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MRCI's End of Day Prices

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MRCI's End of Day Prices
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Daily Futures Price Listing Thu July 28, 2011
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Aug11 110728 1373.25 1380.00 1367.00 1367.75 -8.00 31,675 25,958 -7,690
Sep11 110728 1369.50 1376.25 1360.50 1362.50 -9.25 25,227 45,257 +2,183
Nov11 110728 1378.50 1385.00 1369.00 1371.50 -9.00 92,393 312,392 +3,609
Jan12 110728 1386.75 1393.00 1381.25 1382.00 -8.50 9,766 51,852 -137
Mar12 110728 1394.25 1399.50 1387.50 1388.00 -7.50 3,858 26,512 +50
May12 110728 1391.00 1398.50 1383.00 1387.50 -7.00 4,096 32,764 +66
Jul12 110728 1396.00 1400.00 1390.75 1390.75 -6.00 1,808 18,341 +305
Total Volume and Open Interest 169,727 537,568 -1,404
Soybean Meal(CBOT)
Aug11 110728 356.00 358.20 355.30 355.30 -0.50 24,539 16,618 -3,869
Sep11 110728 359.10 360.80 357.60 357.60 -0.70 20,689 36,953 +1,541
Oct11 110728 360.20 362.50 359.30 359.50 -0.50 4,479 15,829 +620
Dec11 110728 363.80 366.70 362.80 363.60 unch 34,630 87,890 +2,963
Jan12 110728 364.90 368.00 364.90 365.40 unch 1,023 7,198 +22
Mar12 110728 368.10 370.80 367.90 367.90 +0.30 1,076 5,668 -99
May12 110728 368.00 370.30 367.50 367.90 +0.60 1,216 8,120 +277
Jul12 110728 368.40 370.80 368.40 368.50 +0.90 375 2,439 +75
Total Volume and Open Interest 88,163 184,730 +1,571
Soybean Oil(CBOT)
Aug11 110728 56.47 56.57 55.74 55.76 -0.64 20,253 15,038 -6,049
Sep11 110728 56.61 56.80 55.92 55.92 -0.69 15,181 46,212 +1,659
Oct11 110728 56.80 56.97 56.12 56.12 -0.72 3,155 20,149 +447
Dec11 110728 57.38 57.49 56.54 56.55 -0.76 41,991 144,183 +25
Jan12 110728 57.68 57.70 56.83 56.83 -0.75 1,911 23,278 +84
Mar12 110728 57.95 57.95 57.10 57.10 -0.75 2,039 14,487 +431
May12 110728 57.98 58.03 57.20 57.20 -0.75 1,147 8,243 +423
Jul12 110728 58.04 58.13 57.30 57.30 -0.75 665 4,154 +221
Total Volume and Open Interest 86,439 278,890 -2,728
Canola(WCE)
Nov11 110728 559.0 561.0 554.5 555.4 -4.4 11,570 120,919 +631
Jan12 110728 567.5 569.1 563.0 563.9 -4.3 3,209 19,805 +1,181
Mar12 110728 572.4 575.5 569.9 570.4 -4.6 448 6,488 -140
May12 110728 580.0 580.3 575.6 576.0 -4.3 533 5,041 +373
Jul12 110728 581.9 582.0 580.0 580.1 -4.5 138 3,084 +125
Total Volume and Open Interest 15,947 157,034 +2,219
Corn(CBOT)
Sep11 110728 690.25 690.50 680.00 682.25 -9.25 56,593 342,214 -7,079
Dec11 110728 689.75 692.75 682.50 686.25 -5.25 129,014 522,167 +3,287
Mar12 110728 702.25 705.00 695.25 698.75 -5.25 9,008 131,122 +1,704
May12 110728 708.00 710.25 702.75 705.50 -4.50 3,815 28,957 +523
Jul12 110728 712.75 715.25 707.75 711.00 -4.00 4,139 72,302 +707
Sep12 110728 675.50 676.50 670.00 676.25 -3.25 388 8,607 +68
Total Volume and Open Interest 207,112 1,203,373 -525
Wheat(CBOT)
Sep11 110728 703.00 714.75 692.00 693.25 -11.50 38,860 146,298 -994
Dec11 110728 743.25 754.75 733.25 735.00 -10.25 15,644 147,937 +1,727
Mar12 110728 774.00 785.25 765.50 767.00 -10.00 1,922 48,713 +202
May12 110728 785.50 798.50 780.50 782.25 -8.00 522 9,994 +101
Jul12 110728 795.50 808.00 791.25 792.75 -6.75 997 43,723 +60
Total Volume and Open Interest 58,385 420,557 +1,277
Wheat(KCBT)
Sep11 110728 785.00 799.25 782.25 783.50 -4.75 11,505 70,450 -4,530
Dec11 110728 812.00 825.00 808.25 809.50 -4.75 6,831 59,901 +83
Mar12 110728 826.25 838.75 822.75 823.25 -4.50 929 18,840 -137
May12 110728 831.00 843.50 827.00 827.00 -4.75 352 3,507 +50
Jul12 110728 831.00 842.75 825.75 825.75 -5.75 714 14,050 +227
Total Volume and Open Interest 20,347 169,877 -4,317
Wheat(MGE)
Sep11 110728 851.00 862.00 845.25 846.75 -4.25 2,450 19,097 -799
Dec11 110728 853.75 862.00 845.50 847.00 -4.75 1,283 19,743 +73
Mar12 110728 857.75 871.00 855.00 856.25 -4.50 319 6,352 -24
May12 110728 860.75 874.00 858.00 859.50 -5.25 89 3,102 -23
Jul12 110728 861.75 876.25 860.50 861.75 -5.50 46 4,836 -20
Total Volume and Open Interest 4,233 57,127 -757
Oats(CBOT)
Sep11 110728 356.00 360.25 349.50 350.75 -4.75 172 3,941 -6
Dec11 110728 367.75 372.00 361.25 363.00 -4.75 557 7,434 +9
Mar12 110728 378.25 378.25 373.50 373.50 -4.75 8 837 +3
May12 110728 380.50 384.75 380.00 380.00 -4.75 0 26 +0
Total Volume and Open Interest 737 12,267 +6
Rough Rice(CBOT)
Sep11 110728 16.70 16.92 16.30 16.39 -0.41 918 10,639 -105
Nov11 110728 17.02 17.22 16.62 16.71 -0.40 282 5,344 +23
Jan12 110728 17.28 17.51 17.02 17.02 -0.39 55 613 +19
Mar12 110728 17.76 17.77 17.27 17.28 -0.40 89 782 +61
Total Volume and Open Interest 1,344 17,390 -2
Live Cattle(CME)
Aug11 110728 110.680 111.750 110.550 111.635 +0.555 15,898 44,555 -6,343
Oct11 110728 115.250 116.350 115.050 116.150 +0.700 17,009 127,145 +71
Dec11 110728 118.250 119.450 118.250 119.150 +0.420 11,327 86,540 +3,086
Feb12 110728 121.700 122.600 121.450 122.550 +0.400 2,916 30,898 +555
Apr12 110728 123.930 124.635 123.785 124.600 +0.170 832 16,532 +46
Jun12 110728 121.250 121.980 121.200 121.850 +0.050 462 6,774 +190
Total Volume and Open Interest 48,507 313,397 -2,380
Feeder Cattle(CME)
Aug11 110728 134.800 136.500 134.400 135.800 +0.420 2,598 12,869 -742
Sep11 110728 137.035 138.200 136.300 137.600 +0.665 2,486 10,770 -220
Oct11 110728 138.000 139.235 137.400 138.880 +0.805 1,925 9,035 +315
Nov11 110728 137.935 139.500 137.600 139.325 +0.750 500 4,046 +81
Jan12 110728 137.500 138.650 137.485 138.550 unch 232 1,994 +90
Mar12 110728 137.935 138.600 137.900 138.100 -0.200 105 586 +52
Apr12 110728 137.900 138.650 137.735 138.350 unch 16 156 +12
Total Volume and Open Interest 7,875 39,567 -403
Lean Hogs(CME)
Aug11 110728 101.480 102.800 101.350 102.480 +0.550 11,224 20,738 -2,634
Oct11 110728 90.900 92.680 90.900 92.450 +1.020 13,658 91,876 +764
Dec11 110728 87.800 88.900 87.635 88.700 +0.400 6,529 66,787 +638
Feb12 110728 90.100 90.950 90.100 90.950 +0.350 1,065 32,001 +102
Apr12 110728 91.635 92.300 91.635 92.230 +0.330 658 19,053 +146
May12 110728 95.050 95.700 95.035 95.700 +0.200 3 891 +1
Jun12 110728 97.700 98.300 97.600 98.285 +0.335 500 10,538 +53
Jul12 110728 96.500 96.680 96.385 96.500 +0.100 65 3,237 +23
Total Volume and Open Interest 33,744 247,692 -887
Class III Milk(CME)
Jul11 110728 21.31 21.34 21.28 21.33 -0.01 39 6,937 -4
Aug11 110728 21.40 21.45 21.19 21.41 +0.07 771 6,385 +1
Sep11 110728 20.54 20.90 20.54 20.71 +0.16 448 6,067 +132
Oct11 110728 19.62 19.70 19.49 19.63 +0.14 204 4,822 +2
Nov11 110728 18.59 18.65 18.52 18.61 +0.09 158 3,980 +35
Total Volume and Open Interest 1,883 37,916 +204
Cocoa(ICE)
Sep11 110728 3033 3048 2972 2974 -62 15,249 60,992 -1,039
Dec11 110728 3071 3072 3007 3011 -62 9,856 46,198 +1,510
Mar12 110728 3115 3117 3054 3058 -61 1,668 35,165 +537
May12 110728 3115 3119 3059 3062 -59 460 11,678 +171
Jul12 110728 3083 3083 3070 3070 -59 155 4,573 +70
Sep12 110728 3087 3087 3076 3076 -59 112 8,212 +95
Dec12 110728 3083 3083 3083 3083 -59 2 3,936 +1
Total Volume and Open Interest 27,502 174,115 +1,345
Coffee "C"(ICE)
Sep11 110728 241.60 244.60 237.20 238.65 -2.55 12,475 46,696 -1,981
Dec11 110728 245.90 248.95 241.50 243.00 -2.55 7,369 40,460 +1,873
Mar12 110728 249.25 251.25 245.00 246.45 -2.50 1,184 10,046 -31
May12 110728 249.00 252.90 247.00 248.10 -2.90 107 5,030 +45
Jul12 110728 248.40 251.95 247.90 248.65 -3.05 57 1,878 +34
Sep12 110728 247.60 251.05 247.55 247.95 -3.00 59 1,713 +29
Total Volume and Open Interest 21,256 107,293 -31
Orange Juice(ICE)
Sep11 110728 198.70 201.00 198.35 198.90 +0.15 661 26,670 +71
Nov11 110728 188.45 190.65 188.45 190.30 +2.25 229 7,099 +71
Jan12 110728 179.50 181.60 179.50 181.25 +1.75 21 1,686 +14
Mar12 110728 177.25 177.40 177.00 177.30 +0.25 2 319 +2
May12 110728 175.85 175.85 174.85 174.85 -0.60 36 281 +35
Jul12 110728 174.80 174.80 174.80 174.80 -0.25 0 128 +0
Total Volume and Open Interest 949 36,194 +193
Sugar #11(ICE)
Oct11 110728 31.06 31.28 29.77 29.92 -1.21 35,745 301,493 +254
Mar12 110728 29.81 29.90 28.55 28.66 -1.14 15,186 149,769 -1,295
May12 110728 28.11 28.23 27.06 27.20 -0.96 4,307 49,336 +315
Jul12 110728 26.87 26.95 25.89 26.12 -0.75 2,557 66,886 +236
Oct12 110728 25.60 25.95 24.99 25.27 -0.59 969 30,114 +239
Total Volume and Open Interest 59,582 637,140 -118
London Cocoa(LCE)
Sep11 110728 1893 1903 1860 1862 -28 6,049 73,264 -150
Dec11 110728 1933 1933 1892 1894 -28 3,910 48,256 +352
Mar12 110728 1954 1954 1914 1915 -28 2,279 37,991 -269
May12 110728 1949 1951 1925 1925 -29 1,569 14,063 +146
Jul12 110728 1943 1943 1931 1931 -27 506 6,220 +4
Sep12 110728 1952 1952 1940 1940 -26 113 4,427 +44
Dec12 110728 1960 1960 1940 1940 -31 3 7,355 +0
Total Volume and Open Interest 14,429 192,443 +127
London Sugar(LCE)
Oct11 110728 804.90 809.80 785.10 789.00 -14.50 1,393 25,961 +59
Dec11 110728 760.60 767.00 740.80 745.00 -15.50 588 7,002 +203
Mar12 110728 747.60 751.70 726.00 731.40 -16.00 309 9,604 +104
May12 110728 713.60 721.70 699.20 702.20 -14.80 74 3,346 +43
Aug12 110728 685.80 690.30 671.90 674.70 -14.00 31 1,918 +4
Total Volume and Open Interest 2,514 49,321 +490
Cotton(ICE)
Oct11 110728 103.84 103.84 101.30 102.81 -1.04 88 545 +0
Dec11 110728 103.61 103.65 100.65 102.57 -1.04 14,642 97,208 +185
Mar12 110728 101.00 101.06 98.80 100.75 -0.43 3,517 24,597 +994
May12 110728 98.50 99.98 97.90 99.72 -0.27 460 5,510 +25
Jul12 110728 98.10 98.71 97.00 98.57 -0.14 551 7,205 +28
Oct12 110728 97.28 97.28 97.28 97.28 -0.09 0 3 +0
Total Volume and Open Interest 19,535 138,911 +1,409
Lumber(CME)
Sep11 110728 255.0 255.8 252.6 253.0 -1.0 275 5,921 +53
Nov11 110728 268.6 269.0 265.5 268.0 +2.0 131 2,559 +67
Jan12 110728 286.0 288.0 286.0 288.0 +1.3 22 881 +4
Mar12 110728 295.2 295.8 294.2 294.3 -0.2 0 97 +0
Total Volume and Open Interest 428 9,459 +124
Crude Oil(NYM)
Sep11 110728 97.27 98.01 96.51 97.44 +0.04 332,692 370,529 +46
Oct11 110728 97.65 98.40 96.90 97.87 +0.03 71,304 97,152 +4,816
Nov11 110728 98.05 98.86 97.49 98.35 +0.02 28,919 79,768 +1,391
Dec11 110728 98.53 99.30 97.77 98.82 unch 54,049 207,245 -446
Jan12 110728 98.20 99.71 98.20 99.25 -0.01 9,062 51,178 +363
Feb12 110728 99.49 100.05 99.17 99.66 unch 7,432 25,271 +146
Mar12 110728 99.90 100.48 99.43 100.05 +0.02 7,117 36,738 +539
Apr12 110728 100.15 100.75 99.87 100.43 +0.04 5,198 23,477 +544
May12 110728 100.77 100.79 100.77 100.79 +0.06 3,001 18,371 -14
Jun12 110728 100.58 101.43 100.58 101.15 +0.09 15,852 82,770 +659
Jul12 110728 101.45 101.59 101.45 101.50 +0.12 1,849 29,660 +268
Aug12 110728 101.76 101.76 101.76 101.76 +0.14 774 17,338 -77
Sep12 110728 101.99 101.99 101.99 101.99 +0.15 1,048 18,659 -3
Oct12 110728 102.22 102.22 102.22 102.22 +0.17 436 11,134 -1
Nov12 110728 102.47 102.47 102.47 102.47 +0.19 768 20,930 +108
Dec12 110728 102.15 103.06 101.85 102.73 +0.20 24,160 148,924 -863
Total Volume and Open Interest 575,757 1,506,662 +8,601
e-miNY Crude Oil(NYM)
Jul11 110620 92.875 93.450 91.175 93.250 +0.250 6,081 2,206 -176
Aug11 110719 96.125 98.650 95.925 97.500 +1.575 5,608 3,447 -104
Sep11 110728 97.300 98.000 96.525 97.450 +0.050 9,859 3,412 +168
Oct11 110728 97.000 98.400 97.000 97.875 +0.025 534 547 +48
Nov11 110728 97.550 98.800 97.525 98.350 +0.025 74 179 +1
Dec11 110728 98.400 99.000 98.325 98.825 unch 41 247 +27
Jan12 110728 99.250 99.250 99.250 99.250 unch 0 10 +0
Feb12 110728 99.650 99.650 99.650 99.650 unch 0 3 +0
Mar12 110728 100.125 100.125 100.050 100.050 +0.025 0 10 +0
Apr12 110728 100.425 100.425 100.425 100.425 +0.025 0 1 +0
Total Volume and Open Interest 10,508 4,596 +244
Heating Oil(NYM)
Aug11 110728 308.80 312.07 308.00 310.52 +2.26 29,577 24,737 -10,111
Sep11 110728 309.51 313.27 309.10 311.44 +2.00 47,787 97,159 +4,125
Oct11 110728 311.45 314.72 310.62 312.86 +1.83 11,442 39,110 +938
Nov11 110728 312.72 315.51 312.44 314.51 +1.70 5,722 28,640 +1,036
Dec11 110728 314.21 317.87 314.03 316.05 +1.57 6,797 38,234 +439
Jan12 110728 317.61 319.38 315.98 317.53 +1.44 2,776 23,332 -884
Feb12 110728 318.44 319.59 316.14 317.72 +1.36 933 10,509 +85
Mar12 110728 317.36 317.52 315.97 316.77 +1.34 1,041 7,760 +326
Apr12 110728 313.10 314.66 313.10 314.66 +1.33 398 3,980 +38
May12 110728 313.20 313.20 312.75 312.75 +1.32 331 3,906 +34
Jun12 110728 312.00 312.20 310.51 312.04 +1.34 1,261 22,268 +171
Jul12 110728 312.69 312.69 312.69 312.69 +1.34 546 1,933 -41
Total Volume and Open Interest 109,306 313,430 -3,684
Gasoline(NYMEX)
Aug11 110728 314.35 317.33 309.26 311.76 -2.47 28,744 17,594 -5,585
Sep11 110728 307.74 311.33 303.96 306.38 -1.93 44,269 100,750 +3,304
Oct11 110728 294.75 296.60 291.01 293.40 -0.79 14,864 35,478 +746
Nov11 110728 290.65 292.20 287.82 290.00 -0.42 7,028 19,680 +348
Dec11 110728 288.64 290.48 286.25 288.43 -0.13 5,300 31,707 +291
Jan12 110728 288.52 289.90 286.53 288.61 -0.03 1,213 11,754 +161
Feb12 110728 291.07 291.07 287.91 289.82 +0.01 480 5,769 +69
Mar12 110728 291.49 291.49 291.49 291.49 +0.06 357 8,186 +61
Apr12 110728 302.47 302.47 302.47 302.47 +0.17 327 5,769 +209
May12 110728 302.43 302.43 302.43 302.43 +0.23 127 1,927 +16
Total Volume and Open Interest 103,015 258,380 -261
e-miNY RBOB Gasoline(NYM)
Aug11 110728 311.80 311.80 311.76 311.80 -2.40 0 3 +0
Sep11 110728 306.40 306.40 306.38 306.40 -1.90      
Oct11 110728 293.40 293.40 293.40 293.40 -0.80 0 1 +0
Nov11 110728 290.00 290.00 290.00 290.00 -0.40      
Total Volume and Open Interest 0 6 +0
Natural Gas(NYM)
Sep11 110728 4.318 4.339 4.200 4.244 -0.074 69,196 235,642 -239
Oct11 110728 4.339 4.349 4.217 4.257 -0.076 23,811 141,933 -370
Nov11 110728 4.443 4.460 4.335 4.369 -0.077 19,055 108,550 +1,188
Dec11 110728 4.611 4.630 4.518 4.545 -0.071 7,229 48,202 -620
Jan12 110728 4.710 4.727 4.610 4.645 -0.068 12,938 115,129 +1,942
Feb12 110728 4.713 4.726 4.620 4.646 -0.065 3,539 27,373 +669
Mar12 110728 4.681 4.681 4.579 4.607 -0.062 3,094 47,616 -28
Apr12 110728 4.599 4.604 4.495 4.535 -0.055 3,679 51,407 +389
May12 110728 4.601 4.625 4.530 4.557 -0.053 1,547 10,491 +390
Jun12 110728 4.636 4.655 4.560 4.589 -0.050 797 12,005 +316
Jul12 110728 4.689 4.696 4.595 4.630 -0.048 584 8,654 +87
Aug12 110728 4.718 4.726 4.631 4.660 -0.048 823 9,629 +168
Sep12 110728 4.721 4.733 4.639 4.668 -0.048 749 7,353 +34
Oct12 110728 4.765 4.770 4.671 4.707 -0.048 1,474 34,838 +517
Nov12 110728 4.835 4.910 4.833 4.857 -0.039 99 5,204 +17
Dec12 110728 5.150 5.150 5.046 5.086 -0.035 120 11,208 +25
Total Volume and Open Interest 216,819 951,287 -13,651
Brent Crude Oil(ICE)
Sep11 110728 117.30 118.71 117.05 117.36 -0.07 177,414 195,235 +3,396
Oct11 110728 117.03 118.41 116.84 117.17 -0.01 66,393 144,168 -340
Nov11 110728 116.94 118.37 116.82 117.18 +0.03 25,632 54,067 +2,055
Dec11 110728 116.90 118.31 116.76 117.17 +0.05 36,371 98,312 +430
Jan12 110728 116.99 118.03 116.77 117.12 +0.06 7,027 24,013 -28
Feb12 110728 116.92 117.94 116.73 117.05 +0.08 4,128 18,130 +239
Mar12 110728 116.93 117.97 116.65 116.97 +0.08 3,589 34,300 -507
Apr12 110728 117.18 117.87 116.64 116.89 +0.10 1,219 13,908 -92
May12 110728 117.07 117.77 116.54 116.79 +0.10 1,191 8,512 -5
Jun12 110728 116.63 117.66 116.33 116.68 +0.11 5,186 40,846 +152
Jul12 110728 116.58 116.58 116.58 116.58 +0.13 676 8,970 +97
Aug12 110728 116.44 116.44 116.44 116.44 +0.14 564 6,073 +13
Sep12 110728 116.26 116.26 116.26 116.26 +0.14 415 7,900 -27
Oct12 110728 116.07 116.07 116.07 116.07 +0.14 612 3,396 -101
Total Volume and Open Interest 346,752 809,698 +4,668
Gas Oil(ICE)
Aug11 110728 968.75 980.00 968.50 979.00 +4.50 42,523 90,124 +617
Sep11 110728 971.50 982.25 970.50 981.00 +3.75 63,937 133,789 -75
Oct11 110728 979.25 984.25 972.50 983.25 +3.50 17,874 65,215 +1,472
Nov11 110728 980.50 984.75 974.00 984.75 +3.50 5,049 37,586 +670
Dec11 110728 978.50 987.00 976.25 986.25 +3.25 12,037 58,915 -1,270
Jan12 110728 980.75 988.75 978.50 988.25 +3.25 3,113 36,752 -59
Feb12 110728 981.50 989.75 978.00 989.00 +3.25 1,493 11,639 +123
Mar12 110728 981.75 989.00 979.75 989.00 +3.00 711 13,127 -124
Apr12 110728 980.50 988.50 979.25 988.50 +2.75 443 8,555 +214
May12 110728 984.25 988.00 977.50 988.00 +2.50 406 7,517 -142
Total Volume and Open Interest 152,525 564,383 +1,252
Ethanol(CBOT)
Jul11 110706 2.758 2.795 2.758 2.761 +0.027 42 209 -19
Aug11 110728 3.048 3.054 2.989 2.999 -0.069 208 447 -65
Sep11 110728 2.860 2.860 2.780 2.797 -0.069 269 1,619 -85
Oct11 110728 2.701 2.713 2.675 2.681 -0.048 578 1,478 +94
Nov11 110728 2.600 2.600 2.579 2.582 -0.022 486 1,129 +29
Dec11 110728 2.557 2.557 2.548 2.553 -0.013 447 1,630 +204
Jan12 110728 2.538 2.538 2.538 2.538 -0.013 233 709 -87
Feb12 110728 2.539 2.544 2.539 2.542 -0.018 220 473 +116
Total Volume and Open Interest 2,741 9,614 +360
WTI Crude Oil(ICE
Sep11 110728 97.00 98.01 96.58 97.44 +0.04 76,067 80,036 +2,622
Oct11 110728 97.50 98.40 97.00 97.87 +0.03 25,929 35,787 +1,378
Nov11 110728 97.86 98.85 97.66 98.35 +0.02 14,852 22,978 -894
Dec11 110728 98.11 99.28 98.06 98.82 unch 21,019 95,454 +2,182
Jan12 110728 99.19 99.71 98.64 99.25 -0.01 3,290 18,274 +48
Feb12 110728 99.43 100.10 99.18 99.66 unch 1,593 5,804 -210
Mar12 110728 100.10 100.20 99.79 100.05 +0.02 1,814 15,796 +126
Apr12 110728 100.24 100.59 100.23 100.43 +0.04 945 4,798 -73
May12 110728 100.60 100.89 100.60 100.79 +0.06 516 3,112 -53
Jun12 110728 100.75 101.44 100.70 101.15 +0.09 3,134 31,023 +197
Jul12 110728 101.50 101.50 101.50 101.50 +0.12 173 4,266 +22
Aug12 110728 101.76 101.76 101.76 101.76 +0.14 18 1,232 -10
Sep12 110728 101.99 101.99 101.99 101.99 +0.15 76 5,077 +4
Oct12 110728 102.22 102.22 102.22 102.22 +0.17 21 1,126 -8
Nov12 110728 102.47 102.47 102.47 102.47 +0.19 0 2,549 +0
Dec12 110728 101.91 103.09 101.86 102.73 +0.20 4,517 48,392 -1,246
Total Volume and Open Interest 155,240 448,786 +4,584
US Dollar Index(ICE)
Sep11 110728 74.300 74.585 74.045 74.390 +0.118 28,297 60,089 +5,720
Dec11 110728 74.750 75.000 74.450 74.810 +0.137 173 773 +97
Mar12 110728 75.250 75.250 75.250 75.250 +0.158 0 1 +0
Total Volume and Open Interest 28,470 60,863 +5,817
Australian Dollar(CME)
Sep11 110728 109.52 110.05 109.06 109.19 -0.18 89,343 135,241 +2,990
Dec11 110728 108.53 108.75 107.94 107.94 -0.19 43 518 +16
Mar12 110728 106.76 106.96 106.76 106.76 -0.20 0 2 +0
Total Volume and Open Interest 89,386 135,764 +3,006
British Pound(CME)
Sep11 110728 163.19 163.72 162.84 163.36 +0.19 95,720 97,143 -2,691
Dec11 110728 162.96 163.49 162.77 163.19 +0.19 2 264 +1
Mar12 110728 163.03 163.03 162.85 163.03 +0.18 0 2 +0
Total Volume and Open Interest 95,722 97,415 -2,690
Canadian Dollar(CME)
Sep11 110728 105.23 105.60 104.87 105.09 -0.09 65,909 123,710 -3,134
Dec11 110728 104.98 105.35 104.70 104.86 -0.08 239 4,051 +67
Mar12 110728 104.86 104.86 104.55 104.60 -0.09 3 624 -1
Jun12 110728 104.34 104.43 104.34 104.34 -0.09 1 279 +1
Total Volume and Open Interest 66,152 128,807 -3,067
Japanese Yen(CME)
Sep11 110728 128.40 128.87 128.21 128.59 +0.40 94,883 138,146 +5,526
Dec11 110728 128.40 128.93 128.30 128.70 +0.40 224 722 +15
Mar12 110728 128.88 128.88 128.48 128.88 +0.40 0 46 +0
Total Volume and Open Interest 95,108 138,932 +5,542
Swiss Franc(CME)
Sep11 110728 124.85 125.22 124.32 124.81 +0.07 32,932 53,227 -944
Dec11 110728 124.94 125.11 124.53 124.93 +0.07 73 278 +40
Mar12 110728 125.09 125.09 125.02 125.09 +0.07 0 5 +0
Total Volume and Open Interest 33,005 53,513 -904
EuroFX(CME)
Sep11 110728 143.49 143.82 142.34 142.92 -0.60 286,679 181,374 +4,770
Dec11 110728 143.10 143.30 142.07 142.57 -0.59 414 1,117 +59
Mar12 110728 142.25 142.84 142.25 142.25 -0.59 2 362 -1
Total Volume and Open Interest 287,095 183,690 +4,828
Mexican Peso(CME)
Aug11 110728 853.8 857.0 853.8 853.8 -3.2      
Sep11 110728 853.8 856.8 847.0 849.5 -3.2 18,385 137,488 +2,180
Total Volume and Open Interest 18,385 137,823 +2,180
Brazilian Real(CME)
Aug11 110728 639.10 642.25 639.10 639.10 -3.15      
Sep11 110728 633.00 633.90 631.55 633.40 -3.80 875 8,055 +770
Oct11 110728 629.60 633.40 629.60 629.60 -3.80      
Nov11 110728 625.85 629.65 625.85 625.85 -3.80      
Total Volume and Open Interest 4,180 20,632 +2,425
30-Year T-Bonds(CBOT)
Sep11 110728 125~210 126~130 125~170 126~020 +0~130 273,088 633,889 +9,915
Dec11 110728 124~110 124~280 124~050 124~180 +0~130 1,158 2,944 +898
Mar12 110728 123~040 123~040 122~230 123~040 +0~130 1 3 +1
Total Volume and Open Interest 274,247 636,836 +10,814
10-Year T-Notes(CBOT)
Sep11 110728 124~080 124~230 124~065 124~160 +0~085 1,091,010 1,884,698 +10,435
Dec11 110728 122~305 123~080 122~300 123~025 +0~085 485 15,917 +214
Mar12 110728 122~025 122~025 121~260 122~025 +0~085      
Total Volume and Open Interest 1,091,495 1,900,615 +10,649
5-Year T-Notes(CBOT)
Sep11 110728 120~063 120~105 120~063 120~088 +0~025 553,227 1,520,147 -2,943
Dec11 110728 119~056 119~056 119~056 119~056 +0~025 4 284 +0
Mar12 110728 118~080 118~080 118~055 118~080 +0~025      
Total Volume and Open Interest 553,231 1,520,431 -2,943
2 Year T-Notes(CBOT)
Sep11 110728 109~100 109~110 109~100 109~108 +0~008 300,518 1,031,338 +12,933
Dec11 110728 109~080 109~081 109~080 109~081 +0~009 35 1,120 +18
Mar12 110728 109~019 109~019 109~010 109~019 +0~009      
Total Volume and Open Interest 300,553 1,032,458 +12,951
Eurodollars(CME)
Sep11 110728 99.625 99.635 99.610 99.630 unch 158,954 1,152,681 +4,699
Dec11 110728 99.500 99.520 99.485 99.510 +0.010 173,204 1,131,595 -7,222
Mar12 110728 99.455 99.460 99.435 99.450 +0.005 166,768 1,393,409 -11,024
Jun12 110728 99.400 99.410 99.390 99.400 +0.010 128,565 1,371,289 +2,233
Sep12 110728 99.305 99.325 99.305 99.315 +0.015 156,731 1,054,615 +4,801
Dec12 110728 99.175 99.205 99.165 99.190 +0.025 152,836 736,044 +8,730
Mar13 110728 99.025 99.075 99.025 99.055 +0.030 143,120 713,599 +14,406
Jun13 110728 98.840 98.900 98.840 98.880 +0.035 155,503 487,048 +16,195
Sep13 110728 98.625 98.690 98.625 98.660 +0.035 142,960 474,989 +4,118
Dec13 110728 98.375 98.435 98.370 98.405 +0.035 107,424 346,378 +9,281
Mar14 110728 98.125 98.190 98.120 98.150 +0.035 89,386 259,706 +4,221
Jun14 110728 97.870 97.925 97.855 97.880 +0.030 62,813 200,280 +4,112
Sep14 110728 97.610 97.670 97.595 97.615 +0.025 46,475 106,710 -846
Dec14 110728 97.340 97.405 97.330 97.350 +0.025 29,968 117,195 +3,068
Mar15 110728 97.105 97.160 97.085 97.105 +0.025 24,009 101,525 +1,915
Jun15 110728 5.110 5.165 5.090 5.110 +0.025 16,129 79,781 -1,024
Sep15 110728 4.875 4.930 4.855 4.870 +0.020 10,250 61,292 +226
Dec15 110728 4.650 4.695 4.625 4.645 +0.020 10,079 53,541 +487
Total Volume and Open Interest      
30 Day Federal Funds(CBOT)
Jul11 110728 99.930 99.933 99.930 99.933 unch 832 69,509 -31
Aug11 110728 99.900 99.905 99.890 99.900 unch 25,298 83,688 +17,516
Sep11 110728 99.880 99.885 99.865 99.880 unch 5,471 63,437 +577
Oct11 110728 99.865 99.870 99.855 99.865 unch 5,040 50,808 +941
Nov11 110728 99.855 99.860 99.840 99.855 unch 4,036 47,163 -631
Dec11 110728 99.850 99.850 99.840 99.850 unch 3,177 58,744 +1,584
Total Volume and Open Interest 58,868 864,924 +19,674
30 Day Fed Funds(e-CBOT)
3-Mth Euro-Yen(CME)
Sep11 110728 99.660 99.660 99.660 99.660 unch 0 51 +0
Dec11 110728 99.660 99.660 99.660 99.660 unch 0 75 +0
Mar12 110728 99.658 99.658 99.658 99.658 unch      
Jun12 110728 99.655 99.655 99.655 99.655 unch      
Sep12 110728 99.585 99.585 99.585 99.585 unch      
Dec12 110728 99.635 99.635 99.635 99.635 unch      
Mar13 110728 99.635 99.635 99.635 99.635 unch      
Jun13 110728 99.590 99.590 99.590 99.590 unch      
Sep13 110728 99.450 99.450 99.450 99.450 unch      
Dec13 110728 99.310 99.310 99.310 99.310 unch      
Total Volume and Open Interest 0 126 +0
3-Mth Euro-Yen(SGX)
Sep11 110728 99.66 99.66 99.66 99.66 unch 0 1,176 +0
Dec11 110728 99.66 99.66 99.66 99.66 unch 0 1,478 +0
Mar12 110728 99.66 99.66 99.66 99.66 unch 0 1,823 +0
Jun12 110728 99.65 99.65 99.65 99.65 unch 0 1,374 +0
Sep12 110728 99.58 99.58 99.58 99.58 unch 0 411 +0
Dec12 110728 99.64 99.64 99.64 99.64 unch 0 26 +0
Mar13 110728 99.64 99.64 99.64 99.64 unch 0 1 +0
Jun13 110728 99.59 99.59 99.59 99.59 unch      
Total Volume and Open Interest 0 6,289 +0
Japanese Gov't Bonds(SGX)
Sep11 110728 141.73 141.89 141.72 141.78 +0.01 1,000 23,461 -79
Dec11 110728 141.37 141.37 141.37 141.37 +0.01 0 2 +0
Mar12 110728 139.28 139.28 139.28 139.28 +0.01      
Total Volume and Open Interest 1,000 23,463 -79
Euro-Bund(EUREX)
Sep11 110728 129.35 129.87 129.13 129.43 +0.06 831,128 973,719 -765
Dec11 110728 128.04 128.52 127.91 128.10 +0.05 226 853 +93
Mar12 110728 128.11 128.11 128.11 128.11 +0.06      
Total Volume and Open Interest 831,354 974,572 -672
Euro-Bobl(EUREX)
Sep11 110728 118.97 119.22 118.84 118.98 +0.03 472,800 735,392 +5,744
Dec11 110728 118.05 118.09 117.99 118.05 +0.03 0 696 +0
Mar12 110728 118.01 118.01 118.01 118.01 +0.03      
Total Volume and Open Interest 472,800 736,088 +5,744
3-Mth Euribor(EUREX)
Sep11 110728 98.355 98.355 98.350 98.350 +0.005 71 2,179 -9
Dec11 110728 98.300 98.305 98.300 98.305 +0.010 15 1,298 +0
Mar12 110728 98.285 98.285 98.285 98.285 +0.010 268 2,444 +258
Total Volume and Open Interest 869 9,689 +744
Long Gilt(LIFFE)
Sep11 110728 124~02 124~15 123~24 124~02 +0~05 170,637 350,456 -2,371
Dec11 110728 122~25 122~25 122~25 122~25 +0~05      
Total Volume and Open Interest 170,637 350,456 -2,371
3-Mth Short Sterling(LIFFE)
Sep11 110728 99.14 99.14 99.12 99.13 unch 59,158 427,104 +15,893
Dec11 110728 99.10 99.10 99.08 99.08 -0.01 33,610 521,482 -5,123
Mar12 110728 99.05 99.07 99.04 99.04 -0.01 45,831 464,383 -3,776
Jun12 110728 98.99 99.01 98.97 98.98 unch 48,527 310,386 -10,608
Sep12 110728 98.89 98.93 98.88 98.90 +0.01 57,149 324,711 -7,193
Dec12 110728 98.76 98.81 98.73 98.77 +0.03 48,351 293,837 +2,624
Total Volume and Open Interest 359,256 2,779,020 -3,953
3-Mth Euribor(LIFFE)
Sep11 110728 98.350 98.360 98.340 98.350 +0.005 90,762 708,885 -18,449
Dec11 110728 98.300 98.325 98.290 98.305 +0.010 84,633 582,514 +6,335
Mar12 110728 98.270 98.310 98.265 98.285 +0.010 95,074 512,503 -5,056
Total Volume and Open Interest 583,916 3,560,541 -10,115
3-Mth Aus T-Bills(SFE)
Sep11 110728 95.05 95.07 95.00 95.01 -0.04 68,624 249,226 +8,411
Dec11 110728 95.11 95.14 95.04 95.06 -0.05 91,560 270,778 +14,221
Mar12 110728 95.18 95.21 95.11 95.13 -0.05 41,900 160,182 +13,897
Jun12 110728 95.21 95.23 95.14 95.18 -0.03 14,471 92,087 +5,504
Sep12 110728 95.20 95.22 95.15 95.18 -0.01 5,880 54,942 +983
Dec12 110728 95.15 95.18 95.12 95.15 unch 3,393 34,003 +1,303
Mar13 110728 95.14 95.14 95.07 95.13 +0.02 1,965 34,247 +117
Jun13 110728 95.09 95.10 95.01 95.08 +0.02 1,519 13,158 +519
Sep13 110728 95.01 95.06 94.98 95.04 +0.03 64 2,932 +11
Dec13 110728 94.92 95.01 94.91 94.96 +0.05 103 1,540 +10
Total Volume and Open Interest 229,566 913,238 +44,975
10-Year Aus T-Bonds(SFE)
Sep11 110728 95.03 95.10 95.02 95.10 +0.08 69,379 419,702 +21,167
Dec11 110728 95.10 95.10 95.10 95.10 +0.08      
Total Volume and Open Interest 69,379 419,702 +21,167
3-Year Aus T-Bonds(SFE)
Sep11 110728 95.48 95.50 95.43 95.48 +0.01 299,809 773,226 +70,633
Dec11 110728 95.48 95.48 95.48 95.48 +0.01      
Total Volume and Open Interest 299,809 773,226 +70,633
Gold(CMX)
Aug11 110728 1614.2 1620.6 1602.8 1613.4 -1.7 211,465 105,515 -57,378
Oct11 110728 1615.6 1621.5 1603.8 1614.9 -1.2 9,127 21,516 +2,804
Dec11 110728 1616.2 1622.8 1605.0 1616.2 -1.1 103,276 300,899 +48,970
Feb12 110728 1618.7 1622.5 1608.0 1617.5 -1.0 719 11,856 +343
Apr12 110728 1623.0 1623.0 1608.6 1619.0 -1.0 34 6,195 +12
Jun12 110728 1620.5 1624.0 1612.2 1620.6 -1.0 97 14,931 +2
Aug12 110728 1626.5 1626.5 1622.4 1622.4 -1.0 393 5,426 +391
Oct12 110728 1624.3 1625.2 1624.3 1624.3 -1.0 5 4,125 +0
Dec12 110728 1631.2 1631.2 1619.0 1626.5 -1.1 276 11,861 +168
Feb13 110728 1629.1 1629.1 1629.1 1629.1 -1.2 125 1,561 +0
Apr13 110728 1632.0 1632.0 1632.0 1632.0 -1.3 27 227 +24
Jun13 110728 1635.3 1635.3 1635.3 1635.3 -1.4 18 11,090 -16
Total Volume and Open Interest 327,287 536,454 -4,950
Silver(CMX)
Sep11 110728 4025.0 4059.5 3934.0 3979.4 -77.4 51,311 60,044 +1,410
Dec11 110728 4027.0 4061.0 3938.0 3982.0 -77.3 3,913 30,247 +1,067
Mar12 110728 3970.0 3982.1 3967.5 3982.1 -77.1 307 5,288 -20
May12 110728 3950.0 3984.5 3950.0 3980.4 -77.1 29 1,653 +7
Jul12 110728 4018.5 4018.5 3945.0 3978.7 -77.3 4 1,762 +0
Sep12 110728 4047.5 4047.5 3976.4 3976.4 -77.3 7 237 +1
Dec12 110728 4029.5 4044.0 3953.5 3970.5 -77.3 67 8,169 -29
Total Volume and Open Interest 56,569 119,563 +2,368
Platinum(NYMEX)
Oct11 110728 1797.3 1798.0 1783.1 1792.4 -15.6 5,502 32,454 +770
Jan12 110728 1801.1 1801.1 1794.3 1795.6 -15.5 60 1,254 +35
Apr12 110728 1797.4 1798.5 1797.4 1798.5 -15.5 1 120 +1
Jul12 110728 1801.8 1801.8 1801.8 1801.8 -15.5 1 11 +1
Total Volume and Open Interest 5,564 33,843 +806
Palladium(NYMEX)
Sep11 110728 832.80 840.00 824.00 828.10 -5.10 6,645 22,441 +1,571
Dec11 110728 826.05 835.00 826.05 829.40 -5.00 105 1,292 +58
Mar12 110728 175.24 175.24 175.24 175.24 -5.00 0 53 +0
Total Volume and Open Interest 6,894 23,930 +1,773
Copper(CMX)
Sep11 110728 443.90 448.75 443.00 446.95 +2.30 28,091 91,303 +2,485
Dec11 110728 445.15 450.25 445.15 448.90 +2.30 6,227 39,201 +771
Mar12 110728 450.05 450.05 450.05 450.05 +2.35 1,124 14,562 +489
May12 110728 450.20 450.35 450.20 450.20 +2.30 60 2,360 +27
Jul12 110728 446.75 449.75 446.75 449.75 +2.25 264 759 +0
Total Volume and Open Interest 37,406 156,140 +3,564
DJIA Index(CBOT)
Sep11 110728 12250 12330 12175 12193 -51 1,765 17,685 +1,516
Dec11 110728 12253 12253 12122 12122 -51 0 86 +0
Mar12 110728 12053 12104 12053 12053 -51      
Jun12 110728 11983 12034 11983 11983 -51      
Total Volume and Open Interest 1,765 17,771 +1,516
Mini DJIA Index(CBOT)
Sep11 110728 12249 12332 12172 12193 -51 107,046 112,846 -4,685
Dec11 110728 12185 12256 12115 12122 -51 111 381 -2
Mar12 110728 12053 12053 12053 12053 -51 0 11 +0
Jun12 110728 11983 11983 11983 11983 -51      
Total Volume and Open Interest 107,157 113,238 -4,687
S & P 500(CME)
Sep11 110728 1299.70 1312.70 1295.50 1296.80 -2.10 7,700 275,117 +628
Dec11 110728 1298.00 1306.30 1290.30 1291.20 -2.10 9 10,977 -3
Mar12 110728 1285.70 1300.80 1284.80 1285.70 -2.10 1 12 +1
Jun12 110728 1280.70 1295.80 1279.80 1280.70 -2.10 0 5 +0
Total Volume and Open Interest 7,710 286,111 +626
S & P 500 E-Mini(Globex)
Sep11 110728 1299.25 1313.00 1295.25 1296.75 -2.25 1,698,186 2,558,292 -9,125
Dec11 110728 1295.25 1307.00 1290.25 1291.25 -2.00 1,348 22,969 +157
Total Volume and Open Interest 1,699,536 2,581,474 -8,966
NASDAQ 100(CME)
Sep11 110728 2359.50 2397.80 2356.30 2370.00 +12.20 280 17,947 -4
Dec11 110728 2364.50 2365.00 2364.50 2364.50 +12.20 0 10 +0
Mar12 110728 2360.30 2360.80 2360.30 2360.30 +12.30      
Total Volume and Open Interest 280 17,957 -4
NASDAQ 100 E-Mini(Globex)
Sep11 110728 2360.00 2398.80 2355.80 2370.00 +12.20 185,139 359,272 +1,907
Dec11 110728 2353.50 2392.50 2353.50 2364.50 +12.20 246 5,059 -27
Total Volume and Open Interest 185,385 364,339 +1,880
S & P Midcap 400(CME)
Sep11 110728 943.70 943.70 943.70 943.70 -3.80 19 2,868 +13
Dec11 110728 942.00 942.00 942.00 942.00 -3.80      
Mar12 110728 940.30 940.30 940.30 940.30 -3.80      
Total Volume and Open Interest 19 2,868 +13
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Sep11 110728 9900 9980 9865 9870 -60 5,912 37,489 +42
Dec11 110728 9915 9925 9840 9840 -55 29 7 -19
Total Volume and Open Interest 5,941 37,496 +23
Nikkei 225(SGX)
Sep11 110728 10020 10045 9850 9895 -135 84,874 198,224 +5,010
Dec11 110728 9870 9885 9800 9845 -130 51 8,185 -27
Mar12 110728 9830 9830 9830 9830 -135 0 10 +0
Total Volume and Open Interest 85,505 219,835 +5,416
CAC 40(EURONEXT)
Aug11 110728 3699.0 3725.5 3671.0 3717.0 -21.0 125,583 325,756 +11,320
Sep11 110728 3699.0 3722.5 3670.5 3715.0 -21.0 497 36,736 +335
Oct11 110728 3715.0 3715.0 3705.0 3715.0 -20.0 1 1 +1
Total Volume and Open Interest 126,081 362,525 +11,656
Hang Seng Index(HKFE)
Jul11 110728 22300 22391 22233 22339 -219 111,288 58,343 -20,246
Aug11 110728 22255 22600 22169 22597 +73 49,089 56,181 +35,432
Sep11 110728 22202 22505 22080 22503 +74 626 4,711 +184
Total Volume and Open Interest 161,259 123,201 +15,291
DAX(EUREX)
Sep11 110728 7201.0 7221.0 7125.5 7211.0 -59.0 127,390 152,985 -748
Dec11 110728 7235.0 7248.0 7153.5 7238.5 -59.5 165 8,771 +29
Mar12 110728 7240.0 7280.0 7204.0 7270.5 -60.0 31 387 +15
Total Volume and Open Interest 127,586 162,143 -704
FT-SE 100(EURONEXT)
Sep11 110728 5766.50 5846.50 5743.50 5833.50 +8.50 92,094 644,875 -16,590
Dec11 110728 5790.00 5809.50 5790.00 5809.50 +9.50 2 825 +2
Mar12 110728 5772.50 5772.50 5772.50 5772.50 +9.50 0 163 +0
Total Volume and Open Interest 92,107 645,943 -16,578
SPI 200(SFE)
Sep11 110728 4507.0 4518.0 4427.0 4431.0 -81.0 32,302 198,282 +2,108
Dec11 110728 4518.0 4528.0 4444.0 4447.0 -80.0 20 4,719 +0
Mar12 110728 4445.0 4445.0 4435.0 4435.0 -78.0 0 1,734 +0
Total Volume and Open Interest 32,431 207,265 +2,197
GSCI(CME)
Aug11 110728 40.64 41.49 35.99 37.64 -1.85 211 9,405 +10
Sep11 110728 41.94 42.14 37.94 39.09 -1.55      
Oct11 110728 39.94 43.14 38.94 39.94 -1.70      
Total Volume and Open Interest 211 9,405 +10
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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