|
MRCI's End of Day Prices |
Daily Futures Price Listing Tue August 02, 2011 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Aug11 |
110802 |
1360.00 |
1377.50 |
1348.00 |
1373.00 |
+14.25 |
9,231 |
8,157 |
-2,959 |
Sep11 |
110802 |
1354.75 |
1374.75 |
1342.00 |
1370.00 |
+16.75 |
23,684 |
44,584 |
-3,140 |
Nov11 |
110802 |
1364.75 |
1384.75 |
1350.75 |
1379.75 |
+17.75 |
86,267 |
307,960 |
-3,370 |
Jan12 |
110802 |
1375.25 |
1394.50 |
1361.25 |
1390.25 |
+17.25 |
8,386 |
52,796 |
-248 |
Mar12 |
110802 |
1387.50 |
1400.50 |
1368.75 |
1396.25 |
+16.25 |
3,734 |
27,467 |
+45 |
May12 |
110802 |
1382.50 |
1402.25 |
1371.25 |
1397.50 |
+15.50 |
4,083 |
34,182 |
+825 |
Jul12 |
110802 |
1392.50 |
1406.50 |
1377.50 |
1401.75 |
+15.25 |
1,337 |
18,351 |
-302 |
Total Volume and Open Interest |
137,818 |
518,246 |
-9,042 |
Soybean Meal(CBOT) |
Aug11 |
110802 |
354.20 |
357.20 |
347.90 |
357.20 |
+4.50 |
11,746 |
7,447 |
-2,569 |
Sep11 |
110802 |
354.60 |
359.10 |
349.40 |
359.10 |
+4.80 |
19,183 |
37,900 |
-62 |
Oct11 |
110802 |
356.10 |
361.00 |
351.10 |
361.00 |
+4.90 |
3,983 |
17,626 |
+409 |
Dec11 |
110802 |
360.20 |
365.50 |
355.00 |
365.20 |
+5.20 |
26,542 |
87,493 |
-909 |
Jan12 |
110802 |
362.30 |
367.20 |
357.40 |
367.20 |
+5.20 |
951 |
7,646 |
+211 |
Mar12 |
110802 |
364.70 |
369.60 |
360.20 |
369.60 |
+4.60 |
726 |
6,101 |
+13 |
May12 |
110802 |
365.30 |
370.30 |
361.30 |
370.30 |
+4.50 |
847 |
8,374 |
+194 |
Jul12 |
110802 |
365.60 |
371.30 |
362.90 |
371.30 |
+4.70 |
421 |
2,508 |
+55 |
Total Volume and Open Interest |
64,517 |
179,232 |
-2,610 |
Soybean Oil(CBOT) |
Aug11 |
110802 |
56.30 |
57.09 |
56.00 |
57.09 |
+0.94 |
9,250 |
4,674 |
-1,924 |
Sep11 |
110802 |
56.37 |
57.33 |
56.07 |
57.21 |
+0.93 |
24,066 |
46,755 |
-989 |
Oct11 |
110802 |
56.57 |
57.52 |
56.30 |
57.43 |
+0.95 |
4,370 |
22,217 |
+1,188 |
Dec11 |
110802 |
57.00 |
57.99 |
56.71 |
57.88 |
+0.97 |
43,256 |
147,573 |
+1,208 |
Jan12 |
110802 |
57.31 |
58.24 |
56.98 |
58.14 |
+0.97 |
2,439 |
24,437 |
-18 |
Mar12 |
110802 |
57.40 |
58.46 |
57.27 |
58.38 |
+0.92 |
983 |
14,828 |
+19 |
May12 |
110802 |
57.53 |
58.60 |
57.40 |
58.50 |
+0.91 |
784 |
8,612 |
+121 |
Jul12 |
110802 |
57.86 |
58.80 |
57.57 |
58.68 |
+0.95 |
842 |
4,732 |
+12 |
Total Volume and Open Interest |
86,122 |
276,965 |
-344 |
Canola(WCE) |
Nov11 |
110802 |
558.2 |
568.7 |
554.0 |
566.7 |
+9.5 |
7,786 |
119,672 |
+1,503 |
Jan12 |
110802 |
566.6 |
577.2 |
563.7 |
575.2 |
+9.4 |
2,573 |
21,258 |
+383 |
Mar12 |
110802 |
572.3 |
581.9 |
568.9 |
580.7 |
+8.9 |
592 |
6,187 |
-357 |
May12 |
110802 |
574.5 |
586.7 |
573.0 |
585.6 |
+8.5 |
220 |
5,355 |
+30 |
Jul12 |
110802 |
581.4 |
591.4 |
577.8 |
590.3 |
+8.8 |
146 |
3,412 |
+91 |
Total Volume and Open Interest |
11,354 |
157,604 |
+1,663 |
Corn(CBOT) |
Sep11 |
110802 |
680.25 |
711.25 |
677.00 |
711.25 |
+30.00 |
78,720 |
318,950 |
-1,882 |
Dec11 |
110802 |
685.00 |
715.75 |
681.75 |
715.75 |
+30.00 |
157,103 |
544,403 |
+2,636 |
Mar12 |
110802 |
697.25 |
728.50 |
694.75 |
727.25 |
+28.75 |
17,443 |
130,141 |
+337 |
May12 |
110802 |
703.50 |
733.25 |
703.00 |
731.75 |
+27.25 |
4,288 |
29,849 |
-311 |
Jul12 |
110802 |
707.75 |
736.75 |
705.00 |
735.25 |
+26.25 |
10,311 |
71,749 |
-130 |
Sep12 |
110802 |
670.00 |
690.75 |
668.00 |
690.75 |
+19.00 |
3,662 |
11,538 |
+929 |
Total Volume and Open Interest |
277,190 |
1,208,613 |
+2,839 |
Wheat(CBOT) |
Sep11 |
110802 |
677.25 |
723.00 |
664.25 |
718.00 |
+41.50 |
53,061 |
135,538 |
-2,531 |
Dec11 |
110802 |
720.75 |
764.50 |
707.75 |
758.75 |
+38.00 |
32,384 |
157,820 |
+3,336 |
Mar12 |
110802 |
752.00 |
793.50 |
741.50 |
788.00 |
+36.25 |
4,339 |
50,291 |
+262 |
May12 |
110802 |
769.25 |
810.25 |
759.00 |
805.75 |
+35.50 |
1,323 |
10,882 |
+252 |
Jul12 |
110802 |
783.50 |
822.00 |
770.00 |
818.00 |
+33.75 |
2,882 |
44,074 |
+122 |
Total Volume and Open Interest |
94,791 |
423,230 |
+1,497 |
Wheat(KCBT) |
Sep11 |
110802 |
771.00 |
810.75 |
760.00 |
808.00 |
+36.75 |
9,892 |
67,806 |
-459 |
Dec11 |
110802 |
797.00 |
836.00 |
785.75 |
833.50 |
+36.25 |
5,976 |
60,546 |
-339 |
Mar12 |
110802 |
812.50 |
850.00 |
799.50 |
848.00 |
+36.75 |
1,320 |
19,635 |
+515 |
May12 |
110802 |
818.75 |
853.00 |
806.50 |
853.00 |
+37.75 |
125 |
3,431 |
+14 |
Jul12 |
110802 |
816.50 |
854.00 |
805.25 |
852.00 |
+37.25 |
760 |
14,816 |
-22 |
Total Volume and Open Interest |
18,115 |
169,348 |
-291 |
Wheat(MGE) |
Sep11 |
110802 |
836.00 |
857.75 |
808.75 |
849.50 |
+15.25 |
1,833 |
17,572 |
+139 |
Dec11 |
110802 |
836.00 |
865.75 |
815.00 |
855.25 |
+19.50 |
1,316 |
19,568 |
+201 |
Mar12 |
110802 |
848.00 |
873.25 |
828.25 |
869.50 |
+24.00 |
576 |
6,434 |
+161 |
May12 |
110802 |
850.25 |
881.00 |
836.25 |
876.00 |
+27.00 |
142 |
3,179 |
+4 |
Jul12 |
110802 |
855.50 |
888.75 |
841.25 |
882.75 |
+30.75 |
162 |
4,724 |
-67 |
Total Volume and Open Interest |
4,077 |
55,395 |
+420 |
Oats(CBOT) |
Sep11 |
110802 |
346.75 |
354.75 |
340.25 |
354.00 |
+8.50 |
1,217 |
2,894 |
-445 |
Dec11 |
110802 |
359.00 |
366.75 |
353.00 |
365.00 |
+7.00 |
1,330 |
8,219 |
+189 |
Mar12 |
110802 |
368.00 |
375.50 |
364.00 |
375.50 |
+7.00 |
2 |
832 |
+0 |
May12 |
110802 |
382.00 |
382.00 |
375.00 |
382.00 |
+7.00 |
0 |
27 |
+0 |
Total Volume and Open Interest |
2,549 |
12,001 |
-256 |
Rough Rice(CBOT) |
Sep11 |
110802 |
16.26 |
16.45 |
16.07 |
16.37 |
+0.12 |
1,724 |
8,903 |
-578 |
Nov11 |
110802 |
16.54 |
16.77 |
16.40 |
16.69 |
+0.12 |
1,048 |
7,044 |
+568 |
Jan12 |
110802 |
16.83 |
17.03 |
16.79 |
17.00 |
+0.11 |
30 |
641 |
+8 |
Mar12 |
110802 |
17.09 |
17.26 |
17.09 |
17.26 |
+0.10 |
14 |
805 |
+8 |
Total Volume and Open Interest |
2,829 |
17,421 |
+12 |
Live Cattle(CME) |
Aug11 |
110802 |
113.035 |
113.500 |
112.550 |
112.550 |
-0.750 |
13,566 |
36,659 |
-2,667 |
Oct11 |
110802 |
117.830 |
118.650 |
117.730 |
118.050 |
+0.250 |
22,181 |
129,461 |
+1,109 |
Dec11 |
110802 |
120.800 |
121.450 |
120.550 |
120.700 |
-0.085 |
10,868 |
88,994 |
+1,865 |
Feb12 |
110802 |
123.730 |
124.180 |
123.450 |
123.800 |
unch |
3,644 |
31,295 |
+236 |
Apr12 |
110802 |
125.900 |
126.600 |
125.900 |
126.300 |
+0.200 |
1,543 |
16,578 |
+359 |
Jun12 |
110802 |
123.000 |
123.700 |
123.000 |
123.330 |
+0.100 |
742 |
7,341 |
+403 |
Total Volume and Open Interest |
52,675 |
311,431 |
+1,420 |
Feeder Cattle(CME) |
Aug11 |
110802 |
137.100 |
137.550 |
134.650 |
135.000 |
-1.825 |
2,534 |
10,906 |
-924 |
Sep11 |
110802 |
138.985 |
139.380 |
136.400 |
136.600 |
-2.135 |
1,695 |
10,990 |
-107 |
Oct11 |
110802 |
140.035 |
140.630 |
137.600 |
138.185 |
-1.890 |
1,395 |
9,871 |
+281 |
Nov11 |
110802 |
140.800 |
141.100 |
138.500 |
139.000 |
-1.685 |
374 |
4,302 |
+107 |
Jan12 |
110802 |
140.450 |
140.985 |
138.735 |
139.300 |
-1.500 |
480 |
2,292 |
+201 |
Mar12 |
110802 |
140.650 |
141.050 |
138.800 |
139.130 |
-1.670 |
53 |
632 |
+25 |
Apr12 |
110802 |
141.075 |
141.150 |
139.250 |
139.250 |
-1.350 |
9 |
161 |
-3 |
Total Volume and Open Interest |
6,558 |
39,280 |
-408 |
Lean Hogs(CME) |
Aug11 |
110802 |
103.400 |
104.035 |
103.330 |
103.800 |
+0.700 |
5,181 |
16,124 |
-812 |
Oct11 |
110802 |
93.385 |
94.000 |
92.400 |
92.680 |
-0.320 |
13,117 |
95,141 |
+2,717 |
Dec11 |
110802 |
89.535 |
90.035 |
89.035 |
89.450 |
+0.200 |
6,019 |
69,428 |
+1,195 |
Feb12 |
110802 |
91.385 |
91.550 |
90.830 |
91.150 |
unch |
2,374 |
32,719 |
+326 |
Apr12 |
110802 |
92.600 |
92.950 |
92.180 |
92.450 |
-0.100 |
846 |
20,165 |
+341 |
May12 |
110802 |
95.950 |
96.250 |
95.650 |
95.900 |
-0.200 |
6 |
910 |
+6 |
Jun12 |
110802 |
98.050 |
98.300 |
97.700 |
98.135 |
+0.035 |
226 |
10,945 |
+113 |
Jul12 |
110802 |
96.635 |
96.900 |
96.385 |
96.600 |
-0.100 |
165 |
3,389 |
+110 |
Total Volume and Open Interest |
28,166 |
251,588 |
+4,163 |
Class III Milk(CME) |
Aug11 |
110802 |
21.50 |
21.50 |
21.28 |
21.43 |
-0.07 |
222 |
6,442 |
+12 |
Sep11 |
110802 |
20.80 |
20.84 |
20.39 |
20.42 |
-0.38 |
251 |
6,326 |
+48 |
Oct11 |
110802 |
19.96 |
19.97 |
19.50 |
19.61 |
-0.28 |
148 |
4,966 |
+32 |
Nov11 |
110802 |
18.89 |
18.89 |
18.60 |
18.66 |
-0.19 |
33 |
4,007 |
+1 |
Dec11 |
110802 |
17.93 |
17.95 |
17.61 |
17.74 |
-0.16 |
42 |
3,654 |
-16 |
Total Volume and Open Interest |
1,413 |
38,620 |
+97 |
Cocoa(ICE) |
Sep11 |
110802 |
2952 |
2953 |
2925 |
2933 |
-22 |
8,603 |
58,959 |
-332 |
Dec11 |
110802 |
2983 |
2987 |
2957 |
2965 |
-24 |
5,117 |
48,942 |
+337 |
Mar12 |
110802 |
3031 |
3031 |
3009 |
3013 |
-23 |
2,340 |
36,889 |
+1,612 |
May12 |
110802 |
3031 |
3033 |
3013 |
3019 |
-19 |
103 |
11,988 |
+252 |
Jul12 |
110802 |
3040 |
3040 |
3027 |
3028 |
-18 |
110 |
5,153 |
+58 |
Sep12 |
110802 |
3047 |
3047 |
3025 |
3030 |
-22 |
174 |
8,448 |
+104 |
Dec12 |
110802 |
3039 |
3039 |
3038 |
3038 |
-22 |
131 |
4,056 |
+105 |
Total Volume and Open Interest |
16,629 |
177,807 |
+2,147 |
Coffee "C"(ICE) |
Sep11 |
110802 |
240.95 |
248.45 |
240.65 |
243.20 |
+1.85 |
9,571 |
45,683 |
-111 |
Dec11 |
110802 |
245.15 |
252.10 |
244.50 |
247.10 |
+1.80 |
3,979 |
43,352 |
+312 |
Mar12 |
110802 |
247.70 |
253.75 |
247.60 |
249.70 |
+1.50 |
1,015 |
11,107 |
+18 |
May12 |
110802 |
249.00 |
254.00 |
249.00 |
251.05 |
+1.35 |
410 |
5,298 |
-4 |
Jul12 |
110802 |
251.00 |
254.00 |
251.00 |
251.95 |
+1.40 |
66 |
1,965 |
+9 |
Sep12 |
110802 |
250.75 |
253.00 |
250.75 |
251.55 |
+1.40 |
12 |
1,787 |
+2 |
Total Volume and Open Interest |
15,072 |
110,686 |
+228 |
Orange Juice(ICE) |
Sep11 |
110802 |
200.70 |
202.50 |
200.10 |
201.65 |
+0.95 |
1,002 |
24,981 |
-513 |
Nov11 |
110802 |
190.50 |
192.20 |
190.50 |
191.35 |
+0.35 |
671 |
8,832 |
+407 |
Jan12 |
110802 |
182.95 |
184.20 |
182.90 |
183.20 |
+0.80 |
62 |
1,760 |
+19 |
Mar12 |
110802 |
178.00 |
179.60 |
178.00 |
178.45 |
+0.95 |
6 |
315 |
-4 |
May12 |
110802 |
176.55 |
176.55 |
176.55 |
176.55 |
+1.80 |
0 |
283 |
+0 |
Jul12 |
110802 |
176.05 |
176.05 |
176.05 |
176.05 |
+1.65 |
0 |
130 |
+0 |
Total Volume and Open Interest |
1,741 |
36,312 |
-91 |
Sugar #11(ICE) |
Oct11 |
110802 |
29.03 |
29.11 |
28.06 |
28.16 |
-0.81 |
50,127 |
301,812 |
+548 |
Mar12 |
110802 |
27.86 |
28.06 |
27.17 |
27.25 |
-0.66 |
22,167 |
149,410 |
-1,607 |
May12 |
110802 |
26.61 |
26.76 |
26.01 |
26.09 |
-0.44 |
6,194 |
48,832 |
-45 |
Jul12 |
110802 |
25.68 |
25.73 |
25.14 |
25.24 |
-0.33 |
4,873 |
66,173 |
-803 |
Oct12 |
110802 |
24.73 |
24.92 |
24.40 |
24.52 |
-0.28 |
2,460 |
30,140 |
-49 |
Total Volume and Open Interest |
89,132 |
636,680 |
-1,146 |
London Cocoa(LCE) |
Sep11 |
110802 |
1847 |
1863 |
1847 |
1854 |
-3 |
5,754 |
72,192 |
-570 |
Dec11 |
110802 |
1879 |
1892 |
1879 |
1884 |
-4 |
4,482 |
50,583 |
+1,375 |
Mar12 |
110802 |
1902 |
1910 |
1896 |
1899 |
-8 |
3,293 |
39,356 |
+1,189 |
May12 |
110802 |
1918 |
1921 |
1909 |
1912 |
-6 |
669 |
14,132 |
+152 |
Jul12 |
110802 |
1920 |
1923 |
1916 |
1917 |
-5 |
153 |
6,232 |
+50 |
Sep12 |
110802 |
1926 |
1931 |
1925 |
1925 |
-3 |
81 |
4,735 |
+0 |
Dec12 |
110802 |
1940 |
1945 |
1940 |
1940 |
unch |
784 |
7,615 |
+250 |
Total Volume and Open Interest |
15,222 |
195,718 |
+2,452 |
London Sugar(LCE) |
Oct11 |
110802 |
768.90 |
769.30 |
749.90 |
752.30 |
-17.70 |
2,735 |
26,142 |
-428 |
Dec11 |
110802 |
723.70 |
724.30 |
708.40 |
714.30 |
-9.40 |
693 |
7,472 |
+154 |
Mar12 |
110802 |
707.70 |
707.70 |
695.10 |
701.20 |
-7.40 |
161 |
9,689 |
-2 |
May12 |
110802 |
682.50 |
685.00 |
676.00 |
679.20 |
-3.30 |
47 |
3,330 |
-11 |
Aug12 |
110802 |
660.00 |
662.70 |
659.80 |
661.70 |
+2.70 |
16 |
1,916 |
+0 |
Total Volume and Open Interest |
3,685 |
50,117 |
-262 |
Cotton(ICE) |
Oct11 |
110802 |
105.70 |
108.40 |
102.60 |
107.17 |
+1.58 |
99 |
545 |
+6 |
Dec11 |
110802 |
105.05 |
108.62 |
102.25 |
106.85 |
+1.80 |
8,582 |
100,429 |
-925 |
Mar12 |
110802 |
102.60 |
105.75 |
100.00 |
104.56 |
+1.73 |
2,228 |
25,815 |
+396 |
May12 |
110802 |
100.33 |
103.50 |
99.23 |
102.74 |
+0.32 |
164 |
5,729 |
+14 |
Jul12 |
110802 |
98.48 |
101.80 |
98.48 |
101.07 |
-0.30 |
156 |
7,254 |
+2 |
Oct12 |
110802 |
99.16 |
99.16 |
99.16 |
99.16 |
+0.05 |
0 |
3 |
+0 |
Total Volume and Open Interest |
11,273 |
143,649 |
-492 |
Lumber(CME) |
Sep11 |
110802 |
231.1 |
232.4 |
228.5 |
228.5 |
-10.0 |
1,148 |
5,522 |
-160 |
Nov11 |
110802 |
247.4 |
247.4 |
242.0 |
242.0 |
-10.0 |
873 |
3,800 |
+658 |
Jan12 |
110802 |
267.4 |
267.4 |
267.4 |
267.4 |
-10.0 |
38 |
902 |
+1 |
Mar12 |
110802 |
279.5 |
279.5 |
279.5 |
279.5 |
-10.0 |
1 |
129 |
+0 |
Total Volume and Open Interest |
2,060 |
10,354 |
+499 |
Crude Oil(NYM) |
Sep11 |
110802 |
95.02 |
95.68 |
93.08 |
93.79 |
-1.10 |
284,385 |
362,094 |
+724 |
Oct11 |
110802 |
95.61 |
96.06 |
93.49 |
94.20 |
-1.13 |
52,297 |
105,472 |
+4,303 |
Nov11 |
110802 |
96.23 |
96.51 |
93.96 |
94.64 |
-1.16 |
30,660 |
88,338 |
+694 |
Dec11 |
110802 |
96.63 |
96.96 |
94.40 |
95.08 |
-1.19 |
40,953 |
206,987 |
-816 |
Jan12 |
110802 |
97.15 |
97.29 |
94.80 |
95.51 |
-1.20 |
5,207 |
52,744 |
+611 |
Feb12 |
110802 |
96.58 |
97.85 |
95.44 |
95.96 |
-1.19 |
2,683 |
24,945 |
+293 |
Mar12 |
110802 |
96.92 |
97.91 |
95.86 |
96.41 |
-1.17 |
3,523 |
36,242 |
-277 |
Apr12 |
110802 |
97.12 |
98.46 |
96.53 |
96.85 |
-1.15 |
1,727 |
22,717 |
+275 |
May12 |
110802 |
97.52 |
98.37 |
96.79 |
97.27 |
-1.14 |
1,901 |
18,600 |
-231 |
Jun12 |
110802 |
98.73 |
99.40 |
97.15 |
97.67 |
-1.13 |
8,435 |
82,828 |
+90 |
Jul12 |
110802 |
98.59 |
99.01 |
97.74 |
98.04 |
-1.13 |
1,361 |
30,453 |
+174 |
Aug12 |
110802 |
98.87 |
98.87 |
98.32 |
98.32 |
-1.12 |
853 |
17,228 |
+33 |
Sep12 |
110802 |
99.04 |
99.63 |
98.40 |
98.57 |
-1.11 |
730 |
17,352 |
+57 |
Oct12 |
110802 |
99.29 |
99.29 |
98.81 |
98.81 |
-1.11 |
203 |
12,433 |
-26 |
Nov12 |
110802 |
99.54 |
99.54 |
99.07 |
99.07 |
-1.11 |
364 |
20,759 |
-26 |
Dec12 |
110802 |
100.73 |
101.10 |
98.69 |
99.35 |
-1.11 |
21,834 |
149,169 |
+1,609 |
Total Volume and Open Interest |
472,260 |
1,521,594 |
+10,938 |
e-miNY Crude Oil(NYM) |
Aug11 |
110719 |
96.125 |
98.650 |
95.925 |
97.500 |
+1.575 |
5,608 |
3,447 |
-104 |
Sep11 |
110802 |
95.150 |
95.650 |
93.075 |
93.800 |
-1.100 |
8,324 |
3,571 |
+172 |
Oct11 |
110802 |
95.650 |
96.100 |
93.450 |
94.200 |
-1.125 |
299 |
602 |
+22 |
Nov11 |
110802 |
96.250 |
96.250 |
94.050 |
94.650 |
-1.150 |
57 |
195 |
+6 |
Dec11 |
110802 |
96.000 |
96.775 |
94.500 |
95.075 |
-1.200 |
52 |
264 |
+22 |
Jan12 |
110802 |
95.500 |
95.500 |
95.500 |
95.500 |
-1.200 |
0 |
12 |
+0 |
Feb12 |
110802 |
95.950 |
95.950 |
95.950 |
95.950 |
-1.200 |
0 |
3 |
+0 |
Mar12 |
110802 |
96.400 |
96.400 |
96.400 |
96.400 |
-1.175 |
0 |
10 |
+0 |
Apr12 |
110802 |
96.850 |
96.850 |
96.850 |
96.850 |
-1.150 |
0 |
1 |
+0 |
May12 |
110802 |
98.150 |
98.525 |
96.550 |
97.275 |
-1.125 |
0 |
1 |
+0 |
Total Volume and Open Interest |
8,732 |
4,845 |
+222 |
Heating Oil(NYM) |
Sep11 |
110802 |
309.53 |
314.23 |
306.43 |
309.16 |
-0.58 |
65,483 |
106,803 |
+937 |
Oct11 |
110802 |
310.72 |
315.49 |
307.74 |
310.51 |
-0.51 |
22,373 |
38,007 |
-2,503 |
Nov11 |
110802 |
310.90 |
316.71 |
310.19 |
312.04 |
-0.43 |
10,314 |
30,985 |
+426 |
Dec11 |
110802 |
314.00 |
318.30 |
311.27 |
313.50 |
-0.38 |
10,149 |
38,583 |
+553 |
Jan12 |
110802 |
313.59 |
318.54 |
312.85 |
314.89 |
-0.33 |
4,132 |
23,487 |
-444 |
Feb12 |
110802 |
313.99 |
319.26 |
313.60 |
315.01 |
-0.31 |
1,133 |
10,481 |
-61 |
Mar12 |
110802 |
314.30 |
315.40 |
312.32 |
314.07 |
-0.28 |
720 |
7,610 |
-252 |
Apr12 |
110802 |
311.96 |
311.96 |
311.96 |
311.96 |
-0.24 |
336 |
3,800 |
-143 |
May12 |
110802 |
309.17 |
310.00 |
309.17 |
310.00 |
-0.19 |
478 |
3,978 |
-46 |
Jun12 |
110802 |
307.52 |
313.38 |
307.52 |
309.10 |
-0.18 |
1,063 |
23,224 |
+117 |
Jul12 |
110802 |
309.75 |
309.75 |
309.75 |
309.75 |
-0.18 |
129 |
1,855 |
-31 |
Aug12 |
110802 |
310.92 |
310.92 |
310.92 |
310.92 |
-0.18 |
68 |
900 |
+3 |
Total Volume and Open Interest |
116,488 |
301,088 |
-9,348 |
Gasoline(NYMEX) |
Sep11 |
110802 |
305.31 |
309.24 |
301.08 |
303.73 |
-1.67 |
47,536 |
95,505 |
-2,648 |
Oct11 |
110802 |
291.63 |
295.42 |
287.98 |
290.31 |
-1.64 |
18,960 |
38,345 |
+198 |
Nov11 |
110802 |
286.98 |
291.61 |
285.70 |
286.96 |
-1.49 |
7,232 |
22,051 |
+805 |
Dec11 |
110802 |
285.27 |
290.00 |
283.50 |
285.44 |
-1.45 |
6,822 |
33,632 |
+740 |
Jan12 |
110802 |
285.15 |
290.00 |
284.20 |
285.68 |
-1.33 |
1,468 |
12,835 |
+507 |
Feb12 |
110802 |
285.13 |
290.99 |
285.13 |
286.92 |
-1.26 |
556 |
5,883 |
-3 |
Mar12 |
110802 |
288.50 |
291.00 |
286.62 |
288.70 |
-1.14 |
663 |
8,631 |
+73 |
Apr12 |
110802 |
299.80 |
299.80 |
299.80 |
299.80 |
-1.04 |
168 |
5,772 |
-23 |
May12 |
110802 |
299.84 |
299.84 |
299.84 |
299.84 |
-1.00 |
128 |
2,191 |
-3 |
Jun12 |
110802 |
299.20 |
299.20 |
298.86 |
299.20 |
-1.05 |
192 |
7,155 |
+14 |
Total Volume and Open Interest |
84,245 |
244,755 |
-5,065 |
e-miNY RBOB Gasoline(NYM) |
Sep11 |
110802 |
303.70 |
303.73 |
303.70 |
303.70 |
-1.70 |
1 |
1 |
+1 |
Oct11 |
110802 |
290.30 |
290.31 |
290.30 |
290.30 |
-1.70 |
0 |
1 |
+0 |
Nov11 |
110802 |
287.00 |
287.00 |
286.96 |
287.00 |
-1.50 |
|
|
|
Dec11 |
110802 |
285.40 |
285.44 |
285.40 |
285.40 |
-1.50 |
|
|
|
Total Volume and Open Interest |
1 |
4 |
+1 |
Natural Gas(NYM) |
Sep11 |
110802 |
4.191 |
4.230 |
4.135 |
4.155 |
-0.033 |
88,283 |
238,470 |
+6,397 |
Oct11 |
110802 |
4.199 |
4.228 |
4.136 |
4.156 |
-0.034 |
29,409 |
144,847 |
+1,873 |
Nov11 |
110802 |
4.300 |
4.340 |
4.250 |
4.271 |
-0.032 |
24,861 |
115,427 |
+355 |
Dec11 |
110802 |
4.505 |
4.537 |
4.457 |
4.478 |
-0.027 |
13,737 |
48,489 |
+432 |
Jan12 |
110802 |
4.603 |
4.629 |
4.555 |
4.576 |
-0.031 |
14,090 |
117,604 |
+1,426 |
Feb12 |
110802 |
4.604 |
4.604 |
4.558 |
4.578 |
-0.030 |
4,532 |
29,731 |
+1,386 |
Mar12 |
110802 |
4.590 |
4.590 |
4.525 |
4.548 |
-0.027 |
4,599 |
47,860 |
+49 |
Apr12 |
110802 |
4.512 |
4.512 |
4.470 |
4.489 |
-0.023 |
5,132 |
52,061 |
+320 |
May12 |
110802 |
4.517 |
4.518 |
4.490 |
4.510 |
-0.022 |
1,542 |
11,057 |
+321 |
Jun12 |
110802 |
4.565 |
4.567 |
4.525 |
4.544 |
-0.021 |
657 |
12,175 |
+149 |
Jul12 |
110802 |
4.585 |
4.589 |
4.574 |
4.586 |
-0.020 |
444 |
8,857 |
+46 |
Aug12 |
110802 |
4.647 |
4.650 |
4.604 |
4.615 |
-0.020 |
452 |
9,940 |
+104 |
Sep12 |
110802 |
4.626 |
4.626 |
4.610 |
4.624 |
-0.020 |
169 |
7,567 |
+69 |
Oct12 |
110802 |
4.671 |
4.671 |
4.658 |
4.662 |
-0.020 |
770 |
35,543 |
+287 |
Nov12 |
110802 |
4.835 |
4.835 |
4.820 |
4.820 |
-0.017 |
321 |
5,296 |
+54 |
Dec12 |
110802 |
5.063 |
5.073 |
5.031 |
5.055 |
-0.015 |
205 |
11,362 |
+10 |
Total Volume and Open Interest |
190,494 |
965,324 |
+14,025 |
Brent Crude Oil(ICE) |
Sep11 |
110802 |
117.00 |
118.40 |
115.53 |
116.46 |
-0.35 |
196,458 |
184,164 |
-2,939 |
Oct11 |
110802 |
116.53 |
118.10 |
115.26 |
116.18 |
-0.35 |
77,272 |
146,710 |
-928 |
Nov11 |
110802 |
116.50 |
117.98 |
115.23 |
116.11 |
-0.36 |
35,403 |
60,261 |
+624 |
Dec11 |
110802 |
116.52 |
117.88 |
115.32 |
116.03 |
-0.39 |
44,526 |
96,830 |
-128 |
Jan12 |
110802 |
115.40 |
117.48 |
115.33 |
115.98 |
-0.40 |
5,779 |
22,351 |
+96 |
Feb12 |
110802 |
116.33 |
117.56 |
115.33 |
115.91 |
-0.40 |
3,514 |
17,691 |
-389 |
Mar12 |
110802 |
116.24 |
117.57 |
115.23 |
115.83 |
-0.39 |
3,035 |
34,352 |
+321 |
Apr12 |
110802 |
116.14 |
117.47 |
115.26 |
115.75 |
-0.38 |
1,410 |
14,347 |
+233 |
May12 |
110802 |
116.03 |
117.35 |
115.16 |
115.66 |
-0.36 |
1,144 |
8,594 |
+44 |
Jun12 |
110802 |
115.91 |
117.21 |
114.84 |
115.56 |
-0.35 |
4,370 |
42,274 |
+361 |
Jul12 |
110802 |
115.46 |
115.46 |
115.46 |
115.46 |
-0.35 |
495 |
8,867 |
-67 |
Aug12 |
110802 |
115.32 |
115.32 |
115.32 |
115.32 |
-0.35 |
316 |
6,156 |
+149 |
Sep12 |
110802 |
115.14 |
115.14 |
115.14 |
115.14 |
-0.35 |
749 |
7,881 |
-243 |
Oct12 |
110802 |
114.95 |
114.95 |
114.95 |
114.95 |
-0.36 |
223 |
3,559 |
+86 |
Total Volume and Open Interest |
396,973 |
804,797 |
-2,354 |
Gas Oil(ICE) |
Aug11 |
110802 |
972.50 |
984.25 |
961.00 |
967.50 |
-3.25 |
50,811 |
80,187 |
-2,322 |
Sep11 |
110802 |
972.00 |
986.00 |
962.25 |
969.00 |
-2.75 |
103,924 |
145,175 |
+1,548 |
Oct11 |
110802 |
972.50 |
987.00 |
963.50 |
970.25 |
-2.50 |
43,057 |
69,997 |
+3,590 |
Nov11 |
110802 |
973.25 |
987.50 |
965.50 |
971.00 |
-2.50 |
16,067 |
38,740 |
+929 |
Dec11 |
110802 |
974.25 |
988.50 |
966.75 |
972.00 |
-2.25 |
27,423 |
61,024 |
+671 |
Jan12 |
110802 |
975.50 |
988.25 |
968.50 |
973.25 |
-2.25 |
6,483 |
37,546 |
+276 |
Feb12 |
110802 |
976.25 |
988.75 |
969.50 |
974.00 |
-2.00 |
2,448 |
12,290 |
+508 |
Mar12 |
110802 |
976.00 |
977.00 |
969.50 |
974.00 |
-2.00 |
2,715 |
14,596 |
+1,401 |
Apr12 |
110802 |
975.25 |
976.25 |
972.25 |
973.25 |
-1.75 |
1,291 |
8,972 |
+348 |
May12 |
110802 |
974.75 |
975.50 |
972.25 |
972.25 |
-2.00 |
1,593 |
8,199 |
+400 |
Total Volume and Open Interest |
264,139 |
578,248 |
+7,450 |
Ethanol(CBOT) |
Aug11 |
110802 |
2.860 |
2.875 |
2.840 |
2.842 |
+0.002 |
93 |
275 |
-33 |
Sep11 |
110802 |
2.716 |
2.770 |
2.695 |
2.765 |
+0.055 |
386 |
1,675 |
-6 |
Oct11 |
110802 |
2.618 |
2.675 |
2.605 |
2.660 |
+0.047 |
187 |
1,386 |
-4 |
Nov11 |
110802 |
2.540 |
2.612 |
2.540 |
2.606 |
+0.076 |
100 |
1,169 |
+11 |
Dec11 |
110802 |
2.521 |
2.593 |
2.521 |
2.586 |
+0.075 |
99 |
1,602 |
-15 |
Jan12 |
110802 |
2.555 |
2.575 |
2.555 |
2.566 |
+0.078 |
14 |
717 |
+3 |
Feb12 |
110802 |
2.545 |
2.564 |
2.545 |
2.564 |
+0.075 |
20 |
489 |
+9 |
Mar12 |
110802 |
2.505 |
2.575 |
2.505 |
2.570 |
+0.075 |
21 |
404 |
+11 |
Total Volume and Open Interest |
990 |
9,619 |
+5 |
WTI Crude Oil(ICE |
Sep11 |
110802 |
95.34 |
95.67 |
93.09 |
93.79 |
-1.10 |
65,856 |
78,418 |
+645 |
Oct11 |
110802 |
95.70 |
96.06 |
93.48 |
94.20 |
-1.13 |
16,300 |
37,685 |
-1,333 |
Nov11 |
110802 |
96.06 |
96.52 |
94.00 |
94.64 |
-1.16 |
11,595 |
24,092 |
+210 |
Dec11 |
110802 |
95.95 |
96.88 |
94.44 |
95.08 |
-1.19 |
19,195 |
92,305 |
-3,671 |
Jan12 |
110802 |
96.21 |
97.33 |
94.97 |
95.51 |
-1.20 |
1,771 |
19,044 |
+150 |
Feb12 |
110802 |
96.81 |
97.42 |
95.49 |
95.96 |
-1.19 |
1,177 |
5,872 |
-99 |
Mar12 |
110802 |
97.09 |
97.85 |
95.93 |
96.41 |
-1.17 |
1,053 |
16,260 |
-9 |
Apr12 |
110802 |
97.29 |
98.07 |
96.85 |
96.85 |
-1.15 |
597 |
4,804 |
+89 |
May12 |
110802 |
97.69 |
98.48 |
97.27 |
97.27 |
-1.14 |
937 |
3,146 |
+3 |
Jun12 |
110802 |
98.34 |
99.05 |
97.19 |
97.67 |
-1.13 |
3,392 |
30,366 |
-276 |
Jul12 |
110802 |
98.04 |
98.04 |
98.04 |
98.04 |
-1.13 |
481 |
4,793 |
+269 |
Aug12 |
110802 |
98.32 |
98.32 |
98.32 |
98.32 |
-1.12 |
6 |
1,337 |
+1 |
Sep12 |
110802 |
98.57 |
98.57 |
98.57 |
98.57 |
-1.11 |
206 |
5,074 |
+2 |
Oct12 |
110802 |
98.81 |
98.81 |
98.81 |
98.81 |
-1.11 |
0 |
1,176 |
+0 |
Nov12 |
110802 |
99.07 |
99.07 |
99.07 |
99.07 |
-1.11 |
0 |
2,549 |
+0 |
Dec12 |
110802 |
100.67 |
101.00 |
98.76 |
99.35 |
-1.11 |
10,363 |
46,854 |
-357 |
Total Volume and Open Interest |
135,247 |
447,943 |
-3,608 |
US Dollar Index(ICE) |
Sep11 |
110802 |
74.490 |
74.915 |
74.345 |
74.665 |
+0.210 |
28,828 |
62,342 |
+2,915 |
Dec11 |
110802 |
74.825 |
75.245 |
74.825 |
75.090 |
+0.215 |
79 |
703 |
-2 |
Mar12 |
110802 |
75.550 |
75.550 |
75.550 |
75.550 |
+0.215 |
0 |
1 |
+0 |
Total Volume and Open Interest |
28,907 |
63,046 |
+2,913 |
Australian Dollar(CME) |
Sep11 |
110802 |
109.00 |
109.40 |
107.14 |
107.48 |
-1.39 |
125,203 |
130,645 |
-2,304 |
Dec11 |
110802 |
107.97 |
107.97 |
106.20 |
106.31 |
-1.33 |
155 |
571 |
+17 |
Mar12 |
110802 |
105.15 |
106.48 |
105.15 |
105.15 |
-1.33 |
0 |
2 |
+0 |
Total Volume and Open Interest |
125,362 |
131,225 |
-2,283 |
British Pound(CME) |
Sep11 |
110802 |
162.98 |
163.21 |
162.18 |
162.89 |
-0.03 |
115,279 |
99,425 |
+3,543 |
Dec11 |
110802 |
162.97 |
162.97 |
162.54 |
162.74 |
-0.02 |
34 |
256 |
-1 |
Mar12 |
110802 |
162.59 |
162.61 |
162.59 |
162.59 |
-0.02 |
0 |
2 |
+0 |
Total Volume and Open Interest |
115,313 |
99,689 |
+3,542 |
Canadian Dollar(CME) |
Sep11 |
110802 |
104.45 |
104.62 |
103.86 |
104.18 |
-0.26 |
107,755 |
126,304 |
-3,748 |
Dec11 |
110802 |
104.20 |
104.29 |
103.70 |
103.98 |
-0.24 |
221 |
4,111 |
-28 |
Mar12 |
110802 |
103.84 |
103.98 |
103.54 |
103.76 |
-0.22 |
36 |
637 |
+14 |
Jun12 |
110802 |
103.45 |
103.54 |
103.45 |
103.54 |
-0.20 |
20 |
292 |
+13 |
Total Volume and Open Interest |
108,032 |
131,487 |
-3,749 |
Japanese Yen(CME) |
Sep11 |
110802 |
129.31 |
130.01 |
128.54 |
129.60 |
-0.16 |
129,947 |
145,245 |
+5,246 |
Dec11 |
110802 |
129.43 |
130.01 |
128.71 |
129.74 |
-0.14 |
415 |
982 |
+111 |
Mar12 |
110802 |
129.93 |
130.06 |
129.93 |
129.93 |
-0.13 |
0 |
46 |
+0 |
Total Volume and Open Interest |
130,363 |
146,293 |
+5,358 |
Swiss Franc(CME) |
Sep11 |
110802 |
127.74 |
131.29 |
127.37 |
130.31 |
+2.29 |
70,900 |
54,928 |
+1,464 |
Dec11 |
110802 |
127.67 |
131.45 |
127.67 |
130.46 |
+2.31 |
199 |
391 |
+80 |
Mar12 |
110802 |
130.66 |
130.66 |
128.33 |
130.66 |
+2.33 |
0 |
5 |
+0 |
Total Volume and Open Interest |
71,099 |
55,327 |
+1,544 |
EuroFX(CME) |
Sep11 |
110802 |
142.38 |
142.71 |
141.39 |
141.80 |
-0.69 |
360,049 |
180,663 |
-1,727 |
Dec11 |
110802 |
142.05 |
142.25 |
141.13 |
141.51 |
-0.65 |
514 |
1,370 |
+111 |
Mar12 |
110802 |
141.40 |
141.95 |
141.10 |
141.20 |
-0.65 |
4 |
363 |
+0 |
Total Volume and Open Interest |
360,567 |
183,232 |
-1,616 |
Mexican Peso(CME) |
Aug11 |
110802 |
848.5 |
852.8 |
848.5 |
848.5 |
-4.2 |
|
|
|
Sep11 |
110802 |
850.2 |
850.2 |
839.8 |
844.2 |
-4.2 |
30,011 |
133,798 |
+474 |
Total Volume and Open Interest |
30,011 |
134,133 |
+474 |
Brazilian Real(CME) |
Sep11 |
110802 |
632.40 |
635.75 |
632.40 |
635.75 |
-0.85 |
180 |
7,993 |
+1 |
Oct11 |
110802 |
631.90 |
632.80 |
631.90 |
631.90 |
-0.90 |
|
|
|
Nov11 |
110802 |
628.10 |
629.05 |
628.10 |
628.10 |
-0.95 |
|
|
|
Dec11 |
110802 |
624.25 |
625.25 |
624.25 |
624.25 |
-1.00 |
3 |
138 |
-3 |
Total Volume and Open Interest |
183 |
20,547 |
-2 |
30-Year T-Bonds(CBOT) |
Sep11 |
110802 |
128~280 |
131~040 |
123~000 |
130~260 |
+1~260 |
415,263 |
660,155 |
+16,327 |
Dec11 |
110802 |
127~200 |
129~220 |
127~180 |
129~160 |
+1~300 |
1,258 |
3,527 |
+483 |
Mar12 |
110802 |
126~070 |
128~070 |
126~040 |
128~020 |
+1~300 |
5 |
9 |
+5 |
Total Volume and Open Interest |
416,526 |
663,691 |
+16,815 |
10-Year T-Notes(CBOT) |
Sep11 |
110802 |
126~025 |
127~040 |
126~005 |
126~305 |
+0~260 |
1,521,613 |
1,843,401 |
+5,531 |
Dec11 |
110802 |
124~270 |
125~285 |
124~270 |
125~235 |
+0~280 |
2,261 |
17,329 |
+964 |
Mar12 |
110802 |
124~235 |
124~235 |
123~275 |
124~235 |
+0~280 |
|
|
|
Total Volume and Open Interest |
1,523,874 |
1,860,730 |
+6,495 |
5-Year T-Notes(CBOT) |
Sep11 |
110802 |
121~074 |
122~019 |
121~072 |
122~007 |
+0~048 |
822,776 |
1,448,400 |
-44,368 |
Dec11 |
110802 |
120~093 |
120~122 |
120~063 |
120~120 |
+0~055 |
253 |
307 |
+17 |
Mar12 |
110802 |
120~016 |
120~016 |
119~089 |
120~016 |
+0~055 |
|
|
|
Total Volume and Open Interest |
823,029 |
1,448,707 |
-44,351 |
2 Year T-Notes(CBOT) |
Sep11 |
110802 |
109~120 |
110~007 |
109~120 |
110~005 |
+0~010 |
389,723 |
1,018,988 |
+4,521 |
Dec11 |
110802 |
109~110 |
109~120 |
109~103 |
109~117 |
+0~014 |
985 |
1,860 |
+256 |
Mar12 |
110802 |
109~055 |
109~055 |
109~041 |
109~055 |
+0~014 |
|
|
|
Total Volume and Open Interest |
390,708 |
1,020,848 |
+4,777 |
Eurodollars(CME) |
Sep11 |
110802 |
99.630 |
99.640 |
99.580 |
99.590 |
-0.045 |
266,547 |
1,193,343 |
+3,142 |
Dec11 |
110802 |
99.515 |
99.530 |
99.475 |
99.485 |
-0.035 |
272,822 |
1,138,220 |
+3,544 |
Mar12 |
110802 |
99.475 |
99.485 |
99.445 |
99.460 |
-0.020 |
293,072 |
1,348,093 |
-29,223 |
Jun12 |
110802 |
99.440 |
99.455 |
99.420 |
99.445 |
unch |
255,695 |
1,368,596 |
+14,040 |
Sep12 |
110802 |
99.390 |
99.425 |
99.380 |
99.410 |
+0.015 |
264,893 |
1,066,602 |
+9,695 |
Dec12 |
110802 |
99.290 |
99.345 |
99.285 |
99.330 |
+0.030 |
248,537 |
767,824 |
+19,076 |
Mar13 |
110802 |
99.180 |
99.250 |
99.180 |
99.235 |
+0.040 |
231,626 |
744,753 |
+1,770 |
Jun13 |
110802 |
99.050 |
99.120 |
99.040 |
99.105 |
+0.050 |
216,417 |
533,060 |
+8,669 |
Sep13 |
110802 |
98.870 |
98.955 |
98.860 |
98.940 |
+0.065 |
199,651 |
506,047 |
+19,363 |
Dec13 |
110802 |
98.640 |
98.745 |
98.640 |
98.730 |
+0.080 |
135,946 |
355,408 |
+6,555 |
Mar14 |
110802 |
98.415 |
98.525 |
98.415 |
98.510 |
+0.090 |
96,886 |
265,578 |
+3,277 |
Jun14 |
110802 |
98.165 |
98.295 |
98.165 |
98.275 |
+0.100 |
97,448 |
210,279 |
+1,609 |
Sep14 |
110802 |
97.920 |
98.055 |
97.920 |
98.035 |
+0.110 |
47,456 |
120,125 |
+7,395 |
Dec14 |
110802 |
97.660 |
97.805 |
97.660 |
97.780 |
+0.115 |
43,761 |
127,321 |
+4,267 |
Mar15 |
110802 |
97.420 |
97.570 |
97.420 |
97.540 |
+0.115 |
36,914 |
105,655 |
+3,843 |
Jun15 |
110802 |
5.440 |
5.585 |
5.440 |
5.555 |
+0.125 |
30,925 |
83,575 |
+2,479 |
Sep15 |
110802 |
5.190 |
5.350 |
5.190 |
5.325 |
+0.135 |
20,232 |
60,457 |
+231 |
Dec15 |
110802 |
4.955 |
5.130 |
4.955 |
5.100 |
+0.145 |
20,201 |
55,330 |
+1,708 |
Total Volume and Open Interest |
|
|
|
30 Day Federal Funds(CBOT) |
Aug11 |
110802 |
99.880 |
99.890 |
99.860 |
99.887 |
+0.010 |
22,282 |
98,073 |
+4,295 |
Sep11 |
110802 |
99.875 |
99.890 |
99.860 |
99.885 |
+0.015 |
9,282 |
65,368 |
+2,274 |
Oct11 |
110802 |
99.865 |
99.885 |
99.860 |
99.875 |
+0.010 |
4,645 |
52,700 |
+21 |
Nov11 |
110802 |
99.860 |
99.880 |
99.855 |
99.865 |
+0.005 |
6,149 |
50,370 |
-18 |
Dec11 |
110802 |
99.845 |
99.870 |
99.845 |
99.860 |
+0.005 |
6,653 |
65,643 |
+1,641 |
Jan12 |
110802 |
99.830 |
99.855 |
99.830 |
99.845 |
+0.005 |
3,612 |
52,009 |
-175 |
Total Volume and Open Interest |
93,630 |
917,914 |
+14,919 |
30 Day Fed Funds(e-CBOT) |
3-Mth Euro-Yen(CME) |
Sep11 |
110802 |
99.665 |
99.665 |
99.665 |
99.665 |
+0.005 |
0 |
51 |
+0 |
Dec11 |
110802 |
99.665 |
99.665 |
99.665 |
99.665 |
+0.005 |
0 |
75 |
+0 |
Mar12 |
110802 |
99.660 |
99.662 |
99.660 |
99.662 |
+0.005 |
|
|
|
Jun12 |
110802 |
99.660 |
99.660 |
99.660 |
99.660 |
+0.005 |
|
|
|
Sep12 |
110802 |
99.590 |
99.590 |
99.590 |
99.590 |
+0.005 |
|
|
|
Dec12 |
110802 |
99.650 |
99.650 |
99.650 |
99.650 |
+0.015 |
|
|
|
Mar13 |
110802 |
99.650 |
99.650 |
99.650 |
99.650 |
+0.015 |
|
|
|
Jun13 |
110802 |
99.605 |
99.605 |
99.605 |
99.605 |
+0.015 |
|
|
|
Sep13 |
110802 |
99.465 |
99.465 |
99.465 |
99.465 |
+0.015 |
|
|
|
Dec13 |
110802 |
99.325 |
99.325 |
99.325 |
99.325 |
+0.015 |
|
|
|
Total Volume and Open Interest |
0 |
126 |
+0 |
3-Mth Euro-Yen(SGX) |
Sep11 |
110802 |
99.67 |
99.67 |
99.67 |
99.67 |
+0.00 |
0 |
1,176 |
+0 |
Dec11 |
110802 |
99.67 |
99.67 |
99.67 |
99.67 |
+0.00 |
0 |
1,478 |
+0 |
Mar12 |
110802 |
99.66 |
99.66 |
99.66 |
99.66 |
+0.00 |
0 |
1,823 |
+0 |
Jun12 |
110802 |
99.67 |
99.67 |
99.66 |
99.66 |
+0.01 |
0 |
1,374 |
+0 |
Sep12 |
110802 |
99.59 |
99.59 |
99.59 |
99.59 |
+0.00 |
0 |
411 |
+0 |
Dec12 |
110802 |
99.65 |
99.65 |
99.65 |
99.65 |
+0.01 |
0 |
26 |
+0 |
Mar13 |
110802 |
99.65 |
99.65 |
99.65 |
99.65 |
+0.01 |
0 |
1 |
+0 |
Jun13 |
110802 |
99.61 |
99.61 |
99.61 |
99.61 |
+0.02 |
|
|
|
Total Volume and Open Interest |
0 |
6,289 |
+0 |
Japanese Gov't Bonds(SGX) |
Sep11 |
110802 |
141.82 |
142.15 |
141.82 |
142.11 |
+0.32 |
1,907 |
23,801 |
-157 |
Dec11 |
110802 |
141.70 |
141.70 |
141.70 |
141.70 |
+0.32 |
0 |
2 |
+0 |
Mar12 |
110802 |
139.61 |
139.61 |
139.61 |
139.61 |
+0.32 |
|
|
|
Total Volume and Open Interest |
1,907 |
23,803 |
-157 |
Euro-Bund(EUREX) |
Sep11 |
110802 |
131.27 |
132.24 |
131.18 |
131.82 |
+0.65 |
1,022,585 |
1,009,706 |
-41,691 |
Dec11 |
110802 |
129.89 |
130.87 |
129.89 |
130.46 |
+0.64 |
200 |
1,177 |
+106 |
Mar12 |
110802 |
130.76 |
130.80 |
130.76 |
130.80 |
+0.95 |
|
|
|
Total Volume and Open Interest |
1,022,785 |
1,010,883 |
-41,585 |
Euro-Bobl(EUREX) |
Sep11 |
110802 |
120.02 |
120.64 |
119.97 |
120.38 |
+0.39 |
515,977 |
743,600 |
+16,215 |
Dec11 |
110802 |
119.47 |
119.47 |
119.47 |
119.47 |
+0.41 |
0 |
696 |
+0 |
Mar12 |
110802 |
119.41 |
119.41 |
119.41 |
119.41 |
+0.39 |
|
|
|
Total Volume and Open Interest |
515,977 |
744,296 |
+16,215 |
3-Mth Euribor(EUREX) |
Sep11 |
110802 |
98.380 |
98.400 |
98.380 |
98.400 |
+0.020 |
102 |
2,407 |
+102 |
Dec11 |
110802 |
98.370 |
98.405 |
98.365 |
98.400 |
+0.055 |
103 |
1,398 |
+100 |
Mar12 |
110802 |
98.395 |
98.395 |
98.395 |
98.395 |
+0.060 |
10 |
2,474 |
+10 |
Total Volume and Open Interest |
225 |
10,047 |
+212 |
Long Gilt(LIFFE) |
Sep11 |
110802 |
125~29 |
126~09 |
125~21 |
126~02 |
+0~15 |
132,365 |
356,698 |
+1,283 |
Dec11 |
110802 |
124~24 |
124~24 |
124~24 |
124~24 |
+0~15 |
|
|
|
Total Volume and Open Interest |
132,365 |
356,698 |
+1,283 |
3-Mth Short Sterling(LIFFE) |
Sep11 |
110802 |
99.14 |
99.14 |
99.11 |
99.12 |
-0.02 |
21,355 |
426,106 |
-3,988 |
Dec11 |
110802 |
99.11 |
99.11 |
99.07 |
99.09 |
-0.01 |
30,896 |
514,429 |
+5,679 |
Mar12 |
110802 |
99.09 |
99.09 |
99.05 |
99.07 |
unch |
36,279 |
462,310 |
-4,908 |
Jun12 |
110802 |
99.03 |
99.05 |
99.01 |
99.02 |
unch |
42,252 |
310,243 |
+46 |
Sep12 |
110802 |
98.96 |
98.99 |
98.94 |
98.96 |
+0.01 |
44,788 |
311,633 |
-2,919 |
Dec12 |
110802 |
98.86 |
98.90 |
98.83 |
98.87 |
+0.03 |
52,592 |
285,532 |
-522 |
Total Volume and Open Interest |
322,500 |
2,753,000 |
-7,517 |
3-Mth Euribor(LIFFE) |
Sep11 |
110802 |
98.375 |
98.410 |
98.370 |
98.400 |
+0.020 |
84,378 |
710,770 |
+11,016 |
Dec11 |
110802 |
98.335 |
98.420 |
98.330 |
98.400 |
+0.055 |
118,614 |
604,526 |
+21,106 |
Mar12 |
110802 |
98.315 |
98.430 |
98.315 |
98.395 |
+0.060 |
104,787 |
517,525 |
+6,762 |
Total Volume and Open Interest |
684,662 |
3,634,064 |
+41,673 |
3-Mth Aus T-Bills(SFE) |
Sep11 |
110802 |
94.99 |
95.16 |
94.97 |
95.15 |
+0.16 |
23,107 |
232,121 |
+3,879 |
Dec11 |
110802 |
95.04 |
95.28 |
95.02 |
95.27 |
+0.23 |
28,568 |
248,641 |
-4,025 |
Mar12 |
110802 |
95.11 |
95.38 |
95.10 |
95.38 |
+0.27 |
14,934 |
160,933 |
-239 |
Jun12 |
110802 |
95.15 |
95.45 |
95.14 |
95.43 |
+0.27 |
3,015 |
82,965 |
-659 |
Sep12 |
110802 |
95.17 |
95.44 |
95.15 |
95.43 |
+0.26 |
2,118 |
54,533 |
-287 |
Dec12 |
110802 |
95.16 |
95.41 |
95.15 |
95.41 |
+0.25 |
744 |
33,787 |
-504 |
Mar13 |
110802 |
95.12 |
95.37 |
95.12 |
95.37 |
+0.25 |
227 |
33,965 |
-107 |
Jun13 |
110802 |
95.14 |
95.34 |
95.14 |
95.32 |
+0.24 |
240 |
13,329 |
+139 |
Sep13 |
110802 |
95.08 |
95.29 |
95.08 |
95.29 |
+0.25 |
0 |
2,913 |
+0 |
Dec13 |
110802 |
95.14 |
95.23 |
95.14 |
95.23 |
+0.25 |
0 |
1,616 |
+0 |
Total Volume and Open Interest |
202,555 |
848,423 |
-18,326 |
10-Year Aus T-Bonds(SFE) |
Sep11 |
110802 |
95.10 |
95.28 |
95.10 |
95.27 |
+0.17 |
36,648 |
414,585 |
-727 |
Dec11 |
110802 |
95.27 |
95.27 |
95.27 |
95.27 |
+0.17 |
|
|
|
Total Volume and Open Interest |
72,254 |
409,593 |
-5,719 |
3-Year Aus T-Bonds(SFE) |
Sep11 |
110802 |
95.50 |
95.77 |
95.49 |
95.77 |
+0.27 |
86,340 |
779,079 |
-11,433 |
Dec11 |
110802 |
95.77 |
95.77 |
95.77 |
95.77 |
+0.27 |
|
|
|
Total Volume and Open Interest |
225,991 |
783,272 |
-7,240 |
Gold(CMX) |
Aug11 |
110802 |
1619.3 |
1660.6 |
1616.8 |
1641.9 |
+22.9 |
6,761 |
7,986 |
-4,138 |
Oct11 |
110802 |
1620.9 |
1663.0 |
1617.6 |
1643.1 |
+22.7 |
10,559 |
25,357 |
+652 |
Dec11 |
110802 |
1622.6 |
1661.9 |
1618.8 |
1644.5 |
+22.8 |
153,054 |
373,680 |
+3,383 |
Feb12 |
110802 |
1622.3 |
1665.9 |
1622.3 |
1645.9 |
+22.9 |
245 |
12,167 |
-62 |
Apr12 |
110802 |
1627.2 |
1664.0 |
1627.2 |
1647.5 |
+23.0 |
110 |
6,241 |
+18 |
Jun12 |
110802 |
1627.2 |
1667.7 |
1627.2 |
1649.2 |
+23.1 |
13 |
14,807 |
-4 |
Aug12 |
110802 |
1633.1 |
1653.1 |
1633.1 |
1651.1 |
+23.2 |
66 |
5,529 |
+36 |
Oct12 |
110802 |
1649.3 |
1670.6 |
1649.3 |
1653.2 |
+23.4 |
14 |
4,158 |
+0 |
Dec12 |
110802 |
1640.5 |
1672.5 |
1639.7 |
1655.6 |
+23.6 |
300 |
11,990 |
+95 |
Feb13 |
110802 |
1640.5 |
1660.6 |
1640.5 |
1657.7 |
+23.5 |
29 |
1,553 |
-8 |
Apr13 |
110802 |
1660.2 |
1660.2 |
1660.2 |
1660.2 |
+23.5 |
1 |
226 |
-1 |
Jun13 |
110802 |
1646.2 |
1663.0 |
1646.2 |
1663.0 |
+23.4 |
390 |
11,408 |
+266 |
Total Volume and Open Interest |
174,528 |
518,850 |
+1,019 |
Silver(CMX) |
Sep11 |
110802 |
3926.5 |
4088.5 |
3921.0 |
4009.2 |
+78.3 |
45,689 |
58,688 |
-217 |
Dec11 |
110802 |
3929.5 |
4090.0 |
3926.0 |
4011.8 |
+78.4 |
2,105 |
31,589 |
+152 |
Mar12 |
110802 |
3929.0 |
4091.0 |
3929.0 |
4012.1 |
+78.5 |
115 |
5,565 |
+15 |
May12 |
110802 |
4074.0 |
4074.0 |
4010.2 |
4010.2 |
+78.8 |
51 |
1,693 |
+19 |
Jul12 |
110802 |
4008.8 |
4085.0 |
4008.8 |
4008.8 |
+79.1 |
158 |
1,866 |
+55 |
Sep12 |
110802 |
3969.0 |
4083.5 |
3969.0 |
4006.2 |
+79.1 |
11 |
275 |
+3 |
Dec12 |
110802 |
3939.5 |
4056.0 |
3939.5 |
4000.2 |
+79.1 |
108 |
8,242 |
+91 |
Total Volume and Open Interest |
48,324 |
119,517 |
-137 |
Platinum(NYMEX) |
Oct11 |
110802 |
1797.6 |
1801.3 |
1788.1 |
1793.5 |
-1.1 |
3,472 |
33,633 |
+37 |
Jan12 |
110802 |
1800.5 |
1802.2 |
1796.5 |
1796.8 |
-1.1 |
56 |
1,313 |
+38 |
Apr12 |
110802 |
1801.0 |
1801.0 |
1799.7 |
1799.7 |
-1.1 |
4 |
124 |
+2 |
Jul12 |
110802 |
1803.0 |
1803.0 |
1803.0 |
1803.0 |
-1.1 |
0 |
11 |
+0 |
Total Volume and Open Interest |
3,533 |
35,085 |
+76 |
Palladium(NYMEX) |
Sep11 |
110802 |
831.45 |
835.15 |
822.50 |
826.90 |
-2.60 |
3,017 |
23,221 |
-152 |
Dec11 |
110802 |
833.15 |
836.10 |
823.95 |
828.35 |
-2.65 |
158 |
1,783 |
+110 |
Mar12 |
110802 |
175.64 |
175.64 |
173.84 |
173.84 |
-2.65 |
0 |
53 |
+0 |
Total Volume and Open Interest |
3,175 |
25,057 |
-43 |
Copper(CMX) |
Sep11 |
110802 |
440.60 |
442.50 |
437.30 |
439.50 |
-1.50 |
39,530 |
87,249 |
-2,145 |
Dec11 |
110802 |
442.90 |
444.30 |
439.85 |
441.75 |
-1.45 |
8,553 |
43,761 |
+2,096 |
Mar12 |
110802 |
442.95 |
443.40 |
441.50 |
443.05 |
-1.40 |
1,469 |
15,682 |
+754 |
May12 |
110802 |
443.70 |
443.70 |
443.30 |
443.30 |
-1.35 |
24 |
2,411 |
+11 |
Jul12 |
110802 |
443.05 |
445.15 |
441.55 |
443.05 |
-1.20 |
32 |
905 |
+20 |
Total Volume and Open Interest |
50,310 |
157,475 |
+565 |
DJIA Index(CBOT) |
Sep11 |
110802 |
12029 |
12083 |
11785 |
11804 |
-236 |
399 |
17,700 |
+10 |
Dec11 |
110802 |
11990 |
11990 |
11734 |
11734 |
-238 |
0 |
88 |
+0 |
Mar12 |
110802 |
11665 |
11903 |
11665 |
11665 |
-238 |
|
|
|
Jun12 |
110802 |
11595 |
11833 |
11595 |
11595 |
-238 |
|
|
|
Total Volume and Open Interest |
399 |
17,788 |
+10 |
Mini DJIA Index(CBOT) |
Sep11 |
110802 |
12042 |
12090 |
11783 |
11804 |
-236 |
148,538 |
115,055 |
+4,777 |
Dec11 |
110802 |
11993 |
12010 |
11718 |
11734 |
-238 |
105 |
405 |
+4 |
Mar12 |
110802 |
11757 |
11757 |
11644 |
11665 |
-238 |
0 |
11 |
+0 |
Jun12 |
110802 |
11595 |
11595 |
11595 |
11595 |
-238 |
|
|
|
Total Volume and Open Interest |
148,643 |
115,471 |
+4,781 |
S & P 500(CME) |
Sep11 |
110802 |
1279.20 |
1284.90 |
1246.80 |
1247.30 |
-32.40 |
18,894 |
282,188 |
+2,985 |
Dec11 |
110802 |
1270.00 |
1274.60 |
1241.70 |
1241.70 |
-32.40 |
643 |
11,115 |
+14 |
Mar12 |
110802 |
1236.20 |
1269.10 |
1236.20 |
1236.20 |
-32.40 |
0 |
11 |
+0 |
Jun12 |
110802 |
1242.50 |
1264.10 |
1231.20 |
1231.20 |
-32.40 |
0 |
5 |
+0 |
Total Volume and Open Interest |
19,537 |
293,319 |
+2,999 |
S & P 500 E-Mini(Globex) |
Sep11 |
110802 |
1279.75 |
1285.00 |
1246.75 |
1247.25 |
-32.50 |
2,889,931 |
2,689,055 |
+55,407 |
Dec11 |
110802 |
1273.75 |
1277.50 |
1241.25 |
1241.75 |
-32.25 |
3,083 |
24,434 |
+1,276 |
Total Volume and Open Interest |
2,893,037 |
2,713,708 |
+56,686 |
NASDAQ 100(CME) |
Sep11 |
110802 |
2345.00 |
2355.00 |
2287.00 |
2288.30 |
-57.70 |
1,411 |
18,413 |
+493 |
Dec11 |
110802 |
2283.00 |
2290.00 |
2283.00 |
2283.00 |
-57.50 |
0 |
10 |
+0 |
Mar12 |
110802 |
2279.80 |
2286.80 |
2279.80 |
2279.80 |
-57.50 |
|
|
|
Total Volume and Open Interest |
1,411 |
18,423 |
+493 |
NASDAQ 100 E-Mini(Globex) |
Sep11 |
110802 |
2347.30 |
2355.30 |
2285.80 |
2288.30 |
-57.70 |
335,802 |
367,656 |
+9,435 |
Dec11 |
110802 |
2340.50 |
2348.50 |
2280.80 |
2283.00 |
-57.50 |
147 |
5,072 |
+5 |
Total Volume and Open Interest |
335,951 |
372,736 |
+9,440 |
S & P Midcap 400(CME) |
Sep11 |
110802 |
906.90 |
906.90 |
906.90 |
906.90 |
-27.40 |
111 |
2,742 |
+1 |
Dec11 |
110802 |
904.70 |
904.70 |
904.70 |
904.70 |
-27.40 |
|
|
|
Mar12 |
110802 |
903.00 |
903.00 |
903.00 |
903.00 |
-27.40 |
|
|
|
Total Volume and Open Interest |
111 |
2,742 |
+1 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Sep11 |
110802 |
9860 |
9885 |
9665 |
9670 |
-155 |
8,953 |
36,562 |
+114 |
Dec11 |
110802 |
9640 |
9645 |
9640 |
9640 |
-155 |
0 |
2 |
+0 |
Total Volume and Open Interest |
8,953 |
36,564 |
+114 |
Nikkei 225(SGX) |
Sep11 |
110802 |
9970 |
9975 |
9735 |
9850 |
-120 |
104,270 |
187,204 |
-3,444 |
Dec11 |
110802 |
9885 |
9895 |
9700 |
9795 |
-120 |
150 |
8,301 |
+103 |
Mar12 |
110802 |
9790 |
9790 |
9790 |
9790 |
-120 |
0 |
10 |
+0 |
Total Volume and Open Interest |
104,441 |
208,329 |
-3,339 |
CAC 40(EURONEXT) |
Aug11 |
110802 |
3590.5 |
3599.0 |
3483.0 |
3530.0 |
-61.0 |
152,170 |
323,621 |
+2,621 |
Sep11 |
110802 |
3588.0 |
3595.0 |
3481.0 |
3527.0 |
-62.0 |
1,232 |
38,400 |
+227 |
Oct11 |
110802 |
3526.5 |
3526.5 |
3526.5 |
3526.5 |
-61.0 |
0 |
4 |
+0 |
Total Volume and Open Interest |
153,402 |
362,057 |
+2,848 |
Hang Seng Index(HKFE) |
Aug11 |
110802 |
22502 |
22586 |
22300 |
22398 |
-294 |
87,955 |
88,707 |
+2,690 |
Sep11 |
110802 |
22450 |
22487 |
22223 |
22309 |
-290 |
1,108 |
5,128 |
+192 |
Total Volume and Open Interest |
89,307 |
97,837 |
-12,829 |
DAX(EUREX) |
Sep11 |
110802 |
6957.0 |
6972.5 |
6714.5 |
6822.5 |
-182.0 |
152,894 |
154,206 |
-2,074 |
Dec11 |
110802 |
6983.0 |
7000.0 |
6749.5 |
6848.5 |
-184.0 |
419 |
8,818 |
-42 |
Mar12 |
110802 |
7025.0 |
7025.0 |
6777.0 |
6878.0 |
-186.0 |
88 |
397 |
+26 |
Total Volume and Open Interest |
153,401 |
163,421 |
-2,090 |
FT-SE 100(EURONEXT) |
Sep11 |
110802 |
5749.50 |
5771.00 |
5615.00 |
5695.00 |
-66.50 |
150,753 |
627,613 |
-5,990 |
Dec11 |
110802 |
5688.50 |
5695.50 |
5600.00 |
5669.50 |
-68.50 |
9 |
822 |
-2 |
Mar12 |
110802 |
5633.50 |
5633.50 |
5633.50 |
5633.50 |
-66.50 |
0 |
163 |
+0 |
Total Volume and Open Interest |
150,772 |
628,704 |
-5,992 |
SPI 200(SFE) |
Sep11 |
110802 |
4469.0 |
4470.0 |
4368.0 |
4395.0 |
-75.0 |
44,488 |
211,664 |
+8,953 |
Dec11 |
110802 |
4473.0 |
4473.0 |
4411.0 |
4411.0 |
-76.0 |
69 |
4,962 |
-6 |
Mar12 |
110802 |
4399.0 |
4399.0 |
4399.0 |
4399.0 |
-74.0 |
0 |
1,832 |
+0 |
Total Volume and Open Interest |
37,796 |
220,622 |
+8,408 |
GSCI(CME) |
Aug11 |
110802 |
29.64 |
33.14 |
25.64 |
28.64 |
+0.50 |
509 |
9,258 |
-82 |
Sep11 |
110802 |
30.64 |
34.14 |
27.14 |
29.89 |
+0.75 |
2 |
1 |
+0 |
Oct11 |
110802 |
30.64 |
35.14 |
28.14 |
30.64 |
+0.50 |
|
|
|
Total Volume and Open Interest |
511 |
9,259 |
-82 |
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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