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MRCI's End of Day Prices

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MRCI's End of Day Prices

Daily Futures Price Listing Thu August 12, 2010
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Aug10 100812 1049.50 1063.50 1038.00 1057.00 +12.50 794 534 -560
Sep10 100812 1016.00 1037.25 1012.00 1026.00 +9.50 9,059 18,411 -194
Nov10 100812 1015.00 1038.00 1011.50 1028.50 +13.00 60,148 315,225 -2,461
Jan11 100812 1020.00 1044.00 1017.25 1035.00 +13.50 11,626 74,728 +1,936
Mar11 100812 1024.00 1046.00 1020.00 1036.75 +12.50 3,588 24,163 +732
May11 100812 1024.50 1045.00 1021.25 1035.00 +11.50 2,268 28,759 +161
Jul11 100812 1029.00 1050.50 1024.00 1041.00 +11.50 1,775 21,477 +305
Aug11 100812 1041.50 1041.50 1024.25 1035.75 +11.50 11 140 +4
Sep11 100812 1020.00 1022.25 1010.75 1022.25 +11.50 41 89 -2
Nov11 100812 1004.00 1023.00 1001.75 1013.00 +8.50 1,298 23,592 +222
Jan12 100812 1005.00 1020.00 1005.00 1016.00 +8.50 36 210 +50
Mar12 100812 1016.00 1016.00 1007.50 1016.00 +8.50 0 74 +0
May12 100812 1016.00 1016.00 1007.50 1016.00 +8.50 1 80 +0
Jul12 100812 1021.00 1021.00 1012.50 1021.00 +8.50 0 65 +0
Total Volume and Open Interest 90,653 508,968 +199
Soybean Meal(CBOT)
Aug10 100812 312.00 318.90 309.10 315.40 +4.90 986 542 -727
Sep10 100812 294.50 302.20 293.90 301.40 +6.90 13,518 31,816 -943
Oct10 100812 288.00 296.30 287.50 296.20 +8.10 5,721 20,177 +117
Dec10 100812 287.90 296.60 287.30 296.20 +8.30 21,557 106,389 -529
Jan11 100812 286.90 295.10 286.10 294.50 +8.10 1,627 8,128 +258
Mar11 100812 286.50 294.60 285.90 293.80 +7.60 703 8,825 +162
May11 100812 284.70 292.40 284.50 292.20 +7.30 692 8,969 +84
Jul11 100812 286.00 294.10 285.30 292.90 +7.40 469 6,258 +2
Aug11 100812 290.40 290.70 283.50 290.70 +7.20 127 1,164 +24
Sep11 100812 287.20 287.20 280.00 287.20 +7.20 32 754 +0
Total Volume and Open Interest 45,500 195,934 -1,543
Soybean Oil(CBOT)
Aug10 100812 41.47 41.60 41.09 41.09 -0.54 1,108 790 -377
Sep10 100812 41.66 41.85 41.13 41.21 -0.56 18,085 56,512 -3,205
Oct10 100812 41.77 42.01 41.32 41.39 -0.56 9,021 26,128 +2,046
Dec10 100812 42.22 42.46 41.76 41.83 -0.55 43,368 176,894 -1,111
Jan11 100812 42.49 42.69 42.05 42.11 -0.54 3,319 17,263 +985
Mar11 100812 42.75 42.94 42.25 42.31 -0.54 1,209 10,580 +352
May11 100812 42.90 43.07 42.40 42.48 -0.54 827 7,701 +17
Jul11 100812 43.11 43.28 42.67 42.71 -0.51 578 6,907 +148
Aug11 100812 42.86 43.28 42.79 42.79 -0.49 83 358 +74
Sep11 100812 42.87 43.34 42.87 42.87 -0.47 0 235 +0
Total Volume and Open Interest 77,749 307,407 -1,067
Canola(WCE)
Nov10 100812 456.5 459.3 455.0 456.1 -1.3 15,356 127,057 -3,487
Jan11 100812 458.0 461.8 457.8 458.6 -1.0 2,988 11,594 +117
Mar11 100812 460.8 462.0 458.4 458.5 -1.5 773 6,204 -51
May11 100812 459.5 461.7 457.6 457.6 -1.7 1,020 1,739 -194
Jul11 100812 456.0 458.7 454.9 454.9 -1.6 783 2,715 -162
Total Volume and Open Interest 20,939 150,915 -3,777
Corn(CBOT)
Sep10 100812 394.75 414.00 394.75 406.25 +10.75 115,740 233,263 -29,781
Dec10 100812 410.00 429.50 410.00 421.75 +10.75 178,753 688,823 +22,627
Mar11 100812 423.25 442.50 423.00 434.75 +10.50 30,225 131,836 +2,985
May11 100812 431.25 449.50 430.50 442.00 +10.00 5,772 26,817 -485
Jul11 100812 437.25 456.00 437.00 448.25 +10.00 17,582 73,531 +1,225
Sep11 100812 433.00 449.00 433.00 441.75 +8.25 1,580 9,734 +332
Dec11 100812 430.00 445.00 429.50 437.75 +6.75 13,709 109,902 +1,406
Mar12 100812 441.00 454.00 441.00 447.75 +6.00 436 6,570 +74
May12 100812 455.00 460.00 448.25 454.25 +6.00 178 1,146 +9
Jul12 100812 457.00 465.00 453.25 459.25 +6.00 203 3,447 +53
Total Volume and Open Interest 364,598 1,295,385 -1,225
Wheat(CBOT)
Sep10 100812 695.00 734.50 689.00 713.00 +18.25 90,223 107,475 -14,021
Dec10 100812 724.75 765.00 718.50 743.75 +18.75 81,875 217,296 +10,319
Mar11 100812 738.50 774.00 734.75 756.25 +17.50 14,617 58,004 +1,036
May11 100812 720.00 760.75 720.00 747.00 +26.75 5,593 17,487 -2,483
Jul11 100812 688.00 727.25 688.00 714.50 +26.50 11,149 64,639 -2,726
Sep11 100812 702.00 730.00 692.50 721.50 +27.25 549 6,264 +84
Total Volume and Open Interest 207,105 501,803 -8,000
Wheat(KCBT)
Sep10 100812 708.25 750.00 705.00 725.00 +15.00 15,834 36,004 -3,146
Dec10 100812 721.00 765.00 720.00 740.00 +15.50 14,570 90,124 +1,725
Mar11 100812 732.25 772.25 729.50 747.75 +13.25 3,163 41,526 +298
May11 100812 732.25 753.75 726.25 736.25 +15.75 201 6,421 +9
Jul11 100812 691.25 727.00 690.00 708.00 +16.50 1,680 27,303 -431
Sep11 100812 689.00 716.00 689.00 702.00 +12.50 154 1,965 +29
Total Volume and Open Interest 35,689 207,508 -1,497
Wheat(MGE)
Sep10 100812 698.75 738.00 698.00 717.75 +19.00 3,266 12,320 -87
Dec10 100812 713.25 751.75 712.00 731.75 +18.75 2,205 21,362 +256
Mar11 100812 723.00 761.75 721.00 742.25 +19.00 1,093 10,824 +499
May11 100812 725.50 754.00 725.25 739.00 +16.00 113 2,016 +4
Jul11 100812 710.00 749.00 710.00 727.25 +9.25 287 6,321 -83
Total Volume and Open Interest 7,276 58,671 +668
Oats(CBOT)
Sep10 100812 270.00 276.50 268.25 272.00 +2.75 152 2,050 -9
Dec10 100812 281.00 289.50 281.00 285.00 +3.00 643 8,590 +171
Mar11 100812 290.25 297.00 290.25 293.50 +3.25 10 288 +0
May11 100812 305.00 305.00 297.25 300.00 +2.75 0 13 +0
Total Volume and Open Interest 805 10,941 +162
Rough Rice(CBOT)
Sep10 100812 10.45 10.84 10.36 10.79 +0.35 352 5,658 -185
Nov10 100812 10.72 11.10 10.61 11.06 +0.34 507 9,138 -70
Jan11 100812 10.95 11.36 10.95 11.31 +0.34 20 1,061 +15
Mar11 100812 11.26 11.57 11.24 11.57 +0.33 2 803 +0
Total Volume and Open Interest 906 18,294 -229
Live Cattle(CME)
Aug10 100812 93.750 94.635 93.750 94.200 +0.250 5,912 14,911 -2,285
Oct10 100812 95.385 96.230 95.000 95.300 -0.050 21,270 166,714 -1,323
Dec10 100812 97.250 98.150 97.100 97.500 +0.115 6,512 73,466 -1,760
Feb11 100812 98.680 99.600 98.635 99.150 +0.170 5,773 38,433 +1,145
Apr11 100812 99.900 100.830 99.900 100.285 -0.045 2,189 25,531 +557
Jun11 100812 96.785 97.500 96.750 97.350 +0.420 448 11,175 +197
Total Volume and Open Interest 42,315 335,266 -3,296
Feeder Cattle(CME)
Aug10 100812 112.550 112.635 111.650 111.980 -0.570 1,087 5,060 -486
Sep10 100812 112.600 112.700 111.635 111.730 -0.820 2,631 9,191 -573
Oct10 100812 113.080 113.200 112.000 112.285 -0.945 3,177 11,804 +325
Nov10 100812 113.450 113.500 112.400 112.635 -1.045 733 4,228 -1
Jan11 100812 112.785 112.900 112.100 112.250 -0.680 218 1,821 -26
Mar11 100812 112.250 112.250 111.500 111.800 -0.800 112 713 +82
Apr11 100812 112.500 112.500 111.550 112.250 -0.150 0 63 +0
Total Volume and Open Interest 7,961 33,020 -677
Lean Hogs(CME)
Aug10 100812 81.680 82.300 81.150 82.200 +0.750 2,253 5,617 -1,272
Oct10 100812 74.285 75.150 73.700 74.635 +0.985 13,468 93,911 -1,613
Dec10 100812 72.300 73.500 72.135 73.100 +1.065 5,015 52,615 -66
Feb11 100812 74.750 76.100 74.600 75.930 +1.180 2,415 23,436 +150
Apr11 100812 75.975 77.000 75.850 76.950 +0.975 1,164 18,231 -83
May11 100812 79.650 80.150 78.900 80.150 +0.950 27 716 +11
Jun11 100812 81.700 83.100 81.700 83.080 +1.100 210 11,200 +47
Jul11 100812 80.350 81.500 80.200 81.500 +1.000 20 2,419 +12
Total Volume and Open Interest 24,587 209,834 -2,805
Class III Milk(CME)
Aug10 100812 15.06 15.09 15.06 15.08 +0.01 114 4,594 -15
Sep10 100812 15.55 15.63 15.47 15.54 -0.01 224 4,665 -41
Oct10 100812 15.17 15.25 15.14 15.17 +0.01 140 4,112 +30
Nov10 100812 14.90 14.93 14.87 14.88 +0.01 20 3,833 -3
Dec10 100812 14.70 14.74 14.70 14.74 +0.02 18 3,927 -1
Total Volume and Open Interest 692 25,438 +48
Cocoa(ICE)
Sep10 100812 2861 2899 2838 2876 +22 8,845 16,065 -5,427
Dec10 100812 2864 2925 2864 2904 +23 13,929 58,248 +4,178
Mar11 100812 2900 2951 2895 2926 +18 2,448 22,986 -3
May11 100812 2923 2961 2923 2948 +19 511 8,089 +95
Jul11 100812 2944 2991 2944 2967 +19 473 4,479 -51
Sep11 100812 2971 2989 2955 2978 +19 170 1,879 -24
Dec11 100812 2984 2991 2984 2991 +18 55 3,697 -47
Total Volume and Open Interest 26,433 120,046 -1,281
Coffee "C"(ICE)
Sep10 100812 170.85 177.75 169.90 175.55 +4.95 12,994 46,439 -6,094
Dec10 100812 172.20 179.50 171.80 177.55 +5.20 12,837 75,293 +4,452
Mar11 100812 172.00 179.05 172.00 176.70 +4.55 2,525 27,804 +923
May11 100812 171.75 178.00 171.30 175.40 +4.05 164 6,981 -4
Jul11 100812 172.00 177.00 171.30 174.50 +3.85 72 3,338 +18
Sep11 100812 172.40 176.25 170.55 173.70 +3.75 60 1,626 +6
Total Volume and Open Interest 28,657 162,037 -694
Orange Juice(ICE)
Sep10 100812 138.05 139.20 136.00 138.50 +0.45 3,103 14,687 -1,729
Nov10 100812 139.95 140.80 137.95 140.45 +0.50 1,172 9,931 +830
Jan11 100812 141.40 142.30 140.00 142.25 +0.85 426 2,215 +200
Mar11 100812 141.50 143.90 141.50 143.70 +0.95 18 300 +2
May11 100812 142.60 144.45 142.00 144.45 +1.10 15 213 -3
Jul11 100812 143.00 144.00 142.75 144.00 +0.05 88 1,198 +0
Total Volume and Open Interest 4,822 28,550 -700
Sugar #11(ICE)
Oct10 100812 18.21 19.06 18.21 18.97 +0.71 30,027 244,795 -4,900
Mar11 100812 17.88 18.50 17.88 18.34 +0.42 16,472 147,972 +1,353
May11 100812 17.29 17.62 17.21 17.44 +0.28 3,159 44,635 +637
Jul11 100812 16.56 16.97 16.56 16.72 +0.17 1,817 75,586 +62
Oct11 100812 16.35 16.72 16.35 16.47 +0.06 624 32,091 +28
Total Volume and Open Interest 52,480 609,706 -2,883
London Cocoa(LCE)
Sep10 100812 2103 2142 2093 2127 +21 3,416 60,192 +110
Dec10 100812 2022 2073 2020 2050 +21 4,286 40,969 -359
Mar11 100812 2039 2081 2030 2061 +22 3,172 39,690 +1,057
May11 100812 2075 2090 2062 2075 +23 1,301 15,235 +142
Jul11 100812 2053 2097 2047 2082 +25 527 5,277 +337
Sep11 100812 2060 2101 2054 2088 +28 370 3,237 +203
Dec11 100812 2073 2089 2073 2089 +23 636 6,661 +485
Total Volume and Open Interest 13,708 175,699 +1,975
London Sugar(LCE)
Oct10 100812 535.10 550.00 533.90 549.60 +17.00 1,676 38,223 -520
Dec10 100812 495.20 507.50 494.70 507.10 +12.60 736 17,075 +207
Mar11 100812 494.40 501.20 489.20 499.90 +9.90 263 8,846 +0
May11 100812 481.60 486.60 480.10 485.20 +6.90 88 4,254 +6
Aug11 100812 468.00 473.10 467.70 469.40 +4.10 108 2,996 +30
Total Volume and Open Interest 2,889 72,061 -259
Cotton(ICE)
Oct10 100812 84.21 86.90 84.21 86.75 +2.53 20 875 +9
Dec10 100812 80.95 83.90 79.69 83.55 +2.65 6,537 131,106 +264
Mar11 100812 79.80 82.21 78.89 81.77 +1.88 1,991 46,410 +942
May11 100812 79.20 82.10 79.20 81.77 +1.73 33 2,899 +0
Jul11 100812 80.42 82.00 80.28 81.97 +1.69 110 9,492 +90
Oct11 100812 78.18 78.18 78.18 78.18 +1.70 0 10 +0
Total Volume and Open Interest 8,740 193,543 +1,362
Lumber(CME)
Sep10 100812 197.7 199.9 195.5 199.9 +1.5 443 4,177 -146
Nov10 100812 201.4 202.8 198.9 202.6 +1.6 578 5,359 -77
Jan11 100812 221.9 223.0 219.5 221.6 -1.8 188 320 +48
Mar11 100812 234.4 234.4 234.4 234.4 unch 5 20 +5
Total Volume and Open Interest 1,214 9,879 -170
Crude Oil(NYM)
Sep10 100812 77.31 77.97 75.52 75.74 -2.28 416,889 184,716 -43,413
Oct10 100812 77.76 78.43 75.90 76.15 -2.34 174,839 208,009 +38,339
Nov10 100812 78.43 79.05 76.47 76.73 -2.40 65,384 128,905 +9,668
Dec10 100812 79.10 79.69 77.02 77.31 -2.47 71,974 190,436 -3,559
Jan11 100812 79.47 79.98 77.73 77.86 -2.50 14,090 46,828 +2,245
Feb11 100812 80.33 80.65 78.13 78.34 -2.53 5,445 28,064 -45
Mar11 100812 80.82 80.82 78.60 78.76 -2.54 6,593 24,894 -583
Apr11 100812 80.96 80.96 79.17 79.17 -2.56 4,706 13,998 +1,154
May11 100812 80.20 80.85 79.57 79.57 -2.55 3,760 10,107 +405
Jun11 100812 81.96 81.98 79.70 79.95 -2.55 10,260 50,853 +143
Jul11 100812 80.31 80.31 80.30 80.30 -2.56 1,885 25,174 -96
Aug11 100812 82.67 82.67 80.56 80.56 -2.55 1,174 7,765 -2
Sep11 100812 81.67 81.67 80.80 80.80 -2.52 907 9,072 +329
Oct11 100812 81.02 81.02 81.02 81.02 -2.51 864 5,863 +501
Nov11 100812 81.27 81.27 81.27 81.27 -2.49 869 10,745 +440
Dec11 100812 83.00 83.32 81.16 81.53 -2.48 19,097 115,507 +1,592
Total Volume and Open Interest 809,661 1,283,746 +9,141
e-miNY Crude Oil(NYM)
Aug10 100719 75.625 77.675 75.525 76.550 +0.550 7,852 2,160 -393
Sep10 100812 77.325 77.950 75.525 75.750 -2.275 10,883 5,537 +122
Oct10 100812 77.775 78.425 75.975 76.150 -2.350 795 1,155 -7
Nov10 100812 78.550 78.700 76.650 76.725 -2.400 107 307 -2
Dec10 100812 79.100 79.500 77.125 77.300 -2.475 43 182 -3
Jan11 100812 77.850 77.850 77.850 77.850 -2.500 1 8 +1
Feb11 100812 78.350 78.350 78.350 78.350 -2.525      
Mar11 100812 79.800 79.800 78.750 78.750 -2.550 0 1 +0
Apr11 100812 79.175 79.175 79.175 79.175 -2.550 1 1 +0
May11 100812 79.575 79.575 79.575 79.575 -2.550      
Total Volume and Open Interest 11,830 7,243 +111
Heating Oil(NYM)
Sep10 100812 205.88 207.17 199.75 200.15 -7.37 57,887 60,975 -3,390
Oct10 100812 209.20 210.25 202.90 203.26 -7.44 24,301 53,096 +2,642
Nov10 100812 212.00 212.25 205.88 206.24 -7.36 11,913 40,280 +1,393
Dec10 100812 214.90 215.72 208.70 209.11 -7.23 11,275 40,134 -831
Jan11 100812 218.37 218.37 211.54 211.80 -7.24 3,389 26,368 +370
Feb11 100812 215.59 216.80 213.26 213.62 -7.32 867 12,195 -2
Mar11 100812 216.81 218.44 214.18 214.41 -7.37 856 10,604 -173
Apr11 100812 216.40 217.23 214.32 214.32 -7.26 276 6,462 +51
May11 100812 216.66 217.35 214.39 214.40 -7.23 579 7,085 +194
Jun11 100812 219.60 219.60 214.35 214.71 -7.31 2,750 20,865 -381
Jul11 100812 218.85 218.86 215.94 215.94 -7.28 145 2,391 +22
Aug11 100812 220.36 220.47 217.41 217.41 -7.26 220 2,402 +146
Total Volume and Open Interest 116,665 302,389 +639
Gasoline(NYMEX)
Sep10 100812 198.25 199.60 194.90 195.48 -4.28 83,332 60,522 -9,560
Oct10 100812 194.36 194.96 189.22 189.75 -5.73 62,683 66,006 +4,880
Nov10 100812 194.88 195.41 189.64 190.10 -5.86 28,027 46,859 +1,243
Dec10 100812 196.07 196.86 190.83 191.36 -6.02 20,233 22,344 -523
Jan11 100812 195.76 197.04 193.23 193.64 -6.10 4,075 13,165 +426
Feb11 100812 198.15 198.50 195.47 195.88 -6.25 1,131 4,929 -11
Mar11 100812 200.41 201.25 197.78 198.13 -6.35 1,913 4,266 +137
Apr11 100812 210.48 210.48 210.48 210.48 -6.45 2,014 6,983 +228
May11 100812 211.38 211.38 211.38 211.38 -6.51 838 4,019 +138
Jun11 100812 217.00 217.00 211.98 212.21 -6.53 1,302 4,592 +71
Total Volume and Open Interest 206,329 241,907 -2,620
e-miNY RBOB Gasoline(NYM)
Sep10 100812 195.50 195.50 195.48 195.50 -4.30 0 2 +0
Oct10 100812 189.80 189.80 189.75 189.80 -5.70 0 1 +0
Nov10 100812 190.10 190.10 190.10 190.10 -5.90 0 1 +0
Dec10 100812 191.40 191.40 191.36 191.40 -6.00 0 1 +0
Total Volume and Open Interest 0 10 +0
Natural Gas(NYM)
Sep10 100812 4.317 4.363 4.264 4.296 -0.030 130,794 126,703 -14,536
Oct10 100812 4.329 4.374 4.283 4.315 -0.016 86,708 156,941 +3,283
Nov10 100812 4.550 4.604 4.535 4.573 +0.027 62,395 112,378 +9,513
Dec10 100812 4.767 4.851 4.767 4.848 +0.071 21,233 50,563 +84
Jan11 100812 4.906 4.977 4.906 4.973 +0.067 23,944 81,211 +2,592
Feb11 100812 4.918 4.957 4.902 4.957 +0.068 4,531 18,918 +107
Mar11 100812 4.824 4.876 4.815 4.875 +0.064 8,286 56,250 +744
Apr11 100812 4.695 4.743 4.686 4.743 +0.067 7,871 47,674 -885
May11 100812 4.712 4.768 4.712 4.764 +0.066 1,507 23,436 +29
Jun11 100812 4.782 4.815 4.763 4.815 +0.062 922 8,878 +95
Jul11 100812 4.830 4.873 4.814 4.873 +0.058 681 6,497 +33
Aug11 100812 4.871 4.922 4.863 4.922 +0.055 590 8,506 +135
Sep11 100812 4.902 4.944 4.889 4.944 +0.053 421 6,260 +9
Oct11 100812 4.975 5.021 4.955 5.021 +0.052 1,463 21,134 -48
Nov11 100812 5.185 5.247 5.185 5.247 +0.052 431 6,385 +163
Dec11 100812 5.455 5.516 5.455 5.516 +0.053 351 14,636 +66
Total Volume and Open Interest 353,744 844,028 +1,990
Brent Crude Oil(ICE)
Sep10 100812 77.10 77.56 75.25 75.52 -2.12 138,507 96,938 -13,914
Oct10 100812 77.56 78.00 75.63 75.90 -2.19 103,489 183,871 -7,471
Nov10 100812 78.26 78.62 76.19 76.47 -2.25 38,790 101,610 +5,489
Dec10 100812 78.76 79.24 76.76 77.04 -2.32 39,775 125,996 +800
Jan11 100812 79.06 79.18 77.59 77.59 -2.37 7,584 30,858 +422
Feb11 100812 79.65 79.71 78.12 78.12 -2.39 3,803 21,613 -38
Mar11 100812 80.25 80.25 78.63 78.63 -2.40 2,777 15,844 -225
Apr11 100812 80.88 80.88 79.12 79.12 -2.42 2,355 11,091 -120
May11 100812 81.33 81.33 79.57 79.57 -2.43 1,184 16,604 +146
Jun11 100812 81.80 81.80 80.00 80.00 -2.44 6,533 24,288 +441
Jul11 100812 80.43 80.43 80.40 80.40 -2.45 205 8,196 +5
Aug11 100812 80.74 80.74 80.74 80.74 -2.46 173 4,155 +21
Sep11 100812 81.04 81.04 81.04 81.04 -2.46 116 4,485 -19
Oct11 100812 81.31 81.31 81.31 81.31 -2.46 122 3,248 +57
Total Volume and Open Interest 357,335 779,051 -15,087
Gas Oil(ICE)
Sep10 100812 656.25 659.25 637.75 648.00 -11.00 89,393 118,439 +6,642
Oct10 100812 661.00 665.25 643.25 653.75 -11.25 40,445 103,555 +7,207
Nov10 100812 667.25 669.25 648.00 658.25 -11.25 12,667 52,570 +899
Dec10 100812 670.25 673.75 652.00 662.50 -11.50 25,677 92,112 -2,200
Jan11 100812 678.50 678.50 657.50 667.50 -11.50 5,368 39,725 -293
Feb11 100812 678.00 678.00 662.50 672.25 -11.50 3,369 25,475 +204
Mar11 100812 672.75 676.25 666.50 676.25 -11.75 1,156 16,170 +120
Apr11 100812 675.75 679.50 675.75 679.50 -11.75 435 15,217 +63
May11 100812 679.00 682.75 679.00 682.75 -11.75 215 15,220 +12
Jun11 100812 683.75 686.50 675.25 685.75 -12.00 2,616 41,899 +80
Total Volume and Open Interest 215,676 630,848 -4,442
Ethanol(CBOT)
Aug10 100804 1.745 1.745 1.745 1.745 +0.006 19 63 -82
Sep10 100812 1.727 1.750 1.727 1.748 +0.027 209 589 -82
Oct10 100812 1.712 1.725 1.709 1.717 +0.026 118 1,204 +15
Nov10 100812 1.707 1.711 1.696 1.710 +0.029 26 1,143 +7
Dec10 100812 1.708 1.716 1.706 1.709 +0.028 11 2,071 +10
Jan11 100812 1.710 1.715 1.700 1.710 +0.028 111 1,351 -10
Feb11 100812 1.720 1.723 1.720 1.722 +0.023 5 782 +5
Mar11 100812 1.733 1.733 1.733 1.733 +0.024 10 549 +5
Total Volume and Open Interest 1,035 11,075 -267
WTI Crude Oil(ICE)
Sep10 100812 77.51 77.97 75.52 75.74 -2.28 90,614 64,457 -6,413
Oct10 100812 78.10 78.42 75.91 76.15 -2.34 45,634 86,336 +4,985
Nov10 100812 78.61 78.92 76.47 76.73 -2.40 16,359 41,672 +2,071
Dec10 100812 79.07 79.64 77.01 77.31 -2.47 23,203 87,223 +861
Jan11 100812 79.60 79.60 77.69 77.86 -2.50 3,967 17,933 -218
Feb11 100812 79.83 79.83 78.32 78.34 -2.53 1,531 10,951 -284
Mar11 100812 80.26 80.52 78.76 78.76 -2.54 1,905 8,609 -150
Apr11 100812 80.93 80.93 79.17 79.17 -2.56 1,577 4,941 +413
May11 100812 81.33 81.33 79.57 79.57 -2.55 972 4,587 +261
Jun11 100812 81.69 81.70 79.69 79.95 -2.55 4,112 24,236 +356
Jul11 100812 80.30 80.30 80.30 80.30 -2.56 323 10,528 +47
Aug11 100812 80.56 80.56 80.56 80.56 -2.55 182 2,629 +48
Sep11 100812 80.80 80.80 80.80 80.80 -2.52 67 3,077 +53
Oct11 100812 81.02 81.02 81.02 81.02 -2.51 36 2,413 +0
Nov11 100812 81.27 81.27 81.27 81.27 -2.49 79 6,694 +23
Dec11 100812 83.33 83.33 81.13 81.53 -2.48 4,981 50,563 +46
Total Volume and Open Interest 197,085 492,623 +2,374
US Dollar Index(ICE)
Sep10 100812 82.590 82.935 82.235 82.768 +0.340 31,466 30,946 +2,836
Dec10 100812 82.760 83.260 82.600 83.107 +0.345 118 721 +48
Mar11 100812 83.467 83.467 83.467 83.467 +0.345      
Total Volume and Open Interest 31,584 31,668 +2,884
Australian Dollar(CME)
Sep10 100812 89.12 89.81 88.83 89.08 -0.39 117,926 112,521 -263
Dec10 100812 88.32 88.77 87.88 88.12 -0.37 372 1,204 +95
Mar11 100812 87.00 87.51 87.00 87.16 -0.35      
Total Volume and Open Interest 118,298 113,881 -168
British Pound(CME)
Sep10 100812 156.43 157.11 155.59 155.64 -1.05 158,309 136,897 -4,503
Dec10 100812 156.27 157.00 155.53 155.56 -1.04 1,776 1,220 +406
Mar11 100812 156.98 156.98 155.49 155.49 -1.02 6 12 +0
Total Volume and Open Interest 160,091 138,130 -4,097
Canadian Dollar(CME)
Sep10 100812 95.50 95.91 95.22 95.71 +0.22 107,244 95,973 -3,992
Dec10 100812 95.30 95.75 95.12 95.55 +0.23 1,102 4,992 +355
Mar11 100812 95.00 95.57 94.96 95.35 +0.24 63 614 +33
Jun11 100812 95.03 95.16 94.91 95.16 +0.25 10 336 +8
Total Volume and Open Interest 108,419 101,947 -3,596
Japanese Yen(CME)
Sep10 100812 117.31 117.76 116.32 116.46 -0.90 140,514 136,895 +938
Dec10 100812 117.40 117.79 116.46 116.58 -0.88 530 1,071 +125
Mar11 100812 116.72 117.59 116.72 116.72 -0.87 0 46 +0
Total Volume and Open Interest 141,044 138,062 +1,063
Swiss Franc(CME)
Sep10 100812 94.31 95.61 94.24 95.16 +0.61 35,093 51,701 -612
Dec10 100812 94.42 95.57 94.35 95.27 +0.63 77 265 +22
Mar11 100812 95.60 95.60 94.75 95.38 +0.63 0 9 +0
Total Volume and Open Interest 35,170 51,976 -590
EuroFX(CME)
Sep10 100812 128.46 129.32 127.79 128.22 -0.56 421,976 238,606 +8,232
Dec10 100812 128.37 129.25 127.84 128.17 -0.54 2,233 3,660 +14
Mar11 100812 128.13 128.64 128.13 128.13 -0.51 20 252 +2
Total Volume and Open Interest 424,229 242,524 +8,248
Mexican Peso(CME)
Aug10 100812 785.5 785.5 784.2 785.5 +1.2      
Sep10 100812 780.5 785.0 777.8 782.8 +1.2 30,339 106,264 -3,457
Total Volume and Open Interest 30,750 106,673 -3,608
Brazilian Real(CME)
Sep10 100812 563.10 563.10 561.35 561.35 -1.15 44 2,474 -18
Oct10 100812 557.30 558.50 557.30 557.30 -1.20      
Nov10 100812 553.85 555.00 553.85 553.85 -1.15 0 1 +0
Dec10 100812 554.00 554.00 550.10 550.10 -1.30 0 10 +0
Total Volume and Open Interest 44 2,492 -18
30-Year T-Bonds(CBOT)
Sep10 100812 131~130 131~220 130~290 131~070 -0~050 338,749 720,847 -1,794
Dec10 100812 130~000 130~090 129~200 129~260 -0~050 2,818 7,790 +882
Mar11 100812 128~310 128~310 128~170 128~170 -0~050 0 32 +0
Total Volume and Open Interest 341,567 728,669 -912
10-Year T-Notes(CBOT)
Sep10 100812 125~185 125~235 125~060 125~110 -0~085 1,362,924 1,947,588 +11,578
Dec10 100812 124~240 124~280 124~130 124~155 -0~095 15,607 53,265 +6,370
Mar11 100812 123~160 123~250 123~160 123~160 -0~090 0 64 +0
Total Volume and Open Interest 1,378,531 2,000,951 +17,948
5-Year T-Notes(CBOT)
Sep10 100812 120~072 120~077 120~033 120~046 -0~026 609,657 1,092,092 +26,720
Dec10 100812 119~085 119~096 119~060 119~069 -0~027 9,174 12,400 +3,953
Mar11 100812 118~075 118~102 118~075 118~075 -0~027      
Total Volume and Open Interest 618,831 1,104,492 +30,673
2 Year T-Notes(CBOT)
Sep10 100812 109~080 109~082 109~068 109~071 -0~009 231,176 818,881 -5,092
Dec10 100812 109~056 109~060 109~050 109~050 -0~008 1,099 6,843 +869
Mar11 100812 109~029 109~036 109~029 109~029 -0~007      
Total Volume and Open Interest 232,275 825,724 -4,223
Eurodollars(CME)
Sep10 100812 99.640 99.640 99.575 99.610 -0.030 184,163 884,678 -5,747
Dec10 100812 99.585 99.590 99.500 99.545 -0.045 196,559 1,140,467 +3,729
Mar11 100812 99.520 99.525 99.440 99.475 -0.050 157,044 1,023,764 +9,292
Jun11 100812 99.415 99.430 99.340 99.370 -0.055 182,361 937,144 -3,001
Sep11 100812 99.295 99.295 99.215 99.235 -0.060 233,311 999,563 -16,254
Dec11 100812 99.105 99.120 99.040 99.055 -0.060 189,346 699,416 +4,010
Mar12 100812 98.935 98.950 98.865 98.880 -0.065 159,156 499,423 +2,359
Jun12 100812 98.755 98.775 98.680 98.700 -0.065 133,536 381,643 +2,871
Sep12 100812 98.580 98.610 98.500 98.525 -0.070 105,747 266,215 -4,382
Dec12 100812 98.395 98.425 98.310 98.335 -0.070 77,366 182,763 +970
Mar13 100812 98.245 98.265 98.140 98.170 -0.070 72,753 221,153 -1,303
Jun13 100812 98.070 98.080 97.955 97.990 -0.070 62,586 139,130 -977
Sep13 100812 97.895 97.905 97.780 97.815 -0.065 27,044 99,951 -3,624
Dec13 100812 97.710 97.725 97.600 97.635 -0.065 25,750 79,794 +1,923
Mar14 100812 97.555 97.565 97.450 97.480 -0.065 22,534 61,505 +1,185
Jun14 100812 97.380 97.390 97.280 97.315 -0.060 28,888 57,188 -1,735
Sep14 100812 97.220 97.230 97.110 97.150 -0.055 14,934 39,718 +1,502
Dec14 100812 97.045 97.045 96.935 96.970 -0.050 15,645 52,283 +1,680
Total Volume and Open Interest 1,930,478 7,938,934 -3,030
30 Day Federal Funds(CBOT)
Aug10 100812 99.820 99.823 99.817 99.820 unch 3,569 73,420 +44
Sep10 100812 99.825 99.830 99.825 99.825 unch 5,856 59,023 -1,251
Oct10 100812 99.830 99.840 99.830 99.830 unch 3,710 65,248 -815
Nov10 100812 99.830 99.835 99.825 99.830 unch 3,885 74,379 -1,717
Dec10 100812 99.830 99.835 99.825 99.830 unch 3,027 66,845 -145
Jan11 100812 99.830 99.840 99.820 99.830 unch 1,722 56,622 -267
Total Volume and Open Interest 35,817 592,013 -1,688
30 Day Fed Funds(e-CBOT)
Aug10 090519 98.995 98.995 98.995 98.995 unch 0 1,623  
Sep10 090519 98.885 98.900 98.880 98.885 unch 50 2,134  
Oct10 090519 98.820 98.820 98.810 98.820 unch 0 454  
Nov10 090519 98.660 98.660 98.660 98.660 unch 0 1,342  
Dec10 090519 98.590 98.590 98.565 98.565 unch 0 330  
Jan11 090519 98.500 98.500 98.475 98.475 unch 0 1,177  
Total Volume and Open Interest 22,142 354,023  
3-Mth Euro-Yen(CME)
Sep10 100812 99.645 99.645 99.645 99.645 -0.003 0 990 +0
Dec10 100812 99.683 99.683 99.683 99.683 -0.002 0 542 +0
Mar11 100812 99.698 99.698 99.698 99.698 -0.002 0 367 +0
Jun11 100812 99.698 99.698 99.698 99.698 -0.002      
Sep11 100812 99.690 99.690 99.690 99.690 unch      
Dec11 100812 99.695 99.695 99.695 99.695 unch      
Mar12 100812 99.660 99.660 99.660 99.660 unch      
Jun12 100812 99.710 99.710 99.710 99.710 unch      
Sep12 100812 99.770 99.770 99.770 99.770 unch      
Dec12 100812 99.465 99.465 99.465 99.465 unch      
Total Volume and Open Interest 0 1,899 +0
3-Mth Euro-Yen(SGX)
Sep10 100812 99.64 99.64 99.64 99.64 0.00 400 3,593 +139
Dec10 100812 99.68 99.68 99.68 99.68 0.00 300 1,809 +300
Mar11 100812 99.69 99.70 99.69 99.70 0.00 0 2,043 +0
Jun11 100812 99.70 99.70 99.70 99.70 0.00 50 2,617 +0
Sep11 100812 99.69 99.69 99.69 99.69 unch 0 108 +0
Dec11 100812 99.69 99.69 99.69 99.69 unch 0 106 +0
Mar12 100812 99.66 99.66 99.66 99.66 unch 0 305 +0
Jun12 100812 99.71 99.71 99.71 99.71 unch 0 754 +0
Total Volume and Open Interest 750 11,647 +439
Japanese Gov't Bonds(SGX)
Sep10 100812 142.22 142.42 142.14 142.27 +0.06 1,942 20,951 +60
Dec10 100812 142.09 142.09 141.85 142.00 +0.03 1 132 +1
Mar11 100812 139.91 139.91 139.91 139.91 +0.03      
Total Volume and Open Interest 1,943 21,083 +61
Euro-Bund(EUREX)
Sep10 100812 130.98 131.40 130.90 131.22 +0.08 803,888 946,314 +16,454
Dec10 100812 129.58 129.90 129.53 129.76 +0.05 1,707 12,750 +616
Mar11 100812 129.72 129.72 129.72 129.72 +0.10 0 12 +0
Total Volume and Open Interest 805,595 959,076 +17,070
Euro-Bobl(EUREX)
Sep10 100812 121.49 121.71 121.45 121.63 +0.02 442,394 765,902 -1,177
Dec10 100812 120.23 120.42 120.21 120.37 +0.02 2,806 33,351 +1,738
Mar11 100812 119.63 119.63 119.63 119.63 +0.02      
Total Volume and Open Interest 445,200 799,253 +561
3-Mth Euribor(EUREX)
Sep10 100812 99.085 99.095 99.080 99.080 +0.010 24 3,520 +1
Dec10 100812 99.040 99.065 99.020 99.045 +0.025 540 2,651 +494
Mar11 100812 98.995 99.030 98.995 99.010 +0.025 8 1,226 -5
Total Volume and Open Interest 580 11,710 +493
Long Gilt(LIFFE)
Sep10 100812 123~10 123~26 123~08 123~23 +0~08 111,625 291,584 +605
Dec10 100812 122~06 122~12 122~06 122~11 +0~08 56 54 +30
Total Volume and Open Interest 111,681 291,638 +635
3-Mth Short Sterling(LIFFE)
Sep10 100812 99.26 99.29 99.26 99.27 +0.01 59,562 350,195 +15,558
Dec10 100812 99.21 99.25 99.20 99.22 unch 113,021 417,000 -22,797
Mar11 100812 99.15 99.19 99.13 99.16 +0.01 122,331 288,388 -29,602
Jun11 100812 99.03 99.10 99.02 99.06 +0.02 137,220 301,447 +3,633
Sep11 100812 98.88 98.95 98.88 98.92 +0.03 148,416 355,253 +16,279
Dec11 100812 98.69 98.76 98.68 98.73 +0.04 115,223 362,444 +18,756
Total Volume and Open Interest 832,857 2,577,629 +16,556
3-Mth Euribor(LIFFE)
Sep10 100812 99.075 99.105 99.065 99.080 +0.010 108,385 592,523 +13,187
Dec10 100812 99.030 99.065 99.010 99.045 +0.025 157,108 516,803 +13,371
Mar11 100812 98.990 99.035 98.970 99.010 +0.025 177,316 487,740 +10,307
Total Volume and Open Interest 1,063,666 3,385,379 +73,524
3-Mth Aus T-Bills(SFE)
Sep10 100812 95.22 95.25 95.22 95.23 +0.01 16,540 238,725 +3,668
Dec10 100812 95.16 95.22 95.16 95.17 +0.01 50,177 227,612 +14,728
Mar11 100812 95.12 95.20 95.11 95.13 +0.01 16,734 88,821 +3,754
Jun11 100812 95.07 95.16 95.07 95.09 +0.02 7,631 66,758 +572
Sep11 100812 95.03 95.10 95.03 95.05 +0.02 4,684 43,740 +1,146
Dec11 100812 94.99 95.05 94.97 95.00 +0.02 1,505 31,055 +240
Mar12 100812 94.97 95.03 94.94 94.97 +0.02 2,283 28,311 +875
Jun12 100812 94.94 95.03 94.93 94.95 +0.01 1,482 10,858 -478
Sep12 100812 94.96 95.03 94.93 94.95 +0.02 206 2,248 -55
Dec12 100812 95.03 95.03 94.91 94.94 +0.02 7 1,070 -5
Total Volume and Open Interest 101,250 740,274 +24,445
10-Year Aus T-Bonds(SFE)
Sep10 100812 94.97 95.03 94.96 94.98 +0.02 55,570 408,269 +1,004
Dec10 100812 94.97 94.97 94.97 94.97 +0.02      
Total Volume and Open Interest 55,570 408,269 +1,004
3-Year Aus T-Bonds(SFE)
Sep10 100812 95.40 95.51 95.40 95.43 +0.03 215,535 783,275 +67,431
Dec10 100812 95.38 95.38 95.38 95.38 +0.03      
Total Volume and Open Interest 215,535 783,275 +67,431
Gold(CMX)
Aug10 100812 1200.5 1215.5 1199.0 1214.8 +17.3 351 1,138 -511
Oct10 100812 1199.7 1217.3 1198.5 1215.4 +17.4 6,116 42,935 +14
Dec10 100812 1200.6 1218.5 1199.5 1216.7 +17.5 117,462 339,657 +2,206
Feb11 100812 1202.6 1219.0 1202.6 1218.2 +17.6 1,499 17,945 -575
Apr11 100812 1202.0 1219.9 1202.0 1219.6 +17.7 494 16,644 +416
Jun11 100812 1221.0 1221.1 1219.4 1221.0 +17.8 276 16,669 -133
Aug11 100812 1220.4 1222.6 1220.4 1222.6 +17.9 336 8,201 -75
Oct11 100812 1224.3 1224.3 1224.3 1224.3 +18.0 6 7,547 -4
Dec11 100812 1213.3 1226.3 1213.3 1226.1 +18.2 390 14,532 -11
Feb12 100812 1228.3 1228.3 1228.3 1228.3 +18.4 3 6,823 +1
Apr12 100812 1230.6 1230.6 1230.6 1230.6 +18.5 0 6,107 +0
Jun12 100812 1233.3 1233.3 1233.3 1233.3 +18.6 495 8,204 +165
Total Volume and Open Interest 129,584 525,653 +2,575
Silver(CMX)
Sep10 100812 1788.5 1810.5 1785.0 1806.5 +16.3 32,136 47,467 -2,349
Dec10 100812 1794.0 1816.0 1791.0 1812.1 +16.3 5,827 43,224 +1,883
Mar11 100812 1802.0 1817.0 1799.0 1816.5 +16.6 623 11,252 +115
May11 100812 1815.0 1818.5 1815.0 1818.5 +16.7 178 7,862 +63
Jul11 100812 1818.0 1820.5 1818.0 1820.5 +16.8 34 4,648 +33
Sep11 100812 1822.6 1822.6 1822.6 1822.6 +17.0 0 508 +0
Dec11 100812 1826.0 1826.0 1825.5 1825.5 +17.4 24 4,091 +20
Total Volume and Open Interest 38,896 123,141 -229
Platinum(NYMEX)
Oct10 100812 1519.5 1534.4 1507.0 1531.6 +11.0 3,403 29,387 -400
Jan11 100812 1516.0 1536.4 1512.0 1535.9 +10.7 65 1,516 +50
Apr11 100812 1539.9 1539.9 1539.9 1539.9 +8.2 0 8 +0
Jul11 100812 1539.9 1539.9 1539.9 1539.9 +8.2      
Total Volume and Open Interest 3,468 30,911 -351
Palladium(NYMEX)
Sep10 100812 465.05 474.75 459.05 471.05 +6.35 2,044 15,858 -698
Dec10 100812 466.45 476.55 461.00 472.95 +6.50 228 3,060 +180
Mar11 100812 475.75 475.75 474.05 474.05 +6.50 1 46 +1
Total Volume and Open Interest 2,273 18,971 -517
Copper(CMX)
Sep10 100812 323.10 329.60 323.10 328.40 +3.00 36,492 45,713 -5,647
Dec10 100812 326.00 331.65 325.50 330.55 +3.00 11,709 59,743 +4,485
Mar11 100812 329.75 332.70 329.75 331.80 +3.00 1,711 15,231 +845
May11 100812 332.50 332.50 332.50 332.50 +3.00 149 2,012 +15
Jul11 100812 332.70 332.70 332.70 332.70 +3.15 1 2,800 -1
Total Volume and Open Interest 51,306 138,590 -1,076
DJIA Index(CBOT)
Sep10 100812 10321 10365 10225 10271 -66 437 8,591 +79
Dec10 100812 10206 10272 10206 10206 -66 12 37 +8
Mar11 100812 10146 10215 10146 10146 -69      
Jun11 100812 10091 10157 10091 10091 -66      
Total Volume and Open Interest 449 8,628 +87
E-mini DJIA Index(CBOT)
Sep10 100812 10337 10367 10223 10271 -66 148,797 91,810 -394
Dec10 100812 10262 10299 10171 10206 -66 114 327 -2
Mar11 100812 10200 10200 10146 10146 -69 0 19 +0
Jun11 100812 10091 10091 10091 10091 -66 0 1 +0
Total Volume and Open Interest 148,911 92,157 -396
S & P 500(CME)
Sep10 100812 1084.00 1087.60 1070.50 1079.20 -5.80 24,373 302,688 -1,046
Dec10 100812 1077.00 1079.50 1065.60 1074.30 -5.80 65 14,992 +0
Mar11 100812 1069.50 1070.80 1060.80 1069.50 -5.80 0 809 +0
Jun11 100812 1065.10 1066.40 1056.40 1065.10 -5.80 0 199 +0
Total Volume and Open Interest 24,438 318,688 -1,046
S & P 500 E-Mini(Globex)
Sep10 100812 1085.00 1087.50 1070.50 1079.25 -5.75 2,638,258 2,747,067 +30,359
Dec10 100812 1079.50 1082.25 1065.50 1074.25 -5.75 5,782 36,777 +1,674
Total Volume and Open Interest 2,644,053 2,784,066 +32,030
NASDAQ 100(CME)
Sep10 100812 1835.00 1837.80 1807.00 1827.30 -10.50 2,814 15,213 +837
Dec10 100812 1824.80 1826.00 1815.00 1824.80 -10.70 19 36 +13
Mar11 100812 1822.30 1824.00 1822.30 1822.30 -10.70      
Total Volume and Open Interest 2,833 15,249 +850
NASDAQ 100 E-Mini(Globex)
Sep10 100812 1837.30 1838.30 1806.30 1827.30 -10.50 407,601 346,169 -15,641
Dec10 100812 1828.50 1835.80 1805.00 1824.80 -10.70 157 568 +19
Total Volume and Open Interest 407,768 346,747 -15,626
S & P Midcap 400(CME)
Sep10 100812 728.50 741.00 728.50 736.80 -2.10 367 2,735 +347
Dec10 100812 734.80 734.90 734.80 734.80 -2.10      
Mar11 100812 732.80 732.90 732.80 732.80 -2.10      
Total Volume and Open Interest 367 2,735 +347
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Sep10 100812 9130 9265 9070 9180 +45 13,392 31,005 +741
Dec10 100812 9190 9190 9140 9185 +45 12 65 +2
Total Volume and Open Interest 13,404 31,070 +743
Nikkei 225(SGX)
Sep10 100812 9245 9260 9055 9170 -120 141,522 201,551 +7,055
Dec10 100812 9185 9200 9030 9120 -115 97 3,095 +4
Mar11 100812 9110 9110 9110 9110 -120 0 41 +0
Total Volume and Open Interest 145,455 210,903 +8,103
CAC 40(EURONEXT)
Aug10 100812 3613.0 3641.5 3584.0 3621.5 -6.5 134,824 356,688 -5,518
Sep10 100812 3607.5 3634.5 3581.0 3616.5 -7.0 10,236 50,288 +3,199
Oct10 100812 3617.5 3617.5 3617.5 3617.5 -7.5 17 28 +7
Total Volume and Open Interest 145,088 408,731 -2,322
Hang Seng Index(HKFE)
Aug10 100812 21029 21078 20860 20966 -343 90,000 100,905 +5,741
Sep10 100812 20948 20982 20769 20874 -339 1,603 7,245 +332
Total Volume and Open Interest 91,952 109,951 +6,277
DAX(EUREX)
Sep10 100812 6134.5 6178.0 6100.5 6142.0 -22.5 136,604 159,014 +3,171
Dec10 100812 6153.0 6185.5 6112.0 6151.5 -22.5 303 14,476 +8
Mar11 100812 6165.5 6185.0 6127.0 6163.5 -23.5 82 2,030 -4
Total Volume and Open Interest 136,989 175,520 +3,175
FT-SE 100(EURONEXT)
Sep10 100812 5215.50 5267.00 5197.50 5259.50 +18.50 103,715 643,451 -1,849
Dec10 100812 5227.00 5238.00 5180.00 5237.00 +18.00 7 6,623 -3
Mar11 100812 5170.00 5195.50 5170.00 5195.50 +17.50 12 946 -11
Total Volume and Open Interest 103,775 651,117 -1,883
SPI 200(SFE)
Sep10 100812 4428.0 4428.0 4345.0 4357.0 -74.0 43,823 227,031 +4,614
Dec10 100812 4420.0 4420.0 4377.0 4377.0 -76.0 9 3,606 -6
Mar11 100812 4375.0 4375.0 4368.0 4368.0 -77.0 115 1,454 +113
Total Volume and Open Interest 43,988 233,774 +4,756
GSCI(CME)
Aug10 100812 512.00 512.00 509.50 509.55 -7.45 3,477 5,941 -1,939
Sep10 100812 515.75 518.75 513.05 513.05 -7.75 3,460 11,052 +2,945
Oct10 100812 517.00 517.00 517.00 517.00 -8.55 2 0 +0
Total Volume and Open Interest 6,939 16,993 +1,006
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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