|
MRCI's End of Day Prices |
Daily Futures Price Listing Wed July 20, 2011 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Aug11 |
110720 |
1379.75 |
1390.75 |
1373.00 |
1378.25 |
-1.00 |
15,691 |
58,156 |
-83 |
Sep11 |
110720 |
1377.75 |
1389.25 |
1373.75 |
1379.00 |
+2.00 |
9,603 |
38,333 |
+824 |
Nov11 |
110720 |
1383.50 |
1394.25 |
1378.50 |
1384.00 |
+2.00 |
74,938 |
299,212 |
+6,643 |
Jan12 |
110720 |
1391.00 |
1402.00 |
1388.00 |
1393.25 |
+2.50 |
7,426 |
51,199 |
-182 |
Mar12 |
110720 |
1398.00 |
1404.50 |
1390.25 |
1395.00 |
+2.75 |
2,007 |
24,315 |
+545 |
May12 |
110720 |
1393.00 |
1400.00 |
1385.00 |
1390.75 |
+3.00 |
1,568 |
31,033 |
+27 |
Jul12 |
110720 |
1393.00 |
1397.50 |
1383.00 |
1392.00 |
+3.00 |
3,045 |
15,442 |
+764 |
Total Volume and Open Interest |
115,744 |
541,504 |
+8,790 |
Soybean Meal(CBOT) |
Aug11 |
110720 |
361.20 |
363.20 |
358.10 |
361.90 |
+1.80 |
10,802 |
27,438 |
-1,557 |
Sep11 |
110720 |
363.00 |
364.90 |
360.10 |
363.90 |
+1.90 |
7,763 |
30,718 |
+641 |
Oct11 |
110720 |
363.40 |
365.00 |
361.00 |
364.40 |
+2.40 |
1,842 |
14,696 |
-285 |
Dec11 |
110720 |
365.90 |
368.20 |
363.70 |
367.50 |
+2.50 |
24,203 |
77,438 |
+3,101 |
Jan12 |
110720 |
368.50 |
369.60 |
365.50 |
368.90 |
+2.60 |
517 |
6,733 |
+0 |
Mar12 |
110720 |
368.90 |
370.80 |
366.60 |
370.10 |
+2.80 |
817 |
6,017 |
+116 |
May12 |
110720 |
366.00 |
368.30 |
364.50 |
368.30 |
+3.10 |
1,347 |
7,201 |
+212 |
Jul12 |
110720 |
365.20 |
368.00 |
364.30 |
368.00 |
+3.30 |
448 |
1,870 |
+5 |
Total Volume and Open Interest |
47,761 |
175,883 |
+2,227 |
Soybean Oil(CBOT) |
Aug11 |
110720 |
56.76 |
57.23 |
56.72 |
56.77 |
+0.08 |
19,499 |
33,396 |
-3,602 |
Sep11 |
110720 |
56.99 |
57.45 |
56.94 |
56.99 |
+0.11 |
8,514 |
41,149 |
+1,208 |
Oct11 |
110720 |
57.56 |
57.56 |
57.21 |
57.21 |
+0.11 |
2,003 |
18,202 |
+716 |
Dec11 |
110720 |
57.63 |
58.15 |
57.59 |
57.70 |
+0.13 |
37,652 |
153,403 |
+1,435 |
Jan12 |
110720 |
57.87 |
58.30 |
57.87 |
57.97 |
+0.14 |
2,958 |
22,400 |
+480 |
Mar12 |
110720 |
58.51 |
58.54 |
58.17 |
58.23 |
+0.17 |
900 |
13,178 |
+121 |
May12 |
110720 |
58.67 |
58.67 |
58.17 |
58.33 |
+0.16 |
237 |
7,384 |
+0 |
Jul12 |
110720 |
58.72 |
58.72 |
58.38 |
58.43 |
+0.15 |
417 |
3,031 |
+86 |
Total Volume and Open Interest |
72,469 |
295,104 |
+450 |
Canola(WCE) |
Jul11 |
110714 |
591.8 |
591.8 |
591.8 |
591.8 |
+4.0 |
|
|
|
Nov11 |
110720 |
565.4 |
570.0 |
564.1 |
567.3 |
+1.8 |
10,386 |
121,478 |
+127 |
Jan12 |
110720 |
574.0 |
577.1 |
571.4 |
574.5 |
+1.7 |
872 |
14,522 |
+160 |
Mar12 |
110720 |
580.2 |
582.7 |
577.0 |
580.9 |
+2.3 |
410 |
6,067 |
+45 |
May12 |
110720 |
584.0 |
586.7 |
584.0 |
586.7 |
+2.9 |
252 |
3,867 |
+94 |
Total Volume and Open Interest |
12,055 |
150,058 |
+518 |
Corn(CBOT) |
Sep11 |
110720 |
698.25 |
708.75 |
685.75 |
688.00 |
-10.00 |
54,833 |
368,601 |
-2,226 |
Dec11 |
110720 |
687.50 |
698.00 |
675.25 |
677.75 |
-9.50 |
125,672 |
503,430 |
+5,194 |
Mar12 |
110720 |
699.00 |
709.00 |
687.75 |
689.75 |
-9.50 |
12,737 |
119,521 |
+2,293 |
May12 |
110720 |
704.00 |
712.75 |
694.25 |
696.50 |
-8.50 |
3,909 |
25,940 |
-47 |
Jul12 |
110720 |
709.00 |
717.75 |
699.25 |
702.00 |
-7.00 |
5,346 |
68,879 |
-569 |
Sep12 |
110720 |
658.00 |
667.00 |
650.75 |
650.75 |
-8.25 |
676 |
7,624 |
+182 |
Total Volume and Open Interest |
208,540 |
1,191,056 |
+3,999 |
Wheat(CBOT) |
Sep11 |
110720 |
693.75 |
707.00 |
692.50 |
697.00 |
+3.50 |
34,322 |
163,876 |
-1,906 |
Dec11 |
110720 |
726.75 |
742.00 |
724.00 |
735.25 |
+8.50 |
16,009 |
142,512 |
+572 |
Mar12 |
110720 |
757.75 |
772.75 |
755.00 |
768.75 |
+11.00 |
3,284 |
46,208 |
+631 |
May12 |
110720 |
774.00 |
790.25 |
774.00 |
787.50 |
+12.75 |
511 |
9,450 |
+1 |
Jul12 |
110720 |
784.50 |
801.75 |
784.50 |
799.75 |
+14.00 |
1,279 |
42,615 |
-121 |
Total Volume and Open Interest |
55,923 |
428,067 |
-685 |
Wheat(KCBT) |
Sep11 |
110720 |
776.50 |
796.50 |
775.75 |
794.00 |
+16.00 |
8,166 |
71,013 |
-1,304 |
Dec11 |
110720 |
800.25 |
819.00 |
800.25 |
817.00 |
+16.00 |
4,270 |
57,308 |
-472 |
Mar12 |
110720 |
811.50 |
828.50 |
811.00 |
828.00 |
+16.00 |
1,643 |
16,764 |
-112 |
May12 |
110720 |
816.75 |
833.50 |
816.75 |
832.50 |
+15.00 |
490 |
3,210 |
-223 |
Jul12 |
110720 |
817.25 |
834.50 |
817.25 |
834.00 |
+13.00 |
683 |
13,812 |
+103 |
Total Volume and Open Interest |
15,291 |
165,216 |
-2,025 |
Wheat(MGE) |
Jul11 |
110714 |
842.00 |
842.00 |
842.00 |
842.00 |
+20.75 |
268 |
369 |
-251 |
Sep11 |
110720 |
833.00 |
855.00 |
833.00 |
852.75 |
+19.75 |
1,869 |
20,921 |
-392 |
Dec11 |
110720 |
836.75 |
857.00 |
836.75 |
854.25 |
+19.25 |
1,147 |
19,831 |
-137 |
Mar12 |
110720 |
847.75 |
866.00 |
847.75 |
863.25 |
+18.25 |
484 |
6,535 |
-50 |
May12 |
110720 |
858.00 |
868.75 |
856.00 |
866.25 |
+19.50 |
187 |
2,864 |
+5 |
Total Volume and Open Interest |
3,943 |
58,815 |
-605 |
Oats(CBOT) |
Sep11 |
110720 |
354.25 |
362.00 |
350.75 |
353.50 |
unch |
307 |
4,056 |
-70 |
Dec11 |
110720 |
368.00 |
373.00 |
362.25 |
365.00 |
unch |
448 |
7,320 |
-13 |
Mar12 |
110720 |
377.50 |
380.25 |
373.75 |
375.00 |
unch |
15 |
822 |
+10 |
May12 |
110720 |
383.75 |
383.75 |
381.50 |
381.50 |
unch |
0 |
19 |
+0 |
Total Volume and Open Interest |
770 |
12,246 |
-73 |
Rough Rice(CBOT) |
Jul11 |
110714 |
16.00 |
16.00 |
15.72 |
15.94 |
+0.18 |
204 |
207 |
-83 |
Sep11 |
110720 |
16.56 |
16.90 |
16.45 |
16.77 |
+0.22 |
532 |
10,641 |
-8 |
Nov11 |
110720 |
16.85 |
17.20 |
16.77 |
17.08 |
+0.21 |
208 |
5,331 |
+13 |
Jan12 |
110720 |
17.35 |
17.48 |
17.24 |
17.38 |
+0.19 |
85 |
539 |
+14 |
Total Volume and Open Interest |
867 |
17,146 |
+19 |
Live Cattle(CME) |
Aug11 |
110720 |
110.480 |
110.800 |
109.300 |
109.600 |
-0.900 |
13,997 |
68,792 |
-2,297 |
Oct11 |
110720 |
116.330 |
116.600 |
114.950 |
115.300 |
-1.085 |
17,456 |
121,637 |
-949 |
Dec11 |
110720 |
120.200 |
120.250 |
118.830 |
119.000 |
-0.800 |
9,290 |
82,798 |
+246 |
Feb12 |
110720 |
123.330 |
123.650 |
122.135 |
122.550 |
-0.700 |
3,640 |
28,416 |
+162 |
Apr12 |
110720 |
124.600 |
124.600 |
123.600 |
124.000 |
-0.650 |
1,246 |
16,139 |
+165 |
Jun12 |
110720 |
121.100 |
121.250 |
120.300 |
120.800 |
-0.450 |
228 |
5,952 |
+74 |
Total Volume and Open Interest |
45,910 |
324,556 |
-2,587 |
Feeder Cattle(CME) |
Aug11 |
110720 |
136.200 |
136.450 |
134.600 |
134.935 |
-0.640 |
2,544 |
15,150 |
-576 |
Sep11 |
110720 |
137.250 |
137.250 |
135.550 |
135.630 |
-0.620 |
1,143 |
10,462 |
-22 |
Oct11 |
110720 |
137.735 |
138.100 |
136.450 |
136.880 |
+0.080 |
800 |
8,295 |
+69 |
Nov11 |
110720 |
138.500 |
138.575 |
137.100 |
137.650 |
-0.285 |
438 |
4,262 |
-112 |
Jan12 |
110720 |
137.000 |
137.685 |
136.300 |
136.650 |
-0.300 |
88 |
1,842 |
-7 |
Mar12 |
110720 |
136.200 |
137.000 |
135.735 |
136.785 |
-0.115 |
38 |
382 |
+5 |
Apr12 |
110720 |
136.500 |
137.000 |
136.150 |
137.000 |
unch |
8 |
140 |
+0 |
Total Volume and Open Interest |
5,067 |
40,633 |
-645 |
Lean Hogs(CME) |
Aug11 |
110720 |
99.300 |
99.650 |
97.500 |
97.850 |
-1.800 |
14,033 |
32,591 |
-1,410 |
Oct11 |
110720 |
91.180 |
91.800 |
90.200 |
90.400 |
-1.280 |
13,180 |
85,794 |
+121 |
Dec11 |
110720 |
87.285 |
88.080 |
86.650 |
87.385 |
-0.465 |
6,617 |
62,521 |
-225 |
Feb12 |
110720 |
89.800 |
90.535 |
89.300 |
89.930 |
-0.520 |
2,592 |
28,508 |
+8 |
Apr12 |
110720 |
91.285 |
91.750 |
90.550 |
91.450 |
-0.250 |
1,197 |
17,758 |
+59 |
May12 |
110720 |
94.650 |
95.000 |
94.285 |
95.000 |
unch |
0 |
735 |
+0 |
Jun12 |
110720 |
96.930 |
97.430 |
96.135 |
97.300 |
-0.380 |
493 |
9,366 |
+199 |
Jul12 |
110720 |
96.385 |
96.430 |
95.350 |
96.100 |
unch |
344 |
2,748 |
+185 |
Total Volume and Open Interest |
38,502 |
242,369 |
-1,063 |
Class III Milk(CME) |
Jul11 |
110714 |
21.00 |
21.05 |
20.97 |
21.03 |
+0.52 |
339 |
6,118 |
+27 |
Aug11 |
110720 |
20.68 |
20.92 |
20.62 |
20.86 |
+0.23 |
856 |
6,306 |
-44 |
Sep11 |
110720 |
20.04 |
20.06 |
19.94 |
19.98 |
-0.07 |
565 |
5,734 |
+66 |
Oct11 |
110720 |
19.28 |
19.28 |
19.17 |
19.18 |
-0.10 |
284 |
4,598 |
+112 |
Nov11 |
110720 |
18.41 |
18.43 |
18.36 |
18.37 |
-0.08 |
166 |
3,869 |
+12 |
Total Volume and Open Interest |
2,698 |
36,351 |
+619 |
Cocoa(ICE) |
Sep11 |
110720 |
3164 |
3220 |
3155 |
3183 |
+19 |
7,122 |
66,986 |
+137 |
Dec11 |
110720 |
3200 |
3242 |
3181 |
3207 |
+20 |
2,341 |
41,344 |
+730 |
Mar12 |
110720 |
3242 |
3282 |
3230 |
3249 |
+18 |
1,273 |
34,415 |
+587 |
May12 |
110720 |
3249 |
3279 |
3249 |
3251 |
+19 |
27 |
11,137 |
-14 |
Jul12 |
110720 |
3282 |
3283 |
3253 |
3255 |
+20 |
359 |
4,386 |
+209 |
Sep12 |
110720 |
3281 |
3282 |
3255 |
3257 |
+18 |
27 |
7,030 |
-7 |
Dec12 |
110720 |
3258 |
3258 |
3258 |
3258 |
+16 |
13 |
3,872 |
+1 |
Total Volume and Open Interest |
11,168 |
172,527 |
+1,646 |
Coffee "C"(ICE) |
Jul11 |
110719 |
248.85 |
248.85 |
243.75 |
243.85 |
-4.35 |
19 |
7 |
-74 |
Sep11 |
110720 |
244.50 |
246.45 |
240.10 |
243.40 |
-0.45 |
10,730 |
53,765 |
+96 |
Dec11 |
110720 |
248.50 |
250.30 |
243.95 |
247.40 |
-0.30 |
3,867 |
35,856 |
+364 |
Mar12 |
110720 |
249.80 |
252.20 |
246.85 |
250.10 |
-0.25 |
794 |
9,680 |
+223 |
May12 |
110720 |
251.85 |
253.60 |
249.45 |
251.65 |
-0.30 |
210 |
4,367 |
+8 |
Jul12 |
110720 |
252.40 |
253.50 |
249.45 |
251.55 |
-0.30 |
14 |
1,804 |
+2 |
Total Volume and Open Interest |
15,658 |
108,493 |
+688 |
Orange Juice(ICE) |
Sep11 |
110720 |
201.50 |
202.00 |
197.60 |
200.00 |
-1.30 |
834 |
26,163 |
+72 |
Nov11 |
110720 |
188.00 |
188.00 |
185.45 |
187.40 |
-0.55 |
271 |
6,463 |
+60 |
Jan12 |
110720 |
178.25 |
179.60 |
178.20 |
179.45 |
-0.50 |
8 |
1,343 |
-5 |
Mar12 |
110720 |
176.00 |
177.10 |
176.00 |
177.10 |
-0.50 |
2 |
301 |
+1 |
May12 |
110720 |
175.50 |
175.50 |
175.45 |
175.45 |
-0.50 |
3 |
207 |
+3 |
Jul12 |
110720 |
175.85 |
175.85 |
175.85 |
175.85 |
-0.50 |
2 |
113 |
+2 |
Total Volume and Open Interest |
1,120 |
34,601 |
+133 |
Sugar #11(ICE) |
Oct11 |
110720 |
28.86 |
29.17 |
28.60 |
28.92 |
+0.14 |
37,724 |
307,446 |
+1,292 |
Mar12 |
110720 |
27.79 |
28.22 |
27.70 |
28.04 |
+0.14 |
10,474 |
148,194 |
+206 |
May12 |
110720 |
26.69 |
27.00 |
26.53 |
26.80 |
+0.11 |
3,306 |
46,924 |
+551 |
Jul12 |
110720 |
25.70 |
26.02 |
25.66 |
25.87 |
+0.06 |
3,039 |
64,451 |
+1,314 |
Oct12 |
110720 |
25.00 |
25.19 |
24.85 |
25.13 |
+0.05 |
1,085 |
27,269 |
+94 |
Total Volume and Open Interest |
56,441 |
632,757 |
+3,524 |
London Cocoa(LCE) |
Sep11 |
110720 |
2001 |
2014 |
1985 |
1990 |
-4 |
3,571 |
75,139 |
+110 |
Dec11 |
110720 |
2030 |
2037 |
2007 |
2017 |
-3 |
2,589 |
42,150 |
+187 |
Mar12 |
110720 |
2050 |
2050 |
2022 |
2035 |
-1 |
839 |
37,484 |
-79 |
May12 |
110720 |
2051 |
2055 |
2028 |
2041 |
-3 |
285 |
13,315 |
-34 |
Jul12 |
110720 |
2050 |
2062 |
2034 |
2049 |
-1 |
212 |
4,624 |
+52 |
Sep12 |
110720 |
2070 |
2070 |
2050 |
2058 |
unch |
18 |
4,366 |
+8 |
Dec12 |
110720 |
2078 |
2078 |
2063 |
2063 |
+2 |
0 |
7,349 |
+0 |
Total Volume and Open Interest |
7,514 |
185,294 |
+244 |
London Sugar(LCE) |
Oct11 |
110720 |
752.80 |
760.00 |
752.00 |
755.80 |
+5.50 |
3,273 |
26,042 |
+319 |
Dec11 |
110720 |
712.80 |
720.70 |
712.80 |
715.80 |
+4.70 |
383 |
6,116 |
-95 |
Mar12 |
110720 |
700.00 |
709.70 |
700.00 |
705.50 |
+6.60 |
256 |
8,895 |
+120 |
May12 |
110720 |
681.70 |
682.40 |
681.00 |
681.00 |
+5.00 |
1 |
3,122 |
-1 |
Aug12 |
110720 |
662.70 |
666.80 |
661.00 |
663.00 |
+8.00 |
23 |
1,629 |
+2 |
Total Volume and Open Interest |
3,936 |
47,129 |
+345 |
Cotton(ICE) |
Oct11 |
110720 |
101.20 |
102.40 |
98.67 |
101.29 |
-0.66 |
182 |
533 |
+34 |
Dec11 |
110720 |
101.75 |
102.13 |
97.82 |
100.75 |
-0.09 |
17,254 |
96,446 |
-324 |
Mar12 |
110720 |
99.74 |
100.12 |
96.00 |
98.42 |
-0.41 |
5,656 |
22,595 |
+1,464 |
May12 |
110720 |
98.00 |
99.14 |
95.70 |
97.16 |
-0.85 |
1,307 |
5,413 |
+250 |
Jul12 |
110720 |
97.98 |
98.48 |
96.50 |
96.96 |
-1.02 |
558 |
6,839 |
+56 |
Oct12 |
110720 |
96.46 |
96.46 |
96.46 |
96.46 |
-1.42 |
0 |
3 |
+0 |
Total Volume and Open Interest |
25,088 |
135,489 |
+1,481 |
Lumber(CME) |
Sep11 |
110720 |
268.0 |
270.2 |
258.9 |
260.9 |
-4.8 |
146 |
5,865 |
+9 |
Nov11 |
110720 |
278.5 |
281.6 |
272.2 |
274.0 |
-1.5 |
63 |
2,165 |
+3 |
Jan12 |
110720 |
298.4 |
300.0 |
292.6 |
297.0 |
-0.8 |
21 |
723 |
+11 |
Mar12 |
110720 |
307.4 |
307.4 |
304.0 |
304.0 |
-0.9 |
2 |
82 |
+0 |
Total Volume and Open Interest |
232 |
8,836 |
+23 |
Crude Oil(NYM) |
Aug11 |
110720 |
98.11 |
99.02 |
96.64 |
98.14 |
+0.64 |
203,973 |
60,631 |
-26,261 |
Sep11 |
110720 |
98.48 |
99.37 |
96.93 |
98.40 |
+0.54 |
182,989 |
362,427 |
+18,455 |
Oct11 |
110720 |
98.90 |
99.76 |
97.33 |
98.78 |
+0.54 |
50,829 |
84,937 |
+3,069 |
Nov11 |
110720 |
99.35 |
100.19 |
97.78 |
99.22 |
+0.54 |
22,360 |
68,151 |
-386 |
Dec11 |
110720 |
99.79 |
100.65 |
98.24 |
99.66 |
+0.52 |
41,023 |
205,023 |
-320 |
Jan12 |
110720 |
100.33 |
100.84 |
98.75 |
100.09 |
+0.51 |
5,411 |
51,202 |
+265 |
Feb12 |
110720 |
101.05 |
101.37 |
99.12 |
100.51 |
+0.50 |
4,276 |
25,785 |
+520 |
Mar12 |
110720 |
101.53 |
101.86 |
99.73 |
100.89 |
+0.49 |
3,908 |
34,069 |
+567 |
Apr12 |
110720 |
101.39 |
101.99 |
99.98 |
101.26 |
+0.48 |
3,097 |
22,372 |
+465 |
May12 |
110720 |
102.12 |
102.12 |
100.57 |
101.62 |
+0.48 |
2,505 |
18,001 |
+135 |
Jun12 |
110720 |
102.25 |
102.73 |
100.67 |
101.96 |
+0.49 |
7,128 |
77,103 |
+585 |
Jul12 |
110720 |
102.73 |
102.83 |
101.80 |
102.26 |
+0.49 |
724 |
31,194 |
+41 |
Aug12 |
110720 |
102.48 |
102.48 |
102.48 |
102.48 |
+0.48 |
499 |
15,402 |
-9 |
Sep12 |
110720 |
102.70 |
102.70 |
102.70 |
102.70 |
+0.51 |
236 |
16,533 |
+46 |
Oct12 |
110720 |
102.92 |
102.92 |
102.92 |
102.92 |
+0.53 |
428 |
10,181 |
+205 |
Nov12 |
110720 |
103.17 |
103.17 |
103.17 |
103.17 |
+0.56 |
225 |
21,430 |
-58 |
Total Volume and Open Interest |
544,671 |
1,514,811 |
-2,498 |
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 |
110720 |
99.000 |
99.725 |
97.425 |
98.775 |
+0.525 |
160 |
362 |
+50 |
Nov11 |
110720 |
99.500 |
99.775 |
98.800 |
99.225 |
+0.550 |
9 |
182 |
+6 |
Dec11 |
110720 |
100.500 |
100.500 |
98.475 |
99.650 |
+0.500 |
13 |
287 |
+8 |
Jan12 |
110720 |
100.100 |
100.100 |
100.100 |
100.100 |
+0.525 |
0 |
6 |
+0 |
Feb12 |
110720 |
100.500 |
100.500 |
100.500 |
100.500 |
+0.500 |
0 |
3 |
+0 |
Mar12 |
110720 |
100.900 |
100.900 |
100.900 |
100.900 |
+0.500 |
0 |
11 |
+0 |
Apr12 |
110720 |
101.250 |
101.250 |
101.250 |
101.250 |
+0.475 |
1 |
1 |
+1 |
Total Volume and Open Interest |
7,830 |
7,288 |
-212 |
Heating Oil(NYM) |
Aug11 |
110720 |
310.38 |
313.31 |
308.71 |
311.84 |
+2.04 |
40,184 |
55,321 |
-4,010 |
Sep11 |
110720 |
311.95 |
314.68 |
310.09 |
313.20 |
+2.13 |
20,454 |
71,807 |
+2,384 |
Oct11 |
110720 |
313.52 |
315.81 |
311.58 |
314.61 |
+2.18 |
8,688 |
35,171 |
-58 |
Nov11 |
110720 |
316.90 |
316.90 |
313.28 |
316.28 |
+2.20 |
4,080 |
25,787 |
+441 |
Dec11 |
110720 |
317.25 |
318.96 |
314.91 |
317.91 |
+2.21 |
7,125 |
35,445 |
+169 |
Jan12 |
110720 |
319.49 |
320.76 |
317.50 |
319.43 |
+2.23 |
2,452 |
24,849 |
+24 |
Feb12 |
110720 |
319.16 |
320.28 |
317.44 |
319.56 |
+2.26 |
839 |
10,551 |
-99 |
Mar12 |
110720 |
318.79 |
319.66 |
318.35 |
318.54 |
+2.23 |
251 |
7,548 |
-45 |
Apr12 |
110720 |
313.69 |
316.48 |
313.65 |
316.40 |
+2.25 |
331 |
3,875 |
-63 |
May12 |
110720 |
313.54 |
314.41 |
313.54 |
314.41 |
+2.29 |
201 |
2,977 |
+25 |
Jun12 |
110720 |
313.20 |
313.61 |
310.52 |
313.51 |
+2.29 |
471 |
21,856 |
+32 |
Jul12 |
110720 |
313.99 |
313.99 |
313.99 |
313.99 |
+2.29 |
60 |
1,976 |
-37 |
Total Volume and Open Interest |
85,637 |
308,715 |
-1,278 |
Gasoline(NYMEX) |
Aug11 |
110720 |
312.00 |
314.89 |
310.15 |
314.70 |
+3.21 |
47,294 |
48,345 |
-9,016 |
Sep11 |
110720 |
306.92 |
309.61 |
305.32 |
309.46 |
+2.97 |
31,327 |
68,882 |
+4,609 |
Oct11 |
110720 |
293.60 |
295.96 |
291.97 |
295.62 |
+2.97 |
11,816 |
30,141 |
-49 |
Nov11 |
110720 |
290.50 |
292.23 |
288.45 |
291.94 |
+3.08 |
4,729 |
15,773 |
+293 |
Dec11 |
110720 |
288.54 |
290.76 |
286.93 |
290.16 |
+2.99 |
5,341 |
28,845 |
+162 |
Jan12 |
110720 |
289.82 |
290.46 |
287.25 |
290.32 |
+2.95 |
1,129 |
9,355 |
+33 |
Feb12 |
110720 |
290.24 |
291.70 |
290.24 |
291.58 |
+2.94 |
459 |
5,397 |
+31 |
Mar12 |
110720 |
293.15 |
293.29 |
293.15 |
293.29 |
+2.92 |
291 |
7,397 |
+65 |
Apr12 |
110720 |
304.29 |
304.29 |
304.29 |
304.29 |
+3.02 |
93 |
4,764 |
+22 |
May12 |
110720 |
304.29 |
304.29 |
304.29 |
304.29 |
+2.97 |
242 |
1,842 |
-123 |
Total Volume and Open Interest |
103,274 |
239,552 |
-3,745 |
e-miNY RBOB Gasoline(NYM) |
Aug11 |
110720 |
314.70 |
314.70 |
314.70 |
314.70 |
+5.00 |
0 |
3 |
+0 |
Sep11 |
110720 |
309.50 |
309.50 |
309.46 |
309.50 |
+3.00 |
|
|
|
Oct11 |
110720 |
295.60 |
295.62 |
295.60 |
295.60 |
+2.90 |
0 |
1 |
+0 |
Nov11 |
110720 |
291.90 |
291.94 |
291.90 |
291.90 |
+3.00 |
|
|
|
Total Volume and Open Interest |
0 |
6 |
+0 |
Natural Gas(NYM) |
Aug11 |
110720 |
4.535 |
4.597 |
4.433 |
4.500 |
-0.033 |
126,341 |
88,533 |
-5,796 |
Sep11 |
110720 |
4.511 |
4.573 |
4.406 |
4.469 |
-0.042 |
64,514 |
228,072 |
+8,071 |
Oct11 |
110720 |
4.534 |
4.584 |
4.427 |
4.483 |
-0.043 |
42,503 |
141,244 |
+1,205 |
Nov11 |
110720 |
4.646 |
4.679 |
4.533 |
4.585 |
-0.045 |
22,520 |
97,319 |
+1,553 |
Dec11 |
110720 |
4.821 |
4.851 |
4.710 |
4.759 |
-0.047 |
12,867 |
47,154 |
-29 |
Jan12 |
110720 |
4.920 |
4.949 |
4.811 |
4.856 |
-0.047 |
16,890 |
109,337 |
+2,577 |
Feb12 |
110720 |
4.933 |
4.933 |
4.817 |
4.854 |
-0.047 |
3,120 |
24,817 |
+1,062 |
Mar12 |
110720 |
4.896 |
4.896 |
4.763 |
4.808 |
-0.047 |
5,704 |
47,306 |
-141 |
Apr12 |
110720 |
4.801 |
4.801 |
4.681 |
4.720 |
-0.046 |
6,844 |
48,675 |
+412 |
May12 |
110720 |
4.817 |
4.817 |
4.700 |
4.736 |
-0.046 |
691 |
10,043 |
-80 |
Jun12 |
110720 |
4.825 |
4.828 |
4.724 |
4.762 |
-0.046 |
1,134 |
11,117 |
+229 |
Jul12 |
110720 |
4.874 |
4.874 |
4.763 |
4.800 |
-0.046 |
611 |
9,257 |
-93 |
Aug12 |
110720 |
4.850 |
4.850 |
4.792 |
4.828 |
-0.046 |
467 |
8,737 |
+71 |
Sep12 |
110720 |
4.840 |
4.858 |
4.803 |
4.836 |
-0.046 |
67 |
6,936 |
+48 |
Oct12 |
110720 |
4.951 |
4.952 |
4.838 |
4.878 |
-0.045 |
888 |
33,295 |
+72 |
Nov12 |
110720 |
5.010 |
5.029 |
5.010 |
5.011 |
-0.042 |
100 |
5,086 |
+10 |
Total Volume and Open Interest |
305,603 |
994,629 |
+9,295 |
Brent Crude Oil(ICE) |
Sep11 |
110720 |
117.45 |
118.86 |
117.06 |
118.15 |
+1.09 |
152,046 |
198,069 |
-10,183 |
Oct11 |
110720 |
117.40 |
118.68 |
116.98 |
118.07 |
+1.15 |
64,168 |
133,747 |
+12,807 |
Nov11 |
110720 |
117.48 |
118.73 |
117.07 |
118.17 |
+1.15 |
31,962 |
44,071 |
+831 |
Dec11 |
110720 |
117.54 |
118.75 |
117.12 |
118.22 |
+1.13 |
45,334 |
97,415 |
+609 |
Jan12 |
110720 |
117.64 |
118.61 |
117.28 |
118.21 |
+1.11 |
6,973 |
23,449 |
-268 |
Feb12 |
110720 |
117.58 |
118.43 |
117.27 |
118.14 |
+1.10 |
2,901 |
17,591 |
+67 |
Mar12 |
110720 |
117.55 |
118.34 |
117.29 |
118.04 |
+1.08 |
2,694 |
34,070 |
+334 |
Apr12 |
110720 |
117.48 |
118.31 |
117.25 |
117.95 |
+1.07 |
1,274 |
13,866 |
-74 |
May12 |
110720 |
117.75 |
118.24 |
117.15 |
117.85 |
+1.06 |
1,046 |
8,074 |
+30 |
Jun12 |
110720 |
117.30 |
118.13 |
116.72 |
117.73 |
+1.05 |
4,544 |
40,133 |
-3 |
Jul12 |
110720 |
117.63 |
117.63 |
117.63 |
117.63 |
+1.04 |
276 |
8,585 |
+17 |
Aug12 |
110720 |
117.47 |
117.47 |
117.47 |
117.47 |
+1.03 |
381 |
6,213 |
+198 |
Sep12 |
110720 |
117.28 |
117.28 |
117.28 |
117.28 |
+1.03 |
388 |
7,670 |
-102 |
Oct12 |
110720 |
117.08 |
117.08 |
117.08 |
117.08 |
+1.02 |
93 |
3,624 |
+21 |
Total Volume and Open Interest |
329,499 |
784,146 |
+3,106 |
Gas Oil(ICE) |
Aug11 |
110720 |
975.25 |
983.00 |
969.00 |
977.75 |
+1.75 |
45,328 |
123,693 |
+52 |
Sep11 |
110720 |
978.50 |
986.25 |
972.00 |
981.00 |
+2.00 |
38,807 |
130,080 |
+560 |
Oct11 |
110720 |
982.75 |
988.25 |
975.00 |
983.75 |
+2.00 |
10,768 |
54,194 |
+403 |
Nov11 |
110720 |
984.25 |
989.50 |
976.75 |
985.50 |
+2.25 |
4,182 |
31,549 |
-222 |
Dec11 |
110720 |
986.00 |
992.00 |
978.25 |
987.25 |
+2.25 |
15,026 |
56,574 |
-602 |
Jan12 |
110720 |
989.25 |
994.00 |
983.00 |
989.25 |
+2.25 |
1,762 |
34,550 |
-122 |
Feb12 |
110720 |
989.75 |
992.75 |
983.25 |
989.75 |
+2.25 |
788 |
11,430 |
-114 |
Mar12 |
110720 |
990.00 |
993.75 |
986.50 |
990.00 |
+2.25 |
391 |
12,514 |
-50 |
Apr12 |
110720 |
989.50 |
991.75 |
987.00 |
989.50 |
+2.25 |
790 |
8,594 |
+112 |
May12 |
110720 |
988.75 |
990.75 |
988.75 |
989.00 |
+2.50 |
933 |
7,400 |
-641 |
Total Volume and Open Interest |
122,177 |
573,051 |
-448 |
Ethanol(CBOT) |
Jul11 |
110706 |
2.758 |
2.795 |
2.758 |
2.761 |
+0.027 |
42 |
209 |
-19 |
Aug11 |
110720 |
2.905 |
2.914 |
2.886 |
2.892 |
-0.019 |
133 |
884 |
-79 |
Sep11 |
110720 |
2.771 |
2.772 |
2.743 |
2.746 |
-0.025 |
172 |
1,765 |
+29 |
Oct11 |
110720 |
2.652 |
2.652 |
2.626 |
2.632 |
-0.020 |
129 |
1,184 |
+0 |
Nov11 |
110720 |
2.582 |
2.582 |
2.557 |
2.560 |
-0.022 |
60 |
1,022 |
+27 |
Dec11 |
110720 |
2.554 |
2.554 |
2.528 |
2.533 |
-0.021 |
40 |
1,220 |
+25 |
Jan12 |
110720 |
2.521 |
2.521 |
2.503 |
2.505 |
-0.019 |
12 |
546 |
+8 |
Feb12 |
110720 |
2.500 |
2.507 |
2.500 |
2.505 |
-0.019 |
25 |
308 |
+20 |
Total Volume and Open Interest |
1,143 |
8,649 |
+121 |
WTI Crude Oil(ICE |
Sep11 |
110720 |
98.46 |
99.38 |
96.93 |
98.40 |
+0.54 |
60,040 |
80,520 |
-900 |
Oct11 |
110720 |
98.87 |
99.75 |
97.33 |
98.78 |
+0.54 |
13,559 |
38,409 |
-645 |
Nov11 |
110720 |
99.44 |
100.15 |
97.77 |
99.22 |
+0.54 |
8,167 |
25,064 |
-166 |
Dec11 |
110720 |
100.00 |
100.63 |
98.24 |
99.66 |
+0.52 |
14,190 |
89,271 |
-1,114 |
Jan12 |
110720 |
100.45 |
101.06 |
98.68 |
100.09 |
+0.51 |
2,139 |
16,671 |
-33 |
Feb12 |
110720 |
101.25 |
101.35 |
99.58 |
100.51 |
+0.50 |
1,183 |
5,564 |
-15 |
Mar12 |
110720 |
101.40 |
101.41 |
100.02 |
100.89 |
+0.49 |
1,591 |
13,834 |
+147 |
Apr12 |
110720 |
101.26 |
101.26 |
101.26 |
101.26 |
+0.48 |
502 |
4,669 |
+121 |
May12 |
110720 |
101.63 |
101.63 |
101.62 |
101.62 |
+0.48 |
795 |
3,696 |
+323 |
Jun12 |
110720 |
102.66 |
102.66 |
100.69 |
101.96 |
+0.49 |
1,757 |
27,526 |
+53 |
Jul12 |
110720 |
102.26 |
102.26 |
102.26 |
102.26 |
+0.49 |
53 |
4,317 |
-1 |
Aug12 |
110720 |
102.48 |
102.48 |
102.48 |
102.48 |
+0.48 |
22 |
1,220 |
+1 |
Sep12 |
110720 |
102.70 |
102.70 |
102.70 |
102.70 |
+0.51 |
0 |
5,029 |
+0 |
Oct12 |
110720 |
102.92 |
102.92 |
102.92 |
102.92 |
+0.53 |
250 |
1,038 |
+0 |
Nov12 |
110720 |
103.17 |
103.17 |
103.17 |
103.17 |
+0.56 |
0 |
2,538 |
+0 |
Dec12 |
110720 |
103.85 |
104.29 |
102.21 |
103.44 |
+0.57 |
2,584 |
49,497 |
-515 |
Total Volume and Open Interest |
142,837 |
464,129 |
-7,972 |
US Dollar Index(ICE) |
Sep11 |
110720 |
75.395 |
75.520 |
75.015 |
75.095 |
-0.417 |
30,610 |
45,803 |
+283 |
Dec11 |
110720 |
75.920 |
76.005 |
75.560 |
75.560 |
-0.403 |
92 |
666 |
+5 |
Mar12 |
110720 |
76.055 |
76.055 |
76.055 |
76.055 |
-0.408 |
0 |
1 |
+0 |
Total Volume and Open Interest |
30,702 |
46,470 |
+288 |
Australian Dollar(CME) |
Sep11 |
110720 |
106.42 |
106.78 |
106.29 |
106.60 |
+0.18 |
94,787 |
123,403 |
+104 |
Dec11 |
110720 |
105.34 |
105.60 |
105.28 |
105.44 |
+0.16 |
194 |
450 |
+56 |
Mar12 |
110720 |
104.34 |
104.34 |
104.21 |
104.34 |
+0.13 |
0 |
2 |
+0 |
Total Volume and Open Interest |
94,981 |
123,858 |
+160 |
British Pound(CME) |
Sep11 |
110720 |
161.11 |
161.56 |
160.57 |
161.50 |
+0.43 |
109,428 |
101,292 |
+2,450 |
Dec11 |
110720 |
160.99 |
161.34 |
160.92 |
161.34 |
+0.42 |
13 |
246 |
-4 |
Mar12 |
110720 |
161.18 |
161.18 |
160.78 |
161.18 |
+0.40 |
0 |
2 |
+0 |
Total Volume and Open Interest |
109,441 |
101,546 |
+2,446 |
Canadian Dollar(CME) |
Sep11 |
110720 |
105.09 |
105.58 |
104.96 |
105.40 |
+0.33 |
63,079 |
111,426 |
+639 |
Dec11 |
110720 |
104.90 |
105.30 |
104.84 |
105.15 |
+0.31 |
153 |
3,861 |
-11 |
Mar12 |
110720 |
105.00 |
105.00 |
104.63 |
104.92 |
+0.29 |
27 |
611 |
-16 |
Jun12 |
110720 |
104.67 |
104.67 |
104.40 |
104.67 |
+0.27 |
2 |
276 |
-1 |
Total Volume and Open Interest |
63,263 |
116,315 |
+613 |
Japanese Yen(CME) |
Sep11 |
110720 |
126.38 |
127.11 |
126.13 |
127.00 |
+0.67 |
56,237 |
128,884 |
+2,979 |
Dec11 |
110720 |
126.38 |
127.13 |
126.31 |
127.11 |
+0.65 |
3 |
638 |
+0 |
Mar12 |
110720 |
127.29 |
127.29 |
126.65 |
127.29 |
+0.64 |
0 |
46 |
+0 |
Total Volume and Open Interest |
56,240 |
129,585 |
+2,979 |
Swiss Franc(CME) |
Sep11 |
110720 |
121.39 |
122.32 |
121.19 |
122.14 |
+0.72 |
39,070 |
50,185 |
+678 |
Dec11 |
110720 |
121.45 |
122.27 |
121.45 |
122.27 |
+0.71 |
41 |
192 |
+12 |
Mar12 |
110720 |
122.42 |
122.42 |
121.74 |
122.42 |
+0.68 |
3 |
5 |
+3 |
Total Volume and Open Interest |
39,114 |
50,385 |
+693 |
EuroFX(CME) |
Sep11 |
110720 |
141.28 |
142.16 |
141.08 |
142.01 |
+0.93 |
277,153 |
183,665 |
+565 |
Dec11 |
110720 |
141.08 |
141.71 |
140.75 |
141.65 |
+0.90 |
94 |
1,028 |
+34 |
Mar12 |
110720 |
140.27 |
141.33 |
140.27 |
141.33 |
+0.88 |
1 |
364 |
+1 |
Total Volume and Open Interest |
277,248 |
185,894 |
+600 |
Mexican Peso(CME) |
Aug11 |
110720 |
857.0 |
857.0 |
856.8 |
857.0 |
+0.2 |
|
|
|
Sep11 |
110720 |
853.0 |
855.0 |
851.2 |
852.8 |
+0.2 |
25,304 |
136,411 |
-60 |
Total Volume and Open Interest |
25,304 |
136,651 |
-60 |
30-Year T-Bonds(CBOT) |
Sep11 |
110720 |
126~280 |
126~280 |
125~260 |
125~280 |
-0~240 |
278,387 |
644,620 |
+1,629 |
Dec11 |
110720 |
125~040 |
125~040 |
124~130 |
124~130 |
-0~240 |
96 |
1,491 |
+31 |
Mar12 |
110720 |
122~310 |
123~230 |
122~310 |
122~310 |
-0~240 |
|
|
|
Total Volume and Open Interest |
278,483 |
646,111 |
+1,660 |
10-Year T-Notes(CBOT) |
Sep11 |
110720 |
124~310 |
124~310 |
124~160 |
124~190 |
-0~105 |
1,024,055 |
1,867,299 |
-4,708 |
Dec11 |
110720 |
123~125 |
123~160 |
123~040 |
123~055 |
-0~105 |
85 |
16,523 |
+6 |
Mar12 |
110720 |
122~055 |
122~160 |
122~055 |
122~055 |
-0~105 |
|
|
|
Total Volume and Open Interest |
1,024,140 |
1,883,822 |
-4,702 |
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 |
110720 |
119~052 |
119~063 |
119~052 |
119~052 |
-0~011 |
0 |
4 |
+0 |
Mar12 |
110720 |
118~076 |
118~087 |
118~076 |
118~076 |
-0~011 |
|
|
|
Total Volume and Open Interest |
482,433 |
1,558,603 |
+20,208 |
2 Year T-Notes(CBOT) |
Sep11 |
110720 |
109~114 |
109~116 |
109~108 |
109~113 |
-0~001 |
157,288 |
1,021,053 |
-5,410 |
Dec11 |
110720 |
109~087 |
109~087 |
109~085 |
109~086 |
+0~001 |
10 |
41 |
+10 |
Mar12 |
110720 |
109~024 |
109~024 |
109~023 |
109~024 |
+0~001 |
|
|
|
Total Volume and Open Interest |
157,298 |
1,021,094 |
-5,400 |
Eurodollars(CME) |
Sep11 |
110720 |
99.600 |
99.630 |
99.595 |
99.620 |
+0.030 |
264,228 |
1,190,651 |
-33,178 |
Dec11 |
110720 |
99.475 |
99.525 |
99.470 |
99.515 |
+0.050 |
288,780 |
1,185,281 |
-9,572 |
Mar12 |
110720 |
99.415 |
99.465 |
99.415 |
99.460 |
+0.045 |
255,441 |
1,496,323 |
-2,267 |
Jun12 |
110720 |
99.370 |
99.400 |
99.365 |
99.395 |
+0.025 |
193,853 |
1,350,964 |
-15,080 |
Sep12 |
110720 |
99.290 |
99.310 |
99.275 |
99.295 |
+0.005 |
182,024 |
1,046,968 |
-22,050 |
Dec12 |
110720 |
99.155 |
99.170 |
99.125 |
99.145 |
-0.015 |
157,087 |
714,621 |
-5,901 |
Mar13 |
110720 |
99.010 |
99.010 |
98.965 |
98.985 |
-0.030 |
136,264 |
669,440 |
+263 |
Jun13 |
110720 |
98.810 |
98.810 |
98.765 |
98.780 |
-0.040 |
151,576 |
399,065 |
+14,395 |
Sep13 |
110720 |
98.580 |
98.580 |
98.530 |
98.545 |
-0.045 |
98,489 |
435,192 |
-4,747 |
Dec13 |
110720 |
98.320 |
98.325 |
98.265 |
98.285 |
-0.045 |
82,851 |
323,539 |
-750 |
Mar14 |
110720 |
98.050 |
98.060 |
98.005 |
98.030 |
-0.045 |
57,943 |
257,625 |
+2,608 |
Jun14 |
110720 |
97.785 |
97.800 |
97.740 |
97.770 |
-0.045 |
44,237 |
195,791 |
+2,321 |
Sep14 |
110720 |
97.535 |
97.545 |
97.485 |
97.520 |
-0.040 |
18,553 |
103,456 |
+277 |
Dec14 |
110720 |
97.290 |
97.290 |
97.225 |
97.260 |
-0.040 |
13,220 |
114,373 |
+311 |
Mar15 |
110720 |
97.045 |
97.060 |
97.000 |
97.035 |
-0.035 |
17,579 |
99,952 |
+5,120 |
Jun15 |
110720 |
5.070 |
5.080 |
5.020 |
5.055 |
-0.035 |
9,557 |
72,750 |
-33 |
Sep15 |
110720 |
4.850 |
4.860 |
4.800 |
4.835 |
-0.035 |
7,097 |
56,795 |
-181 |
Dec15 |
110720 |
4.640 |
4.660 |
4.600 |
4.625 |
-0.035 |
6,529 |
51,013 |
+143 |
Total Volume and Open Interest |
|
|
|
30 Day Federal Funds(CBOT) |
Jul11 |
110720 |
99.933 |
99.933 |
99.930 |
99.930 |
unch |
1,447 |
67,474 |
-359 |
Aug11 |
110720 |
99.910 |
99.915 |
99.905 |
99.910 |
unch |
5,519 |
58,987 |
+2,276 |
Sep11 |
110720 |
99.890 |
99.890 |
99.885 |
99.890 |
+0.005 |
6,600 |
56,174 |
+1,492 |
Oct11 |
110720 |
99.875 |
99.880 |
99.870 |
99.875 |
+0.005 |
4,156 |
49,680 |
-176 |
Nov11 |
110720 |
99.860 |
99.870 |
99.860 |
99.865 |
+0.005 |
6,516 |
47,605 |
-334 |
Dec11 |
110720 |
99.850 |
99.860 |
99.845 |
99.855 |
+0.005 |
1,926 |
55,535 |
-266 |
Total Volume and Open Interest |
53,134 |
806,874 |
+4,235 |
30 Day Fed Funds(e-CBOT) |
3-Mth Euro-Yen(CME) |
Sep11 |
110720 |
99.662 |
99.662 |
99.662 |
99.662 |
unch |
0 |
51 |
+0 |
Dec11 |
110720 |
99.660 |
99.660 |
99.660 |
99.660 |
unch |
0 |
75 |
+0 |
Mar12 |
110720 |
99.655 |
99.655 |
99.655 |
99.655 |
unch |
|
|
|
Jun12 |
110720 |
99.650 |
99.650 |
99.650 |
99.650 |
unch |
|
|
|
Sep12 |
110720 |
99.585 |
99.585 |
99.585 |
99.585 |
unch |
|
|
|
Dec12 |
110720 |
99.635 |
99.635 |
99.635 |
99.635 |
unch |
|
|
|
Mar13 |
110720 |
99.635 |
99.635 |
99.635 |
99.635 |
unch |
|
|
|
Jun13 |
110720 |
99.590 |
99.590 |
99.590 |
99.590 |
unch |
|
|
|
Sep13 |
110720 |
99.450 |
99.450 |
99.450 |
99.450 |
unch |
|
|
|
Dec13 |
110720 |
99.310 |
99.310 |
99.310 |
99.310 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
126 |
+0 |
3-Mth Euro-Yen(SGX) |
Sep11 |
110720 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
0 |
1,332 |
+0 |
Dec11 |
110720 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
0 |
1,392 |
+0 |
Mar12 |
110720 |
99.65 |
99.65 |
99.65 |
99.65 |
unch |
0 |
1,823 |
+0 |
Jun12 |
110720 |
99.65 |
99.65 |
99.65 |
99.65 |
unch |
0 |
1,374 |
+0 |
Sep12 |
110720 |
99.58 |
99.58 |
99.58 |
99.58 |
unch |
0 |
411 |
+0 |
Dec12 |
110720 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
0 |
24 |
+0 |
Mar13 |
110720 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
0 |
1 |
+0 |
Jun13 |
110720 |
99.59 |
99.59 |
99.59 |
99.59 |
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 |
1,287 |
22,534 |
+0 |
Dec11 |
110720 |
141.20 |
141.20 |
141.20 |
141.20 |
+0.03 |
1 |
2 |
+0 |
Mar12 |
110720 |
139.11 |
139.11 |
139.11 |
139.11 |
+0.03 |
|
|
|
Total Volume and Open Interest |
2,100 |
24,046 |
+127 |
Euro-Bund(EUREX) |
Sep11 |
110720 |
129.05 |
129.07 |
128.08 |
128.14 |
-0.91 |
694,296 |
959,628 |
-50,147 |
Dec11 |
110720 |
127.35 |
127.37 |
126.83 |
126.83 |
-0.92 |
78 |
363 |
+43 |
Mar12 |
110720 |
126.82 |
126.82 |
126.82 |
126.82 |
-0.91 |
|
|
|
Total Volume and Open Interest |
694,374 |
959,991 |
-50,104 |
Euro-Bobl(EUREX) |
Sep11 |
110720 |
118.84 |
118.87 |
118.32 |
118.36 |
-0.45 |
391,198 |
761,131 |
-5,970 |
Dec11 |
110720 |
117.39 |
117.39 |
117.39 |
117.39 |
-0.45 |
174 |
696 |
+0 |
Mar12 |
110720 |
117.39 |
117.39 |
117.39 |
117.39 |
-0.45 |
|
|
|
Total Volume and Open Interest |
391,372 |
761,827 |
-5,970 |
3-Mth Euribor(EUREX) |
Sep11 |
110720 |
98.350 |
98.350 |
98.320 |
98.320 |
-0.030 |
102 |
1,986 |
+100 |
Dec11 |
110720 |
98.305 |
98.305 |
98.280 |
98.280 |
-0.035 |
151 |
1,402 |
+42 |
Mar12 |
110720 |
98.290 |
98.290 |
98.260 |
98.260 |
-0.045 |
0 |
1,768 |
+0 |
Total Volume and Open Interest |
253 |
8,204 |
+142 |
Long Gilt(LIFFE) |
Sep11 |
110629 |
121~06 |
121~06 |
120~12 |
120~22 |
-0~23 |
84,026 |
359,346 |
-16 |
Dec11 |
110720 |
121~26 |
121~26 |
121~26 |
121~26 |
-0~08 |
|
|
|
Total Volume and Open Interest |
78,319 |
356,494 |
-4,142 |
3-Mth Short Sterling(LIFFE) |
Sep11 |
110720 |
99.12 |
99.13 |
99.11 |
99.12 |
unch |
20,895 |
421,733 |
-6,215 |
Dec11 |
110720 |
99.07 |
99.09 |
99.06 |
99.07 |
-0.01 |
22,234 |
530,751 |
+553 |
Mar12 |
110720 |
99.02 |
99.05 |
99.01 |
99.02 |
-0.01 |
36,842 |
484,499 |
-5,102 |
Jun12 |
110720 |
98.95 |
98.99 |
98.93 |
98.94 |
-0.02 |
31,050 |
340,756 |
+1,549 |
Sep12 |
110720 |
98.85 |
98.90 |
98.82 |
98.83 |
-0.03 |
37,308 |
335,669 |
+2,314 |
Dec12 |
110720 |
98.70 |
98.75 |
98.67 |
98.68 |
-0.02 |
25,806 |
293,974 |
+1,339 |
Total Volume and Open Interest |
216,487 |
2,807,972 |
+302 |
3-Mth Euribor(LIFFE) |
Sep11 |
110720 |
98.355 |
98.360 |
98.315 |
98.325 |
-0.025 |
79,047 |
722,724 |
-46,855 |
Dec11 |
110720 |
98.320 |
98.330 |
98.275 |
98.280 |
-0.035 |
79,222 |
576,338 |
-4,159 |
Mar12 |
110720 |
98.320 |
98.320 |
98.250 |
98.260 |
-0.045 |
74,845 |
473,113 |
-4,846 |
Total Volume and Open Interest |
538,713 |
3,537,219 |
-114,238 |
3-Mth Aus T-Bills(SFE) |
Sep11 |
110720 |
95.24 |
95.24 |
95.19 |
95.20 |
-0.05 |
46,281 |
276,845 |
+9,820 |
Dec11 |
110720 |
95.37 |
95.38 |
95.29 |
95.32 |
-0.07 |
42,965 |
258,250 |
-13,254 |
Mar12 |
110720 |
95.46 |
95.48 |
95.38 |
95.39 |
-0.09 |
22,077 |
146,956 |
+229 |
Jun12 |
110720 |
95.48 |
95.50 |
95.40 |
95.41 |
-0.09 |
11,598 |
88,411 |
+823 |
Sep12 |
110720 |
95.46 |
95.46 |
95.38 |
95.38 |
-0.09 |
6,359 |
54,066 |
+163 |
Dec12 |
110720 |
95.37 |
95.37 |
95.30 |
95.32 |
-0.07 |
3,183 |
32,469 |
+1,234 |
Mar13 |
110720 |
95.28 |
95.30 |
95.23 |
95.26 |
-0.06 |
2,257 |
32,041 |
+1,167 |
Jun13 |
110720 |
95.22 |
95.22 |
95.15 |
95.17 |
-0.06 |
686 |
11,017 |
+281 |
Sep13 |
110720 |
95.08 |
95.09 |
95.08 |
95.09 |
-0.07 |
47 |
1,993 |
-35 |
Dec13 |
110720 |
95.01 |
95.01 |
94.99 |
94.99 |
-0.09 |
0 |
1,417 |
+0 |
Total Volume and Open Interest |
135,453 |
903,631 |
-4,984 |
10-Year Aus T-Bonds(SFE) |
Sep11 |
110720 |
95.08 |
95.12 |
95.02 |
95.04 |
-0.07 |
48,888 |
404,831 |
-18,743 |
Dec11 |
110720 |
95.04 |
95.04 |
95.04 |
95.04 |
-0.07 |
|
|
|
Total Volume and Open Interest |
48,888 |
404,831 |
-18,743 |
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 |
110720 |
95.60 |
95.60 |
95.60 |
95.60 |
-0.08 |
|
|
|
Total Volume and Open Interest |
219,793 |
724,024 |
-41,891 |
Gold(CMX) |
Aug11 |
110720 |
1587.7 |
1602.0 |
1581.1 |
1596.9 |
-4.2 |
139,693 |
273,864 |
-1,723 |
Oct11 |
110720 |
1590.1 |
1602.8 |
1582.5 |
1598.0 |
-4.1 |
2,148 |
15,357 |
+460 |
Dec11 |
110720 |
1591.0 |
1604.6 |
1583.6 |
1599.0 |
-4.1 |
16,719 |
147,168 |
+11,369 |
Feb12 |
110720 |
1593.4 |
1604.9 |
1586.0 |
1600.4 |
-4.2 |
372 |
11,419 |
+252 |
Apr12 |
110720 |
1594.0 |
1602.2 |
1588.3 |
1601.9 |
-4.2 |
104 |
6,128 |
+28 |
Jun12 |
110720 |
1595.9 |
1607.6 |
1591.5 |
1603.6 |
-4.2 |
132 |
14,438 |
-50 |
Aug12 |
110720 |
1598.0 |
1605.5 |
1598.0 |
1605.5 |
-4.2 |
15 |
5,016 |
+2 |
Oct12 |
110720 |
1596.0 |
1607.7 |
1596.0 |
1607.7 |
-4.1 |
2 |
4,110 |
+0 |
Dec12 |
110720 |
1603.6 |
1614.9 |
1597.7 |
1610.2 |
-4.1 |
130 |
11,699 |
+19 |
Feb13 |
110720 |
1612.9 |
1612.9 |
1612.9 |
1612.9 |
-4.1 |
0 |
1,560 |
+0 |
Apr13 |
110720 |
1616.1 |
1616.1 |
1616.1 |
1616.1 |
-4.2 |
0 |
201 |
+0 |
Jun13 |
110720 |
1619.8 |
1619.8 |
1619.8 |
1619.8 |
-4.2 |
0 |
11,030 |
+0 |
Total Volume and Open Interest |
159,866 |
542,950 |
+10,523 |
Silver(CMX) |
Jul11 |
110720 |
3843.5 |
4006.0 |
3843.5 |
3954.6 |
-66.5 |
545 |
380 |
-4 |
Sep11 |
110720 |
3903.0 |
4015.0 |
3821.5 |
3955.8 |
-66.3 |
71,052 |
59,737 |
-493 |
Dec11 |
110720 |
3898.0 |
4015.5 |
3826.0 |
3958.1 |
-66.4 |
8,328 |
26,607 |
+484 |
Mar12 |
110720 |
3901.5 |
3990.0 |
3854.5 |
3957.8 |
-66.7 |
227 |
5,262 |
+11 |
May12 |
110720 |
3956.0 |
3956.5 |
3956.0 |
3956.5 |
-66.9 |
6 |
1,545 |
-1 |
Jul12 |
110720 |
3930.5 |
3998.5 |
3830.0 |
3955.2 |
-67.3 |
40 |
1,761 |
+5 |
Sep12 |
110720 |
3849.0 |
4007.0 |
3849.0 |
3953.2 |
-67.7 |
13 |
211 |
+6 |
Total Volume and Open Interest |
81,028 |
115,318 |
+52 |
Platinum(NYMEX) |
Jul11 |
110720 |
1772.4 |
1775.0 |
1772.4 |
1775.0 |
-0.3 |
6 |
24 |
+0 |
Oct11 |
110720 |
1773.0 |
1780.9 |
1762.9 |
1776.1 |
-0.2 |
3,293 |
30,398 |
+491 |
Jan12 |
110720 |
1771.4 |
1782.2 |
1771.4 |
1779.4 |
-0.1 |
50 |
1,108 |
+5 |
Apr12 |
110720 |
1777.0 |
1782.3 |
1777.0 |
1782.3 |
-0.1 |
29 |
108 |
+29 |
Total Volume and Open Interest |
3,378 |
31,654 |
+525 |
Palladium(NYMEX) |
Sep11 |
110720 |
793.25 |
797.20 |
786.30 |
793.65 |
-4.65 |
2,812 |
20,823 |
+538 |
Dec11 |
110720 |
792.10 |
796.50 |
791.65 |
794.75 |
-4.65 |
52 |
800 |
+36 |
Mar12 |
110720 |
134.74 |
140.59 |
134.74 |
140.59 |
-4.65 |
6 |
52 |
+2 |
Total Volume and Open Interest |
2,872 |
21,677 |
+578 |
Copper(CMX) |
Jul11 |
110720 |
445.00 |
445.00 |
442.45 |
442.85 |
-3.20 |
436 |
2,040 |
-302 |
Sep11 |
110720 |
447.00 |
448.00 |
442.70 |
443.60 |
-3.20 |
33,650 |
89,321 |
-350 |
Dec11 |
110720 |
449.35 |
449.50 |
444.70 |
445.50 |
-3.15 |
6,073 |
36,267 |
+1,270 |
Mar12 |
110720 |
448.60 |
448.60 |
445.95 |
446.60 |
-3.10 |
723 |
12,270 |
+518 |
May12 |
110720 |
447.75 |
447.75 |
446.75 |
446.75 |
-3.00 |
1 |
2,001 |
+0 |
Total Volume and Open Interest |
41,390 |
149,400 |
+1,264 |
DJIA Index(CBOT) |
Sep11 |
110720 |
12537 |
12578 |
12500 |
12507 |
unch |
273 |
15,639 |
-20 |
Dec11 |
110720 |
12436 |
12436 |
12436 |
12436 |
unch |
0 |
86 |
+0 |
Mar12 |
110720 |
12367 |
12367 |
12367 |
12367 |
unch |
|
|
|
Jun12 |
110720 |
12297 |
12297 |
12297 |
12297 |
unch |
|
|
|
Total Volume and Open Interest |
273 |
15,725 |
-20 |
Mini DJIA Index(CBOT) |
Sep11 |
110720 |
12507 |
12578 |
12495 |
12507 |
unch |
128,610 |
119,098 |
-5,871 |
Dec11 |
110720 |
12469 |
12503 |
12436 |
12436 |
unch |
65 |
407 |
+6 |
Mar12 |
110720 |
12367 |
12367 |
12367 |
12367 |
unch |
0 |
11 |
+0 |
Jun12 |
110720 |
12297 |
12297 |
12297 |
12297 |
unch |
|
|
|
Total Volume and Open Interest |
128,675 |
119,516 |
-5,865 |
S & P 500(CME) |
Sep11 |
110720 |
1315.00 |
1329.70 |
1315.00 |
1321.30 |
+0.10 |
13,634 |
262,448 |
-1,192 |
Dec11 |
110720 |
1315.80 |
1320.70 |
1313.70 |
1315.80 |
+0.10 |
550 |
11,040 |
+265 |
Mar12 |
110720 |
1310.30 |
1315.20 |
1308.20 |
1310.30 |
+0.10 |
0 |
11 |
+0 |
Jun12 |
110720 |
1305.30 |
1310.20 |
1303.20 |
1305.30 |
+0.10 |
0 |
5 |
+0 |
Total Volume and Open Interest |
14,184 |
273,504 |
-927 |
S & P 500 E-Mini(Globex) |
Sep11 |
110720 |
1321.25 |
1329.75 |
1319.25 |
1321.25 |
unch |
2,168,734 |
2,565,507 |
+17,522 |
Dec11 |
110720 |
1318.50 |
1324.00 |
1313.75 |
1315.75 |
unch |
1,404 |
13,046 |
+312 |
Total Volume and Open Interest |
2,170,141 |
2,578,765 |
+17,835 |
NASDAQ 100(CME) |
Sep11 |
110720 |
2403.30 |
2413.00 |
2381.00 |
2381.80 |
-7.20 |
2,453 |
17,818 |
+230 |
Dec11 |
110720 |
2376.30 |
2390.00 |
2376.30 |
2376.30 |
-7.20 |
0 |
1 |
+0 |
Mar12 |
110720 |
2371.30 |
2374.50 |
2371.30 |
2371.30 |
-7.20 |
|
|
|
Total Volume and Open Interest |
2,453 |
17,819 |
+230 |
NASDAQ 100 E-Mini(Globex) |
Sep11 |
110720 |
2389.80 |
2413.50 |
2381.00 |
2381.80 |
-7.20 |
249,078 |
345,789 |
-18,637 |
Dec11 |
110720 |
2395.00 |
2402.80 |
2376.30 |
2376.30 |
-7.20 |
360 |
404 |
+238 |
Total Volume and Open Interest |
249,438 |
346,200 |
-18,399 |
S & P Midcap 400(CME) |
Sep11 |
110720 |
977.00 |
980.00 |
973.00 |
978.50 |
+0.90 |
0 |
2,547 |
+0 |
Dec11 |
110720 |
977.00 |
977.00 |
976.10 |
977.00 |
+0.90 |
|
|
|
Mar12 |
110720 |
975.30 |
975.30 |
974.40 |
975.30 |
+0.90 |
|
|
|
Total Volume and Open Interest |
0 |
2,547 |
+0 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Sep11 |
110630 |
9865 |
9940 |
9805 |
9900 |
+220 |
11,736 |
31,666 |
+3,008 |
Dec11 |
110720 |
10045 |
10045 |
9980 |
10045 |
+65 |
2 |
1 |
+0 |
Total Volume and Open Interest |
7,679 |
35,504 |
-669 |
Nikkei 225(SGX) |
Sep11 |
110720 |
9900 |
10045 |
9900 |
10015 |
+125 |
71,197 |
191,704 |
-1,685 |
Dec11 |
110720 |
9965 |
10000 |
9935 |
10000 |
+170 |
4 |
8,422 |
-4 |
Mar12 |
110720 |
9950 |
9950 |
9950 |
9950 |
+125 |
0 |
10 |
+0 |
Total Volume and Open Interest |
71,383 |
210,244 |
-1,651 |
CAC 40(EURONEXT) |
Aug11 |
110720 |
3716.0 |
3764.0 |
3712.0 |
3755.0 |
+55.0 |
151,407 |
306,450 |
+19,362 |
Sep11 |
110720 |
3713.0 |
3760.5 |
3712.5 |
3753.0 |
+55.0 |
559 |
36,232 |
+277 |
Oct11 |
110720 |
3754.0 |
3754.0 |
3754.0 |
3754.0 |
+55.5 |
|
|
|
Total Volume and Open Interest |
151,966 |
342,714 |
+19,639 |
Hang Seng Index(HKFE) |
Jul11 |
110720 |
22137 |
22159 |
21862 |
21985 |
+146 |
76,049 |
87,593 |
+291 |
Aug11 |
110720 |
22097 |
22115 |
21825 |
21939 |
+140 |
891 |
3,164 |
+261 |
Sep11 |
110720 |
21985 |
22022 |
21741 |
21847 |
+142 |
678 |
3,611 |
+273 |
Total Volume and Open Interest |
77,763 |
98,310 |
+788 |
DAX(EUREX) |
Sep11 |
110720 |
7255.0 |
7282.0 |
7182.5 |
7236.5 |
+28.5 |
154,474 |
158,669 |
+5,017 |
Dec11 |
110720 |
7290.5 |
7307.5 |
7212.0 |
7264.5 |
+29.0 |
177 |
8,411 |
+5 |
Mar12 |
110720 |
7322.5 |
7339.0 |
7260.5 |
7296.0 |
+29.0 |
29 |
316 |
+5 |
Total Volume and Open Interest |
154,680 |
167,396 |
+5,027 |
FT-SE 100(EURONEXT) |
Sep11 |
110720 |
5771.00 |
5819.50 |
5767.00 |
5807.00 |
+57.00 |
102,702 |
673,764 |
-905 |
Dec11 |
110720 |
5756.00 |
5783.50 |
5756.00 |
5782.00 |
+56.00 |
31 |
821 |
+14 |
Mar12 |
110720 |
5718.50 |
5746.00 |
5718.50 |
5746.00 |
+56.50 |
25 |
153 |
+3 |
Total Volume and Open Interest |
102,758 |
674,778 |
-888 |
SPI 200(SFE) |
Sep11 |
110720 |
4445.0 |
4529.0 |
4442.0 |
4525.0 |
+84.0 |
35,190 |
196,912 |
+1,691 |
Dec11 |
110720 |
4474.0 |
4540.0 |
4474.0 |
4539.0 |
+84.0 |
22 |
4,615 |
+0 |
Mar12 |
110720 |
4525.0 |
4525.0 |
4525.0 |
4525.0 |
+84.0 |
20 |
1,732 |
+20 |
Total Volume and Open Interest |
35,987 |
208,071 |
+2,163 |
GSCI(CME) |
Aug11 |
110720 |
44.64 |
45.14 |
35.64 |
41.14 |
+3.50 |
418 |
9,220 |
+316 |
Sep11 |
110720 |
45.14 |
45.64 |
36.64 |
41.94 |
+3.80 |
2 |
0 |
+0 |
Oct11 |
110720 |
42.94 |
46.14 |
36.64 |
42.94 |
+3.80 |
|
|
|
Total Volume and Open Interest |
420 |
9,220 |
-1,625 |
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. |
|
|