|
MRCI's End of Day Prices |
Daily Futures Price Listing Thu July 07, 2011 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Jul11 |
110707 |
1331.25 |
1350.00 |
1331.25 |
1345.50 |
+14.50 |
2,786 |
7,353 |
-1,313 |
Aug11 |
110707 |
1321.25 |
1344.75 |
1321.00 |
1340.75 |
+18.50 |
17,407 |
64,233 |
-2,521 |
Sep11 |
110707 |
1316.50 |
1339.25 |
1316.25 |
1337.00 |
+20.25 |
10,530 |
29,892 |
+248 |
Nov11 |
110707 |
1317.00 |
1341.25 |
1316.75 |
1337.75 |
+19.25 |
66,783 |
297,510 |
-1,016 |
Jan12 |
110707 |
1327.75 |
1350.75 |
1327.75 |
1347.50 |
+19.00 |
4,212 |
43,301 |
+751 |
Mar12 |
110707 |
1333.25 |
1354.75 |
1333.25 |
1351.25 |
+17.50 |
1,566 |
21,401 |
+115 |
May12 |
110707 |
1336.00 |
1355.00 |
1335.75 |
1351.00 |
+15.25 |
1,029 |
26,769 |
-91 |
Total Volume and Open Interest |
106,558 |
522,467 |
-2,913 |
Soybean Meal(CBOT) |
Jul11 |
110707 |
341.90 |
346.90 |
341.90 |
343.00 |
+1.30 |
5,607 |
2,518 |
-1,518 |
Aug11 |
110707 |
343.10 |
349.40 |
342.50 |
344.80 |
+1.10 |
17,151 |
46,453 |
-1,923 |
Sep11 |
110707 |
342.70 |
347.90 |
342.10 |
344.60 |
+1.10 |
5,484 |
24,882 |
+141 |
Oct11 |
110707 |
340.80 |
347.30 |
340.80 |
343.80 |
+1.70 |
2,361 |
17,224 |
+665 |
Dec11 |
110707 |
342.00 |
348.90 |
341.40 |
345.10 |
+1.90 |
26,281 |
77,406 |
-1,173 |
Jan12 |
110707 |
343.70 |
349.80 |
343.70 |
346.70 |
+1.80 |
740 |
6,773 |
-108 |
Mar12 |
110707 |
346.70 |
351.20 |
346.70 |
348.10 |
+1.20 |
455 |
4,731 |
-57 |
May12 |
110707 |
347.50 |
351.90 |
347.10 |
348.10 |
+0.50 |
789 |
6,236 |
+217 |
Total Volume and Open Interest |
59,000 |
191,542 |
-3,748 |
Soybean Oil(CBOT) |
Jul11 |
110707 |
55.25 |
56.54 |
55.20 |
56.47 |
+1.20 |
7,461 |
6,934 |
-1,950 |
Aug11 |
110707 |
55.38 |
56.71 |
55.31 |
56.61 |
+1.18 |
22,231 |
44,413 |
+2,196 |
Sep11 |
110707 |
55.67 |
56.95 |
55.27 |
56.84 |
+1.20 |
7,406 |
35,013 |
+85 |
Oct11 |
110707 |
56.00 |
57.18 |
56.00 |
57.10 |
+1.21 |
2,922 |
17,406 |
+338 |
Dec11 |
110707 |
56.30 |
57.73 |
56.30 |
57.63 |
+1.24 |
32,439 |
144,839 |
-642 |
Jan12 |
110707 |
56.77 |
57.97 |
56.72 |
57.90 |
+1.23 |
848 |
14,552 |
+323 |
Mar12 |
110707 |
57.15 |
58.27 |
57.15 |
58.17 |
+1.20 |
857 |
11,565 |
+213 |
May12 |
110707 |
57.83 |
58.39 |
57.73 |
58.30 |
+1.18 |
1,073 |
6,891 |
+256 |
Total Volume and Open Interest |
75,320 |
285,915 |
+858 |
Canola(WCE) |
Jul11 |
110707 |
572.8 |
572.8 |
571.4 |
571.4 |
-1.8 |
151 |
510 |
-151 |
Nov11 |
110707 |
557.5 |
564.5 |
555.3 |
561.4 |
+3.2 |
7,886 |
124,288 |
+143 |
Jan12 |
110707 |
562.3 |
573.1 |
562.3 |
570.0 |
+4.1 |
47 |
12,886 |
-30 |
Mar12 |
110707 |
575.0 |
578.6 |
573.2 |
576.4 |
+3.4 |
26 |
4,620 |
+11 |
May12 |
110707 |
581.6 |
584.6 |
580.7 |
582.0 |
+5.7 |
18 |
2,614 |
+0 |
Total Volume and Open Interest |
8,203 |
148,207 |
-22 |
Corn(CBOT) |
Jul11 |
110707 |
648.25 |
668.00 |
647.50 |
650.00 |
+1.25 |
16,278 |
12,283 |
-7,219 |
Sep11 |
110707 |
618.00 |
633.50 |
616.00 |
625.00 |
+6.25 |
76,871 |
387,307 |
-4,471 |
Dec11 |
110707 |
607.00 |
621.50 |
605.75 |
615.50 |
+7.00 |
127,791 |
494,885 |
+2,419 |
Mar12 |
110707 |
621.50 |
634.75 |
619.50 |
628.50 |
+6.50 |
12,951 |
110,722 |
-820 |
May12 |
110707 |
629.75 |
642.50 |
628.25 |
636.75 |
+6.25 |
3,453 |
24,396 |
+242 |
Jul12 |
110707 |
635.75 |
650.00 |
635.75 |
644.00 |
+6.50 |
6,539 |
66,845 |
+1,118 |
Total Volume and Open Interest |
249,832 |
1,200,848 |
-8,049 |
Wheat(CBOT) |
Jul11 |
110707 |
608.25 |
634.00 |
606.75 |
624.50 |
+13.25 |
1,530 |
2,202 |
-803 |
Sep11 |
110707 |
625.25 |
640.75 |
619.00 |
634.50 |
+7.50 |
51,513 |
180,808 |
-1,870 |
Dec11 |
110707 |
669.75 |
680.00 |
662.00 |
675.50 |
+3.75 |
23,306 |
138,503 |
+1,968 |
Mar12 |
110707 |
705.00 |
713.50 |
694.75 |
709.50 |
+2.25 |
5,306 |
39,507 |
+275 |
May12 |
110707 |
725.00 |
733.75 |
717.25 |
731.75 |
+2.75 |
1,980 |
9,510 |
-291 |
Total Volume and Open Interest |
87,006 |
433,994 |
-273 |
Wheat(KCBT) |
Jul11 |
110707 |
708.50 |
708.50 |
686.50 |
703.50 |
-5.25 |
1,245 |
2,862 |
-300 |
Sep11 |
110707 |
725.00 |
729.00 |
707.50 |
724.00 |
-2.50 |
9,327 |
76,234 |
-777 |
Dec11 |
110707 |
752.25 |
755.00 |
733.75 |
750.25 |
-3.00 |
2,975 |
55,666 |
+258 |
Mar12 |
110707 |
768.25 |
769.75 |
750.75 |
766.00 |
-2.00 |
1,513 |
12,836 |
+338 |
May12 |
110707 |
772.50 |
778.25 |
760.25 |
773.00 |
-1.50 |
611 |
2,984 |
+257 |
Total Volume and Open Interest |
16,272 |
165,959 |
-70 |
Wheat(MGE) |
Jul11 |
110707 |
852.00 |
853.25 |
852.00 |
853.25 |
-10.50 |
229 |
1,192 |
-300 |
Sep11 |
110707 |
827.50 |
828.25 |
807.75 |
824.75 |
-2.75 |
2,602 |
25,422 |
+63 |
Dec11 |
110707 |
821.50 |
822.75 |
802.50 |
819.75 |
-2.75 |
1,402 |
19,715 |
-117 |
Mar12 |
110707 |
830.00 |
830.00 |
811.75 |
828.00 |
-2.50 |
376 |
4,808 |
-51 |
May12 |
110707 |
829.75 |
831.25 |
814.25 |
830.00 |
+0.25 |
154 |
2,526 |
+89 |
Total Volume and Open Interest |
4,963 |
60,686 |
-247 |
Oats(CBOT) |
Jul11 |
110707 |
345.25 |
345.25 |
335.00 |
341.00 |
+6.00 |
13 |
25 |
-41 |
Sep11 |
110707 |
342.00 |
352.00 |
342.00 |
345.00 |
+2.50 |
154 |
4,061 |
+21 |
Dec11 |
110707 |
351.00 |
357.25 |
349.00 |
352.25 |
+3.25 |
277 |
7,464 |
+119 |
Mar12 |
110707 |
366.50 |
367.00 |
359.50 |
362.75 |
+3.25 |
4 |
765 |
+0 |
Total Volume and Open Interest |
448 |
12,361 |
+99 |
Rough Rice(CBOT) |
Jul11 |
110707 |
14.98 |
15.25 |
14.98 |
15.25 |
+0.53 |
58 |
616 |
-34 |
Sep11 |
110707 |
15.61 |
16.07 |
15.53 |
16.07 |
+0.50 |
729 |
10,503 |
-42 |
Nov11 |
110707 |
16.02 |
16.39 |
16.01 |
16.39 |
+0.49 |
57 |
5,363 |
+5 |
Jan12 |
110707 |
16.69 |
16.71 |
16.54 |
16.71 |
+0.50 |
8 |
314 |
+4 |
Total Volume and Open Interest |
898 |
17,240 |
-24 |
Live Cattle(CME) |
Aug11 |
110707 |
112.785 |
115.000 |
112.400 |
114.730 |
+1.780 |
24,071 |
125,617 |
-2,558 |
Oct11 |
110707 |
119.150 |
121.350 |
118.850 |
121.230 |
+1.830 |
15,128 |
92,526 |
+1,737 |
Dec11 |
110707 |
122.350 |
124.750 |
122.300 |
124.550 |
+1.765 |
7,429 |
66,473 |
+800 |
Feb12 |
110707 |
124.300 |
126.500 |
124.150 |
126.400 |
+1.650 |
3,559 |
24,618 |
+513 |
Apr12 |
110707 |
125.035 |
127.250 |
124.850 |
127.135 |
+1.585 |
1,094 |
11,581 |
+15 |
Jun12 |
110707 |
120.580 |
122.900 |
120.500 |
122.900 |
+1.750 |
335 |
4,244 |
+181 |
Total Volume and Open Interest |
51,677 |
325,682 |
+710 |
Feeder Cattle(CME) |
Aug11 |
110707 |
141.200 |
143.950 |
140.900 |
143.900 |
+2.950 |
3,773 |
19,526 |
+108 |
Sep11 |
110707 |
142.350 |
145.235 |
142.130 |
144.850 |
+2.600 |
1,120 |
7,708 |
+282 |
Oct11 |
110707 |
142.435 |
145.630 |
142.325 |
145.380 |
+2.730 |
1,195 |
5,912 |
+163 |
Nov11 |
110707 |
142.500 |
145.600 |
142.400 |
145.600 |
+2.750 |
456 |
3,526 |
+86 |
Jan12 |
110707 |
140.700 |
143.600 |
140.700 |
143.550 |
+2.650 |
234 |
1,463 |
+96 |
Mar12 |
110707 |
139.850 |
142.500 |
139.850 |
142.500 |
+2.600 |
38 |
244 |
+27 |
Apr12 |
110707 |
139.900 |
142.500 |
139.900 |
142.500 |
+2.600 |
13 |
68 |
-7 |
Total Volume and Open Interest |
6,843 |
38,485 |
+750 |
Lean Hogs(CME) |
Jul11 |
110707 |
96.350 |
97.785 |
96.150 |
97.150 |
+1.115 |
4,301 |
11,495 |
-767 |
Aug11 |
110707 |
94.150 |
96.600 |
94.000 |
96.285 |
+2.685 |
13,716 |
70,090 |
-3,583 |
Oct11 |
110707 |
87.700 |
90.135 |
87.400 |
89.885 |
+2.600 |
11,039 |
62,613 |
+210 |
Dec11 |
110707 |
86.000 |
87.650 |
85.885 |
87.600 |
+1.850 |
10,131 |
48,837 |
+3,241 |
Feb12 |
110707 |
88.100 |
89.635 |
87.885 |
89.450 |
+1.500 |
3,082 |
20,317 |
+1,137 |
Apr12 |
110707 |
89.300 |
90.550 |
89.035 |
90.480 |
+1.130 |
1,086 |
10,455 |
+326 |
May12 |
110707 |
92.800 |
94.000 |
92.800 |
93.700 |
+0.900 |
24 |
558 |
+8 |
Jun12 |
110707 |
95.000 |
96.300 |
94.950 |
96.250 |
+0.850 |
185 |
5,698 |
+119 |
Total Volume and Open Interest |
43,793 |
233,262 |
+773 |
Class III Milk(CME) |
Jul11 |
110701 |
20.53 |
20.55 |
20.40 |
20.51 |
-0.01 |
581 |
6,091 |
+126 |
Aug11 |
110707 |
18.83 |
19.07 |
18.70 |
18.98 |
+0.09 |
312 |
5,854 |
-8 |
Sep11 |
110707 |
18.30 |
18.50 |
18.21 |
18.42 |
+0.10 |
104 |
5,137 |
+33 |
Oct11 |
110707 |
17.78 |
17.99 |
17.78 |
17.97 |
+0.11 |
84 |
4,283 |
-1 |
Nov11 |
110707 |
17.26 |
17.40 |
17.25 |
17.35 |
+0.09 |
24 |
3,658 |
-2 |
Total Volume and Open Interest |
821 |
32,755 |
+81 |
Cocoa(ICE) |
Jul11 |
110707 |
3160 |
3194 |
3160 |
3194 |
-8 |
0 |
26 |
+0 |
Sep11 |
110707 |
3192 |
3202 |
3119 |
3186 |
-2 |
16,372 |
71,754 |
+3,400 |
Dec11 |
110707 |
3200 |
3222 |
3144 |
3207 |
-1 |
2,830 |
39,445 |
+855 |
Mar12 |
110707 |
3194 |
3252 |
3180 |
3244 |
unch |
1,522 |
32,413 |
+577 |
May12 |
110707 |
3200 |
3247 |
3200 |
3246 |
+2 |
100 |
10,113 |
-37 |
Jul12 |
110707 |
3193 |
3248 |
3193 |
3248 |
+2 |
89 |
4,101 |
+37 |
Sep12 |
110707 |
3209 |
3253 |
3209 |
3252 |
+7 |
100 |
6,461 |
-31 |
Total Volume and Open Interest |
21,113 |
171,344 |
+4,824 |
Coffee "C"(ICE) |
Jul11 |
110707 |
269.50 |
269.70 |
267.35 |
267.75 |
+0.90 |
28 |
99 |
-31 |
Sep11 |
110707 |
267.00 |
271.90 |
265.15 |
268.60 |
+1.10 |
13,212 |
54,545 |
-988 |
Dec11 |
110707 |
269.40 |
274.75 |
269.05 |
271.85 |
+0.95 |
2,716 |
34,559 |
+653 |
Mar12 |
110707 |
272.70 |
276.75 |
271.95 |
273.80 |
+0.75 |
638 |
9,487 |
+98 |
May12 |
110707 |
274.00 |
277.65 |
273.25 |
274.90 |
+0.60 |
216 |
3,962 |
+132 |
Jul12 |
110707 |
273.15 |
276.25 |
273.15 |
273.50 |
+0.75 |
74 |
1,794 |
+27 |
Total Volume and Open Interest |
16,992 |
107,245 |
-37 |
Orange Juice(ICE) |
Jul11 |
110707 |
199.25 |
201.25 |
199.25 |
201.00 |
+0.25 |
52 |
669 |
-51 |
Sep11 |
110707 |
188.80 |
191.00 |
188.70 |
190.60 |
+1.80 |
753 |
26,061 |
+23 |
Nov11 |
110707 |
179.30 |
179.95 |
178.90 |
179.70 |
+0.45 |
45 |
6,016 |
+9 |
Jan12 |
110707 |
174.90 |
175.60 |
174.90 |
175.60 |
+0.60 |
29 |
1,257 |
+26 |
Mar12 |
110707 |
174.85 |
174.85 |
174.85 |
174.85 |
+1.00 |
6 |
263 |
+1 |
May12 |
110707 |
174.00 |
174.00 |
174.00 |
174.00 |
+0.70 |
0 |
178 |
+0 |
Total Volume and Open Interest |
885 |
34,552 |
+8 |
Sugar #11(ICE) |
Oct11 |
110707 |
27.77 |
29.70 |
27.75 |
29.52 |
+1.84 |
52,401 |
306,160 |
-2,117 |
Mar12 |
110707 |
27.00 |
28.55 |
26.98 |
28.42 |
+1.42 |
27,373 |
139,416 |
+4,876 |
May12 |
110707 |
25.98 |
27.00 |
25.91 |
26.92 |
+0.94 |
10,020 |
41,088 |
+1,709 |
Jul12 |
110707 |
25.19 |
25.84 |
25.10 |
25.73 |
+0.57 |
4,774 |
64,872 |
+611 |
Oct12 |
110707 |
24.54 |
25.01 |
24.46 |
24.88 |
+0.34 |
1,746 |
26,306 |
+232 |
Total Volume and Open Interest |
97,951 |
615,184 |
+5,967 |
London Cocoa(LCE) |
Jul11 |
110707 |
1961 |
1985 |
1941 |
1984 |
+3 |
1,807 |
36,562 |
-1,139 |
Sep11 |
110707 |
1993 |
2019 |
1964 |
2013 |
+3 |
9,861 |
52,191 |
-2,325 |
Dec11 |
110707 |
2015 |
2040 |
1991 |
2038 |
+5 |
2,686 |
41,571 |
-210 |
Mar12 |
110707 |
2029 |
2059 |
2013 |
2055 |
+8 |
1,430 |
39,073 |
+220 |
May12 |
110707 |
2043 |
2065 |
2024 |
2062 |
+7 |
972 |
12,949 |
+522 |
Jul12 |
110707 |
2067 |
2072 |
2057 |
2070 |
+6 |
67 |
4,138 |
+0 |
Sep12 |
110707 |
2072 |
2079 |
2065 |
2079 |
+6 |
5 |
3,318 |
+0 |
Total Volume and Open Interest |
16,828 |
197,866 |
-2,932 |
London Sugar(LCE) |
Aug11 |
110707 |
775.10 |
821.30 |
773.10 |
814.80 |
+44.70 |
3,810 |
14,085 |
-1,117 |
Oct11 |
110707 |
712.20 |
753.20 |
711.30 |
745.00 |
+38.90 |
4,504 |
19,525 |
+1,290 |
Dec11 |
110707 |
686.70 |
724.10 |
686.70 |
715.90 |
+35.60 |
550 |
5,867 |
+11 |
Mar12 |
110707 |
678.60 |
710.20 |
678.60 |
703.80 |
+29.70 |
1,236 |
7,053 |
+449 |
May12 |
110707 |
662.70 |
683.20 |
662.70 |
678.40 |
+20.30 |
318 |
2,990 |
+63 |
Total Volume and Open Interest |
10,604 |
52,455 |
+696 |
Cotton(ICE) |
Jul11 |
110707 |
148.00 |
151.25 |
135.57 |
136.20 |
-19.20 |
282 |
1,102 |
-272 |
Oct11 |
110707 |
117.21 |
117.48 |
115.50 |
116.20 |
-0.78 |
55 |
493 |
+9 |
Dec11 |
110707 |
113.20 |
114.88 |
112.26 |
113.52 |
+0.10 |
12,096 |
103,487 |
-2,056 |
Mar12 |
110707 |
108.53 |
108.93 |
106.33 |
107.89 |
+0.54 |
3,374 |
19,488 |
+1,336 |
May12 |
110707 |
103.39 |
105.36 |
103.00 |
104.82 |
+0.65 |
247 |
4,577 |
+27 |
Jul12 |
110707 |
102.03 |
103.19 |
101.76 |
102.44 |
+0.88 |
221 |
6,368 |
-85 |
Total Volume and Open Interest |
16,321 |
138,997 |
-1,017 |
Lumber(CME) |
Jul11 |
110707 |
235.8 |
244.0 |
234.8 |
242.0 |
+4.0 |
208 |
797 |
-109 |
Sep11 |
110707 |
253.8 |
263.0 |
252.8 |
262.4 |
+8.4 |
497 |
6,084 |
+87 |
Nov11 |
110707 |
265.1 |
273.4 |
263.7 |
271.9 |
+6.9 |
202 |
2,024 |
-8 |
Jan12 |
110707 |
289.9 |
298.9 |
289.9 |
297.0 |
+5.5 |
58 |
282 |
+84 |
Total Volume and Open Interest |
982 |
9,214 |
+68 |
Crude Oil(NYM) |
Aug11 |
110707 |
97.04 |
99.42 |
96.99 |
98.67 |
+2.02 |
275,650 |
291,009 |
-8,728 |
Sep11 |
110707 |
97.54 |
99.87 |
97.46 |
99.14 |
+2.01 |
67,267 |
200,220 |
+1,004 |
Oct11 |
110707 |
98.00 |
100.26 |
97.88 |
99.59 |
+2.02 |
35,380 |
72,752 |
-833 |
Nov11 |
110707 |
98.40 |
100.67 |
98.28 |
100.07 |
+2.05 |
22,037 |
63,727 |
+1,528 |
Dec11 |
110707 |
98.93 |
101.08 |
98.68 |
100.52 |
+2.08 |
42,130 |
187,103 |
+2,408 |
Jan12 |
110707 |
99.47 |
101.35 |
99.14 |
100.94 |
+2.08 |
8,307 |
53,073 |
+650 |
Feb12 |
110707 |
99.73 |
101.65 |
99.50 |
101.32 |
+2.07 |
4,845 |
26,664 |
+190 |
Mar12 |
110707 |
100.26 |
101.86 |
99.87 |
101.67 |
+2.06 |
5,763 |
30,835 |
-28 |
Apr12 |
110707 |
101.41 |
102.00 |
101.41 |
102.00 |
+2.03 |
3,480 |
18,799 |
-159 |
May12 |
110707 |
102.15 |
102.70 |
101.76 |
102.31 |
+1.99 |
2,712 |
17,343 |
+185 |
Jun12 |
110707 |
101.09 |
102.96 |
101.09 |
102.61 |
+1.94 |
12,602 |
72,837 |
+453 |
Jul12 |
110707 |
103.03 |
103.29 |
102.34 |
102.87 |
+1.92 |
2,036 |
31,970 |
+440 |
Aug12 |
110707 |
103.00 |
103.02 |
103.00 |
103.02 |
+1.88 |
836 |
13,717 |
-178 |
Sep12 |
110707 |
103.16 |
103.16 |
103.16 |
103.16 |
+1.87 |
867 |
14,513 |
-55 |
Oct12 |
110707 |
103.32 |
103.32 |
103.32 |
103.32 |
+1.85 |
740 |
10,254 |
-12 |
Nov12 |
110707 |
103.50 |
103.50 |
103.50 |
103.50 |
+1.83 |
791 |
22,049 |
+99 |
Total Volume and Open Interest |
520,283 |
1,522,391 |
+144 |
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 |
110707 |
97.600 |
99.850 |
97.500 |
99.150 |
+2.025 |
295 |
1,849 |
+21 |
Oct11 |
110707 |
98.275 |
99.975 |
98.025 |
99.600 |
+2.025 |
32 |
306 |
+1 |
Nov11 |
110707 |
98.900 |
100.100 |
98.900 |
100.075 |
+2.050 |
9 |
170 |
+2 |
Dec11 |
110707 |
98.625 |
100.750 |
98.625 |
100.525 |
+2.075 |
2 |
305 |
+0 |
Jan12 |
110707 |
100.950 |
100.950 |
100.950 |
100.950 |
+2.100 |
0 |
6 |
+0 |
Feb12 |
110707 |
101.325 |
101.325 |
101.325 |
101.325 |
+2.075 |
0 |
3 |
+0 |
Mar12 |
110707 |
101.675 |
101.675 |
101.675 |
101.675 |
+2.075 |
0 |
11 |
+0 |
Apr12 |
110707 |
102.000 |
102.000 |
102.000 |
102.000 |
+2.025 |
|
|
|
Total Volume and Open Interest |
9,512 |
6,223 |
+379 |
Heating Oil(NYM) |
Aug11 |
110707 |
297.44 |
310.42 |
297.44 |
310.20 |
+13.87 |
47,742 |
86,939 |
-3,122 |
Sep11 |
110707 |
299.43 |
311.73 |
299.24 |
311.55 |
+13.64 |
15,871 |
45,293 |
-576 |
Oct11 |
110707 |
302.04 |
313.21 |
302.04 |
313.03 |
+13.42 |
7,511 |
25,091 |
+1,086 |
Nov11 |
110707 |
303.25 |
314.98 |
303.25 |
314.82 |
+13.30 |
4,545 |
23,116 |
+571 |
Dec11 |
110707 |
305.16 |
316.71 |
304.75 |
316.55 |
+13.14 |
9,500 |
34,277 |
+307 |
Jan12 |
110707 |
312.68 |
318.32 |
312.33 |
318.16 |
+13.00 |
3,087 |
24,220 |
+179 |
Feb12 |
110707 |
312.93 |
318.52 |
312.93 |
318.52 |
+12.88 |
891 |
9,476 |
-285 |
Mar12 |
110707 |
312.41 |
317.75 |
312.09 |
317.75 |
+12.74 |
1,174 |
6,993 |
+507 |
Apr12 |
110707 |
312.70 |
315.73 |
312.70 |
315.73 |
+12.62 |
207 |
3,537 |
+72 |
May12 |
110707 |
313.75 |
313.75 |
313.75 |
313.75 |
+12.52 |
250 |
2,665 |
+54 |
Jun12 |
110707 |
301.80 |
312.60 |
301.80 |
312.60 |
+12.49 |
2,497 |
20,986 |
+297 |
Jul12 |
110707 |
313.15 |
313.15 |
313.15 |
313.15 |
+12.49 |
289 |
2,062 |
-27 |
Total Volume and Open Interest |
94,163 |
296,314 |
-1,157 |
Gasoline(NYMEX) |
Aug11 |
110707 |
301.89 |
312.95 |
300.92 |
312.70 |
+12.94 |
54,144 |
75,284 |
-3,183 |
Sep11 |
110707 |
297.30 |
308.06 |
296.64 |
307.83 |
+12.30 |
24,214 |
48,373 |
+2,704 |
Oct11 |
110707 |
283.75 |
294.17 |
283.24 |
293.96 |
+11.93 |
11,787 |
23,988 |
+178 |
Nov11 |
110707 |
280.23 |
290.63 |
280.23 |
290.45 |
+11.63 |
4,942 |
14,936 |
+804 |
Dec11 |
110707 |
278.89 |
289.05 |
278.79 |
288.90 |
+11.51 |
5,347 |
30,586 |
+324 |
Jan12 |
110707 |
278.42 |
289.13 |
278.42 |
288.94 |
+11.35 |
640 |
9,035 |
+212 |
Feb12 |
110707 |
285.15 |
290.44 |
285.05 |
290.21 |
+11.25 |
324 |
4,982 |
+32 |
Mar12 |
110707 |
287.40 |
291.73 |
287.40 |
291.73 |
+11.11 |
332 |
6,164 |
-1 |
Apr12 |
110707 |
299.51 |
302.75 |
299.51 |
302.75 |
+10.85 |
831 |
4,014 |
+156 |
May12 |
110707 |
300.51 |
302.58 |
300.47 |
302.58 |
+10.76 |
230 |
1,829 |
-46 |
Total Volume and Open Interest |
103,732 |
235,190 |
+1,381 |
e-miNY RBOB Gasoline(NYM) |
Aug11 |
110707 |
312.70 |
312.70 |
312.70 |
312.70 |
+12.90 |
0 |
3 |
+0 |
Sep11 |
110707 |
307.80 |
307.83 |
307.80 |
307.80 |
+12.30 |
|
|
|
Oct11 |
110707 |
294.00 |
294.00 |
293.96 |
294.00 |
+12.00 |
0 |
1 |
+0 |
Nov11 |
110707 |
290.50 |
290.50 |
290.45 |
290.50 |
+11.70 |
|
|
|
Total Volume and Open Interest |
0 |
6 |
+0 |
Natural Gas(NYM) |
Aug11 |
110707 |
4.225 |
4.248 |
4.064 |
4.133 |
-0.084 |
130,443 |
152,077 |
-9,153 |
Sep11 |
110707 |
4.229 |
4.253 |
4.067 |
4.138 |
-0.084 |
52,889 |
210,165 |
-1,166 |
Oct11 |
110707 |
4.271 |
4.290 |
4.110 |
4.168 |
-0.092 |
47,054 |
119,407 |
+1,729 |
Nov11 |
110707 |
4.430 |
4.432 |
4.260 |
4.324 |
-0.087 |
31,084 |
85,822 |
+1,156 |
Dec11 |
110707 |
4.630 |
4.632 |
4.476 |
4.535 |
-0.082 |
9,238 |
45,349 |
-1,283 |
Jan12 |
110707 |
4.733 |
4.735 |
4.587 |
4.642 |
-0.079 |
11,692 |
94,349 |
+906 |
Feb12 |
110707 |
4.746 |
4.746 |
4.590 |
4.644 |
-0.077 |
1,998 |
22,591 |
+342 |
Mar12 |
110707 |
4.665 |
4.690 |
4.558 |
4.608 |
-0.072 |
5,631 |
47,598 |
+267 |
Apr12 |
110707 |
4.585 |
4.595 |
4.470 |
4.525 |
-0.060 |
5,935 |
44,288 |
+378 |
May12 |
110707 |
4.602 |
4.620 |
4.500 |
4.550 |
-0.057 |
1,221 |
10,277 |
+184 |
Jun12 |
110707 |
4.648 |
4.655 |
4.535 |
4.583 |
-0.055 |
2,281 |
11,373 |
+291 |
Jul12 |
110707 |
4.678 |
4.678 |
4.576 |
4.625 |
-0.055 |
1,272 |
9,280 |
-372 |
Aug12 |
110707 |
4.703 |
4.718 |
4.600 |
4.656 |
-0.055 |
918 |
7,882 |
+216 |
Sep12 |
110707 |
4.720 |
4.727 |
4.621 |
4.666 |
-0.055 |
170 |
7,296 |
-23 |
Oct12 |
110707 |
4.742 |
4.760 |
4.661 |
4.706 |
-0.054 |
2,204 |
27,984 |
+459 |
Nov12 |
110707 |
4.911 |
4.911 |
4.825 |
4.856 |
-0.046 |
128 |
4,686 |
+29 |
Total Volume and Open Interest |
305,465 |
974,776 |
-5,228 |
Brent Crude Oil(ICE) |
Aug11 |
110707 |
114.40 |
118.70 |
113.75 |
118.59 |
+4.97 |
188,854 |
126,153 |
-16,938 |
Sep11 |
110707 |
113.75 |
118.22 |
113.41 |
118.11 |
+4.88 |
127,891 |
174,300 |
+7,278 |
Oct11 |
110707 |
113.81 |
118.22 |
113.50 |
118.12 |
+4.83 |
59,075 |
66,495 |
+798 |
Nov11 |
110707 |
113.91 |
118.29 |
113.76 |
118.18 |
+4.77 |
23,687 |
35,787 |
-2,016 |
Dec11 |
110707 |
113.95 |
118.32 |
113.64 |
118.20 |
+4.73 |
49,121 |
94,788 |
+810 |
Jan12 |
110707 |
113.95 |
118.23 |
113.82 |
118.14 |
+4.68 |
6,200 |
20,687 |
-453 |
Feb12 |
110707 |
113.82 |
118.13 |
113.78 |
118.04 |
+4.61 |
3,408 |
17,855 |
-462 |
Mar12 |
110707 |
113.89 |
118.02 |
113.70 |
117.93 |
+4.54 |
2,750 |
32,320 |
+64 |
Apr12 |
110707 |
114.05 |
117.80 |
113.88 |
117.80 |
+4.48 |
957 |
11,135 |
-111 |
May12 |
110707 |
117.67 |
117.67 |
117.67 |
117.67 |
+4.42 |
1,013 |
7,758 |
-167 |
Jun12 |
110707 |
113.70 |
117.62 |
113.51 |
117.55 |
+4.36 |
6,796 |
40,396 |
-235 |
Jul12 |
110707 |
117.41 |
117.41 |
117.41 |
117.41 |
+4.31 |
386 |
7,377 |
+40 |
Aug12 |
110707 |
117.24 |
117.24 |
117.24 |
117.24 |
+4.25 |
385 |
4,592 |
+80 |
Sep12 |
110707 |
117.05 |
117.05 |
117.05 |
117.05 |
+4.20 |
494 |
7,164 |
+78 |
Total Volume and Open Interest |
488,265 |
790,163 |
-8,912 |
Gas Oil(ICE) |
Jul11 |
110707 |
935.00 |
972.50 |
934.50 |
960.75 |
+31.25 |
49,809 |
78,937 |
-9,017 |
Aug11 |
110707 |
933.50 |
976.25 |
933.50 |
964.25 |
+31.00 |
72,924 |
130,292 |
+436 |
Sep11 |
110707 |
942.50 |
978.50 |
941.25 |
966.75 |
+30.50 |
28,616 |
82,135 |
+993 |
Oct11 |
110707 |
943.75 |
980.75 |
943.75 |
969.00 |
+30.25 |
10,325 |
44,168 |
+1,079 |
Nov11 |
110707 |
945.75 |
981.75 |
945.50 |
970.75 |
+30.00 |
5,924 |
31,921 |
-622 |
Dec11 |
110707 |
949.00 |
984.25 |
947.75 |
972.75 |
+29.50 |
20,742 |
59,519 |
+131 |
Jan12 |
110707 |
954.75 |
986.75 |
952.75 |
975.25 |
+29.25 |
3,126 |
31,268 |
-233 |
Feb12 |
110707 |
953.25 |
985.25 |
953.25 |
976.25 |
+28.75 |
2,167 |
12,326 |
+60 |
Mar12 |
110707 |
954.00 |
986.25 |
954.00 |
977.25 |
+28.50 |
1,763 |
11,275 |
+664 |
Apr12 |
110707 |
968.75 |
984.50 |
968.75 |
977.50 |
+28.25 |
537 |
7,956 |
+211 |
Total Volume and Open Interest |
205,254 |
596,717 |
-4,988 |
Ethanol(CBOT) |
Jul11 |
110706 |
2.758 |
2.795 |
2.758 |
2.761 |
+0.027 |
42 |
209 |
-19 |
Aug11 |
110707 |
2.610 |
2.630 |
2.595 |
2.621 |
+0.042 |
308 |
1,371 |
-19 |
Sep11 |
110707 |
2.480 |
2.510 |
2.476 |
2.502 |
+0.046 |
236 |
1,573 |
+54 |
Oct11 |
110707 |
2.390 |
2.405 |
2.378 |
2.393 |
+0.034 |
169 |
1,231 |
-56 |
Nov11 |
110707 |
2.319 |
2.332 |
2.319 |
2.327 |
+0.042 |
61 |
873 |
+6 |
Dec11 |
110707 |
2.295 |
2.308 |
2.280 |
2.301 |
+0.044 |
26 |
1,314 |
-4 |
Jan12 |
110707 |
2.255 |
2.275 |
2.252 |
2.273 |
+0.043 |
13 |
570 |
+8 |
Feb12 |
110707 |
2.275 |
2.276 |
2.270 |
2.276 |
+0.039 |
22 |
274 |
+15 |
Total Volume and Open Interest |
1,350 |
8,896 |
-402 |
WTI Crude Oil(ICE |
Aug11 |
110707 |
97.17 |
99.42 |
97.00 |
98.67 |
+2.02 |
58,387 |
64,321 |
-1,511 |
Sep11 |
110707 |
97.70 |
99.87 |
97.46 |
99.14 |
+2.01 |
21,559 |
55,047 |
+1,679 |
Oct11 |
110707 |
98.22 |
100.27 |
97.87 |
99.59 |
+2.02 |
11,642 |
33,210 |
-193 |
Nov11 |
110707 |
98.58 |
100.69 |
98.35 |
100.07 |
+2.05 |
7,016 |
20,607 |
-1,103 |
Dec11 |
110707 |
99.01 |
101.09 |
98.65 |
100.52 |
+2.08 |
19,120 |
86,780 |
+598 |
Jan12 |
110707 |
99.45 |
101.39 |
99.03 |
100.94 |
+2.08 |
2,898 |
18,694 |
-286 |
Feb12 |
110707 |
99.65 |
101.77 |
99.54 |
101.32 |
+2.07 |
1,501 |
5,545 |
+297 |
Mar12 |
110707 |
100.18 |
102.06 |
99.72 |
101.67 |
+2.06 |
1,818 |
13,335 |
+190 |
Apr12 |
110707 |
100.49 |
102.00 |
100.35 |
102.00 |
+2.03 |
736 |
4,264 |
+3 |
May12 |
110707 |
102.31 |
102.31 |
102.31 |
102.31 |
+1.99 |
596 |
2,950 |
+5 |
Jun12 |
110707 |
100.73 |
102.97 |
100.73 |
102.61 |
+1.94 |
3,095 |
28,097 |
-38 |
Jul12 |
110707 |
102.87 |
102.87 |
102.87 |
102.87 |
+1.92 |
214 |
4,465 |
-51 |
Aug12 |
110707 |
103.02 |
103.02 |
103.02 |
103.02 |
+1.88 |
53 |
1,276 |
+2 |
Sep12 |
110707 |
103.16 |
103.16 |
103.16 |
103.16 |
+1.87 |
60 |
5,039 |
-26 |
Oct12 |
110707 |
103.32 |
103.32 |
103.32 |
103.32 |
+1.85 |
0 |
527 |
+0 |
Nov12 |
110707 |
103.50 |
103.50 |
103.50 |
103.50 |
+1.83 |
1 |
2,572 |
+1 |
Total Volume and Open Interest |
136,180 |
461,686 |
+424 |
US Dollar Index(ICE) |
Sep11 |
110707 |
75.265 |
75.745 |
75.150 |
75.257 |
-0.183 |
17,340 |
46,861 |
+752 |
Dec11 |
110707 |
75.755 |
75.775 |
75.625 |
75.688 |
-0.183 |
2 |
531 |
-1 |
Mar12 |
110707 |
76.188 |
76.188 |
76.188 |
76.188 |
-0.183 |
0 |
1 |
+0 |
Total Volume and Open Interest |
17,342 |
47,393 |
+751 |
Australian Dollar(CME) |
Sep11 |
110707 |
105.98 |
106.84 |
105.83 |
106.78 |
+0.95 |
105,088 |
121,296 |
+2,332 |
Dec11 |
110707 |
105.25 |
105.58 |
104.66 |
105.58 |
+0.92 |
126 |
325 |
+0 |
Mar12 |
110707 |
104.43 |
104.43 |
103.53 |
104.43 |
+0.90 |
0 |
2 |
+0 |
Total Volume and Open Interest |
105,214 |
121,626 |
+2,332 |
British Pound(CME) |
Sep11 |
110707 |
159.92 |
160.05 |
159.29 |
159.47 |
-0.19 |
138,744 |
118,131 |
+5,743 |
Dec11 |
110707 |
159.53 |
159.53 |
159.30 |
159.30 |
-0.20 |
74 |
220 |
+25 |
Mar12 |
110707 |
159.13 |
159.34 |
159.13 |
159.13 |
-0.21 |
0 |
2 |
+0 |
Total Volume and Open Interest |
138,818 |
118,359 |
+5,768 |
Canadian Dollar(CME) |
Sep11 |
110707 |
103.44 |
104.31 |
103.26 |
104.07 |
+0.72 |
71,596 |
101,232 |
+4,382 |
Dec11 |
110707 |
103.20 |
104.08 |
103.08 |
103.84 |
+0.72 |
132 |
3,803 |
-35 |
Mar12 |
110707 |
102.95 |
103.73 |
102.86 |
103.63 |
+0.77 |
21 |
544 |
+8 |
Jun12 |
110707 |
103.33 |
103.36 |
102.58 |
103.36 |
+0.78 |
11 |
254 |
+4 |
Total Volume and Open Interest |
71,760 |
105,967 |
+4,359 |
Japanese Yen(CME) |
Sep11 |
110707 |
123.62 |
123.82 |
122.87 |
123.13 |
-0.50 |
105,661 |
94,452 |
+105 |
Dec11 |
110707 |
123.84 |
123.84 |
123.02 |
123.23 |
-0.51 |
8 |
390 |
-1 |
Mar12 |
110707 |
123.38 |
123.90 |
123.38 |
123.38 |
-0.52 |
0 |
43 |
+0 |
Total Volume and Open Interest |
105,669 |
94,901 |
+104 |
Swiss Franc(CME) |
Sep11 |
110707 |
119.19 |
119.40 |
117.75 |
118.42 |
-0.65 |
49,669 |
47,401 |
-270 |
Dec11 |
110707 |
119.39 |
119.41 |
118.41 |
118.52 |
-0.65 |
44 |
160 |
+25 |
Mar12 |
110707 |
118.63 |
119.30 |
118.63 |
118.63 |
-0.67 |
0 |
2 |
+0 |
Total Volume and Open Interest |
49,713 |
47,566 |
-245 |
EuroFX(CME) |
Sep11 |
110707 |
142.91 |
143.45 |
141.91 |
143.20 |
+0.54 |
318,440 |
192,646 |
+3,526 |
Dec11 |
110707 |
142.63 |
143.03 |
141.52 |
142.80 |
+0.53 |
123 |
489 |
+24 |
Mar12 |
110707 |
142.37 |
142.37 |
141.84 |
142.37 |
+0.53 |
1 |
363 |
+1 |
Total Volume and Open Interest |
318,564 |
194,329 |
+3,551 |
Mexican Peso(CME) |
Jul11 |
110707 |
866.5 |
866.5 |
860.5 |
866.5 |
+6.0 |
|
|
|
Aug11 |
110707 |
864.5 |
864.5 |
858.5 |
864.5 |
+6.0 |
|
|
|
Total Volume and Open Interest |
42,013 |
125,229 |
+12,723 |
30-Year T-Bonds(CBOT) |
Sep11 |
110707 |
123~160 |
123~190 |
122~250 |
123~090 |
-0~120 |
260,769 |
598,093 |
-4,837 |
Dec11 |
110707 |
121~250 |
122~060 |
121~110 |
121~260 |
-0~120 |
463 |
539 |
+428 |
Mar12 |
110707 |
120~120 |
120~240 |
120~120 |
120~120 |
-0~120 |
|
|
|
Total Volume and Open Interest |
261,232 |
598,632 |
-4,409 |
10-Year T-Notes(CBOT) |
Sep11 |
110707 |
122~280 |
122~290 |
122~080 |
122~150 |
-0~165 |
1,085,271 |
1,752,618 |
-7,693 |
Dec11 |
110707 |
121~045 |
121~150 |
120~245 |
120~300 |
-0~170 |
1,373 |
11,865 |
+1,124 |
Mar12 |
110707 |
119~300 |
120~150 |
119~300 |
119~300 |
-0~170 |
|
|
|
Total Volume and Open Interest |
1,086,644 |
1,764,483 |
-6,569 |
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 |
110707 |
118~015 |
118~075 |
118~015 |
118~015 |
-0~060 |
0 |
4 |
+0 |
Mar12 |
110707 |
117~039 |
117~099 |
117~039 |
117~039 |
-0~060 |
|
|
|
Total Volume and Open Interest |
578,360 |
1,454,271 |
-8,476 |
2 Year T-Notes(CBOT) |
Sep11 |
110707 |
109~098 |
109~098 |
109~081 |
109~082 |
-0~016 |
236,864 |
987,623 |
+6,556 |
Dec11 |
110707 |
109~048 |
109~064 |
109~048 |
109~048 |
-0~016 |
0 |
31 |
+0 |
Mar12 |
110707 |
108~114 |
109~002 |
108~114 |
108~114 |
-0~016 |
|
|
|
Total Volume and Open Interest |
236,864 |
987,654 |
+6,556 |
Eurodollars(CME) |
Sep11 |
110707 |
99.635 |
99.650 |
99.630 |
99.645 |
+0.015 |
238,749 |
1,209,854 |
+6,065 |
Dec11 |
110707 |
99.545 |
99.565 |
99.535 |
99.560 |
+0.015 |
141,790 |
1,249,554 |
-3,418 |
Mar12 |
110707 |
99.495 |
99.500 |
99.470 |
99.490 |
-0.005 |
141,030 |
1,513,693 |
-10,075 |
Jun12 |
110707 |
99.395 |
99.400 |
99.355 |
99.360 |
-0.035 |
159,018 |
1,418,400 |
+5,302 |
Sep12 |
110707 |
99.230 |
99.235 |
99.155 |
99.165 |
-0.065 |
172,661 |
1,043,082 |
-3,932 |
Dec12 |
110707 |
99.015 |
99.015 |
98.910 |
98.925 |
-0.085 |
150,383 |
614,468 |
+5,886 |
Mar13 |
110707 |
98.780 |
98.785 |
98.670 |
98.685 |
-0.100 |
115,288 |
516,981 |
+1,065 |
Jun13 |
110707 |
98.525 |
98.530 |
98.415 |
98.430 |
-0.105 |
103,542 |
343,662 |
+2,611 |
Sep13 |
110707 |
98.275 |
98.280 |
98.165 |
98.180 |
-0.105 |
93,689 |
345,327 |
+4,859 |
Dec13 |
110707 |
98.015 |
98.015 |
97.895 |
97.915 |
-0.105 |
67,000 |
267,106 |
+30 |
Mar14 |
110707 |
97.745 |
97.760 |
97.640 |
97.660 |
-0.105 |
51,202 |
245,475 |
-1,225 |
Jun14 |
110707 |
97.480 |
97.490 |
97.375 |
97.400 |
-0.100 |
41,718 |
180,009 |
-2,795 |
Sep14 |
110707 |
97.205 |
97.230 |
97.115 |
97.140 |
-0.100 |
18,966 |
93,095 |
+294 |
Dec14 |
110707 |
96.960 |
96.975 |
96.860 |
96.880 |
-0.100 |
15,184 |
91,738 |
-897 |
Mar15 |
110707 |
96.725 |
96.745 |
96.630 |
96.655 |
-0.100 |
11,241 |
86,811 |
+1,239 |
Jun15 |
110707 |
4.740 |
4.765 |
4.660 |
4.680 |
-0.100 |
9,294 |
71,488 |
+1,046 |
Sep15 |
110707 |
4.545 |
4.560 |
4.450 |
4.470 |
-0.100 |
6,660 |
56,382 |
-1,188 |
Dec15 |
110707 |
4.345 |
4.355 |
4.255 |
4.275 |
-0.095 |
7,541 |
49,316 |
-719 |
Total Volume and Open Interest |
1,588,160 |
9,713,587 |
+10,830 |
30 Day Federal Funds(CBOT) |
Jul11 |
110707 |
99.912 |
99.918 |
99.910 |
99.915 |
+0.005 |
4,100 |
68,412 |
+815 |
Aug11 |
110707 |
99.900 |
99.900 |
99.890 |
99.895 |
+0.005 |
3,204 |
57,741 |
+204 |
Sep11 |
110707 |
99.875 |
99.880 |
99.870 |
99.870 |
unch |
4,124 |
42,140 |
+1,006 |
Oct11 |
110707 |
99.865 |
99.870 |
99.860 |
99.860 |
unch |
1,611 |
48,362 |
+159 |
Nov11 |
110707 |
99.850 |
99.855 |
99.840 |
99.845 |
unch |
809 |
46,329 |
+231 |
Dec11 |
110707 |
99.840 |
99.840 |
99.830 |
99.835 |
unch |
2,136 |
51,936 |
+951 |
Total Volume and Open Interest |
28,554 |
718,588 |
+3,847 |
30 Day Fed Funds(e-CBOT) |
3-Mth Euro-Yen(CME) |
Sep11 |
110628 |
99.665 |
99.665 |
99.665 |
99.665 |
-0.003 |
|
|
|
Dec11 |
110707 |
99.662 |
99.662 |
99.662 |
99.662 |
unch |
0 |
75 |
+0 |
Mar12 |
110707 |
99.655 |
99.655 |
99.655 |
99.655 |
unch |
|
|
|
Jun12 |
110707 |
99.645 |
99.645 |
99.645 |
99.645 |
unch |
|
|
|
Sep12 |
110707 |
99.580 |
99.580 |
99.580 |
99.580 |
unch |
|
|
|
Dec12 |
110707 |
99.610 |
99.610 |
99.610 |
99.610 |
+0.070 |
|
|
|
Mar13 |
110707 |
99.610 |
99.610 |
99.610 |
99.610 |
+0.070 |
|
|
|
Jun13 |
110707 |
99.565 |
99.565 |
99.565 |
99.565 |
+0.070 |
|
|
|
Sep13 |
110707 |
99.425 |
99.425 |
99.425 |
99.425 |
+0.070 |
|
|
|
Dec13 |
110707 |
99.285 |
99.285 |
99.285 |
99.285 |
+0.070 |
|
|
|
Total Volume and Open Interest |
0 |
126 |
+0 |
3-Mth Euro-Yen(SGX) |
Sep11 |
110707 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
1,333 |
-2 |
Dec11 |
110707 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
0 |
1,392 |
+0 |
Mar12 |
110707 |
99.65 |
99.65 |
99.65 |
99.65 |
unch |
0 |
1,823 |
+0 |
Jun12 |
110707 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
10 |
1,474 |
+10 |
Sep12 |
110707 |
99.58 |
99.58 |
99.58 |
99.58 |
unch |
0 |
411 |
+0 |
Dec12 |
110707 |
99.61 |
99.61 |
99.61 |
99.61 |
+0.07 |
0 |
24 |
+0 |
Mar13 |
110707 |
99.61 |
99.61 |
99.61 |
99.61 |
+0.07 |
0 |
1 |
+0 |
Jun13 |
110707 |
99.57 |
99.57 |
99.57 |
99.57 |
+0.07 |
|
|
|
Total Volume and Open Interest |
10 |
6,458 |
+8 |
Japanese Gov't Bonds(SGX) |
Sep11 |
110707 |
140.76 |
140.78 |
140.61 |
140.72 |
-0.01 |
1,219 |
23,605 |
-284 |
Dec11 |
110707 |
140.27 |
140.27 |
140.27 |
140.27 |
-0.01 |
0 |
2 |
+0 |
Mar12 |
110707 |
138.18 |
138.18 |
138.18 |
138.18 |
-0.01 |
|
|
|
Total Volume and Open Interest |
1,219 |
23,607 |
-284 |
Euro-Bund(EUREX) |
Sep11 |
110707 |
126.17 |
126.53 |
125.79 |
125.96 |
-0.56 |
818,880 |
945,513 |
-10,941 |
Dec11 |
110707 |
124.94 |
125.01 |
124.55 |
124.69 |
-0.56 |
35 |
283 |
+1 |
Mar12 |
110707 |
124.64 |
124.64 |
124.64 |
124.64 |
-0.56 |
|
|
|
Total Volume and Open Interest |
818,915 |
945,796 |
-10,940 |
Euro-Bobl(EUREX) |
Sep11 |
110707 |
117.06 |
117.45 |
116.89 |
116.99 |
-0.26 |
444,387 |
744,951 |
-5,003 |
Dec11 |
110707 |
116.02 |
116.02 |
116.02 |
116.02 |
-0.28 |
0 |
677 |
+0 |
Mar12 |
110707 |
116.02 |
116.02 |
116.02 |
116.02 |
-0.26 |
|
|
|
Total Volume and Open Interest |
444,387 |
745,628 |
-5,003 |
3-Mth Euribor(EUREX) |
Sep11 |
110707 |
98.240 |
98.240 |
98.240 |
98.240 |
unch |
0 |
2,005 |
+0 |
Dec11 |
110707 |
98.090 |
98.090 |
98.070 |
98.070 |
-0.020 |
15 |
1,396 |
+15 |
Mar12 |
110707 |
97.985 |
97.985 |
97.985 |
97.985 |
-0.030 |
0 |
831 |
+0 |
Total Volume and Open Interest |
15 |
6,832 |
+15 |
Long Gilt(LIFFE) |
Sep11 |
110629 |
121~06 |
121~06 |
120~12 |
120~22 |
-0~23 |
84,026 |
359,346 |
-16 |
Dec11 |
110707 |
119~21 |
119~21 |
119~21 |
119~21 |
-0~18 |
|
|
|
Total Volume and Open Interest |
128,125 |
368,998 |
+14,082 |
3-Mth Short Sterling(LIFFE) |
Sep11 |
110707 |
99.12 |
99.13 |
99.11 |
99.12 |
unch |
38,128 |
453,004 |
-8,533 |
Dec11 |
110707 |
99.05 |
99.07 |
99.04 |
99.06 |
unch |
39,874 |
494,059 |
+1,432 |
Mar12 |
110707 |
98.98 |
98.99 |
98.96 |
98.98 |
-0.01 |
43,723 |
470,641 |
+871 |
Jun12 |
110707 |
98.88 |
98.89 |
98.85 |
98.87 |
-0.02 |
37,613 |
301,329 |
+4,855 |
Sep12 |
110707 |
98.74 |
98.76 |
98.70 |
98.72 |
-0.03 |
49,354 |
298,884 |
+8,401 |
Dec12 |
110707 |
98.53 |
98.57 |
98.50 |
98.51 |
-0.05 |
43,051 |
266,275 |
+1,763 |
Total Volume and Open Interest |
320,437 |
2,665,078 |
+12,996 |
3-Mth Euribor(LIFFE) |
Sep11 |
110707 |
98.235 |
98.270 |
98.210 |
98.240 |
unch |
115,706 |
701,074 |
-18,541 |
Dec11 |
110707 |
98.085 |
98.130 |
98.065 |
98.070 |
-0.020 |
110,692 |
535,396 |
+2,699 |
Mar12 |
110707 |
98.015 |
98.060 |
97.975 |
97.985 |
-0.030 |
119,030 |
511,115 |
-3,640 |
Total Volume and Open Interest |
772,808 |
3,446,079 |
-41,251 |
3-Mth Aus T-Bills(SFE) |
Sep11 |
110707 |
95.16 |
95.19 |
95.11 |
95.13 |
-0.03 |
22,575 |
234,097 |
-8,611 |
Dec11 |
110707 |
95.17 |
95.21 |
95.10 |
95.13 |
-0.03 |
33,901 |
243,229 |
-11,099 |
Mar12 |
110707 |
95.13 |
95.16 |
95.06 |
95.09 |
-0.02 |
13,513 |
127,256 |
+642 |
Jun12 |
110707 |
95.06 |
95.10 |
94.99 |
95.03 |
-0.01 |
8,197 |
85,593 |
+4,093 |
Sep12 |
110707 |
95.00 |
95.04 |
94.92 |
94.96 |
-0.01 |
2,758 |
55,573 |
+111 |
Dec12 |
110707 |
94.95 |
94.96 |
94.87 |
94.91 |
unch |
1,007 |
34,165 |
+429 |
Mar13 |
110707 |
94.90 |
94.90 |
94.84 |
94.85 |
-0.01 |
822 |
28,543 |
+103 |
Jun13 |
110707 |
94.82 |
94.82 |
94.78 |
94.78 |
-0.01 |
126 |
10,513 |
+2 |
Sep13 |
110707 |
94.73 |
94.73 |
94.73 |
94.73 |
-0.01 |
16 |
2,047 |
+0 |
Dec13 |
110707 |
94.65 |
94.65 |
94.65 |
94.65 |
-0.03 |
5 |
1,417 |
+0 |
Total Volume and Open Interest |
82,941 |
822,599 |
-14,309 |
10-Year Aus T-Bonds(SFE) |
Sep11 |
110707 |
94.79 |
94.85 |
94.78 |
94.79 |
+0.01 |
57,983 |
402,888 |
+5,186 |
Dec11 |
110707 |
94.79 |
94.79 |
94.79 |
94.79 |
+0.01 |
|
|
|
Total Volume and Open Interest |
57,983 |
402,888 |
+5,186 |
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 |
110707 |
95.25 |
95.25 |
95.25 |
95.25 |
unch |
|
|
|
Total Volume and Open Interest |
132,257 |
614,136 |
-16,147 |
Gold(CMX) |
Aug11 |
110707 |
1529.7 |
1534.9 |
1522.2 |
1530.6 |
+1.4 |
137,184 |
298,363 |
-8,248 |
Oct11 |
110707 |
1528.7 |
1535.9 |
1524.5 |
1531.7 |
+1.4 |
2,280 |
12,592 |
+266 |
Dec11 |
110707 |
1531.0 |
1537.0 |
1524.3 |
1532.8 |
+1.3 |
10,004 |
86,597 |
+1,211 |
Feb12 |
110707 |
1532.0 |
1537.0 |
1529.7 |
1534.0 |
+1.3 |
1,708 |
10,400 |
+723 |
Apr12 |
110707 |
1538.2 |
1538.6 |
1535.5 |
1535.5 |
+1.3 |
129 |
6,543 |
-5 |
Jun12 |
110707 |
1535.4 |
1538.4 |
1533.8 |
1537.2 |
+1.4 |
84 |
13,377 |
+54 |
Aug12 |
110707 |
1539.2 |
1540.0 |
1539.2 |
1539.2 |
+1.5 |
84 |
4,595 |
+19 |
Oct12 |
110707 |
1541.7 |
1541.7 |
1541.7 |
1541.7 |
+1.7 |
26 |
4,109 |
+0 |
Dec12 |
110707 |
1542.6 |
1546.8 |
1540.4 |
1544.4 |
+1.9 |
231 |
10,873 |
-35 |
Feb13 |
110707 |
1547.6 |
1547.6 |
1547.6 |
1547.6 |
+2.0 |
134 |
742 |
+23 |
Apr13 |
110707 |
1551.5 |
1551.5 |
1551.5 |
1551.5 |
+2.3 |
0 |
201 |
+0 |
Jun13 |
110707 |
1556.2 |
1556.2 |
1556.2 |
1556.2 |
+2.6 |
228 |
10,186 |
-24 |
Total Volume and Open Interest |
154,038 |
489,782 |
-4,387 |
Silver(CMX) |
Jul11 |
110707 |
3615.0 |
3662.5 |
3574.0 |
3652.8 |
+61.7 |
1,252 |
1,212 |
-368 |
Sep11 |
110707 |
3593.0 |
3665.0 |
3570.0 |
3653.6 |
+62.0 |
57,238 |
57,160 |
-381 |
Dec11 |
110707 |
3594.0 |
3665.0 |
3571.5 |
3655.3 |
+61.7 |
1,574 |
25,304 |
+329 |
Mar12 |
110707 |
3588.5 |
3660.5 |
3584.0 |
3654.4 |
+61.5 |
151 |
4,972 |
+43 |
May12 |
110707 |
3660.0 |
3660.0 |
3653.7 |
3653.7 |
+61.7 |
0 |
1,511 |
+0 |
Jul12 |
110707 |
3653.3 |
3653.3 |
3653.3 |
3653.3 |
+61.8 |
8 |
1,750 |
+4 |
Sep12 |
110707 |
3622.0 |
3652.4 |
3622.0 |
3652.4 |
+61.8 |
7 |
205 |
-4 |
Total Volume and Open Interest |
61,106 |
111,251 |
-355 |
Platinum(NYMEX) |
Jul11 |
110707 |
1735.6 |
1741.0 |
1727.5 |
1741.0 |
+7.6 |
57 |
203 |
-19 |
Oct11 |
110707 |
1731.9 |
1749.7 |
1724.1 |
1743.0 |
+9.6 |
5,679 |
30,065 |
-176 |
Jan12 |
110707 |
1735.0 |
1747.6 |
1735.0 |
1746.2 |
+9.6 |
67 |
894 |
+63 |
Apr12 |
110707 |
1752.9 |
1752.9 |
1748.8 |
1748.8 |
+9.4 |
1 |
73 |
+1 |
Total Volume and Open Interest |
5,805 |
31,245 |
-130 |
Palladium(NYMEX) |
Sep11 |
110707 |
767.75 |
788.90 |
767.75 |
786.55 |
+13.35 |
2,871 |
19,144 |
+98 |
Dec11 |
110707 |
769.60 |
787.65 |
769.60 |
787.65 |
+13.35 |
6 |
730 |
+1 |
Mar12 |
110707 |
133.49 |
133.49 |
133.49 |
133.49 |
+13.35 |
0 |
48 |
+0 |
Total Volume and Open Interest |
2,878 |
19,924 |
+99 |
Copper(CMX) |
Jul11 |
110707 |
434.00 |
443.25 |
433.65 |
443.20 |
+10.55 |
1,019 |
5,940 |
-619 |
Sep11 |
110707 |
433.50 |
444.35 |
432.55 |
444.20 |
+10.70 |
34,543 |
83,565 |
+4,022 |
Dec11 |
110707 |
434.40 |
445.70 |
434.40 |
445.60 |
+10.55 |
2,561 |
28,976 |
+438 |
Mar12 |
110707 |
438.60 |
446.55 |
437.60 |
446.45 |
+10.35 |
304 |
10,555 |
+92 |
May12 |
110707 |
445.20 |
446.45 |
445.10 |
446.35 |
+10.10 |
2 |
1,820 |
-1 |
Total Volume and Open Interest |
38,972 |
138,627 |
+3,825 |
DJIA Index(CBOT) |
Sep11 |
110707 |
12577 |
12700 |
12577 |
12681 |
+112 |
1,317 |
8,467 |
+930 |
Dec11 |
110707 |
12613 |
12613 |
12500 |
12613 |
+113 |
0 |
85 |
+0 |
Mar12 |
110707 |
12554 |
12554 |
12441 |
12554 |
+113 |
|
|
|
Jun12 |
110707 |
12487 |
12487 |
12374 |
12487 |
+113 |
|
|
|
Total Volume and Open Interest |
1,317 |
8,552 |
+930 |
Mini DJIA Index(CBOT) |
Sep11 |
110707 |
12572 |
12698 |
12572 |
12681 |
+112 |
100,180 |
99,165 |
+1,883 |
Dec11 |
110707 |
12534 |
12625 |
12527 |
12613 |
+113 |
50 |
339 |
+22 |
Mar12 |
110707 |
12554 |
12554 |
12554 |
12554 |
+113 |
0 |
11 |
+0 |
Jun12 |
110707 |
12487 |
12487 |
12487 |
12487 |
+113 |
|
|
|
Total Volume and Open Interest |
100,230 |
99,515 |
+1,905 |
S & P 500(CME) |
Sep11 |
110707 |
1336.00 |
1352.70 |
1336.00 |
1351.70 |
+15.90 |
11,107 |
258,618 |
+343 |
Dec11 |
110707 |
1342.00 |
1347.40 |
1340.00 |
1346.30 |
+15.90 |
202 |
10,528 |
-96 |
Mar12 |
110707 |
1340.50 |
1341.90 |
1340.50 |
1340.80 |
+15.90 |
0 |
4 |
+0 |
Jun12 |
110707 |
1335.80 |
1336.90 |
1335.80 |
1335.80 |
+15.90 |
0 |
5 |
+0 |
Total Volume and Open Interest |
11,309 |
269,155 |
+247 |
S & P 500 E-Mini(Globex) |
Sep11 |
110707 |
1336.00 |
1352.75 |
1335.75 |
1351.75 |
+16.00 |
1,729,821 |
2,485,036 |
+16,806 |
Dec11 |
110707 |
1331.25 |
1347.00 |
1331.25 |
1346.25 |
+15.75 |
709 |
9,102 |
+103 |
Total Volume and Open Interest |
1,730,530 |
2,494,190 |
+16,909 |
NASDAQ 100(CME) |
Sep11 |
110707 |
2378.00 |
2417.00 |
2378.00 |
2415.50 |
+40.20 |
539 |
10,858 |
+104 |
Dec11 |
110707 |
2391.00 |
2410.30 |
2391.00 |
2410.30 |
+40.30 |
0 |
2 |
+0 |
Mar12 |
110707 |
2407.80 |
2407.80 |
2402.50 |
2407.80 |
+40.30 |
|
|
|
Total Volume and Open Interest |
539 |
10,860 |
+104 |
NASDAQ 100 E-Mini(Globex) |
Sep11 |
110707 |
2376.00 |
2416.00 |
2375.80 |
2415.50 |
+40.20 |
249,553 |
292,509 |
+4,293 |
Dec11 |
110707 |
2376.30 |
2410.30 |
2376.30 |
2410.30 |
+40.30 |
56 |
144 |
-5 |
Total Volume and Open Interest |
249,609 |
292,653 |
+4,288 |
S & P Midcap 400(CME) |
Sep11 |
110707 |
1011.25 |
1013.00 |
1011.00 |
1011.00 |
+10.30 |
1 |
906 |
-1 |
Dec11 |
110707 |
1009.70 |
1010.00 |
1009.70 |
1009.70 |
+10.30 |
|
|
|
Mar12 |
110707 |
1008.00 |
1008.20 |
1008.00 |
1008.00 |
+10.30 |
|
|
|
Total Volume and Open Interest |
1 |
906 |
-1 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Sep11 |
110630 |
9865 |
9940 |
9805 |
9900 |
+220 |
11,736 |
31,666 |
+3,008 |
Dec11 |
110707 |
10195 |
10195 |
10145 |
10195 |
+150 |
0 |
1 |
+0 |
Total Volume and Open Interest |
8,828 |
35,341 |
+1,733 |
Nikkei 225(SGX) |
Sep11 |
110707 |
10060 |
10100 |
10010 |
10085 |
+5 |
62,345 |
185,036 |
+3,630 |
Dec11 |
110707 |
10035 |
10035 |
10030 |
10030 |
+5 |
1 |
8,206 |
+0 |
Mar12 |
110707 |
10025 |
10025 |
10025 |
10025 |
+5 |
0 |
10 |
+0 |
Total Volume and Open Interest |
66,246 |
208,970 |
+5,211 |
CAC 40(EURONEXT) |
Jul11 |
110707 |
3986.5 |
4022.0 |
3961.5 |
3981.5 |
+18.5 |
97,273 |
343,605 |
+12,101 |
Aug11 |
110707 |
3995.0 |
4007.0 |
3973.0 |
3986.0 |
+18.5 |
76 |
193 |
+35 |
Sep11 |
110707 |
3992.5 |
4025.0 |
3966.5 |
3985.0 |
+19.0 |
1,783 |
19,965 |
+892 |
Total Volume and Open Interest |
99,132 |
363,794 |
+13,028 |
Hang Seng Index(HKFE) |
Jul11 |
110707 |
22554 |
22741 |
22513 |
22550 |
+80 |
54,109 |
87,799 |
+419 |
Aug11 |
110707 |
22520 |
22700 |
22475 |
22510 |
+75 |
407 |
348 |
+126 |
Sep11 |
110707 |
22485 |
22610 |
22400 |
22421 |
+80 |
186 |
3,062 |
-17 |
Total Volume and Open Interest |
54,809 |
94,857 |
+567 |
DAX(EUREX) |
Sep11 |
110707 |
7505.0 |
7540.0 |
7464.0 |
7498.0 |
+47.5 |
113,592 |
146,865 |
+1,673 |
Dec11 |
110707 |
7540.5 |
7568.0 |
7497.0 |
7528.5 |
+47.0 |
257 |
8,149 |
+74 |
Mar12 |
110707 |
7570.5 |
7600.0 |
7559.5 |
7564.0 |
+48.0 |
4 |
303 |
+3 |
Total Volume and Open Interest |
113,853 |
155,317 |
+1,750 |
FT-SE 100(EURONEXT) |
Sep11 |
110707 |
5987.00 |
6049.00 |
5969.50 |
6020.50 |
+53.50 |
82,371 |
682,820 |
+11,071 |
Dec11 |
110707 |
5983.00 |
6000.50 |
5983.00 |
5997.00 |
+53.50 |
3 |
802 |
+1 |
Mar12 |
110707 |
5960.50 |
5960.50 |
5960.50 |
5960.50 |
+54.50 |
0 |
170 |
+0 |
Total Volume and Open Interest |
82,374 |
683,802 |
+11,072 |
SPI 200(SFE) |
Sep11 |
110707 |
4584.0 |
4602.0 |
4552.0 |
4585.0 |
-6.0 |
27,931 |
177,928 |
-4,493 |
Dec11 |
110707 |
4598.0 |
4610.0 |
4585.0 |
4604.0 |
-5.0 |
156 |
4,629 |
+65 |
Mar12 |
110707 |
4592.0 |
4592.0 |
4592.0 |
4592.0 |
-6.0 |
3 |
1,603 |
+3 |
Total Volume and Open Interest |
28,458 |
187,573 |
-4,183 |
GSCI(CME) |
Jul11 |
110707 |
29.64 |
35.39 |
29.64 |
35.14 |
+16.50 |
190 |
10,394 |
-84 |
Aug11 |
110707 |
30.89 |
36.64 |
30.89 |
36.49 |
+16.35 |
1 |
33 |
+1 |
Sep11 |
110707 |
36.44 |
37.64 |
36.44 |
36.44 |
+15.30 |
|
|
|
Total Volume and Open Interest |
191 |
10,427 |
-83 |
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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