|
MRCI's End of Day Prices |
Daily Futures Price Listing Mon August 08, 2011 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Aug11 |
110808 |
1323.00 |
1323.00 |
1307.00 |
1309.25 |
-22.25 |
2,220 |
2,683 |
-872 |
Sep11 |
110808 |
1312.75 |
1321.75 |
1301.00 |
1304.50 |
-23.50 |
17,042 |
42,374 |
-213 |
Nov11 |
110808 |
1320.00 |
1330.00 |
1307.50 |
1311.50 |
-24.50 |
110,820 |
301,101 |
+2,432 |
Jan12 |
110808 |
1333.25 |
1340.50 |
1319.50 |
1322.75 |
-24.50 |
11,543 |
54,453 |
+733 |
Mar12 |
110808 |
1341.75 |
1347.75 |
1325.75 |
1329.50 |
-24.50 |
4,119 |
29,127 |
+377 |
May12 |
110808 |
1342.25 |
1350.00 |
1328.50 |
1332.25 |
-23.25 |
3,836 |
34,422 |
-5 |
Jul12 |
110808 |
1345.00 |
1352.75 |
1332.00 |
1335.50 |
-22.50 |
2,297 |
19,608 |
-82 |
Total Volume and Open Interest |
152,900 |
509,243 |
+2,311 |
Soybean Meal(CBOT) |
Aug11 |
110808 |
345.00 |
345.00 |
340.10 |
340.10 |
-5.10 |
3,518 |
3,167 |
-844 |
Sep11 |
110808 |
345.30 |
346.90 |
341.60 |
341.70 |
-5.20 |
13,066 |
36,957 |
-319 |
Oct11 |
110808 |
346.60 |
348.60 |
343.10 |
343.10 |
-5.50 |
3,628 |
16,421 |
-323 |
Dec11 |
110808 |
350.60 |
352.50 |
346.40 |
346.50 |
-6.00 |
34,600 |
84,168 |
-725 |
Jan12 |
110808 |
351.60 |
354.60 |
348.70 |
348.70 |
-5.90 |
502 |
7,465 |
+93 |
Mar12 |
110808 |
355.30 |
356.90 |
351.40 |
351.40 |
-6.00 |
475 |
6,094 |
-19 |
May12 |
110808 |
354.90 |
358.00 |
352.10 |
352.10 |
-5.90 |
409 |
9,218 |
+33 |
Jul12 |
110808 |
355.50 |
355.50 |
352.70 |
352.70 |
-5.90 |
216 |
2,999 |
+51 |
Total Volume and Open Interest |
56,445 |
170,751 |
-2,045 |
Soybean Oil(CBOT) |
Aug11 |
110808 |
54.17 |
54.43 |
53.65 |
53.82 |
-1.08 |
1,853 |
717 |
-812 |
Sep11 |
110808 |
54.50 |
54.86 |
53.70 |
53.92 |
-1.08 |
24,561 |
47,128 |
-831 |
Oct11 |
110808 |
54.60 |
55.05 |
53.89 |
54.09 |
-1.08 |
10,253 |
23,452 |
+1,090 |
Dec11 |
110808 |
54.80 |
55.43 |
54.23 |
54.44 |
-1.11 |
66,476 |
148,348 |
-3,732 |
Jan12 |
110808 |
55.26 |
55.66 |
54.51 |
54.73 |
-1.10 |
2,499 |
25,090 |
+208 |
Mar12 |
110808 |
55.25 |
55.62 |
54.85 |
55.03 |
-1.05 |
1,310 |
14,983 |
+683 |
May12 |
110808 |
55.86 |
56.04 |
55.00 |
55.23 |
-1.02 |
836 |
9,256 |
-36 |
Jul12 |
110808 |
55.53 |
55.69 |
55.15 |
55.40 |
-1.02 |
449 |
5,061 |
+195 |
Total Volume and Open Interest |
108,269 |
277,190 |
-3,234 |
Canola(WCE) |
Nov11 |
110808 |
552.5 |
552.5 |
541.7 |
542.9 |
-12.6 |
6,716 |
118,191 |
-715 |
Jan12 |
110808 |
558.9 |
560.5 |
549.9 |
550.8 |
-13.2 |
1,639 |
23,402 |
+399 |
Mar12 |
110808 |
562.8 |
563.0 |
553.8 |
555.0 |
-13.3 |
799 |
5,872 |
+193 |
May12 |
110808 |
564.1 |
564.1 |
556.9 |
558.1 |
-13.7 |
917 |
6,166 |
+341 |
Jul12 |
110808 |
566.5 |
566.5 |
559.2 |
560.5 |
-14.1 |
369 |
3,771 |
+145 |
Total Volume and Open Interest |
10,440 |
159,151 |
+363 |
Corn(CBOT) |
Sep11 |
110808 |
680.75 |
691.00 |
670.50 |
675.25 |
-17.75 |
84,612 |
281,693 |
-12,379 |
Dec11 |
110808 |
691.00 |
701.00 |
680.50 |
686.00 |
-17.00 |
216,157 |
597,149 |
+10,930 |
Mar12 |
110808 |
704.25 |
713.00 |
693.50 |
699.50 |
-16.50 |
18,117 |
141,574 |
+4,273 |
May12 |
110808 |
710.25 |
727.00 |
698.75 |
705.00 |
-16.00 |
4,440 |
33,059 |
+961 |
Jul12 |
110808 |
713.75 |
721.00 |
702.75 |
708.25 |
-15.75 |
5,585 |
71,705 |
+279 |
Sep12 |
110808 |
670.00 |
677.50 |
658.75 |
658.75 |
-18.75 |
876 |
11,836 |
-33 |
Total Volume and Open Interest |
336,173 |
1,243,140 |
+4,788 |
Wheat(CBOT) |
Sep11 |
110808 |
667.50 |
677.50 |
642.25 |
656.50 |
-22.50 |
64,578 |
126,323 |
-2,295 |
Dec11 |
110808 |
715.00 |
722.25 |
685.00 |
694.75 |
-28.25 |
37,586 |
167,748 |
+3,574 |
Mar12 |
110808 |
752.25 |
759.25 |
722.50 |
732.50 |
-27.75 |
4,686 |
54,603 |
+570 |
May12 |
110808 |
770.00 |
775.00 |
742.50 |
751.00 |
-25.50 |
676 |
11,189 |
+85 |
Jul12 |
110808 |
776.00 |
784.00 |
753.00 |
758.75 |
-26.00 |
2,554 |
48,067 |
+669 |
Total Volume and Open Interest |
111,372 |
433,601 |
+2,561 |
Wheat(KCBT) |
Sep11 |
110808 |
765.00 |
782.00 |
753.00 |
755.25 |
-25.00 |
|
|
|
Dec11 |
110808 |
790.00 |
805.00 |
775.75 |
778.25 |
-25.25 |
|
|
|
Mar12 |
110808 |
808.75 |
818.25 |
790.00 |
793.25 |
-24.75 |
|
|
|
May12 |
110808 |
817.75 |
820.00 |
797.25 |
799.25 |
-25.50 |
|
|
|
Jul12 |
110808 |
811.50 |
821.50 |
795.25 |
795.25 |
-26.50 |
|
|
|
Total Volume and Open Interest |
22,718 |
171,481 |
+100 |
Wheat(MGE) |
Sep11 |
110808 |
815.75 |
829.75 |
800.00 |
805.25 |
-22.25 |
1,521 |
15,793 |
+19 |
Dec11 |
110808 |
825.75 |
834.50 |
805.50 |
810.50 |
-24.25 |
1,588 |
20,143 |
-83 |
Mar12 |
110808 |
841.50 |
844.00 |
817.00 |
819.25 |
-26.75 |
663 |
6,439 |
+105 |
May12 |
110808 |
847.50 |
848.25 |
824.25 |
825.75 |
-26.50 |
265 |
3,241 |
+32 |
Jul12 |
110808 |
851.25 |
851.25 |
830.00 |
830.75 |
-26.75 |
214 |
4,661 |
-85 |
Total Volume and Open Interest |
4,358 |
54,190 |
-31 |
Oats(CBOT) |
Sep11 |
110808 |
332.50 |
335.25 |
326.25 |
329.75 |
-5.50 |
187 |
2,005 |
-11 |
Dec11 |
110808 |
343.50 |
345.75 |
338.00 |
341.50 |
-4.75 |
809 |
9,496 |
+195 |
Mar12 |
110808 |
349.50 |
357.25 |
349.00 |
352.50 |
-4.75 |
11 |
851 |
+4 |
May12 |
110808 |
359.50 |
364.25 |
359.50 |
359.50 |
-4.75 |
0 |
27 |
+0 |
Total Volume and Open Interest |
1,007 |
12,408 |
+188 |
Rough Rice(CBOT) |
Sep11 |
110808 |
16.28 |
16.44 |
16.14 |
16.27 |
-0.02 |
392 |
8,158 |
-149 |
Nov11 |
110808 |
16.60 |
16.75 |
16.45 |
16.58 |
-0.03 |
189 |
7,899 |
+10 |
Jan12 |
110808 |
16.90 |
17.03 |
16.75 |
16.86 |
-0.03 |
33 |
760 |
+28 |
Mar12 |
110808 |
17.05 |
17.17 |
17.05 |
17.12 |
-0.05 |
1 |
796 |
+1 |
Total Volume and Open Interest |
615 |
17,765 |
-110 |
Live Cattle(CME) |
Aug11 |
110808 |
113.700 |
114.180 |
113.100 |
114.100 |
-0.035 |
11,926 |
28,912 |
-1,333 |
Oct11 |
110808 |
117.980 |
118.500 |
117.385 |
117.600 |
-1.000 |
22,762 |
134,804 |
+2,546 |
Dec11 |
110808 |
119.900 |
120.430 |
119.300 |
119.550 |
-1.150 |
8,566 |
89,941 |
+468 |
Feb12 |
110808 |
123.180 |
123.180 |
121.930 |
122.750 |
-1.050 |
5,988 |
33,621 |
+1,278 |
Apr12 |
110808 |
124.750 |
125.135 |
123.885 |
124.750 |
-1.050 |
1,578 |
18,226 |
+509 |
Jun12 |
110808 |
122.250 |
122.400 |
121.300 |
122.200 |
-1.000 |
920 |
8,232 |
+357 |
Total Volume and Open Interest |
51,941 |
315,088 |
+3,933 |
Feeder Cattle(CME) |
Aug11 |
110808 |
133.150 |
133.685 |
132.130 |
132.575 |
-1.125 |
2,013 |
7,717 |
-746 |
Sep11 |
110808 |
134.100 |
134.850 |
133.300 |
133.650 |
-1.335 |
2,773 |
9,967 |
-257 |
Oct11 |
110808 |
135.850 |
136.100 |
134.200 |
134.485 |
-1.815 |
2,963 |
10,218 |
+44 |
Nov11 |
110808 |
135.985 |
136.985 |
135.150 |
136.000 |
-1.285 |
829 |
4,266 |
-35 |
Jan12 |
110808 |
137.050 |
137.985 |
136.050 |
136.400 |
-1.800 |
666 |
2,641 |
+189 |
Mar12 |
110808 |
136.700 |
137.400 |
136.000 |
136.750 |
-1.050 |
55 |
763 |
+10 |
Apr12 |
110808 |
137.400 |
138.050 |
136.735 |
138.050 |
-0.650 |
20 |
170 |
-1 |
Total Volume and Open Interest |
9,333 |
35,895 |
-788 |
Lean Hogs(CME) |
Aug11 |
110808 |
105.000 |
105.580 |
104.500 |
104.930 |
unch |
5,781 |
14,761 |
-105 |
Oct11 |
110808 |
91.500 |
91.750 |
90.100 |
90.330 |
-1.520 |
15,077 |
99,110 |
+751 |
Dec11 |
110808 |
88.600 |
88.600 |
87.050 |
87.100 |
-1.650 |
5,466 |
72,307 |
+815 |
Feb12 |
110808 |
91.000 |
91.000 |
89.800 |
89.900 |
-1.350 |
2,276 |
35,577 |
+735 |
Apr12 |
110808 |
92.750 |
92.750 |
91.750 |
92.230 |
-0.805 |
1,138 |
22,493 |
+498 |
May12 |
110808 |
95.100 |
96.400 |
95.100 |
96.400 |
-0.300 |
20 |
964 |
+8 |
Jun12 |
110808 |
97.900 |
97.900 |
97.035 |
97.480 |
-0.670 |
530 |
11,673 |
+111 |
Jul12 |
110808 |
96.080 |
96.100 |
95.850 |
95.900 |
-0.600 |
57 |
3,644 |
+35 |
Total Volume and Open Interest |
30,468 |
263,638 |
+2,940 |
Class III Milk(CME) |
Aug11 |
110808 |
21.57 |
21.60 |
21.44 |
21.55 |
+0.05 |
160 |
6,407 |
+48 |
Sep11 |
110808 |
20.47 |
20.70 |
20.15 |
20.28 |
-0.07 |
490 |
6,306 |
+76 |
Oct11 |
110808 |
19.32 |
19.40 |
18.93 |
19.05 |
-0.20 |
287 |
5,202 |
+103 |
Nov11 |
110808 |
18.47 |
18.49 |
18.18 |
18.37 |
-0.08 |
126 |
4,130 |
+24 |
Dec11 |
110808 |
17.60 |
17.60 |
17.36 |
17.49 |
-0.08 |
62 |
3,619 |
-9 |
Total Volume and Open Interest |
1,928 |
39,739 |
+748 |
Cocoa(ICE) |
Sep11 |
110808 |
2938 |
2953 |
2893 |
2909 |
-27 |
14,585 |
42,856 |
-1,817 |
Dec11 |
110808 |
2970 |
2989 |
2928 |
2945 |
-30 |
9,706 |
60,697 |
+3,243 |
Mar12 |
110808 |
3009 |
3021 |
2980 |
2999 |
-29 |
2,701 |
39,518 |
+87 |
May12 |
110808 |
2990 |
3024 |
2990 |
3010 |
-28 |
525 |
12,811 |
+33 |
Jul12 |
110808 |
3031 |
3031 |
3024 |
3024 |
-27 |
498 |
5,551 |
+264 |
Sep12 |
110808 |
3042 |
3042 |
3039 |
3039 |
-25 |
401 |
9,632 |
+92 |
Dec12 |
110808 |
3051 |
3051 |
3050 |
3050 |
-21 |
106 |
4,381 |
+100 |
Total Volume and Open Interest |
29,183 |
179,363 |
+2,539 |
Coffee "C"(ICE) |
Sep11 |
110808 |
236.95 |
237.00 |
231.35 |
234.20 |
-3.80 |
17,140 |
41,006 |
-1,994 |
Dec11 |
110808 |
240.90 |
240.90 |
235.30 |
237.95 |
-3.95 |
8,955 |
47,309 |
+1,427 |
Mar12 |
110808 |
244.15 |
244.15 |
238.15 |
240.85 |
-3.90 |
1,424 |
12,975 |
+374 |
May12 |
110808 |
247.00 |
247.00 |
240.00 |
242.60 |
-3.65 |
1,416 |
7,092 |
+1,107 |
Jul12 |
110808 |
242.35 |
243.10 |
240.65 |
243.10 |
-3.25 |
56 |
2,264 |
+9 |
Sep12 |
110808 |
240.10 |
242.65 |
240.05 |
242.65 |
-2.90 |
23 |
1,807 |
-2 |
Total Volume and Open Interest |
29,015 |
113,986 |
+921 |
Orange Juice(ICE) |
Sep11 |
110808 |
181.15 |
181.15 |
171.35 |
171.80 |
-9.35 |
3,301 |
21,761 |
-2,143 |
Nov11 |
110808 |
174.30 |
174.30 |
166.00 |
166.35 |
-7.90 |
1,122 |
11,061 |
+729 |
Jan12 |
110808 |
173.00 |
173.00 |
166.00 |
166.10 |
-6.65 |
105 |
1,859 |
-14 |
Mar12 |
110808 |
172.30 |
172.30 |
166.20 |
166.40 |
-7.25 |
40 |
459 |
-3 |
May12 |
110808 |
173.00 |
173.00 |
166.55 |
166.55 |
-7.10 |
4 |
286 |
+3 |
Jul12 |
110808 |
166.65 |
166.65 |
166.65 |
166.65 |
-6.50 |
0 |
132 |
+0 |
Total Volume and Open Interest |
4,572 |
35,569 |
-1,428 |
Sugar #11(ICE) |
Oct11 |
110808 |
27.38 |
27.46 |
26.38 |
26.98 |
-0.56 |
52,981 |
283,693 |
-2,862 |
Mar12 |
110808 |
26.39 |
26.46 |
25.38 |
25.95 |
-0.59 |
16,371 |
150,526 |
-118 |
May12 |
110808 |
25.21 |
25.34 |
24.23 |
24.78 |
-0.61 |
8,539 |
46,122 |
-118 |
Jul12 |
110808 |
24.52 |
24.52 |
23.49 |
24.00 |
-0.60 |
5,128 |
66,469 |
-338 |
Oct12 |
110808 |
23.70 |
23.94 |
23.05 |
23.55 |
-0.54 |
3,011 |
29,433 |
+33 |
Total Volume and Open Interest |
88,006 |
617,645 |
-2,684 |
London Cocoa(LCE) |
Sep11 |
110808 |
1838 |
1856 |
1823 |
1850 |
-2 |
4,407 |
70,105 |
-821 |
Dec11 |
110808 |
1864 |
1888 |
1858 |
1875 |
-6 |
2,405 |
51,808 |
+422 |
Mar12 |
110808 |
1882 |
1903 |
1882 |
1895 |
-5 |
1,019 |
40,788 |
+461 |
May12 |
110808 |
1895 |
1915 |
1892 |
1903 |
-6 |
239 |
13,941 |
-79 |
Jul12 |
110808 |
1900 |
1912 |
1900 |
1912 |
-5 |
154 |
6,661 |
+71 |
Sep12 |
110808 |
1908 |
1921 |
1908 |
1921 |
-5 |
30 |
4,854 |
+12 |
Dec12 |
110808 |
1923 |
1934 |
1923 |
1934 |
-5 |
0 |
8,019 |
+0 |
Total Volume and Open Interest |
8,254 |
197,082 |
+66 |
London Sugar(LCE) |
Oct11 |
110808 |
725.40 |
727.30 |
705.40 |
710.50 |
-19.60 |
3,795 |
23,360 |
-915 |
Dec11 |
110808 |
689.30 |
689.30 |
666.60 |
671.50 |
-19.70 |
525 |
7,675 |
+23 |
Mar12 |
110808 |
670.50 |
671.30 |
654.90 |
658.20 |
-20.30 |
314 |
9,777 |
-29 |
May12 |
110808 |
651.00 |
651.00 |
634.00 |
638.50 |
-21.00 |
69 |
3,282 |
-48 |
Aug12 |
110808 |
626.70 |
631.00 |
619.70 |
621.40 |
-20.90 |
43 |
1,986 |
+17 |
Total Volume and Open Interest |
4,778 |
47,677 |
-951 |
Cotton(ICE) |
Oct11 |
110808 |
100.43 |
103.41 |
98.50 |
99.01 |
-2.47 |
44 |
516 |
-1 |
Dec11 |
110808 |
101.40 |
101.50 |
97.58 |
97.72 |
-3.86 |
8,070 |
99,414 |
+2 |
Mar12 |
110808 |
98.49 |
99.08 |
95.12 |
95.39 |
-3.73 |
2,642 |
27,170 |
+433 |
May12 |
110808 |
97.78 |
98.56 |
94.79 |
95.21 |
-3.58 |
425 |
5,604 |
-189 |
Jul12 |
110808 |
97.10 |
97.65 |
94.50 |
94.76 |
-3.59 |
177 |
7,594 |
+94 |
Oct12 |
110808 |
95.67 |
95.67 |
95.67 |
95.67 |
-1.12 |
0 |
3 |
+0 |
Total Volume and Open Interest |
11,382 |
144,204 |
+338 |
Lumber(CME) |
Sep11 |
110808 |
220.7 |
222.5 |
213.9 |
222.0 |
-1.9 |
753 |
6,208 |
+154 |
Nov11 |
110808 |
229.5 |
231.1 |
223.8 |
225.2 |
-2.8 |
478 |
4,440 |
-48 |
Jan12 |
110808 |
252.7 |
252.7 |
250.0 |
250.0 |
-10.0 |
174 |
867 |
+30 |
Mar12 |
110808 |
265.1 |
269.8 |
262.2 |
264.3 |
-5.5 |
14 |
145 |
+0 |
Total Volume and Open Interest |
1,419 |
11,662 |
+136 |
Crude Oil(NYM) |
Sep11 |
110808 |
85.71 |
85.73 |
80.17 |
81.31 |
-5.57 |
535,941 |
345,637 |
-6,324 |
Oct11 |
110808 |
86.00 |
86.00 |
80.60 |
81.70 |
-5.60 |
132,502 |
124,783 |
+8,697 |
Nov11 |
110808 |
86.03 |
86.06 |
81.09 |
82.20 |
-5.60 |
64,148 |
97,661 |
+3,718 |
Dec11 |
110808 |
86.40 |
86.45 |
81.60 |
82.70 |
-5.59 |
118,336 |
204,432 |
+630 |
Jan12 |
110808 |
86.60 |
86.60 |
82.28 |
83.22 |
-5.56 |
14,927 |
54,758 |
+802 |
Feb12 |
110808 |
86.45 |
87.05 |
83.01 |
83.73 |
-5.53 |
7,071 |
24,045 |
+222 |
Mar12 |
110808 |
87.32 |
87.65 |
83.18 |
84.24 |
-5.51 |
8,365 |
39,722 |
+705 |
Apr12 |
110808 |
87.11 |
87.66 |
83.94 |
84.77 |
-5.47 |
5,792 |
23,914 |
+329 |
May12 |
110808 |
87.51 |
87.94 |
84.36 |
85.26 |
-5.46 |
6,912 |
21,265 |
+1,205 |
Jun12 |
110808 |
89.00 |
89.05 |
84.85 |
85.74 |
-5.43 |
28,511 |
82,934 |
-728 |
Jul12 |
110808 |
88.67 |
88.95 |
85.25 |
86.21 |
-5.41 |
3,804 |
30,529 |
+788 |
Aug12 |
110808 |
89.68 |
89.68 |
86.57 |
86.60 |
-5.38 |
2,852 |
16,023 |
-645 |
Sep12 |
110808 |
89.07 |
89.07 |
86.96 |
86.96 |
-5.36 |
3,005 |
17,373 |
-221 |
Oct12 |
110808 |
87.29 |
87.29 |
87.29 |
87.29 |
-5.34 |
1,406 |
13,672 |
-17 |
Nov12 |
110808 |
87.63 |
87.63 |
87.63 |
87.63 |
-5.32 |
1,550 |
20,064 |
-186 |
Dec12 |
110808 |
92.00 |
92.00 |
86.91 |
87.97 |
-5.30 |
45,885 |
143,011 |
-901 |
Total Volume and Open Interest |
1,006,201 |
1,546,127 |
+9,952 |
e-miNY Crude Oil(NYM) |
Aug11 |
110719 |
96.125 |
98.650 |
95.925 |
97.500 |
+1.575 |
5,608 |
3,447 |
-104 |
Sep11 |
110808 |
85.525 |
85.800 |
80.200 |
81.300 |
-5.575 |
16,485 |
4,787 |
+761 |
Oct11 |
110808 |
85.900 |
85.900 |
80.600 |
81.700 |
-5.600 |
1,284 |
793 |
+74 |
Nov11 |
110808 |
84.875 |
85.775 |
81.200 |
82.200 |
-5.600 |
146 |
294 |
+53 |
Dec11 |
110808 |
85.500 |
85.900 |
81.750 |
82.700 |
-5.600 |
181 |
514 |
+19 |
Jan12 |
110808 |
83.225 |
83.225 |
83.225 |
83.225 |
-5.550 |
3 |
14 |
+2 |
Feb12 |
110808 |
85.750 |
85.775 |
83.725 |
83.725 |
-5.525 |
2 |
5 |
+2 |
Mar12 |
110808 |
84.250 |
84.250 |
84.250 |
84.250 |
-5.500 |
0 |
10 |
+0 |
Apr12 |
110808 |
84.775 |
84.775 |
84.775 |
84.775 |
-5.475 |
0 |
1 |
+0 |
May12 |
110808 |
85.000 |
85.250 |
85.000 |
85.250 |
-5.475 |
0 |
1 |
+0 |
Total Volume and Open Interest |
18,121 |
6,612 |
+894 |
Heating Oil(NYM) |
Sep11 |
110808 |
293.50 |
293.50 |
278.30 |
280.17 |
-14.00 |
74,730 |
96,108 |
-1,950 |
Oct11 |
110808 |
293.80 |
293.80 |
279.35 |
281.14 |
-13.99 |
28,699 |
45,147 |
+3,675 |
Nov11 |
110808 |
291.00 |
291.17 |
280.88 |
282.41 |
-13.90 |
14,644 |
32,864 |
+1,771 |
Dec11 |
110808 |
291.84 |
293.74 |
282.00 |
283.65 |
-13.84 |
15,605 |
41,285 |
+1,443 |
Jan12 |
110808 |
291.36 |
293.07 |
283.44 |
284.98 |
-13.74 |
6,986 |
26,648 |
+2,266 |
Feb12 |
110808 |
293.00 |
293.89 |
283.58 |
285.09 |
-13.66 |
1,733 |
11,291 |
+467 |
Mar12 |
110808 |
291.89 |
292.24 |
282.81 |
284.30 |
-13.52 |
1,231 |
7,644 |
+210 |
Apr12 |
110808 |
289.34 |
290.41 |
281.94 |
282.47 |
-13.42 |
546 |
3,777 |
+20 |
May12 |
110808 |
289.34 |
289.34 |
280.00 |
280.85 |
-13.32 |
615 |
4,012 |
-17 |
Jun12 |
110808 |
291.95 |
291.95 |
278.00 |
280.37 |
-13.16 |
1,910 |
24,339 |
+480 |
Jul12 |
110808 |
289.34 |
289.76 |
280.00 |
281.37 |
-12.91 |
146 |
1,875 |
-2 |
Aug12 |
110808 |
290.00 |
290.00 |
282.72 |
282.72 |
-12.76 |
84 |
976 |
+15 |
Total Volume and Open Interest |
147,558 |
307,589 |
+8,401 |
Gasoline(NYMEX) |
Sep11 |
110808 |
280.30 |
280.30 |
266.81 |
269.16 |
-11.36 |
74,445 |
78,184 |
-8,537 |
Oct11 |
110808 |
268.95 |
268.95 |
253.03 |
255.15 |
-13.53 |
44,940 |
45,801 |
+2,366 |
Nov11 |
110808 |
261.10 |
261.27 |
252.11 |
252.65 |
-13.99 |
22,468 |
24,174 |
+1,831 |
Dec11 |
110808 |
259.00 |
261.18 |
249.50 |
251.54 |
-14.13 |
20,203 |
36,241 |
-726 |
Jan12 |
110808 |
257.43 |
260.14 |
251.31 |
251.95 |
-14.22 |
4,666 |
13,284 |
-54 |
Feb12 |
110808 |
260.99 |
261.33 |
252.03 |
253.30 |
-14.25 |
2,100 |
6,311 |
+347 |
Mar12 |
110808 |
262.40 |
262.40 |
254.39 |
255.03 |
-14.27 |
2,129 |
8,926 |
+144 |
Apr12 |
110808 |
267.12 |
267.12 |
265.43 |
267.12 |
-14.03 |
1,148 |
5,796 |
+334 |
May12 |
110808 |
274.85 |
275.50 |
266.18 |
267.48 |
-13.99 |
201 |
2,172 |
-24 |
Jun12 |
110808 |
272.00 |
274.84 |
265.90 |
267.29 |
-13.85 |
2,443 |
7,090 |
-195 |
Total Volume and Open Interest |
178,064 |
243,817 |
-3,358 |
e-miNY RBOB Gasoline(NYM) |
Sep11 |
110808 |
269.20 |
269.20 |
269.16 |
269.20 |
-11.30 |
1 |
1 |
+0 |
Oct11 |
110808 |
255.20 |
255.20 |
255.15 |
255.20 |
-13.50 |
0 |
1 |
+0 |
Nov11 |
110808 |
252.70 |
252.70 |
252.65 |
252.70 |
-13.90 |
|
|
|
Dec11 |
110808 |
251.50 |
251.54 |
251.50 |
251.50 |
-14.20 |
|
|
|
Total Volume and Open Interest |
1 |
4 |
+0 |
Natural Gas(NYM) |
Sep11 |
110808 |
3.911 |
3.972 |
3.855 |
3.935 |
-0.006 |
187,159 |
227,700 |
-7,901 |
Oct11 |
110808 |
3.933 |
3.988 |
3.876 |
3.957 |
-0.005 |
85,376 |
155,931 |
+9,089 |
Nov11 |
110808 |
4.086 |
4.149 |
4.031 |
4.115 |
+0.002 |
72,336 |
132,223 |
+11,164 |
Dec11 |
110808 |
4.298 |
4.366 |
4.253 |
4.340 |
+0.010 |
37,601 |
65,845 |
+10,726 |
Jan12 |
110808 |
4.400 |
4.464 |
4.364 |
4.439 |
+0.007 |
34,710 |
122,299 |
+4,495 |
Feb12 |
110808 |
4.393 |
4.469 |
4.384 |
4.441 |
+0.006 |
7,795 |
32,270 |
+2,093 |
Mar12 |
110808 |
4.360 |
4.438 |
4.336 |
4.414 |
+0.005 |
10,072 |
48,638 |
+457 |
Apr12 |
110808 |
4.320 |
4.393 |
4.302 |
4.371 |
+0.002 |
12,395 |
55,580 |
+998 |
May12 |
110808 |
4.359 |
4.417 |
4.353 |
4.397 |
+0.003 |
2,050 |
12,042 |
+186 |
Jun12 |
110808 |
4.388 |
4.451 |
4.385 |
4.430 |
+0.001 |
2,050 |
12,780 |
-153 |
Jul12 |
110808 |
4.444 |
4.486 |
4.444 |
4.470 |
-0.001 |
1,898 |
10,476 |
+695 |
Aug12 |
110808 |
4.448 |
4.505 |
4.448 |
4.497 |
-0.001 |
1,200 |
9,957 |
+269 |
Sep12 |
110808 |
4.477 |
4.521 |
4.477 |
4.503 |
-0.002 |
939 |
7,440 |
-35 |
Oct12 |
110808 |
4.511 |
4.552 |
4.511 |
4.536 |
-0.003 |
3,931 |
35,644 |
+288 |
Nov12 |
110808 |
4.694 |
4.715 |
4.694 |
4.703 |
-0.001 |
703 |
5,406 |
+75 |
Dec12 |
110808 |
4.885 |
4.955 |
4.885 |
4.945 |
-0.004 |
399 |
11,784 |
+80 |
Total Volume and Open Interest |
463,210 |
1,017,685 |
+33,030 |
Brent Crude Oil(ICE) |
Sep11 |
110808 |
108.50 |
108.50 |
102.70 |
103.74 |
-5.63 |
322,544 |
149,725 |
-15,910 |
Oct11 |
110808 |
106.20 |
107.96 |
102.74 |
103.78 |
-5.56 |
151,974 |
147,963 |
+3,229 |
Nov11 |
110808 |
107.00 |
107.81 |
102.86 |
103.87 |
-5.54 |
62,650 |
79,520 |
+7,476 |
Dec11 |
110808 |
107.19 |
107.86 |
102.89 |
103.93 |
-5.52 |
97,642 |
106,431 |
+7,318 |
Jan12 |
110808 |
106.63 |
107.83 |
103.08 |
103.98 |
-5.49 |
14,206 |
28,202 |
+1,421 |
Feb12 |
110808 |
107.13 |
107.48 |
103.05 |
104.00 |
-5.46 |
6,002 |
18,474 |
+112 |
Mar12 |
110808 |
106.65 |
107.46 |
103.04 |
104.00 |
-5.42 |
6,564 |
36,662 |
+832 |
Apr12 |
110808 |
107.02 |
107.44 |
103.41 |
103.99 |
-5.40 |
3,342 |
14,102 |
+139 |
May12 |
110808 |
107.07 |
107.43 |
103.42 |
104.01 |
-5.36 |
2,584 |
9,443 |
+24 |
Jun12 |
110808 |
107.06 |
107.47 |
102.97 |
103.98 |
-5.33 |
11,103 |
45,353 |
+1,380 |
Jul12 |
110808 |
103.98 |
103.98 |
103.98 |
103.98 |
-5.29 |
569 |
9,413 |
+26 |
Aug12 |
110808 |
103.93 |
103.93 |
103.93 |
103.93 |
-5.25 |
495 |
6,351 |
+251 |
Sep12 |
110808 |
103.84 |
103.84 |
103.84 |
103.84 |
-5.21 |
776 |
8,033 |
+182 |
Oct12 |
110808 |
103.72 |
103.72 |
103.72 |
103.72 |
-5.18 |
818 |
4,278 |
+429 |
Total Volume and Open Interest |
718,686 |
820,912 |
+8,471 |
Gas Oil(ICE) |
Aug11 |
110808 |
914.00 |
914.00 |
876.25 |
900.25 |
-12.25 |
74,988 |
34,639 |
-16,693 |
Sep11 |
110808 |
915.00 |
918.00 |
876.00 |
899.75 |
-12.75 |
169,412 |
153,048 |
+866 |
Oct11 |
110808 |
916.50 |
916.50 |
874.75 |
898.25 |
-13.25 |
67,945 |
81,251 |
+4,871 |
Nov11 |
110808 |
907.50 |
907.50 |
874.75 |
896.75 |
-13.50 |
29,793 |
42,512 |
+2,931 |
Dec11 |
110808 |
907.50 |
910.25 |
873.50 |
896.50 |
-13.75 |
41,271 |
54,942 |
-6,714 |
Jan12 |
110808 |
908.75 |
908.75 |
875.00 |
897.75 |
-13.75 |
12,308 |
40,845 |
-1,423 |
Feb12 |
110808 |
909.50 |
909.50 |
877.50 |
898.50 |
-13.50 |
2,363 |
13,713 |
+124 |
Mar12 |
110808 |
909.75 |
909.75 |
878.00 |
898.75 |
-13.00 |
1,604 |
14,887 |
+456 |
Apr12 |
110808 |
909.75 |
909.75 |
879.75 |
898.75 |
-12.75 |
805 |
9,137 |
+40 |
May12 |
110808 |
909.50 |
909.50 |
879.75 |
898.75 |
-12.25 |
1,419 |
8,134 |
+32 |
Total Volume and Open Interest |
420,358 |
553,820 |
-15,305 |
Ethanol(CBOT) |
Aug11 |
110803 |
2.836 |
2.836 |
2.800 |
2.800 |
-0.042 |
102 |
196 |
-79 |
Sep11 |
110808 |
2.685 |
2.689 |
2.655 |
2.665 |
-0.070 |
318 |
1,344 |
-89 |
Oct11 |
110808 |
2.585 |
2.591 |
2.568 |
2.575 |
-0.069 |
248 |
1,310 |
-55 |
Nov11 |
110808 |
2.550 |
2.555 |
2.528 |
2.534 |
-0.057 |
118 |
1,167 |
-41 |
Dec11 |
110808 |
2.527 |
2.535 |
2.513 |
2.519 |
-0.066 |
145 |
1,563 |
-35 |
Jan12 |
110808 |
2.507 |
2.518 |
2.482 |
2.484 |
-0.070 |
206 |
773 |
-92 |
Feb12 |
110808 |
2.494 |
2.494 |
2.492 |
2.492 |
-0.063 |
56 |
549 |
+28 |
Mar12 |
110808 |
2.498 |
2.498 |
2.474 |
2.488 |
-0.067 |
97 |
451 |
+37 |
Total Volume and Open Interest |
1,321 |
9,212 |
-184 |
WTI Crude Oil(ICE |
Sep11 |
110808 |
86.10 |
86.10 |
80.18 |
81.31 |
-5.57 |
129,759 |
73,024 |
+780 |
Oct11 |
110808 |
85.34 |
85.41 |
80.61 |
81.70 |
-5.60 |
33,565 |
39,972 |
-520 |
Nov11 |
110808 |
85.51 |
85.71 |
81.15 |
82.20 |
-5.60 |
18,302 |
24,512 |
-1,991 |
Dec11 |
110808 |
87.00 |
87.00 |
81.62 |
82.70 |
-5.59 |
39,342 |
89,732 |
-1,301 |
Jan12 |
110808 |
85.87 |
86.72 |
82.26 |
83.22 |
-5.56 |
4,817 |
19,319 |
-850 |
Feb12 |
110808 |
86.10 |
87.30 |
82.72 |
83.73 |
-5.53 |
3,434 |
5,558 |
-459 |
Mar12 |
110808 |
86.34 |
87.45 |
83.29 |
84.24 |
-5.51 |
3,352 |
16,162 |
-286 |
Apr12 |
110808 |
86.81 |
87.74 |
83.90 |
84.77 |
-5.47 |
1,846 |
4,719 |
+43 |
May12 |
110808 |
88.41 |
88.41 |
84.39 |
85.26 |
-5.46 |
1,554 |
4,030 |
+77 |
Jun12 |
110808 |
88.59 |
89.35 |
84.86 |
85.74 |
-5.43 |
7,805 |
28,213 |
-309 |
Jul12 |
110808 |
86.21 |
86.21 |
86.21 |
86.21 |
-5.41 |
745 |
4,752 |
-23 |
Aug12 |
110808 |
86.60 |
86.60 |
86.60 |
86.60 |
-5.38 |
366 |
1,480 |
+68 |
Sep12 |
110808 |
86.96 |
86.96 |
86.96 |
86.96 |
-5.36 |
242 |
5,131 |
+49 |
Oct12 |
110808 |
87.29 |
87.29 |
87.29 |
87.29 |
-5.34 |
55 |
1,183 |
+7 |
Nov12 |
110808 |
87.63 |
87.63 |
87.63 |
87.63 |
-5.32 |
138 |
2,539 |
-10 |
Dec12 |
110808 |
91.29 |
91.57 |
86.91 |
87.97 |
-5.30 |
11,238 |
44,880 |
-767 |
Total Volume and Open Interest |
260,575 |
446,587 |
-4,760 |
US Dollar Index(ICE) |
Sep11 |
110808 |
74.390 |
75.215 |
74.150 |
74.938 |
+0.135 |
56,639 |
57,388 |
-3,537 |
Dec11 |
110808 |
74.990 |
75.545 |
74.805 |
75.327 |
+0.115 |
152 |
712 |
+13 |
Mar12 |
110808 |
75.787 |
75.787 |
75.780 |
75.787 |
+0.115 |
0 |
1 |
+0 |
Total Volume and Open Interest |
56,791 |
58,101 |
-3,524 |
Australian Dollar(CME) |
Sep11 |
110808 |
103.98 |
104.13 |
101.26 |
101.57 |
-2.56 |
216,178 |
126,413 |
-3,338 |
Dec11 |
110808 |
102.76 |
103.11 |
100.57 |
100.58 |
-2.53 |
189 |
906 |
+39 |
Mar12 |
110808 |
99.75 |
102.21 |
99.75 |
99.75 |
-2.46 |
0 |
5 |
+0 |
Total Volume and Open Interest |
216,381 |
127,371 |
-3,297 |
British Pound(CME) |
Sep11 |
110808 |
164.41 |
164.86 |
162.90 |
163.48 |
-0.08 |
130,650 |
102,475 |
-1,523 |
Dec11 |
110808 |
164.54 |
164.60 |
163.06 |
163.33 |
-0.06 |
57 |
269 |
+18 |
Mar12 |
110808 |
163.20 |
163.26 |
163.20 |
163.20 |
-0.06 |
0 |
7 |
+0 |
Total Volume and Open Interest |
130,707 |
102,757 |
-1,505 |
Canadian Dollar(CME) |
Sep11 |
110808 |
101.62 |
102.13 |
100.45 |
100.64 |
-1.34 |
169,030 |
121,052 |
-5,601 |
Dec11 |
110808 |
101.50 |
101.90 |
100.35 |
100.50 |
-1.29 |
1,763 |
5,070 |
+780 |
Mar12 |
110808 |
101.00 |
101.67 |
100.40 |
100.44 |
-1.23 |
135 |
730 |
+55 |
Jun12 |
110808 |
100.60 |
101.49 |
100.27 |
100.34 |
-1.15 |
24 |
332 |
+18 |
Total Volume and Open Interest |
170,968 |
127,339 |
-4,737 |
Japanese Yen(CME) |
Sep11 |
110808 |
127.98 |
129.18 |
127.49 |
128.91 |
+1.36 |
367,240 |
127,281 |
-18,872 |
Dec11 |
110808 |
128.07 |
129.35 |
127.70 |
129.11 |
+1.41 |
1,180 |
1,128 |
-145 |
Mar12 |
110808 |
129.02 |
129.32 |
127.83 |
129.32 |
+1.49 |
0 |
44 |
+0 |
Total Volume and Open Interest |
368,422 |
128,474 |
-19,016 |
Swiss Franc(CME) |
Sep11 |
110808 |
131.85 |
133.75 |
130.48 |
132.42 |
+1.94 |
62,425 |
56,540 |
-570 |
Dec11 |
110808 |
132.05 |
133.83 |
130.72 |
132.65 |
+1.93 |
386 |
903 |
+89 |
Mar12 |
110808 |
132.90 |
132.90 |
130.91 |
132.90 |
+1.99 |
0 |
5 |
+0 |
Total Volume and Open Interest |
62,811 |
57,451 |
-481 |
EuroFX(CME) |
Sep11 |
110808 |
143.49 |
143.93 |
141.20 |
141.79 |
-0.71 |
577,693 |
183,588 |
-1,466 |
Dec11 |
110808 |
143.25 |
143.59 |
141.07 |
141.64 |
-0.60 |
767 |
2,080 |
+89 |
Mar12 |
110808 |
143.00 |
143.00 |
141.51 |
141.51 |
-0.52 |
26 |
392 |
-8 |
Total Volume and Open Interest |
578,487 |
186,897 |
-1,384 |
Mexican Peso(CME) |
Aug11 |
110808 |
811.8 |
832.8 |
811.8 |
811.8 |
-21.0 |
|
|
|
Sep11 |
110808 |
825.2 |
827.0 |
806.2 |
807.5 |
-21.0 |
80,926 |
120,898 |
-4,419 |
Total Volume and Open Interest |
80,969 |
121,244 |
-4,408 |
Brazilian Real(CME) |
Sep11 |
110808 |
620.00 |
622.50 |
614.00 |
619.60 |
-7.85 |
710 |
10,419 |
-273 |
Oct11 |
110808 |
616.35 |
624.10 |
616.35 |
616.35 |
-7.75 |
|
|
|
Nov11 |
110808 |
613.15 |
620.75 |
613.15 |
613.15 |
-7.60 |
|
|
|
Dec11 |
110808 |
609.90 |
617.45 |
609.90 |
609.90 |
-7.55 |
0 |
138 |
+0 |
Total Volume and Open Interest |
715 |
25,968 |
-273 |
30-Year T-Bonds(CBOT) |
Sep11 |
110808 |
131~220 |
135~160 |
131~110 |
135~090 |
+3~030 |
617,973 |
653,224 |
+8,469 |
Dec11 |
110808 |
130~020 |
134~050 |
129~300 |
133~310 |
+3~040 |
2,657 |
7,270 |
+1,328 |
Mar12 |
110808 |
129~000 |
132~170 |
129~000 |
132~170 |
+3~040 |
0 |
12 |
+0 |
Total Volume and Open Interest |
620,630 |
660,506 |
+9,797 |
10-Year T-Notes(CBOT) |
Sep11 |
110808 |
127~065 |
128~265 |
126~310 |
128~185 |
+1~170 |
2,089,575 |
1,850,668 |
-21,539 |
Dec11 |
110808 |
125~290 |
127~220 |
125~270 |
127~145 |
+1~185 |
8,223 |
19,572 |
+1,632 |
Mar12 |
110808 |
126~145 |
126~145 |
124~280 |
126~145 |
+1~185 |
|
|
|
Total Volume and Open Interest |
2,097,798 |
1,870,240 |
-19,907 |
5-Year T-Notes(CBOT) |
Sep11 |
110808 |
122~000 |
122~109 |
122~114 |
122~075 |
+0~081 |
1,031,318 |
1,444,870 |
-22,965 |
Dec11 |
110808 |
120~103 |
121~088 |
120~103 |
121~064 |
+0~086 |
2,286 |
3,570 |
+1,028 |
Mar12 |
110808 |
120~088 |
120~088 |
120~002 |
120~088 |
+0~086 |
|
|
|
Total Volume and Open Interest |
1,033,604 |
1,448,440 |
-21,937 |
2 Year T-Notes(CBOT) |
Sep11 |
110808 |
110~015 |
110~030 |
110~015 |
110~023 |
+0~010 |
414,412 |
1,075,783 |
+19,862 |
Dec11 |
110808 |
110~010 |
110~017 |
109~124 |
110~010 |
+0~014 |
748 |
2,506 |
+413 |
Mar12 |
110808 |
109~076 |
109~076 |
109~062 |
109~076 |
+0~014 |
|
|
|
Total Volume and Open Interest |
415,160 |
1,078,289 |
+20,275 |
Eurodollars(CME) |
Sep11 |
110808 |
99.635 |
99.650 |
99.570 |
99.595 |
-0.060 |
529,331 |
1,173,955 |
-20,968 |
Dec11 |
110808 |
99.570 |
99.585 |
99.485 |
99.505 |
-0.075 |
488,294 |
1,114,167 |
-58,019 |
Mar12 |
110808 |
99.555 |
99.570 |
99.490 |
99.510 |
-0.045 |
444,601 |
1,339,063 |
-5,630 |
Jun12 |
110808 |
99.520 |
99.560 |
99.480 |
99.505 |
-0.015 |
367,487 |
1,393,612 |
-21,220 |
Sep12 |
110808 |
99.465 |
99.515 |
99.440 |
99.470 |
+0.015 |
366,581 |
1,002,514 |
+16,819 |
Dec12 |
110808 |
99.330 |
99.425 |
99.330 |
99.375 |
+0.040 |
332,158 |
766,571 |
+8,753 |
Mar13 |
110808 |
99.130 |
99.330 |
99.130 |
99.280 |
+0.070 |
263,083 |
753,371 |
-1,525 |
Jun13 |
110808 |
99.050 |
99.205 |
99.050 |
99.160 |
+0.095 |
215,373 |
550,452 |
-4,167 |
Sep13 |
110808 |
98.870 |
99.055 |
98.870 |
99.000 |
+0.105 |
228,065 |
519,632 |
-4,312 |
Dec13 |
110808 |
98.660 |
98.855 |
98.660 |
98.795 |
+0.115 |
174,191 |
375,853 |
+3,522 |
Mar14 |
110808 |
98.450 |
98.650 |
98.450 |
98.585 |
+0.125 |
106,902 |
264,168 |
-2,905 |
Jun14 |
110808 |
98.210 |
98.425 |
98.185 |
98.355 |
+0.140 |
97,969 |
229,537 |
-956 |
Sep14 |
110808 |
97.940 |
98.190 |
97.940 |
98.125 |
+0.155 |
83,759 |
131,112 |
-3,939 |
Dec14 |
110808 |
97.760 |
97.945 |
97.730 |
97.885 |
+0.170 |
52,883 |
127,831 |
-1,513 |
Mar15 |
110808 |
97.525 |
97.715 |
97.500 |
97.665 |
+0.185 |
35,031 |
102,654 |
-1,854 |
Jun15 |
110808 |
5.565 |
5.735 |
5.510 |
5.700 |
+0.200 |
28,988 |
82,644 |
-1,658 |
Sep15 |
110808 |
5.355 |
5.515 |
5.285 |
5.490 |
+0.210 |
19,374 |
56,766 |
+118 |
Dec15 |
110808 |
5.115 |
5.320 |
5.070 |
5.285 |
+0.220 |
19,792 |
51,157 |
-998 |
Total Volume and Open Interest |
|
|
|
30 Day Federal Funds(CBOT) |
Aug11 |
110808 |
99.915 |
99.923 |
99.910 |
99.912 |
-0.005 |
14,024 |
93,554 |
-1,196 |
Sep11 |
110808 |
99.920 |
99.925 |
99.910 |
99.915 |
-0.005 |
20,568 |
55,868 |
-5,042 |
Oct11 |
110808 |
99.915 |
99.925 |
99.905 |
99.910 |
unch |
8,766 |
52,792 |
+383 |
Nov11 |
110808 |
99.915 |
99.925 |
99.905 |
99.910 |
unch |
10,760 |
49,597 |
+63 |
Dec11 |
110808 |
99.915 |
99.930 |
99.905 |
99.910 |
unch |
11,843 |
61,327 |
-2,284 |
Jan12 |
110808 |
99.910 |
99.925 |
99.900 |
99.905 |
+0.005 |
14,151 |
50,450 |
-3,094 |
Total Volume and Open Interest |
156,437 |
824,793 |
-16,117 |
30 Day Fed Funds(e-CBOT) |
3-Mth Euro-Yen(CME) |
Sep11 |
110808 |
99.680 |
99.680 |
99.680 |
99.680 |
+0.005 |
0 |
51 |
+0 |
Dec11 |
110808 |
99.683 |
99.683 |
99.683 |
99.683 |
+0.005 |
0 |
332 |
+206 |
Mar12 |
110808 |
99.690 |
99.690 |
99.690 |
99.690 |
+0.010 |
0 |
340 |
+260 |
Jun12 |
110808 |
99.688 |
99.688 |
99.688 |
99.688 |
+0.010 |
|
|
|
Sep12 |
110808 |
99.615 |
99.615 |
99.615 |
99.615 |
+0.010 |
|
|
|
Dec12 |
110808 |
99.675 |
99.675 |
99.675 |
99.675 |
+0.010 |
|
|
|
Mar13 |
110808 |
99.675 |
99.675 |
99.675 |
99.675 |
+0.010 |
|
|
|
Jun13 |
110808 |
99.630 |
99.630 |
99.630 |
99.630 |
+0.010 |
|
|
|
Sep13 |
110808 |
99.490 |
99.490 |
99.490 |
99.490 |
+0.010 |
|
|
|
Dec13 |
110808 |
99.350 |
99.350 |
99.350 |
99.350 |
+0.010 |
|
|
|
Total Volume and Open Interest |
0 |
723 |
+466 |
3-Mth Euro-Yen(SGX) |
Sep11 |
110808 |
99.68 |
99.68 |
99.68 |
99.68 |
+0.00 |
100 |
1,274 |
-100 |
Dec11 |
110808 |
99.68 |
99.68 |
99.68 |
99.68 |
+0.01 |
206 |
1,478 |
+0 |
Mar12 |
110808 |
99.69 |
99.69 |
99.69 |
99.69 |
+0.01 |
300 |
2,083 |
+260 |
Jun12 |
110808 |
99.69 |
99.69 |
99.69 |
99.69 |
+0.01 |
0 |
1,376 |
+0 |
Sep12 |
110808 |
99.61 |
99.61 |
99.61 |
99.61 |
+0.01 |
0 |
411 |
+0 |
Dec12 |
110808 |
99.68 |
99.68 |
99.68 |
99.68 |
+0.01 |
0 |
29 |
+0 |
Mar13 |
110808 |
99.68 |
99.68 |
99.68 |
99.68 |
+0.01 |
0 |
1 |
+0 |
Jun13 |
110808 |
99.63 |
99.63 |
99.63 |
99.63 |
+0.01 |
|
|
|
Total Volume and Open Interest |
607 |
6,653 |
+161 |
Japanese Gov't Bonds(SGX) |
Sep11 |
110808 |
142.23 |
142.45 |
141.70 |
142.34 |
+0.04 |
2,216 |
25,757 |
+155 |
Dec11 |
110808 |
141.97 |
141.97 |
141.97 |
141.97 |
+0.04 |
1 |
4 |
+1 |
Mar12 |
110808 |
139.88 |
139.88 |
139.88 |
139.88 |
+0.04 |
|
|
|
Total Volume and Open Interest |
2,217 |
25,761 |
+156 |
Euro-Bund(EUREX) |
Sep11 |
110808 |
131.60 |
133.70 |
130.57 |
133.08 |
+2.21 |
1,340,869 |
981,423 |
-4,489 |
Dec11 |
110808 |
130.07 |
132.25 |
129.38 |
131.63 |
+2.19 |
761 |
2,468 |
+511 |
Mar12 |
110808 |
132.08 |
132.08 |
132.08 |
132.08 |
+0.72 |
43 |
1 |
+0 |
Total Volume and Open Interest |
1,341,673 |
983,892 |
-3,978 |
Euro-Bobl(EUREX) |
Sep11 |
110808 |
120.37 |
121.50 |
119.97 |
121.16 |
+0.34 |
713,526 |
741,421 |
-1,962 |
Dec11 |
110808 |
119.77 |
120.15 |
119.77 |
120.11 |
+0.31 |
9 |
703 |
+2 |
Mar12 |
110808 |
120.16 |
120.16 |
120.16 |
120.16 |
+0.34 |
|
|
|
Total Volume and Open Interest |
713,535 |
742,124 |
-1,960 |
3-Mth Euribor(EUREX) |
Sep11 |
110808 |
98.600 |
98.680 |
98.600 |
98.645 |
+0.045 |
5 |
2,150 |
-1 |
Dec11 |
110808 |
98.690 |
98.790 |
98.690 |
98.790 |
+0.105 |
4 |
1,545 |
-4 |
Mar12 |
110808 |
98.805 |
98.830 |
98.805 |
98.830 |
+0.120 |
4 |
2,478 |
+4 |
Total Volume and Open Interest |
28 |
10,094 |
+7 |
Long Gilt(LIFFE) |
Sep11 |
110808 |
126~00 |
127~15 |
125~30 |
127~04 |
+0~18 |
130,411 |
355,800 |
-2,112 |
Dec11 |
110808 |
125~27 |
125~27 |
125~27 |
125~27 |
+0~18 |
0 |
1 |
+0 |
Total Volume and Open Interest |
130,411 |
355,801 |
-2,112 |
3-Mth Short Sterling(LIFFE) |
Sep11 |
110808 |
99.14 |
99.14 |
99.12 |
99.12 |
-0.01 |
40,115 |
407,322 |
+4,342 |
Dec11 |
110808 |
99.18 |
99.20 |
99.15 |
99.18 |
+0.01 |
61,606 |
530,754 |
+10,610 |
Mar12 |
110808 |
99.19 |
99.23 |
99.16 |
99.21 |
+0.03 |
47,227 |
444,846 |
-6,631 |
Jun12 |
110808 |
99.18 |
99.24 |
99.13 |
99.21 |
+0.05 |
43,423 |
296,643 |
-1,698 |
Sep12 |
110808 |
99.11 |
99.20 |
99.08 |
99.16 |
+0.06 |
56,110 |
291,235 |
-5,027 |
Dec12 |
110808 |
99.01 |
99.10 |
98.97 |
99.06 |
+0.06 |
53,635 |
259,244 |
-3,334 |
Total Volume and Open Interest |
426,117 |
2,688,024 |
+6,550 |
3-Mth Euribor(LIFFE) |
Sep11 |
110808 |
98.555 |
98.725 |
98.555 |
98.645 |
+0.035 |
260,604 |
742,621 |
+29,945 |
Dec11 |
110808 |
98.640 |
98.870 |
98.625 |
98.790 |
+0.065 |
338,797 |
615,656 |
-5,504 |
Mar12 |
110808 |
98.690 |
98.920 |
98.660 |
98.835 |
+0.090 |
325,336 |
520,953 |
+5,346 |
Total Volume and Open Interest |
1,988,946 |
3,774,582 |
+41,588 |
3-Mth Aus T-Bills(SFE) |
Sep11 |
110808 |
95.58 |
95.79 |
95.46 |
95.56 |
-0.08 |
67,439 |
257,424 |
+9,220 |
Dec11 |
110808 |
96.11 |
96.30 |
95.95 |
96.06 |
-0.08 |
98,586 |
287,895 |
+24,695 |
Mar12 |
110808 |
96.29 |
96.49 |
96.10 |
96.22 |
-0.07 |
36,782 |
167,662 |
+791 |
Jun12 |
110808 |
96.20 |
96.41 |
96.09 |
96.17 |
-0.06 |
10,816 |
86,886 |
-1,848 |
Sep12 |
110808 |
96.08 |
96.28 |
96.02 |
96.04 |
-0.11 |
3,792 |
58,268 |
+1,730 |
Dec12 |
110808 |
96.06 |
96.12 |
95.90 |
95.91 |
-0.16 |
2,599 |
36,445 |
+1,143 |
Mar13 |
110808 |
95.96 |
96.00 |
95.82 |
95.83 |
-0.17 |
1,533 |
36,976 |
+337 |
Jun13 |
110808 |
95.79 |
95.92 |
95.69 |
95.69 |
-0.22 |
1,472 |
16,259 |
+558 |
Sep13 |
110808 |
95.62 |
95.67 |
95.58 |
95.60 |
-0.22 |
87 |
3,012 |
-25 |
Dec13 |
110808 |
95.53 |
95.53 |
95.52 |
95.52 |
-0.22 |
215 |
1,656 |
+54 |
Total Volume and Open Interest |
223,321 |
952,626 |
+36,655 |
10-Year Aus T-Bonds(SFE) |
Sep11 |
110808 |
95.53 |
95.53 |
95.34 |
95.39 |
-0.14 |
93,325 |
485,709 |
+28,920 |
Dec11 |
110808 |
95.39 |
95.39 |
95.39 |
95.39 |
-0.14 |
|
|
|
Total Volume and Open Interest |
93,325 |
485,709 |
+28,920 |
3-Year Aus T-Bonds(SFE) |
Sep11 |
110808 |
96.31 |
96.42 |
96.03 |
96.14 |
-0.18 |
350,884 |
1,045,840 |
+59,097 |
Dec11 |
110808 |
96.14 |
96.14 |
96.14 |
96.14 |
-0.18 |
|
|
|
Total Volume and Open Interest |
350,884 |
1,045,840 |
+59,097 |
Gold(CMX) |
Aug11 |
110808 |
1679.1 |
1720.0 |
1678.1 |
1710.2 |
+61.4 |
1,952 |
4,185 |
-921 |
Oct11 |
110808 |
1678.7 |
1721.8 |
1678.7 |
1711.6 |
+61.4 |
21,381 |
24,381 |
-1,118 |
Dec11 |
110808 |
1681.7 |
1723.4 |
1681.7 |
1713.2 |
+61.4 |
310,247 |
378,571 |
-4,670 |
Feb12 |
110808 |
1680.9 |
1724.6 |
1680.9 |
1715.2 |
+61.7 |
7,900 |
15,695 |
+1,840 |
Apr12 |
110808 |
1690.0 |
1725.6 |
1690.0 |
1717.1 |
+62.1 |
1,175 |
6,793 |
+478 |
Jun12 |
110808 |
1690.0 |
1728.5 |
1690.0 |
1718.9 |
+62.3 |
725 |
15,160 |
+105 |
Aug12 |
110808 |
1690.0 |
1730.2 |
1690.0 |
1720.6 |
+62.3 |
127 |
5,505 |
-3 |
Oct12 |
110808 |
1696.1 |
1730.7 |
1696.1 |
1722.6 |
+62.3 |
43 |
4,169 |
+0 |
Dec12 |
110808 |
1699.0 |
1730.4 |
1697.8 |
1724.8 |
+62.2 |
410 |
12,138 |
-33 |
Feb13 |
110808 |
1727.1 |
1727.1 |
1727.1 |
1727.1 |
+62.2 |
5 |
1,583 |
+0 |
Apr13 |
110808 |
1725.0 |
1729.6 |
1725.0 |
1729.6 |
+62.2 |
146 |
345 |
+119 |
Jun13 |
110808 |
1732.5 |
1732.5 |
1732.5 |
1732.5 |
+62.2 |
320 |
11,596 |
+67 |
Total Volume and Open Interest |
353,015 |
521,070 |
-5,609 |
Silver(CMX) |
Sep11 |
110808 |
3882.5 |
4040.0 |
3832.0 |
3938.0 |
+116.9 |
113,358 |
58,069 |
-1,421 |
Dec11 |
110808 |
3892.0 |
4040.5 |
3841.0 |
3941.3 |
+117.2 |
13,837 |
31,406 |
+547 |
Mar12 |
110808 |
3887.0 |
4040.0 |
3860.0 |
3943.0 |
+117.6 |
814 |
5,575 |
-25 |
May12 |
110808 |
3900.0 |
4019.0 |
3900.0 |
3941.6 |
+118.0 |
141 |
1,925 |
+104 |
Jul12 |
110808 |
4038.0 |
4038.0 |
3940.7 |
3940.7 |
+117.9 |
109 |
1,889 |
-7 |
Sep12 |
110808 |
4015.5 |
4015.5 |
3938.1 |
3938.1 |
+117.9 |
34 |
303 |
+3 |
Dec12 |
110808 |
3875.0 |
4029.5 |
3861.0 |
3931.9 |
+117.8 |
95 |
8,313 |
-6 |
Total Volume and Open Interest |
128,622 |
119,241 |
-740 |
Platinum(NYMEX) |
Oct11 |
110808 |
1716.9 |
1732.9 |
1709.0 |
1723.6 |
+4.5 |
16,391 |
32,249 |
-1,327 |
Jan12 |
110808 |
1717.1 |
1730.8 |
1717.1 |
1726.9 |
+4.3 |
143 |
1,505 |
+94 |
Apr12 |
110808 |
1734.2 |
1735.8 |
1726.0 |
1730.0 |
+5.9 |
16 |
138 |
+9 |
Jul12 |
110808 |
1733.6 |
1733.6 |
1733.6 |
1733.6 |
+6.2 |
1 |
11 |
-1 |
Total Volume and Open Interest |
16,551 |
33,904 |
-1,225 |
Palladium(NYMEX) |
Sep11 |
110808 |
743.50 |
743.50 |
713.00 |
728.50 |
-13.25 |
12,638 |
20,893 |
-2,069 |
Dec11 |
110808 |
714.55 |
740.00 |
714.55 |
729.95 |
-13.25 |
317 |
2,236 |
+114 |
Mar12 |
110808 |
78.39 |
78.39 |
75.74 |
75.74 |
-13.25 |
7 |
71 |
+0 |
Total Volume and Open Interest |
12,964 |
23,201 |
-1,954 |
Copper(CMX) |
Sep11 |
110808 |
405.90 |
412.50 |
392.25 |
396.15 |
-15.55 |
53,999 |
75,315 |
-4,687 |
Dec11 |
110808 |
409.15 |
414.65 |
394.60 |
398.45 |
-15.55 |
8,233 |
47,598 |
+647 |
Mar12 |
110808 |
410.75 |
412.95 |
396.20 |
400.05 |
-15.50 |
859 |
16,212 |
+82 |
May12 |
110808 |
413.55 |
413.65 |
399.15 |
400.85 |
-15.35 |
105 |
2,625 |
+11 |
Jul12 |
110808 |
413.55 |
414.75 |
398.40 |
401.25 |
-14.90 |
19 |
1,078 |
+4 |
Total Volume and Open Interest |
63,820 |
149,993 |
-4,343 |
DJIA Index(CBOT) |
Sep11 |
110808 |
11187 |
11302 |
10715 |
10726 |
-676 |
656 |
17,336 |
+101 |
Dec11 |
110808 |
11110 |
11110 |
10653 |
10653 |
-677 |
0 |
91 |
+0 |
Mar12 |
110808 |
10584 |
11261 |
10584 |
10584 |
-677 |
|
|
|
Jun12 |
110808 |
10514 |
11191 |
10514 |
10514 |
-677 |
|
|
|
Total Volume and Open Interest |
656 |
17,427 |
+101 |
Mini DJIA Index(CBOT) |
Sep11 |
110808 |
11159 |
11321 |
10705 |
10726 |
-676 |
269,118 |
101,227 |
-771 |
Dec11 |
110808 |
11100 |
11230 |
10647 |
10653 |
-677 |
234 |
490 |
+18 |
Mar12 |
110808 |
10870 |
10870 |
10584 |
10584 |
-677 |
1 |
13 |
+1 |
Jun12 |
110808 |
10514 |
10514 |
10514 |
10514 |
-677 |
|
|
|
Total Volume and Open Interest |
269,353 |
101,730 |
-752 |
S & P 500(CME) |
Sep11 |
110808 |
1169.70 |
1189.00 |
1110.00 |
1111.30 |
-86.50 |
33,749 |
296,292 |
+10,969 |
Dec11 |
110808 |
1158.00 |
1170.50 |
1105.00 |
1105.50 |
-86.50 |
387 |
12,053 |
+170 |
Mar12 |
110808 |
1099.90 |
1101.40 |
1099.40 |
1099.90 |
-86.50 |
25 |
43 |
+29 |
Jun12 |
110808 |
1153.00 |
1159.00 |
1094.20 |
1094.70 |
-86.50 |
59 |
24 |
+3 |
Total Volume and Open Interest |
34,220 |
308,412 |
+11,171 |
S & P 500 E-Mini(Globex) |
Sep11 |
110808 |
1167.25 |
1189.00 |
1109.50 |
1111.25 |
-86.50 |
5,039,775 |
2,960,288 |
+122,334 |
Dec11 |
110808 |
1163.50 |
1182.75 |
1104.00 |
1105.50 |
-86.50 |
12,883 |
34,517 |
+6,601 |
Total Volume and Open Interest |
5,052,808 |
2,995,157 |
+129,012 |
NASDAQ 100(CME) |
Sep11 |
110808 |
2155.50 |
2170.00 |
2031.00 |
2038.00 |
-149.00 |
3,217 |
16,139 |
-1,017 |
Dec11 |
110808 |
2100.00 |
2112.00 |
2030.00 |
2032.50 |
-149.00 |
0 |
10 |
+0 |
Mar12 |
110808 |
2029.30 |
2038.30 |
2029.30 |
2029.30 |
-149.00 |
|
|
|
Total Volume and Open Interest |
3,217 |
16,149 |
-1,017 |
NASDAQ 100 E-Mini(Globex) |
Sep11 |
110808 |
2145.00 |
2170.80 |
2031.50 |
2038.00 |
-149.00 |
536,231 |
326,518 |
-10,037 |
Dec11 |
110808 |
2131.00 |
2163.80 |
2028.30 |
2032.50 |
-149.00 |
823 |
5,593 |
+364 |
Total Volume and Open Interest |
537,054 |
332,119 |
-9,673 |
S & P Midcap 400(CME) |
Sep11 |
110808 |
805.00 |
809.60 |
760.00 |
771.10 |
-72.20 |
399 |
3,203 |
+292 |
Dec11 |
110808 |
767.80 |
767.80 |
767.80 |
767.80 |
-73.30 |
|
|
|
Mar12 |
110808 |
766.10 |
766.10 |
766.10 |
766.10 |
-73.30 |
|
|
|
Total Volume and Open Interest |
399 |
3,203 |
+292 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Sep11 |
110808 |
9150 |
9260 |
8705 |
8745 |
-595 |
22,770 |
33,664 |
-1,858 |
Dec11 |
110808 |
9120 |
9195 |
8695 |
8720 |
-590 |
8 |
6 |
+3 |
Total Volume and Open Interest |
22,778 |
33,670 |
-1,855 |
Nikkei 225(SGX) |
Sep11 |
110808 |
9265 |
9445 |
9050 |
9155 |
-115 |
170,359 |
209,665 |
+7,276 |
Dec11 |
110808 |
9230 |
9380 |
9000 |
9120 |
-100 |
69 |
8,337 |
+32 |
Mar12 |
110808 |
9090 |
9090 |
9090 |
9090 |
-115 |
0 |
10 |
+0 |
Total Volume and Open Interest |
170,592 |
231,185 |
+7,387 |
CAC 40(EURONEXT) |
Aug11 |
110808 |
3201.5 |
3335.0 |
3017.5 |
3126.5 |
-154.0 |
352,799 |
392,232 |
+51,096 |
Sep11 |
110808 |
3252.5 |
3331.0 |
3037.0 |
3123.0 |
-154.5 |
52,686 |
58,120 |
-18,507 |
Oct11 |
110808 |
3122.0 |
3122.0 |
3122.0 |
3122.0 |
-154.0 |
0 |
5 |
+0 |
Total Volume and Open Interest |
405,494 |
450,390 |
+32,590 |
Hang Seng Index(HKFE) |
Aug11 |
110808 |
20220 |
20514 |
19967 |
20390 |
-351 |
85,392 |
90,551 |
+628 |
Sep11 |
110808 |
20142 |
20416 |
19887 |
20294 |
-356 |
1,142 |
5,768 |
+179 |
Total Volume and Open Interest |
86,768 |
100,401 |
+835 |
DAX(EUREX) |
Sep11 |
110808 |
6081.5 |
6283.5 |
5717.5 |
5962.5 |
-295.0 |
307,791 |
164,404 |
+3,678 |
Dec11 |
110808 |
5941.0 |
6290.0 |
5745.5 |
5982.0 |
-297.0 |
1,857 |
9,031 |
+246 |
Mar12 |
110808 |
6285.0 |
6285.0 |
5767.0 |
6002.5 |
-298.0 |
281 |
691 |
+99 |
Total Volume and Open Interest |
309,929 |
174,126 |
+4,023 |
FT-SE 100(EURONEXT) |
Sep11 |
110808 |
5188.50 |
5277.50 |
4850.00 |
5075.00 |
-155.00 |
184,780 |
626,433 |
+318 |
Dec11 |
110808 |
5098.50 |
5169.00 |
4916.00 |
5048.50 |
-154.50 |
40 |
833 |
+4 |
Mar12 |
110808 |
5009.00 |
5009.00 |
5009.00 |
5009.00 |
-159.50 |
0 |
163 |
+0 |
Total Volume and Open Interest |
184,820 |
627,545 |
+322 |
SPI 200(SFE) |
Sep11 |
110808 |
4045.0 |
4111.0 |
3933.0 |
3953.0 |
-97.0 |
93,754 |
269,111 |
+32,625 |
Dec11 |
110808 |
4058.0 |
4114.0 |
3947.0 |
3960.0 |
-102.0 |
338 |
6,357 |
+126 |
Mar12 |
110808 |
3972.0 |
4010.0 |
3944.0 |
3944.0 |
-102.0 |
5 |
1,681 |
-121 |
Total Volume and Open Interest |
94,435 |
281,763 |
+32,866 |
GSCI(CME) |
Aug11 |
110808 |
627.00 |
627.00 |
617.00 |
617.00 |
-28.00 |
244 |
9,087 |
+7 |
Sep11 |
110808 |
629.00 |
629.00 |
618.55 |
618.55 |
-28.50 |
82 |
94 |
+60 |
Oct11 |
110808 |
630.30 |
630.30 |
620.00 |
620.00 |
-28.00 |
|
|
|
Total Volume and Open Interest |
326 |
9,181 |
+67 |
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. |
|
|