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MRCI's End of Day Prices

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MRCI's End of Day Prices
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Daily Futures Price Listing Wed August 10, 2011
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Aug11 110810 1312.75 1312.75 1296.00 1300.75 +2.00 1,289 1,180 -611
Sep11 110810 1297.25 1311.25 1288.50 1295.50 +2.25 19,317 42,924 +259
Nov11 110810 1303.75 1318.50 1293.75 1301.50 +1.75 99,626 290,138 -6,592
Jan12 110810 1317.75 1329.50 1305.50 1312.75 +1.75 6,409 55,986 +672
Mar12 110810 1327.75 1336.50 1312.75 1320.25 +2.25 3,661 28,916 -427
May12 110810 1328.75 1340.75 1318.00 1325.25 +3.50 2,763 35,572 +363
Jul12 110810 1333.00 1342.00 1321.75 1328.25 +3.25 1,770 19,592 +57
Total Volume and Open Interest 136,207 499,782 -6,308
Soybean Meal(CBOT)
Aug11 110810 342.90 343.00 338.00 339.10 +1.10 1,846 1,521 -866
Sep11 110810 342.40 344.90 340.00 340.50 +1.10 16,471 35,490 -1,122
Oct11 110810 343.40 345.90 341.50 342.60 +2.30 6,215 17,305 +1,172
Dec11 110810 346.50 349.00 344.60 345.60 +2.00 37,743 82,852 -525
Jan12 110810 351.00 351.20 347.10 347.90 +2.00 1,461 8,066 +429
Mar12 110810 354.60 354.60 350.00 350.90 +2.00 653 6,238 +122
May12 110810 353.00 353.60 351.40 351.90 +2.30 696 9,466 +63
Jul12 110810 353.80 354.70 352.70 352.70 +2.50 439 3,313 +156
Total Volume and Open Interest 65,577 168,529 -560
Soybean Oil(CBOT)
Aug11 110810 53.38 53.40 52.60 53.03 unch 524 378 -126
Sep11 110810 53.32 53.97 52.65 53.13 unch 15,272 46,338 -895
Oct11 110810 53.50 54.14 52.85 53.31 +0.01 5,309 25,118 +750
Dec11 110810 53.85 54.48 53.10 53.60 -0.02 56,181 141,100 -2,296
Jan12 110810 54.07 54.72 53.41 53.90 -0.01 5,056 27,472 +1,611
Mar12 110810 54.73 55.04 53.75 54.20 -0.03 1,749 15,534 +106
May12 110810 54.63 55.20 54.01 54.44 -0.03 846 9,610 +209
Jul12 110810 55.16 55.39 54.25 54.68 +0.01 596 5,194 +88
Total Volume and Open Interest 85,607 273,990 -551
Canola(WCE)
Nov11 110810 543.0 546.1 536.5 540.7 -0.6 12,122 116,106 -1,417
Jan12 110810 553.5 553.5 544.6 548.9 -0.6 4,554 25,447 +846
Mar12 110810 557.0 557.2 549.6 554.3 -0.1 1,134 7,424 +100
May12 110810 556.0 559.7 554.8 558.4 +0.3 599 6,770 +304
Jul12 110810 557.6 562.1 557.6 562.1 +1.1 97 3,885 +83
Total Volume and Open Interest 18,506 161,381 -84
Corn(CBOT)
Sep11 110810 682.75 689.25 676.25 678.00 -0.25 90,009 240,661 -18,296
Dec11 110810 693.00 699.75 686.00 688.50 unch 200,017 623,306 +4,345
Mar12 110810 706.50 712.75 699.00 701.50 -0.50 29,724 149,511 +1,941
May12 110810 711.00 717.25 704.75 706.50 -1.00 5,714 32,979 +203
Jul12 110810 711.25 720.00 707.25 708.25 -2.00 6,495 70,946 -384
Sep12 110810 670.00 671.00 661.00 662.50 +1.50 1,149 11,995 +94
Total Volume and Open Interest 337,988 1,237,404 -11,044
Wheat(CBOT)
Sep11 110810 677.25 691.00 676.00 685.00 +13.25 68,428 106,762 -9,497
Dec11 110810 708.00 721.00 707.75 719.25 +15.50 63,004 173,157 +676
Mar12 110810 749.00 757.25 741.50 755.25 +14.50 13,196 60,579 +3,515
May12 110810 770.00 776.00 758.25 773.25 +13.00 2,017 12,051 +393
Jul12 110810 772.50 780.00 764.00 777.25 +11.25 3,904 49,718 +871
Total Volume and Open Interest 151,727 428,025 -3,928
Wheat(KCBT)
Sep11 110810 766.25 786.00 764.50 785.00 +22.00 13,713 60,677 -1,166
Dec11 110810 792.25 809.75 788.00 808.75 +22.00 11,211 62,802 +204
Mar12 110810 809.75 822.75 801.75 822.50 +21.00 1,759 22,353 +705
May12 110810 815.50 827.25 807.25 827.25 +20.50 234 3,464 +29
Jul12 110810 803.00 822.00 803.00 819.00 +17.50 1,461 17,564 +69
Total Volume and Open Interest 28,551 170,063 -148
Wheat(MGE)
Sep11 110810 819.75 840.00 819.00 837.25 +20.50 1,663 15,323 -498
Dec11 110810 826.50 845.00 822.50 842.50 +21.25 2,058 19,699 -298
Mar12 110810 839.25 852.25 833.25 848.75 +18.00 939 6,818 +241
May12 110810 845.75 856.25 836.50 853.50 +16.25 490 3,204 -59
Jul12 110810 851.75 860.50 844.50 858.25 +14.75 441 4,502 -166
Total Volume and Open Interest 5,787 53,355 -840
Oats(CBOT)
Sep11 110810 336.75 343.75 334.00 340.25 +6.25 191 1,921 -45
Dec11 110810 348.75 354.00 346.00 351.00 +6.00 550 9,750 +116
Mar12 110810 360.75 363.50 356.00 362.00 +6.00 85 962 +64
May12 110810 369.00 369.00 363.00 369.00 +6.00 0 27 +0
Total Volume and Open Interest 826 12,690 +135
Rough Rice(CBOT)
Sep11 110810 16.90 17.36 16.80 16.94 +0.17 664 7,757 -194
Nov11 110810 17.20 17.67 17.12 17.26 +0.18 539 7,923 +37
Jan12 110810 17.50 17.75 17.45 17.55 +0.18 42 761 -4
Mar12 110810 17.66 18.16 17.66 17.80 +0.18 7 789 -5
Total Volume and Open Interest 1,252 17,382 -166
Live Cattle(CME)
Aug11 110810 114.980 115.100 114.100 114.300 -0.430 12,801 17,619 -6,204
Oct11 110810 118.250 118.400 117.200 117.450 -0.380 19,613 134,702 +534
Dec11 110810 120.400 120.550 119.500 119.550 -0.350 7,945 89,414 -290
Feb12 110810 123.300 123.500 122.430 122.730 -0.405 5,087 35,521 +960
Apr12 110810 125.700 125.800 124.750 125.035 -0.365 2,680 19,738 +796
Jun12 110810 122.480 122.785 121.680 122.200 -0.450 927 8,682 +216
Total Volume and Open Interest 49,191 307,145 -3,892
Feeder Cattle(CME)
Aug11 110810 134.185 134.550 133.150 133.300 +0.065 1,152 6,769 -233
Sep11 110810 135.235 135.800 134.535 135.100 +0.350 2,720 8,624 -789
Oct11 110810 136.450 136.985 135.500 135.900 +0.200 3,677 10,292 +18
Nov11 110810 137.485 137.700 136.600 136.950 -0.235 1,679 4,736 +325
Jan12 110810 138.150 138.485 137.200 137.685 +0.285 357 2,850 +64
Mar12 110810 138.200 138.400 137.500 137.600 -0.250 73 819 +3
Apr12 110810 139.250 139.250 138.185 138.700 -0.300 33 202 +11
Total Volume and Open Interest 9,699 34,448 -598
Lean Hogs(CME)
Aug11 110810 105.785 106.350 105.480 106.285 +0.885 7,279 13,156 -816
Oct11 110810 89.500 89.785 86.750 86.850 -2.285 14,532 98,611 -252
Dec11 110810 86.285 86.350 83.430 83.650 -2.200 7,931 72,652 +214
Feb12 110810 88.800 88.800 86.050 86.285 -2.395 4,262 36,144 -77
Apr12 110810 90.950 91.135 88.385 88.750 -2.385 2,459 23,581 +526
May12 110810 94.200 94.200 92.800 92.800 -1.900 4 967 +1
Jun12 110810 96.580 96.580 94.285 94.600 -1.935 613 12,133 +248
Jul12 110810 94.900 94.900 93.150 93.250 -1.600 78 3,704 +19
Total Volume and Open Interest 37,222 264,148 -124
Class III Milk(CME)
Aug11 110810 21.58 21.69 21.51 21.62 +0.06 248 6,862 +482
Sep11 110810 20.12 20.13 19.71 19.87 -0.30 460 6,443 +82
Oct11 110810 18.97 18.98 18.55 18.69 -0.26 297 5,175 +24
Nov11 110810 18.37 18.38 18.10 18.15 -0.23 185 4,146 +35
Dec11 110810 17.60 17.62 17.50 17.55 -0.03 100 3,654 +14
Total Volume and Open Interest 1,791 34,149 +869
Cocoa(ICE)
Sep11 110810 2923 2942 2832 2847 -59 15,543 31,685 -5,966
Dec11 110810 2935 2976 2857 2871 -72 14,789 68,326 +3,963
Mar12 110810 2995 3027 2909 2924 -71 1,927 38,462 -378
May12 110810 2995 3029 2925 2935 -71 150 12,820 +0
Jul12 110810 3007 3007 2947 2951 -69 353 5,926 +249
Sep12 110810 3000 3000 2950 2964 -68 388 9,856 +159
Dec12 110810 2992 2992 2972 2977 -69 134 4,696 +122
Total Volume and Open Interest 33,394 175,688 -1,851
Coffee "C"(ICE)
Sep11 110810 235.80 238.80 233.80 234.85 +0.10 13,963 33,248 -4,137
Dec11 110810 238.50 242.40 237.20 238.35 -0.15 8,280 49,252 +874
Mar12 110810 243.40 245.00 239.85 241.00 -0.35 1,565 13,991 +326
May12 110810 245.00 245.25 241.30 242.50 -0.65 363 7,138 +29
Jul12 110810 245.00 245.10 241.25 242.65 -0.85 104 2,322 -3
Sep12 110810 244.35 245.60 241.95 241.95 -1.05 10 1,806 +5
Total Volume and Open Interest 24,303 109,304 -2,890
Orange Juice(ICE)
Sep11 110810 168.15 169.00 158.60 158.85 -9.50 5,116 16,469 -2,978
Nov11 110810 162.75 162.85 152.75 152.75 -10.00 1,509 12,060 +548
Jan12 110810 164.25 164.25 153.10 153.30 -9.75 340 1,989 +12
Mar12 110810 160.50 160.60 153.70 153.70 -9.65 93 563 +64
May12 110810 160.50 160.50 154.30 154.30 -9.25 14 289 +0
Jul12 110810 161.25 161.25 155.70 155.70 -8.80 0 132 +0
Total Volume and Open Interest 7,072 31,513 -2,354
Sugar #11(ICE)
Oct11 110810 27.79 28.19 26.81 27.62 +0.13 52,424 271,390 -7,076
Mar12 110810 26.41 26.81 25.61 26.32 +0.09 15,941 149,409 +108
May12 110810 25.10 25.42 24.37 25.00 +0.08 8,122 43,015 -2,087
Jul12 110810 24.70 24.70 23.52 24.08 +0.04 5,387 64,816 -515
Oct12 110810 23.69 23.89 22.96 23.45 -0.01 2,207 28,900 +122
Total Volume and Open Interest 86,614 599,048 -9,622
London Cocoa(LCE)
Sep11 110810 1856 1879 1837 1841 -24 5,555 63,016 -3,186
Dec11 110810 1871 1893 1844 1847 -31 4,920 57,534 +2,337
Mar12 110810 1891 1914 1868 1870 -27 743 41,857 +114
May12 110810 1919 1923 1879 1881 -26 257 14,067 +63
Jul12 110810 1918 1929 1890 1892 -24 316 6,688 +22
Sep12 110810 1926 1926 1900 1901 -25 107 4,949 +93
Dec12 110810 1940 1940 1908 1908 -30 7 8,488 +0
Total Volume and Open Interest 11,905 197,505 -557
London Sugar(LCE)
Oct11 110810 742.90 743.00 716.50 723.80 -12.50 2,809 21,666 -406
Dec11 110810 698.00 698.00 673.30 679.00 -13.60 558 7,591 -88
Mar12 110810 683.00 683.00 657.30 664.00 -15.10 423 10,096 +239
May12 110810 654.00 656.60 641.30 642.90 -12.80 170 3,136 -83
Aug12 110810 621.50 622.50 617.90 622.50 -15.40 46 2,003 +13
Total Volume and Open Interest 4,031 46,092 -327
Cotton(ICE)
Oct11 110810 99.00 99.84 97.00 99.16 +1.90 79 534 +20
Dec11 110810 97.92 99.03 95.76 97.80 +2.00 9,967 96,901 -1,116
Mar12 110810 95.00 96.40 93.22 95.55 +1.97 2,531 27,693 +116
May12 110810 95.21 95.97 93.00 95.26 +1.83 1,202 6,030 +259
Jul12 110810 94.56 95.50 93.62 94.59 +1.41 178 7,696 -4
Oct12 110810 94.98 94.98 94.98 94.98 +1.30 0 3 +0
Total Volume and Open Interest 14,126 142,813 -676
Lumber(CME)
Sep11 110810 225.9 229.2 217.0 221.5 -2.2 737 5,930 -178
Nov11 110810 230.9 234.9 222.8 225.5 -3.3 1,088 4,272 -275
Jan12 110810 257.0 257.5 243.0 243.0 -7.1 481 1,131 +239
Mar12 110810 256.3 259.0 256.2 259.0 -5.3 4 145 +0
Total Volume and Open Interest 2,310 11,480 -214
Crude Oil(NYM)
Sep11 110810 81.90 83.14 79.53 82.89 +3.59 521,066 302,179 -25,515
Oct11 110810 82.05 83.46 79.90 83.25 +3.58 140,933 166,120 +22,761
Nov11 110810 82.83 83.92 80.34 83.71 +3.57 68,044 113,612 +8,206
Dec11 110810 83.53 84.33 80.80 84.14 +3.53 87,962 202,326 +651
Jan12 110810 83.09 84.79 81.55 84.58 +3.47 15,836 58,755 +3,057
Feb12 110810 83.02 85.13 81.96 84.99 +3.41 8,208 23,612 -377
Mar12 110810 84.55 85.60 82.15 85.40 +3.34 9,544 38,011 -994
Apr12 110810 84.88 85.98 83.04 85.82 +3.27 5,489 24,553 +838
May12 110810 84.11 86.22 84.11 86.22 +3.19 3,849 21,812 +412
Jun12 110810 86.00 86.75 83.43 86.59 +3.11 22,899 81,860 +1,244
Jul12 110810 84.99 87.10 84.25 86.95 +3.03 4,231 30,220 -704
Aug12 110810 87.21 87.24 87.21 87.24 +2.96 1,983 15,798 -368
Sep12 110810 87.51 87.51 87.51 87.51 +2.89 2,354 17,524 -1
Oct12 110810 87.75 87.75 87.75 87.75 +2.82 832 13,592 -49
Nov12 110810 88.01 88.01 88.01 88.01 +2.76 629 20,117 +61
Dec12 110810 88.33 88.47 85.30 88.28 +2.70 32,634 143,173 +883
Total Volume and Open Interest 947,090 1,553,276 +7,208
e-miNY Crude Oil(NYM)
Aug11 110719 96.125 98.650 95.925 97.500 +1.575 5,608 3,447 -104
Sep11 110810 82.150 83.125 79.550 82.900 +3.600 16,114 4,263 -330
Oct11 110810 82.325 83.450 79.950 83.250 +3.575 864 976 +146
Nov11 110810 82.300 83.700 80.750 83.700 +3.550 142 308 +47
Dec11 110810 83.725 84.175 80.800 84.150 +3.550 157 393 -51
Jan12 110810 84.475 84.600 84.200 84.575 +3.475 4 4 -4
Feb12 110810 85.000 85.000 85.000 85.000 +3.425 2 7 +2
Mar12 110810 85.400 85.400 85.400 85.400 +3.350 0 11 +0
Apr12 110810 83.050 85.825 83.050 85.825 +3.275 1 1 +0
May12 110810 86.225 86.225 86.225 86.225 +3.200 1 3 +1
Total Volume and Open Interest 17,295 6,156 -191
Heating Oil(NYM)
Sep11 110810 279.35 288.38 279.35 286.53 +10.05 68,697 83,791 -4,539
Oct11 110810 280.88 289.29 280.88 287.51 +9.88 23,320 48,804 +2,439
Nov11 110810 283.48 289.12 282.22 288.63 +9.60 12,694 34,224 +1,467
Dec11 110810 286.78 291.22 283.38 289.70 +9.33 19,662 42,853 +525
Jan12 110810 287.02 291.29 285.60 290.83 +9.09 7,726 26,407 -463
Feb12 110810 289.94 291.37 285.60 290.79 +8.86 2,204 12,118 +228
Mar12 110810 285.00 290.78 284.95 289.92 +8.69 2,271 7,802 +47
Apr12 110810 289.80 289.80 283.00 288.10 +8.61 1,232 4,086 +228
May12 110810 287.00 287.00 281.22 286.40 +8.48 1,927 4,518 +377
Jun12 110810 280.90 286.14 279.91 285.72 +8.28 4,693 25,127 +426
Jul12 110810 284.37 286.82 282.18 286.82 +8.21 519 1,972 +89
Aug12 110810 285.82 288.17 283.66 288.17 +8.11 568 1,034 -5
Total Volume and Open Interest 147,189 304,990 +1,359
Gasoline(NYMEX)
Sep11 110810 273.75 278.82 268.39 278.25 +11.49 56,549 69,138 -3,743
Oct11 110810 257.68 263.62 254.34 263.12 +11.04 36,408 50,120 +3,531
Nov11 110810 254.65 260.77 251.76 260.22 +10.74 15,973 25,325 +1,380
Dec11 110810 254.30 259.62 251.12 259.02 +10.46 11,092 36,926 +878
Jan12 110810 254.53 259.46 251.44 259.46 +10.43 2,464 12,949 -172
Feb12 110810 254.05 260.82 253.52 260.76 +10.38 665 6,377 -83
Mar12 110810 258.68 262.41 256.85 262.41 +10.30 657 8,869 -67
Apr12 110810 270.50 274.39 269.65 274.39 +10.06 505 5,851 +39
May12 110810 270.00 274.78 270.00 274.78 +10.05 427 2,271 +82
Jun12 110810 269.80 275.12 268.10 274.28 +9.89 1,223 7,319 +367
Total Volume and Open Interest 126,324 241,080 +2,226
e-miNY RBOB Gasoline(NYM)
Sep11 110810 277.00 278.30 277.00 278.30 +11.50      
Oct11 110810 263.10 263.12 263.10 263.10 +11.00 0 1 +0
Nov11 110810 260.20 260.22 260.20 260.20 +10.70      
Dec11 110810 259.00 259.02 259.00 259.00 +10.40      
Total Volume and Open Interest 0 3 -1
Natural Gas(NYM)
Sep11 110810 4.009 4.080 3.980 4.003 +0.009 139,135 188,304 -22,152
Oct11 110810 4.025 4.096 3.998 4.024 +0.009 86,962 146,647 -4,212
Nov11 110810 4.189 4.243 4.144 4.181 +0.014 81,852 148,194 +7,574
Dec11 110810 4.403 4.450 4.361 4.402 +0.014 28,226 70,637 +4,031
Jan12 110810 4.510 4.545 4.459 4.497 +0.012 27,528 122,937 +110
Feb12 110810 4.471 4.541 4.461 4.497 +0.011 5,181 31,220 -271
Mar12 110810 4.464 4.511 4.443 4.467 +0.009 7,032 47,049 -954
Apr12 110810 4.438 4.455 4.396 4.418 +0.005 12,769 59,687 +1,254
May12 110810 4.438 4.478 4.420 4.443 +0.004 1,670 12,805 +558
Jun12 110810 4.465 4.506 4.455 4.474 +0.003 1,012 12,782 -48
Jul12 110810 4.510 4.547 4.500 4.512 +0.002 688 10,698 +29
Aug12 110810 4.523 4.570 4.519 4.535 +0.001 785 9,739 -185
Sep12 110810 4.537 4.574 4.525 4.539 +0.001 1,273 7,418 -215
Oct12 110810 4.569 4.606 4.555 4.569 -0.001 3,507 36,432 +323
Nov12 110810 4.713 4.739 4.713 4.725 -0.005 1,093 5,964 +480
Dec12 110810 4.970 4.987 4.934 4.952 -0.011 346 11,793 -8
Total Volume and Open Interest 402,358 993,563 -14,781
Brent Crude Oil(ICE)
Sep11 110810 104.20 107.11 103.41 106.68 +4.11 243,181 125,008 -16,056
Oct11 110810 104.47 107.00 103.40 106.62 +4.10 142,472 132,418 -7,822
Nov11 110810 104.50 106.97 103.45 106.63 +4.04 65,017 85,630 +4,417
Dec11 110810 104.54 106.95 103.43 106.60 +3.97 80,117 107,264 +449
Jan12 110810 103.92 106.80 103.70 106.57 +3.90 13,316 25,541 -1,256
Feb12 110810 105.05 106.83 103.87 106.52 +3.83 5,628 19,454 +871
Mar12 110810 103.89 106.77 103.85 106.42 +3.75 5,040 36,701 -560
Apr12 110810 103.86 106.71 103.77 106.32 +3.68 3,004 13,801 -448
May12 110810 103.84 106.54 103.84 106.24 +3.59 2,937 10,411 +179
Jun12 110810 103.79 106.46 103.46 106.11 +3.50 9,908 47,468 +1,725
Jul12 110810 106.02 106.02 106.02 106.02 +3.41 968 9,334 -1
Aug12 110810 105.90 105.90 105.90 105.90 +3.33 459 6,336 +23
Sep12 110810 105.75 105.75 105.75 105.75 +3.26 754 7,860 -38
Oct12 110810 105.56 105.56 105.56 105.56 +3.18 368 4,356 +132
Total Volume and Open Interest 597,678 785,306 -18,590
Gas Oil(ICE)
Aug11 110810 884.50 910.25 882.00 887.50 +1.25 38,910 25,164 -4,486
Sep11 110810 888.25 908.75 881.25 885.25 -0.75 120,281 135,962 -10,138
Oct11 110810 883.50 906.50 880.00 883.25 -1.25 50,133 91,063 +2,396
Nov11 110810 883.50 903.00 879.00 881.25 -2.00 28,413 47,355 +2,649
Dec11 110810 883.75 902.75 877.75 880.25 -3.00 51,850 61,263 +2,387
Jan12 110810 885.25 902.00 879.00 881.25 -3.50 15,602 36,598 -3,314
Feb12 110810 886.00 900.50 881.50 881.75 -4.00 4,366 14,700 +707
Mar12 110810 886.50 901.25 881.75 882.00 -4.25 3,858 15,375 +467
Apr12 110810 886.75 901.00 882.25 882.25 -4.50 2,555 9,626 +430
May12 110810 887.00 901.00 882.00 882.00 -5.00 2,234 8,021 -33
Total Volume and Open Interest 332,381 549,315 -6,799
Ethanol(CBOT)
Aug11 110803 2.836 2.836 2.800 2.800 -0.042 102 196 -79
Sep11 110810 2.688 2.705 2.680 2.702 +0.028 280 1,228 -52
Oct11 110810 2.595 2.620 2.594 2.614 +0.029 221 1,385 +83
Nov11 110810 2.554 2.564 2.550 2.559 +0.019 133 1,182 +11
Dec11 110810 2.528 2.539 2.525 2.534 +0.013 169 1,557 +30
Jan12 110810 2.493 2.498 2.493 2.493 +0.008 72 803 +7
Feb12 110810 2.469 2.492 2.469 2.480 +0.005 6 567 +4
Mar12 110810 2.497 2.497 2.475 2.483 +0.001 20 504 +12
Total Volume and Open Interest 976 9,404 +151
WTI Crude Oil(ICE
Sep11 110810 81.45 83.14 79.54 82.89 +3.59 113,338 67,660 -5,512
Oct11 110810 81.52 83.44 79.89 83.25 +3.58 28,029 44,557 +1,453
Nov11 110810 82.08 83.80 80.60 83.71 +3.57 16,881 26,377 -1,178
Dec11 110810 83.25 84.31 80.79 84.14 +3.53 31,297 90,905 +2,374
Jan12 110810 83.88 84.58 81.66 84.58 +3.47 5,293 17,188 -822
Feb12 110810 84.15 84.99 82.11 84.99 +3.41 2,882 6,318 +515
Mar12 110810 84.43 85.40 82.55 85.40 +3.34 3,582 15,426 -775
Apr12 110810 85.25 85.82 83.00 85.82 +3.27 1,318 4,885 +219
May12 110810 84.23 86.27 83.56 86.22 +3.19 1,044 3,915 -5
Jun12 110810 85.70 86.80 83.64 86.59 +3.11 6,488 27,522 -561
Jul12 110810 86.95 86.95 86.95 86.95 +3.03 876 4,874 +127
Aug12 110810 87.24 87.24 87.24 87.24 +2.96 61 1,503 -17
Sep12 110810 87.51 87.51 87.51 87.51 +2.89 330 5,199 +43
Oct12 110810 87.75 87.75 87.75 87.75 +2.82 5 1,179 +0
Nov12 110810 88.01 88.01 88.01 88.01 +2.76 2 2,539 +0
Dec12 110810 87.25 88.46 85.50 88.28 +2.70 8,715 42,902 -1,451
Total Volume and Open Interest 222,753 444,821 -5,612
US Dollar Index(ICE)
Sep11 110810 74.130 74.925 73.905 74.770 +0.045 38,485 54,175 -1,657
Dec11 110810 74.360 75.270 74.340 75.160 +0.035 255 723 -17
Mar12 110810 75.590 75.590 75.590 75.590 +0.005 0 1 +0
Total Volume and Open Interest 38,740 54,899 -1,674
Australian Dollar(CME)
Sep11 110810 103.41 103.43 100.31 102.07 +1.76 240,225 110,062 -11,129
Dec11 110810 102.26 102.26 99.36 101.09 +1.73 164 900 -36
Mar12 110810 100.25 100.25 98.53 100.25 +1.72 0 5 +0
Total Volume and Open Interest 240,394 111,017 -11,162
British Pound(CME)
Sep11 110810 163.22 163.27 161.16 161.54 -0.54 135,122 107,145 +6,315
Dec11 110810 162.87 162.87 161.11 161.41 -0.52 100 291 +18
Mar12 110810 161.30 161.82 161.30 161.30 -0.52 0 7 +0
Total Volume and Open Interest 135,222 107,449 +6,333
Canadian Dollar(CME)
Sep11 110810 102.23 102.24 100.35 100.96 +0.46 167,268 112,189 -8,837
Dec11 110810 101.50 101.80 100.23 100.80 +0.46 1,077 5,606 +402
Mar12 110810 101.90 101.90 100.00 100.74 +0.46 221 1,091 +143
Jun12 110810 100.30 100.69 100.30 100.65 +0.50 38 361 +13
Total Volume and Open Interest 168,630 119,426 -8,255
Japanese Yen(CME)
Sep11 110810 129.59 131.08 129.44 130.32 +0.55 124,891 121,385 -216
Dec11 110810 129.76 131.20 129.75 130.50 +0.56 211 1,124 +0
Mar12 110810 130.16 131.29 130.16 130.72 +0.56 2 45 +1
Total Volume and Open Interest 125,104 122,575 -215
Swiss Franc(CME)
Sep11 110810 138.87 139.49 136.55 137.36 -2.60 65,631 54,358 -717
Dec11 110810 138.94 140.23 136.99 137.69 -2.54 349 984 +61
Mar12 110810 138.00 140.48 138.00 138.00 -2.48 1 6 +0
Total Volume and Open Interest 65,981 55,351 -656
EuroFX(CME)
Sep11 110810 143.85 143.95 141.54 141.93 -0.16 470,736 180,648 +5,371
Dec11 110810 143.75 143.75 141.47 141.78 -0.15 606 2,019 +63
Mar12 110810 143.00 143.00 141.50 141.70 -0.08 15 394 +2
Total Volume and Open Interest 471,359 183,900 +5,438
Mexican Peso(CME)
Aug11 110810 813.2 813.2 805.5 813.2 +7.8      
Sep11 110810 827.2 827.2 792.2 809.0 +7.8 85,848 107,306 -8,851
Total Volume and Open Interest 85,899 107,686 -8,817
Brazilian Real(CME)
Sep11 110810 609.00 616.95 607.50 616.95 +7.45 475 8,994 -396
Oct11 110810 613.65 613.65 606.30 613.65 +7.35      
Nov11 110810 610.35 610.35 603.15 610.35 +7.20      
Dec11 110810 607.05 607.05 599.95 607.05 +7.10 0 139 +0
Total Volume and Open Interest 475 24,544 -396
30-Year T-Bonds(CBOT)
Sep11 110810 136~130 139~040 135~120 138~070 +1~010 505,617 650,246 -3,411
Dec11 110810 135~040 137~270 134~080 136~310 +1~030 1,959 8,874 +608
Mar12 110810 135~170 135~170 134~140 135~170 +1~030 3 14 +3
Total Volume and Open Interest 507,579 659,134 -2,800
10-Year T-Notes(CBOT)
Sep11 110810 129~110 130~165 128~305 130~020 +0~075 1,882,238 1,887,099 +39,687
Dec11 110810 128~100 129~160 127~275 129~010 +0~100 7,989 19,932 -1,048
Mar12 110810 128~010 128~010 127~230 128~010 +0~100      
Total Volume and Open Interest 1,890,227 1,907,031 +38,639
5-Year T-Notes(CBOT)
Sep11 110810 123~019 123~086 123~001 123~046 -0~001 897,692 1,427,418 -2,227
Dec11 110810 122~042 122~076 122~007 122~039 -0~004 1,625 3,886 +214
Mar12 110810 121~063 121~067 121~063 121~063 -0~004      
Total Volume and Open Interest 899,317 1,431,304 -2,013
2 Year T-Notes(CBOT)
Sep11 110810 110~041 110~048 110~036 110~040 -0~002 329,241 1,033,735 -37,602
Dec11 110810 110~028 110~041 110~028 110~033 +0~003 165 2,568 +34
Mar12 110810 109~099 109~099 109~096 109~099 +0~003      
Total Volume and Open Interest 329,406 1,036,303 -37,568
Eurodollars(CME)
Sep11 110810 99.635 99.670 99.585 99.615 -0.005 431,378 1,142,132 -22,311
Dec11 110810 99.570 99.625 99.510 99.525 -0.030 452,667 1,082,662 -20,638
Mar12 110810 99.570 99.635 99.555 99.565 -0.010 383,455 1,295,144 -47,346
Jun12 110810 99.595 99.640 99.575 99.595 unch 324,615 1,396,244 +17,665
Sep12 110810 99.580 99.630 99.560 99.600 +0.005 311,682 957,028 -15,059
Dec12 110810 99.510 99.595 99.510 99.570 +0.025 337,371 745,962 -14,034
Mar13 110810 99.455 99.560 99.445 99.545 +0.050 293,726 727,410 -34,888
Jun13 110810 99.350 99.490 99.345 99.465 +0.050 266,968 562,214 +9,705
Sep13 110810 99.215 99.365 99.205 99.335 +0.050 185,952 540,421 +10,354
Dec13 110810 98.990 99.185 98.985 99.140 +0.065 181,270 392,994 +19,467
Mar14 110810 98.760 98.975 98.755 98.925 +0.085 106,057 263,670 -282
Jun14 110810 98.505 98.745 98.495 98.685 +0.115 95,203 238,621 +5,695
Sep14 110810 98.275 98.505 98.245 98.445 +0.135 53,849 131,162 -1,720
Dec14 110810 98.030 98.260 97.985 98.200 +0.150 51,046 129,733 -19
Mar15 110810 97.815 98.045 97.755 97.980 +0.160 33,714 111,015 +1,409
Jun15 110810 5.850 6.085 5.780 6.015 +0.165 28,150 82,936 -1,138
Sep15 110810 5.635 5.870 5.575 5.805 +0.160 18,720 58,030 -1,111
Dec15 110810 5.440 5.670 5.355 5.600 +0.155 18,570 52,940 +610
Total Volume and Open Interest      
30 Day Federal Funds(CBOT)
Aug11 110810 99.912 99.912 99.902 99.910 -0.002 8,088 88,995 -2,289
Sep11 110810 99.915 99.920 99.910 99.915 unch 8,442 55,061 +934
Oct11 110810 99.910 99.920 99.905 99.910 unch 10,484 53,529 -961
Nov11 110810 99.910 99.920 99.910 99.910 unch 15,161 51,887 +1,553
Dec11 110810 99.910 99.930 99.910 99.915 unch 15,719 67,112 +3,828
Jan12 110810 99.900 99.925 99.900 99.910 unch 10,323 47,991 -1,196
Total Volume and Open Interest 124,134 825,172 +4,688
30 Day Fed Funds(e-CBOT)
3-Mth Euro-Yen(CME)
Sep11 110810 99.685 99.685 99.685 99.685 +0.010 0 51 +0
Dec11 110810 99.688 99.688 99.688 99.688 +0.022 0 332 +0
Mar12 110810 99.695 99.695 99.695 99.695 +0.022 0 340 +0
Jun12 110810 99.692 99.692 99.692 99.692 +0.022      
Sep12 110810 99.620 99.620 99.620 99.620 +0.020      
Dec12 110810 99.680 99.680 99.680 99.680 +0.020      
Mar13 110810 99.680 99.680 99.680 99.680 +0.020      
Jun13 110810 99.635 99.635 99.635 99.635 +0.020      
Sep13 110810 99.495 99.495 99.495 99.495 +0.020      
Dec13 110810 99.355 99.355 99.355 99.355 +0.020      
Total Volume and Open Interest 0 723 +0
3-Mth Euro-Yen(SGX)
Sep11 110810 99.68 99.68 99.68 99.68 +0.02 1 1,277 +0
Dec11 110810 99.69 99.69 99.69 99.69 +0.02 0 1,478 +0
Mar12 110810 99.69 99.69 99.69 99.69 +0.02 200 2,083 +0
Jun12 110810 99.69 99.69 99.69 99.69 +0.02 0 1,376 +0
Sep12 110810 99.62 99.62 99.62 99.62 +0.02 0 411 +0
Dec12 110810 99.68 99.68 99.68 99.68 +0.02 0 29 +0
Mar13 110810 99.68 99.68 99.68 99.68 +0.02 0 1 +0
Jun13 110810 99.64 99.64 99.64 99.64 +0.02      
Total Volume and Open Interest 201 6,657 +0
Japanese Gov't Bonds(SGX)
Sep11 110810 142.15 142.42 142.14 142.24 +0.08 2,976 25,676 -230
Dec11 110810 141.83 141.83 141.83 141.83 +0.08 0 3 +0
Mar12 110810 139.74 139.74 139.74 139.74 +0.08      
Total Volume and Open Interest 2,976 25,679 -230
Euro-Bund(EUREX)
Sep11 110810 133.10 134.54 132.64 134.10 +1.69 1,216,535 1,021,041 +52,894
Dec11 110810 131.36 133.05 131.25 132.61 +1.67 99 2,715 +21
Mar12 110810 133.10 133.10 133.10 133.10 +1.69 0 1 +0
Total Volume and Open Interest 1,216,634 1,023,757 +52,915
Euro-Bobl(EUREX)
Sep11 110810 121.16 122.05 120.93 121.80 +1.07 651,906 735,929 -8,470
Dec11 110810 119.86 120.74 119.86 120.74 +1.07 42 735 +32
Mar12 110810 120.80 120.80 120.80 120.80 +1.07      
Total Volume and Open Interest 651,948 736,664 -8,438
3-Mth Euribor(EUREX)
Sep11 110810 98.630 98.700 98.625 98.695 +0.065 27 2,105 +21
Dec11 110810 98.800 98.920 98.780 98.920 +0.135 33 1,547 -30
Mar12 110810 98.955 98.995 98.955 98.995 +0.160 2 2,488 +0
Total Volume and Open Interest 72 10,057 -8
Long Gilt(LIFFE)
Sep11 110810 127~10 129~02 127~06 128~26 +2~06 128,319 365,742 +5,864
Dec11 110810 127~16 127~16 127~16 127~16 +2~06 0 1 +0
Total Volume and Open Interest 128,319 365,743 +5,864
3-Mth Short Sterling(LIFFE)
Sep11 110810 99.14 99.16 99.12 99.14 +0.01 44,194 422,633 +8
Dec11 110810 99.21 99.27 99.19 99.26 +0.06 55,069 512,688 -8,930
Mar12 110810 99.25 99.30 99.21 99.29 +0.07 68,493 438,673 -3,465
Jun12 110810 99.27 99.31 99.21 99.30 +0.08 63,681 281,205 -4,576
Sep12 110810 99.25 99.29 99.18 99.28 +0.10 86,132 291,863 +11,344
Dec12 110810 99.15 99.24 99.10 99.21 +0.13 72,673 273,265 +3,445
Total Volume and Open Interest 480,560 2,673,635 -2,007
3-Mth Euribor(LIFFE)
Sep11 110810 98.645 98.710 98.605 98.695 +0.065 165,687 697,555 -16,644
Dec11 110810 98.810 98.945 98.765 98.920 +0.135 376,040 614,193 +12,564
Mar12 110810 98.880 99.030 98.815 98.995 +0.160 239,225 488,165 -18,772
Total Volume and Open Interest 1,640,955 3,658,669 -67,123
3-Mth Aus T-Bills(SFE)
Sep11 110810 95.58 95.79 95.25 95.45 -0.16 38,707 262,013 -1,925
Dec11 110810 96.09 96.33 95.82 95.97 -0.17 59,977 313,786 -3,767
Mar12 110810 96.23 96.50 96.01 96.17 -0.12 29,736 173,910 -4,201
Jun12 110810 96.16 96.40 96.00 96.16 -0.09 11,041 92,102 +272
Sep12 110810 96.09 96.25 95.93 96.02 -0.08 5,553 63,774 +516
Dec12 110810 95.91 96.03 95.78 95.86 -0.08 2,268 36,791 -415
Mar13 110810 95.83 95.89 95.68 95.71 -0.10 1,695 36,971 -1,524
Jun13 110810 95.69 95.75 95.55 95.55 -0.12 1,035 16,911 -64
Sep13 110810 95.52 95.55 95.41 95.41 -0.15 309 3,197 +186
Dec13 110810 95.33 95.33 95.28 95.28 -0.16 29 1,680 +17
Total Volume and Open Interest 150,356 1,001,278 -10,905
10-Year Aus T-Bonds(SFE)
Sep11 110810 95.36 95.58 95.35 95.42 -0.01 86,133 511,410 +10,153
Dec11 110810 95.42 95.42 95.42 95.42 -0.01      
Total Volume and Open Interest 86,133 511,410 +10,153
3-Year Aus T-Bonds(SFE)
Sep11 110810 96.04 96.40 95.94 96.08 -0.07 301,840 1,165,528 +53,377
Dec11 110810 96.08 96.08 96.08 96.08 -0.07      
Total Volume and Open Interest 301,840 1,165,528 +53,377
Gold(CMX)
Aug11 110810 1744.0 1795.6 1741.3 1781.3 +41.3 1,885 3,401 -386
Oct11 110810 1744.5 1799.1 1739.2 1782.7 +41.3 16,774 26,063 +2,189
Dec11 110810 1747.4 1801.0 1740.2 1784.3 +41.3 278,274 370,091 -3,434
Feb12 110810 1751.5 1801.6 1751.2 1786.4 +41.3 8,153 21,049 +2,023
Apr12 110810 1765.6 1803.4 1762.0 1788.3 +41.3 1,058 6,923 +124
Jun12 110810 1764.2 1805.2 1761.8 1790.0 +41.2 1,208 15,409 +201
Aug12 110810 1769.0 1800.9 1769.0 1791.7 +41.0 575 5,719 +174
Oct12 110810 1807.6 1807.6 1793.5 1793.5 +40.8 68 4,183 +14
Dec12 110810 1757.0 1811.0 1757.0 1795.5 +40.5 643 11,984 -17
Feb13 110810 1785.0 1797.3 1785.0 1797.3 +39.8 1 1,585 +1
Apr13 110810 1787.0 1799.3 1787.0 1799.3 +39.1 4 336 +4
Jun13 110810 1801.7 1801.7 1801.7 1801.7 +38.3 30 11,596 +0
Total Volume and Open Interest 317,259 516,851 -346
Silver(CMX)
Sep11 110810 3778.0 3958.0 3761.5 3932.7 +144.4 72,949 49,973 -3,586
Dec11 110810 3781.0 3958.5 3770.0 3936.2 +144.4 16,533 33,995 +2,236
Mar12 110810 3782.0 3952.0 3782.0 3937.4 +144.0 1,274 6,049 -36
May12 110810 3935.7 3935.7 3935.7 3935.7 +143.2 75 2,066 +19
Jul12 110810 3823.5 3934.0 3823.5 3934.0 +142.4 26 1,912 +13
Sep12 110810 3822.5 3930.5 3822.5 3930.5 +141.6 6 307 +3
Dec12 110810 3814.0 3942.5 3806.0 3923.7 +140.6 69 8,289 -16
Total Volume and Open Interest 91,044 114,366 -1,358
Platinum(NYMEX)
Oct11 110810 1755.0 1778.9 1747.5 1771.7 +15.3 9,670 32,992 +710
Jan12 110810 1765.0 1776.0 1754.3 1775.3 +15.3 212 1,640 +77
Apr12 110810 1757.9 1778.6 1757.9 1777.3 +15.3 15 157 +15
Jul12 110810 1784.9 1784.9 1780.9 1780.9 +15.3 0 12 +0
Total Volume and Open Interest 9,898 34,803 +800
Palladium(NYMEX)
Sep11 110810 737.30 749.90 723.50 726.80 -7.75 4,538 18,689 -1,173
Dec11 110810 743.45 749.90 726.45 728.40 -7.75 247 2,446 +53
Mar12 110810 93.64 93.64 74.04 74.04 -7.70 1 72 +1
Total Volume and Open Interest 4,788 21,207 -1,119
Copper(CMX)
Sep11 110810 403.50 407.30 386.90 388.85 -8.15 70,638 55,071 -7,658
Dec11 110810 404.70 409.50 389.25 391.10 -8.20 17,755 47,853 +1,529
Mar12 110810 408.05 409.45 391.35 392.80 -8.15 2,923 17,154 +419
May12 110810 406.60 407.70 393.15 393.60 -8.15 1,043 2,993 +332
Jul12 110810 406.80 406.80 392.95 394.10 -8.05 46 1,106 +28
Total Volume and Open Interest 93,029 130,528 -5,349
DJIA Index(CBOT)
Sep11 110810 11180 11256 10655 10725 -469 1,785 17,067 -286
Dec11 110810 10650 11122 10650 10650 -472 7 99 +5
Mar12 110810 10581 11053 10581 10581 -472      
Jun12 110810 10511 10983 10511 10511 -472      
Total Volume and Open Interest 1,792 17,166 -281
Mini DJIA Index(CBOT)
Sep11 110810 11194 11263 10646 10725 -469 360,230 96,845 +4,474
Dec11 110810 11115 11182 10600 10650 -472 343 519 +8
Mar12 110810 10581 10581 10581 10581 -472 1 13 +0
Jun12 110810 10511 10511 10511 10511 -472      
Total Volume and Open Interest 360,574 97,377 +4,482
S & P 500(CME)
Sep11 110810 1170.30 1178.30 1113.50 1123.50 -48.20 49,659 309,734 +10,482
Dec11 110810 1135.00 1151.00 1113.00 1117.70 -48.30 2,566 13,976 +1,828
Mar12 110810 1111.90 1113.50 1107.20 1111.90 -48.30 2 99 +4
Jun12 110810 1105.00 1140.00 1102.00 1106.70 -48.30 141 28 +1
Total Volume and Open Interest 52,368 323,837 +12,315
S & P 500 E-Mini(Globex)
Sep11 110810 1171.00 1178.75 1113.75 1123.50 -48.25 6,173,318 3,242,540 +303,556
Dec11 110810 1166.25 1173.00 1108.75 1117.75 -48.25 12,242 45,419 +3,149
Total Volume and Open Interest 6,185,677 3,288,365 +306,744
NASDAQ 100(CME)
Sep11 110810 2151.00 2166.80 2067.00 2085.00 -70.00 1,201 15,331 -102
Dec11 110810 2100.00 2125.00 2070.00 2079.50 -70.00 2 10 +0
Mar12 110810 2076.30 2076.30 2076.30 2076.30 -70.00      
Total Volume and Open Interest 1,203 15,341 -102
NASDAQ 100 E-Mini(Globex)
Sep11 110810 2154.00 2168.30 2065.80 2085.00 -70.00 731,047 327,148 +16,933
Dec11 110810 2163.00 2163.00 2063.50 2079.50 -70.00 1,193 5,720 +64
Total Volume and Open Interest 732,240 332,876 +16,997
S & P Midcap 400(CME)
Sep11 110810 804.00 825.00 799.00 799.60 -25.80 1,890 5,114 +1,339
Dec11 110810 796.30 796.30 796.30 796.30 -25.80      
Mar12 110810 794.60 794.60 794.60 794.60 -25.80      
Total Volume and Open Interest 1,890 5,114 +1,339
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Sep11 110810 9110 9205 8740 8815 -310 37,654 31,214 -487
Dec11 110810 9135 9135 8745 8785 -310 27 22 +13
Total Volume and Open Interest 37,681 31,236 -474
Nikkei 225(SGX)
Sep11 110810 9115 9190 8855 8995 -5 232,688 233,357 +13,697
Dec11 110810 8960 9120 8820 8935 -120 666 8,481 +133
Mar12 110810 8930 8930 8930 8930 -5 0 10 +0
Total Volume and Open Interest 234,917 255,084 +13,910
CAC 40(EURONEXT)
Aug11 110810 3200.0 3233.0 2987.0 3000.5 -176.0 336,348 391,660 -7,749
Sep11 110810 3195.0 3229.0 2986.0 2997.0 -176.0 6,069 66,777 +5,051
Oct11 110810 2996.0 2996.0 2996.0 2996.0 -183.5 0 5 +0
Total Volume and Open Interest 342,418 458,479 -2,697
Hang Seng Index(HKFE)
Aug11 110810 19900 20010 19475 19625 +214 154,494 96,315 +2,077
Sep11 110810 19884 19914 19390 19526 +211 2,832 6,540 +568
Total Volume and Open Interest 157,695 106,763 +2,586
DAX(EUREX)
Sep11 110810 5990.0 6121.0 5541.0 5609.5 -331.5 363,032 172,867 -1,298
Dec11 110810 6012.5 6135.0 5572.0 5625.5 -333.0 2,106 9,237 +86
Mar12 110810 6083.0 6149.0 5579.0 5644.0 -334.5 100 757 +12
Total Volume and Open Interest 365,238 182,861 -1,200
FT-SE 100(EURONEXT)
Sep11 110810 5252.50 5258.00 4959.00 4994.50 -170.00 288,614 627,270 +9,644
Dec11 110810 5207.50 5207.50 4968.50 4968.50 -170.00 301 785 -60
Mar12 110810 5090.50 5117.00 4929.00 4929.00 -174.00 0 163 +0
Total Volume and Open Interest 288,915 628,334 +9,584
SPI 200(SFE)
Sep11 110810 4060.0 4131.0 3922.0 4094.0 +93.0 136,401 313,385 +19,415
Dec11 110810 4047.0 4127.0 3945.0 4102.0 +100.0 139 6,313 -34
Mar12 110810 4080.0 4080.0 4080.0 4080.0 +94.0 1,164 2,402 +718
Total Volume and Open Interest 137,888 327,003 +20,200
GSCI(CME)
Aug11 110810 625.00 631.00 617.00 631.00 +20.05 2,275 5,983 -1,700
Sep11 110810 625.50 632.05 618.00 632.05 +19.85 2,006 3,483 +1,880
Oct11 110810 627.00 633.00 619.00 633.00 +19.50 2 0 +0
Total Volume and Open Interest 4,283 9,466 +180
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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