|
MRCI's End of Day Prices |
Daily Futures Price Listing Fri July 08, 2011 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Jul11 |
110708 |
1346.50 |
1355.25 |
1341.75 |
1352.00 |
+6.50 |
4,996 |
5,206 |
-2,147 |
Aug11 |
110708 |
1340.00 |
1350.50 |
1335.50 |
1346.75 |
+6.00 |
16,433 |
65,610 |
+1,377 |
Sep11 |
110708 |
1339.25 |
1348.00 |
1331.50 |
1345.00 |
+8.00 |
7,430 |
30,651 |
+759 |
Nov11 |
110708 |
1337.25 |
1349.50 |
1332.50 |
1346.50 |
+8.75 |
51,326 |
294,558 |
-2,952 |
Jan12 |
110708 |
1347.50 |
1358.75 |
1342.75 |
1356.00 |
+8.50 |
4,034 |
44,007 |
+706 |
Mar12 |
110708 |
1350.25 |
1360.75 |
1346.50 |
1359.00 |
+7.75 |
1,592 |
21,162 |
-239 |
May12 |
110708 |
1354.25 |
1358.50 |
1350.00 |
1358.50 |
+7.50 |
809 |
26,803 |
+34 |
Total Volume and Open Interest |
88,350 |
520,616 |
-1,851 |
Soybean Meal(CBOT) |
Jul11 |
110708 |
343.00 |
346.50 |
342.90 |
346.30 |
+3.30 |
3,629 |
1,881 |
-637 |
Aug11 |
110708 |
344.80 |
348.50 |
344.00 |
348.00 |
+3.20 |
13,726 |
44,243 |
-2,210 |
Sep11 |
110708 |
344.90 |
348.80 |
343.70 |
348.30 |
+3.70 |
3,082 |
25,203 |
+321 |
Oct11 |
110708 |
342.50 |
348.70 |
342.50 |
348.30 |
+4.50 |
1,357 |
16,833 |
-391 |
Dec11 |
110708 |
345.00 |
350.50 |
343.80 |
350.00 |
+4.90 |
17,561 |
75,588 |
-1,818 |
Jan12 |
110708 |
346.90 |
352.00 |
344.50 |
351.30 |
+4.60 |
374 |
6,739 |
-34 |
Mar12 |
110708 |
348.00 |
352.20 |
347.50 |
352.20 |
+4.10 |
463 |
4,898 |
+167 |
May12 |
110708 |
349.50 |
352.00 |
348.40 |
351.80 |
+3.70 |
661 |
6,317 |
+81 |
Total Volume and Open Interest |
41,419 |
186,962 |
-4,580 |
Soybean Oil(CBOT) |
Jul11 |
110708 |
56.58 |
56.58 |
56.18 |
56.20 |
-0.27 |
7,615 |
5,122 |
-1,812 |
Aug11 |
110708 |
56.55 |
56.75 |
56.14 |
56.32 |
-0.29 |
19,168 |
43,499 |
-914 |
Sep11 |
110708 |
56.81 |
56.99 |
56.41 |
56.55 |
-0.29 |
7,755 |
36,849 |
+1,836 |
Oct11 |
110708 |
57.21 |
57.21 |
56.72 |
56.82 |
-0.28 |
1,593 |
17,404 |
-2 |
Dec11 |
110708 |
57.57 |
57.76 |
57.14 |
57.31 |
-0.32 |
27,938 |
142,984 |
-1,855 |
Jan12 |
110708 |
57.89 |
57.98 |
57.48 |
57.59 |
-0.31 |
685 |
14,897 |
+345 |
Mar12 |
110708 |
58.11 |
58.19 |
57.75 |
57.89 |
-0.28 |
618 |
11,816 |
+251 |
May12 |
110708 |
58.38 |
58.40 |
57.88 |
58.04 |
-0.26 |
528 |
6,744 |
-147 |
Total Volume and Open Interest |
66,527 |
283,707 |
-2,208 |
Canola(WCE) |
Jul11 |
110708 |
578.7 |
578.7 |
578.4 |
578.4 |
+7.0 |
50 |
131 |
-379 |
Nov11 |
110708 |
561.0 |
565.9 |
558.0 |
563.4 |
+2.0 |
4,931 |
123,318 |
-970 |
Jan12 |
110708 |
567.0 |
574.0 |
566.9 |
571.1 |
+1.1 |
569 |
13,041 |
+155 |
Mar12 |
110708 |
571.0 |
580.3 |
571.0 |
577.7 |
+1.3 |
520 |
5,022 |
+402 |
May12 |
110708 |
577.9 |
585.0 |
577.9 |
582.4 |
+0.4 |
33 |
2,634 |
+20 |
Total Volume and Open Interest |
6,368 |
147,680 |
-527 |
Corn(CBOT) |
Jul11 |
110708 |
652.50 |
672.25 |
652.50 |
672.25 |
+22.25 |
12,818 |
7,204 |
-5,079 |
Sep11 |
110708 |
626.00 |
646.50 |
626.00 |
642.25 |
+17.25 |
65,544 |
382,217 |
-5,090 |
Dec11 |
110708 |
615.75 |
638.00 |
615.75 |
637.00 |
+21.50 |
120,688 |
491,884 |
-3,001 |
Mar12 |
110708 |
628.75 |
650.25 |
628.75 |
649.25 |
+20.75 |
18,612 |
111,934 |
+1,212 |
May12 |
110708 |
637.50 |
657.00 |
636.75 |
656.25 |
+19.50 |
3,170 |
24,748 |
+352 |
Jul12 |
110708 |
644.75 |
664.00 |
644.50 |
662.50 |
+18.50 |
4,687 |
67,429 |
+584 |
Total Volume and Open Interest |
229,591 |
1,190,225 |
-10,623 |
Wheat(CBOT) |
Jul11 |
110708 |
624.50 |
652.50 |
624.50 |
650.50 |
+26.00 |
863 |
1,737 |
-465 |
Sep11 |
110708 |
634.00 |
657.50 |
632.50 |
651.25 |
+16.75 |
34,863 |
180,878 |
+70 |
Dec11 |
110708 |
676.00 |
696.50 |
673.00 |
690.50 |
+15.00 |
12,413 |
139,381 |
+878 |
Mar12 |
110708 |
710.00 |
726.75 |
707.25 |
721.00 |
+11.50 |
3,636 |
39,273 |
-234 |
May12 |
110708 |
731.75 |
744.50 |
729.75 |
742.75 |
+11.00 |
1,327 |
9,253 |
-257 |
Total Volume and Open Interest |
55,545 |
434,471 |
+477 |
Wheat(KCBT) |
Jul11 |
110708 |
704.00 |
711.00 |
703.50 |
707.75 |
+4.25 |
400 |
2,670 |
-192 |
Sep11 |
110708 |
724.00 |
735.25 |
719.00 |
727.25 |
+3.25 |
8,717 |
75,224 |
-1,010 |
Dec11 |
110708 |
751.00 |
761.75 |
745.50 |
754.00 |
+3.75 |
3,929 |
55,251 |
-415 |
Mar12 |
110708 |
767.50 |
778.25 |
761.50 |
769.50 |
+3.50 |
1,307 |
12,977 |
+141 |
May12 |
110708 |
774.50 |
783.00 |
770.00 |
776.25 |
+3.25 |
532 |
3,019 |
+35 |
Total Volume and Open Interest |
15,733 |
164,824 |
-1,135 |
Wheat(MGE) |
Jul11 |
110708 |
860.00 |
860.00 |
850.00 |
850.00 |
-3.25 |
3 |
1,190 |
-2 |
Sep11 |
110708 |
824.50 |
830.00 |
808.00 |
817.00 |
-7.75 |
2,124 |
25,194 |
-228 |
Dec11 |
110708 |
821.00 |
827.25 |
808.25 |
816.75 |
-3.00 |
1,148 |
19,541 |
-174 |
Mar12 |
110708 |
830.75 |
835.25 |
819.00 |
827.75 |
-0.25 |
431 |
4,792 |
-16 |
May12 |
110708 |
831.00 |
835.75 |
822.75 |
830.50 |
+0.50 |
194 |
2,553 |
+27 |
Total Volume and Open Interest |
4,137 |
60,204 |
-482 |
Oats(CBOT) |
Jul11 |
110708 |
342.50 |
345.50 |
341.00 |
345.50 |
+4.50 |
12 |
16 |
-9 |
Sep11 |
110708 |
347.00 |
352.00 |
344.50 |
349.50 |
+4.50 |
147 |
4,096 |
+35 |
Dec11 |
110708 |
354.50 |
360.25 |
350.50 |
356.75 |
+4.50 |
240 |
7,567 |
+103 |
Mar12 |
110708 |
368.00 |
368.00 |
362.75 |
367.25 |
+4.50 |
2 |
767 |
+2 |
Total Volume and Open Interest |
401 |
12,492 |
+131 |
Rough Rice(CBOT) |
Jul11 |
110708 |
15.40 |
15.40 |
15.28 |
15.32 |
+0.07 |
221 |
480 |
-136 |
Sep11 |
110708 |
16.03 |
16.26 |
15.93 |
16.13 |
+0.06 |
1,074 |
10,482 |
-21 |
Nov11 |
110708 |
16.27 |
16.58 |
16.26 |
16.43 |
+0.05 |
218 |
5,307 |
-56 |
Jan12 |
110708 |
16.73 |
16.78 |
16.63 |
16.75 |
+0.05 |
90 |
360 |
+46 |
Total Volume and Open Interest |
1,615 |
17,073 |
-167 |
Live Cattle(CME) |
Aug11 |
110708 |
114.385 |
115.550 |
114.000 |
114.650 |
-0.080 |
19,885 |
122,657 |
-2,960 |
Oct11 |
110708 |
120.950 |
121.800 |
120.080 |
120.200 |
-1.030 |
13,055 |
95,250 |
+2,724 |
Dec11 |
110708 |
123.900 |
125.230 |
123.730 |
124.550 |
unch |
5,410 |
67,845 |
+1,372 |
Feb12 |
110708 |
125.500 |
126.900 |
125.450 |
125.900 |
-0.500 |
3,506 |
25,213 |
+595 |
Apr12 |
110708 |
126.400 |
127.600 |
126.230 |
127.050 |
-0.085 |
486 |
11,770 |
+189 |
Jun12 |
110708 |
122.000 |
123.200 |
121.800 |
122.700 |
-0.200 |
140 |
4,314 |
+70 |
Total Volume and Open Interest |
42,503 |
327,680 |
+1,998 |
Feeder Cattle(CME) |
Aug11 |
110708 |
143.850 |
144.900 |
143.300 |
143.600 |
-0.300 |
3,351 |
19,388 |
-138 |
Sep11 |
110708 |
144.750 |
145.735 |
144.200 |
144.400 |
-0.450 |
1,546 |
8,120 |
+412 |
Oct11 |
110708 |
144.880 |
145.935 |
144.500 |
145.485 |
+0.105 |
919 |
6,126 |
+214 |
Nov11 |
110708 |
144.850 |
145.985 |
144.535 |
145.250 |
-0.350 |
390 |
3,676 |
+150 |
Jan12 |
110708 |
142.435 |
143.900 |
142.435 |
143.800 |
+0.250 |
75 |
1,497 |
+34 |
Mar12 |
110708 |
141.450 |
143.000 |
141.200 |
142.950 |
+0.450 |
12 |
244 |
+0 |
Apr12 |
110708 |
141.075 |
142.500 |
141.075 |
142.500 |
unch |
1 |
68 |
+0 |
Total Volume and Open Interest |
6,300 |
39,160 |
+675 |
Lean Hogs(CME) |
Jul11 |
110708 |
96.730 |
96.800 |
95.700 |
95.885 |
-1.265 |
3,462 |
10,459 |
-1,036 |
Aug11 |
110708 |
95.535 |
96.600 |
95.285 |
96.180 |
-0.105 |
17,100 |
67,133 |
-2,957 |
Oct11 |
110708 |
89.000 |
90.135 |
88.900 |
89.750 |
-0.135 |
11,929 |
63,332 |
+719 |
Dec11 |
110708 |
86.350 |
88.000 |
86.350 |
87.900 |
+0.300 |
5,594 |
50,381 |
+1,544 |
Feb12 |
110708 |
88.850 |
89.600 |
88.830 |
89.550 |
+0.100 |
2,729 |
21,537 |
+1,220 |
Apr12 |
110708 |
90.080 |
90.500 |
89.850 |
90.500 |
+0.020 |
1,260 |
10,950 |
+495 |
May12 |
110708 |
93.450 |
94.000 |
93.300 |
93.800 |
+0.100 |
23 |
578 |
+20 |
Jun12 |
110708 |
95.700 |
96.150 |
95.480 |
96.050 |
-0.200 |
799 |
6,088 |
+390 |
Total Volume and Open Interest |
43,160 |
233,795 |
+533 |
Class III Milk(CME) |
Jul11 |
110701 |
20.53 |
20.55 |
20.40 |
20.51 |
-0.01 |
581 |
6,091 |
+126 |
Aug11 |
110708 |
19.04 |
19.22 |
18.98 |
19.16 |
+0.18 |
390 |
5,904 |
+50 |
Sep11 |
110708 |
18.52 |
18.62 |
18.42 |
18.55 |
+0.13 |
190 |
5,127 |
-10 |
Oct11 |
110708 |
17.99 |
18.12 |
17.97 |
18.04 |
+0.07 |
51 |
4,293 |
+10 |
Nov11 |
110708 |
17.43 |
17.45 |
17.35 |
17.42 |
+0.07 |
40 |
3,658 |
+0 |
Total Volume and Open Interest |
1,294 |
32,964 |
+209 |
Cocoa(ICE) |
Jul11 |
110708 |
3099 |
3099 |
3099 |
3099 |
-95 |
5 |
23 |
-3 |
Sep11 |
110708 |
3196 |
3210 |
3083 |
3091 |
-95 |
9,963 |
72,797 |
+1,043 |
Dec11 |
110708 |
3204 |
3234 |
3110 |
3117 |
-90 |
2,674 |
39,278 |
-167 |
Mar12 |
110708 |
3227 |
3270 |
3153 |
3156 |
-88 |
1,540 |
32,463 |
+50 |
May12 |
110708 |
3244 |
3268 |
3150 |
3157 |
-89 |
463 |
10,200 |
+87 |
Jul12 |
110708 |
3270 |
3270 |
3157 |
3159 |
-89 |
81 |
4,134 |
+33 |
Sep12 |
110708 |
3272 |
3272 |
3159 |
3165 |
-87 |
187 |
6,587 |
+126 |
Total Volume and Open Interest |
15,057 |
172,628 |
+1,284 |
Coffee "C"(ICE) |
Jul11 |
110708 |
267.70 |
267.70 |
262.95 |
263.15 |
-4.60 |
5 |
92 |
-7 |
Sep11 |
110708 |
268.60 |
270.25 |
262.70 |
263.30 |
-5.30 |
8,830 |
54,250 |
-295 |
Dec11 |
110708 |
272.05 |
273.50 |
266.50 |
266.95 |
-4.90 |
2,365 |
35,065 |
+506 |
Mar12 |
110708 |
274.00 |
274.60 |
268.90 |
269.05 |
-4.75 |
598 |
9,557 |
+70 |
May12 |
110708 |
274.65 |
275.50 |
270.00 |
270.30 |
-4.60 |
196 |
4,031 |
+69 |
Jul12 |
110708 |
272.50 |
273.75 |
269.00 |
269.05 |
-4.45 |
50 |
1,817 |
+23 |
Total Volume and Open Interest |
12,093 |
107,644 |
+399 |
Orange Juice(ICE) |
Jul11 |
110708 |
201.25 |
205.50 |
199.75 |
204.00 |
+3.00 |
24 |
647 |
-22 |
Sep11 |
110708 |
191.05 |
192.00 |
190.00 |
191.15 |
+0.55 |
919 |
26,215 |
+154 |
Nov11 |
110708 |
179.55 |
180.25 |
179.10 |
179.60 |
-0.10 |
128 |
6,045 |
+29 |
Jan12 |
110708 |
175.20 |
175.20 |
174.85 |
174.85 |
-0.75 |
26 |
1,266 |
+9 |
Mar12 |
110708 |
174.10 |
174.10 |
174.10 |
174.10 |
-0.75 |
20 |
266 |
+3 |
May12 |
110708 |
173.30 |
173.30 |
173.30 |
173.30 |
-0.70 |
5 |
179 |
+1 |
Total Volume and Open Interest |
1,127 |
34,731 |
+179 |
Sugar #11(ICE) |
Oct11 |
110708 |
29.54 |
29.74 |
28.74 |
29.36 |
-0.16 |
38,518 |
307,029 |
+869 |
Mar12 |
110708 |
28.42 |
28.57 |
27.75 |
28.41 |
-0.01 |
17,761 |
142,463 |
+3,047 |
May12 |
110708 |
26.92 |
27.09 |
26.35 |
26.96 |
+0.04 |
4,846 |
41,678 |
+590 |
Jul12 |
110708 |
25.73 |
25.94 |
25.25 |
25.78 |
+0.05 |
3,644 |
64,616 |
-256 |
Oct12 |
110708 |
24.88 |
25.13 |
24.49 |
24.98 |
+0.10 |
1,035 |
26,303 |
-3 |
Total Volume and Open Interest |
66,804 |
619,444 |
+4,260 |
London Cocoa(LCE) |
Jul11 |
110708 |
1987 |
2008 |
1920 |
1926 |
-58 |
1,095 |
36,440 |
-122 |
Sep11 |
110708 |
2020 |
2037 |
1941 |
1944 |
-69 |
9,347 |
49,136 |
-3,055 |
Dec11 |
110708 |
2038 |
2058 |
1966 |
1967 |
-71 |
3,523 |
41,605 |
+34 |
Mar12 |
110708 |
2045 |
2076 |
1983 |
1984 |
-71 |
2,215 |
38,983 |
-90 |
May12 |
110708 |
2078 |
2080 |
1991 |
1991 |
-71 |
1,752 |
13,449 |
+500 |
Jul12 |
110708 |
2086 |
2091 |
2000 |
2000 |
-70 |
399 |
4,143 |
+5 |
Sep12 |
110708 |
2099 |
2099 |
2009 |
2009 |
-70 |
244 |
3,450 |
+132 |
Total Volume and Open Interest |
18,740 |
195,404 |
-2,462 |
London Sugar(LCE) |
Aug11 |
110708 |
814.20 |
821.50 |
802.00 |
818.30 |
+3.50 |
3,459 |
13,370 |
-715 |
Oct11 |
110708 |
746.20 |
751.50 |
731.20 |
747.80 |
+2.80 |
3,562 |
19,545 |
+20 |
Dec11 |
110708 |
716.90 |
722.40 |
704.10 |
718.80 |
+2.90 |
315 |
5,751 |
-116 |
Mar12 |
110708 |
703.80 |
711.00 |
692.80 |
708.20 |
+4.40 |
278 |
7,080 |
+27 |
May12 |
110708 |
678.50 |
685.00 |
671.90 |
684.50 |
+6.10 |
29 |
2,985 |
-5 |
Total Volume and Open Interest |
7,689 |
51,680 |
-775 |
Cotton(ICE) |
Oct11 |
110708 |
117.00 |
119.33 |
116.09 |
116.58 |
+0.38 |
25 |
499 |
+6 |
Dec11 |
110708 |
113.55 |
116.00 |
113.13 |
113.88 |
+0.36 |
9,348 |
102,699 |
-788 |
Mar12 |
110708 |
108.00 |
110.37 |
107.55 |
108.44 |
+0.55 |
891 |
19,900 |
+412 |
May12 |
110708 |
106.22 |
107.12 |
104.81 |
105.38 |
+0.56 |
131 |
4,581 |
+4 |
Jul12 |
110708 |
102.88 |
103.88 |
102.88 |
103.11 |
+0.67 |
112 |
6,345 |
-23 |
Oct12 |
110708 |
101.76 |
101.76 |
101.76 |
101.76 |
+0.47 |
0 |
3 |
+0 |
Total Volume and Open Interest |
10,722 |
138,365 |
-632 |
Lumber(CME) |
Jul11 |
110708 |
240.9 |
249.9 |
238.1 |
248.8 |
+6.8 |
277 |
674 |
-123 |
Sep11 |
110708 |
263.5 |
270.0 |
255.9 |
266.0 |
+3.6 |
559 |
6,116 |
+32 |
Nov11 |
110708 |
273.8 |
281.5 |
267.2 |
281.5 |
+9.6 |
154 |
2,059 |
+35 |
Jan12 |
110708 |
292.5 |
302.8 |
290.0 |
302.0 |
+5.0 |
174 |
448 |
+166 |
Total Volume and Open Interest |
1,168 |
9,328 |
+114 |
Crude Oil(NYM) |
Aug11 |
110708 |
98.79 |
99.18 |
95.60 |
96.20 |
-2.47 |
288,321 |
277,669 |
-13,340 |
Sep11 |
110708 |
99.24 |
99.64 |
96.08 |
96.70 |
-2.44 |
78,626 |
204,588 |
+4,368 |
Oct11 |
110708 |
99.76 |
100.05 |
96.58 |
97.19 |
-2.40 |
33,666 |
73,710 |
+958 |
Nov11 |
110708 |
100.25 |
100.47 |
97.17 |
97.72 |
-2.35 |
22,324 |
64,807 |
+1,080 |
Dec11 |
110708 |
100.61 |
100.94 |
97.60 |
98.23 |
-2.29 |
51,510 |
188,948 |
+1,845 |
Jan12 |
110708 |
100.68 |
101.31 |
98.19 |
98.72 |
-2.22 |
8,574 |
54,016 |
+943 |
Feb12 |
110708 |
101.05 |
101.65 |
98.55 |
99.16 |
-2.16 |
3,655 |
27,055 |
+391 |
Mar12 |
110708 |
100.15 |
100.17 |
99.02 |
99.57 |
-2.10 |
5,076 |
31,257 |
+422 |
Apr12 |
110708 |
100.38 |
100.38 |
99.24 |
99.94 |
-2.06 |
2,900 |
18,932 |
+133 |
May12 |
110708 |
101.70 |
101.70 |
99.79 |
100.29 |
-2.02 |
2,636 |
17,685 |
+342 |
Jun12 |
110708 |
102.67 |
102.92 |
100.01 |
100.62 |
-1.99 |
11,649 |
73,505 |
+668 |
Jul12 |
110708 |
101.29 |
101.66 |
100.54 |
100.91 |
-1.96 |
2,559 |
32,283 |
+313 |
Aug12 |
110708 |
101.11 |
101.11 |
101.11 |
101.11 |
-1.91 |
1,359 |
13,964 |
+247 |
Sep12 |
110708 |
102.04 |
102.04 |
100.57 |
101.29 |
-1.87 |
1,421 |
14,604 |
+91 |
Oct12 |
110708 |
101.49 |
101.49 |
101.49 |
101.49 |
-1.83 |
392 |
10,200 |
-54 |
Nov12 |
110708 |
101.72 |
101.72 |
101.72 |
101.72 |
-1.78 |
493 |
22,132 |
+83 |
Total Volume and Open Interest |
560,028 |
1,522,535 |
+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 |
110708 |
99.325 |
99.550 |
96.125 |
96.700 |
-2.450 |
492 |
2,033 |
+184 |
Oct11 |
110708 |
99.800 |
99.800 |
96.950 |
97.200 |
-2.400 |
50 |
301 |
-5 |
Nov11 |
110708 |
98.000 |
98.000 |
97.700 |
97.725 |
-2.350 |
0 |
170 |
+0 |
Dec11 |
110708 |
98.000 |
98.225 |
98.000 |
98.225 |
-2.300 |
6 |
304 |
-1 |
Jan12 |
110708 |
98.725 |
98.725 |
98.725 |
98.725 |
-2.225 |
3 |
6 |
+0 |
Feb12 |
110708 |
99.150 |
99.150 |
99.150 |
99.150 |
-2.175 |
4 |
3 |
+0 |
Mar12 |
110708 |
99.575 |
99.575 |
99.575 |
99.575 |
-2.100 |
0 |
11 |
+0 |
Apr12 |
110708 |
99.950 |
99.950 |
99.950 |
99.950 |
-2.050 |
|
|
|
Total Volume and Open Interest |
8,140 |
6,189 |
-34 |
Heating Oil(NYM) |
Aug11 |
110708 |
310.20 |
313.42 |
306.68 |
309.64 |
-0.56 |
35,472 |
84,767 |
-2,172 |
Sep11 |
110708 |
311.36 |
314.61 |
308.00 |
310.81 |
-0.74 |
8,911 |
45,269 |
-24 |
Oct11 |
110708 |
312.89 |
315.96 |
309.60 |
312.17 |
-0.86 |
3,331 |
26,256 |
+1,165 |
Nov11 |
110708 |
314.80 |
314.96 |
311.55 |
313.81 |
-1.01 |
2,096 |
23,323 |
+207 |
Dec11 |
110708 |
316.53 |
319.30 |
312.87 |
315.45 |
-1.10 |
4,645 |
34,054 |
-223 |
Jan12 |
110708 |
316.45 |
320.65 |
315.36 |
317.01 |
-1.15 |
926 |
24,048 |
-172 |
Feb12 |
110708 |
318.50 |
318.50 |
316.47 |
317.31 |
-1.21 |
709 |
9,543 |
+67 |
Mar12 |
110708 |
317.75 |
320.09 |
315.00 |
316.54 |
-1.21 |
537 |
6,859 |
-134 |
Apr12 |
110708 |
313.68 |
315.60 |
313.68 |
314.56 |
-1.17 |
188 |
3,505 |
-32 |
May12 |
110708 |
313.89 |
313.89 |
311.90 |
312.64 |
-1.11 |
103 |
2,708 |
+43 |
Jun12 |
110708 |
311.30 |
312.33 |
309.75 |
311.55 |
-1.05 |
615 |
21,127 |
+141 |
Jul12 |
110708 |
312.05 |
312.05 |
312.05 |
312.05 |
-1.10 |
28 |
2,047 |
-15 |
Total Volume and Open Interest |
57,842 |
295,172 |
-1,142 |
Gasoline(NYMEX) |
Aug11 |
110708 |
312.40 |
312.93 |
307.00 |
309.26 |
-3.44 |
42,877 |
74,181 |
-1,103 |
Sep11 |
110708 |
307.50 |
308.21 |
302.51 |
305.31 |
-2.52 |
18,206 |
48,794 |
+421 |
Oct11 |
110708 |
292.67 |
294.32 |
288.83 |
292.25 |
-1.71 |
9,068 |
24,424 |
+436 |
Nov11 |
110708 |
288.08 |
288.84 |
286.05 |
288.82 |
-1.63 |
4,286 |
14,925 |
-11 |
Dec11 |
110708 |
287.34 |
289.64 |
284.31 |
287.43 |
-1.47 |
5,035 |
29,485 |
-1,101 |
Jan12 |
110708 |
286.12 |
288.00 |
284.63 |
287.75 |
-1.19 |
1,168 |
9,092 |
+57 |
Feb12 |
110708 |
287.25 |
289.10 |
287.15 |
289.10 |
-1.11 |
994 |
5,091 |
+109 |
Mar12 |
110708 |
290.73 |
290.73 |
290.73 |
290.73 |
-1.00 |
996 |
6,070 |
-94 |
Apr12 |
110708 |
300.55 |
301.81 |
299.15 |
301.81 |
-0.94 |
899 |
4,353 |
+339 |
May12 |
110708 |
300.50 |
301.77 |
300.50 |
301.77 |
-0.81 |
207 |
1,829 |
+0 |
Total Volume and Open Interest |
84,254 |
234,346 |
-844 |
e-miNY RBOB Gasoline(NYM) |
Aug11 |
110708 |
309.30 |
309.30 |
309.26 |
309.30 |
-3.40 |
0 |
3 |
+0 |
Sep11 |
110708 |
305.30 |
305.31 |
305.30 |
305.30 |
-2.50 |
|
|
|
Oct11 |
110708 |
292.30 |
292.30 |
292.25 |
292.30 |
-1.70 |
0 |
1 |
+0 |
Nov11 |
110708 |
288.80 |
288.82 |
288.80 |
288.80 |
-1.70 |
|
|
|
Total Volume and Open Interest |
0 |
6 |
+0 |
Natural Gas(NYM) |
Aug11 |
110708 |
4.162 |
4.223 |
4.121 |
4.205 |
+0.072 |
109,412 |
160,662 |
+8,585 |
Sep11 |
110708 |
4.169 |
4.223 |
4.127 |
4.204 |
+0.066 |
40,081 |
206,680 |
-3,485 |
Oct11 |
110708 |
4.189 |
4.249 |
4.155 |
4.231 |
+0.063 |
48,034 |
124,172 |
+4,765 |
Nov11 |
110708 |
4.355 |
4.400 |
4.310 |
4.385 |
+0.061 |
29,219 |
87,787 |
+1,965 |
Dec11 |
110708 |
4.556 |
4.611 |
4.525 |
4.600 |
+0.065 |
11,045 |
44,439 |
-910 |
Jan12 |
110708 |
4.654 |
4.719 |
4.630 |
4.709 |
+0.067 |
24,142 |
98,305 |
+3,956 |
Feb12 |
110708 |
4.666 |
4.718 |
4.640 |
4.710 |
+0.066 |
2,804 |
22,923 |
+332 |
Mar12 |
110708 |
4.608 |
4.680 |
4.599 |
4.673 |
+0.065 |
4,688 |
47,913 |
+315 |
Apr12 |
110708 |
4.520 |
4.595 |
4.520 |
4.586 |
+0.061 |
5,552 |
44,473 |
+185 |
May12 |
110708 |
4.555 |
4.618 |
4.547 |
4.611 |
+0.061 |
699 |
10,446 |
+169 |
Jun12 |
110708 |
4.609 |
4.655 |
4.578 |
4.644 |
+0.061 |
734 |
11,462 |
+89 |
Jul12 |
110708 |
4.623 |
4.695 |
4.623 |
4.687 |
+0.062 |
457 |
9,331 |
+51 |
Aug12 |
110708 |
4.662 |
4.722 |
4.662 |
4.718 |
+0.062 |
282 |
7,883 |
+1 |
Sep12 |
110708 |
4.682 |
4.732 |
4.682 |
4.728 |
+0.062 |
313 |
7,194 |
-102 |
Oct12 |
110708 |
4.730 |
4.777 |
4.702 |
4.769 |
+0.063 |
3,054 |
28,905 |
+921 |
Nov12 |
110708 |
4.870 |
4.926 |
4.870 |
4.921 |
+0.065 |
159 |
4,792 |
+106 |
Total Volume and Open Interest |
283,655 |
993,002 |
+18,226 |
Brent Crude Oil(ICE) |
Aug11 |
110708 |
118.51 |
119.87 |
116.88 |
118.33 |
-0.26 |
183,488 |
116,374 |
-9,779 |
Sep11 |
110708 |
118.12 |
119.28 |
116.30 |
117.70 |
-0.41 |
109,506 |
183,399 |
+9,099 |
Oct11 |
110708 |
118.05 |
119.19 |
116.29 |
117.63 |
-0.49 |
48,119 |
67,456 |
+961 |
Nov11 |
110708 |
118.13 |
119.22 |
116.35 |
117.70 |
-0.48 |
19,836 |
36,375 |
+588 |
Dec11 |
110708 |
118.18 |
119.22 |
116.36 |
117.72 |
-0.48 |
45,635 |
94,432 |
-356 |
Jan12 |
110708 |
117.95 |
119.01 |
116.47 |
117.65 |
-0.49 |
5,002 |
20,509 |
-178 |
Feb12 |
110708 |
117.85 |
118.88 |
116.35 |
117.54 |
-0.50 |
2,692 |
17,653 |
-202 |
Mar12 |
110708 |
117.73 |
118.75 |
116.06 |
117.43 |
-0.50 |
3,226 |
32,249 |
-71 |
Apr12 |
110708 |
117.59 |
118.54 |
115.99 |
117.32 |
-0.48 |
1,325 |
11,261 |
+126 |
May12 |
110708 |
117.20 |
117.20 |
117.20 |
117.20 |
-0.47 |
809 |
7,843 |
+85 |
Jun12 |
110708 |
117.03 |
118.39 |
115.72 |
117.07 |
-0.48 |
4,012 |
40,519 |
+123 |
Jul12 |
110708 |
116.94 |
116.94 |
116.94 |
116.94 |
-0.47 |
1,197 |
7,554 |
+177 |
Aug12 |
110708 |
116.77 |
116.77 |
116.77 |
116.77 |
-0.47 |
652 |
4,769 |
+177 |
Sep12 |
110708 |
116.58 |
116.58 |
116.58 |
116.58 |
-0.47 |
314 |
7,179 |
+15 |
Total Volume and Open Interest |
456,914 |
793,677 |
+3,514 |
Gas Oil(ICE) |
Jul11 |
110708 |
968.75 |
980.75 |
960.00 |
962.75 |
+2.00 |
44,439 |
67,200 |
-11,737 |
Aug11 |
110708 |
976.25 |
984.25 |
963.25 |
966.50 |
+2.25 |
83,169 |
132,224 |
+1,932 |
Sep11 |
110708 |
977.25 |
986.25 |
965.75 |
968.75 |
+2.00 |
42,701 |
85,085 |
+2,950 |
Oct11 |
110708 |
973.75 |
988.50 |
968.25 |
970.75 |
+1.75 |
17,627 |
46,070 |
+1,902 |
Nov11 |
110708 |
977.75 |
988.75 |
970.75 |
972.25 |
+1.50 |
7,734 |
31,598 |
-323 |
Dec11 |
110708 |
981.00 |
991.25 |
971.50 |
974.25 |
+1.50 |
26,000 |
58,834 |
-685 |
Jan12 |
110708 |
980.00 |
993.00 |
974.75 |
976.50 |
+1.25 |
1,950 |
31,567 |
+299 |
Feb12 |
110708 |
981.00 |
993.50 |
976.50 |
977.25 |
+1.00 |
1,351 |
12,420 |
+94 |
Mar12 |
110708 |
982.00 |
985.75 |
978.25 |
978.25 |
+1.00 |
2,433 |
11,286 |
+11 |
Apr12 |
110708 |
982.25 |
985.00 |
978.25 |
978.25 |
+0.75 |
1,284 |
8,371 |
+415 |
Total Volume and Open Interest |
238,516 |
591,649 |
-5,068 |
Ethanol(CBOT) |
Jul11 |
110706 |
2.758 |
2.795 |
2.758 |
2.761 |
+0.027 |
42 |
209 |
-19 |
Aug11 |
110708 |
2.639 |
2.715 |
2.639 |
2.707 |
+0.086 |
137 |
1,329 |
-42 |
Sep11 |
110708 |
2.521 |
2.602 |
2.521 |
2.587 |
+0.085 |
164 |
1,639 |
+66 |
Oct11 |
110708 |
2.393 |
2.485 |
2.393 |
2.480 |
+0.087 |
118 |
1,250 |
+19 |
Nov11 |
110708 |
2.395 |
2.427 |
2.395 |
2.420 |
+0.093 |
47 |
878 |
+5 |
Dec11 |
110708 |
2.356 |
2.397 |
2.356 |
2.390 |
+0.089 |
60 |
1,306 |
-8 |
Jan12 |
110708 |
2.320 |
2.367 |
2.320 |
2.351 |
+0.078 |
13 |
576 |
+6 |
Feb12 |
110708 |
2.360 |
2.372 |
2.350 |
2.362 |
+0.086 |
9 |
276 |
+2 |
Total Volume and Open Interest |
601 |
8,790 |
-106 |
WTI Crude Oil(ICE |
Aug11 |
110708 |
98.90 |
99.19 |
95.61 |
96.20 |
-2.47 |
59,595 |
61,506 |
-2,815 |
Sep11 |
110708 |
99.35 |
99.65 |
96.11 |
96.70 |
-2.44 |
24,608 |
57,725 |
+2,678 |
Oct11 |
110708 |
99.57 |
100.04 |
96.66 |
97.19 |
-2.40 |
12,927 |
32,323 |
-887 |
Nov11 |
110708 |
100.04 |
100.50 |
97.11 |
97.72 |
-2.35 |
7,850 |
21,966 |
+1,359 |
Dec11 |
110708 |
100.36 |
100.92 |
97.64 |
98.23 |
-2.29 |
19,953 |
86,964 |
+184 |
Jan12 |
110708 |
100.93 |
101.25 |
98.08 |
98.72 |
-2.22 |
2,457 |
17,994 |
-700 |
Feb12 |
110708 |
101.45 |
101.69 |
99.06 |
99.16 |
-2.16 |
1,184 |
5,570 |
+25 |
Mar12 |
110708 |
101.59 |
101.59 |
99.40 |
99.57 |
-2.10 |
2,332 |
13,694 |
+359 |
Apr12 |
110708 |
101.30 |
101.50 |
99.50 |
99.94 |
-2.06 |
365 |
4,272 |
+8 |
May12 |
110708 |
100.29 |
100.29 |
100.29 |
100.29 |
-2.02 |
291 |
2,971 |
+21 |
Jun12 |
110708 |
102.51 |
102.93 |
100.05 |
100.62 |
-1.99 |
3,258 |
27,479 |
-618 |
Jul12 |
110708 |
100.91 |
100.91 |
100.91 |
100.91 |
-1.96 |
169 |
4,427 |
-38 |
Aug12 |
110708 |
101.11 |
101.11 |
101.11 |
101.11 |
-1.91 |
11 |
1,276 |
+0 |
Sep12 |
110708 |
100.85 |
101.29 |
100.85 |
101.29 |
-1.87 |
673 |
5,039 |
+0 |
Oct12 |
110708 |
101.49 |
101.49 |
101.49 |
101.49 |
-1.83 |
0 |
527 |
+0 |
Nov12 |
110708 |
101.72 |
101.72 |
101.72 |
101.72 |
-1.78 |
18 |
2,572 |
+0 |
Total Volume and Open Interest |
144,858 |
462,280 |
+594 |
US Dollar Index(ICE) |
Sep11 |
110708 |
75.215 |
75.730 |
75.130 |
75.515 |
+0.257 |
19,823 |
46,077 |
-784 |
Dec11 |
110708 |
76.080 |
76.080 |
75.785 |
75.945 |
+0.257 |
5 |
531 |
+0 |
Mar12 |
110708 |
76.445 |
76.445 |
76.445 |
76.445 |
+0.257 |
0 |
1 |
+0 |
Total Volume and Open Interest |
19,828 |
46,609 |
-784 |
Australian Dollar(CME) |
Sep11 |
110708 |
106.77 |
106.93 |
106.08 |
106.47 |
-0.31 |
93,695 |
122,605 |
+1,309 |
Dec11 |
110708 |
105.66 |
105.68 |
105.03 |
105.30 |
-0.28 |
8 |
330 |
+5 |
Mar12 |
110708 |
104.15 |
104.43 |
104.15 |
104.15 |
-0.28 |
0 |
2 |
+0 |
Total Volume and Open Interest |
93,703 |
122,940 |
+1,314 |
British Pound(CME) |
Sep11 |
110708 |
159.58 |
160.67 |
159.17 |
160.17 |
+0.70 |
115,189 |
122,822 |
+4,691 |
Dec11 |
110708 |
159.15 |
160.20 |
159.12 |
160.00 |
+0.70 |
17 |
233 |
+13 |
Mar12 |
110708 |
159.83 |
159.83 |
159.13 |
159.83 |
+0.70 |
0 |
2 |
+0 |
Total Volume and Open Interest |
115,206 |
123,063 |
+4,704 |
Canadian Dollar(CME) |
Sep11 |
110708 |
104.08 |
104.37 |
103.27 |
103.83 |
-0.24 |
68,779 |
101,961 |
+729 |
Dec11 |
110708 |
103.85 |
104.10 |
103.10 |
103.61 |
-0.23 |
103 |
3,825 |
+22 |
Mar12 |
110708 |
103.14 |
103.63 |
103.14 |
103.37 |
-0.26 |
3 |
547 |
+3 |
Jun12 |
110708 |
103.50 |
103.50 |
103.09 |
103.09 |
-0.27 |
0 |
254 |
+0 |
Total Volume and Open Interest |
68,885 |
106,721 |
+754 |
Japanese Yen(CME) |
Sep11 |
110708 |
123.21 |
124.29 |
122.43 |
124.08 |
+0.95 |
83,130 |
97,812 |
+3,360 |
Dec11 |
110708 |
123.25 |
124.37 |
122.50 |
124.18 |
+0.95 |
16 |
394 |
+4 |
Mar12 |
110708 |
123.91 |
124.33 |
123.38 |
124.33 |
+0.95 |
0 |
43 |
+0 |
Total Volume and Open Interest |
83,146 |
98,265 |
+3,364 |
Swiss Franc(CME) |
Sep11 |
110708 |
118.44 |
119.68 |
117.38 |
119.60 |
+1.18 |
45,200 |
48,088 |
+687 |
Dec11 |
110708 |
118.18 |
119.77 |
117.70 |
119.69 |
+1.17 |
6 |
160 |
+0 |
Mar12 |
110708 |
119.82 |
119.82 |
118.63 |
119.82 |
+1.19 |
0 |
2 |
+0 |
Total Volume and Open Interest |
45,206 |
48,253 |
+687 |
EuroFX(CME) |
Sep11 |
110708 |
143.30 |
143.40 |
141.76 |
142.14 |
-1.06 |
299,631 |
184,558 |
-8,088 |
Dec11 |
110708 |
142.65 |
142.80 |
141.38 |
141.75 |
-1.05 |
127 |
486 |
-3 |
Mar12 |
110708 |
142.16 |
142.37 |
141.00 |
141.35 |
-1.02 |
3 |
362 |
-1 |
Total Volume and Open Interest |
299,761 |
186,237 |
-8,092 |
Mexican Peso(CME) |
Jul11 |
110708 |
861.2 |
866.5 |
861.2 |
861.2 |
-5.2 |
|
|
|
Aug11 |
110708 |
859.2 |
864.5 |
859.2 |
859.2 |
-5.2 |
|
|
|
Total Volume and Open Interest |
28,023 |
135,167 |
+9,938 |
30-Year T-Bonds(CBOT) |
Sep11 |
110708 |
123~120 |
125~000 |
122~310 |
124~310 |
+1~220 |
304,197 |
594,052 |
-4,041 |
Dec11 |
110708 |
121~230 |
123~170 |
121~230 |
123~160 |
+1~220 |
48 |
576 |
+37 |
Mar12 |
110708 |
122~020 |
122~020 |
120~120 |
122~020 |
+1~220 |
|
|
|
Total Volume and Open Interest |
304,245 |
594,628 |
-4,004 |
10-Year T-Notes(CBOT) |
Sep11 |
110708 |
122~170 |
123~295 |
122~065 |
123~230 |
+1~080 |
1,334,171 |
1,745,220 |
-7,398 |
Dec11 |
110708 |
120~300 |
122~130 |
120~300 |
122~070 |
+1~090 |
272 |
12,110 |
+245 |
Mar12 |
110708 |
121~070 |
121~070 |
119~300 |
121~070 |
+1~090 |
|
|
|
Total Volume and Open Interest |
1,334,443 |
1,757,330 |
-7,153 |
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 |
110708 |
119~000 |
119~000 |
118~015 |
119~000 |
+0~113 |
1 |
5 |
+1 |
Mar12 |
110708 |
118~024 |
118~024 |
117~039 |
118~024 |
+0~113 |
|
|
|
Total Volume and Open Interest |
738,529 |
1,434,089 |
-20,182 |
2 Year T-Notes(CBOT) |
Sep11 |
110708 |
109~085 |
109~112 |
109~079 |
109~108 |
+0~026 |
220,188 |
993,265 |
+5,642 |
Dec11 |
110708 |
109~074 |
109~074 |
109~074 |
109~074 |
+0~026 |
0 |
31 |
+0 |
Mar12 |
110708 |
109~012 |
109~012 |
109~012 |
109~012 |
+0~026 |
|
|
|
Total Volume and Open Interest |
220,188 |
993,296 |
+5,642 |
Eurodollars(CME) |
Sep11 |
110708 |
99.650 |
99.650 |
99.625 |
99.640 |
-0.005 |
279,497 |
1,204,790 |
-5,064 |
Dec11 |
110708 |
99.560 |
99.570 |
99.540 |
99.565 |
+0.005 |
236,506 |
1,252,988 |
+3,434 |
Mar12 |
110708 |
99.490 |
99.525 |
99.470 |
99.520 |
+0.030 |
189,497 |
1,524,236 |
+10,543 |
Jun12 |
110708 |
99.360 |
99.445 |
99.335 |
99.440 |
+0.080 |
165,546 |
1,418,917 |
+517 |
Sep12 |
110708 |
99.165 |
99.305 |
99.135 |
99.295 |
+0.130 |
209,475 |
1,052,247 |
+9,165 |
Dec12 |
110708 |
98.930 |
99.110 |
98.890 |
99.095 |
+0.170 |
213,281 |
646,244 |
+31,776 |
Mar13 |
110708 |
98.695 |
98.900 |
98.645 |
98.880 |
+0.195 |
146,891 |
517,167 |
+186 |
Jun13 |
110708 |
98.440 |
98.660 |
98.385 |
98.645 |
+0.215 |
130,875 |
345,717 |
+2,055 |
Sep13 |
110708 |
98.190 |
98.420 |
98.130 |
98.405 |
+0.225 |
108,901 |
348,611 |
+3,284 |
Dec13 |
110708 |
97.925 |
98.160 |
97.860 |
98.140 |
+0.225 |
95,179 |
272,532 |
+5,426 |
Mar14 |
110708 |
97.670 |
97.905 |
97.610 |
97.885 |
+0.225 |
64,308 |
243,752 |
-1,723 |
Jun14 |
110708 |
97.410 |
97.640 |
97.345 |
97.620 |
+0.220 |
52,508 |
180,611 |
+602 |
Sep14 |
110708 |
97.145 |
97.380 |
97.090 |
97.360 |
+0.220 |
21,172 |
91,047 |
-2,048 |
Dec14 |
110708 |
96.885 |
97.115 |
96.830 |
97.100 |
+0.220 |
31,632 |
97,764 |
+6,026 |
Mar15 |
110708 |
96.660 |
96.885 |
96.605 |
96.870 |
+0.215 |
16,455 |
84,340 |
-2,471 |
Jun15 |
110708 |
4.690 |
4.905 |
4.635 |
4.890 |
+0.210 |
15,019 |
70,364 |
-1,124 |
Sep15 |
110708 |
4.490 |
4.690 |
4.435 |
4.670 |
+0.200 |
7,309 |
54,867 |
-1,515 |
Dec15 |
110708 |
4.285 |
4.485 |
4.230 |
4.460 |
+0.185 |
9,563 |
47,976 |
-1,340 |
Total Volume and Open Interest |
2,035,791 |
9,775,003 |
+61,416 |
30 Day Federal Funds(CBOT) |
Jul11 |
110708 |
99.915 |
99.920 |
99.915 |
99.918 |
+0.003 |
4,789 |
68,319 |
-93 |
Aug11 |
110708 |
99.895 |
99.900 |
99.895 |
99.895 |
unch |
12,027 |
56,233 |
-1,508 |
Sep11 |
110708 |
99.875 |
99.885 |
99.870 |
99.880 |
+0.010 |
6,408 |
44,348 |
+2,208 |
Oct11 |
110708 |
99.860 |
99.875 |
99.860 |
99.870 |
+0.010 |
2,792 |
49,041 |
+679 |
Nov11 |
110708 |
99.845 |
99.865 |
99.840 |
99.860 |
+0.015 |
1,602 |
46,761 |
+432 |
Dec11 |
110708 |
99.830 |
99.860 |
99.830 |
99.855 |
+0.020 |
2,194 |
51,488 |
-448 |
Total Volume and Open Interest |
60,265 |
722,562 |
+3,974 |
30 Day Fed Funds(e-CBOT) |
3-Mth Euro-Yen(CME) |
Sep11 |
110628 |
99.665 |
99.665 |
99.665 |
99.665 |
-0.003 |
|
|
|
Dec11 |
110708 |
99.662 |
99.662 |
99.662 |
99.662 |
unch |
0 |
75 |
+0 |
Mar12 |
110708 |
99.655 |
99.655 |
99.655 |
99.655 |
unch |
|
|
|
Jun12 |
110708 |
99.645 |
99.645 |
99.645 |
99.645 |
unch |
|
|
|
Sep12 |
110708 |
99.580 |
99.580 |
99.580 |
99.580 |
unch |
|
|
|
Dec12 |
110708 |
99.610 |
99.610 |
99.610 |
99.610 |
unch |
|
|
|
Mar13 |
110708 |
99.610 |
99.610 |
99.610 |
99.610 |
unch |
|
|
|
Jun13 |
110708 |
99.565 |
99.565 |
99.565 |
99.565 |
unch |
|
|
|
Sep13 |
110708 |
99.425 |
99.425 |
99.425 |
99.425 |
unch |
|
|
|
Dec13 |
110708 |
99.285 |
99.285 |
99.285 |
99.285 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
126 |
+0 |
3-Mth Euro-Yen(SGX) |
Sep11 |
110708 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
1,333 |
+0 |
Dec11 |
110708 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
0 |
1,392 |
+0 |
Mar12 |
110708 |
99.65 |
99.65 |
99.65 |
99.65 |
unch |
0 |
1,823 |
+0 |
Jun12 |
110708 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
20 |
1,494 |
+20 |
Sep12 |
110708 |
99.58 |
99.58 |
99.58 |
99.58 |
unch |
0 |
411 |
+0 |
Dec12 |
110708 |
99.61 |
99.61 |
99.61 |
99.61 |
unch |
0 |
24 |
+0 |
Mar13 |
110708 |
99.61 |
99.61 |
99.61 |
99.61 |
unch |
0 |
1 |
+0 |
Jun13 |
110708 |
99.57 |
99.57 |
99.57 |
99.57 |
unch |
|
|
|
Total Volume and Open Interest |
20 |
6,478 |
+20 |
Japanese Gov't Bonds(SGX) |
Sep11 |
110708 |
140.60 |
140.67 |
140.52 |
140.55 |
-0.17 |
1,778 |
23,362 |
-243 |
Dec11 |
110708 |
140.10 |
140.10 |
140.10 |
140.10 |
-0.17 |
0 |
2 |
+0 |
Mar12 |
110708 |
138.01 |
138.01 |
138.01 |
138.01 |
-0.17 |
|
|
|
Total Volume and Open Interest |
1,778 |
23,364 |
-243 |
Euro-Bund(EUREX) |
Sep11 |
110708 |
126.03 |
127.50 |
125.85 |
127.45 |
+1.49 |
1,260,752 |
974,099 |
+28,586 |
Dec11 |
110708 |
124.85 |
126.18 |
124.85 |
126.14 |
+1.45 |
69 |
289 |
+6 |
Mar12 |
110708 |
126.13 |
126.13 |
126.13 |
126.13 |
+1.49 |
|
|
|
Total Volume and Open Interest |
1,260,821 |
974,388 |
+28,592 |
Euro-Bobl(EUREX) |
Sep11 |
110708 |
117.08 |
117.95 |
116.96 |
117.93 |
+0.94 |
745,223 |
724,631 |
-20,320 |
Dec11 |
110708 |
116.70 |
116.93 |
116.70 |
116.93 |
+0.91 |
0 |
677 |
+0 |
Mar12 |
110708 |
116.93 |
116.93 |
116.93 |
116.93 |
+0.91 |
|
|
|
Total Volume and Open Interest |
745,223 |
725,308 |
-20,320 |
3-Mth Euribor(EUREX) |
Sep11 |
110708 |
98.255 |
98.270 |
98.250 |
98.270 |
+0.030 |
0 |
2,005 |
+0 |
Dec11 |
110708 |
98.070 |
98.150 |
98.070 |
98.150 |
+0.080 |
0 |
1,396 |
+0 |
Mar12 |
110708 |
98.090 |
98.090 |
98.090 |
98.090 |
+0.105 |
0 |
831 |
+0 |
Total Volume and Open Interest |
0 |
6,832 |
+0 |
Long Gilt(LIFFE) |
Sep11 |
110629 |
121~06 |
121~06 |
120~12 |
120~22 |
-0~23 |
84,026 |
359,346 |
-16 |
Dec11 |
110708 |
120~22 |
120~22 |
120~22 |
120~22 |
+1~01 |
|
|
|
Total Volume and Open Interest |
126,284 |
365,951 |
-3,047 |
3-Mth Short Sterling(LIFFE) |
Sep11 |
110708 |
99.12 |
99.13 |
99.10 |
99.12 |
unch |
90,072 |
439,935 |
-13,069 |
Dec11 |
110708 |
99.05 |
99.07 |
99.03 |
99.06 |
unch |
88,118 |
503,775 |
+9,716 |
Mar12 |
110708 |
98.98 |
99.00 |
98.95 |
99.00 |
+0.02 |
50,669 |
470,871 |
+230 |
Jun12 |
110708 |
98.86 |
98.92 |
98.84 |
98.91 |
+0.04 |
74,171 |
316,049 |
+14,720 |
Sep12 |
110708 |
98.71 |
98.79 |
98.69 |
98.78 |
+0.06 |
76,962 |
300,470 |
+1,586 |
Dec12 |
110708 |
98.50 |
98.61 |
98.49 |
98.60 |
+0.09 |
67,658 |
265,613 |
-662 |
Total Volume and Open Interest |
562,429 |
2,672,701 |
+7,623 |
3-Mth Euribor(LIFFE) |
Sep11 |
110708 |
98.250 |
98.280 |
98.245 |
98.270 |
+0.030 |
84,400 |
688,814 |
-12,260 |
Dec11 |
110708 |
98.080 |
98.165 |
98.070 |
98.150 |
+0.080 |
131,292 |
537,225 |
+1,829 |
Mar12 |
110708 |
98.000 |
98.105 |
97.975 |
98.090 |
+0.105 |
145,260 |
504,811 |
-6,304 |
Total Volume and Open Interest |
937,598 |
3,441,552 |
-4,527 |
3-Mth Aus T-Bills(SFE) |
Sep11 |
110708 |
95.13 |
95.15 |
95.11 |
95.13 |
unch |
33,634 |
245,943 |
+11,846 |
Dec11 |
110708 |
95.13 |
95.17 |
95.11 |
95.12 |
-0.01 |
35,891 |
253,060 |
+9,831 |
Mar12 |
110708 |
95.09 |
95.13 |
95.07 |
95.08 |
-0.01 |
20,065 |
131,502 |
+4,246 |
Jun12 |
110708 |
95.03 |
95.07 |
94.97 |
95.01 |
-0.02 |
7,463 |
85,433 |
-160 |
Sep12 |
110708 |
94.96 |
94.99 |
94.92 |
94.94 |
-0.02 |
3,138 |
55,928 |
+355 |
Dec12 |
110708 |
94.94 |
94.95 |
94.87 |
94.87 |
-0.04 |
1,857 |
33,639 |
-526 |
Mar13 |
110708 |
94.89 |
94.91 |
94.81 |
94.81 |
-0.04 |
1,141 |
27,655 |
-888 |
Jun13 |
110708 |
94.84 |
94.85 |
94.75 |
94.75 |
-0.03 |
53 |
10,556 |
+43 |
Sep13 |
110708 |
94.70 |
94.70 |
94.70 |
94.70 |
-0.03 |
16 |
2,033 |
-14 |
Dec13 |
110708 |
94.62 |
94.62 |
94.62 |
94.62 |
-0.03 |
2 |
1,417 |
+0 |
Total Volume and Open Interest |
103,260 |
847,332 |
+24,733 |
10-Year Aus T-Bonds(SFE) |
Sep11 |
110708 |
94.80 |
94.82 |
94.75 |
94.76 |
-0.03 |
47,700 |
399,362 |
-3,526 |
Dec11 |
110708 |
94.76 |
94.76 |
94.76 |
94.76 |
-0.03 |
|
|
|
Total Volume and Open Interest |
47,700 |
399,362 |
-3,526 |
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 |
110708 |
95.22 |
95.22 |
95.22 |
95.22 |
-0.03 |
|
|
|
Total Volume and Open Interest |
168,441 |
658,594 |
+44,458 |
Gold(CMX) |
Aug11 |
110708 |
1532.5 |
1546.0 |
1525.0 |
1541.6 |
+11.0 |
142,652 |
297,695 |
-668 |
Oct11 |
110708 |
1532.1 |
1546.4 |
1526.5 |
1542.7 |
+11.0 |
1,657 |
13,210 |
+618 |
Dec11 |
110708 |
1533.9 |
1548.1 |
1527.3 |
1543.7 |
+10.9 |
9,030 |
89,087 |
+2,490 |
Feb12 |
110708 |
1535.5 |
1547.8 |
1529.3 |
1545.0 |
+11.0 |
607 |
10,535 |
+135 |
Apr12 |
110708 |
1532.7 |
1549.3 |
1532.7 |
1546.5 |
+11.0 |
513 |
6,457 |
-86 |
Jun12 |
110708 |
1548.6 |
1548.6 |
1548.1 |
1548.1 |
+10.9 |
631 |
13,887 |
+510 |
Aug12 |
110708 |
1551.5 |
1551.5 |
1549.9 |
1549.9 |
+10.7 |
0 |
4,595 |
+0 |
Oct12 |
110708 |
1552.1 |
1552.1 |
1552.1 |
1552.1 |
+10.4 |
0 |
4,109 |
+0 |
Dec12 |
110708 |
1541.2 |
1558.5 |
1540.0 |
1554.4 |
+10.0 |
766 |
11,249 |
+376 |
Feb13 |
110708 |
1560.1 |
1560.1 |
1557.3 |
1557.3 |
+9.7 |
2 |
743 |
+1 |
Apr13 |
110708 |
1560.9 |
1560.9 |
1560.9 |
1560.9 |
+9.4 |
2 |
201 |
+0 |
Jun13 |
110708 |
1565.1 |
1565.1 |
1565.1 |
1565.1 |
+8.9 |
45 |
10,211 |
+25 |
Total Volume and Open Interest |
159,421 |
495,327 |
+5,545 |
Silver(CMX) |
Jul11 |
110708 |
3642.5 |
3682.0 |
3608.0 |
3653.6 |
+0.8 |
1,413 |
965 |
-247 |
Sep11 |
110708 |
3645.5 |
3689.5 |
3601.0 |
3654.3 |
+0.7 |
63,139 |
57,053 |
-107 |
Dec11 |
110708 |
3646.0 |
3685.5 |
3605.5 |
3656.0 |
+0.7 |
2,679 |
25,528 |
+224 |
Mar12 |
110708 |
3643.0 |
3680.5 |
3621.0 |
3654.9 |
+0.5 |
306 |
5,117 |
+145 |
May12 |
110708 |
3654.0 |
3654.0 |
3654.0 |
3654.0 |
+0.3 |
24 |
1,519 |
+8 |
Jul12 |
110708 |
3684.0 |
3685.0 |
3653.5 |
3653.5 |
+0.2 |
9 |
1,753 |
+3 |
Sep12 |
110708 |
3654.0 |
3658.0 |
3652.3 |
3652.3 |
-0.1 |
3 |
208 |
+3 |
Total Volume and Open Interest |
68,373 |
111,140 |
-111 |
Platinum(NYMEX) |
Jul11 |
110708 |
1747.2 |
1750.7 |
1731.4 |
1731.4 |
-9.6 |
31 |
191 |
-12 |
Oct11 |
110708 |
1748.2 |
1755.0 |
1731.5 |
1733.4 |
-9.6 |
4,497 |
30,332 |
+267 |
Jan12 |
110708 |
1751.4 |
1751.4 |
1736.6 |
1736.6 |
-9.6 |
41 |
931 |
+37 |
Apr12 |
110708 |
1743.0 |
1743.0 |
1739.2 |
1739.2 |
-9.6 |
6 |
79 |
+6 |
Total Volume and Open Interest |
4,575 |
31,543 |
+298 |
Palladium(NYMEX) |
Sep11 |
110708 |
786.55 |
787.95 |
772.00 |
778.95 |
-7.60 |
2,434 |
19,271 |
+127 |
Dec11 |
110708 |
785.15 |
785.15 |
775.55 |
780.15 |
-7.50 |
9 |
735 |
+5 |
Mar12 |
110708 |
125.99 |
125.99 |
125.99 |
125.99 |
-7.50 |
1 |
49 |
+1 |
Total Volume and Open Interest |
2,445 |
20,058 |
+134 |
Copper(CMX) |
Jul11 |
110708 |
442.15 |
444.20 |
437.00 |
440.25 |
-2.95 |
861 |
5,251 |
-689 |
Sep11 |
110708 |
442.65 |
445.65 |
437.55 |
441.20 |
-3.00 |
30,717 |
86,640 |
+3,075 |
Dec11 |
110708 |
444.50 |
446.75 |
439.05 |
442.65 |
-2.95 |
3,332 |
29,377 |
+401 |
Mar12 |
110708 |
445.50 |
445.50 |
443.35 |
443.65 |
-2.80 |
757 |
10,884 |
+329 |
May12 |
110708 |
441.65 |
443.55 |
441.60 |
443.55 |
-2.80 |
46 |
1,836 |
+16 |
Total Volume and Open Interest |
36,246 |
141,623 |
+2,996 |
DJIA Index(CBOT) |
Sep11 |
110708 |
12682 |
12712 |
12515 |
12615 |
-66 |
457 |
8,529 |
+62 |
Dec11 |
110708 |
12544 |
12613 |
12544 |
12544 |
-69 |
0 |
85 |
+0 |
Mar12 |
110708 |
12475 |
12554 |
12475 |
12475 |
-79 |
|
|
|
Jun12 |
110708 |
12405 |
12487 |
12405 |
12405 |
-82 |
|
|
|
Total Volume and Open Interest |
457 |
8,614 |
+62 |
Mini DJIA Index(CBOT) |
Sep11 |
110708 |
12677 |
12720 |
12510 |
12615 |
-66 |
97,687 |
102,687 |
+3,522 |
Dec11 |
110708 |
12605 |
12643 |
12454 |
12544 |
-69 |
39 |
344 |
+5 |
Mar12 |
110708 |
12475 |
12475 |
12475 |
12475 |
-79 |
0 |
11 |
+0 |
Jun12 |
110708 |
12405 |
12405 |
12405 |
12405 |
-82 |
|
|
|
Total Volume and Open Interest |
97,726 |
103,042 |
+3,527 |
S & P 500(CME) |
Sep11 |
110708 |
1351.50 |
1354.50 |
1329.30 |
1341.80 |
-9.90 |
9,059 |
258,818 |
+200 |
Dec11 |
110708 |
1336.40 |
1336.40 |
1330.30 |
1336.40 |
-9.90 |
100 |
10,528 |
+0 |
Mar12 |
110708 |
1330.90 |
1330.90 |
1324.80 |
1330.90 |
-9.90 |
0 |
4 |
+0 |
Jun12 |
110708 |
1325.90 |
1325.90 |
1319.80 |
1325.90 |
-9.90 |
0 |
5 |
+0 |
Total Volume and Open Interest |
9,159 |
269,355 |
+200 |
S & P 500 E-Mini(Globex) |
Sep11 |
110708 |
1351.50 |
1354.50 |
1329.25 |
1341.75 |
-10.00 |
1,819,425 |
2,486,568 |
+1,532 |
Dec11 |
110708 |
1346.00 |
1348.75 |
1324.00 |
1336.50 |
-9.75 |
776 |
9,141 |
+39 |
Total Volume and Open Interest |
1,820,276 |
2,495,836 |
+1,646 |
NASDAQ 100(CME) |
Sep11 |
110708 |
2416.00 |
2422.00 |
2375.00 |
2408.50 |
-7.00 |
2,593 |
11,152 |
+294 |
Dec11 |
110708 |
2402.80 |
2402.80 |
2370.00 |
2402.80 |
-7.50 |
0 |
2 |
+0 |
Mar12 |
110708 |
2400.30 |
2400.30 |
2398.80 |
2400.30 |
-7.50 |
|
|
|
Total Volume and Open Interest |
2,593 |
11,154 |
+294 |
NASDAQ 100 E-Mini(Globex) |
Sep11 |
110708 |
2415.30 |
2421.80 |
2375.80 |
2408.50 |
-7.00 |
257,899 |
300,440 |
+7,931 |
Dec11 |
110708 |
2409.00 |
2415.50 |
2374.00 |
2402.80 |
-7.50 |
43 |
146 |
+2 |
Total Volume and Open Interest |
257,942 |
300,586 |
+7,933 |
S & P Midcap 400(CME) |
Sep11 |
110708 |
1004.60 |
1004.60 |
1004.00 |
1004.60 |
-6.40 |
693 |
1,193 |
+287 |
Dec11 |
110708 |
1003.30 |
1003.30 |
1002.70 |
1003.30 |
-6.40 |
|
|
|
Mar12 |
110708 |
1001.60 |
1001.60 |
1001.00 |
1001.60 |
-6.40 |
|
|
|
Total Volume and Open Interest |
693 |
1,193 |
+287 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Sep11 |
110630 |
9865 |
9940 |
9805 |
9900 |
+220 |
11,736 |
31,666 |
+3,008 |
Dec11 |
110708 |
10035 |
10095 |
10035 |
10045 |
-150 |
0 |
1 |
+0 |
Total Volume and Open Interest |
9,345 |
36,254 |
+913 |
Nikkei 225(SGX) |
Sep11 |
110708 |
10175 |
10195 |
10125 |
10165 |
+80 |
97,592 |
181,472 |
-3,564 |
Dec11 |
110708 |
10075 |
10110 |
10075 |
10110 |
+80 |
2 |
8,206 |
+0 |
Mar12 |
110708 |
10105 |
10105 |
10105 |
10105 |
+80 |
0 |
10 |
+0 |
Total Volume and Open Interest |
100,188 |
205,977 |
-2,993 |
CAC 40(EURONEXT) |
Jul11 |
110708 |
3996.5 |
4003.0 |
3909.5 |
3915.5 |
-66.0 |
136,100 |
364,368 |
+20,763 |
Aug11 |
110708 |
3998.5 |
4001.5 |
3915.0 |
3920.0 |
-66.0 |
3,155 |
453 |
+260 |
Sep11 |
110708 |
4000.0 |
4004.5 |
3916.0 |
3918.5 |
-66.5 |
2,310 |
20,582 |
+617 |
Total Volume and Open Interest |
141,565 |
385,434 |
+21,640 |
Hang Seng Index(HKFE) |
Jul11 |
110708 |
22721 |
22875 |
22690 |
22809 |
+259 |
67,894 |
87,418 |
-381 |
Aug11 |
110708 |
22699 |
22832 |
22650 |
22765 |
+255 |
854 |
703 |
+355 |
Sep11 |
110708 |
22500 |
22745 |
22500 |
22680 |
+259 |
240 |
3,137 |
+75 |
Total Volume and Open Interest |
69,073 |
94,935 |
+78 |
DAX(EUREX) |
Sep11 |
110708 |
7524.5 |
7547.0 |
7411.0 |
7427.0 |
-71.0 |
129,567 |
147,408 |
+543 |
Dec11 |
110708 |
7557.5 |
7575.5 |
7443.5 |
7456.0 |
-72.5 |
215 |
8,217 |
+68 |
Mar12 |
110708 |
7592.0 |
7593.5 |
7490.5 |
7492.0 |
-72.0 |
4 |
303 |
+0 |
Total Volume and Open Interest |
129,786 |
155,928 |
+611 |
FT-SE 100(EURONEXT) |
Sep11 |
110708 |
6029.50 |
6048.50 |
5944.00 |
5955.50 |
-65.00 |
105,693 |
683,654 |
+834 |
Dec11 |
110708 |
6000.00 |
6000.00 |
5920.50 |
5931.50 |
-65.50 |
5 |
803 |
+1 |
Mar12 |
110708 |
5895.50 |
5895.50 |
5895.50 |
5895.50 |
-65.00 |
0 |
170 |
+0 |
Total Volume and Open Interest |
105,698 |
684,637 |
+835 |
SPI 200(SFE) |
Sep11 |
110708 |
4582.0 |
4642.0 |
4570.0 |
4640.0 |
+55.0 |
30,171 |
184,482 |
+6,554 |
Dec11 |
110708 |
4616.0 |
4659.0 |
4616.0 |
4659.0 |
+55.0 |
703 |
4,631 |
+2 |
Mar12 |
110708 |
4647.0 |
4647.0 |
4647.0 |
4647.0 |
+55.0 |
132 |
1,607 |
+4 |
Total Volume and Open Interest |
31,344 |
194,356 |
+6,783 |
GSCI(CME) |
Jul11 |
110708 |
29.64 |
31.89 |
26.14 |
30.64 |
-4.50 |
269 |
10,391 |
-3 |
Aug11 |
110708 |
30.94 |
33.14 |
27.39 |
31.94 |
-4.55 |
3 |
32 |
-1 |
Sep11 |
110708 |
33.24 |
36.64 |
28.89 |
33.24 |
-3.20 |
|
|
|
Total Volume and Open Interest |
272 |
10,423 |
-4 |
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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