|
MRCI's End of Day Prices |
Daily Futures Price Listing Wed August 17, 2011 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Sep11 |
110817 |
1340.50 |
1361.00 |
1337.75 |
1356.75 |
+16.75 |
13,434 |
39,077 |
-981 |
Nov11 |
110817 |
1350.00 |
1371.00 |
1346.75 |
1366.75 |
+17.25 |
71,430 |
292,761 |
-2,155 |
Jan12 |
110817 |
1360.50 |
1381.75 |
1357.75 |
1377.75 |
+17.50 |
10,841 |
61,034 |
+348 |
Mar12 |
110817 |
1368.00 |
1389.00 |
1366.00 |
1383.25 |
+16.50 |
3,369 |
30,315 |
-97 |
May12 |
110817 |
1368.00 |
1388.00 |
1366.50 |
1383.50 |
+15.50 |
2,063 |
37,285 |
+47 |
Jul12 |
110817 |
1375.00 |
1390.00 |
1370.75 |
1386.00 |
+15.25 |
849 |
19,422 |
+185 |
Aug12 |
110817 |
1374.00 |
1374.00 |
1357.75 |
1374.00 |
+16.25 |
14 |
238 |
+0 |
Sep12 |
110817 |
1351.00 |
1351.00 |
1336.25 |
1351.00 |
+14.75 |
11 |
176 |
+0 |
Nov12 |
110817 |
1318.50 |
1337.00 |
1316.50 |
1334.25 |
+15.75 |
1,001 |
20,128 |
+127 |
Jan13 |
110817 |
1339.25 |
1339.25 |
1323.50 |
1339.25 |
+15.75 |
0 |
5,123 |
+0 |
Mar13 |
110817 |
1340.75 |
1340.75 |
1325.00 |
1340.75 |
+15.75 |
0 |
106 |
+0 |
May13 |
110817 |
1340.50 |
1340.50 |
1324.75 |
1340.50 |
+15.75 |
0 |
20 |
+0 |
Jul13 |
110817 |
1335.00 |
1345.50 |
1331.00 |
1345.50 |
+14.50 |
7 |
154 |
+4 |
Aug13 |
110817 |
1333.50 |
1333.50 |
1317.75 |
1333.50 |
+15.75 |
|
|
|
Total Volume and Open Interest |
103,023 |
506,885 |
-2,520 |
Soybean Meal(CBOT) |
Sep11 |
110817 |
350.90 |
355.00 |
349.70 |
354.00 |
+2.70 |
13,164 |
28,454 |
-1,611 |
Oct11 |
110817 |
353.40 |
357.20 |
352.20 |
356.90 |
+3.20 |
4,125 |
23,266 |
+197 |
Dec11 |
110817 |
357.00 |
361.50 |
355.80 |
361.10 |
+3.70 |
27,480 |
79,726 |
+2,073 |
Jan12 |
110817 |
358.70 |
363.20 |
358.70 |
363.00 |
+3.50 |
675 |
8,689 |
-99 |
Mar12 |
110817 |
362.30 |
365.80 |
362.30 |
365.80 |
+3.50 |
529 |
7,060 |
+58 |
May12 |
110817 |
363.40 |
367.00 |
363.40 |
366.40 |
+3.30 |
796 |
9,699 |
+280 |
Jul12 |
110817 |
364.00 |
367.40 |
364.00 |
367.10 |
+3.30 |
396 |
4,047 |
+101 |
Aug12 |
110817 |
364.80 |
365.00 |
363.00 |
363.80 |
+3.30 |
8 |
574 |
+2 |
Sep12 |
110817 |
359.30 |
359.70 |
357.00 |
357.00 |
+3.30 |
18 |
748 |
+16 |
Oct12 |
110817 |
348.50 |
348.50 |
346.20 |
346.20 |
+3.30 |
7 |
900 |
+3 |
Total Volume and Open Interest |
47,248 |
165,344 |
+1,032 |
Soybean Oil(CBOT) |
Sep11 |
110817 |
55.10 |
55.94 |
54.95 |
55.65 |
+0.65 |
14,458 |
40,588 |
-1,132 |
Oct11 |
110817 |
55.51 |
56.08 |
55.15 |
55.86 |
+0.66 |
6,399 |
30,394 |
+912 |
Dec11 |
110817 |
55.70 |
56.48 |
55.47 |
56.24 |
+0.70 |
35,512 |
137,307 |
+171 |
Jan12 |
110817 |
55.83 |
56.68 |
55.78 |
56.54 |
+0.72 |
4,243 |
30,127 |
-632 |
Mar12 |
110817 |
56.06 |
56.99 |
56.03 |
56.83 |
+0.77 |
1,031 |
17,750 |
+309 |
May12 |
110817 |
56.73 |
57.09 |
56.25 |
56.99 |
+0.74 |
1,144 |
11,095 |
+471 |
Jul12 |
110817 |
57.19 |
57.31 |
56.91 |
57.15 |
+0.69 |
1,064 |
6,838 |
+517 |
Aug12 |
110817 |
57.18 |
57.18 |
56.50 |
57.18 |
+0.68 |
2 |
515 |
+4 |
Sep12 |
110817 |
57.21 |
57.21 |
56.55 |
57.21 |
+0.66 |
2 |
398 |
+2 |
Oct12 |
110817 |
57.22 |
57.23 |
56.58 |
57.23 |
+0.65 |
0 |
371 |
+1 |
Total Volume and Open Interest |
63,890 |
277,896 |
+633 |
Canola(WCE) |
Nov11 |
110817 |
553.7 |
559.9 |
553.5 |
557.6 |
+3.6 |
6,109 |
112,320 |
+443 |
Jan12 |
110817 |
563.8 |
568.4 |
563.1 |
566.0 |
+3.6 |
289 |
27,847 |
-87 |
Mar12 |
110817 |
571.5 |
576.1 |
571.5 |
573.8 |
+4.2 |
443 |
11,117 |
+35 |
May12 |
110817 |
577.9 |
582.0 |
577.4 |
580.0 |
+4.6 |
53 |
8,250 |
+0 |
Jul12 |
110817 |
581.8 |
584.7 |
581.3 |
584.7 |
+5.0 |
16 |
3,920 |
+5 |
Total Volume and Open Interest |
6,914 |
165,254 |
+400 |
Corn(CBOT) |
Sep11 |
110817 |
713.00 |
720.50 |
708.25 |
711.50 |
-2.50 |
66,021 |
165,666 |
-8,436 |
Dec11 |
110817 |
726.25 |
733.50 |
722.00 |
725.50 |
-2.00 |
163,948 |
676,528 |
+4,591 |
Mar12 |
110817 |
739.00 |
746.25 |
735.00 |
738.50 |
-1.75 |
31,981 |
169,818 |
+367 |
May12 |
110817 |
744.25 |
750.25 |
739.75 |
742.75 |
-2.25 |
4,924 |
36,065 |
+777 |
Jul12 |
110817 |
745.50 |
752.25 |
741.75 |
744.75 |
-2.75 |
6,101 |
73,309 |
+672 |
Sep12 |
110817 |
692.75 |
698.50 |
689.75 |
695.50 |
-1.00 |
844 |
13,185 |
+228 |
Dec12 |
110817 |
648.00 |
653.75 |
647.75 |
650.50 |
+0.25 |
3,672 |
81,339 |
+636 |
Mar13 |
110817 |
657.25 |
660.25 |
657.25 |
658.75 |
unch |
41 |
17,745 |
+10 |
May13 |
110817 |
662.25 |
665.50 |
662.25 |
663.25 |
-0.50 |
5 |
496 |
+0 |
Jul13 |
110817 |
666.25 |
670.00 |
666.25 |
667.75 |
-1.00 |
15 |
786 |
+1 |
Total Volume and Open Interest |
277,785 |
1,245,188 |
-1,126 |
Wheat(CBOT) |
Sep11 |
110817 |
724.75 |
739.25 |
722.75 |
727.50 |
+2.75 |
34,726 |
66,049 |
-4,880 |
Dec11 |
110817 |
753.00 |
767.75 |
750.50 |
758.00 |
+6.00 |
39,953 |
204,992 |
+4,422 |
Mar12 |
110817 |
781.25 |
795.00 |
779.50 |
787.75 |
+6.50 |
8,654 |
68,835 |
+762 |
May12 |
110817 |
795.75 |
808.00 |
795.25 |
801.50 |
+5.75 |
1,117 |
13,623 |
+176 |
Jul12 |
110817 |
797.00 |
808.75 |
797.00 |
803.50 |
+5.75 |
2,339 |
53,237 |
+217 |
Sep12 |
110817 |
815.75 |
821.50 |
811.75 |
817.50 |
+5.75 |
74 |
2,713 |
-1 |
Total Volume and Open Interest |
88,012 |
434,710 |
+1,044 |
Wheat(KCBT) |
Sep11 |
110817 |
815.00 |
830.25 |
815.00 |
823.25 |
+5.75 |
7,393 |
48,902 |
-1,313 |
Dec11 |
110817 |
839.25 |
854.25 |
839.00 |
847.00 |
+5.25 |
10,452 |
70,271 |
-275 |
Mar12 |
110817 |
851.50 |
865.25 |
851.50 |
858.25 |
+5.00 |
2,732 |
26,656 |
+89 |
May12 |
110817 |
864.25 |
869.25 |
861.25 |
861.25 |
+5.00 |
236 |
3,920 |
+33 |
Jul12 |
110817 |
846.50 |
857.75 |
845.00 |
851.25 |
+5.25 |
641 |
18,500 |
-53 |
Sep12 |
110817 |
860.50 |
867.75 |
858.50 |
861.25 |
+5.25 |
26 |
1,488 |
+1 |
Total Volume and Open Interest |
21,519 |
171,471 |
-1,531 |
Wheat(MGE) |
Sep11 |
110817 |
896.00 |
923.25 |
893.75 |
916.75 |
+20.50 |
3,358 |
10,814 |
-1,004 |
Dec11 |
110817 |
893.00 |
913.50 |
893.00 |
904.75 |
+11.25 |
3,569 |
20,661 |
-165 |
Mar12 |
110817 |
899.75 |
915.00 |
899.75 |
906.00 |
+9.50 |
1,224 |
7,029 |
+68 |
May12 |
110817 |
896.75 |
916.00 |
896.75 |
906.25 |
+9.00 |
760 |
3,211 |
-89 |
Jul12 |
110817 |
895.00 |
912.75 |
895.00 |
905.25 |
+9.75 |
750 |
4,458 |
-45 |
Total Volume and Open Interest |
9,848 |
49,705 |
-1,287 |
Oats(CBOT) |
Sep11 |
110817 |
348.25 |
351.75 |
348.00 |
348.00 |
unch |
201 |
1,767 |
-67 |
Dec11 |
110817 |
359.50 |
363.00 |
358.00 |
359.00 |
-0.50 |
418 |
10,209 |
+131 |
Mar12 |
110817 |
373.25 |
373.75 |
370.00 |
370.00 |
-0.50 |
6 |
1,042 |
+4 |
May12 |
110817 |
379.00 |
379.00 |
377.00 |
377.00 |
-0.50 |
0 |
30 |
+0 |
Total Volume and Open Interest |
625 |
13,078 |
+68 |
Rough Rice(CBOT) |
Sep11 |
110817 |
17.01 |
17.28 |
16.99 |
17.17 |
+0.11 |
698 |
6,823 |
-292 |
Nov11 |
110817 |
17.36 |
17.61 |
17.32 |
17.49 |
+0.11 |
738 |
9,137 |
+366 |
Jan12 |
110817 |
17.65 |
17.85 |
17.65 |
17.78 |
+0.10 |
77 |
1,335 |
+41 |
Mar12 |
110817 |
18.05 |
18.12 |
17.94 |
18.05 |
+0.10 |
0 |
846 |
+0 |
Total Volume and Open Interest |
1,513 |
18,303 |
+115 |
Live Cattle(CME) |
Aug11 |
110817 |
117.580 |
118.080 |
115.500 |
115.850 |
-2.050 |
2,143 |
9,400 |
-1,153 |
Oct11 |
110817 |
119.980 |
120.580 |
117.250 |
117.400 |
-2.780 |
15,520 |
134,876 |
-124 |
Dec11 |
110817 |
120.900 |
121.580 |
118.700 |
119.135 |
-2.045 |
9,265 |
89,861 |
+396 |
Feb12 |
110817 |
123.385 |
123.785 |
121.250 |
121.830 |
-1.720 |
5,072 |
40,436 |
+1,138 |
Apr12 |
110817 |
126.700 |
126.980 |
124.700 |
124.900 |
-1.900 |
1,653 |
25,034 |
+509 |
Jun12 |
110817 |
123.785 |
124.250 |
122.100 |
122.480 |
-1.770 |
771 |
10,124 |
-1 |
Total Volume and Open Interest |
34,581 |
311,777 |
+829 |
Feeder Cattle(CME) |
Aug11 |
110817 |
135.630 |
135.650 |
133.900 |
134.500 |
-1.075 |
469 |
4,545 |
-196 |
Sep11 |
110817 |
137.285 |
137.285 |
135.150 |
135.435 |
-1.945 |
919 |
6,913 |
+37 |
Oct11 |
110817 |
138.500 |
138.500 |
135.900 |
136.350 |
-2.475 |
1,509 |
12,768 |
+176 |
Nov11 |
110817 |
139.185 |
139.350 |
136.900 |
137.550 |
-2.100 |
336 |
5,081 |
+126 |
Jan12 |
110817 |
139.400 |
139.750 |
137.050 |
137.450 |
-2.300 |
174 |
3,187 |
+64 |
Mar12 |
110817 |
138.950 |
139.250 |
136.650 |
136.800 |
-2.850 |
36 |
925 |
+26 |
Apr12 |
110817 |
139.235 |
139.235 |
137.500 |
138.550 |
-1.150 |
1 |
229 |
+1 |
Total Volume and Open Interest |
3,448 |
33,829 |
+234 |
Lean Hogs(CME) |
Oct11 |
110817 |
89.180 |
89.200 |
87.300 |
87.400 |
-2.000 |
14,276 |
90,508 |
-515 |
Dec11 |
110817 |
85.250 |
85.480 |
83.950 |
84.230 |
-1.450 |
7,044 |
73,194 |
+70 |
Feb12 |
110817 |
87.450 |
88.035 |
86.580 |
87.000 |
-1.050 |
2,755 |
36,884 |
+637 |
Apr12 |
110817 |
89.850 |
90.200 |
88.885 |
89.100 |
-1.080 |
930 |
24,136 |
+135 |
May12 |
110817 |
93.680 |
94.000 |
93.250 |
94.000 |
-0.800 |
0 |
976 |
+0 |
Jun12 |
110817 |
96.250 |
96.635 |
95.330 |
95.730 |
-0.770 |
424 |
12,251 |
+48 |
Jul12 |
110817 |
94.900 |
95.135 |
94.150 |
94.550 |
-0.400 |
51 |
3,683 |
-9 |
Aug12 |
110817 |
93.580 |
93.700 |
92.635 |
93.100 |
-0.400 |
21 |
2,302 |
+9 |
Total Volume and Open Interest |
25,504 |
244,872 |
+375 |
Class III Milk(CME) |
Aug11 |
110817 |
21.50 |
21.57 |
21.43 |
21.50 |
-0.07 |
87 |
6,620 |
-6 |
Sep11 |
110817 |
19.55 |
19.64 |
18.89 |
18.89 |
-0.75 |
437 |
6,462 |
-74 |
Oct11 |
110817 |
18.45 |
18.45 |
17.90 |
17.99 |
-0.45 |
278 |
5,053 |
+9 |
Nov11 |
110817 |
18.02 |
18.08 |
17.80 |
17.85 |
-0.23 |
99 |
4,381 |
+1 |
Dec11 |
110817 |
17.65 |
17.68 |
17.58 |
17.62 |
-0.06 |
58 |
3,828 |
+6 |
Total Volume and Open Interest |
1,309 |
35,752 |
+212 |
Cocoa(ICE) |
Sep11 |
110817 |
2960 |
3036 |
2950 |
3017 |
+56 |
7,296 |
5,525 |
-2,638 |
Dec11 |
110817 |
2999 |
3057 |
2975 |
3039 |
+50 |
14,314 |
73,575 |
+1,533 |
Mar12 |
110817 |
3029 |
3100 |
3021 |
3086 |
+51 |
1,127 |
44,631 |
+201 |
May12 |
110817 |
3037 |
3109 |
3032 |
3097 |
+51 |
573 |
14,656 |
+373 |
Jul12 |
110817 |
3050 |
3119 |
3050 |
3110 |
+48 |
352 |
6,242 |
+52 |
Sep12 |
110817 |
3077 |
3127 |
3077 |
3121 |
+48 |
197 |
9,696 |
+127 |
Dec12 |
110817 |
3133 |
3133 |
3133 |
3133 |
+46 |
45 |
5,069 |
+4 |
Total Volume and Open Interest |
23,904 |
163,718 |
-348 |
Coffee "C"(ICE) |
Sep11 |
110817 |
251.15 |
263.60 |
250.65 |
263.20 |
+11.65 |
7,626 |
14,566 |
-2,440 |
Dec11 |
110817 |
254.20 |
267.30 |
254.10 |
266.80 |
+11.80 |
14,317 |
63,021 |
+2,748 |
Mar12 |
110817 |
257.30 |
269.30 |
257.30 |
269.00 |
+11.80 |
1,685 |
15,687 |
-93 |
May12 |
110817 |
258.40 |
270.00 |
258.40 |
269.60 |
+11.20 |
284 |
7,956 |
+37 |
Jul12 |
110817 |
256.95 |
268.40 |
256.95 |
268.05 |
+11.00 |
81 |
2,659 |
+13 |
Sep12 |
110817 |
254.50 |
266.20 |
254.50 |
266.20 |
+10.45 |
52 |
1,881 |
+24 |
Total Volume and Open Interest |
24,101 |
107,446 |
+322 |
Orange Juice(ICE) |
Sep11 |
110817 |
173.15 |
179.30 |
173.15 |
178.70 |
+5.50 |
1,457 |
6,900 |
-612 |
Nov11 |
110817 |
163.90 |
166.70 |
163.75 |
164.40 |
+1.70 |
1,180 |
14,106 |
+518 |
Jan12 |
110817 |
164.00 |
164.10 |
162.50 |
163.15 |
+0.95 |
148 |
3,262 |
+30 |
Mar12 |
110817 |
163.50 |
163.90 |
163.50 |
163.90 |
+1.00 |
41 |
1,341 |
-21 |
May12 |
110817 |
163.80 |
163.80 |
163.80 |
163.80 |
+1.00 |
0 |
369 |
+0 |
Jul12 |
110817 |
164.30 |
164.30 |
164.30 |
164.30 |
+0.60 |
0 |
153 |
+0 |
Total Volume and Open Interest |
2,826 |
26,142 |
-85 |
Sugar #11(ICE) |
Oct11 |
110817 |
28.19 |
29.53 |
28.02 |
29.49 |
+1.45 |
32,877 |
258,214 |
+157 |
Mar12 |
110817 |
27.20 |
28.75 |
27.18 |
28.69 |
+1.49 |
13,827 |
149,666 |
+707 |
May12 |
110817 |
26.12 |
27.36 |
25.99 |
27.30 |
+1.30 |
4,917 |
44,404 |
-313 |
Jul12 |
110817 |
25.23 |
26.17 |
25.02 |
26.13 |
+1.08 |
3,625 |
62,545 |
+23 |
Oct12 |
110817 |
24.41 |
25.28 |
24.35 |
25.26 |
+0.92 |
1,551 |
29,255 |
+127 |
Total Volume and Open Interest |
58,236 |
586,551 |
+1,083 |
London Cocoa(LCE) |
Sep11 |
110817 |
1880 |
1901 |
1872 |
1895 |
+15 |
2,855 |
54,719 |
-1,206 |
Dec11 |
110817 |
1897 |
1918 |
1887 |
1909 |
+13 |
6,612 |
62,121 |
+237 |
Mar12 |
110817 |
1913 |
1934 |
1904 |
1927 |
+16 |
2,218 |
42,729 |
+178 |
May12 |
110817 |
1921 |
1942 |
1916 |
1938 |
+17 |
1,176 |
14,555 |
+491 |
Jul12 |
110817 |
1928 |
1949 |
1928 |
1947 |
+18 |
703 |
7,684 |
+336 |
Sep12 |
110817 |
1935 |
1955 |
1935 |
1955 |
+19 |
126 |
5,072 |
+17 |
Dec12 |
110817 |
1956 |
1960 |
1956 |
1960 |
+20 |
11 |
8,622 |
+0 |
Total Volume and Open Interest |
13,701 |
196,408 |
+53 |
London Sugar(LCE) |
Oct11 |
110817 |
747.40 |
772.20 |
742.70 |
771.20 |
+22.90 |
1,644 |
20,944 |
-114 |
Dec11 |
110817 |
704.30 |
727.80 |
699.40 |
727.30 |
+23.00 |
453 |
7,337 |
+87 |
Mar12 |
110817 |
690.70 |
713.50 |
690.20 |
713.50 |
+21.50 |
314 |
10,612 |
+121 |
May12 |
110817 |
676.80 |
694.60 |
676.70 |
694.30 |
+18.90 |
70 |
3,119 |
-14 |
Aug12 |
110817 |
657.90 |
673.70 |
655.40 |
672.00 |
+14.10 |
42 |
2,130 |
+10 |
Total Volume and Open Interest |
2,528 |
45,836 |
+90 |
Cotton(ICE) |
Oct11 |
110817 |
103.89 |
108.62 |
103.89 |
108.43 |
+3.81 |
31 |
479 |
-9 |
Dec11 |
110817 |
103.85 |
107.85 |
102.88 |
107.82 |
+3.97 |
5,296 |
92,437 |
-701 |
Mar12 |
110817 |
100.51 |
104.59 |
99.23 |
104.51 |
+3.92 |
959 |
29,951 |
+243 |
May12 |
110817 |
98.46 |
103.48 |
98.26 |
102.88 |
+3.40 |
153 |
6,334 |
+8 |
Jul12 |
110817 |
97.25 |
101.48 |
97.25 |
100.95 |
+2.77 |
85 |
7,911 |
+3 |
Oct12 |
110817 |
101.22 |
101.22 |
101.22 |
101.22 |
+2.66 |
1 |
3 |
+0 |
Total Volume and Open Interest |
6,535 |
141,177 |
-450 |
Lumber(CME) |
Sep11 |
110817 |
228.0 |
229.8 |
226.7 |
227.5 |
-2.0 |
655 |
3,022 |
-315 |
Nov11 |
110817 |
232.0 |
234.8 |
231.6 |
231.6 |
+1.0 |
568 |
5,359 |
+124 |
Jan12 |
110817 |
256.0 |
256.3 |
253.5 |
254.2 |
+0.7 |
67 |
1,060 |
+9 |
Mar12 |
110817 |
266.7 |
267.0 |
266.0 |
266.7 |
+0.7 |
3 |
149 |
+1 |
Total Volume and Open Interest |
1,293 |
9,592 |
-181 |
Crude Oil(NYM) |
Sep11 |
110817 |
87.10 |
89.00 |
86.65 |
87.58 |
+0.93 |
375,339 |
130,701 |
-39,519 |
Oct11 |
110817 |
87.47 |
89.19 |
86.85 |
87.73 |
+0.88 |
152,593 |
275,622 |
+22,406 |
Nov11 |
110817 |
87.56 |
89.47 |
87.19 |
88.05 |
+0.87 |
44,016 |
147,646 |
+2,655 |
Dec11 |
110817 |
87.93 |
89.81 |
87.58 |
88.42 |
+0.86 |
69,963 |
203,581 |
+1,320 |
Jan12 |
110817 |
88.40 |
90.10 |
88.02 |
88.76 |
+0.84 |
12,717 |
74,698 |
+1,063 |
Feb12 |
110817 |
89.01 |
90.50 |
88.88 |
89.10 |
+0.82 |
9,161 |
25,682 |
+1,162 |
Mar12 |
110817 |
88.90 |
90.84 |
88.90 |
89.47 |
+0.81 |
7,877 |
38,905 |
+758 |
Apr12 |
110817 |
89.73 |
91.11 |
89.54 |
89.85 |
+0.81 |
6,818 |
24,539 |
-433 |
May12 |
110817 |
90.26 |
91.24 |
90.23 |
90.24 |
+0.80 |
8,479 |
24,411 |
+1,406 |
Jun12 |
110817 |
90.51 |
92.00 |
90.42 |
90.61 |
+0.80 |
15,343 |
79,920 |
-878 |
Jul12 |
110817 |
91.75 |
91.75 |
90.96 |
90.96 |
+0.79 |
2,554 |
32,019 |
+330 |
Aug12 |
110817 |
91.22 |
91.22 |
91.22 |
91.22 |
+0.78 |
925 |
15,514 |
-355 |
Sep12 |
110817 |
92.58 |
92.58 |
91.43 |
91.43 |
+0.77 |
1,308 |
18,183 |
+316 |
Oct12 |
110817 |
91.63 |
91.63 |
91.63 |
91.63 |
+0.76 |
380 |
13,998 |
+25 |
Nov12 |
110817 |
91.84 |
91.84 |
91.84 |
91.84 |
+0.74 |
362 |
19,742 |
+38 |
Dec12 |
110817 |
91.79 |
93.38 |
91.74 |
92.07 |
+0.73 |
20,307 |
147,486 |
+596 |
Total Volume and Open Interest |
742,508 |
1,553,021 |
-9,813 |
e-miNY Crude Oil(NYM) |
Aug11 |
110719 |
96.125 |
98.650 |
95.925 |
97.500 |
+1.575 |
4,263 |
3,030 |
-417 |
Sep11 |
110817 |
87.125 |
89.000 |
86.650 |
87.575 |
+0.925 |
10,354 |
3,970 |
+36 |
Oct11 |
110817 |
87.325 |
89.200 |
86.875 |
87.725 |
+0.875 |
1,447 |
1,273 |
+190 |
Nov11 |
110817 |
87.175 |
89.200 |
87.175 |
88.050 |
+0.875 |
132 |
388 |
-1 |
Dec11 |
110817 |
88.100 |
89.750 |
88.100 |
88.425 |
+0.875 |
53 |
424 |
-1 |
Jan12 |
110817 |
88.750 |
88.750 |
88.750 |
88.750 |
+0.825 |
0 |
6 |
+0 |
Feb12 |
110817 |
89.100 |
89.100 |
89.100 |
89.100 |
+0.825 |
1 |
8 |
+1 |
Mar12 |
110817 |
89.475 |
89.475 |
89.475 |
89.475 |
+0.825 |
1 |
12 |
-1 |
Apr12 |
110817 |
89.850 |
89.850 |
89.850 |
89.850 |
+0.800 |
0 |
8 |
+0 |
May12 |
110817 |
90.250 |
90.250 |
90.250 |
90.250 |
+0.800 |
0 |
3 |
+0 |
Total Volume and Open Interest |
12,028 |
6,335 |
+259 |
Heating Oil(NYM) |
Sep11 |
110817 |
294.57 |
300.00 |
293.50 |
296.16 |
+2.90 |
42,510 |
61,109 |
-2,803 |
Oct11 |
110817 |
295.15 |
300.71 |
294.45 |
297.06 |
+2.85 |
20,803 |
59,800 |
+2,385 |
Nov11 |
110817 |
295.50 |
301.58 |
295.50 |
298.12 |
+2.84 |
11,717 |
39,472 |
+1,752 |
Dec11 |
110817 |
297.17 |
302.36 |
297.17 |
299.08 |
+2.81 |
16,096 |
48,454 |
-2,180 |
Jan12 |
110817 |
300.00 |
303.12 |
300.00 |
300.10 |
+2.81 |
6,547 |
28,744 |
+1,222 |
Feb12 |
110817 |
302.35 |
302.48 |
300.02 |
300.03 |
+2.81 |
2,386 |
11,896 |
-705 |
Mar12 |
110817 |
298.09 |
301.90 |
298.09 |
299.06 |
+2.80 |
1,221 |
8,516 |
+300 |
Apr12 |
110817 |
299.23 |
299.65 |
297.00 |
297.12 |
+2.80 |
454 |
4,721 |
+139 |
May12 |
110817 |
295.80 |
295.80 |
295.23 |
295.23 |
+2.80 |
650 |
4,996 |
+397 |
Jun12 |
110817 |
296.59 |
297.02 |
294.38 |
294.38 |
+2.79 |
1,508 |
27,219 |
+30 |
Jul12 |
110817 |
295.20 |
295.20 |
295.20 |
295.20 |
+2.74 |
65 |
2,292 |
+31 |
Aug12 |
110817 |
296.36 |
296.36 |
296.36 |
296.36 |
+2.70 |
127 |
1,029 |
-6 |
Total Volume and Open Interest |
104,709 |
311,693 |
+989 |
Gasoline(NYMEX) |
Sep11 |
110817 |
287.34 |
292.68 |
285.89 |
287.03 |
+1.65 |
36,319 |
58,232 |
-89 |
Oct11 |
110817 |
271.17 |
277.17 |
270.55 |
274.02 |
+3.86 |
26,293 |
63,869 |
+2,642 |
Nov11 |
110817 |
270.30 |
273.16 |
270.01 |
270.69 |
+4.09 |
10,391 |
32,121 |
-907 |
Dec11 |
110817 |
265.18 |
271.65 |
265.18 |
269.15 |
+4.11 |
9,510 |
37,656 |
+1,020 |
Jan12 |
110817 |
269.38 |
271.39 |
268.72 |
269.37 |
+4.07 |
1,879 |
16,227 |
+468 |
Feb12 |
110817 |
268.76 |
272.44 |
268.76 |
270.51 |
+4.00 |
767 |
6,162 |
-72 |
Mar12 |
110817 |
270.25 |
273.75 |
270.25 |
272.00 |
+3.91 |
557 |
9,392 |
+117 |
Apr12 |
110817 |
284.00 |
284.00 |
283.20 |
283.56 |
+3.71 |
103 |
5,818 |
-33 |
May12 |
110817 |
283.20 |
283.59 |
283.20 |
283.59 |
+3.72 |
71 |
2,669 |
+44 |
Jun12 |
110817 |
283.70 |
284.03 |
282.99 |
282.99 |
+3.74 |
781 |
9,246 |
+315 |
Total Volume and Open Interest |
86,841 |
256,851 |
+3,352 |
e-miNY RBOB Gasoline(NYM) |
Sep11 |
110817 |
287.00 |
287.03 |
287.00 |
287.00 |
+1.60 |
1 |
1 |
+0 |
Oct11 |
110817 |
274.00 |
274.02 |
274.00 |
274.00 |
+3.80 |
0 |
1 |
+0 |
Nov11 |
110817 |
270.70 |
270.70 |
270.69 |
270.70 |
+4.10 |
|
|
|
Dec11 |
110817 |
269.20 |
269.20 |
269.15 |
269.20 |
+4.20 |
|
|
|
Total Volume and Open Interest |
1 |
4 |
+0 |
Natural Gas(NYM) |
Sep11 |
110817 |
3.932 |
3.982 |
3.892 |
3.933 |
+0.001 |
148,770 |
105,045 |
-12,592 |
Oct11 |
110817 |
3.963 |
3.989 |
3.900 |
3.943 |
+0.001 |
96,820 |
170,331 |
+13,160 |
Nov11 |
110817 |
4.094 |
4.129 |
4.045 |
4.084 |
-0.006 |
44,298 |
182,906 |
-2,801 |
Dec11 |
110817 |
4.323 |
4.350 |
4.275 |
4.313 |
-0.009 |
24,619 |
78,308 |
+2,618 |
Jan12 |
110817 |
4.425 |
4.454 |
4.376 |
4.417 |
-0.008 |
27,408 |
134,099 |
+1,785 |
Feb12 |
110817 |
4.400 |
4.453 |
4.386 |
4.417 |
-0.009 |
10,877 |
32,272 |
+2,182 |
Mar12 |
110817 |
4.366 |
4.421 |
4.359 |
4.389 |
-0.011 |
12,377 |
46,922 |
-1,334 |
Apr12 |
110817 |
4.366 |
4.395 |
4.331 |
4.360 |
-0.011 |
13,000 |
62,927 |
+1,870 |
May12 |
110817 |
4.375 |
4.420 |
4.358 |
4.388 |
-0.012 |
1,015 |
14,360 |
+241 |
Jun12 |
110817 |
4.435 |
4.460 |
4.398 |
4.425 |
-0.013 |
1,644 |
12,648 |
+60 |
Jul12 |
110817 |
4.450 |
4.495 |
4.444 |
4.468 |
-0.013 |
812 |
10,954 |
+222 |
Aug12 |
110817 |
4.473 |
4.510 |
4.470 |
4.493 |
-0.013 |
794 |
9,845 |
+93 |
Sep12 |
110817 |
4.493 |
4.527 |
4.475 |
4.499 |
-0.013 |
908 |
7,585 |
+209 |
Oct12 |
110817 |
4.513 |
4.560 |
4.506 |
4.529 |
-0.014 |
2,112 |
37,625 |
-181 |
Nov12 |
110817 |
4.685 |
4.725 |
4.683 |
4.697 |
-0.016 |
345 |
6,845 |
+53 |
Dec12 |
110817 |
4.952 |
4.970 |
4.935 |
4.944 |
-0.016 |
245 |
12,249 |
+144 |
Total Volume and Open Interest |
387,437 |
1,000,246 |
+6,016 |
Brent Crude Oil(ICE) |
Oct11 |
110817 |
109.58 |
111.74 |
109.09 |
110.60 |
+1.47 |
183,771 |
153,591 |
-3,510 |
Nov11 |
110817 |
109.00 |
111.44 |
108.86 |
110.33 |
+1.42 |
62,555 |
121,198 |
-1,480 |
Dec11 |
110817 |
108.80 |
111.21 |
108.66 |
110.11 |
+1.37 |
57,130 |
120,099 |
+1,535 |
Jan12 |
110817 |
108.61 |
110.91 |
108.61 |
109.91 |
+1.32 |
10,297 |
31,579 |
+1,531 |
Feb12 |
110817 |
108.42 |
110.68 |
108.42 |
109.71 |
+1.29 |
4,681 |
17,039 |
+126 |
Mar12 |
110817 |
108.24 |
110.46 |
108.02 |
109.52 |
+1.27 |
4,024 |
41,779 |
+701 |
Apr12 |
110817 |
108.10 |
110.28 |
107.86 |
109.37 |
+1.25 |
1,399 |
13,149 |
-30 |
May12 |
110817 |
107.96 |
110.12 |
107.96 |
109.24 |
+1.24 |
1,256 |
12,954 |
+130 |
Jun12 |
110817 |
107.80 |
110.01 |
107.55 |
109.08 |
+1.23 |
7,051 |
48,040 |
-1,029 |
Jul12 |
110817 |
108.95 |
108.95 |
108.95 |
108.95 |
+1.21 |
1,102 |
10,429 |
-95 |
Aug12 |
110817 |
108.80 |
108.80 |
108.80 |
108.80 |
+1.18 |
1,144 |
7,431 |
+462 |
Sep12 |
110817 |
108.60 |
108.60 |
108.60 |
108.60 |
+1.16 |
670 |
9,209 |
+546 |
Oct12 |
110817 |
108.36 |
108.36 |
108.36 |
108.36 |
+1.13 |
233 |
4,764 |
+72 |
Nov12 |
110817 |
108.11 |
108.11 |
108.11 |
108.11 |
+1.10 |
844 |
6,308 |
+569 |
Total Volume and Open Interest |
361,683 |
761,371 |
-26,122 |
Gas Oil(ICE) |
Sep11 |
110817 |
926.50 |
944.75 |
923.00 |
936.50 |
+9.00 |
64,398 |
128,303 |
-1,777 |
Oct11 |
110817 |
922.00 |
941.00 |
921.50 |
933.25 |
+8.75 |
55,197 |
101,870 |
+5,960 |
Nov11 |
110817 |
922.00 |
937.75 |
921.00 |
930.25 |
+8.25 |
19,536 |
50,966 |
+8 |
Dec11 |
110817 |
920.25 |
935.75 |
917.50 |
928.75 |
+8.25 |
27,920 |
66,180 |
+3,078 |
Jan12 |
110817 |
922.00 |
935.25 |
918.00 |
929.00 |
+8.00 |
9,769 |
40,991 |
+1,950 |
Feb12 |
110817 |
920.25 |
933.50 |
917.75 |
928.50 |
+7.50 |
3,094 |
21,086 |
+586 |
Mar12 |
110817 |
919.25 |
932.50 |
916.50 |
927.50 |
+7.25 |
2,894 |
17,426 |
+78 |
Apr12 |
110817 |
918.00 |
931.25 |
915.25 |
926.25 |
+7.25 |
1,664 |
11,508 |
+323 |
May12 |
110817 |
917.00 |
928.75 |
914.25 |
925.25 |
+7.00 |
3,363 |
11,599 |
+1,574 |
Jun12 |
110817 |
917.00 |
931.00 |
914.25 |
925.25 |
+7.00 |
7,951 |
38,074 |
-884 |
Total Volume and Open Interest |
202,737 |
564,919 |
+11,533 |
Ethanol(CBOT) |
Aug11 |
110803 |
2.836 |
2.836 |
2.800 |
2.800 |
-0.042 |
58 |
178 |
-18 |
Sep11 |
110817 |
2.795 |
2.822 |
2.795 |
2.805 |
+0.008 |
130 |
1,043 |
-24 |
Oct11 |
110817 |
2.731 |
2.750 |
2.719 |
2.728 |
+0.011 |
68 |
1,357 |
+8 |
Nov11 |
110817 |
2.682 |
2.686 |
2.675 |
2.675 |
+0.014 |
97 |
1,156 |
-37 |
Dec11 |
110817 |
2.645 |
2.645 |
2.636 |
2.639 |
+0.013 |
117 |
1,366 |
-26 |
Jan12 |
110817 |
2.575 |
2.585 |
2.569 |
2.577 |
+0.018 |
90 |
776 |
-29 |
Feb12 |
110817 |
2.572 |
2.580 |
2.571 |
2.577 |
+0.009 |
27 |
678 |
+11 |
Mar12 |
110817 |
2.575 |
2.580 |
2.574 |
2.575 |
+0.006 |
52 |
673 |
+39 |
Total Volume and Open Interest |
861 |
9,636 |
+95 |
WTI Crude Oil(ICE) |
Sep11 |
110817 |
86.83 |
88.97 |
86.65 |
87.58 |
+0.93 |
65,462 |
34,097 |
-4,421 |
Oct11 |
110817 |
87.33 |
89.16 |
86.86 |
87.73 |
+0.88 |
57,682 |
61,151 |
+2,303 |
Nov11 |
110817 |
87.18 |
89.44 |
87.18 |
88.05 |
+0.87 |
17,393 |
35,909 |
+1,966 |
Dec11 |
110817 |
87.58 |
89.82 |
87.58 |
88.42 |
+0.86 |
26,221 |
84,867 |
+2,145 |
Jan12 |
110817 |
88.54 |
90.15 |
88.30 |
88.76 |
+0.84 |
4,094 |
18,008 |
-28 |
Feb12 |
110817 |
88.65 |
90.46 |
88.65 |
89.10 |
+0.82 |
2,974 |
7,816 |
+304 |
Mar12 |
110817 |
89.48 |
90.83 |
89.18 |
89.47 |
+0.81 |
3,446 |
15,184 |
+488 |
Apr12 |
110817 |
89.93 |
91.20 |
89.63 |
89.85 |
+0.81 |
2,056 |
5,051 |
-3 |
May12 |
110817 |
90.31 |
91.56 |
90.14 |
90.24 |
+0.80 |
1,688 |
4,170 |
+405 |
Jun12 |
110817 |
90.60 |
91.93 |
90.44 |
90.61 |
+0.80 |
4,448 |
29,770 |
-268 |
Jul12 |
110817 |
90.96 |
90.96 |
90.96 |
90.96 |
+0.79 |
205 |
5,007 |
+32 |
Aug12 |
110817 |
91.22 |
91.22 |
91.22 |
91.22 |
+0.78 |
42 |
1,593 |
-20 |
Sep12 |
110817 |
91.43 |
91.43 |
91.43 |
91.43 |
+0.77 |
166 |
5,241 |
+24 |
Oct12 |
110817 |
91.63 |
91.63 |
91.63 |
91.63 |
+0.76 |
0 |
1,171 |
+0 |
Nov12 |
110817 |
91.84 |
91.84 |
91.84 |
91.84 |
+0.74 |
0 |
2,539 |
+0 |
Dec12 |
110817 |
91.51 |
93.34 |
91.46 |
92.07 |
+0.73 |
4,621 |
45,397 |
+223 |
Total Volume and Open Interest |
192,829 |
440,107 |
+4,050 |
US Dollar Index(ICE) |
Sep11 |
110817 |
74.145 |
74.310 |
73.515 |
73.757 |
-0.335 |
18,950 |
53,803 |
+917 |
Dec11 |
110817 |
74.500 |
74.500 |
73.905 |
74.137 |
-0.335 |
97 |
775 |
+45 |
Mar12 |
110817 |
74.850 |
74.850 |
74.558 |
74.558 |
-0.335 |
0 |
1 |
+0 |
Total Volume and Open Interest |
19,047 |
54,579 |
+962 |
Australian Dollar(CME) |
Sep11 |
110817 |
104.26 |
105.57 |
103.89 |
105.17 |
+0.98 |
112,288 |
102,183 |
+1,657 |
Dec11 |
110817 |
103.30 |
104.37 |
103.14 |
104.10 |
+0.96 |
119 |
923 |
+28 |
Mar12 |
110817 |
103.19 |
103.19 |
102.24 |
103.19 |
+0.95 |
0 |
5 |
+0 |
Total Volume and Open Interest |
112,407 |
103,162 |
+1,685 |
British Pound(CME) |
Sep11 |
110817 |
164.46 |
165.90 |
163.39 |
165.62 |
+1.11 |
87,695 |
100,161 |
+96 |
Dec11 |
110817 |
164.00 |
165.60 |
163.27 |
165.47 |
+1.12 |
69 |
387 |
-9 |
Mar12 |
110817 |
165.03 |
165.31 |
164.18 |
165.31 |
+1.13 |
4 |
8 |
+0 |
Total Volume and Open Interest |
87,768 |
100,562 |
+87 |
Canadian Dollar(CME) |
Sep11 |
110817 |
101.71 |
102.24 |
101.48 |
101.91 |
+0.26 |
78,135 |
93,996 |
-914 |
Dec11 |
110817 |
101.42 |
102.07 |
101.34 |
101.73 |
+0.27 |
151 |
7,056 |
+73 |
Mar12 |
110817 |
101.76 |
101.89 |
101.32 |
101.59 |
+0.27 |
3 |
1,852 |
+2 |
Jun12 |
110817 |
101.45 |
101.45 |
101.19 |
101.45 |
+0.26 |
14 |
404 |
+7 |
Total Volume and Open Interest |
78,303 |
103,509 |
-832 |
Japanese Yen(CME) |
Sep11 |
110817 |
130.21 |
130.92 |
130.21 |
130.79 |
+0.45 |
67,367 |
124,786 |
+2,742 |
Dec11 |
110817 |
130.42 |
131.06 |
130.42 |
130.93 |
+0.44 |
155 |
1,407 |
+34 |
Mar12 |
110817 |
130.53 |
131.14 |
130.53 |
131.14 |
+0.46 |
0 |
49 |
+0 |
Total Volume and Open Interest |
67,522 |
126,262 |
+2,776 |
Swiss Franc(CME) |
Sep11 |
110817 |
125.61 |
127.98 |
124.88 |
126.93 |
+0.78 |
36,658 |
47,380 |
-1,169 |
Dec11 |
110817 |
126.15 |
128.11 |
125.24 |
127.45 |
+1.02 |
202 |
1,094 |
+7 |
Mar12 |
110817 |
125.70 |
128.03 |
125.70 |
127.88 |
+1.15 |
1 |
13 |
+0 |
Total Volume and Open Interest |
36,861 |
48,498 |
-1,162 |
EuroFX(CME) |
Sep11 |
110817 |
143.94 |
145.12 |
143.19 |
144.46 |
+0.57 |
317,023 |
164,174 |
-5,759 |
Dec11 |
110817 |
143.79 |
144.90 |
143.08 |
144.28 |
+0.57 |
525 |
3,515 |
+110 |
Mar12 |
110817 |
144.56 |
144.56 |
143.55 |
144.12 |
+0.57 |
18 |
404 |
+4 |
Total Volume and Open Interest |
317,567 |
168,931 |
-5,646 |
Mexican Peso(CME) |
Sep11 |
110817 |
813.0 |
821.5 |
812.0 |
819.0 |
+6.0 |
24,816 |
109,538 |
+440 |
Oct11 |
110817 |
815.8 |
815.8 |
810.0 |
815.8 |
+5.8 |
|
|
|
Total Volume and Open Interest |
24,817 |
110,017 |
+441 |
Brazilian Real(CME) |
Sep11 |
110817 |
629.20 |
629.20 |
627.50 |
628.45 |
+3.35 |
85 |
7,284 |
+14 |
Oct11 |
110817 |
625.25 |
625.25 |
621.90 |
625.25 |
+3.35 |
|
|
|
Nov11 |
110817 |
622.10 |
622.10 |
618.75 |
622.10 |
+3.35 |
|
|
|
Dec11 |
110817 |
618.90 |
618.90 |
615.55 |
618.90 |
+3.35 |
0 |
206 |
+0 |
Total Volume and Open Interest |
85 |
22,900 |
+14 |
30-Year T-Bonds(CBOT) |
Sep11 |
110817 |
136~250 |
138~040 |
136~100 |
137~300 |
+0~280 |
329,113 |
628,347 |
-12,705 |
Dec11 |
110817 |
135~150 |
136~260 |
135~010 |
136~200 |
+0~290 |
2,768 |
13,707 |
+136 |
Mar12 |
110817 |
134~270 |
135~180 |
134~090 |
135~180 |
+1~090 |
0 |
47 |
+0 |
Total Volume and Open Interest |
331,881 |
642,101 |
-12,569 |
10-Year T-Notes(CBOT) |
Sep11 |
110817 |
130~010 |
130~135 |
129~250 |
130~115 |
+0~090 |
1,199,361 |
1,937,391 |
+28,069 |
Dec11 |
110817 |
129~010 |
129~140 |
128~270 |
129~125 |
+0~100 |
17,162 |
33,886 |
+5,556 |
Mar12 |
110817 |
128~125 |
128~125 |
128~025 |
128~125 |
+0~100 |
|
|
|
Total Volume and Open Interest |
1,216,523 |
1,971,277 |
+33,625 |
5-Year T-Notes(CBOT) |
Sep11 |
110817 |
123~048 |
123~069 |
123~036 |
123~062 |
+0~010 |
472,577 |
1,414,213 |
+8,216 |
Dec11 |
110817 |
122~049 |
122~071 |
122~041 |
122~065 |
+0~014 |
5,704 |
8,257 |
+2,233 |
Mar12 |
110817 |
121~089 |
121~089 |
121~075 |
121~089 |
+0~014 |
|
|
|
Total Volume and Open Interest |
478,281 |
1,422,470 |
+10,449 |
2 Year T-Notes(CBOT) |
Sep11 |
110817 |
110~039 |
110~040 |
110~035 |
110~037 |
-0~002 |
169,304 |
967,294 |
+5,480 |
Dec11 |
110817 |
110~036 |
110~036 |
110~032 |
110~033 |
-0~003 |
1,064 |
7,415 |
+589 |
Mar12 |
110817 |
110~044 |
110~044 |
109~099 |
109~099 |
-0~003 |
|
|
|
Total Volume and Open Interest |
170,368 |
974,709 |
+6,069 |
Eurodollars(CME) |
Sep11 |
110817 |
99.635 |
99.637 |
99.613 |
99.625 |
unch |
263,383 |
1,146,252 |
-44,277 |
Dec11 |
110817 |
99.535 |
99.535 |
99.495 |
99.520 |
unch |
217,463 |
1,019,993 |
+7,944 |
Mar12 |
110817 |
99.565 |
99.565 |
99.530 |
99.550 |
unch |
146,502 |
1,115,642 |
+2,188 |
Jun12 |
110817 |
99.590 |
99.595 |
99.565 |
99.575 |
-0.005 |
142,825 |
1,313,109 |
-12,431 |
Sep12 |
110817 |
99.585 |
99.590 |
99.565 |
99.575 |
-0.005 |
136,810 |
906,243 |
-1,875 |
Dec12 |
110817 |
99.550 |
99.550 |
99.530 |
99.540 |
-0.005 |
180,552 |
770,532 |
+2,993 |
Mar13 |
110817 |
99.525 |
99.525 |
99.510 |
99.520 |
unch |
152,260 |
748,527 |
-8,306 |
Jun13 |
110817 |
99.455 |
99.460 |
99.430 |
99.445 |
unch |
143,905 |
576,922 |
+11,558 |
Sep13 |
110817 |
99.330 |
99.340 |
99.305 |
99.325 |
unch |
109,778 |
503,367 |
-14,477 |
Dec13 |
110817 |
99.150 |
99.165 |
99.125 |
99.155 |
+0.010 |
124,961 |
443,168 |
+17,121 |
Mar14 |
110817 |
98.950 |
98.985 |
98.935 |
98.970 |
+0.020 |
64,265 |
285,122 |
+3,502 |
Jun14 |
110817 |
98.730 |
98.780 |
98.715 |
98.765 |
+0.035 |
69,726 |
281,819 |
+6,820 |
Sep14 |
110817 |
98.500 |
98.590 |
98.495 |
98.565 |
+0.055 |
41,093 |
142,409 |
+2,765 |
Dec14 |
110817 |
98.270 |
98.370 |
98.265 |
98.350 |
+0.070 |
38,789 |
121,082 |
-1,419 |
Mar15 |
110817 |
98.065 |
98.165 |
98.060 |
98.150 |
+0.080 |
27,279 |
113,985 |
+1,127 |
Jun15 |
110817 |
6.105 |
6.210 |
6.100 |
6.195 |
+0.080 |
33,004 |
114,679 |
+2,630 |
Sep15 |
110817 |
5.905 |
6.000 |
5.890 |
5.985 |
+0.080 |
16,432 |
66,026 |
+1,703 |
Dec15 |
110817 |
5.695 |
5.795 |
5.675 |
5.780 |
+0.085 |
17,258 |
53,890 |
+2,128 |
Total Volume and Open Interest |
1,963,582 |
9,930,485 |
-16,425 |
30 Day Federal Funds(CBOT) |
Aug11 |
110817 |
99.897 |
99.900 |
99.895 |
99.900 |
+0.005 |
3,760 |
86,743 |
+2,111 |
Sep11 |
110817 |
99.905 |
99.905 |
99.895 |
99.900 |
unch |
1,890 |
55,493 |
-361 |
Oct11 |
110817 |
99.905 |
99.905 |
99.900 |
99.905 |
unch |
2,352 |
55,236 |
-438 |
Nov11 |
110817 |
99.910 |
99.910 |
99.900 |
99.905 |
unch |
1,616 |
53,098 |
+244 |
Dec11 |
110817 |
99.915 |
99.915 |
99.910 |
99.915 |
unch |
1,023 |
62,576 |
-498 |
Jan12 |
110817 |
99.905 |
99.910 |
99.905 |
99.905 |
unch |
1,844 |
54,055 |
-148 |
Total Volume and Open Interest |
27,303 |
830,056 |
-566 |
30 Day Fed Funds(e-CBOT) |
3-Mth Euro-Yen(CME) |
Sep11 |
110817 |
99.673 |
99.673 |
99.673 |
99.673 |
-0.007 |
0 |
66 |
+0 |
Dec11 |
110817 |
99.688 |
99.688 |
99.688 |
99.688 |
+0.003 |
0 |
332 |
+0 |
Mar12 |
110817 |
99.695 |
99.695 |
99.695 |
99.695 |
+0.003 |
0 |
340 |
+0 |
Jun12 |
110817 |
99.692 |
99.692 |
99.692 |
99.692 |
+0.002 |
|
|
|
Sep12 |
110817 |
99.615 |
99.615 |
99.615 |
99.615 |
unch |
|
|
|
Dec12 |
110817 |
99.675 |
99.675 |
99.675 |
99.675 |
unch |
|
|
|
Mar13 |
110817 |
99.675 |
99.675 |
99.675 |
99.675 |
unch |
|
|
|
Jun13 |
110817 |
99.630 |
99.630 |
99.630 |
99.630 |
unch |
|
|
|
Sep13 |
110817 |
99.490 |
99.490 |
99.490 |
99.490 |
unch |
|
|
|
Dec13 |
110817 |
99.350 |
99.350 |
99.350 |
99.350 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
738 |
+0 |
3-Mth Euro-Yen(SGX) |
Sep11 |
110817 |
99.67 |
99.67 |
99.67 |
99.67 |
-0.01 |
0 |
1,283 |
+0 |
Dec11 |
110817 |
99.68 |
99.69 |
99.68 |
99.69 |
+0.00 |
0 |
1,478 |
+0 |
Mar12 |
110817 |
99.69 |
99.69 |
99.69 |
99.69 |
+0.00 |
0 |
2,083 |
+0 |
Jun12 |
110817 |
99.69 |
99.69 |
99.69 |
99.69 |
+0.00 |
0 |
1,376 |
+0 |
Sep12 |
110817 |
99.61 |
99.61 |
99.61 |
99.61 |
unch |
0 |
411 |
+0 |
Dec12 |
110817 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
0 |
49 |
+0 |
Mar13 |
110817 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
0 |
1 |
+0 |
Jun13 |
110817 |
99.63 |
99.63 |
99.63 |
99.63 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
6,683 |
+0 |
Japanese Gov't Bonds(SGX) |
Sep11 |
110817 |
142.35 |
142.54 |
142.25 |
142.36 |
+0.05 |
1,176 |
24,181 |
-104 |
Dec11 |
110817 |
142.15 |
142.15 |
141.99 |
141.99 |
+0.05 |
11 |
11 |
+3 |
Mar12 |
110817 |
139.90 |
139.90 |
139.90 |
139.90 |
+0.05 |
|
|
|
Total Volume and Open Interest |
1,187 |
24,192 |
-101 |
Euro-Bund(EUREX) |
Sep11 |
110817 |
133.53 |
134.37 |
133.36 |
133.92 |
+0.81 |
655,883 |
959,184 |
+29,204 |
Dec11 |
110817 |
131.90 |
132.70 |
131.85 |
132.34 |
+0.81 |
2,622 |
6,081 |
+359 |
Mar12 |
110817 |
132.92 |
132.92 |
132.92 |
132.92 |
+0.81 |
100 |
1 |
+0 |
Total Volume and Open Interest |
658,605 |
965,266 |
+29,563 |
Euro-Bobl(EUREX) |
Sep11 |
110817 |
121.64 |
121.97 |
121.45 |
121.73 |
+0.35 |
446,853 |
697,541 |
+14,629 |
Dec11 |
110817 |
120.48 |
120.66 |
120.41 |
120.66 |
+0.36 |
743 |
1,463 |
+584 |
Mar12 |
110817 |
120.73 |
120.73 |
120.73 |
120.73 |
+0.35 |
|
|
|
Total Volume and Open Interest |
447,596 |
699,004 |
+15,213 |
3-Mth Euribor(EUREX) |
Sep11 |
110817 |
98.540 |
98.550 |
98.540 |
98.545 |
+0.020 |
2 |
2,010 |
+1 |
Dec11 |
110817 |
98.745 |
98.745 |
98.720 |
98.735 |
+0.030 |
50 |
1,528 |
+50 |
Mar12 |
110817 |
98.830 |
98.845 |
98.830 |
98.845 |
+0.030 |
1 |
2,509 |
+1 |
Total Volume and Open Interest |
53 |
10,056 |
+52 |
Long Gilt(LIFFE) |
Sep11 |
110817 |
128~07 |
129~11 |
128~07 |
129~01 |
+0~31 |
93,129 |
352,277 |
-1,045 |
Dec11 |
110817 |
127~00 |
127~28 |
127~00 |
127~24 |
+0~31 |
8 |
220 |
-3 |
Total Volume and Open Interest |
93,137 |
352,497 |
-1,048 |
3-Mth Short Sterling(LIFFE) |
Sep11 |
110817 |
99.10 |
99.13 |
99.10 |
99.12 |
+0.01 |
54,565 |
398,449 |
+6,935 |
Dec11 |
110817 |
99.09 |
99.12 |
99.08 |
99.10 |
+0.01 |
74,963 |
464,099 |
-13,415 |
Mar12 |
110817 |
99.11 |
99.15 |
99.09 |
99.11 |
+0.01 |
72,046 |
367,868 |
-5,157 |
Jun12 |
110817 |
99.11 |
99.17 |
99.10 |
99.11 |
+0.01 |
43,405 |
243,093 |
-7,532 |
Sep12 |
110817 |
99.08 |
99.15 |
99.07 |
99.09 |
+0.02 |
46,013 |
272,602 |
+2,585 |
Dec12 |
110817 |
99.02 |
99.07 |
99.00 |
99.02 |
+0.03 |
49,789 |
241,593 |
-9,486 |
Total Volume and Open Interest |
429,531 |
2,445,436 |
-12,531 |
3-Mth Euribor(LIFFE) |
Sep11 |
110817 |
98.525 |
98.565 |
98.525 |
98.545 |
+0.020 |
134,909 |
637,275 |
-3,919 |
Dec11 |
110817 |
98.720 |
98.760 |
98.710 |
98.735 |
+0.030 |
129,489 |
602,826 |
-8,279 |
Mar12 |
110817 |
98.840 |
98.885 |
98.810 |
98.845 |
+0.030 |
122,863 |
478,940 |
+1,683 |
Total Volume and Open Interest |
872,218 |
3,436,007 |
-48,657 |
3-Mth Aus T-Bills(SFE) |
Sep11 |
110817 |
95.45 |
95.50 |
95.36 |
95.41 |
-0.04 |
23,125 |
242,396 |
-49,339 |
Dec11 |
110817 |
95.99 |
96.06 |
95.93 |
95.98 |
-0.03 |
39,707 |
265,426 |
-63,851 |
Mar12 |
110817 |
96.19 |
96.27 |
96.17 |
96.22 |
+0.01 |
14,498 |
167,971 |
-15,545 |
Jun12 |
110817 |
96.14 |
96.22 |
96.12 |
96.18 |
+0.03 |
11,590 |
97,468 |
+821 |
Sep12 |
110817 |
95.98 |
96.05 |
95.97 |
96.01 |
+0.03 |
5,419 |
62,993 |
-3,671 |
Dec12 |
110817 |
95.85 |
95.87 |
95.79 |
95.83 |
+0.03 |
2,469 |
36,206 |
-466 |
Mar13 |
110817 |
95.74 |
95.74 |
95.63 |
95.69 |
+0.03 |
1,572 |
38,276 |
-717 |
Jun13 |
110817 |
95.56 |
95.61 |
95.50 |
95.55 |
+0.03 |
932 |
18,250 |
+178 |
Sep13 |
110817 |
95.45 |
95.46 |
95.38 |
95.43 |
+0.04 |
132 |
3,261 |
+74 |
Dec13 |
110817 |
95.34 |
95.34 |
95.26 |
95.31 |
+0.02 |
31 |
1,691 |
+12 |
Total Volume and Open Interest |
99,475 |
934,082 |
-132,504 |
10-Year Aus T-Bonds(SFE) |
Sep11 |
110817 |
95.49 |
95.57 |
95.49 |
95.51 |
+0.01 |
51,999 |
546,411 |
+4,369 |
Dec11 |
110817 |
95.51 |
95.51 |
95.51 |
95.51 |
+0.01 |
|
|
|
Total Volume and Open Interest |
51,999 |
546,411 |
+4,369 |
3-Year Aus T-Bonds(SFE) |
Sep11 |
110817 |
96.14 |
96.24 |
96.14 |
96.19 |
+0.03 |
168,011 |
881,665 |
-360,336 |
Dec11 |
110817 |
96.19 |
96.19 |
96.19 |
96.19 |
+0.03 |
|
|
|
Total Volume and Open Interest |
168,011 |
881,665 |
-360,336 |
Gold(CMX) |
Aug11 |
110817 |
1784.8 |
1794.3 |
1782.0 |
1791.2 |
+8.8 |
278 |
1,056 |
-45 |
Oct11 |
110817 |
1788.3 |
1795.9 |
1780.2 |
1792.2 |
+8.8 |
9,199 |
27,832 |
+1,070 |
Dec11 |
110817 |
1788.5 |
1797.6 |
1781.6 |
1793.8 |
+8.8 |
168,060 |
362,738 |
+2,067 |
Feb12 |
110817 |
1791.8 |
1799.4 |
1786.5 |
1795.6 |
+8.5 |
2,148 |
25,240 |
+182 |
Apr12 |
110817 |
1793.9 |
1799.9 |
1788.7 |
1797.6 |
+8.5 |
229 |
7,028 |
+5 |
Jun12 |
110817 |
1790.0 |
1803.1 |
1790.0 |
1799.6 |
+8.5 |
59 |
15,900 |
+9 |
Aug12 |
110817 |
1801.5 |
1801.5 |
1797.0 |
1801.4 |
+8.6 |
10 |
6,192 |
+5 |
Oct12 |
110817 |
1795.8 |
1803.9 |
1795.5 |
1803.4 |
+8.7 |
6 |
4,185 |
+2 |
Dec12 |
110817 |
1800.6 |
1807.0 |
1795.0 |
1805.5 |
+8.8 |
121 |
12,015 |
+41 |
Feb13 |
110817 |
1803.4 |
1807.3 |
1803.4 |
1807.3 |
+8.8 |
4 |
1,577 |
-1 |
Apr13 |
110817 |
1809.3 |
1809.3 |
1809.3 |
1809.3 |
+8.8 |
0 |
335 |
+0 |
Jun13 |
110817 |
1811.7 |
1811.7 |
1811.7 |
1811.7 |
+8.8 |
70 |
11,830 |
+45 |
Total Volume and Open Interest |
182,199 |
514,107 |
+3,376 |
Silver(CMX) |
Sep11 |
110817 |
3991.5 |
4061.0 |
3978.5 |
4035.1 |
+53.2 |
41,036 |
40,885 |
-405 |
Dec11 |
110817 |
3997.0 |
4063.0 |
3985.0 |
4037.8 |
+53.0 |
12,047 |
44,047 |
+636 |
Mar12 |
110817 |
4000.0 |
4064.5 |
3994.5 |
4039.0 |
+52.9 |
1,511 |
6,399 |
-130 |
May12 |
110817 |
3994.0 |
4038.0 |
3993.5 |
4038.0 |
+53.0 |
28 |
2,286 |
+11 |
Jul12 |
110817 |
4032.0 |
4036.4 |
3985.5 |
4036.4 |
+53.3 |
34 |
1,968 |
+16 |
Sep12 |
110817 |
4002.0 |
4033.2 |
3990.5 |
4033.2 |
+53.3 |
12 |
315 |
+1 |
Dec12 |
110817 |
3988.0 |
4040.0 |
3988.0 |
4026.6 |
+53.3 |
31 |
8,446 |
+9 |
Total Volume and Open Interest |
55,175 |
116,007 |
+148 |
Platinum(NYMEX) |
Oct11 |
110817 |
1821.9 |
1848.8 |
1816.8 |
1840.8 |
+22.7 |
7,707 |
33,533 |
+126 |
Jan12 |
110817 |
1823.7 |
1850.0 |
1823.7 |
1843.6 |
+23.0 |
86 |
2,152 |
-11 |
Apr12 |
110817 |
1837.0 |
1846.3 |
1837.0 |
1846.3 |
+22.4 |
5 |
342 |
-1 |
Jul12 |
110817 |
1849.5 |
1849.5 |
1849.5 |
1849.5 |
+22.0 |
0 |
12 |
+0 |
Total Volume and Open Interest |
7,798 |
36,041 |
+114 |
Palladium(NYMEX) |
Sep11 |
110817 |
755.55 |
784.35 |
750.00 |
775.90 |
+19.40 |
3,523 |
14,325 |
-1,009 |
Dec11 |
110817 |
756.55 |
785.00 |
751.80 |
777.70 |
+19.50 |
1,356 |
6,846 |
+1,230 |
Mar12 |
110817 |
129.49 |
129.49 |
123.44 |
123.44 |
+19.45 |
0 |
92 |
+0 |
Total Volume and Open Interest |
4,879 |
21,268 |
+221 |
Copper(CMX) |
Sep11 |
110817 |
400.35 |
407.85 |
396.90 |
403.20 |
+3.80 |
27,826 |
32,786 |
-612 |
Dec11 |
110817 |
400.50 |
409.75 |
399.20 |
405.30 |
+3.80 |
7,391 |
63,361 |
+1,139 |
Mar12 |
110817 |
404.70 |
410.70 |
404.70 |
406.95 |
+3.75 |
593 |
17,487 |
-473 |
May12 |
110817 |
406.60 |
410.00 |
406.60 |
407.75 |
+3.75 |
260 |
4,185 |
-3 |
Jul12 |
110817 |
407.05 |
408.05 |
407.05 |
408.05 |
+3.70 |
24 |
1,109 |
+0 |
Total Volume and Open Interest |
36,428 |
125,673 |
+163 |
DJIA Index(CBOT) |
Sep11 |
110817 |
11360 |
11490 |
11300 |
11381 |
-6 |
2,310 |
13,515 |
+1,656 |
Dec11 |
110817 |
11307 |
11312 |
11307 |
11307 |
-5 |
0 |
97 |
+0 |
Mar12 |
110817 |
11238 |
11243 |
11238 |
11238 |
-5 |
|
|
|
Jun12 |
110817 |
11168 |
11173 |
11168 |
11168 |
-5 |
|
|
|
Total Volume and Open Interest |
2,310 |
13,612 |
+1,656 |
E-mini DJIA Index(CBOT) |
Sep11 |
110817 |
11385 |
11508 |
11300 |
11381 |
-6 |
142,354 |
79,941 |
-1,979 |
Dec11 |
110817 |
11273 |
11424 |
11230 |
11307 |
-5 |
126 |
541 |
-16 |
Mar12 |
110817 |
11238 |
11238 |
11238 |
11238 |
-5 |
0 |
13 |
+0 |
Jun12 |
110817 |
11168 |
11168 |
11168 |
11168 |
-5 |
|
|
|
Total Volume and Open Interest |
142,480 |
80,495 |
-1,995 |
S & P 500(CME) |
Sep11 |
110817 |
1191.30 |
1206.50 |
1182.00 |
1189.90 |
-2.40 |
21,241 |
314,103 |
-37,444 |
Dec11 |
110817 |
1182.00 |
1199.60 |
1177.60 |
1184.20 |
-2.40 |
1,585 |
17,807 |
+1,299 |
Mar12 |
110817 |
1178.50 |
1194.00 |
1172.00 |
1178.50 |
-2.50 |
2 |
245 |
+1 |
Jun12 |
110817 |
1173.00 |
1188.50 |
1166.50 |
1173.00 |
-2.50 |
2 |
27 |
-2 |
Total Volume and Open Interest |
22,830 |
332,182 |
-36,146 |
S & P 500 E-Mini(Globex) |
Sep11 |
110817 |
1191.75 |
1206.50 |
1181.50 |
1190.00 |
-2.25 |
2,556,621 |
3,169,438 |
-198,401 |
Dec11 |
110817 |
1185.75 |
1200.50 |
1176.25 |
1184.25 |
-2.25 |
1,927 |
59,141 |
+1,220 |
Total Volume and Open Interest |
2,558,570 |
3,229,005 |
-197,186 |
NASDAQ 100(CME) |
Sep11 |
110817 |
2196.50 |
2215.00 |
2157.50 |
2175.30 |
-23.70 |
874 |
22,548 |
-596 |
Dec11 |
110817 |
2164.50 |
2170.00 |
2155.00 |
2170.00 |
-23.50 |
67 |
67 |
+54 |
Mar12 |
110817 |
2166.80 |
2170.30 |
2166.80 |
2166.80 |
-23.50 |
|
|
|
Total Volume and Open Interest |
941 |
22,615 |
-542 |
NASDAQ 100 E-Mini(Globex) |
Sep11 |
110817 |
2198.00 |
2214.00 |
2157.30 |
2175.30 |
-23.70 |
294,934 |
337,094 |
-2,423 |
Dec11 |
110817 |
2186.00 |
2207.00 |
2155.00 |
2170.00 |
-23.50 |
234 |
5,894 |
+105 |
Total Volume and Open Interest |
295,168 |
342,998 |
-2,318 |
S & P Midcap 400(CME) |
Sep11 |
110817 |
846.00 |
863.00 |
846.00 |
848.60 |
-7.30 |
367 |
4,626 |
+2 |
Dec11 |
110817 |
845.30 |
845.30 |
845.30 |
845.30 |
-7.30 |
|
|
|
Mar12 |
110817 |
843.60 |
843.60 |
843.60 |
843.60 |
-7.30 |
|
|
|
Total Volume and Open Interest |
367 |
4,626 |
+2 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Sep11 |
110817 |
9120 |
9150 |
9005 |
9045 |
-25 |
7,212 |
31,850 |
-303 |
Dec11 |
110817 |
9015 |
9040 |
9015 |
9015 |
-25 |
3 |
231 |
+1 |
Total Volume and Open Interest |
7,215 |
32,081 |
-302 |
Nikkei 225(SGX) |
Sep11 |
110817 |
9060 |
9105 |
8980 |
9035 |
-40 |
87,266 |
216,951 |
-5,939 |
Dec11 |
110817 |
8975 |
9025 |
8970 |
8980 |
-30 |
79 |
9,950 |
+24 |
Mar12 |
110817 |
8965 |
8965 |
8965 |
8965 |
-40 |
0 |
11 |
+0 |
Total Volume and Open Interest |
87,379 |
233,084 |
-5,913 |
CAC 40(EURONEXT) |
Aug11 |
110817 |
3227.0 |
3289.0 |
3180.0 |
3253.0 |
+24.5 |
164,732 |
360,633 |
+32,875 |
Sep11 |
110817 |
3221.5 |
3285.0 |
3178.0 |
3249.0 |
+24.5 |
68,408 |
110,788 |
+34,473 |
Oct11 |
110817 |
3263.0 |
3263.0 |
3245.5 |
3245.5 |
+24.5 |
100 |
405 |
+100 |
Total Volume and Open Interest |
233,240 |
471,873 |
+67,448 |
Hang Seng Index(HKFE) |
Aug11 |
110817 |
20300 |
20476 |
20132 |
20156 |
+39 |
79,113 |
101,246 |
+230 |
Sep11 |
110817 |
20236 |
20378 |
20047 |
20061 |
+39 |
1,467 |
9,725 |
+139 |
Total Volume and Open Interest |
80,752 |
115,402 |
+366 |
DAX(EUREX) |
Sep11 |
110817 |
5964.0 |
6023.0 |
5875.0 |
5956.0 |
-43.0 |
176,666 |
179,255 |
+4,173 |
Dec11 |
110817 |
5966.0 |
6025.0 |
5900.0 |
5974.5 |
-42.5 |
675 |
11,527 |
-40 |
Mar12 |
110817 |
5960.0 |
6030.0 |
5932.0 |
5996.0 |
-43.0 |
93 |
1,266 |
+35 |
Total Volume and Open Interest |
177,434 |
192,048 |
+4,168 |
FT-SE 100(EURONEXT) |
Sep11 |
110817 |
5310.00 |
5368.00 |
5274.00 |
5330.00 |
-19.00 |
119,688 |
614,973 |
-3,312 |
Dec11 |
110817 |
5289.50 |
5338.50 |
5276.00 |
5304.50 |
-19.00 |
550 |
1,285 |
+514 |
Mar12 |
110817 |
5286.00 |
5286.00 |
5265.50 |
5266.00 |
-19.00 |
20 |
194 |
+9 |
Total Volume and Open Interest |
120,258 |
616,638 |
-2,789 |
SPI 200(SFE) |
Sep11 |
110817 |
4221.0 |
4302.0 |
4190.0 |
4272.0 |
+44.0 |
65,049 |
353,713 |
+12,529 |
Dec11 |
110817 |
4230.0 |
4306.0 |
4200.0 |
4282.0 |
+45.0 |
176 |
6,450 |
-194 |
Mar12 |
110817 |
4190.0 |
4257.0 |
4190.0 |
4257.0 |
+44.0 |
234 |
2,095 |
-353 |
Total Volume and Open Interest |
68,166 |
371,933 |
+14,169 |
GSCI(CME) |
Sep11 |
110817 |
657.00 |
657.00 |
655.50 |
655.50 |
+6.50 |
462 |
8,875 |
+76 |
Oct11 |
110817 |
657.00 |
657.00 |
655.90 |
655.90 |
+6.40 |
2 |
0 |
+0 |
Nov11 |
110817 |
657.70 |
657.70 |
657.70 |
657.70 |
+6.70 |
|
|
|
Total Volume and Open Interest |
464 |
8,875 |
+76 |
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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