|
MRCI's End of Day Prices |
Daily Futures Price Listing Tue August 30, 2011 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Sep11 |
110830 |
1440.50 |
1450.25 |
1430.00 |
1448.75 |
+10.75 |
14,810 |
14,964 |
-5,122 |
Nov11 |
110830 |
1450.00 |
1458.50 |
1437.00 |
1457.00 |
+10.00 |
119,594 |
335,744 |
+6,643 |
Jan12 |
110830 |
1458.00 |
1467.75 |
1446.00 |
1466.25 |
+10.25 |
14,211 |
70,890 |
+2,695 |
Mar12 |
110830 |
1459.00 |
1468.25 |
1447.50 |
1466.00 |
+9.00 |
9,073 |
42,506 |
+640 |
May12 |
110830 |
1450.50 |
1460.00 |
1438.75 |
1459.25 |
+8.75 |
13,179 |
44,610 |
+1,640 |
Jul12 |
110830 |
1453.25 |
1461.25 |
1440.75 |
1460.75 |
+8.75 |
8,189 |
27,165 |
+1,760 |
Aug12 |
110830 |
1437.25 |
1442.25 |
1434.00 |
1442.25 |
+8.25 |
74 |
616 |
+24 |
Sep12 |
110830 |
1410.75 |
1410.75 |
1401.00 |
1410.75 |
+9.75 |
83 |
433 |
+52 |
Nov12 |
110830 |
1372.25 |
1382.00 |
1363.50 |
1379.75 |
+8.75 |
3,093 |
23,613 |
+490 |
Jan13 |
110830 |
1380.75 |
1383.25 |
1374.50 |
1383.25 |
+8.75 |
4 |
5,142 |
+3 |
Mar13 |
110830 |
1381.00 |
1385.50 |
1376.75 |
1385.50 |
+8.75 |
1 |
107 |
-1 |
May13 |
110830 |
1383.75 |
1383.75 |
1375.00 |
1383.75 |
+8.75 |
0 |
20 |
+0 |
Jul13 |
110830 |
1386.75 |
1386.75 |
1378.00 |
1386.75 |
+8.75 |
2 |
158 |
+1 |
Aug13 |
110830 |
1376.75 |
1376.75 |
1368.00 |
1376.75 |
+8.75 |
|
|
|
Total Volume and Open Interest |
182,348 |
567,062 |
+8,844 |
Soybean Meal(CBOT) |
Sep11 |
110830 |
379.30 |
382.00 |
376.10 |
381.10 |
+1.90 |
21,809 |
12,196 |
-5,327 |
Oct11 |
110830 |
381.30 |
383.80 |
378.30 |
383.40 |
+2.10 |
15,927 |
28,984 |
+3,215 |
Dec11 |
110830 |
386.40 |
388.80 |
383.10 |
388.60 |
+2.20 |
43,852 |
111,051 |
+1,792 |
Jan12 |
110830 |
388.80 |
390.50 |
385.30 |
390.40 |
+2.30 |
1,228 |
11,676 |
+215 |
Mar12 |
110830 |
388.60 |
391.50 |
386.20 |
391.50 |
+2.30 |
1,393 |
8,080 |
+175 |
May12 |
110830 |
388.50 |
390.00 |
384.60 |
390.00 |
+2.30 |
3,300 |
11,995 |
+763 |
Jul12 |
110830 |
385.60 |
390.50 |
384.10 |
390.50 |
+2.90 |
957 |
5,754 |
+296 |
Aug12 |
110830 |
379.50 |
385.20 |
379.50 |
385.20 |
+2.80 |
102 |
800 |
+24 |
Sep12 |
110830 |
373.20 |
376.50 |
373.20 |
376.50 |
+3.30 |
122 |
898 |
+17 |
Oct12 |
110830 |
363.30 |
363.30 |
358.20 |
363.30 |
+5.10 |
65 |
1,043 |
+22 |
Total Volume and Open Interest |
88,962 |
195,739 |
+1,236 |
Soybean Oil(CBOT) |
Sep11 |
110830 |
57.91 |
58.52 |
57.48 |
58.20 |
+0.20 |
19,837 |
15,671 |
-7,219 |
Oct11 |
110830 |
58.19 |
58.70 |
57.67 |
58.37 |
+0.18 |
16,883 |
35,881 |
-277 |
Dec11 |
110830 |
58.55 |
59.09 |
58.05 |
58.76 |
+0.18 |
61,344 |
146,522 |
+5,445 |
Jan12 |
110830 |
58.75 |
59.25 |
58.27 |
58.93 |
+0.18 |
4,781 |
29,934 |
+790 |
Mar12 |
110830 |
58.84 |
59.30 |
58.37 |
59.02 |
+0.18 |
3,657 |
23,320 |
+981 |
May12 |
110830 |
58.75 |
59.16 |
58.31 |
58.97 |
+0.15 |
3,372 |
15,117 |
+827 |
Jul12 |
110830 |
58.88 |
59.26 |
58.36 |
59.02 |
+0.11 |
1,347 |
8,345 |
+87 |
Aug12 |
110830 |
58.90 |
59.10 |
58.55 |
58.97 |
+0.12 |
149 |
599 |
+59 |
Sep12 |
110830 |
58.95 |
59.10 |
58.80 |
58.92 |
+0.12 |
122 |
468 |
+42 |
Oct12 |
110830 |
58.81 |
58.82 |
58.60 |
58.72 |
+0.12 |
39 |
392 |
+0 |
Total Volume and Open Interest |
112,196 |
279,531 |
+933 |
Canola(WCE) |
Nov11 |
110830 |
580.9 |
584.0 |
576.0 |
579.4 |
-1.8 |
13,190 |
107,014 |
+123 |
Jan12 |
110830 |
589.0 |
592.7 |
584.3 |
588.1 |
-1.3 |
2,427 |
35,259 |
+1,027 |
Mar12 |
110830 |
596.1 |
600.9 |
592.5 |
596.3 |
-1.2 |
568 |
16,434 |
+175 |
May12 |
110830 |
600.5 |
607.2 |
598.4 |
602.2 |
-1.8 |
373 |
9,447 |
+10 |
Jul12 |
110830 |
604.2 |
610.8 |
601.5 |
606.7 |
-2.2 |
303 |
4,552 |
+89 |
Total Volume and Open Interest |
17,157 |
175,564 |
+1,660 |
Corn(CBOT) |
Sep11 |
110830 |
756.75 |
765.50 |
746.75 |
763.50 |
+7.25 |
87,513 |
61,174 |
-40,378 |
Dec11 |
110830 |
770.25 |
777.25 |
760.25 |
775.25 |
+5.25 |
180,292 |
724,640 |
+12,090 |
Mar12 |
110830 |
781.75 |
789.00 |
772.00 |
787.25 |
+5.50 |
24,238 |
196,660 |
+1,988 |
May12 |
110830 |
785.75 |
793.00 |
776.50 |
791.00 |
+5.25 |
5,868 |
42,928 |
+888 |
Jul12 |
110830 |
787.75 |
795.00 |
778.75 |
794.00 |
+6.25 |
8,769 |
80,966 |
+277 |
Sep12 |
110830 |
714.00 |
721.25 |
709.75 |
721.25 |
+4.75 |
1,640 |
16,367 |
+440 |
Dec12 |
110830 |
665.00 |
669.75 |
660.25 |
667.25 |
+0.75 |
6,496 |
92,209 |
+1,809 |
Mar13 |
110830 |
673.75 |
677.00 |
668.75 |
674.75 |
+0.75 |
178 |
18,223 |
+66 |
May13 |
110830 |
677.00 |
680.00 |
677.00 |
678.75 |
+0.75 |
4 |
558 |
+4 |
Jul13 |
110830 |
680.00 |
685.00 |
680.00 |
682.25 |
+0.75 |
25 |
884 |
-3 |
Total Volume and Open Interest |
315,141 |
1,245,409 |
-22,776 |
Wheat(CBOT) |
Sep11 |
110830 |
757.75 |
759.00 |
743.75 |
750.25 |
-7.00 |
16,457 |
16,372 |
-9,321 |
Dec11 |
110830 |
795.00 |
796.25 |
781.00 |
790.75 |
-4.25 |
44,238 |
220,981 |
+1,416 |
Mar12 |
110830 |
827.25 |
830.00 |
814.50 |
825.00 |
-2.75 |
6,337 |
76,733 |
+826 |
May12 |
110830 |
837.75 |
840.50 |
824.75 |
835.75 |
-3.00 |
2,018 |
15,288 |
+106 |
Jul12 |
110830 |
840.00 |
843.00 |
828.25 |
838.75 |
-3.50 |
2,603 |
53,003 |
+112 |
Sep12 |
110830 |
850.75 |
852.00 |
838.25 |
848.50 |
-3.50 |
82 |
2,757 |
-7 |
Total Volume and Open Interest |
72,426 |
412,187 |
-6,687 |
Wheat(KCBT) |
Sep11 |
110830 |
870.50 |
872.00 |
856.00 |
867.50 |
-6.50 |
18,125 |
14,357 |
-11,958 |
Dec11 |
110830 |
898.00 |
898.00 |
880.75 |
892.00 |
-7.00 |
21,644 |
94,682 |
+4,565 |
Mar12 |
110830 |
907.00 |
908.75 |
893.00 |
904.00 |
-6.50 |
3,507 |
30,379 |
-986 |
May12 |
110830 |
910.50 |
910.50 |
894.50 |
904.50 |
-6.50 |
374 |
4,529 |
-87 |
Jul12 |
110830 |
900.00 |
903.00 |
887.75 |
899.00 |
-5.25 |
590 |
20,187 |
+31 |
Sep12 |
110830 |
910.00 |
910.00 |
895.00 |
904.00 |
-6.25 |
47 |
1,457 |
+26 |
Total Volume and Open Interest |
44,313 |
167,430 |
-8,409 |
Wheat(MGE) |
Sep11 |
110830 |
940.00 |
952.25 |
933.75 |
941.00 |
-7.25 |
3,006 |
3,477 |
-1,894 |
Dec11 |
110830 |
937.50 |
943.50 |
921.25 |
933.25 |
-5.75 |
2,783 |
21,066 |
+209 |
Mar12 |
110830 |
939.00 |
945.00 |
926.25 |
935.50 |
-6.75 |
523 |
7,642 |
+216 |
May12 |
110830 |
937.50 |
946.50 |
929.75 |
937.75 |
-7.00 |
136 |
3,425 |
+5 |
Jul12 |
110830 |
944.75 |
947.00 |
931.00 |
940.00 |
-6.00 |
104 |
4,531 |
+8 |
Total Volume and Open Interest |
6,658 |
43,711 |
-1,433 |
Oats(CBOT) |
Sep11 |
110830 |
381.00 |
383.00 |
373.00 |
373.00 |
-8.50 |
165 |
734 |
-88 |
Dec11 |
110830 |
384.00 |
384.00 |
374.00 |
374.00 |
-10.00 |
949 |
11,281 |
+41 |
Mar12 |
110830 |
390.00 |
393.00 |
383.00 |
383.00 |
-10.00 |
36 |
1,221 |
+11 |
May12 |
110830 |
398.00 |
400.00 |
390.00 |
390.00 |
-10.00 |
0 |
35 |
+0 |
Total Volume and Open Interest |
1,150 |
13,305 |
-36 |
Rough Rice(CBOT) |
Sep11 |
110830 |
17.31 |
17.45 |
17.28 |
17.40 |
+0.17 |
1,085 |
2,939 |
-661 |
Nov11 |
110830 |
17.55 |
17.74 |
17.55 |
17.67 |
+0.13 |
1,673 |
12,895 |
+658 |
Jan12 |
110830 |
17.94 |
18.04 |
17.90 |
17.97 |
+0.14 |
107 |
1,737 |
-36 |
Mar12 |
110830 |
18.25 |
18.25 |
18.20 |
18.25 |
+0.15 |
109 |
963 |
+56 |
Total Volume and Open Interest |
2,974 |
18,703 |
+17 |
Live Cattle(CME) |
Aug11 |
110830 |
113.500 |
114.350 |
113.200 |
114.250 |
+0.750 |
891 |
1,235 |
-394 |
Oct11 |
110830 |
114.730 |
115.150 |
114.400 |
114.535 |
-0.065 |
16,811 |
121,629 |
-795 |
Dec11 |
110830 |
116.750 |
117.230 |
116.430 |
116.730 |
-0.020 |
9,261 |
98,468 |
+2,012 |
Feb12 |
110830 |
120.150 |
120.500 |
119.830 |
120.080 |
-0.120 |
4,266 |
46,870 |
+576 |
Apr12 |
110830 |
124.230 |
124.730 |
124.000 |
124.650 |
+0.170 |
2,769 |
29,686 |
+335 |
Jun12 |
110830 |
123.050 |
123.400 |
122.730 |
123.385 |
+0.205 |
363 |
11,560 |
+165 |
Total Volume and Open Interest |
34,485 |
311,922 |
+1,935 |
Feeder Cattle(CME) |
Sep11 |
110830 |
132.450 |
133.000 |
132.100 |
132.630 |
+0.305 |
675 |
6,550 |
-119 |
Oct11 |
110830 |
132.900 |
133.400 |
132.235 |
133.000 |
+0.300 |
1,966 |
13,210 |
+257 |
Nov11 |
110830 |
133.435 |
134.235 |
133.100 |
134.150 |
+0.600 |
636 |
6,304 |
+7 |
Jan12 |
110830 |
135.000 |
135.500 |
134.435 |
135.250 |
+0.515 |
267 |
3,708 |
+43 |
Mar12 |
110830 |
135.500 |
136.000 |
134.880 |
135.800 |
+0.670 |
101 |
1,093 |
+1 |
Apr12 |
110830 |
135.550 |
136.235 |
135.550 |
135.750 |
+0.200 |
20 |
288 |
-9 |
May12 |
110830 |
136.075 |
136.400 |
136.000 |
136.000 |
unch |
16 |
239 |
-1 |
Total Volume and Open Interest |
3,681 |
31,400 |
+179 |
Lean Hogs(CME) |
Oct11 |
110830 |
86.200 |
86.480 |
85.400 |
85.700 |
-0.700 |
12,968 |
79,908 |
-1,032 |
Dec11 |
110830 |
83.550 |
83.885 |
82.900 |
83.150 |
-0.530 |
10,510 |
83,521 |
+338 |
Feb12 |
110830 |
87.430 |
87.450 |
86.635 |
86.930 |
-0.570 |
3,941 |
40,682 |
-129 |
Apr12 |
110830 |
90.330 |
90.330 |
89.480 |
89.900 |
-0.500 |
1,590 |
25,828 |
+198 |
May12 |
110830 |
94.500 |
94.500 |
94.050 |
94.500 |
-0.300 |
11 |
1,026 |
-1 |
Jun12 |
110830 |
96.900 |
97.050 |
96.035 |
96.635 |
-0.565 |
802 |
12,413 |
-34 |
Jul12 |
110830 |
95.750 |
95.800 |
95.150 |
95.350 |
-0.450 |
45 |
3,746 |
+20 |
Aug12 |
110830 |
94.200 |
94.350 |
94.000 |
94.350 |
-0.400 |
27 |
2,398 |
-1 |
Total Volume and Open Interest |
29,918 |
250,497 |
-653 |
Class III Milk(CME) |
Aug11 |
110830 |
21.55 |
21.58 |
21.55 |
21.55 |
-0.03 |
32 |
6,486 |
-32 |
Sep11 |
110830 |
18.62 |
18.82 |
18.57 |
18.73 |
+0.09 |
257 |
6,058 |
-86 |
Oct11 |
110830 |
18.48 |
18.69 |
18.48 |
18.63 |
+0.15 |
160 |
5,038 |
-4 |
Nov11 |
110830 |
18.38 |
18.45 |
18.29 |
18.38 |
+0.09 |
62 |
4,496 |
+26 |
Dec11 |
110830 |
17.99 |
18.07 |
17.99 |
17.99 |
-0.01 |
92 |
4,125 |
+71 |
Total Volume and Open Interest |
689 |
37,337 |
+40 |
Cocoa(ICE) |
Sep11 |
110830 |
3110 |
3116 |
3066 |
3087 |
-33 |
3 |
35 |
-1 |
Dec11 |
110830 |
3131 |
3145 |
3051 |
3102 |
-33 |
6,222 |
68,628 |
-789 |
Mar12 |
110830 |
3161 |
3177 |
3083 |
3131 |
-34 |
565 |
49,667 |
+180 |
May12 |
110830 |
3177 |
3180 |
3107 |
3134 |
-34 |
236 |
15,931 |
+117 |
Jul12 |
110830 |
3154 |
3159 |
3126 |
3139 |
-36 |
41 |
6,768 |
-14 |
Sep12 |
110830 |
3167 |
3169 |
3132 |
3147 |
-34 |
26 |
9,614 |
+8 |
Dec12 |
110830 |
3179 |
3179 |
3138 |
3153 |
-36 |
4 |
5,713 |
+4 |
Total Volume and Open Interest |
7,097 |
160,884 |
-495 |
Coffee "C"(ICE) |
Sep11 |
110830 |
284.90 |
287.45 |
279.85 |
287.45 |
+2.50 |
34 |
378 |
-151 |
Dec11 |
110830 |
284.45 |
287.00 |
278.40 |
286.70 |
+2.25 |
8,403 |
71,209 |
+839 |
Mar12 |
110830 |
287.15 |
289.45 |
282.35 |
289.25 |
+2.30 |
1,827 |
18,268 |
+287 |
May12 |
110830 |
287.00 |
289.15 |
282.15 |
289.05 |
+2.00 |
569 |
8,548 |
+135 |
Jul12 |
110830 |
284.05 |
287.00 |
282.35 |
287.00 |
+1.70 |
151 |
2,729 |
+9 |
Sep12 |
110830 |
282.10 |
285.10 |
280.05 |
285.00 |
+1.90 |
60 |
2,097 |
+4 |
Total Volume and Open Interest |
11,109 |
105,284 |
+1,128 |
Orange Juice(ICE) |
Sep11 |
110830 |
165.75 |
168.20 |
165.40 |
166.60 |
-0.10 |
450 |
1,017 |
-332 |
Nov11 |
110830 |
157.20 |
158.95 |
155.65 |
157.60 |
+0.40 |
981 |
17,707 |
-5 |
Jan12 |
110830 |
158.00 |
158.75 |
155.90 |
157.90 |
+0.45 |
101 |
3,330 |
+30 |
Mar12 |
110830 |
157.75 |
158.50 |
156.80 |
158.40 |
+0.25 |
53 |
1,492 |
+41 |
May12 |
110830 |
158.50 |
158.75 |
156.75 |
158.35 |
-0.20 |
11 |
444 |
+10 |
Jul12 |
110830 |
157.95 |
157.95 |
157.95 |
157.95 |
-0.20 |
8 |
145 |
-8 |
Total Volume and Open Interest |
1,604 |
24,146 |
-264 |
Sugar #11(ICE) |
Oct11 |
110830 |
29.89 |
30.40 |
29.27 |
29.62 |
-0.27 |
24,254 |
245,017 |
-381 |
Mar12 |
110830 |
29.09 |
29.35 |
28.38 |
28.74 |
-0.24 |
16,080 |
168,116 |
+5,451 |
May12 |
110830 |
27.49 |
27.72 |
26.88 |
27.24 |
-0.24 |
2,258 |
44,438 |
-46 |
Jul12 |
110830 |
26.27 |
26.40 |
25.75 |
26.04 |
-0.23 |
1,034 |
64,280 |
-157 |
Oct12 |
110830 |
25.33 |
25.50 |
25.02 |
25.24 |
-0.20 |
208 |
30,552 |
+4 |
Total Volume and Open Interest |
44,603 |
597,830 |
+4,940 |
London Cocoa(LCE) |
Sep11 |
110830 |
1944 |
1944 |
1905 |
1928 |
+6 |
1,291 |
49,082 |
-653 |
Dec11 |
110830 |
1957 |
1959 |
1924 |
1949 |
+10 |
3,749 |
65,912 |
+117 |
Mar12 |
110830 |
1972 |
1972 |
1937 |
1962 |
+10 |
1,584 |
43,976 |
+188 |
May12 |
110830 |
1970 |
1976 |
1944 |
1967 |
+9 |
415 |
15,097 |
-121 |
Jul12 |
110830 |
1978 |
1984 |
1968 |
1974 |
+9 |
144 |
8,796 |
+795 |
Sep12 |
110830 |
1986 |
1986 |
1984 |
1984 |
+10 |
16 |
5,307 |
-6 |
Dec12 |
110830 |
1990 |
1990 |
1990 |
1990 |
+12 |
0 |
8,757 |
+0 |
Total Volume and Open Interest |
7,199 |
197,833 |
+320 |
London Sugar(LCE) |
Oct11 |
110830 |
783.80 |
788.60 |
766.00 |
774.00 |
-6.60 |
2,110 |
19,733 |
-681 |
Dec11 |
110830 |
746.20 |
749.70 |
730.00 |
741.70 |
+0.10 |
546 |
8,686 |
+210 |
Mar12 |
110830 |
735.80 |
736.00 |
716.00 |
728.70 |
-0.30 |
279 |
11,306 |
-69 |
May12 |
110830 |
713.10 |
713.50 |
694.60 |
709.70 |
-1.30 |
179 |
3,570 |
+42 |
Aug12 |
110830 |
690.20 |
690.60 |
671.80 |
687.30 |
-0.80 |
25 |
2,362 |
-1 |
Total Volume and Open Interest |
3,274 |
47,422 |
-520 |
Cotton(ICE) |
Oct11 |
110830 |
104.45 |
105.58 |
103.60 |
104.91 |
+0.14 |
10 |
431 |
+1 |
Dec11 |
110830 |
104.70 |
107.00 |
103.64 |
105.42 |
+0.50 |
4,125 |
92,969 |
-389 |
Mar12 |
110830 |
102.75 |
104.29 |
101.35 |
102.80 |
+0.42 |
790 |
34,057 |
+306 |
May12 |
110830 |
100.92 |
103.08 |
100.78 |
101.92 |
+0.75 |
135 |
6,333 |
-41 |
Jul12 |
110830 |
100.10 |
101.90 |
99.94 |
101.01 |
+0.88 |
109 |
9,022 |
+40 |
Oct12 |
110830 |
99.22 |
99.22 |
99.22 |
99.22 |
+1.20 |
0 |
3 |
+0 |
Total Volume and Open Interest |
5,202 |
146,908 |
-79 |
Lumber(CME) |
Sep11 |
110830 |
233.0 |
234.5 |
228.0 |
232.6 |
+0.5 |
222 |
1,516 |
-61 |
Nov11 |
110830 |
238.8 |
243.4 |
235.9 |
242.8 |
+3.3 |
397 |
6,123 |
+25 |
Jan12 |
110830 |
258.7 |
262.9 |
257.0 |
261.7 |
+2.2 |
52 |
1,757 |
+29 |
Mar12 |
110830 |
272.7 |
276.2 |
270.5 |
276.2 |
+2.2 |
3 |
152 |
+0 |
Total Volume and Open Interest |
674 |
9,551 |
-7 |
Crude Oil(NYM) |
Oct11 |
110830 |
87.54 |
89.21 |
86.46 |
88.90 |
+1.63 |
208,605 |
294,270 |
-7,359 |
Nov11 |
110830 |
87.90 |
89.48 |
86.77 |
89.19 |
+1.62 |
41,773 |
162,939 |
+6,296 |
Dec11 |
110830 |
88.20 |
89.80 |
87.09 |
89.50 |
+1.63 |
54,375 |
203,041 |
+46 |
Jan12 |
110830 |
88.57 |
90.09 |
87.49 |
89.81 |
+1.60 |
13,522 |
83,782 |
-850 |
Feb12 |
110830 |
88.20 |
90.29 |
87.95 |
90.14 |
+1.57 |
4,422 |
32,699 |
+580 |
Mar12 |
110830 |
88.97 |
90.52 |
88.75 |
90.47 |
+1.54 |
5,868 |
41,583 |
+526 |
Apr12 |
110830 |
89.35 |
90.87 |
88.55 |
90.81 |
+1.49 |
3,943 |
25,126 |
-119 |
May12 |
110830 |
89.99 |
91.22 |
89.62 |
91.16 |
+1.45 |
3,216 |
23,786 |
+624 |
Jun12 |
110830 |
90.16 |
91.76 |
89.46 |
91.50 |
+1.42 |
12,005 |
76,509 |
+179 |
Jul12 |
110830 |
90.45 |
92.05 |
90.35 |
91.83 |
+1.40 |
1,256 |
34,100 |
+303 |
Aug12 |
110830 |
91.47 |
92.10 |
91.47 |
92.09 |
+1.41 |
1,152 |
14,951 |
-480 |
Sep12 |
110830 |
91.18 |
92.36 |
91.18 |
92.28 |
+1.38 |
1,341 |
18,637 |
+87 |
Oct12 |
110830 |
91.65 |
92.46 |
91.65 |
92.46 |
+1.36 |
1,038 |
14,195 |
-88 |
Nov12 |
110830 |
92.64 |
92.64 |
92.64 |
92.64 |
+1.34 |
1,565 |
18,724 |
-119 |
Dec12 |
110830 |
91.51 |
93.25 |
90.89 |
92.83 |
+1.32 |
20,747 |
154,087 |
+2,603 |
Jan13 |
110830 |
92.92 |
92.92 |
92.92 |
92.92 |
+1.30 |
298 |
19,145 |
-76 |
Total Volume and Open Interest |
393,830 |
1,483,913 |
+1,492 |
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 |
110830 |
87.700 |
89.275 |
86.450 |
88.900 |
+1.625 |
5,423 |
1,636 |
+28 |
Nov11 |
110830 |
88.025 |
89.525 |
86.850 |
89.200 |
+1.625 |
162 |
619 |
+15 |
Dec11 |
110830 |
88.200 |
89.875 |
87.150 |
89.500 |
+1.625 |
67 |
344 |
+11 |
Jan12 |
110830 |
89.800 |
89.800 |
89.800 |
89.800 |
+1.600 |
2 |
5 |
+1 |
Feb12 |
110830 |
90.150 |
90.150 |
90.150 |
90.150 |
+1.575 |
0 |
15 |
+0 |
Mar12 |
110830 |
90.475 |
90.475 |
90.475 |
90.475 |
+1.550 |
3 |
15 |
+0 |
Apr12 |
110830 |
90.800 |
90.800 |
90.800 |
90.800 |
+1.475 |
0 |
8 |
+0 |
May12 |
110830 |
91.150 |
91.150 |
91.150 |
91.150 |
+1.450 |
0 |
8 |
+0 |
Total Volume and Open Interest |
5,668 |
2,925 |
+62 |
Heating Oil(NYM) |
Sep11 |
110830 |
301.65 |
307.52 |
299.92 |
306.92 |
+5.90 |
16,521 |
15,510 |
-4,726 |
Oct11 |
110830 |
302.23 |
308.43 |
300.40 |
307.67 |
+5.94 |
40,800 |
87,800 |
+3,382 |
Nov11 |
110830 |
303.00 |
309.01 |
301.31 |
308.28 |
+5.81 |
8,212 |
39,975 |
+517 |
Dec11 |
110830 |
304.06 |
309.61 |
302.16 |
308.88 |
+5.70 |
9,411 |
51,961 |
+121 |
Jan12 |
110830 |
303.08 |
310.09 |
303.08 |
309.53 |
+5.62 |
2,625 |
31,038 |
+303 |
Feb12 |
110830 |
302.25 |
309.41 |
302.25 |
308.97 |
+5.51 |
625 |
12,887 |
+13 |
Mar12 |
110830 |
304.73 |
307.72 |
304.73 |
307.61 |
+5.45 |
767 |
10,184 |
-250 |
Apr12 |
110830 |
302.10 |
305.34 |
302.10 |
305.08 |
+5.20 |
315 |
5,288 |
+68 |
May12 |
110830 |
302.50 |
302.86 |
302.50 |
302.86 |
+5.10 |
220 |
5,352 |
+17 |
Jun12 |
110830 |
297.71 |
302.42 |
296.24 |
301.79 |
+4.98 |
1,878 |
27,004 |
+14 |
Jul12 |
110830 |
298.41 |
302.75 |
298.41 |
302.21 |
+4.95 |
48 |
2,443 |
+15 |
Aug12 |
110830 |
302.83 |
302.83 |
302.83 |
302.83 |
+4.92 |
57 |
1,292 |
-26 |
Total Volume and Open Interest |
82,441 |
306,394 |
-200 |
Gasoline(NYMEX) |
Sep11 |
110830 |
291.00 |
300.20 |
289.75 |
299.58 |
+8.94 |
18,442 |
11,513 |
-2,290 |
Oct11 |
110830 |
276.92 |
284.68 |
275.68 |
284.15 |
+7.20 |
39,760 |
76,682 |
+109 |
Nov11 |
110830 |
273.94 |
280.27 |
271.81 |
279.82 |
+6.79 |
16,065 |
36,290 |
+786 |
Dec11 |
110830 |
272.20 |
278.20 |
270.26 |
277.81 |
+6.42 |
13,048 |
45,281 |
-1,297 |
Jan12 |
110830 |
270.93 |
277.58 |
270.93 |
277.58 |
+6.22 |
5,254 |
25,689 |
-407 |
Feb12 |
110830 |
272.64 |
278.48 |
272.55 |
278.21 |
+6.05 |
1,200 |
7,184 |
-110 |
Mar12 |
110830 |
272.64 |
279.16 |
272.64 |
279.16 |
+5.87 |
1,222 |
11,073 |
+259 |
Apr12 |
110830 |
289.16 |
289.99 |
288.86 |
289.99 |
+5.79 |
915 |
6,586 |
+158 |
May12 |
110830 |
288.70 |
289.69 |
288.42 |
289.69 |
+5.74 |
808 |
3,060 |
+183 |
Jun12 |
110830 |
283.86 |
288.72 |
282.97 |
288.59 |
+5.65 |
657 |
11,825 |
-11 |
Total Volume and Open Interest |
97,695 |
250,677 |
-2,460 |
e-miNY RBOB Gasoline(NYM) |
Sep11 |
110830 |
299.60 |
299.60 |
299.58 |
299.60 |
+9.00 |
0 |
1 |
+0 |
Oct11 |
110830 |
284.20 |
284.20 |
284.15 |
284.20 |
+7.20 |
0 |
1 |
+0 |
Nov11 |
110830 |
279.80 |
279.82 |
279.80 |
279.80 |
+6.80 |
|
|
|
Dec11 |
110830 |
277.80 |
277.81 |
277.80 |
277.80 |
+6.40 |
|
|
|
Total Volume and Open Interest |
0 |
4 |
+0 |
Natural Gas(NYM) |
Oct11 |
110830 |
3.842 |
3.920 |
3.780 |
3.909 |
+0.079 |
107,591 |
203,620 |
+7,702 |
Nov11 |
110830 |
3.962 |
4.035 |
3.903 |
4.024 |
+0.069 |
35,078 |
193,872 |
-3,104 |
Dec11 |
110830 |
4.193 |
4.252 |
4.134 |
4.243 |
+0.056 |
18,148 |
83,869 |
+1,685 |
Jan12 |
110830 |
4.300 |
4.365 |
4.255 |
4.355 |
+0.054 |
16,563 |
152,719 |
+1,239 |
Feb12 |
110830 |
4.290 |
4.371 |
4.275 |
4.359 |
+0.053 |
5,475 |
35,754 |
+393 |
Mar12 |
110830 |
4.258 |
4.337 |
4.236 |
4.323 |
+0.053 |
5,820 |
43,498 |
-396 |
Apr12 |
110830 |
4.200 |
4.306 |
4.200 |
4.295 |
+0.054 |
9,249 |
70,423 |
+1,106 |
May12 |
110830 |
4.255 |
4.339 |
4.232 |
4.325 |
+0.056 |
2,508 |
16,009 |
+965 |
Jun12 |
110830 |
4.301 |
4.374 |
4.271 |
4.365 |
+0.056 |
594 |
13,050 |
+71 |
Jul12 |
110830 |
4.355 |
4.420 |
4.321 |
4.410 |
+0.055 |
635 |
10,672 |
+14 |
Aug12 |
110830 |
4.380 |
4.447 |
4.347 |
4.436 |
+0.055 |
430 |
9,897 |
+48 |
Sep12 |
110830 |
4.382 |
4.450 |
4.351 |
4.442 |
+0.056 |
884 |
9,054 |
+284 |
Oct12 |
110830 |
4.430 |
4.478 |
4.378 |
4.468 |
+0.055 |
1,731 |
38,893 |
+186 |
Nov12 |
110830 |
4.585 |
4.635 |
4.585 |
4.635 |
+0.054 |
163 |
7,711 |
-27 |
Dec12 |
110830 |
4.825 |
4.893 |
4.825 |
4.893 |
+0.052 |
282 |
12,598 |
-1 |
Jan13 |
110830 |
4.974 |
5.025 |
4.956 |
5.025 |
+0.052 |
255 |
18,771 |
+18 |
Total Volume and Open Interest |
205,583 |
980,224 |
+996 |
Brent Crude Oil(ICE) |
Oct11 |
110830 |
112.36 |
114.25 |
111.16 |
114.02 |
+2.14 |
92,598 |
148,738 |
+2,330 |
Nov11 |
110830 |
111.80 |
113.65 |
110.64 |
113.37 |
+2.07 |
28,928 |
118,309 |
+902 |
Dec11 |
110830 |
111.32 |
113.29 |
110.33 |
112.96 |
+1.98 |
34,275 |
125,783 |
-3,216 |
Jan12 |
110830 |
111.22 |
112.98 |
110.16 |
112.68 |
+1.95 |
4,474 |
34,530 |
+14 |
Feb12 |
110830 |
110.85 |
112.77 |
110.03 |
112.45 |
+1.93 |
2,094 |
19,435 |
+11 |
Mar12 |
110830 |
110.69 |
112.60 |
109.88 |
112.25 |
+1.90 |
2,687 |
42,354 |
+191 |
Apr12 |
110830 |
110.64 |
112.47 |
110.02 |
112.12 |
+1.88 |
821 |
13,071 |
+117 |
May12 |
110830 |
110.24 |
112.33 |
109.73 |
111.96 |
+1.84 |
561 |
13,914 |
-93 |
Jun12 |
110830 |
110.32 |
112.15 |
109.53 |
111.77 |
+1.80 |
4,633 |
41,926 |
+70 |
Jul12 |
110830 |
111.62 |
111.62 |
111.62 |
111.62 |
+1.77 |
843 |
10,370 |
+180 |
Aug12 |
110830 |
110.60 |
111.43 |
110.60 |
111.43 |
+1.74 |
380 |
7,483 |
+7 |
Sep12 |
110830 |
111.20 |
111.20 |
111.20 |
111.20 |
+1.71 |
253 |
9,551 |
+80 |
Oct12 |
110830 |
110.97 |
110.97 |
110.97 |
110.97 |
+1.70 |
171 |
5,530 |
-114 |
Nov12 |
110830 |
110.68 |
110.68 |
110.68 |
110.68 |
+1.66 |
329 |
8,362 |
-192 |
Total Volume and Open Interest |
185,849 |
766,704 |
+39 |
Gas Oil(ICE) |
Sep11 |
110830 |
959.25 |
974.75 |
951.50 |
973.50 |
+10.25 |
21,318 |
91,397 |
-5,146 |
Oct11 |
110830 |
954.75 |
969.25 |
946.50 |
968.75 |
+11.50 |
41,796 |
119,313 |
+1,021 |
Nov11 |
110830 |
948.25 |
964.50 |
942.00 |
964.00 |
+12.00 |
10,944 |
64,373 |
+2,901 |
Dec11 |
110830 |
946.50 |
960.50 |
938.00 |
960.25 |
+12.75 |
7,495 |
74,833 |
+322 |
Jan12 |
110830 |
942.25 |
958.25 |
937.25 |
958.00 |
+12.75 |
2,611 |
52,785 |
-358 |
Feb12 |
110830 |
943.25 |
956.25 |
936.75 |
956.00 |
+13.00 |
1,152 |
21,845 |
-56 |
Mar12 |
110830 |
941.00 |
954.00 |
933.25 |
954.00 |
+13.00 |
846 |
20,851 |
+151 |
Apr12 |
110830 |
938.75 |
952.00 |
931.75 |
952.00 |
+12.75 |
488 |
14,500 |
+30 |
May12 |
110830 |
936.75 |
950.00 |
929.75 |
950.00 |
+12.25 |
488 |
11,203 |
-155 |
Jun12 |
110830 |
934.50 |
949.50 |
928.75 |
949.25 |
+11.75 |
1,087 |
40,971 |
+143 |
Total Volume and Open Interest |
89,672 |
591,241 |
-1,000 |
Ethanol(CBOT) |
Aug11 |
110803 |
2.836 |
2.836 |
2.800 |
2.800 |
-0.042 |
58 |
178 |
-18 |
Sep11 |
110830 |
2.913 |
2.930 |
2.893 |
2.922 |
-0.004 |
327 |
379 |
-164 |
Oct11 |
110830 |
2.843 |
2.865 |
2.828 |
2.847 |
-0.012 |
267 |
1,320 |
-85 |
Nov11 |
110830 |
2.818 |
2.830 |
2.800 |
2.811 |
-0.011 |
234 |
1,100 |
-86 |
Dec11 |
110830 |
2.798 |
2.798 |
2.770 |
2.790 |
-0.006 |
105 |
1,472 |
+46 |
Jan12 |
110830 |
2.698 |
2.733 |
2.698 |
2.725 |
+0.007 |
196 |
695 |
-164 |
Feb12 |
110830 |
2.705 |
2.730 |
2.705 |
2.723 |
-0.001 |
22 |
865 |
+16 |
Mar12 |
110830 |
2.710 |
2.735 |
2.710 |
2.729 |
+0.003 |
44 |
993 |
+11 |
Total Volume and Open Interest |
1,442 |
10,140 |
-260 |
WTI Crude Oil(ICE) |
Oct11 |
110830 |
87.62 |
89.21 |
86.46 |
88.90 |
+1.63 |
48,508 |
65,101 |
-1,967 |
Nov11 |
110830 |
87.82 |
89.47 |
86.78 |
89.19 |
+1.62 |
12,250 |
40,806 |
-582 |
Dec11 |
110830 |
88.26 |
89.86 |
87.11 |
89.50 |
+1.63 |
21,260 |
96,188 |
-949 |
Jan12 |
110830 |
88.19 |
90.24 |
87.58 |
89.81 |
+1.60 |
4,507 |
19,701 |
+350 |
Feb12 |
110830 |
88.26 |
90.16 |
87.81 |
90.14 |
+1.57 |
1,542 |
8,489 |
-37 |
Mar12 |
110830 |
89.06 |
90.59 |
88.31 |
90.47 |
+1.54 |
1,515 |
15,701 |
-145 |
Apr12 |
110830 |
88.70 |
90.87 |
88.70 |
90.81 |
+1.49 |
676 |
4,635 |
-1 |
May12 |
110830 |
89.70 |
91.16 |
89.08 |
91.16 |
+1.45 |
472 |
4,766 |
+109 |
Jun12 |
110830 |
90.12 |
91.60 |
89.44 |
91.50 |
+1.42 |
5,052 |
27,393 |
+110 |
Jul12 |
110830 |
91.83 |
91.83 |
91.83 |
91.83 |
+1.40 |
61 |
4,686 |
+2 |
Aug12 |
110830 |
92.09 |
92.09 |
92.09 |
92.09 |
+1.41 |
24 |
1,805 |
+0 |
Sep12 |
110830 |
92.28 |
92.28 |
92.28 |
92.28 |
+1.38 |
39 |
5,724 |
-22 |
Oct12 |
110830 |
92.46 |
92.46 |
92.46 |
92.46 |
+1.36 |
42 |
1,368 |
+3 |
Nov12 |
110830 |
92.64 |
92.64 |
92.64 |
92.64 |
+1.34 |
2 |
2,587 |
+2 |
Dec12 |
110830 |
91.56 |
93.07 |
90.94 |
92.83 |
+1.32 |
3,091 |
45,404 |
+446 |
Jan13 |
110830 |
92.92 |
92.92 |
92.92 |
92.92 |
+1.30 |
0 |
1,946 |
+0 |
Total Volume and Open Interest |
102,470 |
431,421 |
-2,654 |
US Dollar Index(ICE) |
Sep11 |
110830 |
73.750 |
74.250 |
73.680 |
73.995 |
+0.218 |
13,342 |
56,403 |
+116 |
Dec11 |
110830 |
74.095 |
74.575 |
74.060 |
74.330 |
+0.223 |
98 |
871 |
+33 |
Mar12 |
110830 |
74.750 |
74.750 |
74.750 |
74.750 |
+0.223 |
0 |
3 |
+0 |
Total Volume and Open Interest |
13,440 |
57,277 |
+149 |
Australian Dollar(CME) |
Sep11 |
110830 |
106.38 |
106.94 |
105.95 |
106.85 |
+0.75 |
65,128 |
115,470 |
+181 |
Dec11 |
110830 |
105.28 |
105.80 |
104.82 |
105.72 |
+0.74 |
570 |
1,639 |
+252 |
Mar12 |
110830 |
104.76 |
104.76 |
104.02 |
104.76 |
+0.74 |
0 |
5 |
+0 |
Total Volume and Open Interest |
65,698 |
117,214 |
+433 |
British Pound(CME) |
Sep11 |
110830 |
164.06 |
164.16 |
162.52 |
163.05 |
-1.00 |
57,469 |
90,942 |
-7,442 |
Dec11 |
110830 |
163.98 |
163.98 |
162.47 |
162.89 |
-1.00 |
209 |
587 |
+71 |
Mar12 |
110830 |
162.72 |
163.71 |
162.72 |
162.72 |
-0.99 |
0 |
19 |
+0 |
Total Volume and Open Interest |
57,678 |
91,554 |
-7,371 |
Canadian Dollar(CME) |
Sep11 |
110830 |
102.31 |
102.42 |
101.80 |
102.17 |
+0.04 |
66,125 |
94,783 |
+2,060 |
Dec11 |
110830 |
102.16 |
102.23 |
101.65 |
101.99 |
+0.05 |
1,107 |
8,542 |
+164 |
Mar12 |
110830 |
102.00 |
102.00 |
101.40 |
101.84 |
+0.01 |
67 |
2,030 |
+24 |
Jun12 |
110830 |
101.59 |
101.69 |
101.59 |
101.69 |
+0.01 |
0 |
413 |
+0 |
Total Volume and Open Interest |
67,304 |
105,966 |
+2,247 |
Japanese Yen(CME) |
Sep11 |
110830 |
130.15 |
130.53 |
129.91 |
130.45 |
+0.40 |
59,473 |
120,983 |
-1,763 |
Dec11 |
110830 |
130.22 |
130.64 |
130.17 |
130.59 |
+0.40 |
363 |
2,201 |
+44 |
Mar12 |
110830 |
130.77 |
130.77 |
130.39 |
130.77 |
+0.38 |
1 |
50 |
+0 |
Total Volume and Open Interest |
59,837 |
123,255 |
-1,719 |
Swiss Franc(CME) |
Sep11 |
110830 |
122.59 |
123.24 |
121.52 |
122.03 |
-0.71 |
26,835 |
44,243 |
-225 |
Dec11 |
110830 |
122.88 |
123.60 |
122.00 |
122.38 |
-0.74 |
264 |
1,773 |
+63 |
Mar12 |
110830 |
122.96 |
123.53 |
122.80 |
122.80 |
-0.73 |
0 |
37 |
+0 |
Total Volume and Open Interest |
27,099 |
46,064 |
-162 |
EuroFX(CME) |
Sep11 |
110830 |
145.10 |
145.30 |
143.80 |
144.47 |
-0.56 |
164,570 |
172,896 |
+1,329 |
Dec11 |
110830 |
144.93 |
145.11 |
143.66 |
144.32 |
-0.55 |
3,094 |
5,731 |
+562 |
Mar12 |
110830 |
144.58 |
144.72 |
143.44 |
144.18 |
-0.54 |
1 |
402 |
+1 |
Total Volume and Open Interest |
167,665 |
179,862 |
+1,892 |
Mexican Peso(CME) |
Sep11 |
110830 |
801.2 |
802.5 |
795.5 |
798.2 |
-4.5 |
15,249 |
99,989 |
-890 |
Oct11 |
110830 |
795.8 |
800.2 |
795.8 |
795.8 |
-4.5 |
|
|
|
Total Volume and Open Interest |
17,315 |
111,580 |
+681 |
Brazilian Real(CME) |
Sep11 |
110830 |
627.45 |
631.00 |
627.00 |
631.00 |
+2.75 |
29 |
5,649 |
-625 |
Oct11 |
110830 |
627.55 |
627.55 |
625.35 |
627.55 |
+2.20 |
|
|
|
Nov11 |
110830 |
624.05 |
624.05 |
622.45 |
624.05 |
+1.60 |
|
|
|
Dec11 |
110830 |
616.00 |
620.60 |
616.00 |
620.60 |
+1.05 |
648 |
3,365 |
+1,182 |
Total Volume and Open Interest |
1,514 |
39,627 |
+1,394 |
30-Year T-Bonds(CBOT) |
Sep11 |
110830 |
137~040 |
138~240 |
137~020 |
138~180 |
+1~240 |
342,687 |
217,891 |
-103,501 |
Dec11 |
110830 |
135~280 |
137~160 |
135~260 |
137~100 |
+1~240 |
213,080 |
491,611 |
+102,523 |
Mar12 |
110830 |
136~040 |
136~110 |
134~160 |
136~080 |
+1~240 |
3 |
25 |
+0 |
Total Volume and Open Interest |
555,770 |
709,527 |
-978 |
10-Year T-Notes(CBOT) |
Sep11 |
110830 |
129~250 |
130~190 |
129~245 |
130~125 |
+0~215 |
1,315,040 |
641,594 |
-315,652 |
Dec11 |
110830 |
128~260 |
129~195 |
128~250 |
129~135 |
+0~215 |
873,175 |
1,435,079 |
+370,355 |
Mar12 |
110830 |
128~135 |
128~135 |
127~240 |
128~135 |
+0~215 |
|
|
|
Total Volume and Open Interest |
2,188,215 |
2,076,673 |
+54,703 |
5-Year T-Notes(CBOT) |
Sep11 |
110830 |
123~042 |
123~094 |
123~041 |
123~078 |
+0~039 |
743,189 |
505,961 |
-209,958 |
Dec11 |
110830 |
122~046 |
122~101 |
122~046 |
122~087 |
+0~040 |
500,661 |
962,621 |
+166,824 |
Mar12 |
110830 |
121~111 |
121~111 |
121~071 |
121~111 |
+0~040 |
|
|
|
Total Volume and Open Interest |
1,243,850 |
1,468,582 |
-43,134 |
2 Year T-Notes(CBOT) |
Sep11 |
110830 |
110~033 |
110~038 |
110~032 |
110~035 |
+0~002 |
339,839 |
242,180 |
-170,868 |
Dec11 |
110830 |
110~030 |
110~035 |
110~030 |
110~032 |
+0~002 |
264,630 |
623,064 |
+101,034 |
Mar12 |
110830 |
110~024 |
110~024 |
110~022 |
110~024 |
+0~002 |
0 |
60 |
+0 |
Total Volume and Open Interest |
604,469 |
865,304 |
-69,834 |
Eurodollars(CME) |
Sep11 |
110830 |
99.635 |
99.637 |
99.625 |
99.628 |
unch |
73,861 |
1,087,934 |
-2,098 |
Dec11 |
110830 |
99.490 |
99.500 |
99.470 |
99.490 |
+0.010 |
91,371 |
1,061,958 |
-2,325 |
Mar12 |
110830 |
99.495 |
99.510 |
99.480 |
99.490 |
+0.005 |
79,082 |
1,042,126 |
-7,326 |
Jun12 |
110830 |
99.510 |
99.525 |
99.500 |
99.510 |
+0.010 |
82,460 |
1,266,680 |
+1,127 |
Sep12 |
110830 |
99.495 |
99.525 |
99.495 |
99.505 |
+0.010 |
86,694 |
846,594 |
-7,156 |
Dec12 |
110830 |
99.465 |
99.500 |
99.465 |
99.485 |
+0.020 |
78,196 |
765,519 |
-3,983 |
Mar13 |
110830 |
99.440 |
99.485 |
99.440 |
99.465 |
+0.025 |
70,300 |
705,326 |
-1,854 |
Jun13 |
110830 |
99.370 |
99.420 |
99.370 |
99.390 |
+0.030 |
70,237 |
554,499 |
+1,341 |
Sep13 |
110830 |
99.245 |
99.305 |
99.245 |
99.275 |
+0.040 |
60,564 |
502,809 |
-876 |
Dec13 |
110830 |
99.055 |
99.130 |
99.055 |
99.100 |
+0.050 |
60,690 |
423,302 |
-6,268 |
Mar14 |
110830 |
98.870 |
98.940 |
98.855 |
98.910 |
+0.055 |
42,299 |
290,161 |
-2,222 |
Jun14 |
110830 |
98.640 |
98.730 |
98.630 |
98.700 |
+0.065 |
40,428 |
262,821 |
-1,864 |
Sep14 |
110830 |
98.425 |
98.520 |
98.415 |
98.490 |
+0.070 |
19,889 |
137,118 |
+759 |
Dec14 |
110830 |
98.195 |
98.300 |
98.190 |
98.270 |
+0.075 |
25,588 |
148,330 |
-1,668 |
Mar15 |
110830 |
97.970 |
98.090 |
97.970 |
98.060 |
+0.075 |
14,581 |
118,774 |
+837 |
Jun15 |
110830 |
6.020 |
6.130 |
6.020 |
6.100 |
+0.075 |
14,281 |
109,984 |
+768 |
Sep15 |
110830 |
5.840 |
5.925 |
5.805 |
5.895 |
+0.075 |
7,028 |
64,090 |
-234 |
Dec15 |
110830 |
5.625 |
5.725 |
5.605 |
5.695 |
+0.075 |
11,849 |
62,078 |
+2,425 |
Total Volume and Open Interest |
949,159 |
9,681,224 |
-29,053 |
30 Day Federal Funds(CBOT) |
Aug11 |
110830 |
99.902 |
99.905 |
99.902 |
99.902 |
unch |
1,048 |
84,299 |
-682 |
Sep11 |
110830 |
99.910 |
99.915 |
99.905 |
99.910 |
unch |
1,682 |
51,275 |
+265 |
Oct11 |
110830 |
99.915 |
99.920 |
99.915 |
99.915 |
unch |
1,880 |
57,816 |
+526 |
Nov11 |
110830 |
99.915 |
99.920 |
99.915 |
99.920 |
unch |
2,771 |
56,460 |
+1,984 |
Dec11 |
110830 |
99.920 |
99.925 |
99.920 |
99.925 |
unch |
1,753 |
64,347 |
+336 |
Jan12 |
110830 |
99.915 |
99.920 |
99.915 |
99.920 |
unch |
1,545 |
57,942 |
-940 |
Total Volume and Open Interest |
35,141 |
800,845 |
-2,165 |
30 Day Fed Funds(e-CBOT) |
3-Mth Euro-Yen(CME) |
Sep11 |
110830 |
99.680 |
99.680 |
99.680 |
99.680 |
unch |
0 |
66 |
+0 |
Dec11 |
110830 |
99.705 |
99.705 |
99.705 |
99.705 |
unch |
0 |
332 |
+0 |
Mar12 |
110830 |
99.705 |
99.705 |
99.705 |
99.705 |
unch |
0 |
340 |
+0 |
Jun12 |
110830 |
99.702 |
99.702 |
99.702 |
99.702 |
unch |
|
|
|
Sep12 |
110830 |
99.625 |
99.625 |
99.625 |
99.625 |
unch |
|
|
|
Dec12 |
110830 |
99.685 |
99.685 |
99.685 |
99.685 |
unch |
|
|
|
Mar13 |
110830 |
99.685 |
99.685 |
99.685 |
99.685 |
unch |
|
|
|
Jun13 |
110830 |
99.640 |
99.640 |
99.640 |
99.640 |
unch |
|
|
|
Sep13 |
110830 |
99.500 |
99.500 |
99.500 |
99.500 |
unch |
|
|
|
Dec13 |
110830 |
99.360 |
99.360 |
99.360 |
99.360 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
738 |
+0 |
3-Mth Euro-Yen(SGX) |
Sep11 |
110830 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
0 |
1,525 |
+0 |
Dec11 |
110830 |
99.69 |
99.71 |
99.69 |
99.71 |
unch |
250 |
2,252 |
+250 |
Mar12 |
110830 |
99.71 |
99.71 |
99.71 |
99.71 |
unch |
0 |
2,383 |
+0 |
Jun12 |
110830 |
99.70 |
99.70 |
99.70 |
99.70 |
unch |
0 |
1,376 |
+0 |
Sep12 |
110830 |
99.62 |
99.62 |
99.62 |
99.62 |
unch |
0 |
411 |
+0 |
Dec12 |
110830 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
0 |
49 |
+0 |
Mar13 |
110830 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
0 |
1 |
+0 |
Jun13 |
110830 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
|
|
|
Total Volume and Open Interest |
250 |
7,999 |
+250 |
Japanese Gov't Bonds(SGX) |
Sep11 |
110830 |
142.63 |
142.63 |
142.41 |
142.52 |
-0.10 |
1,821 |
24,660 |
+210 |
Dec11 |
110830 |
142.17 |
142.22 |
142.11 |
142.18 |
-0.10 |
56 |
238 |
-6 |
Mar12 |
110830 |
140.09 |
140.09 |
140.09 |
140.09 |
-0.10 |
|
|
|
Total Volume and Open Interest |
1,877 |
24,898 |
+204 |
Euro-Bund(EUREX) |
Sep11 |
110830 |
134.52 |
135.61 |
134.31 |
135.28 |
+0.89 |
325,828 |
909,882 |
-25,386 |
Dec11 |
110830 |
132.93 |
134.00 |
132.75 |
133.67 |
+0.87 |
50,517 |
55,188 |
+26,004 |
Mar12 |
110830 |
134.28 |
134.28 |
134.28 |
134.28 |
+0.89 |
0 |
2 |
+0 |
Total Volume and Open Interest |
376,345 |
965,072 |
+618 |
Euro-Bobl(EUREX) |
Sep11 |
110830 |
121.84 |
122.43 |
121.75 |
122.26 |
+0.55 |
209,461 |
719,193 |
-13,437 |
Dec11 |
110830 |
120.86 |
121.30 |
120.73 |
121.20 |
+0.53 |
7,710 |
21,244 |
+4,113 |
Mar12 |
110830 |
121.26 |
121.26 |
121.26 |
121.26 |
+0.55 |
|
|
|
Total Volume and Open Interest |
217,171 |
740,437 |
-9,324 |
3-Mth Euribor(EUREX) |
Sep11 |
110830 |
98.475 |
98.480 |
98.475 |
98.480 |
+0.015 |
26 |
2,032 |
+0 |
Dec11 |
110830 |
98.670 |
98.685 |
98.670 |
98.685 |
+0.040 |
26 |
1,472 |
+26 |
Mar12 |
110830 |
98.790 |
98.820 |
98.790 |
98.820 |
+0.065 |
24 |
2,446 |
-1 |
Total Volume and Open Interest |
76 |
10,009 |
+25 |
Long Gilt(LIFFE) |
Sep11 |
110830 |
128~04 |
128~29 |
127~30 |
128~26 |
+0~09 |
238,532 |
96,370 |
-91,473 |
Dec11 |
110830 |
127~01 |
127~20 |
126~21 |
127~17 |
+0~09 |
171,424 |
303,731 |
+82,086 |
Total Volume and Open Interest |
409,956 |
400,101 |
-9,387 |
3-Mth Short Sterling(LIFFE) |
Sep11 |
110830 |
99.08 |
99.10 |
99.07 |
99.08 |
unch |
25,036 |
374,298 |
+7,117 |
Dec11 |
110830 |
98.98 |
99.02 |
98.97 |
99.00 |
+0.03 |
34,418 |
457,034 |
+4,784 |
Mar12 |
110830 |
99.02 |
99.06 |
99.01 |
99.05 |
+0.04 |
34,832 |
344,278 |
-1,607 |
Jun12 |
110830 |
99.04 |
99.08 |
99.03 |
99.06 |
+0.02 |
27,326 |
238,717 |
+3,754 |
Sep12 |
110830 |
99.04 |
99.06 |
99.02 |
99.04 |
+0.01 |
36,394 |
273,890 |
+567 |
Dec12 |
110830 |
98.97 |
98.99 |
98.95 |
98.97 |
unch |
28,107 |
239,368 |
-145 |
Total Volume and Open Interest |
254,498 |
2,398,640 |
+15,660 |
3-Mth Euribor(LIFFE) |
Sep11 |
110830 |
98.470 |
98.490 |
98.470 |
98.480 |
+0.015 |
35,659 |
663,752 |
+631 |
Dec11 |
110830 |
98.660 |
98.700 |
98.655 |
98.685 |
+0.040 |
61,046 |
582,311 |
-2,927 |
Mar12 |
110830 |
98.780 |
98.835 |
98.775 |
98.820 |
+0.065 |
65,773 |
466,299 |
+2,512 |
Total Volume and Open Interest |
387,655 |
3,452,039 |
+1,189 |
3-Mth Aus T-Bills(SFE) |
Sep11 |
110830 |
95.24 |
95.25 |
95.21 |
95.24 |
-0.01 |
14,580 |
144,244 |
-6,809 |
Dec11 |
110830 |
95.76 |
95.77 |
95.70 |
95.76 |
-0.01 |
22,584 |
238,817 |
-5,887 |
Mar12 |
110830 |
96.08 |
96.09 |
96.01 |
96.08 |
-0.01 |
7,737 |
161,453 |
+1,355 |
Jun12 |
110830 |
96.06 |
96.07 |
95.99 |
96.06 |
-0.02 |
4,656 |
90,837 |
+1,237 |
Sep12 |
110830 |
95.90 |
95.92 |
95.85 |
95.91 |
-0.01 |
1,704 |
62,981 |
+236 |
Dec12 |
110830 |
95.73 |
95.75 |
95.69 |
95.74 |
-0.01 |
2,977 |
39,448 |
+410 |
Mar13 |
110830 |
95.55 |
95.58 |
95.53 |
95.58 |
-0.01 |
926 |
37,537 |
-338 |
Jun13 |
110830 |
95.40 |
95.46 |
95.39 |
95.44 |
-0.01 |
731 |
18,144 |
-429 |
Sep13 |
110830 |
95.32 |
95.35 |
95.32 |
95.34 |
-0.02 |
12 |
3,540 |
+0 |
Dec13 |
110830 |
95.25 |
95.25 |
95.25 |
95.25 |
-0.02 |
0 |
1,735 |
+0 |
Total Volume and Open Interest |
55,907 |
798,882 |
-10,225 |
10-Year Aus T-Bonds(SFE) |
Sep11 |
110830 |
95.59 |
95.60 |
95.52 |
95.58 |
-0.01 |
20,979 |
381,802 |
-1,148 |
Dec11 |
110830 |
95.58 |
95.58 |
95.58 |
95.58 |
-0.01 |
|
|
|
Total Volume and Open Interest |
20,979 |
381,802 |
-1,148 |
3-Year Aus T-Bonds(SFE) |
Sep11 |
110830 |
96.13 |
96.15 |
96.06 |
96.15 |
+0.02 |
64,289 |
639,155 |
-11,064 |
Dec11 |
110830 |
96.15 |
96.15 |
96.15 |
96.15 |
+0.02 |
|
|
|
Total Volume and Open Interest |
64,289 |
639,155 |
-11,064 |
Gold(CMX) |
Oct11 |
110830 |
1789.2 |
1840.9 |
1784.0 |
1827.5 |
+38.2 |
9,061 |
35,199 |
-333 |
Dec11 |
110830 |
1791.3 |
1845.1 |
1786.2 |
1829.8 |
+38.2 |
186,016 |
332,638 |
-3,055 |
Feb12 |
110830 |
1791.9 |
1843.9 |
1789.0 |
1831.3 |
+38.1 |
953 |
30,771 |
-59 |
Apr12 |
110830 |
1792.8 |
1845.0 |
1792.4 |
1832.8 |
+38.1 |
411 |
7,637 |
+50 |
Jun12 |
110830 |
1804.0 |
1846.3 |
1798.8 |
1834.5 |
+38.0 |
357 |
16,783 |
-4 |
Aug12 |
110830 |
1800.0 |
1836.1 |
1800.0 |
1836.1 |
+37.9 |
14 |
6,221 |
+4 |
Oct12 |
110830 |
1808.7 |
1850.7 |
1808.7 |
1838.1 |
+38.2 |
74 |
4,260 |
+64 |
Dec12 |
110830 |
1800.0 |
1850.0 |
1799.5 |
1840.0 |
+38.1 |
420 |
13,657 |
+103 |
Feb13 |
110830 |
1841.9 |
1841.9 |
1841.9 |
1841.9 |
+38.1 |
0 |
3,105 |
+0 |
Apr13 |
110830 |
1844.0 |
1844.0 |
1844.0 |
1844.0 |
+38.1 |
7 |
335 |
+0 |
Jun13 |
110830 |
1846.5 |
1846.5 |
1846.5 |
1846.5 |
+37.8 |
79 |
11,992 |
+76 |
Total Volume and Open Interest |
198,735 |
500,884 |
-3,784 |
Silver(CMX) |
Sep11 |
110830 |
4080.5 |
4167.0 |
4042.5 |
4139.8 |
+85.2 |
43,237 |
7,392 |
-5,142 |
Dec11 |
110830 |
4089.0 |
4173.0 |
4045.5 |
4146.4 |
+86.3 |
37,421 |
73,894 |
+3,281 |
Mar12 |
110830 |
4051.0 |
4157.5 |
4051.0 |
4148.3 |
+86.7 |
1,504 |
7,550 |
+29 |
May12 |
110830 |
4160.0 |
4160.0 |
4141.0 |
4147.9 |
+86.9 |
45 |
2,324 |
+5 |
Jul12 |
110830 |
4106.0 |
4147.5 |
4106.0 |
4147.5 |
+87.5 |
7 |
1,996 |
+1 |
Sep12 |
110830 |
4150.0 |
4150.0 |
4143.0 |
4146.1 |
+88.1 |
2 |
369 |
+1 |
Dec12 |
110830 |
4070.0 |
4151.0 |
4061.0 |
4139.3 |
+86.7 |
73 |
8,569 |
+51 |
Total Volume and Open Interest |
82,607 |
113,910 |
-1,699 |
Platinum(NYMEX) |
Oct11 |
110830 |
1825.9 |
1860.0 |
1824.0 |
1853.1 |
+28.1 |
3,754 |
35,212 |
-258 |
Jan12 |
110830 |
1830.2 |
1863.5 |
1830.0 |
1856.6 |
+28.7 |
190 |
3,004 |
+71 |
Apr12 |
110830 |
1851.4 |
1867.9 |
1850.0 |
1860.6 |
+28.6 |
12 |
631 |
+0 |
Jul12 |
110830 |
1858.0 |
1864.0 |
1858.0 |
1864.0 |
+28.6 |
2 |
22 |
+0 |
Total Volume and Open Interest |
3,959 |
38,870 |
-188 |
Palladium(NYMEX) |
Sep11 |
110830 |
755.85 |
779.70 |
753.20 |
777.05 |
+23.10 |
1,972 |
2,046 |
-1,174 |
Dec11 |
110830 |
758.00 |
781.90 |
755.00 |
779.30 |
+23.55 |
2,462 |
17,529 |
+1,119 |
Mar12 |
110830 |
125.19 |
125.19 |
125.19 |
125.19 |
+23.55 |
20 |
86 |
-6 |
Total Volume and Open Interest |
4,463 |
19,668 |
-64 |
Copper(CMX) |
Sep11 |
110830 |
409.85 |
417.35 |
409.55 |
412.30 |
+3.40 |
20,160 |
13,465 |
-4,137 |
Dec11 |
110830 |
411.75 |
419.20 |
411.60 |
414.15 |
+3.20 |
19,015 |
73,763 |
+986 |
Mar12 |
110830 |
413.35 |
420.55 |
413.30 |
415.85 |
+3.30 |
557 |
19,526 |
+146 |
May12 |
110830 |
414.55 |
421.10 |
414.55 |
416.45 |
+3.30 |
162 |
3,940 |
+99 |
Jul12 |
110830 |
418.60 |
419.25 |
416.70 |
416.70 |
+3.30 |
3 |
1,093 |
+0 |
Total Volume and Open Interest |
40,433 |
119,382 |
-2,965 |
DJIA Index(CBOT) |
Sep11 |
110830 |
11507 |
11615 |
11420 |
11492 |
-25 |
121 |
13,548 |
+20 |
Dec11 |
110830 |
11470 |
11520 |
11420 |
11420 |
-25 |
6 |
212 |
+1 |
Mar12 |
110830 |
11351 |
11376 |
11351 |
11351 |
-25 |
|
|
|
Jun12 |
110830 |
11281 |
11306 |
11281 |
11281 |
-25 |
|
|
|
Total Volume and Open Interest |
127 |
13,760 |
+21 |
E-mini DJIA Index(CBOT) |
Sep11 |
110830 |
11512 |
11618 |
11415 |
11492 |
-25 |
86,289 |
77,281 |
+2,782 |
Dec11 |
110830 |
11434 |
11517 |
11362 |
11420 |
-25 |
162 |
1,593 |
+45 |
Mar12 |
110830 |
11351 |
11351 |
11351 |
11351 |
-25 |
0 |
13 |
+0 |
Jun12 |
110830 |
11281 |
11281 |
11281 |
11281 |
-25 |
|
|
|
Total Volume and Open Interest |
86,451 |
78,887 |
+2,827 |
S & P 500(CME) |
Sep11 |
110830 |
1207.90 |
1218.50 |
1194.00 |
1204.80 |
-3.30 |
15,905 |
367,923 |
+2,666 |
Dec11 |
110830 |
1196.60 |
1211.30 |
1188.30 |
1199.10 |
-3.20 |
1,546 |
28,408 |
+1,090 |
Mar12 |
110830 |
1193.00 |
1205.80 |
1182.80 |
1193.60 |
-3.20 |
0 |
645 |
+0 |
Jun12 |
110830 |
1188.50 |
1200.30 |
1177.30 |
1188.50 |
-2.80 |
1 |
28 |
+1 |
Total Volume and Open Interest |
17,452 |
397,104 |
+3,757 |
S & P 500 E-Mini(Globex) |
Sep11 |
110830 |
1208.00 |
1218.75 |
1193.50 |
1204.75 |
-3.25 |
1,832,857 |
3,471,251 |
+18,938 |
Dec11 |
110830 |
1201.75 |
1213.00 |
1188.00 |
1199.00 |
-3.25 |
8,019 |
83,569 |
+1,778 |
Total Volume and Open Interest |
1,840,916 |
3,555,403 |
+20,720 |
NASDAQ 100(CME) |
Sep11 |
110830 |
2220.50 |
2250.00 |
2202.00 |
2227.00 |
+7.00 |
761 |
26,963 |
+470 |
Dec11 |
110830 |
2207.00 |
2240.00 |
2200.00 |
2222.00 |
+7.00 |
0 |
67 |
+0 |
Mar12 |
110830 |
2219.30 |
2219.30 |
2210.80 |
2219.30 |
+8.50 |
|
|
|
Total Volume and Open Interest |
761 |
27,030 |
+470 |
NASDAQ 100 E-Mini(Globex) |
Sep11 |
110830 |
2219.50 |
2249.50 |
2201.50 |
2227.00 |
+7.00 |
198,317 |
368,779 |
-359 |
Dec11 |
110830 |
2216.50 |
2243.50 |
2197.80 |
2222.00 |
+7.00 |
150 |
6,245 |
+9 |
Total Volume and Open Interest |
198,474 |
375,049 |
-346 |
S & P Midcap 400(CME) |
Sep11 |
110830 |
866.50 |
877.00 |
861.00 |
866.50 |
-0.20 |
10 |
4,613 |
-192 |
Dec11 |
110830 |
862.00 |
862.90 |
862.00 |
862.00 |
+0.40 |
|
|
|
Mar12 |
110830 |
860.30 |
861.20 |
860.30 |
860.30 |
+0.40 |
|
|
|
Total Volume and Open Interest |
10 |
4,613 |
-192 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Sep11 |
110830 |
8950 |
9000 |
8875 |
8905 |
-45 |
5,162 |
30,212 |
+395 |
Dec11 |
110830 |
8885 |
8925 |
8855 |
8865 |
-50 |
47 |
500 |
-13 |
Total Volume and Open Interest |
5,209 |
30,712 |
+382 |
Nikkei 225(SGX) |
Sep11 |
110830 |
8860 |
9000 |
8860 |
8940 |
+75 |
116,021 |
227,602 |
+4,379 |
Dec11 |
110830 |
8815 |
8935 |
8815 |
8880 |
+75 |
1,317 |
11,785 |
+909 |
Mar12 |
110830 |
8870 |
8870 |
8870 |
8870 |
+70 |
600 |
611 |
+600 |
Total Volume and Open Interest |
118,756 |
247,534 |
+6,360 |
CAC 40(EURONEXT) |
Sep11 |
110830 |
3177.0 |
3188.5 |
3122.5 |
3155.5 |
+6.5 |
46,836 |
289,736 |
-13,667 |
Oct11 |
110830 |
3174.0 |
3177.0 |
3122.0 |
3152.5 |
+7.0 |
35 |
660 |
+2 |
Nov11 |
110830 |
3150.5 |
3150.5 |
3150.5 |
3150.5 |
+7.5 |
|
|
|
Total Volume and Open Interest |
46,892 |
290,494 |
-13,649 |
Hang Seng Index(HKFE) |
Aug11 |
110830 |
20166 |
20334 |
20122 |
20233 |
+388 |
80,441 |
40,278 |
-21,226 |
Sep11 |
110830 |
20096 |
20243 |
19941 |
20117 |
+388 |
50,640 |
91,882 |
+18,057 |
Total Volume and Open Interest |
131,901 |
137,313 |
-2,921 |
DAX(EUREX) |
Sep11 |
110830 |
5710.5 |
5731.5 |
5572.0 |
5646.0 |
-30.5 |
98,531 |
181,000 |
-1,424 |
Dec11 |
110830 |
5718.0 |
5740.5 |
5590.0 |
5663.5 |
-30.5 |
612 |
12,976 |
-145 |
Mar12 |
110830 |
5730.5 |
5730.5 |
5619.0 |
5684.5 |
-30.0 |
13 |
1,581 |
+0 |
Total Volume and Open Interest |
99,156 |
195,557 |
-1,569 |
FT-SE 100(EURONEXT) |
Sep11 |
110830 |
5261.00 |
5300.00 |
5199.00 |
5256.00 |
+133.50 |
127,046 |
618,092 |
+837 |
Dec11 |
110830 |
5241.50 |
5252.00 |
5190.50 |
5231.50 |
+134.50 |
543 |
13,861 |
+82 |
Mar12 |
110830 |
5183.00 |
5196.00 |
5183.00 |
5196.00 |
+136.00 |
0 |
308 |
+0 |
Total Volume and Open Interest |
127,589 |
632,718 |
+919 |
SPI 200(SFE) |
Sep11 |
110830 |
4244.0 |
4311.0 |
4244.0 |
4264.0 |
+16.0 |
35,039 |
233,527 |
-1,641 |
Dec11 |
110830 |
4294.0 |
4306.0 |
4268.0 |
4275.0 |
+17.0 |
655 |
7,607 |
+71 |
Mar12 |
110830 |
4387.0 |
4387.0 |
4254.0 |
4254.0 |
+18.0 |
7 |
2,014 |
+7 |
Total Volume and Open Interest |
35,833 |
245,010 |
-1,442 |
GSCI(CME) |
Sep11 |
110830 |
669.00 |
671.50 |
668.30 |
670.50 |
+9.00 |
239 |
8,820 |
+69 |
Oct11 |
110830 |
669.00 |
670.50 |
669.00 |
670.50 |
+9.00 |
4 |
0 |
+0 |
Nov11 |
110830 |
671.50 |
671.50 |
671.50 |
671.50 |
+8.50 |
2 |
0 |
+0 |
Total Volume and Open Interest |
245 |
8,820 |
+69 |
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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