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MRCI's End of Day Prices

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MRCI's End of Day Prices
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Daily Futures Price Listing Thu August 04, 2011
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Aug11 110804 1357.50 1357.50 1334.00 1339.25 -24.75 3,645 4,512 -1,346
Sep11 110804 1362.00 1363.00 1330.75 1336.25 -27.50 18,676 44,115 +385
Nov11 110804 1371.00 1372.50 1339.25 1345.25 -27.75 100,936 303,288 -3,922
Jan12 110804 1382.50 1382.50 1350.00 1356.25 -27.25 8,677 52,870 -243
Mar12 110804 1388.00 1389.75 1357.25 1363.50 -26.25 4,958 28,459 +386
May12 110804 1385.25 1386.25 1359.50 1365.75 -24.25 4,259 34,409 +266
Jul12 110804 1388.50 1393.50 1365.00 1369.25 -24.25 2,953 19,428 +816
Total Volume and Open Interest 145,380 512,382 -3,348
Soybean Meal(CBOT)
Aug11 110804 351.50 353.20 347.20 347.60 -5.40 5,082 5,111 -1,185
Sep11 110804 355.40 356.00 348.90 349.40 -5.80 14,151 36,789 -303
Oct11 110804 357.90 357.90 350.80 351.50 -5.80 4,212 17,078 -458
Dec11 110804 361.80 362.30 354.80 355.70 -5.90 32,036 85,910 -1,633
Jan12 110804 364.00 364.00 357.70 357.70 -5.80 1,074 7,376 -130
Mar12 110804 364.20 365.60 360.00 360.50 -5.10 1,287 6,124 +184
May12 110804 366.20 366.20 361.00 361.30 -4.90 1,893 8,883 +308
Jul12 110804 365.50 366.80 362.00 362.10 -4.70 312 2,619 +53
Total Volume and Open Interest 60,166 174,085 -3,089
Soybean Oil(CBOT)
Aug11 110804 55.55 55.65 54.88 55.18 -1.10 2,053 1,992 -923
Sep11 110804 56.55 56.60 54.95 55.29 -1.13 17,163 47,886 +1,269
Oct11 110804 56.76 56.76 55.15 55.48 -1.13 4,033 22,221 -25
Dec11 110804 57.20 57.24 55.52 55.87 -1.19 48,764 155,810 +5,996
Jan12 110804 57.39 57.40 55.88 56.15 -1.18 2,559 24,896 +165
Mar12 110804 57.52 57.57 56.09 56.39 -1.19 1,759 14,465 -384
May12 110804 57.67 57.67 56.25 56.54 -1.17 1,659 9,188 +301
Jul12 110804 57.58 57.83 56.45 56.66 -1.17 302 4,773 -16
Total Volume and Open Interest 78,382 284,364 +6,386
Canola(WCE)
Nov11 110804 564.5 565.2 558.3 559.5 -5.7 11,166 120,244 +376
Jan12 110804 571.7 573.7 566.6 567.9 -5.7 3,460 22,415 +697
Mar12 110804 577.2 577.2 571.2 572.4 -6.3 1,136 5,740 -423
May12 110804 581.5 581.5 575.5 576.4 -7.1 866 5,823 +459
Jul12 110804 581.9 583.2 579.4 579.8 -8.4 466 3,601 +134
Total Volume and Open Interest 17,375 159,560 +1,280
Corn(CBOT)
Sep11 110804 705.25 706.00 681.75 693.75 -12.25 99,777 301,417 -10,624
Dec11 110804 711.50 712.50 688.00 701.50 -11.50 230,863 577,981 +20,498
Mar12 110804 723.50 725.00 700.75 714.25 -11.25 35,568 135,541 +4,033
May12 110804 728.50 730.00 706.00 718.75 -11.25 10,725 31,499 +1,163
Jul12 110804 731.75 733.00 709.50 722.25 -11.50 12,206 71,930 -98
Sep12 110804 683.00 683.00 667.50 678.50 -11.00 1,717 11,831 +269
Total Volume and Open Interest 397,997 1,234,631 +16,205
Wheat(CBOT)
Sep11 110804 709.00 710.25 674.75 681.75 -28.75 67,010 131,863 -2,698
Dec11 110804 748.50 749.50 716.50 725.50 -24.50 39,401 163,809 +376
Mar12 110804 778.50 779.50 748.00 757.50 -22.50 10,464 52,995 +1,319
May12 110804 789.00 795.75 764.50 772.50 -23.25 1,111 11,031 +36
Jul12 110804 801.00 801.00 774.50 782.75 -24.50 6,731 46,679 +2,017
Total Volume and Open Interest 125,972 431,604 +1,475
Wheat(KCBT)
Sep11 110804 797.00 798.00 768.50 771.00 -27.00 13,716 67,168 -703
Dec11 110804 819.75 822.00 793.25 796.00 -26.25 12,415 60,462 -648
Mar12 110804 835.00 835.25 807.75 810.50 -25.75 2,451 20,144 +118
May12 110804 835.50 839.25 813.50 814.50 -26.25 575 3,276 -144
Jul12 110804 839.75 839.75 810.25 813.50 -24.75 2,422 16,345 +1,213
Total Volume and Open Interest 31,707 170,548 -138
Wheat(MGE)
Sep11 110804 841.00 841.25 816.75 823.25 -21.50 5,947 17,256 -436
Dec11 110804 851.75 851.75 824.25 831.50 -21.00 5,161 19,877 +382
Mar12 110804 864.00 864.00 836.75 842.50 -21.75 2,341 6,472 -3
May12 110804 868.00 868.00 844.75 849.50 -22.25 1,270 3,243 -10
Jul12 110804 872.00 874.00 849.50 854.75 -22.25 951 4,738 -4
Total Volume and Open Interest 16,264 55,522 -71
Oats(CBOT)
Sep11 110804 346.00 348.25 331.50 331.50 -14.00 473 2,019 -293
Dec11 110804 355.25 358.00 343.00 343.00 -13.50 636 9,242 +129
Mar12 110804 358.00 358.75 354.00 354.00 -13.00 19 844 +17
May12 110804 361.00 373.50 361.00 361.00 -12.50 0 27 +0
Total Volume and Open Interest 1,128 12,161 -147
Rough Rice(CBOT)
Sep11 110804 16.38 16.40 16.16 16.25 -0.09 1,205 8,547 -201
Nov11 110804 16.70 16.72 16.47 16.57 -0.10 840 7,771 +311
Jan12 110804 16.89 16.95 16.80 16.86 -0.09 63 672 +23
Mar12 110804 17.15 17.16 17.09 17.16 -0.09 5 821 +0
Total Volume and Open Interest 2,160 17,869 +163
Live Cattle(CME)
Aug11 110804 113.135 113.650 112.135 112.650 -0.485 13,139 32,563 -2,154
Oct11 110804 118.250 118.635 117.050 117.680 -0.605 22,531 131,027 +1,467
Dec11 110804 121.000 121.250 119.700 120.100 -0.935 8,094 89,714 +95
Feb12 110804 123.800 124.000 122.300 123.050 -0.735 3,581 31,503 +71
Apr12 110804 126.100 126.200 124.385 124.900 -1.235 1,125 17,465 +207
Jun12 110804 123.050 123.050 121.800 122.400 -0.930 468 7,674 +304
Total Volume and Open Interest 49,047 311,162 +33
Feeder Cattle(CME)
Aug11 110804 134.285 134.700 132.750 133.150 -1.200 3,384 9,322 -895
Sep11 110804 135.600 136.285 133.750 134.100 -1.385 3,375 10,482 -343
Oct11 110804 136.600 137.300 134.825 135.535 -1.200 2,926 10,640 +413
Nov11 110804 138.000 138.000 135.800 136.450 -1.085 523 4,350 +29
Jan12 110804 138.035 138.435 136.825 137.325 -0.775 303 2,375 +44
Mar12 110804 137.950 138.000 137.000 137.600 -0.530 110 727 +50
Apr12 110804 138.300 138.300 137.500 137.900 -1.350 44 187 +17
Total Volume and Open Interest 10,678 38,227 -672
Lean Hogs(CME)
Aug11 110804 104.750 106.035 104.535 105.550 +0.900 3,929 15,883 -11
Oct11 110804 92.950 93.250 91.480 92.750 +0.500 15,232 98,115 +2,186
Dec11 110804 89.385 89.850 88.285 89.300 -0.030 8,380 71,438 +809
Feb12 110804 91.600 91.680 90.250 91.400 +0.015 2,444 34,172 +385
Apr12 110804 92.980 93.000 91.900 92.830 -0.100 1,830 21,500 +829
May12 110804 96.080 96.700 95.430 96.700 +0.300 50 949 +39
Jun12 110804 98.250 98.250 97.200 98.230 +0.130 522 11,440 +295
Jul12 110804 96.900 96.900 96.100 96.800 +0.100 151 3,545 +94
Total Volume and Open Interest 32,663 260,019 +4,819
Class III Milk(CME)
Aug11 110804 21.50 21.54 21.36 21.45 unch 245 6,377 -38
Sep11 110804 20.32 20.48 19.90 20.16 -0.15 356 6,300 -107
Oct11 110804 19.56 19.63 19.20 19.27 -0.26 259 5,049 +8
Nov11 110804 18.68 18.80 18.42 18.47 -0.18 155 4,084 +25
Dec11 110804 17.79 17.79 17.50 17.60 -0.13 141 3,609 -24
Total Volume and Open Interest 1,508 38,764 -67
Cocoa(ICE)
Sep11 110804 2922 2939 2875 2905 -11 14,020 50,748 -5,386
Dec11 110804 2956 2972 2912 2941 -11 11,102 53,751 +3,806
Mar12 110804 3023 3023 2967 2995 -9 3,363 39,057 +1,549
May12 110804 3007 3018 2974 2998 -13 622 12,536 +424
Jul12 110804 3039 3039 2985 3011 -11 205 5,322 -11
Sep12 110804 3025 3027 2995 3019 -9 1,588 9,456 +1,059
Dec12 110804 3031 3031 3017 3028 -8 36 4,176 +20
Total Volume and Open Interest 30,936 178,418 +1,461
Coffee "C"(ICE)
Sep11 110804 242.15 243.10 234.75 235.85 -6.05 12,760 43,666 -2,650
Dec11 110804 246.00 246.50 238.65 239.75 -5.75 6,433 45,168 +69
Mar12 110804 247.65 248.50 241.50 242.55 -5.20 2,334 12,033 +397
May12 110804 248.10 248.20 243.00 243.90 -5.25 880 5,224 -92
Jul12 110804 248.80 248.95 244.00 244.45 -5.45 188 2,104 +60
Sep12 110804 248.40 248.55 243.50 244.05 -5.40 33 1,806 +19
Total Volume and Open Interest 22,684 111,530 -2,165
Orange Juice(ICE)
Sep11 110804 197.70 197.85 190.00 190.10 -7.80 691 24,371 -177
Nov11 110804 187.90 188.80 181.50 181.75 -7.00 581 9,869 +264
Jan12 110804 181.50 181.70 176.75 176.75 -5.30 56 1,828 +40
Mar12 110804 175.75 177.00 175.00 175.25 -3.05 22 316 +0
May12 110804 173.20 173.20 173.20 173.20 -3.10 3 283 +0
Jul12 110804 172.70 172.70 172.70 172.70 -3.10 3 132 +2
Total Volume and Open Interest 1,356 36,810 +129
Sugar #11(ICE)
Oct11 110804 28.01 28.15 26.99 27.79 +0.10 53,973 290,419 -6,295
Mar12 110804 26.81 27.06 26.09 26.81 +0.07 19,466 151,133 +204
May12 110804 25.99 25.99 25.02 25.62 -0.07 7,587 46,493 -1,378
Jul12 110804 24.96 25.00 24.31 24.78 -0.16 4,112 65,544 -690
Oct12 110804 24.37 24.39 23.75 24.19 -0.16 1,806 29,876 -417
Total Volume and Open Interest 88,607 623,987 -8,163
London Cocoa(LCE)
Sep11 110804 1840 1855 1831 1833 -3 4,172 71,928 -562
Dec11 110804 1869 1881 1861 1864 unch 2,561 50,613 -64
Mar12 110804 1886 1897 1879 1883 +1 1,056 39,664 +273
May12 110804 1898 1906 1896 1896 +3 157 14,124 +8
Jul12 110804 1907 1917 1900 1904 +3 75 6,200 -36
Sep12 110804 1909 1918 1909 1913 +3 150 4,716 -9
Dec12 110804 1926 1926 1926 1926 +2 149 7,856 +130
Total Volume and Open Interest 8,324 195,978 -256
London Sugar(LCE)
Oct11 110804 737.40 738.40 717.10 719.80 -4.80 3,953 25,407 -388
Dec11 110804 697.00 699.20 680.10 681.80 -7.20 807 7,559 +72
Mar12 110804 684.60 684.70 667.80 669.10 -7.70 609 9,662 -189
May12 110804 663.30 663.30 651.00 651.80 -7.80 57 3,322 -1
Aug12 110804 644.80 644.80 634.50 636.50 -5.80 21 1,928 -16
Total Volume and Open Interest 5,449 49,447 -522
Cotton(ICE)
Oct11 110804 104.60 105.71 102.74 105.01 +0.59 127 526 +4
Dec11 110804 103.95 105.68 102.51 104.92 +0.76 13,690 100,533 +917
Mar12 110804 101.52 103.00 100.50 102.41 +0.59 4,085 26,247 +135
May12 110804 99.50 102.00 99.43 101.41 +1.52 753 5,792 +100
Jul12 110804 98.60 101.00 98.60 100.97 +2.06 190 7,445 +11
Oct12 110804 99.06 99.06 99.06 99.06 +2.06 0 3 +0
Total Volume and Open Interest 18,879 144,447 +1,183
Lumber(CME)
Sep11 110804 228.0 228.0 221.6 224.5 +1.9 1,019 5,833 +189
Nov11 110804 239.5 240.0 232.6 233.1 -4.9 491 3,856 +24
Jan12 110804 262.0 262.5 255.0 260.0 -1.5 88 872 -7
Mar12 110804 272.5 272.5 270.0 270.0 -0.5 0 130 +0
Total Volume and Open Interest 1,598 10,693 +206
Crude Oil(NYM)
Sep11 110804 91.94 92.59 86.04 86.63 -5.30 328,175 352,810 -11,727
Oct11 110804 92.52 92.95 86.47 87.04 -5.29 85,140 112,522 -1,921
Nov11 110804 92.97 93.24 87.00 87.49 -5.29 39,078 95,651 +4,519
Dec11 110804 93.25 93.79 87.47 87.96 -5.28 55,788 202,280 -426
Jan12 110804 93.60 93.63 88.13 88.43 -5.24 10,038 53,264 +206
Feb12 110804 94.50 94.50 88.85 88.90 -5.21 3,576 24,951 +384
Mar12 110804 94.27 94.27 89.11 89.38 -5.18 4,096 36,991 +145
Apr12 110804 94.74 94.76 89.85 89.85 -5.15 2,590 23,151 +112
May12 110804 94.29 95.02 90.10 90.32 -5.11 2,746 19,027 +312
Jun12 110804 96.00 96.00 90.34 90.77 -5.07 14,096 83,397 -228
Jul12 110804 96.32 96.32 91.19 91.19 -5.03 2,850 30,306 -211
Aug12 110804 96.18 96.19 91.10 91.52 -4.99 1,724 16,947 +65
Sep12 110804 92.92 92.92 91.62 91.82 -4.95 1,674 17,365 -41
Oct12 110804 92.10 93.21 92.10 92.10 -4.91 907 12,738 +133
Nov12 110804 94.11 94.11 92.38 92.38 -4.87 691 20,594 -134
Dec12 110804 97.50 97.50 92.28 92.67 -4.83 25,904 143,309 -2,239
Total Volume and Open Interest 616,720 1,528,978 -7,162
e-miNY Crude Oil(NYM)
Aug11 110719 96.125 98.650 95.925 97.500 +1.575 5,608 3,447 -104
Sep11 110804 92.050 92.525 86.025 86.625 -5.300 8,451 3,930 -82
Oct11 110804 92.675 92.850 86.600 87.050 -5.275 407 639 +5
Nov11 110804 93.250 93.300 87.500 87.500 -5.275 107 232 +22
Dec11 110804 93.400 93.400 87.650 87.950 -5.300 46 494 -2
Jan12 110804 88.425 88.425 88.425 88.425 -5.250 1 14 +0
Feb12 110804 90.000 90.000 88.900 88.900 -5.200 1 3 +0
Mar12 110804 89.375 89.375 89.375 89.375 -5.175 2 10 +0
Apr12 110804 89.850 89.850 89.850 89.850 -5.150 0 1 +0
May12 110804 90.325 90.325 90.325 90.325 -5.100 3 1 +0
Total Volume and Open Interest 9,020 5,512 -55
Heating Oil(NYM)
Sep11 110804 302.50 303.75 288.89 289.39 -12.50 47,752 103,275 -4,281
Oct11 110804 303.72 304.95 289.99 290.48 -12.70 17,967 40,376 +1,997
Nov11 110804 306.16 306.16 291.25 291.69 -12.93 7,296 31,674 +939
Dec11 110804 306.94 307.20 292.44 292.93 -13.08 6,869 39,123 +287
Jan12 110804 308.16 308.16 293.77 294.16 -13.19 2,707 23,676 +292
Feb12 110804 308.37 308.41 294.17 294.24 -13.24 1,141 10,740 +165
Mar12 110804 302.91 302.91 293.36 293.36 -13.22 875 7,374 -300
Apr12 110804 302.80 302.80 291.02 291.41 -13.10 333 3,761 +79
May12 110804 300.50 300.50 289.61 289.61 -13.03 251 4,049 -203
Jun12 110804 302.74 302.74 288.83 288.83 -12.93 714 23,932 +144
Jul12 110804 299.00 299.00 289.48 289.48 -12.93 1 1,831 -3
Aug12 110804 301.60 301.60 290.63 290.63 -12.93 0 959 +0
Total Volume and Open Interest 85,938 302,304 -878
Gasoline(NYMEX)
Sep11 110804 293.67 294.00 272.80 273.72 -19.41 53,676 92,966 +21
Oct11 110804 281.30 281.33 262.02 262.88 -17.63 21,108 42,027 +1,872
Nov11 110804 278.59 278.59 260.42 261.20 -16.59 8,666 21,853 -330
Dec11 110804 276.96 276.96 259.61 260.49 -16.05 12,388 36,658 +2,079
Jan12 110804 274.90 274.92 261.00 261.00 -15.93 2,161 13,384 +313
Feb12 110804 278.49 279.05 262.39 262.39 -15.87 741 5,962 +20
Mar12 110804 275.67 275.67 264.27 264.27 -15.86 410 8,791 -98
Apr12 110804 283.48 284.09 275.70 276.02 -15.51 83 5,646 -21
May12 110804 277.96 277.96 276.32 276.32 -15.39 14 2,196 +0
Jun12 110804 288.79 288.79 275.97 275.97 -15.21 968 7,489 -39
Total Volume and Open Interest 103,204 251,600 +5,635
e-miNY RBOB Gasoline(NYM)
Sep11 110804 292.00 292.00 273.70 273.70 -19.40 0 1 +0
Oct11 110804 262.90 262.90 262.88 262.90 -17.60 0 1 +0
Nov11 110804 261.20 261.20 261.20 261.20 -16.60      
Dec11 110804 260.50 260.50 260.49 260.50 -16.00      
Total Volume and Open Interest 0 4 +0
Natural Gas(NYM)
Sep11 110804 4.091 4.118 3.915 3.941 -0.149 68,803 234,871 -3,202
Oct11 110804 4.110 4.126 3.930 3.955 -0.147 31,381 143,591 -2,058
Nov11 110804 4.232 4.244 4.062 4.090 -0.132 33,567 114,842 -43
Dec11 110804 4.440 4.440 4.267 4.297 -0.128 18,835 52,169 +1,981
Jan12 110804 4.533 4.534 4.370 4.398 -0.126 15,421 117,144 -287
Feb12 110804 4.528 4.545 4.378 4.403 -0.125 5,508 30,459 -153
Mar12 110804 4.496 4.518 4.353 4.377 -0.122 4,622 48,208 +111
Apr12 110804 4.463 4.463 4.306 4.332 -0.111 6,022 52,798 +822
May12 110804 4.472 4.474 4.338 4.357 -0.108 1,382 11,426 +323
Jun12 110804 4.507 4.510 4.366 4.393 -0.107 1,010 12,442 +302
Jul12 110804 4.544 4.547 4.419 4.435 -0.107 1,228 9,730 +808
Aug12 110804 4.550 4.560 4.445 4.463 -0.107 368 9,747 -39
Sep12 110804 4.570 4.570 4.457 4.471 -0.107 476 7,561 -26
Oct12 110804 4.600 4.600 4.490 4.506 -0.109 2,651 35,748 +51
Nov12 110804 4.740 4.740 4.651 4.671 -0.104 179 5,306 -9
Dec12 110804 5.000 5.000 4.895 4.916 -0.099 83 11,371 -10
Total Volume and Open Interest 193,385 968,004 -310
Brent Crude Oil(ICE)
Sep11 110804 113.50 113.73 107.00 107.25 -5.98 210,261 187,340 +2,152
Oct11 110804 113.34 113.55 106.90 107.16 -5.91 105,533 144,056 -3,701
Nov11 110804 113.28 113.53 107.00 107.21 -5.85 42,245 68,635 +6,573
Dec11 110804 113.27 113.50 107.03 107.24 -5.80 51,689 102,138 +5,321
Jan12 110804 113.12 113.32 107.24 107.26 -5.77 8,075 24,992 +1,980
Feb12 110804 113.02 113.26 107.08 107.24 -5.74 3,750 17,947 -404
Mar12 110804 112.94 113.19 107.05 107.21 -5.71 3,945 34,266 -325
Apr12 110804 112.80 113.00 107.03 107.18 -5.68 1,809 14,078 -241
May12 110804 112.73 112.94 107.01 107.15 -5.64 1,515 8,891 +96
Jun12 110804 112.68 112.97 106.96 107.10 -5.60 7,322 43,241 +682
Jul12 110804 107.06 107.06 107.06 107.06 -5.56 523 9,215 +165
Aug12 110804 106.99 106.99 106.99 106.99 -5.52 339 5,902 +7
Sep12 110804 107.00 107.00 106.86 106.86 -5.50 367 7,754 -49
Oct12 110804 107.30 107.30 106.72 106.72 -5.47 222 3,716 +39
Total Volume and Open Interest 467,613 826,483 +14,116
Gas Oil(ICE)
Aug11 110804 950.50 953.25 908.00 934.00 -20.25 45,380 69,086 -2,973
Sep11 110804 951.25 953.75 907.50 934.25 -21.00 85,728 156,238 +6,059
Oct11 110804 952.25 953.00 906.75 933.50 -22.25 27,169 72,332 -171
Nov11 110804 950.75 951.75 907.75 933.00 -22.75 11,623 39,089 +1,004
Dec11 110804 953.25 954.00 907.00 933.25 -23.00 23,763 62,881 -1,407
Jan12 110804 953.75 953.75 909.75 934.50 -23.25 8,132 41,815 +621
Feb12 110804 954.00 954.00 912.00 935.00 -23.25 3,167 12,435 -509
Mar12 110804 953.00 954.25 911.75 934.75 -23.25 3,335 13,651 -624
Apr12 110804 953.50 953.50 913.25 933.75 -23.25 1,895 9,058 -149
May12 110804 951.25 951.25 910.25 933.25 -23.00 1,253 7,902 -85
Total Volume and Open Interest 219,354 583,944 -42
Ethanol(CBOT)
Aug11 110803 2.836 2.836 2.800 2.800 -0.042 102 196 -79
Sep11 110804 2.688 2.703 2.631 2.642 -0.080 313 1,539 -115
Oct11 110804 2.595 2.595 2.548 2.557 -0.069 580 1,288 -42
Nov11 110804 2.560 2.560 2.521 2.526 -0.064 139 1,212 +39
Dec11 110804 2.548 2.549 2.508 2.516 -0.059 138 1,581 -2
Jan12 110804 2.535 2.535 2.490 2.499 -0.056 30 851 +18
Feb12 110804 2.500 2.509 2.495 2.500 -0.055 15 518 +5
Mar12 110804 2.500 2.512 2.496 2.508 -0.056 37 411 +6
Total Volume and Open Interest 1,356 9,528 -88
WTI Crude Oil(ICE
Sep11 110804 92.41 92.46 86.06 86.63 -5.30 80,195 75,410 -3,803
Oct11 110804 92.81 92.86 86.49 87.04 -5.29 21,753 40,881 +2,119
Nov11 110804 93.30 93.30 86.94 87.49 -5.29 11,484 26,973 +1,544
Dec11 110804 93.40 93.40 87.46 87.96 -5.28 18,312 91,555 -376
Jan12 110804 93.40 93.40 88.04 88.43 -5.24 3,327 20,044 +475
Feb12 110804 93.63 93.70 88.57 88.90 -5.21 1,223 6,238 +114
Mar12 110804 94.34 94.34 89.00 89.38 -5.18 1,283 16,189 -99
Apr12 110804 94.49 94.49 89.56 89.85 -5.15 465 4,731 -23
May12 110804 94.45 94.45 90.07 90.32 -5.11 502 3,323 +59
Jun12 110804 95.78 95.88 90.47 90.77 -5.07 2,618 29,679 -340
Jul12 110804 91.19 91.19 91.19 91.19 -5.03 357 4,771 -20
Aug12 110804 94.83 94.83 91.52 91.52 -4.99 20 1,356 +3
Sep12 110804 91.82 91.82 91.82 91.82 -4.95 73 5,092 +13
Oct12 110804 92.10 92.10 92.10 92.10 -4.91 0 1,176 +0
Nov12 110804 95.62 95.62 92.38 92.38 -4.87 0 2,549 +0
Dec12 110804 97.84 97.88 92.11 92.67 -4.83 6,204 46,515 -62
Total Volume and Open Interest 157,292 455,602 +3,420
US Dollar Index(ICE)
Sep11 110804 74.080 75.550 74.020 75.360 +1.160 30,435 59,809 +19
Dec11 110804 74.550 75.900 74.550 75.765 +1.145 83 719 +19
Mar12 110804 76.225 76.225 76.225 76.225 +1.145 0 1 +0
Total Volume and Open Interest 30,518 60,529 +38
Australian Dollar(CME)
Sep11 110804 107.08 107.20 103.98 104.38 -2.36 137,244 133,062 +1,201
Dec11 110804 105.96 106.00 103.00 103.25 -2.36 309 852 +244
Mar12 110804 102.25 104.56 102.25 102.25 -2.31 0 2 +0
Total Volume and Open Interest 137,566 133,930 +1,452
British Pound(CME)
Sep11 110804 164.31 164.35 162.35 162.77 -1.36 86,809 102,906 +4,290
Dec11 110804 163.90 163.97 162.33 162.60 -1.37 22 258 +2
Mar12 110804 162.44 163.82 162.44 162.44 -1.38 0 2 +0
Total Volume and Open Interest 86,831 103,172 +4,292
Canadian Dollar(CME)
Sep11 110804 103.91 104.02 101.77 102.04 -1.73 91,029 127,922 +1,290
Dec11 110804 103.78 103.78 101.65 101.86 -1.71 145 4,098 -3
Mar12 110804 103.10 103.10 101.50 101.67 -1.69 51 672 +35
Jun12 110804 102.26 102.26 101.49 101.49 -1.66 22 314 +22
Total Volume and Open Interest 91,248 133,150 +1,345
Japanese Yen(CME)
Sep11 110804 129.85 130.11 124.67 126.56 -3.55 113,149 147,591 +4,561
Dec11 110804 130.03 130.25 124.84 126.68 -3.57 396 1,232 +200
Mar12 110804 126.84 130.44 126.84 126.84 -3.60 0 45 +0
Total Volume and Open Interest 113,545 148,888 +4,761
Swiss Franc(CME)
Sep11 110804 130.08 131.21 128.29 130.33 +0.07 64,075 56,143 +2,800
Dec11 110804 129.74 131.30 128.55 130.53 +0.05 269 760 +56
Mar12 110804 130.75 130.75 130.72 130.75 +0.03 0 5 +0
Total Volume and Open Interest 64,344 56,911 +2,856
EuroFX(CME)
Sep11 110804 143.46 143.55 140.70 141.21 -1.77 371,534 187,571 +3,295
Dec11 110804 143.16 143.16 140.57 140.94 -1.75 278 1,931 +54
Mar12 110804 141.54 142.38 140.39 140.72 -1.66 20 384 +13
Total Volume and Open Interest 371,832 190,722 +3,362
Mexican Peso(CME)
Aug11 110804 834.8 845.8 834.8 834.8 -11.0      
Sep11 110804 842.0 843.8 820.5 830.5 -11.0 28,871 129,905 -2,848
Total Volume and Open Interest 28,871 130,240 -2,848
Brazilian Real(CME)
Sep11 110804 631.95 638.70 626.20 627.75 -10.75 20 8,163 +10
Oct11 110804 624.40 634.65 624.40 624.40 -10.25      
Nov11 110804 621.00 630.85 621.00 621.00 -9.85      
Dec11 110804 617.65 627.00 617.65 617.65 -9.35 0 138 +0
Total Volume and Open Interest 20 20,722 +10
30-Year T-Bonds(CBOT)
Sep11 110804 131~000 134~080 130~180 133~160 +2~070 447,274 645,102 -3,951
Dec11 110804 129~160 132~240 129~110 132~050 +2~080 5,116 5,827 +1,884
Mar12 110804 130~230 130~230 128~150 130~230 +2~080 2 11 +2
Total Volume and Open Interest 452,392 650,940 -2,065
10-Year T-Notes(CBOT)
Sep11 110804 126~270 128~125 126~205 128~000 +0~305 1,547,645 1,846,050 +6,287
Dec11 110804 125~215 127~070 125~170 126~270 +1~000 4,118 17,578 +178
Mar12 110804 125~270 125~270 124~270 125~270 +1~000      
Total Volume and Open Interest 1,551,763 1,863,628 +6,465
5-Year T-Notes(CBOT)
Sep11 110804 121~114 122~090 121~099 122~062 +0~064 841,719 1,460,629 +33,333
Dec11 110804 121~014 121~047 120~109 121~047 +0~066 2,673 1,867 +1,389
Mar12 110804 120~071 120~071 120~005 120~071 +0~066      
Total Volume and Open Interest 844,392 1,462,496 +34,722
2 Year T-Notes(CBOT)
Sep11 110804 110~002 110~022 109~126 110~015 +0~012 306,644 1,038,512 +17,801
Dec11 110804 109~122 110~000 109~115 110~000 +0~013 1,162 2,369 +457
Mar12 110804 109~066 109~066 109~053 109~066 +0~013      
Total Volume and Open Interest 307,806 1,040,881 +18,258
Eurodollars(CME)
Sep11 110804 99.620 99.670 99.615 99.665 +0.055 399,585 1,196,265 +956
Dec11 110804 99.495 99.580 99.495 99.570 +0.075 348,905 1,154,974 +13,092
Mar12 110804 99.460 99.560 99.460 99.535 +0.065 274,023 1,349,169 +9,286
Jun12 110804 99.440 99.535 99.430 99.505 +0.055 254,548 1,415,936 +20,737
Sep12 110804 99.400 99.490 99.385 99.460 +0.045 314,433 1,012,255 -27,008
Dec12 110804 99.310 99.410 99.290 99.375 +0.045 265,013 758,620 -4,380
Mar13 110804 99.215 99.315 99.190 99.285 +0.050 237,830 755,928 +6,083
Jun13 110804 99.090 99.200 99.050 99.170 +0.060 195,217 553,385 -1,981
Sep13 110804 98.915 99.060 98.885 99.015 +0.065 155,412 511,073 -1,531
Dec13 110804 98.705 98.875 98.675 98.815 +0.075 134,178 357,839 -1,066
Mar14 110804 98.490 98.680 98.460 98.610 +0.085 102,764 265,676 -3,468
Jun14 110804 98.250 98.455 98.225 98.390 +0.100 83,042 217,634 +2,607
Sep14 110804 98.010 98.235 97.985 98.165 +0.115 47,639 131,477 +3,750
Dec14 110804 97.765 97.990 97.725 97.925 +0.130 41,985 132,910 +2,719
Mar15 110804 97.530 97.760 97.490 97.700 +0.145 47,789 102,273 -3,649
Jun15 110804 5.550 5.785 5.505 5.725 +0.155 31,933 82,373 +194
Sep15 110804 5.315 5.570 5.280 5.510 +0.165 13,832 57,762 -2,183
Dec15 110804 5.090 5.355 5.055 5.295 +0.170 16,075 52,567 -1,745
Total Volume and Open Interest      
30 Day Federal Funds(CBOT)
Aug11 110804 99.897 99.920 99.897 99.918 +0.020 22,644 94,733 -3,101
Sep11 110804 99.895 99.930 99.895 99.920 +0.025 14,299 67,365 -892
Oct11 110804 99.885 99.920 99.885 99.910 +0.025 12,151 52,453 -82
Nov11 110804 99.875 99.920 99.875 99.905 +0.030 9,126 50,429 -396
Dec11 110804 99.870 99.915 99.865 99.900 +0.035 7,842 64,834 -1,356
Jan12 110804 99.850 99.910 99.850 99.895 +0.045 7,841 52,483 -203
Total Volume and Open Interest 132,097 858,944 -1,965
30 Day Fed Funds(e-CBOT)
3-Mth Euro-Yen(CME)
Sep11 110804 99.670 99.670 99.670 99.670 +0.005 0 51 +0
Dec11 110804 99.670 99.670 99.670 99.670 +0.005 51 126 +51
Mar12 110804 99.668 99.668 99.668 99.668 +0.005 40 80 +80
Jun12 110804 99.665 99.665 99.665 99.665 +0.005      
Sep12 110804 99.595 99.595 99.595 99.595 +0.005      
Dec12 110804 99.655 99.655 99.655 99.655 +0.005      
Mar13 110804 99.655 99.655 99.655 99.655 +0.005      
Jun13 110804 99.610 99.610 99.610 99.610 +0.005      
Sep13 110804 99.470 99.470 99.470 99.470 +0.005      
Dec13 110804 99.330 99.330 99.330 99.330 +0.005      
Total Volume and Open Interest 91 257 +131
3-Mth Euro-Yen(SGX)
Sep11 110804 99.67 99.67 99.67 99.67 +0.00 200 1,374 +198
Dec11 110804 99.67 99.67 99.67 99.67 +0.00 0 1,478 +0
Mar12 110804 99.67 99.67 99.67 99.67 +0.01 0 1,823 +0
Jun12 110804 99.67 99.67 99.67 99.67 +0.00 2 1,376 +2
Sep12 110804 99.60 99.60 99.60 99.60 +0.01 0 411 +0
Dec12 110804 99.65 99.65 99.65 99.65 +0.00 1 27 +1
Mar13 110804 99.65 99.65 99.65 99.65 +0.00 0 1 +0
Jun13 110804 99.61 99.61 99.61 99.61 +0.00      
Total Volume and Open Interest 203 6,490 +201
Japanese Gov't Bonds(SGX)
Sep11 110804 142.15 142.48 142.11 142.11 -0.06 3,348 24,818 +627
Dec11 110804 141.73 141.73 141.70 141.70 -0.06 0 2 +0
Mar12 110804 139.61 139.61 139.61 139.61 -0.06      
Total Volume and Open Interest 3,348 24,820 +627
Euro-Bund(EUREX)
Sep11 110804 131.55 133.28 131.27 132.79 +0.98 1,059,792 994,198 +4,605
Dec11 110804 130.16 131.87 130.00 131.40 +0.98 638 1,671 +357
Mar12 110804 131.79 131.79 131.79 131.79 +1.00 201 1 +1
Total Volume and Open Interest 1,060,631 995,870 +4,963
Euro-Bobl(EUREX)
Sep11 110804 120.14 121.22 119.87 120.92 +0.67 688,872 761,845 +19,015
Dec11 110804 119.00 120.21 119.00 119.97 +0.68 4 700 +4
Mar12 110804 119.92 119.92 119.92 119.92 +0.64      
Total Volume and Open Interest 688,876 762,545 +19,019
3-Mth Euribor(EUREX)
Sep11 110804 98.400 98.490 98.400 98.490 +0.080 15 2,151 -2
Dec11 110804 98.425 98.580 98.425 98.580 +0.155 7 1,551 +0
Mar12 110804 98.435 98.625 98.435 98.625 +0.195 0 2,474 +0
Total Volume and Open Interest 422 10,089 +140
Long Gilt(LIFFE)
Sep11 110804 125~26 126~31 125~24 126~28 +0~18 163,162 363,562 +7,083
Dec11 110804 125~18 125~18 125~18 125~18 +0~19 0 1 +0
Total Volume and Open Interest 163,162 363,563 +7,083
3-Mth Short Sterling(LIFFE)
Sep11 110804 99.12 99.15 99.12 99.14 +0.02 58,404 414,191 -8,332
Dec11 110804 99.09 99.14 99.08 99.12 +0.03 61,973 520,891 +2,302
Mar12 110804 99.06 99.12 99.06 99.11 +0.04 46,962 458,127 +425
Jun12 110804 99.02 99.09 99.01 99.08 +0.05 44,739 304,258 -11,124
Sep12 110804 98.95 99.03 98.95 99.02 +0.05 55,314 306,148 +2,192
Dec12 110804 98.85 98.94 98.83 98.92 +0.05 65,733 290,827 -3,565
Total Volume and Open Interest 455,141 2,745,770 -15,639
3-Mth Euribor(LIFFE)
Sep11 110804 98.410 98.555 98.385 98.505 +0.095 133,332 720,446 +4,867
Dec11 110804 98.420 98.645 98.375 98.585 +0.160 225,199 621,202 +18,921
Mar12 110804 98.425 98.700 98.375 98.630 +0.200 210,066 510,897 +3,251
Total Volume and Open Interest 1,277,965 3,709,321 +82,568
3-Mth Aus T-Bills(SFE)
Sep11 110804 95.24 95.30 95.16 95.17 -0.09 75,780 257,544 +32,481
Dec11 110804 95.51 95.61 95.42 95.46 -0.06 106,793 270,204 +30,370
Mar12 110804 95.65 95.77 95.56 95.58 -0.08 70,519 163,362 +9,165
Jun12 110804 95.67 95.80 95.59 95.60 -0.09 20,893 87,531 +3,678
Sep12 110804 95.66 95.78 95.57 95.58 -0.10 10,843 57,721 +551
Dec12 110804 95.62 95.72 95.54 95.54 -0.10 3,817 35,449 +449
Mar13 110804 95.58 95.58 95.50 95.50 -0.11 1,957 36,132 +1,295
Jun13 110804 95.52 95.52 95.43 95.44 -0.12 2,637 15,679 +1,908
Sep13 110804 95.46 95.48 95.37 95.37 -0.13 155 3,037 +102
Dec13 110804 95.37 95.37 95.29 95.29 -0.13 28 1,602 -18
Total Volume and Open Interest 293,422 928,404 +79,981
10-Year Aus T-Bonds(SFE)
Sep11 110804 95.36 95.38 95.27 95.27 -0.10 110,375 443,063 +33,470
Dec11 110804 95.27 95.27 95.27 95.27 -0.10      
Total Volume and Open Interest 110,375 443,063 +33,470
3-Year Aus T-Bonds(SFE)
Sep11 110804 95.97 96.04 95.84 95.86 -0.12 526,843 964,128 +180,856
Dec11 110804 95.86 95.86 95.86 95.86 -0.12      
Total Volume and Open Interest 526,843 964,128 +180,856
Gold(CMX)
Aug11 110804 1660.5 1681.7 1640.0 1656.2 -7.2 2,440 5,681 -638
Oct11 110804 1661.3 1683.5 1641.1 1657.5 -7.4 11,835 26,151 +37
Dec11 110804 1662.9 1684.9 1642.2 1659.0 -7.3 173,572 385,002 +5,730
Feb12 110804 1665.8 1685.5 1645.0 1660.5 -7.4 6,853 12,753 +528
Apr12 110804 1669.5 1687.5 1648.7 1662.0 -7.5 383 6,303 +21
Jun12 110804 1689.3 1689.3 1650.0 1663.7 -7.6 690 15,051 +234
Aug12 110804 1679.3 1688.0 1650.0 1665.6 -7.6 11 5,521 -4
Oct12 110804 1674.7 1674.7 1658.0 1667.5 -7.8 5 4,161 +4
Dec12 110804 1677.2 1696.0 1655.0 1669.8 -8.0 343 12,181 +128
Feb13 110804 1676.0 1676.0 1664.0 1671.8 -8.0 3 1,558 +0
Apr13 110804 1678.0 1678.0 1670.9 1673.9 -8.4 0 226 +0
Jun13 110804 1692.0 1692.0 1660.0 1676.5 -8.7 41 11,474 +39
Total Volume and Open Interest 201,456 529,403 +5,754
Silver(CMX)
Sep11 110804 4175.5 4229.5 3847.0 3943.1 -232.7 45,261 58,468 -813
Dec11 110804 4168.0 4231.0 3850.0 3946.0 -232.7 2,379 32,452 +112
Mar12 110804 4190.0 4217.5 3857.0 3947.1 -232.5 651 5,592 -19
May12 110804 4179.0 4179.0 3877.0 3945.4 -232.2 18 1,721 +14
Jul12 110804 4174.0 4217.5 3900.5 3944.5 -232.4 31 1,853 -13
Sep12 110804 4165.0 4223.5 3913.0 3941.9 -232.4 25 291 +16
Dec12 110804 4159.0 4204.0 3863.5 3935.8 -232.4 60 8,345 +5
Total Volume and Open Interest 48,569 120,385 -676
Platinum(NYMEX)
Oct11 110804 1785.1 1795.4 1718.0 1729.4 -55.6 5,989 33,583 -504
Jan12 110804 1779.7 1779.7 1721.9 1732.7 -55.6 47 1,377 +24
Apr12 110804 1760.8 1761.0 1733.4 1735.5 -55.6 1 127 +1
Jul12 110804 1739.0 1739.0 1738.8 1738.8 -55.6 0 11 +0
Total Volume and Open Interest 6,037 35,099 -482
Palladium(NYMEX)
Sep11 110804 795.15 799.00 742.50 752.95 -42.15 2,456 22,978 -40
Dec11 110804 798.10 798.30 744.00 754.45 -42.15 65 2,037 +49
Mar12 110804 97.44 99.89 90.74 99.89 -42.45 5 71 +4
Total Volume and Open Interest 2,526 25,086 +13
Copper(CMX)
Sep11 110804 433.65 436.20 421.25 423.55 -9.05 35,085 83,600 -2,854
Dec11 110804 437.00 438.40 423.60 425.95 -9.00 6,829 45,548 +1,066
Mar12 110804 435.00 435.00 425.40 427.40 -8.95 1,378 15,835 +162
May12 110804 430.00 434.50 427.95 427.95 -8.85 76 2,571 +41
Jul12 110804 434.00 434.50 427.80 427.80 -8.75 206 1,061 +35
Total Volume and Open Interest 44,251 156,089 -1,750
DJIA Index(CBOT)
Sep11 110804 11817 11890 11320 11371 -447 594 17,659 +24
Dec11 110804 11302 11747 11302 11302 -445 5 91 +3
Mar12 110804 11233 11678 11233 11233 -445      
Jun12 110804 11163 11608 11163 11163 -445      
Total Volume and Open Interest 599 17,750 +27
Mini DJIA Index(CBOT)
Sep11 110804 11816 11898 11311 11371 -447 156,865 109,835 +1,429
Dec11 110804 11776 11815 11243 11302 -445 194 444 +7
Mar12 110804 11659 11659 11233 11233 -445 3 12 +1
Jun12 110804 11163 11163 11163 11163 -445      
Total Volume and Open Interest 157,062 110,291 +1,437
S & P 500(CME)
Sep11 110804 1254.10 1264.00 1193.50 1198.70 -55.80 31,700 282,189 +2,573
Dec11 110804 1232.20 1233.50 1188.90 1193.00 -55.90 42 11,133 +26
Mar12 110804 1187.40 1188.40 1183.40 1187.40 -56.00 0 10 +0
Jun12 110804 1212.00 1212.00 1178.40 1182.20 -56.20 28 18 +13
Total Volume and Open Interest 31,770 293,350 +2,612
S & P 500 E-Mini(Globex)
Sep11 110804 1254.25 1264.25 1193.25 1198.75 -55.75 3,293,753 2,786,136 +68,434
Dec11 110804 1248.50 1258.00 1188.00 1193.00 -56.00 1,893 24,952 +560
Total Volume and Open Interest 3,295,704 2,811,337 +69,029
NASDAQ 100(CME)
Sep11 110804 2305.00 2319.00 2195.00 2209.50 -93.00 1,738 17,973 -546
Dec11 110804 2250.00 2250.00 2195.00 2204.00 -93.00 0 10 +0
Mar12 110804 2200.80 2203.80 2200.80 2200.80 -93.00      
Total Volume and Open Interest 1,738 17,983 -546
NASDAQ 100 E-Mini(Globex)
Sep11 110804 2303.80 2319.50 2195.00 2209.50 -93.00 340,611 348,753 -320
Dec11 110804 2310.00 2312.80 2192.00 2204.00 -93.00 420 5,053 -5
Total Volume and Open Interest 341,031 353,814 -325
S & P Midcap 400(CME)
Sep11 110804 858.10 858.10 858.10 858.10 -50.20 0 2,905 +0
Dec11 110804 855.90 855.90 855.90 855.90 -50.20      
Mar12 110804 854.20 854.20 854.20 854.20 -50.20      
Total Volume and Open Interest 0 2,905 +0
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Sep11 110804 9670 9780 9290 9295 -370 11,516 35,986 -768
Dec11 110804 9700 9705 9265 9265 -370 0 2 -3
Total Volume and Open Interest 11,516 35,988 -771
Nikkei 225(SGX)
Sep11 110804 9625 9770 9515 9665 +35 125,850 193,144 +2,497
Dec11 110804 9610 9690 9585 9610 +40 114 8,316 +10
Mar12 110804 9605 9605 9605 9605 +40 0 10 +0
Total Volume and Open Interest 126,027 214,305 +2,484
CAC 40(EURONEXT)
Aug11 110804 3486.5 3510.5 3244.0 3317.5 -139.0 197,319 336,637 -10,150
Sep11 110804 3486.5 3507.0 3242.0 3314.5 -139.0 15,954 50,543 +12,257
Oct11 110804 3315.0 3315.0 3315.0 3315.0 -138.0 0 5 +0
Total Volume and Open Interest 213,273 387,217 +2,107
Hang Seng Index(HKFE)
Aug11 110804 22000 22029 21645 21705 -234 75,859 91,037 +945
Sep11 110804 21900 21935 21560 21615 -235 969 5,379 +19
Total Volume and Open Interest 77,039 100,445 +956
DAX(EUREX)
Sep11 110804 6700.0 6750.5 6257.5 6417.0 -228.0 224,559 156,800 +1,970
Dec11 110804 6734.0 6774.5 6288.5 6439.5 -231.0 837 8,691 -142
Mar12 110804 6802.5 6802.5 6330.5 6464.5 -234.0 257 385 -12
Total Volume and Open Interest 225,653 165,876 +1,816
FT-SE 100(EURONEXT)
Sep11 110804 5603.00 5618.50 5256.00 5388.00 -181.50 145,201 626,671 +5,370
Dec11 110804 5581.00 5581.00 5350.00 5363.00 -181.50 35 827 +7
Mar12 110804 5326.50 5326.50 5326.50 5326.50 -181.50 0 163 +0
Total Volume and Open Interest 145,236 627,777 +5,377
SPI 200(SFE)
Sep11 110804 4291.0 4322.0 4229.0 4242.0 -44.0 50,725 224,039 +12,978
Dec11 110804 4300.0 4322.0 4247.0 4258.0 -45.0 230 5,106 +37
Mar12 110804 4242.0 4242.0 4242.0 4242.0 -43.0 60 1,598 +0
Total Volume and Open Interest 51,591 234,060 +13,438
GSCI(CME)
Aug11 110804 8.14 8.14 644.00 644.00 +628.36 260 9,147 -34
Sep11 110804 645.25 17.09 645.25 645.25 +628.21 104 24 +22
Oct11 110804 646.75 646.75 646.75 646.75 +628.61      
Total Volume and Open Interest 364 9,171 -12
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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