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MRCI's End of Day Prices

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MRCI's End of Day Prices
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Daily Futures Price Listing Wed August 03, 2011
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Aug11 110803 1373.00 1374.25 1356.75 1364.00 -9.00 3,678 5,858 -2,299
Sep11 110803 1368.75 1372.00 1354.50 1363.75 -6.25 14,252 43,730 -854
Nov11 110803 1378.50 1382.25 1364.00 1373.00 -6.75 69,571 307,210 -750
Jan12 110803 1389.75 1392.00 1374.50 1383.50 -6.75 7,503 53,113 +317
Mar12 110803 1394.50 1397.50 1380.50 1389.75 -6.50 2,709 28,073 +606
May12 110803 1397.00 1398.00 1381.50 1390.00 -7.50 1,547 34,143 -39
Jul12 110803 1401.75 1402.00 1385.25 1393.50 -8.25 1,161 18,612 +261
Total Volume and Open Interest 101,385 515,730 -2,516
Soybean Meal(CBOT)
Aug11 110803 355.20 356.00 351.50 353.00 -4.20 4,370 6,296 -1,151
Sep11 110803 357.70 358.30 353.40 355.20 -3.90 11,357 37,092 -808
Oct11 110803 360.30 360.30 355.20 357.30 -3.70 1,948 17,536 -90
Dec11 110803 363.30 364.30 359.20 361.60 -3.60 26,737 87,543 +50
Jan12 110803 365.10 365.60 361.50 363.50 -3.70 795 7,506 -140
Mar12 110803 368.50 368.50 364.00 365.60 -4.00 1,080 5,940 -161
May12 110803 367.30 370.30 364.40 366.20 -4.10 743 8,575 +201
Jul12 110803 368.30 371.30 365.20 366.80 -4.50 262 2,566 +58
Total Volume and Open Interest 47,317 177,174 -2,058
Soybean Oil(CBOT)
Aug11 110803 56.92 56.92 56.26 56.28 -0.81 3,779 2,915 -1,759
Sep11 110803 56.98 57.03 56.36 56.42 -0.79 14,651 46,617 -138
Oct11 110803 57.20 57.24 56.56 56.61 -0.82 1,957 22,246 +29
Dec11 110803 57.60 57.72 57.00 57.06 -0.82 36,026 149,814 +2,241
Jan12 110803 57.90 57.96 57.28 57.33 -0.81 1,134 24,731 +294
Mar12 110803 58.13 58.18 57.54 57.58 -0.80 941 14,849 +21
May12 110803 58.10 58.22 57.64 57.71 -0.79 1,049 8,887 +275
Jul12 110803 58.27 58.30 57.78 57.83 -0.85 130 4,789 +57
Total Volume and Open Interest 59,699 277,978 +1,013
Canola(WCE)
Nov11 110803 564.5 567.7 562.4 565.2 -1.5 9,165 119,868 +196
Jan12 110803 572.8 576.2 571.1 573.6 -1.6 1,704 21,718 +460
Mar12 110803 576.2 581.2 576.2 578.7 -2.0 141 6,163 -24
May12 110803 584.7 585.5 580.9 583.5 -2.1 82 5,364 +9
Jul12 110803 585.2 589.7 585.2 588.2 -2.1 85 3,467 +55
Total Volume and Open Interest 11,228 158,280 +676
Corn(CBOT)
Sep11 110803 710.25 714.25 700.50 706.00 -5.25 70,405 312,041 -6,909
Dec11 110803 714.00 718.50 705.50 713.00 -2.75 146,111 557,483 +13,080
Mar12 110803 727.25 730.25 717.25 725.50 -1.75 10,087 131,508 +1,367
May12 110803 730.75 735.00 722.25 730.00 -1.75 2,796 30,336 +487
Jul12 110803 735.00 738.00 725.75 733.75 -1.50 3,559 72,028 +279
Sep12 110803 688.00 690.00 680.50 689.50 -1.25 664 11,562 +24
Total Volume and Open Interest 238,579 1,218,426 +9,813
Wheat(CBOT)
Sep11 110803 718.00 721.50 705.00 710.50 -7.50 46,522 134,561 -977
Dec11 110803 758.50 760.75 742.75 750.00 -8.75 31,086 163,433 +5,613
Mar12 110803 788.75 788.75 771.50 780.00 -8.00 6,347 51,676 +1,385
May12 110803 805.25 805.25 787.75 795.75 -10.00 1,009 10,995 +113
Jul12 110803 816.00 818.00 797.25 807.25 -10.75 2,225 44,662 +588
Total Volume and Open Interest 88,041 430,129 +6,899
Wheat(KCBT)
Sep11 110803 806.00 808.75 789.00 798.00 -10.00 9,478 67,871 +65
Dec11 110803 833.50 834.00 813.75 822.25 -11.25 6,235 61,110 +564
Mar12 110803 848.00 848.00 830.00 836.25 -11.75 1,484 20,026 +391
May12 110803 850.00 853.00 836.75 840.75 -12.25 162 3,420 -11
Jul12 110803 850.00 852.00 834.00 838.25 -13.75 1,104 15,132 +316
Total Volume and Open Interest 18,539 170,686 +1,338
Wheat(MGE)
Sep11 110803 850.00 853.00 834.00 844.75 -4.75 1,733 17,692 +120
Dec11 110803 860.00 861.25 842.00 852.50 -2.75 1,064 19,495 -73
Mar12 110803 869.25 871.50 854.75 864.25 -5.25 481 6,475 +41
May12 110803 873.75 877.25 862.25 871.75 -4.25 271 3,253 +74
Jul12 110803 878.50 884.50 867.00 877.00 -5.75 190 4,742 +18
Total Volume and Open Interest 3,796 55,593 +198
Oats(CBOT)
Sep11 110803 355.75 356.00 340.50 345.50 -8.50 1,721 2,312 -582
Dec11 110803 366.75 366.75 350.00 356.50 -8.50 1,892 9,113 +894
Mar12 110803 375.50 375.50 366.00 367.00 -8.50 14 827 -5
May12 110803 373.50 382.00 373.50 373.50 -8.50 0 27 +0
Total Volume and Open Interest 3,627 12,308 +307
Rough Rice(CBOT)
Sep11 110803 16.44 16.53 16.23 16.34 -0.03 1,343 8,748 -155
Nov11 110803 16.80 16.84 16.55 16.67 -0.03 904 7,460 +416
Jan12 110803 17.09 17.09 16.89 16.95 -0.05 19 649 +8
Mar12 110803 17.26 17.26 17.20 17.25 -0.02 19 821 +16
Total Volume and Open Interest 2,286 17,706 +285
Live Cattle(CME)
Aug11 110803 112.785 113.230 111.950 113.135 +0.585 10,113 34,717 -1,942
Oct11 110803 117.800 118.400 117.050 118.285 +0.235 21,860 129,560 +99
Dec11 110803 120.700 121.180 119.930 121.035 +0.335 7,555 89,619 +625
Feb12 110803 123.450 123.900 122.730 123.785 -0.015 3,999 31,432 +137
Apr12 110803 125.980 126.250 125.180 126.135 -0.165 1,925 17,258 +680
Jun12 110803 123.000 123.350 122.500 123.330 unch 444 7,370 +29
Total Volume and Open Interest 46,027 311,129 -302
Feeder Cattle(CME)
Aug11 110803 135.075 135.350 133.100 134.350 -0.650 3,083 10,217 -689
Sep11 110803 136.550 136.800 134.500 135.485 -1.115 2,074 10,825 -165
Oct11 110803 138.000 138.200 135.550 136.735 -1.450 1,472 10,227 +356
Nov11 110803 138.300 138.685 136.485 137.535 -1.465 472 4,321 +19
Jan12 110803 138.800 138.935 136.850 138.100 -1.200 291 2,331 +39
Mar12 110803 138.800 138.800 136.985 138.130 -1.000 99 677 +45
Apr12 110803 139.350 139.350 138.000 139.250 unch 16 170 +9
Total Volume and Open Interest 7,520 38,899 -381
Lean Hogs(CME)
Aug11 110803 103.800 104.730 102.500 104.650 +0.850 4,452 15,894 -230
Oct11 110803 92.830 93.100 90.050 92.250 -0.430 10,184 95,929 +788
Dec11 110803 89.600 89.900 87.300 89.330 -0.120 6,066 70,629 +1,201
Feb12 110803 91.330 91.600 89.550 91.385 +0.235 3,327 33,787 +1,068
Apr12 110803 92.850 93.000 91.100 92.930 +0.480 1,420 20,671 +506
May12 110803 94.900 96.400 94.800 96.400 +0.500 1 910 +0
Jun12 110803 98.300 98.385 96.700 98.100 -0.035 301 11,145 +200
Jul12 110803 96.730 97.000 95.300 96.700 +0.100 139 3,451 +62
Total Volume and Open Interest 26,011 255,200 +3,612
Class III Milk(CME)
Aug11 110803 21.39 21.50 21.28 21.45 +0.02 286 6,415 -27
Sep11 110803 20.40 20.44 20.05 20.31 -0.11 335 6,407 +81
Oct11 110803 19.54 19.65 19.19 19.53 -0.08 284 5,041 +75
Nov11 110803 18.60 18.75 18.44 18.65 -0.01 258 4,059 +52
Dec11 110803 17.60 17.74 17.60 17.73 -0.01 139 3,633 -21
Total Volume and Open Interest 1,437 38,831 +211
Cocoa(ICE)
Sep11 110803 2932 2963 2912 2916 -17 10,162 56,134 -2,825
Dec11 110803 2969 2994 2948 2952 -13 5,999 49,945 +1,003
Mar12 110803 3010 3030 3000 3004 -9 1,865 37,508 +619
May12 110803 3013 3029 3010 3011 -8 260 12,112 +124
Jul12 110803 3030 3040 3019 3022 -6 285 5,333 +180
Sep12 110803 3037 3037 3024 3028 -2 168 8,397 -51
Dec12 110803 3045 3045 3036 3036 -2 104 4,156 +100
Total Volume and Open Interest 18,843 176,957 -850
Coffee "C"(ICE)
Sep11 110803 242.85 245.70 240.35 241.90 -1.30 14,404 46,316 +633
Dec11 110803 246.30 249.40 244.10 245.50 -1.60 9,861 45,099 +1,747
Mar12 110803 249.75 251.55 246.45 247.75 -1.95 1,952 11,636 +529
May12 110803 251.70 252.35 248.60 249.15 -1.90 225 5,316 +18
Jul12 110803 253.30 253.30 249.20 249.90 -2.05 159 2,044 +79
Sep12 110803 253.00 253.00 249.45 249.45 -2.10 16 1,787 +0
Total Volume and Open Interest 26,626 113,695 +3,009
Orange Juice(ICE)
Sep11 110803 201.80 201.80 197.05 197.90 -3.75 1,304 24,548 -433
Nov11 110803 190.00 191.00 187.90 188.75 -2.60 622 9,605 +773
Jan12 110803 182.50 182.75 181.50 182.05 -1.15 40 1,788 +28
Mar12 110803 178.30 178.30 178.30 178.30 -0.15 7 316 +1
May12 110803 176.30 176.30 176.30 176.30 -0.25 1 283 +0
Jul12 110803 175.80 175.80 175.80 175.80 -0.25 0 130 +0
Total Volume and Open Interest 1,974 36,681 +369
Sugar #11(ICE)
Oct11 110803 28.41 28.56 27.22 27.69 -0.47 53,342 296,714 -5,098
Mar12 110803 27.51 27.61 26.33 26.74 -0.51 24,302 150,929 +1,519
May12 110803 26.30 26.40 25.29 25.69 -0.40 9,728 47,871 -961
Jul12 110803 25.40 25.50 24.51 24.94 -0.30 5,338 66,234 +61
Oct12 110803 24.75 24.75 23.92 24.35 -0.17 1,578 30,293 +153
Total Volume and Open Interest 95,297 632,150 -4,530
London Cocoa(LCE)
Sep11 110803 1853 1859 1835 1836 -18 2,873 72,490 +298
Dec11 110803 1881 1888 1861 1864 -20 2,272 50,677 +94
Mar12 110803 1896 1904 1880 1882 -17 1,060 39,391 +35
May12 110803 1907 1910 1893 1893 -19 266 14,116 -16
Jul12 110803 1913 1917 1899 1901 -16 80 6,236 +4
Sep12 110803 1925 1928 1910 1910 -15 117 4,725 -10
Dec12 110803 1940 1942 1924 1924 -16 118 7,726 +111
Total Volume and Open Interest 6,798 196,234 +516
London Sugar(LCE)
Oct11 110803 748.80 753.20 723.80 724.60 -27.70 1,516 25,795 -347
Dec11 110803 709.80 713.20 688.80 689.00 -25.30 689 7,487 +15
Mar12 110803 697.30 698.60 676.80 676.80 -24.40 355 9,851 +162
May12 110803 676.30 676.30 659.10 659.60 -19.60 19 3,323 -7
Aug12 110803 651.00 651.00 641.50 642.30 -19.40 64 1,944 +28
Total Volume and Open Interest 2,647 49,969 -148
Cotton(ICE)
Oct11 110803 106.52 106.53 103.53 104.42 -2.75 121 522 -23
Dec11 110803 105.95 106.74 103.91 104.16 -2.69 12,117 99,616 -813
Mar12 110803 103.56 103.56 101.41 101.82 -2.74 2,155 26,112 +297
May12 110803 101.08 101.10 99.75 99.89 -2.85 607 5,692 -37
Jul12 110803 99.42 99.64 98.76 98.91 -2.16 649 7,434 +180
Oct12 110803 97.00 97.00 97.00 97.00 -2.16 0 3 +0
Total Volume and Open Interest 15,698 143,264 -385
Lumber(CME)
Sep11 110803 226.5 232.0 222.3 222.6 -5.9 816 5,644 +122
Nov11 110803 240.0 243.8 234.0 238.0 -4.0 333 3,832 +32
Jan12 110803 260.0 264.7 256.5 261.5 -5.9 55 879 -23
Mar12 110803 274.7 274.7 270.0 270.5 -9.0 12 130 +1
Total Volume and Open Interest 1,217 10,487 +133
Crude Oil(NYM)
Sep11 110803 93.15 93.75 91.22 91.93 -1.86 398,857 364,537 +2,443
Oct11 110803 93.66 94.13 91.63 92.33 -1.87 83,863 114,443 +8,971
Nov11 110803 93.98 94.55 92.09 92.78 -1.86 38,871 91,132 +2,794
Dec11 110803 94.42 94.97 92.52 93.24 -1.84 61,494 202,706 -4,281
Jan12 110803 95.11 95.36 92.98 93.67 -1.84 13,109 53,058 +314
Feb12 110803 95.50 95.50 93.50 94.11 -1.85 7,250 24,567 -378
Mar12 110803 95.84 96.20 93.93 94.56 -1.85 5,512 36,846 +604
Apr12 110803 96.30 96.63 94.55 95.00 -1.85 2,684 23,039 +322
May12 110803 96.41 97.01 94.99 95.43 -1.84 2,983 18,715 +115
Jun12 110803 97.10 97.36 95.11 95.84 -1.83 14,422 83,625 +797
Jul12 110803 96.68 96.69 95.62 96.22 -1.82 1,537 30,517 +64
Aug12 110803 97.78 97.78 96.51 96.51 -1.81 1,940 16,882 -346
Sep12 110803 96.77 96.77 96.77 96.77 -1.80 1,304 17,406 +54
Oct12 110803 96.96 97.01 96.96 97.01 -1.80 850 12,605 +172
Nov12 110803 97.25 97.25 97.25 97.25 -1.82 300 20,728 -31
Dec12 110803 98.82 99.00 96.80 97.50 -1.85 29,715 145,548 -3,621
Total Volume and Open Interest 689,962 1,536,140 +14,546
e-miNY Crude Oil(NYM)
Aug11 110719 96.125 98.650 95.925 97.500 +1.575 5,608 3,447 -104
Sep11 110803 93.150 93.750 91.250 91.925 -1.875 12,789 4,012 +441
Oct11 110803 93.650 94.100 91.650 92.325 -1.875 527 634 +32
Nov11 110803 94.125 94.250 92.550 92.775 -1.875 116 210 +15
Dec11 110803 94.425 94.800 92.650 93.250 -1.825 398 496 +232
Jan12 110803 93.675 93.675 93.675 93.675 -1.825 5 14 +2
Feb12 110803 94.100 94.100 94.100 94.100 -1.850 0 3 +0
Mar12 110803 94.550 94.550 94.550 94.550 -1.850 0 10 +0
Apr12 110803 95.000 95.000 95.000 95.000 -1.850 0 1 +0
May12 110803 95.425 95.425 95.425 95.425 -1.850 0 1 +0
Total Volume and Open Interest 13,835 5,567 +722
Heating Oil(NYM)
Sep11 110803 307.52 308.93 301.25 301.89 -7.27 68,105 107,556 +753
Oct11 110803 308.66 309.70 302.59 303.18 -7.33 17,402 38,379 +372
Nov11 110803 310.27 310.50 304.35 304.62 -7.42 7,678 30,735 -250
Dec11 110803 312.12 312.78 305.39 306.01 -7.49 10,806 38,836 +253
Jan12 110803 313.76 313.76 306.97 307.35 -7.54 3,916 23,384 -103
Feb12 110803 312.96 312.96 307.48 307.48 -7.53 1,147 10,575 +94
Mar12 110803 310.42 310.42 306.58 306.58 -7.49 559 7,674 +64
Apr12 110803 309.67 309.67 304.51 304.51 -7.45 419 3,682 -118
May12 110803 303.72 303.72 302.64 302.64 -7.36 540 4,252 +274
Jun12 110803 307.81 307.81 301.43 301.76 -7.34 2,113 23,788 +564
Jul12 110803 303.00 303.00 302.41 302.41 -7.34 89 1,834 -21
Aug12 110803 303.44 303.56 303.44 303.56 -7.36 210 959 +59
Total Volume and Open Interest 113,405 303,182 +2,094
Gasoline(NYMEX)
Sep11 110803 301.21 302.00 292.20 293.13 -10.60 60,756 92,945 -2,560
Oct11 110803 287.29 288.50 279.61 280.51 -9.80 22,087 40,155 +1,810
Nov11 110803 283.60 284.47 277.27 277.79 -9.17 9,371 22,183 +132
Dec11 110803 283.05 284.00 275.80 276.54 -8.90 9,266 34,579 +947
Jan12 110803 284.29 284.29 276.66 276.93 -8.75 2,123 13,071 +236
Feb12 110803 283.82 284.25 277.72 278.26 -8.66 1,158 5,942 +59
Mar12 110803 283.50 283.50 280.13 280.13 -8.57 1,333 8,889 +258
Apr12 110803 291.53 291.65 291.39 291.53 -8.27 298 5,667 -105
May12 110803 291.71 291.71 291.71 291.71 -8.13 165 2,196 +5
Jun12 110803 292.30 293.30 290.80 291.18 -8.02 636 7,528 +373
Total Volume and Open Interest 107,304 245,965 +1,210
e-miNY RBOB Gasoline(NYM)
Sep11 110803 293.10 293.13 293.10 293.10 -10.60 0 1 +0
Oct11 110803 280.50 280.51 280.50 280.50 -9.80 0 1 +0
Nov11 110803 277.80 277.80 277.79 277.80 -9.20      
Dec11 110803 276.50 276.54 276.50 276.50 -8.90      
Total Volume and Open Interest 0 4 +0
Natural Gas(NYM)
Sep11 110803 4.153 4.180 4.066 4.090 -0.065 76,741 238,073 -397
Oct11 110803 4.161 4.182 4.072 4.102 -0.054 34,132 145,649 +802
Nov11 110803 4.266 4.291 4.195 4.222 -0.049 27,321 114,885 -542
Dec11 110803 4.478 4.488 4.401 4.425 -0.053 16,278 50,188 +1,699
Jan12 110803 4.566 4.599 4.505 4.524 -0.052 13,603 117,431 -173
Feb12 110803 4.578 4.586 4.508 4.528 -0.050 4,149 30,612 +881
Mar12 110803 4.549 4.555 4.479 4.499 -0.049 3,970 48,097 +237
Apr12 110803 4.489 4.498 4.425 4.443 -0.046 4,696 51,976 -85
May12 110803 4.513 4.517 4.450 4.465 -0.045 265 11,103 +46
Jun12 110803 4.535 4.554 4.488 4.500 -0.044 336 12,140 -35
Jul12 110803 4.593 4.597 4.536 4.542 -0.044 273 8,922 +65
Aug12 110803 4.623 4.623 4.565 4.570 -0.045 297 9,786 -154
Sep12 110803 4.634 4.634 4.570 4.578 -0.046 303 7,587 +20
Oct12 110803 4.670 4.670 4.600 4.615 -0.047 981 35,697 +154
Nov12 110803 4.780 4.783 4.768 4.775 -0.045 125 5,315 +19
Dec12 110803 5.050 5.065 5.001 5.015 -0.040 77 11,381 +19
Total Volume and Open Interest 184,610 968,314 +2,990
Brent Crude Oil(ICE)
Sep11 110803 116.19 116.29 112.84 113.23 -3.23 247,669 185,188 +1,024
Oct11 110803 115.92 115.98 112.66 113.07 -3.11 100,976 147,757 +1,047
Nov11 110803 115.87 115.87 112.70 113.06 -3.05 44,071 62,062 +1,801
Dec11 110803 115.79 115.79 112.65 113.04 -2.99 56,517 96,817 -13
Jan12 110803 115.70 115.70 112.84 113.03 -2.95 8,515 23,012 +661
Feb12 110803 115.63 115.63 112.79 112.98 -2.93 5,137 18,351 +660
Mar12 110803 115.06 115.49 112.73 112.92 -2.91 5,036 34,591 +239
Apr12 110803 115.00 115.40 112.74 112.86 -2.89 1,743 14,319 -28
May12 110803 114.92 114.99 112.79 112.79 -2.87 1,498 8,795 +201
Jun12 110803 114.92 115.22 112.50 112.70 -2.86 7,022 42,559 +285
Jul12 110803 112.62 112.62 112.62 112.62 -2.84 864 9,050 +183
Aug12 110803 112.51 112.51 112.51 112.51 -2.81 851 5,895 -261
Sep12 110803 112.36 112.36 112.36 112.36 -2.78 686 7,803 -78
Oct12 110803 112.19 112.19 112.19 112.19 -2.76 509 3,677 +118
Total Volume and Open Interest 506,694 812,367 +7,570
Gas Oil(ICE)
Aug11 110803 963.75 968.50 946.00 954.25 -13.25 64,327 72,059 -8,128
Sep11 110803 965.50 970.00 946.75 955.25 -13.75 145,247 150,179 +5,004
Oct11 110803 967.00 970.75 947.50 955.75 -14.50 37,035 72,503 +2,506
Nov11 110803 966.75 971.00 948.75 955.75 -15.25 13,366 38,085 -655
Dec11 110803 968.50 971.00 948.00 956.25 -15.75 41,249 64,288 +3,264
Jan12 110803 965.75 970.75 949.75 957.75 -15.50 12,672 41,194 +3,648
Feb12 110803 971.25 971.25 954.25 958.25 -15.75 2,778 12,944 +654
Mar12 110803 971.25 971.25 950.50 958.00 -16.00 1,686 14,275 -321
Apr12 110803 970.50 971.50 956.00 957.00 -16.25 1,048 9,207 +235
May12 110803 969.75 970.75 951.50 956.25 -16.00 1,001 7,987 -212
Total Volume and Open Interest 327,754 583,986 +5,738
Ethanol(CBOT)
Aug11 110803 2.836 2.836 2.800 2.800 -0.042 102 196 -79
Sep11 110803 2.741 2.744 2.714 2.722 -0.043 282 1,654 -21
Oct11 110803 2.640 2.649 2.620 2.626 -0.034 206 1,330 -56
Nov11 110803 2.580 2.595 2.570 2.590 -0.016 58 1,173 +4
Dec11 110803 2.563 2.582 2.555 2.575 -0.011 46 1,583 -19
Jan12 110803 2.565 2.565 2.550 2.555 -0.011 138 833 +116
Feb12 110803 2.563 2.564 2.550 2.555 -0.009 118 513 +24
Mar12 110803 2.564 2.564 2.564 2.564 -0.006 17 405 +1
Total Volume and Open Interest 1,073 9,616 -3
WTI Crude Oil(ICE
Sep11 110803 93.36 93.77 91.22 91.93 -1.86 86,883 79,213 +795
Oct11 110803 93.67 94.12 91.64 92.33 -1.87 27,531 38,762 +1,077
Nov11 110803 94.00 94.49 92.26 92.78 -1.86 14,535 25,429 +1,337
Dec11 110803 94.75 94.98 92.57 93.24 -1.84 23,093 91,931 -374
Jan12 110803 94.76 95.31 93.33 93.67 -1.84 5,184 19,569 +525
Feb12 110803 95.30 95.63 93.44 94.11 -1.85 2,797 6,124 +252
Mar12 110803 95.74 95.89 93.88 94.56 -1.85 2,267 16,288 +28
Apr12 110803 96.18 96.28 94.68 95.00 -1.85 681 4,754 -50
May12 110803 96.71 96.71 95.10 95.43 -1.84 709 3,264 +118
Jun12 110803 97.02 97.37 95.17 95.84 -1.83 3,096 30,019 -347
Jul12 110803 97.45 97.45 96.22 96.22 -1.82 181 4,791 -2
Aug12 110803 96.51 96.51 96.51 96.51 -1.81 98 1,353 +16
Sep12 110803 96.77 96.77 96.77 96.77 -1.80 22 5,079 +5
Oct12 110803 97.01 97.01 97.01 97.01 -1.80 0 1,176 +0
Nov12 110803 97.25 97.25 97.25 97.25 -1.82 0 2,549 +0
Dec12 110803 98.92 99.04 96.81 97.50 -1.85 6,147 46,577 -277
Total Volume and Open Interest 176,311 452,182 +4,239
US Dollar Index(ICE)
Sep11 110803 74.720 74.855 74.085 74.200 -0.465 31,787 59,790 -2,552
Dec11 110803 75.175 75.275 74.500 74.620 -0.470 36 700 -3
Mar12 110803 75.080 75.080 75.080 75.080 -0.470 0 1 +0
Total Volume and Open Interest 31,823 60,491 -2,555
Australian Dollar(CME)
Sep11 110803 107.19 107.24 106.16 106.74 -0.74 126,267 131,861 +1,216
Dec11 110803 106.00 106.31 105.22 105.61 -0.70 229 608 +37
Mar12 110803 103.55 105.15 103.55 104.56 -0.59 0 2 +0
Total Volume and Open Interest 126,496 132,478 +1,253
British Pound(CME)
Sep11 110803 162.79 164.25 162.45 164.13 +1.24 117,693 98,616 -809
Dec11 110803 162.65 163.97 162.65 163.97 +1.23 44 256 +0
Mar12 110803 163.82 163.82 162.59 163.82 +1.23 0 2 +0
Total Volume and Open Interest 117,737 98,880 -809
Canadian Dollar(CME)
Sep11 110803 103.95 104.42 103.56 103.77 -0.41 85,869 126,632 +328
Dec11 110803 103.65 104.20 103.40 103.57 -0.41 148 4,101 -10
Mar12 110803 103.70 103.90 103.35 103.36 -0.40 0 637 +0
Jun12 110803 103.15 103.54 103.14 103.15 -0.39 0 292 +0
Total Volume and Open Interest 86,017 131,805 +318
Japanese Yen(CME)
Sep11 110803 129.40 130.31 129.26 130.11 +0.51 190,551 143,030 -2,215
Dec11 110803 129.49 130.39 129.47 130.25 +0.51 393 1,032 +50
Mar12 110803 130.00 130.68 129.93 130.44 +0.51 2 45 -1
Total Volume and Open Interest 190,946 144,127 -2,166
Swiss Franc(CME)
Sep11 110803 130.87 131.19 128.50 130.26 -0.05 67,484 53,343 -1,585
Dec11 110803 131.05 131.34 128.85 130.48 +0.02 535 704 +313
Mar12 110803 130.72 130.72 130.66 130.72 +0.06 0 5 +0
Total Volume and Open Interest 68,019 54,055 -1,272
EuroFX(CME)
Sep11 110803 141.79 143.32 141.31 142.98 +1.18 389,581 184,276 +3,613
Dec11 110803 141.39 143.00 141.17 142.69 +1.18 1,215 1,877 +507
Mar12 110803 142.28 142.53 141.20 142.38 +1.18 10 371 +8
Total Volume and Open Interest 390,806 187,360 +4,128
Mexican Peso(CME)
Aug11 110803 845.8 848.5 845.8 845.8 -2.8      
Sep11 110803 840.2 845.0 837.8 841.5 -2.8 34,208 132,753 -1,045
Total Volume and Open Interest 34,208 133,088 -1,045
Brazilian Real(CME)
Sep11 110803 634.00 640.10 634.00 638.50 +2.75 201 8,153 +160
Oct11 110803 634.65 634.65 631.90 634.65 +2.75      
Nov11 110803 630.85 630.85 628.10 630.85 +2.75      
Dec11 110803 627.00 627.00 624.25 627.00 +2.75 0 138 +0
Total Volume and Open Interest 206 20,712 +165
30-Year T-Bonds(CBOT)
Sep11 110803 130~280 132~080 130~150 131~090 +0~150 391,728 649,053 -11,102
Dec11 110803 129~170 130~250 129~110 129~290 +0~130 1,158 3,943 +416
Mar12 110803 128~050 128~230 128~020 128~150 +0~130 0 9 +0
Total Volume and Open Interest 392,886 653,005 -10,686
10-Year T-Notes(CBOT)
Sep11 110803 127~025 127~115 126~240 127~015 +0~030 1,356,231 1,839,763 -3,638
Dec11 110803 125~270 126~055 125~190 125~270 +0~035 2,270 17,400 +71
Mar12 110803 124~270 124~270 124~235 124~270 +0~035      
Total Volume and Open Interest 1,358,501 1,857,163 -3,567
5-Year T-Notes(CBOT)
Sep11 110803 122~010 122~032 121~112 121~126 -0~009 747,985 1,427,296 -21,104
Dec11 110803 121~000 121~000 120~102 120~109 -0~011 353 478 +171
Mar12 110803 120~005 120~016 120~005 120~005 -0~011      
Total Volume and Open Interest 748,338 1,427,774 -20,933
2 Year T-Notes(CBOT)
Sep11 110803 110~005 110~009 109~127 110~003 -0~002 250,151 1,020,711 +1,723
Dec11 110803 109~117 109~121 109~113 109~115 -0~002 54 1,912 +52
Mar12 110803 109~053 109~055 109~053 109~053 -0~002      
Total Volume and Open Interest 250,205 1,022,623 +1,775
Eurodollars(CME)
Sep11 110803 99.585 99.620 99.565 99.610 +0.020 250,559 1,195,309 +1,966
Dec11 110803 99.475 99.510 99.460 99.495 +0.010 270,480 1,141,882 +3,662
Mar12 110803 99.455 99.480 99.440 99.470 +0.010 266,729 1,339,883 -8,210
Jun12 110803 99.445 99.455 99.420 99.450 +0.005 239,151 1,395,199 +26,603
Sep12 110803 99.415 99.420 99.385 99.415 +0.005 316,069 1,039,263 -27,339
Dec12 110803 99.340 99.345 99.295 99.330 unch 213,345 763,000 -4,824
Mar13 110803 99.240 99.250 99.190 99.235 unch 163,519 749,845 +5,092
Jun13 110803 99.115 99.130 99.060 99.110 +0.005 183,944 555,366 +22,306
Sep13 110803 98.945 98.970 98.890 98.950 +0.010 151,594 512,604 +6,557
Dec13 110803 98.740 98.765 98.680 98.740 +0.010 126,317 358,905 +3,497
Mar14 110803 98.525 98.545 98.465 98.525 +0.015 74,989 269,144 +3,566
Jun14 110803 98.290 98.315 98.235 98.290 +0.015 65,396 215,027 +4,748
Sep14 110803 98.050 98.080 97.995 98.050 +0.015 43,184 127,727 +7,602
Dec14 110803 97.790 97.835 97.740 97.795 +0.015 30,224 130,191 +2,870
Mar15 110803 97.560 97.600 97.505 97.555 +0.015 24,687 105,922 +267
Jun15 110803 5.575 5.620 5.520 5.570 +0.015 25,124 82,179 -1,396
Sep15 110803 5.350 5.400 5.290 5.345 +0.020 11,144 59,945 -512
Dec15 110803 5.130 5.185 5.070 5.125 +0.025 15,784 54,312 -1,018
Total Volume and Open Interest      
30 Day Federal Funds(CBOT)
Aug11 110803 99.885 99.900 99.878 99.897 +0.010 29,057 97,834 -239
Sep11 110803 99.890 99.905 99.880 99.895 +0.010 17,809 68,257 +2,889
Oct11 110803 99.880 99.900 99.870 99.885 +0.010 12,565 52,535 -165
Nov11 110803 99.870 99.890 99.865 99.875 +0.010 6,293 50,825 +455
Dec11 110803 99.865 99.880 99.860 99.865 +0.005 6,271 66,190 +547
Jan12 110803 99.850 99.860 99.845 99.850 +0.005 3,362 52,686 +677
Total Volume and Open Interest 127,267 860,909 -57,005
30 Day Fed Funds(e-CBOT)
3-Mth Euro-Yen(CME)
Sep11 110803 99.665 99.665 99.665 99.665 unch 0 51 +0
Dec11 110803 99.665 99.665 99.665 99.665 unch 0 75 +0
Mar12 110803 99.662 99.662 99.662 99.662 unch      
Jun12 110803 99.660 99.660 99.660 99.660 unch      
Sep12 110803 99.590 99.590 99.590 99.590 unch      
Dec12 110803 99.650 99.650 99.650 99.650 unch      
Mar13 110803 99.650 99.650 99.650 99.650 unch      
Jun13 110803 99.605 99.605 99.605 99.605 unch      
Sep13 110803 99.465 99.465 99.465 99.465 unch      
Dec13 110803 99.325 99.325 99.325 99.325 unch      
Total Volume and Open Interest 0 126 +0
3-Mth Euro-Yen(SGX)
Sep11 110803 99.67 99.67 99.67 99.67 unch 0 1,176 +0
Dec11 110803 99.67 99.67 99.67 99.67 unch 0 1,478 +0
Mar12 110803 99.66 99.66 99.66 99.66 unch 0 1,823 +0
Jun12 110803 99.66 99.66 99.66 99.66 unch 0 1,374 +0
Sep12 110803 99.59 99.59 99.59 99.59 unch 0 411 +0
Dec12 110803 99.66 99.66 99.65 99.65 unch 0 26 +0
Mar13 110803 99.65 99.65 99.65 99.65 unch 0 1 +0
Jun13 110803 99.61 99.61 99.61 99.61 unch      
Total Volume and Open Interest 0 6,289 +0
Japanese Gov't Bonds(SGX)
Sep11 110803 142.16 142.33 142.08 142.17 +0.06 3,263 24,191 +390
Dec11 110803 141.80 141.80 141.76 141.76 +0.06 0 2 +0
Mar12 110803 139.67 139.67 139.67 139.67 +0.06      
Total Volume and Open Interest 3,263 24,193 +390
Euro-Bund(EUREX)
Sep11 110803 132.18 132.63 131.43 131.81 -0.01 894,446 989,593 -20,113
Dec11 110803 131.25 131.25 130.06 130.42 -0.04 181 1,314 +137
Mar12 110803 130.79 130.79 130.79 130.79 -0.01      
Total Volume and Open Interest 894,627 990,907 -19,976
Euro-Bobl(EUREX)
Sep11 110803 120.60 120.78 120.01 120.25 -0.13 498,436 742,830 -770
Dec11 110803 119.15 119.38 119.15 119.29 -0.18 0 696 +0
Mar12 110803 119.28 119.28 119.28 119.28 -0.13      
Total Volume and Open Interest 498,436 743,526 -770
3-Mth Euribor(EUREX)
Sep11 110803 98.410 98.410 98.410 98.410 +0.010 276 2,153 -254
Dec11 110803 98.425 98.425 98.425 98.425 +0.025 354 1,551 +153
Mar12 110803 98.430 98.430 98.430 98.430 +0.035 3 2,474 +0
Total Volume and Open Interest 642 9,949 -98
Long Gilt(LIFFE)
Sep11 110803 126~22 126~22 126~07 126~09 +0~07 106,471 356,479 -219
Dec11 110803 124~31 124~31 124~31 124~31 +0~07 1 1 +1
Total Volume and Open Interest 106,472 356,480 -218
3-Mth Short Sterling(LIFFE)
Sep11 110803 99.11 99.13 99.10 99.12 unch 18,811 422,523 -3,583
Dec11 110803 99.08 99.09 99.07 99.09 unch 29,533 518,589 +4,160
Mar12 110803 99.07 99.08 99.05 99.07 unch 37,482 457,702 -4,608
Jun12 110803 99.04 99.05 99.02 99.03 +0.01 52,816 315,382 +5,139
Sep12 110803 98.98 99.00 98.96 98.97 +0.01 45,324 303,956 -7,677
Dec12 110803 98.90 98.91 98.85 98.87 unch 37,731 294,392 +8,860
Total Volume and Open Interest 290,538 2,761,409 +8,409
3-Mth Euribor(LIFFE)
Sep11 110803 98.410 98.425 98.390 98.410 +0.010 84,306 715,579 +4,809
Dec11 110803 98.415 98.460 98.395 98.425 +0.025 111,712 602,281 -2,245
Mar12 110803 98.415 98.470 98.390 98.430 +0.035 108,147 507,646 -9,879
Total Volume and Open Interest 743,042 3,626,753 -7,311
3-Mth Aus T-Bills(SFE)
Sep11 110803 95.16 95.39 95.15 95.26 +0.11 63,248 225,063 -7,058
Dec11 110803 95.28 95.64 95.28 95.52 +0.25 74,327 239,834 -8,807
Mar12 110803 95.40 95.78 95.38 95.66 +0.28 37,351 154,197 -6,736
Jun12 110803 95.46 95.81 95.45 95.69 +0.26 12,138 83,853 +888
Sep12 110803 95.47 95.79 95.46 95.68 +0.25 6,827 57,170 +2,637
Dec12 110803 95.51 95.76 95.43 95.64 +0.23 4,405 35,000 +1,213
Mar13 110803 95.48 95.74 95.42 95.61 +0.24 2,355 34,837 +872
Jun13 110803 95.38 95.69 95.38 95.56 +0.24 1,769 13,771 +442
Sep13 110803 95.49 95.67 95.49 95.50 +0.21 131 2,935 +22
Dec13 110803 95.60 95.60 95.42 95.42 +0.19 4 1,620 +4
Total Volume and Open Interest 202,555 848,423 +0
10-Year Aus T-Bonds(SFE)
Sep11 110803 95.28 95.44 95.27 95.37 +0.10 72,254 409,593 -4,992
Dec11 110803 95.37 95.37 95.37 95.37 +0.10      
Total Volume and Open Interest 72,254 409,593 +0
3-Year Aus T-Bonds(SFE)
Sep11 110803 95.79 96.09 95.78 95.98 +0.21 225,991 783,272 +4,193
Dec11 110803 95.98 95.98 95.98 95.98 +0.21      
Total Volume and Open Interest 225,991 783,272 +0
Gold(CMX)
Aug11 110803 1659.9 1672.3 1651.6 1663.4 +21.5 2,889 6,319 -1,667
Oct11 110803 1662.0 1675.3 1653.1 1664.9 +21.8 9,470 26,114 +757
Dec11 110803 1662.5 1675.9 1654.4 1666.3 +21.8 156,244 379,272 +5,592
Feb12 110803 1663.7 1675.8 1656.9 1667.9 +22.0 588 12,225 +58
Apr12 110803 1663.7 1676.9 1658.0 1669.5 +22.0 319 6,282 +41
Jun12 110803 1666.5 1679.7 1660.5 1671.3 +22.1 27 14,817 +10
Aug12 110803 1678.0 1680.5 1673.2 1673.2 +22.1 15 5,525 -4
Oct12 110803 1675.3 1675.3 1675.3 1675.3 +22.1 18 4,157 -1
Dec12 110803 1666.5 1685.9 1666.5 1677.8 +22.2 112 12,053 +63
Feb13 110803 1675.2 1685.0 1675.2 1679.8 +22.1 11 1,558 +5
Apr13 110803 1682.3 1682.3 1682.3 1682.3 +22.1 0 226 +0
Jun13 110803 1683.9 1686.5 1683.9 1685.2 +22.2 95 11,435 +27
Total Volume and Open Interest 172,079 523,649 +4,799
Silver(CMX)
Sep11 110803 4087.0 4206.0 4057.5 4175.8 +166.6 44,352 59,281 +593
Dec11 110803 4082.5 4207.5 4062.5 4178.7 +166.9 2,125 32,340 +751
Mar12 110803 4079.5 4197.0 4079.5 4179.6 +167.5 291 5,611 +46
May12 110803 4172.0 4177.6 4172.0 4177.6 +167.4 17 1,707 +14
Jul12 110803 4159.0 4192.0 4159.0 4176.9 +168.1 52 1,866 +0
Sep12 110803 4066.5 4174.3 4062.0 4174.3 +168.1 3 275 +0
Dec12 110803 4109.5 4176.0 4072.0 4168.2 +168.0 222 8,340 +98
Total Volume and Open Interest 47,246 121,061 +1,544
Platinum(NYMEX)
Oct11 110803 1798.5 1803.0 1778.2 1785.0 -8.5 5,103 34,087 +454
Jan12 110803 1799.4 1799.4 1782.3 1788.3 -8.5 55 1,353 +40
Apr12 110803 1805.0 1805.0 1790.7 1791.1 -8.6 2 126 +2
Jul12 110803 1800.0 1800.0 1794.4 1794.4 -8.6 0 11 +0
Total Volume and Open Interest 5,161 35,581 +496
Palladium(NYMEX)
Sep11 110803 826.65 829.85 793.40 795.10 -31.80 5,927 23,018 -203
Dec11 110803 829.95 829.95 796.00 796.60 -31.75 296 1,988 +205
Mar12 110803 159.34 159.34 142.34 142.34 -31.50 15 67 +14
Total Volume and Open Interest 6,238 25,073 +16
Copper(CMX)
Sep11 110803 437.55 440.35 432.05 432.60 -6.90 49,385 86,454 -795
Dec11 110803 440.00 442.40 434.35 434.95 -6.80 9,324 44,482 +721
Mar12 110803 441.80 441.80 436.25 436.35 -6.70 1,726 15,673 -9
May12 110803 436.80 436.80 436.80 436.80 -6.50 352 2,530 +119
Jul12 110803 436.55 436.55 436.55 436.55 -6.50 356 1,026 +121
Total Volume and Open Interest 62,593 157,839 +364
DJIA Index(CBOT)
Sep11 110803 11808 11882 11655 11818 +14 959 17,635 -65
Dec11 110803 11690 11747 11690 11747 +13 0 88 +0
Mar12 110803 11678 11678 11665 11678 +13      
Jun12 110803 11608 11608 11595 11608 +13      
Total Volume and Open Interest 959 17,723 -65
Mini DJIA Index(CBOT)
Sep11 110803 11809 11884 11648 11818 +14 159,305 108,406 -6,649
Dec11 110803 11735 11785 11587 11747 +13 260 437 +32
Mar12 110803 11600 11678 11600 11678 +13 0 11 +0
Jun12 110803 11608 11608 11608 11608 +13      
Total Volume and Open Interest 159,565 108,854 -6,617
S & P 500(CME)
Sep11 110803 1248.10 1258.00 1230.50 1254.50 +7.20 22,749 279,616 -2,572
Dec11 110803 1247.50 1251.70 1226.30 1248.90 +7.20 4 11,107 -8
Mar12 110803 1243.40 1246.20 1221.20 1243.40 +7.20 3 10 -1
Jun12 110803 1227.00 1241.20 1216.20 1238.40 +7.20 0 5 +0
Total Volume and Open Interest 22,756 290,738 -2,581
S & P 500 E-Mini(Globex)
Sep11 110803 1248.25 1258.00 1230.25 1254.50 +7.25 3,020,191 2,717,702 +28,647
Dec11 110803 1243.00 1252.00 1225.00 1249.00 +7.25 1,247 24,392 -42
Total Volume and Open Interest 3,021,445 2,742,308 +28,600
NASDAQ 100(CME)
Sep11 110803 2283.00 2315.00 2252.00 2302.50 +14.20 944 18,519 +106
Dec11 110803 2297.00 2306.00 2250.00 2297.00 +14.00 8 10 +0
Mar12 110803 2293.80 2297.80 2293.80 2293.80 +14.00      
Total Volume and Open Interest 952 18,529 +106
NASDAQ 100 E-Mini(Globex)
Sep11 110803 2290.00 2314.50 2253.00 2302.50 +14.20 356,651 349,073 -18,583
Dec11 110803 2280.00 2308.50 2248.80 2297.00 +14.00 337 5,058 -14
Total Volume and Open Interest 356,989 354,139 -18,597
S & P Midcap 400(CME)
Sep11 110803 894.00 909.40 894.00 908.30 +1.40 272 2,905 +163
Dec11 110803 906.10 907.20 906.10 906.10 +1.40      
Mar12 110803 904.40 905.50 904.40 904.40 +1.40      
Total Volume and Open Interest 272 2,905 +163
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Sep11 110803 9685 9695 9525 9665 -5 13,651 36,754 +192
Dec11 110803 9620 9640 9605 9635 -5 4 5 +3
Total Volume and Open Interest 13,655 36,759 +195
Nikkei 225(SGX)
Sep11 110803 9815 9825 9600 9630 -220 104,779 190,647 +3,443
Dec11 110803 9745 9765 9550 9570 -225 26 8,306 +5
Mar12 110803 9565 9565 9565 9565 -225 0 10 +0
Total Volume and Open Interest 105,535 211,821 +3,492
CAC 40(EURONEXT)
Aug11 110803 3483.0 3521.0 3432.0 3456.5 -73.5 196,926 346,787 +23,166
Sep11 110803 3479.0 3518.0 3431.5 3453.5 -73.5 1,114 38,286 -114
Oct11 110803 3453.0 3453.0 3453.0 3453.0 -73.5 1 5 +1
Total Volume and Open Interest 198,041 385,110 +23,053
Hang Seng Index(HKFE)
Aug11 110803 21929 21984 21820 21939 -459 62,151 90,092 +1,385
Sep11 110803 21870 21892 21731 21850 -459 1,101 5,360 +232
Total Volume and Open Interest 63,480 99,489 +1,652
DAX(EUREX)
Sep11 110803 6712.0 6797.5 6551.5 6645.0 -177.5 216,405 154,830 +624
Dec11 110803 6735.5 6820.0 6584.0 6670.5 -178.0 615 8,833 +15
Mar12 110803 6768.0 6810.0 6692.5 6698.5 -179.5 34 397 +0
Total Volume and Open Interest 217,054 164,060 +639
FT-SE 100(EURONEXT)
Sep11 110803 5620.00 5657.00 5528.50 5569.50 -125.50 150,182 621,301 -6,312
Dec11 110803 5600.00 5624.50 5538.50 5544.50 -125.00 18 820 -2
Mar12 110803 5508.00 5508.00 5508.00 5508.00 -125.50 0 163 +0
Total Volume and Open Interest 150,210 622,400 -6,304
SPI 200(SFE)
Sep11 110803 4390.0 4393.0 4284.0 4286.0 -109.0 36,999 211,061 -603
Dec11 110803 4406.0 4406.0 4301.0 4303.0 -108.0 242 5,069 +107
Mar12 110803 4285.0 4285.0 4285.0 4285.0 -114.0 270 1,598 -234
Total Volume and Open Interest 37,796 220,622 +0
GSCI(CME)
Aug11 110803 24.14 24.14 14.39 15.64 -13.00 330 9,181 -77
Sep11 110803 17.04 29.94 16.39 17.04 -12.85 1 2 +1
Oct11 110803 18.14 30.69 17.39 18.14 -12.50      
Total Volume and Open Interest 331 9,183 -76
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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