|
MRCI's End of Day Prices |
Daily Futures Price Listing Tue July 05, 2011 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Jul11 |
110705 |
1330.50 |
1340.00 |
1322.00 |
1332.25 |
+10.00 |
13,495 |
11,020 |
-4,528 |
Aug11 |
110705 |
1318.75 |
1329.75 |
1312.00 |
1322.25 |
+9.50 |
22,903 |
66,964 |
-487 |
Sep11 |
110705 |
1314.75 |
1325.25 |
1308.00 |
1317.00 |
+7.50 |
10,554 |
29,437 |
+1,238 |
Nov11 |
110705 |
1318.75 |
1328.50 |
1309.25 |
1318.00 |
+5.50 |
86,041 |
295,335 |
+326 |
Jan12 |
110705 |
1329.25 |
1338.25 |
1319.25 |
1328.00 |
+5.25 |
4,441 |
41,642 |
+345 |
Mar12 |
110705 |
1335.25 |
1343.00 |
1325.25 |
1334.25 |
+5.50 |
3,006 |
21,232 |
+61 |
May12 |
110705 |
1340.00 |
1343.75 |
1328.25 |
1337.00 |
+6.75 |
2,241 |
26,641 |
+481 |
Total Volume and Open Interest |
145,709 |
523,387 |
-2,215 |
Soybean Meal(CBOT) |
Jul11 |
110705 |
344.20 |
345.00 |
338.90 |
341.70 |
+0.80 |
13,803 |
4,745 |
-2,212 |
Aug11 |
110705 |
342.90 |
347.00 |
340.40 |
343.50 |
+0.60 |
28,098 |
50,891 |
-2,906 |
Sep11 |
110705 |
342.60 |
345.80 |
339.90 |
342.90 |
+0.40 |
8,917 |
25,099 |
+162 |
Oct11 |
110705 |
340.00 |
343.10 |
337.00 |
340.10 |
-0.10 |
2,716 |
16,453 |
+110 |
Dec11 |
110705 |
341.00 |
344.30 |
337.40 |
340.90 |
-0.10 |
30,320 |
76,576 |
-796 |
Jan12 |
110705 |
343.10 |
345.80 |
339.30 |
342.70 |
-0.30 |
987 |
6,868 |
+30 |
Mar12 |
110705 |
347.30 |
347.80 |
342.00 |
344.80 |
-0.40 |
1,455 |
4,721 |
+635 |
May12 |
110705 |
346.20 |
346.20 |
343.00 |
345.60 |
-0.50 |
1,019 |
6,068 |
+270 |
Total Volume and Open Interest |
87,843 |
196,556 |
-4,619 |
Soybean Oil(CBOT) |
Jul11 |
110705 |
55.48 |
55.63 |
55.10 |
55.10 |
-0.06 |
15,751 |
10,012 |
-6,300 |
Aug11 |
110705 |
55.48 |
55.80 |
55.26 |
55.26 |
-0.06 |
28,675 |
42,654 |
+1,686 |
Sep11 |
110705 |
55.72 |
56.00 |
55.47 |
55.47 |
-0.08 |
10,034 |
34,556 |
+448 |
Oct11 |
110705 |
56.06 |
56.28 |
55.72 |
55.72 |
-0.10 |
2,114 |
16,945 |
-244 |
Dec11 |
110705 |
56.40 |
56.80 |
56.20 |
56.21 |
-0.09 |
50,227 |
144,651 |
-155 |
Jan12 |
110705 |
56.70 |
57.02 |
56.48 |
56.48 |
-0.09 |
1,990 |
13,873 |
+414 |
Mar12 |
110705 |
57.15 |
57.30 |
56.79 |
56.79 |
-0.05 |
2,445 |
11,403 |
+601 |
May12 |
110705 |
57.45 |
57.48 |
56.91 |
56.91 |
-0.09 |
758 |
6,701 |
+221 |
Total Volume and Open Interest |
112,665 |
285,051 |
-3,451 |
Canola(WCE) |
Jul11 |
110705 |
570.2 |
570.2 |
570.2 |
570.2 |
+10.0 |
2,485 |
1,335 |
-1,842 |
Nov11 |
110705 |
555.3 |
558.9 |
554.4 |
555.2 |
+2.6 |
13,754 |
123,636 |
-324 |
Jan12 |
110705 |
563.8 |
565.8 |
562.6 |
562.6 |
+3.0 |
475 |
12,801 |
-97 |
Mar12 |
110705 |
566.3 |
572.6 |
566.3 |
567.4 |
+3.7 |
353 |
4,622 |
+42 |
May12 |
110705 |
570.4 |
570.8 |
570.2 |
570.8 |
+4.2 |
482 |
2,367 |
+344 |
Total Volume and Open Interest |
17,607 |
148,074 |
-1,847 |
Corn(CBOT) |
Jul11 |
110705 |
650.75 |
684.25 |
649.00 |
680.50 |
+39.75 |
102,047 |
29,461 |
-15,681 |
Sep11 |
110705 |
615.50 |
631.00 |
614.25 |
625.50 |
+18.75 |
85,941 |
397,115 |
+3,013 |
Dec11 |
110705 |
603.50 |
615.00 |
600.25 |
612.50 |
+15.75 |
83,673 |
501,663 |
-2,654 |
Mar12 |
110705 |
616.50 |
628.00 |
613.75 |
626.00 |
+15.25 |
11,299 |
103,600 |
-456 |
May12 |
110705 |
629.25 |
636.25 |
623.00 |
635.00 |
+15.75 |
4,632 |
22,572 |
+643 |
Jul12 |
110705 |
636.00 |
643.25 |
629.75 |
640.75 |
+12.00 |
7,041 |
60,559 |
+1,582 |
Total Volume and Open Interest |
308,340 |
1,218,014 |
-10,835 |
Wheat(CBOT) |
Jul11 |
110705 |
589.25 |
615.00 |
589.25 |
613.75 |
+29.25 |
6,507 |
4,578 |
-2,561 |
Sep11 |
110705 |
618.75 |
641.00 |
618.25 |
635.50 |
+23.25 |
55,632 |
184,943 |
+2,735 |
Dec11 |
110705 |
665.00 |
689.75 |
665.00 |
680.75 |
+20.75 |
22,256 |
133,498 |
+1,229 |
Mar12 |
110705 |
704.00 |
728.00 |
701.00 |
720.75 |
+19.75 |
6,755 |
37,867 |
+1,287 |
May12 |
110705 |
733.50 |
753.00 |
727.50 |
744.50 |
+17.00 |
1,244 |
9,836 |
-13 |
Total Volume and Open Interest |
97,337 |
433,100 |
+2,155 |
Wheat(KCBT) |
Jul11 |
110705 |
708.50 |
743.50 |
708.50 |
718.50 |
+15.50 |
3,573 |
3,110 |
-1,330 |
Sep11 |
110705 |
725.50 |
745.25 |
725.25 |
736.00 |
+15.25 |
16,516 |
76,451 |
-292 |
Dec11 |
110705 |
753.50 |
771.50 |
752.00 |
762.25 |
+14.75 |
8,579 |
55,364 |
+110 |
Mar12 |
110705 |
768.50 |
787.00 |
768.50 |
777.50 |
+14.75 |
5,789 |
12,300 |
+165 |
May12 |
110705 |
777.75 |
795.75 |
777.75 |
788.00 |
+15.25 |
1,701 |
2,591 |
+412 |
Total Volume and Open Interest |
38,187 |
164,885 |
-500 |
Wheat(MGE) |
Jul11 |
110705 |
838.00 |
869.25 |
838.00 |
869.25 |
+38.25 |
474 |
1,907 |
-694 |
Sep11 |
110705 |
811.75 |
836.00 |
809.50 |
833.00 |
+28.50 |
4,012 |
25,827 |
+600 |
Dec11 |
110705 |
812.00 |
835.00 |
809.00 |
831.25 |
+26.75 |
3,038 |
20,383 |
+360 |
Mar12 |
110705 |
821.50 |
843.75 |
820.00 |
840.75 |
+25.25 |
1,479 |
4,873 |
+3 |
May12 |
110705 |
823.50 |
844.75 |
823.50 |
841.75 |
+23.50 |
299 |
2,431 |
-62 |
Total Volume and Open Interest |
9,866 |
62,168 |
+189 |
Oats(CBOT) |
Jul11 |
110705 |
340.50 |
345.00 |
339.50 |
339.50 |
unch |
195 |
110 |
-78 |
Sep11 |
110705 |
354.50 |
354.75 |
344.50 |
347.00 |
unch |
564 |
3,997 |
+99 |
Dec11 |
110705 |
358.00 |
361.00 |
351.00 |
353.00 |
unch |
1,063 |
7,401 |
+205 |
Mar12 |
110705 |
365.00 |
365.50 |
363.50 |
363.50 |
unch |
549 |
607 |
+319 |
Total Volume and Open Interest |
2,371 |
12,144 |
+545 |
Rough Rice(CBOT) |
Jul11 |
110705 |
14.34 |
14.40 |
14.17 |
14.39 |
+0.40 |
400 |
930 |
-198 |
Sep11 |
110705 |
14.97 |
15.30 |
14.97 |
15.29 |
+0.38 |
1,256 |
10,492 |
+69 |
Nov11 |
110705 |
15.49 |
15.61 |
15.41 |
15.61 |
+0.39 |
276 |
5,305 |
+65 |
Jan12 |
110705 |
15.50 |
15.91 |
15.50 |
15.91 |
+0.37 |
12 |
309 |
+1 |
Total Volume and Open Interest |
1,964 |
17,437 |
-66 |
Live Cattle(CME) |
Aug11 |
110705 |
113.200 |
113.650 |
112.580 |
113.350 |
+0.500 |
25,683 |
133,165 |
-4,212 |
Oct11 |
110705 |
119.400 |
119.950 |
118.850 |
119.850 |
+0.170 |
14,062 |
89,350 |
+1,612 |
Dec11 |
110705 |
122.400 |
122.830 |
121.800 |
122.700 |
+0.470 |
9,341 |
64,145 |
+677 |
Feb12 |
110705 |
123.800 |
124.800 |
123.350 |
124.750 |
+0.800 |
3,175 |
22,982 |
+244 |
Apr12 |
110705 |
124.500 |
125.500 |
124.400 |
125.480 |
+0.380 |
892 |
10,938 |
+66 |
Jun12 |
110705 |
120.200 |
121.150 |
120.180 |
121.080 |
+0.780 |
98 |
3,739 |
+39 |
Total Volume and Open Interest |
53,286 |
324,867 |
-2,091 |
Feeder Cattle(CME) |
Aug11 |
110705 |
140.535 |
141.900 |
139.785 |
141.285 |
+0.800 |
3,916 |
19,741 |
-209 |
Sep11 |
110705 |
141.550 |
142.700 |
140.785 |
142.575 |
+1.025 |
1,102 |
7,087 |
+37 |
Oct11 |
110705 |
141.785 |
143.050 |
141.130 |
142.900 |
+0.950 |
967 |
5,288 |
+39 |
Nov11 |
110705 |
141.485 |
143.035 |
141.100 |
142.800 |
+0.950 |
545 |
3,277 |
+176 |
Jan12 |
110705 |
139.500 |
141.000 |
139.200 |
140.900 |
+0.900 |
158 |
1,309 |
+44 |
Mar12 |
110705 |
138.300 |
139.950 |
138.300 |
139.900 |
+1.200 |
11 |
219 |
+0 |
Apr12 |
110705 |
139.000 |
139.800 |
139.000 |
139.800 |
+1.550 |
3 |
68 |
+0 |
Total Volume and Open Interest |
6,702 |
37,016 |
+87 |
Lean Hogs(CME) |
Jul11 |
110705 |
95.400 |
96.200 |
94.750 |
95.785 |
+0.285 |
8,330 |
13,077 |
-40 |
Aug11 |
110705 |
93.500 |
93.930 |
92.800 |
93.350 |
+0.200 |
24,334 |
75,835 |
-2,517 |
Oct11 |
110705 |
86.900 |
87.330 |
86.135 |
86.350 |
-0.435 |
12,178 |
61,162 |
+2,611 |
Dec11 |
110705 |
85.135 |
86.200 |
84.285 |
85.850 |
+1.050 |
6,775 |
44,815 |
+1,302 |
Feb12 |
110705 |
87.000 |
87.800 |
86.400 |
87.550 |
+0.765 |
2,260 |
18,406 |
+316 |
Apr12 |
110705 |
88.180 |
88.950 |
87.830 |
88.700 |
+0.500 |
1,209 |
9,462 |
+279 |
May12 |
110705 |
91.750 |
92.000 |
91.750 |
92.000 |
+0.550 |
28 |
527 |
+6 |
Jun12 |
110705 |
94.150 |
94.750 |
93.800 |
94.250 |
+0.650 |
322 |
5,291 |
+121 |
Total Volume and Open Interest |
55,708 |
231,498 |
+2,186 |
Class III Milk(CME) |
Jul11 |
110701 |
20.53 |
20.55 |
20.40 |
20.51 |
-0.01 |
581 |
6,091 |
+126 |
Aug11 |
110705 |
18.83 |
19.20 |
18.80 |
19.11 |
+0.28 |
462 |
5,863 |
+80 |
Sep11 |
110705 |
18.30 |
18.49 |
18.25 |
18.37 |
+0.11 |
222 |
5,079 |
-11 |
Oct11 |
110705 |
17.87 |
17.99 |
17.80 |
17.93 |
+0.13 |
312 |
4,244 |
+126 |
Nov11 |
110705 |
17.25 |
17.34 |
17.12 |
17.34 |
+0.22 |
126 |
3,664 |
+21 |
Total Volume and Open Interest |
1,752 |
37,596 |
+274 |
Cocoa(ICE) |
Jul11 |
110705 |
3228 |
3228 |
3228 |
3228 |
+91 |
5 |
34 |
+0 |
Sep11 |
110705 |
3155 |
3231 |
3152 |
3227 |
+72 |
11,101 |
68,275 |
+176 |
Dec11 |
110705 |
3192 |
3250 |
3189 |
3247 |
+69 |
3,656 |
38,071 |
-216 |
Mar12 |
110705 |
3247 |
3284 |
3234 |
3283 |
+69 |
1,813 |
31,700 |
+81 |
May12 |
110705 |
3282 |
3285 |
3261 |
3285 |
+71 |
221 |
10,085 |
+65 |
Jul12 |
110705 |
3284 |
3288 |
3262 |
3288 |
+71 |
41 |
4,057 |
+5 |
Sep12 |
110705 |
3260 |
3292 |
3260 |
3292 |
+69 |
116 |
6,409 |
+66 |
Total Volume and Open Interest |
17,096 |
165,632 |
+237 |
Coffee "C"(ICE) |
Jul11 |
110705 |
263.50 |
268.95 |
263.50 |
268.95 |
+5.50 |
27 |
211 |
-253 |
Sep11 |
110705 |
262.50 |
269.90 |
259.20 |
269.60 |
+5.95 |
11,183 |
55,888 |
-164 |
Dec11 |
110705 |
265.50 |
273.20 |
262.70 |
272.90 |
+5.75 |
3,510 |
33,629 |
+1,201 |
Mar12 |
110705 |
270.75 |
275.15 |
267.15 |
275.10 |
+5.35 |
446 |
9,191 |
-20 |
May12 |
110705 |
268.75 |
276.65 |
268.75 |
276.45 |
+4.95 |
253 |
3,741 |
+21 |
Jul12 |
110705 |
274.35 |
275.60 |
273.30 |
275.55 |
+4.10 |
174 |
1,740 |
-5 |
Total Volume and Open Interest |
15,838 |
107,099 |
+887 |
Orange Juice(ICE) |
Jul11 |
110705 |
197.50 |
199.50 |
196.00 |
198.10 |
+0.05 |
1,153 |
1,632 |
-971 |
Sep11 |
110705 |
187.45 |
188.00 |
185.40 |
186.60 |
+0.05 |
1,635 |
25,990 |
+145 |
Nov11 |
110705 |
179.50 |
179.50 |
177.60 |
178.55 |
-0.05 |
128 |
6,015 |
+30 |
Jan12 |
110705 |
174.25 |
175.15 |
174.00 |
175.15 |
+0.10 |
19 |
1,222 |
+15 |
Mar12 |
110705 |
174.45 |
174.45 |
174.45 |
174.45 |
+0.45 |
7 |
261 |
+6 |
May12 |
110705 |
174.05 |
174.05 |
174.05 |
174.05 |
+0.80 |
9 |
178 |
+7 |
Total Volume and Open Interest |
2,959 |
35,405 |
-760 |
Sugar #11(ICE) |
Oct11 |
110705 |
27.25 |
28.32 |
27.18 |
27.60 |
+0.35 |
72,066 |
304,557 |
-2,581 |
Mar12 |
110705 |
26.50 |
27.31 |
26.41 |
26.94 |
+0.44 |
21,836 |
134,276 |
+151 |
May12 |
110705 |
25.35 |
26.17 |
25.35 |
25.92 |
+0.39 |
10,287 |
38,955 |
+1,365 |
Jul12 |
110705 |
24.83 |
25.27 |
24.70 |
25.02 |
+0.19 |
6,394 |
62,490 |
+937 |
Oct12 |
110705 |
24.22 |
24.55 |
24.00 |
24.35 |
+0.13 |
4,198 |
25,800 |
+653 |
Total Volume and Open Interest |
116,517 |
602,482 |
-9,374 |
London Cocoa(LCE) |
Jul11 |
110705 |
1970 |
2000 |
1966 |
2000 |
+37 |
8,349 |
39,061 |
-8,962 |
Sep11 |
110705 |
1995 |
2027 |
1992 |
2023 |
+31 |
11,687 |
53,287 |
+438 |
Dec11 |
110705 |
2023 |
2050 |
2016 |
2046 |
+26 |
3,473 |
38,720 |
+818 |
Mar12 |
110705 |
2044 |
2063 |
2032 |
2062 |
+28 |
1,872 |
38,583 |
-146 |
May12 |
110705 |
2049 |
2070 |
2049 |
2067 |
+22 |
394 |
12,544 |
+201 |
Jul12 |
110705 |
2077 |
2079 |
2058 |
2075 |
+23 |
56 |
5,099 |
+29 |
Sep12 |
110705 |
2085 |
2086 |
2081 |
2081 |
+23 |
27 |
3,303 |
+18 |
Total Volume and Open Interest |
25,904 |
198,661 |
-7,568 |
London Sugar(LCE) |
Aug11 |
110705 |
768.00 |
787.80 |
765.90 |
771.30 |
+1.70 |
4,298 |
17,932 |
-919 |
Oct11 |
110705 |
704.00 |
726.00 |
702.60 |
715.40 |
+13.70 |
2,484 |
16,968 |
+599 |
Dec11 |
110705 |
678.30 |
696.00 |
678.30 |
688.90 |
+14.60 |
490 |
6,025 |
-6 |
Mar12 |
110705 |
669.00 |
684.00 |
669.00 |
681.50 |
+14.70 |
381 |
6,530 |
-167 |
May12 |
110705 |
657.50 |
667.00 |
655.40 |
664.10 |
+10.00 |
147 |
2,703 |
+24 |
Total Volume and Open Interest |
7,808 |
53,080 |
-468 |
Cotton(ICE) |
Jul11 |
110705 |
161.50 |
162.05 |
158.00 |
159.00 |
-2.41 |
242 |
1,558 |
-171 |
Oct11 |
110705 |
121.93 |
122.80 |
118.36 |
118.95 |
-2.86 |
64 |
483 |
+6 |
Dec11 |
110705 |
118.10 |
119.59 |
115.02 |
115.52 |
-2.29 |
12,397 |
104,704 |
+1,604 |
Mar12 |
110705 |
110.13 |
110.93 |
107.14 |
108.96 |
-0.45 |
2,391 |
18,166 |
+455 |
May12 |
110705 |
106.73 |
107.82 |
104.25 |
105.07 |
-1.11 |
627 |
4,636 |
+153 |
Jul12 |
110705 |
103.60 |
103.60 |
101.00 |
102.07 |
-1.46 |
306 |
6,456 |
-13 |
Total Volume and Open Interest |
16,296 |
139,460 |
+2,199 |
Lumber(CME) |
Jul11 |
110705 |
244.1 |
247.0 |
240.1 |
240.1 |
-3.9 |
513 |
1,149 |
-156 |
Sep11 |
110705 |
264.9 |
266.8 |
260.1 |
261.7 |
-5.3 |
665 |
6,177 |
-178 |
Nov11 |
110705 |
272.9 |
276.1 |
270.0 |
270.0 |
-7.0 |
158 |
1,964 |
+18 |
Jan12 |
110705 |
292.7 |
294.5 |
290.2 |
294.5 |
+0.5 |
36 |
133 |
+12 |
Total Volume and Open Interest |
1,374 |
9,433 |
-303 |
Crude Oil(NYM) |
Aug11 |
110705 |
94.98 |
97.48 |
94.34 |
96.89 |
+1.95 |
276,580 |
303,770 |
-7,296 |
Sep11 |
110705 |
95.49 |
97.99 |
94.91 |
97.38 |
+1.87 |
73,337 |
196,259 |
+6,613 |
Oct11 |
110705 |
96.15 |
98.50 |
95.48 |
97.87 |
+1.81 |
36,074 |
74,307 |
+481 |
Nov11 |
110705 |
96.73 |
98.96 |
96.03 |
98.37 |
+1.76 |
21,181 |
60,600 |
+2,132 |
Dec11 |
110705 |
97.38 |
99.49 |
96.58 |
98.83 |
+1.69 |
46,717 |
185,253 |
-364 |
Jan12 |
110705 |
97.97 |
99.79 |
97.26 |
99.29 |
+1.65 |
8,279 |
52,726 |
+827 |
Feb12 |
110705 |
98.23 |
100.15 |
97.83 |
99.70 |
+1.60 |
5,315 |
26,682 |
+544 |
Mar12 |
110705 |
98.61 |
100.15 |
98.57 |
100.09 |
+1.56 |
6,018 |
31,096 |
-1,258 |
Apr12 |
110705 |
99.22 |
100.46 |
99.19 |
100.46 |
+1.51 |
4,582 |
18,782 |
+264 |
May12 |
110705 |
100.40 |
100.83 |
100.30 |
100.83 |
+1.46 |
3,705 |
17,164 |
-125 |
Jun12 |
110705 |
99.90 |
101.72 |
99.73 |
101.19 |
+1.41 |
10,809 |
72,744 |
+848 |
Jul12 |
110705 |
101.44 |
101.99 |
101.01 |
101.47 |
+1.39 |
1,923 |
32,013 |
+385 |
Aug12 |
110705 |
101.66 |
101.66 |
101.66 |
101.66 |
+1.38 |
1,457 |
13,390 |
+9 |
Sep12 |
110705 |
101.82 |
101.82 |
101.82 |
101.82 |
+1.35 |
1,423 |
14,585 |
+86 |
Oct12 |
110705 |
101.98 |
101.98 |
101.98 |
101.98 |
+1.32 |
957 |
10,090 |
+84 |
Nov12 |
110705 |
102.17 |
102.17 |
102.17 |
102.17 |
+1.30 |
867 |
21,830 |
+125 |
Total Volume and Open Interest |
525,529 |
1,523,018 |
+3,816 |
e-miNY Crude Oil(NYM) |
Jul11 |
110620 |
92.875 |
93.450 |
91.175 |
93.250 |
+0.250 |
7,233 |
2,382 |
-199 |
Aug11 |
110627 |
91.150 |
91.275 |
89.600 |
90.600 |
-0.550 |
20,792 |
2,759 |
+173 |
Sep11 |
110705 |
95.500 |
97.950 |
94.925 |
97.375 |
+1.875 |
331 |
1,738 |
-13 |
Oct11 |
110705 |
96.050 |
98.000 |
96.050 |
97.875 |
+1.825 |
77 |
292 |
+28 |
Nov11 |
110705 |
97.650 |
98.900 |
97.650 |
98.375 |
+1.775 |
40 |
168 |
+34 |
Dec11 |
110705 |
97.150 |
98.825 |
97.150 |
98.825 |
+1.675 |
5 |
306 |
+1 |
Jan12 |
110705 |
99.300 |
99.300 |
99.300 |
99.300 |
+1.650 |
0 |
6 |
+0 |
Feb12 |
110705 |
99.700 |
99.700 |
99.700 |
99.700 |
+1.600 |
0 |
3 |
+0 |
Mar12 |
110705 |
100.100 |
100.100 |
100.100 |
100.100 |
+1.575 |
0 |
11 |
+0 |
Apr12 |
110705 |
100.450 |
100.450 |
100.450 |
100.450 |
+1.500 |
|
|
|
Total Volume and Open Interest |
9,275 |
5,852 |
-1,136 |
Heating Oil(NYM) |
Aug11 |
110705 |
292.68 |
298.81 |
289.50 |
295.66 |
+3.21 |
54,573 |
95,341 |
-2,200 |
Sep11 |
110705 |
294.70 |
300.34 |
291.53 |
297.28 |
+3.31 |
21,885 |
47,673 |
+880 |
Oct11 |
110705 |
295.00 |
301.64 |
295.00 |
298.99 |
+3.37 |
10,631 |
22,766 |
+444 |
Nov11 |
110705 |
300.00 |
303.46 |
298.86 |
300.90 |
+3.43 |
7,774 |
21,889 |
+473 |
Dec11 |
110705 |
299.63 |
305.53 |
298.10 |
302.79 |
+3.49 |
14,046 |
33,510 |
+399 |
Jan12 |
110705 |
303.63 |
306.82 |
302.99 |
304.54 |
+3.49 |
5,390 |
22,742 |
+2,888 |
Feb12 |
110705 |
303.67 |
307.25 |
303.67 |
305.02 |
+3.43 |
1,800 |
9,442 |
+367 |
Mar12 |
110705 |
303.00 |
306.57 |
303.00 |
304.38 |
+3.33 |
2,365 |
6,455 |
-515 |
Apr12 |
110705 |
304.61 |
304.61 |
302.45 |
302.45 |
+3.22 |
869 |
3,320 |
+253 |
May12 |
110705 |
300.25 |
302.56 |
300.25 |
300.54 |
+3.08 |
298 |
2,557 |
-68 |
Jun12 |
110705 |
296.06 |
299.39 |
295.20 |
299.39 |
+3.03 |
1,232 |
20,386 |
-3 |
Jul12 |
110705 |
301.08 |
301.14 |
299.94 |
299.94 |
+2.98 |
179 |
2,104 |
-23 |
Total Volume and Open Interest |
121,309 |
300,147 |
-3,433 |
Gasoline(NYMEX) |
Aug11 |
110705 |
296.85 |
301.66 |
294.50 |
297.74 |
+0.48 |
52,851 |
76,780 |
+3,172 |
Sep11 |
110705 |
292.75 |
297.04 |
290.26 |
293.75 |
+1.12 |
26,427 |
45,151 |
+56 |
Oct11 |
110705 |
278.70 |
283.04 |
276.86 |
280.54 |
+1.51 |
15,855 |
23,717 |
+697 |
Nov11 |
110705 |
273.75 |
278.91 |
273.75 |
277.33 |
+1.67 |
5,972 |
13,415 |
+86 |
Dec11 |
110705 |
273.71 |
278.41 |
271.04 |
275.88 |
+1.70 |
7,404 |
30,329 |
-315 |
Jan12 |
110705 |
273.60 |
278.06 |
273.60 |
276.10 |
+1.72 |
2,327 |
8,359 |
+648 |
Feb12 |
110705 |
276.07 |
278.66 |
276.07 |
277.51 |
+1.70 |
526 |
4,933 |
+28 |
Mar12 |
110705 |
279.16 |
279.26 |
279.16 |
279.16 |
+1.66 |
351 |
5,900 |
+100 |
Apr12 |
110705 |
290.44 |
290.93 |
290.44 |
290.44 |
+1.35 |
46 |
3,856 |
+7 |
May12 |
110705 |
290.38 |
290.38 |
290.38 |
290.38 |
+1.39 |
36 |
1,866 |
+12 |
Total Volume and Open Interest |
112,202 |
229,863 |
-1,397 |
e-miNY RBOB Gasoline(NYM) |
Aug11 |
110705 |
297.70 |
297.74 |
297.70 |
297.70 |
+0.40 |
0 |
3 |
+0 |
Sep11 |
110705 |
293.80 |
293.80 |
293.75 |
293.80 |
+1.20 |
|
|
|
Oct11 |
110705 |
280.50 |
280.54 |
280.50 |
280.50 |
+1.50 |
0 |
1 |
+0 |
Nov11 |
110705 |
277.30 |
277.33 |
277.30 |
277.30 |
+1.60 |
|
|
|
Total Volume and Open Interest |
0 |
6 |
+0 |
Natural Gas(NYM) |
Aug11 |
110705 |
4.313 |
4.411 |
4.251 |
4.363 |
+0.052 |
142,383 |
158,790 |
+416 |
Sep11 |
110705 |
4.341 |
4.420 |
4.265 |
4.371 |
+0.041 |
40,742 |
211,912 |
-202 |
Oct11 |
110705 |
4.389 |
4.454 |
4.305 |
4.409 |
+0.037 |
36,573 |
117,248 |
+255 |
Nov11 |
110705 |
4.478 |
4.569 |
4.433 |
4.541 |
+0.040 |
18,706 |
82,907 |
+1,898 |
Dec11 |
110705 |
4.681 |
4.760 |
4.635 |
4.737 |
+0.043 |
11,831 |
46,502 |
+265 |
Jan12 |
110705 |
4.785 |
4.865 |
4.739 |
4.838 |
+0.040 |
20,082 |
92,678 |
+911 |
Feb12 |
110705 |
4.760 |
4.853 |
4.750 |
4.837 |
+0.042 |
4,210 |
21,654 |
+335 |
Mar12 |
110705 |
4.714 |
4.805 |
4.714 |
4.794 |
+0.044 |
8,275 |
46,948 |
+1,496 |
Apr12 |
110705 |
4.595 |
4.700 |
4.595 |
4.684 |
+0.037 |
9,553 |
43,777 |
+476 |
May12 |
110705 |
4.697 |
4.720 |
4.656 |
4.706 |
+0.036 |
1,440 |
10,107 |
+94 |
Jun12 |
110705 |
4.689 |
4.751 |
4.689 |
4.736 |
+0.034 |
1,067 |
11,143 |
+44 |
Jul12 |
110705 |
4.770 |
4.799 |
4.732 |
4.778 |
+0.032 |
472 |
9,626 |
+11 |
Aug12 |
110705 |
4.800 |
4.809 |
4.762 |
4.809 |
+0.035 |
771 |
7,727 |
+126 |
Sep12 |
110705 |
4.800 |
4.821 |
4.800 |
4.818 |
+0.034 |
328 |
7,330 |
-31 |
Oct12 |
110705 |
4.860 |
4.875 |
4.807 |
4.856 |
+0.032 |
3,125 |
26,577 |
+1,528 |
Nov12 |
110705 |
4.991 |
4.991 |
4.991 |
4.991 |
+0.030 |
488 |
4,628 |
+65 |
Total Volume and Open Interest |
302,024 |
972,829 |
+8,292 |
Brent Crude Oil(ICE) |
Aug11 |
110705 |
111.55 |
114.44 |
110.45 |
113.61 |
+1.84 |
193,564 |
145,441 |
-1,660 |
Sep11 |
110705 |
111.25 |
114.00 |
110.20 |
113.20 |
+1.58 |
95,295 |
163,428 |
+10,759 |
Oct11 |
110705 |
111.43 |
114.00 |
110.25 |
113.19 |
+1.41 |
52,826 |
68,888 |
+6,853 |
Nov11 |
110705 |
111.26 |
114.07 |
110.35 |
113.28 |
+1.33 |
24,184 |
39,310 |
-636 |
Dec11 |
110705 |
111.32 |
114.12 |
110.42 |
113.33 |
+1.27 |
62,050 |
92,692 |
+1,729 |
Jan12 |
110705 |
110.86 |
114.04 |
110.43 |
113.32 |
+1.22 |
6,984 |
21,624 |
-31 |
Feb12 |
110705 |
110.83 |
113.97 |
110.40 |
113.27 |
+1.19 |
3,527 |
18,019 |
+230 |
Mar12 |
110705 |
110.80 |
113.91 |
110.37 |
113.21 |
+1.15 |
5,991 |
32,331 |
+720 |
Apr12 |
110705 |
111.12 |
113.82 |
111.12 |
113.14 |
+1.12 |
2,880 |
10,810 |
+330 |
May12 |
110705 |
112.60 |
113.07 |
112.60 |
113.07 |
+1.10 |
1,590 |
7,519 |
+208 |
Jun12 |
110705 |
111.06 |
113.69 |
110.26 |
113.01 |
+1.09 |
11,027 |
40,251 |
-191 |
Jul12 |
110705 |
112.91 |
112.91 |
112.91 |
112.91 |
+1.08 |
754 |
7,310 |
+158 |
Aug12 |
110705 |
112.79 |
112.79 |
112.79 |
112.79 |
+1.06 |
152 |
4,983 |
-1 |
Sep12 |
110705 |
112.65 |
112.65 |
112.65 |
112.65 |
+1.05 |
152 |
7,056 |
-27 |
Total Volume and Open Interest |
482,927 |
795,837 |
+19,162 |
Gas Oil(ICE) |
Jul11 |
110705 |
918.75 |
938.25 |
909.75 |
928.50 |
+18.75 |
58,508 |
93,684 |
+3,680 |
Aug11 |
110705 |
922.75 |
941.75 |
913.25 |
932.00 |
+19.00 |
91,246 |
132,637 |
+3,923 |
Sep11 |
110705 |
924.00 |
945.00 |
916.75 |
935.50 |
+19.50 |
32,989 |
82,709 |
+4,329 |
Oct11 |
110705 |
921.25 |
947.25 |
921.00 |
938.25 |
+19.75 |
12,488 |
42,372 |
+136 |
Nov11 |
110705 |
927.50 |
947.75 |
923.00 |
940.50 |
+20.25 |
7,216 |
31,572 |
+1,497 |
Dec11 |
110705 |
929.50 |
951.00 |
925.25 |
942.75 |
+20.50 |
27,657 |
57,611 |
+490 |
Jan12 |
110705 |
932.25 |
952.75 |
932.00 |
945.50 |
+20.50 |
8,242 |
31,619 |
+1,072 |
Feb12 |
110705 |
933.75 |
953.75 |
930.50 |
947.00 |
+20.50 |
5,083 |
12,100 |
+294 |
Mar12 |
110705 |
935.25 |
949.00 |
935.00 |
948.25 |
+20.25 |
4,877 |
10,787 |
+298 |
Apr12 |
110705 |
935.50 |
948.75 |
935.25 |
948.75 |
+20.50 |
1,939 |
7,599 |
+446 |
Total Volume and Open Interest |
261,786 |
608,323 |
+16,313 |
Ethanol(CBOT) |
Jul11 |
110705 |
2.670 |
2.735 |
2.670 |
2.734 |
+0.127 |
112 |
228 |
+3 |
Aug11 |
110705 |
2.530 |
2.590 |
2.527 |
2.572 |
+0.073 |
305 |
1,393 |
-16 |
Sep11 |
110705 |
2.405 |
2.460 |
2.405 |
2.454 |
+0.052 |
165 |
1,471 |
+22 |
Oct11 |
110705 |
2.330 |
2.359 |
2.320 |
2.357 |
+0.052 |
97 |
1,290 |
+15 |
Nov11 |
110705 |
2.260 |
2.288 |
2.259 |
2.286 |
+0.045 |
85 |
855 |
+35 |
Dec11 |
110705 |
2.231 |
2.261 |
2.231 |
2.253 |
+0.039 |
120 |
1,313 |
+36 |
Jan12 |
110705 |
2.200 |
2.230 |
2.200 |
2.230 |
+0.047 |
26 |
559 |
+10 |
Feb12 |
110705 |
2.239 |
2.241 |
2.221 |
2.237 |
+0.058 |
13 |
254 |
+11 |
Total Volume and Open Interest |
1,024 |
9,240 |
+174 |
WTI Crude Oil(ICE |
Aug11 |
110705 |
95.05 |
97.47 |
94.36 |
96.89 |
+1.95 |
64,133 |
68,395 |
+698 |
Sep11 |
110705 |
95.65 |
97.98 |
94.90 |
97.38 |
+1.87 |
18,030 |
52,510 |
+778 |
Oct11 |
110705 |
96.10 |
98.43 |
95.49 |
97.87 |
+1.81 |
12,461 |
32,211 |
+1,068 |
Nov11 |
110705 |
96.47 |
98.90 |
96.27 |
98.37 |
+1.76 |
7,232 |
22,502 |
-353 |
Dec11 |
110705 |
96.97 |
99.41 |
96.50 |
98.83 |
+1.69 |
19,223 |
85,786 |
-1,283 |
Jan12 |
110705 |
97.44 |
99.77 |
97.21 |
99.29 |
+1.65 |
2,676 |
18,712 |
-93 |
Feb12 |
110705 |
97.68 |
100.17 |
97.68 |
99.70 |
+1.60 |
1,584 |
5,384 |
+82 |
Mar12 |
110705 |
98.35 |
100.59 |
98.35 |
100.09 |
+1.56 |
1,921 |
13,217 |
+6 |
Apr12 |
110705 |
99.37 |
100.46 |
99.37 |
100.46 |
+1.51 |
1,387 |
4,458 |
-24 |
May12 |
110705 |
100.83 |
100.83 |
100.83 |
100.83 |
+1.46 |
892 |
3,032 |
+43 |
Jun12 |
110705 |
99.99 |
101.50 |
99.99 |
101.19 |
+1.41 |
2,823 |
28,131 |
+262 |
Jul12 |
110705 |
101.73 |
101.93 |
101.47 |
101.47 |
+1.39 |
194 |
4,514 |
+30 |
Aug12 |
110705 |
101.70 |
101.70 |
101.66 |
101.66 |
+1.38 |
117 |
1,276 |
-25 |
Sep12 |
110705 |
101.82 |
101.82 |
101.82 |
101.82 |
+1.35 |
50 |
5,063 |
-22 |
Oct12 |
110705 |
101.98 |
101.98 |
101.98 |
101.98 |
+1.32 |
0 |
527 |
+0 |
Nov12 |
110705 |
102.17 |
102.17 |
102.17 |
102.17 |
+1.30 |
0 |
2,571 |
+0 |
Total Volume and Open Interest |
140,003 |
461,444 |
+1,001 |
US Dollar Index(ICE) |
Sep11 |
110705 |
74.535 |
75.050 |
74.535 |
74.985 |
+0.310 |
32,859 |
44,479 |
-3,500 |
Dec11 |
110705 |
75.195 |
75.415 |
75.195 |
75.415 |
+0.280 |
20 |
528 |
-2 |
Mar12 |
110705 |
75.915 |
75.915 |
75.915 |
75.915 |
+0.280 |
0 |
1 |
+0 |
Total Volume and Open Interest |
32,879 |
45,008 |
-3,502 |
Australian Dollar(CME) |
Sep11 |
110705 |
106.69 |
106.82 |
105.63 |
105.90 |
-0.92 |
99,354 |
111,860 |
+8,288 |
Dec11 |
110705 |
105.56 |
105.63 |
104.46 |
104.72 |
-0.91 |
97 |
348 |
-5 |
Mar12 |
110705 |
103.57 |
104.43 |
103.57 |
103.57 |
-0.86 |
0 |
2 |
+0 |
Total Volume and Open Interest |
99,451 |
112,213 |
+8,283 |
British Pound(CME) |
Sep11 |
110705 |
160.50 |
161.25 |
159.75 |
160.33 |
-0.16 |
128,622 |
109,666 |
+4,908 |
Dec11 |
110705 |
160.33 |
160.98 |
159.77 |
160.16 |
-0.16 |
75 |
190 |
+43 |
Mar12 |
110705 |
159.98 |
160.13 |
159.98 |
159.98 |
-0.15 |
0 |
2 |
+0 |
Total Volume and Open Interest |
128,697 |
109,864 |
+4,951 |
Canadian Dollar(CME) |
Sep11 |
110705 |
104.08 |
104.18 |
103.52 |
103.70 |
-0.41 |
89,580 |
90,586 |
+3,155 |
Dec11 |
110705 |
103.69 |
103.86 |
103.30 |
103.46 |
-0.40 |
269 |
3,832 |
-67 |
Mar12 |
110705 |
103.61 |
103.61 |
103.18 |
103.20 |
-0.41 |
27 |
535 |
-13 |
Jun12 |
110705 |
103.05 |
103.33 |
102.92 |
102.92 |
-0.41 |
1 |
250 |
+1 |
Total Volume and Open Interest |
89,881 |
95,337 |
+3,078 |
Japanese Yen(CME) |
Sep11 |
110705 |
123.78 |
124.22 |
123.21 |
123.42 |
-0.30 |
126,482 |
93,943 |
-765 |
Dec11 |
110705 |
124.00 |
124.00 |
123.33 |
123.52 |
-0.30 |
57 |
394 |
-20 |
Mar12 |
110705 |
123.66 |
123.97 |
123.66 |
123.66 |
-0.31 |
1 |
43 |
+1 |
Total Volume and Open Interest |
126,540 |
94,396 |
-784 |
Swiss Franc(CME) |
Sep11 |
110705 |
118.03 |
119.34 |
117.61 |
119.08 |
+1.16 |
58,955 |
48,426 |
-1,759 |
Dec11 |
110705 |
118.25 |
119.17 |
117.82 |
119.17 |
+1.17 |
21 |
133 |
-7 |
Mar12 |
110705 |
119.29 |
119.29 |
118.10 |
119.29 |
+1.19 |
0 |
2 |
+0 |
Total Volume and Open Interest |
58,976 |
48,564 |
-1,766 |
EuroFX(CME) |
Sep11 |
110705 |
145.12 |
145.47 |
143.65 |
143.81 |
-0.97 |
290,440 |
189,157 |
+7,866 |
Dec11 |
110705 |
144.75 |
145.01 |
143.34 |
143.39 |
-0.97 |
281 |
470 |
+44 |
Mar12 |
110705 |
143.44 |
143.93 |
142.94 |
142.94 |
-0.99 |
0 |
362 |
+0 |
Total Volume and Open Interest |
290,723 |
190,820 |
+7,910 |
Mexican Peso(CME) |
Jul11 |
110705 |
859.8 |
861.0 |
859.8 |
859.8 |
-1.2 |
|
|
|
Aug11 |
110705 |
857.8 |
859.0 |
857.8 |
857.8 |
-1.2 |
|
|
|
Total Volume and Open Interest |
32,777 |
100,725 |
-236 |
30-Year T-Bonds(CBOT) |
Sep11 |
110705 |
122~240 |
123~150 |
122~210 |
123~060 |
+0~160 |
480,696 |
613,794 |
-1,459 |
Dec11 |
110705 |
121~180 |
122~000 |
121~070 |
121~230 |
+0~160 |
48 |
96 |
+7 |
Mar12 |
110705 |
120~090 |
120~090 |
119~250 |
120~090 |
+0~160 |
|
|
|
Total Volume and Open Interest |
480,744 |
613,890 |
-1,452 |
10-Year T-Notes(CBOT) |
Sep11 |
110705 |
122~000 |
122~250 |
121~310 |
122~210 |
+0~215 |
1,801,212 |
1,784,436 |
+11,109 |
Dec11 |
110705 |
120~225 |
121~080 |
120~150 |
121~045 |
+0~215 |
2,757 |
10,261 |
+2,479 |
Mar12 |
110705 |
120~045 |
120~045 |
119~150 |
120~045 |
+0~215 |
|
|
|
Total Volume and Open Interest |
1,803,969 |
1,794,697 |
+13,588 |
5-Year T-Notes(CBOT) |
Sep11 |
110630 |
119~068 |
119~087 |
118~111 |
119~025 |
-0~039 |
833,652 |
1,544,712 |
-25,487 |
Dec11 |
110705 |
118~045 |
118~045 |
117~109 |
118~045 |
+0~064 |
0 |
4 |
+0 |
Mar12 |
110705 |
117~069 |
117~069 |
117~005 |
117~069 |
+0~064 |
|
|
|
Total Volume and Open Interest |
1,000,275 |
1,473,491 |
-68,859 |
2 Year T-Notes(CBOT) |
Sep11 |
110705 |
109~079 |
109~096 |
109~079 |
109~094 |
+0~014 |
448,600 |
987,283 |
-22,178 |
Dec11 |
110705 |
109~060 |
109~060 |
109~052 |
109~060 |
+0~008 |
0 |
31 |
+0 |
Mar12 |
110705 |
108~126 |
108~126 |
108~118 |
108~126 |
+0~008 |
|
|
|
Total Volume and Open Interest |
448,600 |
987,314 |
-36,589 |
Eurodollars(CME) |
Sep11 |
110705 |
99.660 |
99.660 |
99.635 |
99.640 |
-0.020 |
266,285 |
1,211,927 |
-39,957 |
Dec11 |
110705 |
99.570 |
99.580 |
99.555 |
99.565 |
-0.005 |
342,201 |
1,258,435 |
-20,953 |
Mar12 |
110705 |
99.490 |
99.515 |
99.485 |
99.505 |
+0.015 |
320,885 |
1,528,048 |
+8,540 |
Jun12 |
110705 |
99.350 |
99.400 |
99.345 |
99.390 |
+0.040 |
335,117 |
1,405,089 |
+6,741 |
Sep12 |
110705 |
99.130 |
99.220 |
99.130 |
99.205 |
+0.070 |
354,231 |
1,037,440 |
+14,336 |
Dec12 |
110705 |
98.885 |
98.985 |
98.870 |
98.975 |
+0.100 |
330,809 |
616,760 |
-31,334 |
Mar13 |
110705 |
98.615 |
98.755 |
98.615 |
98.740 |
+0.120 |
282,899 |
515,380 |
-7,905 |
Jun13 |
110705 |
98.350 |
98.495 |
98.345 |
98.480 |
+0.130 |
233,250 |
342,382 |
+2,369 |
Sep13 |
110705 |
98.075 |
98.240 |
98.075 |
98.225 |
+0.140 |
169,532 |
344,435 |
-973 |
Dec13 |
110705 |
97.805 |
97.975 |
97.805 |
97.960 |
+0.145 |
134,941 |
265,599 |
-7,982 |
Mar14 |
110705 |
97.550 |
97.720 |
97.545 |
97.705 |
+0.145 |
99,320 |
244,312 |
+2,970 |
Jun14 |
110705 |
97.285 |
97.455 |
97.280 |
97.440 |
+0.140 |
83,037 |
179,848 |
-1,226 |
Sep14 |
110705 |
97.050 |
97.195 |
97.050 |
97.185 |
+0.140 |
38,357 |
90,434 |
-16 |
Dec14 |
110705 |
96.785 |
96.935 |
96.785 |
96.925 |
+0.135 |
36,200 |
91,408 |
-3,196 |
Mar15 |
110705 |
96.585 |
96.715 |
96.585 |
96.700 |
+0.125 |
25,216 |
85,622 |
+313 |
Jun15 |
110705 |
4.620 |
4.745 |
4.620 |
4.730 |
+0.120 |
18,005 |
70,978 |
+540 |
Sep15 |
110705 |
4.420 |
4.535 |
4.420 |
4.525 |
+0.115 |
9,795 |
57,344 |
-489 |
Dec15 |
110705 |
4.235 |
4.345 |
4.235 |
4.330 |
+0.110 |
12,586 |
51,234 |
-1,713 |
Total Volume and Open Interest |
3,135,997 |
9,706,000 |
-76,837 |
30 Day Federal Funds(CBOT) |
Jul11 |
110705 |
99.908 |
99.910 |
99.905 |
99.908 |
+0.003 |
633 |
67,721 |
+205 |
Aug11 |
110705 |
99.885 |
99.890 |
99.880 |
99.885 |
+0.005 |
1,969 |
57,660 |
-583 |
Sep11 |
110705 |
99.860 |
99.875 |
99.860 |
99.870 |
+0.010 |
2,937 |
41,475 |
-555 |
Oct11 |
110705 |
99.850 |
99.860 |
99.850 |
99.855 |
+0.005 |
3,890 |
48,957 |
-946 |
Nov11 |
110705 |
99.835 |
99.845 |
99.835 |
99.840 |
+0.005 |
3,703 |
45,468 |
+158 |
Dec11 |
110705 |
99.825 |
99.835 |
99.825 |
99.830 |
+0.005 |
5,654 |
50,433 |
-587 |
Total Volume and Open Interest |
80,928 |
773,749 |
+4,284 |
30 Day Fed Funds(e-CBOT) |
3-Mth Euro-Yen(CME) |
Sep11 |
110628 |
99.665 |
99.665 |
99.665 |
99.665 |
-0.003 |
|
|
|
Dec11 |
110705 |
99.662 |
99.662 |
99.662 |
99.662 |
unch |
0 |
75 |
+0 |
Mar12 |
110705 |
99.655 |
99.655 |
99.655 |
99.655 |
unch |
|
|
|
Jun12 |
110705 |
99.645 |
99.645 |
99.645 |
99.645 |
-0.003 |
|
|
|
Sep12 |
110705 |
99.580 |
99.580 |
99.580 |
99.580 |
unch |
|
|
|
Dec12 |
110705 |
99.540 |
99.540 |
99.540 |
99.540 |
unch |
|
|
|
Mar13 |
110705 |
99.540 |
99.540 |
99.540 |
99.540 |
unch |
|
|
|
Jun13 |
110705 |
99.495 |
99.495 |
99.495 |
99.495 |
unch |
|
|
|
Sep13 |
110705 |
99.355 |
99.355 |
99.355 |
99.355 |
unch |
|
|
|
Dec13 |
110705 |
99.215 |
99.215 |
99.215 |
99.215 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
126 |
+0 |
3-Mth Euro-Yen(SGX) |
Sep11 |
110705 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
1,235 |
+0 |
Dec11 |
110705 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
0 |
1,392 |
+0 |
Mar12 |
110705 |
99.65 |
99.65 |
99.65 |
99.65 |
unch |
0 |
1,823 |
+0 |
Jun12 |
110705 |
99.64 |
99.64 |
99.64 |
99.64 |
0.00 |
0 |
1,464 |
+0 |
Sep12 |
110705 |
99.58 |
99.58 |
99.58 |
99.58 |
unch |
0 |
411 |
+0 |
Dec12 |
110705 |
99.54 |
99.54 |
99.54 |
99.54 |
unch |
0 |
24 |
+0 |
Mar13 |
110705 |
99.54 |
99.54 |
99.54 |
99.54 |
unch |
0 |
1 |
+0 |
Jun13 |
110705 |
99.50 |
99.50 |
99.50 |
99.50 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
6,350 |
+0 |
Japanese Gov't Bonds(SGX) |
Sep11 |
110705 |
140.80 |
140.90 |
140.69 |
140.81 |
-0.15 |
3,651 |
23,868 |
-502 |
Dec11 |
110705 |
140.36 |
140.36 |
140.36 |
140.36 |
-0.15 |
0 |
2 |
+0 |
Mar12 |
110705 |
138.27 |
138.27 |
138.27 |
138.27 |
-0.15 |
|
|
|
Total Volume and Open Interest |
3,651 |
23,870 |
-502 |
Euro-Bund(EUREX) |
Sep11 |
110705 |
125.62 |
125.98 |
125.41 |
125.62 |
+0.14 |
1,311,898 |
1,007,016 |
+34,337 |
Dec11 |
110705 |
124.39 |
124.43 |
124.20 |
124.37 |
+0.24 |
175 |
255 |
+8 |
Mar12 |
110705 |
124.30 |
124.30 |
124.30 |
124.30 |
+0.20 |
|
|
|
Total Volume and Open Interest |
1,149,893 |
943,148 |
-64,115 |
Euro-Bobl(EUREX) |
Sep11 |
110705 |
116.53 |
116.89 |
116.51 |
116.66 |
+0.13 |
724,617 |
762,957 |
-6,788 |
Dec11 |
110705 |
115.71 |
115.71 |
115.71 |
115.71 |
+0.13 |
43 |
676 |
+0 |
Mar12 |
110705 |
115.69 |
115.69 |
115.69 |
115.69 |
+0.13 |
|
|
|
Total Volume and Open Interest |
724,660 |
763,633 |
-64 |
3-Mth Euribor(EUREX) |
Sep11 |
110705 |
98.240 |
98.240 |
98.240 |
98.240 |
-0.025 |
71 |
2,128 |
-70 |
Dec11 |
110705 |
98.065 |
98.065 |
98.065 |
98.065 |
-0.030 |
1 |
1,355 |
+0 |
Mar12 |
110705 |
97.965 |
97.965 |
97.965 |
97.965 |
-0.035 |
1 |
831 |
+0 |
Total Volume and Open Interest |
78 |
6,914 |
-70 |
Long Gilt(LIFFE) |
Sep11 |
110629 |
121~06 |
121~06 |
120~12 |
120~22 |
-0~23 |
84,026 |
359,346 |
-16 |
Dec11 |
110705 |
119~13 |
119~13 |
119~13 |
119~13 |
+0~14 |
|
|
|
Total Volume and Open Interest |
175,777 |
356,968 |
-6,987 |
3-Mth Short Sterling(LIFFE) |
Sep11 |
110705 |
99.11 |
99.13 |
99.11 |
99.12 |
-0.01 |
36,098 |
464,555 |
+302 |
Dec11 |
110705 |
99.06 |
99.08 |
99.06 |
99.07 |
unch |
42,379 |
479,371 |
+3,729 |
Mar12 |
110705 |
98.98 |
99.00 |
98.97 |
98.99 |
+0.02 |
54,166 |
468,484 |
-111 |
Jun12 |
110705 |
98.85 |
98.88 |
98.84 |
98.87 |
+0.05 |
65,472 |
298,663 |
-201 |
Sep12 |
110705 |
98.67 |
98.72 |
98.66 |
98.70 |
+0.07 |
76,353 |
289,719 |
+1,181 |
Dec12 |
110705 |
98.44 |
98.49 |
98.42 |
98.48 |
+0.09 |
75,965 |
260,783 |
+4,527 |
Total Volume and Open Interest |
505,143 |
2,642,530 |
+20,427 |
3-Mth Euribor(LIFFE) |
Sep11 |
110705 |
98.235 |
98.250 |
98.220 |
98.240 |
-0.025 |
134,074 |
722,941 |
-13,115 |
Dec11 |
110705 |
98.070 |
98.085 |
98.055 |
98.065 |
-0.030 |
143,268 |
536,255 |
-6,440 |
Mar12 |
110705 |
97.975 |
97.995 |
97.955 |
97.965 |
-0.035 |
152,907 |
520,871 |
-1,023 |
Total Volume and Open Interest |
985,851 |
3,524,111 |
-23,737 |
3-Mth Aus T-Bills(SFE) |
Sep11 |
110705 |
95.15 |
95.17 |
95.12 |
95.17 |
+0.06 |
32,457 |
249,677 |
-11,689 |
Dec11 |
110705 |
95.13 |
95.17 |
95.11 |
95.16 |
+0.08 |
24,440 |
255,955 |
-21,127 |
Mar12 |
110705 |
95.07 |
95.13 |
95.05 |
95.11 |
+0.10 |
17,299 |
131,471 |
+2,871 |
Jun12 |
110705 |
94.99 |
95.05 |
94.95 |
95.03 |
+0.10 |
6,350 |
82,079 |
-3,789 |
Sep12 |
110705 |
94.92 |
94.97 |
94.90 |
94.97 |
+0.11 |
3,889 |
53,680 |
+421 |
Dec12 |
110705 |
94.87 |
94.92 |
94.83 |
94.91 |
+0.10 |
4,147 |
34,000 |
-475 |
Mar13 |
110705 |
94.82 |
94.87 |
94.79 |
94.86 |
+0.10 |
1,403 |
27,991 |
+355 |
Jun13 |
110705 |
94.76 |
94.79 |
94.76 |
94.79 |
+0.09 |
619 |
10,339 |
+357 |
Sep13 |
110705 |
94.74 |
94.74 |
94.74 |
94.74 |
+0.10 |
107 |
2,047 |
+106 |
Dec13 |
110705 |
94.68 |
94.68 |
94.68 |
94.68 |
+0.11 |
4 |
1,417 |
+4 |
Total Volume and Open Interest |
90,715 |
848,801 |
-32,966 |
10-Year Aus T-Bonds(SFE) |
Sep11 |
110705 |
94.78 |
94.79 |
94.74 |
94.77 |
+0.05 |
49,999 |
396,061 |
-13,607 |
Dec11 |
110705 |
94.77 |
94.77 |
94.77 |
94.77 |
+0.05 |
|
|
|
Total Volume and Open Interest |
49,999 |
396,061 |
-13,607 |
3-Year Aus T-Bonds(SFE) |
Sep11 |
110705 |
95.20 |
95.26 |
95.18 |
95.25 |
+0.11 |
198,305 |
653,962 |
-47,957 |
Dec11 |
110705 |
95.25 |
95.25 |
95.25 |
95.25 |
+0.11 |
|
|
|
Total Volume and Open Interest |
198,305 |
653,962 |
-47,957 |
Gold(CMX) |
Aug11 |
110705 |
1486.8 |
1518.0 |
1486.2 |
1512.7 |
+30.1 |
134,201 |
307,194 |
-8,441 |
Oct11 |
110705 |
1490.7 |
1518.0 |
1490.7 |
1513.8 |
+30.1 |
2,237 |
12,368 |
-619 |
Dec11 |
110705 |
1490.1 |
1520.2 |
1489.2 |
1515.0 |
+30.1 |
14,583 |
82,341 |
+607 |
Feb12 |
110705 |
1491.3 |
1520.0 |
1491.3 |
1516.3 |
+30.0 |
189 |
9,635 |
+28 |
Apr12 |
110705 |
1517.2 |
1517.7 |
1517.2 |
1517.7 |
+29.9 |
124 |
6,472 |
+8 |
Jun12 |
110705 |
1517.0 |
1519.3 |
1517.0 |
1519.3 |
+29.8 |
10 |
13,327 |
-6 |
Aug12 |
110705 |
1502.0 |
1521.3 |
1502.0 |
1521.3 |
+29.7 |
3 |
4,574 |
+1 |
Oct12 |
110705 |
1523.6 |
1523.6 |
1523.6 |
1523.6 |
+29.6 |
50 |
4,109 |
+0 |
Dec12 |
110705 |
1515.9 |
1526.1 |
1515.9 |
1526.1 |
+29.5 |
350 |
10,874 |
+100 |
Feb13 |
110705 |
1529.3 |
1529.3 |
1529.3 |
1529.3 |
+29.4 |
56 |
719 |
+55 |
Apr13 |
110705 |
1533.2 |
1533.2 |
1533.2 |
1533.2 |
+29.2 |
0 |
201 |
+0 |
Jun13 |
110705 |
1537.6 |
1537.6 |
1537.6 |
1537.6 |
+29.0 |
575 |
10,144 |
+380 |
Total Volume and Open Interest |
154,380 |
491,065 |
-7,724 |
Silver(CMX) |
Jul11 |
110705 |
3383.0 |
3565.0 |
3383.0 |
3540.2 |
+170.8 |
2,964 |
1,860 |
-537 |
Sep11 |
110705 |
3392.0 |
3569.0 |
3379.5 |
3541.0 |
+170.5 |
43,755 |
56,800 |
-433 |
Dec11 |
110705 |
3386.0 |
3570.0 |
3382.5 |
3543.0 |
+170.6 |
1,354 |
24,904 |
-65 |
Mar12 |
110705 |
3404.5 |
3542.5 |
3396.5 |
3542.5 |
+170.2 |
82 |
4,928 |
+9 |
May12 |
110705 |
3541.8 |
3541.8 |
3541.8 |
3541.8 |
+170.2 |
69 |
1,511 |
+19 |
Jul12 |
110705 |
3541.4 |
3541.4 |
3541.4 |
3541.4 |
+170.2 |
75 |
1,746 |
+11 |
Sep12 |
110705 |
3426.0 |
3540.6 |
3418.5 |
3540.6 |
+170.2 |
1 |
209 |
+0 |
Total Volume and Open Interest |
49,560 |
110,978 |
-1,097 |
Platinum(NYMEX) |
Jul11 |
110705 |
1739.8 |
1742.6 |
1739.1 |
1742.6 |
+25.8 |
806 |
261 |
-342 |
Oct11 |
110705 |
1724.0 |
1745.0 |
1712.0 |
1742.1 |
+25.3 |
4,947 |
30,392 |
+779 |
Jan12 |
110705 |
1727.0 |
1746.6 |
1727.0 |
1745.4 |
+25.4 |
26 |
812 |
+11 |
Apr12 |
110705 |
1722.5 |
1747.9 |
1722.5 |
1747.9 |
+25.4 |
0 |
72 |
+0 |
Total Volume and Open Interest |
5,781 |
31,546 |
+446 |
Palladium(NYMEX) |
Sep11 |
110705 |
763.00 |
776.25 |
754.15 |
775.65 |
+18.20 |
2,481 |
18,949 |
+92 |
Dec11 |
110705 |
767.40 |
776.75 |
767.40 |
776.75 |
+18.25 |
7 |
717 |
-8 |
Mar12 |
110705 |
122.59 |
122.59 |
122.59 |
122.59 |
+18.25 |
2 |
48 |
+2 |
Total Volume and Open Interest |
2,490 |
19,716 |
+86 |
Copper(CMX) |
Jul11 |
110705 |
430.30 |
434.20 |
428.05 |
433.90 |
+4.70 |
3,650 |
7,307 |
-1,034 |
Sep11 |
110705 |
430.00 |
435.40 |
428.25 |
434.75 |
+4.50 |
36,405 |
76,521 |
+5 |
Dec11 |
110705 |
432.50 |
436.75 |
429.95 |
436.20 |
+4.45 |
3,589 |
28,001 |
+720 |
Mar12 |
110705 |
433.25 |
437.50 |
431.55 |
437.10 |
+4.45 |
471 |
10,351 |
+83 |
May12 |
110705 |
435.00 |
437.15 |
435.00 |
437.15 |
+4.55 |
1 |
1,822 |
-1 |
Total Volume and Open Interest |
44,928 |
131,951 |
-364 |
DJIA Index(CBOT) |
Sep11 |
110705 |
12528 |
12558 |
12470 |
12533 |
+19 |
585 |
7,559 |
+62 |
Dec11 |
110705 |
12465 |
12465 |
12465 |
12465 |
+22 |
0 |
85 |
+0 |
Mar12 |
110705 |
12406 |
12406 |
12406 |
12406 |
+22 |
|
|
|
Jun12 |
110705 |
12339 |
12339 |
12339 |
12339 |
+22 |
|
|
|
Total Volume and Open Interest |
585 |
7,644 |
+62 |
Mini DJIA Index(CBOT) |
Sep11 |
110705 |
12515 |
12559 |
12476 |
12533 |
+19 |
107,760 |
88,188 |
+7,631 |
Dec11 |
110705 |
12464 |
12473 |
12415 |
12465 |
+22 |
166 |
361 |
+10 |
Mar12 |
110705 |
12406 |
12406 |
12406 |
12406 |
+22 |
0 |
11 |
+0 |
Jun12 |
110705 |
12339 |
12339 |
12339 |
12339 |
+22 |
|
|
|
Total Volume and Open Interest |
107,926 |
88,560 |
+7,641 |
S & P 500(CME) |
Sep11 |
110705 |
1334.40 |
1337.70 |
1328.30 |
1336.70 |
+1.90 |
18,378 |
256,581 |
+2,830 |
Dec11 |
110705 |
1324.50 |
1331.30 |
1324.00 |
1331.30 |
+1.90 |
25 |
10,474 |
+3 |
Mar12 |
110705 |
1325.80 |
1325.80 |
1318.90 |
1325.80 |
+1.90 |
0 |
4 |
+0 |
Jun12 |
110705 |
1320.80 |
1320.80 |
1313.90 |
1320.80 |
+1.90 |
0 |
5 |
+0 |
Total Volume and Open Interest |
18,403 |
267,064 |
+2,833 |
S & P 500 E-Mini(Globex) |
Sep11 |
110705 |
1334.50 |
1337.75 |
1328.25 |
1336.75 |
+2.00 |
1,875,270 |
2,490,419 |
-16,996 |
Dec11 |
110705 |
1328.50 |
1334.00 |
1323.50 |
1331.25 |
+1.75 |
677 |
9,028 |
-30 |
Total Volume and Open Interest |
1,875,948 |
2,499,500 |
+5,757 |
NASDAQ 100(CME) |
Sep11 |
110705 |
2354.50 |
2385.30 |
2352.00 |
2372.00 |
+16.70 |
1,224 |
9,917 |
-14 |
Dec11 |
110705 |
2366.80 |
2366.80 |
2361.00 |
2366.80 |
+17.00 |
0 |
2 |
+0 |
Mar12 |
110705 |
2364.30 |
2364.30 |
2358.50 |
2364.30 |
+17.00 |
|
|
|
Total Volume and Open Interest |
1,224 |
9,919 |
-14 |
NASDAQ 100 E-Mini(Globex) |
Sep11 |
110705 |
2355.00 |
2372.00 |
2351.50 |
2372.00 |
+16.70 |
201,935 |
274,045 |
+7,730 |
Dec11 |
110705 |
2350.00 |
2366.80 |
2349.00 |
2366.80 |
+17.00 |
230 |
149 |
+34 |
Total Volume and Open Interest |
202,165 |
274,194 |
+7,764 |
S & P Midcap 400(CME) |
Sep11 |
110705 |
995.80 |
995.80 |
993.90 |
995.80 |
+3.90 |
5 |
906 |
+1 |
Dec11 |
110705 |
994.50 |
994.50 |
992.60 |
994.50 |
+3.90 |
|
|
|
Mar12 |
110705 |
992.80 |
992.80 |
990.90 |
992.80 |
+3.90 |
|
|
|
Total Volume and Open Interest |
5 |
906 |
+1 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Sep11 |
110630 |
9865 |
9940 |
9805 |
9900 |
+220 |
11,736 |
31,666 |
+3,008 |
Dec11 |
110705 |
9990 |
9990 |
9975 |
9990 |
+15 |
0 |
1 |
+0 |
Total Volume and Open Interest |
9,566 |
34,616 |
+2,356 |
Nikkei 225(SGX) |
Sep11 |
110705 |
9960 |
9995 |
9945 |
9960 |
+100 |
95,244 |
171,958 |
+10,109 |
Dec11 |
110705 |
9895 |
9905 |
9895 |
9905 |
-15 |
19 |
8,193 |
+1 |
Mar12 |
110705 |
9900 |
9900 |
9900 |
9900 |
+105 |
4 |
10 |
+0 |
Total Volume and Open Interest |
95,546 |
194,620 |
+10,362 |
CAC 40(EURONEXT) |
Jul11 |
110705 |
4002.0 |
4005.0 |
3974.5 |
3984.0 |
-20.0 |
126,753 |
340,023 |
+2,425 |
Aug11 |
110705 |
3997.0 |
4002.5 |
3986.5 |
3989.0 |
-19.5 |
41 |
93 |
-16 |
Sep11 |
110705 |
4005.0 |
4005.0 |
3979.5 |
3988.0 |
-19.0 |
2,201 |
20,116 |
+709 |
Total Volume and Open Interest |
128,995 |
360,263 |
+3,118 |
Hang Seng Index(HKFE) |
Jul11 |
110705 |
22875 |
22886 |
22730 |
22786 |
+358 |
72,138 |
98,431 |
+7,950 |
Aug11 |
110705 |
22855 |
22855 |
22690 |
22745 |
+364 |
|
|
|
Sep11 |
110705 |
22718 |
22723 |
22615 |
22658 |
+366 |
631 |
3,059 |
-13 |
Total Volume and Open Interest |
88,523 |
129,076 |
-4,728 |
DAX(EUREX) |
Sep11 |
110705 |
7466.0 |
7499.0 |
7445.5 |
7471.0 |
+36.0 |
117,482 |
144,890 |
+2,253 |
Dec11 |
110705 |
7480.5 |
7525.0 |
7478.5 |
7501.5 |
+37.0 |
406 |
7,961 |
+107 |
Mar12 |
110705 |
7540.0 |
7540.0 |
7520.0 |
7536.5 |
+38.0 |
17 |
219 |
+15 |
Total Volume and Open Interest |
117,905 |
153,070 |
+2,375 |
FT-SE 100(EURONEXT) |
Sep11 |
110705 |
5988.50 |
6002.50 |
5972.50 |
5988.00 |
+38.50 |
127,854 |
658,851 |
+9,316 |
Dec11 |
110705 |
5955.00 |
5964.50 |
5952.00 |
5964.50 |
+38.50 |
134 |
798 |
+124 |
Mar12 |
110705 |
5927.00 |
5927.00 |
5927.00 |
5927.00 |
+38.50 |
20 |
170 |
+10 |
Total Volume and Open Interest |
128,008 |
659,829 |
+9,450 |
SPI 200(SFE) |
Sep11 |
110705 |
4594.0 |
4622.0 |
4575.0 |
4590.0 |
+4.0 |
34,852 |
192,164 |
-5,510 |
Dec11 |
110705 |
4622.0 |
4622.0 |
4606.0 |
4606.0 |
+2.0 |
46 |
4,708 |
+16 |
Mar12 |
110705 |
4597.0 |
4597.0 |
4597.0 |
4597.0 |
+4.0 |
46 |
1,459 |
+46 |
Total Volume and Open Interest |
34,955 |
201,164 |
-5,439 |
GSCI(CME) |
Jul11 |
110705 |
18.84 |
23.14 |
15.64 |
19.64 |
+11.80 |
287 |
10,482 |
+44 |
Aug11 |
110705 |
20.34 |
24.64 |
17.14 |
21.14 |
+11.50 |
45 |
32 |
-10 |
Sep11 |
110705 |
22.14 |
25.64 |
22.14 |
22.14 |
+11.50 |
|
|
|
Total Volume and Open Interest |
332 |
10,514 |
+34 |
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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