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MRCI's End of Day Prices

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MRCI's End of Day Prices
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Daily Futures Price Listing Fri August 05, 2011
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Aug11 110805 1333.25 1340.00 1316.00 1331.50 -7.75 2,388 3,555 -957
Sep11 110805 1330.00 1336.50 1313.50 1328.00 -8.25 13,034 42,587 -1,528
Nov11 110805 1338.00 1345.00 1321.00 1336.00 -9.25 66,366 298,669 -4,619
Jan12 110805 1350.50 1355.25 1332.25 1347.25 -9.00 5,298 53,720 +850
Mar12 110805 1358.00 1361.50 1339.00 1354.00 -9.50 1,852 28,750 +291
May12 110805 1360.00 1363.25 1342.00 1355.50 -10.25 2,207 34,427 +18
Jul12 110805 1359.25 1369.25 1344.00 1358.00 -11.25 2,089 19,690 +262
Total Volume and Open Interest 94,163 506,932 -5,450
Soybean Meal(CBOT)
Aug11 110805 347.20 350.00 343.50 345.20 -2.40 5,879 4,011 -1,100
Sep11 110805 348.90 351.80 345.10 346.90 -2.50 15,646 37,276 +487
Oct11 110805 350.90 353.70 335.80 348.60 -2.90 3,923 16,744 -334
Dec11 110805 354.50 358.00 350.50 352.50 -3.20 28,896 84,893 -1,017
Jan12 110805 356.20 359.80 352.80 354.60 -3.10 654 7,372 -4
Mar12 110805 360.00 362.50 357.10 357.40 -3.10 827 6,113 -11
May12 110805 359.00 362.60 357.70 358.00 -3.30 1,277 9,185 +302
Jul12 110805 362.90 362.90 358.60 358.60 -3.50 796 2,948 +329
Total Volume and Open Interest 58,039 172,796 -1,289
Soybean Oil(CBOT)
Aug11 110805 55.14 55.14 54.00 54.90 -0.28 1,770 1,529 -463
Sep11 110805 55.03 55.37 54.08 55.00 -0.29 15,884 47,959 +73
Oct11 110805 55.25 55.55 54.25 55.17 -0.31 3,528 22,362 +141
Dec11 110805 55.62 55.94 54.63 55.55 -0.32 42,421 152,080 -3,730
Jan12 110805 55.99 56.16 54.94 55.83 -0.32 3,137 24,882 -14
Mar12 110805 56.25 56.42 55.25 56.08 -0.31 1,465 14,300 -165
May12 110805 55.90 56.57 55.45 56.25 -0.29 1,174 9,292 +104
Jul12 110805 56.25 56.70 55.53 56.42 -0.24 1,117 4,866 +93
Total Volume and Open Interest 70,611 280,424 -3,940
Canola(WCE)
Nov11 110805 559.5 564.0 553.5 555.5 -4.0 9,307 118,906 -1,338
Jan12 110805 565.5 568.0 561.9 564.0 -3.9 4,823 23,003 +588
Mar12 110805 569.5 571.7 565.7 568.3 -4.1 399 5,679 -61
May12 110805 574.5 574.9 569.2 571.8 -4.6 183 5,825 +2
Jul12 110805 571.9 577.2 571.9 574.6 -5.2 32 3,626 +25
Total Volume and Open Interest 14,756 158,788 -772
Corn(CBOT)
Sep11 110805 688.00 699.75 679.00 693.00 -0.75 88,522 294,072 -7,345
Dec11 110805 696.00 709.25 687.00 703.00 +1.50 182,281 586,219 +8,238
Mar12 110805 709.75 722.00 700.00 716.00 +1.75 20,619 137,301 +1,760
May12 110805 714.75 725.50 706.00 721.00 +2.25 4,381 32,098 +599
Jul12 110805 716.25 730.25 709.25 724.00 +1.75 7,621 71,426 -504
Sep12 110805 670.00 683.50 666.00 677.50 -1.00 1,096 11,869 +38
Total Volume and Open Interest 309,529 1,238,352 +3,721
Wheat(CBOT)
Sep11 110805 680.25 682.75 665.25 679.00 -2.75 47,148 128,618 -3,245
Dec11 110805 725.25 726.50 708.75 723.00 -2.50 32,192 164,174 +365
Mar12 110805 752.00 761.50 742.00 760.25 +2.75 4,802 54,033 +1,038
May12 110805 766.00 778.00 758.50 776.50 +4.00 1,441 11,104 +73
Jul12 110805 780.00 786.75 767.00 784.75 +2.00 3,277 47,398 +719
Total Volume and Open Interest 90,515 431,040 -564
Wheat(KCBT)
Sep11 110805 770.00 781.50 759.75 780.25 +9.25 11,237 65,792 -1,376
Dec11 110805 794.50 804.25 784.50 803.50 +7.50 8,802 62,109 +1,647
Mar12 110805 811.75 818.00 799.50 818.00 +7.50 1,809 20,530 +386
May12 110805 813.00 824.75 805.50 824.75 +10.25 385 3,333 +57
Jul12 110805 813.00 823.00 804.75 821.75 +8.25 877 16,433 +88
Total Volume and Open Interest 23,201 171,381 +833
Wheat(MGE)
Sep11 110805 822.75 829.75 810.50 827.50 +4.25 2,307 15,774 -1,482
Dec11 110805 827.50 836.75 817.75 834.75 +3.25 2,014 20,226 +349
Mar12 110805 831.50 847.75 830.00 846.00 +3.50 599 6,334 -138
May12 110805 837.75 853.75 837.75 852.25 +2.75 334 3,209 -34
Jul12 110805 845.00 859.75 842.50 857.50 +2.75 481 4,746 +8
Total Volume and Open Interest 6,131 54,221 -1,301
Oats(CBOT)
Sep11 110805 332.00 337.50 326.50 335.25 +3.75 137 2,016 -3
Dec11 110805 344.25 348.25 338.00 346.25 +3.25 803 9,301 +59
Mar12 110805 351.00 359.00 350.25 357.25 +3.25 6 847 +3
May12 110805 364.25 364.25 361.00 364.25 +3.25 0 27 +0
Total Volume and Open Interest 946 12,220 +59
Rough Rice(CBOT)
Sep11 110805 16.24 16.34 15.89 16.30 +0.05 664 8,307 -240
Nov11 110805 16.56 16.64 16.19 16.61 +0.04 622 7,889 +118
Jan12 110805 16.64 16.90 16.56 16.90 +0.03 91 732 +60
Mar12 110805 16.91 17.17 16.85 17.17 +0.01 141 795 -26
Total Volume and Open Interest 1,655 17,875 +6
Live Cattle(CME)
Aug11 110805 112.635 114.150 112.135 114.135 +1.485 12,408 30,245 -2,318
Oct11 110805 117.400 118.850 116.900 118.600 +0.920 18,132 132,258 +1,231
Dec11 110805 119.750 121.200 119.450 120.700 +0.600 8,454 89,473 -241
Feb12 110805 122.500 123.900 122.050 123.800 +0.750 4,630 32,343 +840
Apr12 110805 124.300 125.830 123.950 125.800 +0.900 1,400 17,717 +252
Jun12 110805 121.700 123.200 121.385 123.200 +0.800 998 7,875 +201
Total Volume and Open Interest 46,078 311,155 -7
Feeder Cattle(CME)
Aug11 110805 132.785 134.100 131.880 133.700 +0.550 2,371 8,463 -859
Sep11 110805 133.600 135.380 132.850 134.985 +0.885 2,409 10,224 -258
Oct11 110805 135.035 136.500 134.130 136.300 +0.765 4,070 10,174 -466
Nov11 110805 135.800 137.485 135.250 137.285 +0.835 916 4,301 -49
Jan12 110805 136.500 138.300 136.000 138.200 +0.875 466 2,452 +77
Mar12 110805 136.800 138.075 136.380 137.800 +0.200 156 753 +26
Apr12 110805 137.150 138.700 136.985 138.700 +0.800 29 171 -16
Total Volume and Open Interest 10,420 36,683 -1,544
Lean Hogs(CME)
Aug11 110805 105.035 106.000 104.750 104.930 -0.620 6,149 14,866 -1,017
Oct11 110805 91.980 92.650 91.350 91.850 -0.900 20,064 98,359 +244
Dec11 110805 88.700 89.285 88.080 88.750 -0.550 7,771 71,492 +54
Feb12 110805 90.500 91.500 90.430 91.250 -0.150 2,419 34,842 +670
Apr12 110805 92.100 93.100 91.900 93.035 +0.205 1,605 21,995 +495
May12 110805 95.580 96.700 95.580 96.700 unch 23 956 +7
Jun12 110805 97.700 98.200 97.150 98.150 -0.080 774 11,562 +122
Jul12 110805 96.350 96.635 96.050 96.500 -0.300 146 3,609 +64
Total Volume and Open Interest 39,006 260,698 +679
Class III Milk(CME)
Aug11 110805 21.41 21.54 21.30 21.50 +0.05 213 6,359 -18
Sep11 110805 20.07 20.45 20.00 20.35 +0.19 497 6,230 -70
Oct11 110805 19.20 19.28 19.00 19.25 -0.02 327 5,099 +50
Nov11 110805 18.40 18.48 18.25 18.45 -0.02 242 4,106 +22
Dec11 110805 17.50 17.60 17.40 17.57 -0.03 36 3,628 +19
Total Volume and Open Interest 1,768 38,991 +227
Cocoa(ICE)
Sep11 110805 2895 3005 2875 2936 +31 17,957 44,673 -6,075
Dec11 110805 2937 3040 2908 2975 +34 12,685 57,454 +3,703
Mar12 110805 2965 3089 2961 3028 +33 2,341 39,431 +374
May12 110805 2972 3075 2972 3038 +40 409 12,778 +242
Jul12 110805 2985 3052 2985 3051 +40 315 5,287 -35
Sep12 110805 2995 3100 2995 3064 +45 487 9,540 +84
Dec12 110805 3003 3072 3003 3071 +43 186 4,281 +105
Total Volume and Open Interest 34,408 176,824 -1,594
Coffee "C"(ICE)
Sep11 110805 235.35 247.70 233.50 238.00 +2.15 12,271 43,000 -666
Dec11 110805 238.60 251.20 237.35 241.90 +2.15 8,245 45,882 +714
Mar12 110805 242.35 253.00 240.55 244.75 +2.20 2,212 12,601 +568
May12 110805 245.65 253.75 242.15 246.25 +2.35 1,398 5,985 +761
Jul12 110805 250.00 252.90 244.75 246.35 +1.90 242 2,255 +151
Sep12 110805 246.75 254.50 242.10 245.55 +1.50 27 1,809 +3
Total Volume and Open Interest 24,445 113,065 +1,535
Orange Juice(ICE)
Sep11 110805 190.10 190.15 180.20 181.15 -8.95 1,372 23,904 -467
Nov11 110805 181.75 181.75 172.95 174.25 -7.50 479 10,332 +463
Jan12 110805 176.50 176.50 172.00 172.75 -4.00 124 1,873 +45
Mar12 110805 175.00 175.00 172.30 173.65 -1.60 157 462 +146
May12 110805 172.50 174.00 172.50 173.65 +0.45 0 283 +0
Jul12 110805 173.15 173.15 173.15 173.15 +0.45 0 132 +0
Total Volume and Open Interest 2,132 36,997 +187
Sugar #11(ICE)
Oct11 110805 27.78 27.97 27.28 27.54 -0.25 63,725 286,555 -3,864
Mar12 110805 27.00 27.00 26.29 26.54 -0.27 28,006 150,644 -489
May12 110805 25.59 25.66 25.09 25.39 -0.23 12,705 46,240 -253
Jul12 110805 24.60 24.82 24.24 24.60 -0.18 10,229 66,807 +1,263
Oct12 110805 24.16 24.29 23.65 24.09 -0.10 3,861 29,400 -476
Total Volume and Open Interest 121,490 620,329 -3,658
London Cocoa(LCE)
Sep11 110805 1825 1901 1822 1852 +19 5,495 70,926 -1,002
Dec11 110805 1853 1921 1853 1881 +17 4,142 51,386 +773
Mar12 110805 1880 1937 1873 1900 +17 1,661 40,327 +663
May12 110805 1891 1919 1885 1909 +13 379 14,020 -104
Jul12 110805 1900 1926 1895 1917 +13 721 6,590 +390
Sep12 110805 1905 1926 1905 1926 +13 466 4,842 +126
Dec12 110805 1924 1939 1921 1939 +13 200 8,019 +163
Total Volume and Open Interest 13,095 197,016 +1,038
London Sugar(LCE)
Oct11 110805 727.10 737.60 722.20 730.10 +10.30 4,584 24,275 -1,132
Dec11 110805 690.00 697.70 684.00 691.20 +9.40 818 7,652 +93
Mar12 110805 677.20 682.60 670.50 678.50 +9.40 475 9,806 +144
May12 110805 655.70 662.60 651.00 659.50 +7.70 83 3,330 +8
Aug12 110805 638.00 644.50 637.70 642.30 +5.80 134 1,969 +41
Total Volume and Open Interest 6,129 48,628 -819
Cotton(ICE)
Oct11 110805 103.10 104.90 101.02 101.48 -3.53 85 517 -9
Dec11 110805 103.92 105.41 101.12 101.58 -3.34 7,665 99,412 -1,121
Mar12 110805 101.23 102.10 98.66 99.12 -3.29 4,141 26,737 +490
May12 110805 99.00 100.48 97.67 98.79 -2.62 309 5,793 +1
Jul12 110805 99.04 99.78 97.20 98.35 -2.62 130 7,500 +55
Oct12 110805 96.79 96.81 96.79 96.79 -2.27 0 3 +0
Total Volume and Open Interest 12,349 143,866 -581
Lumber(CME)
Sep11 110805 224.0 224.0 218.8 223.9 -0.6 1,882 6,054 +221
Nov11 110805 233.2 234.4 228.0 228.0 -5.1 1,148 4,488 +632
Jan12 110805 253.7 260.0 252.0 260.0 unch 182 837 -35
Mar12 110805 269.8 270.0 265.0 269.8 -0.2 37 145 +15
Total Volume and Open Interest 3,249 11,526 +833
Crude Oil(NYM)
Sep11 110805 86.50 88.32 82.87 86.88 +0.25 350,221 351,961 -849
Oct11 110805 86.60 88.71 83.35 87.30 +0.26 79,629 116,086 +3,564
Nov11 110805 87.26 89.00 83.79 87.80 +0.31 39,465 93,943 -1,708
Dec11 110805 87.84 89.60 84.29 88.29 +0.33 62,679 203,802 +1,522
Jan12 110805 88.35 89.79 85.83 88.78 +0.35 11,916 53,956 +692
Feb12 110805 88.86 89.90 85.48 89.26 +0.36 8,955 23,823 -1,128
Mar12 110805 88.98 90.52 85.98 89.75 +0.37 9,181 39,017 +2,026
Apr12 110805 89.04 90.89 86.43 90.24 +0.39 6,431 23,585 +434
May12 110805 87.85 91.29 87.35 90.72 +0.40 7,016 20,060 +1,033
Jun12 110805 90.59 92.04 87.82 91.17 +0.40 20,121 83,662 +265
Jul12 110805 91.10 91.80 88.25 91.62 +0.43 4,920 29,741 -565
Aug12 110805 91.39 91.98 88.20 91.98 +0.46 3,240 16,668 -279
Sep12 110805 90.88 92.40 90.88 92.32 +0.50 2,668 17,594 +229
Oct12 110805 92.63 92.63 92.63 92.63 +0.53 1,981 13,689 +951
Nov12 110805 92.95 92.95 92.95 92.95 +0.57 1,010 20,250 -344
Dec12 110805 92.55 94.23 89.63 93.27 +0.60 28,572 143,912 +603
Total Volume and Open Interest 658,645 1,536,175 +7,197
e-miNY Crude Oil(NYM)
Aug11 110719 96.125 98.650 95.925 97.500 +1.575 5,608 3,447 -104
Sep11 110805 86.475 88.250 82.800 86.875 +0.250 9,567 4,026 +96
Oct11 110805 86.900 88.600 83.500 87.300 +0.250 399 719 +80
Nov11 110805 87.525 88.625 84.450 87.800 +0.300 53 241 +9
Dec11 110805 87.500 89.275 84.650 88.300 +0.350 56 495 +1
Jan12 110805 86.050 88.775 85.100 88.775 +0.350 3 12 -2
Feb12 110805 89.250 89.250 89.250 89.250 +0.350 0 3 +0
Mar12 110805 87.050 89.750 85.750 89.750 +0.375 0 10 +0
Apr12 110805 90.250 90.250 90.250 90.250 +0.400 0 1 +0
May12 110805 90.150 90.775 89.825 90.725 +0.400 0 1 +0
Total Volume and Open Interest 10,104 5,718 +206
Heating Oil(NYM)
Sep11 110805 290.39 296.48 282.72 294.17 +4.78 58,247 98,058 -5,217
Oct11 110805 292.04 297.39 283.76 295.13 +4.65 17,560 41,472 +1,096
Nov11 110805 292.50 297.42 285.00 296.31 +4.62 8,587 31,093 -581
Dec11 110805 293.93 299.56 286.47 297.49 +4.56 11,284 39,842 +719
Jan12 110805 292.50 299.18 292.50 298.72 +4.56 3,779 24,382 +706
Feb12 110805 295.40 299.38 288.00 298.75 +4.51 821 10,824 +84
Mar12 110805 291.75 297.98 287.00 297.82 +4.46 412 7,434 +60
Apr12 110805 289.90 295.97 285.62 295.89 +4.48 215 3,757 -4
May12 110805 288.00 294.28 288.00 294.17 +4.56 110 4,029 -20
Jun12 110805 289.72 293.62 284.56 293.53 +4.70 837 23,859 -73
Jul12 110805 288.10 294.40 288.10 294.28 +4.80 49 1,877 +46
Aug12 110805 289.25 295.54 289.25 295.48 +4.85 11 961 +2
Total Volume and Open Interest 102,073 299,188 -3,116
Gasoline(NYMEX)
Sep11 110805 274.50 281.79 267.60 280.52 +6.80 64,167 86,721 -6,245
Oct11 110805 263.50 270.28 256.57 268.68 +5.80 32,951 43,435 +1,408
Nov11 110805 261.75 268.08 258.21 266.64 +5.44 12,427 22,343 +490
Dec11 110805 260.20 267.16 253.52 265.67 +5.18 10,605 36,967 +309
Jan12 110805 261.44 266.25 257.00 266.17 +5.17 1,795 13,338 -46
Feb12 110805 262.65 268.88 258.37 267.55 +5.16 625 5,964 +2
Mar12 110805 265.55 269.30 264.12 269.30 +5.03 359 8,782 -9
Apr12 110805 274.00 281.15 274.00 281.15 +5.13 426 5,462 -184
May12 110805 280.68 281.47 280.68 281.47 +5.15 3 2,196 +0
Jun12 110805 275.70 281.25 275.70 281.14 +5.17 662 7,285 -204
Total Volume and Open Interest 124,338 247,175 -4,425
e-miNY RBOB Gasoline(NYM)
Sep11 110805 280.50 280.52 280.50 280.50 +6.80 0 1 +0
Oct11 110805 268.70 268.70 268.68 268.70 +5.80 0 1 +0
Nov11 110805 266.60 266.64 266.60 266.60 +5.40      
Dec11 110805 265.70 265.70 265.67 265.70 +5.20      
Total Volume and Open Interest 0 4 +0
Natural Gas(NYM)
Sep11 110805 3.946 3.979 3.901 3.941 unch 104,063 235,601 +730
Oct11 110805 3.965 3.995 3.911 3.962 +0.007 43,362 146,842 +3,251
Nov11 110805 4.100 4.140 4.054 4.113 +0.023 40,963 121,059 +6,217
Dec11 110805 4.297 4.344 4.255 4.330 +0.033 22,892 55,119 +2,950
Jan12 110805 4.390 4.450 4.361 4.432 +0.034 17,965 117,804 +660
Feb12 110805 4.397 4.458 4.365 4.435 +0.032 4,322 30,177 -282
Mar12 110805 4.367 4.426 4.340 4.409 +0.032 4,865 48,181 -27
Apr12 110805 4.347 4.383 4.301 4.369 +0.037 9,034 54,582 +1,784
May12 110805 4.340 4.409 4.340 4.394 +0.037 1,353 11,856 +430
Jun12 110805 4.393 4.435 4.373 4.429 +0.036 1,249 12,933 +491
Jul12 110805 4.441 4.477 4.434 4.471 +0.036 645 9,781 +51
Aug12 110805 4.468 4.503 4.462 4.498 +0.035 662 9,688 -59
Sep12 110805 4.476 4.517 4.468 4.505 +0.034 694 7,475 -86
Oct12 110805 4.495 4.552 4.495 4.539 +0.033 2,611 35,356 -392
Nov12 110805 4.670 4.722 4.670 4.704 +0.033 386 5,331 +25
Dec12 110805 4.891 4.950 4.891 4.949 +0.033 631 11,704 +333
Total Volume and Open Interest 257,260 984,655 +16,651
Brent Crude Oil(ICE)
Sep11 110805 107.25 110.26 104.30 109.37 +2.12 240,037 165,635 -21,705
Oct11 110805 107.41 110.20 104.26 109.34 +2.18 114,726 144,734 +678
Nov11 110805 107.30 110.25 104.34 109.41 +2.20 52,489 72,044 +3,409
Dec11 110805 107.50 110.30 104.46 109.45 +2.21 67,089 99,113 -3,025
Jan12 110805 107.00 110.32 104.99 109.47 +2.21 10,237 26,781 +1,789
Feb12 110805 106.98 110.31 105.02 109.46 +2.22 6,102 18,362 +415
Mar12 110805 106.97 110.23 104.43 109.42 +2.21 4,932 35,830 +1,564
Apr12 110805 105.69 110.20 104.41 109.39 +2.21 2,173 13,963 -115
May12 110805 105.67 110.16 105.33 109.37 +2.22 2,086 9,419 +528
Jun12 110805 107.19 110.10 104.70 109.31 +2.21 6,827 43,973 +732
Jul12 110805 109.27 109.27 109.27 109.27 +2.21 845 9,387 +172
Aug12 110805 109.18 109.18 109.18 109.18 +2.19 644 6,100 +198
Sep12 110805 109.05 109.05 109.05 109.05 +2.19 474 7,851 +97
Oct12 110805 108.90 108.90 108.90 108.90 +2.18 314 3,849 +133
Total Volume and Open Interest 530,549 812,441 -14,042
Gas Oil(ICE)
Aug11 110805 911.25 933.25 886.75 912.50 -21.50 63,907 51,332 -17,754
Sep11 110805 912.50 932.50 886.50 912.50 -21.75 137,203 152,182 -4,056
Oct11 110805 910.75 931.00 885.50 911.50 -22.00 52,999 76,380 +4,048
Nov11 110805 910.75 925.00 886.00 910.25 -22.75 28,700 39,581 +492
Dec11 110805 911.00 928.75 886.25 910.25 -23.00 43,086 61,656 -1,225
Jan12 110805 911.00 927.25 888.00 911.50 -23.00 15,049 42,268 +453
Feb12 110805 911.25 927.50 899.50 912.00 -23.00 3,476 13,589 +1,154
Mar12 110805 911.00 929.75 899.25 911.75 -23.00 3,054 14,431 +780
Apr12 110805 910.25 925.00 898.75 911.50 -22.25 1,467 9,097 +39
May12 110805 909.50 928.75 892.50 911.00 -22.25 1,157 8,102 +200
Total Volume and Open Interest 359,947 569,125 -14,819
Ethanol(CBOT)
Aug11 110803 2.836 2.836 2.800 2.800 -0.042 102 196 -79
Sep11 110805 2.620 2.748 2.620 2.735 +0.093 331 1,433 -106
Oct11 110805 2.560 2.654 2.559 2.644 +0.087 207 1,365 +77
Nov11 110805 2.530 2.599 2.527 2.591 +0.065 51 1,208 -4
Dec11 110805 2.507 2.592 2.507 2.585 +0.069 83 1,598 +17
Jan12 110805 2.500 2.560 2.500 2.554 +0.055 31 865 +14
Feb12 110805 2.499 2.559 2.499 2.555 +0.055 18 521 +3
Mar12 110805 2.504 2.559 2.504 2.555 +0.047 3 414 +3
Total Volume and Open Interest 792 9,396 -132
WTI Crude Oil(ICE
Sep11 110805 86.46 88.32 82.82 86.88 +0.25 83,759 72,244 -3,166
Oct11 110805 86.76 88.65 83.45 87.30 +0.26 18,759 40,492 -389
Nov11 110805 87.13 89.13 83.88 87.80 +0.31 11,589 26,503 -470
Dec11 110805 88.00 89.60 84.22 88.29 +0.33 26,623 91,033 -522
Jan12 110805 87.47 89.85 85.39 88.78 +0.35 3,314 20,169 +125
Feb12 110805 88.16 90.33 85.63 89.26 +0.36 2,955 6,017 -221
Mar12 110805 88.64 90.71 86.55 89.75 +0.37 3,083 16,448 +259
Apr12 110805 88.98 91.17 87.59 90.24 +0.39 1,250 4,676 -55
May12 110805 89.18 91.62 88.08 90.72 +0.40 2,139 3,953 +630
Jun12 110805 90.03 92.06 87.29 91.17 +0.40 7,590 28,522 -1,157
Jul12 110805 91.62 91.62 91.62 91.62 +0.43 444 4,775 +4
Aug12 110805 91.05 91.98 89.60 91.98 +0.46 277 1,412 +56
Sep12 110805 92.32 92.32 92.32 92.32 +0.50 255 5,082 -10
Oct12 110805 92.63 92.63 92.63 92.63 +0.53 0 1,176 +0
Nov12 110805 92.06 92.95 90.60 92.95 +0.57 0 2,549 +0
Dec12 110805 92.70 94.05 89.11 93.27 +0.60 6,715 45,647 -868
Total Volume and Open Interest 172,905 451,347 -4,255
US Dollar Index(ICE)
Sep11 110805 75.570 75.645 74.670 74.802 -0.558 25,686 60,925 +1,116
Dec11 110805 75.950 76.000 75.170 75.213 -0.552 50 699 -20
Mar12 110805 75.673 75.673 75.673 75.673 -0.552 0 1 +0
Total Volume and Open Interest 25,736 61,625 +1,096
Australian Dollar(CME)
Sep11 110805 103.96 104.71 103.19 104.13 -0.25 179,053 129,751 -3,311
Dec11 110805 102.72 103.61 102.22 103.11 -0.14 79 867 +15
Mar12 110805 102.21 102.25 102.21 102.21 -0.04 8 5 +3
Total Volume and Open Interest 179,162 130,668 -3,262
British Pound(CME)
Sep11 110805 162.50 163.94 162.22 163.56 +0.79 104,161 103,998 +1,092
Dec11 110805 162.41 163.71 162.41 163.39 +0.79 38 251 -7
Mar12 110805 162.48 163.26 161.91 163.26 +0.82 5 7 +5
Total Volume and Open Interest 104,204 104,262 +1,090
Canadian Dollar(CME)
Sep11 110805 101.83 102.55 101.39 101.98 -0.06 121,687 126,653 -1,269
Dec11 110805 101.76 102.33 101.25 101.79 -0.07 432 4,290 +192
Mar12 110805 101.83 101.83 101.04 101.67 unch 18 675 +3
Jun12 110805 101.00 101.72 101.00 101.49 unch 0 314 +0
Total Volume and Open Interest 122,137 132,076 -1,074
Japanese Yen(CME)
Sep11 110805 126.52 127.75 125.96 127.55 +0.99 118,218 146,153 -1,438
Dec11 110805 126.59 127.83 126.16 127.70 +1.02 211 1,273 +41
Mar12 110805 127.83 127.83 126.84 127.83 +0.99 3 44 -1
Total Volume and Open Interest 118,432 147,490 -1,398
Swiss Franc(CME)
Sep11 110805 130.49 132.06 129.27 130.48 +0.15 82,663 57,110 +967
Dec11 110805 130.90 132.32 129.75 130.72 +0.19 305 814 +54
Mar12 110805 131.00 132.25 130.75 130.91 +0.16 0 5 +0
Total Volume and Open Interest 82,968 57,932 +1,021
EuroFX(CME)
Sep11 110805 140.77 142.86 140.41 142.50 +1.29 420,381 185,054 -2,517
Dec11 110805 140.27 142.58 140.21 142.24 +1.30 756 1,991 +60
Mar12 110805 140.79 142.03 140.72 142.03 +1.31 31 400 +16
Total Volume and Open Interest 421,169 188,281 -2,441
Mexican Peso(CME)
Aug11 110805 832.8 834.8 832.8 832.8 -2.0      
Sep11 110805 826.0 835.5 824.8 828.5 -2.0 51,769 125,317 -4,588
Total Volume and Open Interest 51,769 125,652 -4,588
Brazilian Real(CME)
Sep11 110805 625.95 628.50 621.00 627.45 -0.30 2,550 10,692 +2,529
Oct11 110805 624.10 624.40 624.10 624.10 -0.30      
Nov11 110805 620.75 621.00 620.75 620.75 -0.25      
Dec11 110805 618.50 618.50 617.45 617.45 -0.20 0 138 +0
Total Volume and Open Interest 5,540 26,241 +5,519
30-Year T-Bonds(CBOT)
Sep11 110805 134~020 135~050 131~260 132~060 -1~100 530,824 644,755 -347
Dec11 110805 132~240 133~240 130~160 130~270 -1~100 2,362 5,942 +115
Mar12 110805 131~150 131~150 129~130 129~130 -1~100 6 12 +1
Total Volume and Open Interest 533,192 650,709 -231
10-Year T-Notes(CBOT)
Sep11 110805 128~105 128~235 126~245 127~015 -0~305 1,824,198 1,872,207 +26,157
Dec11 110805 127~070 127~110 125~210 125~280 -0~310 5,567 17,940 +362
Mar12 110805 124~280 125~270 124~280 124~280 -0~310      
Total Volume and Open Interest 1,829,765 1,890,147 +26,519
5-Year T-Notes(CBOT)
Sep11 110805 122~087 122~100 121~085 121~122 -0~068 807,218 1,467,835 +7,206
Dec11 110805 121~041 121~047 120~068 120~106 -0~069 1,681 2,542 +675
Mar12 110805 120~002 120~071 120~002 120~002 -0~069      
Total Volume and Open Interest 808,899 1,470,377 +7,881
2 Year T-Notes(CBOT)
Sep11 110805 110~020 110~022 110~006 110~013 -0~002 286,079 1,055,921 +17,409
Dec11 110805 110~005 110~005 109~122 109~124 -0~004 944 2,093 -276
Mar12 110805 109~062 109~066 109~062 109~062 -0~004      
Total Volume and Open Interest 287,023 1,058,014 +17,133
Eurodollars(CME)
Sep11 110805 99.650 99.660 99.625 99.655 -0.010 326,709 1,194,923 -1,342
Dec11 110805 99.570 99.580 99.530 99.580 +0.010 277,402 1,172,186 +17,212
Mar12 110805 99.535 99.560 99.515 99.555 +0.020 253,188 1,344,693 -4,476
Jun12 110805 99.500 99.540 99.475 99.520 +0.015 230,189 1,414,832 -1,104
Sep12 110805 99.455 99.480 99.410 99.455 -0.005 316,184 985,695 -26,560
Dec12 110805 99.375 99.385 99.295 99.335 -0.040 225,511 757,818 -802
Mar13 110805 99.295 99.305 99.160 99.210 -0.075 210,400 754,896 -1,032
Jun13 110805 99.190 99.200 99.010 99.065 -0.105 208,412 554,619 +1,234
Sep13 110805 99.040 99.060 98.830 98.895 -0.120 274,336 523,944 +12,871
Dec13 110805 98.855 98.870 98.605 98.680 -0.135 174,060 372,331 +14,492
Mar14 110805 98.650 98.680 98.385 98.460 -0.150 123,023 267,073 +1,397
Jun14 110805 98.425 98.465 98.140 98.215 -0.175 138,179 230,493 +12,859
Sep14 110805 98.210 98.250 97.895 97.970 -0.195 83,164 135,051 +3,574
Dec14 110805 97.975 98.015 97.625 97.715 -0.210 54,404 129,344 -3,566
Mar15 110805 97.745 97.795 97.390 97.480 -0.220 38,236 104,508 +2,235
Jun15 110805 5.755 5.835 5.410 5.500 -0.225 34,141 84,302 +1,929
Sep15 110805 5.540 5.620 5.195 5.280 -0.230 18,369 56,648 -1,114
Dec15 110805 5.330 5.410 4.985 5.065 -0.230 19,021 52,155 -412
Total Volume and Open Interest      
30 Day Federal Funds(CBOT)
Aug11 110805 99.915 99.920 99.912 99.918 unch 7,862 94,750 +17
Sep11 110805 99.920 99.925 99.910 99.920 unch 13,814 60,910 -6,455
Oct11 110805 99.915 99.915 99.900 99.910 unch 10,832 52,409 -44
Nov11 110805 99.910 99.915 99.900 99.910 +0.005 3,646 49,534 -895
Dec11 110805 99.910 99.910 99.895 99.910 +0.010 5,379 63,611 -1,223
Jan12 110805 99.905 99.905 99.880 99.900 +0.005 6,529 53,544 +1,061
Total Volume and Open Interest 108,461 840,910 -18,034
30 Day Fed Funds(e-CBOT)
3-Mth Euro-Yen(CME)
Sep11 110805 99.675 99.675 99.675 99.675 +0.005 0 51 +0
Dec11 110805 99.677 99.677 99.677 99.677 +0.007 0 126 +0
Mar12 110805 99.680 99.680 99.680 99.680 +0.012 0 80 +0
Jun12 110805 99.677 99.677 99.677 99.677 +0.012      
Sep12 110805 99.605 99.605 99.605 99.605 +0.010      
Dec12 110805 99.665 99.665 99.665 99.665 +0.010      
Mar13 110805 99.665 99.665 99.665 99.665 +0.010      
Jun13 110805 99.620 99.620 99.620 99.620 +0.010      
Sep13 110805 99.480 99.480 99.480 99.480 +0.010      
Dec13 110805 99.340 99.340 99.340 99.340 +0.010      
Total Volume and Open Interest 0 257 +0
3-Mth Euro-Yen(SGX)
Sep11 110805 99.68 99.68 99.68 99.68 +0.01 0 1,374 +0
Dec11 110805 99.68 99.68 99.68 99.68 +0.01 0 1,478 +0
Mar12 110805 99.68 99.68 99.68 99.68 +0.01 0 1,823 +0
Jun12 110805 99.68 99.68 99.68 99.68 +0.01 0 1,376 +0
Sep12 110805 99.61 99.61 99.61 99.61 +0.01 0 411 +0
Dec12 110805 99.67 99.67 99.67 99.67 +0.01 2 29 +2
Mar13 110805 99.67 99.67 99.67 99.67 +0.01 0 1 +0
Jun13 110805 99.62 99.62 99.62 99.62 +0.01      
Total Volume and Open Interest 2 6,492 +2
Japanese Gov't Bonds(SGX)
Sep11 110805 142.50 142.58 142.26 142.30 +0.19 2,907 25,602 +784
Dec11 110805 141.93 141.93 141.93 141.93 +0.23 1 3 +1
Mar12 110805 139.84 139.84 139.84 139.84 +0.23      
Total Volume and Open Interest 2,908 25,605 +785
Euro-Bund(EUREX)
Sep11 110805 133.16 133.77 130.52 130.87 -1.92 1,048,951 985,912 -8,286
Dec11 110805 132.08 132.38 129.19 129.44 -1.96 413 1,957 +286
Mar12 110805 131.36 131.36 131.36 131.36 -0.43 0 1 +0
Total Volume and Open Interest 1,049,364 987,870 -8,000
Euro-Bobl(EUREX)
Sep11 110805 121.18 121.40 119.74 120.82 -0.10 674,196 743,383 -18,462
Dec11 110805 120.19 120.19 119.80 119.80 -0.17 76 701 +1
Mar12 110805 119.82 119.82 119.82 119.82 -0.10      
Total Volume and Open Interest 674,272 744,084 -18,461
3-Mth Euribor(EUREX)
Sep11 110805 98.595 98.610 98.555 98.600 +0.110 1 2,151 +0
Dec11 110805 98.700 98.725 98.685 98.685 +0.105 0 1,549 -2
Mar12 110805 98.710 98.750 98.710 98.710 +0.085 0 2,474 +0
Total Volume and Open Interest 6 10,087 -2
Long Gilt(LIFFE)
Sep11 110805 127~21 127~26 125~26 126~19 -0~09 147,785 357,912 -5,650
Dec11 110805 125~09 125~09 125~09 125~09 -0~09 0 1 +0
Total Volume and Open Interest 147,785 357,913 -5,650
3-Mth Short Sterling(LIFFE)
Sep11 110805 99.14 99.18 99.11 99.13 -0.01 53,782 402,980 -11,211
Dec11 110805 99.14 99.19 99.12 99.17 +0.05 52,554 520,144 -747
Mar12 110805 99.14 99.21 99.12 99.18 +0.07 58,742 451,477 -6,650
Jun12 110805 99.12 99.20 99.08 99.16 +0.08 52,764 298,341 -5,917
Sep12 110805 99.08 99.15 99.02 99.10 +0.08 66,828 296,262 -9,886
Dec12 110805 98.99 99.06 98.93 99.00 +0.08 96,311 262,578 -28,249
Total Volume and Open Interest 526,359 2,681,474 -64,296
3-Mth Euribor(LIFFE)
Sep11 110805 98.545 98.655 98.500 98.610 +0.105 114,880 712,676 -7,770
Dec11 110805 98.620 98.770 98.610 98.725 +0.140 187,128 621,160 -42
Mar12 110805 98.665 98.800 98.630 98.745 +0.115 168,622 515,607 +4,710
Total Volume and Open Interest 1,046,514 3,732,994 +23,673
3-Mth Aus T-Bills(SFE)
Sep11 110805 95.16 95.66 95.16 95.64 +0.47 32,007 248,204 -9,340
Dec11 110805 95.45 96.14 95.44 96.14 +0.68 57,645 263,200 -7,004
Mar12 110805 95.58 96.30 95.57 96.29 +0.71 32,568 166,871 +3,509
Jun12 110805 95.59 96.24 95.58 96.23 +0.63 10,129 88,734 +1,203
Sep12 110805 95.57 96.15 95.55 96.15 +0.57 3,924 56,538 -1,183
Dec12 110805 95.59 96.07 95.59 96.07 +0.53 1,955 35,302 -147
Mar13 110805 95.48 96.00 95.48 96.00 +0.50 1,119 36,639 +507
Jun13 110805 95.46 95.91 95.46 95.91 +0.47 729 15,701 +22
Sep13 110805 95.50 95.82 95.50 95.82 +0.45 184 3,037 +0
Dec13 110805 95.19 95.74 95.19 95.74 +0.45 6 1,602 +0
Total Volume and Open Interest 140,266 915,971 -12,433
10-Year Aus T-Bonds(SFE)
Sep11 110805 95.26 95.61 95.26 95.53 +0.26 64,717 456,789 +13,726
Dec11 110805 95.53 95.53 95.53 95.53 +0.26      
Total Volume and Open Interest 64,717 456,789 +13,726
3-Year Aus T-Bonds(SFE)
Sep11 110805 95.85 96.34 95.84 96.32 +0.46 295,143 986,743 +22,615
Dec11 110805 96.32 96.32 96.32 96.32 +0.46      
Total Volume and Open Interest 295,143 986,743 +22,615
Gold(CMX)
Aug11 110805 1647.5 1666.1 1642.7 1648.8 -7.4 2,024 5,106 -575
Oct11 110805 1647.1 1671.2 1642.6 1650.2 -7.3 14,980 25,499 -652
Dec11 110805 1649.7 1673.0 1644.2 1651.8 -7.2 204,437 383,241 -1,761
Feb12 110805 1654.3 1672.7 1647.1 1653.5 -7.0 8,337 13,855 +1,102
Apr12 110805 1660.1 1674.3 1655.0 1655.0 -7.0 1,023 6,315 +12
Jun12 110805 1651.1 1670.9 1651.0 1656.6 -7.1 532 15,055 +4
Aug12 110805 1663.4 1670.3 1658.3 1658.3 -7.3 166 5,508 -13
Oct12 110805 1656.0 1674.7 1655.1 1660.3 -7.2 127 4,169 +8
Dec12 110805 1657.3 1680.2 1656.3 1662.6 -7.2 358 12,171 -10
Feb13 110805 1660.3 1675.3 1660.3 1664.9 -6.9 29 1,583 +25
Apr13 110805 1667.4 1667.4 1667.4 1667.4 -6.5 0 226 +0
Jun13 110805 1670.3 1670.3 1670.3 1670.3 -6.2 82 11,529 +55
Total Volume and Open Interest 240,065 526,679 -2,724
Silver(CMX)
Sep11 110805 3879.0 3987.0 3755.5 3821.1 -122.0 74,374 59,490 +1,022
Dec11 110805 3888.5 3985.0 3762.5 3824.1 -121.9 10,058 30,859 -1,593
Mar12 110805 3904.5 3947.0 3777.0 3825.4 -121.7 1,126 5,600 +8
May12 110805 3823.6 3823.6 3823.6 3823.6 -121.8 230 1,821 +100
Jul12 110805 3970.0 3970.0 3822.8 3822.8 -121.7 117 1,896 +43
Sep12 110805 3897.0 3945.0 3820.2 3820.2 -121.7 24 300 +9
Dec12 110805 3893.5 3928.5 3814.1 3814.1 -121.7 80 8,319 -26
Total Volume and Open Interest 86,148 119,981 -404
Platinum(NYMEX)
Oct11 110805 1724.5 1727.5 1682.0 1719.1 -10.3 4,756 33,576 -7
Jan12 110805 1718.7 1723.1 1686.9 1722.6 -10.1 65 1,411 +34
Apr12 110805 1711.0 1724.1 1690.0 1724.1 -11.4 9 129 +2
Jul12 110805 1715.0 1727.4 1715.0 1727.4 -11.4 1 12 +1
Total Volume and Open Interest 4,832 35,129 +30
Palladium(NYMEX)
Sep11 110805 744.70 754.00 722.15 741.75 -11.20 7,324 22,962 -16
Dec11 110805 749.40 753.25 725.00 743.20 -11.25 227 2,122 +85
Mar12 110805 87.54 88.99 87.54 88.99 -10.90 2 71 +0
Total Volume and Open Interest 7,553 25,155 +69
Copper(CMX)
Sep11 110805 420.95 422.65 407.95 411.70 -11.85 39,082 80,002 -3,598
Dec11 110805 424.00 424.85 410.35 414.00 -11.95 6,505 46,951 +1,403
Mar12 110805 425.90 425.90 412.85 415.55 -11.85 1,266 16,130 +295
May12 110805 424.20 424.20 416.00 416.20 -11.75 78 2,614 +43
Jul12 110805 417.25 420.00 416.05 416.15 -11.65 54 1,074 +13
Total Volume and Open Interest 47,590 154,336 -1,753
DJIA Index(CBOT)
Sep11 110805 11342 11538 11140 11402 +31 1,336 17,235 -424
Dec11 110805 11365 11365 11100 11330 +28 3 91 +0
Mar12 110805 11261 11261 11233 11261 +28      
Jun12 110805 11191 11191 11163 11191 +28      
Total Volume and Open Interest 1,339 17,326 -424
Mini DJIA Index(CBOT)
Sep11 110805 11376 11546 11088 11402 +31 200,905 101,998 -7,837
Dec11 110805 11280 11467 11038 11330 +28 189 472 +28
Mar12 110805 11261 11261 11261 11261 +28 2 12 +0
Jun12 110805 11191 11191 11191 11191 +28      
Total Volume and Open Interest 201,096 102,482 -7,809
S & P 500(CME)
Sep11 110805 1198.80 1219.00 1163.50 1197.80 -0.90 20,006 285,323 +3,134
Dec11 110805 1208.00 1208.00 1158.00 1192.00 -1.00 852 11,883 +750
Mar12 110805 1186.40 1202.40 1152.40 1186.40 -1.00 0 14 +4
Jun12 110805 1170.00 1197.20 1147.20 1181.20 -1.00 28 21 +3
Total Volume and Open Interest 20,886 297,241 +3,891
S & P 500 E-Mini(Globex)
Sep11 110805 1199.50 1219.00 1163.25 1197.75 -1.00 3,815,275 2,837,954 +51,818
Dec11 110805 1190.00 1213.00 1159.00 1192.00 -1.00 4,486 27,916 +2,964
Total Volume and Open Interest 3,819,866 2,866,145 +54,808
NASDAQ 100(CME)
Sep11 110805 2207.00 2240.00 2130.00 2187.00 -22.50 2,279 17,156 -817
Dec11 110805 2181.50 2215.00 2130.00 2181.50 -22.50 0 10 +0
Mar12 110805 2178.30 2180.80 2178.30 2178.30 -22.50      
Total Volume and Open Interest 2,279 17,166 -817
NASDAQ 100 E-Mini(Globex)
Sep11 110805 2213.80 2239.30 2128.80 2187.00 -22.50 448,373 336,555 -12,198
Dec11 110805 2205.00 2234.80 2126.30 2181.50 -22.50 662 5,229 +176
Total Volume and Open Interest 449,037 341,792 -12,022
S & P Midcap 400(CME)
Sep11 110805 840.00 852.00 820.00 843.30 -14.80 370 2,911 +6
Dec11 110805 841.10 841.10 820.00 841.10 -14.80      
Mar12 110805 839.40 839.40 837.70 839.40 -14.80      
Total Volume and Open Interest 370 2,911 +6
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Sep11 110805 9300 9450 9115 9340 +45 15,587 35,522 -464
Dec11 110805 9245 9310 9245 9310 +45 4 3 +1
Total Volume and Open Interest 15,591 35,525 -463
Nikkei 225(SGX)
Sep11 110805 9315 9350 9255 9270 -395 131,595 202,389 +9,245
Dec11 110805 9230 9295 9210 9220 -390 76 8,305 -11
Mar12 110805 9205 9205 9205 9205 -400 0 10 +0
Total Volume and Open Interest 132,370 223,798 +9,493
CAC 40(EURONEXT)
Aug11 110805 3248.0 3391.5 3208.0 3280.5 -37.0 257,560 341,136 +4,499
Sep11 110805 3262.5 3385.5 3209.0 3277.5 -37.0 30,176 76,627 +26,084
Oct11 110805 3276.0 3276.0 3276.0 3276.0 -39.0 0 5 +0
Total Volume and Open Interest 287,736 417,800 +30,583
Hang Seng Index(HKFE)
Aug11 110805 20795 20944 20558 20741 -964 87,162 89,923 -1,114
Sep11 110805 20718 20850 20470 20650 -965 1,032 5,589 +210
Total Volume and Open Interest 88,422 99,566 -879
DAX(EUREX)
Sep11 110805 6261.5 6449.5 6125.0 6257.5 -159.5 252,287 160,726 +3,926
Dec11 110805 6309.0 6470.0 6164.5 6279.0 -160.5 548 8,785 +94
Mar12 110805 6323.0 6389.0 6180.0 6300.5 -164.0 264 592 +207
Total Volume and Open Interest 253,099 170,103 +4,227
FT-SE 100(EURONEXT)
Sep11 110805 5278.50 5368.50 5121.00 5230.00 -158.00 206,278 626,115 -556
Dec11 110805 5210.00 5293.50 5150.00 5203.00 -160.00 34 829 +2
Mar12 110805 5168.50 5168.50 5168.50 5168.50 -158.00 0 163 +0
Total Volume and Open Interest 206,312 627,223 -554
SPI 200(SFE)
Sep11 110805 4240.0 4248.0 4039.0 4050.0 -192.0 57,034 236,486 +12,447
Dec11 110805 4251.0 4251.0 4060.0 4062.0 -196.0 1,151 6,231 +1,125
Mar12 110805 4171.0 4171.0 4046.0 4046.0 -196.0 209 1,802 +204
Total Volume and Open Interest 59,480 248,897 +14,837
GSCI(CME)
Aug11 110805 644.50 650.00 636.40 645.00 +1.00 152 9,080 -67
Sep11 110805 647.25 652.25 638.75 647.05 +1.80 13 34 +10
Oct11 110805 648.00 653.25 639.75 648.00 +1.25      
Total Volume and Open Interest 165 9,114 -57
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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