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Daily Futures Price Listing Fri August 12, 2011
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Aug11 110812 1343.25 1347.50 1329.00 1337.00 +3.25 1,007 361 -479
Sep11 110812 1328.00 1337.00 1319.75 1327.75 +3.00 16,907 43,036 -111
Nov11 110812 1335.00 1343.75 1326.00 1334.75 +3.00 97,498 292,386 +2,439
Jan12 110812 1343.75 1354.25 1337.25 1345.75 +3.00 15,693 59,086 +2,606
Mar12 110812 1358.00 1360.25 1348.75 1352.50 +3.75 5,237 28,609 -359
May12 110812 1353.00 1361.50 1346.50 1354.00 +3.25 4,549 36,420 +529
Jul12 110812 1362.50 1365.00 1349.75 1356.75 +3.50 2,506 19,176 +32
Total Volume and Open Interest 144,337 504,644 +4,810
Soybean Meal(CBOT)
Aug11 110812 348.50 348.60 348.00 348.60 +1.40 774 338 -567
Sep11 110812 348.40 350.40 346.30 347.10 -1.30 16,898 34,190 -1,351
Oct11 110812 351.00 353.00 348.30 349.20 -1.40 8,251 19,794 +2,666
Dec11 110812 353.70 356.20 351.30 352.10 -1.60 37,290 79,029 -1,410
Jan12 110812 357.30 358.30 354.20 354.40 -1.50 2,060 9,092 +383
Mar12 110812 360.10 360.90 356.90 357.00 -1.70 1,390 6,559 +224
May12 110812 360.90 360.90 357.70 357.70 -1.70 1,343 9,515 -44
Jul12 110812 360.00 361.10 356.50 358.30 -1.60 734 3,596 +49
Total Volume and Open Interest 69,201 166,471 +42
Soybean Oil(CBOT)
Aug11 110812 54.37 54.70 54.03 54.60 +0.57 343 193 -101
Sep11 110812 54.25 54.84 53.92 54.16 +0.06 20,053 47,301 +1,023
Oct11 110812 54.48 55.02 54.10 54.33 +0.06 7,063 26,114 -631
Dec11 110812 54.78 55.35 54.41 54.65 +0.07 66,785 139,907 +1,315
Jan12 110812 55.17 55.64 54.72 54.92 +0.04 8,334 30,377 +1,116
Mar12 110812 55.47 55.87 55.14 55.16 +0.02 3,225 15,998 +680
May12 110812 55.46 56.03 55.37 55.37 -0.01 1,778 10,827 +529
Jul12 110812 55.98 56.20 55.55 55.55 -0.03 1,648 5,885 +516
Total Volume and Open Interest 109,555 280,212 +4,523
Canola(WCE)
Nov11 110812 548.5 554.9 546.0 550.2 +2.3 8,540 113,137 -2,606
Jan12 110812 556.2 563.4 554.6 558.9 +2.7 1,637 26,498 +34
Mar12 110812 560.5 570.9 560.5 566.2 +3.5 451 8,390 +58
May12 110812 567.5 575.0 567.5 571.1 +4.3 336 7,161 +191
Jul12 110812 574.1 576.7 574.1 575.4 +5.1 58 3,920 -1
Total Volume and Open Interest 11,104 160,880 -2,299
Corn(CBOT)
Sep11 110812 702.00 707.75 697.50 701.75 -0.75 82,997 204,666 -19,253
Dec11 110812 714.00 721.00 710.00 714.50 +0.50 185,211 630,727 +6,272
Mar12 110812 726.25 734.00 722.75 727.50 +0.75 32,749 158,275 +5,686
May12 110812 731.00 738.00 728.00 732.00 +1.00 7,042 34,134 +911
Jul12 110812 732.75 741.25 729.25 734.50 +1.50 7,723 70,914 +315
Sep12 110812 680.00 689.50 678.75 684.50 +3.50 1,321 12,300 +200
Total Volume and Open Interest 322,029 1,219,778 -5,143
Wheat(CBOT)
Sep11 110812 700.00 718.75 696.25 702.50 +1.25 64,438 87,196 -8,793
Dec11 110812 731.50 746.50 727.50 732.25 -0.75 55,376 187,752 +11,087
Mar12 110812 769.75 778.00 763.25 765.50 -4.25 11,475 62,809 +122
May12 110812 791.50 793.25 780.00 781.00 -7.25 2,292 12,665 +375
Jul12 110812 790.50 796.00 782.25 783.25 -8.50 5,131 52,348 +1,648
Total Volume and Open Interest 140,568 429,359 +5,199
Wheat(KCBT)
Sep11 110812 804.25 812.00 796.00 796.00 -12.00 13,322 56,804 -2,072
Dec11 110812 827.25 849.50 820.25 820.25 -12.75 11,517 66,847 +1,500
Mar12 110812 840.75 847.75 831.75 831.75 -14.50 3,538 23,351 +353
May12 110812 845.75 851.75 835.00 835.00 -14.50 250 3,568 +69
Jul12 110812 837.50 846.00 828.00 828.00 -13.00 1,297 17,971 +224
Total Volume and Open Interest 30,018 171,792 +93
Wheat(MGE)
Sep11 110812 863.00 875.00 857.25 861.25 -1.25 3,174 13,915 -762
Dec11 110812 866.50 879.00 860.75 863.50 -3.00 2,590 19,535 -46
Mar12 110812 876.00 884.75 866.00 868.25 -5.50 1,131 7,066 +131
May12 110812 880.00 887.00 869.50 871.25 -6.25 731 3,220 -28
Jul12 110812 882.00 888.00 871.00 873.00 -6.75 586 4,645 +62
Total Volume and Open Interest 8,424 52,164 -681
Oats(CBOT)
Sep11 110812 345.00 347.00 343.00 345.00 +1.00 124 1,945 +20
Dec11 110812 354.50 358.00 353.00 355.00 +0.50 417 9,886 +53
Mar12 110812 366.00 366.00 365.00 365.50 +0.50 15 1,015 -7
May12 110812 372.50 372.50 372.00 372.50 +0.50 0 29 +0
Total Volume and Open Interest 556 12,905 +66
Rough Rice(CBOT)
Sep11 110812 16.79 16.85 16.58 16.81 -0.06 1,260 7,723 +52
Nov11 110812 17.06 17.18 16.90 17.13 -0.06 911 8,174 +304
Jan12 110812 17.38 17.47 17.23 17.42 -0.05 109 1,138 +77
Mar12 110812 17.60 17.67 17.57 17.67 -0.07 81 842 +24
Total Volume and Open Interest 2,361 18,029 +457
Live Cattle(CME)
Aug11 110812 117.300 118.330 117.100 117.900 +1.450 3,020 14,835 -1,422
Oct11 110812 120.000 121.080 120.000 120.450 +0.915 13,620 133,164 -467
Dec11 110812 121.830 123.100 121.830 122.680 +1.080 8,146 88,629 -606
Feb12 110812 124.500 125.300 124.430 124.700 +0.220 5,330 37,178 +412
Apr12 110812 126.900 127.785 126.800 127.285 +0.585 2,421 20,863 +509
Jun12 110812 123.500 124.385 123.500 124.330 +0.680 384 9,023 +109
Total Volume and Open Interest 33,066 305,246 -1,385
Feeder Cattle(CME)
Aug11 110812 135.150 136.575 135.150 135.850 +1.250 1,373 5,618 -525
Sep11 110812 136.900 138.450 136.825 137.535 +1.235 1,903 7,935 -33
Oct11 110812 138.100 139.500 137.880 138.700 +1.375 2,705 11,397 +701
Nov11 110812 138.985 140.325 138.850 139.600 +1.115 586 4,673 +74
Jan12 110812 139.250 140.630 139.250 139.950 +1.070 233 2,873 -22
Mar12 110812 139.435 140.000 139.300 139.400 +0.715 61 842 +30
Apr12 110812 140.000 140.350 139.800 139.800 +0.450 29 218 +7
Total Volume and Open Interest 6,890 33,719 +232
Lean Hogs(CME)
Aug11 110812 107.200 107.480 107.000 107.450 +0.250 3,615 11,104 -735
Oct11 110812 88.230 89.600 87.750 89.480 +1.380 26,362 94,082 -2,469
Dec11 110812 85.200 86.200 84.600 86.200 +1.200 11,439 71,820 +653
Feb12 110812 87.930 88.830 87.330 88.580 +0.650 5,512 36,284 +447
Apr12 110812 90.200 91.200 89.850 91.000 +0.670 4,058 23,041 -754
May12 110812 94.800 94.900 94.800 94.900 +0.800 16 974 -1
Jun12 110812 96.730 97.300 96.000 97.180 +0.850 1,399 12,068 -42
Jul12 110812 95.100 95.550 95.050 95.400 +0.700 140 3,671 -29
Total Volume and Open Interest 52,676 256,229 -2,937
Class III Milk(CME)
Aug11 110812 21.46 21.59 21.44 21.56 +0.06 590 6,739 -59
Sep11 110812 18.93 19.60 18.62 19.49 +0.37 701 6,656 +140
Oct11 110812 18.00 18.48 17.76 18.45 +0.41 412 5,206 -10
Nov11 110812 17.66 18.12 17.58 18.00 +0.23 114 4,246 +9
Dec11 110812 17.35 17.72 17.35 17.60 +0.12 124 3,716 +28
Total Volume and Open Interest 2,327 34,837 +363
Cocoa(ICE)
Sep11 110812 2858 2901 2856 2879 +23 18,175 22,064 -5,443
Dec11 110812 2895 2923 2883 2907 +21 21,871 70,657 +2,009
Mar12 110812 2945 2970 2938 2958 +20 4,147 39,214 +589
May12 110812 2957 2977 2950 2967 +17 553 13,272 +315
Jul12 110812 2975 2989 2975 2981 +14 145 5,985 +44
Sep12 110812 2989 3000 2986 2991 +9 213 9,847 +29
Dec12 110812 3005 3005 3005 3005 +11 145 4,913 +106
Total Volume and Open Interest 45,251 169,873 -2,349
Coffee "C"(ICE)
Sep11 110812 241.00 242.50 239.40 240.35 -0.50 13,146 28,249 -2,698
Dec11 110812 244.00 245.50 242.50 243.85 -0.20 8,881 52,056 +1,087
Mar12 110812 246.70 247.10 245.00 246.40 unch 1,889 14,488 +356
May12 110812 247.85 248.55 246.40 247.70 -0.05 446 7,339 +108
Jul12 110812 248.45 248.95 245.55 246.70 -0.50 212 2,466 +59
Sep12 110812 245.00 246.05 243.80 245.45 -0.90 78 1,809 +2
Total Volume and Open Interest 24,683 107,965 -1,066
Orange Juice(ICE)
Sep11 110812 164.40 167.25 161.70 166.50 +2.65 4,707 11,633 -2,542
Nov11 110812 157.45 160.75 155.00 160.45 +3.40 4,068 13,228 +617
Jan12 110812 157.70 161.15 156.00 160.50 +2.90 1,236 2,626 +708
Mar12 110812 157.25 162.00 157.00 160.95 +3.10 376 1,013 +237
May12 110812 161.45 161.45 161.45 161.45 +3.05 110 367 +36
Jul12 110812 162.30 162.30 162.30 162.30 +2.30 23 149 +10
Total Volume and Open Interest 10,520 29,027 -934
Sugar #11(ICE)
Oct11 110812 28.00 28.17 27.25 27.84 -0.24 46,888 266,474 -3,386
Mar12 110812 26.89 27.30 26.37 26.99 +0.10 17,769 145,675 -1,828
May12 110812 25.37 25.95 25.04 25.77 +0.40 7,511 42,581 +637
Jul12 110812 24.24 24.89 23.98 24.81 +0.54 5,343 62,639 -495
Oct12 110812 23.56 24.07 23.19 24.01 +0.50 2,280 28,353 -416
Total Volume and Open Interest 81,728 587,233 -5,540
London Cocoa(LCE)
Sep11 110812 1835 1850 1833 1838 +4 7,748 58,883 -2,221
Dec11 110812 1847 1864 1842 1852 +5 7,598 61,094 +2,254
Mar12 110812 1876 1884 1866 1872 +4 1,931 41,905 -18
May12 110812 1875 1891 1874 1882 +1 671 14,150 +74
Jul12 110812 1895 1899 1895 1895 unch 581 6,817 +129
Sep12 110812 1904 1906 1904 1904 unch 69 5,012 +50
Dec12 110812 1909 1909 1909 1909 unch 100 8,518 +13
Total Volume and Open Interest 18,701 197,285 +281
London Sugar(LCE)
Oct11 110812 742.10 745.40 726.20 743.50 -6.20 1,783 21,557 -274
Dec11 110812 697.20 701.50 683.40 699.70 -5.00 804 7,125 -363
Mar12 110812 682.20 689.30 671.40 688.60 -2.60 254 10,216 +36
May12 110812 662.20 669.40 651.30 669.40 +1.00 23 3,188 -18
Aug12 110812 640.80 649.50 633.10 649.50 +2.30 6 2,007 +0
Total Volume and Open Interest 2,916 45,728 -589
Cotton(ICE)
Oct11 110812 98.00 101.25 97.99 100.72 +2.93 25 511 -3
Dec11 110812 96.52 100.52 96.15 100.52 +4.00 7,658 94,836 -1,029
Mar12 110812 94.30 98.40 93.94 98.40 +4.00 1,658 28,668 +356
May12 110812 94.07 98.19 94.07 97.71 +3.47 473 6,111 +27
Jul12 110812 93.85 97.10 93.85 96.65 +3.01 64 7,759 +13
Oct12 110812 97.66 97.66 97.66 97.66 +3.46 0 3 +0
Total Volume and Open Interest 9,927 141,929 -614
Lumber(CME)
Sep11 110812 228.0 231.4 222.6 224.0 -4.0 1,631 4,371 -973
Nov11 110812 234.2 238.0 229.0 229.0 -5.2 1,756 4,782 +395
Jan12 110812 257.0 258.0 249.5 249.5 -0.6 80 1,150 +1
Mar12 110812 264.0 268.0 264.0 264.0 unch 2 147 +0
Total Volume and Open Interest 3,469 10,452 -577
Crude Oil(NYM)
Sep11 110812 85.55 87.37 84.02 85.38 -0.34 520,144 247,528 -24,061
Oct11 110812 85.86 87.71 84.34 85.69 -0.35 151,567 214,494 +21,362
Nov11 110812 86.37 88.07 84.76 86.05 -0.38 71,180 133,336 +11,595
Dec11 110812 86.76 88.45 85.10 86.44 -0.38 115,512 205,277 +1,758
Jan12 110812 86.90 88.79 85.75 86.84 -0.38 18,145 62,942 +63
Feb12 110812 87.25 89.13 86.45 87.22 -0.35 7,157 24,111 +444
Mar12 110812 87.68 89.28 87.26 87.60 -0.33 10,562 38,833 +69
Apr12 110812 89.42 89.42 87.79 88.00 -0.30 6,215 25,689 +261
May12 110812 87.73 89.62 87.73 88.40 -0.27 4,171 22,495 +789
Jun12 110812 87.96 90.40 87.96 88.78 -0.26 19,789 82,542 +1,906
Jul12 110812 88.33 90.31 88.33 89.17 -0.24 2,169 30,194 +127
Aug12 110812 88.77 89.47 88.77 89.47 -0.23 864 15,826 +31
Sep12 110812 89.97 89.97 89.72 89.72 -0.25 1,172 17,571 -48
Oct12 110812 89.96 89.96 89.96 89.96 -0.26 341 13,847 +28
Nov12 110812 90.21 90.21 90.21 90.21 -0.27 236 19,948 +7
Dec12 110812 90.01 92.10 89.22 90.46 -0.29 34,373 143,977 -288
Total Volume and Open Interest 989,624 1,580,298 +15,818
e-miNY Crude Oil(NYM)
Aug11 110719 96.125 98.650 95.925 97.500 +1.575 5,608 3,447 -104
Sep11 110812 85.700 87.375 84.025 85.375 -0.350 16,938 4,451 -102
Oct11 110812 85.675 87.650 84.350 85.700 -0.350 865 920 -103
Nov11 110812 86.175 87.700 84.925 86.050 -0.375 108 332 +18
Dec11 110812 86.100 88.200 86.025 86.450 -0.375 141 376 +48
Jan12 110812 87.350 87.350 86.850 86.850 -0.375 7 4 +0
Feb12 110812 87.225 87.225 87.225 87.225 -0.350 0 8 +0
Mar12 110812 87.950 87.950 87.600 87.600 -0.325 14 15 +8
Apr12 110812 88.000 88.000 88.000 88.000 -0.300 2 8 -3
May12 110812 88.400 88.400 88.400 88.400 -0.275 0 3 +0
Total Volume and Open Interest 18,101 6,325 -124
Heating Oil(NYM)
Sep11 110812 289.64 293.78 287.78 290.37 +0.45 77,918 73,421 -3,862
Oct11 110812 289.88 294.35 288.57 291.05 +0.41 33,194 54,429 +2,826
Nov11 110812 291.57 294.74 289.65 291.82 +0.30 15,651 37,151 +482
Dec11 110812 292.38 295.65 290.44 292.52 +0.14 22,245 47,497 +2,409
Jan12 110812 295.03 296.11 292.76 293.27 -0.07 9,778 28,519 +1,945
Feb12 110812 294.63 294.91 292.48 292.94 -0.19 1,953 12,474 +110
Mar12 110812 291.25 294.64 291.25 291.82 -0.26 1,848 7,900 +73
Apr12 110812 291.97 291.97 289.40 289.85 -0.41 578 4,044 +5
May12 110812 288.74 289.11 287.93 287.93 -0.57 677 4,566 +40
Jun12 110812 285.49 289.78 285.49 287.05 -0.65 3,550 26,459 +666
Jul12 110812 289.28 289.28 287.90 287.90 -0.73 433 2,212 +214
Aug12 110812 291.14 291.14 289.10 289.10 -0.78 196 1,038 +12
Total Volume and Open Interest 168,924 312,327 +5,181
Gasoline(NYMEX)
Sep11 110812 282.25 285.72 280.72 282.22 -0.51 69,568 65,900 -1,467
Oct11 110812 265.95 268.85 263.82 266.07 +0.13 47,274 55,123 +1,637
Nov11 110812 261.00 265.31 261.00 262.47 -0.28 22,056 29,038 +1,937
Dec11 110812 260.45 264.09 259.88 261.14 -0.48 16,235 36,477 -536
Jan12 110812 263.38 264.29 261.39 261.39 -0.63 5,515 14,508 +762
Feb12 110812 262.83 265.00 262.26 262.61 -0.67 1,013 6,395 +31
Mar12 110812 266.82 266.82 264.21 264.21 -0.65 1,138 8,821 +28
Apr12 110812 276.95 278.26 276.10 276.10 -0.69 718 5,779 -42
May12 110812 276.16 276.16 276.16 276.16 -0.90 372 2,732 +83
Jun12 110812 276.18 277.05 275.51 275.51 -0.92 1,359 8,013 +613
Total Volume and Open Interest 165,563 248,825 +3,046
e-miNY RBOB Gasoline(NYM)
Sep11 110812 282.20 282.22 282.20 282.20 -0.50 1 1 +1
Oct11 110812 266.10 266.10 266.07 266.10 +0.20 0 1 +0
Nov11 110812 262.50 262.50 262.47 262.50 -0.30      
Dec11 110812 261.10 261.14 261.10 261.10 -0.50      
Total Volume and Open Interest 1 4 +1
Natural Gas(NYM)
Sep11 110812 4.106 4.140 4.052 4.060 -0.048 145,358 157,329 -10,857
Oct11 110812 4.120 4.157 4.064 4.071 -0.056 77,433 143,625 -1,853
Nov11 110812 4.276 4.306 4.211 4.219 -0.060 74,072 168,034 +12,882
Dec11 110812 4.488 4.515 4.433 4.441 -0.056 23,372 71,840 +1,477
Jan12 110812 4.596 4.606 4.520 4.529 -0.057 22,505 126,896 +2,279
Feb12 110812 4.586 4.590 4.523 4.531 -0.053 6,718 30,618 -353
Mar12 110812 4.531 4.556 4.492 4.495 -0.050 6,589 47,339 +472
Apr12 110812 4.495 4.507 4.445 4.450 -0.043 9,616 59,322 -94
May12 110812 4.506 4.516 4.477 4.477 -0.040 1,242 13,232 +277
Jun12 110812 4.555 4.555 4.509 4.511 -0.037 772 12,816 +67
Jul12 110812 4.584 4.589 4.552 4.552 -0.035 1,237 10,422 +0
Aug12 110812 4.598 4.603 4.574 4.574 -0.036 916 9,683 -56
Sep12 110812 4.602 4.612 4.576 4.576 -0.037 937 6,988 -126
Oct12 110812 4.636 4.662 4.601 4.605 -0.037 3,230 36,519 +242
Nov12 110812 4.773 4.812 4.756 4.759 -0.037 641 6,692 +289
Dec12 110812 5.016 5.030 4.980 4.989 -0.033 362 11,994 +156
Total Volume and Open Interest 376,444 986,090 +5,003
Brent Crude Oil(ICE)
Sep11 110812 107.94 109.16 106.86 108.03 +0.01 260,958 96,936 -16,356
Oct11 110812 107.71 108.90 106.65 107.76 -0.06 169,925 141,738 +13,068
Nov11 110812 107.40 108.70 106.61 107.56 -0.16 71,962 107,072 +10,568
Dec11 110812 107.36 108.57 106.49 107.40 -0.20 102,615 121,823 +8,601
Jan12 110812 107.17 108.33 106.49 107.25 -0.25 17,630 29,343 +4,000
Feb12 110812 106.79 108.20 106.36 107.07 -0.31 7,400 19,573 -220
Mar12 110812 106.46 108.01 106.30 106.87 -0.35 7,365 38,354 +1,558
Apr12 110812 106.31 107.85 106.07 106.71 -0.37 3,408 13,947 +45
May12 110812 106.15 107.69 105.94 106.55 -0.41 2,970 11,677 +491
Jun12 110812 105.97 107.48 105.76 106.35 -0.43 11,825 48,993 +1,501
Jul12 110812 106.21 106.21 106.21 106.21 -0.44 985 9,942 +172
Aug12 110812 106.05 106.05 106.05 106.05 -0.44 767 6,845 +297
Sep12 110812 105.84 105.84 105.84 105.84 -0.46 642 8,197 +111
Oct12 110812 105.61 105.61 105.61 105.61 -0.48 250 4,479 +57
Total Volume and Open Interest 698,637 822,407 +31,153
Gas Oil(ICE)
Sep11 110812 912.25 925.00 906.50 917.00 +12.50 147,586 150,329 +13,303
Oct11 110812 905.75 921.25 903.00 913.25 +12.00 74,464 103,927 +10,165
Nov11 110812 904.75 917.25 901.00 910.00 +11.75 41,053 50,419 +1,800
Dec11 110812 901.50 914.75 899.50 907.75 +11.25 61,708 66,534 +3,732
Jan12 110812 899.25 913.75 899.25 907.25 +11.00 17,425 37,746 +2,290
Feb12 110812 901.75 912.75 901.75 906.75 +11.00 5,370 16,273 +1,084
Mar12 110812 899.00 912.00 899.00 906.00 +10.75 6,092 17,039 +1,850
Apr12 110812 900.00 911.25 900.00 905.00 +10.50 2,869 9,934 +0
May12 110812 899.25 910.50 899.25 904.00 +10.00 2,578 9,246 +607
Jun12 110812 895.75 910.00 895.75 903.25 +9.25 8,643 36,389 +912
Total Volume and Open Interest 412,501 576,025 +25,795
Ethanol(CBOT)
Aug11 110803 2.836 2.836 2.800 2.800 -0.042 102 196 -79
Sep11 110812 2.763 2.794 2.760 2.785 +0.008 342 1,115 -45
Oct11 110812 2.681 2.693 2.679 2.680 +0.003 176 1,457 +39
Nov11 110812 2.620 2.636 2.620 2.624 +0.001 40 1,195 +22
Dec11 110812 2.589 2.602 2.585 2.591 unch 75 1,568 -4
Jan12 110812 2.526 2.526 2.525 2.526 -0.006 51 799 -3
Feb12 110812 2.516 2.539 2.516 2.530 -0.010 72 621 +39
Mar12 110812 2.534 2.539 2.534 2.534 -0.006 53 555 +34
Total Volume and Open Interest 919 9,582 +144
WTI Crude Oil(ICE
Sep11 110812 85.32 87.38 84.02 85.38 -0.34 132,648 58,630 -687
Oct11 110812 85.68 87.70 84.40 85.69 -0.35 40,358 56,834 +5,612
Nov11 110812 85.93 87.87 84.88 86.05 -0.38 22,220 29,124 +954
Dec11 110812 86.11 88.45 85.12 86.44 -0.38 38,456 94,485 +4,194
Jan12 110812 85.97 88.72 85.97 86.84 -0.38 4,735 17,994 +598
Feb12 110812 86.99 89.10 86.99 87.22 -0.35 2,866 6,465 -31
Mar12 110812 87.25 89.40 87.25 87.60 -0.33 3,758 14,672 -543
Apr12 110812 87.34 89.74 87.03 88.00 -0.30 1,514 5,074 -48
May12 110812 88.09 89.95 88.09 88.40 -0.27 814 3,892 +59
Jun12 110812 88.05 90.34 88.05 88.78 -0.26 5,686 27,856 +160
Jul12 110812 89.17 89.17 89.17 89.17 -0.24 189 4,905 +2
Aug12 110812 89.47 89.47 89.47 89.47 -0.23 19 1,552 +1
Sep12 110812 89.72 89.72 89.72 89.72 -0.25 50 5,394 +16
Oct12 110812 89.96 89.96 89.96 89.96 -0.26 0 1,179 +0
Nov12 110812 90.21 90.21 90.21 90.21 -0.27 0 2,539 +0
Dec12 110812 90.21 92.10 89.12 90.46 -0.29 9,626 44,706 +1,607
Total Volume and Open Interest 267,540 459,728 +13,853
US Dollar Index(ICE)
Sep11 110812 74.800 75.055 74.495 74.743 -0.067 40,229 56,085 -569
Dec11 110812 75.205 75.325 74.970 75.143 -0.067 142 684 -8
Mar12 110812 75.562 75.562 75.562 75.562 -0.077 0 1 +0
Total Volume and Open Interest 40,371 56,770 -577
Australian Dollar(CME)
Sep11 110812 102.96 103.18 101.98 103.10 +0.53 208,357 102,722 -922
Dec11 110812 101.79 102.12 101.36 102.12 +0.53 138 847 +19
Mar12 110812 101.26 101.26 100.75 101.26 +0.51 0 5 +0
Total Volume and Open Interest 208,495 103,624 -903
British Pound(CME)
Sep11 110812 162.28 163.08 161.60 162.74 +0.66 137,648 104,628 -625
Dec11 110812 161.75 162.76 161.65 162.61 +0.66 87 309 +32
Mar12 110812 162.47 162.47 161.84 162.47 +0.63 0 8 +0
Total Volume and Open Interest 137,735 104,951 -593
Canadian Dollar(CME)
Sep11 110812 101.45 101.59 100.72 100.89 -0.38 175,583 100,018 -11,090
Dec11 110812 101.27 101.35 100.63 100.72 -0.38 859 6,476 +353
Mar12 110812 101.03 101.30 100.50 100.62 -0.39 306 1,299 +129
Jun12 110812 100.51 100.94 100.51 100.51 -0.43 11 389 +11
Total Volume and Open Interest 176,765 108,382 -10,591
Japanese Yen(CME)
Sep11 110812 130.16 130.78 129.92 130.29 +0.12 128,457 121,583 +2,944
Dec11 110812 130.37 130.96 130.17 130.49 +0.13 400 1,348 +151
Mar12 110812 130.76 130.76 130.62 130.76 +0.14 3 49 +1
Total Volume and Open Interest 128,860 123,000 +3,096
Swiss Franc(CME)
Sep11 110812 131.04 132.64 128.58 128.98 -2.19 60,330 50,061 -1,876
Dec11 110812 131.84 132.95 128.97 129.28 -2.18 937 1,100 +6
Mar12 110812 129.57 131.79 129.57 129.57 -2.22 0 13 +0
Total Volume and Open Interest 61,267 51,185 -1,870
EuroFX(CME)
Sep11 110812 142.31 142.86 141.43 142.38 +0.30 457,078 176,725 -3,435
Dec11 110812 142.05 142.60 141.29 142.23 +0.29 1,119 2,694 +518
Mar12 110812 142.11 142.11 141.84 142.11 +0.27 12 403 +7
Total Volume and Open Interest 458,209 180,661 -2,910
Mexican Peso(CME)
Aug11 110812 815.5 817.8 815.5 815.5 -2.2      
Sep11 110812 811.8 814.8 803.2 811.2 -2.2 80,329 120,202 +2,744
Total Volume and Open Interest 80,454 120,555 +2,710
Brazilian Real(CME)
Sep11 110812 613.45 616.50 613.45 616.50 +3.95 488 7,112 -579
Oct11 110812 613.30 613.30 609.35 613.30 +3.95      
Nov11 110812 610.15 610.15 606.20 610.15 +3.95      
Dec11 110812 606.95 606.95 603.00 606.95 +3.95 0 139 +0
Total Volume and Open Interest 488 22,662 -579
30-Year T-Bonds(CBOT)
Sep11 110812 135~120 137~000 135~110 136~300 +1~230 593,697 651,096 +12,545
Dec11 110812 134~030 135~210 133~280 135~190 +1~230 5,605 12,203 +2,979
Mar12 110812 133~230 134~110 132~140 134~050 +1~230 0 46 +0
Total Volume and Open Interest 599,302 663,345 +15,524
10-Year T-Notes(CBOT)
Sep11 110812 129~035 129~305 129~020 129~280 +0~210 2,091,932 1,829,239 -38,255
Dec11 110812 128~055 128~275 128~055 128~270 +0~205 6,495 22,550 +1,720
Mar12 110812 127~270 127~270 127~065 127~270 +0~205      
Total Volume and Open Interest 2,098,427 1,851,789 -36,535
5-Year T-Notes(CBOT)
Sep11 110812 122~124 123~047 122~124 123~042 +0~028 1,061,631 1,444,504 -2,310
Dec11 110812 122~006 122~035 122~004 122~035 +0~031 1,271 4,262 +195
Mar12 110812 121~059 121~059 121~028 121~059 +0~031      
Total Volume and Open Interest 1,062,902 1,448,766 -2,115
2 Year T-Notes(CBOT)
Sep11 110812 110~039 110~043 110~037 110~040 -0~002 409,023 1,000,014 -18,520
Dec11 110812 110~032 110~035 110~031 110~034 -0~001 2,784 5,059 +1,178
Mar12 110812 109~100 109~101 109~100 109~100 -0~001      
Total Volume and Open Interest 411,807 1,005,073 -17,342
Eurodollars(CME)
Sep11 110812 99.585 99.590 99.555 99.570 -0.020 479,790 1,165,849 +40,652
Dec11 110812 99.485 99.490 99.460 99.470 -0.025 631,773 1,052,613 -11,852
Mar12 110812 99.550 99.560 99.525 99.535 -0.025 631,904 1,183,302 -67,337
Jun12 110812 99.605 99.610 99.575 99.590 -0.020 459,984 1,349,781 -22,265
Sep12 110812 99.615 99.615 99.585 99.600 -0.015 454,893 913,852 -22,313
Dec12 110812 99.575 99.590 99.545 99.565 -0.015 446,882 754,939 +9,270
Mar13 110812 99.550 99.570 99.510 99.540 -0.010 466,631 809,364 +83,432
Jun13 110812 99.465 99.485 99.425 99.465 unch 405,128 556,070 -22,277
Sep13 110812 99.320 99.355 99.285 99.340 +0.015 392,398 544,858 -25,989
Dec13 110812 99.120 99.160 99.090 99.155 +0.025 296,292 429,824 -2,546
Mar14 110812 98.915 98.955 98.875 98.950 +0.030 180,822 285,534 +1,195
Jun14 110812 98.660 98.720 98.635 98.710 +0.030 151,288 256,393 +726
Sep14 110812 98.420 98.485 98.390 98.475 +0.035 122,920 144,041 +8,157
Dec14 110812 98.190 98.240 98.145 98.230 +0.040 96,398 121,730 -5,352
Mar15 110812 97.925 98.020 97.920 98.010 +0.050 69,578 112,445 +5,481
Jun15 110812 5.970 6.050 5.950 6.040 +0.055 52,456 89,888 +4,987
Sep15 110812 5.745 5.830 5.730 5.815 +0.055 30,346 59,296 +1,012
Dec15 110812 5.495 5.615 5.495 5.595 +0.055 27,125 51,083 -1,203
Total Volume and Open Interest      
30 Day Federal Funds(CBOT)
Aug11 110812 99.897 99.900 99.893 99.895 -0.005 2,404 88,473 -99
Sep11 110812 99.905 99.905 99.895 99.900 -0.005 6,228 54,189 -865
Oct11 110812 99.905 99.910 99.895 99.900 -0.010 5,613 55,768 +692
Nov11 110812 99.910 99.915 99.900 99.905 -0.005 7,646 52,992 +1,501
Dec11 110812 99.920 99.920 99.910 99.915 unch 14,265 65,070 -1,806
Jan12 110812 99.905 99.910 99.900 99.905 -0.005 12,323 51,228 +2,445
Total Volume and Open Interest 118,561 832,273 +5,995
30 Day Fed Funds(e-CBOT)
3-Mth Euro-Yen(CME)
Sep11 110812 99.680 99.680 99.680 99.680 unch 0 66 +0
Dec11 110812 99.683 99.683 99.683 99.683 unch 0 332 +0
Mar12 110812 99.690 99.690 99.690 99.690 unch 0 340 +0
Jun12 110812 99.688 99.688 99.688 99.688 unch      
Sep12 110812 99.615 99.615 99.615 99.615 unch      
Dec12 110812 99.675 99.675 99.675 99.675 unch      
Mar13 110812 99.675 99.675 99.675 99.675 unch      
Jun13 110812 99.630 99.630 99.630 99.630 unch      
Sep13 110812 99.490 99.490 99.490 99.490 unch      
Dec13 110812 99.350 99.350 99.350 99.350 unch      
Total Volume and Open Interest 0 738 +0
3-Mth Euro-Yen(SGX)
Sep11 110812 99.68 99.68 99.68 99.68 unch 15 1,277 +0
Dec11 110812 99.68 99.68 99.68 99.68 unch 300 1,478 +0
Mar12 110812 99.69 99.69 99.69 99.69 unch 0 2,083 +0
Jun12 110812 99.69 99.69 99.69 99.69 unch 0 1,376 +0
Sep12 110812 99.61 99.61 99.61 99.61 unch 0 411 +0
Dec12 110812 99.68 99.68 99.68 99.68 unch 0 29 +0
Mar13 110812 99.68 99.68 99.68 99.68 unch 0 1 +0
Jun13 110812 99.63 99.63 99.63 99.63 unch      
Total Volume and Open Interest 315 6,657 +0
Japanese Gov't Bonds(SGX)
Sep11 110812 141.93 142.27 141.86 142.14 +0.13 3,074 26,161 +542
Dec11 110812 141.73 141.73 141.73 141.73 +0.13 0 6 +0
Mar12 110812 139.64 139.64 139.64 139.64 +0.13      
Total Volume and Open Interest 3,074 26,167 +542
Euro-Bund(EUREX)
Sep11 110812 133.50 133.81 132.51 132.96 -0.34 1,001,727 984,035 -26,849
Dec11 110812 131.62 132.23 131.25 131.43 -0.34 1,519 4,067 +460
Mar12 110812 131.96 131.96 131.96 131.96 -0.34 17 1 +0
Total Volume and Open Interest 1,003,263 988,103 -26,389
Euro-Bobl(EUREX)
Sep11 110812 121.45 121.61 121.00 121.23 -0.09 604,771 726,092 -1,880
Dec11 110812 120.15 120.15 120.15 120.15 -0.07 91 836 +66
Mar12 110812 120.23 120.23 120.23 120.23 -0.09      
Total Volume and Open Interest 604,862 726,928 -1,814
3-Mth Euribor(EUREX)
Sep11 110812 98.580 98.580 98.555 98.575 -0.070 174 1,945 -70
Dec11 110812 98.765 98.795 98.760 98.780 -0.090 93 1,477 +47
Mar12 110812 98.865 98.880 98.825 98.880 -0.065 117 2,479 +0
Total Volume and Open Interest 539 9,797 -15
Long Gilt(LIFFE)
Sep11 110812 128~18 128~30 128~04 128~09 -0~15 144,511 363,765 +6,666
Dec11 110812 127~12 127~12 126~31 126~31 -0~15 0 1 +0
Total Volume and Open Interest 144,511 363,766 +6,666
3-Mth Short Sterling(LIFFE)
Sep11 110812 99.12 99.13 99.10 99.11 -0.01 86,269 422,175 -4,196
Dec11 110812 99.19 99.21 99.14 99.15 -0.06 116,405 515,815 +5,852
Mar12 110812 99.19 99.21 99.14 99.16 -0.06 117,280 409,742 -10,244
Jun12 110812 99.19 99.22 99.13 99.16 -0.05 139,218 271,144 -1,374
Sep12 110812 99.16 99.20 99.11 99.14 -0.04 126,382 288,578 -3,423
Dec12 110812 99.08 99.14 99.04 99.07 -0.04 93,288 269,910 -506
Total Volume and Open Interest 843,946 2,621,621 -30,606
3-Mth Euribor(LIFFE)
Sep11 110812 98.620 98.645 98.540 98.575 -0.070 214,088 692,755 +11,144
Dec11 110812 98.850 98.870 98.735 98.785 -0.085 299,972 621,459 +1,476
Mar12 110812 98.965 98.965 98.825 98.880 -0.065 233,094 484,686 -1,571
Total Volume and Open Interest 1,596,820 3,639,634 -707
3-Mth Aus T-Bills(SFE)
Sep11 110812 95.54 95.62 95.40 95.52 -0.02 35,206 281,143 +12,272
Dec11 110812 96.10 96.24 95.91 96.11 +0.02 37,062 316,952 +3,102
Mar12 110812 96.28 96.40 96.15 96.27 unch 18,223 175,982 +2,525
Jun12 110812 96.24 96.35 96.13 96.23 -0.02 10,725 95,566 +3,603
Sep12 110812 96.11 96.24 95.97 96.08 -0.03 4,321 63,534 +1,127
Dec12 110812 96.04 96.09 95.89 95.91 -0.04 1,127 36,114 +236
Mar13 110812 95.91 95.94 95.74 95.77 -0.03 1,679 38,030 +66
Jun13 110812 95.70 95.80 95.61 95.62 -0.04 1,756 17,502 +506
Sep13 110812 95.64 95.66 95.49 95.49 -0.05 76 3,092 -75
Dec13 110812 95.37 95.37 95.37 95.37 -0.05 1 1,679 +0
Total Volume and Open Interest 110,176 1,029,737 +23,362
10-Year Aus T-Bonds(SFE)
Sep11 110812 95.56 95.65 95.45 95.57 +0.02 85,167 543,736 +34,652
Dec11 110812 95.57 95.57 95.57 95.57 +0.02      
Total Volume and Open Interest 85,167 543,736 +34,652
3-Year Aus T-Bonds(SFE)
Sep11 110812 96.21 96.35 96.06 96.22 +0.01 223,816 1,284,838 +64,975
Dec11 110812 96.22 96.22 96.22 96.22 +0.01      
Total Volume and Open Interest 223,816 1,284,838 +64,975
Gold(CMX)
Aug11 110812 1760.6 1764.2 1723.8 1740.2 -8.6 969 2,752 -46
Oct11 110812 1766.7 1769.3 1724.2 1741.0 -8.9 17,313 26,782 -652
Dec11 110812 1767.5 1770.9 1725.8 1742.6 -8.9 296,968 369,957 +8,378
Feb12 110812 1773.1 1773.1 1729.1 1744.8 -8.9 5,670 24,908 +3,228
Apr12 110812 1769.0 1772.6 1731.2 1746.8 -8.8 153 6,904 +33
Jun12 110812 1761.9 1768.7 1736.5 1748.8 -8.7 286 15,526 +133
Aug12 110812 1750.1 1752.0 1739.8 1750.5 -8.7 1,211 6,012 +115
Oct12 110812 1779.3 1779.3 1745.4 1752.4 -8.6 28 4,170 -1
Dec12 110812 1779.9 1781.6 1741.3 1754.3 -8.7 499 12,064 -180
Feb13 110812 1756.1 1756.1 1756.1 1756.1 -8.7 11 1,586 +0
Apr13 110812 1758.1 1758.1 1758.1 1758.1 -8.7 1 337 +1
Jun13 110812 1760.5 1760.5 1760.5 1760.5 -8.7 132 11,727 +131
Total Volume and Open Interest 327,731 521,137 +10,914
Silver(CMX)
Sep11 110812 3878.0 3923.5 3821.5 3911.4 +44.5 63,775 43,721 -3,781
Dec11 110812 3886.0 3925.5 3825.0 3914.7 +44.3 14,203 39,049 +1,408
Mar12 110812 3879.0 3915.8 3832.5 3915.8 +44.1 713 6,433 +192
May12 110812 3914.5 3914.5 3914.5 3914.5 +44.0 91 2,225 +52
Jul12 110812 3912.6 3912.6 3912.6 3912.6 +44.0 67 1,952 +26
Sep12 110812 3880.0 3909.4 3876.0 3909.4 +44.3 34 299 -8
Dec12 110812 3868.0 3902.8 3831.5 3902.8 +44.4 384 8,356 +56
Total Volume and Open Interest 79,381 113,905 -2,034
Platinum(NYMEX)
Oct11 110812 1792.0 1808.0 1790.0 1796.7 +4.3 10,007 33,499 -598
Jan12 110812 1794.0 1809.0 1794.0 1799.9 +4.2 239 1,938 +165
Apr12 110812 1806.0 1806.0 1802.4 1802.4 +4.2 2 163 +1
Jul12 110812 1806.0 1806.0 1806.0 1806.0 +4.2 1 13 +1
Total Volume and Open Interest 10,249 35,615 -431
Palladium(NYMEX)
Sep11 110812 743.80 749.35 735.00 748.20 +14.40 5,808 16,664 -1,318
Dec11 110812 743.00 750.30 738.60 749.80 +14.45 1,551 4,840 +870
Mar12 110812 95.54 95.54 95.54 95.54 +14.55 10 92 +10
Total Volume and Open Interest 7,369 21,596 -438
Copper(CMX)
Sep11 110812 404.50 406.30 398.10 401.20 +0.35 62,692 39,869 -8,764
Dec11 110812 406.50 408.00 400.35 403.35 +0.35 18,143 56,058 +5,236
Mar12 110812 404.85 407.60 402.65 405.05 +0.40 1,871 17,226 -422
May12 110812 407.65 407.75 404.50 405.75 +0.40 257 3,820 +121
Jul12 110812 406.00 406.00 405.45 406.00 +0.30 51 1,113 +3
Total Volume and Open Interest 83,662 124,729 -3,746
DJIA Index(CBOT)
Sep11 110812 11090 11300 10896 11250 +166 4,047 16,414 -508
Dec11 110812 11176 11176 11010 11176 +166 0 96 -1
Mar12 110812 11107 11107 10941 11107 +166      
Jun12 110812 11037 11037 10871 11037 +166      
Total Volume and Open Interest 4,047 16,510 -509
Mini DJIA Index(CBOT)
Sep11 110812 11082 11309 10892 11250 +166 317,148 93,355 -4,556
Dec11 110812 10956 11214 10835 11176 +166 134 506 +6
Mar12 110812 11107 11107 11107 11107 +166 0 13 +0
Jun12 110812 11037 11037 11037 11037 +166      
Total Volume and Open Interest 317,282 93,874 -4,550
S & P 500(CME)
Sep11 110812 1167.50 1186.50 1146.00 1176.80 +8.30 56,208 344,203 +23,642
Dec11 110812 1180.00 1180.80 1162.80 1171.10 +8.30 930 14,825 +861
Mar12 110812 1165.50 1175.20 1156.70 1165.50 +8.30 0 97 +0
Jun12 110812 1160.00 1169.70 1151.20 1160.00 +8.30 3 35 +6
Total Volume and Open Interest 57,141 359,160 +24,509
S & P 500 E-Mini(Globex)
Sep11 110812 1168.25 1186.75 1146.75 1176.75 +8.25 4,925,051 3,446,782 +109,465
Dec11 110812 1170.50 1180.50 1141.25 1171.00 +8.25 9,963 53,178 +4,619
Total Volume and Open Interest 4,935,030 3,500,369 +114,079
NASDAQ 100(CME)
Sep11 110812 2158.00 2192.00 2115.80 2177.50 +19.50 6,710 17,741 +2,422
Dec11 110812 2167.00 2185.00 2155.00 2172.00 +20.00 8 13 +3
Mar12 110812 2168.80 2168.80 2168.80 2168.80 +20.00      
Total Volume and Open Interest 6,718 17,754 +2,425
NASDAQ 100 E-Mini(Globex)
Sep11 110812 2158.00 2192.50 2114.00 2177.50 +19.50 543,270 326,467 +2,594
Dec11 110812 2146.00 2185.80 2110.00 2172.00 +20.00 404 5,741 -145
Total Volume and Open Interest 543,674 332,217 +2,449
S & P Midcap 400(CME)
Sep11 110812 844.70 848.00 830.00 844.70 +9.90 7 4,840 -547
Dec11 110812 841.40 841.50 841.40 841.40 +9.90      
Mar12 110812 839.70 839.80 839.70 839.70 +9.90      
Total Volume and Open Interest 7 4,840 -547
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Sep11 110812 9080 9125 8860 9050 -30 26,077 31,439 +676
Dec11 110812 8935 9050 8935 9020 -30 811 219 +199
Total Volume and Open Interest 26,888 31,658 +875
Nikkei 225(SGX)
Sep11 110812 9085 9095 8920 8960 -15 253,554 237,118 -13,693
Dec11 110812 9025 9025 8885 9020 +80 603 9,032 +326
Mar12 110812 8960 8960 8895 8895 -10 0 10 +0
Total Volume and Open Interest 258,733 260,251 -12,904
CAC 40(EURONEXT)
Aug11 110812 3087.5 3232.5 3012.5 3209.5 +125.0 349,963 458,205 +11,300
Sep11 110812 3098.0 3225.5 3008.0 3205.0 +124.5 4,738 68,219 +651
Oct11 110812 3167.0 3205.0 3167.0 3205.0 +125.0 0 5 +0
Total Volume and Open Interest 354,704 526,469 +11,954
Hang Seng Index(HKFE)
Aug11 110812 19682 19866 19481 19541 +130 132,603 103,173 -6,638
Sep11 110812 19622 19762 19390 19441 +125 2,831 8,239 +252
Total Volume and Open Interest 136,417 115,568 -6,083
DAX(EUREX)
Sep11 110812 5818.5 6067.5 5680.0 5994.5 +182.0 333,244 171,808 +459
Dec11 110812 5843.5 6085.5 5702.5 6012.0 +183.0 1,302 10,588 +511
Mar12 110812 5820.0 6070.5 5736.0 6032.5 +185.5 209 865 +137
Total Volume and Open Interest 334,755 183,261 +1,107
FT-SE 100(EURONEXT)
Sep11 110812 5221.50 5348.50 5083.50 5300.50 +150.00 280,324 623,682 -10,666
Dec11 110812 5212.00 5311.50 5212.00 5275.50 +151.00 43 779 -12
Mar12 110812 5236.50 5236.50 5236.50 5236.50 +152.00 11 174 +11
Total Volume and Open Interest 280,388 624,761 -10,657
SPI 200(SFE)
Sep11 110812 4090.0 4203.0 4010.0 4139.0 +46.0 85,908 340,026 +17,340
Dec11 110812 4050.0 4200.0 4047.0 4147.0 +47.0 78 6,413 +45
Mar12 110812 4127.0 4127.0 4122.0 4122.0 +47.0 98 2,469 +75
Total Volume and Open Interest 86,614 356,084 +17,773
GSCI(CME)
Aug11 110812 648.00 648.00 640.00 640.00 -3.90 1,800 3,106 -1,647
Sep11 110812 648.40 648.40 640.45 640.45 -4.05 1,881 6,882 +1,604
Oct11 110812 642.00 642.00 642.00 642.00 -3.25 2 0 +0
Total Volume and Open Interest 3,683 9,988 -43
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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