|
MRCI's End of Day Prices |
Daily Futures Price Listing Fri July 15, 2011 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Aug11 |
110715 |
1382.00 |
1397.00 |
1376.50 |
1385.75 |
+3.75 |
26,088 |
58,982 |
-3,052 |
Sep11 |
110715 |
1380.00 |
1394.00 |
1374.25 |
1383.00 |
+3.25 |
16,194 |
35,070 |
+2,340 |
Nov11 |
110715 |
1384.25 |
1398.50 |
1378.25 |
1387.00 |
+3.00 |
98,648 |
289,401 |
+2,150 |
Jan12 |
110715 |
1392.50 |
1406.25 |
1387.25 |
1395.75 |
+3.50 |
14,715 |
49,434 |
+2,034 |
Mar12 |
110715 |
1394.25 |
1406.50 |
1387.75 |
1396.50 |
+3.25 |
7,557 |
22,986 |
+1,500 |
May12 |
110715 |
1388.00 |
1399.00 |
1383.25 |
1390.25 |
+2.75 |
5,496 |
29,844 |
+1,696 |
Jul12 |
110715 |
1389.00 |
1400.00 |
1385.50 |
1391.25 |
+2.00 |
3,076 |
12,806 |
+938 |
Total Volume and Open Interest |
174,188 |
521,852 |
+7,595 |
Soybean Meal(CBOT) |
Aug11 |
110715 |
357.10 |
362.90 |
355.90 |
360.30 |
+3.30 |
16,605 |
33,581 |
-2,725 |
Sep11 |
110715 |
358.40 |
364.00 |
357.20 |
362.10 |
+3.60 |
8,926 |
28,182 |
-115 |
Oct11 |
110715 |
359.40 |
364.20 |
358.90 |
362.70 |
+3.10 |
2,433 |
15,094 |
-134 |
Dec11 |
110715 |
362.70 |
367.90 |
361.40 |
365.90 |
+3.10 |
27,421 |
68,585 |
-437 |
Jan12 |
110715 |
363.60 |
368.40 |
362.70 |
366.70 |
+3.00 |
1,253 |
6,739 |
-37 |
Mar12 |
110715 |
362.10 |
368.20 |
362.10 |
366.90 |
+3.10 |
795 |
5,766 |
+27 |
May12 |
110715 |
362.00 |
365.60 |
361.10 |
364.80 |
+3.10 |
1,481 |
7,086 |
+66 |
Jul12 |
110715 |
362.50 |
364.90 |
361.70 |
364.80 |
+3.10 |
831 |
1,928 |
+186 |
Total Volume and Open Interest |
60,546 |
170,901 |
-3,233 |
Soybean Oil(CBOT) |
Aug11 |
110715 |
57.40 |
57.94 |
57.00 |
57.35 |
+0.04 |
25,339 |
38,954 |
+331 |
Sep11 |
110715 |
57.65 |
58.17 |
57.22 |
57.56 |
+0.04 |
11,989 |
38,218 |
+723 |
Oct11 |
110715 |
57.79 |
58.37 |
57.50 |
57.78 |
+0.02 |
2,070 |
17,697 |
+99 |
Dec11 |
110715 |
58.30 |
58.88 |
57.92 |
58.26 |
+0.02 |
49,806 |
151,483 |
+6,122 |
Jan12 |
110715 |
58.68 |
59.05 |
58.24 |
58.53 |
unch |
2,963 |
20,077 |
+1,147 |
Mar12 |
110715 |
58.87 |
59.70 |
58.48 |
58.78 |
-0.01 |
538 |
12,636 |
+60 |
May12 |
110715 |
58.96 |
59.54 |
58.58 |
58.86 |
-0.07 |
812 |
6,870 |
+10 |
Jul12 |
110715 |
59.67 |
59.68 |
58.85 |
59.01 |
-0.07 |
424 |
1,899 |
+77 |
Total Volume and Open Interest |
94,324 |
290,846 |
+8,078 |
Canola(WCE) |
Jul11 |
110714 |
591.8 |
591.8 |
591.8 |
591.8 |
+4.0 |
|
|
|
Nov11 |
110715 |
575.6 |
582.2 |
573.0 |
575.4 |
-1.4 |
11,830 |
120,275 |
+3,517 |
Jan12 |
110715 |
584.2 |
589.5 |
580.5 |
583.0 |
-1.8 |
2,136 |
14,745 |
+268 |
Mar12 |
110715 |
584.5 |
593.6 |
584.5 |
588.2 |
-2.3 |
1,023 |
5,674 |
+320 |
May12 |
110715 |
590.1 |
599.3 |
590.0 |
592.5 |
-2.1 |
892 |
3,560 |
+614 |
Total Volume and Open Interest |
15,987 |
148,213 |
+4,781 |
Corn(CBOT) |
Sep11 |
110715 |
690.75 |
711.00 |
686.75 |
701.25 |
+10.50 |
82,128 |
373,231 |
-3,026 |
Dec11 |
110715 |
678.50 |
696.00 |
673.00 |
685.00 |
+6.50 |
191,781 |
491,348 |
-4,179 |
Mar12 |
110715 |
690.00 |
706.25 |
684.75 |
695.25 |
+5.00 |
21,674 |
115,454 |
+2,086 |
May12 |
110715 |
695.75 |
711.25 |
690.25 |
700.50 |
+4.75 |
5,937 |
25,751 |
+314 |
Jul12 |
110715 |
699.50 |
715.50 |
694.25 |
704.50 |
+4.00 |
10,026 |
71,282 |
+542 |
Sep12 |
110715 |
660.00 |
673.75 |
658.00 |
658.00 |
-7.50 |
1,756 |
6,985 |
+166 |
Total Volume and Open Interest |
326,340 |
1,185,912 |
-2,277 |
Wheat(CBOT) |
Sep11 |
110715 |
706.75 |
716.50 |
692.50 |
694.75 |
-12.25 |
91,533 |
169,054 |
-4,193 |
Dec11 |
110715 |
738.00 |
746.75 |
721.00 |
723.50 |
-14.50 |
45,172 |
144,762 |
+1,350 |
Mar12 |
110715 |
764.75 |
774.50 |
752.00 |
754.25 |
-10.75 |
15,920 |
45,252 |
+2,651 |
May12 |
110715 |
783.00 |
792.75 |
770.25 |
772.25 |
-11.25 |
3,890 |
9,461 |
-80 |
Jul12 |
110715 |
795.50 |
804.75 |
781.75 |
784.25 |
-11.25 |
6,905 |
43,472 |
+776 |
Total Volume and Open Interest |
165,023 |
434,947 |
+839 |
Wheat(KCBT) |
Sep11 |
110715 |
764.00 |
781.50 |
762.25 |
764.50 |
-0.75 |
18,993 |
74,198 |
-1,097 |
Dec11 |
110715 |
790.75 |
807.25 |
788.00 |
789.75 |
-1.25 |
14,131 |
57,492 |
+174 |
Mar12 |
110715 |
806.25 |
822.00 |
803.25 |
804.00 |
-3.00 |
3,933 |
16,383 |
+1,031 |
May12 |
110715 |
820.50 |
828.25 |
809.25 |
810.00 |
-4.00 |
441 |
3,141 |
+1 |
Jul12 |
110715 |
823.50 |
832.00 |
813.50 |
813.50 |
-4.25 |
1,480 |
13,216 |
+285 |
Total Volume and Open Interest |
39,205 |
167,665 |
+377 |
Wheat(MGE) |
Jul11 |
110714 |
842.00 |
842.00 |
842.00 |
842.00 |
+20.75 |
268 |
369 |
-251 |
Sep11 |
110715 |
830.00 |
840.75 |
821.25 |
823.75 |
-5.25 |
5,460 |
21,876 |
-885 |
Dec11 |
110715 |
828.50 |
840.25 |
823.25 |
825.50 |
-3.00 |
5,137 |
20,005 |
-176 |
Mar12 |
110715 |
840.25 |
851.25 |
835.00 |
837.50 |
-2.75 |
1,915 |
6,556 |
+300 |
May12 |
110715 |
841.50 |
854.75 |
838.50 |
840.25 |
-3.00 |
464 |
2,785 |
+105 |
Total Volume and Open Interest |
15,241 |
60,124 |
+381 |
Oats(CBOT) |
Sep11 |
110715 |
359.25 |
367.75 |
352.25 |
355.00 |
-5.00 |
208 |
4,100 |
-24 |
Dec11 |
110715 |
368.50 |
376.50 |
361.25 |
364.50 |
-4.00 |
493 |
7,362 |
-48 |
Mar12 |
110715 |
380.00 |
380.00 |
374.50 |
374.50 |
-4.00 |
30 |
815 |
+19 |
May12 |
110715 |
387.00 |
387.00 |
381.00 |
381.00 |
-4.00 |
0 |
17 |
+0 |
Total Volume and Open Interest |
731 |
12,323 |
-53 |
Rough Rice(CBOT) |
Jul11 |
110714 |
16.00 |
16.00 |
15.72 |
15.94 |
+0.18 |
204 |
207 |
-83 |
Sep11 |
110715 |
17.00 |
17.19 |
16.62 |
17.00 |
0.00 |
942 |
10,316 |
+123 |
Nov11 |
110715 |
17.38 |
17.51 |
17.01 |
17.32 |
+0.01 |
327 |
5,143 |
-50 |
Jan12 |
110715 |
17.60 |
17.75 |
17.59 |
17.64 |
+0.03 |
22 |
444 |
+1 |
Total Volume and Open Interest |
1,375 |
16,548 |
-9 |
Live Cattle(CME) |
Aug11 |
110715 |
110.850 |
111.285 |
110.000 |
110.600 |
+0.050 |
35,084 |
81,673 |
-8,430 |
Oct11 |
110715 |
117.150 |
117.600 |
116.300 |
116.850 |
-0.350 |
29,302 |
115,263 |
+5,544 |
Dec11 |
110715 |
121.400 |
121.850 |
120.450 |
120.850 |
-0.730 |
12,835 |
80,748 |
+1,345 |
Feb12 |
110715 |
123.480 |
124.100 |
123.080 |
123.700 |
+0.020 |
4,365 |
28,358 |
+257 |
Apr12 |
110715 |
124.930 |
125.680 |
124.600 |
125.400 |
+0.050 |
2,340 |
15,134 |
+637 |
Jun12 |
110715 |
120.500 |
121.400 |
120.500 |
121.300 |
+0.100 |
556 |
5,407 |
+315 |
Total Volume and Open Interest |
84,587 |
327,377 |
-267 |
Feeder Cattle(CME) |
Aug11 |
110715 |
136.750 |
137.075 |
134.785 |
135.700 |
-1.235 |
4,001 |
17,302 |
-633 |
Sep11 |
110715 |
137.400 |
137.935 |
135.575 |
136.800 |
-1.150 |
2,080 |
9,780 |
+237 |
Oct11 |
110715 |
138.100 |
138.750 |
136.435 |
137.825 |
-0.925 |
2,120 |
7,974 |
+754 |
Nov11 |
110715 |
138.350 |
139.200 |
137.000 |
138.185 |
-1.000 |
1,036 |
4,520 |
+65 |
Jan12 |
110715 |
137.000 |
137.750 |
135.800 |
137.200 |
-0.600 |
263 |
1,823 |
-19 |
Mar12 |
110715 |
136.075 |
136.600 |
135.000 |
136.600 |
-0.700 |
62 |
376 |
+22 |
Apr12 |
110715 |
136.800 |
136.900 |
135.800 |
136.900 |
-1.600 |
29 |
132 |
+6 |
Total Volume and Open Interest |
9,609 |
42,003 |
+436 |
Lean Hogs(CME) |
Aug11 |
110715 |
98.350 |
99.900 |
97.900 |
98.950 |
+0.770 |
26,526 |
39,714 |
-7,896 |
Oct11 |
110715 |
91.480 |
92.480 |
91.150 |
91.650 |
+0.070 |
25,441 |
81,522 |
+6,984 |
Dec11 |
110715 |
88.100 |
88.830 |
87.750 |
87.885 |
-0.315 |
12,861 |
62,325 |
+1,931 |
Feb12 |
110715 |
89.980 |
90.580 |
89.885 |
90.150 |
+0.100 |
4,576 |
27,772 |
+778 |
Apr12 |
110715 |
91.200 |
92.000 |
91.200 |
91.450 |
+0.020 |
2,831 |
17,619 |
+1,102 |
May12 |
110715 |
94.800 |
95.100 |
94.800 |
94.900 |
+0.100 |
22 |
731 |
+15 |
Jun12 |
110715 |
96.480 |
97.330 |
96.480 |
97.230 |
+0.230 |
623 |
8,970 |
+358 |
Jul12 |
110715 |
95.785 |
96.200 |
95.500 |
96.000 |
+1.100 |
82 |
2,406 |
+60 |
Total Volume and Open Interest |
74,586 |
247,620 |
+2,935 |
Class III Milk(CME) |
Jul11 |
110714 |
21.00 |
21.05 |
20.97 |
21.03 |
+0.52 |
339 |
6,118 |
+27 |
Aug11 |
110715 |
19.45 |
20.23 |
19.36 |
20.20 |
+0.72 |
423 |
6,017 |
+33 |
Sep11 |
110715 |
18.97 |
19.67 |
18.92 |
19.64 |
+0.72 |
192 |
5,238 |
+48 |
Oct11 |
110715 |
18.34 |
19.01 |
18.26 |
18.92 |
+0.66 |
106 |
4,386 |
+30 |
Nov11 |
110715 |
17.69 |
18.40 |
17.69 |
18.33 |
+0.64 |
38 |
3,697 |
+10 |
Total Volume and Open Interest |
997 |
34,088 |
+144 |
Cocoa(ICE) |
Jul11 |
110714 |
3166 |
3166 |
3166 |
3166 |
-14 |
3 |
4 |
-2 |
Sep11 |
110715 |
3144 |
3188 |
3128 |
3168 |
+12 |
12,174 |
68,775 |
-1,163 |
Dec11 |
110715 |
3166 |
3213 |
3155 |
3193 |
+12 |
3,590 |
40,186 |
+95 |
Mar12 |
110715 |
3206 |
3260 |
3206 |
3240 |
+11 |
1,398 |
32,822 |
-378 |
May12 |
110715 |
3259 |
3259 |
3224 |
3240 |
+11 |
1,508 |
11,094 |
+862 |
Jul12 |
110715 |
3224 |
3249 |
3223 |
3243 |
+11 |
8 |
4,175 |
+6 |
Sep12 |
110715 |
3225 |
3259 |
3223 |
3247 |
+11 |
90 |
6,871 |
+81 |
Total Volume and Open Interest |
18,774 |
171,140 |
-499 |
Coffee "C"(ICE) |
Jul11 |
110715 |
257.35 |
259.50 |
252.55 |
252.55 |
-4.80 |
3 |
87 |
+0 |
Sep11 |
110715 |
257.00 |
260.50 |
252.35 |
253.55 |
-4.80 |
11,241 |
55,271 |
+1,568 |
Dec11 |
110715 |
262.00 |
263.75 |
256.20 |
257.30 |
-4.80 |
1,895 |
36,152 |
-495 |
Mar12 |
110715 |
261.75 |
266.05 |
258.80 |
259.55 |
-4.90 |
653 |
9,557 |
+461 |
May12 |
110715 |
266.75 |
267.00 |
260.30 |
260.55 |
-5.05 |
293 |
4,262 |
+355 |
Jul12 |
110715 |
266.35 |
266.40 |
260.15 |
260.15 |
-5.35 |
205 |
1,862 |
+6 |
Total Volume and Open Interest |
14,390 |
110,183 |
+1,981 |
Orange Juice(ICE) |
Sep11 |
110715 |
196.00 |
197.90 |
192.80 |
197.35 |
+1.35 |
698 |
25,635 |
-141 |
Nov11 |
110715 |
181.00 |
184.65 |
179.85 |
183.40 |
+1.05 |
185 |
6,226 |
+67 |
Jan12 |
110715 |
176.50 |
179.25 |
176.50 |
178.30 |
+0.15 |
13 |
1,307 |
+8 |
Mar12 |
110715 |
177.35 |
177.50 |
177.00 |
177.25 |
+0.25 |
6 |
280 |
+3 |
May12 |
110715 |
175.00 |
175.40 |
175.00 |
175.40 |
-0.10 |
2 |
188 |
+2 |
Jul12 |
110715 |
175.65 |
175.70 |
175.65 |
175.65 |
-0.10 |
0 |
106 |
+0 |
Total Volume and Open Interest |
904 |
33,749 |
-61 |
Sugar #11(ICE) |
Oct11 |
110715 |
28.92 |
29.95 |
28.50 |
28.97 |
-0.05 |
65,389 |
306,528 |
-2,741 |
Mar12 |
110715 |
27.90 |
28.74 |
27.51 |
27.89 |
-0.18 |
33,467 |
145,676 |
+2,376 |
May12 |
110715 |
26.57 |
27.25 |
26.09 |
26.47 |
-0.22 |
9,589 |
45,577 |
+84 |
Jul12 |
110715 |
25.41 |
26.04 |
24.95 |
25.35 |
-0.21 |
6,172 |
62,860 |
-836 |
Oct12 |
110715 |
24.56 |
25.15 |
24.01 |
24.49 |
-0.17 |
2,962 |
26,757 |
+155 |
Total Volume and Open Interest |
119,643 |
625,866 |
-639 |
London Cocoa(LCE) |
Sep11 |
110715 |
1967 |
2008 |
1960 |
1992 |
+16 |
10,050 |
74,670 |
+2,694 |
Dec11 |
110715 |
1998 |
2035 |
1996 |
2020 |
+13 |
3,312 |
40,825 |
-259 |
Mar12 |
110715 |
2020 |
2050 |
2019 |
2036 |
+10 |
1,791 |
37,604 |
-205 |
May12 |
110715 |
2027 |
2050 |
2026 |
2043 |
+9 |
277 |
13,241 |
-183 |
Jul12 |
110715 |
2037 |
2054 |
2037 |
2051 |
+9 |
498 |
4,436 |
+61 |
Sep12 |
110715 |
2044 |
2066 |
2044 |
2061 |
+11 |
201 |
4,345 |
+200 |
Dec12 |
110715 |
2065 |
2065 |
2065 |
2065 |
+12 |
0 |
7,349 |
+0 |
Total Volume and Open Interest |
18,308 |
190,170 |
+726 |
London Sugar(LCE) |
Oct11 |
110715 |
748.30 |
771.30 |
743.30 |
756.30 |
-8.20 |
5,179 |
24,922 |
+62 |
Dec11 |
110715 |
714.80 |
734.70 |
710.30 |
720.30 |
-7.30 |
1,107 |
6,476 |
+140 |
Mar12 |
110715 |
694.20 |
719.40 |
692.90 |
705.90 |
-3.60 |
1,263 |
8,438 |
+563 |
May12 |
110715 |
673.90 |
687.60 |
671.70 |
678.20 |
-4.50 |
112 |
3,085 |
-3 |
Aug12 |
110715 |
653.50 |
653.50 |
653.50 |
653.50 |
-1.00 |
102 |
1,627 |
+48 |
Total Volume and Open Interest |
11,732 |
50,110 |
-1,503 |
Cotton(ICE) |
Oct11 |
110715 |
105.00 |
105.00 |
101.35 |
101.46 |
-4.89 |
81 |
506 |
-12 |
Dec11 |
110715 |
102.35 |
103.45 |
99.46 |
99.46 |
-5.00 |
13,034 |
100,437 |
-24 |
Mar12 |
110715 |
98.20 |
99.62 |
95.40 |
96.25 |
-3.38 |
1,810 |
21,467 |
+61 |
May12 |
110715 |
96.20 |
97.34 |
94.80 |
95.89 |
-1.36 |
221 |
4,788 |
-31 |
Jul12 |
110715 |
95.30 |
96.08 |
94.45 |
95.21 |
-0.90 |
179 |
6,526 |
+41 |
Oct12 |
110715 |
94.39 |
94.78 |
94.39 |
94.39 |
-0.90 |
0 |
3 |
+0 |
Total Volume and Open Interest |
15,337 |
137,376 |
+35 |
Lumber(CME) |
Jul11 |
110715 |
257.7 |
258.0 |
250.0 |
258.0 |
unch |
69 |
89 |
-58 |
Sep11 |
110715 |
264.1 |
266.6 |
260.5 |
260.5 |
-3.1 |
396 |
5,823 |
-14 |
Nov11 |
110715 |
274.8 |
277.0 |
272.0 |
276.5 |
+3.0 |
245 |
2,127 |
-36 |
Jan12 |
110715 |
294.8 |
295.0 |
292.1 |
294.8 |
-2.2 |
19 |
643 |
+12 |
Total Volume and Open Interest |
731 |
8,740 |
-95 |
Crude Oil(NYM) |
Aug11 |
110715 |
96.03 |
97.74 |
95.21 |
97.24 |
+1.55 |
355,098 |
159,031 |
-26,053 |
Sep11 |
110715 |
96.40 |
98.12 |
95.63 |
97.60 |
+1.49 |
146,042 |
308,043 |
+31,294 |
Oct11 |
110715 |
96.82 |
98.52 |
96.06 |
97.99 |
+1.44 |
44,863 |
85,649 |
+5,955 |
Nov11 |
110715 |
97.14 |
98.91 |
96.64 |
98.46 |
+1.40 |
30,565 |
69,661 |
-1,864 |
Dec11 |
110715 |
97.86 |
99.40 |
97.15 |
98.99 |
+1.34 |
57,109 |
204,635 |
+2,910 |
Jan12 |
110715 |
98.42 |
99.68 |
97.87 |
99.49 |
+1.28 |
9,708 |
51,235 |
-545 |
Feb12 |
110715 |
98.86 |
100.25 |
98.23 |
99.94 |
+1.22 |
5,917 |
25,769 |
-276 |
Mar12 |
110715 |
100.51 |
100.51 |
100.07 |
100.34 |
+1.17 |
7,301 |
32,200 |
-755 |
Apr12 |
110715 |
99.59 |
100.71 |
99.36 |
100.71 |
+1.13 |
6,091 |
21,679 |
+1,195 |
May12 |
110715 |
100.52 |
101.04 |
100.52 |
101.04 |
+1.09 |
4,027 |
18,374 |
-170 |
Jun12 |
110715 |
100.29 |
101.83 |
99.96 |
101.36 |
+1.07 |
11,269 |
76,195 |
+423 |
Jul12 |
110715 |
101.78 |
101.88 |
101.26 |
101.66 |
+1.05 |
2,568 |
31,440 |
+124 |
Aug12 |
110715 |
101.88 |
101.88 |
101.88 |
101.88 |
+1.03 |
1,981 |
14,411 |
+240 |
Sep12 |
110715 |
102.10 |
102.10 |
102.10 |
102.10 |
+1.02 |
1,710 |
14,931 |
+208 |
Oct12 |
110715 |
102.33 |
102.33 |
102.33 |
102.33 |
+1.01 |
844 |
9,954 |
-173 |
Nov12 |
110715 |
102.60 |
102.60 |
102.60 |
102.60 |
+1.00 |
891 |
22,380 |
+37 |
Total Volume and Open Interest |
718,474 |
1,552,946 |
+14,690 |
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 |
110715 |
96.450 |
98.100 |
95.625 |
97.600 |
+1.500 |
980 |
2,664 |
+120 |
Oct11 |
110715 |
96.375 |
98.150 |
96.375 |
98.000 |
+1.450 |
94 |
307 |
+3 |
Nov11 |
110715 |
98.450 |
98.450 |
98.450 |
98.450 |
+1.400 |
11 |
176 |
-5 |
Dec11 |
110715 |
98.850 |
99.000 |
98.675 |
99.000 |
+1.350 |
17 |
270 |
-3 |
Jan12 |
110715 |
99.500 |
99.500 |
99.500 |
99.500 |
+1.300 |
0 |
6 |
+0 |
Feb12 |
110715 |
99.950 |
99.950 |
99.950 |
99.950 |
+1.225 |
0 |
3 |
+0 |
Mar12 |
110715 |
99.900 |
100.350 |
99.900 |
100.350 |
+1.175 |
0 |
11 |
+0 |
Apr12 |
110715 |
100.700 |
100.700 |
100.700 |
100.700 |
+1.125 |
|
|
|
Total Volume and Open Interest |
10,854 |
7,402 |
+376 |
Heating Oil(NYM) |
Aug11 |
110715 |
309.46 |
313.10 |
305.78 |
311.80 |
+3.31 |
56,371 |
66,415 |
-2,251 |
Sep11 |
110715 |
310.65 |
314.16 |
306.98 |
312.92 |
+3.30 |
31,803 |
63,373 |
+7,124 |
Oct11 |
110715 |
311.57 |
315.30 |
308.50 |
314.20 |
+3.33 |
10,727 |
33,797 |
+1,020 |
Nov11 |
110715 |
313.78 |
316.96 |
313.41 |
315.78 |
+3.31 |
6,145 |
25,624 |
+781 |
Dec11 |
110715 |
313.94 |
318.52 |
311.45 |
317.38 |
+3.29 |
9,532 |
33,542 |
+721 |
Jan12 |
110715 |
317.08 |
319.50 |
316.98 |
318.82 |
+3.29 |
3,433 |
24,134 |
-225 |
Feb12 |
110715 |
313.68 |
318.98 |
313.63 |
318.90 |
+3.25 |
1,130 |
9,898 |
+297 |
Mar12 |
110715 |
317.53 |
317.94 |
317.06 |
317.94 |
+3.17 |
669 |
7,341 |
+234 |
Apr12 |
110715 |
315.62 |
315.85 |
315.00 |
315.85 |
+3.10 |
245 |
3,788 |
+39 |
May12 |
110715 |
313.60 |
313.91 |
313.60 |
313.91 |
+3.07 |
273 |
3,350 |
+2 |
Jun12 |
110715 |
310.90 |
313.83 |
310.90 |
313.01 |
+3.02 |
479 |
21,268 |
+59 |
Jul12 |
110715 |
313.51 |
313.51 |
313.51 |
313.51 |
+3.02 |
5 |
2,028 |
-4 |
Total Volume and Open Interest |
120,885 |
305,975 |
+7,788 |
Gasoline(NYMEX) |
Aug11 |
110715 |
312.39 |
315.22 |
309.60 |
312.93 |
+0.45 |
47,828 |
64,337 |
-1,132 |
Sep11 |
110715 |
306.34 |
309.28 |
303.62 |
307.65 |
+1.48 |
35,681 |
56,827 |
+2,529 |
Oct11 |
110715 |
291.65 |
294.70 |
289.45 |
293.60 |
+2.09 |
15,813 |
29,471 |
+1,253 |
Nov11 |
110715 |
285.25 |
290.48 |
284.96 |
289.88 |
+2.24 |
7,850 |
14,216 |
-179 |
Dec11 |
110715 |
285.70 |
289.02 |
283.27 |
288.24 |
+2.14 |
9,917 |
28,116 |
+371 |
Jan12 |
110715 |
285.20 |
288.83 |
283.65 |
288.56 |
+2.01 |
2,537 |
9,298 |
-175 |
Feb12 |
110715 |
285.45 |
289.93 |
285.45 |
289.85 |
+1.92 |
616 |
5,342 |
+79 |
Mar12 |
110715 |
286.70 |
291.66 |
286.70 |
291.66 |
+1.86 |
519 |
7,039 |
+226 |
Apr12 |
110715 |
297.62 |
302.66 |
297.62 |
302.66 |
+1.71 |
163 |
4,616 |
+25 |
May12 |
110715 |
302.76 |
302.76 |
302.76 |
302.76 |
+1.66 |
174 |
1,959 |
+20 |
Total Volume and Open Interest |
121,719 |
239,324 |
+3,152 |
e-miNY RBOB Gasoline(NYM) |
Aug11 |
110715 |
312.90 |
312.93 |
312.90 |
312.90 |
+0.40 |
0 |
3 |
+0 |
Sep11 |
110715 |
307.70 |
307.70 |
307.65 |
307.70 |
+1.50 |
|
|
|
Oct11 |
110715 |
293.60 |
293.60 |
293.60 |
293.60 |
+2.10 |
0 |
1 |
+0 |
Nov11 |
110715 |
289.90 |
289.90 |
289.88 |
289.90 |
+2.30 |
|
|
|
Total Volume and Open Interest |
0 |
6 |
+0 |
Natural Gas(NYM) |
Aug11 |
110715 |
4.402 |
4.555 |
4.383 |
4.546 |
+0.168 |
112,395 |
116,151 |
-12,786 |
Sep11 |
110715 |
4.383 |
4.528 |
4.359 |
4.520 |
+0.162 |
60,298 |
212,033 |
+3,687 |
Oct11 |
110715 |
4.399 |
4.544 |
4.385 |
4.535 |
+0.157 |
35,950 |
135,005 |
+2,336 |
Nov11 |
110715 |
4.535 |
4.648 |
4.502 |
4.639 |
+0.138 |
25,368 |
93,723 |
+628 |
Dec11 |
110715 |
4.723 |
4.823 |
4.694 |
4.816 |
+0.120 |
15,172 |
42,640 |
-384 |
Jan12 |
110715 |
4.830 |
4.920 |
4.800 |
4.914 |
+0.110 |
18,804 |
103,614 |
+876 |
Feb12 |
110715 |
4.825 |
4.912 |
4.801 |
4.912 |
+0.110 |
2,748 |
23,685 |
+632 |
Mar12 |
110715 |
4.750 |
4.865 |
4.750 |
4.864 |
+0.108 |
5,783 |
48,430 |
-214 |
Apr12 |
110715 |
4.658 |
4.778 |
4.658 |
4.770 |
+0.100 |
4,634 |
46,538 |
-138 |
May12 |
110715 |
4.730 |
4.795 |
4.730 |
4.788 |
+0.095 |
344 |
10,053 |
-47 |
Jun12 |
110715 |
4.741 |
4.816 |
4.741 |
4.816 |
+0.091 |
375 |
11,166 |
-17 |
Jul12 |
110715 |
4.854 |
4.860 |
4.824 |
4.856 |
+0.089 |
185 |
9,199 |
-18 |
Aug12 |
110715 |
4.870 |
4.888 |
4.864 |
4.884 |
+0.088 |
209 |
8,581 |
+138 |
Sep12 |
110715 |
4.875 |
4.893 |
4.875 |
4.892 |
+0.087 |
59 |
6,895 |
+12 |
Oct12 |
110715 |
4.918 |
4.935 |
4.902 |
4.933 |
+0.087 |
605 |
32,777 |
+104 |
Nov12 |
110715 |
5.041 |
5.069 |
5.040 |
5.069 |
+0.081 |
182 |
5,020 |
+90 |
Total Volume and Open Interest |
283,446 |
983,172 |
-5,058 |
Brent Crude Oil(ICE) |
Sep11 |
110715 |
116.23 |
117.75 |
115.16 |
117.26 |
+1.00 |
240,131 |
222,525 |
+10,404 |
Oct11 |
110715 |
116.59 |
117.77 |
115.28 |
117.27 |
+0.91 |
74,769 |
106,497 |
+9,937 |
Nov11 |
110715 |
116.72 |
117.88 |
115.50 |
117.40 |
+0.85 |
31,238 |
41,031 |
-194 |
Dec11 |
110715 |
116.87 |
118.05 |
115.60 |
117.52 |
+0.84 |
60,093 |
94,747 |
-3,501 |
Jan12 |
110715 |
116.34 |
117.98 |
116.00 |
117.57 |
+0.83 |
11,441 |
23,054 |
-715 |
Feb12 |
110715 |
116.33 |
117.99 |
115.99 |
117.54 |
+0.81 |
5,480 |
17,878 |
-183 |
Mar12 |
110715 |
116.47 |
117.93 |
115.73 |
117.49 |
+0.79 |
5,250 |
33,425 |
+48 |
Apr12 |
110715 |
116.44 |
117.87 |
115.72 |
117.44 |
+0.76 |
3,675 |
13,124 |
+654 |
May12 |
110715 |
116.38 |
117.79 |
115.66 |
117.36 |
+0.75 |
2,298 |
7,715 |
-625 |
Jun12 |
110715 |
116.65 |
117.70 |
115.60 |
117.27 |
+0.74 |
8,278 |
39,796 |
+365 |
Jul12 |
110715 |
117.18 |
117.18 |
117.18 |
117.18 |
+0.72 |
1,632 |
8,234 |
+395 |
Aug12 |
110715 |
117.04 |
117.04 |
117.04 |
117.04 |
+0.70 |
1,057 |
5,348 |
+12 |
Sep12 |
110715 |
116.87 |
116.87 |
116.87 |
116.87 |
+0.69 |
761 |
7,792 |
+19 |
Oct12 |
110715 |
116.70 |
116.70 |
116.70 |
116.70 |
+0.67 |
222 |
3,582 |
-25 |
Total Volume and Open Interest |
578,991 |
792,783 |
-7,612 |
Gas Oil(ICE) |
Aug11 |
110715 |
972.50 |
982.50 |
959.00 |
977.25 |
+4.75 |
77,026 |
126,789 |
-3,128 |
Sep11 |
110715 |
973.00 |
984.75 |
961.50 |
979.75 |
+5.25 |
58,780 |
124,441 |
+3,515 |
Oct11 |
110715 |
975.75 |
986.75 |
964.25 |
981.75 |
+5.50 |
20,081 |
51,514 |
-101 |
Nov11 |
110715 |
977.00 |
988.00 |
969.00 |
983.00 |
+5.50 |
8,435 |
34,060 |
-303 |
Dec11 |
110715 |
978.50 |
989.00 |
967.00 |
984.75 |
+5.50 |
20,546 |
57,546 |
+3,312 |
Jan12 |
110715 |
980.75 |
990.75 |
971.00 |
987.00 |
+5.75 |
4,859 |
33,338 |
-563 |
Feb12 |
110715 |
973.25 |
987.50 |
973.25 |
987.50 |
+5.75 |
2,987 |
10,939 |
+718 |
Mar12 |
110715 |
975.50 |
988.00 |
971.50 |
988.00 |
+5.50 |
2,104 |
11,845 |
+664 |
Apr12 |
110715 |
987.50 |
987.75 |
987.50 |
987.75 |
+5.75 |
2,684 |
8,289 |
-148 |
May12 |
110715 |
986.75 |
987.25 |
986.75 |
987.25 |
+6.00 |
1,760 |
7,521 |
-590 |
Total Volume and Open Interest |
205,546 |
568,885 |
+4,794 |
Ethanol(CBOT) |
Jul11 |
110706 |
2.758 |
2.795 |
2.758 |
2.761 |
+0.027 |
42 |
209 |
-19 |
Aug11 |
110715 |
2.853 |
2.881 |
2.853 |
2.873 |
+0.036 |
316 |
1,089 |
-74 |
Sep11 |
110715 |
2.734 |
2.761 |
2.730 |
2.737 |
+0.019 |
264 |
1,721 |
-21 |
Oct11 |
110715 |
2.637 |
2.644 |
2.621 |
2.625 |
+0.020 |
202 |
1,360 |
-19 |
Nov11 |
110715 |
2.577 |
2.577 |
2.554 |
2.554 |
+0.018 |
132 |
990 |
-9 |
Dec11 |
110715 |
2.552 |
2.552 |
2.520 |
2.527 |
+0.021 |
229 |
1,257 |
-36 |
Jan12 |
110715 |
2.510 |
2.510 |
2.487 |
2.488 |
+0.017 |
65 |
546 |
-33 |
Feb12 |
110715 |
2.496 |
2.496 |
2.484 |
2.485 |
+0.016 |
8 |
282 |
+0 |
Total Volume and Open Interest |
1,243 |
8,846 |
-171 |
WTI Crude Oil(ICE |
Aug11 |
110715 |
95.90 |
97.73 |
95.22 |
97.24 |
+1.55 |
74,581 |
37,593 |
-6,126 |
Sep11 |
110715 |
96.30 |
98.11 |
95.63 |
97.60 |
+1.49 |
45,017 |
82,290 |
+5,254 |
Oct11 |
110715 |
96.88 |
98.46 |
96.08 |
97.99 |
+1.44 |
17,067 |
36,930 |
+1,356 |
Nov11 |
110715 |
97.10 |
98.91 |
96.59 |
98.46 |
+1.40 |
7,272 |
24,986 |
+91 |
Dec11 |
110715 |
98.15 |
99.45 |
97.15 |
98.99 |
+1.34 |
18,403 |
92,272 |
-556 |
Jan12 |
110715 |
98.81 |
99.96 |
97.73 |
99.49 |
+1.28 |
2,083 |
17,789 |
+83 |
Feb12 |
110715 |
98.55 |
100.41 |
98.55 |
99.94 |
+1.22 |
1,742 |
5,718 |
+16 |
Mar12 |
110715 |
99.23 |
100.82 |
99.01 |
100.34 |
+1.17 |
2,693 |
13,196 |
-750 |
Apr12 |
110715 |
99.65 |
101.08 |
99.65 |
100.71 |
+1.13 |
1,526 |
4,360 |
-165 |
May12 |
110715 |
101.04 |
101.04 |
101.04 |
101.04 |
+1.09 |
911 |
3,073 |
-3 |
Jun12 |
110715 |
100.16 |
101.91 |
100.16 |
101.36 |
+1.07 |
2,803 |
27,612 |
+221 |
Jul12 |
110715 |
101.50 |
101.66 |
101.50 |
101.66 |
+1.05 |
244 |
4,342 |
-25 |
Aug12 |
110715 |
101.88 |
101.88 |
101.88 |
101.88 |
+1.03 |
64 |
1,241 |
-30 |
Sep12 |
110715 |
102.10 |
102.10 |
102.10 |
102.10 |
+1.02 |
2 |
5,029 |
+0 |
Oct12 |
110715 |
102.33 |
102.33 |
102.33 |
102.33 |
+1.01 |
10 |
1,032 |
+5 |
Nov12 |
110715 |
102.60 |
102.60 |
102.60 |
102.60 |
+1.00 |
11 |
2,556 |
-7 |
Total Volume and Open Interest |
182,472 |
480,406 |
+497 |
US Dollar Index(ICE) |
Sep11 |
110715 |
75.440 |
75.745 |
75.290 |
75.520 |
-0.043 |
37,201 |
48,079 |
-1,203 |
Dec11 |
110715 |
76.185 |
76.205 |
75.880 |
75.970 |
-0.052 |
116 |
642 |
+48 |
Mar12 |
110715 |
76.470 |
76.470 |
76.470 |
76.470 |
-0.052 |
0 |
1 |
+0 |
Total Volume and Open Interest |
37,317 |
48,722 |
-1,155 |
Australian Dollar(CME) |
Sep11 |
110715 |
106.35 |
106.61 |
105.33 |
105.40 |
-0.83 |
140,290 |
126,211 |
+5,848 |
Dec11 |
110715 |
105.06 |
105.09 |
104.27 |
104.28 |
-0.81 |
80 |
391 |
+56 |
Mar12 |
110715 |
103.24 |
104.00 |
103.24 |
103.24 |
-0.76 |
0 |
2 |
+0 |
Total Volume and Open Interest |
140,370 |
126,607 |
+5,904 |
British Pound(CME) |
Sep11 |
110715 |
161.30 |
161.64 |
160.64 |
161.10 |
-0.07 |
154,064 |
105,932 |
-14,949 |
Dec11 |
110715 |
161.33 |
161.33 |
160.95 |
160.95 |
-0.06 |
50 |
249 |
+4 |
Mar12 |
110715 |
160.80 |
160.85 |
160.80 |
160.80 |
-0.05 |
0 |
2 |
+0 |
Total Volume and Open Interest |
154,114 |
106,189 |
-14,945 |
Canadian Dollar(CME) |
Sep11 |
110715 |
104.00 |
104.89 |
103.74 |
104.45 |
+0.46 |
87,491 |
106,010 |
-707 |
Dec11 |
110715 |
103.86 |
104.66 |
103.55 |
104.24 |
+0.47 |
270 |
3,934 |
+7 |
Mar12 |
110715 |
104.00 |
104.04 |
103.59 |
104.04 |
+0.45 |
24 |
599 |
+11 |
Jun12 |
110715 |
103.79 |
103.79 |
103.35 |
103.79 |
+0.44 |
20 |
295 |
+40 |
Total Volume and Open Interest |
87,805 |
110,975 |
-649 |
Japanese Yen(CME) |
Sep11 |
110715 |
126.37 |
126.81 |
126.20 |
126.54 |
+0.12 |
114,574 |
118,891 |
+3,582 |
Dec11 |
110715 |
126.42 |
126.78 |
126.42 |
126.67 |
+0.13 |
76 |
501 |
+25 |
Mar12 |
110715 |
126.87 |
126.87 |
126.73 |
126.87 |
+0.14 |
2 |
46 |
+2 |
Total Volume and Open Interest |
114,652 |
119,455 |
+3,609 |
Swiss Franc(CME) |
Sep11 |
110715 |
122.67 |
123.18 |
122.14 |
122.90 |
+0.51 |
58,564 |
49,368 |
+918 |
Dec11 |
110715 |
122.94 |
123.07 |
122.43 |
123.03 |
+0.51 |
67 |
170 |
-5 |
Mar12 |
110715 |
123.21 |
123.21 |
122.68 |
123.21 |
+0.53 |
0 |
2 |
+0 |
Total Volume and Open Interest |
58,631 |
49,543 |
+913 |
EuroFX(CME) |
Sep11 |
110715 |
141.21 |
141.73 |
140.65 |
141.08 |
unch |
436,217 |
182,906 |
-640 |
Dec11 |
110715 |
140.83 |
141.30 |
140.48 |
140.74 |
+0.01 |
258 |
837 |
+41 |
Mar12 |
110715 |
140.35 |
140.80 |
140.35 |
140.44 |
+0.03 |
2 |
362 |
+0 |
Total Volume and Open Interest |
436,477 |
184,942 |
-599 |
Mexican Peso(CME) |
Jul11 |
110715 |
852.2 |
853.2 |
852.2 |
852.2 |
-1.0 |
|
|
|
Aug11 |
110715 |
850.2 |
851.2 |
850.2 |
850.2 |
-1.0 |
|
|
|
Total Volume and Open Interest |
43,157 |
137,062 |
-8,712 |
30-Year T-Bonds(CBOT) |
Sep11 |
110715 |
125~220 |
126~050 |
125~030 |
126~010 |
+0~070 |
404,776 |
636,472 |
+2,906 |
Dec11 |
110715 |
124~020 |
124~200 |
123~300 |
124~180 |
+0~070 |
71 |
1,387 |
+9 |
Mar12 |
110715 |
123~040 |
123~040 |
122~290 |
123~040 |
+0~070 |
|
|
|
Total Volume and Open Interest |
404,847 |
637,859 |
+2,915 |
10-Year T-Notes(CBOT) |
Sep11 |
110715 |
124~125 |
124~290 |
124~075 |
124~275 |
+0~135 |
1,493,281 |
1,832,230 |
+32,065 |
Dec11 |
110715 |
122~270 |
123~135 |
122~265 |
123~135 |
+0~150 |
900 |
14,758 |
+178 |
Mar12 |
110715 |
122~135 |
122~135 |
121~305 |
122~135 |
+0~150 |
|
|
|
Total Volume and Open Interest |
1,494,181 |
1,846,988 |
+32,243 |
5-Year T-Notes(CBOT) |
Sep11 |
110715 |
120~064 |
120~107 |
120~055 |
120~104 |
+0~033 |
778,507 |
1,545,624 |
+12,853 |
Dec11 |
110715 |
119~081 |
119~081 |
119~049 |
119~081 |
+0~032 |
0 |
4 |
+0 |
Mar12 |
110715 |
118~105 |
118~105 |
118~073 |
118~105 |
+0~032 |
|
|
|
Total Volume and Open Interest |
778,507 |
1,545,628 |
+12,853 |
2 Year T-Notes(CBOT) |
Sep11 |
110715 |
109~114 |
109~120 |
109~112 |
109~118 |
+0~003 |
303,324 |
1,001,226 |
+4,937 |
Dec11 |
110715 |
109~087 |
109~087 |
109~084 |
109~087 |
+0~003 |
0 |
31 |
+0 |
Mar12 |
110715 |
109~025 |
109~025 |
109~022 |
109~025 |
+0~003 |
|
|
|
Total Volume and Open Interest |
303,324 |
1,001,257 |
+4,937 |
Eurodollars(CME) |
Sep11 |
110715 |
99.610 |
99.615 |
99.575 |
99.585 |
-0.020 |
323,071 |
1,222,862 |
+20,154 |
Dec11 |
110715 |
99.515 |
99.520 |
99.445 |
99.470 |
-0.040 |
365,222 |
1,212,740 |
-61,042 |
Mar12 |
110715 |
99.480 |
99.485 |
99.400 |
99.425 |
-0.050 |
316,624 |
1,506,661 |
-17,176 |
Jun12 |
110715 |
99.420 |
99.425 |
99.360 |
99.380 |
-0.040 |
277,927 |
1,383,408 |
-25,918 |
Sep12 |
110715 |
99.320 |
99.335 |
99.290 |
99.300 |
-0.025 |
293,230 |
1,079,207 |
+5,101 |
Dec12 |
110715 |
99.150 |
99.190 |
99.140 |
99.160 |
-0.010 |
335,851 |
721,750 |
-10,720 |
Mar13 |
110715 |
98.975 |
99.025 |
98.960 |
99.005 |
+0.010 |
293,378 |
620,719 |
+40,148 |
Jun13 |
110715 |
98.750 |
98.815 |
98.745 |
98.800 |
+0.020 |
238,767 |
364,090 |
+3,232 |
Sep13 |
110715 |
98.510 |
98.590 |
98.505 |
98.565 |
+0.025 |
222,915 |
421,662 |
+21,968 |
Dec13 |
110715 |
98.240 |
98.330 |
98.235 |
98.305 |
+0.035 |
175,674 |
314,337 |
+15,481 |
Mar14 |
110715 |
97.980 |
98.075 |
97.975 |
98.050 |
+0.040 |
94,977 |
255,303 |
+8,447 |
Jun14 |
110715 |
97.725 |
97.810 |
97.710 |
97.790 |
+0.045 |
78,851 |
194,873 |
+5,265 |
Sep14 |
110715 |
97.470 |
97.555 |
97.455 |
97.540 |
+0.055 |
39,872 |
95,476 |
+857 |
Dec14 |
110715 |
97.205 |
97.295 |
97.195 |
97.285 |
+0.060 |
41,749 |
112,092 |
-2,413 |
Mar15 |
110715 |
96.980 |
97.060 |
96.965 |
97.050 |
+0.060 |
26,643 |
90,042 |
+3,145 |
Jun15 |
110715 |
4.985 |
5.080 |
4.985 |
5.065 |
+0.060 |
26,492 |
71,928 |
+752 |
Sep15 |
110715 |
4.780 |
4.865 |
4.760 |
4.845 |
+0.065 |
12,356 |
55,871 |
-579 |
Dec15 |
110715 |
4.565 |
4.650 |
4.555 |
4.630 |
+0.065 |
13,431 |
49,775 |
+2,131 |
Total Volume and Open Interest |
|
|
|
30 Day Federal Funds(CBOT) |
Jul11 |
110715 |
99.930 |
99.933 |
99.927 |
99.927 |
unch |
3,021 |
68,936 |
+229 |
Aug11 |
110715 |
99.910 |
99.920 |
99.910 |
99.915 |
+0.005 |
6,469 |
57,783 |
-400 |
Sep11 |
110715 |
99.895 |
99.905 |
99.895 |
99.900 |
+0.005 |
6,761 |
50,924 |
+2,208 |
Oct11 |
110715 |
99.885 |
99.890 |
99.880 |
99.885 |
unch |
7,983 |
49,501 |
-1,508 |
Nov11 |
110715 |
99.875 |
99.880 |
99.865 |
99.875 |
unch |
4,010 |
48,772 |
-448 |
Dec11 |
110715 |
99.865 |
99.870 |
99.850 |
99.865 |
+0.005 |
4,249 |
55,081 |
+36 |
Total Volume and Open Interest |
85,096 |
776,791 |
+8,722 |
30 Day Fed Funds(e-CBOT) |
3-Mth Euro-Yen(CME) |
Sep11 |
110715 |
99.662 |
99.662 |
99.662 |
99.662 |
unch |
0 |
51 |
+0 |
Dec11 |
110715 |
99.660 |
99.660 |
99.660 |
99.660 |
unch |
0 |
75 |
+0 |
Mar12 |
110715 |
99.652 |
99.652 |
99.652 |
99.652 |
unch |
|
|
|
Jun12 |
110715 |
99.645 |
99.645 |
99.645 |
99.645 |
unch |
|
|
|
Sep12 |
110715 |
99.580 |
99.580 |
99.580 |
99.580 |
unch |
|
|
|
Dec12 |
110715 |
99.630 |
99.630 |
99.630 |
99.630 |
+0.005 |
|
|
|
Mar13 |
110715 |
99.630 |
99.630 |
99.630 |
99.630 |
+0.005 |
|
|
|
Jun13 |
110715 |
99.585 |
99.585 |
99.585 |
99.585 |
+0.005 |
|
|
|
Sep13 |
110715 |
99.445 |
99.445 |
99.445 |
99.445 |
+0.005 |
|
|
|
Dec13 |
110715 |
99.305 |
99.305 |
99.305 |
99.305 |
+0.005 |
|
|
|
Total Volume and Open Interest |
0 |
126 |
+0 |
3-Mth Euro-Yen(SGX) |
Sep11 |
110715 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
0 |
1,332 |
+0 |
Dec11 |
110715 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
0 |
1,392 |
+0 |
Mar12 |
110715 |
99.65 |
99.65 |
99.65 |
99.65 |
unch |
10 |
1,823 |
+0 |
Jun12 |
110715 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
0 |
1,374 |
+0 |
Sep12 |
110715 |
99.58 |
99.58 |
99.58 |
99.58 |
unch |
0 |
411 |
+0 |
Dec12 |
110715 |
99.63 |
99.63 |
99.63 |
99.63 |
+0.00 |
0 |
24 |
+0 |
Mar13 |
110715 |
99.63 |
99.63 |
99.63 |
99.63 |
+0.00 |
0 |
1 |
+0 |
Jun13 |
110715 |
99.58 |
99.58 |
99.58 |
99.58 |
+0.00 |
|
|
|
Total Volume and Open Interest |
10 |
6,357 |
+0 |
Japanese Gov't Bonds(SGX) |
Sep11 |
110712 |
141.13 |
141.76 |
141.13 |
141.63 |
+0.54 |
1,313 |
22,053 |
-481 |
Dec11 |
110715 |
141.00 |
141.28 |
141.00 |
141.28 |
unch |
0 |
2 |
+0 |
Mar12 |
110715 |
139.19 |
139.19 |
139.19 |
139.19 |
unch |
|
|
|
Total Volume and Open Interest |
2,548 |
23,704 |
-473 |
Euro-Bund(EUREX) |
Sep11 |
110715 |
128.50 |
129.29 |
128.43 |
128.99 |
+0.57 |
1,311,143 |
965,727 |
+10,401 |
Dec11 |
110715 |
127.39 |
127.86 |
127.34 |
127.69 |
+0.58 |
467 |
326 |
-19 |
Mar12 |
110715 |
127.67 |
127.67 |
127.67 |
127.67 |
+0.57 |
|
|
|
Total Volume and Open Interest |
1,311,610 |
966,053 |
+10,382 |
Euro-Bobl(EUREX) |
Sep11 |
110715 |
118.66 |
119.11 |
118.62 |
118.84 |
+0.27 |
756,050 |
771,086 |
+22,539 |
Dec11 |
110715 |
117.87 |
117.87 |
117.87 |
117.87 |
+0.27 |
0 |
696 |
+0 |
Mar12 |
110715 |
117.87 |
117.87 |
117.87 |
117.87 |
+0.27 |
|
|
|
Total Volume and Open Interest |
756,050 |
771,782 |
+22,539 |
3-Mth Euribor(EUREX) |
Sep11 |
110715 |
98.360 |
98.360 |
98.350 |
98.355 |
+0.015 |
0 |
1,888 |
+0 |
Dec11 |
110715 |
98.330 |
98.340 |
98.325 |
98.325 |
+0.020 |
0 |
1,358 |
+0 |
Mar12 |
110715 |
98.335 |
98.335 |
98.315 |
98.315 |
+0.030 |
1 |
839 |
-1 |
Total Volume and Open Interest |
1 |
7,130 |
-1 |
Long Gilt(LIFFE) |
Sep11 |
110704 |
120~07 |
120~16 |
120~05 |
120~10 |
-0~12 |
206,757 |
378,594 |
+19,248 |
Dec11 |
110715 |
121~30 |
121~30 |
121~27 |
121~28 |
+0~09 |
|
|
|
Total Volume and Open Interest |
151,363 |
363,704 |
+3,449 |
3-Mth Short Sterling(LIFFE) |
Sep11 |
110715 |
99.10 |
99.11 |
99.09 |
99.10 |
unch |
26,746 |
432,320 |
-2,818 |
Dec11 |
110715 |
99.06 |
99.08 |
99.04 |
99.07 |
+0.01 |
58,549 |
523,654 |
+4,373 |
Mar12 |
110715 |
99.03 |
99.04 |
99.01 |
99.04 |
+0.03 |
42,989 |
493,920 |
-3,917 |
Jun12 |
110715 |
98.94 |
98.98 |
98.94 |
98.97 |
+0.03 |
38,704 |
339,969 |
-2,005 |
Sep12 |
110715 |
98.83 |
98.88 |
98.83 |
98.87 |
+0.03 |
50,240 |
326,390 |
+1,269 |
Dec12 |
110715 |
98.69 |
98.74 |
98.68 |
98.71 |
+0.03 |
44,267 |
279,784 |
-918 |
Total Volume and Open Interest |
383,873 |
2,776,340 |
+1,877 |
3-Mth Euribor(LIFFE) |
Sep11 |
110715 |
98.350 |
98.360 |
98.330 |
98.355 |
+0.015 |
127,833 |
739,878 |
-6,890 |
Dec11 |
110715 |
98.320 |
98.340 |
98.310 |
98.325 |
+0.020 |
189,035 |
566,343 |
+17,418 |
Mar12 |
110715 |
98.305 |
98.340 |
98.295 |
98.315 |
+0.030 |
175,779 |
476,961 |
+4,561 |
Total Volume and Open Interest |
1,188,471 |
3,614,889 |
+66,941 |
3-Mth Aus T-Bills(SFE) |
Sep11 |
110715 |
95.27 |
95.32 |
95.22 |
95.32 |
+0.05 |
28,379 |
264,081 |
+7,712 |
Dec11 |
110715 |
95.37 |
95.43 |
95.31 |
95.43 |
+0.07 |
35,510 |
262,328 |
+7,963 |
Mar12 |
110715 |
95.38 |
95.48 |
95.32 |
95.48 |
+0.10 |
19,347 |
143,240 |
+1,065 |
Jun12 |
110715 |
95.33 |
95.48 |
95.29 |
95.48 |
+0.12 |
7,106 |
83,758 |
+1,374 |
Sep12 |
110715 |
95.26 |
95.41 |
95.22 |
95.41 |
+0.12 |
3,061 |
52,333 |
+1,085 |
Dec12 |
110715 |
95.19 |
95.33 |
95.15 |
95.33 |
+0.11 |
835 |
30,919 |
-442 |
Mar13 |
110715 |
95.10 |
95.25 |
95.09 |
95.25 |
+0.10 |
512 |
29,129 |
+97 |
Jun13 |
110715 |
95.02 |
95.17 |
95.02 |
95.17 |
+0.11 |
72 |
10,617 |
-2 |
Sep13 |
110715 |
95.10 |
95.10 |
95.10 |
95.10 |
+0.11 |
100 |
2,034 |
+42 |
Dec13 |
110715 |
95.02 |
95.02 |
95.02 |
95.02 |
+0.11 |
100 |
1,417 |
+0 |
Total Volume and Open Interest |
95,022 |
880,022 |
+18,894 |
10-Year Aus T-Bonds(SFE) |
Sep11 |
110715 |
95.08 |
95.10 |
95.01 |
95.09 |
+0.01 |
67,492 |
399,986 |
-4,820 |
Dec11 |
110715 |
95.09 |
95.09 |
95.09 |
95.09 |
+0.01 |
|
|
|
Total Volume and Open Interest |
67,492 |
399,986 |
-4,820 |
3-Year Aus T-Bonds(SFE) |
Sep11 |
110705 |
95.20 |
95.26 |
95.18 |
95.25 |
+0.05 |
169,519 |
623,051 |
-30,911 |
Dec11 |
110715 |
95.63 |
95.63 |
95.63 |
95.63 |
+0.08 |
|
|
|
Total Volume and Open Interest |
210,153 |
664,941 |
-7,966 |
Gold(CMX) |
Aug11 |
110715 |
1587.6 |
1594.4 |
1576.0 |
1590.1 |
+0.8 |
210,275 |
287,096 |
-508 |
Oct11 |
110715 |
1588.0 |
1595.4 |
1577.4 |
1591.0 |
+0.8 |
3,893 |
14,753 |
+1,202 |
Dec11 |
110715 |
1591.2 |
1596.4 |
1578.0 |
1592.0 |
+0.8 |
26,195 |
124,542 |
+10,531 |
Feb12 |
110715 |
1590.7 |
1597.9 |
1582.2 |
1593.4 |
+0.8 |
1,379 |
10,745 |
+78 |
Apr12 |
110715 |
1592.0 |
1596.6 |
1592.0 |
1594.9 |
+0.8 |
398 |
6,556 |
-20 |
Jun12 |
110715 |
1590.2 |
1601.1 |
1590.2 |
1596.5 |
+0.9 |
216 |
14,212 |
-30 |
Aug12 |
110715 |
1598.3 |
1598.3 |
1598.3 |
1598.3 |
+0.9 |
7 |
4,622 |
+5 |
Oct12 |
110715 |
1600.5 |
1600.5 |
1600.5 |
1600.5 |
+0.9 |
18 |
4,110 |
+1 |
Dec12 |
110715 |
1590.7 |
1607.0 |
1589.6 |
1603.0 |
+0.9 |
662 |
11,506 |
+176 |
Feb13 |
110715 |
1600.0 |
1605.8 |
1597.0 |
1605.8 |
+0.9 |
76 |
1,527 |
+11 |
Apr13 |
110715 |
1609.1 |
1609.1 |
1609.1 |
1609.1 |
+0.9 |
0 |
201 |
+0 |
Jun13 |
110715 |
1612.9 |
1612.9 |
1612.9 |
1612.9 |
+0.9 |
50 |
11,055 |
+0 |
Total Volume and Open Interest |
243,722 |
531,753 |
+11,551 |
Silver(CMX) |
Jul11 |
110715 |
3838.5 |
3930.5 |
3791.0 |
3906.3 |
+37.4 |
384 |
420 |
-277 |
Sep11 |
110715 |
3819.5 |
3933.0 |
3789.0 |
3907.1 |
+37.7 |
89,971 |
60,316 |
+2,919 |
Dec11 |
110715 |
3829.0 |
3935.0 |
3791.5 |
3909.1 |
+37.7 |
9,246 |
27,307 |
+432 |
Mar12 |
110715 |
3828.5 |
3930.0 |
3800.0 |
3908.6 |
+37.4 |
91 |
5,213 |
+25 |
May12 |
110715 |
3907.3 |
3907.3 |
3907.3 |
3907.3 |
+37.1 |
29 |
1,545 |
+16 |
Jul12 |
110715 |
3849.0 |
3909.5 |
3849.0 |
3906.1 |
+36.5 |
62 |
1,755 |
+21 |
Sep12 |
110715 |
3894.0 |
3905.0 |
3894.0 |
3905.0 |
+36.5 |
4 |
203 |
+1 |
Total Volume and Open Interest |
101,001 |
116,168 |
+3,373 |
Platinum(NYMEX) |
Jul11 |
110715 |
1770.4 |
1770.4 |
1755.0 |
1755.0 |
-19.3 |
16 |
46 |
-2 |
Oct11 |
110715 |
1768.9 |
1773.4 |
1750.9 |
1755.5 |
-18.8 |
5,980 |
30,260 |
+66 |
Jan12 |
110715 |
1765.8 |
1765.8 |
1756.5 |
1758.0 |
-19.3 |
46 |
1,079 |
+38 |
Apr12 |
110715 |
1760.9 |
1760.9 |
1760.9 |
1760.9 |
-18.8 |
16 |
81 |
+1 |
Total Volume and Open Interest |
6,073 |
31,478 |
+105 |
Palladium(NYMEX) |
Sep11 |
110715 |
782.05 |
785.90 |
770.00 |
780.65 |
-2.70 |
3,327 |
20,175 |
+425 |
Dec11 |
110715 |
772.10 |
781.85 |
772.10 |
781.85 |
-2.70 |
52 |
762 |
+0 |
Mar12 |
110715 |
128.64 |
128.64 |
127.69 |
127.69 |
-2.70 |
1 |
50 |
+1 |
Total Volume and Open Interest |
3,381 |
20,988 |
+427 |
Copper(CMX) |
Jul11 |
110715 |
437.40 |
441.50 |
435.10 |
440.50 |
+3.30 |
481 |
2,967 |
-309 |
Sep11 |
110715 |
438.55 |
442.65 |
435.50 |
441.30 |
+3.30 |
39,181 |
89,232 |
-1,547 |
Dec11 |
110715 |
440.15 |
444.30 |
437.60 |
443.20 |
+3.45 |
4,995 |
34,029 |
+2,173 |
Mar12 |
110715 |
443.80 |
445.00 |
443.65 |
444.30 |
+3.45 |
669 |
11,555 |
+235 |
May12 |
110715 |
444.20 |
444.50 |
443.70 |
444.30 |
+3.45 |
52 |
1,995 |
+50 |
Total Volume and Open Interest |
46,409 |
147,465 |
+601 |
DJIA Index(CBOT) |
Sep11 |
110715 |
12392 |
12460 |
12338 |
12452 |
+70 |
2,040 |
15,143 |
+1,598 |
Dec11 |
110715 |
12330 |
12382 |
12330 |
12382 |
+70 |
0 |
85 |
+0 |
Mar12 |
110715 |
12313 |
12313 |
12243 |
12313 |
+70 |
|
|
|
Jun12 |
110715 |
12243 |
12243 |
12173 |
12243 |
+70 |
|
|
|
Total Volume and Open Interest |
2,040 |
15,228 |
+1,598 |
Mini DJIA Index(CBOT) |
Sep11 |
110715 |
12389 |
12459 |
12329 |
12452 |
+70 |
120,254 |
118,288 |
+1,059 |
Dec11 |
110715 |
12292 |
12382 |
12264 |
12382 |
+70 |
48 |
395 |
+1 |
Mar12 |
110715 |
12313 |
12313 |
12313 |
12313 |
+70 |
0 |
11 |
+0 |
Jun12 |
110715 |
12243 |
12243 |
12243 |
12243 |
+70 |
|
|
|
Total Volume and Open Interest |
120,302 |
118,694 |
+1,060 |
S & P 500(CME) |
Sep11 |
110715 |
1307.80 |
1315.50 |
1299.40 |
1314.90 |
+8.20 |
15,032 |
261,394 |
-3,121 |
Dec11 |
110715 |
1307.20 |
1309.40 |
1298.20 |
1309.40 |
+8.20 |
0 |
10,550 |
-60 |
Mar12 |
110715 |
1303.90 |
1303.90 |
1292.70 |
1303.90 |
+8.20 |
0 |
26 |
+0 |
Jun12 |
110715 |
1298.90 |
1298.90 |
1287.70 |
1298.90 |
+8.20 |
0 |
5 |
+0 |
Total Volume and Open Interest |
15,032 |
271,975 |
-3,181 |
S & P 500 E-Mini(Globex) |
Sep11 |
110715 |
1307.75 |
1315.50 |
1300.50 |
1315.00 |
+8.25 |
2,315,093 |
2,579,101 |
-10,427 |
Dec11 |
110715 |
1301.50 |
1309.50 |
1295.50 |
1309.50 |
+8.25 |
1,312 |
11,656 |
-56 |
Total Volume and Open Interest |
2,316,409 |
2,590,948 |
-10,483 |
NASDAQ 100(CME) |
Sep11 |
110715 |
2339.50 |
2359.00 |
2332.00 |
2355.50 |
+21.50 |
2,374 |
17,720 |
+1,387 |
Dec11 |
110715 |
2350.00 |
2350.00 |
2350.00 |
2350.00 |
+22.00 |
3 |
1 |
-1 |
Mar12 |
110715 |
2345.00 |
2345.50 |
2345.00 |
2345.00 |
+19.50 |
|
|
|
Total Volume and Open Interest |
2,377 |
17,721 |
+1,386 |
NASDAQ 100 E-Mini(Globex) |
Sep11 |
110715 |
2338.00 |
2358.80 |
2331.50 |
2355.50 |
+21.50 |
267,288 |
373,043 |
+16,958 |
Dec11 |
110715 |
2331.30 |
2352.50 |
2330.00 |
2350.00 |
+22.00 |
37 |
179 |
-2 |
Total Volume and Open Interest |
267,325 |
373,223 |
+16,956 |
S & P Midcap 400(CME) |
Sep11 |
110715 |
975.00 |
978.00 |
975.00 |
977.30 |
+8.60 |
0 |
1,459 |
-3 |
Dec11 |
110715 |
976.00 |
976.00 |
976.00 |
976.00 |
+8.60 |
|
|
|
Mar12 |
110715 |
974.30 |
974.30 |
974.30 |
974.30 |
+8.60 |
|
|
|
Total Volume and Open Interest |
0 |
1,459 |
-3 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Sep11 |
110630 |
9865 |
9940 |
9805 |
9900 |
+220 |
11,736 |
31,666 |
+3,008 |
Dec11 |
110715 |
9990 |
9990 |
9915 |
9990 |
+75 |
0 |
1 |
+0 |
Total Volume and Open Interest |
10,837 |
35,674 |
-96 |
Nikkei 225(SGX) |
Sep11 |
110715 |
9965 |
9985 |
9875 |
9970 |
+20 |
136,228 |
194,910 |
+5,217 |
Dec11 |
110715 |
9895 |
9915 |
9895 |
9910 |
+15 |
357 |
8,292 |
+338 |
Mar12 |
110715 |
9905 |
9905 |
9905 |
9905 |
+20 |
0 |
10 |
+0 |
Total Volume and Open Interest |
137,307 |
213,278 |
+5,975 |
CAC 40(EURONEXT) |
Jul11 |
110715 |
3738.0 |
3748.0 |
3705.5 |
3733.0 |
-17.0 |
324,499 |
326,557 |
-84,851 |
Aug11 |
110715 |
3742.0 |
3753.0 |
3710.0 |
3731.5 |
-23.5 |
185,599 |
210,463 |
+96,445 |
Sep11 |
110715 |
3742.0 |
3750.0 |
3711.0 |
3729.0 |
-23.5 |
3,511 |
35,425 |
+2,770 |
Total Volume and Open Interest |
513,609 |
572,477 |
+14,364 |
Hang Seng Index(HKFE) |
Jul11 |
110715 |
21870 |
21976 |
21758 |
21844 |
-141 |
77,001 |
87,896 |
-2,255 |
Aug11 |
110715 |
21815 |
21930 |
21726 |
21803 |
-142 |
1,065 |
2,334 |
+342 |
Sep11 |
110715 |
21789 |
21838 |
21650 |
21712 |
-140 |
382 |
3,157 |
+75 |
Total Volume and Open Interest |
78,651 |
97,184 |
-1,712 |
DAX(EUREX) |
Sep11 |
110715 |
7217.0 |
7274.0 |
7157.0 |
7250.0 |
+6.0 |
165,256 |
157,313 |
+9,535 |
Dec11 |
110715 |
7238.0 |
7294.0 |
7187.0 |
7277.0 |
+5.5 |
255 |
8,397 |
-5 |
Mar12 |
110715 |
7266.0 |
7320.0 |
7230.0 |
7308.5 |
+6.0 |
89 |
302 |
-10 |
Total Volume and Open Interest |
165,600 |
166,012 |
+9,520 |
FT-SE 100(EURONEXT) |
Sep11 |
110715 |
5791.00 |
5824.00 |
5770.50 |
5815.50 |
-0.50 |
118,872 |
684,962 |
-1,520 |
Dec11 |
110715 |
5790.00 |
5792.00 |
5790.00 |
5792.00 |
unch |
7 |
807 |
+4 |
Mar12 |
110715 |
5754.50 |
5754.50 |
5754.50 |
5754.50 |
-0.50 |
0 |
170 |
+0 |
Total Volume and Open Interest |
118,899 |
685,979 |
-1,496 |
SPI 200(SFE) |
Sep11 |
110715 |
4466.0 |
4492.0 |
4429.0 |
4441.0 |
-26.0 |
38,157 |
188,458 |
-3,877 |
Dec11 |
110715 |
4491.0 |
4494.0 |
4456.0 |
4456.0 |
-26.0 |
33 |
4,605 |
+1 |
Mar12 |
110715 |
4442.0 |
4442.0 |
4442.0 |
4442.0 |
-26.0 |
0 |
1,675 |
-66 |
Total Volume and Open Interest |
38,268 |
198,667 |
-3,962 |
GSCI(CME) |
Aug11 |
110715 |
33.94 |
41.84 |
33.54 |
38.29 |
+4.70 |
2,052 |
6,404 |
+1,686 |
Sep11 |
110715 |
38.64 |
42.14 |
34.09 |
38.64 |
+4.50 |
|
|
|
Total Volume and Open Interest |
3,954 |
10,546 |
+57 |
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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