|
MRCI's End of Day Prices |
Daily Futures Price Listing Fri August 05, 2011 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Aug11 |
110805 |
1333.25 |
1340.00 |
1316.00 |
1331.50 |
-7.75 |
2,388 |
3,555 |
-957 |
Sep11 |
110805 |
1330.00 |
1336.50 |
1313.50 |
1328.00 |
-8.25 |
13,034 |
42,587 |
-1,528 |
Nov11 |
110805 |
1338.00 |
1345.00 |
1321.00 |
1336.00 |
-9.25 |
66,366 |
298,669 |
-4,619 |
Jan12 |
110805 |
1350.50 |
1355.25 |
1332.25 |
1347.25 |
-9.00 |
5,298 |
53,720 |
+850 |
Mar12 |
110805 |
1358.00 |
1361.50 |
1339.00 |
1354.00 |
-9.50 |
1,852 |
28,750 |
+291 |
May12 |
110805 |
1360.00 |
1363.25 |
1342.00 |
1355.50 |
-10.25 |
2,207 |
34,427 |
+18 |
Jul12 |
110805 |
1359.25 |
1369.25 |
1344.00 |
1358.00 |
-11.25 |
2,089 |
19,690 |
+262 |
Total Volume and Open Interest |
94,163 |
506,932 |
-5,450 |
Soybean Meal(CBOT) |
Aug11 |
110805 |
347.20 |
350.00 |
343.50 |
345.20 |
-2.40 |
5,879 |
4,011 |
-1,100 |
Sep11 |
110805 |
348.90 |
351.80 |
345.10 |
346.90 |
-2.50 |
15,646 |
37,276 |
+487 |
Oct11 |
110805 |
350.90 |
353.70 |
335.80 |
348.60 |
-2.90 |
3,923 |
16,744 |
-334 |
Dec11 |
110805 |
354.50 |
358.00 |
350.50 |
352.50 |
-3.20 |
28,896 |
84,893 |
-1,017 |
Jan12 |
110805 |
356.20 |
359.80 |
352.80 |
354.60 |
-3.10 |
654 |
7,372 |
-4 |
Mar12 |
110805 |
360.00 |
362.50 |
357.10 |
357.40 |
-3.10 |
827 |
6,113 |
-11 |
May12 |
110805 |
359.00 |
362.60 |
357.70 |
358.00 |
-3.30 |
1,277 |
9,185 |
+302 |
Jul12 |
110805 |
362.90 |
362.90 |
358.60 |
358.60 |
-3.50 |
796 |
2,948 |
+329 |
Total Volume and Open Interest |
58,039 |
172,796 |
-1,289 |
Soybean Oil(CBOT) |
Aug11 |
110805 |
55.14 |
55.14 |
54.00 |
54.90 |
-0.28 |
1,770 |
1,529 |
-463 |
Sep11 |
110805 |
55.03 |
55.37 |
54.08 |
55.00 |
-0.29 |
15,884 |
47,959 |
+73 |
Oct11 |
110805 |
55.25 |
55.55 |
54.25 |
55.17 |
-0.31 |
3,528 |
22,362 |
+141 |
Dec11 |
110805 |
55.62 |
55.94 |
54.63 |
55.55 |
-0.32 |
42,421 |
152,080 |
-3,730 |
Jan12 |
110805 |
55.99 |
56.16 |
54.94 |
55.83 |
-0.32 |
3,137 |
24,882 |
-14 |
Mar12 |
110805 |
56.25 |
56.42 |
55.25 |
56.08 |
-0.31 |
1,465 |
14,300 |
-165 |
May12 |
110805 |
55.90 |
56.57 |
55.45 |
56.25 |
-0.29 |
1,174 |
9,292 |
+104 |
Jul12 |
110805 |
56.25 |
56.70 |
55.53 |
56.42 |
-0.24 |
1,117 |
4,866 |
+93 |
Total Volume and Open Interest |
70,611 |
280,424 |
-3,940 |
Canola(WCE) |
Nov11 |
110805 |
559.5 |
564.0 |
553.5 |
555.5 |
-4.0 |
9,307 |
118,906 |
-1,338 |
Jan12 |
110805 |
565.5 |
568.0 |
561.9 |
564.0 |
-3.9 |
4,823 |
23,003 |
+588 |
Mar12 |
110805 |
569.5 |
571.7 |
565.7 |
568.3 |
-4.1 |
399 |
5,679 |
-61 |
May12 |
110805 |
574.5 |
574.9 |
569.2 |
571.8 |
-4.6 |
183 |
5,825 |
+2 |
Jul12 |
110805 |
571.9 |
577.2 |
571.9 |
574.6 |
-5.2 |
32 |
3,626 |
+25 |
Total Volume and Open Interest |
14,756 |
158,788 |
-772 |
Corn(CBOT) |
Sep11 |
110805 |
688.00 |
699.75 |
679.00 |
693.00 |
-0.75 |
88,522 |
294,072 |
-7,345 |
Dec11 |
110805 |
696.00 |
709.25 |
687.00 |
703.00 |
+1.50 |
182,281 |
586,219 |
+8,238 |
Mar12 |
110805 |
709.75 |
722.00 |
700.00 |
716.00 |
+1.75 |
20,619 |
137,301 |
+1,760 |
May12 |
110805 |
714.75 |
725.50 |
706.00 |
721.00 |
+2.25 |
4,381 |
32,098 |
+599 |
Jul12 |
110805 |
716.25 |
730.25 |
709.25 |
724.00 |
+1.75 |
7,621 |
71,426 |
-504 |
Sep12 |
110805 |
670.00 |
683.50 |
666.00 |
677.50 |
-1.00 |
1,096 |
11,869 |
+38 |
Total Volume and Open Interest |
309,529 |
1,238,352 |
+3,721 |
Wheat(CBOT) |
Sep11 |
110805 |
680.25 |
682.75 |
665.25 |
679.00 |
-2.75 |
47,148 |
128,618 |
-3,245 |
Dec11 |
110805 |
725.25 |
726.50 |
708.75 |
723.00 |
-2.50 |
32,192 |
164,174 |
+365 |
Mar12 |
110805 |
752.00 |
761.50 |
742.00 |
760.25 |
+2.75 |
4,802 |
54,033 |
+1,038 |
May12 |
110805 |
766.00 |
778.00 |
758.50 |
776.50 |
+4.00 |
1,441 |
11,104 |
+73 |
Jul12 |
110805 |
780.00 |
786.75 |
767.00 |
784.75 |
+2.00 |
3,277 |
47,398 |
+719 |
Total Volume and Open Interest |
90,515 |
431,040 |
-564 |
Wheat(KCBT) |
Sep11 |
110805 |
770.00 |
781.50 |
759.75 |
780.25 |
+9.25 |
11,237 |
65,792 |
-1,376 |
Dec11 |
110805 |
794.50 |
804.25 |
784.50 |
803.50 |
+7.50 |
8,802 |
62,109 |
+1,647 |
Mar12 |
110805 |
811.75 |
818.00 |
799.50 |
818.00 |
+7.50 |
1,809 |
20,530 |
+386 |
May12 |
110805 |
813.00 |
824.75 |
805.50 |
824.75 |
+10.25 |
385 |
3,333 |
+57 |
Jul12 |
110805 |
813.00 |
823.00 |
804.75 |
821.75 |
+8.25 |
877 |
16,433 |
+88 |
Total Volume and Open Interest |
23,201 |
171,381 |
+833 |
Wheat(MGE) |
Sep11 |
110805 |
822.75 |
829.75 |
810.50 |
827.50 |
+4.25 |
2,307 |
15,774 |
-1,482 |
Dec11 |
110805 |
827.50 |
836.75 |
817.75 |
834.75 |
+3.25 |
2,014 |
20,226 |
+349 |
Mar12 |
110805 |
831.50 |
847.75 |
830.00 |
846.00 |
+3.50 |
599 |
6,334 |
-138 |
May12 |
110805 |
837.75 |
853.75 |
837.75 |
852.25 |
+2.75 |
334 |
3,209 |
-34 |
Jul12 |
110805 |
845.00 |
859.75 |
842.50 |
857.50 |
+2.75 |
481 |
4,746 |
+8 |
Total Volume and Open Interest |
6,131 |
54,221 |
-1,301 |
Oats(CBOT) |
Sep11 |
110805 |
332.00 |
337.50 |
326.50 |
335.25 |
+3.75 |
137 |
2,016 |
-3 |
Dec11 |
110805 |
344.25 |
348.25 |
338.00 |
346.25 |
+3.25 |
803 |
9,301 |
+59 |
Mar12 |
110805 |
351.00 |
359.00 |
350.25 |
357.25 |
+3.25 |
6 |
847 |
+3 |
May12 |
110805 |
364.25 |
364.25 |
361.00 |
364.25 |
+3.25 |
0 |
27 |
+0 |
Total Volume and Open Interest |
946 |
12,220 |
+59 |
Rough Rice(CBOT) |
Sep11 |
110805 |
16.24 |
16.34 |
15.89 |
16.30 |
+0.05 |
664 |
8,307 |
-240 |
Nov11 |
110805 |
16.56 |
16.64 |
16.19 |
16.61 |
+0.04 |
622 |
7,889 |
+118 |
Jan12 |
110805 |
16.64 |
16.90 |
16.56 |
16.90 |
+0.03 |
91 |
732 |
+60 |
Mar12 |
110805 |
16.91 |
17.17 |
16.85 |
17.17 |
+0.01 |
141 |
795 |
-26 |
Total Volume and Open Interest |
1,655 |
17,875 |
+6 |
Live Cattle(CME) |
Aug11 |
110805 |
112.635 |
114.150 |
112.135 |
114.135 |
+1.485 |
12,408 |
30,245 |
-2,318 |
Oct11 |
110805 |
117.400 |
118.850 |
116.900 |
118.600 |
+0.920 |
18,132 |
132,258 |
+1,231 |
Dec11 |
110805 |
119.750 |
121.200 |
119.450 |
120.700 |
+0.600 |
8,454 |
89,473 |
-241 |
Feb12 |
110805 |
122.500 |
123.900 |
122.050 |
123.800 |
+0.750 |
4,630 |
32,343 |
+840 |
Apr12 |
110805 |
124.300 |
125.830 |
123.950 |
125.800 |
+0.900 |
1,400 |
17,717 |
+252 |
Jun12 |
110805 |
121.700 |
123.200 |
121.385 |
123.200 |
+0.800 |
998 |
7,875 |
+201 |
Total Volume and Open Interest |
46,078 |
311,155 |
-7 |
Feeder Cattle(CME) |
Aug11 |
110805 |
132.785 |
134.100 |
131.880 |
133.700 |
+0.550 |
2,371 |
8,463 |
-859 |
Sep11 |
110805 |
133.600 |
135.380 |
132.850 |
134.985 |
+0.885 |
2,409 |
10,224 |
-258 |
Oct11 |
110805 |
135.035 |
136.500 |
134.130 |
136.300 |
+0.765 |
4,070 |
10,174 |
-466 |
Nov11 |
110805 |
135.800 |
137.485 |
135.250 |
137.285 |
+0.835 |
916 |
4,301 |
-49 |
Jan12 |
110805 |
136.500 |
138.300 |
136.000 |
138.200 |
+0.875 |
466 |
2,452 |
+77 |
Mar12 |
110805 |
136.800 |
138.075 |
136.380 |
137.800 |
+0.200 |
156 |
753 |
+26 |
Apr12 |
110805 |
137.150 |
138.700 |
136.985 |
138.700 |
+0.800 |
29 |
171 |
-16 |
Total Volume and Open Interest |
10,420 |
36,683 |
-1,544 |
Lean Hogs(CME) |
Aug11 |
110805 |
105.035 |
106.000 |
104.750 |
104.930 |
-0.620 |
6,149 |
14,866 |
-1,017 |
Oct11 |
110805 |
91.980 |
92.650 |
91.350 |
91.850 |
-0.900 |
20,064 |
98,359 |
+244 |
Dec11 |
110805 |
88.700 |
89.285 |
88.080 |
88.750 |
-0.550 |
7,771 |
71,492 |
+54 |
Feb12 |
110805 |
90.500 |
91.500 |
90.430 |
91.250 |
-0.150 |
2,419 |
34,842 |
+670 |
Apr12 |
110805 |
92.100 |
93.100 |
91.900 |
93.035 |
+0.205 |
1,605 |
21,995 |
+495 |
May12 |
110805 |
95.580 |
96.700 |
95.580 |
96.700 |
unch |
23 |
956 |
+7 |
Jun12 |
110805 |
97.700 |
98.200 |
97.150 |
98.150 |
-0.080 |
774 |
11,562 |
+122 |
Jul12 |
110805 |
96.350 |
96.635 |
96.050 |
96.500 |
-0.300 |
146 |
3,609 |
+64 |
Total Volume and Open Interest |
39,006 |
260,698 |
+679 |
Class III Milk(CME) |
Aug11 |
110805 |
21.41 |
21.54 |
21.30 |
21.50 |
+0.05 |
213 |
6,359 |
-18 |
Sep11 |
110805 |
20.07 |
20.45 |
20.00 |
20.35 |
+0.19 |
497 |
6,230 |
-70 |
Oct11 |
110805 |
19.20 |
19.28 |
19.00 |
19.25 |
-0.02 |
327 |
5,099 |
+50 |
Nov11 |
110805 |
18.40 |
18.48 |
18.25 |
18.45 |
-0.02 |
242 |
4,106 |
+22 |
Dec11 |
110805 |
17.50 |
17.60 |
17.40 |
17.57 |
-0.03 |
36 |
3,628 |
+19 |
Total Volume and Open Interest |
1,768 |
38,991 |
+227 |
Cocoa(ICE) |
Sep11 |
110805 |
2895 |
3005 |
2875 |
2936 |
+31 |
17,957 |
44,673 |
-6,075 |
Dec11 |
110805 |
2937 |
3040 |
2908 |
2975 |
+34 |
12,685 |
57,454 |
+3,703 |
Mar12 |
110805 |
2965 |
3089 |
2961 |
3028 |
+33 |
2,341 |
39,431 |
+374 |
May12 |
110805 |
2972 |
3075 |
2972 |
3038 |
+40 |
409 |
12,778 |
+242 |
Jul12 |
110805 |
2985 |
3052 |
2985 |
3051 |
+40 |
315 |
5,287 |
-35 |
Sep12 |
110805 |
2995 |
3100 |
2995 |
3064 |
+45 |
487 |
9,540 |
+84 |
Dec12 |
110805 |
3003 |
3072 |
3003 |
3071 |
+43 |
186 |
4,281 |
+105 |
Total Volume and Open Interest |
34,408 |
176,824 |
-1,594 |
Coffee "C"(ICE) |
Sep11 |
110805 |
235.35 |
247.70 |
233.50 |
238.00 |
+2.15 |
12,271 |
43,000 |
-666 |
Dec11 |
110805 |
238.60 |
251.20 |
237.35 |
241.90 |
+2.15 |
8,245 |
45,882 |
+714 |
Mar12 |
110805 |
242.35 |
253.00 |
240.55 |
244.75 |
+2.20 |
2,212 |
12,601 |
+568 |
May12 |
110805 |
245.65 |
253.75 |
242.15 |
246.25 |
+2.35 |
1,398 |
5,985 |
+761 |
Jul12 |
110805 |
250.00 |
252.90 |
244.75 |
246.35 |
+1.90 |
242 |
2,255 |
+151 |
Sep12 |
110805 |
246.75 |
254.50 |
242.10 |
245.55 |
+1.50 |
27 |
1,809 |
+3 |
Total Volume and Open Interest |
24,445 |
113,065 |
+1,535 |
Orange Juice(ICE) |
Sep11 |
110805 |
190.10 |
190.15 |
180.20 |
181.15 |
-8.95 |
1,372 |
23,904 |
-467 |
Nov11 |
110805 |
181.75 |
181.75 |
172.95 |
174.25 |
-7.50 |
479 |
10,332 |
+463 |
Jan12 |
110805 |
176.50 |
176.50 |
172.00 |
172.75 |
-4.00 |
124 |
1,873 |
+45 |
Mar12 |
110805 |
175.00 |
175.00 |
172.30 |
173.65 |
-1.60 |
157 |
462 |
+146 |
May12 |
110805 |
172.50 |
174.00 |
172.50 |
173.65 |
+0.45 |
0 |
283 |
+0 |
Jul12 |
110805 |
173.15 |
173.15 |
173.15 |
173.15 |
+0.45 |
0 |
132 |
+0 |
Total Volume and Open Interest |
2,132 |
36,997 |
+187 |
Sugar #11(ICE) |
Oct11 |
110805 |
27.78 |
27.97 |
27.28 |
27.54 |
-0.25 |
63,725 |
286,555 |
-3,864 |
Mar12 |
110805 |
27.00 |
27.00 |
26.29 |
26.54 |
-0.27 |
28,006 |
150,644 |
-489 |
May12 |
110805 |
25.59 |
25.66 |
25.09 |
25.39 |
-0.23 |
12,705 |
46,240 |
-253 |
Jul12 |
110805 |
24.60 |
24.82 |
24.24 |
24.60 |
-0.18 |
10,229 |
66,807 |
+1,263 |
Oct12 |
110805 |
24.16 |
24.29 |
23.65 |
24.09 |
-0.10 |
3,861 |
29,400 |
-476 |
Total Volume and Open Interest |
121,490 |
620,329 |
-3,658 |
London Cocoa(LCE) |
Sep11 |
110805 |
1825 |
1901 |
1822 |
1852 |
+19 |
5,495 |
70,926 |
-1,002 |
Dec11 |
110805 |
1853 |
1921 |
1853 |
1881 |
+17 |
4,142 |
51,386 |
+773 |
Mar12 |
110805 |
1880 |
1937 |
1873 |
1900 |
+17 |
1,661 |
40,327 |
+663 |
May12 |
110805 |
1891 |
1919 |
1885 |
1909 |
+13 |
379 |
14,020 |
-104 |
Jul12 |
110805 |
1900 |
1926 |
1895 |
1917 |
+13 |
721 |
6,590 |
+390 |
Sep12 |
110805 |
1905 |
1926 |
1905 |
1926 |
+13 |
466 |
4,842 |
+126 |
Dec12 |
110805 |
1924 |
1939 |
1921 |
1939 |
+13 |
200 |
8,019 |
+163 |
Total Volume and Open Interest |
13,095 |
197,016 |
+1,038 |
London Sugar(LCE) |
Oct11 |
110805 |
727.10 |
737.60 |
722.20 |
730.10 |
+10.30 |
4,584 |
24,275 |
-1,132 |
Dec11 |
110805 |
690.00 |
697.70 |
684.00 |
691.20 |
+9.40 |
818 |
7,652 |
+93 |
Mar12 |
110805 |
677.20 |
682.60 |
670.50 |
678.50 |
+9.40 |
475 |
9,806 |
+144 |
May12 |
110805 |
655.70 |
662.60 |
651.00 |
659.50 |
+7.70 |
83 |
3,330 |
+8 |
Aug12 |
110805 |
638.00 |
644.50 |
637.70 |
642.30 |
+5.80 |
134 |
1,969 |
+41 |
Total Volume and Open Interest |
6,129 |
48,628 |
-819 |
Cotton(ICE) |
Oct11 |
110805 |
103.10 |
104.90 |
101.02 |
101.48 |
-3.53 |
85 |
517 |
-9 |
Dec11 |
110805 |
103.92 |
105.41 |
101.12 |
101.58 |
-3.34 |
7,665 |
99,412 |
-1,121 |
Mar12 |
110805 |
101.23 |
102.10 |
98.66 |
99.12 |
-3.29 |
4,141 |
26,737 |
+490 |
May12 |
110805 |
99.00 |
100.48 |
97.67 |
98.79 |
-2.62 |
309 |
5,793 |
+1 |
Jul12 |
110805 |
99.04 |
99.78 |
97.20 |
98.35 |
-2.62 |
130 |
7,500 |
+55 |
Oct12 |
110805 |
96.79 |
96.81 |
96.79 |
96.79 |
-2.27 |
0 |
3 |
+0 |
Total Volume and Open Interest |
12,349 |
143,866 |
-581 |
Lumber(CME) |
Sep11 |
110805 |
224.0 |
224.0 |
218.8 |
223.9 |
-0.6 |
1,882 |
6,054 |
+221 |
Nov11 |
110805 |
233.2 |
234.4 |
228.0 |
228.0 |
-5.1 |
1,148 |
4,488 |
+632 |
Jan12 |
110805 |
253.7 |
260.0 |
252.0 |
260.0 |
unch |
182 |
837 |
-35 |
Mar12 |
110805 |
269.8 |
270.0 |
265.0 |
269.8 |
-0.2 |
37 |
145 |
+15 |
Total Volume and Open Interest |
3,249 |
11,526 |
+833 |
Crude Oil(NYM) |
Sep11 |
110805 |
86.50 |
88.32 |
82.87 |
86.88 |
+0.25 |
350,221 |
351,961 |
-849 |
Oct11 |
110805 |
86.60 |
88.71 |
83.35 |
87.30 |
+0.26 |
79,629 |
116,086 |
+3,564 |
Nov11 |
110805 |
87.26 |
89.00 |
83.79 |
87.80 |
+0.31 |
39,465 |
93,943 |
-1,708 |
Dec11 |
110805 |
87.84 |
89.60 |
84.29 |
88.29 |
+0.33 |
62,679 |
203,802 |
+1,522 |
Jan12 |
110805 |
88.35 |
89.79 |
85.83 |
88.78 |
+0.35 |
11,916 |
53,956 |
+692 |
Feb12 |
110805 |
88.86 |
89.90 |
85.48 |
89.26 |
+0.36 |
8,955 |
23,823 |
-1,128 |
Mar12 |
110805 |
88.98 |
90.52 |
85.98 |
89.75 |
+0.37 |
9,181 |
39,017 |
+2,026 |
Apr12 |
110805 |
89.04 |
90.89 |
86.43 |
90.24 |
+0.39 |
6,431 |
23,585 |
+434 |
May12 |
110805 |
87.85 |
91.29 |
87.35 |
90.72 |
+0.40 |
7,016 |
20,060 |
+1,033 |
Jun12 |
110805 |
90.59 |
92.04 |
87.82 |
91.17 |
+0.40 |
20,121 |
83,662 |
+265 |
Jul12 |
110805 |
91.10 |
91.80 |
88.25 |
91.62 |
+0.43 |
4,920 |
29,741 |
-565 |
Aug12 |
110805 |
91.39 |
91.98 |
88.20 |
91.98 |
+0.46 |
3,240 |
16,668 |
-279 |
Sep12 |
110805 |
90.88 |
92.40 |
90.88 |
92.32 |
+0.50 |
2,668 |
17,594 |
+229 |
Oct12 |
110805 |
92.63 |
92.63 |
92.63 |
92.63 |
+0.53 |
1,981 |
13,689 |
+951 |
Nov12 |
110805 |
92.95 |
92.95 |
92.95 |
92.95 |
+0.57 |
1,010 |
20,250 |
-344 |
Dec12 |
110805 |
92.55 |
94.23 |
89.63 |
93.27 |
+0.60 |
28,572 |
143,912 |
+603 |
Total Volume and Open Interest |
658,645 |
1,536,175 |
+7,197 |
e-miNY Crude Oil(NYM) |
Aug11 |
110719 |
96.125 |
98.650 |
95.925 |
97.500 |
+1.575 |
5,608 |
3,447 |
-104 |
Sep11 |
110805 |
86.475 |
88.250 |
82.800 |
86.875 |
+0.250 |
9,567 |
4,026 |
+96 |
Oct11 |
110805 |
86.900 |
88.600 |
83.500 |
87.300 |
+0.250 |
399 |
719 |
+80 |
Nov11 |
110805 |
87.525 |
88.625 |
84.450 |
87.800 |
+0.300 |
53 |
241 |
+9 |
Dec11 |
110805 |
87.500 |
89.275 |
84.650 |
88.300 |
+0.350 |
56 |
495 |
+1 |
Jan12 |
110805 |
86.050 |
88.775 |
85.100 |
88.775 |
+0.350 |
3 |
12 |
-2 |
Feb12 |
110805 |
89.250 |
89.250 |
89.250 |
89.250 |
+0.350 |
0 |
3 |
+0 |
Mar12 |
110805 |
87.050 |
89.750 |
85.750 |
89.750 |
+0.375 |
0 |
10 |
+0 |
Apr12 |
110805 |
90.250 |
90.250 |
90.250 |
90.250 |
+0.400 |
0 |
1 |
+0 |
May12 |
110805 |
90.150 |
90.775 |
89.825 |
90.725 |
+0.400 |
0 |
1 |
+0 |
Total Volume and Open Interest |
10,104 |
5,718 |
+206 |
Heating Oil(NYM) |
Sep11 |
110805 |
290.39 |
296.48 |
282.72 |
294.17 |
+4.78 |
58,247 |
98,058 |
-5,217 |
Oct11 |
110805 |
292.04 |
297.39 |
283.76 |
295.13 |
+4.65 |
17,560 |
41,472 |
+1,096 |
Nov11 |
110805 |
292.50 |
297.42 |
285.00 |
296.31 |
+4.62 |
8,587 |
31,093 |
-581 |
Dec11 |
110805 |
293.93 |
299.56 |
286.47 |
297.49 |
+4.56 |
11,284 |
39,842 |
+719 |
Jan12 |
110805 |
292.50 |
299.18 |
292.50 |
298.72 |
+4.56 |
3,779 |
24,382 |
+706 |
Feb12 |
110805 |
295.40 |
299.38 |
288.00 |
298.75 |
+4.51 |
821 |
10,824 |
+84 |
Mar12 |
110805 |
291.75 |
297.98 |
287.00 |
297.82 |
+4.46 |
412 |
7,434 |
+60 |
Apr12 |
110805 |
289.90 |
295.97 |
285.62 |
295.89 |
+4.48 |
215 |
3,757 |
-4 |
May12 |
110805 |
288.00 |
294.28 |
288.00 |
294.17 |
+4.56 |
110 |
4,029 |
-20 |
Jun12 |
110805 |
289.72 |
293.62 |
284.56 |
293.53 |
+4.70 |
837 |
23,859 |
-73 |
Jul12 |
110805 |
288.10 |
294.40 |
288.10 |
294.28 |
+4.80 |
49 |
1,877 |
+46 |
Aug12 |
110805 |
289.25 |
295.54 |
289.25 |
295.48 |
+4.85 |
11 |
961 |
+2 |
Total Volume and Open Interest |
102,073 |
299,188 |
-3,116 |
Gasoline(NYMEX) |
Sep11 |
110805 |
274.50 |
281.79 |
267.60 |
280.52 |
+6.80 |
64,167 |
86,721 |
-6,245 |
Oct11 |
110805 |
263.50 |
270.28 |
256.57 |
268.68 |
+5.80 |
32,951 |
43,435 |
+1,408 |
Nov11 |
110805 |
261.75 |
268.08 |
258.21 |
266.64 |
+5.44 |
12,427 |
22,343 |
+490 |
Dec11 |
110805 |
260.20 |
267.16 |
253.52 |
265.67 |
+5.18 |
10,605 |
36,967 |
+309 |
Jan12 |
110805 |
261.44 |
266.25 |
257.00 |
266.17 |
+5.17 |
1,795 |
13,338 |
-46 |
Feb12 |
110805 |
262.65 |
268.88 |
258.37 |
267.55 |
+5.16 |
625 |
5,964 |
+2 |
Mar12 |
110805 |
265.55 |
269.30 |
264.12 |
269.30 |
+5.03 |
359 |
8,782 |
-9 |
Apr12 |
110805 |
274.00 |
281.15 |
274.00 |
281.15 |
+5.13 |
426 |
5,462 |
-184 |
May12 |
110805 |
280.68 |
281.47 |
280.68 |
281.47 |
+5.15 |
3 |
2,196 |
+0 |
Jun12 |
110805 |
275.70 |
281.25 |
275.70 |
281.14 |
+5.17 |
662 |
7,285 |
-204 |
Total Volume and Open Interest |
124,338 |
247,175 |
-4,425 |
e-miNY RBOB Gasoline(NYM) |
Sep11 |
110805 |
280.50 |
280.52 |
280.50 |
280.50 |
+6.80 |
0 |
1 |
+0 |
Oct11 |
110805 |
268.70 |
268.70 |
268.68 |
268.70 |
+5.80 |
0 |
1 |
+0 |
Nov11 |
110805 |
266.60 |
266.64 |
266.60 |
266.60 |
+5.40 |
|
|
|
Dec11 |
110805 |
265.70 |
265.70 |
265.67 |
265.70 |
+5.20 |
|
|
|
Total Volume and Open Interest |
0 |
4 |
+0 |
Natural Gas(NYM) |
Sep11 |
110805 |
3.946 |
3.979 |
3.901 |
3.941 |
unch |
104,063 |
235,601 |
+730 |
Oct11 |
110805 |
3.965 |
3.995 |
3.911 |
3.962 |
+0.007 |
43,362 |
146,842 |
+3,251 |
Nov11 |
110805 |
4.100 |
4.140 |
4.054 |
4.113 |
+0.023 |
40,963 |
121,059 |
+6,217 |
Dec11 |
110805 |
4.297 |
4.344 |
4.255 |
4.330 |
+0.033 |
22,892 |
55,119 |
+2,950 |
Jan12 |
110805 |
4.390 |
4.450 |
4.361 |
4.432 |
+0.034 |
17,965 |
117,804 |
+660 |
Feb12 |
110805 |
4.397 |
4.458 |
4.365 |
4.435 |
+0.032 |
4,322 |
30,177 |
-282 |
Mar12 |
110805 |
4.367 |
4.426 |
4.340 |
4.409 |
+0.032 |
4,865 |
48,181 |
-27 |
Apr12 |
110805 |
4.347 |
4.383 |
4.301 |
4.369 |
+0.037 |
9,034 |
54,582 |
+1,784 |
May12 |
110805 |
4.340 |
4.409 |
4.340 |
4.394 |
+0.037 |
1,353 |
11,856 |
+430 |
Jun12 |
110805 |
4.393 |
4.435 |
4.373 |
4.429 |
+0.036 |
1,249 |
12,933 |
+491 |
Jul12 |
110805 |
4.441 |
4.477 |
4.434 |
4.471 |
+0.036 |
645 |
9,781 |
+51 |
Aug12 |
110805 |
4.468 |
4.503 |
4.462 |
4.498 |
+0.035 |
662 |
9,688 |
-59 |
Sep12 |
110805 |
4.476 |
4.517 |
4.468 |
4.505 |
+0.034 |
694 |
7,475 |
-86 |
Oct12 |
110805 |
4.495 |
4.552 |
4.495 |
4.539 |
+0.033 |
2,611 |
35,356 |
-392 |
Nov12 |
110805 |
4.670 |
4.722 |
4.670 |
4.704 |
+0.033 |
386 |
5,331 |
+25 |
Dec12 |
110805 |
4.891 |
4.950 |
4.891 |
4.949 |
+0.033 |
631 |
11,704 |
+333 |
Total Volume and Open Interest |
257,260 |
984,655 |
+16,651 |
Brent Crude Oil(ICE) |
Sep11 |
110805 |
107.25 |
110.26 |
104.30 |
109.37 |
+2.12 |
240,037 |
165,635 |
-21,705 |
Oct11 |
110805 |
107.41 |
110.20 |
104.26 |
109.34 |
+2.18 |
114,726 |
144,734 |
+678 |
Nov11 |
110805 |
107.30 |
110.25 |
104.34 |
109.41 |
+2.20 |
52,489 |
72,044 |
+3,409 |
Dec11 |
110805 |
107.50 |
110.30 |
104.46 |
109.45 |
+2.21 |
67,089 |
99,113 |
-3,025 |
Jan12 |
110805 |
107.00 |
110.32 |
104.99 |
109.47 |
+2.21 |
10,237 |
26,781 |
+1,789 |
Feb12 |
110805 |
106.98 |
110.31 |
105.02 |
109.46 |
+2.22 |
6,102 |
18,362 |
+415 |
Mar12 |
110805 |
106.97 |
110.23 |
104.43 |
109.42 |
+2.21 |
4,932 |
35,830 |
+1,564 |
Apr12 |
110805 |
105.69 |
110.20 |
104.41 |
109.39 |
+2.21 |
2,173 |
13,963 |
-115 |
May12 |
110805 |
105.67 |
110.16 |
105.33 |
109.37 |
+2.22 |
2,086 |
9,419 |
+528 |
Jun12 |
110805 |
107.19 |
110.10 |
104.70 |
109.31 |
+2.21 |
6,827 |
43,973 |
+732 |
Jul12 |
110805 |
109.27 |
109.27 |
109.27 |
109.27 |
+2.21 |
845 |
9,387 |
+172 |
Aug12 |
110805 |
109.18 |
109.18 |
109.18 |
109.18 |
+2.19 |
644 |
6,100 |
+198 |
Sep12 |
110805 |
109.05 |
109.05 |
109.05 |
109.05 |
+2.19 |
474 |
7,851 |
+97 |
Oct12 |
110805 |
108.90 |
108.90 |
108.90 |
108.90 |
+2.18 |
314 |
3,849 |
+133 |
Total Volume and Open Interest |
530,549 |
812,441 |
-14,042 |
Gas Oil(ICE) |
Aug11 |
110805 |
911.25 |
933.25 |
886.75 |
912.50 |
-21.50 |
63,907 |
51,332 |
-17,754 |
Sep11 |
110805 |
912.50 |
932.50 |
886.50 |
912.50 |
-21.75 |
137,203 |
152,182 |
-4,056 |
Oct11 |
110805 |
910.75 |
931.00 |
885.50 |
911.50 |
-22.00 |
52,999 |
76,380 |
+4,048 |
Nov11 |
110805 |
910.75 |
925.00 |
886.00 |
910.25 |
-22.75 |
28,700 |
39,581 |
+492 |
Dec11 |
110805 |
911.00 |
928.75 |
886.25 |
910.25 |
-23.00 |
43,086 |
61,656 |
-1,225 |
Jan12 |
110805 |
911.00 |
927.25 |
888.00 |
911.50 |
-23.00 |
15,049 |
42,268 |
+453 |
Feb12 |
110805 |
911.25 |
927.50 |
899.50 |
912.00 |
-23.00 |
3,476 |
13,589 |
+1,154 |
Mar12 |
110805 |
911.00 |
929.75 |
899.25 |
911.75 |
-23.00 |
3,054 |
14,431 |
+780 |
Apr12 |
110805 |
910.25 |
925.00 |
898.75 |
911.50 |
-22.25 |
1,467 |
9,097 |
+39 |
May12 |
110805 |
909.50 |
928.75 |
892.50 |
911.00 |
-22.25 |
1,157 |
8,102 |
+200 |
Total Volume and Open Interest |
359,947 |
569,125 |
-14,819 |
Ethanol(CBOT) |
Aug11 |
110803 |
2.836 |
2.836 |
2.800 |
2.800 |
-0.042 |
102 |
196 |
-79 |
Sep11 |
110805 |
2.620 |
2.748 |
2.620 |
2.735 |
+0.093 |
331 |
1,433 |
-106 |
Oct11 |
110805 |
2.560 |
2.654 |
2.559 |
2.644 |
+0.087 |
207 |
1,365 |
+77 |
Nov11 |
110805 |
2.530 |
2.599 |
2.527 |
2.591 |
+0.065 |
51 |
1,208 |
-4 |
Dec11 |
110805 |
2.507 |
2.592 |
2.507 |
2.585 |
+0.069 |
83 |
1,598 |
+17 |
Jan12 |
110805 |
2.500 |
2.560 |
2.500 |
2.554 |
+0.055 |
31 |
865 |
+14 |
Feb12 |
110805 |
2.499 |
2.559 |
2.499 |
2.555 |
+0.055 |
18 |
521 |
+3 |
Mar12 |
110805 |
2.504 |
2.559 |
2.504 |
2.555 |
+0.047 |
3 |
414 |
+3 |
Total Volume and Open Interest |
792 |
9,396 |
-132 |
WTI Crude Oil(ICE |
Sep11 |
110805 |
86.46 |
88.32 |
82.82 |
86.88 |
+0.25 |
83,759 |
72,244 |
-3,166 |
Oct11 |
110805 |
86.76 |
88.65 |
83.45 |
87.30 |
+0.26 |
18,759 |
40,492 |
-389 |
Nov11 |
110805 |
87.13 |
89.13 |
83.88 |
87.80 |
+0.31 |
11,589 |
26,503 |
-470 |
Dec11 |
110805 |
88.00 |
89.60 |
84.22 |
88.29 |
+0.33 |
26,623 |
91,033 |
-522 |
Jan12 |
110805 |
87.47 |
89.85 |
85.39 |
88.78 |
+0.35 |
3,314 |
20,169 |
+125 |
Feb12 |
110805 |
88.16 |
90.33 |
85.63 |
89.26 |
+0.36 |
2,955 |
6,017 |
-221 |
Mar12 |
110805 |
88.64 |
90.71 |
86.55 |
89.75 |
+0.37 |
3,083 |
16,448 |
+259 |
Apr12 |
110805 |
88.98 |
91.17 |
87.59 |
90.24 |
+0.39 |
1,250 |
4,676 |
-55 |
May12 |
110805 |
89.18 |
91.62 |
88.08 |
90.72 |
+0.40 |
2,139 |
3,953 |
+630 |
Jun12 |
110805 |
90.03 |
92.06 |
87.29 |
91.17 |
+0.40 |
7,590 |
28,522 |
-1,157 |
Jul12 |
110805 |
91.62 |
91.62 |
91.62 |
91.62 |
+0.43 |
444 |
4,775 |
+4 |
Aug12 |
110805 |
91.05 |
91.98 |
89.60 |
91.98 |
+0.46 |
277 |
1,412 |
+56 |
Sep12 |
110805 |
92.32 |
92.32 |
92.32 |
92.32 |
+0.50 |
255 |
5,082 |
-10 |
Oct12 |
110805 |
92.63 |
92.63 |
92.63 |
92.63 |
+0.53 |
0 |
1,176 |
+0 |
Nov12 |
110805 |
92.06 |
92.95 |
90.60 |
92.95 |
+0.57 |
0 |
2,549 |
+0 |
Dec12 |
110805 |
92.70 |
94.05 |
89.11 |
93.27 |
+0.60 |
6,715 |
45,647 |
-868 |
Total Volume and Open Interest |
172,905 |
451,347 |
-4,255 |
US Dollar Index(ICE) |
Sep11 |
110805 |
75.570 |
75.645 |
74.670 |
74.802 |
-0.558 |
25,686 |
60,925 |
+1,116 |
Dec11 |
110805 |
75.950 |
76.000 |
75.170 |
75.213 |
-0.552 |
50 |
699 |
-20 |
Mar12 |
110805 |
75.673 |
75.673 |
75.673 |
75.673 |
-0.552 |
0 |
1 |
+0 |
Total Volume and Open Interest |
25,736 |
61,625 |
+1,096 |
Australian Dollar(CME) |
Sep11 |
110805 |
103.96 |
104.71 |
103.19 |
104.13 |
-0.25 |
179,053 |
129,751 |
-3,311 |
Dec11 |
110805 |
102.72 |
103.61 |
102.22 |
103.11 |
-0.14 |
79 |
867 |
+15 |
Mar12 |
110805 |
102.21 |
102.25 |
102.21 |
102.21 |
-0.04 |
8 |
5 |
+3 |
Total Volume and Open Interest |
179,162 |
130,668 |
-3,262 |
British Pound(CME) |
Sep11 |
110805 |
162.50 |
163.94 |
162.22 |
163.56 |
+0.79 |
104,161 |
103,998 |
+1,092 |
Dec11 |
110805 |
162.41 |
163.71 |
162.41 |
163.39 |
+0.79 |
38 |
251 |
-7 |
Mar12 |
110805 |
162.48 |
163.26 |
161.91 |
163.26 |
+0.82 |
5 |
7 |
+5 |
Total Volume and Open Interest |
104,204 |
104,262 |
+1,090 |
Canadian Dollar(CME) |
Sep11 |
110805 |
101.83 |
102.55 |
101.39 |
101.98 |
-0.06 |
121,687 |
126,653 |
-1,269 |
Dec11 |
110805 |
101.76 |
102.33 |
101.25 |
101.79 |
-0.07 |
432 |
4,290 |
+192 |
Mar12 |
110805 |
101.83 |
101.83 |
101.04 |
101.67 |
unch |
18 |
675 |
+3 |
Jun12 |
110805 |
101.00 |
101.72 |
101.00 |
101.49 |
unch |
0 |
314 |
+0 |
Total Volume and Open Interest |
122,137 |
132,076 |
-1,074 |
Japanese Yen(CME) |
Sep11 |
110805 |
126.52 |
127.75 |
125.96 |
127.55 |
+0.99 |
118,218 |
146,153 |
-1,438 |
Dec11 |
110805 |
126.59 |
127.83 |
126.16 |
127.70 |
+1.02 |
211 |
1,273 |
+41 |
Mar12 |
110805 |
127.83 |
127.83 |
126.84 |
127.83 |
+0.99 |
3 |
44 |
-1 |
Total Volume and Open Interest |
118,432 |
147,490 |
-1,398 |
Swiss Franc(CME) |
Sep11 |
110805 |
130.49 |
132.06 |
129.27 |
130.48 |
+0.15 |
82,663 |
57,110 |
+967 |
Dec11 |
110805 |
130.90 |
132.32 |
129.75 |
130.72 |
+0.19 |
305 |
814 |
+54 |
Mar12 |
110805 |
131.00 |
132.25 |
130.75 |
130.91 |
+0.16 |
0 |
5 |
+0 |
Total Volume and Open Interest |
82,968 |
57,932 |
+1,021 |
EuroFX(CME) |
Sep11 |
110805 |
140.77 |
142.86 |
140.41 |
142.50 |
+1.29 |
420,381 |
185,054 |
-2,517 |
Dec11 |
110805 |
140.27 |
142.58 |
140.21 |
142.24 |
+1.30 |
756 |
1,991 |
+60 |
Mar12 |
110805 |
140.79 |
142.03 |
140.72 |
142.03 |
+1.31 |
31 |
400 |
+16 |
Total Volume and Open Interest |
421,169 |
188,281 |
-2,441 |
Mexican Peso(CME) |
Aug11 |
110805 |
832.8 |
834.8 |
832.8 |
832.8 |
-2.0 |
|
|
|
Sep11 |
110805 |
826.0 |
835.5 |
824.8 |
828.5 |
-2.0 |
51,769 |
125,317 |
-4,588 |
Total Volume and Open Interest |
51,769 |
125,652 |
-4,588 |
Brazilian Real(CME) |
Sep11 |
110805 |
625.95 |
628.50 |
621.00 |
627.45 |
-0.30 |
2,550 |
10,692 |
+2,529 |
Oct11 |
110805 |
624.10 |
624.40 |
624.10 |
624.10 |
-0.30 |
|
|
|
Nov11 |
110805 |
620.75 |
621.00 |
620.75 |
620.75 |
-0.25 |
|
|
|
Dec11 |
110805 |
618.50 |
618.50 |
617.45 |
617.45 |
-0.20 |
0 |
138 |
+0 |
Total Volume and Open Interest |
5,540 |
26,241 |
+5,519 |
30-Year T-Bonds(CBOT) |
Sep11 |
110805 |
134~020 |
135~050 |
131~260 |
132~060 |
-1~100 |
530,824 |
644,755 |
-347 |
Dec11 |
110805 |
132~240 |
133~240 |
130~160 |
130~270 |
-1~100 |
2,362 |
5,942 |
+115 |
Mar12 |
110805 |
131~150 |
131~150 |
129~130 |
129~130 |
-1~100 |
6 |
12 |
+1 |
Total Volume and Open Interest |
533,192 |
650,709 |
-231 |
10-Year T-Notes(CBOT) |
Sep11 |
110805 |
128~105 |
128~235 |
126~245 |
127~015 |
-0~305 |
1,824,198 |
1,872,207 |
+26,157 |
Dec11 |
110805 |
127~070 |
127~110 |
125~210 |
125~280 |
-0~310 |
5,567 |
17,940 |
+362 |
Mar12 |
110805 |
124~280 |
125~270 |
124~280 |
124~280 |
-0~310 |
|
|
|
Total Volume and Open Interest |
1,829,765 |
1,890,147 |
+26,519 |
5-Year T-Notes(CBOT) |
Sep11 |
110805 |
122~087 |
122~100 |
121~085 |
121~122 |
-0~068 |
807,218 |
1,467,835 |
+7,206 |
Dec11 |
110805 |
121~041 |
121~047 |
120~068 |
120~106 |
-0~069 |
1,681 |
2,542 |
+675 |
Mar12 |
110805 |
120~002 |
120~071 |
120~002 |
120~002 |
-0~069 |
|
|
|
Total Volume and Open Interest |
808,899 |
1,470,377 |
+7,881 |
2 Year T-Notes(CBOT) |
Sep11 |
110805 |
110~020 |
110~022 |
110~006 |
110~013 |
-0~002 |
286,079 |
1,055,921 |
+17,409 |
Dec11 |
110805 |
110~005 |
110~005 |
109~122 |
109~124 |
-0~004 |
944 |
2,093 |
-276 |
Mar12 |
110805 |
109~062 |
109~066 |
109~062 |
109~062 |
-0~004 |
|
|
|
Total Volume and Open Interest |
287,023 |
1,058,014 |
+17,133 |
Eurodollars(CME) |
Sep11 |
110805 |
99.650 |
99.660 |
99.625 |
99.655 |
-0.010 |
326,709 |
1,194,923 |
-1,342 |
Dec11 |
110805 |
99.570 |
99.580 |
99.530 |
99.580 |
+0.010 |
277,402 |
1,172,186 |
+17,212 |
Mar12 |
110805 |
99.535 |
99.560 |
99.515 |
99.555 |
+0.020 |
253,188 |
1,344,693 |
-4,476 |
Jun12 |
110805 |
99.500 |
99.540 |
99.475 |
99.520 |
+0.015 |
230,189 |
1,414,832 |
-1,104 |
Sep12 |
110805 |
99.455 |
99.480 |
99.410 |
99.455 |
-0.005 |
316,184 |
985,695 |
-26,560 |
Dec12 |
110805 |
99.375 |
99.385 |
99.295 |
99.335 |
-0.040 |
225,511 |
757,818 |
-802 |
Mar13 |
110805 |
99.295 |
99.305 |
99.160 |
99.210 |
-0.075 |
210,400 |
754,896 |
-1,032 |
Jun13 |
110805 |
99.190 |
99.200 |
99.010 |
99.065 |
-0.105 |
208,412 |
554,619 |
+1,234 |
Sep13 |
110805 |
99.040 |
99.060 |
98.830 |
98.895 |
-0.120 |
274,336 |
523,944 |
+12,871 |
Dec13 |
110805 |
98.855 |
98.870 |
98.605 |
98.680 |
-0.135 |
174,060 |
372,331 |
+14,492 |
Mar14 |
110805 |
98.650 |
98.680 |
98.385 |
98.460 |
-0.150 |
123,023 |
267,073 |
+1,397 |
Jun14 |
110805 |
98.425 |
98.465 |
98.140 |
98.215 |
-0.175 |
138,179 |
230,493 |
+12,859 |
Sep14 |
110805 |
98.210 |
98.250 |
97.895 |
97.970 |
-0.195 |
83,164 |
135,051 |
+3,574 |
Dec14 |
110805 |
97.975 |
98.015 |
97.625 |
97.715 |
-0.210 |
54,404 |
129,344 |
-3,566 |
Mar15 |
110805 |
97.745 |
97.795 |
97.390 |
97.480 |
-0.220 |
38,236 |
104,508 |
+2,235 |
Jun15 |
110805 |
5.755 |
5.835 |
5.410 |
5.500 |
-0.225 |
34,141 |
84,302 |
+1,929 |
Sep15 |
110805 |
5.540 |
5.620 |
5.195 |
5.280 |
-0.230 |
18,369 |
56,648 |
-1,114 |
Dec15 |
110805 |
5.330 |
5.410 |
4.985 |
5.065 |
-0.230 |
19,021 |
52,155 |
-412 |
Total Volume and Open Interest |
|
|
|
30 Day Federal Funds(CBOT) |
Aug11 |
110805 |
99.915 |
99.920 |
99.912 |
99.918 |
unch |
7,862 |
94,750 |
+17 |
Sep11 |
110805 |
99.920 |
99.925 |
99.910 |
99.920 |
unch |
13,814 |
60,910 |
-6,455 |
Oct11 |
110805 |
99.915 |
99.915 |
99.900 |
99.910 |
unch |
10,832 |
52,409 |
-44 |
Nov11 |
110805 |
99.910 |
99.915 |
99.900 |
99.910 |
+0.005 |
3,646 |
49,534 |
-895 |
Dec11 |
110805 |
99.910 |
99.910 |
99.895 |
99.910 |
+0.010 |
5,379 |
63,611 |
-1,223 |
Jan12 |
110805 |
99.905 |
99.905 |
99.880 |
99.900 |
+0.005 |
6,529 |
53,544 |
+1,061 |
Total Volume and Open Interest |
108,461 |
840,910 |
-18,034 |
30 Day Fed Funds(e-CBOT) |
3-Mth Euro-Yen(CME) |
Sep11 |
110805 |
99.675 |
99.675 |
99.675 |
99.675 |
+0.005 |
0 |
51 |
+0 |
Dec11 |
110805 |
99.677 |
99.677 |
99.677 |
99.677 |
+0.007 |
0 |
126 |
+0 |
Mar12 |
110805 |
99.680 |
99.680 |
99.680 |
99.680 |
+0.012 |
0 |
80 |
+0 |
Jun12 |
110805 |
99.677 |
99.677 |
99.677 |
99.677 |
+0.012 |
|
|
|
Sep12 |
110805 |
99.605 |
99.605 |
99.605 |
99.605 |
+0.010 |
|
|
|
Dec12 |
110805 |
99.665 |
99.665 |
99.665 |
99.665 |
+0.010 |
|
|
|
Mar13 |
110805 |
99.665 |
99.665 |
99.665 |
99.665 |
+0.010 |
|
|
|
Jun13 |
110805 |
99.620 |
99.620 |
99.620 |
99.620 |
+0.010 |
|
|
|
Sep13 |
110805 |
99.480 |
99.480 |
99.480 |
99.480 |
+0.010 |
|
|
|
Dec13 |
110805 |
99.340 |
99.340 |
99.340 |
99.340 |
+0.010 |
|
|
|
Total Volume and Open Interest |
0 |
257 |
+0 |
3-Mth Euro-Yen(SGX) |
Sep11 |
110805 |
99.68 |
99.68 |
99.68 |
99.68 |
+0.01 |
0 |
1,374 |
+0 |
Dec11 |
110805 |
99.68 |
99.68 |
99.68 |
99.68 |
+0.01 |
0 |
1,478 |
+0 |
Mar12 |
110805 |
99.68 |
99.68 |
99.68 |
99.68 |
+0.01 |
0 |
1,823 |
+0 |
Jun12 |
110805 |
99.68 |
99.68 |
99.68 |
99.68 |
+0.01 |
0 |
1,376 |
+0 |
Sep12 |
110805 |
99.61 |
99.61 |
99.61 |
99.61 |
+0.01 |
0 |
411 |
+0 |
Dec12 |
110805 |
99.67 |
99.67 |
99.67 |
99.67 |
+0.01 |
2 |
29 |
+2 |
Mar13 |
110805 |
99.67 |
99.67 |
99.67 |
99.67 |
+0.01 |
0 |
1 |
+0 |
Jun13 |
110805 |
99.62 |
99.62 |
99.62 |
99.62 |
+0.01 |
|
|
|
Total Volume and Open Interest |
2 |
6,492 |
+2 |
Japanese Gov't Bonds(SGX) |
Sep11 |
110805 |
142.50 |
142.58 |
142.26 |
142.30 |
+0.19 |
2,907 |
25,602 |
+784 |
Dec11 |
110805 |
141.93 |
141.93 |
141.93 |
141.93 |
+0.23 |
1 |
3 |
+1 |
Mar12 |
110805 |
139.84 |
139.84 |
139.84 |
139.84 |
+0.23 |
|
|
|
Total Volume and Open Interest |
2,908 |
25,605 |
+785 |
Euro-Bund(EUREX) |
Sep11 |
110805 |
133.16 |
133.77 |
130.52 |
130.87 |
-1.92 |
1,048,951 |
985,912 |
-8,286 |
Dec11 |
110805 |
132.08 |
132.38 |
129.19 |
129.44 |
-1.96 |
413 |
1,957 |
+286 |
Mar12 |
110805 |
131.36 |
131.36 |
131.36 |
131.36 |
-0.43 |
0 |
1 |
+0 |
Total Volume and Open Interest |
1,049,364 |
987,870 |
-8,000 |
Euro-Bobl(EUREX) |
Sep11 |
110805 |
121.18 |
121.40 |
119.74 |
120.82 |
-0.10 |
674,196 |
743,383 |
-18,462 |
Dec11 |
110805 |
120.19 |
120.19 |
119.80 |
119.80 |
-0.17 |
76 |
701 |
+1 |
Mar12 |
110805 |
119.82 |
119.82 |
119.82 |
119.82 |
-0.10 |
|
|
|
Total Volume and Open Interest |
674,272 |
744,084 |
-18,461 |
3-Mth Euribor(EUREX) |
Sep11 |
110805 |
98.595 |
98.610 |
98.555 |
98.600 |
+0.110 |
1 |
2,151 |
+0 |
Dec11 |
110805 |
98.700 |
98.725 |
98.685 |
98.685 |
+0.105 |
0 |
1,549 |
-2 |
Mar12 |
110805 |
98.710 |
98.750 |
98.710 |
98.710 |
+0.085 |
0 |
2,474 |
+0 |
Total Volume and Open Interest |
6 |
10,087 |
-2 |
Long Gilt(LIFFE) |
Sep11 |
110805 |
127~21 |
127~26 |
125~26 |
126~19 |
-0~09 |
147,785 |
357,912 |
-5,650 |
Dec11 |
110805 |
125~09 |
125~09 |
125~09 |
125~09 |
-0~09 |
0 |
1 |
+0 |
Total Volume and Open Interest |
147,785 |
357,913 |
-5,650 |
3-Mth Short Sterling(LIFFE) |
Sep11 |
110805 |
99.14 |
99.18 |
99.11 |
99.13 |
-0.01 |
53,782 |
402,980 |
-11,211 |
Dec11 |
110805 |
99.14 |
99.19 |
99.12 |
99.17 |
+0.05 |
52,554 |
520,144 |
-747 |
Mar12 |
110805 |
99.14 |
99.21 |
99.12 |
99.18 |
+0.07 |
58,742 |
451,477 |
-6,650 |
Jun12 |
110805 |
99.12 |
99.20 |
99.08 |
99.16 |
+0.08 |
52,764 |
298,341 |
-5,917 |
Sep12 |
110805 |
99.08 |
99.15 |
99.02 |
99.10 |
+0.08 |
66,828 |
296,262 |
-9,886 |
Dec12 |
110805 |
98.99 |
99.06 |
98.93 |
99.00 |
+0.08 |
96,311 |
262,578 |
-28,249 |
Total Volume and Open Interest |
526,359 |
2,681,474 |
-64,296 |
3-Mth Euribor(LIFFE) |
Sep11 |
110805 |
98.545 |
98.655 |
98.500 |
98.610 |
+0.105 |
114,880 |
712,676 |
-7,770 |
Dec11 |
110805 |
98.620 |
98.770 |
98.610 |
98.725 |
+0.140 |
187,128 |
621,160 |
-42 |
Mar12 |
110805 |
98.665 |
98.800 |
98.630 |
98.745 |
+0.115 |
168,622 |
515,607 |
+4,710 |
Total Volume and Open Interest |
1,046,514 |
3,732,994 |
+23,673 |
3-Mth Aus T-Bills(SFE) |
Sep11 |
110805 |
95.16 |
95.66 |
95.16 |
95.64 |
+0.47 |
32,007 |
248,204 |
-9,340 |
Dec11 |
110805 |
95.45 |
96.14 |
95.44 |
96.14 |
+0.68 |
57,645 |
263,200 |
-7,004 |
Mar12 |
110805 |
95.58 |
96.30 |
95.57 |
96.29 |
+0.71 |
32,568 |
166,871 |
+3,509 |
Jun12 |
110805 |
95.59 |
96.24 |
95.58 |
96.23 |
+0.63 |
10,129 |
88,734 |
+1,203 |
Sep12 |
110805 |
95.57 |
96.15 |
95.55 |
96.15 |
+0.57 |
3,924 |
56,538 |
-1,183 |
Dec12 |
110805 |
95.59 |
96.07 |
95.59 |
96.07 |
+0.53 |
1,955 |
35,302 |
-147 |
Mar13 |
110805 |
95.48 |
96.00 |
95.48 |
96.00 |
+0.50 |
1,119 |
36,639 |
+507 |
Jun13 |
110805 |
95.46 |
95.91 |
95.46 |
95.91 |
+0.47 |
729 |
15,701 |
+22 |
Sep13 |
110805 |
95.50 |
95.82 |
95.50 |
95.82 |
+0.45 |
184 |
3,037 |
+0 |
Dec13 |
110805 |
95.19 |
95.74 |
95.19 |
95.74 |
+0.45 |
6 |
1,602 |
+0 |
Total Volume and Open Interest |
140,266 |
915,971 |
-12,433 |
10-Year Aus T-Bonds(SFE) |
Sep11 |
110805 |
95.26 |
95.61 |
95.26 |
95.53 |
+0.26 |
64,717 |
456,789 |
+13,726 |
Dec11 |
110805 |
95.53 |
95.53 |
95.53 |
95.53 |
+0.26 |
|
|
|
Total Volume and Open Interest |
64,717 |
456,789 |
+13,726 |
3-Year Aus T-Bonds(SFE) |
Sep11 |
110805 |
95.85 |
96.34 |
95.84 |
96.32 |
+0.46 |
295,143 |
986,743 |
+22,615 |
Dec11 |
110805 |
96.32 |
96.32 |
96.32 |
96.32 |
+0.46 |
|
|
|
Total Volume and Open Interest |
295,143 |
986,743 |
+22,615 |
Gold(CMX) |
Aug11 |
110805 |
1647.5 |
1666.1 |
1642.7 |
1648.8 |
-7.4 |
2,024 |
5,106 |
-575 |
Oct11 |
110805 |
1647.1 |
1671.2 |
1642.6 |
1650.2 |
-7.3 |
14,980 |
25,499 |
-652 |
Dec11 |
110805 |
1649.7 |
1673.0 |
1644.2 |
1651.8 |
-7.2 |
204,437 |
383,241 |
-1,761 |
Feb12 |
110805 |
1654.3 |
1672.7 |
1647.1 |
1653.5 |
-7.0 |
8,337 |
13,855 |
+1,102 |
Apr12 |
110805 |
1660.1 |
1674.3 |
1655.0 |
1655.0 |
-7.0 |
1,023 |
6,315 |
+12 |
Jun12 |
110805 |
1651.1 |
1670.9 |
1651.0 |
1656.6 |
-7.1 |
532 |
15,055 |
+4 |
Aug12 |
110805 |
1663.4 |
1670.3 |
1658.3 |
1658.3 |
-7.3 |
166 |
5,508 |
-13 |
Oct12 |
110805 |
1656.0 |
1674.7 |
1655.1 |
1660.3 |
-7.2 |
127 |
4,169 |
+8 |
Dec12 |
110805 |
1657.3 |
1680.2 |
1656.3 |
1662.6 |
-7.2 |
358 |
12,171 |
-10 |
Feb13 |
110805 |
1660.3 |
1675.3 |
1660.3 |
1664.9 |
-6.9 |
29 |
1,583 |
+25 |
Apr13 |
110805 |
1667.4 |
1667.4 |
1667.4 |
1667.4 |
-6.5 |
0 |
226 |
+0 |
Jun13 |
110805 |
1670.3 |
1670.3 |
1670.3 |
1670.3 |
-6.2 |
82 |
11,529 |
+55 |
Total Volume and Open Interest |
240,065 |
526,679 |
-2,724 |
Silver(CMX) |
Sep11 |
110805 |
3879.0 |
3987.0 |
3755.5 |
3821.1 |
-122.0 |
74,374 |
59,490 |
+1,022 |
Dec11 |
110805 |
3888.5 |
3985.0 |
3762.5 |
3824.1 |
-121.9 |
10,058 |
30,859 |
-1,593 |
Mar12 |
110805 |
3904.5 |
3947.0 |
3777.0 |
3825.4 |
-121.7 |
1,126 |
5,600 |
+8 |
May12 |
110805 |
3823.6 |
3823.6 |
3823.6 |
3823.6 |
-121.8 |
230 |
1,821 |
+100 |
Jul12 |
110805 |
3970.0 |
3970.0 |
3822.8 |
3822.8 |
-121.7 |
117 |
1,896 |
+43 |
Sep12 |
110805 |
3897.0 |
3945.0 |
3820.2 |
3820.2 |
-121.7 |
24 |
300 |
+9 |
Dec12 |
110805 |
3893.5 |
3928.5 |
3814.1 |
3814.1 |
-121.7 |
80 |
8,319 |
-26 |
Total Volume and Open Interest |
86,148 |
119,981 |
-404 |
Platinum(NYMEX) |
Oct11 |
110805 |
1724.5 |
1727.5 |
1682.0 |
1719.1 |
-10.3 |
4,756 |
33,576 |
-7 |
Jan12 |
110805 |
1718.7 |
1723.1 |
1686.9 |
1722.6 |
-10.1 |
65 |
1,411 |
+34 |
Apr12 |
110805 |
1711.0 |
1724.1 |
1690.0 |
1724.1 |
-11.4 |
9 |
129 |
+2 |
Jul12 |
110805 |
1715.0 |
1727.4 |
1715.0 |
1727.4 |
-11.4 |
1 |
12 |
+1 |
Total Volume and Open Interest |
4,832 |
35,129 |
+30 |
Palladium(NYMEX) |
Sep11 |
110805 |
744.70 |
754.00 |
722.15 |
741.75 |
-11.20 |
7,324 |
22,962 |
-16 |
Dec11 |
110805 |
749.40 |
753.25 |
725.00 |
743.20 |
-11.25 |
227 |
2,122 |
+85 |
Mar12 |
110805 |
87.54 |
88.99 |
87.54 |
88.99 |
-10.90 |
2 |
71 |
+0 |
Total Volume and Open Interest |
7,553 |
25,155 |
+69 |
Copper(CMX) |
Sep11 |
110805 |
420.95 |
422.65 |
407.95 |
411.70 |
-11.85 |
39,082 |
80,002 |
-3,598 |
Dec11 |
110805 |
424.00 |
424.85 |
410.35 |
414.00 |
-11.95 |
6,505 |
46,951 |
+1,403 |
Mar12 |
110805 |
425.90 |
425.90 |
412.85 |
415.55 |
-11.85 |
1,266 |
16,130 |
+295 |
May12 |
110805 |
424.20 |
424.20 |
416.00 |
416.20 |
-11.75 |
78 |
2,614 |
+43 |
Jul12 |
110805 |
417.25 |
420.00 |
416.05 |
416.15 |
-11.65 |
54 |
1,074 |
+13 |
Total Volume and Open Interest |
47,590 |
154,336 |
-1,753 |
DJIA Index(CBOT) |
Sep11 |
110805 |
11342 |
11538 |
11140 |
11402 |
+31 |
1,336 |
17,235 |
-424 |
Dec11 |
110805 |
11365 |
11365 |
11100 |
11330 |
+28 |
3 |
91 |
+0 |
Mar12 |
110805 |
11261 |
11261 |
11233 |
11261 |
+28 |
|
|
|
Jun12 |
110805 |
11191 |
11191 |
11163 |
11191 |
+28 |
|
|
|
Total Volume and Open Interest |
1,339 |
17,326 |
-424 |
Mini DJIA Index(CBOT) |
Sep11 |
110805 |
11376 |
11546 |
11088 |
11402 |
+31 |
200,905 |
101,998 |
-7,837 |
Dec11 |
110805 |
11280 |
11467 |
11038 |
11330 |
+28 |
189 |
472 |
+28 |
Mar12 |
110805 |
11261 |
11261 |
11261 |
11261 |
+28 |
2 |
12 |
+0 |
Jun12 |
110805 |
11191 |
11191 |
11191 |
11191 |
+28 |
|
|
|
Total Volume and Open Interest |
201,096 |
102,482 |
-7,809 |
S & P 500(CME) |
Sep11 |
110805 |
1198.80 |
1219.00 |
1163.50 |
1197.80 |
-0.90 |
20,006 |
285,323 |
+3,134 |
Dec11 |
110805 |
1208.00 |
1208.00 |
1158.00 |
1192.00 |
-1.00 |
852 |
11,883 |
+750 |
Mar12 |
110805 |
1186.40 |
1202.40 |
1152.40 |
1186.40 |
-1.00 |
0 |
14 |
+4 |
Jun12 |
110805 |
1170.00 |
1197.20 |
1147.20 |
1181.20 |
-1.00 |
28 |
21 |
+3 |
Total Volume and Open Interest |
20,886 |
297,241 |
+3,891 |
S & P 500 E-Mini(Globex) |
Sep11 |
110805 |
1199.50 |
1219.00 |
1163.25 |
1197.75 |
-1.00 |
3,815,275 |
2,837,954 |
+51,818 |
Dec11 |
110805 |
1190.00 |
1213.00 |
1159.00 |
1192.00 |
-1.00 |
4,486 |
27,916 |
+2,964 |
Total Volume and Open Interest |
3,819,866 |
2,866,145 |
+54,808 |
NASDAQ 100(CME) |
Sep11 |
110805 |
2207.00 |
2240.00 |
2130.00 |
2187.00 |
-22.50 |
2,279 |
17,156 |
-817 |
Dec11 |
110805 |
2181.50 |
2215.00 |
2130.00 |
2181.50 |
-22.50 |
0 |
10 |
+0 |
Mar12 |
110805 |
2178.30 |
2180.80 |
2178.30 |
2178.30 |
-22.50 |
|
|
|
Total Volume and Open Interest |
2,279 |
17,166 |
-817 |
NASDAQ 100 E-Mini(Globex) |
Sep11 |
110805 |
2213.80 |
2239.30 |
2128.80 |
2187.00 |
-22.50 |
448,373 |
336,555 |
-12,198 |
Dec11 |
110805 |
2205.00 |
2234.80 |
2126.30 |
2181.50 |
-22.50 |
662 |
5,229 |
+176 |
Total Volume and Open Interest |
449,037 |
341,792 |
-12,022 |
S & P Midcap 400(CME) |
Sep11 |
110805 |
840.00 |
852.00 |
820.00 |
843.30 |
-14.80 |
370 |
2,911 |
+6 |
Dec11 |
110805 |
841.10 |
841.10 |
820.00 |
841.10 |
-14.80 |
|
|
|
Mar12 |
110805 |
839.40 |
839.40 |
837.70 |
839.40 |
-14.80 |
|
|
|
Total Volume and Open Interest |
370 |
2,911 |
+6 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Sep11 |
110805 |
9300 |
9450 |
9115 |
9340 |
+45 |
15,587 |
35,522 |
-464 |
Dec11 |
110805 |
9245 |
9310 |
9245 |
9310 |
+45 |
4 |
3 |
+1 |
Total Volume and Open Interest |
15,591 |
35,525 |
-463 |
Nikkei 225(SGX) |
Sep11 |
110805 |
9315 |
9350 |
9255 |
9270 |
-395 |
131,595 |
202,389 |
+9,245 |
Dec11 |
110805 |
9230 |
9295 |
9210 |
9220 |
-390 |
76 |
8,305 |
-11 |
Mar12 |
110805 |
9205 |
9205 |
9205 |
9205 |
-400 |
0 |
10 |
+0 |
Total Volume and Open Interest |
132,370 |
223,798 |
+9,493 |
CAC 40(EURONEXT) |
Aug11 |
110805 |
3248.0 |
3391.5 |
3208.0 |
3280.5 |
-37.0 |
257,560 |
341,136 |
+4,499 |
Sep11 |
110805 |
3262.5 |
3385.5 |
3209.0 |
3277.5 |
-37.0 |
30,176 |
76,627 |
+26,084 |
Oct11 |
110805 |
3276.0 |
3276.0 |
3276.0 |
3276.0 |
-39.0 |
0 |
5 |
+0 |
Total Volume and Open Interest |
287,736 |
417,800 |
+30,583 |
Hang Seng Index(HKFE) |
Aug11 |
110805 |
20795 |
20944 |
20558 |
20741 |
-964 |
87,162 |
89,923 |
-1,114 |
Sep11 |
110805 |
20718 |
20850 |
20470 |
20650 |
-965 |
1,032 |
5,589 |
+210 |
Total Volume and Open Interest |
88,422 |
99,566 |
-879 |
DAX(EUREX) |
Sep11 |
110805 |
6261.5 |
6449.5 |
6125.0 |
6257.5 |
-159.5 |
252,287 |
160,726 |
+3,926 |
Dec11 |
110805 |
6309.0 |
6470.0 |
6164.5 |
6279.0 |
-160.5 |
548 |
8,785 |
+94 |
Mar12 |
110805 |
6323.0 |
6389.0 |
6180.0 |
6300.5 |
-164.0 |
264 |
592 |
+207 |
Total Volume and Open Interest |
253,099 |
170,103 |
+4,227 |
FT-SE 100(EURONEXT) |
Sep11 |
110805 |
5278.50 |
5368.50 |
5121.00 |
5230.00 |
-158.00 |
206,278 |
626,115 |
-556 |
Dec11 |
110805 |
5210.00 |
5293.50 |
5150.00 |
5203.00 |
-160.00 |
34 |
829 |
+2 |
Mar12 |
110805 |
5168.50 |
5168.50 |
5168.50 |
5168.50 |
-158.00 |
0 |
163 |
+0 |
Total Volume and Open Interest |
206,312 |
627,223 |
-554 |
SPI 200(SFE) |
Sep11 |
110805 |
4240.0 |
4248.0 |
4039.0 |
4050.0 |
-192.0 |
57,034 |
236,486 |
+12,447 |
Dec11 |
110805 |
4251.0 |
4251.0 |
4060.0 |
4062.0 |
-196.0 |
1,151 |
6,231 |
+1,125 |
Mar12 |
110805 |
4171.0 |
4171.0 |
4046.0 |
4046.0 |
-196.0 |
209 |
1,802 |
+204 |
Total Volume and Open Interest |
59,480 |
248,897 |
+14,837 |
GSCI(CME) |
Aug11 |
110805 |
644.50 |
650.00 |
636.40 |
645.00 |
+1.00 |
152 |
9,080 |
-67 |
Sep11 |
110805 |
647.25 |
652.25 |
638.75 |
647.05 |
+1.80 |
13 |
34 |
+10 |
Oct11 |
110805 |
648.00 |
653.25 |
639.75 |
648.00 |
+1.25 |
|
|
|
Total Volume and Open Interest |
165 |
9,114 |
-57 |
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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