|
MRCI's End of Day Prices |
Daily Futures Price Listing Thu July 28, 2011 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Aug11 |
110728 |
1373.25 |
1380.00 |
1367.00 |
1367.75 |
-8.00 |
31,675 |
25,958 |
-7,690 |
Sep11 |
110728 |
1369.50 |
1376.25 |
1360.50 |
1362.50 |
-9.25 |
25,227 |
45,257 |
+2,183 |
Nov11 |
110728 |
1378.50 |
1385.00 |
1369.00 |
1371.50 |
-9.00 |
92,393 |
312,392 |
+3,609 |
Jan12 |
110728 |
1386.75 |
1393.00 |
1381.25 |
1382.00 |
-8.50 |
9,766 |
51,852 |
-137 |
Mar12 |
110728 |
1394.25 |
1399.50 |
1387.50 |
1388.00 |
-7.50 |
3,858 |
26,512 |
+50 |
May12 |
110728 |
1391.00 |
1398.50 |
1383.00 |
1387.50 |
-7.00 |
4,096 |
32,764 |
+66 |
Jul12 |
110728 |
1396.00 |
1400.00 |
1390.75 |
1390.75 |
-6.00 |
1,808 |
18,341 |
+305 |
Total Volume and Open Interest |
169,727 |
537,568 |
-1,404 |
Soybean Meal(CBOT) |
Aug11 |
110728 |
356.00 |
358.20 |
355.30 |
355.30 |
-0.50 |
24,539 |
16,618 |
-3,869 |
Sep11 |
110728 |
359.10 |
360.80 |
357.60 |
357.60 |
-0.70 |
20,689 |
36,953 |
+1,541 |
Oct11 |
110728 |
360.20 |
362.50 |
359.30 |
359.50 |
-0.50 |
4,479 |
15,829 |
+620 |
Dec11 |
110728 |
363.80 |
366.70 |
362.80 |
363.60 |
unch |
34,630 |
87,890 |
+2,963 |
Jan12 |
110728 |
364.90 |
368.00 |
364.90 |
365.40 |
unch |
1,023 |
7,198 |
+22 |
Mar12 |
110728 |
368.10 |
370.80 |
367.90 |
367.90 |
+0.30 |
1,076 |
5,668 |
-99 |
May12 |
110728 |
368.00 |
370.30 |
367.50 |
367.90 |
+0.60 |
1,216 |
8,120 |
+277 |
Jul12 |
110728 |
368.40 |
370.80 |
368.40 |
368.50 |
+0.90 |
375 |
2,439 |
+75 |
Total Volume and Open Interest |
88,163 |
184,730 |
+1,571 |
Soybean Oil(CBOT) |
Aug11 |
110728 |
56.47 |
56.57 |
55.74 |
55.76 |
-0.64 |
20,253 |
15,038 |
-6,049 |
Sep11 |
110728 |
56.61 |
56.80 |
55.92 |
55.92 |
-0.69 |
15,181 |
46,212 |
+1,659 |
Oct11 |
110728 |
56.80 |
56.97 |
56.12 |
56.12 |
-0.72 |
3,155 |
20,149 |
+447 |
Dec11 |
110728 |
57.38 |
57.49 |
56.54 |
56.55 |
-0.76 |
41,991 |
144,183 |
+25 |
Jan12 |
110728 |
57.68 |
57.70 |
56.83 |
56.83 |
-0.75 |
1,911 |
23,278 |
+84 |
Mar12 |
110728 |
57.95 |
57.95 |
57.10 |
57.10 |
-0.75 |
2,039 |
14,487 |
+431 |
May12 |
110728 |
57.98 |
58.03 |
57.20 |
57.20 |
-0.75 |
1,147 |
8,243 |
+423 |
Jul12 |
110728 |
58.04 |
58.13 |
57.30 |
57.30 |
-0.75 |
665 |
4,154 |
+221 |
Total Volume and Open Interest |
86,439 |
278,890 |
-2,728 |
Canola(WCE) |
Nov11 |
110728 |
559.0 |
561.0 |
554.5 |
555.4 |
-4.4 |
11,570 |
120,919 |
+631 |
Jan12 |
110728 |
567.5 |
569.1 |
563.0 |
563.9 |
-4.3 |
3,209 |
19,805 |
+1,181 |
Mar12 |
110728 |
572.4 |
575.5 |
569.9 |
570.4 |
-4.6 |
448 |
6,488 |
-140 |
May12 |
110728 |
580.0 |
580.3 |
575.6 |
576.0 |
-4.3 |
533 |
5,041 |
+373 |
Jul12 |
110728 |
581.9 |
582.0 |
580.0 |
580.1 |
-4.5 |
138 |
3,084 |
+125 |
Total Volume and Open Interest |
15,947 |
157,034 |
+2,219 |
Corn(CBOT) |
Sep11 |
110728 |
690.25 |
690.50 |
680.00 |
682.25 |
-9.25 |
56,593 |
342,214 |
-7,079 |
Dec11 |
110728 |
689.75 |
692.75 |
682.50 |
686.25 |
-5.25 |
129,014 |
522,167 |
+3,287 |
Mar12 |
110728 |
702.25 |
705.00 |
695.25 |
698.75 |
-5.25 |
9,008 |
131,122 |
+1,704 |
May12 |
110728 |
708.00 |
710.25 |
702.75 |
705.50 |
-4.50 |
3,815 |
28,957 |
+523 |
Jul12 |
110728 |
712.75 |
715.25 |
707.75 |
711.00 |
-4.00 |
4,139 |
72,302 |
+707 |
Sep12 |
110728 |
675.50 |
676.50 |
670.00 |
676.25 |
-3.25 |
388 |
8,607 |
+68 |
Total Volume and Open Interest |
207,112 |
1,203,373 |
-525 |
Wheat(CBOT) |
Sep11 |
110728 |
703.00 |
714.75 |
692.00 |
693.25 |
-11.50 |
38,860 |
146,298 |
-994 |
Dec11 |
110728 |
743.25 |
754.75 |
733.25 |
735.00 |
-10.25 |
15,644 |
147,937 |
+1,727 |
Mar12 |
110728 |
774.00 |
785.25 |
765.50 |
767.00 |
-10.00 |
1,922 |
48,713 |
+202 |
May12 |
110728 |
785.50 |
798.50 |
780.50 |
782.25 |
-8.00 |
522 |
9,994 |
+101 |
Jul12 |
110728 |
795.50 |
808.00 |
791.25 |
792.75 |
-6.75 |
997 |
43,723 |
+60 |
Total Volume and Open Interest |
58,385 |
420,557 |
+1,277 |
Wheat(KCBT) |
Sep11 |
110728 |
785.00 |
799.25 |
782.25 |
783.50 |
-4.75 |
11,505 |
70,450 |
-4,530 |
Dec11 |
110728 |
812.00 |
825.00 |
808.25 |
809.50 |
-4.75 |
6,831 |
59,901 |
+83 |
Mar12 |
110728 |
826.25 |
838.75 |
822.75 |
823.25 |
-4.50 |
929 |
18,840 |
-137 |
May12 |
110728 |
831.00 |
843.50 |
827.00 |
827.00 |
-4.75 |
352 |
3,507 |
+50 |
Jul12 |
110728 |
831.00 |
842.75 |
825.75 |
825.75 |
-5.75 |
714 |
14,050 |
+227 |
Total Volume and Open Interest |
20,347 |
169,877 |
-4,317 |
Wheat(MGE) |
Sep11 |
110728 |
851.00 |
862.00 |
845.25 |
846.75 |
-4.25 |
2,450 |
19,097 |
-799 |
Dec11 |
110728 |
853.75 |
862.00 |
845.50 |
847.00 |
-4.75 |
1,283 |
19,743 |
+73 |
Mar12 |
110728 |
857.75 |
871.00 |
855.00 |
856.25 |
-4.50 |
319 |
6,352 |
-24 |
May12 |
110728 |
860.75 |
874.00 |
858.00 |
859.50 |
-5.25 |
89 |
3,102 |
-23 |
Jul12 |
110728 |
861.75 |
876.25 |
860.50 |
861.75 |
-5.50 |
46 |
4,836 |
-20 |
Total Volume and Open Interest |
4,233 |
57,127 |
-757 |
Oats(CBOT) |
Sep11 |
110728 |
356.00 |
360.25 |
349.50 |
350.75 |
-4.75 |
172 |
3,941 |
-6 |
Dec11 |
110728 |
367.75 |
372.00 |
361.25 |
363.00 |
-4.75 |
557 |
7,434 |
+9 |
Mar12 |
110728 |
378.25 |
378.25 |
373.50 |
373.50 |
-4.75 |
8 |
837 |
+3 |
May12 |
110728 |
380.50 |
384.75 |
380.00 |
380.00 |
-4.75 |
0 |
26 |
+0 |
Total Volume and Open Interest |
737 |
12,267 |
+6 |
Rough Rice(CBOT) |
Sep11 |
110728 |
16.70 |
16.92 |
16.30 |
16.39 |
-0.41 |
918 |
10,639 |
-105 |
Nov11 |
110728 |
17.02 |
17.22 |
16.62 |
16.71 |
-0.40 |
282 |
5,344 |
+23 |
Jan12 |
110728 |
17.28 |
17.51 |
17.02 |
17.02 |
-0.39 |
55 |
613 |
+19 |
Mar12 |
110728 |
17.76 |
17.77 |
17.27 |
17.28 |
-0.40 |
89 |
782 |
+61 |
Total Volume and Open Interest |
1,344 |
17,390 |
-2 |
Live Cattle(CME) |
Aug11 |
110728 |
110.680 |
111.750 |
110.550 |
111.635 |
+0.555 |
15,898 |
44,555 |
-6,343 |
Oct11 |
110728 |
115.250 |
116.350 |
115.050 |
116.150 |
+0.700 |
17,009 |
127,145 |
+71 |
Dec11 |
110728 |
118.250 |
119.450 |
118.250 |
119.150 |
+0.420 |
11,327 |
86,540 |
+3,086 |
Feb12 |
110728 |
121.700 |
122.600 |
121.450 |
122.550 |
+0.400 |
2,916 |
30,898 |
+555 |
Apr12 |
110728 |
123.930 |
124.635 |
123.785 |
124.600 |
+0.170 |
832 |
16,532 |
+46 |
Jun12 |
110728 |
121.250 |
121.980 |
121.200 |
121.850 |
+0.050 |
462 |
6,774 |
+190 |
Total Volume and Open Interest |
48,507 |
313,397 |
-2,380 |
Feeder Cattle(CME) |
Aug11 |
110728 |
134.800 |
136.500 |
134.400 |
135.800 |
+0.420 |
2,598 |
12,869 |
-742 |
Sep11 |
110728 |
137.035 |
138.200 |
136.300 |
137.600 |
+0.665 |
2,486 |
10,770 |
-220 |
Oct11 |
110728 |
138.000 |
139.235 |
137.400 |
138.880 |
+0.805 |
1,925 |
9,035 |
+315 |
Nov11 |
110728 |
137.935 |
139.500 |
137.600 |
139.325 |
+0.750 |
500 |
4,046 |
+81 |
Jan12 |
110728 |
137.500 |
138.650 |
137.485 |
138.550 |
unch |
232 |
1,994 |
+90 |
Mar12 |
110728 |
137.935 |
138.600 |
137.900 |
138.100 |
-0.200 |
105 |
586 |
+52 |
Apr12 |
110728 |
137.900 |
138.650 |
137.735 |
138.350 |
unch |
16 |
156 |
+12 |
Total Volume and Open Interest |
7,875 |
39,567 |
-403 |
Lean Hogs(CME) |
Aug11 |
110728 |
101.480 |
102.800 |
101.350 |
102.480 |
+0.550 |
11,224 |
20,738 |
-2,634 |
Oct11 |
110728 |
90.900 |
92.680 |
90.900 |
92.450 |
+1.020 |
13,658 |
91,876 |
+764 |
Dec11 |
110728 |
87.800 |
88.900 |
87.635 |
88.700 |
+0.400 |
6,529 |
66,787 |
+638 |
Feb12 |
110728 |
90.100 |
90.950 |
90.100 |
90.950 |
+0.350 |
1,065 |
32,001 |
+102 |
Apr12 |
110728 |
91.635 |
92.300 |
91.635 |
92.230 |
+0.330 |
658 |
19,053 |
+146 |
May12 |
110728 |
95.050 |
95.700 |
95.035 |
95.700 |
+0.200 |
3 |
891 |
+1 |
Jun12 |
110728 |
97.700 |
98.300 |
97.600 |
98.285 |
+0.335 |
500 |
10,538 |
+53 |
Jul12 |
110728 |
96.500 |
96.680 |
96.385 |
96.500 |
+0.100 |
65 |
3,237 |
+23 |
Total Volume and Open Interest |
33,744 |
247,692 |
-887 |
Class III Milk(CME) |
Jul11 |
110728 |
21.31 |
21.34 |
21.28 |
21.33 |
-0.01 |
39 |
6,937 |
-4 |
Aug11 |
110728 |
21.40 |
21.45 |
21.19 |
21.41 |
+0.07 |
771 |
6,385 |
+1 |
Sep11 |
110728 |
20.54 |
20.90 |
20.54 |
20.71 |
+0.16 |
448 |
6,067 |
+132 |
Oct11 |
110728 |
19.62 |
19.70 |
19.49 |
19.63 |
+0.14 |
204 |
4,822 |
+2 |
Nov11 |
110728 |
18.59 |
18.65 |
18.52 |
18.61 |
+0.09 |
158 |
3,980 |
+35 |
Total Volume and Open Interest |
1,883 |
37,916 |
+204 |
Cocoa(ICE) |
Sep11 |
110728 |
3033 |
3048 |
2972 |
2974 |
-62 |
15,249 |
60,992 |
-1,039 |
Dec11 |
110728 |
3071 |
3072 |
3007 |
3011 |
-62 |
9,856 |
46,198 |
+1,510 |
Mar12 |
110728 |
3115 |
3117 |
3054 |
3058 |
-61 |
1,668 |
35,165 |
+537 |
May12 |
110728 |
3115 |
3119 |
3059 |
3062 |
-59 |
460 |
11,678 |
+171 |
Jul12 |
110728 |
3083 |
3083 |
3070 |
3070 |
-59 |
155 |
4,573 |
+70 |
Sep12 |
110728 |
3087 |
3087 |
3076 |
3076 |
-59 |
112 |
8,212 |
+95 |
Dec12 |
110728 |
3083 |
3083 |
3083 |
3083 |
-59 |
2 |
3,936 |
+1 |
Total Volume and Open Interest |
27,502 |
174,115 |
+1,345 |
Coffee "C"(ICE) |
Sep11 |
110728 |
241.60 |
244.60 |
237.20 |
238.65 |
-2.55 |
12,475 |
46,696 |
-1,981 |
Dec11 |
110728 |
245.90 |
248.95 |
241.50 |
243.00 |
-2.55 |
7,369 |
40,460 |
+1,873 |
Mar12 |
110728 |
249.25 |
251.25 |
245.00 |
246.45 |
-2.50 |
1,184 |
10,046 |
-31 |
May12 |
110728 |
249.00 |
252.90 |
247.00 |
248.10 |
-2.90 |
107 |
5,030 |
+45 |
Jul12 |
110728 |
248.40 |
251.95 |
247.90 |
248.65 |
-3.05 |
57 |
1,878 |
+34 |
Sep12 |
110728 |
247.60 |
251.05 |
247.55 |
247.95 |
-3.00 |
59 |
1,713 |
+29 |
Total Volume and Open Interest |
21,256 |
107,293 |
-31 |
Orange Juice(ICE) |
Sep11 |
110728 |
198.70 |
201.00 |
198.35 |
198.90 |
+0.15 |
661 |
26,670 |
+71 |
Nov11 |
110728 |
188.45 |
190.65 |
188.45 |
190.30 |
+2.25 |
229 |
7,099 |
+71 |
Jan12 |
110728 |
179.50 |
181.60 |
179.50 |
181.25 |
+1.75 |
21 |
1,686 |
+14 |
Mar12 |
110728 |
177.25 |
177.40 |
177.00 |
177.30 |
+0.25 |
2 |
319 |
+2 |
May12 |
110728 |
175.85 |
175.85 |
174.85 |
174.85 |
-0.60 |
36 |
281 |
+35 |
Jul12 |
110728 |
174.80 |
174.80 |
174.80 |
174.80 |
-0.25 |
0 |
128 |
+0 |
Total Volume and Open Interest |
949 |
36,194 |
+193 |
Sugar #11(ICE) |
Oct11 |
110728 |
31.06 |
31.28 |
29.77 |
29.92 |
-1.21 |
35,745 |
301,493 |
+254 |
Mar12 |
110728 |
29.81 |
29.90 |
28.55 |
28.66 |
-1.14 |
15,186 |
149,769 |
-1,295 |
May12 |
110728 |
28.11 |
28.23 |
27.06 |
27.20 |
-0.96 |
4,307 |
49,336 |
+315 |
Jul12 |
110728 |
26.87 |
26.95 |
25.89 |
26.12 |
-0.75 |
2,557 |
66,886 |
+236 |
Oct12 |
110728 |
25.60 |
25.95 |
24.99 |
25.27 |
-0.59 |
969 |
30,114 |
+239 |
Total Volume and Open Interest |
59,582 |
637,140 |
-118 |
London Cocoa(LCE) |
Sep11 |
110728 |
1893 |
1903 |
1860 |
1862 |
-28 |
6,049 |
73,264 |
-150 |
Dec11 |
110728 |
1933 |
1933 |
1892 |
1894 |
-28 |
3,910 |
48,256 |
+352 |
Mar12 |
110728 |
1954 |
1954 |
1914 |
1915 |
-28 |
2,279 |
37,991 |
-269 |
May12 |
110728 |
1949 |
1951 |
1925 |
1925 |
-29 |
1,569 |
14,063 |
+146 |
Jul12 |
110728 |
1943 |
1943 |
1931 |
1931 |
-27 |
506 |
6,220 |
+4 |
Sep12 |
110728 |
1952 |
1952 |
1940 |
1940 |
-26 |
113 |
4,427 |
+44 |
Dec12 |
110728 |
1960 |
1960 |
1940 |
1940 |
-31 |
3 |
7,355 |
+0 |
Total Volume and Open Interest |
14,429 |
192,443 |
+127 |
London Sugar(LCE) |
Oct11 |
110728 |
804.90 |
809.80 |
785.10 |
789.00 |
-14.50 |
1,393 |
25,961 |
+59 |
Dec11 |
110728 |
760.60 |
767.00 |
740.80 |
745.00 |
-15.50 |
588 |
7,002 |
+203 |
Mar12 |
110728 |
747.60 |
751.70 |
726.00 |
731.40 |
-16.00 |
309 |
9,604 |
+104 |
May12 |
110728 |
713.60 |
721.70 |
699.20 |
702.20 |
-14.80 |
74 |
3,346 |
+43 |
Aug12 |
110728 |
685.80 |
690.30 |
671.90 |
674.70 |
-14.00 |
31 |
1,918 |
+4 |
Total Volume and Open Interest |
2,514 |
49,321 |
+490 |
Cotton(ICE) |
Oct11 |
110728 |
103.84 |
103.84 |
101.30 |
102.81 |
-1.04 |
88 |
545 |
+0 |
Dec11 |
110728 |
103.61 |
103.65 |
100.65 |
102.57 |
-1.04 |
14,642 |
97,208 |
+185 |
Mar12 |
110728 |
101.00 |
101.06 |
98.80 |
100.75 |
-0.43 |
3,517 |
24,597 |
+994 |
May12 |
110728 |
98.50 |
99.98 |
97.90 |
99.72 |
-0.27 |
460 |
5,510 |
+25 |
Jul12 |
110728 |
98.10 |
98.71 |
97.00 |
98.57 |
-0.14 |
551 |
7,205 |
+28 |
Oct12 |
110728 |
97.28 |
97.28 |
97.28 |
97.28 |
-0.09 |
0 |
3 |
+0 |
Total Volume and Open Interest |
19,535 |
138,911 |
+1,409 |
Lumber(CME) |
Sep11 |
110728 |
255.0 |
255.8 |
252.6 |
253.0 |
-1.0 |
275 |
5,921 |
+53 |
Nov11 |
110728 |
268.6 |
269.0 |
265.5 |
268.0 |
+2.0 |
131 |
2,559 |
+67 |
Jan12 |
110728 |
286.0 |
288.0 |
286.0 |
288.0 |
+1.3 |
22 |
881 |
+4 |
Mar12 |
110728 |
295.2 |
295.8 |
294.2 |
294.3 |
-0.2 |
0 |
97 |
+0 |
Total Volume and Open Interest |
428 |
9,459 |
+124 |
Crude Oil(NYM) |
Sep11 |
110728 |
97.27 |
98.01 |
96.51 |
97.44 |
+0.04 |
332,692 |
370,529 |
+46 |
Oct11 |
110728 |
97.65 |
98.40 |
96.90 |
97.87 |
+0.03 |
71,304 |
97,152 |
+4,816 |
Nov11 |
110728 |
98.05 |
98.86 |
97.49 |
98.35 |
+0.02 |
28,919 |
79,768 |
+1,391 |
Dec11 |
110728 |
98.53 |
99.30 |
97.77 |
98.82 |
unch |
54,049 |
207,245 |
-446 |
Jan12 |
110728 |
98.20 |
99.71 |
98.20 |
99.25 |
-0.01 |
9,062 |
51,178 |
+363 |
Feb12 |
110728 |
99.49 |
100.05 |
99.17 |
99.66 |
unch |
7,432 |
25,271 |
+146 |
Mar12 |
110728 |
99.90 |
100.48 |
99.43 |
100.05 |
+0.02 |
7,117 |
36,738 |
+539 |
Apr12 |
110728 |
100.15 |
100.75 |
99.87 |
100.43 |
+0.04 |
5,198 |
23,477 |
+544 |
May12 |
110728 |
100.77 |
100.79 |
100.77 |
100.79 |
+0.06 |
3,001 |
18,371 |
-14 |
Jun12 |
110728 |
100.58 |
101.43 |
100.58 |
101.15 |
+0.09 |
15,852 |
82,770 |
+659 |
Jul12 |
110728 |
101.45 |
101.59 |
101.45 |
101.50 |
+0.12 |
1,849 |
29,660 |
+268 |
Aug12 |
110728 |
101.76 |
101.76 |
101.76 |
101.76 |
+0.14 |
774 |
17,338 |
-77 |
Sep12 |
110728 |
101.99 |
101.99 |
101.99 |
101.99 |
+0.15 |
1,048 |
18,659 |
-3 |
Oct12 |
110728 |
102.22 |
102.22 |
102.22 |
102.22 |
+0.17 |
436 |
11,134 |
-1 |
Nov12 |
110728 |
102.47 |
102.47 |
102.47 |
102.47 |
+0.19 |
768 |
20,930 |
+108 |
Dec12 |
110728 |
102.15 |
103.06 |
101.85 |
102.73 |
+0.20 |
24,160 |
148,924 |
-863 |
Total Volume and Open Interest |
575,757 |
1,506,662 |
+8,601 |
e-miNY Crude Oil(NYM) |
Jul11 |
110620 |
92.875 |
93.450 |
91.175 |
93.250 |
+0.250 |
6,081 |
2,206 |
-176 |
Aug11 |
110719 |
96.125 |
98.650 |
95.925 |
97.500 |
+1.575 |
5,608 |
3,447 |
-104 |
Sep11 |
110728 |
97.300 |
98.000 |
96.525 |
97.450 |
+0.050 |
9,859 |
3,412 |
+168 |
Oct11 |
110728 |
97.000 |
98.400 |
97.000 |
97.875 |
+0.025 |
534 |
547 |
+48 |
Nov11 |
110728 |
97.550 |
98.800 |
97.525 |
98.350 |
+0.025 |
74 |
179 |
+1 |
Dec11 |
110728 |
98.400 |
99.000 |
98.325 |
98.825 |
unch |
41 |
247 |
+27 |
Jan12 |
110728 |
99.250 |
99.250 |
99.250 |
99.250 |
unch |
0 |
10 |
+0 |
Feb12 |
110728 |
99.650 |
99.650 |
99.650 |
99.650 |
unch |
0 |
3 |
+0 |
Mar12 |
110728 |
100.125 |
100.125 |
100.050 |
100.050 |
+0.025 |
0 |
10 |
+0 |
Apr12 |
110728 |
100.425 |
100.425 |
100.425 |
100.425 |
+0.025 |
0 |
1 |
+0 |
Total Volume and Open Interest |
10,508 |
4,596 |
+244 |
Heating Oil(NYM) |
Aug11 |
110728 |
308.80 |
312.07 |
308.00 |
310.52 |
+2.26 |
29,577 |
24,737 |
-10,111 |
Sep11 |
110728 |
309.51 |
313.27 |
309.10 |
311.44 |
+2.00 |
47,787 |
97,159 |
+4,125 |
Oct11 |
110728 |
311.45 |
314.72 |
310.62 |
312.86 |
+1.83 |
11,442 |
39,110 |
+938 |
Nov11 |
110728 |
312.72 |
315.51 |
312.44 |
314.51 |
+1.70 |
5,722 |
28,640 |
+1,036 |
Dec11 |
110728 |
314.21 |
317.87 |
314.03 |
316.05 |
+1.57 |
6,797 |
38,234 |
+439 |
Jan12 |
110728 |
317.61 |
319.38 |
315.98 |
317.53 |
+1.44 |
2,776 |
23,332 |
-884 |
Feb12 |
110728 |
318.44 |
319.59 |
316.14 |
317.72 |
+1.36 |
933 |
10,509 |
+85 |
Mar12 |
110728 |
317.36 |
317.52 |
315.97 |
316.77 |
+1.34 |
1,041 |
7,760 |
+326 |
Apr12 |
110728 |
313.10 |
314.66 |
313.10 |
314.66 |
+1.33 |
398 |
3,980 |
+38 |
May12 |
110728 |
313.20 |
313.20 |
312.75 |
312.75 |
+1.32 |
331 |
3,906 |
+34 |
Jun12 |
110728 |
312.00 |
312.20 |
310.51 |
312.04 |
+1.34 |
1,261 |
22,268 |
+171 |
Jul12 |
110728 |
312.69 |
312.69 |
312.69 |
312.69 |
+1.34 |
546 |
1,933 |
-41 |
Total Volume and Open Interest |
109,306 |
313,430 |
-3,684 |
Gasoline(NYMEX) |
Aug11 |
110728 |
314.35 |
317.33 |
309.26 |
311.76 |
-2.47 |
28,744 |
17,594 |
-5,585 |
Sep11 |
110728 |
307.74 |
311.33 |
303.96 |
306.38 |
-1.93 |
44,269 |
100,750 |
+3,304 |
Oct11 |
110728 |
294.75 |
296.60 |
291.01 |
293.40 |
-0.79 |
14,864 |
35,478 |
+746 |
Nov11 |
110728 |
290.65 |
292.20 |
287.82 |
290.00 |
-0.42 |
7,028 |
19,680 |
+348 |
Dec11 |
110728 |
288.64 |
290.48 |
286.25 |
288.43 |
-0.13 |
5,300 |
31,707 |
+291 |
Jan12 |
110728 |
288.52 |
289.90 |
286.53 |
288.61 |
-0.03 |
1,213 |
11,754 |
+161 |
Feb12 |
110728 |
291.07 |
291.07 |
287.91 |
289.82 |
+0.01 |
480 |
5,769 |
+69 |
Mar12 |
110728 |
291.49 |
291.49 |
291.49 |
291.49 |
+0.06 |
357 |
8,186 |
+61 |
Apr12 |
110728 |
302.47 |
302.47 |
302.47 |
302.47 |
+0.17 |
327 |
5,769 |
+209 |
May12 |
110728 |
302.43 |
302.43 |
302.43 |
302.43 |
+0.23 |
127 |
1,927 |
+16 |
Total Volume and Open Interest |
103,015 |
258,380 |
-261 |
e-miNY RBOB Gasoline(NYM) |
Aug11 |
110728 |
311.80 |
311.80 |
311.76 |
311.80 |
-2.40 |
0 |
3 |
+0 |
Sep11 |
110728 |
306.40 |
306.40 |
306.38 |
306.40 |
-1.90 |
|
|
|
Oct11 |
110728 |
293.40 |
293.40 |
293.40 |
293.40 |
-0.80 |
0 |
1 |
+0 |
Nov11 |
110728 |
290.00 |
290.00 |
290.00 |
290.00 |
-0.40 |
|
|
|
Total Volume and Open Interest |
0 |
6 |
+0 |
Natural Gas(NYM) |
Sep11 |
110728 |
4.318 |
4.339 |
4.200 |
4.244 |
-0.074 |
69,196 |
235,642 |
-239 |
Oct11 |
110728 |
4.339 |
4.349 |
4.217 |
4.257 |
-0.076 |
23,811 |
141,933 |
-370 |
Nov11 |
110728 |
4.443 |
4.460 |
4.335 |
4.369 |
-0.077 |
19,055 |
108,550 |
+1,188 |
Dec11 |
110728 |
4.611 |
4.630 |
4.518 |
4.545 |
-0.071 |
7,229 |
48,202 |
-620 |
Jan12 |
110728 |
4.710 |
4.727 |
4.610 |
4.645 |
-0.068 |
12,938 |
115,129 |
+1,942 |
Feb12 |
110728 |
4.713 |
4.726 |
4.620 |
4.646 |
-0.065 |
3,539 |
27,373 |
+669 |
Mar12 |
110728 |
4.681 |
4.681 |
4.579 |
4.607 |
-0.062 |
3,094 |
47,616 |
-28 |
Apr12 |
110728 |
4.599 |
4.604 |
4.495 |
4.535 |
-0.055 |
3,679 |
51,407 |
+389 |
May12 |
110728 |
4.601 |
4.625 |
4.530 |
4.557 |
-0.053 |
1,547 |
10,491 |
+390 |
Jun12 |
110728 |
4.636 |
4.655 |
4.560 |
4.589 |
-0.050 |
797 |
12,005 |
+316 |
Jul12 |
110728 |
4.689 |
4.696 |
4.595 |
4.630 |
-0.048 |
584 |
8,654 |
+87 |
Aug12 |
110728 |
4.718 |
4.726 |
4.631 |
4.660 |
-0.048 |
823 |
9,629 |
+168 |
Sep12 |
110728 |
4.721 |
4.733 |
4.639 |
4.668 |
-0.048 |
749 |
7,353 |
+34 |
Oct12 |
110728 |
4.765 |
4.770 |
4.671 |
4.707 |
-0.048 |
1,474 |
34,838 |
+517 |
Nov12 |
110728 |
4.835 |
4.910 |
4.833 |
4.857 |
-0.039 |
99 |
5,204 |
+17 |
Dec12 |
110728 |
5.150 |
5.150 |
5.046 |
5.086 |
-0.035 |
120 |
11,208 |
+25 |
Total Volume and Open Interest |
216,819 |
951,287 |
-13,651 |
Brent Crude Oil(ICE) |
Sep11 |
110728 |
117.30 |
118.71 |
117.05 |
117.36 |
-0.07 |
177,414 |
195,235 |
+3,396 |
Oct11 |
110728 |
117.03 |
118.41 |
116.84 |
117.17 |
-0.01 |
66,393 |
144,168 |
-340 |
Nov11 |
110728 |
116.94 |
118.37 |
116.82 |
117.18 |
+0.03 |
25,632 |
54,067 |
+2,055 |
Dec11 |
110728 |
116.90 |
118.31 |
116.76 |
117.17 |
+0.05 |
36,371 |
98,312 |
+430 |
Jan12 |
110728 |
116.99 |
118.03 |
116.77 |
117.12 |
+0.06 |
7,027 |
24,013 |
-28 |
Feb12 |
110728 |
116.92 |
117.94 |
116.73 |
117.05 |
+0.08 |
4,128 |
18,130 |
+239 |
Mar12 |
110728 |
116.93 |
117.97 |
116.65 |
116.97 |
+0.08 |
3,589 |
34,300 |
-507 |
Apr12 |
110728 |
117.18 |
117.87 |
116.64 |
116.89 |
+0.10 |
1,219 |
13,908 |
-92 |
May12 |
110728 |
117.07 |
117.77 |
116.54 |
116.79 |
+0.10 |
1,191 |
8,512 |
-5 |
Jun12 |
110728 |
116.63 |
117.66 |
116.33 |
116.68 |
+0.11 |
5,186 |
40,846 |
+152 |
Jul12 |
110728 |
116.58 |
116.58 |
116.58 |
116.58 |
+0.13 |
676 |
8,970 |
+97 |
Aug12 |
110728 |
116.44 |
116.44 |
116.44 |
116.44 |
+0.14 |
564 |
6,073 |
+13 |
Sep12 |
110728 |
116.26 |
116.26 |
116.26 |
116.26 |
+0.14 |
415 |
7,900 |
-27 |
Oct12 |
110728 |
116.07 |
116.07 |
116.07 |
116.07 |
+0.14 |
612 |
3,396 |
-101 |
Total Volume and Open Interest |
346,752 |
809,698 |
+4,668 |
Gas Oil(ICE) |
Aug11 |
110728 |
968.75 |
980.00 |
968.50 |
979.00 |
+4.50 |
42,523 |
90,124 |
+617 |
Sep11 |
110728 |
971.50 |
982.25 |
970.50 |
981.00 |
+3.75 |
63,937 |
133,789 |
-75 |
Oct11 |
110728 |
979.25 |
984.25 |
972.50 |
983.25 |
+3.50 |
17,874 |
65,215 |
+1,472 |
Nov11 |
110728 |
980.50 |
984.75 |
974.00 |
984.75 |
+3.50 |
5,049 |
37,586 |
+670 |
Dec11 |
110728 |
978.50 |
987.00 |
976.25 |
986.25 |
+3.25 |
12,037 |
58,915 |
-1,270 |
Jan12 |
110728 |
980.75 |
988.75 |
978.50 |
988.25 |
+3.25 |
3,113 |
36,752 |
-59 |
Feb12 |
110728 |
981.50 |
989.75 |
978.00 |
989.00 |
+3.25 |
1,493 |
11,639 |
+123 |
Mar12 |
110728 |
981.75 |
989.00 |
979.75 |
989.00 |
+3.00 |
711 |
13,127 |
-124 |
Apr12 |
110728 |
980.50 |
988.50 |
979.25 |
988.50 |
+2.75 |
443 |
8,555 |
+214 |
May12 |
110728 |
984.25 |
988.00 |
977.50 |
988.00 |
+2.50 |
406 |
7,517 |
-142 |
Total Volume and Open Interest |
152,525 |
564,383 |
+1,252 |
Ethanol(CBOT) |
Jul11 |
110706 |
2.758 |
2.795 |
2.758 |
2.761 |
+0.027 |
42 |
209 |
-19 |
Aug11 |
110728 |
3.048 |
3.054 |
2.989 |
2.999 |
-0.069 |
208 |
447 |
-65 |
Sep11 |
110728 |
2.860 |
2.860 |
2.780 |
2.797 |
-0.069 |
269 |
1,619 |
-85 |
Oct11 |
110728 |
2.701 |
2.713 |
2.675 |
2.681 |
-0.048 |
578 |
1,478 |
+94 |
Nov11 |
110728 |
2.600 |
2.600 |
2.579 |
2.582 |
-0.022 |
486 |
1,129 |
+29 |
Dec11 |
110728 |
2.557 |
2.557 |
2.548 |
2.553 |
-0.013 |
447 |
1,630 |
+204 |
Jan12 |
110728 |
2.538 |
2.538 |
2.538 |
2.538 |
-0.013 |
233 |
709 |
-87 |
Feb12 |
110728 |
2.539 |
2.544 |
2.539 |
2.542 |
-0.018 |
220 |
473 |
+116 |
Total Volume and Open Interest |
2,741 |
9,614 |
+360 |
WTI Crude Oil(ICE |
Sep11 |
110728 |
97.00 |
98.01 |
96.58 |
97.44 |
+0.04 |
76,067 |
80,036 |
+2,622 |
Oct11 |
110728 |
97.50 |
98.40 |
97.00 |
97.87 |
+0.03 |
25,929 |
35,787 |
+1,378 |
Nov11 |
110728 |
97.86 |
98.85 |
97.66 |
98.35 |
+0.02 |
14,852 |
22,978 |
-894 |
Dec11 |
110728 |
98.11 |
99.28 |
98.06 |
98.82 |
unch |
21,019 |
95,454 |
+2,182 |
Jan12 |
110728 |
99.19 |
99.71 |
98.64 |
99.25 |
-0.01 |
3,290 |
18,274 |
+48 |
Feb12 |
110728 |
99.43 |
100.10 |
99.18 |
99.66 |
unch |
1,593 |
5,804 |
-210 |
Mar12 |
110728 |
100.10 |
100.20 |
99.79 |
100.05 |
+0.02 |
1,814 |
15,796 |
+126 |
Apr12 |
110728 |
100.24 |
100.59 |
100.23 |
100.43 |
+0.04 |
945 |
4,798 |
-73 |
May12 |
110728 |
100.60 |
100.89 |
100.60 |
100.79 |
+0.06 |
516 |
3,112 |
-53 |
Jun12 |
110728 |
100.75 |
101.44 |
100.70 |
101.15 |
+0.09 |
3,134 |
31,023 |
+197 |
Jul12 |
110728 |
101.50 |
101.50 |
101.50 |
101.50 |
+0.12 |
173 |
4,266 |
+22 |
Aug12 |
110728 |
101.76 |
101.76 |
101.76 |
101.76 |
+0.14 |
18 |
1,232 |
-10 |
Sep12 |
110728 |
101.99 |
101.99 |
101.99 |
101.99 |
+0.15 |
76 |
5,077 |
+4 |
Oct12 |
110728 |
102.22 |
102.22 |
102.22 |
102.22 |
+0.17 |
21 |
1,126 |
-8 |
Nov12 |
110728 |
102.47 |
102.47 |
102.47 |
102.47 |
+0.19 |
0 |
2,549 |
+0 |
Dec12 |
110728 |
101.91 |
103.09 |
101.86 |
102.73 |
+0.20 |
4,517 |
48,392 |
-1,246 |
Total Volume and Open Interest |
155,240 |
448,786 |
+4,584 |
US Dollar Index(ICE) |
Sep11 |
110728 |
74.300 |
74.585 |
74.045 |
74.390 |
+0.118 |
28,297 |
60,089 |
+5,720 |
Dec11 |
110728 |
74.750 |
75.000 |
74.450 |
74.810 |
+0.137 |
173 |
773 |
+97 |
Mar12 |
110728 |
75.250 |
75.250 |
75.250 |
75.250 |
+0.158 |
0 |
1 |
+0 |
Total Volume and Open Interest |
28,470 |
60,863 |
+5,817 |
Australian Dollar(CME) |
Sep11 |
110728 |
109.52 |
110.05 |
109.06 |
109.19 |
-0.18 |
89,343 |
135,241 |
+2,990 |
Dec11 |
110728 |
108.53 |
108.75 |
107.94 |
107.94 |
-0.19 |
43 |
518 |
+16 |
Mar12 |
110728 |
106.76 |
106.96 |
106.76 |
106.76 |
-0.20 |
0 |
2 |
+0 |
Total Volume and Open Interest |
89,386 |
135,764 |
+3,006 |
British Pound(CME) |
Sep11 |
110728 |
163.19 |
163.72 |
162.84 |
163.36 |
+0.19 |
95,720 |
97,143 |
-2,691 |
Dec11 |
110728 |
162.96 |
163.49 |
162.77 |
163.19 |
+0.19 |
2 |
264 |
+1 |
Mar12 |
110728 |
163.03 |
163.03 |
162.85 |
163.03 |
+0.18 |
0 |
2 |
+0 |
Total Volume and Open Interest |
95,722 |
97,415 |
-2,690 |
Canadian Dollar(CME) |
Sep11 |
110728 |
105.23 |
105.60 |
104.87 |
105.09 |
-0.09 |
65,909 |
123,710 |
-3,134 |
Dec11 |
110728 |
104.98 |
105.35 |
104.70 |
104.86 |
-0.08 |
239 |
4,051 |
+67 |
Mar12 |
110728 |
104.86 |
104.86 |
104.55 |
104.60 |
-0.09 |
3 |
624 |
-1 |
Jun12 |
110728 |
104.34 |
104.43 |
104.34 |
104.34 |
-0.09 |
1 |
279 |
+1 |
Total Volume and Open Interest |
66,152 |
128,807 |
-3,067 |
Japanese Yen(CME) |
Sep11 |
110728 |
128.40 |
128.87 |
128.21 |
128.59 |
+0.40 |
94,883 |
138,146 |
+5,526 |
Dec11 |
110728 |
128.40 |
128.93 |
128.30 |
128.70 |
+0.40 |
224 |
722 |
+15 |
Mar12 |
110728 |
128.88 |
128.88 |
128.48 |
128.88 |
+0.40 |
0 |
46 |
+0 |
Total Volume and Open Interest |
95,108 |
138,932 |
+5,542 |
Swiss Franc(CME) |
Sep11 |
110728 |
124.85 |
125.22 |
124.32 |
124.81 |
+0.07 |
32,932 |
53,227 |
-944 |
Dec11 |
110728 |
124.94 |
125.11 |
124.53 |
124.93 |
+0.07 |
73 |
278 |
+40 |
Mar12 |
110728 |
125.09 |
125.09 |
125.02 |
125.09 |
+0.07 |
0 |
5 |
+0 |
Total Volume and Open Interest |
33,005 |
53,513 |
-904 |
EuroFX(CME) |
Sep11 |
110728 |
143.49 |
143.82 |
142.34 |
142.92 |
-0.60 |
286,679 |
181,374 |
+4,770 |
Dec11 |
110728 |
143.10 |
143.30 |
142.07 |
142.57 |
-0.59 |
414 |
1,117 |
+59 |
Mar12 |
110728 |
142.25 |
142.84 |
142.25 |
142.25 |
-0.59 |
2 |
362 |
-1 |
Total Volume and Open Interest |
287,095 |
183,690 |
+4,828 |
Mexican Peso(CME) |
Aug11 |
110728 |
853.8 |
857.0 |
853.8 |
853.8 |
-3.2 |
|
|
|
Sep11 |
110728 |
853.8 |
856.8 |
847.0 |
849.5 |
-3.2 |
18,385 |
137,488 |
+2,180 |
Total Volume and Open Interest |
18,385 |
137,823 |
+2,180 |
Brazilian Real(CME) |
Aug11 |
110728 |
639.10 |
642.25 |
639.10 |
639.10 |
-3.15 |
|
|
|
Sep11 |
110728 |
633.00 |
633.90 |
631.55 |
633.40 |
-3.80 |
875 |
8,055 |
+770 |
Oct11 |
110728 |
629.60 |
633.40 |
629.60 |
629.60 |
-3.80 |
|
|
|
Nov11 |
110728 |
625.85 |
629.65 |
625.85 |
625.85 |
-3.80 |
|
|
|
Total Volume and Open Interest |
4,180 |
20,632 |
+2,425 |
30-Year T-Bonds(CBOT) |
Sep11 |
110728 |
125~210 |
126~130 |
125~170 |
126~020 |
+0~130 |
273,088 |
633,889 |
+9,915 |
Dec11 |
110728 |
124~110 |
124~280 |
124~050 |
124~180 |
+0~130 |
1,158 |
2,944 |
+898 |
Mar12 |
110728 |
123~040 |
123~040 |
122~230 |
123~040 |
+0~130 |
1 |
3 |
+1 |
Total Volume and Open Interest |
274,247 |
636,836 |
+10,814 |
10-Year T-Notes(CBOT) |
Sep11 |
110728 |
124~080 |
124~230 |
124~065 |
124~160 |
+0~085 |
1,091,010 |
1,884,698 |
+10,435 |
Dec11 |
110728 |
122~305 |
123~080 |
122~300 |
123~025 |
+0~085 |
485 |
15,917 |
+214 |
Mar12 |
110728 |
122~025 |
122~025 |
121~260 |
122~025 |
+0~085 |
|
|
|
Total Volume and Open Interest |
1,091,495 |
1,900,615 |
+10,649 |
5-Year T-Notes(CBOT) |
Sep11 |
110728 |
120~063 |
120~105 |
120~063 |
120~088 |
+0~025 |
553,227 |
1,520,147 |
-2,943 |
Dec11 |
110728 |
119~056 |
119~056 |
119~056 |
119~056 |
+0~025 |
4 |
284 |
+0 |
Mar12 |
110728 |
118~080 |
118~080 |
118~055 |
118~080 |
+0~025 |
|
|
|
Total Volume and Open Interest |
553,231 |
1,520,431 |
-2,943 |
2 Year T-Notes(CBOT) |
Sep11 |
110728 |
109~100 |
109~110 |
109~100 |
109~108 |
+0~008 |
300,518 |
1,031,338 |
+12,933 |
Dec11 |
110728 |
109~080 |
109~081 |
109~080 |
109~081 |
+0~009 |
35 |
1,120 |
+18 |
Mar12 |
110728 |
109~019 |
109~019 |
109~010 |
109~019 |
+0~009 |
|
|
|
Total Volume and Open Interest |
300,553 |
1,032,458 |
+12,951 |
Eurodollars(CME) |
Sep11 |
110728 |
99.625 |
99.635 |
99.610 |
99.630 |
unch |
158,954 |
1,152,681 |
+4,699 |
Dec11 |
110728 |
99.500 |
99.520 |
99.485 |
99.510 |
+0.010 |
173,204 |
1,131,595 |
-7,222 |
Mar12 |
110728 |
99.455 |
99.460 |
99.435 |
99.450 |
+0.005 |
166,768 |
1,393,409 |
-11,024 |
Jun12 |
110728 |
99.400 |
99.410 |
99.390 |
99.400 |
+0.010 |
128,565 |
1,371,289 |
+2,233 |
Sep12 |
110728 |
99.305 |
99.325 |
99.305 |
99.315 |
+0.015 |
156,731 |
1,054,615 |
+4,801 |
Dec12 |
110728 |
99.175 |
99.205 |
99.165 |
99.190 |
+0.025 |
152,836 |
736,044 |
+8,730 |
Mar13 |
110728 |
99.025 |
99.075 |
99.025 |
99.055 |
+0.030 |
143,120 |
713,599 |
+14,406 |
Jun13 |
110728 |
98.840 |
98.900 |
98.840 |
98.880 |
+0.035 |
155,503 |
487,048 |
+16,195 |
Sep13 |
110728 |
98.625 |
98.690 |
98.625 |
98.660 |
+0.035 |
142,960 |
474,989 |
+4,118 |
Dec13 |
110728 |
98.375 |
98.435 |
98.370 |
98.405 |
+0.035 |
107,424 |
346,378 |
+9,281 |
Mar14 |
110728 |
98.125 |
98.190 |
98.120 |
98.150 |
+0.035 |
89,386 |
259,706 |
+4,221 |
Jun14 |
110728 |
97.870 |
97.925 |
97.855 |
97.880 |
+0.030 |
62,813 |
200,280 |
+4,112 |
Sep14 |
110728 |
97.610 |
97.670 |
97.595 |
97.615 |
+0.025 |
46,475 |
106,710 |
-846 |
Dec14 |
110728 |
97.340 |
97.405 |
97.330 |
97.350 |
+0.025 |
29,968 |
117,195 |
+3,068 |
Mar15 |
110728 |
97.105 |
97.160 |
97.085 |
97.105 |
+0.025 |
24,009 |
101,525 |
+1,915 |
Jun15 |
110728 |
5.110 |
5.165 |
5.090 |
5.110 |
+0.025 |
16,129 |
79,781 |
-1,024 |
Sep15 |
110728 |
4.875 |
4.930 |
4.855 |
4.870 |
+0.020 |
10,250 |
61,292 |
+226 |
Dec15 |
110728 |
4.650 |
4.695 |
4.625 |
4.645 |
+0.020 |
10,079 |
53,541 |
+487 |
Total Volume and Open Interest |
|
|
|
30 Day Federal Funds(CBOT) |
Jul11 |
110728 |
99.930 |
99.933 |
99.930 |
99.933 |
unch |
832 |
69,509 |
-31 |
Aug11 |
110728 |
99.900 |
99.905 |
99.890 |
99.900 |
unch |
25,298 |
83,688 |
+17,516 |
Sep11 |
110728 |
99.880 |
99.885 |
99.865 |
99.880 |
unch |
5,471 |
63,437 |
+577 |
Oct11 |
110728 |
99.865 |
99.870 |
99.855 |
99.865 |
unch |
5,040 |
50,808 |
+941 |
Nov11 |
110728 |
99.855 |
99.860 |
99.840 |
99.855 |
unch |
4,036 |
47,163 |
-631 |
Dec11 |
110728 |
99.850 |
99.850 |
99.840 |
99.850 |
unch |
3,177 |
58,744 |
+1,584 |
Total Volume and Open Interest |
58,868 |
864,924 |
+19,674 |
30 Day Fed Funds(e-CBOT) |
3-Mth Euro-Yen(CME) |
Sep11 |
110728 |
99.660 |
99.660 |
99.660 |
99.660 |
unch |
0 |
51 |
+0 |
Dec11 |
110728 |
99.660 |
99.660 |
99.660 |
99.660 |
unch |
0 |
75 |
+0 |
Mar12 |
110728 |
99.658 |
99.658 |
99.658 |
99.658 |
unch |
|
|
|
Jun12 |
110728 |
99.655 |
99.655 |
99.655 |
99.655 |
unch |
|
|
|
Sep12 |
110728 |
99.585 |
99.585 |
99.585 |
99.585 |
unch |
|
|
|
Dec12 |
110728 |
99.635 |
99.635 |
99.635 |
99.635 |
unch |
|
|
|
Mar13 |
110728 |
99.635 |
99.635 |
99.635 |
99.635 |
unch |
|
|
|
Jun13 |
110728 |
99.590 |
99.590 |
99.590 |
99.590 |
unch |
|
|
|
Sep13 |
110728 |
99.450 |
99.450 |
99.450 |
99.450 |
unch |
|
|
|
Dec13 |
110728 |
99.310 |
99.310 |
99.310 |
99.310 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
126 |
+0 |
3-Mth Euro-Yen(SGX) |
Sep11 |
110728 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
0 |
1,176 |
+0 |
Dec11 |
110728 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
0 |
1,478 |
+0 |
Mar12 |
110728 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
0 |
1,823 |
+0 |
Jun12 |
110728 |
99.65 |
99.65 |
99.65 |
99.65 |
unch |
0 |
1,374 |
+0 |
Sep12 |
110728 |
99.58 |
99.58 |
99.58 |
99.58 |
unch |
0 |
411 |
+0 |
Dec12 |
110728 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
0 |
26 |
+0 |
Mar13 |
110728 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
0 |
1 |
+0 |
Jun13 |
110728 |
99.59 |
99.59 |
99.59 |
99.59 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
6,289 |
+0 |
Japanese Gov't Bonds(SGX) |
Sep11 |
110728 |
141.73 |
141.89 |
141.72 |
141.78 |
+0.01 |
1,000 |
23,461 |
-79 |
Dec11 |
110728 |
141.37 |
141.37 |
141.37 |
141.37 |
+0.01 |
0 |
2 |
+0 |
Mar12 |
110728 |
139.28 |
139.28 |
139.28 |
139.28 |
+0.01 |
|
|
|
Total Volume and Open Interest |
1,000 |
23,463 |
-79 |
Euro-Bund(EUREX) |
Sep11 |
110728 |
129.35 |
129.87 |
129.13 |
129.43 |
+0.06 |
831,128 |
973,719 |
-765 |
Dec11 |
110728 |
128.04 |
128.52 |
127.91 |
128.10 |
+0.05 |
226 |
853 |
+93 |
Mar12 |
110728 |
128.11 |
128.11 |
128.11 |
128.11 |
+0.06 |
|
|
|
Total Volume and Open Interest |
831,354 |
974,572 |
-672 |
Euro-Bobl(EUREX) |
Sep11 |
110728 |
118.97 |
119.22 |
118.84 |
118.98 |
+0.03 |
472,800 |
735,392 |
+5,744 |
Dec11 |
110728 |
118.05 |
118.09 |
117.99 |
118.05 |
+0.03 |
0 |
696 |
+0 |
Mar12 |
110728 |
118.01 |
118.01 |
118.01 |
118.01 |
+0.03 |
|
|
|
Total Volume and Open Interest |
472,800 |
736,088 |
+5,744 |
3-Mth Euribor(EUREX) |
Sep11 |
110728 |
98.355 |
98.355 |
98.350 |
98.350 |
+0.005 |
71 |
2,179 |
-9 |
Dec11 |
110728 |
98.300 |
98.305 |
98.300 |
98.305 |
+0.010 |
15 |
1,298 |
+0 |
Mar12 |
110728 |
98.285 |
98.285 |
98.285 |
98.285 |
+0.010 |
268 |
2,444 |
+258 |
Total Volume and Open Interest |
869 |
9,689 |
+744 |
Long Gilt(LIFFE) |
Sep11 |
110728 |
124~02 |
124~15 |
123~24 |
124~02 |
+0~05 |
170,637 |
350,456 |
-2,371 |
Dec11 |
110728 |
122~25 |
122~25 |
122~25 |
122~25 |
+0~05 |
|
|
|
Total Volume and Open Interest |
170,637 |
350,456 |
-2,371 |
3-Mth Short Sterling(LIFFE) |
Sep11 |
110728 |
99.14 |
99.14 |
99.12 |
99.13 |
unch |
59,158 |
427,104 |
+15,893 |
Dec11 |
110728 |
99.10 |
99.10 |
99.08 |
99.08 |
-0.01 |
33,610 |
521,482 |
-5,123 |
Mar12 |
110728 |
99.05 |
99.07 |
99.04 |
99.04 |
-0.01 |
45,831 |
464,383 |
-3,776 |
Jun12 |
110728 |
98.99 |
99.01 |
98.97 |
98.98 |
unch |
48,527 |
310,386 |
-10,608 |
Sep12 |
110728 |
98.89 |
98.93 |
98.88 |
98.90 |
+0.01 |
57,149 |
324,711 |
-7,193 |
Dec12 |
110728 |
98.76 |
98.81 |
98.73 |
98.77 |
+0.03 |
48,351 |
293,837 |
+2,624 |
Total Volume and Open Interest |
359,256 |
2,779,020 |
-3,953 |
3-Mth Euribor(LIFFE) |
Sep11 |
110728 |
98.350 |
98.360 |
98.340 |
98.350 |
+0.005 |
90,762 |
708,885 |
-18,449 |
Dec11 |
110728 |
98.300 |
98.325 |
98.290 |
98.305 |
+0.010 |
84,633 |
582,514 |
+6,335 |
Mar12 |
110728 |
98.270 |
98.310 |
98.265 |
98.285 |
+0.010 |
95,074 |
512,503 |
-5,056 |
Total Volume and Open Interest |
583,916 |
3,560,541 |
-10,115 |
3-Mth Aus T-Bills(SFE) |
Sep11 |
110728 |
95.05 |
95.07 |
95.00 |
95.01 |
-0.04 |
68,624 |
249,226 |
+8,411 |
Dec11 |
110728 |
95.11 |
95.14 |
95.04 |
95.06 |
-0.05 |
91,560 |
270,778 |
+14,221 |
Mar12 |
110728 |
95.18 |
95.21 |
95.11 |
95.13 |
-0.05 |
41,900 |
160,182 |
+13,897 |
Jun12 |
110728 |
95.21 |
95.23 |
95.14 |
95.18 |
-0.03 |
14,471 |
92,087 |
+5,504 |
Sep12 |
110728 |
95.20 |
95.22 |
95.15 |
95.18 |
-0.01 |
5,880 |
54,942 |
+983 |
Dec12 |
110728 |
95.15 |
95.18 |
95.12 |
95.15 |
unch |
3,393 |
34,003 |
+1,303 |
Mar13 |
110728 |
95.14 |
95.14 |
95.07 |
95.13 |
+0.02 |
1,965 |
34,247 |
+117 |
Jun13 |
110728 |
95.09 |
95.10 |
95.01 |
95.08 |
+0.02 |
1,519 |
13,158 |
+519 |
Sep13 |
110728 |
95.01 |
95.06 |
94.98 |
95.04 |
+0.03 |
64 |
2,932 |
+11 |
Dec13 |
110728 |
94.92 |
95.01 |
94.91 |
94.96 |
+0.05 |
103 |
1,540 |
+10 |
Total Volume and Open Interest |
229,566 |
913,238 |
+44,975 |
10-Year Aus T-Bonds(SFE) |
Sep11 |
110728 |
95.03 |
95.10 |
95.02 |
95.10 |
+0.08 |
69,379 |
419,702 |
+21,167 |
Dec11 |
110728 |
95.10 |
95.10 |
95.10 |
95.10 |
+0.08 |
|
|
|
Total Volume and Open Interest |
69,379 |
419,702 |
+21,167 |
3-Year Aus T-Bonds(SFE) |
Sep11 |
110728 |
95.48 |
95.50 |
95.43 |
95.48 |
+0.01 |
299,809 |
773,226 |
+70,633 |
Dec11 |
110728 |
95.48 |
95.48 |
95.48 |
95.48 |
+0.01 |
|
|
|
Total Volume and Open Interest |
299,809 |
773,226 |
+70,633 |
Gold(CMX) |
Aug11 |
110728 |
1614.2 |
1620.6 |
1602.8 |
1613.4 |
-1.7 |
211,465 |
105,515 |
-57,378 |
Oct11 |
110728 |
1615.6 |
1621.5 |
1603.8 |
1614.9 |
-1.2 |
9,127 |
21,516 |
+2,804 |
Dec11 |
110728 |
1616.2 |
1622.8 |
1605.0 |
1616.2 |
-1.1 |
103,276 |
300,899 |
+48,970 |
Feb12 |
110728 |
1618.7 |
1622.5 |
1608.0 |
1617.5 |
-1.0 |
719 |
11,856 |
+343 |
Apr12 |
110728 |
1623.0 |
1623.0 |
1608.6 |
1619.0 |
-1.0 |
34 |
6,195 |
+12 |
Jun12 |
110728 |
1620.5 |
1624.0 |
1612.2 |
1620.6 |
-1.0 |
97 |
14,931 |
+2 |
Aug12 |
110728 |
1626.5 |
1626.5 |
1622.4 |
1622.4 |
-1.0 |
393 |
5,426 |
+391 |
Oct12 |
110728 |
1624.3 |
1625.2 |
1624.3 |
1624.3 |
-1.0 |
5 |
4,125 |
+0 |
Dec12 |
110728 |
1631.2 |
1631.2 |
1619.0 |
1626.5 |
-1.1 |
276 |
11,861 |
+168 |
Feb13 |
110728 |
1629.1 |
1629.1 |
1629.1 |
1629.1 |
-1.2 |
125 |
1,561 |
+0 |
Apr13 |
110728 |
1632.0 |
1632.0 |
1632.0 |
1632.0 |
-1.3 |
27 |
227 |
+24 |
Jun13 |
110728 |
1635.3 |
1635.3 |
1635.3 |
1635.3 |
-1.4 |
18 |
11,090 |
-16 |
Total Volume and Open Interest |
327,287 |
536,454 |
-4,950 |
Silver(CMX) |
Sep11 |
110728 |
4025.0 |
4059.5 |
3934.0 |
3979.4 |
-77.4 |
51,311 |
60,044 |
+1,410 |
Dec11 |
110728 |
4027.0 |
4061.0 |
3938.0 |
3982.0 |
-77.3 |
3,913 |
30,247 |
+1,067 |
Mar12 |
110728 |
3970.0 |
3982.1 |
3967.5 |
3982.1 |
-77.1 |
307 |
5,288 |
-20 |
May12 |
110728 |
3950.0 |
3984.5 |
3950.0 |
3980.4 |
-77.1 |
29 |
1,653 |
+7 |
Jul12 |
110728 |
4018.5 |
4018.5 |
3945.0 |
3978.7 |
-77.3 |
4 |
1,762 |
+0 |
Sep12 |
110728 |
4047.5 |
4047.5 |
3976.4 |
3976.4 |
-77.3 |
7 |
237 |
+1 |
Dec12 |
110728 |
4029.5 |
4044.0 |
3953.5 |
3970.5 |
-77.3 |
67 |
8,169 |
-29 |
Total Volume and Open Interest |
56,569 |
119,563 |
+2,368 |
Platinum(NYMEX) |
Oct11 |
110728 |
1797.3 |
1798.0 |
1783.1 |
1792.4 |
-15.6 |
5,502 |
32,454 |
+770 |
Jan12 |
110728 |
1801.1 |
1801.1 |
1794.3 |
1795.6 |
-15.5 |
60 |
1,254 |
+35 |
Apr12 |
110728 |
1797.4 |
1798.5 |
1797.4 |
1798.5 |
-15.5 |
1 |
120 |
+1 |
Jul12 |
110728 |
1801.8 |
1801.8 |
1801.8 |
1801.8 |
-15.5 |
1 |
11 |
+1 |
Total Volume and Open Interest |
5,564 |
33,843 |
+806 |
Palladium(NYMEX) |
Sep11 |
110728 |
832.80 |
840.00 |
824.00 |
828.10 |
-5.10 |
6,645 |
22,441 |
+1,571 |
Dec11 |
110728 |
826.05 |
835.00 |
826.05 |
829.40 |
-5.00 |
105 |
1,292 |
+58 |
Mar12 |
110728 |
175.24 |
175.24 |
175.24 |
175.24 |
-5.00 |
0 |
53 |
+0 |
Total Volume and Open Interest |
6,894 |
23,930 |
+1,773 |
Copper(CMX) |
Sep11 |
110728 |
443.90 |
448.75 |
443.00 |
446.95 |
+2.30 |
28,091 |
91,303 |
+2,485 |
Dec11 |
110728 |
445.15 |
450.25 |
445.15 |
448.90 |
+2.30 |
6,227 |
39,201 |
+771 |
Mar12 |
110728 |
450.05 |
450.05 |
450.05 |
450.05 |
+2.35 |
1,124 |
14,562 |
+489 |
May12 |
110728 |
450.20 |
450.35 |
450.20 |
450.20 |
+2.30 |
60 |
2,360 |
+27 |
Jul12 |
110728 |
446.75 |
449.75 |
446.75 |
449.75 |
+2.25 |
264 |
759 |
+0 |
Total Volume and Open Interest |
37,406 |
156,140 |
+3,564 |
DJIA Index(CBOT) |
Sep11 |
110728 |
12250 |
12330 |
12175 |
12193 |
-51 |
1,765 |
17,685 |
+1,516 |
Dec11 |
110728 |
12253 |
12253 |
12122 |
12122 |
-51 |
0 |
86 |
+0 |
Mar12 |
110728 |
12053 |
12104 |
12053 |
12053 |
-51 |
|
|
|
Jun12 |
110728 |
11983 |
12034 |
11983 |
11983 |
-51 |
|
|
|
Total Volume and Open Interest |
1,765 |
17,771 |
+1,516 |
Mini DJIA Index(CBOT) |
Sep11 |
110728 |
12249 |
12332 |
12172 |
12193 |
-51 |
107,046 |
112,846 |
-4,685 |
Dec11 |
110728 |
12185 |
12256 |
12115 |
12122 |
-51 |
111 |
381 |
-2 |
Mar12 |
110728 |
12053 |
12053 |
12053 |
12053 |
-51 |
0 |
11 |
+0 |
Jun12 |
110728 |
11983 |
11983 |
11983 |
11983 |
-51 |
|
|
|
Total Volume and Open Interest |
107,157 |
113,238 |
-4,687 |
S & P 500(CME) |
Sep11 |
110728 |
1299.70 |
1312.70 |
1295.50 |
1296.80 |
-2.10 |
7,700 |
275,117 |
+628 |
Dec11 |
110728 |
1298.00 |
1306.30 |
1290.30 |
1291.20 |
-2.10 |
9 |
10,977 |
-3 |
Mar12 |
110728 |
1285.70 |
1300.80 |
1284.80 |
1285.70 |
-2.10 |
1 |
12 |
+1 |
Jun12 |
110728 |
1280.70 |
1295.80 |
1279.80 |
1280.70 |
-2.10 |
0 |
5 |
+0 |
Total Volume and Open Interest |
7,710 |
286,111 |
+626 |
S & P 500 E-Mini(Globex) |
Sep11 |
110728 |
1299.25 |
1313.00 |
1295.25 |
1296.75 |
-2.25 |
1,698,186 |
2,558,292 |
-9,125 |
Dec11 |
110728 |
1295.25 |
1307.00 |
1290.25 |
1291.25 |
-2.00 |
1,348 |
22,969 |
+157 |
Total Volume and Open Interest |
1,699,536 |
2,581,474 |
-8,966 |
NASDAQ 100(CME) |
Sep11 |
110728 |
2359.50 |
2397.80 |
2356.30 |
2370.00 |
+12.20 |
280 |
17,947 |
-4 |
Dec11 |
110728 |
2364.50 |
2365.00 |
2364.50 |
2364.50 |
+12.20 |
0 |
10 |
+0 |
Mar12 |
110728 |
2360.30 |
2360.80 |
2360.30 |
2360.30 |
+12.30 |
|
|
|
Total Volume and Open Interest |
280 |
17,957 |
-4 |
NASDAQ 100 E-Mini(Globex) |
Sep11 |
110728 |
2360.00 |
2398.80 |
2355.80 |
2370.00 |
+12.20 |
185,139 |
359,272 |
+1,907 |
Dec11 |
110728 |
2353.50 |
2392.50 |
2353.50 |
2364.50 |
+12.20 |
246 |
5,059 |
-27 |
Total Volume and Open Interest |
185,385 |
364,339 |
+1,880 |
S & P Midcap 400(CME) |
Sep11 |
110728 |
943.70 |
943.70 |
943.70 |
943.70 |
-3.80 |
19 |
2,868 |
+13 |
Dec11 |
110728 |
942.00 |
942.00 |
942.00 |
942.00 |
-3.80 |
|
|
|
Mar12 |
110728 |
940.30 |
940.30 |
940.30 |
940.30 |
-3.80 |
|
|
|
Total Volume and Open Interest |
19 |
2,868 |
+13 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Sep11 |
110728 |
9900 |
9980 |
9865 |
9870 |
-60 |
5,912 |
37,489 |
+42 |
Dec11 |
110728 |
9915 |
9925 |
9840 |
9840 |
-55 |
29 |
7 |
-19 |
Total Volume and Open Interest |
5,941 |
37,496 |
+23 |
Nikkei 225(SGX) |
Sep11 |
110728 |
10020 |
10045 |
9850 |
9895 |
-135 |
84,874 |
198,224 |
+5,010 |
Dec11 |
110728 |
9870 |
9885 |
9800 |
9845 |
-130 |
51 |
8,185 |
-27 |
Mar12 |
110728 |
9830 |
9830 |
9830 |
9830 |
-135 |
0 |
10 |
+0 |
Total Volume and Open Interest |
85,505 |
219,835 |
+5,416 |
CAC 40(EURONEXT) |
Aug11 |
110728 |
3699.0 |
3725.5 |
3671.0 |
3717.0 |
-21.0 |
125,583 |
325,756 |
+11,320 |
Sep11 |
110728 |
3699.0 |
3722.5 |
3670.5 |
3715.0 |
-21.0 |
497 |
36,736 |
+335 |
Oct11 |
110728 |
3715.0 |
3715.0 |
3705.0 |
3715.0 |
-20.0 |
1 |
1 |
+1 |
Total Volume and Open Interest |
126,081 |
362,525 |
+11,656 |
Hang Seng Index(HKFE) |
Jul11 |
110728 |
22300 |
22391 |
22233 |
22339 |
-219 |
111,288 |
58,343 |
-20,246 |
Aug11 |
110728 |
22255 |
22600 |
22169 |
22597 |
+73 |
49,089 |
56,181 |
+35,432 |
Sep11 |
110728 |
22202 |
22505 |
22080 |
22503 |
+74 |
626 |
4,711 |
+184 |
Total Volume and Open Interest |
161,259 |
123,201 |
+15,291 |
DAX(EUREX) |
Sep11 |
110728 |
7201.0 |
7221.0 |
7125.5 |
7211.0 |
-59.0 |
127,390 |
152,985 |
-748 |
Dec11 |
110728 |
7235.0 |
7248.0 |
7153.5 |
7238.5 |
-59.5 |
165 |
8,771 |
+29 |
Mar12 |
110728 |
7240.0 |
7280.0 |
7204.0 |
7270.5 |
-60.0 |
31 |
387 |
+15 |
Total Volume and Open Interest |
127,586 |
162,143 |
-704 |
FT-SE 100(EURONEXT) |
Sep11 |
110728 |
5766.50 |
5846.50 |
5743.50 |
5833.50 |
+8.50 |
92,094 |
644,875 |
-16,590 |
Dec11 |
110728 |
5790.00 |
5809.50 |
5790.00 |
5809.50 |
+9.50 |
2 |
825 |
+2 |
Mar12 |
110728 |
5772.50 |
5772.50 |
5772.50 |
5772.50 |
+9.50 |
0 |
163 |
+0 |
Total Volume and Open Interest |
92,107 |
645,943 |
-16,578 |
SPI 200(SFE) |
Sep11 |
110728 |
4507.0 |
4518.0 |
4427.0 |
4431.0 |
-81.0 |
32,302 |
198,282 |
+2,108 |
Dec11 |
110728 |
4518.0 |
4528.0 |
4444.0 |
4447.0 |
-80.0 |
20 |
4,719 |
+0 |
Mar12 |
110728 |
4445.0 |
4445.0 |
4435.0 |
4435.0 |
-78.0 |
0 |
1,734 |
+0 |
Total Volume and Open Interest |
32,431 |
207,265 |
+2,197 |
GSCI(CME) |
Aug11 |
110728 |
40.64 |
41.49 |
35.99 |
37.64 |
-1.85 |
211 |
9,405 |
+10 |
Sep11 |
110728 |
41.94 |
42.14 |
37.94 |
39.09 |
-1.55 |
|
|
|
Oct11 |
110728 |
39.94 |
43.14 |
38.94 |
39.94 |
-1.70 |
|
|
|
Total Volume and Open Interest |
211 |
9,405 |
+10 |
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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