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MRCI's End of Day Prices

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MRCI's End of Day Prices
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Daily Futures Price Listing Tue August 02, 2011
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Aug11 110802 1360.00 1377.50 1348.00 1373.00 +14.25 9,231 8,157 -2,959
Sep11 110802 1354.75 1374.75 1342.00 1370.00 +16.75 23,684 44,584 -3,140
Nov11 110802 1364.75 1384.75 1350.75 1379.75 +17.75 86,267 307,960 -3,370
Jan12 110802 1375.25 1394.50 1361.25 1390.25 +17.25 8,386 52,796 -248
Mar12 110802 1387.50 1400.50 1368.75 1396.25 +16.25 3,734 27,467 +45
May12 110802 1382.50 1402.25 1371.25 1397.50 +15.50 4,083 34,182 +825
Jul12 110802 1392.50 1406.50 1377.50 1401.75 +15.25 1,337 18,351 -302
Total Volume and Open Interest 137,818 518,246 -9,042
Soybean Meal(CBOT)
Aug11 110802 354.20 357.20 347.90 357.20 +4.50 11,746 7,447 -2,569
Sep11 110802 354.60 359.10 349.40 359.10 +4.80 19,183 37,900 -62
Oct11 110802 356.10 361.00 351.10 361.00 +4.90 3,983 17,626 +409
Dec11 110802 360.20 365.50 355.00 365.20 +5.20 26,542 87,493 -909
Jan12 110802 362.30 367.20 357.40 367.20 +5.20 951 7,646 +211
Mar12 110802 364.70 369.60 360.20 369.60 +4.60 726 6,101 +13
May12 110802 365.30 370.30 361.30 370.30 +4.50 847 8,374 +194
Jul12 110802 365.60 371.30 362.90 371.30 +4.70 421 2,508 +55
Total Volume and Open Interest 64,517 179,232 -2,610
Soybean Oil(CBOT)
Aug11 110802 56.30 57.09 56.00 57.09 +0.94 9,250 4,674 -1,924
Sep11 110802 56.37 57.33 56.07 57.21 +0.93 24,066 46,755 -989
Oct11 110802 56.57 57.52 56.30 57.43 +0.95 4,370 22,217 +1,188
Dec11 110802 57.00 57.99 56.71 57.88 +0.97 43,256 147,573 +1,208
Jan12 110802 57.31 58.24 56.98 58.14 +0.97 2,439 24,437 -18
Mar12 110802 57.40 58.46 57.27 58.38 +0.92 983 14,828 +19
May12 110802 57.53 58.60 57.40 58.50 +0.91 784 8,612 +121
Jul12 110802 57.86 58.80 57.57 58.68 +0.95 842 4,732 +12
Total Volume and Open Interest 86,122 276,965 -344
Canola(WCE)
Nov11 110802 558.2 568.7 554.0 566.7 +9.5 7,786 119,672 +1,503
Jan12 110802 566.6 577.2 563.7 575.2 +9.4 2,573 21,258 +383
Mar12 110802 572.3 581.9 568.9 580.7 +8.9 592 6,187 -357
May12 110802 574.5 586.7 573.0 585.6 +8.5 220 5,355 +30
Jul12 110802 581.4 591.4 577.8 590.3 +8.8 146 3,412 +91
Total Volume and Open Interest 11,354 157,604 +1,663
Corn(CBOT)
Sep11 110802 680.25 711.25 677.00 711.25 +30.00 78,720 318,950 -1,882
Dec11 110802 685.00 715.75 681.75 715.75 +30.00 157,103 544,403 +2,636
Mar12 110802 697.25 728.50 694.75 727.25 +28.75 17,443 130,141 +337
May12 110802 703.50 733.25 703.00 731.75 +27.25 4,288 29,849 -311
Jul12 110802 707.75 736.75 705.00 735.25 +26.25 10,311 71,749 -130
Sep12 110802 670.00 690.75 668.00 690.75 +19.00 3,662 11,538 +929
Total Volume and Open Interest 277,190 1,208,613 +2,839
Wheat(CBOT)
Sep11 110802 677.25 723.00 664.25 718.00 +41.50 53,061 135,538 -2,531
Dec11 110802 720.75 764.50 707.75 758.75 +38.00 32,384 157,820 +3,336
Mar12 110802 752.00 793.50 741.50 788.00 +36.25 4,339 50,291 +262
May12 110802 769.25 810.25 759.00 805.75 +35.50 1,323 10,882 +252
Jul12 110802 783.50 822.00 770.00 818.00 +33.75 2,882 44,074 +122
Total Volume and Open Interest 94,791 423,230 +1,497
Wheat(KCBT)
Sep11 110802 771.00 810.75 760.00 808.00 +36.75 9,892 67,806 -459
Dec11 110802 797.00 836.00 785.75 833.50 +36.25 5,976 60,546 -339
Mar12 110802 812.50 850.00 799.50 848.00 +36.75 1,320 19,635 +515
May12 110802 818.75 853.00 806.50 853.00 +37.75 125 3,431 +14
Jul12 110802 816.50 854.00 805.25 852.00 +37.25 760 14,816 -22
Total Volume and Open Interest 18,115 169,348 -291
Wheat(MGE)
Sep11 110802 836.00 857.75 808.75 849.50 +15.25 1,833 17,572 +139
Dec11 110802 836.00 865.75 815.00 855.25 +19.50 1,316 19,568 +201
Mar12 110802 848.00 873.25 828.25 869.50 +24.00 576 6,434 +161
May12 110802 850.25 881.00 836.25 876.00 +27.00 142 3,179 +4
Jul12 110802 855.50 888.75 841.25 882.75 +30.75 162 4,724 -67
Total Volume and Open Interest 4,077 55,395 +420
Oats(CBOT)
Sep11 110802 346.75 354.75 340.25 354.00 +8.50 1,217 2,894 -445
Dec11 110802 359.00 366.75 353.00 365.00 +7.00 1,330 8,219 +189
Mar12 110802 368.00 375.50 364.00 375.50 +7.00 2 832 +0
May12 110802 382.00 382.00 375.00 382.00 +7.00 0 27 +0
Total Volume and Open Interest 2,549 12,001 -256
Rough Rice(CBOT)
Sep11 110802 16.26 16.45 16.07 16.37 +0.12 1,724 8,903 -578
Nov11 110802 16.54 16.77 16.40 16.69 +0.12 1,048 7,044 +568
Jan12 110802 16.83 17.03 16.79 17.00 +0.11 30 641 +8
Mar12 110802 17.09 17.26 17.09 17.26 +0.10 14 805 +8
Total Volume and Open Interest 2,829 17,421 +12
Live Cattle(CME)
Aug11 110802 113.035 113.500 112.550 112.550 -0.750 13,566 36,659 -2,667
Oct11 110802 117.830 118.650 117.730 118.050 +0.250 22,181 129,461 +1,109
Dec11 110802 120.800 121.450 120.550 120.700 -0.085 10,868 88,994 +1,865
Feb12 110802 123.730 124.180 123.450 123.800 unch 3,644 31,295 +236
Apr12 110802 125.900 126.600 125.900 126.300 +0.200 1,543 16,578 +359
Jun12 110802 123.000 123.700 123.000 123.330 +0.100 742 7,341 +403
Total Volume and Open Interest 52,675 311,431 +1,420
Feeder Cattle(CME)
Aug11 110802 137.100 137.550 134.650 135.000 -1.825 2,534 10,906 -924
Sep11 110802 138.985 139.380 136.400 136.600 -2.135 1,695 10,990 -107
Oct11 110802 140.035 140.630 137.600 138.185 -1.890 1,395 9,871 +281
Nov11 110802 140.800 141.100 138.500 139.000 -1.685 374 4,302 +107
Jan12 110802 140.450 140.985 138.735 139.300 -1.500 480 2,292 +201
Mar12 110802 140.650 141.050 138.800 139.130 -1.670 53 632 +25
Apr12 110802 141.075 141.150 139.250 139.250 -1.350 9 161 -3
Total Volume and Open Interest 6,558 39,280 -408
Lean Hogs(CME)
Aug11 110802 103.400 104.035 103.330 103.800 +0.700 5,181 16,124 -812
Oct11 110802 93.385 94.000 92.400 92.680 -0.320 13,117 95,141 +2,717
Dec11 110802 89.535 90.035 89.035 89.450 +0.200 6,019 69,428 +1,195
Feb12 110802 91.385 91.550 90.830 91.150 unch 2,374 32,719 +326
Apr12 110802 92.600 92.950 92.180 92.450 -0.100 846 20,165 +341
May12 110802 95.950 96.250 95.650 95.900 -0.200 6 910 +6
Jun12 110802 98.050 98.300 97.700 98.135 +0.035 226 10,945 +113
Jul12 110802 96.635 96.900 96.385 96.600 -0.100 165 3,389 +110
Total Volume and Open Interest 28,166 251,588 +4,163
Class III Milk(CME)
Aug11 110802 21.50 21.50 21.28 21.43 -0.07 222 6,442 +12
Sep11 110802 20.80 20.84 20.39 20.42 -0.38 251 6,326 +48
Oct11 110802 19.96 19.97 19.50 19.61 -0.28 148 4,966 +32
Nov11 110802 18.89 18.89 18.60 18.66 -0.19 33 4,007 +1
Dec11 110802 17.93 17.95 17.61 17.74 -0.16 42 3,654 -16
Total Volume and Open Interest 1,413 38,620 +97
Cocoa(ICE)
Sep11 110802 2952 2953 2925 2933 -22 8,603 58,959 -332
Dec11 110802 2983 2987 2957 2965 -24 5,117 48,942 +337
Mar12 110802 3031 3031 3009 3013 -23 2,340 36,889 +1,612
May12 110802 3031 3033 3013 3019 -19 103 11,988 +252
Jul12 110802 3040 3040 3027 3028 -18 110 5,153 +58
Sep12 110802 3047 3047 3025 3030 -22 174 8,448 +104
Dec12 110802 3039 3039 3038 3038 -22 131 4,056 +105
Total Volume and Open Interest 16,629 177,807 +2,147
Coffee "C"(ICE)
Sep11 110802 240.95 248.45 240.65 243.20 +1.85 9,571 45,683 -111
Dec11 110802 245.15 252.10 244.50 247.10 +1.80 3,979 43,352 +312
Mar12 110802 247.70 253.75 247.60 249.70 +1.50 1,015 11,107 +18
May12 110802 249.00 254.00 249.00 251.05 +1.35 410 5,298 -4
Jul12 110802 251.00 254.00 251.00 251.95 +1.40 66 1,965 +9
Sep12 110802 250.75 253.00 250.75 251.55 +1.40 12 1,787 +2
Total Volume and Open Interest 15,072 110,686 +228
Orange Juice(ICE)
Sep11 110802 200.70 202.50 200.10 201.65 +0.95 1,002 24,981 -513
Nov11 110802 190.50 192.20 190.50 191.35 +0.35 671 8,832 +407
Jan12 110802 182.95 184.20 182.90 183.20 +0.80 62 1,760 +19
Mar12 110802 178.00 179.60 178.00 178.45 +0.95 6 315 -4
May12 110802 176.55 176.55 176.55 176.55 +1.80 0 283 +0
Jul12 110802 176.05 176.05 176.05 176.05 +1.65 0 130 +0
Total Volume and Open Interest 1,741 36,312 -91
Sugar #11(ICE)
Oct11 110802 29.03 29.11 28.06 28.16 -0.81 50,127 301,812 +548
Mar12 110802 27.86 28.06 27.17 27.25 -0.66 22,167 149,410 -1,607
May12 110802 26.61 26.76 26.01 26.09 -0.44 6,194 48,832 -45
Jul12 110802 25.68 25.73 25.14 25.24 -0.33 4,873 66,173 -803
Oct12 110802 24.73 24.92 24.40 24.52 -0.28 2,460 30,140 -49
Total Volume and Open Interest 89,132 636,680 -1,146
London Cocoa(LCE)
Sep11 110802 1847 1863 1847 1854 -3 5,754 72,192 -570
Dec11 110802 1879 1892 1879 1884 -4 4,482 50,583 +1,375
Mar12 110802 1902 1910 1896 1899 -8 3,293 39,356 +1,189
May12 110802 1918 1921 1909 1912 -6 669 14,132 +152
Jul12 110802 1920 1923 1916 1917 -5 153 6,232 +50
Sep12 110802 1926 1931 1925 1925 -3 81 4,735 +0
Dec12 110802 1940 1945 1940 1940 unch 784 7,615 +250
Total Volume and Open Interest 15,222 195,718 +2,452
London Sugar(LCE)
Oct11 110802 768.90 769.30 749.90 752.30 -17.70 2,735 26,142 -428
Dec11 110802 723.70 724.30 708.40 714.30 -9.40 693 7,472 +154
Mar12 110802 707.70 707.70 695.10 701.20 -7.40 161 9,689 -2
May12 110802 682.50 685.00 676.00 679.20 -3.30 47 3,330 -11
Aug12 110802 660.00 662.70 659.80 661.70 +2.70 16 1,916 +0
Total Volume and Open Interest 3,685 50,117 -262
Cotton(ICE)
Oct11 110802 105.70 108.40 102.60 107.17 +1.58 99 545 +6
Dec11 110802 105.05 108.62 102.25 106.85 +1.80 8,582 100,429 -925
Mar12 110802 102.60 105.75 100.00 104.56 +1.73 2,228 25,815 +396
May12 110802 100.33 103.50 99.23 102.74 +0.32 164 5,729 +14
Jul12 110802 98.48 101.80 98.48 101.07 -0.30 156 7,254 +2
Oct12 110802 99.16 99.16 99.16 99.16 +0.05 0 3 +0
Total Volume and Open Interest 11,273 143,649 -492
Lumber(CME)
Sep11 110802 231.1 232.4 228.5 228.5 -10.0 1,148 5,522 -160
Nov11 110802 247.4 247.4 242.0 242.0 -10.0 873 3,800 +658
Jan12 110802 267.4 267.4 267.4 267.4 -10.0 38 902 +1
Mar12 110802 279.5 279.5 279.5 279.5 -10.0 1 129 +0
Total Volume and Open Interest 2,060 10,354 +499
Crude Oil(NYM)
Sep11 110802 95.02 95.68 93.08 93.79 -1.10 284,385 362,094 +724
Oct11 110802 95.61 96.06 93.49 94.20 -1.13 52,297 105,472 +4,303
Nov11 110802 96.23 96.51 93.96 94.64 -1.16 30,660 88,338 +694
Dec11 110802 96.63 96.96 94.40 95.08 -1.19 40,953 206,987 -816
Jan12 110802 97.15 97.29 94.80 95.51 -1.20 5,207 52,744 +611
Feb12 110802 96.58 97.85 95.44 95.96 -1.19 2,683 24,945 +293
Mar12 110802 96.92 97.91 95.86 96.41 -1.17 3,523 36,242 -277
Apr12 110802 97.12 98.46 96.53 96.85 -1.15 1,727 22,717 +275
May12 110802 97.52 98.37 96.79 97.27 -1.14 1,901 18,600 -231
Jun12 110802 98.73 99.40 97.15 97.67 -1.13 8,435 82,828 +90
Jul12 110802 98.59 99.01 97.74 98.04 -1.13 1,361 30,453 +174
Aug12 110802 98.87 98.87 98.32 98.32 -1.12 853 17,228 +33
Sep12 110802 99.04 99.63 98.40 98.57 -1.11 730 17,352 +57
Oct12 110802 99.29 99.29 98.81 98.81 -1.11 203 12,433 -26
Nov12 110802 99.54 99.54 99.07 99.07 -1.11 364 20,759 -26
Dec12 110802 100.73 101.10 98.69 99.35 -1.11 21,834 149,169 +1,609
Total Volume and Open Interest 472,260 1,521,594 +10,938
e-miNY Crude Oil(NYM)
Aug11 110719 96.125 98.650 95.925 97.500 +1.575 5,608 3,447 -104
Sep11 110802 95.150 95.650 93.075 93.800 -1.100 8,324 3,571 +172
Oct11 110802 95.650 96.100 93.450 94.200 -1.125 299 602 +22
Nov11 110802 96.250 96.250 94.050 94.650 -1.150 57 195 +6
Dec11 110802 96.000 96.775 94.500 95.075 -1.200 52 264 +22
Jan12 110802 95.500 95.500 95.500 95.500 -1.200 0 12 +0
Feb12 110802 95.950 95.950 95.950 95.950 -1.200 0 3 +0
Mar12 110802 96.400 96.400 96.400 96.400 -1.175 0 10 +0
Apr12 110802 96.850 96.850 96.850 96.850 -1.150 0 1 +0
May12 110802 98.150 98.525 96.550 97.275 -1.125 0 1 +0
Total Volume and Open Interest 8,732 4,845 +222
Heating Oil(NYM)
Sep11 110802 309.53 314.23 306.43 309.16 -0.58 65,483 106,803 +937
Oct11 110802 310.72 315.49 307.74 310.51 -0.51 22,373 38,007 -2,503
Nov11 110802 310.90 316.71 310.19 312.04 -0.43 10,314 30,985 +426
Dec11 110802 314.00 318.30 311.27 313.50 -0.38 10,149 38,583 +553
Jan12 110802 313.59 318.54 312.85 314.89 -0.33 4,132 23,487 -444
Feb12 110802 313.99 319.26 313.60 315.01 -0.31 1,133 10,481 -61
Mar12 110802 314.30 315.40 312.32 314.07 -0.28 720 7,610 -252
Apr12 110802 311.96 311.96 311.96 311.96 -0.24 336 3,800 -143
May12 110802 309.17 310.00 309.17 310.00 -0.19 478 3,978 -46
Jun12 110802 307.52 313.38 307.52 309.10 -0.18 1,063 23,224 +117
Jul12 110802 309.75 309.75 309.75 309.75 -0.18 129 1,855 -31
Aug12 110802 310.92 310.92 310.92 310.92 -0.18 68 900 +3
Total Volume and Open Interest 116,488 301,088 -9,348
Gasoline(NYMEX)
Sep11 110802 305.31 309.24 301.08 303.73 -1.67 47,536 95,505 -2,648
Oct11 110802 291.63 295.42 287.98 290.31 -1.64 18,960 38,345 +198
Nov11 110802 286.98 291.61 285.70 286.96 -1.49 7,232 22,051 +805
Dec11 110802 285.27 290.00 283.50 285.44 -1.45 6,822 33,632 +740
Jan12 110802 285.15 290.00 284.20 285.68 -1.33 1,468 12,835 +507
Feb12 110802 285.13 290.99 285.13 286.92 -1.26 556 5,883 -3
Mar12 110802 288.50 291.00 286.62 288.70 -1.14 663 8,631 +73
Apr12 110802 299.80 299.80 299.80 299.80 -1.04 168 5,772 -23
May12 110802 299.84 299.84 299.84 299.84 -1.00 128 2,191 -3
Jun12 110802 299.20 299.20 298.86 299.20 -1.05 192 7,155 +14
Total Volume and Open Interest 84,245 244,755 -5,065
e-miNY RBOB Gasoline(NYM)
Sep11 110802 303.70 303.73 303.70 303.70 -1.70 1 1 +1
Oct11 110802 290.30 290.31 290.30 290.30 -1.70 0 1 +0
Nov11 110802 287.00 287.00 286.96 287.00 -1.50      
Dec11 110802 285.40 285.44 285.40 285.40 -1.50      
Total Volume and Open Interest 1 4 +1
Natural Gas(NYM)
Sep11 110802 4.191 4.230 4.135 4.155 -0.033 88,283 238,470 +6,397
Oct11 110802 4.199 4.228 4.136 4.156 -0.034 29,409 144,847 +1,873
Nov11 110802 4.300 4.340 4.250 4.271 -0.032 24,861 115,427 +355
Dec11 110802 4.505 4.537 4.457 4.478 -0.027 13,737 48,489 +432
Jan12 110802 4.603 4.629 4.555 4.576 -0.031 14,090 117,604 +1,426
Feb12 110802 4.604 4.604 4.558 4.578 -0.030 4,532 29,731 +1,386
Mar12 110802 4.590 4.590 4.525 4.548 -0.027 4,599 47,860 +49
Apr12 110802 4.512 4.512 4.470 4.489 -0.023 5,132 52,061 +320
May12 110802 4.517 4.518 4.490 4.510 -0.022 1,542 11,057 +321
Jun12 110802 4.565 4.567 4.525 4.544 -0.021 657 12,175 +149
Jul12 110802 4.585 4.589 4.574 4.586 -0.020 444 8,857 +46
Aug12 110802 4.647 4.650 4.604 4.615 -0.020 452 9,940 +104
Sep12 110802 4.626 4.626 4.610 4.624 -0.020 169 7,567 +69
Oct12 110802 4.671 4.671 4.658 4.662 -0.020 770 35,543 +287
Nov12 110802 4.835 4.835 4.820 4.820 -0.017 321 5,296 +54
Dec12 110802 5.063 5.073 5.031 5.055 -0.015 205 11,362 +10
Total Volume and Open Interest 190,494 965,324 +14,025
Brent Crude Oil(ICE)
Sep11 110802 117.00 118.40 115.53 116.46 -0.35 196,458 184,164 -2,939
Oct11 110802 116.53 118.10 115.26 116.18 -0.35 77,272 146,710 -928
Nov11 110802 116.50 117.98 115.23 116.11 -0.36 35,403 60,261 +624
Dec11 110802 116.52 117.88 115.32 116.03 -0.39 44,526 96,830 -128
Jan12 110802 115.40 117.48 115.33 115.98 -0.40 5,779 22,351 +96
Feb12 110802 116.33 117.56 115.33 115.91 -0.40 3,514 17,691 -389
Mar12 110802 116.24 117.57 115.23 115.83 -0.39 3,035 34,352 +321
Apr12 110802 116.14 117.47 115.26 115.75 -0.38 1,410 14,347 +233
May12 110802 116.03 117.35 115.16 115.66 -0.36 1,144 8,594 +44
Jun12 110802 115.91 117.21 114.84 115.56 -0.35 4,370 42,274 +361
Jul12 110802 115.46 115.46 115.46 115.46 -0.35 495 8,867 -67
Aug12 110802 115.32 115.32 115.32 115.32 -0.35 316 6,156 +149
Sep12 110802 115.14 115.14 115.14 115.14 -0.35 749 7,881 -243
Oct12 110802 114.95 114.95 114.95 114.95 -0.36 223 3,559 +86
Total Volume and Open Interest 396,973 804,797 -2,354
Gas Oil(ICE)
Aug11 110802 972.50 984.25 961.00 967.50 -3.25 50,811 80,187 -2,322
Sep11 110802 972.00 986.00 962.25 969.00 -2.75 103,924 145,175 +1,548
Oct11 110802 972.50 987.00 963.50 970.25 -2.50 43,057 69,997 +3,590
Nov11 110802 973.25 987.50 965.50 971.00 -2.50 16,067 38,740 +929
Dec11 110802 974.25 988.50 966.75 972.00 -2.25 27,423 61,024 +671
Jan12 110802 975.50 988.25 968.50 973.25 -2.25 6,483 37,546 +276
Feb12 110802 976.25 988.75 969.50 974.00 -2.00 2,448 12,290 +508
Mar12 110802 976.00 977.00 969.50 974.00 -2.00 2,715 14,596 +1,401
Apr12 110802 975.25 976.25 972.25 973.25 -1.75 1,291 8,972 +348
May12 110802 974.75 975.50 972.25 972.25 -2.00 1,593 8,199 +400
Total Volume and Open Interest 264,139 578,248 +7,450
Ethanol(CBOT)
Aug11 110802 2.860 2.875 2.840 2.842 +0.002 93 275 -33
Sep11 110802 2.716 2.770 2.695 2.765 +0.055 386 1,675 -6
Oct11 110802 2.618 2.675 2.605 2.660 +0.047 187 1,386 -4
Nov11 110802 2.540 2.612 2.540 2.606 +0.076 100 1,169 +11
Dec11 110802 2.521 2.593 2.521 2.586 +0.075 99 1,602 -15
Jan12 110802 2.555 2.575 2.555 2.566 +0.078 14 717 +3
Feb12 110802 2.545 2.564 2.545 2.564 +0.075 20 489 +9
Mar12 110802 2.505 2.575 2.505 2.570 +0.075 21 404 +11
Total Volume and Open Interest 990 9,619 +5
WTI Crude Oil(ICE
Sep11 110802 95.34 95.67 93.09 93.79 -1.10 65,856 78,418 +645
Oct11 110802 95.70 96.06 93.48 94.20 -1.13 16,300 37,685 -1,333
Nov11 110802 96.06 96.52 94.00 94.64 -1.16 11,595 24,092 +210
Dec11 110802 95.95 96.88 94.44 95.08 -1.19 19,195 92,305 -3,671
Jan12 110802 96.21 97.33 94.97 95.51 -1.20 1,771 19,044 +150
Feb12 110802 96.81 97.42 95.49 95.96 -1.19 1,177 5,872 -99
Mar12 110802 97.09 97.85 95.93 96.41 -1.17 1,053 16,260 -9
Apr12 110802 97.29 98.07 96.85 96.85 -1.15 597 4,804 +89
May12 110802 97.69 98.48 97.27 97.27 -1.14 937 3,146 +3
Jun12 110802 98.34 99.05 97.19 97.67 -1.13 3,392 30,366 -276
Jul12 110802 98.04 98.04 98.04 98.04 -1.13 481 4,793 +269
Aug12 110802 98.32 98.32 98.32 98.32 -1.12 6 1,337 +1
Sep12 110802 98.57 98.57 98.57 98.57 -1.11 206 5,074 +2
Oct12 110802 98.81 98.81 98.81 98.81 -1.11 0 1,176 +0
Nov12 110802 99.07 99.07 99.07 99.07 -1.11 0 2,549 +0
Dec12 110802 100.67 101.00 98.76 99.35 -1.11 10,363 46,854 -357
Total Volume and Open Interest 135,247 447,943 -3,608
US Dollar Index(ICE)
Sep11 110802 74.490 74.915 74.345 74.665 +0.210 28,828 62,342 +2,915
Dec11 110802 74.825 75.245 74.825 75.090 +0.215 79 703 -2
Mar12 110802 75.550 75.550 75.550 75.550 +0.215 0 1 +0
Total Volume and Open Interest 28,907 63,046 +2,913
Australian Dollar(CME)
Sep11 110802 109.00 109.40 107.14 107.48 -1.39 125,203 130,645 -2,304
Dec11 110802 107.97 107.97 106.20 106.31 -1.33 155 571 +17
Mar12 110802 105.15 106.48 105.15 105.15 -1.33 0 2 +0
Total Volume and Open Interest 125,362 131,225 -2,283
British Pound(CME)
Sep11 110802 162.98 163.21 162.18 162.89 -0.03 115,279 99,425 +3,543
Dec11 110802 162.97 162.97 162.54 162.74 -0.02 34 256 -1
Mar12 110802 162.59 162.61 162.59 162.59 -0.02 0 2 +0
Total Volume and Open Interest 115,313 99,689 +3,542
Canadian Dollar(CME)
Sep11 110802 104.45 104.62 103.86 104.18 -0.26 107,755 126,304 -3,748
Dec11 110802 104.20 104.29 103.70 103.98 -0.24 221 4,111 -28
Mar12 110802 103.84 103.98 103.54 103.76 -0.22 36 637 +14
Jun12 110802 103.45 103.54 103.45 103.54 -0.20 20 292 +13
Total Volume and Open Interest 108,032 131,487 -3,749
Japanese Yen(CME)
Sep11 110802 129.31 130.01 128.54 129.60 -0.16 129,947 145,245 +5,246
Dec11 110802 129.43 130.01 128.71 129.74 -0.14 415 982 +111
Mar12 110802 129.93 130.06 129.93 129.93 -0.13 0 46 +0
Total Volume and Open Interest 130,363 146,293 +5,358
Swiss Franc(CME)
Sep11 110802 127.74 131.29 127.37 130.31 +2.29 70,900 54,928 +1,464
Dec11 110802 127.67 131.45 127.67 130.46 +2.31 199 391 +80
Mar12 110802 130.66 130.66 128.33 130.66 +2.33 0 5 +0
Total Volume and Open Interest 71,099 55,327 +1,544
EuroFX(CME)
Sep11 110802 142.38 142.71 141.39 141.80 -0.69 360,049 180,663 -1,727
Dec11 110802 142.05 142.25 141.13 141.51 -0.65 514 1,370 +111
Mar12 110802 141.40 141.95 141.10 141.20 -0.65 4 363 +0
Total Volume and Open Interest 360,567 183,232 -1,616
Mexican Peso(CME)
Aug11 110802 848.5 852.8 848.5 848.5 -4.2      
Sep11 110802 850.2 850.2 839.8 844.2 -4.2 30,011 133,798 +474
Total Volume and Open Interest 30,011 134,133 +474
Brazilian Real(CME)
Sep11 110802 632.40 635.75 632.40 635.75 -0.85 180 7,993 +1
Oct11 110802 631.90 632.80 631.90 631.90 -0.90      
Nov11 110802 628.10 629.05 628.10 628.10 -0.95      
Dec11 110802 624.25 625.25 624.25 624.25 -1.00 3 138 -3
Total Volume and Open Interest 183 20,547 -2
30-Year T-Bonds(CBOT)
Sep11 110802 128~280 131~040 123~000 130~260 +1~260 415,263 660,155 +16,327
Dec11 110802 127~200 129~220 127~180 129~160 +1~300 1,258 3,527 +483
Mar12 110802 126~070 128~070 126~040 128~020 +1~300 5 9 +5
Total Volume and Open Interest 416,526 663,691 +16,815
10-Year T-Notes(CBOT)
Sep11 110802 126~025 127~040 126~005 126~305 +0~260 1,521,613 1,843,401 +5,531
Dec11 110802 124~270 125~285 124~270 125~235 +0~280 2,261 17,329 +964
Mar12 110802 124~235 124~235 123~275 124~235 +0~280      
Total Volume and Open Interest 1,523,874 1,860,730 +6,495
5-Year T-Notes(CBOT)
Sep11 110802 121~074 122~019 121~072 122~007 +0~048 822,776 1,448,400 -44,368
Dec11 110802 120~093 120~122 120~063 120~120 +0~055 253 307 +17
Mar12 110802 120~016 120~016 119~089 120~016 +0~055      
Total Volume and Open Interest 823,029 1,448,707 -44,351
2 Year T-Notes(CBOT)
Sep11 110802 109~120 110~007 109~120 110~005 +0~010 389,723 1,018,988 +4,521
Dec11 110802 109~110 109~120 109~103 109~117 +0~014 985 1,860 +256
Mar12 110802 109~055 109~055 109~041 109~055 +0~014      
Total Volume and Open Interest 390,708 1,020,848 +4,777
Eurodollars(CME)
Sep11 110802 99.630 99.640 99.580 99.590 -0.045 266,547 1,193,343 +3,142
Dec11 110802 99.515 99.530 99.475 99.485 -0.035 272,822 1,138,220 +3,544
Mar12 110802 99.475 99.485 99.445 99.460 -0.020 293,072 1,348,093 -29,223
Jun12 110802 99.440 99.455 99.420 99.445 unch 255,695 1,368,596 +14,040
Sep12 110802 99.390 99.425 99.380 99.410 +0.015 264,893 1,066,602 +9,695
Dec12 110802 99.290 99.345 99.285 99.330 +0.030 248,537 767,824 +19,076
Mar13 110802 99.180 99.250 99.180 99.235 +0.040 231,626 744,753 +1,770
Jun13 110802 99.050 99.120 99.040 99.105 +0.050 216,417 533,060 +8,669
Sep13 110802 98.870 98.955 98.860 98.940 +0.065 199,651 506,047 +19,363
Dec13 110802 98.640 98.745 98.640 98.730 +0.080 135,946 355,408 +6,555
Mar14 110802 98.415 98.525 98.415 98.510 +0.090 96,886 265,578 +3,277
Jun14 110802 98.165 98.295 98.165 98.275 +0.100 97,448 210,279 +1,609
Sep14 110802 97.920 98.055 97.920 98.035 +0.110 47,456 120,125 +7,395
Dec14 110802 97.660 97.805 97.660 97.780 +0.115 43,761 127,321 +4,267
Mar15 110802 97.420 97.570 97.420 97.540 +0.115 36,914 105,655 +3,843
Jun15 110802 5.440 5.585 5.440 5.555 +0.125 30,925 83,575 +2,479
Sep15 110802 5.190 5.350 5.190 5.325 +0.135 20,232 60,457 +231
Dec15 110802 4.955 5.130 4.955 5.100 +0.145 20,201 55,330 +1,708
Total Volume and Open Interest      
30 Day Federal Funds(CBOT)
Aug11 110802 99.880 99.890 99.860 99.887 +0.010 22,282 98,073 +4,295
Sep11 110802 99.875 99.890 99.860 99.885 +0.015 9,282 65,368 +2,274
Oct11 110802 99.865 99.885 99.860 99.875 +0.010 4,645 52,700 +21
Nov11 110802 99.860 99.880 99.855 99.865 +0.005 6,149 50,370 -18
Dec11 110802 99.845 99.870 99.845 99.860 +0.005 6,653 65,643 +1,641
Jan12 110802 99.830 99.855 99.830 99.845 +0.005 3,612 52,009 -175
Total Volume and Open Interest 93,630 917,914 +14,919
30 Day Fed Funds(e-CBOT)
3-Mth Euro-Yen(CME)
Sep11 110802 99.665 99.665 99.665 99.665 +0.005 0 51 +0
Dec11 110802 99.665 99.665 99.665 99.665 +0.005 0 75 +0
Mar12 110802 99.660 99.662 99.660 99.662 +0.005      
Jun12 110802 99.660 99.660 99.660 99.660 +0.005      
Sep12 110802 99.590 99.590 99.590 99.590 +0.005      
Dec12 110802 99.650 99.650 99.650 99.650 +0.015      
Mar13 110802 99.650 99.650 99.650 99.650 +0.015      
Jun13 110802 99.605 99.605 99.605 99.605 +0.015      
Sep13 110802 99.465 99.465 99.465 99.465 +0.015      
Dec13 110802 99.325 99.325 99.325 99.325 +0.015      
Total Volume and Open Interest 0 126 +0
3-Mth Euro-Yen(SGX)
Sep11 110802 99.67 99.67 99.67 99.67 +0.00 0 1,176 +0
Dec11 110802 99.67 99.67 99.67 99.67 +0.00 0 1,478 +0
Mar12 110802 99.66 99.66 99.66 99.66 +0.00 0 1,823 +0
Jun12 110802 99.67 99.67 99.66 99.66 +0.01 0 1,374 +0
Sep12 110802 99.59 99.59 99.59 99.59 +0.00 0 411 +0
Dec12 110802 99.65 99.65 99.65 99.65 +0.01 0 26 +0
Mar13 110802 99.65 99.65 99.65 99.65 +0.01 0 1 +0
Jun13 110802 99.61 99.61 99.61 99.61 +0.02      
Total Volume and Open Interest 0 6,289 +0
Japanese Gov't Bonds(SGX)
Sep11 110802 141.82 142.15 141.82 142.11 +0.32 1,907 23,801 -157
Dec11 110802 141.70 141.70 141.70 141.70 +0.32 0 2 +0
Mar12 110802 139.61 139.61 139.61 139.61 +0.32      
Total Volume and Open Interest 1,907 23,803 -157
Euro-Bund(EUREX)
Sep11 110802 131.27 132.24 131.18 131.82 +0.65 1,022,585 1,009,706 -41,691
Dec11 110802 129.89 130.87 129.89 130.46 +0.64 200 1,177 +106
Mar12 110802 130.76 130.80 130.76 130.80 +0.95      
Total Volume and Open Interest 1,022,785 1,010,883 -41,585
Euro-Bobl(EUREX)
Sep11 110802 120.02 120.64 119.97 120.38 +0.39 515,977 743,600 +16,215
Dec11 110802 119.47 119.47 119.47 119.47 +0.41 0 696 +0
Mar12 110802 119.41 119.41 119.41 119.41 +0.39      
Total Volume and Open Interest 515,977 744,296 +16,215
3-Mth Euribor(EUREX)
Sep11 110802 98.380 98.400 98.380 98.400 +0.020 102 2,407 +102
Dec11 110802 98.370 98.405 98.365 98.400 +0.055 103 1,398 +100
Mar12 110802 98.395 98.395 98.395 98.395 +0.060 10 2,474 +10
Total Volume and Open Interest 225 10,047 +212
Long Gilt(LIFFE)
Sep11 110802 125~29 126~09 125~21 126~02 +0~15 132,365 356,698 +1,283
Dec11 110802 124~24 124~24 124~24 124~24 +0~15      
Total Volume and Open Interest 132,365 356,698 +1,283
3-Mth Short Sterling(LIFFE)
Sep11 110802 99.14 99.14 99.11 99.12 -0.02 21,355 426,106 -3,988
Dec11 110802 99.11 99.11 99.07 99.09 -0.01 30,896 514,429 +5,679
Mar12 110802 99.09 99.09 99.05 99.07 unch 36,279 462,310 -4,908
Jun12 110802 99.03 99.05 99.01 99.02 unch 42,252 310,243 +46
Sep12 110802 98.96 98.99 98.94 98.96 +0.01 44,788 311,633 -2,919
Dec12 110802 98.86 98.90 98.83 98.87 +0.03 52,592 285,532 -522
Total Volume and Open Interest 322,500 2,753,000 -7,517
3-Mth Euribor(LIFFE)
Sep11 110802 98.375 98.410 98.370 98.400 +0.020 84,378 710,770 +11,016
Dec11 110802 98.335 98.420 98.330 98.400 +0.055 118,614 604,526 +21,106
Mar12 110802 98.315 98.430 98.315 98.395 +0.060 104,787 517,525 +6,762
Total Volume and Open Interest 684,662 3,634,064 +41,673
3-Mth Aus T-Bills(SFE)
Sep11 110802 94.99 95.16 94.97 95.15 +0.16 23,107 232,121 +3,879
Dec11 110802 95.04 95.28 95.02 95.27 +0.23 28,568 248,641 -4,025
Mar12 110802 95.11 95.38 95.10 95.38 +0.27 14,934 160,933 -239
Jun12 110802 95.15 95.45 95.14 95.43 +0.27 3,015 82,965 -659
Sep12 110802 95.17 95.44 95.15 95.43 +0.26 2,118 54,533 -287
Dec12 110802 95.16 95.41 95.15 95.41 +0.25 744 33,787 -504
Mar13 110802 95.12 95.37 95.12 95.37 +0.25 227 33,965 -107
Jun13 110802 95.14 95.34 95.14 95.32 +0.24 240 13,329 +139
Sep13 110802 95.08 95.29 95.08 95.29 +0.25 0 2,913 +0
Dec13 110802 95.14 95.23 95.14 95.23 +0.25 0 1,616 +0
Total Volume and Open Interest 202,555 848,423 -18,326
10-Year Aus T-Bonds(SFE)
Sep11 110802 95.10 95.28 95.10 95.27 +0.17 36,648 414,585 -727
Dec11 110802 95.27 95.27 95.27 95.27 +0.17      
Total Volume and Open Interest 72,254 409,593 -5,719
3-Year Aus T-Bonds(SFE)
Sep11 110802 95.50 95.77 95.49 95.77 +0.27 86,340 779,079 -11,433
Dec11 110802 95.77 95.77 95.77 95.77 +0.27      
Total Volume and Open Interest 225,991 783,272 -7,240
Gold(CMX)
Aug11 110802 1619.3 1660.6 1616.8 1641.9 +22.9 6,761 7,986 -4,138
Oct11 110802 1620.9 1663.0 1617.6 1643.1 +22.7 10,559 25,357 +652
Dec11 110802 1622.6 1661.9 1618.8 1644.5 +22.8 153,054 373,680 +3,383
Feb12 110802 1622.3 1665.9 1622.3 1645.9 +22.9 245 12,167 -62
Apr12 110802 1627.2 1664.0 1627.2 1647.5 +23.0 110 6,241 +18
Jun12 110802 1627.2 1667.7 1627.2 1649.2 +23.1 13 14,807 -4
Aug12 110802 1633.1 1653.1 1633.1 1651.1 +23.2 66 5,529 +36
Oct12 110802 1649.3 1670.6 1649.3 1653.2 +23.4 14 4,158 +0
Dec12 110802 1640.5 1672.5 1639.7 1655.6 +23.6 300 11,990 +95
Feb13 110802 1640.5 1660.6 1640.5 1657.7 +23.5 29 1,553 -8
Apr13 110802 1660.2 1660.2 1660.2 1660.2 +23.5 1 226 -1
Jun13 110802 1646.2 1663.0 1646.2 1663.0 +23.4 390 11,408 +266
Total Volume and Open Interest 174,528 518,850 +1,019
Silver(CMX)
Sep11 110802 3926.5 4088.5 3921.0 4009.2 +78.3 45,689 58,688 -217
Dec11 110802 3929.5 4090.0 3926.0 4011.8 +78.4 2,105 31,589 +152
Mar12 110802 3929.0 4091.0 3929.0 4012.1 +78.5 115 5,565 +15
May12 110802 4074.0 4074.0 4010.2 4010.2 +78.8 51 1,693 +19
Jul12 110802 4008.8 4085.0 4008.8 4008.8 +79.1 158 1,866 +55
Sep12 110802 3969.0 4083.5 3969.0 4006.2 +79.1 11 275 +3
Dec12 110802 3939.5 4056.0 3939.5 4000.2 +79.1 108 8,242 +91
Total Volume and Open Interest 48,324 119,517 -137
Platinum(NYMEX)
Oct11 110802 1797.6 1801.3 1788.1 1793.5 -1.1 3,472 33,633 +37
Jan12 110802 1800.5 1802.2 1796.5 1796.8 -1.1 56 1,313 +38
Apr12 110802 1801.0 1801.0 1799.7 1799.7 -1.1 4 124 +2
Jul12 110802 1803.0 1803.0 1803.0 1803.0 -1.1 0 11 +0
Total Volume and Open Interest 3,533 35,085 +76
Palladium(NYMEX)
Sep11 110802 831.45 835.15 822.50 826.90 -2.60 3,017 23,221 -152
Dec11 110802 833.15 836.10 823.95 828.35 -2.65 158 1,783 +110
Mar12 110802 175.64 175.64 173.84 173.84 -2.65 0 53 +0
Total Volume and Open Interest 3,175 25,057 -43
Copper(CMX)
Sep11 110802 440.60 442.50 437.30 439.50 -1.50 39,530 87,249 -2,145
Dec11 110802 442.90 444.30 439.85 441.75 -1.45 8,553 43,761 +2,096
Mar12 110802 442.95 443.40 441.50 443.05 -1.40 1,469 15,682 +754
May12 110802 443.70 443.70 443.30 443.30 -1.35 24 2,411 +11
Jul12 110802 443.05 445.15 441.55 443.05 -1.20 32 905 +20
Total Volume and Open Interest 50,310 157,475 +565
DJIA Index(CBOT)
Sep11 110802 12029 12083 11785 11804 -236 399 17,700 +10
Dec11 110802 11990 11990 11734 11734 -238 0 88 +0
Mar12 110802 11665 11903 11665 11665 -238      
Jun12 110802 11595 11833 11595 11595 -238      
Total Volume and Open Interest 399 17,788 +10
Mini DJIA Index(CBOT)
Sep11 110802 12042 12090 11783 11804 -236 148,538 115,055 +4,777
Dec11 110802 11993 12010 11718 11734 -238 105 405 +4
Mar12 110802 11757 11757 11644 11665 -238 0 11 +0
Jun12 110802 11595 11595 11595 11595 -238      
Total Volume and Open Interest 148,643 115,471 +4,781
S & P 500(CME)
Sep11 110802 1279.20 1284.90 1246.80 1247.30 -32.40 18,894 282,188 +2,985
Dec11 110802 1270.00 1274.60 1241.70 1241.70 -32.40 643 11,115 +14
Mar12 110802 1236.20 1269.10 1236.20 1236.20 -32.40 0 11 +0
Jun12 110802 1242.50 1264.10 1231.20 1231.20 -32.40 0 5 +0
Total Volume and Open Interest 19,537 293,319 +2,999
S & P 500 E-Mini(Globex)
Sep11 110802 1279.75 1285.00 1246.75 1247.25 -32.50 2,889,931 2,689,055 +55,407
Dec11 110802 1273.75 1277.50 1241.25 1241.75 -32.25 3,083 24,434 +1,276
Total Volume and Open Interest 2,893,037 2,713,708 +56,686
NASDAQ 100(CME)
Sep11 110802 2345.00 2355.00 2287.00 2288.30 -57.70 1,411 18,413 +493
Dec11 110802 2283.00 2290.00 2283.00 2283.00 -57.50 0 10 +0
Mar12 110802 2279.80 2286.80 2279.80 2279.80 -57.50      
Total Volume and Open Interest 1,411 18,423 +493
NASDAQ 100 E-Mini(Globex)
Sep11 110802 2347.30 2355.30 2285.80 2288.30 -57.70 335,802 367,656 +9,435
Dec11 110802 2340.50 2348.50 2280.80 2283.00 -57.50 147 5,072 +5
Total Volume and Open Interest 335,951 372,736 +9,440
S & P Midcap 400(CME)
Sep11 110802 906.90 906.90 906.90 906.90 -27.40 111 2,742 +1
Dec11 110802 904.70 904.70 904.70 904.70 -27.40      
Mar12 110802 903.00 903.00 903.00 903.00 -27.40      
Total Volume and Open Interest 111 2,742 +1
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Sep11 110802 9860 9885 9665 9670 -155 8,953 36,562 +114
Dec11 110802 9640 9645 9640 9640 -155 0 2 +0
Total Volume and Open Interest 8,953 36,564 +114
Nikkei 225(SGX)
Sep11 110802 9970 9975 9735 9850 -120 104,270 187,204 -3,444
Dec11 110802 9885 9895 9700 9795 -120 150 8,301 +103
Mar12 110802 9790 9790 9790 9790 -120 0 10 +0
Total Volume and Open Interest 104,441 208,329 -3,339
CAC 40(EURONEXT)
Aug11 110802 3590.5 3599.0 3483.0 3530.0 -61.0 152,170 323,621 +2,621
Sep11 110802 3588.0 3595.0 3481.0 3527.0 -62.0 1,232 38,400 +227
Oct11 110802 3526.5 3526.5 3526.5 3526.5 -61.0 0 4 +0
Total Volume and Open Interest 153,402 362,057 +2,848
Hang Seng Index(HKFE)
Aug11 110802 22502 22586 22300 22398 -294 87,955 88,707 +2,690
Sep11 110802 22450 22487 22223 22309 -290 1,108 5,128 +192
Total Volume and Open Interest 89,307 97,837 -12,829
DAX(EUREX)
Sep11 110802 6957.0 6972.5 6714.5 6822.5 -182.0 152,894 154,206 -2,074
Dec11 110802 6983.0 7000.0 6749.5 6848.5 -184.0 419 8,818 -42
Mar12 110802 7025.0 7025.0 6777.0 6878.0 -186.0 88 397 +26
Total Volume and Open Interest 153,401 163,421 -2,090
FT-SE 100(EURONEXT)
Sep11 110802 5749.50 5771.00 5615.00 5695.00 -66.50 150,753 627,613 -5,990
Dec11 110802 5688.50 5695.50 5600.00 5669.50 -68.50 9 822 -2
Mar12 110802 5633.50 5633.50 5633.50 5633.50 -66.50 0 163 +0
Total Volume and Open Interest 150,772 628,704 -5,992
SPI 200(SFE)
Sep11 110802 4469.0 4470.0 4368.0 4395.0 -75.0 44,488 211,664 +8,953
Dec11 110802 4473.0 4473.0 4411.0 4411.0 -76.0 69 4,962 -6
Mar12 110802 4399.0 4399.0 4399.0 4399.0 -74.0 0 1,832 +0
Total Volume and Open Interest 37,796 220,622 +8,408
GSCI(CME)
Aug11 110802 29.64 33.14 25.64 28.64 +0.50 509 9,258 -82
Sep11 110802 30.64 34.14 27.14 29.89 +0.75 2 1 +0
Oct11 110802 30.64 35.14 28.14 30.64 +0.50      
Total Volume and Open Interest 511 9,259 -82
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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