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MRCI's End of Day Prices

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MRCI's End of Day Prices
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Daily Futures Price Listing Tue August 09, 2011
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Aug11 110809 1300.00 1320.00 1286.00 1298.75 -10.50 1,774 1,791 -892
Sep11 110809 1300.25 1315.25 1276.50 1293.25 -11.25 22,473 42,665 +291
Nov11 110809 1306.75 1322.75 1282.00 1299.75 -11.75 113,987 296,730 -4,371
Jan12 110809 1316.25 1332.75 1293.25 1311.00 -11.75 13,251 55,314 +861
Mar12 110809 1325.75 1337.00 1298.75 1318.00 -11.50 5,715 29,343 +216
May12 110809 1327.75 1340.00 1299.25 1321.75 -10.50 8,476 35,209 +787
Jul12 110809 1330.00 1342.50 1303.75 1325.00 -10.50 3,297 19,535 -73
Total Volume and Open Interest 169,854 506,090 -3,153
Soybean Meal(CBOT)
Aug11 110809 339.00 344.70 338.00 338.00 -2.10 2,263 2,387 -780
Sep11 110809 342.00 346.50 337.60 339.40 -2.30 14,036 36,612 -345
Oct11 110809 343.00 347.80 338.00 340.30 -2.80 3,732 16,133 -288
Dec11 110809 346.50 351.60 341.00 343.60 -2.90 37,983 83,377 -791
Jan12 110809 348.70 353.30 345.10 345.90 -2.80 1,216 7,637 +172
Mar12 110809 352.00 355.70 346.80 348.90 -2.50 1,258 6,116 +22
May12 110809 352.00 356.50 348.30 349.60 -2.50 1,782 9,403 +185
Jul12 110809 353.10 357.20 347.20 350.20 -2.50 704 3,157 +158
Total Volume and Open Interest 62,997 169,089 -1,662
Soybean Oil(CBOT)
Aug11 110809 53.00 54.06 52.57 53.03 -0.79 504 504 -213
Sep11 110809 53.90 54.39 52.63 53.13 -0.79 20,346 47,233 +105
Oct11 110809 54.04 54.41 52.87 53.30 -0.79 5,630 24,368 +916
Dec11 110809 54.34 54.88 53.15 53.62 -0.82 64,771 143,396 -4,952
Jan12 110809 54.61 54.95 53.54 53.91 -0.82 3,978 25,861 +771
Mar12 110809 55.03 55.47 53.84 54.23 -0.80 1,739 15,428 +445
May12 110809 55.20 55.28 54.12 54.47 -0.76 1,363 9,401 +145
Jul12 110809 55.30 55.64 54.12 54.67 -0.73 581 5,106 +45
Total Volume and Open Interest 99,110 274,541 -2,649
Canola(WCE)
Nov11 110809 542.9 545.6 532.2 541.3 -1.6 11,216 117,523 -668
Jan12 110809 552.0 553.7 542.3 549.5 -1.3 3,497 24,601 +1,199
Mar12 110809 553.0 557.8 550.0 554.4 -0.6 2,164 7,324 +1,452
May12 110809 555.6 561.3 555.2 558.1 unch 738 6,466 +300
Jul12 110809 559.6 563.1 558.7 561.0 +0.5 205 3,802 +31
Total Volume and Open Interest 17,820 161,465 +2,314
Corn(CBOT)
Sep11 110809 673.00 687.75 658.50 678.25 +3.00 104,989 258,957 -22,736
Dec11 110809 683.75 697.50 668.75 688.50 +2.50 211,891 618,961 +21,812
Mar12 110809 697.50 710.50 682.25 702.00 +2.50 30,400 147,570 +5,996
May12 110809 702.25 714.75 690.00 707.50 +2.50 6,201 32,776 -283
Jul12 110809 705.00 717.75 693.25 710.25 +2.00 7,695 71,330 -375
Sep12 110809 658.00 670.50 649.25 661.00 +2.25 926 11,901 +65
Total Volume and Open Interest 368,026 1,248,448 +5,308
Wheat(CBOT)
Sep11 110809 650.50 687.25 643.25 671.75 +15.25 62,559 116,259 -10,064
Dec11 110809 689.00 719.75 681.75 703.75 +9.00 51,354 172,481 +4,733
Mar12 110809 726.00 751.75 718.25 740.75 +8.25 11,296 57,064 +2,461
May12 110809 746.25 765.75 735.75 760.25 +9.25 2,429 11,658 +469
Jul12 110809 751.50 773.75 745.00 766.00 +7.25 3,533 48,847 +780
Total Volume and Open Interest 132,075 431,953 -1,648
Wheat(KCBT)
Sep11 110809 753.50 779.75 745.50 763.00 +7.75 16,567 61,843 +61,843
Dec11 110809 775.00 802.00 769.75 786.75 +8.50 14,425 62,598 +62,598
Mar12 110809 791.00 816.25 786.00 801.50 +8.25 2,465 21,648 +21,648
May12 110809 797.25 817.00 789.00 806.75 +7.50 149 3,435 +3,435
Jul12 110809 793.25 817.50 790.50 801.50 +6.25 2,773 17,495 +17,495
Total Volume and Open Interest 36,468 170,211 -1,270
Wheat(MGE)
Sep11 110809 802.75 828.00 798.50 816.75 +11.50 1,488 15,821 +28
Dec11 110809 810.00 833.00 801.50 821.25 +10.75 1,473 19,997 -146
Mar12 110809 817.50 840.25 810.00 830.75 +11.50 874 6,577 +138
May12 110809 819.50 845.50 815.75 837.25 +11.50 309 3,263 +22
Jul12 110809 825.25 850.25 823.00 843.50 +12.75 362 4,668 +7
Total Volume and Open Interest 4,668 54,195 +5
Oats(CBOT)
Sep11 110809 330.00 337.25 323.00 334.00 +4.25 206 1,966 -39
Dec11 110809 341.00 348.00 334.00 345.00 +3.50 569 9,634 +138
Mar12 110809 347.50 358.50 345.50 356.00 +3.50 53 898 +47
May12 110809 364.00 364.25 359.50 363.00 +3.50 0 27 +0
Total Volume and Open Interest 829 12,555 +147
Rough Rice(CBOT)
Sep11 110809 16.34 16.77 16.20 16.77 +0.50 1,002 7,951 -207
Nov11 110809 16.60 17.08 16.51 17.08 +0.50 663 7,886 -13
Jan12 110809 16.86 17.36 16.86 17.36 +0.50 8 765 +5
Mar12 110809 17.10 17.62 17.09 17.62 +0.50 2 794 -2
Total Volume and Open Interest 1,676 17,548 -217
Live Cattle(CME)
Aug11 110809 113.500 114.900 112.930 114.730 +0.630 17,059 23,823 -5,089
Oct11 110809 117.600 118.750 116.430 117.830 +0.230 22,984 134,168 -636
Dec11 110809 119.400 120.600 118.250 119.900 +0.350 9,370 89,704 -237
Feb12 110809 122.135 123.430 121.000 123.135 +0.385 5,532 34,561 +940
Apr12 110809 124.300 125.600 123.180 125.400 +0.650 2,763 18,942 +716
Jun12 110809 121.330 122.680 120.600 122.650 +0.450 593 8,466 +234
Total Volume and Open Interest 58,429 311,037 -4,051
Feeder Cattle(CME)
Aug11 110809 132.380 134.050 131.250 133.235 +0.660 1,453 7,002 -715
Sep11 110809 133.500 135.400 132.350 134.750 +1.100 3,657 9,413 -554
Oct11 110809 134.325 136.500 133.150 135.700 +1.215 4,042 10,274 +56
Nov11 110809 135.150 137.400 134.325 137.185 +1.185 877 4,411 +145
Jan12 110809 136.050 138.000 135.050 137.400 +1.000 654 2,786 +145
Mar12 110809 136.200 138.200 135.535 137.850 +1.100 116 816 +53
Apr12 110809 136.950 139.000 136.400 139.000 +0.950 31 191 +21
Total Volume and Open Interest 10,834 35,046 -849
Lean Hogs(CME)
Aug11 110809 105.200 105.900 104.550 105.400 +0.470 4,348 13,972 -789
Oct11 110809 90.500 90.930 88.550 89.135 -1.195 12,743 98,863 -247
Dec11 110809 87.180 87.635 85.535 85.850 -1.250 7,848 72,438 +131
Feb12 110809 89.900 90.250 88.330 88.680 -1.220 4,143 36,221 +644
Apr12 110809 91.900 92.250 90.500 91.135 -1.095 2,848 23,055 +562
May12 110809 94.885 95.230 94.180 94.700 -1.700 11 966 +2
Jun12 110809 97.285 97.480 95.930 96.535 -0.945 624 11,885 +212
Jul12 110809 95.750 96.150 94.750 94.850 -1.050 89 3,685 +41
Total Volume and Open Interest 32,755 264,272 +634
Class III Milk(CME)
Aug11 110809 21.55 21.65 21.50 21.56 +0.01 136 6,380 -27
Sep11 110809 20.16 20.32 20.00 20.17 -0.11 570 6,361 +55
Oct11 110809 18.95 19.10 18.76 18.95 -0.10 415 5,151 -51
Nov11 110809 18.20 18.38 18.16 18.38 +0.01 143 4,111 -19
Dec11 110809 17.40 17.67 17.36 17.58 +0.09 100 3,640 +21
Total Volume and Open Interest 1,906 33,280 -6,459
Cocoa(ICE)
Sep11 110809 2925 2955 2901 2906 -3 18,619 37,651 -5,205
Dec11 110809 2945 2991 2936 2943 -2 14,952 64,363 +3,666
Mar12 110809 3017 3035 2987 2995 -4 3,321 38,840 -678
May12 110809 3017 3034 2997 3006 -4 315 12,820 +9
Jul12 110809 3048 3048 3010 3020 -4 279 5,677 +126
Sep12 110809 3019 3032 3019 3032 -7 328 9,697 +65
Dec12 110809 3046 3046 3046 3046 -4 197 4,574 +193
Total Volume and Open Interest 38,011 177,539 -1,824
Coffee "C"(ICE)
Sep11 110809 233.60 238.10 232.60 234.75 +0.55 24,879 37,385 -3,621
Dec11 110809 236.50 241.80 236.20 238.50 +0.55 14,876 48,378 +1,069
Mar12 110809 239.50 244.35 239.50 241.35 +0.50 2,635 13,665 +690
May12 110809 242.00 246.00 241.35 243.15 +0.55 623 7,109 +17
Jul12 110809 242.00 244.80 241.35 243.50 +0.40 280 2,325 +61
Sep12 110809 241.10 244.10 240.45 243.00 +0.35 97 1,801 -6
Total Volume and Open Interest 43,413 112,194 -1,792
Orange Juice(ICE)
Sep11 110809 171.80 177.20 168.20 168.35 -3.45 4,162 19,447 -2,314
Nov11 110809 168.75 171.25 162.60 162.75 -3.60 1,390 11,512 +451
Jan12 110809 167.70 171.00 163.00 163.05 -3.05 391 1,977 +118
Mar12 110809 171.00 171.00 163.25 163.35 -3.05 59 499 +40
May12 110809 164.20 164.60 163.55 163.55 -3.00 13 289 +3
Jul12 110809 165.50 165.95 164.50 164.50 -2.15 0 132 +0
Total Volume and Open Interest 6,015 33,867 -1,702
Sugar #11(ICE)
Oct11 110809 26.97 28.34 26.50 27.49 +0.51 43,322 278,466 -5,227
Mar12 110809 25.98 27.00 25.51 26.23 +0.28 16,669 149,301 -1,225
May12 110809 24.78 25.56 24.39 24.92 +0.14 7,066 45,102 -1,020
Jul12 110809 24.10 24.63 23.66 24.04 +0.04 6,919 65,331 -1,138
Oct12 110809 23.68 24.04 23.20 23.46 -0.09 2,989 28,778 -655
Total Volume and Open Interest 78,988 608,670 -8,975
London Cocoa(LCE)
Sep11 110809 1854 1868 1845 1865 +15 10,098 66,202 -3,903
Dec11 110809 1881 1887 1865 1878 +3 9,961 55,197 +3,389
Mar12 110809 1895 1906 1885 1897 +2 2,051 41,743 +955
May12 110809 1903 1911 1896 1907 +4 306 14,004 +63
Jul12 110809 1905 1917 1898 1916 +4 110 6,666 +5
Sep12 110809 1916 1933 1907 1926 +5 46 4,856 +2
Dec12 110809 1947 1947 1934 1938 +4 535 8,488 +469
Total Volume and Open Interest 23,107 198,062 +980
London Sugar(LCE)
Oct11 110809 720.00 747.90 708.50 736.30 +25.80 2,351 22,072 -1,288
Dec11 110809 675.90 701.50 667.90 692.60 +21.10 435 7,679 +4
Mar12 110809 663.00 686.40 654.60 679.10 +20.90 461 9,857 +80
May12 110809 641.50 659.60 637.90 655.70 +17.20 331 3,219 -63
Aug12 110809 628.10 637.90 626.10 637.90 +16.50 110 1,990 +4
Total Volume and Open Interest 3,698 46,419 -1,258
Cotton(ICE)
Oct11 110809 97.77 100.62 95.01 97.26 -1.75 90 514 -2
Dec11 110809 96.96 100.39 93.72 95.80 -1.92 10,009 98,017 -1,397
Mar12 110809 93.30 97.61 91.39 93.58 -1.81 2,604 27,577 +407
May12 110809 91.50 97.10 91.21 93.43 -1.78 1,148 5,771 +167
Jul12 110809 92.90 96.77 91.21 93.18 -1.58 502 7,700 +106
Oct12 110809 93.68 93.68 93.68 93.68 -1.99 0 3 +0
Total Volume and Open Interest 14,365 143,489 -715
Lumber(CME)
Sep11 110809 217.6 224.0 215.0 223.7 +1.7 681 6,108 -100
Nov11 110809 224.1 230.4 222.8 228.8 +3.6 517 4,547 +107
Jan12 110809 246.6 254.0 246.1 250.1 +0.1 124 892 +25
Mar12 110809 260.1 264.3 260.1 264.3 unch 0 145 +0
Total Volume and Open Interest 1,322 11,694 +32
Crude Oil(NYM)
Sep11 110809 81.10 83.05 75.71 79.30 -2.01 512,488 327,694 -17,943
Oct11 110809 81.48 83.41 76.15 79.67 -2.03 145,314 143,359 +18,576
Nov11 110809 81.94 83.84 76.61 80.14 -2.06 69,401 105,406 +7,745
Dec11 110809 82.49 84.35 77.12 80.61 -2.09 101,504 201,675 -2,757
Jan12 110809 82.86 84.75 77.84 81.11 -2.11 16,166 55,698 +940
Feb12 110809 82.03 84.83 78.59 81.58 -2.15 7,303 23,989 -56
Mar12 110809 82.59 85.30 79.11 82.06 -2.18 11,255 39,005 -717
Apr12 110809 83.74 86.00 79.91 82.55 -2.22 5,850 23,715 -199
May12 110809 84.22 86.49 80.95 83.03 -2.23 5,774 21,400 +135
Jun12 110809 84.77 86.78 80.77 83.48 -2.26 24,136 80,616 -2,318
Jul12 110809 84.70 87.01 81.87 83.92 -2.29 2,855 30,924 +395
Aug12 110809 84.33 87.38 81.99 84.28 -2.32 2,307 16,166 +143
Sep12 110809 84.61 84.62 84.61 84.62 -2.34 1,500 17,525 +152
Oct12 110809 84.94 88.16 83.38 84.93 -2.36 897 13,641 -31
Nov12 110809 85.28 85.28 85.25 85.25 -2.38 838 20,056 -8
Dec12 110809 87.00 88.99 82.79 85.58 -2.39 33,697 142,290 -721
Total Volume and Open Interest 964,423 1,546,068 -59
e-miNY Crude Oil(NYM)
Aug11 110719 96.125 98.650 95.925 97.500 +1.575 5,608 3,447 -104
Sep11 110809 81.275 83.050 75.700 79.300 -2.000 19,783 4,593 -194
Oct11 110809 81.375 83.400 76.100 79.675 -2.025 978 830 +37
Nov11 110809 81.825 83.500 77.375 80.150 -2.050 189 261 -33
Dec11 110809 81.500 84.175 77.650 80.600 -2.100 221 444 -70
Jan12 110809 81.100 81.100 81.100 81.100 -2.125 11 8 -6
Feb12 110809 78.975 81.575 78.975 81.575 -2.150 1 5 +0
Mar12 110809 79.500 82.050 79.500 82.050 -2.200 7 11 +1
Apr12 110809 83.500 85.950 82.550 82.550 -2.225 1 1 +0
May12 110809 83.025 83.025 83.025 83.025 -2.225 4 2 +1
Total Volume and Open Interest 21,196 6,347 -265
Heating Oil(NYM)
Sep11 110809 281.98 285.74 270.20 276.48 -3.69 66,811 88,330 -7,778
Oct11 110809 283.50 286.67 271.54 277.63 -3.51 23,292 46,365 +1,218
Nov11 110809 280.50 287.32 273.25 279.03 -3.38 13,107 32,757 -107
Dec11 110809 283.56 288.85 274.26 280.37 -3.28 14,982 42,328 +1,043
Jan12 110809 283.00 290.09 276.00 281.74 -3.24 6,092 26,870 +222
Feb12 110809 281.60 289.07 276.00 281.93 -3.16 3,721 11,890 +599
Mar12 110809 280.00 287.31 276.00 281.23 -3.07 2,052 7,755 +111
Apr12 110809 280.00 285.00 276.00 279.49 -2.98 769 3,858 +81
May12 110809 279.00 283.51 276.00 277.92 -2.93 1,071 4,141 +129
Jun12 110809 277.32 283.39 274.00 277.44 -2.93 2,008 24,701 +362
Jul12 110809 278.00 284.14 276.00 278.61 -2.76 227 1,883 +8
Aug12 110809 280.00 285.47 276.00 280.06 -2.66 318 1,039 +63
Total Volume and Open Interest 135,751 303,631 -3,958
Gasoline(NYMEX)
Sep11 110809 270.48 276.06 258.54 266.76 -2.40 60,579 72,881 -5,303
Oct11 110809 256.00 261.49 244.89 252.08 -3.07 38,535 46,589 +788
Nov11 110809 249.55 258.74 244.23 249.48 -3.17 17,656 23,945 -229
Dec11 110809 245.04 257.19 241.60 248.56 -2.98 13,811 36,048 -193
Jan12 110809 249.91 255.33 246.92 249.03 -2.92 3,198 13,121 -163
Feb12 110809 249.44 258.42 249.44 250.38 -2.92 708 6,460 +149
Mar12 110809 255.56 258.20 252.11 252.11 -2.92 630 8,936 +10
Apr12 110809 260.00 270.50 260.00 264.33 -2.79 542 5,812 +16
May12 110809 267.75 270.44 264.73 264.73 -2.75 168 2,189 +17
Jun12 110809 259.20 269.86 259.20 264.39 -2.90 635 6,952 -138
Total Volume and Open Interest 137,559 238,854 -4,963
e-miNY RBOB Gasoline(NYM)
Sep11 110809 266.80 266.80 266.76 266.80 -2.40 0 1 +0
Oct11 110809 252.10 252.10 252.08 252.10 -3.10 0 1 +0
Nov11 110809 249.50 249.50 249.48 249.50 -3.20      
Dec11 110809 248.60 248.60 248.56 248.60 -2.90      
Total Volume and Open Interest 0 4 +0
Natural Gas(NYM)
Sep11 110809 3.944 4.040 3.888 3.994 +0.059 136,662 210,456 -17,244
Oct11 110809 3.969 4.060 3.907 4.015 +0.058 84,061 150,859 -5,072
Nov11 110809 4.111 4.202 4.074 4.167 +0.052 85,540 140,620 +8,397
Dec11 110809 4.329 4.416 4.293 4.388 +0.048 27,345 66,606 +761
Jan12 110809 4.425 4.509 4.395 4.485 +0.046 23,189 122,827 +528
Feb12 110809 4.400 4.510 4.400 4.486 +0.045 10,054 31,491 -779
Mar12 110809 4.431 4.480 4.419 4.458 +0.044 9,103 48,003 -635
Apr12 110809 4.358 4.428 4.331 4.413 +0.042 13,416 58,433 +2,853
May12 110809 4.391 4.452 4.389 4.439 +0.042 1,976 12,247 +205
Jun12 110809 4.410 4.490 4.408 4.471 +0.041 1,039 12,830 +50
Jul12 110809 4.459 4.518 4.459 4.510 +0.040 913 10,669 +193
Aug12 110809 4.513 4.540 4.513 4.534 +0.037 1,066 9,924 -33
Sep12 110809 4.502 4.545 4.502 4.538 +0.035 1,193 7,633 +193
Oct12 110809 4.509 4.580 4.509 4.570 +0.034 1,916 36,109 +465
Nov12 110809 4.698 4.743 4.698 4.730 +0.027 175 5,484 +78
Dec12 110809 4.940 4.974 4.940 4.963 +0.018 147 11,801 +17
Total Volume and Open Interest 400,052 1,008,344 -9,341
Brent Crude Oil(ICE)
Sep11 110809 103.15 105.95 98.74 102.57 -1.17 290,606 141,064 -8,661
Oct11 110809 103.50 105.90 99.00 102.52 -1.26 133,614 140,240 -7,723
Nov11 110809 103.00 105.96 99.36 102.59 -1.28 52,654 81,213 +1,693
Dec11 110809 102.69 105.99 99.47 102.63 -1.30 77,705 106,815 +384
Jan12 110809 101.62 105.90 100.33 102.67 -1.31 9,528 26,797 -1,405
Feb12 110809 101.63 105.78 100.18 102.69 -1.31 4,365 18,583 +109
Mar12 110809 100.36 105.76 100.17 102.67 -1.33 4,511 37,261 +599
Apr12 110809 100.36 105.74 100.18 102.64 -1.35 2,107 14,249 +147
May12 110809 100.38 105.73 100.21 102.65 -1.36 2,192 10,232 +789
Jun12 110809 100.76 105.94 100.23 102.61 -1.37 10,888 45,743 +390
Jul12 110809 104.52 104.52 102.61 102.61 -1.37 869 9,335 -78
Aug12 110809 104.48 104.48 102.57 102.57 -1.36 783 6,313 -38
Sep12 110809 104.38 104.38 102.49 102.49 -1.35 1,074 7,898 -135
Oct12 110809 104.25 104.25 102.38 102.38 -1.34 899 4,224 -54
Total Volume and Open Interest 621,643 803,896 -17,016
Gas Oil(ICE)
Aug11 110809 876.00 900.00 851.75 886.25 -14.00 50,616 29,650 -4,989
Sep11 110809 883.00 899.25 851.00 886.00 -13.75 139,939 146,100 -6,948
Oct11 110809 883.00 897.75 849.75 884.50 -13.75 58,640 88,667 +7,416
Nov11 110809 882.00 896.00 849.50 883.25 -13.50 22,638 44,706 +2,194
Dec11 110809 882.00 896.00 849.50 883.25 -13.25 45,128 58,876 +3,934
Jan12 110809 866.25 895.50 854.25 884.75 -13.00 9,337 39,912 -933
Feb12 110809 867.00 893.00 855.00 885.75 -12.75 3,767 13,993 +280
Mar12 110809 867.25 891.75 855.50 886.25 -12.50 2,375 14,908 +21
Apr12 110809 867.00 893.50 855.75 886.75 -12.00 1,351 9,196 +59
May12 110809 867.00 894.75 856.00 887.00 -11.75 1,808 8,054 -80
Total Volume and Open Interest 358,130 556,114 +2,294
Ethanol(CBOT)
Aug11 110803 2.836 2.836 2.800 2.800 -0.042 102 196 -79
Sep11 110809 2.680 2.696 2.670 2.674 +0.009 245 1,280 -64
Oct11 110809 2.603 2.603 2.581 2.585 +0.010 224 1,302 -8
Nov11 110809 2.564 2.564 2.535 2.540 +0.006 96 1,171 +4
Dec11 110809 2.540 2.540 2.511 2.521 +0.002 221 1,527 -36
Jan12 110809 2.504 2.504 2.478 2.485 +0.001 78 796 +23
Feb12 110809 2.503 2.503 2.467 2.475 -0.017 57 563 +14
Mar12 110809 2.481 2.485 2.480 2.482 -0.006 92 492 +41
Total Volume and Open Interest 1,230 9,253 +41
WTI Crude Oil(ICE
Sep11 110809 80.43 83.06 75.62 79.30 -2.01 133,628 73,172 +148
Oct11 110809 79.54 83.43 76.00 79.67 -2.03 39,467 43,104 +3,132
Nov11 110809 80.85 83.90 76.67 80.14 -2.06 30,554 27,555 +3,043
Dec11 110809 81.24 84.37 77.19 80.61 -2.09 36,509 88,531 -1,201
Jan12 110809 79.55 84.52 78.26 81.11 -2.11 4,538 18,010 -1,309
Feb12 110809 78.79 85.00 78.69 81.58 -2.15 2,395 5,803 +245
Mar12 110809 79.46 85.48 79.28 82.06 -2.18 3,248 16,201 +39
Apr12 110809 83.92 85.98 81.19 82.55 -2.22 1,351 4,666 -53
May12 110809 85.28 86.51 83.03 83.03 -2.23 1,239 3,920 -110
Jun12 110809 83.91 86.96 82.61 83.48 -2.26 6,761 28,083 -130
Jul12 110809 83.92 83.92 83.92 83.92 -2.29 251 4,747 -5
Aug12 110809 84.28 84.28 84.28 84.28 -2.32 126 1,520 +40
Sep12 110809 84.62 84.62 84.62 84.62 -2.34 38 5,156 +25
Oct12 110809 84.93 84.93 84.93 84.93 -2.36 4 1,179 -4
Nov12 110809 85.25 85.25 85.25 85.25 -2.38 47 2,539 +0
Dec12 110809 85.88 89.32 82.63 85.58 -2.39 10,015 44,353 -527
Total Volume and Open Interest 275,811 450,433 +3,846
US Dollar Index(ICE)
Sep11 110809 75.015 75.100 73.990 74.725 -0.213 38,976 55,832 -1,556
Dec11 110809 75.300 75.345 74.665 75.125 -0.202 77 740 +28
Mar12 110809 75.585 75.585 75.585 75.585 -0.202 0 1 +0
Total Volume and Open Interest 39,053 56,573 -1,528
Australian Dollar(CME)
Sep11 110809 101.34 103.28 98.71 100.31 -1.26 280,406 121,191 -5,222
Dec11 110809 100.57 102.23 97.95 99.36 -1.22 509 936 +30
Mar12 110809 98.53 99.75 98.53 98.53 -1.22 0 5 +0
Total Volume and Open Interest 280,915 122,179 -5,192
British Pound(CME)
Sep11 110809 163.06 164.06 161.68 162.08 -1.40 148,041 100,830 -1,645
Dec11 110809 162.94 163.61 161.88 161.93 -1.40 131 273 +4
Mar12 110809 161.80 163.20 161.80 161.82 -1.38 2 7 +0
Total Volume and Open Interest 148,174 101,116 -1,641
Canadian Dollar(CME)
Sep11 110809 100.60 102.25 99.80 100.50 -0.14 227,926 121,026 -26
Dec11 110809 100.60 102.00 99.67 100.34 -0.16 723 5,204 +134
Mar12 110809 100.10 101.89 99.88 100.28 -0.16 445 948 +218
Jun12 110809 100.48 100.51 100.15 100.15 -0.19 45 348 +16
Total Volume and Open Interest 229,139 127,681 +342
Japanese Yen(CME)
Sep11 110809 128.57 130.48 128.56 129.77 +0.86 181,395 121,601 -5,680
Dec11 110809 129.43 130.50 128.87 129.94 +0.83 402 1,124 -4
Mar12 110809 130.21 130.21 129.32 130.16 +0.84 0 44 +0
Total Volume and Open Interest 181,798 122,790 -5,684
Swiss Franc(CME)
Sep11 110809 132.51 141.67 131.82 139.96 +7.54 69,766 55,075 -1,465
Dec11 110809 132.95 141.29 132.14 140.23 +7.58 232 923 +20
Mar12 110809 135.60 140.99 132.90 140.48 +7.58 2 6 +1
Total Volume and Open Interest 70,000 56,007 -1,444
EuroFX(CME)
Sep11 110809 141.60 143.72 141.45 142.09 +0.30 513,927 175,277 -8,311
Dec11 110809 141.58 143.39 141.39 141.93 +0.29 872 1,956 -124
Mar12 110809 142.26 143.29 141.51 141.78 +0.27 16 392 +0
Total Volume and Open Interest 514,821 178,462 -8,435
Mexican Peso(CME)
Aug11 110809 805.5 811.8 805.5 805.5 -6.2      
Sep11 110809 807.5 829.5 780.0 801.2 -6.2 77,504 116,157 -4,741
Total Volume and Open Interest 77,504 116,503 -4,741
Brazilian Real(CME)
Aug11 110729 644.40 644.40 639.10 644.40 +5.30      
Sep11 110809 611.00 620.10 605.45 609.50 -10.10 1,052 9,390 -1,029
Oct11 110809 606.30 616.35 606.30 606.30 -10.05      
Nov11 110809 603.15 613.15 603.15 603.15 -10.00      
Total Volume and Open Interest 1,058 24,940 -1,028
30-Year T-Bonds(CBOT)
Sep11 110809 135~140 139~270 134~020 137~060 +1~290 702,986 653,657 +433
Dec11 110809 134~060 138~140 132~270 135~280 +1~290 2,725 8,266 +996
Mar12 110809 133~090 137~010 132~170 134~140 +1~290 1 11 -1
Total Volume and Open Interest 705,712 661,934 +1,428
10-Year T-Notes(CBOT)
Sep11 110809 128~255 131~010 127~265 129~265 +1~080 2,426,111 1,847,412 -3,256
Dec11 110809 127~275 129~290 126~250 128~230 +1~085 4,756 20,980 +1,408
Mar12 110809 127~230 127~230 126~145 127~230 +1~085      
Total Volume and Open Interest 2,430,867 1,868,392 -1,848
5-Year T-Notes(CBOT)
Sep11 110809 122~081 123~120 122~013 123~047 +0~100 1,039,747 1,429,645 -15,225
Dec11 110809 121~084 122~089 121~012 122~043 +0~107 512 3,672 +102
Mar12 110809 121~067 121~067 120~088 121~067 +0~107      
Total Volume and Open Interest 1,040,259 1,433,317 -15,123
2 Year T-Notes(CBOT)
Sep11 110809 110~022 110~048 110~013 110~042 +0~019 423,745 1,071,337 -4,446
Dec11 110809 110~010 110~034 110~000 110~030 +0~020 76 2,534 +28
Mar12 110809 109~096 109~096 109~076 109~096 +0~020      
Total Volume and Open Interest 423,821 1,073,871 -4,418
Eurodollars(CME)
Sep11 110809 99.600 99.655 99.580 99.620 +0.025 352,801 1,164,443 -9,512
Dec11 110809 99.510 99.590 99.495 99.555 +0.050 337,658 1,103,300 -10,867
Mar12 110809 99.500 99.595 99.495 99.575 +0.065 361,323 1,342,490 +3,427
Jun12 110809 99.490 99.610 99.485 99.595 +0.090 333,874 1,378,579 -15,033
Sep12 110809 99.450 99.610 99.430 99.595 +0.125 373,310 972,087 -30,427
Dec12 110809 99.360 99.565 99.320 99.545 +0.170 344,078 759,996 -6,575
Mar13 110809 99.265 99.520 99.205 99.495 +0.215 352,130 762,298 +8,927
Jun13 110809 99.150 99.440 99.070 99.415 +0.255 283,344 552,509 +2,057
Sep13 110809 99.000 99.310 98.900 99.285 +0.285 268,726 530,067 +10,435
Dec13 110809 98.800 99.115 98.680 99.075 +0.280 243,152 373,527 -2,326
Mar14 110809 98.595 98.895 98.455 98.840 +0.255 180,211 263,952 -216
Jun14 110809 98.385 98.650 98.215 98.570 +0.215 143,302 232,926 +3,389
Sep14 110809 98.140 98.425 97.970 98.310 +0.185 95,580 132,882 +1,770
Dec14 110809 97.920 98.190 97.720 98.050 +0.165 77,103 129,752 +1,921
Mar15 110809 97.700 97.985 97.495 97.820 +0.155 73,555 109,606 +6,952
Jun15 110809 5.735 6.035 5.530 5.850 +0.150 52,760 84,074 +1,430
Sep15 110809 5.555 5.825 5.335 5.645 +0.155 28,160 59,141 +2,375
Dec15 110809 5.345 5.620 5.110 5.445 +0.160 31,726 52,330 +1,173
Total Volume and Open Interest      
30 Day Federal Funds(CBOT)
Aug11 110809 99.915 99.918 99.908 99.912 unch 10,363 91,284 -2,270
Sep11 110809 99.915 99.925 99.910 99.915 unch 10,258 54,127 -1,741
Oct11 110809 99.915 99.920 99.905 99.910 unch 7,173 54,490 +1,698
Nov11 110809 99.910 99.920 99.905 99.910 unch 5,451 50,334 +737
Dec11 110809 99.915 99.930 99.905 99.915 +0.005 7,356 63,284 +1,957
Jan12 110809 99.910 99.925 99.900 99.910 +0.005 5,787 49,187 -1,263
Total Volume and Open Interest 83,955 820,484 -4,309
30 Day Fed Funds(e-CBOT)
3-Mth Euro-Yen(CME)
Sep11 110809 99.675 99.675 99.675 99.675 -0.005 0 51 +0
Dec11 110809 99.665 99.665 99.665 99.665 -0.018 0 332 +0
Mar12 110809 99.673 99.673 99.673 99.673 -0.018 0 340 +0
Jun12 110809 99.670 99.670 99.670 99.670 -0.018      
Sep12 110809 99.600 99.600 99.600 99.600 -0.015      
Dec12 110809 99.660 99.660 99.660 99.660 -0.015      
Mar13 110809 99.660 99.660 99.660 99.660 -0.015      
Jun13 110809 99.615 99.615 99.615 99.615 -0.015      
Sep13 110809 99.475 99.475 99.475 99.475 -0.015      
Dec13 110809 99.335 99.335 99.335 99.335 -0.015      
Total Volume and Open Interest 0 723 +0
3-Mth Euro-Yen(SGX)
Sep11 110809 99.66 99.66 99.66 99.66 -0.02 3 1,277 +3
Dec11 110809 99.67 99.67 99.67 99.67 -0.02 0 1,478 +0
Mar12 110809 99.69 99.69 99.67 99.67 -0.02 0 2,083 +0
Jun12 110809 99.67 99.67 99.67 99.67 -0.02 0 1,376 +0
Sep12 110809 99.60 99.60 99.60 99.60 -0.01 0 411 +0
Dec12 110809 99.66 99.66 99.66 99.66 -0.01 0 29 +0
Mar13 110809 99.66 99.66 99.66 99.66 -0.01 0 1 +0
Jun13 110809 99.61 99.61 99.61 99.61 -0.01      
Total Volume and Open Interest 4 6,657 +4
Japanese Gov't Bonds(SGX)
Sep11 110809 142.75 142.75 142.07 142.16 -0.18 2,230 25,906 +149
Dec11 110809 142.19 142.19 141.75 141.75 -0.22 1 3 -1
Mar12 110809 139.66 139.66 139.66 139.66 -0.22      
Total Volume and Open Interest 2,231 25,909 +148
Euro-Bund(EUREX)
Sep11 110809 133.25 133.96 132.22 132.41 -0.67 1,417,138 968,147 -13,276
Dec11 110809 131.75 132.27 130.88 130.94 -0.69 329 2,694 +226
Mar12 110809 131.41 131.41 131.41 131.41 -0.67 50 1 +0
Total Volume and Open Interest 1,417,517 970,842 -13,050
Euro-Bobl(EUREX)
Sep11 110809 121.23 121.59 120.58 120.73 -0.43 814,516 744,399 +2,978
Dec11 110809 119.88 120.44 119.67 119.67 -0.44 24 703 +0
Mar12 110809 119.73 119.73 119.73 119.73 -0.43      
Total Volume and Open Interest 814,540 745,102 +2,978
3-Mth Euribor(EUREX)
Sep11 110809 98.700 98.705 98.630 98.630 -0.015 138 2,084 -66
Dec11 110809 98.840 98.850 98.785 98.785 -0.005 33 1,577 +32
Mar12 110809 98.875 98.875 98.835 98.835 +0.005 10 2,488 +10
Total Volume and Open Interest 277 10,065 -29
Long Gilt(LIFFE)
Sep11 110809 126~20 127~18 126~16 126~20 -0~16 169,486 359,878 +4,078
Dec11 110809 125~10 125~10 125~10 125~10 -0~16 0 1 +0
Total Volume and Open Interest 169,486 359,879 +4,078
3-Mth Short Sterling(LIFFE)
Sep11 110809 99.12 99.14 99.11 99.13 +0.01 106,512 422,625 +15,303
Dec11 110809 99.18 99.21 99.16 99.20 +0.02 118,239 521,618 -9,136
Mar12 110809 99.22 99.25 99.18 99.22 +0.01 91,712 442,138 -2,708
Jun12 110809 99.21 99.25 99.17 99.22 +0.01 95,073 285,781 -10,862
Sep12 110809 99.17 99.22 99.12 99.18 +0.02 103,204 280,519 -10,716
Dec12 110809 99.08 99.13 99.02 99.08 +0.02 102,968 269,820 +10,576
Total Volume and Open Interest 746,698 2,675,642 -12,382
3-Mth Euribor(LIFFE)
Sep11 110809 98.710 98.730 98.615 98.630 -0.015 289,850 714,199 -28,422
Dec11 110809 98.860 98.900 98.755 98.785 -0.005 486,895 601,629 -14,027
Mar12 110809 98.935 98.950 98.810 98.835 unch 333,538 506,937 -14,016
Total Volume and Open Interest 2,305,375 3,725,792 -48,790
3-Mth Aus T-Bills(SFE)
Sep11 110809 95.51 95.92 95.49 95.61 +0.05 41,397 263,938 +6,514
Dec11 110809 95.99 96.49 95.95 96.14 +0.08 82,706 317,553 +29,658
Mar12 110809 96.19 96.71 96.10 96.29 +0.07 38,952 178,111 +10,449
Jun12 110809 96.10 96.65 96.04 96.25 +0.08 12,978 91,830 +4,944
Sep12 110809 95.96 96.55 95.93 96.10 +0.06 10,126 63,258 +4,990
Dec12 110809 95.92 96.40 95.92 95.94 +0.03 3,831 37,206 +761
Mar13 110809 95.76 96.31 95.76 95.81 -0.02 5,161 38,495 +1,519
Jun13 110809 95.67 96.19 95.67 95.67 -0.02 3,077 16,975 +716
Sep13 110809 95.61 95.89 95.56 95.56 -0.04 201 3,011 -1
Dec13 110809 95.48 95.80 95.44 95.44 -0.08 100 1,663 +7
Total Volume and Open Interest 198,529 1,012,183 +59,557
10-Year Aus T-Bonds(SFE)
Sep11 110809 95.35 95.67 95.34 95.43 +0.04 73,678 501,257 +15,548
Dec11 110809 95.43 95.43 95.43 95.43 +0.04      
Total Volume and Open Interest 73,678 501,257 +15,548
3-Year Aus T-Bonds(SFE)
Sep11 110809 96.08 96.57 96.04 96.15 +0.01 268,220 1,112,151 +66,311
Dec11 110809 96.15 96.15 96.15 96.15 +0.01      
Total Volume and Open Interest 268,220 1,112,151 +66,311
Gold(CMX)
Aug11 110809 1722.5 1779.0 1720.1 1740.0 +29.8 825 3,787 -398
Oct11 110809 1718.8 1780.9 1716.2 1741.4 +29.8 13,088 23,874 -507
Dec11 110809 1719.9 1782.5 1717.7 1743.0 +29.8 218,360 373,525 -5,046
Feb12 110809 1723.0 1780.0 1722.0 1745.1 +29.9 6,276 19,026 +3,331
Apr12 110809 1729.5 1782.4 1729.5 1747.0 +29.9 279 6,799 +6
Jun12 110809 1728.6 1788.0 1728.6 1748.8 +29.9 203 15,208 +48
Aug12 110809 1757.6 1780.0 1734.0 1750.7 +30.1 85 5,545 +40
Oct12 110809 1734.1 1780.0 1734.1 1752.7 +30.1 12 4,169 +0
Dec12 110809 1732.9 1792.6 1732.9 1755.0 +30.2 263 12,001 -137
Feb13 110809 1782.6 1782.6 1757.5 1757.5 +30.4 2 1,584 +1
Apr13 110809 1760.2 1760.2 1760.2 1760.2 +30.6 13 332 -13
Jun13 110809 1763.4 1763.4 1763.4 1763.4 +30.9 24 11,596 +0
Total Volume and Open Interest 245,729 517,197 -3,873
Silver(CMX)
Sep11 110809 3906.0 3965.5 3702.5 3788.3 -149.7 85,738 53,559 -4,510
Dec11 110809 3920.0 3967.0 3705.5 3791.8 -149.5 12,864 31,759 +353
Mar12 110809 3881.0 3940.0 3713.0 3793.4 -149.6 1,753 6,085 +510
May12 110809 3792.5 3792.5 3792.5 3792.5 -149.1 148 2,047 +122
Jul12 110809 3806.0 3806.0 3791.6 3791.6 -149.1 62 1,899 +10
Sep12 110809 3908.0 3908.0 3771.5 3788.9 -149.2 15 304 +1
Dec12 110809 3888.5 3888.5 3700.0 3783.1 -148.8 69 8,305 -8
Total Volume and Open Interest 100,842 115,724 -3,517
Platinum(NYMEX)
Oct11 110809 1715.5 1761.0 1708.8 1756.4 +32.8 14,852 32,282 +33
Jan12 110809 1720.0 1763.0 1716.5 1760.0 +33.1 88 1,563 +58
Apr12 110809 1723.1 1762.0 1723.1 1762.0 +32.0 10 142 +4
Jul12 110809 1765.6 1765.6 1765.6 1765.6 +32.0 1 12 +1
Total Volume and Open Interest 14,954 34,003 +99
Palladium(NYMEX)
Sep11 110809 717.25 741.00 706.00 734.55 +6.05 8,457 19,862 -1,031
Dec11 110809 717.00 739.75 710.60 736.15 +6.20 314 2,393 +157
Mar12 110809 57.69 82.19 57.69 81.74 +6.00 1 71 +0
Total Volume and Open Interest 8,772 22,326 -875
Copper(CMX)
Sep11 110809 393.55 405.95 381.80 397.00 +0.85 74,313 62,729 -12,586
Dec11 110809 395.05 407.90 384.20 399.30 +0.85 18,729 46,324 -1,274
Mar12 110809 390.40 407.90 389.70 400.95 +0.90 2,992 16,735 +523
May12 110809 396.55 406.40 396.55 401.75 +0.90 290 2,661 +36
Jul12 110809 398.00 404.75 397.05 402.15 +0.90 36 1,078 +0
Total Volume and Open Interest 98,079 135,877 -14,116
DJIA Index(CBOT)
Sep11 110809 10733 11194 10432 11194 +468 1,886 17,353 +17
Dec11 110809 10660 11122 10405 11122 +469 5 94 +3
Mar12 110809 11053 11053 10584 11053 +469      
Jun12 110809 10983 10983 10514 10983 +469      
Total Volume and Open Interest 1,891 17,447 +20
Mini DJIA Index(CBOT)
Sep11 110809 10745 11234 10401 11194 +468 330,435 92,371 -8,856
Dec11 110809 10657 11122 10370 11122 +469 234 511 +21
Mar12 110809 11053 11053 11053 11053 +469 1 13 +0
Jun12 110809 10983 10983 10983 10983 +469      
Total Volume and Open Interest 330,670 92,895 -8,835
S & P 500(CME)
Sep11 110809 1113.70 1175.50 1076.10 1171.70 +60.40 32,010 299,252 +2,960
Dec11 110809 1122.50 1166.50 1093.50 1166.00 +60.50 252 12,148 +95
Mar12 110809 1160.20 1160.90 1087.90 1160.20 +60.30 50 95 +52
Jun12 110809 1130.00 1155.70 1082.70 1155.00 +60.30 29 27 +3
Total Volume and Open Interest 32,341 311,522 +3,110
S & P 500 E-Mini(Globex)
Sep11 110809 1113.00 1175.50 1077.00 1171.75 +60.50 6,160,540 2,938,984 -21,304
Dec11 110809 1106.00 1169.50 1072.00 1166.00 +60.50 11,683 42,270 +7,753
Total Volume and Open Interest 6,172,400 2,981,621 -13,536
NASDAQ 100(CME)
Sep11 110809 2044.00 2165.00 1972.30 2155.00 +117.00 4,027 15,433 -706
Dec11 110809 2117.00 2150.00 2045.00 2149.50 +117.00 0 10 +0
Mar12 110809 2146.30 2146.30 2145.30 2146.30 +117.00      
Total Volume and Open Interest 4,027 15,443 -706
NASDAQ 100 E-Mini(Globex)
Sep11 110809 2043.00 2161.30 1972.30 2155.00 +117.00 683,266 310,215 -16,303
Dec11 110809 2038.50 2155.00 1964.00 2149.50 +117.00 1,062 5,656 +63
Total Volume and Open Interest 684,328 315,879 -16,240
S & P Midcap 400(CME)
Sep11 110809 790.00 825.40 760.00 825.40 +54.30 1,264 3,775 +572
Dec11 110809 822.10 822.10 822.10 822.10 +54.30      
Mar12 110809 820.40 820.40 819.10 820.40 +54.30      
Total Volume and Open Interest 1,264 3,775 +572
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Sep11 110809 8725 9165 8660 9125 +380 33,948 31,701 -1,963
Dec11 110809 8735 9095 8635 9095 +375 9 9 +3
Total Volume and Open Interest 33,957 31,710 -1,960
Nikkei 225(SGX)
Sep11 110809 8740 9005 8650 9000 -155 196,873 219,660 +9,995
Dec11 110809 8710 9055 8600 9055 -65 180 8,348 +11
Mar12 110809 8935 8935 8935 8935 -155 0 10 +0
Total Volume and Open Interest 197,155 241,174 +9,989
CAC 40(EURONEXT)
Aug11 110809 3039.0 3219.5 2977.5 3176.5 +50.0 350,976 399,409 +7,177
Sep11 110809 3035.0 3195.0 2977.0 3173.0 +50.0 5,858 61,726 +3,606
Oct11 110809 3179.5 3179.5 3179.5 3179.5 +57.5 0 5 +0
Total Volume and Open Interest 356,837 461,176 +10,786
Hang Seng Index(HKFE)
Aug11 110809 19067 20113 18786 19411 -979 139,378 94,238 +3,687
Sep11 110809 18912 20011 18700 19315 -979 2,380 5,972 +204
Total Volume and Open Interest 142,267 104,177 +3,776
DAX(EUREX)
Sep11 110809 5748.0 6034.5 5497.5 5941.0 -21.5 363,965 174,165 +9,761
Dec11 110809 5777.5 6054.5 5525.5 5958.5 -23.5 2,358 9,151 +120
Mar12 110809 5850.0 6067.0 5582.5 5978.5 -24.0 106 745 +54
Total Volume and Open Interest 366,429 184,061 +9,935
FT-SE 100(EURONEXT)
Sep11 110809 4848.00 5238.50 4701.50 5164.50 +89.50 325,093 617,626 -8,807
Dec11 110809 5025.00 5138.50 4819.50 5138.50 +90.00 113 845 +12
Mar12 110809 5103.00 5103.00 5103.00 5103.00 +94.00 0 163 +0
Total Volume and Open Interest 325,206 618,750 -8,795
SPI 200(SFE)
Sep11 110809 3981.0 4009.0 3722.0 4001.0 +48.0 96,317 293,970 +24,859
Dec11 110809 3997.0 4002.0 3730.0 4002.0 +42.0 708 6,347 -10
Mar12 110809 3776.0 3986.0 3707.0 3986.0 +42.0 28 1,684 +3
Total Volume and Open Interest 97,366 306,803 +25,040
GSCI(CME)
Aug11 110809 623.50 626.00 610.95 610.95 -6.05 1,744 7,683 -1,404
Sep11 110809 624.45 627.35 612.20 612.20 -6.35 1,545 1,603 +1,509
Oct11 110809 626.00 629.00 613.50 613.50 -6.50      
Total Volume and Open Interest 3,289 9,286 +105
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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