|
MRCI's End of Day Prices |
Daily Futures Price Listing Fri July 29, 2011 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Aug11 |
110729 |
1365.75 |
1373.75 |
1349.00 |
1354.25 |
-13.50 |
29,578 |
20,138 |
-5,820 |
Sep11 |
110729 |
1363.25 |
1368.50 |
1343.50 |
1348.50 |
-14.00 |
26,161 |
47,737 |
+2,480 |
Nov11 |
110729 |
1371.50 |
1377.75 |
1351.50 |
1357.25 |
-14.25 |
86,473 |
313,739 |
+1,347 |
Jan12 |
110729 |
1381.50 |
1386.50 |
1362.00 |
1368.25 |
-13.75 |
7,824 |
52,572 |
+720 |
Mar12 |
110729 |
1384.75 |
1390.75 |
1368.50 |
1374.75 |
-13.25 |
3,841 |
27,426 |
+914 |
May12 |
110729 |
1385.00 |
1393.50 |
1369.75 |
1376.25 |
-11.25 |
2,764 |
33,101 |
+337 |
Jul12 |
110729 |
1392.00 |
1396.00 |
1373.00 |
1381.25 |
-9.50 |
2,193 |
18,558 |
+217 |
Total Volume and Open Interest |
159,318 |
537,926 |
+358 |
Soybean Meal(CBOT) |
Aug11 |
110729 |
356.50 |
357.60 |
351.30 |
351.60 |
-3.70 |
18,869 |
13,166 |
-3,452 |
Sep11 |
110729 |
358.00 |
359.60 |
353.20 |
353.20 |
-4.40 |
16,601 |
36,706 |
-247 |
Oct11 |
110729 |
360.50 |
361.00 |
354.60 |
355.10 |
-4.40 |
4,172 |
16,669 |
+840 |
Dec11 |
110729 |
363.80 |
365.60 |
358.20 |
358.80 |
-4.80 |
29,929 |
86,923 |
-967 |
Jan12 |
110729 |
365.70 |
366.60 |
360.30 |
360.70 |
-4.70 |
698 |
7,300 |
+102 |
Mar12 |
110729 |
368.00 |
368.10 |
363.30 |
363.60 |
-4.30 |
699 |
5,798 |
+130 |
May12 |
110729 |
367.50 |
367.50 |
363.40 |
364.30 |
-3.60 |
711 |
8,209 |
+89 |
Jul12 |
110729 |
367.80 |
368.50 |
364.20 |
365.00 |
-3.50 |
933 |
2,270 |
-169 |
Total Volume and Open Interest |
72,706 |
181,069 |
-3,661 |
Soybean Oil(CBOT) |
Aug11 |
110729 |
55.86 |
56.17 |
55.15 |
55.65 |
-0.11 |
21,347 |
11,481 |
-3,557 |
Sep11 |
110729 |
56.01 |
56.45 |
55.26 |
55.80 |
-0.12 |
21,730 |
46,571 |
+359 |
Oct11 |
110729 |
56.24 |
56.62 |
55.49 |
56.00 |
-0.12 |
5,217 |
20,536 |
+387 |
Dec11 |
110729 |
56.70 |
57.09 |
55.89 |
56.43 |
-0.12 |
40,326 |
146,014 |
+1,831 |
Jan12 |
110729 |
56.91 |
57.22 |
56.18 |
56.69 |
-0.14 |
3,055 |
24,008 |
+730 |
Mar12 |
110729 |
57.19 |
57.42 |
56.51 |
56.99 |
-0.11 |
1,310 |
14,519 |
+32 |
May12 |
110729 |
57.14 |
57.14 |
56.70 |
57.08 |
-0.12 |
639 |
8,442 |
+199 |
Jul12 |
110729 |
57.00 |
57.22 |
56.78 |
57.22 |
-0.08 |
942 |
4,489 |
+335 |
Total Volume and Open Interest |
94,616 |
279,224 |
+334 |
Canola(WCE) |
Nov11 |
110729 |
555.4 |
558.7 |
552.5 |
557.2 |
+1.8 |
11,889 |
118,169 |
-2,750 |
Jan12 |
110729 |
565.0 |
567.2 |
561.0 |
565.8 |
+1.9 |
5,945 |
20,875 |
+1,070 |
Mar12 |
110729 |
571.3 |
573.0 |
567.1 |
571.8 |
+1.4 |
730 |
6,544 |
+56 |
May12 |
110729 |
576.8 |
577.9 |
576.6 |
577.1 |
+1.1 |
619 |
5,325 |
+284 |
Jul12 |
110729 |
580.5 |
582.0 |
580.5 |
581.5 |
+1.4 |
292 |
3,321 |
+237 |
Total Volume and Open Interest |
19,540 |
155,941 |
-1,093 |
Corn(CBOT) |
Sep11 |
110729 |
684.00 |
684.50 |
662.25 |
665.50 |
-16.75 |
70,663 |
332,972 |
-9,242 |
Dec11 |
110729 |
688.00 |
689.25 |
665.50 |
668.75 |
-17.50 |
141,507 |
531,070 |
+8,903 |
Mar12 |
110729 |
700.25 |
701.75 |
678.25 |
681.50 |
-17.25 |
16,394 |
131,841 |
+719 |
May12 |
110729 |
705.75 |
707.75 |
685.00 |
687.50 |
-18.00 |
3,645 |
29,529 |
+572 |
Jul12 |
110729 |
713.00 |
713.50 |
690.00 |
692.25 |
-18.75 |
5,090 |
72,347 |
+45 |
Sep12 |
110729 |
674.00 |
675.00 |
656.25 |
660.75 |
-15.50 |
2,474 |
9,540 |
+933 |
Total Volume and Open Interest |
244,944 |
1,206,789 |
+3,416 |
Wheat(CBOT) |
Sep11 |
110729 |
693.00 |
700.00 |
669.75 |
672.50 |
-20.75 |
44,543 |
143,385 |
-2,913 |
Dec11 |
110729 |
734.75 |
741.00 |
713.75 |
715.75 |
-19.25 |
22,028 |
148,956 |
+1,019 |
Mar12 |
110729 |
767.00 |
772.25 |
745.50 |
746.75 |
-20.25 |
3,192 |
49,282 |
+569 |
May12 |
110729 |
786.25 |
787.00 |
761.50 |
762.50 |
-19.75 |
1,325 |
10,434 |
+440 |
Jul12 |
110729 |
792.75 |
799.75 |
771.75 |
773.00 |
-19.75 |
2,454 |
43,841 |
+118 |
Total Volume and Open Interest |
75,241 |
420,118 |
-439 |
Wheat(KCBT) |
Sep11 |
110729 |
783.00 |
788.50 |
761.50 |
767.00 |
-16.50 |
8,511 |
68,909 |
-1,541 |
Dec11 |
110729 |
809.00 |
813.75 |
787.25 |
793.00 |
-16.50 |
4,412 |
60,534 |
+633 |
Mar12 |
110729 |
823.25 |
827.75 |
801.50 |
806.50 |
-16.75 |
1,202 |
18,817 |
-23 |
May12 |
110729 |
831.75 |
832.00 |
807.50 |
811.25 |
-15.75 |
472 |
3,444 |
-63 |
Jul12 |
110729 |
827.25 |
831.50 |
806.25 |
809.00 |
-16.75 |
532 |
14,117 |
+67 |
Total Volume and Open Interest |
15,232 |
168,925 |
-952 |
Wheat(MGE) |
Sep11 |
110729 |
847.00 |
851.50 |
826.75 |
830.75 |
-16.00 |
3,600 |
17,653 |
-1,444 |
Dec11 |
110729 |
846.50 |
850.00 |
827.25 |
831.50 |
-15.50 |
2,654 |
19,573 |
-170 |
Mar12 |
110729 |
857.00 |
859.00 |
836.75 |
840.25 |
-16.00 |
611 |
6,285 |
-67 |
May12 |
110729 |
850.50 |
851.25 |
841.25 |
842.50 |
-17.00 |
209 |
3,110 |
+8 |
Jul12 |
110729 |
866.50 |
867.25 |
842.25 |
843.50 |
-18.25 |
214 |
4,815 |
-21 |
Total Volume and Open Interest |
7,358 |
55,407 |
-1,720 |
Oats(CBOT) |
Sep11 |
110729 |
350.75 |
351.50 |
345.50 |
345.50 |
-5.25 |
301 |
3,711 |
-230 |
Dec11 |
110729 |
362.25 |
363.00 |
357.00 |
357.50 |
-5.50 |
517 |
7,589 |
+155 |
Mar12 |
110729 |
371.00 |
373.50 |
368.00 |
368.00 |
-5.50 |
2 |
839 |
+2 |
May12 |
110729 |
374.50 |
380.00 |
374.50 |
374.50 |
-5.50 |
0 |
26 |
+0 |
Total Volume and Open Interest |
820 |
12,194 |
-73 |
Rough Rice(CBOT) |
Sep11 |
110729 |
16.34 |
16.39 |
16.10 |
16.11 |
-0.27 |
1,464 |
10,251 |
-388 |
Nov11 |
110729 |
16.67 |
16.70 |
16.42 |
16.44 |
-0.27 |
839 |
5,766 |
+422 |
Jan12 |
110729 |
16.98 |
16.98 |
16.75 |
16.75 |
-0.27 |
88 |
632 |
+19 |
Mar12 |
110729 |
17.18 |
17.24 |
17.05 |
17.05 |
-0.24 |
22 |
792 |
+10 |
Total Volume and Open Interest |
2,419 |
17,456 |
+66 |
Live Cattle(CME) |
Aug11 |
110729 |
111.330 |
112.730 |
110.850 |
112.635 |
+1.000 |
8,546 |
41,498 |
-3,057 |
Oct11 |
110729 |
116.150 |
117.480 |
115.350 |
117.330 |
+1.180 |
13,111 |
126,932 |
-213 |
Dec11 |
110729 |
119.100 |
120.100 |
118.500 |
119.830 |
+0.680 |
5,346 |
86,536 |
-4 |
Feb12 |
110729 |
122.300 |
123.080 |
121.680 |
122.885 |
+0.335 |
2,222 |
30,987 |
+89 |
Apr12 |
110729 |
124.350 |
125.330 |
123.750 |
125.200 |
+0.600 |
1,478 |
16,210 |
-322 |
Jun12 |
110729 |
121.650 |
122.730 |
121.150 |
122.600 |
+0.750 |
227 |
6,822 |
+48 |
Total Volume and Open Interest |
30,993 |
309,963 |
-3,434 |
Feeder Cattle(CME) |
Aug11 |
110729 |
136.000 |
138.000 |
135.250 |
137.050 |
+1.250 |
2,230 |
12,326 |
-543 |
Sep11 |
110729 |
137.735 |
139.450 |
136.950 |
138.630 |
+1.030 |
1,433 |
11,039 |
+269 |
Oct11 |
110729 |
138.800 |
140.450 |
138.100 |
139.600 |
+0.720 |
935 |
9,266 |
+231 |
Nov11 |
110729 |
138.950 |
140.650 |
138.550 |
140.300 |
+0.975 |
521 |
4,139 |
+93 |
Jan12 |
110729 |
138.300 |
140.380 |
138.100 |
140.200 |
+1.650 |
198 |
2,062 |
+68 |
Mar12 |
110729 |
138.150 |
140.000 |
138.130 |
139.700 |
+1.600 |
59 |
602 |
+16 |
Apr12 |
110729 |
138.400 |
139.700 |
138.250 |
139.700 |
+1.350 |
5 |
156 |
+0 |
Total Volume and Open Interest |
5,385 |
39,703 |
+136 |
Lean Hogs(CME) |
Aug11 |
110729 |
102.480 |
102.850 |
101.535 |
102.785 |
+0.305 |
11,349 |
18,937 |
-1,801 |
Oct11 |
110729 |
92.400 |
92.700 |
91.500 |
92.400 |
-0.050 |
10,828 |
91,818 |
-58 |
Dec11 |
110729 |
88.680 |
89.135 |
88.035 |
88.535 |
-0.165 |
4,844 |
67,611 |
+824 |
Feb12 |
110729 |
90.950 |
91.150 |
90.300 |
90.500 |
-0.450 |
865 |
32,209 |
+208 |
Apr12 |
110729 |
92.150 |
92.350 |
91.785 |
92.100 |
-0.130 |
648 |
19,219 |
+166 |
May12 |
110729 |
95.500 |
95.650 |
95.300 |
95.650 |
-0.050 |
28 |
903 |
+12 |
Jun12 |
110729 |
97.800 |
98.135 |
97.480 |
97.980 |
-0.305 |
177 |
10,587 |
+49 |
Jul12 |
110729 |
96.680 |
96.785 |
96.250 |
96.550 |
+0.050 |
64 |
3,269 |
+32 |
Total Volume and Open Interest |
28,841 |
247,143 |
-549 |
Class III Milk(CME) |
Jul11 |
110729 |
21.39 |
21.40 |
21.33 |
21.38 |
+0.05 |
17 |
6,933 |
-4 |
Aug11 |
110729 |
21.46 |
21.47 |
21.25 |
21.46 |
+0.05 |
369 |
6,405 |
+20 |
Sep11 |
110729 |
20.79 |
20.85 |
20.62 |
20.67 |
-0.04 |
553 |
6,201 |
+134 |
Oct11 |
110729 |
19.65 |
19.70 |
19.58 |
19.67 |
+0.04 |
164 |
4,889 |
+67 |
Nov11 |
110729 |
18.60 |
18.65 |
18.55 |
18.65 |
+0.04 |
59 |
3,998 |
+18 |
Total Volume and Open Interest |
1,282 |
38,206 |
+290 |
Cocoa(ICE) |
Sep11 |
110729 |
2972 |
3003 |
2956 |
2974 |
unch |
13,026 |
60,870 |
-122 |
Dec11 |
110729 |
3007 |
3037 |
2994 |
3008 |
-3 |
7,636 |
47,258 |
+1,060 |
Mar12 |
110729 |
3058 |
3081 |
3038 |
3056 |
-2 |
1,883 |
35,167 |
+2 |
May12 |
110729 |
3052 |
3078 |
3052 |
3059 |
-3 |
547 |
11,756 |
+78 |
Jul12 |
110729 |
3052 |
3087 |
3052 |
3068 |
-2 |
621 |
5,094 |
+521 |
Sep12 |
110729 |
3072 |
3072 |
3070 |
3072 |
-4 |
181 |
8,309 |
+97 |
Dec12 |
110729 |
3065 |
3100 |
3065 |
3081 |
-2 |
34 |
3,946 |
+10 |
Total Volume and Open Interest |
23,931 |
175,761 |
+1,646 |
Coffee "C"(ICE) |
Sep11 |
110729 |
238.65 |
242.40 |
238.30 |
239.55 |
+0.90 |
11,378 |
46,369 |
-327 |
Dec11 |
110729 |
242.90 |
246.50 |
242.55 |
243.60 |
+0.60 |
5,289 |
41,944 |
+1,484 |
Mar12 |
110729 |
246.25 |
249.20 |
246.05 |
246.70 |
+0.25 |
1,643 |
10,564 |
+518 |
May12 |
110729 |
248.10 |
250.60 |
247.85 |
248.30 |
+0.20 |
975 |
5,188 |
+158 |
Jul12 |
110729 |
248.65 |
250.00 |
248.65 |
249.00 |
+0.35 |
177 |
1,935 |
+57 |
Sep12 |
110729 |
248.75 |
248.75 |
248.40 |
248.45 |
+0.50 |
140 |
1,772 |
+59 |
Total Volume and Open Interest |
19,638 |
109,247 |
+1,954 |
Orange Juice(ICE) |
Sep11 |
110729 |
199.10 |
200.85 |
198.95 |
199.75 |
+0.85 |
458 |
26,564 |
-106 |
Nov11 |
110729 |
190.30 |
190.95 |
190.05 |
190.50 |
+0.20 |
227 |
7,285 |
+186 |
Jan12 |
110729 |
181.30 |
182.00 |
181.30 |
181.60 |
+0.35 |
93 |
1,685 |
-1 |
Mar12 |
110729 |
177.25 |
177.50 |
177.10 |
177.10 |
-0.20 |
10 |
329 |
+10 |
May12 |
110729 |
174.60 |
174.60 |
174.60 |
174.60 |
-0.25 |
0 |
281 |
+0 |
Jul12 |
110729 |
174.35 |
174.35 |
174.35 |
174.35 |
-0.45 |
0 |
128 |
+0 |
Total Volume and Open Interest |
788 |
36,283 |
+89 |
Sugar #11(ICE) |
Oct11 |
110729 |
29.87 |
30.23 |
29.22 |
29.81 |
-0.11 |
34,204 |
301,281 |
-212 |
Mar12 |
110729 |
28.65 |
28.92 |
28.05 |
28.51 |
-0.15 |
11,064 |
149,064 |
-705 |
May12 |
110729 |
27.00 |
27.42 |
26.60 |
27.01 |
-0.19 |
4,732 |
48,975 |
-361 |
Jul12 |
110729 |
26.04 |
26.24 |
25.52 |
25.87 |
-0.25 |
2,429 |
67,052 |
+166 |
Oct12 |
110729 |
25.23 |
25.33 |
24.68 |
24.99 |
-0.28 |
1,153 |
30,115 |
+1 |
Total Volume and Open Interest |
54,672 |
635,900 |
-1,240 |
London Cocoa(LCE) |
Sep11 |
110729 |
1867 |
1873 |
1845 |
1852 |
-10 |
5,426 |
73,306 |
+42 |
Dec11 |
110729 |
1899 |
1904 |
1880 |
1885 |
-9 |
3,969 |
49,010 |
+754 |
Mar12 |
110729 |
1920 |
1920 |
1897 |
1901 |
-14 |
974 |
37,933 |
-58 |
May12 |
110729 |
1922 |
1929 |
1910 |
1912 |
-13 |
380 |
13,971 |
-92 |
Jul12 |
110729 |
1931 |
1932 |
1916 |
1918 |
-13 |
205 |
6,170 |
-50 |
Sep12 |
110729 |
1938 |
1938 |
1924 |
1928 |
-12 |
397 |
4,723 |
+296 |
Dec12 |
110729 |
1948 |
1950 |
1935 |
1940 |
unch |
0 |
7,355 |
+0 |
Total Volume and Open Interest |
11,351 |
193,335 |
+892 |
London Sugar(LCE) |
Oct11 |
110729 |
779.90 |
792.10 |
770.00 |
777.40 |
-11.60 |
1,461 |
26,199 |
+238 |
Dec11 |
110729 |
737.50 |
744.30 |
724.00 |
730.50 |
-14.50 |
490 |
7,218 |
+216 |
Mar12 |
110729 |
723.30 |
730.20 |
708.30 |
715.20 |
-16.20 |
239 |
9,739 |
+135 |
May12 |
110729 |
695.80 |
698.00 |
689.00 |
689.70 |
-12.50 |
32 |
3,355 |
+9 |
Aug12 |
110729 |
670.80 |
674.00 |
663.70 |
664.20 |
-10.50 |
34 |
1,917 |
-1 |
Total Volume and Open Interest |
2,278 |
49,928 |
+607 |
Cotton(ICE) |
Oct11 |
110729 |
103.15 |
103.38 |
98.81 |
102.08 |
-0.73 |
61 |
536 |
-9 |
Dec11 |
110729 |
102.60 |
102.80 |
98.57 |
101.77 |
-0.80 |
12,967 |
99,965 |
+2,757 |
Mar12 |
110729 |
100.73 |
100.97 |
96.75 |
99.36 |
-1.39 |
2,020 |
25,122 |
+525 |
May12 |
110729 |
96.48 |
98.54 |
95.72 |
98.46 |
-1.26 |
327 |
5,552 |
+42 |
Jul12 |
110729 |
96.15 |
97.37 |
94.57 |
97.37 |
-1.20 |
337 |
7,258 |
+53 |
Oct12 |
110729 |
96.18 |
96.18 |
96.18 |
96.18 |
-1.10 |
0 |
3 |
+0 |
Total Volume and Open Interest |
15,735 |
142,285 |
+3,374 |
Lumber(CME) |
Sep11 |
110729 |
253.0 |
254.0 |
248.5 |
248.5 |
-4.5 |
400 |
5,896 |
-25 |
Nov11 |
110729 |
265.9 |
265.9 |
260.8 |
262.0 |
-6.0 |
191 |
2,662 |
+103 |
Jan12 |
110729 |
285.0 |
287.8 |
281.1 |
287.4 |
-0.6 |
43 |
901 |
+20 |
Mar12 |
110729 |
294.1 |
294.1 |
294.0 |
294.0 |
-0.3 |
25 |
122 |
+25 |
Total Volume and Open Interest |
659 |
9,582 |
+123 |
Crude Oil(NYM) |
Sep11 |
110729 |
97.16 |
97.39 |
94.95 |
95.70 |
-1.74 |
304,524 |
367,659 |
-2,870 |
Oct11 |
110729 |
97.58 |
97.76 |
95.38 |
96.13 |
-1.74 |
72,803 |
99,095 |
+1,943 |
Nov11 |
110729 |
98.14 |
98.30 |
95.90 |
96.60 |
-1.75 |
37,711 |
86,201 |
+6,433 |
Dec11 |
110729 |
98.46 |
98.76 |
96.38 |
97.08 |
-1.74 |
43,799 |
205,734 |
-1,511 |
Jan12 |
110729 |
98.92 |
98.92 |
96.86 |
97.52 |
-1.73 |
6,408 |
51,129 |
-49 |
Feb12 |
110729 |
99.11 |
99.26 |
97.32 |
97.94 |
-1.72 |
3,779 |
25,377 |
+106 |
Mar12 |
110729 |
99.69 |
99.69 |
97.95 |
98.34 |
-1.71 |
5,129 |
36,614 |
-124 |
Apr12 |
110729 |
98.48 |
99.39 |
98.48 |
98.72 |
-1.71 |
4,234 |
22,839 |
-638 |
May12 |
110729 |
100.00 |
100.21 |
98.47 |
99.09 |
-1.70 |
3,515 |
18,860 |
+489 |
Jun12 |
110729 |
100.74 |
100.74 |
98.83 |
99.46 |
-1.69 |
9,867 |
82,937 |
+167 |
Jul12 |
110729 |
99.90 |
99.90 |
99.79 |
99.82 |
-1.68 |
1,548 |
30,042 |
+382 |
Aug12 |
110729 |
100.12 |
100.15 |
100.10 |
100.10 |
-1.66 |
1,122 |
17,413 |
+75 |
Sep12 |
110729 |
100.36 |
100.36 |
100.36 |
100.36 |
-1.63 |
870 |
18,561 |
-98 |
Oct12 |
110729 |
100.61 |
100.61 |
100.61 |
100.61 |
-1.61 |
511 |
11,151 |
+17 |
Nov12 |
110729 |
100.89 |
100.89 |
100.89 |
100.89 |
-1.58 |
594 |
20,733 |
-197 |
Dec12 |
110729 |
102.30 |
102.30 |
100.50 |
101.18 |
-1.55 |
13,299 |
147,691 |
-1,233 |
Total Volume and Open Interest |
516,140 |
1,510,095 |
+3,433 |
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 |
110729 |
97.225 |
97.375 |
94.950 |
95.700 |
-1.750 |
9,358 |
3,321 |
-91 |
Oct11 |
110729 |
97.525 |
97.800 |
95.450 |
96.125 |
-1.750 |
299 |
558 |
+11 |
Nov11 |
110729 |
97.950 |
97.950 |
96.250 |
96.600 |
-1.750 |
71 |
179 |
+0 |
Dec11 |
110729 |
98.050 |
98.050 |
96.700 |
97.075 |
-1.750 |
32 |
245 |
-2 |
Jan12 |
110729 |
97.525 |
97.525 |
97.525 |
97.525 |
-1.725 |
2 |
12 |
+2 |
Feb12 |
110729 |
97.950 |
97.950 |
97.950 |
97.950 |
-1.700 |
0 |
3 |
+0 |
Mar12 |
110729 |
98.350 |
98.350 |
98.350 |
98.350 |
-1.700 |
0 |
10 |
+0 |
Apr12 |
110729 |
98.725 |
98.725 |
98.725 |
98.725 |
-1.700 |
0 |
1 |
+0 |
Total Volume and Open Interest |
9,762 |
4,516 |
-80 |
Heating Oil(NYM) |
Aug11 |
110729 |
310.01 |
311.00 |
306.60 |
309.62 |
-0.90 |
25,966 |
17,792 |
-6,945 |
Sep11 |
110729 |
311.24 |
311.81 |
307.49 |
309.94 |
-1.50 |
45,155 |
102,960 |
+5,801 |
Oct11 |
110729 |
312.39 |
313.13 |
308.91 |
311.30 |
-1.56 |
13,502 |
39,092 |
-18 |
Nov11 |
110729 |
313.61 |
314.51 |
310.53 |
312.82 |
-1.69 |
7,073 |
29,586 |
+946 |
Dec11 |
110729 |
315.40 |
316.07 |
312.02 |
314.29 |
-1.76 |
10,682 |
38,979 |
+745 |
Jan12 |
110729 |
316.24 |
316.94 |
313.65 |
315.70 |
-1.83 |
3,475 |
23,458 |
+126 |
Feb12 |
110729 |
316.40 |
316.80 |
314.89 |
315.85 |
-1.87 |
1,548 |
10,218 |
-291 |
Mar12 |
110729 |
315.08 |
316.65 |
314.05 |
314.90 |
-1.87 |
1,088 |
7,787 |
+27 |
Apr12 |
110729 |
313.10 |
313.10 |
312.70 |
312.80 |
-1.86 |
654 |
3,943 |
-37 |
May12 |
110729 |
310.88 |
310.88 |
310.88 |
310.88 |
-1.87 |
293 |
4,033 |
+127 |
Jun12 |
110729 |
311.22 |
311.69 |
308.18 |
310.09 |
-1.95 |
1,629 |
22,973 |
+705 |
Jul12 |
110729 |
310.74 |
310.74 |
310.74 |
310.74 |
-1.95 |
154 |
1,908 |
-25 |
Total Volume and Open Interest |
111,903 |
314,762 |
+1,332 |
Gasoline(NYMEX) |
Aug11 |
110729 |
311.75 |
312.40 |
306.76 |
311.29 |
-0.47 |
27,914 |
11,463 |
-6,131 |
Sep11 |
110729 |
307.10 |
307.38 |
301.26 |
305.79 |
-0.59 |
53,457 |
102,507 |
+1,757 |
Oct11 |
110729 |
293.14 |
293.59 |
288.24 |
292.11 |
-1.29 |
19,712 |
36,193 |
+715 |
Nov11 |
110729 |
289.61 |
289.61 |
284.99 |
288.52 |
-1.48 |
11,207 |
20,566 |
+886 |
Dec11 |
110729 |
288.10 |
288.10 |
283.40 |
286.91 |
-1.52 |
7,838 |
31,886 |
+179 |
Jan12 |
110729 |
286.56 |
287.23 |
283.89 |
287.08 |
-1.53 |
1,572 |
11,940 |
+186 |
Feb12 |
110729 |
288.50 |
288.61 |
285.43 |
288.25 |
-1.57 |
830 |
5,877 |
+108 |
Mar12 |
110729 |
290.12 |
290.19 |
288.05 |
289.95 |
-1.54 |
742 |
8,436 |
+250 |
Apr12 |
110729 |
299.00 |
300.98 |
298.84 |
300.98 |
-1.49 |
113 |
5,839 |
+70 |
May12 |
110729 |
298.90 |
301.00 |
298.90 |
301.00 |
-1.43 |
67 |
1,938 |
+11 |
Total Volume and Open Interest |
123,962 |
256,628 |
-1,752 |
e-miNY RBOB Gasoline(NYM) |
Sep11 |
110729 |
306.50 |
306.50 |
305.80 |
305.80 |
-0.60 |
|
|
|
Oct11 |
110729 |
292.10 |
292.11 |
292.10 |
292.10 |
-1.30 |
0 |
1 |
+0 |
Nov11 |
110729 |
288.50 |
288.52 |
288.50 |
288.50 |
-1.50 |
|
|
|
Dec11 |
110729 |
286.90 |
286.91 |
286.90 |
286.90 |
-1.50 |
|
|
|
Total Volume and Open Interest |
0 |
6 |
+0 |
Natural Gas(NYM) |
Sep11 |
110729 |
4.234 |
4.234 |
4.138 |
4.145 |
-0.099 |
85,680 |
232,284 |
-3,358 |
Oct11 |
110729 |
4.246 |
4.246 |
4.151 |
4.157 |
-0.100 |
25,051 |
140,953 |
-980 |
Nov11 |
110729 |
4.350 |
4.354 |
4.266 |
4.272 |
-0.097 |
21,306 |
112,468 |
+3,918 |
Dec11 |
110729 |
4.535 |
4.535 |
4.457 |
4.462 |
-0.083 |
8,259 |
48,228 |
+26 |
Jan12 |
110729 |
4.624 |
4.624 |
4.558 |
4.564 |
-0.081 |
11,929 |
114,850 |
-279 |
Feb12 |
110729 |
4.605 |
4.615 |
4.563 |
4.565 |
-0.081 |
2,462 |
27,456 |
+83 |
Mar12 |
110729 |
4.580 |
4.580 |
4.529 |
4.533 |
-0.074 |
3,444 |
47,835 |
+219 |
Apr12 |
110729 |
4.485 |
4.509 |
4.461 |
4.468 |
-0.067 |
4,183 |
52,190 |
+783 |
May12 |
110729 |
4.541 |
4.541 |
4.490 |
4.490 |
-0.067 |
451 |
10,525 |
+34 |
Jun12 |
110729 |
4.556 |
4.565 |
4.518 |
4.523 |
-0.066 |
447 |
12,095 |
+90 |
Jul12 |
110729 |
4.588 |
4.605 |
4.564 |
4.564 |
-0.066 |
451 |
8,660 |
+6 |
Aug12 |
110729 |
4.629 |
4.630 |
4.594 |
4.594 |
-0.066 |
272 |
9,682 |
+53 |
Sep12 |
110729 |
4.634 |
4.634 |
4.600 |
4.603 |
-0.065 |
125 |
7,396 |
+43 |
Oct12 |
110729 |
4.662 |
4.677 |
4.640 |
4.641 |
-0.066 |
668 |
34,964 |
+126 |
Nov12 |
110729 |
4.817 |
4.817 |
4.796 |
4.796 |
-0.061 |
91 |
5,245 |
+41 |
Dec12 |
110729 |
5.040 |
5.059 |
5.026 |
5.026 |
-0.060 |
148 |
11,251 |
+43 |
Total Volume and Open Interest |
165,472 |
944,340 |
-6,947 |
Brent Crude Oil(ICE) |
Sep11 |
110729 |
117.17 |
117.70 |
115.75 |
116.74 |
-0.62 |
177,054 |
189,587 |
-5,648 |
Oct11 |
110729 |
117.24 |
117.53 |
115.55 |
116.53 |
-0.64 |
89,103 |
145,073 |
+905 |
Nov11 |
110729 |
117.24 |
117.48 |
115.53 |
116.54 |
-0.64 |
36,471 |
59,199 |
+5,132 |
Dec11 |
110729 |
117.21 |
117.45 |
115.50 |
116.53 |
-0.64 |
46,255 |
95,606 |
-2,706 |
Jan12 |
110729 |
117.23 |
117.23 |
115.69 |
116.49 |
-0.63 |
8,109 |
22,518 |
-1,495 |
Feb12 |
110729 |
117.07 |
117.16 |
115.64 |
116.41 |
-0.64 |
3,996 |
17,709 |
-421 |
Mar12 |
110729 |
116.74 |
116.74 |
115.57 |
116.32 |
-0.65 |
3,543 |
33,682 |
-618 |
Apr12 |
110729 |
116.65 |
116.66 |
115.48 |
116.24 |
-0.65 |
1,401 |
14,047 |
+139 |
May12 |
110729 |
116.82 |
116.82 |
115.40 |
116.13 |
-0.66 |
1,060 |
8,559 |
+47 |
Jun12 |
110729 |
116.72 |
116.72 |
115.27 |
116.01 |
-0.67 |
5,159 |
41,026 |
+180 |
Jul12 |
110729 |
115.91 |
115.91 |
115.91 |
115.91 |
-0.67 |
154 |
8,928 |
-42 |
Aug12 |
110729 |
115.77 |
115.77 |
115.77 |
115.77 |
-0.67 |
60 |
6,064 |
-9 |
Sep12 |
110729 |
115.59 |
115.59 |
115.59 |
115.59 |
-0.67 |
90 |
7,906 |
+6 |
Oct12 |
110729 |
115.40 |
115.40 |
115.40 |
115.40 |
-0.67 |
59 |
3,405 |
+9 |
Total Volume and Open Interest |
385,120 |
805,187 |
-4,511 |
Gas Oil(ICE) |
Aug11 |
110729 |
973.25 |
976.00 |
963.00 |
971.00 |
-8.00 |
28,322 |
88,718 |
-1,406 |
Sep11 |
110729 |
975.25 |
977.50 |
964.50 |
972.50 |
-8.50 |
52,565 |
134,668 |
+879 |
Oct11 |
110729 |
978.25 |
978.50 |
966.25 |
974.00 |
-9.25 |
17,193 |
68,571 |
+3,356 |
Nov11 |
110729 |
977.75 |
979.50 |
967.50 |
975.25 |
-9.50 |
7,921 |
39,289 |
+1,703 |
Dec11 |
110729 |
980.25 |
981.00 |
968.75 |
976.50 |
-9.75 |
13,237 |
58,936 |
+21 |
Jan12 |
110729 |
979.25 |
982.25 |
970.75 |
978.25 |
-10.00 |
3,824 |
36,407 |
-345 |
Feb12 |
110729 |
983.00 |
983.00 |
971.25 |
978.75 |
-10.25 |
1,163 |
11,636 |
-3 |
Mar12 |
110729 |
983.25 |
983.75 |
971.25 |
978.75 |
-10.25 |
1,492 |
13,198 |
+71 |
Apr12 |
110729 |
982.75 |
983.25 |
970.75 |
978.25 |
-10.25 |
223 |
8,606 |
+51 |
May12 |
110729 |
982.25 |
982.75 |
971.75 |
977.75 |
-10.25 |
29 |
7,523 |
+6 |
Total Volume and Open Interest |
129,998 |
567,786 |
+3,403 |
Ethanol(CBOT) |
Jul11 |
110706 |
2.758 |
2.795 |
2.758 |
2.761 |
+0.027 |
42 |
209 |
-19 |
Aug11 |
110729 |
2.920 |
2.945 |
2.880 |
2.891 |
-0.108 |
204 |
395 |
-52 |
Sep11 |
110729 |
2.742 |
2.760 |
2.705 |
2.717 |
-0.080 |
163 |
1,601 |
-18 |
Oct11 |
110729 |
2.624 |
2.640 |
2.602 |
2.616 |
-0.065 |
69 |
1,454 |
-24 |
Nov11 |
110729 |
2.542 |
2.542 |
2.515 |
2.515 |
-0.067 |
26 |
1,128 |
-1 |
Dec11 |
110729 |
2.502 |
2.516 |
2.479 |
2.486 |
-0.067 |
38 |
1,597 |
-33 |
Jan12 |
110729 |
2.505 |
2.505 |
2.461 |
2.467 |
-0.071 |
11 |
709 |
+0 |
Feb12 |
110729 |
2.477 |
2.477 |
2.460 |
2.465 |
-0.077 |
6 |
478 |
+5 |
Total Volume and Open Interest |
620 |
9,568 |
-46 |
WTI Crude Oil(ICE |
Sep11 |
110729 |
97.18 |
97.37 |
94.95 |
95.70 |
-1.74 |
72,298 |
77,051 |
-2,985 |
Oct11 |
110729 |
97.60 |
97.71 |
95.42 |
96.13 |
-1.74 |
19,579 |
37,395 |
+1,608 |
Nov11 |
110729 |
98.08 |
98.18 |
95.92 |
96.60 |
-1.75 |
11,764 |
23,582 |
+604 |
Dec11 |
110729 |
98.57 |
98.57 |
96.39 |
97.08 |
-1.74 |
19,273 |
94,220 |
-1,234 |
Jan12 |
110729 |
98.78 |
98.78 |
96.86 |
97.52 |
-1.73 |
4,585 |
18,575 |
+301 |
Feb12 |
110729 |
99.08 |
99.08 |
97.29 |
97.94 |
-1.72 |
2,623 |
5,818 |
+14 |
Mar12 |
110729 |
99.57 |
99.57 |
98.04 |
98.34 |
-1.71 |
2,282 |
16,258 |
+462 |
Apr12 |
110729 |
98.72 |
98.72 |
98.72 |
98.72 |
-1.71 |
1,209 |
4,705 |
-93 |
May12 |
110729 |
100.00 |
100.00 |
99.09 |
99.09 |
-1.70 |
964 |
3,089 |
-23 |
Jun12 |
110729 |
100.75 |
100.75 |
99.01 |
99.46 |
-1.69 |
4,090 |
30,626 |
-397 |
Jul12 |
110729 |
99.82 |
99.82 |
99.82 |
99.82 |
-1.68 |
485 |
4,382 |
+116 |
Aug12 |
110729 |
100.10 |
100.10 |
100.10 |
100.10 |
-1.66 |
47 |
1,231 |
-1 |
Sep12 |
110729 |
100.36 |
100.36 |
100.36 |
100.36 |
-1.63 |
36 |
5,070 |
-7 |
Oct12 |
110729 |
100.61 |
100.61 |
100.61 |
100.61 |
-1.61 |
106 |
1,126 |
+0 |
Nov12 |
110729 |
100.89 |
100.89 |
100.89 |
100.89 |
-1.58 |
27 |
2,549 |
+0 |
Dec12 |
110729 |
102.56 |
102.65 |
100.52 |
101.18 |
-1.55 |
4,922 |
47,648 |
-744 |
Total Volume and Open Interest |
146,211 |
446,424 |
-2,362 |
US Dollar Index(ICE) |
Sep11 |
110729 |
74.330 |
74.685 |
73.860 |
74.035 |
-0.355 |
32,906 |
57,718 |
-2,371 |
Dec11 |
110729 |
74.790 |
75.000 |
74.345 |
74.455 |
-0.355 |
164 |
701 |
-72 |
Mar12 |
110729 |
74.915 |
74.915 |
74.915 |
74.915 |
-0.335 |
0 |
1 |
+0 |
Total Volume and Open Interest |
33,070 |
58,420 |
-2,443 |
Australian Dollar(CME) |
Sep11 |
110729 |
109.35 |
109.52 |
108.42 |
109.31 |
+0.12 |
117,229 |
135,081 |
-160 |
Dec11 |
110729 |
108.06 |
108.23 |
107.25 |
108.08 |
+0.14 |
74 |
542 |
+24 |
Mar12 |
110729 |
106.92 |
106.92 |
106.76 |
106.92 |
+0.16 |
0 |
2 |
+0 |
Total Volume and Open Interest |
117,303 |
135,628 |
-136 |
British Pound(CME) |
Sep11 |
110729 |
163.62 |
164.64 |
162.51 |
164.23 |
+0.87 |
97,492 |
96,621 |
-522 |
Dec11 |
110729 |
163.00 |
164.21 |
163.00 |
164.06 |
+0.87 |
37 |
262 |
-2 |
Mar12 |
110729 |
163.91 |
163.91 |
163.03 |
163.91 |
+0.88 |
0 |
2 |
+0 |
Total Volume and Open Interest |
97,529 |
96,891 |
-524 |
Canadian Dollar(CME) |
Sep11 |
110729 |
105.24 |
105.29 |
104.15 |
104.56 |
-0.53 |
85,501 |
126,764 |
+3,054 |
Dec11 |
110729 |
104.80 |
104.91 |
103.95 |
104.35 |
-0.51 |
164 |
4,053 |
+2 |
Mar12 |
110729 |
104.00 |
104.60 |
103.85 |
104.11 |
-0.49 |
1 |
623 |
-1 |
Jun12 |
110729 |
103.87 |
104.34 |
103.87 |
103.87 |
-0.47 |
11 |
279 |
+0 |
Total Volume and Open Interest |
85,677 |
131,862 |
+3,055 |
Japanese Yen(CME) |
Sep11 |
110729 |
128.77 |
130.43 |
128.46 |
129.82 |
+1.23 |
87,373 |
135,031 |
-3,115 |
Dec11 |
110729 |
129.13 |
130.30 |
128.70 |
129.96 |
+1.26 |
342 |
846 |
+124 |
Mar12 |
110729 |
130.14 |
130.14 |
128.88 |
130.14 |
+1.26 |
0 |
46 |
+0 |
Total Volume and Open Interest |
87,715 |
135,941 |
-2,991 |
Swiss Franc(CME) |
Sep11 |
110729 |
124.90 |
127.46 |
124.55 |
126.82 |
+2.01 |
33,695 |
53,263 |
+36 |
Dec11 |
110729 |
124.91 |
127.55 |
124.90 |
126.95 |
+2.02 |
24 |
286 |
+8 |
Mar12 |
110729 |
127.13 |
127.13 |
125.09 |
127.13 |
+2.04 |
0 |
5 |
+0 |
Total Volume and Open Interest |
33,719 |
53,557 |
+44 |
EuroFX(CME) |
Sep11 |
110729 |
143.08 |
143.98 |
142.12 |
143.48 |
+0.56 |
333,394 |
185,629 |
+4,255 |
Dec11 |
110729 |
142.56 |
143.60 |
141.80 |
143.15 |
+0.58 |
106 |
1,131 |
+14 |
Mar12 |
110729 |
142.77 |
143.00 |
142.25 |
142.84 |
+0.59 |
4 |
363 |
+1 |
Total Volume and Open Interest |
333,505 |
187,959 |
+4,269 |
Mexican Peso(CME) |
Aug11 |
110729 |
853.2 |
853.8 |
853.2 |
853.2 |
-0.5 |
|
|
|
Sep11 |
110729 |
849.5 |
850.2 |
843.8 |
849.0 |
-0.5 |
21,598 |
136,485 |
-1,003 |
Total Volume and Open Interest |
21,598 |
136,820 |
-1,003 |
Brazilian Real(CME) |
Aug11 |
110729 |
644.40 |
644.40 |
639.10 |
644.40 |
+5.30 |
|
|
|
Sep11 |
110729 |
631.50 |
642.20 |
630.50 |
639.75 |
+6.35 |
28 |
8,036 |
-19 |
Oct11 |
110729 |
635.95 |
635.95 |
629.60 |
635.95 |
+6.35 |
|
|
|
Nov11 |
110729 |
632.20 |
632.20 |
625.85 |
632.20 |
+6.35 |
|
|
|
Total Volume and Open Interest |
48 |
20,593 |
-39 |
30-Year T-Bonds(CBOT) |
Sep11 |
110729 |
126~010 |
128~180 |
125~300 |
128~040 |
+2~020 |
310,758 |
638,844 |
+4,955 |
Dec11 |
110729 |
125~000 |
127~000 |
124~280 |
126~210 |
+2~030 |
293 |
3,028 |
+84 |
Mar12 |
110729 |
123~160 |
125~070 |
123~160 |
125~070 |
+2~030 |
1 |
4 |
+1 |
Total Volume and Open Interest |
311,052 |
641,876 |
+5,040 |
10-Year T-Notes(CBOT) |
Sep11 |
110729 |
124~170 |
125~300 |
124~120 |
125~220 |
+1~060 |
1,181,279 |
1,862,300 |
-22,398 |
Dec11 |
110729 |
123~075 |
124~175 |
123~025 |
124~120 |
+1~095 |
1,137 |
16,355 |
+438 |
Mar12 |
110729 |
123~120 |
123~120 |
122~025 |
123~120 |
+1~095 |
|
|
|
Total Volume and Open Interest |
1,182,416 |
1,878,655 |
-21,960 |
5-Year T-Notes(CBOT) |
Sep11 |
110729 |
120~087 |
121~075 |
120~073 |
121~057 |
+0~097 |
689,927 |
1,514,023 |
-6,124 |
Dec11 |
110729 |
120~031 |
120~045 |
119~056 |
120~031 |
+0~103 |
9 |
289 |
+5 |
Mar12 |
110729 |
119~055 |
119~055 |
118~080 |
119~055 |
+0~103 |
|
|
|
Total Volume and Open Interest |
689,936 |
1,514,312 |
-6,119 |
2 Year T-Notes(CBOT) |
Sep11 |
110729 |
109~107 |
109~125 |
109~105 |
109~123 |
+0~015 |
329,744 |
1,015,907 |
-15,431 |
Dec11 |
110729 |
109~081 |
109~103 |
109~081 |
109~101 |
+0~020 |
8 |
1,123 |
+3 |
Mar12 |
110729 |
109~039 |
109~039 |
109~019 |
109~039 |
+0~020 |
|
|
|
Total Volume and Open Interest |
329,752 |
1,017,030 |
-15,428 |
Eurodollars(CME) |
Sep11 |
110729 |
99.630 |
99.630 |
99.610 |
99.625 |
-0.005 |
297,636 |
1,178,412 |
+25,731 |
Dec11 |
110729 |
99.510 |
99.525 |
99.490 |
99.505 |
-0.005 |
270,553 |
1,125,622 |
-5,973 |
Mar12 |
110729 |
99.450 |
99.485 |
99.430 |
99.465 |
+0.015 |
248,419 |
1,377,578 |
-15,831 |
Jun12 |
110729 |
99.395 |
99.440 |
99.385 |
99.430 |
+0.030 |
216,534 |
1,362,756 |
-8,533 |
Sep12 |
110729 |
99.315 |
99.380 |
99.305 |
99.370 |
+0.055 |
209,215 |
1,052,423 |
-2,192 |
Dec12 |
110729 |
99.190 |
99.290 |
99.180 |
99.275 |
+0.085 |
170,033 |
735,093 |
-951 |
Mar13 |
110729 |
99.055 |
99.185 |
99.045 |
99.170 |
+0.115 |
163,729 |
727,344 |
+13,745 |
Jun13 |
110729 |
98.885 |
99.040 |
98.870 |
99.025 |
+0.145 |
168,671 |
511,780 |
+24,732 |
Sep13 |
110729 |
98.665 |
98.855 |
98.655 |
98.835 |
+0.175 |
118,738 |
476,257 |
+1,268 |
Dec13 |
110729 |
98.415 |
98.620 |
98.395 |
98.595 |
+0.190 |
93,963 |
350,195 |
+3,817 |
Mar14 |
110729 |
98.160 |
98.385 |
98.140 |
98.350 |
+0.200 |
61,835 |
262,712 |
+3,006 |
Jun14 |
110729 |
97.895 |
98.125 |
97.875 |
98.090 |
+0.210 |
61,831 |
208,457 |
+8,177 |
Sep14 |
110729 |
97.630 |
97.870 |
97.615 |
97.830 |
+0.215 |
39,492 |
111,314 |
+4,604 |
Dec14 |
110729 |
97.370 |
97.600 |
97.345 |
97.565 |
+0.215 |
23,387 |
122,369 |
+5,174 |
Mar15 |
110729 |
97.120 |
97.355 |
97.115 |
97.315 |
+0.210 |
19,558 |
101,624 |
+99 |
Jun15 |
110729 |
5.125 |
5.360 |
5.115 |
5.315 |
+0.205 |
13,271 |
80,038 |
+257 |
Sep15 |
110729 |
4.890 |
5.115 |
4.880 |
5.070 |
+0.200 |
9,028 |
60,843 |
-449 |
Dec15 |
110729 |
4.650 |
4.880 |
4.640 |
4.835 |
+0.190 |
10,157 |
53,439 |
-102 |
Total Volume and Open Interest |
|
|
|
30 Day Federal Funds(CBOT) |
Jul11 |
110729 |
99.933 |
99.933 |
99.930 |
99.930 |
-0.003 |
8,972 |
67,070 |
-2,439 |
Aug11 |
110729 |
99.900 |
99.900 |
99.885 |
99.890 |
-0.010 |
27,741 |
91,099 |
+7,411 |
Sep11 |
110729 |
99.875 |
99.880 |
99.865 |
99.870 |
-0.010 |
10,390 |
63,369 |
-68 |
Oct11 |
110729 |
99.860 |
99.865 |
99.855 |
99.865 |
unch |
8,442 |
53,640 |
+2,832 |
Nov11 |
110729 |
99.855 |
99.865 |
99.850 |
99.855 |
unch |
7,224 |
50,257 |
+3,094 |
Dec11 |
110729 |
99.850 |
99.860 |
99.845 |
99.855 |
+0.005 |
6,419 |
62,520 |
+3,776 |
Total Volume and Open Interest |
101,765 |
881,338 |
+16,414 |
30 Day Fed Funds(e-CBOT) |
3-Mth Euro-Yen(CME) |
Sep11 |
110729 |
99.660 |
99.660 |
99.660 |
99.660 |
unch |
0 |
51 |
+0 |
Dec11 |
110729 |
99.660 |
99.660 |
99.660 |
99.660 |
unch |
0 |
75 |
+0 |
Mar12 |
110729 |
99.658 |
99.658 |
99.658 |
99.658 |
unch |
|
|
|
Jun12 |
110729 |
99.655 |
99.655 |
99.655 |
99.655 |
unch |
|
|
|
Sep12 |
110729 |
99.585 |
99.585 |
99.585 |
99.585 |
unch |
|
|
|
Dec12 |
110729 |
99.635 |
99.635 |
99.635 |
99.635 |
unch |
|
|
|
Mar13 |
110729 |
99.635 |
99.635 |
99.635 |
99.635 |
unch |
|
|
|
Jun13 |
110729 |
99.590 |
99.590 |
99.590 |
99.590 |
unch |
|
|
|
Sep13 |
110729 |
99.450 |
99.450 |
99.450 |
99.450 |
unch |
|
|
|
Dec13 |
110729 |
99.310 |
99.310 |
99.310 |
99.310 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
126 |
+0 |
3-Mth Euro-Yen(SGX) |
Sep11 |
110729 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
0 |
1,176 |
+0 |
Dec11 |
110729 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
0 |
1,478 |
+0 |
Mar12 |
110729 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
0 |
1,823 |
+0 |
Jun12 |
110729 |
99.65 |
99.65 |
99.65 |
99.65 |
unch |
0 |
1,374 |
+0 |
Sep12 |
110729 |
99.58 |
99.58 |
99.58 |
99.58 |
unch |
0 |
411 |
+0 |
Dec12 |
110729 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
0 |
26 |
+0 |
Mar13 |
110729 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
0 |
1 |
+0 |
Jun13 |
110729 |
99.59 |
99.59 |
99.59 |
99.59 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
6,289 |
+0 |
Japanese Gov't Bonds(SGX) |
Sep11 |
110729 |
141.78 |
141.88 |
141.55 |
141.80 |
+0.02 |
957 |
23,248 |
-213 |
Dec11 |
110729 |
141.39 |
141.39 |
141.39 |
141.39 |
+0.02 |
0 |
2 |
+0 |
Mar12 |
110729 |
139.30 |
139.30 |
139.30 |
139.30 |
+0.02 |
|
|
|
Total Volume and Open Interest |
957 |
23,250 |
-213 |
Euro-Bund(EUREX) |
Sep11 |
110729 |
129.86 |
130.70 |
129.66 |
130.36 |
+0.93 |
909,577 |
986,237 |
+12,518 |
Dec11 |
110729 |
128.60 |
129.29 |
128.43 |
129.01 |
+0.91 |
185 |
1,022 |
+169 |
Mar12 |
110729 |
129.04 |
129.04 |
129.04 |
129.04 |
+0.93 |
|
|
|
Total Volume and Open Interest |
909,762 |
987,259 |
+12,687 |
Euro-Bobl(EUREX) |
Sep11 |
110729 |
119.19 |
119.67 |
119.05 |
119.51 |
+0.53 |
476,937 |
728,515 |
-6,877 |
Dec11 |
110729 |
118.58 |
118.58 |
118.58 |
118.58 |
+0.53 |
500 |
696 |
+0 |
Mar12 |
110729 |
118.54 |
118.54 |
118.54 |
118.54 |
+0.53 |
|
|
|
Total Volume and Open Interest |
477,437 |
729,211 |
-6,877 |
3-Mth Euribor(EUREX) |
Sep11 |
110729 |
98.360 |
98.375 |
98.360 |
98.375 |
+0.025 |
31 |
2,210 |
+31 |
Dec11 |
110729 |
98.340 |
98.340 |
98.335 |
98.335 |
+0.030 |
21 |
1,298 |
+0 |
Mar12 |
110729 |
98.330 |
98.330 |
98.320 |
98.320 |
+0.035 |
20 |
2,464 |
+20 |
Total Volume and Open Interest |
82 |
9,740 |
+51 |
Long Gilt(LIFFE) |
Sep11 |
110729 |
124~14 |
125~07 |
124~09 |
125~03 |
+1~01 |
118,822 |
356,553 |
+6,097 |
Dec11 |
110729 |
123~25 |
123~25 |
123~25 |
123~25 |
+1~01 |
|
|
|
Total Volume and Open Interest |
118,822 |
356,553 |
+6,097 |
3-Mth Short Sterling(LIFFE) |
Sep11 |
110729 |
99.13 |
99.14 |
99.12 |
99.13 |
unch |
61,527 |
428,555 |
+1,451 |
Dec11 |
110729 |
99.09 |
99.10 |
99.08 |
99.09 |
+0.01 |
52,279 |
510,751 |
-10,731 |
Mar12 |
110729 |
99.06 |
99.07 |
99.04 |
99.06 |
+0.02 |
42,842 |
461,323 |
-3,060 |
Jun12 |
110729 |
99.00 |
99.02 |
98.99 |
99.00 |
+0.02 |
49,553 |
307,344 |
-3,042 |
Sep12 |
110729 |
98.93 |
98.94 |
98.91 |
98.93 |
+0.03 |
54,887 |
310,550 |
-14,161 |
Dec12 |
110729 |
98.79 |
98.82 |
98.77 |
98.81 |
+0.04 |
51,670 |
283,788 |
-10,049 |
Total Volume and Open Interest |
387,586 |
2,741,308 |
-37,712 |
3-Mth Euribor(LIFFE) |
Sep11 |
110729 |
98.355 |
98.385 |
98.355 |
98.375 |
+0.025 |
94,679 |
705,218 |
-3,667 |
Dec11 |
110729 |
98.310 |
98.350 |
98.310 |
98.335 |
+0.030 |
112,004 |
583,235 |
+721 |
Mar12 |
110729 |
98.295 |
98.340 |
98.295 |
98.320 |
+0.035 |
126,197 |
504,263 |
-8,240 |
Total Volume and Open Interest |
754,938 |
3,562,244 |
+1,703 |
3-Mth Aus T-Bills(SFE) |
Sep11 |
110729 |
95.01 |
95.06 |
95.01 |
95.03 |
+0.02 |
54,361 |
244,327 |
-4,899 |
Dec11 |
110729 |
95.05 |
95.14 |
95.04 |
95.12 |
+0.06 |
64,421 |
255,682 |
-15,096 |
Mar12 |
110729 |
95.12 |
95.22 |
95.11 |
95.21 |
+0.08 |
34,624 |
167,113 |
+6,931 |
Jun12 |
110729 |
95.16 |
95.27 |
95.15 |
95.26 |
+0.08 |
8,158 |
86,355 |
-5,732 |
Sep12 |
110729 |
95.18 |
95.27 |
95.18 |
95.27 |
+0.09 |
5,334 |
54,352 |
-590 |
Dec12 |
110729 |
95.15 |
95.25 |
95.15 |
95.25 |
+0.10 |
3,292 |
33,547 |
-456 |
Mar13 |
110729 |
95.13 |
95.24 |
95.13 |
95.23 |
+0.10 |
1,030 |
34,317 |
+70 |
Jun13 |
110729 |
95.09 |
95.20 |
95.09 |
95.19 |
+0.11 |
335 |
13,395 |
+237 |
Sep13 |
110729 |
95.06 |
95.15 |
95.06 |
95.15 |
+0.11 |
167 |
2,974 |
+42 |
Dec13 |
110729 |
95.08 |
95.09 |
95.08 |
95.09 |
+0.13 |
182 |
1,606 |
+66 |
Total Volume and Open Interest |
171,954 |
893,811 |
-19,427 |
10-Year Aus T-Bonds(SFE) |
Sep11 |
110729 |
95.09 |
95.21 |
95.08 |
95.20 |
+0.10 |
53,500 |
409,634 |
-10,068 |
Dec11 |
110729 |
95.20 |
95.20 |
95.20 |
95.20 |
+0.10 |
|
|
|
Total Volume and Open Interest |
53,500 |
409,634 |
-10,068 |
3-Year Aus T-Bonds(SFE) |
Sep11 |
110729 |
95.49 |
95.61 |
95.46 |
95.61 |
+0.13 |
215,505 |
760,677 |
-12,549 |
Dec11 |
110729 |
95.61 |
95.61 |
95.61 |
95.61 |
+0.13 |
|
|
|
Total Volume and Open Interest |
215,505 |
760,677 |
-12,549 |
Gold(CMX) |
Aug11 |
110729 |
1617.1 |
1634.9 |
1610.6 |
1628.3 |
+14.9 |
232,220 |
36,430 |
-69,085 |
Oct11 |
110729 |
1618.0 |
1636.3 |
1611.7 |
1629.9 |
+15.0 |
14,593 |
23,998 |
+2,482 |
Dec11 |
110729 |
1619.5 |
1637.5 |
1613.0 |
1631.2 |
+15.0 |
170,615 |
347,752 |
+46,853 |
Feb12 |
110729 |
1621.1 |
1635.0 |
1615.2 |
1632.5 |
+15.0 |
1,145 |
12,071 |
+215 |
Apr12 |
110729 |
1620.8 |
1635.6 |
1616.3 |
1634.0 |
+15.0 |
1,092 |
6,248 |
+53 |
Jun12 |
110729 |
1622.3 |
1635.6 |
1621.5 |
1635.6 |
+15.0 |
205 |
14,854 |
-77 |
Aug12 |
110729 |
1632.4 |
1637.4 |
1631.6 |
1637.4 |
+15.0 |
943 |
5,443 |
+17 |
Oct12 |
110729 |
1641.5 |
1641.5 |
1633.4 |
1639.3 |
+15.0 |
41 |
4,158 |
+33 |
Dec12 |
110729 |
1628.7 |
1644.1 |
1628.7 |
1641.5 |
+15.0 |
131 |
11,919 |
+58 |
Feb13 |
110729 |
1644.5 |
1644.5 |
1643.9 |
1643.9 |
+14.8 |
1 |
1,561 |
+0 |
Apr13 |
110729 |
1649.6 |
1649.6 |
1646.6 |
1646.6 |
+14.6 |
0 |
227 |
+0 |
Jun13 |
110729 |
1657.6 |
1657.6 |
1649.7 |
1649.7 |
+14.4 |
54 |
11,143 |
+53 |
Total Volume and Open Interest |
423,958 |
518,045 |
-18,409 |
Silver(CMX) |
Sep11 |
110729 |
3972.5 |
4041.0 |
3930.0 |
4010.6 |
+31.2 |
77,251 |
59,833 |
-211 |
Dec11 |
110729 |
3975.0 |
4041.0 |
3932.5 |
4013.1 |
+31.1 |
3,882 |
30,952 |
+705 |
Mar12 |
110729 |
3980.0 |
4040.0 |
3976.5 |
4013.2 |
+31.1 |
685 |
5,474 |
+186 |
May12 |
110729 |
4005.0 |
4011.3 |
4005.0 |
4011.3 |
+30.9 |
35 |
1,643 |
-10 |
Jul12 |
110729 |
3982.0 |
4012.0 |
3963.0 |
4009.7 |
+31.0 |
64 |
1,765 |
+3 |
Sep12 |
110729 |
4014.0 |
4022.0 |
3985.5 |
4007.1 |
+30.7 |
21 |
240 |
+3 |
Dec12 |
110729 |
3988.5 |
4026.0 |
3988.5 |
4001.1 |
+30.6 |
86 |
8,189 |
+20 |
Total Volume and Open Interest |
82,723 |
119,952 |
+389 |
Platinum(NYMEX) |
Oct11 |
110729 |
1789.0 |
1795.1 |
1779.0 |
1785.3 |
-7.1 |
5,660 |
32,745 |
+291 |
Jan12 |
110729 |
1788.2 |
1790.2 |
1785.2 |
1788.4 |
-7.2 |
34 |
1,259 |
+5 |
Apr12 |
110729 |
1790.4 |
1792.7 |
1790.4 |
1791.3 |
-7.2 |
0 |
120 |
+0 |
Jul12 |
110729 |
1794.6 |
1794.6 |
1794.6 |
1794.6 |
-7.2 |
0 |
11 |
+0 |
Total Volume and Open Interest |
5,697 |
34,139 |
+296 |
Palladium(NYMEX) |
Sep11 |
110729 |
826.30 |
833.30 |
820.55 |
827.70 |
-0.40 |
5,909 |
23,297 |
+856 |
Dec11 |
110729 |
828.95 |
834.30 |
824.85 |
829.15 |
-0.25 |
71 |
1,337 |
+45 |
Mar12 |
110729 |
174.99 |
174.99 |
174.99 |
174.99 |
-0.25 |
0 |
53 |
+0 |
Total Volume and Open Interest |
5,980 |
24,687 |
+757 |
Copper(CMX) |
Sep11 |
110729 |
447.70 |
450.20 |
441.15 |
447.95 |
+1.00 |
26,990 |
88,521 |
-2,782 |
Dec11 |
110729 |
449.40 |
452.10 |
443.35 |
450.05 |
+1.15 |
5,302 |
39,889 |
+688 |
Mar12 |
110729 |
448.80 |
451.55 |
445.95 |
451.20 |
+1.15 |
1,080 |
14,750 |
+188 |
May12 |
110729 |
451.35 |
451.35 |
451.35 |
451.35 |
+1.15 |
67 |
2,397 |
+37 |
Jul12 |
110729 |
447.85 |
450.70 |
444.25 |
450.70 |
+0.95 |
242 |
861 |
+102 |
Total Volume and Open Interest |
34,605 |
153,839 |
-2,301 |
DJIA Index(CBOT) |
Sep11 |
110729 |
12211 |
12212 |
12047 |
12088 |
-105 |
290 |
17,717 |
+32 |
Dec11 |
110729 |
12019 |
12122 |
12019 |
12019 |
-103 |
0 |
86 |
+0 |
Mar12 |
110729 |
11950 |
12053 |
11950 |
11950 |
-103 |
|
|
|
Jun12 |
110729 |
11880 |
11983 |
11880 |
11880 |
-103 |
|
|
|
Total Volume and Open Interest |
290 |
17,803 |
+32 |
Mini DJIA Index(CBOT) |
Sep11 |
110729 |
12201 |
12211 |
12029 |
12088 |
-105 |
139,319 |
112,588 |
-258 |
Dec11 |
110729 |
12133 |
12133 |
11986 |
12019 |
-103 |
122 |
407 |
+26 |
Mar12 |
110729 |
11950 |
11950 |
11950 |
11950 |
-103 |
0 |
11 |
+0 |
Jun12 |
110729 |
11880 |
11880 |
11880 |
11880 |
-103 |
|
|
|
Total Volume and Open Interest |
139,441 |
113,006 |
-232 |
S & P 500(CME) |
Sep11 |
110729 |
1298.80 |
1300.50 |
1279.00 |
1288.40 |
-8.40 |
13,397 |
275,975 |
+858 |
Dec11 |
110729 |
1278.30 |
1292.70 |
1274.00 |
1282.80 |
-8.40 |
23 |
10,986 |
+9 |
Mar12 |
110729 |
1277.30 |
1287.20 |
1267.70 |
1277.30 |
-8.40 |
1 |
11 |
-1 |
Jun12 |
110729 |
1272.30 |
1282.20 |
1262.70 |
1272.30 |
-8.40 |
0 |
5 |
+0 |
Total Volume and Open Interest |
13,421 |
286,977 |
+866 |
S & P 500 E-Mini(Globex) |
Sep11 |
110729 |
1297.75 |
1300.75 |
1278.75 |
1288.50 |
-8.25 |
2,535,676 |
2,622,989 |
+64,697 |
Dec11 |
110729 |
1293.25 |
1294.00 |
1273.75 |
1282.75 |
-8.50 |
2,199 |
23,276 |
+307 |
Total Volume and Open Interest |
2,537,877 |
2,646,480 |
+65,006 |
NASDAQ 100(CME) |
Sep11 |
110729 |
2373.50 |
2386.00 |
2338.00 |
2359.30 |
-10.70 |
981 |
17,915 |
-32 |
Dec11 |
110729 |
2354.00 |
2370.00 |
2352.00 |
2354.00 |
-10.50 |
0 |
10 |
+0 |
Mar12 |
110729 |
2350.80 |
2350.80 |
2349.30 |
2350.80 |
-9.50 |
|
|
|
Total Volume and Open Interest |
981 |
17,925 |
-32 |
NASDAQ 100 E-Mini(Globex) |
Sep11 |
110729 |
2370.80 |
2385.30 |
2338.00 |
2359.30 |
-10.70 |
328,563 |
351,114 |
-8,158 |
Dec11 |
110729 |
2363.50 |
2378.30 |
2341.00 |
2354.00 |
-10.50 |
110 |
5,087 |
+28 |
Total Volume and Open Interest |
328,674 |
356,209 |
-8,130 |
S & P Midcap 400(CME) |
Sep11 |
110729 |
942.50 |
942.50 |
935.75 |
941.70 |
-2.00 |
236 |
2,741 |
-127 |
Dec11 |
110729 |
940.00 |
940.00 |
940.00 |
940.00 |
-2.00 |
|
|
|
Mar12 |
110729 |
938.30 |
938.30 |
938.30 |
938.30 |
-2.00 |
|
|
|
Total Volume and Open Interest |
236 |
2,741 |
-127 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Sep11 |
110729 |
9875 |
9930 |
9765 |
9830 |
-40 |
8,306 |
36,708 |
-781 |
Dec11 |
110729 |
9800 |
9840 |
9800 |
9800 |
-40 |
0 |
7 |
+0 |
Total Volume and Open Interest |
8,306 |
36,715 |
-781 |
Nikkei 225(SGX) |
Sep11 |
110729 |
9905 |
9965 |
9820 |
9825 |
-70 |
73,200 |
194,616 |
-3,608 |
Dec11 |
110729 |
9845 |
9865 |
9770 |
9770 |
-75 |
12 |
8,181 |
-4 |
Mar12 |
110729 |
9760 |
9760 |
9760 |
9760 |
-70 |
0 |
10 |
+0 |
Total Volume and Open Interest |
73,701 |
216,229 |
-3,606 |
CAC 40(EURONEXT) |
Aug11 |
110729 |
3650.0 |
3694.5 |
3623.5 |
3673.5 |
-43.5 |
128,657 |
318,133 |
-7,623 |
Sep11 |
110729 |
3658.0 |
3688.5 |
3622.0 |
3671.5 |
-43.5 |
1,540 |
38,052 |
+1,316 |
Oct11 |
110729 |
3670.5 |
3670.5 |
3670.5 |
3670.5 |
-44.5 |
1 |
2 |
+1 |
Total Volume and Open Interest |
130,198 |
356,219 |
-6,306 |
Hang Seng Index(HKFE) |
Jul11 |
110728 |
22300 |
22391 |
22233 |
22339 |
-219 |
111,288 |
58,343 |
-20,246 |
Aug11 |
110729 |
22519 |
22595 |
22258 |
22325 |
-272 |
62,220 |
82,437 |
+26,256 |
Sep11 |
110729 |
22477 |
22500 |
22170 |
22235 |
-268 |
775 |
4,961 |
+250 |
Total Volume and Open Interest |
149,193 |
125,002 |
+1,801 |
DAX(EUREX) |
Sep11 |
110729 |
7090.5 |
7206.5 |
7078.5 |
7181.0 |
-30.0 |
151,964 |
154,437 |
+1,452 |
Dec11 |
110729 |
7120.0 |
7231.5 |
7106.5 |
7208.5 |
-30.0 |
193 |
8,774 |
+3 |
Mar12 |
110729 |
7149.0 |
7241.0 |
7140.0 |
7241.0 |
-29.5 |
49 |
381 |
-6 |
Total Volume and Open Interest |
152,206 |
163,592 |
+1,449 |
FT-SE 100(EURONEXT) |
Sep11 |
110729 |
5796.00 |
5816.00 |
5734.00 |
5784.50 |
-49.00 |
115,098 |
639,236 |
-5,639 |
Dec11 |
110729 |
5750.00 |
5784.00 |
5729.50 |
5759.50 |
-50.00 |
6 |
824 |
-1 |
Mar12 |
110729 |
5723.00 |
5723.00 |
5723.00 |
5723.00 |
-49.50 |
10 |
163 |
+0 |
Total Volume and Open Interest |
115,150 |
640,339 |
-5,604 |
SPI 200(SFE) |
Sep11 |
110729 |
4434.0 |
4457.0 |
4373.0 |
4377.0 |
-54.0 |
39,951 |
198,800 |
+518 |
Dec11 |
110729 |
4464.0 |
4472.0 |
4393.0 |
4393.0 |
-54.0 |
203 |
4,696 |
-23 |
Mar12 |
110729 |
4380.0 |
4380.0 |
4380.0 |
4380.0 |
-55.0 |
2 |
1,735 |
+1 |
Total Volume and Open Interest |
40,182 |
207,763 |
+498 |
GSCI(CME) |
Aug11 |
110729 |
31.14 |
34.39 |
26.54 |
31.14 |
-6.50 |
106 |
9,465 |
+60 |
Sep11 |
110729 |
32.64 |
34.89 |
29.14 |
32.94 |
-6.15 |
|
|
|
Oct11 |
110729 |
33.64 |
39.99 |
30.14 |
33.64 |
-6.30 |
|
|
|
Total Volume and Open Interest |
106 |
9,465 |
+60 |
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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