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MRCI's End of Day Prices

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MRCI's End of Day Prices
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Daily Futures Price Listing Fri July 29, 2011
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Aug11 110729 1365.75 1373.75 1349.00 1354.25 -13.50 29,578 20,138 -5,820
Sep11 110729 1363.25 1368.50 1343.50 1348.50 -14.00 26,161 47,737 +2,480
Nov11 110729 1371.50 1377.75 1351.50 1357.25 -14.25 86,473 313,739 +1,347
Jan12 110729 1381.50 1386.50 1362.00 1368.25 -13.75 7,824 52,572 +720
Mar12 110729 1384.75 1390.75 1368.50 1374.75 -13.25 3,841 27,426 +914
May12 110729 1385.00 1393.50 1369.75 1376.25 -11.25 2,764 33,101 +337
Jul12 110729 1392.00 1396.00 1373.00 1381.25 -9.50 2,193 18,558 +217
Total Volume and Open Interest 159,318 537,926 +358
Soybean Meal(CBOT)
Aug11 110729 356.50 357.60 351.30 351.60 -3.70 18,869 13,166 -3,452
Sep11 110729 358.00 359.60 353.20 353.20 -4.40 16,601 36,706 -247
Oct11 110729 360.50 361.00 354.60 355.10 -4.40 4,172 16,669 +840
Dec11 110729 363.80 365.60 358.20 358.80 -4.80 29,929 86,923 -967
Jan12 110729 365.70 366.60 360.30 360.70 -4.70 698 7,300 +102
Mar12 110729 368.00 368.10 363.30 363.60 -4.30 699 5,798 +130
May12 110729 367.50 367.50 363.40 364.30 -3.60 711 8,209 +89
Jul12 110729 367.80 368.50 364.20 365.00 -3.50 933 2,270 -169
Total Volume and Open Interest 72,706 181,069 -3,661
Soybean Oil(CBOT)
Aug11 110729 55.86 56.17 55.15 55.65 -0.11 21,347 11,481 -3,557
Sep11 110729 56.01 56.45 55.26 55.80 -0.12 21,730 46,571 +359
Oct11 110729 56.24 56.62 55.49 56.00 -0.12 5,217 20,536 +387
Dec11 110729 56.70 57.09 55.89 56.43 -0.12 40,326 146,014 +1,831
Jan12 110729 56.91 57.22 56.18 56.69 -0.14 3,055 24,008 +730
Mar12 110729 57.19 57.42 56.51 56.99 -0.11 1,310 14,519 +32
May12 110729 57.14 57.14 56.70 57.08 -0.12 639 8,442 +199
Jul12 110729 57.00 57.22 56.78 57.22 -0.08 942 4,489 +335
Total Volume and Open Interest 94,616 279,224 +334
Canola(WCE)
Nov11 110729 555.4 558.7 552.5 557.2 +1.8 11,889 118,169 -2,750
Jan12 110729 565.0 567.2 561.0 565.8 +1.9 5,945 20,875 +1,070
Mar12 110729 571.3 573.0 567.1 571.8 +1.4 730 6,544 +56
May12 110729 576.8 577.9 576.6 577.1 +1.1 619 5,325 +284
Jul12 110729 580.5 582.0 580.5 581.5 +1.4 292 3,321 +237
Total Volume and Open Interest 19,540 155,941 -1,093
Corn(CBOT)
Sep11 110729 684.00 684.50 662.25 665.50 -16.75 70,663 332,972 -9,242
Dec11 110729 688.00 689.25 665.50 668.75 -17.50 141,507 531,070 +8,903
Mar12 110729 700.25 701.75 678.25 681.50 -17.25 16,394 131,841 +719
May12 110729 705.75 707.75 685.00 687.50 -18.00 3,645 29,529 +572
Jul12 110729 713.00 713.50 690.00 692.25 -18.75 5,090 72,347 +45
Sep12 110729 674.00 675.00 656.25 660.75 -15.50 2,474 9,540 +933
Total Volume and Open Interest 244,944 1,206,789 +3,416
Wheat(CBOT)
Sep11 110729 693.00 700.00 669.75 672.50 -20.75 44,543 143,385 -2,913
Dec11 110729 734.75 741.00 713.75 715.75 -19.25 22,028 148,956 +1,019
Mar12 110729 767.00 772.25 745.50 746.75 -20.25 3,192 49,282 +569
May12 110729 786.25 787.00 761.50 762.50 -19.75 1,325 10,434 +440
Jul12 110729 792.75 799.75 771.75 773.00 -19.75 2,454 43,841 +118
Total Volume and Open Interest 75,241 420,118 -439
Wheat(KCBT)
Sep11 110729 783.00 788.50 761.50 767.00 -16.50 8,511 68,909 -1,541
Dec11 110729 809.00 813.75 787.25 793.00 -16.50 4,412 60,534 +633
Mar12 110729 823.25 827.75 801.50 806.50 -16.75 1,202 18,817 -23
May12 110729 831.75 832.00 807.50 811.25 -15.75 472 3,444 -63
Jul12 110729 827.25 831.50 806.25 809.00 -16.75 532 14,117 +67
Total Volume and Open Interest 15,232 168,925 -952
Wheat(MGE)
Sep11 110729 847.00 851.50 826.75 830.75 -16.00 3,600 17,653 -1,444
Dec11 110729 846.50 850.00 827.25 831.50 -15.50 2,654 19,573 -170
Mar12 110729 857.00 859.00 836.75 840.25 -16.00 611 6,285 -67
May12 110729 850.50 851.25 841.25 842.50 -17.00 209 3,110 +8
Jul12 110729 866.50 867.25 842.25 843.50 -18.25 214 4,815 -21
Total Volume and Open Interest 7,358 55,407 -1,720
Oats(CBOT)
Sep11 110729 350.75 351.50 345.50 345.50 -5.25 301 3,711 -230
Dec11 110729 362.25 363.00 357.00 357.50 -5.50 517 7,589 +155
Mar12 110729 371.00 373.50 368.00 368.00 -5.50 2 839 +2
May12 110729 374.50 380.00 374.50 374.50 -5.50 0 26 +0
Total Volume and Open Interest 820 12,194 -73
Rough Rice(CBOT)
Sep11 110729 16.34 16.39 16.10 16.11 -0.27 1,464 10,251 -388
Nov11 110729 16.67 16.70 16.42 16.44 -0.27 839 5,766 +422
Jan12 110729 16.98 16.98 16.75 16.75 -0.27 88 632 +19
Mar12 110729 17.18 17.24 17.05 17.05 -0.24 22 792 +10
Total Volume and Open Interest 2,419 17,456 +66
Live Cattle(CME)
Aug11 110729 111.330 112.730 110.850 112.635 +1.000 8,546 41,498 -3,057
Oct11 110729 116.150 117.480 115.350 117.330 +1.180 13,111 126,932 -213
Dec11 110729 119.100 120.100 118.500 119.830 +0.680 5,346 86,536 -4
Feb12 110729 122.300 123.080 121.680 122.885 +0.335 2,222 30,987 +89
Apr12 110729 124.350 125.330 123.750 125.200 +0.600 1,478 16,210 -322
Jun12 110729 121.650 122.730 121.150 122.600 +0.750 227 6,822 +48
Total Volume and Open Interest 30,993 309,963 -3,434
Feeder Cattle(CME)
Aug11 110729 136.000 138.000 135.250 137.050 +1.250 2,230 12,326 -543
Sep11 110729 137.735 139.450 136.950 138.630 +1.030 1,433 11,039 +269
Oct11 110729 138.800 140.450 138.100 139.600 +0.720 935 9,266 +231
Nov11 110729 138.950 140.650 138.550 140.300 +0.975 521 4,139 +93
Jan12 110729 138.300 140.380 138.100 140.200 +1.650 198 2,062 +68
Mar12 110729 138.150 140.000 138.130 139.700 +1.600 59 602 +16
Apr12 110729 138.400 139.700 138.250 139.700 +1.350 5 156 +0
Total Volume and Open Interest 5,385 39,703 +136
Lean Hogs(CME)
Aug11 110729 102.480 102.850 101.535 102.785 +0.305 11,349 18,937 -1,801
Oct11 110729 92.400 92.700 91.500 92.400 -0.050 10,828 91,818 -58
Dec11 110729 88.680 89.135 88.035 88.535 -0.165 4,844 67,611 +824
Feb12 110729 90.950 91.150 90.300 90.500 -0.450 865 32,209 +208
Apr12 110729 92.150 92.350 91.785 92.100 -0.130 648 19,219 +166
May12 110729 95.500 95.650 95.300 95.650 -0.050 28 903 +12
Jun12 110729 97.800 98.135 97.480 97.980 -0.305 177 10,587 +49
Jul12 110729 96.680 96.785 96.250 96.550 +0.050 64 3,269 +32
Total Volume and Open Interest 28,841 247,143 -549
Class III Milk(CME)
Jul11 110729 21.39 21.40 21.33 21.38 +0.05 17 6,933 -4
Aug11 110729 21.46 21.47 21.25 21.46 +0.05 369 6,405 +20
Sep11 110729 20.79 20.85 20.62 20.67 -0.04 553 6,201 +134
Oct11 110729 19.65 19.70 19.58 19.67 +0.04 164 4,889 +67
Nov11 110729 18.60 18.65 18.55 18.65 +0.04 59 3,998 +18
Total Volume and Open Interest 1,282 38,206 +290
Cocoa(ICE)
Sep11 110729 2972 3003 2956 2974 unch 13,026 60,870 -122
Dec11 110729 3007 3037 2994 3008 -3 7,636 47,258 +1,060
Mar12 110729 3058 3081 3038 3056 -2 1,883 35,167 +2
May12 110729 3052 3078 3052 3059 -3 547 11,756 +78
Jul12 110729 3052 3087 3052 3068 -2 621 5,094 +521
Sep12 110729 3072 3072 3070 3072 -4 181 8,309 +97
Dec12 110729 3065 3100 3065 3081 -2 34 3,946 +10
Total Volume and Open Interest 23,931 175,761 +1,646
Coffee "C"(ICE)
Sep11 110729 238.65 242.40 238.30 239.55 +0.90 11,378 46,369 -327
Dec11 110729 242.90 246.50 242.55 243.60 +0.60 5,289 41,944 +1,484
Mar12 110729 246.25 249.20 246.05 246.70 +0.25 1,643 10,564 +518
May12 110729 248.10 250.60 247.85 248.30 +0.20 975 5,188 +158
Jul12 110729 248.65 250.00 248.65 249.00 +0.35 177 1,935 +57
Sep12 110729 248.75 248.75 248.40 248.45 +0.50 140 1,772 +59
Total Volume and Open Interest 19,638 109,247 +1,954
Orange Juice(ICE)
Sep11 110729 199.10 200.85 198.95 199.75 +0.85 458 26,564 -106
Nov11 110729 190.30 190.95 190.05 190.50 +0.20 227 7,285 +186
Jan12 110729 181.30 182.00 181.30 181.60 +0.35 93 1,685 -1
Mar12 110729 177.25 177.50 177.10 177.10 -0.20 10 329 +10
May12 110729 174.60 174.60 174.60 174.60 -0.25 0 281 +0
Jul12 110729 174.35 174.35 174.35 174.35 -0.45 0 128 +0
Total Volume and Open Interest 788 36,283 +89
Sugar #11(ICE)
Oct11 110729 29.87 30.23 29.22 29.81 -0.11 34,204 301,281 -212
Mar12 110729 28.65 28.92 28.05 28.51 -0.15 11,064 149,064 -705
May12 110729 27.00 27.42 26.60 27.01 -0.19 4,732 48,975 -361
Jul12 110729 26.04 26.24 25.52 25.87 -0.25 2,429 67,052 +166
Oct12 110729 25.23 25.33 24.68 24.99 -0.28 1,153 30,115 +1
Total Volume and Open Interest 54,672 635,900 -1,240
London Cocoa(LCE)
Sep11 110729 1867 1873 1845 1852 -10 5,426 73,306 +42
Dec11 110729 1899 1904 1880 1885 -9 3,969 49,010 +754
Mar12 110729 1920 1920 1897 1901 -14 974 37,933 -58
May12 110729 1922 1929 1910 1912 -13 380 13,971 -92
Jul12 110729 1931 1932 1916 1918 -13 205 6,170 -50
Sep12 110729 1938 1938 1924 1928 -12 397 4,723 +296
Dec12 110729 1948 1950 1935 1940 unch 0 7,355 +0
Total Volume and Open Interest 11,351 193,335 +892
London Sugar(LCE)
Oct11 110729 779.90 792.10 770.00 777.40 -11.60 1,461 26,199 +238
Dec11 110729 737.50 744.30 724.00 730.50 -14.50 490 7,218 +216
Mar12 110729 723.30 730.20 708.30 715.20 -16.20 239 9,739 +135
May12 110729 695.80 698.00 689.00 689.70 -12.50 32 3,355 +9
Aug12 110729 670.80 674.00 663.70 664.20 -10.50 34 1,917 -1
Total Volume and Open Interest 2,278 49,928 +607
Cotton(ICE)
Oct11 110729 103.15 103.38 98.81 102.08 -0.73 61 536 -9
Dec11 110729 102.60 102.80 98.57 101.77 -0.80 12,967 99,965 +2,757
Mar12 110729 100.73 100.97 96.75 99.36 -1.39 2,020 25,122 +525
May12 110729 96.48 98.54 95.72 98.46 -1.26 327 5,552 +42
Jul12 110729 96.15 97.37 94.57 97.37 -1.20 337 7,258 +53
Oct12 110729 96.18 96.18 96.18 96.18 -1.10 0 3 +0
Total Volume and Open Interest 15,735 142,285 +3,374
Lumber(CME)
Sep11 110729 253.0 254.0 248.5 248.5 -4.5 400 5,896 -25
Nov11 110729 265.9 265.9 260.8 262.0 -6.0 191 2,662 +103
Jan12 110729 285.0 287.8 281.1 287.4 -0.6 43 901 +20
Mar12 110729 294.1 294.1 294.0 294.0 -0.3 25 122 +25
Total Volume and Open Interest 659 9,582 +123
Crude Oil(NYM)
Sep11 110729 97.16 97.39 94.95 95.70 -1.74 304,524 367,659 -2,870
Oct11 110729 97.58 97.76 95.38 96.13 -1.74 72,803 99,095 +1,943
Nov11 110729 98.14 98.30 95.90 96.60 -1.75 37,711 86,201 +6,433
Dec11 110729 98.46 98.76 96.38 97.08 -1.74 43,799 205,734 -1,511
Jan12 110729 98.92 98.92 96.86 97.52 -1.73 6,408 51,129 -49
Feb12 110729 99.11 99.26 97.32 97.94 -1.72 3,779 25,377 +106
Mar12 110729 99.69 99.69 97.95 98.34 -1.71 5,129 36,614 -124
Apr12 110729 98.48 99.39 98.48 98.72 -1.71 4,234 22,839 -638
May12 110729 100.00 100.21 98.47 99.09 -1.70 3,515 18,860 +489
Jun12 110729 100.74 100.74 98.83 99.46 -1.69 9,867 82,937 +167
Jul12 110729 99.90 99.90 99.79 99.82 -1.68 1,548 30,042 +382
Aug12 110729 100.12 100.15 100.10 100.10 -1.66 1,122 17,413 +75
Sep12 110729 100.36 100.36 100.36 100.36 -1.63 870 18,561 -98
Oct12 110729 100.61 100.61 100.61 100.61 -1.61 511 11,151 +17
Nov12 110729 100.89 100.89 100.89 100.89 -1.58 594 20,733 -197
Dec12 110729 102.30 102.30 100.50 101.18 -1.55 13,299 147,691 -1,233
Total Volume and Open Interest 516,140 1,510,095 +3,433
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 110729 97.225 97.375 94.950 95.700 -1.750 9,358 3,321 -91
Oct11 110729 97.525 97.800 95.450 96.125 -1.750 299 558 +11
Nov11 110729 97.950 97.950 96.250 96.600 -1.750 71 179 +0
Dec11 110729 98.050 98.050 96.700 97.075 -1.750 32 245 -2
Jan12 110729 97.525 97.525 97.525 97.525 -1.725 2 12 +2
Feb12 110729 97.950 97.950 97.950 97.950 -1.700 0 3 +0
Mar12 110729 98.350 98.350 98.350 98.350 -1.700 0 10 +0
Apr12 110729 98.725 98.725 98.725 98.725 -1.700 0 1 +0
Total Volume and Open Interest 9,762 4,516 -80
Heating Oil(NYM)
Aug11 110729 310.01 311.00 306.60 309.62 -0.90 25,966 17,792 -6,945
Sep11 110729 311.24 311.81 307.49 309.94 -1.50 45,155 102,960 +5,801
Oct11 110729 312.39 313.13 308.91 311.30 -1.56 13,502 39,092 -18
Nov11 110729 313.61 314.51 310.53 312.82 -1.69 7,073 29,586 +946
Dec11 110729 315.40 316.07 312.02 314.29 -1.76 10,682 38,979 +745
Jan12 110729 316.24 316.94 313.65 315.70 -1.83 3,475 23,458 +126
Feb12 110729 316.40 316.80 314.89 315.85 -1.87 1,548 10,218 -291
Mar12 110729 315.08 316.65 314.05 314.90 -1.87 1,088 7,787 +27
Apr12 110729 313.10 313.10 312.70 312.80 -1.86 654 3,943 -37
May12 110729 310.88 310.88 310.88 310.88 -1.87 293 4,033 +127
Jun12 110729 311.22 311.69 308.18 310.09 -1.95 1,629 22,973 +705
Jul12 110729 310.74 310.74 310.74 310.74 -1.95 154 1,908 -25
Total Volume and Open Interest 111,903 314,762 +1,332
Gasoline(NYMEX)
Aug11 110729 311.75 312.40 306.76 311.29 -0.47 27,914 11,463 -6,131
Sep11 110729 307.10 307.38 301.26 305.79 -0.59 53,457 102,507 +1,757
Oct11 110729 293.14 293.59 288.24 292.11 -1.29 19,712 36,193 +715
Nov11 110729 289.61 289.61 284.99 288.52 -1.48 11,207 20,566 +886
Dec11 110729 288.10 288.10 283.40 286.91 -1.52 7,838 31,886 +179
Jan12 110729 286.56 287.23 283.89 287.08 -1.53 1,572 11,940 +186
Feb12 110729 288.50 288.61 285.43 288.25 -1.57 830 5,877 +108
Mar12 110729 290.12 290.19 288.05 289.95 -1.54 742 8,436 +250
Apr12 110729 299.00 300.98 298.84 300.98 -1.49 113 5,839 +70
May12 110729 298.90 301.00 298.90 301.00 -1.43 67 1,938 +11
Total Volume and Open Interest 123,962 256,628 -1,752
e-miNY RBOB Gasoline(NYM)
Sep11 110729 306.50 306.50 305.80 305.80 -0.60      
Oct11 110729 292.10 292.11 292.10 292.10 -1.30 0 1 +0
Nov11 110729 288.50 288.52 288.50 288.50 -1.50      
Dec11 110729 286.90 286.91 286.90 286.90 -1.50      
Total Volume and Open Interest 0 6 +0
Natural Gas(NYM)
Sep11 110729 4.234 4.234 4.138 4.145 -0.099 85,680 232,284 -3,358
Oct11 110729 4.246 4.246 4.151 4.157 -0.100 25,051 140,953 -980
Nov11 110729 4.350 4.354 4.266 4.272 -0.097 21,306 112,468 +3,918
Dec11 110729 4.535 4.535 4.457 4.462 -0.083 8,259 48,228 +26
Jan12 110729 4.624 4.624 4.558 4.564 -0.081 11,929 114,850 -279
Feb12 110729 4.605 4.615 4.563 4.565 -0.081 2,462 27,456 +83
Mar12 110729 4.580 4.580 4.529 4.533 -0.074 3,444 47,835 +219
Apr12 110729 4.485 4.509 4.461 4.468 -0.067 4,183 52,190 +783
May12 110729 4.541 4.541 4.490 4.490 -0.067 451 10,525 +34
Jun12 110729 4.556 4.565 4.518 4.523 -0.066 447 12,095 +90
Jul12 110729 4.588 4.605 4.564 4.564 -0.066 451 8,660 +6
Aug12 110729 4.629 4.630 4.594 4.594 -0.066 272 9,682 +53
Sep12 110729 4.634 4.634 4.600 4.603 -0.065 125 7,396 +43
Oct12 110729 4.662 4.677 4.640 4.641 -0.066 668 34,964 +126
Nov12 110729 4.817 4.817 4.796 4.796 -0.061 91 5,245 +41
Dec12 110729 5.040 5.059 5.026 5.026 -0.060 148 11,251 +43
Total Volume and Open Interest 165,472 944,340 -6,947
Brent Crude Oil(ICE)
Sep11 110729 117.17 117.70 115.75 116.74 -0.62 177,054 189,587 -5,648
Oct11 110729 117.24 117.53 115.55 116.53 -0.64 89,103 145,073 +905
Nov11 110729 117.24 117.48 115.53 116.54 -0.64 36,471 59,199 +5,132
Dec11 110729 117.21 117.45 115.50 116.53 -0.64 46,255 95,606 -2,706
Jan12 110729 117.23 117.23 115.69 116.49 -0.63 8,109 22,518 -1,495
Feb12 110729 117.07 117.16 115.64 116.41 -0.64 3,996 17,709 -421
Mar12 110729 116.74 116.74 115.57 116.32 -0.65 3,543 33,682 -618
Apr12 110729 116.65 116.66 115.48 116.24 -0.65 1,401 14,047 +139
May12 110729 116.82 116.82 115.40 116.13 -0.66 1,060 8,559 +47
Jun12 110729 116.72 116.72 115.27 116.01 -0.67 5,159 41,026 +180
Jul12 110729 115.91 115.91 115.91 115.91 -0.67 154 8,928 -42
Aug12 110729 115.77 115.77 115.77 115.77 -0.67 60 6,064 -9
Sep12 110729 115.59 115.59 115.59 115.59 -0.67 90 7,906 +6
Oct12 110729 115.40 115.40 115.40 115.40 -0.67 59 3,405 +9
Total Volume and Open Interest 385,120 805,187 -4,511
Gas Oil(ICE)
Aug11 110729 973.25 976.00 963.00 971.00 -8.00 28,322 88,718 -1,406
Sep11 110729 975.25 977.50 964.50 972.50 -8.50 52,565 134,668 +879
Oct11 110729 978.25 978.50 966.25 974.00 -9.25 17,193 68,571 +3,356
Nov11 110729 977.75 979.50 967.50 975.25 -9.50 7,921 39,289 +1,703
Dec11 110729 980.25 981.00 968.75 976.50 -9.75 13,237 58,936 +21
Jan12 110729 979.25 982.25 970.75 978.25 -10.00 3,824 36,407 -345
Feb12 110729 983.00 983.00 971.25 978.75 -10.25 1,163 11,636 -3
Mar12 110729 983.25 983.75 971.25 978.75 -10.25 1,492 13,198 +71
Apr12 110729 982.75 983.25 970.75 978.25 -10.25 223 8,606 +51
May12 110729 982.25 982.75 971.75 977.75 -10.25 29 7,523 +6
Total Volume and Open Interest 129,998 567,786 +3,403
Ethanol(CBOT)
Jul11 110706 2.758 2.795 2.758 2.761 +0.027 42 209 -19
Aug11 110729 2.920 2.945 2.880 2.891 -0.108 204 395 -52
Sep11 110729 2.742 2.760 2.705 2.717 -0.080 163 1,601 -18
Oct11 110729 2.624 2.640 2.602 2.616 -0.065 69 1,454 -24
Nov11 110729 2.542 2.542 2.515 2.515 -0.067 26 1,128 -1
Dec11 110729 2.502 2.516 2.479 2.486 -0.067 38 1,597 -33
Jan12 110729 2.505 2.505 2.461 2.467 -0.071 11 709 +0
Feb12 110729 2.477 2.477 2.460 2.465 -0.077 6 478 +5
Total Volume and Open Interest 620 9,568 -46
WTI Crude Oil(ICE
Sep11 110729 97.18 97.37 94.95 95.70 -1.74 72,298 77,051 -2,985
Oct11 110729 97.60 97.71 95.42 96.13 -1.74 19,579 37,395 +1,608
Nov11 110729 98.08 98.18 95.92 96.60 -1.75 11,764 23,582 +604
Dec11 110729 98.57 98.57 96.39 97.08 -1.74 19,273 94,220 -1,234
Jan12 110729 98.78 98.78 96.86 97.52 -1.73 4,585 18,575 +301
Feb12 110729 99.08 99.08 97.29 97.94 -1.72 2,623 5,818 +14
Mar12 110729 99.57 99.57 98.04 98.34 -1.71 2,282 16,258 +462
Apr12 110729 98.72 98.72 98.72 98.72 -1.71 1,209 4,705 -93
May12 110729 100.00 100.00 99.09 99.09 -1.70 964 3,089 -23
Jun12 110729 100.75 100.75 99.01 99.46 -1.69 4,090 30,626 -397
Jul12 110729 99.82 99.82 99.82 99.82 -1.68 485 4,382 +116
Aug12 110729 100.10 100.10 100.10 100.10 -1.66 47 1,231 -1
Sep12 110729 100.36 100.36 100.36 100.36 -1.63 36 5,070 -7
Oct12 110729 100.61 100.61 100.61 100.61 -1.61 106 1,126 +0
Nov12 110729 100.89 100.89 100.89 100.89 -1.58 27 2,549 +0
Dec12 110729 102.56 102.65 100.52 101.18 -1.55 4,922 47,648 -744
Total Volume and Open Interest 146,211 446,424 -2,362
US Dollar Index(ICE)
Sep11 110729 74.330 74.685 73.860 74.035 -0.355 32,906 57,718 -2,371
Dec11 110729 74.790 75.000 74.345 74.455 -0.355 164 701 -72
Mar12 110729 74.915 74.915 74.915 74.915 -0.335 0 1 +0
Total Volume and Open Interest 33,070 58,420 -2,443
Australian Dollar(CME)
Sep11 110729 109.35 109.52 108.42 109.31 +0.12 117,229 135,081 -160
Dec11 110729 108.06 108.23 107.25 108.08 +0.14 74 542 +24
Mar12 110729 106.92 106.92 106.76 106.92 +0.16 0 2 +0
Total Volume and Open Interest 117,303 135,628 -136
British Pound(CME)
Sep11 110729 163.62 164.64 162.51 164.23 +0.87 97,492 96,621 -522
Dec11 110729 163.00 164.21 163.00 164.06 +0.87 37 262 -2
Mar12 110729 163.91 163.91 163.03 163.91 +0.88 0 2 +0
Total Volume and Open Interest 97,529 96,891 -524
Canadian Dollar(CME)
Sep11 110729 105.24 105.29 104.15 104.56 -0.53 85,501 126,764 +3,054
Dec11 110729 104.80 104.91 103.95 104.35 -0.51 164 4,053 +2
Mar12 110729 104.00 104.60 103.85 104.11 -0.49 1 623 -1
Jun12 110729 103.87 104.34 103.87 103.87 -0.47 11 279 +0
Total Volume and Open Interest 85,677 131,862 +3,055
Japanese Yen(CME)
Sep11 110729 128.77 130.43 128.46 129.82 +1.23 87,373 135,031 -3,115
Dec11 110729 129.13 130.30 128.70 129.96 +1.26 342 846 +124
Mar12 110729 130.14 130.14 128.88 130.14 +1.26 0 46 +0
Total Volume and Open Interest 87,715 135,941 -2,991
Swiss Franc(CME)
Sep11 110729 124.90 127.46 124.55 126.82 +2.01 33,695 53,263 +36
Dec11 110729 124.91 127.55 124.90 126.95 +2.02 24 286 +8
Mar12 110729 127.13 127.13 125.09 127.13 +2.04 0 5 +0
Total Volume and Open Interest 33,719 53,557 +44
EuroFX(CME)
Sep11 110729 143.08 143.98 142.12 143.48 +0.56 333,394 185,629 +4,255
Dec11 110729 142.56 143.60 141.80 143.15 +0.58 106 1,131 +14
Mar12 110729 142.77 143.00 142.25 142.84 +0.59 4 363 +1
Total Volume and Open Interest 333,505 187,959 +4,269
Mexican Peso(CME)
Aug11 110729 853.2 853.8 853.2 853.2 -0.5      
Sep11 110729 849.5 850.2 843.8 849.0 -0.5 21,598 136,485 -1,003
Total Volume and Open Interest 21,598 136,820 -1,003
Brazilian Real(CME)
Aug11 110729 644.40 644.40 639.10 644.40 +5.30      
Sep11 110729 631.50 642.20 630.50 639.75 +6.35 28 8,036 -19
Oct11 110729 635.95 635.95 629.60 635.95 +6.35      
Nov11 110729 632.20 632.20 625.85 632.20 +6.35      
Total Volume and Open Interest 48 20,593 -39
30-Year T-Bonds(CBOT)
Sep11 110729 126~010 128~180 125~300 128~040 +2~020 310,758 638,844 +4,955
Dec11 110729 125~000 127~000 124~280 126~210 +2~030 293 3,028 +84
Mar12 110729 123~160 125~070 123~160 125~070 +2~030 1 4 +1
Total Volume and Open Interest 311,052 641,876 +5,040
10-Year T-Notes(CBOT)
Sep11 110729 124~170 125~300 124~120 125~220 +1~060 1,181,279 1,862,300 -22,398
Dec11 110729 123~075 124~175 123~025 124~120 +1~095 1,137 16,355 +438
Mar12 110729 123~120 123~120 122~025 123~120 +1~095      
Total Volume and Open Interest 1,182,416 1,878,655 -21,960
5-Year T-Notes(CBOT)
Sep11 110729 120~087 121~075 120~073 121~057 +0~097 689,927 1,514,023 -6,124
Dec11 110729 120~031 120~045 119~056 120~031 +0~103 9 289 +5
Mar12 110729 119~055 119~055 118~080 119~055 +0~103      
Total Volume and Open Interest 689,936 1,514,312 -6,119
2 Year T-Notes(CBOT)
Sep11 110729 109~107 109~125 109~105 109~123 +0~015 329,744 1,015,907 -15,431
Dec11 110729 109~081 109~103 109~081 109~101 +0~020 8 1,123 +3
Mar12 110729 109~039 109~039 109~019 109~039 +0~020      
Total Volume and Open Interest 329,752 1,017,030 -15,428
Eurodollars(CME)
Sep11 110729 99.630 99.630 99.610 99.625 -0.005 297,636 1,178,412 +25,731
Dec11 110729 99.510 99.525 99.490 99.505 -0.005 270,553 1,125,622 -5,973
Mar12 110729 99.450 99.485 99.430 99.465 +0.015 248,419 1,377,578 -15,831
Jun12 110729 99.395 99.440 99.385 99.430 +0.030 216,534 1,362,756 -8,533
Sep12 110729 99.315 99.380 99.305 99.370 +0.055 209,215 1,052,423 -2,192
Dec12 110729 99.190 99.290 99.180 99.275 +0.085 170,033 735,093 -951
Mar13 110729 99.055 99.185 99.045 99.170 +0.115 163,729 727,344 +13,745
Jun13 110729 98.885 99.040 98.870 99.025 +0.145 168,671 511,780 +24,732
Sep13 110729 98.665 98.855 98.655 98.835 +0.175 118,738 476,257 +1,268
Dec13 110729 98.415 98.620 98.395 98.595 +0.190 93,963 350,195 +3,817
Mar14 110729 98.160 98.385 98.140 98.350 +0.200 61,835 262,712 +3,006
Jun14 110729 97.895 98.125 97.875 98.090 +0.210 61,831 208,457 +8,177
Sep14 110729 97.630 97.870 97.615 97.830 +0.215 39,492 111,314 +4,604
Dec14 110729 97.370 97.600 97.345 97.565 +0.215 23,387 122,369 +5,174
Mar15 110729 97.120 97.355 97.115 97.315 +0.210 19,558 101,624 +99
Jun15 110729 5.125 5.360 5.115 5.315 +0.205 13,271 80,038 +257
Sep15 110729 4.890 5.115 4.880 5.070 +0.200 9,028 60,843 -449
Dec15 110729 4.650 4.880 4.640 4.835 +0.190 10,157 53,439 -102
Total Volume and Open Interest      
30 Day Federal Funds(CBOT)
Jul11 110729 99.933 99.933 99.930 99.930 -0.003 8,972 67,070 -2,439
Aug11 110729 99.900 99.900 99.885 99.890 -0.010 27,741 91,099 +7,411
Sep11 110729 99.875 99.880 99.865 99.870 -0.010 10,390 63,369 -68
Oct11 110729 99.860 99.865 99.855 99.865 unch 8,442 53,640 +2,832
Nov11 110729 99.855 99.865 99.850 99.855 unch 7,224 50,257 +3,094
Dec11 110729 99.850 99.860 99.845 99.855 +0.005 6,419 62,520 +3,776
Total Volume and Open Interest 101,765 881,338 +16,414
30 Day Fed Funds(e-CBOT)
3-Mth Euro-Yen(CME)
Sep11 110729 99.660 99.660 99.660 99.660 unch 0 51 +0
Dec11 110729 99.660 99.660 99.660 99.660 unch 0 75 +0
Mar12 110729 99.658 99.658 99.658 99.658 unch      
Jun12 110729 99.655 99.655 99.655 99.655 unch      
Sep12 110729 99.585 99.585 99.585 99.585 unch      
Dec12 110729 99.635 99.635 99.635 99.635 unch      
Mar13 110729 99.635 99.635 99.635 99.635 unch      
Jun13 110729 99.590 99.590 99.590 99.590 unch      
Sep13 110729 99.450 99.450 99.450 99.450 unch      
Dec13 110729 99.310 99.310 99.310 99.310 unch      
Total Volume and Open Interest 0 126 +0
3-Mth Euro-Yen(SGX)
Sep11 110729 99.66 99.66 99.66 99.66 unch 0 1,176 +0
Dec11 110729 99.66 99.66 99.66 99.66 unch 0 1,478 +0
Mar12 110729 99.66 99.66 99.66 99.66 unch 0 1,823 +0
Jun12 110729 99.65 99.65 99.65 99.65 unch 0 1,374 +0
Sep12 110729 99.58 99.58 99.58 99.58 unch 0 411 +0
Dec12 110729 99.64 99.64 99.64 99.64 unch 0 26 +0
Mar13 110729 99.64 99.64 99.64 99.64 unch 0 1 +0
Jun13 110729 99.59 99.59 99.59 99.59 unch      
Total Volume and Open Interest 0 6,289 +0
Japanese Gov't Bonds(SGX)
Sep11 110729 141.78 141.88 141.55 141.80 +0.02 957 23,248 -213
Dec11 110729 141.39 141.39 141.39 141.39 +0.02 0 2 +0
Mar12 110729 139.30 139.30 139.30 139.30 +0.02      
Total Volume and Open Interest 957 23,250 -213
Euro-Bund(EUREX)
Sep11 110729 129.86 130.70 129.66 130.36 +0.93 909,577 986,237 +12,518
Dec11 110729 128.60 129.29 128.43 129.01 +0.91 185 1,022 +169
Mar12 110729 129.04 129.04 129.04 129.04 +0.93      
Total Volume and Open Interest 909,762 987,259 +12,687
Euro-Bobl(EUREX)
Sep11 110729 119.19 119.67 119.05 119.51 +0.53 476,937 728,515 -6,877
Dec11 110729 118.58 118.58 118.58 118.58 +0.53 500 696 +0
Mar12 110729 118.54 118.54 118.54 118.54 +0.53      
Total Volume and Open Interest 477,437 729,211 -6,877
3-Mth Euribor(EUREX)
Sep11 110729 98.360 98.375 98.360 98.375 +0.025 31 2,210 +31
Dec11 110729 98.340 98.340 98.335 98.335 +0.030 21 1,298 +0
Mar12 110729 98.330 98.330 98.320 98.320 +0.035 20 2,464 +20
Total Volume and Open Interest 82 9,740 +51
Long Gilt(LIFFE)
Sep11 110729 124~14 125~07 124~09 125~03 +1~01 118,822 356,553 +6,097
Dec11 110729 123~25 123~25 123~25 123~25 +1~01      
Total Volume and Open Interest 118,822 356,553 +6,097
3-Mth Short Sterling(LIFFE)
Sep11 110729 99.13 99.14 99.12 99.13 unch 61,527 428,555 +1,451
Dec11 110729 99.09 99.10 99.08 99.09 +0.01 52,279 510,751 -10,731
Mar12 110729 99.06 99.07 99.04 99.06 +0.02 42,842 461,323 -3,060
Jun12 110729 99.00 99.02 98.99 99.00 +0.02 49,553 307,344 -3,042
Sep12 110729 98.93 98.94 98.91 98.93 +0.03 54,887 310,550 -14,161
Dec12 110729 98.79 98.82 98.77 98.81 +0.04 51,670 283,788 -10,049
Total Volume and Open Interest 387,586 2,741,308 -37,712
3-Mth Euribor(LIFFE)
Sep11 110729 98.355 98.385 98.355 98.375 +0.025 94,679 705,218 -3,667
Dec11 110729 98.310 98.350 98.310 98.335 +0.030 112,004 583,235 +721
Mar12 110729 98.295 98.340 98.295 98.320 +0.035 126,197 504,263 -8,240
Total Volume and Open Interest 754,938 3,562,244 +1,703
3-Mth Aus T-Bills(SFE)
Sep11 110729 95.01 95.06 95.01 95.03 +0.02 54,361 244,327 -4,899
Dec11 110729 95.05 95.14 95.04 95.12 +0.06 64,421 255,682 -15,096
Mar12 110729 95.12 95.22 95.11 95.21 +0.08 34,624 167,113 +6,931
Jun12 110729 95.16 95.27 95.15 95.26 +0.08 8,158 86,355 -5,732
Sep12 110729 95.18 95.27 95.18 95.27 +0.09 5,334 54,352 -590
Dec12 110729 95.15 95.25 95.15 95.25 +0.10 3,292 33,547 -456
Mar13 110729 95.13 95.24 95.13 95.23 +0.10 1,030 34,317 +70
Jun13 110729 95.09 95.20 95.09 95.19 +0.11 335 13,395 +237
Sep13 110729 95.06 95.15 95.06 95.15 +0.11 167 2,974 +42
Dec13 110729 95.08 95.09 95.08 95.09 +0.13 182 1,606 +66
Total Volume and Open Interest 171,954 893,811 -19,427
10-Year Aus T-Bonds(SFE)
Sep11 110729 95.09 95.21 95.08 95.20 +0.10 53,500 409,634 -10,068
Dec11 110729 95.20 95.20 95.20 95.20 +0.10      
Total Volume and Open Interest 53,500 409,634 -10,068
3-Year Aus T-Bonds(SFE)
Sep11 110729 95.49 95.61 95.46 95.61 +0.13 215,505 760,677 -12,549
Dec11 110729 95.61 95.61 95.61 95.61 +0.13      
Total Volume and Open Interest 215,505 760,677 -12,549
Gold(CMX)
Aug11 110729 1617.1 1634.9 1610.6 1628.3 +14.9 232,220 36,430 -69,085
Oct11 110729 1618.0 1636.3 1611.7 1629.9 +15.0 14,593 23,998 +2,482
Dec11 110729 1619.5 1637.5 1613.0 1631.2 +15.0 170,615 347,752 +46,853
Feb12 110729 1621.1 1635.0 1615.2 1632.5 +15.0 1,145 12,071 +215
Apr12 110729 1620.8 1635.6 1616.3 1634.0 +15.0 1,092 6,248 +53
Jun12 110729 1622.3 1635.6 1621.5 1635.6 +15.0 205 14,854 -77
Aug12 110729 1632.4 1637.4 1631.6 1637.4 +15.0 943 5,443 +17
Oct12 110729 1641.5 1641.5 1633.4 1639.3 +15.0 41 4,158 +33
Dec12 110729 1628.7 1644.1 1628.7 1641.5 +15.0 131 11,919 +58
Feb13 110729 1644.5 1644.5 1643.9 1643.9 +14.8 1 1,561 +0
Apr13 110729 1649.6 1649.6 1646.6 1646.6 +14.6 0 227 +0
Jun13 110729 1657.6 1657.6 1649.7 1649.7 +14.4 54 11,143 +53
Total Volume and Open Interest 423,958 518,045 -18,409
Silver(CMX)
Sep11 110729 3972.5 4041.0 3930.0 4010.6 +31.2 77,251 59,833 -211
Dec11 110729 3975.0 4041.0 3932.5 4013.1 +31.1 3,882 30,952 +705
Mar12 110729 3980.0 4040.0 3976.5 4013.2 +31.1 685 5,474 +186
May12 110729 4005.0 4011.3 4005.0 4011.3 +30.9 35 1,643 -10
Jul12 110729 3982.0 4012.0 3963.0 4009.7 +31.0 64 1,765 +3
Sep12 110729 4014.0 4022.0 3985.5 4007.1 +30.7 21 240 +3
Dec12 110729 3988.5 4026.0 3988.5 4001.1 +30.6 86 8,189 +20
Total Volume and Open Interest 82,723 119,952 +389
Platinum(NYMEX)
Oct11 110729 1789.0 1795.1 1779.0 1785.3 -7.1 5,660 32,745 +291
Jan12 110729 1788.2 1790.2 1785.2 1788.4 -7.2 34 1,259 +5
Apr12 110729 1790.4 1792.7 1790.4 1791.3 -7.2 0 120 +0
Jul12 110729 1794.6 1794.6 1794.6 1794.6 -7.2 0 11 +0
Total Volume and Open Interest 5,697 34,139 +296
Palladium(NYMEX)
Sep11 110729 826.30 833.30 820.55 827.70 -0.40 5,909 23,297 +856
Dec11 110729 828.95 834.30 824.85 829.15 -0.25 71 1,337 +45
Mar12 110729 174.99 174.99 174.99 174.99 -0.25 0 53 +0
Total Volume and Open Interest 5,980 24,687 +757
Copper(CMX)
Sep11 110729 447.70 450.20 441.15 447.95 +1.00 26,990 88,521 -2,782
Dec11 110729 449.40 452.10 443.35 450.05 +1.15 5,302 39,889 +688
Mar12 110729 448.80 451.55 445.95 451.20 +1.15 1,080 14,750 +188
May12 110729 451.35 451.35 451.35 451.35 +1.15 67 2,397 +37
Jul12 110729 447.85 450.70 444.25 450.70 +0.95 242 861 +102
Total Volume and Open Interest 34,605 153,839 -2,301
DJIA Index(CBOT)
Sep11 110729 12211 12212 12047 12088 -105 290 17,717 +32
Dec11 110729 12019 12122 12019 12019 -103 0 86 +0
Mar12 110729 11950 12053 11950 11950 -103      
Jun12 110729 11880 11983 11880 11880 -103      
Total Volume and Open Interest 290 17,803 +32
Mini DJIA Index(CBOT)
Sep11 110729 12201 12211 12029 12088 -105 139,319 112,588 -258
Dec11 110729 12133 12133 11986 12019 -103 122 407 +26
Mar12 110729 11950 11950 11950 11950 -103 0 11 +0
Jun12 110729 11880 11880 11880 11880 -103      
Total Volume and Open Interest 139,441 113,006 -232
S & P 500(CME)
Sep11 110729 1298.80 1300.50 1279.00 1288.40 -8.40 13,397 275,975 +858
Dec11 110729 1278.30 1292.70 1274.00 1282.80 -8.40 23 10,986 +9
Mar12 110729 1277.30 1287.20 1267.70 1277.30 -8.40 1 11 -1
Jun12 110729 1272.30 1282.20 1262.70 1272.30 -8.40 0 5 +0
Total Volume and Open Interest 13,421 286,977 +866
S & P 500 E-Mini(Globex)
Sep11 110729 1297.75 1300.75 1278.75 1288.50 -8.25 2,535,676 2,622,989 +64,697
Dec11 110729 1293.25 1294.00 1273.75 1282.75 -8.50 2,199 23,276 +307
Total Volume and Open Interest 2,537,877 2,646,480 +65,006
NASDAQ 100(CME)
Sep11 110729 2373.50 2386.00 2338.00 2359.30 -10.70 981 17,915 -32
Dec11 110729 2354.00 2370.00 2352.00 2354.00 -10.50 0 10 +0
Mar12 110729 2350.80 2350.80 2349.30 2350.80 -9.50      
Total Volume and Open Interest 981 17,925 -32
NASDAQ 100 E-Mini(Globex)
Sep11 110729 2370.80 2385.30 2338.00 2359.30 -10.70 328,563 351,114 -8,158
Dec11 110729 2363.50 2378.30 2341.00 2354.00 -10.50 110 5,087 +28
Total Volume and Open Interest 328,674 356,209 -8,130
S & P Midcap 400(CME)
Sep11 110729 942.50 942.50 935.75 941.70 -2.00 236 2,741 -127
Dec11 110729 940.00 940.00 940.00 940.00 -2.00      
Mar12 110729 938.30 938.30 938.30 938.30 -2.00      
Total Volume and Open Interest 236 2,741 -127
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Sep11 110729 9875 9930 9765 9830 -40 8,306 36,708 -781
Dec11 110729 9800 9840 9800 9800 -40 0 7 +0
Total Volume and Open Interest 8,306 36,715 -781
Nikkei 225(SGX)
Sep11 110729 9905 9965 9820 9825 -70 73,200 194,616 -3,608
Dec11 110729 9845 9865 9770 9770 -75 12 8,181 -4
Mar12 110729 9760 9760 9760 9760 -70 0 10 +0
Total Volume and Open Interest 73,701 216,229 -3,606
CAC 40(EURONEXT)
Aug11 110729 3650.0 3694.5 3623.5 3673.5 -43.5 128,657 318,133 -7,623
Sep11 110729 3658.0 3688.5 3622.0 3671.5 -43.5 1,540 38,052 +1,316
Oct11 110729 3670.5 3670.5 3670.5 3670.5 -44.5 1 2 +1
Total Volume and Open Interest 130,198 356,219 -6,306
Hang Seng Index(HKFE)
Jul11 110728 22300 22391 22233 22339 -219 111,288 58,343 -20,246
Aug11 110729 22519 22595 22258 22325 -272 62,220 82,437 +26,256
Sep11 110729 22477 22500 22170 22235 -268 775 4,961 +250
Total Volume and Open Interest 149,193 125,002 +1,801
DAX(EUREX)
Sep11 110729 7090.5 7206.5 7078.5 7181.0 -30.0 151,964 154,437 +1,452
Dec11 110729 7120.0 7231.5 7106.5 7208.5 -30.0 193 8,774 +3
Mar12 110729 7149.0 7241.0 7140.0 7241.0 -29.5 49 381 -6
Total Volume and Open Interest 152,206 163,592 +1,449
FT-SE 100(EURONEXT)
Sep11 110729 5796.00 5816.00 5734.00 5784.50 -49.00 115,098 639,236 -5,639
Dec11 110729 5750.00 5784.00 5729.50 5759.50 -50.00 6 824 -1
Mar12 110729 5723.00 5723.00 5723.00 5723.00 -49.50 10 163 +0
Total Volume and Open Interest 115,150 640,339 -5,604
SPI 200(SFE)
Sep11 110729 4434.0 4457.0 4373.0 4377.0 -54.0 39,951 198,800 +518
Dec11 110729 4464.0 4472.0 4393.0 4393.0 -54.0 203 4,696 -23
Mar12 110729 4380.0 4380.0 4380.0 4380.0 -55.0 2 1,735 +1
Total Volume and Open Interest 40,182 207,763 +498
GSCI(CME)
Aug11 110729 31.14 34.39 26.54 31.14 -6.50 106 9,465 +60
Sep11 110729 32.64 34.89 29.14 32.94 -6.15      
Oct11 110729 33.64 39.99 30.14 33.64 -6.30      
Total Volume and Open Interest 106 9,465 +60
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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