|
MRCI's End of Day Prices |
Daily Futures Price Listing Thu August 11, 2011 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Aug11 |
110811 |
1349.75 |
1350.00 |
1332.25 |
1333.75 |
+33.00 |
666 |
840 |
-340 |
Sep11 |
110811 |
1291.00 |
1349.25 |
1240.00 |
1324.75 |
+29.25 |
16,476 |
43,147 |
+223 |
Nov11 |
110811 |
1296.25 |
1355.00 |
1295.25 |
1331.75 |
+30.25 |
125,560 |
289,947 |
-191 |
Jan12 |
110811 |
1307.25 |
1364.75 |
1307.25 |
1342.75 |
+30.00 |
24,360 |
56,480 |
+494 |
Mar12 |
110811 |
1319.00 |
1372.00 |
1318.00 |
1348.75 |
+28.50 |
8,320 |
28,968 |
+52 |
May12 |
110811 |
1321.50 |
1375.25 |
1321.50 |
1350.75 |
+25.50 |
9,402 |
35,891 |
+319 |
Jul12 |
110811 |
1327.75 |
1375.00 |
1327.75 |
1353.25 |
+25.00 |
5,421 |
19,144 |
-448 |
Total Volume and Open Interest |
191,912 |
499,834 |
+52 |
Soybean Meal(CBOT) |
Aug11 |
110811 |
339.90 |
353.00 |
339.90 |
347.20 |
+8.10 |
1,285 |
905 |
-616 |
Sep11 |
110811 |
340.40 |
356.50 |
340.20 |
348.40 |
+7.90 |
15,977 |
35,541 |
+51 |
Oct11 |
110811 |
342.50 |
358.60 |
342.30 |
350.60 |
+8.00 |
5,298 |
17,128 |
-177 |
Dec11 |
110811 |
345.10 |
362.00 |
345.10 |
353.70 |
+8.10 |
42,913 |
80,439 |
-2,413 |
Jan12 |
110811 |
347.90 |
362.90 |
347.90 |
355.90 |
+8.00 |
1,888 |
8,709 |
+643 |
Mar12 |
110811 |
350.90 |
366.00 |
350.90 |
358.70 |
+7.80 |
1,193 |
6,335 |
+97 |
May12 |
110811 |
355.10 |
367.90 |
355.10 |
359.40 |
+7.50 |
1,598 |
9,559 |
+93 |
Jul12 |
110811 |
356.90 |
365.00 |
352.70 |
359.90 |
+7.20 |
1,124 |
3,547 |
+234 |
Total Volume and Open Interest |
71,742 |
166,429 |
-2,100 |
Soybean Oil(CBOT) |
Aug11 |
110811 |
53.42 |
54.03 |
53.03 |
54.03 |
+1.00 |
257 |
294 |
-84 |
Sep11 |
110811 |
53.12 |
54.87 |
53.03 |
54.10 |
+0.97 |
25,551 |
46,278 |
-60 |
Oct11 |
110811 |
53.25 |
55.06 |
53.20 |
54.27 |
+0.96 |
9,584 |
26,745 |
+1,627 |
Dec11 |
110811 |
53.53 |
55.39 |
53.48 |
54.58 |
+0.98 |
71,376 |
138,592 |
-2,508 |
Jan12 |
110811 |
53.84 |
55.67 |
53.81 |
54.88 |
+0.98 |
5,289 |
29,261 |
+1,789 |
Mar12 |
110811 |
54.11 |
55.71 |
54.10 |
55.14 |
+0.94 |
2,423 |
15,318 |
-216 |
May12 |
110811 |
54.85 |
56.18 |
54.85 |
55.38 |
+0.94 |
2,334 |
10,298 |
+688 |
Jul12 |
110811 |
55.55 |
56.20 |
55.55 |
55.58 |
+0.90 |
1,120 |
5,369 |
+175 |
Total Volume and Open Interest |
119,039 |
275,689 |
+1,699 |
Canola(WCE) |
Nov11 |
110811 |
540.7 |
557.2 |
540.7 |
547.9 |
+7.2 |
7,473 |
115,743 |
-363 |
Jan12 |
110811 |
557.9 |
565.0 |
550.0 |
556.2 |
+7.3 |
3,308 |
26,464 |
+1,017 |
Mar12 |
110811 |
559.3 |
570.2 |
559.3 |
562.7 |
+8.4 |
1,842 |
8,332 |
+908 |
May12 |
110811 |
570.5 |
572.3 |
565.9 |
566.8 |
+8.4 |
729 |
6,970 |
+200 |
Jul12 |
110811 |
571.9 |
572.6 |
569.3 |
570.3 |
+8.2 |
124 |
3,921 |
+36 |
Total Volume and Open Interest |
13,486 |
163,179 |
+1,798 |
Corn(CBOT) |
Sep11 |
110811 |
676.75 |
708.00 |
676.00 |
702.50 |
+24.50 |
99,674 |
223,919 |
-16,742 |
Dec11 |
110811 |
686.50 |
718.50 |
686.25 |
714.00 |
+25.50 |
225,023 |
624,455 |
+1,149 |
Mar12 |
110811 |
700.00 |
731.50 |
699.50 |
726.75 |
+25.25 |
31,922 |
152,589 |
+3,078 |
May12 |
110811 |
704.75 |
736.50 |
704.75 |
731.00 |
+24.50 |
5,211 |
33,223 |
+244 |
Jul12 |
110811 |
708.25 |
738.25 |
706.75 |
733.00 |
+24.75 |
5,504 |
70,599 |
-347 |
Sep12 |
110811 |
662.25 |
692.00 |
662.25 |
681.00 |
+18.50 |
1,197 |
12,100 |
+105 |
Total Volume and Open Interest |
374,772 |
1,224,921 |
-12,483 |
Wheat(CBOT) |
Sep11 |
110811 |
682.50 |
722.75 |
680.00 |
701.25 |
+16.25 |
82,436 |
95,989 |
-10,773 |
Dec11 |
110811 |
716.75 |
751.25 |
714.00 |
733.00 |
+13.75 |
62,170 |
176,665 |
+3,508 |
Mar12 |
110811 |
751.75 |
785.75 |
749.50 |
769.75 |
+14.50 |
14,958 |
62,687 |
+2,108 |
May12 |
110811 |
768.75 |
800.25 |
768.50 |
788.25 |
+15.00 |
1,823 |
12,290 |
+239 |
Jul12 |
110811 |
772.75 |
804.00 |
772.50 |
791.75 |
+14.50 |
4,457 |
50,700 |
+982 |
Total Volume and Open Interest |
167,138 |
424,160 |
-3,865 |
Wheat(KCBT) |
Sep11 |
110811 |
782.50 |
823.00 |
781.00 |
808.00 |
+23.00 |
13,740 |
58,876 |
-1,801 |
Dec11 |
110811 |
807.50 |
846.75 |
804.50 |
833.00 |
+24.25 |
13,582 |
65,347 |
+2,545 |
Mar12 |
110811 |
820.50 |
858.00 |
818.25 |
846.25 |
+23.75 |
4,597 |
22,998 |
+645 |
May12 |
110811 |
822.25 |
855.00 |
821.25 |
849.50 |
+22.25 |
459 |
3,499 |
+35 |
Jul12 |
110811 |
819.25 |
855.00 |
818.50 |
841.00 |
+22.00 |
1,277 |
17,747 |
+183 |
Total Volume and Open Interest |
33,846 |
171,699 |
+1,636 |
Wheat(MGE) |
Sep11 |
110811 |
835.75 |
872.25 |
834.00 |
862.50 |
+25.25 |
2,287 |
14,677 |
-646 |
Dec11 |
110811 |
839.00 |
877.75 |
838.00 |
866.50 |
+24.00 |
2,312 |
19,581 |
-118 |
Mar12 |
110811 |
849.00 |
883.75 |
846.00 |
873.75 |
+25.00 |
1,309 |
6,935 |
+117 |
May12 |
110811 |
850.75 |
887.25 |
850.25 |
877.50 |
+24.00 |
1,312 |
3,248 |
+44 |
Jul12 |
110811 |
854.75 |
889.50 |
854.75 |
879.75 |
+21.50 |
890 |
4,583 |
+81 |
Total Volume and Open Interest |
8,269 |
52,845 |
-510 |
Oats(CBOT) |
Sep11 |
110811 |
339.00 |
349.00 |
336.00 |
344.00 |
+3.75 |
116 |
1,925 |
+4 |
Dec11 |
110811 |
351.00 |
360.75 |
347.00 |
354.50 |
+3.50 |
764 |
9,833 |
+83 |
Mar12 |
110811 |
362.00 |
370.00 |
362.00 |
365.00 |
+3.00 |
82 |
1,022 |
+60 |
May12 |
110811 |
372.00 |
372.00 |
369.00 |
372.00 |
+3.00 |
2 |
29 |
+2 |
Total Volume and Open Interest |
964 |
12,839 |
+149 |
Rough Rice(CBOT) |
Sep11 |
110811 |
16.89 |
17.09 |
16.44 |
16.86 |
-0.08 |
639 |
7,671 |
-86 |
Nov11 |
110811 |
17.17 |
17.41 |
16.76 |
17.18 |
-0.08 |
708 |
7,870 |
-53 |
Jan12 |
110811 |
17.66 |
17.66 |
17.05 |
17.47 |
-0.08 |
421 |
1,061 |
+300 |
Mar12 |
110811 |
17.65 |
17.80 |
17.40 |
17.75 |
-0.05 |
154 |
818 |
+29 |
Total Volume and Open Interest |
1,922 |
17,572 |
+190 |
Live Cattle(CME) |
Aug11 |
110811 |
114.250 |
117.300 |
113.930 |
116.450 |
+2.150 |
4,280 |
16,257 |
-1,362 |
Oct11 |
110811 |
117.450 |
120.385 |
117.000 |
119.535 |
+2.085 |
18,430 |
133,631 |
-1,071 |
Dec11 |
110811 |
119.535 |
122.330 |
119.250 |
121.600 |
+2.050 |
10,806 |
89,235 |
-179 |
Feb12 |
110811 |
122.350 |
124.900 |
122.150 |
124.480 |
+1.750 |
6,663 |
36,766 |
+1,245 |
Apr12 |
110811 |
124.850 |
126.950 |
124.750 |
126.700 |
+1.665 |
1,792 |
20,354 |
+616 |
Jun12 |
110811 |
121.650 |
123.700 |
121.500 |
123.650 |
+1.450 |
596 |
8,914 |
+232 |
Total Volume and Open Interest |
42,609 |
306,631 |
-514 |
Feeder Cattle(CME) |
Aug11 |
110811 |
133.550 |
135.600 |
133.000 |
134.600 |
+1.300 |
1,310 |
6,143 |
-626 |
Sep11 |
110811 |
134.785 |
137.350 |
134.300 |
136.300 |
+1.200 |
3,210 |
7,968 |
-656 |
Oct11 |
110811 |
135.700 |
138.500 |
135.300 |
137.325 |
+1.425 |
3,929 |
10,696 |
+404 |
Nov11 |
110811 |
136.750 |
139.350 |
136.285 |
138.485 |
+1.535 |
862 |
4,599 |
-137 |
Jan12 |
110811 |
137.400 |
139.750 |
136.750 |
138.880 |
+1.195 |
229 |
2,895 |
+45 |
Mar12 |
110811 |
137.000 |
138.850 |
137.000 |
138.685 |
+1.085 |
69 |
812 |
-7 |
Apr12 |
110811 |
138.600 |
139.350 |
138.600 |
139.350 |
+0.650 |
37 |
211 |
+9 |
Total Volume and Open Interest |
9,661 |
33,487 |
-961 |
Lean Hogs(CME) |
Aug11 |
110811 |
106.250 |
107.350 |
106.000 |
107.200 |
+0.915 |
5,754 |
11,839 |
-1,317 |
Oct11 |
110811 |
87.100 |
88.850 |
86.550 |
88.100 |
+1.250 |
20,374 |
96,551 |
-2,060 |
Dec11 |
110811 |
83.450 |
85.480 |
83.150 |
85.000 |
+1.350 |
8,185 |
71,167 |
-1,485 |
Feb12 |
110811 |
86.285 |
88.100 |
85.850 |
87.930 |
+1.645 |
3,730 |
35,837 |
-307 |
Apr12 |
110811 |
88.350 |
90.500 |
88.180 |
90.330 |
+1.580 |
2,281 |
23,795 |
+214 |
May12 |
110811 |
92.450 |
94.600 |
92.450 |
94.100 |
+1.300 |
36 |
975 |
+8 |
Jun12 |
110811 |
94.150 |
96.550 |
94.150 |
96.330 |
+1.730 |
358 |
12,110 |
-23 |
Jul12 |
110811 |
93.050 |
95.050 |
92.900 |
94.700 |
+1.450 |
63 |
3,700 |
-4 |
Total Volume and Open Interest |
40,921 |
259,166 |
-4,982 |
Class III Milk(CME) |
Aug11 |
110811 |
21.66 |
21.75 |
21.41 |
21.50 |
-0.12 |
304 |
6,798 |
-64 |
Sep11 |
110811 |
19.73 |
19.81 |
19.12 |
19.12 |
-0.75 |
447 |
6,516 |
+73 |
Oct11 |
110811 |
18.56 |
18.69 |
17.97 |
18.04 |
-0.65 |
371 |
5,216 |
+41 |
Nov11 |
110811 |
18.10 |
18.15 |
17.72 |
17.77 |
-0.38 |
355 |
4,237 |
+91 |
Dec11 |
110811 |
17.59 |
17.61 |
17.40 |
17.48 |
-0.07 |
182 |
3,688 |
+34 |
Total Volume and Open Interest |
1,921 |
34,474 |
+325 |
Cocoa(ICE) |
Sep11 |
110811 |
2838 |
2866 |
2814 |
2856 |
+9 |
12,321 |
27,507 |
-4,178 |
Dec11 |
110811 |
2871 |
2898 |
2846 |
2886 |
+15 |
11,184 |
68,648 |
+322 |
Mar12 |
110811 |
2925 |
2940 |
2900 |
2938 |
+14 |
2,853 |
38,625 |
+163 |
May12 |
110811 |
2919 |
2951 |
2911 |
2950 |
+15 |
272 |
12,957 |
+137 |
Jul12 |
110811 |
2936 |
2968 |
2930 |
2967 |
+16 |
55 |
5,941 |
+15 |
Sep12 |
110811 |
2950 |
2982 |
2947 |
2982 |
+18 |
167 |
9,818 |
-38 |
Dec12 |
110811 |
2959 |
2994 |
2959 |
2994 |
+17 |
120 |
4,807 |
+111 |
Total Volume and Open Interest |
26,974 |
172,222 |
-3,466 |
Coffee "C"(ICE) |
Sep11 |
110811 |
235.10 |
241.75 |
234.25 |
240.85 |
+6.00 |
13,050 |
30,947 |
-2,301 |
Dec11 |
110811 |
238.95 |
244.80 |
237.65 |
244.05 |
+5.70 |
8,732 |
50,969 |
+1,717 |
Mar12 |
110811 |
241.05 |
247.00 |
240.30 |
246.40 |
+5.40 |
1,951 |
14,132 |
+141 |
May12 |
110811 |
243.75 |
248.45 |
241.85 |
247.75 |
+5.25 |
401 |
7,231 |
+93 |
Jul12 |
110811 |
243.45 |
247.45 |
241.30 |
247.20 |
+4.55 |
222 |
2,407 |
+85 |
Sep12 |
110811 |
240.60 |
246.35 |
240.60 |
246.35 |
+4.40 |
18 |
1,807 |
+1 |
Total Volume and Open Interest |
24,434 |
109,031 |
-273 |
Orange Juice(ICE) |
Sep11 |
110811 |
159.20 |
164.40 |
159.20 |
163.85 |
+5.00 |
4,153 |
14,175 |
-2,294 |
Nov11 |
110811 |
155.00 |
157.70 |
154.00 |
157.05 |
+4.30 |
1,881 |
12,611 |
+551 |
Jan12 |
110811 |
155.00 |
157.80 |
154.15 |
157.60 |
+4.30 |
419 |
1,918 |
-71 |
Mar12 |
110811 |
155.30 |
158.15 |
155.00 |
157.85 |
+4.15 |
257 |
776 |
+213 |
May12 |
110811 |
156.00 |
158.70 |
156.00 |
158.40 |
+4.10 |
62 |
331 |
+42 |
Jul12 |
110811 |
161.10 |
161.10 |
158.70 |
160.00 |
+4.30 |
7 |
139 |
+7 |
Total Volume and Open Interest |
6,789 |
29,961 |
-1,552 |
Sugar #11(ICE) |
Oct11 |
110811 |
27.87 |
28.69 |
27.20 |
28.08 |
+0.46 |
53,372 |
269,860 |
-1,530 |
Mar12 |
110811 |
26.45 |
27.46 |
25.97 |
26.89 |
+0.57 |
23,328 |
147,503 |
-1,906 |
May12 |
110811 |
24.99 |
25.90 |
24.62 |
25.37 |
+0.37 |
10,523 |
41,944 |
-1,071 |
Jul12 |
110811 |
24.40 |
24.78 |
23.67 |
24.27 |
+0.19 |
5,861 |
63,134 |
-1,682 |
Oct12 |
110811 |
23.65 |
23.96 |
23.06 |
23.51 |
+0.06 |
2,369 |
28,769 |
-131 |
Total Volume and Open Interest |
96,612 |
592,773 |
-6,275 |
London Cocoa(LCE) |
Sep11 |
110811 |
1840 |
1844 |
1825 |
1834 |
-7 |
4,638 |
61,104 |
-1,912 |
Dec11 |
110811 |
1850 |
1854 |
1837 |
1847 |
unch |
4,363 |
58,840 |
+1,306 |
Mar12 |
110811 |
1871 |
1875 |
1858 |
1868 |
-2 |
1,277 |
41,923 |
+66 |
May12 |
110811 |
1875 |
1886 |
1872 |
1881 |
unch |
142 |
14,076 |
+9 |
Jul12 |
110811 |
1893 |
1895 |
1882 |
1895 |
+3 |
69 |
6,688 |
+0 |
Sep12 |
110811 |
1902 |
1904 |
1894 |
1904 |
+3 |
16 |
4,962 |
+13 |
Dec12 |
110811 |
1900 |
1912 |
1900 |
1909 |
+1 |
18 |
8,505 |
+17 |
Total Volume and Open Interest |
10,523 |
197,004 |
-501 |
London Sugar(LCE) |
Oct11 |
110811 |
734.20 |
750.60 |
721.30 |
749.70 |
+25.90 |
2,634 |
21,831 |
+165 |
Dec11 |
110811 |
686.40 |
705.00 |
677.50 |
704.70 |
+25.70 |
1,065 |
7,488 |
-103 |
Mar12 |
110811 |
672.20 |
691.90 |
661.80 |
691.20 |
+27.20 |
913 |
10,180 |
+84 |
May12 |
110811 |
648.80 |
668.40 |
647.50 |
668.40 |
+25.50 |
252 |
3,206 |
+70 |
Aug12 |
110811 |
635.40 |
647.20 |
635.40 |
647.20 |
+24.70 |
50 |
2,007 |
+4 |
Total Volume and Open Interest |
4,919 |
46,317 |
+225 |
Cotton(ICE) |
Oct11 |
110811 |
99.50 |
99.60 |
97.26 |
97.79 |
-1.37 |
89 |
514 |
-20 |
Dec11 |
110811 |
97.57 |
99.36 |
95.78 |
96.52 |
-1.28 |
12,571 |
95,865 |
-1,036 |
Mar12 |
110811 |
95.31 |
96.95 |
93.66 |
94.40 |
-1.15 |
3,337 |
28,312 |
+619 |
May12 |
110811 |
95.40 |
96.28 |
93.50 |
94.24 |
-1.02 |
847 |
6,084 |
+54 |
Jul12 |
110811 |
94.73 |
96.25 |
93.21 |
93.64 |
-0.95 |
283 |
7,746 |
+50 |
Oct12 |
110811 |
94.20 |
94.20 |
94.20 |
94.20 |
-0.78 |
0 |
3 |
+0 |
Total Volume and Open Interest |
17,266 |
142,543 |
-270 |
Lumber(CME) |
Sep11 |
110811 |
218.6 |
228.6 |
218.4 |
228.0 |
+6.5 |
875 |
5,344 |
-586 |
Nov11 |
110811 |
227.5 |
235.0 |
226.0 |
234.2 |
+8.7 |
823 |
4,387 |
+115 |
Jan12 |
110811 |
249.7 |
253.0 |
247.6 |
250.1 |
+7.1 |
134 |
1,149 |
+18 |
Mar12 |
110811 |
264.0 |
264.0 |
264.0 |
264.0 |
+5.0 |
2 |
147 |
+2 |
Total Volume and Open Interest |
1,834 |
11,029 |
-451 |
Crude Oil(NYM) |
Sep11 |
110811 |
81.95 |
85.97 |
81.03 |
85.72 |
+2.83 |
605,796 |
271,589 |
-30,590 |
Oct11 |
110811 |
82.28 |
86.29 |
81.40 |
86.04 |
+2.79 |
170,754 |
193,132 |
+27,012 |
Nov11 |
110811 |
82.20 |
86.66 |
81.88 |
86.43 |
+2.72 |
72,502 |
121,741 |
+8,129 |
Dec11 |
110811 |
82.95 |
87.00 |
82.30 |
86.82 |
+2.68 |
106,274 |
203,519 |
+1,193 |
Jan12 |
110811 |
83.90 |
87.28 |
82.76 |
87.22 |
+2.64 |
17,882 |
62,879 |
+4,124 |
Feb12 |
110811 |
84.65 |
87.60 |
84.10 |
87.57 |
+2.58 |
7,540 |
23,667 |
+55 |
Mar12 |
110811 |
84.62 |
88.00 |
83.80 |
87.93 |
+2.53 |
10,907 |
38,764 |
+753 |
Apr12 |
110811 |
85.39 |
88.33 |
84.87 |
88.30 |
+2.48 |
4,443 |
25,428 |
+875 |
May12 |
110811 |
88.67 |
88.67 |
88.67 |
88.67 |
+2.45 |
3,593 |
21,706 |
-106 |
Jun12 |
110811 |
85.65 |
89.20 |
84.85 |
89.04 |
+2.45 |
21,124 |
80,636 |
-1,224 |
Jul12 |
110811 |
87.16 |
89.42 |
86.62 |
89.41 |
+2.46 |
1,423 |
30,067 |
-153 |
Aug12 |
110811 |
86.47 |
89.70 |
86.00 |
89.70 |
+2.46 |
1,216 |
15,795 |
-3 |
Sep12 |
110811 |
89.97 |
89.97 |
89.97 |
89.97 |
+2.46 |
1,612 |
17,619 |
+95 |
Oct12 |
110811 |
90.22 |
90.22 |
90.22 |
90.22 |
+2.47 |
929 |
13,819 |
+227 |
Nov12 |
110811 |
90.48 |
90.48 |
90.48 |
90.48 |
+2.47 |
669 |
19,941 |
-176 |
Dec12 |
110811 |
86.80 |
90.90 |
86.69 |
90.75 |
+2.47 |
32,057 |
144,265 |
+1,092 |
Total Volume and Open Interest |
1,078,576 |
1,564,480 |
+11,204 |
e-miNY Crude Oil(NYM) |
Aug11 |
110719 |
96.125 |
98.650 |
95.925 |
97.500 |
+1.575 |
5,608 |
3,447 |
-104 |
Sep11 |
110811 |
82.000 |
85.975 |
80.900 |
85.725 |
+2.825 |
21,510 |
4,553 |
+290 |
Oct11 |
110811 |
82.000 |
86.250 |
81.350 |
86.050 |
+2.800 |
1,630 |
1,023 |
+47 |
Nov11 |
110811 |
83.650 |
86.425 |
83.075 |
86.425 |
+2.725 |
214 |
314 |
+6 |
Dec11 |
110811 |
85.225 |
87.075 |
83.025 |
86.825 |
+2.675 |
447 |
328 |
-65 |
Jan12 |
110811 |
85.275 |
87.225 |
85.275 |
87.225 |
+2.650 |
6 |
4 |
+0 |
Feb12 |
110811 |
84.850 |
87.575 |
83.775 |
87.575 |
+2.575 |
2 |
8 |
+1 |
Mar12 |
110811 |
87.925 |
87.925 |
87.925 |
87.925 |
+2.525 |
10 |
7 |
-4 |
Apr12 |
110811 |
88.300 |
88.300 |
88.300 |
88.300 |
+2.475 |
15 |
11 |
+10 |
May12 |
110811 |
88.675 |
88.675 |
88.675 |
88.675 |
+2.450 |
0 |
3 |
+0 |
Total Volume and Open Interest |
23,842 |
6,449 |
+293 |
Heating Oil(NYM) |
Sep11 |
110811 |
284.72 |
290.60 |
282.50 |
289.92 |
+3.39 |
79,052 |
77,283 |
-6,508 |
Oct11 |
110811 |
284.60 |
291.41 |
283.32 |
290.64 |
+3.13 |
29,862 |
51,603 |
+2,799 |
Nov11 |
110811 |
286.87 |
292.16 |
285.50 |
291.52 |
+2.89 |
17,369 |
36,669 |
+2,445 |
Dec11 |
110811 |
287.96 |
292.99 |
285.29 |
292.38 |
+2.68 |
19,070 |
45,088 |
+2,235 |
Jan12 |
110811 |
292.49 |
294.09 |
286.92 |
293.34 |
+2.51 |
6,078 |
26,574 |
+167 |
Feb12 |
110811 |
287.47 |
293.67 |
287.32 |
293.13 |
+2.34 |
1,296 |
12,364 |
+246 |
Mar12 |
110811 |
287.00 |
292.10 |
285.96 |
292.08 |
+2.16 |
1,021 |
7,827 |
+25 |
Apr12 |
110811 |
285.00 |
290.26 |
285.00 |
290.26 |
+2.16 |
1,279 |
4,039 |
-47 |
May12 |
110811 |
283.50 |
288.50 |
283.50 |
288.50 |
+2.10 |
730 |
4,526 |
+8 |
Jun12 |
110811 |
284.40 |
288.25 |
281.76 |
287.70 |
+1.98 |
2,613 |
25,793 |
+666 |
Jul12 |
110811 |
284.80 |
288.63 |
283.75 |
288.63 |
+1.81 |
310 |
1,998 |
+26 |
Aug12 |
110811 |
285.15 |
289.88 |
285.00 |
289.88 |
+1.71 |
271 |
1,026 |
-8 |
Total Volume and Open Interest |
160,058 |
307,146 |
+2,156 |
Gasoline(NYMEX) |
Sep11 |
110811 |
276.47 |
283.90 |
274.50 |
282.73 |
+4.48 |
58,272 |
67,367 |
-1,771 |
Oct11 |
110811 |
259.60 |
267.73 |
259.16 |
265.94 |
+2.82 |
36,513 |
53,486 |
+3,366 |
Nov11 |
110811 |
263.64 |
264.52 |
255.78 |
262.75 |
+2.53 |
16,571 |
27,101 |
+1,776 |
Dec11 |
110811 |
256.39 |
262.56 |
254.25 |
261.62 |
+2.60 |
12,856 |
37,013 |
+87 |
Jan12 |
110811 |
256.72 |
262.53 |
255.90 |
262.02 |
+2.56 |
3,211 |
13,746 |
+797 |
Feb12 |
110811 |
258.67 |
263.28 |
256.29 |
263.28 |
+2.52 |
774 |
6,364 |
-13 |
Mar12 |
110811 |
261.20 |
264.86 |
261.20 |
264.86 |
+2.45 |
962 |
8,793 |
-76 |
Apr12 |
110811 |
276.79 |
276.79 |
276.79 |
276.79 |
+2.40 |
490 |
5,821 |
-30 |
May12 |
110811 |
277.06 |
277.06 |
277.06 |
277.06 |
+2.28 |
748 |
2,649 |
+378 |
Jun12 |
110811 |
272.40 |
276.79 |
272.30 |
276.43 |
+2.15 |
1,042 |
7,400 |
+81 |
Total Volume and Open Interest |
132,113 |
245,779 |
+4,699 |
e-miNY RBOB Gasoline(NYM) |
Sep11 |
110811 |
282.70 |
282.73 |
282.70 |
282.70 |
+4.40 |
|
|
|
Oct11 |
110811 |
265.90 |
265.94 |
265.90 |
265.90 |
+2.80 |
0 |
1 |
+0 |
Nov11 |
110811 |
262.80 |
262.80 |
262.75 |
262.80 |
+2.60 |
|
|
|
Dec11 |
110811 |
261.60 |
261.62 |
261.60 |
261.60 |
+2.60 |
|
|
|
Total Volume and Open Interest |
0 |
3 |
+0 |
Natural Gas(NYM) |
Sep11 |
110811 |
3.998 |
4.143 |
3.940 |
4.108 |
+0.105 |
142,260 |
168,186 |
-20,118 |
Oct11 |
110811 |
4.018 |
4.159 |
3.960 |
4.127 |
+0.103 |
88,278 |
145,478 |
-1,169 |
Nov11 |
110811 |
4.175 |
4.306 |
4.117 |
4.279 |
+0.098 |
84,700 |
155,152 |
+6,958 |
Dec11 |
110811 |
4.398 |
4.516 |
4.357 |
4.497 |
+0.095 |
26,926 |
70,363 |
-274 |
Jan12 |
110811 |
4.493 |
4.602 |
4.441 |
4.586 |
+0.089 |
26,658 |
124,617 |
+1,680 |
Feb12 |
110811 |
4.483 |
4.599 |
4.451 |
4.584 |
+0.087 |
4,573 |
30,971 |
-249 |
Mar12 |
110811 |
4.450 |
4.558 |
4.410 |
4.545 |
+0.078 |
5,597 |
46,867 |
-182 |
Apr12 |
110811 |
4.412 |
4.508 |
4.377 |
4.493 |
+0.075 |
9,576 |
59,416 |
-271 |
May12 |
110811 |
4.434 |
4.530 |
4.403 |
4.517 |
+0.074 |
1,159 |
12,955 |
+150 |
Jun12 |
110811 |
4.474 |
4.561 |
4.436 |
4.548 |
+0.074 |
979 |
12,749 |
-33 |
Jul12 |
110811 |
4.500 |
4.596 |
4.478 |
4.587 |
+0.075 |
1,287 |
10,422 |
-276 |
Aug12 |
110811 |
4.520 |
4.613 |
4.503 |
4.610 |
+0.075 |
862 |
9,739 |
+0 |
Sep12 |
110811 |
4.525 |
4.613 |
4.509 |
4.613 |
+0.074 |
1,096 |
7,114 |
-304 |
Oct12 |
110811 |
4.555 |
4.654 |
4.535 |
4.642 |
+0.073 |
3,067 |
36,277 |
-155 |
Nov12 |
110811 |
4.715 |
4.804 |
4.694 |
4.796 |
+0.071 |
706 |
6,403 |
+439 |
Dec12 |
110811 |
4.943 |
5.027 |
4.924 |
5.022 |
+0.070 |
253 |
11,838 |
+45 |
Total Volume and Open Interest |
400,867 |
981,087 |
-12,476 |
Brent Crude Oil(ICE) |
Sep11 |
110811 |
105.00 |
108.22 |
104.43 |
108.02 |
+1.34 |
307,861 |
113,292 |
-11,716 |
Oct11 |
110811 |
105.00 |
108.00 |
104.27 |
107.82 |
+1.20 |
158,739 |
128,670 |
-3,748 |
Nov11 |
110811 |
105.25 |
107.90 |
104.28 |
107.72 |
+1.09 |
64,094 |
96,504 |
+10,874 |
Dec11 |
110811 |
105.02 |
107.88 |
104.18 |
107.60 |
+1.00 |
92,871 |
113,222 |
+5,958 |
Jan12 |
110811 |
105.55 |
107.72 |
104.45 |
107.50 |
+0.93 |
13,067 |
25,343 |
-198 |
Feb12 |
110811 |
105.51 |
107.63 |
104.40 |
107.38 |
+0.86 |
9,067 |
19,793 |
+339 |
Mar12 |
110811 |
105.40 |
107.52 |
104.26 |
107.22 |
+0.80 |
7,664 |
36,796 |
+95 |
Apr12 |
110811 |
107.30 |
107.40 |
104.30 |
107.08 |
+0.76 |
4,725 |
13,902 |
+101 |
May12 |
110811 |
107.17 |
107.29 |
104.22 |
106.96 |
+0.72 |
4,163 |
11,186 |
+775 |
Jun12 |
110811 |
105.08 |
107.19 |
103.94 |
106.78 |
+0.67 |
14,128 |
47,492 |
+24 |
Jul12 |
110811 |
106.65 |
106.65 |
106.65 |
106.65 |
+0.63 |
2,729 |
9,770 |
+436 |
Aug12 |
110811 |
106.49 |
106.49 |
106.49 |
106.49 |
+0.59 |
1,182 |
6,548 |
+212 |
Sep12 |
110811 |
106.30 |
106.30 |
106.30 |
106.30 |
+0.55 |
1,178 |
8,086 |
+226 |
Oct12 |
110811 |
106.09 |
106.09 |
106.09 |
106.09 |
+0.53 |
620 |
4,422 |
+66 |
Total Volume and Open Interest |
713,301 |
791,254 |
+5,948 |
Gas Oil(ICE) |
Sep11 |
110811 |
892.75 |
915.25 |
888.50 |
904.50 |
+19.25 |
134,416 |
137,026 |
+1,064 |
Oct11 |
110811 |
894.50 |
912.00 |
885.75 |
901.25 |
+18.00 |
45,390 |
93,762 |
+2,699 |
Nov11 |
110811 |
892.75 |
909.25 |
884.00 |
898.25 |
+17.00 |
20,521 |
48,619 |
+1,264 |
Dec11 |
110811 |
892.00 |
909.25 |
882.25 |
896.50 |
+16.25 |
41,390 |
62,802 |
+1,539 |
Jan12 |
110811 |
893.50 |
909.00 |
885.50 |
896.25 |
+15.00 |
9,102 |
35,456 |
-1,142 |
Feb12 |
110811 |
897.00 |
905.50 |
887.25 |
895.75 |
+14.00 |
4,240 |
15,189 |
+489 |
Mar12 |
110811 |
897.00 |
908.75 |
885.00 |
895.25 |
+13.25 |
4,901 |
15,189 |
-186 |
Apr12 |
110811 |
896.75 |
904.00 |
887.75 |
894.50 |
+12.25 |
2,979 |
9,934 |
+308 |
May12 |
110811 |
903.25 |
903.25 |
887.25 |
894.00 |
+12.00 |
2,366 |
8,639 |
+618 |
Jun12 |
110811 |
899.50 |
903.25 |
884.75 |
894.00 |
+11.75 |
6,241 |
35,477 |
+1,415 |
Total Volume and Open Interest |
321,773 |
550,230 |
+915 |
Ethanol(CBOT) |
Aug11 |
110803 |
2.836 |
2.836 |
2.800 |
2.800 |
-0.042 |
102 |
196 |
-79 |
Sep11 |
110811 |
2.776 |
2.782 |
2.755 |
2.777 |
+0.075 |
197 |
1,160 |
-68 |
Oct11 |
110811 |
2.686 |
2.686 |
2.665 |
2.677 |
+0.063 |
150 |
1,418 |
+33 |
Nov11 |
110811 |
2.618 |
2.633 |
2.597 |
2.623 |
+0.064 |
60 |
1,173 |
-9 |
Dec11 |
110811 |
2.580 |
2.599 |
2.561 |
2.591 |
+0.057 |
57 |
1,572 |
+15 |
Jan12 |
110811 |
2.537 |
2.549 |
2.530 |
2.532 |
+0.039 |
58 |
802 |
-1 |
Feb12 |
110811 |
2.538 |
2.543 |
2.530 |
2.540 |
+0.060 |
42 |
582 |
+15 |
Mar12 |
110811 |
2.515 |
2.541 |
2.515 |
2.540 |
+0.057 |
19 |
521 |
+17 |
Total Volume and Open Interest |
653 |
9,438 |
+34 |
WTI Crude Oil(ICE |
Sep11 |
110811 |
81.36 |
85.97 |
81.05 |
85.72 |
+2.83 |
157,065 |
59,317 |
-8,343 |
Oct11 |
110811 |
81.85 |
86.28 |
81.41 |
86.04 |
+2.79 |
42,748 |
51,222 |
+6,665 |
Nov11 |
110811 |
82.91 |
86.59 |
81.89 |
86.43 |
+2.72 |
22,468 |
28,170 |
+1,793 |
Dec11 |
110811 |
82.97 |
86.95 |
82.30 |
86.82 |
+2.68 |
37,281 |
90,291 |
-614 |
Jan12 |
110811 |
85.03 |
87.35 |
83.25 |
87.22 |
+2.64 |
3,384 |
17,396 |
+208 |
Feb12 |
110811 |
85.48 |
87.57 |
83.61 |
87.57 |
+2.58 |
2,274 |
6,496 |
+178 |
Mar12 |
110811 |
85.77 |
87.93 |
83.64 |
87.93 |
+2.53 |
2,997 |
15,215 |
-211 |
Apr12 |
110811 |
86.18 |
88.34 |
85.44 |
88.30 |
+2.48 |
1,136 |
5,122 |
+237 |
May12 |
110811 |
84.88 |
88.71 |
84.88 |
88.67 |
+2.45 |
732 |
3,833 |
-82 |
Jun12 |
110811 |
87.40 |
89.08 |
85.08 |
89.04 |
+2.45 |
5,482 |
27,696 |
+174 |
Jul12 |
110811 |
89.41 |
89.41 |
89.41 |
89.41 |
+2.46 |
172 |
4,903 |
+29 |
Aug12 |
110811 |
89.70 |
89.70 |
89.70 |
89.70 |
+2.46 |
99 |
1,551 |
+48 |
Sep12 |
110811 |
89.97 |
89.97 |
89.97 |
89.97 |
+2.46 |
212 |
5,378 |
+179 |
Oct12 |
110811 |
90.22 |
90.22 |
90.22 |
90.22 |
+2.47 |
0 |
1,179 |
+0 |
Nov12 |
110811 |
90.48 |
90.48 |
90.48 |
90.48 |
+2.47 |
0 |
2,539 |
+0 |
Dec12 |
110811 |
87.20 |
90.82 |
86.69 |
90.75 |
+2.47 |
8,390 |
43,099 |
+197 |
Total Volume and Open Interest |
287,231 |
445,875 |
+1,054 |
US Dollar Index(ICE) |
Sep11 |
110811 |
75.010 |
75.390 |
74.450 |
74.810 |
+0.040 |
39,240 |
56,654 |
+2,479 |
Dec11 |
110811 |
75.340 |
75.760 |
74.875 |
75.210 |
+0.050 |
278 |
692 |
-31 |
Mar12 |
110811 |
75.640 |
75.640 |
75.640 |
75.640 |
+0.050 |
0 |
1 |
+0 |
Total Volume and Open Interest |
39,518 |
57,347 |
+2,448 |
Australian Dollar(CME) |
Sep11 |
110811 |
101.14 |
103.12 |
100.63 |
102.57 |
+0.50 |
304,386 |
103,644 |
-6,418 |
Dec11 |
110811 |
100.00 |
102.18 |
99.62 |
101.59 |
+0.50 |
811 |
828 |
-72 |
Mar12 |
110811 |
100.75 |
100.75 |
100.25 |
100.75 |
+0.50 |
0 |
5 |
+0 |
Total Volume and Open Interest |
305,198 |
104,527 |
-6,490 |
British Pound(CME) |
Sep11 |
110811 |
161.26 |
162.38 |
161.05 |
162.08 |
+0.54 |
164,688 |
105,253 |
-1,892 |
Dec11 |
110811 |
160.95 |
161.95 |
160.95 |
161.95 |
+0.54 |
169 |
277 |
-14 |
Mar12 |
110811 |
161.84 |
161.84 |
161.30 |
161.84 |
+0.54 |
1 |
8 |
+1 |
Total Volume and Open Interest |
164,858 |
105,544 |
-1,905 |
Canadian Dollar(CME) |
Sep11 |
110811 |
100.41 |
101.50 |
100.22 |
101.27 |
+0.31 |
197,823 |
111,108 |
-1,081 |
Dec11 |
110811 |
100.30 |
101.25 |
100.10 |
101.10 |
+0.30 |
2,122 |
6,123 |
+517 |
Mar12 |
110811 |
100.26 |
101.03 |
100.26 |
101.01 |
+0.27 |
188 |
1,170 |
+79 |
Jun12 |
110811 |
100.00 |
100.94 |
100.00 |
100.94 |
+0.29 |
32 |
378 |
+17 |
Total Volume and Open Interest |
200,187 |
118,973 |
-453 |
Japanese Yen(CME) |
Sep11 |
110811 |
130.28 |
131.27 |
129.57 |
130.17 |
-0.15 |
179,295 |
118,639 |
-2,746 |
Dec11 |
110811 |
130.59 |
131.38 |
129.91 |
130.36 |
-0.14 |
515 |
1,197 |
+73 |
Mar12 |
110811 |
130.62 |
130.72 |
130.62 |
130.62 |
-0.10 |
3 |
48 |
+3 |
Total Volume and Open Interest |
179,813 |
119,904 |
-2,671 |
Swiss Franc(CME) |
Sep11 |
110811 |
137.83 |
138.45 |
130.26 |
131.17 |
-6.19 |
107,676 |
51,937 |
-2,421 |
Dec11 |
110811 |
138.44 |
138.48 |
130.79 |
131.46 |
-6.23 |
591 |
1,094 |
+110 |
Mar12 |
110811 |
131.79 |
138.00 |
131.79 |
131.79 |
-6.21 |
13 |
13 |
+7 |
Total Volume and Open Interest |
108,288 |
53,055 |
-2,296 |
EuroFX(CME) |
Sep11 |
110811 |
141.57 |
142.89 |
140.98 |
142.08 |
+0.15 |
485,590 |
180,160 |
-488 |
Dec11 |
110811 |
141.32 |
142.59 |
140.89 |
141.94 |
+0.16 |
469 |
2,176 |
+157 |
Mar12 |
110811 |
142.10 |
142.10 |
141.70 |
141.84 |
+0.14 |
46 |
396 |
+2 |
Total Volume and Open Interest |
486,105 |
183,571 |
-329 |
Mexican Peso(CME) |
Aug11 |
110811 |
817.8 |
817.8 |
813.2 |
817.8 |
+4.5 |
|
|
|
Sep11 |
110811 |
793.8 |
816.5 |
790.0 |
813.5 |
+4.5 |
98,818 |
117,458 |
+10,152 |
Total Volume and Open Interest |
98,843 |
117,845 |
+10,159 |
Brazilian Real(CME) |
Sep11 |
110811 |
607.50 |
615.00 |
607.50 |
612.55 |
-4.40 |
2,052 |
7,691 |
-1,303 |
Oct11 |
110811 |
609.35 |
613.65 |
609.35 |
609.35 |
-4.30 |
|
|
|
Nov11 |
110811 |
606.20 |
610.35 |
606.20 |
606.20 |
-4.15 |
|
|
|
Dec11 |
110811 |
603.00 |
607.05 |
603.00 |
603.00 |
-4.05 |
0 |
139 |
+0 |
Total Volume and Open Interest |
2,052 |
23,241 |
-1,303 |
30-Year T-Bonds(CBOT) |
Sep11 |
110811 |
138~190 |
138~220 |
135~010 |
135~070 |
-3~000 |
595,131 |
638,551 |
-11,695 |
Dec11 |
110811 |
137~000 |
137~120 |
133~240 |
133~280 |
-3~030 |
2,392 |
9,224 |
+350 |
Mar12 |
110811 |
134~020 |
135~170 |
132~140 |
132~140 |
-3~030 |
48 |
46 |
+32 |
Total Volume and Open Interest |
597,571 |
647,821 |
-11,313 |
10-Year T-Notes(CBOT) |
Sep11 |
110811 |
130~080 |
130~115 |
129~000 |
129~070 |
-0~270 |
2,193,433 |
1,867,494 |
-19,605 |
Dec11 |
110811 |
129~050 |
129~100 |
128~000 |
128~065 |
-0~265 |
6,941 |
20,830 |
+898 |
Mar12 |
110811 |
127~065 |
128~010 |
127~065 |
127~065 |
-0~265 |
|
|
|
Total Volume and Open Interest |
2,200,374 |
1,888,324 |
-18,707 |
5-Year T-Notes(CBOT) |
Sep11 |
110811 |
123~048 |
123~068 |
122~121 |
123~014 |
-0~032 |
1,054,368 |
1,446,814 |
+19,396 |
Dec11 |
110811 |
122~080 |
122~081 |
121~106 |
122~004 |
-0~035 |
922 |
4,067 |
+181 |
Mar12 |
110811 |
121~028 |
121~063 |
121~028 |
121~028 |
-0~035 |
|
|
|
Total Volume and Open Interest |
1,055,290 |
1,450,881 |
+19,577 |
2 Year T-Notes(CBOT) |
Sep11 |
110811 |
110~040 |
110~047 |
110~036 |
110~042 |
+0~002 |
379,605 |
1,018,534 |
-15,201 |
Dec11 |
110811 |
110~034 |
110~037 |
110~030 |
110~035 |
+0~002 |
2,662 |
3,881 |
+1,313 |
Mar12 |
110811 |
109~101 |
109~101 |
109~099 |
109~101 |
+0~002 |
|
|
|
Total Volume and Open Interest |
382,267 |
1,022,415 |
-13,888 |
Eurodollars(CME) |
Sep11 |
110811 |
99.600 |
99.635 |
99.550 |
99.590 |
-0.025 |
414,172 |
1,125,197 |
-16,935 |
Dec11 |
110811 |
99.510 |
99.555 |
99.440 |
99.495 |
-0.030 |
529,192 |
1,064,465 |
-18,197 |
Mar12 |
110811 |
99.560 |
99.595 |
99.495 |
99.560 |
-0.005 |
455,260 |
1,250,639 |
-44,505 |
Jun12 |
110811 |
99.595 |
99.620 |
99.545 |
99.610 |
+0.015 |
412,309 |
1,372,046 |
-24,198 |
Sep12 |
110811 |
99.600 |
99.630 |
99.555 |
99.615 |
+0.015 |
435,021 |
936,165 |
-20,863 |
Dec12 |
110811 |
99.570 |
99.600 |
99.525 |
99.580 |
+0.010 |
471,089 |
745,669 |
-293 |
Mar13 |
110811 |
99.540 |
99.570 |
99.490 |
99.550 |
+0.005 |
494,351 |
725,932 |
-1,478 |
Jun13 |
110811 |
99.455 |
99.480 |
99.400 |
99.465 |
unch |
424,855 |
578,347 |
+16,133 |
Sep13 |
110811 |
99.335 |
99.350 |
99.260 |
99.325 |
-0.010 |
422,456 |
570,847 |
+30,426 |
Dec13 |
110811 |
99.140 |
99.160 |
99.055 |
99.130 |
-0.010 |
356,150 |
432,370 |
+39,376 |
Mar14 |
110811 |
98.935 |
98.950 |
98.840 |
98.920 |
-0.005 |
246,853 |
284,339 |
+20,669 |
Jun14 |
110811 |
98.700 |
98.710 |
98.590 |
98.680 |
-0.005 |
193,433 |
255,667 |
+17,046 |
Sep14 |
110811 |
98.465 |
98.470 |
98.345 |
98.440 |
-0.005 |
87,175 |
135,884 |
+4,722 |
Dec14 |
110811 |
98.220 |
98.230 |
98.090 |
98.190 |
-0.010 |
91,512 |
127,082 |
-2,651 |
Mar15 |
110811 |
98.010 |
98.015 |
97.865 |
97.960 |
-0.020 |
70,596 |
106,964 |
-4,051 |
Jun15 |
110811 |
6.045 |
6.045 |
5.895 |
5.985 |
-0.030 |
56,811 |
84,901 |
+1,965 |
Sep15 |
110811 |
5.835 |
5.835 |
5.680 |
5.760 |
-0.045 |
32,070 |
58,284 |
+254 |
Dec15 |
110811 |
5.640 |
5.640 |
5.480 |
5.540 |
-0.060 |
25,646 |
52,286 |
-654 |
Total Volume and Open Interest |
|
|
|
30 Day Federal Funds(CBOT) |
Aug11 |
110811 |
99.905 |
99.910 |
99.897 |
99.900 |
-0.010 |
3,572 |
88,572 |
-423 |
Sep11 |
110811 |
99.910 |
99.920 |
99.905 |
99.905 |
-0.010 |
7,703 |
55,054 |
-7 |
Oct11 |
110811 |
99.910 |
99.915 |
99.905 |
99.910 |
unch |
4,526 |
55,076 |
+1,547 |
Nov11 |
110811 |
99.915 |
99.920 |
99.905 |
99.910 |
unch |
4,356 |
51,491 |
-396 |
Dec11 |
110811 |
99.920 |
99.925 |
99.915 |
99.915 |
unch |
7,264 |
66,876 |
-236 |
Jan12 |
110811 |
99.920 |
99.920 |
99.905 |
99.910 |
unch |
6,642 |
48,783 |
+792 |
Total Volume and Open Interest |
86,558 |
826,278 |
+1,106 |
30 Day Fed Funds(e-CBOT) |
3-Mth Euro-Yen(CME) |
Sep11 |
110811 |
99.680 |
99.680 |
99.680 |
99.680 |
-0.005 |
0 |
66 |
+15 |
Dec11 |
110811 |
99.683 |
99.683 |
99.683 |
99.683 |
-0.005 |
0 |
332 |
+0 |
Mar12 |
110811 |
99.690 |
99.690 |
99.690 |
99.690 |
-0.005 |
0 |
340 |
+0 |
Jun12 |
110811 |
99.688 |
99.688 |
99.688 |
99.688 |
-0.005 |
|
|
|
Sep12 |
110811 |
99.615 |
99.615 |
99.615 |
99.615 |
-0.005 |
|
|
|
Dec12 |
110811 |
99.675 |
99.675 |
99.675 |
99.675 |
-0.005 |
|
|
|
Mar13 |
110811 |
99.675 |
99.675 |
99.675 |
99.675 |
-0.005 |
|
|
|
Jun13 |
110811 |
99.630 |
99.630 |
99.630 |
99.630 |
-0.005 |
|
|
|
Sep13 |
110811 |
99.490 |
99.490 |
99.490 |
99.490 |
-0.005 |
|
|
|
Dec13 |
110811 |
99.350 |
99.350 |
99.350 |
99.350 |
-0.005 |
|
|
|
Total Volume and Open Interest |
0 |
738 |
+15 |
3-Mth Euro-Yen(SGX) |
Sep11 |
110811 |
99.68 |
99.68 |
99.68 |
99.68 |
0.00 |
15 |
1,277 |
+0 |
Dec11 |
110811 |
99.68 |
99.68 |
99.68 |
99.68 |
0.00 |
0 |
1,478 |
+0 |
Mar12 |
110811 |
99.69 |
99.69 |
99.69 |
99.69 |
0.00 |
10 |
2,083 |
+0 |
Jun12 |
110811 |
99.69 |
99.69 |
99.69 |
99.69 |
0.00 |
0 |
1,376 |
+0 |
Sep12 |
110811 |
99.61 |
99.61 |
99.61 |
99.61 |
-0.01 |
0 |
411 |
+0 |
Dec12 |
110811 |
99.68 |
99.68 |
99.68 |
99.68 |
0.00 |
0 |
29 |
+0 |
Mar13 |
110811 |
99.68 |
99.68 |
99.68 |
99.68 |
0.00 |
0 |
1 |
+0 |
Jun13 |
110811 |
99.63 |
99.63 |
99.63 |
99.63 |
-0.01 |
|
|
|
Total Volume and Open Interest |
25 |
6,657 |
+0 |
Japanese Gov't Bonds(SGX) |
Sep11 |
110811 |
142.34 |
142.55 |
142.01 |
142.01 |
-0.23 |
4,488 |
25,619 |
-57 |
Dec11 |
110811 |
141.60 |
141.60 |
141.60 |
141.60 |
-0.23 |
6 |
6 |
+3 |
Mar12 |
110811 |
139.51 |
139.51 |
139.51 |
139.51 |
-0.23 |
|
|
|
Total Volume and Open Interest |
4,494 |
25,625 |
-54 |
Euro-Bund(EUREX) |
Sep11 |
110811 |
133.75 |
134.54 |
132.78 |
133.30 |
-0.80 |
1,022,255 |
1,010,884 |
-10,157 |
Dec11 |
110811 |
132.06 |
133.00 |
131.45 |
131.77 |
-0.84 |
1,066 |
3,607 |
+892 |
Mar12 |
110811 |
132.30 |
132.30 |
132.30 |
132.30 |
-0.80 |
0 |
1 |
+0 |
Total Volume and Open Interest |
1,023,321 |
1,014,492 |
-9,265 |
Euro-Bobl(EUREX) |
Sep11 |
110811 |
121.53 |
122.09 |
121.08 |
121.32 |
-0.48 |
639,023 |
727,972 |
-7,957 |
Dec11 |
110811 |
120.50 |
120.50 |
120.22 |
120.22 |
-0.52 |
46 |
770 |
+35 |
Mar12 |
110811 |
120.32 |
120.32 |
120.32 |
120.32 |
-0.48 |
|
|
|
Total Volume and Open Interest |
639,069 |
728,742 |
-7,922 |
3-Mth Euribor(EUREX) |
Sep11 |
110811 |
98.655 |
98.685 |
98.640 |
98.645 |
-0.050 |
250 |
2,015 |
-90 |
Dec11 |
110811 |
98.920 |
98.920 |
98.860 |
98.870 |
-0.050 |
336 |
1,430 |
-117 |
Mar12 |
110811 |
98.990 |
98.990 |
98.905 |
98.945 |
-0.050 |
248 |
2,479 |
-9 |
Total Volume and Open Interest |
1,114 |
9,812 |
-245 |
Long Gilt(LIFFE) |
Sep11 |
110811 |
128~11 |
129~04 |
128~04 |
128~24 |
-0~02 |
126,796 |
357,099 |
-8,643 |
Dec11 |
110811 |
127~01 |
127~17 |
126~30 |
127~14 |
-0~02 |
0 |
1 |
+0 |
Total Volume and Open Interest |
126,796 |
357,100 |
-8,643 |
3-Mth Short Sterling(LIFFE) |
Sep11 |
110811 |
99.13 |
99.15 |
99.11 |
99.12 |
-0.02 |
50,313 |
426,371 |
+3,738 |
Dec11 |
110811 |
99.25 |
99.26 |
99.20 |
99.21 |
-0.05 |
62,047 |
509,963 |
-2,725 |
Mar12 |
110811 |
99.27 |
99.29 |
99.20 |
99.22 |
-0.07 |
66,963 |
419,986 |
-18,687 |
Jun12 |
110811 |
99.27 |
99.28 |
99.18 |
99.21 |
-0.09 |
70,364 |
272,518 |
-8,687 |
Sep12 |
110811 |
99.24 |
99.27 |
99.14 |
99.18 |
-0.10 |
72,341 |
292,001 |
+138 |
Dec12 |
110811 |
99.18 |
99.20 |
99.07 |
99.11 |
-0.10 |
55,107 |
270,416 |
-2,849 |
Total Volume and Open Interest |
464,945 |
2,652,227 |
-21,408 |
3-Mth Euribor(LIFFE) |
Sep11 |
110811 |
98.690 |
98.700 |
98.625 |
98.645 |
-0.050 |
198,622 |
681,611 |
-15,944 |
Dec11 |
110811 |
98.940 |
98.940 |
98.835 |
98.870 |
-0.050 |
238,951 |
619,983 |
+5,790 |
Mar12 |
110811 |
98.990 |
99.035 |
98.900 |
98.945 |
-0.050 |
177,093 |
486,257 |
-1,908 |
Total Volume and Open Interest |
1,270,054 |
3,640,341 |
-18,328 |
3-Mth Aus T-Bills(SFE) |
Sep11 |
110811 |
95.49 |
95.75 |
95.44 |
95.54 |
+0.09 |
24,768 |
268,871 |
+6,858 |
Dec11 |
110811 |
96.01 |
96.30 |
95.96 |
96.09 |
+0.12 |
55,531 |
313,850 |
+64 |
Mar12 |
110811 |
96.24 |
96.47 |
96.16 |
96.27 |
+0.10 |
22,226 |
173,457 |
-453 |
Jun12 |
110811 |
96.20 |
96.42 |
96.19 |
96.25 |
+0.09 |
5,002 |
91,963 |
-139 |
Sep12 |
110811 |
96.05 |
96.26 |
96.04 |
96.11 |
+0.09 |
2,470 |
62,407 |
-1,367 |
Dec12 |
110811 |
95.87 |
96.07 |
95.87 |
95.95 |
+0.09 |
2,244 |
35,878 |
-913 |
Mar13 |
110811 |
95.71 |
95.95 |
95.71 |
95.80 |
+0.09 |
1,580 |
37,964 |
+993 |
Jun13 |
110811 |
95.55 |
95.77 |
95.55 |
95.66 |
+0.11 |
592 |
16,996 |
+85 |
Sep13 |
110811 |
95.53 |
95.54 |
95.53 |
95.54 |
+0.13 |
160 |
3,167 |
-30 |
Dec13 |
110811 |
95.40 |
95.42 |
95.40 |
95.42 |
+0.14 |
13 |
1,679 |
-1 |
Total Volume and Open Interest |
114,596 |
1,006,375 |
+5,097 |
10-Year Aus T-Bonds(SFE) |
Sep11 |
110811 |
95.43 |
95.67 |
95.41 |
95.55 |
+0.13 |
70,386 |
509,084 |
-2,326 |
Dec11 |
110811 |
95.55 |
95.55 |
95.55 |
95.55 |
+0.13 |
|
|
|
Total Volume and Open Interest |
70,386 |
509,084 |
-2,326 |
3-Year Aus T-Bonds(SFE) |
Sep11 |
110811 |
96.10 |
96.40 |
96.09 |
96.21 |
+0.13 |
220,052 |
1,219,863 |
+54,335 |
Dec11 |
110811 |
96.21 |
96.21 |
96.21 |
96.21 |
+0.13 |
|
|
|
Total Volume and Open Interest |
220,052 |
1,219,863 |
+54,335 |
Gold(CMX) |
Aug11 |
110811 |
1795.1 |
1813.5 |
1735.1 |
1748.8 |
-32.5 |
1,861 |
2,798 |
-603 |
Oct11 |
110811 |
1795.6 |
1815.8 |
1733.1 |
1749.9 |
-32.8 |
24,352 |
27,434 |
+1,371 |
Dec11 |
110811 |
1798.0 |
1817.6 |
1734.5 |
1751.5 |
-32.8 |
398,589 |
361,579 |
-8,512 |
Feb12 |
110811 |
1797.6 |
1817.0 |
1738.6 |
1753.7 |
-32.7 |
3,228 |
21,680 |
+631 |
Apr12 |
110811 |
1811.3 |
1820.4 |
1739.8 |
1755.6 |
-32.7 |
361 |
6,871 |
-52 |
Jun12 |
110811 |
1804.4 |
1814.0 |
1747.9 |
1757.5 |
-32.5 |
336 |
15,393 |
-16 |
Aug12 |
110811 |
1798.0 |
1798.8 |
1749.6 |
1759.2 |
-32.5 |
302 |
5,897 |
+178 |
Oct12 |
110811 |
1773.3 |
1773.3 |
1751.7 |
1761.0 |
-32.5 |
116 |
4,171 |
-12 |
Dec12 |
110811 |
1809.2 |
1820.5 |
1749.0 |
1763.0 |
-32.5 |
1,306 |
12,244 |
+260 |
Feb13 |
110811 |
1816.0 |
1816.0 |
1756.9 |
1764.8 |
-32.5 |
7 |
1,586 |
+1 |
Apr13 |
110811 |
1824.0 |
1824.0 |
1757.7 |
1766.8 |
-32.5 |
0 |
336 |
+0 |
Jun13 |
110811 |
1769.2 |
1769.2 |
1769.2 |
1769.2 |
-32.5 |
1 |
11,596 |
+0 |
Total Volume and Open Interest |
437,250 |
510,223 |
-6,628 |
Silver(CMX) |
Sep11 |
110811 |
3928.5 |
3986.0 |
3796.0 |
3866.9 |
-65.8 |
90,833 |
47,502 |
-2,471 |
Dec11 |
110811 |
3943.0 |
3989.0 |
3799.5 |
3870.4 |
-65.8 |
28,512 |
37,641 |
+3,646 |
Mar12 |
110811 |
3904.5 |
3913.5 |
3842.0 |
3871.7 |
-65.7 |
1,391 |
6,241 |
+192 |
May12 |
110811 |
3870.0 |
3883.0 |
3870.0 |
3870.5 |
-65.2 |
180 |
2,173 |
+107 |
Jul12 |
110811 |
3881.0 |
3881.0 |
3868.6 |
3868.6 |
-65.4 |
33 |
1,926 |
+14 |
Sep12 |
110811 |
3973.0 |
3973.0 |
3864.5 |
3865.1 |
-65.4 |
10 |
307 |
+0 |
Dec12 |
110811 |
3925.5 |
3969.0 |
3812.0 |
3858.4 |
-65.3 |
94 |
8,300 |
+11 |
Total Volume and Open Interest |
121,211 |
115,939 |
+1,573 |
Platinum(NYMEX) |
Oct11 |
110811 |
1766.3 |
1796.0 |
1765.1 |
1792.4 |
+20.7 |
10,172 |
34,097 |
+1,105 |
Jan12 |
110811 |
1774.9 |
1797.1 |
1774.9 |
1795.7 |
+20.4 |
223 |
1,773 |
+133 |
Apr12 |
110811 |
1788.0 |
1798.2 |
1781.4 |
1798.2 |
+20.9 |
16 |
162 |
+5 |
Jul12 |
110811 |
1801.8 |
1801.8 |
1801.8 |
1801.8 |
+20.9 |
0 |
12 |
+0 |
Total Volume and Open Interest |
10,414 |
36,046 |
+1,243 |
Palladium(NYMEX) |
Sep11 |
110811 |
733.75 |
745.00 |
726.05 |
733.80 |
+7.00 |
7,362 |
17,982 |
-707 |
Dec11 |
110811 |
734.00 |
743.95 |
728.65 |
735.35 |
+6.95 |
1,926 |
3,970 |
+1,524 |
Mar12 |
110811 |
81.64 |
81.64 |
78.64 |
80.99 |
+6.95 |
12 |
82 |
+10 |
Total Volume and Open Interest |
9,300 |
22,034 |
+827 |
Copper(CMX) |
Sep11 |
110811 |
388.85 |
407.15 |
385.60 |
400.85 |
+12.00 |
64,955 |
48,633 |
-6,438 |
Dec11 |
110811 |
390.35 |
409.15 |
387.90 |
403.00 |
+11.90 |
15,803 |
50,822 |
+2,969 |
Mar12 |
110811 |
392.05 |
410.25 |
390.00 |
404.65 |
+11.85 |
3,216 |
17,648 |
+494 |
May12 |
110811 |
399.80 |
407.75 |
399.80 |
405.35 |
+11.75 |
1,206 |
3,699 |
+706 |
Jul12 |
110811 |
405.70 |
405.70 |
405.70 |
405.70 |
+11.60 |
91 |
1,110 |
+4 |
Total Volume and Open Interest |
85,919 |
128,475 |
-2,053 |
DJIA Index(CBOT) |
Sep11 |
110811 |
10731 |
11220 |
10587 |
11084 |
+359 |
1,529 |
16,922 |
-145 |
Dec11 |
110811 |
11115 |
11115 |
11010 |
11010 |
+360 |
3 |
97 |
-2 |
Mar12 |
110811 |
10941 |
10941 |
10581 |
10941 |
+360 |
|
|
|
Jun12 |
110811 |
10871 |
10871 |
10511 |
10871 |
+360 |
|
|
|
Total Volume and Open Interest |
1,532 |
17,019 |
-147 |
Mini DJIA Index(CBOT) |
Sep11 |
110811 |
10724 |
11243 |
10579 |
11084 |
+359 |
339,510 |
97,911 |
+1,066 |
Dec11 |
110811 |
10700 |
11150 |
10518 |
11010 |
+360 |
543 |
500 |
-19 |
Mar12 |
110811 |
10941 |
10941 |
10941 |
10941 |
+360 |
0 |
13 |
+0 |
Jun12 |
110811 |
10871 |
10871 |
10871 |
10871 |
+360 |
|
|
|
Total Volume and Open Interest |
340,053 |
98,424 |
+1,047 |
S & P 500(CME) |
Sep11 |
110811 |
1124.00 |
1184.00 |
1103.20 |
1168.50 |
+45.00 |
55,148 |
320,561 |
+10,827 |
Dec11 |
110811 |
1126.50 |
1176.70 |
1116.70 |
1162.80 |
+45.10 |
318 |
13,964 |
-12 |
Mar12 |
110811 |
1157.20 |
1170.90 |
1110.90 |
1157.20 |
+45.30 |
14 |
97 |
-2 |
Jun12 |
110811 |
1151.70 |
1165.70 |
1105.70 |
1151.70 |
+45.00 |
38 |
29 |
+1 |
Total Volume and Open Interest |
55,518 |
334,651 |
+10,814 |
S & P 500 E-Mini(Globex) |
Sep11 |
110811 |
1123.00 |
1184.00 |
1103.00 |
1168.50 |
+45.00 |
6,285,917 |
3,337,317 |
+94,777 |
Dec11 |
110811 |
1116.75 |
1177.75 |
1097.50 |
1162.75 |
+45.00 |
14,195 |
48,559 |
+3,140 |
Total Volume and Open Interest |
6,300,392 |
3,386,290 |
+97,925 |
NASDAQ 100(CME) |
Sep11 |
110811 |
2080.00 |
2184.00 |
2058.30 |
2158.00 |
+73.00 |
2,938 |
15,319 |
-12 |
Dec11 |
110811 |
2152.00 |
2175.00 |
2150.00 |
2152.00 |
+72.50 |
2 |
10 |
+0 |
Mar12 |
110811 |
2148.80 |
2148.80 |
2146.30 |
2148.80 |
+72.50 |
|
|
|
Total Volume and Open Interest |
2,940 |
15,329 |
-12 |
NASDAQ 100 E-Mini(Globex) |
Sep11 |
110811 |
2082.80 |
2184.50 |
2057.50 |
2158.00 |
+73.00 |
715,540 |
323,873 |
-3,275 |
Dec11 |
110811 |
2086.50 |
2177.30 |
2055.30 |
2152.00 |
+72.50 |
1,145 |
5,886 |
+166 |
Total Volume and Open Interest |
716,686 |
329,768 |
-3,108 |
S & P Midcap 400(CME) |
Sep11 |
110811 |
834.80 |
850.00 |
834.80 |
834.80 |
+35.20 |
346 |
5,387 |
+273 |
Dec11 |
110811 |
831.50 |
831.50 |
831.50 |
831.50 |
+35.20 |
|
|
|
Mar12 |
110811 |
829.80 |
829.80 |
829.80 |
829.80 |
+35.20 |
|
|
|
Total Volume and Open Interest |
346 |
5,387 |
+273 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Sep11 |
110811 |
8815 |
9145 |
8780 |
9080 |
+265 |
37,161 |
30,763 |
-451 |
Dec11 |
110811 |
8815 |
9100 |
8760 |
9050 |
+265 |
26 |
20 |
-2 |
Total Volume and Open Interest |
37,187 |
30,783 |
-453 |
Nikkei 225(SGX) |
Sep11 |
110811 |
9005 |
9050 |
8775 |
8975 |
-20 |
308,350 |
250,811 |
+17,454 |
Dec11 |
110811 |
8975 |
8975 |
8730 |
8940 |
+5 |
525 |
8,706 |
+225 |
Mar12 |
110811 |
8905 |
8905 |
8905 |
8905 |
-25 |
0 |
10 |
+0 |
Total Volume and Open Interest |
309,934 |
273,155 |
+18,071 |
CAC 40(EURONEXT) |
Aug11 |
110811 |
3073.0 |
3157.5 |
2888.0 |
3084.5 |
+84.0 |
400,632 |
446,905 |
+55,245 |
Sep11 |
110811 |
3033.0 |
3151.5 |
2888.5 |
3080.5 |
+83.5 |
4,445 |
67,568 |
+791 |
Oct11 |
110811 |
3080.0 |
3080.0 |
3080.0 |
3080.0 |
+84.0 |
0 |
5 |
+0 |
Total Volume and Open Interest |
405,079 |
514,515 |
+56,036 |
Hang Seng Index(HKFE) |
Aug11 |
110811 |
19380 |
19678 |
19205 |
19411 |
-214 |
229,123 |
109,811 |
+13,496 |
Sep11 |
110811 |
19285 |
19578 |
19112 |
19316 |
-210 |
5,350 |
7,987 |
+1,447 |
Total Volume and Open Interest |
235,385 |
121,651 |
+14,888 |
DAX(EUREX) |
Sep11 |
110811 |
5771.0 |
5951.5 |
5491.5 |
5812.5 |
+203.0 |
394,271 |
171,349 |
-1,518 |
Dec11 |
110811 |
5784.0 |
5960.0 |
5517.5 |
5829.0 |
+203.5 |
2,220 |
10,077 |
+840 |
Mar12 |
110811 |
5788.5 |
5916.0 |
5533.0 |
5847.0 |
+203.0 |
310 |
728 |
-29 |
Total Volume and Open Interest |
396,801 |
182,154 |
-707 |
FT-SE 100(EURONEXT) |
Sep11 |
110811 |
4964.50 |
5277.50 |
4926.00 |
5150.50 |
+156.00 |
387,606 |
634,348 |
+7,078 |
Dec11 |
110811 |
5052.00 |
5124.50 |
4960.00 |
5124.50 |
+156.00 |
96 |
791 |
+6 |
Mar12 |
110811 |
4961.50 |
5084.50 |
4961.50 |
5084.50 |
+155.50 |
0 |
163 |
+0 |
Total Volume and Open Interest |
387,702 |
635,418 |
+7,084 |
SPI 200(SFE) |
Sep11 |
110811 |
4105.0 |
4132.0 |
3974.0 |
4093.0 |
-1.0 |
98,223 |
322,686 |
+9,301 |
Dec11 |
110811 |
4127.0 |
4127.0 |
3997.0 |
4100.0 |
-2.0 |
298 |
6,368 |
+55 |
Mar12 |
110811 |
4075.0 |
4075.0 |
4075.0 |
4075.0 |
-5.0 |
1 |
2,394 |
-8 |
Total Volume and Open Interest |
100,591 |
338,311 |
+11,308 |
GSCI(CME) |
Aug11 |
110811 |
630.00 |
643.90 |
630.00 |
643.90 |
+12.90 |
1,798 |
4,753 |
-1,230 |
Sep11 |
110811 |
630.75 |
644.50 |
630.75 |
644.50 |
+12.45 |
2,239 |
5,278 |
+1,795 |
Oct11 |
110811 |
645.25 |
645.25 |
645.25 |
645.25 |
+12.25 |
2 |
0 |
+0 |
Total Volume and Open Interest |
4,039 |
10,031 |
+565 |
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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