|
MRCI's End of Day Prices |
Daily Futures Price Listing Fri August 12, 2011 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Aug11 |
110812 |
1343.25 |
1347.50 |
1329.00 |
1337.00 |
+3.25 |
1,007 |
361 |
-479 |
Sep11 |
110812 |
1328.00 |
1337.00 |
1319.75 |
1327.75 |
+3.00 |
16,907 |
43,036 |
-111 |
Nov11 |
110812 |
1335.00 |
1343.75 |
1326.00 |
1334.75 |
+3.00 |
97,498 |
292,386 |
+2,439 |
Jan12 |
110812 |
1343.75 |
1354.25 |
1337.25 |
1345.75 |
+3.00 |
15,693 |
59,086 |
+2,606 |
Mar12 |
110812 |
1358.00 |
1360.25 |
1348.75 |
1352.50 |
+3.75 |
5,237 |
28,609 |
-359 |
May12 |
110812 |
1353.00 |
1361.50 |
1346.50 |
1354.00 |
+3.25 |
4,549 |
36,420 |
+529 |
Jul12 |
110812 |
1362.50 |
1365.00 |
1349.75 |
1356.75 |
+3.50 |
2,506 |
19,176 |
+32 |
Total Volume and Open Interest |
144,337 |
504,644 |
+4,810 |
Soybean Meal(CBOT) |
Aug11 |
110812 |
348.50 |
348.60 |
348.00 |
348.60 |
+1.40 |
774 |
338 |
-567 |
Sep11 |
110812 |
348.40 |
350.40 |
346.30 |
347.10 |
-1.30 |
16,898 |
34,190 |
-1,351 |
Oct11 |
110812 |
351.00 |
353.00 |
348.30 |
349.20 |
-1.40 |
8,251 |
19,794 |
+2,666 |
Dec11 |
110812 |
353.70 |
356.20 |
351.30 |
352.10 |
-1.60 |
37,290 |
79,029 |
-1,410 |
Jan12 |
110812 |
357.30 |
358.30 |
354.20 |
354.40 |
-1.50 |
2,060 |
9,092 |
+383 |
Mar12 |
110812 |
360.10 |
360.90 |
356.90 |
357.00 |
-1.70 |
1,390 |
6,559 |
+224 |
May12 |
110812 |
360.90 |
360.90 |
357.70 |
357.70 |
-1.70 |
1,343 |
9,515 |
-44 |
Jul12 |
110812 |
360.00 |
361.10 |
356.50 |
358.30 |
-1.60 |
734 |
3,596 |
+49 |
Total Volume and Open Interest |
69,201 |
166,471 |
+42 |
Soybean Oil(CBOT) |
Aug11 |
110812 |
54.37 |
54.70 |
54.03 |
54.60 |
+0.57 |
343 |
193 |
-101 |
Sep11 |
110812 |
54.25 |
54.84 |
53.92 |
54.16 |
+0.06 |
20,053 |
47,301 |
+1,023 |
Oct11 |
110812 |
54.48 |
55.02 |
54.10 |
54.33 |
+0.06 |
7,063 |
26,114 |
-631 |
Dec11 |
110812 |
54.78 |
55.35 |
54.41 |
54.65 |
+0.07 |
66,785 |
139,907 |
+1,315 |
Jan12 |
110812 |
55.17 |
55.64 |
54.72 |
54.92 |
+0.04 |
8,334 |
30,377 |
+1,116 |
Mar12 |
110812 |
55.47 |
55.87 |
55.14 |
55.16 |
+0.02 |
3,225 |
15,998 |
+680 |
May12 |
110812 |
55.46 |
56.03 |
55.37 |
55.37 |
-0.01 |
1,778 |
10,827 |
+529 |
Jul12 |
110812 |
55.98 |
56.20 |
55.55 |
55.55 |
-0.03 |
1,648 |
5,885 |
+516 |
Total Volume and Open Interest |
109,555 |
280,212 |
+4,523 |
Canola(WCE) |
Nov11 |
110812 |
548.5 |
554.9 |
546.0 |
550.2 |
+2.3 |
8,540 |
113,137 |
-2,606 |
Jan12 |
110812 |
556.2 |
563.4 |
554.6 |
558.9 |
+2.7 |
1,637 |
26,498 |
+34 |
Mar12 |
110812 |
560.5 |
570.9 |
560.5 |
566.2 |
+3.5 |
451 |
8,390 |
+58 |
May12 |
110812 |
567.5 |
575.0 |
567.5 |
571.1 |
+4.3 |
336 |
7,161 |
+191 |
Jul12 |
110812 |
574.1 |
576.7 |
574.1 |
575.4 |
+5.1 |
58 |
3,920 |
-1 |
Total Volume and Open Interest |
11,104 |
160,880 |
-2,299 |
Corn(CBOT) |
Sep11 |
110812 |
702.00 |
707.75 |
697.50 |
701.75 |
-0.75 |
82,997 |
204,666 |
-19,253 |
Dec11 |
110812 |
714.00 |
721.00 |
710.00 |
714.50 |
+0.50 |
185,211 |
630,727 |
+6,272 |
Mar12 |
110812 |
726.25 |
734.00 |
722.75 |
727.50 |
+0.75 |
32,749 |
158,275 |
+5,686 |
May12 |
110812 |
731.00 |
738.00 |
728.00 |
732.00 |
+1.00 |
7,042 |
34,134 |
+911 |
Jul12 |
110812 |
732.75 |
741.25 |
729.25 |
734.50 |
+1.50 |
7,723 |
70,914 |
+315 |
Sep12 |
110812 |
680.00 |
689.50 |
678.75 |
684.50 |
+3.50 |
1,321 |
12,300 |
+200 |
Total Volume and Open Interest |
322,029 |
1,219,778 |
-5,143 |
Wheat(CBOT) |
Sep11 |
110812 |
700.00 |
718.75 |
696.25 |
702.50 |
+1.25 |
64,438 |
87,196 |
-8,793 |
Dec11 |
110812 |
731.50 |
746.50 |
727.50 |
732.25 |
-0.75 |
55,376 |
187,752 |
+11,087 |
Mar12 |
110812 |
769.75 |
778.00 |
763.25 |
765.50 |
-4.25 |
11,475 |
62,809 |
+122 |
May12 |
110812 |
791.50 |
793.25 |
780.00 |
781.00 |
-7.25 |
2,292 |
12,665 |
+375 |
Jul12 |
110812 |
790.50 |
796.00 |
782.25 |
783.25 |
-8.50 |
5,131 |
52,348 |
+1,648 |
Total Volume and Open Interest |
140,568 |
429,359 |
+5,199 |
Wheat(KCBT) |
Sep11 |
110812 |
804.25 |
812.00 |
796.00 |
796.00 |
-12.00 |
13,322 |
56,804 |
-2,072 |
Dec11 |
110812 |
827.25 |
849.50 |
820.25 |
820.25 |
-12.75 |
11,517 |
66,847 |
+1,500 |
Mar12 |
110812 |
840.75 |
847.75 |
831.75 |
831.75 |
-14.50 |
3,538 |
23,351 |
+353 |
May12 |
110812 |
845.75 |
851.75 |
835.00 |
835.00 |
-14.50 |
250 |
3,568 |
+69 |
Jul12 |
110812 |
837.50 |
846.00 |
828.00 |
828.00 |
-13.00 |
1,297 |
17,971 |
+224 |
Total Volume and Open Interest |
30,018 |
171,792 |
+93 |
Wheat(MGE) |
Sep11 |
110812 |
863.00 |
875.00 |
857.25 |
861.25 |
-1.25 |
3,174 |
13,915 |
-762 |
Dec11 |
110812 |
866.50 |
879.00 |
860.75 |
863.50 |
-3.00 |
2,590 |
19,535 |
-46 |
Mar12 |
110812 |
876.00 |
884.75 |
866.00 |
868.25 |
-5.50 |
1,131 |
7,066 |
+131 |
May12 |
110812 |
880.00 |
887.00 |
869.50 |
871.25 |
-6.25 |
731 |
3,220 |
-28 |
Jul12 |
110812 |
882.00 |
888.00 |
871.00 |
873.00 |
-6.75 |
586 |
4,645 |
+62 |
Total Volume and Open Interest |
8,424 |
52,164 |
-681 |
Oats(CBOT) |
Sep11 |
110812 |
345.00 |
347.00 |
343.00 |
345.00 |
+1.00 |
124 |
1,945 |
+20 |
Dec11 |
110812 |
354.50 |
358.00 |
353.00 |
355.00 |
+0.50 |
417 |
9,886 |
+53 |
Mar12 |
110812 |
366.00 |
366.00 |
365.00 |
365.50 |
+0.50 |
15 |
1,015 |
-7 |
May12 |
110812 |
372.50 |
372.50 |
372.00 |
372.50 |
+0.50 |
0 |
29 |
+0 |
Total Volume and Open Interest |
556 |
12,905 |
+66 |
Rough Rice(CBOT) |
Sep11 |
110812 |
16.79 |
16.85 |
16.58 |
16.81 |
-0.06 |
1,260 |
7,723 |
+52 |
Nov11 |
110812 |
17.06 |
17.18 |
16.90 |
17.13 |
-0.06 |
911 |
8,174 |
+304 |
Jan12 |
110812 |
17.38 |
17.47 |
17.23 |
17.42 |
-0.05 |
109 |
1,138 |
+77 |
Mar12 |
110812 |
17.60 |
17.67 |
17.57 |
17.67 |
-0.07 |
81 |
842 |
+24 |
Total Volume and Open Interest |
2,361 |
18,029 |
+457 |
Live Cattle(CME) |
Aug11 |
110812 |
117.300 |
118.330 |
117.100 |
117.900 |
+1.450 |
3,020 |
14,835 |
-1,422 |
Oct11 |
110812 |
120.000 |
121.080 |
120.000 |
120.450 |
+0.915 |
13,620 |
133,164 |
-467 |
Dec11 |
110812 |
121.830 |
123.100 |
121.830 |
122.680 |
+1.080 |
8,146 |
88,629 |
-606 |
Feb12 |
110812 |
124.500 |
125.300 |
124.430 |
124.700 |
+0.220 |
5,330 |
37,178 |
+412 |
Apr12 |
110812 |
126.900 |
127.785 |
126.800 |
127.285 |
+0.585 |
2,421 |
20,863 |
+509 |
Jun12 |
110812 |
123.500 |
124.385 |
123.500 |
124.330 |
+0.680 |
384 |
9,023 |
+109 |
Total Volume and Open Interest |
33,066 |
305,246 |
-1,385 |
Feeder Cattle(CME) |
Aug11 |
110812 |
135.150 |
136.575 |
135.150 |
135.850 |
+1.250 |
1,373 |
5,618 |
-525 |
Sep11 |
110812 |
136.900 |
138.450 |
136.825 |
137.535 |
+1.235 |
1,903 |
7,935 |
-33 |
Oct11 |
110812 |
138.100 |
139.500 |
137.880 |
138.700 |
+1.375 |
2,705 |
11,397 |
+701 |
Nov11 |
110812 |
138.985 |
140.325 |
138.850 |
139.600 |
+1.115 |
586 |
4,673 |
+74 |
Jan12 |
110812 |
139.250 |
140.630 |
139.250 |
139.950 |
+1.070 |
233 |
2,873 |
-22 |
Mar12 |
110812 |
139.435 |
140.000 |
139.300 |
139.400 |
+0.715 |
61 |
842 |
+30 |
Apr12 |
110812 |
140.000 |
140.350 |
139.800 |
139.800 |
+0.450 |
29 |
218 |
+7 |
Total Volume and Open Interest |
6,890 |
33,719 |
+232 |
Lean Hogs(CME) |
Aug11 |
110812 |
107.200 |
107.480 |
107.000 |
107.450 |
+0.250 |
3,615 |
11,104 |
-735 |
Oct11 |
110812 |
88.230 |
89.600 |
87.750 |
89.480 |
+1.380 |
26,362 |
94,082 |
-2,469 |
Dec11 |
110812 |
85.200 |
86.200 |
84.600 |
86.200 |
+1.200 |
11,439 |
71,820 |
+653 |
Feb12 |
110812 |
87.930 |
88.830 |
87.330 |
88.580 |
+0.650 |
5,512 |
36,284 |
+447 |
Apr12 |
110812 |
90.200 |
91.200 |
89.850 |
91.000 |
+0.670 |
4,058 |
23,041 |
-754 |
May12 |
110812 |
94.800 |
94.900 |
94.800 |
94.900 |
+0.800 |
16 |
974 |
-1 |
Jun12 |
110812 |
96.730 |
97.300 |
96.000 |
97.180 |
+0.850 |
1,399 |
12,068 |
-42 |
Jul12 |
110812 |
95.100 |
95.550 |
95.050 |
95.400 |
+0.700 |
140 |
3,671 |
-29 |
Total Volume and Open Interest |
52,676 |
256,229 |
-2,937 |
Class III Milk(CME) |
Aug11 |
110812 |
21.46 |
21.59 |
21.44 |
21.56 |
+0.06 |
590 |
6,739 |
-59 |
Sep11 |
110812 |
18.93 |
19.60 |
18.62 |
19.49 |
+0.37 |
701 |
6,656 |
+140 |
Oct11 |
110812 |
18.00 |
18.48 |
17.76 |
18.45 |
+0.41 |
412 |
5,206 |
-10 |
Nov11 |
110812 |
17.66 |
18.12 |
17.58 |
18.00 |
+0.23 |
114 |
4,246 |
+9 |
Dec11 |
110812 |
17.35 |
17.72 |
17.35 |
17.60 |
+0.12 |
124 |
3,716 |
+28 |
Total Volume and Open Interest |
2,327 |
34,837 |
+363 |
Cocoa(ICE) |
Sep11 |
110812 |
2858 |
2901 |
2856 |
2879 |
+23 |
18,175 |
22,064 |
-5,443 |
Dec11 |
110812 |
2895 |
2923 |
2883 |
2907 |
+21 |
21,871 |
70,657 |
+2,009 |
Mar12 |
110812 |
2945 |
2970 |
2938 |
2958 |
+20 |
4,147 |
39,214 |
+589 |
May12 |
110812 |
2957 |
2977 |
2950 |
2967 |
+17 |
553 |
13,272 |
+315 |
Jul12 |
110812 |
2975 |
2989 |
2975 |
2981 |
+14 |
145 |
5,985 |
+44 |
Sep12 |
110812 |
2989 |
3000 |
2986 |
2991 |
+9 |
213 |
9,847 |
+29 |
Dec12 |
110812 |
3005 |
3005 |
3005 |
3005 |
+11 |
145 |
4,913 |
+106 |
Total Volume and Open Interest |
45,251 |
169,873 |
-2,349 |
Coffee "C"(ICE) |
Sep11 |
110812 |
241.00 |
242.50 |
239.40 |
240.35 |
-0.50 |
13,146 |
28,249 |
-2,698 |
Dec11 |
110812 |
244.00 |
245.50 |
242.50 |
243.85 |
-0.20 |
8,881 |
52,056 |
+1,087 |
Mar12 |
110812 |
246.70 |
247.10 |
245.00 |
246.40 |
unch |
1,889 |
14,488 |
+356 |
May12 |
110812 |
247.85 |
248.55 |
246.40 |
247.70 |
-0.05 |
446 |
7,339 |
+108 |
Jul12 |
110812 |
248.45 |
248.95 |
245.55 |
246.70 |
-0.50 |
212 |
2,466 |
+59 |
Sep12 |
110812 |
245.00 |
246.05 |
243.80 |
245.45 |
-0.90 |
78 |
1,809 |
+2 |
Total Volume and Open Interest |
24,683 |
107,965 |
-1,066 |
Orange Juice(ICE) |
Sep11 |
110812 |
164.40 |
167.25 |
161.70 |
166.50 |
+2.65 |
4,707 |
11,633 |
-2,542 |
Nov11 |
110812 |
157.45 |
160.75 |
155.00 |
160.45 |
+3.40 |
4,068 |
13,228 |
+617 |
Jan12 |
110812 |
157.70 |
161.15 |
156.00 |
160.50 |
+2.90 |
1,236 |
2,626 |
+708 |
Mar12 |
110812 |
157.25 |
162.00 |
157.00 |
160.95 |
+3.10 |
376 |
1,013 |
+237 |
May12 |
110812 |
161.45 |
161.45 |
161.45 |
161.45 |
+3.05 |
110 |
367 |
+36 |
Jul12 |
110812 |
162.30 |
162.30 |
162.30 |
162.30 |
+2.30 |
23 |
149 |
+10 |
Total Volume and Open Interest |
10,520 |
29,027 |
-934 |
Sugar #11(ICE) |
Oct11 |
110812 |
28.00 |
28.17 |
27.25 |
27.84 |
-0.24 |
46,888 |
266,474 |
-3,386 |
Mar12 |
110812 |
26.89 |
27.30 |
26.37 |
26.99 |
+0.10 |
17,769 |
145,675 |
-1,828 |
May12 |
110812 |
25.37 |
25.95 |
25.04 |
25.77 |
+0.40 |
7,511 |
42,581 |
+637 |
Jul12 |
110812 |
24.24 |
24.89 |
23.98 |
24.81 |
+0.54 |
5,343 |
62,639 |
-495 |
Oct12 |
110812 |
23.56 |
24.07 |
23.19 |
24.01 |
+0.50 |
2,280 |
28,353 |
-416 |
Total Volume and Open Interest |
81,728 |
587,233 |
-5,540 |
London Cocoa(LCE) |
Sep11 |
110812 |
1835 |
1850 |
1833 |
1838 |
+4 |
7,748 |
58,883 |
-2,221 |
Dec11 |
110812 |
1847 |
1864 |
1842 |
1852 |
+5 |
7,598 |
61,094 |
+2,254 |
Mar12 |
110812 |
1876 |
1884 |
1866 |
1872 |
+4 |
1,931 |
41,905 |
-18 |
May12 |
110812 |
1875 |
1891 |
1874 |
1882 |
+1 |
671 |
14,150 |
+74 |
Jul12 |
110812 |
1895 |
1899 |
1895 |
1895 |
unch |
581 |
6,817 |
+129 |
Sep12 |
110812 |
1904 |
1906 |
1904 |
1904 |
unch |
69 |
5,012 |
+50 |
Dec12 |
110812 |
1909 |
1909 |
1909 |
1909 |
unch |
100 |
8,518 |
+13 |
Total Volume and Open Interest |
18,701 |
197,285 |
+281 |
London Sugar(LCE) |
Oct11 |
110812 |
742.10 |
745.40 |
726.20 |
743.50 |
-6.20 |
1,783 |
21,557 |
-274 |
Dec11 |
110812 |
697.20 |
701.50 |
683.40 |
699.70 |
-5.00 |
804 |
7,125 |
-363 |
Mar12 |
110812 |
682.20 |
689.30 |
671.40 |
688.60 |
-2.60 |
254 |
10,216 |
+36 |
May12 |
110812 |
662.20 |
669.40 |
651.30 |
669.40 |
+1.00 |
23 |
3,188 |
-18 |
Aug12 |
110812 |
640.80 |
649.50 |
633.10 |
649.50 |
+2.30 |
6 |
2,007 |
+0 |
Total Volume and Open Interest |
2,916 |
45,728 |
-589 |
Cotton(ICE) |
Oct11 |
110812 |
98.00 |
101.25 |
97.99 |
100.72 |
+2.93 |
25 |
511 |
-3 |
Dec11 |
110812 |
96.52 |
100.52 |
96.15 |
100.52 |
+4.00 |
7,658 |
94,836 |
-1,029 |
Mar12 |
110812 |
94.30 |
98.40 |
93.94 |
98.40 |
+4.00 |
1,658 |
28,668 |
+356 |
May12 |
110812 |
94.07 |
98.19 |
94.07 |
97.71 |
+3.47 |
473 |
6,111 |
+27 |
Jul12 |
110812 |
93.85 |
97.10 |
93.85 |
96.65 |
+3.01 |
64 |
7,759 |
+13 |
Oct12 |
110812 |
97.66 |
97.66 |
97.66 |
97.66 |
+3.46 |
0 |
3 |
+0 |
Total Volume and Open Interest |
9,927 |
141,929 |
-614 |
Lumber(CME) |
Sep11 |
110812 |
228.0 |
231.4 |
222.6 |
224.0 |
-4.0 |
1,631 |
4,371 |
-973 |
Nov11 |
110812 |
234.2 |
238.0 |
229.0 |
229.0 |
-5.2 |
1,756 |
4,782 |
+395 |
Jan12 |
110812 |
257.0 |
258.0 |
249.5 |
249.5 |
-0.6 |
80 |
1,150 |
+1 |
Mar12 |
110812 |
264.0 |
268.0 |
264.0 |
264.0 |
unch |
2 |
147 |
+0 |
Total Volume and Open Interest |
3,469 |
10,452 |
-577 |
Crude Oil(NYM) |
Sep11 |
110812 |
85.55 |
87.37 |
84.02 |
85.38 |
-0.34 |
520,144 |
247,528 |
-24,061 |
Oct11 |
110812 |
85.86 |
87.71 |
84.34 |
85.69 |
-0.35 |
151,567 |
214,494 |
+21,362 |
Nov11 |
110812 |
86.37 |
88.07 |
84.76 |
86.05 |
-0.38 |
71,180 |
133,336 |
+11,595 |
Dec11 |
110812 |
86.76 |
88.45 |
85.10 |
86.44 |
-0.38 |
115,512 |
205,277 |
+1,758 |
Jan12 |
110812 |
86.90 |
88.79 |
85.75 |
86.84 |
-0.38 |
18,145 |
62,942 |
+63 |
Feb12 |
110812 |
87.25 |
89.13 |
86.45 |
87.22 |
-0.35 |
7,157 |
24,111 |
+444 |
Mar12 |
110812 |
87.68 |
89.28 |
87.26 |
87.60 |
-0.33 |
10,562 |
38,833 |
+69 |
Apr12 |
110812 |
89.42 |
89.42 |
87.79 |
88.00 |
-0.30 |
6,215 |
25,689 |
+261 |
May12 |
110812 |
87.73 |
89.62 |
87.73 |
88.40 |
-0.27 |
4,171 |
22,495 |
+789 |
Jun12 |
110812 |
87.96 |
90.40 |
87.96 |
88.78 |
-0.26 |
19,789 |
82,542 |
+1,906 |
Jul12 |
110812 |
88.33 |
90.31 |
88.33 |
89.17 |
-0.24 |
2,169 |
30,194 |
+127 |
Aug12 |
110812 |
88.77 |
89.47 |
88.77 |
89.47 |
-0.23 |
864 |
15,826 |
+31 |
Sep12 |
110812 |
89.97 |
89.97 |
89.72 |
89.72 |
-0.25 |
1,172 |
17,571 |
-48 |
Oct12 |
110812 |
89.96 |
89.96 |
89.96 |
89.96 |
-0.26 |
341 |
13,847 |
+28 |
Nov12 |
110812 |
90.21 |
90.21 |
90.21 |
90.21 |
-0.27 |
236 |
19,948 |
+7 |
Dec12 |
110812 |
90.01 |
92.10 |
89.22 |
90.46 |
-0.29 |
34,373 |
143,977 |
-288 |
Total Volume and Open Interest |
989,624 |
1,580,298 |
+15,818 |
e-miNY Crude Oil(NYM) |
Aug11 |
110719 |
96.125 |
98.650 |
95.925 |
97.500 |
+1.575 |
5,608 |
3,447 |
-104 |
Sep11 |
110812 |
85.700 |
87.375 |
84.025 |
85.375 |
-0.350 |
16,938 |
4,451 |
-102 |
Oct11 |
110812 |
85.675 |
87.650 |
84.350 |
85.700 |
-0.350 |
865 |
920 |
-103 |
Nov11 |
110812 |
86.175 |
87.700 |
84.925 |
86.050 |
-0.375 |
108 |
332 |
+18 |
Dec11 |
110812 |
86.100 |
88.200 |
86.025 |
86.450 |
-0.375 |
141 |
376 |
+48 |
Jan12 |
110812 |
87.350 |
87.350 |
86.850 |
86.850 |
-0.375 |
7 |
4 |
+0 |
Feb12 |
110812 |
87.225 |
87.225 |
87.225 |
87.225 |
-0.350 |
0 |
8 |
+0 |
Mar12 |
110812 |
87.950 |
87.950 |
87.600 |
87.600 |
-0.325 |
14 |
15 |
+8 |
Apr12 |
110812 |
88.000 |
88.000 |
88.000 |
88.000 |
-0.300 |
2 |
8 |
-3 |
May12 |
110812 |
88.400 |
88.400 |
88.400 |
88.400 |
-0.275 |
0 |
3 |
+0 |
Total Volume and Open Interest |
18,101 |
6,325 |
-124 |
Heating Oil(NYM) |
Sep11 |
110812 |
289.64 |
293.78 |
287.78 |
290.37 |
+0.45 |
77,918 |
73,421 |
-3,862 |
Oct11 |
110812 |
289.88 |
294.35 |
288.57 |
291.05 |
+0.41 |
33,194 |
54,429 |
+2,826 |
Nov11 |
110812 |
291.57 |
294.74 |
289.65 |
291.82 |
+0.30 |
15,651 |
37,151 |
+482 |
Dec11 |
110812 |
292.38 |
295.65 |
290.44 |
292.52 |
+0.14 |
22,245 |
47,497 |
+2,409 |
Jan12 |
110812 |
295.03 |
296.11 |
292.76 |
293.27 |
-0.07 |
9,778 |
28,519 |
+1,945 |
Feb12 |
110812 |
294.63 |
294.91 |
292.48 |
292.94 |
-0.19 |
1,953 |
12,474 |
+110 |
Mar12 |
110812 |
291.25 |
294.64 |
291.25 |
291.82 |
-0.26 |
1,848 |
7,900 |
+73 |
Apr12 |
110812 |
291.97 |
291.97 |
289.40 |
289.85 |
-0.41 |
578 |
4,044 |
+5 |
May12 |
110812 |
288.74 |
289.11 |
287.93 |
287.93 |
-0.57 |
677 |
4,566 |
+40 |
Jun12 |
110812 |
285.49 |
289.78 |
285.49 |
287.05 |
-0.65 |
3,550 |
26,459 |
+666 |
Jul12 |
110812 |
289.28 |
289.28 |
287.90 |
287.90 |
-0.73 |
433 |
2,212 |
+214 |
Aug12 |
110812 |
291.14 |
291.14 |
289.10 |
289.10 |
-0.78 |
196 |
1,038 |
+12 |
Total Volume and Open Interest |
168,924 |
312,327 |
+5,181 |
Gasoline(NYMEX) |
Sep11 |
110812 |
282.25 |
285.72 |
280.72 |
282.22 |
-0.51 |
69,568 |
65,900 |
-1,467 |
Oct11 |
110812 |
265.95 |
268.85 |
263.82 |
266.07 |
+0.13 |
47,274 |
55,123 |
+1,637 |
Nov11 |
110812 |
261.00 |
265.31 |
261.00 |
262.47 |
-0.28 |
22,056 |
29,038 |
+1,937 |
Dec11 |
110812 |
260.45 |
264.09 |
259.88 |
261.14 |
-0.48 |
16,235 |
36,477 |
-536 |
Jan12 |
110812 |
263.38 |
264.29 |
261.39 |
261.39 |
-0.63 |
5,515 |
14,508 |
+762 |
Feb12 |
110812 |
262.83 |
265.00 |
262.26 |
262.61 |
-0.67 |
1,013 |
6,395 |
+31 |
Mar12 |
110812 |
266.82 |
266.82 |
264.21 |
264.21 |
-0.65 |
1,138 |
8,821 |
+28 |
Apr12 |
110812 |
276.95 |
278.26 |
276.10 |
276.10 |
-0.69 |
718 |
5,779 |
-42 |
May12 |
110812 |
276.16 |
276.16 |
276.16 |
276.16 |
-0.90 |
372 |
2,732 |
+83 |
Jun12 |
110812 |
276.18 |
277.05 |
275.51 |
275.51 |
-0.92 |
1,359 |
8,013 |
+613 |
Total Volume and Open Interest |
165,563 |
248,825 |
+3,046 |
e-miNY RBOB Gasoline(NYM) |
Sep11 |
110812 |
282.20 |
282.22 |
282.20 |
282.20 |
-0.50 |
1 |
1 |
+1 |
Oct11 |
110812 |
266.10 |
266.10 |
266.07 |
266.10 |
+0.20 |
0 |
1 |
+0 |
Nov11 |
110812 |
262.50 |
262.50 |
262.47 |
262.50 |
-0.30 |
|
|
|
Dec11 |
110812 |
261.10 |
261.14 |
261.10 |
261.10 |
-0.50 |
|
|
|
Total Volume and Open Interest |
1 |
4 |
+1 |
Natural Gas(NYM) |
Sep11 |
110812 |
4.106 |
4.140 |
4.052 |
4.060 |
-0.048 |
145,358 |
157,329 |
-10,857 |
Oct11 |
110812 |
4.120 |
4.157 |
4.064 |
4.071 |
-0.056 |
77,433 |
143,625 |
-1,853 |
Nov11 |
110812 |
4.276 |
4.306 |
4.211 |
4.219 |
-0.060 |
74,072 |
168,034 |
+12,882 |
Dec11 |
110812 |
4.488 |
4.515 |
4.433 |
4.441 |
-0.056 |
23,372 |
71,840 |
+1,477 |
Jan12 |
110812 |
4.596 |
4.606 |
4.520 |
4.529 |
-0.057 |
22,505 |
126,896 |
+2,279 |
Feb12 |
110812 |
4.586 |
4.590 |
4.523 |
4.531 |
-0.053 |
6,718 |
30,618 |
-353 |
Mar12 |
110812 |
4.531 |
4.556 |
4.492 |
4.495 |
-0.050 |
6,589 |
47,339 |
+472 |
Apr12 |
110812 |
4.495 |
4.507 |
4.445 |
4.450 |
-0.043 |
9,616 |
59,322 |
-94 |
May12 |
110812 |
4.506 |
4.516 |
4.477 |
4.477 |
-0.040 |
1,242 |
13,232 |
+277 |
Jun12 |
110812 |
4.555 |
4.555 |
4.509 |
4.511 |
-0.037 |
772 |
12,816 |
+67 |
Jul12 |
110812 |
4.584 |
4.589 |
4.552 |
4.552 |
-0.035 |
1,237 |
10,422 |
+0 |
Aug12 |
110812 |
4.598 |
4.603 |
4.574 |
4.574 |
-0.036 |
916 |
9,683 |
-56 |
Sep12 |
110812 |
4.602 |
4.612 |
4.576 |
4.576 |
-0.037 |
937 |
6,988 |
-126 |
Oct12 |
110812 |
4.636 |
4.662 |
4.601 |
4.605 |
-0.037 |
3,230 |
36,519 |
+242 |
Nov12 |
110812 |
4.773 |
4.812 |
4.756 |
4.759 |
-0.037 |
641 |
6,692 |
+289 |
Dec12 |
110812 |
5.016 |
5.030 |
4.980 |
4.989 |
-0.033 |
362 |
11,994 |
+156 |
Total Volume and Open Interest |
376,444 |
986,090 |
+5,003 |
Brent Crude Oil(ICE) |
Sep11 |
110812 |
107.94 |
109.16 |
106.86 |
108.03 |
+0.01 |
260,958 |
96,936 |
-16,356 |
Oct11 |
110812 |
107.71 |
108.90 |
106.65 |
107.76 |
-0.06 |
169,925 |
141,738 |
+13,068 |
Nov11 |
110812 |
107.40 |
108.70 |
106.61 |
107.56 |
-0.16 |
71,962 |
107,072 |
+10,568 |
Dec11 |
110812 |
107.36 |
108.57 |
106.49 |
107.40 |
-0.20 |
102,615 |
121,823 |
+8,601 |
Jan12 |
110812 |
107.17 |
108.33 |
106.49 |
107.25 |
-0.25 |
17,630 |
29,343 |
+4,000 |
Feb12 |
110812 |
106.79 |
108.20 |
106.36 |
107.07 |
-0.31 |
7,400 |
19,573 |
-220 |
Mar12 |
110812 |
106.46 |
108.01 |
106.30 |
106.87 |
-0.35 |
7,365 |
38,354 |
+1,558 |
Apr12 |
110812 |
106.31 |
107.85 |
106.07 |
106.71 |
-0.37 |
3,408 |
13,947 |
+45 |
May12 |
110812 |
106.15 |
107.69 |
105.94 |
106.55 |
-0.41 |
2,970 |
11,677 |
+491 |
Jun12 |
110812 |
105.97 |
107.48 |
105.76 |
106.35 |
-0.43 |
11,825 |
48,993 |
+1,501 |
Jul12 |
110812 |
106.21 |
106.21 |
106.21 |
106.21 |
-0.44 |
985 |
9,942 |
+172 |
Aug12 |
110812 |
106.05 |
106.05 |
106.05 |
106.05 |
-0.44 |
767 |
6,845 |
+297 |
Sep12 |
110812 |
105.84 |
105.84 |
105.84 |
105.84 |
-0.46 |
642 |
8,197 |
+111 |
Oct12 |
110812 |
105.61 |
105.61 |
105.61 |
105.61 |
-0.48 |
250 |
4,479 |
+57 |
Total Volume and Open Interest |
698,637 |
822,407 |
+31,153 |
Gas Oil(ICE) |
Sep11 |
110812 |
912.25 |
925.00 |
906.50 |
917.00 |
+12.50 |
147,586 |
150,329 |
+13,303 |
Oct11 |
110812 |
905.75 |
921.25 |
903.00 |
913.25 |
+12.00 |
74,464 |
103,927 |
+10,165 |
Nov11 |
110812 |
904.75 |
917.25 |
901.00 |
910.00 |
+11.75 |
41,053 |
50,419 |
+1,800 |
Dec11 |
110812 |
901.50 |
914.75 |
899.50 |
907.75 |
+11.25 |
61,708 |
66,534 |
+3,732 |
Jan12 |
110812 |
899.25 |
913.75 |
899.25 |
907.25 |
+11.00 |
17,425 |
37,746 |
+2,290 |
Feb12 |
110812 |
901.75 |
912.75 |
901.75 |
906.75 |
+11.00 |
5,370 |
16,273 |
+1,084 |
Mar12 |
110812 |
899.00 |
912.00 |
899.00 |
906.00 |
+10.75 |
6,092 |
17,039 |
+1,850 |
Apr12 |
110812 |
900.00 |
911.25 |
900.00 |
905.00 |
+10.50 |
2,869 |
9,934 |
+0 |
May12 |
110812 |
899.25 |
910.50 |
899.25 |
904.00 |
+10.00 |
2,578 |
9,246 |
+607 |
Jun12 |
110812 |
895.75 |
910.00 |
895.75 |
903.25 |
+9.25 |
8,643 |
36,389 |
+912 |
Total Volume and Open Interest |
412,501 |
576,025 |
+25,795 |
Ethanol(CBOT) |
Aug11 |
110803 |
2.836 |
2.836 |
2.800 |
2.800 |
-0.042 |
102 |
196 |
-79 |
Sep11 |
110812 |
2.763 |
2.794 |
2.760 |
2.785 |
+0.008 |
342 |
1,115 |
-45 |
Oct11 |
110812 |
2.681 |
2.693 |
2.679 |
2.680 |
+0.003 |
176 |
1,457 |
+39 |
Nov11 |
110812 |
2.620 |
2.636 |
2.620 |
2.624 |
+0.001 |
40 |
1,195 |
+22 |
Dec11 |
110812 |
2.589 |
2.602 |
2.585 |
2.591 |
unch |
75 |
1,568 |
-4 |
Jan12 |
110812 |
2.526 |
2.526 |
2.525 |
2.526 |
-0.006 |
51 |
799 |
-3 |
Feb12 |
110812 |
2.516 |
2.539 |
2.516 |
2.530 |
-0.010 |
72 |
621 |
+39 |
Mar12 |
110812 |
2.534 |
2.539 |
2.534 |
2.534 |
-0.006 |
53 |
555 |
+34 |
Total Volume and Open Interest |
919 |
9,582 |
+144 |
WTI Crude Oil(ICE |
Sep11 |
110812 |
85.32 |
87.38 |
84.02 |
85.38 |
-0.34 |
132,648 |
58,630 |
-687 |
Oct11 |
110812 |
85.68 |
87.70 |
84.40 |
85.69 |
-0.35 |
40,358 |
56,834 |
+5,612 |
Nov11 |
110812 |
85.93 |
87.87 |
84.88 |
86.05 |
-0.38 |
22,220 |
29,124 |
+954 |
Dec11 |
110812 |
86.11 |
88.45 |
85.12 |
86.44 |
-0.38 |
38,456 |
94,485 |
+4,194 |
Jan12 |
110812 |
85.97 |
88.72 |
85.97 |
86.84 |
-0.38 |
4,735 |
17,994 |
+598 |
Feb12 |
110812 |
86.99 |
89.10 |
86.99 |
87.22 |
-0.35 |
2,866 |
6,465 |
-31 |
Mar12 |
110812 |
87.25 |
89.40 |
87.25 |
87.60 |
-0.33 |
3,758 |
14,672 |
-543 |
Apr12 |
110812 |
87.34 |
89.74 |
87.03 |
88.00 |
-0.30 |
1,514 |
5,074 |
-48 |
May12 |
110812 |
88.09 |
89.95 |
88.09 |
88.40 |
-0.27 |
814 |
3,892 |
+59 |
Jun12 |
110812 |
88.05 |
90.34 |
88.05 |
88.78 |
-0.26 |
5,686 |
27,856 |
+160 |
Jul12 |
110812 |
89.17 |
89.17 |
89.17 |
89.17 |
-0.24 |
189 |
4,905 |
+2 |
Aug12 |
110812 |
89.47 |
89.47 |
89.47 |
89.47 |
-0.23 |
19 |
1,552 |
+1 |
Sep12 |
110812 |
89.72 |
89.72 |
89.72 |
89.72 |
-0.25 |
50 |
5,394 |
+16 |
Oct12 |
110812 |
89.96 |
89.96 |
89.96 |
89.96 |
-0.26 |
0 |
1,179 |
+0 |
Nov12 |
110812 |
90.21 |
90.21 |
90.21 |
90.21 |
-0.27 |
0 |
2,539 |
+0 |
Dec12 |
110812 |
90.21 |
92.10 |
89.12 |
90.46 |
-0.29 |
9,626 |
44,706 |
+1,607 |
Total Volume and Open Interest |
267,540 |
459,728 |
+13,853 |
US Dollar Index(ICE) |
Sep11 |
110812 |
74.800 |
75.055 |
74.495 |
74.743 |
-0.067 |
40,229 |
56,085 |
-569 |
Dec11 |
110812 |
75.205 |
75.325 |
74.970 |
75.143 |
-0.067 |
142 |
684 |
-8 |
Mar12 |
110812 |
75.562 |
75.562 |
75.562 |
75.562 |
-0.077 |
0 |
1 |
+0 |
Total Volume and Open Interest |
40,371 |
56,770 |
-577 |
Australian Dollar(CME) |
Sep11 |
110812 |
102.96 |
103.18 |
101.98 |
103.10 |
+0.53 |
208,357 |
102,722 |
-922 |
Dec11 |
110812 |
101.79 |
102.12 |
101.36 |
102.12 |
+0.53 |
138 |
847 |
+19 |
Mar12 |
110812 |
101.26 |
101.26 |
100.75 |
101.26 |
+0.51 |
0 |
5 |
+0 |
Total Volume and Open Interest |
208,495 |
103,624 |
-903 |
British Pound(CME) |
Sep11 |
110812 |
162.28 |
163.08 |
161.60 |
162.74 |
+0.66 |
137,648 |
104,628 |
-625 |
Dec11 |
110812 |
161.75 |
162.76 |
161.65 |
162.61 |
+0.66 |
87 |
309 |
+32 |
Mar12 |
110812 |
162.47 |
162.47 |
161.84 |
162.47 |
+0.63 |
0 |
8 |
+0 |
Total Volume and Open Interest |
137,735 |
104,951 |
-593 |
Canadian Dollar(CME) |
Sep11 |
110812 |
101.45 |
101.59 |
100.72 |
100.89 |
-0.38 |
175,583 |
100,018 |
-11,090 |
Dec11 |
110812 |
101.27 |
101.35 |
100.63 |
100.72 |
-0.38 |
859 |
6,476 |
+353 |
Mar12 |
110812 |
101.03 |
101.30 |
100.50 |
100.62 |
-0.39 |
306 |
1,299 |
+129 |
Jun12 |
110812 |
100.51 |
100.94 |
100.51 |
100.51 |
-0.43 |
11 |
389 |
+11 |
Total Volume and Open Interest |
176,765 |
108,382 |
-10,591 |
Japanese Yen(CME) |
Sep11 |
110812 |
130.16 |
130.78 |
129.92 |
130.29 |
+0.12 |
128,457 |
121,583 |
+2,944 |
Dec11 |
110812 |
130.37 |
130.96 |
130.17 |
130.49 |
+0.13 |
400 |
1,348 |
+151 |
Mar12 |
110812 |
130.76 |
130.76 |
130.62 |
130.76 |
+0.14 |
3 |
49 |
+1 |
Total Volume and Open Interest |
128,860 |
123,000 |
+3,096 |
Swiss Franc(CME) |
Sep11 |
110812 |
131.04 |
132.64 |
128.58 |
128.98 |
-2.19 |
60,330 |
50,061 |
-1,876 |
Dec11 |
110812 |
131.84 |
132.95 |
128.97 |
129.28 |
-2.18 |
937 |
1,100 |
+6 |
Mar12 |
110812 |
129.57 |
131.79 |
129.57 |
129.57 |
-2.22 |
0 |
13 |
+0 |
Total Volume and Open Interest |
61,267 |
51,185 |
-1,870 |
EuroFX(CME) |
Sep11 |
110812 |
142.31 |
142.86 |
141.43 |
142.38 |
+0.30 |
457,078 |
176,725 |
-3,435 |
Dec11 |
110812 |
142.05 |
142.60 |
141.29 |
142.23 |
+0.29 |
1,119 |
2,694 |
+518 |
Mar12 |
110812 |
142.11 |
142.11 |
141.84 |
142.11 |
+0.27 |
12 |
403 |
+7 |
Total Volume and Open Interest |
458,209 |
180,661 |
-2,910 |
Mexican Peso(CME) |
Aug11 |
110812 |
815.5 |
817.8 |
815.5 |
815.5 |
-2.2 |
|
|
|
Sep11 |
110812 |
811.8 |
814.8 |
803.2 |
811.2 |
-2.2 |
80,329 |
120,202 |
+2,744 |
Total Volume and Open Interest |
80,454 |
120,555 |
+2,710 |
Brazilian Real(CME) |
Sep11 |
110812 |
613.45 |
616.50 |
613.45 |
616.50 |
+3.95 |
488 |
7,112 |
-579 |
Oct11 |
110812 |
613.30 |
613.30 |
609.35 |
613.30 |
+3.95 |
|
|
|
Nov11 |
110812 |
610.15 |
610.15 |
606.20 |
610.15 |
+3.95 |
|
|
|
Dec11 |
110812 |
606.95 |
606.95 |
603.00 |
606.95 |
+3.95 |
0 |
139 |
+0 |
Total Volume and Open Interest |
488 |
22,662 |
-579 |
30-Year T-Bonds(CBOT) |
Sep11 |
110812 |
135~120 |
137~000 |
135~110 |
136~300 |
+1~230 |
593,697 |
651,096 |
+12,545 |
Dec11 |
110812 |
134~030 |
135~210 |
133~280 |
135~190 |
+1~230 |
5,605 |
12,203 |
+2,979 |
Mar12 |
110812 |
133~230 |
134~110 |
132~140 |
134~050 |
+1~230 |
0 |
46 |
+0 |
Total Volume and Open Interest |
599,302 |
663,345 |
+15,524 |
10-Year T-Notes(CBOT) |
Sep11 |
110812 |
129~035 |
129~305 |
129~020 |
129~280 |
+0~210 |
2,091,932 |
1,829,239 |
-38,255 |
Dec11 |
110812 |
128~055 |
128~275 |
128~055 |
128~270 |
+0~205 |
6,495 |
22,550 |
+1,720 |
Mar12 |
110812 |
127~270 |
127~270 |
127~065 |
127~270 |
+0~205 |
|
|
|
Total Volume and Open Interest |
2,098,427 |
1,851,789 |
-36,535 |
5-Year T-Notes(CBOT) |
Sep11 |
110812 |
122~124 |
123~047 |
122~124 |
123~042 |
+0~028 |
1,061,631 |
1,444,504 |
-2,310 |
Dec11 |
110812 |
122~006 |
122~035 |
122~004 |
122~035 |
+0~031 |
1,271 |
4,262 |
+195 |
Mar12 |
110812 |
121~059 |
121~059 |
121~028 |
121~059 |
+0~031 |
|
|
|
Total Volume and Open Interest |
1,062,902 |
1,448,766 |
-2,115 |
2 Year T-Notes(CBOT) |
Sep11 |
110812 |
110~039 |
110~043 |
110~037 |
110~040 |
-0~002 |
409,023 |
1,000,014 |
-18,520 |
Dec11 |
110812 |
110~032 |
110~035 |
110~031 |
110~034 |
-0~001 |
2,784 |
5,059 |
+1,178 |
Mar12 |
110812 |
109~100 |
109~101 |
109~100 |
109~100 |
-0~001 |
|
|
|
Total Volume and Open Interest |
411,807 |
1,005,073 |
-17,342 |
Eurodollars(CME) |
Sep11 |
110812 |
99.585 |
99.590 |
99.555 |
99.570 |
-0.020 |
479,790 |
1,165,849 |
+40,652 |
Dec11 |
110812 |
99.485 |
99.490 |
99.460 |
99.470 |
-0.025 |
631,773 |
1,052,613 |
-11,852 |
Mar12 |
110812 |
99.550 |
99.560 |
99.525 |
99.535 |
-0.025 |
631,904 |
1,183,302 |
-67,337 |
Jun12 |
110812 |
99.605 |
99.610 |
99.575 |
99.590 |
-0.020 |
459,984 |
1,349,781 |
-22,265 |
Sep12 |
110812 |
99.615 |
99.615 |
99.585 |
99.600 |
-0.015 |
454,893 |
913,852 |
-22,313 |
Dec12 |
110812 |
99.575 |
99.590 |
99.545 |
99.565 |
-0.015 |
446,882 |
754,939 |
+9,270 |
Mar13 |
110812 |
99.550 |
99.570 |
99.510 |
99.540 |
-0.010 |
466,631 |
809,364 |
+83,432 |
Jun13 |
110812 |
99.465 |
99.485 |
99.425 |
99.465 |
unch |
405,128 |
556,070 |
-22,277 |
Sep13 |
110812 |
99.320 |
99.355 |
99.285 |
99.340 |
+0.015 |
392,398 |
544,858 |
-25,989 |
Dec13 |
110812 |
99.120 |
99.160 |
99.090 |
99.155 |
+0.025 |
296,292 |
429,824 |
-2,546 |
Mar14 |
110812 |
98.915 |
98.955 |
98.875 |
98.950 |
+0.030 |
180,822 |
285,534 |
+1,195 |
Jun14 |
110812 |
98.660 |
98.720 |
98.635 |
98.710 |
+0.030 |
151,288 |
256,393 |
+726 |
Sep14 |
110812 |
98.420 |
98.485 |
98.390 |
98.475 |
+0.035 |
122,920 |
144,041 |
+8,157 |
Dec14 |
110812 |
98.190 |
98.240 |
98.145 |
98.230 |
+0.040 |
96,398 |
121,730 |
-5,352 |
Mar15 |
110812 |
97.925 |
98.020 |
97.920 |
98.010 |
+0.050 |
69,578 |
112,445 |
+5,481 |
Jun15 |
110812 |
5.970 |
6.050 |
5.950 |
6.040 |
+0.055 |
52,456 |
89,888 |
+4,987 |
Sep15 |
110812 |
5.745 |
5.830 |
5.730 |
5.815 |
+0.055 |
30,346 |
59,296 |
+1,012 |
Dec15 |
110812 |
5.495 |
5.615 |
5.495 |
5.595 |
+0.055 |
27,125 |
51,083 |
-1,203 |
Total Volume and Open Interest |
|
|
|
30 Day Federal Funds(CBOT) |
Aug11 |
110812 |
99.897 |
99.900 |
99.893 |
99.895 |
-0.005 |
2,404 |
88,473 |
-99 |
Sep11 |
110812 |
99.905 |
99.905 |
99.895 |
99.900 |
-0.005 |
6,228 |
54,189 |
-865 |
Oct11 |
110812 |
99.905 |
99.910 |
99.895 |
99.900 |
-0.010 |
5,613 |
55,768 |
+692 |
Nov11 |
110812 |
99.910 |
99.915 |
99.900 |
99.905 |
-0.005 |
7,646 |
52,992 |
+1,501 |
Dec11 |
110812 |
99.920 |
99.920 |
99.910 |
99.915 |
unch |
14,265 |
65,070 |
-1,806 |
Jan12 |
110812 |
99.905 |
99.910 |
99.900 |
99.905 |
-0.005 |
12,323 |
51,228 |
+2,445 |
Total Volume and Open Interest |
118,561 |
832,273 |
+5,995 |
30 Day Fed Funds(e-CBOT) |
3-Mth Euro-Yen(CME) |
Sep11 |
110812 |
99.680 |
99.680 |
99.680 |
99.680 |
unch |
0 |
66 |
+0 |
Dec11 |
110812 |
99.683 |
99.683 |
99.683 |
99.683 |
unch |
0 |
332 |
+0 |
Mar12 |
110812 |
99.690 |
99.690 |
99.690 |
99.690 |
unch |
0 |
340 |
+0 |
Jun12 |
110812 |
99.688 |
99.688 |
99.688 |
99.688 |
unch |
|
|
|
Sep12 |
110812 |
99.615 |
99.615 |
99.615 |
99.615 |
unch |
|
|
|
Dec12 |
110812 |
99.675 |
99.675 |
99.675 |
99.675 |
unch |
|
|
|
Mar13 |
110812 |
99.675 |
99.675 |
99.675 |
99.675 |
unch |
|
|
|
Jun13 |
110812 |
99.630 |
99.630 |
99.630 |
99.630 |
unch |
|
|
|
Sep13 |
110812 |
99.490 |
99.490 |
99.490 |
99.490 |
unch |
|
|
|
Dec13 |
110812 |
99.350 |
99.350 |
99.350 |
99.350 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
738 |
+0 |
3-Mth Euro-Yen(SGX) |
Sep11 |
110812 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
15 |
1,277 |
+0 |
Dec11 |
110812 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
300 |
1,478 |
+0 |
Mar12 |
110812 |
99.69 |
99.69 |
99.69 |
99.69 |
unch |
0 |
2,083 |
+0 |
Jun12 |
110812 |
99.69 |
99.69 |
99.69 |
99.69 |
unch |
0 |
1,376 |
+0 |
Sep12 |
110812 |
99.61 |
99.61 |
99.61 |
99.61 |
unch |
0 |
411 |
+0 |
Dec12 |
110812 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
0 |
29 |
+0 |
Mar13 |
110812 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
0 |
1 |
+0 |
Jun13 |
110812 |
99.63 |
99.63 |
99.63 |
99.63 |
unch |
|
|
|
Total Volume and Open Interest |
315 |
6,657 |
+0 |
Japanese Gov't Bonds(SGX) |
Sep11 |
110812 |
141.93 |
142.27 |
141.86 |
142.14 |
+0.13 |
3,074 |
26,161 |
+542 |
Dec11 |
110812 |
141.73 |
141.73 |
141.73 |
141.73 |
+0.13 |
0 |
6 |
+0 |
Mar12 |
110812 |
139.64 |
139.64 |
139.64 |
139.64 |
+0.13 |
|
|
|
Total Volume and Open Interest |
3,074 |
26,167 |
+542 |
Euro-Bund(EUREX) |
Sep11 |
110812 |
133.50 |
133.81 |
132.51 |
132.96 |
-0.34 |
1,001,727 |
984,035 |
-26,849 |
Dec11 |
110812 |
131.62 |
132.23 |
131.25 |
131.43 |
-0.34 |
1,519 |
4,067 |
+460 |
Mar12 |
110812 |
131.96 |
131.96 |
131.96 |
131.96 |
-0.34 |
17 |
1 |
+0 |
Total Volume and Open Interest |
1,003,263 |
988,103 |
-26,389 |
Euro-Bobl(EUREX) |
Sep11 |
110812 |
121.45 |
121.61 |
121.00 |
121.23 |
-0.09 |
604,771 |
726,092 |
-1,880 |
Dec11 |
110812 |
120.15 |
120.15 |
120.15 |
120.15 |
-0.07 |
91 |
836 |
+66 |
Mar12 |
110812 |
120.23 |
120.23 |
120.23 |
120.23 |
-0.09 |
|
|
|
Total Volume and Open Interest |
604,862 |
726,928 |
-1,814 |
3-Mth Euribor(EUREX) |
Sep11 |
110812 |
98.580 |
98.580 |
98.555 |
98.575 |
-0.070 |
174 |
1,945 |
-70 |
Dec11 |
110812 |
98.765 |
98.795 |
98.760 |
98.780 |
-0.090 |
93 |
1,477 |
+47 |
Mar12 |
110812 |
98.865 |
98.880 |
98.825 |
98.880 |
-0.065 |
117 |
2,479 |
+0 |
Total Volume and Open Interest |
539 |
9,797 |
-15 |
Long Gilt(LIFFE) |
Sep11 |
110812 |
128~18 |
128~30 |
128~04 |
128~09 |
-0~15 |
144,511 |
363,765 |
+6,666 |
Dec11 |
110812 |
127~12 |
127~12 |
126~31 |
126~31 |
-0~15 |
0 |
1 |
+0 |
Total Volume and Open Interest |
144,511 |
363,766 |
+6,666 |
3-Mth Short Sterling(LIFFE) |
Sep11 |
110812 |
99.12 |
99.13 |
99.10 |
99.11 |
-0.01 |
86,269 |
422,175 |
-4,196 |
Dec11 |
110812 |
99.19 |
99.21 |
99.14 |
99.15 |
-0.06 |
116,405 |
515,815 |
+5,852 |
Mar12 |
110812 |
99.19 |
99.21 |
99.14 |
99.16 |
-0.06 |
117,280 |
409,742 |
-10,244 |
Jun12 |
110812 |
99.19 |
99.22 |
99.13 |
99.16 |
-0.05 |
139,218 |
271,144 |
-1,374 |
Sep12 |
110812 |
99.16 |
99.20 |
99.11 |
99.14 |
-0.04 |
126,382 |
288,578 |
-3,423 |
Dec12 |
110812 |
99.08 |
99.14 |
99.04 |
99.07 |
-0.04 |
93,288 |
269,910 |
-506 |
Total Volume and Open Interest |
843,946 |
2,621,621 |
-30,606 |
3-Mth Euribor(LIFFE) |
Sep11 |
110812 |
98.620 |
98.645 |
98.540 |
98.575 |
-0.070 |
214,088 |
692,755 |
+11,144 |
Dec11 |
110812 |
98.850 |
98.870 |
98.735 |
98.785 |
-0.085 |
299,972 |
621,459 |
+1,476 |
Mar12 |
110812 |
98.965 |
98.965 |
98.825 |
98.880 |
-0.065 |
233,094 |
484,686 |
-1,571 |
Total Volume and Open Interest |
1,596,820 |
3,639,634 |
-707 |
3-Mth Aus T-Bills(SFE) |
Sep11 |
110812 |
95.54 |
95.62 |
95.40 |
95.52 |
-0.02 |
35,206 |
281,143 |
+12,272 |
Dec11 |
110812 |
96.10 |
96.24 |
95.91 |
96.11 |
+0.02 |
37,062 |
316,952 |
+3,102 |
Mar12 |
110812 |
96.28 |
96.40 |
96.15 |
96.27 |
unch |
18,223 |
175,982 |
+2,525 |
Jun12 |
110812 |
96.24 |
96.35 |
96.13 |
96.23 |
-0.02 |
10,725 |
95,566 |
+3,603 |
Sep12 |
110812 |
96.11 |
96.24 |
95.97 |
96.08 |
-0.03 |
4,321 |
63,534 |
+1,127 |
Dec12 |
110812 |
96.04 |
96.09 |
95.89 |
95.91 |
-0.04 |
1,127 |
36,114 |
+236 |
Mar13 |
110812 |
95.91 |
95.94 |
95.74 |
95.77 |
-0.03 |
1,679 |
38,030 |
+66 |
Jun13 |
110812 |
95.70 |
95.80 |
95.61 |
95.62 |
-0.04 |
1,756 |
17,502 |
+506 |
Sep13 |
110812 |
95.64 |
95.66 |
95.49 |
95.49 |
-0.05 |
76 |
3,092 |
-75 |
Dec13 |
110812 |
95.37 |
95.37 |
95.37 |
95.37 |
-0.05 |
1 |
1,679 |
+0 |
Total Volume and Open Interest |
110,176 |
1,029,737 |
+23,362 |
10-Year Aus T-Bonds(SFE) |
Sep11 |
110812 |
95.56 |
95.65 |
95.45 |
95.57 |
+0.02 |
85,167 |
543,736 |
+34,652 |
Dec11 |
110812 |
95.57 |
95.57 |
95.57 |
95.57 |
+0.02 |
|
|
|
Total Volume and Open Interest |
85,167 |
543,736 |
+34,652 |
3-Year Aus T-Bonds(SFE) |
Sep11 |
110812 |
96.21 |
96.35 |
96.06 |
96.22 |
+0.01 |
223,816 |
1,284,838 |
+64,975 |
Dec11 |
110812 |
96.22 |
96.22 |
96.22 |
96.22 |
+0.01 |
|
|
|
Total Volume and Open Interest |
223,816 |
1,284,838 |
+64,975 |
Gold(CMX) |
Aug11 |
110812 |
1760.6 |
1764.2 |
1723.8 |
1740.2 |
-8.6 |
969 |
2,752 |
-46 |
Oct11 |
110812 |
1766.7 |
1769.3 |
1724.2 |
1741.0 |
-8.9 |
17,313 |
26,782 |
-652 |
Dec11 |
110812 |
1767.5 |
1770.9 |
1725.8 |
1742.6 |
-8.9 |
296,968 |
369,957 |
+8,378 |
Feb12 |
110812 |
1773.1 |
1773.1 |
1729.1 |
1744.8 |
-8.9 |
5,670 |
24,908 |
+3,228 |
Apr12 |
110812 |
1769.0 |
1772.6 |
1731.2 |
1746.8 |
-8.8 |
153 |
6,904 |
+33 |
Jun12 |
110812 |
1761.9 |
1768.7 |
1736.5 |
1748.8 |
-8.7 |
286 |
15,526 |
+133 |
Aug12 |
110812 |
1750.1 |
1752.0 |
1739.8 |
1750.5 |
-8.7 |
1,211 |
6,012 |
+115 |
Oct12 |
110812 |
1779.3 |
1779.3 |
1745.4 |
1752.4 |
-8.6 |
28 |
4,170 |
-1 |
Dec12 |
110812 |
1779.9 |
1781.6 |
1741.3 |
1754.3 |
-8.7 |
499 |
12,064 |
-180 |
Feb13 |
110812 |
1756.1 |
1756.1 |
1756.1 |
1756.1 |
-8.7 |
11 |
1,586 |
+0 |
Apr13 |
110812 |
1758.1 |
1758.1 |
1758.1 |
1758.1 |
-8.7 |
1 |
337 |
+1 |
Jun13 |
110812 |
1760.5 |
1760.5 |
1760.5 |
1760.5 |
-8.7 |
132 |
11,727 |
+131 |
Total Volume and Open Interest |
327,731 |
521,137 |
+10,914 |
Silver(CMX) |
Sep11 |
110812 |
3878.0 |
3923.5 |
3821.5 |
3911.4 |
+44.5 |
63,775 |
43,721 |
-3,781 |
Dec11 |
110812 |
3886.0 |
3925.5 |
3825.0 |
3914.7 |
+44.3 |
14,203 |
39,049 |
+1,408 |
Mar12 |
110812 |
3879.0 |
3915.8 |
3832.5 |
3915.8 |
+44.1 |
713 |
6,433 |
+192 |
May12 |
110812 |
3914.5 |
3914.5 |
3914.5 |
3914.5 |
+44.0 |
91 |
2,225 |
+52 |
Jul12 |
110812 |
3912.6 |
3912.6 |
3912.6 |
3912.6 |
+44.0 |
67 |
1,952 |
+26 |
Sep12 |
110812 |
3880.0 |
3909.4 |
3876.0 |
3909.4 |
+44.3 |
34 |
299 |
-8 |
Dec12 |
110812 |
3868.0 |
3902.8 |
3831.5 |
3902.8 |
+44.4 |
384 |
8,356 |
+56 |
Total Volume and Open Interest |
79,381 |
113,905 |
-2,034 |
Platinum(NYMEX) |
Oct11 |
110812 |
1792.0 |
1808.0 |
1790.0 |
1796.7 |
+4.3 |
10,007 |
33,499 |
-598 |
Jan12 |
110812 |
1794.0 |
1809.0 |
1794.0 |
1799.9 |
+4.2 |
239 |
1,938 |
+165 |
Apr12 |
110812 |
1806.0 |
1806.0 |
1802.4 |
1802.4 |
+4.2 |
2 |
163 |
+1 |
Jul12 |
110812 |
1806.0 |
1806.0 |
1806.0 |
1806.0 |
+4.2 |
1 |
13 |
+1 |
Total Volume and Open Interest |
10,249 |
35,615 |
-431 |
Palladium(NYMEX) |
Sep11 |
110812 |
743.80 |
749.35 |
735.00 |
748.20 |
+14.40 |
5,808 |
16,664 |
-1,318 |
Dec11 |
110812 |
743.00 |
750.30 |
738.60 |
749.80 |
+14.45 |
1,551 |
4,840 |
+870 |
Mar12 |
110812 |
95.54 |
95.54 |
95.54 |
95.54 |
+14.55 |
10 |
92 |
+10 |
Total Volume and Open Interest |
7,369 |
21,596 |
-438 |
Copper(CMX) |
Sep11 |
110812 |
404.50 |
406.30 |
398.10 |
401.20 |
+0.35 |
62,692 |
39,869 |
-8,764 |
Dec11 |
110812 |
406.50 |
408.00 |
400.35 |
403.35 |
+0.35 |
18,143 |
56,058 |
+5,236 |
Mar12 |
110812 |
404.85 |
407.60 |
402.65 |
405.05 |
+0.40 |
1,871 |
17,226 |
-422 |
May12 |
110812 |
407.65 |
407.75 |
404.50 |
405.75 |
+0.40 |
257 |
3,820 |
+121 |
Jul12 |
110812 |
406.00 |
406.00 |
405.45 |
406.00 |
+0.30 |
51 |
1,113 |
+3 |
Total Volume and Open Interest |
83,662 |
124,729 |
-3,746 |
DJIA Index(CBOT) |
Sep11 |
110812 |
11090 |
11300 |
10896 |
11250 |
+166 |
4,047 |
16,414 |
-508 |
Dec11 |
110812 |
11176 |
11176 |
11010 |
11176 |
+166 |
0 |
96 |
-1 |
Mar12 |
110812 |
11107 |
11107 |
10941 |
11107 |
+166 |
|
|
|
Jun12 |
110812 |
11037 |
11037 |
10871 |
11037 |
+166 |
|
|
|
Total Volume and Open Interest |
4,047 |
16,510 |
-509 |
Mini DJIA Index(CBOT) |
Sep11 |
110812 |
11082 |
11309 |
10892 |
11250 |
+166 |
317,148 |
93,355 |
-4,556 |
Dec11 |
110812 |
10956 |
11214 |
10835 |
11176 |
+166 |
134 |
506 |
+6 |
Mar12 |
110812 |
11107 |
11107 |
11107 |
11107 |
+166 |
0 |
13 |
+0 |
Jun12 |
110812 |
11037 |
11037 |
11037 |
11037 |
+166 |
|
|
|
Total Volume and Open Interest |
317,282 |
93,874 |
-4,550 |
S & P 500(CME) |
Sep11 |
110812 |
1167.50 |
1186.50 |
1146.00 |
1176.80 |
+8.30 |
56,208 |
344,203 |
+23,642 |
Dec11 |
110812 |
1180.00 |
1180.80 |
1162.80 |
1171.10 |
+8.30 |
930 |
14,825 |
+861 |
Mar12 |
110812 |
1165.50 |
1175.20 |
1156.70 |
1165.50 |
+8.30 |
0 |
97 |
+0 |
Jun12 |
110812 |
1160.00 |
1169.70 |
1151.20 |
1160.00 |
+8.30 |
3 |
35 |
+6 |
Total Volume and Open Interest |
57,141 |
359,160 |
+24,509 |
S & P 500 E-Mini(Globex) |
Sep11 |
110812 |
1168.25 |
1186.75 |
1146.75 |
1176.75 |
+8.25 |
4,925,051 |
3,446,782 |
+109,465 |
Dec11 |
110812 |
1170.50 |
1180.50 |
1141.25 |
1171.00 |
+8.25 |
9,963 |
53,178 |
+4,619 |
Total Volume and Open Interest |
4,935,030 |
3,500,369 |
+114,079 |
NASDAQ 100(CME) |
Sep11 |
110812 |
2158.00 |
2192.00 |
2115.80 |
2177.50 |
+19.50 |
6,710 |
17,741 |
+2,422 |
Dec11 |
110812 |
2167.00 |
2185.00 |
2155.00 |
2172.00 |
+20.00 |
8 |
13 |
+3 |
Mar12 |
110812 |
2168.80 |
2168.80 |
2168.80 |
2168.80 |
+20.00 |
|
|
|
Total Volume and Open Interest |
6,718 |
17,754 |
+2,425 |
NASDAQ 100 E-Mini(Globex) |
Sep11 |
110812 |
2158.00 |
2192.50 |
2114.00 |
2177.50 |
+19.50 |
543,270 |
326,467 |
+2,594 |
Dec11 |
110812 |
2146.00 |
2185.80 |
2110.00 |
2172.00 |
+20.00 |
404 |
5,741 |
-145 |
Total Volume and Open Interest |
543,674 |
332,217 |
+2,449 |
S & P Midcap 400(CME) |
Sep11 |
110812 |
844.70 |
848.00 |
830.00 |
844.70 |
+9.90 |
7 |
4,840 |
-547 |
Dec11 |
110812 |
841.40 |
841.50 |
841.40 |
841.40 |
+9.90 |
|
|
|
Mar12 |
110812 |
839.70 |
839.80 |
839.70 |
839.70 |
+9.90 |
|
|
|
Total Volume and Open Interest |
7 |
4,840 |
-547 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Sep11 |
110812 |
9080 |
9125 |
8860 |
9050 |
-30 |
26,077 |
31,439 |
+676 |
Dec11 |
110812 |
8935 |
9050 |
8935 |
9020 |
-30 |
811 |
219 |
+199 |
Total Volume and Open Interest |
26,888 |
31,658 |
+875 |
Nikkei 225(SGX) |
Sep11 |
110812 |
9085 |
9095 |
8920 |
8960 |
-15 |
253,554 |
237,118 |
-13,693 |
Dec11 |
110812 |
9025 |
9025 |
8885 |
9020 |
+80 |
603 |
9,032 |
+326 |
Mar12 |
110812 |
8960 |
8960 |
8895 |
8895 |
-10 |
0 |
10 |
+0 |
Total Volume and Open Interest |
258,733 |
260,251 |
-12,904 |
CAC 40(EURONEXT) |
Aug11 |
110812 |
3087.5 |
3232.5 |
3012.5 |
3209.5 |
+125.0 |
349,963 |
458,205 |
+11,300 |
Sep11 |
110812 |
3098.0 |
3225.5 |
3008.0 |
3205.0 |
+124.5 |
4,738 |
68,219 |
+651 |
Oct11 |
110812 |
3167.0 |
3205.0 |
3167.0 |
3205.0 |
+125.0 |
0 |
5 |
+0 |
Total Volume and Open Interest |
354,704 |
526,469 |
+11,954 |
Hang Seng Index(HKFE) |
Aug11 |
110812 |
19682 |
19866 |
19481 |
19541 |
+130 |
132,603 |
103,173 |
-6,638 |
Sep11 |
110812 |
19622 |
19762 |
19390 |
19441 |
+125 |
2,831 |
8,239 |
+252 |
Total Volume and Open Interest |
136,417 |
115,568 |
-6,083 |
DAX(EUREX) |
Sep11 |
110812 |
5818.5 |
6067.5 |
5680.0 |
5994.5 |
+182.0 |
333,244 |
171,808 |
+459 |
Dec11 |
110812 |
5843.5 |
6085.5 |
5702.5 |
6012.0 |
+183.0 |
1,302 |
10,588 |
+511 |
Mar12 |
110812 |
5820.0 |
6070.5 |
5736.0 |
6032.5 |
+185.5 |
209 |
865 |
+137 |
Total Volume and Open Interest |
334,755 |
183,261 |
+1,107 |
FT-SE 100(EURONEXT) |
Sep11 |
110812 |
5221.50 |
5348.50 |
5083.50 |
5300.50 |
+150.00 |
280,324 |
623,682 |
-10,666 |
Dec11 |
110812 |
5212.00 |
5311.50 |
5212.00 |
5275.50 |
+151.00 |
43 |
779 |
-12 |
Mar12 |
110812 |
5236.50 |
5236.50 |
5236.50 |
5236.50 |
+152.00 |
11 |
174 |
+11 |
Total Volume and Open Interest |
280,388 |
624,761 |
-10,657 |
SPI 200(SFE) |
Sep11 |
110812 |
4090.0 |
4203.0 |
4010.0 |
4139.0 |
+46.0 |
85,908 |
340,026 |
+17,340 |
Dec11 |
110812 |
4050.0 |
4200.0 |
4047.0 |
4147.0 |
+47.0 |
78 |
6,413 |
+45 |
Mar12 |
110812 |
4127.0 |
4127.0 |
4122.0 |
4122.0 |
+47.0 |
98 |
2,469 |
+75 |
Total Volume and Open Interest |
86,614 |
356,084 |
+17,773 |
GSCI(CME) |
Aug11 |
110812 |
648.00 |
648.00 |
640.00 |
640.00 |
-3.90 |
1,800 |
3,106 |
-1,647 |
Sep11 |
110812 |
648.40 |
648.40 |
640.45 |
640.45 |
-4.05 |
1,881 |
6,882 |
+1,604 |
Oct11 |
110812 |
642.00 |
642.00 |
642.00 |
642.00 |
-3.25 |
2 |
0 |
+0 |
Total Volume and Open Interest |
3,683 |
9,988 |
-43 |
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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