|
MRCI's End of Day Prices |
Daily Futures Price Listing Wed August 10, 2011 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Aug11 |
110810 |
1312.75 |
1312.75 |
1296.00 |
1300.75 |
+2.00 |
1,289 |
1,180 |
-611 |
Sep11 |
110810 |
1297.25 |
1311.25 |
1288.50 |
1295.50 |
+2.25 |
19,317 |
42,924 |
+259 |
Nov11 |
110810 |
1303.75 |
1318.50 |
1293.75 |
1301.50 |
+1.75 |
99,626 |
290,138 |
-6,592 |
Jan12 |
110810 |
1317.75 |
1329.50 |
1305.50 |
1312.75 |
+1.75 |
6,409 |
55,986 |
+672 |
Mar12 |
110810 |
1327.75 |
1336.50 |
1312.75 |
1320.25 |
+2.25 |
3,661 |
28,916 |
-427 |
May12 |
110810 |
1328.75 |
1340.75 |
1318.00 |
1325.25 |
+3.50 |
2,763 |
35,572 |
+363 |
Jul12 |
110810 |
1333.00 |
1342.00 |
1321.75 |
1328.25 |
+3.25 |
1,770 |
19,592 |
+57 |
Total Volume and Open Interest |
136,207 |
499,782 |
-6,308 |
Soybean Meal(CBOT) |
Aug11 |
110810 |
342.90 |
343.00 |
338.00 |
339.10 |
+1.10 |
1,846 |
1,521 |
-866 |
Sep11 |
110810 |
342.40 |
344.90 |
340.00 |
340.50 |
+1.10 |
16,471 |
35,490 |
-1,122 |
Oct11 |
110810 |
343.40 |
345.90 |
341.50 |
342.60 |
+2.30 |
6,215 |
17,305 |
+1,172 |
Dec11 |
110810 |
346.50 |
349.00 |
344.60 |
345.60 |
+2.00 |
37,743 |
82,852 |
-525 |
Jan12 |
110810 |
351.00 |
351.20 |
347.10 |
347.90 |
+2.00 |
1,461 |
8,066 |
+429 |
Mar12 |
110810 |
354.60 |
354.60 |
350.00 |
350.90 |
+2.00 |
653 |
6,238 |
+122 |
May12 |
110810 |
353.00 |
353.60 |
351.40 |
351.90 |
+2.30 |
696 |
9,466 |
+63 |
Jul12 |
110810 |
353.80 |
354.70 |
352.70 |
352.70 |
+2.50 |
439 |
3,313 |
+156 |
Total Volume and Open Interest |
65,577 |
168,529 |
-560 |
Soybean Oil(CBOT) |
Aug11 |
110810 |
53.38 |
53.40 |
52.60 |
53.03 |
unch |
524 |
378 |
-126 |
Sep11 |
110810 |
53.32 |
53.97 |
52.65 |
53.13 |
unch |
15,272 |
46,338 |
-895 |
Oct11 |
110810 |
53.50 |
54.14 |
52.85 |
53.31 |
+0.01 |
5,309 |
25,118 |
+750 |
Dec11 |
110810 |
53.85 |
54.48 |
53.10 |
53.60 |
-0.02 |
56,181 |
141,100 |
-2,296 |
Jan12 |
110810 |
54.07 |
54.72 |
53.41 |
53.90 |
-0.01 |
5,056 |
27,472 |
+1,611 |
Mar12 |
110810 |
54.73 |
55.04 |
53.75 |
54.20 |
-0.03 |
1,749 |
15,534 |
+106 |
May12 |
110810 |
54.63 |
55.20 |
54.01 |
54.44 |
-0.03 |
846 |
9,610 |
+209 |
Jul12 |
110810 |
55.16 |
55.39 |
54.25 |
54.68 |
+0.01 |
596 |
5,194 |
+88 |
Total Volume and Open Interest |
85,607 |
273,990 |
-551 |
Canola(WCE) |
Nov11 |
110810 |
543.0 |
546.1 |
536.5 |
540.7 |
-0.6 |
12,122 |
116,106 |
-1,417 |
Jan12 |
110810 |
553.5 |
553.5 |
544.6 |
548.9 |
-0.6 |
4,554 |
25,447 |
+846 |
Mar12 |
110810 |
557.0 |
557.2 |
549.6 |
554.3 |
-0.1 |
1,134 |
7,424 |
+100 |
May12 |
110810 |
556.0 |
559.7 |
554.8 |
558.4 |
+0.3 |
599 |
6,770 |
+304 |
Jul12 |
110810 |
557.6 |
562.1 |
557.6 |
562.1 |
+1.1 |
97 |
3,885 |
+83 |
Total Volume and Open Interest |
18,506 |
161,381 |
-84 |
Corn(CBOT) |
Sep11 |
110810 |
682.75 |
689.25 |
676.25 |
678.00 |
-0.25 |
90,009 |
240,661 |
-18,296 |
Dec11 |
110810 |
693.00 |
699.75 |
686.00 |
688.50 |
unch |
200,017 |
623,306 |
+4,345 |
Mar12 |
110810 |
706.50 |
712.75 |
699.00 |
701.50 |
-0.50 |
29,724 |
149,511 |
+1,941 |
May12 |
110810 |
711.00 |
717.25 |
704.75 |
706.50 |
-1.00 |
5,714 |
32,979 |
+203 |
Jul12 |
110810 |
711.25 |
720.00 |
707.25 |
708.25 |
-2.00 |
6,495 |
70,946 |
-384 |
Sep12 |
110810 |
670.00 |
671.00 |
661.00 |
662.50 |
+1.50 |
1,149 |
11,995 |
+94 |
Total Volume and Open Interest |
337,988 |
1,237,404 |
-11,044 |
Wheat(CBOT) |
Sep11 |
110810 |
677.25 |
691.00 |
676.00 |
685.00 |
+13.25 |
68,428 |
106,762 |
-9,497 |
Dec11 |
110810 |
708.00 |
721.00 |
707.75 |
719.25 |
+15.50 |
63,004 |
173,157 |
+676 |
Mar12 |
110810 |
749.00 |
757.25 |
741.50 |
755.25 |
+14.50 |
13,196 |
60,579 |
+3,515 |
May12 |
110810 |
770.00 |
776.00 |
758.25 |
773.25 |
+13.00 |
2,017 |
12,051 |
+393 |
Jul12 |
110810 |
772.50 |
780.00 |
764.00 |
777.25 |
+11.25 |
3,904 |
49,718 |
+871 |
Total Volume and Open Interest |
151,727 |
428,025 |
-3,928 |
Wheat(KCBT) |
Sep11 |
110810 |
766.25 |
786.00 |
764.50 |
785.00 |
+22.00 |
13,713 |
60,677 |
-1,166 |
Dec11 |
110810 |
792.25 |
809.75 |
788.00 |
808.75 |
+22.00 |
11,211 |
62,802 |
+204 |
Mar12 |
110810 |
809.75 |
822.75 |
801.75 |
822.50 |
+21.00 |
1,759 |
22,353 |
+705 |
May12 |
110810 |
815.50 |
827.25 |
807.25 |
827.25 |
+20.50 |
234 |
3,464 |
+29 |
Jul12 |
110810 |
803.00 |
822.00 |
803.00 |
819.00 |
+17.50 |
1,461 |
17,564 |
+69 |
Total Volume and Open Interest |
28,551 |
170,063 |
-148 |
Wheat(MGE) |
Sep11 |
110810 |
819.75 |
840.00 |
819.00 |
837.25 |
+20.50 |
1,663 |
15,323 |
-498 |
Dec11 |
110810 |
826.50 |
845.00 |
822.50 |
842.50 |
+21.25 |
2,058 |
19,699 |
-298 |
Mar12 |
110810 |
839.25 |
852.25 |
833.25 |
848.75 |
+18.00 |
939 |
6,818 |
+241 |
May12 |
110810 |
845.75 |
856.25 |
836.50 |
853.50 |
+16.25 |
490 |
3,204 |
-59 |
Jul12 |
110810 |
851.75 |
860.50 |
844.50 |
858.25 |
+14.75 |
441 |
4,502 |
-166 |
Total Volume and Open Interest |
5,787 |
53,355 |
-840 |
Oats(CBOT) |
Sep11 |
110810 |
336.75 |
343.75 |
334.00 |
340.25 |
+6.25 |
191 |
1,921 |
-45 |
Dec11 |
110810 |
348.75 |
354.00 |
346.00 |
351.00 |
+6.00 |
550 |
9,750 |
+116 |
Mar12 |
110810 |
360.75 |
363.50 |
356.00 |
362.00 |
+6.00 |
85 |
962 |
+64 |
May12 |
110810 |
369.00 |
369.00 |
363.00 |
369.00 |
+6.00 |
0 |
27 |
+0 |
Total Volume and Open Interest |
826 |
12,690 |
+135 |
Rough Rice(CBOT) |
Sep11 |
110810 |
16.90 |
17.36 |
16.80 |
16.94 |
+0.17 |
664 |
7,757 |
-194 |
Nov11 |
110810 |
17.20 |
17.67 |
17.12 |
17.26 |
+0.18 |
539 |
7,923 |
+37 |
Jan12 |
110810 |
17.50 |
17.75 |
17.45 |
17.55 |
+0.18 |
42 |
761 |
-4 |
Mar12 |
110810 |
17.66 |
18.16 |
17.66 |
17.80 |
+0.18 |
7 |
789 |
-5 |
Total Volume and Open Interest |
1,252 |
17,382 |
-166 |
Live Cattle(CME) |
Aug11 |
110810 |
114.980 |
115.100 |
114.100 |
114.300 |
-0.430 |
12,801 |
17,619 |
-6,204 |
Oct11 |
110810 |
118.250 |
118.400 |
117.200 |
117.450 |
-0.380 |
19,613 |
134,702 |
+534 |
Dec11 |
110810 |
120.400 |
120.550 |
119.500 |
119.550 |
-0.350 |
7,945 |
89,414 |
-290 |
Feb12 |
110810 |
123.300 |
123.500 |
122.430 |
122.730 |
-0.405 |
5,087 |
35,521 |
+960 |
Apr12 |
110810 |
125.700 |
125.800 |
124.750 |
125.035 |
-0.365 |
2,680 |
19,738 |
+796 |
Jun12 |
110810 |
122.480 |
122.785 |
121.680 |
122.200 |
-0.450 |
927 |
8,682 |
+216 |
Total Volume and Open Interest |
49,191 |
307,145 |
-3,892 |
Feeder Cattle(CME) |
Aug11 |
110810 |
134.185 |
134.550 |
133.150 |
133.300 |
+0.065 |
1,152 |
6,769 |
-233 |
Sep11 |
110810 |
135.235 |
135.800 |
134.535 |
135.100 |
+0.350 |
2,720 |
8,624 |
-789 |
Oct11 |
110810 |
136.450 |
136.985 |
135.500 |
135.900 |
+0.200 |
3,677 |
10,292 |
+18 |
Nov11 |
110810 |
137.485 |
137.700 |
136.600 |
136.950 |
-0.235 |
1,679 |
4,736 |
+325 |
Jan12 |
110810 |
138.150 |
138.485 |
137.200 |
137.685 |
+0.285 |
357 |
2,850 |
+64 |
Mar12 |
110810 |
138.200 |
138.400 |
137.500 |
137.600 |
-0.250 |
73 |
819 |
+3 |
Apr12 |
110810 |
139.250 |
139.250 |
138.185 |
138.700 |
-0.300 |
33 |
202 |
+11 |
Total Volume and Open Interest |
9,699 |
34,448 |
-598 |
Lean Hogs(CME) |
Aug11 |
110810 |
105.785 |
106.350 |
105.480 |
106.285 |
+0.885 |
7,279 |
13,156 |
-816 |
Oct11 |
110810 |
89.500 |
89.785 |
86.750 |
86.850 |
-2.285 |
14,532 |
98,611 |
-252 |
Dec11 |
110810 |
86.285 |
86.350 |
83.430 |
83.650 |
-2.200 |
7,931 |
72,652 |
+214 |
Feb12 |
110810 |
88.800 |
88.800 |
86.050 |
86.285 |
-2.395 |
4,262 |
36,144 |
-77 |
Apr12 |
110810 |
90.950 |
91.135 |
88.385 |
88.750 |
-2.385 |
2,459 |
23,581 |
+526 |
May12 |
110810 |
94.200 |
94.200 |
92.800 |
92.800 |
-1.900 |
4 |
967 |
+1 |
Jun12 |
110810 |
96.580 |
96.580 |
94.285 |
94.600 |
-1.935 |
613 |
12,133 |
+248 |
Jul12 |
110810 |
94.900 |
94.900 |
93.150 |
93.250 |
-1.600 |
78 |
3,704 |
+19 |
Total Volume and Open Interest |
37,222 |
264,148 |
-124 |
Class III Milk(CME) |
Aug11 |
110810 |
21.58 |
21.69 |
21.51 |
21.62 |
+0.06 |
248 |
6,862 |
+482 |
Sep11 |
110810 |
20.12 |
20.13 |
19.71 |
19.87 |
-0.30 |
460 |
6,443 |
+82 |
Oct11 |
110810 |
18.97 |
18.98 |
18.55 |
18.69 |
-0.26 |
297 |
5,175 |
+24 |
Nov11 |
110810 |
18.37 |
18.38 |
18.10 |
18.15 |
-0.23 |
185 |
4,146 |
+35 |
Dec11 |
110810 |
17.60 |
17.62 |
17.50 |
17.55 |
-0.03 |
100 |
3,654 |
+14 |
Total Volume and Open Interest |
1,791 |
34,149 |
+869 |
Cocoa(ICE) |
Sep11 |
110810 |
2923 |
2942 |
2832 |
2847 |
-59 |
15,543 |
31,685 |
-5,966 |
Dec11 |
110810 |
2935 |
2976 |
2857 |
2871 |
-72 |
14,789 |
68,326 |
+3,963 |
Mar12 |
110810 |
2995 |
3027 |
2909 |
2924 |
-71 |
1,927 |
38,462 |
-378 |
May12 |
110810 |
2995 |
3029 |
2925 |
2935 |
-71 |
150 |
12,820 |
+0 |
Jul12 |
110810 |
3007 |
3007 |
2947 |
2951 |
-69 |
353 |
5,926 |
+249 |
Sep12 |
110810 |
3000 |
3000 |
2950 |
2964 |
-68 |
388 |
9,856 |
+159 |
Dec12 |
110810 |
2992 |
2992 |
2972 |
2977 |
-69 |
134 |
4,696 |
+122 |
Total Volume and Open Interest |
33,394 |
175,688 |
-1,851 |
Coffee "C"(ICE) |
Sep11 |
110810 |
235.80 |
238.80 |
233.80 |
234.85 |
+0.10 |
13,963 |
33,248 |
-4,137 |
Dec11 |
110810 |
238.50 |
242.40 |
237.20 |
238.35 |
-0.15 |
8,280 |
49,252 |
+874 |
Mar12 |
110810 |
243.40 |
245.00 |
239.85 |
241.00 |
-0.35 |
1,565 |
13,991 |
+326 |
May12 |
110810 |
245.00 |
245.25 |
241.30 |
242.50 |
-0.65 |
363 |
7,138 |
+29 |
Jul12 |
110810 |
245.00 |
245.10 |
241.25 |
242.65 |
-0.85 |
104 |
2,322 |
-3 |
Sep12 |
110810 |
244.35 |
245.60 |
241.95 |
241.95 |
-1.05 |
10 |
1,806 |
+5 |
Total Volume and Open Interest |
24,303 |
109,304 |
-2,890 |
Orange Juice(ICE) |
Sep11 |
110810 |
168.15 |
169.00 |
158.60 |
158.85 |
-9.50 |
5,116 |
16,469 |
-2,978 |
Nov11 |
110810 |
162.75 |
162.85 |
152.75 |
152.75 |
-10.00 |
1,509 |
12,060 |
+548 |
Jan12 |
110810 |
164.25 |
164.25 |
153.10 |
153.30 |
-9.75 |
340 |
1,989 |
+12 |
Mar12 |
110810 |
160.50 |
160.60 |
153.70 |
153.70 |
-9.65 |
93 |
563 |
+64 |
May12 |
110810 |
160.50 |
160.50 |
154.30 |
154.30 |
-9.25 |
14 |
289 |
+0 |
Jul12 |
110810 |
161.25 |
161.25 |
155.70 |
155.70 |
-8.80 |
0 |
132 |
+0 |
Total Volume and Open Interest |
7,072 |
31,513 |
-2,354 |
Sugar #11(ICE) |
Oct11 |
110810 |
27.79 |
28.19 |
26.81 |
27.62 |
+0.13 |
52,424 |
271,390 |
-7,076 |
Mar12 |
110810 |
26.41 |
26.81 |
25.61 |
26.32 |
+0.09 |
15,941 |
149,409 |
+108 |
May12 |
110810 |
25.10 |
25.42 |
24.37 |
25.00 |
+0.08 |
8,122 |
43,015 |
-2,087 |
Jul12 |
110810 |
24.70 |
24.70 |
23.52 |
24.08 |
+0.04 |
5,387 |
64,816 |
-515 |
Oct12 |
110810 |
23.69 |
23.89 |
22.96 |
23.45 |
-0.01 |
2,207 |
28,900 |
+122 |
Total Volume and Open Interest |
86,614 |
599,048 |
-9,622 |
London Cocoa(LCE) |
Sep11 |
110810 |
1856 |
1879 |
1837 |
1841 |
-24 |
5,555 |
63,016 |
-3,186 |
Dec11 |
110810 |
1871 |
1893 |
1844 |
1847 |
-31 |
4,920 |
57,534 |
+2,337 |
Mar12 |
110810 |
1891 |
1914 |
1868 |
1870 |
-27 |
743 |
41,857 |
+114 |
May12 |
110810 |
1919 |
1923 |
1879 |
1881 |
-26 |
257 |
14,067 |
+63 |
Jul12 |
110810 |
1918 |
1929 |
1890 |
1892 |
-24 |
316 |
6,688 |
+22 |
Sep12 |
110810 |
1926 |
1926 |
1900 |
1901 |
-25 |
107 |
4,949 |
+93 |
Dec12 |
110810 |
1940 |
1940 |
1908 |
1908 |
-30 |
7 |
8,488 |
+0 |
Total Volume and Open Interest |
11,905 |
197,505 |
-557 |
London Sugar(LCE) |
Oct11 |
110810 |
742.90 |
743.00 |
716.50 |
723.80 |
-12.50 |
2,809 |
21,666 |
-406 |
Dec11 |
110810 |
698.00 |
698.00 |
673.30 |
679.00 |
-13.60 |
558 |
7,591 |
-88 |
Mar12 |
110810 |
683.00 |
683.00 |
657.30 |
664.00 |
-15.10 |
423 |
10,096 |
+239 |
May12 |
110810 |
654.00 |
656.60 |
641.30 |
642.90 |
-12.80 |
170 |
3,136 |
-83 |
Aug12 |
110810 |
621.50 |
622.50 |
617.90 |
622.50 |
-15.40 |
46 |
2,003 |
+13 |
Total Volume and Open Interest |
4,031 |
46,092 |
-327 |
Cotton(ICE) |
Oct11 |
110810 |
99.00 |
99.84 |
97.00 |
99.16 |
+1.90 |
79 |
534 |
+20 |
Dec11 |
110810 |
97.92 |
99.03 |
95.76 |
97.80 |
+2.00 |
9,967 |
96,901 |
-1,116 |
Mar12 |
110810 |
95.00 |
96.40 |
93.22 |
95.55 |
+1.97 |
2,531 |
27,693 |
+116 |
May12 |
110810 |
95.21 |
95.97 |
93.00 |
95.26 |
+1.83 |
1,202 |
6,030 |
+259 |
Jul12 |
110810 |
94.56 |
95.50 |
93.62 |
94.59 |
+1.41 |
178 |
7,696 |
-4 |
Oct12 |
110810 |
94.98 |
94.98 |
94.98 |
94.98 |
+1.30 |
0 |
3 |
+0 |
Total Volume and Open Interest |
14,126 |
142,813 |
-676 |
Lumber(CME) |
Sep11 |
110810 |
225.9 |
229.2 |
217.0 |
221.5 |
-2.2 |
737 |
5,930 |
-178 |
Nov11 |
110810 |
230.9 |
234.9 |
222.8 |
225.5 |
-3.3 |
1,088 |
4,272 |
-275 |
Jan12 |
110810 |
257.0 |
257.5 |
243.0 |
243.0 |
-7.1 |
481 |
1,131 |
+239 |
Mar12 |
110810 |
256.3 |
259.0 |
256.2 |
259.0 |
-5.3 |
4 |
145 |
+0 |
Total Volume and Open Interest |
2,310 |
11,480 |
-214 |
Crude Oil(NYM) |
Sep11 |
110810 |
81.90 |
83.14 |
79.53 |
82.89 |
+3.59 |
521,066 |
302,179 |
-25,515 |
Oct11 |
110810 |
82.05 |
83.46 |
79.90 |
83.25 |
+3.58 |
140,933 |
166,120 |
+22,761 |
Nov11 |
110810 |
82.83 |
83.92 |
80.34 |
83.71 |
+3.57 |
68,044 |
113,612 |
+8,206 |
Dec11 |
110810 |
83.53 |
84.33 |
80.80 |
84.14 |
+3.53 |
87,962 |
202,326 |
+651 |
Jan12 |
110810 |
83.09 |
84.79 |
81.55 |
84.58 |
+3.47 |
15,836 |
58,755 |
+3,057 |
Feb12 |
110810 |
83.02 |
85.13 |
81.96 |
84.99 |
+3.41 |
8,208 |
23,612 |
-377 |
Mar12 |
110810 |
84.55 |
85.60 |
82.15 |
85.40 |
+3.34 |
9,544 |
38,011 |
-994 |
Apr12 |
110810 |
84.88 |
85.98 |
83.04 |
85.82 |
+3.27 |
5,489 |
24,553 |
+838 |
May12 |
110810 |
84.11 |
86.22 |
84.11 |
86.22 |
+3.19 |
3,849 |
21,812 |
+412 |
Jun12 |
110810 |
86.00 |
86.75 |
83.43 |
86.59 |
+3.11 |
22,899 |
81,860 |
+1,244 |
Jul12 |
110810 |
84.99 |
87.10 |
84.25 |
86.95 |
+3.03 |
4,231 |
30,220 |
-704 |
Aug12 |
110810 |
87.21 |
87.24 |
87.21 |
87.24 |
+2.96 |
1,983 |
15,798 |
-368 |
Sep12 |
110810 |
87.51 |
87.51 |
87.51 |
87.51 |
+2.89 |
2,354 |
17,524 |
-1 |
Oct12 |
110810 |
87.75 |
87.75 |
87.75 |
87.75 |
+2.82 |
832 |
13,592 |
-49 |
Nov12 |
110810 |
88.01 |
88.01 |
88.01 |
88.01 |
+2.76 |
629 |
20,117 |
+61 |
Dec12 |
110810 |
88.33 |
88.47 |
85.30 |
88.28 |
+2.70 |
32,634 |
143,173 |
+883 |
Total Volume and Open Interest |
947,090 |
1,553,276 |
+7,208 |
e-miNY Crude Oil(NYM) |
Aug11 |
110719 |
96.125 |
98.650 |
95.925 |
97.500 |
+1.575 |
5,608 |
3,447 |
-104 |
Sep11 |
110810 |
82.150 |
83.125 |
79.550 |
82.900 |
+3.600 |
16,114 |
4,263 |
-330 |
Oct11 |
110810 |
82.325 |
83.450 |
79.950 |
83.250 |
+3.575 |
864 |
976 |
+146 |
Nov11 |
110810 |
82.300 |
83.700 |
80.750 |
83.700 |
+3.550 |
142 |
308 |
+47 |
Dec11 |
110810 |
83.725 |
84.175 |
80.800 |
84.150 |
+3.550 |
157 |
393 |
-51 |
Jan12 |
110810 |
84.475 |
84.600 |
84.200 |
84.575 |
+3.475 |
4 |
4 |
-4 |
Feb12 |
110810 |
85.000 |
85.000 |
85.000 |
85.000 |
+3.425 |
2 |
7 |
+2 |
Mar12 |
110810 |
85.400 |
85.400 |
85.400 |
85.400 |
+3.350 |
0 |
11 |
+0 |
Apr12 |
110810 |
83.050 |
85.825 |
83.050 |
85.825 |
+3.275 |
1 |
1 |
+0 |
May12 |
110810 |
86.225 |
86.225 |
86.225 |
86.225 |
+3.200 |
1 |
3 |
+1 |
Total Volume and Open Interest |
17,295 |
6,156 |
-191 |
Heating Oil(NYM) |
Sep11 |
110810 |
279.35 |
288.38 |
279.35 |
286.53 |
+10.05 |
68,697 |
83,791 |
-4,539 |
Oct11 |
110810 |
280.88 |
289.29 |
280.88 |
287.51 |
+9.88 |
23,320 |
48,804 |
+2,439 |
Nov11 |
110810 |
283.48 |
289.12 |
282.22 |
288.63 |
+9.60 |
12,694 |
34,224 |
+1,467 |
Dec11 |
110810 |
286.78 |
291.22 |
283.38 |
289.70 |
+9.33 |
19,662 |
42,853 |
+525 |
Jan12 |
110810 |
287.02 |
291.29 |
285.60 |
290.83 |
+9.09 |
7,726 |
26,407 |
-463 |
Feb12 |
110810 |
289.94 |
291.37 |
285.60 |
290.79 |
+8.86 |
2,204 |
12,118 |
+228 |
Mar12 |
110810 |
285.00 |
290.78 |
284.95 |
289.92 |
+8.69 |
2,271 |
7,802 |
+47 |
Apr12 |
110810 |
289.80 |
289.80 |
283.00 |
288.10 |
+8.61 |
1,232 |
4,086 |
+228 |
May12 |
110810 |
287.00 |
287.00 |
281.22 |
286.40 |
+8.48 |
1,927 |
4,518 |
+377 |
Jun12 |
110810 |
280.90 |
286.14 |
279.91 |
285.72 |
+8.28 |
4,693 |
25,127 |
+426 |
Jul12 |
110810 |
284.37 |
286.82 |
282.18 |
286.82 |
+8.21 |
519 |
1,972 |
+89 |
Aug12 |
110810 |
285.82 |
288.17 |
283.66 |
288.17 |
+8.11 |
568 |
1,034 |
-5 |
Total Volume and Open Interest |
147,189 |
304,990 |
+1,359 |
Gasoline(NYMEX) |
Sep11 |
110810 |
273.75 |
278.82 |
268.39 |
278.25 |
+11.49 |
56,549 |
69,138 |
-3,743 |
Oct11 |
110810 |
257.68 |
263.62 |
254.34 |
263.12 |
+11.04 |
36,408 |
50,120 |
+3,531 |
Nov11 |
110810 |
254.65 |
260.77 |
251.76 |
260.22 |
+10.74 |
15,973 |
25,325 |
+1,380 |
Dec11 |
110810 |
254.30 |
259.62 |
251.12 |
259.02 |
+10.46 |
11,092 |
36,926 |
+878 |
Jan12 |
110810 |
254.53 |
259.46 |
251.44 |
259.46 |
+10.43 |
2,464 |
12,949 |
-172 |
Feb12 |
110810 |
254.05 |
260.82 |
253.52 |
260.76 |
+10.38 |
665 |
6,377 |
-83 |
Mar12 |
110810 |
258.68 |
262.41 |
256.85 |
262.41 |
+10.30 |
657 |
8,869 |
-67 |
Apr12 |
110810 |
270.50 |
274.39 |
269.65 |
274.39 |
+10.06 |
505 |
5,851 |
+39 |
May12 |
110810 |
270.00 |
274.78 |
270.00 |
274.78 |
+10.05 |
427 |
2,271 |
+82 |
Jun12 |
110810 |
269.80 |
275.12 |
268.10 |
274.28 |
+9.89 |
1,223 |
7,319 |
+367 |
Total Volume and Open Interest |
126,324 |
241,080 |
+2,226 |
e-miNY RBOB Gasoline(NYM) |
Sep11 |
110810 |
277.00 |
278.30 |
277.00 |
278.30 |
+11.50 |
|
|
|
Oct11 |
110810 |
263.10 |
263.12 |
263.10 |
263.10 |
+11.00 |
0 |
1 |
+0 |
Nov11 |
110810 |
260.20 |
260.22 |
260.20 |
260.20 |
+10.70 |
|
|
|
Dec11 |
110810 |
259.00 |
259.02 |
259.00 |
259.00 |
+10.40 |
|
|
|
Total Volume and Open Interest |
0 |
3 |
-1 |
Natural Gas(NYM) |
Sep11 |
110810 |
4.009 |
4.080 |
3.980 |
4.003 |
+0.009 |
139,135 |
188,304 |
-22,152 |
Oct11 |
110810 |
4.025 |
4.096 |
3.998 |
4.024 |
+0.009 |
86,962 |
146,647 |
-4,212 |
Nov11 |
110810 |
4.189 |
4.243 |
4.144 |
4.181 |
+0.014 |
81,852 |
148,194 |
+7,574 |
Dec11 |
110810 |
4.403 |
4.450 |
4.361 |
4.402 |
+0.014 |
28,226 |
70,637 |
+4,031 |
Jan12 |
110810 |
4.510 |
4.545 |
4.459 |
4.497 |
+0.012 |
27,528 |
122,937 |
+110 |
Feb12 |
110810 |
4.471 |
4.541 |
4.461 |
4.497 |
+0.011 |
5,181 |
31,220 |
-271 |
Mar12 |
110810 |
4.464 |
4.511 |
4.443 |
4.467 |
+0.009 |
7,032 |
47,049 |
-954 |
Apr12 |
110810 |
4.438 |
4.455 |
4.396 |
4.418 |
+0.005 |
12,769 |
59,687 |
+1,254 |
May12 |
110810 |
4.438 |
4.478 |
4.420 |
4.443 |
+0.004 |
1,670 |
12,805 |
+558 |
Jun12 |
110810 |
4.465 |
4.506 |
4.455 |
4.474 |
+0.003 |
1,012 |
12,782 |
-48 |
Jul12 |
110810 |
4.510 |
4.547 |
4.500 |
4.512 |
+0.002 |
688 |
10,698 |
+29 |
Aug12 |
110810 |
4.523 |
4.570 |
4.519 |
4.535 |
+0.001 |
785 |
9,739 |
-185 |
Sep12 |
110810 |
4.537 |
4.574 |
4.525 |
4.539 |
+0.001 |
1,273 |
7,418 |
-215 |
Oct12 |
110810 |
4.569 |
4.606 |
4.555 |
4.569 |
-0.001 |
3,507 |
36,432 |
+323 |
Nov12 |
110810 |
4.713 |
4.739 |
4.713 |
4.725 |
-0.005 |
1,093 |
5,964 |
+480 |
Dec12 |
110810 |
4.970 |
4.987 |
4.934 |
4.952 |
-0.011 |
346 |
11,793 |
-8 |
Total Volume and Open Interest |
402,358 |
993,563 |
-14,781 |
Brent Crude Oil(ICE) |
Sep11 |
110810 |
104.20 |
107.11 |
103.41 |
106.68 |
+4.11 |
243,181 |
125,008 |
-16,056 |
Oct11 |
110810 |
104.47 |
107.00 |
103.40 |
106.62 |
+4.10 |
142,472 |
132,418 |
-7,822 |
Nov11 |
110810 |
104.50 |
106.97 |
103.45 |
106.63 |
+4.04 |
65,017 |
85,630 |
+4,417 |
Dec11 |
110810 |
104.54 |
106.95 |
103.43 |
106.60 |
+3.97 |
80,117 |
107,264 |
+449 |
Jan12 |
110810 |
103.92 |
106.80 |
103.70 |
106.57 |
+3.90 |
13,316 |
25,541 |
-1,256 |
Feb12 |
110810 |
105.05 |
106.83 |
103.87 |
106.52 |
+3.83 |
5,628 |
19,454 |
+871 |
Mar12 |
110810 |
103.89 |
106.77 |
103.85 |
106.42 |
+3.75 |
5,040 |
36,701 |
-560 |
Apr12 |
110810 |
103.86 |
106.71 |
103.77 |
106.32 |
+3.68 |
3,004 |
13,801 |
-448 |
May12 |
110810 |
103.84 |
106.54 |
103.84 |
106.24 |
+3.59 |
2,937 |
10,411 |
+179 |
Jun12 |
110810 |
103.79 |
106.46 |
103.46 |
106.11 |
+3.50 |
9,908 |
47,468 |
+1,725 |
Jul12 |
110810 |
106.02 |
106.02 |
106.02 |
106.02 |
+3.41 |
968 |
9,334 |
-1 |
Aug12 |
110810 |
105.90 |
105.90 |
105.90 |
105.90 |
+3.33 |
459 |
6,336 |
+23 |
Sep12 |
110810 |
105.75 |
105.75 |
105.75 |
105.75 |
+3.26 |
754 |
7,860 |
-38 |
Oct12 |
110810 |
105.56 |
105.56 |
105.56 |
105.56 |
+3.18 |
368 |
4,356 |
+132 |
Total Volume and Open Interest |
597,678 |
785,306 |
-18,590 |
Gas Oil(ICE) |
Aug11 |
110810 |
884.50 |
910.25 |
882.00 |
887.50 |
+1.25 |
38,910 |
25,164 |
-4,486 |
Sep11 |
110810 |
888.25 |
908.75 |
881.25 |
885.25 |
-0.75 |
120,281 |
135,962 |
-10,138 |
Oct11 |
110810 |
883.50 |
906.50 |
880.00 |
883.25 |
-1.25 |
50,133 |
91,063 |
+2,396 |
Nov11 |
110810 |
883.50 |
903.00 |
879.00 |
881.25 |
-2.00 |
28,413 |
47,355 |
+2,649 |
Dec11 |
110810 |
883.75 |
902.75 |
877.75 |
880.25 |
-3.00 |
51,850 |
61,263 |
+2,387 |
Jan12 |
110810 |
885.25 |
902.00 |
879.00 |
881.25 |
-3.50 |
15,602 |
36,598 |
-3,314 |
Feb12 |
110810 |
886.00 |
900.50 |
881.50 |
881.75 |
-4.00 |
4,366 |
14,700 |
+707 |
Mar12 |
110810 |
886.50 |
901.25 |
881.75 |
882.00 |
-4.25 |
3,858 |
15,375 |
+467 |
Apr12 |
110810 |
886.75 |
901.00 |
882.25 |
882.25 |
-4.50 |
2,555 |
9,626 |
+430 |
May12 |
110810 |
887.00 |
901.00 |
882.00 |
882.00 |
-5.00 |
2,234 |
8,021 |
-33 |
Total Volume and Open Interest |
332,381 |
549,315 |
-6,799 |
Ethanol(CBOT) |
Aug11 |
110803 |
2.836 |
2.836 |
2.800 |
2.800 |
-0.042 |
102 |
196 |
-79 |
Sep11 |
110810 |
2.688 |
2.705 |
2.680 |
2.702 |
+0.028 |
280 |
1,228 |
-52 |
Oct11 |
110810 |
2.595 |
2.620 |
2.594 |
2.614 |
+0.029 |
221 |
1,385 |
+83 |
Nov11 |
110810 |
2.554 |
2.564 |
2.550 |
2.559 |
+0.019 |
133 |
1,182 |
+11 |
Dec11 |
110810 |
2.528 |
2.539 |
2.525 |
2.534 |
+0.013 |
169 |
1,557 |
+30 |
Jan12 |
110810 |
2.493 |
2.498 |
2.493 |
2.493 |
+0.008 |
72 |
803 |
+7 |
Feb12 |
110810 |
2.469 |
2.492 |
2.469 |
2.480 |
+0.005 |
6 |
567 |
+4 |
Mar12 |
110810 |
2.497 |
2.497 |
2.475 |
2.483 |
+0.001 |
20 |
504 |
+12 |
Total Volume and Open Interest |
976 |
9,404 |
+151 |
WTI Crude Oil(ICE |
Sep11 |
110810 |
81.45 |
83.14 |
79.54 |
82.89 |
+3.59 |
113,338 |
67,660 |
-5,512 |
Oct11 |
110810 |
81.52 |
83.44 |
79.89 |
83.25 |
+3.58 |
28,029 |
44,557 |
+1,453 |
Nov11 |
110810 |
82.08 |
83.80 |
80.60 |
83.71 |
+3.57 |
16,881 |
26,377 |
-1,178 |
Dec11 |
110810 |
83.25 |
84.31 |
80.79 |
84.14 |
+3.53 |
31,297 |
90,905 |
+2,374 |
Jan12 |
110810 |
83.88 |
84.58 |
81.66 |
84.58 |
+3.47 |
5,293 |
17,188 |
-822 |
Feb12 |
110810 |
84.15 |
84.99 |
82.11 |
84.99 |
+3.41 |
2,882 |
6,318 |
+515 |
Mar12 |
110810 |
84.43 |
85.40 |
82.55 |
85.40 |
+3.34 |
3,582 |
15,426 |
-775 |
Apr12 |
110810 |
85.25 |
85.82 |
83.00 |
85.82 |
+3.27 |
1,318 |
4,885 |
+219 |
May12 |
110810 |
84.23 |
86.27 |
83.56 |
86.22 |
+3.19 |
1,044 |
3,915 |
-5 |
Jun12 |
110810 |
85.70 |
86.80 |
83.64 |
86.59 |
+3.11 |
6,488 |
27,522 |
-561 |
Jul12 |
110810 |
86.95 |
86.95 |
86.95 |
86.95 |
+3.03 |
876 |
4,874 |
+127 |
Aug12 |
110810 |
87.24 |
87.24 |
87.24 |
87.24 |
+2.96 |
61 |
1,503 |
-17 |
Sep12 |
110810 |
87.51 |
87.51 |
87.51 |
87.51 |
+2.89 |
330 |
5,199 |
+43 |
Oct12 |
110810 |
87.75 |
87.75 |
87.75 |
87.75 |
+2.82 |
5 |
1,179 |
+0 |
Nov12 |
110810 |
88.01 |
88.01 |
88.01 |
88.01 |
+2.76 |
2 |
2,539 |
+0 |
Dec12 |
110810 |
87.25 |
88.46 |
85.50 |
88.28 |
+2.70 |
8,715 |
42,902 |
-1,451 |
Total Volume and Open Interest |
222,753 |
444,821 |
-5,612 |
US Dollar Index(ICE) |
Sep11 |
110810 |
74.130 |
74.925 |
73.905 |
74.770 |
+0.045 |
38,485 |
54,175 |
-1,657 |
Dec11 |
110810 |
74.360 |
75.270 |
74.340 |
75.160 |
+0.035 |
255 |
723 |
-17 |
Mar12 |
110810 |
75.590 |
75.590 |
75.590 |
75.590 |
+0.005 |
0 |
1 |
+0 |
Total Volume and Open Interest |
38,740 |
54,899 |
-1,674 |
Australian Dollar(CME) |
Sep11 |
110810 |
103.41 |
103.43 |
100.31 |
102.07 |
+1.76 |
240,225 |
110,062 |
-11,129 |
Dec11 |
110810 |
102.26 |
102.26 |
99.36 |
101.09 |
+1.73 |
164 |
900 |
-36 |
Mar12 |
110810 |
100.25 |
100.25 |
98.53 |
100.25 |
+1.72 |
0 |
5 |
+0 |
Total Volume and Open Interest |
240,394 |
111,017 |
-11,162 |
British Pound(CME) |
Sep11 |
110810 |
163.22 |
163.27 |
161.16 |
161.54 |
-0.54 |
135,122 |
107,145 |
+6,315 |
Dec11 |
110810 |
162.87 |
162.87 |
161.11 |
161.41 |
-0.52 |
100 |
291 |
+18 |
Mar12 |
110810 |
161.30 |
161.82 |
161.30 |
161.30 |
-0.52 |
0 |
7 |
+0 |
Total Volume and Open Interest |
135,222 |
107,449 |
+6,333 |
Canadian Dollar(CME) |
Sep11 |
110810 |
102.23 |
102.24 |
100.35 |
100.96 |
+0.46 |
167,268 |
112,189 |
-8,837 |
Dec11 |
110810 |
101.50 |
101.80 |
100.23 |
100.80 |
+0.46 |
1,077 |
5,606 |
+402 |
Mar12 |
110810 |
101.90 |
101.90 |
100.00 |
100.74 |
+0.46 |
221 |
1,091 |
+143 |
Jun12 |
110810 |
100.30 |
100.69 |
100.30 |
100.65 |
+0.50 |
38 |
361 |
+13 |
Total Volume and Open Interest |
168,630 |
119,426 |
-8,255 |
Japanese Yen(CME) |
Sep11 |
110810 |
129.59 |
131.08 |
129.44 |
130.32 |
+0.55 |
124,891 |
121,385 |
-216 |
Dec11 |
110810 |
129.76 |
131.20 |
129.75 |
130.50 |
+0.56 |
211 |
1,124 |
+0 |
Mar12 |
110810 |
130.16 |
131.29 |
130.16 |
130.72 |
+0.56 |
2 |
45 |
+1 |
Total Volume and Open Interest |
125,104 |
122,575 |
-215 |
Swiss Franc(CME) |
Sep11 |
110810 |
138.87 |
139.49 |
136.55 |
137.36 |
-2.60 |
65,631 |
54,358 |
-717 |
Dec11 |
110810 |
138.94 |
140.23 |
136.99 |
137.69 |
-2.54 |
349 |
984 |
+61 |
Mar12 |
110810 |
138.00 |
140.48 |
138.00 |
138.00 |
-2.48 |
1 |
6 |
+0 |
Total Volume and Open Interest |
65,981 |
55,351 |
-656 |
EuroFX(CME) |
Sep11 |
110810 |
143.85 |
143.95 |
141.54 |
141.93 |
-0.16 |
470,736 |
180,648 |
+5,371 |
Dec11 |
110810 |
143.75 |
143.75 |
141.47 |
141.78 |
-0.15 |
606 |
2,019 |
+63 |
Mar12 |
110810 |
143.00 |
143.00 |
141.50 |
141.70 |
-0.08 |
15 |
394 |
+2 |
Total Volume and Open Interest |
471,359 |
183,900 |
+5,438 |
Mexican Peso(CME) |
Aug11 |
110810 |
813.2 |
813.2 |
805.5 |
813.2 |
+7.8 |
|
|
|
Sep11 |
110810 |
827.2 |
827.2 |
792.2 |
809.0 |
+7.8 |
85,848 |
107,306 |
-8,851 |
Total Volume and Open Interest |
85,899 |
107,686 |
-8,817 |
Brazilian Real(CME) |
Sep11 |
110810 |
609.00 |
616.95 |
607.50 |
616.95 |
+7.45 |
475 |
8,994 |
-396 |
Oct11 |
110810 |
613.65 |
613.65 |
606.30 |
613.65 |
+7.35 |
|
|
|
Nov11 |
110810 |
610.35 |
610.35 |
603.15 |
610.35 |
+7.20 |
|
|
|
Dec11 |
110810 |
607.05 |
607.05 |
599.95 |
607.05 |
+7.10 |
0 |
139 |
+0 |
Total Volume and Open Interest |
475 |
24,544 |
-396 |
30-Year T-Bonds(CBOT) |
Sep11 |
110810 |
136~130 |
139~040 |
135~120 |
138~070 |
+1~010 |
505,617 |
650,246 |
-3,411 |
Dec11 |
110810 |
135~040 |
137~270 |
134~080 |
136~310 |
+1~030 |
1,959 |
8,874 |
+608 |
Mar12 |
110810 |
135~170 |
135~170 |
134~140 |
135~170 |
+1~030 |
3 |
14 |
+3 |
Total Volume and Open Interest |
507,579 |
659,134 |
-2,800 |
10-Year T-Notes(CBOT) |
Sep11 |
110810 |
129~110 |
130~165 |
128~305 |
130~020 |
+0~075 |
1,882,238 |
1,887,099 |
+39,687 |
Dec11 |
110810 |
128~100 |
129~160 |
127~275 |
129~010 |
+0~100 |
7,989 |
19,932 |
-1,048 |
Mar12 |
110810 |
128~010 |
128~010 |
127~230 |
128~010 |
+0~100 |
|
|
|
Total Volume and Open Interest |
1,890,227 |
1,907,031 |
+38,639 |
5-Year T-Notes(CBOT) |
Sep11 |
110810 |
123~019 |
123~086 |
123~001 |
123~046 |
-0~001 |
897,692 |
1,427,418 |
-2,227 |
Dec11 |
110810 |
122~042 |
122~076 |
122~007 |
122~039 |
-0~004 |
1,625 |
3,886 |
+214 |
Mar12 |
110810 |
121~063 |
121~067 |
121~063 |
121~063 |
-0~004 |
|
|
|
Total Volume and Open Interest |
899,317 |
1,431,304 |
-2,013 |
2 Year T-Notes(CBOT) |
Sep11 |
110810 |
110~041 |
110~048 |
110~036 |
110~040 |
-0~002 |
329,241 |
1,033,735 |
-37,602 |
Dec11 |
110810 |
110~028 |
110~041 |
110~028 |
110~033 |
+0~003 |
165 |
2,568 |
+34 |
Mar12 |
110810 |
109~099 |
109~099 |
109~096 |
109~099 |
+0~003 |
|
|
|
Total Volume and Open Interest |
329,406 |
1,036,303 |
-37,568 |
Eurodollars(CME) |
Sep11 |
110810 |
99.635 |
99.670 |
99.585 |
99.615 |
-0.005 |
431,378 |
1,142,132 |
-22,311 |
Dec11 |
110810 |
99.570 |
99.625 |
99.510 |
99.525 |
-0.030 |
452,667 |
1,082,662 |
-20,638 |
Mar12 |
110810 |
99.570 |
99.635 |
99.555 |
99.565 |
-0.010 |
383,455 |
1,295,144 |
-47,346 |
Jun12 |
110810 |
99.595 |
99.640 |
99.575 |
99.595 |
unch |
324,615 |
1,396,244 |
+17,665 |
Sep12 |
110810 |
99.580 |
99.630 |
99.560 |
99.600 |
+0.005 |
311,682 |
957,028 |
-15,059 |
Dec12 |
110810 |
99.510 |
99.595 |
99.510 |
99.570 |
+0.025 |
337,371 |
745,962 |
-14,034 |
Mar13 |
110810 |
99.455 |
99.560 |
99.445 |
99.545 |
+0.050 |
293,726 |
727,410 |
-34,888 |
Jun13 |
110810 |
99.350 |
99.490 |
99.345 |
99.465 |
+0.050 |
266,968 |
562,214 |
+9,705 |
Sep13 |
110810 |
99.215 |
99.365 |
99.205 |
99.335 |
+0.050 |
185,952 |
540,421 |
+10,354 |
Dec13 |
110810 |
98.990 |
99.185 |
98.985 |
99.140 |
+0.065 |
181,270 |
392,994 |
+19,467 |
Mar14 |
110810 |
98.760 |
98.975 |
98.755 |
98.925 |
+0.085 |
106,057 |
263,670 |
-282 |
Jun14 |
110810 |
98.505 |
98.745 |
98.495 |
98.685 |
+0.115 |
95,203 |
238,621 |
+5,695 |
Sep14 |
110810 |
98.275 |
98.505 |
98.245 |
98.445 |
+0.135 |
53,849 |
131,162 |
-1,720 |
Dec14 |
110810 |
98.030 |
98.260 |
97.985 |
98.200 |
+0.150 |
51,046 |
129,733 |
-19 |
Mar15 |
110810 |
97.815 |
98.045 |
97.755 |
97.980 |
+0.160 |
33,714 |
111,015 |
+1,409 |
Jun15 |
110810 |
5.850 |
6.085 |
5.780 |
6.015 |
+0.165 |
28,150 |
82,936 |
-1,138 |
Sep15 |
110810 |
5.635 |
5.870 |
5.575 |
5.805 |
+0.160 |
18,720 |
58,030 |
-1,111 |
Dec15 |
110810 |
5.440 |
5.670 |
5.355 |
5.600 |
+0.155 |
18,570 |
52,940 |
+610 |
Total Volume and Open Interest |
|
|
|
30 Day Federal Funds(CBOT) |
Aug11 |
110810 |
99.912 |
99.912 |
99.902 |
99.910 |
-0.002 |
8,088 |
88,995 |
-2,289 |
Sep11 |
110810 |
99.915 |
99.920 |
99.910 |
99.915 |
unch |
8,442 |
55,061 |
+934 |
Oct11 |
110810 |
99.910 |
99.920 |
99.905 |
99.910 |
unch |
10,484 |
53,529 |
-961 |
Nov11 |
110810 |
99.910 |
99.920 |
99.910 |
99.910 |
unch |
15,161 |
51,887 |
+1,553 |
Dec11 |
110810 |
99.910 |
99.930 |
99.910 |
99.915 |
unch |
15,719 |
67,112 |
+3,828 |
Jan12 |
110810 |
99.900 |
99.925 |
99.900 |
99.910 |
unch |
10,323 |
47,991 |
-1,196 |
Total Volume and Open Interest |
124,134 |
825,172 |
+4,688 |
30 Day Fed Funds(e-CBOT) |
3-Mth Euro-Yen(CME) |
Sep11 |
110810 |
99.685 |
99.685 |
99.685 |
99.685 |
+0.010 |
0 |
51 |
+0 |
Dec11 |
110810 |
99.688 |
99.688 |
99.688 |
99.688 |
+0.022 |
0 |
332 |
+0 |
Mar12 |
110810 |
99.695 |
99.695 |
99.695 |
99.695 |
+0.022 |
0 |
340 |
+0 |
Jun12 |
110810 |
99.692 |
99.692 |
99.692 |
99.692 |
+0.022 |
|
|
|
Sep12 |
110810 |
99.620 |
99.620 |
99.620 |
99.620 |
+0.020 |
|
|
|
Dec12 |
110810 |
99.680 |
99.680 |
99.680 |
99.680 |
+0.020 |
|
|
|
Mar13 |
110810 |
99.680 |
99.680 |
99.680 |
99.680 |
+0.020 |
|
|
|
Jun13 |
110810 |
99.635 |
99.635 |
99.635 |
99.635 |
+0.020 |
|
|
|
Sep13 |
110810 |
99.495 |
99.495 |
99.495 |
99.495 |
+0.020 |
|
|
|
Dec13 |
110810 |
99.355 |
99.355 |
99.355 |
99.355 |
+0.020 |
|
|
|
Total Volume and Open Interest |
0 |
723 |
+0 |
3-Mth Euro-Yen(SGX) |
Sep11 |
110810 |
99.68 |
99.68 |
99.68 |
99.68 |
+0.02 |
1 |
1,277 |
+0 |
Dec11 |
110810 |
99.69 |
99.69 |
99.69 |
99.69 |
+0.02 |
0 |
1,478 |
+0 |
Mar12 |
110810 |
99.69 |
99.69 |
99.69 |
99.69 |
+0.02 |
200 |
2,083 |
+0 |
Jun12 |
110810 |
99.69 |
99.69 |
99.69 |
99.69 |
+0.02 |
0 |
1,376 |
+0 |
Sep12 |
110810 |
99.62 |
99.62 |
99.62 |
99.62 |
+0.02 |
0 |
411 |
+0 |
Dec12 |
110810 |
99.68 |
99.68 |
99.68 |
99.68 |
+0.02 |
0 |
29 |
+0 |
Mar13 |
110810 |
99.68 |
99.68 |
99.68 |
99.68 |
+0.02 |
0 |
1 |
+0 |
Jun13 |
110810 |
99.64 |
99.64 |
99.64 |
99.64 |
+0.02 |
|
|
|
Total Volume and Open Interest |
201 |
6,657 |
+0 |
Japanese Gov't Bonds(SGX) |
Sep11 |
110810 |
142.15 |
142.42 |
142.14 |
142.24 |
+0.08 |
2,976 |
25,676 |
-230 |
Dec11 |
110810 |
141.83 |
141.83 |
141.83 |
141.83 |
+0.08 |
0 |
3 |
+0 |
Mar12 |
110810 |
139.74 |
139.74 |
139.74 |
139.74 |
+0.08 |
|
|
|
Total Volume and Open Interest |
2,976 |
25,679 |
-230 |
Euro-Bund(EUREX) |
Sep11 |
110810 |
133.10 |
134.54 |
132.64 |
134.10 |
+1.69 |
1,216,535 |
1,021,041 |
+52,894 |
Dec11 |
110810 |
131.36 |
133.05 |
131.25 |
132.61 |
+1.67 |
99 |
2,715 |
+21 |
Mar12 |
110810 |
133.10 |
133.10 |
133.10 |
133.10 |
+1.69 |
0 |
1 |
+0 |
Total Volume and Open Interest |
1,216,634 |
1,023,757 |
+52,915 |
Euro-Bobl(EUREX) |
Sep11 |
110810 |
121.16 |
122.05 |
120.93 |
121.80 |
+1.07 |
651,906 |
735,929 |
-8,470 |
Dec11 |
110810 |
119.86 |
120.74 |
119.86 |
120.74 |
+1.07 |
42 |
735 |
+32 |
Mar12 |
110810 |
120.80 |
120.80 |
120.80 |
120.80 |
+1.07 |
|
|
|
Total Volume and Open Interest |
651,948 |
736,664 |
-8,438 |
3-Mth Euribor(EUREX) |
Sep11 |
110810 |
98.630 |
98.700 |
98.625 |
98.695 |
+0.065 |
27 |
2,105 |
+21 |
Dec11 |
110810 |
98.800 |
98.920 |
98.780 |
98.920 |
+0.135 |
33 |
1,547 |
-30 |
Mar12 |
110810 |
98.955 |
98.995 |
98.955 |
98.995 |
+0.160 |
2 |
2,488 |
+0 |
Total Volume and Open Interest |
72 |
10,057 |
-8 |
Long Gilt(LIFFE) |
Sep11 |
110810 |
127~10 |
129~02 |
127~06 |
128~26 |
+2~06 |
128,319 |
365,742 |
+5,864 |
Dec11 |
110810 |
127~16 |
127~16 |
127~16 |
127~16 |
+2~06 |
0 |
1 |
+0 |
Total Volume and Open Interest |
128,319 |
365,743 |
+5,864 |
3-Mth Short Sterling(LIFFE) |
Sep11 |
110810 |
99.14 |
99.16 |
99.12 |
99.14 |
+0.01 |
44,194 |
422,633 |
+8 |
Dec11 |
110810 |
99.21 |
99.27 |
99.19 |
99.26 |
+0.06 |
55,069 |
512,688 |
-8,930 |
Mar12 |
110810 |
99.25 |
99.30 |
99.21 |
99.29 |
+0.07 |
68,493 |
438,673 |
-3,465 |
Jun12 |
110810 |
99.27 |
99.31 |
99.21 |
99.30 |
+0.08 |
63,681 |
281,205 |
-4,576 |
Sep12 |
110810 |
99.25 |
99.29 |
99.18 |
99.28 |
+0.10 |
86,132 |
291,863 |
+11,344 |
Dec12 |
110810 |
99.15 |
99.24 |
99.10 |
99.21 |
+0.13 |
72,673 |
273,265 |
+3,445 |
Total Volume and Open Interest |
480,560 |
2,673,635 |
-2,007 |
3-Mth Euribor(LIFFE) |
Sep11 |
110810 |
98.645 |
98.710 |
98.605 |
98.695 |
+0.065 |
165,687 |
697,555 |
-16,644 |
Dec11 |
110810 |
98.810 |
98.945 |
98.765 |
98.920 |
+0.135 |
376,040 |
614,193 |
+12,564 |
Mar12 |
110810 |
98.880 |
99.030 |
98.815 |
98.995 |
+0.160 |
239,225 |
488,165 |
-18,772 |
Total Volume and Open Interest |
1,640,955 |
3,658,669 |
-67,123 |
3-Mth Aus T-Bills(SFE) |
Sep11 |
110810 |
95.58 |
95.79 |
95.25 |
95.45 |
-0.16 |
38,707 |
262,013 |
-1,925 |
Dec11 |
110810 |
96.09 |
96.33 |
95.82 |
95.97 |
-0.17 |
59,977 |
313,786 |
-3,767 |
Mar12 |
110810 |
96.23 |
96.50 |
96.01 |
96.17 |
-0.12 |
29,736 |
173,910 |
-4,201 |
Jun12 |
110810 |
96.16 |
96.40 |
96.00 |
96.16 |
-0.09 |
11,041 |
92,102 |
+272 |
Sep12 |
110810 |
96.09 |
96.25 |
95.93 |
96.02 |
-0.08 |
5,553 |
63,774 |
+516 |
Dec12 |
110810 |
95.91 |
96.03 |
95.78 |
95.86 |
-0.08 |
2,268 |
36,791 |
-415 |
Mar13 |
110810 |
95.83 |
95.89 |
95.68 |
95.71 |
-0.10 |
1,695 |
36,971 |
-1,524 |
Jun13 |
110810 |
95.69 |
95.75 |
95.55 |
95.55 |
-0.12 |
1,035 |
16,911 |
-64 |
Sep13 |
110810 |
95.52 |
95.55 |
95.41 |
95.41 |
-0.15 |
309 |
3,197 |
+186 |
Dec13 |
110810 |
95.33 |
95.33 |
95.28 |
95.28 |
-0.16 |
29 |
1,680 |
+17 |
Total Volume and Open Interest |
150,356 |
1,001,278 |
-10,905 |
10-Year Aus T-Bonds(SFE) |
Sep11 |
110810 |
95.36 |
95.58 |
95.35 |
95.42 |
-0.01 |
86,133 |
511,410 |
+10,153 |
Dec11 |
110810 |
95.42 |
95.42 |
95.42 |
95.42 |
-0.01 |
|
|
|
Total Volume and Open Interest |
86,133 |
511,410 |
+10,153 |
3-Year Aus T-Bonds(SFE) |
Sep11 |
110810 |
96.04 |
96.40 |
95.94 |
96.08 |
-0.07 |
301,840 |
1,165,528 |
+53,377 |
Dec11 |
110810 |
96.08 |
96.08 |
96.08 |
96.08 |
-0.07 |
|
|
|
Total Volume and Open Interest |
301,840 |
1,165,528 |
+53,377 |
Gold(CMX) |
Aug11 |
110810 |
1744.0 |
1795.6 |
1741.3 |
1781.3 |
+41.3 |
1,885 |
3,401 |
-386 |
Oct11 |
110810 |
1744.5 |
1799.1 |
1739.2 |
1782.7 |
+41.3 |
16,774 |
26,063 |
+2,189 |
Dec11 |
110810 |
1747.4 |
1801.0 |
1740.2 |
1784.3 |
+41.3 |
278,274 |
370,091 |
-3,434 |
Feb12 |
110810 |
1751.5 |
1801.6 |
1751.2 |
1786.4 |
+41.3 |
8,153 |
21,049 |
+2,023 |
Apr12 |
110810 |
1765.6 |
1803.4 |
1762.0 |
1788.3 |
+41.3 |
1,058 |
6,923 |
+124 |
Jun12 |
110810 |
1764.2 |
1805.2 |
1761.8 |
1790.0 |
+41.2 |
1,208 |
15,409 |
+201 |
Aug12 |
110810 |
1769.0 |
1800.9 |
1769.0 |
1791.7 |
+41.0 |
575 |
5,719 |
+174 |
Oct12 |
110810 |
1807.6 |
1807.6 |
1793.5 |
1793.5 |
+40.8 |
68 |
4,183 |
+14 |
Dec12 |
110810 |
1757.0 |
1811.0 |
1757.0 |
1795.5 |
+40.5 |
643 |
11,984 |
-17 |
Feb13 |
110810 |
1785.0 |
1797.3 |
1785.0 |
1797.3 |
+39.8 |
1 |
1,585 |
+1 |
Apr13 |
110810 |
1787.0 |
1799.3 |
1787.0 |
1799.3 |
+39.1 |
4 |
336 |
+4 |
Jun13 |
110810 |
1801.7 |
1801.7 |
1801.7 |
1801.7 |
+38.3 |
30 |
11,596 |
+0 |
Total Volume and Open Interest |
317,259 |
516,851 |
-346 |
Silver(CMX) |
Sep11 |
110810 |
3778.0 |
3958.0 |
3761.5 |
3932.7 |
+144.4 |
72,949 |
49,973 |
-3,586 |
Dec11 |
110810 |
3781.0 |
3958.5 |
3770.0 |
3936.2 |
+144.4 |
16,533 |
33,995 |
+2,236 |
Mar12 |
110810 |
3782.0 |
3952.0 |
3782.0 |
3937.4 |
+144.0 |
1,274 |
6,049 |
-36 |
May12 |
110810 |
3935.7 |
3935.7 |
3935.7 |
3935.7 |
+143.2 |
75 |
2,066 |
+19 |
Jul12 |
110810 |
3823.5 |
3934.0 |
3823.5 |
3934.0 |
+142.4 |
26 |
1,912 |
+13 |
Sep12 |
110810 |
3822.5 |
3930.5 |
3822.5 |
3930.5 |
+141.6 |
6 |
307 |
+3 |
Dec12 |
110810 |
3814.0 |
3942.5 |
3806.0 |
3923.7 |
+140.6 |
69 |
8,289 |
-16 |
Total Volume and Open Interest |
91,044 |
114,366 |
-1,358 |
Platinum(NYMEX) |
Oct11 |
110810 |
1755.0 |
1778.9 |
1747.5 |
1771.7 |
+15.3 |
9,670 |
32,992 |
+710 |
Jan12 |
110810 |
1765.0 |
1776.0 |
1754.3 |
1775.3 |
+15.3 |
212 |
1,640 |
+77 |
Apr12 |
110810 |
1757.9 |
1778.6 |
1757.9 |
1777.3 |
+15.3 |
15 |
157 |
+15 |
Jul12 |
110810 |
1784.9 |
1784.9 |
1780.9 |
1780.9 |
+15.3 |
0 |
12 |
+0 |
Total Volume and Open Interest |
9,898 |
34,803 |
+800 |
Palladium(NYMEX) |
Sep11 |
110810 |
737.30 |
749.90 |
723.50 |
726.80 |
-7.75 |
4,538 |
18,689 |
-1,173 |
Dec11 |
110810 |
743.45 |
749.90 |
726.45 |
728.40 |
-7.75 |
247 |
2,446 |
+53 |
Mar12 |
110810 |
93.64 |
93.64 |
74.04 |
74.04 |
-7.70 |
1 |
72 |
+1 |
Total Volume and Open Interest |
4,788 |
21,207 |
-1,119 |
Copper(CMX) |
Sep11 |
110810 |
403.50 |
407.30 |
386.90 |
388.85 |
-8.15 |
70,638 |
55,071 |
-7,658 |
Dec11 |
110810 |
404.70 |
409.50 |
389.25 |
391.10 |
-8.20 |
17,755 |
47,853 |
+1,529 |
Mar12 |
110810 |
408.05 |
409.45 |
391.35 |
392.80 |
-8.15 |
2,923 |
17,154 |
+419 |
May12 |
110810 |
406.60 |
407.70 |
393.15 |
393.60 |
-8.15 |
1,043 |
2,993 |
+332 |
Jul12 |
110810 |
406.80 |
406.80 |
392.95 |
394.10 |
-8.05 |
46 |
1,106 |
+28 |
Total Volume and Open Interest |
93,029 |
130,528 |
-5,349 |
DJIA Index(CBOT) |
Sep11 |
110810 |
11180 |
11256 |
10655 |
10725 |
-469 |
1,785 |
17,067 |
-286 |
Dec11 |
110810 |
10650 |
11122 |
10650 |
10650 |
-472 |
7 |
99 |
+5 |
Mar12 |
110810 |
10581 |
11053 |
10581 |
10581 |
-472 |
|
|
|
Jun12 |
110810 |
10511 |
10983 |
10511 |
10511 |
-472 |
|
|
|
Total Volume and Open Interest |
1,792 |
17,166 |
-281 |
Mini DJIA Index(CBOT) |
Sep11 |
110810 |
11194 |
11263 |
10646 |
10725 |
-469 |
360,230 |
96,845 |
+4,474 |
Dec11 |
110810 |
11115 |
11182 |
10600 |
10650 |
-472 |
343 |
519 |
+8 |
Mar12 |
110810 |
10581 |
10581 |
10581 |
10581 |
-472 |
1 |
13 |
+0 |
Jun12 |
110810 |
10511 |
10511 |
10511 |
10511 |
-472 |
|
|
|
Total Volume and Open Interest |
360,574 |
97,377 |
+4,482 |
S & P 500(CME) |
Sep11 |
110810 |
1170.30 |
1178.30 |
1113.50 |
1123.50 |
-48.20 |
49,659 |
309,734 |
+10,482 |
Dec11 |
110810 |
1135.00 |
1151.00 |
1113.00 |
1117.70 |
-48.30 |
2,566 |
13,976 |
+1,828 |
Mar12 |
110810 |
1111.90 |
1113.50 |
1107.20 |
1111.90 |
-48.30 |
2 |
99 |
+4 |
Jun12 |
110810 |
1105.00 |
1140.00 |
1102.00 |
1106.70 |
-48.30 |
141 |
28 |
+1 |
Total Volume and Open Interest |
52,368 |
323,837 |
+12,315 |
S & P 500 E-Mini(Globex) |
Sep11 |
110810 |
1171.00 |
1178.75 |
1113.75 |
1123.50 |
-48.25 |
6,173,318 |
3,242,540 |
+303,556 |
Dec11 |
110810 |
1166.25 |
1173.00 |
1108.75 |
1117.75 |
-48.25 |
12,242 |
45,419 |
+3,149 |
Total Volume and Open Interest |
6,185,677 |
3,288,365 |
+306,744 |
NASDAQ 100(CME) |
Sep11 |
110810 |
2151.00 |
2166.80 |
2067.00 |
2085.00 |
-70.00 |
1,201 |
15,331 |
-102 |
Dec11 |
110810 |
2100.00 |
2125.00 |
2070.00 |
2079.50 |
-70.00 |
2 |
10 |
+0 |
Mar12 |
110810 |
2076.30 |
2076.30 |
2076.30 |
2076.30 |
-70.00 |
|
|
|
Total Volume and Open Interest |
1,203 |
15,341 |
-102 |
NASDAQ 100 E-Mini(Globex) |
Sep11 |
110810 |
2154.00 |
2168.30 |
2065.80 |
2085.00 |
-70.00 |
731,047 |
327,148 |
+16,933 |
Dec11 |
110810 |
2163.00 |
2163.00 |
2063.50 |
2079.50 |
-70.00 |
1,193 |
5,720 |
+64 |
Total Volume and Open Interest |
732,240 |
332,876 |
+16,997 |
S & P Midcap 400(CME) |
Sep11 |
110810 |
804.00 |
825.00 |
799.00 |
799.60 |
-25.80 |
1,890 |
5,114 |
+1,339 |
Dec11 |
110810 |
796.30 |
796.30 |
796.30 |
796.30 |
-25.80 |
|
|
|
Mar12 |
110810 |
794.60 |
794.60 |
794.60 |
794.60 |
-25.80 |
|
|
|
Total Volume and Open Interest |
1,890 |
5,114 |
+1,339 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Sep11 |
110810 |
9110 |
9205 |
8740 |
8815 |
-310 |
37,654 |
31,214 |
-487 |
Dec11 |
110810 |
9135 |
9135 |
8745 |
8785 |
-310 |
27 |
22 |
+13 |
Total Volume and Open Interest |
37,681 |
31,236 |
-474 |
Nikkei 225(SGX) |
Sep11 |
110810 |
9115 |
9190 |
8855 |
8995 |
-5 |
232,688 |
233,357 |
+13,697 |
Dec11 |
110810 |
8960 |
9120 |
8820 |
8935 |
-120 |
666 |
8,481 |
+133 |
Mar12 |
110810 |
8930 |
8930 |
8930 |
8930 |
-5 |
0 |
10 |
+0 |
Total Volume and Open Interest |
234,917 |
255,084 |
+13,910 |
CAC 40(EURONEXT) |
Aug11 |
110810 |
3200.0 |
3233.0 |
2987.0 |
3000.5 |
-176.0 |
336,348 |
391,660 |
-7,749 |
Sep11 |
110810 |
3195.0 |
3229.0 |
2986.0 |
2997.0 |
-176.0 |
6,069 |
66,777 |
+5,051 |
Oct11 |
110810 |
2996.0 |
2996.0 |
2996.0 |
2996.0 |
-183.5 |
0 |
5 |
+0 |
Total Volume and Open Interest |
342,418 |
458,479 |
-2,697 |
Hang Seng Index(HKFE) |
Aug11 |
110810 |
19900 |
20010 |
19475 |
19625 |
+214 |
154,494 |
96,315 |
+2,077 |
Sep11 |
110810 |
19884 |
19914 |
19390 |
19526 |
+211 |
2,832 |
6,540 |
+568 |
Total Volume and Open Interest |
157,695 |
106,763 |
+2,586 |
DAX(EUREX) |
Sep11 |
110810 |
5990.0 |
6121.0 |
5541.0 |
5609.5 |
-331.5 |
363,032 |
172,867 |
-1,298 |
Dec11 |
110810 |
6012.5 |
6135.0 |
5572.0 |
5625.5 |
-333.0 |
2,106 |
9,237 |
+86 |
Mar12 |
110810 |
6083.0 |
6149.0 |
5579.0 |
5644.0 |
-334.5 |
100 |
757 |
+12 |
Total Volume and Open Interest |
365,238 |
182,861 |
-1,200 |
FT-SE 100(EURONEXT) |
Sep11 |
110810 |
5252.50 |
5258.00 |
4959.00 |
4994.50 |
-170.00 |
288,614 |
627,270 |
+9,644 |
Dec11 |
110810 |
5207.50 |
5207.50 |
4968.50 |
4968.50 |
-170.00 |
301 |
785 |
-60 |
Mar12 |
110810 |
5090.50 |
5117.00 |
4929.00 |
4929.00 |
-174.00 |
0 |
163 |
+0 |
Total Volume and Open Interest |
288,915 |
628,334 |
+9,584 |
SPI 200(SFE) |
Sep11 |
110810 |
4060.0 |
4131.0 |
3922.0 |
4094.0 |
+93.0 |
136,401 |
313,385 |
+19,415 |
Dec11 |
110810 |
4047.0 |
4127.0 |
3945.0 |
4102.0 |
+100.0 |
139 |
6,313 |
-34 |
Mar12 |
110810 |
4080.0 |
4080.0 |
4080.0 |
4080.0 |
+94.0 |
1,164 |
2,402 |
+718 |
Total Volume and Open Interest |
137,888 |
327,003 |
+20,200 |
GSCI(CME) |
Aug11 |
110810 |
625.00 |
631.00 |
617.00 |
631.00 |
+20.05 |
2,275 |
5,983 |
-1,700 |
Sep11 |
110810 |
625.50 |
632.05 |
618.00 |
632.05 |
+19.85 |
2,006 |
3,483 |
+1,880 |
Oct11 |
110810 |
627.00 |
633.00 |
619.00 |
633.00 |
+19.50 |
2 |
0 |
+0 |
Total Volume and Open Interest |
4,283 |
9,466 |
+180 |
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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