|
MRCI's End of Day Prices |
Daily Futures Price Listing Wed August 03, 2011 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Aug11 |
110803 |
1373.00 |
1374.25 |
1356.75 |
1364.00 |
-9.00 |
3,678 |
5,858 |
-2,299 |
Sep11 |
110803 |
1368.75 |
1372.00 |
1354.50 |
1363.75 |
-6.25 |
14,252 |
43,730 |
-854 |
Nov11 |
110803 |
1378.50 |
1382.25 |
1364.00 |
1373.00 |
-6.75 |
69,571 |
307,210 |
-750 |
Jan12 |
110803 |
1389.75 |
1392.00 |
1374.50 |
1383.50 |
-6.75 |
7,503 |
53,113 |
+317 |
Mar12 |
110803 |
1394.50 |
1397.50 |
1380.50 |
1389.75 |
-6.50 |
2,709 |
28,073 |
+606 |
May12 |
110803 |
1397.00 |
1398.00 |
1381.50 |
1390.00 |
-7.50 |
1,547 |
34,143 |
-39 |
Jul12 |
110803 |
1401.75 |
1402.00 |
1385.25 |
1393.50 |
-8.25 |
1,161 |
18,612 |
+261 |
Total Volume and Open Interest |
101,385 |
515,730 |
-2,516 |
Soybean Meal(CBOT) |
Aug11 |
110803 |
355.20 |
356.00 |
351.50 |
353.00 |
-4.20 |
4,370 |
6,296 |
-1,151 |
Sep11 |
110803 |
357.70 |
358.30 |
353.40 |
355.20 |
-3.90 |
11,357 |
37,092 |
-808 |
Oct11 |
110803 |
360.30 |
360.30 |
355.20 |
357.30 |
-3.70 |
1,948 |
17,536 |
-90 |
Dec11 |
110803 |
363.30 |
364.30 |
359.20 |
361.60 |
-3.60 |
26,737 |
87,543 |
+50 |
Jan12 |
110803 |
365.10 |
365.60 |
361.50 |
363.50 |
-3.70 |
795 |
7,506 |
-140 |
Mar12 |
110803 |
368.50 |
368.50 |
364.00 |
365.60 |
-4.00 |
1,080 |
5,940 |
-161 |
May12 |
110803 |
367.30 |
370.30 |
364.40 |
366.20 |
-4.10 |
743 |
8,575 |
+201 |
Jul12 |
110803 |
368.30 |
371.30 |
365.20 |
366.80 |
-4.50 |
262 |
2,566 |
+58 |
Total Volume and Open Interest |
47,317 |
177,174 |
-2,058 |
Soybean Oil(CBOT) |
Aug11 |
110803 |
56.92 |
56.92 |
56.26 |
56.28 |
-0.81 |
3,779 |
2,915 |
-1,759 |
Sep11 |
110803 |
56.98 |
57.03 |
56.36 |
56.42 |
-0.79 |
14,651 |
46,617 |
-138 |
Oct11 |
110803 |
57.20 |
57.24 |
56.56 |
56.61 |
-0.82 |
1,957 |
22,246 |
+29 |
Dec11 |
110803 |
57.60 |
57.72 |
57.00 |
57.06 |
-0.82 |
36,026 |
149,814 |
+2,241 |
Jan12 |
110803 |
57.90 |
57.96 |
57.28 |
57.33 |
-0.81 |
1,134 |
24,731 |
+294 |
Mar12 |
110803 |
58.13 |
58.18 |
57.54 |
57.58 |
-0.80 |
941 |
14,849 |
+21 |
May12 |
110803 |
58.10 |
58.22 |
57.64 |
57.71 |
-0.79 |
1,049 |
8,887 |
+275 |
Jul12 |
110803 |
58.27 |
58.30 |
57.78 |
57.83 |
-0.85 |
130 |
4,789 |
+57 |
Total Volume and Open Interest |
59,699 |
277,978 |
+1,013 |
Canola(WCE) |
Nov11 |
110803 |
564.5 |
567.7 |
562.4 |
565.2 |
-1.5 |
9,165 |
119,868 |
+196 |
Jan12 |
110803 |
572.8 |
576.2 |
571.1 |
573.6 |
-1.6 |
1,704 |
21,718 |
+460 |
Mar12 |
110803 |
576.2 |
581.2 |
576.2 |
578.7 |
-2.0 |
141 |
6,163 |
-24 |
May12 |
110803 |
584.7 |
585.5 |
580.9 |
583.5 |
-2.1 |
82 |
5,364 |
+9 |
Jul12 |
110803 |
585.2 |
589.7 |
585.2 |
588.2 |
-2.1 |
85 |
3,467 |
+55 |
Total Volume and Open Interest |
11,228 |
158,280 |
+676 |
Corn(CBOT) |
Sep11 |
110803 |
710.25 |
714.25 |
700.50 |
706.00 |
-5.25 |
70,405 |
312,041 |
-6,909 |
Dec11 |
110803 |
714.00 |
718.50 |
705.50 |
713.00 |
-2.75 |
146,111 |
557,483 |
+13,080 |
Mar12 |
110803 |
727.25 |
730.25 |
717.25 |
725.50 |
-1.75 |
10,087 |
131,508 |
+1,367 |
May12 |
110803 |
730.75 |
735.00 |
722.25 |
730.00 |
-1.75 |
2,796 |
30,336 |
+487 |
Jul12 |
110803 |
735.00 |
738.00 |
725.75 |
733.75 |
-1.50 |
3,559 |
72,028 |
+279 |
Sep12 |
110803 |
688.00 |
690.00 |
680.50 |
689.50 |
-1.25 |
664 |
11,562 |
+24 |
Total Volume and Open Interest |
238,579 |
1,218,426 |
+9,813 |
Wheat(CBOT) |
Sep11 |
110803 |
718.00 |
721.50 |
705.00 |
710.50 |
-7.50 |
46,522 |
134,561 |
-977 |
Dec11 |
110803 |
758.50 |
760.75 |
742.75 |
750.00 |
-8.75 |
31,086 |
163,433 |
+5,613 |
Mar12 |
110803 |
788.75 |
788.75 |
771.50 |
780.00 |
-8.00 |
6,347 |
51,676 |
+1,385 |
May12 |
110803 |
805.25 |
805.25 |
787.75 |
795.75 |
-10.00 |
1,009 |
10,995 |
+113 |
Jul12 |
110803 |
816.00 |
818.00 |
797.25 |
807.25 |
-10.75 |
2,225 |
44,662 |
+588 |
Total Volume and Open Interest |
88,041 |
430,129 |
+6,899 |
Wheat(KCBT) |
Sep11 |
110803 |
806.00 |
808.75 |
789.00 |
798.00 |
-10.00 |
9,478 |
67,871 |
+65 |
Dec11 |
110803 |
833.50 |
834.00 |
813.75 |
822.25 |
-11.25 |
6,235 |
61,110 |
+564 |
Mar12 |
110803 |
848.00 |
848.00 |
830.00 |
836.25 |
-11.75 |
1,484 |
20,026 |
+391 |
May12 |
110803 |
850.00 |
853.00 |
836.75 |
840.75 |
-12.25 |
162 |
3,420 |
-11 |
Jul12 |
110803 |
850.00 |
852.00 |
834.00 |
838.25 |
-13.75 |
1,104 |
15,132 |
+316 |
Total Volume and Open Interest |
18,539 |
170,686 |
+1,338 |
Wheat(MGE) |
Sep11 |
110803 |
850.00 |
853.00 |
834.00 |
844.75 |
-4.75 |
1,733 |
17,692 |
+120 |
Dec11 |
110803 |
860.00 |
861.25 |
842.00 |
852.50 |
-2.75 |
1,064 |
19,495 |
-73 |
Mar12 |
110803 |
869.25 |
871.50 |
854.75 |
864.25 |
-5.25 |
481 |
6,475 |
+41 |
May12 |
110803 |
873.75 |
877.25 |
862.25 |
871.75 |
-4.25 |
271 |
3,253 |
+74 |
Jul12 |
110803 |
878.50 |
884.50 |
867.00 |
877.00 |
-5.75 |
190 |
4,742 |
+18 |
Total Volume and Open Interest |
3,796 |
55,593 |
+198 |
Oats(CBOT) |
Sep11 |
110803 |
355.75 |
356.00 |
340.50 |
345.50 |
-8.50 |
1,721 |
2,312 |
-582 |
Dec11 |
110803 |
366.75 |
366.75 |
350.00 |
356.50 |
-8.50 |
1,892 |
9,113 |
+894 |
Mar12 |
110803 |
375.50 |
375.50 |
366.00 |
367.00 |
-8.50 |
14 |
827 |
-5 |
May12 |
110803 |
373.50 |
382.00 |
373.50 |
373.50 |
-8.50 |
0 |
27 |
+0 |
Total Volume and Open Interest |
3,627 |
12,308 |
+307 |
Rough Rice(CBOT) |
Sep11 |
110803 |
16.44 |
16.53 |
16.23 |
16.34 |
-0.03 |
1,343 |
8,748 |
-155 |
Nov11 |
110803 |
16.80 |
16.84 |
16.55 |
16.67 |
-0.03 |
904 |
7,460 |
+416 |
Jan12 |
110803 |
17.09 |
17.09 |
16.89 |
16.95 |
-0.05 |
19 |
649 |
+8 |
Mar12 |
110803 |
17.26 |
17.26 |
17.20 |
17.25 |
-0.02 |
19 |
821 |
+16 |
Total Volume and Open Interest |
2,286 |
17,706 |
+285 |
Live Cattle(CME) |
Aug11 |
110803 |
112.785 |
113.230 |
111.950 |
113.135 |
+0.585 |
10,113 |
34,717 |
-1,942 |
Oct11 |
110803 |
117.800 |
118.400 |
117.050 |
118.285 |
+0.235 |
21,860 |
129,560 |
+99 |
Dec11 |
110803 |
120.700 |
121.180 |
119.930 |
121.035 |
+0.335 |
7,555 |
89,619 |
+625 |
Feb12 |
110803 |
123.450 |
123.900 |
122.730 |
123.785 |
-0.015 |
3,999 |
31,432 |
+137 |
Apr12 |
110803 |
125.980 |
126.250 |
125.180 |
126.135 |
-0.165 |
1,925 |
17,258 |
+680 |
Jun12 |
110803 |
123.000 |
123.350 |
122.500 |
123.330 |
unch |
444 |
7,370 |
+29 |
Total Volume and Open Interest |
46,027 |
311,129 |
-302 |
Feeder Cattle(CME) |
Aug11 |
110803 |
135.075 |
135.350 |
133.100 |
134.350 |
-0.650 |
3,083 |
10,217 |
-689 |
Sep11 |
110803 |
136.550 |
136.800 |
134.500 |
135.485 |
-1.115 |
2,074 |
10,825 |
-165 |
Oct11 |
110803 |
138.000 |
138.200 |
135.550 |
136.735 |
-1.450 |
1,472 |
10,227 |
+356 |
Nov11 |
110803 |
138.300 |
138.685 |
136.485 |
137.535 |
-1.465 |
472 |
4,321 |
+19 |
Jan12 |
110803 |
138.800 |
138.935 |
136.850 |
138.100 |
-1.200 |
291 |
2,331 |
+39 |
Mar12 |
110803 |
138.800 |
138.800 |
136.985 |
138.130 |
-1.000 |
99 |
677 |
+45 |
Apr12 |
110803 |
139.350 |
139.350 |
138.000 |
139.250 |
unch |
16 |
170 |
+9 |
Total Volume and Open Interest |
7,520 |
38,899 |
-381 |
Lean Hogs(CME) |
Aug11 |
110803 |
103.800 |
104.730 |
102.500 |
104.650 |
+0.850 |
4,452 |
15,894 |
-230 |
Oct11 |
110803 |
92.830 |
93.100 |
90.050 |
92.250 |
-0.430 |
10,184 |
95,929 |
+788 |
Dec11 |
110803 |
89.600 |
89.900 |
87.300 |
89.330 |
-0.120 |
6,066 |
70,629 |
+1,201 |
Feb12 |
110803 |
91.330 |
91.600 |
89.550 |
91.385 |
+0.235 |
3,327 |
33,787 |
+1,068 |
Apr12 |
110803 |
92.850 |
93.000 |
91.100 |
92.930 |
+0.480 |
1,420 |
20,671 |
+506 |
May12 |
110803 |
94.900 |
96.400 |
94.800 |
96.400 |
+0.500 |
1 |
910 |
+0 |
Jun12 |
110803 |
98.300 |
98.385 |
96.700 |
98.100 |
-0.035 |
301 |
11,145 |
+200 |
Jul12 |
110803 |
96.730 |
97.000 |
95.300 |
96.700 |
+0.100 |
139 |
3,451 |
+62 |
Total Volume and Open Interest |
26,011 |
255,200 |
+3,612 |
Class III Milk(CME) |
Aug11 |
110803 |
21.39 |
21.50 |
21.28 |
21.45 |
+0.02 |
286 |
6,415 |
-27 |
Sep11 |
110803 |
20.40 |
20.44 |
20.05 |
20.31 |
-0.11 |
335 |
6,407 |
+81 |
Oct11 |
110803 |
19.54 |
19.65 |
19.19 |
19.53 |
-0.08 |
284 |
5,041 |
+75 |
Nov11 |
110803 |
18.60 |
18.75 |
18.44 |
18.65 |
-0.01 |
258 |
4,059 |
+52 |
Dec11 |
110803 |
17.60 |
17.74 |
17.60 |
17.73 |
-0.01 |
139 |
3,633 |
-21 |
Total Volume and Open Interest |
1,437 |
38,831 |
+211 |
Cocoa(ICE) |
Sep11 |
110803 |
2932 |
2963 |
2912 |
2916 |
-17 |
10,162 |
56,134 |
-2,825 |
Dec11 |
110803 |
2969 |
2994 |
2948 |
2952 |
-13 |
5,999 |
49,945 |
+1,003 |
Mar12 |
110803 |
3010 |
3030 |
3000 |
3004 |
-9 |
1,865 |
37,508 |
+619 |
May12 |
110803 |
3013 |
3029 |
3010 |
3011 |
-8 |
260 |
12,112 |
+124 |
Jul12 |
110803 |
3030 |
3040 |
3019 |
3022 |
-6 |
285 |
5,333 |
+180 |
Sep12 |
110803 |
3037 |
3037 |
3024 |
3028 |
-2 |
168 |
8,397 |
-51 |
Dec12 |
110803 |
3045 |
3045 |
3036 |
3036 |
-2 |
104 |
4,156 |
+100 |
Total Volume and Open Interest |
18,843 |
176,957 |
-850 |
Coffee "C"(ICE) |
Sep11 |
110803 |
242.85 |
245.70 |
240.35 |
241.90 |
-1.30 |
14,404 |
46,316 |
+633 |
Dec11 |
110803 |
246.30 |
249.40 |
244.10 |
245.50 |
-1.60 |
9,861 |
45,099 |
+1,747 |
Mar12 |
110803 |
249.75 |
251.55 |
246.45 |
247.75 |
-1.95 |
1,952 |
11,636 |
+529 |
May12 |
110803 |
251.70 |
252.35 |
248.60 |
249.15 |
-1.90 |
225 |
5,316 |
+18 |
Jul12 |
110803 |
253.30 |
253.30 |
249.20 |
249.90 |
-2.05 |
159 |
2,044 |
+79 |
Sep12 |
110803 |
253.00 |
253.00 |
249.45 |
249.45 |
-2.10 |
16 |
1,787 |
+0 |
Total Volume and Open Interest |
26,626 |
113,695 |
+3,009 |
Orange Juice(ICE) |
Sep11 |
110803 |
201.80 |
201.80 |
197.05 |
197.90 |
-3.75 |
1,304 |
24,548 |
-433 |
Nov11 |
110803 |
190.00 |
191.00 |
187.90 |
188.75 |
-2.60 |
622 |
9,605 |
+773 |
Jan12 |
110803 |
182.50 |
182.75 |
181.50 |
182.05 |
-1.15 |
40 |
1,788 |
+28 |
Mar12 |
110803 |
178.30 |
178.30 |
178.30 |
178.30 |
-0.15 |
7 |
316 |
+1 |
May12 |
110803 |
176.30 |
176.30 |
176.30 |
176.30 |
-0.25 |
1 |
283 |
+0 |
Jul12 |
110803 |
175.80 |
175.80 |
175.80 |
175.80 |
-0.25 |
0 |
130 |
+0 |
Total Volume and Open Interest |
1,974 |
36,681 |
+369 |
Sugar #11(ICE) |
Oct11 |
110803 |
28.41 |
28.56 |
27.22 |
27.69 |
-0.47 |
53,342 |
296,714 |
-5,098 |
Mar12 |
110803 |
27.51 |
27.61 |
26.33 |
26.74 |
-0.51 |
24,302 |
150,929 |
+1,519 |
May12 |
110803 |
26.30 |
26.40 |
25.29 |
25.69 |
-0.40 |
9,728 |
47,871 |
-961 |
Jul12 |
110803 |
25.40 |
25.50 |
24.51 |
24.94 |
-0.30 |
5,338 |
66,234 |
+61 |
Oct12 |
110803 |
24.75 |
24.75 |
23.92 |
24.35 |
-0.17 |
1,578 |
30,293 |
+153 |
Total Volume and Open Interest |
95,297 |
632,150 |
-4,530 |
London Cocoa(LCE) |
Sep11 |
110803 |
1853 |
1859 |
1835 |
1836 |
-18 |
2,873 |
72,490 |
+298 |
Dec11 |
110803 |
1881 |
1888 |
1861 |
1864 |
-20 |
2,272 |
50,677 |
+94 |
Mar12 |
110803 |
1896 |
1904 |
1880 |
1882 |
-17 |
1,060 |
39,391 |
+35 |
May12 |
110803 |
1907 |
1910 |
1893 |
1893 |
-19 |
266 |
14,116 |
-16 |
Jul12 |
110803 |
1913 |
1917 |
1899 |
1901 |
-16 |
80 |
6,236 |
+4 |
Sep12 |
110803 |
1925 |
1928 |
1910 |
1910 |
-15 |
117 |
4,725 |
-10 |
Dec12 |
110803 |
1940 |
1942 |
1924 |
1924 |
-16 |
118 |
7,726 |
+111 |
Total Volume and Open Interest |
6,798 |
196,234 |
+516 |
London Sugar(LCE) |
Oct11 |
110803 |
748.80 |
753.20 |
723.80 |
724.60 |
-27.70 |
1,516 |
25,795 |
-347 |
Dec11 |
110803 |
709.80 |
713.20 |
688.80 |
689.00 |
-25.30 |
689 |
7,487 |
+15 |
Mar12 |
110803 |
697.30 |
698.60 |
676.80 |
676.80 |
-24.40 |
355 |
9,851 |
+162 |
May12 |
110803 |
676.30 |
676.30 |
659.10 |
659.60 |
-19.60 |
19 |
3,323 |
-7 |
Aug12 |
110803 |
651.00 |
651.00 |
641.50 |
642.30 |
-19.40 |
64 |
1,944 |
+28 |
Total Volume and Open Interest |
2,647 |
49,969 |
-148 |
Cotton(ICE) |
Oct11 |
110803 |
106.52 |
106.53 |
103.53 |
104.42 |
-2.75 |
121 |
522 |
-23 |
Dec11 |
110803 |
105.95 |
106.74 |
103.91 |
104.16 |
-2.69 |
12,117 |
99,616 |
-813 |
Mar12 |
110803 |
103.56 |
103.56 |
101.41 |
101.82 |
-2.74 |
2,155 |
26,112 |
+297 |
May12 |
110803 |
101.08 |
101.10 |
99.75 |
99.89 |
-2.85 |
607 |
5,692 |
-37 |
Jul12 |
110803 |
99.42 |
99.64 |
98.76 |
98.91 |
-2.16 |
649 |
7,434 |
+180 |
Oct12 |
110803 |
97.00 |
97.00 |
97.00 |
97.00 |
-2.16 |
0 |
3 |
+0 |
Total Volume and Open Interest |
15,698 |
143,264 |
-385 |
Lumber(CME) |
Sep11 |
110803 |
226.5 |
232.0 |
222.3 |
222.6 |
-5.9 |
816 |
5,644 |
+122 |
Nov11 |
110803 |
240.0 |
243.8 |
234.0 |
238.0 |
-4.0 |
333 |
3,832 |
+32 |
Jan12 |
110803 |
260.0 |
264.7 |
256.5 |
261.5 |
-5.9 |
55 |
879 |
-23 |
Mar12 |
110803 |
274.7 |
274.7 |
270.0 |
270.5 |
-9.0 |
12 |
130 |
+1 |
Total Volume and Open Interest |
1,217 |
10,487 |
+133 |
Crude Oil(NYM) |
Sep11 |
110803 |
93.15 |
93.75 |
91.22 |
91.93 |
-1.86 |
398,857 |
364,537 |
+2,443 |
Oct11 |
110803 |
93.66 |
94.13 |
91.63 |
92.33 |
-1.87 |
83,863 |
114,443 |
+8,971 |
Nov11 |
110803 |
93.98 |
94.55 |
92.09 |
92.78 |
-1.86 |
38,871 |
91,132 |
+2,794 |
Dec11 |
110803 |
94.42 |
94.97 |
92.52 |
93.24 |
-1.84 |
61,494 |
202,706 |
-4,281 |
Jan12 |
110803 |
95.11 |
95.36 |
92.98 |
93.67 |
-1.84 |
13,109 |
53,058 |
+314 |
Feb12 |
110803 |
95.50 |
95.50 |
93.50 |
94.11 |
-1.85 |
7,250 |
24,567 |
-378 |
Mar12 |
110803 |
95.84 |
96.20 |
93.93 |
94.56 |
-1.85 |
5,512 |
36,846 |
+604 |
Apr12 |
110803 |
96.30 |
96.63 |
94.55 |
95.00 |
-1.85 |
2,684 |
23,039 |
+322 |
May12 |
110803 |
96.41 |
97.01 |
94.99 |
95.43 |
-1.84 |
2,983 |
18,715 |
+115 |
Jun12 |
110803 |
97.10 |
97.36 |
95.11 |
95.84 |
-1.83 |
14,422 |
83,625 |
+797 |
Jul12 |
110803 |
96.68 |
96.69 |
95.62 |
96.22 |
-1.82 |
1,537 |
30,517 |
+64 |
Aug12 |
110803 |
97.78 |
97.78 |
96.51 |
96.51 |
-1.81 |
1,940 |
16,882 |
-346 |
Sep12 |
110803 |
96.77 |
96.77 |
96.77 |
96.77 |
-1.80 |
1,304 |
17,406 |
+54 |
Oct12 |
110803 |
96.96 |
97.01 |
96.96 |
97.01 |
-1.80 |
850 |
12,605 |
+172 |
Nov12 |
110803 |
97.25 |
97.25 |
97.25 |
97.25 |
-1.82 |
300 |
20,728 |
-31 |
Dec12 |
110803 |
98.82 |
99.00 |
96.80 |
97.50 |
-1.85 |
29,715 |
145,548 |
-3,621 |
Total Volume and Open Interest |
689,962 |
1,536,140 |
+14,546 |
e-miNY Crude Oil(NYM) |
Aug11 |
110719 |
96.125 |
98.650 |
95.925 |
97.500 |
+1.575 |
5,608 |
3,447 |
-104 |
Sep11 |
110803 |
93.150 |
93.750 |
91.250 |
91.925 |
-1.875 |
12,789 |
4,012 |
+441 |
Oct11 |
110803 |
93.650 |
94.100 |
91.650 |
92.325 |
-1.875 |
527 |
634 |
+32 |
Nov11 |
110803 |
94.125 |
94.250 |
92.550 |
92.775 |
-1.875 |
116 |
210 |
+15 |
Dec11 |
110803 |
94.425 |
94.800 |
92.650 |
93.250 |
-1.825 |
398 |
496 |
+232 |
Jan12 |
110803 |
93.675 |
93.675 |
93.675 |
93.675 |
-1.825 |
5 |
14 |
+2 |
Feb12 |
110803 |
94.100 |
94.100 |
94.100 |
94.100 |
-1.850 |
0 |
3 |
+0 |
Mar12 |
110803 |
94.550 |
94.550 |
94.550 |
94.550 |
-1.850 |
0 |
10 |
+0 |
Apr12 |
110803 |
95.000 |
95.000 |
95.000 |
95.000 |
-1.850 |
0 |
1 |
+0 |
May12 |
110803 |
95.425 |
95.425 |
95.425 |
95.425 |
-1.850 |
0 |
1 |
+0 |
Total Volume and Open Interest |
13,835 |
5,567 |
+722 |
Heating Oil(NYM) |
Sep11 |
110803 |
307.52 |
308.93 |
301.25 |
301.89 |
-7.27 |
68,105 |
107,556 |
+753 |
Oct11 |
110803 |
308.66 |
309.70 |
302.59 |
303.18 |
-7.33 |
17,402 |
38,379 |
+372 |
Nov11 |
110803 |
310.27 |
310.50 |
304.35 |
304.62 |
-7.42 |
7,678 |
30,735 |
-250 |
Dec11 |
110803 |
312.12 |
312.78 |
305.39 |
306.01 |
-7.49 |
10,806 |
38,836 |
+253 |
Jan12 |
110803 |
313.76 |
313.76 |
306.97 |
307.35 |
-7.54 |
3,916 |
23,384 |
-103 |
Feb12 |
110803 |
312.96 |
312.96 |
307.48 |
307.48 |
-7.53 |
1,147 |
10,575 |
+94 |
Mar12 |
110803 |
310.42 |
310.42 |
306.58 |
306.58 |
-7.49 |
559 |
7,674 |
+64 |
Apr12 |
110803 |
309.67 |
309.67 |
304.51 |
304.51 |
-7.45 |
419 |
3,682 |
-118 |
May12 |
110803 |
303.72 |
303.72 |
302.64 |
302.64 |
-7.36 |
540 |
4,252 |
+274 |
Jun12 |
110803 |
307.81 |
307.81 |
301.43 |
301.76 |
-7.34 |
2,113 |
23,788 |
+564 |
Jul12 |
110803 |
303.00 |
303.00 |
302.41 |
302.41 |
-7.34 |
89 |
1,834 |
-21 |
Aug12 |
110803 |
303.44 |
303.56 |
303.44 |
303.56 |
-7.36 |
210 |
959 |
+59 |
Total Volume and Open Interest |
113,405 |
303,182 |
+2,094 |
Gasoline(NYMEX) |
Sep11 |
110803 |
301.21 |
302.00 |
292.20 |
293.13 |
-10.60 |
60,756 |
92,945 |
-2,560 |
Oct11 |
110803 |
287.29 |
288.50 |
279.61 |
280.51 |
-9.80 |
22,087 |
40,155 |
+1,810 |
Nov11 |
110803 |
283.60 |
284.47 |
277.27 |
277.79 |
-9.17 |
9,371 |
22,183 |
+132 |
Dec11 |
110803 |
283.05 |
284.00 |
275.80 |
276.54 |
-8.90 |
9,266 |
34,579 |
+947 |
Jan12 |
110803 |
284.29 |
284.29 |
276.66 |
276.93 |
-8.75 |
2,123 |
13,071 |
+236 |
Feb12 |
110803 |
283.82 |
284.25 |
277.72 |
278.26 |
-8.66 |
1,158 |
5,942 |
+59 |
Mar12 |
110803 |
283.50 |
283.50 |
280.13 |
280.13 |
-8.57 |
1,333 |
8,889 |
+258 |
Apr12 |
110803 |
291.53 |
291.65 |
291.39 |
291.53 |
-8.27 |
298 |
5,667 |
-105 |
May12 |
110803 |
291.71 |
291.71 |
291.71 |
291.71 |
-8.13 |
165 |
2,196 |
+5 |
Jun12 |
110803 |
292.30 |
293.30 |
290.80 |
291.18 |
-8.02 |
636 |
7,528 |
+373 |
Total Volume and Open Interest |
107,304 |
245,965 |
+1,210 |
e-miNY RBOB Gasoline(NYM) |
Sep11 |
110803 |
293.10 |
293.13 |
293.10 |
293.10 |
-10.60 |
0 |
1 |
+0 |
Oct11 |
110803 |
280.50 |
280.51 |
280.50 |
280.50 |
-9.80 |
0 |
1 |
+0 |
Nov11 |
110803 |
277.80 |
277.80 |
277.79 |
277.80 |
-9.20 |
|
|
|
Dec11 |
110803 |
276.50 |
276.54 |
276.50 |
276.50 |
-8.90 |
|
|
|
Total Volume and Open Interest |
0 |
4 |
+0 |
Natural Gas(NYM) |
Sep11 |
110803 |
4.153 |
4.180 |
4.066 |
4.090 |
-0.065 |
76,741 |
238,073 |
-397 |
Oct11 |
110803 |
4.161 |
4.182 |
4.072 |
4.102 |
-0.054 |
34,132 |
145,649 |
+802 |
Nov11 |
110803 |
4.266 |
4.291 |
4.195 |
4.222 |
-0.049 |
27,321 |
114,885 |
-542 |
Dec11 |
110803 |
4.478 |
4.488 |
4.401 |
4.425 |
-0.053 |
16,278 |
50,188 |
+1,699 |
Jan12 |
110803 |
4.566 |
4.599 |
4.505 |
4.524 |
-0.052 |
13,603 |
117,431 |
-173 |
Feb12 |
110803 |
4.578 |
4.586 |
4.508 |
4.528 |
-0.050 |
4,149 |
30,612 |
+881 |
Mar12 |
110803 |
4.549 |
4.555 |
4.479 |
4.499 |
-0.049 |
3,970 |
48,097 |
+237 |
Apr12 |
110803 |
4.489 |
4.498 |
4.425 |
4.443 |
-0.046 |
4,696 |
51,976 |
-85 |
May12 |
110803 |
4.513 |
4.517 |
4.450 |
4.465 |
-0.045 |
265 |
11,103 |
+46 |
Jun12 |
110803 |
4.535 |
4.554 |
4.488 |
4.500 |
-0.044 |
336 |
12,140 |
-35 |
Jul12 |
110803 |
4.593 |
4.597 |
4.536 |
4.542 |
-0.044 |
273 |
8,922 |
+65 |
Aug12 |
110803 |
4.623 |
4.623 |
4.565 |
4.570 |
-0.045 |
297 |
9,786 |
-154 |
Sep12 |
110803 |
4.634 |
4.634 |
4.570 |
4.578 |
-0.046 |
303 |
7,587 |
+20 |
Oct12 |
110803 |
4.670 |
4.670 |
4.600 |
4.615 |
-0.047 |
981 |
35,697 |
+154 |
Nov12 |
110803 |
4.780 |
4.783 |
4.768 |
4.775 |
-0.045 |
125 |
5,315 |
+19 |
Dec12 |
110803 |
5.050 |
5.065 |
5.001 |
5.015 |
-0.040 |
77 |
11,381 |
+19 |
Total Volume and Open Interest |
184,610 |
968,314 |
+2,990 |
Brent Crude Oil(ICE) |
Sep11 |
110803 |
116.19 |
116.29 |
112.84 |
113.23 |
-3.23 |
247,669 |
185,188 |
+1,024 |
Oct11 |
110803 |
115.92 |
115.98 |
112.66 |
113.07 |
-3.11 |
100,976 |
147,757 |
+1,047 |
Nov11 |
110803 |
115.87 |
115.87 |
112.70 |
113.06 |
-3.05 |
44,071 |
62,062 |
+1,801 |
Dec11 |
110803 |
115.79 |
115.79 |
112.65 |
113.04 |
-2.99 |
56,517 |
96,817 |
-13 |
Jan12 |
110803 |
115.70 |
115.70 |
112.84 |
113.03 |
-2.95 |
8,515 |
23,012 |
+661 |
Feb12 |
110803 |
115.63 |
115.63 |
112.79 |
112.98 |
-2.93 |
5,137 |
18,351 |
+660 |
Mar12 |
110803 |
115.06 |
115.49 |
112.73 |
112.92 |
-2.91 |
5,036 |
34,591 |
+239 |
Apr12 |
110803 |
115.00 |
115.40 |
112.74 |
112.86 |
-2.89 |
1,743 |
14,319 |
-28 |
May12 |
110803 |
114.92 |
114.99 |
112.79 |
112.79 |
-2.87 |
1,498 |
8,795 |
+201 |
Jun12 |
110803 |
114.92 |
115.22 |
112.50 |
112.70 |
-2.86 |
7,022 |
42,559 |
+285 |
Jul12 |
110803 |
112.62 |
112.62 |
112.62 |
112.62 |
-2.84 |
864 |
9,050 |
+183 |
Aug12 |
110803 |
112.51 |
112.51 |
112.51 |
112.51 |
-2.81 |
851 |
5,895 |
-261 |
Sep12 |
110803 |
112.36 |
112.36 |
112.36 |
112.36 |
-2.78 |
686 |
7,803 |
-78 |
Oct12 |
110803 |
112.19 |
112.19 |
112.19 |
112.19 |
-2.76 |
509 |
3,677 |
+118 |
Total Volume and Open Interest |
506,694 |
812,367 |
+7,570 |
Gas Oil(ICE) |
Aug11 |
110803 |
963.75 |
968.50 |
946.00 |
954.25 |
-13.25 |
64,327 |
72,059 |
-8,128 |
Sep11 |
110803 |
965.50 |
970.00 |
946.75 |
955.25 |
-13.75 |
145,247 |
150,179 |
+5,004 |
Oct11 |
110803 |
967.00 |
970.75 |
947.50 |
955.75 |
-14.50 |
37,035 |
72,503 |
+2,506 |
Nov11 |
110803 |
966.75 |
971.00 |
948.75 |
955.75 |
-15.25 |
13,366 |
38,085 |
-655 |
Dec11 |
110803 |
968.50 |
971.00 |
948.00 |
956.25 |
-15.75 |
41,249 |
64,288 |
+3,264 |
Jan12 |
110803 |
965.75 |
970.75 |
949.75 |
957.75 |
-15.50 |
12,672 |
41,194 |
+3,648 |
Feb12 |
110803 |
971.25 |
971.25 |
954.25 |
958.25 |
-15.75 |
2,778 |
12,944 |
+654 |
Mar12 |
110803 |
971.25 |
971.25 |
950.50 |
958.00 |
-16.00 |
1,686 |
14,275 |
-321 |
Apr12 |
110803 |
970.50 |
971.50 |
956.00 |
957.00 |
-16.25 |
1,048 |
9,207 |
+235 |
May12 |
110803 |
969.75 |
970.75 |
951.50 |
956.25 |
-16.00 |
1,001 |
7,987 |
-212 |
Total Volume and Open Interest |
327,754 |
583,986 |
+5,738 |
Ethanol(CBOT) |
Aug11 |
110803 |
2.836 |
2.836 |
2.800 |
2.800 |
-0.042 |
102 |
196 |
-79 |
Sep11 |
110803 |
2.741 |
2.744 |
2.714 |
2.722 |
-0.043 |
282 |
1,654 |
-21 |
Oct11 |
110803 |
2.640 |
2.649 |
2.620 |
2.626 |
-0.034 |
206 |
1,330 |
-56 |
Nov11 |
110803 |
2.580 |
2.595 |
2.570 |
2.590 |
-0.016 |
58 |
1,173 |
+4 |
Dec11 |
110803 |
2.563 |
2.582 |
2.555 |
2.575 |
-0.011 |
46 |
1,583 |
-19 |
Jan12 |
110803 |
2.565 |
2.565 |
2.550 |
2.555 |
-0.011 |
138 |
833 |
+116 |
Feb12 |
110803 |
2.563 |
2.564 |
2.550 |
2.555 |
-0.009 |
118 |
513 |
+24 |
Mar12 |
110803 |
2.564 |
2.564 |
2.564 |
2.564 |
-0.006 |
17 |
405 |
+1 |
Total Volume and Open Interest |
1,073 |
9,616 |
-3 |
WTI Crude Oil(ICE |
Sep11 |
110803 |
93.36 |
93.77 |
91.22 |
91.93 |
-1.86 |
86,883 |
79,213 |
+795 |
Oct11 |
110803 |
93.67 |
94.12 |
91.64 |
92.33 |
-1.87 |
27,531 |
38,762 |
+1,077 |
Nov11 |
110803 |
94.00 |
94.49 |
92.26 |
92.78 |
-1.86 |
14,535 |
25,429 |
+1,337 |
Dec11 |
110803 |
94.75 |
94.98 |
92.57 |
93.24 |
-1.84 |
23,093 |
91,931 |
-374 |
Jan12 |
110803 |
94.76 |
95.31 |
93.33 |
93.67 |
-1.84 |
5,184 |
19,569 |
+525 |
Feb12 |
110803 |
95.30 |
95.63 |
93.44 |
94.11 |
-1.85 |
2,797 |
6,124 |
+252 |
Mar12 |
110803 |
95.74 |
95.89 |
93.88 |
94.56 |
-1.85 |
2,267 |
16,288 |
+28 |
Apr12 |
110803 |
96.18 |
96.28 |
94.68 |
95.00 |
-1.85 |
681 |
4,754 |
-50 |
May12 |
110803 |
96.71 |
96.71 |
95.10 |
95.43 |
-1.84 |
709 |
3,264 |
+118 |
Jun12 |
110803 |
97.02 |
97.37 |
95.17 |
95.84 |
-1.83 |
3,096 |
30,019 |
-347 |
Jul12 |
110803 |
97.45 |
97.45 |
96.22 |
96.22 |
-1.82 |
181 |
4,791 |
-2 |
Aug12 |
110803 |
96.51 |
96.51 |
96.51 |
96.51 |
-1.81 |
98 |
1,353 |
+16 |
Sep12 |
110803 |
96.77 |
96.77 |
96.77 |
96.77 |
-1.80 |
22 |
5,079 |
+5 |
Oct12 |
110803 |
97.01 |
97.01 |
97.01 |
97.01 |
-1.80 |
0 |
1,176 |
+0 |
Nov12 |
110803 |
97.25 |
97.25 |
97.25 |
97.25 |
-1.82 |
0 |
2,549 |
+0 |
Dec12 |
110803 |
98.92 |
99.04 |
96.81 |
97.50 |
-1.85 |
6,147 |
46,577 |
-277 |
Total Volume and Open Interest |
176,311 |
452,182 |
+4,239 |
US Dollar Index(ICE) |
Sep11 |
110803 |
74.720 |
74.855 |
74.085 |
74.200 |
-0.465 |
31,787 |
59,790 |
-2,552 |
Dec11 |
110803 |
75.175 |
75.275 |
74.500 |
74.620 |
-0.470 |
36 |
700 |
-3 |
Mar12 |
110803 |
75.080 |
75.080 |
75.080 |
75.080 |
-0.470 |
0 |
1 |
+0 |
Total Volume and Open Interest |
31,823 |
60,491 |
-2,555 |
Australian Dollar(CME) |
Sep11 |
110803 |
107.19 |
107.24 |
106.16 |
106.74 |
-0.74 |
126,267 |
131,861 |
+1,216 |
Dec11 |
110803 |
106.00 |
106.31 |
105.22 |
105.61 |
-0.70 |
229 |
608 |
+37 |
Mar12 |
110803 |
103.55 |
105.15 |
103.55 |
104.56 |
-0.59 |
0 |
2 |
+0 |
Total Volume and Open Interest |
126,496 |
132,478 |
+1,253 |
British Pound(CME) |
Sep11 |
110803 |
162.79 |
164.25 |
162.45 |
164.13 |
+1.24 |
117,693 |
98,616 |
-809 |
Dec11 |
110803 |
162.65 |
163.97 |
162.65 |
163.97 |
+1.23 |
44 |
256 |
+0 |
Mar12 |
110803 |
163.82 |
163.82 |
162.59 |
163.82 |
+1.23 |
0 |
2 |
+0 |
Total Volume and Open Interest |
117,737 |
98,880 |
-809 |
Canadian Dollar(CME) |
Sep11 |
110803 |
103.95 |
104.42 |
103.56 |
103.77 |
-0.41 |
85,869 |
126,632 |
+328 |
Dec11 |
110803 |
103.65 |
104.20 |
103.40 |
103.57 |
-0.41 |
148 |
4,101 |
-10 |
Mar12 |
110803 |
103.70 |
103.90 |
103.35 |
103.36 |
-0.40 |
0 |
637 |
+0 |
Jun12 |
110803 |
103.15 |
103.54 |
103.14 |
103.15 |
-0.39 |
0 |
292 |
+0 |
Total Volume and Open Interest |
86,017 |
131,805 |
+318 |
Japanese Yen(CME) |
Sep11 |
110803 |
129.40 |
130.31 |
129.26 |
130.11 |
+0.51 |
190,551 |
143,030 |
-2,215 |
Dec11 |
110803 |
129.49 |
130.39 |
129.47 |
130.25 |
+0.51 |
393 |
1,032 |
+50 |
Mar12 |
110803 |
130.00 |
130.68 |
129.93 |
130.44 |
+0.51 |
2 |
45 |
-1 |
Total Volume and Open Interest |
190,946 |
144,127 |
-2,166 |
Swiss Franc(CME) |
Sep11 |
110803 |
130.87 |
131.19 |
128.50 |
130.26 |
-0.05 |
67,484 |
53,343 |
-1,585 |
Dec11 |
110803 |
131.05 |
131.34 |
128.85 |
130.48 |
+0.02 |
535 |
704 |
+313 |
Mar12 |
110803 |
130.72 |
130.72 |
130.66 |
130.72 |
+0.06 |
0 |
5 |
+0 |
Total Volume and Open Interest |
68,019 |
54,055 |
-1,272 |
EuroFX(CME) |
Sep11 |
110803 |
141.79 |
143.32 |
141.31 |
142.98 |
+1.18 |
389,581 |
184,276 |
+3,613 |
Dec11 |
110803 |
141.39 |
143.00 |
141.17 |
142.69 |
+1.18 |
1,215 |
1,877 |
+507 |
Mar12 |
110803 |
142.28 |
142.53 |
141.20 |
142.38 |
+1.18 |
10 |
371 |
+8 |
Total Volume and Open Interest |
390,806 |
187,360 |
+4,128 |
Mexican Peso(CME) |
Aug11 |
110803 |
845.8 |
848.5 |
845.8 |
845.8 |
-2.8 |
|
|
|
Sep11 |
110803 |
840.2 |
845.0 |
837.8 |
841.5 |
-2.8 |
34,208 |
132,753 |
-1,045 |
Total Volume and Open Interest |
34,208 |
133,088 |
-1,045 |
Brazilian Real(CME) |
Sep11 |
110803 |
634.00 |
640.10 |
634.00 |
638.50 |
+2.75 |
201 |
8,153 |
+160 |
Oct11 |
110803 |
634.65 |
634.65 |
631.90 |
634.65 |
+2.75 |
|
|
|
Nov11 |
110803 |
630.85 |
630.85 |
628.10 |
630.85 |
+2.75 |
|
|
|
Dec11 |
110803 |
627.00 |
627.00 |
624.25 |
627.00 |
+2.75 |
0 |
138 |
+0 |
Total Volume and Open Interest |
206 |
20,712 |
+165 |
30-Year T-Bonds(CBOT) |
Sep11 |
110803 |
130~280 |
132~080 |
130~150 |
131~090 |
+0~150 |
391,728 |
649,053 |
-11,102 |
Dec11 |
110803 |
129~170 |
130~250 |
129~110 |
129~290 |
+0~130 |
1,158 |
3,943 |
+416 |
Mar12 |
110803 |
128~050 |
128~230 |
128~020 |
128~150 |
+0~130 |
0 |
9 |
+0 |
Total Volume and Open Interest |
392,886 |
653,005 |
-10,686 |
10-Year T-Notes(CBOT) |
Sep11 |
110803 |
127~025 |
127~115 |
126~240 |
127~015 |
+0~030 |
1,356,231 |
1,839,763 |
-3,638 |
Dec11 |
110803 |
125~270 |
126~055 |
125~190 |
125~270 |
+0~035 |
2,270 |
17,400 |
+71 |
Mar12 |
110803 |
124~270 |
124~270 |
124~235 |
124~270 |
+0~035 |
|
|
|
Total Volume and Open Interest |
1,358,501 |
1,857,163 |
-3,567 |
5-Year T-Notes(CBOT) |
Sep11 |
110803 |
122~010 |
122~032 |
121~112 |
121~126 |
-0~009 |
747,985 |
1,427,296 |
-21,104 |
Dec11 |
110803 |
121~000 |
121~000 |
120~102 |
120~109 |
-0~011 |
353 |
478 |
+171 |
Mar12 |
110803 |
120~005 |
120~016 |
120~005 |
120~005 |
-0~011 |
|
|
|
Total Volume and Open Interest |
748,338 |
1,427,774 |
-20,933 |
2 Year T-Notes(CBOT) |
Sep11 |
110803 |
110~005 |
110~009 |
109~127 |
110~003 |
-0~002 |
250,151 |
1,020,711 |
+1,723 |
Dec11 |
110803 |
109~117 |
109~121 |
109~113 |
109~115 |
-0~002 |
54 |
1,912 |
+52 |
Mar12 |
110803 |
109~053 |
109~055 |
109~053 |
109~053 |
-0~002 |
|
|
|
Total Volume and Open Interest |
250,205 |
1,022,623 |
+1,775 |
Eurodollars(CME) |
Sep11 |
110803 |
99.585 |
99.620 |
99.565 |
99.610 |
+0.020 |
250,559 |
1,195,309 |
+1,966 |
Dec11 |
110803 |
99.475 |
99.510 |
99.460 |
99.495 |
+0.010 |
270,480 |
1,141,882 |
+3,662 |
Mar12 |
110803 |
99.455 |
99.480 |
99.440 |
99.470 |
+0.010 |
266,729 |
1,339,883 |
-8,210 |
Jun12 |
110803 |
99.445 |
99.455 |
99.420 |
99.450 |
+0.005 |
239,151 |
1,395,199 |
+26,603 |
Sep12 |
110803 |
99.415 |
99.420 |
99.385 |
99.415 |
+0.005 |
316,069 |
1,039,263 |
-27,339 |
Dec12 |
110803 |
99.340 |
99.345 |
99.295 |
99.330 |
unch |
213,345 |
763,000 |
-4,824 |
Mar13 |
110803 |
99.240 |
99.250 |
99.190 |
99.235 |
unch |
163,519 |
749,845 |
+5,092 |
Jun13 |
110803 |
99.115 |
99.130 |
99.060 |
99.110 |
+0.005 |
183,944 |
555,366 |
+22,306 |
Sep13 |
110803 |
98.945 |
98.970 |
98.890 |
98.950 |
+0.010 |
151,594 |
512,604 |
+6,557 |
Dec13 |
110803 |
98.740 |
98.765 |
98.680 |
98.740 |
+0.010 |
126,317 |
358,905 |
+3,497 |
Mar14 |
110803 |
98.525 |
98.545 |
98.465 |
98.525 |
+0.015 |
74,989 |
269,144 |
+3,566 |
Jun14 |
110803 |
98.290 |
98.315 |
98.235 |
98.290 |
+0.015 |
65,396 |
215,027 |
+4,748 |
Sep14 |
110803 |
98.050 |
98.080 |
97.995 |
98.050 |
+0.015 |
43,184 |
127,727 |
+7,602 |
Dec14 |
110803 |
97.790 |
97.835 |
97.740 |
97.795 |
+0.015 |
30,224 |
130,191 |
+2,870 |
Mar15 |
110803 |
97.560 |
97.600 |
97.505 |
97.555 |
+0.015 |
24,687 |
105,922 |
+267 |
Jun15 |
110803 |
5.575 |
5.620 |
5.520 |
5.570 |
+0.015 |
25,124 |
82,179 |
-1,396 |
Sep15 |
110803 |
5.350 |
5.400 |
5.290 |
5.345 |
+0.020 |
11,144 |
59,945 |
-512 |
Dec15 |
110803 |
5.130 |
5.185 |
5.070 |
5.125 |
+0.025 |
15,784 |
54,312 |
-1,018 |
Total Volume and Open Interest |
|
|
|
30 Day Federal Funds(CBOT) |
Aug11 |
110803 |
99.885 |
99.900 |
99.878 |
99.897 |
+0.010 |
29,057 |
97,834 |
-239 |
Sep11 |
110803 |
99.890 |
99.905 |
99.880 |
99.895 |
+0.010 |
17,809 |
68,257 |
+2,889 |
Oct11 |
110803 |
99.880 |
99.900 |
99.870 |
99.885 |
+0.010 |
12,565 |
52,535 |
-165 |
Nov11 |
110803 |
99.870 |
99.890 |
99.865 |
99.875 |
+0.010 |
6,293 |
50,825 |
+455 |
Dec11 |
110803 |
99.865 |
99.880 |
99.860 |
99.865 |
+0.005 |
6,271 |
66,190 |
+547 |
Jan12 |
110803 |
99.850 |
99.860 |
99.845 |
99.850 |
+0.005 |
3,362 |
52,686 |
+677 |
Total Volume and Open Interest |
127,267 |
860,909 |
-57,005 |
30 Day Fed Funds(e-CBOT) |
3-Mth Euro-Yen(CME) |
Sep11 |
110803 |
99.665 |
99.665 |
99.665 |
99.665 |
unch |
0 |
51 |
+0 |
Dec11 |
110803 |
99.665 |
99.665 |
99.665 |
99.665 |
unch |
0 |
75 |
+0 |
Mar12 |
110803 |
99.662 |
99.662 |
99.662 |
99.662 |
unch |
|
|
|
Jun12 |
110803 |
99.660 |
99.660 |
99.660 |
99.660 |
unch |
|
|
|
Sep12 |
110803 |
99.590 |
99.590 |
99.590 |
99.590 |
unch |
|
|
|
Dec12 |
110803 |
99.650 |
99.650 |
99.650 |
99.650 |
unch |
|
|
|
Mar13 |
110803 |
99.650 |
99.650 |
99.650 |
99.650 |
unch |
|
|
|
Jun13 |
110803 |
99.605 |
99.605 |
99.605 |
99.605 |
unch |
|
|
|
Sep13 |
110803 |
99.465 |
99.465 |
99.465 |
99.465 |
unch |
|
|
|
Dec13 |
110803 |
99.325 |
99.325 |
99.325 |
99.325 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
126 |
+0 |
3-Mth Euro-Yen(SGX) |
Sep11 |
110803 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
1,176 |
+0 |
Dec11 |
110803 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
1,478 |
+0 |
Mar12 |
110803 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
0 |
1,823 |
+0 |
Jun12 |
110803 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
0 |
1,374 |
+0 |
Sep12 |
110803 |
99.59 |
99.59 |
99.59 |
99.59 |
unch |
0 |
411 |
+0 |
Dec12 |
110803 |
99.66 |
99.66 |
99.65 |
99.65 |
unch |
0 |
26 |
+0 |
Mar13 |
110803 |
99.65 |
99.65 |
99.65 |
99.65 |
unch |
0 |
1 |
+0 |
Jun13 |
110803 |
99.61 |
99.61 |
99.61 |
99.61 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
6,289 |
+0 |
Japanese Gov't Bonds(SGX) |
Sep11 |
110803 |
142.16 |
142.33 |
142.08 |
142.17 |
+0.06 |
3,263 |
24,191 |
+390 |
Dec11 |
110803 |
141.80 |
141.80 |
141.76 |
141.76 |
+0.06 |
0 |
2 |
+0 |
Mar12 |
110803 |
139.67 |
139.67 |
139.67 |
139.67 |
+0.06 |
|
|
|
Total Volume and Open Interest |
3,263 |
24,193 |
+390 |
Euro-Bund(EUREX) |
Sep11 |
110803 |
132.18 |
132.63 |
131.43 |
131.81 |
-0.01 |
894,446 |
989,593 |
-20,113 |
Dec11 |
110803 |
131.25 |
131.25 |
130.06 |
130.42 |
-0.04 |
181 |
1,314 |
+137 |
Mar12 |
110803 |
130.79 |
130.79 |
130.79 |
130.79 |
-0.01 |
|
|
|
Total Volume and Open Interest |
894,627 |
990,907 |
-19,976 |
Euro-Bobl(EUREX) |
Sep11 |
110803 |
120.60 |
120.78 |
120.01 |
120.25 |
-0.13 |
498,436 |
742,830 |
-770 |
Dec11 |
110803 |
119.15 |
119.38 |
119.15 |
119.29 |
-0.18 |
0 |
696 |
+0 |
Mar12 |
110803 |
119.28 |
119.28 |
119.28 |
119.28 |
-0.13 |
|
|
|
Total Volume and Open Interest |
498,436 |
743,526 |
-770 |
3-Mth Euribor(EUREX) |
Sep11 |
110803 |
98.410 |
98.410 |
98.410 |
98.410 |
+0.010 |
276 |
2,153 |
-254 |
Dec11 |
110803 |
98.425 |
98.425 |
98.425 |
98.425 |
+0.025 |
354 |
1,551 |
+153 |
Mar12 |
110803 |
98.430 |
98.430 |
98.430 |
98.430 |
+0.035 |
3 |
2,474 |
+0 |
Total Volume and Open Interest |
642 |
9,949 |
-98 |
Long Gilt(LIFFE) |
Sep11 |
110803 |
126~22 |
126~22 |
126~07 |
126~09 |
+0~07 |
106,471 |
356,479 |
-219 |
Dec11 |
110803 |
124~31 |
124~31 |
124~31 |
124~31 |
+0~07 |
1 |
1 |
+1 |
Total Volume and Open Interest |
106,472 |
356,480 |
-218 |
3-Mth Short Sterling(LIFFE) |
Sep11 |
110803 |
99.11 |
99.13 |
99.10 |
99.12 |
unch |
18,811 |
422,523 |
-3,583 |
Dec11 |
110803 |
99.08 |
99.09 |
99.07 |
99.09 |
unch |
29,533 |
518,589 |
+4,160 |
Mar12 |
110803 |
99.07 |
99.08 |
99.05 |
99.07 |
unch |
37,482 |
457,702 |
-4,608 |
Jun12 |
110803 |
99.04 |
99.05 |
99.02 |
99.03 |
+0.01 |
52,816 |
315,382 |
+5,139 |
Sep12 |
110803 |
98.98 |
99.00 |
98.96 |
98.97 |
+0.01 |
45,324 |
303,956 |
-7,677 |
Dec12 |
110803 |
98.90 |
98.91 |
98.85 |
98.87 |
unch |
37,731 |
294,392 |
+8,860 |
Total Volume and Open Interest |
290,538 |
2,761,409 |
+8,409 |
3-Mth Euribor(LIFFE) |
Sep11 |
110803 |
98.410 |
98.425 |
98.390 |
98.410 |
+0.010 |
84,306 |
715,579 |
+4,809 |
Dec11 |
110803 |
98.415 |
98.460 |
98.395 |
98.425 |
+0.025 |
111,712 |
602,281 |
-2,245 |
Mar12 |
110803 |
98.415 |
98.470 |
98.390 |
98.430 |
+0.035 |
108,147 |
507,646 |
-9,879 |
Total Volume and Open Interest |
743,042 |
3,626,753 |
-7,311 |
3-Mth Aus T-Bills(SFE) |
Sep11 |
110803 |
95.16 |
95.39 |
95.15 |
95.26 |
+0.11 |
63,248 |
225,063 |
-7,058 |
Dec11 |
110803 |
95.28 |
95.64 |
95.28 |
95.52 |
+0.25 |
74,327 |
239,834 |
-8,807 |
Mar12 |
110803 |
95.40 |
95.78 |
95.38 |
95.66 |
+0.28 |
37,351 |
154,197 |
-6,736 |
Jun12 |
110803 |
95.46 |
95.81 |
95.45 |
95.69 |
+0.26 |
12,138 |
83,853 |
+888 |
Sep12 |
110803 |
95.47 |
95.79 |
95.46 |
95.68 |
+0.25 |
6,827 |
57,170 |
+2,637 |
Dec12 |
110803 |
95.51 |
95.76 |
95.43 |
95.64 |
+0.23 |
4,405 |
35,000 |
+1,213 |
Mar13 |
110803 |
95.48 |
95.74 |
95.42 |
95.61 |
+0.24 |
2,355 |
34,837 |
+872 |
Jun13 |
110803 |
95.38 |
95.69 |
95.38 |
95.56 |
+0.24 |
1,769 |
13,771 |
+442 |
Sep13 |
110803 |
95.49 |
95.67 |
95.49 |
95.50 |
+0.21 |
131 |
2,935 |
+22 |
Dec13 |
110803 |
95.60 |
95.60 |
95.42 |
95.42 |
+0.19 |
4 |
1,620 |
+4 |
Total Volume and Open Interest |
202,555 |
848,423 |
+0 |
10-Year Aus T-Bonds(SFE) |
Sep11 |
110803 |
95.28 |
95.44 |
95.27 |
95.37 |
+0.10 |
72,254 |
409,593 |
-4,992 |
Dec11 |
110803 |
95.37 |
95.37 |
95.37 |
95.37 |
+0.10 |
|
|
|
Total Volume and Open Interest |
72,254 |
409,593 |
+0 |
3-Year Aus T-Bonds(SFE) |
Sep11 |
110803 |
95.79 |
96.09 |
95.78 |
95.98 |
+0.21 |
225,991 |
783,272 |
+4,193 |
Dec11 |
110803 |
95.98 |
95.98 |
95.98 |
95.98 |
+0.21 |
|
|
|
Total Volume and Open Interest |
225,991 |
783,272 |
+0 |
Gold(CMX) |
Aug11 |
110803 |
1659.9 |
1672.3 |
1651.6 |
1663.4 |
+21.5 |
2,889 |
6,319 |
-1,667 |
Oct11 |
110803 |
1662.0 |
1675.3 |
1653.1 |
1664.9 |
+21.8 |
9,470 |
26,114 |
+757 |
Dec11 |
110803 |
1662.5 |
1675.9 |
1654.4 |
1666.3 |
+21.8 |
156,244 |
379,272 |
+5,592 |
Feb12 |
110803 |
1663.7 |
1675.8 |
1656.9 |
1667.9 |
+22.0 |
588 |
12,225 |
+58 |
Apr12 |
110803 |
1663.7 |
1676.9 |
1658.0 |
1669.5 |
+22.0 |
319 |
6,282 |
+41 |
Jun12 |
110803 |
1666.5 |
1679.7 |
1660.5 |
1671.3 |
+22.1 |
27 |
14,817 |
+10 |
Aug12 |
110803 |
1678.0 |
1680.5 |
1673.2 |
1673.2 |
+22.1 |
15 |
5,525 |
-4 |
Oct12 |
110803 |
1675.3 |
1675.3 |
1675.3 |
1675.3 |
+22.1 |
18 |
4,157 |
-1 |
Dec12 |
110803 |
1666.5 |
1685.9 |
1666.5 |
1677.8 |
+22.2 |
112 |
12,053 |
+63 |
Feb13 |
110803 |
1675.2 |
1685.0 |
1675.2 |
1679.8 |
+22.1 |
11 |
1,558 |
+5 |
Apr13 |
110803 |
1682.3 |
1682.3 |
1682.3 |
1682.3 |
+22.1 |
0 |
226 |
+0 |
Jun13 |
110803 |
1683.9 |
1686.5 |
1683.9 |
1685.2 |
+22.2 |
95 |
11,435 |
+27 |
Total Volume and Open Interest |
172,079 |
523,649 |
+4,799 |
Silver(CMX) |
Sep11 |
110803 |
4087.0 |
4206.0 |
4057.5 |
4175.8 |
+166.6 |
44,352 |
59,281 |
+593 |
Dec11 |
110803 |
4082.5 |
4207.5 |
4062.5 |
4178.7 |
+166.9 |
2,125 |
32,340 |
+751 |
Mar12 |
110803 |
4079.5 |
4197.0 |
4079.5 |
4179.6 |
+167.5 |
291 |
5,611 |
+46 |
May12 |
110803 |
4172.0 |
4177.6 |
4172.0 |
4177.6 |
+167.4 |
17 |
1,707 |
+14 |
Jul12 |
110803 |
4159.0 |
4192.0 |
4159.0 |
4176.9 |
+168.1 |
52 |
1,866 |
+0 |
Sep12 |
110803 |
4066.5 |
4174.3 |
4062.0 |
4174.3 |
+168.1 |
3 |
275 |
+0 |
Dec12 |
110803 |
4109.5 |
4176.0 |
4072.0 |
4168.2 |
+168.0 |
222 |
8,340 |
+98 |
Total Volume and Open Interest |
47,246 |
121,061 |
+1,544 |
Platinum(NYMEX) |
Oct11 |
110803 |
1798.5 |
1803.0 |
1778.2 |
1785.0 |
-8.5 |
5,103 |
34,087 |
+454 |
Jan12 |
110803 |
1799.4 |
1799.4 |
1782.3 |
1788.3 |
-8.5 |
55 |
1,353 |
+40 |
Apr12 |
110803 |
1805.0 |
1805.0 |
1790.7 |
1791.1 |
-8.6 |
2 |
126 |
+2 |
Jul12 |
110803 |
1800.0 |
1800.0 |
1794.4 |
1794.4 |
-8.6 |
0 |
11 |
+0 |
Total Volume and Open Interest |
5,161 |
35,581 |
+496 |
Palladium(NYMEX) |
Sep11 |
110803 |
826.65 |
829.85 |
793.40 |
795.10 |
-31.80 |
5,927 |
23,018 |
-203 |
Dec11 |
110803 |
829.95 |
829.95 |
796.00 |
796.60 |
-31.75 |
296 |
1,988 |
+205 |
Mar12 |
110803 |
159.34 |
159.34 |
142.34 |
142.34 |
-31.50 |
15 |
67 |
+14 |
Total Volume and Open Interest |
6,238 |
25,073 |
+16 |
Copper(CMX) |
Sep11 |
110803 |
437.55 |
440.35 |
432.05 |
432.60 |
-6.90 |
49,385 |
86,454 |
-795 |
Dec11 |
110803 |
440.00 |
442.40 |
434.35 |
434.95 |
-6.80 |
9,324 |
44,482 |
+721 |
Mar12 |
110803 |
441.80 |
441.80 |
436.25 |
436.35 |
-6.70 |
1,726 |
15,673 |
-9 |
May12 |
110803 |
436.80 |
436.80 |
436.80 |
436.80 |
-6.50 |
352 |
2,530 |
+119 |
Jul12 |
110803 |
436.55 |
436.55 |
436.55 |
436.55 |
-6.50 |
356 |
1,026 |
+121 |
Total Volume and Open Interest |
62,593 |
157,839 |
+364 |
DJIA Index(CBOT) |
Sep11 |
110803 |
11808 |
11882 |
11655 |
11818 |
+14 |
959 |
17,635 |
-65 |
Dec11 |
110803 |
11690 |
11747 |
11690 |
11747 |
+13 |
0 |
88 |
+0 |
Mar12 |
110803 |
11678 |
11678 |
11665 |
11678 |
+13 |
|
|
|
Jun12 |
110803 |
11608 |
11608 |
11595 |
11608 |
+13 |
|
|
|
Total Volume and Open Interest |
959 |
17,723 |
-65 |
Mini DJIA Index(CBOT) |
Sep11 |
110803 |
11809 |
11884 |
11648 |
11818 |
+14 |
159,305 |
108,406 |
-6,649 |
Dec11 |
110803 |
11735 |
11785 |
11587 |
11747 |
+13 |
260 |
437 |
+32 |
Mar12 |
110803 |
11600 |
11678 |
11600 |
11678 |
+13 |
0 |
11 |
+0 |
Jun12 |
110803 |
11608 |
11608 |
11608 |
11608 |
+13 |
|
|
|
Total Volume and Open Interest |
159,565 |
108,854 |
-6,617 |
S & P 500(CME) |
Sep11 |
110803 |
1248.10 |
1258.00 |
1230.50 |
1254.50 |
+7.20 |
22,749 |
279,616 |
-2,572 |
Dec11 |
110803 |
1247.50 |
1251.70 |
1226.30 |
1248.90 |
+7.20 |
4 |
11,107 |
-8 |
Mar12 |
110803 |
1243.40 |
1246.20 |
1221.20 |
1243.40 |
+7.20 |
3 |
10 |
-1 |
Jun12 |
110803 |
1227.00 |
1241.20 |
1216.20 |
1238.40 |
+7.20 |
0 |
5 |
+0 |
Total Volume and Open Interest |
22,756 |
290,738 |
-2,581 |
S & P 500 E-Mini(Globex) |
Sep11 |
110803 |
1248.25 |
1258.00 |
1230.25 |
1254.50 |
+7.25 |
3,020,191 |
2,717,702 |
+28,647 |
Dec11 |
110803 |
1243.00 |
1252.00 |
1225.00 |
1249.00 |
+7.25 |
1,247 |
24,392 |
-42 |
Total Volume and Open Interest |
3,021,445 |
2,742,308 |
+28,600 |
NASDAQ 100(CME) |
Sep11 |
110803 |
2283.00 |
2315.00 |
2252.00 |
2302.50 |
+14.20 |
944 |
18,519 |
+106 |
Dec11 |
110803 |
2297.00 |
2306.00 |
2250.00 |
2297.00 |
+14.00 |
8 |
10 |
+0 |
Mar12 |
110803 |
2293.80 |
2297.80 |
2293.80 |
2293.80 |
+14.00 |
|
|
|
Total Volume and Open Interest |
952 |
18,529 |
+106 |
NASDAQ 100 E-Mini(Globex) |
Sep11 |
110803 |
2290.00 |
2314.50 |
2253.00 |
2302.50 |
+14.20 |
356,651 |
349,073 |
-18,583 |
Dec11 |
110803 |
2280.00 |
2308.50 |
2248.80 |
2297.00 |
+14.00 |
337 |
5,058 |
-14 |
Total Volume and Open Interest |
356,989 |
354,139 |
-18,597 |
S & P Midcap 400(CME) |
Sep11 |
110803 |
894.00 |
909.40 |
894.00 |
908.30 |
+1.40 |
272 |
2,905 |
+163 |
Dec11 |
110803 |
906.10 |
907.20 |
906.10 |
906.10 |
+1.40 |
|
|
|
Mar12 |
110803 |
904.40 |
905.50 |
904.40 |
904.40 |
+1.40 |
|
|
|
Total Volume and Open Interest |
272 |
2,905 |
+163 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Sep11 |
110803 |
9685 |
9695 |
9525 |
9665 |
-5 |
13,651 |
36,754 |
+192 |
Dec11 |
110803 |
9620 |
9640 |
9605 |
9635 |
-5 |
4 |
5 |
+3 |
Total Volume and Open Interest |
13,655 |
36,759 |
+195 |
Nikkei 225(SGX) |
Sep11 |
110803 |
9815 |
9825 |
9600 |
9630 |
-220 |
104,779 |
190,647 |
+3,443 |
Dec11 |
110803 |
9745 |
9765 |
9550 |
9570 |
-225 |
26 |
8,306 |
+5 |
Mar12 |
110803 |
9565 |
9565 |
9565 |
9565 |
-225 |
0 |
10 |
+0 |
Total Volume and Open Interest |
105,535 |
211,821 |
+3,492 |
CAC 40(EURONEXT) |
Aug11 |
110803 |
3483.0 |
3521.0 |
3432.0 |
3456.5 |
-73.5 |
196,926 |
346,787 |
+23,166 |
Sep11 |
110803 |
3479.0 |
3518.0 |
3431.5 |
3453.5 |
-73.5 |
1,114 |
38,286 |
-114 |
Oct11 |
110803 |
3453.0 |
3453.0 |
3453.0 |
3453.0 |
-73.5 |
1 |
5 |
+1 |
Total Volume and Open Interest |
198,041 |
385,110 |
+23,053 |
Hang Seng Index(HKFE) |
Aug11 |
110803 |
21929 |
21984 |
21820 |
21939 |
-459 |
62,151 |
90,092 |
+1,385 |
Sep11 |
110803 |
21870 |
21892 |
21731 |
21850 |
-459 |
1,101 |
5,360 |
+232 |
Total Volume and Open Interest |
63,480 |
99,489 |
+1,652 |
DAX(EUREX) |
Sep11 |
110803 |
6712.0 |
6797.5 |
6551.5 |
6645.0 |
-177.5 |
216,405 |
154,830 |
+624 |
Dec11 |
110803 |
6735.5 |
6820.0 |
6584.0 |
6670.5 |
-178.0 |
615 |
8,833 |
+15 |
Mar12 |
110803 |
6768.0 |
6810.0 |
6692.5 |
6698.5 |
-179.5 |
34 |
397 |
+0 |
Total Volume and Open Interest |
217,054 |
164,060 |
+639 |
FT-SE 100(EURONEXT) |
Sep11 |
110803 |
5620.00 |
5657.00 |
5528.50 |
5569.50 |
-125.50 |
150,182 |
621,301 |
-6,312 |
Dec11 |
110803 |
5600.00 |
5624.50 |
5538.50 |
5544.50 |
-125.00 |
18 |
820 |
-2 |
Mar12 |
110803 |
5508.00 |
5508.00 |
5508.00 |
5508.00 |
-125.50 |
0 |
163 |
+0 |
Total Volume and Open Interest |
150,210 |
622,400 |
-6,304 |
SPI 200(SFE) |
Sep11 |
110803 |
4390.0 |
4393.0 |
4284.0 |
4286.0 |
-109.0 |
36,999 |
211,061 |
-603 |
Dec11 |
110803 |
4406.0 |
4406.0 |
4301.0 |
4303.0 |
-108.0 |
242 |
5,069 |
+107 |
Mar12 |
110803 |
4285.0 |
4285.0 |
4285.0 |
4285.0 |
-114.0 |
270 |
1,598 |
-234 |
Total Volume and Open Interest |
37,796 |
220,622 |
+0 |
GSCI(CME) |
Aug11 |
110803 |
24.14 |
24.14 |
14.39 |
15.64 |
-13.00 |
330 |
9,181 |
-77 |
Sep11 |
110803 |
17.04 |
29.94 |
16.39 |
17.04 |
-12.85 |
1 |
2 |
+1 |
Oct11 |
110803 |
18.14 |
30.69 |
17.39 |
18.14 |
-12.50 |
|
|
|
Total Volume and Open Interest |
331 |
9,183 |
-76 |
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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