|
MRCI's End of Day Prices |
Daily Futures Price Listing Fri August 19, 2011 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Sep11 |
110819 |
1348.75 |
1366.00 |
1340.00 |
1359.75 |
+7.75 |
8,710 |
36,260 |
-1,391 |
Nov11 |
110819 |
1359.00 |
1375.00 |
1348.50 |
1368.50 |
+7.50 |
71,621 |
296,044 |
-575 |
Jan12 |
110819 |
1368.25 |
1385.25 |
1359.25 |
1378.75 |
+7.00 |
5,083 |
60,265 |
-387 |
Mar12 |
110819 |
1374.75 |
1390.00 |
1365.25 |
1383.50 |
+6.50 |
4,409 |
35,219 |
+709 |
May12 |
110819 |
1375.25 |
1390.00 |
1365.75 |
1382.25 |
+4.75 |
3,355 |
37,594 |
+134 |
Jul12 |
110819 |
1371.00 |
1391.00 |
1367.25 |
1383.25 |
+3.75 |
1,740 |
20,279 |
-50 |
Aug12 |
110819 |
1373.00 |
1373.00 |
1368.00 |
1373.00 |
+5.00 |
0 |
238 |
+0 |
Sep12 |
110819 |
1351.25 |
1351.25 |
1346.00 |
1351.25 |
+5.25 |
0 |
177 |
+0 |
Nov12 |
110819 |
1325.25 |
1339.50 |
1320.00 |
1334.50 |
+4.75 |
551 |
20,473 |
+51 |
Jan13 |
110819 |
1339.50 |
1339.50 |
1334.75 |
1339.50 |
+4.75 |
5 |
5,124 |
+1 |
Mar13 |
110819 |
1341.00 |
1341.00 |
1336.25 |
1341.00 |
+4.75 |
3 |
106 |
+0 |
May13 |
110819 |
1340.75 |
1340.75 |
1336.00 |
1340.75 |
+4.75 |
0 |
20 |
+0 |
Jul13 |
110819 |
1345.75 |
1345.75 |
1341.00 |
1345.75 |
+4.75 |
0 |
157 |
+0 |
Aug13 |
110819 |
1333.75 |
1333.75 |
1329.00 |
1333.75 |
+4.75 |
|
|
|
Total Volume and Open Interest |
95,478 |
513,008 |
-1,507 |
Soybean Meal(CBOT) |
Sep11 |
110819 |
352.90 |
357.30 |
349.90 |
354.10 |
+1.10 |
9,341 |
27,558 |
-512 |
Oct11 |
110819 |
354.50 |
359.70 |
352.40 |
356.50 |
+1.20 |
2,919 |
22,670 |
-332 |
Dec11 |
110819 |
358.70 |
364.10 |
355.90 |
360.90 |
+1.50 |
28,903 |
83,402 |
+2,518 |
Jan12 |
110819 |
360.30 |
365.80 |
358.10 |
362.90 |
+1.50 |
1,444 |
9,289 |
+227 |
Mar12 |
110819 |
361.10 |
367.90 |
361.10 |
365.30 |
+1.20 |
315 |
7,139 |
+40 |
May12 |
110819 |
366.80 |
368.50 |
365.50 |
365.50 |
+0.80 |
748 |
10,082 |
+104 |
Jul12 |
110819 |
362.00 |
368.10 |
362.00 |
365.50 |
+0.10 |
669 |
4,388 |
+226 |
Aug12 |
110819 |
365.30 |
365.30 |
362.20 |
362.20 |
-0.20 |
44 |
593 |
+6 |
Sep12 |
110819 |
359.50 |
359.50 |
355.90 |
355.90 |
-0.20 |
39 |
776 |
+6 |
Oct12 |
110819 |
346.00 |
347.10 |
346.00 |
346.00 |
-1.10 |
3 |
910 |
+0 |
Total Volume and Open Interest |
44,461 |
169,060 |
+2,269 |
Soybean Oil(CBOT) |
Sep11 |
110819 |
55.27 |
55.75 |
54.75 |
55.39 |
+0.12 |
14,296 |
40,250 |
+8 |
Oct11 |
110819 |
55.42 |
55.91 |
54.90 |
55.57 |
+0.11 |
6,395 |
31,507 |
+230 |
Dec11 |
110819 |
55.79 |
56.30 |
55.27 |
55.95 |
+0.12 |
40,047 |
134,897 |
-2,590 |
Jan12 |
110819 |
55.84 |
56.58 |
55.64 |
56.23 |
+0.10 |
2,001 |
29,689 |
-300 |
Mar12 |
110819 |
56.58 |
56.86 |
56.51 |
56.51 |
+0.09 |
991 |
19,705 |
+223 |
May12 |
110819 |
56.30 |
56.97 |
56.08 |
56.64 |
+0.06 |
424 |
11,467 |
+181 |
Jul12 |
110819 |
56.25 |
57.12 |
56.25 |
56.80 |
+0.06 |
290 |
7,205 |
+145 |
Aug12 |
110819 |
57.10 |
57.12 |
56.82 |
56.82 |
+0.05 |
8 |
523 |
+8 |
Sep12 |
110819 |
57.07 |
57.18 |
56.82 |
56.82 |
+0.02 |
14 |
411 |
+13 |
Oct12 |
110819 |
57.17 |
57.25 |
56.80 |
56.80 |
-0.02 |
6 |
399 |
+6 |
Total Volume and Open Interest |
64,536 |
278,637 |
-2,080 |
Canola(WCE) |
Nov11 |
110819 |
551.0 |
556.8 |
543.6 |
554.4 |
+0.9 |
5,149 |
107,602 |
-1,264 |
Jan12 |
110819 |
551.9 |
565.0 |
551.9 |
562.8 |
+0.9 |
1,328 |
28,980 |
+490 |
Mar12 |
110819 |
559.2 |
572.0 |
559.2 |
570.8 |
+1.0 |
536 |
12,106 |
+373 |
May12 |
110819 |
576.0 |
578.4 |
576.0 |
577.9 |
+1.3 |
223 |
8,350 |
+2 |
Jul12 |
110819 |
580.6 |
583.2 |
580.6 |
583.2 |
+1.5 |
120 |
3,983 |
+27 |
Total Volume and Open Interest |
7,412 |
163,222 |
-327 |
Corn(CBOT) |
Sep11 |
110819 |
699.00 |
714.25 |
693.00 |
711.00 |
+12.00 |
59,927 |
153,909 |
-7,807 |
Dec11 |
110819 |
713.00 |
728.75 |
706.25 |
725.25 |
+12.25 |
137,944 |
678,887 |
-2,314 |
Mar12 |
110819 |
725.50 |
741.25 |
719.00 |
738.00 |
+12.00 |
16,012 |
174,466 |
+1,996 |
May12 |
110819 |
729.50 |
745.25 |
724.00 |
742.00 |
+12.00 |
2,401 |
37,364 |
+294 |
Jul12 |
110819 |
731.50 |
747.50 |
726.00 |
744.00 |
+12.00 |
3,783 |
74,858 |
+310 |
Sep12 |
110819 |
681.00 |
694.00 |
678.50 |
691.75 |
+9.75 |
937 |
13,555 |
+132 |
Dec12 |
110819 |
639.75 |
650.00 |
636.75 |
646.75 |
+6.75 |
2,833 |
84,510 |
+944 |
Mar13 |
110819 |
648.50 |
657.00 |
648.25 |
655.00 |
+6.75 |
39 |
17,795 |
+23 |
May13 |
110819 |
651.00 |
659.50 |
651.00 |
659.50 |
+6.75 |
10 |
505 |
+6 |
Jul13 |
110819 |
663.75 |
664.25 |
657.25 |
664.00 |
+6.75 |
11 |
827 |
-2 |
Total Volume and Open Interest |
223,976 |
1,246,980 |
-6,390 |
Wheat(CBOT) |
Sep11 |
110819 |
704.00 |
733.50 |
701.00 |
730.75 |
+23.00 |
23,517 |
58,624 |
-3,296 |
Dec11 |
110819 |
736.50 |
764.50 |
732.50 |
761.25 |
+22.00 |
45,506 |
205,058 |
-8 |
Mar12 |
110819 |
767.50 |
791.00 |
764.00 |
789.00 |
+18.75 |
6,949 |
71,120 |
+1,147 |
May12 |
110819 |
782.75 |
803.25 |
776.00 |
801.50 |
+18.75 |
1,437 |
14,077 |
+264 |
Jul12 |
110819 |
782.50 |
806.50 |
778.25 |
805.25 |
+19.75 |
2,169 |
53,654 |
+356 |
Sep12 |
110819 |
801.75 |
818.75 |
801.00 |
818.75 |
+19.50 |
107 |
2,681 |
-28 |
Total Volume and Open Interest |
80,228 |
430,644 |
-1,582 |
Wheat(KCBT) |
Sep11 |
110819 |
796.50 |
821.75 |
791.25 |
819.00 |
+24.00 |
9,690 |
46,902 |
-1,730 |
Dec11 |
110819 |
820.50 |
845.00 |
815.50 |
842.75 |
+23.25 |
13,116 |
72,937 |
+2,916 |
Mar12 |
110819 |
831.50 |
854.00 |
826.00 |
852.75 |
+23.00 |
4,852 |
29,556 |
+2,743 |
May12 |
110819 |
836.00 |
856.00 |
833.50 |
855.75 |
+22.00 |
456 |
3,955 |
+20 |
Jul12 |
110819 |
831.50 |
852.75 |
824.75 |
847.00 |
+21.00 |
890 |
18,872 |
+245 |
Sep12 |
110819 |
849.75 |
861.75 |
849.25 |
858.50 |
+22.50 |
75 |
1,472 |
-8 |
Total Volume and Open Interest |
29,106 |
175,501 |
+4,192 |
Wheat(MGE) |
Sep11 |
110819 |
910.00 |
947.75 |
905.50 |
945.25 |
+34.50 |
2,914 |
9,204 |
-793 |
Dec11 |
110819 |
891.00 |
923.00 |
888.00 |
920.75 |
+28.00 |
3,811 |
20,688 |
-304 |
Mar12 |
110819 |
888.75 |
924.50 |
888.50 |
924.00 |
+31.00 |
781 |
7,236 |
+131 |
May12 |
110819 |
889.50 |
924.75 |
885.00 |
923.25 |
+31.75 |
538 |
3,458 |
+157 |
Jul12 |
110819 |
887.00 |
923.00 |
883.00 |
921.25 |
+32.25 |
382 |
4,535 |
-5 |
Total Volume and Open Interest |
8,555 |
48,628 |
-851 |
Oats(CBOT) |
Sep11 |
110819 |
342.50 |
349.00 |
338.00 |
348.50 |
+6.00 |
158 |
1,796 |
+9 |
Dec11 |
110819 |
353.00 |
361.50 |
348.50 |
357.50 |
+4.50 |
407 |
10,443 |
+70 |
Mar12 |
110819 |
362.25 |
368.50 |
362.00 |
368.00 |
+4.00 |
60 |
1,118 |
+49 |
May12 |
110819 |
375.00 |
375.00 |
371.00 |
375.00 |
+4.00 |
0 |
36 |
+0 |
Total Volume and Open Interest |
627 |
13,425 |
+130 |
Rough Rice(CBOT) |
Sep11 |
110819 |
16.82 |
16.89 |
16.39 |
16.75 |
-0.14 |
1,092 |
6,023 |
-547 |
Nov11 |
110819 |
17.10 |
17.20 |
16.70 |
17.05 |
-0.16 |
919 |
9,711 |
+275 |
Jan12 |
110819 |
17.42 |
17.50 |
17.28 |
17.35 |
-0.15 |
100 |
1,438 |
+52 |
Mar12 |
110819 |
17.40 |
17.77 |
17.40 |
17.63 |
-0.16 |
2 |
870 |
+1 |
Total Volume and Open Interest |
2,113 |
18,204 |
-219 |
Live Cattle(CME) |
Aug11 |
110819 |
114.000 |
114.535 |
113.800 |
114.300 |
+0.200 |
2,683 |
5,505 |
-1,529 |
Oct11 |
110819 |
115.300 |
116.100 |
114.885 |
115.500 |
+0.100 |
28,594 |
128,619 |
-4,068 |
Dec11 |
110819 |
117.050 |
117.850 |
116.680 |
117.330 |
+0.180 |
14,420 |
90,076 |
-239 |
Feb12 |
110819 |
120.035 |
120.750 |
119.535 |
120.180 |
+0.145 |
4,228 |
41,389 |
+559 |
Apr12 |
110819 |
123.535 |
124.250 |
123.135 |
124.050 |
+0.600 |
3,249 |
25,482 |
+574 |
Jun12 |
110819 |
121.350 |
122.200 |
121.000 |
122.150 |
+0.820 |
838 |
10,560 |
+261 |
Total Volume and Open Interest |
54,442 |
303,823 |
-4,417 |
Feeder Cattle(CME) |
Aug11 |
110819 |
132.700 |
133.700 |
132.500 |
133.300 |
+0.515 |
767 |
3,599 |
-230 |
Sep11 |
110819 |
133.600 |
134.200 |
132.850 |
133.800 |
+0.565 |
1,494 |
6,886 |
-36 |
Oct11 |
110819 |
133.850 |
134.825 |
133.380 |
134.100 |
+0.365 |
2,728 |
13,401 |
+615 |
Nov11 |
110819 |
135.000 |
136.075 |
134.550 |
135.575 |
+0.475 |
861 |
5,583 |
+198 |
Jan12 |
110819 |
135.535 |
136.700 |
135.150 |
136.380 |
+0.630 |
399 |
3,342 |
+133 |
Mar12 |
110819 |
135.350 |
136.600 |
135.075 |
136.235 |
+0.385 |
60 |
995 |
+21 |
Apr12 |
110819 |
135.850 |
136.735 |
135.850 |
136.500 |
+0.500 |
18 |
262 |
+13 |
Total Volume and Open Interest |
6,344 |
34,270 |
+727 |
Lean Hogs(CME) |
Oct11 |
110819 |
86.750 |
88.700 |
86.150 |
88.385 |
+1.555 |
16,017 |
89,213 |
-1,390 |
Dec11 |
110819 |
83.100 |
85.080 |
82.400 |
84.885 |
+1.750 |
8,464 |
75,078 |
+631 |
Feb12 |
110819 |
85.930 |
87.580 |
85.180 |
87.550 |
+1.620 |
2,930 |
37,431 |
+254 |
Apr12 |
110819 |
87.850 |
89.480 |
87.350 |
89.350 |
+1.500 |
1,101 |
24,089 |
-55 |
May12 |
110819 |
93.000 |
94.200 |
93.000 |
94.000 |
+1.200 |
49 |
979 |
+4 |
Jun12 |
110819 |
94.330 |
96.200 |
94.000 |
96.100 |
+1.670 |
510 |
12,113 |
-90 |
Jul12 |
110819 |
93.050 |
94.600 |
92.900 |
94.400 |
+1.200 |
47 |
3,671 |
-6 |
Aug12 |
110819 |
91.350 |
93.500 |
91.350 |
93.500 |
+1.900 |
18 |
2,296 |
-3 |
Total Volume and Open Interest |
29,147 |
245,807 |
-657 |
Class III Milk(CME) |
Aug11 |
110819 |
21.48 |
21.55 |
21.46 |
21.48 |
+0.01 |
106 |
6,574 |
+21 |
Sep11 |
110819 |
19.00 |
19.06 |
18.50 |
18.65 |
-0.38 |
737 |
6,275 |
-223 |
Oct11 |
110819 |
18.23 |
18.29 |
17.92 |
17.98 |
-0.23 |
376 |
5,008 |
-101 |
Nov11 |
110819 |
17.95 |
18.00 |
17.86 |
17.87 |
-0.12 |
137 |
4,430 |
+13 |
Dec11 |
110819 |
17.78 |
17.82 |
17.70 |
17.70 |
-0.07 |
69 |
3,864 |
+19 |
Total Volume and Open Interest |
1,797 |
36,154 |
+84 |
Cocoa(ICE) |
Sep11 |
110819 |
2974 |
3010 |
2974 |
2998 |
+13 |
1,159 |
275 |
-1,090 |
Dec11 |
110819 |
2979 |
3013 |
2950 |
3004 |
+19 |
10,947 |
70,952 |
-1,006 |
Mar12 |
110819 |
3012 |
3053 |
3008 |
3041 |
+7 |
1,551 |
45,012 |
+157 |
May12 |
110819 |
3020 |
3059 |
3016 |
3049 |
+11 |
473 |
14,998 |
-62 |
Jul12 |
110819 |
3030 |
3069 |
3030 |
3062 |
+16 |
545 |
6,717 |
+458 |
Sep12 |
110819 |
3040 |
3078 |
3040 |
3073 |
+18 |
234 |
9,767 |
+53 |
Dec12 |
110819 |
3089 |
3089 |
3083 |
3087 |
+21 |
397 |
5,267 |
+197 |
Total Volume and Open Interest |
15,906 |
157,512 |
-1,093 |
Coffee "C"(ICE) |
Sep11 |
110819 |
262.70 |
266.60 |
261.65 |
266.15 |
+1.35 |
4,732 |
10,296 |
-2,200 |
Dec11 |
110819 |
266.70 |
270.20 |
264.70 |
269.85 |
+1.45 |
14,972 |
67,783 |
+354 |
Mar12 |
110819 |
269.00 |
272.45 |
267.70 |
272.35 |
+1.65 |
1,603 |
17,118 |
+355 |
May12 |
110819 |
268.40 |
273.05 |
268.25 |
273.00 |
+1.65 |
315 |
8,107 |
+66 |
Jul12 |
110819 |
268.75 |
271.45 |
268.60 |
271.45 |
+1.70 |
78 |
2,719 |
+22 |
Sep12 |
110819 |
266.75 |
269.50 |
266.75 |
269.50 |
+1.45 |
11 |
1,927 |
-4 |
Total Volume and Open Interest |
21,748 |
109,698 |
-1,382 |
Orange Juice(ICE) |
Sep11 |
110819 |
174.20 |
176.10 |
173.70 |
175.15 |
+0.75 |
708 |
5,467 |
-426 |
Nov11 |
110819 |
164.05 |
165.35 |
163.60 |
164.15 |
-0.35 |
685 |
14,966 |
+227 |
Jan12 |
110819 |
162.15 |
163.75 |
162.10 |
163.30 |
+0.15 |
67 |
3,286 |
-5 |
Mar12 |
110819 |
163.20 |
163.80 |
163.20 |
163.80 |
+0.05 |
0 |
1,383 |
+0 |
May12 |
110819 |
164.15 |
164.15 |
164.15 |
164.15 |
-0.10 |
0 |
369 |
+0 |
Jul12 |
110819 |
164.65 |
164.65 |
164.65 |
164.65 |
-0.10 |
0 |
153 |
+0 |
Total Volume and Open Interest |
1,460 |
25,635 |
-204 |
Sugar #11(ICE) |
Oct11 |
110819 |
28.87 |
31.18 |
28.67 |
30.96 |
+1.84 |
32,187 |
255,312 |
-2,401 |
Mar12 |
110819 |
28.01 |
29.88 |
27.85 |
29.68 |
+1.38 |
14,989 |
152,214 |
+1,245 |
May12 |
110819 |
26.58 |
28.02 |
26.49 |
27.86 |
+0.92 |
4,037 |
44,254 |
-376 |
Jul12 |
110819 |
25.55 |
26.68 |
25.46 |
26.57 |
+0.69 |
2,835 |
62,174 |
-398 |
Oct12 |
110819 |
24.82 |
25.69 |
24.75 |
25.60 |
+0.51 |
1,568 |
29,493 |
+76 |
Total Volume and Open Interest |
56,771 |
586,996 |
-1,644 |
London Cocoa(LCE) |
Sep11 |
110819 |
1882 |
1883 |
1863 |
1871 |
-3 |
1,463 |
53,357 |
-282 |
Dec11 |
110819 |
1897 |
1901 |
1879 |
1889 |
+1 |
5,266 |
63,904 |
+1,054 |
Mar12 |
110819 |
1916 |
1919 |
1900 |
1908 |
unch |
1,539 |
43,022 |
+55 |
May12 |
110819 |
1924 |
1925 |
1911 |
1917 |
-1 |
484 |
14,687 |
+72 |
Jul12 |
110819 |
1930 |
1931 |
1918 |
1923 |
-2 |
497 |
7,873 |
+174 |
Sep12 |
110819 |
1932 |
1932 |
1927 |
1931 |
-2 |
335 |
5,313 |
+225 |
Dec12 |
110819 |
1942 |
1942 |
1937 |
1937 |
-2 |
52 |
8,754 |
+32 |
Total Volume and Open Interest |
9,636 |
197,816 |
+1,330 |
London Sugar(LCE) |
Oct11 |
110819 |
760.00 |
787.40 |
757.70 |
786.90 |
+21.10 |
1,620 |
21,259 |
+91 |
Dec11 |
110819 |
719.90 |
746.40 |
718.50 |
745.70 |
+20.30 |
331 |
7,496 |
+11 |
Mar12 |
110819 |
706.00 |
730.90 |
705.40 |
730.90 |
+18.20 |
281 |
10,631 |
-6 |
May12 |
110819 |
687.30 |
708.10 |
687.30 |
707.30 |
+14.50 |
91 |
3,179 |
+20 |
Aug12 |
110819 |
668.00 |
687.00 |
668.00 |
687.00 |
+15.10 |
19 |
2,193 |
-12 |
Total Volume and Open Interest |
2,362 |
46,460 |
+107 |
Cotton(ICE) |
Oct11 |
110819 |
106.87 |
108.00 |
105.90 |
106.76 |
-0.79 |
30 |
452 |
-10 |
Dec11 |
110819 |
106.50 |
108.39 |
105.13 |
106.22 |
-0.73 |
9,989 |
93,613 |
-629 |
Mar12 |
110819 |
103.02 |
104.75 |
101.80 |
102.89 |
-0.92 |
2,925 |
30,992 |
-78 |
May12 |
110819 |
101.50 |
102.80 |
100.60 |
101.55 |
-0.61 |
733 |
6,499 |
-96 |
Jul12 |
110819 |
99.90 |
101.39 |
99.50 |
100.32 |
-0.46 |
577 |
8,256 |
+58 |
Oct12 |
110819 |
100.59 |
100.59 |
100.59 |
100.59 |
-0.46 |
1 |
3 |
+0 |
Total Volume and Open Interest |
14,312 |
143,900 |
-750 |
Lumber(CME) |
Sep11 |
110819 |
216.6 |
219.5 |
214.1 |
216.5 |
-1.0 |
500 |
2,632 |
-128 |
Nov11 |
110819 |
222.1 |
226.5 |
221.0 |
223.5 |
+1.6 |
590 |
5,580 |
+146 |
Jan12 |
110819 |
244.6 |
248.0 |
243.5 |
245.5 |
+1.0 |
111 |
1,166 |
+18 |
Mar12 |
110819 |
258.8 |
259.0 |
258.0 |
258.0 |
+1.0 |
3 |
150 |
+1 |
Total Volume and Open Interest |
1,204 |
9,530 |
+37 |
Crude Oil(NYM) |
Sep11 |
110819 |
81.30 |
83.55 |
79.17 |
82.26 |
-0.12 |
331,275 |
53,694 |
-28,769 |
Oct11 |
110819 |
81.45 |
83.78 |
79.38 |
82.41 |
-0.10 |
265,833 |
307,645 |
+10,633 |
Nov11 |
110819 |
82.07 |
84.13 |
79.76 |
82.77 |
-0.06 |
56,767 |
143,993 |
-2,496 |
Dec11 |
110819 |
82.24 |
84.52 |
80.15 |
83.17 |
-0.02 |
99,623 |
195,731 |
-3,784 |
Jan12 |
110819 |
82.61 |
84.78 |
80.66 |
83.58 |
+0.04 |
18,479 |
74,208 |
+165 |
Feb12 |
110819 |
82.13 |
85.10 |
81.69 |
84.01 |
+0.10 |
11,996 |
27,433 |
+1,821 |
Mar12 |
110819 |
83.00 |
85.61 |
81.40 |
84.47 |
+0.16 |
14,950 |
40,387 |
+1,348 |
Apr12 |
110819 |
83.40 |
85.90 |
82.93 |
84.93 |
+0.22 |
11,999 |
24,506 |
+323 |
May12 |
110819 |
84.09 |
86.27 |
82.84 |
85.39 |
+0.27 |
11,463 |
22,202 |
-2,811 |
Jun12 |
110819 |
84.50 |
87.06 |
83.16 |
85.84 |
+0.32 |
24,517 |
77,554 |
-2,345 |
Jul12 |
110819 |
84.16 |
86.40 |
83.17 |
86.26 |
+0.36 |
4,046 |
32,400 |
+148 |
Aug12 |
110819 |
85.15 |
87.33 |
83.99 |
86.57 |
+0.39 |
1,989 |
15,574 |
+49 |
Sep12 |
110819 |
84.00 |
87.62 |
84.00 |
86.82 |
+0.42 |
2,493 |
18,211 |
-35 |
Oct12 |
110819 |
87.79 |
87.79 |
87.05 |
87.05 |
+0.45 |
1,579 |
13,952 |
-114 |
Nov12 |
110819 |
88.00 |
88.00 |
87.29 |
87.29 |
+0.47 |
1,764 |
18,562 |
-481 |
Dec12 |
110819 |
85.85 |
88.65 |
84.41 |
87.54 |
+0.48 |
35,167 |
148,562 |
+1,606 |
Total Volume and Open Interest |
918,723 |
1,496,057 |
-24,428 |
e-miNY Crude Oil(NYM) |
Aug11 |
110719 |
96.125 |
98.650 |
95.925 |
97.500 |
+1.575 |
4,263 |
3,030 |
-417 |
Sep11 |
110819 |
81.450 |
83.550 |
79.225 |
82.250 |
-0.125 |
9,194 |
3,327 |
-634 |
Oct11 |
110819 |
81.675 |
83.775 |
79.375 |
82.400 |
-0.100 |
6,346 |
1,762 |
+451 |
Nov11 |
110819 |
82.100 |
84.025 |
80.000 |
82.775 |
-0.050 |
206 |
469 |
+69 |
Dec11 |
110819 |
81.850 |
84.425 |
81.000 |
83.175 |
-0.025 |
241 |
450 |
+48 |
Jan12 |
110819 |
81.625 |
83.575 |
81.625 |
83.575 |
+0.025 |
12 |
4 |
-2 |
Feb12 |
110819 |
83.250 |
84.000 |
83.175 |
84.000 |
+0.100 |
1 |
8 |
+0 |
Mar12 |
110819 |
83.125 |
84.475 |
83.125 |
84.475 |
+0.175 |
3 |
13 |
+1 |
Apr12 |
110819 |
84.925 |
84.925 |
84.925 |
84.925 |
+0.225 |
0 |
8 |
+0 |
May12 |
110819 |
83.000 |
85.400 |
83.000 |
85.400 |
+0.275 |
0 |
3 |
+0 |
Total Volume and Open Interest |
16,003 |
6,287 |
-67 |
Heating Oil(NYM) |
Sep11 |
110819 |
287.15 |
293.22 |
283.22 |
290.45 |
+2.97 |
59,989 |
49,057 |
-7,961 |
Oct11 |
110819 |
286.78 |
294.00 |
284.01 |
291.34 |
+2.98 |
36,625 |
64,140 |
+2,836 |
Nov11 |
110819 |
287.00 |
294.93 |
285.79 |
292.36 |
+2.88 |
12,751 |
39,364 |
-556 |
Dec11 |
110819 |
288.00 |
295.51 |
285.98 |
293.34 |
+2.85 |
13,992 |
48,399 |
-545 |
Jan12 |
110819 |
289.00 |
296.10 |
287.00 |
294.33 |
+2.80 |
4,039 |
29,485 |
-24 |
Feb12 |
110819 |
289.50 |
296.00 |
287.00 |
294.24 |
+2.75 |
877 |
11,958 |
+34 |
Mar12 |
110819 |
288.42 |
294.65 |
287.00 |
293.27 |
+2.69 |
815 |
8,817 |
+121 |
Apr12 |
110819 |
289.90 |
292.92 |
289.90 |
291.31 |
+2.59 |
380 |
4,964 |
+25 |
May12 |
110819 |
288.66 |
291.54 |
285.85 |
289.41 |
+2.49 |
349 |
5,236 |
+72 |
Jun12 |
110819 |
284.10 |
291.09 |
283.30 |
288.54 |
+2.38 |
1,978 |
27,200 |
+25 |
Jul12 |
110819 |
288.73 |
290.09 |
288.73 |
289.29 |
+2.28 |
53 |
2,266 |
+6 |
Aug12 |
110819 |
290.41 |
290.41 |
290.41 |
290.41 |
+2.22 |
42 |
1,059 |
+10 |
Total Volume and Open Interest |
133,117 |
306,045 |
-5,416 |
Gasoline(NYMEX) |
Sep11 |
110819 |
277.58 |
286.88 |
274.35 |
284.12 |
+5.80 |
56,582 |
44,494 |
-9,391 |
Oct11 |
110819 |
265.88 |
274.22 |
262.16 |
271.62 |
+5.10 |
51,673 |
67,658 |
+3,467 |
Nov11 |
110819 |
261.00 |
268.55 |
258.70 |
267.22 |
+4.23 |
21,302 |
34,782 |
+2,238 |
Dec11 |
110819 |
259.39 |
267.36 |
256.64 |
265.26 |
+3.95 |
17,806 |
44,014 |
+5,755 |
Jan12 |
110819 |
261.38 |
266.50 |
261.38 |
265.34 |
+3.88 |
4,574 |
19,414 |
+2,384 |
Feb12 |
110819 |
266.36 |
266.36 |
266.36 |
266.36 |
+3.80 |
891 |
6,179 |
+168 |
Mar12 |
110819 |
261.69 |
267.66 |
261.69 |
267.66 |
+3.73 |
658 |
10,106 |
+213 |
Apr12 |
110819 |
279.00 |
279.00 |
279.00 |
279.00 |
+3.62 |
483 |
6,038 |
+162 |
May12 |
110819 |
278.93 |
278.93 |
278.93 |
278.93 |
+3.60 |
107 |
2,711 |
-13 |
Jun12 |
110819 |
273.30 |
279.33 |
270.71 |
278.21 |
+3.53 |
941 |
9,865 |
+182 |
Total Volume and Open Interest |
155,475 |
260,118 |
+5,143 |
e-miNY RBOB Gasoline(NYM) |
Sep11 |
110819 |
284.00 |
284.10 |
284.00 |
284.10 |
+5.80 |
0 |
1 |
+0 |
Oct11 |
110819 |
271.60 |
271.62 |
271.60 |
271.60 |
+5.10 |
0 |
1 |
+0 |
Nov11 |
110819 |
267.20 |
267.22 |
267.20 |
267.20 |
+4.20 |
|
|
|
Dec11 |
110819 |
265.30 |
265.30 |
265.26 |
265.30 |
+4.00 |
|
|
|
Total Volume and Open Interest |
0 |
4 |
+0 |
Natural Gas(NYM) |
Sep11 |
110819 |
3.926 |
3.972 |
3.901 |
3.940 |
+0.048 |
135,461 |
80,363 |
-13,936 |
Oct11 |
110819 |
3.949 |
3.974 |
3.905 |
3.941 |
+0.042 |
77,804 |
183,403 |
+10,192 |
Nov11 |
110819 |
4.078 |
4.104 |
4.040 |
4.075 |
+0.037 |
38,818 |
187,934 |
+2,412 |
Dec11 |
110819 |
4.311 |
4.331 |
4.268 |
4.307 |
+0.036 |
23,826 |
81,723 |
+1,524 |
Jan12 |
110819 |
4.408 |
4.433 |
4.370 |
4.412 |
+0.035 |
23,199 |
135,326 |
+20 |
Feb12 |
110819 |
4.406 |
4.432 |
4.396 |
4.412 |
+0.033 |
8,653 |
33,709 |
+703 |
Mar12 |
110819 |
4.372 |
4.397 |
4.366 |
4.378 |
+0.029 |
12,230 |
44,706 |
-1,910 |
Apr12 |
110819 |
4.326 |
4.360 |
4.326 |
4.344 |
+0.022 |
9,159 |
63,946 |
+794 |
May12 |
110819 |
4.368 |
4.390 |
4.338 |
4.371 |
+0.021 |
1,494 |
14,642 |
+177 |
Jun12 |
110819 |
4.414 |
4.421 |
4.400 |
4.409 |
+0.021 |
903 |
12,955 |
+252 |
Jul12 |
110819 |
4.446 |
4.460 |
4.446 |
4.452 |
+0.020 |
1,356 |
10,828 |
-277 |
Aug12 |
110819 |
4.465 |
4.489 |
4.446 |
4.475 |
+0.019 |
655 |
9,501 |
-67 |
Sep12 |
110819 |
4.485 |
4.496 |
4.453 |
4.483 |
+0.019 |
1,092 |
7,942 |
+256 |
Oct12 |
110819 |
4.507 |
4.522 |
4.507 |
4.513 |
+0.019 |
1,478 |
37,173 |
+90 |
Nov12 |
110819 |
4.680 |
4.685 |
4.680 |
4.683 |
+0.016 |
193 |
6,962 |
+48 |
Dec12 |
110819 |
4.926 |
4.946 |
4.923 |
4.931 |
+0.014 |
268 |
12,315 |
+60 |
Total Volume and Open Interest |
337,844 |
998,946 |
+403 |
Brent Crude Oil(ICE) |
Oct11 |
110819 |
106.27 |
109.40 |
105.06 |
108.62 |
+1.63 |
260,624 |
149,056 |
-10,929 |
Nov11 |
110819 |
106.02 |
109.01 |
104.77 |
108.25 |
+1.56 |
91,868 |
138,836 |
+13,748 |
Dec11 |
110819 |
105.73 |
108.72 |
104.50 |
107.96 |
+1.54 |
94,639 |
122,816 |
+1,622 |
Jan12 |
110819 |
105.62 |
108.34 |
104.28 |
107.73 |
+1.55 |
15,425 |
34,126 |
+12 |
Feb12 |
110819 |
105.41 |
108.07 |
104.23 |
107.54 |
+1.58 |
7,398 |
18,273 |
+1,205 |
Mar12 |
110819 |
105.17 |
107.98 |
103.92 |
107.38 |
+1.61 |
6,150 |
41,763 |
+122 |
Apr12 |
110819 |
105.01 |
107.86 |
103.78 |
107.26 |
+1.63 |
3,171 |
14,228 |
+701 |
May12 |
110819 |
104.86 |
107.66 |
103.65 |
107.12 |
+1.62 |
2,316 |
12,971 |
-47 |
Jun12 |
110819 |
104.67 |
107.74 |
103.50 |
106.94 |
+1.59 |
10,763 |
46,581 |
-26 |
Jul12 |
110819 |
106.81 |
106.81 |
106.81 |
106.81 |
+1.57 |
1,238 |
10,308 |
+30 |
Aug12 |
110819 |
106.65 |
106.65 |
106.65 |
106.65 |
+1.56 |
793 |
7,796 |
+270 |
Sep12 |
110819 |
106.44 |
106.44 |
106.44 |
106.44 |
+1.54 |
641 |
9,355 |
-57 |
Oct12 |
110819 |
106.20 |
106.20 |
106.20 |
106.20 |
+1.51 |
799 |
4,580 |
-126 |
Nov12 |
110819 |
105.94 |
105.94 |
105.94 |
105.94 |
+1.49 |
948 |
6,857 |
+214 |
Total Volume and Open Interest |
529,503 |
785,361 |
+9,184 |
Gas Oil(ICE) |
Sep11 |
110819 |
902.00 |
925.75 |
894.25 |
918.00 |
+6.50 |
67,849 |
122,027 |
-406 |
Oct11 |
110819 |
894.50 |
922.00 |
890.50 |
914.00 |
+5.75 |
68,725 |
104,204 |
+1,285 |
Nov11 |
110819 |
896.25 |
918.75 |
887.50 |
911.00 |
+5.25 |
28,264 |
55,368 |
+1,836 |
Dec11 |
110819 |
893.50 |
917.25 |
886.25 |
909.25 |
+4.75 |
41,126 |
65,783 |
-691 |
Jan12 |
110819 |
897.50 |
917.25 |
888.25 |
909.25 |
+4.25 |
9,949 |
42,174 |
+366 |
Feb12 |
110819 |
897.00 |
911.75 |
887.75 |
908.75 |
+4.00 |
3,408 |
21,380 |
+398 |
Mar12 |
110819 |
896.00 |
911.00 |
889.25 |
907.75 |
+4.00 |
3,040 |
17,590 |
+241 |
Apr12 |
110819 |
894.75 |
913.25 |
888.00 |
906.50 |
+3.75 |
2,130 |
12,252 |
+251 |
May12 |
110819 |
893.75 |
912.25 |
887.00 |
905.50 |
+3.75 |
1,853 |
11,653 |
+169 |
Jun12 |
110819 |
893.75 |
913.50 |
884.75 |
905.50 |
+3.50 |
6,014 |
38,157 |
+31 |
Total Volume and Open Interest |
237,970 |
569,380 |
+4,112 |
Ethanol(CBOT) |
Aug11 |
110803 |
2.836 |
2.836 |
2.800 |
2.800 |
-0.042 |
58 |
178 |
-18 |
Sep11 |
110819 |
2.820 |
2.853 |
2.811 |
2.834 |
+0.055 |
202 |
885 |
-97 |
Oct11 |
110819 |
2.731 |
2.766 |
2.730 |
2.755 |
+0.055 |
186 |
1,384 |
-8 |
Nov11 |
110819 |
2.685 |
2.718 |
2.685 |
2.705 |
+0.057 |
25 |
1,219 |
-4 |
Dec11 |
110819 |
2.650 |
2.680 |
2.650 |
2.673 |
+0.055 |
98 |
1,367 |
-57 |
Jan12 |
110819 |
2.600 |
2.611 |
2.595 |
2.605 |
+0.057 |
33 |
770 |
+13 |
Feb12 |
110819 |
2.590 |
2.598 |
2.590 |
2.591 |
+0.037 |
20 |
738 |
+19 |
Mar12 |
110819 |
2.595 |
2.598 |
2.590 |
2.594 |
+0.037 |
17 |
685 |
+11 |
Total Volume and Open Interest |
683 |
9,827 |
-51 |
WTI Crude Oil(ICE) |
Sep11 |
110819 |
81.00 |
83.49 |
79.21 |
82.26 |
-0.12 |
52,187 |
21,964 |
-5,457 |
Oct11 |
110819 |
81.12 |
83.78 |
79.40 |
82.41 |
-0.10 |
91,322 |
68,197 |
+4,647 |
Nov11 |
110819 |
81.87 |
84.09 |
79.79 |
82.77 |
-0.06 |
20,189 |
37,851 |
+1,045 |
Dec11 |
110819 |
82.25 |
84.54 |
80.13 |
83.17 |
-0.02 |
33,736 |
85,362 |
+105 |
Jan12 |
110819 |
82.40 |
84.65 |
80.54 |
83.58 |
+0.04 |
5,183 |
17,561 |
-200 |
Feb12 |
110819 |
82.98 |
85.06 |
80.89 |
84.01 |
+0.10 |
4,335 |
7,745 |
+95 |
Mar12 |
110819 |
83.39 |
85.45 |
81.36 |
84.47 |
+0.16 |
4,626 |
15,174 |
-14 |
Apr12 |
110819 |
83.90 |
85.74 |
81.82 |
84.93 |
+0.22 |
2,670 |
4,934 |
-89 |
May12 |
110819 |
84.22 |
86.17 |
82.57 |
85.39 |
+0.27 |
2,946 |
4,291 |
+56 |
Jun12 |
110819 |
84.62 |
86.80 |
82.68 |
85.84 |
+0.32 |
8,694 |
28,917 |
-841 |
Jul12 |
110819 |
86.26 |
86.26 |
86.26 |
86.26 |
+0.36 |
574 |
4,892 |
-84 |
Aug12 |
110819 |
86.57 |
86.57 |
86.57 |
86.57 |
+0.39 |
306 |
1,476 |
-114 |
Sep12 |
110819 |
86.82 |
86.82 |
86.82 |
86.82 |
+0.42 |
196 |
5,391 |
+123 |
Oct12 |
110819 |
87.05 |
87.05 |
87.05 |
87.05 |
+0.45 |
1 |
1,171 |
+0 |
Nov12 |
110819 |
87.29 |
87.29 |
87.29 |
87.29 |
+0.47 |
6 |
2,545 |
+6 |
Dec12 |
110819 |
86.14 |
88.47 |
84.40 |
87.54 |
+0.48 |
7,621 |
45,882 |
+378 |
Total Volume and Open Interest |
239,481 |
438,772 |
+1,311 |
US Dollar Index(ICE) |
Sep11 |
110819 |
74.475 |
74.570 |
73.685 |
74.105 |
-0.210 |
26,526 |
54,730 |
-2,873 |
Dec11 |
110819 |
74.870 |
74.920 |
74.150 |
74.485 |
-0.210 |
109 |
748 |
-11 |
Mar12 |
110819 |
75.120 |
75.120 |
74.905 |
74.905 |
-0.210 |
0 |
2 |
+0 |
Total Volume and Open Interest |
26,635 |
55,480 |
-2,884 |
Australian Dollar(CME) |
Sep11 |
110819 |
103.43 |
104.43 |
102.76 |
103.52 |
+0.18 |
131,619 |
107,703 |
+2,882 |
Dec11 |
110819 |
102.15 |
103.30 |
101.86 |
102.49 |
+0.18 |
109 |
945 |
+56 |
Mar12 |
110819 |
101.61 |
101.61 |
101.43 |
101.61 |
+0.18 |
0 |
5 |
+0 |
Total Volume and Open Interest |
131,728 |
108,744 |
+2,938 |
British Pound(CME) |
Sep11 |
110819 |
165.00 |
166.15 |
164.40 |
164.77 |
-0.21 |
96,138 |
98,639 |
-61 |
Dec11 |
110819 |
164.84 |
165.86 |
164.44 |
164.62 |
-0.21 |
302 |
358 |
-2 |
Mar12 |
110819 |
164.48 |
164.70 |
164.48 |
164.48 |
-0.22 |
0 |
8 |
+0 |
Total Volume and Open Interest |
96,440 |
99,011 |
-63 |
Canadian Dollar(CME) |
Sep11 |
110819 |
100.88 |
101.71 |
100.67 |
100.98 |
+0.07 |
100,401 |
94,007 |
+879 |
Dec11 |
110819 |
100.70 |
101.52 |
100.64 |
100.82 |
+0.07 |
1,161 |
7,803 |
+558 |
Mar12 |
110819 |
100.60 |
101.35 |
100.60 |
100.74 |
+0.08 |
61 |
1,920 |
+24 |
Jun12 |
110819 |
101.00 |
101.00 |
100.63 |
100.63 |
+0.08 |
7 |
405 |
+1 |
Total Volume and Open Interest |
101,642 |
104,328 |
+1,454 |
Japanese Yen(CME) |
Sep11 |
110819 |
130.69 |
131.73 |
129.97 |
130.76 |
+0.03 |
69,936 |
128,618 |
+2,786 |
Dec11 |
110819 |
130.58 |
131.80 |
130.29 |
130.93 |
+0.04 |
171 |
1,758 |
+112 |
Mar12 |
110819 |
131.17 |
131.17 |
131.13 |
131.17 |
+0.04 |
0 |
50 |
+0 |
Total Volume and Open Interest |
70,107 |
130,446 |
+2,898 |
Swiss Franc(CME) |
Sep11 |
110819 |
126.07 |
128.30 |
125.80 |
127.13 |
+0.77 |
29,347 |
47,175 |
-729 |
Dec11 |
110819 |
126.60 |
128.52 |
126.60 |
127.69 |
+0.72 |
314 |
1,135 |
+13 |
Mar12 |
110819 |
128.17 |
128.17 |
127.46 |
128.17 |
+0.71 |
0 |
39 |
+0 |
Total Volume and Open Interest |
29,661 |
48,360 |
-716 |
EuroFX(CME) |
Sep11 |
110819 |
143.23 |
144.49 |
142.53 |
143.82 |
+0.62 |
325,556 |
170,019 |
+4,814 |
Dec11 |
110819 |
143.01 |
144.29 |
142.43 |
143.69 |
+0.64 |
1,005 |
3,944 |
+410 |
Mar12 |
110819 |
143.84 |
143.84 |
142.93 |
143.58 |
+0.65 |
5 |
412 |
+4 |
Total Volume and Open Interest |
326,568 |
175,215 |
+5,229 |
Mexican Peso(CME) |
Sep11 |
110819 |
813.2 |
817.8 |
805.8 |
812.5 |
+3.8 |
42,429 |
113,844 |
+921 |
Oct11 |
110819 |
809.5 |
809.5 |
805.5 |
809.5 |
+4.0 |
|
|
|
Total Volume and Open Interest |
42,451 |
114,330 |
+904 |
Brazilian Real(CME) |
Sep11 |
110819 |
623.20 |
624.70 |
622.20 |
623.20 |
+1.00 |
239 |
6,997 |
+112 |
Oct11 |
110819 |
620.00 |
620.00 |
619.00 |
620.00 |
+1.00 |
|
|
|
Nov11 |
110819 |
616.85 |
616.85 |
615.85 |
616.85 |
+1.00 |
|
|
|
Dec11 |
110819 |
613.60 |
613.60 |
612.65 |
613.60 |
+0.95 |
0 |
206 |
+0 |
Total Volume and Open Interest |
1,089 |
24,300 |
+962 |
30-Year T-Bonds(CBOT) |
Sep11 |
110819 |
139~170 |
140~290 |
139~000 |
140~070 |
+0~190 |
488,377 |
634,921 |
+3,338 |
Dec11 |
110819 |
138~030 |
139~190 |
137~240 |
139~000 |
+0~210 |
7,144 |
17,069 |
+2,371 |
Mar12 |
110819 |
137~090 |
137~300 |
137~090 |
137~300 |
+0~210 |
46 |
26 |
-21 |
Total Volume and Open Interest |
495,567 |
652,016 |
+5,688 |
10-Year T-Notes(CBOT) |
Sep11 |
110819 |
130~245 |
131~065 |
130~105 |
130~255 |
+0~005 |
1,644,601 |
1,904,777 |
-37,195 |
Dec11 |
110819 |
129~275 |
130~080 |
129~125 |
129~275 |
+0~010 |
33,589 |
57,148 |
+17,187 |
Mar12 |
110819 |
128~275 |
128~275 |
128~265 |
128~275 |
+0~010 |
|
|
|
Total Volume and Open Interest |
1,678,190 |
1,961,925 |
-20,008 |
5-Year T-Notes(CBOT) |
Sep11 |
110819 |
123~076 |
123~092 |
123~038 |
123~066 |
unch |
691,503 |
1,413,057 |
-265 |
Dec11 |
110819 |
122~088 |
122~090 |
122~042 |
122~070 |
-0~001 |
17,058 |
15,766 |
+5,598 |
Mar12 |
110819 |
121~094 |
121~095 |
121~094 |
121~094 |
-0~001 |
|
|
|
Total Volume and Open Interest |
708,561 |
1,428,823 |
+5,333 |
2 Year T-Notes(CBOT) |
Sep11 |
110819 |
110~036 |
110~039 |
110~034 |
110~035 |
-0~001 |
218,317 |
964,819 |
-8,167 |
Dec11 |
110819 |
110~033 |
110~034 |
110~031 |
110~032 |
-0~001 |
5,093 |
9,772 |
+2,048 |
Mar12 |
110819 |
110~024 |
110~025 |
110~024 |
110~024 |
-0~001 |
0 |
60 |
+0 |
Total Volume and Open Interest |
223,410 |
974,651 |
-6,119 |
Eurodollars(CME) |
Sep11 |
110819 |
99.610 |
99.613 |
99.570 |
99.592 |
-0.013 |
241,051 |
1,128,821 |
-6,030 |
Dec11 |
110819 |
99.490 |
99.490 |
99.425 |
99.450 |
-0.030 |
313,065 |
1,045,337 |
+22,370 |
Mar12 |
110819 |
99.525 |
99.525 |
99.460 |
99.490 |
-0.020 |
184,887 |
1,092,755 |
-18,106 |
Jun12 |
110819 |
99.555 |
99.565 |
99.510 |
99.535 |
-0.015 |
178,328 |
1,298,119 |
-5,858 |
Sep12 |
110819 |
99.565 |
99.575 |
99.530 |
99.545 |
-0.015 |
179,578 |
904,984 |
-741 |
Dec12 |
110819 |
99.540 |
99.555 |
99.505 |
99.520 |
-0.020 |
196,949 |
775,751 |
+3,688 |
Mar13 |
110819 |
99.520 |
99.535 |
99.485 |
99.495 |
-0.025 |
152,329 |
734,934 |
-10,526 |
Jun13 |
110819 |
99.450 |
99.470 |
99.410 |
99.420 |
-0.030 |
165,337 |
569,245 |
-1,259 |
Sep13 |
110819 |
99.335 |
99.360 |
99.290 |
99.300 |
-0.030 |
153,664 |
498,721 |
-2,028 |
Dec13 |
110819 |
99.175 |
99.200 |
99.115 |
99.130 |
-0.035 |
141,099 |
414,268 |
-13,533 |
Mar14 |
110819 |
99.005 |
99.025 |
98.925 |
98.950 |
-0.040 |
111,423 |
294,977 |
-366 |
Jun14 |
110819 |
98.810 |
98.835 |
98.710 |
98.750 |
-0.045 |
101,050 |
279,417 |
-3,006 |
Sep14 |
110819 |
98.620 |
98.650 |
98.500 |
98.555 |
-0.050 |
62,957 |
141,707 |
-715 |
Dec14 |
110819 |
98.420 |
98.450 |
98.280 |
98.350 |
-0.050 |
77,638 |
148,935 |
+6,967 |
Mar15 |
110819 |
98.235 |
98.255 |
98.075 |
98.150 |
-0.050 |
46,510 |
119,760 |
+2,328 |
Jun15 |
110819 |
6.275 |
6.305 |
6.120 |
6.205 |
-0.045 |
41,619 |
110,201 |
-901 |
Sep15 |
110819 |
6.100 |
6.100 |
5.925 |
6.010 |
-0.035 |
28,220 |
69,294 |
+1,517 |
Dec15 |
110819 |
5.900 |
5.910 |
5.730 |
5.820 |
-0.025 |
38,409 |
60,568 |
+2,956 |
Total Volume and Open Interest |
2,458,372 |
9,902,445 |
-20,759 |
30 Day Federal Funds(CBOT) |
Aug11 |
110819 |
99.902 |
99.905 |
99.900 |
99.902 |
unch |
3,760 |
86,765 |
-1,363 |
Sep11 |
110819 |
99.910 |
99.915 |
99.905 |
99.910 |
-0.005 |
6,412 |
55,317 |
-52 |
Oct11 |
110819 |
99.915 |
99.915 |
99.905 |
99.910 |
-0.005 |
7,343 |
55,523 |
+1,587 |
Nov11 |
110819 |
99.915 |
99.920 |
99.910 |
99.915 |
unch |
2,571 |
53,462 |
+1,075 |
Dec11 |
110819 |
99.925 |
99.925 |
99.915 |
99.920 |
-0.005 |
6,090 |
63,777 |
+1,647 |
Jan12 |
110819 |
99.920 |
99.925 |
99.910 |
99.915 |
-0.010 |
10,762 |
57,005 |
+2,612 |
Total Volume and Open Interest |
104,863 |
821,337 |
-6,364 |
30 Day Fed Funds(e-CBOT) |
3-Mth Euro-Yen(CME) |
Sep11 |
110819 |
99.683 |
99.683 |
99.683 |
99.683 |
+0.003 |
0 |
66 |
+0 |
Dec11 |
110819 |
99.705 |
99.705 |
99.705 |
99.705 |
+0.010 |
0 |
332 |
+0 |
Mar12 |
110819 |
99.713 |
99.713 |
99.713 |
99.713 |
+0.010 |
0 |
340 |
+0 |
Jun12 |
110819 |
99.710 |
99.710 |
99.710 |
99.710 |
+0.010 |
|
|
|
Sep12 |
110819 |
99.630 |
99.630 |
99.630 |
99.630 |
+0.010 |
|
|
|
Dec12 |
110819 |
99.690 |
99.690 |
99.690 |
99.690 |
+0.010 |
|
|
|
Mar13 |
110819 |
99.690 |
99.690 |
99.690 |
99.690 |
+0.010 |
|
|
|
Jun13 |
110819 |
99.645 |
99.645 |
99.645 |
99.645 |
+0.010 |
|
|
|
Sep13 |
110819 |
99.505 |
99.505 |
99.505 |
99.505 |
+0.010 |
|
|
|
Dec13 |
110819 |
99.365 |
99.365 |
99.365 |
99.365 |
+0.010 |
|
|
|
Total Volume and Open Interest |
0 |
738 |
+0 |
3-Mth Euro-Yen(SGX) |
Sep11 |
110819 |
99.68 |
99.68 |
99.68 |
99.68 |
+0.00 |
26 |
1,229 |
+0 |
Dec11 |
110819 |
99.71 |
99.71 |
99.71 |
99.71 |
+0.01 |
696 |
1,675 |
+197 |
Mar12 |
110819 |
99.71 |
99.71 |
99.71 |
99.71 |
+0.01 |
300 |
2,383 |
+300 |
Jun12 |
110819 |
99.71 |
99.71 |
99.71 |
99.71 |
+0.01 |
0 |
1,376 |
+0 |
Sep12 |
110819 |
99.63 |
99.63 |
99.63 |
99.63 |
+0.01 |
0 |
411 |
+0 |
Dec12 |
110819 |
99.69 |
99.69 |
99.69 |
99.69 |
+0.01 |
0 |
49 |
+0 |
Mar13 |
110819 |
99.69 |
99.69 |
99.69 |
99.69 |
+0.01 |
0 |
1 |
+0 |
Jun13 |
110819 |
99.64 |
99.64 |
99.64 |
99.64 |
+0.01 |
|
|
|
Total Volume and Open Interest |
1,022 |
7,126 |
+497 |
Japanese Gov't Bonds(SGX) |
Sep11 |
110819 |
142.79 |
142.98 |
142.63 |
142.77 |
+0.11 |
2,236 |
24,873 |
+664 |
Dec11 |
110819 |
142.53 |
142.53 |
142.43 |
142.43 |
+0.11 |
2 |
12 |
+1 |
Mar12 |
110819 |
140.34 |
140.34 |
140.34 |
140.34 |
+0.11 |
|
|
|
Total Volume and Open Interest |
2,238 |
24,885 |
+665 |
Euro-Bund(EUREX) |
Sep11 |
110819 |
135.88 |
136.18 |
135.02 |
135.31 |
-0.44 |
1,017,919 |
986,026 |
+58,813 |
Dec11 |
110819 |
134.20 |
134.53 |
133.47 |
133.73 |
-0.44 |
3,529 |
7,887 |
+1,782 |
Mar12 |
110819 |
134.31 |
134.31 |
134.31 |
134.31 |
-0.44 |
120 |
1 |
+0 |
Total Volume and Open Interest |
1,021,568 |
993,914 |
+60,595 |
Euro-Bobl(EUREX) |
Sep11 |
110819 |
122.72 |
122.77 |
121.98 |
122.22 |
-0.37 |
621,571 |
680,855 |
-628 |
Dec11 |
110819 |
121.55 |
121.60 |
121.08 |
121.17 |
-0.38 |
1,591 |
4,510 |
+1,453 |
Mar12 |
110819 |
121.22 |
121.22 |
121.22 |
121.22 |
-0.37 |
17 |
0 |
+0 |
Total Volume and Open Interest |
623,179 |
685,365 |
+825 |
3-Mth Euribor(EUREX) |
Sep11 |
110819 |
98.575 |
98.585 |
98.570 |
98.570 |
-0.015 |
46 |
1,980 |
-23 |
Dec11 |
110819 |
98.775 |
98.775 |
98.775 |
98.775 |
-0.045 |
60 |
1,478 |
-50 |
Mar12 |
110819 |
99.000 |
99.000 |
98.925 |
98.925 |
-0.065 |
7 |
2,506 |
-7 |
Total Volume and Open Interest |
145 |
9,977 |
-80 |
Long Gilt(LIFFE) |
Sep11 |
110819 |
130~08 |
130~19 |
129~08 |
129~18 |
-0~27 |
149,670 |
350,569 |
+1,121 |
Dec11 |
110819 |
129~00 |
129~00 |
128~03 |
128~08 |
-0~27 |
38 |
243 |
+31 |
Total Volume and Open Interest |
149,708 |
350,812 |
+1,152 |
3-Mth Short Sterling(LIFFE) |
Sep11 |
110819 |
99.10 |
99.11 |
99.07 |
99.08 |
-0.03 |
50,478 |
394,518 |
+882 |
Dec11 |
110819 |
99.09 |
99.10 |
99.02 |
99.03 |
-0.07 |
43,311 |
460,232 |
-2,245 |
Mar12 |
110819 |
99.14 |
99.15 |
99.03 |
99.04 |
-0.11 |
58,247 |
370,355 |
+2,805 |
Jun12 |
110819 |
99.16 |
99.17 |
99.04 |
99.05 |
-0.12 |
46,304 |
244,161 |
+1,236 |
Sep12 |
110819 |
99.15 |
99.17 |
99.02 |
99.04 |
-0.12 |
55,275 |
279,750 |
+6,347 |
Dec12 |
110819 |
99.10 |
99.12 |
98.97 |
98.99 |
-0.11 |
63,575 |
244,047 |
+5,093 |
Total Volume and Open Interest |
416,830 |
2,442,277 |
+4,583 |
3-Mth Euribor(LIFFE) |
Sep11 |
110819 |
98.585 |
98.620 |
98.560 |
98.570 |
-0.015 |
111,200 |
638,030 |
+12,221 |
Dec11 |
110819 |
98.800 |
98.845 |
98.740 |
98.775 |
-0.045 |
138,100 |
610,154 |
+3,451 |
Mar12 |
110819 |
98.970 |
99.015 |
98.920 |
98.925 |
-0.065 |
134,500 |
480,188 |
+2,006 |
Total Volume and Open Interest |
953,958 |
3,463,955 |
+18,860 |
3-Mth Aus T-Bills(SFE) |
Sep11 |
110819 |
95.39 |
95.48 |
95.37 |
95.42 |
+0.03 |
24,535 |
244,698 |
+4,882 |
Dec11 |
110819 |
95.99 |
96.15 |
95.96 |
96.08 |
+0.10 |
40,331 |
263,817 |
-880 |
Mar12 |
110819 |
96.29 |
96.47 |
96.27 |
96.38 |
+0.09 |
21,230 |
170,956 |
+2,795 |
Jun12 |
110819 |
96.29 |
96.44 |
96.27 |
96.37 |
+0.09 |
5,671 |
95,902 |
+228 |
Sep12 |
110819 |
96.14 |
96.27 |
96.10 |
96.20 |
+0.09 |
4,183 |
63,835 |
-153 |
Dec12 |
110819 |
96.03 |
96.09 |
95.99 |
96.02 |
+0.09 |
2,053 |
37,403 |
+62 |
Mar13 |
110819 |
95.78 |
95.90 |
95.78 |
95.87 |
+0.09 |
1,098 |
39,227 |
+82 |
Jun13 |
110819 |
95.75 |
95.76 |
95.71 |
95.73 |
+0.10 |
431 |
18,455 |
+229 |
Sep13 |
110819 |
95.61 |
95.64 |
95.60 |
95.61 |
+0.09 |
66 |
3,338 |
+30 |
Dec13 |
110819 |
95.48 |
95.54 |
95.48 |
95.51 |
+0.10 |
30 |
1,697 |
+6 |
Total Volume and Open Interest |
99,655 |
939,474 |
+7,283 |
10-Year Aus T-Bonds(SFE) |
Sep11 |
110819 |
95.66 |
95.82 |
95.65 |
95.78 |
+0.14 |
66,334 |
463,194 |
+7,053 |
Dec11 |
110819 |
95.78 |
95.78 |
95.78 |
95.78 |
+0.14 |
|
|
|
Total Volume and Open Interest |
66,334 |
463,194 |
+7,053 |
3-Year Aus T-Bonds(SFE) |
Sep11 |
110819 |
96.32 |
96.49 |
96.30 |
96.43 |
+0.12 |
205,115 |
903,238 |
+20,711 |
Dec11 |
110819 |
96.43 |
96.43 |
96.43 |
96.43 |
+0.12 |
|
|
|
Total Volume and Open Interest |
205,115 |
903,238 |
+20,711 |
Gold(CMX) |
Aug11 |
110819 |
1823.7 |
1874.4 |
1823.7 |
1848.9 |
+30.0 |
868 |
641 |
+15 |
Oct11 |
110819 |
1825.5 |
1878.8 |
1822.4 |
1850.1 |
+30.2 |
35,955 |
27,404 |
-10 |
Dec11 |
110819 |
1827.1 |
1881.4 |
1824.5 |
1852.2 |
+30.2 |
223,989 |
368,836 |
+5,312 |
Feb12 |
110819 |
1830.0 |
1881.4 |
1827.5 |
1854.0 |
+30.1 |
4,870 |
27,129 |
+1,359 |
Apr12 |
110819 |
1832.0 |
1883.6 |
1832.0 |
1856.0 |
+30.1 |
287 |
7,110 |
+11 |
Jun12 |
110819 |
1842.8 |
1883.0 |
1842.8 |
1858.0 |
+30.1 |
630 |
15,869 |
-35 |
Aug12 |
110819 |
1858.0 |
1878.0 |
1858.0 |
1859.9 |
+30.2 |
56 |
6,222 |
+23 |
Oct12 |
110819 |
1877.1 |
1877.1 |
1861.9 |
1861.9 |
+30.1 |
62 |
4,194 |
+11 |
Dec12 |
110819 |
1838.0 |
1892.5 |
1838.0 |
1864.1 |
+30.1 |
598 |
12,426 |
+127 |
Feb13 |
110819 |
1883.0 |
1883.0 |
1866.1 |
1866.1 |
+30.2 |
31 |
1,613 |
+28 |
Apr13 |
110819 |
1882.0 |
1882.0 |
1868.3 |
1868.3 |
+30.4 |
2 |
337 |
+2 |
Jun13 |
110819 |
1896.3 |
1896.4 |
1870.8 |
1870.8 |
+30.5 |
2 |
11,850 |
+1 |
Total Volume and Open Interest |
271,842 |
521,246 |
+6,633 |
Silver(CMX) |
Sep11 |
110819 |
4064.0 |
4286.0 |
4056.0 |
4243.2 |
+174.4 |
47,032 |
37,707 |
-1,277 |
Dec11 |
110819 |
4064.5 |
4300.5 |
4060.0 |
4246.7 |
+175.1 |
16,099 |
47,117 |
-23 |
Mar12 |
110819 |
4073.0 |
4251.5 |
4073.0 |
4247.9 |
+175.2 |
817 |
6,694 |
+147 |
May12 |
110819 |
4246.5 |
4246.8 |
4246.5 |
4246.8 |
+175.1 |
17 |
2,283 |
+2 |
Jul12 |
110819 |
4226.0 |
4245.2 |
4226.0 |
4245.2 |
+175.1 |
5 |
1,973 |
+1 |
Sep12 |
110819 |
4070.0 |
4244.5 |
4070.0 |
4242.0 |
+175.1 |
11 |
316 |
-2 |
Dec12 |
110819 |
4069.0 |
4282.5 |
4069.0 |
4235.7 |
+175.4 |
177 |
8,472 |
+15 |
Total Volume and Open Interest |
64,296 |
116,153 |
-1,130 |
Platinum(NYMEX) |
Oct11 |
110819 |
1845.9 |
1882.1 |
1842.5 |
1874.9 |
+27.2 |
7,180 |
34,352 |
+622 |
Jan12 |
110819 |
1849.1 |
1885.0 |
1848.3 |
1878.1 |
+27.4 |
160 |
2,269 |
+65 |
Apr12 |
110819 |
1857.1 |
1884.3 |
1857.0 |
1882.3 |
+28.9 |
8 |
354 |
+8 |
Jul12 |
110819 |
1870.0 |
1887.0 |
1870.0 |
1885.5 |
+28.9 |
0 |
12 |
+0 |
Total Volume and Open Interest |
7,348 |
36,989 |
+695 |
Palladium(NYMEX) |
Sep11 |
110819 |
758.60 |
761.95 |
741.10 |
748.80 |
-8.20 |
4,747 |
12,293 |
-1,086 |
Dec11 |
110819 |
757.00 |
762.15 |
744.15 |
750.65 |
-8.10 |
1,094 |
8,253 |
+279 |
Mar12 |
110819 |
97.49 |
97.49 |
95.54 |
96.34 |
-8.20 |
6 |
92 |
+0 |
Total Volume and Open Interest |
5,847 |
20,643 |
-807 |
Copper(CMX) |
Sep11 |
110819 |
394.50 |
401.45 |
392.55 |
398.35 |
+1.75 |
37,263 |
30,834 |
-291 |
Dec11 |
110819 |
396.20 |
403.20 |
394.50 |
400.25 |
+1.65 |
11,023 |
65,848 |
+1,349 |
Mar12 |
110819 |
396.90 |
405.00 |
396.90 |
401.95 |
+1.60 |
2,329 |
17,725 |
+267 |
May12 |
110819 |
401.55 |
402.90 |
401.55 |
402.75 |
+1.60 |
1,376 |
3,441 |
-701 |
Jul12 |
110819 |
403.15 |
403.15 |
403.15 |
403.15 |
+1.55 |
43 |
1,094 |
-6 |
Total Volume and Open Interest |
52,652 |
125,937 |
+783 |
DJIA Index(CBOT) |
Sep11 |
110819 |
11002 |
11050 |
10785 |
10820 |
-197 |
1,342 |
13,827 |
+796 |
Dec11 |
110819 |
10879 |
10944 |
10748 |
10748 |
-196 |
11 |
103 |
+6 |
Mar12 |
110819 |
10679 |
10875 |
10679 |
10679 |
-196 |
|
|
|
Jun12 |
110819 |
10609 |
10805 |
10609 |
10609 |
-196 |
|
|
|
Total Volume and Open Interest |
1,353 |
13,930 |
+802 |
E-mini DJIA Index(CBOT) |
Sep11 |
110819 |
11024 |
11065 |
10778 |
10820 |
-197 |
222,033 |
76,215 |
-1,429 |
Dec11 |
110819 |
10909 |
10984 |
10720 |
10748 |
-196 |
310 |
515 |
-7 |
Mar12 |
110819 |
10679 |
10679 |
10679 |
10679 |
-196 |
0 |
13 |
+0 |
Jun12 |
110819 |
10609 |
10609 |
10609 |
10609 |
-196 |
|
|
|
Total Volume and Open Interest |
222,343 |
76,743 |
-1,436 |
S & P 500(CME) |
Sep11 |
110819 |
1142.50 |
1153.00 |
1117.40 |
1124.00 |
-19.50 |
39,973 |
328,004 |
+10,153 |
Dec11 |
110819 |
1118.50 |
1146.80 |
1114.00 |
1118.20 |
-19.60 |
1,399 |
18,661 |
+1,138 |
Mar12 |
110819 |
1112.60 |
1141.10 |
1109.60 |
1112.60 |
-19.50 |
0 |
660 |
+23 |
Jun12 |
110819 |
1107.10 |
1135.60 |
1104.10 |
1107.10 |
-19.50 |
1 |
27 |
+0 |
Total Volume and Open Interest |
41,373 |
347,452 |
+11,314 |
S & P 500 E-Mini(Globex) |
Sep11 |
110819 |
1143.75 |
1153.25 |
1117.50 |
1124.00 |
-19.50 |
3,809,916 |
3,363,879 |
+160,201 |
Dec11 |
110819 |
1136.75 |
1147.75 |
1112.00 |
1118.25 |
-19.50 |
9,103 |
60,158 |
+1,753 |
Total Volume and Open Interest |
3,819,592 |
3,424,925 |
+162,416 |
NASDAQ 100(CME) |
Sep11 |
110819 |
2079.80 |
2100.00 |
2033.00 |
2041.00 |
-41.00 |
3,155 |
23,628 |
+582 |
Dec11 |
110819 |
2035.80 |
2035.80 |
2030.00 |
2035.80 |
-41.00 |
2 |
67 |
+0 |
Mar12 |
110819 |
2032.50 |
2033.50 |
2032.50 |
2032.50 |
-41.00 |
|
|
|
Total Volume and Open Interest |
3,157 |
23,695 |
+582 |
NASDAQ 100 E-Mini(Globex) |
Sep11 |
110819 |
2084.80 |
2102.00 |
2033.80 |
2041.00 |
-41.00 |
444,399 |
342,066 |
+3,874 |
Dec11 |
110819 |
2075.00 |
2095.00 |
2028.80 |
2035.80 |
-41.00 |
321 |
5,904 |
+48 |
Total Volume and Open Interest |
444,722 |
347,980 |
+3,922 |
S & P Midcap 400(CME) |
Sep11 |
110819 |
804.00 |
804.00 |
786.00 |
792.00 |
-14.70 |
0 |
4,626 |
+0 |
Dec11 |
110819 |
786.90 |
786.90 |
786.90 |
786.90 |
-15.50 |
|
|
|
Mar12 |
110819 |
785.20 |
785.20 |
785.20 |
785.20 |
-15.50 |
|
|
|
Total Volume and Open Interest |
0 |
4,626 |
+0 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Sep11 |
110819 |
8765 |
8800 |
8600 |
8635 |
-135 |
17,672 |
31,287 |
-397 |
Dec11 |
110819 |
8745 |
8745 |
8600 |
8605 |
-135 |
6 |
235 |
+4 |
Total Volume and Open Interest |
17,678 |
31,522 |
-393 |
Nikkei 225(SGX) |
Sep11 |
110819 |
8935 |
8950 |
8690 |
8715 |
-225 |
103,812 |
217,307 |
+1,461 |
Dec11 |
110819 |
8865 |
8865 |
8645 |
8657 |
-223 |
128 |
9,958 |
+0 |
Mar12 |
110819 |
8650 |
8650 |
8650 |
8650 |
-225 |
0 |
11 |
+0 |
Total Volume and Open Interest |
103,992 |
233,490 |
+1,463 |
CAC 40(EURONEXT) |
Aug11 |
110819 |
3044.5 |
3067.0 |
2946.5 |
3033.5 |
-47.5 |
204,844 |
211,572 |
-124,233 |
Sep11 |
110819 |
3038.0 |
3074.5 |
2940.5 |
3012.0 |
-64.5 |
111,127 |
266,820 |
+57,179 |
Oct11 |
110819 |
3005.0 |
3056.0 |
2942.0 |
3009.0 |
-64.0 |
68 |
417 |
+5 |
Total Volume and Open Interest |
316,051 |
478,878 |
-67,035 |
Hang Seng Index(HKFE) |
Aug11 |
110819 |
19407 |
19560 |
19238 |
19309 |
-625 |
90,201 |
102,937 |
+922 |
Sep11 |
110819 |
19303 |
19455 |
19144 |
19212 |
-622 |
3,528 |
11,229 |
+1,282 |
Total Volume and Open Interest |
94,354 |
118,528 |
+2,173 |
DAX(EUREX) |
Sep11 |
110819 |
5538.0 |
5598.0 |
5346.0 |
5499.0 |
-97.5 |
248,508 |
184,360 |
+9,260 |
Dec11 |
110819 |
5552.0 |
5611.0 |
5371.0 |
5514.5 |
-98.0 |
1,428 |
12,099 |
+565 |
Mar12 |
110819 |
5572.0 |
5585.0 |
5392.5 |
5534.0 |
-98.5 |
209 |
1,320 |
+50 |
Total Volume and Open Interest |
250,145 |
197,779 |
+9,875 |
FT-SE 100(EURONEXT) |
Sep11 |
110819 |
5045.00 |
5100.00 |
4921.50 |
5036.00 |
-44.50 |
180,968 |
608,250 |
-6,224 |
Dec11 |
110819 |
5006.00 |
5022.50 |
4915.00 |
5010.50 |
-44.50 |
1,802 |
3,540 |
+2,194 |
Mar12 |
110819 |
5010.00 |
5010.00 |
4971.50 |
4971.50 |
-44.50 |
0 |
193 |
+0 |
Total Volume and Open Interest |
182,991 |
612,325 |
-3,874 |
SPI 200(SFE) |
Sep11 |
110819 |
4211.0 |
4217.0 |
4066.0 |
4069.0 |
-150.0 |
64,763 |
267,888 |
+2,464 |
Dec11 |
110819 |
4222.0 |
4222.0 |
4076.0 |
4076.0 |
-152.0 |
188 |
6,399 |
+92 |
Mar12 |
110819 |
4051.0 |
4051.0 |
4051.0 |
4051.0 |
-153.0 |
169 |
2,088 |
+56 |
Total Volume and Open Interest |
65,199 |
285,719 |
+2,685 |
GSCI(CME) |
Sep11 |
110819 |
636.00 |
645.20 |
631.50 |
642.25 |
+8.50 |
120 |
8,848 |
+7 |
Oct11 |
110819 |
636.10 |
645.00 |
631.80 |
642.25 |
+8.50 |
2 |
0 |
+0 |
Nov11 |
110819 |
643.25 |
646.50 |
634.00 |
643.25 |
+7.50 |
2 |
0 |
+0 |
Total Volume and Open Interest |
124 |
8,848 |
+7 |
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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