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Daily Futures Price Listing Thu August 11, 2011
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Aug11 110811 1349.75 1350.00 1332.25 1333.75 +33.00 666 840 -340
Sep11 110811 1291.00 1349.25 1240.00 1324.75 +29.25 16,476 43,147 +223
Nov11 110811 1296.25 1355.00 1295.25 1331.75 +30.25 125,560 289,947 -191
Jan12 110811 1307.25 1364.75 1307.25 1342.75 +30.00 24,360 56,480 +494
Mar12 110811 1319.00 1372.00 1318.00 1348.75 +28.50 8,320 28,968 +52
May12 110811 1321.50 1375.25 1321.50 1350.75 +25.50 9,402 35,891 +319
Jul12 110811 1327.75 1375.00 1327.75 1353.25 +25.00 5,421 19,144 -448
Total Volume and Open Interest 191,912 499,834 +52
Soybean Meal(CBOT)
Aug11 110811 339.90 353.00 339.90 347.20 +8.10 1,285 905 -616
Sep11 110811 340.40 356.50 340.20 348.40 +7.90 15,977 35,541 +51
Oct11 110811 342.50 358.60 342.30 350.60 +8.00 5,298 17,128 -177
Dec11 110811 345.10 362.00 345.10 353.70 +8.10 42,913 80,439 -2,413
Jan12 110811 347.90 362.90 347.90 355.90 +8.00 1,888 8,709 +643
Mar12 110811 350.90 366.00 350.90 358.70 +7.80 1,193 6,335 +97
May12 110811 355.10 367.90 355.10 359.40 +7.50 1,598 9,559 +93
Jul12 110811 356.90 365.00 352.70 359.90 +7.20 1,124 3,547 +234
Total Volume and Open Interest 71,742 166,429 -2,100
Soybean Oil(CBOT)
Aug11 110811 53.42 54.03 53.03 54.03 +1.00 257 294 -84
Sep11 110811 53.12 54.87 53.03 54.10 +0.97 25,551 46,278 -60
Oct11 110811 53.25 55.06 53.20 54.27 +0.96 9,584 26,745 +1,627
Dec11 110811 53.53 55.39 53.48 54.58 +0.98 71,376 138,592 -2,508
Jan12 110811 53.84 55.67 53.81 54.88 +0.98 5,289 29,261 +1,789
Mar12 110811 54.11 55.71 54.10 55.14 +0.94 2,423 15,318 -216
May12 110811 54.85 56.18 54.85 55.38 +0.94 2,334 10,298 +688
Jul12 110811 55.55 56.20 55.55 55.58 +0.90 1,120 5,369 +175
Total Volume and Open Interest 119,039 275,689 +1,699
Canola(WCE)
Nov11 110811 540.7 557.2 540.7 547.9 +7.2 7,473 115,743 -363
Jan12 110811 557.9 565.0 550.0 556.2 +7.3 3,308 26,464 +1,017
Mar12 110811 559.3 570.2 559.3 562.7 +8.4 1,842 8,332 +908
May12 110811 570.5 572.3 565.9 566.8 +8.4 729 6,970 +200
Jul12 110811 571.9 572.6 569.3 570.3 +8.2 124 3,921 +36
Total Volume and Open Interest 13,486 163,179 +1,798
Corn(CBOT)
Sep11 110811 676.75 708.00 676.00 702.50 +24.50 99,674 223,919 -16,742
Dec11 110811 686.50 718.50 686.25 714.00 +25.50 225,023 624,455 +1,149
Mar12 110811 700.00 731.50 699.50 726.75 +25.25 31,922 152,589 +3,078
May12 110811 704.75 736.50 704.75 731.00 +24.50 5,211 33,223 +244
Jul12 110811 708.25 738.25 706.75 733.00 +24.75 5,504 70,599 -347
Sep12 110811 662.25 692.00 662.25 681.00 +18.50 1,197 12,100 +105
Total Volume and Open Interest 374,772 1,224,921 -12,483
Wheat(CBOT)
Sep11 110811 682.50 722.75 680.00 701.25 +16.25 82,436 95,989 -10,773
Dec11 110811 716.75 751.25 714.00 733.00 +13.75 62,170 176,665 +3,508
Mar12 110811 751.75 785.75 749.50 769.75 +14.50 14,958 62,687 +2,108
May12 110811 768.75 800.25 768.50 788.25 +15.00 1,823 12,290 +239
Jul12 110811 772.75 804.00 772.50 791.75 +14.50 4,457 50,700 +982
Total Volume and Open Interest 167,138 424,160 -3,865
Wheat(KCBT)
Sep11 110811 782.50 823.00 781.00 808.00 +23.00 13,740 58,876 -1,801
Dec11 110811 807.50 846.75 804.50 833.00 +24.25 13,582 65,347 +2,545
Mar12 110811 820.50 858.00 818.25 846.25 +23.75 4,597 22,998 +645
May12 110811 822.25 855.00 821.25 849.50 +22.25 459 3,499 +35
Jul12 110811 819.25 855.00 818.50 841.00 +22.00 1,277 17,747 +183
Total Volume and Open Interest 33,846 171,699 +1,636
Wheat(MGE)
Sep11 110811 835.75 872.25 834.00 862.50 +25.25 2,287 14,677 -646
Dec11 110811 839.00 877.75 838.00 866.50 +24.00 2,312 19,581 -118
Mar12 110811 849.00 883.75 846.00 873.75 +25.00 1,309 6,935 +117
May12 110811 850.75 887.25 850.25 877.50 +24.00 1,312 3,248 +44
Jul12 110811 854.75 889.50 854.75 879.75 +21.50 890 4,583 +81
Total Volume and Open Interest 8,269 52,845 -510
Oats(CBOT)
Sep11 110811 339.00 349.00 336.00 344.00 +3.75 116 1,925 +4
Dec11 110811 351.00 360.75 347.00 354.50 +3.50 764 9,833 +83
Mar12 110811 362.00 370.00 362.00 365.00 +3.00 82 1,022 +60
May12 110811 372.00 372.00 369.00 372.00 +3.00 2 29 +2
Total Volume and Open Interest 964 12,839 +149
Rough Rice(CBOT)
Sep11 110811 16.89 17.09 16.44 16.86 -0.08 639 7,671 -86
Nov11 110811 17.17 17.41 16.76 17.18 -0.08 708 7,870 -53
Jan12 110811 17.66 17.66 17.05 17.47 -0.08 421 1,061 +300
Mar12 110811 17.65 17.80 17.40 17.75 -0.05 154 818 +29
Total Volume and Open Interest 1,922 17,572 +190
Live Cattle(CME)
Aug11 110811 114.250 117.300 113.930 116.450 +2.150 4,280 16,257 -1,362
Oct11 110811 117.450 120.385 117.000 119.535 +2.085 18,430 133,631 -1,071
Dec11 110811 119.535 122.330 119.250 121.600 +2.050 10,806 89,235 -179
Feb12 110811 122.350 124.900 122.150 124.480 +1.750 6,663 36,766 +1,245
Apr12 110811 124.850 126.950 124.750 126.700 +1.665 1,792 20,354 +616
Jun12 110811 121.650 123.700 121.500 123.650 +1.450 596 8,914 +232
Total Volume and Open Interest 42,609 306,631 -514
Feeder Cattle(CME)
Aug11 110811 133.550 135.600 133.000 134.600 +1.300 1,310 6,143 -626
Sep11 110811 134.785 137.350 134.300 136.300 +1.200 3,210 7,968 -656
Oct11 110811 135.700 138.500 135.300 137.325 +1.425 3,929 10,696 +404
Nov11 110811 136.750 139.350 136.285 138.485 +1.535 862 4,599 -137
Jan12 110811 137.400 139.750 136.750 138.880 +1.195 229 2,895 +45
Mar12 110811 137.000 138.850 137.000 138.685 +1.085 69 812 -7
Apr12 110811 138.600 139.350 138.600 139.350 +0.650 37 211 +9
Total Volume and Open Interest 9,661 33,487 -961
Lean Hogs(CME)
Aug11 110811 106.250 107.350 106.000 107.200 +0.915 5,754 11,839 -1,317
Oct11 110811 87.100 88.850 86.550 88.100 +1.250 20,374 96,551 -2,060
Dec11 110811 83.450 85.480 83.150 85.000 +1.350 8,185 71,167 -1,485
Feb12 110811 86.285 88.100 85.850 87.930 +1.645 3,730 35,837 -307
Apr12 110811 88.350 90.500 88.180 90.330 +1.580 2,281 23,795 +214
May12 110811 92.450 94.600 92.450 94.100 +1.300 36 975 +8
Jun12 110811 94.150 96.550 94.150 96.330 +1.730 358 12,110 -23
Jul12 110811 93.050 95.050 92.900 94.700 +1.450 63 3,700 -4
Total Volume and Open Interest 40,921 259,166 -4,982
Class III Milk(CME)
Aug11 110811 21.66 21.75 21.41 21.50 -0.12 304 6,798 -64
Sep11 110811 19.73 19.81 19.12 19.12 -0.75 447 6,516 +73
Oct11 110811 18.56 18.69 17.97 18.04 -0.65 371 5,216 +41
Nov11 110811 18.10 18.15 17.72 17.77 -0.38 355 4,237 +91
Dec11 110811 17.59 17.61 17.40 17.48 -0.07 182 3,688 +34
Total Volume and Open Interest 1,921 34,474 +325
Cocoa(ICE)
Sep11 110811 2838 2866 2814 2856 +9 12,321 27,507 -4,178
Dec11 110811 2871 2898 2846 2886 +15 11,184 68,648 +322
Mar12 110811 2925 2940 2900 2938 +14 2,853 38,625 +163
May12 110811 2919 2951 2911 2950 +15 272 12,957 +137
Jul12 110811 2936 2968 2930 2967 +16 55 5,941 +15
Sep12 110811 2950 2982 2947 2982 +18 167 9,818 -38
Dec12 110811 2959 2994 2959 2994 +17 120 4,807 +111
Total Volume and Open Interest 26,974 172,222 -3,466
Coffee "C"(ICE)
Sep11 110811 235.10 241.75 234.25 240.85 +6.00 13,050 30,947 -2,301
Dec11 110811 238.95 244.80 237.65 244.05 +5.70 8,732 50,969 +1,717
Mar12 110811 241.05 247.00 240.30 246.40 +5.40 1,951 14,132 +141
May12 110811 243.75 248.45 241.85 247.75 +5.25 401 7,231 +93
Jul12 110811 243.45 247.45 241.30 247.20 +4.55 222 2,407 +85
Sep12 110811 240.60 246.35 240.60 246.35 +4.40 18 1,807 +1
Total Volume and Open Interest 24,434 109,031 -273
Orange Juice(ICE)
Sep11 110811 159.20 164.40 159.20 163.85 +5.00 4,153 14,175 -2,294
Nov11 110811 155.00 157.70 154.00 157.05 +4.30 1,881 12,611 +551
Jan12 110811 155.00 157.80 154.15 157.60 +4.30 419 1,918 -71
Mar12 110811 155.30 158.15 155.00 157.85 +4.15 257 776 +213
May12 110811 156.00 158.70 156.00 158.40 +4.10 62 331 +42
Jul12 110811 161.10 161.10 158.70 160.00 +4.30 7 139 +7
Total Volume and Open Interest 6,789 29,961 -1,552
Sugar #11(ICE)
Oct11 110811 27.87 28.69 27.20 28.08 +0.46 53,372 269,860 -1,530
Mar12 110811 26.45 27.46 25.97 26.89 +0.57 23,328 147,503 -1,906
May12 110811 24.99 25.90 24.62 25.37 +0.37 10,523 41,944 -1,071
Jul12 110811 24.40 24.78 23.67 24.27 +0.19 5,861 63,134 -1,682
Oct12 110811 23.65 23.96 23.06 23.51 +0.06 2,369 28,769 -131
Total Volume and Open Interest 96,612 592,773 -6,275
London Cocoa(LCE)
Sep11 110811 1840 1844 1825 1834 -7 4,638 61,104 -1,912
Dec11 110811 1850 1854 1837 1847 unch 4,363 58,840 +1,306
Mar12 110811 1871 1875 1858 1868 -2 1,277 41,923 +66
May12 110811 1875 1886 1872 1881 unch 142 14,076 +9
Jul12 110811 1893 1895 1882 1895 +3 69 6,688 +0
Sep12 110811 1902 1904 1894 1904 +3 16 4,962 +13
Dec12 110811 1900 1912 1900 1909 +1 18 8,505 +17
Total Volume and Open Interest 10,523 197,004 -501
London Sugar(LCE)
Oct11 110811 734.20 750.60 721.30 749.70 +25.90 2,634 21,831 +165
Dec11 110811 686.40 705.00 677.50 704.70 +25.70 1,065 7,488 -103
Mar12 110811 672.20 691.90 661.80 691.20 +27.20 913 10,180 +84
May12 110811 648.80 668.40 647.50 668.40 +25.50 252 3,206 +70
Aug12 110811 635.40 647.20 635.40 647.20 +24.70 50 2,007 +4
Total Volume and Open Interest 4,919 46,317 +225
Cotton(ICE)
Oct11 110811 99.50 99.60 97.26 97.79 -1.37 89 514 -20
Dec11 110811 97.57 99.36 95.78 96.52 -1.28 12,571 95,865 -1,036
Mar12 110811 95.31 96.95 93.66 94.40 -1.15 3,337 28,312 +619
May12 110811 95.40 96.28 93.50 94.24 -1.02 847 6,084 +54
Jul12 110811 94.73 96.25 93.21 93.64 -0.95 283 7,746 +50
Oct12 110811 94.20 94.20 94.20 94.20 -0.78 0 3 +0
Total Volume and Open Interest 17,266 142,543 -270
Lumber(CME)
Sep11 110811 218.6 228.6 218.4 228.0 +6.5 875 5,344 -586
Nov11 110811 227.5 235.0 226.0 234.2 +8.7 823 4,387 +115
Jan12 110811 249.7 253.0 247.6 250.1 +7.1 134 1,149 +18
Mar12 110811 264.0 264.0 264.0 264.0 +5.0 2 147 +2
Total Volume and Open Interest 1,834 11,029 -451
Crude Oil(NYM)
Sep11 110811 81.95 85.97 81.03 85.72 +2.83 605,796 271,589 -30,590
Oct11 110811 82.28 86.29 81.40 86.04 +2.79 170,754 193,132 +27,012
Nov11 110811 82.20 86.66 81.88 86.43 +2.72 72,502 121,741 +8,129
Dec11 110811 82.95 87.00 82.30 86.82 +2.68 106,274 203,519 +1,193
Jan12 110811 83.90 87.28 82.76 87.22 +2.64 17,882 62,879 +4,124
Feb12 110811 84.65 87.60 84.10 87.57 +2.58 7,540 23,667 +55
Mar12 110811 84.62 88.00 83.80 87.93 +2.53 10,907 38,764 +753
Apr12 110811 85.39 88.33 84.87 88.30 +2.48 4,443 25,428 +875
May12 110811 88.67 88.67 88.67 88.67 +2.45 3,593 21,706 -106
Jun12 110811 85.65 89.20 84.85 89.04 +2.45 21,124 80,636 -1,224
Jul12 110811 87.16 89.42 86.62 89.41 +2.46 1,423 30,067 -153
Aug12 110811 86.47 89.70 86.00 89.70 +2.46 1,216 15,795 -3
Sep12 110811 89.97 89.97 89.97 89.97 +2.46 1,612 17,619 +95
Oct12 110811 90.22 90.22 90.22 90.22 +2.47 929 13,819 +227
Nov12 110811 90.48 90.48 90.48 90.48 +2.47 669 19,941 -176
Dec12 110811 86.80 90.90 86.69 90.75 +2.47 32,057 144,265 +1,092
Total Volume and Open Interest 1,078,576 1,564,480 +11,204
e-miNY Crude Oil(NYM)
Aug11 110719 96.125 98.650 95.925 97.500 +1.575 5,608 3,447 -104
Sep11 110811 82.000 85.975 80.900 85.725 +2.825 21,510 4,553 +290
Oct11 110811 82.000 86.250 81.350 86.050 +2.800 1,630 1,023 +47
Nov11 110811 83.650 86.425 83.075 86.425 +2.725 214 314 +6
Dec11 110811 85.225 87.075 83.025 86.825 +2.675 447 328 -65
Jan12 110811 85.275 87.225 85.275 87.225 +2.650 6 4 +0
Feb12 110811 84.850 87.575 83.775 87.575 +2.575 2 8 +1
Mar12 110811 87.925 87.925 87.925 87.925 +2.525 10 7 -4
Apr12 110811 88.300 88.300 88.300 88.300 +2.475 15 11 +10
May12 110811 88.675 88.675 88.675 88.675 +2.450 0 3 +0
Total Volume and Open Interest 23,842 6,449 +293
Heating Oil(NYM)
Sep11 110811 284.72 290.60 282.50 289.92 +3.39 79,052 77,283 -6,508
Oct11 110811 284.60 291.41 283.32 290.64 +3.13 29,862 51,603 +2,799
Nov11 110811 286.87 292.16 285.50 291.52 +2.89 17,369 36,669 +2,445
Dec11 110811 287.96 292.99 285.29 292.38 +2.68 19,070 45,088 +2,235
Jan12 110811 292.49 294.09 286.92 293.34 +2.51 6,078 26,574 +167
Feb12 110811 287.47 293.67 287.32 293.13 +2.34 1,296 12,364 +246
Mar12 110811 287.00 292.10 285.96 292.08 +2.16 1,021 7,827 +25
Apr12 110811 285.00 290.26 285.00 290.26 +2.16 1,279 4,039 -47
May12 110811 283.50 288.50 283.50 288.50 +2.10 730 4,526 +8
Jun12 110811 284.40 288.25 281.76 287.70 +1.98 2,613 25,793 +666
Jul12 110811 284.80 288.63 283.75 288.63 +1.81 310 1,998 +26
Aug12 110811 285.15 289.88 285.00 289.88 +1.71 271 1,026 -8
Total Volume and Open Interest 160,058 307,146 +2,156
Gasoline(NYMEX)
Sep11 110811 276.47 283.90 274.50 282.73 +4.48 58,272 67,367 -1,771
Oct11 110811 259.60 267.73 259.16 265.94 +2.82 36,513 53,486 +3,366
Nov11 110811 263.64 264.52 255.78 262.75 +2.53 16,571 27,101 +1,776
Dec11 110811 256.39 262.56 254.25 261.62 +2.60 12,856 37,013 +87
Jan12 110811 256.72 262.53 255.90 262.02 +2.56 3,211 13,746 +797
Feb12 110811 258.67 263.28 256.29 263.28 +2.52 774 6,364 -13
Mar12 110811 261.20 264.86 261.20 264.86 +2.45 962 8,793 -76
Apr12 110811 276.79 276.79 276.79 276.79 +2.40 490 5,821 -30
May12 110811 277.06 277.06 277.06 277.06 +2.28 748 2,649 +378
Jun12 110811 272.40 276.79 272.30 276.43 +2.15 1,042 7,400 +81
Total Volume and Open Interest 132,113 245,779 +4,699
e-miNY RBOB Gasoline(NYM)
Sep11 110811 282.70 282.73 282.70 282.70 +4.40      
Oct11 110811 265.90 265.94 265.90 265.90 +2.80 0 1 +0
Nov11 110811 262.80 262.80 262.75 262.80 +2.60      
Dec11 110811 261.60 261.62 261.60 261.60 +2.60      
Total Volume and Open Interest 0 3 +0
Natural Gas(NYM)
Sep11 110811 3.998 4.143 3.940 4.108 +0.105 142,260 168,186 -20,118
Oct11 110811 4.018 4.159 3.960 4.127 +0.103 88,278 145,478 -1,169
Nov11 110811 4.175 4.306 4.117 4.279 +0.098 84,700 155,152 +6,958
Dec11 110811 4.398 4.516 4.357 4.497 +0.095 26,926 70,363 -274
Jan12 110811 4.493 4.602 4.441 4.586 +0.089 26,658 124,617 +1,680
Feb12 110811 4.483 4.599 4.451 4.584 +0.087 4,573 30,971 -249
Mar12 110811 4.450 4.558 4.410 4.545 +0.078 5,597 46,867 -182
Apr12 110811 4.412 4.508 4.377 4.493 +0.075 9,576 59,416 -271
May12 110811 4.434 4.530 4.403 4.517 +0.074 1,159 12,955 +150
Jun12 110811 4.474 4.561 4.436 4.548 +0.074 979 12,749 -33
Jul12 110811 4.500 4.596 4.478 4.587 +0.075 1,287 10,422 -276
Aug12 110811 4.520 4.613 4.503 4.610 +0.075 862 9,739 +0
Sep12 110811 4.525 4.613 4.509 4.613 +0.074 1,096 7,114 -304
Oct12 110811 4.555 4.654 4.535 4.642 +0.073 3,067 36,277 -155
Nov12 110811 4.715 4.804 4.694 4.796 +0.071 706 6,403 +439
Dec12 110811 4.943 5.027 4.924 5.022 +0.070 253 11,838 +45
Total Volume and Open Interest 400,867 981,087 -12,476
Brent Crude Oil(ICE)
Sep11 110811 105.00 108.22 104.43 108.02 +1.34 307,861 113,292 -11,716
Oct11 110811 105.00 108.00 104.27 107.82 +1.20 158,739 128,670 -3,748
Nov11 110811 105.25 107.90 104.28 107.72 +1.09 64,094 96,504 +10,874
Dec11 110811 105.02 107.88 104.18 107.60 +1.00 92,871 113,222 +5,958
Jan12 110811 105.55 107.72 104.45 107.50 +0.93 13,067 25,343 -198
Feb12 110811 105.51 107.63 104.40 107.38 +0.86 9,067 19,793 +339
Mar12 110811 105.40 107.52 104.26 107.22 +0.80 7,664 36,796 +95
Apr12 110811 107.30 107.40 104.30 107.08 +0.76 4,725 13,902 +101
May12 110811 107.17 107.29 104.22 106.96 +0.72 4,163 11,186 +775
Jun12 110811 105.08 107.19 103.94 106.78 +0.67 14,128 47,492 +24
Jul12 110811 106.65 106.65 106.65 106.65 +0.63 2,729 9,770 +436
Aug12 110811 106.49 106.49 106.49 106.49 +0.59 1,182 6,548 +212
Sep12 110811 106.30 106.30 106.30 106.30 +0.55 1,178 8,086 +226
Oct12 110811 106.09 106.09 106.09 106.09 +0.53 620 4,422 +66
Total Volume and Open Interest 713,301 791,254 +5,948
Gas Oil(ICE)
Sep11 110811 892.75 915.25 888.50 904.50 +19.25 134,416 137,026 +1,064
Oct11 110811 894.50 912.00 885.75 901.25 +18.00 45,390 93,762 +2,699
Nov11 110811 892.75 909.25 884.00 898.25 +17.00 20,521 48,619 +1,264
Dec11 110811 892.00 909.25 882.25 896.50 +16.25 41,390 62,802 +1,539
Jan12 110811 893.50 909.00 885.50 896.25 +15.00 9,102 35,456 -1,142
Feb12 110811 897.00 905.50 887.25 895.75 +14.00 4,240 15,189 +489
Mar12 110811 897.00 908.75 885.00 895.25 +13.25 4,901 15,189 -186
Apr12 110811 896.75 904.00 887.75 894.50 +12.25 2,979 9,934 +308
May12 110811 903.25 903.25 887.25 894.00 +12.00 2,366 8,639 +618
Jun12 110811 899.50 903.25 884.75 894.00 +11.75 6,241 35,477 +1,415
Total Volume and Open Interest 321,773 550,230 +915
Ethanol(CBOT)
Aug11 110803 2.836 2.836 2.800 2.800 -0.042 102 196 -79
Sep11 110811 2.776 2.782 2.755 2.777 +0.075 197 1,160 -68
Oct11 110811 2.686 2.686 2.665 2.677 +0.063 150 1,418 +33
Nov11 110811 2.618 2.633 2.597 2.623 +0.064 60 1,173 -9
Dec11 110811 2.580 2.599 2.561 2.591 +0.057 57 1,572 +15
Jan12 110811 2.537 2.549 2.530 2.532 +0.039 58 802 -1
Feb12 110811 2.538 2.543 2.530 2.540 +0.060 42 582 +15
Mar12 110811 2.515 2.541 2.515 2.540 +0.057 19 521 +17
Total Volume and Open Interest 653 9,438 +34
WTI Crude Oil(ICE
Sep11 110811 81.36 85.97 81.05 85.72 +2.83 157,065 59,317 -8,343
Oct11 110811 81.85 86.28 81.41 86.04 +2.79 42,748 51,222 +6,665
Nov11 110811 82.91 86.59 81.89 86.43 +2.72 22,468 28,170 +1,793
Dec11 110811 82.97 86.95 82.30 86.82 +2.68 37,281 90,291 -614
Jan12 110811 85.03 87.35 83.25 87.22 +2.64 3,384 17,396 +208
Feb12 110811 85.48 87.57 83.61 87.57 +2.58 2,274 6,496 +178
Mar12 110811 85.77 87.93 83.64 87.93 +2.53 2,997 15,215 -211
Apr12 110811 86.18 88.34 85.44 88.30 +2.48 1,136 5,122 +237
May12 110811 84.88 88.71 84.88 88.67 +2.45 732 3,833 -82
Jun12 110811 87.40 89.08 85.08 89.04 +2.45 5,482 27,696 +174
Jul12 110811 89.41 89.41 89.41 89.41 +2.46 172 4,903 +29
Aug12 110811 89.70 89.70 89.70 89.70 +2.46 99 1,551 +48
Sep12 110811 89.97 89.97 89.97 89.97 +2.46 212 5,378 +179
Oct12 110811 90.22 90.22 90.22 90.22 +2.47 0 1,179 +0
Nov12 110811 90.48 90.48 90.48 90.48 +2.47 0 2,539 +0
Dec12 110811 87.20 90.82 86.69 90.75 +2.47 8,390 43,099 +197
Total Volume and Open Interest 287,231 445,875 +1,054
US Dollar Index(ICE)
Sep11 110811 75.010 75.390 74.450 74.810 +0.040 39,240 56,654 +2,479
Dec11 110811 75.340 75.760 74.875 75.210 +0.050 278 692 -31
Mar12 110811 75.640 75.640 75.640 75.640 +0.050 0 1 +0
Total Volume and Open Interest 39,518 57,347 +2,448
Australian Dollar(CME)
Sep11 110811 101.14 103.12 100.63 102.57 +0.50 304,386 103,644 -6,418
Dec11 110811 100.00 102.18 99.62 101.59 +0.50 811 828 -72
Mar12 110811 100.75 100.75 100.25 100.75 +0.50 0 5 +0
Total Volume and Open Interest 305,198 104,527 -6,490
British Pound(CME)
Sep11 110811 161.26 162.38 161.05 162.08 +0.54 164,688 105,253 -1,892
Dec11 110811 160.95 161.95 160.95 161.95 +0.54 169 277 -14
Mar12 110811 161.84 161.84 161.30 161.84 +0.54 1 8 +1
Total Volume and Open Interest 164,858 105,544 -1,905
Canadian Dollar(CME)
Sep11 110811 100.41 101.50 100.22 101.27 +0.31 197,823 111,108 -1,081
Dec11 110811 100.30 101.25 100.10 101.10 +0.30 2,122 6,123 +517
Mar12 110811 100.26 101.03 100.26 101.01 +0.27 188 1,170 +79
Jun12 110811 100.00 100.94 100.00 100.94 +0.29 32 378 +17
Total Volume and Open Interest 200,187 118,973 -453
Japanese Yen(CME)
Sep11 110811 130.28 131.27 129.57 130.17 -0.15 179,295 118,639 -2,746
Dec11 110811 130.59 131.38 129.91 130.36 -0.14 515 1,197 +73
Mar12 110811 130.62 130.72 130.62 130.62 -0.10 3 48 +3
Total Volume and Open Interest 179,813 119,904 -2,671
Swiss Franc(CME)
Sep11 110811 137.83 138.45 130.26 131.17 -6.19 107,676 51,937 -2,421
Dec11 110811 138.44 138.48 130.79 131.46 -6.23 591 1,094 +110
Mar12 110811 131.79 138.00 131.79 131.79 -6.21 13 13 +7
Total Volume and Open Interest 108,288 53,055 -2,296
EuroFX(CME)
Sep11 110811 141.57 142.89 140.98 142.08 +0.15 485,590 180,160 -488
Dec11 110811 141.32 142.59 140.89 141.94 +0.16 469 2,176 +157
Mar12 110811 142.10 142.10 141.70 141.84 +0.14 46 396 +2
Total Volume and Open Interest 486,105 183,571 -329
Mexican Peso(CME)
Aug11 110811 817.8 817.8 813.2 817.8 +4.5      
Sep11 110811 793.8 816.5 790.0 813.5 +4.5 98,818 117,458 +10,152
Total Volume and Open Interest 98,843 117,845 +10,159
Brazilian Real(CME)
Sep11 110811 607.50 615.00 607.50 612.55 -4.40 2,052 7,691 -1,303
Oct11 110811 609.35 613.65 609.35 609.35 -4.30      
Nov11 110811 606.20 610.35 606.20 606.20 -4.15      
Dec11 110811 603.00 607.05 603.00 603.00 -4.05 0 139 +0
Total Volume and Open Interest 2,052 23,241 -1,303
30-Year T-Bonds(CBOT)
Sep11 110811 138~190 138~220 135~010 135~070 -3~000 595,131 638,551 -11,695
Dec11 110811 137~000 137~120 133~240 133~280 -3~030 2,392 9,224 +350
Mar12 110811 134~020 135~170 132~140 132~140 -3~030 48 46 +32
Total Volume and Open Interest 597,571 647,821 -11,313
10-Year T-Notes(CBOT)
Sep11 110811 130~080 130~115 129~000 129~070 -0~270 2,193,433 1,867,494 -19,605
Dec11 110811 129~050 129~100 128~000 128~065 -0~265 6,941 20,830 +898
Mar12 110811 127~065 128~010 127~065 127~065 -0~265      
Total Volume and Open Interest 2,200,374 1,888,324 -18,707
5-Year T-Notes(CBOT)
Sep11 110811 123~048 123~068 122~121 123~014 -0~032 1,054,368 1,446,814 +19,396
Dec11 110811 122~080 122~081 121~106 122~004 -0~035 922 4,067 +181
Mar12 110811 121~028 121~063 121~028 121~028 -0~035      
Total Volume and Open Interest 1,055,290 1,450,881 +19,577
2 Year T-Notes(CBOT)
Sep11 110811 110~040 110~047 110~036 110~042 +0~002 379,605 1,018,534 -15,201
Dec11 110811 110~034 110~037 110~030 110~035 +0~002 2,662 3,881 +1,313
Mar12 110811 109~101 109~101 109~099 109~101 +0~002      
Total Volume and Open Interest 382,267 1,022,415 -13,888
Eurodollars(CME)
Sep11 110811 99.600 99.635 99.550 99.590 -0.025 414,172 1,125,197 -16,935
Dec11 110811 99.510 99.555 99.440 99.495 -0.030 529,192 1,064,465 -18,197
Mar12 110811 99.560 99.595 99.495 99.560 -0.005 455,260 1,250,639 -44,505
Jun12 110811 99.595 99.620 99.545 99.610 +0.015 412,309 1,372,046 -24,198
Sep12 110811 99.600 99.630 99.555 99.615 +0.015 435,021 936,165 -20,863
Dec12 110811 99.570 99.600 99.525 99.580 +0.010 471,089 745,669 -293
Mar13 110811 99.540 99.570 99.490 99.550 +0.005 494,351 725,932 -1,478
Jun13 110811 99.455 99.480 99.400 99.465 unch 424,855 578,347 +16,133
Sep13 110811 99.335 99.350 99.260 99.325 -0.010 422,456 570,847 +30,426
Dec13 110811 99.140 99.160 99.055 99.130 -0.010 356,150 432,370 +39,376
Mar14 110811 98.935 98.950 98.840 98.920 -0.005 246,853 284,339 +20,669
Jun14 110811 98.700 98.710 98.590 98.680 -0.005 193,433 255,667 +17,046
Sep14 110811 98.465 98.470 98.345 98.440 -0.005 87,175 135,884 +4,722
Dec14 110811 98.220 98.230 98.090 98.190 -0.010 91,512 127,082 -2,651
Mar15 110811 98.010 98.015 97.865 97.960 -0.020 70,596 106,964 -4,051
Jun15 110811 6.045 6.045 5.895 5.985 -0.030 56,811 84,901 +1,965
Sep15 110811 5.835 5.835 5.680 5.760 -0.045 32,070 58,284 +254
Dec15 110811 5.640 5.640 5.480 5.540 -0.060 25,646 52,286 -654
Total Volume and Open Interest      
30 Day Federal Funds(CBOT)
Aug11 110811 99.905 99.910 99.897 99.900 -0.010 3,572 88,572 -423
Sep11 110811 99.910 99.920 99.905 99.905 -0.010 7,703 55,054 -7
Oct11 110811 99.910 99.915 99.905 99.910 unch 4,526 55,076 +1,547
Nov11 110811 99.915 99.920 99.905 99.910 unch 4,356 51,491 -396
Dec11 110811 99.920 99.925 99.915 99.915 unch 7,264 66,876 -236
Jan12 110811 99.920 99.920 99.905 99.910 unch 6,642 48,783 +792
Total Volume and Open Interest 86,558 826,278 +1,106
30 Day Fed Funds(e-CBOT)
3-Mth Euro-Yen(CME)
Sep11 110811 99.680 99.680 99.680 99.680 -0.005 0 66 +15
Dec11 110811 99.683 99.683 99.683 99.683 -0.005 0 332 +0
Mar12 110811 99.690 99.690 99.690 99.690 -0.005 0 340 +0
Jun12 110811 99.688 99.688 99.688 99.688 -0.005      
Sep12 110811 99.615 99.615 99.615 99.615 -0.005      
Dec12 110811 99.675 99.675 99.675 99.675 -0.005      
Mar13 110811 99.675 99.675 99.675 99.675 -0.005      
Jun13 110811 99.630 99.630 99.630 99.630 -0.005      
Sep13 110811 99.490 99.490 99.490 99.490 -0.005      
Dec13 110811 99.350 99.350 99.350 99.350 -0.005      
Total Volume and Open Interest 0 738 +15
3-Mth Euro-Yen(SGX)
Sep11 110811 99.68 99.68 99.68 99.68 0.00 15 1,277 +0
Dec11 110811 99.68 99.68 99.68 99.68 0.00 0 1,478 +0
Mar12 110811 99.69 99.69 99.69 99.69 0.00 10 2,083 +0
Jun12 110811 99.69 99.69 99.69 99.69 0.00 0 1,376 +0
Sep12 110811 99.61 99.61 99.61 99.61 -0.01 0 411 +0
Dec12 110811 99.68 99.68 99.68 99.68 0.00 0 29 +0
Mar13 110811 99.68 99.68 99.68 99.68 0.00 0 1 +0
Jun13 110811 99.63 99.63 99.63 99.63 -0.01      
Total Volume and Open Interest 25 6,657 +0
Japanese Gov't Bonds(SGX)
Sep11 110811 142.34 142.55 142.01 142.01 -0.23 4,488 25,619 -57
Dec11 110811 141.60 141.60 141.60 141.60 -0.23 6 6 +3
Mar12 110811 139.51 139.51 139.51 139.51 -0.23      
Total Volume and Open Interest 4,494 25,625 -54
Euro-Bund(EUREX)
Sep11 110811 133.75 134.54 132.78 133.30 -0.80 1,022,255 1,010,884 -10,157
Dec11 110811 132.06 133.00 131.45 131.77 -0.84 1,066 3,607 +892
Mar12 110811 132.30 132.30 132.30 132.30 -0.80 0 1 +0
Total Volume and Open Interest 1,023,321 1,014,492 -9,265
Euro-Bobl(EUREX)
Sep11 110811 121.53 122.09 121.08 121.32 -0.48 639,023 727,972 -7,957
Dec11 110811 120.50 120.50 120.22 120.22 -0.52 46 770 +35
Mar12 110811 120.32 120.32 120.32 120.32 -0.48      
Total Volume and Open Interest 639,069 728,742 -7,922
3-Mth Euribor(EUREX)
Sep11 110811 98.655 98.685 98.640 98.645 -0.050 250 2,015 -90
Dec11 110811 98.920 98.920 98.860 98.870 -0.050 336 1,430 -117
Mar12 110811 98.990 98.990 98.905 98.945 -0.050 248 2,479 -9
Total Volume and Open Interest 1,114 9,812 -245
Long Gilt(LIFFE)
Sep11 110811 128~11 129~04 128~04 128~24 -0~02 126,796 357,099 -8,643
Dec11 110811 127~01 127~17 126~30 127~14 -0~02 0 1 +0
Total Volume and Open Interest 126,796 357,100 -8,643
3-Mth Short Sterling(LIFFE)
Sep11 110811 99.13 99.15 99.11 99.12 -0.02 50,313 426,371 +3,738
Dec11 110811 99.25 99.26 99.20 99.21 -0.05 62,047 509,963 -2,725
Mar12 110811 99.27 99.29 99.20 99.22 -0.07 66,963 419,986 -18,687
Jun12 110811 99.27 99.28 99.18 99.21 -0.09 70,364 272,518 -8,687
Sep12 110811 99.24 99.27 99.14 99.18 -0.10 72,341 292,001 +138
Dec12 110811 99.18 99.20 99.07 99.11 -0.10 55,107 270,416 -2,849
Total Volume and Open Interest 464,945 2,652,227 -21,408
3-Mth Euribor(LIFFE)
Sep11 110811 98.690 98.700 98.625 98.645 -0.050 198,622 681,611 -15,944
Dec11 110811 98.940 98.940 98.835 98.870 -0.050 238,951 619,983 +5,790
Mar12 110811 98.990 99.035 98.900 98.945 -0.050 177,093 486,257 -1,908
Total Volume and Open Interest 1,270,054 3,640,341 -18,328
3-Mth Aus T-Bills(SFE)
Sep11 110811 95.49 95.75 95.44 95.54 +0.09 24,768 268,871 +6,858
Dec11 110811 96.01 96.30 95.96 96.09 +0.12 55,531 313,850 +64
Mar12 110811 96.24 96.47 96.16 96.27 +0.10 22,226 173,457 -453
Jun12 110811 96.20 96.42 96.19 96.25 +0.09 5,002 91,963 -139
Sep12 110811 96.05 96.26 96.04 96.11 +0.09 2,470 62,407 -1,367
Dec12 110811 95.87 96.07 95.87 95.95 +0.09 2,244 35,878 -913
Mar13 110811 95.71 95.95 95.71 95.80 +0.09 1,580 37,964 +993
Jun13 110811 95.55 95.77 95.55 95.66 +0.11 592 16,996 +85
Sep13 110811 95.53 95.54 95.53 95.54 +0.13 160 3,167 -30
Dec13 110811 95.40 95.42 95.40 95.42 +0.14 13 1,679 -1
Total Volume and Open Interest 114,596 1,006,375 +5,097
10-Year Aus T-Bonds(SFE)
Sep11 110811 95.43 95.67 95.41 95.55 +0.13 70,386 509,084 -2,326
Dec11 110811 95.55 95.55 95.55 95.55 +0.13      
Total Volume and Open Interest 70,386 509,084 -2,326
3-Year Aus T-Bonds(SFE)
Sep11 110811 96.10 96.40 96.09 96.21 +0.13 220,052 1,219,863 +54,335
Dec11 110811 96.21 96.21 96.21 96.21 +0.13      
Total Volume and Open Interest 220,052 1,219,863 +54,335
Gold(CMX)
Aug11 110811 1795.1 1813.5 1735.1 1748.8 -32.5 1,861 2,798 -603
Oct11 110811 1795.6 1815.8 1733.1 1749.9 -32.8 24,352 27,434 +1,371
Dec11 110811 1798.0 1817.6 1734.5 1751.5 -32.8 398,589 361,579 -8,512
Feb12 110811 1797.6 1817.0 1738.6 1753.7 -32.7 3,228 21,680 +631
Apr12 110811 1811.3 1820.4 1739.8 1755.6 -32.7 361 6,871 -52
Jun12 110811 1804.4 1814.0 1747.9 1757.5 -32.5 336 15,393 -16
Aug12 110811 1798.0 1798.8 1749.6 1759.2 -32.5 302 5,897 +178
Oct12 110811 1773.3 1773.3 1751.7 1761.0 -32.5 116 4,171 -12
Dec12 110811 1809.2 1820.5 1749.0 1763.0 -32.5 1,306 12,244 +260
Feb13 110811 1816.0 1816.0 1756.9 1764.8 -32.5 7 1,586 +1
Apr13 110811 1824.0 1824.0 1757.7 1766.8 -32.5 0 336 +0
Jun13 110811 1769.2 1769.2 1769.2 1769.2 -32.5 1 11,596 +0
Total Volume and Open Interest 437,250 510,223 -6,628
Silver(CMX)
Sep11 110811 3928.5 3986.0 3796.0 3866.9 -65.8 90,833 47,502 -2,471
Dec11 110811 3943.0 3989.0 3799.5 3870.4 -65.8 28,512 37,641 +3,646
Mar12 110811 3904.5 3913.5 3842.0 3871.7 -65.7 1,391 6,241 +192
May12 110811 3870.0 3883.0 3870.0 3870.5 -65.2 180 2,173 +107
Jul12 110811 3881.0 3881.0 3868.6 3868.6 -65.4 33 1,926 +14
Sep12 110811 3973.0 3973.0 3864.5 3865.1 -65.4 10 307 +0
Dec12 110811 3925.5 3969.0 3812.0 3858.4 -65.3 94 8,300 +11
Total Volume and Open Interest 121,211 115,939 +1,573
Platinum(NYMEX)
Oct11 110811 1766.3 1796.0 1765.1 1792.4 +20.7 10,172 34,097 +1,105
Jan12 110811 1774.9 1797.1 1774.9 1795.7 +20.4 223 1,773 +133
Apr12 110811 1788.0 1798.2 1781.4 1798.2 +20.9 16 162 +5
Jul12 110811 1801.8 1801.8 1801.8 1801.8 +20.9 0 12 +0
Total Volume and Open Interest 10,414 36,046 +1,243
Palladium(NYMEX)
Sep11 110811 733.75 745.00 726.05 733.80 +7.00 7,362 17,982 -707
Dec11 110811 734.00 743.95 728.65 735.35 +6.95 1,926 3,970 +1,524
Mar12 110811 81.64 81.64 78.64 80.99 +6.95 12 82 +10
Total Volume and Open Interest 9,300 22,034 +827
Copper(CMX)
Sep11 110811 388.85 407.15 385.60 400.85 +12.00 64,955 48,633 -6,438
Dec11 110811 390.35 409.15 387.90 403.00 +11.90 15,803 50,822 +2,969
Mar12 110811 392.05 410.25 390.00 404.65 +11.85 3,216 17,648 +494
May12 110811 399.80 407.75 399.80 405.35 +11.75 1,206 3,699 +706
Jul12 110811 405.70 405.70 405.70 405.70 +11.60 91 1,110 +4
Total Volume and Open Interest 85,919 128,475 -2,053
DJIA Index(CBOT)
Sep11 110811 10731 11220 10587 11084 +359 1,529 16,922 -145
Dec11 110811 11115 11115 11010 11010 +360 3 97 -2
Mar12 110811 10941 10941 10581 10941 +360      
Jun12 110811 10871 10871 10511 10871 +360      
Total Volume and Open Interest 1,532 17,019 -147
Mini DJIA Index(CBOT)
Sep11 110811 10724 11243 10579 11084 +359 339,510 97,911 +1,066
Dec11 110811 10700 11150 10518 11010 +360 543 500 -19
Mar12 110811 10941 10941 10941 10941 +360 0 13 +0
Jun12 110811 10871 10871 10871 10871 +360      
Total Volume and Open Interest 340,053 98,424 +1,047
S & P 500(CME)
Sep11 110811 1124.00 1184.00 1103.20 1168.50 +45.00 55,148 320,561 +10,827
Dec11 110811 1126.50 1176.70 1116.70 1162.80 +45.10 318 13,964 -12
Mar12 110811 1157.20 1170.90 1110.90 1157.20 +45.30 14 97 -2
Jun12 110811 1151.70 1165.70 1105.70 1151.70 +45.00 38 29 +1
Total Volume and Open Interest 55,518 334,651 +10,814
S & P 500 E-Mini(Globex)
Sep11 110811 1123.00 1184.00 1103.00 1168.50 +45.00 6,285,917 3,337,317 +94,777
Dec11 110811 1116.75 1177.75 1097.50 1162.75 +45.00 14,195 48,559 +3,140
Total Volume and Open Interest 6,300,392 3,386,290 +97,925
NASDAQ 100(CME)
Sep11 110811 2080.00 2184.00 2058.30 2158.00 +73.00 2,938 15,319 -12
Dec11 110811 2152.00 2175.00 2150.00 2152.00 +72.50 2 10 +0
Mar12 110811 2148.80 2148.80 2146.30 2148.80 +72.50      
Total Volume and Open Interest 2,940 15,329 -12
NASDAQ 100 E-Mini(Globex)
Sep11 110811 2082.80 2184.50 2057.50 2158.00 +73.00 715,540 323,873 -3,275
Dec11 110811 2086.50 2177.30 2055.30 2152.00 +72.50 1,145 5,886 +166
Total Volume and Open Interest 716,686 329,768 -3,108
S & P Midcap 400(CME)
Sep11 110811 834.80 850.00 834.80 834.80 +35.20 346 5,387 +273
Dec11 110811 831.50 831.50 831.50 831.50 +35.20      
Mar12 110811 829.80 829.80 829.80 829.80 +35.20      
Total Volume and Open Interest 346 5,387 +273
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Sep11 110811 8815 9145 8780 9080 +265 37,161 30,763 -451
Dec11 110811 8815 9100 8760 9050 +265 26 20 -2
Total Volume and Open Interest 37,187 30,783 -453
Nikkei 225(SGX)
Sep11 110811 9005 9050 8775 8975 -20 308,350 250,811 +17,454
Dec11 110811 8975 8975 8730 8940 +5 525 8,706 +225
Mar12 110811 8905 8905 8905 8905 -25 0 10 +0
Total Volume and Open Interest 309,934 273,155 +18,071
CAC 40(EURONEXT)
Aug11 110811 3073.0 3157.5 2888.0 3084.5 +84.0 400,632 446,905 +55,245
Sep11 110811 3033.0 3151.5 2888.5 3080.5 +83.5 4,445 67,568 +791
Oct11 110811 3080.0 3080.0 3080.0 3080.0 +84.0 0 5 +0
Total Volume and Open Interest 405,079 514,515 +56,036
Hang Seng Index(HKFE)
Aug11 110811 19380 19678 19205 19411 -214 229,123 109,811 +13,496
Sep11 110811 19285 19578 19112 19316 -210 5,350 7,987 +1,447
Total Volume and Open Interest 235,385 121,651 +14,888
DAX(EUREX)
Sep11 110811 5771.0 5951.5 5491.5 5812.5 +203.0 394,271 171,349 -1,518
Dec11 110811 5784.0 5960.0 5517.5 5829.0 +203.5 2,220 10,077 +840
Mar12 110811 5788.5 5916.0 5533.0 5847.0 +203.0 310 728 -29
Total Volume and Open Interest 396,801 182,154 -707
FT-SE 100(EURONEXT)
Sep11 110811 4964.50 5277.50 4926.00 5150.50 +156.00 387,606 634,348 +7,078
Dec11 110811 5052.00 5124.50 4960.00 5124.50 +156.00 96 791 +6
Mar12 110811 4961.50 5084.50 4961.50 5084.50 +155.50 0 163 +0
Total Volume and Open Interest 387,702 635,418 +7,084
SPI 200(SFE)
Sep11 110811 4105.0 4132.0 3974.0 4093.0 -1.0 98,223 322,686 +9,301
Dec11 110811 4127.0 4127.0 3997.0 4100.0 -2.0 298 6,368 +55
Mar12 110811 4075.0 4075.0 4075.0 4075.0 -5.0 1 2,394 -8
Total Volume and Open Interest 100,591 338,311 +11,308
GSCI(CME)
Aug11 110811 630.00 643.90 630.00 643.90 +12.90 1,798 4,753 -1,230
Sep11 110811 630.75 644.50 630.75 644.50 +12.45 2,239 5,278 +1,795
Oct11 110811 645.25 645.25 645.25 645.25 +12.25 2 0 +0
Total Volume and Open Interest 4,039 10,031 +565
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.
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