|
MRCI's End of Day Prices |
Daily Futures Price Listing Tue July 19, 2011 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Aug11 |
110719 |
1389.00 |
1408.00 |
1375.50 |
1379.25 |
-6.25 |
20,379 |
58,239 |
-1,190 |
Sep11 |
110719 |
1386.50 |
1405.25 |
1373.00 |
1377.00 |
-5.25 |
13,967 |
37,509 |
+1,542 |
Nov11 |
110719 |
1391.00 |
1409.50 |
1377.25 |
1382.00 |
-4.25 |
90,059 |
292,569 |
+3,303 |
Jan12 |
110719 |
1400.00 |
1418.00 |
1386.25 |
1390.75 |
-5.25 |
13,891 |
51,381 |
+1,208 |
Mar12 |
110719 |
1402.75 |
1420.00 |
1388.00 |
1392.25 |
-6.25 |
4,894 |
23,770 |
-68 |
May12 |
110719 |
1398.00 |
1415.50 |
1383.50 |
1387.75 |
-6.25 |
5,381 |
31,006 |
+1,190 |
Jul12 |
110719 |
1396.50 |
1416.25 |
1387.00 |
1389.00 |
-7.25 |
4,065 |
14,678 |
+1,184 |
Total Volume and Open Interest |
155,039 |
532,714 |
+6,979 |
Soybean Meal(CBOT) |
Aug11 |
110719 |
360.70 |
366.60 |
358.10 |
360.10 |
+0.80 |
17,191 |
28,995 |
-3,645 |
Sep11 |
110719 |
362.80 |
368.30 |
360.00 |
362.00 |
+1.00 |
11,572 |
30,077 |
+1,917 |
Oct11 |
110719 |
363.30 |
368.20 |
360.50 |
362.00 |
+0.50 |
1,496 |
14,981 |
-72 |
Dec11 |
110719 |
366.30 |
371.50 |
363.20 |
365.00 |
+0.40 |
30,218 |
74,337 |
+3,480 |
Jan12 |
110719 |
365.70 |
372.20 |
365.30 |
366.30 |
+0.40 |
633 |
6,733 |
+18 |
Mar12 |
110719 |
372.50 |
373.40 |
366.60 |
367.30 |
+0.50 |
1,360 |
5,901 |
-104 |
May12 |
110719 |
366.30 |
370.20 |
363.70 |
365.20 |
-0.10 |
1,216 |
6,989 |
-23 |
Jul12 |
110719 |
369.20 |
369.20 |
364.70 |
364.70 |
-0.60 |
660 |
1,865 |
-18 |
Total Volume and Open Interest |
64,490 |
173,656 |
+1,530 |
Soybean Oil(CBOT) |
Aug11 |
110719 |
57.04 |
57.89 |
56.61 |
56.69 |
-0.23 |
15,509 |
36,998 |
-1,406 |
Sep11 |
110719 |
57.29 |
58.10 |
56.78 |
56.88 |
-0.25 |
9,575 |
39,941 |
+1,245 |
Oct11 |
110719 |
57.53 |
58.29 |
57.01 |
57.10 |
-0.24 |
1,363 |
17,486 |
-101 |
Dec11 |
110719 |
57.99 |
58.83 |
57.46 |
57.57 |
-0.25 |
37,956 |
151,968 |
-887 |
Jan12 |
110719 |
58.15 |
58.98 |
57.74 |
57.83 |
-0.25 |
2,266 |
21,920 |
+533 |
Mar12 |
110719 |
59.22 |
59.29 |
57.98 |
58.06 |
-0.25 |
1,782 |
13,057 |
+188 |
May12 |
110719 |
58.92 |
59.02 |
58.10 |
58.17 |
-0.23 |
1,297 |
7,384 |
+330 |
Jul12 |
110719 |
59.02 |
59.10 |
58.28 |
58.28 |
-0.25 |
1,005 |
2,945 |
+342 |
Total Volume and Open Interest |
71,013 |
294,654 |
+317 |
Canola(WCE) |
Jul11 |
110714 |
591.8 |
591.8 |
591.8 |
591.8 |
+4.0 |
|
|
|
Nov11 |
110719 |
569.9 |
573.3 |
565.1 |
565.5 |
-2.7 |
10,523 |
121,351 |
+1,659 |
Jan12 |
110719 |
579.2 |
580.6 |
572.5 |
572.8 |
-2.9 |
1,496 |
14,362 |
-382 |
Mar12 |
110719 |
583.5 |
585.1 |
578.2 |
578.6 |
-2.4 |
348 |
6,022 |
+61 |
May12 |
110719 |
588.8 |
588.8 |
583.8 |
583.8 |
-1.1 |
210 |
3,773 |
+111 |
Total Volume and Open Interest |
12,656 |
149,540 |
+1,489 |
Corn(CBOT) |
Sep11 |
110719 |
703.25 |
723.50 |
696.50 |
698.00 |
+1.75 |
72,336 |
370,827 |
-2,857 |
Dec11 |
110719 |
684.00 |
703.75 |
682.50 |
687.25 |
+10.25 |
172,760 |
498,236 |
+1,572 |
Mar12 |
110719 |
695.00 |
714.50 |
693.75 |
699.25 |
+10.50 |
16,112 |
117,228 |
+1,119 |
May12 |
110719 |
701.00 |
719.00 |
693.50 |
705.00 |
+11.50 |
5,150 |
25,987 |
+179 |
Jul12 |
110719 |
705.00 |
723.50 |
704.50 |
709.00 |
+9.50 |
12,279 |
69,448 |
-942 |
Sep12 |
110719 |
659.50 |
678.50 |
659.00 |
659.00 |
-0.25 |
1,915 |
7,442 |
+187 |
Total Volume and Open Interest |
289,109 |
1,187,057 |
-3,714 |
Wheat(CBOT) |
Sep11 |
110719 |
694.75 |
727.75 |
689.00 |
693.50 |
+4.00 |
48,658 |
165,782 |
-417 |
Dec11 |
110719 |
724.00 |
751.75 |
720.75 |
726.75 |
+8.50 |
26,509 |
141,940 |
-2,057 |
Mar12 |
110719 |
755.25 |
780.00 |
750.75 |
757.75 |
+7.00 |
5,344 |
45,577 |
+427 |
May12 |
110719 |
774.25 |
799.00 |
770.00 |
774.75 |
+4.75 |
876 |
9,449 |
-60 |
Jul12 |
110719 |
783.00 |
809.75 |
782.25 |
785.75 |
+3.50 |
3,465 |
42,736 |
-602 |
Total Volume and Open Interest |
85,833 |
428,752 |
-2,450 |
Wheat(KCBT) |
Sep11 |
110719 |
764.75 |
796.25 |
764.00 |
778.00 |
+17.00 |
10,319 |
72,317 |
-1,751 |
Dec11 |
110719 |
786.75 |
818.75 |
786.75 |
801.00 |
+16.50 |
5,814 |
57,780 |
-539 |
Mar12 |
110719 |
804.00 |
832.75 |
803.00 |
812.00 |
+13.25 |
1,733 |
16,876 |
+184 |
May12 |
110719 |
815.25 |
837.75 |
814.75 |
817.50 |
+13.00 |
344 |
3,433 |
+87 |
Jul12 |
110719 |
810.00 |
840.00 |
810.00 |
821.00 |
+13.00 |
905 |
13,709 |
+152 |
Total Volume and Open Interest |
19,197 |
167,241 |
-1,823 |
Wheat(MGE) |
Jul11 |
110714 |
842.00 |
842.00 |
842.00 |
842.00 |
+20.75 |
268 |
369 |
-251 |
Sep11 |
110719 |
824.00 |
858.75 |
823.75 |
833.00 |
+10.50 |
1,601 |
21,313 |
-310 |
Dec11 |
110719 |
827.50 |
857.50 |
827.50 |
835.00 |
+11.50 |
1,059 |
19,968 |
+45 |
Mar12 |
110719 |
835.25 |
867.75 |
835.25 |
845.00 |
+9.75 |
477 |
6,585 |
+16 |
May12 |
110719 |
841.00 |
868.75 |
841.00 |
846.75 |
+7.50 |
166 |
2,859 |
+16 |
Total Volume and Open Interest |
3,681 |
59,420 |
-190 |
Oats(CBOT) |
Sep11 |
110719 |
354.50 |
365.50 |
352.75 |
353.50 |
+0.50 |
486 |
4,126 |
+17 |
Dec11 |
110719 |
367.75 |
375.25 |
364.75 |
365.00 |
+1.00 |
874 |
7,333 |
-14 |
Mar12 |
110719 |
380.00 |
384.00 |
374.50 |
375.00 |
+0.50 |
2 |
812 |
+0 |
May12 |
110719 |
381.50 |
381.50 |
381.00 |
381.50 |
+0.50 |
3 |
19 |
+2 |
Total Volume and Open Interest |
1,365 |
12,319 |
+5 |
Rough Rice(CBOT) |
Jul11 |
110714 |
16.00 |
16.00 |
15.72 |
15.94 |
+0.18 |
204 |
207 |
-83 |
Sep11 |
110719 |
16.82 |
17.03 |
16.50 |
16.56 |
-0.26 |
1,111 |
10,649 |
+336 |
Nov11 |
110719 |
17.16 |
17.34 |
16.83 |
16.88 |
-0.26 |
306 |
5,318 |
+22 |
Jan12 |
110719 |
17.53 |
17.60 |
17.14 |
17.18 |
-0.28 |
85 |
525 |
+53 |
Total Volume and Open Interest |
1,507 |
17,127 |
+410 |
Live Cattle(CME) |
Aug11 |
110719 |
110.000 |
111.900 |
109.850 |
110.500 |
+0.650 |
17,248 |
71,089 |
-2,351 |
Oct11 |
110719 |
115.950 |
117.885 |
115.785 |
116.385 |
+0.535 |
17,332 |
122,586 |
+1,561 |
Dec11 |
110719 |
119.650 |
121.430 |
119.535 |
119.800 |
+0.400 |
11,517 |
82,552 |
+468 |
Feb12 |
110719 |
122.800 |
124.600 |
122.800 |
123.250 |
+0.615 |
5,724 |
28,254 |
-221 |
Apr12 |
110719 |
124.285 |
126.250 |
124.285 |
124.650 |
+0.400 |
3,044 |
15,974 |
+498 |
Jun12 |
110719 |
120.800 |
121.750 |
120.750 |
121.250 |
+0.750 |
740 |
5,878 |
+194 |
Total Volume and Open Interest |
55,643 |
327,143 |
+169 |
Feeder Cattle(CME) |
Aug11 |
110719 |
134.750 |
137.575 |
134.750 |
135.575 |
+1.000 |
3,872 |
15,726 |
-537 |
Sep11 |
110719 |
136.300 |
138.630 |
136.000 |
136.250 |
+0.620 |
1,658 |
10,484 |
-440 |
Oct11 |
110719 |
137.130 |
139.350 |
136.800 |
136.800 |
+0.400 |
1,223 |
8,226 |
+71 |
Nov11 |
110719 |
137.800 |
140.000 |
137.250 |
137.935 |
+0.835 |
615 |
4,374 |
-94 |
Jan12 |
110719 |
136.500 |
138.900 |
136.400 |
136.950 |
+0.850 |
186 |
1,849 |
-27 |
Mar12 |
110719 |
136.300 |
137.800 |
135.985 |
136.900 |
+1.215 |
33 |
377 |
+0 |
Apr12 |
110719 |
136.485 |
138.250 |
136.485 |
137.000 |
+0.500 |
31 |
140 |
+8 |
Total Volume and Open Interest |
7,625 |
41,278 |
-1,015 |
Lean Hogs(CME) |
Aug11 |
110719 |
98.700 |
100.350 |
98.650 |
99.650 |
+1.200 |
15,066 |
34,001 |
-1,383 |
Oct11 |
110719 |
90.535 |
92.300 |
90.535 |
91.680 |
+1.380 |
9,756 |
85,673 |
+1,334 |
Dec11 |
110719 |
87.150 |
88.650 |
87.150 |
87.850 |
+0.650 |
5,705 |
62,746 |
-128 |
Feb12 |
110719 |
89.150 |
90.500 |
89.150 |
90.450 |
+1.065 |
1,818 |
28,500 |
+298 |
Apr12 |
110719 |
90.650 |
91.800 |
90.650 |
91.700 |
+1.065 |
1,043 |
17,699 |
+35 |
May12 |
110719 |
95.200 |
95.200 |
95.000 |
95.000 |
+0.300 |
1 |
735 |
+1 |
Jun12 |
110719 |
96.785 |
97.750 |
96.700 |
97.680 |
+1.130 |
346 |
9,167 |
+162 |
Jul12 |
110719 |
95.830 |
96.300 |
95.830 |
96.100 |
+0.850 |
238 |
2,563 |
+151 |
Total Volume and Open Interest |
33,997 |
243,432 |
-3,354 |
Class III Milk(CME) |
Jul11 |
110714 |
21.00 |
21.05 |
20.97 |
21.03 |
+0.52 |
339 |
6,118 |
+27 |
Aug11 |
110719 |
20.72 |
20.80 |
20.52 |
20.63 |
-0.06 |
938 |
6,350 |
+268 |
Sep11 |
110719 |
20.20 |
20.21 |
20.00 |
20.05 |
-0.07 |
623 |
5,668 |
+277 |
Oct11 |
110719 |
19.43 |
19.45 |
19.18 |
19.28 |
-0.04 |
332 |
4,486 |
+67 |
Nov11 |
110719 |
18.50 |
18.50 |
18.36 |
18.45 |
+0.03 |
171 |
3,857 |
+87 |
Total Volume and Open Interest |
2,994 |
35,732 |
+1,092 |
Cocoa(ICE) |
Sep11 |
110719 |
3170 |
3200 |
3134 |
3164 |
+5 |
6,521 |
66,849 |
+285 |
Dec11 |
110719 |
3206 |
3223 |
3167 |
3187 |
+1 |
1,031 |
40,614 |
+223 |
Mar12 |
110719 |
3214 |
3268 |
3214 |
3231 |
-1 |
1,493 |
33,828 |
+606 |
May12 |
110719 |
3228 |
3232 |
3228 |
3232 |
-2 |
6 |
11,151 |
+1 |
Jul12 |
110719 |
3235 |
3235 |
3235 |
3235 |
-3 |
23 |
4,177 |
+3 |
Sep12 |
110719 |
3239 |
3239 |
3239 |
3239 |
-1 |
1,147 |
7,037 |
+142 |
Dec12 |
110719 |
3242 |
3242 |
3242 |
3242 |
-1 |
11 |
3,871 |
+0 |
Total Volume and Open Interest |
10,238 |
170,881 |
+1,257 |
Coffee "C"(ICE) |
Jul11 |
110719 |
248.85 |
248.85 |
243.75 |
243.85 |
-4.35 |
19 |
7 |
-74 |
Sep11 |
110719 |
249.90 |
252.90 |
243.05 |
243.85 |
-4.35 |
11,176 |
53,669 |
-674 |
Dec11 |
110719 |
253.20 |
256.50 |
247.00 |
247.70 |
-4.40 |
2,937 |
35,492 |
-241 |
Mar12 |
110719 |
257.15 |
259.05 |
249.70 |
250.35 |
-4.35 |
584 |
9,457 |
+14 |
May12 |
110719 |
258.05 |
260.10 |
251.45 |
251.95 |
-3.60 |
56 |
4,359 |
-9 |
Jul12 |
110719 |
259.90 |
259.90 |
251.30 |
251.85 |
-3.75 |
63 |
1,802 |
-23 |
Total Volume and Open Interest |
14,897 |
107,805 |
-983 |
Orange Juice(ICE) |
Sep11 |
110719 |
197.25 |
202.65 |
196.90 |
201.30 |
+3.50 |
912 |
26,091 |
+203 |
Nov11 |
110719 |
184.75 |
189.00 |
184.60 |
187.95 |
+2.75 |
153 |
6,403 |
+81 |
Jan12 |
110719 |
178.85 |
181.45 |
178.85 |
179.95 |
+0.80 |
37 |
1,348 |
+3 |
Mar12 |
110719 |
177.50 |
177.75 |
177.50 |
177.60 |
-0.15 |
14 |
300 |
-1 |
May12 |
110719 |
176.00 |
176.00 |
175.95 |
175.95 |
unch |
10 |
204 |
+5 |
Jul12 |
110719 |
176.50 |
176.55 |
176.35 |
176.35 |
-0.10 |
0 |
111 |
+0 |
Total Volume and Open Interest |
1,126 |
34,468 |
+291 |
Sugar #11(ICE) |
Oct11 |
110719 |
29.06 |
29.43 |
28.32 |
28.78 |
-0.16 |
37,941 |
306,154 |
-1,703 |
Mar12 |
110719 |
28.04 |
28.39 |
27.38 |
27.90 |
unch |
10,210 |
147,988 |
+49 |
May12 |
110719 |
26.85 |
27.12 |
26.15 |
26.69 |
+0.06 |
3,892 |
46,373 |
+157 |
Jul12 |
110719 |
25.85 |
26.14 |
25.21 |
25.81 |
+0.19 |
2,407 |
63,137 |
+126 |
Oct12 |
110719 |
25.01 |
25.30 |
24.46 |
25.08 |
+0.26 |
736 |
27,175 |
+417 |
Total Volume and Open Interest |
56,339 |
629,233 |
-849 |
London Cocoa(LCE) |
Sep11 |
110719 |
1992 |
2009 |
1972 |
1994 |
-7 |
9,488 |
75,029 |
+345 |
Dec11 |
110719 |
2014 |
2035 |
2000 |
2020 |
-9 |
1,794 |
41,963 |
+144 |
Mar12 |
110719 |
2017 |
2050 |
2017 |
2036 |
-8 |
602 |
37,563 |
-17 |
May12 |
110719 |
2025 |
2055 |
2025 |
2044 |
-6 |
278 |
13,349 |
+104 |
Jul12 |
110719 |
2038 |
2050 |
2037 |
2050 |
-8 |
309 |
4,572 |
+136 |
Sep12 |
110719 |
2058 |
2058 |
2058 |
2058 |
-9 |
54 |
4,358 |
+8 |
Dec12 |
110719 |
2061 |
2061 |
2061 |
2061 |
-11 |
0 |
7,349 |
+0 |
Total Volume and Open Interest |
12,525 |
185,050 |
+720 |
London Sugar(LCE) |
Oct11 |
110719 |
762.90 |
767.90 |
745.00 |
750.30 |
-2.80 |
2,554 |
25,723 |
+303 |
Dec11 |
110719 |
724.30 |
726.00 |
705.00 |
711.10 |
-1.30 |
697 |
6,211 |
-68 |
Mar12 |
110719 |
712.00 |
713.80 |
692.80 |
698.90 |
-1.30 |
451 |
8,775 |
+19 |
May12 |
110719 |
684.00 |
687.00 |
676.00 |
676.00 |
+1.20 |
21 |
3,123 |
+14 |
Aug12 |
110719 |
665.40 |
670.30 |
655.00 |
655.00 |
+0.80 |
0 |
1,627 |
+0 |
Total Volume and Open Interest |
3,723 |
46,784 |
-1,578 |
Cotton(ICE) |
Oct11 |
110719 |
98.55 |
101.95 |
98.55 |
101.95 |
+4.00 |
98 |
499 |
+1 |
Dec11 |
110719 |
97.10 |
100.84 |
97.00 |
100.84 |
+4.00 |
15,944 |
96,770 |
-2,433 |
Mar12 |
110719 |
95.10 |
98.83 |
95.10 |
98.83 |
+4.00 |
9,520 |
21,131 |
+114 |
May12 |
110719 |
95.00 |
98.01 |
95.00 |
98.01 |
+4.00 |
1,155 |
5,163 |
+329 |
Jul12 |
110719 |
95.10 |
97.98 |
94.78 |
97.98 |
+4.00 |
245 |
6,783 |
+21 |
Oct12 |
110719 |
97.88 |
97.88 |
97.88 |
97.88 |
+4.00 |
0 |
3 |
+0 |
Total Volume and Open Interest |
26,976 |
134,008 |
-1,969 |
Lumber(CME) |
Sep11 |
110719 |
261.4 |
269.9 |
261.1 |
265.7 |
+3.5 |
321 |
5,856 |
+4 |
Nov11 |
110719 |
276.0 |
280.5 |
275.5 |
275.5 |
+2.5 |
186 |
2,162 |
+20 |
Jan12 |
110719 |
294.2 |
298.9 |
294.2 |
297.8 |
+4.5 |
17 |
712 |
+5 |
Mar12 |
110719 |
304.4 |
305.0 |
303.9 |
304.9 |
+1.9 |
0 |
82 |
+0 |
Total Volume and Open Interest |
524 |
8,813 |
+12 |
Crude Oil(NYM) |
Aug11 |
110719 |
96.16 |
98.65 |
95.93 |
97.50 |
+1.57 |
266,461 |
86,892 |
-29,818 |
Sep11 |
110719 |
96.45 |
98.98 |
96.25 |
97.86 |
+1.61 |
138,963 |
343,972 |
+7,130 |
Oct11 |
110719 |
96.80 |
99.36 |
96.67 |
98.24 |
+1.59 |
41,594 |
81,868 |
-3,087 |
Nov11 |
110719 |
97.27 |
99.75 |
97.21 |
98.68 |
+1.56 |
22,123 |
68,537 |
-1,500 |
Dec11 |
110719 |
97.82 |
100.23 |
97.60 |
99.14 |
+1.52 |
41,171 |
205,343 |
+1,782 |
Jan12 |
110719 |
98.20 |
100.66 |
98.20 |
99.58 |
+1.47 |
8,177 |
50,937 |
-40 |
Feb12 |
110719 |
98.90 |
101.03 |
98.90 |
100.01 |
+1.44 |
4,010 |
25,265 |
-566 |
Mar12 |
110719 |
99.80 |
101.32 |
99.80 |
100.40 |
+1.41 |
5,616 |
33,502 |
+862 |
Apr12 |
110719 |
100.03 |
101.46 |
100.03 |
100.78 |
+1.39 |
3,769 |
21,907 |
+4 |
May12 |
110719 |
100.54 |
102.00 |
100.54 |
101.14 |
+1.38 |
5,764 |
17,866 |
-1,040 |
Jun12 |
110719 |
100.21 |
102.43 |
100.21 |
101.47 |
+1.36 |
12,974 |
76,518 |
-297 |
Jul12 |
110719 |
101.23 |
102.77 |
101.20 |
101.77 |
+1.34 |
2,523 |
31,153 |
-861 |
Aug12 |
110719 |
102.00 |
102.00 |
102.00 |
102.00 |
+1.34 |
1,564 |
15,411 |
+413 |
Sep12 |
110719 |
102.19 |
102.19 |
102.19 |
102.19 |
+1.31 |
2,219 |
16,487 |
+1,201 |
Oct12 |
110719 |
102.39 |
102.39 |
102.39 |
102.39 |
+1.28 |
780 |
9,976 |
-6 |
Nov12 |
110719 |
102.61 |
102.61 |
102.61 |
102.61 |
+1.23 |
769 |
21,488 |
-175 |
Total Volume and Open Interest |
579,738 |
1,517,309 |
-24,440 |
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 |
110719 |
96.375 |
98.975 |
96.250 |
97.850 |
+1.600 |
1,780 |
3,081 |
+339 |
Oct11 |
110719 |
97.075 |
99.075 |
97.075 |
98.250 |
+1.600 |
30 |
312 |
+3 |
Nov11 |
110719 |
97.400 |
99.175 |
97.400 |
98.675 |
+1.550 |
0 |
176 |
-1 |
Dec11 |
110719 |
99.900 |
100.000 |
99.125 |
99.150 |
+1.525 |
12 |
279 |
-9 |
Jan12 |
110719 |
99.575 |
99.575 |
99.575 |
99.575 |
+1.475 |
0 |
6 |
+0 |
Feb12 |
110719 |
100.000 |
100.000 |
100.000 |
100.000 |
+1.425 |
0 |
3 |
+0 |
Mar12 |
110719 |
100.400 |
100.400 |
100.400 |
100.400 |
+1.400 |
2 |
11 |
+0 |
Apr12 |
110719 |
100.775 |
100.775 |
100.775 |
100.775 |
+1.375 |
|
|
|
Total Volume and Open Interest |
7,432 |
7,500 |
+228 |
Heating Oil(NYM) |
Aug11 |
110719 |
308.31 |
313.21 |
308.16 |
309.80 |
+2.03 |
37,390 |
59,331 |
-2,663 |
Sep11 |
110719 |
309.93 |
314.35 |
309.39 |
311.07 |
+2.02 |
18,004 |
69,423 |
+2,366 |
Oct11 |
110719 |
310.79 |
315.36 |
310.79 |
312.43 |
+2.00 |
9,524 |
35,229 |
+732 |
Nov11 |
110719 |
313.75 |
316.17 |
313.24 |
314.08 |
+2.02 |
3,502 |
25,346 |
+128 |
Dec11 |
110719 |
314.52 |
318.60 |
314.27 |
315.70 |
+2.03 |
9,033 |
35,276 |
+849 |
Jan12 |
110719 |
316.02 |
319.14 |
316.02 |
317.20 |
+2.03 |
2,157 |
24,825 |
+572 |
Feb12 |
110719 |
319.75 |
319.75 |
317.30 |
317.30 |
+2.02 |
393 |
10,650 |
+157 |
Mar12 |
110719 |
316.63 |
318.79 |
315.91 |
316.31 |
+1.99 |
442 |
7,593 |
+97 |
Apr12 |
110719 |
315.66 |
315.66 |
314.15 |
314.15 |
+1.95 |
227 |
3,938 |
-28 |
May12 |
110719 |
312.12 |
312.12 |
312.12 |
312.12 |
+1.92 |
1,783 |
2,952 |
-559 |
Jun12 |
110719 |
311.28 |
312.74 |
311.06 |
311.22 |
+1.92 |
1,963 |
21,824 |
+516 |
Jul12 |
110719 |
311.70 |
311.70 |
311.70 |
311.70 |
+1.92 |
52 |
2,013 |
+10 |
Total Volume and Open Interest |
84,660 |
309,993 |
+2,303 |
Gasoline(NYMEX) |
Aug11 |
110719 |
310.35 |
314.85 |
310.06 |
311.49 |
+1.75 |
39,297 |
57,361 |
-4,114 |
Sep11 |
110719 |
305.36 |
309.63 |
305.35 |
306.49 |
+1.70 |
27,962 |
64,273 |
+4,803 |
Oct11 |
110719 |
291.64 |
295.52 |
291.20 |
292.65 |
+1.97 |
12,898 |
30,190 |
+354 |
Nov11 |
110719 |
287.81 |
291.52 |
287.36 |
288.86 |
+1.94 |
6,611 |
15,480 |
+846 |
Dec11 |
110719 |
286.30 |
289.97 |
285.93 |
287.17 |
+1.99 |
7,516 |
28,683 |
+198 |
Jan12 |
110719 |
286.12 |
290.20 |
286.10 |
287.37 |
+1.95 |
1,436 |
9,322 |
+140 |
Feb12 |
110719 |
291.35 |
291.35 |
288.64 |
288.64 |
+1.92 |
509 |
5,366 |
+130 |
Mar12 |
110719 |
292.00 |
293.03 |
290.37 |
290.37 |
+1.86 |
300 |
7,332 |
+135 |
Apr12 |
110719 |
302.50 |
303.00 |
301.27 |
301.27 |
+1.81 |
121 |
4,742 |
+110 |
May12 |
110719 |
302.75 |
302.75 |
301.32 |
301.32 |
+1.74 |
4 |
1,965 |
+0 |
Total Volume and Open Interest |
96,828 |
243,297 |
+2,729 |
e-miNY RBOB Gasoline(NYM) |
Aug11 |
110718 |
309.70 |
309.74 |
309.70 |
309.70 |
-3.20 |
0 |
3 |
+0 |
Sep11 |
110719 |
306.50 |
306.50 |
306.49 |
306.50 |
+1.70 |
|
|
|
Oct11 |
110719 |
292.70 |
292.70 |
292.65 |
292.70 |
+2.00 |
0 |
1 |
+0 |
Nov11 |
110719 |
288.90 |
288.90 |
288.86 |
288.90 |
+2.00 |
|
|
|
Total Volume and Open Interest |
0 |
6 |
+0 |
Natural Gas(NYM) |
Aug11 |
110719 |
4.543 |
4.579 |
4.511 |
4.533 |
-0.013 |
145,362 |
94,329 |
-15,283 |
Sep11 |
110719 |
4.525 |
4.558 |
4.489 |
4.511 |
-0.013 |
76,322 |
220,001 |
+7,390 |
Oct11 |
110719 |
4.534 |
4.570 |
4.504 |
4.526 |
-0.014 |
53,506 |
140,039 |
+6,389 |
Nov11 |
110719 |
4.659 |
4.670 |
4.614 |
4.630 |
-0.014 |
27,499 |
95,766 |
+2,042 |
Dec11 |
110719 |
4.840 |
4.841 |
4.791 |
4.806 |
-0.016 |
20,153 |
47,183 |
+2,321 |
Jan12 |
110719 |
4.904 |
4.940 |
4.884 |
4.903 |
-0.017 |
25,869 |
106,760 |
+1,695 |
Feb12 |
110719 |
4.936 |
4.936 |
4.890 |
4.901 |
-0.018 |
2,824 |
23,755 |
+12 |
Mar12 |
110719 |
4.884 |
4.887 |
4.838 |
4.855 |
-0.019 |
5,508 |
47,447 |
-631 |
Apr12 |
110719 |
4.784 |
4.795 |
4.749 |
4.766 |
-0.019 |
8,186 |
48,263 |
+924 |
May12 |
110719 |
4.795 |
4.795 |
4.768 |
4.782 |
-0.020 |
829 |
10,123 |
-97 |
Jun12 |
110719 |
4.842 |
4.845 |
4.805 |
4.808 |
-0.021 |
811 |
10,888 |
-165 |
Jul12 |
110719 |
4.858 |
4.858 |
4.830 |
4.846 |
-0.021 |
575 |
9,350 |
+136 |
Aug12 |
110719 |
4.876 |
4.890 |
4.872 |
4.874 |
-0.021 |
202 |
8,666 |
+27 |
Sep12 |
110719 |
4.900 |
4.900 |
4.882 |
4.882 |
-0.021 |
150 |
6,888 |
+6 |
Oct12 |
110719 |
4.952 |
4.952 |
4.906 |
4.923 |
-0.021 |
816 |
33,223 |
+110 |
Nov12 |
110719 |
5.075 |
5.075 |
5.039 |
5.053 |
-0.023 |
127 |
5,076 |
+24 |
Total Volume and Open Interest |
369,553 |
985,334 |
+5,080 |
Brent Crude Oil(ICE) |
Sep11 |
110719 |
116.50 |
118.45 |
116.09 |
117.06 |
+1.01 |
143,916 |
208,252 |
+54 |
Oct11 |
110719 |
116.24 |
118.26 |
116.05 |
116.92 |
+0.96 |
67,859 |
120,940 |
+2,811 |
Nov11 |
110719 |
116.34 |
118.29 |
116.21 |
117.02 |
+0.93 |
23,681 |
43,240 |
+3,855 |
Dec11 |
110719 |
116.44 |
118.27 |
116.25 |
117.09 |
+0.90 |
32,413 |
96,806 |
-454 |
Jan12 |
110719 |
116.89 |
118.09 |
116.88 |
117.10 |
+0.89 |
5,395 |
23,717 |
+573 |
Feb12 |
110719 |
116.71 |
117.97 |
116.71 |
117.04 |
+0.87 |
4,018 |
17,524 |
-79 |
Mar12 |
110719 |
116.25 |
117.86 |
116.25 |
116.96 |
+0.85 |
3,452 |
33,736 |
-130 |
Apr12 |
110719 |
116.20 |
117.75 |
116.20 |
116.88 |
+0.82 |
1,804 |
13,940 |
-321 |
May12 |
110719 |
116.13 |
117.63 |
116.13 |
116.79 |
+0.80 |
1,657 |
8,044 |
+367 |
Jun12 |
110719 |
116.06 |
117.56 |
116.06 |
116.68 |
+0.77 |
4,162 |
40,136 |
+137 |
Jul12 |
110719 |
116.59 |
116.59 |
116.59 |
116.59 |
+0.77 |
1,081 |
8,568 |
+409 |
Aug12 |
110719 |
116.44 |
116.44 |
116.44 |
116.44 |
+0.76 |
695 |
6,015 |
+343 |
Sep12 |
110719 |
116.25 |
116.25 |
116.25 |
116.25 |
+0.74 |
380 |
7,772 |
-34 |
Oct12 |
110719 |
116.06 |
116.06 |
116.06 |
116.06 |
+0.72 |
152 |
3,603 |
+38 |
Total Volume and Open Interest |
300,333 |
781,040 |
+8,196 |
Gas Oil(ICE) |
Aug11 |
110719 |
967.75 |
982.50 |
967.75 |
976.00 |
+8.50 |
57,162 |
123,641 |
-1,003 |
Sep11 |
110719 |
970.50 |
985.00 |
970.25 |
979.00 |
+9.00 |
54,352 |
129,520 |
+1,489 |
Oct11 |
110719 |
974.25 |
987.25 |
973.75 |
981.75 |
+9.50 |
15,981 |
53,791 |
-1,096 |
Nov11 |
110719 |
975.25 |
988.25 |
975.25 |
983.25 |
+9.75 |
7,689 |
31,771 |
-2,019 |
Dec11 |
110719 |
977.25 |
989.75 |
976.75 |
985.00 |
+9.75 |
18,849 |
57,176 |
+1,113 |
Jan12 |
110719 |
979.50 |
990.25 |
979.25 |
987.00 |
+9.50 |
4,101 |
34,672 |
+1,096 |
Feb12 |
110719 |
985.00 |
988.75 |
985.00 |
987.50 |
+9.50 |
1,750 |
11,544 |
+327 |
Mar12 |
110719 |
983.75 |
989.75 |
982.25 |
987.75 |
+9.50 |
2,420 |
12,564 |
+426 |
Apr12 |
110719 |
984.75 |
987.25 |
983.25 |
987.25 |
+9.25 |
1,641 |
8,482 |
-102 |
May12 |
110719 |
982.50 |
986.50 |
982.50 |
986.50 |
+9.00 |
1,218 |
8,041 |
+241 |
Total Volume and Open Interest |
169,557 |
573,499 |
-601 |
Ethanol(CBOT) |
Jul11 |
110706 |
2.758 |
2.795 |
2.758 |
2.761 |
+0.027 |
42 |
209 |
-19 |
Aug11 |
110719 |
2.975 |
2.975 |
2.880 |
2.911 |
+0.052 |
195 |
963 |
-111 |
Sep11 |
110719 |
2.781 |
2.784 |
2.740 |
2.771 |
+0.060 |
617 |
1,736 |
+69 |
Oct11 |
110719 |
2.669 |
2.670 |
2.645 |
2.652 |
+0.044 |
195 |
1,184 |
-35 |
Nov11 |
110719 |
2.593 |
2.600 |
2.572 |
2.582 |
+0.051 |
52 |
995 |
+15 |
Dec11 |
110719 |
2.562 |
2.562 |
2.530 |
2.554 |
+0.054 |
104 |
1,195 |
+12 |
Jan12 |
110719 |
2.515 |
2.531 |
2.515 |
2.524 |
+0.059 |
22 |
538 |
-4 |
Feb12 |
110719 |
2.528 |
2.529 |
2.515 |
2.524 |
+0.054 |
8 |
288 |
+1 |
Total Volume and Open Interest |
1,225 |
8,528 |
-32 |
WTI Crude Oil(ICE |
Aug11 |
110719 |
96.10 |
98.65 |
95.95 |
97.50 |
+1.57 |
39,985 |
29,134 |
-2,624 |
Sep11 |
110719 |
96.41 |
99.01 |
96.25 |
97.86 |
+1.61 |
44,710 |
81,420 |
-1,257 |
Oct11 |
110719 |
96.82 |
99.38 |
96.65 |
98.24 |
+1.59 |
13,783 |
39,054 |
-218 |
Nov11 |
110719 |
97.27 |
99.75 |
97.27 |
98.68 |
+1.56 |
8,094 |
25,230 |
+385 |
Dec11 |
110719 |
97.71 |
100.26 |
97.71 |
99.14 |
+1.52 |
13,902 |
90,385 |
+343 |
Jan12 |
110719 |
98.71 |
100.58 |
98.68 |
99.58 |
+1.47 |
2,131 |
16,704 |
-112 |
Feb12 |
110719 |
99.36 |
101.00 |
99.20 |
100.01 |
+1.44 |
954 |
5,579 |
+22 |
Mar12 |
110719 |
99.00 |
101.07 |
99.00 |
100.40 |
+1.41 |
1,542 |
13,687 |
+144 |
Apr12 |
110719 |
99.98 |
101.06 |
99.96 |
100.78 |
+1.39 |
911 |
4,548 |
-62 |
May12 |
110719 |
101.14 |
101.14 |
101.14 |
101.14 |
+1.38 |
839 |
3,373 |
+146 |
Jun12 |
110719 |
100.68 |
102.10 |
100.68 |
101.47 |
+1.36 |
2,429 |
27,473 |
-214 |
Jul12 |
110719 |
101.77 |
101.77 |
101.77 |
101.77 |
+1.34 |
260 |
4,318 |
-76 |
Aug12 |
110719 |
102.00 |
102.00 |
102.00 |
102.00 |
+1.34 |
26 |
1,219 |
-2 |
Sep12 |
110719 |
102.19 |
102.19 |
102.19 |
102.19 |
+1.31 |
10 |
5,029 |
+0 |
Oct12 |
110719 |
102.39 |
102.39 |
102.39 |
102.39 |
+1.28 |
10 |
1,038 |
+5 |
Nov12 |
110719 |
102.61 |
102.61 |
102.61 |
102.61 |
+1.23 |
13 |
2,538 |
-1 |
Total Volume and Open Interest |
133,440 |
472,101 |
-3,234 |
US Dollar Index(ICE) |
Sep11 |
110719 |
75.630 |
75.820 |
75.180 |
75.512 |
-0.280 |
24,781 |
45,520 |
-1,431 |
Dec11 |
110719 |
76.070 |
76.070 |
75.760 |
75.963 |
-0.270 |
81 |
661 |
-19 |
Mar12 |
110719 |
76.463 |
76.463 |
76.463 |
76.463 |
-0.270 |
0 |
1 |
+0 |
Total Volume and Open Interest |
24,862 |
46,182 |
-1,450 |
Australian Dollar(CME) |
Sep11 |
110719 |
105.26 |
106.59 |
105.16 |
106.42 |
+1.26 |
110,645 |
123,299 |
-1,266 |
Dec11 |
110719 |
104.36 |
105.28 |
104.05 |
105.28 |
+1.23 |
146 |
394 |
-54 |
Mar12 |
110719 |
104.21 |
104.21 |
103.02 |
104.21 |
+1.19 |
0 |
2 |
+0 |
Total Volume and Open Interest |
110,791 |
123,698 |
-1,320 |
British Pound(CME) |
Sep11 |
110719 |
160.41 |
161.68 |
160.34 |
161.07 |
+0.73 |
84,050 |
98,842 |
-2,756 |
Dec11 |
110719 |
161.14 |
161.31 |
160.19 |
160.92 |
+0.73 |
5 |
250 |
+2 |
Mar12 |
110719 |
160.78 |
160.78 |
160.05 |
160.78 |
+0.73 |
0 |
2 |
+0 |
Total Volume and Open Interest |
84,055 |
99,100 |
-2,754 |
Canadian Dollar(CME) |
Sep11 |
110719 |
104.06 |
105.30 |
103.99 |
105.07 |
+1.02 |
72,514 |
110,787 |
+3,532 |
Dec11 |
110719 |
104.00 |
105.01 |
103.85 |
104.84 |
+0.99 |
459 |
3,872 |
-21 |
Mar12 |
110719 |
104.60 |
104.78 |
103.64 |
104.63 |
+0.99 |
6 |
627 |
+0 |
Jun12 |
110719 |
104.39 |
104.43 |
103.42 |
104.40 |
+0.98 |
20 |
277 |
-18 |
Total Volume and Open Interest |
72,999 |
115,702 |
+3,493 |
Japanese Yen(CME) |
Sep11 |
110719 |
126.56 |
126.93 |
126.19 |
126.33 |
-0.20 |
79,376 |
125,905 |
+2,554 |
Dec11 |
110719 |
126.79 |
126.90 |
126.37 |
126.46 |
-0.20 |
105 |
638 |
+51 |
Mar12 |
110719 |
126.65 |
126.87 |
126.65 |
126.65 |
-0.22 |
0 |
46 |
+0 |
Total Volume and Open Interest |
79,481 |
126,606 |
+2,605 |
Swiss Franc(CME) |
Sep11 |
110719 |
122.33 |
122.73 |
120.84 |
121.42 |
-0.79 |
40,969 |
49,507 |
-833 |
Dec11 |
110719 |
122.65 |
122.65 |
121.31 |
121.56 |
-0.80 |
19 |
180 |
+10 |
Mar12 |
110719 |
122.33 |
122.55 |
121.74 |
121.74 |
-0.81 |
0 |
2 |
+0 |
Total Volume and Open Interest |
40,988 |
49,692 |
-823 |
EuroFX(CME) |
Sep11 |
110719 |
140.78 |
141.93 |
140.43 |
141.08 |
+0.51 |
288,739 |
183,100 |
-4,639 |
Dec11 |
110719 |
140.65 |
141.50 |
140.25 |
140.75 |
+0.50 |
255 |
994 |
+147 |
Mar12 |
110719 |
140.29 |
140.45 |
139.96 |
140.45 |
+0.49 |
2 |
363 |
+0 |
Total Volume and Open Interest |
288,996 |
185,294 |
-4,492 |
Mexican Peso(CME) |
Jul11 |
110718 |
847.2 |
852.2 |
847.2 |
847.2 |
-5.0 |
|
|
|
Aug11 |
110719 |
856.8 |
856.8 |
850.2 |
856.8 |
+6.5 |
|
|
|
Total Volume and Open Interest |
33,182 |
136,711 |
+2,516 |
30-Year T-Bonds(CBOT) |
Sep11 |
110719 |
125~150 |
127~020 |
125~000 |
126~200 |
+0~300 |
319,423 |
642,991 |
+2,481 |
Dec11 |
110719 |
124~010 |
125~180 |
123~180 |
125~050 |
+0~300 |
98 |
1,460 |
+55 |
Mar12 |
110719 |
122~000 |
124~000 |
122~000 |
123~230 |
+0~300 |
|
|
|
Total Volume and Open Interest |
319,521 |
644,451 |
+2,536 |
10-Year T-Notes(CBOT) |
Sep11 |
110719 |
124~250 |
125~030 |
124~140 |
124~295 |
unch |
1,206,494 |
1,872,007 |
+23,926 |
Dec11 |
110719 |
123~135 |
123~215 |
123~010 |
123~160 |
+0~005 |
1,860 |
16,517 |
+1,531 |
Mar12 |
110719 |
122~160 |
122~160 |
122~155 |
122~160 |
+0~005 |
|
|
|
Total Volume and Open Interest |
1,208,354 |
1,888,524 |
+25,457 |
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 |
110719 |
119~080 |
119~080 |
119~044 |
119~063 |
-0~026 |
0 |
4 |
+0 |
Mar12 |
110719 |
118~087 |
118~113 |
118~087 |
118~087 |
-0~026 |
|
|
|
Total Volume and Open Interest |
609,783 |
1,538,395 |
-14,315 |
2 Year T-Notes(CBOT) |
Sep11 |
110719 |
109~116 |
109~120 |
109~110 |
109~114 |
-0~004 |
226,947 |
1,026,463 |
+14,110 |
Dec11 |
110719 |
109~080 |
109~089 |
109~080 |
109~085 |
-0~003 |
1 |
31 |
+0 |
Mar12 |
110719 |
109~023 |
109~026 |
109~023 |
109~023 |
-0~003 |
|
|
|
Total Volume and Open Interest |
226,948 |
1,026,494 |
+14,110 |
Eurodollars(CME) |
Sep11 |
110719 |
99.585 |
99.605 |
99.575 |
99.590 |
+0.005 |
321,201 |
1,223,829 |
+24,154 |
Dec11 |
110719 |
99.465 |
99.495 |
99.465 |
99.465 |
-0.005 |
338,045 |
1,194,853 |
-5,104 |
Mar12 |
110719 |
99.415 |
99.440 |
99.410 |
99.415 |
-0.010 |
357,398 |
1,498,590 |
-9,699 |
Jun12 |
110719 |
99.370 |
99.390 |
99.360 |
99.370 |
-0.010 |
266,218 |
1,366,044 |
-17,163 |
Sep12 |
110719 |
99.295 |
99.315 |
99.270 |
99.290 |
-0.015 |
250,280 |
1,069,018 |
-10,859 |
Dec12 |
110719 |
99.165 |
99.190 |
99.120 |
99.160 |
-0.015 |
201,312 |
720,522 |
-12,021 |
Mar13 |
110719 |
99.020 |
99.050 |
98.965 |
99.015 |
-0.015 |
207,843 |
669,177 |
+26,240 |
Jun13 |
110719 |
98.825 |
98.860 |
98.765 |
98.820 |
-0.010 |
228,562 |
384,670 |
-426 |
Sep13 |
110719 |
98.600 |
98.640 |
98.535 |
98.590 |
-0.010 |
208,150 |
439,939 |
+13,033 |
Dec13 |
110719 |
98.330 |
98.375 |
98.275 |
98.330 |
-0.010 |
101,893 |
324,289 |
+1,986 |
Mar14 |
110719 |
98.080 |
98.120 |
98.020 |
98.075 |
-0.015 |
84,966 |
255,017 |
-3,983 |
Jun14 |
110719 |
97.825 |
97.850 |
97.760 |
97.815 |
-0.015 |
73,675 |
193,470 |
-551 |
Sep14 |
110719 |
97.570 |
97.595 |
97.505 |
97.560 |
-0.015 |
36,802 |
103,179 |
+4,671 |
Dec14 |
110719 |
97.310 |
97.325 |
97.250 |
97.300 |
-0.015 |
24,174 |
114,062 |
+1,653 |
Mar15 |
110719 |
97.080 |
97.095 |
97.015 |
97.070 |
-0.010 |
21,833 |
94,832 |
+2,669 |
Jun15 |
110719 |
5.100 |
5.110 |
5.030 |
5.090 |
-0.005 |
15,414 |
72,783 |
-995 |
Sep15 |
110719 |
4.880 |
4.890 |
4.815 |
4.870 |
unch |
12,207 |
56,976 |
+911 |
Dec15 |
110719 |
4.660 |
4.685 |
4.600 |
4.660 |
+0.005 |
11,003 |
50,870 |
+237 |
Total Volume and Open Interest |
|
|
|
30 Day Federal Funds(CBOT) |
Jul11 |
110719 |
99.930 |
99.933 |
99.930 |
99.930 |
unch |
865 |
67,833 |
-219 |
Aug11 |
110719 |
99.915 |
99.920 |
99.900 |
99.910 |
-0.005 |
2,225 |
56,711 |
+48 |
Sep11 |
110719 |
99.900 |
99.905 |
99.880 |
99.885 |
-0.015 |
4,512 |
54,682 |
+306 |
Oct11 |
110719 |
99.890 |
99.890 |
99.865 |
99.870 |
-0.020 |
3,131 |
49,856 |
+757 |
Nov11 |
110719 |
99.880 |
99.880 |
99.850 |
99.860 |
-0.015 |
4,781 |
47,939 |
+525 |
Dec11 |
110719 |
99.865 |
99.865 |
99.840 |
99.850 |
-0.015 |
4,984 |
55,801 |
+33 |
Total Volume and Open Interest |
47,650 |
802,639 |
+1,908 |
30 Day Fed Funds(e-CBOT) |
3-Mth Euro-Yen(CME) |
Sep11 |
110719 |
99.662 |
99.662 |
99.662 |
99.662 |
unch |
0 |
51 |
+0 |
Dec11 |
110719 |
99.660 |
99.660 |
99.660 |
99.660 |
unch |
0 |
75 |
+0 |
Mar12 |
110719 |
99.655 |
99.655 |
99.655 |
99.655 |
unch |
|
|
|
Jun12 |
110719 |
99.650 |
99.650 |
99.650 |
99.650 |
+0.003 |
|
|
|
Sep12 |
110719 |
99.585 |
99.585 |
99.585 |
99.585 |
+0.005 |
|
|
|
Dec12 |
110719 |
99.635 |
99.635 |
99.635 |
99.635 |
+0.005 |
|
|
|
Mar13 |
110719 |
99.635 |
99.635 |
99.635 |
99.635 |
+0.005 |
|
|
|
Jun13 |
110719 |
99.590 |
99.590 |
99.590 |
99.590 |
+0.005 |
|
|
|
Sep13 |
110719 |
99.450 |
99.450 |
99.450 |
99.450 |
+0.005 |
|
|
|
Dec13 |
110719 |
99.310 |
99.310 |
99.310 |
99.310 |
+0.005 |
|
|
|
Total Volume and Open Interest |
0 |
126 |
+0 |
3-Mth Euro-Yen(SGX) |
Sep11 |
110719 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
0 |
1,332 |
+0 |
Dec11 |
110719 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
0 |
1,392 |
+0 |
Mar12 |
110719 |
99.65 |
99.65 |
99.65 |
99.65 |
unch |
0 |
1,823 |
+0 |
Jun12 |
110719 |
99.65 |
99.65 |
99.65 |
99.65 |
+0.00 |
0 |
1,374 |
+0 |
Sep12 |
110719 |
99.58 |
99.58 |
99.58 |
99.58 |
+0.00 |
0 |
411 |
+0 |
Dec12 |
110719 |
99.64 |
99.64 |
99.64 |
99.64 |
+0.01 |
0 |
24 |
+0 |
Mar13 |
110719 |
99.64 |
99.64 |
99.64 |
99.64 |
+0.01 |
0 |
1 |
+0 |
Jun13 |
110719 |
99.59 |
99.59 |
99.59 |
99.59 |
+0.00 |
|
|
|
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 |
1,287 |
22,534 |
+0 |
Dec11 |
110719 |
141.17 |
141.17 |
141.17 |
141.17 |
-0.11 |
1 |
2 |
+0 |
Mar12 |
110719 |
139.08 |
139.08 |
139.08 |
139.08 |
-0.11 |
|
|
|
Total Volume and Open Interest |
1,813 |
23,919 |
+215 |
Euro-Bund(EUREX) |
Sep11 |
110719 |
129.40 |
129.53 |
128.62 |
129.05 |
-0.39 |
732,703 |
1,009,775 |
+42,994 |
Dec11 |
110719 |
128.19 |
128.19 |
127.38 |
127.75 |
-0.40 |
37 |
320 |
-9 |
Mar12 |
110719 |
127.73 |
127.73 |
127.73 |
127.73 |
-0.39 |
224 |
0 |
+0 |
Total Volume and Open Interest |
732,964 |
1,010,095 |
+42,985 |
Euro-Bobl(EUREX) |
Sep11 |
110719 |
119.00 |
119.08 |
118.59 |
118.81 |
-0.23 |
425,317 |
767,101 |
+1,906 |
Dec11 |
110719 |
117.84 |
117.84 |
117.84 |
117.84 |
-0.23 |
0 |
696 |
+0 |
Mar12 |
110719 |
117.84 |
117.84 |
117.84 |
117.84 |
-0.23 |
|
|
|
Total Volume and Open Interest |
425,317 |
767,797 |
+1,906 |
3-Mth Euribor(EUREX) |
Sep11 |
110719 |
98.355 |
98.355 |
98.350 |
98.350 |
-0.010 |
4 |
1,886 |
-2 |
Dec11 |
110719 |
98.330 |
98.330 |
98.315 |
98.315 |
-0.025 |
3 |
1,360 |
+2 |
Mar12 |
110719 |
98.315 |
98.315 |
98.305 |
98.305 |
-0.030 |
1,002 |
1,768 |
+929 |
Total Volume and Open Interest |
1,015 |
8,062 |
+931 |
Long Gilt(LIFFE) |
Sep11 |
110629 |
121~06 |
121~06 |
120~12 |
120~22 |
-0~23 |
84,026 |
359,346 |
-16 |
Dec11 |
110719 |
122~02 |
122~02 |
122~02 |
122~02 |
-0~08 |
6 |
0 |
+0 |
Total Volume and Open Interest |
80,835 |
360,636 |
-13,243 |
3-Mth Short Sterling(LIFFE) |
Sep11 |
110719 |
99.10 |
99.13 |
99.09 |
99.12 |
+0.02 |
26,014 |
427,948 |
-1,413 |
Dec11 |
110719 |
99.05 |
99.08 |
99.05 |
99.08 |
+0.02 |
30,279 |
530,198 |
+8,421 |
Mar12 |
110719 |
99.02 |
99.03 |
99.01 |
99.03 |
+0.01 |
25,701 |
489,601 |
-3,133 |
Jun12 |
110719 |
98.97 |
98.97 |
98.93 |
98.96 |
unch |
36,108 |
339,207 |
-3,764 |
Sep12 |
110719 |
98.88 |
98.88 |
98.82 |
98.86 |
-0.02 |
64,469 |
333,355 |
+11,731 |
Dec12 |
110719 |
98.72 |
98.74 |
98.66 |
98.70 |
-0.04 |
52,141 |
292,635 |
+14,846 |
Total Volume and Open Interest |
308,138 |
2,807,670 |
+36,128 |
3-Mth Euribor(LIFFE) |
Sep11 |
110719 |
98.355 |
98.365 |
98.345 |
98.350 |
-0.010 |
109,443 |
769,579 |
+15,509 |
Dec11 |
110719 |
98.330 |
98.345 |
98.305 |
98.315 |
-0.025 |
108,391 |
580,497 |
+4,954 |
Mar12 |
110719 |
98.330 |
98.345 |
98.285 |
98.305 |
-0.035 |
102,704 |
477,959 |
+1,855 |
Total Volume and Open Interest |
671,928 |
3,651,457 |
+28,774 |
3-Mth Aus T-Bills(SFE) |
Sep11 |
110719 |
95.29 |
95.31 |
95.22 |
95.25 |
-0.07 |
36,506 |
267,025 |
+2,944 |
Dec11 |
110719 |
95.45 |
95.46 |
95.37 |
95.39 |
-0.06 |
37,704 |
271,504 |
+11,905 |
Mar12 |
110719 |
95.52 |
95.53 |
95.45 |
95.48 |
-0.03 |
21,116 |
146,727 |
+1,448 |
Jun12 |
110719 |
95.52 |
95.55 |
95.46 |
95.50 |
-0.03 |
7,412 |
87,588 |
+2,341 |
Sep12 |
110719 |
95.48 |
95.50 |
95.43 |
95.47 |
-0.01 |
3,148 |
53,903 |
+1,344 |
Dec12 |
110719 |
95.41 |
95.43 |
95.37 |
95.39 |
-0.02 |
1,065 |
31,235 |
+3 |
Mar13 |
110719 |
95.34 |
95.36 |
95.30 |
95.32 |
-0.02 |
4,880 |
30,874 |
+1,173 |
Jun13 |
110719 |
95.26 |
95.26 |
95.20 |
95.23 |
-0.01 |
204 |
10,736 |
+117 |
Sep13 |
110719 |
95.16 |
95.16 |
95.16 |
95.16 |
-0.01 |
6 |
2,028 |
-6 |
Dec13 |
110719 |
95.08 |
95.08 |
95.08 |
95.08 |
unch |
2 |
1,417 |
+0 |
Total Volume and Open Interest |
104,575 |
908,615 |
+23,737 |
10-Year Aus T-Bonds(SFE) |
Sep11 |
110719 |
95.10 |
95.13 |
95.08 |
95.11 |
+0.01 |
72,102 |
423,574 |
+17,739 |
Dec11 |
110719 |
95.11 |
95.11 |
95.11 |
95.11 |
+0.01 |
|
|
|
Total Volume and Open Interest |
72,102 |
423,574 |
+17,739 |
3-Year Aus T-Bonds(SFE) |
Sep11 |
110719 |
95.69 |
95.73 |
95.64 |
95.68 |
-0.01 |
188,445 |
765,915 |
+135,632 |
Dec11 |
110719 |
95.68 |
95.68 |
95.68 |
95.68 |
-0.01 |
|
|
|
Total Volume and Open Interest |
188,445 |
765,915 |
+69,002 |
Gold(CMX) |
Aug11 |
110719 |
1606.1 |
1610.7 |
1582.7 |
1601.1 |
-1.3 |
123,384 |
275,587 |
+1,892 |
Oct11 |
110719 |
1604.3 |
1610.3 |
1583.9 |
1602.1 |
-1.3 |
1,276 |
14,897 |
+427 |
Dec11 |
110719 |
1605.7 |
1612.3 |
1584.7 |
1603.1 |
-1.3 |
9,361 |
135,799 |
+1,126 |
Feb12 |
110719 |
1607.4 |
1610.5 |
1587.5 |
1604.6 |
-1.2 |
659 |
11,167 |
+316 |
Apr12 |
110719 |
1609.0 |
1609.2 |
1591.6 |
1606.1 |
-1.2 |
124 |
6,100 |
-2 |
Jun12 |
110719 |
1610.5 |
1614.4 |
1589.9 |
1607.8 |
-1.2 |
249 |
14,488 |
+126 |
Aug12 |
110719 |
1613.1 |
1613.1 |
1593.9 |
1609.7 |
-1.2 |
0 |
5,014 |
+0 |
Oct12 |
110719 |
1615.5 |
1616.7 |
1594.0 |
1611.8 |
-1.2 |
0 |
4,110 |
+0 |
Dec12 |
110719 |
1614.5 |
1617.2 |
1598.0 |
1614.3 |
-1.2 |
287 |
11,680 |
+41 |
Feb13 |
110719 |
1617.6 |
1617.6 |
1615.6 |
1617.0 |
-1.3 |
11 |
1,560 |
+6 |
Apr13 |
110719 |
1620.3 |
1620.3 |
1620.3 |
1620.3 |
-1.3 |
0 |
201 |
+0 |
Jun13 |
110719 |
1624.0 |
1624.0 |
1624.0 |
1624.0 |
-1.4 |
0 |
11,030 |
+0 |
Total Volume and Open Interest |
135,672 |
532,427 |
+3,860 |
Silver(CMX) |
Jul11 |
110719 |
4033.0 |
4087.0 |
3870.5 |
4021.1 |
-12.2 |
234 |
384 |
-101 |
Sep11 |
110719 |
4059.0 |
4088.0 |
3861.0 |
4022.1 |
-12.1 |
54,164 |
60,230 |
-254 |
Dec11 |
110719 |
4068.5 |
4090.0 |
3868.0 |
4024.5 |
-12.1 |
6,027 |
26,123 |
+26 |
Mar12 |
110719 |
4055.0 |
4061.5 |
3884.5 |
4024.5 |
-12.0 |
97 |
5,251 |
+41 |
May12 |
110719 |
4023.4 |
4023.4 |
4023.4 |
4023.4 |
-12.0 |
2 |
1,546 |
-1 |
Jul12 |
110719 |
4083.0 |
4083.0 |
4009.0 |
4022.5 |
-11.9 |
6 |
1,756 |
-1 |
Sep12 |
110719 |
4056.0 |
4058.0 |
4013.0 |
4020.9 |
-12.4 |
3 |
205 |
-2 |
Total Volume and Open Interest |
61,307 |
115,266 |
-123 |
Platinum(NYMEX) |
Jul11 |
110719 |
1775.3 |
1775.3 |
1775.3 |
1775.3 |
+0.9 |
11 |
24 |
-9 |
Oct11 |
110719 |
1778.3 |
1793.8 |
1765.0 |
1776.3 |
+0.9 |
4,801 |
29,907 |
-72 |
Jan12 |
110719 |
1777.5 |
1781.7 |
1775.7 |
1779.5 |
+1.5 |
25 |
1,103 |
+9 |
Apr12 |
110719 |
1778.0 |
1784.0 |
1778.0 |
1782.4 |
+1.5 |
0 |
79 |
+0 |
Total Volume and Open Interest |
4,843 |
31,129 |
-68 |
Palladium(NYMEX) |
Sep11 |
110719 |
797.05 |
803.30 |
787.50 |
798.30 |
+3.70 |
2,566 |
20,285 |
+126 |
Dec11 |
110719 |
798.20 |
802.00 |
789.00 |
799.40 |
+3.70 |
19 |
764 |
-2 |
Mar12 |
110719 |
138.74 |
145.24 |
138.74 |
145.24 |
+3.70 |
1 |
50 |
+1 |
Total Volume and Open Interest |
2,586 |
21,099 |
+125 |
Copper(CMX) |
Jul11 |
110719 |
440.85 |
448.70 |
440.85 |
446.05 |
+6.45 |
626 |
2,342 |
-277 |
Sep11 |
110719 |
441.20 |
449.60 |
440.45 |
446.80 |
+6.50 |
32,173 |
89,671 |
+1,216 |
Dec11 |
110719 |
442.35 |
451.20 |
442.35 |
448.65 |
+6.40 |
3,944 |
34,997 |
+1,226 |
Mar12 |
110719 |
450.75 |
451.40 |
449.70 |
449.70 |
+6.30 |
740 |
11,752 |
-19 |
May12 |
110719 |
449.75 |
449.75 |
449.75 |
449.75 |
+6.25 |
14 |
2,001 |
+4 |
Total Volume and Open Interest |
38,218 |
148,136 |
+1,789 |
DJIA Index(CBOT) |
Sep11 |
110719 |
12354 |
12545 |
12335 |
12507 |
+179 |
570 |
15,659 |
+23 |
Dec11 |
110719 |
12436 |
12436 |
12260 |
12436 |
+176 |
1 |
86 |
+1 |
Mar12 |
110719 |
12367 |
12367 |
12191 |
12367 |
+176 |
|
|
|
Jun12 |
110719 |
12297 |
12297 |
12121 |
12297 |
+176 |
|
|
|
Total Volume and Open Interest |
571 |
15,745 |
+24 |
Mini DJIA Index(CBOT) |
Sep11 |
110719 |
12354 |
12552 |
12334 |
12507 |
+179 |
125,423 |
124,969 |
+5,754 |
Dec11 |
110719 |
12288 |
12468 |
12288 |
12436 |
+176 |
61 |
401 |
+3 |
Mar12 |
110719 |
12367 |
12367 |
12367 |
12367 |
+176 |
0 |
11 |
+0 |
Jun12 |
110719 |
12297 |
12297 |
12297 |
12297 |
+176 |
|
|
|
Total Volume and Open Interest |
125,484 |
125,381 |
+5,757 |
S & P 500(CME) |
Sep11 |
110719 |
1297.20 |
1324.10 |
1297.10 |
1321.20 |
+20.80 |
13,835 |
263,640 |
+924 |
Dec11 |
110719 |
1315.70 |
1318.90 |
1315.70 |
1315.70 |
+20.80 |
7 |
10,775 |
+30 |
Mar12 |
110719 |
1310.20 |
1313.40 |
1310.20 |
1310.20 |
+20.80 |
0 |
11 |
-15 |
Jun12 |
110719 |
1305.20 |
1308.40 |
1305.20 |
1305.20 |
+20.80 |
0 |
5 |
+0 |
Total Volume and Open Interest |
13,842 |
274,431 |
+939 |
S & P 500 E-Mini(Globex) |
Sep11 |
110719 |
1301.50 |
1324.25 |
1300.25 |
1321.25 |
+20.75 |
2,298,613 |
2,547,985 |
-27,821 |
Dec11 |
110719 |
1296.50 |
1318.75 |
1295.00 |
1315.75 |
+20.75 |
1,284 |
12,734 |
+452 |
Total Volume and Open Interest |
2,299,997 |
2,560,930 |
-27,349 |
NASDAQ 100(CME) |
Sep11 |
110719 |
2344.00 |
2400.00 |
2340.00 |
2389.00 |
+49.00 |
1,339 |
17,588 |
+300 |
Dec11 |
110719 |
2383.50 |
2385.00 |
2383.50 |
2383.50 |
+49.00 |
0 |
1 |
+0 |
Mar12 |
110719 |
2378.50 |
2380.00 |
2378.50 |
2378.50 |
+49.00 |
|
|
|
Total Volume and Open Interest |
1,339 |
17,589 |
+300 |
NASDAQ 100 E-Mini(Globex) |
Sep11 |
110719 |
2341.80 |
2399.80 |
2339.00 |
2389.00 |
+49.00 |
254,820 |
364,426 |
-3,867 |
Dec11 |
110719 |
2338.50 |
2390.50 |
2338.30 |
2383.50 |
+49.00 |
79 |
166 |
+4 |
Total Volume and Open Interest |
254,910 |
364,599 |
-3,867 |
S & P Midcap 400(CME) |
Sep11 |
110719 |
977.60 |
977.60 |
977.60 |
977.60 |
+15.80 |
1 |
2,547 |
-1 |
Dec11 |
110719 |
976.10 |
976.10 |
976.10 |
976.10 |
+15.60 |
|
|
|
Mar12 |
110719 |
974.40 |
974.40 |
974.40 |
974.40 |
+15.60 |
|
|
|
Total Volume and Open Interest |
1 |
2,547 |
-1 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Sep11 |
110630 |
9865 |
9940 |
9805 |
9900 |
+220 |
11,736 |
31,666 |
+3,008 |
Dec11 |
110719 |
9935 |
9980 |
9935 |
9980 |
+130 |
0 |
1 |
+0 |
Total Volume and Open Interest |
7,682 |
36,173 |
-131 |
Nikkei 225(SGX) |
Sep11 |
110719 |
9930 |
9945 |
9805 |
9890 |
-80 |
98,938 |
193,389 |
-1,521 |
Dec11 |
110719 |
9830 |
9865 |
9780 |
9830 |
-80 |
49 |
8,426 |
+134 |
Mar12 |
110719 |
9825 |
9825 |
9825 |
9825 |
-80 |
0 |
10 |
+0 |
Total Volume and Open Interest |
99,090 |
211,895 |
-1,383 |
CAC 40(EURONEXT) |
Aug11 |
110719 |
3664.5 |
3718.5 |
3657.0 |
3700.0 |
+49.0 |
154,133 |
287,088 |
+45,064 |
Sep11 |
110719 |
3663.0 |
3714.5 |
3657.0 |
3698.0 |
+49.5 |
1,164 |
35,955 |
+608 |
Oct11 |
110719 |
3698.5 |
3698.5 |
3698.5 |
3698.5 |
+50.0 |
|
|
|
Total Volume and Open Interest |
155,297 |
323,075 |
|
Hang Seng Index(HKFE) |
Jul11 |
110719 |
21779 |
21917 |
21591 |
21839 |
+48 |
69,966 |
87,302 |
+106 |
Aug11 |
110719 |
21723 |
21871 |
21553 |
21799 |
+46 |
686 |
2,903 |
+115 |
Sep11 |
110719 |
21620 |
21780 |
21480 |
21705 |
+45 |
309 |
3,338 |
+92 |
Total Volume and Open Interest |
71,127 |
97,522 |
+297 |
DAX(EUREX) |
Sep11 |
110719 |
7154.0 |
7256.5 |
7151.0 |
7208.0 |
+64.5 |
148,888 |
153,652 |
+254 |
Dec11 |
110719 |
7184.5 |
7278.0 |
7184.5 |
7235.5 |
+65.0 |
211 |
8,406 |
-5 |
Mar12 |
110719 |
7237.0 |
7309.0 |
7237.0 |
7267.0 |
+66.0 |
26 |
311 |
+3 |
Total Volume and Open Interest |
149,125 |
162,369 |
+252 |
FT-SE 100(EURONEXT) |
Sep11 |
110719 |
5734.00 |
5778.00 |
5724.50 |
5750.00 |
+26.50 |
106,876 |
674,669 |
-3,464 |
Dec11 |
110719 |
5705.00 |
5738.00 |
5705.00 |
5726.00 |
+26.50 |
2 |
807 |
-1 |
Mar12 |
110719 |
5685.00 |
5689.50 |
5678.50 |
5689.50 |
+27.00 |
0 |
150 |
+0 |
Total Volume and Open Interest |
106,878 |
675,666 |
-3,465 |
SPI 200(SFE) |
Sep11 |
110719 |
4445.0 |
4457.0 |
4406.0 |
4441.0 |
-6.0 |
29,498 |
195,221 |
+2,425 |
Dec11 |
110719 |
4445.0 |
4468.0 |
4442.0 |
4455.0 |
-6.0 |
3 |
4,615 |
+0 |
Mar12 |
110719 |
4441.0 |
4441.0 |
4441.0 |
4441.0 |
-6.0 |
37 |
1,712 |
+37 |
Total Volume and Open Interest |
30,155 |
205,908 |
+2,873 |
GSCI(CME) |
Aug11 |
110719 |
41.64 |
45.14 |
37.64 |
37.64 |
+5.30 |
493 |
8,904 |
+370 |
Sep11 |
110719 |
42.14 |
45.64 |
38.14 |
38.14 |
+5.50 |
|
|
|
Oct11 |
110719 |
39.14 |
46.14 |
33.59 |
39.14 |
+5.50 |
|
|
|
Total Volume and Open Interest |
929 |
10,845 |
|
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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