|
MRCI's End of Day Prices |
Daily Futures Price Listing Mon August 22, 2011 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Sep11 |
110822 |
1366.50 |
1379.50 |
1362.25 |
1376.50 |
+16.75 |
8,710 |
36,260 |
-1,391 |
Nov11 |
110822 |
1375.50 |
1388.50 |
1371.00 |
1385.25 |
+16.75 |
71,621 |
296,044 |
-575 |
Jan12 |
110822 |
1385.00 |
1398.50 |
1381.25 |
1395.25 |
+16.50 |
5,083 |
60,265 |
-387 |
Mar12 |
110822 |
1385.00 |
1402.00 |
1383.50 |
1397.75 |
+14.25 |
4,409 |
35,219 |
+709 |
May12 |
110822 |
1386.75 |
1400.00 |
1384.50 |
1393.50 |
+11.25 |
3,355 |
37,594 |
+134 |
Jul12 |
110822 |
1390.25 |
1400.00 |
1383.25 |
1395.50 |
+12.25 |
1,740 |
20,279 |
-50 |
Aug12 |
110822 |
1383.00 |
1383.00 |
1373.00 |
1383.00 |
+10.00 |
0 |
238 |
+0 |
Total Volume and Open Interest |
95,478 |
513,008 |
-1,507 |
Soybean Meal(CBOT) |
Sep11 |
110822 |
355.90 |
363.00 |
355.80 |
362.70 |
+8.60 |
9,341 |
27,558 |
-512 |
Oct11 |
110822 |
357.20 |
366.50 |
357.20 |
365.10 |
+8.60 |
2,919 |
22,670 |
-332 |
Dec11 |
110822 |
362.90 |
370.00 |
362.60 |
369.70 |
+8.80 |
28,903 |
83,402 |
+2,518 |
Jan12 |
110822 |
365.90 |
371.60 |
364.60 |
371.50 |
+8.60 |
1,444 |
9,289 |
+227 |
Mar12 |
110822 |
369.00 |
373.60 |
365.30 |
373.50 |
+8.20 |
315 |
7,139 |
+40 |
May12 |
110822 |
368.00 |
372.70 |
365.50 |
372.70 |
+7.20 |
748 |
10,082 |
+104 |
Jul12 |
110822 |
367.70 |
372.50 |
365.50 |
372.20 |
+6.70 |
669 |
4,388 |
+226 |
Aug12 |
110822 |
367.30 |
368.80 |
362.20 |
368.80 |
+6.60 |
44 |
593 |
+6 |
Total Volume and Open Interest |
44,461 |
169,060 |
+2,269 |
Soybean Oil(CBOT) |
Sep11 |
110822 |
55.67 |
56.01 |
55.37 |
55.60 |
+0.21 |
14,296 |
40,250 |
+8 |
Oct11 |
110822 |
55.90 |
56.20 |
55.58 |
55.79 |
+0.22 |
6,395 |
31,507 |
+230 |
Dec11 |
110822 |
56.22 |
56.58 |
55.95 |
56.18 |
+0.23 |
40,047 |
134,897 |
-2,590 |
Jan12 |
110822 |
56.50 |
56.84 |
56.20 |
56.43 |
+0.20 |
2,001 |
29,689 |
-300 |
Mar12 |
110822 |
56.76 |
57.06 |
56.46 |
56.68 |
+0.17 |
991 |
19,705 |
+223 |
May12 |
110822 |
56.81 |
57.24 |
56.55 |
56.78 |
+0.14 |
424 |
11,467 |
+181 |
Jul12 |
110822 |
56.94 |
57.40 |
56.05 |
56.92 |
+0.12 |
290 |
7,205 |
+145 |
Aug12 |
110822 |
56.94 |
56.94 |
56.82 |
56.94 |
+0.12 |
8 |
523 |
+8 |
Total Volume and Open Interest |
64,536 |
278,637 |
-2,080 |
Canola(WCE) |
Nov11 |
110822 |
549.2 |
559.5 |
549.2 |
557.5 |
+3.1 |
5,149 |
107,602 |
-1,264 |
Jan12 |
110822 |
557.5 |
567.0 |
557.5 |
565.8 |
+3.0 |
1,328 |
28,980 |
+490 |
Mar12 |
110822 |
573.0 |
575.3 |
570.5 |
573.8 |
+3.0 |
536 |
12,106 |
+373 |
May12 |
110822 |
580.4 |
581.9 |
579.9 |
580.5 |
+2.6 |
223 |
8,350 |
+2 |
Jul12 |
110822 |
585.9 |
586.3 |
585.1 |
585.4 |
+2.2 |
120 |
3,983 |
+27 |
Total Volume and Open Interest |
7,412 |
163,222 |
-327 |
Corn(CBOT) |
Sep11 |
110822 |
715.50 |
722.25 |
711.50 |
720.50 |
+9.50 |
59,927 |
153,909 |
-7,807 |
Dec11 |
110822 |
729.75 |
736.50 |
725.50 |
734.50 |
+9.25 |
137,944 |
678,887 |
-2,314 |
Mar12 |
110822 |
742.25 |
749.00 |
738.75 |
747.00 |
+9.00 |
16,012 |
174,466 |
+1,996 |
May12 |
110822 |
745.75 |
752.50 |
743.50 |
750.50 |
+8.50 |
2,401 |
37,364 |
+294 |
Jul12 |
110822 |
748.75 |
754.25 |
745.00 |
751.75 |
+7.75 |
3,783 |
74,858 |
+310 |
Sep12 |
110822 |
692.00 |
700.00 |
692.00 |
700.00 |
+8.25 |
937 |
13,555 |
+132 |
Total Volume and Open Interest |
223,976 |
1,246,980 |
-6,390 |
Wheat(CBOT) |
Sep11 |
110822 |
734.00 |
766.00 |
730.75 |
735.50 |
+4.75 |
23,517 |
58,624 |
-3,296 |
Dec11 |
110822 |
765.00 |
778.75 |
761.50 |
766.00 |
+4.75 |
45,506 |
205,058 |
-8 |
Mar12 |
110822 |
791.25 |
805.00 |
790.00 |
796.50 |
+7.50 |
6,949 |
71,120 |
+1,147 |
May12 |
110822 |
806.00 |
815.00 |
801.50 |
808.50 |
+7.00 |
1,437 |
14,077 |
+264 |
Jul12 |
110822 |
805.50 |
818.00 |
804.00 |
809.50 |
+4.25 |
2,169 |
53,654 |
+356 |
Total Volume and Open Interest |
80,228 |
430,644 |
-1,582 |
Wheat(KCBT) |
Sep11 |
110822 |
819.00 |
834.00 |
816.25 |
821.75 |
+2.75 |
9,690 |
46,902 |
-1,730 |
Dec11 |
110822 |
841.75 |
858.00 |
840.00 |
846.00 |
+3.25 |
13,116 |
72,937 |
+2,916 |
Mar12 |
110822 |
852.75 |
867.50 |
852.75 |
857.50 |
+4.75 |
4,852 |
29,556 |
+2,743 |
May12 |
110822 |
861.00 |
867.50 |
858.50 |
860.50 |
+4.75 |
456 |
3,955 |
+20 |
Jul12 |
110822 |
848.00 |
861.75 |
848.00 |
852.50 |
+5.50 |
890 |
18,872 |
+245 |
Total Volume and Open Interest |
29,106 |
175,501 |
+4,192 |
Wheat(MGE) |
Sep11 |
110822 |
947.00 |
969.75 |
940.75 |
943.25 |
-2.00 |
2,914 |
9,204 |
-793 |
Dec11 |
110822 |
924.00 |
942.00 |
920.25 |
923.25 |
+2.50 |
3,811 |
20,688 |
-304 |
Mar12 |
110822 |
923.75 |
940.00 |
920.00 |
923.50 |
-0.50 |
781 |
7,236 |
+131 |
May12 |
110822 |
929.00 |
936.50 |
919.50 |
921.75 |
-1.50 |
538 |
3,458 |
+157 |
Jul12 |
110822 |
924.50 |
932.75 |
917.25 |
919.00 |
-2.25 |
382 |
4,535 |
-5 |
Total Volume and Open Interest |
8,555 |
48,628 |
-851 |
Oats(CBOT) |
Sep11 |
110822 |
348.00 |
354.50 |
347.00 |
354.00 |
+5.50 |
158 |
1,796 |
+9 |
Dec11 |
110822 |
357.50 |
364.50 |
356.50 |
363.00 |
+5.50 |
407 |
10,443 |
+70 |
Mar12 |
110822 |
372.00 |
374.00 |
368.00 |
373.50 |
+5.50 |
60 |
1,118 |
+49 |
May12 |
110822 |
380.50 |
380.50 |
375.00 |
380.50 |
+5.50 |
0 |
36 |
+0 |
Total Volume and Open Interest |
627 |
13,425 |
+130 |
Rough Rice(CBOT) |
Sep11 |
110822 |
16.75 |
17.20 |
16.75 |
16.97 |
+0.22 |
1,092 |
6,023 |
-547 |
Nov11 |
110822 |
17.05 |
17.51 |
17.05 |
17.29 |
+0.24 |
919 |
9,711 |
+275 |
Jan12 |
110822 |
17.44 |
17.72 |
17.35 |
17.59 |
+0.24 |
100 |
1,438 |
+52 |
Mar12 |
110822 |
17.92 |
17.95 |
17.63 |
17.85 |
+0.22 |
2 |
870 |
+1 |
Total Volume and Open Interest |
2,113 |
18,204 |
-219 |
Live Cattle(CME) |
Aug11 |
110822 |
114.850 |
114.950 |
114.150 |
114.650 |
+0.350 |
2,683 |
5,505 |
-1,529 |
Oct11 |
110822 |
116.100 |
116.285 |
115.250 |
115.700 |
+0.200 |
28,594 |
128,619 |
-4,068 |
Dec11 |
110822 |
117.480 |
117.930 |
116.950 |
117.430 |
+0.100 |
14,420 |
90,076 |
-239 |
Feb12 |
110822 |
120.550 |
120.785 |
119.885 |
120.350 |
+0.170 |
4,228 |
41,389 |
+559 |
Apr12 |
110822 |
124.400 |
124.730 |
123.800 |
124.480 |
+0.430 |
3,249 |
25,482 |
+574 |
Jun12 |
110822 |
122.150 |
122.535 |
121.750 |
122.430 |
+0.280 |
838 |
10,560 |
+261 |
Total Volume and Open Interest |
54,442 |
303,823 |
-4,417 |
Feeder Cattle(CME) |
Aug11 |
110822 |
133.800 |
133.900 |
133.400 |
133.485 |
+0.185 |
767 |
3,599 |
-230 |
Sep11 |
110822 |
133.575 |
134.685 |
133.575 |
134.200 |
+0.400 |
1,494 |
6,886 |
-36 |
Oct11 |
110822 |
134.185 |
135.300 |
133.900 |
134.575 |
+0.475 |
2,728 |
13,401 |
+615 |
Nov11 |
110822 |
135.650 |
136.500 |
135.185 |
135.900 |
+0.325 |
861 |
5,583 |
+198 |
Jan12 |
110822 |
136.800 |
136.900 |
136.035 |
136.550 |
+0.170 |
399 |
3,342 |
+133 |
Mar12 |
110822 |
136.250 |
137.000 |
136.250 |
136.600 |
+0.365 |
60 |
995 |
+21 |
Apr12 |
110822 |
136.500 |
137.400 |
136.500 |
137.150 |
+0.650 |
18 |
262 |
+13 |
Total Volume and Open Interest |
6,344 |
34,270 |
+727 |
Lean Hogs(CME) |
Oct11 |
110822 |
88.550 |
89.350 |
88.285 |
89.000 |
+0.615 |
16,017 |
89,213 |
-1,390 |
Dec11 |
110822 |
85.000 |
85.580 |
84.535 |
85.150 |
+0.265 |
8,464 |
75,078 |
+631 |
Feb12 |
110822 |
87.550 |
88.150 |
87.100 |
87.750 |
+0.200 |
2,930 |
37,431 |
+254 |
Apr12 |
110822 |
89.150 |
90.000 |
89.150 |
89.750 |
+0.400 |
1,101 |
24,089 |
-55 |
May12 |
110822 |
94.300 |
94.600 |
94.300 |
94.300 |
+0.300 |
49 |
979 |
+4 |
Jun12 |
110822 |
96.200 |
96.550 |
95.730 |
96.500 |
+0.400 |
510 |
12,113 |
-90 |
Jul12 |
110822 |
94.680 |
95.035 |
94.535 |
94.535 |
+0.135 |
47 |
3,671 |
-6 |
Aug12 |
110822 |
93.200 |
93.700 |
93.200 |
93.400 |
-0.100 |
18 |
2,296 |
-3 |
Total Volume and Open Interest |
29,147 |
245,807 |
-657 |
Class III Milk(CME) |
Aug11 |
110822 |
21.54 |
21.54 |
21.48 |
21.53 |
+0.05 |
106 |
6,574 |
+21 |
Sep11 |
110822 |
18.42 |
18.85 |
18.36 |
18.70 |
+0.05 |
737 |
6,275 |
-223 |
Oct11 |
110822 |
17.93 |
18.16 |
17.92 |
18.05 |
+0.07 |
376 |
5,008 |
-101 |
Nov11 |
110822 |
17.99 |
18.04 |
17.87 |
18.00 |
+0.13 |
137 |
4,430 |
+13 |
Dec11 |
110822 |
17.80 |
17.90 |
17.70 |
17.80 |
+0.10 |
69 |
3,864 |
+19 |
Total Volume and Open Interest |
1,797 |
36,154 |
+84 |
Cocoa(ICE) |
Sep11 |
110822 |
3021 |
3045 |
3017 |
3043 |
+45 |
1,159 |
275 |
-1,090 |
Dec11 |
110822 |
3008 |
3053 |
3004 |
3045 |
+41 |
10,947 |
70,952 |
-1,006 |
Mar12 |
110822 |
3048 |
3089 |
3044 |
3085 |
+44 |
1,551 |
45,012 |
+157 |
May12 |
110822 |
3059 |
3096 |
3059 |
3091 |
+42 |
473 |
14,998 |
-62 |
Jul12 |
110822 |
3078 |
3104 |
3078 |
3104 |
+42 |
545 |
6,717 |
+458 |
Sep12 |
110822 |
3100 |
3118 |
3100 |
3117 |
+44 |
234 |
9,767 |
+53 |
Dec12 |
110822 |
3131 |
3131 |
3131 |
3131 |
+44 |
397 |
5,267 |
+197 |
Total Volume and Open Interest |
15,906 |
157,512 |
-1,093 |
Coffee "C"(ICE) |
Sep11 |
110822 |
265.00 |
269.55 |
263.40 |
264.70 |
-1.45 |
4,732 |
10,296 |
-2,200 |
Dec11 |
110822 |
267.20 |
273.25 |
266.55 |
268.35 |
-1.50 |
14,972 |
67,783 |
+354 |
Mar12 |
110822 |
271.35 |
275.55 |
269.60 |
271.15 |
-1.20 |
1,603 |
17,118 |
+355 |
May12 |
110822 |
273.90 |
276.00 |
270.45 |
271.85 |
-1.15 |
315 |
8,107 |
+66 |
Jul12 |
110822 |
272.60 |
274.25 |
268.80 |
270.25 |
-1.20 |
78 |
2,719 |
+22 |
Sep12 |
110822 |
271.05 |
272.40 |
267.80 |
268.40 |
-1.10 |
11 |
1,927 |
-4 |
Total Volume and Open Interest |
21,748 |
109,698 |
-1,382 |
Orange Juice(ICE) |
Sep11 |
110822 |
175.00 |
177.65 |
170.10 |
174.60 |
-0.55 |
708 |
5,467 |
-426 |
Nov11 |
110822 |
167.50 |
168.50 |
161.95 |
165.65 |
+1.50 |
685 |
14,966 |
+227 |
Jan12 |
110822 |
166.05 |
166.10 |
162.00 |
165.25 |
+1.95 |
67 |
3,286 |
-5 |
Mar12 |
110822 |
165.80 |
165.80 |
165.80 |
165.80 |
+2.00 |
0 |
1,383 |
+0 |
May12 |
110822 |
166.45 |
166.45 |
166.45 |
166.45 |
+2.30 |
0 |
369 |
+0 |
Jul12 |
110822 |
166.45 |
166.45 |
166.45 |
166.45 |
+1.80 |
0 |
153 |
+0 |
Total Volume and Open Interest |
1,460 |
25,635 |
-204 |
Sugar #11(ICE) |
Oct11 |
110822 |
30.89 |
31.65 |
30.58 |
30.79 |
-0.17 |
32,187 |
255,312 |
-2,401 |
Mar12 |
110822 |
29.40 |
30.21 |
29.40 |
29.61 |
-0.07 |
14,989 |
152,214 |
+1,245 |
May12 |
110822 |
27.52 |
28.29 |
27.52 |
27.79 |
-0.07 |
4,037 |
44,254 |
-376 |
Jul12 |
110822 |
26.40 |
26.80 |
26.26 |
26.43 |
-0.14 |
2,835 |
62,174 |
-398 |
Oct12 |
110822 |
25.55 |
25.70 |
25.28 |
25.46 |
-0.14 |
1,568 |
29,493 |
+76 |
Total Volume and Open Interest |
56,771 |
586,996 |
-1,644 |
London Cocoa(LCE) |
Sep11 |
110822 |
1877 |
1909 |
1877 |
1906 |
+35 |
1,463 |
53,357 |
-282 |
Dec11 |
110822 |
1898 |
1921 |
1894 |
1917 |
+28 |
5,266 |
63,904 |
+1,054 |
Mar12 |
110822 |
1919 |
1937 |
1914 |
1935 |
+27 |
1,539 |
43,022 |
+55 |
May12 |
110822 |
1927 |
1942 |
1921 |
1940 |
+23 |
484 |
14,687 |
+72 |
Jul12 |
110822 |
1927 |
1945 |
1925 |
1945 |
+22 |
497 |
7,873 |
+174 |
Sep12 |
110822 |
1946 |
1952 |
1946 |
1952 |
+21 |
335 |
5,313 |
+225 |
Dec12 |
110822 |
1957 |
1957 |
1957 |
1957 |
+20 |
52 |
8,754 |
+32 |
Total Volume and Open Interest |
9,636 |
197,816 |
+1,330 |
London Sugar(LCE) |
Oct11 |
110822 |
800.40 |
815.90 |
796.00 |
798.50 |
+11.60 |
1,620 |
21,259 |
+91 |
Dec11 |
110822 |
757.40 |
770.00 |
751.30 |
752.00 |
+6.30 |
331 |
7,496 |
+11 |
Mar12 |
110822 |
739.30 |
752.60 |
735.00 |
736.70 |
+5.80 |
281 |
10,631 |
-6 |
May12 |
110822 |
713.20 |
726.60 |
709.70 |
712.90 |
+5.60 |
91 |
3,179 |
+20 |
Aug12 |
110822 |
689.90 |
702.20 |
685.80 |
688.70 |
+1.70 |
19 |
2,193 |
-12 |
Total Volume and Open Interest |
2,362 |
46,460 |
+107 |
Cotton(ICE) |
Oct11 |
110822 |
105.50 |
106.84 |
105.30 |
106.61 |
-0.15 |
30 |
452 |
-10 |
Dec11 |
110822 |
105.00 |
107.82 |
104.16 |
106.45 |
+0.23 |
9,989 |
93,613 |
-629 |
Mar12 |
110822 |
101.79 |
104.25 |
101.32 |
103.40 |
+0.51 |
2,925 |
30,992 |
-78 |
May12 |
110822 |
100.35 |
102.68 |
100.35 |
101.85 |
+0.30 |
733 |
6,499 |
-96 |
Jul12 |
110822 |
99.55 |
101.50 |
99.44 |
100.40 |
+0.08 |
577 |
8,256 |
+58 |
Oct12 |
110822 |
100.67 |
100.67 |
100.67 |
100.67 |
+0.08 |
1 |
3 |
+0 |
Total Volume and Open Interest |
14,312 |
143,900 |
-750 |
Lumber(CME) |
Sep11 |
110822 |
217.8 |
220.1 |
216.6 |
218.9 |
+2.4 |
500 |
2,632 |
-128 |
Nov11 |
110822 |
224.9 |
226.4 |
222.5 |
222.6 |
-0.9 |
590 |
5,580 |
+146 |
Jan12 |
110822 |
246.7 |
248.5 |
245.5 |
246.3 |
+0.8 |
111 |
1,166 |
+18 |
Mar12 |
110822 |
258.1 |
259.5 |
258.1 |
258.1 |
+0.1 |
3 |
150 |
+1 |
Total Volume and Open Interest |
1,204 |
9,530 |
+37 |
Crude Oil(NYM) |
Sep11 |
110822 |
82.42 |
84.67 |
81.13 |
84.12 |
+1.86 |
331,275 |
53,694 |
-28,769 |
Oct11 |
110822 |
82.27 |
84.80 |
81.18 |
84.42 |
+2.01 |
265,833 |
307,645 |
+10,633 |
Nov11 |
110822 |
82.52 |
85.08 |
81.53 |
84.69 |
+1.92 |
56,767 |
143,993 |
-2,496 |
Dec11 |
110822 |
83.15 |
85.40 |
81.93 |
85.03 |
+1.86 |
99,623 |
195,731 |
-3,784 |
Jan12 |
110822 |
83.27 |
85.76 |
82.58 |
85.42 |
+1.84 |
18,479 |
74,208 |
+165 |
Feb12 |
110822 |
84.35 |
85.87 |
83.65 |
85.84 |
+1.83 |
11,996 |
27,433 |
+1,821 |
Mar12 |
110822 |
84.32 |
86.58 |
83.33 |
86.27 |
+1.80 |
14,950 |
40,387 |
+1,348 |
Apr12 |
110822 |
84.15 |
87.00 |
84.15 |
86.71 |
+1.78 |
11,999 |
24,506 |
+323 |
May12 |
110822 |
85.22 |
87.52 |
85.22 |
87.15 |
+1.76 |
11,463 |
22,202 |
-2,811 |
Jun12 |
110822 |
85.85 |
88.00 |
85.35 |
87.57 |
+1.73 |
24,517 |
77,554 |
-2,345 |
Jul12 |
110822 |
87.44 |
87.97 |
86.35 |
87.96 |
+1.70 |
4,046 |
32,400 |
+148 |
Aug12 |
110822 |
87.26 |
88.23 |
87.11 |
88.23 |
+1.66 |
1,989 |
15,574 |
+49 |
Sep12 |
110822 |
87.40 |
88.45 |
87.40 |
88.45 |
+1.63 |
2,493 |
18,211 |
-35 |
Oct12 |
110822 |
87.59 |
88.64 |
87.59 |
88.64 |
+1.59 |
1,579 |
13,952 |
-114 |
Nov12 |
110822 |
87.70 |
88.85 |
87.70 |
88.85 |
+1.56 |
1,764 |
18,562 |
-481 |
Dec12 |
110822 |
87.00 |
89.48 |
86.25 |
89.07 |
+1.53 |
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 |
5,899 |
3,961 |
-9 |
Oct11 |
110822 |
82.400 |
84.825 |
81.175 |
84.425 |
+2.025 |
6,346 |
1,762 |
+451 |
Nov11 |
110822 |
82.175 |
85.125 |
81.700 |
84.700 |
+1.925 |
206 |
469 |
+69 |
Dec11 |
110822 |
82.550 |
85.125 |
82.000 |
85.025 |
+1.850 |
241 |
450 |
+48 |
Jan12 |
110822 |
85.425 |
85.425 |
85.425 |
85.425 |
+1.850 |
12 |
4 |
-2 |
Feb12 |
110822 |
83.525 |
85.850 |
82.900 |
85.850 |
+1.850 |
1 |
8 |
+0 |
Mar12 |
110822 |
84.400 |
86.275 |
84.125 |
86.275 |
+1.800 |
3 |
13 |
+1 |
Apr12 |
110822 |
86.025 |
86.700 |
86.025 |
86.700 |
+1.775 |
0 |
8 |
+0 |
May12 |
110822 |
87.150 |
87.150 |
87.150 |
87.150 |
+1.750 |
0 |
3 |
+0 |
Total Volume and Open Interest |
16,003 |
6,287 |
-67 |
Heating Oil(NYM) |
Sep11 |
110822 |
290.55 |
292.02 |
284.14 |
291.07 |
+0.62 |
59,989 |
49,057 |
-7,961 |
Oct11 |
110822 |
291.76 |
292.83 |
284.93 |
291.87 |
+0.53 |
36,625 |
64,140 |
+2,836 |
Nov11 |
110822 |
289.25 |
293.68 |
286.26 |
292.78 |
+0.42 |
12,751 |
39,364 |
-556 |
Dec11 |
110822 |
291.36 |
294.47 |
286.57 |
293.61 |
+0.27 |
13,992 |
48,399 |
-545 |
Jan12 |
110822 |
289.00 |
295.01 |
288.00 |
294.54 |
+0.21 |
4,039 |
29,485 |
-24 |
Feb12 |
110822 |
291.05 |
295.00 |
288.25 |
294.48 |
+0.24 |
877 |
11,958 |
+34 |
Mar12 |
110822 |
292.25 |
294.06 |
287.34 |
293.61 |
+0.34 |
815 |
8,817 |
+121 |
Apr12 |
110822 |
288.65 |
292.18 |
288.65 |
291.76 |
+0.45 |
380 |
4,964 |
+25 |
May12 |
110822 |
290.35 |
290.35 |
289.96 |
289.96 |
+0.55 |
349 |
5,236 |
+72 |
Jun12 |
110822 |
285.88 |
289.51 |
284.45 |
289.16 |
+0.62 |
1,978 |
27,200 |
+25 |
Jul12 |
110822 |
288.40 |
289.89 |
287.10 |
289.89 |
+0.60 |
53 |
2,266 |
+6 |
Aug12 |
110822 |
288.43 |
291.06 |
287.73 |
291.06 |
+0.65 |
42 |
1,059 |
+10 |
Total Volume and Open Interest |
133,117 |
306,045 |
-5,416 |
Gasoline(NYMEX) |
Sep11 |
110822 |
285.50 |
285.60 |
276.47 |
283.51 |
-0.61 |
56,582 |
44,494 |
-9,391 |
Oct11 |
110822 |
272.02 |
272.03 |
264.07 |
271.29 |
-0.33 |
51,673 |
67,658 |
+3,467 |
Nov11 |
110822 |
264.96 |
267.79 |
260.59 |
267.20 |
-0.02 |
21,302 |
34,782 |
+2,238 |
Dec11 |
110822 |
266.66 |
266.66 |
258.43 |
265.31 |
+0.05 |
17,806 |
44,014 |
+5,755 |
Jan12 |
110822 |
263.66 |
265.42 |
261.32 |
265.42 |
+0.08 |
4,574 |
19,414 |
+2,384 |
Feb12 |
110822 |
263.61 |
266.46 |
262.48 |
266.46 |
+0.10 |
891 |
6,179 |
+168 |
Mar12 |
110822 |
260.91 |
267.90 |
260.91 |
267.81 |
+0.15 |
658 |
10,106 |
+213 |
Apr12 |
110822 |
279.06 |
279.06 |
279.06 |
279.06 |
+0.06 |
483 |
6,038 |
+162 |
May12 |
110822 |
279.01 |
279.01 |
279.01 |
279.01 |
+0.08 |
107 |
2,711 |
-13 |
Jun12 |
110822 |
275.20 |
278.43 |
273.49 |
278.31 |
+0.10 |
941 |
9,865 |
+182 |
Total Volume and Open Interest |
155,475 |
260,118 |
+5,143 |
e-miNY RBOB Gasoline(NYM) |
Sep11 |
110822 |
281.00 |
283.50 |
281.00 |
283.50 |
-0.60 |
0 |
1 |
+0 |
Oct11 |
110822 |
271.30 |
271.30 |
271.29 |
271.30 |
-0.30 |
0 |
1 |
+0 |
Nov11 |
110822 |
267.20 |
267.20 |
267.20 |
267.20 |
unch |
|
|
|
Dec11 |
110822 |
265.30 |
265.31 |
265.30 |
265.30 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
4 |
+0 |
Natural Gas(NYM) |
Sep11 |
110822 |
3.893 |
3.928 |
3.853 |
3.889 |
-0.051 |
135,461 |
80,363 |
-13,936 |
Oct11 |
110822 |
3.900 |
3.924 |
3.855 |
3.869 |
-0.072 |
77,804 |
183,403 |
+10,192 |
Nov11 |
110822 |
4.036 |
4.060 |
3.986 |
3.991 |
-0.084 |
38,818 |
187,934 |
+2,412 |
Dec11 |
110822 |
4.272 |
4.294 |
4.215 |
4.225 |
-0.082 |
23,826 |
81,723 |
+1,524 |
Jan12 |
110822 |
4.364 |
4.403 |
4.318 |
4.330 |
-0.082 |
23,199 |
135,326 |
+20 |
Feb12 |
110822 |
4.368 |
4.399 |
4.321 |
4.330 |
-0.082 |
8,653 |
33,709 |
+703 |
Mar12 |
110822 |
4.363 |
4.363 |
4.285 |
4.296 |
-0.082 |
12,230 |
44,706 |
-1,910 |
Apr12 |
110822 |
4.300 |
4.332 |
4.254 |
4.263 |
-0.081 |
9,159 |
63,946 |
+794 |
May12 |
110822 |
4.360 |
4.360 |
4.283 |
4.290 |
-0.081 |
1,494 |
14,642 |
+177 |
Jun12 |
110822 |
4.370 |
4.387 |
4.327 |
4.328 |
-0.081 |
903 |
12,955 |
+252 |
Jul12 |
110822 |
4.427 |
4.427 |
4.368 |
4.371 |
-0.081 |
1,356 |
10,828 |
-277 |
Aug12 |
110822 |
4.452 |
4.452 |
4.394 |
4.395 |
-0.080 |
655 |
9,501 |
-67 |
Sep12 |
110822 |
4.460 |
4.460 |
4.397 |
4.403 |
-0.080 |
1,092 |
7,942 |
+256 |
Oct12 |
110822 |
4.448 |
4.453 |
4.423 |
4.433 |
-0.080 |
1,478 |
37,173 |
+90 |
Nov12 |
110822 |
4.614 |
4.630 |
4.600 |
4.603 |
-0.080 |
193 |
6,962 |
+48 |
Dec12 |
110822 |
4.880 |
4.883 |
4.850 |
4.858 |
-0.073 |
268 |
12,315 |
+60 |
Total Volume and Open Interest |
337,844 |
998,946 |
+403 |
Brent Crude Oil(ICE) |
Oct11 |
110822 |
106.89 |
108.75 |
105.15 |
108.36 |
-0.26 |
260,624 |
149,056 |
-10,929 |
Nov11 |
110822 |
106.45 |
108.35 |
104.86 |
107.98 |
-0.27 |
91,868 |
138,836 |
+13,748 |
Dec11 |
110822 |
106.25 |
108.12 |
104.68 |
107.75 |
-0.21 |
94,639 |
122,816 |
+1,622 |
Jan12 |
110822 |
106.07 |
107.67 |
104.78 |
107.56 |
-0.17 |
15,425 |
34,126 |
+12 |
Feb12 |
110822 |
106.00 |
107.52 |
104.68 |
107.41 |
-0.13 |
7,398 |
18,273 |
+1,205 |
Mar12 |
110822 |
106.01 |
107.48 |
104.41 |
107.29 |
-0.09 |
6,150 |
41,763 |
+122 |
Apr12 |
110822 |
105.83 |
107.35 |
104.37 |
107.23 |
-0.03 |
3,171 |
14,228 |
+701 |
May12 |
110822 |
105.71 |
107.27 |
104.55 |
107.15 |
+0.03 |
2,316 |
12,971 |
-47 |
Jun12 |
110822 |
105.44 |
107.23 |
104.44 |
107.02 |
+0.08 |
10,763 |
46,581 |
-26 |
Jul12 |
110822 |
106.93 |
106.93 |
106.93 |
106.93 |
+0.12 |
1,238 |
10,308 |
+30 |
Aug12 |
110822 |
106.79 |
106.79 |
106.79 |
106.79 |
+0.14 |
793 |
7,796 |
+270 |
Sep12 |
110822 |
106.60 |
106.60 |
106.60 |
106.60 |
+0.16 |
641 |
9,355 |
-57 |
Oct12 |
110822 |
106.39 |
106.39 |
106.39 |
106.39 |
+0.19 |
799 |
4,580 |
-126 |
Nov12 |
110822 |
106.15 |
106.15 |
106.15 |
106.15 |
+0.21 |
948 |
6,857 |
+214 |
Total Volume and Open Interest |
529,503 |
785,361 |
+9,184 |
Gas Oil(ICE) |
Sep11 |
110822 |
919.75 |
926.00 |
896.75 |
915.50 |
-2.50 |
67,849 |
122,027 |
-406 |
Oct11 |
110822 |
915.00 |
920.50 |
892.00 |
910.25 |
-3.75 |
68,725 |
104,204 |
+1,285 |
Nov11 |
110822 |
904.00 |
914.00 |
888.75 |
906.00 |
-5.00 |
28,264 |
55,368 |
+1,836 |
Dec11 |
110822 |
900.75 |
913.00 |
887.50 |
903.50 |
-5.75 |
41,126 |
65,783 |
-691 |
Jan12 |
110822 |
900.50 |
912.25 |
891.50 |
903.25 |
-6.00 |
9,949 |
42,174 |
+366 |
Feb12 |
110822 |
899.75 |
911.50 |
890.75 |
902.50 |
-6.25 |
3,408 |
21,380 |
+398 |
Mar12 |
110822 |
899.00 |
906.75 |
889.25 |
901.75 |
-6.00 |
3,040 |
17,590 |
+241 |
Apr12 |
110822 |
894.25 |
908.25 |
894.00 |
900.75 |
-5.75 |
2,130 |
12,252 |
+251 |
May12 |
110822 |
900.00 |
907.25 |
898.50 |
899.75 |
-5.75 |
1,853 |
11,653 |
+169 |
Jun12 |
110822 |
890.75 |
908.00 |
890.75 |
899.75 |
-5.75 |
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 |
102 |
196 |
-79 |
Sep11 |
110822 |
2.855 |
2.860 |
2.840 |
2.856 |
+0.022 |
202 |
885 |
-97 |
Oct11 |
110822 |
2.787 |
2.787 |
2.763 |
2.772 |
+0.017 |
186 |
1,384 |
-8 |
Nov11 |
110822 |
2.745 |
2.745 |
2.719 |
2.727 |
+0.022 |
25 |
1,219 |
-4 |
Dec11 |
110822 |
2.710 |
2.710 |
2.690 |
2.701 |
+0.028 |
98 |
1,367 |
-57 |
Jan12 |
110822 |
2.623 |
2.636 |
2.623 |
2.627 |
+0.022 |
33 |
770 |
+13 |
Feb12 |
110822 |
2.629 |
2.630 |
2.629 |
2.629 |
+0.038 |
20 |
738 |
+19 |
Mar12 |
110822 |
2.640 |
2.640 |
2.620 |
2.624 |
+0.030 |
17 |
685 |
+11 |
Total Volume and Open Interest |
683 |
9,827 |
-51 |
WTI Crude Oil(ICE |
Oct11 |
110822 |
82.39 |
84.82 |
81.19 |
84.42 |
+2.01 |
91,322 |
68,197 |
+4,647 |
Nov11 |
110822 |
82.39 |
85.08 |
81.61 |
84.69 |
+1.92 |
20,189 |
37,851 |
+1,045 |
Dec11 |
110822 |
82.85 |
85.40 |
81.94 |
85.03 |
+1.86 |
33,736 |
85,362 |
+105 |
Jan12 |
110822 |
82.92 |
85.70 |
82.54 |
85.42 |
+1.84 |
5,183 |
17,561 |
-200 |
Feb12 |
110822 |
82.92 |
86.24 |
82.92 |
85.84 |
+1.83 |
4,335 |
7,745 |
+95 |
Mar12 |
110822 |
83.83 |
86.57 |
83.25 |
86.27 |
+1.80 |
4,626 |
15,174 |
-14 |
Apr12 |
110822 |
84.62 |
87.11 |
84.51 |
86.71 |
+1.78 |
2,670 |
4,934 |
-89 |
May12 |
110822 |
85.58 |
87.56 |
85.28 |
87.15 |
+1.76 |
2,946 |
4,291 |
+56 |
Jun12 |
110822 |
86.02 |
87.98 |
85.71 |
87.57 |
+1.73 |
8,694 |
28,917 |
-841 |
Jul12 |
110822 |
87.96 |
87.96 |
87.96 |
87.96 |
+1.70 |
574 |
4,892 |
-84 |
Aug12 |
110822 |
88.23 |
88.23 |
88.23 |
88.23 |
+1.66 |
306 |
1,476 |
-114 |
Sep12 |
110822 |
88.45 |
88.45 |
88.45 |
88.45 |
+1.63 |
196 |
5,391 |
+123 |
Oct12 |
110822 |
88.64 |
88.64 |
88.64 |
88.64 |
+1.59 |
1 |
1,171 |
+0 |
Nov12 |
110822 |
88.85 |
88.85 |
88.85 |
88.85 |
+1.56 |
6 |
2,545 |
+6 |
Dec12 |
110822 |
87.05 |
89.48 |
87.00 |
89.07 |
+1.53 |
7,621 |
45,882 |
+378 |
Jan13 |
110822 |
89.23 |
89.23 |
89.23 |
89.23 |
+1.51 |
0 |
1,947 |
-2 |
Total Volume and Open Interest |
239,481 |
438,772 |
+1,311 |
US Dollar Index(ICE) |
Sep11 |
110822 |
74.140 |
74.250 |
73.875 |
74.168 |
+0.062 |
26,526 |
54,730 |
-2,873 |
Dec11 |
110822 |
74.545 |
74.570 |
74.280 |
74.527 |
+0.042 |
109 |
748 |
-11 |
Mar12 |
110822 |
74.948 |
74.948 |
74.948 |
74.948 |
+0.043 |
0 |
2 |
+0 |
Total Volume and Open Interest |
26,635 |
55,480 |
-2,884 |
Australian Dollar(CME) |
Sep11 |
110822 |
103.51 |
104.36 |
103.24 |
103.86 |
+0.34 |
131,619 |
107,703 |
+2,882 |
Dec11 |
110822 |
102.37 |
103.31 |
102.18 |
102.84 |
+0.35 |
109 |
945 |
+56 |
Mar12 |
110822 |
101.96 |
101.96 |
101.61 |
101.96 |
+0.35 |
0 |
5 |
+0 |
Total Volume and Open Interest |
131,728 |
108,744 |
+2,938 |
British Pound(CME) |
Sep11 |
110822 |
164.80 |
165.17 |
164.31 |
164.80 |
+0.03 |
96,138 |
98,639 |
-61 |
Dec11 |
110822 |
164.62 |
164.71 |
164.30 |
164.65 |
+0.03 |
302 |
358 |
-2 |
Mar12 |
110822 |
164.50 |
164.50 |
164.48 |
164.50 |
+0.02 |
0 |
8 |
+0 |
Total Volume and Open Interest |
96,440 |
99,011 |
-63 |
Canadian Dollar(CME) |
Sep11 |
110822 |
100.84 |
101.68 |
100.72 |
101.02 |
+0.04 |
100,401 |
94,007 |
+879 |
Dec11 |
110822 |
100.68 |
101.50 |
100.60 |
100.85 |
+0.03 |
1,161 |
7,803 |
+558 |
Mar12 |
110822 |
100.55 |
101.33 |
100.55 |
100.77 |
+0.03 |
61 |
1,920 |
+24 |
Jun12 |
110822 |
100.68 |
100.68 |
100.63 |
100.68 |
+0.05 |
7 |
405 |
+1 |
Total Volume and Open Interest |
101,642 |
104,328 |
+1,454 |
Japanese Yen(CME) |
Sep11 |
110822 |
130.25 |
130.76 |
129.53 |
130.34 |
-0.42 |
69,936 |
128,618 |
+2,786 |
Dec11 |
110822 |
130.45 |
130.93 |
129.72 |
130.51 |
-0.42 |
171 |
1,758 |
+112 |
Mar12 |
110822 |
130.74 |
131.17 |
130.74 |
130.74 |
-0.43 |
0 |
50 |
+0 |
Total Volume and Open Interest |
70,107 |
130,446 |
+2,898 |
Swiss Franc(CME) |
Sep11 |
110822 |
126.75 |
127.79 |
126.64 |
126.73 |
-0.40 |
29,347 |
47,175 |
-729 |
Dec11 |
110822 |
127.35 |
128.09 |
127.20 |
127.26 |
-0.43 |
314 |
1,135 |
+13 |
Mar12 |
110822 |
128.05 |
128.17 |
127.73 |
127.73 |
-0.44 |
0 |
39 |
+0 |
Total Volume and Open Interest |
29,661 |
48,360 |
-716 |
EuroFX(CME) |
Sep11 |
110822 |
143.72 |
144.30 |
143.42 |
143.67 |
-0.15 |
325,556 |
170,019 |
+4,814 |
Dec11 |
110822 |
143.48 |
144.10 |
143.35 |
143.55 |
-0.14 |
1,005 |
3,944 |
+410 |
Mar12 |
110822 |
143.44 |
143.58 |
143.44 |
143.44 |
-0.14 |
5 |
412 |
+4 |
Total Volume and Open Interest |
326,568 |
175,215 |
+5,229 |
Mexican Peso(CME) |
Sep11 |
110822 |
811.2 |
816.5 |
806.0 |
807.5 |
-5.0 |
42,429 |
113,844 |
+921 |
Oct11 |
110822 |
804.8 |
809.5 |
804.8 |
804.8 |
-4.8 |
|
|
|
Total Volume and Open Interest |
42,451 |
114,330 |
+904 |
Brazilian Real(CME) |
Sep11 |
110822 |
624.65 |
625.50 |
620.85 |
622.20 |
-1.00 |
239 |
6,997 |
+112 |
Oct11 |
110822 |
619.00 |
620.00 |
619.00 |
619.00 |
-1.00 |
|
|
|
Nov11 |
110822 |
615.85 |
616.85 |
615.85 |
615.85 |
-1.00 |
|
|
|
Dec11 |
110822 |
616.50 |
616.50 |
612.65 |
612.65 |
-0.95 |
0 |
206 |
+0 |
Total Volume and Open Interest |
1,089 |
24,300 |
+962 |
30-Year T-Bonds(CBOT) |
Sep11 |
110822 |
140~100 |
140~250 |
139~120 |
140~050 |
-0~020 |
488,377 |
634,921 |
+3,338 |
Dec11 |
110822 |
139~020 |
139~170 |
138~060 |
138~300 |
-0~020 |
7,144 |
17,069 |
+2,371 |
Mar12 |
110822 |
138~000 |
138~030 |
137~280 |
137~280 |
-0~020 |
46 |
26 |
-21 |
Total Volume and Open Interest |
495,567 |
652,016 |
+5,688 |
10-Year T-Notes(CBOT) |
Sep11 |
110822 |
130~280 |
130~315 |
130~080 |
130~190 |
-0~065 |
1,644,601 |
1,904,777 |
-37,195 |
Dec11 |
110822 |
129~305 |
130~020 |
129~105 |
129~210 |
-0~065 |
33,589 |
57,148 |
+17,187 |
Mar12 |
110822 |
128~210 |
128~275 |
128~210 |
128~210 |
-0~065 |
|
|
|
Total Volume and Open Interest |
1,678,190 |
1,961,925 |
-20,008 |
5-Year T-Notes(CBOT) |
Sep11 |
110822 |
123~074 |
123~076 |
123~031 |
123~053 |
-0~013 |
691,503 |
1,413,057 |
-265 |
Dec11 |
110822 |
122~075 |
122~075 |
122~035 |
122~056 |
-0~014 |
17,058 |
15,766 |
+5,598 |
Mar12 |
110822 |
121~080 |
121~094 |
121~080 |
121~080 |
-0~014 |
|
|
|
Total Volume and Open Interest |
708,561 |
1,428,823 |
+5,333 |
2 Year T-Notes(CBOT) |
Sep11 |
110822 |
110~038 |
110~038 |
110~033 |
110~035 |
unch |
218,317 |
964,819 |
-8,167 |
Dec11 |
110822 |
110~036 |
110~036 |
110~030 |
110~032 |
unch |
5,093 |
9,772 |
+2,048 |
Mar12 |
110822 |
110~024 |
110~024 |
110~024 |
110~024 |
unch |
0 |
60 |
+0 |
Total Volume and Open Interest |
223,410 |
974,651 |
-6,119 |
Eurodollars(CME) |
Sep11 |
110822 |
99.590 |
99.610 |
99.570 |
99.595 |
+0.003 |
241,051 |
1,128,821 |
-6,030 |
Dec11 |
110822 |
99.455 |
99.455 |
99.400 |
99.415 |
-0.035 |
313,065 |
1,045,337 |
+22,370 |
Mar12 |
110822 |
99.490 |
99.490 |
99.430 |
99.440 |
-0.050 |
184,887 |
1,092,755 |
-18,106 |
Jun12 |
110822 |
99.535 |
99.535 |
99.470 |
99.475 |
-0.060 |
178,328 |
1,298,119 |
-5,858 |
Sep12 |
110822 |
99.535 |
99.545 |
99.480 |
99.485 |
-0.060 |
179,578 |
904,984 |
-741 |
Dec12 |
110822 |
99.505 |
99.525 |
99.465 |
99.470 |
-0.050 |
196,949 |
775,751 |
+3,688 |
Mar13 |
110822 |
99.485 |
99.510 |
99.445 |
99.455 |
-0.040 |
152,329 |
734,934 |
-10,526 |
Jun13 |
110822 |
99.425 |
99.440 |
99.375 |
99.385 |
-0.035 |
165,337 |
569,245 |
-1,259 |
Sep13 |
110822 |
99.310 |
99.320 |
99.250 |
99.265 |
-0.035 |
153,664 |
498,721 |
-2,028 |
Dec13 |
110822 |
99.140 |
99.145 |
99.075 |
99.090 |
-0.040 |
141,099 |
414,268 |
-13,533 |
Mar14 |
110822 |
98.975 |
98.975 |
98.895 |
98.910 |
-0.040 |
111,423 |
294,977 |
-366 |
Jun14 |
110822 |
98.775 |
98.780 |
98.685 |
98.710 |
-0.040 |
101,050 |
279,417 |
-3,006 |
Sep14 |
110822 |
98.590 |
98.590 |
98.480 |
98.515 |
-0.040 |
62,957 |
141,707 |
-715 |
Dec14 |
110822 |
98.390 |
98.390 |
98.265 |
98.305 |
-0.045 |
77,638 |
148,935 |
+6,967 |
Mar15 |
110822 |
98.195 |
98.195 |
98.060 |
98.105 |
-0.045 |
46,510 |
119,760 |
+2,328 |
Jun15 |
110822 |
6.250 |
6.250 |
6.105 |
6.155 |
-0.050 |
41,619 |
110,201 |
-901 |
Sep15 |
110822 |
6.010 |
6.050 |
5.910 |
5.960 |
-0.050 |
28,220 |
69,294 |
+1,517 |
Dec15 |
110822 |
5.840 |
5.840 |
5.720 |
5.775 |
-0.045 |
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 |
110822 |
99.902 |
99.902 |
99.900 |
99.902 |
unch |
3,760 |
86,765 |
-1,363 |
Sep11 |
110822 |
99.915 |
99.915 |
99.905 |
99.910 |
unch |
6,412 |
55,317 |
-52 |
Oct11 |
110822 |
99.910 |
99.915 |
99.910 |
99.910 |
unch |
7,343 |
55,523 |
+1,587 |
Nov11 |
110822 |
99.915 |
99.920 |
99.915 |
99.915 |
unch |
2,571 |
53,462 |
+1,075 |
Dec11 |
110822 |
99.920 |
99.930 |
99.920 |
99.920 |
unch |
6,090 |
63,777 |
+1,647 |
Jan12 |
110822 |
99.915 |
99.920 |
99.910 |
99.915 |
unch |
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 |
110822 |
99.683 |
99.683 |
99.683 |
99.683 |
unch |
0 |
66 |
+0 |
Dec11 |
110822 |
99.720 |
99.720 |
99.720 |
99.720 |
+0.015 |
0 |
332 |
+0 |
Mar12 |
110822 |
99.728 |
99.728 |
99.728 |
99.728 |
+0.015 |
0 |
340 |
+0 |
Jun12 |
110822 |
99.725 |
99.725 |
99.725 |
99.725 |
+0.015 |
|
|
|
Sep12 |
110822 |
99.645 |
99.645 |
99.645 |
99.645 |
+0.015 |
|
|
|
Dec12 |
110822 |
99.705 |
99.705 |
99.705 |
99.705 |
+0.015 |
|
|
|
Mar13 |
110822 |
99.705 |
99.705 |
99.705 |
99.705 |
+0.015 |
|
|
|
Jun13 |
110822 |
99.660 |
99.660 |
99.660 |
99.660 |
+0.015 |
|
|
|
Sep13 |
110822 |
99.520 |
99.520 |
99.520 |
99.520 |
+0.015 |
|
|
|
Dec13 |
110822 |
99.380 |
99.380 |
99.380 |
99.380 |
+0.015 |
|
|
|
Total Volume and Open Interest |
0 |
738 |
+0 |
3-Mth Euro-Yen(SGX) |
Sep11 |
110822 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
26 |
1,229 |
+0 |
Dec11 |
110822 |
99.72 |
99.72 |
99.72 |
99.72 |
+0.01 |
696 |
1,675 |
+197 |
Mar12 |
110822 |
99.73 |
99.73 |
99.73 |
99.73 |
+0.01 |
300 |
2,383 |
+300 |
Jun12 |
110822 |
99.72 |
99.72 |
99.72 |
99.72 |
+0.01 |
0 |
1,376 |
+0 |
Sep12 |
110822 |
99.64 |
99.64 |
99.64 |
99.64 |
+0.01 |
0 |
411 |
+0 |
Dec12 |
110822 |
99.71 |
99.71 |
99.71 |
99.71 |
+0.01 |
0 |
49 |
+0 |
Mar13 |
110822 |
99.71 |
99.71 |
99.71 |
99.71 |
+0.01 |
0 |
1 |
+0 |
Jun13 |
110822 |
99.66 |
99.66 |
99.66 |
99.66 |
+0.02 |
|
|
|
Total Volume and Open Interest |
1,022 |
7,126 |
+497 |
Japanese Gov't Bonds(SGX) |
Sep11 |
110822 |
142.77 |
142.89 |
142.69 |
142.70 |
-0.07 |
2,236 |
24,873 |
+664 |
Dec11 |
110822 |
142.38 |
142.38 |
142.38 |
142.38 |
-0.05 |
2 |
12 |
+1 |
Mar12 |
110822 |
140.29 |
140.29 |
140.29 |
140.29 |
-0.05 |
|
|
|
Total Volume and Open Interest |
2,238 |
24,885 |
+665 |
Euro-Bund(EUREX) |
Sep11 |
110822 |
135.37 |
135.84 |
134.74 |
135.18 |
-0.13 |
1,017,919 |
986,026 |
+58,813 |
Dec11 |
110822 |
133.85 |
134.20 |
133.29 |
133.66 |
-0.07 |
3,529 |
7,887 |
+1,782 |
Mar12 |
110822 |
134.18 |
134.18 |
134.18 |
134.18 |
-0.13 |
120 |
1 |
+0 |
Total Volume and Open Interest |
1,021,568 |
993,914 |
+60,595 |
Euro-Bobl(EUREX) |
Sep11 |
110822 |
122.21 |
122.50 |
121.83 |
122.10 |
-0.12 |
621,571 |
680,855 |
-628 |
Dec11 |
110822 |
121.36 |
121.36 |
120.87 |
121.07 |
-0.10 |
1,591 |
4,510 |
+1,453 |
Mar12 |
110822 |
121.10 |
121.10 |
121.10 |
121.10 |
-0.12 |
17 |
0 |
+0 |
Total Volume and Open Interest |
623,179 |
685,365 |
+825 |
3-Mth Euribor(EUREX) |
Sep11 |
110822 |
98.570 |
98.570 |
98.535 |
98.535 |
-0.035 |
46 |
1,980 |
-23 |
Dec11 |
110822 |
98.750 |
98.765 |
98.750 |
98.765 |
-0.010 |
60 |
1,478 |
-50 |
Mar12 |
110822 |
98.885 |
98.890 |
98.885 |
98.890 |
-0.035 |
7 |
2,506 |
-7 |
Total Volume and Open Interest |
145 |
9,977 |
-80 |
Long Gilt(LIFFE) |
Sep11 |
110822 |
129~27 |
129~27 |
129~00 |
129~12 |
-0~06 |
149,670 |
350,569 |
+1,121 |
Dec11 |
110822 |
128~14 |
128~14 |
127~25 |
128~03 |
-0~06 |
38 |
243 |
+31 |
Total Volume and Open Interest |
149,708 |
350,812 |
+1,152 |
3-Mth Short Sterling(LIFFE) |
Sep11 |
110822 |
99.06 |
99.07 |
99.04 |
99.06 |
-0.02 |
50,478 |
394,518 |
+882 |
Dec11 |
110822 |
99.02 |
99.04 |
98.97 |
98.99 |
-0.04 |
43,311 |
460,232 |
-2,245 |
Mar12 |
110822 |
99.05 |
99.06 |
99.00 |
99.03 |
-0.01 |
58,247 |
370,355 |
+2,805 |
Jun12 |
110822 |
99.07 |
99.09 |
99.03 |
99.06 |
+0.01 |
46,304 |
244,161 |
+1,236 |
Sep12 |
110822 |
99.06 |
99.10 |
99.02 |
99.07 |
+0.03 |
55,275 |
279,750 |
+6,347 |
Dec12 |
110822 |
99.04 |
99.05 |
98.96 |
99.02 |
+0.03 |
63,575 |
244,047 |
+5,093 |
Total Volume and Open Interest |
416,830 |
2,442,277 |
+4,583 |
3-Mth Euribor(LIFFE) |
Sep11 |
110822 |
98.570 |
98.590 |
98.530 |
98.535 |
-0.035 |
111,200 |
638,030 |
+12,221 |
Dec11 |
110822 |
98.780 |
98.820 |
98.740 |
98.765 |
-0.010 |
138,100 |
610,154 |
+3,451 |
Mar12 |
110822 |
98.950 |
98.985 |
98.860 |
98.890 |
-0.035 |
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 |
110822 |
95.42 |
95.44 |
95.35 |
95.41 |
-0.01 |
24,535 |
244,698 |
+4,882 |
Dec11 |
110822 |
96.07 |
96.12 |
96.00 |
96.09 |
+0.01 |
40,331 |
263,817 |
-880 |
Mar12 |
110822 |
96.37 |
96.45 |
96.27 |
96.38 |
unch |
21,230 |
170,956 |
+2,795 |
Jun12 |
110822 |
96.40 |
96.43 |
96.25 |
96.38 |
+0.01 |
5,671 |
95,902 |
+228 |
Sep12 |
110822 |
96.13 |
96.22 |
96.09 |
96.19 |
-0.01 |
4,183 |
63,835 |
-153 |
Dec12 |
110822 |
95.95 |
96.06 |
95.92 |
96.00 |
-0.02 |
2,053 |
37,403 |
+62 |
Mar13 |
110822 |
95.82 |
95.84 |
95.77 |
95.83 |
-0.04 |
1,098 |
39,227 |
+82 |
Jun13 |
110822 |
95.69 |
95.69 |
95.63 |
95.68 |
-0.05 |
431 |
18,455 |
+229 |
Sep13 |
110822 |
95.58 |
95.58 |
95.56 |
95.57 |
-0.04 |
66 |
3,338 |
+30 |
Dec13 |
110822 |
95.49 |
95.49 |
95.44 |
95.47 |
-0.04 |
30 |
1,697 |
+6 |
Total Volume and Open Interest |
99,655 |
939,474 |
+7,283 |
10-Year Aus T-Bonds(SFE) |
Sep11 |
110822 |
95.77 |
95.79 |
95.67 |
95.73 |
-0.05 |
66,334 |
463,194 |
+7,053 |
Dec11 |
110822 |
95.73 |
95.73 |
95.73 |
95.73 |
-0.05 |
|
|
|
Total Volume and Open Interest |
66,334 |
463,194 |
+7,053 |
3-Year Aus T-Bonds(SFE) |
Sep11 |
110822 |
96.42 |
96.48 |
96.31 |
96.40 |
-0.03 |
205,115 |
903,238 |
+20,711 |
Dec11 |
110822 |
96.40 |
96.40 |
96.40 |
96.40 |
-0.03 |
|
|
|
Total Volume and Open Interest |
205,115 |
903,238 |
+20,711 |
Gold(CMX) |
Aug11 |
110822 |
1868.6 |
1895.0 |
1858.4 |
1888.7 |
+39.8 |
868 |
641 |
+15 |
Oct11 |
110822 |
1859.2 |
1901.5 |
1858.3 |
1889.7 |
+39.6 |
35,955 |
27,404 |
-10 |
Dec11 |
110822 |
1862.9 |
1900.8 |
1858.0 |
1891.9 |
+39.7 |
223,989 |
368,836 |
+5,312 |
Feb12 |
110822 |
1862.5 |
1903.1 |
1862.5 |
1893.6 |
+39.6 |
4,870 |
27,129 |
+1,359 |
Apr12 |
110822 |
1870.0 |
1907.2 |
1868.0 |
1895.6 |
+39.6 |
287 |
7,110 |
+11 |
Jun12 |
110822 |
1877.9 |
1903.8 |
1867.0 |
1897.6 |
+39.6 |
630 |
15,869 |
-35 |
Aug12 |
110822 |
1882.7 |
1904.9 |
1870.0 |
1899.5 |
+39.6 |
56 |
6,222 |
+23 |
Oct12 |
110822 |
1884.1 |
1901.6 |
1884.1 |
1901.6 |
+39.7 |
62 |
4,194 |
+11 |
Dec12 |
110822 |
1872.9 |
1912.0 |
1872.9 |
1903.9 |
+39.8 |
598 |
12,426 |
+127 |
Feb13 |
110822 |
1905.1 |
1906.4 |
1903.6 |
1906.0 |
+39.9 |
31 |
1,613 |
+28 |
Apr13 |
110822 |
1908.0 |
1908.5 |
1908.0 |
1908.5 |
+40.2 |
2 |
337 |
+2 |
Jun13 |
110822 |
1899.1 |
1918.8 |
1898.5 |
1911.3 |
+40.5 |
2 |
11,850 |
+1 |
Total Volume and Open Interest |
271,842 |
521,246 |
+6,633 |
Silver(CMX) |
Sep11 |
110822 |
4357.5 |
4409.0 |
4247.5 |
4332.5 |
+89.3 |
47,032 |
37,707 |
-1,277 |
Dec11 |
110822 |
4358.5 |
4410.0 |
4257.0 |
4336.5 |
+89.8 |
16,099 |
47,117 |
-23 |
Mar12 |
110822 |
4358.0 |
4399.0 |
4281.0 |
4338.0 |
+90.1 |
817 |
6,694 |
+147 |
May12 |
110822 |
4376.0 |
4392.0 |
4335.5 |
4337.0 |
+90.2 |
17 |
2,283 |
+2 |
Jul12 |
110822 |
4385.5 |
4385.5 |
4335.3 |
4335.3 |
+90.1 |
5 |
1,973 |
+1 |
Sep12 |
110822 |
4335.0 |
4372.0 |
4332.1 |
4332.1 |
+90.1 |
11 |
316 |
-2 |
Dec12 |
110822 |
4384.5 |
4384.5 |
4273.0 |
4326.1 |
+90.4 |
177 |
8,472 |
+15 |
Total Volume and Open Interest |
64,296 |
116,153 |
-1,130 |
Platinum(NYMEX) |
Oct11 |
110822 |
1881.2 |
1914.9 |
1881.2 |
1905.7 |
+30.8 |
7,180 |
34,352 |
+622 |
Jan12 |
110822 |
1885.0 |
1913.5 |
1885.0 |
1909.2 |
+31.1 |
160 |
2,269 |
+65 |
Apr12 |
110822 |
1904.1 |
1917.1 |
1898.8 |
1912.7 |
+30.4 |
8 |
354 |
+8 |
Jul12 |
110822 |
1907.8 |
1916.1 |
1907.8 |
1916.1 |
+30.6 |
0 |
12 |
+0 |
Total Volume and Open Interest |
7,348 |
36,989 |
+695 |
Palladium(NYMEX) |
Sep11 |
110822 |
755.60 |
766.80 |
743.50 |
765.10 |
+16.30 |
4,747 |
12,293 |
-1,086 |
Dec11 |
110822 |
745.25 |
768.65 |
745.25 |
766.95 |
+16.30 |
1,094 |
8,253 |
+279 |
Mar12 |
110822 |
112.64 |
112.64 |
112.64 |
112.64 |
+16.30 |
6 |
92 |
+0 |
Total Volume and Open Interest |
5,847 |
20,643 |
-807 |
Copper(CMX) |
Sep11 |
110822 |
395.60 |
401.60 |
393.00 |
395.55 |
-2.80 |
37,263 |
30,834 |
-291 |
Dec11 |
110822 |
398.95 |
403.55 |
394.95 |
397.50 |
-2.75 |
11,023 |
65,848 |
+1,349 |
Mar12 |
110822 |
401.05 |
401.10 |
398.10 |
399.25 |
-2.70 |
2,329 |
17,725 |
+267 |
May12 |
110822 |
400.05 |
400.05 |
399.60 |
400.05 |
-2.70 |
1,376 |
3,441 |
-701 |
Jul12 |
110822 |
400.45 |
400.45 |
400.45 |
400.45 |
-2.70 |
43 |
1,094 |
-6 |
Total Volume and Open Interest |
52,652 |
125,937 |
+783 |
DJIA Index(CBOT) |
Sep11 |
110822 |
10748 |
11035 |
10727 |
10847 |
+27 |
1,342 |
13,827 |
+796 |
Dec11 |
110822 |
10840 |
10890 |
10773 |
10773 |
+25 |
11 |
103 |
+6 |
Mar12 |
110822 |
10704 |
10704 |
10679 |
10704 |
+25 |
|
|
|
Jun12 |
110822 |
10634 |
10634 |
10609 |
10634 |
+25 |
|
|
|
Total Volume and Open Interest |
1,353 |
13,930 |
+802 |
Mini DJIA Index(CBOT) |
Sep11 |
110822 |
10803 |
11033 |
10713 |
10847 |
+27 |
222,033 |
76,215 |
-1,429 |
Dec11 |
110822 |
10682 |
10954 |
10651 |
10773 |
+25 |
310 |
515 |
-7 |
Mar12 |
110822 |
10704 |
10704 |
10704 |
10704 |
+25 |
0 |
13 |
+0 |
Jun12 |
110822 |
10634 |
10634 |
10634 |
10634 |
+25 |
|
|
|
Total Volume and Open Interest |
222,343 |
76,743 |
-1,436 |
S & P 500(CME) |
Sep11 |
110822 |
1121.60 |
1146.50 |
1112.30 |
1123.30 |
-0.70 |
39,973 |
328,004 |
+10,153 |
Dec11 |
110822 |
1141.00 |
1141.00 |
1113.20 |
1117.50 |
-0.70 |
1,399 |
18,661 |
+1,138 |
Mar12 |
110822 |
1111.90 |
1128.60 |
1107.60 |
1111.90 |
-0.70 |
0 |
660 |
+23 |
Jun12 |
110822 |
1119.00 |
1123.10 |
1102.10 |
1106.40 |
-0.70 |
1 |
27 |
+0 |
Total Volume and Open Interest |
41,373 |
347,452 |
+11,314 |
S & P 500 E-Mini(Globex) |
Sep11 |
110822 |
1122.00 |
1146.50 |
1111.25 |
1123.25 |
-0.75 |
3,809,916 |
3,363,879 |
+160,201 |
Dec11 |
110822 |
1116.00 |
1140.50 |
1105.75 |
1117.50 |
-0.75 |
9,103 |
60,158 |
+1,753 |
Total Volume and Open Interest |
3,819,592 |
3,424,925 |
+162,416 |
NASDAQ 100(CME) |
Sep11 |
110822 |
2035.00 |
2085.00 |
2023.80 |
2044.00 |
+3.00 |
3,155 |
23,628 |
+582 |
Dec11 |
110822 |
2038.80 |
2075.00 |
2035.00 |
2038.80 |
+3.00 |
2 |
67 |
+0 |
Mar12 |
110822 |
2035.50 |
2036.80 |
2035.50 |
2035.50 |
+3.00 |
|
|
|
Total Volume and Open Interest |
3,157 |
23,695 |
+582 |
NASDAQ 100 E-Mini(Globex) |
Sep11 |
110822 |
2041.00 |
2085.50 |
2022.30 |
2044.00 |
+3.00 |
444,399 |
342,066 |
+3,874 |
Dec11 |
110822 |
2030.00 |
2077.80 |
2023.50 |
2038.80 |
+3.00 |
321 |
5,904 |
+48 |
Total Volume and Open Interest |
444,722 |
347,980 |
+3,922 |
S & P Midcap 400(CME) |
Sep11 |
110822 |
787.50 |
808.00 |
782.00 |
787.50 |
-4.50 |
0 |
4,626 |
+0 |
Dec11 |
110822 |
782.40 |
782.40 |
782.40 |
782.40 |
-4.50 |
|
|
|
Mar12 |
110822 |
780.70 |
780.70 |
780.70 |
780.70 |
-4.50 |
|
|
|
Total Volume and Open Interest |
0 |
4,626 |
+0 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Sep11 |
110822 |
8650 |
8780 |
8600 |
8670 |
+35 |
17,672 |
31,287 |
-397 |
Dec11 |
110822 |
8600 |
8700 |
8600 |
8640 |
+35 |
6 |
235 |
+4 |
Total Volume and Open Interest |
17,678 |
31,522 |
-393 |
Nikkei 225(SGX) |
Sep11 |
110822 |
8705 |
8790 |
8615 |
8620 |
-95 |
103,812 |
217,307 |
+1,461 |
Dec11 |
110822 |
8600 |
8715 |
8560 |
8560 |
-97 |
128 |
9,958 |
+0 |
Mar12 |
110822 |
8550 |
8550 |
8550 |
8550 |
-100 |
0 |
11 |
+0 |
Total Volume and Open Interest |
103,992 |
233,490 |
+1,463 |
CAC 40(EURONEXT) |
Sep11 |
110822 |
2985.0 |
3110.0 |
2973.0 |
3043.5 |
+31.5 |
111,127 |
266,820 |
+57,179 |
Oct11 |
110822 |
3000.0 |
3096.0 |
3000.0 |
3040.0 |
+31.0 |
68 |
417 |
+5 |
Nov11 |
110822 |
3040.0 |
3040.0 |
3040.0 |
3040.0 |
|
|
|
|
Hang Seng Index(HKFE) |
Aug11 |
110822 |
19202 |
19627 |
18996 |
19491 |
+182 |
90,201 |
102,937 |
+922 |
Sep11 |
110822 |
19127 |
19513 |
18896 |
19383 |
+171 |
3,528 |
11,229 |
+1,282 |
Total Volume and Open Interest |
94,354 |
118,528 |
+2,173 |
DAX(EUREX) |
Sep11 |
110822 |
5411.0 |
5595.0 |
5393.0 |
5475.5 |
-23.5 |
248,508 |
184,360 |
+9,260 |
Dec11 |
110822 |
5461.0 |
5595.0 |
5409.5 |
5492.0 |
-22.5 |
1,428 |
12,099 |
+565 |
Mar12 |
110822 |
5447.5 |
5612.5 |
5447.5 |
5511.5 |
-22.5 |
209 |
1,320 |
+50 |
Total Volume and Open Interest |
250,145 |
197,779 |
+9,875 |
FT-SE 100(EURONEXT) |
Sep11 |
110822 |
4990.00 |
5180.00 |
4957.00 |
5092.50 |
+56.50 |
180,968 |
608,250 |
-6,224 |
Dec11 |
110822 |
4981.00 |
5140.00 |
4959.50 |
5067.50 |
+57.00 |
1,802 |
3,540 |
+2,194 |
Mar12 |
110822 |
5043.00 |
5079.00 |
5030.00 |
5030.00 |
+58.50 |
0 |
193 |
+0 |
Total Volume and Open Interest |
182,991 |
612,325 |
-3,874 |
SPI 200(SFE) |
Sep11 |
110822 |
4076.0 |
4147.0 |
4032.0 |
4076.0 |
+7.0 |
64,763 |
267,888 |
+2,464 |
Dec11 |
110822 |
4050.0 |
4150.0 |
4047.0 |
4083.0 |
+7.0 |
188 |
6,399 |
+92 |
Mar12 |
110822 |
4060.0 |
4060.0 |
4060.0 |
4060.0 |
+9.0 |
169 |
2,088 |
+56 |
Total Volume and Open Interest |
65,199 |
285,719 |
+2,685 |
GSCI(CME) |
Sep11 |
110822 |
644.00 |
647.50 |
644.00 |
647.50 |
+5.25 |
120 |
8,848 |
+7 |
Oct11 |
110822 |
644.00 |
647.50 |
644.00 |
647.50 |
+5.25 |
2 |
0 |
+0 |
Nov11 |
110822 |
648.00 |
648.00 |
648.00 |
648.00 |
+4.75 |
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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