|
MRCI's End of Day Prices |
Daily Futures Price Listing Tue August 09, 2011 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Aug11 |
110809 |
1300.00 |
1320.00 |
1286.00 |
1298.75 |
-10.50 |
1,774 |
1,791 |
-892 |
Sep11 |
110809 |
1300.25 |
1315.25 |
1276.50 |
1293.25 |
-11.25 |
22,473 |
42,665 |
+291 |
Nov11 |
110809 |
1306.75 |
1322.75 |
1282.00 |
1299.75 |
-11.75 |
113,987 |
296,730 |
-4,371 |
Jan12 |
110809 |
1316.25 |
1332.75 |
1293.25 |
1311.00 |
-11.75 |
13,251 |
55,314 |
+861 |
Mar12 |
110809 |
1325.75 |
1337.00 |
1298.75 |
1318.00 |
-11.50 |
5,715 |
29,343 |
+216 |
May12 |
110809 |
1327.75 |
1340.00 |
1299.25 |
1321.75 |
-10.50 |
8,476 |
35,209 |
+787 |
Jul12 |
110809 |
1330.00 |
1342.50 |
1303.75 |
1325.00 |
-10.50 |
3,297 |
19,535 |
-73 |
Total Volume and Open Interest |
169,854 |
506,090 |
-3,153 |
Soybean Meal(CBOT) |
Aug11 |
110809 |
339.00 |
344.70 |
338.00 |
338.00 |
-2.10 |
2,263 |
2,387 |
-780 |
Sep11 |
110809 |
342.00 |
346.50 |
337.60 |
339.40 |
-2.30 |
14,036 |
36,612 |
-345 |
Oct11 |
110809 |
343.00 |
347.80 |
338.00 |
340.30 |
-2.80 |
3,732 |
16,133 |
-288 |
Dec11 |
110809 |
346.50 |
351.60 |
341.00 |
343.60 |
-2.90 |
37,983 |
83,377 |
-791 |
Jan12 |
110809 |
348.70 |
353.30 |
345.10 |
345.90 |
-2.80 |
1,216 |
7,637 |
+172 |
Mar12 |
110809 |
352.00 |
355.70 |
346.80 |
348.90 |
-2.50 |
1,258 |
6,116 |
+22 |
May12 |
110809 |
352.00 |
356.50 |
348.30 |
349.60 |
-2.50 |
1,782 |
9,403 |
+185 |
Jul12 |
110809 |
353.10 |
357.20 |
347.20 |
350.20 |
-2.50 |
704 |
3,157 |
+158 |
Total Volume and Open Interest |
62,997 |
169,089 |
-1,662 |
Soybean Oil(CBOT) |
Aug11 |
110809 |
53.00 |
54.06 |
52.57 |
53.03 |
-0.79 |
504 |
504 |
-213 |
Sep11 |
110809 |
53.90 |
54.39 |
52.63 |
53.13 |
-0.79 |
20,346 |
47,233 |
+105 |
Oct11 |
110809 |
54.04 |
54.41 |
52.87 |
53.30 |
-0.79 |
5,630 |
24,368 |
+916 |
Dec11 |
110809 |
54.34 |
54.88 |
53.15 |
53.62 |
-0.82 |
64,771 |
143,396 |
-4,952 |
Jan12 |
110809 |
54.61 |
54.95 |
53.54 |
53.91 |
-0.82 |
3,978 |
25,861 |
+771 |
Mar12 |
110809 |
55.03 |
55.47 |
53.84 |
54.23 |
-0.80 |
1,739 |
15,428 |
+445 |
May12 |
110809 |
55.20 |
55.28 |
54.12 |
54.47 |
-0.76 |
1,363 |
9,401 |
+145 |
Jul12 |
110809 |
55.30 |
55.64 |
54.12 |
54.67 |
-0.73 |
581 |
5,106 |
+45 |
Total Volume and Open Interest |
99,110 |
274,541 |
-2,649 |
Canola(WCE) |
Nov11 |
110809 |
542.9 |
545.6 |
532.2 |
541.3 |
-1.6 |
11,216 |
117,523 |
-668 |
Jan12 |
110809 |
552.0 |
553.7 |
542.3 |
549.5 |
-1.3 |
3,497 |
24,601 |
+1,199 |
Mar12 |
110809 |
553.0 |
557.8 |
550.0 |
554.4 |
-0.6 |
2,164 |
7,324 |
+1,452 |
May12 |
110809 |
555.6 |
561.3 |
555.2 |
558.1 |
unch |
738 |
6,466 |
+300 |
Jul12 |
110809 |
559.6 |
563.1 |
558.7 |
561.0 |
+0.5 |
205 |
3,802 |
+31 |
Total Volume and Open Interest |
17,820 |
161,465 |
+2,314 |
Corn(CBOT) |
Sep11 |
110809 |
673.00 |
687.75 |
658.50 |
678.25 |
+3.00 |
104,989 |
258,957 |
-22,736 |
Dec11 |
110809 |
683.75 |
697.50 |
668.75 |
688.50 |
+2.50 |
211,891 |
618,961 |
+21,812 |
Mar12 |
110809 |
697.50 |
710.50 |
682.25 |
702.00 |
+2.50 |
30,400 |
147,570 |
+5,996 |
May12 |
110809 |
702.25 |
714.75 |
690.00 |
707.50 |
+2.50 |
6,201 |
32,776 |
-283 |
Jul12 |
110809 |
705.00 |
717.75 |
693.25 |
710.25 |
+2.00 |
7,695 |
71,330 |
-375 |
Sep12 |
110809 |
658.00 |
670.50 |
649.25 |
661.00 |
+2.25 |
926 |
11,901 |
+65 |
Total Volume and Open Interest |
368,026 |
1,248,448 |
+5,308 |
Wheat(CBOT) |
Sep11 |
110809 |
650.50 |
687.25 |
643.25 |
671.75 |
+15.25 |
62,559 |
116,259 |
-10,064 |
Dec11 |
110809 |
689.00 |
719.75 |
681.75 |
703.75 |
+9.00 |
51,354 |
172,481 |
+4,733 |
Mar12 |
110809 |
726.00 |
751.75 |
718.25 |
740.75 |
+8.25 |
11,296 |
57,064 |
+2,461 |
May12 |
110809 |
746.25 |
765.75 |
735.75 |
760.25 |
+9.25 |
2,429 |
11,658 |
+469 |
Jul12 |
110809 |
751.50 |
773.75 |
745.00 |
766.00 |
+7.25 |
3,533 |
48,847 |
+780 |
Total Volume and Open Interest |
132,075 |
431,953 |
-1,648 |
Wheat(KCBT) |
Sep11 |
110809 |
753.50 |
779.75 |
745.50 |
763.00 |
+7.75 |
16,567 |
61,843 |
+61,843 |
Dec11 |
110809 |
775.00 |
802.00 |
769.75 |
786.75 |
+8.50 |
14,425 |
62,598 |
+62,598 |
Mar12 |
110809 |
791.00 |
816.25 |
786.00 |
801.50 |
+8.25 |
2,465 |
21,648 |
+21,648 |
May12 |
110809 |
797.25 |
817.00 |
789.00 |
806.75 |
+7.50 |
149 |
3,435 |
+3,435 |
Jul12 |
110809 |
793.25 |
817.50 |
790.50 |
801.50 |
+6.25 |
2,773 |
17,495 |
+17,495 |
Total Volume and Open Interest |
36,468 |
170,211 |
-1,270 |
Wheat(MGE) |
Sep11 |
110809 |
802.75 |
828.00 |
798.50 |
816.75 |
+11.50 |
1,488 |
15,821 |
+28 |
Dec11 |
110809 |
810.00 |
833.00 |
801.50 |
821.25 |
+10.75 |
1,473 |
19,997 |
-146 |
Mar12 |
110809 |
817.50 |
840.25 |
810.00 |
830.75 |
+11.50 |
874 |
6,577 |
+138 |
May12 |
110809 |
819.50 |
845.50 |
815.75 |
837.25 |
+11.50 |
309 |
3,263 |
+22 |
Jul12 |
110809 |
825.25 |
850.25 |
823.00 |
843.50 |
+12.75 |
362 |
4,668 |
+7 |
Total Volume and Open Interest |
4,668 |
54,195 |
+5 |
Oats(CBOT) |
Sep11 |
110809 |
330.00 |
337.25 |
323.00 |
334.00 |
+4.25 |
206 |
1,966 |
-39 |
Dec11 |
110809 |
341.00 |
348.00 |
334.00 |
345.00 |
+3.50 |
569 |
9,634 |
+138 |
Mar12 |
110809 |
347.50 |
358.50 |
345.50 |
356.00 |
+3.50 |
53 |
898 |
+47 |
May12 |
110809 |
364.00 |
364.25 |
359.50 |
363.00 |
+3.50 |
0 |
27 |
+0 |
Total Volume and Open Interest |
829 |
12,555 |
+147 |
Rough Rice(CBOT) |
Sep11 |
110809 |
16.34 |
16.77 |
16.20 |
16.77 |
+0.50 |
1,002 |
7,951 |
-207 |
Nov11 |
110809 |
16.60 |
17.08 |
16.51 |
17.08 |
+0.50 |
663 |
7,886 |
-13 |
Jan12 |
110809 |
16.86 |
17.36 |
16.86 |
17.36 |
+0.50 |
8 |
765 |
+5 |
Mar12 |
110809 |
17.10 |
17.62 |
17.09 |
17.62 |
+0.50 |
2 |
794 |
-2 |
Total Volume and Open Interest |
1,676 |
17,548 |
-217 |
Live Cattle(CME) |
Aug11 |
110809 |
113.500 |
114.900 |
112.930 |
114.730 |
+0.630 |
17,059 |
23,823 |
-5,089 |
Oct11 |
110809 |
117.600 |
118.750 |
116.430 |
117.830 |
+0.230 |
22,984 |
134,168 |
-636 |
Dec11 |
110809 |
119.400 |
120.600 |
118.250 |
119.900 |
+0.350 |
9,370 |
89,704 |
-237 |
Feb12 |
110809 |
122.135 |
123.430 |
121.000 |
123.135 |
+0.385 |
5,532 |
34,561 |
+940 |
Apr12 |
110809 |
124.300 |
125.600 |
123.180 |
125.400 |
+0.650 |
2,763 |
18,942 |
+716 |
Jun12 |
110809 |
121.330 |
122.680 |
120.600 |
122.650 |
+0.450 |
593 |
8,466 |
+234 |
Total Volume and Open Interest |
58,429 |
311,037 |
-4,051 |
Feeder Cattle(CME) |
Aug11 |
110809 |
132.380 |
134.050 |
131.250 |
133.235 |
+0.660 |
1,453 |
7,002 |
-715 |
Sep11 |
110809 |
133.500 |
135.400 |
132.350 |
134.750 |
+1.100 |
3,657 |
9,413 |
-554 |
Oct11 |
110809 |
134.325 |
136.500 |
133.150 |
135.700 |
+1.215 |
4,042 |
10,274 |
+56 |
Nov11 |
110809 |
135.150 |
137.400 |
134.325 |
137.185 |
+1.185 |
877 |
4,411 |
+145 |
Jan12 |
110809 |
136.050 |
138.000 |
135.050 |
137.400 |
+1.000 |
654 |
2,786 |
+145 |
Mar12 |
110809 |
136.200 |
138.200 |
135.535 |
137.850 |
+1.100 |
116 |
816 |
+53 |
Apr12 |
110809 |
136.950 |
139.000 |
136.400 |
139.000 |
+0.950 |
31 |
191 |
+21 |
Total Volume and Open Interest |
10,834 |
35,046 |
-849 |
Lean Hogs(CME) |
Aug11 |
110809 |
105.200 |
105.900 |
104.550 |
105.400 |
+0.470 |
4,348 |
13,972 |
-789 |
Oct11 |
110809 |
90.500 |
90.930 |
88.550 |
89.135 |
-1.195 |
12,743 |
98,863 |
-247 |
Dec11 |
110809 |
87.180 |
87.635 |
85.535 |
85.850 |
-1.250 |
7,848 |
72,438 |
+131 |
Feb12 |
110809 |
89.900 |
90.250 |
88.330 |
88.680 |
-1.220 |
4,143 |
36,221 |
+644 |
Apr12 |
110809 |
91.900 |
92.250 |
90.500 |
91.135 |
-1.095 |
2,848 |
23,055 |
+562 |
May12 |
110809 |
94.885 |
95.230 |
94.180 |
94.700 |
-1.700 |
11 |
966 |
+2 |
Jun12 |
110809 |
97.285 |
97.480 |
95.930 |
96.535 |
-0.945 |
624 |
11,885 |
+212 |
Jul12 |
110809 |
95.750 |
96.150 |
94.750 |
94.850 |
-1.050 |
89 |
3,685 |
+41 |
Total Volume and Open Interest |
32,755 |
264,272 |
+634 |
Class III Milk(CME) |
Aug11 |
110809 |
21.55 |
21.65 |
21.50 |
21.56 |
+0.01 |
136 |
6,380 |
-27 |
Sep11 |
110809 |
20.16 |
20.32 |
20.00 |
20.17 |
-0.11 |
570 |
6,361 |
+55 |
Oct11 |
110809 |
18.95 |
19.10 |
18.76 |
18.95 |
-0.10 |
415 |
5,151 |
-51 |
Nov11 |
110809 |
18.20 |
18.38 |
18.16 |
18.38 |
+0.01 |
143 |
4,111 |
-19 |
Dec11 |
110809 |
17.40 |
17.67 |
17.36 |
17.58 |
+0.09 |
100 |
3,640 |
+21 |
Total Volume and Open Interest |
1,906 |
33,280 |
-6,459 |
Cocoa(ICE) |
Sep11 |
110809 |
2925 |
2955 |
2901 |
2906 |
-3 |
18,619 |
37,651 |
-5,205 |
Dec11 |
110809 |
2945 |
2991 |
2936 |
2943 |
-2 |
14,952 |
64,363 |
+3,666 |
Mar12 |
110809 |
3017 |
3035 |
2987 |
2995 |
-4 |
3,321 |
38,840 |
-678 |
May12 |
110809 |
3017 |
3034 |
2997 |
3006 |
-4 |
315 |
12,820 |
+9 |
Jul12 |
110809 |
3048 |
3048 |
3010 |
3020 |
-4 |
279 |
5,677 |
+126 |
Sep12 |
110809 |
3019 |
3032 |
3019 |
3032 |
-7 |
328 |
9,697 |
+65 |
Dec12 |
110809 |
3046 |
3046 |
3046 |
3046 |
-4 |
197 |
4,574 |
+193 |
Total Volume and Open Interest |
38,011 |
177,539 |
-1,824 |
Coffee "C"(ICE) |
Sep11 |
110809 |
233.60 |
238.10 |
232.60 |
234.75 |
+0.55 |
24,879 |
37,385 |
-3,621 |
Dec11 |
110809 |
236.50 |
241.80 |
236.20 |
238.50 |
+0.55 |
14,876 |
48,378 |
+1,069 |
Mar12 |
110809 |
239.50 |
244.35 |
239.50 |
241.35 |
+0.50 |
2,635 |
13,665 |
+690 |
May12 |
110809 |
242.00 |
246.00 |
241.35 |
243.15 |
+0.55 |
623 |
7,109 |
+17 |
Jul12 |
110809 |
242.00 |
244.80 |
241.35 |
243.50 |
+0.40 |
280 |
2,325 |
+61 |
Sep12 |
110809 |
241.10 |
244.10 |
240.45 |
243.00 |
+0.35 |
97 |
1,801 |
-6 |
Total Volume and Open Interest |
43,413 |
112,194 |
-1,792 |
Orange Juice(ICE) |
Sep11 |
110809 |
171.80 |
177.20 |
168.20 |
168.35 |
-3.45 |
4,162 |
19,447 |
-2,314 |
Nov11 |
110809 |
168.75 |
171.25 |
162.60 |
162.75 |
-3.60 |
1,390 |
11,512 |
+451 |
Jan12 |
110809 |
167.70 |
171.00 |
163.00 |
163.05 |
-3.05 |
391 |
1,977 |
+118 |
Mar12 |
110809 |
171.00 |
171.00 |
163.25 |
163.35 |
-3.05 |
59 |
499 |
+40 |
May12 |
110809 |
164.20 |
164.60 |
163.55 |
163.55 |
-3.00 |
13 |
289 |
+3 |
Jul12 |
110809 |
165.50 |
165.95 |
164.50 |
164.50 |
-2.15 |
0 |
132 |
+0 |
Total Volume and Open Interest |
6,015 |
33,867 |
-1,702 |
Sugar #11(ICE) |
Oct11 |
110809 |
26.97 |
28.34 |
26.50 |
27.49 |
+0.51 |
43,322 |
278,466 |
-5,227 |
Mar12 |
110809 |
25.98 |
27.00 |
25.51 |
26.23 |
+0.28 |
16,669 |
149,301 |
-1,225 |
May12 |
110809 |
24.78 |
25.56 |
24.39 |
24.92 |
+0.14 |
7,066 |
45,102 |
-1,020 |
Jul12 |
110809 |
24.10 |
24.63 |
23.66 |
24.04 |
+0.04 |
6,919 |
65,331 |
-1,138 |
Oct12 |
110809 |
23.68 |
24.04 |
23.20 |
23.46 |
-0.09 |
2,989 |
28,778 |
-655 |
Total Volume and Open Interest |
78,988 |
608,670 |
-8,975 |
London Cocoa(LCE) |
Sep11 |
110809 |
1854 |
1868 |
1845 |
1865 |
+15 |
10,098 |
66,202 |
-3,903 |
Dec11 |
110809 |
1881 |
1887 |
1865 |
1878 |
+3 |
9,961 |
55,197 |
+3,389 |
Mar12 |
110809 |
1895 |
1906 |
1885 |
1897 |
+2 |
2,051 |
41,743 |
+955 |
May12 |
110809 |
1903 |
1911 |
1896 |
1907 |
+4 |
306 |
14,004 |
+63 |
Jul12 |
110809 |
1905 |
1917 |
1898 |
1916 |
+4 |
110 |
6,666 |
+5 |
Sep12 |
110809 |
1916 |
1933 |
1907 |
1926 |
+5 |
46 |
4,856 |
+2 |
Dec12 |
110809 |
1947 |
1947 |
1934 |
1938 |
+4 |
535 |
8,488 |
+469 |
Total Volume and Open Interest |
23,107 |
198,062 |
+980 |
London Sugar(LCE) |
Oct11 |
110809 |
720.00 |
747.90 |
708.50 |
736.30 |
+25.80 |
2,351 |
22,072 |
-1,288 |
Dec11 |
110809 |
675.90 |
701.50 |
667.90 |
692.60 |
+21.10 |
435 |
7,679 |
+4 |
Mar12 |
110809 |
663.00 |
686.40 |
654.60 |
679.10 |
+20.90 |
461 |
9,857 |
+80 |
May12 |
110809 |
641.50 |
659.60 |
637.90 |
655.70 |
+17.20 |
331 |
3,219 |
-63 |
Aug12 |
110809 |
628.10 |
637.90 |
626.10 |
637.90 |
+16.50 |
110 |
1,990 |
+4 |
Total Volume and Open Interest |
3,698 |
46,419 |
-1,258 |
Cotton(ICE) |
Oct11 |
110809 |
97.77 |
100.62 |
95.01 |
97.26 |
-1.75 |
90 |
514 |
-2 |
Dec11 |
110809 |
96.96 |
100.39 |
93.72 |
95.80 |
-1.92 |
10,009 |
98,017 |
-1,397 |
Mar12 |
110809 |
93.30 |
97.61 |
91.39 |
93.58 |
-1.81 |
2,604 |
27,577 |
+407 |
May12 |
110809 |
91.50 |
97.10 |
91.21 |
93.43 |
-1.78 |
1,148 |
5,771 |
+167 |
Jul12 |
110809 |
92.90 |
96.77 |
91.21 |
93.18 |
-1.58 |
502 |
7,700 |
+106 |
Oct12 |
110809 |
93.68 |
93.68 |
93.68 |
93.68 |
-1.99 |
0 |
3 |
+0 |
Total Volume and Open Interest |
14,365 |
143,489 |
-715 |
Lumber(CME) |
Sep11 |
110809 |
217.6 |
224.0 |
215.0 |
223.7 |
+1.7 |
681 |
6,108 |
-100 |
Nov11 |
110809 |
224.1 |
230.4 |
222.8 |
228.8 |
+3.6 |
517 |
4,547 |
+107 |
Jan12 |
110809 |
246.6 |
254.0 |
246.1 |
250.1 |
+0.1 |
124 |
892 |
+25 |
Mar12 |
110809 |
260.1 |
264.3 |
260.1 |
264.3 |
unch |
0 |
145 |
+0 |
Total Volume and Open Interest |
1,322 |
11,694 |
+32 |
Crude Oil(NYM) |
Sep11 |
110809 |
81.10 |
83.05 |
75.71 |
79.30 |
-2.01 |
512,488 |
327,694 |
-17,943 |
Oct11 |
110809 |
81.48 |
83.41 |
76.15 |
79.67 |
-2.03 |
145,314 |
143,359 |
+18,576 |
Nov11 |
110809 |
81.94 |
83.84 |
76.61 |
80.14 |
-2.06 |
69,401 |
105,406 |
+7,745 |
Dec11 |
110809 |
82.49 |
84.35 |
77.12 |
80.61 |
-2.09 |
101,504 |
201,675 |
-2,757 |
Jan12 |
110809 |
82.86 |
84.75 |
77.84 |
81.11 |
-2.11 |
16,166 |
55,698 |
+940 |
Feb12 |
110809 |
82.03 |
84.83 |
78.59 |
81.58 |
-2.15 |
7,303 |
23,989 |
-56 |
Mar12 |
110809 |
82.59 |
85.30 |
79.11 |
82.06 |
-2.18 |
11,255 |
39,005 |
-717 |
Apr12 |
110809 |
83.74 |
86.00 |
79.91 |
82.55 |
-2.22 |
5,850 |
23,715 |
-199 |
May12 |
110809 |
84.22 |
86.49 |
80.95 |
83.03 |
-2.23 |
5,774 |
21,400 |
+135 |
Jun12 |
110809 |
84.77 |
86.78 |
80.77 |
83.48 |
-2.26 |
24,136 |
80,616 |
-2,318 |
Jul12 |
110809 |
84.70 |
87.01 |
81.87 |
83.92 |
-2.29 |
2,855 |
30,924 |
+395 |
Aug12 |
110809 |
84.33 |
87.38 |
81.99 |
84.28 |
-2.32 |
2,307 |
16,166 |
+143 |
Sep12 |
110809 |
84.61 |
84.62 |
84.61 |
84.62 |
-2.34 |
1,500 |
17,525 |
+152 |
Oct12 |
110809 |
84.94 |
88.16 |
83.38 |
84.93 |
-2.36 |
897 |
13,641 |
-31 |
Nov12 |
110809 |
85.28 |
85.28 |
85.25 |
85.25 |
-2.38 |
838 |
20,056 |
-8 |
Dec12 |
110809 |
87.00 |
88.99 |
82.79 |
85.58 |
-2.39 |
33,697 |
142,290 |
-721 |
Total Volume and Open Interest |
964,423 |
1,546,068 |
-59 |
e-miNY Crude Oil(NYM) |
Aug11 |
110719 |
96.125 |
98.650 |
95.925 |
97.500 |
+1.575 |
5,608 |
3,447 |
-104 |
Sep11 |
110809 |
81.275 |
83.050 |
75.700 |
79.300 |
-2.000 |
19,783 |
4,593 |
-194 |
Oct11 |
110809 |
81.375 |
83.400 |
76.100 |
79.675 |
-2.025 |
978 |
830 |
+37 |
Nov11 |
110809 |
81.825 |
83.500 |
77.375 |
80.150 |
-2.050 |
189 |
261 |
-33 |
Dec11 |
110809 |
81.500 |
84.175 |
77.650 |
80.600 |
-2.100 |
221 |
444 |
-70 |
Jan12 |
110809 |
81.100 |
81.100 |
81.100 |
81.100 |
-2.125 |
11 |
8 |
-6 |
Feb12 |
110809 |
78.975 |
81.575 |
78.975 |
81.575 |
-2.150 |
1 |
5 |
+0 |
Mar12 |
110809 |
79.500 |
82.050 |
79.500 |
82.050 |
-2.200 |
7 |
11 |
+1 |
Apr12 |
110809 |
83.500 |
85.950 |
82.550 |
82.550 |
-2.225 |
1 |
1 |
+0 |
May12 |
110809 |
83.025 |
83.025 |
83.025 |
83.025 |
-2.225 |
4 |
2 |
+1 |
Total Volume and Open Interest |
21,196 |
6,347 |
-265 |
Heating Oil(NYM) |
Sep11 |
110809 |
281.98 |
285.74 |
270.20 |
276.48 |
-3.69 |
66,811 |
88,330 |
-7,778 |
Oct11 |
110809 |
283.50 |
286.67 |
271.54 |
277.63 |
-3.51 |
23,292 |
46,365 |
+1,218 |
Nov11 |
110809 |
280.50 |
287.32 |
273.25 |
279.03 |
-3.38 |
13,107 |
32,757 |
-107 |
Dec11 |
110809 |
283.56 |
288.85 |
274.26 |
280.37 |
-3.28 |
14,982 |
42,328 |
+1,043 |
Jan12 |
110809 |
283.00 |
290.09 |
276.00 |
281.74 |
-3.24 |
6,092 |
26,870 |
+222 |
Feb12 |
110809 |
281.60 |
289.07 |
276.00 |
281.93 |
-3.16 |
3,721 |
11,890 |
+599 |
Mar12 |
110809 |
280.00 |
287.31 |
276.00 |
281.23 |
-3.07 |
2,052 |
7,755 |
+111 |
Apr12 |
110809 |
280.00 |
285.00 |
276.00 |
279.49 |
-2.98 |
769 |
3,858 |
+81 |
May12 |
110809 |
279.00 |
283.51 |
276.00 |
277.92 |
-2.93 |
1,071 |
4,141 |
+129 |
Jun12 |
110809 |
277.32 |
283.39 |
274.00 |
277.44 |
-2.93 |
2,008 |
24,701 |
+362 |
Jul12 |
110809 |
278.00 |
284.14 |
276.00 |
278.61 |
-2.76 |
227 |
1,883 |
+8 |
Aug12 |
110809 |
280.00 |
285.47 |
276.00 |
280.06 |
-2.66 |
318 |
1,039 |
+63 |
Total Volume and Open Interest |
135,751 |
303,631 |
-3,958 |
Gasoline(NYMEX) |
Sep11 |
110809 |
270.48 |
276.06 |
258.54 |
266.76 |
-2.40 |
60,579 |
72,881 |
-5,303 |
Oct11 |
110809 |
256.00 |
261.49 |
244.89 |
252.08 |
-3.07 |
38,535 |
46,589 |
+788 |
Nov11 |
110809 |
249.55 |
258.74 |
244.23 |
249.48 |
-3.17 |
17,656 |
23,945 |
-229 |
Dec11 |
110809 |
245.04 |
257.19 |
241.60 |
248.56 |
-2.98 |
13,811 |
36,048 |
-193 |
Jan12 |
110809 |
249.91 |
255.33 |
246.92 |
249.03 |
-2.92 |
3,198 |
13,121 |
-163 |
Feb12 |
110809 |
249.44 |
258.42 |
249.44 |
250.38 |
-2.92 |
708 |
6,460 |
+149 |
Mar12 |
110809 |
255.56 |
258.20 |
252.11 |
252.11 |
-2.92 |
630 |
8,936 |
+10 |
Apr12 |
110809 |
260.00 |
270.50 |
260.00 |
264.33 |
-2.79 |
542 |
5,812 |
+16 |
May12 |
110809 |
267.75 |
270.44 |
264.73 |
264.73 |
-2.75 |
168 |
2,189 |
+17 |
Jun12 |
110809 |
259.20 |
269.86 |
259.20 |
264.39 |
-2.90 |
635 |
6,952 |
-138 |
Total Volume and Open Interest |
137,559 |
238,854 |
-4,963 |
e-miNY RBOB Gasoline(NYM) |
Sep11 |
110809 |
266.80 |
266.80 |
266.76 |
266.80 |
-2.40 |
0 |
1 |
+0 |
Oct11 |
110809 |
252.10 |
252.10 |
252.08 |
252.10 |
-3.10 |
0 |
1 |
+0 |
Nov11 |
110809 |
249.50 |
249.50 |
249.48 |
249.50 |
-3.20 |
|
|
|
Dec11 |
110809 |
248.60 |
248.60 |
248.56 |
248.60 |
-2.90 |
|
|
|
Total Volume and Open Interest |
0 |
4 |
+0 |
Natural Gas(NYM) |
Sep11 |
110809 |
3.944 |
4.040 |
3.888 |
3.994 |
+0.059 |
136,662 |
210,456 |
-17,244 |
Oct11 |
110809 |
3.969 |
4.060 |
3.907 |
4.015 |
+0.058 |
84,061 |
150,859 |
-5,072 |
Nov11 |
110809 |
4.111 |
4.202 |
4.074 |
4.167 |
+0.052 |
85,540 |
140,620 |
+8,397 |
Dec11 |
110809 |
4.329 |
4.416 |
4.293 |
4.388 |
+0.048 |
27,345 |
66,606 |
+761 |
Jan12 |
110809 |
4.425 |
4.509 |
4.395 |
4.485 |
+0.046 |
23,189 |
122,827 |
+528 |
Feb12 |
110809 |
4.400 |
4.510 |
4.400 |
4.486 |
+0.045 |
10,054 |
31,491 |
-779 |
Mar12 |
110809 |
4.431 |
4.480 |
4.419 |
4.458 |
+0.044 |
9,103 |
48,003 |
-635 |
Apr12 |
110809 |
4.358 |
4.428 |
4.331 |
4.413 |
+0.042 |
13,416 |
58,433 |
+2,853 |
May12 |
110809 |
4.391 |
4.452 |
4.389 |
4.439 |
+0.042 |
1,976 |
12,247 |
+205 |
Jun12 |
110809 |
4.410 |
4.490 |
4.408 |
4.471 |
+0.041 |
1,039 |
12,830 |
+50 |
Jul12 |
110809 |
4.459 |
4.518 |
4.459 |
4.510 |
+0.040 |
913 |
10,669 |
+193 |
Aug12 |
110809 |
4.513 |
4.540 |
4.513 |
4.534 |
+0.037 |
1,066 |
9,924 |
-33 |
Sep12 |
110809 |
4.502 |
4.545 |
4.502 |
4.538 |
+0.035 |
1,193 |
7,633 |
+193 |
Oct12 |
110809 |
4.509 |
4.580 |
4.509 |
4.570 |
+0.034 |
1,916 |
36,109 |
+465 |
Nov12 |
110809 |
4.698 |
4.743 |
4.698 |
4.730 |
+0.027 |
175 |
5,484 |
+78 |
Dec12 |
110809 |
4.940 |
4.974 |
4.940 |
4.963 |
+0.018 |
147 |
11,801 |
+17 |
Total Volume and Open Interest |
400,052 |
1,008,344 |
-9,341 |
Brent Crude Oil(ICE) |
Sep11 |
110809 |
103.15 |
105.95 |
98.74 |
102.57 |
-1.17 |
290,606 |
141,064 |
-8,661 |
Oct11 |
110809 |
103.50 |
105.90 |
99.00 |
102.52 |
-1.26 |
133,614 |
140,240 |
-7,723 |
Nov11 |
110809 |
103.00 |
105.96 |
99.36 |
102.59 |
-1.28 |
52,654 |
81,213 |
+1,693 |
Dec11 |
110809 |
102.69 |
105.99 |
99.47 |
102.63 |
-1.30 |
77,705 |
106,815 |
+384 |
Jan12 |
110809 |
101.62 |
105.90 |
100.33 |
102.67 |
-1.31 |
9,528 |
26,797 |
-1,405 |
Feb12 |
110809 |
101.63 |
105.78 |
100.18 |
102.69 |
-1.31 |
4,365 |
18,583 |
+109 |
Mar12 |
110809 |
100.36 |
105.76 |
100.17 |
102.67 |
-1.33 |
4,511 |
37,261 |
+599 |
Apr12 |
110809 |
100.36 |
105.74 |
100.18 |
102.64 |
-1.35 |
2,107 |
14,249 |
+147 |
May12 |
110809 |
100.38 |
105.73 |
100.21 |
102.65 |
-1.36 |
2,192 |
10,232 |
+789 |
Jun12 |
110809 |
100.76 |
105.94 |
100.23 |
102.61 |
-1.37 |
10,888 |
45,743 |
+390 |
Jul12 |
110809 |
104.52 |
104.52 |
102.61 |
102.61 |
-1.37 |
869 |
9,335 |
-78 |
Aug12 |
110809 |
104.48 |
104.48 |
102.57 |
102.57 |
-1.36 |
783 |
6,313 |
-38 |
Sep12 |
110809 |
104.38 |
104.38 |
102.49 |
102.49 |
-1.35 |
1,074 |
7,898 |
-135 |
Oct12 |
110809 |
104.25 |
104.25 |
102.38 |
102.38 |
-1.34 |
899 |
4,224 |
-54 |
Total Volume and Open Interest |
621,643 |
803,896 |
-17,016 |
Gas Oil(ICE) |
Aug11 |
110809 |
876.00 |
900.00 |
851.75 |
886.25 |
-14.00 |
50,616 |
29,650 |
-4,989 |
Sep11 |
110809 |
883.00 |
899.25 |
851.00 |
886.00 |
-13.75 |
139,939 |
146,100 |
-6,948 |
Oct11 |
110809 |
883.00 |
897.75 |
849.75 |
884.50 |
-13.75 |
58,640 |
88,667 |
+7,416 |
Nov11 |
110809 |
882.00 |
896.00 |
849.50 |
883.25 |
-13.50 |
22,638 |
44,706 |
+2,194 |
Dec11 |
110809 |
882.00 |
896.00 |
849.50 |
883.25 |
-13.25 |
45,128 |
58,876 |
+3,934 |
Jan12 |
110809 |
866.25 |
895.50 |
854.25 |
884.75 |
-13.00 |
9,337 |
39,912 |
-933 |
Feb12 |
110809 |
867.00 |
893.00 |
855.00 |
885.75 |
-12.75 |
3,767 |
13,993 |
+280 |
Mar12 |
110809 |
867.25 |
891.75 |
855.50 |
886.25 |
-12.50 |
2,375 |
14,908 |
+21 |
Apr12 |
110809 |
867.00 |
893.50 |
855.75 |
886.75 |
-12.00 |
1,351 |
9,196 |
+59 |
May12 |
110809 |
867.00 |
894.75 |
856.00 |
887.00 |
-11.75 |
1,808 |
8,054 |
-80 |
Total Volume and Open Interest |
358,130 |
556,114 |
+2,294 |
Ethanol(CBOT) |
Aug11 |
110803 |
2.836 |
2.836 |
2.800 |
2.800 |
-0.042 |
102 |
196 |
-79 |
Sep11 |
110809 |
2.680 |
2.696 |
2.670 |
2.674 |
+0.009 |
245 |
1,280 |
-64 |
Oct11 |
110809 |
2.603 |
2.603 |
2.581 |
2.585 |
+0.010 |
224 |
1,302 |
-8 |
Nov11 |
110809 |
2.564 |
2.564 |
2.535 |
2.540 |
+0.006 |
96 |
1,171 |
+4 |
Dec11 |
110809 |
2.540 |
2.540 |
2.511 |
2.521 |
+0.002 |
221 |
1,527 |
-36 |
Jan12 |
110809 |
2.504 |
2.504 |
2.478 |
2.485 |
+0.001 |
78 |
796 |
+23 |
Feb12 |
110809 |
2.503 |
2.503 |
2.467 |
2.475 |
-0.017 |
57 |
563 |
+14 |
Mar12 |
110809 |
2.481 |
2.485 |
2.480 |
2.482 |
-0.006 |
92 |
492 |
+41 |
Total Volume and Open Interest |
1,230 |
9,253 |
+41 |
WTI Crude Oil(ICE |
Sep11 |
110809 |
80.43 |
83.06 |
75.62 |
79.30 |
-2.01 |
133,628 |
73,172 |
+148 |
Oct11 |
110809 |
79.54 |
83.43 |
76.00 |
79.67 |
-2.03 |
39,467 |
43,104 |
+3,132 |
Nov11 |
110809 |
80.85 |
83.90 |
76.67 |
80.14 |
-2.06 |
30,554 |
27,555 |
+3,043 |
Dec11 |
110809 |
81.24 |
84.37 |
77.19 |
80.61 |
-2.09 |
36,509 |
88,531 |
-1,201 |
Jan12 |
110809 |
79.55 |
84.52 |
78.26 |
81.11 |
-2.11 |
4,538 |
18,010 |
-1,309 |
Feb12 |
110809 |
78.79 |
85.00 |
78.69 |
81.58 |
-2.15 |
2,395 |
5,803 |
+245 |
Mar12 |
110809 |
79.46 |
85.48 |
79.28 |
82.06 |
-2.18 |
3,248 |
16,201 |
+39 |
Apr12 |
110809 |
83.92 |
85.98 |
81.19 |
82.55 |
-2.22 |
1,351 |
4,666 |
-53 |
May12 |
110809 |
85.28 |
86.51 |
83.03 |
83.03 |
-2.23 |
1,239 |
3,920 |
-110 |
Jun12 |
110809 |
83.91 |
86.96 |
82.61 |
83.48 |
-2.26 |
6,761 |
28,083 |
-130 |
Jul12 |
110809 |
83.92 |
83.92 |
83.92 |
83.92 |
-2.29 |
251 |
4,747 |
-5 |
Aug12 |
110809 |
84.28 |
84.28 |
84.28 |
84.28 |
-2.32 |
126 |
1,520 |
+40 |
Sep12 |
110809 |
84.62 |
84.62 |
84.62 |
84.62 |
-2.34 |
38 |
5,156 |
+25 |
Oct12 |
110809 |
84.93 |
84.93 |
84.93 |
84.93 |
-2.36 |
4 |
1,179 |
-4 |
Nov12 |
110809 |
85.25 |
85.25 |
85.25 |
85.25 |
-2.38 |
47 |
2,539 |
+0 |
Dec12 |
110809 |
85.88 |
89.32 |
82.63 |
85.58 |
-2.39 |
10,015 |
44,353 |
-527 |
Total Volume and Open Interest |
275,811 |
450,433 |
+3,846 |
US Dollar Index(ICE) |
Sep11 |
110809 |
75.015 |
75.100 |
73.990 |
74.725 |
-0.213 |
38,976 |
55,832 |
-1,556 |
Dec11 |
110809 |
75.300 |
75.345 |
74.665 |
75.125 |
-0.202 |
77 |
740 |
+28 |
Mar12 |
110809 |
75.585 |
75.585 |
75.585 |
75.585 |
-0.202 |
0 |
1 |
+0 |
Total Volume and Open Interest |
39,053 |
56,573 |
-1,528 |
Australian Dollar(CME) |
Sep11 |
110809 |
101.34 |
103.28 |
98.71 |
100.31 |
-1.26 |
280,406 |
121,191 |
-5,222 |
Dec11 |
110809 |
100.57 |
102.23 |
97.95 |
99.36 |
-1.22 |
509 |
936 |
+30 |
Mar12 |
110809 |
98.53 |
99.75 |
98.53 |
98.53 |
-1.22 |
0 |
5 |
+0 |
Total Volume and Open Interest |
280,915 |
122,179 |
-5,192 |
British Pound(CME) |
Sep11 |
110809 |
163.06 |
164.06 |
161.68 |
162.08 |
-1.40 |
148,041 |
100,830 |
-1,645 |
Dec11 |
110809 |
162.94 |
163.61 |
161.88 |
161.93 |
-1.40 |
131 |
273 |
+4 |
Mar12 |
110809 |
161.80 |
163.20 |
161.80 |
161.82 |
-1.38 |
2 |
7 |
+0 |
Total Volume and Open Interest |
148,174 |
101,116 |
-1,641 |
Canadian Dollar(CME) |
Sep11 |
110809 |
100.60 |
102.25 |
99.80 |
100.50 |
-0.14 |
227,926 |
121,026 |
-26 |
Dec11 |
110809 |
100.60 |
102.00 |
99.67 |
100.34 |
-0.16 |
723 |
5,204 |
+134 |
Mar12 |
110809 |
100.10 |
101.89 |
99.88 |
100.28 |
-0.16 |
445 |
948 |
+218 |
Jun12 |
110809 |
100.48 |
100.51 |
100.15 |
100.15 |
-0.19 |
45 |
348 |
+16 |
Total Volume and Open Interest |
229,139 |
127,681 |
+342 |
Japanese Yen(CME) |
Sep11 |
110809 |
128.57 |
130.48 |
128.56 |
129.77 |
+0.86 |
181,395 |
121,601 |
-5,680 |
Dec11 |
110809 |
129.43 |
130.50 |
128.87 |
129.94 |
+0.83 |
402 |
1,124 |
-4 |
Mar12 |
110809 |
130.21 |
130.21 |
129.32 |
130.16 |
+0.84 |
0 |
44 |
+0 |
Total Volume and Open Interest |
181,798 |
122,790 |
-5,684 |
Swiss Franc(CME) |
Sep11 |
110809 |
132.51 |
141.67 |
131.82 |
139.96 |
+7.54 |
69,766 |
55,075 |
-1,465 |
Dec11 |
110809 |
132.95 |
141.29 |
132.14 |
140.23 |
+7.58 |
232 |
923 |
+20 |
Mar12 |
110809 |
135.60 |
140.99 |
132.90 |
140.48 |
+7.58 |
2 |
6 |
+1 |
Total Volume and Open Interest |
70,000 |
56,007 |
-1,444 |
EuroFX(CME) |
Sep11 |
110809 |
141.60 |
143.72 |
141.45 |
142.09 |
+0.30 |
513,927 |
175,277 |
-8,311 |
Dec11 |
110809 |
141.58 |
143.39 |
141.39 |
141.93 |
+0.29 |
872 |
1,956 |
-124 |
Mar12 |
110809 |
142.26 |
143.29 |
141.51 |
141.78 |
+0.27 |
16 |
392 |
+0 |
Total Volume and Open Interest |
514,821 |
178,462 |
-8,435 |
Mexican Peso(CME) |
Aug11 |
110809 |
805.5 |
811.8 |
805.5 |
805.5 |
-6.2 |
|
|
|
Sep11 |
110809 |
807.5 |
829.5 |
780.0 |
801.2 |
-6.2 |
77,504 |
116,157 |
-4,741 |
Total Volume and Open Interest |
77,504 |
116,503 |
-4,741 |
Brazilian Real(CME) |
Aug11 |
110729 |
644.40 |
644.40 |
639.10 |
644.40 |
+5.30 |
|
|
|
Sep11 |
110809 |
611.00 |
620.10 |
605.45 |
609.50 |
-10.10 |
1,052 |
9,390 |
-1,029 |
Oct11 |
110809 |
606.30 |
616.35 |
606.30 |
606.30 |
-10.05 |
|
|
|
Nov11 |
110809 |
603.15 |
613.15 |
603.15 |
603.15 |
-10.00 |
|
|
|
Total Volume and Open Interest |
1,058 |
24,940 |
-1,028 |
30-Year T-Bonds(CBOT) |
Sep11 |
110809 |
135~140 |
139~270 |
134~020 |
137~060 |
+1~290 |
702,986 |
653,657 |
+433 |
Dec11 |
110809 |
134~060 |
138~140 |
132~270 |
135~280 |
+1~290 |
2,725 |
8,266 |
+996 |
Mar12 |
110809 |
133~090 |
137~010 |
132~170 |
134~140 |
+1~290 |
1 |
11 |
-1 |
Total Volume and Open Interest |
705,712 |
661,934 |
+1,428 |
10-Year T-Notes(CBOT) |
Sep11 |
110809 |
128~255 |
131~010 |
127~265 |
129~265 |
+1~080 |
2,426,111 |
1,847,412 |
-3,256 |
Dec11 |
110809 |
127~275 |
129~290 |
126~250 |
128~230 |
+1~085 |
4,756 |
20,980 |
+1,408 |
Mar12 |
110809 |
127~230 |
127~230 |
126~145 |
127~230 |
+1~085 |
|
|
|
Total Volume and Open Interest |
2,430,867 |
1,868,392 |
-1,848 |
5-Year T-Notes(CBOT) |
Sep11 |
110809 |
122~081 |
123~120 |
122~013 |
123~047 |
+0~100 |
1,039,747 |
1,429,645 |
-15,225 |
Dec11 |
110809 |
121~084 |
122~089 |
121~012 |
122~043 |
+0~107 |
512 |
3,672 |
+102 |
Mar12 |
110809 |
121~067 |
121~067 |
120~088 |
121~067 |
+0~107 |
|
|
|
Total Volume and Open Interest |
1,040,259 |
1,433,317 |
-15,123 |
2 Year T-Notes(CBOT) |
Sep11 |
110809 |
110~022 |
110~048 |
110~013 |
110~042 |
+0~019 |
423,745 |
1,071,337 |
-4,446 |
Dec11 |
110809 |
110~010 |
110~034 |
110~000 |
110~030 |
+0~020 |
76 |
2,534 |
+28 |
Mar12 |
110809 |
109~096 |
109~096 |
109~076 |
109~096 |
+0~020 |
|
|
|
Total Volume and Open Interest |
423,821 |
1,073,871 |
-4,418 |
Eurodollars(CME) |
Sep11 |
110809 |
99.600 |
99.655 |
99.580 |
99.620 |
+0.025 |
352,801 |
1,164,443 |
-9,512 |
Dec11 |
110809 |
99.510 |
99.590 |
99.495 |
99.555 |
+0.050 |
337,658 |
1,103,300 |
-10,867 |
Mar12 |
110809 |
99.500 |
99.595 |
99.495 |
99.575 |
+0.065 |
361,323 |
1,342,490 |
+3,427 |
Jun12 |
110809 |
99.490 |
99.610 |
99.485 |
99.595 |
+0.090 |
333,874 |
1,378,579 |
-15,033 |
Sep12 |
110809 |
99.450 |
99.610 |
99.430 |
99.595 |
+0.125 |
373,310 |
972,087 |
-30,427 |
Dec12 |
110809 |
99.360 |
99.565 |
99.320 |
99.545 |
+0.170 |
344,078 |
759,996 |
-6,575 |
Mar13 |
110809 |
99.265 |
99.520 |
99.205 |
99.495 |
+0.215 |
352,130 |
762,298 |
+8,927 |
Jun13 |
110809 |
99.150 |
99.440 |
99.070 |
99.415 |
+0.255 |
283,344 |
552,509 |
+2,057 |
Sep13 |
110809 |
99.000 |
99.310 |
98.900 |
99.285 |
+0.285 |
268,726 |
530,067 |
+10,435 |
Dec13 |
110809 |
98.800 |
99.115 |
98.680 |
99.075 |
+0.280 |
243,152 |
373,527 |
-2,326 |
Mar14 |
110809 |
98.595 |
98.895 |
98.455 |
98.840 |
+0.255 |
180,211 |
263,952 |
-216 |
Jun14 |
110809 |
98.385 |
98.650 |
98.215 |
98.570 |
+0.215 |
143,302 |
232,926 |
+3,389 |
Sep14 |
110809 |
98.140 |
98.425 |
97.970 |
98.310 |
+0.185 |
95,580 |
132,882 |
+1,770 |
Dec14 |
110809 |
97.920 |
98.190 |
97.720 |
98.050 |
+0.165 |
77,103 |
129,752 |
+1,921 |
Mar15 |
110809 |
97.700 |
97.985 |
97.495 |
97.820 |
+0.155 |
73,555 |
109,606 |
+6,952 |
Jun15 |
110809 |
5.735 |
6.035 |
5.530 |
5.850 |
+0.150 |
52,760 |
84,074 |
+1,430 |
Sep15 |
110809 |
5.555 |
5.825 |
5.335 |
5.645 |
+0.155 |
28,160 |
59,141 |
+2,375 |
Dec15 |
110809 |
5.345 |
5.620 |
5.110 |
5.445 |
+0.160 |
31,726 |
52,330 |
+1,173 |
Total Volume and Open Interest |
|
|
|
30 Day Federal Funds(CBOT) |
Aug11 |
110809 |
99.915 |
99.918 |
99.908 |
99.912 |
unch |
10,363 |
91,284 |
-2,270 |
Sep11 |
110809 |
99.915 |
99.925 |
99.910 |
99.915 |
unch |
10,258 |
54,127 |
-1,741 |
Oct11 |
110809 |
99.915 |
99.920 |
99.905 |
99.910 |
unch |
7,173 |
54,490 |
+1,698 |
Nov11 |
110809 |
99.910 |
99.920 |
99.905 |
99.910 |
unch |
5,451 |
50,334 |
+737 |
Dec11 |
110809 |
99.915 |
99.930 |
99.905 |
99.915 |
+0.005 |
7,356 |
63,284 |
+1,957 |
Jan12 |
110809 |
99.910 |
99.925 |
99.900 |
99.910 |
+0.005 |
5,787 |
49,187 |
-1,263 |
Total Volume and Open Interest |
83,955 |
820,484 |
-4,309 |
30 Day Fed Funds(e-CBOT) |
3-Mth Euro-Yen(CME) |
Sep11 |
110809 |
99.675 |
99.675 |
99.675 |
99.675 |
-0.005 |
0 |
51 |
+0 |
Dec11 |
110809 |
99.665 |
99.665 |
99.665 |
99.665 |
-0.018 |
0 |
332 |
+0 |
Mar12 |
110809 |
99.673 |
99.673 |
99.673 |
99.673 |
-0.018 |
0 |
340 |
+0 |
Jun12 |
110809 |
99.670 |
99.670 |
99.670 |
99.670 |
-0.018 |
|
|
|
Sep12 |
110809 |
99.600 |
99.600 |
99.600 |
99.600 |
-0.015 |
|
|
|
Dec12 |
110809 |
99.660 |
99.660 |
99.660 |
99.660 |
-0.015 |
|
|
|
Mar13 |
110809 |
99.660 |
99.660 |
99.660 |
99.660 |
-0.015 |
|
|
|
Jun13 |
110809 |
99.615 |
99.615 |
99.615 |
99.615 |
-0.015 |
|
|
|
Sep13 |
110809 |
99.475 |
99.475 |
99.475 |
99.475 |
-0.015 |
|
|
|
Dec13 |
110809 |
99.335 |
99.335 |
99.335 |
99.335 |
-0.015 |
|
|
|
Total Volume and Open Interest |
0 |
723 |
+0 |
3-Mth Euro-Yen(SGX) |
Sep11 |
110809 |
99.66 |
99.66 |
99.66 |
99.66 |
-0.02 |
3 |
1,277 |
+3 |
Dec11 |
110809 |
99.67 |
99.67 |
99.67 |
99.67 |
-0.02 |
0 |
1,478 |
+0 |
Mar12 |
110809 |
99.69 |
99.69 |
99.67 |
99.67 |
-0.02 |
0 |
2,083 |
+0 |
Jun12 |
110809 |
99.67 |
99.67 |
99.67 |
99.67 |
-0.02 |
0 |
1,376 |
+0 |
Sep12 |
110809 |
99.60 |
99.60 |
99.60 |
99.60 |
-0.01 |
0 |
411 |
+0 |
Dec12 |
110809 |
99.66 |
99.66 |
99.66 |
99.66 |
-0.01 |
0 |
29 |
+0 |
Mar13 |
110809 |
99.66 |
99.66 |
99.66 |
99.66 |
-0.01 |
0 |
1 |
+0 |
Jun13 |
110809 |
99.61 |
99.61 |
99.61 |
99.61 |
-0.01 |
|
|
|
Total Volume and Open Interest |
4 |
6,657 |
+4 |
Japanese Gov't Bonds(SGX) |
Sep11 |
110809 |
142.75 |
142.75 |
142.07 |
142.16 |
-0.18 |
2,230 |
25,906 |
+149 |
Dec11 |
110809 |
142.19 |
142.19 |
141.75 |
141.75 |
-0.22 |
1 |
3 |
-1 |
Mar12 |
110809 |
139.66 |
139.66 |
139.66 |
139.66 |
-0.22 |
|
|
|
Total Volume and Open Interest |
2,231 |
25,909 |
+148 |
Euro-Bund(EUREX) |
Sep11 |
110809 |
133.25 |
133.96 |
132.22 |
132.41 |
-0.67 |
1,417,138 |
968,147 |
-13,276 |
Dec11 |
110809 |
131.75 |
132.27 |
130.88 |
130.94 |
-0.69 |
329 |
2,694 |
+226 |
Mar12 |
110809 |
131.41 |
131.41 |
131.41 |
131.41 |
-0.67 |
50 |
1 |
+0 |
Total Volume and Open Interest |
1,417,517 |
970,842 |
-13,050 |
Euro-Bobl(EUREX) |
Sep11 |
110809 |
121.23 |
121.59 |
120.58 |
120.73 |
-0.43 |
814,516 |
744,399 |
+2,978 |
Dec11 |
110809 |
119.88 |
120.44 |
119.67 |
119.67 |
-0.44 |
24 |
703 |
+0 |
Mar12 |
110809 |
119.73 |
119.73 |
119.73 |
119.73 |
-0.43 |
|
|
|
Total Volume and Open Interest |
814,540 |
745,102 |
+2,978 |
3-Mth Euribor(EUREX) |
Sep11 |
110809 |
98.700 |
98.705 |
98.630 |
98.630 |
-0.015 |
138 |
2,084 |
-66 |
Dec11 |
110809 |
98.840 |
98.850 |
98.785 |
98.785 |
-0.005 |
33 |
1,577 |
+32 |
Mar12 |
110809 |
98.875 |
98.875 |
98.835 |
98.835 |
+0.005 |
10 |
2,488 |
+10 |
Total Volume and Open Interest |
277 |
10,065 |
-29 |
Long Gilt(LIFFE) |
Sep11 |
110809 |
126~20 |
127~18 |
126~16 |
126~20 |
-0~16 |
169,486 |
359,878 |
+4,078 |
Dec11 |
110809 |
125~10 |
125~10 |
125~10 |
125~10 |
-0~16 |
0 |
1 |
+0 |
Total Volume and Open Interest |
169,486 |
359,879 |
+4,078 |
3-Mth Short Sterling(LIFFE) |
Sep11 |
110809 |
99.12 |
99.14 |
99.11 |
99.13 |
+0.01 |
106,512 |
422,625 |
+15,303 |
Dec11 |
110809 |
99.18 |
99.21 |
99.16 |
99.20 |
+0.02 |
118,239 |
521,618 |
-9,136 |
Mar12 |
110809 |
99.22 |
99.25 |
99.18 |
99.22 |
+0.01 |
91,712 |
442,138 |
-2,708 |
Jun12 |
110809 |
99.21 |
99.25 |
99.17 |
99.22 |
+0.01 |
95,073 |
285,781 |
-10,862 |
Sep12 |
110809 |
99.17 |
99.22 |
99.12 |
99.18 |
+0.02 |
103,204 |
280,519 |
-10,716 |
Dec12 |
110809 |
99.08 |
99.13 |
99.02 |
99.08 |
+0.02 |
102,968 |
269,820 |
+10,576 |
Total Volume and Open Interest |
746,698 |
2,675,642 |
-12,382 |
3-Mth Euribor(LIFFE) |
Sep11 |
110809 |
98.710 |
98.730 |
98.615 |
98.630 |
-0.015 |
289,850 |
714,199 |
-28,422 |
Dec11 |
110809 |
98.860 |
98.900 |
98.755 |
98.785 |
-0.005 |
486,895 |
601,629 |
-14,027 |
Mar12 |
110809 |
98.935 |
98.950 |
98.810 |
98.835 |
unch |
333,538 |
506,937 |
-14,016 |
Total Volume and Open Interest |
2,305,375 |
3,725,792 |
-48,790 |
3-Mth Aus T-Bills(SFE) |
Sep11 |
110809 |
95.51 |
95.92 |
95.49 |
95.61 |
+0.05 |
41,397 |
263,938 |
+6,514 |
Dec11 |
110809 |
95.99 |
96.49 |
95.95 |
96.14 |
+0.08 |
82,706 |
317,553 |
+29,658 |
Mar12 |
110809 |
96.19 |
96.71 |
96.10 |
96.29 |
+0.07 |
38,952 |
178,111 |
+10,449 |
Jun12 |
110809 |
96.10 |
96.65 |
96.04 |
96.25 |
+0.08 |
12,978 |
91,830 |
+4,944 |
Sep12 |
110809 |
95.96 |
96.55 |
95.93 |
96.10 |
+0.06 |
10,126 |
63,258 |
+4,990 |
Dec12 |
110809 |
95.92 |
96.40 |
95.92 |
95.94 |
+0.03 |
3,831 |
37,206 |
+761 |
Mar13 |
110809 |
95.76 |
96.31 |
95.76 |
95.81 |
-0.02 |
5,161 |
38,495 |
+1,519 |
Jun13 |
110809 |
95.67 |
96.19 |
95.67 |
95.67 |
-0.02 |
3,077 |
16,975 |
+716 |
Sep13 |
110809 |
95.61 |
95.89 |
95.56 |
95.56 |
-0.04 |
201 |
3,011 |
-1 |
Dec13 |
110809 |
95.48 |
95.80 |
95.44 |
95.44 |
-0.08 |
100 |
1,663 |
+7 |
Total Volume and Open Interest |
198,529 |
1,012,183 |
+59,557 |
10-Year Aus T-Bonds(SFE) |
Sep11 |
110809 |
95.35 |
95.67 |
95.34 |
95.43 |
+0.04 |
73,678 |
501,257 |
+15,548 |
Dec11 |
110809 |
95.43 |
95.43 |
95.43 |
95.43 |
+0.04 |
|
|
|
Total Volume and Open Interest |
73,678 |
501,257 |
+15,548 |
3-Year Aus T-Bonds(SFE) |
Sep11 |
110809 |
96.08 |
96.57 |
96.04 |
96.15 |
+0.01 |
268,220 |
1,112,151 |
+66,311 |
Dec11 |
110809 |
96.15 |
96.15 |
96.15 |
96.15 |
+0.01 |
|
|
|
Total Volume and Open Interest |
268,220 |
1,112,151 |
+66,311 |
Gold(CMX) |
Aug11 |
110809 |
1722.5 |
1779.0 |
1720.1 |
1740.0 |
+29.8 |
825 |
3,787 |
-398 |
Oct11 |
110809 |
1718.8 |
1780.9 |
1716.2 |
1741.4 |
+29.8 |
13,088 |
23,874 |
-507 |
Dec11 |
110809 |
1719.9 |
1782.5 |
1717.7 |
1743.0 |
+29.8 |
218,360 |
373,525 |
-5,046 |
Feb12 |
110809 |
1723.0 |
1780.0 |
1722.0 |
1745.1 |
+29.9 |
6,276 |
19,026 |
+3,331 |
Apr12 |
110809 |
1729.5 |
1782.4 |
1729.5 |
1747.0 |
+29.9 |
279 |
6,799 |
+6 |
Jun12 |
110809 |
1728.6 |
1788.0 |
1728.6 |
1748.8 |
+29.9 |
203 |
15,208 |
+48 |
Aug12 |
110809 |
1757.6 |
1780.0 |
1734.0 |
1750.7 |
+30.1 |
85 |
5,545 |
+40 |
Oct12 |
110809 |
1734.1 |
1780.0 |
1734.1 |
1752.7 |
+30.1 |
12 |
4,169 |
+0 |
Dec12 |
110809 |
1732.9 |
1792.6 |
1732.9 |
1755.0 |
+30.2 |
263 |
12,001 |
-137 |
Feb13 |
110809 |
1782.6 |
1782.6 |
1757.5 |
1757.5 |
+30.4 |
2 |
1,584 |
+1 |
Apr13 |
110809 |
1760.2 |
1760.2 |
1760.2 |
1760.2 |
+30.6 |
13 |
332 |
-13 |
Jun13 |
110809 |
1763.4 |
1763.4 |
1763.4 |
1763.4 |
+30.9 |
24 |
11,596 |
+0 |
Total Volume and Open Interest |
245,729 |
517,197 |
-3,873 |
Silver(CMX) |
Sep11 |
110809 |
3906.0 |
3965.5 |
3702.5 |
3788.3 |
-149.7 |
85,738 |
53,559 |
-4,510 |
Dec11 |
110809 |
3920.0 |
3967.0 |
3705.5 |
3791.8 |
-149.5 |
12,864 |
31,759 |
+353 |
Mar12 |
110809 |
3881.0 |
3940.0 |
3713.0 |
3793.4 |
-149.6 |
1,753 |
6,085 |
+510 |
May12 |
110809 |
3792.5 |
3792.5 |
3792.5 |
3792.5 |
-149.1 |
148 |
2,047 |
+122 |
Jul12 |
110809 |
3806.0 |
3806.0 |
3791.6 |
3791.6 |
-149.1 |
62 |
1,899 |
+10 |
Sep12 |
110809 |
3908.0 |
3908.0 |
3771.5 |
3788.9 |
-149.2 |
15 |
304 |
+1 |
Dec12 |
110809 |
3888.5 |
3888.5 |
3700.0 |
3783.1 |
-148.8 |
69 |
8,305 |
-8 |
Total Volume and Open Interest |
100,842 |
115,724 |
-3,517 |
Platinum(NYMEX) |
Oct11 |
110809 |
1715.5 |
1761.0 |
1708.8 |
1756.4 |
+32.8 |
14,852 |
32,282 |
+33 |
Jan12 |
110809 |
1720.0 |
1763.0 |
1716.5 |
1760.0 |
+33.1 |
88 |
1,563 |
+58 |
Apr12 |
110809 |
1723.1 |
1762.0 |
1723.1 |
1762.0 |
+32.0 |
10 |
142 |
+4 |
Jul12 |
110809 |
1765.6 |
1765.6 |
1765.6 |
1765.6 |
+32.0 |
1 |
12 |
+1 |
Total Volume and Open Interest |
14,954 |
34,003 |
+99 |
Palladium(NYMEX) |
Sep11 |
110809 |
717.25 |
741.00 |
706.00 |
734.55 |
+6.05 |
8,457 |
19,862 |
-1,031 |
Dec11 |
110809 |
717.00 |
739.75 |
710.60 |
736.15 |
+6.20 |
314 |
2,393 |
+157 |
Mar12 |
110809 |
57.69 |
82.19 |
57.69 |
81.74 |
+6.00 |
1 |
71 |
+0 |
Total Volume and Open Interest |
8,772 |
22,326 |
-875 |
Copper(CMX) |
Sep11 |
110809 |
393.55 |
405.95 |
381.80 |
397.00 |
+0.85 |
74,313 |
62,729 |
-12,586 |
Dec11 |
110809 |
395.05 |
407.90 |
384.20 |
399.30 |
+0.85 |
18,729 |
46,324 |
-1,274 |
Mar12 |
110809 |
390.40 |
407.90 |
389.70 |
400.95 |
+0.90 |
2,992 |
16,735 |
+523 |
May12 |
110809 |
396.55 |
406.40 |
396.55 |
401.75 |
+0.90 |
290 |
2,661 |
+36 |
Jul12 |
110809 |
398.00 |
404.75 |
397.05 |
402.15 |
+0.90 |
36 |
1,078 |
+0 |
Total Volume and Open Interest |
98,079 |
135,877 |
-14,116 |
DJIA Index(CBOT) |
Sep11 |
110809 |
10733 |
11194 |
10432 |
11194 |
+468 |
1,886 |
17,353 |
+17 |
Dec11 |
110809 |
10660 |
11122 |
10405 |
11122 |
+469 |
5 |
94 |
+3 |
Mar12 |
110809 |
11053 |
11053 |
10584 |
11053 |
+469 |
|
|
|
Jun12 |
110809 |
10983 |
10983 |
10514 |
10983 |
+469 |
|
|
|
Total Volume and Open Interest |
1,891 |
17,447 |
+20 |
Mini DJIA Index(CBOT) |
Sep11 |
110809 |
10745 |
11234 |
10401 |
11194 |
+468 |
330,435 |
92,371 |
-8,856 |
Dec11 |
110809 |
10657 |
11122 |
10370 |
11122 |
+469 |
234 |
511 |
+21 |
Mar12 |
110809 |
11053 |
11053 |
11053 |
11053 |
+469 |
1 |
13 |
+0 |
Jun12 |
110809 |
10983 |
10983 |
10983 |
10983 |
+469 |
|
|
|
Total Volume and Open Interest |
330,670 |
92,895 |
-8,835 |
S & P 500(CME) |
Sep11 |
110809 |
1113.70 |
1175.50 |
1076.10 |
1171.70 |
+60.40 |
32,010 |
299,252 |
+2,960 |
Dec11 |
110809 |
1122.50 |
1166.50 |
1093.50 |
1166.00 |
+60.50 |
252 |
12,148 |
+95 |
Mar12 |
110809 |
1160.20 |
1160.90 |
1087.90 |
1160.20 |
+60.30 |
50 |
95 |
+52 |
Jun12 |
110809 |
1130.00 |
1155.70 |
1082.70 |
1155.00 |
+60.30 |
29 |
27 |
+3 |
Total Volume and Open Interest |
32,341 |
311,522 |
+3,110 |
S & P 500 E-Mini(Globex) |
Sep11 |
110809 |
1113.00 |
1175.50 |
1077.00 |
1171.75 |
+60.50 |
6,160,540 |
2,938,984 |
-21,304 |
Dec11 |
110809 |
1106.00 |
1169.50 |
1072.00 |
1166.00 |
+60.50 |
11,683 |
42,270 |
+7,753 |
Total Volume and Open Interest |
6,172,400 |
2,981,621 |
-13,536 |
NASDAQ 100(CME) |
Sep11 |
110809 |
2044.00 |
2165.00 |
1972.30 |
2155.00 |
+117.00 |
4,027 |
15,433 |
-706 |
Dec11 |
110809 |
2117.00 |
2150.00 |
2045.00 |
2149.50 |
+117.00 |
0 |
10 |
+0 |
Mar12 |
110809 |
2146.30 |
2146.30 |
2145.30 |
2146.30 |
+117.00 |
|
|
|
Total Volume and Open Interest |
4,027 |
15,443 |
-706 |
NASDAQ 100 E-Mini(Globex) |
Sep11 |
110809 |
2043.00 |
2161.30 |
1972.30 |
2155.00 |
+117.00 |
683,266 |
310,215 |
-16,303 |
Dec11 |
110809 |
2038.50 |
2155.00 |
1964.00 |
2149.50 |
+117.00 |
1,062 |
5,656 |
+63 |
Total Volume and Open Interest |
684,328 |
315,879 |
-16,240 |
S & P Midcap 400(CME) |
Sep11 |
110809 |
790.00 |
825.40 |
760.00 |
825.40 |
+54.30 |
1,264 |
3,775 |
+572 |
Dec11 |
110809 |
822.10 |
822.10 |
822.10 |
822.10 |
+54.30 |
|
|
|
Mar12 |
110809 |
820.40 |
820.40 |
819.10 |
820.40 |
+54.30 |
|
|
|
Total Volume and Open Interest |
1,264 |
3,775 |
+572 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Sep11 |
110809 |
8725 |
9165 |
8660 |
9125 |
+380 |
33,948 |
31,701 |
-1,963 |
Dec11 |
110809 |
8735 |
9095 |
8635 |
9095 |
+375 |
9 |
9 |
+3 |
Total Volume and Open Interest |
33,957 |
31,710 |
-1,960 |
Nikkei 225(SGX) |
Sep11 |
110809 |
8740 |
9005 |
8650 |
9000 |
-155 |
196,873 |
219,660 |
+9,995 |
Dec11 |
110809 |
8710 |
9055 |
8600 |
9055 |
-65 |
180 |
8,348 |
+11 |
Mar12 |
110809 |
8935 |
8935 |
8935 |
8935 |
-155 |
0 |
10 |
+0 |
Total Volume and Open Interest |
197,155 |
241,174 |
+9,989 |
CAC 40(EURONEXT) |
Aug11 |
110809 |
3039.0 |
3219.5 |
2977.5 |
3176.5 |
+50.0 |
350,976 |
399,409 |
+7,177 |
Sep11 |
110809 |
3035.0 |
3195.0 |
2977.0 |
3173.0 |
+50.0 |
5,858 |
61,726 |
+3,606 |
Oct11 |
110809 |
3179.5 |
3179.5 |
3179.5 |
3179.5 |
+57.5 |
0 |
5 |
+0 |
Total Volume and Open Interest |
356,837 |
461,176 |
+10,786 |
Hang Seng Index(HKFE) |
Aug11 |
110809 |
19067 |
20113 |
18786 |
19411 |
-979 |
139,378 |
94,238 |
+3,687 |
Sep11 |
110809 |
18912 |
20011 |
18700 |
19315 |
-979 |
2,380 |
5,972 |
+204 |
Total Volume and Open Interest |
142,267 |
104,177 |
+3,776 |
DAX(EUREX) |
Sep11 |
110809 |
5748.0 |
6034.5 |
5497.5 |
5941.0 |
-21.5 |
363,965 |
174,165 |
+9,761 |
Dec11 |
110809 |
5777.5 |
6054.5 |
5525.5 |
5958.5 |
-23.5 |
2,358 |
9,151 |
+120 |
Mar12 |
110809 |
5850.0 |
6067.0 |
5582.5 |
5978.5 |
-24.0 |
106 |
745 |
+54 |
Total Volume and Open Interest |
366,429 |
184,061 |
+9,935 |
FT-SE 100(EURONEXT) |
Sep11 |
110809 |
4848.00 |
5238.50 |
4701.50 |
5164.50 |
+89.50 |
325,093 |
617,626 |
-8,807 |
Dec11 |
110809 |
5025.00 |
5138.50 |
4819.50 |
5138.50 |
+90.00 |
113 |
845 |
+12 |
Mar12 |
110809 |
5103.00 |
5103.00 |
5103.00 |
5103.00 |
+94.00 |
0 |
163 |
+0 |
Total Volume and Open Interest |
325,206 |
618,750 |
-8,795 |
SPI 200(SFE) |
Sep11 |
110809 |
3981.0 |
4009.0 |
3722.0 |
4001.0 |
+48.0 |
96,317 |
293,970 |
+24,859 |
Dec11 |
110809 |
3997.0 |
4002.0 |
3730.0 |
4002.0 |
+42.0 |
708 |
6,347 |
-10 |
Mar12 |
110809 |
3776.0 |
3986.0 |
3707.0 |
3986.0 |
+42.0 |
28 |
1,684 |
+3 |
Total Volume and Open Interest |
97,366 |
306,803 |
+25,040 |
GSCI(CME) |
Aug11 |
110809 |
623.50 |
626.00 |
610.95 |
610.95 |
-6.05 |
1,744 |
7,683 |
-1,404 |
Sep11 |
110809 |
624.45 |
627.35 |
612.20 |
612.20 |
-6.35 |
1,545 |
1,603 |
+1,509 |
Oct11 |
110809 |
626.00 |
629.00 |
613.50 |
613.50 |
-6.50 |
|
|
|
Total Volume and Open Interest |
3,289 |
9,286 |
+105 |
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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