|
MRCI's End of Day Prices |
Daily Futures Price Listing Thu August 04, 2011 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Aug11 |
110804 |
1357.50 |
1357.50 |
1334.00 |
1339.25 |
-24.75 |
3,645 |
4,512 |
-1,346 |
Sep11 |
110804 |
1362.00 |
1363.00 |
1330.75 |
1336.25 |
-27.50 |
18,676 |
44,115 |
+385 |
Nov11 |
110804 |
1371.00 |
1372.50 |
1339.25 |
1345.25 |
-27.75 |
100,936 |
303,288 |
-3,922 |
Jan12 |
110804 |
1382.50 |
1382.50 |
1350.00 |
1356.25 |
-27.25 |
8,677 |
52,870 |
-243 |
Mar12 |
110804 |
1388.00 |
1389.75 |
1357.25 |
1363.50 |
-26.25 |
4,958 |
28,459 |
+386 |
May12 |
110804 |
1385.25 |
1386.25 |
1359.50 |
1365.75 |
-24.25 |
4,259 |
34,409 |
+266 |
Jul12 |
110804 |
1388.50 |
1393.50 |
1365.00 |
1369.25 |
-24.25 |
2,953 |
19,428 |
+816 |
Total Volume and Open Interest |
145,380 |
512,382 |
-3,348 |
Soybean Meal(CBOT) |
Aug11 |
110804 |
351.50 |
353.20 |
347.20 |
347.60 |
-5.40 |
5,082 |
5,111 |
-1,185 |
Sep11 |
110804 |
355.40 |
356.00 |
348.90 |
349.40 |
-5.80 |
14,151 |
36,789 |
-303 |
Oct11 |
110804 |
357.90 |
357.90 |
350.80 |
351.50 |
-5.80 |
4,212 |
17,078 |
-458 |
Dec11 |
110804 |
361.80 |
362.30 |
354.80 |
355.70 |
-5.90 |
32,036 |
85,910 |
-1,633 |
Jan12 |
110804 |
364.00 |
364.00 |
357.70 |
357.70 |
-5.80 |
1,074 |
7,376 |
-130 |
Mar12 |
110804 |
364.20 |
365.60 |
360.00 |
360.50 |
-5.10 |
1,287 |
6,124 |
+184 |
May12 |
110804 |
366.20 |
366.20 |
361.00 |
361.30 |
-4.90 |
1,893 |
8,883 |
+308 |
Jul12 |
110804 |
365.50 |
366.80 |
362.00 |
362.10 |
-4.70 |
312 |
2,619 |
+53 |
Total Volume and Open Interest |
60,166 |
174,085 |
-3,089 |
Soybean Oil(CBOT) |
Aug11 |
110804 |
55.55 |
55.65 |
54.88 |
55.18 |
-1.10 |
2,053 |
1,992 |
-923 |
Sep11 |
110804 |
56.55 |
56.60 |
54.95 |
55.29 |
-1.13 |
17,163 |
47,886 |
+1,269 |
Oct11 |
110804 |
56.76 |
56.76 |
55.15 |
55.48 |
-1.13 |
4,033 |
22,221 |
-25 |
Dec11 |
110804 |
57.20 |
57.24 |
55.52 |
55.87 |
-1.19 |
48,764 |
155,810 |
+5,996 |
Jan12 |
110804 |
57.39 |
57.40 |
55.88 |
56.15 |
-1.18 |
2,559 |
24,896 |
+165 |
Mar12 |
110804 |
57.52 |
57.57 |
56.09 |
56.39 |
-1.19 |
1,759 |
14,465 |
-384 |
May12 |
110804 |
57.67 |
57.67 |
56.25 |
56.54 |
-1.17 |
1,659 |
9,188 |
+301 |
Jul12 |
110804 |
57.58 |
57.83 |
56.45 |
56.66 |
-1.17 |
302 |
4,773 |
-16 |
Total Volume and Open Interest |
78,382 |
284,364 |
+6,386 |
Canola(WCE) |
Nov11 |
110804 |
564.5 |
565.2 |
558.3 |
559.5 |
-5.7 |
11,166 |
120,244 |
+376 |
Jan12 |
110804 |
571.7 |
573.7 |
566.6 |
567.9 |
-5.7 |
3,460 |
22,415 |
+697 |
Mar12 |
110804 |
577.2 |
577.2 |
571.2 |
572.4 |
-6.3 |
1,136 |
5,740 |
-423 |
May12 |
110804 |
581.5 |
581.5 |
575.5 |
576.4 |
-7.1 |
866 |
5,823 |
+459 |
Jul12 |
110804 |
581.9 |
583.2 |
579.4 |
579.8 |
-8.4 |
466 |
3,601 |
+134 |
Total Volume and Open Interest |
17,375 |
159,560 |
+1,280 |
Corn(CBOT) |
Sep11 |
110804 |
705.25 |
706.00 |
681.75 |
693.75 |
-12.25 |
99,777 |
301,417 |
-10,624 |
Dec11 |
110804 |
711.50 |
712.50 |
688.00 |
701.50 |
-11.50 |
230,863 |
577,981 |
+20,498 |
Mar12 |
110804 |
723.50 |
725.00 |
700.75 |
714.25 |
-11.25 |
35,568 |
135,541 |
+4,033 |
May12 |
110804 |
728.50 |
730.00 |
706.00 |
718.75 |
-11.25 |
10,725 |
31,499 |
+1,163 |
Jul12 |
110804 |
731.75 |
733.00 |
709.50 |
722.25 |
-11.50 |
12,206 |
71,930 |
-98 |
Sep12 |
110804 |
683.00 |
683.00 |
667.50 |
678.50 |
-11.00 |
1,717 |
11,831 |
+269 |
Total Volume and Open Interest |
397,997 |
1,234,631 |
+16,205 |
Wheat(CBOT) |
Sep11 |
110804 |
709.00 |
710.25 |
674.75 |
681.75 |
-28.75 |
67,010 |
131,863 |
-2,698 |
Dec11 |
110804 |
748.50 |
749.50 |
716.50 |
725.50 |
-24.50 |
39,401 |
163,809 |
+376 |
Mar12 |
110804 |
778.50 |
779.50 |
748.00 |
757.50 |
-22.50 |
10,464 |
52,995 |
+1,319 |
May12 |
110804 |
789.00 |
795.75 |
764.50 |
772.50 |
-23.25 |
1,111 |
11,031 |
+36 |
Jul12 |
110804 |
801.00 |
801.00 |
774.50 |
782.75 |
-24.50 |
6,731 |
46,679 |
+2,017 |
Total Volume and Open Interest |
125,972 |
431,604 |
+1,475 |
Wheat(KCBT) |
Sep11 |
110804 |
797.00 |
798.00 |
768.50 |
771.00 |
-27.00 |
13,716 |
67,168 |
-703 |
Dec11 |
110804 |
819.75 |
822.00 |
793.25 |
796.00 |
-26.25 |
12,415 |
60,462 |
-648 |
Mar12 |
110804 |
835.00 |
835.25 |
807.75 |
810.50 |
-25.75 |
2,451 |
20,144 |
+118 |
May12 |
110804 |
835.50 |
839.25 |
813.50 |
814.50 |
-26.25 |
575 |
3,276 |
-144 |
Jul12 |
110804 |
839.75 |
839.75 |
810.25 |
813.50 |
-24.75 |
2,422 |
16,345 |
+1,213 |
Total Volume and Open Interest |
31,707 |
170,548 |
-138 |
Wheat(MGE) |
Sep11 |
110804 |
841.00 |
841.25 |
816.75 |
823.25 |
-21.50 |
5,947 |
17,256 |
-436 |
Dec11 |
110804 |
851.75 |
851.75 |
824.25 |
831.50 |
-21.00 |
5,161 |
19,877 |
+382 |
Mar12 |
110804 |
864.00 |
864.00 |
836.75 |
842.50 |
-21.75 |
2,341 |
6,472 |
-3 |
May12 |
110804 |
868.00 |
868.00 |
844.75 |
849.50 |
-22.25 |
1,270 |
3,243 |
-10 |
Jul12 |
110804 |
872.00 |
874.00 |
849.50 |
854.75 |
-22.25 |
951 |
4,738 |
-4 |
Total Volume and Open Interest |
16,264 |
55,522 |
-71 |
Oats(CBOT) |
Sep11 |
110804 |
346.00 |
348.25 |
331.50 |
331.50 |
-14.00 |
473 |
2,019 |
-293 |
Dec11 |
110804 |
355.25 |
358.00 |
343.00 |
343.00 |
-13.50 |
636 |
9,242 |
+129 |
Mar12 |
110804 |
358.00 |
358.75 |
354.00 |
354.00 |
-13.00 |
19 |
844 |
+17 |
May12 |
110804 |
361.00 |
373.50 |
361.00 |
361.00 |
-12.50 |
0 |
27 |
+0 |
Total Volume and Open Interest |
1,128 |
12,161 |
-147 |
Rough Rice(CBOT) |
Sep11 |
110804 |
16.38 |
16.40 |
16.16 |
16.25 |
-0.09 |
1,205 |
8,547 |
-201 |
Nov11 |
110804 |
16.70 |
16.72 |
16.47 |
16.57 |
-0.10 |
840 |
7,771 |
+311 |
Jan12 |
110804 |
16.89 |
16.95 |
16.80 |
16.86 |
-0.09 |
63 |
672 |
+23 |
Mar12 |
110804 |
17.15 |
17.16 |
17.09 |
17.16 |
-0.09 |
5 |
821 |
+0 |
Total Volume and Open Interest |
2,160 |
17,869 |
+163 |
Live Cattle(CME) |
Aug11 |
110804 |
113.135 |
113.650 |
112.135 |
112.650 |
-0.485 |
13,139 |
32,563 |
-2,154 |
Oct11 |
110804 |
118.250 |
118.635 |
117.050 |
117.680 |
-0.605 |
22,531 |
131,027 |
+1,467 |
Dec11 |
110804 |
121.000 |
121.250 |
119.700 |
120.100 |
-0.935 |
8,094 |
89,714 |
+95 |
Feb12 |
110804 |
123.800 |
124.000 |
122.300 |
123.050 |
-0.735 |
3,581 |
31,503 |
+71 |
Apr12 |
110804 |
126.100 |
126.200 |
124.385 |
124.900 |
-1.235 |
1,125 |
17,465 |
+207 |
Jun12 |
110804 |
123.050 |
123.050 |
121.800 |
122.400 |
-0.930 |
468 |
7,674 |
+304 |
Total Volume and Open Interest |
49,047 |
311,162 |
+33 |
Feeder Cattle(CME) |
Aug11 |
110804 |
134.285 |
134.700 |
132.750 |
133.150 |
-1.200 |
3,384 |
9,322 |
-895 |
Sep11 |
110804 |
135.600 |
136.285 |
133.750 |
134.100 |
-1.385 |
3,375 |
10,482 |
-343 |
Oct11 |
110804 |
136.600 |
137.300 |
134.825 |
135.535 |
-1.200 |
2,926 |
10,640 |
+413 |
Nov11 |
110804 |
138.000 |
138.000 |
135.800 |
136.450 |
-1.085 |
523 |
4,350 |
+29 |
Jan12 |
110804 |
138.035 |
138.435 |
136.825 |
137.325 |
-0.775 |
303 |
2,375 |
+44 |
Mar12 |
110804 |
137.950 |
138.000 |
137.000 |
137.600 |
-0.530 |
110 |
727 |
+50 |
Apr12 |
110804 |
138.300 |
138.300 |
137.500 |
137.900 |
-1.350 |
44 |
187 |
+17 |
Total Volume and Open Interest |
10,678 |
38,227 |
-672 |
Lean Hogs(CME) |
Aug11 |
110804 |
104.750 |
106.035 |
104.535 |
105.550 |
+0.900 |
3,929 |
15,883 |
-11 |
Oct11 |
110804 |
92.950 |
93.250 |
91.480 |
92.750 |
+0.500 |
15,232 |
98,115 |
+2,186 |
Dec11 |
110804 |
89.385 |
89.850 |
88.285 |
89.300 |
-0.030 |
8,380 |
71,438 |
+809 |
Feb12 |
110804 |
91.600 |
91.680 |
90.250 |
91.400 |
+0.015 |
2,444 |
34,172 |
+385 |
Apr12 |
110804 |
92.980 |
93.000 |
91.900 |
92.830 |
-0.100 |
1,830 |
21,500 |
+829 |
May12 |
110804 |
96.080 |
96.700 |
95.430 |
96.700 |
+0.300 |
50 |
949 |
+39 |
Jun12 |
110804 |
98.250 |
98.250 |
97.200 |
98.230 |
+0.130 |
522 |
11,440 |
+295 |
Jul12 |
110804 |
96.900 |
96.900 |
96.100 |
96.800 |
+0.100 |
151 |
3,545 |
+94 |
Total Volume and Open Interest |
32,663 |
260,019 |
+4,819 |
Class III Milk(CME) |
Aug11 |
110804 |
21.50 |
21.54 |
21.36 |
21.45 |
unch |
245 |
6,377 |
-38 |
Sep11 |
110804 |
20.32 |
20.48 |
19.90 |
20.16 |
-0.15 |
356 |
6,300 |
-107 |
Oct11 |
110804 |
19.56 |
19.63 |
19.20 |
19.27 |
-0.26 |
259 |
5,049 |
+8 |
Nov11 |
110804 |
18.68 |
18.80 |
18.42 |
18.47 |
-0.18 |
155 |
4,084 |
+25 |
Dec11 |
110804 |
17.79 |
17.79 |
17.50 |
17.60 |
-0.13 |
141 |
3,609 |
-24 |
Total Volume and Open Interest |
1,508 |
38,764 |
-67 |
Cocoa(ICE) |
Sep11 |
110804 |
2922 |
2939 |
2875 |
2905 |
-11 |
14,020 |
50,748 |
-5,386 |
Dec11 |
110804 |
2956 |
2972 |
2912 |
2941 |
-11 |
11,102 |
53,751 |
+3,806 |
Mar12 |
110804 |
3023 |
3023 |
2967 |
2995 |
-9 |
3,363 |
39,057 |
+1,549 |
May12 |
110804 |
3007 |
3018 |
2974 |
2998 |
-13 |
622 |
12,536 |
+424 |
Jul12 |
110804 |
3039 |
3039 |
2985 |
3011 |
-11 |
205 |
5,322 |
-11 |
Sep12 |
110804 |
3025 |
3027 |
2995 |
3019 |
-9 |
1,588 |
9,456 |
+1,059 |
Dec12 |
110804 |
3031 |
3031 |
3017 |
3028 |
-8 |
36 |
4,176 |
+20 |
Total Volume and Open Interest |
30,936 |
178,418 |
+1,461 |
Coffee "C"(ICE) |
Sep11 |
110804 |
242.15 |
243.10 |
234.75 |
235.85 |
-6.05 |
12,760 |
43,666 |
-2,650 |
Dec11 |
110804 |
246.00 |
246.50 |
238.65 |
239.75 |
-5.75 |
6,433 |
45,168 |
+69 |
Mar12 |
110804 |
247.65 |
248.50 |
241.50 |
242.55 |
-5.20 |
2,334 |
12,033 |
+397 |
May12 |
110804 |
248.10 |
248.20 |
243.00 |
243.90 |
-5.25 |
880 |
5,224 |
-92 |
Jul12 |
110804 |
248.80 |
248.95 |
244.00 |
244.45 |
-5.45 |
188 |
2,104 |
+60 |
Sep12 |
110804 |
248.40 |
248.55 |
243.50 |
244.05 |
-5.40 |
33 |
1,806 |
+19 |
Total Volume and Open Interest |
22,684 |
111,530 |
-2,165 |
Orange Juice(ICE) |
Sep11 |
110804 |
197.70 |
197.85 |
190.00 |
190.10 |
-7.80 |
691 |
24,371 |
-177 |
Nov11 |
110804 |
187.90 |
188.80 |
181.50 |
181.75 |
-7.00 |
581 |
9,869 |
+264 |
Jan12 |
110804 |
181.50 |
181.70 |
176.75 |
176.75 |
-5.30 |
56 |
1,828 |
+40 |
Mar12 |
110804 |
175.75 |
177.00 |
175.00 |
175.25 |
-3.05 |
22 |
316 |
+0 |
May12 |
110804 |
173.20 |
173.20 |
173.20 |
173.20 |
-3.10 |
3 |
283 |
+0 |
Jul12 |
110804 |
172.70 |
172.70 |
172.70 |
172.70 |
-3.10 |
3 |
132 |
+2 |
Total Volume and Open Interest |
1,356 |
36,810 |
+129 |
Sugar #11(ICE) |
Oct11 |
110804 |
28.01 |
28.15 |
26.99 |
27.79 |
+0.10 |
53,973 |
290,419 |
-6,295 |
Mar12 |
110804 |
26.81 |
27.06 |
26.09 |
26.81 |
+0.07 |
19,466 |
151,133 |
+204 |
May12 |
110804 |
25.99 |
25.99 |
25.02 |
25.62 |
-0.07 |
7,587 |
46,493 |
-1,378 |
Jul12 |
110804 |
24.96 |
25.00 |
24.31 |
24.78 |
-0.16 |
4,112 |
65,544 |
-690 |
Oct12 |
110804 |
24.37 |
24.39 |
23.75 |
24.19 |
-0.16 |
1,806 |
29,876 |
-417 |
Total Volume and Open Interest |
88,607 |
623,987 |
-8,163 |
London Cocoa(LCE) |
Sep11 |
110804 |
1840 |
1855 |
1831 |
1833 |
-3 |
4,172 |
71,928 |
-562 |
Dec11 |
110804 |
1869 |
1881 |
1861 |
1864 |
unch |
2,561 |
50,613 |
-64 |
Mar12 |
110804 |
1886 |
1897 |
1879 |
1883 |
+1 |
1,056 |
39,664 |
+273 |
May12 |
110804 |
1898 |
1906 |
1896 |
1896 |
+3 |
157 |
14,124 |
+8 |
Jul12 |
110804 |
1907 |
1917 |
1900 |
1904 |
+3 |
75 |
6,200 |
-36 |
Sep12 |
110804 |
1909 |
1918 |
1909 |
1913 |
+3 |
150 |
4,716 |
-9 |
Dec12 |
110804 |
1926 |
1926 |
1926 |
1926 |
+2 |
149 |
7,856 |
+130 |
Total Volume and Open Interest |
8,324 |
195,978 |
-256 |
London Sugar(LCE) |
Oct11 |
110804 |
737.40 |
738.40 |
717.10 |
719.80 |
-4.80 |
3,953 |
25,407 |
-388 |
Dec11 |
110804 |
697.00 |
699.20 |
680.10 |
681.80 |
-7.20 |
807 |
7,559 |
+72 |
Mar12 |
110804 |
684.60 |
684.70 |
667.80 |
669.10 |
-7.70 |
609 |
9,662 |
-189 |
May12 |
110804 |
663.30 |
663.30 |
651.00 |
651.80 |
-7.80 |
57 |
3,322 |
-1 |
Aug12 |
110804 |
644.80 |
644.80 |
634.50 |
636.50 |
-5.80 |
21 |
1,928 |
-16 |
Total Volume and Open Interest |
5,449 |
49,447 |
-522 |
Cotton(ICE) |
Oct11 |
110804 |
104.60 |
105.71 |
102.74 |
105.01 |
+0.59 |
127 |
526 |
+4 |
Dec11 |
110804 |
103.95 |
105.68 |
102.51 |
104.92 |
+0.76 |
13,690 |
100,533 |
+917 |
Mar12 |
110804 |
101.52 |
103.00 |
100.50 |
102.41 |
+0.59 |
4,085 |
26,247 |
+135 |
May12 |
110804 |
99.50 |
102.00 |
99.43 |
101.41 |
+1.52 |
753 |
5,792 |
+100 |
Jul12 |
110804 |
98.60 |
101.00 |
98.60 |
100.97 |
+2.06 |
190 |
7,445 |
+11 |
Oct12 |
110804 |
99.06 |
99.06 |
99.06 |
99.06 |
+2.06 |
0 |
3 |
+0 |
Total Volume and Open Interest |
18,879 |
144,447 |
+1,183 |
Lumber(CME) |
Sep11 |
110804 |
228.0 |
228.0 |
221.6 |
224.5 |
+1.9 |
1,019 |
5,833 |
+189 |
Nov11 |
110804 |
239.5 |
240.0 |
232.6 |
233.1 |
-4.9 |
491 |
3,856 |
+24 |
Jan12 |
110804 |
262.0 |
262.5 |
255.0 |
260.0 |
-1.5 |
88 |
872 |
-7 |
Mar12 |
110804 |
272.5 |
272.5 |
270.0 |
270.0 |
-0.5 |
0 |
130 |
+0 |
Total Volume and Open Interest |
1,598 |
10,693 |
+206 |
Crude Oil(NYM) |
Sep11 |
110804 |
91.94 |
92.59 |
86.04 |
86.63 |
-5.30 |
328,175 |
352,810 |
-11,727 |
Oct11 |
110804 |
92.52 |
92.95 |
86.47 |
87.04 |
-5.29 |
85,140 |
112,522 |
-1,921 |
Nov11 |
110804 |
92.97 |
93.24 |
87.00 |
87.49 |
-5.29 |
39,078 |
95,651 |
+4,519 |
Dec11 |
110804 |
93.25 |
93.79 |
87.47 |
87.96 |
-5.28 |
55,788 |
202,280 |
-426 |
Jan12 |
110804 |
93.60 |
93.63 |
88.13 |
88.43 |
-5.24 |
10,038 |
53,264 |
+206 |
Feb12 |
110804 |
94.50 |
94.50 |
88.85 |
88.90 |
-5.21 |
3,576 |
24,951 |
+384 |
Mar12 |
110804 |
94.27 |
94.27 |
89.11 |
89.38 |
-5.18 |
4,096 |
36,991 |
+145 |
Apr12 |
110804 |
94.74 |
94.76 |
89.85 |
89.85 |
-5.15 |
2,590 |
23,151 |
+112 |
May12 |
110804 |
94.29 |
95.02 |
90.10 |
90.32 |
-5.11 |
2,746 |
19,027 |
+312 |
Jun12 |
110804 |
96.00 |
96.00 |
90.34 |
90.77 |
-5.07 |
14,096 |
83,397 |
-228 |
Jul12 |
110804 |
96.32 |
96.32 |
91.19 |
91.19 |
-5.03 |
2,850 |
30,306 |
-211 |
Aug12 |
110804 |
96.18 |
96.19 |
91.10 |
91.52 |
-4.99 |
1,724 |
16,947 |
+65 |
Sep12 |
110804 |
92.92 |
92.92 |
91.62 |
91.82 |
-4.95 |
1,674 |
17,365 |
-41 |
Oct12 |
110804 |
92.10 |
93.21 |
92.10 |
92.10 |
-4.91 |
907 |
12,738 |
+133 |
Nov12 |
110804 |
94.11 |
94.11 |
92.38 |
92.38 |
-4.87 |
691 |
20,594 |
-134 |
Dec12 |
110804 |
97.50 |
97.50 |
92.28 |
92.67 |
-4.83 |
25,904 |
143,309 |
-2,239 |
Total Volume and Open Interest |
616,720 |
1,528,978 |
-7,162 |
e-miNY Crude Oil(NYM) |
Aug11 |
110719 |
96.125 |
98.650 |
95.925 |
97.500 |
+1.575 |
5,608 |
3,447 |
-104 |
Sep11 |
110804 |
92.050 |
92.525 |
86.025 |
86.625 |
-5.300 |
8,451 |
3,930 |
-82 |
Oct11 |
110804 |
92.675 |
92.850 |
86.600 |
87.050 |
-5.275 |
407 |
639 |
+5 |
Nov11 |
110804 |
93.250 |
93.300 |
87.500 |
87.500 |
-5.275 |
107 |
232 |
+22 |
Dec11 |
110804 |
93.400 |
93.400 |
87.650 |
87.950 |
-5.300 |
46 |
494 |
-2 |
Jan12 |
110804 |
88.425 |
88.425 |
88.425 |
88.425 |
-5.250 |
1 |
14 |
+0 |
Feb12 |
110804 |
90.000 |
90.000 |
88.900 |
88.900 |
-5.200 |
1 |
3 |
+0 |
Mar12 |
110804 |
89.375 |
89.375 |
89.375 |
89.375 |
-5.175 |
2 |
10 |
+0 |
Apr12 |
110804 |
89.850 |
89.850 |
89.850 |
89.850 |
-5.150 |
0 |
1 |
+0 |
May12 |
110804 |
90.325 |
90.325 |
90.325 |
90.325 |
-5.100 |
3 |
1 |
+0 |
Total Volume and Open Interest |
9,020 |
5,512 |
-55 |
Heating Oil(NYM) |
Sep11 |
110804 |
302.50 |
303.75 |
288.89 |
289.39 |
-12.50 |
47,752 |
103,275 |
-4,281 |
Oct11 |
110804 |
303.72 |
304.95 |
289.99 |
290.48 |
-12.70 |
17,967 |
40,376 |
+1,997 |
Nov11 |
110804 |
306.16 |
306.16 |
291.25 |
291.69 |
-12.93 |
7,296 |
31,674 |
+939 |
Dec11 |
110804 |
306.94 |
307.20 |
292.44 |
292.93 |
-13.08 |
6,869 |
39,123 |
+287 |
Jan12 |
110804 |
308.16 |
308.16 |
293.77 |
294.16 |
-13.19 |
2,707 |
23,676 |
+292 |
Feb12 |
110804 |
308.37 |
308.41 |
294.17 |
294.24 |
-13.24 |
1,141 |
10,740 |
+165 |
Mar12 |
110804 |
302.91 |
302.91 |
293.36 |
293.36 |
-13.22 |
875 |
7,374 |
-300 |
Apr12 |
110804 |
302.80 |
302.80 |
291.02 |
291.41 |
-13.10 |
333 |
3,761 |
+79 |
May12 |
110804 |
300.50 |
300.50 |
289.61 |
289.61 |
-13.03 |
251 |
4,049 |
-203 |
Jun12 |
110804 |
302.74 |
302.74 |
288.83 |
288.83 |
-12.93 |
714 |
23,932 |
+144 |
Jul12 |
110804 |
299.00 |
299.00 |
289.48 |
289.48 |
-12.93 |
1 |
1,831 |
-3 |
Aug12 |
110804 |
301.60 |
301.60 |
290.63 |
290.63 |
-12.93 |
0 |
959 |
+0 |
Total Volume and Open Interest |
85,938 |
302,304 |
-878 |
Gasoline(NYMEX) |
Sep11 |
110804 |
293.67 |
294.00 |
272.80 |
273.72 |
-19.41 |
53,676 |
92,966 |
+21 |
Oct11 |
110804 |
281.30 |
281.33 |
262.02 |
262.88 |
-17.63 |
21,108 |
42,027 |
+1,872 |
Nov11 |
110804 |
278.59 |
278.59 |
260.42 |
261.20 |
-16.59 |
8,666 |
21,853 |
-330 |
Dec11 |
110804 |
276.96 |
276.96 |
259.61 |
260.49 |
-16.05 |
12,388 |
36,658 |
+2,079 |
Jan12 |
110804 |
274.90 |
274.92 |
261.00 |
261.00 |
-15.93 |
2,161 |
13,384 |
+313 |
Feb12 |
110804 |
278.49 |
279.05 |
262.39 |
262.39 |
-15.87 |
741 |
5,962 |
+20 |
Mar12 |
110804 |
275.67 |
275.67 |
264.27 |
264.27 |
-15.86 |
410 |
8,791 |
-98 |
Apr12 |
110804 |
283.48 |
284.09 |
275.70 |
276.02 |
-15.51 |
83 |
5,646 |
-21 |
May12 |
110804 |
277.96 |
277.96 |
276.32 |
276.32 |
-15.39 |
14 |
2,196 |
+0 |
Jun12 |
110804 |
288.79 |
288.79 |
275.97 |
275.97 |
-15.21 |
968 |
7,489 |
-39 |
Total Volume and Open Interest |
103,204 |
251,600 |
+5,635 |
e-miNY RBOB Gasoline(NYM) |
Sep11 |
110804 |
292.00 |
292.00 |
273.70 |
273.70 |
-19.40 |
0 |
1 |
+0 |
Oct11 |
110804 |
262.90 |
262.90 |
262.88 |
262.90 |
-17.60 |
0 |
1 |
+0 |
Nov11 |
110804 |
261.20 |
261.20 |
261.20 |
261.20 |
-16.60 |
|
|
|
Dec11 |
110804 |
260.50 |
260.50 |
260.49 |
260.50 |
-16.00 |
|
|
|
Total Volume and Open Interest |
0 |
4 |
+0 |
Natural Gas(NYM) |
Sep11 |
110804 |
4.091 |
4.118 |
3.915 |
3.941 |
-0.149 |
68,803 |
234,871 |
-3,202 |
Oct11 |
110804 |
4.110 |
4.126 |
3.930 |
3.955 |
-0.147 |
31,381 |
143,591 |
-2,058 |
Nov11 |
110804 |
4.232 |
4.244 |
4.062 |
4.090 |
-0.132 |
33,567 |
114,842 |
-43 |
Dec11 |
110804 |
4.440 |
4.440 |
4.267 |
4.297 |
-0.128 |
18,835 |
52,169 |
+1,981 |
Jan12 |
110804 |
4.533 |
4.534 |
4.370 |
4.398 |
-0.126 |
15,421 |
117,144 |
-287 |
Feb12 |
110804 |
4.528 |
4.545 |
4.378 |
4.403 |
-0.125 |
5,508 |
30,459 |
-153 |
Mar12 |
110804 |
4.496 |
4.518 |
4.353 |
4.377 |
-0.122 |
4,622 |
48,208 |
+111 |
Apr12 |
110804 |
4.463 |
4.463 |
4.306 |
4.332 |
-0.111 |
6,022 |
52,798 |
+822 |
May12 |
110804 |
4.472 |
4.474 |
4.338 |
4.357 |
-0.108 |
1,382 |
11,426 |
+323 |
Jun12 |
110804 |
4.507 |
4.510 |
4.366 |
4.393 |
-0.107 |
1,010 |
12,442 |
+302 |
Jul12 |
110804 |
4.544 |
4.547 |
4.419 |
4.435 |
-0.107 |
1,228 |
9,730 |
+808 |
Aug12 |
110804 |
4.550 |
4.560 |
4.445 |
4.463 |
-0.107 |
368 |
9,747 |
-39 |
Sep12 |
110804 |
4.570 |
4.570 |
4.457 |
4.471 |
-0.107 |
476 |
7,561 |
-26 |
Oct12 |
110804 |
4.600 |
4.600 |
4.490 |
4.506 |
-0.109 |
2,651 |
35,748 |
+51 |
Nov12 |
110804 |
4.740 |
4.740 |
4.651 |
4.671 |
-0.104 |
179 |
5,306 |
-9 |
Dec12 |
110804 |
5.000 |
5.000 |
4.895 |
4.916 |
-0.099 |
83 |
11,371 |
-10 |
Total Volume and Open Interest |
193,385 |
968,004 |
-310 |
Brent Crude Oil(ICE) |
Sep11 |
110804 |
113.50 |
113.73 |
107.00 |
107.25 |
-5.98 |
210,261 |
187,340 |
+2,152 |
Oct11 |
110804 |
113.34 |
113.55 |
106.90 |
107.16 |
-5.91 |
105,533 |
144,056 |
-3,701 |
Nov11 |
110804 |
113.28 |
113.53 |
107.00 |
107.21 |
-5.85 |
42,245 |
68,635 |
+6,573 |
Dec11 |
110804 |
113.27 |
113.50 |
107.03 |
107.24 |
-5.80 |
51,689 |
102,138 |
+5,321 |
Jan12 |
110804 |
113.12 |
113.32 |
107.24 |
107.26 |
-5.77 |
8,075 |
24,992 |
+1,980 |
Feb12 |
110804 |
113.02 |
113.26 |
107.08 |
107.24 |
-5.74 |
3,750 |
17,947 |
-404 |
Mar12 |
110804 |
112.94 |
113.19 |
107.05 |
107.21 |
-5.71 |
3,945 |
34,266 |
-325 |
Apr12 |
110804 |
112.80 |
113.00 |
107.03 |
107.18 |
-5.68 |
1,809 |
14,078 |
-241 |
May12 |
110804 |
112.73 |
112.94 |
107.01 |
107.15 |
-5.64 |
1,515 |
8,891 |
+96 |
Jun12 |
110804 |
112.68 |
112.97 |
106.96 |
107.10 |
-5.60 |
7,322 |
43,241 |
+682 |
Jul12 |
110804 |
107.06 |
107.06 |
107.06 |
107.06 |
-5.56 |
523 |
9,215 |
+165 |
Aug12 |
110804 |
106.99 |
106.99 |
106.99 |
106.99 |
-5.52 |
339 |
5,902 |
+7 |
Sep12 |
110804 |
107.00 |
107.00 |
106.86 |
106.86 |
-5.50 |
367 |
7,754 |
-49 |
Oct12 |
110804 |
107.30 |
107.30 |
106.72 |
106.72 |
-5.47 |
222 |
3,716 |
+39 |
Total Volume and Open Interest |
467,613 |
826,483 |
+14,116 |
Gas Oil(ICE) |
Aug11 |
110804 |
950.50 |
953.25 |
908.00 |
934.00 |
-20.25 |
45,380 |
69,086 |
-2,973 |
Sep11 |
110804 |
951.25 |
953.75 |
907.50 |
934.25 |
-21.00 |
85,728 |
156,238 |
+6,059 |
Oct11 |
110804 |
952.25 |
953.00 |
906.75 |
933.50 |
-22.25 |
27,169 |
72,332 |
-171 |
Nov11 |
110804 |
950.75 |
951.75 |
907.75 |
933.00 |
-22.75 |
11,623 |
39,089 |
+1,004 |
Dec11 |
110804 |
953.25 |
954.00 |
907.00 |
933.25 |
-23.00 |
23,763 |
62,881 |
-1,407 |
Jan12 |
110804 |
953.75 |
953.75 |
909.75 |
934.50 |
-23.25 |
8,132 |
41,815 |
+621 |
Feb12 |
110804 |
954.00 |
954.00 |
912.00 |
935.00 |
-23.25 |
3,167 |
12,435 |
-509 |
Mar12 |
110804 |
953.00 |
954.25 |
911.75 |
934.75 |
-23.25 |
3,335 |
13,651 |
-624 |
Apr12 |
110804 |
953.50 |
953.50 |
913.25 |
933.75 |
-23.25 |
1,895 |
9,058 |
-149 |
May12 |
110804 |
951.25 |
951.25 |
910.25 |
933.25 |
-23.00 |
1,253 |
7,902 |
-85 |
Total Volume and Open Interest |
219,354 |
583,944 |
-42 |
Ethanol(CBOT) |
Aug11 |
110803 |
2.836 |
2.836 |
2.800 |
2.800 |
-0.042 |
102 |
196 |
-79 |
Sep11 |
110804 |
2.688 |
2.703 |
2.631 |
2.642 |
-0.080 |
313 |
1,539 |
-115 |
Oct11 |
110804 |
2.595 |
2.595 |
2.548 |
2.557 |
-0.069 |
580 |
1,288 |
-42 |
Nov11 |
110804 |
2.560 |
2.560 |
2.521 |
2.526 |
-0.064 |
139 |
1,212 |
+39 |
Dec11 |
110804 |
2.548 |
2.549 |
2.508 |
2.516 |
-0.059 |
138 |
1,581 |
-2 |
Jan12 |
110804 |
2.535 |
2.535 |
2.490 |
2.499 |
-0.056 |
30 |
851 |
+18 |
Feb12 |
110804 |
2.500 |
2.509 |
2.495 |
2.500 |
-0.055 |
15 |
518 |
+5 |
Mar12 |
110804 |
2.500 |
2.512 |
2.496 |
2.508 |
-0.056 |
37 |
411 |
+6 |
Total Volume and Open Interest |
1,356 |
9,528 |
-88 |
WTI Crude Oil(ICE |
Sep11 |
110804 |
92.41 |
92.46 |
86.06 |
86.63 |
-5.30 |
80,195 |
75,410 |
-3,803 |
Oct11 |
110804 |
92.81 |
92.86 |
86.49 |
87.04 |
-5.29 |
21,753 |
40,881 |
+2,119 |
Nov11 |
110804 |
93.30 |
93.30 |
86.94 |
87.49 |
-5.29 |
11,484 |
26,973 |
+1,544 |
Dec11 |
110804 |
93.40 |
93.40 |
87.46 |
87.96 |
-5.28 |
18,312 |
91,555 |
-376 |
Jan12 |
110804 |
93.40 |
93.40 |
88.04 |
88.43 |
-5.24 |
3,327 |
20,044 |
+475 |
Feb12 |
110804 |
93.63 |
93.70 |
88.57 |
88.90 |
-5.21 |
1,223 |
6,238 |
+114 |
Mar12 |
110804 |
94.34 |
94.34 |
89.00 |
89.38 |
-5.18 |
1,283 |
16,189 |
-99 |
Apr12 |
110804 |
94.49 |
94.49 |
89.56 |
89.85 |
-5.15 |
465 |
4,731 |
-23 |
May12 |
110804 |
94.45 |
94.45 |
90.07 |
90.32 |
-5.11 |
502 |
3,323 |
+59 |
Jun12 |
110804 |
95.78 |
95.88 |
90.47 |
90.77 |
-5.07 |
2,618 |
29,679 |
-340 |
Jul12 |
110804 |
91.19 |
91.19 |
91.19 |
91.19 |
-5.03 |
357 |
4,771 |
-20 |
Aug12 |
110804 |
94.83 |
94.83 |
91.52 |
91.52 |
-4.99 |
20 |
1,356 |
+3 |
Sep12 |
110804 |
91.82 |
91.82 |
91.82 |
91.82 |
-4.95 |
73 |
5,092 |
+13 |
Oct12 |
110804 |
92.10 |
92.10 |
92.10 |
92.10 |
-4.91 |
0 |
1,176 |
+0 |
Nov12 |
110804 |
95.62 |
95.62 |
92.38 |
92.38 |
-4.87 |
0 |
2,549 |
+0 |
Dec12 |
110804 |
97.84 |
97.88 |
92.11 |
92.67 |
-4.83 |
6,204 |
46,515 |
-62 |
Total Volume and Open Interest |
157,292 |
455,602 |
+3,420 |
US Dollar Index(ICE) |
Sep11 |
110804 |
74.080 |
75.550 |
74.020 |
75.360 |
+1.160 |
30,435 |
59,809 |
+19 |
Dec11 |
110804 |
74.550 |
75.900 |
74.550 |
75.765 |
+1.145 |
83 |
719 |
+19 |
Mar12 |
110804 |
76.225 |
76.225 |
76.225 |
76.225 |
+1.145 |
0 |
1 |
+0 |
Total Volume and Open Interest |
30,518 |
60,529 |
+38 |
Australian Dollar(CME) |
Sep11 |
110804 |
107.08 |
107.20 |
103.98 |
104.38 |
-2.36 |
137,244 |
133,062 |
+1,201 |
Dec11 |
110804 |
105.96 |
106.00 |
103.00 |
103.25 |
-2.36 |
309 |
852 |
+244 |
Mar12 |
110804 |
102.25 |
104.56 |
102.25 |
102.25 |
-2.31 |
0 |
2 |
+0 |
Total Volume and Open Interest |
137,566 |
133,930 |
+1,452 |
British Pound(CME) |
Sep11 |
110804 |
164.31 |
164.35 |
162.35 |
162.77 |
-1.36 |
86,809 |
102,906 |
+4,290 |
Dec11 |
110804 |
163.90 |
163.97 |
162.33 |
162.60 |
-1.37 |
22 |
258 |
+2 |
Mar12 |
110804 |
162.44 |
163.82 |
162.44 |
162.44 |
-1.38 |
0 |
2 |
+0 |
Total Volume and Open Interest |
86,831 |
103,172 |
+4,292 |
Canadian Dollar(CME) |
Sep11 |
110804 |
103.91 |
104.02 |
101.77 |
102.04 |
-1.73 |
91,029 |
127,922 |
+1,290 |
Dec11 |
110804 |
103.78 |
103.78 |
101.65 |
101.86 |
-1.71 |
145 |
4,098 |
-3 |
Mar12 |
110804 |
103.10 |
103.10 |
101.50 |
101.67 |
-1.69 |
51 |
672 |
+35 |
Jun12 |
110804 |
102.26 |
102.26 |
101.49 |
101.49 |
-1.66 |
22 |
314 |
+22 |
Total Volume and Open Interest |
91,248 |
133,150 |
+1,345 |
Japanese Yen(CME) |
Sep11 |
110804 |
129.85 |
130.11 |
124.67 |
126.56 |
-3.55 |
113,149 |
147,591 |
+4,561 |
Dec11 |
110804 |
130.03 |
130.25 |
124.84 |
126.68 |
-3.57 |
396 |
1,232 |
+200 |
Mar12 |
110804 |
126.84 |
130.44 |
126.84 |
126.84 |
-3.60 |
0 |
45 |
+0 |
Total Volume and Open Interest |
113,545 |
148,888 |
+4,761 |
Swiss Franc(CME) |
Sep11 |
110804 |
130.08 |
131.21 |
128.29 |
130.33 |
+0.07 |
64,075 |
56,143 |
+2,800 |
Dec11 |
110804 |
129.74 |
131.30 |
128.55 |
130.53 |
+0.05 |
269 |
760 |
+56 |
Mar12 |
110804 |
130.75 |
130.75 |
130.72 |
130.75 |
+0.03 |
0 |
5 |
+0 |
Total Volume and Open Interest |
64,344 |
56,911 |
+2,856 |
EuroFX(CME) |
Sep11 |
110804 |
143.46 |
143.55 |
140.70 |
141.21 |
-1.77 |
371,534 |
187,571 |
+3,295 |
Dec11 |
110804 |
143.16 |
143.16 |
140.57 |
140.94 |
-1.75 |
278 |
1,931 |
+54 |
Mar12 |
110804 |
141.54 |
142.38 |
140.39 |
140.72 |
-1.66 |
20 |
384 |
+13 |
Total Volume and Open Interest |
371,832 |
190,722 |
+3,362 |
Mexican Peso(CME) |
Aug11 |
110804 |
834.8 |
845.8 |
834.8 |
834.8 |
-11.0 |
|
|
|
Sep11 |
110804 |
842.0 |
843.8 |
820.5 |
830.5 |
-11.0 |
28,871 |
129,905 |
-2,848 |
Total Volume and Open Interest |
28,871 |
130,240 |
-2,848 |
Brazilian Real(CME) |
Sep11 |
110804 |
631.95 |
638.70 |
626.20 |
627.75 |
-10.75 |
20 |
8,163 |
+10 |
Oct11 |
110804 |
624.40 |
634.65 |
624.40 |
624.40 |
-10.25 |
|
|
|
Nov11 |
110804 |
621.00 |
630.85 |
621.00 |
621.00 |
-9.85 |
|
|
|
Dec11 |
110804 |
617.65 |
627.00 |
617.65 |
617.65 |
-9.35 |
0 |
138 |
+0 |
Total Volume and Open Interest |
20 |
20,722 |
+10 |
30-Year T-Bonds(CBOT) |
Sep11 |
110804 |
131~000 |
134~080 |
130~180 |
133~160 |
+2~070 |
447,274 |
645,102 |
-3,951 |
Dec11 |
110804 |
129~160 |
132~240 |
129~110 |
132~050 |
+2~080 |
5,116 |
5,827 |
+1,884 |
Mar12 |
110804 |
130~230 |
130~230 |
128~150 |
130~230 |
+2~080 |
2 |
11 |
+2 |
Total Volume and Open Interest |
452,392 |
650,940 |
-2,065 |
10-Year T-Notes(CBOT) |
Sep11 |
110804 |
126~270 |
128~125 |
126~205 |
128~000 |
+0~305 |
1,547,645 |
1,846,050 |
+6,287 |
Dec11 |
110804 |
125~215 |
127~070 |
125~170 |
126~270 |
+1~000 |
4,118 |
17,578 |
+178 |
Mar12 |
110804 |
125~270 |
125~270 |
124~270 |
125~270 |
+1~000 |
|
|
|
Total Volume and Open Interest |
1,551,763 |
1,863,628 |
+6,465 |
5-Year T-Notes(CBOT) |
Sep11 |
110804 |
121~114 |
122~090 |
121~099 |
122~062 |
+0~064 |
841,719 |
1,460,629 |
+33,333 |
Dec11 |
110804 |
121~014 |
121~047 |
120~109 |
121~047 |
+0~066 |
2,673 |
1,867 |
+1,389 |
Mar12 |
110804 |
120~071 |
120~071 |
120~005 |
120~071 |
+0~066 |
|
|
|
Total Volume and Open Interest |
844,392 |
1,462,496 |
+34,722 |
2 Year T-Notes(CBOT) |
Sep11 |
110804 |
110~002 |
110~022 |
109~126 |
110~015 |
+0~012 |
306,644 |
1,038,512 |
+17,801 |
Dec11 |
110804 |
109~122 |
110~000 |
109~115 |
110~000 |
+0~013 |
1,162 |
2,369 |
+457 |
Mar12 |
110804 |
109~066 |
109~066 |
109~053 |
109~066 |
+0~013 |
|
|
|
Total Volume and Open Interest |
307,806 |
1,040,881 |
+18,258 |
Eurodollars(CME) |
Sep11 |
110804 |
99.620 |
99.670 |
99.615 |
99.665 |
+0.055 |
399,585 |
1,196,265 |
+956 |
Dec11 |
110804 |
99.495 |
99.580 |
99.495 |
99.570 |
+0.075 |
348,905 |
1,154,974 |
+13,092 |
Mar12 |
110804 |
99.460 |
99.560 |
99.460 |
99.535 |
+0.065 |
274,023 |
1,349,169 |
+9,286 |
Jun12 |
110804 |
99.440 |
99.535 |
99.430 |
99.505 |
+0.055 |
254,548 |
1,415,936 |
+20,737 |
Sep12 |
110804 |
99.400 |
99.490 |
99.385 |
99.460 |
+0.045 |
314,433 |
1,012,255 |
-27,008 |
Dec12 |
110804 |
99.310 |
99.410 |
99.290 |
99.375 |
+0.045 |
265,013 |
758,620 |
-4,380 |
Mar13 |
110804 |
99.215 |
99.315 |
99.190 |
99.285 |
+0.050 |
237,830 |
755,928 |
+6,083 |
Jun13 |
110804 |
99.090 |
99.200 |
99.050 |
99.170 |
+0.060 |
195,217 |
553,385 |
-1,981 |
Sep13 |
110804 |
98.915 |
99.060 |
98.885 |
99.015 |
+0.065 |
155,412 |
511,073 |
-1,531 |
Dec13 |
110804 |
98.705 |
98.875 |
98.675 |
98.815 |
+0.075 |
134,178 |
357,839 |
-1,066 |
Mar14 |
110804 |
98.490 |
98.680 |
98.460 |
98.610 |
+0.085 |
102,764 |
265,676 |
-3,468 |
Jun14 |
110804 |
98.250 |
98.455 |
98.225 |
98.390 |
+0.100 |
83,042 |
217,634 |
+2,607 |
Sep14 |
110804 |
98.010 |
98.235 |
97.985 |
98.165 |
+0.115 |
47,639 |
131,477 |
+3,750 |
Dec14 |
110804 |
97.765 |
97.990 |
97.725 |
97.925 |
+0.130 |
41,985 |
132,910 |
+2,719 |
Mar15 |
110804 |
97.530 |
97.760 |
97.490 |
97.700 |
+0.145 |
47,789 |
102,273 |
-3,649 |
Jun15 |
110804 |
5.550 |
5.785 |
5.505 |
5.725 |
+0.155 |
31,933 |
82,373 |
+194 |
Sep15 |
110804 |
5.315 |
5.570 |
5.280 |
5.510 |
+0.165 |
13,832 |
57,762 |
-2,183 |
Dec15 |
110804 |
5.090 |
5.355 |
5.055 |
5.295 |
+0.170 |
16,075 |
52,567 |
-1,745 |
Total Volume and Open Interest |
|
|
|
30 Day Federal Funds(CBOT) |
Aug11 |
110804 |
99.897 |
99.920 |
99.897 |
99.918 |
+0.020 |
22,644 |
94,733 |
-3,101 |
Sep11 |
110804 |
99.895 |
99.930 |
99.895 |
99.920 |
+0.025 |
14,299 |
67,365 |
-892 |
Oct11 |
110804 |
99.885 |
99.920 |
99.885 |
99.910 |
+0.025 |
12,151 |
52,453 |
-82 |
Nov11 |
110804 |
99.875 |
99.920 |
99.875 |
99.905 |
+0.030 |
9,126 |
50,429 |
-396 |
Dec11 |
110804 |
99.870 |
99.915 |
99.865 |
99.900 |
+0.035 |
7,842 |
64,834 |
-1,356 |
Jan12 |
110804 |
99.850 |
99.910 |
99.850 |
99.895 |
+0.045 |
7,841 |
52,483 |
-203 |
Total Volume and Open Interest |
132,097 |
858,944 |
-1,965 |
30 Day Fed Funds(e-CBOT) |
3-Mth Euro-Yen(CME) |
Sep11 |
110804 |
99.670 |
99.670 |
99.670 |
99.670 |
+0.005 |
0 |
51 |
+0 |
Dec11 |
110804 |
99.670 |
99.670 |
99.670 |
99.670 |
+0.005 |
51 |
126 |
+51 |
Mar12 |
110804 |
99.668 |
99.668 |
99.668 |
99.668 |
+0.005 |
40 |
80 |
+80 |
Jun12 |
110804 |
99.665 |
99.665 |
99.665 |
99.665 |
+0.005 |
|
|
|
Sep12 |
110804 |
99.595 |
99.595 |
99.595 |
99.595 |
+0.005 |
|
|
|
Dec12 |
110804 |
99.655 |
99.655 |
99.655 |
99.655 |
+0.005 |
|
|
|
Mar13 |
110804 |
99.655 |
99.655 |
99.655 |
99.655 |
+0.005 |
|
|
|
Jun13 |
110804 |
99.610 |
99.610 |
99.610 |
99.610 |
+0.005 |
|
|
|
Sep13 |
110804 |
99.470 |
99.470 |
99.470 |
99.470 |
+0.005 |
|
|
|
Dec13 |
110804 |
99.330 |
99.330 |
99.330 |
99.330 |
+0.005 |
|
|
|
Total Volume and Open Interest |
91 |
257 |
+131 |
3-Mth Euro-Yen(SGX) |
Sep11 |
110804 |
99.67 |
99.67 |
99.67 |
99.67 |
+0.00 |
200 |
1,374 |
+198 |
Dec11 |
110804 |
99.67 |
99.67 |
99.67 |
99.67 |
+0.00 |
0 |
1,478 |
+0 |
Mar12 |
110804 |
99.67 |
99.67 |
99.67 |
99.67 |
+0.01 |
0 |
1,823 |
+0 |
Jun12 |
110804 |
99.67 |
99.67 |
99.67 |
99.67 |
+0.00 |
2 |
1,376 |
+2 |
Sep12 |
110804 |
99.60 |
99.60 |
99.60 |
99.60 |
+0.01 |
0 |
411 |
+0 |
Dec12 |
110804 |
99.65 |
99.65 |
99.65 |
99.65 |
+0.00 |
1 |
27 |
+1 |
Mar13 |
110804 |
99.65 |
99.65 |
99.65 |
99.65 |
+0.00 |
0 |
1 |
+0 |
Jun13 |
110804 |
99.61 |
99.61 |
99.61 |
99.61 |
+0.00 |
|
|
|
Total Volume and Open Interest |
203 |
6,490 |
+201 |
Japanese Gov't Bonds(SGX) |
Sep11 |
110804 |
142.15 |
142.48 |
142.11 |
142.11 |
-0.06 |
3,348 |
24,818 |
+627 |
Dec11 |
110804 |
141.73 |
141.73 |
141.70 |
141.70 |
-0.06 |
0 |
2 |
+0 |
Mar12 |
110804 |
139.61 |
139.61 |
139.61 |
139.61 |
-0.06 |
|
|
|
Total Volume and Open Interest |
3,348 |
24,820 |
+627 |
Euro-Bund(EUREX) |
Sep11 |
110804 |
131.55 |
133.28 |
131.27 |
132.79 |
+0.98 |
1,059,792 |
994,198 |
+4,605 |
Dec11 |
110804 |
130.16 |
131.87 |
130.00 |
131.40 |
+0.98 |
638 |
1,671 |
+357 |
Mar12 |
110804 |
131.79 |
131.79 |
131.79 |
131.79 |
+1.00 |
201 |
1 |
+1 |
Total Volume and Open Interest |
1,060,631 |
995,870 |
+4,963 |
Euro-Bobl(EUREX) |
Sep11 |
110804 |
120.14 |
121.22 |
119.87 |
120.92 |
+0.67 |
688,872 |
761,845 |
+19,015 |
Dec11 |
110804 |
119.00 |
120.21 |
119.00 |
119.97 |
+0.68 |
4 |
700 |
+4 |
Mar12 |
110804 |
119.92 |
119.92 |
119.92 |
119.92 |
+0.64 |
|
|
|
Total Volume and Open Interest |
688,876 |
762,545 |
+19,019 |
3-Mth Euribor(EUREX) |
Sep11 |
110804 |
98.400 |
98.490 |
98.400 |
98.490 |
+0.080 |
15 |
2,151 |
-2 |
Dec11 |
110804 |
98.425 |
98.580 |
98.425 |
98.580 |
+0.155 |
7 |
1,551 |
+0 |
Mar12 |
110804 |
98.435 |
98.625 |
98.435 |
98.625 |
+0.195 |
0 |
2,474 |
+0 |
Total Volume and Open Interest |
422 |
10,089 |
+140 |
Long Gilt(LIFFE) |
Sep11 |
110804 |
125~26 |
126~31 |
125~24 |
126~28 |
+0~18 |
163,162 |
363,562 |
+7,083 |
Dec11 |
110804 |
125~18 |
125~18 |
125~18 |
125~18 |
+0~19 |
0 |
1 |
+0 |
Total Volume and Open Interest |
163,162 |
363,563 |
+7,083 |
3-Mth Short Sterling(LIFFE) |
Sep11 |
110804 |
99.12 |
99.15 |
99.12 |
99.14 |
+0.02 |
58,404 |
414,191 |
-8,332 |
Dec11 |
110804 |
99.09 |
99.14 |
99.08 |
99.12 |
+0.03 |
61,973 |
520,891 |
+2,302 |
Mar12 |
110804 |
99.06 |
99.12 |
99.06 |
99.11 |
+0.04 |
46,962 |
458,127 |
+425 |
Jun12 |
110804 |
99.02 |
99.09 |
99.01 |
99.08 |
+0.05 |
44,739 |
304,258 |
-11,124 |
Sep12 |
110804 |
98.95 |
99.03 |
98.95 |
99.02 |
+0.05 |
55,314 |
306,148 |
+2,192 |
Dec12 |
110804 |
98.85 |
98.94 |
98.83 |
98.92 |
+0.05 |
65,733 |
290,827 |
-3,565 |
Total Volume and Open Interest |
455,141 |
2,745,770 |
-15,639 |
3-Mth Euribor(LIFFE) |
Sep11 |
110804 |
98.410 |
98.555 |
98.385 |
98.505 |
+0.095 |
133,332 |
720,446 |
+4,867 |
Dec11 |
110804 |
98.420 |
98.645 |
98.375 |
98.585 |
+0.160 |
225,199 |
621,202 |
+18,921 |
Mar12 |
110804 |
98.425 |
98.700 |
98.375 |
98.630 |
+0.200 |
210,066 |
510,897 |
+3,251 |
Total Volume and Open Interest |
1,277,965 |
3,709,321 |
+82,568 |
3-Mth Aus T-Bills(SFE) |
Sep11 |
110804 |
95.24 |
95.30 |
95.16 |
95.17 |
-0.09 |
75,780 |
257,544 |
+32,481 |
Dec11 |
110804 |
95.51 |
95.61 |
95.42 |
95.46 |
-0.06 |
106,793 |
270,204 |
+30,370 |
Mar12 |
110804 |
95.65 |
95.77 |
95.56 |
95.58 |
-0.08 |
70,519 |
163,362 |
+9,165 |
Jun12 |
110804 |
95.67 |
95.80 |
95.59 |
95.60 |
-0.09 |
20,893 |
87,531 |
+3,678 |
Sep12 |
110804 |
95.66 |
95.78 |
95.57 |
95.58 |
-0.10 |
10,843 |
57,721 |
+551 |
Dec12 |
110804 |
95.62 |
95.72 |
95.54 |
95.54 |
-0.10 |
3,817 |
35,449 |
+449 |
Mar13 |
110804 |
95.58 |
95.58 |
95.50 |
95.50 |
-0.11 |
1,957 |
36,132 |
+1,295 |
Jun13 |
110804 |
95.52 |
95.52 |
95.43 |
95.44 |
-0.12 |
2,637 |
15,679 |
+1,908 |
Sep13 |
110804 |
95.46 |
95.48 |
95.37 |
95.37 |
-0.13 |
155 |
3,037 |
+102 |
Dec13 |
110804 |
95.37 |
95.37 |
95.29 |
95.29 |
-0.13 |
28 |
1,602 |
-18 |
Total Volume and Open Interest |
293,422 |
928,404 |
+79,981 |
10-Year Aus T-Bonds(SFE) |
Sep11 |
110804 |
95.36 |
95.38 |
95.27 |
95.27 |
-0.10 |
110,375 |
443,063 |
+33,470 |
Dec11 |
110804 |
95.27 |
95.27 |
95.27 |
95.27 |
-0.10 |
|
|
|
Total Volume and Open Interest |
110,375 |
443,063 |
+33,470 |
3-Year Aus T-Bonds(SFE) |
Sep11 |
110804 |
95.97 |
96.04 |
95.84 |
95.86 |
-0.12 |
526,843 |
964,128 |
+180,856 |
Dec11 |
110804 |
95.86 |
95.86 |
95.86 |
95.86 |
-0.12 |
|
|
|
Total Volume and Open Interest |
526,843 |
964,128 |
+180,856 |
Gold(CMX) |
Aug11 |
110804 |
1660.5 |
1681.7 |
1640.0 |
1656.2 |
-7.2 |
2,440 |
5,681 |
-638 |
Oct11 |
110804 |
1661.3 |
1683.5 |
1641.1 |
1657.5 |
-7.4 |
11,835 |
26,151 |
+37 |
Dec11 |
110804 |
1662.9 |
1684.9 |
1642.2 |
1659.0 |
-7.3 |
173,572 |
385,002 |
+5,730 |
Feb12 |
110804 |
1665.8 |
1685.5 |
1645.0 |
1660.5 |
-7.4 |
6,853 |
12,753 |
+528 |
Apr12 |
110804 |
1669.5 |
1687.5 |
1648.7 |
1662.0 |
-7.5 |
383 |
6,303 |
+21 |
Jun12 |
110804 |
1689.3 |
1689.3 |
1650.0 |
1663.7 |
-7.6 |
690 |
15,051 |
+234 |
Aug12 |
110804 |
1679.3 |
1688.0 |
1650.0 |
1665.6 |
-7.6 |
11 |
5,521 |
-4 |
Oct12 |
110804 |
1674.7 |
1674.7 |
1658.0 |
1667.5 |
-7.8 |
5 |
4,161 |
+4 |
Dec12 |
110804 |
1677.2 |
1696.0 |
1655.0 |
1669.8 |
-8.0 |
343 |
12,181 |
+128 |
Feb13 |
110804 |
1676.0 |
1676.0 |
1664.0 |
1671.8 |
-8.0 |
3 |
1,558 |
+0 |
Apr13 |
110804 |
1678.0 |
1678.0 |
1670.9 |
1673.9 |
-8.4 |
0 |
226 |
+0 |
Jun13 |
110804 |
1692.0 |
1692.0 |
1660.0 |
1676.5 |
-8.7 |
41 |
11,474 |
+39 |
Total Volume and Open Interest |
201,456 |
529,403 |
+5,754 |
Silver(CMX) |
Sep11 |
110804 |
4175.5 |
4229.5 |
3847.0 |
3943.1 |
-232.7 |
45,261 |
58,468 |
-813 |
Dec11 |
110804 |
4168.0 |
4231.0 |
3850.0 |
3946.0 |
-232.7 |
2,379 |
32,452 |
+112 |
Mar12 |
110804 |
4190.0 |
4217.5 |
3857.0 |
3947.1 |
-232.5 |
651 |
5,592 |
-19 |
May12 |
110804 |
4179.0 |
4179.0 |
3877.0 |
3945.4 |
-232.2 |
18 |
1,721 |
+14 |
Jul12 |
110804 |
4174.0 |
4217.5 |
3900.5 |
3944.5 |
-232.4 |
31 |
1,853 |
-13 |
Sep12 |
110804 |
4165.0 |
4223.5 |
3913.0 |
3941.9 |
-232.4 |
25 |
291 |
+16 |
Dec12 |
110804 |
4159.0 |
4204.0 |
3863.5 |
3935.8 |
-232.4 |
60 |
8,345 |
+5 |
Total Volume and Open Interest |
48,569 |
120,385 |
-676 |
Platinum(NYMEX) |
Oct11 |
110804 |
1785.1 |
1795.4 |
1718.0 |
1729.4 |
-55.6 |
5,989 |
33,583 |
-504 |
Jan12 |
110804 |
1779.7 |
1779.7 |
1721.9 |
1732.7 |
-55.6 |
47 |
1,377 |
+24 |
Apr12 |
110804 |
1760.8 |
1761.0 |
1733.4 |
1735.5 |
-55.6 |
1 |
127 |
+1 |
Jul12 |
110804 |
1739.0 |
1739.0 |
1738.8 |
1738.8 |
-55.6 |
0 |
11 |
+0 |
Total Volume and Open Interest |
6,037 |
35,099 |
-482 |
Palladium(NYMEX) |
Sep11 |
110804 |
795.15 |
799.00 |
742.50 |
752.95 |
-42.15 |
2,456 |
22,978 |
-40 |
Dec11 |
110804 |
798.10 |
798.30 |
744.00 |
754.45 |
-42.15 |
65 |
2,037 |
+49 |
Mar12 |
110804 |
97.44 |
99.89 |
90.74 |
99.89 |
-42.45 |
5 |
71 |
+4 |
Total Volume and Open Interest |
2,526 |
25,086 |
+13 |
Copper(CMX) |
Sep11 |
110804 |
433.65 |
436.20 |
421.25 |
423.55 |
-9.05 |
35,085 |
83,600 |
-2,854 |
Dec11 |
110804 |
437.00 |
438.40 |
423.60 |
425.95 |
-9.00 |
6,829 |
45,548 |
+1,066 |
Mar12 |
110804 |
435.00 |
435.00 |
425.40 |
427.40 |
-8.95 |
1,378 |
15,835 |
+162 |
May12 |
110804 |
430.00 |
434.50 |
427.95 |
427.95 |
-8.85 |
76 |
2,571 |
+41 |
Jul12 |
110804 |
434.00 |
434.50 |
427.80 |
427.80 |
-8.75 |
206 |
1,061 |
+35 |
Total Volume and Open Interest |
44,251 |
156,089 |
-1,750 |
DJIA Index(CBOT) |
Sep11 |
110804 |
11817 |
11890 |
11320 |
11371 |
-447 |
594 |
17,659 |
+24 |
Dec11 |
110804 |
11302 |
11747 |
11302 |
11302 |
-445 |
5 |
91 |
+3 |
Mar12 |
110804 |
11233 |
11678 |
11233 |
11233 |
-445 |
|
|
|
Jun12 |
110804 |
11163 |
11608 |
11163 |
11163 |
-445 |
|
|
|
Total Volume and Open Interest |
599 |
17,750 |
+27 |
Mini DJIA Index(CBOT) |
Sep11 |
110804 |
11816 |
11898 |
11311 |
11371 |
-447 |
156,865 |
109,835 |
+1,429 |
Dec11 |
110804 |
11776 |
11815 |
11243 |
11302 |
-445 |
194 |
444 |
+7 |
Mar12 |
110804 |
11659 |
11659 |
11233 |
11233 |
-445 |
3 |
12 |
+1 |
Jun12 |
110804 |
11163 |
11163 |
11163 |
11163 |
-445 |
|
|
|
Total Volume and Open Interest |
157,062 |
110,291 |
+1,437 |
S & P 500(CME) |
Sep11 |
110804 |
1254.10 |
1264.00 |
1193.50 |
1198.70 |
-55.80 |
31,700 |
282,189 |
+2,573 |
Dec11 |
110804 |
1232.20 |
1233.50 |
1188.90 |
1193.00 |
-55.90 |
42 |
11,133 |
+26 |
Mar12 |
110804 |
1187.40 |
1188.40 |
1183.40 |
1187.40 |
-56.00 |
0 |
10 |
+0 |
Jun12 |
110804 |
1212.00 |
1212.00 |
1178.40 |
1182.20 |
-56.20 |
28 |
18 |
+13 |
Total Volume and Open Interest |
31,770 |
293,350 |
+2,612 |
S & P 500 E-Mini(Globex) |
Sep11 |
110804 |
1254.25 |
1264.25 |
1193.25 |
1198.75 |
-55.75 |
3,293,753 |
2,786,136 |
+68,434 |
Dec11 |
110804 |
1248.50 |
1258.00 |
1188.00 |
1193.00 |
-56.00 |
1,893 |
24,952 |
+560 |
Total Volume and Open Interest |
3,295,704 |
2,811,337 |
+69,029 |
NASDAQ 100(CME) |
Sep11 |
110804 |
2305.00 |
2319.00 |
2195.00 |
2209.50 |
-93.00 |
1,738 |
17,973 |
-546 |
Dec11 |
110804 |
2250.00 |
2250.00 |
2195.00 |
2204.00 |
-93.00 |
0 |
10 |
+0 |
Mar12 |
110804 |
2200.80 |
2203.80 |
2200.80 |
2200.80 |
-93.00 |
|
|
|
Total Volume and Open Interest |
1,738 |
17,983 |
-546 |
NASDAQ 100 E-Mini(Globex) |
Sep11 |
110804 |
2303.80 |
2319.50 |
2195.00 |
2209.50 |
-93.00 |
340,611 |
348,753 |
-320 |
Dec11 |
110804 |
2310.00 |
2312.80 |
2192.00 |
2204.00 |
-93.00 |
420 |
5,053 |
-5 |
Total Volume and Open Interest |
341,031 |
353,814 |
-325 |
S & P Midcap 400(CME) |
Sep11 |
110804 |
858.10 |
858.10 |
858.10 |
858.10 |
-50.20 |
0 |
2,905 |
+0 |
Dec11 |
110804 |
855.90 |
855.90 |
855.90 |
855.90 |
-50.20 |
|
|
|
Mar12 |
110804 |
854.20 |
854.20 |
854.20 |
854.20 |
-50.20 |
|
|
|
Total Volume and Open Interest |
0 |
2,905 |
+0 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Sep11 |
110804 |
9670 |
9780 |
9290 |
9295 |
-370 |
11,516 |
35,986 |
-768 |
Dec11 |
110804 |
9700 |
9705 |
9265 |
9265 |
-370 |
0 |
2 |
-3 |
Total Volume and Open Interest |
11,516 |
35,988 |
-771 |
Nikkei 225(SGX) |
Sep11 |
110804 |
9625 |
9770 |
9515 |
9665 |
+35 |
125,850 |
193,144 |
+2,497 |
Dec11 |
110804 |
9610 |
9690 |
9585 |
9610 |
+40 |
114 |
8,316 |
+10 |
Mar12 |
110804 |
9605 |
9605 |
9605 |
9605 |
+40 |
0 |
10 |
+0 |
Total Volume and Open Interest |
126,027 |
214,305 |
+2,484 |
CAC 40(EURONEXT) |
Aug11 |
110804 |
3486.5 |
3510.5 |
3244.0 |
3317.5 |
-139.0 |
197,319 |
336,637 |
-10,150 |
Sep11 |
110804 |
3486.5 |
3507.0 |
3242.0 |
3314.5 |
-139.0 |
15,954 |
50,543 |
+12,257 |
Oct11 |
110804 |
3315.0 |
3315.0 |
3315.0 |
3315.0 |
-138.0 |
0 |
5 |
+0 |
Total Volume and Open Interest |
213,273 |
387,217 |
+2,107 |
Hang Seng Index(HKFE) |
Aug11 |
110804 |
22000 |
22029 |
21645 |
21705 |
-234 |
75,859 |
91,037 |
+945 |
Sep11 |
110804 |
21900 |
21935 |
21560 |
21615 |
-235 |
969 |
5,379 |
+19 |
Total Volume and Open Interest |
77,039 |
100,445 |
+956 |
DAX(EUREX) |
Sep11 |
110804 |
6700.0 |
6750.5 |
6257.5 |
6417.0 |
-228.0 |
224,559 |
156,800 |
+1,970 |
Dec11 |
110804 |
6734.0 |
6774.5 |
6288.5 |
6439.5 |
-231.0 |
837 |
8,691 |
-142 |
Mar12 |
110804 |
6802.5 |
6802.5 |
6330.5 |
6464.5 |
-234.0 |
257 |
385 |
-12 |
Total Volume and Open Interest |
225,653 |
165,876 |
+1,816 |
FT-SE 100(EURONEXT) |
Sep11 |
110804 |
5603.00 |
5618.50 |
5256.00 |
5388.00 |
-181.50 |
145,201 |
626,671 |
+5,370 |
Dec11 |
110804 |
5581.00 |
5581.00 |
5350.00 |
5363.00 |
-181.50 |
35 |
827 |
+7 |
Mar12 |
110804 |
5326.50 |
5326.50 |
5326.50 |
5326.50 |
-181.50 |
0 |
163 |
+0 |
Total Volume and Open Interest |
145,236 |
627,777 |
+5,377 |
SPI 200(SFE) |
Sep11 |
110804 |
4291.0 |
4322.0 |
4229.0 |
4242.0 |
-44.0 |
50,725 |
224,039 |
+12,978 |
Dec11 |
110804 |
4300.0 |
4322.0 |
4247.0 |
4258.0 |
-45.0 |
230 |
5,106 |
+37 |
Mar12 |
110804 |
4242.0 |
4242.0 |
4242.0 |
4242.0 |
-43.0 |
60 |
1,598 |
+0 |
Total Volume and Open Interest |
51,591 |
234,060 |
+13,438 |
GSCI(CME) |
Aug11 |
110804 |
8.14 |
8.14 |
644.00 |
644.00 |
+628.36 |
260 |
9,147 |
-34 |
Sep11 |
110804 |
645.25 |
17.09 |
645.25 |
645.25 |
+628.21 |
104 |
24 |
+22 |
Oct11 |
110804 |
646.75 |
646.75 |
646.75 |
646.75 |
+628.61 |
|
|
|
Total Volume and Open Interest |
364 |
9,171 |
-12 |
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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