|
MRCI's End of Day Prices |
Daily Futures Price Listing Mon August 01, 2011 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Aug11 |
110801 |
1354.25 |
1371.00 |
1354.25 |
1358.75 |
+4.50 |
29,584 |
11,116 |
-9,022 |
Sep11 |
110801 |
1349.25 |
1365.75 |
1346.75 |
1353.25 |
+4.75 |
27,996 |
47,724 |
-13 |
Nov11 |
110801 |
1359.00 |
1374.00 |
1355.25 |
1362.00 |
+4.75 |
73,788 |
311,330 |
-2,409 |
Jan12 |
110801 |
1370.00 |
1383.00 |
1368.25 |
1373.00 |
+4.75 |
8,091 |
53,044 |
+472 |
Mar12 |
110801 |
1378.00 |
1392.25 |
1374.75 |
1380.00 |
+5.25 |
4,260 |
27,422 |
-4 |
May12 |
110801 |
1379.75 |
1392.00 |
1379.75 |
1382.00 |
+5.75 |
1,833 |
33,357 |
+256 |
Jul12 |
110801 |
1389.75 |
1396.00 |
1385.00 |
1386.50 |
+5.25 |
1,003 |
18,653 |
+95 |
Total Volume and Open Interest |
147,425 |
527,288 |
-10,638 |
Soybean Meal(CBOT) |
Aug11 |
110801 |
353.90 |
356.00 |
350.80 |
352.70 |
+1.10 |
20,984 |
10,016 |
-3,150 |
Sep11 |
110801 |
354.60 |
357.70 |
352.30 |
354.30 |
+1.10 |
20,150 |
37,962 |
+1,256 |
Oct11 |
110801 |
355.30 |
358.90 |
354.00 |
356.10 |
+1.00 |
2,971 |
17,217 |
+548 |
Dec11 |
110801 |
360.00 |
363.20 |
357.80 |
360.00 |
+1.20 |
24,208 |
88,402 |
+1,479 |
Jan12 |
110801 |
363.00 |
364.10 |
360.10 |
362.00 |
+1.30 |
472 |
7,435 |
+135 |
Mar12 |
110801 |
366.20 |
367.10 |
363.00 |
365.00 |
+1.40 |
1,030 |
6,088 |
+290 |
May12 |
110801 |
366.80 |
368.20 |
364.10 |
365.80 |
+1.50 |
1,153 |
8,180 |
-29 |
Jul12 |
110801 |
369.30 |
369.40 |
365.00 |
366.60 |
+1.60 |
863 |
2,453 |
+183 |
Total Volume and Open Interest |
71,948 |
181,842 |
+773 |
Soybean Oil(CBOT) |
Aug11 |
110801 |
56.04 |
56.51 |
55.90 |
56.15 |
+0.50 |
20,106 |
6,598 |
-4,883 |
Sep11 |
110801 |
55.91 |
56.65 |
55.81 |
56.28 |
+0.48 |
24,761 |
47,744 |
+1,173 |
Oct11 |
110801 |
56.02 |
56.85 |
56.02 |
56.48 |
+0.48 |
3,825 |
21,029 |
+493 |
Dec11 |
110801 |
56.50 |
57.31 |
56.45 |
56.91 |
+0.48 |
44,977 |
146,365 |
+351 |
Jan12 |
110801 |
56.90 |
57.55 |
56.82 |
57.17 |
+0.48 |
3,182 |
24,455 |
+447 |
Mar12 |
110801 |
57.43 |
57.76 |
57.19 |
57.46 |
+0.47 |
1,723 |
14,809 |
+290 |
May12 |
110801 |
57.80 |
57.85 |
57.40 |
57.59 |
+0.51 |
269 |
8,491 |
+49 |
Jul12 |
110801 |
57.65 |
57.73 |
57.60 |
57.73 |
+0.51 |
527 |
4,720 |
+231 |
Total Volume and Open Interest |
99,519 |
277,309 |
-1,915 |
Canola(WCE) |
Nov11 |
110729 |
555.4 |
558.7 |
552.5 |
557.2 |
+1.8 |
11,889 |
118,169 |
-2,750 |
Jan12 |
110729 |
565.0 |
567.2 |
561.0 |
565.8 |
+1.9 |
5,945 |
20,875 |
+1,070 |
Mar12 |
110729 |
571.3 |
573.0 |
567.1 |
571.8 |
+1.4 |
730 |
6,544 |
+56 |
May12 |
110729 |
576.8 |
577.9 |
576.6 |
577.1 |
+1.1 |
619 |
5,325 |
+284 |
Jul12 |
110729 |
580.5 |
582.0 |
580.5 |
581.5 |
+1.4 |
292 |
3,321 |
+237 |
Total Volume and Open Interest |
19,540 |
155,941 |
-1,093 |
Corn(CBOT) |
Sep11 |
110801 |
668.50 |
684.00 |
665.25 |
681.25 |
+15.75 |
80,120 |
320,832 |
-12,140 |
Dec11 |
110801 |
671.00 |
687.00 |
668.00 |
685.75 |
+17.00 |
136,057 |
541,767 |
+10,697 |
Mar12 |
110801 |
683.25 |
699.50 |
681.25 |
698.50 |
+17.00 |
18,380 |
129,804 |
-2,037 |
May12 |
110801 |
689.50 |
705.00 |
688.25 |
704.50 |
+17.00 |
7,152 |
30,160 |
+631 |
Jul12 |
110801 |
692.50 |
709.50 |
692.25 |
709.00 |
+16.75 |
6,404 |
71,879 |
-468 |
Sep12 |
110801 |
659.00 |
672.50 |
659.00 |
671.75 |
+11.00 |
3,150 |
10,609 |
+1,069 |
Total Volume and Open Interest |
256,001 |
1,205,774 |
-1,015 |
Wheat(CBOT) |
Sep11 |
110801 |
671.25 |
690.75 |
670.00 |
676.50 |
+4.00 |
46,023 |
138,069 |
-5,316 |
Dec11 |
110801 |
713.50 |
733.00 |
712.25 |
720.75 |
+5.00 |
25,032 |
154,484 |
+5,528 |
Mar12 |
110801 |
744.50 |
763.75 |
741.25 |
751.75 |
+5.00 |
3,652 |
50,029 |
+747 |
May12 |
110801 |
760.00 |
781.25 |
758.50 |
770.25 |
+7.75 |
992 |
10,630 |
+196 |
Jul12 |
110801 |
772.25 |
792.00 |
768.00 |
784.25 |
+11.25 |
1,414 |
43,952 |
+111 |
Total Volume and Open Interest |
78,280 |
421,733 |
+1,615 |
Wheat(KCBT) |
Sep11 |
110801 |
767.00 |
793.50 |
763.00 |
771.25 |
+4.25 |
10,490 |
68,265 |
-644 |
Dec11 |
110801 |
792.75 |
818.75 |
789.00 |
797.25 |
+4.25 |
7,032 |
60,885 |
+351 |
Mar12 |
110801 |
806.25 |
832.25 |
803.50 |
811.25 |
+4.75 |
2,598 |
19,120 |
+303 |
May12 |
110801 |
809.50 |
831.50 |
808.50 |
815.25 |
+4.00 |
341 |
3,417 |
-27 |
Jul12 |
110801 |
807.25 |
832.00 |
807.25 |
814.75 |
+5.75 |
1,563 |
14,838 |
+721 |
Total Volume and Open Interest |
22,077 |
169,639 |
+714 |
Wheat(MGE) |
Sep11 |
110801 |
826.00 |
860.00 |
826.00 |
834.25 |
+3.50 |
1,901 |
17,433 |
-220 |
Dec11 |
110801 |
825.00 |
859.00 |
825.00 |
835.75 |
+4.25 |
1,202 |
19,367 |
-206 |
Mar12 |
110801 |
840.00 |
864.50 |
838.00 |
845.50 |
+5.25 |
511 |
6,273 |
-12 |
May12 |
110801 |
842.25 |
867.50 |
841.50 |
849.00 |
+6.50 |
249 |
3,175 |
+65 |
Jul12 |
110801 |
843.25 |
866.25 |
842.25 |
852.00 |
+8.50 |
117 |
4,791 |
-24 |
Total Volume and Open Interest |
4,053 |
54,975 |
-432 |
Oats(CBOT) |
Sep11 |
110801 |
345.00 |
349.75 |
340.25 |
345.50 |
unch |
850 |
3,339 |
-372 |
Dec11 |
110801 |
356.25 |
361.25 |
351.50 |
358.00 |
+0.50 |
1,062 |
8,030 |
+441 |
Mar12 |
110801 |
367.00 |
369.25 |
366.00 |
368.50 |
+0.50 |
11 |
832 |
-7 |
May12 |
110801 |
375.00 |
375.00 |
374.50 |
375.00 |
+0.50 |
1 |
27 |
+1 |
Total Volume and Open Interest |
1,924 |
12,257 |
+63 |
Rough Rice(CBOT) |
Sep11 |
110801 |
16.18 |
16.61 |
16.12 |
16.25 |
+0.13 |
1,571 |
9,481 |
-770 |
Nov11 |
110801 |
16.46 |
16.94 |
16.45 |
16.58 |
+0.14 |
1,073 |
6,476 |
+710 |
Jan12 |
110801 |
17.02 |
17.07 |
16.75 |
16.89 |
+0.14 |
25 |
633 |
+1 |
Mar12 |
110801 |
17.30 |
17.31 |
17.05 |
17.16 |
+0.11 |
18 |
797 |
+5 |
Total Volume and Open Interest |
2,698 |
17,409 |
-47 |
Live Cattle(CME) |
Aug11 |
110801 |
112.785 |
113.400 |
112.430 |
113.300 |
+0.665 |
10,957 |
39,326 |
-2,172 |
Oct11 |
110801 |
117.550 |
118.250 |
117.330 |
117.800 |
+0.470 |
17,073 |
128,352 |
+1,420 |
Dec11 |
110801 |
120.000 |
121.035 |
119.950 |
120.785 |
+0.955 |
5,906 |
87,129 |
+593 |
Feb12 |
110801 |
123.330 |
124.200 |
122.930 |
123.800 |
+0.915 |
2,413 |
31,059 |
+72 |
Apr12 |
110801 |
125.500 |
126.500 |
125.250 |
126.100 |
+0.900 |
521 |
16,219 |
+9 |
Jun12 |
110801 |
122.800 |
123.400 |
122.580 |
123.230 |
+0.630 |
228 |
6,938 |
+116 |
Total Volume and Open Interest |
37,111 |
310,011 |
+48 |
Feeder Cattle(CME) |
Aug11 |
110801 |
137.250 |
138.735 |
136.700 |
136.825 |
-0.225 |
2,484 |
11,830 |
-496 |
Sep11 |
110801 |
138.825 |
140.380 |
138.575 |
138.735 |
+0.105 |
1,427 |
11,097 |
+58 |
Oct11 |
110801 |
140.130 |
141.550 |
139.825 |
140.075 |
+0.475 |
1,230 |
9,590 |
+324 |
Nov11 |
110801 |
140.050 |
142.000 |
140.050 |
140.685 |
+0.385 |
404 |
4,195 |
+56 |
Jan12 |
110801 |
140.300 |
141.600 |
140.075 |
140.800 |
+0.600 |
159 |
2,091 |
+29 |
Mar12 |
110801 |
140.000 |
140.950 |
139.880 |
140.800 |
+1.100 |
62 |
607 |
+5 |
Apr12 |
110801 |
140.000 |
141.000 |
140.000 |
140.600 |
+0.900 |
22 |
164 |
+8 |
Total Volume and Open Interest |
5,789 |
39,688 |
-15 |
Lean Hogs(CME) |
Aug11 |
110801 |
102.885 |
104.000 |
102.400 |
103.100 |
+0.315 |
9,019 |
16,936 |
-2,001 |
Oct11 |
110801 |
92.700 |
93.535 |
91.850 |
93.000 |
+0.600 |
9,222 |
92,424 |
+606 |
Dec11 |
110801 |
88.850 |
89.650 |
88.230 |
89.250 |
+0.715 |
3,846 |
68,233 |
+622 |
Feb12 |
110801 |
90.900 |
91.400 |
90.080 |
91.150 |
+0.650 |
1,003 |
32,393 |
+184 |
Apr12 |
110801 |
92.150 |
92.650 |
91.680 |
92.550 |
+0.450 |
1,123 |
19,824 |
+605 |
May12 |
110801 |
95.750 |
96.100 |
95.750 |
96.100 |
+0.450 |
3 |
904 |
+1 |
Jun12 |
110801 |
97.635 |
98.200 |
97.350 |
98.100 |
+0.120 |
417 |
10,832 |
+245 |
Jul12 |
110801 |
96.500 |
96.885 |
96.080 |
96.700 |
+0.150 |
67 |
3,279 |
+10 |
Total Volume and Open Interest |
24,725 |
247,425 |
+282 |
Class III Milk(CME) |
Aug11 |
110801 |
21.46 |
21.58 |
21.40 |
21.50 |
+0.04 |
187 |
6,430 |
+25 |
Sep11 |
110801 |
20.71 |
20.89 |
20.67 |
20.80 |
+0.13 |
219 |
6,278 |
+77 |
Oct11 |
110801 |
19.73 |
19.97 |
19.67 |
19.89 |
+0.22 |
134 |
4,934 |
+45 |
Nov11 |
110801 |
18.67 |
18.97 |
18.65 |
18.85 |
+0.20 |
100 |
4,006 |
+8 |
Dec11 |
110801 |
17.78 |
17.99 |
17.71 |
17.90 |
+0.19 |
107 |
3,670 |
+27 |
Total Volume and Open Interest |
1,134 |
38,523 |
+317 |
Cocoa(ICE) |
Sep11 |
110801 |
2974 |
2984 |
2946 |
2955 |
-19 |
10,800 |
59,291 |
-1,579 |
Dec11 |
110801 |
3013 |
3015 |
2980 |
2989 |
-19 |
6,066 |
48,605 |
+1,347 |
Mar12 |
110801 |
3056 |
3062 |
3028 |
3036 |
-20 |
1,413 |
35,277 |
+110 |
May12 |
110801 |
3039 |
3052 |
3030 |
3038 |
-21 |
243 |
11,736 |
-20 |
Jul12 |
110801 |
3049 |
3063 |
3040 |
3046 |
-22 |
6 |
5,095 |
+1 |
Sep12 |
110801 |
3051 |
3055 |
3051 |
3052 |
-20 |
46 |
8,344 |
+35 |
Dec12 |
110801 |
3060 |
3060 |
3060 |
3060 |
-21 |
5 |
3,951 |
+5 |
Total Volume and Open Interest |
18,579 |
175,660 |
-101 |
Coffee "C"(ICE) |
Sep11 |
110801 |
240.60 |
243.70 |
239.70 |
241.35 |
+1.80 |
12,771 |
45,794 |
-575 |
Dec11 |
110801 |
243.95 |
247.50 |
243.25 |
245.30 |
+1.70 |
5,263 |
43,040 |
+1,096 |
Mar12 |
110801 |
246.70 |
249.20 |
246.00 |
248.20 |
+1.50 |
1,562 |
11,089 |
+525 |
May12 |
110801 |
249.15 |
250.65 |
248.30 |
249.70 |
+1.40 |
302 |
5,302 |
+114 |
Jul12 |
110801 |
250.00 |
250.55 |
249.70 |
250.55 |
+1.55 |
58 |
1,956 |
+21 |
Sep12 |
110801 |
249.95 |
250.15 |
249.95 |
250.15 |
+1.70 |
29 |
1,785 |
+13 |
Total Volume and Open Interest |
20,006 |
110,458 |
+1,211 |
Orange Juice(ICE) |
Sep11 |
110801 |
199.85 |
201.90 |
199.75 |
200.70 |
+0.95 |
1,392 |
25,494 |
-1,070 |
Nov11 |
110801 |
191.00 |
191.35 |
190.05 |
191.00 |
+0.50 |
1,263 |
8,425 |
+1,140 |
Jan12 |
110801 |
181.90 |
182.60 |
181.50 |
182.40 |
+0.80 |
141 |
1,741 |
+56 |
Mar12 |
110801 |
177.40 |
177.65 |
177.20 |
177.50 |
+0.40 |
32 |
319 |
-10 |
May12 |
110801 |
174.10 |
174.75 |
174.10 |
174.75 |
+0.15 |
4 |
283 |
+2 |
Jul12 |
110801 |
174.40 |
174.40 |
174.40 |
174.40 |
+0.05 |
2 |
130 |
+2 |
Total Volume and Open Interest |
2,834 |
36,403 |
+120 |
Sugar #11(ICE) |
Oct11 |
110801 |
30.15 |
30.60 |
28.90 |
28.97 |
-0.84 |
50,004 |
301,264 |
-17 |
Mar12 |
110801 |
28.79 |
29.30 |
27.80 |
27.91 |
-0.60 |
19,011 |
151,017 |
+1,953 |
May12 |
110801 |
27.30 |
27.74 |
26.44 |
26.53 |
-0.48 |
5,377 |
48,877 |
-98 |
Jul12 |
110801 |
26.10 |
26.48 |
25.37 |
25.57 |
-0.30 |
3,458 |
66,976 |
-76 |
Oct12 |
110801 |
25.28 |
25.55 |
24.56 |
24.80 |
-0.19 |
1,870 |
30,189 |
+74 |
Total Volume and Open Interest |
80,821 |
637,826 |
+1,926 |
London Cocoa(LCE) |
Sep11 |
110801 |
1851 |
1863 |
1844 |
1857 |
+5 |
3,793 |
72,762 |
-544 |
Dec11 |
110801 |
1883 |
1894 |
1877 |
1888 |
+3 |
3,303 |
49,208 |
+198 |
Mar12 |
110801 |
1900 |
1911 |
1895 |
1907 |
+6 |
793 |
38,167 |
+234 |
May12 |
110801 |
1911 |
1923 |
1907 |
1918 |
+6 |
98 |
13,980 |
+9 |
Jul12 |
110801 |
1917 |
1928 |
1912 |
1922 |
+4 |
30 |
6,182 |
+12 |
Sep12 |
110801 |
1928 |
1936 |
1921 |
1928 |
unch |
32 |
4,735 |
+12 |
Dec12 |
110801 |
1940 |
1942 |
1940 |
1940 |
unch |
10 |
7,365 |
+10 |
Total Volume and Open Interest |
8,059 |
193,266 |
-69 |
London Sugar(LCE) |
Oct11 |
110801 |
792.40 |
801.00 |
765.50 |
770.00 |
-7.40 |
2,372 |
26,570 |
+371 |
Dec11 |
110801 |
748.00 |
754.50 |
720.00 |
723.70 |
-6.80 |
475 |
7,318 |
+100 |
Mar12 |
110801 |
732.00 |
737.60 |
704.20 |
708.60 |
-6.60 |
452 |
9,691 |
-48 |
May12 |
110801 |
708.90 |
708.90 |
680.70 |
682.50 |
-7.20 |
33 |
3,341 |
-14 |
Aug12 |
110801 |
679.80 |
679.80 |
655.90 |
659.00 |
-5.20 |
23 |
1,916 |
-1 |
Total Volume and Open Interest |
3,411 |
50,379 |
+451 |
Cotton(ICE) |
Oct11 |
110801 |
100.90 |
105.99 |
100.61 |
105.59 |
+3.51 |
30 |
539 |
+3 |
Dec11 |
110801 |
101.75 |
105.32 |
100.08 |
105.05 |
+3.28 |
7,038 |
101,354 |
+1,389 |
Mar12 |
110801 |
99.20 |
102.99 |
97.83 |
102.83 |
+3.47 |
1,111 |
25,419 |
+297 |
May12 |
110801 |
98.50 |
102.45 |
98.00 |
102.42 |
+3.96 |
295 |
5,715 |
+163 |
Jul12 |
110801 |
97.60 |
101.37 |
97.60 |
101.37 |
+4.00 |
35 |
7,252 |
-6 |
Oct12 |
110801 |
99.11 |
99.11 |
99.11 |
99.11 |
+2.93 |
0 |
3 |
+0 |
Total Volume and Open Interest |
8,520 |
144,141 |
+1,856 |
Lumber(CME) |
Sep11 |
110801 |
250.5 |
251.5 |
238.5 |
238.5 |
-10.0 |
981 |
5,682 |
-214 |
Nov11 |
110801 |
261.4 |
261.4 |
252.0 |
252.0 |
-10.0 |
801 |
3,142 |
+480 |
Jan12 |
110801 |
280.1 |
280.1 |
277.4 |
277.4 |
-10.0 |
33 |
901 |
+0 |
Mar12 |
110801 |
293.1 |
293.1 |
284.0 |
289.5 |
-4.5 |
8 |
129 |
+7 |
Total Volume and Open Interest |
1,823 |
9,855 |
+273 |
Crude Oil(NYM) |
Sep11 |
110801 |
96.20 |
98.60 |
93.42 |
94.89 |
-0.81 |
236,246 |
361,370 |
-6,289 |
Oct11 |
110801 |
96.65 |
98.92 |
93.86 |
95.33 |
-0.80 |
48,996 |
101,169 |
+2,074 |
Nov11 |
110801 |
97.57 |
99.33 |
94.42 |
95.80 |
-0.80 |
26,787 |
87,644 |
+1,443 |
Dec11 |
110801 |
97.69 |
99.75 |
94.80 |
96.27 |
-0.81 |
40,640 |
207,803 |
+2,069 |
Jan12 |
110801 |
98.62 |
100.04 |
95.50 |
96.71 |
-0.81 |
6,757 |
52,133 |
+1,004 |
Feb12 |
110801 |
99.60 |
100.43 |
95.77 |
97.15 |
-0.79 |
4,106 |
24,652 |
-725 |
Mar12 |
110801 |
99.60 |
100.59 |
96.47 |
97.58 |
-0.76 |
6,012 |
36,519 |
-95 |
Apr12 |
110801 |
99.92 |
100.27 |
96.68 |
98.00 |
-0.72 |
3,281 |
22,442 |
-397 |
May12 |
110801 |
99.36 |
99.36 |
97.05 |
98.41 |
-0.68 |
2,433 |
18,831 |
-29 |
Jun12 |
110801 |
100.80 |
101.83 |
97.38 |
98.80 |
-0.66 |
12,574 |
82,738 |
-199 |
Jul12 |
110801 |
101.66 |
101.66 |
99.17 |
99.17 |
-0.65 |
1,496 |
30,279 |
+237 |
Aug12 |
110801 |
101.85 |
101.85 |
98.02 |
99.44 |
-0.66 |
1,716 |
17,195 |
-218 |
Sep12 |
110801 |
99.79 |
99.79 |
99.68 |
99.68 |
-0.68 |
2,211 |
17,295 |
-1,266 |
Oct12 |
110801 |
99.92 |
99.92 |
99.92 |
99.92 |
-0.69 |
1,600 |
12,459 |
+1,308 |
Nov12 |
110801 |
100.18 |
100.18 |
100.18 |
100.18 |
-0.71 |
347 |
20,785 |
+52 |
Dec12 |
110801 |
102.39 |
103.47 |
98.99 |
100.46 |
-0.72 |
19,456 |
147,560 |
-131 |
Total Volume and Open Interest |
426,749 |
1,510,656 |
+561 |
e-miNY Crude Oil(NYM) |
Aug11 |
110719 |
96.125 |
98.650 |
95.925 |
97.500 |
+1.575 |
5,608 |
3,447 |
-104 |
Sep11 |
110801 |
96.025 |
98.575 |
93.450 |
94.900 |
-0.800 |
7,846 |
3,399 |
+78 |
Oct11 |
110801 |
96.850 |
98.900 |
93.900 |
95.325 |
-0.800 |
229 |
580 |
+22 |
Nov11 |
110801 |
97.700 |
99.025 |
94.800 |
95.800 |
-0.800 |
74 |
189 |
+10 |
Dec11 |
110801 |
98.150 |
99.050 |
95.625 |
96.275 |
-0.800 |
33 |
242 |
-3 |
Jan12 |
110801 |
96.700 |
96.700 |
96.700 |
96.700 |
-0.825 |
0 |
12 |
+0 |
Feb12 |
110801 |
97.150 |
97.150 |
97.150 |
97.150 |
-0.800 |
2 |
3 |
+0 |
Mar12 |
110801 |
97.575 |
97.575 |
97.575 |
97.575 |
-0.775 |
5 |
10 |
+0 |
Apr12 |
110801 |
98.000 |
98.000 |
98.000 |
98.000 |
-0.725 |
0 |
1 |
+0 |
May12 |
110801 |
98.400 |
98.400 |
98.400 |
98.400 |
-0.700 |
0 |
1 |
+0 |
Total Volume and Open Interest |
8,189 |
4,623 |
+107 |
Heating Oil(NYM) |
Sep11 |
110801 |
310.25 |
319.55 |
305.33 |
309.74 |
-0.20 |
49,905 |
105,866 |
+2,906 |
Oct11 |
110801 |
313.60 |
320.68 |
306.76 |
311.02 |
-0.28 |
13,497 |
40,510 |
+1,418 |
Nov11 |
110801 |
316.51 |
321.91 |
308.40 |
312.47 |
-0.35 |
6,154 |
30,559 |
+973 |
Dec11 |
110801 |
316.03 |
323.23 |
309.61 |
313.88 |
-0.41 |
6,118 |
38,030 |
-949 |
Jan12 |
110801 |
319.53 |
324.13 |
311.00 |
315.22 |
-0.48 |
2,855 |
23,931 |
+473 |
Feb12 |
110801 |
322.05 |
323.61 |
311.54 |
315.32 |
-0.53 |
1,141 |
10,542 |
+324 |
Mar12 |
110801 |
314.38 |
314.62 |
310.25 |
314.35 |
-0.55 |
747 |
7,862 |
+75 |
Apr12 |
110801 |
312.07 |
312.35 |
308.25 |
312.20 |
-0.60 |
386 |
3,943 |
+0 |
May12 |
110801 |
310.19 |
310.19 |
310.19 |
310.19 |
-0.69 |
280 |
4,024 |
-9 |
Jun12 |
110801 |
313.88 |
317.93 |
305.42 |
309.28 |
-0.81 |
712 |
23,107 |
+134 |
Jul12 |
110801 |
316.67 |
316.67 |
306.60 |
309.93 |
-0.81 |
139 |
1,886 |
-22 |
Aug12 |
110801 |
317.09 |
317.09 |
311.10 |
311.10 |
-0.81 |
122 |
897 |
+101 |
Total Volume and Open Interest |
105,534 |
310,436 |
-4,326 |
Gasoline(NYMEX) |
Sep11 |
110801 |
306.44 |
314.50 |
300.55 |
305.40 |
-0.39 |
61,012 |
98,153 |
-4,354 |
Oct11 |
110801 |
293.10 |
299.96 |
287.00 |
291.95 |
-0.16 |
25,824 |
38,147 |
+1,954 |
Nov11 |
110801 |
290.30 |
295.88 |
283.68 |
288.45 |
-0.07 |
10,986 |
21,246 |
+680 |
Dec11 |
110801 |
288.61 |
294.20 |
281.81 |
286.89 |
-0.02 |
8,366 |
32,892 |
+1,006 |
Jan12 |
110801 |
290.60 |
293.68 |
283.19 |
287.01 |
-0.07 |
2,253 |
12,328 |
+388 |
Feb12 |
110801 |
292.39 |
294.48 |
283.99 |
288.18 |
-0.07 |
597 |
5,886 |
+9 |
Mar12 |
110801 |
295.25 |
295.25 |
287.05 |
289.84 |
-0.11 |
1,638 |
8,558 |
+122 |
Apr12 |
110801 |
300.84 |
300.84 |
300.84 |
300.84 |
-0.14 |
471 |
5,795 |
-44 |
May12 |
110801 |
304.93 |
304.93 |
299.75 |
300.84 |
-0.16 |
485 |
2,194 |
+256 |
Jun12 |
110801 |
304.10 |
304.78 |
298.97 |
300.25 |
-0.19 |
550 |
7,141 |
-111 |
Total Volume and Open Interest |
140,582 |
249,820 |
-6,808 |
e-miNY RBOB Gasoline(NYM) |
Sep11 |
110801 |
305.40 |
305.40 |
305.40 |
305.40 |
-0.40 |
|
|
|
Oct11 |
110801 |
292.00 |
292.00 |
291.95 |
292.00 |
-0.10 |
0 |
1 |
+0 |
Nov11 |
110801 |
288.50 |
288.50 |
288.45 |
288.50 |
unch |
|
|
|
Dec11 |
110801 |
286.90 |
286.90 |
286.89 |
286.90 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
3 |
-3 |
Natural Gas(NYM) |
Sep11 |
110801 |
4.135 |
4.204 |
4.129 |
4.188 |
+0.043 |
115,064 |
232,073 |
-211 |
Oct11 |
110801 |
4.161 |
4.213 |
4.140 |
4.190 |
+0.033 |
38,551 |
142,974 |
+2,021 |
Nov11 |
110801 |
4.268 |
4.324 |
4.265 |
4.303 |
+0.031 |
28,368 |
115,072 |
+2,604 |
Dec11 |
110801 |
4.466 |
4.517 |
4.461 |
4.505 |
+0.043 |
13,842 |
48,057 |
-171 |
Jan12 |
110801 |
4.564 |
4.619 |
4.555 |
4.607 |
+0.043 |
24,273 |
116,178 |
+1,328 |
Feb12 |
110801 |
4.588 |
4.621 |
4.572 |
4.608 |
+0.043 |
6,316 |
28,345 |
+889 |
Mar12 |
110801 |
4.569 |
4.585 |
4.542 |
4.575 |
+0.042 |
5,637 |
47,811 |
-24 |
Apr12 |
110801 |
4.465 |
4.524 |
4.465 |
4.512 |
+0.044 |
10,418 |
51,741 |
-449 |
May12 |
110801 |
4.514 |
4.534 |
4.510 |
4.532 |
+0.042 |
1,774 |
10,736 |
+211 |
Jun12 |
110801 |
4.523 |
4.577 |
4.523 |
4.565 |
+0.042 |
780 |
12,026 |
-69 |
Jul12 |
110801 |
4.603 |
4.617 |
4.579 |
4.606 |
+0.042 |
832 |
8,811 |
+151 |
Aug12 |
110801 |
4.629 |
4.648 |
4.615 |
4.635 |
+0.041 |
503 |
9,836 |
+154 |
Sep12 |
110801 |
4.645 |
4.648 |
4.623 |
4.644 |
+0.041 |
472 |
7,498 |
+102 |
Oct12 |
110801 |
4.650 |
4.692 |
4.650 |
4.682 |
+0.041 |
2,777 |
35,256 |
+292 |
Nov12 |
110801 |
4.829 |
4.837 |
4.815 |
4.837 |
+0.041 |
339 |
5,242 |
-3 |
Dec12 |
110801 |
5.054 |
5.074 |
5.005 |
5.070 |
+0.044 |
785 |
11,352 |
+101 |
Total Volume and Open Interest |
251,438 |
951,299 |
+6,959 |
Brent Crude Oil(ICE) |
Sep11 |
110801 |
117.00 |
120.40 |
114.78 |
116.81 |
+0.07 |
187,589 |
187,103 |
-2,484 |
Oct11 |
110801 |
116.79 |
120.00 |
114.51 |
116.53 |
unch |
104,666 |
147,638 |
+2,565 |
Nov11 |
110801 |
117.18 |
119.81 |
114.50 |
116.47 |
-0.07 |
49,348 |
59,637 |
+438 |
Dec11 |
110801 |
117.13 |
119.79 |
114.50 |
116.42 |
-0.11 |
65,836 |
96,958 |
+1,352 |
Jan12 |
110801 |
117.88 |
119.23 |
114.51 |
116.38 |
-0.11 |
11,410 |
22,255 |
-263 |
Feb12 |
110801 |
117.58 |
119.16 |
114.42 |
116.31 |
-0.10 |
5,207 |
18,080 |
+371 |
Mar12 |
110801 |
117.73 |
119.05 |
114.33 |
116.22 |
-0.10 |
3,042 |
34,031 |
+349 |
Apr12 |
110801 |
117.66 |
118.95 |
114.27 |
116.13 |
-0.11 |
719 |
14,114 |
+67 |
May12 |
110801 |
117.56 |
118.83 |
114.17 |
116.02 |
-0.11 |
737 |
8,550 |
-9 |
Jun12 |
110801 |
117.40 |
118.75 |
114.02 |
115.91 |
-0.10 |
5,706 |
41,913 |
+887 |
Jul12 |
110801 |
115.81 |
115.81 |
115.81 |
115.81 |
-0.10 |
381 |
8,934 |
+6 |
Aug12 |
110801 |
115.67 |
115.67 |
115.67 |
115.67 |
-0.10 |
316 |
6,007 |
-57 |
Sep12 |
110801 |
115.49 |
115.49 |
115.49 |
115.49 |
-0.10 |
785 |
8,124 |
+218 |
Oct12 |
110801 |
115.31 |
115.31 |
115.31 |
115.31 |
-0.09 |
781 |
3,473 |
+68 |
Total Volume and Open Interest |
461,680 |
807,151 |
+1,964 |
Gas Oil(ICE) |
Aug11 |
110801 |
979.75 |
1000.00 |
957.00 |
970.75 |
-0.25 |
82,525 |
82,509 |
-6,209 |
Sep11 |
110801 |
972.50 |
1001.50 |
958.25 |
971.75 |
-0.75 |
109,573 |
143,627 |
+8,959 |
Oct11 |
110801 |
983.50 |
1002.50 |
959.25 |
972.75 |
-1.25 |
37,738 |
66,407 |
-2,164 |
Nov11 |
110801 |
985.75 |
1000.75 |
960.75 |
973.50 |
-1.75 |
14,565 |
37,811 |
-1,478 |
Dec11 |
110801 |
985.00 |
1002.25 |
961.50 |
974.25 |
-2.25 |
26,597 |
60,353 |
+1,417 |
Jan12 |
110801 |
989.50 |
1003.75 |
963.50 |
975.50 |
-2.75 |
5,757 |
37,270 |
+863 |
Feb12 |
110801 |
989.50 |
1002.00 |
964.75 |
976.00 |
-2.75 |
1,349 |
11,782 |
+146 |
Mar12 |
110801 |
989.50 |
1000.75 |
965.25 |
976.00 |
-2.75 |
430 |
13,195 |
-3 |
Apr12 |
110801 |
988.75 |
1000.00 |
965.50 |
975.00 |
-3.25 |
81 |
8,624 |
+18 |
May12 |
110801 |
988.50 |
999.25 |
965.00 |
974.25 |
-3.50 |
596 |
7,799 |
+276 |
Total Volume and Open Interest |
287,706 |
570,798 |
+3,012 |
Ethanol(CBOT) |
Aug11 |
110801 |
2.916 |
2.924 |
2.830 |
2.840 |
-0.051 |
195 |
308 |
-87 |
Sep11 |
110801 |
2.730 |
2.756 |
2.690 |
2.710 |
-0.007 |
349 |
1,681 |
+80 |
Oct11 |
110801 |
2.640 |
2.650 |
2.590 |
2.613 |
-0.003 |
216 |
1,390 |
-64 |
Nov11 |
110801 |
2.535 |
2.539 |
2.514 |
2.530 |
+0.015 |
159 |
1,158 |
+30 |
Dec11 |
110801 |
2.512 |
2.512 |
2.485 |
2.511 |
+0.025 |
94 |
1,617 |
+20 |
Jan12 |
110801 |
2.500 |
2.500 |
2.470 |
2.488 |
+0.021 |
5 |
714 |
+5 |
Feb12 |
110801 |
2.500 |
2.500 |
2.484 |
2.489 |
+0.024 |
85 |
480 |
+2 |
Mar12 |
110801 |
2.501 |
2.501 |
2.495 |
2.495 |
+0.024 |
66 |
393 |
+14 |
Total Volume and Open Interest |
1,314 |
9,614 |
+46 |
WTI Crude Oil(ICE |
Sep11 |
110801 |
96.19 |
98.60 |
93.42 |
94.89 |
-0.81 |
57,006 |
77,773 |
+722 |
Oct11 |
110801 |
96.60 |
98.96 |
93.83 |
95.33 |
-0.80 |
14,451 |
39,018 |
+1,623 |
Nov11 |
110801 |
97.35 |
99.28 |
94.35 |
95.80 |
-0.80 |
6,882 |
23,882 |
+300 |
Dec11 |
110801 |
98.49 |
99.74 |
94.83 |
96.27 |
-0.81 |
18,399 |
95,976 |
+1,756 |
Jan12 |
110801 |
99.00 |
100.13 |
95.40 |
96.71 |
-0.81 |
2,849 |
18,894 |
+319 |
Feb12 |
110801 |
99.15 |
100.17 |
95.97 |
97.15 |
-0.79 |
1,930 |
5,971 |
+153 |
Mar12 |
110801 |
99.75 |
100.70 |
96.30 |
97.58 |
-0.76 |
1,570 |
16,269 |
+11 |
Apr12 |
110801 |
100.07 |
101.06 |
97.32 |
98.00 |
-0.72 |
655 |
4,715 |
+10 |
May12 |
110801 |
100.87 |
101.41 |
97.70 |
98.41 |
-0.68 |
638 |
3,143 |
+54 |
Jun12 |
110801 |
100.79 |
101.75 |
97.47 |
98.80 |
-0.66 |
3,718 |
30,642 |
+16 |
Jul12 |
110801 |
99.17 |
99.17 |
99.17 |
99.17 |
-0.65 |
252 |
4,524 |
+142 |
Aug12 |
110801 |
99.44 |
99.44 |
99.44 |
99.44 |
-0.66 |
207 |
1,336 |
+105 |
Sep12 |
110801 |
99.68 |
99.68 |
99.68 |
99.68 |
-0.68 |
21 |
5,072 |
+2 |
Oct12 |
110801 |
99.92 |
99.92 |
99.92 |
99.92 |
-0.69 |
68 |
1,176 |
+50 |
Nov12 |
110801 |
100.18 |
100.18 |
100.18 |
100.18 |
-0.71 |
50 |
2,549 |
+0 |
Dec12 |
110801 |
102.46 |
103.47 |
99.00 |
100.46 |
-0.72 |
6,367 |
47,211 |
-437 |
Total Volume and Open Interest |
116,689 |
451,551 |
+5,127 |
US Dollar Index(ICE) |
Sep11 |
110801 |
74.130 |
74.745 |
73.755 |
74.455 |
+0.420 |
23,398 |
59,427 |
+1,709 |
Dec11 |
110801 |
74.460 |
75.140 |
74.270 |
74.875 |
+0.420 |
20 |
705 |
+4 |
Mar12 |
110801 |
75.335 |
75.335 |
75.335 |
75.335 |
+0.420 |
0 |
1 |
+0 |
Total Volume and Open Interest |
23,418 |
60,133 |
+1,713 |
Australian Dollar(CME) |
Sep11 |
110801 |
109.26 |
109.96 |
108.54 |
108.87 |
-0.44 |
87,186 |
132,949 |
-2,132 |
Dec11 |
110801 |
108.29 |
108.66 |
107.43 |
107.64 |
-0.44 |
110 |
554 |
+12 |
Mar12 |
110801 |
106.48 |
106.92 |
106.48 |
106.48 |
-0.44 |
0 |
2 |
+0 |
Total Volume and Open Interest |
87,296 |
133,508 |
-2,120 |
British Pound(CME) |
Sep11 |
110801 |
163.79 |
164.68 |
162.29 |
162.92 |
-1.31 |
73,544 |
95,882 |
-739 |
Dec11 |
110801 |
163.62 |
164.56 |
162.76 |
162.76 |
-1.30 |
18 |
257 |
-5 |
Mar12 |
110801 |
162.61 |
163.91 |
162.61 |
162.61 |
-1.30 |
0 |
2 |
+0 |
Total Volume and Open Interest |
73,562 |
96,147 |
-744 |
Canadian Dollar(CME) |
Sep11 |
110801 |
104.60 |
105.23 |
103.99 |
104.44 |
-0.12 |
63,989 |
130,052 |
+3,288 |
Dec11 |
110801 |
104.56 |
105.00 |
103.80 |
104.22 |
-0.13 |
241 |
4,139 |
+86 |
Mar12 |
110801 |
103.98 |
104.11 |
103.98 |
103.98 |
-0.13 |
7 |
623 |
+0 |
Jun12 |
110801 |
103.74 |
103.87 |
103.74 |
103.74 |
-0.13 |
0 |
279 |
+0 |
Total Volume and Open Interest |
64,237 |
135,236 |
+3,374 |
Japanese Yen(CME) |
Sep11 |
110801 |
129.30 |
131.13 |
128.17 |
129.76 |
-0.06 |
76,909 |
139,999 |
+4,968 |
Dec11 |
110801 |
129.70 |
131.20 |
128.43 |
129.88 |
-0.08 |
165 |
871 |
+25 |
Mar12 |
110801 |
130.50 |
130.50 |
130.06 |
130.06 |
-0.08 |
0 |
46 |
+0 |
Total Volume and Open Interest |
77,075 |
140,935 |
+4,994 |
Swiss Franc(CME) |
Sep11 |
110801 |
126.06 |
129.44 |
125.82 |
128.02 |
+1.20 |
31,581 |
53,464 |
+201 |
Dec11 |
110801 |
126.09 |
129.39 |
126.09 |
128.15 |
+1.20 |
88 |
311 |
+25 |
Mar12 |
110801 |
128.33 |
128.33 |
127.13 |
128.33 |
+1.20 |
0 |
5 |
+0 |
Total Volume and Open Interest |
31,669 |
53,783 |
+226 |
EuroFX(CME) |
Sep11 |
110801 |
143.39 |
144.38 |
141.69 |
142.49 |
-0.99 |
305,232 |
182,390 |
-3,239 |
Dec11 |
110801 |
143.00 |
143.90 |
141.43 |
142.16 |
-0.99 |
536 |
1,259 |
+128 |
Mar12 |
110801 |
143.10 |
143.10 |
141.68 |
141.85 |
-0.99 |
0 |
363 |
+0 |
Total Volume and Open Interest |
305,768 |
184,848 |
-3,111 |
Mexican Peso(CME) |
Aug11 |
110801 |
852.8 |
853.2 |
852.8 |
852.8 |
-0.5 |
|
|
|
Sep11 |
110801 |
849.2 |
856.8 |
845.5 |
848.5 |
-0.5 |
27,725 |
133,324 |
-3,161 |
Total Volume and Open Interest |
27,725 |
133,659 |
-3,161 |
Brazilian Real(CME) |
Sep11 |
110801 |
642.25 |
642.25 |
634.80 |
636.60 |
-3.15 |
64 |
7,992 |
-44 |
Oct11 |
110801 |
632.80 |
635.95 |
631.65 |
632.80 |
-3.15 |
|
|
|
Nov11 |
110801 |
629.05 |
632.20 |
627.90 |
629.05 |
-3.15 |
|
|
|
Dec11 |
110801 |
625.25 |
628.40 |
624.10 |
625.25 |
-3.15 |
0 |
141 |
+0 |
Total Volume and Open Interest |
64 |
20,549 |
-44 |
30-Year T-Bonds(CBOT) |
Sep11 |
110801 |
127~180 |
129~090 |
127~090 |
129~000 |
+0~280 |
284,133 |
643,828 |
+4,984 |
Dec11 |
110801 |
125~310 |
127~260 |
125~280 |
127~180 |
+0~290 |
212 |
3,044 |
+16 |
Mar12 |
110801 |
126~040 |
126~040 |
125~070 |
126~040 |
+0~290 |
0 |
4 |
+0 |
Total Volume and Open Interest |
284,345 |
646,876 |
+5,000 |
10-Year T-Notes(CBOT) |
Sep11 |
110801 |
125~145 |
126~135 |
125~095 |
126~045 |
+0~145 |
1,188,266 |
1,837,870 |
-24,430 |
Dec11 |
110801 |
124~010 |
125~025 |
124~000 |
124~275 |
+0~155 |
1,720 |
16,365 |
+10 |
Mar12 |
110801 |
123~275 |
123~275 |
123~120 |
123~275 |
+0~155 |
|
|
|
Total Volume and Open Interest |
1,189,986 |
1,854,235 |
-24,420 |
5-Year T-Notes(CBOT) |
Sep11 |
110801 |
121~038 |
121~114 |
121~027 |
121~087 |
+0~030 |
577,959 |
1,492,768 |
-21,255 |
Dec11 |
110801 |
120~026 |
120~065 |
120~026 |
120~065 |
+0~034 |
2 |
290 |
+1 |
Mar12 |
110801 |
119~089 |
119~089 |
119~055 |
119~089 |
+0~034 |
|
|
|
Total Volume and Open Interest |
577,961 |
1,493,058 |
-21,254 |
2 Year T-Notes(CBOT) |
Sep11 |
110801 |
109~124 |
110~002 |
109~116 |
109~123 |
unch |
233,889 |
1,014,467 |
-1,440 |
Dec11 |
110801 |
109~104 |
109~104 |
109~101 |
109~103 |
+0~002 |
499 |
1,604 |
+481 |
Mar12 |
110801 |
109~041 |
109~041 |
109~039 |
109~041 |
+0~002 |
|
|
|
Total Volume and Open Interest |
234,388 |
1,016,071 |
-959 |
Eurodollars(CME) |
Sep11 |
110801 |
99.635 |
99.660 |
99.625 |
99.635 |
+0.010 |
181,893 |
1,190,201 |
+11,789 |
Dec11 |
110801 |
99.515 |
99.550 |
99.505 |
99.520 |
+0.015 |
208,566 |
1,134,676 |
+9,054 |
Mar12 |
110801 |
99.465 |
99.495 |
99.465 |
99.480 |
+0.015 |
200,333 |
1,377,316 |
-262 |
Jun12 |
110801 |
99.430 |
99.460 |
99.425 |
99.445 |
+0.015 |
149,699 |
1,354,556 |
-8,200 |
Sep12 |
110801 |
99.375 |
99.410 |
99.355 |
99.395 |
+0.025 |
160,513 |
1,056,907 |
+4,484 |
Dec12 |
110801 |
99.285 |
99.325 |
99.245 |
99.300 |
+0.025 |
161,918 |
748,748 |
+13,655 |
Mar13 |
110801 |
99.165 |
99.230 |
99.135 |
99.195 |
+0.025 |
130,709 |
742,983 |
+15,639 |
Jun13 |
110801 |
99.020 |
99.100 |
98.985 |
99.055 |
+0.030 |
128,129 |
524,391 |
+12,611 |
Sep13 |
110801 |
98.830 |
98.930 |
98.790 |
98.875 |
+0.040 |
80,096 |
486,684 |
+10,427 |
Dec13 |
110801 |
98.580 |
98.710 |
98.555 |
98.650 |
+0.055 |
60,613 |
348,853 |
-1,342 |
Mar14 |
110801 |
98.355 |
98.485 |
98.310 |
98.420 |
+0.070 |
50,089 |
262,301 |
-411 |
Jun14 |
110801 |
98.085 |
98.235 |
98.050 |
98.175 |
+0.085 |
36,368 |
208,670 |
+213 |
Sep14 |
110801 |
97.830 |
97.985 |
97.795 |
97.925 |
+0.095 |
14,547 |
112,730 |
+1,416 |
Dec14 |
110801 |
97.580 |
97.720 |
97.525 |
97.665 |
+0.100 |
10,926 |
123,054 |
+685 |
Mar15 |
110801 |
97.320 |
97.475 |
97.275 |
97.425 |
+0.110 |
9,106 |
101,812 |
+188 |
Jun15 |
110801 |
5.320 |
5.470 |
5.275 |
5.430 |
+0.115 |
10,440 |
81,096 |
+1,058 |
Sep15 |
110801 |
5.085 |
5.225 |
5.025 |
5.190 |
+0.120 |
6,222 |
60,226 |
-617 |
Dec15 |
110801 |
4.850 |
4.980 |
4.790 |
4.955 |
+0.120 |
8,420 |
53,622 |
+183 |
Total Volume and Open Interest |
|
|
|
30 Day Federal Funds(CBOT) |
Aug11 |
110801 |
99.890 |
99.905 |
99.875 |
99.878 |
-0.012 |
12,132 |
93,778 |
+2,679 |
Sep11 |
110801 |
99.870 |
99.890 |
99.860 |
99.870 |
unch |
6,474 |
63,094 |
-275 |
Oct11 |
110801 |
99.865 |
99.880 |
99.860 |
99.865 |
unch |
5,104 |
52,679 |
-961 |
Nov11 |
110801 |
99.855 |
99.875 |
99.855 |
99.860 |
+0.005 |
8,210 |
50,388 |
+131 |
Dec11 |
110801 |
99.855 |
99.870 |
99.845 |
99.855 |
unch |
7,910 |
64,002 |
+1,482 |
Jan12 |
110801 |
99.840 |
99.855 |
99.835 |
99.840 |
unch |
4,930 |
52,184 |
+740 |
Total Volume and Open Interest |
106,671 |
902,995 |
+21,657 |
30 Day Fed Funds(e-CBOT) |
3-Mth Euro-Yen(CME) |
Sep11 |
110801 |
99.660 |
99.660 |
99.660 |
99.660 |
unch |
0 |
51 |
+0 |
Dec11 |
110801 |
99.660 |
99.660 |
99.660 |
99.660 |
unch |
0 |
75 |
+0 |
Mar12 |
110801 |
99.658 |
99.658 |
99.658 |
99.658 |
unch |
|
|
|
Jun12 |
110801 |
99.655 |
99.655 |
99.655 |
99.655 |
unch |
|
|
|
Sep12 |
110801 |
99.585 |
99.585 |
99.585 |
99.585 |
unch |
|
|
|
Dec12 |
110801 |
99.635 |
99.635 |
99.635 |
99.635 |
unch |
|
|
|
Mar13 |
110801 |
99.635 |
99.635 |
99.635 |
99.635 |
unch |
|
|
|
Jun13 |
110801 |
99.590 |
99.590 |
99.590 |
99.590 |
unch |
|
|
|
Sep13 |
110801 |
99.450 |
99.450 |
99.450 |
99.450 |
unch |
|
|
|
Dec13 |
110801 |
99.310 |
99.310 |
99.310 |
99.310 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
126 |
+0 |
3-Mth Euro-Yen(SGX) |
Sep11 |
110801 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
0 |
1,176 |
+0 |
Dec11 |
110801 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
0 |
1,478 |
+0 |
Mar12 |
110801 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
0 |
1,823 |
+0 |
Jun12 |
110801 |
99.65 |
99.65 |
99.65 |
99.65 |
unch |
0 |
1,374 |
+0 |
Sep12 |
110801 |
99.58 |
99.58 |
99.58 |
99.58 |
unch |
0 |
411 |
+0 |
Dec12 |
110801 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
0 |
26 |
+0 |
Mar13 |
110801 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
0 |
1 |
+0 |
Jun13 |
110801 |
99.59 |
99.59 |
99.59 |
99.59 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
6,289 |
+0 |
Japanese Gov't Bonds(SGX) |
Sep11 |
110801 |
141.87 |
142.05 |
141.73 |
141.79 |
-0.01 |
2,929 |
23,958 |
+710 |
Dec11 |
110801 |
141.38 |
141.38 |
141.38 |
141.38 |
-0.01 |
0 |
2 |
+0 |
Mar12 |
110801 |
139.29 |
139.29 |
139.29 |
139.29 |
-0.01 |
|
|
|
Total Volume and Open Interest |
2,929 |
23,960 |
+710 |
Euro-Bund(EUREX) |
Sep11 |
110801 |
130.05 |
131.37 |
129.89 |
131.17 |
+0.81 |
918,664 |
1,051,397 |
+65,160 |
Dec11 |
110801 |
128.70 |
130.01 |
128.62 |
129.82 |
+0.81 |
168 |
1,071 |
+49 |
Mar12 |
110801 |
129.85 |
129.85 |
129.85 |
129.85 |
+0.81 |
|
|
|
Total Volume and Open Interest |
918,832 |
1,052,468 |
+65,209 |
Euro-Bobl(EUREX) |
Sep11 |
110801 |
119.29 |
120.12 |
119.26 |
119.99 |
+0.48 |
468,720 |
727,385 |
-1,130 |
Dec11 |
110801 |
119.06 |
119.06 |
119.06 |
119.06 |
+0.48 |
134 |
696 |
+0 |
Mar12 |
110801 |
119.02 |
119.02 |
119.02 |
119.02 |
+0.48 |
|
|
|
Total Volume and Open Interest |
468,854 |
728,081 |
-1,130 |
3-Mth Euribor(EUREX) |
Sep11 |
110801 |
98.375 |
98.385 |
98.375 |
98.380 |
+0.005 |
248 |
2,305 |
+95 |
Dec11 |
110801 |
98.335 |
98.345 |
98.335 |
98.345 |
+0.010 |
1 |
1,298 |
+0 |
Mar12 |
110801 |
98.315 |
98.335 |
98.315 |
98.335 |
+0.015 |
0 |
2,464 |
+0 |
Total Volume and Open Interest |
249 |
9,835 |
+95 |
Long Gilt(LIFFE) |
Sep11 |
110801 |
124~23 |
125~27 |
124~22 |
125~19 |
+0~16 |
98,056 |
355,415 |
-1,138 |
Dec11 |
110801 |
123~13 |
124~10 |
123~13 |
124~10 |
+0~16 |
|
|
|
Total Volume and Open Interest |
98,056 |
355,415 |
-1,138 |
3-Mth Short Sterling(LIFFE) |
Sep11 |
110801 |
99.13 |
99.14 |
99.13 |
99.14 |
+0.01 |
41,310 |
430,094 |
+1,539 |
Dec11 |
110801 |
99.10 |
99.11 |
99.09 |
99.10 |
+0.01 |
53,136 |
508,750 |
-2,001 |
Mar12 |
110801 |
99.05 |
99.08 |
99.05 |
99.07 |
+0.01 |
68,575 |
467,218 |
+5,895 |
Jun12 |
110801 |
98.99 |
99.04 |
98.98 |
99.02 |
+0.02 |
96,052 |
310,197 |
+2,853 |
Sep12 |
110801 |
98.91 |
98.97 |
98.90 |
98.95 |
+0.02 |
115,016 |
314,552 |
+4,002 |
Dec12 |
110801 |
98.79 |
98.87 |
98.78 |
98.84 |
+0.03 |
104,857 |
286,054 |
+2,266 |
Total Volume and Open Interest |
591,644 |
2,760,517 |
+19,209 |
3-Mth Euribor(LIFFE) |
Sep11 |
110801 |
98.385 |
98.400 |
98.355 |
98.380 |
+0.005 |
73,904 |
699,754 |
-5,464 |
Dec11 |
110801 |
98.360 |
98.375 |
98.310 |
98.345 |
+0.010 |
100,671 |
583,420 |
+185 |
Mar12 |
110801 |
98.340 |
98.355 |
98.285 |
98.335 |
+0.015 |
87,593 |
510,763 |
+6,500 |
Total Volume and Open Interest |
664,735 |
3,592,391 |
+30,147 |
3-Mth Aus T-Bills(SFE) |
Sep11 |
110801 |
95.04 |
95.05 |
94.96 |
94.99 |
-0.04 |
33,681 |
228,242 |
-16,085 |
Dec11 |
110801 |
95.12 |
95.15 |
95.02 |
95.04 |
-0.08 |
36,826 |
252,666 |
-3,016 |
Mar12 |
110801 |
95.21 |
95.24 |
95.09 |
95.11 |
-0.10 |
21,091 |
161,172 |
-5,941 |
Jun12 |
110801 |
95.27 |
95.30 |
95.14 |
95.16 |
-0.10 |
7,709 |
83,624 |
-2,731 |
Sep12 |
110801 |
95.28 |
95.30 |
95.17 |
95.17 |
-0.10 |
3,738 |
54,820 |
+468 |
Dec12 |
110801 |
95.26 |
95.28 |
95.15 |
95.16 |
-0.09 |
2,283 |
34,291 |
+744 |
Mar13 |
110801 |
95.23 |
95.25 |
95.12 |
95.12 |
-0.11 |
1,536 |
34,072 |
-245 |
Jun13 |
110801 |
95.17 |
95.20 |
95.08 |
95.08 |
-0.11 |
867 |
13,190 |
-205 |
Sep13 |
110801 |
95.04 |
95.04 |
95.04 |
95.04 |
-0.11 |
411 |
2,913 |
-61 |
Dec13 |
110801 |
94.98 |
94.98 |
94.98 |
94.98 |
-0.11 |
10 |
1,616 |
+10 |
Total Volume and Open Interest |
108,152 |
866,749 |
-27,062 |
10-Year Aus T-Bonds(SFE) |
Sep11 |
110801 |
95.20 |
95.23 |
95.09 |
95.10 |
-0.10 |
68,237 |
415,312 |
+5,678 |
Dec11 |
110801 |
95.10 |
95.10 |
95.10 |
95.10 |
-0.10 |
|
|
|
Total Volume and Open Interest |
68,237 |
415,312 |
+5,678 |
3-Year Aus T-Bonds(SFE) |
Sep11 |
110801 |
95.61 |
95.65 |
95.48 |
95.50 |
-0.11 |
213,067 |
790,512 |
+29,835 |
Dec11 |
110801 |
95.50 |
95.50 |
95.50 |
95.50 |
-0.11 |
|
|
|
Total Volume and Open Interest |
213,067 |
790,512 |
+29,835 |
Gold(CMX) |
Aug11 |
110801 |
1623.0 |
1631.8 |
1607.0 |
1619.0 |
-9.3 |
70,263 |
12,124 |
-24,306 |
Oct11 |
110801 |
1620.6 |
1633.2 |
1608.1 |
1620.4 |
-9.5 |
16,221 |
24,705 |
+707 |
Dec11 |
110801 |
1622.2 |
1634.5 |
1608.2 |
1621.7 |
-9.5 |
163,995 |
370,297 |
+22,545 |
Feb12 |
110801 |
1613.0 |
1635.0 |
1612.5 |
1623.0 |
-9.5 |
963 |
12,229 |
+158 |
Apr12 |
110801 |
1620.9 |
1635.0 |
1615.7 |
1624.5 |
-9.5 |
59 |
6,223 |
-25 |
Jun12 |
110801 |
1615.4 |
1636.3 |
1615.4 |
1626.1 |
-9.5 |
115 |
14,811 |
-43 |
Aug12 |
110801 |
1618.0 |
1638.3 |
1618.0 |
1627.9 |
-9.5 |
335 |
5,493 |
+50 |
Oct12 |
110801 |
1623.5 |
1640.3 |
1623.5 |
1629.8 |
-9.5 |
20 |
4,158 |
+0 |
Dec12 |
110801 |
1626.7 |
1641.4 |
1622.7 |
1632.0 |
-9.5 |
64 |
11,895 |
-24 |
Feb13 |
110801 |
1645.0 |
1645.0 |
1634.2 |
1634.2 |
-9.7 |
0 |
1,561 |
+0 |
Apr13 |
110801 |
1636.7 |
1636.7 |
1636.7 |
1636.7 |
-9.9 |
0 |
227 |
+0 |
Jun13 |
110801 |
1645.5 |
1645.5 |
1639.5 |
1639.6 |
-10.1 |
47 |
11,142 |
-1 |
Total Volume and Open Interest |
254,422 |
517,831 |
-214 |
Silver(CMX) |
Sep11 |
110801 |
3964.5 |
4007.0 |
3904.0 |
3930.9 |
-79.7 |
55,076 |
58,905 |
-928 |
Dec11 |
110801 |
3980.0 |
4002.0 |
3908.0 |
3933.4 |
-79.7 |
2,875 |
31,437 |
+485 |
Mar12 |
110801 |
3969.0 |
3969.0 |
3917.0 |
3933.6 |
-79.6 |
409 |
5,550 |
+76 |
May12 |
110801 |
3960.0 |
3964.0 |
3931.4 |
3931.4 |
-79.9 |
205 |
1,674 |
+31 |
Jul12 |
110801 |
3927.5 |
3933.5 |
3927.5 |
3929.7 |
-80.0 |
171 |
1,811 |
+46 |
Sep12 |
110801 |
3972.0 |
3972.0 |
3927.1 |
3927.1 |
-80.0 |
60 |
272 |
+32 |
Dec12 |
110801 |
3957.5 |
3988.5 |
3910.0 |
3921.1 |
-80.0 |
104 |
8,151 |
-38 |
Total Volume and Open Interest |
59,058 |
119,654 |
-298 |
Platinum(NYMEX) |
Oct11 |
110801 |
1783.8 |
1804.9 |
1779.0 |
1794.6 |
+9.3 |
7,167 |
33,596 |
+851 |
Jan12 |
110801 |
1795.0 |
1805.2 |
1795.0 |
1797.9 |
+9.5 |
19 |
1,275 |
+16 |
Apr12 |
110801 |
1807.0 |
1807.0 |
1800.8 |
1800.8 |
+9.5 |
2 |
122 |
+2 |
Jul12 |
110801 |
1804.1 |
1804.1 |
1804.1 |
1804.1 |
+9.5 |
0 |
11 |
+0 |
Total Volume and Open Interest |
7,191 |
35,009 |
+870 |
Palladium(NYMEX) |
Sep11 |
110801 |
828.25 |
850.20 |
826.50 |
829.50 |
+1.80 |
3,881 |
23,373 |
+76 |
Dec11 |
110801 |
841.40 |
848.00 |
828.85 |
831.00 |
+1.85 |
381 |
1,673 |
+336 |
Mar12 |
110801 |
195.64 |
195.64 |
176.49 |
176.49 |
+1.50 |
0 |
53 |
+0 |
Total Volume and Open Interest |
4,262 |
25,100 |
+413 |
Copper(CMX) |
Sep11 |
110801 |
450.00 |
454.00 |
437.95 |
441.00 |
-6.95 |
24,510 |
89,394 |
+873 |
Dec11 |
110801 |
452.00 |
455.00 |
440.20 |
443.20 |
-6.85 |
4,918 |
41,665 |
+1,776 |
Mar12 |
110801 |
453.50 |
453.50 |
442.00 |
444.45 |
-6.75 |
962 |
14,928 |
+178 |
May12 |
110801 |
452.60 |
452.60 |
444.65 |
444.65 |
-6.70 |
48 |
2,400 |
+3 |
Jul12 |
110801 |
452.60 |
452.60 |
440.80 |
444.25 |
-6.45 |
135 |
885 |
+24 |
Total Volume and Open Interest |
31,344 |
156,910 |
+3,071 |
DJIA Index(CBOT) |
Sep11 |
110801 |
12186 |
12278 |
11943 |
12040 |
-48 |
337 |
17,690 |
-27 |
Dec11 |
110801 |
11972 |
12019 |
11972 |
11972 |
-47 |
2 |
88 |
+2 |
Mar12 |
110801 |
11903 |
11950 |
11903 |
11903 |
-47 |
|
|
|
Jun12 |
110801 |
11833 |
11880 |
11833 |
11833 |
-47 |
|
|
|
Total Volume and Open Interest |
339 |
17,778 |
-25 |
Mini DJIA Index(CBOT) |
Sep11 |
110801 |
12240 |
12280 |
11941 |
12040 |
-48 |
115,636 |
110,278 |
-2,310 |
Dec11 |
110801 |
12143 |
12213 |
11883 |
11972 |
-47 |
46 |
401 |
-6 |
Mar12 |
110801 |
11903 |
11903 |
11903 |
11903 |
-47 |
0 |
11 |
+0 |
Jun12 |
110801 |
11833 |
11833 |
11833 |
11833 |
-47 |
|
|
|
Total Volume and Open Interest |
115,682 |
110,690 |
-2,316 |
S & P 500(CME) |
Sep11 |
110801 |
1303.20 |
1309.50 |
1270.50 |
1279.70 |
-8.70 |
17,401 |
279,203 |
+3,228 |
Dec11 |
110801 |
1275.00 |
1297.80 |
1266.80 |
1274.10 |
-8.70 |
114 |
11,101 |
+115 |
Mar12 |
110801 |
1268.40 |
1292.30 |
1261.30 |
1268.60 |
-8.70 |
0 |
11 |
+0 |
Jun12 |
110801 |
1263.60 |
1287.30 |
1256.30 |
1263.60 |
-8.70 |
0 |
5 |
+0 |
Total Volume and Open Interest |
17,515 |
290,320 |
+3,343 |
S & P 500 E-Mini(Globex) |
Sep11 |
110801 |
1306.00 |
1309.75 |
1270.25 |
1279.75 |
-8.75 |
2,338,767 |
2,633,648 |
+10,659 |
Dec11 |
110801 |
1295.25 |
1304.00 |
1265.25 |
1274.00 |
-8.75 |
1,989 |
23,158 |
-118 |
Total Volume and Open Interest |
2,340,760 |
2,657,022 |
+10,542 |
NASDAQ 100(CME) |
Sep11 |
110801 |
2376.00 |
2394.50 |
2321.00 |
2346.00 |
-13.30 |
582 |
17,920 |
+5 |
Dec11 |
110801 |
2317.00 |
2380.00 |
2317.00 |
2340.50 |
-13.50 |
0 |
10 |
+0 |
Mar12 |
110801 |
2337.30 |
2341.80 |
2337.30 |
2337.30 |
-13.50 |
|
|
|
Total Volume and Open Interest |
582 |
17,930 |
+5 |
NASDAQ 100 E-Mini(Globex) |
Sep11 |
110801 |
2386.00 |
2395.00 |
2320.80 |
2346.00 |
-13.30 |
287,066 |
358,221 |
+7,107 |
Dec11 |
110801 |
2380.30 |
2388.80 |
2316.80 |
2340.50 |
-13.50 |
199 |
5,067 |
-20 |
Total Volume and Open Interest |
287,265 |
363,296 |
+7,087 |
S & P Midcap 400(CME) |
Sep11 |
110801 |
934.30 |
949.50 |
934.30 |
934.30 |
-7.40 |
0 |
2,741 |
+0 |
Dec11 |
110801 |
932.10 |
932.10 |
932.10 |
932.10 |
-7.90 |
|
|
|
Mar12 |
110801 |
930.40 |
930.40 |
930.40 |
930.40 |
-7.90 |
|
|
|
Total Volume and Open Interest |
0 |
2,741 |
+0 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Sep11 |
110801 |
9880 |
10050 |
9750 |
9825 |
-5 |
8,876 |
36,448 |
-260 |
Dec11 |
110801 |
9950 |
9950 |
9795 |
9795 |
-5 |
10 |
2 |
-5 |
Total Volume and Open Interest |
8,886 |
36,450 |
-265 |
Nikkei 225(SGX) |
Sep11 |
110801 |
9840 |
10040 |
9745 |
9970 |
+145 |
97,962 |
190,648 |
-3,968 |
Dec11 |
110801 |
9785 |
9965 |
9705 |
9915 |
+145 |
172 |
8,198 |
+17 |
Mar12 |
110801 |
9910 |
9910 |
9910 |
9910 |
+150 |
0 |
10 |
+0 |
Total Volume and Open Interest |
99,342 |
211,668 |
-4,561 |
CAC 40(EURONEXT) |
Aug11 |
110801 |
3710.0 |
3730.5 |
3565.5 |
3591.0 |
-82.5 |
134,428 |
321,000 |
+2,867 |
Sep11 |
110801 |
3700.0 |
3727.0 |
3569.0 |
3589.0 |
-82.5 |
679 |
38,173 |
+121 |
Oct11 |
110801 |
3660.0 |
3660.0 |
3587.5 |
3587.5 |
-83.0 |
2 |
4 |
+2 |
Total Volume and Open Interest |
135,109 |
359,209 |
+2,990 |
Hang Seng Index(HKFE) |
Aug11 |
110801 |
22635 |
22843 |
22635 |
22692 |
+367 |
84,728 |
86,017 |
+3,580 |
Sep11 |
110801 |
22582 |
22750 |
22552 |
22599 |
+364 |
969 |
4,936 |
-25 |
Total Volume and Open Interest |
103,558 |
110,666 |
-14,336 |
DAX(EUREX) |
Sep11 |
110801 |
7260.0 |
7299.0 |
6860.0 |
7004.5 |
-176.5 |
164,946 |
156,280 |
+1,843 |
Dec11 |
110801 |
7284.5 |
7323.0 |
6875.0 |
7032.5 |
-176.0 |
233 |
8,860 |
+86 |
Mar12 |
110801 |
7340.5 |
7350.0 |
7003.5 |
7064.0 |
-177.0 |
33 |
371 |
-10 |
Total Volume and Open Interest |
165,212 |
165,511 |
+1,919 |
FT-SE 100(EURONEXT) |
Sep11 |
110801 |
5805.00 |
5878.00 |
5712.00 |
5761.50 |
-23.00 |
105,848 |
633,603 |
-5,633 |
Dec11 |
110801 |
5785.00 |
5847.00 |
5690.00 |
5738.00 |
-21.50 |
1 |
824 |
+0 |
Mar12 |
110801 |
5700.00 |
5700.00 |
5700.00 |
5700.00 |
-23.00 |
0 |
163 |
+0 |
Total Volume and Open Interest |
105,864 |
634,696 |
-5,643 |
SPI 200(SFE) |
Sep11 |
110801 |
4381.0 |
4489.0 |
4356.0 |
4470.0 |
+93.0 |
45,236 |
202,711 |
+3,911 |
Dec11 |
110801 |
4405.0 |
4503.0 |
4405.0 |
4487.0 |
+94.0 |
528 |
4,968 |
+272 |
Mar12 |
110801 |
4473.0 |
4473.0 |
4473.0 |
4473.0 |
+93.0 |
300 |
1,832 |
+97 |
Total Volume and Open Interest |
46,252 |
212,214 |
+4,451 |
GSCI(CME) |
Aug11 |
110801 |
38.14 |
38.14 |
28.14 |
28.14 |
-3.00 |
165 |
9,340 |
-125 |
Sep11 |
110801 |
29.14 |
29.14 |
29.14 |
29.14 |
-3.80 |
3 |
1 |
+1 |
Oct11 |
110801 |
30.14 |
30.14 |
30.14 |
30.14 |
-3.50 |
|
|
|
Total Volume and Open Interest |
168 |
9,341 |
-124 |
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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