 +188
Jan12 110726 178.50 179.40 178.50 179.35 +0.50 117 1,651 +55
Mar12 110726 176.45 177.05 176.45 177.05 +0.40 5 316 +5
May12 110726 174.30 174.95 174.15 174.95 unch 62 246 +24
Jul12 110726 174.55 174.55 174.55 174.55 -0.20 1 128 +0
Total Volume and Open Interest 1,079 35,796 +250
Sugar #11(ICE)
Oct11 110726 30.93 31.47 30.31 30.94 +0.20 52,127 304,193 -4,399
Mar12 110726 29.70 30.05 29.06 29.65 +0.16 22,047 151,394 +2,746
May12 110726 28.06 28.29 27.45 28.03 +0.25 10,001 49,261 +1,653
Jul12 110726 26.71 27.00 26.25 26.80 +0.30 5,943 67,971 +1,112
Oct12 110726 25.71 25.97 25.36 25.84 +0.31 2,446 29,635 +187
Total Volume and Open Interest 94,251 641,802 +1,806
London Cocoa(LCE)
Sep11 110726 1860 1879 1856 1873 +3 7,486 74,044 +238
Dec11 110726 1895 1910 1887 1905 +5 4,146 48,057 +1,437
Mar12 110726 1921 1932 1910 1926 +5 1,514 38,198 +386
May12 110726 1923 1944 1918 1936 +7 139 13,585 -38
Jul12 110726 1928 1945 1924 1940 +6 49 4,706 +11
Sep12 110726 1944 1955 1937 1948 +4 9 4,383 +0
Dec12 110726 1959 1959 1947 1947 +1 0 7,355 +0
Total Volume and Open Interest 13,343 191,195 +2,034
London Sugar(LCE)
Oct11 110726 802.90 815.40 802.50 805.40 +8.00 2,549 26,147 +201
Dec11 110726 755.10 765.50 754.60 760.40 +13.00 977 6,581 +377
Mar12 110726 744.00 751.00 741.90 746.50 +10.20 791 9,321 +158
May12 110726 711.00 720.00 711.00 716.60 +9.40 274 3,290 +83
Aug12 110726 684.60 690.00 684.10 689.80 +12.60 92 1,913 +36
Total Volume and Open Interest 4,739 48,659 +886
Cotton(ICE)
Oct11 110726 97.68 101.09 93.50 101.09 +4.00 31 535 +2
Dec11 110726 96.76 100.76 93.20 100.76 +4.00 6,837 97,029 -255
Mar12 110726 94.74 99.23 92.55 99.08 +3.85 2,196 23,011 +670
May12 110726 94.70 98.52 92.00 97.95 +3.22 131 5,491 +37
Jul12 110726 94.35 97.75 91.74 97.18 +2.81 87 7,186 +34
Oct12 110726 96.60 96.60 96.60 96.60 +2.96 0 3 +0
Total Volume and Open Interest 9,308 136,877 +493
Lumber(CME)
Sep11 110726 256.1 258.6 253.4 256.0 +0.9 442 5,901 -24
Nov11 110726 271.6 272.0 267.5 268.0 unch 254 2,373 +113
Jan12 110726 290.4 291.1 286.8 289.9 -3.0 84 874 +49
Mar12 110726 299.0 299.0 299.0 299.0 -1.0 4 96 +4
Total Volume and Open Interest 784 9,245 +142
Crude Oil(NYM)
Sep11 110726 99.15 100.62 97.76 99.59 +0.39 223,266 377,153 -4,561
Oct11 110726 99.64 101.00 98.18 100.01 +0.41 54,396 95,066 +1,756
Nov11 110726 99.99 101.39 98.70 100.46 +0.41 35,839 76,901 +3,445
Dec11 110726 100.40 101.83 99.11 100.88 +0.40 57,396 206,129 +4,687
Jan12 110726 100.70 102.12 99.63 101.27 +0.40 8,244 49,920 -317
Feb12 110726 101.56 102.42 99.94 101.62 +0.40 6,138 26,029 -257
Mar12 110726 101.99 102.81 100.35 101.94 +0.39 8,783 36,212 +497
Apr12 110726 102.22 102.67 100.98 102.25 +0.39 7,473 22,436 +315
May12 110726 102.59 103.40 101.11 102.55 +0.39 6,165 18,382 +591
Jun12 110726 102.50 103.66 101.33 102.84 +0.39 16,903 79,641 +1,932
Jul12 110726 103.41 103.51 101.81 103.11 +0.39 2,343 29,383 -480
Aug12 110726 101.88 103.92 101.88 103.32 +0.39 1,738 16,452 +336
Sep12 110726 103.51 103.51 103.51 103.51 +0.38 1,010 18,645 -70
Oct12 110726 103.69 103.69 103.69 103.69 +0.37 197 11,110 +3
Nov12 110726 103.88 103.88 103.88 103.88 +0.36 139 20,882 -12
Dec12 110726 103.85 104.83 102.70 104.10 +0.35 21,470 150,119 -393
Total Volume and Open Interest 461,564 1,500,826 +10,037
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 110726 99.175 100.625 97.725 99.600 +0.400 6,453 3,407 -50
Oct11 110726 99.800 101.000 98.300 100.000 +0.400 263 499 +56
Nov11 110726 100.300 100.750 99.450 100.450 +0.400 56 179 +0
Dec11 110726 100.875 100.875 100.800 100.875 +0.400 68 209 -57
Jan12 110726 101.275 101.275 101.275 101.275 +0.400 0 10 +0
Feb12 110726 101.625 101.625 101.625 101.625 +0.400 0 3 +0
Mar12 110726 101.950 101.950 101.950 101.950 +0.400 2 10 -1
Apr12 110726 102.250 102.250 102.250 102.250 +0.400 0 1 +0
Total Volume and Open Interest 6,850 4,505 -52
Heating Oil(NYM)
Aug11 110726 310.00 313.79 307.00 311.34 +0.56 22,282 41,955 -2,656
Sep11 110726 310.85 315.00 308.17 312.51 +0.44 31,119 87,340 +5,243
Oct11 110726 313.84 316.35 309.69 313.99 +0.52 6,675 37,128 +519
Nov11 110726 314.60 317.38 311.31 315.67 +0.65 3,316 26,614 +183
Dec11 110726 316.47 319.54 312.78 317.26 +0.75 6,149 37,447 -708
Jan12 110726 317.88 320.45 314.80 318.72 +0.79 1,171 24,133 -126
Feb12 110726 318.97 320.25 316.07 318.89 +0.86 717 10,693 +6
Mar12 110726 314.84 319.25 313.96 317.91 +0.93 1,690 7,455 +40
Apr12 110726 316.17 316.77 315.57 315.77 +0.97 150 3,935 +9
May12 110726 314.46 314.46 313.84 313.84 +1.04 905 3,662 +668
Jun12 110726 313.85 315.05 309.06 313.11 +1.06 842 21,904 +216
Jul12 110726 313.73 313.73 313.73 313.73 +1.13 46 1,974 +7
Total Volume and Open Interest 75,267 315,948 +3,419
Gasoline(NYMEX)
Aug11 110726 312.74 317.00 309.64 315.36 +2.72 31,150 30,493 -5,104
Sep11 110726 308.00 311.85 304.84 309.85 +1.68 39,431 94,645 +6,837
Oct11 110726 294.25 297.96 291.66 296.28 +1.38 10,357 35,090 +509
Nov11 110726 291.95 294.15 288.20 292.70 +1.23 6,093 18,242 +730
Dec11 110726 289.60 292.43 286.57 290.96 +1.22 4,489 31,536 -64
Jan12 110726 289.28 292.25 287.40 291.13 +1.20 1,057 11,459 +346
Feb12 110726 291.79 293.54 289.18 292.35 +1.14 667 5,630 +5
Mar12 110726 294.01 294.01 294.01 294.01 +1.10 571 8,045 +134
Apr12 110726 304.92 304.92 304.92 304.92 +1.01 353 5,588 +166
May12 110726 304.83 304.83 304.83 304.83 +0.97 37 1,900 +21
Total Volume and Open Interest 95,287 262,267 +3,669
e-miNY RBOB Gasoline(NYM)
Aug11 110726 315.40 315.40 315.36 315.40 +2.80 0 3 +0
Sep11 110726 309.90 309.90 309.85 309.90 +1.70      
Oct11 110726 296.30 296.30 296.28 296.30 +1.40 0 1 +0
Nov11 110726 292.70 292.70 292.70 292.70 +1.20      
Total Volume and Open Interest 0 6 +0
Natural Gas(NYM)
Aug11 110726 4.365 4.391 4.316 4.370 -0.016 86,943 31,490 -11,577
Sep11 110726 4.346 4.359 4.277 4.331 -0.024 55,432 233,178 +1,025
Oct11 110726 4.355 4.370 4.292 4.347 -0.021 26,379 140,690 -339
Nov11 110726 4.456 4.475 4.398 4.454 -0.018 16,483 105,192 +3,315
Dec11 110726 4.626 4.640 4.571 4.624 -0.018 6,545 48,733 +58
Jan12 110726 4.720 4.738 4.666 4.723 -0.019 8,591 112,374 +707
Feb12 110726 4.737 4.737 4.674 4.722 -0.019 1,892 25,951 +340
Mar12 110726 4.665 4.695 4.639 4.680 -0.020 3,594 47,282 +443
Apr12 110726 4.585 4.606 4.564 4.601 -0.018 4,366 50,392 +646
May12 110726 4.595 4.621 4.584 4.621 -0.018 489 10,090 +55
Jun12 110726 4.641 4.653 4.609 4.650 -0.018 407 11,692 +71
Jul12 110726 4.689 4.689 4.640 4.689 -0.017 295 8,820 -64
Aug12 110726 4.707 4.719 4.670 4.719 -0.018 1,133 9,168 +148
Sep12 110726 4.702 4.727 4.680 4.727 -0.018 260 7,244 +107
Oct12 110726 4.768 4.769 4.728 4.766 -0.019 519 34,379 -5
Nov12 110726 4.875 4.907 4.875 4.907 -0.016 54 5,142 -12
Total Volume and Open Interest 213,613 960,904 -5,071
Brent Crude Oil(ICE)
Sep11 110726 117.65 119.05 116.53 118.28 +0.34 119,580 195,144 -519
Oct11 110726 117.55 118.97 116.47 118.20 +0.37 42,777 141,357 -122
Nov11 110726 117.40 119.04 116.58 118.28 +0.36 18,962 50,944 +1,039
Dec11 110726 117.55 119.07 116.65 118.32 +0.34 28,725 97,698 +740
Jan12 110726 118.07 118.95 116.82 118.31 +0.32 5,417 23,711 +289
Feb12 110726 118.28 118.83 116.74 118.24 +0.31 2,321 17,733 +326
Mar12 110726 118.21 118.75 116.67 118.16 +0.31 1,837 35,435 +89
Apr12 110726 117.81 118.63 116.57 118.07 +0.31 1,121 14,068 -110
May12 110726 117.70 118.53 116.46 117.97 +0.32 879 8,373 +70
Jun12 110726 117.33 118.50 116.35 117.87 +0.32 2,545 39,976 +833
Jul12 110726 117.78 117.78 117.78 117.78 +0.31 80 9,022 +18
Aug12 110726 117.65 117.65 117.65 117.65 +0.31 44 6,024 +1
Sep12 110726 117.48 117.48 117.48 117.48 +0.31 382 7,763 +193
Oct12 110726 117.30 117.30 117.30 117.30 +0.31 115 3,447 -37
Total Volume and Open Interest 231,978 801,766 +2,842
Gas Oil(ICE)
Aug11 110726 972.50 983.75 964.00 978.50 -0.25 43,295 92,450 -5,920
Sep11 110726 975.75 986.75 966.75 981.50 -0.25 52,605 132,941 +1,068
Oct11 110726 980.25 989.25 969.75 984.25 unch 17,286 62,951 +408
Nov11 110726 984.75 990.75 971.50 985.75 unch 7,496 36,626 +1,092
Dec11 110726 984.00 992.50 972.75 987.25 unch 17,643 60,339 -55
Jan12 110726 986.50 993.50 978.00 989.25 unch 1,933 37,513 +696
Feb12 110726 986.25 989.75 977.00 989.75 +0.25 539 11,768 +178
Mar12 110726 988.75 990.75 977.00 990.00 +0.25 1,961 13,336 +143
Apr12 110726 988.50 993.25 988.50 989.75 +0.50 334 8,355 -61
May12 110726 989.25 992.75 988.00 989.25 +0.50 205 7,654 +47
Total Volume and Open Interest 146,330 565,171 -1,966
Ethanol(CBOT)
Jul11 110706 2.758 2.795 2.758 2.761 +0.027 42 209 -19
Aug11 110726 3.000 3.070 3.000 3.068 +0.085 198 568 -47
Sep11 110726 2.821 2.879 2.821 2.874 +0.066 195 1,691 +39
Oct11 110726 2.676 2.725 2.673 2.724 +0.059 157 1,352 -52
Nov11 110726 2.590 2.620 2.590 2.617 +0.040 121 1,095 +45
Dec11 110726 2.539 2.580 2.539 2.575 +0.047 140 1,344 +72
Jan12 110726 2.526 2.560 2.526 2.553 +0.045 50 792 +1
Feb12 110726 2.537 2.557 2.537 2.550 +0.045 44 352 +26
Total Volume and Open Interest 1,031 9,119 +143
WTI Crude Oil(ICE
Sep11 110726 99.03 100.62 97.76 99.59 +0.39 54,655 77,908 -2,882
Oct11 110726 99.32 101.00 98.20 100.01 +0.41 18,783 34,932 -1,440
Nov11 110726 99.76 101.42 98.72 100.46 +0.41 13,444 23,541 +157
Dec11 110726 100.17 101.83 99.09 100.88 +0.40 20,487 91,946 +2,599
Jan12 110726 100.70 102.17 99.59 101.27 +0.40 3,715 17,402 +317
Feb12 110726 101.55 102.18 100.00 101.62 +0.40 2,323 6,129 -169
Mar12 110726 101.89 102.37 100.34 101.94 +0.39 2,555 15,650 +626
Apr12 110726 101.60 103.00 100.94 102.25 +0.39 1,418 4,829 +166
May12 110726 102.71 102.71 101.10 102.55 +0.39 1,574 3,211 -301
Jun12 110726 102.23 103.41 101.39 102.84 +0.39 4,491 30,565 +1,020
Jul12 110726 103.11 103.11 103.11 103.11 +0.39 312 4,228 +33
Aug12 110726 103.41 103.41 103.32 103.32 +0.39 43 1,229 +11
Sep12 110726 103.51 103.51 103.51 103.51 +0.38 59 5,073 +12
Oct12 110726 103.69 103.69 103.69 103.69 +0.37 3 1,134 +3
Nov12 110726 103.88 103.88 103.88 103.88 +0.36 6 2,549 +0
Dec12 110726 103.54 104.94 102.68 104.10 +0.35 5,290 49,164 -113
Total Volume and Open Interest 130,859 441,643 -1
US Dollar Index(ICE)
Sep11 110726 74.310 74.395 73.605 73.630 -0.625 22,181 53,184 +2,488
Dec11 110726 74.635 74.645 74.070 74.070 -0.605 20 671 -1
Mar12 110726 74.530 74.530 74.530 74.530 -0.595 0 1 +0
Total Volume and Open Interest 22,201 53,856 +2,487
Australian Dollar(CME)
Sep11 110726 107.72 108.94 107.47 108.86 +1.04 79,586 131,732 +833
Dec11 110726 106.30 107.72 106.30 107.65 +1.01 92 498 +44
Mar12 110726 106.52 106.52 105.52 106.52 +1.00 0 2 +0
Total Volume and Open Interest 79,678 132,235 +877
British Pound(CME)
Sep11 110726 162.73 164.20 162.56 164.13 +1.26 78,036 99,249 -422
Dec11 110726 163.04 163.95 162.69 163.95 +1.26 5 256 -2
Mar12 110726 163.78 163.78 162.52 163.78 +1.26 0 2 +0
Total Volume and Open Interest 78,041 99,513 -424
Canadian Dollar(CME)
Sep11 110726 105.46 106.17 105.40 105.91 +0.26 78,777 123,284 +3,226
Dec11 110726 105.62 105.93 105.41 105.67 +0.26 338 3,981 +71
Mar12 110726 105.44 105.44 105.13 105.39 +0.26 40 624 +9
Jun12 110726 105.15 105.15 104.87 105.13 +0.26 1 276 +0
Total Volume and Open Interest 79,157 128,308 +3,306
Japanese Yen(CME)
Sep11 110726 127.78 128.54 126.92 128.45 +0.63 74,073 132,174 -103
Dec11 110726 128.20 128.56 126.75 128.56 +0.63 80 674 -25
Mar12 110726 128.73 128.73 128.10 128.73 +0.63 0 46 +0
Total Volume and Open Interest 74,153 132,911 -128
Swiss Franc(CME)
Sep11 110726 124.10 125.07 123.96 124.91 +0.80 32,181 53,037 +657
Dec11 110726 124.80 125.02 124.21 125.01 +0.80 162 219 +22
Mar12 110726 125.16 125.16 124.36 125.16 +0.80 0 5 +0
Total Volume and Open Interest 32,343 53,264 +679
EuroFX(CME)
Sep11 110726 143.55 145.05 143.36 144.98 +1.36 264,324 177,893 +697
Dec11 110726 143.18 144.62 143.18 144.60 +1.35 398 1,065 -31
Mar12 110726 144.00 144.25 142.91 144.25 +1.34 0 363 +0
Total Volume and Open Interest 264,723 180,158 +666
Mexican Peso(CME)
Aug11 110726 862.2 862.2 858.8 862.2 +3.5      
Sep11 110726 853.5 858.8 853.5 858.0 +3.5 17,314 134,558 -1,556
Total Volume and Open Interest 17,314 134,893 -1,556
30-Year T-Bonds(CBOT)
Sep11 110726 125~060 126~000 124~220 125~270 +0~250 220,191 615,028 -12,879
Dec11 110726 123~230 124~120 123~100 124~110 +0~260 43 1,960 +193
Mar12 110726 122~200 122~290 122~030 122~290 +0~260 0 2 +0
Total Volume and Open Interest 220,234 616,990 -12,686
10-Year T-Notes(CBOT)
Sep11 110726 124~045 124~205 123~250 124~170 +0~130 914,700 1,841,170 -24,896
Dec11 110726 122~170 123~040 122~170 123~040 +0~140 339 16,745 +33
Mar12 110726 122~040 122~040 121~220 122~040 +0~140      
Total Volume and Open Interest 915,039 1,857,915 -24,863
5-Year T-Notes(CBOT)
Sep11 110726 120~056 120~098 120~026 120~089 +0~033 580,408 1,533,129 -34,393
Dec11 110726 119~032 119~055 119~025 119~055 +0~030 2 284 +1
Mar12 110726 118~079 118~079 118~049 118~079 +0~030      
Total Volume and Open Interest 580,410 1,533,413 -34,392
2 Year T-Notes(CBOT)
Sep11 110726 109~104 109~112 109~100 109~110 +0~007 189,997 1,056,079 +2,819
Dec11 110726 109~078 109~082 109~075 109~082 +0~007 0 1,092 +0
Mar12 110726 109~020 109~020 109~013 109~020 +0~007      
Total Volume and Open Interest 189,997 1,057,171 +2,819
Eurodollars(CME)
Sep11 110726 99.645 99.665 99.635 99.655 +0.010 202,199 1,155,469 -10,846
Dec11 110726 99.530 99.560 99.525 99.535 +0.005 221,573 1,136,489 -26,202
Mar12 110726 99.480 99.505 99.475 99.480 unch 256,154 1,391,463 -12,738
Jun12 110726 99.415 99.440 99.410 99.420 unch 175,476 1,373,913 +35,970
Sep12 110726 99.320 99.335 99.300 99.325 +0.010 147,125 1,050,078 +15,788
Dec12 110726 99.165 99.200 99.145 99.190 +0.025 129,929 717,594 +5,424
Mar13 110726 99.010 99.060 98.985 99.050 +0.040 126,103 694,766 +11,244
Jun13 110726 98.820 98.890 98.785 98.875 +0.055 119,745 467,017 +13,934
Sep13 110726 98.600 98.675 98.555 98.660 +0.065 82,598 460,206 +5,582
Dec13 110726 98.345 98.425 98.290 98.410 +0.070 62,941 324,535 +2,005
Mar14 110726 98.090 98.175 98.040 98.160 +0.070 40,411 252,933 -3,179
Jun14 110726 97.835 97.910 97.770 97.890 +0.065 37,484 191,631 -4,068
Sep14 110726 97.570 97.650 97.510 97.630 +0.065 18,196 109,501 +1,204
Dec14 110726 97.305 97.385 97.245 97.365 +0.065 14,099 105,282 +270
Mar15 110726 97.075 97.140 97.005 97.125 +0.065 13,354 97,904 -236
Jun15 110726 5.080 5.150 5.015 5.130 +0.060 12,170 77,601 -165
Sep15 110726 4.845 4.915 4.780 4.895 +0.060 8,390 59,737 +46
Dec15 110726 4.625 4.690 4.555 4.670 +0.055 15,192 50,889 -345
Total Volume and Open Interest 1,706,764 9,977,640 +34,649
30 Day Federal Funds(CBOT)
Jul11 110726 99.935 99.935 99.933 99.933 unch 5,119 69,559 +1,484
Aug11 110726 99.915 99.920 99.905 99.915 unch 5,755 63,606 +879
Sep11 110726 99.895 99.900 99.885 99.890 -0.005 2,174 61,238 +698
Oct11 110726 99.880 99.880 99.865 99.870 -0.005 1,699 49,129 -90
Nov11 110726 99.860 99.865 99.855 99.855 -0.005 1,672 48,003 +36
Dec11 110726 99.845 99.850 99.845 99.850 unch 2,148 55,360 +46
Total Volume and Open Interest 51,495 836,076 +9,021
30 Day Fed Funds(e-CBOT)
3-Mth Euro-Yen(CME)
Sep11 110726 99.660 99.660 99.660 99.660 unch 0 51 +0
Dec11 110726 99.660 99.660 99.660 99.660 unch 0 75 +0
Mar12 110726 99.658 99.658 99.658 99.658 unch      
Jun12 110726 99.652 99.652 99.652 99.652 unch      
Sep12 110726 99.585 99.585 99.585 99.585 unch      
Dec12 110726 99.635 99.635 99.635 99.635 unch      
Mar13 110726 99.635 99.635 99.635 99.635 unch      
Jun13 110726 99.590 99.590 99.590 99.590 unch      
Sep13 110726 99.450 99.450 99.450 99.450 unch      
Dec13 110726 99.310 99.310 99.310 99.310 unch      
Total Volume and Open Interest 0 126 +0
3-Mth Euro-Yen(SGX)
Sep11 110726 99.66 99.66 99.66 99.66 unch 400 1,176 -156
Dec11 110726 99.66 99.66 99.66 99.66 unch 0 1,478 +0
Mar12 110726 99.66 99.66 99.66 99.66 unch 0 1,823 +0
Jun12 110726 99.65 99.65 99.65 99.65 unch 0 1,374 +0
Sep12 110726 99.58 99.58 99.58 99.58 unch 0 411 +0
Dec12 110726 99.64 99.64 99.64 99.64 unch 0 26 +0
Mar13 110726 99.64 99.64 99.64 99.64 unch 0 1 +0
Jun13 110726 99.59 99.59 99.59 99.59 unch      
Total Volume and Open Interest 400 6,289 -156
Japanese Gov't Bonds(SGX)
Sep11 110726 141.56 141.63 141.49 141.54 -0.05 2,190 23,781 -293
Dec11 110726 141.13 141.13 141.13 141.13 -0.05 0 2 +0
Mar12 110726 139.04 139.04 139.04 139.04 -0.05      
Total Volume and Open Interest 2,190 23,783 -293
Euro-Bund(EUREX)
Sep11 110726 128.00 128.55 127.76 128.34 +0.08 1,096,609 1,019,710 +42,934
Dec11 110726 126.72 127.18 126.46 127.02 +0.08 157 747 +43
Mar12 110726 127.02 127.02 127.02 127.02 +0.08 405 0 +0
Total Volume and Open Interest 1,097,171 1,020,457 +42,977
Euro-Bobl(EUREX)
Sep11 110726 118.20 118.57 118.11 118.42 +0.03 613,105 739,113 +13,827
Dec11 110726 117.47 117.47 117.47 117.47 +0.03 5 696 +0
Mar12 110726 117.45 117.45 117.45 117.45 +0.03      
Total Volume and Open Interest 613,110 739,809 +13,827
3-Mth Euribor(EUREX)
Sep11 110726 98.330 98.330 98.315 98.315 -0.020 1 2,171 +0
Dec11 110726 98.260 98.260 98.245 98.245 -0.020 2 1,303 -2
Mar12 110726 98.205 98.230 98.205 98.210 -0.025 2 2,186 +1
Total Volume and Open Interest 12 8,679 -2
Long Gilt(LIFFE)
Sep11 110726 122~29 123~09 122~24 123~01 -0~11 93,957 353,312 -841
Dec11 110726 121~23 121~23 121~23 121~23 -0~11      
Total Volume and Open Interest 93,957 353,312 -841
3-Mth Short Sterling(LIFFE)
Sep11 110726 99.13 99.15 99.12 99.14 +0.01 27,473 409,463 -1,292
Dec11 110726 99.08 99.11 99.07 99.09 unch 31,507 532,602 +3,378
Mar12 110726 99.02 99.07 99.01 99.03 -0.01 40,849 466,606 -2,475
Jun12 110726 98.95 99.00 98.92 98.95 -0.01 43,531 323,006 -7,034
Sep12 110726 98.85 98.89 98.81 98.84 -0.02 58,291 330,790 -2,697
Dec12 110726 98.69 98.74 98.65 98.68 -0.03 59,705 293,523 -1,715
Total Volume and Open Interest 332,783 2,782,865 -20,215
3-Mth Euribor(LIFFE)
Sep11 110726 98.335 98.340 98.310 98.315 -0.020 85,731 716,780 -10,754
Dec11 110726 98.265 98.270 98.225 98.245 -0.020 129,261 586,465 +3,708
Mar12 110726 98.230 98.235 98.180 98.210 -0.025 160,566 515,199 +15,277
Total Volume and Open Interest 960,686 3,568,781 -7,909
3-Mth Aus T-Bills(SFE)
Sep11 110726 95.18 95.19 95.13 95.15 -0.02 19,923 239,266 -3,289
Dec11 110726 95.31 95.33 95.24 95.27 -0.04 23,712 252,771 +5,893
Mar12 110726 95.38 95.41 95.32 95.35 -0.03 8,046 147,804 +374
Jun12 110726 95.41 95.42 95.34 95.37 -0.03 4,215 84,698 -1,589
Sep12 110726 95.39 95.39 95.32 95.35 -0.03 2,101 53,906 -219
Dec12 110726 95.35 95.35 95.28 95.29 -0.04 1,198 32,768 +568
Mar13 110726 95.31 95.31 95.24 95.24 -0.05 1,821 33,672 +1,342
Jun13 110726 95.24 95.24 95.17 95.17 -0.05 345 12,437 +226
Sep13 110726 95.12 95.16 95.10 95.11 -0.05 227 2,252 +110
Dec13 110726 95.04 95.09 95.01 95.03 -0.03 60 1,428 +0
Total Volume and Open Interest 61,668 861,146 +3,396
10-Year Aus T-Bonds(SFE)
Sep11 110726 95.08 95.11 95.04 95.06 -0.02 37,492 394,123 -7,459
Dec11 110726 95.06 95.06 95.06 95.06 -0.02      
Total Volume and Open Interest 37,492 394,123 -7,459
3-Year Aus T-Bonds(SFE)
Sep11 110726 95.62 95.64 95.56 95.59 -0.03 132,664 690,829 -59,950
Dec11 110726 95.59 95.59 95.59 95.59 -0.03      
Total Volume and Open Interest 132,664 690,829 -59,950
Gold(CMX)
Aug11 110726 1614.8 1620.8 1607.8 1616.8 +4.6 158,421 193,611 -21,828
Oct11 110726 1616.1 1621.9 1609.4 1618.0 +4.7 3,839 17,547 +849
Dec11 110726 1616.1 1623.2 1610.3 1619.3 +4.9 51,114 216,137 +17,007
Feb12 110726 1618.0 1623.4 1613.1 1620.5 +4.7 464 11,520 +5
Apr12 110726 1616.7 1621.9 1616.2 1621.9 +4.6 113 6,165 +10
Jun12 110726 1621.3 1626.3 1617.3 1623.4 +4.5 439 14,717 +23
Aug12 110726 1617.3 1625.3 1617.3 1625.0 +4.3 4 5,014 -4
Oct12 110726 1620.3 1626.9 1620.3 1626.9 +4.3 5 4,125 +0
Dec12 110726 1624.8 1630.7 1623.1 1629.2 +4.3 126 11,718 +3
Feb13 110726 1631.6 1631.6 1631.6 1631.6 +4.2 1 1,561 +1
Apr13 110726 1629.5 1634.3 1629.5 1634.3 +4.0 0 202 +0
Jun13 110726 1637.4 1640.3 1637.4 1637.4 +3.9 101 11,077 +0
Total Volume and Open Interest 216,178 534,662 -3,962
Silver(CMX)
Jul11 110726 4028.0 4090.0 4013.0 4069.1 +33.7 80 317 +3
Sep11 110726 4040.0 4098.5 4001.5 4069.8 +33.7 54,735 59,594 +701
Dec11 110726 4044.0 4100.0 4007.0 4072.3 +33.7 5,841 28,339 +544
Mar12 110726 4036.0 4097.0 4024.0 4072.6 +33.8 100 5,316 +39
May12 110726 4053.0 4071.5 4030.0 4071.5 +33.8 6 1,627 -3
Jul12 110726 4070.4 4070.4 4070.4 4070.4 +33.8 6 1,761 +1
Sep12 110726 4033.5 4083.0 4033.5 4068.5 +33.8 5 227 +1
Total Volume and Open Interest 61,007 117,251 +1,235
Platinum(NYMEX)
Jul11 110726 1806.1 1806.1 1806.1 1806.1 +13.2 6 4 +3
Oct11 110726 1793.0 1812.9 1771.0 1807.2 +13.2 4,132 31,240 +533
Jan12 110726 1798.0 1810.3 1791.3 1810.3 +12.9 31 1,185 +20
Apr12 110726 1797.9 1813.2 1797.9 1813.2 +12.9 0 119 +0
Total Volume and Open Interest 4,173 32,562 +554
Palladium(NYMEX)
Sep11 110726 807.25 845.40 806.00 836.10 +27.10 2,341 21,472 +82
Dec11 110726 808.55 844.50 807.10 837.20 +27.00 42 888 +21
Mar12 110726 183.04 183.04 183.04 183.04 +27.00 0 53 +0
Total Volume and Open Interest 2,383 22,413 +103
Copper(CMX)
Jul11 110726 443.15 447.80 443.15 447.40 +7.25 578 1,220 -185
Sep11 110726 440.90 448.50 439.55 447.80 +7.15 21,591 89,569 -1,428
Dec11 110726 443.00 450.30 441.65 449.80 +7.15 2,560 37,842 +121
Mar12 110726 450.10 451.30 449.40 450.90 +7.10 286 13,327 +144
May12 110726 451.10 451.10 451.10 451.10 +7.00 9 2,302 +6
Total Volume and Open Interest 25,462 152,145 -1,261
DJIA Index(CBOT)
Sep11 110726 12545 12601 12425 12432 -118 398 16,183 +493
Dec11 110726 12359 12478 12359 12359 -119 0 86 +0
Mar12 110726 12290 12409 12290 12290 -119      
Jun12 110726 12220 12339 12220 12220 -119      
Total Volume and Open Interest 398 16,269 +493
Mini DJIA Index(CBOT)
Sep11 110726 12549 12603 12423 12432 -118 95,451 116,787 -2,087
Dec11 110726 12447 12524 12353 12359 -119 68 396 -9
Mar12 110726 12290 12290 12290 12290 -119 0 11 +0
Jun12 110726 12220 12220 12220 12220 -119      
Total Volume and Open Interest 95,519 117,194 -2,096
S & P 500(CME)
Sep11 110726 1333.40 1339.70 1325.50 1326.20 -7.30 7,848 273,357 -521
Dec11 110726 1321.40 1329.40 1320.40 1320.60 -7.30 2 10,979 -7
Mar12 110726 1316.00 1323.90 1314.90 1315.10 -7.30 0 11 +0
Jun12 110726 1310.10 1318.90 1309.90 1310.10 -7.30 0 5 +0
Total Volume and Open Interest 7,850 284,352 -528
S & P 500 E-Mini(Globex)
Sep11 110726 1333.50 1339.75 1325.50 1326.25 -7.25 1,478,170 2,559,590 -15,805
Dec11 110726 1328.00 1333.75 1320.00 1320.50 -7.50 3,344 21,242 +5,897
Total Volume and Open Interest 1,481,515 2,581,043 -9,908
NASDAQ 100(CME)
Sep11 110726 2425.00 2435.00 2413.50 2423.50 unch 770 18,144 -2
Dec11 110726 2418.00 2428.00 2415.00 2418.00 unch 2 10 +2
Mar12 110726 2413.80 2414.80 2413.80 2413.80 unch      
Total Volume and Open Interest 772 18,154 +0
NASDAQ 100 E-Mini(Globex)
Sep11 110726 2423.00 2435.50 2412.80 2423.50 unch 184,217 353,045 +1,448
Dec11 110726 2414.00 2428.80 2409.80 2418.00 unch 2,595 5,073 +2,506
Total Volume and Open Interest 186,813 358,126 +3,955
S & P Midcap 400(CME)
Sep11 110726 977.20 984.00 974.00 975.00 -8.30 10 2,728 +0
Dec11 110726 973.30 973.30 973.30 973.30 -8.30      
Mar12 110726 971.60 971.60 971.60 971.60 -8.30      
Total Volume and Open Interest 10 2,728 +0
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Sep11 110726 10080 10155 10065 10070 -20 9,205 37,171 -453
Dec11 110726 10050 10060 10035 10035 -25 0 26 +0
Total Volume and Open Interest 9,205 37,197 -453
Nikkei 225(SGX)
Sep11 110726 10055 10140 10035 10090 +40 83,966 200,500 +6,398
Dec11 110726 10000 10065 10000 10035 +40 103 8,218 +35
Mar12 110726 10030 10030 10030 10030 +40 0 10 +0
Total Volume and Open Interest 84,146 220,976 +6,426
CAC 40(EURONEXT)
Aug11 110726 3821.5 3839.0 3769.5 3793.5 -22.0 120,333 315,887 -22,529
Sep11 110726 3819.0 3834.5 3770.0 3791.5 -21.5 521 36,542 -243
Oct11 110726 3812.5 3812.5 3790.5 3790.5 -22.0      
Total Volume and Open Interest 120,854 352,461 -22,772
Hang Seng Index(HKFE)
Jul11 110726 22300 22592 22264 22540 +214 86,508 84,232 -3,949
Aug11 110726 22246 22552 22224 22500 +214 4,957 8,054 +2,270
Sep11 110726 22170 22450 22134 22414 +219 989 4,087 +412
Total Volume and Open Interest 92,618 100,283 -1,335
DAX(EUREX)
Sep11 110726 7371.0 7399.0 7317.5 7370.5 unch 123,238 151,660 -7,579
Dec11 110726 7403.0 7425.0 7349.0 7399.0 unch 316 8,751 +56
Mar12 110726 7435.0 7454.0 7395.5 7431.5 unch 169 386 +1
Total Volume and Open Interest 123,723 160,797 -7,522
FT-SE 100(EURONEXT)
Sep11 110726 5868.50 5913.00 5854.50 5890.50 +0.50 86,736 661,552 +143
Dec11 110726 5873.50 5873.50 5866.00 5866.00 +0.50 1 821 -1
Mar12 110726 5829.00 5829.00 5829.00 5829.00 +0.50 0 163 +0
Total Volume and Open Interest 86,747 662,596 +142
SPI 200(SFE)
Sep11 110726 4510.0 4557.0 4508.0 4542.0 +29.0 38,643 194,313 -4,659
Dec11 110726 4540.0 4568.0 4540.0 4557.0 +28.0 54 4,721 +9
Mar12 110726 4545.0 4545.0 4545.0 4545.0 +29.0 0 1,734 -1
Total Volume and Open Interest 38,719 203,057 -8,304
GSCI(CME)
Aug11 110726 47.14 48.64 38.64 46.64 +4.00 90 9,339 +44
Sep11 110726 47.64 49.64 39.64 47.64 +4.00      
Oct11 110726 48.64 50.64 40.64 48.64 +4.00      
Total Volume and Open Interest 90 9,339 +44
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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