|
MRCI's End of Day Prices |
Daily Futures Price Listing Wed July 27, 2011 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Aug11 |
110727 |
1383.00 |
1388.00 |
1368.50 |
1375.75 |
-7.25 |
27,768 |
33,648 |
-9,956 |
Sep11 |
110727 |
1380.25 |
1386.00 |
1366.00 |
1371.75 |
-8.50 |
19,826 |
43,074 |
+2,493 |
Nov11 |
110727 |
1388.75 |
1394.50 |
1374.25 |
1380.50 |
-8.25 |
89,989 |
308,783 |
-426 |
Jan12 |
110727 |
1398.50 |
1403.25 |
1384.25 |
1390.50 |
-8.00 |
4,835 |
51,989 |
-222 |
Mar12 |
110727 |
1403.50 |
1407.50 |
1388.50 |
1395.50 |
-7.00 |
2,335 |
26,462 |
+160 |
May12 |
110727 |
1399.25 |
1405.00 |
1388.25 |
1394.50 |
-5.50 |
1,957 |
32,698 |
+210 |
Jul12 |
110727 |
1401.25 |
1406.75 |
1390.25 |
1396.75 |
-4.50 |
2,836 |
18,036 |
+726 |
Total Volume and Open Interest |
149,848 |
538,972 |
-7,029 |
Soybean Meal(CBOT) |
Aug11 |
110727 |
360.00 |
367.50 |
354.90 |
355.80 |
-4.70 |
16,972 |
20,487 |
-1,558 |
Sep11 |
110727 |
363.50 |
364.80 |
357.60 |
358.30 |
-5.00 |
11,398 |
35,412 |
+745 |
Oct11 |
110727 |
364.80 |
366.30 |
359.20 |
360.00 |
-5.10 |
2,204 |
15,209 |
-174 |
Dec11 |
110727 |
369.10 |
371.00 |
362.80 |
363.60 |
-5.70 |
30,871 |
84,927 |
-588 |
Jan12 |
110727 |
371.10 |
371.90 |
364.70 |
365.40 |
-5.70 |
459 |
7,176 |
-71 |
Mar12 |
110727 |
372.90 |
372.90 |
367.00 |
367.60 |
-5.30 |
460 |
5,767 |
+16 |
May12 |
110727 |
372.00 |
372.20 |
367.10 |
367.30 |
-4.80 |
560 |
7,843 |
+69 |
Jul12 |
110727 |
370.90 |
371.00 |
367.20 |
367.60 |
-4.30 |
299 |
2,364 |
+43 |
Total Volume and Open Interest |
63,275 |
183,159 |
-1,509 |
Soybean Oil(CBOT) |
Aug11 |
110727 |
56.82 |
56.82 |
56.15 |
56.40 |
-0.19 |
30,348 |
21,087 |
-8,075 |
Sep11 |
110727 |
56.90 |
56.94 |
56.35 |
56.61 |
-0.18 |
29,194 |
44,553 |
-613 |
Oct11 |
110727 |
57.01 |
57.13 |
56.56 |
56.84 |
-0.17 |
5,108 |
19,702 |
+838 |
Dec11 |
110727 |
57.47 |
57.63 |
57.02 |
57.31 |
-0.16 |
59,546 |
144,158 |
-9,118 |
Jan12 |
110727 |
57.77 |
57.86 |
57.30 |
57.58 |
-0.13 |
1,068 |
23,194 |
-85 |
Mar12 |
110727 |
57.90 |
58.09 |
57.54 |
57.85 |
-0.11 |
1,344 |
14,056 |
+287 |
May12 |
110727 |
58.11 |
58.85 |
57.67 |
57.95 |
-0.11 |
567 |
7,820 |
+85 |
Jul12 |
110727 |
58.21 |
58.32 |
57.80 |
58.05 |
-0.12 |
678 |
3,933 |
+288 |
Total Volume and Open Interest |
127,912 |
281,618 |
-16,383 |
Canola(WCE) |
Nov11 |
110727 |
554.1 |
561.8 |
552.2 |
559.8 |
+4.8 |
13,280 |
120,288 |
-94 |
Jan12 |
110727 |
562.1 |
570.1 |
560.7 |
568.2 |
+4.9 |
3,369 |
18,624 |
+428 |
Mar12 |
110727 |
569.9 |
575.6 |
566.8 |
575.0 |
+4.9 |
573 |
6,628 |
+10 |
May12 |
110727 |
574.0 |
581.4 |
574.0 |
580.3 |
+5.5 |
719 |
4,668 |
+255 |
Jul12 |
110727 |
578.0 |
585.1 |
578.0 |
584.6 |
+5.1 |
162 |
2,959 |
+76 |
Total Volume and Open Interest |
18,255 |
154,815 |
+778 |
Corn(CBOT) |
Sep11 |
110727 |
689.50 |
693.00 |
677.00 |
691.50 |
+1.75 |
44,739 |
349,293 |
-5,859 |
Dec11 |
110727 |
686.25 |
693.00 |
675.00 |
691.50 |
+4.75 |
123,980 |
518,880 |
-1,138 |
Mar12 |
110727 |
699.00 |
705.00 |
687.00 |
704.00 |
+4.50 |
10,236 |
129,418 |
+2,071 |
May12 |
110727 |
705.50 |
711.00 |
694.00 |
710.00 |
+4.25 |
3,683 |
28,434 |
+363 |
Jul12 |
110727 |
710.75 |
716.25 |
700.00 |
715.00 |
+3.75 |
3,775 |
71,595 |
-31 |
Sep12 |
110727 |
667.75 |
680.00 |
664.00 |
679.50 |
+9.25 |
733 |
8,539 |
+270 |
Total Volume and Open Interest |
189,802 |
1,203,898 |
-3,948 |
Wheat(CBOT) |
Sep11 |
110727 |
694.75 |
712.50 |
685.75 |
704.75 |
+10.75 |
50,141 |
147,292 |
-4,378 |
Dec11 |
110727 |
734.50 |
751.00 |
727.00 |
745.25 |
+10.75 |
26,633 |
146,210 |
+1,069 |
Mar12 |
110727 |
769.00 |
783.00 |
760.50 |
777.00 |
+9.50 |
5,620 |
48,511 |
+883 |
May12 |
110727 |
783.00 |
797.00 |
777.00 |
790.25 |
+7.25 |
624 |
9,893 |
+130 |
Jul12 |
110727 |
794.00 |
808.00 |
788.00 |
799.50 |
+6.25 |
1,171 |
43,663 |
+190 |
Total Volume and Open Interest |
84,646 |
419,280 |
-2,026 |
Wheat(KCBT) |
Sep11 |
110727 |
779.75 |
799.50 |
774.00 |
788.25 |
+7.75 |
10,996 |
74,980 |
+708 |
Dec11 |
110727 |
805.25 |
825.25 |
800.75 |
814.25 |
+7.75 |
6,714 |
59,818 |
+1,426 |
Mar12 |
110727 |
819.75 |
839.25 |
816.50 |
827.75 |
+6.50 |
2,757 |
18,977 |
+1,015 |
May12 |
110727 |
824.00 |
843.75 |
821.25 |
831.75 |
+6.00 |
291 |
3,457 |
+65 |
Jul12 |
110727 |
822.50 |
842.00 |
822.25 |
831.50 |
+6.00 |
685 |
13,823 |
+86 |
Total Volume and Open Interest |
21,480 |
174,194 |
+3,297 |
Wheat(MGE) |
Sep11 |
110727 |
837.50 |
859.75 |
832.00 |
851.00 |
+12.00 |
1,864 |
19,896 |
-349 |
Dec11 |
110727 |
839.50 |
860.75 |
836.00 |
851.75 |
+11.75 |
947 |
19,670 |
+12 |
Mar12 |
110727 |
849.50 |
868.50 |
844.50 |
860.75 |
+11.75 |
891 |
6,376 |
-153 |
May12 |
110727 |
855.50 |
871.25 |
850.75 |
864.75 |
+10.75 |
632 |
3,125 |
+272 |
Jul12 |
110727 |
856.00 |
873.75 |
853.00 |
867.25 |
+11.00 |
208 |
4,856 |
+15 |
Total Volume and Open Interest |
4,574 |
57,884 |
-190 |
Oats(CBOT) |
Sep11 |
110727 |
357.25 |
357.25 |
354.25 |
355.50 |
-0.75 |
161 |
3,947 |
-1 |
Dec11 |
110727 |
366.50 |
369.75 |
366.00 |
367.75 |
-0.25 |
372 |
7,425 |
+70 |
Mar12 |
110727 |
378.25 |
378.25 |
378.25 |
378.25 |
unch |
10 |
834 |
+10 |
May12 |
110727 |
384.75 |
384.75 |
384.75 |
384.75 |
unch |
0 |
26 |
+0 |
Total Volume and Open Interest |
543 |
12,261 |
+79 |
Rough Rice(CBOT) |
Sep11 |
110727 |
17.18 |
17.21 |
16.71 |
16.80 |
-0.41 |
1,429 |
10,744 |
-134 |
Nov11 |
110727 |
17.45 |
17.50 |
17.00 |
17.11 |
-0.39 |
371 |
5,321 |
-22 |
Jan12 |
110727 |
17.30 |
17.80 |
17.30 |
17.41 |
-0.39 |
64 |
594 |
+25 |
Mar12 |
110727 |
17.57 |
18.07 |
17.57 |
17.68 |
-0.39 |
39 |
721 |
+15 |
Total Volume and Open Interest |
1,903 |
17,392 |
-116 |
Live Cattle(CME) |
Aug11 |
110727 |
111.330 |
111.400 |
110.550 |
111.080 |
-0.620 |
17,318 |
50,898 |
-6,350 |
Oct11 |
110727 |
115.930 |
115.950 |
115.035 |
115.450 |
-0.700 |
23,036 |
127,074 |
-1,394 |
Dec11 |
110727 |
119.480 |
119.480 |
118.330 |
118.730 |
-0.870 |
10,230 |
83,454 |
-46 |
Feb12 |
110727 |
122.600 |
122.600 |
121.600 |
122.150 |
-0.650 |
3,868 |
30,343 |
+595 |
Apr12 |
110727 |
124.650 |
124.650 |
123.885 |
124.430 |
-0.570 |
3,096 |
16,486 |
+291 |
Jun12 |
110727 |
121.400 |
121.800 |
121.035 |
121.800 |
-0.200 |
420 |
6,584 |
+142 |
Total Volume and Open Interest |
58,037 |
315,777 |
-6,755 |
Feeder Cattle(CME) |
Aug11 |
110727 |
136.400 |
136.400 |
134.785 |
135.380 |
-0.720 |
2,084 |
13,611 |
-571 |
Sep11 |
110727 |
138.035 |
138.050 |
136.650 |
136.935 |
-1.000 |
1,088 |
10,990 |
+245 |
Oct11 |
110727 |
139.000 |
139.000 |
137.550 |
138.075 |
-0.975 |
1,322 |
8,720 |
-58 |
Nov11 |
110727 |
139.185 |
139.250 |
137.900 |
138.575 |
-0.805 |
349 |
3,965 |
-65 |
Jan12 |
110727 |
138.850 |
139.150 |
137.900 |
138.550 |
-0.200 |
102 |
1,904 |
+12 |
Mar12 |
110727 |
138.785 |
138.935 |
137.800 |
138.300 |
-0.600 |
35 |
534 |
+8 |
Apr12 |
110727 |
138.130 |
138.350 |
138.130 |
138.350 |
-0.650 |
2 |
144 |
+0 |
Total Volume and Open Interest |
4,982 |
39,970 |
-429 |
Lean Hogs(CME) |
Aug11 |
110727 |
100.730 |
101.980 |
100.150 |
101.930 |
+1.450 |
8,819 |
23,372 |
-2,138 |
Oct11 |
110727 |
91.700 |
92.350 |
90.830 |
91.430 |
-0.270 |
10,939 |
91,112 |
+1,146 |
Dec11 |
110727 |
88.385 |
88.885 |
87.700 |
88.300 |
-0.085 |
4,692 |
66,149 |
+657 |
Feb12 |
110727 |
90.430 |
91.050 |
90.080 |
90.600 |
+0.120 |
1,129 |
31,899 |
+367 |
Apr12 |
110727 |
91.650 |
92.100 |
91.200 |
91.900 |
+0.400 |
685 |
18,907 |
+246 |
May12 |
110727 |
94.800 |
95.500 |
94.800 |
95.500 |
+0.200 |
128 |
890 |
+113 |
Jun12 |
110727 |
97.650 |
98.000 |
97.050 |
97.950 |
+0.400 |
452 |
10,485 |
+105 |
Jul12 |
110727 |
96.135 |
96.580 |
96.000 |
96.400 |
+0.100 |
131 |
3,214 |
+55 |
Total Volume and Open Interest |
27,007 |
248,579 |
+564 |
Class III Milk(CME) |
Jul11 |
110727 |
21.32 |
21.35 |
21.32 |
21.34 |
unch |
40 |
6,941 |
-92 |
Aug11 |
110727 |
21.10 |
21.39 |
21.04 |
21.34 |
+0.24 |
97 |
6,384 |
-12 |
Sep11 |
110727 |
20.25 |
20.65 |
20.17 |
20.55 |
+0.30 |
244 |
5,935 |
+52 |
Oct11 |
110727 |
19.23 |
19.51 |
19.23 |
19.49 |
+0.17 |
124 |
4,820 |
+4 |
Nov11 |
110727 |
18.40 |
18.57 |
18.40 |
18.52 |
+0.05 |
103 |
3,945 |
+31 |
Total Volume and Open Interest |
893 |
37,712 |
+114 |
Cocoa(ICE) |
Sep11 |
110727 |
3012 |
3055 |
2981 |
3036 |
+21 |
16,814 |
62,031 |
-2,583 |
Dec11 |
110727 |
3038 |
3087 |
3018 |
3073 |
+26 |
9,338 |
44,688 |
+1,064 |
Mar12 |
110727 |
3074 |
3125 |
3065 |
3119 |
+24 |
1,837 |
34,628 |
-30 |
May12 |
110727 |
3087 |
3125 |
3066 |
3121 |
+25 |
430 |
11,507 |
+262 |
Jul12 |
110727 |
3095 |
3129 |
3086 |
3129 |
+27 |
176 |
4,503 |
+79 |
Sep12 |
110727 |
3096 |
3135 |
3096 |
3135 |
+27 |
442 |
8,117 |
+354 |
Dec12 |
110727 |
3142 |
3142 |
3142 |
3142 |
+29 |
68 |
3,935 |
+62 |
Total Volume and Open Interest |
29,116 |
172,770 |
-789 |
Coffee "C"(ICE) |
Sep11 |
110727 |
244.95 |
245.30 |
238.60 |
241.20 |
-3.75 |
8,893 |
48,677 |
-1,167 |
Dec11 |
110727 |
249.50 |
249.50 |
243.00 |
245.55 |
-3.70 |
4,108 |
38,587 |
+552 |
Mar12 |
110727 |
252.40 |
252.40 |
246.40 |
248.95 |
-3.40 |
771 |
10,077 |
+226 |
May12 |
110727 |
250.55 |
251.00 |
248.45 |
251.00 |
-3.00 |
365 |
4,985 |
+117 |
Jul12 |
110727 |
250.00 |
251.70 |
249.60 |
251.70 |
-2.15 |
70 |
1,844 |
-20 |
Sep12 |
110727 |
252.05 |
252.05 |
249.00 |
250.95 |
-2.10 |
50 |
1,684 |
+26 |
Total Volume and Open Interest |
14,259 |
107,324 |
-267 |
Orange Juice(ICE) |
Sep11 |
110727 |
198.25 |
200.50 |
198.25 |
198.75 |
-0.10 |
537 |
26,599 |
+81 |
Nov11 |
110727 |
187.60 |
189.00 |
187.60 |
188.05 |
+0.15 |
223 |
7,028 |
+102 |
Jan12 |
110727 |
179.45 |
180.00 |
179.20 |
179.50 |
+0.15 |
63 |
1,672 |
+21 |
Mar12 |
110727 |
177.00 |
177.10 |
177.00 |
177.05 |
unch |
8 |
317 |
+1 |
May12 |
110727 |
175.45 |
175.45 |
175.45 |
175.45 |
+0.50 |
0 |
246 |
+0 |
Jul12 |
110727 |
175.05 |
175.05 |
175.05 |
175.05 |
+0.50 |
0 |
128 |
+0 |
Total Volume and Open Interest |
831 |
36,001 |
+205 |
Sugar #11(ICE) |
Oct11 |
110727 |
31.01 |
31.45 |
30.67 |
31.13 |
+0.19 |
36,265 |
301,239 |
-2,954 |
Mar12 |
110727 |
29.71 |
30.02 |
29.37 |
29.80 |
+0.15 |
17,671 |
151,064 |
-330 |
May12 |
110727 |
27.80 |
28.32 |
27.75 |
28.16 |
+0.13 |
4,864 |
49,021 |
-240 |
Jul12 |
110727 |
26.80 |
27.03 |
26.50 |
26.87 |
+0.07 |
3,779 |
66,650 |
-1,321 |
Oct12 |
110727 |
25.75 |
26.04 |
25.55 |
25.86 |
+0.02 |
1,308 |
29,875 |
+240 |
Total Volume and Open Interest |
64,365 |
637,258 |
-4,544 |
London Cocoa(LCE) |
Sep11 |
110727 |
1865 |
1904 |
1864 |
1890 |
+17 |
6,775 |
73,414 |
-630 |
Dec11 |
110727 |
1895 |
1935 |
1895 |
1922 |
+17 |
4,063 |
47,904 |
-153 |
Mar12 |
110727 |
1918 |
1956 |
1915 |
1943 |
+17 |
2,466 |
38,260 |
+62 |
May12 |
110727 |
1930 |
1964 |
1925 |
1954 |
+18 |
893 |
13,917 |
+332 |
Jul12 |
110727 |
1935 |
1971 |
1935 |
1958 |
+18 |
1,557 |
6,216 |
+1,510 |
Sep12 |
110727 |
1958 |
1983 |
1943 |
1966 |
+18 |
62 |
4,383 |
+0 |
Dec12 |
110727 |
1971 |
1971 |
1971 |
1971 |
+24 |
0 |
7,355 |
+0 |
Total Volume and Open Interest |
15,816 |
192,316 |
+1,121 |
London Sugar(LCE) |
Oct11 |
110727 |
808.10 |
813.00 |
796.00 |
803.50 |
-1.90 |
2,072 |
25,902 |
-245 |
Dec11 |
110727 |
762.90 |
765.40 |
752.30 |
760.50 |
+0.10 |
897 |
6,799 |
+218 |
Mar12 |
110727 |
748.40 |
749.50 |
740.10 |
747.40 |
+0.90 |
686 |
9,500 |
+179 |
May12 |
110727 |
718.10 |
720.60 |
711.10 |
717.00 |
+0.40 |
42 |
3,303 |
+13 |
Aug12 |
110727 |
687.50 |
692.00 |
681.20 |
688.70 |
-1.10 |
4 |
1,914 |
+1 |
Total Volume and Open Interest |
3,727 |
48,831 |
+172 |
Cotton(ICE) |
Oct11 |
110727 |
101.86 |
104.66 |
101.02 |
103.85 |
+2.76 |
67 |
545 |
+10 |
Dec11 |
110727 |
100.80 |
104.44 |
99.85 |
103.61 |
+2.85 |
6,636 |
97,023 |
-6 |
Mar12 |
110727 |
99.00 |
102.12 |
98.08 |
101.18 |
+2.10 |
1,120 |
23,603 |
+592 |
May12 |
110727 |
97.16 |
100.60 |
97.16 |
99.99 |
+2.04 |
56 |
5,485 |
-6 |
Jul12 |
110727 |
96.13 |
99.32 |
96.13 |
98.71 |
+1.53 |
41 |
7,177 |
-9 |
Oct12 |
110727 |
97.37 |
97.37 |
97.37 |
97.37 |
+0.77 |
0 |
3 |
+0 |
Total Volume and Open Interest |
8,023 |
137,502 |
+625 |
Lumber(CME) |
Sep11 |
110727 |
254.0 |
254.7 |
251.9 |
254.0 |
-2.0 |
432 |
5,868 |
-33 |
Nov11 |
110727 |
267.4 |
268.4 |
265.0 |
266.0 |
-2.0 |
173 |
2,492 |
+119 |
Jan12 |
110727 |
286.2 |
286.7 |
284.7 |
286.7 |
-3.2 |
41 |
877 |
+3 |
Mar12 |
110727 |
298.0 |
298.0 |
294.0 |
294.5 |
-4.5 |
1 |
97 |
+1 |
Total Volume and Open Interest |
647 |
9,335 |
+90 |
Crude Oil(NYM) |
Sep11 |
110727 |
99.18 |
99.50 |
97.14 |
97.40 |
-2.19 |
205,209 |
370,483 |
-6,670 |
Oct11 |
110727 |
99.64 |
99.91 |
97.57 |
97.84 |
-2.17 |
59,115 |
92,336 |
-2,730 |
Nov11 |
110727 |
100.14 |
100.33 |
98.05 |
98.33 |
-2.13 |
34,360 |
78,377 |
+1,476 |
Dec11 |
110727 |
100.51 |
100.80 |
98.52 |
98.82 |
-2.06 |
45,199 |
207,691 |
+1,562 |
Jan12 |
110727 |
101.15 |
101.15 |
99.11 |
99.26 |
-2.01 |
9,394 |
50,815 |
+895 |
Feb12 |
110727 |
101.35 |
101.50 |
99.50 |
99.66 |
-1.96 |
5,080 |
25,125 |
-904 |
Mar12 |
110727 |
101.81 |
101.88 |
99.93 |
100.03 |
-1.91 |
6,720 |
36,199 |
-13 |
Apr12 |
110727 |
101.66 |
101.66 |
100.20 |
100.39 |
-1.86 |
3,185 |
22,933 |
+497 |
May12 |
110727 |
102.10 |
102.10 |
100.62 |
100.73 |
-1.82 |
2,451 |
18,385 |
+3 |
Jun12 |
110727 |
102.53 |
102.53 |
101.01 |
101.06 |
-1.78 |
11,312 |
82,111 |
+2,470 |
Jul12 |
110727 |
102.31 |
102.31 |
101.35 |
101.38 |
-1.73 |
1,854 |
29,392 |
+9 |
Aug12 |
110727 |
101.62 |
101.62 |
101.62 |
101.62 |
-1.70 |
1,720 |
17,415 |
+963 |
Sep12 |
110727 |
102.30 |
102.30 |
101.84 |
101.84 |
-1.67 |
700 |
18,662 |
+17 |
Oct12 |
110727 |
102.05 |
102.05 |
102.05 |
102.05 |
-1.64 |
256 |
11,135 |
+25 |
Nov12 |
110727 |
102.28 |
102.28 |
102.28 |
102.28 |
-1.60 |
606 |
20,822 |
-60 |
Dec12 |
110727 |
103.87 |
103.96 |
102.29 |
102.53 |
-1.57 |
13,712 |
149,787 |
-332 |
Total Volume and Open Interest |
409,714 |
1,498,061 |
-2,765 |
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 |
110727 |
99.100 |
99.500 |
97.150 |
97.400 |
-2.200 |
5,329 |
3,244 |
-163 |
Oct11 |
110727 |
99.575 |
99.700 |
97.575 |
97.850 |
-2.150 |
219 |
499 |
+0 |
Nov11 |
110727 |
100.150 |
100.250 |
98.300 |
98.325 |
-2.125 |
91 |
178 |
-1 |
Dec11 |
110727 |
99.775 |
99.800 |
98.825 |
98.825 |
-2.050 |
21 |
220 |
+11 |
Jan12 |
110727 |
99.250 |
99.250 |
99.250 |
99.250 |
-2.025 |
0 |
10 |
+0 |
Feb12 |
110727 |
99.650 |
99.650 |
99.650 |
99.650 |
-1.975 |
1 |
3 |
+0 |
Mar12 |
110727 |
100.025 |
100.025 |
100.025 |
100.025 |
-1.925 |
0 |
10 |
+0 |
Apr12 |
110727 |
100.400 |
100.400 |
100.400 |
100.400 |
-1.850 |
0 |
1 |
+0 |
Total Volume and Open Interest |
5,661 |
4,352 |
-153 |
Heating Oil(NYM) |
Aug11 |
110727 |
310.33 |
311.25 |
307.95 |
308.26 |
-3.08 |
29,834 |
34,848 |
-7,107 |
Sep11 |
110727 |
311.75 |
312.44 |
309.09 |
309.44 |
-3.07 |
39,156 |
93,034 |
+5,694 |
Oct11 |
110727 |
313.18 |
313.97 |
310.64 |
311.03 |
-2.96 |
11,802 |
38,172 |
+1,044 |
Nov11 |
110727 |
314.62 |
315.65 |
312.66 |
312.81 |
-2.86 |
5,318 |
27,604 |
+990 |
Dec11 |
110727 |
316.76 |
317.36 |
313.88 |
314.48 |
-2.78 |
7,530 |
37,795 |
+348 |
Jan12 |
110727 |
318.21 |
318.33 |
315.99 |
316.09 |
-2.63 |
2,811 |
24,216 |
+83 |
Feb12 |
110727 |
317.49 |
318.83 |
316.26 |
316.36 |
-2.53 |
729 |
10,424 |
-269 |
Mar12 |
110727 |
316.41 |
317.90 |
315.43 |
315.43 |
-2.48 |
296 |
7,434 |
-21 |
Apr12 |
110727 |
312.94 |
315.90 |
312.90 |
313.33 |
-2.44 |
246 |
3,942 |
+7 |
May12 |
110727 |
313.60 |
313.60 |
311.43 |
311.43 |
-2.41 |
268 |
3,872 |
+210 |
Jun12 |
110727 |
312.69 |
313.46 |
310.70 |
310.70 |
-2.41 |
272 |
22,097 |
+193 |
Jul12 |
110727 |
311.35 |
311.35 |
311.35 |
311.35 |
-2.38 |
17 |
1,974 |
+0 |
Total Volume and Open Interest |
98,294 |
317,114 |
+1,166 |
Gasoline(NYMEX) |
Aug11 |
110727 |
315.81 |
318.16 |
313.55 |
314.23 |
-1.13 |
31,080 |
23,179 |
-7,314 |
Sep11 |
110727 |
310.00 |
312.00 |
307.25 |
308.31 |
-1.54 |
35,706 |
97,446 |
+2,801 |
Oct11 |
110727 |
295.80 |
297.22 |
292.90 |
294.19 |
-2.09 |
9,749 |
34,732 |
-358 |
Nov11 |
110727 |
292.87 |
293.10 |
289.96 |
290.42 |
-2.28 |
4,783 |
19,332 |
+1,090 |
Dec11 |
110727 |
291.50 |
291.50 |
287.13 |
288.56 |
-2.40 |
3,693 |
31,416 |
-120 |
Jan12 |
110727 |
290.23 |
291.27 |
288.50 |
288.64 |
-2.49 |
1,084 |
11,593 |
+134 |
Feb12 |
110727 |
291.69 |
292.32 |
288.55 |
289.81 |
-2.54 |
419 |
5,700 |
+70 |
Mar12 |
110727 |
293.45 |
293.66 |
291.43 |
291.43 |
-2.58 |
289 |
8,125 |
+80 |
Apr12 |
110727 |
302.54 |
302.54 |
302.10 |
302.30 |
-2.62 |
87 |
5,560 |
-28 |
May12 |
110727 |
303.30 |
303.30 |
302.10 |
302.20 |
-2.63 |
38 |
1,911 |
+11 |
Total Volume and Open Interest |
87,020 |
258,641 |
-3,626 |
e-miNY RBOB Gasoline(NYM) |
Aug11 |
110727 |
314.20 |
314.23 |
314.20 |
314.20 |
-1.20 |
0 |
3 |
+0 |
Sep11 |
110727 |
308.30 |
308.31 |
308.30 |
308.30 |
-1.60 |
|
|
|
Oct11 |
110727 |
294.20 |
294.20 |
294.19 |
294.20 |
-2.10 |
0 |
1 |
+0 |
Nov11 |
110727 |
290.40 |
290.42 |
290.40 |
290.40 |
-2.30 |
|
|
|
Total Volume and Open Interest |
0 |
6 |
+0 |
Natural Gas(NYM) |
Aug11 |
110727 |
4.377 |
4.412 |
4.340 |
4.370 |
unch |
80,415 |
26,278 |
-5,212 |
Sep11 |
110727 |
4.340 |
4.379 |
4.300 |
4.318 |
-0.013 |
63,077 |
235,881 |
+2,703 |
Oct11 |
110727 |
4.360 |
4.391 |
4.316 |
4.333 |
-0.014 |
24,190 |
142,303 |
+1,613 |
Nov11 |
110727 |
4.457 |
4.495 |
4.428 |
4.446 |
-0.008 |
18,197 |
107,362 |
+2,170 |
Dec11 |
110727 |
4.635 |
4.659 |
4.598 |
4.616 |
-0.008 |
8,315 |
48,822 |
+89 |
Jan12 |
110727 |
4.723 |
4.757 |
4.693 |
4.713 |
-0.010 |
10,590 |
113,187 |
+813 |
Feb12 |
110727 |
4.745 |
4.753 |
4.694 |
4.711 |
-0.011 |
3,479 |
26,704 |
+753 |
Mar12 |
110727 |
4.695 |
4.710 |
4.653 |
4.669 |
-0.011 |
4,365 |
47,644 |
+362 |
Apr12 |
110727 |
4.602 |
4.627 |
4.570 |
4.590 |
-0.011 |
4,428 |
51,018 |
+626 |
May12 |
110727 |
4.626 |
4.646 |
4.600 |
4.610 |
-0.011 |
504 |
10,101 |
+11 |
Jun12 |
110727 |
4.635 |
4.671 |
4.632 |
4.639 |
-0.011 |
452 |
11,689 |
-3 |
Jul12 |
110727 |
4.690 |
4.710 |
4.665 |
4.678 |
-0.011 |
785 |
8,567 |
-253 |
Aug12 |
110727 |
4.720 |
4.728 |
4.704 |
4.708 |
-0.011 |
623 |
9,461 |
+293 |
Sep12 |
110727 |
4.748 |
4.749 |
4.713 |
4.716 |
-0.011 |
240 |
7,319 |
+75 |
Oct12 |
110727 |
4.765 |
4.787 |
4.729 |
4.755 |
-0.011 |
656 |
34,321 |
-58 |
Nov12 |
110727 |
4.910 |
4.925 |
4.890 |
4.896 |
-0.011 |
93 |
5,187 |
+45 |
Total Volume and Open Interest |
220,742 |
964,938 |
+4,034 |
Brent Crude Oil(ICE) |
Sep11 |
110727 |
118.15 |
118.50 |
117.18 |
117.43 |
-0.85 |
129,313 |
191,839 |
-3,305 |
Oct11 |
110727 |
118.11 |
118.39 |
117.03 |
117.18 |
-1.02 |
61,116 |
144,508 |
+3,151 |
Nov11 |
110727 |
118.19 |
118.48 |
117.00 |
117.15 |
-1.13 |
25,793 |
52,012 |
+1,068 |
Dec11 |
110727 |
118.22 |
118.51 |
116.96 |
117.12 |
-1.20 |
28,410 |
97,882 |
+184 |
Jan12 |
110727 |
118.39 |
118.45 |
116.98 |
117.06 |
-1.25 |
3,474 |
24,041 |
+330 |
Feb12 |
110727 |
118.36 |
118.36 |
116.90 |
116.97 |
-1.27 |
1,495 |
17,891 |
+158 |
Mar12 |
110727 |
118.25 |
118.25 |
116.84 |
116.89 |
-1.27 |
1,985 |
34,807 |
-628 |
Apr12 |
110727 |
118.17 |
118.17 |
116.74 |
116.79 |
-1.28 |
609 |
14,000 |
-68 |
May12 |
110727 |
118.06 |
118.06 |
116.63 |
116.69 |
-1.28 |
714 |
8,517 |
+144 |
Jun12 |
110727 |
117.96 |
117.96 |
116.48 |
116.57 |
-1.30 |
3,076 |
40,694 |
+718 |
Jul12 |
110727 |
116.45 |
116.45 |
116.45 |
116.45 |
-1.33 |
653 |
8,873 |
-149 |
Aug12 |
110727 |
116.30 |
116.30 |
116.30 |
116.30 |
-1.35 |
419 |
6,060 |
+36 |
Sep12 |
110727 |
116.12 |
116.12 |
116.12 |
116.12 |
-1.36 |
390 |
7,927 |
+164 |
Oct12 |
110727 |
115.93 |
115.93 |
115.93 |
115.93 |
-1.37 |
98 |
3,497 |
+50 |
Total Volume and Open Interest |
267,570 |
805,030 |
+3,264 |
Gas Oil(ICE) |
Aug11 |
110727 |
974.25 |
977.25 |
967.25 |
974.50 |
-4.00 |
29,326 |
89,507 |
-2,943 |
Sep11 |
110727 |
977.25 |
980.25 |
969.75 |
977.25 |
-4.25 |
35,699 |
133,864 |
+923 |
Oct11 |
110727 |
981.75 |
983.00 |
972.50 |
979.75 |
-4.50 |
10,612 |
63,743 |
+792 |
Nov11 |
110727 |
983.25 |
983.25 |
974.00 |
981.25 |
-4.50 |
3,890 |
36,916 |
+290 |
Dec11 |
110727 |
984.75 |
985.50 |
975.50 |
983.00 |
-4.25 |
10,136 |
60,185 |
-154 |
Jan12 |
110727 |
987.25 |
987.25 |
977.75 |
985.00 |
-4.25 |
1,657 |
36,811 |
-702 |
Feb12 |
110727 |
988.00 |
988.00 |
982.50 |
985.75 |
-4.00 |
1,619 |
11,516 |
-252 |
Mar12 |
110727 |
986.00 |
987.25 |
978.75 |
986.00 |
-4.00 |
750 |
13,251 |
-85 |
Apr12 |
110727 |
982.75 |
986.25 |
982.75 |
985.75 |
-4.00 |
40 |
8,341 |
-14 |
May12 |
110727 |
982.50 |
985.50 |
982.50 |
985.50 |
-3.75 |
60 |
7,659 |
+5 |
Total Volume and Open Interest |
98,316 |
563,131 |
-2,040 |
Ethanol(CBOT) |
Jul11 |
110706 |
2.758 |
2.795 |
2.758 |
2.761 |
+0.027 |
42 |
209 |
-19 |
Aug11 |
110727 |
3.054 |
3.070 |
3.051 |
3.068 |
unch |
229 |
512 |
-56 |
Sep11 |
110727 |
2.854 |
2.874 |
2.854 |
2.866 |
-0.008 |
199 |
1,704 |
+13 |
Oct11 |
110727 |
2.714 |
2.732 |
2.714 |
2.729 |
+0.005 |
94 |
1,384 |
+32 |
Nov11 |
110727 |
2.597 |
2.607 |
2.597 |
2.604 |
-0.013 |
62 |
1,100 |
+5 |
Dec11 |
110727 |
2.555 |
2.570 |
2.555 |
2.566 |
-0.009 |
136 |
1,426 |
+82 |
Jan12 |
110727 |
2.559 |
2.559 |
2.543 |
2.551 |
-0.002 |
38 |
796 |
+4 |
Feb12 |
110727 |
2.560 |
2.560 |
2.560 |
2.560 |
+0.010 |
15 |
357 |
+5 |
Total Volume and Open Interest |
868 |
9,254 |
+135 |
WTI Crude Oil(ICE |
Sep11 |
110727 |
99.12 |
99.49 |
97.14 |
97.40 |
-2.19 |
48,740 |
77,414 |
-494 |
Oct11 |
110727 |
99.71 |
99.90 |
97.57 |
97.84 |
-2.17 |
19,699 |
34,409 |
-523 |
Nov11 |
110727 |
100.16 |
100.33 |
98.04 |
98.33 |
-2.13 |
9,742 |
23,872 |
+331 |
Dec11 |
110727 |
100.45 |
100.75 |
98.58 |
98.82 |
-2.06 |
14,172 |
93,272 |
+1,326 |
Jan12 |
110727 |
101.15 |
101.15 |
99.00 |
99.26 |
-2.01 |
3,173 |
18,226 |
+824 |
Feb12 |
110727 |
101.50 |
101.50 |
99.55 |
99.66 |
-1.96 |
1,317 |
6,014 |
-115 |
Mar12 |
110727 |
101.40 |
101.40 |
99.96 |
100.03 |
-1.91 |
1,517 |
15,670 |
+20 |
Apr12 |
110727 |
101.90 |
101.90 |
100.39 |
100.39 |
-1.86 |
512 |
4,871 |
+42 |
May12 |
110727 |
102.16 |
102.16 |
100.73 |
100.73 |
-1.82 |
461 |
3,165 |
-46 |
Jun12 |
110727 |
102.44 |
102.49 |
100.79 |
101.06 |
-1.78 |
3,072 |
30,826 |
+261 |
Jul12 |
110727 |
101.38 |
101.38 |
101.38 |
101.38 |
-1.73 |
231 |
4,244 |
+16 |
Aug12 |
110727 |
101.62 |
101.62 |
101.62 |
101.62 |
-1.70 |
13 |
1,242 |
+13 |
Sep12 |
110727 |
101.84 |
101.84 |
101.84 |
101.84 |
-1.67 |
32 |
5,073 |
+0 |
Oct12 |
110727 |
102.05 |
102.05 |
102.05 |
102.05 |
-1.64 |
0 |
1,134 |
+0 |
Nov12 |
110727 |
102.28 |
102.28 |
102.28 |
102.28 |
-1.60 |
0 |
2,549 |
+0 |
Dec12 |
110727 |
103.82 |
103.90 |
102.23 |
102.53 |
-1.57 |
3,798 |
49,638 |
+474 |
Total Volume and Open Interest |
107,605 |
444,202 |
+2,559 |
US Dollar Index(ICE) |
Sep11 |
110727 |
73.690 |
74.390 |
73.585 |
74.272 |
+0.643 |
17,345 |
54,369 |
+1,185 |
Dec11 |
110727 |
74.115 |
74.775 |
73.980 |
74.673 |
+0.603 |
43 |
676 |
+5 |
Mar12 |
110727 |
75.092 |
75.092 |
75.092 |
75.092 |
+0.562 |
0 |
1 |
+0 |
Total Volume and Open Interest |
17,388 |
55,046 |
+1,190 |
Australian Dollar(CME) |
Sep11 |
110727 |
108.78 |
110.05 |
108.60 |
109.37 |
+0.51 |
81,025 |
132,251 |
+519 |
Dec11 |
110727 |
107.58 |
108.67 |
107.54 |
108.13 |
+0.48 |
20 |
502 |
+4 |
Mar12 |
110727 |
106.96 |
106.96 |
106.52 |
106.96 |
+0.44 |
0 |
2 |
+0 |
Total Volume and Open Interest |
81,045 |
132,758 |
+523 |
British Pound(CME) |
Sep11 |
110727 |
164.12 |
164.60 |
163.03 |
163.17 |
-0.96 |
63,262 |
99,834 |
+585 |
Dec11 |
110727 |
164.12 |
164.25 |
163.00 |
163.00 |
-0.95 |
23 |
263 |
+7 |
Mar12 |
110727 |
162.85 |
163.78 |
162.85 |
162.85 |
-0.93 |
0 |
2 |
+0 |
Total Volume and Open Interest |
63,285 |
100,105 |
+592 |
Canadian Dollar(CME) |
Sep11 |
110727 |
105.83 |
106.13 |
105.05 |
105.18 |
-0.73 |
56,361 |
126,844 |
+3,560 |
Dec11 |
110727 |
105.59 |
105.87 |
104.85 |
104.94 |
-0.73 |
143 |
3,984 |
+3 |
Mar12 |
110727 |
104.69 |
105.39 |
104.69 |
104.69 |
-0.70 |
3 |
625 |
+1 |
Jun12 |
110727 |
105.05 |
105.13 |
104.43 |
104.43 |
-0.70 |
6 |
278 |
+2 |
Total Volume and Open Interest |
56,515 |
131,874 |
+3,566 |
Japanese Yen(CME) |
Sep11 |
110727 |
128.33 |
128.96 |
127.97 |
128.19 |
-0.26 |
82,199 |
132,620 |
+446 |
Dec11 |
110727 |
128.60 |
128.99 |
128.15 |
128.30 |
-0.26 |
182 |
707 |
+33 |
Mar12 |
110727 |
128.48 |
128.73 |
128.48 |
128.48 |
-0.25 |
0 |
46 |
+0 |
Total Volume and Open Interest |
82,381 |
133,390 |
+479 |
Swiss Franc(CME) |
Sep11 |
110727 |
124.87 |
125.11 |
124.30 |
124.74 |
-0.17 |
40,740 |
54,171 |
+1,134 |
Dec11 |
110727 |
125.06 |
125.12 |
124.70 |
124.86 |
-0.15 |
146 |
238 |
+19 |
Mar12 |
110727 |
125.02 |
125.16 |
125.02 |
125.02 |
-0.14 |
0 |
5 |
+0 |
Total Volume and Open Interest |
40,886 |
54,417 |
+1,153 |
EuroFX(CME) |
Sep11 |
110727 |
144.90 |
145.14 |
143.19 |
143.52 |
-1.46 |
235,496 |
176,604 |
-1,289 |
Dec11 |
110727 |
144.49 |
144.60 |
142.89 |
143.16 |
-1.44 |
115 |
1,058 |
-7 |
Mar12 |
110727 |
143.80 |
144.25 |
142.70 |
142.84 |
-1.41 |
0 |
363 |
+0 |
Total Volume and Open Interest |
235,611 |
178,862 |
-1,296 |
Mexican Peso(CME) |
Aug11 |
110727 |
857.0 |
862.2 |
857.0 |
857.0 |
-5.2 |
|
|
|
Sep11 |
110727 |
856.0 |
858.5 |
851.5 |
852.8 |
-5.2 |
21,224 |
135,308 |
+750 |
Total Volume and Open Interest |
21,224 |
135,643 |
+750 |
30-Year T-Bonds(CBOT) |
Sep11 |
110727 |
125~240 |
126~000 |
125~020 |
125~210 |
-0~060 |
296,688 |
623,974 |
+8,946 |
Dec11 |
110727 |
124~080 |
124~110 |
123~210 |
124~050 |
-0~060 |
185 |
2,046 |
+86 |
Mar12 |
110727 |
122~130 |
122~290 |
122~130 |
122~230 |
-0~060 |
0 |
2 |
+0 |
Total Volume and Open Interest |
296,873 |
626,022 |
+9,032 |
10-Year T-Notes(CBOT) |
Sep11 |
110727 |
124~165 |
124~215 |
124~010 |
124~075 |
-0~095 |
1,215,790 |
1,874,263 |
+33,093 |
Dec11 |
110727 |
122~300 |
123~080 |
122~195 |
122~260 |
-0~100 |
2,010 |
15,703 |
-1,042 |
Mar12 |
110727 |
121~260 |
122~040 |
121~260 |
121~260 |
-0~100 |
|
|
|
Total Volume and Open Interest |
1,217,800 |
1,889,966 |
+32,051 |
5-Year T-Notes(CBOT) |
Sep11 |
110727 |
120~090 |
120~103 |
120~050 |
120~063 |
-0~026 |
603,632 |
1,523,090 |
-10,039 |
Dec11 |
110727 |
119~031 |
119~055 |
119~031 |
119~031 |
-0~024 |
0 |
284 |
+0 |
Mar12 |
110727 |
118~055 |
118~079 |
118~055 |
118~055 |
-0~024 |
|
|
|
Total Volume and Open Interest |
603,632 |
1,523,374 |
-10,039 |
2 Year T-Notes(CBOT) |
Sep11 |
110727 |
109~112 |
109~114 |
109~098 |
109~100 |
-0~010 |
271,648 |
1,018,405 |
-37,674 |
Dec11 |
110727 |
109~065 |
109~082 |
109~065 |
109~072 |
-0~010 |
26 |
1,102 |
+10 |
Mar12 |
110727 |
109~010 |
109~020 |
109~010 |
109~010 |
-0~010 |
|
|
|
Total Volume and Open Interest |
271,674 |
1,019,507 |
-37,664 |
Eurodollars(CME) |
Sep11 |
110727 |
99.650 |
99.655 |
99.620 |
99.630 |
-0.025 |
127,272 |
1,147,982 |
-7,487 |
Dec11 |
110727 |
99.535 |
99.545 |
99.490 |
99.500 |
-0.035 |
152,284 |
1,138,817 |
+2,328 |
Mar12 |
110727 |
99.485 |
99.485 |
99.430 |
99.445 |
-0.035 |
148,762 |
1,404,433 |
+12,970 |
Jun12 |
110727 |
99.425 |
99.425 |
99.370 |
99.390 |
-0.030 |
118,872 |
1,369,056 |
-4,857 |
Sep12 |
110727 |
99.330 |
99.335 |
99.275 |
99.300 |
-0.025 |
122,176 |
1,049,814 |
-264 |
Dec12 |
110727 |
99.190 |
99.200 |
99.140 |
99.165 |
-0.025 |
137,561 |
727,314 |
+9,720 |
Mar13 |
110727 |
99.050 |
99.065 |
99.000 |
99.025 |
-0.025 |
123,910 |
699,193 |
+4,427 |
Jun13 |
110727 |
98.870 |
98.895 |
98.820 |
98.845 |
-0.030 |
130,212 |
470,853 |
+3,836 |
Sep13 |
110727 |
98.650 |
98.680 |
98.600 |
98.625 |
-0.035 |
92,718 |
470,871 |
+10,665 |
Dec13 |
110727 |
98.400 |
98.435 |
98.345 |
98.370 |
-0.040 |
95,785 |
337,097 |
+12,562 |
Mar14 |
110727 |
98.145 |
98.185 |
98.095 |
98.115 |
-0.045 |
56,628 |
255,485 |
+2,552 |
Jun14 |
110727 |
97.890 |
97.920 |
97.825 |
97.850 |
-0.040 |
50,579 |
196,168 |
+4,537 |
Sep14 |
110727 |
97.630 |
97.660 |
97.565 |
97.590 |
-0.040 |
24,094 |
107,556 |
-1,945 |
Dec14 |
110727 |
97.360 |
97.395 |
97.295 |
97.325 |
-0.040 |
30,998 |
114,127 |
+8,845 |
Mar15 |
110727 |
97.110 |
97.155 |
97.050 |
97.080 |
-0.045 |
15,556 |
99,610 |
+1,706 |
Jun15 |
110727 |
5.120 |
5.160 |
5.055 |
5.085 |
-0.045 |
22,518 |
80,805 |
+3,204 |
Sep15 |
110727 |
4.880 |
4.925 |
4.815 |
4.850 |
-0.045 |
10,965 |
61,066 |
+1,329 |
Dec15 |
110727 |
4.675 |
4.695 |
4.585 |
4.625 |
-0.045 |
11,276 |
53,054 |
+2,165 |
Total Volume and Open Interest |
|
|
|
30 Day Federal Funds(CBOT) |
Jul11 |
110727 |
99.935 |
99.935 |
99.930 |
99.933 |
unch |
356 |
69,540 |
-19 |
Aug11 |
110727 |
99.910 |
99.915 |
99.890 |
99.900 |
-0.015 |
6,512 |
66,172 |
+2,566 |
Sep11 |
110727 |
99.890 |
99.895 |
99.870 |
99.880 |
-0.010 |
4,936 |
62,860 |
+1,622 |
Oct11 |
110727 |
99.870 |
99.875 |
99.855 |
99.865 |
-0.005 |
3,692 |
49,867 |
+738 |
Nov11 |
110727 |
99.855 |
99.865 |
99.845 |
99.855 |
unch |
2,117 |
47,794 |
-209 |
Dec11 |
110727 |
99.850 |
99.855 |
99.840 |
99.850 |
unch |
3,287 |
57,160 |
+1,800 |
Total Volume and Open Interest |
39,059 |
845,250 |
+9,174 |
30 Day Fed Funds(e-CBOT) |
3-Mth Euro-Yen(CME) |
Sep11 |
110727 |
99.660 |
99.660 |
99.660 |
99.660 |
unch |
0 |
51 |
+0 |
Dec11 |
110727 |
99.660 |
99.660 |
99.660 |
99.660 |
unch |
0 |
75 |
+0 |
Mar12 |
110727 |
99.658 |
99.658 |
99.658 |
99.658 |
unch |
|
|
|
Jun12 |
110727 |
99.655 |
99.655 |
99.655 |
99.655 |
+0.003 |
|
|
|
Sep12 |
110727 |
99.585 |
99.585 |
99.585 |
99.585 |
unch |
|
|
|
Dec12 |
110727 |
99.635 |
99.635 |
99.635 |
99.635 |
unch |
|
|
|
Mar13 |
110727 |
99.635 |
99.635 |
99.635 |
99.635 |
unch |
|
|
|
Jun13 |
110727 |
99.590 |
99.590 |
99.590 |
99.590 |
unch |
|
|
|
Sep13 |
110727 |
99.450 |
99.450 |
99.450 |
99.450 |
unch |
|
|
|
Dec13 |
110727 |
99.310 |
99.310 |
99.310 |
99.310 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
126 |
+0 |
3-Mth Euro-Yen(SGX) |
Sep11 |
110727 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
0 |
1,176 |
+0 |
Dec11 |
110727 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
0 |
1,478 |
+0 |
Mar12 |
110727 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
0 |
1,823 |
+0 |
Jun12 |
110727 |
99.65 |
99.65 |
99.65 |
99.65 |
+0.00 |
0 |
1,374 |
+0 |
Sep12 |
110727 |
99.58 |
99.58 |
99.58 |
99.58 |
unch |
0 |
411 |
+0 |
Dec12 |
110727 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
0 |
26 |
+0 |
Mar13 |
110727 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
0 |
1 |
+0 |
Jun13 |
110727 |
99.59 |
99.59 |
99.59 |
99.59 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
6,289 |
+0 |
Japanese Gov't Bonds(SGX) |
Sep11 |
110727 |
141.55 |
141.78 |
141.52 |
141.77 |
+0.23 |
823 |
23,540 |
-241 |
Dec11 |
110727 |
141.36 |
141.36 |
141.36 |
141.36 |
+0.23 |
1 |
2 |
+0 |
Mar12 |
110727 |
139.27 |
139.27 |
139.27 |
139.27 |
+0.23 |
|
|
|
Total Volume and Open Interest |
824 |
23,542 |
-241 |
Euro-Bund(EUREX) |
Sep11 |
110727 |
128.38 |
129.48 |
128.31 |
129.37 |
+1.03 |
681,037 |
974,484 |
-45,226 |
Dec11 |
110727 |
127.55 |
128.15 |
127.50 |
128.05 |
+1.03 |
33 |
760 |
+13 |
Mar12 |
110727 |
128.05 |
128.05 |
128.05 |
128.05 |
+1.03 |
|
|
|
Total Volume and Open Interest |
681,070 |
975,244 |
-45,213 |
Euro-Bobl(EUREX) |
Sep11 |
110727 |
118.44 |
119.05 |
118.42 |
118.95 |
+0.53 |
378,654 |
729,648 |
-9,465 |
Dec11 |
110727 |
118.02 |
118.02 |
118.02 |
118.02 |
+0.55 |
0 |
696 |
+0 |
Mar12 |
110727 |
117.98 |
117.98 |
117.98 |
117.98 |
+0.53 |
|
|
|
Total Volume and Open Interest |
378,654 |
730,344 |
-9,465 |
3-Mth Euribor(EUREX) |
Sep11 |
110727 |
98.340 |
98.345 |
98.335 |
98.345 |
+0.030 |
21 |
2,188 |
+17 |
Dec11 |
110727 |
98.280 |
98.295 |
98.280 |
98.295 |
+0.050 |
6 |
1,298 |
-5 |
Mar12 |
110727 |
98.265 |
98.275 |
98.265 |
98.275 |
+0.065 |
2 |
2,186 |
+0 |
Total Volume and Open Interest |
287 |
8,945 |
+266 |
Long Gilt(LIFFE) |
Sep11 |
110727 |
123~13 |
124~04 |
123~10 |
123~29 |
+0~28 |
84,069 |
352,827 |
-485 |
Dec11 |
110727 |
122~20 |
122~20 |
122~20 |
122~20 |
+0~28 |
|
|
|
Total Volume and Open Interest |
84,069 |
352,827 |
-485 |
3-Mth Short Sterling(LIFFE) |
Sep11 |
110727 |
99.16 |
99.16 |
99.13 |
99.13 |
-0.01 |
27,375 |
411,211 |
+1,748 |
Dec11 |
110727 |
99.08 |
99.10 |
99.08 |
99.09 |
unch |
29,465 |
526,605 |
-5,997 |
Mar12 |
110727 |
99.03 |
99.06 |
99.03 |
99.05 |
+0.02 |
26,863 |
468,159 |
+1,553 |
Jun12 |
110727 |
98.97 |
99.00 |
98.95 |
98.98 |
+0.03 |
31,435 |
320,994 |
-2,012 |
Sep12 |
110727 |
98.87 |
98.91 |
98.86 |
98.89 |
+0.05 |
29,893 |
331,904 |
+1,114 |
Dec12 |
110727 |
98.73 |
98.77 |
98.69 |
98.74 |
+0.06 |
35,628 |
291,213 |
-2,310 |
Total Volume and Open Interest |
218,775 |
2,782,973 |
+108 |
3-Mth Euribor(LIFFE) |
Sep11 |
110727 |
98.325 |
98.350 |
98.320 |
98.345 |
+0.030 |
65,619 |
727,334 |
+10,554 |
Dec11 |
110727 |
98.255 |
98.300 |
98.250 |
98.295 |
+0.050 |
62,353 |
576,179 |
-10,286 |
Mar12 |
110727 |
98.225 |
98.285 |
98.215 |
98.275 |
+0.065 |
78,217 |
517,559 |
+2,360 |
Total Volume and Open Interest |
491,979 |
3,570,656 |
+1,875 |
3-Mth Aus T-Bills(SFE) |
Sep11 |
110727 |
95.14 |
95.16 |
95.03 |
95.05 |
-0.10 |
27,572 |
240,815 |
+1,549 |
Dec11 |
110727 |
95.26 |
95.29 |
95.08 |
95.11 |
-0.16 |
41,001 |
256,557 |
+3,786 |
Mar12 |
110727 |
95.34 |
95.38 |
95.14 |
95.18 |
-0.17 |
13,240 |
146,285 |
-1,519 |
Jun12 |
110727 |
95.36 |
95.40 |
95.16 |
95.21 |
-0.16 |
6,441 |
86,583 |
+1,885 |
Sep12 |
110727 |
95.34 |
95.37 |
95.16 |
95.19 |
-0.16 |
1,649 |
53,959 |
+53 |
Dec12 |
110727 |
95.28 |
95.32 |
95.12 |
95.15 |
-0.14 |
2,508 |
32,700 |
-68 |
Mar13 |
110727 |
95.24 |
95.26 |
95.08 |
95.11 |
-0.13 |
2,004 |
34,130 |
+458 |
Jun13 |
110727 |
95.16 |
95.20 |
95.05 |
95.06 |
-0.11 |
471 |
12,639 |
+202 |
Sep13 |
110727 |
95.12 |
95.12 |
94.97 |
95.01 |
-0.10 |
957 |
2,921 |
+669 |
Dec13 |
110727 |
94.92 |
94.94 |
94.90 |
94.91 |
-0.12 |
119 |
1,530 |
+102 |
Total Volume and Open Interest |
95,962 |
868,263 |
+7,117 |
10-Year Aus T-Bonds(SFE) |
Sep11 |
110727 |
95.06 |
95.11 |
94.99 |
95.02 |
-0.04 |
46,537 |
398,535 |
+4,412 |
Dec11 |
110727 |
95.02 |
95.02 |
95.02 |
95.02 |
-0.04 |
|
|
|
Total Volume and Open Interest |
46,537 |
398,535 |
+4,412 |
3-Year Aus T-Bonds(SFE) |
Sep11 |
110727 |
95.58 |
95.63 |
95.44 |
95.47 |
-0.12 |
191,604 |
702,593 |
+11,764 |
Dec11 |
110727 |
95.47 |
95.47 |
95.47 |
95.47 |
-0.12 |
|
|
|
Total Volume and Open Interest |
191,604 |
702,593 |
+11,764 |
Gold(CMX) |
Aug11 |
110727 |
1619.8 |
1628.8 |
1608.9 |
1615.1 |
-1.7 |
209,057 |
162,893 |
-30,718 |
Oct11 |
110727 |
1620.3 |
1629.8 |
1610.0 |
1616.1 |
-1.9 |
6,943 |
18,712 |
+1,165 |
Dec11 |
110727 |
1622.0 |
1631.2 |
1611.0 |
1617.3 |
-2.0 |
66,847 |
251,929 |
+35,792 |
Feb12 |
110727 |
1623.1 |
1631.2 |
1615.4 |
1618.5 |
-2.0 |
727 |
11,513 |
-7 |
Apr12 |
110727 |
1628.0 |
1629.8 |
1614.9 |
1620.0 |
-1.9 |
89 |
6,183 |
+18 |
Jun12 |
110727 |
1629.5 |
1635.0 |
1620.0 |
1621.6 |
-1.8 |
558 |
14,929 |
+212 |
Aug12 |
110727 |
1630.3 |
1633.2 |
1622.2 |
1623.4 |
-1.6 |
33 |
5,035 |
+21 |
Oct12 |
110727 |
1634.7 |
1634.7 |
1624.7 |
1625.3 |
-1.6 |
2 |
4,125 |
+0 |
Dec12 |
110727 |
1633.8 |
1638.9 |
1624.3 |
1627.6 |
-1.6 |
91 |
11,693 |
-25 |
Feb13 |
110727 |
1629.2 |
1630.3 |
1629.2 |
1630.3 |
-1.3 |
2 |
1,561 |
+0 |
Apr13 |
110727 |
1633.3 |
1633.3 |
1633.3 |
1633.3 |
-1.0 |
1 |
203 |
+1 |
Jun13 |
110727 |
1636.7 |
1636.7 |
1636.7 |
1636.7 |
-0.7 |
184 |
11,106 |
+29 |
Total Volume and Open Interest |
286,167 |
541,404 |
+6,742 |
Silver(CMX) |
Jul11 |
110727 |
4094.5 |
4142.0 |
4050.5 |
4055.3 |
-13.8 |
97 |
289 |
-28 |
Sep11 |
110727 |
4093.0 |
4146.5 |
4011.5 |
4056.8 |
-13.0 |
62,387 |
58,634 |
-960 |
Dec11 |
110727 |
4082.0 |
4147.0 |
4018.5 |
4059.3 |
-13.0 |
3,116 |
29,180 |
+841 |
Mar12 |
110727 |
4120.0 |
4145.0 |
4023.0 |
4059.2 |
-13.4 |
134 |
5,308 |
-8 |
May12 |
110727 |
4102.0 |
4102.0 |
4057.5 |
4057.5 |
-14.0 |
35 |
1,646 |
+19 |
Jul12 |
110727 |
4115.0 |
4115.0 |
4056.0 |
4056.0 |
-14.4 |
21 |
1,762 |
+1 |
Sep12 |
110727 |
4086.0 |
4124.0 |
4053.7 |
4053.7 |
-14.8 |
31 |
236 |
+9 |
Total Volume and Open Interest |
66,680 |
117,195 |
-56 |
Platinum(NYMEX) |
Oct11 |
110727 |
1807.8 |
1823.0 |
1799.0 |
1808.0 |
+0.8 |
3,078 |
31,684 |
+444 |
Jan12 |
110727 |
1817.8 |
1823.0 |
1810.5 |
1811.1 |
+0.8 |
52 |
1,219 |
+34 |
Apr12 |
110727 |
1814.0 |
1814.0 |
1814.0 |
1814.0 |
+0.8 |
0 |
119 |
+0 |
Jul12 |
110727 |
1817.3 |
1817.3 |
1817.3 |
1817.3 |
+0.8 |
0 |
10 |
+0 |
Total Volume and Open Interest |
3,131 |
33,037 |
+475 |
Palladium(NYMEX) |
Sep11 |
110727 |
835.00 |
847.55 |
824.00 |
833.20 |
-2.90 |
2,608 |
20,870 |
-602 |
Dec11 |
110727 |
842.20 |
848.00 |
825.55 |
834.40 |
-2.80 |
359 |
1,234 |
+346 |
Mar12 |
110727 |
180.24 |
180.24 |
180.24 |
180.24 |
-2.80 |
0 |
53 |
+0 |
Total Volume and Open Interest |
2,967 |
22,157 |
-256 |
Copper(CMX) |
Jul11 |
110727 |
447.20 |
447.25 |
442.25 |
444.05 |
-3.35 |
498 |
1,015 |
-205 |
Sep11 |
110727 |
447.95 |
448.85 |
442.10 |
444.65 |
-3.15 |
27,020 |
88,818 |
-751 |
Dec11 |
110727 |
449.70 |
450.60 |
444.45 |
446.60 |
-3.20 |
4,564 |
38,430 |
+588 |
Mar12 |
110727 |
447.30 |
449.35 |
445.50 |
447.70 |
-3.20 |
994 |
14,073 |
+746 |
May12 |
110727 |
447.65 |
447.90 |
447.65 |
447.90 |
-3.20 |
37 |
2,333 |
+31 |
Total Volume and Open Interest |
33,506 |
152,576 |
+431 |
DJIA Index(CBOT) |
Sep11 |
110727 |
12435 |
12457 |
12235 |
12244 |
-188 |
776 |
16,169 |
-14 |
Dec11 |
110727 |
12173 |
12359 |
12173 |
12173 |
-186 |
0 |
86 |
+0 |
Mar12 |
110727 |
12104 |
12290 |
12104 |
12104 |
-186 |
|
|
|
Jun12 |
110727 |
12034 |
12220 |
12034 |
12034 |
-186 |
|
|
|
Total Volume and Open Interest |
776 |
16,255 |
-14 |
Mini DJIA Index(CBOT) |
Sep11 |
110727 |
12437 |
12458 |
12232 |
12244 |
-188 |
94,227 |
117,531 |
+744 |
Dec11 |
110727 |
12374 |
12374 |
12172 |
12173 |
-186 |
101 |
383 |
-13 |
Mar12 |
110727 |
12104 |
12104 |
12104 |
12104 |
-186 |
0 |
11 |
+0 |
Jun12 |
110727 |
12034 |
12034 |
12034 |
12034 |
-186 |
|
|
|
Total Volume and Open Interest |
94,328 |
117,925 |
+731 |
S & P 500(CME) |
Sep11 |
110727 |
1326.00 |
1328.20 |
1298.30 |
1298.90 |
-27.30 |
6,168 |
274,489 |
+1,132 |
Dec11 |
110727 |
1310.50 |
1310.50 |
1292.60 |
1293.30 |
-27.30 |
9 |
10,980 |
+1 |
Mar12 |
110727 |
1287.80 |
1287.80 |
1287.10 |
1287.80 |
-27.30 |
0 |
11 |
+0 |
Jun12 |
110727 |
1282.80 |
1282.80 |
1282.10 |
1282.80 |
-27.30 |
0 |
5 |
+0 |
Total Volume and Open Interest |
6,177 |
285,485 |
+1,133 |
S & P 500 E-Mini(Globex) |
Sep11 |
110727 |
1326.00 |
1328.50 |
1298.00 |
1299.00 |
-27.25 |
1,640,963 |
2,567,417 |
+7,827 |
Dec11 |
110727 |
1320.50 |
1322.75 |
1293.00 |
1293.25 |
-27.25 |
3,398 |
22,812 |
+1,570 |
Total Volume and Open Interest |
1,644,365 |
2,590,440 |
+9,397 |
NASDAQ 100(CME) |
Sep11 |
110727 |
2420.50 |
2424.80 |
2357.00 |
2357.80 |
-65.70 |
403 |
17,951 |
-193 |
Dec11 |
110727 |
2352.30 |
2365.00 |
2352.30 |
2352.30 |
-65.70 |
0 |
10 |
+0 |
Mar12 |
110727 |
2348.00 |
2351.30 |
2348.00 |
2348.00 |
-65.80 |
|
|
|
Total Volume and Open Interest |
403 |
17,961 |
-193 |
NASDAQ 100 E-Mini(Globex) |
Sep11 |
110727 |
2424.50 |
2425.80 |
2357.80 |
2357.80 |
-65.70 |
195,167 |
357,365 |
+4,320 |
Dec11 |
110727 |
2415.00 |
2420.50 |
2352.30 |
2352.30 |
-65.70 |
213 |
5,086 |
+13 |
Total Volume and Open Interest |
195,381 |
362,459 |
+4,333 |
S & P Midcap 400(CME) |
Sep11 |
110727 |
947.50 |
947.50 |
947.50 |
947.50 |
-27.50 |
127 |
2,855 |
+127 |
Dec11 |
110727 |
945.80 |
945.80 |
945.80 |
945.80 |
-27.50 |
|
|
|
Mar12 |
110727 |
944.10 |
944.10 |
944.10 |
944.10 |
-27.50 |
|
|
|
Total Volume and Open Interest |
127 |
2,855 |
+127 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Sep11 |
110727 |
10080 |
10085 |
9920 |
9930 |
-140 |
4,834 |
37,447 |
+276 |
Dec11 |
110727 |
9895 |
9895 |
9885 |
9895 |
-140 |
0 |
26 |
+0 |
Total Volume and Open Interest |
4,834 |
37,473 |
+276 |
Nikkei 225(SGX) |
Sep11 |
110727 |
10110 |
10125 |
10015 |
10030 |
-60 |
65,825 |
193,214 |
-7,286 |
Dec11 |
110727 |
9970 |
9995 |
9970 |
9975 |
-60 |
18 |
8,212 |
-6 |
Mar12 |
110727 |
9965 |
9965 |
9965 |
9965 |
-65 |
0 |
10 |
+0 |
Total Volume and Open Interest |
66,755 |
214,419 |
-6,557 |
CAC 40(EURONEXT) |
Aug11 |
110727 |
3784.0 |
3786.5 |
3694.0 |
3738.0 |
-55.5 |
109,863 |
314,436 |
-1,451 |
Sep11 |
110727 |
3778.0 |
3778.0 |
3693.0 |
3736.0 |
-55.5 |
324 |
36,401 |
-141 |
Oct11 |
110727 |
3760.0 |
3760.0 |
3735.0 |
3735.0 |
-55.5 |
|
|
|
Total Volume and Open Interest |
110,187 |
350,869 |
-1,592 |
Hang Seng Index(HKFE) |
Jul11 |
110727 |
22432 |
22652 |
22432 |
22558 |
+18 |
77,977 |
78,589 |
-5,643 |
Aug11 |
110727 |
22410 |
22612 |
22400 |
22524 |
+24 |
17,779 |
20,749 |
+12,695 |
Sep11 |
110727 |
22439 |
22518 |
22311 |
22429 |
+15 |
761 |
4,527 |
+440 |
Total Volume and Open Interest |
96,696 |
107,910 |
+7,627 |
DAX(EUREX) |
Sep11 |
110727 |
7346.0 |
7362.0 |
7203.0 |
7270.0 |
-100.5 |
121,696 |
153,733 |
+2,073 |
Dec11 |
110727 |
7356.0 |
7385.5 |
7232.0 |
7298.0 |
-101.0 |
202 |
8,742 |
-9 |
Mar12 |
110727 |
7398.5 |
7414.5 |
7303.5 |
7330.5 |
-101.0 |
31 |
372 |
-14 |
Total Volume and Open Interest |
121,929 |
162,847 |
+2,050 |
FT-SE 100(EURONEXT) |
Sep11 |
110727 |
5881.00 |
5896.00 |
5760.50 |
5825.00 |
-65.50 |
82,027 |
661,465 |
-87 |
Dec11 |
110727 |
5839.50 |
5839.50 |
5750.00 |
5800.00 |
-66.00 |
2 |
823 |
+2 |
Mar12 |
110727 |
5794.50 |
5794.50 |
5763.00 |
5763.00 |
-66.00 |
1 |
163 |
+0 |
Total Volume and Open Interest |
82,040 |
662,521 |
-75 |
SPI 200(SFE) |
Sep11 |
110727 |
4545.0 |
4560.0 |
4505.0 |
4512.0 |
-30.0 |
36,654 |
196,174 |
+1,861 |
Dec11 |
110727 |
4572.0 |
4573.0 |
4522.0 |
4527.0 |
-30.0 |
44 |
4,719 |
-2 |
Mar12 |
110727 |
4513.0 |
4513.0 |
4513.0 |
4513.0 |
-32.0 |
0 |
1,734 |
+0 |
Total Volume and Open Interest |
36,878 |
205,068 |
+2,011 |
GSCI(CME) |
Aug11 |
110727 |
43.39 |
44.64 |
38.49 |
39.49 |
-7.15 |
111 |
9,395 |
+56 |
Sep11 |
110727 |
40.64 |
47.69 |
39.64 |
40.64 |
-7.00 |
|
|
|
Oct11 |
110727 |
41.64 |
48.69 |
40.64 |
41.64 |
-7.00 |
|
|
|
Total Volume and Open Interest |
111 |
9,395 |
+56 |
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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