|
MRCI's End of Day Prices |
Daily Futures Price Listing Mon July 18, 2011 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Aug11 |
110718 |
1385.75 |
1391.75 |
1370.00 |
1385.50 |
-0.25 |
18,414 |
59,429 |
+447 |
Sep11 |
110718 |
1383.50 |
1388.50 |
1366.50 |
1382.25 |
-0.75 |
12,487 |
35,967 |
+897 |
Nov11 |
110718 |
1388.25 |
1393.00 |
1370.00 |
1386.25 |
-0.75 |
82,231 |
289,266 |
-135 |
Jan12 |
110718 |
1396.25 |
1401.00 |
1376.50 |
1396.00 |
+0.25 |
14,465 |
50,173 |
+739 |
Mar12 |
110718 |
1396.25 |
1401.50 |
1382.75 |
1398.50 |
+2.00 |
4,794 |
23,838 |
+852 |
May12 |
110718 |
1391.00 |
1394.00 |
1378.00 |
1394.00 |
+3.75 |
6,181 |
29,816 |
-28 |
Jul12 |
110718 |
1391.25 |
1396.50 |
1380.50 |
1396.25 |
+5.00 |
3,706 |
13,494 |
+688 |
Total Volume and Open Interest |
144,632 |
525,735 |
+3,883 |
Soybean Meal(CBOT) |
Aug11 |
110718 |
360.00 |
361.10 |
355.00 |
359.30 |
-1.00 |
13,049 |
32,640 |
-941 |
Sep11 |
110718 |
361.90 |
362.90 |
356.80 |
361.00 |
-1.10 |
6,127 |
28,160 |
-22 |
Oct11 |
110718 |
361.10 |
362.20 |
357.00 |
361.50 |
-1.20 |
1,558 |
15,053 |
-41 |
Dec11 |
110718 |
365.40 |
366.50 |
360.10 |
364.60 |
-1.30 |
25,933 |
70,857 |
+2,272 |
Jan12 |
110718 |
365.20 |
366.20 |
361.30 |
365.90 |
-0.80 |
641 |
6,715 |
-24 |
Mar12 |
110718 |
365.20 |
366.80 |
362.10 |
366.80 |
-0.10 |
486 |
6,005 |
+239 |
May12 |
110718 |
364.00 |
365.50 |
360.00 |
365.30 |
+0.50 |
782 |
7,012 |
-74 |
Jul12 |
110718 |
362.00 |
365.50 |
362.00 |
365.30 |
+0.50 |
165 |
1,883 |
-45 |
Total Volume and Open Interest |
48,799 |
172,126 |
+1,225 |
Soybean Oil(CBOT) |
Aug11 |
110718 |
57.36 |
57.58 |
56.61 |
56.92 |
-0.43 |
21,718 |
38,404 |
-550 |
Sep11 |
110718 |
57.56 |
57.74 |
56.81 |
57.13 |
-0.43 |
9,282 |
38,696 |
+478 |
Oct11 |
110718 |
57.78 |
57.96 |
57.03 |
57.34 |
-0.44 |
1,586 |
17,587 |
-110 |
Dec11 |
110718 |
58.23 |
58.49 |
57.47 |
57.82 |
-0.44 |
37,675 |
152,855 |
+1,372 |
Jan12 |
110718 |
58.20 |
58.66 |
57.87 |
58.08 |
-0.45 |
2,870 |
21,387 |
+1,310 |
Mar12 |
110718 |
58.18 |
58.50 |
58.03 |
58.31 |
-0.47 |
1,139 |
12,869 |
+233 |
May12 |
110718 |
59.05 |
59.05 |
58.20 |
58.40 |
-0.46 |
952 |
7,054 |
+184 |
Jul12 |
110718 |
58.43 |
58.60 |
58.41 |
58.53 |
-0.48 |
1,032 |
2,603 |
+704 |
Total Volume and Open Interest |
76,348 |
294,337 |
+3,491 |
Canola(WCE) |
Jul11 |
110714 |
591.8 |
591.8 |
591.8 |
591.8 |
+4.0 |
|
|
|
Nov11 |
110718 |
573.2 |
575.7 |
566.3 |
568.2 |
-7.2 |
5,266 |
119,692 |
-583 |
Jan12 |
110718 |
583.5 |
583.5 |
575.0 |
575.7 |
-7.3 |
1,467 |
14,744 |
-1 |
Mar12 |
110718 |
585.5 |
585.5 |
578.8 |
581.0 |
-7.2 |
867 |
5,961 |
+287 |
May12 |
110718 |
586.8 |
588.7 |
584.5 |
584.9 |
-7.6 |
242 |
3,662 |
+102 |
Total Volume and Open Interest |
7,916 |
148,051 |
-162 |
Corn(CBOT) |
Sep11 |
110718 |
701.75 |
703.25 |
683.00 |
696.25 |
-5.00 |
61,509 |
373,684 |
+453 |
Dec11 |
110718 |
684.50 |
684.50 |
666.25 |
677.00 |
-8.00 |
145,223 |
496,664 |
+5,316 |
Mar12 |
110718 |
695.00 |
695.00 |
677.00 |
688.75 |
-6.50 |
13,515 |
116,109 |
+655 |
May12 |
110718 |
700.50 |
700.50 |
683.25 |
693.50 |
-7.00 |
4,164 |
25,808 |
+57 |
Jul12 |
110718 |
704.50 |
704.50 |
686.75 |
699.50 |
-5.00 |
7,054 |
70,390 |
-892 |
Sep12 |
110718 |
648.00 |
661.00 |
648.00 |
659.25 |
+1.25 |
1,127 |
7,255 |
+270 |
Total Volume and Open Interest |
238,634 |
1,190,771 |
+4,859 |
Wheat(CBOT) |
Sep11 |
110718 |
694.75 |
697.25 |
676.00 |
689.50 |
-5.25 |
52,409 |
166,199 |
-2,855 |
Dec11 |
110718 |
724.50 |
724.50 |
706.00 |
718.25 |
-5.25 |
25,607 |
143,997 |
-765 |
Mar12 |
110718 |
754.00 |
754.00 |
739.25 |
750.75 |
-3.50 |
5,349 |
45,150 |
-102 |
May12 |
110718 |
763.25 |
772.25 |
760.25 |
770.00 |
-2.25 |
1,388 |
9,509 |
+48 |
Jul12 |
110718 |
783.25 |
787.75 |
771.75 |
782.25 |
-2.00 |
2,944 |
43,338 |
-134 |
Total Volume and Open Interest |
88,337 |
431,202 |
-3,745 |
Wheat(KCBT) |
Sep11 |
110718 |
765.00 |
767.00 |
748.50 |
761.00 |
-3.50 |
11,542 |
74,068 |
-130 |
Dec11 |
110718 |
788.75 |
790.25 |
773.50 |
784.50 |
-5.25 |
6,032 |
58,319 |
+827 |
Mar12 |
110718 |
798.25 |
804.50 |
789.50 |
798.75 |
-5.25 |
2,142 |
16,692 |
+309 |
May12 |
110718 |
801.75 |
811.25 |
797.50 |
804.50 |
-5.50 |
328 |
3,346 |
+205 |
Jul12 |
110718 |
812.75 |
815.00 |
801.75 |
808.00 |
-5.50 |
1,031 |
13,557 |
+341 |
Total Volume and Open Interest |
21,161 |
169,064 |
+1,399 |
Wheat(MGE) |
Jul11 |
110714 |
842.00 |
842.00 |
842.00 |
842.00 |
+20.75 |
268 |
369 |
-251 |
Sep11 |
110718 |
823.75 |
829.00 |
806.00 |
822.50 |
-1.25 |
2,510 |
21,623 |
-253 |
Dec11 |
110718 |
828.00 |
829.25 |
810.50 |
823.50 |
-2.00 |
1,560 |
19,923 |
-82 |
Mar12 |
110718 |
832.25 |
840.00 |
822.00 |
835.25 |
-2.25 |
804 |
6,569 |
+13 |
May12 |
110718 |
831.00 |
843.00 |
826.00 |
839.25 |
-1.00 |
307 |
2,843 |
+58 |
Total Volume and Open Interest |
5,584 |
59,610 |
-514 |
Oats(CBOT) |
Sep11 |
110718 |
354.75 |
356.00 |
346.00 |
353.00 |
-2.00 |
271 |
4,109 |
+9 |
Dec11 |
110718 |
366.50 |
366.50 |
356.75 |
364.00 |
-0.50 |
253 |
7,347 |
-15 |
Mar12 |
110718 |
367.75 |
376.00 |
367.75 |
374.50 |
unch |
18 |
812 |
-3 |
May12 |
110718 |
381.00 |
381.00 |
381.00 |
381.00 |
unch |
0 |
17 |
+0 |
Total Volume and Open Interest |
542 |
12,314 |
-9 |
Rough Rice(CBOT) |
Jul11 |
110714 |
16.00 |
16.00 |
15.72 |
15.94 |
+0.18 |
204 |
207 |
-83 |
Sep11 |
110718 |
17.06 |
17.08 |
16.75 |
16.82 |
-0.18 |
1,908 |
10,313 |
-3 |
Nov11 |
110718 |
17.24 |
17.25 |
17.11 |
17.14 |
-0.18 |
554 |
5,296 |
+153 |
Jan12 |
110718 |
17.53 |
17.64 |
17.44 |
17.46 |
-0.18 |
54 |
472 |
+28 |
Total Volume and Open Interest |
2,689 |
16,717 |
+169 |
Live Cattle(CME) |
Aug11 |
110718 |
110.930 |
111.000 |
109.800 |
109.850 |
-0.750 |
36,798 |
73,440 |
-8,233 |
Oct11 |
110718 |
116.850 |
117.135 |
115.730 |
115.850 |
-1.000 |
27,030 |
121,025 |
+5,762 |
Dec11 |
110718 |
120.850 |
121.000 |
119.135 |
119.400 |
-1.450 |
12,176 |
82,084 |
+1,336 |
Feb12 |
110718 |
123.500 |
123.680 |
122.100 |
122.635 |
-1.065 |
4,343 |
28,475 |
+117 |
Apr12 |
110718 |
124.950 |
125.500 |
123.900 |
124.250 |
-1.150 |
2,733 |
15,476 |
+342 |
Jun12 |
110718 |
121.150 |
121.150 |
120.000 |
120.500 |
-0.800 |
582 |
5,684 |
+277 |
Total Volume and Open Interest |
83,692 |
326,974 |
-403 |
Feeder Cattle(CME) |
Aug11 |
110718 |
135.785 |
136.535 |
134.100 |
134.575 |
-1.125 |
4,557 |
16,263 |
-1,039 |
Sep11 |
110718 |
137.150 |
137.550 |
135.000 |
135.630 |
-1.170 |
2,386 |
10,924 |
+1,144 |
Oct11 |
110718 |
138.000 |
138.485 |
136.000 |
136.400 |
-1.425 |
2,122 |
8,155 |
+181 |
Nov11 |
110718 |
138.500 |
138.800 |
136.550 |
137.100 |
-1.085 |
790 |
4,468 |
-52 |
Jan12 |
110718 |
137.575 |
137.575 |
135.600 |
136.100 |
-1.100 |
118 |
1,876 |
+53 |
Mar12 |
110718 |
137.000 |
137.000 |
134.935 |
135.685 |
-0.915 |
17 |
377 |
+1 |
Apr12 |
110718 |
136.900 |
136.900 |
136.000 |
136.500 |
-0.400 |
0 |
132 |
+0 |
Total Volume and Open Interest |
9,992 |
42,293 |
+290 |
Lean Hogs(CME) |
Aug11 |
110718 |
99.535 |
100.000 |
96.550 |
98.450 |
-0.500 |
18,397 |
35,384 |
-4,330 |
Oct11 |
110718 |
92.200 |
92.430 |
88.650 |
90.300 |
-1.350 |
17,408 |
84,339 |
+2,817 |
Dec11 |
110718 |
88.080 |
88.535 |
85.330 |
87.200 |
-0.685 |
7,750 |
62,874 |
+549 |
Feb12 |
110718 |
90.285 |
90.500 |
87.500 |
89.385 |
-0.765 |
3,052 |
28,202 |
+430 |
Apr12 |
110718 |
91.700 |
91.750 |
89.330 |
90.635 |
-0.815 |
1,739 |
17,664 |
+45 |
May12 |
110718 |
94.700 |
94.950 |
94.700 |
94.700 |
-0.200 |
21 |
734 |
+3 |
Jun12 |
110718 |
97.285 |
97.285 |
94.800 |
96.550 |
-0.680 |
315 |
9,005 |
+35 |
Jul12 |
110718 |
96.230 |
96.385 |
94.385 |
95.250 |
-0.750 |
72 |
2,412 |
+6 |
Total Volume and Open Interest |
49,669 |
246,786 |
-834 |
Class III Milk(CME) |
Jul11 |
110714 |
21.00 |
21.05 |
20.97 |
21.03 |
+0.52 |
339 |
6,118 |
+27 |
Aug11 |
110718 |
20.17 |
20.80 |
20.17 |
20.69 |
+0.49 |
273 |
6,082 |
+65 |
Sep11 |
110718 |
19.70 |
20.20 |
19.66 |
20.12 |
+0.48 |
311 |
5,391 |
+153 |
Oct11 |
110718 |
18.92 |
19.42 |
18.92 |
19.32 |
+0.40 |
104 |
4,419 |
+33 |
Nov11 |
110718 |
18.33 |
18.50 |
18.33 |
18.42 |
+0.09 |
127 |
3,770 |
+73 |
Total Volume and Open Interest |
1,132 |
34,640 |
+552 |
Cocoa(ICE) |
Sep11 |
110718 |
3159 |
3197 |
3117 |
3159 |
-9 |
8,098 |
66,564 |
-2,211 |
Dec11 |
110718 |
3172 |
3223 |
3143 |
3186 |
-7 |
2,115 |
40,391 |
+205 |
Mar12 |
110718 |
3251 |
3270 |
3201 |
3232 |
-8 |
991 |
33,222 |
+400 |
May12 |
110718 |
3225 |
3234 |
3225 |
3234 |
-6 |
60 |
11,150 |
+56 |
Jul12 |
110718 |
3265 |
3268 |
3238 |
3238 |
-5 |
4 |
4,174 |
-1 |
Sep12 |
110718 |
3268 |
3268 |
3240 |
3240 |
-7 |
115 |
6,895 |
+24 |
Dec12 |
110718 |
3268 |
3268 |
3243 |
3243 |
-9 |
23 |
3,871 |
+8 |
Total Volume and Open Interest |
11,412 |
169,624 |
-1,516 |
Coffee "C"(ICE) |
Jul11 |
110718 |
249.00 |
249.30 |
248.20 |
248.20 |
-4.35 |
13 |
81 |
-6 |
Sep11 |
110718 |
252.35 |
253.25 |
247.30 |
248.20 |
-5.35 |
9,765 |
54,343 |
-928 |
Dec11 |
110718 |
256.85 |
256.85 |
251.00 |
252.10 |
-5.20 |
2,038 |
35,733 |
-419 |
Mar12 |
110718 |
258.30 |
258.30 |
253.65 |
254.70 |
-4.85 |
602 |
9,443 |
-114 |
May12 |
110718 |
258.60 |
258.60 |
255.00 |
255.55 |
-5.00 |
170 |
4,368 |
+106 |
Jul12 |
110718 |
258.05 |
258.15 |
255.60 |
255.60 |
-4.55 |
114 |
1,825 |
-37 |
Total Volume and Open Interest |
12,807 |
108,788 |
-1,395 |
Orange Juice(ICE) |
Sep11 |
110718 |
197.00 |
198.85 |
196.15 |
197.80 |
+0.45 |
1,194 |
25,888 |
+253 |
Nov11 |
110718 |
183.30 |
185.50 |
183.00 |
185.20 |
+1.80 |
298 |
6,322 |
+96 |
Jan12 |
110718 |
179.35 |
179.35 |
178.95 |
179.15 |
+0.85 |
93 |
1,345 |
+38 |
Mar12 |
110718 |
177.50 |
177.75 |
177.50 |
177.75 |
+0.50 |
31 |
301 |
+21 |
May12 |
110718 |
175.50 |
176.00 |
175.50 |
175.95 |
+0.55 |
11 |
199 |
+11 |
Jul12 |
110718 |
176.35 |
176.65 |
176.35 |
176.45 |
+0.80 |
5 |
111 |
+5 |
Total Volume and Open Interest |
1,636 |
34,177 |
+428 |
Sugar #11(ICE) |
Oct11 |
110718 |
28.80 |
29.11 |
28.20 |
28.94 |
-0.03 |
51,472 |
307,857 |
+1,329 |
Mar12 |
110718 |
27.66 |
28.04 |
27.20 |
27.90 |
+0.01 |
19,851 |
147,939 |
+2,263 |
May12 |
110718 |
26.40 |
26.74 |
25.95 |
26.63 |
+0.16 |
6,524 |
46,216 |
+639 |
Jul12 |
110718 |
25.28 |
25.75 |
25.01 |
25.62 |
+0.27 |
3,984 |
63,011 |
+151 |
Oct12 |
110718 |
24.41 |
24.92 |
24.21 |
24.82 |
+0.33 |
1,194 |
26,758 |
+1 |
Total Volume and Open Interest |
84,127 |
630,082 |
+4,216 |
London Cocoa(LCE) |
Sep11 |
110718 |
1975 |
2020 |
1970 |
2001 |
+9 |
3,820 |
74,684 |
+14 |
Dec11 |
110718 |
2000 |
2050 |
2000 |
2029 |
+9 |
3,252 |
41,819 |
+994 |
Mar12 |
110718 |
2019 |
2060 |
2019 |
2044 |
+8 |
977 |
37,580 |
-24 |
May12 |
110718 |
2045 |
2062 |
2032 |
2050 |
+7 |
122 |
13,245 |
+4 |
Jul12 |
110718 |
2050 |
2072 |
2040 |
2058 |
+7 |
83 |
4,436 |
+0 |
Sep12 |
110718 |
2071 |
2071 |
2049 |
2067 |
+6 |
7 |
4,350 |
+5 |
Dec12 |
110718 |
2072 |
2072 |
2072 |
2072 |
+7 |
0 |
7,349 |
+0 |
Total Volume and Open Interest |
8,261 |
184,330 |
-5,840 |
London Sugar(LCE) |
Oct11 |
110718 |
752.80 |
761.50 |
743.80 |
753.10 |
-3.20 |
5,417 |
25,420 |
+498 |
Dec11 |
110718 |
714.70 |
719.00 |
705.70 |
712.40 |
-7.90 |
533 |
6,279 |
-197 |
Mar12 |
110718 |
702.20 |
702.20 |
690.60 |
700.20 |
-5.70 |
492 |
8,756 |
+318 |
May12 |
110718 |
675.10 |
675.10 |
674.80 |
674.80 |
-3.40 |
30 |
3,109 |
+24 |
Aug12 |
110718 |
652.30 |
655.00 |
646.10 |
654.20 |
+0.70 |
19 |
1,627 |
+0 |
Total Volume and Open Interest |
10,383 |
48,362 |
-1,748 |
Cotton(ICE) |
Oct11 |
110718 |
101.35 |
101.35 |
96.46 |
97.95 |
-3.51 |
54 |
498 |
-8 |
Dec11 |
110718 |
96.94 |
100.73 |
94.46 |
96.84 |
-2.62 |
7,359 |
99,203 |
-1,234 |
Mar12 |
110718 |
95.75 |
99.24 |
91.25 |
94.83 |
-1.42 |
3,138 |
21,017 |
-450 |
May12 |
110718 |
96.10 |
98.50 |
90.89 |
94.01 |
-1.88 |
585 |
4,834 |
+46 |
Jul12 |
110718 |
94.50 |
97.11 |
90.21 |
93.98 |
-1.23 |
1,273 |
6,762 |
+236 |
Oct12 |
110718 |
93.88 |
93.88 |
93.88 |
93.88 |
-0.51 |
0 |
3 |
+0 |
Total Volume and Open Interest |
12,527 |
135,977 |
-1,399 |
Lumber(CME) |
Sep11 |
110718 |
263.0 |
263.5 |
261.0 |
262.2 |
+1.7 |
419 |
5,852 |
+29 |
Nov11 |
110718 |
274.0 |
275.0 |
272.9 |
273.0 |
-3.5 |
100 |
2,142 |
+15 |
Jan12 |
110718 |
292.5 |
293.4 |
292.0 |
293.3 |
-1.5 |
91 |
707 |
+64 |
Mar12 |
110718 |
303.0 |
303.0 |
303.0 |
303.0 |
unch |
25 |
82 |
+25 |
Total Volume and Open Interest |
773 |
8,801 |
+61 |
Crude Oil(NYM) |
Aug11 |
110718 |
97.37 |
97.69 |
94.69 |
95.93 |
-1.31 |
403,419 |
116,710 |
-42,321 |
Sep11 |
110718 |
97.83 |
98.05 |
95.05 |
96.25 |
-1.35 |
184,909 |
336,842 |
+28,799 |
Oct11 |
110718 |
98.16 |
98.43 |
95.47 |
96.65 |
-1.34 |
53,702 |
84,955 |
-694 |
Nov11 |
110718 |
98.61 |
98.64 |
95.92 |
97.12 |
-1.34 |
35,448 |
70,037 |
+376 |
Dec11 |
110718 |
99.20 |
99.36 |
96.42 |
97.62 |
-1.37 |
63,567 |
203,561 |
-1,074 |
Jan12 |
110718 |
99.38 |
99.38 |
97.08 |
98.11 |
-1.38 |
13,446 |
50,977 |
-258 |
Feb12 |
110718 |
100.15 |
100.15 |
97.55 |
98.57 |
-1.37 |
7,903 |
25,831 |
+62 |
Mar12 |
110718 |
100.15 |
100.15 |
97.89 |
98.99 |
-1.35 |
6,544 |
32,640 |
+440 |
Apr12 |
110718 |
100.14 |
100.14 |
98.88 |
99.39 |
-1.32 |
5,588 |
21,903 |
+224 |
May12 |
110718 |
100.56 |
100.56 |
99.09 |
99.76 |
-1.28 |
4,681 |
18,906 |
+532 |
Jun12 |
110718 |
101.36 |
101.36 |
98.99 |
100.11 |
-1.25 |
13,722 |
76,815 |
+620 |
Jul12 |
110718 |
99.66 |
100.43 |
99.66 |
100.43 |
-1.23 |
2,504 |
32,014 |
+574 |
Aug12 |
110718 |
100.66 |
100.66 |
100.66 |
100.66 |
-1.22 |
2,264 |
14,998 |
+587 |
Sep12 |
110718 |
100.88 |
100.88 |
100.88 |
100.88 |
-1.22 |
1,479 |
15,286 |
+355 |
Oct12 |
110718 |
101.11 |
101.11 |
101.11 |
101.11 |
-1.22 |
373 |
9,982 |
+28 |
Nov12 |
110718 |
101.38 |
101.38 |
101.38 |
101.38 |
-1.22 |
1,403 |
21,663 |
-717 |
Total Volume and Open Interest |
839,754 |
1,541,749 |
-11,197 |
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 |
110718 |
97.800 |
98.050 |
95.075 |
96.250 |
-1.350 |
1,527 |
2,742 |
+78 |
Oct11 |
110718 |
97.900 |
97.900 |
95.700 |
96.650 |
-1.350 |
111 |
309 |
+2 |
Nov11 |
110718 |
97.300 |
97.300 |
96.025 |
97.125 |
-1.325 |
9 |
177 |
+1 |
Dec11 |
110718 |
97.200 |
97.625 |
96.850 |
97.625 |
-1.375 |
23 |
288 |
+18 |
Jan12 |
110718 |
98.100 |
98.100 |
98.100 |
98.100 |
-1.400 |
4 |
6 |
+0 |
Feb12 |
110718 |
98.575 |
98.575 |
98.575 |
98.575 |
-1.375 |
0 |
3 |
+0 |
Mar12 |
110718 |
99.000 |
99.000 |
99.000 |
99.000 |
-1.350 |
1 |
11 |
+0 |
Apr12 |
110718 |
99.400 |
99.725 |
99.400 |
99.400 |
-1.300 |
|
|
|
Total Volume and Open Interest |
12,206 |
7,272 |
-130 |
Heating Oil(NYM) |
Aug11 |
110718 |
312.91 |
313.42 |
304.54 |
307.77 |
-4.03 |
49,746 |
61,994 |
-4,421 |
Sep11 |
110718 |
313.43 |
314.56 |
305.71 |
309.05 |
-3.87 |
26,492 |
67,057 |
+3,684 |
Oct11 |
110718 |
315.59 |
315.61 |
307.00 |
310.43 |
-3.77 |
13,241 |
34,497 |
+700 |
Nov11 |
110718 |
316.79 |
316.79 |
308.99 |
312.06 |
-3.72 |
6,830 |
25,218 |
-406 |
Dec11 |
110718 |
318.63 |
318.63 |
310.25 |
313.67 |
-3.71 |
10,930 |
34,427 |
+885 |
Jan12 |
110718 |
318.00 |
318.00 |
312.44 |
315.17 |
-3.65 |
3,544 |
24,253 |
+119 |
Feb12 |
110718 |
317.21 |
317.21 |
312.94 |
315.28 |
-3.62 |
3,849 |
10,493 |
+595 |
Mar12 |
110718 |
315.55 |
315.55 |
311.88 |
314.32 |
-3.62 |
1,074 |
7,496 |
+155 |
Apr12 |
110718 |
309.82 |
312.62 |
309.82 |
312.20 |
-3.65 |
553 |
3,966 |
+178 |
May12 |
110718 |
310.40 |
310.40 |
310.20 |
310.20 |
-3.71 |
539 |
3,511 |
+161 |
Jun12 |
110718 |
313.59 |
313.59 |
306.50 |
309.30 |
-3.71 |
648 |
21,308 |
+40 |
Jul12 |
110718 |
309.85 |
309.85 |
309.78 |
309.78 |
-3.73 |
36 |
2,003 |
-25 |
Total Volume and Open Interest |
117,543 |
307,690 |
+1,715 |
Gasoline(NYMEX) |
Aug11 |
110718 |
314.25 |
315.19 |
304.85 |
309.74 |
-3.19 |
44,132 |
61,475 |
-2,862 |
Sep11 |
110718 |
309.40 |
309.45 |
300.13 |
304.79 |
-2.86 |
28,400 |
59,470 |
+2,643 |
Oct11 |
110718 |
295.24 |
295.24 |
286.68 |
290.68 |
-2.92 |
11,788 |
29,836 |
+365 |
Nov11 |
110718 |
288.56 |
289.32 |
284.00 |
286.92 |
-2.96 |
6,127 |
14,634 |
+418 |
Dec11 |
110718 |
289.31 |
289.31 |
282.27 |
285.18 |
-3.06 |
7,659 |
28,485 |
+369 |
Jan12 |
110718 |
289.35 |
289.35 |
283.75 |
285.42 |
-3.14 |
1,704 |
9,182 |
-116 |
Feb12 |
110718 |
286.71 |
286.72 |
285.14 |
286.72 |
-3.13 |
478 |
5,236 |
-106 |
Mar12 |
110718 |
289.37 |
289.37 |
287.06 |
288.51 |
-3.15 |
790 |
7,197 |
+158 |
Apr12 |
110718 |
298.20 |
299.50 |
298.20 |
299.46 |
-3.20 |
30 |
4,632 |
+16 |
May12 |
110718 |
299.50 |
299.58 |
299.50 |
299.58 |
-3.18 |
38 |
1,965 |
+6 |
Total Volume and Open Interest |
103,015 |
240,568 |
+1,244 |
e-miNY RBOB Gasoline(NYM) |
Aug11 |
110718 |
309.70 |
309.74 |
309.70 |
309.70 |
-3.20 |
0 |
3 |
+0 |
Sep11 |
110718 |
304.80 |
304.80 |
304.79 |
304.80 |
-2.90 |
|
|
|
Oct11 |
110718 |
290.70 |
290.70 |
290.68 |
290.70 |
-2.90 |
0 |
1 |
+0 |
Nov11 |
110718 |
286.90 |
286.92 |
286.90 |
286.90 |
-3.00 |
|
|
|
Total Volume and Open Interest |
0 |
6 |
+0 |
Natural Gas(NYM) |
Aug11 |
110718 |
4.546 |
4.612 |
4.482 |
4.546 |
unch |
149,321 |
109,612 |
-6,539 |
Sep11 |
110718 |
4.525 |
4.586 |
4.463 |
4.524 |
+0.004 |
72,585 |
212,611 |
+578 |
Oct11 |
110718 |
4.540 |
4.600 |
4.482 |
4.540 |
+0.005 |
42,971 |
133,650 |
-1,355 |
Nov11 |
110718 |
4.645 |
4.697 |
4.589 |
4.644 |
+0.005 |
30,753 |
93,724 |
+1 |
Dec11 |
110718 |
4.821 |
4.871 |
4.766 |
4.822 |
+0.006 |
16,542 |
44,862 |
+2,222 |
Jan12 |
110718 |
4.908 |
4.962 |
4.864 |
4.920 |
+0.006 |
19,355 |
105,065 |
+1,451 |
Feb12 |
110718 |
4.890 |
4.958 |
4.870 |
4.919 |
+0.007 |
2,154 |
23,743 |
+58 |
Mar12 |
110718 |
4.843 |
4.912 |
4.820 |
4.874 |
+0.010 |
5,911 |
48,078 |
-352 |
Apr12 |
110718 |
4.767 |
4.817 |
4.737 |
4.785 |
+0.015 |
7,765 |
47,339 |
+801 |
May12 |
110718 |
4.768 |
4.827 |
4.760 |
4.802 |
+0.014 |
767 |
10,220 |
+167 |
Jun12 |
110718 |
4.827 |
4.859 |
4.786 |
4.829 |
+0.013 |
674 |
11,053 |
-113 |
Jul12 |
110718 |
4.831 |
4.890 |
4.831 |
4.867 |
+0.011 |
129 |
9,214 |
+15 |
Aug12 |
110718 |
4.907 |
4.921 |
4.876 |
4.895 |
+0.011 |
214 |
8,639 |
+58 |
Sep12 |
110718 |
4.923 |
4.923 |
4.887 |
4.903 |
+0.011 |
102 |
6,882 |
-13 |
Oct12 |
110718 |
4.904 |
4.972 |
4.904 |
4.944 |
+0.011 |
1,961 |
33,113 |
+336 |
Nov12 |
110718 |
5.085 |
5.090 |
5.076 |
5.076 |
+0.007 |
276 |
5,052 |
+32 |
Total Volume and Open Interest |
352,153 |
980,254 |
-2,918 |
Brent Crude Oil(ICE) |
Sep11 |
110718 |
117.70 |
117.80 |
114.66 |
116.05 |
-1.21 |
205,717 |
208,198 |
-14,327 |
Oct11 |
110718 |
117.40 |
117.65 |
114.66 |
115.96 |
-1.31 |
80,545 |
118,129 |
+11,632 |
Nov11 |
110718 |
117.61 |
117.61 |
114.79 |
116.09 |
-1.31 |
28,428 |
39,385 |
-1,646 |
Dec11 |
110718 |
117.70 |
117.91 |
114.80 |
116.19 |
-1.33 |
54,126 |
97,260 |
+2,513 |
Jan12 |
110718 |
117.80 |
117.80 |
114.90 |
116.21 |
-1.36 |
7,609 |
23,144 |
+90 |
Feb12 |
110718 |
117.77 |
117.77 |
114.89 |
116.17 |
-1.37 |
4,152 |
17,603 |
-275 |
Mar12 |
110718 |
117.71 |
117.71 |
114.84 |
116.11 |
-1.38 |
5,479 |
33,866 |
+441 |
Apr12 |
110718 |
117.65 |
117.65 |
114.78 |
116.06 |
-1.38 |
3,798 |
14,261 |
+1,137 |
May12 |
110718 |
117.57 |
117.57 |
114.72 |
115.99 |
-1.37 |
2,726 |
7,677 |
-38 |
Jun12 |
110718 |
117.49 |
117.49 |
114.63 |
115.91 |
-1.36 |
9,096 |
39,999 |
+203 |
Jul12 |
110718 |
115.82 |
115.82 |
115.82 |
115.82 |
-1.36 |
1,076 |
8,159 |
-75 |
Aug12 |
110718 |
115.68 |
115.68 |
115.68 |
115.68 |
-1.36 |
624 |
5,672 |
+324 |
Sep12 |
110718 |
115.51 |
115.51 |
115.51 |
115.51 |
-1.36 |
420 |
7,806 |
+14 |
Oct12 |
110718 |
115.34 |
115.34 |
115.34 |
115.34 |
-1.36 |
278 |
3,565 |
-17 |
Total Volume and Open Interest |
426,770 |
772,844 |
-19,939 |
Gas Oil(ICE) |
Aug11 |
110718 |
982.00 |
983.25 |
955.50 |
967.50 |
-9.75 |
70,843 |
124,644 |
-2,145 |
Sep11 |
110718 |
984.25 |
985.75 |
958.00 |
970.00 |
-9.75 |
67,395 |
128,031 |
+3,590 |
Oct11 |
110718 |
985.25 |
986.25 |
960.25 |
972.25 |
-9.50 |
14,551 |
54,887 |
+3,373 |
Nov11 |
110718 |
985.25 |
986.75 |
965.00 |
973.50 |
-9.50 |
6,980 |
33,790 |
-270 |
Dec11 |
110718 |
987.00 |
989.00 |
964.00 |
975.25 |
-9.50 |
23,931 |
56,063 |
-1,483 |
Jan12 |
110718 |
990.25 |
990.75 |
970.00 |
977.50 |
-9.50 |
3,529 |
33,576 |
+238 |
Feb12 |
110718 |
990.75 |
991.25 |
970.00 |
978.00 |
-9.50 |
4,208 |
11,217 |
+278 |
Mar12 |
110718 |
991.25 |
991.75 |
978.25 |
978.25 |
-9.75 |
2,804 |
12,138 |
+293 |
Apr12 |
110718 |
991.00 |
991.50 |
978.00 |
978.00 |
-9.75 |
2,068 |
8,584 |
+295 |
May12 |
110718 |
990.50 |
991.00 |
977.50 |
977.50 |
-9.75 |
1,884 |
7,800 |
+279 |
Total Volume and Open Interest |
207,968 |
574,100 |
+5,215 |
Ethanol(CBOT) |
Jul11 |
110706 |
2.758 |
2.795 |
2.758 |
2.761 |
+0.027 |
42 |
209 |
-19 |
Aug11 |
110718 |
2.840 |
2.868 |
2.840 |
2.859 |
-0.014 |
218 |
1,074 |
-15 |
Sep11 |
110718 |
2.730 |
2.730 |
2.698 |
2.711 |
-0.026 |
252 |
1,667 |
-54 |
Oct11 |
110718 |
2.601 |
2.610 |
2.595 |
2.608 |
-0.017 |
699 |
1,219 |
-141 |
Nov11 |
110718 |
2.539 |
2.540 |
2.524 |
2.531 |
-0.023 |
99 |
980 |
-10 |
Dec11 |
110718 |
2.491 |
2.503 |
2.491 |
2.500 |
-0.027 |
186 |
1,183 |
-74 |
Jan12 |
110718 |
2.451 |
2.465 |
2.451 |
2.465 |
-0.023 |
41 |
542 |
-4 |
Feb12 |
110718 |
2.474 |
2.476 |
2.469 |
2.470 |
-0.015 |
12 |
287 |
+5 |
Total Volume and Open Interest |
1,579 |
8,560 |
-286 |
WTI Crude Oil(ICE |
Aug11 |
110718 |
97.50 |
97.59 |
94.70 |
95.93 |
-1.31 |
69,238 |
31,758 |
-5,835 |
Sep11 |
110718 |
97.88 |
98.04 |
95.06 |
96.25 |
-1.35 |
54,191 |
82,677 |
+387 |
Oct11 |
110718 |
97.72 |
98.44 |
95.48 |
96.65 |
-1.34 |
16,629 |
39,272 |
+2,342 |
Nov11 |
110718 |
98.06 |
98.89 |
95.96 |
97.12 |
-1.34 |
9,362 |
24,845 |
-141 |
Dec11 |
110718 |
98.81 |
99.40 |
96.45 |
97.62 |
-1.37 |
22,230 |
90,042 |
-2,230 |
Jan12 |
110718 |
99.20 |
99.88 |
97.00 |
98.11 |
-1.38 |
6,300 |
16,816 |
-973 |
Feb12 |
110718 |
99.67 |
100.33 |
97.47 |
98.57 |
-1.37 |
2,331 |
5,557 |
-161 |
Mar12 |
110718 |
100.10 |
100.73 |
97.90 |
98.99 |
-1.35 |
2,613 |
13,543 |
+347 |
Apr12 |
110718 |
100.56 |
101.16 |
98.47 |
99.39 |
-1.32 |
2,555 |
4,610 |
+250 |
May12 |
110718 |
99.76 |
99.76 |
99.76 |
99.76 |
-1.28 |
1,689 |
3,227 |
+154 |
Jun12 |
110718 |
100.56 |
100.56 |
99.17 |
100.11 |
-1.25 |
4,040 |
27,687 |
+75 |
Jul12 |
110718 |
100.43 |
100.43 |
100.43 |
100.43 |
-1.23 |
350 |
4,394 |
+52 |
Aug12 |
110718 |
100.66 |
100.66 |
100.66 |
100.66 |
-1.22 |
69 |
1,221 |
-20 |
Sep12 |
110718 |
100.88 |
100.88 |
100.88 |
100.88 |
-1.22 |
10 |
5,029 |
+0 |
Oct12 |
110718 |
101.11 |
101.11 |
101.11 |
101.11 |
-1.22 |
16 |
1,033 |
+1 |
Nov12 |
110718 |
101.38 |
101.38 |
101.38 |
101.38 |
-1.22 |
19 |
2,539 |
-17 |
Total Volume and Open Interest |
199,989 |
475,335 |
-5,071 |
US Dollar Index(ICE) |
Sep11 |
110718 |
75.520 |
76.115 |
75.480 |
75.793 |
+0.273 |
37,680 |
46,951 |
-1,128 |
Dec11 |
110718 |
76.270 |
76.480 |
76.100 |
76.232 |
+0.262 |
46 |
680 |
+38 |
Mar12 |
110718 |
76.732 |
76.732 |
76.732 |
76.732 |
+0.262 |
0 |
1 |
+0 |
Total Volume and Open Interest |
37,726 |
47,632 |
-1,090 |
Australian Dollar(CME) |
Sep11 |
110718 |
105.59 |
105.71 |
104.77 |
105.16 |
-0.24 |
122,081 |
124,565 |
-1,646 |
Dec11 |
110718 |
104.55 |
104.55 |
103.78 |
104.05 |
-0.23 |
183 |
448 |
+57 |
Mar12 |
110718 |
103.02 |
103.24 |
103.02 |
103.02 |
-0.22 |
0 |
2 |
+0 |
Total Volume and Open Interest |
122,264 |
125,018 |
-1,589 |
British Pound(CME) |
Sep11 |
110718 |
161.18 |
161.25 |
159.93 |
160.34 |
-0.76 |
104,614 |
101,598 |
-4,334 |
Dec11 |
110718 |
160.70 |
160.95 |
159.96 |
160.19 |
-0.76 |
25 |
248 |
-1 |
Mar12 |
110718 |
160.05 |
160.80 |
160.05 |
160.05 |
-0.75 |
0 |
2 |
+0 |
Total Volume and Open Interest |
104,639 |
101,854 |
-4,335 |
Canadian Dollar(CME) |
Sep11 |
110718 |
104.64 |
104.70 |
103.61 |
104.05 |
-0.40 |
82,157 |
107,255 |
+1,245 |
Dec11 |
110718 |
104.16 |
104.24 |
103.51 |
103.85 |
-0.39 |
251 |
3,893 |
-41 |
Mar12 |
110718 |
103.63 |
104.04 |
103.61 |
103.64 |
-0.40 |
76 |
627 |
+28 |
Jun12 |
110718 |
103.04 |
103.79 |
103.04 |
103.42 |
-0.37 |
0 |
295 |
+0 |
Total Volume and Open Interest |
82,487 |
112,209 |
+1,234 |
Japanese Yen(CME) |
Sep11 |
110718 |
126.50 |
126.72 |
126.34 |
126.53 |
-0.01 |
131,057 |
123,351 |
+4,460 |
Dec11 |
110718 |
126.80 |
126.80 |
126.66 |
126.66 |
-0.01 |
380 |
587 |
+86 |
Mar12 |
110718 |
126.87 |
126.87 |
126.87 |
126.87 |
unch |
0 |
46 |
+0 |
Total Volume and Open Interest |
131,438 |
124,001 |
+4,546 |
Swiss Franc(CME) |
Sep11 |
110718 |
123.52 |
123.55 |
122.11 |
122.21 |
-0.69 |
60,238 |
50,340 |
+972 |
Dec11 |
110718 |
123.54 |
123.61 |
122.34 |
122.36 |
-0.67 |
11 |
170 |
+0 |
Mar12 |
110718 |
122.55 |
123.21 |
122.55 |
122.55 |
-0.66 |
0 |
2 |
+0 |
Total Volume and Open Interest |
60,249 |
50,515 |
+972 |
EuroFX(CME) |
Sep11 |
110718 |
141.00 |
141.08 |
139.88 |
140.57 |
-0.51 |
371,851 |
187,739 |
+4,833 |
Dec11 |
110718 |
140.30 |
140.74 |
139.77 |
140.25 |
-0.49 |
277 |
847 |
+10 |
Mar12 |
110718 |
140.26 |
140.44 |
139.96 |
139.96 |
-0.48 |
5 |
363 |
+1 |
Total Volume and Open Interest |
372,133 |
189,786 |
+4,844 |
Mexican Peso(CME) |
Jul11 |
110718 |
847.2 |
852.2 |
847.2 |
847.2 |
-5.0 |
|
|
|
Aug11 |
110718 |
850.2 |
850.2 |
850.2 |
850.2 |
unch |
|
|
|
Total Volume and Open Interest |
32,335 |
134,195 |
-2,867 |
30-Year T-Bonds(CBOT) |
Sep11 |
110718 |
125~310 |
126~160 |
125~080 |
125~220 |
-0~110 |
411,445 |
640,510 |
+4,038 |
Dec11 |
110718 |
124~100 |
125~000 |
123~270 |
124~070 |
-0~110 |
122 |
1,405 |
+18 |
Mar12 |
110718 |
122~250 |
123~040 |
122~250 |
122~250 |
-0~110 |
|
|
|
Total Volume and Open Interest |
411,567 |
641,915 |
+4,056 |
10-Year T-Notes(CBOT) |
Sep11 |
110718 |
124~280 |
125~055 |
124~230 |
124~295 |
+0~020 |
1,378,918 |
1,848,081 |
+15,851 |
Dec11 |
110718 |
123~135 |
123~210 |
123~110 |
123~155 |
+0~020 |
392 |
14,986 |
+228 |
Mar12 |
110718 |
122~155 |
122~155 |
122~135 |
122~155 |
+0~020 |
|
|
|
Total Volume and Open Interest |
1,379,310 |
1,863,067 |
+16,079 |
5-Year T-Notes(CBOT) |
Sep11 |
110718 |
120~105 |
120~126 |
120~094 |
120~113 |
+0~009 |
665,528 |
1,552,706 |
+7,082 |
Dec11 |
110718 |
119~089 |
119~089 |
119~081 |
119~089 |
+0~008 |
0 |
4 |
+0 |
Mar12 |
110718 |
118~113 |
118~113 |
118~105 |
118~113 |
+0~008 |
|
|
|
Total Volume and Open Interest |
665,528 |
1,552,710 |
+7,082 |
2 Year T-Notes(CBOT) |
Sep11 |
110718 |
109~119 |
109~120 |
109~114 |
109~118 |
unch |
265,890 |
1,012,353 |
+11,127 |
Dec11 |
110718 |
109~090 |
109~090 |
109~087 |
109~088 |
+0~001 |
0 |
31 |
+0 |
Mar12 |
110718 |
109~026 |
109~026 |
109~025 |
109~026 |
+0~001 |
|
|
|
Total Volume and Open Interest |
265,890 |
1,012,384 |
+11,127 |
Eurodollars(CME) |
Sep11 |
110718 |
99.580 |
99.585 |
99.560 |
99.585 |
unch |
301,080 |
1,199,675 |
-23,187 |
Dec11 |
110718 |
99.470 |
99.475 |
99.435 |
99.470 |
unch |
334,154 |
1,199,957 |
-12,783 |
Mar12 |
110718 |
99.420 |
99.435 |
99.390 |
99.425 |
unch |
235,801 |
1,508,289 |
+1,628 |
Jun12 |
110718 |
99.380 |
99.390 |
99.350 |
99.380 |
unch |
232,602 |
1,383,207 |
-201 |
Sep12 |
110718 |
99.305 |
99.310 |
99.275 |
99.305 |
+0.005 |
251,617 |
1,079,877 |
+670 |
Dec12 |
110718 |
99.165 |
99.180 |
99.140 |
99.175 |
+0.015 |
222,421 |
732,543 |
+10,793 |
Mar13 |
110718 |
99.020 |
99.040 |
98.990 |
99.030 |
+0.025 |
188,008 |
642,937 |
+22,218 |
Jun13 |
110718 |
98.800 |
98.850 |
98.795 |
98.830 |
+0.030 |
220,265 |
385,096 |
+21,006 |
Sep13 |
110718 |
98.565 |
98.625 |
98.555 |
98.600 |
+0.035 |
188,412 |
426,906 |
+5,244 |
Dec13 |
110718 |
98.295 |
98.370 |
98.295 |
98.340 |
+0.035 |
153,649 |
322,303 |
+7,966 |
Mar14 |
110718 |
98.040 |
98.125 |
98.040 |
98.090 |
+0.040 |
107,728 |
259,000 |
+3,697 |
Jun14 |
110718 |
97.780 |
97.865 |
97.780 |
97.830 |
+0.040 |
92,720 |
194,021 |
-852 |
Sep14 |
110718 |
97.535 |
97.610 |
97.535 |
97.575 |
+0.035 |
41,858 |
98,508 |
+3,032 |
Dec14 |
110718 |
97.280 |
97.355 |
97.280 |
97.315 |
+0.030 |
30,349 |
112,409 |
+317 |
Mar15 |
110718 |
97.060 |
97.120 |
97.060 |
97.080 |
+0.030 |
27,545 |
92,163 |
+2,121 |
Jun15 |
110718 |
5.075 |
5.140 |
5.070 |
5.095 |
+0.030 |
22,529 |
73,778 |
+1,850 |
Sep15 |
110718 |
4.850 |
4.915 |
4.845 |
4.870 |
+0.025 |
11,913 |
56,065 |
+194 |
Dec15 |
110718 |
4.645 |
4.700 |
4.630 |
4.655 |
+0.025 |
10,957 |
50,633 |
+858 |
Total Volume and Open Interest |
|
|
|
30 Day Federal Funds(CBOT) |
Jul11 |
110718 |
99.927 |
99.933 |
99.927 |
99.930 |
+0.003 |
4,128 |
68,052 |
-884 |
Aug11 |
110718 |
99.915 |
99.925 |
99.915 |
99.915 |
unch |
9,469 |
56,663 |
-1,120 |
Sep11 |
110718 |
99.900 |
99.910 |
99.900 |
99.900 |
unch |
10,108 |
54,376 |
+3,452 |
Oct11 |
110718 |
99.885 |
99.895 |
99.885 |
99.890 |
+0.005 |
9,424 |
49,099 |
-402 |
Nov11 |
110718 |
99.870 |
99.885 |
99.870 |
99.875 |
unch |
6,541 |
47,414 |
-1,358 |
Dec11 |
110718 |
99.855 |
99.870 |
99.855 |
99.865 |
unch |
6,221 |
55,768 |
+687 |
Total Volume and Open Interest |
108,193 |
800,731 |
+23,940 |
30 Day Fed Funds(e-CBOT) |
3-Mth Euro-Yen(CME) |
Sep11 |
110718 |
99.662 |
99.662 |
99.662 |
99.662 |
unch |
0 |
51 |
+0 |
Dec11 |
110718 |
99.660 |
99.660 |
99.660 |
99.660 |
unch |
0 |
75 |
+0 |
Mar12 |
110718 |
99.655 |
99.655 |
99.655 |
99.655 |
+0.003 |
|
|
|
Jun12 |
110718 |
99.647 |
99.647 |
99.647 |
99.647 |
+0.003 |
|
|
|
Sep12 |
110718 |
99.580 |
99.580 |
99.580 |
99.580 |
unch |
|
|
|
Dec12 |
110718 |
99.630 |
99.630 |
99.630 |
99.630 |
unch |
|
|
|
Mar13 |
110718 |
99.630 |
99.630 |
99.630 |
99.630 |
unch |
|
|
|
Jun13 |
110718 |
99.585 |
99.585 |
99.585 |
99.585 |
unch |
|
|
|
Sep13 |
110718 |
99.445 |
99.445 |
99.445 |
99.445 |
unch |
|
|
|
Dec13 |
110718 |
99.305 |
99.305 |
99.305 |
99.305 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
126 |
+0 |
3-Mth Euro-Yen(SGX) |
Sep11 |
110718 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
0 |
1,332 |
+0 |
Dec11 |
110718 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
0 |
1,392 |
+0 |
Mar12 |
110718 |
99.65 |
99.65 |
99.65 |
99.65 |
+0.00 |
0 |
1,823 |
+0 |
Jun12 |
110718 |
99.65 |
99.65 |
99.65 |
99.65 |
+0.00 |
0 |
1,374 |
+0 |
Sep12 |
110718 |
99.58 |
99.58 |
99.58 |
99.58 |
unch |
0 |
411 |
+0 |
Dec12 |
110718 |
99.63 |
99.63 |
99.63 |
99.63 |
unch |
0 |
24 |
+0 |
Mar13 |
110718 |
99.63 |
99.63 |
99.63 |
99.63 |
unch |
0 |
1 |
+0 |
Jun13 |
110718 |
99.58 |
99.58 |
99.58 |
99.58 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
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 |
110718 |
129.02 |
129.74 |
129.01 |
129.44 |
+0.45 |
865,220 |
966,781 |
+1,054 |
Dec11 |
110718 |
127.79 |
128.37 |
127.79 |
128.15 |
+0.46 |
117 |
329 |
+3 |
Mar12 |
110718 |
128.12 |
128.12 |
128.12 |
128.12 |
+0.45 |
|
|
|
Total Volume and Open Interest |
865,337 |
967,110 |
+1,057 |
Euro-Bobl(EUREX) |
Sep11 |
110718 |
118.96 |
119.26 |
118.94 |
119.04 |
+0.20 |
506,486 |
765,195 |
-5,891 |
Dec11 |
110718 |
118.07 |
118.07 |
118.07 |
118.07 |
+0.20 |
0 |
696 |
+0 |
Mar12 |
110718 |
118.07 |
118.07 |
118.07 |
118.07 |
+0.20 |
|
|
|
Total Volume and Open Interest |
506,486 |
765,891 |
-5,891 |
3-Mth Euribor(EUREX) |
Sep11 |
110718 |
98.360 |
98.360 |
98.355 |
98.360 |
+0.005 |
0 |
1,888 |
+0 |
Dec11 |
110718 |
98.335 |
98.340 |
98.330 |
98.340 |
+0.015 |
0 |
1,358 |
+0 |
Mar12 |
110718 |
98.335 |
98.335 |
98.335 |
98.335 |
+0.020 |
0 |
839 |
+0 |
Total Volume and Open Interest |
1 |
7,131 |
+1 |
Long Gilt(LIFFE) |
Sep11 |
110704 |
120~07 |
120~16 |
120~05 |
120~10 |
-0~12 |
206,757 |
378,594 |
+19,248 |
Dec11 |
110718 |
122~10 |
122~10 |
122~10 |
122~10 |
+0~14 |
|
|
|
Total Volume and Open Interest |
124,324 |
373,879 |
+10,175 |
3-Mth Short Sterling(LIFFE) |
Sep11 |
110718 |
99.09 |
99.10 |
99.09 |
99.10 |
unch |
7,284 |
429,361 |
-2,959 |
Dec11 |
110718 |
99.07 |
99.07 |
99.04 |
99.06 |
-0.01 |
17,764 |
521,777 |
-1,877 |
Mar12 |
110718 |
99.04 |
99.04 |
99.01 |
99.02 |
-0.02 |
24,770 |
492,734 |
-1,186 |
Jun12 |
110718 |
98.96 |
98.97 |
98.94 |
98.96 |
-0.01 |
19,516 |
342,971 |
+3,002 |
Sep12 |
110718 |
98.88 |
98.89 |
98.85 |
98.88 |
+0.01 |
22,668 |
321,624 |
-4,766 |
Dec12 |
110718 |
98.73 |
98.74 |
98.70 |
98.74 |
+0.03 |
20,231 |
277,789 |
-1,995 |
Total Volume and Open Interest |
157,679 |
2,771,542 |
-4,798 |
3-Mth Euribor(LIFFE) |
Sep11 |
110718 |
98.360 |
98.370 |
98.355 |
98.360 |
+0.005 |
89,999 |
754,070 |
+14,192 |
Dec11 |
110718 |
98.340 |
98.355 |
98.325 |
98.340 |
+0.015 |
101,048 |
575,543 |
+9,200 |
Mar12 |
110718 |
98.335 |
98.355 |
98.320 |
98.340 |
+0.025 |
115,032 |
476,104 |
-857 |
Total Volume and Open Interest |
760,173 |
3,622,683 |
+7,794 |
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 |
110718 |
95.43 |
95.49 |
95.40 |
95.45 |
+0.02 |
43,272 |
259,599 |
-2,729 |
Mar12 |
110718 |
95.47 |
95.54 |
95.45 |
95.51 |
+0.03 |
23,544 |
145,279 |
+2,039 |
Jun12 |
110718 |
95.46 |
95.60 |
95.45 |
95.53 |
+0.05 |
10,953 |
85,247 |
+1,489 |
Sep12 |
110718 |
95.39 |
95.51 |
95.39 |
95.48 |
+0.07 |
3,997 |
52,559 |
+226 |
Dec12 |
110718 |
95.30 |
95.41 |
95.30 |
95.41 |
+0.08 |
1,314 |
31,232 |
+313 |
Mar13 |
110718 |
95.30 |
95.35 |
95.26 |
95.34 |
+0.09 |
2,837 |
29,701 |
+572 |
Jun13 |
110718 |
95.23 |
95.24 |
95.22 |
95.24 |
+0.07 |
81 |
10,619 |
+2 |
Sep13 |
110718 |
95.11 |
95.17 |
95.11 |
95.17 |
+0.07 |
0 |
2,034 |
+0 |
Dec13 |
110718 |
95.02 |
95.08 |
95.02 |
95.08 |
+0.06 |
0 |
1,417 |
+0 |
Total Volume and Open Interest |
122,504 |
884,878 |
+4,856 |
10-Year Aus T-Bonds(SFE) |
Sep11 |
110718 |
95.09 |
95.11 |
95.04 |
95.10 |
+0.01 |
69,740 |
405,835 |
+5,849 |
Dec11 |
110718 |
95.10 |
95.10 |
95.10 |
95.10 |
+0.01 |
|
|
|
Total Volume and Open Interest |
69,740 |
405,835 |
+5,849 |
3-Year Aus T-Bonds(SFE) |
Sep11 |
110718 |
95.63 |
95.71 |
95.62 |
95.69 |
+0.44 |
96,604 |
630,283 |
+7,232 |
Dec11 |
110718 |
95.69 |
95.69 |
95.69 |
95.69 |
+0.06 |
|
|
|
Total Volume and Open Interest |
210,437 |
696,913 |
+31,972 |
Gold(CMX) |
Aug11 |
110718 |
1594.3 |
1607.9 |
1591.4 |
1602.4 |
+12.3 |
189,976 |
273,695 |
-13,401 |
Oct11 |
110718 |
1595.5 |
1608.5 |
1594.0 |
1603.4 |
+12.4 |
2,374 |
14,470 |
-283 |
Dec11 |
110718 |
1597.3 |
1609.7 |
1593.8 |
1604.4 |
+12.4 |
35,526 |
134,673 |
+10,131 |
Feb12 |
110718 |
1598.0 |
1610.0 |
1596.9 |
1605.8 |
+12.4 |
533 |
10,851 |
+106 |
Apr12 |
110718 |
1599.1 |
1611.8 |
1599.1 |
1607.3 |
+12.4 |
984 |
6,102 |
-454 |
Jun12 |
110718 |
1603.3 |
1613.3 |
1599.3 |
1609.0 |
+12.5 |
409 |
14,362 |
+150 |
Aug12 |
110718 |
1604.7 |
1614.2 |
1604.7 |
1610.9 |
+12.6 |
409 |
5,014 |
+392 |
Oct12 |
110718 |
1610.1 |
1615.0 |
1610.1 |
1613.0 |
+12.5 |
1 |
4,110 |
+0 |
Dec12 |
110718 |
1609.5 |
1620.4 |
1609.5 |
1615.5 |
+12.5 |
449 |
11,639 |
+133 |
Feb13 |
110718 |
1618.3 |
1618.3 |
1618.3 |
1618.3 |
+12.5 |
70 |
1,554 |
+27 |
Apr13 |
110718 |
1621.6 |
1621.6 |
1621.6 |
1621.6 |
+12.5 |
0 |
201 |
+0 |
Jun13 |
110718 |
1625.4 |
1625.4 |
1625.4 |
1625.4 |
+12.5 |
25 |
11,030 |
-25 |
Total Volume and Open Interest |
231,260 |
528,567 |
-3,186 |
Silver(CMX) |
Jul11 |
110718 |
3977.0 |
4067.0 |
3964.0 |
4033.3 |
+127.0 |
368 |
485 |
+65 |
Sep11 |
110718 |
3935.0 |
4073.5 |
3928.0 |
4034.2 |
+127.1 |
78,054 |
60,484 |
+168 |
Dec11 |
110718 |
3932.0 |
4075.0 |
3932.0 |
4036.6 |
+127.5 |
3,742 |
26,097 |
-1,210 |
Mar12 |
110718 |
3975.0 |
4066.0 |
3970.5 |
4036.5 |
+127.9 |
137 |
5,210 |
-3 |
May12 |
110718 |
4027.0 |
4035.4 |
4027.0 |
4035.4 |
+128.1 |
77 |
1,547 |
+2 |
Jul12 |
110718 |
3932.0 |
4035.0 |
3932.0 |
4034.4 |
+128.3 |
24 |
1,757 |
+2 |
Sep12 |
110718 |
3976.5 |
4039.5 |
3976.5 |
4033.3 |
+128.3 |
4 |
207 |
+4 |
Total Volume and Open Interest |
83,454 |
115,389 |
-779 |
Platinum(NYMEX) |
Jul11 |
110718 |
1762.0 |
1774.4 |
1762.0 |
1774.4 |
+19.4 |
14 |
33 |
-13 |
Oct11 |
110718 |
1758.2 |
1781.6 |
1757.0 |
1775.4 |
+19.9 |
5,295 |
29,979 |
-281 |
Jan12 |
110718 |
1763.2 |
1783.0 |
1763.2 |
1778.0 |
+20.0 |
43 |
1,094 |
+15 |
Apr12 |
110718 |
1780.9 |
1780.9 |
1780.9 |
1780.9 |
+20.0 |
7 |
79 |
-2 |
Total Volume and Open Interest |
5,363 |
31,197 |
-281 |
Palladium(NYMEX) |
Sep11 |
110718 |
784.50 |
796.80 |
781.20 |
794.60 |
+13.95 |
3,054 |
20,159 |
-16 |
Dec11 |
110718 |
784.65 |
797.00 |
784.20 |
795.70 |
+13.85 |
15 |
766 |
+4 |
Mar12 |
110718 |
130.19 |
141.54 |
130.19 |
141.54 |
+13.85 |
1 |
49 |
-1 |
Total Volume and Open Interest |
3,071 |
20,974 |
-14 |
Copper(CMX) |
Jul11 |
110718 |
440.50 |
441.15 |
437.00 |
439.60 |
-0.90 |
500 |
2,619 |
-348 |
Sep11 |
110718 |
441.50 |
444.85 |
437.20 |
440.30 |
-1.00 |
32,767 |
88,455 |
-777 |
Dec11 |
110718 |
444.45 |
446.75 |
439.10 |
442.25 |
-0.95 |
2,069 |
33,771 |
-258 |
Mar12 |
110718 |
442.65 |
443.40 |
442.65 |
443.40 |
-0.90 |
380 |
11,771 |
+216 |
May12 |
110718 |
441.80 |
443.50 |
441.80 |
443.50 |
-0.80 |
2 |
1,997 |
+2 |
Total Volume and Open Interest |
36,128 |
146,347 |
-1,118 |
DJIA Index(CBOT) |
Sep11 |
110718 |
12432 |
12432 |
12240 |
12328 |
-124 |
986 |
15,636 |
+493 |
Dec11 |
110718 |
12260 |
12382 |
12260 |
12260 |
-122 |
0 |
85 |
+0 |
Mar12 |
110718 |
12191 |
12313 |
12191 |
12191 |
-122 |
|
|
|
Jun12 |
110718 |
12121 |
12243 |
12121 |
12121 |
-122 |
|
|
|
Total Volume and Open Interest |
986 |
15,721 |
+493 |
Mini DJIA Index(CBOT) |
Sep11 |
110718 |
12453 |
12453 |
12241 |
12328 |
-124 |
144,650 |
119,215 |
+927 |
Dec11 |
110718 |
12339 |
12339 |
12188 |
12260 |
-122 |
30 |
398 |
+3 |
Mar12 |
110718 |
12191 |
12191 |
12191 |
12191 |
-122 |
0 |
11 |
+0 |
Jun12 |
110718 |
12121 |
12121 |
12121 |
12121 |
-122 |
|
|
|
Total Volume and Open Interest |
144,680 |
119,624 |
+930 |
S & P 500(CME) |
Sep11 |
110718 |
1313.90 |
1314.20 |
1291.70 |
1300.40 |
-14.50 |
12,275 |
262,716 |
+1,322 |
Dec11 |
110718 |
1294.90 |
1294.90 |
1288.90 |
1294.90 |
-14.50 |
251 |
10,745 |
+195 |
Mar12 |
110718 |
1289.40 |
1289.40 |
1283.40 |
1289.40 |
-14.50 |
0 |
26 |
+0 |
Jun12 |
110718 |
1284.40 |
1284.40 |
1278.40 |
1284.40 |
-14.50 |
0 |
5 |
+0 |
Total Volume and Open Interest |
12,526 |
273,492 |
+1,517 |
S & P 500 E-Mini(Globex) |
Sep11 |
110718 |
1314.50 |
1314.75 |
1291.25 |
1300.50 |
-14.50 |
2,877,782 |
2,575,806 |
-3,295 |
Dec11 |
110718 |
1307.25 |
1308.00 |
1285.75 |
1295.00 |
-14.50 |
1,540 |
12,282 |
+626 |
Total Volume and Open Interest |
2,879,322 |
2,588,279 |
-2,669 |
NASDAQ 100(CME) |
Sep11 |
110718 |
2347.30 |
2351.50 |
2318.50 |
2340.00 |
-15.50 |
5,528 |
17,288 |
-432 |
Dec11 |
110718 |
2334.50 |
2335.00 |
2315.00 |
2334.50 |
-15.50 |
0 |
1 |
+0 |
Mar12 |
110718 |
2329.50 |
2329.50 |
2329.00 |
2329.50 |
-15.50 |
|
|
|
Total Volume and Open Interest |
5,528 |
17,289 |
-432 |
NASDAQ 100 E-Mini(Globex) |
Sep11 |
110718 |
2354.50 |
2355.00 |
2318.80 |
2340.00 |
-15.50 |
344,083 |
368,293 |
-4,750 |
Dec11 |
110718 |
2341.50 |
2346.00 |
2313.00 |
2334.50 |
-15.50 |
114 |
162 |
-17 |
Total Volume and Open Interest |
344,207 |
368,466 |
-4,757 |
S & P Midcap 400(CME) |
Sep11 |
110718 |
961.80 |
961.80 |
953.00 |
961.80 |
-15.50 |
1,096 |
2,548 |
+1,089 |
Dec11 |
110718 |
960.50 |
960.50 |
960.50 |
960.50 |
-15.50 |
|
|
|
Mar12 |
110718 |
958.80 |
958.80 |
958.80 |
958.80 |
-15.50 |
|
|
|
Total Volume and Open Interest |
1,096 |
2,548 |
+1,089 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Sep11 |
110630 |
9865 |
9940 |
9805 |
9900 |
+220 |
11,736 |
31,666 |
+3,008 |
Dec11 |
110718 |
9850 |
9890 |
9850 |
9850 |
-140 |
1 |
1 |
+0 |
Total Volume and Open Interest |
9,052 |
36,304 |
+630 |
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) |
Aug11 |
110718 |
3712.0 |
3718.5 |
3636.0 |
3651.0 |
-80.5 |
92,915 |
242,024 |
+31,561 |
Sep11 |
110718 |
3715.0 |
3715.0 |
3638.0 |
3648.5 |
-80.5 |
725 |
35,347 |
-78 |
Oct11 |
110718 |
3648.5 |
3648.5 |
3648.5 |
3648.5 |
|
|
|
|
Hang Seng Index(HKFE) |
Jul11 |
110718 |
21734 |
22027 |
21689 |
21791 |
-53 |
70,927 |
87,196 |
-700 |
Aug11 |
110718 |
21638 |
21978 |
21638 |
21753 |
-50 |
1,612 |
2,788 |
+454 |
Sep11 |
110718 |
21600 |
21886 |
21560 |
21660 |
-52 |
251 |
3,246 |
+89 |
Total Volume and Open Interest |
73,308 |
97,225 |
+41 |
DAX(EUREX) |
Sep11 |
110718 |
7207.5 |
7212.5 |
7106.5 |
7143.5 |
-106.5 |
152,590 |
153,398 |
-3,915 |
Dec11 |
110718 |
7225.0 |
7229.0 |
7137.0 |
7170.5 |
-106.5 |
312 |
8,411 |
+14 |
Mar12 |
110718 |
7265.0 |
7265.0 |
7173.5 |
7201.0 |
-107.5 |
43 |
308 |
+6 |
Total Volume and Open Interest |
152,945 |
162,117 |
-3,895 |
FT-SE 100(EURONEXT) |
Sep11 |
110718 |
5790.00 |
5796.00 |
5700.00 |
5723.50 |
-92.00 |
114,822 |
678,133 |
-6,829 |
Dec11 |
110718 |
5716.00 |
5727.00 |
5693.50 |
5699.50 |
-92.50 |
4 |
808 |
+1 |
Mar12 |
110718 |
5679.50 |
5679.50 |
5662.50 |
5662.50 |
-92.00 |
20 |
150 |
-20 |
Total Volume and Open Interest |
114,846 |
679,131 |
-6,848 |
SPI 200(SFE) |
Sep11 |
110718 |
4435.0 |
4458.0 |
4423.0 |
4447.0 |
+6.0 |
31,304 |
192,796 |
+4,338 |
Dec11 |
110718 |
4453.0 |
4463.0 |
4453.0 |
4461.0 |
+5.0 |
41 |
4,615 |
+10 |
Mar12 |
110718 |
4447.0 |
4447.0 |
4447.0 |
4447.0 |
+5.0 |
0 |
1,675 |
+0 |
Total Volume and Open Interest |
31,390 |
203,035 |
+4,368 |
GSCI(CME) |
Aug11 |
110718 |
31.14 |
33.64 |
26.64 |
32.34 |
-5.95 |
2,063 |
8,534 |
+2,130 |
Sep11 |
110718 |
30.54 |
32.64 |
26.89 |
32.64 |
-6.00 |
|
|
|
Oct11 |
110718 |
33.64 |
33.64 |
33.64 |
33.64 |
|
|
|
|
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. |
|
|