|
MRCI's End of Day Prices |
Daily Futures Price Listing Thu July 21, 2011 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Aug11 |
110721 |
1377.75 |
1386.25 |
1369.75 |
1380.25 |
+2.00 |
24,180 |
55,723 |
-2,433 |
Sep11 |
110721 |
1376.75 |
1386.50 |
1370.75 |
1381.25 |
+2.25 |
15,729 |
38,921 |
+588 |
Nov11 |
110721 |
1384.00 |
1392.75 |
1376.25 |
1388.00 |
+4.00 |
104,926 |
299,965 |
+753 |
Jan12 |
110721 |
1391.75 |
1401.00 |
1385.50 |
1397.25 |
+4.00 |
7,974 |
51,874 |
+675 |
Mar12 |
110721 |
1396.75 |
1402.00 |
1388.50 |
1399.75 |
+4.75 |
4,350 |
25,534 |
+1,219 |
May12 |
110721 |
1388.25 |
1399.50 |
1384.25 |
1395.50 |
+4.75 |
4,125 |
31,287 |
+254 |
Jul12 |
110721 |
1392.00 |
1400.50 |
1386.00 |
1397.00 |
+5.00 |
2,142 |
15,930 |
+488 |
Total Volume and Open Interest |
164,205 |
543,107 |
+1,603 |
Soybean Meal(CBOT) |
Aug11 |
110721 |
361.50 |
362.70 |
357.10 |
362.70 |
+0.80 |
16,362 |
25,819 |
-1,619 |
Sep11 |
110721 |
362.90 |
365.50 |
359.30 |
364.90 |
+1.00 |
10,824 |
32,129 |
+1,411 |
Oct11 |
110721 |
360.90 |
367.70 |
360.00 |
366.00 |
+1.60 |
1,882 |
14,953 |
+257 |
Dec11 |
110721 |
366.50 |
369.00 |
362.90 |
368.90 |
+1.40 |
30,402 |
76,705 |
-733 |
Jan12 |
110721 |
367.10 |
370.40 |
364.40 |
370.40 |
+1.50 |
928 |
6,981 |
+248 |
Mar12 |
110721 |
369.30 |
371.80 |
366.00 |
371.80 |
+1.70 |
1,401 |
5,917 |
-100 |
May12 |
110721 |
366.80 |
370.30 |
364.30 |
370.30 |
+2.00 |
980 |
7,313 |
+112 |
Jul12 |
110721 |
366.20 |
369.90 |
364.90 |
369.90 |
+1.90 |
352 |
1,940 |
+70 |
Total Volume and Open Interest |
63,182 |
175,578 |
-305 |
Soybean Oil(CBOT) |
Aug11 |
110721 |
56.79 |
57.19 |
56.29 |
56.48 |
-0.29 |
18,608 |
33,385 |
-11 |
Sep11 |
110721 |
56.98 |
57.41 |
56.49 |
56.68 |
-0.31 |
10,230 |
41,947 |
+798 |
Oct11 |
110721 |
57.02 |
57.58 |
56.75 |
56.90 |
-0.31 |
1,382 |
18,526 |
+324 |
Dec11 |
110721 |
57.60 |
58.13 |
57.20 |
57.38 |
-0.32 |
44,117 |
153,246 |
-157 |
Jan12 |
110721 |
57.87 |
58.31 |
57.49 |
57.64 |
-0.33 |
1,886 |
22,788 |
+388 |
Mar12 |
110721 |
58.39 |
58.57 |
57.73 |
57.90 |
-0.33 |
939 |
13,212 |
+34 |
May12 |
110721 |
58.67 |
58.70 |
57.90 |
58.01 |
-0.32 |
688 |
7,520 |
+136 |
Jul12 |
110721 |
58.76 |
58.78 |
57.95 |
58.12 |
-0.31 |
493 |
3,088 |
+57 |
Total Volume and Open Interest |
78,382 |
296,690 |
+1,586 |
Canola(WCE) |
Jul11 |
110714 |
591.8 |
591.8 |
591.8 |
591.8 |
+4.0 |
|
|
|
Nov11 |
110721 |
566.0 |
569.6 |
559.0 |
560.3 |
-7.0 |
12,531 |
122,063 |
+585 |
Jan12 |
110721 |
575.7 |
576.0 |
567.5 |
568.4 |
-6.1 |
3,590 |
15,403 |
+881 |
Mar12 |
110721 |
578.6 |
580.8 |
575.6 |
575.6 |
-5.3 |
740 |
6,300 |
+233 |
May12 |
110721 |
582.2 |
585.5 |
581.1 |
581.1 |
-5.6 |
277 |
3,942 |
+75 |
Total Volume and Open Interest |
17,235 |
151,908 |
+1,850 |
Corn(CBOT) |
Sep11 |
110721 |
687.50 |
690.50 |
670.75 |
679.25 |
-8.75 |
77,845 |
365,177 |
-3,424 |
Dec11 |
110721 |
676.50 |
680.75 |
663.25 |
673.00 |
-4.75 |
173,517 |
506,941 |
+3,511 |
Mar12 |
110721 |
689.00 |
693.00 |
676.00 |
685.75 |
-4.00 |
20,049 |
122,033 |
+2,512 |
May12 |
110721 |
696.00 |
698.75 |
682.75 |
692.50 |
-4.00 |
5,897 |
26,793 |
+853 |
Jul12 |
110721 |
701.50 |
704.00 |
689.25 |
698.50 |
-3.50 |
13,557 |
70,657 |
+1,778 |
Sep12 |
110721 |
648.25 |
652.50 |
647.25 |
652.00 |
+1.25 |
1,719 |
7,989 |
+365 |
Total Volume and Open Interest |
301,250 |
1,196,995 |
+5,939 |
Wheat(CBOT) |
Sep11 |
110721 |
697.00 |
703.00 |
671.75 |
677.25 |
-19.75 |
50,855 |
160,347 |
-3,529 |
Dec11 |
110721 |
736.00 |
741.25 |
711.75 |
716.75 |
-18.50 |
22,205 |
143,400 |
+888 |
Mar12 |
110721 |
760.75 |
774.50 |
746.25 |
751.75 |
-17.00 |
3,765 |
46,402 |
+194 |
May12 |
110721 |
788.00 |
793.25 |
765.50 |
769.25 |
-18.25 |
1,043 |
9,511 |
+61 |
Jul12 |
110721 |
800.00 |
806.00 |
776.00 |
782.25 |
-17.50 |
1,726 |
42,780 |
+165 |
Total Volume and Open Interest |
80,554 |
426,110 |
-1,957 |
Wheat(KCBT) |
Sep11 |
110721 |
790.00 |
795.00 |
764.00 |
774.25 |
-19.75 |
12,605 |
72,172 |
+1,159 |
Dec11 |
110721 |
814.25 |
818.25 |
787.50 |
798.25 |
-18.75 |
8,525 |
56,712 |
-596 |
Mar12 |
110721 |
824.00 |
830.00 |
800.25 |
810.75 |
-17.25 |
2,833 |
17,078 |
+314 |
May12 |
110721 |
834.50 |
834.50 |
809.25 |
815.75 |
-16.75 |
309 |
3,237 |
+27 |
Jul12 |
110721 |
825.50 |
837.00 |
808.00 |
818.75 |
-15.25 |
381 |
13,823 |
+11 |
Total Volume and Open Interest |
24,706 |
166,152 |
+936 |
Wheat(MGE) |
Jul11 |
110714 |
842.00 |
842.00 |
842.00 |
842.00 |
+20.75 |
268 |
369 |
-251 |
Sep11 |
110721 |
851.75 |
855.75 |
826.00 |
833.75 |
-19.00 |
2,234 |
20,216 |
-705 |
Dec11 |
110721 |
852.75 |
859.00 |
828.00 |
835.75 |
-18.50 |
1,113 |
19,816 |
-15 |
Mar12 |
110721 |
854.25 |
867.50 |
837.00 |
843.75 |
-19.50 |
578 |
6,589 |
+54 |
May12 |
110721 |
868.25 |
870.50 |
841.00 |
846.75 |
-19.50 |
114 |
2,863 |
-1 |
Total Volume and Open Interest |
4,309 |
58,137 |
-678 |
Oats(CBOT) |
Sep11 |
110721 |
354.75 |
354.75 |
349.75 |
351.50 |
-2.00 |
391 |
4,088 |
+32 |
Dec11 |
110721 |
364.75 |
366.00 |
361.00 |
363.00 |
-2.00 |
625 |
7,462 |
+142 |
Mar12 |
110721 |
374.00 |
375.00 |
372.50 |
373.00 |
-2.00 |
29 |
820 |
-2 |
May12 |
110721 |
379.75 |
381.50 |
379.50 |
379.50 |
-2.00 |
0 |
19 |
+0 |
Total Volume and Open Interest |
1,045 |
12,418 |
+172 |
Rough Rice(CBOT) |
Sep11 |
110721 |
16.74 |
17.02 |
16.69 |
16.85 |
+0.08 |
1,150 |
10,705 |
+64 |
Nov11 |
110721 |
17.09 |
17.33 |
17.01 |
17.16 |
+0.07 |
254 |
5,336 |
+5 |
Jan12 |
110721 |
17.50 |
17.58 |
17.39 |
17.45 |
+0.08 |
102 |
539 |
+0 |
Mar12 |
110721 |
17.72 |
17.86 |
17.69 |
17.75 |
+0.08 |
127 |
631 |
+8 |
Total Volume and Open Interest |
1,633 |
17,223 |
+77 |
Live Cattle(CME) |
Aug11 |
110721 |
109.650 |
110.885 |
109.200 |
110.000 |
+0.400 |
13,239 |
66,149 |
-2,643 |
Oct11 |
110721 |
115.000 |
116.385 |
114.450 |
115.400 |
+0.100 |
15,193 |
123,310 |
+1,673 |
Dec11 |
110721 |
119.000 |
120.150 |
118.535 |
118.750 |
-0.250 |
10,465 |
82,226 |
-572 |
Feb12 |
110721 |
122.350 |
123.385 |
121.850 |
122.000 |
-0.550 |
5,094 |
28,555 |
+139 |
Apr12 |
110721 |
123.700 |
124.900 |
123.430 |
123.600 |
-0.400 |
1,763 |
16,259 |
+120 |
Jun12 |
110721 |
120.285 |
121.700 |
120.150 |
120.750 |
-0.050 |
266 |
6,041 |
+89 |
Total Volume and Open Interest |
46,107 |
323,410 |
-1,146 |
Feeder Cattle(CME) |
Aug11 |
110721 |
135.285 |
136.450 |
134.550 |
135.200 |
+0.265 |
2,928 |
14,941 |
-209 |
Sep11 |
110721 |
135.850 |
137.350 |
135.550 |
135.800 |
+0.170 |
819 |
10,380 |
-82 |
Oct11 |
110721 |
136.850 |
138.325 |
136.500 |
137.000 |
+0.120 |
1,346 |
8,404 |
+109 |
Nov11 |
110721 |
137.500 |
139.000 |
137.400 |
137.575 |
-0.075 |
505 |
4,268 |
+6 |
Jan12 |
110721 |
136.950 |
138.130 |
136.900 |
136.900 |
+0.250 |
71 |
1,843 |
+1 |
Mar12 |
110721 |
136.000 |
137.700 |
136.000 |
136.985 |
+0.200 |
35 |
399 |
+17 |
Apr12 |
110721 |
137.450 |
137.800 |
137.050 |
137.500 |
+0.500 |
8 |
141 |
+1 |
Total Volume and Open Interest |
5,716 |
40,476 |
-157 |
Lean Hogs(CME) |
Aug11 |
110721 |
98.000 |
98.850 |
97.680 |
98.100 |
+0.250 |
12,229 |
30,060 |
-2,531 |
Oct11 |
110721 |
90.580 |
91.200 |
90.050 |
90.650 |
+0.250 |
11,277 |
86,564 |
+770 |
Dec11 |
110721 |
87.285 |
87.950 |
86.980 |
87.385 |
unch |
7,680 |
63,806 |
+1,285 |
Feb12 |
110721 |
89.800 |
90.050 |
89.250 |
89.680 |
-0.250 |
3,517 |
30,078 |
+1,570 |
Apr12 |
110721 |
91.035 |
91.400 |
90.500 |
90.950 |
-0.500 |
835 |
17,978 |
+220 |
May12 |
110721 |
94.750 |
95.050 |
93.800 |
95.000 |
unch |
7 |
741 |
+6 |
Jun12 |
110721 |
96.800 |
97.100 |
96.350 |
96.900 |
-0.400 |
348 |
9,594 |
+228 |
Jul12 |
110721 |
96.050 |
96.150 |
95.550 |
95.800 |
-0.300 |
94 |
2,801 |
+53 |
Total Volume and Open Interest |
36,033 |
244,000 |
+1,631 |
Class III Milk(CME) |
Jul11 |
110714 |
21.00 |
21.05 |
20.97 |
21.03 |
+0.52 |
339 |
6,118 |
+27 |
Aug11 |
110721 |
20.90 |
21.18 |
20.80 |
21.10 |
+0.24 |
667 |
6,413 |
+107 |
Sep11 |
110721 |
19.92 |
20.15 |
19.88 |
20.09 |
+0.11 |
424 |
5,812 |
+78 |
Oct11 |
110721 |
19.15 |
19.31 |
19.12 |
19.29 |
+0.11 |
259 |
4,703 |
+105 |
Nov11 |
110721 |
18.32 |
18.56 |
18.32 |
18.53 |
+0.16 |
98 |
3,878 |
+9 |
Total Volume and Open Interest |
2,049 |
37,413 |
+1,062 |
Cocoa(ICE) |
Sep11 |
110721 |
3167 |
3200 |
3143 |
3172 |
-11 |
7,966 |
66,663 |
-323 |
Dec11 |
110721 |
3185 |
3220 |
3167 |
3194 |
-13 |
3,221 |
41,838 |
+494 |
Mar12 |
110721 |
3215 |
3256 |
3215 |
3239 |
-10 |
982 |
34,005 |
-410 |
May12 |
110721 |
3230 |
3263 |
3230 |
3240 |
-11 |
54 |
11,159 |
+22 |
Jul12 |
110721 |
3221 |
3244 |
3221 |
3244 |
-11 |
31 |
4,380 |
-6 |
Sep12 |
110721 |
3225 |
3247 |
3225 |
3247 |
-10 |
18 |
7,037 |
+7 |
Dec12 |
110721 |
3226 |
3248 |
3226 |
3248 |
-10 |
0 |
3,872 |
+0 |
Total Volume and Open Interest |
12,272 |
172,311 |
-216 |
Coffee "C"(ICE) |
Sep11 |
110721 |
244.50 |
247.90 |
239.50 |
240.80 |
-2.60 |
12,261 |
53,255 |
-510 |
Dec11 |
110721 |
248.60 |
251.85 |
243.60 |
244.90 |
-2.50 |
3,199 |
36,235 |
+379 |
Mar12 |
110721 |
253.70 |
253.85 |
246.75 |
247.65 |
-2.45 |
860 |
9,665 |
-15 |
May12 |
110721 |
253.50 |
254.70 |
248.30 |
249.30 |
-2.35 |
270 |
4,503 |
+136 |
Jul12 |
110721 |
250.65 |
250.80 |
248.30 |
249.25 |
-2.30 |
137 |
1,857 |
+53 |
Sep12 |
110721 |
250.30 |
250.50 |
248.00 |
248.85 |
-2.30 |
71 |
1,624 |
+41 |
Total Volume and Open Interest |
16,820 |
108,596 |
+103 |
Orange Juice(ICE) |
Sep11 |
110721 |
201.00 |
201.15 |
196.60 |
197.40 |
-2.60 |
885 |
26,282 |
+119 |
Nov11 |
110721 |
187.15 |
187.95 |
184.55 |
185.35 |
-2.05 |
379 |
6,643 |
+180 |
Jan12 |
110721 |
179.20 |
179.50 |
177.75 |
177.95 |
-1.50 |
19 |
1,435 |
+92 |
Mar12 |
110721 |
176.00 |
176.00 |
175.65 |
176.00 |
-1.10 |
6 |
304 |
+3 |
May12 |
110721 |
174.00 |
174.35 |
173.65 |
174.35 |
-1.10 |
16 |
222 |
+15 |
Jul12 |
110721 |
174.00 |
174.75 |
174.00 |
174.75 |
-1.10 |
14 |
127 |
+14 |
Total Volume and Open Interest |
1,319 |
35,024 |
+423 |
Sugar #11(ICE) |
Oct11 |
110721 |
28.95 |
30.40 |
28.82 |
29.85 |
+0.93 |
42,040 |
304,590 |
-2,856 |
Mar12 |
110721 |
27.95 |
29.07 |
27.95 |
28.72 |
+0.68 |
17,274 |
148,183 |
-11 |
May12 |
110721 |
26.75 |
27.50 |
26.75 |
27.29 |
+0.49 |
7,650 |
47,058 |
+134 |
Jul12 |
110721 |
25.84 |
26.31 |
25.83 |
26.22 |
+0.35 |
5,295 |
65,816 |
+1,365 |
Oct12 |
110721 |
25.15 |
25.39 |
24.99 |
25.36 |
+0.23 |
1,781 |
27,659 |
+390 |
Total Volume and Open Interest |
75,540 |
631,872 |
-885 |
London Cocoa(LCE) |
Sep11 |
110721 |
1970 |
1986 |
1960 |
1970 |
-20 |
3,996 |
74,963 |
-176 |
Dec11 |
110721 |
1998 |
2015 |
1990 |
1999 |
-18 |
4,296 |
43,868 |
+1,718 |
Mar12 |
110721 |
2015 |
2033 |
2008 |
2017 |
-18 |
737 |
37,505 |
+21 |
May12 |
110721 |
2025 |
2037 |
2015 |
2025 |
-16 |
82 |
13,316 |
+1 |
Jul12 |
110721 |
2035 |
2045 |
2030 |
2033 |
-16 |
36 |
4,627 |
+3 |
Sep12 |
110721 |
2041 |
2042 |
2040 |
2040 |
-18 |
0 |
4,366 |
+0 |
Dec12 |
110721 |
2035 |
2035 |
2035 |
2035 |
-28 |
0 |
7,349 |
+0 |
Total Volume and Open Interest |
9,147 |
186,861 |
+1,567 |
London Sugar(LCE) |
Oct11 |
110721 |
756.70 |
791.00 |
756.70 |
781.30 |
+25.50 |
1,676 |
26,135 |
+93 |
Dec11 |
110721 |
719.30 |
743.60 |
719.30 |
737.70 |
+21.90 |
742 |
6,002 |
-114 |
Mar12 |
110721 |
708.50 |
731.60 |
708.50 |
726.30 |
+20.80 |
548 |
8,935 |
+40 |
May12 |
110721 |
685.40 |
702.80 |
685.40 |
697.00 |
+16.00 |
141 |
3,231 |
+109 |
Aug12 |
110721 |
667.00 |
674.70 |
665.50 |
673.00 |
+10.00 |
12 |
1,630 |
+1 |
Total Volume and Open Interest |
3,169 |
47,308 |
+179 |
Cotton(ICE) |
Oct11 |
110721 |
100.40 |
100.45 |
97.30 |
99.33 |
-1.96 |
63 |
535 |
+2 |
Dec11 |
110721 |
100.75 |
101.50 |
96.75 |
98.63 |
-2.12 |
6,856 |
96,003 |
-443 |
Mar12 |
110721 |
98.21 |
98.32 |
94.70 |
96.64 |
-1.78 |
1,814 |
23,064 |
+469 |
May12 |
110721 |
96.50 |
96.81 |
94.78 |
96.59 |
-0.57 |
655 |
5,550 |
+137 |
Jul12 |
110721 |
96.50 |
96.94 |
94.81 |
96.14 |
-0.82 |
765 |
6,723 |
-116 |
Oct12 |
110721 |
95.41 |
95.41 |
95.41 |
95.41 |
-1.05 |
0 |
3 |
+0 |
Total Volume and Open Interest |
10,362 |
135,510 |
+21 |
Lumber(CME) |
Sep11 |
110721 |
262.3 |
266.0 |
262.3 |
266.0 |
+5.1 |
311 |
5,891 |
+26 |
Nov11 |
110721 |
276.7 |
278.5 |
275.2 |
276.4 |
+2.4 |
119 |
2,169 |
+4 |
Jan12 |
110721 |
296.7 |
297.0 |
293.4 |
297.0 |
unch |
40 |
742 |
+19 |
Mar12 |
110721 |
305.4 |
305.4 |
305.4 |
305.4 |
+1.4 |
8 |
89 |
+7 |
Total Volume and Open Interest |
478 |
8,892 |
+56 |
Crude Oil(NYM) |
Sep11 |
110721 |
98.36 |
100.16 |
97.20 |
99.13 |
+0.73 |
294,707 |
377,405 |
+14,978 |
Oct11 |
110721 |
98.75 |
100.52 |
97.59 |
99.46 |
+0.68 |
42,131 |
86,533 |
+1,596 |
Nov11 |
110721 |
99.40 |
100.89 |
98.03 |
99.85 |
+0.63 |
21,840 |
69,432 |
+1,281 |
Dec11 |
110721 |
99.90 |
101.30 |
98.50 |
100.25 |
+0.59 |
39,992 |
201,652 |
-3,371 |
Jan12 |
110721 |
99.97 |
101.62 |
99.05 |
100.63 |
+0.54 |
6,132 |
50,676 |
-526 |
Feb12 |
110721 |
100.55 |
101.95 |
99.36 |
101.00 |
+0.49 |
3,777 |
26,093 |
+308 |
Mar12 |
110721 |
100.95 |
102.35 |
100.16 |
101.34 |
+0.45 |
5,209 |
34,208 |
+139 |
Apr12 |
110721 |
100.78 |
102.61 |
100.71 |
101.67 |
+0.41 |
4,126 |
22,524 |
+152 |
May12 |
110721 |
101.39 |
103.00 |
100.80 |
101.99 |
+0.37 |
3,487 |
18,373 |
+372 |
Jun12 |
110721 |
102.06 |
103.41 |
101.15 |
102.30 |
+0.34 |
12,802 |
76,356 |
-747 |
Jul12 |
110721 |
102.48 |
103.50 |
102.47 |
102.58 |
+0.32 |
1,953 |
31,132 |
-62 |
Aug12 |
110721 |
102.80 |
102.80 |
102.80 |
102.80 |
+0.32 |
1,062 |
15,607 |
+205 |
Sep12 |
110721 |
103.30 |
103.67 |
103.01 |
103.01 |
+0.31 |
2,965 |
18,513 |
+1,980 |
Oct12 |
110721 |
103.21 |
103.21 |
103.21 |
103.21 |
+0.29 |
2,320 |
10,822 |
+641 |
Nov12 |
110721 |
103.90 |
103.90 |
103.44 |
103.44 |
+0.27 |
388 |
21,392 |
-38 |
Dec12 |
110721 |
103.75 |
104.81 |
102.71 |
103.69 |
+0.25 |
22,077 |
152,418 |
-2,543 |
Total Volume and Open Interest |
617,053 |
1,493,882 |
-20,929 |
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 |
110721 |
98.975 |
100.450 |
98.100 |
99.450 |
+0.675 |
257 |
383 |
+21 |
Nov11 |
110721 |
99.225 |
100.800 |
98.350 |
99.850 |
+0.625 |
61 |
178 |
-4 |
Dec11 |
110721 |
100.000 |
100.250 |
100.000 |
100.250 |
+0.600 |
16 |
278 |
-9 |
Jan12 |
110721 |
101.400 |
101.400 |
100.625 |
100.625 |
+0.525 |
2 |
8 |
+2 |
Feb12 |
110721 |
101.000 |
101.000 |
101.000 |
101.000 |
+0.500 |
0 |
3 |
+0 |
Mar12 |
110721 |
101.350 |
101.350 |
101.350 |
101.350 |
+0.450 |
0 |
11 |
+0 |
Apr12 |
110721 |
101.675 |
101.675 |
101.675 |
101.675 |
+0.425 |
0 |
1 |
+0 |
Total Volume and Open Interest |
8,599 |
4,167 |
-3,121 |
Heating Oil(NYM) |
Aug11 |
110721 |
311.35 |
314.33 |
308.52 |
309.92 |
-1.92 |
30,228 |
53,544 |
-1,777 |
Sep11 |
110721 |
312.67 |
315.77 |
309.71 |
311.29 |
-1.91 |
22,797 |
73,801 |
+1,994 |
Oct11 |
110721 |
314.09 |
317.07 |
311.83 |
312.73 |
-1.88 |
7,530 |
36,181 |
+1,010 |
Nov11 |
110721 |
314.95 |
318.65 |
313.23 |
314.37 |
-1.91 |
2,797 |
25,783 |
-4 |
Dec11 |
110721 |
318.30 |
320.37 |
314.42 |
316.00 |
-1.91 |
8,472 |
36,406 |
+961 |
Jan12 |
110721 |
319.13 |
321.85 |
317.52 |
317.53 |
-1.90 |
2,637 |
24,316 |
-533 |
Feb12 |
110721 |
319.42 |
321.90 |
317.69 |
317.69 |
-1.87 |
693 |
10,715 |
+164 |
Mar12 |
110721 |
320.35 |
320.35 |
316.69 |
316.69 |
-1.85 |
823 |
7,548 |
+0 |
Apr12 |
110721 |
316.59 |
316.59 |
314.60 |
314.60 |
-1.80 |
307 |
3,882 |
+7 |
May12 |
110721 |
315.63 |
315.63 |
312.66 |
312.66 |
-1.75 |
722 |
3,006 |
+29 |
Jun12 |
110721 |
313.90 |
315.69 |
311.82 |
311.82 |
-1.69 |
1,522 |
21,708 |
-148 |
Jul12 |
110721 |
315.00 |
315.36 |
312.37 |
312.37 |
-1.62 |
117 |
1,980 |
+4 |
Total Volume and Open Interest |
79,251 |
310,508 |
+1,793 |
Gasoline(NYMEX) |
Aug11 |
110721 |
314.56 |
315.72 |
308.95 |
309.95 |
-4.75 |
39,199 |
45,232 |
-3,113 |
Sep11 |
110721 |
309.23 |
310.69 |
304.73 |
305.67 |
-3.79 |
33,723 |
74,724 |
+5,842 |
Oct11 |
110721 |
295.88 |
297.40 |
291.42 |
292.85 |
-2.77 |
14,336 |
31,709 |
+1,568 |
Nov11 |
110721 |
292.30 |
293.81 |
288.59 |
289.59 |
-2.35 |
5,943 |
16,083 |
+310 |
Dec11 |
110721 |
290.16 |
292.17 |
286.43 |
288.01 |
-2.15 |
6,208 |
29,638 |
+793 |
Jan12 |
110721 |
289.80 |
292.00 |
287.43 |
288.32 |
-2.00 |
2,111 |
10,188 |
+833 |
Feb12 |
110721 |
287.88 |
292.87 |
287.75 |
289.66 |
-1.92 |
760 |
5,442 |
+45 |
Mar12 |
110721 |
294.38 |
294.38 |
291.43 |
291.43 |
-1.86 |
616 |
7,661 |
+264 |
Apr12 |
110721 |
302.55 |
302.55 |
302.55 |
302.55 |
-1.74 |
409 |
5,077 |
+313 |
May12 |
110721 |
302.58 |
302.58 |
302.58 |
302.58 |
-1.71 |
181 |
1,775 |
-67 |
Total Volume and Open Interest |
106,161 |
247,299 |
+7,747 |
e-miNY RBOB Gasoline(NYM) |
Aug11 |
110721 |
310.00 |
310.00 |
309.95 |
310.00 |
-4.70 |
0 |
3 |
+0 |
Sep11 |
110721 |
305.70 |
305.70 |
305.67 |
305.70 |
-3.80 |
|
|
|
Oct11 |
110721 |
292.90 |
292.90 |
292.85 |
292.90 |
-2.70 |
0 |
1 |
+0 |
Nov11 |
110721 |
289.60 |
289.60 |
289.59 |
289.60 |
-2.30 |
|
|
|
Total Volume and Open Interest |
0 |
6 |
+0 |
Natural Gas(NYM) |
Aug11 |
110721 |
4.499 |
4.594 |
4.373 |
4.395 |
-0.105 |
89,349 |
74,048 |
-14,485 |
Sep11 |
110721 |
4.469 |
4.562 |
4.342 |
4.362 |
-0.107 |
52,922 |
223,001 |
-5,071 |
Oct11 |
110721 |
4.486 |
4.572 |
4.358 |
4.377 |
-0.106 |
34,035 |
142,205 |
+961 |
Nov11 |
110721 |
4.599 |
4.663 |
4.466 |
4.483 |
-0.102 |
13,922 |
99,346 |
+2,027 |
Dec11 |
110721 |
4.771 |
4.827 |
4.647 |
4.663 |
-0.096 |
9,513 |
48,607 |
+1,453 |
Jan12 |
110721 |
4.842 |
4.934 |
4.748 |
4.766 |
-0.090 |
10,161 |
109,777 |
+440 |
Feb12 |
110721 |
4.875 |
4.920 |
4.750 |
4.765 |
-0.089 |
1,375 |
25,034 |
+217 |
Mar12 |
110721 |
4.825 |
4.843 |
4.711 |
4.725 |
-0.083 |
2,663 |
47,150 |
-156 |
Apr12 |
110721 |
4.704 |
4.753 |
4.634 |
4.648 |
-0.072 |
3,236 |
48,991 |
+316 |
May12 |
110721 |
4.760 |
4.760 |
4.657 |
4.667 |
-0.069 |
246 |
10,080 |
+37 |
Jun12 |
110721 |
4.774 |
4.786 |
4.690 |
4.695 |
-0.067 |
459 |
11,338 |
+221 |
Jul12 |
110721 |
4.828 |
4.832 |
4.729 |
4.733 |
-0.067 |
397 |
9,124 |
-133 |
Aug12 |
110721 |
4.845 |
4.845 |
4.751 |
4.763 |
-0.065 |
261 |
8,846 |
+109 |
Sep12 |
110721 |
4.852 |
4.852 |
4.755 |
4.771 |
-0.065 |
55 |
6,943 |
+7 |
Oct12 |
110721 |
4.879 |
4.909 |
4.801 |
4.813 |
-0.065 |
600 |
33,242 |
-53 |
Nov12 |
110721 |
4.984 |
4.984 |
4.952 |
4.953 |
-0.058 |
129 |
5,073 |
-13 |
Total Volume and Open Interest |
219,866 |
980,563 |
-14,066 |
Brent Crude Oil(ICE) |
Sep11 |
110721 |
118.35 |
119.25 |
116.62 |
117.51 |
-0.64 |
192,532 |
195,691 |
-2,378 |
Oct11 |
110721 |
118.22 |
119.15 |
116.61 |
117.44 |
-0.63 |
105,143 |
135,701 |
+1,954 |
Nov11 |
110721 |
118.30 |
119.22 |
116.75 |
117.54 |
-0.63 |
44,822 |
49,813 |
+5,742 |
Dec11 |
110721 |
118.15 |
119.26 |
116.80 |
117.60 |
-0.62 |
51,678 |
95,435 |
-1,980 |
Jan12 |
110721 |
118.33 |
119.07 |
116.99 |
117.59 |
-0.62 |
6,456 |
23,948 |
+499 |
Feb12 |
110721 |
118.25 |
119.12 |
117.10 |
117.52 |
-0.62 |
3,508 |
17,502 |
-89 |
Mar12 |
110721 |
118.16 |
119.00 |
116.66 |
117.43 |
-0.61 |
2,933 |
34,402 |
+332 |
Apr12 |
110721 |
117.56 |
118.83 |
116.60 |
117.34 |
-0.61 |
1,052 |
13,936 |
+70 |
May12 |
110721 |
117.48 |
118.84 |
116.52 |
117.24 |
-0.61 |
986 |
8,016 |
-58 |
Jun12 |
110721 |
117.79 |
118.75 |
116.43 |
117.13 |
-0.60 |
7,442 |
40,261 |
+128 |
Jul12 |
110721 |
117.60 |
117.60 |
117.03 |
117.03 |
-0.60 |
570 |
8,607 |
+22 |
Aug12 |
110721 |
116.87 |
116.87 |
116.87 |
116.87 |
-0.60 |
396 |
6,147 |
-66 |
Sep12 |
110721 |
116.68 |
116.68 |
116.68 |
116.68 |
-0.60 |
352 |
7,615 |
-55 |
Oct12 |
110721 |
116.48 |
116.48 |
116.48 |
116.48 |
-0.60 |
357 |
3,532 |
-92 |
Total Volume and Open Interest |
432,534 |
790,601 |
+6,455 |
Gas Oil(ICE) |
Aug11 |
110721 |
979.00 |
986.25 |
967.50 |
983.25 |
+5.50 |
79,166 |
113,058 |
-10,635 |
Sep11 |
110721 |
983.00 |
989.25 |
970.25 |
986.00 |
+5.00 |
81,893 |
129,972 |
-108 |
Oct11 |
110721 |
984.75 |
991.75 |
973.25 |
988.75 |
+5.00 |
34,557 |
56,662 |
+2,468 |
Nov11 |
110721 |
986.75 |
993.25 |
978.00 |
990.25 |
+4.75 |
8,694 |
32,941 |
+1,392 |
Dec11 |
110721 |
988.50 |
995.00 |
978.00 |
992.00 |
+4.75 |
24,009 |
58,129 |
+1,555 |
Jan12 |
110721 |
990.50 |
997.00 |
981.00 |
994.25 |
+5.00 |
4,442 |
35,695 |
+1,145 |
Feb12 |
110721 |
991.00 |
996.25 |
986.75 |
994.75 |
+5.00 |
1,613 |
11,583 |
+153 |
Mar12 |
110721 |
991.25 |
996.25 |
982.50 |
995.00 |
+5.00 |
1,433 |
12,926 |
+412 |
Apr12 |
110721 |
991.00 |
994.50 |
989.75 |
994.50 |
+5.00 |
815 |
8,485 |
-109 |
May12 |
110721 |
981.00 |
994.00 |
981.00 |
994.00 |
+5.00 |
1,437 |
7,533 |
+133 |
Total Volume and Open Interest |
244,655 |
567,800 |
-5,251 |
Ethanol(CBOT) |
Jul11 |
110706 |
2.758 |
2.795 |
2.758 |
2.761 |
+0.027 |
42 |
209 |
-19 |
Aug11 |
110721 |
2.883 |
2.897 |
2.865 |
2.895 |
+0.003 |
166 |
804 |
-80 |
Sep11 |
110721 |
2.743 |
2.750 |
2.720 |
2.746 |
unch |
228 |
1,734 |
-31 |
Oct11 |
110721 |
2.628 |
2.630 |
2.602 |
2.627 |
-0.005 |
75 |
1,204 |
+20 |
Nov11 |
110721 |
2.550 |
2.555 |
2.545 |
2.546 |
-0.014 |
51 |
1,039 |
+17 |
Dec11 |
110721 |
2.522 |
2.525 |
2.510 |
2.516 |
-0.017 |
96 |
1,238 |
+18 |
Jan12 |
110721 |
2.497 |
2.497 |
2.489 |
2.493 |
-0.012 |
258 |
746 |
+200 |
Feb12 |
110721 |
2.500 |
2.500 |
2.488 |
2.496 |
-0.009 |
33 |
317 |
+9 |
Total Volume and Open Interest |
1,113 |
8,855 |
+206 |
WTI Crude Oil(ICE |
Sep11 |
110721 |
98.49 |
100.17 |
97.20 |
99.13 |
+0.73 |
72,236 |
81,974 |
+1,454 |
Oct11 |
110721 |
99.06 |
100.49 |
97.60 |
99.46 |
+0.68 |
18,524 |
36,146 |
-2,263 |
Nov11 |
110721 |
99.52 |
100.88 |
98.04 |
99.85 |
+0.63 |
10,800 |
23,521 |
-1,543 |
Dec11 |
110721 |
99.55 |
101.29 |
98.49 |
100.25 |
+0.59 |
16,118 |
88,680 |
-591 |
Jan12 |
110721 |
100.21 |
101.65 |
98.97 |
100.63 |
+0.54 |
3,181 |
17,071 |
+400 |
Feb12 |
110721 |
100.80 |
101.82 |
99.48 |
101.00 |
+0.49 |
1,456 |
5,488 |
-76 |
Mar12 |
110721 |
100.03 |
102.05 |
100.02 |
101.34 |
+0.45 |
2,762 |
14,232 |
+398 |
Apr12 |
110721 |
100.40 |
102.31 |
100.40 |
101.67 |
+0.41 |
1,523 |
4,752 |
+83 |
May12 |
110721 |
101.78 |
102.88 |
101.36 |
101.99 |
+0.37 |
1,331 |
4,210 |
+514 |
Jun12 |
110721 |
102.08 |
103.38 |
100.86 |
102.30 |
+0.34 |
4,466 |
27,979 |
+453 |
Jul12 |
110721 |
102.58 |
102.58 |
102.58 |
102.58 |
+0.32 |
96 |
4,289 |
-28 |
Aug12 |
110721 |
102.80 |
102.80 |
102.80 |
102.80 |
+0.32 |
34 |
1,219 |
-1 |
Sep12 |
110721 |
103.01 |
103.01 |
103.01 |
103.01 |
+0.31 |
124 |
5,034 |
+5 |
Oct12 |
110721 |
103.21 |
103.21 |
103.21 |
103.21 |
+0.29 |
15 |
1,038 |
+0 |
Nov12 |
110721 |
103.44 |
103.44 |
103.44 |
103.44 |
+0.27 |
0 |
2,538 |
+0 |
Dec12 |
110721 |
103.33 |
104.80 |
102.36 |
103.69 |
+0.25 |
3,578 |
49,310 |
-187 |
Total Volume and Open Interest |
137,739 |
438,690 |
-25,439 |
US Dollar Index(ICE) |
Sep11 |
110721 |
74.970 |
75.370 |
74.125 |
74.230 |
-0.865 |
26,066 |
45,939 |
+136 |
Dec11 |
110721 |
75.400 |
75.520 |
74.680 |
74.680 |
-0.880 |
26 |
665 |
-1 |
Mar12 |
110721 |
75.150 |
75.150 |
75.150 |
75.150 |
-0.905 |
0 |
1 |
+0 |
Total Volume and Open Interest |
26,092 |
46,605 |
+135 |
Australian Dollar(CME) |
Sep11 |
110721 |
106.65 |
107.77 |
106.15 |
107.63 |
+1.03 |
116,843 |
128,264 |
+4,861 |
Dec11 |
110721 |
105.60 |
106.48 |
105.20 |
106.44 |
+1.00 |
136 |
443 |
-7 |
Mar12 |
110721 |
105.32 |
105.32 |
104.34 |
105.32 |
+0.98 |
0 |
2 |
+0 |
Total Volume and Open Interest |
116,979 |
128,712 |
+4,854 |
British Pound(CME) |
Sep11 |
110721 |
161.43 |
163.23 |
161.11 |
163.04 |
+1.54 |
107,391 |
98,035 |
-3,257 |
Dec11 |
110721 |
161.43 |
162.86 |
161.30 |
162.86 |
+1.52 |
45 |
248 |
+2 |
Mar12 |
110721 |
162.69 |
162.69 |
161.18 |
162.69 |
+1.51 |
0 |
2 |
+0 |
Total Volume and Open Interest |
107,436 |
98,291 |
-3,255 |
Canadian Dollar(CME) |
Sep11 |
110721 |
105.38 |
105.98 |
105.18 |
105.76 |
+0.36 |
89,559 |
119,802 |
+8,376 |
Dec11 |
110721 |
105.28 |
105.70 |
105.15 |
105.51 |
+0.36 |
211 |
3,873 |
+12 |
Mar12 |
110721 |
105.18 |
105.28 |
104.92 |
105.23 |
+0.31 |
73 |
625 |
+14 |
Jun12 |
110721 |
104.95 |
104.95 |
104.67 |
104.95 |
+0.28 |
3 |
276 |
+0 |
Total Volume and Open Interest |
89,848 |
124,719 |
+8,404 |
Japanese Yen(CME) |
Sep11 |
110721 |
126.90 |
127.80 |
126.57 |
127.50 |
+0.50 |
100,662 |
128,946 |
+62 |
Dec11 |
110721 |
126.98 |
127.74 |
126.82 |
127.59 |
+0.48 |
50 |
644 |
+6 |
Mar12 |
110721 |
127.76 |
127.76 |
127.29 |
127.76 |
+0.47 |
0 |
46 |
+0 |
Total Volume and Open Interest |
100,712 |
129,653 |
+68 |
Swiss Franc(CME) |
Sep11 |
110721 |
122.04 |
122.94 |
121.44 |
122.56 |
+0.42 |
46,208 |
51,914 |
+1,729 |
Dec11 |
110721 |
121.70 |
122.94 |
121.70 |
122.67 |
+0.40 |
43 |
211 |
+19 |
Mar12 |
110721 |
122.80 |
122.80 |
122.42 |
122.80 |
+0.38 |
2 |
5 |
+0 |
Total Volume and Open Interest |
46,253 |
52,133 |
+1,748 |
EuroFX(CME) |
Sep11 |
110721 |
141.96 |
144.13 |
141.14 |
143.90 |
+1.89 |
372,547 |
178,067 |
-5,598 |
Dec11 |
110721 |
141.71 |
143.73 |
140.80 |
143.52 |
+1.87 |
190 |
1,045 |
+17 |
Mar12 |
110721 |
141.64 |
143.15 |
141.25 |
143.15 |
+1.82 |
1 |
365 |
+1 |
Total Volume and Open Interest |
372,738 |
180,314 |
-5,580 |
Mexican Peso(CME) |
Aug11 |
110721 |
861.5 |
861.5 |
857.0 |
861.5 |
+4.5 |
|
|
|
Sep11 |
110721 |
853.0 |
858.0 |
851.5 |
857.2 |
+4.5 |
29,933 |
134,928 |
-1,483 |
Total Volume and Open Interest |
30,029 |
135,263 |
-1,388 |
30-Year T-Bonds(CBOT) |
Sep11 |
110721 |
126~000 |
126~010 |
124~230 |
125~030 |
-0~250 |
371,694 |
643,844 |
-776 |
Dec11 |
110721 |
123~160 |
124~130 |
123~120 |
123~190 |
-0~260 |
193 |
1,550 |
+59 |
Mar12 |
110721 |
122~050 |
122~310 |
122~050 |
122~050 |
-0~260 |
3 |
2 |
+2 |
Total Volume and Open Interest |
371,890 |
645,396 |
-715 |
10-Year T-Notes(CBOT) |
Sep11 |
110721 |
124~195 |
124~235 |
123~220 |
124~000 |
-0~190 |
1,105,143 |
1,898,895 |
+31,596 |
Dec11 |
110721 |
123~010 |
123~080 |
122~130 |
122~180 |
-0~195 |
443 |
16,768 |
+245 |
Mar12 |
110721 |
121~180 |
122~055 |
121~180 |
121~180 |
-0~195 |
|
|
|
Total Volume and Open Interest |
1,105,586 |
1,915,663 |
+31,841 |
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 |
110721 |
119~008 |
119~052 |
119~008 |
119~008 |
-0~044 |
21 |
18 |
+14 |
Mar12 |
110721 |
118~032 |
118~076 |
118~032 |
118~032 |
-0~044 |
|
|
|
Total Volume and Open Interest |
604,682 |
1,564,850 |
+6,247 |
2 Year T-Notes(CBOT) |
Sep11 |
110721 |
109~110 |
109~114 |
109~103 |
109~105 |
-0~008 |
202,579 |
1,021,713 |
+660 |
Dec11 |
110721 |
109~076 |
109~086 |
109~076 |
109~076 |
-0~010 |
1,118 |
1,092 |
+1,051 |
Mar12 |
110721 |
109~014 |
109~024 |
109~014 |
109~014 |
-0~010 |
|
|
|
Total Volume and Open Interest |
203,697 |
1,022,805 |
+1,711 |
Eurodollars(CME) |
Sep11 |
110721 |
99.625 |
99.650 |
99.615 |
99.640 |
+0.020 |
206,296 |
1,180,848 |
-9,803 |
Dec11 |
110721 |
99.515 |
99.555 |
99.505 |
99.540 |
+0.025 |
209,065 |
1,181,910 |
-3,371 |
Mar12 |
110721 |
99.455 |
99.495 |
99.450 |
99.480 |
+0.020 |
267,276 |
1,458,330 |
-37,993 |
Jun12 |
110721 |
99.385 |
99.425 |
99.380 |
99.400 |
+0.005 |
211,527 |
1,351,005 |
+41 |
Sep12 |
110721 |
99.280 |
99.310 |
99.270 |
99.275 |
-0.020 |
238,163 |
1,047,477 |
+509 |
Dec12 |
110721 |
99.125 |
99.145 |
99.095 |
99.110 |
-0.035 |
259,336 |
715,588 |
+967 |
Mar13 |
110721 |
98.960 |
98.985 |
98.920 |
98.945 |
-0.040 |
227,656 |
691,275 |
+21,835 |
Jun13 |
110721 |
98.760 |
98.790 |
98.710 |
98.740 |
-0.040 |
216,724 |
422,704 |
+23,639 |
Sep13 |
110721 |
98.530 |
98.555 |
98.470 |
98.505 |
-0.040 |
172,239 |
449,524 |
+14,332 |
Dec13 |
110721 |
98.285 |
98.300 |
98.205 |
98.240 |
-0.045 |
109,698 |
321,663 |
-1,876 |
Mar14 |
110721 |
98.005 |
98.050 |
97.945 |
97.985 |
-0.045 |
68,022 |
264,059 |
+6,434 |
Jun14 |
110721 |
97.775 |
97.795 |
97.680 |
97.720 |
-0.050 |
71,298 |
200,531 |
+4,740 |
Sep14 |
110721 |
97.505 |
97.545 |
97.420 |
97.460 |
-0.060 |
52,841 |
104,413 |
+957 |
Dec14 |
110721 |
97.240 |
97.285 |
97.155 |
97.195 |
-0.065 |
56,454 |
100,115 |
-14,258 |
Mar15 |
110721 |
97.005 |
97.060 |
96.915 |
96.960 |
-0.075 |
27,084 |
100,460 |
+508 |
Jun15 |
110721 |
5.025 |
5.080 |
4.935 |
4.975 |
-0.080 |
23,448 |
73,785 |
+1,035 |
Sep15 |
110721 |
4.815 |
4.860 |
4.710 |
4.750 |
-0.085 |
20,185 |
59,033 |
+2,238 |
Dec15 |
110721 |
4.580 |
4.640 |
4.495 |
4.535 |
-0.090 |
16,540 |
49,863 |
-1,150 |
Total Volume and Open Interest |
|
|
|
30 Day Federal Funds(CBOT) |
Jul11 |
110721 |
99.930 |
99.933 |
99.930 |
99.930 |
unch |
2,236 |
68,287 |
+813 |
Aug11 |
110721 |
99.910 |
99.910 |
99.905 |
99.910 |
unch |
5,657 |
61,369 |
+2,382 |
Sep11 |
110721 |
99.890 |
99.895 |
99.885 |
99.890 |
unch |
10,689 |
60,855 |
+4,681 |
Oct11 |
110721 |
99.870 |
99.880 |
99.870 |
99.875 |
unch |
3,985 |
49,545 |
-135 |
Nov11 |
110721 |
99.860 |
99.870 |
99.855 |
99.865 |
unch |
5,035 |
47,619 |
+14 |
Dec11 |
110721 |
99.855 |
99.860 |
99.845 |
99.850 |
-0.005 |
9,670 |
56,931 |
+1,396 |
Total Volume and Open Interest |
105,092 |
823,635 |
+16,761 |
30 Day Fed Funds(e-CBOT) |
3-Mth Euro-Yen(CME) |
Sep11 |
110721 |
99.662 |
99.662 |
99.662 |
99.662 |
unch |
0 |
51 |
+0 |
Dec11 |
110721 |
99.660 |
99.660 |
99.660 |
99.660 |
unch |
0 |
75 |
+0 |
Mar12 |
110721 |
99.655 |
99.655 |
99.655 |
99.655 |
unch |
|
|
|
Jun12 |
110721 |
99.650 |
99.650 |
99.650 |
99.650 |
unch |
|
|
|
Sep12 |
110721 |
99.585 |
99.585 |
99.585 |
99.585 |
unch |
|
|
|
Dec12 |
110721 |
99.635 |
99.635 |
99.635 |
99.635 |
unch |
|
|
|
Mar13 |
110721 |
99.635 |
99.635 |
99.635 |
99.635 |
unch |
|
|
|
Jun13 |
110721 |
99.590 |
99.590 |
99.590 |
99.590 |
unch |
|
|
|
Sep13 |
110721 |
99.450 |
99.450 |
99.450 |
99.450 |
unch |
|
|
|
Dec13 |
110721 |
99.310 |
99.310 |
99.310 |
99.310 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
126 |
+0 |
3-Mth Euro-Yen(SGX) |
Sep11 |
110721 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
0 |
1,332 |
+0 |
Dec11 |
110721 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
0 |
1,392 |
+0 |
Mar12 |
110721 |
99.65 |
99.65 |
99.65 |
99.65 |
unch |
0 |
1,823 |
+0 |
Jun12 |
110721 |
99.65 |
99.65 |
99.65 |
99.65 |
unch |
0 |
1,374 |
+0 |
Sep12 |
110721 |
99.58 |
99.58 |
99.58 |
99.58 |
unch |
0 |
411 |
+0 |
Dec12 |
110721 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
2 |
26 |
+2 |
Mar13 |
110721 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
0 |
1 |
+0 |
Jun13 |
110721 |
99.59 |
99.59 |
99.59 |
99.59 |
unch |
|
|
|
Total Volume and Open Interest |
2 |
6,359 |
+2 |
Japanese Gov't Bonds(SGX) |
Sep11 |
110721 |
141.71 |
141.73 |
141.48 |
141.59 |
-0.04 |
2,322 |
22,364 |
+311 |
Dec11 |
110721 |
141.08 |
141.08 |
141.08 |
141.08 |
-0.12 |
0 |
2 |
+0 |
Mar12 |
110721 |
138.99 |
138.99 |
138.99 |
138.99 |
-0.12 |
|
|
|
Total Volume and Open Interest |
1,446 |
24,090 |
+44 |
Euro-Bund(EUREX) |
Sep11 |
110721 |
127.97 |
128.24 |
126.88 |
127.01 |
-1.13 |
900,331 |
992,553 |
+32,925 |
Dec11 |
110721 |
126.61 |
126.78 |
125.65 |
125.71 |
-1.12 |
439 |
662 |
+299 |
Mar12 |
110721 |
125.69 |
125.69 |
125.69 |
125.69 |
-1.13 |
|
|
|
Total Volume and Open Interest |
900,770 |
993,215 |
+33,224 |
Euro-Bobl(EUREX) |
Sep11 |
110721 |
118.22 |
118.43 |
117.60 |
117.70 |
-0.66 |
490,347 |
765,478 |
+4,347 |
Dec11 |
110721 |
116.80 |
116.80 |
116.76 |
116.76 |
-0.63 |
38 |
734 |
+38 |
Mar12 |
110721 |
116.73 |
116.73 |
116.73 |
116.73 |
-0.66 |
|
|
|
Total Volume and Open Interest |
490,385 |
766,212 |
+4,385 |
3-Mth Euribor(EUREX) |
Sep11 |
110721 |
98.315 |
98.330 |
98.310 |
98.310 |
-0.010 |
14 |
1,987 |
+1 |
Dec11 |
110721 |
98.290 |
98.290 |
98.230 |
98.230 |
-0.050 |
11 |
1,413 |
+11 |
Mar12 |
110721 |
98.270 |
98.270 |
98.185 |
98.185 |
-0.075 |
11 |
1,758 |
-10 |
Total Volume and Open Interest |
55 |
8,203 |
-1 |
Long Gilt(LIFFE) |
Sep11 |
110704 |
120~07 |
120~16 |
120~05 |
120~10 |
-0~12 |
206,757 |
378,594 |
+19,248 |
Dec11 |
110721 |
120~26 |
120~26 |
120~26 |
120~26 |
-1~00 |
|
|
|
Total Volume and Open Interest |
120,909 |
361,358 |
+4,864 |
3-Mth Short Sterling(LIFFE) |
Sep11 |
110721 |
99.12 |
99.13 |
99.11 |
99.12 |
unch |
47,227 |
414,551 |
-7,182 |
Dec11 |
110721 |
99.07 |
99.08 |
99.06 |
99.06 |
-0.01 |
33,641 |
536,249 |
+5,498 |
Mar12 |
110721 |
99.02 |
99.02 |
98.98 |
98.99 |
-0.03 |
47,434 |
475,267 |
-9,232 |
Jun12 |
110721 |
98.92 |
98.94 |
98.89 |
98.89 |
-0.05 |
56,486 |
333,006 |
-7,750 |
Sep12 |
110721 |
98.82 |
98.84 |
98.77 |
98.77 |
-0.06 |
46,371 |
333,078 |
-2,591 |
Dec12 |
110721 |
98.66 |
98.68 |
98.58 |
98.60 |
-0.08 |
39,394 |
289,077 |
-4,897 |
Total Volume and Open Interest |
347,249 |
2,790,616 |
-17,356 |
3-Mth Euribor(LIFFE) |
Sep11 |
110721 |
98.320 |
98.325 |
98.300 |
98.310 |
-0.015 |
115,555 |
735,481 |
+12,757 |
Dec11 |
110721 |
98.270 |
98.290 |
98.215 |
98.230 |
-0.050 |
108,929 |
577,850 |
+1,512 |
Mar12 |
110721 |
98.250 |
98.270 |
98.170 |
98.185 |
-0.075 |
126,944 |
490,209 |
+17,096 |
Total Volume and Open Interest |
752,913 |
3,566,162 |
+28,943 |
3-Mth Aus T-Bills(SFE) |
Sep11 |
110721 |
95.19 |
95.20 |
95.16 |
95.19 |
-0.01 |
40,742 |
273,720 |
-3,125 |
Dec11 |
110721 |
95.32 |
95.34 |
95.27 |
95.33 |
+0.01 |
39,642 |
257,913 |
-337 |
Mar12 |
110721 |
95.39 |
95.42 |
95.33 |
95.40 |
+0.01 |
16,726 |
150,246 |
+3,290 |
Jun12 |
110721 |
95.39 |
95.44 |
95.35 |
95.42 |
+0.01 |
6,877 |
88,730 |
+319 |
Sep12 |
110721 |
95.38 |
95.40 |
95.33 |
95.39 |
+0.01 |
3,650 |
54,689 |
+623 |
Dec12 |
110721 |
95.33 |
95.34 |
95.27 |
95.33 |
+0.01 |
1,268 |
32,308 |
-161 |
Mar13 |
110721 |
95.25 |
95.28 |
95.23 |
95.26 |
unch |
1,927 |
33,445 |
+1,404 |
Jun13 |
110721 |
95.16 |
95.20 |
95.14 |
95.18 |
+0.01 |
869 |
11,785 |
+768 |
Sep13 |
110721 |
95.08 |
95.10 |
94.98 |
95.10 |
+0.01 |
13 |
2,006 |
+13 |
Dec13 |
110721 |
94.99 |
95.01 |
94.99 |
95.00 |
+0.01 |
10 |
1,425 |
+8 |
Total Volume and Open Interest |
111,724 |
906,433 |
+2,802 |
10-Year Aus T-Bonds(SFE) |
Sep11 |
110721 |
95.04 |
95.07 |
94.98 |
95.04 |
unch |
73,696 |
405,933 |
+1,102 |
Dec11 |
110721 |
95.04 |
95.04 |
95.04 |
95.04 |
unch |
|
|
|
Total Volume and Open Interest |
73,696 |
405,933 |
+1,102 |
3-Year Aus T-Bonds(SFE) |
Sep11 |
110721 |
95.60 |
95.62 |
95.53 |
95.59 |
-0.09 |
219,793 |
724,024 |
-41,891 |
Dec11 |
110721 |
95.59 |
95.59 |
95.59 |
95.59 |
-0.01 |
|
|
|
Total Volume and Open Interest |
210,567 |
772,663 |
+48,639 |
Gold(CMX) |
Aug11 |
110721 |
1601.9 |
1605.0 |
1584.9 |
1587.0 |
-9.9 |
194,070 |
250,826 |
-23,038 |
Oct11 |
110721 |
1603.3 |
1606.0 |
1586.0 |
1588.1 |
-9.9 |
3,623 |
15,618 |
+261 |
Dec11 |
110721 |
1603.9 |
1606.9 |
1587.1 |
1589.1 |
-9.9 |
46,434 |
169,279 |
+22,111 |
Feb12 |
110721 |
1603.6 |
1608.2 |
1589.9 |
1590.5 |
-9.9 |
416 |
11,459 |
+40 |
Apr12 |
110721 |
1607.9 |
1608.0 |
1590.2 |
1592.0 |
-9.9 |
118 |
6,146 |
+18 |
Jun12 |
110721 |
1606.1 |
1609.7 |
1593.7 |
1593.7 |
-9.9 |
51 |
14,424 |
-14 |
Aug12 |
110721 |
1608.8 |
1609.6 |
1595.6 |
1595.6 |
-9.9 |
57 |
5,016 |
+0 |
Oct12 |
110721 |
1602.3 |
1602.3 |
1597.9 |
1597.9 |
-9.8 |
7 |
4,112 |
+2 |
Dec12 |
110721 |
1614.9 |
1616.6 |
1600.1 |
1600.4 |
-9.8 |
48 |
11,711 |
+12 |
Feb13 |
110721 |
1606.6 |
1606.6 |
1603.1 |
1603.1 |
-9.8 |
2 |
1,560 |
+0 |
Apr13 |
110721 |
1610.1 |
1610.1 |
1606.3 |
1606.3 |
-9.8 |
0 |
201 |
+0 |
Jun13 |
110721 |
1614.3 |
1614.3 |
1610.0 |
1610.0 |
-9.8 |
36 |
11,065 |
+35 |
Total Volume and Open Interest |
246,097 |
542,342 |
-608 |
Silver(CMX) |
Jul11 |
110721 |
3989.0 |
4026.0 |
3893.7 |
3893.7 |
-60.9 |
665 |
380 |
+0 |
Sep11 |
110721 |
4011.0 |
4037.5 |
3886.0 |
3894.7 |
-61.1 |
75,393 |
60,423 |
+686 |
Dec11 |
110721 |
4022.0 |
4032.5 |
3893.5 |
3896.9 |
-61.2 |
1,878 |
26,443 |
-164 |
Mar12 |
110721 |
4019.5 |
4019.5 |
3896.8 |
3896.8 |
-61.0 |
77 |
5,269 |
+7 |
May12 |
110721 |
3895.6 |
3895.6 |
3895.6 |
3895.6 |
-60.9 |
44 |
1,578 |
+33 |
Jul12 |
110721 |
3993.0 |
3993.0 |
3894.3 |
3894.3 |
-60.9 |
35 |
1,759 |
-2 |
Sep12 |
110721 |
3993.0 |
4012.0 |
3892.3 |
3892.3 |
-60.9 |
13 |
218 |
+7 |
Total Volume and Open Interest |
79,307 |
115,999 |
+681 |
Platinum(NYMEX) |
Jul11 |
110721 |
1786.7 |
1786.7 |
1786.7 |
1786.7 |
+11.7 |
0 |
4 |
-20 |
Oct11 |
110721 |
1779.5 |
1792.0 |
1776.3 |
1787.8 |
+11.7 |
4,601 |
30,726 |
+328 |
Jan12 |
110721 |
1787.4 |
1790.3 |
1787.4 |
1790.3 |
+10.9 |
45 |
1,143 |
+35 |
Apr12 |
110721 |
1793.2 |
1793.2 |
1793.2 |
1793.2 |
+10.9 |
4 |
110 |
+2 |
Total Volume and Open Interest |
4,650 |
31,999 |
+345 |
Palladium(NYMEX) |
Sep11 |
110721 |
795.90 |
809.65 |
793.60 |
809.00 |
+15.35 |
3,778 |
21,182 |
+359 |
Dec11 |
110721 |
797.00 |
810.10 |
795.75 |
810.10 |
+15.35 |
37 |
824 |
+24 |
Mar12 |
110721 |
155.94 |
155.94 |
155.94 |
155.94 |
+15.35 |
1 |
52 |
+0 |
Total Volume and Open Interest |
3,816 |
22,059 |
+382 |
Copper(CMX) |
Jul11 |
110721 |
444.05 |
444.10 |
437.40 |
437.75 |
-5.10 |
345 |
1,790 |
-250 |
Sep11 |
110721 |
443.60 |
445.95 |
436.50 |
438.35 |
-5.25 |
32,411 |
92,151 |
+2,830 |
Dec11 |
110721 |
445.50 |
446.15 |
438.75 |
440.30 |
-5.20 |
2,718 |
36,637 |
+370 |
Mar12 |
110721 |
441.45 |
441.45 |
441.25 |
441.45 |
-5.15 |
579 |
12,516 |
+246 |
May12 |
110721 |
444.60 |
444.60 |
441.65 |
441.65 |
-5.10 |
30 |
2,008 |
+7 |
Total Volume and Open Interest |
36,882 |
152,876 |
+3,476 |
DJIA Index(CBOT) |
Sep11 |
110721 |
12481 |
12700 |
12466 |
12690 |
+183 |
379 |
15,633 |
-6 |
Dec11 |
110721 |
12618 |
12618 |
12436 |
12618 |
+182 |
0 |
86 |
+0 |
Mar12 |
110721 |
12549 |
12549 |
12367 |
12549 |
+182 |
|
|
|
Jun12 |
110721 |
12479 |
12479 |
12297 |
12479 |
+182 |
|
|
|
Total Volume and Open Interest |
379 |
15,719 |
-6 |
Mini DJIA Index(CBOT) |
Sep11 |
110721 |
12512 |
12700 |
12464 |
12690 |
+183 |
115,653 |
120,355 |
+1,257 |
Dec11 |
110721 |
12430 |
12621 |
12396 |
12618 |
+182 |
60 |
418 |
+11 |
Mar12 |
110721 |
12549 |
12549 |
12549 |
12549 |
+182 |
0 |
11 |
+0 |
Jun12 |
110721 |
12479 |
12479 |
12479 |
12479 |
+182 |
|
|
|
Total Volume and Open Interest |
115,713 |
120,784 |
+1,268 |
S & P 500(CME) |
Sep11 |
110721 |
1321.50 |
1343.50 |
1315.20 |
1342.50 |
+21.20 |
12,300 |
261,523 |
-925 |
Dec11 |
110721 |
1335.80 |
1337.80 |
1333.00 |
1336.90 |
+21.10 |
2 |
10,981 |
-59 |
Mar12 |
110721 |
1331.40 |
1332.30 |
1330.80 |
1331.40 |
+21.10 |
0 |
11 |
+0 |
Jun12 |
110721 |
1326.40 |
1327.30 |
1325.80 |
1326.40 |
+21.10 |
0 |
5 |
+0 |
Total Volume and Open Interest |
12,302 |
272,520 |
-984 |
S & P 500 E-Mini(Globex) |
Sep11 |
110721 |
1321.75 |
1343.50 |
1315.00 |
1342.50 |
+21.25 |
2,098,625 |
2,585,860 |
+20,353 |
Dec11 |
110721 |
1316.00 |
1337.00 |
1310.00 |
1337.00 |
+21.25 |
2,153 |
13,151 |
+105 |
Total Volume and Open Interest |
2,100,783 |
2,599,222 |
+20,457 |
NASDAQ 100(CME) |
Sep11 |
110721 |
2377.00 |
2415.00 |
2366.00 |
2410.00 |
+28.20 |
1,755 |
18,513 |
+695 |
Dec11 |
110721 |
2404.80 |
2404.80 |
2402.00 |
2404.80 |
+28.50 |
0 |
1 |
+0 |
Mar12 |
110721 |
2400.50 |
2400.50 |
2397.00 |
2400.50 |
+29.20 |
|
|
|
Total Volume and Open Interest |
1,755 |
18,514 |
+695 |
NASDAQ 100 E-Mini(Globex) |
Sep11 |
110721 |
2381.80 |
2414.50 |
2365.00 |
2410.00 |
+28.20 |
275,586 |
363,406 |
+17,617 |
Dec11 |
110721 |
2372.80 |
2406.50 |
2363.00 |
2404.80 |
+28.50 |
83 |
414 |
+10 |
Total Volume and Open Interest |
275,669 |
363,827 |
+17,627 |
S & P Midcap 400(CME) |
Sep11 |
110721 |
989.00 |
995.00 |
989.00 |
989.00 |
+10.50 |
0 |
2,547 |
+0 |
Dec11 |
110721 |
987.50 |
987.50 |
987.50 |
987.50 |
+10.50 |
|
|
|
Mar12 |
110721 |
985.80 |
985.80 |
985.80 |
985.80 |
+10.50 |
|
|
|
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 |
110721 |
10090 |
10090 |
10045 |
10090 |
+45 |
25 |
26 |
+25 |
Total Volume and Open Interest |
8,790 |
37,432 |
+1,928 |
Nikkei 225(SGX) |
Sep11 |
110721 |
10005 |
10055 |
9970 |
10005 |
-10 |
61,345 |
193,199 |
+1,495 |
Dec11 |
110721 |
9955 |
9955 |
9945 |
9945 |
-55 |
43 |
8,204 |
-218 |
Mar12 |
110721 |
9940 |
9940 |
9940 |
9940 |
-10 |
0 |
10 |
+0 |
Total Volume and Open Interest |
61,456 |
211,168 |
+924 |
CAC 40(EURONEXT) |
Aug11 |
110721 |
3763.0 |
3844.0 |
3714.0 |
3818.5 |
+63.5 |
144,143 |
313,407 |
+6,957 |
Sep11 |
110721 |
3758.0 |
3836.5 |
3715.0 |
3816.5 |
+63.5 |
389 |
36,499 |
+267 |
Oct11 |
110721 |
3818.0 |
3818.0 |
3818.0 |
3818.0 |
+64.0 |
|
|
|
Total Volume and Open Interest |
144,532 |
349,938 |
+7,224 |
Hang Seng Index(HKFE) |
Jul11 |
110721 |
22060 |
22113 |
21834 |
21959 |
-26 |
77,268 |
89,027 |
+1,434 |
Aug11 |
110721 |
22020 |
22070 |
21808 |
21920 |
-19 |
1,283 |
3,699 |
+535 |
Sep11 |
110721 |
21940 |
21977 |
21701 |
21824 |
-23 |
487 |
3,702 |
+91 |
Total Volume and Open Interest |
79,141 |
100,387 |
+2,077 |
DAX(EUREX) |
Sep11 |
110721 |
7260.5 |
7344.5 |
7156.5 |
7311.5 |
+75.0 |
146,117 |
159,139 |
+470 |
Dec11 |
110721 |
7285.0 |
7366.0 |
7189.5 |
7339.5 |
+75.0 |
198 |
8,395 |
-16 |
Mar12 |
110721 |
7313.0 |
7399.5 |
7233.5 |
7372.5 |
+76.5 |
48 |
324 |
+8 |
Total Volume and Open Interest |
146,363 |
167,858 |
+462 |
FT-SE 100(EURONEXT) |
Sep11 |
110721 |
5813.00 |
5896.00 |
5763.00 |
5868.50 |
+61.50 |
103,723 |
666,088 |
-7,676 |
Dec11 |
110721 |
5786.50 |
5857.00 |
5786.50 |
5844.00 |
+62.00 |
25 |
810 |
-11 |
Mar12 |
110721 |
5713.00 |
5807.00 |
5713.00 |
5807.00 |
+61.00 |
11 |
143 |
-10 |
Total Volume and Open Interest |
103,759 |
667,081 |
-7,697 |
SPI 200(SFE) |
Sep11 |
110721 |
4522.0 |
4551.0 |
4517.0 |
4534.0 |
+9.0 |
40,081 |
202,239 |
+5,327 |
Dec11 |
110721 |
4547.0 |
4550.0 |
4540.0 |
4549.0 |
+10.0 |
30 |
4,619 |
+4 |
Mar12 |
110721 |
4533.0 |
4533.0 |
4533.0 |
4533.0 |
+8.0 |
6 |
1,738 |
+6 |
Total Volume and Open Interest |
43,420 |
216,096 |
+8,025 |
GSCI(CME) |
Aug11 |
110721 |
42.64 |
46.64 |
40.64 |
40.64 |
-0.50 |
93 |
9,272 |
+52 |
Sep11 |
110721 |
41.64 |
47.64 |
41.64 |
41.64 |
-0.30 |
2 |
0 |
+0 |
Oct11 |
110721 |
42.64 |
48.64 |
42.64 |
42.64 |
-0.30 |
|
|
|
Total Volume and Open Interest |
95 |
9,272 |
+52 |
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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