|
MRCI's End of Day Prices |
Daily Futures Price Listing Wed July 06, 2011 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Jul11 |
110706 |
1330.00 |
1336.75 |
1321.25 |
1331.00 |
-1.25 |
7,597 |
8,666 |
-2,354 |
Aug11 |
110706 |
1319.50 |
1327.00 |
1310.50 |
1322.25 |
unch |
23,331 |
66,754 |
-210 |
Sep11 |
110706 |
1315.75 |
1321.50 |
1303.75 |
1316.75 |
-0.25 |
11,971 |
29,644 |
+207 |
Nov11 |
110706 |
1316.00 |
1323.50 |
1305.00 |
1318.50 |
+0.50 |
83,630 |
298,526 |
+3,191 |
Jan12 |
110706 |
1326.75 |
1333.00 |
1316.00 |
1328.50 |
+0.50 |
5,338 |
42,550 |
+908 |
Mar12 |
110706 |
1332.25 |
1337.75 |
1323.75 |
1333.75 |
-0.50 |
2,079 |
21,286 |
+54 |
May12 |
110706 |
1336.50 |
1340.50 |
1325.00 |
1335.75 |
-1.25 |
2,218 |
26,860 |
+219 |
Total Volume and Open Interest |
138,138 |
525,380 |
+1,993 |
Soybean Meal(CBOT) |
Jul11 |
110706 |
341.90 |
342.30 |
339.00 |
341.70 |
unch |
7,680 |
4,036 |
-709 |
Aug11 |
110706 |
343.50 |
345.10 |
340.00 |
343.70 |
+0.20 |
24,186 |
48,376 |
-2,515 |
Sep11 |
110706 |
343.00 |
344.30 |
339.50 |
343.50 |
+0.60 |
8,770 |
24,741 |
-358 |
Oct11 |
110706 |
340.10 |
342.20 |
337.00 |
342.10 |
+2.00 |
3,510 |
16,559 |
+106 |
Dec11 |
110706 |
340.40 |
343.30 |
337.30 |
343.20 |
+2.30 |
33,541 |
78,579 |
+2,003 |
Jan12 |
110706 |
342.50 |
344.90 |
339.50 |
344.90 |
+2.20 |
1,512 |
6,881 |
+13 |
Mar12 |
110706 |
344.50 |
346.90 |
342.70 |
346.90 |
+2.10 |
1,110 |
4,788 |
+67 |
May12 |
110706 |
344.00 |
347.80 |
344.00 |
347.60 |
+2.00 |
650 |
6,019 |
-49 |
Total Volume and Open Interest |
81,609 |
195,290 |
-1,266 |
Soybean Oil(CBOT) |
Jul11 |
110706 |
55.31 |
55.45 |
54.90 |
55.27 |
+0.17 |
6,918 |
8,884 |
-1,128 |
Aug11 |
110706 |
55.33 |
55.60 |
55.06 |
55.43 |
+0.17 |
21,077 |
42,217 |
-437 |
Sep11 |
110706 |
55.57 |
55.81 |
55.28 |
55.64 |
+0.17 |
4,930 |
34,928 |
+372 |
Oct11 |
110706 |
55.98 |
56.05 |
55.57 |
55.89 |
+0.17 |
2,236 |
17,068 |
+123 |
Dec11 |
110706 |
56.39 |
56.55 |
55.98 |
56.39 |
+0.18 |
38,496 |
145,481 |
+830 |
Jan12 |
110706 |
56.57 |
56.79 |
56.34 |
56.67 |
+0.19 |
1,659 |
14,229 |
+356 |
Mar12 |
110706 |
56.57 |
57.10 |
56.56 |
56.97 |
+0.18 |
678 |
11,352 |
-51 |
May12 |
110706 |
56.99 |
57.28 |
56.99 |
57.12 |
+0.21 |
244 |
6,635 |
-66 |
Total Volume and Open Interest |
76,479 |
285,057 |
+6 |
Canola(WCE) |
Jul11 |
110706 |
573.2 |
573.2 |
573.2 |
573.2 |
+3.0 |
187 |
661 |
-674 |
Nov11 |
110706 |
551.0 |
559.0 |
551.0 |
558.2 |
+3.0 |
4,059 |
124,145 |
+509 |
Jan12 |
110706 |
561.0 |
566.8 |
559.6 |
565.9 |
+3.3 |
42 |
12,916 |
+115 |
Mar12 |
110706 |
564.7 |
573.9 |
564.6 |
573.0 |
+5.6 |
9 |
4,609 |
-13 |
May12 |
110706 |
568.0 |
576.3 |
568.0 |
576.3 |
+5.5 |
0 |
2,614 |
+247 |
Total Volume and Open Interest |
4,297 |
148,229 |
+155 |
Corn(CBOT) |
Jul11 |
110706 |
679.50 |
680.00 |
647.50 |
648.75 |
-31.75 |
30,771 |
19,502 |
-9,959 |
Sep11 |
110706 |
625.75 |
629.75 |
618.00 |
618.75 |
-6.75 |
126,729 |
391,778 |
-5,337 |
Dec11 |
110706 |
610.75 |
617.00 |
604.00 |
608.50 |
-4.00 |
230,888 |
492,466 |
-9,197 |
Mar12 |
110706 |
624.75 |
630.25 |
618.00 |
622.00 |
-4.00 |
34,442 |
111,542 |
+7,942 |
May12 |
110706 |
633.75 |
637.50 |
626.75 |
630.50 |
-4.50 |
10,473 |
24,154 |
+1,582 |
Jul12 |
110706 |
641.00 |
645.00 |
634.00 |
637.50 |
-3.25 |
18,409 |
65,727 |
+5,168 |
Total Volume and Open Interest |
467,659 |
1,208,897 |
-9,117 |
Wheat(CBOT) |
Jul11 |
110706 |
613.75 |
614.00 |
597.50 |
611.25 |
-2.50 |
3,803 |
3,005 |
-1,573 |
Sep11 |
110706 |
633.00 |
639.50 |
620.00 |
627.00 |
-8.50 |
60,394 |
182,678 |
-2,265 |
Dec11 |
110706 |
678.75 |
684.50 |
666.50 |
671.75 |
-9.00 |
29,259 |
136,535 |
+3,037 |
Mar12 |
110706 |
720.00 |
723.75 |
704.00 |
707.25 |
-13.50 |
6,256 |
39,232 |
+1,365 |
May12 |
110706 |
744.25 |
748.00 |
725.75 |
729.00 |
-15.50 |
1,207 |
9,801 |
-35 |
Total Volume and Open Interest |
105,967 |
434,267 |
+1,167 |
Wheat(KCBT) |
Jul11 |
110706 |
717.75 |
721.00 |
705.00 |
708.75 |
-9.75 |
3,919 |
3,162 |
+52 |
Sep11 |
110706 |
735.00 |
740.00 |
720.00 |
726.50 |
-9.50 |
11,913 |
77,011 |
+560 |
Dec11 |
110706 |
763.75 |
767.25 |
747.50 |
753.25 |
-9.00 |
6,555 |
55,408 |
+44 |
Mar12 |
110706 |
778.25 |
780.50 |
763.25 |
768.00 |
-9.50 |
2,041 |
12,498 |
+198 |
May12 |
110706 |
788.00 |
788.00 |
772.00 |
774.50 |
-13.50 |
599 |
2,727 |
+136 |
Total Volume and Open Interest |
26,267 |
166,029 |
+1,144 |
Wheat(MGE) |
Jul11 |
110706 |
862.00 |
863.75 |
862.00 |
863.75 |
-5.50 |
289 |
1,492 |
-415 |
Sep11 |
110706 |
832.50 |
837.50 |
818.00 |
827.50 |
-5.50 |
2,426 |
25,359 |
-468 |
Dec11 |
110706 |
833.25 |
835.75 |
817.50 |
822.50 |
-8.75 |
2,342 |
19,832 |
-551 |
Mar12 |
110706 |
842.75 |
845.00 |
827.25 |
830.50 |
-10.25 |
1,159 |
4,859 |
-14 |
May12 |
110706 |
843.75 |
843.75 |
828.25 |
829.75 |
-12.00 |
235 |
2,437 |
+6 |
Total Volume and Open Interest |
6,942 |
60,933 |
-1,235 |
Oats(CBOT) |
Jul11 |
110706 |
344.00 |
344.00 |
335.00 |
335.00 |
-4.50 |
39 |
66 |
-44 |
Sep11 |
110706 |
348.00 |
350.00 |
340.00 |
342.50 |
-4.50 |
391 |
4,040 |
+43 |
Dec11 |
110706 |
353.00 |
354.00 |
346.00 |
349.00 |
-4.00 |
707 |
7,345 |
-56 |
Mar12 |
110706 |
358.50 |
363.50 |
358.50 |
359.50 |
-4.00 |
247 |
765 |
+158 |
Total Volume and Open Interest |
1,404 |
12,262 |
+118 |
Rough Rice(CBOT) |
Jul11 |
110706 |
14.41 |
15.07 |
14.32 |
14.72 |
+0.34 |
256 |
650 |
-280 |
Sep11 |
110706 |
15.28 |
15.79 |
15.20 |
15.57 |
+0.28 |
1,126 |
10,545 |
+53 |
Nov11 |
110706 |
15.60 |
16.10 |
15.53 |
15.89 |
+0.28 |
190 |
5,358 |
+53 |
Jan12 |
110706 |
16.28 |
16.35 |
15.91 |
16.21 |
+0.30 |
12 |
310 |
+1 |
Total Volume and Open Interest |
1,586 |
17,264 |
-173 |
Live Cattle(CME) |
Aug11 |
110706 |
113.350 |
113.650 |
112.385 |
112.950 |
-0.400 |
30,835 |
128,175 |
-4,990 |
Oct11 |
110706 |
119.750 |
120.000 |
118.750 |
119.400 |
-0.450 |
13,851 |
90,789 |
+1,439 |
Dec11 |
110706 |
122.700 |
122.900 |
121.950 |
122.785 |
+0.085 |
8,557 |
65,673 |
+1,528 |
Feb12 |
110706 |
124.550 |
124.800 |
123.800 |
124.750 |
unch |
4,420 |
24,105 |
+1,123 |
Apr12 |
110706 |
125.430 |
125.580 |
124.550 |
125.550 |
+0.070 |
1,554 |
11,566 |
+628 |
Jun12 |
110706 |
121.050 |
121.150 |
120.450 |
121.150 |
+0.070 |
662 |
4,063 |
+324 |
Total Volume and Open Interest |
59,963 |
324,972 |
+105 |
Feeder Cattle(CME) |
Aug11 |
110706 |
141.050 |
141.600 |
140.550 |
140.950 |
-0.335 |
4,443 |
19,418 |
-323 |
Sep11 |
110706 |
142.250 |
142.535 |
141.685 |
142.250 |
-0.325 |
1,512 |
7,426 |
+339 |
Oct11 |
110706 |
142.535 |
142.850 |
141.900 |
142.650 |
-0.250 |
1,554 |
5,749 |
+461 |
Nov11 |
110706 |
142.550 |
142.880 |
142.000 |
142.850 |
+0.050 |
474 |
3,440 |
+163 |
Jan12 |
110706 |
140.500 |
140.900 |
140.285 |
140.900 |
unch |
130 |
1,367 |
+58 |
Mar12 |
110706 |
139.050 |
139.900 |
139.050 |
139.900 |
unch |
41 |
217 |
-2 |
Apr12 |
110706 |
139.685 |
139.900 |
139.685 |
139.900 |
+0.100 |
9 |
75 |
+7 |
Total Volume and Open Interest |
8,180 |
37,735 |
+719 |
Lean Hogs(CME) |
Jul11 |
110706 |
95.930 |
96.350 |
95.635 |
96.035 |
+0.250 |
5,176 |
12,262 |
-815 |
Aug11 |
110706 |
93.480 |
94.300 |
93.430 |
93.600 |
+0.250 |
14,145 |
73,673 |
-2,162 |
Oct11 |
110706 |
87.135 |
87.635 |
86.650 |
87.285 |
+0.935 |
6,568 |
62,403 |
+1,241 |
Dec11 |
110706 |
85.450 |
86.000 |
85.300 |
85.750 |
-0.100 |
3,222 |
45,596 |
+781 |
Feb12 |
110706 |
87.600 |
88.180 |
87.580 |
87.950 |
+0.400 |
1,412 |
19,180 |
+774 |
Apr12 |
110706 |
88.750 |
89.400 |
88.700 |
89.350 |
+0.650 |
1,305 |
10,129 |
+667 |
May12 |
110706 |
92.450 |
92.800 |
92.050 |
92.800 |
+0.800 |
25 |
550 |
+23 |
Jun12 |
110706 |
94.680 |
95.400 |
94.600 |
95.400 |
+1.150 |
392 |
5,579 |
+288 |
Total Volume and Open Interest |
32,557 |
232,489 |
+991 |
Class III Milk(CME) |
Jul11 |
110701 |
20.53 |
20.55 |
20.40 |
20.51 |
-0.01 |
581 |
6,091 |
+126 |
Aug11 |
110706 |
19.09 |
19.17 |
18.80 |
18.89 |
-0.22 |
446 |
5,862 |
-1 |
Sep11 |
110706 |
18.37 |
18.55 |
18.22 |
18.32 |
-0.05 |
189 |
5,104 |
+25 |
Oct11 |
110706 |
17.94 |
18.05 |
17.78 |
17.86 |
-0.07 |
158 |
4,284 |
+40 |
Nov11 |
110706 |
17.37 |
17.39 |
17.26 |
17.26 |
-0.08 |
37 |
3,660 |
-4 |
Total Volume and Open Interest |
991 |
32,674 |
-4,922 |
Cocoa(ICE) |
Jul11 |
110706 |
3190 |
3249 |
3190 |
3202 |
-26 |
9 |
26 |
-8 |
Sep11 |
110706 |
3225 |
3248 |
3172 |
3188 |
-39 |
6,593 |
68,354 |
+79 |
Dec11 |
110706 |
3247 |
3267 |
3195 |
3208 |
-39 |
2,702 |
38,590 |
+519 |
Mar12 |
110706 |
3300 |
3301 |
3240 |
3244 |
-39 |
1,116 |
31,836 |
+136 |
May12 |
110706 |
3286 |
3301 |
3238 |
3244 |
-41 |
145 |
10,150 |
+65 |
Jul12 |
110706 |
3294 |
3297 |
3246 |
3246 |
-42 |
9 |
4,064 |
+7 |
Sep12 |
110706 |
3292 |
3300 |
3245 |
3245 |
-47 |
139 |
6,492 |
+83 |
Total Volume and Open Interest |
10,721 |
166,520 |
+888 |
Coffee "C"(ICE) |
Jul11 |
110706 |
265.75 |
266.85 |
265.75 |
266.85 |
-2.10 |
34 |
130 |
-81 |
Sep11 |
110706 |
268.80 |
269.60 |
265.80 |
267.50 |
-2.10 |
9,550 |
55,533 |
-355 |
Dec11 |
110706 |
271.55 |
272.75 |
269.10 |
270.90 |
-2.00 |
2,336 |
33,906 |
+277 |
Mar12 |
110706 |
273.10 |
274.75 |
271.80 |
273.05 |
-2.05 |
625 |
9,389 |
+198 |
May12 |
110706 |
274.30 |
275.25 |
273.15 |
274.30 |
-2.15 |
199 |
3,830 |
+89 |
Jul12 |
110706 |
273.65 |
274.00 |
272.00 |
272.75 |
-2.80 |
66 |
1,767 |
+27 |
Total Volume and Open Interest |
12,877 |
107,282 |
+183 |
Orange Juice(ICE) |
Jul11 |
110706 |
196.50 |
201.75 |
196.00 |
200.75 |
+2.65 |
340 |
720 |
-912 |
Sep11 |
110706 |
185.10 |
190.35 |
185.10 |
188.80 |
+2.20 |
1,170 |
26,038 |
+48 |
Nov11 |
110706 |
177.75 |
182.00 |
177.35 |
179.25 |
+0.70 |
110 |
6,007 |
-8 |
Jan12 |
110706 |
175.00 |
175.25 |
174.50 |
175.00 |
-0.15 |
12 |
1,231 |
+9 |
Mar12 |
110706 |
174.00 |
174.00 |
173.50 |
173.85 |
-0.60 |
2 |
262 |
+1 |
May12 |
110706 |
174.15 |
174.50 |
173.30 |
173.30 |
-0.75 |
1 |
178 |
+0 |
Total Volume and Open Interest |
1,636 |
34,544 |
-861 |
Sugar #11(ICE) |
Oct11 |
110706 |
27.59 |
27.74 |
27.00 |
27.68 |
+0.08 |
51,619 |
308,277 |
+3,720 |
Mar12 |
110706 |
27.15 |
27.15 |
26.38 |
27.00 |
+0.06 |
15,162 |
134,540 |
+264 |
May12 |
110706 |
25.92 |
26.10 |
25.29 |
25.98 |
+0.06 |
5,742 |
39,379 |
+424 |
Jul12 |
110706 |
25.05 |
25.20 |
24.46 |
25.16 |
+0.14 |
4,321 |
64,261 |
+1,771 |
Oct12 |
110706 |
24.27 |
24.56 |
23.88 |
24.54 |
+0.19 |
1,358 |
26,074 |
+274 |
Total Volume and Open Interest |
79,328 |
609,217 |
+6,735 |
London Cocoa(LCE) |
Jul11 |
110706 |
2000 |
2018 |
1976 |
1981 |
-19 |
2,024 |
37,701 |
-1,360 |
Sep11 |
110706 |
2032 |
2048 |
2005 |
2010 |
-13 |
2,772 |
54,516 |
+1,229 |
Dec11 |
110706 |
2052 |
2070 |
2028 |
2033 |
-13 |
1,221 |
41,781 |
+3,061 |
Mar12 |
110706 |
2077 |
2086 |
2045 |
2047 |
-15 |
592 |
38,853 |
+270 |
May12 |
110706 |
2081 |
2092 |
2052 |
2055 |
-12 |
144 |
12,427 |
-117 |
Jul12 |
110706 |
2097 |
2097 |
2055 |
2064 |
-11 |
0 |
4,138 |
-961 |
Sep12 |
110706 |
2086 |
2104 |
2063 |
2073 |
-8 |
0 |
3,318 |
+15 |
Total Volume and Open Interest |
6,753 |
200,798 |
+2,137 |
London Sugar(LCE) |
Aug11 |
110706 |
774.00 |
774.00 |
759.80 |
770.10 |
-1.20 |
1,579 |
15,202 |
-2,730 |
Oct11 |
110706 |
714.50 |
716.60 |
701.50 |
706.10 |
-9.30 |
518 |
18,235 |
+1,267 |
Dec11 |
110706 |
680.50 |
683.90 |
675.00 |
680.30 |
-8.60 |
82 |
5,856 |
-169 |
Mar12 |
110706 |
672.90 |
676.70 |
667.10 |
674.10 |
-7.40 |
115 |
6,604 |
+74 |
May12 |
110706 |
659.70 |
659.70 |
658.10 |
658.10 |
-6.00 |
129 |
2,927 |
+224 |
Total Volume and Open Interest |
2,429 |
51,759 |
-1,321 |
Cotton(ICE) |
Jul11 |
110706 |
159.97 |
160.95 |
152.00 |
155.40 |
-3.60 |
143 |
1,374 |
-184 |
Oct11 |
110706 |
118.40 |
120.85 |
116.07 |
116.98 |
-1.97 |
30 |
484 |
+1 |
Dec11 |
110706 |
115.85 |
117.73 |
112.60 |
113.42 |
-2.10 |
6,734 |
105,543 |
+839 |
Mar12 |
110706 |
108.07 |
111.00 |
106.54 |
107.35 |
-1.61 |
564 |
18,152 |
-14 |
May12 |
110706 |
105.97 |
107.00 |
103.64 |
104.17 |
-0.90 |
176 |
4,550 |
-86 |
Jul12 |
110706 |
102.81 |
103.03 |
100.50 |
101.56 |
-0.51 |
116 |
6,453 |
-3 |
Total Volume and Open Interest |
7,766 |
140,014 |
+554 |
Lumber(CME) |
Jul11 |
110706 |
241.0 |
241.0 |
235.2 |
238.0 |
-2.1 |
220 |
906 |
-243 |
Sep11 |
110706 |
261.0 |
261.0 |
252.4 |
254.0 |
-7.7 |
984 |
5,997 |
-180 |
Nov11 |
110706 |
270.0 |
270.0 |
264.3 |
265.0 |
-5.0 |
285 |
2,032 |
+68 |
Jan12 |
110706 |
288.1 |
292.8 |
286.2 |
291.5 |
-3.0 |
90 |
198 |
+65 |
Total Volume and Open Interest |
1,582 |
9,146 |
-287 |
Crude Oil(NYM) |
Aug11 |
110706 |
97.00 |
97.79 |
95.90 |
96.65 |
-0.24 |
263,626 |
299,737 |
-4,033 |
Sep11 |
110706 |
97.45 |
98.25 |
96.39 |
97.13 |
-0.25 |
65,541 |
199,216 |
+2,957 |
Oct11 |
110706 |
98.04 |
98.68 |
97.00 |
97.57 |
-0.30 |
36,294 |
73,585 |
-722 |
Nov11 |
110706 |
98.53 |
99.11 |
97.37 |
98.02 |
-0.35 |
30,389 |
62,199 |
+1,599 |
Dec11 |
110706 |
98.97 |
99.61 |
97.85 |
98.44 |
-0.39 |
51,373 |
184,695 |
-558 |
Jan12 |
110706 |
99.50 |
99.87 |
98.35 |
98.86 |
-0.43 |
12,688 |
52,423 |
-303 |
Feb12 |
110706 |
100.40 |
100.40 |
98.93 |
99.25 |
-0.45 |
4,456 |
26,474 |
-208 |
Mar12 |
110706 |
99.92 |
99.94 |
99.44 |
99.61 |
-0.48 |
3,407 |
30,863 |
-233 |
Apr12 |
110706 |
100.13 |
100.72 |
99.97 |
99.97 |
-0.49 |
2,497 |
18,958 |
+176 |
May12 |
110706 |
101.05 |
101.27 |
100.18 |
100.32 |
-0.51 |
2,658 |
17,158 |
-6 |
Jun12 |
110706 |
101.44 |
101.75 |
100.33 |
100.67 |
-0.52 |
11,091 |
72,384 |
-360 |
Jul12 |
110706 |
101.30 |
101.46 |
100.63 |
100.95 |
-0.52 |
2,006 |
31,530 |
-483 |
Aug12 |
110706 |
101.14 |
101.14 |
101.14 |
101.14 |
-0.52 |
1,313 |
13,895 |
+505 |
Sep12 |
110706 |
101.29 |
101.29 |
101.29 |
101.29 |
-0.53 |
1,097 |
14,568 |
-17 |
Oct12 |
110706 |
101.47 |
101.47 |
101.47 |
101.47 |
-0.51 |
618 |
10,266 |
+176 |
Nov12 |
110706 |
101.67 |
101.67 |
101.67 |
101.67 |
-0.50 |
442 |
21,950 |
+120 |
Total Volume and Open Interest |
521,407 |
1,522,247 |
-771 |
e-miNY Crude Oil(NYM) |
Jul11 |
110620 |
92.875 |
93.450 |
91.175 |
93.250 |
+0.250 |
7,233 |
2,382 |
-199 |
Aug11 |
110627 |
91.150 |
91.275 |
89.600 |
90.600 |
-0.550 |
20,792 |
2,759 |
+173 |
Sep11 |
110706 |
97.650 |
98.200 |
96.400 |
97.125 |
-0.250 |
313 |
1,828 |
+90 |
Oct11 |
110706 |
98.075 |
98.075 |
97.575 |
97.575 |
-0.300 |
20 |
305 |
+13 |
Nov11 |
110706 |
98.025 |
98.025 |
98.025 |
98.025 |
-0.350 |
4 |
168 |
+0 |
Dec11 |
110706 |
98.075 |
98.600 |
98.050 |
98.450 |
-0.375 |
1 |
305 |
-1 |
Jan12 |
110706 |
98.900 |
98.900 |
98.850 |
98.850 |
-0.450 |
0 |
6 |
+0 |
Feb12 |
110706 |
99.250 |
99.250 |
99.250 |
99.250 |
-0.450 |
0 |
3 |
+0 |
Mar12 |
110706 |
99.600 |
99.600 |
99.600 |
99.600 |
-0.500 |
0 |
11 |
+0 |
Apr12 |
110706 |
99.975 |
99.975 |
99.975 |
99.975 |
-0.475 |
|
|
|
Total Volume and Open Interest |
12,440 |
5,844 |
-8 |
Heating Oil(NYM) |
Aug11 |
110706 |
295.31 |
297.79 |
292.84 |
296.33 |
+0.67 |
45,117 |
90,061 |
-5,280 |
Sep11 |
110706 |
297.04 |
299.14 |
294.59 |
297.91 |
+0.63 |
14,147 |
45,869 |
-1,804 |
Oct11 |
110706 |
298.52 |
300.42 |
296.95 |
299.61 |
+0.62 |
6,762 |
24,005 |
+1,239 |
Nov11 |
110706 |
301.44 |
302.27 |
298.14 |
301.52 |
+0.62 |
3,823 |
22,545 |
+656 |
Dec11 |
110706 |
304.51 |
304.61 |
300.01 |
303.41 |
+0.62 |
8,170 |
33,970 |
+460 |
Jan12 |
110706 |
302.50 |
306.05 |
302.50 |
305.16 |
+0.62 |
3,014 |
24,041 |
+1,299 |
Feb12 |
110706 |
304.55 |
306.50 |
304.10 |
305.64 |
+0.62 |
811 |
9,761 |
+319 |
Mar12 |
110706 |
301.92 |
305.95 |
301.92 |
305.01 |
+0.63 |
359 |
6,486 |
+31 |
Apr12 |
110706 |
301.95 |
304.01 |
301.95 |
303.11 |
+0.66 |
321 |
3,465 |
+145 |
May12 |
110706 |
300.00 |
301.79 |
300.00 |
301.23 |
+0.69 |
199 |
2,611 |
+54 |
Jun12 |
110706 |
297.92 |
300.79 |
297.92 |
300.11 |
+0.72 |
1,763 |
20,689 |
+303 |
Jul12 |
110706 |
300.66 |
300.66 |
300.66 |
300.66 |
+0.72 |
138 |
2,089 |
-15 |
Total Volume and Open Interest |
85,208 |
297,471 |
-2,676 |
Gasoline(NYMEX) |
Aug11 |
110706 |
297.74 |
301.45 |
294.40 |
299.76 |
+2.02 |
43,758 |
78,467 |
+1,687 |
Sep11 |
110706 |
293.48 |
296.67 |
290.62 |
295.53 |
+1.78 |
17,463 |
45,669 |
+518 |
Oct11 |
110706 |
281.50 |
282.80 |
278.00 |
282.03 |
+1.49 |
8,422 |
23,810 |
+93 |
Nov11 |
110706 |
275.85 |
278.97 |
275.85 |
278.82 |
+1.49 |
4,429 |
14,132 |
+717 |
Dec11 |
110706 |
276.15 |
278.49 |
273.21 |
277.39 |
+1.51 |
4,899 |
30,262 |
-67 |
Jan12 |
110706 |
276.50 |
278.01 |
274.33 |
277.59 |
+1.49 |
948 |
8,823 |
+464 |
Feb12 |
110706 |
275.30 |
279.00 |
275.00 |
278.96 |
+1.45 |
480 |
4,950 |
+17 |
Mar12 |
110706 |
278.84 |
280.62 |
278.84 |
280.62 |
+1.46 |
326 |
6,165 |
+265 |
Apr12 |
110706 |
291.90 |
291.90 |
291.90 |
291.90 |
+1.46 |
35 |
3,858 |
+2 |
May12 |
110706 |
290.52 |
291.82 |
290.50 |
291.82 |
+1.44 |
21 |
1,875 |
+9 |
Total Volume and Open Interest |
81,425 |
233,809 |
+3,946 |
e-miNY RBOB Gasoline(NYM) |
Aug11 |
110706 |
299.80 |
299.80 |
299.76 |
299.80 |
+2.10 |
0 |
3 |
+0 |
Sep11 |
110706 |
295.50 |
295.53 |
295.50 |
295.50 |
+1.70 |
|
|
|
Oct11 |
110706 |
282.00 |
282.03 |
282.00 |
282.00 |
+1.50 |
0 |
1 |
+0 |
Nov11 |
110706 |
278.80 |
278.82 |
278.80 |
278.80 |
+1.50 |
|
|
|
Total Volume and Open Interest |
0 |
6 |
+0 |
Natural Gas(NYM) |
Aug11 |
110706 |
4.355 |
4.361 |
4.213 |
4.217 |
-0.146 |
71,500 |
161,230 |
+2,440 |
Sep11 |
110706 |
4.362 |
4.367 |
4.218 |
4.222 |
-0.149 |
26,756 |
211,331 |
-581 |
Oct11 |
110706 |
4.389 |
4.395 |
4.256 |
4.260 |
-0.149 |
25,438 |
117,678 |
+430 |
Nov11 |
110706 |
4.535 |
4.535 |
4.406 |
4.411 |
-0.130 |
12,795 |
84,666 |
+1,759 |
Dec11 |
110706 |
4.708 |
4.713 |
4.613 |
4.617 |
-0.120 |
6,981 |
46,632 |
+130 |
Jan12 |
110706 |
4.810 |
4.812 |
4.717 |
4.721 |
-0.117 |
12,152 |
93,443 |
+765 |
Feb12 |
110706 |
4.795 |
4.796 |
4.717 |
4.721 |
-0.116 |
2,025 |
22,249 |
+595 |
Mar12 |
110706 |
4.766 |
4.766 |
4.674 |
4.680 |
-0.114 |
3,088 |
47,331 |
+383 |
Apr12 |
110706 |
4.650 |
4.662 |
4.583 |
4.585 |
-0.099 |
4,075 |
43,910 |
+133 |
May12 |
110706 |
4.659 |
4.682 |
4.607 |
4.607 |
-0.099 |
207 |
10,093 |
-14 |
Jun12 |
110706 |
4.709 |
4.718 |
4.638 |
4.638 |
-0.098 |
265 |
11,082 |
-61 |
Jul12 |
110706 |
4.753 |
4.754 |
4.680 |
4.680 |
-0.098 |
200 |
9,652 |
+26 |
Aug12 |
110706 |
4.761 |
4.784 |
4.711 |
4.711 |
-0.098 |
184 |
7,666 |
-61 |
Sep12 |
110706 |
4.793 |
4.793 |
4.718 |
4.721 |
-0.097 |
206 |
7,319 |
-11 |
Oct12 |
110706 |
4.831 |
4.831 |
4.758 |
4.760 |
-0.096 |
2,314 |
27,525 |
+948 |
Nov12 |
110706 |
4.955 |
4.960 |
4.900 |
4.902 |
-0.089 |
102 |
4,657 |
+29 |
Total Volume and Open Interest |
168,942 |
980,004 |
+7,175 |
Brent Crude Oil(ICE) |
Aug11 |
110706 |
113.51 |
114.32 |
111.91 |
113.62 |
+0.01 |
44,885 |
143,091 |
-2,350 |
Sep11 |
110706 |
113.25 |
113.87 |
111.54 |
113.23 |
+0.03 |
29,852 |
167,022 |
+3,594 |
Oct11 |
110706 |
113.18 |
113.91 |
111.64 |
113.29 |
+0.10 |
12,381 |
65,697 |
-3,191 |
Nov11 |
110706 |
113.26 |
113.94 |
111.79 |
113.41 |
+0.13 |
5,431 |
37,803 |
-1,507 |
Dec11 |
110706 |
113.45 |
114.12 |
111.90 |
113.47 |
+0.14 |
9,741 |
93,978 |
+1,286 |
Jan12 |
110706 |
113.23 |
113.78 |
111.93 |
113.46 |
+0.14 |
928 |
21,140 |
-484 |
Feb12 |
110706 |
113.09 |
113.75 |
111.93 |
113.43 |
+0.16 |
494 |
18,317 |
+298 |
Mar12 |
110706 |
113.41 |
113.70 |
111.85 |
113.39 |
+0.18 |
439 |
32,256 |
-75 |
Apr12 |
110706 |
112.25 |
113.63 |
112.01 |
113.32 |
+0.18 |
223 |
11,246 |
+436 |
May12 |
110706 |
113.00 |
113.25 |
113.00 |
113.25 |
+0.18 |
192 |
7,925 |
+406 |
Jun12 |
110706 |
112.98 |
113.47 |
111.67 |
113.19 |
+0.18 |
1,056 |
40,631 |
+380 |
Jul12 |
110706 |
113.10 |
113.10 |
113.10 |
113.10 |
+0.19 |
701 |
7,337 |
+27 |
Aug12 |
110706 |
112.99 |
112.99 |
112.99 |
112.99 |
+0.20 |
325 |
4,512 |
-471 |
Sep12 |
110706 |
112.85 |
112.85 |
112.85 |
112.85 |
+0.20 |
10 |
7,086 |
+30 |
Total Volume and Open Interest |
108,911 |
799,075 |
+3,238 |
Gas Oil(ICE) |
Jul11 |
110706 |
933.00 |
935.00 |
920.75 |
929.50 |
+1.00 |
19,731 |
87,954 |
-5,730 |
Aug11 |
110706 |
934.00 |
938.75 |
924.00 |
933.25 |
+1.25 |
25,048 |
129,856 |
-2,781 |
Sep11 |
110706 |
939.25 |
941.00 |
927.00 |
936.25 |
+0.75 |
5,740 |
81,142 |
-1,567 |
Oct11 |
110706 |
942.50 |
942.75 |
930.75 |
938.75 |
+0.50 |
1,242 |
43,089 |
+717 |
Nov11 |
110706 |
940.50 |
944.50 |
932.00 |
940.75 |
+0.25 |
417 |
32,543 |
+971 |
Dec11 |
110706 |
947.00 |
948.00 |
934.25 |
943.25 |
+0.50 |
4,277 |
59,388 |
+1,777 |
Jan12 |
110706 |
948.75 |
950.00 |
938.50 |
946.00 |
+0.50 |
709 |
31,501 |
-118 |
Feb12 |
110706 |
951.00 |
951.25 |
939.25 |
947.50 |
+0.50 |
332 |
12,266 |
+166 |
Mar12 |
110706 |
952.25 |
954.50 |
939.75 |
948.75 |
+0.50 |
367 |
10,611 |
-176 |
Apr12 |
110706 |
943.25 |
949.25 |
943.25 |
949.25 |
+0.50 |
197 |
7,745 |
+146 |
Total Volume and Open Interest |
58,856 |
601,705 |
-6,618 |
Ethanol(CBOT) |
Jul11 |
110706 |
2.758 |
2.795 |
2.758 |
2.761 |
+0.027 |
42 |
209 |
-19 |
Aug11 |
110706 |
2.560 |
2.590 |
2.560 |
2.579 |
+0.007 |
104 |
1,390 |
-3 |
Sep11 |
110706 |
2.467 |
2.475 |
2.454 |
2.456 |
+0.002 |
145 |
1,519 |
+48 |
Oct11 |
110706 |
2.370 |
2.370 |
2.357 |
2.359 |
+0.002 |
67 |
1,287 |
-3 |
Nov11 |
110706 |
2.285 |
2.305 |
2.283 |
2.285 |
-0.001 |
36 |
867 |
+12 |
Dec11 |
110706 |
2.252 |
2.275 |
2.252 |
2.257 |
+0.004 |
43 |
1,318 |
+5 |
Jan12 |
110706 |
2.230 |
2.239 |
2.230 |
2.230 |
unch |
23 |
562 |
+3 |
Feb12 |
110706 |
2.235 |
2.240 |
2.235 |
2.237 |
unch |
22 |
259 |
+5 |
Total Volume and Open Interest |
610 |
9,298 |
+58 |
WTI Crude Oil(ICE |
Aug11 |
110706 |
97.02 |
97.76 |
95.90 |
96.65 |
-0.24 |
6,940 |
65,832 |
-2,563 |
Sep11 |
110706 |
97.55 |
98.21 |
96.38 |
97.13 |
-0.25 |
2,913 |
53,368 |
+858 |
Oct11 |
110706 |
98.08 |
98.66 |
96.99 |
97.57 |
-0.30 |
976 |
33,403 |
+1,192 |
Nov11 |
110706 |
98.85 |
99.08 |
97.50 |
98.02 |
-0.35 |
742 |
21,710 |
-792 |
Dec11 |
110706 |
99.24 |
99.60 |
97.91 |
98.44 |
-0.39 |
1,341 |
86,182 |
+396 |
Jan12 |
110706 |
100.02 |
100.02 |
98.52 |
98.86 |
-0.43 |
250 |
18,980 |
+268 |
Feb12 |
110706 |
99.87 |
99.94 |
98.78 |
99.25 |
-0.45 |
68 |
5,248 |
-136 |
Mar12 |
110706 |
100.24 |
100.77 |
99.18 |
99.61 |
-0.48 |
103 |
13,145 |
-72 |
Apr12 |
110706 |
100.51 |
100.71 |
99.57 |
99.97 |
-0.49 |
2 |
4,261 |
-197 |
May12 |
110706 |
100.32 |
100.32 |
100.32 |
100.32 |
-0.51 |
0 |
2,945 |
-87 |
Jun12 |
110706 |
101.17 |
101.46 |
100.34 |
100.67 |
-0.52 |
77 |
28,135 |
+4 |
Jul12 |
110706 |
100.95 |
100.95 |
100.95 |
100.95 |
-0.52 |
0 |
4,516 |
+2 |
Aug12 |
110706 |
101.14 |
101.14 |
101.14 |
101.14 |
-0.52 |
2 |
1,274 |
-2 |
Sep12 |
110706 |
101.29 |
101.29 |
101.29 |
101.29 |
-0.53 |
2 |
5,065 |
+2 |
Oct12 |
110706 |
101.47 |
101.47 |
101.47 |
101.47 |
-0.51 |
0 |
527 |
+0 |
Nov12 |
110706 |
101.67 |
101.67 |
101.67 |
101.67 |
-0.50 |
0 |
2,571 |
+0 |
Total Volume and Open Interest |
13,696 |
461,262 |
-182 |
US Dollar Index(ICE) |
Sep11 |
110706 |
74.925 |
75.535 |
74.770 |
75.440 |
+0.455 |
3,418 |
46,109 |
+1,630 |
Dec11 |
110706 |
75.595 |
75.890 |
75.595 |
75.870 |
+0.455 |
2 |
532 |
+4 |
Mar12 |
110706 |
76.370 |
76.370 |
76.370 |
76.370 |
+0.455 |
0 |
1 |
+0 |
Total Volume and Open Interest |
3,420 |
46,642 |
+1,634 |
Australian Dollar(CME) |
Sep11 |
110706 |
105.90 |
106.33 |
105.53 |
105.83 |
-0.07 |
95,294 |
118,964 |
+7,104 |
Dec11 |
110706 |
104.76 |
105.10 |
104.61 |
104.66 |
-0.06 |
65 |
325 |
-23 |
Mar12 |
110706 |
103.53 |
103.57 |
103.53 |
103.53 |
-0.04 |
0 |
2 |
+0 |
Total Volume and Open Interest |
95,359 |
119,294 |
+7,081 |
British Pound(CME) |
Sep11 |
110706 |
160.53 |
160.77 |
159.32 |
159.66 |
-0.67 |
103,048 |
112,388 |
+2,722 |
Dec11 |
110706 |
159.69 |
160.16 |
159.50 |
159.50 |
-0.66 |
44 |
195 |
+5 |
Mar12 |
110706 |
159.34 |
159.98 |
159.34 |
159.34 |
-0.64 |
0 |
2 |
+0 |
Total Volume and Open Interest |
103,092 |
112,591 |
+2,727 |
Canadian Dollar(CME) |
Sep11 |
110706 |
103.65 |
103.84 |
102.97 |
103.35 |
-0.35 |
56,621 |
96,850 |
+6,264 |
Dec11 |
110706 |
103.27 |
103.46 |
102.75 |
103.12 |
-0.34 |
89 |
3,838 |
+6 |
Mar12 |
110706 |
103.18 |
103.20 |
102.86 |
102.86 |
-0.34 |
5 |
536 |
+1 |
Jun12 |
110706 |
102.58 |
102.92 |
102.58 |
102.58 |
-0.34 |
0 |
250 |
+0 |
Total Volume and Open Interest |
56,715 |
101,608 |
+6,271 |
Japanese Yen(CME) |
Sep11 |
110706 |
123.36 |
123.87 |
123.33 |
123.63 |
+0.21 |
96,506 |
94,347 |
+404 |
Dec11 |
110706 |
123.80 |
123.80 |
123.52 |
123.74 |
+0.22 |
17 |
391 |
-3 |
Mar12 |
110706 |
123.90 |
123.90 |
123.66 |
123.90 |
+0.24 |
0 |
43 |
+0 |
Total Volume and Open Interest |
96,523 |
94,797 |
+401 |
Swiss Franc(CME) |
Sep11 |
110706 |
118.99 |
119.62 |
118.50 |
119.07 |
-0.01 |
53,422 |
47,671 |
-755 |
Dec11 |
110706 |
119.24 |
119.25 |
118.99 |
119.17 |
unch |
21 |
135 |
+2 |
Mar12 |
110706 |
119.30 |
119.30 |
119.29 |
119.30 |
+0.01 |
0 |
2 |
+0 |
Total Volume and Open Interest |
53,443 |
47,811 |
-753 |
EuroFX(CME) |
Sep11 |
110706 |
143.97 |
144.37 |
142.56 |
142.66 |
-1.15 |
251,737 |
189,120 |
-37 |
Dec11 |
110706 |
143.68 |
143.78 |
142.25 |
142.27 |
-1.12 |
139 |
465 |
-5 |
Mar12 |
110706 |
141.94 |
142.94 |
141.75 |
141.84 |
-1.10 |
0 |
362 |
+0 |
Total Volume and Open Interest |
251,876 |
190,778 |
-42 |
Mexican Peso(CME) |
Jul11 |
110706 |
860.5 |
860.5 |
859.8 |
860.5 |
+0.8 |
|
|
|
Aug11 |
110706 |
858.5 |
858.5 |
857.8 |
858.5 |
+0.8 |
|
|
|
Total Volume and Open Interest |
39,756 |
112,506 |
+11,781 |
30-Year T-Bonds(CBOT) |
Sep11 |
110706 |
123~090 |
123~290 |
122~310 |
123~210 |
+0~150 |
253,988 |
602,930 |
-10,864 |
Dec11 |
110706 |
122~070 |
122~100 |
121~230 |
122~060 |
+0~150 |
40 |
111 |
+15 |
Mar12 |
110706 |
120~240 |
120~240 |
120~090 |
120~240 |
+0~150 |
|
|
|
Total Volume and Open Interest |
254,028 |
603,041 |
-10,849 |
10-Year T-Notes(CBOT) |
Sep11 |
110706 |
122~230 |
123~075 |
122~145 |
122~315 |
+0~105 |
1,215,429 |
1,760,311 |
-24,125 |
Dec11 |
110706 |
121~035 |
121~195 |
121~035 |
121~150 |
+0~105 |
1,347 |
10,741 |
+480 |
Mar12 |
110706 |
120~150 |
120~150 |
120~045 |
120~150 |
+0~105 |
|
|
|
Total Volume and Open Interest |
1,216,776 |
1,771,052 |
-23,645 |
5-Year T-Notes(CBOT) |
Sep11 |
110630 |
119~068 |
119~087 |
118~111 |
119~025 |
-0~039 |
833,652 |
1,544,712 |
-25,487 |
Dec11 |
110706 |
118~100 |
118~100 |
118~045 |
118~075 |
+0~030 |
0 |
4 |
+0 |
Mar12 |
110706 |
117~099 |
117~099 |
117~069 |
117~099 |
+0~030 |
|
|
|
Total Volume and Open Interest |
623,520 |
1,462,747 |
-10,744 |
2 Year T-Notes(CBOT) |
Sep11 |
110706 |
109~094 |
109~101 |
109~091 |
109~098 |
+0~004 |
242,237 |
981,067 |
-6,216 |
Dec11 |
110706 |
109~064 |
109~064 |
109~060 |
109~064 |
+0~004 |
0 |
31 |
+0 |
Mar12 |
110706 |
109~002 |
109~002 |
108~126 |
109~002 |
+0~004 |
|
|
|
Total Volume and Open Interest |
242,237 |
981,098 |
-6,216 |
Eurodollars(CME) |
Sep11 |
110706 |
99.640 |
99.655 |
99.615 |
99.630 |
-0.010 |
124,298 |
1,203,789 |
-8,138 |
Dec11 |
110706 |
99.565 |
99.570 |
99.530 |
99.545 |
-0.020 |
142,054 |
1,252,972 |
-5,463 |
Mar12 |
110706 |
99.505 |
99.515 |
99.480 |
99.495 |
-0.010 |
182,544 |
1,523,768 |
-4,280 |
Jun12 |
110706 |
99.395 |
99.405 |
99.380 |
99.395 |
+0.005 |
202,098 |
1,413,098 |
+8,009 |
Sep12 |
110706 |
99.210 |
99.240 |
99.190 |
99.230 |
+0.025 |
230,639 |
1,047,014 |
+9,574 |
Dec12 |
110706 |
98.980 |
99.025 |
98.955 |
99.010 |
+0.035 |
189,796 |
608,582 |
-8,178 |
Mar13 |
110706 |
98.745 |
98.805 |
98.715 |
98.785 |
+0.045 |
167,556 |
515,916 |
+536 |
Jun13 |
110706 |
98.490 |
98.560 |
98.455 |
98.535 |
+0.055 |
150,742 |
341,051 |
-1,331 |
Sep13 |
110706 |
98.230 |
98.310 |
98.195 |
98.285 |
+0.060 |
121,774 |
340,468 |
-3,967 |
Dec13 |
110706 |
97.965 |
98.055 |
97.925 |
98.020 |
+0.060 |
70,359 |
267,076 |
+1,477 |
Mar14 |
110706 |
97.710 |
97.795 |
97.670 |
97.765 |
+0.060 |
59,406 |
246,700 |
+2,388 |
Jun14 |
110706 |
97.435 |
97.535 |
97.405 |
97.500 |
+0.060 |
52,209 |
182,804 |
+2,956 |
Sep14 |
110706 |
97.180 |
97.270 |
97.150 |
97.240 |
+0.055 |
30,954 |
92,801 |
+2,367 |
Dec14 |
110706 |
96.930 |
97.010 |
96.890 |
96.980 |
+0.055 |
19,509 |
92,635 |
+1,227 |
Mar15 |
110706 |
96.705 |
96.780 |
96.670 |
96.755 |
+0.055 |
16,496 |
85,572 |
-50 |
Jun15 |
110706 |
4.735 |
4.810 |
4.695 |
4.780 |
+0.050 |
14,028 |
70,442 |
-536 |
Sep15 |
110706 |
4.530 |
4.600 |
4.495 |
4.570 |
+0.045 |
8,284 |
57,570 |
+226 |
Dec15 |
110706 |
4.335 |
4.400 |
4.305 |
4.370 |
+0.040 |
13,166 |
50,035 |
-1,199 |
Total Volume and Open Interest |
1,822,152 |
9,702,757 |
-3,243 |
30 Day Federal Funds(CBOT) |
Jul11 |
110706 |
99.910 |
99.915 |
99.908 |
99.910 |
+0.003 |
3,422 |
67,597 |
-124 |
Aug11 |
110706 |
99.885 |
99.900 |
99.885 |
99.890 |
+0.005 |
1,613 |
57,537 |
-123 |
Sep11 |
110706 |
99.870 |
99.875 |
99.865 |
99.870 |
unch |
1,943 |
41,134 |
-341 |
Oct11 |
110706 |
99.855 |
99.865 |
99.850 |
99.860 |
+0.005 |
2,693 |
48,203 |
-754 |
Nov11 |
110706 |
99.840 |
99.850 |
99.835 |
99.845 |
+0.005 |
3,218 |
46,098 |
+630 |
Dec11 |
110706 |
99.830 |
99.840 |
99.830 |
99.835 |
+0.005 |
3,015 |
50,985 |
+552 |
Total Volume and Open Interest |
38,612 |
714,741 |
-59,008 |
30 Day Fed Funds(e-CBOT) |
3-Mth Euro-Yen(CME) |
Sep11 |
110628 |
99.665 |
99.665 |
99.665 |
99.665 |
-0.003 |
|
|
|
Dec11 |
110706 |
99.662 |
99.662 |
99.662 |
99.662 |
unch |
0 |
75 |
+0 |
Mar12 |
110706 |
99.655 |
99.655 |
99.655 |
99.655 |
unch |
|
|
|
Jun12 |
110706 |
99.645 |
99.645 |
99.645 |
99.645 |
unch |
|
|
|
Sep12 |
110706 |
99.580 |
99.580 |
99.580 |
99.580 |
unch |
|
|
|
Dec12 |
110706 |
99.540 |
99.540 |
99.540 |
99.540 |
unch |
|
|
|
Mar13 |
110706 |
99.540 |
99.540 |
99.540 |
99.540 |
unch |
|
|
|
Jun13 |
110706 |
99.495 |
99.495 |
99.495 |
99.495 |
unch |
|
|
|
Sep13 |
110706 |
99.355 |
99.355 |
99.355 |
99.355 |
unch |
|
|
|
Dec13 |
110706 |
99.215 |
99.215 |
99.215 |
99.215 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
126 |
+0 |
3-Mth Euro-Yen(SGX) |
Sep11 |
110706 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
2 |
1,335 |
+100 |
Dec11 |
110706 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
0 |
1,392 |
+0 |
Mar12 |
110706 |
99.65 |
99.65 |
99.65 |
99.65 |
unch |
5 |
1,823 |
+0 |
Jun12 |
110706 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
0 |
1,464 |
+0 |
Sep12 |
110706 |
99.58 |
99.58 |
99.58 |
99.58 |
unch |
0 |
411 |
+0 |
Dec12 |
110706 |
99.54 |
99.54 |
99.54 |
99.54 |
unch |
0 |
24 |
+0 |
Mar13 |
110706 |
99.54 |
99.54 |
99.54 |
99.54 |
unch |
0 |
1 |
+0 |
Jun13 |
110706 |
99.50 |
99.50 |
99.50 |
99.50 |
unch |
|
|
|
Total Volume and Open Interest |
7 |
6,450 |
+100 |
Japanese Gov't Bonds(SGX) |
Sep11 |
110706 |
140.78 |
140.89 |
140.59 |
140.73 |
-0.08 |
1,517 |
23,889 |
+21 |
Dec11 |
110706 |
140.28 |
140.28 |
140.28 |
140.28 |
-0.08 |
0 |
2 |
+0 |
Mar12 |
110706 |
138.19 |
138.19 |
138.19 |
138.19 |
-0.08 |
|
|
|
Total Volume and Open Interest |
1,517 |
23,891 |
+21 |
Euro-Bund(EUREX) |
Sep11 |
110706 |
125.71 |
126.64 |
125.64 |
126.52 |
+0.90 |
425,534 |
956,454 |
-50,562 |
Dec11 |
110706 |
124.48 |
125.33 |
124.48 |
125.25 |
+0.88 |
40 |
282 |
+27 |
Mar12 |
110706 |
125.20 |
125.20 |
125.20 |
125.20 |
+0.90 |
|
|
|
Total Volume and Open Interest |
425,574 |
956,736 |
+13,588 |
Euro-Bobl(EUREX) |
Sep11 |
110706 |
116.73 |
117.37 |
116.68 |
117.25 |
+0.59 |
240,421 |
749,954 |
-13,003 |
Dec11 |
110706 |
116.30 |
116.30 |
116.30 |
116.30 |
+0.59 |
0 |
677 |
+1 |
Mar12 |
110706 |
116.28 |
116.28 |
116.28 |
116.28 |
+0.59 |
|
|
|
Total Volume and Open Interest |
240,421 |
750,631 |
-13,002 |
3-Mth Euribor(EUREX) |
Sep11 |
110706 |
98.240 |
98.240 |
98.240 |
98.240 |
unch |
275 |
2,005 |
-123 |
Dec11 |
110706 |
98.090 |
98.090 |
98.090 |
98.090 |
+0.025 |
26 |
1,381 |
+26 |
Mar12 |
110706 |
98.015 |
98.015 |
98.015 |
98.015 |
+0.050 |
2 |
831 |
+0 |
Total Volume and Open Interest |
309 |
6,817 |
-97 |
Long Gilt(LIFFE) |
Sep11 |
110629 |
121~06 |
121~06 |
120~12 |
120~22 |
-0~23 |
84,026 |
359,346 |
-16 |
Dec11 |
110706 |
120~07 |
120~07 |
120~07 |
120~07 |
+0~26 |
|
|
|
Total Volume and Open Interest |
67,512 |
354,916 |
-2,052 |
3-Mth Short Sterling(LIFFE) |
Sep11 |
110706 |
99.13 |
99.13 |
99.11 |
99.12 |
unch |
16,461 |
461,537 |
-3,018 |
Dec11 |
110706 |
99.07 |
99.08 |
99.05 |
99.06 |
-0.01 |
21,904 |
492,627 |
+13,256 |
Mar12 |
110706 |
99.00 |
99.01 |
98.98 |
98.99 |
unch |
22,787 |
469,770 |
+1,286 |
Jun12 |
110706 |
98.88 |
98.90 |
98.88 |
98.89 |
+0.02 |
21,575 |
296,474 |
-2,189 |
Sep12 |
110706 |
98.72 |
98.76 |
98.72 |
98.75 |
+0.05 |
23,358 |
290,483 |
+764 |
Dec12 |
110706 |
98.51 |
98.57 |
98.50 |
98.56 |
+0.08 |
21,639 |
264,512 |
+3,729 |
Total Volume and Open Interest |
165,851 |
2,652,082 |
+9,552 |
3-Mth Euribor(LIFFE) |
Sep11 |
110706 |
98.235 |
98.255 |
98.235 |
98.240 |
unch |
75,005 |
719,615 |
-3,326 |
Dec11 |
110706 |
98.065 |
98.110 |
98.065 |
98.090 |
+0.025 |
69,337 |
532,697 |
-3,558 |
Mar12 |
110706 |
97.975 |
98.035 |
97.970 |
98.015 |
+0.050 |
56,060 |
514,755 |
-6,116 |
Total Volume and Open Interest |
403,543 |
3,487,330 |
-36,781 |
3-Mth Aus T-Bills(SFE) |
Sep11 |
110706 |
95.17 |
95.19 |
95.14 |
95.16 |
-0.01 |
19,842 |
242,708 |
-6,969 |
Dec11 |
110706 |
95.16 |
95.18 |
95.14 |
95.16 |
unch |
18,114 |
254,328 |
-1,627 |
Mar12 |
110706 |
95.11 |
95.14 |
95.09 |
95.11 |
unch |
11,146 |
126,614 |
-4,857 |
Jun12 |
110706 |
95.03 |
95.07 |
95.02 |
95.04 |
+0.01 |
4,994 |
81,500 |
-579 |
Sep12 |
110706 |
94.96 |
95.00 |
94.95 |
94.97 |
unch |
4,197 |
55,462 |
+1,782 |
Dec12 |
110706 |
94.91 |
94.92 |
94.90 |
94.91 |
unch |
1,773 |
33,736 |
-264 |
Mar13 |
110706 |
94.86 |
94.87 |
94.84 |
94.86 |
unch |
471 |
28,440 |
+449 |
Jun13 |
110706 |
94.79 |
94.80 |
94.78 |
94.79 |
unch |
204 |
10,511 |
+172 |
Sep13 |
110706 |
94.76 |
94.76 |
94.74 |
94.74 |
unch |
2 |
2,047 |
+0 |
Dec13 |
110706 |
94.70 |
94.70 |
94.68 |
94.68 |
unch |
1 |
1,417 |
+0 |
Total Volume and Open Interest |
60,744 |
836,908 |
-11,893 |
10-Year Aus T-Bonds(SFE) |
Sep11 |
110706 |
94.78 |
94.82 |
94.77 |
94.78 |
+0.01 |
34,682 |
397,702 |
+1,641 |
Dec11 |
110706 |
94.78 |
94.78 |
94.78 |
94.78 |
+0.01 |
|
|
|
Total Volume and Open Interest |
34,682 |
397,702 |
+1,641 |
3-Year Aus T-Bonds(SFE) |
Sep11 |
110705 |
95.20 |
95.26 |
95.18 |
95.25 |
+0.11 |
198,305 |
653,962 |
-47,957 |
Dec11 |
110706 |
95.25 |
95.25 |
95.25 |
95.25 |
unch |
|
|
|
Total Volume and Open Interest |
96,604 |
630,283 |
-23,679 |
Gold(CMX) |
Aug11 |
110706 |
1516.2 |
1534.5 |
1510.3 |
1529.2 |
+16.5 |
145,346 |
306,611 |
-583 |
Oct11 |
110706 |
1516.8 |
1535.2 |
1511.6 |
1530.3 |
+16.5 |
1,231 |
12,326 |
-42 |
Dec11 |
110706 |
1518.1 |
1536.4 |
1512.8 |
1531.5 |
+16.5 |
5,315 |
85,386 |
+3,045 |
Feb12 |
110706 |
1517.1 |
1537.2 |
1517.1 |
1532.7 |
+16.4 |
257 |
9,677 |
+42 |
Apr12 |
110706 |
1522.2 |
1539.0 |
1516.4 |
1534.2 |
+16.5 |
161 |
6,548 |
+76 |
Jun12 |
110706 |
1525.2 |
1537.5 |
1525.2 |
1535.8 |
+16.5 |
10 |
13,323 |
-4 |
Aug12 |
110706 |
1537.7 |
1537.7 |
1537.7 |
1537.7 |
+16.4 |
2 |
4,576 |
+2 |
Oct12 |
110706 |
1540.0 |
1540.0 |
1540.0 |
1540.0 |
+16.4 |
84 |
4,109 |
+0 |
Dec12 |
110706 |
1530.0 |
1543.9 |
1529.5 |
1542.5 |
+16.4 |
136 |
10,908 |
+34 |
Feb13 |
110706 |
1545.6 |
1545.6 |
1545.6 |
1545.6 |
+16.3 |
0 |
719 |
+0 |
Apr13 |
110706 |
1549.2 |
1549.2 |
1549.2 |
1549.2 |
+16.0 |
0 |
201 |
+0 |
Jun13 |
110706 |
1553.6 |
1553.6 |
1553.6 |
1553.6 |
+16.0 |
300 |
10,210 |
+66 |
Total Volume and Open Interest |
154,341 |
494,169 |
+3,104 |
Silver(CMX) |
Jul11 |
110706 |
3543.5 |
3619.5 |
3512.0 |
3591.1 |
+50.9 |
1,803 |
1,580 |
-280 |
Sep11 |
110706 |
3549.0 |
3628.5 |
3506.5 |
3591.6 |
+50.6 |
46,214 |
57,541 |
+741 |
Dec11 |
110706 |
3553.0 |
3628.0 |
3511.5 |
3593.6 |
+50.6 |
1,442 |
24,975 |
+71 |
Mar12 |
110706 |
3614.5 |
3614.5 |
3592.9 |
3592.9 |
+50.4 |
8 |
4,929 |
+1 |
May12 |
110706 |
3592.0 |
3592.0 |
3592.0 |
3592.0 |
+50.2 |
0 |
1,511 |
+0 |
Jul12 |
110706 |
3570.5 |
3600.0 |
3570.5 |
3591.5 |
+50.1 |
0 |
1,746 |
+0 |
Sep12 |
110706 |
3596.0 |
3596.0 |
3590.6 |
3590.6 |
+50.0 |
0 |
209 |
+0 |
Total Volume and Open Interest |
49,946 |
111,606 |
+628 |
Platinum(NYMEX) |
Jul11 |
110706 |
1740.0 |
1742.5 |
1733.4 |
1733.4 |
-9.2 |
54 |
222 |
-39 |
Oct11 |
110706 |
1742.0 |
1752.8 |
1721.7 |
1733.4 |
-8.7 |
5,590 |
30,241 |
-151 |
Jan12 |
110706 |
1741.5 |
1741.9 |
1730.6 |
1736.6 |
-8.8 |
20 |
831 |
+19 |
Apr12 |
110706 |
1746.9 |
1746.9 |
1739.4 |
1739.4 |
-8.5 |
0 |
72 |
+0 |
Total Volume and Open Interest |
5,664 |
31,375 |
-171 |
Palladium(NYMEX) |
Sep11 |
110706 |
774.35 |
780.50 |
765.00 |
773.20 |
-2.45 |
2,195 |
19,046 |
+97 |
Dec11 |
110706 |
776.25 |
777.05 |
766.60 |
774.30 |
-2.45 |
16 |
729 |
+12 |
Mar12 |
110706 |
119.39 |
120.14 |
119.39 |
120.14 |
-2.45 |
0 |
48 |
+0 |
Total Volume and Open Interest |
2,211 |
19,825 |
+109 |
Copper(CMX) |
Jul11 |
110706 |
432.70 |
433.50 |
429.80 |
432.65 |
-1.25 |
1,126 |
6,559 |
-748 |
Sep11 |
110706 |
434.10 |
434.80 |
430.10 |
433.50 |
-1.25 |
29,205 |
79,543 |
+3,022 |
Dec11 |
110706 |
435.15 |
436.05 |
431.65 |
435.05 |
-1.15 |
2,409 |
28,538 |
+537 |
Mar12 |
110706 |
434.30 |
436.15 |
434.30 |
436.10 |
-1.00 |
536 |
10,463 |
+112 |
May12 |
110706 |
434.75 |
436.25 |
434.30 |
436.25 |
-0.90 |
4 |
1,821 |
-1 |
Total Volume and Open Interest |
33,747 |
134,802 |
+2,851 |
DJIA Index(CBOT) |
Sep11 |
110706 |
12527 |
12585 |
12484 |
12569 |
+36 |
610 |
7,537 |
-22 |
Dec11 |
110706 |
12500 |
12500 |
12465 |
12500 |
+35 |
0 |
85 |
+0 |
Mar12 |
110706 |
12441 |
12441 |
12406 |
12441 |
+35 |
|
|
|
Jun12 |
110706 |
12374 |
12374 |
12339 |
12374 |
+35 |
|
|
|
Total Volume and Open Interest |
610 |
7,622 |
-22 |
Mini DJIA Index(CBOT) |
Sep11 |
110706 |
12528 |
12586 |
12478 |
12569 |
+36 |
121,985 |
97,282 |
+9,094 |
Dec11 |
110706 |
12467 |
12504 |
12430 |
12500 |
+35 |
66 |
317 |
-44 |
Mar12 |
110706 |
12441 |
12441 |
12441 |
12441 |
+35 |
0 |
11 |
+0 |
Jun12 |
110706 |
12374 |
12374 |
12374 |
12374 |
+35 |
|
|
|
Total Volume and Open Interest |
122,051 |
97,610 |
+9,050 |
S & P 500(CME) |
Sep11 |
110706 |
1336.30 |
1340.60 |
1326.50 |
1335.80 |
-0.90 |
15,187 |
258,275 |
+1,694 |
Dec11 |
110706 |
1330.40 |
1331.80 |
1322.30 |
1330.40 |
-0.90 |
200 |
10,624 |
+150 |
Mar12 |
110706 |
1324.90 |
1326.30 |
1316.80 |
1324.90 |
-0.90 |
0 |
4 |
+0 |
Jun12 |
110706 |
1319.90 |
1321.30 |
1311.80 |
1319.90 |
-0.90 |
0 |
5 |
+0 |
Total Volume and Open Interest |
15,387 |
268,908 |
+1,844 |
S & P 500 E-Mini(Globex) |
Sep11 |
110706 |
1336.00 |
1340.75 |
1326.50 |
1335.75 |
-1.00 |
1,955,127 |
2,468,230 |
-22,189 |
Dec11 |
110706 |
1331.00 |
1335.00 |
1321.75 |
1330.50 |
-0.75 |
827 |
8,999 |
-29 |
Total Volume and Open Interest |
1,955,957 |
2,477,281 |
-22,219 |
NASDAQ 100(CME) |
Sep11 |
110706 |
2370.00 |
2380.50 |
2358.00 |
2375.30 |
+3.30 |
2,282 |
10,754 |
+837 |
Dec11 |
110706 |
2370.00 |
2370.00 |
2355.00 |
2370.00 |
+3.20 |
0 |
2 |
+0 |
Mar12 |
110706 |
2367.50 |
2368.30 |
2367.50 |
2367.50 |
+3.20 |
|
|
|
Total Volume and Open Interest |
2,282 |
10,756 |
+837 |
NASDAQ 100 E-Mini(Globex) |
Sep11 |
110706 |
2370.00 |
2380.80 |
2358.50 |
2375.30 |
+3.30 |
238,609 |
288,216 |
+14,171 |
Dec11 |
110706 |
2368.50 |
2375.80 |
2354.50 |
2370.00 |
+3.20 |
30 |
149 |
+0 |
Total Volume and Open Interest |
238,639 |
288,365 |
+14,171 |
S & P Midcap 400(CME) |
Sep11 |
110706 |
998.25 |
1000.70 |
998.25 |
1000.70 |
+4.90 |
2 |
907 |
+1 |
Dec11 |
110706 |
999.40 |
999.40 |
998.50 |
999.40 |
+4.90 |
|
|
|
Mar12 |
110706 |
997.70 |
997.70 |
996.80 |
997.70 |
+4.90 |
|
|
|
Total Volume and Open Interest |
2 |
907 |
+1 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Sep11 |
110630 |
9865 |
9940 |
9805 |
9900 |
+220 |
11,736 |
31,666 |
+3,008 |
Dec11 |
110706 |
10045 |
10045 |
9990 |
10045 |
+55 |
0 |
1 |
+0 |
Total Volume and Open Interest |
6,440 |
33,608 |
-1,008 |
Nikkei 225(SGX) |
Sep11 |
110706 |
9960 |
10085 |
9955 |
10080 |
+120 |
75,855 |
181,406 |
+9,448 |
Dec11 |
110706 |
9910 |
10025 |
9910 |
10025 |
+120 |
1 |
8,206 |
+13 |
Mar12 |
110706 |
10020 |
10020 |
10020 |
10020 |
+120 |
0 |
10 |
+0 |
Total Volume and Open Interest |
76,028 |
203,759 |
+9,139 |
CAC 40(EURONEXT) |
Jul11 |
110706 |
3999.5 |
4001.0 |
3942.5 |
3963.0 |
-21.0 |
50,709 |
331,504 |
-8,519 |
Aug11 |
110706 |
3968.5 |
3986.5 |
3955.0 |
3967.5 |
-21.5 |
15 |
158 |
+65 |
Sep11 |
110706 |
4003.0 |
4003.0 |
3950.0 |
3966.0 |
-22.0 |
641 |
19,073 |
-1,043 |
Total Volume and Open Interest |
51,365 |
350,766 |
-9,497 |
Hang Seng Index(HKFE) |
Jul11 |
110706 |
22684 |
22772 |
22470 |
22470 |
-316 |
65,898 |
87,380 |
-11,051 |
Aug11 |
110706 |
22650 |
22723 |
22435 |
22435 |
-310 |
420 |
222 |
+222 |
Sep11 |
110706 |
22554 |
22593 |
22341 |
22341 |
-317 |
296 |
3,079 |
+20 |
Total Volume and Open Interest |
66,708 |
94,290 |
-34,786 |
DAX(EUREX) |
Sep11 |
110706 |
7490.5 |
7495.0 |
7419.0 |
7450.5 |
-20.5 |
47,429 |
145,192 |
+302 |
Dec11 |
110706 |
7511.5 |
7511.5 |
7450.0 |
7481.5 |
-20.0 |
56 |
8,075 |
+114 |
Mar12 |
110706 |
7500.0 |
7519.5 |
7500.0 |
7516.0 |
-20.5 |
70 |
300 |
+81 |
Total Volume and Open Interest |
47,555 |
153,567 |
+497 |
FT-SE 100(EURONEXT) |
Sep11 |
110706 |
5989.00 |
6006.00 |
5940.00 |
5967.00 |
-21.00 |
50,412 |
671,749 |
+12,898 |
Dec11 |
110706 |
5980.00 |
5980.00 |
5919.50 |
5943.50 |
-21.00 |
5 |
801 |
+3 |
Mar12 |
110706 |
5906.00 |
5906.00 |
5906.00 |
5906.00 |
-21.00 |
0 |
170 |
+0 |
Total Volume and Open Interest |
50,417 |
672,730 |
+12,901 |
SPI 200(SFE) |
Sep11 |
110706 |
4589.0 |
4610.0 |
4563.0 |
4591.0 |
+1.0 |
24,441 |
182,421 |
-9,743 |
Dec11 |
110706 |
4592.0 |
4609.0 |
4592.0 |
4609.0 |
+3.0 |
39 |
4,564 |
-144 |
Mar12 |
110706 |
4588.0 |
4598.0 |
4588.0 |
4598.0 |
+1.0 |
0 |
1,600 |
+141 |
Total Volume and Open Interest |
24,692 |
191,756 |
-9,408 |
GSCI(CME) |
Jul11 |
110706 |
15.64 |
19.89 |
14.64 |
18.64 |
-1.00 |
196 |
10,478 |
-4 |
Aug11 |
110706 |
17.14 |
22.14 |
15.64 |
20.14 |
-1.00 |
0 |
32 |
+0 |
Sep11 |
110706 |
21.14 |
22.64 |
17.64 |
21.14 |
-1.00 |
|
|
|
Total Volume and Open Interest |
196 |
10,510 |
-4 |
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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