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MRCI's End of Day Prices

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MRCI's End of Day Prices
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Daily Futures Price Listing Wed July 27, 2011
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Aug11 110727 1383.00 1388.00 1368.50 1375.75 -7.25 27,768 33,648 -9,956
Sep11 110727 1380.25 1386.00 1366.00 1371.75 -8.50 19,826 43,074 +2,493
Nov11 110727 1388.75 1394.50 1374.25 1380.50 -8.25 89,989 308,783 -426
Jan12 110727 1398.50 1403.25 1384.25 1390.50 -8.00 4,835 51,989 -222
Mar12 110727 1403.50 1407.50 1388.50 1395.50 -7.00 2,335 26,462 +160
May12 110727 1399.25 1405.00 1388.25 1394.50 -5.50 1,957 32,698 +210
Jul12 110727 1401.25 1406.75 1390.25 1396.75 -4.50 2,836 18,036 +726
Total Volume and Open Interest 149,848 538,972 -7,029
Soybean Meal(CBOT)
Aug11 110727 360.00 367.50 354.90 355.80 -4.70 16,972 20,487 -1,558
Sep11 110727 363.50 364.80 357.60 358.30 -5.00 11,398 35,412 +745
Oct11 110727 364.80 366.30 359.20 360.00 -5.10 2,204 15,209 -174
Dec11 110727 369.10 371.00 362.80 363.60 -5.70 30,871 84,927 -588
Jan12 110727 371.10 371.90 364.70 365.40 -5.70 459 7,176 -71
Mar12 110727 372.90 372.90 367.00 367.60 -5.30 460 5,767 +16
May12 110727 372.00 372.20 367.10 367.30 -4.80 560 7,843 +69
Jul12 110727 370.90 371.00 367.20 367.60 -4.30 299 2,364 +43
Total Volume and Open Interest 63,275 183,159 -1,509
Soybean Oil(CBOT)
Aug11 110727 56.82 56.82 56.15 56.40 -0.19 30,348 21,087 -8,075
Sep11 110727 56.90 56.94 56.35 56.61 -0.18 29,194 44,553 -613
Oct11 110727 57.01 57.13 56.56 56.84 -0.17 5,108 19,702 +838
Dec11 110727 57.47 57.63 57.02 57.31 -0.16 59,546 144,158 -9,118
Jan12 110727 57.77 57.86 57.30 57.58 -0.13 1,068 23,194 -85
Mar12 110727 57.90 58.09 57.54 57.85 -0.11 1,344 14,056 +287
May12 110727 58.11 58.85 57.67 57.95 -0.11 567 7,820 +85
Jul12 110727 58.21 58.32 57.80 58.05 -0.12 678 3,933 +288
Total Volume and Open Interest 127,912 281,618 -16,383
Canola(WCE)
Nov11 110727 554.1 561.8 552.2 559.8 +4.8 13,280 120,288 -94
Jan12 110727 562.1 570.1 560.7 568.2 +4.9 3,369 18,624 +428
Mar12 110727 569.9 575.6 566.8 575.0 +4.9 573 6,628 +10
May12 110727 574.0 581.4 574.0 580.3 +5.5 719 4,668 +255
Jul12 110727 578.0 585.1 578.0 584.6 +5.1 162 2,959 +76
Total Volume and Open Interest 18,255 154,815 +778
Corn(CBOT)
Sep11 110727 689.50 693.00 677.00 691.50 +1.75 44,739 349,293 -5,859
Dec11 110727 686.25 693.00 675.00 691.50 +4.75 123,980 518,880 -1,138
Mar12 110727 699.00 705.00 687.00 704.00 +4.50 10,236 129,418 +2,071
May12 110727 705.50 711.00 694.00 710.00 +4.25 3,683 28,434 +363
Jul12 110727 710.75 716.25 700.00 715.00 +3.75 3,775 71,595 -31
Sep12 110727 667.75 680.00 664.00 679.50 +9.25 733 8,539 +270
Total Volume and Open Interest 189,802 1,203,898 -3,948
Wheat(CBOT)
Sep11 110727 694.75 712.50 685.75 704.75 +10.75 50,141 147,292 -4,378
Dec11 110727 734.50 751.00 727.00 745.25 +10.75 26,633 146,210 +1,069
Mar12 110727 769.00 783.00 760.50 777.00 +9.50 5,620 48,511 +883
May12 110727 783.00 797.00 777.00 790.25 +7.25 624 9,893 +130
Jul12 110727 794.00 808.00 788.00 799.50 +6.25 1,171 43,663 +190
Total Volume and Open Interest 84,646 419,280 -2,026
Wheat(KCBT)
Sep11 110727 779.75 799.50 774.00 788.25 +7.75 10,996 74,980 +708
Dec11 110727 805.25 825.25 800.75 814.25 +7.75 6,714 59,818 +1,426
Mar12 110727 819.75 839.25 816.50 827.75 +6.50 2,757 18,977 +1,015
May12 110727 824.00 843.75 821.25 831.75 +6.00 291 3,457 +65
Jul12 110727 822.50 842.00 822.25 831.50 +6.00 685 13,823 +86
Total Volume and Open Interest 21,480 174,194 +3,297
Wheat(MGE)
Sep11 110727 837.50 859.75 832.00 851.00 +12.00 1,864 19,896 -349
Dec11 110727 839.50 860.75 836.00 851.75 +11.75 947 19,670 +12
Mar12 110727 849.50 868.50 844.50 860.75 +11.75 891 6,376 -153
May12 110727 855.50 871.25 850.75 864.75 +10.75 632 3,125 +272
Jul12 110727 856.00 873.75 853.00 867.25 +11.00 208 4,856 +15
Total Volume and Open Interest 4,574 57,884 -190
Oats(CBOT)
Sep11 110727 357.25 357.25 354.25 355.50 -0.75 161 3,947 -1
Dec11 110727 366.50 369.75 366.00 367.75 -0.25 372 7,425 +70
Mar12 110727 378.25 378.25 378.25 378.25 unch 10 834 +10
May12 110727 384.75 384.75 384.75 384.75 unch 0 26 +0
Total Volume and Open Interest 543 12,261 +79
Rough Rice(CBOT)
Sep11 110727 17.18 17.21 16.71 16.80 -0.41 1,429 10,744 -134
Nov11 110727 17.45 17.50 17.00 17.11 -0.39 371 5,321 -22
Jan12 110727 17.30 17.80 17.30 17.41 -0.39 64 594 +25
Mar12 110727 17.57 18.07 17.57 17.68 -0.39 39 721 +15
Total Volume and Open Interest 1,903 17,392 -116
Live Cattle(CME)
Aug11 110727 111.330 111.400 110.550 111.080 -0.620 17,318 50,898 -6,350
Oct11 110727 115.930 115.950 115.035 115.450 -0.700 23,036 127,074 -1,394
Dec11 110727 119.480 119.480 118.330 118.730 -0.870 10,230 83,454 -46
Feb12 110727 122.600 122.600 121.600 122.150 -0.650 3,868 30,343 +595
Apr12 110727 124.650 124.650 123.885 124.430 -0.570 3,096 16,486 +291
Jun12 110727 121.400 121.800 121.035 121.800 -0.200 420 6,584 +142
Total Volume and Open Interest 58,037 315,777 -6,755
Feeder Cattle(CME)
Aug11 110727 136.400 136.400 134.785 135.380 -0.720 2,084 13,611 -571
Sep11 110727 138.035 138.050 136.650 136.935 -1.000 1,088 10,990 +245
Oct11 110727 139.000 139.000 137.550 138.075 -0.975 1,322 8,720 -58
Nov11 110727 139.185 139.250 137.900 138.575 -0.805 349 3,965 -65
Jan12 110727 138.850 139.150 137.900 138.550 -0.200 102 1,904 +12
Mar12 110727 138.785 138.935 137.800 138.300 -0.600 35 534 +8
Apr12 110727 138.130 138.350 138.130 138.350 -0.650 2 144 +0
Total Volume and Open Interest 4,982 39,970 -429
Lean Hogs(CME)
Aug11 110727 100.730 101.980 100.150 101.930 +1.450 8,819 23,372 -2,138
Oct11 110727 91.700 92.350 90.830 91.430 -0.270 10,939 91,112 +1,146
Dec11 110727 88.385 88.885 87.700 88.300 -0.085 4,692 66,149 +657
Feb12 110727 90.430 91.050 90.080 90.600 +0.120 1,129 31,899 +367
Apr12 110727 91.650 92.100 91.200 91.900 +0.400 685 18,907 +246
May12 110727 94.800 95.500 94.800 95.500 +0.200 128 890 +113
Jun12 110727 97.650 98.000 97.050 97.950 +0.400 452 10,485 +105
Jul12 110727 96.135 96.580 96.000 96.400 +0.100 131 3,214 +55
Total Volume and Open Interest 27,007 248,579 +564
Class III Milk(CME)
Jul11 110727 21.32 21.35 21.32 21.34 unch 40 6,941 -92
Aug11 110727 21.10 21.39 21.04 21.34 +0.24 97 6,384 -12
Sep11 110727 20.25 20.65 20.17 20.55 +0.30 244 5,935 +52
Oct11 110727 19.23 19.51 19.23 19.49 +0.17 124 4,820 +4
Nov11 110727 18.40 18.57 18.40 18.52 +0.05 103 3,945 +31
Total Volume and Open Interest 893 37,712 +114
Cocoa(ICE)
Sep11 110727 3012 3055 2981 3036 +21 16,814 62,031 -2,583
Dec11 110727 3038 3087 3018 3073 +26 9,338 44,688 +1,064
Mar12 110727 3074 3125 3065 3119 +24 1,837 34,628 -30
May12 110727 3087 3125 3066 3121 +25 430 11,507 +262
Jul12 110727 3095 3129 3086 3129 +27 176 4,503 +79
Sep12 110727 3096 3135 3096 3135 +27 442 8,117 +354
Dec12 110727 3142 3142 3142 3142 +29 68 3,935 +62
Total Volume and Open Interest 29,116 172,770 -789
Coffee "C"(ICE)
Sep11 110727 244.95 245.30 238.60 241.20 -3.75 8,893 48,677 -1,167
Dec11 110727 249.50 249.50 243.00 245.55 -3.70 4,108 38,587 +552
Mar12 110727 252.40 252.40 246.40 248.95 -3.40 771 10,077 +226
May12 110727 250.55 251.00 248.45 251.00 -3.00 365 4,985 +117
Jul12 110727 250.00 251.70 249.60 251.70 -2.15 70 1,844 -20
Sep12 110727 252.05 252.05 249.00 250.95 -2.10 50 1,684 +26
Total Volume and Open Interest 14,259 107,324 -267
Orange Juice(ICE)
Sep11 110727 198.25 200.50 198.25 198.75 -0.10 537 26,599 +81
Nov11 110727 187.60 189.00 187.60 188.05 +0.15 223 7,028 +102
Jan12 110727 179.45 180.00 179.20 179.50 +0.15 63 1,672 +21
Mar12 110727 177.00 177.10 177.00 177.05 unch 8 317 +1
May12 110727 175.45 175.45 175.45 175.45 +0.50 0 246 +0
Jul12 110727 175.05 175.05 175.05 175.05 +0.50 0 128 +0
Total Volume and Open Interest 831 36,001 +205
Sugar #11(ICE)
Oct11 110727 31.01 31.45 30.67 31.13 +0.19 36,265 301,239 -2,954
Mar12 110727 29.71 30.02 29.37 29.80 +0.15 17,671 151,064 -330
May12 110727 27.80 28.32 27.75 28.16 +0.13 4,864 49,021 -240
Jul12 110727 26.80 27.03 26.50 26.87 +0.07 3,779 66,650 -1,321
Oct12 110727 25.75 26.04 25.55 25.86 +0.02 1,308 29,875 +240
Total Volume and Open Interest 64,365 637,258 -4,544
London Cocoa(LCE)
Sep11 110727 1865 1904 1864 1890 +17 6,775 73,414 -630
Dec11 110727 1895 1935 1895 1922 +17 4,063 47,904 -153
Mar12 110727 1918 1956 1915 1943 +17 2,466 38,260 +62
May12 110727 1930 1964 1925 1954 +18 893 13,917 +332
Jul12 110727 1935 1971 1935 1958 +18 1,557 6,216 +1,510
Sep12 110727 1958 1983 1943 1966 +18 62 4,383 +0
Dec12 110727 1971 1971 1971 1971 +24 0 7,355 +0
Total Volume and Open Interest 15,816 192,316 +1,121
London Sugar(LCE)
Oct11 110727 808.10 813.00 796.00 803.50 -1.90 2,072 25,902 -245
Dec11 110727 762.90 765.40 752.30 760.50 +0.10 897 6,799 +218
Mar12 110727 748.40 749.50 740.10 747.40 +0.90 686 9,500 +179
May12 110727 718.10 720.60 711.10 717.00 +0.40 42 3,303 +13
Aug12 110727 687.50 692.00 681.20 688.70 -1.10 4 1,914 +1
Total Volume and Open Interest 3,727 48,831 +172
Cotton(ICE)
Oct11 110727 101.86 104.66 101.02 103.85 +2.76 67 545 +10
Dec11 110727 100.80 104.44 99.85 103.61 +2.85 6,636 97,023 -6
Mar12 110727 99.00 102.12 98.08 101.18 +2.10 1,120 23,603 +592
May12 110727 97.16 100.60 97.16 99.99 +2.04 56 5,485 -6
Jul12 110727 96.13 99.32 96.13 98.71 +1.53 41 7,177 -9
Oct12 110727 97.37 97.37 97.37 97.37 +0.77 0 3 +0
Total Volume and Open Interest 8,023 137,502 +625
Lumber(CME)
Sep11 110727 254.0 254.7 251.9 254.0 -2.0 432 5,868 -33
Nov11 110727 267.4 268.4 265.0 266.0 -2.0 173 2,492 +119
Jan12 110727 286.2 286.7 284.7 286.7 -3.2 41 877 +3
Mar12 110727 298.0 298.0 294.0 294.5 -4.5 1 97 +1
Total Volume and Open Interest 647 9,335 +90
Crude Oil(NYM)
Sep11 110727 99.18 99.50 97.14 97.40 -2.19 205,209 370,483 -6,670
Oct11 110727 99.64 99.91 97.57 97.84 -2.17 59,115 92,336 -2,730
Nov11 110727 100.14 100.33 98.05 98.33 -2.13 34,360 78,377 +1,476
Dec11 110727 100.51 100.80 98.52 98.82 -2.06 45,199 207,691 +1,562
Jan12 110727 101.15 101.15 99.11 99.26 -2.01 9,394 50,815 +895
Feb12 110727 101.35 101.50 99.50 99.66 -1.96 5,080 25,125 -904
Mar12 110727 101.81 101.88 99.93 100.03 -1.91 6,720 36,199 -13
Apr12 110727 101.66 101.66 100.20 100.39 -1.86 3,185 22,933 +497
May12 110727 102.10 102.10 100.62 100.73 -1.82 2,451 18,385 +3
Jun12 110727 102.53 102.53 101.01 101.06 -1.78 11,312 82,111 +2,470
Jul12 110727 102.31 102.31 101.35 101.38 -1.73 1,854 29,392 +9
Aug12 110727 101.62 101.62 101.62 101.62 -1.70 1,720 17,415 +963
Sep12 110727 102.30 102.30 101.84 101.84 -1.67 700 18,662 +17
Oct12 110727 102.05 102.05 102.05 102.05 -1.64 256 11,135 +25
Nov12 110727 102.28 102.28 102.28 102.28 -1.60 606 20,822 -60
Dec12 110727 103.87 103.96 102.29 102.53 -1.57 13,712 149,787 -332
Total Volume and Open Interest 409,714 1,498,061 -2,765
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 110727 99.100 99.500 97.150 97.400 -2.200 5,329 3,244 -163
Oct11 110727 99.575 99.700 97.575 97.850 -2.150 219 499 +0
Nov11 110727 100.150 100.250 98.300 98.325 -2.125 91 178 -1
Dec11 110727 99.775 99.800 98.825 98.825 -2.050 21 220 +11
Jan12 110727 99.250 99.250 99.250 99.250 -2.025 0 10 +0
Feb12 110727 99.650 99.650 99.650 99.650 -1.975 1 3 +0
Mar12 110727 100.025 100.025 100.025 100.025 -1.925 0 10 +0
Apr12 110727 100.400 100.400 100.400 100.400 -1.850 0 1 +0
Total Volume and Open Interest 5,661 4,352 -153
Heating Oil(NYM)
Aug11 110727 310.33 311.25 307.95 308.26 -3.08 29,834 34,848 -7,107
Sep11 110727 311.75 312.44 309.09 309.44 -3.07 39,156 93,034 +5,694
Oct11 110727 313.18 313.97 310.64 311.03 -2.96 11,802 38,172 +1,044
Nov11 110727 314.62 315.65 312.66 312.81 -2.86 5,318 27,604 +990
Dec11 110727 316.76 317.36 313.88 314.48 -2.78 7,530 37,795 +348
Jan12 110727 318.21 318.33 315.99 316.09 -2.63 2,811 24,216 +83
Feb12 110727 317.49 318.83 316.26 316.36 -2.53 729 10,424 -269
Mar12 110727 316.41 317.90 315.43 315.43 -2.48 296 7,434 -21
Apr12 110727 312.94 315.90 312.90 313.33 -2.44 246 3,942 +7
May12 110727 313.60 313.60 311.43 311.43 -2.41 268 3,872 +210
Jun12 110727 312.69 313.46 310.70 310.70 -2.41 272 22,097 +193
Jul12 110727 311.35 311.35 311.35 311.35 -2.38 17 1,974 +0
Total Volume and Open Interest 98,294 317,114 +1,166
Gasoline(NYMEX)
Aug11 110727 315.81 318.16 313.55 314.23 -1.13 31,080 23,179 -7,314
Sep11 110727 310.00 312.00 307.25 308.31 -1.54 35,706 97,446 +2,801
Oct11 110727 295.80 297.22 292.90 294.19 -2.09 9,749 34,732 -358
Nov11 110727 292.87 293.10 289.96 290.42 -2.28 4,783 19,332 +1,090
Dec11 110727 291.50 291.50 287.13 288.56 -2.40 3,693 31,416 -120
Jan12 110727 290.23 291.27 288.50 288.64 -2.49 1,084 11,593 +134
Feb12 110727 291.69 292.32 288.55 289.81 -2.54 419 5,700 +70
Mar12 110727 293.45 293.66 291.43 291.43 -2.58 289 8,125 +80
Apr12 110727 302.54 302.54 302.10 302.30 -2.62 87 5,560 -28
May12 110727 303.30 303.30 302.10 302.20 -2.63 38 1,911 +11
Total Volume and Open Interest 87,020 258,641 -3,626
e-miNY RBOB Gasoline(NYM)
Aug11 110727 314.20 314.23 314.20 314.20 -1.20 0 3 +0
Sep11 110727 308.30 308.31 308.30 308.30 -1.60      
Oct11 110727 294.20 294.20 294.19 294.20 -2.10 0 1 +0
Nov11 110727 290.40 290.42 290.40 290.40 -2.30      
Total Volume and Open Interest 0 6 +0
Natural Gas(NYM)
Aug11 110727 4.377 4.412 4.340 4.370 unch 80,415 26,278 -5,212
Sep11 110727 4.340 4.379 4.300 4.318 -0.013 63,077 235,881 +2,703
Oct11 110727 4.360 4.391 4.316 4.333 -0.014 24,190 142,303 +1,613
Nov11 110727 4.457 4.495 4.428 4.446 -0.008 18,197 107,362 +2,170
Dec11 110727 4.635 4.659 4.598 4.616 -0.008 8,315 48,822 +89
Jan12 110727 4.723 4.757 4.693 4.713 -0.010 10,590 113,187 +813
Feb12 110727 4.745 4.753 4.694 4.711 -0.011 3,479 26,704 +753
Mar12 110727 4.695 4.710 4.653 4.669 -0.011 4,365 47,644 +362
Apr12 110727 4.602 4.627 4.570 4.590 -0.011 4,428 51,018 +626
May12 110727 4.626 4.646 4.600 4.610 -0.011 504 10,101 +11
Jun12 110727 4.635 4.671 4.632 4.639 -0.011 452 11,689 -3
Jul12 110727 4.690 4.710 4.665 4.678 -0.011 785 8,567 -253
Aug12 110727 4.720 4.728 4.704 4.708 -0.011 623 9,461 +293
Sep12 110727 4.748 4.749 4.713 4.716 -0.011 240 7,319 +75
Oct12 110727 4.765 4.787 4.729 4.755 -0.011 656 34,321 -58
Nov12 110727 4.910 4.925 4.890 4.896 -0.011 93 5,187 +45
Total Volume and Open Interest 220,742 964,938 +4,034
Brent Crude Oil(ICE)
Sep11 110727 118.15 118.50 117.18 117.43 -0.85 129,313 191,839 -3,305
Oct11 110727 118.11 118.39 117.03 117.18 -1.02 61,116 144,508 +3,151
Nov11 110727 118.19 118.48 117.00 117.15 -1.13 25,793 52,012 +1,068
Dec11 110727 118.22 118.51 116.96 117.12 -1.20 28,410 97,882 +184
Jan12 110727 118.39 118.45 116.98 117.06 -1.25 3,474 24,041 +330
Feb12 110727 118.36 118.36 116.90 116.97 -1.27 1,495 17,891 +158
Mar12 110727 118.25 118.25 116.84 116.89 -1.27 1,985 34,807 -628
Apr12 110727 118.17 118.17 116.74 116.79 -1.28 609 14,000 -68
May12 110727 118.06 118.06 116.63 116.69 -1.28 714 8,517 +144
Jun12 110727 117.96 117.96 116.48 116.57 -1.30 3,076 40,694 +718
Jul12 110727 116.45 116.45 116.45 116.45 -1.33 653 8,873 -149
Aug12 110727 116.30 116.30 116.30 116.30 -1.35 419 6,060 +36
Sep12 110727 116.12 116.12 116.12 116.12 -1.36 390 7,927 +164
Oct12 110727 115.93 115.93 115.93 115.93 -1.37 98 3,497 +50
Total Volume and Open Interest 267,570 805,030 +3,264
Gas Oil(ICE)
Aug11 110727 974.25 977.25 967.25 974.50 -4.00 29,326 89,507 -2,943
Sep11 110727 977.25 980.25 969.75 977.25 -4.25 35,699 133,864 +923
Oct11 110727 981.75 983.00 972.50 979.75 -4.50 10,612 63,743 +792
Nov11 110727 983.25 983.25 974.00 981.25 -4.50 3,890 36,916 +290
Dec11 110727 984.75 985.50 975.50 983.00 -4.25 10,136 60,185 -154
Jan12 110727 987.25 987.25 977.75 985.00 -4.25 1,657 36,811 -702
Feb12 110727 988.00 988.00 982.50 985.75 -4.00 1,619 11,516 -252
Mar12 110727 986.00 987.25 978.75 986.00 -4.00 750 13,251 -85
Apr12 110727 982.75 986.25 982.75 985.75 -4.00 40 8,341 -14
May12 110727 982.50 985.50 982.50 985.50 -3.75 60 7,659 +5
Total Volume and Open Interest 98,316 563,131 -2,040
Ethanol(CBOT)
Jul11 110706 2.758 2.795 2.758 2.761 +0.027 42 209 -19
Aug11 110727 3.054 3.070 3.051 3.068 unch 229 512 -56
Sep11 110727 2.854 2.874 2.854 2.866 -0.008 199 1,704 +13
Oct11 110727 2.714 2.732 2.714 2.729 +0.005 94 1,384 +32
Nov11 110727 2.597 2.607 2.597 2.604 -0.013 62 1,100 +5
Dec11 110727 2.555 2.570 2.555 2.566 -0.009 136 1,426 +82
Jan12 110727 2.559 2.559 2.543 2.551 -0.002 38 796 +4
Feb12 110727 2.560 2.560 2.560 2.560 +0.010 15 357 +5
Total Volume and Open Interest 868 9,254 +135
WTI Crude Oil(ICE
Sep11 110727 99.12 99.49 97.14 97.40 -2.19 48,740 77,414 -494
Oct11 110727 99.71 99.90 97.57 97.84 -2.17 19,699 34,409 -523
Nov11 110727 100.16 100.33 98.04 98.33 -2.13 9,742 23,872 +331
Dec11 110727 100.45 100.75 98.58 98.82 -2.06 14,172 93,272 +1,326
Jan12 110727 101.15 101.15 99.00 99.26 -2.01 3,173 18,226 +824
Feb12 110727 101.50 101.50 99.55 99.66 -1.96 1,317 6,014 -115
Mar12 110727 101.40 101.40 99.96 100.03 -1.91 1,517 15,670 +20
Apr12 110727 101.90 101.90 100.39 100.39 -1.86 512 4,871 +42
May12 110727 102.16 102.16 100.73 100.73 -1.82 461 3,165 -46
Jun12 110727 102.44 102.49 100.79 101.06 -1.78 3,072 30,826 +261
Jul12 110727 101.38 101.38 101.38 101.38 -1.73 231 4,244 +16
Aug12 110727 101.62 101.62 101.62 101.62 -1.70 13 1,242 +13
Sep12 110727 101.84 101.84 101.84 101.84 -1.67 32 5,073 +0
Oct12 110727 102.05 102.05 102.05 102.05 -1.64 0 1,134 +0
Nov12 110727 102.28 102.28 102.28 102.28 -1.60 0 2,549 +0
Dec12 110727 103.82 103.90 102.23 102.53 -1.57 3,798 49,638 +474
Total Volume and Open Interest 107,605 444,202 +2,559
US Dollar Index(ICE)
Sep11 110727 73.690 74.390 73.585 74.272 +0.643 17,345 54,369 +1,185
Dec11 110727 74.115 74.775 73.980 74.673 +0.603 43 676 +5
Mar12 110727 75.092 75.092 75.092 75.092 +0.562 0 1 +0
Total Volume and Open Interest 17,388 55,046 +1,190
Australian Dollar(CME)
Sep11 110727 108.78 110.05 108.60 109.37 +0.51 81,025 132,251 +519
Dec11 110727 107.58 108.67 107.54 108.13 +0.48 20 502 +4
Mar12 110727 106.96 106.96 106.52 106.96 +0.44 0 2 +0
Total Volume and Open Interest 81,045 132,758 +523
British Pound(CME)
Sep11 110727 164.12 164.60 163.03 163.17 -0.96 63,262 99,834 +585
Dec11 110727 164.12 164.25 163.00 163.00 -0.95 23 263 +7
Mar12 110727 162.85 163.78 162.85 162.85 -0.93 0 2 +0
Total Volume and Open Interest 63,285 100,105 +592
Canadian Dollar(CME)
Sep11 110727 105.83 106.13 105.05 105.18 -0.73 56,361 126,844 +3,560
Dec11 110727 105.59 105.87 104.85 104.94 -0.73 143 3,984 +3
Mar12 110727 104.69 105.39 104.69 104.69 -0.70 3 625 +1
Jun12 110727 105.05 105.13 104.43 104.43 -0.70 6 278 +2
Total Volume and Open Interest 56,515 131,874 +3,566
Japanese Yen(CME)
Sep11 110727 128.33 128.96 127.97 128.19 -0.26 82,199 132,620 +446
Dec11 110727 128.60 128.99 128.15 128.30 -0.26 182 707 +33
Mar12 110727 128.48 128.73 128.48 128.48 -0.25 0 46 +0
Total Volume and Open Interest 82,381 133,390 +479
Swiss Franc(CME)
Sep11 110727 124.87 125.11 124.30 124.74 -0.17 40,740 54,171 +1,134
Dec11 110727 125.06 125.12 124.70 124.86 -0.15 146 238 +19
Mar12 110727 125.02 125.16 125.02 125.02 -0.14 0 5 +0
Total Volume and Open Interest 40,886 54,417 +1,153
EuroFX(CME)
Sep11 110727 144.90 145.14 143.19 143.52 -1.46 235,496 176,604 -1,289
Dec11 110727 144.49 144.60 142.89 143.16 -1.44 115 1,058 -7
Mar12 110727 143.80 144.25 142.70 142.84 -1.41 0 363 +0
Total Volume and Open Interest 235,611 178,862 -1,296
Mexican Peso(CME)
Aug11 110727 857.0 862.2 857.0 857.0 -5.2      
Sep11 110727 856.0 858.5 851.5 852.8 -5.2 21,224 135,308 +750
Total Volume and Open Interest 21,224 135,643 +750
30-Year T-Bonds(CBOT)
Sep11 110727 125~240 126~000 125~020 125~210 -0~060 296,688 623,974 +8,946
Dec11 110727 124~080 124~110 123~210 124~050 -0~060 185 2,046 +86
Mar12 110727 122~130 122~290 122~130 122~230 -0~060 0 2 +0
Total Volume and Open Interest 296,873 626,022 +9,032
10-Year T-Notes(CBOT)
Sep11 110727 124~165 124~215 124~010 124~075 -0~095 1,215,790 1,874,263 +33,093
Dec11 110727 122~300 123~080 122~195 122~260 -0~100 2,010 15,703 -1,042
Mar12 110727 121~260 122~040 121~260 121~260 -0~100      
Total Volume and Open Interest 1,217,800 1,889,966 +32,051
5-Year T-Notes(CBOT)
Sep11 110727 120~090 120~103 120~050 120~063 -0~026 603,632 1,523,090 -10,039
Dec11 110727 119~031 119~055 119~031 119~031 -0~024 0 284 +0
Mar12 110727 118~055 118~079 118~055 118~055 -0~024      
Total Volume and Open Interest 603,632 1,523,374 -10,039
2 Year T-Notes(CBOT)
Sep11 110727 109~112 109~114 109~098 109~100 -0~010 271,648 1,018,405 -37,674
Dec11 110727 109~065 109~082 109~065 109~072 -0~010 26 1,102 +10
Mar12 110727 109~010 109~020 109~010 109~010 -0~010      
Total Volume and Open Interest 271,674 1,019,507 -37,664
Eurodollars(CME)
Sep11 110727 99.650 99.655 99.620 99.630 -0.025 127,272 1,147,982 -7,487
Dec11 110727 99.535 99.545 99.490 99.500 -0.035 152,284 1,138,817 +2,328
Mar12 110727 99.485 99.485 99.430 99.445 -0.035 148,762 1,404,433 +12,970
Jun12 110727 99.425 99.425 99.370 99.390 -0.030 118,872 1,369,056 -4,857
Sep12 110727 99.330 99.335 99.275 99.300 -0.025 122,176 1,049,814 -264
Dec12 110727 99.190 99.200 99.140 99.165 -0.025 137,561 727,314 +9,720
Mar13 110727 99.050 99.065 99.000 99.025 -0.025 123,910 699,193 +4,427
Jun13 110727 98.870 98.895 98.820 98.845 -0.030 130,212 470,853 +3,836
Sep13 110727 98.650 98.680 98.600 98.625 -0.035 92,718 470,871 +10,665
Dec13 110727 98.400 98.435 98.345 98.370 -0.040 95,785 337,097 +12,562
Mar14 110727 98.145 98.185 98.095 98.115 -0.045 56,628 255,485 +2,552
Jun14 110727 97.890 97.920 97.825 97.850 -0.040 50,579 196,168 +4,537
Sep14 110727 97.630 97.660 97.565 97.590 -0.040 24,094 107,556 -1,945
Dec14 110727 97.360 97.395 97.295 97.325 -0.040 30,998 114,127 +8,845
Mar15 110727 97.110 97.155 97.050 97.080 -0.045 15,556 99,610 +1,706
Jun15 110727 5.120 5.160 5.055 5.085 -0.045 22,518 80,805 +3,204
Sep15 110727 4.880 4.925 4.815 4.850 -0.045 10,965 61,066 +1,329
Dec15 110727 4.675 4.695 4.585 4.625 -0.045 11,276 53,054 +2,165
Total Volume and Open Interest      
30 Day Federal Funds(CBOT)
Jul11 110727 99.935 99.935 99.930 99.933 unch 356 69,540 -19
Aug11 110727 99.910 99.915 99.890 99.900 -0.015 6,512 66,172 +2,566
Sep11 110727 99.890 99.895 99.870 99.880 -0.010 4,936 62,860 +1,622
Oct11 110727 99.870 99.875 99.855 99.865 -0.005 3,692 49,867 +738
Nov11 110727 99.855 99.865 99.845 99.855 unch 2,117 47,794 -209
Dec11 110727 99.850 99.855 99.840 99.850 unch 3,287 57,160 +1,800
Total Volume and Open Interest 39,059 845,250 +9,174
30 Day Fed Funds(e-CBOT)
3-Mth Euro-Yen(CME)
Sep11 110727 99.660 99.660 99.660 99.660 unch 0 51 +0
Dec11 110727 99.660 99.660 99.660 99.660 unch 0 75 +0
Mar12 110727 99.658 99.658 99.658 99.658 unch      
Jun12 110727 99.655 99.655 99.655 99.655 +0.003      
Sep12 110727 99.585 99.585 99.585 99.585 unch      
Dec12 110727 99.635 99.635 99.635 99.635 unch      
Mar13 110727 99.635 99.635 99.635 99.635 unch      
Jun13 110727 99.590 99.590 99.590 99.590 unch      
Sep13 110727 99.450 99.450 99.450 99.450 unch      
Dec13 110727 99.310 99.310 99.310 99.310 unch      
Total Volume and Open Interest 0 126 +0
3-Mth Euro-Yen(SGX)
Sep11 110727 99.66 99.66 99.66 99.66 unch 0 1,176 +0
Dec11 110727 99.66 99.66 99.66 99.66 unch 0 1,478 +0
Mar12 110727 99.66 99.66 99.66 99.66 unch 0 1,823 +0
Jun12 110727 99.65 99.65 99.65 99.65 +0.00 0 1,374 +0
Sep12 110727 99.58 99.58 99.58 99.58 unch 0 411 +0
Dec12 110727 99.64 99.64 99.64 99.64 unch 0 26 +0
Mar13 110727 99.64 99.64 99.64 99.64 unch 0 1 +0
Jun13 110727 99.59 99.59 99.59 99.59 unch      
Total Volume and Open Interest 0 6,289 +0
Japanese Gov't Bonds(SGX)
Sep11 110727 141.55 141.78 141.52 141.77 +0.23 823 23,540 -241
Dec11 110727 141.36 141.36 141.36 141.36 +0.23 1 2 +0
Mar12 110727 139.27 139.27 139.27 139.27 +0.23      
Total Volume and Open Interest 824 23,542 -241
Euro-Bund(EUREX)
Sep11 110727 128.38 129.48 128.31 129.37 +1.03 681,037 974,484 -45,226
Dec11 110727 127.55 128.15 127.50 128.05 +1.03 33 760 +13
Mar12 110727 128.05 128.05 128.05 128.05 +1.03      
Total Volume and Open Interest 681,070 975,244 -45,213
Euro-Bobl(EUREX)
Sep11 110727 118.44 119.05 118.42 118.95 +0.53 378,654 729,648 -9,465
Dec11 110727 118.02 118.02 118.02 118.02 +0.55 0 696 +0
Mar12 110727 117.98 117.98 117.98 117.98 +0.53      
Total Volume and Open Interest 378,654 730,344 -9,465
3-Mth Euribor(EUREX)
Sep11 110727 98.340 98.345 98.335 98.345 +0.030 21 2,188 +17
Dec11 110727 98.280 98.295 98.280 98.295 +0.050 6 1,298 -5
Mar12 110727 98.265 98.275 98.265 98.275 +0.065 2 2,186 +0
Total Volume and Open Interest 287 8,945 +266
Long Gilt(LIFFE)
Sep11 110727 123~13 124~04 123~10 123~29 +0~28 84,069 352,827 -485
Dec11 110727 122~20 122~20 122~20 122~20 +0~28      
Total Volume and Open Interest 84,069 352,827 -485
3-Mth Short Sterling(LIFFE)
Sep11 110727 99.16 99.16 99.13 99.13 -0.01 27,375 411,211 +1,748
Dec11 110727 99.08 99.10 99.08 99.09 unch 29,465 526,605 -5,997
Mar12 110727 99.03 99.06 99.03 99.05 +0.02 26,863 468,159 +1,553
Jun12 110727 98.97 99.00 98.95 98.98 +0.03 31,435 320,994 -2,012
Sep12 110727 98.87 98.91 98.86 98.89 +0.05 29,893 331,904 +1,114
Dec12 110727 98.73 98.77 98.69 98.74 +0.06 35,628 291,213 -2,310
Total Volume and Open Interest 218,775 2,782,973 +108
3-Mth Euribor(LIFFE)
Sep11 110727 98.325 98.350 98.320 98.345 +0.030 65,619 727,334 +10,554
Dec11 110727 98.255 98.300 98.250 98.295 +0.050 62,353 576,179 -10,286
Mar12 110727 98.225 98.285 98.215 98.275 +0.065 78,217 517,559 +2,360
Total Volume and Open Interest 491,979 3,570,656 +1,875
3-Mth Aus T-Bills(SFE)
Sep11 110727 95.14 95.16 95.03 95.05 -0.10 27,572 240,815 +1,549
Dec11 110727 95.26 95.29 95.08 95.11 -0.16 41,001 256,557 +3,786
Mar12 110727 95.34 95.38 95.14 95.18 -0.17 13,240 146,285 -1,519
Jun12 110727 95.36 95.40 95.16 95.21 -0.16 6,441 86,583 +1,885
Sep12 110727 95.34 95.37 95.16 95.19 -0.16 1,649 53,959 +53
Dec12 110727 95.28 95.32 95.12 95.15 -0.14 2,508 32,700 -68
Mar13 110727 95.24 95.26 95.08 95.11 -0.13 2,004 34,130 +458
Jun13 110727 95.16 95.20 95.05 95.06 -0.11 471 12,639 +202
Sep13 110727 95.12 95.12 94.97 95.01 -0.10 957 2,921 +669
Dec13 110727 94.92 94.94 94.90 94.91 -0.12 119 1,530 +102
Total Volume and Open Interest 95,962 868,263 +7,117
10-Year Aus T-Bonds(SFE)
Sep11 110727 95.06 95.11 94.99 95.02 -0.04 46,537 398,535 +4,412
Dec11 110727 95.02 95.02 95.02 95.02 -0.04      
Total Volume and Open Interest 46,537 398,535 +4,412
3-Year Aus T-Bonds(SFE)
Sep11 110727 95.58 95.63 95.44 95.47 -0.12 191,604 702,593 +11,764
Dec11 110727 95.47 95.47 95.47 95.47 -0.12      
Total Volume and Open Interest 191,604 702,593 +11,764
Gold(CMX)
Aug11 110727 1619.8 1628.8 1608.9 1615.1 -1.7 209,057 162,893 -30,718
Oct11 110727 1620.3 1629.8 1610.0 1616.1 -1.9 6,943 18,712 +1,165
Dec11 110727 1622.0 1631.2 1611.0 1617.3 -2.0 66,847 251,929 +35,792
Feb12 110727 1623.1 1631.2 1615.4 1618.5 -2.0 727 11,513 -7
Apr12 110727 1628.0 1629.8 1614.9 1620.0 -1.9 89 6,183 +18
Jun12 110727 1629.5 1635.0 1620.0 1621.6 -1.8 558 14,929 +212
Aug12 110727 1630.3 1633.2 1622.2 1623.4 -1.6 33 5,035 +21
Oct12 110727 1634.7 1634.7 1624.7 1625.3 -1.6 2 4,125 +0
Dec12 110727 1633.8 1638.9 1624.3 1627.6 -1.6 91 11,693 -25
Feb13 110727 1629.2 1630.3 1629.2 1630.3 -1.3 2 1,561 +0
Apr13 110727 1633.3 1633.3 1633.3 1633.3 -1.0 1 203 +1
Jun13 110727 1636.7 1636.7 1636.7 1636.7 -0.7 184 11,106 +29
Total Volume and Open Interest 286,167 541,404 +6,742
Silver(CMX)
Jul11 110727 4094.5 4142.0 4050.5 4055.3 -13.8 97 289 -28
Sep11 110727 4093.0 4146.5 4011.5 4056.8 -13.0 62,387 58,634 -960
Dec11 110727 4082.0 4147.0 4018.5 4059.3 -13.0 3,116 29,180 +841
Mar12 110727 4120.0 4145.0 4023.0 4059.2 -13.4 134 5,308 -8
May12 110727 4102.0 4102.0 4057.5 4057.5 -14.0 35 1,646 +19
Jul12 110727 4115.0 4115.0 4056.0 4056.0 -14.4 21 1,762 +1
Sep12 110727 4086.0 4124.0 4053.7 4053.7 -14.8 31 236 +9
Total Volume and Open Interest 66,680 117,195 -56
Platinum(NYMEX)
Oct11 110727 1807.8 1823.0 1799.0 1808.0 +0.8 3,078 31,684 +444
Jan12 110727 1817.8 1823.0 1810.5 1811.1 +0.8 52 1,219 +34
Apr12 110727 1814.0 1814.0 1814.0 1814.0 +0.8 0 119 +0
Jul12 110727 1817.3 1817.3 1817.3 1817.3 +0.8 0 10 +0
Total Volume and Open Interest 3,131 33,037 +475
Palladium(NYMEX)
Sep11 110727 835.00 847.55 824.00 833.20 -2.90 2,608 20,870 -602
Dec11 110727 842.20 848.00 825.55 834.40 -2.80 359 1,234 +346
Mar12 110727 180.24 180.24 180.24 180.24 -2.80 0 53 +0
Total Volume and Open Interest 2,967 22,157 -256
Copper(CMX)
Jul11 110727 447.20 447.25 442.25 444.05 -3.35 498 1,015 -205
Sep11 110727 447.95 448.85 442.10 444.65 -3.15 27,020 88,818 -751
Dec11 110727 449.70 450.60 444.45 446.60 -3.20 4,564 38,430 +588
Mar12 110727 447.30 449.35 445.50 447.70 -3.20 994 14,073 +746
May12 110727 447.65 447.90 447.65 447.90 -3.20 37 2,333 +31
Total Volume and Open Interest 33,506 152,576 +431
DJIA Index(CBOT)
Sep11 110727 12435 12457 12235 12244 -188 776 16,169 -14
Dec11 110727 12173 12359 12173 12173 -186 0 86 +0
Mar12 110727 12104 12290 12104 12104 -186      
Jun12 110727 12034 12220 12034 12034 -186      
Total Volume and Open Interest 776 16,255 -14
Mini DJIA Index(CBOT)
Sep11 110727 12437 12458 12232 12244 -188 94,227 117,531 +744
Dec11 110727 12374 12374 12172 12173 -186 101 383 -13
Mar12 110727 12104 12104 12104 12104 -186 0 11 +0
Jun12 110727 12034 12034 12034 12034 -186      
Total Volume and Open Interest 94,328 117,925 +731
S & P 500(CME)
Sep11 110727 1326.00 1328.20 1298.30 1298.90 -27.30 6,168 274,489 +1,132
Dec11 110727 1310.50 1310.50 1292.60 1293.30 -27.30 9 10,980 +1
Mar12 110727 1287.80 1287.80 1287.10 1287.80 -27.30 0 11 +0
Jun12 110727 1282.80 1282.80 1282.10 1282.80 -27.30 0 5 +0
Total Volume and Open Interest 6,177 285,485 +1,133
S & P 500 E-Mini(Globex)
Sep11 110727 1326.00 1328.50 1298.00 1299.00 -27.25 1,640,963 2,567,417 +7,827
Dec11 110727 1320.50 1322.75 1293.00 1293.25 -27.25 3,398 22,812 +1,570
Total Volume and Open Interest 1,644,365 2,590,440 +9,397
NASDAQ 100(CME)
Sep11 110727 2420.50 2424.80 2357.00 2357.80 -65.70 403 17,951 -193
Dec11 110727 2352.30 2365.00 2352.30 2352.30 -65.70 0 10 +0
Mar12 110727 2348.00 2351.30 2348.00 2348.00 -65.80      
Total Volume and Open Interest 403 17,961 -193
NASDAQ 100 E-Mini(Globex)
Sep11 110727 2424.50 2425.80 2357.80 2357.80 -65.70 195,167 357,365 +4,320
Dec11 110727 2415.00 2420.50 2352.30 2352.30 -65.70 213 5,086 +13
Total Volume and Open Interest 195,381 362,459 +4,333
S & P Midcap 400(CME)
Sep11 110727 947.50 947.50 947.50 947.50 -27.50 127 2,855 +127
Dec11 110727 945.80 945.80 945.80 945.80 -27.50      
Mar12 110727 944.10 944.10 944.10 944.10 -27.50      
Total Volume and Open Interest 127 2,855 +127
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Sep11 110727 10080 10085 9920 9930 -140 4,834 37,447 +276
Dec11 110727 9895 9895 9885 9895 -140 0 26 +0
Total Volume and Open Interest 4,834 37,473 +276
Nikkei 225(SGX)
Sep11 110727 10110 10125 10015 10030 -60 65,825 193,214 -7,286
Dec11 110727 9970 9995 9970 9975 -60 18 8,212 -6
Mar12 110727 9965 9965 9965 9965 -65 0 10 +0
Total Volume and Open Interest 66,755 214,419 -6,557
CAC 40(EURONEXT)
Aug11 110727 3784.0 3786.5 3694.0 3738.0 -55.5 109,863 314,436 -1,451
Sep11 110727 3778.0 3778.0 3693.0 3736.0 -55.5 324 36,401 -141
Oct11 110727 3760.0 3760.0 3735.0 3735.0 -55.5      
Total Volume and Open Interest 110,187 350,869 -1,592
Hang Seng Index(HKFE)
Jul11 110727 22432 22652 22432 22558 +18 77,977 78,589 -5,643
Aug11 110727 22410 22612 22400 22524 +24 17,779 20,749 +12,695
Sep11 110727 22439 22518 22311 22429 +15 761 4,527 +440
Total Volume and Open Interest 96,696 107,910 +7,627
DAX(EUREX)
Sep11 110727 7346.0 7362.0 7203.0 7270.0 -100.5 121,696 153,733 +2,073
Dec11 110727 7356.0 7385.5 7232.0 7298.0 -101.0 202 8,742 -9
Mar12 110727 7398.5 7414.5 7303.5 7330.5 -101.0 31 372 -14
Total Volume and Open Interest 121,929 162,847 +2,050
FT-SE 100(EURONEXT)
Sep11 110727 5881.00 5896.00 5760.50 5825.00 -65.50 82,027 661,465 -87
Dec11 110727 5839.50 5839.50 5750.00 5800.00 -66.00 2 823 +2
Mar12 110727 5794.50 5794.50 5763.00 5763.00 -66.00 1 163 +0
Total Volume and Open Interest 82,040 662,521 -75
SPI 200(SFE)
Sep11 110727 4545.0 4560.0 4505.0 4512.0 -30.0 36,654 196,174 +1,861
Dec11 110727 4572.0 4573.0 4522.0 4527.0 -30.0 44 4,719 -2
Mar12 110727 4513.0 4513.0 4513.0 4513.0 -32.0 0 1,734 +0
Total Volume and Open Interest 36,878 205,068 +2,011
GSCI(CME)
Aug11 110727 43.39 44.64 38.49 39.49 -7.15 111 9,395 +56
Sep11 110727 40.64 47.69 39.64 40.64 -7.00      
Oct11 110727 41.64 48.69 40.64 41.64 -7.00      
Total Volume and Open Interest 111 9,395 +56
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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