|
MRCI's End of Day Prices |
Daily Futures Price Listing Thu July 14, 2011 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Jul11 |
110714 |
1390.25 |
1396.75 |
1387.00 |
1390.50 |
+3.50 |
3,121 |
467 |
-1,491 |
Aug11 |
110714 |
1374.50 |
1387.25 |
1374.00 |
1382.00 |
+7.25 |
29,651 |
62,034 |
-2,833 |
Sep11 |
110714 |
1373.75 |
1385.00 |
1373.25 |
1379.75 |
+5.00 |
16,204 |
32,730 |
+403 |
Nov11 |
110714 |
1380.00 |
1389.50 |
1378.00 |
1384.00 |
+4.25 |
92,373 |
287,251 |
-3,425 |
Jan12 |
110714 |
1389.00 |
1399.00 |
1388.25 |
1392.25 |
+2.75 |
10,841 |
47,400 |
+1,174 |
Mar12 |
110714 |
1391.25 |
1400.25 |
1390.00 |
1393.25 |
+2.00 |
2,500 |
21,486 |
+313 |
May12 |
110714 |
1386.00 |
1397.00 |
1384.00 |
1387.50 |
+3.25 |
2,339 |
28,148 |
+607 |
Total Volume and Open Interest |
159,669 |
514,257 |
-4,364 |
Soybean Meal(CBOT) |
Jul11 |
110714 |
352.80 |
356.00 |
352.30 |
355.50 |
+2.30 |
564 |
301 |
-329 |
Aug11 |
110714 |
353.60 |
357.40 |
353.10 |
357.00 |
+2.40 |
16,412 |
36,306 |
-3,036 |
Sep11 |
110714 |
354.60 |
359.10 |
354.60 |
358.50 |
+2.50 |
6,340 |
28,297 |
+248 |
Oct11 |
110714 |
357.00 |
360.00 |
355.80 |
359.60 |
+2.70 |
2,691 |
15,228 |
-198 |
Dec11 |
110714 |
358.60 |
363.50 |
358.60 |
362.80 |
+2.40 |
25,653 |
69,022 |
-2,001 |
Jan12 |
110714 |
360.20 |
364.30 |
360.20 |
363.70 |
+2.10 |
794 |
6,776 |
+0 |
Mar12 |
110714 |
362.50 |
364.00 |
361.20 |
363.80 |
+1.80 |
915 |
5,739 |
+319 |
May12 |
110714 |
359.00 |
362.40 |
359.00 |
361.70 |
+1.80 |
1,320 |
7,020 |
-77 |
Total Volume and Open Interest |
54,797 |
174,134 |
-5,058 |
Soybean Oil(CBOT) |
Jul11 |
110714 |
57.50 |
57.62 |
57.30 |
57.45 |
unch |
1,505 |
705 |
-273 |
Aug11 |
110714 |
57.59 |
58.00 |
57.30 |
57.31 |
-0.24 |
17,425 |
38,623 |
-1,139 |
Sep11 |
110714 |
57.90 |
58.23 |
57.50 |
57.52 |
-0.26 |
8,708 |
37,495 |
+911 |
Oct11 |
110714 |
58.13 |
58.39 |
57.75 |
57.76 |
-0.26 |
1,422 |
17,598 |
+100 |
Dec11 |
110714 |
58.65 |
58.96 |
58.20 |
58.24 |
-0.29 |
32,859 |
145,361 |
-1,491 |
Jan12 |
110714 |
58.94 |
59.05 |
58.50 |
58.53 |
-0.31 |
3,281 |
18,930 |
+1,522 |
Mar12 |
110714 |
59.14 |
59.33 |
58.73 |
58.79 |
-0.35 |
830 |
12,576 |
+54 |
May12 |
110714 |
59.25 |
59.49 |
58.93 |
58.93 |
-0.35 |
527 |
6,860 |
+68 |
Total Volume and Open Interest |
66,799 |
282,768 |
-182 |
Canola(WCE) |
Jul11 |
110714 |
591.8 |
591.8 |
591.8 |
591.8 |
+4.0 |
|
|
|
Nov11 |
110714 |
574.7 |
577.2 |
570.4 |
576.8 |
+4.0 |
10,767 |
116,758 |
+442 |
Jan12 |
110714 |
583.3 |
585.3 |
578.9 |
584.8 |
+3.8 |
931 |
14,477 |
-316 |
Mar12 |
110714 |
585.4 |
590.5 |
583.6 |
590.5 |
+4.1 |
486 |
5,354 |
-90 |
May12 |
110714 |
591.3 |
594.6 |
587.9 |
594.6 |
+3.9 |
161 |
2,946 |
+132 |
Total Volume and Open Interest |
12,484 |
143,432 |
+241 |
Corn(CBOT) |
Jul11 |
110714 |
724.00 |
742.00 |
711.50 |
716.50 |
-10.25 |
2,619 |
1,831 |
-1,665 |
Sep11 |
110714 |
686.25 |
695.00 |
673.75 |
690.75 |
+4.00 |
80,869 |
376,257 |
-3,094 |
Dec11 |
110714 |
678.50 |
684.50 |
665.00 |
678.50 |
-1.25 |
199,183 |
495,527 |
+10,279 |
Mar12 |
110714 |
690.50 |
696.00 |
676.75 |
690.25 |
-1.50 |
23,632 |
113,368 |
+1,266 |
May12 |
110714 |
696.75 |
700.50 |
682.75 |
695.75 |
-2.00 |
3,963 |
25,437 |
+219 |
Jul12 |
110714 |
700.75 |
706.00 |
688.75 |
700.50 |
-1.75 |
7,718 |
70,740 |
+494 |
Total Volume and Open Interest |
325,707 |
1,188,189 |
+7,796 |
Wheat(CBOT) |
Jul11 |
110714 |
700.00 |
702.00 |
678.50 |
691.25 |
-10.75 |
159 |
100 |
-54 |
Sep11 |
110714 |
713.00 |
720.50 |
690.25 |
707.00 |
-7.50 |
65,390 |
173,247 |
-2,705 |
Dec11 |
110714 |
741.50 |
749.00 |
720.00 |
738.00 |
-4.75 |
30,432 |
143,412 |
+627 |
Mar12 |
110714 |
763.00 |
772.50 |
746.75 |
765.00 |
-1.25 |
10,640 |
42,601 |
+1,750 |
May12 |
110714 |
781.25 |
785.25 |
767.00 |
783.50 |
+2.75 |
2,643 |
9,541 |
+282 |
Total Volume and Open Interest |
112,584 |
434,108 |
+45 |
Wheat(KCBT) |
Jul11 |
110714 |
737.75 |
746.00 |
736.25 |
746.00 |
+5.00 |
87 |
152 |
-117 |
Sep11 |
110714 |
762.00 |
769.00 |
750.50 |
765.25 |
+3.25 |
15,487 |
75,295 |
+190 |
Dec11 |
110714 |
786.00 |
795.00 |
776.50 |
791.00 |
+3.00 |
9,018 |
57,318 |
+1,350 |
Mar12 |
110714 |
806.50 |
810.25 |
792.75 |
807.00 |
+2.75 |
4,358 |
15,352 |
+670 |
May12 |
110714 |
811.50 |
818.50 |
803.00 |
814.00 |
+6.00 |
747 |
3,140 |
-3 |
Total Volume and Open Interest |
31,450 |
167,288 |
+1,921 |
Wheat(MGE) |
Jul11 |
110714 |
842.00 |
842.00 |
842.00 |
842.00 |
+20.75 |
268 |
369 |
-251 |
Sep11 |
110714 |
821.00 |
831.00 |
812.00 |
829.00 |
+8.25 |
7,849 |
22,761 |
-1,823 |
Dec11 |
110714 |
820.00 |
830.75 |
811.25 |
828.50 |
+6.25 |
3,823 |
20,181 |
+405 |
Mar12 |
110714 |
832.50 |
841.25 |
824.50 |
840.25 |
+6.25 |
2,122 |
6,256 |
+932 |
May12 |
110714 |
840.00 |
844.50 |
827.25 |
843.25 |
+5.75 |
648 |
2,680 |
+40 |
Total Volume and Open Interest |
15,623 |
59,743 |
-277 |
Oats(CBOT) |
Jul11 |
110714 |
360.00 |
360.00 |
359.00 |
359.00 |
-4.00 |
2 |
0 |
-2 |
Sep11 |
110714 |
362.00 |
366.00 |
355.00 |
360.00 |
-3.00 |
270 |
4,124 |
+48 |
Dec11 |
110714 |
369.00 |
374.50 |
363.75 |
368.50 |
-2.50 |
287 |
7,410 |
+10 |
Mar12 |
110714 |
383.50 |
383.50 |
377.50 |
378.50 |
-3.00 |
18 |
796 |
+9 |
Total Volume and Open Interest |
577 |
12,376 |
+65 |
Rough Rice(CBOT) |
Jul11 |
110714 |
16.00 |
16.00 |
15.72 |
15.94 |
+0.18 |
204 |
207 |
-83 |
Sep11 |
110714 |
16.95 |
17.07 |
16.71 |
17.00 |
+0.31 |
1,449 |
10,193 |
-31 |
Nov11 |
110714 |
17.27 |
17.35 |
17.04 |
17.31 |
+0.31 |
270 |
5,193 |
-28 |
Jan12 |
110714 |
17.50 |
17.60 |
17.36 |
17.60 |
+0.30 |
66 |
443 |
+24 |
Total Volume and Open Interest |
2,047 |
16,557 |
-87 |
Live Cattle(CME) |
Aug11 |
110714 |
113.430 |
113.480 |
110.500 |
110.550 |
-2.850 |
24,633 |
90,103 |
-7,654 |
Oct11 |
110714 |
119.830 |
119.850 |
116.900 |
117.200 |
-2.700 |
21,594 |
109,719 |
+5,225 |
Dec11 |
110714 |
123.950 |
124.080 |
121.200 |
121.580 |
-2.620 |
11,613 |
79,403 |
+3,409 |
Feb12 |
110714 |
125.700 |
125.900 |
123.035 |
123.680 |
-2.355 |
3,232 |
28,101 |
+327 |
Apr12 |
110714 |
126.730 |
127.180 |
124.330 |
125.350 |
-1.980 |
2,236 |
14,497 |
+957 |
Jun12 |
110714 |
122.350 |
122.550 |
120.300 |
121.200 |
-1.600 |
474 |
5,092 |
+193 |
Total Volume and Open Interest |
63,889 |
327,644 |
+2,492 |
Feeder Cattle(CME) |
Aug11 |
110714 |
139.800 |
139.985 |
136.900 |
136.935 |
-2.965 |
3,322 |
17,935 |
-497 |
Sep11 |
110714 |
140.350 |
140.550 |
137.600 |
137.950 |
-2.600 |
1,997 |
9,543 |
+575 |
Oct11 |
110714 |
141.200 |
141.400 |
138.650 |
138.750 |
-2.900 |
1,715 |
7,220 |
-47 |
Nov11 |
110714 |
141.050 |
141.500 |
138.685 |
139.185 |
-2.500 |
641 |
4,455 |
+169 |
Jan12 |
110714 |
140.000 |
140.075 |
137.250 |
137.800 |
-2.450 |
190 |
1,842 |
+43 |
Mar12 |
110714 |
138.000 |
138.150 |
136.800 |
137.300 |
-2.150 |
58 |
354 |
+19 |
Apr12 |
110714 |
138.500 |
138.500 |
138.500 |
138.500 |
-3.000 |
8 |
126 |
+7 |
Total Volume and Open Interest |
7,936 |
41,567 |
+272 |
Lean Hogs(CME) |
Jul11 |
110714 |
95.300 |
95.600 |
95.050 |
95.100 |
-0.500 |
4,444 |
4,692 |
-1,895 |
Aug11 |
110714 |
98.830 |
99.680 |
97.400 |
98.180 |
-1.105 |
26,016 |
47,610 |
-6,665 |
Oct11 |
110714 |
93.000 |
93.535 |
90.650 |
91.580 |
-1.650 |
24,877 |
74,538 |
+5,022 |
Dec11 |
110714 |
89.500 |
90.135 |
87.250 |
88.200 |
-1.700 |
13,195 |
60,394 |
+2,776 |
Feb12 |
110714 |
90.350 |
91.350 |
89.300 |
90.050 |
-1.450 |
4,349 |
26,994 |
+1,051 |
Apr12 |
110714 |
91.900 |
92.350 |
90.580 |
91.430 |
-0.820 |
3,548 |
16,517 |
+1,344 |
May12 |
110714 |
94.850 |
95.000 |
94.500 |
94.800 |
-0.700 |
37 |
716 |
+35 |
Jun12 |
110714 |
97.500 |
97.500 |
95.800 |
97.000 |
-0.800 |
1,106 |
8,612 |
+470 |
Total Volume and Open Interest |
77,948 |
244,685 |
+2,330 |
Class III Milk(CME) |
Jul11 |
110714 |
21.00 |
21.05 |
20.97 |
21.03 |
+0.52 |
339 |
6,118 |
+27 |
Aug11 |
110714 |
19.48 |
19.57 |
19.38 |
19.48 |
+0.09 |
395 |
5,984 |
+15 |
Sep11 |
110714 |
18.94 |
19.09 |
18.86 |
18.92 |
+0.02 |
126 |
5,190 |
+43 |
Oct11 |
110714 |
18.23 |
18.35 |
18.19 |
18.26 |
+0.01 |
55 |
4,356 |
+1 |
Nov11 |
110714 |
17.58 |
17.69 |
17.58 |
17.69 |
+0.09 |
21 |
3,687 |
+8 |
Total Volume and Open Interest |
789 |
33,944 |
+214 |
Cocoa(ICE) |
Jul11 |
110714 |
3166 |
3166 |
3166 |
3166 |
-14 |
3 |
4 |
-2 |
Sep11 |
110714 |
3177 |
3220 |
3126 |
3156 |
-14 |
8,637 |
69,938 |
-671 |
Dec11 |
110714 |
3200 |
3230 |
3153 |
3181 |
-15 |
2,146 |
40,091 |
+330 |
Mar12 |
110714 |
3245 |
3269 |
3202 |
3229 |
-15 |
644 |
33,200 |
+117 |
May12 |
110714 |
3229 |
3230 |
3229 |
3229 |
-15 |
10 |
10,232 |
+0 |
Jul12 |
110714 |
3232 |
3232 |
3231 |
3232 |
-15 |
0 |
4,169 |
+0 |
Sep12 |
110714 |
3236 |
3237 |
3202 |
3236 |
-15 |
15 |
6,790 |
-15 |
Total Volume and Open Interest |
11,565 |
171,639 |
-216 |
Coffee "C"(ICE) |
Jul11 |
110714 |
263.80 |
263.80 |
257.35 |
257.35 |
-5.45 |
0 |
87 |
+0 |
Sep11 |
110714 |
263.95 |
265.65 |
256.60 |
258.35 |
-5.60 |
8,175 |
53,703 |
+571 |
Dec11 |
110714 |
267.60 |
269.30 |
260.40 |
262.10 |
-5.50 |
2,313 |
36,647 |
+287 |
Mar12 |
110714 |
270.00 |
271.50 |
263.55 |
264.45 |
-5.55 |
481 |
9,096 |
-398 |
May12 |
110714 |
266.05 |
266.20 |
265.45 |
265.60 |
-5.40 |
82 |
3,907 |
-217 |
Jul12 |
110714 |
265.50 |
265.50 |
265.50 |
265.50 |
-4.75 |
67 |
1,856 |
-38 |
Total Volume and Open Interest |
11,166 |
108,202 |
+221 |
Orange Juice(ICE) |
Sep11 |
110714 |
191.60 |
197.00 |
191.20 |
196.00 |
+4.15 |
1,031 |
25,776 |
+12 |
Nov11 |
110714 |
179.90 |
183.00 |
179.90 |
182.35 |
+2.45 |
124 |
6,159 |
+32 |
Jan12 |
110714 |
177.50 |
179.00 |
177.30 |
178.15 |
+2.40 |
15 |
1,299 |
-4 |
Mar12 |
110714 |
176.00 |
177.50 |
176.00 |
177.00 |
+2.55 |
7 |
277 |
+7 |
May12 |
110714 |
174.00 |
176.00 |
174.00 |
175.50 |
+1.65 |
5 |
186 |
+5 |
Jul12 |
110714 |
174.50 |
175.75 |
174.50 |
175.75 |
+2.05 |
0 |
106 |
+0 |
Total Volume and Open Interest |
1,182 |
33,810 |
+52 |
Sugar #11(ICE) |
Oct11 |
110714 |
30.11 |
30.21 |
28.83 |
29.02 |
-1.22 |
65,464 |
309,269 |
-2,720 |
Mar12 |
110714 |
28.86 |
28.99 |
27.85 |
28.07 |
-0.99 |
34,499 |
143,300 |
+264 |
May12 |
110714 |
27.27 |
27.33 |
26.34 |
26.69 |
-0.65 |
12,065 |
45,493 |
+1,951 |
Jul12 |
110714 |
25.86 |
25.92 |
25.13 |
25.56 |
-0.35 |
6,263 |
63,696 |
+56 |
Oct12 |
110714 |
24.80 |
24.86 |
24.16 |
24.66 |
-0.19 |
2,226 |
26,602 |
-195 |
Total Volume and Open Interest |
122,406 |
626,505 |
-304 |
London Cocoa(LCE) |
Jul11 |
110714 |
1950 |
1970 |
1921 |
1948 |
-2 |
13,128 |
8,415 |
-11,470 |
Sep11 |
110714 |
2000 |
2009 |
1959 |
1976 |
-10 |
19,482 |
71,976 |
+8,330 |
Dec11 |
110714 |
2030 |
2037 |
1990 |
2007 |
-10 |
2,401 |
41,084 |
-26 |
Mar12 |
110714 |
2054 |
2054 |
2010 |
2026 |
-9 |
1,905 |
37,809 |
-354 |
May12 |
110714 |
2055 |
2063 |
2024 |
2034 |
-10 |
185 |
13,424 |
+28 |
Jul12 |
110714 |
2061 |
2069 |
2033 |
2042 |
-10 |
81 |
4,375 |
+49 |
Sep12 |
110714 |
2050 |
2051 |
2044 |
2050 |
-10 |
113 |
4,145 |
+68 |
Total Volume and Open Interest |
37,295 |
189,444 |
-3,375 |
London Sugar(LCE) |
Oct11 |
110714 |
778.70 |
783.10 |
754.20 |
764.50 |
-25.80 |
6,165 |
24,860 |
+1,999 |
Dec11 |
110714 |
739.90 |
741.30 |
718.60 |
727.60 |
-22.50 |
1,065 |
6,336 |
+155 |
Mar12 |
110714 |
724.60 |
724.60 |
700.10 |
709.50 |
-22.90 |
699 |
7,875 |
+214 |
May12 |
110714 |
681.20 |
683.50 |
672.40 |
682.70 |
-19.70 |
173 |
3,088 |
+92 |
Aug12 |
110714 |
655.20 |
655.20 |
644.30 |
654.50 |
-13.40 |
46 |
1,579 |
+2 |
Total Volume and Open Interest |
16,669 |
51,613 |
-1,165 |
Cotton(ICE) |
Oct11 |
110714 |
110.98 |
111.59 |
106.35 |
106.35 |
-4.00 |
149 |
518 |
+12 |
Dec11 |
110714 |
108.70 |
108.70 |
104.46 |
104.46 |
-4.00 |
15,922 |
100,461 |
-161 |
Mar12 |
110714 |
103.75 |
103.90 |
99.63 |
99.63 |
-4.00 |
4,549 |
21,406 |
+135 |
May12 |
110714 |
99.90 |
100.60 |
97.25 |
97.25 |
-4.00 |
650 |
4,819 |
+24 |
Jul12 |
110714 |
98.40 |
98.40 |
95.51 |
96.11 |
-3.40 |
363 |
6,485 |
+14 |
Oct12 |
110714 |
95.29 |
95.29 |
95.29 |
95.29 |
-3.40 |
0 |
3 |
+0 |
Total Volume and Open Interest |
21,874 |
137,341 |
+78 |
Lumber(CME) |
Jul11 |
110714 |
244.6 |
259.8 |
241.5 |
258.0 |
+10.0 |
211 |
147 |
-171 |
Sep11 |
110714 |
265.0 |
265.3 |
258.3 |
263.6 |
-2.4 |
472 |
5,837 |
-119 |
Nov11 |
110714 |
275.8 |
275.9 |
269.6 |
273.5 |
-2.1 |
169 |
2,163 |
+0 |
Jan12 |
110714 |
294.7 |
297.0 |
292.1 |
297.0 |
-2.5 |
44 |
631 |
+9 |
Total Volume and Open Interest |
896 |
8,835 |
-281 |
Crude Oil(NYM) |
Aug11 |
110714 |
97.59 |
98.88 |
94.53 |
95.69 |
-2.36 |
343,493 |
185,084 |
-34,368 |
Sep11 |
110714 |
98.17 |
99.30 |
94.98 |
96.11 |
-2.38 |
141,843 |
276,749 |
+25,665 |
Oct11 |
110714 |
98.73 |
99.72 |
95.60 |
96.55 |
-2.35 |
54,735 |
79,694 |
+1,545 |
Nov11 |
110714 |
99.24 |
100.15 |
95.99 |
97.06 |
-2.30 |
35,585 |
71,525 |
-294 |
Dec11 |
110714 |
99.85 |
100.64 |
96.54 |
97.65 |
-2.22 |
60,395 |
201,725 |
+6,601 |
Jan12 |
110714 |
100.24 |
101.12 |
97.18 |
98.21 |
-2.15 |
10,452 |
51,780 |
-498 |
Feb12 |
110714 |
100.90 |
101.60 |
97.68 |
98.72 |
-2.09 |
5,907 |
26,045 |
-460 |
Mar12 |
110714 |
100.85 |
101.99 |
98.56 |
99.17 |
-2.05 |
7,002 |
32,955 |
-1,223 |
Apr12 |
110714 |
102.19 |
102.19 |
98.99 |
99.58 |
-2.00 |
6,892 |
20,484 |
+747 |
May12 |
110714 |
102.10 |
102.75 |
99.10 |
99.95 |
-1.97 |
4,693 |
18,544 |
-219 |
Jun12 |
110714 |
102.24 |
103.03 |
99.46 |
100.29 |
-1.93 |
12,222 |
75,772 |
+1,708 |
Jul12 |
110714 |
103.21 |
103.21 |
100.44 |
100.61 |
-1.88 |
2,087 |
31,316 |
-125 |
Aug12 |
110714 |
101.31 |
101.31 |
100.16 |
100.85 |
-1.85 |
1,226 |
14,171 |
+181 |
Sep12 |
110714 |
101.05 |
101.08 |
101.05 |
101.08 |
-1.79 |
450 |
14,723 |
+47 |
Oct12 |
110714 |
101.32 |
101.32 |
101.32 |
101.32 |
-1.73 |
247 |
10,127 |
+20 |
Nov12 |
110714 |
101.60 |
101.60 |
101.60 |
101.60 |
-1.67 |
260 |
22,343 |
-56 |
Total Volume and Open Interest |
728,007 |
1,538,256 |
+3,158 |
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 |
110714 |
98.300 |
99.275 |
95.000 |
96.100 |
-2.400 |
1,108 |
2,544 |
+292 |
Oct11 |
110714 |
99.025 |
99.575 |
95.500 |
96.550 |
-2.350 |
89 |
304 |
+4 |
Nov11 |
110714 |
99.550 |
99.550 |
97.050 |
97.050 |
-2.300 |
8 |
181 |
+3 |
Dec11 |
110714 |
100.000 |
100.450 |
97.650 |
97.650 |
-2.225 |
12 |
273 |
+0 |
Jan12 |
110714 |
98.200 |
98.200 |
98.200 |
98.200 |
-2.150 |
0 |
6 |
+0 |
Feb12 |
110714 |
98.725 |
98.725 |
98.725 |
98.725 |
-2.075 |
2 |
3 |
+0 |
Mar12 |
110714 |
98.300 |
99.175 |
98.300 |
99.175 |
-2.050 |
2 |
11 |
-1 |
Apr12 |
110714 |
99.575 |
99.575 |
99.575 |
99.575 |
-2.000 |
|
|
|
Total Volume and Open Interest |
11,216 |
7,026 |
+702 |
Heating Oil(NYM) |
Aug11 |
110714 |
310.20 |
313.71 |
305.84 |
308.49 |
-1.48 |
52,861 |
68,666 |
-3,736 |
Sep11 |
110714 |
310.73 |
314.81 |
307.09 |
309.62 |
-1.75 |
26,839 |
56,249 |
+3,250 |
Oct11 |
110714 |
313.02 |
316.03 |
308.68 |
310.87 |
-1.98 |
12,545 |
32,777 |
+1,072 |
Nov11 |
110714 |
314.94 |
317.50 |
310.26 |
312.47 |
-2.12 |
4,799 |
24,843 |
+379 |
Dec11 |
110714 |
316.46 |
319.22 |
311.67 |
314.09 |
-2.24 |
8,471 |
32,821 |
-76 |
Jan12 |
110714 |
316.65 |
319.80 |
315.29 |
315.53 |
-2.38 |
3,750 |
24,359 |
+319 |
Feb12 |
110714 |
318.34 |
319.47 |
313.71 |
315.65 |
-2.53 |
1,435 |
9,601 |
-72 |
Mar12 |
110714 |
314.54 |
315.19 |
314.54 |
314.77 |
-2.67 |
939 |
7,107 |
-253 |
Apr12 |
110714 |
312.73 |
312.75 |
312.73 |
312.75 |
-2.80 |
560 |
3,749 |
+72 |
May12 |
110714 |
310.25 |
310.84 |
310.25 |
310.84 |
-2.82 |
89 |
3,348 |
-11 |
Jun12 |
110714 |
313.01 |
313.01 |
308.22 |
309.99 |
-2.72 |
1,326 |
21,209 |
+306 |
Jul12 |
110714 |
310.49 |
310.49 |
310.49 |
310.49 |
-2.72 |
9 |
2,032 |
+0 |
Total Volume and Open Interest |
113,957 |
298,187 |
+1,099 |
Gasoline(NYMEX) |
Aug11 |
110714 |
313.60 |
315.90 |
309.36 |
312.48 |
-2.68 |
45,386 |
65,469 |
-968 |
Sep11 |
110714 |
309.00 |
309.62 |
303.45 |
306.17 |
-2.55 |
26,825 |
54,298 |
-169 |
Oct11 |
110714 |
293.63 |
295.15 |
289.24 |
291.51 |
-2.43 |
10,256 |
28,218 |
+1,850 |
Nov11 |
110714 |
289.29 |
291.25 |
285.12 |
287.64 |
-2.39 |
5,020 |
14,395 |
-38 |
Dec11 |
110714 |
288.16 |
289.79 |
283.59 |
286.10 |
-2.43 |
8,119 |
27,745 |
-2,189 |
Jan12 |
110714 |
288.71 |
290.07 |
284.16 |
286.55 |
-2.33 |
1,980 |
9,473 |
+32 |
Feb12 |
110714 |
287.93 |
287.93 |
287.93 |
287.93 |
-2.25 |
403 |
5,263 |
-115 |
Mar12 |
110714 |
289.80 |
289.80 |
289.80 |
289.80 |
-2.10 |
486 |
6,813 |
+79 |
Apr12 |
110714 |
300.57 |
300.95 |
300.56 |
300.95 |
-2.06 |
45 |
4,591 |
+17 |
May12 |
110714 |
301.10 |
301.10 |
301.10 |
301.10 |
-2.00 |
64 |
1,939 |
-17 |
Total Volume and Open Interest |
100,401 |
236,172 |
-1,580 |
e-miNY RBOB Gasoline(NYM) |
Aug11 |
110714 |
312.50 |
312.50 |
312.48 |
312.50 |
-2.70 |
0 |
3 |
+0 |
Sep11 |
110714 |
306.20 |
306.20 |
306.17 |
306.20 |
-2.50 |
|
|
|
Oct11 |
110714 |
291.50 |
291.51 |
291.50 |
291.50 |
-2.40 |
0 |
1 |
+0 |
Nov11 |
110714 |
287.60 |
287.64 |
287.60 |
287.60 |
-2.40 |
|
|
|
Total Volume and Open Interest |
0 |
6 |
+0 |
Natural Gas(NYM) |
Aug11 |
110714 |
4.375 |
4.409 |
4.252 |
4.378 |
-0.025 |
92,282 |
128,937 |
-14,172 |
Sep11 |
110714 |
4.379 |
4.393 |
4.240 |
4.358 |
-0.029 |
47,563 |
208,346 |
-840 |
Oct11 |
110714 |
4.390 |
4.415 |
4.263 |
4.378 |
-0.033 |
28,754 |
132,669 |
-1,209 |
Nov11 |
110714 |
4.515 |
4.540 |
4.392 |
4.501 |
-0.039 |
18,230 |
93,095 |
-2,724 |
Dec11 |
110714 |
4.712 |
4.727 |
4.600 |
4.696 |
-0.041 |
12,411 |
43,024 |
+623 |
Jan12 |
110714 |
4.815 |
4.834 |
4.714 |
4.804 |
-0.041 |
18,083 |
102,738 |
+1,745 |
Feb12 |
110714 |
4.800 |
4.814 |
4.726 |
4.802 |
-0.041 |
1,935 |
23,053 |
-141 |
Mar12 |
110714 |
4.754 |
4.770 |
4.679 |
4.756 |
-0.040 |
3,184 |
48,644 |
-236 |
Apr12 |
110714 |
4.700 |
4.700 |
4.583 |
4.670 |
-0.036 |
3,960 |
46,676 |
+861 |
May12 |
110714 |
4.685 |
4.703 |
4.630 |
4.693 |
-0.036 |
247 |
10,100 |
-15 |
Jun12 |
110714 |
4.752 |
4.755 |
4.676 |
4.725 |
-0.036 |
273 |
11,183 |
-242 |
Jul12 |
110714 |
4.763 |
4.774 |
4.744 |
4.767 |
-0.036 |
434 |
9,217 |
-201 |
Aug12 |
110714 |
4.746 |
4.796 |
4.746 |
4.796 |
-0.036 |
360 |
8,443 |
+271 |
Sep12 |
110714 |
4.804 |
4.815 |
4.794 |
4.805 |
-0.036 |
778 |
6,883 |
-43 |
Oct12 |
110714 |
4.846 |
4.857 |
4.760 |
4.846 |
-0.036 |
1,729 |
32,673 |
+1,164 |
Nov12 |
110714 |
4.978 |
4.988 |
4.972 |
4.988 |
-0.039 |
127 |
4,930 |
-5 |
Total Volume and Open Interest |
231,080 |
988,230 |
-14,668 |
Brent Crude Oil(ICE) |
Aug11 |
110714 |
118.53 |
119.40 |
117.73 |
118.32 |
-0.46 |
150,986 |
44,768 |
-28,790 |
Sep11 |
110714 |
117.55 |
118.34 |
115.40 |
116.26 |
-1.59 |
169,687 |
212,121 |
+5,886 |
Oct11 |
110714 |
117.90 |
118.36 |
115.49 |
116.36 |
-1.48 |
57,219 |
96,560 |
+7,408 |
Nov11 |
110714 |
117.52 |
118.44 |
115.84 |
116.55 |
-1.42 |
21,925 |
41,225 |
+55 |
Dec11 |
110714 |
118.06 |
118.64 |
115.80 |
116.68 |
-1.37 |
50,476 |
98,248 |
-924 |
Jan12 |
110714 |
117.72 |
118.50 |
116.35 |
116.74 |
-1.33 |
8,509 |
23,769 |
+1,080 |
Feb12 |
110714 |
117.69 |
118.38 |
115.85 |
116.73 |
-1.31 |
4,130 |
18,061 |
+132 |
Mar12 |
110714 |
117.63 |
118.53 |
115.82 |
116.70 |
-1.30 |
4,299 |
33,377 |
-51 |
Apr12 |
110714 |
117.77 |
118.49 |
116.03 |
116.68 |
-1.29 |
4,729 |
12,470 |
+526 |
May12 |
110714 |
117.35 |
117.35 |
116.61 |
116.61 |
-1.29 |
2,666 |
8,340 |
+258 |
Jun12 |
110714 |
117.63 |
118.36 |
115.66 |
116.53 |
-1.28 |
6,244 |
39,431 |
+400 |
Jul12 |
110714 |
116.46 |
116.46 |
116.46 |
116.46 |
-1.27 |
1,676 |
7,839 |
+149 |
Aug12 |
110714 |
116.34 |
116.34 |
116.34 |
116.34 |
-1.26 |
676 |
5,336 |
+269 |
Sep12 |
110714 |
116.18 |
116.18 |
116.18 |
116.18 |
-1.25 |
506 |
7,773 |
+92 |
Total Volume and Open Interest |
511,621 |
800,395 |
-10,421 |
Gas Oil(ICE) |
Aug11 |
110714 |
977.75 |
985.75 |
961.00 |
972.50 |
-10.50 |
104,911 |
129,917 |
+4,675 |
Sep11 |
110714 |
980.00 |
987.50 |
963.25 |
974.50 |
-10.75 |
61,646 |
120,926 |
+4,554 |
Oct11 |
110714 |
981.25 |
989.00 |
965.75 |
976.25 |
-11.25 |
22,701 |
51,615 |
+1,560 |
Nov11 |
110714 |
982.75 |
990.00 |
967.75 |
977.50 |
-11.50 |
11,280 |
34,363 |
+220 |
Dec11 |
110714 |
984.75 |
991.75 |
968.50 |
979.25 |
-11.50 |
20,525 |
54,234 |
+5 |
Jan12 |
110714 |
986.00 |
986.50 |
971.25 |
981.25 |
-11.50 |
5,319 |
33,901 |
-902 |
Feb12 |
110714 |
987.25 |
991.00 |
973.50 |
981.75 |
-11.75 |
2,646 |
10,221 |
-301 |
Mar12 |
110714 |
987.50 |
990.75 |
974.00 |
982.50 |
-11.75 |
2,134 |
11,181 |
+121 |
Apr12 |
110714 |
987.75 |
987.75 |
982.00 |
982.00 |
-12.25 |
2,890 |
8,437 |
+171 |
May12 |
110714 |
987.25 |
987.25 |
981.25 |
981.25 |
-12.25 |
3,995 |
8,111 |
+645 |
Total Volume and Open Interest |
251,445 |
564,091 |
-3,625 |
Ethanol(CBOT) |
Jul11 |
110706 |
2.758 |
2.795 |
2.758 |
2.761 |
+0.027 |
42 |
209 |
-19 |
Aug11 |
110714 |
2.832 |
2.840 |
2.815 |
2.837 |
-0.007 |
432 |
1,163 |
-29 |
Sep11 |
110714 |
2.717 |
2.726 |
2.700 |
2.718 |
-0.005 |
343 |
1,742 |
+16 |
Oct11 |
110714 |
2.609 |
2.615 |
2.591 |
2.605 |
-0.009 |
91 |
1,379 |
+3 |
Nov11 |
110714 |
2.539 |
2.545 |
2.521 |
2.536 |
-0.007 |
114 |
999 |
+53 |
Dec11 |
110714 |
2.515 |
2.515 |
2.490 |
2.506 |
+0.001 |
34 |
1,293 |
+8 |
Jan12 |
110714 |
2.458 |
2.478 |
2.456 |
2.471 |
+0.002 |
16 |
579 |
-1 |
Feb12 |
110714 |
2.480 |
2.480 |
2.461 |
2.469 |
+0.002 |
5 |
282 |
+0 |
Total Volume and Open Interest |
1,127 |
9,017 |
+9 |
WTI Crude Oil(ICE |
Aug11 |
110714 |
98.16 |
98.88 |
94.51 |
95.69 |
-2.36 |
74,291 |
43,719 |
-5,947 |
Sep11 |
110714 |
98.43 |
99.31 |
94.96 |
96.11 |
-2.38 |
36,962 |
77,036 |
+5,411 |
Oct11 |
110714 |
98.89 |
99.70 |
95.51 |
96.55 |
-2.35 |
15,191 |
35,574 |
+88 |
Nov11 |
110714 |
99.65 |
100.12 |
95.99 |
97.06 |
-2.30 |
8,535 |
24,895 |
+509 |
Dec11 |
110714 |
99.90 |
100.65 |
96.53 |
97.65 |
-2.22 |
18,134 |
92,828 |
+1,459 |
Jan12 |
110714 |
100.12 |
101.00 |
97.31 |
98.21 |
-2.15 |
3,076 |
17,706 |
+132 |
Feb12 |
110714 |
100.65 |
101.56 |
97.86 |
98.72 |
-2.09 |
1,712 |
5,702 |
+134 |
Mar12 |
110714 |
101.60 |
101.90 |
98.29 |
99.17 |
-2.05 |
1,917 |
13,946 |
-207 |
Apr12 |
110714 |
102.17 |
102.17 |
99.13 |
99.58 |
-2.00 |
1,430 |
4,525 |
-178 |
May12 |
110714 |
99.95 |
99.95 |
99.95 |
99.95 |
-1.97 |
754 |
3,076 |
+30 |
Jun12 |
110714 |
102.35 |
102.92 |
99.57 |
100.29 |
-1.93 |
2,759 |
27,391 |
+408 |
Jul12 |
110714 |
100.61 |
100.61 |
100.61 |
100.61 |
-1.88 |
168 |
4,367 |
+1 |
Aug12 |
110714 |
100.85 |
100.85 |
100.85 |
100.85 |
-1.85 |
5 |
1,271 |
+0 |
Sep12 |
110714 |
101.08 |
101.08 |
101.08 |
101.08 |
-1.79 |
1 |
5,029 |
+0 |
Oct12 |
110714 |
101.32 |
101.32 |
101.32 |
101.32 |
-1.73 |
600 |
1,027 |
+500 |
Nov12 |
110714 |
101.60 |
101.60 |
101.60 |
101.60 |
-1.67 |
10 |
2,563 |
-9 |
Total Volume and Open Interest |
176,327 |
479,909 |
+4,163 |
US Dollar Index(ICE) |
Sep11 |
110714 |
75.060 |
75.645 |
74.990 |
75.562 |
+0.015 |
49,264 |
49,282 |
+2,165 |
Dec11 |
110714 |
75.990 |
76.022 |
75.990 |
76.022 |
+0.015 |
412 |
594 |
+26 |
Mar12 |
110714 |
76.522 |
76.522 |
76.522 |
76.522 |
+0.015 |
0 |
1 |
+0 |
Total Volume and Open Interest |
49,676 |
49,877 |
+2,191 |
Australian Dollar(CME) |
Sep11 |
110714 |
106.79 |
106.99 |
106.05 |
106.23 |
-0.42 |
172,702 |
120,363 |
-5,568 |
Dec11 |
110714 |
105.67 |
105.80 |
105.09 |
105.09 |
-0.41 |
42 |
335 |
+2 |
Mar12 |
110714 |
104.00 |
104.41 |
104.00 |
104.00 |
-0.41 |
0 |
2 |
+0 |
Total Volume and Open Interest |
172,744 |
120,703 |
-5,566 |
British Pound(CME) |
Sep11 |
110714 |
161.51 |
161.84 |
160.84 |
161.17 |
+0.24 |
147,672 |
120,881 |
+708 |
Dec11 |
110714 |
160.97 |
161.45 |
160.78 |
161.01 |
+0.23 |
34 |
245 |
-1 |
Mar12 |
110714 |
160.85 |
160.85 |
160.62 |
160.85 |
+0.23 |
0 |
2 |
+0 |
Total Volume and Open Interest |
147,706 |
121,134 |
+707 |
Canadian Dollar(CME) |
Sep11 |
110714 |
104.25 |
104.56 |
103.81 |
103.99 |
-0.14 |
102,472 |
106,717 |
+2,920 |
Dec11 |
110714 |
104.00 |
104.33 |
103.58 |
103.77 |
-0.14 |
530 |
3,927 |
+74 |
Mar12 |
110714 |
104.06 |
104.10 |
103.59 |
103.59 |
-0.12 |
24 |
588 |
+16 |
Jun12 |
110714 |
103.35 |
103.47 |
103.35 |
103.35 |
-0.12 |
0 |
255 |
+0 |
Total Volume and Open Interest |
103,029 |
111,624 |
+3,013 |
Japanese Yen(CME) |
Sep11 |
110714 |
126.79 |
127.49 |
125.67 |
126.42 |
-0.24 |
160,077 |
115,309 |
+9,955 |
Dec11 |
110714 |
127.18 |
127.58 |
126.15 |
126.54 |
-0.25 |
265 |
476 |
+58 |
Mar12 |
110714 |
126.73 |
126.97 |
126.73 |
126.73 |
-0.24 |
1 |
44 |
+1 |
Total Volume and Open Interest |
160,344 |
115,846 |
+10,015 |
Swiss Franc(CME) |
Sep11 |
110714 |
123.38 |
123.72 |
122.02 |
122.39 |
+0.37 |
60,809 |
48,450 |
+1,122 |
Dec11 |
110714 |
123.65 |
123.65 |
122.15 |
122.52 |
+0.37 |
41 |
175 |
+8 |
Mar12 |
110714 |
122.68 |
122.68 |
122.32 |
122.68 |
+0.36 |
0 |
2 |
+0 |
Total Volume and Open Interest |
60,850 |
48,630 |
+1,130 |
EuroFX(CME) |
Sep11 |
110714 |
141.89 |
142.56 |
140.87 |
141.08 |
-0.09 |
573,663 |
183,546 |
+5,430 |
Dec11 |
110714 |
141.73 |
142.04 |
140.66 |
140.73 |
-0.08 |
622 |
796 |
+114 |
Mar12 |
110714 |
141.30 |
141.33 |
140.41 |
140.41 |
-0.07 |
4 |
362 |
+0 |
Total Volume and Open Interest |
574,289 |
185,541 |
+5,544 |
Mexican Peso(CME) |
Jul11 |
110714 |
853.2 |
856.8 |
853.2 |
853.2 |
-3.5 |
|
|
|
Aug11 |
110714 |
851.2 |
854.8 |
851.2 |
851.2 |
-3.5 |
|
|
|
Total Volume and Open Interest |
43,488 |
145,774 |
-1,754 |
30-Year T-Bonds(CBOT) |
Sep11 |
110714 |
126~200 |
126~270 |
125~200 |
125~260 |
-0~290 |
447,296 |
633,566 |
+16,730 |
Dec11 |
110714 |
125~000 |
125~080 |
124~070 |
124~110 |
-0~290 |
190 |
1,378 |
+108 |
Mar12 |
110714 |
122~290 |
123~260 |
122~290 |
122~290 |
-0~290 |
|
|
|
Total Volume and Open Interest |
447,486 |
634,944 |
+16,838 |
10-Year T-Notes(CBOT) |
Sep11 |
110714 |
124~220 |
124~295 |
124~100 |
124~140 |
-0~115 |
1,831,848 |
1,800,165 |
+6,780 |
Dec11 |
110714 |
123~115 |
123~115 |
122~280 |
122~305 |
-0~120 |
1,466 |
14,580 |
-107 |
Mar12 |
110714 |
121~305 |
122~105 |
121~305 |
121~305 |
-0~120 |
|
|
|
Total Volume and Open Interest |
1,833,314 |
1,814,745 |
+6,673 |
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 |
110714 |
119~049 |
119~073 |
119~049 |
119~049 |
-0~024 |
0 |
4 |
+0 |
Mar12 |
110714 |
118~073 |
118~097 |
118~073 |
118~073 |
-0~024 |
|
|
|
Total Volume and Open Interest |
913,787 |
1,532,775 |
+37,219 |
2 Year T-Notes(CBOT) |
Sep11 |
110714 |
109~115 |
109~118 |
109~110 |
109~115 |
-0~002 |
318,541 |
996,289 |
+2,272 |
Dec11 |
110714 |
109~084 |
109~086 |
109~084 |
109~084 |
-0~002 |
0 |
31 |
+0 |
Mar12 |
110714 |
109~022 |
109~024 |
109~022 |
109~022 |
-0~002 |
|
|
|
Total Volume and Open Interest |
318,541 |
996,320 |
+2,272 |
Eurodollars(CME) |
Sep11 |
110714 |
99.595 |
99.630 |
99.570 |
99.605 |
unch |
578,408 |
1,202,708 |
-38,799 |
Dec11 |
110714 |
99.495 |
99.525 |
99.470 |
99.510 |
+0.010 |
601,989 |
1,273,782 |
-22,467 |
Mar12 |
110714 |
99.455 |
99.485 |
99.430 |
99.475 |
+0.015 |
493,306 |
1,523,837 |
-13,936 |
Jun12 |
110714 |
99.400 |
99.435 |
99.380 |
99.420 |
+0.015 |
333,415 |
1,409,326 |
-290 |
Sep12 |
110714 |
99.300 |
99.340 |
99.280 |
99.325 |
+0.020 |
320,148 |
1,074,106 |
+12,329 |
Dec12 |
110714 |
99.140 |
99.185 |
99.125 |
99.170 |
+0.020 |
335,293 |
732,470 |
+20,365 |
Mar13 |
110714 |
98.975 |
99.020 |
98.955 |
98.995 |
+0.015 |
260,099 |
580,571 |
+22,616 |
Jun13 |
110714 |
98.770 |
98.805 |
98.740 |
98.780 |
+0.005 |
182,676 |
360,858 |
-3,396 |
Sep13 |
110714 |
98.540 |
98.570 |
98.505 |
98.540 |
-0.015 |
177,913 |
399,694 |
-1,736 |
Dec13 |
110714 |
98.295 |
98.315 |
98.240 |
98.270 |
-0.030 |
138,626 |
298,856 |
+15,651 |
Mar14 |
110714 |
98.040 |
98.065 |
97.975 |
98.010 |
-0.040 |
95,218 |
246,856 |
-239 |
Jun14 |
110714 |
97.780 |
97.805 |
97.710 |
97.745 |
-0.040 |
73,824 |
189,608 |
+1,263 |
Sep14 |
110714 |
97.510 |
97.550 |
97.455 |
97.485 |
-0.045 |
37,753 |
94,619 |
+1,715 |
Dec14 |
110714 |
97.245 |
97.290 |
97.195 |
97.225 |
-0.045 |
48,033 |
114,505 |
+10,476 |
Mar15 |
110714 |
97.010 |
97.060 |
96.965 |
96.990 |
-0.045 |
26,203 |
86,897 |
+777 |
Jun15 |
110714 |
5.020 |
5.075 |
4.980 |
5.005 |
-0.045 |
19,995 |
71,176 |
-728 |
Sep15 |
110714 |
4.815 |
4.855 |
4.755 |
4.780 |
-0.050 |
13,209 |
56,450 |
-22 |
Dec15 |
110714 |
4.595 |
4.640 |
4.540 |
4.565 |
-0.050 |
15,667 |
47,644 |
+878 |
Total Volume and Open Interest |
|
|
|
30 Day Federal Funds(CBOT) |
Jul11 |
110714 |
99.927 |
99.933 |
99.923 |
99.927 |
+0.005 |
5,541 |
68,707 |
-134 |
Aug11 |
110714 |
99.910 |
99.920 |
99.905 |
99.910 |
+0.005 |
5,824 |
58,183 |
+1,656 |
Sep11 |
110714 |
99.885 |
99.905 |
99.885 |
99.895 |
+0.010 |
6,186 |
48,716 |
+1,799 |
Oct11 |
110714 |
99.875 |
99.895 |
99.875 |
99.885 |
+0.010 |
7,342 |
51,009 |
-1,009 |
Nov11 |
110714 |
99.865 |
99.885 |
99.865 |
99.875 |
+0.010 |
8,318 |
49,220 |
-1,117 |
Dec11 |
110714 |
99.860 |
99.875 |
99.855 |
99.860 |
unch |
16,694 |
55,045 |
-1,032 |
Total Volume and Open Interest |
108,680 |
768,069 |
+3,941 |
30 Day Fed Funds(e-CBOT) |
3-Mth Euro-Yen(CME) |
Sep11 |
110714 |
99.662 |
99.662 |
99.662 |
99.662 |
unch |
0 |
51 |
-1 |
Dec11 |
110714 |
99.660 |
99.660 |
99.660 |
99.660 |
unch |
0 |
75 |
+0 |
Mar12 |
110714 |
99.652 |
99.652 |
99.652 |
99.652 |
unch |
|
|
|
Jun12 |
110714 |
99.645 |
99.645 |
99.645 |
99.645 |
unch |
|
|
|
Sep12 |
110714 |
99.580 |
99.580 |
99.580 |
99.580 |
unch |
|
|
|
Dec12 |
110714 |
99.625 |
99.625 |
99.625 |
99.625 |
+0.015 |
|
|
|
Mar13 |
110714 |
99.625 |
99.625 |
99.625 |
99.625 |
+0.015 |
|
|
|
Jun13 |
110714 |
99.580 |
99.580 |
99.580 |
99.580 |
+0.015 |
|
|
|
Sep13 |
110714 |
99.440 |
99.440 |
99.440 |
99.440 |
+0.015 |
|
|
|
Dec13 |
110714 |
99.300 |
99.300 |
99.300 |
99.300 |
+0.015 |
|
|
|
Total Volume and Open Interest |
0 |
126 |
-1 |
3-Mth Euro-Yen(SGX) |
Sep11 |
110714 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
1 |
1,332 |
+0 |
Dec11 |
110714 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
0 |
1,392 |
+0 |
Mar12 |
110714 |
99.65 |
99.65 |
99.65 |
99.65 |
unch |
11 |
1,823 |
+0 |
Jun12 |
110714 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
100 |
1,374 |
-100 |
Sep12 |
110714 |
99.58 |
99.58 |
99.58 |
99.58 |
unch |
0 |
411 |
+0 |
Dec12 |
110714 |
99.62 |
99.62 |
99.62 |
99.62 |
+0.01 |
0 |
24 |
+0 |
Mar13 |
110714 |
99.62 |
99.62 |
99.62 |
99.62 |
+0.01 |
0 |
1 |
+0 |
Jun13 |
110714 |
99.58 |
99.58 |
99.58 |
99.58 |
+0.01 |
|
|
|
Total Volume and Open Interest |
112 |
6,357 |
-100 |
Japanese Gov't Bonds(SGX) |
Sep11 |
110712 |
141.13 |
141.76 |
141.13 |
141.63 |
+0.54 |
1,287 |
22,534 |
+0 |
Dec11 |
110714 |
141.80 |
141.80 |
141.28 |
141.28 |
+0.32 |
0 |
2 |
+0 |
Mar12 |
110714 |
139.19 |
139.19 |
139.19 |
139.19 |
+0.32 |
|
|
|
Total Volume and Open Interest |
5,320 |
24,177 |
+1,811 |
Euro-Bund(EUREX) |
Sep11 |
110714 |
128.59 |
128.87 |
128.19 |
128.42 |
+0.07 |
1,777,042 |
955,326 |
+27,063 |
Dec11 |
110714 |
127.13 |
127.54 |
126.98 |
127.11 |
+0.06 |
179 |
345 |
+28 |
Mar12 |
110714 |
127.10 |
127.10 |
127.10 |
127.10 |
+0.07 |
|
|
|
Total Volume and Open Interest |
1,777,221 |
955,671 |
+27,091 |
Euro-Bobl(EUREX) |
Sep11 |
110714 |
118.60 |
118.89 |
118.45 |
118.57 |
+0.05 |
1,119,925 |
748,547 |
+2,690 |
Dec11 |
110714 |
117.60 |
117.60 |
117.60 |
117.60 |
+0.05 |
0 |
696 |
+0 |
Mar12 |
110714 |
117.60 |
117.60 |
117.60 |
117.60 |
+0.05 |
|
|
|
Total Volume and Open Interest |
1,119,925 |
749,243 |
+2,690 |
3-Mth Euribor(EUREX) |
Sep11 |
110714 |
98.340 |
98.340 |
98.340 |
98.340 |
+0.010 |
18 |
1,888 |
+0 |
Dec11 |
110714 |
98.305 |
98.305 |
98.305 |
98.305 |
+0.010 |
14 |
1,358 |
+10 |
Mar12 |
110714 |
98.285 |
98.285 |
98.285 |
98.285 |
+0.005 |
8 |
840 |
+1 |
Total Volume and Open Interest |
367 |
7,131 |
+302 |
Long Gilt(LIFFE) |
Sep11 |
110629 |
121~06 |
121~06 |
120~12 |
120~22 |
-0~23 |
84,026 |
359,346 |
-16 |
Dec11 |
110714 |
121~19 |
121~19 |
121~19 |
121~19 |
+0~04 |
|
|
|
Total Volume and Open Interest |
220,119 |
360,255 |
-5,239 |
3-Mth Short Sterling(LIFFE) |
Sep11 |
110714 |
99.10 |
99.11 |
99.10 |
99.10 |
unch |
81,713 |
435,138 |
-10,161 |
Dec11 |
110714 |
99.06 |
99.07 |
99.06 |
99.06 |
unch |
129,380 |
519,281 |
+11,977 |
Mar12 |
110714 |
99.02 |
99.04 |
99.01 |
99.01 |
-0.01 |
148,074 |
497,837 |
+16,216 |
Jun12 |
110714 |
98.95 |
98.97 |
98.93 |
98.94 |
-0.01 |
116,139 |
341,974 |
+16,066 |
Sep12 |
110714 |
98.85 |
98.87 |
98.82 |
98.84 |
-0.01 |
92,027 |
325,121 |
-4,570 |
Dec12 |
110714 |
98.68 |
98.71 |
98.67 |
98.68 |
-0.01 |
85,931 |
280,702 |
+2,945 |
Total Volume and Open Interest |
810,670 |
2,774,463 |
+32,102 |
3-Mth Euribor(LIFFE) |
Sep11 |
110714 |
98.340 |
98.350 |
98.325 |
98.340 |
+0.010 |
276,588 |
746,768 |
+38,447 |
Dec11 |
110714 |
98.310 |
98.325 |
98.285 |
98.305 |
+0.010 |
445,481 |
548,925 |
-7,170 |
Mar12 |
110714 |
98.290 |
98.335 |
98.270 |
98.285 |
+0.005 |
447,427 |
472,400 |
-22,296 |
Total Volume and Open Interest |
2,478,895 |
3,547,948 |
+16,389 |
3-Mth Aus T-Bills(SFE) |
Sep11 |
110714 |
95.26 |
95.29 |
95.21 |
95.27 |
unch |
43,746 |
256,369 |
+8,517 |
Dec11 |
110714 |
95.35 |
95.40 |
95.28 |
95.36 |
unch |
45,743 |
254,365 |
+4,742 |
Mar12 |
110714 |
95.35 |
95.42 |
95.30 |
95.38 |
+0.01 |
22,342 |
142,175 |
+2,973 |
Jun12 |
110714 |
95.31 |
95.37 |
95.26 |
95.36 |
+0.03 |
5,410 |
82,384 |
-1,517 |
Sep12 |
110714 |
95.24 |
95.30 |
95.21 |
95.29 |
+0.02 |
3,295 |
51,248 |
-516 |
Dec12 |
110714 |
95.15 |
95.22 |
95.12 |
95.22 |
+0.03 |
3,796 |
31,361 |
-1,214 |
Mar13 |
110714 |
95.08 |
95.15 |
95.05 |
95.15 |
+0.03 |
3,114 |
29,032 |
+1,244 |
Jun13 |
110714 |
94.99 |
95.08 |
94.96 |
95.06 |
+0.03 |
252 |
10,619 |
+199 |
Sep13 |
110714 |
94.99 |
94.99 |
94.99 |
94.99 |
+0.02 |
0 |
1,992 |
+0 |
Dec13 |
110714 |
94.91 |
94.91 |
94.91 |
94.91 |
unch |
0 |
1,417 |
+0 |
Total Volume and Open Interest |
127,698 |
861,128 |
+14,428 |
10-Year Aus T-Bonds(SFE) |
Sep11 |
110714 |
95.02 |
95.09 |
94.96 |
95.08 |
+0.05 |
76,794 |
404,806 |
+5,565 |
Dec11 |
110714 |
95.08 |
95.08 |
95.08 |
95.08 |
+0.05 |
|
|
|
Total Volume and Open Interest |
76,794 |
404,806 |
+5,565 |
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 |
110714 |
95.55 |
95.55 |
95.55 |
95.55 |
+0.03 |
|
|
|
Total Volume and Open Interest |
273,055 |
672,907 |
+15,892 |
Gold(CMX) |
Aug11 |
110714 |
1584.2 |
1594.9 |
1579.4 |
1589.3 |
+3.8 |
176,605 |
287,604 |
+546 |
Oct11 |
110714 |
1587.2 |
1595.7 |
1581.8 |
1590.2 |
+3.7 |
1,272 |
13,551 |
-93 |
Dec11 |
110714 |
1585.1 |
1596.8 |
1582.0 |
1591.2 |
+3.7 |
15,610 |
114,011 |
+6,299 |
Feb12 |
110714 |
1591.9 |
1596.4 |
1586.8 |
1592.6 |
+3.7 |
860 |
10,667 |
+261 |
Apr12 |
110714 |
1593.2 |
1598.7 |
1589.3 |
1594.1 |
+3.6 |
302 |
6,576 |
+111 |
Jun12 |
110714 |
1593.4 |
1598.4 |
1589.5 |
1595.6 |
+3.5 |
614 |
14,242 |
+135 |
Aug12 |
110714 |
1595.0 |
1597.4 |
1595.0 |
1597.4 |
+3.4 |
7 |
4,617 |
+4 |
Oct12 |
110714 |
1599.1 |
1599.6 |
1599.1 |
1599.6 |
+3.3 |
1 |
4,109 |
+0 |
Dec12 |
110714 |
1595.6 |
1605.9 |
1595.0 |
1602.1 |
+3.2 |
80 |
11,330 |
+55 |
Feb13 |
110714 |
1604.9 |
1604.9 |
1604.9 |
1604.9 |
+3.0 |
162 |
1,516 |
+161 |
Apr13 |
110714 |
1608.2 |
1608.2 |
1608.2 |
1608.2 |
+2.9 |
0 |
201 |
+0 |
Jun13 |
110714 |
1612.0 |
1612.0 |
1612.0 |
1612.0 |
+2.8 |
200 |
11,055 |
+200 |
Total Volume and Open Interest |
196,464 |
520,202 |
+8,175 |
Silver(CMX) |
Jul11 |
110714 |
3852.0 |
3935.5 |
3810.0 |
3868.9 |
+54.1 |
278 |
697 |
-38 |
Sep11 |
110714 |
3827.5 |
3939.5 |
3801.0 |
3869.4 |
+54.3 |
58,158 |
57,397 |
-212 |
Dec11 |
110714 |
3840.0 |
3940.0 |
3804.0 |
3871.4 |
+54.6 |
1,239 |
26,875 |
+218 |
Mar12 |
110714 |
3857.0 |
3931.0 |
3857.0 |
3871.2 |
+54.8 |
54 |
5,188 |
+25 |
May12 |
110714 |
3918.0 |
3918.0 |
3870.2 |
3870.2 |
+54.8 |
21 |
1,529 |
-8 |
Jul12 |
110714 |
3922.5 |
3922.5 |
3869.6 |
3869.6 |
+54.8 |
29 |
1,734 |
-8 |
Sep12 |
110714 |
3810.0 |
3888.5 |
3804.0 |
3868.5 |
+54.9 |
3 |
202 |
-3 |
Total Volume and Open Interest |
60,838 |
112,795 |
+41 |
Platinum(NYMEX) |
Jul11 |
110714 |
1774.5 |
1774.5 |
1774.3 |
1774.3 |
+7.3 |
4 |
48 |
+0 |
Oct11 |
110714 |
1759.8 |
1784.9 |
1757.8 |
1774.3 |
+7.3 |
4,594 |
30,194 |
+212 |
Jan12 |
110714 |
1769.5 |
1785.0 |
1769.5 |
1777.3 |
+7.1 |
39 |
1,041 |
+35 |
Apr12 |
110714 |
1786.0 |
1786.0 |
1779.7 |
1779.7 |
+7.1 |
0 |
80 |
+0 |
Total Volume and Open Interest |
4,637 |
31,373 |
+247 |
Palladium(NYMEX) |
Sep11 |
110714 |
775.30 |
791.00 |
775.05 |
783.35 |
-0.65 |
3,779 |
19,750 |
+60 |
Dec11 |
110714 |
783.60 |
788.70 |
783.60 |
784.55 |
-0.65 |
9 |
762 |
+1 |
Mar12 |
110714 |
130.39 |
130.39 |
130.39 |
130.39 |
-0.65 |
0 |
49 |
+0 |
Total Volume and Open Interest |
3,788 |
20,561 |
+61 |
Copper(CMX) |
Jul11 |
110714 |
439.00 |
440.85 |
436.90 |
437.20 |
-2.25 |
454 |
3,276 |
-262 |
Sep11 |
110714 |
439.15 |
441.75 |
436.75 |
438.00 |
-2.35 |
37,901 |
90,779 |
-828 |
Dec11 |
110714 |
440.50 |
442.70 |
438.60 |
439.75 |
-2.25 |
1,825 |
31,856 |
+510 |
Mar12 |
110714 |
440.85 |
440.85 |
440.85 |
440.85 |
-2.20 |
221 |
11,320 |
+108 |
May12 |
110714 |
440.85 |
440.85 |
440.85 |
440.85 |
-2.15 |
7 |
1,945 |
+0 |
Total Volume and Open Interest |
41,107 |
146,864 |
-646 |
DJIA Index(CBOT) |
Sep11 |
110714 |
12434 |
12524 |
12342 |
12382 |
-43 |
5,572 |
13,545 |
+3,500 |
Dec11 |
110714 |
12312 |
12355 |
12312 |
12312 |
-43 |
0 |
85 |
+0 |
Mar12 |
110714 |
12243 |
12286 |
12243 |
12243 |
-43 |
|
|
|
Jun12 |
110714 |
12173 |
12216 |
12173 |
12173 |
-43 |
|
|
|
Total Volume and Open Interest |
5,572 |
13,630 |
+3,500 |
Mini DJIA Index(CBOT) |
Sep11 |
110714 |
12430 |
12528 |
12336 |
12382 |
-43 |
148,502 |
117,229 |
+4,509 |
Dec11 |
110714 |
12305 |
12448 |
12305 |
12312 |
-43 |
80 |
394 |
+5 |
Mar12 |
110714 |
12243 |
12243 |
12243 |
12243 |
-43 |
0 |
11 |
+0 |
Jun12 |
110714 |
12173 |
12173 |
12173 |
12173 |
-43 |
|
|
|
Total Volume and Open Interest |
148,582 |
117,634 |
+4,514 |
S & P 500(CME) |
Sep11 |
110714 |
1313.10 |
1323.00 |
1302.00 |
1306.70 |
-5.50 |
19,815 |
264,515 |
+2,964 |
Dec11 |
110714 |
1303.50 |
1314.80 |
1296.80 |
1301.20 |
-5.60 |
119 |
10,610 |
+29 |
Mar12 |
110714 |
1295.70 |
1309.30 |
1291.30 |
1295.70 |
-5.60 |
0 |
26 |
+0 |
Jun12 |
110714 |
1290.70 |
1304.30 |
1286.30 |
1290.70 |
-5.60 |
0 |
5 |
+0 |
Total Volume and Open Interest |
19,934 |
275,156 |
+2,993 |
S & P 500 E-Mini(Globex) |
Sep11 |
110714 |
1312.25 |
1323.25 |
1302.00 |
1306.75 |
-5.50 |
2,888,474 |
2,589,528 |
+31,390 |
Dec11 |
110714 |
1304.00 |
1317.25 |
1297.25 |
1301.25 |
-5.50 |
3,106 |
11,712 |
+856 |
Total Volume and Open Interest |
2,891,584 |
2,601,431 |
+32,246 |
NASDAQ 100(CME) |
Sep11 |
110714 |
2347.00 |
2368.00 |
2313.00 |
2334.00 |
-10.50 |
4,844 |
16,333 |
+2,275 |
Dec11 |
110714 |
2328.00 |
2360.00 |
2310.00 |
2328.00 |
-11.00 |
0 |
2 |
+0 |
Mar12 |
110714 |
2325.50 |
2328.50 |
2325.50 |
2325.50 |
-11.00 |
|
|
|
Total Volume and Open Interest |
4,844 |
16,335 |
+2,275 |
NASDAQ 100 E-Mini(Globex) |
Sep11 |
110714 |
2345.80 |
2368.30 |
2314.50 |
2334.00 |
-10.50 |
304,899 |
356,085 |
+12,429 |
Dec11 |
110714 |
2329.80 |
2360.50 |
2314.30 |
2328.00 |
-11.00 |
171 |
181 |
+18 |
Total Volume and Open Interest |
305,071 |
356,267 |
+12,448 |
S & P Midcap 400(CME) |
Sep11 |
110714 |
970.00 |
980.95 |
968.00 |
968.70 |
-12.00 |
224 |
1,462 |
+196 |
Dec11 |
110714 |
967.40 |
967.40 |
967.40 |
967.40 |
-12.00 |
|
|
|
Mar12 |
110714 |
965.70 |
965.70 |
965.70 |
965.70 |
-12.00 |
|
|
|
Total Volume and Open Interest |
224 |
1,462 |
+196 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Sep11 |
110630 |
9865 |
9940 |
9805 |
9900 |
+220 |
11,736 |
31,666 |
+3,008 |
Dec11 |
110714 |
9910 |
9925 |
9910 |
9915 |
-10 |
0 |
1 |
+0 |
Total Volume and Open Interest |
17,904 |
35,770 |
+247 |
Nikkei 225(SGX) |
Sep11 |
110714 |
9920 |
10005 |
9885 |
9950 |
+5 |
102,192 |
189,693 |
+3,723 |
Dec11 |
110714 |
9865 |
9925 |
9840 |
9895 |
+5 |
1 |
7,954 |
-302 |
Mar12 |
110714 |
9885 |
9885 |
9885 |
9885 |
unch |
0 |
10 |
+0 |
Total Volume and Open Interest |
103,486 |
207,303 |
+4,534 |
CAC 40(EURONEXT) |
Jul11 |
110714 |
3751.0 |
3783.5 |
3721.0 |
3750.0 |
-43.0 |
361,635 |
411,408 |
-16,610 |
Aug11 |
110714 |
3753.5 |
3788.0 |
3725.5 |
3755.0 |
-43.0 |
102,547 |
114,018 |
+47,791 |
Sep11 |
110714 |
3753.5 |
3780.0 |
3725.5 |
3752.5 |
-43.0 |
7,799 |
32,655 |
+5,589 |
Total Volume and Open Interest |
471,981 |
558,113 |
+36,770 |
Hang Seng Index(HKFE) |
Jul11 |
110714 |
21975 |
21988 |
21717 |
21985 |
+105 |
102,387 |
90,151 |
+733 |
Aug11 |
110714 |
21957 |
21957 |
21680 |
21945 |
+103 |
1,738 |
1,992 |
+702 |
Sep11 |
110714 |
21783 |
21852 |
21598 |
21852 |
+103 |
499 |
3,082 |
-20 |
Total Volume and Open Interest |
105,351 |
98,896 |
+1,299 |
DAX(EUREX) |
Sep11 |
110714 |
7220.0 |
7290.0 |
7176.0 |
7244.0 |
-45.0 |
224,857 |
147,778 |
+3,615 |
Dec11 |
110714 |
7245.0 |
7313.5 |
7211.0 |
7271.5 |
-45.5 |
475 |
8,402 |
+69 |
Mar12 |
110714 |
7287.0 |
7338.5 |
7242.0 |
7302.5 |
-46.5 |
124 |
312 |
+34 |
Total Volume and Open Interest |
225,456 |
156,492 |
+3,718 |
FT-SE 100(EURONEXT) |
Sep11 |
110714 |
5805.50 |
5859.00 |
5767.00 |
5816.00 |
-49.50 |
181,458 |
686,482 |
-6,212 |
Dec11 |
110714 |
5810.50 |
5823.00 |
5780.00 |
5792.00 |
-49.00 |
6 |
803 |
+2 |
Mar12 |
110714 |
5775.00 |
5775.00 |
5755.00 |
5755.00 |
-49.50 |
0 |
170 |
+0 |
Total Volume and Open Interest |
181,464 |
687,475 |
-6,210 |
SPI 200(SFE) |
Sep11 |
110714 |
4493.0 |
4525.0 |
4439.0 |
4467.0 |
-21.0 |
44,538 |
192,335 |
+654 |
Dec11 |
110714 |
4521.0 |
4521.0 |
4470.0 |
4482.0 |
-25.0 |
218 |
4,604 |
-44 |
Mar12 |
110714 |
4468.0 |
4468.0 |
4468.0 |
4468.0 |
-25.0 |
111 |
1,741 |
+111 |
Total Volume and Open Interest |
45,155 |
202,629 |
+898 |
GSCI(CME) |
Jul11 |
110714 |
32.64 |
44.64 |
27.39 |
32.64 |
-9.00 |
1,694 |
5,771 |
-1,787 |
Aug11 |
110714 |
42.64 |
45.14 |
27.89 |
33.59 |
-8.95 |
1,684 |
4,718 |
+1,440 |
Sep11 |
110714 |
34.14 |
44.64 |
28.89 |
34.14 |
-9.00 |
|
|
|
Total Volume and Open Interest |
3,378 |
10,489 |
-347 |
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. |
|
|