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MRCI's End of Day Prices

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MRCI's End of Day Prices
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Daily Futures Price Listing Mon August 01, 2011
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Aug11 110801 1354.25 1371.00 1354.25 1358.75 +4.50 29,584 11,116 -9,022
Sep11 110801 1349.25 1365.75 1346.75 1353.25 +4.75 27,996 47,724 -13
Nov11 110801 1359.00 1374.00 1355.25 1362.00 +4.75 73,788 311,330 -2,409
Jan12 110801 1370.00 1383.00 1368.25 1373.00 +4.75 8,091 53,044 +472
Mar12 110801 1378.00 1392.25 1374.75 1380.00 +5.25 4,260 27,422 -4
May12 110801 1379.75 1392.00 1379.75 1382.00 +5.75 1,833 33,357 +256
Jul12 110801 1389.75 1396.00 1385.00 1386.50 +5.25 1,003 18,653 +95
Total Volume and Open Interest 147,425 527,288 -10,638
Soybean Meal(CBOT)
Aug11 110801 353.90 356.00 350.80 352.70 +1.10 20,984 10,016 -3,150
Sep11 110801 354.60 357.70 352.30 354.30 +1.10 20,150 37,962 +1,256
Oct11 110801 355.30 358.90 354.00 356.10 +1.00 2,971 17,217 +548
Dec11 110801 360.00 363.20 357.80 360.00 +1.20 24,208 88,402 +1,479
Jan12 110801 363.00 364.10 360.10 362.00 +1.30 472 7,435 +135
Mar12 110801 366.20 367.10 363.00 365.00 +1.40 1,030 6,088 +290
May12 110801 366.80 368.20 364.10 365.80 +1.50 1,153 8,180 -29
Jul12 110801 369.30 369.40 365.00 366.60 +1.60 863 2,453 +183
Total Volume and Open Interest 71,948 181,842 +773
Soybean Oil(CBOT)
Aug11 110801 56.04 56.51 55.90 56.15 +0.50 20,106 6,598 -4,883
Sep11 110801 55.91 56.65 55.81 56.28 +0.48 24,761 47,744 +1,173
Oct11 110801 56.02 56.85 56.02 56.48 +0.48 3,825 21,029 +493
Dec11 110801 56.50 57.31 56.45 56.91 +0.48 44,977 146,365 +351
Jan12 110801 56.90 57.55 56.82 57.17 +0.48 3,182 24,455 +447
Mar12 110801 57.43 57.76 57.19 57.46 +0.47 1,723 14,809 +290
May12 110801 57.80 57.85 57.40 57.59 +0.51 269 8,491 +49
Jul12 110801 57.65 57.73 57.60 57.73 +0.51 527 4,720 +231
Total Volume and Open Interest 99,519 277,309 -1,915
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 110801 668.50 684.00 665.25 681.25 +15.75 80,120 320,832 -12,140
Dec11 110801 671.00 687.00 668.00 685.75 +17.00 136,057 541,767 +10,697
Mar12 110801 683.25 699.50 681.25 698.50 +17.00 18,380 129,804 -2,037
May12 110801 689.50 705.00 688.25 704.50 +17.00 7,152 30,160 +631
Jul12 110801 692.50 709.50 692.25 709.00 +16.75 6,404 71,879 -468
Sep12 110801 659.00 672.50 659.00 671.75 +11.00 3,150 10,609 +1,069
Total Volume and Open Interest 256,001 1,205,774 -1,015
Wheat(CBOT)
Sep11 110801 671.25 690.75 670.00 676.50 +4.00 46,023 138,069 -5,316
Dec11 110801 713.50 733.00 712.25 720.75 +5.00 25,032 154,484 +5,528
Mar12 110801 744.50 763.75 741.25 751.75 +5.00 3,652 50,029 +747
May12 110801 760.00 781.25 758.50 770.25 +7.75 992 10,630 +196
Jul12 110801 772.25 792.00 768.00 784.25 +11.25 1,414 43,952 +111
Total Volume and Open Interest 78,280 421,733 +1,615
Wheat(KCBT)
Sep11 110801 767.00 793.50 763.00 771.25 +4.25 10,490 68,265 -644
Dec11 110801 792.75 818.75 789.00 797.25 +4.25 7,032 60,885 +351
Mar12 110801 806.25 832.25 803.50 811.25 +4.75 2,598 19,120 +303
May12 110801 809.50 831.50 808.50 815.25 +4.00 341 3,417 -27
Jul12 110801 807.25 832.00 807.25 814.75 +5.75 1,563 14,838 +721
Total Volume and Open Interest 22,077 169,639 +714
Wheat(MGE)
Sep11 110801 826.00 860.00 826.00 834.25 +3.50 1,901 17,433 -220
Dec11 110801 825.00 859.00 825.00 835.75 +4.25 1,202 19,367 -206
Mar12 110801 840.00 864.50 838.00 845.50 +5.25 511 6,273 -12
May12 110801 842.25 867.50 841.50 849.00 +6.50 249 3,175 +65
Jul12 110801 843.25 866.25 842.25 852.00 +8.50 117 4,791 -24
Total Volume and Open Interest 4,053 54,975 -432
Oats(CBOT)
Sep11 110801 345.00 349.75 340.25 345.50 unch 850 3,339 -372
Dec11 110801 356.25 361.25 351.50 358.00 +0.50 1,062 8,030 +441
Mar12 110801 367.00 369.25 366.00 368.50 +0.50 11 832 -7
May12 110801 375.00 375.00 374.50 375.00 +0.50 1 27 +1
Total Volume and Open Interest 1,924 12,257 +63
Rough Rice(CBOT)
Sep11 110801 16.18 16.61 16.12 16.25 +0.13 1,571 9,481 -770
Nov11 110801 16.46 16.94 16.45 16.58 +0.14 1,073 6,476 +710
Jan12 110801 17.02 17.07 16.75 16.89 +0.14 25 633 +1
Mar12 110801 17.30 17.31 17.05 17.16 +0.11 18 797 +5
Total Volume and Open Interest 2,698 17,409 -47
Live Cattle(CME)
Aug11 110801 112.785 113.400 112.430 113.300 +0.665 10,957 39,326 -2,172
Oct11 110801 117.550 118.250 117.330 117.800 +0.470 17,073 128,352 +1,420
Dec11 110801 120.000 121.035 119.950 120.785 +0.955 5,906 87,129 +593
Feb12 110801 123.330 124.200 122.930 123.800 +0.915 2,413 31,059 +72
Apr12 110801 125.500 126.500 125.250 126.100 +0.900 521 16,219 +9
Jun12 110801 122.800 123.400 122.580 123.230 +0.630 228 6,938 +116
Total Volume and Open Interest 37,111 310,011 +48
Feeder Cattle(CME)
Aug11 110801 137.250 138.735 136.700 136.825 -0.225 2,484 11,830 -496
Sep11 110801 138.825 140.380 138.575 138.735 +0.105 1,427 11,097 +58
Oct11 110801 140.130 141.550 139.825 140.075 +0.475 1,230 9,590 +324
Nov11 110801 140.050 142.000 140.050 140.685 +0.385 404 4,195 +56
Jan12 110801 140.300 141.600 140.075 140.800 +0.600 159 2,091 +29
Mar12 110801 140.000 140.950 139.880 140.800 +1.100 62 607 +5
Apr12 110801 140.000 141.000 140.000 140.600 +0.900 22 164 +8
Total Volume and Open Interest 5,789 39,688 -15
Lean Hogs(CME)
Aug11 110801 102.885 104.000 102.400 103.100 +0.315 9,019 16,936 -2,001
Oct11 110801 92.700 93.535 91.850 93.000 +0.600 9,222 92,424 +606
Dec11 110801 88.850 89.650 88.230 89.250 +0.715 3,846 68,233 +622
Feb12 110801 90.900 91.400 90.080 91.150 +0.650 1,003 32,393 +184
Apr12 110801 92.150 92.650 91.680 92.550 +0.450 1,123 19,824 +605
May12 110801 95.750 96.100 95.750 96.100 +0.450 3 904 +1
Jun12 110801 97.635 98.200 97.350 98.100 +0.120 417 10,832 +245
Jul12 110801 96.500 96.885 96.080 96.700 +0.150 67 3,279 +10
Total Volume and Open Interest 24,725 247,425 +282
Class III Milk(CME)
Aug11 110801 21.46 21.58 21.40 21.50 +0.04 187 6,430 +25
Sep11 110801 20.71 20.89 20.67 20.80 +0.13 219 6,278 +77
Oct11 110801 19.73 19.97 19.67 19.89 +0.22 134 4,934 +45
Nov11 110801 18.67 18.97 18.65 18.85 +0.20 100 4,006 +8
Dec11 110801 17.78 17.99 17.71 17.90 +0.19 107 3,670 +27
Total Volume and Open Interest 1,134 38,523 +317
Cocoa(ICE)
Sep11 110801 2974 2984 2946 2955 -19 10,800 59,291 -1,579
Dec11 110801 3013 3015 2980 2989 -19 6,066 48,605 +1,347
Mar12 110801 3056 3062 3028 3036 -20 1,413 35,277 +110
May12 110801 3039 3052 3030 3038 -21 243 11,736 -20
Jul12 110801 3049 3063 3040 3046 -22 6 5,095 +1
Sep12 110801 3051 3055 3051 3052 -20 46 8,344 +35
Dec12 110801 3060 3060 3060 3060 -21 5 3,951 +5
Total Volume and Open Interest 18,579 175,660 -101
Coffee "C"(ICE)
Sep11 110801 240.60 243.70 239.70 241.35 +1.80 12,771 45,794 -575
Dec11 110801 243.95 247.50 243.25 245.30 +1.70 5,263 43,040 +1,096
Mar12 110801 246.70 249.20 246.00 248.20 +1.50 1,562 11,089 +525
May12 110801 249.15 250.65 248.30 249.70 +1.40 302 5,302 +114
Jul12 110801 250.00 250.55 249.70 250.55 +1.55 58 1,956 +21
Sep12 110801 249.95 250.15 249.95 250.15 +1.70 29 1,785 +13
Total Volume and Open Interest 20,006 110,458 +1,211
Orange Juice(ICE)
Sep11 110801 199.85 201.90 199.75 200.70 +0.95 1,392 25,494 -1,070
Nov11 110801 191.00 191.35 190.05 191.00 +0.50 1,263 8,425 +1,140
Jan12 110801 181.90 182.60 181.50 182.40 +0.80 141 1,741 +56
Mar12 110801 177.40 177.65 177.20 177.50 +0.40 32 319 -10
May12 110801 174.10 174.75 174.10 174.75 +0.15 4 283 +2
Jul12 110801 174.40 174.40 174.40 174.40 +0.05 2 130 +2
Total Volume and Open Interest 2,834 36,403 +120
Sugar #11(ICE)
Oct11 110801 30.15 30.60 28.90 28.97 -0.84 50,004 301,264 -17
Mar12 110801 28.79 29.30 27.80 27.91 -0.60 19,011 151,017 +1,953
May12 110801 27.30 27.74 26.44 26.53 -0.48 5,377 48,877 -98
Jul12 110801 26.10 26.48 25.37 25.57 -0.30 3,458 66,976 -76
Oct12 110801 25.28 25.55 24.56 24.80 -0.19 1,870 30,189 +74
Total Volume and Open Interest 80,821 637,826 +1,926
London Cocoa(LCE)
Sep11 110801 1851 1863 1844 1857 +5 3,793 72,762 -544
Dec11 110801 1883 1894 1877 1888 +3 3,303 49,208 +198
Mar12 110801 1900 1911 1895 1907 +6 793 38,167 +234
May12 110801 1911 1923 1907 1918 +6 98 13,980 +9
Jul12 110801 1917 1928 1912 1922 +4 30 6,182 +12
Sep12 110801 1928 1936 1921 1928 unch 32 4,735 +12
Dec12 110801 1940 1942 1940 1940 unch 10 7,365 +10
Total Volume and Open Interest 8,059 193,266 -69
London Sugar(LCE)
Oct11 110801 792.40 801.00 765.50 770.00 -7.40 2,372 26,570 +371
Dec11 110801 748.00 754.50 720.00 723.70 -6.80 475 7,318 +100
Mar12 110801 732.00 737.60 704.20 708.60 -6.60 452 9,691 -48
May12 110801 708.90 708.90 680.70 682.50 -7.20 33 3,341 -14
Aug12 110801 679.80 679.80 655.90 659.00 -5.20 23 1,916 -1
Total Volume and Open Interest 3,411 50,379 +451
Cotton(ICE)
Oct11 110801 100.90 105.99 100.61 105.59 +3.51 30 539 +3
Dec11 110801 101.75 105.32 100.08 105.05 +3.28 7,038 101,354 +1,389
Mar12 110801 99.20 102.99 97.83 102.83 +3.47 1,111 25,419 +297
May12 110801 98.50 102.45 98.00 102.42 +3.96 295 5,715 +163
Jul12 110801 97.60 101.37 97.60 101.37 +4.00 35 7,252 -6
Oct12 110801 99.11 99.11 99.11 99.11 +2.93 0 3 +0
Total Volume and Open Interest 8,520 144,141 +1,856
Lumber(CME)
Sep11 110801 250.5 251.5 238.5 238.5 -10.0 981 5,682 -214
Nov11 110801 261.4 261.4 252.0 252.0 -10.0 801 3,142 +480
Jan12 110801 280.1 280.1 277.4 277.4 -10.0 33 901 +0
Mar12 110801 293.1 293.1 284.0 289.5 -4.5 8 129 +7
Total Volume and Open Interest 1,823 9,855 +273
Crude Oil(NYM)
Sep11 110801 96.20 98.60 93.42 94.89 -0.81 236,246 361,370 -6,289
Oct11 110801 96.65 98.92 93.86 95.33 -0.80 48,996 101,169 +2,074
Nov11 110801 97.57 99.33 94.42 95.80 -0.80 26,787 87,644 +1,443
Dec11 110801 97.69 99.75 94.80 96.27 -0.81 40,640 207,803 +2,069
Jan12 110801 98.62 100.04 95.50 96.71 -0.81 6,757 52,133 +1,004
Feb12 110801 99.60 100.43 95.77 97.15 -0.79 4,106 24,652 -725
Mar12 110801 99.60 100.59 96.47 97.58 -0.76 6,012 36,519 -95
Apr12 110801 99.92 100.27 96.68 98.00 -0.72 3,281 22,442 -397
May12 110801 99.36 99.36 97.05 98.41 -0.68 2,433 18,831 -29
Jun12 110801 100.80 101.83 97.38 98.80 -0.66 12,574 82,738 -199
Jul12 110801 101.66 101.66 99.17 99.17 -0.65 1,496 30,279 +237
Aug12 110801 101.85 101.85 98.02 99.44 -0.66 1,716 17,195 -218
Sep12 110801 99.79 99.79 99.68 99.68 -0.68 2,211 17,295 -1,266
Oct12 110801 99.92 99.92 99.92 99.92 -0.69 1,600 12,459 +1,308
Nov12 110801 100.18 100.18 100.18 100.18 -0.71 347 20,785 +52
Dec12 110801 102.39 103.47 98.99 100.46 -0.72 19,456 147,560 -131
Total Volume and Open Interest 426,749 1,510,656 +561
e-miNY Crude Oil(NYM)
Aug11 110719 96.125 98.650 95.925 97.500 +1.575 5,608 3,447 -104
Sep11 110801 96.025 98.575 93.450 94.900 -0.800 7,846 3,399 +78
Oct11 110801 96.850 98.900 93.900 95.325 -0.800 229 580 +22
Nov11 110801 97.700 99.025 94.800 95.800 -0.800 74 189 +10
Dec11 110801 98.150 99.050 95.625 96.275 -0.800 33 242 -3
Jan12 110801 96.700 96.700 96.700 96.700 -0.825 0 12 +0
Feb12 110801 97.150 97.150 97.150 97.150 -0.800 2 3 +0
Mar12 110801 97.575 97.575 97.575 97.575 -0.775 5 10 +0
Apr12 110801 98.000 98.000 98.000 98.000 -0.725 0 1 +0
May12 110801 98.400 98.400 98.400 98.400 -0.700 0 1 +0
Total Volume and Open Interest 8,189 4,623 +107
Heating Oil(NYM)
Sep11 110801 310.25 319.55 305.33 309.74 -0.20 49,905 105,866 +2,906
Oct11 110801 313.60 320.68 306.76 311.02 -0.28 13,497 40,510 +1,418
Nov11 110801 316.51 321.91 308.40 312.47 -0.35 6,154 30,559 +973
Dec11 110801 316.03 323.23 309.61 313.88 -0.41 6,118 38,030 -949
Jan12 110801 319.53 324.13 311.00 315.22 -0.48 2,855 23,931 +473
Feb12 110801 322.05 323.61 311.54 315.32 -0.53 1,141 10,542 +324
Mar12 110801 314.38 314.62 310.25 314.35 -0.55 747 7,862 +75
Apr12 110801 312.07 312.35 308.25 312.20 -0.60 386 3,943 +0
May12 110801 310.19 310.19 310.19 310.19 -0.69 280 4,024 -9
Jun12 110801 313.88 317.93 305.42 309.28 -0.81 712 23,107 +134
Jul12 110801 316.67 316.67 306.60 309.93 -0.81 139 1,886 -22
Aug12 110801 317.09 317.09 311.10 311.10 -0.81 122 897 +101
Total Volume and Open Interest 105,534 310,436 -4,326
Gasoline(NYMEX)
Sep11 110801 306.44 314.50 300.55 305.40 -0.39 61,012 98,153 -4,354
Oct11 110801 293.10 299.96 287.00 291.95 -0.16 25,824 38,147 +1,954
Nov11 110801 290.30 295.88 283.68 288.45 -0.07 10,986 21,246 +680
Dec11 110801 288.61 294.20 281.81 286.89 -0.02 8,366 32,892 +1,006
Jan12 110801 290.60 293.68 283.19 287.01 -0.07 2,253 12,328 +388
Feb12 110801 292.39 294.48 283.99 288.18 -0.07 597 5,886 +9
Mar12 110801 295.25 295.25 287.05 289.84 -0.11 1,638 8,558 +122
Apr12 110801 300.84 300.84 300.84 300.84 -0.14 471 5,795 -44
May12 110801 304.93 304.93 299.75 300.84 -0.16 485 2,194 +256
Jun12 110801 304.10 304.78 298.97 300.25 -0.19 550 7,141 -111
Total Volume and Open Interest 140,582 249,820 -6,808
e-miNY RBOB Gasoline(NYM)
Sep11 110801 305.40 305.40 305.40 305.40 -0.40      
Oct11 110801 292.00 292.00 291.95 292.00 -0.10 0 1 +0
Nov11 110801 288.50 288.50 288.45 288.50 unch      
Dec11 110801 286.90 286.90 286.89 286.90 unch      
Total Volume and Open Interest 0 3 -3
Natural Gas(NYM)
Sep11 110801 4.135 4.204 4.129 4.188 +0.043 115,064 232,073 -211
Oct11 110801 4.161 4.213 4.140 4.190 +0.033 38,551 142,974 +2,021
Nov11 110801 4.268 4.324 4.265 4.303 +0.031 28,368 115,072 +2,604
Dec11 110801 4.466 4.517 4.461 4.505 +0.043 13,842 48,057 -171
Jan12 110801 4.564 4.619 4.555 4.607 +0.043 24,273 116,178 +1,328
Feb12 110801 4.588 4.621 4.572 4.608 +0.043 6,316 28,345 +889
Mar12 110801 4.569 4.585 4.542 4.575 +0.042 5,637 47,811 -24
Apr12 110801 4.465 4.524 4.465 4.512 +0.044 10,418 51,741 -449
May12 110801 4.514 4.534 4.510 4.532 +0.042 1,774 10,736 +211
Jun12 110801 4.523 4.577 4.523 4.565 +0.042 780 12,026 -69
Jul12 110801 4.603 4.617 4.579 4.606 +0.042 832 8,811 +151
Aug12 110801 4.629 4.648 4.615 4.635 +0.041 503 9,836 +154
Sep12 110801 4.645 4.648 4.623 4.644 +0.041 472 7,498 +102
Oct12 110801 4.650 4.692 4.650 4.682 +0.041 2,777 35,256 +292
Nov12 110801 4.829 4.837 4.815 4.837 +0.041 339 5,242 -3
Dec12 110801 5.054 5.074 5.005 5.070 +0.044 785 11,352 +101
Total Volume and Open Interest 251,438 951,299 +6,959
Brent Crude Oil(ICE)
Sep11 110801 117.00 120.40 114.78 116.81 +0.07 187,589 187,103 -2,484
Oct11 110801 116.79 120.00 114.51 116.53 unch 104,666 147,638 +2,565
Nov11 110801 117.18 119.81 114.50 116.47 -0.07 49,348 59,637 +438
Dec11 110801 117.13 119.79 114.50 116.42 -0.11 65,836 96,958 +1,352
Jan12 110801 117.88 119.23 114.51 116.38 -0.11 11,410 22,255 -263
Feb12 110801 117.58 119.16 114.42 116.31 -0.10 5,207 18,080 +371
Mar12 110801 117.73 119.05 114.33 116.22 -0.10 3,042 34,031 +349
Apr12 110801 117.66 118.95 114.27 116.13 -0.11 719 14,114 +67
May12 110801 117.56 118.83 114.17 116.02 -0.11 737 8,550 -9
Jun12 110801 117.40 118.75 114.02 115.91 -0.10 5,706 41,913 +887
Jul12 110801 115.81 115.81 115.81 115.81 -0.10 381 8,934 +6
Aug12 110801 115.67 115.67 115.67 115.67 -0.10 316 6,007 -57
Sep12 110801 115.49 115.49 115.49 115.49 -0.10 785 8,124 +218
Oct12 110801 115.31 115.31 115.31 115.31 -0.09 781 3,473 +68
Total Volume and Open Interest 461,680 807,151 +1,964
Gas Oil(ICE)
Aug11 110801 979.75 1000.00 957.00 970.75 -0.25 82,525 82,509 -6,209
Sep11 110801 972.50 1001.50 958.25 971.75 -0.75 109,573 143,627 +8,959
Oct11 110801 983.50 1002.50 959.25 972.75 -1.25 37,738 66,407 -2,164
Nov11 110801 985.75 1000.75 960.75 973.50 -1.75 14,565 37,811 -1,478
Dec11 110801 985.00 1002.25 961.50 974.25 -2.25 26,597 60,353 +1,417
Jan12 110801 989.50 1003.75 963.50 975.50 -2.75 5,757 37,270 +863
Feb12 110801 989.50 1002.00 964.75 976.00 -2.75 1,349 11,782 +146
Mar12 110801 989.50 1000.75 965.25 976.00 -2.75 430 13,195 -3
Apr12 110801 988.75 1000.00 965.50 975.00 -3.25 81 8,624 +18
May12 110801 988.50 999.25 965.00 974.25 -3.50 596 7,799 +276
Total Volume and Open Interest 287,706 570,798 +3,012
Ethanol(CBOT)
Aug11 110801 2.916 2.924 2.830 2.840 -0.051 195 308 -87
Sep11 110801 2.730 2.756 2.690 2.710 -0.007 349 1,681 +80
Oct11 110801 2.640 2.650 2.590 2.613 -0.003 216 1,390 -64
Nov11 110801 2.535 2.539 2.514 2.530 +0.015 159 1,158 +30
Dec11 110801 2.512 2.512 2.485 2.511 +0.025 94 1,617 +20
Jan12 110801 2.500 2.500 2.470 2.488 +0.021 5 714 +5
Feb12 110801 2.500 2.500 2.484 2.489 +0.024 85 480 +2
Mar12 110801 2.501 2.501 2.495 2.495 +0.024 66 393 +14
Total Volume and Open Interest 1,314 9,614 +46
WTI Crude Oil(ICE
Sep11 110801 96.19 98.60 93.42 94.89 -0.81 57,006 77,773 +722
Oct11 110801 96.60 98.96 93.83 95.33 -0.80 14,451 39,018 +1,623
Nov11 110801 97.35 99.28 94.35 95.80 -0.80 6,882 23,882 +300
Dec11 110801 98.49 99.74 94.83 96.27 -0.81 18,399 95,976 +1,756
Jan12 110801 99.00 100.13 95.40 96.71 -0.81 2,849 18,894 +319
Feb12 110801 99.15 100.17 95.97 97.15 -0.79 1,930 5,971 +153
Mar12 110801 99.75 100.70 96.30 97.58 -0.76 1,570 16,269 +11
Apr12 110801 100.07 101.06 97.32 98.00 -0.72 655 4,715 +10
May12 110801 100.87 101.41 97.70 98.41 -0.68 638 3,143 +54
Jun12 110801 100.79 101.75 97.47 98.80 -0.66 3,718 30,642 +16
Jul12 110801 99.17 99.17 99.17 99.17 -0.65 252 4,524 +142
Aug12 110801 99.44 99.44 99.44 99.44 -0.66 207 1,336 +105
Sep12 110801 99.68 99.68 99.68 99.68 -0.68 21 5,072 +2
Oct12 110801 99.92 99.92 99.92 99.92 -0.69 68 1,176 +50
Nov12 110801 100.18 100.18 100.18 100.18 -0.71 50 2,549 +0
Dec12 110801 102.46 103.47 99.00 100.46 -0.72 6,367 47,211 -437
Total Volume and Open Interest 116,689 451,551 +5,127
US Dollar Index(ICE)
Sep11 110801 74.130 74.745 73.755 74.455 +0.420 23,398 59,427 +1,709
Dec11 110801 74.460 75.140 74.270 74.875 +0.420 20 705 +4
Mar12 110801 75.335 75.335 75.335 75.335 +0.420 0 1 +0
Total Volume and Open Interest 23,418 60,133 +1,713
Australian Dollar(CME)
Sep11 110801 109.26 109.96 108.54 108.87 -0.44 87,186 132,949 -2,132
Dec11 110801 108.29 108.66 107.43 107.64 -0.44 110 554 +12
Mar12 110801 106.48 106.92 106.48 106.48 -0.44 0 2 +0
Total Volume and Open Interest 87,296 133,508 -2,120
British Pound(CME)
Sep11 110801 163.79 164.68 162.29 162.92 -1.31 73,544 95,882 -739
Dec11 110801 163.62 164.56 162.76 162.76 -1.30 18 257 -5
Mar12 110801 162.61 163.91 162.61 162.61 -1.30 0 2 +0
Total Volume and Open Interest 73,562 96,147 -744
Canadian Dollar(CME)
Sep11 110801 104.60 105.23 103.99 104.44 -0.12 63,989 130,052 +3,288
Dec11 110801 104.56 105.00 103.80 104.22 -0.13 241 4,139 +86
Mar12 110801 103.98 104.11 103.98 103.98 -0.13 7 623 +0
Jun12 110801 103.74 103.87 103.74 103.74 -0.13 0 279 +0
Total Volume and Open Interest 64,237 135,236 +3,374
Japanese Yen(CME)
Sep11 110801 129.30 131.13 128.17 129.76 -0.06 76,909 139,999 +4,968
Dec11 110801 129.70 131.20 128.43 129.88 -0.08 165 871 +25
Mar12 110801 130.50 130.50 130.06 130.06 -0.08 0 46 +0
Total Volume and Open Interest 77,075 140,935 +4,994
Swiss Franc(CME)
Sep11 110801 126.06 129.44 125.82 128.02 +1.20 31,581 53,464 +201
Dec11 110801 126.09 129.39 126.09 128.15 +1.20 88 311 +25
Mar12 110801 128.33 128.33 127.13 128.33 +1.20 0 5 +0
Total Volume and Open Interest 31,669 53,783 +226
EuroFX(CME)
Sep11 110801 143.39 144.38 141.69 142.49 -0.99 305,232 182,390 -3,239
Dec11 110801 143.00 143.90 141.43 142.16 -0.99 536 1,259 +128
Mar12 110801 143.10 143.10 141.68 141.85 -0.99 0 363 +0
Total Volume and Open Interest 305,768 184,848 -3,111
Mexican Peso(CME)
Aug11 110801 852.8 853.2 852.8 852.8 -0.5      
Sep11 110801 849.2 856.8 845.5 848.5 -0.5 27,725 133,324 -3,161
Total Volume and Open Interest 27,725 133,659 -3,161
Brazilian Real(CME)
Sep11 110801 642.25 642.25 634.80 636.60 -3.15 64 7,992 -44
Oct11 110801 632.80 635.95 631.65 632.80 -3.15      
Nov11 110801 629.05 632.20 627.90 629.05 -3.15      
Dec11 110801 625.25 628.40 624.10 625.25 -3.15 0 141 +0
Total Volume and Open Interest 64 20,549 -44
30-Year T-Bonds(CBOT)
Sep11 110801 127~180 129~090 127~090 129~000 +0~280 284,133 643,828 +4,984
Dec11 110801 125~310 127~260 125~280 127~180 +0~290 212 3,044 +16
Mar12 110801 126~040 126~040 125~070 126~040 +0~290 0 4 +0
Total Volume and Open Interest 284,345 646,876 +5,000
10-Year T-Notes(CBOT)
Sep11 110801 125~145 126~135 125~095 126~045 +0~145 1,188,266 1,837,870 -24,430
Dec11 110801 124~010 125~025 124~000 124~275 +0~155 1,720 16,365 +10
Mar12 110801 123~275 123~275 123~120 123~275 +0~155      
Total Volume and Open Interest 1,189,986 1,854,235 -24,420
5-Year T-Notes(CBOT)
Sep11 110801 121~038 121~114 121~027 121~087 +0~030 577,959 1,492,768 -21,255
Dec11 110801 120~026 120~065 120~026 120~065 +0~034 2 290 +1
Mar12 110801 119~089 119~089 119~055 119~089 +0~034      
Total Volume and Open Interest 577,961 1,493,058 -21,254
2 Year T-Notes(CBOT)
Sep11 110801 109~124 110~002 109~116 109~123 unch 233,889 1,014,467 -1,440
Dec11 110801 109~104 109~104 109~101 109~103 +0~002 499 1,604 +481
Mar12 110801 109~041 109~041 109~039 109~041 +0~002      
Total Volume and Open Interest 234,388 1,016,071 -959
Eurodollars(CME)
Sep11 110801 99.635 99.660 99.625 99.635 +0.010 181,893 1,190,201 +11,789
Dec11 110801 99.515 99.550 99.505 99.520 +0.015 208,566 1,134,676 +9,054
Mar12 110801 99.465 99.495 99.465 99.480 +0.015 200,333 1,377,316 -262
Jun12 110801 99.430 99.460 99.425 99.445 +0.015 149,699 1,354,556 -8,200
Sep12 110801 99.375 99.410 99.355 99.395 +0.025 160,513 1,056,907 +4,484
Dec12 110801 99.285 99.325 99.245 99.300 +0.025 161,918 748,748 +13,655
Mar13 110801 99.165 99.230 99.135 99.195 +0.025 130,709 742,983 +15,639
Jun13 110801 99.020 99.100 98.985 99.055 +0.030 128,129 524,391 +12,611
Sep13 110801 98.830 98.930 98.790 98.875 +0.040 80,096 486,684 +10,427
Dec13 110801 98.580 98.710 98.555 98.650 +0.055 60,613 348,853 -1,342
Mar14 110801 98.355 98.485 98.310 98.420 +0.070 50,089 262,301 -411
Jun14 110801 98.085 98.235 98.050 98.175 +0.085 36,368 208,670 +213
Sep14 110801 97.830 97.985 97.795 97.925 +0.095 14,547 112,730 +1,416
Dec14 110801 97.580 97.720 97.525 97.665 +0.100 10,926 123,054 +685
Mar15 110801 97.320 97.475 97.275 97.425 +0.110 9,106 101,812 +188
Jun15 110801 5.320 5.470 5.275 5.430 +0.115 10,440 81,096 +1,058
Sep15 110801 5.085 5.225 5.025 5.190 +0.120 6,222 60,226 -617
Dec15 110801 4.850 4.980 4.790 4.955 +0.120 8,420 53,622 +183
Total Volume and Open Interest      
30 Day Federal Funds(CBOT)
Aug11 110801 99.890 99.905 99.875 99.878 -0.012 12,132 93,778 +2,679
Sep11 110801 99.870 99.890 99.860 99.870 unch 6,474 63,094 -275
Oct11 110801 99.865 99.880 99.860 99.865 unch 5,104 52,679 -961
Nov11 110801 99.855 99.875 99.855 99.860 +0.005 8,210 50,388 +131
Dec11 110801 99.855 99.870 99.845 99.855 unch 7,910 64,002 +1,482
Jan12 110801 99.840 99.855 99.835 99.840 unch 4,930 52,184 +740
Total Volume and Open Interest 106,671 902,995 +21,657
30 Day Fed Funds(e-CBOT)
3-Mth Euro-Yen(CME)
Sep11 110801 99.660 99.660 99.660 99.660 unch 0 51 +0
Dec11 110801 99.660 99.660 99.660 99.660 unch 0 75 +0
Mar12 110801 99.658 99.658 99.658 99.658 unch      
Jun12 110801 99.655 99.655 99.655 99.655 unch      
Sep12 110801 99.585 99.585 99.585 99.585 unch      
Dec12 110801 99.635 99.635 99.635 99.635 unch      
Mar13 110801 99.635 99.635 99.635 99.635 unch      
Jun13 110801 99.590 99.590 99.590 99.590 unch      
Sep13 110801 99.450 99.450 99.450 99.450 unch      
Dec13 110801 99.310 99.310 99.310 99.310 unch      
Total Volume and Open Interest 0 126 +0
3-Mth Euro-Yen(SGX)
Sep11 110801 99.66 99.66 99.66 99.66 unch 0 1,176 +0
Dec11 110801 99.66 99.66 99.66 99.66 unch 0 1,478 +0
Mar12 110801 99.66 99.66 99.66 99.66 unch 0 1,823 +0
Jun12 110801 99.65 99.65 99.65 99.65 unch 0 1,374 +0
Sep12 110801 99.58 99.58 99.58 99.58 unch 0 411 +0
Dec12 110801 99.64 99.64 99.64 99.64 unch 0 26 +0
Mar13 110801 99.64 99.64 99.64 99.64 unch 0 1 +0
Jun13 110801 99.59 99.59 99.59 99.59 unch      
Total Volume and Open Interest 0 6,289 +0
Japanese Gov't Bonds(SGX)
Sep11 110801 141.87 142.05 141.73 141.79 -0.01 2,929 23,958 +710
Dec11 110801 141.38 141.38 141.38 141.38 -0.01 0 2 +0
Mar12 110801 139.29 139.29 139.29 139.29 -0.01      
Total Volume and Open Interest 2,929 23,960 +710
Euro-Bund(EUREX)
Sep11 110801 130.05 131.37 129.89 131.17 +0.81 918,664 1,051,397 +65,160
Dec11 110801 128.70 130.01 128.62 129.82 +0.81 168 1,071 +49
Mar12 110801 129.85 129.85 129.85 129.85 +0.81      
Total Volume and Open Interest 918,832 1,052,468 +65,209
Euro-Bobl(EUREX)
Sep11 110801 119.29 120.12 119.26 119.99 +0.48 468,720 727,385 -1,130
Dec11 110801 119.06 119.06 119.06 119.06 +0.48 134 696 +0
Mar12 110801 119.02 119.02 119.02 119.02 +0.48      
Total Volume and Open Interest 468,854 728,081 -1,130
3-Mth Euribor(EUREX)
Sep11 110801 98.375 98.385 98.375 98.380 +0.005 248 2,305 +95
Dec11 110801 98.335 98.345 98.335 98.345 +0.010 1 1,298 +0
Mar12 110801 98.315 98.335 98.315 98.335 +0.015 0 2,464 +0
Total Volume and Open Interest 249 9,835 +95
Long Gilt(LIFFE)
Sep11 110801 124~23 125~27 124~22 125~19 +0~16 98,056 355,415 -1,138
Dec11 110801 123~13 124~10 123~13 124~10 +0~16      
Total Volume and Open Interest 98,056 355,415 -1,138
3-Mth Short Sterling(LIFFE)
Sep11 110801 99.13 99.14 99.13 99.14 +0.01 41,310 430,094 +1,539
Dec11 110801 99.10 99.11 99.09 99.10 +0.01 53,136 508,750 -2,001
Mar12 110801 99.05 99.08 99.05 99.07 +0.01 68,575 467,218 +5,895
Jun12 110801 98.99 99.04 98.98 99.02 +0.02 96,052 310,197 +2,853
Sep12 110801 98.91 98.97 98.90 98.95 +0.02 115,016 314,552 +4,002
Dec12 110801 98.79 98.87 98.78 98.84 +0.03 104,857 286,054 +2,266
Total Volume and Open Interest 591,644 2,760,517 +19,209
3-Mth Euribor(LIFFE)
Sep11 110801 98.385 98.400 98.355 98.380 +0.005 73,904 699,754 -5,464
Dec11 110801 98.360 98.375 98.310 98.345 +0.010 100,671 583,420 +185
Mar12 110801 98.340 98.355 98.285 98.335 +0.015 87,593 510,763 +6,500
Total Volume and Open Interest 664,735 3,592,391 +30,147
3-Mth Aus T-Bills(SFE)
Sep11 110801 95.04 95.05 94.96 94.99 -0.04 33,681 228,242 -16,085
Dec11 110801 95.12 95.15 95.02 95.04 -0.08 36,826 252,666 -3,016
Mar12 110801 95.21 95.24 95.09 95.11 -0.10 21,091 161,172 -5,941
Jun12 110801 95.27 95.30 95.14 95.16 -0.10 7,709 83,624 -2,731
Sep12 110801 95.28 95.30 95.17 95.17 -0.10 3,738 54,820 +468
Dec12 110801 95.26 95.28 95.15 95.16 -0.09 2,283 34,291 +744
Mar13 110801 95.23 95.25 95.12 95.12 -0.11 1,536 34,072 -245
Jun13 110801 95.17 95.20 95.08 95.08 -0.11 867 13,190 -205
Sep13 110801 95.04 95.04 95.04 95.04 -0.11 411 2,913 -61
Dec13 110801 94.98 94.98 94.98 94.98 -0.11 10 1,616 +10
Total Volume and Open Interest 108,152 866,749 -27,062
10-Year Aus T-Bonds(SFE)
Sep11 110801 95.20 95.23 95.09 95.10 -0.10 68,237 415,312 +5,678
Dec11 110801 95.10 95.10 95.10 95.10 -0.10      
Total Volume and Open Interest 68,237 415,312 +5,678
3-Year Aus T-Bonds(SFE)
Sep11 110801 95.61 95.65 95.48 95.50 -0.11 213,067 790,512 +29,835
Dec11 110801 95.50 95.50 95.50 95.50 -0.11      
Total Volume and Open Interest 213,067 790,512 +29,835
Gold(CMX)
Aug11 110801 1623.0 1631.8 1607.0 1619.0 -9.3 70,263 12,124 -24,306
Oct11 110801 1620.6 1633.2 1608.1 1620.4 -9.5 16,221 24,705 +707
Dec11 110801 1622.2 1634.5 1608.2 1621.7 -9.5 163,995 370,297 +22,545
Feb12 110801 1613.0 1635.0 1612.5 1623.0 -9.5 963 12,229 +158
Apr12 110801 1620.9 1635.0 1615.7 1624.5 -9.5 59 6,223 -25
Jun12 110801 1615.4 1636.3 1615.4 1626.1 -9.5 115 14,811 -43
Aug12 110801 1618.0 1638.3 1618.0 1627.9 -9.5 335 5,493 +50
Oct12 110801 1623.5 1640.3 1623.5 1629.8 -9.5 20 4,158 +0
Dec12 110801 1626.7 1641.4 1622.7 1632.0 -9.5 64 11,895 -24
Feb13 110801 1645.0 1645.0 1634.2 1634.2 -9.7 0 1,561 +0
Apr13 110801 1636.7 1636.7 1636.7 1636.7 -9.9 0 227 +0
Jun13 110801 1645.5 1645.5 1639.5 1639.6 -10.1 47 11,142 -1
Total Volume and Open Interest 254,422 517,831 -214
Silver(CMX)
Sep11 110801 3964.5 4007.0 3904.0 3930.9 -79.7 55,076 58,905 -928
Dec11 110801 3980.0 4002.0 3908.0 3933.4 -79.7 2,875 31,437 +485
Mar12 110801 3969.0 3969.0 3917.0 3933.6 -79.6 409 5,550 +76
May12 110801 3960.0 3964.0 3931.4 3931.4 -79.9 205 1,674 +31
Jul12 110801 3927.5 3933.5 3927.5 3929.7 -80.0 171 1,811 +46
Sep12 110801 3972.0 3972.0 3927.1 3927.1 -80.0 60 272 +32
Dec12 110801 3957.5 3988.5 3910.0 3921.1 -80.0 104 8,151 -38
Total Volume and Open Interest 59,058 119,654 -298
Platinum(NYMEX)
Oct11 110801 1783.8 1804.9 1779.0 1794.6 +9.3 7,167 33,596 +851
Jan12 110801 1795.0 1805.2 1795.0 1797.9 +9.5 19 1,275 +16
Apr12 110801 1807.0 1807.0 1800.8 1800.8 +9.5 2 122 +2
Jul12 110801 1804.1 1804.1 1804.1 1804.1 +9.5 0 11 +0
Total Volume and Open Interest 7,191 35,009 +870
Palladium(NYMEX)
Sep11 110801 828.25 850.20 826.50 829.50 +1.80 3,881 23,373 +76
Dec11 110801 841.40 848.00 828.85 831.00 +1.85 381 1,673 +336
Mar12 110801 195.64 195.64 176.49 176.49 +1.50 0 53 +0
Total Volume and Open Interest 4,262 25,100 +413
Copper(CMX)
Sep11 110801 450.00 454.00 437.95 441.00 -6.95 24,510 89,394 +873
Dec11 110801 452.00 455.00 440.20 443.20 -6.85 4,918 41,665 +1,776
Mar12 110801 453.50 453.50 442.00 444.45 -6.75 962 14,928 +178
May12 110801 452.60 452.60 444.65 444.65 -6.70 48 2,400 +3
Jul12 110801 452.60 452.60 440.80 444.25 -6.45 135 885 +24
Total Volume and Open Interest 31,344 156,910 +3,071
DJIA Index(CBOT)
Sep11 110801 12186 12278 11943 12040 -48 337 17,690 -27
Dec11 110801 11972 12019 11972 11972 -47 2 88 +2
Mar12 110801 11903 11950 11903 11903 -47      
Jun12 110801 11833 11880 11833 11833 -47      
Total Volume and Open Interest 339 17,778 -25
Mini DJIA Index(CBOT)
Sep11 110801 12240 12280 11941 12040 -48 115,636 110,278 -2,310
Dec11 110801 12143 12213 11883 11972 -47 46 401 -6
Mar12 110801 11903 11903 11903 11903 -47 0 11 +0
Jun12 110801 11833 11833 11833 11833 -47      
Total Volume and Open Interest 115,682 110,690 -2,316
S & P 500(CME)
Sep11 110801 1303.20 1309.50 1270.50 1279.70 -8.70 17,401 279,203 +3,228
Dec11 110801 1275.00 1297.80 1266.80 1274.10 -8.70 114 11,101 +115
Mar12 110801 1268.40 1292.30 1261.30 1268.60 -8.70 0 11 +0
Jun12 110801 1263.60 1287.30 1256.30 1263.60 -8.70 0 5 +0
Total Volume and Open Interest 17,515 290,320 +3,343
S & P 500 E-Mini(Globex)
Sep11 110801 1306.00 1309.75 1270.25 1279.75 -8.75 2,338,767 2,633,648 +10,659
Dec11 110801 1295.25 1304.00 1265.25 1274.00 -8.75 1,989 23,158 -118
Total Volume and Open Interest 2,340,760 2,657,022 +10,542
NASDAQ 100(CME)
Sep11 110801 2376.00 2394.50 2321.00 2346.00 -13.30 582 17,920 +5
Dec11 110801 2317.00 2380.00 2317.00 2340.50 -13.50 0 10 +0
Mar12 110801 2337.30 2341.80 2337.30 2337.30 -13.50      
Total Volume and Open Interest 582 17,930 +5
NASDAQ 100 E-Mini(Globex)
Sep11 110801 2386.00 2395.00 2320.80 2346.00 -13.30 287,066 358,221 +7,107
Dec11 110801 2380.30 2388.80 2316.80 2340.50 -13.50 199 5,067 -20
Total Volume and Open Interest 287,265 363,296 +7,087
S & P Midcap 400(CME)
Sep11 110801 934.30 949.50 934.30 934.30 -7.40 0 2,741 +0
Dec11 110801 932.10 932.10 932.10 932.10 -7.90      
Mar12 110801 930.40 930.40 930.40 930.40 -7.90      
Total Volume and Open Interest 0 2,741 +0
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Sep11 110801 9880 10050 9750 9825 -5 8,876 36,448 -260
Dec11 110801 9950 9950 9795 9795 -5 10 2 -5
Total Volume and Open Interest 8,886 36,450 -265
Nikkei 225(SGX)
Sep11 110801 9840 10040 9745 9970 +145 97,962 190,648 -3,968
Dec11 110801 9785 9965 9705 9915 +145 172 8,198 +17
Mar12 110801 9910 9910 9910 9910 +150 0 10 +0
Total Volume and Open Interest 99,342 211,668 -4,561
CAC 40(EURONEXT)
Aug11 110801 3710.0 3730.5 3565.5 3591.0 -82.5 134,428 321,000 +2,867
Sep11 110801 3700.0 3727.0 3569.0 3589.0 -82.5 679 38,173 +121
Oct11 110801 3660.0 3660.0 3587.5 3587.5 -83.0 2 4 +2
Total Volume and Open Interest 135,109 359,209 +2,990
Hang Seng Index(HKFE)
Aug11 110801 22635 22843 22635 22692 +367 84,728 86,017 +3,580
Sep11 110801 22582 22750 22552 22599 +364 969 4,936 -25
Total Volume and Open Interest 103,558 110,666 -14,336
DAX(EUREX)
Sep11 110801 7260.0 7299.0 6860.0 7004.5 -176.5 164,946 156,280 +1,843
Dec11 110801 7284.5 7323.0 6875.0 7032.5 -176.0 233 8,860 +86
Mar12 110801 7340.5 7350.0 7003.5 7064.0 -177.0 33 371 -10
Total Volume and Open Interest 165,212 165,511 +1,919
FT-SE 100(EURONEXT)
Sep11 110801 5805.00 5878.00 5712.00 5761.50 -23.00 105,848 633,603 -5,633
Dec11 110801 5785.00 5847.00 5690.00 5738.00 -21.50 1 824 +0
Mar12 110801 5700.00 5700.00 5700.00 5700.00 -23.00 0 163 +0
Total Volume and Open Interest 105,864 634,696 -5,643
SPI 200(SFE)
Sep11 110801 4381.0 4489.0 4356.0 4470.0 +93.0 45,236 202,711 +3,911
Dec11 110801 4405.0 4503.0 4405.0 4487.0 +94.0 528 4,968 +272
Mar12 110801 4473.0 4473.0 4473.0 4473.0 +93.0 300 1,832 +97
Total Volume and Open Interest 46,252 212,214 +4,451
GSCI(CME)
Aug11 110801 38.14 38.14 28.14 28.14 -3.00 165 9,340 -125
Sep11 110801 29.14 29.14 29.14 29.14 -3.80 3 1 +1
Oct11 110801 30.14 30.14 30.14 30.14 -3.50      
Total Volume and Open Interest 168 9,341 -124
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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