|
MRCI's End of Day Prices |
Daily Futures Price Listing Mon July 11, 2011 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Jul11 |
110711 |
1356.25 |
1359.25 |
1343.75 |
1352.50 |
+0.50 |
3,849 |
3,513 |
-1,693 |
Aug11 |
110711 |
1350.00 |
1356.75 |
1338.00 |
1346.50 |
-0.25 |
22,373 |
65,658 |
+48 |
Sep11 |
110711 |
1348.75 |
1355.00 |
1335.25 |
1344.50 |
-0.50 |
7,623 |
30,773 |
+122 |
Nov11 |
110711 |
1350.25 |
1356.75 |
1337.75 |
1347.00 |
+0.50 |
63,899 |
294,845 |
+287 |
Jan12 |
110711 |
1356.50 |
1364.25 |
1347.75 |
1357.25 |
+1.25 |
7,388 |
44,138 |
+131 |
Mar12 |
110711 |
1367.75 |
1368.00 |
1354.50 |
1362.25 |
+3.25 |
2,450 |
21,156 |
-6 |
May12 |
110711 |
1360.00 |
1367.00 |
1353.00 |
1361.50 |
+3.00 |
2,666 |
27,042 |
+239 |
Total Volume and Open Interest |
112,268 |
520,365 |
-251 |
Soybean Meal(CBOT) |
Jul11 |
110711 |
345.00 |
346.20 |
343.40 |
346.00 |
-0.30 |
2,391 |
1,322 |
-559 |
Aug11 |
110711 |
348.00 |
350.40 |
344.40 |
347.70 |
-0.30 |
16,215 |
42,557 |
-1,686 |
Sep11 |
110711 |
349.30 |
350.90 |
345.10 |
348.50 |
+0.20 |
7,142 |
27,025 |
+1,822 |
Oct11 |
110711 |
348.70 |
350.40 |
345.20 |
349.70 |
+1.40 |
3,087 |
16,117 |
-716 |
Dec11 |
110711 |
350.30 |
352.60 |
346.70 |
351.70 |
+1.70 |
22,272 |
73,569 |
-2,019 |
Jan12 |
110711 |
351.30 |
353.80 |
349.10 |
353.30 |
+2.00 |
850 |
6,752 |
+13 |
Mar12 |
110711 |
353.60 |
355.30 |
351.30 |
354.70 |
+2.50 |
947 |
5,157 |
+259 |
May12 |
110711 |
352.70 |
355.10 |
351.80 |
354.20 |
+2.40 |
1,714 |
6,754 |
+437 |
Total Volume and Open Interest |
55,285 |
184,618 |
-2,344 |
Soybean Oil(CBOT) |
Jul11 |
110711 |
56.32 |
56.45 |
55.66 |
56.20 |
unch |
3,589 |
3,593 |
-1,529 |
Aug11 |
110711 |
56.49 |
56.70 |
55.75 |
56.32 |
unch |
22,112 |
41,906 |
-1,593 |
Sep11 |
110711 |
56.73 |
56.94 |
55.98 |
56.54 |
-0.01 |
8,687 |
37,450 |
+601 |
Oct11 |
110711 |
57.01 |
57.11 |
56.26 |
56.78 |
-0.04 |
2,705 |
17,685 |
+281 |
Dec11 |
110711 |
57.47 |
57.69 |
56.70 |
57.26 |
-0.05 |
44,274 |
145,525 |
+2,541 |
Jan12 |
110711 |
57.59 |
57.93 |
57.01 |
57.57 |
-0.02 |
1,155 |
15,299 |
+402 |
Mar12 |
110711 |
57.77 |
57.86 |
57.35 |
57.86 |
-0.03 |
1,488 |
12,270 |
+454 |
May12 |
110711 |
57.80 |
58.06 |
57.55 |
58.01 |
-0.03 |
2,129 |
6,473 |
-271 |
Total Volume and Open Interest |
86,624 |
284,649 |
+942 |
Canola(WCE) |
Jul11 |
110711 |
576.0 |
576.0 |
576.0 |
576.0 |
-2.4 |
43 |
58 |
-73 |
Nov11 |
110711 |
563.4 |
564.7 |
558.7 |
561.0 |
-2.4 |
10,229 |
120,770 |
-2,548 |
Jan12 |
110711 |
570.8 |
572.9 |
569.1 |
569.1 |
-2.0 |
1,196 |
13,862 |
+821 |
Mar12 |
110711 |
575.2 |
579.8 |
575.2 |
576.1 |
-1.6 |
131 |
5,017 |
-5 |
May12 |
110711 |
579.4 |
581.0 |
579.0 |
579.7 |
-2.7 |
136 |
2,684 |
+50 |
Total Volume and Open Interest |
11,938 |
146,097 |
-1,583 |
Corn(CBOT) |
Jul11 |
110711 |
672.50 |
681.50 |
663.50 |
681.50 |
+9.25 |
5,513 |
6,043 |
-1,161 |
Sep11 |
110711 |
644.00 |
645.00 |
631.25 |
643.00 |
+0.75 |
52,537 |
380,602 |
-1,615 |
Dec11 |
110711 |
638.25 |
639.75 |
625.00 |
632.75 |
-4.25 |
105,602 |
487,465 |
-4,419 |
Mar12 |
110711 |
650.00 |
651.00 |
637.25 |
645.75 |
-3.50 |
10,556 |
112,108 |
+174 |
May12 |
110711 |
656.25 |
657.75 |
645.00 |
652.75 |
-3.50 |
2,018 |
24,787 |
+39 |
Jul12 |
110711 |
663.00 |
664.25 |
652.00 |
658.75 |
-3.75 |
6,275 |
70,374 |
+2,945 |
Total Volume and Open Interest |
188,149 |
1,185,586 |
-4,639 |
Wheat(CBOT) |
Jul11 |
110711 |
643.00 |
650.50 |
629.25 |
636.00 |
-14.50 |
1,376 |
1,029 |
-708 |
Sep11 |
110711 |
655.00 |
655.50 |
626.25 |
639.25 |
-12.00 |
44,971 |
180,733 |
-145 |
Dec11 |
110711 |
695.00 |
695.00 |
664.00 |
674.00 |
-16.50 |
23,762 |
139,959 |
+578 |
Mar12 |
110711 |
722.25 |
724.50 |
695.00 |
704.75 |
-16.25 |
5,939 |
39,455 |
+182 |
May12 |
110711 |
742.75 |
742.75 |
715.00 |
726.75 |
-16.00 |
914 |
9,204 |
-49 |
Total Volume and Open Interest |
79,724 |
434,657 |
+186 |
Wheat(KCBT) |
Jul11 |
110711 |
708.00 |
708.00 |
684.50 |
692.00 |
-15.75 |
2,142 |
1,083 |
-1,587 |
Sep11 |
110711 |
729.00 |
732.00 |
702.75 |
711.25 |
-16.00 |
12,786 |
75,380 |
+156 |
Dec11 |
110711 |
754.25 |
755.75 |
729.50 |
738.25 |
-15.75 |
5,722 |
54,971 |
-280 |
Mar12 |
110711 |
771.50 |
772.25 |
746.50 |
754.25 |
-15.25 |
2,327 |
13,168 |
+191 |
May12 |
110711 |
780.00 |
781.50 |
756.00 |
763.25 |
-13.00 |
317 |
3,034 |
+15 |
Total Volume and Open Interest |
24,059 |
163,448 |
-1,376 |
Wheat(MGE) |
Jul11 |
110711 |
814.50 |
814.50 |
814.50 |
814.50 |
-35.50 |
112 |
1,154 |
-36 |
Sep11 |
110711 |
820.00 |
821.00 |
791.00 |
794.25 |
-22.75 |
2,811 |
24,960 |
-234 |
Dec11 |
110711 |
820.00 |
821.75 |
793.25 |
798.25 |
-18.50 |
1,425 |
19,527 |
-14 |
Mar12 |
110711 |
828.25 |
832.00 |
804.25 |
809.75 |
-18.00 |
541 |
4,856 |
+64 |
May12 |
110711 |
834.50 |
835.75 |
806.00 |
812.75 |
-17.75 |
222 |
2,528 |
-25 |
Total Volume and Open Interest |
5,352 |
59,946 |
-258 |
Oats(CBOT) |
Jul11 |
110711 |
346.00 |
346.00 |
345.50 |
346.00 |
+0.50 |
5 |
8 |
-8 |
Sep11 |
110711 |
350.00 |
350.00 |
340.00 |
347.50 |
-2.00 |
218 |
4,082 |
-14 |
Dec11 |
110711 |
359.00 |
359.75 |
348.00 |
354.75 |
-2.00 |
395 |
7,459 |
-108 |
Mar12 |
110711 |
365.25 |
367.25 |
365.25 |
365.25 |
-2.00 |
4 |
770 |
+3 |
Total Volume and Open Interest |
622 |
12,365 |
-127 |
Rough Rice(CBOT) |
Jul11 |
110711 |
15.00 |
15.17 |
14.81 |
14.81 |
-0.51 |
89 |
400 |
-80 |
Sep11 |
110711 |
16.06 |
16.09 |
15.63 |
15.63 |
-0.50 |
1,029 |
10,279 |
-203 |
Nov11 |
110711 |
16.27 |
16.31 |
15.94 |
15.94 |
-0.50 |
126 |
5,248 |
-59 |
Jan12 |
110711 |
16.31 |
16.69 |
16.25 |
16.26 |
-0.49 |
2 |
358 |
-2 |
Total Volume and Open Interest |
1,247 |
16,728 |
-345 |
Live Cattle(CME) |
Aug11 |
110711 |
114.250 |
115.480 |
113.800 |
114.700 |
+0.050 |
32,184 |
117,494 |
-5,163 |
Oct11 |
110711 |
120.000 |
121.250 |
119.430 |
120.650 |
+0.450 |
23,860 |
101,412 |
+6,162 |
Dec11 |
110711 |
124.000 |
125.050 |
123.385 |
125.000 |
+0.450 |
10,781 |
69,428 |
+1,583 |
Feb12 |
110711 |
125.480 |
126.350 |
124.900 |
126.330 |
+0.430 |
4,959 |
25,955 |
+742 |
Apr12 |
110711 |
126.350 |
127.200 |
125.900 |
127.200 |
+0.150 |
1,780 |
12,410 |
+640 |
Jun12 |
110711 |
121.900 |
122.680 |
121.600 |
122.650 |
-0.050 |
411 |
4,514 |
+200 |
Total Volume and Open Interest |
74,096 |
331,863 |
+4,183 |
Feeder Cattle(CME) |
Aug11 |
110711 |
142.950 |
144.130 |
142.035 |
143.350 |
-0.250 |
3,840 |
19,358 |
-30 |
Sep11 |
110711 |
143.600 |
144.650 |
142.785 |
144.000 |
-0.400 |
1,396 |
8,506 |
+386 |
Oct11 |
110711 |
144.285 |
145.000 |
143.235 |
144.600 |
-0.885 |
1,413 |
6,425 |
+299 |
Nov11 |
110711 |
144.575 |
145.000 |
143.250 |
144.700 |
-0.550 |
609 |
3,888 |
+212 |
Jan12 |
110711 |
143.250 |
143.250 |
141.400 |
143.100 |
-0.700 |
199 |
1,600 |
+103 |
Mar12 |
110711 |
142.000 |
142.350 |
140.735 |
142.300 |
-0.650 |
65 |
268 |
+24 |
Apr12 |
110711 |
141.500 |
142.500 |
140.950 |
142.500 |
unch |
51 |
108 |
+40 |
Total Volume and Open Interest |
7,597 |
40,214 |
+1,054 |
Lean Hogs(CME) |
Jul11 |
110711 |
95.885 |
96.930 |
95.330 |
96.135 |
+0.250 |
7,779 |
9,171 |
-1,288 |
Aug11 |
110711 |
95.885 |
99.180 |
95.600 |
99.180 |
+3.000 |
26,338 |
62,795 |
-4,338 |
Oct11 |
110711 |
89.800 |
92.750 |
89.385 |
92.750 |
+3.000 |
16,178 |
64,501 |
+1,169 |
Dec11 |
110711 |
87.500 |
90.785 |
87.330 |
90.250 |
+2.350 |
11,280 |
52,036 |
+1,655 |
Feb12 |
110711 |
89.180 |
91.200 |
89.100 |
90.635 |
+1.085 |
4,842 |
23,068 |
+1,531 |
Apr12 |
110711 |
90.300 |
92.000 |
89.950 |
91.900 |
+1.400 |
2,455 |
11,903 |
+953 |
May12 |
110711 |
94.000 |
95.300 |
93.700 |
95.300 |
+1.500 |
30 |
604 |
+26 |
Jun12 |
110711 |
96.000 |
97.250 |
95.850 |
97.100 |
+1.050 |
923 |
6,614 |
+526 |
Total Volume and Open Interest |
70,318 |
234,418 |
+623 |
Class III Milk(CME) |
Jul11 |
110701 |
20.53 |
20.55 |
20.40 |
20.51 |
-0.01 |
581 |
6,091 |
+126 |
Aug11 |
110711 |
19.19 |
19.35 |
19.16 |
19.26 |
+0.10 |
266 |
5,900 |
-4 |
Sep11 |
110711 |
18.65 |
18.69 |
18.55 |
18.64 |
+0.09 |
135 |
5,134 |
+7 |
Oct11 |
110711 |
18.09 |
18.13 |
18.00 |
18.06 |
+0.02 |
110 |
4,301 |
+8 |
Nov11 |
110711 |
17.49 |
17.56 |
17.40 |
17.46 |
+0.04 |
50 |
3,663 |
+5 |
Total Volume and Open Interest |
1,011 |
33,224 |
+260 |
Cocoa(ICE) |
Jul11 |
110711 |
3058 |
3058 |
3058 |
3058 |
-41 |
1 |
22 |
-1 |
Sep11 |
110711 |
3080 |
3089 |
3044 |
3050 |
-41 |
8,242 |
73,518 |
+721 |
Dec11 |
110711 |
3108 |
3112 |
3070 |
3076 |
-41 |
2,508 |
39,097 |
-181 |
Mar12 |
110711 |
3134 |
3147 |
3110 |
3114 |
-42 |
676 |
32,611 |
+148 |
May12 |
110711 |
3117 |
3117 |
3114 |
3115 |
-42 |
70 |
10,210 |
+10 |
Jul12 |
110711 |
3117 |
3117 |
3117 |
3117 |
-42 |
33 |
4,130 |
-4 |
Sep12 |
110711 |
3139 |
3147 |
3123 |
3123 |
-42 |
250 |
6,706 |
+119 |
Total Volume and Open Interest |
11,798 |
173,437 |
+809 |
Coffee "C"(ICE) |
Jul11 |
110711 |
257.90 |
257.90 |
257.90 |
257.90 |
-5.25 |
4 |
92 |
+0 |
Sep11 |
110711 |
262.70 |
263.00 |
256.10 |
259.05 |
-4.25 |
11,835 |
54,805 |
+555 |
Dec11 |
110711 |
266.20 |
266.70 |
260.10 |
262.85 |
-4.10 |
1,968 |
35,177 |
+112 |
Mar12 |
110711 |
268.10 |
268.95 |
263.60 |
265.30 |
-3.75 |
644 |
9,370 |
-187 |
May12 |
110711 |
268.70 |
270.45 |
264.25 |
266.70 |
-3.60 |
130 |
4,063 |
+32 |
Jul12 |
110711 |
269.45 |
269.45 |
265.95 |
265.95 |
-3.10 |
60 |
1,830 |
+13 |
Total Volume and Open Interest |
14,672 |
108,196 |
+552 |
Orange Juice(ICE) |
Jul11 |
110711 |
204.80 |
204.80 |
194.60 |
196.00 |
-8.00 |
238 |
550 |
-97 |
Sep11 |
110711 |
191.15 |
192.00 |
186.50 |
186.95 |
-4.20 |
560 |
26,273 |
+58 |
Nov11 |
110711 |
177.95 |
177.95 |
175.25 |
176.50 |
-3.10 |
186 |
6,102 |
+57 |
Jan12 |
110711 |
173.00 |
173.35 |
172.00 |
172.75 |
-2.10 |
40 |
1,301 |
+35 |
Mar12 |
110711 |
172.65 |
172.85 |
172.10 |
172.25 |
-1.85 |
0 |
266 |
+0 |
May12 |
110711 |
174.00 |
174.00 |
171.45 |
171.45 |
-1.85 |
0 |
179 |
+0 |
Total Volume and Open Interest |
1,024 |
34,784 |
+53 |
Sugar #11(ICE) |
Oct11 |
110711 |
28.90 |
29.36 |
28.64 |
28.92 |
-0.44 |
79,073 |
310,151 |
+3,122 |
Mar12 |
110711 |
28.01 |
28.38 |
27.78 |
28.07 |
-0.34 |
30,072 |
142,903 |
+440 |
May12 |
110711 |
26.50 |
26.90 |
26.38 |
26.72 |
-0.24 |
8,853 |
43,522 |
+1,844 |
Jul12 |
110711 |
25.48 |
25.74 |
25.31 |
25.62 |
-0.16 |
5,412 |
64,404 |
-212 |
Oct12 |
110711 |
24.77 |
24.92 |
24.57 |
24.87 |
-0.11 |
2,222 |
26,413 |
+110 |
Total Volume and Open Interest |
126,671 |
625,020 |
+5,576 |
London Cocoa(LCE) |
Jul11 |
110711 |
1906 |
1928 |
1903 |
1905 |
-21 |
11,906 |
30,046 |
-6,394 |
Sep11 |
110711 |
1935 |
1954 |
1929 |
1933 |
-11 |
16,758 |
56,429 |
+7,293 |
Dec11 |
110711 |
1961 |
1985 |
1956 |
1962 |
-5 |
1,926 |
41,859 |
+254 |
Mar12 |
110711 |
1977 |
1999 |
1973 |
1977 |
-7 |
1,207 |
38,789 |
-194 |
May12 |
110711 |
1987 |
2006 |
1985 |
1986 |
-5 |
169 |
13,514 |
+65 |
Jul12 |
110711 |
1997 |
2009 |
1995 |
1995 |
-5 |
28 |
4,151 |
+8 |
Sep12 |
110711 |
2006 |
2022 |
2004 |
2004 |
-5 |
32 |
3,473 |
+23 |
Total Volume and Open Interest |
32,026 |
196,371 |
+967 |
London Sugar(LCE) |
Oct11 |
110711 |
735.40 |
751.00 |
733.80 |
746.80 |
-1.00 |
4,987 |
20,819 |
+1,274 |
Dec11 |
110711 |
711.60 |
718.40 |
705.50 |
715.90 |
-2.90 |
978 |
5,984 |
+233 |
Mar12 |
110711 |
699.90 |
708.20 |
698.50 |
705.90 |
-2.30 |
694 |
7,407 |
+327 |
May12 |
110711 |
684.80 |
684.80 |
681.30 |
681.30 |
-3.20 |
232 |
3,027 |
+42 |
Aug12 |
110711 |
656.00 |
659.00 |
655.50 |
655.50 |
-3.20 |
65 |
1,582 |
-31 |
Total Volume and Open Interest |
10,548 |
53,250 |
+1,570 |
Cotton(ICE) |
Oct11 |
110711 |
115.77 |
115.77 |
111.58 |
111.58 |
-5.00 |
73 |
519 |
+20 |
Dec11 |
110711 |
113.57 |
113.80 |
108.88 |
108.88 |
-5.00 |
10,071 |
103,583 |
+884 |
Mar12 |
110711 |
108.04 |
108.50 |
103.44 |
103.44 |
-5.00 |
1,450 |
20,388 |
+488 |
May12 |
110711 |
104.12 |
104.12 |
100.38 |
100.38 |
-5.00 |
309 |
4,563 |
-18 |
Jul12 |
110711 |
101.52 |
101.52 |
98.11 |
98.11 |
-5.00 |
25 |
6,344 |
-1 |
Oct12 |
110711 |
96.76 |
96.76 |
96.76 |
96.76 |
-5.00 |
0 |
3 |
+0 |
Total Volume and Open Interest |
11,944 |
138,901 |
+536 |
Lumber(CME) |
Jul11 |
110711 |
247.0 |
258.4 |
243.8 |
247.1 |
-1.7 |
179 |
655 |
-19 |
Sep11 |
110711 |
269.1 |
276.0 |
264.0 |
264.0 |
-2.0 |
319 |
6,205 |
+89 |
Nov11 |
110711 |
279.3 |
286.1 |
275.0 |
277.5 |
-4.0 |
148 |
2,095 |
+36 |
Jan12 |
110711 |
299.0 |
306.5 |
297.0 |
301.5 |
-0.5 |
178 |
596 |
+148 |
Total Volume and Open Interest |
833 |
9,588 |
+260 |
Crude Oil(NYM) |
Aug11 |
110711 |
96.10 |
96.75 |
94.14 |
95.15 |
-1.05 |
339,270 |
263,471 |
-14,198 |
Sep11 |
110711 |
96.45 |
96.93 |
94.65 |
95.62 |
-1.08 |
109,073 |
215,305 |
+10,717 |
Oct11 |
110711 |
96.90 |
97.02 |
95.16 |
96.11 |
-1.08 |
59,982 |
79,396 |
+5,686 |
Nov11 |
110711 |
97.61 |
97.67 |
95.68 |
96.64 |
-1.08 |
39,919 |
71,720 |
+6,913 |
Dec11 |
110711 |
98.41 |
98.41 |
96.15 |
97.19 |
-1.04 |
74,566 |
191,545 |
+2,597 |
Jan12 |
110711 |
98.07 |
98.27 |
96.91 |
97.71 |
-1.01 |
13,543 |
52,796 |
-1,220 |
Feb12 |
110711 |
98.80 |
98.80 |
97.22 |
98.20 |
-0.96 |
8,762 |
27,745 |
+690 |
Mar12 |
110711 |
98.51 |
99.04 |
97.75 |
98.64 |
-0.93 |
8,891 |
31,844 |
+587 |
Apr12 |
110711 |
99.00 |
99.36 |
98.35 |
99.04 |
-0.90 |
5,043 |
19,100 |
+168 |
May12 |
110711 |
99.31 |
99.71 |
98.38 |
99.41 |
-0.88 |
4,151 |
18,063 |
+378 |
Jun12 |
110711 |
100.44 |
100.44 |
98.89 |
99.75 |
-0.87 |
13,387 |
72,925 |
-580 |
Jul12 |
110711 |
100.34 |
100.34 |
99.04 |
100.05 |
-0.86 |
1,565 |
31,869 |
-414 |
Aug12 |
110711 |
100.26 |
100.26 |
100.26 |
100.26 |
-0.85 |
510 |
14,025 |
+61 |
Sep12 |
110711 |
100.26 |
100.45 |
100.26 |
100.45 |
-0.84 |
484 |
14,623 |
+19 |
Oct12 |
110711 |
100.65 |
100.65 |
100.65 |
100.65 |
-0.84 |
177 |
10,158 |
-42 |
Nov12 |
110711 |
100.89 |
100.89 |
100.89 |
100.89 |
-0.83 |
336 |
22,302 |
+170 |
Total Volume and Open Interest |
726,406 |
1,536,313 |
+13,778 |
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 |
110711 |
96.700 |
96.700 |
94.700 |
95.625 |
-1.075 |
509 |
2,067 |
+34 |
Oct11 |
110711 |
96.400 |
96.400 |
95.250 |
96.100 |
-1.100 |
70 |
299 |
-2 |
Nov11 |
110711 |
96.550 |
96.650 |
96.300 |
96.650 |
-1.075 |
4 |
172 |
+2 |
Dec11 |
110711 |
97.200 |
97.200 |
97.200 |
97.200 |
-1.025 |
22 |
288 |
-16 |
Jan12 |
110711 |
97.700 |
97.700 |
97.700 |
97.700 |
-1.025 |
2 |
6 |
+0 |
Feb12 |
110711 |
98.200 |
98.200 |
98.200 |
98.200 |
-0.950 |
0 |
3 |
+0 |
Mar12 |
110711 |
98.000 |
99.000 |
98.000 |
98.650 |
-0.925 |
0 |
11 |
+0 |
Apr12 |
110711 |
99.050 |
99.050 |
99.050 |
99.050 |
-0.900 |
|
|
|
Total Volume and Open Interest |
9,334 |
6,507 |
+318 |
Heating Oil(NYM) |
Aug11 |
110711 |
309.59 |
311.50 |
303.76 |
308.75 |
-0.89 |
64,267 |
84,491 |
-276 |
Sep11 |
110711 |
310.12 |
312.53 |
305.00 |
309.82 |
-0.99 |
26,626 |
47,558 |
+2,289 |
Oct11 |
110711 |
308.91 |
313.43 |
306.38 |
311.06 |
-1.11 |
18,677 |
27,844 |
+1,588 |
Nov11 |
110711 |
311.15 |
313.87 |
307.96 |
312.62 |
-1.19 |
9,406 |
24,133 |
+810 |
Dec11 |
110711 |
314.80 |
316.40 |
309.67 |
314.16 |
-1.29 |
16,372 |
35,180 |
+1,126 |
Jan12 |
110711 |
315.94 |
316.15 |
312.19 |
315.60 |
-1.41 |
4,560 |
23,571 |
-477 |
Feb12 |
110711 |
313.85 |
315.88 |
313.85 |
315.87 |
-1.44 |
731 |
9,674 |
+131 |
Mar12 |
110711 |
313.15 |
315.12 |
313.15 |
315.11 |
-1.43 |
645 |
7,092 |
+233 |
Apr12 |
110711 |
311.31 |
313.16 |
311.20 |
313.16 |
-1.40 |
96 |
3,541 |
+36 |
May12 |
110711 |
311.25 |
311.25 |
311.25 |
311.25 |
-1.39 |
231 |
2,764 |
+56 |
Jun12 |
110711 |
308.88 |
311.55 |
306.83 |
310.25 |
-1.30 |
1,020 |
20,911 |
-216 |
Jul12 |
110711 |
310.75 |
310.75 |
310.75 |
310.75 |
-1.30 |
180 |
2,032 |
-15 |
Total Volume and Open Interest |
143,322 |
300,316 |
+5,144 |
Gasoline(NYMEX) |
Aug11 |
110711 |
309.58 |
310.33 |
302.60 |
307.05 |
-2.21 |
49,978 |
75,713 |
+1,532 |
Sep11 |
110711 |
305.51 |
305.76 |
298.30 |
302.49 |
-2.82 |
26,207 |
48,836 |
+42 |
Oct11 |
110711 |
291.53 |
292.41 |
285.31 |
289.15 |
-3.10 |
15,628 |
25,367 |
+943 |
Nov11 |
110711 |
288.46 |
288.50 |
281.77 |
285.61 |
-3.21 |
8,762 |
14,694 |
-231 |
Dec11 |
110711 |
286.71 |
287.32 |
280.55 |
284.46 |
-2.97 |
12,287 |
29,683 |
+198 |
Jan12 |
110711 |
287.08 |
287.17 |
281.75 |
285.06 |
-2.69 |
2,323 |
9,104 |
+12 |
Feb12 |
110711 |
285.10 |
287.00 |
285.10 |
286.55 |
-2.55 |
1,105 |
5,255 |
+164 |
Mar12 |
110711 |
288.60 |
288.60 |
288.07 |
288.30 |
-2.43 |
1,568 |
6,507 |
+437 |
Apr12 |
110711 |
299.67 |
299.67 |
299.55 |
299.55 |
-2.26 |
587 |
4,554 |
+201 |
May12 |
110711 |
299.23 |
299.58 |
299.23 |
299.58 |
-2.19 |
333 |
1,885 |
+56 |
Total Volume and Open Interest |
120,879 |
238,516 |
+4,170 |
e-miNY RBOB Gasoline(NYM) |
Aug11 |
110711 |
307.10 |
307.10 |
307.05 |
307.10 |
-2.20 |
0 |
3 |
+0 |
Sep11 |
110711 |
302.50 |
302.50 |
302.49 |
302.50 |
-2.80 |
|
|
|
Oct11 |
110711 |
289.20 |
289.20 |
289.15 |
289.20 |
-3.10 |
0 |
1 |
+0 |
Nov11 |
110711 |
285.60 |
285.61 |
285.60 |
285.60 |
-3.20 |
|
|
|
Total Volume and Open Interest |
0 |
6 |
+0 |
Natural Gas(NYM) |
Aug11 |
110711 |
4.231 |
4.338 |
4.182 |
4.288 |
+0.083 |
144,827 |
161,523 |
+861 |
Sep11 |
110711 |
4.231 |
4.330 |
4.179 |
4.277 |
+0.073 |
56,035 |
206,222 |
-458 |
Oct11 |
110711 |
4.258 |
4.350 |
4.200 |
4.302 |
+0.071 |
69,483 |
124,958 |
+786 |
Nov11 |
110711 |
4.402 |
4.492 |
4.348 |
4.447 |
+0.062 |
42,951 |
92,988 |
+5,201 |
Dec11 |
110711 |
4.603 |
4.700 |
4.560 |
4.656 |
+0.056 |
16,379 |
43,444 |
-995 |
Jan12 |
110711 |
4.712 |
4.802 |
4.658 |
4.764 |
+0.055 |
20,611 |
98,693 |
+388 |
Feb12 |
110711 |
4.665 |
4.801 |
4.665 |
4.765 |
+0.055 |
3,315 |
23,329 |
+406 |
Mar12 |
110711 |
4.700 |
4.758 |
4.700 |
4.728 |
+0.055 |
5,915 |
48,485 |
+572 |
Apr12 |
110711 |
4.601 |
4.670 |
4.601 |
4.642 |
+0.056 |
8,519 |
44,596 |
+123 |
May12 |
110711 |
4.685 |
4.685 |
4.653 |
4.666 |
+0.055 |
1,311 |
10,223 |
-223 |
Jun12 |
110711 |
4.652 |
4.725 |
4.630 |
4.699 |
+0.055 |
959 |
11,359 |
-103 |
Jul12 |
110711 |
4.740 |
4.766 |
4.726 |
4.742 |
+0.055 |
765 |
9,413 |
+82 |
Aug12 |
110711 |
4.665 |
4.778 |
4.665 |
4.773 |
+0.055 |
585 |
7,836 |
-47 |
Sep12 |
110711 |
4.769 |
4.783 |
4.769 |
4.783 |
+0.055 |
392 |
7,074 |
-120 |
Oct12 |
110711 |
4.833 |
4.836 |
4.809 |
4.824 |
+0.055 |
3,157 |
30,248 |
+1,343 |
Nov12 |
110711 |
4.980 |
4.980 |
4.962 |
4.976 |
+0.055 |
344 |
4,871 |
+79 |
Total Volume and Open Interest |
377,647 |
1,001,958 |
+8,956 |
Brent Crude Oil(ICE) |
Aug11 |
110711 |
118.27 |
118.40 |
115.22 |
117.24 |
-1.09 |
215,109 |
105,449 |
-10,925 |
Sep11 |
110711 |
117.51 |
117.56 |
114.51 |
116.46 |
-1.24 |
128,846 |
192,904 |
+9,505 |
Oct11 |
110711 |
117.44 |
117.47 |
114.50 |
116.42 |
-1.21 |
71,102 |
78,463 |
+11,007 |
Nov11 |
110711 |
117.52 |
117.56 |
114.63 |
116.53 |
-1.17 |
40,291 |
38,683 |
+2,308 |
Dec11 |
110711 |
117.51 |
117.60 |
114.72 |
116.59 |
-1.13 |
77,190 |
96,406 |
+1,974 |
Jan12 |
110711 |
117.11 |
117.26 |
114.73 |
116.56 |
-1.09 |
9,125 |
20,136 |
-373 |
Feb12 |
110711 |
117.00 |
117.16 |
114.85 |
116.47 |
-1.07 |
4,438 |
17,910 |
+257 |
Mar12 |
110711 |
116.79 |
117.05 |
114.52 |
116.38 |
-1.05 |
3,974 |
32,468 |
+219 |
Apr12 |
110711 |
115.86 |
116.94 |
114.44 |
116.30 |
-1.02 |
1,611 |
11,399 |
+138 |
May12 |
110711 |
116.19 |
116.19 |
116.19 |
116.19 |
-1.01 |
1,042 |
7,940 |
+97 |
Jun12 |
110711 |
115.70 |
116.85 |
114.28 |
116.09 |
-0.98 |
9,525 |
41,059 |
+540 |
Jul12 |
110711 |
115.99 |
115.99 |
115.99 |
115.99 |
-0.95 |
562 |
7,681 |
+127 |
Aug12 |
110711 |
115.87 |
115.87 |
115.87 |
115.87 |
-0.90 |
375 |
4,819 |
+50 |
Sep12 |
110711 |
115.71 |
115.71 |
115.71 |
115.71 |
-0.87 |
410 |
7,161 |
-18 |
Total Volume and Open Interest |
597,218 |
809,883 |
+16,206 |
Gas Oil(ICE) |
Jul11 |
110711 |
967.50 |
974.25 |
952.00 |
958.75 |
-4.00 |
44,580 |
57,564 |
-9,636 |
Aug11 |
110711 |
971.50 |
977.00 |
954.00 |
960.75 |
-5.75 |
104,821 |
138,653 |
+6,429 |
Sep11 |
110711 |
973.25 |
978.75 |
956.25 |
962.75 |
-6.00 |
46,437 |
96,794 |
+11,709 |
Oct11 |
110711 |
974.50 |
980.00 |
958.25 |
964.75 |
-6.00 |
18,712 |
50,307 |
+4,237 |
Nov11 |
110711 |
975.25 |
979.75 |
960.00 |
966.00 |
-6.25 |
6,485 |
31,843 |
+245 |
Dec11 |
110711 |
979.00 |
983.25 |
961.25 |
967.75 |
-6.50 |
33,172 |
56,009 |
-2,825 |
Jan12 |
110711 |
978.25 |
980.00 |
965.00 |
970.00 |
-6.50 |
3,480 |
30,946 |
-621 |
Feb12 |
110711 |
972.50 |
979.00 |
966.25 |
971.00 |
-6.25 |
2,032 |
11,792 |
-628 |
Mar12 |
110711 |
982.00 |
982.00 |
971.50 |
972.00 |
-6.25 |
2,067 |
11,436 |
+150 |
Apr12 |
110711 |
982.25 |
982.25 |
972.00 |
972.00 |
-6.25 |
547 |
8,281 |
-90 |
Total Volume and Open Interest |
271,385 |
601,614 |
+9,965 |
Ethanol(CBOT) |
Jul11 |
110706 |
2.758 |
2.795 |
2.758 |
2.761 |
+0.027 |
42 |
209 |
-19 |
Aug11 |
110711 |
2.684 |
2.718 |
2.684 |
2.713 |
+0.006 |
219 |
1,229 |
-100 |
Sep11 |
110711 |
2.587 |
2.610 |
2.565 |
2.605 |
+0.018 |
146 |
1,683 |
+44 |
Oct11 |
110711 |
2.460 |
2.509 |
2.460 |
2.502 |
+0.022 |
73 |
1,299 |
+49 |
Nov11 |
110711 |
2.403 |
2.438 |
2.391 |
2.432 |
+0.012 |
49 |
898 |
+20 |
Dec11 |
110711 |
2.361 |
2.405 |
2.361 |
2.399 |
+0.009 |
58 |
1,314 |
+8 |
Jan12 |
110711 |
2.345 |
2.366 |
2.345 |
2.357 |
+0.006 |
88 |
568 |
-8 |
Feb12 |
110711 |
2.365 |
2.367 |
2.365 |
2.366 |
+0.004 |
48 |
275 |
-1 |
Total Volume and Open Interest |
789 |
8,775 |
-15 |
WTI Crude Oil(ICE |
Aug11 |
110711 |
96.36 |
96.60 |
94.16 |
95.15 |
-1.05 |
83,321 |
59,984 |
-1,522 |
Sep11 |
110711 |
96.86 |
96.90 |
94.64 |
95.62 |
-1.08 |
36,412 |
61,154 |
+3,429 |
Oct11 |
110711 |
97.05 |
97.06 |
95.13 |
96.11 |
-1.08 |
23,156 |
33,898 |
+1,575 |
Nov11 |
110711 |
97.59 |
97.60 |
95.79 |
96.64 |
-1.08 |
13,859 |
23,900 |
+1,934 |
Dec11 |
110711 |
97.36 |
97.81 |
96.15 |
97.19 |
-1.04 |
29,458 |
88,698 |
+1,734 |
Jan12 |
110711 |
97.82 |
98.27 |
96.69 |
97.71 |
-1.01 |
5,877 |
18,705 |
+711 |
Feb12 |
110711 |
98.30 |
98.62 |
97.48 |
98.20 |
-0.96 |
2,860 |
5,847 |
+277 |
Mar12 |
110711 |
98.72 |
98.94 |
97.97 |
98.64 |
-0.93 |
2,566 |
13,950 |
+256 |
Apr12 |
110711 |
98.82 |
99.04 |
98.41 |
99.04 |
-0.90 |
887 |
4,330 |
+58 |
May12 |
110711 |
99.41 |
99.41 |
99.41 |
99.41 |
-0.88 |
567 |
3,017 |
+46 |
Jun12 |
110711 |
99.11 |
99.99 |
98.89 |
99.75 |
-0.87 |
4,601 |
27,719 |
+240 |
Jul12 |
110711 |
99.43 |
100.05 |
99.43 |
100.05 |
-0.86 |
186 |
4,353 |
-74 |
Aug12 |
110711 |
100.26 |
100.26 |
100.26 |
100.26 |
-0.85 |
0 |
1,276 |
+0 |
Sep12 |
110711 |
100.45 |
100.45 |
100.45 |
100.45 |
-0.84 |
0 |
5,039 |
+0 |
Oct12 |
110711 |
100.65 |
100.65 |
100.65 |
100.65 |
-0.84 |
0 |
527 |
+0 |
Nov12 |
110711 |
100.89 |
100.89 |
100.89 |
100.89 |
-0.83 |
0 |
2,572 |
+0 |
Total Volume and Open Interest |
216,613 |
472,005 |
+9,725 |
US Dollar Index(ICE) |
Sep11 |
110711 |
75.560 |
76.555 |
75.540 |
76.375 |
+0.860 |
21,496 |
45,062 |
-1,015 |
Dec11 |
110711 |
76.255 |
76.950 |
76.255 |
76.805 |
+0.860 |
10 |
532 |
+1 |
Mar12 |
110711 |
77.305 |
77.305 |
77.305 |
77.305 |
+0.860 |
0 |
1 |
+0 |
Total Volume and Open Interest |
21,506 |
45,595 |
-1,014 |
Australian Dollar(CME) |
Sep11 |
110711 |
106.34 |
106.47 |
105.37 |
105.51 |
-0.96 |
98,903 |
128,067 |
+5,462 |
Dec11 |
110711 |
105.05 |
105.30 |
104.29 |
104.36 |
-0.94 |
13 |
327 |
-3 |
Mar12 |
110711 |
103.26 |
104.15 |
103.26 |
103.26 |
-0.89 |
0 |
2 |
+0 |
Total Volume and Open Interest |
98,916 |
128,399 |
+5,459 |
British Pound(CME) |
Sep11 |
110711 |
160.17 |
160.28 |
158.68 |
158.94 |
-1.23 |
95,243 |
123,163 |
+341 |
Dec11 |
110711 |
159.29 |
160.00 |
158.72 |
158.79 |
-1.21 |
1 |
233 |
+0 |
Mar12 |
110711 |
158.63 |
159.83 |
158.63 |
158.63 |
-1.20 |
0 |
2 |
+0 |
Total Volume and Open Interest |
95,244 |
123,404 |
+341 |
Canadian Dollar(CME) |
Sep11 |
110711 |
103.82 |
103.84 |
102.94 |
103.11 |
-0.72 |
75,072 |
103,643 |
+1,682 |
Dec11 |
110711 |
103.45 |
103.61 |
102.76 |
102.91 |
-0.70 |
244 |
3,805 |
-20 |
Mar12 |
110711 |
103.12 |
103.37 |
102.60 |
102.69 |
-0.68 |
11 |
548 |
+1 |
Jun12 |
110711 |
102.43 |
103.09 |
102.43 |
102.44 |
-0.65 |
3 |
254 |
+0 |
Total Volume and Open Interest |
75,330 |
108,384 |
+1,663 |
Japanese Yen(CME) |
Sep11 |
110711 |
124.24 |
124.91 |
123.77 |
124.82 |
+0.74 |
106,598 |
96,082 |
-1,730 |
Dec11 |
110711 |
123.99 |
125.00 |
123.99 |
124.95 |
+0.77 |
18 |
390 |
-4 |
Mar12 |
110711 |
125.14 |
125.14 |
124.33 |
125.14 |
+0.81 |
0 |
43 |
+0 |
Total Volume and Open Interest |
106,616 |
96,531 |
-1,734 |
Swiss Franc(CME) |
Sep11 |
110711 |
119.66 |
120.12 |
119.28 |
119.81 |
+0.21 |
47,922 |
46,543 |
-1,545 |
Dec11 |
110711 |
119.87 |
120.00 |
119.69 |
119.94 |
+0.25 |
6 |
161 |
+1 |
Mar12 |
110711 |
120.10 |
120.10 |
119.82 |
120.10 |
+0.28 |
0 |
2 |
+0 |
Total Volume and Open Interest |
47,928 |
46,709 |
-1,544 |
EuroFX(CME) |
Sep11 |
110711 |
141.92 |
142.14 |
139.58 |
139.96 |
-2.18 |
340,487 |
187,381 |
+2,823 |
Dec11 |
110711 |
141.54 |
141.75 |
139.31 |
139.63 |
-2.12 |
143 |
490 |
+4 |
Mar12 |
110711 |
139.30 |
141.35 |
139.30 |
139.30 |
-2.05 |
0 |
362 |
+0 |
Total Volume and Open Interest |
340,630 |
189,064 |
+2,827 |
Mexican Peso(CME) |
Jul11 |
110711 |
851.2 |
861.2 |
851.2 |
851.2 |
-10.0 |
|
|
|
Aug11 |
110711 |
849.2 |
859.2 |
849.2 |
849.2 |
-10.0 |
|
|
|
Total Volume and Open Interest |
37,870 |
140,037 |
+4,870 |
30-Year T-Bonds(CBOT) |
Sep11 |
110711 |
124~300 |
126~100 |
124~190 |
126~060 |
+1~070 |
268,877 |
591,891 |
-2,161 |
Dec11 |
110711 |
123~180 |
124~260 |
123~160 |
124~220 |
+1~060 |
51 |
590 |
+14 |
Mar12 |
110711 |
123~080 |
123~080 |
122~020 |
123~080 |
+1~060 |
|
|
|
Total Volume and Open Interest |
268,928 |
592,481 |
-2,147 |
10-Year T-Notes(CBOT) |
Sep11 |
110711 |
123~265 |
124~185 |
123~195 |
124~175 |
+0~265 |
1,304,050 |
1,728,050 |
-17,170 |
Dec11 |
110711 |
122~050 |
123~020 |
122~050 |
123~020 |
+0~270 |
3,132 |
14,352 |
+2,242 |
Mar12 |
110711 |
122~020 |
122~020 |
121~070 |
122~020 |
+0~270 |
|
|
|
Total Volume and Open Interest |
1,307,182 |
1,742,402 |
-14,928 |
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 |
110711 |
119~040 |
119~055 |
119~000 |
119~055 |
+0~055 |
0 |
5 |
+0 |
Mar12 |
110711 |
118~079 |
118~079 |
118~024 |
118~079 |
+0~055 |
|
|
|
Total Volume and Open Interest |
735,348 |
1,469,678 |
+35,589 |
2 Year T-Notes(CBOT) |
Sep11 |
110711 |
109~108 |
109~117 |
109~106 |
109~116 |
+0~008 |
223,918 |
976,164 |
-17,101 |
Dec11 |
110711 |
109~082 |
109~082 |
109~074 |
109~082 |
+0~008 |
0 |
31 |
+0 |
Mar12 |
110711 |
109~020 |
109~020 |
109~012 |
109~020 |
+0~008 |
|
|
|
Total Volume and Open Interest |
223,918 |
976,195 |
-17,101 |
Eurodollars(CME) |
Sep11 |
110711 |
99.645 |
99.645 |
99.580 |
99.590 |
-0.050 |
158,785 |
1,209,194 |
+4,404 |
Dec11 |
110711 |
99.570 |
99.570 |
99.500 |
99.510 |
-0.055 |
144,013 |
1,256,762 |
+3,774 |
Mar12 |
110711 |
99.525 |
99.525 |
99.465 |
99.475 |
-0.045 |
152,618 |
1,527,961 |
+3,725 |
Jun12 |
110711 |
99.440 |
99.445 |
99.405 |
99.415 |
-0.025 |
165,651 |
1,400,882 |
-18,035 |
Sep12 |
110711 |
99.295 |
99.310 |
99.280 |
99.300 |
+0.005 |
198,499 |
1,049,963 |
-2,284 |
Dec12 |
110711 |
99.085 |
99.130 |
99.080 |
99.125 |
+0.030 |
155,530 |
645,675 |
-569 |
Mar13 |
110711 |
98.870 |
98.940 |
98.870 |
98.930 |
+0.050 |
125,430 |
517,929 |
+762 |
Jun13 |
110711 |
98.625 |
98.730 |
98.625 |
98.715 |
+0.070 |
120,840 |
347,392 |
+1,675 |
Sep13 |
110711 |
98.395 |
98.515 |
98.395 |
98.490 |
+0.085 |
119,218 |
353,338 |
+4,727 |
Dec13 |
110711 |
98.130 |
98.255 |
98.130 |
98.230 |
+0.090 |
72,088 |
275,055 |
+2,523 |
Mar14 |
110711 |
97.890 |
98.005 |
97.885 |
97.975 |
+0.090 |
46,810 |
246,122 |
+2,370 |
Jun14 |
110711 |
97.625 |
97.740 |
97.620 |
97.710 |
+0.090 |
47,099 |
181,986 |
+1,375 |
Sep14 |
110711 |
97.385 |
97.480 |
97.360 |
97.450 |
+0.090 |
17,566 |
91,304 |
+257 |
Dec14 |
110711 |
97.125 |
97.215 |
97.100 |
97.190 |
+0.090 |
13,669 |
99,098 |
+1,334 |
Mar15 |
110711 |
96.905 |
96.980 |
96.865 |
96.960 |
+0.090 |
13,544 |
83,690 |
-650 |
Jun15 |
110711 |
4.920 |
4.995 |
4.885 |
4.980 |
+0.090 |
12,081 |
70,115 |
-249 |
Sep15 |
110711 |
4.705 |
4.770 |
4.665 |
4.765 |
+0.095 |
10,125 |
56,282 |
+1,415 |
Dec15 |
110711 |
4.500 |
4.565 |
4.465 |
4.555 |
+0.095 |
11,490 |
46,483 |
-1,493 |
Total Volume and Open Interest |
1,615,844 |
9,784,470 |
+9,467 |
30 Day Federal Funds(CBOT) |
Jul11 |
110711 |
99.918 |
99.923 |
99.918 |
99.920 |
+0.002 |
5,830 |
68,357 |
+38 |
Aug11 |
110711 |
99.900 |
99.905 |
99.895 |
99.895 |
unch |
6,472 |
56,073 |
-160 |
Sep11 |
110711 |
99.885 |
99.890 |
99.880 |
99.880 |
unch |
10,678 |
45,659 |
+1,311 |
Oct11 |
110711 |
99.875 |
99.880 |
99.870 |
99.875 |
+0.005 |
6,023 |
51,039 |
+1,998 |
Nov11 |
110711 |
99.865 |
99.875 |
99.860 |
99.870 |
+0.010 |
3,423 |
46,885 |
+124 |
Dec11 |
110711 |
99.860 |
99.870 |
99.855 |
99.865 |
+0.010 |
1,839 |
52,012 |
+524 |
Total Volume and Open Interest |
47,643 |
728,241 |
+5,679 |
30 Day Fed Funds(e-CBOT) |
3-Mth Euro-Yen(CME) |
Sep11 |
110711 |
99.665 |
99.665 |
99.665 |
99.665 |
unch |
0 |
51 |
+51 |
Dec11 |
110711 |
99.662 |
99.662 |
99.662 |
99.662 |
unch |
0 |
75 |
+0 |
Mar12 |
110711 |
99.655 |
99.655 |
99.655 |
99.655 |
unch |
|
|
|
Jun12 |
110711 |
99.645 |
99.645 |
99.645 |
99.645 |
unch |
|
|
|
Sep12 |
110711 |
99.580 |
99.580 |
99.580 |
99.580 |
unch |
|
|
|
Dec12 |
110711 |
99.610 |
99.610 |
99.610 |
99.610 |
unch |
|
|
|
Mar13 |
110711 |
99.610 |
99.610 |
99.610 |
99.610 |
unch |
|
|
|
Jun13 |
110711 |
99.565 |
99.565 |
99.565 |
99.565 |
unch |
|
|
|
Sep13 |
110711 |
99.425 |
99.425 |
99.425 |
99.425 |
unch |
|
|
|
Dec13 |
110711 |
99.285 |
99.285 |
99.285 |
99.285 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
126 |
+0 |
3-Mth Euro-Yen(SGX) |
Sep11 |
110711 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
1,333 |
+0 |
Dec11 |
110711 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
0 |
1,392 |
+0 |
Mar12 |
110711 |
99.65 |
99.65 |
99.65 |
99.65 |
unch |
0 |
1,823 |
+0 |
Jun12 |
110711 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
0 |
1,494 |
+0 |
Sep12 |
110711 |
99.58 |
99.58 |
99.58 |
99.58 |
unch |
0 |
411 |
+0 |
Dec12 |
110711 |
99.61 |
99.61 |
99.61 |
99.61 |
unch |
0 |
24 |
+0 |
Mar13 |
110711 |
99.61 |
99.61 |
99.61 |
99.61 |
unch |
0 |
1 |
+0 |
Jun13 |
110711 |
99.57 |
99.57 |
99.57 |
99.57 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
6,478 |
+0 |
Japanese Gov't Bonds(SGX) |
Sep11 |
110711 |
140.58 |
141.14 |
140.53 |
141.09 |
+0.54 |
1,660 |
22,534 |
-828 |
Dec11 |
110711 |
140.64 |
140.64 |
140.64 |
140.64 |
+0.54 |
0 |
2 |
+0 |
Mar12 |
110711 |
138.55 |
138.55 |
138.55 |
138.55 |
+0.54 |
|
|
|
Total Volume and Open Interest |
1,660 |
22,536 |
-828 |
Euro-Bund(EUREX) |
Sep11 |
110711 |
127.50 |
129.36 |
127.36 |
129.14 |
+1.69 |
1,231,702 |
938,164 |
-35,935 |
Dec11 |
110711 |
126.08 |
128.01 |
126.08 |
127.85 |
+1.71 |
16 |
289 |
+0 |
Mar12 |
110711 |
127.82 |
127.82 |
127.82 |
127.82 |
+1.69 |
|
|
|
Total Volume and Open Interest |
1,231,718 |
938,453 |
-35,935 |
Euro-Bobl(EUREX) |
Sep11 |
110711 |
117.93 |
119.04 |
117.88 |
118.91 |
+0.98 |
647,781 |
732,983 |
+8,352 |
Dec11 |
110711 |
116.81 |
117.96 |
116.81 |
117.96 |
+1.03 |
0 |
677 |
+0 |
Mar12 |
110711 |
117.96 |
117.96 |
117.96 |
117.96 |
+1.03 |
|
|
|
Total Volume and Open Interest |
647,781 |
733,660 |
+8,352 |
3-Mth Euribor(EUREX) |
Sep11 |
110711 |
98.290 |
98.320 |
98.290 |
98.315 |
+0.045 |
12 |
1,993 |
-12 |
Dec11 |
110711 |
98.195 |
98.270 |
98.195 |
98.270 |
+0.120 |
35 |
1,396 |
+0 |
Mar12 |
110711 |
98.165 |
98.250 |
98.165 |
98.250 |
+0.160 |
8 |
839 |
+8 |
Total Volume and Open Interest |
81 |
6,828 |
-4 |
Long Gilt(LIFFE) |
Sep11 |
110629 |
121~06 |
121~06 |
120~12 |
120~22 |
-0~23 |
84,026 |
359,346 |
-16 |
Dec11 |
110711 |
121~25 |
121~25 |
121~25 |
121~25 |
+1~04 |
|
|
|
Total Volume and Open Interest |
134,289 |
370,801 |
+4,850 |
3-Mth Short Sterling(LIFFE) |
Sep11 |
110711 |
99.11 |
99.12 |
99.07 |
99.08 |
-0.04 |
37,579 |
440,079 |
+144 |
Dec11 |
110711 |
99.05 |
99.07 |
99.03 |
99.04 |
-0.02 |
51,068 |
494,398 |
-9,377 |
Mar12 |
110711 |
99.00 |
99.01 |
98.99 |
98.99 |
-0.01 |
36,522 |
470,823 |
-48 |
Jun12 |
110711 |
98.91 |
98.96 |
98.91 |
98.93 |
+0.02 |
54,823 |
318,046 |
+1,997 |
Sep12 |
110711 |
98.78 |
98.85 |
98.78 |
98.83 |
+0.05 |
60,795 |
298,263 |
-2,207 |
Dec12 |
110711 |
98.61 |
98.70 |
98.61 |
98.68 |
+0.08 |
57,184 |
273,402 |
+7,789 |
Total Volume and Open Interest |
407,284 |
2,673,130 |
+429 |
3-Mth Euribor(LIFFE) |
Sep11 |
110711 |
98.270 |
98.325 |
98.265 |
98.315 |
+0.045 |
166,589 |
692,083 |
+3,269 |
Dec11 |
110711 |
98.155 |
98.275 |
98.155 |
98.270 |
+0.120 |
198,145 |
538,072 |
+847 |
Mar12 |
110711 |
98.095 |
98.255 |
98.095 |
98.250 |
+0.160 |
167,007 |
505,204 |
+393 |
Total Volume and Open Interest |
1,322,565 |
3,448,673 |
+7,121 |
3-Mth Aus T-Bills(SFE) |
Sep11 |
110711 |
95.12 |
95.19 |
95.11 |
95.18 |
+0.05 |
19,453 |
235,262 |
-10,681 |
Dec11 |
110711 |
95.12 |
95.23 |
95.10 |
95.21 |
+0.09 |
18,631 |
248,049 |
-5,011 |
Mar12 |
110711 |
95.07 |
95.21 |
95.06 |
95.20 |
+0.12 |
7,902 |
131,135 |
-367 |
Jun12 |
110711 |
95.01 |
95.14 |
94.99 |
95.14 |
+0.13 |
2,742 |
84,162 |
-1,271 |
Sep12 |
110711 |
94.94 |
95.08 |
94.94 |
95.07 |
+0.13 |
1,761 |
53,890 |
-2,038 |
Dec12 |
110711 |
94.86 |
95.00 |
94.86 |
95.00 |
+0.13 |
2,014 |
33,256 |
-383 |
Mar13 |
110711 |
94.94 |
94.94 |
94.92 |
94.94 |
+0.13 |
802 |
27,343 |
-312 |
Jun13 |
110711 |
94.87 |
94.87 |
94.85 |
94.87 |
+0.12 |
405 |
10,216 |
-340 |
Sep13 |
110711 |
94.82 |
94.82 |
94.82 |
94.82 |
+0.12 |
1 |
2,033 |
+0 |
Dec13 |
110711 |
94.76 |
94.76 |
94.76 |
94.76 |
+0.14 |
1 |
1,417 |
+0 |
Total Volume and Open Interest |
53,712 |
826,929 |
-20,403 |
10-Year Aus T-Bonds(SFE) |
Sep11 |
110711 |
94.75 |
94.92 |
94.73 |
94.89 |
+0.13 |
53,877 |
385,810 |
-13,552 |
Dec11 |
110711 |
94.89 |
94.89 |
94.89 |
94.89 |
+0.13 |
|
|
|
Total Volume and Open Interest |
53,877 |
385,810 |
-13,552 |
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 |
110711 |
95.37 |
95.37 |
95.37 |
95.37 |
+0.15 |
|
|
|
Total Volume and Open Interest |
130,512 |
609,114 |
-49,480 |
Gold(CMX) |
Aug11 |
110711 |
1545.0 |
1557.6 |
1542.1 |
1549.2 |
+7.6 |
117,622 |
288,376 |
-9,319 |
Oct11 |
110711 |
1544.2 |
1558.1 |
1543.5 |
1550.2 |
+7.5 |
2,112 |
13,633 |
+423 |
Dec11 |
110711 |
1546.5 |
1559.0 |
1544.4 |
1551.3 |
+7.6 |
17,396 |
93,077 |
+3,990 |
Feb12 |
110711 |
1547.6 |
1560.5 |
1546.8 |
1552.6 |
+7.6 |
117 |
10,535 |
+0 |
Apr12 |
110711 |
1550.0 |
1560.6 |
1550.0 |
1554.1 |
+7.6 |
34 |
6,450 |
-7 |
Jun12 |
110711 |
1550.4 |
1563.0 |
1549.0 |
1555.7 |
+7.6 |
144 |
13,959 |
+72 |
Aug12 |
110711 |
1556.2 |
1563.1 |
1556.2 |
1557.5 |
+7.6 |
2 |
4,595 |
+0 |
Oct12 |
110711 |
1559.7 |
1559.7 |
1559.7 |
1559.7 |
+7.6 |
0 |
4,109 |
+0 |
Dec12 |
110711 |
1558.9 |
1569.1 |
1558.9 |
1562.1 |
+7.7 |
60 |
11,280 |
+31 |
Feb13 |
110711 |
1565.0 |
1565.0 |
1565.0 |
1565.0 |
+7.7 |
380 |
949 |
+206 |
Apr13 |
110711 |
1568.5 |
1568.5 |
1568.5 |
1568.5 |
+7.6 |
0 |
201 |
+0 |
Jun13 |
110711 |
1572.6 |
1572.6 |
1572.6 |
1572.6 |
+7.5 |
417 |
10,617 |
+406 |
Total Volume and Open Interest |
142,446 |
493,496 |
-1,831 |
Silver(CMX) |
Jul11 |
110711 |
3666.0 |
3681.0 |
3562.5 |
3568.9 |
-84.7 |
214 |
762 |
-203 |
Sep11 |
110711 |
3672.5 |
3694.5 |
3554.0 |
3569.8 |
-84.5 |
48,418 |
56,308 |
-745 |
Dec11 |
110711 |
3672.5 |
3686.0 |
3560.0 |
3571.4 |
-84.6 |
2,931 |
25,842 |
+314 |
Mar12 |
110711 |
3636.0 |
3681.5 |
3570.4 |
3570.4 |
-84.5 |
246 |
5,126 |
+9 |
May12 |
110711 |
3569.5 |
3569.5 |
3569.5 |
3569.5 |
-84.5 |
35 |
1,538 |
+19 |
Jul12 |
110711 |
3569.0 |
3569.0 |
3569.0 |
3569.0 |
-84.5 |
27 |
1,761 |
+8 |
Sep12 |
110711 |
3663.0 |
3666.5 |
3567.6 |
3567.6 |
-84.7 |
18 |
202 |
-6 |
Total Volume and Open Interest |
52,350 |
110,539 |
-601 |
Platinum(NYMEX) |
Jul11 |
110711 |
1728.9 |
1730.7 |
1726.0 |
1726.0 |
-5.4 |
18 |
58 |
-133 |
Oct11 |
110711 |
1737.6 |
1740.8 |
1725.4 |
1728.3 |
-5.1 |
4,928 |
31,086 |
+754 |
Jan12 |
110711 |
1735.8 |
1735.8 |
1729.9 |
1731.7 |
-4.9 |
16 |
941 |
+10 |
Apr12 |
110711 |
1734.1 |
1734.1 |
1734.1 |
1734.1 |
-5.1 |
1 |
80 |
+1 |
Total Volume and Open Interest |
4,964 |
32,176 |
+633 |
Palladium(NYMEX) |
Sep11 |
110711 |
773.90 |
776.75 |
764.90 |
767.45 |
-11.50 |
2,409 |
19,509 |
+238 |
Dec11 |
110711 |
769.60 |
769.60 |
768.00 |
768.55 |
-11.60 |
2 |
736 |
+1 |
Mar12 |
110711 |
114.39 |
114.39 |
114.39 |
114.39 |
-11.60 |
0 |
49 |
+0 |
Total Volume and Open Interest |
2,412 |
20,294 |
+236 |
Copper(CMX) |
Jul11 |
110711 |
439.55 |
440.80 |
432.90 |
435.85 |
-4.40 |
1,285 |
4,170 |
-1,081 |
Sep11 |
110711 |
441.05 |
442.00 |
433.40 |
436.80 |
-4.40 |
42,137 |
88,244 |
+1,604 |
Dec11 |
110711 |
442.00 |
442.95 |
435.00 |
438.35 |
-4.30 |
2,397 |
30,178 |
+801 |
Mar12 |
110711 |
438.25 |
439.50 |
438.25 |
439.40 |
-4.25 |
577 |
11,179 |
+295 |
May12 |
110711 |
440.80 |
440.80 |
439.35 |
439.35 |
-4.20 |
25 |
1,850 |
+14 |
Total Volume and Open Interest |
47,061 |
143,166 |
+1,543 |
DJIA Index(CBOT) |
Sep11 |
110711 |
12548 |
12579 |
12417 |
12489 |
-126 |
940 |
8,974 |
+445 |
Dec11 |
110711 |
12419 |
12419 |
12418 |
12419 |
-125 |
6 |
85 |
+0 |
Mar12 |
110711 |
12350 |
12350 |
12349 |
12350 |
-125 |
|
|
|
Jun12 |
110711 |
12280 |
12280 |
12279 |
12280 |
-125 |
|
|
|
Total Volume and Open Interest |
946 |
9,059 |
+445 |
Mini DJIA Index(CBOT) |
Sep11 |
110711 |
12598 |
12598 |
12414 |
12489 |
-126 |
90,617 |
103,356 |
+669 |
Dec11 |
110711 |
12500 |
12500 |
12350 |
12419 |
-125 |
54 |
352 |
+8 |
Mar12 |
110711 |
12350 |
12350 |
12349 |
12350 |
-125 |
0 |
11 |
+0 |
Jun12 |
110711 |
12280 |
12280 |
12279 |
12280 |
-125 |
|
|
|
Total Volume and Open Interest |
90,671 |
103,719 |
+677 |
S & P 500(CME) |
Sep11 |
110711 |
1338.50 |
1338.90 |
1312.00 |
1318.60 |
-23.20 |
18,194 |
261,098 |
+2,280 |
Dec11 |
110711 |
1318.00 |
1318.00 |
1306.50 |
1313.20 |
-23.20 |
2 |
10,523 |
-5 |
Mar12 |
110711 |
1307.70 |
1307.70 |
1303.90 |
1307.70 |
-23.20 |
17 |
26 |
+22 |
Jun12 |
110711 |
1302.70 |
1302.70 |
1298.90 |
1302.70 |
-23.20 |
0 |
5 |
+0 |
Total Volume and Open Interest |
18,213 |
271,652 |
+2,297 |
S & P 500 E-Mini(Globex) |
Sep11 |
110711 |
1339.25 |
1339.50 |
1311.75 |
1318.50 |
-23.25 |
1,678,156 |
2,502,471 |
+15,903 |
Dec11 |
110711 |
1332.00 |
1332.00 |
1306.50 |
1313.25 |
-23.25 |
1,117 |
9,352 |
+211 |
Total Volume and Open Interest |
1,679,373 |
2,512,013 |
+16,177 |
NASDAQ 100(CME) |
Sep11 |
110711 |
2404.30 |
2404.30 |
2350.50 |
2367.00 |
-41.50 |
1,739 |
12,101 |
+949 |
Dec11 |
110711 |
2356.00 |
2361.50 |
2348.00 |
2361.50 |
-41.30 |
1 |
2 |
+0 |
Mar12 |
110711 |
2359.00 |
2359.00 |
2357.50 |
2359.00 |
-41.30 |
|
|
|
Total Volume and Open Interest |
1,740 |
12,103 |
+949 |
NASDAQ 100 E-Mini(Globex) |
Sep11 |
110711 |
2404.30 |
2404.30 |
2351.30 |
2367.00 |
-41.50 |
214,745 |
316,826 |
+16,386 |
Dec11 |
110711 |
2391.30 |
2391.30 |
2349.30 |
2361.50 |
-41.30 |
71 |
143 |
-3 |
Total Volume and Open Interest |
214,816 |
316,969 |
+16,383 |
S & P Midcap 400(CME) |
Sep11 |
110711 |
983.50 |
983.50 |
977.00 |
983.50 |
-21.10 |
8 |
1,193 |
+0 |
Dec11 |
110711 |
982.20 |
982.20 |
982.20 |
982.20 |
-21.10 |
|
|
|
Mar12 |
110711 |
980.50 |
980.50 |
980.50 |
980.50 |
-21.10 |
|
|
|
Total Volume and Open Interest |
8 |
1,193 |
+0 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Sep11 |
110630 |
9865 |
9940 |
9805 |
9900 |
+220 |
11,736 |
31,666 |
+3,008 |
Dec11 |
110711 |
9905 |
9945 |
9905 |
9905 |
-140 |
0 |
1 |
+0 |
Total Volume and Open Interest |
7,640 |
36,458 |
+204 |
Nikkei 225(SGX) |
Sep11 |
110711 |
10165 |
10185 |
10005 |
10070 |
-95 |
88,353 |
183,673 |
+2,201 |
Dec11 |
110711 |
10110 |
10140 |
10110 |
10140 |
+30 |
1 |
8,206 |
+0 |
Mar12 |
110711 |
10005 |
10005 |
10005 |
10005 |
-100 |
0 |
10 |
+0 |
Total Volume and Open Interest |
92,992 |
210,571 |
+4,594 |
CAC 40(EURONEXT) |
Jul11 |
110711 |
3903.0 |
3903.0 |
3780.5 |
3811.0 |
-104.5 |
115,932 |
362,413 |
-1,955 |
Aug11 |
110711 |
3907.5 |
3907.5 |
3785.5 |
3815.0 |
-105.0 |
89 |
2,952 |
+2,499 |
Sep11 |
110711 |
3905.0 |
3905.0 |
3785.0 |
3814.0 |
-104.5 |
750 |
21,266 |
+684 |
Total Volume and Open Interest |
116,771 |
386,662 |
+1,228 |
Hang Seng Index(HKFE) |
Jul11 |
110711 |
22586 |
22614 |
22303 |
22370 |
-439 |
70,135 |
87,246 |
-172 |
Aug11 |
110711 |
22549 |
22575 |
22265 |
22329 |
-436 |
1,022 |
851 |
+148 |
Sep11 |
110711 |
22455 |
22485 |
22179 |
22239 |
-441 |
266 |
3,081 |
-56 |
Total Volume and Open Interest |
71,672 |
94,910 |
-25 |
DAX(EUREX) |
Sep11 |
110711 |
7410.0 |
7416.5 |
7209.5 |
7255.0 |
-172.0 |
119,729 |
148,873 |
+1,465 |
Dec11 |
110711 |
7433.5 |
7436.5 |
7240.5 |
7283.5 |
-172.5 |
298 |
8,261 |
+44 |
Mar12 |
110711 |
7458.5 |
7458.5 |
7275.0 |
7314.5 |
-177.5 |
8 |
304 |
+1 |
Total Volume and Open Interest |
120,035 |
157,438 |
+1,510 |
FT-SE 100(EURONEXT) |
Sep11 |
110711 |
5951.00 |
5964.00 |
5865.00 |
5892.50 |
-63.00 |
87,570 |
687,083 |
+3,429 |
Dec11 |
110711 |
5890.00 |
5890.00 |
5858.00 |
5869.50 |
-62.00 |
3 |
803 |
+0 |
Mar12 |
110711 |
5832.50 |
5832.50 |
5832.50 |
5832.50 |
-63.00 |
0 |
170 |
+0 |
Total Volume and Open Interest |
87,583 |
688,076 |
+3,439 |
SPI 200(SFE) |
Sep11 |
110711 |
4638.0 |
4645.0 |
4555.0 |
4560.0 |
-80.0 |
31,834 |
184,101 |
-381 |
Dec11 |
110711 |
4648.0 |
4656.0 |
4579.0 |
4579.0 |
-80.0 |
28 |
4,632 |
+1 |
Mar12 |
110711 |
4582.0 |
4582.0 |
4565.0 |
4565.0 |
-82.0 |
21 |
1,628 |
+21 |
Total Volume and Open Interest |
32,031 |
193,982 |
-374 |
GSCI(CME) |
Jul11 |
110711 |
19.64 |
25.64 |
17.64 |
25.64 |
-5.00 |
641 |
10,227 |
-164 |
Aug11 |
110711 |
20.84 |
26.64 |
18.64 |
26.64 |
-5.30 |
130 |
122 |
+90 |
Sep11 |
110711 |
27.64 |
27.64 |
22.64 |
27.64 |
-5.60 |
|
|
|
Total Volume and Open Interest |
771 |
10,349 |
-74 |
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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