|
MRCI's End of Day Prices |
Daily Futures Price Listing Wed July 13, 2011 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Jul11 |
110713 |
1363.00 |
1392.75 |
1361.00 |
1387.00 |
+20.50 |
2,098 |
1,958 |
-1,156 |
Aug11 |
110713 |
1353.50 |
1382.50 |
1353.00 |
1374.75 |
+19.25 |
18,740 |
64,867 |
+306 |
Sep11 |
110713 |
1352.50 |
1381.75 |
1351.75 |
1374.75 |
+19.75 |
8,159 |
32,327 |
+1,044 |
Nov11 |
110713 |
1356.75 |
1387.00 |
1355.00 |
1379.75 |
+21.50 |
68,101 |
290,676 |
+228 |
Jan12 |
110713 |
1367.00 |
1396.00 |
1367.00 |
1389.50 |
+21.00 |
8,873 |
46,226 |
+1,835 |
Mar12 |
110713 |
1369.00 |
1396.25 |
1368.25 |
1391.25 |
+19.75 |
3,138 |
21,173 |
-61 |
May12 |
110713 |
1369.00 |
1390.00 |
1369.00 |
1384.25 |
+14.25 |
2,704 |
27,541 |
+422 |
Total Volume and Open Interest |
113,464 |
518,621 |
+2,998 |
Soybean Meal(CBOT) |
Jul11 |
110713 |
352.20 |
355.00 |
352.00 |
353.20 |
+4.70 |
1,056 |
630 |
-389 |
Aug11 |
110713 |
350.80 |
355.70 |
342.50 |
354.60 |
+4.70 |
16,134 |
39,342 |
-1,936 |
Sep11 |
110713 |
351.10 |
357.20 |
351.00 |
356.00 |
+5.00 |
5,716 |
28,049 |
+250 |
Oct11 |
110713 |
352.90 |
358.30 |
352.50 |
356.90 |
+4.60 |
3,148 |
15,426 |
-762 |
Dec11 |
110713 |
354.90 |
361.30 |
354.40 |
360.40 |
+5.50 |
24,570 |
71,023 |
-1,493 |
Jan12 |
110713 |
356.60 |
362.30 |
356.20 |
361.60 |
+5.20 |
991 |
6,776 |
+21 |
Mar12 |
110713 |
359.60 |
362.60 |
358.50 |
362.00 |
+4.40 |
954 |
5,420 |
+229 |
May12 |
110713 |
359.20 |
361.90 |
357.10 |
359.90 |
+2.90 |
1,584 |
7,097 |
+225 |
Total Volume and Open Interest |
54,647 |
179,192 |
-3,772 |
Soybean Oil(CBOT) |
Jul11 |
110713 |
57.10 |
57.70 |
56.90 |
57.45 |
+1.15 |
1,806 |
978 |
-1,936 |
Aug11 |
110713 |
56.40 |
57.95 |
56.40 |
57.55 |
+1.15 |
13,115 |
39,762 |
-1,074 |
Sep11 |
110713 |
56.70 |
58.19 |
56.61 |
57.78 |
+1.19 |
7,010 |
36,584 |
-287 |
Oct11 |
110713 |
56.80 |
58.41 |
56.80 |
58.02 |
+1.19 |
1,723 |
17,498 |
-79 |
Dec11 |
110713 |
57.35 |
58.93 |
57.31 |
58.53 |
+1.21 |
34,069 |
146,852 |
-941 |
Jan12 |
110713 |
57.75 |
59.20 |
57.69 |
58.84 |
+1.21 |
2,761 |
17,408 |
+1,175 |
Mar12 |
110713 |
58.05 |
59.44 |
57.94 |
59.14 |
+1.20 |
561 |
12,522 |
+163 |
May12 |
110713 |
58.60 |
59.65 |
58.09 |
59.28 |
+1.19 |
931 |
6,792 |
+279 |
Total Volume and Open Interest |
62,281 |
282,950 |
-2,721 |
Canola(WCE) |
Jul11 |
110713 |
587.8 |
587.8 |
587.8 |
587.8 |
+4.8 |
|
|
|
Nov11 |
110713 |
562.1 |
576.9 |
562.1 |
572.8 |
+4.8 |
9,774 |
116,316 |
-1,457 |
Jan12 |
110713 |
573.5 |
584.9 |
573.0 |
581.0 |
+5.1 |
1,042 |
14,793 |
+169 |
Mar12 |
110713 |
579.1 |
589.6 |
578.4 |
586.4 |
+4.9 |
511 |
5,444 |
+241 |
May12 |
110713 |
582.2 |
593.0 |
581.6 |
590.7 |
+4.8 |
125 |
2,814 |
+120 |
Total Volume and Open Interest |
11,454 |
143,191 |
-985 |
Corn(CBOT) |
Jul11 |
110713 |
702.00 |
740.00 |
702.00 |
726.75 |
+29.75 |
3,074 |
3,496 |
-1,527 |
Sep11 |
110713 |
664.75 |
694.00 |
661.50 |
686.75 |
+22.75 |
52,293 |
379,351 |
-779 |
Dec11 |
110713 |
658.50 |
688.00 |
653.00 |
679.75 |
+21.75 |
113,159 |
485,248 |
+986 |
Mar12 |
110713 |
670.75 |
699.75 |
666.00 |
691.75 |
+21.00 |
16,778 |
112,102 |
+997 |
May12 |
110713 |
677.25 |
705.00 |
674.75 |
697.75 |
+20.25 |
3,410 |
25,218 |
-322 |
Jul12 |
110713 |
683.25 |
711.25 |
679.50 |
702.25 |
+20.25 |
6,541 |
70,246 |
-13 |
Total Volume and Open Interest |
199,220 |
1,180,393 |
-330 |
Wheat(CBOT) |
Jul11 |
110713 |
669.75 |
706.75 |
669.75 |
702.00 |
+39.25 |
288 |
154 |
-561 |
Sep11 |
110713 |
671.25 |
721.00 |
662.00 |
714.50 |
+42.50 |
36,182 |
175,952 |
-3,448 |
Dec11 |
110713 |
703.75 |
750.00 |
694.50 |
742.75 |
+37.50 |
17,939 |
142,785 |
+798 |
Mar12 |
110713 |
726.00 |
770.50 |
720.00 |
766.25 |
+36.50 |
4,320 |
40,851 |
+228 |
May12 |
110713 |
745.50 |
783.00 |
742.50 |
780.75 |
+34.25 |
1,416 |
9,259 |
-47 |
Total Volume and Open Interest |
63,965 |
434,063 |
-2,737 |
Wheat(KCBT) |
Jul11 |
110713 |
714.00 |
759.00 |
714.00 |
741.00 |
+27.25 |
301 |
269 |
-43 |
Sep11 |
110713 |
733.00 |
765.75 |
725.75 |
762.00 |
+29.00 |
9,041 |
75,105 |
-507 |
Dec11 |
110713 |
759.00 |
791.75 |
753.50 |
788.00 |
+28.25 |
4,642 |
55,968 |
-269 |
Mar12 |
110713 |
777.25 |
807.50 |
770.00 |
804.25 |
+28.00 |
2,259 |
14,682 |
+696 |
May12 |
110713 |
781.00 |
813.50 |
777.50 |
808.00 |
+29.00 |
948 |
3,143 |
+128 |
Total Volume and Open Interest |
18,578 |
165,367 |
+246 |
Wheat(MGE) |
Jul11 |
110713 |
821.25 |
821.25 |
821.25 |
821.25 |
+9.75 |
226 |
620 |
-203 |
Sep11 |
110713 |
794.50 |
822.50 |
784.75 |
820.75 |
+27.75 |
3,337 |
24,584 |
-7 |
Dec11 |
110713 |
801.25 |
826.75 |
792.50 |
822.25 |
+23.00 |
1,776 |
19,776 |
+25 |
Mar12 |
110713 |
812.00 |
839.00 |
804.75 |
834.00 |
+21.25 |
962 |
5,324 |
+350 |
May12 |
110713 |
816.00 |
839.25 |
807.25 |
837.50 |
+24.00 |
359 |
2,640 |
+154 |
Total Volume and Open Interest |
7,131 |
60,020 |
+365 |
Oats(CBOT) |
Jul11 |
110713 |
363.00 |
363.00 |
355.75 |
363.00 |
+7.25 |
0 |
2 |
-4 |
Sep11 |
110713 |
355.00 |
366.25 |
352.00 |
363.00 |
+7.25 |
162 |
4,076 |
+50 |
Dec11 |
110713 |
363.00 |
375.00 |
360.75 |
371.00 |
+8.00 |
198 |
7,400 |
+21 |
Mar12 |
110713 |
381.25 |
382.00 |
373.50 |
381.50 |
+8.00 |
0 |
787 |
+0 |
Total Volume and Open Interest |
360 |
12,311 |
+67 |
Rough Rice(CBOT) |
Jul11 |
110713 |
15.79 |
15.79 |
15.60 |
15.76 |
+0.40 |
128 |
290 |
-24 |
Sep11 |
110713 |
16.25 |
16.69 |
16.25 |
16.69 |
+0.50 |
962 |
10,224 |
+46 |
Nov11 |
110713 |
16.60 |
17.00 |
16.60 |
17.00 |
+0.50 |
298 |
5,221 |
+27 |
Jan12 |
110713 |
16.93 |
17.31 |
16.93 |
17.31 |
+0.50 |
58 |
419 |
+38 |
Total Volume and Open Interest |
1,446 |
16,644 |
+87 |
Live Cattle(CME) |
Aug11 |
110713 |
114.200 |
115.285 |
112.730 |
113.400 |
-0.635 |
32,138 |
97,757 |
-9,095 |
Oct11 |
110713 |
120.035 |
121.400 |
119.100 |
119.900 |
-0.050 |
29,023 |
104,494 |
+3,771 |
Dec11 |
110713 |
124.450 |
125.580 |
123.700 |
124.200 |
-0.335 |
12,555 |
75,994 |
+3,369 |
Feb12 |
110713 |
125.800 |
127.000 |
125.385 |
126.035 |
+0.035 |
3,972 |
27,774 |
+1,219 |
Apr12 |
110713 |
127.150 |
128.400 |
126.700 |
127.330 |
-0.020 |
1,735 |
13,540 |
+421 |
Jun12 |
110713 |
122.750 |
123.785 |
121.980 |
122.800 |
-0.100 |
310 |
4,899 |
+149 |
Total Volume and Open Interest |
79,765 |
325,152 |
-149 |
Feeder Cattle(CME) |
Aug11 |
110713 |
142.075 |
142.650 |
139.350 |
139.900 |
-2.135 |
4,236 |
18,432 |
-944 |
Sep11 |
110713 |
142.600 |
143.130 |
140.300 |
140.550 |
-2.135 |
2,349 |
8,968 |
+120 |
Oct11 |
110713 |
143.450 |
143.950 |
140.600 |
141.650 |
-1.950 |
2,103 |
7,267 |
+383 |
Nov11 |
110713 |
143.500 |
143.950 |
140.435 |
141.685 |
-1.750 |
545 |
4,286 |
+114 |
Jan12 |
110713 |
141.800 |
142.500 |
139.600 |
140.250 |
-1.850 |
243 |
1,799 |
+91 |
Mar12 |
110713 |
141.000 |
141.500 |
138.850 |
139.450 |
-2.000 |
48 |
335 |
+28 |
Apr12 |
110713 |
141.100 |
141.500 |
139.500 |
141.500 |
-1.000 |
9 |
119 |
+4 |
Total Volume and Open Interest |
9,548 |
41,295 |
-189 |
Lean Hogs(CME) |
Jul11 |
110713 |
95.285 |
95.750 |
95.285 |
95.600 |
+0.450 |
5,254 |
6,587 |
-973 |
Aug11 |
110713 |
98.350 |
99.950 |
97.830 |
99.285 |
+1.355 |
23,445 |
54,275 |
-3,637 |
Oct11 |
110713 |
92.535 |
93.885 |
92.100 |
93.230 |
+1.030 |
23,127 |
69,516 |
+4,342 |
Dec11 |
110713 |
89.800 |
90.600 |
89.500 |
89.900 |
+0.265 |
17,370 |
57,618 |
+2,992 |
Feb12 |
110713 |
90.930 |
91.500 |
90.680 |
91.500 |
+0.850 |
7,896 |
25,943 |
+961 |
Apr12 |
110713 |
91.680 |
92.400 |
91.650 |
92.250 |
+0.465 |
4,012 |
15,173 |
+1,363 |
May12 |
110713 |
95.200 |
95.550 |
95.000 |
95.500 |
+0.700 |
97 |
681 |
+61 |
Jun12 |
110713 |
97.250 |
97.800 |
97.000 |
97.800 |
+0.650 |
1,804 |
8,142 |
+838 |
Total Volume and Open Interest |
83,919 |
242,355 |
+6,499 |
Class III Milk(CME) |
Jul11 |
110701 |
20.53 |
20.55 |
20.40 |
20.51 |
-0.01 |
581 |
6,091 |
+126 |
Aug11 |
110713 |
19.19 |
19.58 |
19.05 |
19.39 |
+0.18 |
249 |
5,969 |
+47 |
Sep11 |
110713 |
18.56 |
18.97 |
18.53 |
18.90 |
+0.30 |
93 |
5,147 |
+2 |
Oct11 |
110713 |
17.95 |
18.30 |
17.95 |
18.25 |
+0.25 |
38 |
4,355 |
-5 |
Nov11 |
110713 |
17.44 |
17.65 |
17.42 |
17.60 |
+0.18 |
34 |
3,679 |
+6 |
Total Volume and Open Interest |
918 |
33,730 |
+201 |
Cocoa(ICE) |
Jul11 |
110713 |
3209 |
3215 |
3180 |
3180 |
+104 |
0 |
6 |
+0 |
Sep11 |
110713 |
3069 |
3186 |
3055 |
3170 |
+119 |
9,787 |
70,609 |
-1,030 |
Dec11 |
110713 |
3097 |
3208 |
3086 |
3196 |
+119 |
2,301 |
39,761 |
+493 |
Mar12 |
110713 |
3153 |
3245 |
3151 |
3244 |
+123 |
712 |
33,083 |
+87 |
May12 |
110713 |
3173 |
3244 |
3173 |
3244 |
+122 |
37 |
10,232 |
+2 |
Jul12 |
110713 |
3175 |
3247 |
3175 |
3247 |
+123 |
0 |
4,169 |
+0 |
Sep12 |
110713 |
3180 |
3252 |
3180 |
3251 |
+122 |
67 |
6,805 |
+42 |
Total Volume and Open Interest |
12,909 |
171,855 |
-401 |
Coffee "C"(ICE) |
Jul11 |
110713 |
257.80 |
262.80 |
257.80 |
262.80 |
+6.10 |
11 |
87 |
+0 |
Sep11 |
110713 |
258.70 |
266.20 |
258.25 |
263.95 |
+6.10 |
13,996 |
53,132 |
-881 |
Dec11 |
110713 |
261.90 |
269.65 |
261.90 |
267.60 |
+5.80 |
4,585 |
36,360 |
+714 |
Mar12 |
110713 |
265.00 |
271.85 |
264.95 |
270.00 |
+5.65 |
1,019 |
9,494 |
+188 |
May12 |
110713 |
265.00 |
272.75 |
265.00 |
271.00 |
+5.25 |
48 |
4,124 |
+16 |
Jul12 |
110713 |
269.65 |
271.80 |
269.15 |
270.25 |
+4.65 |
19 |
1,894 |
-13 |
Total Volume and Open Interest |
19,685 |
107,981 |
+25 |
Orange Juice(ICE) |
Sep11 |
110713 |
189.85 |
191.95 |
189.50 |
191.85 |
+2.55 |
1,082 |
25,764 |
-527 |
Nov11 |
110713 |
179.50 |
179.95 |
179.15 |
179.90 |
+0.80 |
62 |
6,127 |
-17 |
Jan12 |
110713 |
175.60 |
176.00 |
175.45 |
175.75 |
+0.55 |
16 |
1,303 |
+1 |
Mar12 |
110713 |
174.50 |
174.50 |
174.45 |
174.45 |
-0.05 |
14 |
270 |
+4 |
May12 |
110713 |
174.00 |
174.00 |
173.85 |
173.85 |
+0.35 |
2 |
181 |
+2 |
Jul12 |
110713 |
173.70 |
173.70 |
173.70 |
173.70 |
+0.45 |
0 |
106 |
+0 |
Total Volume and Open Interest |
1,176 |
33,758 |
-1,058 |
Sugar #11(ICE) |
Oct11 |
110713 |
30.50 |
31.33 |
30.00 |
30.24 |
-0.25 |
37,828 |
311,989 |
-982 |
Mar12 |
110713 |
29.21 |
29.86 |
28.81 |
29.06 |
-0.35 |
11,036 |
143,036 |
-736 |
May12 |
110713 |
27.60 |
27.95 |
27.08 |
27.34 |
-0.41 |
5,125 |
43,542 |
+88 |
Jul12 |
110713 |
26.05 |
26.42 |
25.72 |
25.91 |
-0.48 |
3,137 |
63,640 |
-48 |
Oct12 |
110713 |
25.05 |
25.34 |
24.64 |
24.85 |
-0.53 |
1,216 |
26,797 |
+240 |
Total Volume and Open Interest |
59,079 |
626,809 |
-1,328 |
London Cocoa(LCE) |
Jul11 |
110713 |
1922 |
1961 |
1911 |
1950 |
+41 |
9,971 |
19,885 |
-6,608 |
Sep11 |
110713 |
1946 |
2015 |
1935 |
1986 |
+50 |
13,448 |
63,646 |
+6,611 |
Dec11 |
110713 |
1967 |
2044 |
1967 |
2017 |
+52 |
2,332 |
41,110 |
-411 |
Mar12 |
110713 |
1991 |
2058 |
1985 |
2035 |
+53 |
1,000 |
38,163 |
-78 |
May12 |
110713 |
1996 |
2045 |
1996 |
2044 |
+53 |
872 |
13,396 |
-273 |
Jul12 |
110713 |
2011 |
2053 |
2004 |
2052 |
+53 |
1,177 |
4,326 |
+101 |
Sep12 |
110713 |
2014 |
2060 |
2014 |
2060 |
+53 |
655 |
4,077 |
+592 |
Total Volume and Open Interest |
29,563 |
192,819 |
+40 |
London Sugar(LCE) |
Oct11 |
110713 |
779.70 |
805.10 |
775.50 |
790.30 |
+11.00 |
2,682 |
22,861 |
+23 |
Dec11 |
110713 |
745.10 |
762.80 |
740.20 |
750.10 |
+4.10 |
347 |
6,181 |
-54 |
Mar12 |
110713 |
729.30 |
742.60 |
720.50 |
732.40 |
+1.60 |
220 |
7,661 |
-53 |
May12 |
110713 |
694.70 |
709.50 |
692.50 |
702.40 |
+3.40 |
1 |
2,996 |
+0 |
Aug12 |
110713 |
667.00 |
672.00 |
666.00 |
667.90 |
-6.20 |
12 |
1,577 |
+9 |
Total Volume and Open Interest |
7,000 |
52,778 |
-1,379 |
Cotton(ICE) |
Oct11 |
110713 |
107.00 |
111.59 |
106.65 |
110.35 |
+3.76 |
55 |
506 |
-6 |
Dec11 |
110713 |
104.75 |
108.85 |
104.44 |
108.46 |
+4.07 |
5,828 |
100,622 |
-2,201 |
Mar12 |
110713 |
100.56 |
103.75 |
100.49 |
103.63 |
+3.75 |
1,840 |
21,271 |
+444 |
May12 |
110713 |
99.32 |
102.00 |
98.40 |
101.25 |
+3.65 |
696 |
4,795 |
+260 |
Jul12 |
110713 |
97.50 |
99.69 |
97.50 |
99.51 |
+3.47 |
470 |
6,471 |
+145 |
Oct12 |
110713 |
98.69 |
98.69 |
98.69 |
98.69 |
+4.15 |
0 |
3 |
+0 |
Total Volume and Open Interest |
9,054 |
137,263 |
-1,264 |
Lumber(CME) |
Jul11 |
110713 |
248.3 |
252.4 |
245.5 |
248.0 |
-0.9 |
208 |
318 |
-216 |
Sep11 |
110713 |
269.9 |
272.5 |
265.0 |
266.0 |
+1.0 |
944 |
5,956 |
-159 |
Nov11 |
110713 |
276.9 |
283.0 |
275.6 |
275.6 |
+0.6 |
286 |
2,163 |
+68 |
Jan12 |
110713 |
297.4 |
301.3 |
296.8 |
299.5 |
+2.6 |
159 |
622 |
+35 |
Total Volume and Open Interest |
1,616 |
9,116 |
-254 |
Crude Oil(NYM) |
Aug11 |
110713 |
96.72 |
99.21 |
96.53 |
98.05 |
+0.62 |
311,449 |
219,452 |
-22,193 |
Sep11 |
110713 |
97.13 |
99.61 |
96.95 |
98.49 |
+0.64 |
105,445 |
251,084 |
+21,846 |
Oct11 |
110713 |
97.56 |
100.02 |
97.40 |
98.90 |
+0.63 |
37,618 |
78,149 |
-1,698 |
Nov11 |
110713 |
98.07 |
100.40 |
97.87 |
99.36 |
+0.62 |
27,104 |
71,819 |
+1,140 |
Dec11 |
110713 |
98.39 |
100.94 |
98.38 |
99.87 |
+0.63 |
44,405 |
195,124 |
+4,580 |
Jan12 |
110713 |
99.64 |
101.38 |
98.99 |
100.36 |
+0.65 |
9,852 |
52,278 |
-752 |
Feb12 |
110713 |
99.66 |
101.67 |
99.30 |
100.81 |
+0.69 |
6,738 |
26,505 |
-672 |
Mar12 |
110713 |
100.88 |
101.61 |
99.98 |
101.22 |
+0.71 |
5,859 |
34,178 |
+985 |
Apr12 |
110713 |
100.52 |
101.76 |
100.25 |
101.58 |
+0.73 |
4,441 |
19,737 |
+13 |
May12 |
110713 |
101.37 |
102.75 |
101.37 |
101.92 |
+0.77 |
5,239 |
18,763 |
+604 |
Jun12 |
110713 |
101.10 |
103.00 |
100.83 |
102.22 |
+0.79 |
11,197 |
74,064 |
+878 |
Jul12 |
110713 |
101.94 |
102.73 |
101.68 |
102.49 |
+0.80 |
1,528 |
31,441 |
-160 |
Aug12 |
110713 |
102.70 |
102.70 |
102.70 |
102.70 |
+0.82 |
777 |
13,990 |
+147 |
Sep12 |
110713 |
103.15 |
103.15 |
102.26 |
102.87 |
+0.83 |
356 |
14,676 |
+2 |
Oct12 |
110713 |
103.05 |
103.05 |
103.05 |
103.05 |
+0.83 |
199 |
10,107 |
-9 |
Nov12 |
110713 |
103.27 |
103.27 |
103.27 |
103.27 |
+0.84 |
219 |
22,399 |
+31 |
Total Volume and Open Interest |
594,115 |
1,535,098 |
+6,074 |
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 |
110713 |
97.025 |
99.625 |
97.000 |
98.500 |
+0.650 |
531 |
2,252 |
+109 |
Oct11 |
110713 |
97.850 |
99.450 |
97.625 |
98.900 |
+0.625 |
22 |
300 |
+2 |
Nov11 |
110713 |
98.425 |
99.825 |
98.425 |
99.350 |
+0.600 |
8 |
178 |
+1 |
Dec11 |
110713 |
99.350 |
100.750 |
98.925 |
99.875 |
+0.625 |
0 |
273 |
+0 |
Jan12 |
110713 |
100.350 |
100.350 |
100.350 |
100.350 |
+0.650 |
0 |
6 |
+0 |
Feb12 |
110713 |
100.800 |
100.800 |
100.800 |
100.800 |
+0.675 |
3 |
3 |
+0 |
Mar12 |
110713 |
101.225 |
101.225 |
101.225 |
101.225 |
+0.725 |
3 |
12 |
+1 |
Apr12 |
110713 |
101.575 |
101.575 |
101.575 |
101.575 |
+0.725 |
|
|
|
Total Volume and Open Interest |
9,096 |
6,324 |
-3 |
Heating Oil(NYM) |
Aug11 |
110713 |
305.85 |
313.21 |
305.78 |
309.97 |
+1.21 |
48,952 |
72,402 |
-5,569 |
Sep11 |
110713 |
307.30 |
314.59 |
307.10 |
311.37 |
+1.38 |
24,392 |
52,999 |
+1,953 |
Oct11 |
110713 |
311.93 |
315.90 |
308.86 |
312.85 |
+1.47 |
11,098 |
31,705 |
+1,228 |
Nov11 |
110713 |
313.80 |
317.69 |
310.87 |
314.59 |
+1.52 |
4,767 |
24,464 |
+248 |
Dec11 |
110713 |
312.97 |
319.55 |
312.14 |
316.33 |
+1.58 |
10,489 |
32,897 |
-1,726 |
Jan12 |
110713 |
315.02 |
320.75 |
315.02 |
317.91 |
+1.63 |
2,816 |
24,040 |
+521 |
Feb12 |
110713 |
314.89 |
320.29 |
314.89 |
318.18 |
+1.62 |
1,642 |
9,673 |
+131 |
Mar12 |
110713 |
314.10 |
317.44 |
314.10 |
317.44 |
+1.63 |
812 |
7,360 |
+238 |
Apr12 |
110713 |
314.12 |
317.44 |
314.12 |
315.55 |
+1.64 |
270 |
3,677 |
-2 |
May12 |
110713 |
313.66 |
313.66 |
313.66 |
313.66 |
+1.67 |
1,225 |
3,359 |
+634 |
Jun12 |
110713 |
311.35 |
314.56 |
311.35 |
312.71 |
+1.72 |
789 |
20,903 |
-54 |
Jul12 |
110713 |
313.21 |
313.21 |
313.21 |
313.21 |
+1.67 |
0 |
2,032 |
+0 |
Total Volume and Open Interest |
107,407 |
297,088 |
-2,391 |
Gasoline(NYMEX) |
Aug11 |
110713 |
308.74 |
317.50 |
308.06 |
315.16 |
+5.34 |
44,681 |
66,437 |
-2,273 |
Sep11 |
110713 |
303.50 |
310.98 |
302.68 |
308.72 |
+4.16 |
24,767 |
54,467 |
+1,885 |
Oct11 |
110713 |
289.35 |
295.69 |
288.59 |
293.94 |
+3.22 |
9,593 |
26,368 |
+698 |
Nov11 |
110713 |
285.89 |
292.11 |
285.20 |
290.03 |
+2.92 |
5,775 |
14,433 |
-24 |
Dec11 |
110713 |
284.50 |
290.91 |
283.45 |
288.53 |
+2.65 |
6,067 |
29,934 |
-5 |
Jan12 |
110713 |
288.12 |
290.47 |
283.84 |
288.88 |
+2.53 |
1,532 |
9,441 |
+33 |
Feb12 |
110713 |
285.46 |
290.75 |
285.40 |
290.18 |
+2.32 |
602 |
5,378 |
+41 |
Mar12 |
110713 |
292.76 |
292.76 |
291.90 |
291.90 |
+2.25 |
471 |
6,734 |
+136 |
Apr12 |
110713 |
303.64 |
303.64 |
302.04 |
303.01 |
+2.16 |
142 |
4,574 |
+11 |
May12 |
110713 |
303.25 |
303.48 |
302.75 |
303.10 |
+2.18 |
339 |
1,956 |
+63 |
Total Volume and Open Interest |
94,384 |
237,752 |
+825 |
e-miNY RBOB Gasoline(NYM) |
Aug11 |
110713 |
315.20 |
315.20 |
315.16 |
315.20 |
+5.40 |
0 |
3 |
+0 |
Sep11 |
110713 |
308.70 |
308.72 |
308.70 |
308.70 |
+4.10 |
|
|
|
Oct11 |
110713 |
293.90 |
293.94 |
293.90 |
293.90 |
+3.20 |
0 |
1 |
+0 |
Nov11 |
110713 |
290.00 |
290.03 |
290.00 |
290.00 |
+2.90 |
|
|
|
Total Volume and Open Interest |
0 |
6 |
+0 |
Natural Gas(NYM) |
Aug11 |
110713 |
4.320 |
4.418 |
4.313 |
4.403 |
+0.070 |
115,253 |
143,109 |
-9,461 |
Sep11 |
110713 |
4.304 |
4.400 |
4.293 |
4.387 |
+0.075 |
48,449 |
209,186 |
+2,941 |
Oct11 |
110713 |
4.322 |
4.422 |
4.319 |
4.411 |
+0.076 |
40,717 |
133,878 |
+5,370 |
Nov11 |
110713 |
4.471 |
4.551 |
4.449 |
4.540 |
+0.067 |
25,979 |
95,819 |
+1,538 |
Dec11 |
110713 |
4.673 |
4.745 |
4.651 |
4.737 |
+0.062 |
12,041 |
42,401 |
-586 |
Jan12 |
110713 |
4.778 |
4.850 |
4.753 |
4.845 |
+0.062 |
16,102 |
100,993 |
+1,831 |
Feb12 |
110713 |
4.778 |
4.845 |
4.778 |
4.843 |
+0.061 |
1,325 |
23,194 |
-165 |
Mar12 |
110713 |
4.750 |
4.804 |
4.750 |
4.796 |
+0.055 |
3,693 |
48,880 |
+367 |
Apr12 |
110713 |
4.645 |
4.709 |
4.645 |
4.706 |
+0.052 |
4,827 |
45,815 |
+132 |
May12 |
110713 |
4.705 |
4.732 |
4.701 |
4.729 |
+0.051 |
522 |
10,115 |
-71 |
Jun12 |
110713 |
4.711 |
4.766 |
4.704 |
4.761 |
+0.050 |
1,183 |
11,425 |
-98 |
Jul12 |
110713 |
4.795 |
4.805 |
4.773 |
4.803 |
+0.049 |
541 |
9,418 |
-51 |
Aug12 |
110713 |
4.812 |
4.832 |
4.812 |
4.832 |
+0.048 |
585 |
8,172 |
+220 |
Sep12 |
110713 |
4.845 |
4.845 |
4.833 |
4.841 |
+0.048 |
81 |
6,926 |
-7 |
Oct12 |
110713 |
4.873 |
4.885 |
4.855 |
4.882 |
+0.048 |
1,548 |
31,509 |
+629 |
Nov12 |
110713 |
5.025 |
5.028 |
5.019 |
5.027 |
+0.044 |
842 |
4,935 |
+47 |
Total Volume and Open Interest |
275,474 |
1,002,898 |
+2,979 |
Brent Crude Oil(ICE) |
Aug11 |
110713 |
116.95 |
119.86 |
116.71 |
118.78 |
+1.03 |
179,635 |
73,558 |
-21,373 |
Sep11 |
110713 |
116.40 |
118.88 |
115.78 |
117.85 |
+0.91 |
157,171 |
206,235 |
+6,616 |
Oct11 |
110713 |
116.44 |
118.84 |
115.83 |
117.84 |
+0.92 |
58,584 |
89,152 |
+1,776 |
Nov11 |
110713 |
116.63 |
119.00 |
116.09 |
117.97 |
+0.91 |
24,901 |
41,170 |
-172 |
Dec11 |
110713 |
116.59 |
119.10 |
116.12 |
118.05 |
+0.89 |
49,029 |
99,172 |
+1,798 |
Jan12 |
110713 |
116.94 |
118.88 |
116.39 |
118.07 |
+0.89 |
9,373 |
22,689 |
+653 |
Feb12 |
110713 |
116.94 |
118.82 |
116.27 |
118.04 |
+0.91 |
5,408 |
17,929 |
-29 |
Mar12 |
110713 |
117.06 |
118.75 |
116.32 |
118.00 |
+0.93 |
6,470 |
33,428 |
+882 |
Apr12 |
110713 |
117.40 |
118.68 |
116.37 |
117.97 |
+0.96 |
3,705 |
11,944 |
+265 |
May12 |
110713 |
117.90 |
117.90 |
117.90 |
117.90 |
+0.99 |
2,238 |
8,082 |
+23 |
Jun12 |
110713 |
116.81 |
118.51 |
116.32 |
117.81 |
+1.00 |
6,396 |
39,031 |
-1,198 |
Jul12 |
110713 |
117.73 |
117.73 |
117.73 |
117.73 |
+1.00 |
1,213 |
7,690 |
-23 |
Aug12 |
110713 |
117.60 |
117.60 |
117.60 |
117.60 |
+1.00 |
1,075 |
5,067 |
+256 |
Sep12 |
110713 |
117.43 |
117.43 |
117.43 |
117.43 |
+0.99 |
1,110 |
7,681 |
+306 |
Total Volume and Open Interest |
525,781 |
810,816 |
-9,957 |
Gas Oil(ICE) |
Aug11 |
110713 |
963.50 |
985.00 |
960.50 |
983.00 |
+16.00 |
145,777 |
125,242 |
-10,264 |
Sep11 |
110713 |
967.25 |
987.50 |
963.00 |
985.25 |
+15.75 |
66,081 |
116,372 |
+8,620 |
Oct11 |
110713 |
969.50 |
989.50 |
967.25 |
987.50 |
+15.75 |
24,781 |
50,055 |
-394 |
Nov11 |
110713 |
972.50 |
991.00 |
969.25 |
989.00 |
+15.75 |
9,519 |
34,143 |
+1,010 |
Dec11 |
110713 |
973.00 |
992.75 |
970.50 |
990.75 |
+16.00 |
21,524 |
54,229 |
+365 |
Jan12 |
110713 |
976.75 |
994.75 |
975.75 |
992.75 |
+15.75 |
1,981 |
34,803 |
+15 |
Feb12 |
110713 |
977.75 |
995.50 |
976.75 |
993.50 |
+15.50 |
3,174 |
10,522 |
-299 |
Mar12 |
110713 |
978.75 |
994.25 |
978.25 |
994.25 |
+15.50 |
1,659 |
11,060 |
+73 |
Apr12 |
110713 |
981.00 |
996.00 |
981.00 |
994.25 |
+15.50 |
738 |
8,266 |
+68 |
May12 |
110713 |
984.25 |
995.25 |
980.75 |
993.50 |
+15.50 |
849 |
7,466 |
-204 |
Total Volume and Open Interest |
347,415 |
567,716 |
-34,618 |
Ethanol(CBOT) |
Jul11 |
110706 |
2.758 |
2.795 |
2.758 |
2.761 |
+0.027 |
42 |
209 |
-19 |
Aug11 |
110713 |
2.819 |
2.846 |
2.819 |
2.844 |
+0.075 |
300 |
1,192 |
-57 |
Sep11 |
110713 |
2.664 |
2.735 |
2.660 |
2.723 |
+0.059 |
318 |
1,726 |
+18 |
Oct11 |
110713 |
2.615 |
2.630 |
2.605 |
2.614 |
+0.058 |
192 |
1,376 |
+62 |
Nov11 |
110713 |
2.531 |
2.559 |
2.526 |
2.543 |
+0.059 |
168 |
946 |
+46 |
Dec11 |
110713 |
2.503 |
2.522 |
2.503 |
2.505 |
+0.049 |
114 |
1,285 |
-28 |
Jan12 |
110713 |
2.465 |
2.480 |
2.465 |
2.469 |
+0.050 |
37 |
580 |
+11 |
Feb12 |
110713 |
2.466 |
2.470 |
2.466 |
2.467 |
+0.048 |
18 |
282 |
+6 |
Total Volume and Open Interest |
1,200 |
9,008 |
+100 |
WTI Crude Oil(ICE |
Aug11 |
110713 |
96.95 |
99.20 |
96.53 |
98.05 |
+0.62 |
70,850 |
49,666 |
-6,945 |
Sep11 |
110713 |
97.44 |
99.61 |
96.96 |
98.49 |
+0.64 |
32,929 |
71,625 |
+7,506 |
Oct11 |
110713 |
97.71 |
100.00 |
97.39 |
98.90 |
+0.63 |
12,129 |
35,486 |
-82 |
Nov11 |
110713 |
98.88 |
100.44 |
97.89 |
99.36 |
+0.62 |
9,743 |
24,386 |
-176 |
Dec11 |
110713 |
99.38 |
100.92 |
98.37 |
99.87 |
+0.63 |
19,435 |
91,369 |
+1,920 |
Jan12 |
110713 |
99.85 |
101.30 |
99.01 |
100.36 |
+0.65 |
3,871 |
17,574 |
-280 |
Feb12 |
110713 |
100.29 |
101.75 |
99.61 |
100.81 |
+0.69 |
1,776 |
5,568 |
-105 |
Mar12 |
110713 |
100.67 |
101.84 |
99.87 |
101.22 |
+0.71 |
1,698 |
14,153 |
+282 |
Apr12 |
110713 |
101.08 |
101.87 |
100.29 |
101.58 |
+0.73 |
1,056 |
4,703 |
+216 |
May12 |
110713 |
101.92 |
101.92 |
101.92 |
101.92 |
+0.77 |
669 |
3,046 |
+33 |
Jun12 |
110713 |
101.65 |
103.02 |
101.10 |
102.22 |
+0.79 |
2,196 |
26,983 |
-534 |
Jul12 |
110713 |
102.49 |
102.49 |
102.49 |
102.49 |
+0.80 |
81 |
4,366 |
+4 |
Aug12 |
110713 |
102.70 |
102.70 |
102.70 |
102.70 |
+0.82 |
0 |
1,271 |
+0 |
Sep12 |
110713 |
102.87 |
102.87 |
102.87 |
102.87 |
+0.83 |
0 |
5,029 |
+0 |
Oct12 |
110713 |
103.05 |
103.05 |
103.05 |
103.05 |
+0.83 |
0 |
527 |
+0 |
Nov12 |
110713 |
103.27 |
103.27 |
103.27 |
103.27 |
+0.84 |
0 |
2,572 |
+0 |
Total Volume and Open Interest |
163,209 |
475,746 |
+2,405 |
US Dollar Index(ICE) |
Sep11 |
110713 |
76.395 |
76.455 |
75.370 |
75.548 |
-0.688 |
36,062 |
47,117 |
+1,424 |
Dec11 |
110713 |
76.650 |
76.790 |
75.875 |
76.007 |
-0.668 |
176 |
568 |
+37 |
Mar12 |
110713 |
76.507 |
76.507 |
76.507 |
76.507 |
-0.668 |
0 |
1 |
+0 |
Total Volume and Open Interest |
36,238 |
47,686 |
+1,461 |
Australian Dollar(CME) |
Sep11 |
110713 |
105.04 |
106.88 |
104.92 |
106.65 |
+1.26 |
110,412 |
125,931 |
-2,284 |
Dec11 |
110713 |
104.23 |
105.71 |
104.23 |
105.50 |
+1.24 |
24 |
333 |
+2 |
Mar12 |
110713 |
104.41 |
104.41 |
103.18 |
104.41 |
+1.23 |
0 |
2 |
+0 |
Total Volume and Open Interest |
110,436 |
126,269 |
-2,282 |
British Pound(CME) |
Sep11 |
110713 |
159.20 |
161.10 |
158.91 |
160.93 |
+1.69 |
118,428 |
120,173 |
+7,402 |
Dec11 |
110713 |
159.15 |
160.78 |
159.10 |
160.78 |
+1.68 |
102 |
246 |
-7 |
Mar12 |
110713 |
160.62 |
160.62 |
158.95 |
160.62 |
+1.67 |
0 |
2 |
+0 |
Total Volume and Open Interest |
118,530 |
120,427 |
+7,395 |
Canadian Dollar(CME) |
Sep11 |
110713 |
103.39 |
104.24 |
103.26 |
104.13 |
+0.55 |
77,710 |
103,797 |
+1,784 |
Dec11 |
110713 |
103.07 |
104.00 |
103.06 |
103.91 |
+0.55 |
123 |
3,853 |
+35 |
Mar12 |
110713 |
103.20 |
103.79 |
103.16 |
103.71 |
+0.55 |
46 |
572 |
+21 |
Jun12 |
110713 |
103.47 |
103.47 |
102.93 |
103.47 |
+0.54 |
1 |
255 |
+0 |
Total Volume and Open Interest |
77,880 |
108,611 |
+1,840 |
Japanese Yen(CME) |
Sep11 |
110713 |
126.44 |
126.82 |
125.72 |
126.66 |
+0.66 |
110,033 |
105,354 |
+4,172 |
Dec11 |
110713 |
126.52 |
126.89 |
125.93 |
126.79 |
+0.65 |
63 |
418 |
+12 |
Mar12 |
110713 |
126.42 |
126.97 |
126.34 |
126.97 |
+0.63 |
0 |
43 |
+0 |
Total Volume and Open Interest |
110,096 |
105,831 |
+4,184 |
Swiss Franc(CME) |
Sep11 |
110713 |
120.57 |
122.39 |
120.10 |
122.02 |
+1.46 |
49,760 |
47,328 |
+860 |
Dec11 |
110713 |
120.93 |
122.50 |
120.69 |
122.15 |
+1.46 |
11 |
167 |
+3 |
Mar12 |
110713 |
122.32 |
122.32 |
120.86 |
122.32 |
+1.46 |
0 |
2 |
+0 |
Total Volume and Open Interest |
49,771 |
47,500 |
+863 |
EuroFX(CME) |
Sep11 |
110713 |
139.42 |
141.65 |
139.23 |
141.17 |
+1.17 |
419,777 |
178,116 |
-4,463 |
Dec11 |
110713 |
139.03 |
141.29 |
139.03 |
140.81 |
+1.13 |
393 |
682 |
+150 |
Mar12 |
110713 |
139.60 |
140.48 |
139.36 |
140.48 |
+1.12 |
0 |
362 |
+0 |
Total Volume and Open Interest |
420,176 |
179,997 |
-4,307 |
Mexican Peso(CME) |
Jul11 |
110713 |
856.8 |
856.8 |
850.5 |
856.8 |
+6.2 |
|
|
|
Aug11 |
110713 |
854.8 |
854.8 |
848.5 |
854.8 |
+6.2 |
|
|
|
Total Volume and Open Interest |
34,632 |
147,528 |
+1,016 |
30-Year T-Bonds(CBOT) |
Sep11 |
110713 |
126~280 |
127~020 |
125~260 |
126~230 |
+0~080 |
315,964 |
616,836 |
+11,293 |
Dec11 |
110713 |
125~110 |
125~140 |
124~130 |
125~080 |
+0~090 |
292 |
1,270 |
+66 |
Mar12 |
110713 |
123~260 |
123~260 |
123~170 |
123~260 |
+0~090 |
|
|
|
Total Volume and Open Interest |
316,256 |
618,106 |
+11,359 |
10-Year T-Notes(CBOT) |
Sep11 |
110713 |
124~280 |
124~300 |
124~070 |
124~255 |
+0~055 |
1,361,924 |
1,793,385 |
+27,666 |
Dec11 |
110713 |
122~295 |
123~150 |
122~290 |
123~105 |
+0~055 |
181 |
14,687 |
+2 |
Mar12 |
110713 |
122~105 |
122~105 |
122~050 |
122~105 |
+0~055 |
|
|
|
Total Volume and Open Interest |
1,362,105 |
1,808,072 |
+27,668 |
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 |
110713 |
119~073 |
119~073 |
119~058 |
119~073 |
+0~015 |
1 |
4 |
-1 |
Mar12 |
110713 |
118~097 |
118~097 |
118~082 |
118~097 |
+0~015 |
|
|
|
Total Volume and Open Interest |
686,308 |
1,495,556 |
+9,635 |
2 Year T-Notes(CBOT) |
Sep11 |
110713 |
109~118 |
109~119 |
109~107 |
109~117 |
+0~004 |
261,300 |
994,017 |
+13,392 |
Dec11 |
110713 |
109~086 |
109~086 |
109~082 |
109~086 |
+0~004 |
0 |
31 |
+0 |
Mar12 |
110713 |
109~024 |
109~024 |
109~020 |
109~024 |
+0~004 |
|
|
|
Total Volume and Open Interest |
261,300 |
994,048 |
+13,392 |
Eurodollars(CME) |
Sep11 |
110713 |
99.580 |
99.620 |
99.575 |
99.605 |
+0.015 |
492,958 |
1,241,507 |
+28,230 |
Dec11 |
110713 |
99.485 |
99.520 |
99.485 |
99.500 |
+0.010 |
430,249 |
1,296,249 |
+24,987 |
Mar12 |
110713 |
99.455 |
99.480 |
99.450 |
99.460 |
unch |
346,904 |
1,537,773 |
+800 |
Jun12 |
110713 |
99.395 |
99.420 |
99.385 |
99.405 |
+0.005 |
265,170 |
1,409,616 |
+915 |
Sep12 |
110713 |
99.285 |
99.320 |
99.265 |
99.305 |
+0.015 |
244,129 |
1,061,777 |
+15,906 |
Dec12 |
110713 |
99.120 |
99.160 |
99.085 |
99.150 |
+0.035 |
217,878 |
712,105 |
+29,245 |
Mar13 |
110713 |
98.945 |
99.000 |
98.895 |
98.980 |
+0.045 |
201,953 |
557,955 |
+25,195 |
Jun13 |
110713 |
98.735 |
98.805 |
98.680 |
98.775 |
+0.050 |
149,688 |
364,254 |
+10,177 |
Sep13 |
110713 |
98.525 |
98.590 |
98.450 |
98.555 |
+0.050 |
172,706 |
401,430 |
+30,154 |
Dec13 |
110713 |
98.270 |
98.340 |
98.190 |
98.300 |
+0.050 |
107,756 |
283,205 |
+3,236 |
Mar14 |
110713 |
98.025 |
98.085 |
97.930 |
98.050 |
+0.055 |
72,782 |
247,095 |
-2,754 |
Jun14 |
110713 |
97.765 |
97.815 |
97.665 |
97.785 |
+0.055 |
58,673 |
188,345 |
+3,373 |
Sep14 |
110713 |
97.510 |
97.550 |
97.410 |
97.530 |
+0.055 |
33,189 |
92,904 |
+1,348 |
Dec14 |
110713 |
97.255 |
97.285 |
97.150 |
97.270 |
+0.050 |
28,345 |
104,029 |
+2,412 |
Mar15 |
110713 |
97.025 |
97.055 |
96.915 |
97.035 |
+0.045 |
21,501 |
86,120 |
+2,298 |
Jun15 |
110713 |
5.040 |
5.065 |
4.935 |
5.050 |
+0.040 |
19,119 |
71,904 |
+1,050 |
Sep15 |
110713 |
4.825 |
4.845 |
4.715 |
4.830 |
+0.035 |
8,415 |
56,472 |
+727 |
Dec15 |
110713 |
4.610 |
4.630 |
4.510 |
4.615 |
+0.030 |
9,909 |
46,766 |
-767 |
Total Volume and Open Interest |
|
|
|
30 Day Federal Funds(CBOT) |
Jul11 |
110713 |
99.923 |
99.927 |
99.920 |
99.923 |
+0.003 |
1,109 |
68,841 |
+172 |
Aug11 |
110713 |
99.900 |
99.910 |
99.900 |
99.905 |
+0.005 |
3,020 |
56,527 |
+914 |
Sep11 |
110713 |
99.880 |
99.890 |
99.880 |
99.885 |
+0.005 |
3,435 |
46,917 |
-525 |
Oct11 |
110713 |
99.865 |
99.880 |
99.865 |
99.875 |
+0.005 |
7,328 |
52,018 |
+931 |
Nov11 |
110713 |
99.860 |
99.875 |
99.855 |
99.865 |
+0.005 |
8,336 |
50,337 |
+2,814 |
Dec11 |
110713 |
99.850 |
99.865 |
99.845 |
99.860 |
+0.010 |
8,045 |
56,077 |
+2,015 |
Total Volume and Open Interest |
81,732 |
764,128 |
+21,664 |
30 Day Fed Funds(e-CBOT) |
3-Mth Euro-Yen(CME) |
Sep11 |
110713 |
99.662 |
99.662 |
99.662 |
99.662 |
unch |
0 |
52 |
+0 |
Dec11 |
110713 |
99.660 |
99.660 |
99.660 |
99.660 |
unch |
0 |
75 |
+0 |
Mar12 |
110713 |
99.652 |
99.652 |
99.652 |
99.652 |
unch |
|
|
|
Jun12 |
110713 |
99.645 |
99.645 |
99.645 |
99.645 |
unch |
|
|
|
Sep12 |
110713 |
99.580 |
99.580 |
99.580 |
99.580 |
unch |
|
|
|
Dec12 |
110713 |
99.610 |
99.610 |
99.610 |
99.610 |
unch |
|
|
|
Mar13 |
110713 |
99.610 |
99.610 |
99.610 |
99.610 |
unch |
|
|
|
Jun13 |
110713 |
99.565 |
99.565 |
99.565 |
99.565 |
unch |
|
|
|
Sep13 |
110713 |
99.425 |
99.425 |
99.425 |
99.425 |
unch |
|
|
|
Dec13 |
110713 |
99.285 |
99.285 |
99.285 |
99.285 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
127 |
+0 |
3-Mth Euro-Yen(SGX) |
Sep11 |
110713 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
0 |
1,332 |
-1 |
Dec11 |
110713 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
0 |
1,392 |
+0 |
Mar12 |
110713 |
99.65 |
99.65 |
99.65 |
99.65 |
unch |
10 |
1,823 |
+0 |
Jun12 |
110713 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
20 |
1,474 |
-20 |
Sep12 |
110713 |
99.58 |
99.58 |
99.58 |
99.58 |
unch |
0 |
411 |
+0 |
Dec12 |
110713 |
99.61 |
99.61 |
99.61 |
99.61 |
unch |
0 |
24 |
+0 |
Mar13 |
110713 |
99.61 |
99.61 |
99.61 |
99.61 |
unch |
0 |
1 |
+0 |
Jun13 |
110713 |
99.57 |
99.57 |
99.57 |
99.57 |
unch |
|
|
|
Total Volume and Open Interest |
30 |
6,457 |
-21 |
Japanese Gov't Bonds(SGX) |
Sep11 |
110712 |
141.13 |
141.76 |
141.13 |
141.63 |
+0.54 |
1,287 |
22,534 |
+0 |
Dec11 |
110713 |
140.96 |
140.96 |
140.96 |
140.96 |
-0.22 |
0 |
2 |
+0 |
Mar12 |
110713 |
138.87 |
138.87 |
138.87 |
138.87 |
-0.22 |
|
|
|
Total Volume and Open Interest |
2,322 |
22,366 |
+311 |
Euro-Bund(EUREX) |
Sep11 |
110713 |
129.09 |
129.31 |
128.21 |
128.35 |
-0.54 |
1,419,462 |
928,263 |
-30,951 |
Dec11 |
110713 |
127.93 |
127.93 |
126.90 |
127.05 |
-0.54 |
94 |
317 |
+26 |
Mar12 |
110713 |
127.03 |
127.03 |
127.03 |
127.03 |
-0.54 |
|
|
|
Total Volume and Open Interest |
1,419,556 |
928,580 |
-30,925 |
Euro-Bobl(EUREX) |
Sep11 |
110713 |
118.76 |
118.95 |
118.28 |
118.52 |
-0.16 |
809,249 |
745,857 |
+9,798 |
Dec11 |
110713 |
117.55 |
117.55 |
117.55 |
117.55 |
-0.16 |
24 |
696 |
+20 |
Mar12 |
110713 |
117.55 |
117.55 |
117.55 |
117.55 |
-0.16 |
|
|
|
Total Volume and Open Interest |
809,273 |
746,553 |
+9,818 |
3-Mth Euribor(EUREX) |
Sep11 |
110713 |
98.330 |
98.330 |
98.330 |
98.330 |
-0.010 |
4 |
1,888 |
-2 |
Dec11 |
110713 |
98.295 |
98.295 |
98.295 |
98.295 |
unch |
42 |
1,348 |
-38 |
Mar12 |
110713 |
98.295 |
98.295 |
98.280 |
98.280 |
+0.010 |
3 |
839 |
+0 |
Total Volume and Open Interest |
206 |
6,829 |
+114 |
Long Gilt(LIFFE) |
Sep11 |
110629 |
121~06 |
121~06 |
120~12 |
120~22 |
-0~23 |
84,026 |
359,346 |
-16 |
Dec11 |
110713 |
121~15 |
121~15 |
121~15 |
121~15 |
-0~08 |
|
|
|
Total Volume and Open Interest |
142,018 |
365,494 |
-2,623 |
3-Mth Short Sterling(LIFFE) |
Sep11 |
110713 |
99.08 |
99.11 |
99.07 |
99.10 |
+0.02 |
95,843 |
445,299 |
-10,984 |
Dec11 |
110713 |
99.04 |
99.07 |
99.03 |
99.06 |
+0.02 |
100,871 |
507,304 |
+5,142 |
Mar12 |
110713 |
99.01 |
99.03 |
98.99 |
99.02 |
+0.01 |
105,186 |
481,621 |
+4,299 |
Jun12 |
110713 |
98.95 |
98.97 |
98.91 |
98.95 |
unch |
130,999 |
325,908 |
+4,226 |
Sep12 |
110713 |
98.86 |
98.87 |
98.81 |
98.85 |
unch |
133,166 |
329,691 |
+17,622 |
Dec12 |
110713 |
98.70 |
98.72 |
98.64 |
98.69 |
-0.01 |
76,284 |
277,757 |
+5,193 |
Total Volume and Open Interest |
768,190 |
2,742,361 |
+13,312 |
3-Mth Euribor(LIFFE) |
Sep11 |
110713 |
98.340 |
98.350 |
98.320 |
98.330 |
-0.010 |
231,211 |
708,321 |
+34,045 |
Dec11 |
110713 |
98.310 |
98.325 |
98.265 |
98.295 |
unch |
265,934 |
556,095 |
-1,836 |
Mar12 |
110713 |
98.275 |
98.315 |
98.230 |
98.280 |
+0.010 |
249,407 |
494,696 |
-6,342 |
Total Volume and Open Interest |
1,622,503 |
3,531,559 |
+57,411 |
3-Mth Aus T-Bills(SFE) |
Sep11 |
110713 |
95.29 |
95.36 |
95.22 |
95.27 |
-0.01 |
61,171 |
247,852 |
+20,901 |
Dec11 |
110713 |
95.38 |
95.44 |
95.28 |
95.36 |
unch |
57,240 |
249,623 |
-70 |
Mar12 |
110713 |
95.38 |
95.45 |
95.28 |
95.37 |
unch |
37,436 |
139,202 |
+4,907 |
Jun12 |
110713 |
95.35 |
95.43 |
95.26 |
95.33 |
-0.01 |
11,413 |
83,901 |
-874 |
Sep12 |
110713 |
95.36 |
95.38 |
95.22 |
95.27 |
-0.01 |
4,127 |
51,764 |
-1,864 |
Dec12 |
110713 |
95.30 |
95.30 |
95.14 |
95.19 |
-0.02 |
3,894 |
32,575 |
-854 |
Mar13 |
110713 |
95.24 |
95.24 |
95.10 |
95.12 |
-0.02 |
2,449 |
27,788 |
+321 |
Jun13 |
110713 |
95.03 |
95.08 |
95.02 |
95.03 |
-0.03 |
532 |
10,420 |
+9 |
Sep13 |
110713 |
94.97 |
94.97 |
94.97 |
94.97 |
-0.03 |
101 |
1,992 |
-41 |
Dec13 |
110713 |
94.91 |
94.91 |
94.91 |
94.91 |
-0.03 |
0 |
1,417 |
+0 |
Total Volume and Open Interest |
178,363 |
846,700 |
+22,435 |
10-Year Aus T-Bonds(SFE) |
Sep11 |
110713 |
95.06 |
95.12 |
94.98 |
95.03 |
-0.02 |
82,136 |
399,241 |
+4,164 |
Dec11 |
110713 |
95.03 |
95.03 |
95.03 |
95.03 |
-0.02 |
|
|
|
Total Volume and Open Interest |
82,136 |
399,241 |
+4,164 |
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 |
110713 |
95.52 |
95.52 |
95.52 |
95.52 |
-0.03 |
|
|
|
Total Volume and Open Interest |
269,949 |
657,015 |
+23,628 |
Gold(CMX) |
Aug11 |
110713 |
1568.0 |
1588.9 |
1564.6 |
1585.5 |
+23.2 |
147,083 |
287,058 |
+657 |
Oct11 |
110713 |
1568.8 |
1589.2 |
1566.3 |
1586.5 |
+23.2 |
923 |
13,644 |
-225 |
Dec11 |
110713 |
1570.0 |
1590.5 |
1567.0 |
1587.5 |
+23.1 |
11,760 |
107,712 |
+2,702 |
Feb12 |
110713 |
1571.6 |
1590.5 |
1569.4 |
1588.9 |
+23.1 |
535 |
10,406 |
-9 |
Apr12 |
110713 |
1577.3 |
1592.2 |
1577.3 |
1590.5 |
+23.1 |
164 |
6,465 |
+6 |
Jun12 |
110713 |
1574.0 |
1592.1 |
1573.3 |
1592.1 |
+23.1 |
341 |
14,107 |
+167 |
Aug12 |
110713 |
1582.5 |
1594.0 |
1582.5 |
1594.0 |
+23.2 |
5 |
4,613 |
+4 |
Oct12 |
110713 |
1596.3 |
1596.3 |
1596.3 |
1596.3 |
+23.3 |
0 |
4,109 |
+0 |
Dec12 |
110713 |
1582.1 |
1600.8 |
1579.8 |
1598.9 |
+23.5 |
366 |
11,275 |
-85 |
Feb13 |
110713 |
1604.0 |
1604.0 |
1601.9 |
1601.9 |
+23.5 |
180 |
1,355 |
+180 |
Apr13 |
110713 |
1605.3 |
1605.3 |
1605.3 |
1605.3 |
+23.4 |
25 |
201 |
+0 |
Jun13 |
110713 |
1609.2 |
1609.2 |
1609.2 |
1609.2 |
+23.3 |
112 |
10,855 |
+62 |
Total Volume and Open Interest |
164,206 |
512,027 |
+5,743 |
Silver(CMX) |
Jul11 |
110713 |
3614.0 |
3818.5 |
3613.0 |
3814.8 |
+251.9 |
310 |
735 |
+20 |
Sep11 |
110713 |
3616.5 |
3834.0 |
3601.5 |
3815.1 |
+251.7 |
56,772 |
57,609 |
+881 |
Dec11 |
110713 |
3616.0 |
3835.0 |
3610.0 |
3816.8 |
+251.8 |
980 |
26,657 |
+538 |
Mar12 |
110713 |
3623.0 |
3816.4 |
3623.0 |
3816.4 |
+252.2 |
34 |
5,163 |
+16 |
May12 |
110713 |
3815.4 |
3815.4 |
3815.4 |
3815.4 |
+252.2 |
1 |
1,537 |
-1 |
Jul12 |
110713 |
3764.0 |
3823.0 |
3764.0 |
3814.8 |
+252.2 |
27 |
1,742 |
-9 |
Sep12 |
110713 |
3819.5 |
3819.5 |
3788.0 |
3813.6 |
+252.5 |
2 |
205 |
+1 |
Total Volume and Open Interest |
58,743 |
112,754 |
+1,548 |
Platinum(NYMEX) |
Jul11 |
110713 |
1770.1 |
1770.4 |
1760.0 |
1767.0 |
+32.6 |
4 |
48 |
-1 |
Oct11 |
110713 |
1735.2 |
1775.5 |
1735.2 |
1767.0 |
+30.7 |
3,735 |
29,982 |
-177 |
Jan12 |
110713 |
1747.0 |
1773.0 |
1747.0 |
1770.2 |
+30.6 |
47 |
1,006 |
+41 |
Apr12 |
110713 |
1755.3 |
1772.6 |
1755.3 |
1772.6 |
+30.6 |
0 |
80 |
+0 |
Total Volume and Open Interest |
3,787 |
31,126 |
-138 |
Palladium(NYMEX) |
Sep11 |
110713 |
764.55 |
791.60 |
764.55 |
784.00 |
+16.55 |
2,113 |
19,690 |
+99 |
Dec11 |
110713 |
774.65 |
786.15 |
774.65 |
785.20 |
+16.65 |
43 |
761 |
+0 |
Mar12 |
110713 |
134.64 |
134.64 |
131.04 |
131.04 |
+16.65 |
0 |
49 |
+0 |
Total Volume and Open Interest |
2,156 |
20,500 |
+99 |
Copper(CMX) |
Jul11 |
110713 |
439.30 |
442.65 |
437.30 |
439.45 |
+1.30 |
585 |
3,538 |
-382 |
Sep11 |
110713 |
438.90 |
443.90 |
437.30 |
440.35 |
+1.20 |
40,997 |
91,607 |
+3,197 |
Dec11 |
110713 |
439.95 |
445.20 |
439.00 |
442.00 |
+1.25 |
2,741 |
31,346 |
+636 |
Mar12 |
110713 |
444.30 |
445.75 |
440.60 |
443.05 |
+1.25 |
257 |
11,212 |
+20 |
May12 |
110713 |
443.00 |
443.00 |
443.00 |
443.00 |
+1.15 |
80 |
1,945 |
+61 |
Total Volume and Open Interest |
45,191 |
147,510 |
+3,617 |
DJIA Index(CBOT) |
Sep11 |
110713 |
12468 |
12555 |
12386 |
12425 |
+12 |
1,436 |
10,045 |
+1,047 |
Dec11 |
110713 |
12355 |
12355 |
12343 |
12355 |
+12 |
0 |
85 |
+0 |
Mar12 |
110713 |
12286 |
12286 |
12274 |
12286 |
+12 |
|
|
|
Jun12 |
110713 |
12216 |
12216 |
12204 |
12216 |
+12 |
|
|
|
Total Volume and Open Interest |
1,436 |
10,130 |
+1,047 |
Mini DJIA Index(CBOT) |
Sep11 |
110713 |
12413 |
12555 |
12385 |
12425 |
+12 |
126,772 |
112,720 |
+5,585 |
Dec11 |
110713 |
12322 |
12480 |
12321 |
12355 |
+12 |
24 |
389 |
-7 |
Mar12 |
110713 |
12286 |
12286 |
12286 |
12286 |
+12 |
0 |
11 |
+0 |
Jun12 |
110713 |
12216 |
12216 |
12216 |
12216 |
+12 |
|
|
|
Total Volume and Open Interest |
126,796 |
113,120 |
+5,578 |
S & P 500(CME) |
Sep11 |
110713 |
1310.90 |
1327.70 |
1307.30 |
1312.20 |
+1.50 |
16,805 |
261,551 |
-800 |
Dec11 |
110713 |
1306.80 |
1321.30 |
1306.80 |
1306.80 |
+1.50 |
30 |
10,581 |
+60 |
Mar12 |
110713 |
1301.30 |
1315.80 |
1300.80 |
1301.30 |
+1.50 |
0 |
26 |
+0 |
Jun12 |
110713 |
1296.30 |
1310.80 |
1295.80 |
1296.30 |
+1.50 |
0 |
5 |
+0 |
Total Volume and Open Interest |
16,835 |
272,163 |
-740 |
S & P 500 E-Mini(Globex) |
Sep11 |
110713 |
1310.75 |
1327.75 |
1307.25 |
1312.25 |
+1.50 |
2,432,258 |
2,558,138 |
+32,462 |
Dec11 |
110713 |
1305.50 |
1321.75 |
1302.25 |
1306.75 |
+1.50 |
2,088 |
10,856 |
+1,053 |
Total Volume and Open Interest |
2,434,359 |
2,569,185 |
+33,516 |
NASDAQ 100(CME) |
Sep11 |
110713 |
2340.00 |
2375.00 |
2338.80 |
2344.50 |
unch |
1,500 |
14,058 |
+16 |
Dec11 |
110713 |
2359.00 |
2367.00 |
2339.00 |
2339.00 |
unch |
0 |
2 |
+0 |
Mar12 |
110713 |
2336.50 |
2336.50 |
2336.50 |
2336.50 |
unch |
|
|
|
Total Volume and Open Interest |
1,500 |
14,060 |
+16 |
NASDAQ 100 E-Mini(Globex) |
Sep11 |
110713 |
2344.50 |
2375.00 |
2337.80 |
2344.50 |
unch |
280,079 |
343,656 |
+6,020 |
Dec11 |
110713 |
2335.50 |
2365.80 |
2335.00 |
2339.00 |
unch |
84 |
163 |
+30 |
Total Volume and Open Interest |
280,163 |
343,819 |
+6,050 |
S & P Midcap 400(CME) |
Sep11 |
110713 |
980.70 |
994.00 |
980.70 |
980.70 |
+2.30 |
0 |
1,266 |
+0 |
Dec11 |
110713 |
979.40 |
979.40 |
979.40 |
979.40 |
+2.30 |
|
|
|
Mar12 |
110713 |
977.70 |
977.70 |
977.70 |
977.70 |
+2.30 |
|
|
|
Total Volume and Open Interest |
0 |
1,266 |
+0 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Sep11 |
110630 |
9865 |
9940 |
9805 |
9900 |
+220 |
11,736 |
31,666 |
+3,008 |
Dec11 |
110713 |
9925 |
9925 |
9910 |
9925 |
+115 |
0 |
1 |
+0 |
Total Volume and Open Interest |
12,625 |
35,523 |
-1,759 |
Nikkei 225(SGX) |
Sep11 |
110713 |
9845 |
9980 |
9780 |
9945 |
+60 |
84,756 |
185,970 |
+2,297 |
Dec11 |
110713 |
9750 |
9900 |
9750 |
9890 |
+60 |
382 |
8,256 |
+50 |
Mar12 |
110713 |
9885 |
9885 |
9885 |
9885 |
+60 |
0 |
10 |
+0 |
Total Volume and Open Interest |
85,356 |
202,769 |
-5,126 |
CAC 40(EURONEXT) |
Jul11 |
110713 |
3762.0 |
3801.5 |
3738.0 |
3793.0 |
+19.5 |
273,667 |
428,018 |
+61,107 |
Aug11 |
110713 |
3766.5 |
3806.0 |
3743.0 |
3798.0 |
+20.0 |
82,147 |
66,227 |
+62,535 |
Sep11 |
110713 |
3766.0 |
3801.5 |
3742.5 |
3795.5 |
+19.0 |
5,912 |
27,066 |
+5,584 |
Total Volume and Open Interest |
361,726 |
521,343 |
+129,226 |
Hang Seng Index(HKFE) |
Jul11 |
110713 |
21760 |
21944 |
21684 |
21880 |
+305 |
72,524 |
89,418 |
+1,822 |
Aug11 |
110713 |
21715 |
21900 |
21652 |
21842 |
+304 |
1,116 |
1,290 |
+219 |
Sep11 |
110713 |
21620 |
21802 |
21572 |
21749 |
+303 |
286 |
3,102 |
+24 |
Total Volume and Open Interest |
74,020 |
97,597 |
+2,116 |
DAX(EUREX) |
Sep11 |
110713 |
7180.5 |
7301.5 |
7167.5 |
7289.0 |
+94.0 |
174,261 |
144,163 |
-6,816 |
Dec11 |
110713 |
7209.0 |
7322.5 |
7202.5 |
7317.0 |
+93.5 |
597 |
8,333 |
+23 |
Mar12 |
110713 |
7289.0 |
7354.5 |
7273.0 |
7349.0 |
+94.5 |
154 |
278 |
-6 |
Total Volume and Open Interest |
175,012 |
152,774 |
-6,799 |
FT-SE 100(EURONEXT) |
Sep11 |
110713 |
5817.00 |
5875.00 |
5807.50 |
5865.50 |
+26.00 |
129,935 |
692,694 |
+3,953 |
Dec11 |
110713 |
5808.50 |
5841.00 |
5794.00 |
5841.00 |
+25.00 |
2 |
801 |
-1 |
Mar12 |
110713 |
5804.50 |
5804.50 |
5804.50 |
5804.50 |
+25.00 |
0 |
170 |
+0 |
Total Volume and Open Interest |
129,937 |
693,685 |
+3,952 |
SPI 200(SFE) |
Sep11 |
110713 |
4455.0 |
4507.0 |
4422.0 |
4488.0 |
+22.0 |
45,468 |
191,681 |
+7,566 |
Dec11 |
110713 |
4458.0 |
4507.0 |
4458.0 |
4507.0 |
+23.0 |
18 |
4,648 |
+6 |
Mar12 |
110713 |
4493.0 |
4493.0 |
4493.0 |
4493.0 |
+23.0 |
0 |
1,630 |
+0 |
Total Volume and Open Interest |
45,756 |
201,731 |
+7,742 |
GSCI(CME) |
Jul11 |
110713 |
41.64 |
46.34 |
32.64 |
41.64 |
+8.00 |
1,994 |
7,558 |
-1,393 |
Aug11 |
110713 |
42.54 |
47.14 |
33.14 |
42.54 |
+7.85 |
1,859 |
3,278 |
+1,824 |
Sep11 |
110713 |
43.14 |
47.64 |
34.14 |
43.14 |
+7.40 |
|
|
|
Total Volume and Open Interest |
3,853 |
10,836 |
+431 |
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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