|
MRCI's End of Day Prices |
Daily Futures Price Listing Fri July 22, 2011 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Aug11 |
110722 |
1379.75 |
1388.50 |
1374.75 |
1380.25 |
unch |
22,501 |
53,209 |
-2,514 |
Sep11 |
110722 |
1381.00 |
1390.00 |
1375.75 |
1381.00 |
-0.25 |
12,145 |
38,979 |
+58 |
Nov11 |
110722 |
1387.75 |
1397.50 |
1382.50 |
1388.25 |
+0.25 |
69,547 |
302,386 |
+2,421 |
Jan12 |
110722 |
1397.00 |
1406.00 |
1392.00 |
1397.75 |
+0.50 |
6,661 |
52,074 |
+200 |
Mar12 |
110722 |
1402.00 |
1407.75 |
1395.00 |
1400.25 |
+0.50 |
2,581 |
25,697 |
+163 |
May12 |
110722 |
1394.50 |
1405.00 |
1391.00 |
1396.50 |
+1.00 |
2,216 |
31,996 |
+709 |
Jul12 |
110722 |
1396.25 |
1406.50 |
1394.00 |
1398.50 |
+1.50 |
793 |
16,022 |
+92 |
Total Volume and Open Interest |
117,023 |
544,424 |
+1,317 |
Soybean Meal(CBOT) |
Aug11 |
110722 |
362.00 |
363.50 |
359.50 |
363.00 |
+0.30 |
17,302 |
22,911 |
-2,908 |
Sep11 |
110722 |
364.00 |
365.20 |
361.80 |
364.00 |
-0.90 |
9,227 |
34,029 |
+1,900 |
Oct11 |
110722 |
365.50 |
367.00 |
363.00 |
365.80 |
-0.20 |
1,633 |
14,796 |
-157 |
Dec11 |
110722 |
368.40 |
370.00 |
366.00 |
369.30 |
+0.40 |
23,582 |
78,973 |
+2,268 |
Jan12 |
110722 |
370.10 |
371.60 |
368.20 |
370.80 |
+0.40 |
372 |
6,967 |
-14 |
Mar12 |
110722 |
369.20 |
373.00 |
369.20 |
372.50 |
+0.70 |
855 |
5,882 |
-35 |
May12 |
110722 |
370.70 |
372.00 |
369.60 |
370.80 |
+0.50 |
660 |
7,290 |
-23 |
Jul12 |
110722 |
370.30 |
371.10 |
369.40 |
370.30 |
+0.40 |
498 |
2,100 |
+160 |
Total Volume and Open Interest |
54,249 |
176,872 |
+1,294 |
Soybean Oil(CBOT) |
Aug11 |
110722 |
56.48 |
56.98 |
56.35 |
56.51 |
+0.03 |
19,028 |
31,955 |
-1,430 |
Sep11 |
110722 |
56.70 |
57.18 |
56.54 |
56.78 |
+0.10 |
9,523 |
42,969 |
+1,022 |
Oct11 |
110722 |
57.21 |
57.42 |
56.77 |
57.01 |
+0.11 |
2,532 |
18,916 |
+390 |
Dec11 |
110722 |
57.36 |
57.91 |
57.23 |
57.48 |
+0.10 |
37,362 |
154,284 |
+1,038 |
Jan12 |
110722 |
57.86 |
58.11 |
57.50 |
57.73 |
+0.09 |
1,584 |
22,993 |
+205 |
Mar12 |
110722 |
58.25 |
58.32 |
57.77 |
58.01 |
+0.11 |
847 |
13,248 |
+36 |
May12 |
110722 |
58.23 |
58.40 |
57.87 |
58.11 |
+0.10 |
648 |
7,693 |
+173 |
Jul12 |
110722 |
58.64 |
58.64 |
57.96 |
58.21 |
+0.09 |
853 |
3,347 |
+259 |
Total Volume and Open Interest |
72,411 |
298,386 |
+1,696 |
Canola(WCE) |
Nov11 |
110722 |
560.3 |
564.5 |
557.5 |
560.9 |
+0.6 |
11,297 |
120,404 |
-1,659 |
Jan12 |
110722 |
568.9 |
572.7 |
565.8 |
569.0 |
+0.6 |
4,891 |
17,340 |
+1,937 |
Mar12 |
110722 |
574.3 |
579.8 |
573.6 |
576.4 |
+0.8 |
736 |
6,314 |
+14 |
May12 |
110722 |
580.1 |
585.1 |
579.4 |
581.2 |
+0.1 |
125 |
3,949 |
+7 |
Jul12 |
110722 |
583.8 |
588.8 |
583.8 |
585.0 |
-0.4 |
18 |
2,670 |
+10 |
Total Volume and Open Interest |
17,067 |
152,217 |
+309 |
Corn(CBOT) |
Sep11 |
110722 |
679.25 |
691.00 |
672.75 |
690.00 |
+10.75 |
55,660 |
365,535 |
+358 |
Dec11 |
110722 |
673.00 |
686.00 |
667.50 |
685.50 |
+12.50 |
140,384 |
513,169 |
+6,228 |
Mar12 |
110722 |
685.50 |
698.75 |
680.25 |
698.25 |
+12.50 |
15,394 |
122,760 |
+727 |
May12 |
110722 |
692.25 |
705.25 |
687.75 |
705.00 |
+12.50 |
3,694 |
27,125 |
+332 |
Jul12 |
110722 |
698.50 |
711.00 |
693.00 |
711.00 |
+12.50 |
8,075 |
70,338 |
-319 |
Sep12 |
110722 |
653.50 |
664.50 |
647.50 |
662.50 |
+10.50 |
1,315 |
7,985 |
-4 |
Total Volume and Open Interest |
230,995 |
1,202,856 |
+5,861 |
Wheat(CBOT) |
Sep11 |
110722 |
677.00 |
694.25 |
669.25 |
692.25 |
+15.00 |
44,447 |
155,977 |
-4,370 |
Dec11 |
110722 |
716.75 |
732.50 |
708.00 |
731.00 |
+14.25 |
21,575 |
143,611 |
+211 |
Mar12 |
110722 |
752.00 |
764.75 |
743.75 |
763.50 |
+11.75 |
5,029 |
46,652 |
+250 |
May12 |
110722 |
769.25 |
782.25 |
762.50 |
781.50 |
+12.25 |
569 |
9,597 |
+86 |
Jul12 |
110722 |
782.00 |
794.25 |
775.75 |
793.50 |
+11.25 |
2,175 |
42,758 |
-22 |
Total Volume and Open Interest |
75,035 |
422,238 |
-3,872 |
Wheat(KCBT) |
Sep11 |
110722 |
772.75 |
784.00 |
764.25 |
780.00 |
+5.75 |
11,113 |
73,198 |
+1,026 |
Dec11 |
110722 |
797.50 |
808.00 |
788.50 |
804.25 |
+6.00 |
5,975 |
57,570 |
+858 |
Mar12 |
110722 |
810.75 |
820.75 |
801.50 |
816.75 |
+6.00 |
2,215 |
17,399 |
+321 |
May12 |
110722 |
815.50 |
826.75 |
809.25 |
821.50 |
+5.75 |
192 |
3,241 |
+4 |
Jul12 |
110722 |
817.75 |
825.25 |
809.00 |
822.50 |
+3.75 |
249 |
13,790 |
-33 |
Total Volume and Open Interest |
19,765 |
168,303 |
+2,151 |
Wheat(MGE) |
Sep11 |
110722 |
832.75 |
841.00 |
822.75 |
838.50 |
+4.75 |
2,859 |
20,009 |
-207 |
Dec11 |
110722 |
835.00 |
844.75 |
826.00 |
841.75 |
+6.00 |
1,949 |
19,843 |
+27 |
Mar12 |
110722 |
843.25 |
854.00 |
835.25 |
851.75 |
+8.00 |
640 |
6,583 |
-6 |
May12 |
110722 |
838.25 |
858.00 |
838.25 |
855.50 |
+8.75 |
161 |
2,891 |
+28 |
Jul12 |
110722 |
847.00 |
858.75 |
841.50 |
857.25 |
+10.00 |
195 |
4,855 |
+26 |
Total Volume and Open Interest |
5,826 |
58,003 |
-134 |
Oats(CBOT) |
Sep11 |
110722 |
351.50 |
354.25 |
349.25 |
353.00 |
+1.50 |
161 |
4,083 |
-5 |
Dec11 |
110722 |
363.50 |
365.75 |
360.50 |
365.00 |
+2.00 |
1,123 |
7,292 |
-170 |
Mar12 |
110722 |
371.50 |
375.50 |
371.50 |
375.50 |
+2.50 |
5 |
822 |
+2 |
May12 |
110722 |
382.00 |
382.00 |
379.50 |
382.00 |
+2.50 |
3 |
22 |
+3 |
Total Volume and Open Interest |
1,292 |
12,248 |
-170 |
Rough Rice(CBOT) |
Sep11 |
110722 |
16.80 |
16.89 |
16.69 |
16.74 |
-0.11 |
647 |
10,885 |
+180 |
Nov11 |
110722 |
17.10 |
17.20 |
17.00 |
17.05 |
-0.11 |
193 |
5,342 |
+6 |
Jan12 |
110722 |
17.40 |
17.40 |
17.30 |
17.33 |
-0.12 |
43 |
541 |
+2 |
Mar12 |
110722 |
17.62 |
17.66 |
17.62 |
17.63 |
-0.12 |
123 |
702 |
+71 |
Total Volume and Open Interest |
1,006 |
17,482 |
+259 |
Live Cattle(CME) |
Aug11 |
110722 |
109.980 |
111.500 |
109.885 |
110.550 |
+0.550 |
19,159 |
61,996 |
-4,153 |
Oct11 |
110722 |
115.385 |
116.700 |
115.300 |
115.400 |
unch |
21,677 |
124,153 |
+843 |
Dec11 |
110722 |
118.750 |
120.200 |
118.550 |
119.150 |
+0.400 |
8,684 |
83,092 |
+866 |
Feb12 |
110722 |
121.900 |
123.200 |
121.600 |
122.600 |
+0.600 |
3,590 |
28,879 |
+324 |
Apr12 |
110722 |
123.730 |
124.930 |
123.330 |
124.385 |
+0.785 |
1,574 |
16,373 |
+114 |
Jun12 |
110722 |
120.330 |
121.750 |
120.150 |
121.600 |
+0.850 |
385 |
6,117 |
+76 |
Total Volume and Open Interest |
55,127 |
321,492 |
-1,918 |
Feeder Cattle(CME) |
Aug11 |
110722 |
135.325 |
137.550 |
135.325 |
136.400 |
+1.200 |
2,077 |
14,740 |
-201 |
Sep11 |
110722 |
136.300 |
138.550 |
136.200 |
137.380 |
+1.580 |
1,022 |
10,484 |
+104 |
Oct11 |
110722 |
137.350 |
139.435 |
137.250 |
138.900 |
+1.900 |
1,213 |
8,472 |
+68 |
Nov11 |
110722 |
138.000 |
139.935 |
137.900 |
139.130 |
+1.555 |
491 |
4,126 |
-142 |
Jan12 |
110722 |
137.250 |
139.400 |
137.100 |
138.500 |
+1.600 |
58 |
1,853 |
+10 |
Mar12 |
110722 |
136.900 |
139.000 |
136.550 |
138.985 |
+2.000 |
49 |
430 |
+31 |
Apr12 |
110722 |
137.700 |
139.100 |
137.700 |
138.500 |
+1.000 |
6 |
143 |
+2 |
Total Volume and Open Interest |
4,932 |
40,349 |
-127 |
Lean Hogs(CME) |
Aug11 |
110722 |
98.400 |
101.100 |
98.400 |
100.830 |
+2.730 |
11,588 |
27,906 |
-2,154 |
Oct11 |
110722 |
90.885 |
93.180 |
90.830 |
92.580 |
+1.930 |
9,701 |
86,922 |
+358 |
Dec11 |
110722 |
87.580 |
89.400 |
87.500 |
89.180 |
+1.795 |
6,962 |
64,377 |
+571 |
Feb12 |
110722 |
89.980 |
91.285 |
89.885 |
91.230 |
+1.550 |
2,303 |
30,300 |
+222 |
Apr12 |
110722 |
91.135 |
92.135 |
91.000 |
92.000 |
+1.050 |
988 |
18,082 |
+104 |
May12 |
110722 |
95.000 |
95.750 |
95.000 |
95.750 |
+0.750 |
3 |
742 |
+1 |
Jun12 |
110722 |
97.080 |
98.000 |
96.950 |
98.000 |
+1.100 |
386 |
9,663 |
+69 |
Jul12 |
110722 |
96.000 |
96.600 |
96.000 |
96.600 |
+0.800 |
195 |
2,909 |
+108 |
Total Volume and Open Interest |
32,183 |
243,321 |
-679 |
Class III Milk(CME) |
Jul11 |
110722 |
21.23 |
21.33 |
21.22 |
21.33 |
+0.30 |
73 |
6,454 |
+336 |
Aug11 |
110722 |
21.13 |
21.32 |
21.05 |
21.32 |
+0.22 |
591 |
6,386 |
-27 |
Sep11 |
110722 |
20.14 |
20.32 |
20.06 |
20.26 |
+0.17 |
198 |
5,798 |
-14 |
Oct11 |
110722 |
19.32 |
19.45 |
19.30 |
19.36 |
+0.07 |
112 |
4,726 |
+23 |
Nov11 |
110722 |
18.52 |
18.56 |
18.48 |
18.53 |
unch |
44 |
3,880 |
+2 |
Total Volume and Open Interest |
1,256 |
37,399 |
-14 |
Cocoa(ICE) |
Sep11 |
110722 |
3172 |
3177 |
3045 |
3065 |
-107 |
7,239 |
67,225 |
+562 |
Dec11 |
110722 |
3193 |
3195 |
3072 |
3093 |
-101 |
2,262 |
42,194 |
+356 |
Mar12 |
110722 |
3207 |
3207 |
3120 |
3141 |
-98 |
433 |
34,161 |
+156 |
May12 |
110722 |
3175 |
3175 |
3129 |
3143 |
-97 |
75 |
11,195 |
+36 |
Jul12 |
110722 |
3150 |
3150 |
3134 |
3148 |
-96 |
28 |
4,396 |
+16 |
Sep12 |
110722 |
3144 |
3153 |
3133 |
3153 |
-94 |
34 |
7,063 |
+26 |
Dec12 |
110722 |
3138 |
3154 |
3138 |
3154 |
-94 |
0 |
3,872 |
+0 |
Total Volume and Open Interest |
10,071 |
173,463 |
+1,152 |
Coffee "C"(ICE) |
Sep11 |
110722 |
241.45 |
246.30 |
238.00 |
241.50 |
+0.70 |
11,600 |
52,586 |
-669 |
Dec11 |
110722 |
245.15 |
250.15 |
242.20 |
245.75 |
+0.85 |
3,089 |
36,802 |
+567 |
Mar12 |
110722 |
247.35 |
252.65 |
245.20 |
248.65 |
+1.00 |
771 |
9,864 |
+199 |
May12 |
110722 |
249.05 |
254.20 |
247.00 |
250.25 |
+0.95 |
372 |
4,491 |
-12 |
Jul12 |
110722 |
246.80 |
250.40 |
246.80 |
250.30 |
+1.05 |
110 |
1,869 |
+12 |
Sep12 |
110722 |
248.00 |
249.85 |
246.45 |
249.85 |
+1.00 |
65 |
1,646 |
+22 |
Total Volume and Open Interest |
16,040 |
108,725 |
+129 |
Orange Juice(ICE) |
Sep11 |
110722 |
196.50 |
198.20 |
196.00 |
197.30 |
-0.10 |
855 |
26,493 |
+211 |
Nov11 |
110722 |
184.50 |
186.00 |
184.50 |
185.85 |
+0.50 |
166 |
6,662 |
+19 |
Jan12 |
110722 |
178.00 |
178.70 |
178.00 |
178.50 |
+0.55 |
73 |
1,539 |
+104 |
Mar12 |
110722 |
176.00 |
176.50 |
176.00 |
176.50 |
+0.50 |
17 |
310 |
+6 |
May12 |
110722 |
174.85 |
174.85 |
174.85 |
174.85 |
+0.50 |
1 |
222 |
+0 |
Jul12 |
110722 |
174.85 |
174.85 |
174.85 |
174.85 |
+0.10 |
0 |
127 |
+0 |
Total Volume and Open Interest |
1,112 |
35,364 |
+340 |
Sugar #11(ICE) |
Oct11 |
110722 |
30.00 |
31.55 |
29.93 |
31.34 |
+1.49 |
22,238 |
303,933 |
-657 |
Mar12 |
110722 |
28.45 |
29.99 |
28.45 |
29.90 |
+1.18 |
8,247 |
148,881 |
+698 |
May12 |
110722 |
27.20 |
28.19 |
27.15 |
28.11 |
+0.82 |
6,309 |
47,312 |
+254 |
Jul12 |
110722 |
26.12 |
26.88 |
26.07 |
26.80 |
+0.58 |
5,545 |
66,588 |
+772 |
Oct12 |
110722 |
25.37 |
25.88 |
25.27 |
25.76 |
+0.40 |
1,623 |
28,627 |
+968 |
Total Volume and Open Interest |
45,550 |
633,818 |
+1,946 |
London Cocoa(LCE) |
Sep11 |
110722 |
1957 |
1960 |
1896 |
1901 |
-69 |
7,742 |
74,114 |
-849 |
Dec11 |
110722 |
1986 |
1987 |
1926 |
1931 |
-68 |
6,924 |
45,789 |
+1,921 |
Mar12 |
110722 |
2004 |
2004 |
1947 |
1952 |
-65 |
3,499 |
37,783 |
+278 |
May12 |
110722 |
2010 |
2010 |
1958 |
1960 |
-65 |
280 |
13,427 |
+111 |
Jul12 |
110722 |
2006 |
2012 |
1966 |
1966 |
-67 |
104 |
4,651 |
+24 |
Sep12 |
110722 |
2016 |
2020 |
1973 |
1973 |
-67 |
40 |
4,382 |
+16 |
Dec12 |
110722 |
1973 |
1973 |
1973 |
1973 |
-62 |
8 |
7,355 |
+6 |
Total Volume and Open Interest |
18,597 |
188,368 |
+1,507 |
London Sugar(LCE) |
Oct11 |
110722 |
782.10 |
814.70 |
782.10 |
812.70 |
+31.40 |
1,078 |
25,904 |
-231 |
Dec11 |
110722 |
736.50 |
763.00 |
736.50 |
762.70 |
+25.00 |
547 |
6,096 |
+94 |
Mar12 |
110722 |
722.00 |
749.00 |
722.00 |
747.80 |
+21.50 |
606 |
9,002 |
+67 |
May12 |
110722 |
699.00 |
717.80 |
699.00 |
715.80 |
+18.80 |
8 |
3,230 |
-1 |
Aug12 |
110722 |
676.00 |
686.60 |
676.00 |
684.90 |
+11.90 |
143 |
1,732 |
+102 |
Total Volume and Open Interest |
2,395 |
47,339 |
+31 |
Cotton(ICE) |
Oct11 |
110722 |
100.37 |
101.00 |
97.43 |
99.14 |
-0.19 |
57 |
537 |
+2 |
Dec11 |
110722 |
98.63 |
100.18 |
96.65 |
98.64 |
+0.01 |
11,373 |
96,923 |
+920 |
Mar12 |
110722 |
96.63 |
98.17 |
95.00 |
96.83 |
+0.19 |
2,627 |
22,539 |
-525 |
May12 |
110722 |
96.60 |
97.00 |
94.70 |
96.03 |
-0.56 |
178 |
5,502 |
-48 |
Jul12 |
110722 |
96.71 |
96.71 |
94.22 |
95.73 |
-0.41 |
69 |
6,736 |
+13 |
Oct12 |
110722 |
95.00 |
95.00 |
95.00 |
95.00 |
-0.41 |
0 |
3 |
+0 |
Total Volume and Open Interest |
14,461 |
135,852 |
+342 |
Lumber(CME) |
Sep11 |
110722 |
264.0 |
268.4 |
259.2 |
259.2 |
-6.8 |
335 |
5,935 |
+44 |
Nov11 |
110722 |
278.9 |
280.5 |
273.5 |
275.3 |
-1.1 |
101 |
2,213 |
+44 |
Jan12 |
110722 |
297.3 |
297.7 |
292.0 |
295.0 |
-2.0 |
94 |
813 |
+71 |
Mar12 |
110722 |
305.0 |
305.2 |
301.0 |
301.0 |
-4.4 |
3 |
91 |
+2 |
Total Volume and Open Interest |
533 |
9,053 |
+161 |
Crude Oil(NYM) |
Sep11 |
110722 |
99.20 |
100.19 |
98.43 |
99.87 |
+0.74 |
295,669 |
376,393 |
-1,012 |
Oct11 |
110722 |
99.43 |
100.50 |
98.76 |
100.20 |
+0.74 |
50,617 |
88,173 |
+1,640 |
Nov11 |
110722 |
99.98 |
100.82 |
99.14 |
100.58 |
+0.73 |
25,907 |
69,829 |
+397 |
Dec11 |
110722 |
100.15 |
101.18 |
99.52 |
100.94 |
+0.69 |
36,609 |
200,876 |
-776 |
Jan12 |
110722 |
100.80 |
101.31 |
99.87 |
101.27 |
+0.64 |
4,243 |
50,758 |
+82 |
Feb12 |
110722 |
101.33 |
101.67 |
100.30 |
101.60 |
+0.60 |
3,099 |
26,353 |
+260 |
Mar12 |
110722 |
101.15 |
102.03 |
100.68 |
101.90 |
+0.56 |
3,542 |
34,540 |
+332 |
Apr12 |
110722 |
101.74 |
102.33 |
100.84 |
102.19 |
+0.52 |
1,856 |
22,700 |
+176 |
May12 |
110722 |
101.60 |
102.47 |
101.60 |
102.47 |
+0.48 |
1,991 |
18,194 |
-179 |
Jun12 |
110722 |
102.33 |
102.94 |
101.61 |
102.74 |
+0.44 |
9,286 |
76,697 |
+341 |
Jul12 |
110722 |
102.39 |
102.99 |
102.39 |
102.99 |
+0.41 |
862 |
31,002 |
-130 |
Aug12 |
110722 |
103.18 |
103.18 |
103.18 |
103.18 |
+0.38 |
1,308 |
15,845 |
+238 |
Sep12 |
110722 |
103.36 |
103.36 |
103.36 |
103.36 |
+0.35 |
1,032 |
18,558 |
+45 |
Oct12 |
110722 |
103.53 |
103.53 |
103.53 |
103.53 |
+0.32 |
2,847 |
11,313 |
+491 |
Nov12 |
110722 |
103.72 |
103.72 |
103.72 |
103.72 |
+0.28 |
1,311 |
21,226 |
-166 |
Dec12 |
110722 |
103.58 |
104.11 |
102.75 |
103.94 |
+0.25 |
20,465 |
150,658 |
-1,760 |
Total Volume and Open Interest |
480,843 |
1,475,935 |
-17,947 |
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 |
110722 |
99.050 |
100.175 |
98.425 |
99.875 |
+2.025 |
3,383 |
3,220 |
+139 |
Oct11 |
110722 |
99.725 |
100.450 |
98.800 |
100.200 |
+0.750 |
208 |
419 |
+36 |
Nov11 |
110722 |
99.550 |
100.575 |
99.550 |
100.575 |
+0.725 |
34 |
179 |
+1 |
Dec11 |
110722 |
100.950 |
100.950 |
100.800 |
100.950 |
+0.700 |
29 |
272 |
-6 |
Jan12 |
110722 |
101.275 |
101.275 |
101.275 |
101.275 |
+0.650 |
2 |
10 |
+2 |
Feb12 |
110722 |
101.600 |
101.600 |
101.600 |
101.600 |
+0.600 |
0 |
3 |
+0 |
Mar12 |
110722 |
101.900 |
101.900 |
101.900 |
101.900 |
+0.550 |
0 |
11 |
+0 |
Apr12 |
110722 |
102.200 |
102.200 |
102.200 |
102.200 |
+0.525 |
0 |
1 |
+0 |
Total Volume and Open Interest |
8,990 |
4,357 |
+190 |
Heating Oil(NYM) |
Aug11 |
110722 |
310.10 |
313.79 |
310.10 |
312.80 |
+2.88 |
33,735 |
49,895 |
-3,649 |
Sep11 |
110722 |
311.75 |
315.13 |
311.40 |
314.15 |
+2.86 |
37,528 |
79,031 |
+5,230 |
Oct11 |
110722 |
313.59 |
316.40 |
313.01 |
315.52 |
+2.79 |
9,267 |
37,233 |
+1,052 |
Nov11 |
110722 |
315.91 |
317.78 |
315.31 |
317.07 |
+2.70 |
3,365 |
26,271 |
+488 |
Dec11 |
110722 |
316.71 |
319.39 |
316.04 |
318.57 |
+2.57 |
8,638 |
38,204 |
+1,798 |
Jan12 |
110722 |
318.17 |
320.75 |
317.48 |
320.00 |
+2.47 |
1,549 |
24,027 |
-289 |
Feb12 |
110722 |
320.32 |
320.45 |
320.08 |
320.08 |
+2.39 |
693 |
10,529 |
-186 |
Mar12 |
110722 |
318.08 |
319.45 |
317.30 |
319.02 |
+2.33 |
726 |
7,579 |
+31 |
Apr12 |
110722 |
315.71 |
317.46 |
315.71 |
316.84 |
+2.24 |
246 |
3,940 |
+58 |
May12 |
110722 |
313.75 |
315.09 |
313.75 |
314.81 |
+2.15 |
95 |
2,995 |
-11 |
Jun12 |
110722 |
312.80 |
314.25 |
312.80 |
314.01 |
+2.19 |
871 |
21,666 |
-42 |
Jul12 |
110722 |
314.94 |
314.94 |
314.56 |
314.56 |
+2.19 |
0 |
1,980 |
+0 |
Total Volume and Open Interest |
96,733 |
314,986 |
+4,478 |
Gasoline(NYMEX) |
Aug11 |
110722 |
310.93 |
314.00 |
309.88 |
313.01 |
+3.06 |
29,924 |
41,579 |
-3,653 |
Sep11 |
110722 |
305.67 |
309.79 |
305.67 |
309.06 |
+3.39 |
37,074 |
79,869 |
+5,145 |
Oct11 |
110722 |
293.42 |
296.50 |
292.87 |
296.08 |
+3.23 |
14,240 |
33,143 |
+1,434 |
Nov11 |
110722 |
290.00 |
293.16 |
289.52 |
292.77 |
+3.18 |
5,755 |
16,926 |
+843 |
Dec11 |
110722 |
289.15 |
291.41 |
288.06 |
291.10 |
+3.09 |
7,442 |
31,616 |
+1,978 |
Jan12 |
110722 |
289.36 |
291.54 |
289.33 |
291.34 |
+3.02 |
1,572 |
10,644 |
+456 |
Feb12 |
110722 |
292.50 |
292.89 |
292.34 |
292.61 |
+2.95 |
415 |
5,566 |
+124 |
Mar12 |
110722 |
292.74 |
294.32 |
292.74 |
294.32 |
+2.89 |
477 |
7,863 |
+202 |
Apr12 |
110722 |
304.98 |
305.38 |
304.75 |
305.38 |
+2.83 |
515 |
5,355 |
+278 |
May12 |
110722 |
305.03 |
305.35 |
305.03 |
305.35 |
+2.77 |
304 |
1,803 |
+28 |
Total Volume and Open Interest |
99,361 |
254,339 |
+7,040 |
e-miNY RBOB Gasoline(NYM) |
Aug11 |
110722 |
313.00 |
313.01 |
313.00 |
313.00 |
+3.00 |
0 |
3 |
+0 |
Sep11 |
110722 |
309.10 |
309.10 |
309.06 |
309.10 |
+3.40 |
|
|
|
Oct11 |
110722 |
296.10 |
296.10 |
296.08 |
296.10 |
+3.20 |
0 |
1 |
+0 |
Nov11 |
110722 |
292.80 |
292.80 |
292.77 |
292.80 |
+3.20 |
|
|
|
Total Volume and Open Interest |
0 |
6 |
+0 |
Natural Gas(NYM) |
Aug11 |
110722 |
4.394 |
4.474 |
4.370 |
4.399 |
+0.004 |
134,201 |
58,766 |
-15,282 |
Sep11 |
110722 |
4.351 |
4.445 |
4.334 |
4.370 |
+0.008 |
69,408 |
226,838 |
+3,837 |
Oct11 |
110722 |
4.373 |
4.454 |
4.355 |
4.385 |
+0.008 |
38,300 |
141,785 |
-420 |
Nov11 |
110722 |
4.471 |
4.556 |
4.463 |
4.493 |
+0.010 |
18,884 |
100,053 |
+707 |
Dec11 |
110722 |
4.656 |
4.726 |
4.644 |
4.668 |
+0.005 |
10,846 |
48,454 |
-153 |
Jan12 |
110722 |
4.751 |
4.830 |
4.748 |
4.770 |
+0.004 |
15,398 |
111,043 |
+1,266 |
Feb12 |
110722 |
4.800 |
4.822 |
4.754 |
4.770 |
+0.005 |
3,142 |
25,047 |
+13 |
Mar12 |
110722 |
4.762 |
4.780 |
4.713 |
4.730 |
+0.005 |
5,720 |
46,759 |
-391 |
Apr12 |
110722 |
4.658 |
4.696 |
4.635 |
4.652 |
+0.004 |
7,141 |
49,318 |
+327 |
May12 |
110722 |
4.690 |
4.720 |
4.671 |
4.671 |
+0.004 |
488 |
10,138 |
+58 |
Jun12 |
110722 |
4.688 |
4.750 |
4.688 |
4.700 |
+0.005 |
889 |
11,632 |
+294 |
Jul12 |
110722 |
4.765 |
4.765 |
4.726 |
4.737 |
+0.004 |
738 |
8,932 |
-192 |
Aug12 |
110722 |
4.798 |
4.798 |
4.753 |
4.767 |
+0.004 |
617 |
9,059 |
+213 |
Sep12 |
110722 |
4.796 |
4.798 |
4.765 |
4.775 |
+0.004 |
489 |
7,145 |
+202 |
Oct12 |
110722 |
4.819 |
4.862 |
4.802 |
4.816 |
+0.003 |
1,674 |
33,608 |
+366 |
Nov12 |
110722 |
4.978 |
4.978 |
4.954 |
4.954 |
+0.001 |
241 |
5,166 |
+93 |
Total Volume and Open Interest |
310,165 |
971,550 |
-9,013 |
Brent Crude Oil(ICE) |
Sep11 |
110722 |
118.03 |
118.80 |
117.35 |
118.67 |
+1.16 |
161,917 |
200,549 |
+4,858 |
Oct11 |
110722 |
117.98 |
118.67 |
117.25 |
118.54 |
+1.10 |
71,786 |
136,092 |
+391 |
Nov11 |
110722 |
118.06 |
118.74 |
117.35 |
118.62 |
+1.08 |
27,604 |
49,140 |
-673 |
Dec11 |
110722 |
118.09 |
118.80 |
117.40 |
118.68 |
+1.08 |
38,991 |
96,656 |
+1,221 |
Jan12 |
110722 |
118.11 |
118.80 |
117.58 |
118.67 |
+1.08 |
6,067 |
23,656 |
-292 |
Feb12 |
110722 |
118.05 |
118.73 |
117.50 |
118.60 |
+1.08 |
3,197 |
17,576 |
+74 |
Mar12 |
110722 |
117.81 |
118.55 |
117.40 |
118.51 |
+1.08 |
2,899 |
34,787 |
+385 |
Apr12 |
110722 |
117.72 |
118.45 |
117.30 |
118.40 |
+1.06 |
1,956 |
13,820 |
-116 |
May12 |
110722 |
117.62 |
118.29 |
117.20 |
118.29 |
+1.05 |
1,598 |
8,029 |
+13 |
Jun12 |
110722 |
117.53 |
118.30 |
117.10 |
118.18 |
+1.05 |
5,558 |
39,525 |
-736 |
Jul12 |
110722 |
118.08 |
118.08 |
118.08 |
118.08 |
+1.05 |
262 |
8,751 |
+144 |
Aug12 |
110722 |
117.92 |
117.92 |
117.92 |
117.92 |
+1.05 |
145 |
6,151 |
+4 |
Sep12 |
110722 |
117.72 |
117.72 |
117.72 |
117.72 |
+1.04 |
175 |
7,591 |
-24 |
Oct12 |
110722 |
117.52 |
117.52 |
117.52 |
117.52 |
+1.04 |
107 |
3,543 |
+11 |
Total Volume and Open Interest |
332,318 |
796,620 |
+6,019 |
Gas Oil(ICE) |
Aug11 |
110722 |
976.00 |
984.00 |
974.00 |
982.75 |
-0.50 |
50,641 |
106,210 |
-6,848 |
Sep11 |
110722 |
979.25 |
987.00 |
976.75 |
985.50 |
-0.50 |
51,687 |
131,998 |
+2,026 |
Oct11 |
110722 |
980.50 |
989.25 |
979.25 |
988.00 |
-0.75 |
16,515 |
57,459 |
+797 |
Nov11 |
110722 |
983.00 |
990.25 |
980.75 |
989.50 |
-0.75 |
8,372 |
34,342 |
+1,401 |
Dec11 |
110722 |
984.75 |
991.75 |
983.00 |
991.00 |
-1.00 |
15,723 |
59,657 |
+1,528 |
Jan12 |
110722 |
984.25 |
994.00 |
984.25 |
993.00 |
-1.25 |
2,704 |
36,894 |
+1,199 |
Feb12 |
110722 |
991.00 |
994.50 |
991.00 |
993.50 |
-1.25 |
1,176 |
11,726 |
+143 |
Mar12 |
110722 |
987.75 |
994.00 |
987.00 |
993.75 |
-1.25 |
1,315 |
13,009 |
+83 |
Apr12 |
110722 |
993.25 |
993.25 |
992.00 |
993.25 |
-1.25 |
284 |
8,430 |
-55 |
May12 |
110722 |
992.50 |
992.50 |
991.25 |
992.50 |
-1.50 |
294 |
7,571 |
+38 |
Total Volume and Open Interest |
154,670 |
568,545 |
+745 |
Ethanol(CBOT) |
Jul11 |
110706 |
2.758 |
2.795 |
2.758 |
2.761 |
+0.027 |
42 |
209 |
-19 |
Aug11 |
110722 |
2.911 |
2.944 |
2.896 |
2.942 |
+0.047 |
141 |
730 |
-74 |
Sep11 |
110722 |
2.741 |
2.805 |
2.741 |
2.794 |
+0.048 |
163 |
1,657 |
-77 |
Oct11 |
110722 |
2.620 |
2.665 |
2.620 |
2.659 |
+0.032 |
164 |
1,280 |
+76 |
Nov11 |
110722 |
2.568 |
2.583 |
2.564 |
2.580 |
+0.034 |
140 |
1,079 |
+40 |
Dec11 |
110722 |
2.534 |
2.545 |
2.530 |
2.543 |
+0.027 |
184 |
1,269 |
+31 |
Jan12 |
110722 |
2.514 |
2.525 |
2.511 |
2.520 |
+0.027 |
129 |
773 |
+27 |
Feb12 |
110722 |
2.510 |
2.526 |
2.510 |
2.519 |
+0.023 |
15 |
316 |
-1 |
Total Volume and Open Interest |
1,044 |
8,919 |
+64 |
WTI Crude Oil(ICE |
Sep11 |
110722 |
99.36 |
100.19 |
98.43 |
99.87 |
+0.74 |
67,070 |
79,808 |
-2,166 |
Oct11 |
110722 |
99.66 |
100.49 |
98.76 |
100.20 |
+0.74 |
23,111 |
36,823 |
+677 |
Nov11 |
110722 |
100.02 |
100.84 |
99.15 |
100.58 |
+0.73 |
10,639 |
23,496 |
-25 |
Dec11 |
110722 |
100.39 |
101.18 |
99.53 |
100.94 |
+0.69 |
13,429 |
88,757 |
+77 |
Jan12 |
110722 |
100.72 |
101.49 |
99.91 |
101.27 |
+0.64 |
1,468 |
17,220 |
+149 |
Feb12 |
110722 |
101.02 |
101.60 |
100.35 |
101.60 |
+0.60 |
1,298 |
5,748 |
+260 |
Mar12 |
110722 |
101.36 |
102.11 |
100.77 |
101.90 |
+0.56 |
1,827 |
14,662 |
+430 |
Apr12 |
110722 |
101.51 |
102.40 |
101.01 |
102.19 |
+0.52 |
587 |
4,803 |
+51 |
May12 |
110722 |
102.20 |
102.68 |
101.28 |
102.47 |
+0.48 |
1,242 |
4,126 |
-84 |
Jun12 |
110722 |
102.33 |
102.95 |
101.49 |
102.74 |
+0.44 |
3,207 |
28,116 |
+137 |
Jul12 |
110722 |
102.99 |
102.99 |
102.99 |
102.99 |
+0.41 |
101 |
4,250 |
-39 |
Aug12 |
110722 |
103.18 |
103.18 |
103.18 |
103.18 |
+0.38 |
44 |
1,222 |
+3 |
Sep12 |
110722 |
103.36 |
103.36 |
103.36 |
103.36 |
+0.35 |
60 |
5,052 |
+18 |
Oct12 |
110722 |
103.53 |
103.53 |
103.53 |
103.53 |
+0.32 |
0 |
1,038 |
+0 |
Nov12 |
110722 |
103.72 |
103.72 |
103.72 |
103.72 |
+0.28 |
22 |
2,558 |
+20 |
Dec12 |
110722 |
103.85 |
104.12 |
102.79 |
103.94 |
+0.25 |
2,898 |
49,397 |
+87 |
Total Volume and Open Interest |
128,367 |
438,504 |
-186 |
US Dollar Index(ICE) |
Sep11 |
110722 |
74.245 |
74.600 |
74.155 |
74.412 |
+0.182 |
26,901 |
46,819 |
+880 |
Dec11 |
110722 |
74.805 |
74.900 |
74.660 |
74.857 |
+0.177 |
30 |
671 |
+6 |
Mar12 |
110722 |
75.323 |
75.323 |
75.323 |
75.323 |
+0.173 |
0 |
1 |
+0 |
Total Volume and Open Interest |
26,931 |
47,491 |
+886 |
Australian Dollar(CME) |
Sep11 |
110722 |
107.57 |
107.96 |
107.42 |
107.82 |
+0.19 |
84,868 |
127,316 |
-948 |
Dec11 |
110722 |
106.40 |
106.73 |
106.26 |
106.63 |
+0.19 |
42 |
453 |
+10 |
Mar12 |
110722 |
105.50 |
105.50 |
105.32 |
105.50 |
+0.18 |
0 |
2 |
+0 |
Total Volume and Open Interest |
84,910 |
127,774 |
-938 |
British Pound(CME) |
Sep11 |
110722 |
163.10 |
163.17 |
162.53 |
162.96 |
-0.08 |
96,828 |
101,071 |
+3,036 |
Dec11 |
110722 |
162.97 |
162.97 |
162.77 |
162.77 |
-0.09 |
6 |
249 |
+1 |
Mar12 |
110722 |
162.59 |
162.69 |
162.59 |
162.59 |
-0.10 |
0 |
2 |
+0 |
Total Volume and Open Interest |
96,834 |
101,328 |
+3,037 |
Canadian Dollar(CME) |
Sep11 |
110722 |
105.82 |
105.92 |
104.79 |
105.23 |
-0.53 |
71,629 |
117,019 |
-2,783 |
Dec11 |
110722 |
105.52 |
105.65 |
104.54 |
104.99 |
-0.52 |
141 |
3,922 |
+49 |
Mar12 |
110722 |
104.62 |
105.23 |
104.43 |
104.72 |
-0.51 |
19 |
630 |
+5 |
Jun12 |
110722 |
104.47 |
104.95 |
104.42 |
104.42 |
-0.53 |
0 |
276 |
+0 |
Total Volume and Open Interest |
71,789 |
121,990 |
-2,729 |
Japanese Yen(CME) |
Sep11 |
110722 |
127.40 |
127.79 |
127.06 |
127.54 |
+0.04 |
79,101 |
130,537 |
+1,591 |
Dec11 |
110722 |
127.26 |
127.88 |
127.26 |
127.64 |
+0.05 |
41 |
669 |
+25 |
Mar12 |
110722 |
127.79 |
127.79 |
127.76 |
127.79 |
+0.03 |
0 |
46 |
+0 |
Total Volume and Open Interest |
79,142 |
131,269 |
+1,616 |
Swiss Franc(CME) |
Sep11 |
110722 |
122.50 |
122.69 |
121.28 |
122.28 |
-0.28 |
35,387 |
52,275 |
+361 |
Dec11 |
110722 |
122.30 |
122.67 |
121.51 |
122.36 |
-0.31 |
11 |
208 |
-3 |
Mar12 |
110722 |
122.50 |
122.80 |
122.50 |
122.50 |
-0.30 |
0 |
5 |
+0 |
Total Volume and Open Interest |
35,398 |
52,491 |
+358 |
EuroFX(CME) |
Sep11 |
110722 |
143.94 |
144.14 |
143.00 |
143.44 |
-0.46 |
304,958 |
176,791 |
-1,276 |
Dec11 |
110722 |
143.45 |
143.63 |
142.66 |
143.05 |
-0.47 |
70 |
1,053 |
+8 |
Mar12 |
110722 |
142.68 |
143.15 |
142.68 |
142.68 |
-0.47 |
4 |
364 |
-1 |
Total Volume and Open Interest |
305,032 |
179,045 |
-1,269 |
Mexican Peso(CME) |
Aug11 |
110722 |
859.2 |
861.5 |
859.2 |
859.2 |
-2.2 |
|
|
|
Sep11 |
110722 |
857.2 |
858.8 |
852.8 |
855.0 |
-2.2 |
16,482 |
134,425 |
-503 |
Total Volume and Open Interest |
16,482 |
134,760 |
-503 |
30-Year T-Bonds(CBOT) |
Sep11 |
110722 |
125~030 |
125~310 |
125~020 |
125~270 |
+0~240 |
275,785 |
635,621 |
-8,223 |
Dec11 |
110722 |
123~240 |
124~150 |
123~190 |
124~110 |
+0~240 |
75 |
1,573 |
+23 |
Mar12 |
110722 |
122~290 |
122~290 |
122~050 |
122~290 |
+0~240 |
0 |
2 |
+0 |
Total Volume and Open Interest |
275,860 |
637,196 |
-8,200 |
10-Year T-Notes(CBOT) |
Sep11 |
110722 |
123~300 |
124~120 |
123~295 |
124~105 |
+0~105 |
956,902 |
1,892,107 |
-6,788 |
Dec11 |
110722 |
122~195 |
122~290 |
122~180 |
122~290 |
+0~110 |
776 |
16,613 |
-155 |
Mar12 |
110722 |
121~290 |
121~290 |
121~180 |
121~290 |
+0~110 |
|
|
|
Total Volume and Open Interest |
957,678 |
1,908,720 |
-6,943 |
5-Year T-Notes(CBOT) |
Sep11 |
110722 |
120~041 |
120~079 |
120~039 |
120~066 |
+1~041 |
858,362 |
1,523,754 |
-20,958 |
Dec11 |
110722 |
119~035 |
119~035 |
119~008 |
119~035 |
+0~027 |
0 |
18 |
+0 |
Mar12 |
110722 |
118~059 |
118~059 |
118~032 |
118~059 |
+0~027 |
|
|
|
Total Volume and Open Interest |
446,857 |
1,571,460 |
+6,610 |
2 Year T-Notes(CBOT) |
Sep11 |
110722 |
109~106 |
109~114 |
109~105 |
109~110 |
+0~005 |
218,712 |
1,046,432 |
+24,719 |
Dec11 |
110722 |
109~082 |
109~082 |
109~076 |
109~082 |
+0~006 |
6 |
1,092 |
+0 |
Mar12 |
110722 |
109~020 |
109~020 |
109~014 |
109~020 |
+0~006 |
|
|
|
Total Volume and Open Interest |
218,718 |
1,047,524 |
+24,719 |
Eurodollars(CME) |
Sep11 |
110722 |
99.645 |
99.660 |
99.640 |
99.655 |
+0.015 |
244,482 |
1,177,921 |
-2,927 |
Dec11 |
110722 |
99.545 |
99.570 |
99.540 |
99.550 |
+0.010 |
278,753 |
1,164,828 |
-17,082 |
Mar12 |
110722 |
99.480 |
99.515 |
99.480 |
99.505 |
+0.025 |
231,879 |
1,431,603 |
-26,727 |
Jun12 |
110722 |
99.395 |
99.450 |
99.395 |
99.440 |
+0.040 |
182,383 |
1,343,051 |
-7,954 |
Sep12 |
110722 |
99.270 |
99.340 |
99.270 |
99.330 |
+0.055 |
159,001 |
1,043,847 |
-3,630 |
Dec12 |
110722 |
99.110 |
99.185 |
99.105 |
99.170 |
+0.060 |
128,262 |
712,696 |
-2,892 |
Mar13 |
110722 |
98.935 |
99.020 |
98.935 |
99.005 |
+0.060 |
133,409 |
685,434 |
-5,841 |
Jun13 |
110722 |
98.730 |
98.820 |
98.730 |
98.805 |
+0.065 |
136,001 |
435,125 |
+12,421 |
Sep13 |
110722 |
98.500 |
98.590 |
98.490 |
98.575 |
+0.070 |
106,936 |
453,463 |
+3,939 |
Dec13 |
110722 |
98.230 |
98.330 |
98.230 |
98.315 |
+0.075 |
79,481 |
319,971 |
-1,692 |
Mar14 |
110722 |
97.975 |
98.080 |
97.975 |
98.060 |
+0.075 |
55,669 |
257,419 |
-6,640 |
Jun14 |
110722 |
97.710 |
97.815 |
97.710 |
97.795 |
+0.075 |
58,542 |
194,855 |
-5,676 |
Sep14 |
110722 |
97.460 |
97.560 |
97.460 |
97.540 |
+0.080 |
36,594 |
108,832 |
+4,419 |
Dec14 |
110722 |
97.185 |
97.295 |
97.185 |
97.280 |
+0.085 |
25,028 |
103,947 |
+3,832 |
Mar15 |
110722 |
96.945 |
97.060 |
96.945 |
97.045 |
+0.085 |
19,847 |
99,424 |
-1,036 |
Jun15 |
110722 |
4.980 |
5.080 |
4.965 |
5.060 |
+0.085 |
15,132 |
73,029 |
-756 |
Sep15 |
110722 |
4.740 |
4.855 |
4.740 |
4.835 |
+0.085 |
12,442 |
59,270 |
+237 |
Dec15 |
110722 |
4.525 |
4.640 |
4.525 |
4.620 |
+0.085 |
10,943 |
50,030 |
+167 |
Total Volume and Open Interest |
1,949,783 |
9,970,354 |
+9,970,354 |
30 Day Federal Funds(CBOT) |
Jul11 |
110722 |
99.933 |
99.933 |
99.930 |
99.933 |
+0.003 |
1,724 |
68,313 |
+26 |
Aug11 |
110722 |
99.905 |
99.915 |
99.905 |
99.910 |
unch |
4,657 |
62,710 |
+1,341 |
Sep11 |
110722 |
99.890 |
99.895 |
99.890 |
99.890 |
unch |
7,005 |
62,020 |
+1,165 |
Oct11 |
110722 |
99.875 |
99.875 |
99.875 |
99.875 |
unch |
3,645 |
49,782 |
+237 |
Nov11 |
110722 |
99.865 |
99.865 |
99.860 |
99.865 |
unch |
4,278 |
48,179 |
+560 |
Dec11 |
110722 |
99.850 |
99.855 |
99.845 |
99.850 |
unch |
6,309 |
55,259 |
-1,672 |
Total Volume and Open Interest |
70,061 |
827,817 |
+4,182 |
30 Day Fed Funds(e-CBOT) |
3-Mth Euro-Yen(CME) |
Sep11 |
110722 |
99.660 |
99.660 |
99.660 |
99.660 |
-0.002 |
0 |
51 |
+0 |
Dec11 |
110722 |
99.658 |
99.658 |
99.658 |
99.658 |
-0.003 |
0 |
75 |
+0 |
Mar12 |
110722 |
99.655 |
99.655 |
99.655 |
99.655 |
unch |
|
|
|
Jun12 |
110722 |
99.650 |
99.650 |
99.650 |
99.650 |
unch |
|
|
|
Sep12 |
110722 |
99.585 |
99.585 |
99.585 |
99.585 |
unch |
|
|
|
Dec12 |
110722 |
99.635 |
99.635 |
99.635 |
99.635 |
unch |
|
|
|
Mar13 |
110722 |
99.635 |
99.635 |
99.635 |
99.635 |
unch |
|
|
|
Jun13 |
110722 |
99.590 |
99.590 |
99.590 |
99.590 |
unch |
|
|
|
Sep13 |
110722 |
99.450 |
99.450 |
99.450 |
99.450 |
unch |
|
|
|
Dec13 |
110722 |
99.310 |
99.310 |
99.310 |
99.310 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
126 |
+0 |
3-Mth Euro-Yen(SGX) |
Sep11 |
110722 |
99.66 |
99.66 |
99.66 |
99.66 |
0.00 |
0 |
1,332 |
+0 |
Dec11 |
110722 |
99.66 |
99.66 |
99.66 |
99.66 |
0.00 |
0 |
1,392 |
+0 |
Mar12 |
110722 |
99.65 |
99.65 |
99.65 |
99.65 |
unch |
0 |
1,823 |
+0 |
Jun12 |
110722 |
99.65 |
99.65 |
99.65 |
99.65 |
unch |
0 |
1,374 |
+0 |
Sep12 |
110722 |
99.58 |
99.58 |
99.58 |
99.58 |
unch |
0 |
411 |
+0 |
Dec12 |
110722 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
0 |
26 |
+0 |
Mar13 |
110722 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
0 |
1 |
+0 |
Jun13 |
110722 |
99.59 |
99.59 |
99.59 |
99.59 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
6,359 |
+0 |
Japanese Gov't Bonds(SGX) |
Sep11 |
110722 |
141.53 |
141.53 |
141.25 |
141.47 |
-0.12 |
1,396 |
24,114 |
+1,750 |
Dec11 |
110722 |
140.96 |
140.96 |
140.96 |
140.96 |
-0.12 |
0 |
2 |
+0 |
Mar12 |
110722 |
138.87 |
138.87 |
138.87 |
138.87 |
-0.12 |
|
|
|
Total Volume and Open Interest |
1,396 |
24,116 |
+26 |
Euro-Bund(EUREX) |
Sep11 |
110722 |
127.00 |
127.82 |
126.39 |
127.69 |
+0.68 |
923,862 |
970,572 |
-21,981 |
Dec11 |
110722 |
125.44 |
126.38 |
125.10 |
126.38 |
+0.67 |
39 |
686 |
+24 |
Mar12 |
110722 |
126.37 |
126.37 |
126.37 |
126.37 |
+0.68 |
|
|
|
Total Volume and Open Interest |
923,901 |
971,258 |
-21,957 |
Euro-Bobl(EUREX) |
Sep11 |
110722 |
117.67 |
118.18 |
117.30 |
118.10 |
+0.40 |
565,538 |
761,001 |
-4,477 |
Dec11 |
110722 |
117.16 |
117.16 |
117.16 |
117.16 |
+0.40 |
0 |
696 |
-38 |
Mar12 |
110722 |
117.13 |
117.13 |
117.13 |
117.13 |
+0.40 |
|
|
|
Total Volume and Open Interest |
565,538 |
761,697 |
-4,515 |
3-Mth Euribor(EUREX) |
Sep11 |
110722 |
98.305 |
98.320 |
98.305 |
98.320 |
+0.010 |
29 |
1,991 |
+4 |
Dec11 |
110722 |
98.215 |
98.235 |
98.215 |
98.235 |
+0.005 |
140 |
1,303 |
-110 |
Mar12 |
110722 |
98.160 |
98.195 |
98.160 |
98.195 |
+0.010 |
457 |
2,185 |
+427 |
Total Volume and Open Interest |
975 |
8,497 |
+294 |
Long Gilt(LIFFE) |
Sep11 |
110722 |
122~03 |
122~26 |
121~20 |
122~24 |
+2~14 |
122,925 |
366,434 |
-12,160 |
Dec11 |
110722 |
121~15 |
121~15 |
121~15 |
121~15 |
+0~20 |
|
|
|
Total Volume and Open Interest |
108,272 |
362,207 |
+849 |
3-Mth Short Sterling(LIFFE) |
Sep11 |
110722 |
99.11 |
99.14 |
99.11 |
99.13 |
+0.01 |
35,132 |
411,710 |
-2,841 |
Dec11 |
110722 |
99.05 |
99.09 |
99.05 |
99.08 |
+0.02 |
29,240 |
538,902 |
+2,653 |
Mar12 |
110722 |
98.98 |
99.02 |
98.97 |
99.01 |
+0.02 |
27,128 |
477,309 |
+2,042 |
Jun12 |
110722 |
98.88 |
98.93 |
98.86 |
98.92 |
+0.03 |
44,255 |
329,850 |
-3,156 |
Sep12 |
110722 |
98.75 |
98.82 |
98.73 |
98.81 |
+0.04 |
53,298 |
337,003 |
+3,925 |
Dec12 |
110722 |
98.58 |
98.66 |
98.54 |
98.64 |
+0.04 |
73,604 |
296,503 |
+7,426 |
Total Volume and Open Interest |
423,675 |
2,823,976 |
+33,360 |
3-Mth Euribor(LIFFE) |
Sep11 |
110722 |
98.305 |
98.325 |
98.295 |
98.320 |
+0.010 |
103,696 |
723,076 |
-12,405 |
Dec11 |
110722 |
98.235 |
98.250 |
98.195 |
98.235 |
+0.005 |
108,309 |
581,219 |
+3,369 |
Mar12 |
110722 |
98.190 |
98.210 |
98.135 |
98.195 |
+0.010 |
109,951 |
497,939 |
+7,730 |
Total Volume and Open Interest |
723,271 |
3,576,297 |
+10,135 |
3-Mth Aus T-Bills(SFE) |
Sep11 |
110722 |
95.19 |
95.22 |
95.13 |
95.16 |
-0.03 |
38,588 |
273,052 |
-668 |
Dec11 |
110722 |
95.33 |
95.35 |
95.25 |
95.28 |
-0.05 |
39,877 |
266,726 |
+8,813 |
Mar12 |
110722 |
95.40 |
95.43 |
95.32 |
95.35 |
-0.05 |
18,226 |
150,574 |
+328 |
Jun12 |
110722 |
95.43 |
95.46 |
95.34 |
95.36 |
-0.06 |
3,110 |
88,951 |
+221 |
Sep12 |
110722 |
95.40 |
95.42 |
95.32 |
95.33 |
-0.06 |
2,794 |
54,918 |
+229 |
Dec12 |
110722 |
95.36 |
95.36 |
95.27 |
95.28 |
-0.05 |
846 |
31,676 |
-632 |
Mar13 |
110722 |
95.22 |
95.23 |
95.19 |
95.23 |
-0.03 |
384 |
33,132 |
-313 |
Jun13 |
110722 |
95.13 |
95.16 |
95.12 |
95.16 |
-0.02 |
274 |
11,883 |
+98 |
Sep13 |
110722 |
95.05 |
95.10 |
95.05 |
95.10 |
unch |
15 |
2,020 |
+14 |
Dec13 |
110722 |
94.96 |
94.97 |
94.96 |
94.97 |
-0.03 |
3 |
1,428 |
+3 |
Total Volume and Open Interest |
104,117 |
914,526 |
+8,093 |
10-Year Aus T-Bonds(SFE) |
Sep11 |
110722 |
95.04 |
95.07 |
94.96 |
95.03 |
-0.01 |
69,229 |
415,374 |
+9,441 |
Dec11 |
110722 |
95.03 |
95.03 |
95.03 |
95.03 |
-0.01 |
|
|
|
Total Volume and Open Interest |
69,229 |
415,374 |
+9,441 |
3-Year Aus T-Bonds(SFE) |
Sep11 |
110722 |
95.59 |
95.65 |
95.49 |
95.54 |
-0.05 |
226,791 |
758,846 |
+34,822 |
Dec11 |
110722 |
95.54 |
95.54 |
95.54 |
95.54 |
-0.05 |
|
|
|
Total Volume and Open Interest |
226,791 |
758,846 |
-13,817 |
Gold(CMX) |
Aug11 |
110722 |
1589.7 |
1607.7 |
1583.2 |
1601.5 |
+14.5 |
153,916 |
245,339 |
-5,487 |
Oct11 |
110722 |
1590.3 |
1608.4 |
1584.5 |
1602.6 |
+14.5 |
1,988 |
16,310 |
+692 |
Dec11 |
110722 |
1594.5 |
1609.8 |
1585.9 |
1603.7 |
+14.6 |
17,287 |
178,157 |
+8,878 |
Feb12 |
110722 |
1594.5 |
1610.0 |
1589.6 |
1605.1 |
+14.6 |
925 |
11,560 |
+101 |
Apr12 |
110722 |
1591.3 |
1610.2 |
1591.3 |
1606.6 |
+14.6 |
163 |
6,133 |
-13 |
Jun12 |
110722 |
1597.4 |
1610.5 |
1594.7 |
1608.3 |
+14.6 |
89 |
14,477 |
+53 |
Aug12 |
110722 |
1610.1 |
1611.3 |
1610.1 |
1610.2 |
+14.6 |
2 |
5,015 |
-1 |
Oct12 |
110722 |
1599.2 |
1612.3 |
1599.2 |
1612.3 |
+14.4 |
1 |
4,111 |
-1 |
Dec12 |
110722 |
1602.0 |
1617.8 |
1600.2 |
1614.7 |
+14.3 |
216 |
11,727 |
+16 |
Feb13 |
110722 |
1613.8 |
1617.4 |
1613.8 |
1617.4 |
+14.3 |
0 |
1,560 |
+0 |
Apr13 |
110722 |
1620.5 |
1620.5 |
1620.5 |
1620.5 |
+14.2 |
0 |
201 |
+0 |
Jun13 |
110722 |
1624.0 |
1624.0 |
1624.0 |
1624.0 |
+14.0 |
25 |
11,076 |
+11 |
Total Volume and Open Interest |
175,079 |
546,631 |
+4,289 |
Silver(CMX) |
Jul11 |
110722 |
3919.0 |
4025.5 |
3919.0 |
4011.3 |
+117.6 |
142 |
352 |
-28 |
Sep11 |
110722 |
3933.5 |
4030.0 |
3886.5 |
4012.2 |
+117.5 |
66,670 |
59,833 |
-590 |
Dec11 |
110722 |
3938.0 |
4030.0 |
3892.0 |
4014.5 |
+117.6 |
2,608 |
27,168 |
+725 |
Mar12 |
110722 |
3897.0 |
4020.0 |
3897.0 |
4014.5 |
+117.7 |
126 |
5,267 |
-2 |
May12 |
110722 |
4000.0 |
4014.0 |
4000.0 |
4013.3 |
+117.7 |
123 |
1,617 |
+39 |
Jul12 |
110722 |
4012.0 |
4012.0 |
4012.0 |
4012.0 |
+117.7 |
102 |
1,759 |
+0 |
Sep12 |
110722 |
3933.5 |
4011.5 |
3932.5 |
4010.0 |
+117.7 |
12 |
222 |
+4 |
Total Volume and Open Interest |
71,025 |
116,336 |
+337 |
Platinum(NYMEX) |
Jul11 |
110722 |
1792.0 |
1798.0 |
1792.0 |
1797.3 |
+10.6 |
13 |
14 |
+10 |
Oct11 |
110722 |
1789.8 |
1805.8 |
1784.6 |
1798.4 |
+10.6 |
3,087 |
31,023 |
+297 |
Jan12 |
110722 |
1791.9 |
1803.0 |
1791.9 |
1801.4 |
+11.1 |
35 |
1,150 |
+7 |
Apr12 |
110722 |
1804.3 |
1804.3 |
1804.3 |
1804.3 |
+11.1 |
9 |
119 |
+9 |
Total Volume and Open Interest |
3,144 |
32,322 |
+323 |
Palladium(NYMEX) |
Sep11 |
110722 |
808.25 |
814.00 |
799.50 |
806.40 |
-2.60 |
2,457 |
21,249 |
+67 |
Dec11 |
110722 |
808.30 |
815.00 |
806.00 |
807.60 |
-2.50 |
40 |
854 |
+30 |
Mar12 |
110722 |
153.44 |
153.44 |
153.44 |
153.44 |
-2.50 |
1 |
53 |
+1 |
Total Volume and Open Interest |
2,498 |
22,157 |
+98 |
Copper(CMX) |
Jul11 |
110722 |
440.00 |
441.20 |
437.50 |
440.45 |
+2.70 |
250 |
1,728 |
-62 |
Sep11 |
110722 |
438.50 |
442.60 |
437.50 |
441.00 |
+2.65 |
23,666 |
92,458 |
+307 |
Dec11 |
110722 |
440.95 |
444.55 |
439.70 |
442.95 |
+2.65 |
2,057 |
36,902 |
+265 |
Mar12 |
110722 |
443.30 |
444.40 |
441.65 |
444.15 |
+2.70 |
1,204 |
13,002 |
+486 |
May12 |
110722 |
444.40 |
444.40 |
444.40 |
444.40 |
+2.75 |
348 |
2,113 |
+105 |
Total Volume and Open Interest |
28,546 |
154,311 |
+1,435 |
DJIA Index(CBOT) |
Sep11 |
110722 |
12696 |
12745 |
12605 |
12621 |
-69 |
289 |
15,670 |
+37 |
Dec11 |
110722 |
12549 |
12549 |
12549 |
12549 |
-69 |
0 |
86 |
+0 |
Mar12 |
110722 |
12480 |
12480 |
12480 |
12480 |
-69 |
|
|
|
Jun12 |
110722 |
12410 |
12410 |
12410 |
12410 |
-69 |
|
|
|
Total Volume and Open Interest |
289 |
15,756 |
+37 |
Mini DJIA Index(CBOT) |
Sep11 |
110722 |
12686 |
12749 |
12592 |
12621 |
-69 |
89,020 |
113,639 |
-6,716 |
Dec11 |
110722 |
12638 |
12667 |
12528 |
12549 |
-69 |
44 |
414 |
-4 |
Mar12 |
110722 |
12480 |
12480 |
12480 |
12480 |
-69 |
0 |
11 |
+0 |
Jun12 |
110722 |
12410 |
12410 |
12410 |
12410 |
-69 |
|
|
|
Total Volume and Open Interest |
89,064 |
114,064 |
-6,720 |
S & P 500(CME) |
Sep11 |
110722 |
1340.50 |
1347.70 |
1333.00 |
1341.00 |
-1.50 |
14,907 |
264,071 |
+2,548 |
Dec11 |
110722 |
1328.20 |
1336.40 |
1328.20 |
1335.40 |
-1.50 |
0 |
10,978 |
-3 |
Mar12 |
110722 |
1329.90 |
1329.90 |
1323.40 |
1329.90 |
-1.50 |
0 |
11 |
+0 |
Jun12 |
110722 |
1324.90 |
1324.90 |
1318.40 |
1324.90 |
-1.50 |
0 |
5 |
+0 |
Total Volume and Open Interest |
14,907 |
275,065 |
+2,545 |
S & P 500 E-Mini(Globex) |
Sep11 |
110722 |
1341.25 |
1347.75 |
1332.75 |
1341.00 |
-1.50 |
1,637,321 |
2,594,680 |
+8,820 |
Dec11 |
110722 |
1336.25 |
1341.75 |
1327.50 |
1335.50 |
-1.50 |
321 |
13,182 |
+31 |
Total Volume and Open Interest |
1,637,657 |
2,608,073 |
+8,851 |
NASDAQ 100(CME) |
Sep11 |
110722 |
2406.80 |
2431.00 |
2396.80 |
2428.00 |
+18.00 |
1,710 |
17,861 |
-652 |
Dec11 |
110722 |
2419.00 |
2425.00 |
2398.00 |
2422.50 |
+17.70 |
0 |
1 |
+0 |
Mar12 |
110722 |
2418.30 |
2418.30 |
2414.80 |
2418.30 |
+17.80 |
|
|
|
Total Volume and Open Interest |
1,710 |
17,862 |
-652 |
NASDAQ 100 E-Mini(Globex) |
Sep11 |
110722 |
2402.50 |
2429.80 |
2396.30 |
2428.00 |
+18.00 |
253,753 |
345,866 |
-17,540 |
Dec11 |
110722 |
2404.30 |
2422.50 |
2393.50 |
2422.50 |
+17.70 |
154 |
407 |
-7 |
Total Volume and Open Interest |
253,907 |
346,280 |
-17,547 |
S & P Midcap 400(CME) |
Sep11 |
110722 |
988.00 |
990.00 |
982.00 |
988.70 |
-0.30 |
1 |
2,547 |
+0 |
Dec11 |
110722 |
987.20 |
987.20 |
986.50 |
987.20 |
-0.30 |
|
|
|
Mar12 |
110722 |
985.50 |
985.50 |
984.80 |
985.50 |
-0.30 |
|
|
|
Total Volume and Open Interest |
1 |
2,547 |
+0 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Sep11 |
110722 |
10125 |
10190 |
10100 |
10150 |
+250 |
10,081 |
32,259 |
+593 |
Dec11 |
110722 |
10120 |
10120 |
10090 |
10120 |
+30 |
0 |
26 |
+0 |
Total Volume and Open Interest |
8,109 |
37,071 |
-361 |
Nikkei 225(SGX) |
Sep11 |
110722 |
10015 |
10155 |
9970 |
10130 |
+125 |
72,336 |
191,224 |
-1,975 |
Dec11 |
110722 |
10000 |
10100 |
10000 |
10100 |
+155 |
56 |
8,204 |
+0 |
Mar12 |
110722 |
10070 |
10070 |
10070 |
10070 |
+130 |
0 |
10 |
+0 |
Total Volume and Open Interest |
73,590 |
209,815 |
-1,353 |
CAC 40(EURONEXT) |
Aug11 |
110722 |
3856.0 |
3872.0 |
3820.0 |
3849.5 |
+31.0 |
151,354 |
316,381 |
+2,974 |
Sep11 |
110722 |
3847.5 |
3868.5 |
3818.0 |
3847.0 |
+30.5 |
800 |
36,931 |
+432 |
Oct11 |
110722 |
3847.0 |
3847.0 |
3847.0 |
3847.0 |
+29.0 |
|
|
|
Total Volume and Open Interest |
152,155 |
353,345 |
+3,407 |
Hang Seng Index(HKFE) |
Jul11 |
110722 |
22201 |
22478 |
22191 |
22470 |
+511 |
84,882 |
89,966 |
+939 |
Aug11 |
110722 |
22150 |
22438 |
22150 |
22438 |
+518 |
1,790 |
4,527 |
+828 |
Sep11 |
110722 |
22065 |
22342 |
22065 |
22338 |
+514 |
540 |
3,661 |
-41 |
Total Volume and Open Interest |
87,399 |
102,132 |
+1,745 |
DAX(EUREX) |
Sep11 |
110722 |
7359.0 |
7373.5 |
7281.5 |
7336.5 |
+25.0 |
148,021 |
159,871 |
+732 |
Dec11 |
110722 |
7388.5 |
7400.0 |
7320.0 |
7365.0 |
+25.5 |
537 |
8,678 |
+283 |
Mar12 |
110722 |
7416.0 |
7427.0 |
7355.0 |
7398.5 |
+26.0 |
60 |
364 |
+40 |
Total Volume and Open Interest |
148,618 |
168,913 |
+1,055 |
FT-SE 100(EURONEXT) |
Sep11 |
110722 |
5887.00 |
5931.00 |
5865.50 |
5891.00 |
+22.50 |
110,803 |
658,492 |
-7,596 |
Dec11 |
110722 |
5885.00 |
5885.00 |
5866.50 |
5866.50 |
+22.50 |
12 |
822 |
+12 |
Mar12 |
110722 |
5829.50 |
5829.50 |
5829.50 |
5829.50 |
+22.50 |
20 |
153 |
+10 |
Total Volume and Open Interest |
110,845 |
659,517 |
-7,564 |
SPI 200(SFE) |
Sep11 |
110722 |
4536.0 |
4587.0 |
4504.0 |
4587.0 |
+53.0 |
37,287 |
198,457 |
-3,782 |
Dec11 |
110722 |
4522.0 |
4601.0 |
4522.0 |
4601.0 |
+52.0 |
92 |
4,704 |
+85 |
Mar12 |
110722 |
4588.0 |
4588.0 |
4588.0 |
4588.0 |
+55.0 |
1 |
1,738 |
+0 |
Total Volume and Open Interest |
37,773 |
212,397 |
-3,699 |
GSCI(CME) |
Aug11 |
110722 |
42.14 |
46.39 |
39.44 |
45.64 |
+5.00 |
58 |
9,297 |
+25 |
Sep11 |
110722 |
46.64 |
47.39 |
39.64 |
46.64 |
+5.00 |
2 |
0 |
+0 |
Oct11 |
110722 |
47.64 |
48.39 |
39.64 |
47.64 |
+5.00 |
|
|
|
Total Volume and Open Interest |
60 |
9,297 |
+25 |
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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