 |
MRCI's End of Day Prices |
Daily Futures Price Listing Mon August 15, 2011 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Sep11 |
110815 |
1331.00 |
1344.75 |
1331.00 |
1343.50 |
+15.75 |
9,498 |
41,707 |
-376 |
Nov11 |
110815 |
1338.00 |
1352.00 |
1338.00 |
1351.25 |
+16.50 |
69,613 |
297,538 |
-1,054 |
Jan12 |
110815 |
1350.00 |
1362.50 |
1349.25 |
1362.25 |
+16.50 |
9,029 |
60,823 |
-497 |
Mar12 |
110815 |
1357.75 |
1369.00 |
1357.75 |
1369.00 |
+16.50 |
3,443 |
29,999 |
+422 |
May12 |
110815 |
1357.75 |
1370.00 |
1357.00 |
1370.00 |
+16.00 |
2,377 |
36,979 |
+144 |
Jul12 |
110815 |
1364.00 |
1372.25 |
1356.75 |
1372.25 |
+15.50 |
1,122 |
19,043 |
-11 |
Aug12 |
110815 |
1359.00 |
1359.00 |
1345.00 |
1359.00 |
+14.00 |
1 |
238 |
+0 |
Sep12 |
110815 |
1337.50 |
1337.50 |
1324.50 |
1337.50 |
+13.00 |
0 |
176 |
+0 |
Nov12 |
110815 |
1310.25 |
1320.25 |
1306.75 |
1319.75 |
+13.00 |
487 |
19,806 |
+150 |
Jan13 |
110815 |
1320.00 |
1324.75 |
1311.75 |
1324.75 |
+13.00 |
11 |
5,122 |
+2 |
Mar13 |
110815 |
1326.25 |
1326.25 |
1313.25 |
1326.25 |
+13.00 |
24 |
106 |
+17 |
May13 |
110815 |
1326.00 |
1326.00 |
1313.00 |
1326.00 |
+13.00 |
0 |
20 |
+0 |
Jul13 |
110815 |
1329.00 |
1332.25 |
1319.25 |
1332.25 |
+13.00 |
10 |
148 |
+0 |
Aug13 |
110815 |
1319.00 |
1319.00 |
1306.00 |
1319.00 |
+13.00 |
|
|
|
Total Volume and Open Interest |
95,627 |
512,745 |
-1,356 |
Soybean Meal(CBOT) |
Sep11 |
110815 |
348.50 |
352.00 |
348.50 |
352.00 |
+4.90 |
9,031 |
32,972 |
-221 |
Oct11 |
110815 |
350.10 |
354.30 |
350.10 |
354.30 |
+5.10 |
3,286 |
22,015 |
+837 |
Dec11 |
110815 |
353.50 |
358.00 |
353.30 |
357.70 |
+5.60 |
27,571 |
80,328 |
+70 |
Jan12 |
110815 |
356.50 |
359.80 |
356.10 |
359.80 |
+5.40 |
1,456 |
9,153 |
-3 |
Mar12 |
110815 |
358.50 |
362.60 |
358.50 |
362.60 |
+5.60 |
759 |
6,983 |
+289 |
May12 |
110815 |
360.30 |
363.20 |
360.00 |
363.20 |
+5.50 |
458 |
9,440 |
+6 |
Jul12 |
110815 |
360.70 |
363.70 |
360.70 |
363.70 |
+5.40 |
381 |
3,962 |
+74 |
Aug12 |
110815 |
361.50 |
361.50 |
360.40 |
360.40 |
+5.40 |
5 |
570 |
+1 |
Sep12 |
110815 |
356.50 |
356.50 |
353.10 |
353.10 |
+5.40 |
9 |
730 |
-2 |
Oct12 |
110815 |
342.30 |
342.30 |
336.90 |
342.30 |
+5.40 |
4 |
897 |
+0 |
Total Volume and Open Interest |
43,032 |
169,230 |
+871 |
Soybean Oil(CBOT) |
Sep11 |
110815 |
54.39 |
55.15 |
54.38 |
54.91 |
+0.75 |
16,975 |
44,090 |
-1,842 |
Oct11 |
110815 |
54.61 |
55.40 |
54.61 |
55.09 |
+0.76 |
6,125 |
29,426 |
+1,466 |
Dec11 |
110815 |
54.89 |
55.69 |
54.87 |
55.46 |
+0.81 |
34,079 |
139,246 |
-359 |
Jan12 |
110815 |
55.53 |
55.95 |
55.33 |
55.73 |
+0.81 |
3,273 |
31,129 |
-174 |
Mar12 |
110815 |
55.67 |
56.18 |
55.67 |
55.96 |
+0.80 |
1,352 |
16,933 |
+507 |
May12 |
110815 |
56.28 |
56.28 |
55.37 |
56.14 |
+0.77 |
541 |
10,568 |
-124 |
Jul12 |
110815 |
56.35 |
56.44 |
55.55 |
56.31 |
+0.76 |
364 |
6,143 |
+38 |
Aug12 |
110815 |
56.46 |
56.46 |
55.63 |
56.39 |
+0.76 |
35 |
510 |
+1 |
Sep12 |
110815 |
56.44 |
56.44 |
55.68 |
56.44 |
+0.76 |
46 |
396 |
+1 |
Oct12 |
110815 |
56.46 |
56.46 |
55.70 |
56.46 |
+0.76 |
14 |
371 |
+9 |
Total Volume and Open Interest |
62,877 |
281,303 |
-548 |
Canola(WCE) |
Nov11 |
110815 |
553.2 |
560.0 |
551.1 |
555.5 |
+5.3 |
5,689 |
111,833 |
-1,362 |
Jan12 |
110815 |
563.2 |
564.7 |
561.6 |
563.9 |
+5.0 |
1,858 |
27,706 |
+583 |
Mar12 |
110815 |
570.5 |
572.3 |
569.6 |
571.2 |
+5.0 |
2,136 |
10,982 |
+1,237 |
May12 |
110815 |
575.0 |
577.2 |
574.4 |
576.6 |
+5.5 |
1,075 |
7,915 |
+712 |
Jul12 |
110815 |
582.9 |
582.9 |
577.7 |
580.9 |
+5.5 |
40 |
3,889 |
+2 |
Total Volume and Open Interest |
10,818 |
164,119 |
+1,192 |
Corn(CBOT) |
Sep11 |
110815 |
703.75 |
711.75 |
702.75 |
707.25 |
+5.50 |
90,191 |
177,349 |
-14,388 |
Dec11 |
110815 |
716.00 |
724.25 |
715.50 |
720.00 |
+5.50 |
189,627 |
663,469 |
+12,657 |
Mar12 |
110815 |
728.25 |
737.25 |
728.25 |
733.00 |
+5.50 |
32,283 |
166,870 |
+3,461 |
May12 |
110815 |
733.50 |
741.50 |
733.00 |
737.75 |
+5.75 |
4,981 |
35,020 |
+303 |
Jul12 |
110815 |
736.00 |
744.00 |
736.00 |
740.25 |
+5.75 |
8,018 |
72,541 |
-121 |
Sep12 |
110815 |
683.25 |
690.00 |
683.25 |
688.00 |
+3.50 |
1,171 |
12,742 |
+138 |
Dec12 |
110815 |
643.00 |
649.00 |
642.75 |
644.75 |
+2.25 |
4,603 |
80,522 |
+154 |
Mar13 |
110815 |
657.00 |
657.00 |
651.50 |
653.75 |
+2.25 |
41 |
17,727 |
-9 |
May13 |
110815 |
660.00 |
660.50 |
656.50 |
658.75 |
+2.25 |
8 |
498 |
+4 |
Jul13 |
110815 |
663.75 |
663.75 |
661.50 |
663.75 |
+2.25 |
9 |
785 |
+0 |
Total Volume and Open Interest |
330,975 |
1,237,683 |
+2,205 |
Wheat(CBOT) |
Sep11 |
110815 |
704.25 |
721.25 |
704.25 |
712.50 |
+10.00 |
34,697 |
74,638 |
-2,877 |
Dec11 |
110815 |
733.75 |
748.50 |
733.75 |
741.50 |
+9.25 |
32,738 |
197,505 |
+755 |
Mar12 |
110815 |
768.50 |
779.00 |
768.25 |
775.00 |
+9.50 |
7,127 |
66,646 |
+730 |
May12 |
110815 |
783.25 |
794.50 |
783.00 |
789.75 |
+8.75 |
2,607 |
13,263 |
+151 |
Jul12 |
110815 |
789.25 |
797.25 |
785.50 |
791.25 |
+8.00 |
4,504 |
52,948 |
+249 |
Sep12 |
110815 |
799.50 |
808.75 |
798.75 |
804.25 |
+8.50 |
233 |
2,722 |
-39 |
Total Volume and Open Interest |
83,148 |
432,457 |
-699 |
Wheat(KCBT) |
Sep11 |
110815 |
797.50 |
814.25 |
797.50 |
811.00 |
+15.00 |
11,159 |
51,511 |
-2,615 |
Dec11 |
110815 |
820.75 |
837.75 |
820.75 |
835.00 |
+14.75 |
11,110 |
71,702 |
+1,162 |
Mar12 |
110815 |
835.75 |
849.25 |
835.25 |
847.00 |
+15.25 |
2,742 |
25,987 |
+600 |
May12 |
110815 |
839.25 |
852.75 |
839.00 |
848.00 |
+13.00 |
343 |
3,851 |
+66 |
Jul12 |
110815 |
835.50 |
844.25 |
831.25 |
838.00 |
+10.00 |
912 |
18,448 |
+354 |
Sep12 |
110815 |
845.25 |
852.25 |
842.00 |
848.00 |
+11.50 |
17 |
1,559 |
-1 |
Total Volume and Open Interest |
26,386 |
174,811 |
-370 |
Wheat(MGE) |
Sep11 |
110815 |
861.75 |
879.50 |
861.75 |
872.75 |
+11.50 |
1,838 |
12,377 |
-355 |
Dec11 |
110815 |
865.25 |
881.00 |
865.25 |
874.25 |
+10.75 |
1,789 |
20,818 |
+84 |
Mar12 |
110815 |
872.50 |
885.00 |
872.25 |
879.50 |
+11.25 |
854 |
6,917 |
-57 |
May12 |
110815 |
876.00 |
887.75 |
875.25 |
882.25 |
+11.00 |
283 |
3,347 |
+13 |
Jul12 |
110815 |
878.25 |
890.00 |
876.75 |
884.75 |
+11.75 |
386 |
4,704 |
+50 |
Total Volume and Open Interest |
5,368 |
51,814 |
-322 |
Oats(CBOT) |
Sep11 |
110815 |
346.00 |
349.25 |
344.75 |
346.50 |
+1.50 |
87 |
1,895 |
-23 |
Dec11 |
110815 |
354.25 |
359.00 |
354.25 |
358.00 |
+3.00 |
225 |
10,005 |
-37 |
Mar12 |
110815 |
369.00 |
369.00 |
365.50 |
369.00 |
+3.50 |
3 |
1,024 |
+3 |
May12 |
110815 |
376.00 |
376.00 |
372.50 |
376.00 |
+3.50 |
0 |
30 |
+0 |
Total Volume and Open Interest |
315 |
12,984 |
-57 |
Rough Rice(CBOT) |
Sep11 |
110815 |
16.75 |
17.14 |
16.75 |
17.05 |
+0.24 |
502 |
7,157 |
-188 |
Nov11 |
110815 |
17.18 |
17.45 |
17.18 |
17.36 |
+0.24 |
338 |
8,600 |
+150 |
Jan12 |
110815 |
17.37 |
17.75 |
17.37 |
17.67 |
+0.25 |
104 |
1,237 |
+83 |
Mar12 |
110815 |
17.75 |
17.96 |
17.75 |
17.92 |
+0.25 |
7 |
844 |
+2 |
Total Volume and Open Interest |
951 |
18,000 |
+47 |
Live Cattle(CME) |
Aug11 |
110815 |
118.150 |
118.180 |
117.230 |
117.900 |
unch |
2,858 |
11,672 |
-1,269 |
Oct11 |
110815 |
120.580 |
120.600 |
119.230 |
120.100 |
-0.350 |
19,819 |
135,348 |
-798 |
Dec11 |
110815 |
122.680 |
122.680 |
120.650 |
121.500 |
-1.180 |
13,969 |
87,941 |
-1,097 |
Feb12 |
110815 |
124.550 |
124.850 |
122.950 |
123.650 |
-1.050 |
10,318 |
39,397 |
-239 |
Apr12 |
110815 |
127.250 |
127.635 |
126.000 |
126.980 |
-0.305 |
9,157 |
24,388 |
+2,966 |
Jun12 |
110815 |
124.000 |
124.385 |
123.400 |
124.350 |
+0.020 |
551 |
9,497 |
+163 |
Total Volume and Open Interest |
56,910 |
310,183 |
-151 |
Feeder Cattle(CME) |
Aug11 |
110815 |
136.235 |
136.750 |
134.800 |
135.650 |
-0.200 |
763 |
5,025 |
-240 |
Sep11 |
110815 |
137.985 |
138.735 |
136.535 |
137.685 |
+0.150 |
1,160 |
7,167 |
-337 |
Oct11 |
110815 |
139.050 |
139.850 |
137.785 |
139.075 |
+0.375 |
2,197 |
12,467 |
-244 |
Nov11 |
110815 |
139.985 |
140.535 |
138.500 |
140.000 |
+0.400 |
486 |
4,678 |
+59 |
Jan12 |
110815 |
139.985 |
140.600 |
138.985 |
139.985 |
+0.035 |
231 |
3,034 |
+17 |
Mar12 |
110815 |
139.985 |
140.250 |
138.750 |
139.785 |
+0.385 |
75 |
870 |
+4 |
Apr12 |
110815 |
140.350 |
140.350 |
139.500 |
139.700 |
-0.100 |
18 |
228 |
+3 |
Total Volume and Open Interest |
4,949 |
33,640 |
-733 |
Lean Hogs(CME) |
Oct11 |
110815 |
89.650 |
90.300 |
89.400 |
89.980 |
+0.500 |
12,717 |
92,903 |
-636 |
Dec11 |
110815 |
86.200 |
86.580 |
85.480 |
85.800 |
-0.400 |
5,556 |
72,082 |
+376 |
Feb12 |
110815 |
88.700 |
88.850 |
87.700 |
87.700 |
-0.880 |
2,233 |
36,103 |
-109 |
Apr12 |
110815 |
90.950 |
91.100 |
89.900 |
89.900 |
-1.100 |
1,512 |
24,090 |
+247 |
May12 |
110815 |
95.000 |
95.000 |
94.230 |
94.800 |
-0.100 |
6 |
976 |
+0 |
Jun12 |
110815 |
97.200 |
97.285 |
96.200 |
96.500 |
-0.680 |
403 |
12,197 |
+88 |
Jul12 |
110815 |
95.600 |
95.800 |
94.800 |
94.950 |
-0.450 |
34 |
3,693 |
+7 |
Aug12 |
110815 |
93.900 |
93.930 |
93.300 |
93.500 |
-0.300 |
10 |
2,295 |
+6 |
Total Volume and Open Interest |
22,471 |
245,276 |
-10,529 |
Class III Milk(CME) |
Aug11 |
110815 |
21.59 |
21.60 |
21.50 |
21.60 |
+0.04 |
158 |
6,604 |
-30 |
Sep11 |
110815 |
19.49 |
19.70 |
19.27 |
19.63 |
+0.14 |
975 |
6,563 |
-31 |
Oct11 |
110815 |
18.45 |
18.51 |
18.28 |
18.49 |
+0.04 |
479 |
5,072 |
-18 |
Nov11 |
110815 |
18.13 |
18.13 |
17.97 |
18.07 |
+0.07 |
270 |
4,343 |
+66 |
Dec11 |
110815 |
17.78 |
17.78 |
17.56 |
17.65 |
+0.05 |
217 |
3,778 |
+77 |
Total Volume and Open Interest |
2,581 |
35,386 |
+411 |
Cocoa(ICE) |
Sep11 |
110815 |
2871 |
2921 |
2871 |
2902 |
+23 |
6,241 |
14,603 |
-3,807 |
Dec11 |
110815 |
2911 |
2951 |
2911 |
2931 |
+24 |
11,359 |
71,421 |
+667 |
Mar12 |
110815 |
2974 |
2995 |
2965 |
2979 |
+21 |
2,993 |
40,729 |
+776 |
May12 |
110815 |
2983 |
3005 |
2975 |
2989 |
+22 |
1,035 |
14,195 |
+440 |
Jul12 |
110815 |
2995 |
3017 |
2990 |
3005 |
+24 |
187 |
6,158 |
+125 |
Sep12 |
110815 |
3000 |
3025 |
3000 |
3015 |
+24 |
580 |
9,504 |
-471 |
Dec12 |
110815 |
3034 |
3034 |
3029 |
3029 |
+24 |
720 |
5,227 |
+314 |
Total Volume and Open Interest |
23,317 |
165,961 |
-1,754 |
Coffee "C"(ICE) |
Sep11 |
110815 |
240.80 |
248.10 |
240.10 |
245.70 |
+5.35 |
13,712 |
20,938 |
-4,986 |
Dec11 |
110815 |
243.50 |
251.75 |
243.35 |
249.40 |
+5.55 |
11,579 |
56,642 |
+1,304 |
Mar12 |
110815 |
246.45 |
253.35 |
246.45 |
251.55 |
+5.15 |
1,658 |
15,523 |
+321 |
May12 |
110815 |
248.40 |
255.00 |
248.40 |
252.90 |
+5.20 |
316 |
7,692 |
+105 |
Jul12 |
110815 |
250.00 |
252.95 |
250.00 |
251.70 |
+5.00 |
216 |
2,617 |
+123 |
Sep12 |
110815 |
249.25 |
251.05 |
249.25 |
250.50 |
+5.05 |
59 |
1,852 |
+38 |
Total Volume and Open Interest |
27,557 |
106,853 |
-3,080 |
Orange Juice(ICE) |
Sep11 |
110815 |
166.80 |
172.55 |
166.65 |
168.85 |
+2.35 |
2,177 |
8,607 |
-1,539 |
Nov11 |
110815 |
161.90 |
164.35 |
159.95 |
162.05 |
+1.60 |
1,726 |
12,845 |
+360 |
Jan12 |
110815 |
161.95 |
163.25 |
160.00 |
160.95 |
+0.45 |
343 |
3,228 |
+329 |
Mar12 |
110815 |
161.00 |
161.15 |
161.00 |
161.15 |
+0.20 |
219 |
1,357 |
+208 |
May12 |
110815 |
161.05 |
161.05 |
161.05 |
161.05 |
-0.40 |
0 |
369 |
+0 |
Jul12 |
110815 |
160.90 |
160.90 |
160.90 |
160.90 |
-1.40 |
0 |
153 |
+0 |
Total Volume and Open Interest |
4,465 |
26,570 |
-642 |
Sugar #11(ICE) |
Oct11 |
110815 |
27.93 |
28.15 |
27.41 |
27.48 |
-0.36 |
37,885 |
260,251 |
-3,193 |
Mar12 |
110815 |
27.30 |
27.30 |
26.58 |
26.64 |
-0.35 |
17,678 |
149,179 |
+1,925 |
May12 |
110815 |
25.99 |
26.08 |
25.40 |
25.46 |
-0.31 |
6,615 |
44,617 |
+476 |
Jul12 |
110815 |
24.75 |
25.15 |
24.47 |
24.55 |
-0.26 |
4,048 |
62,421 |
+594 |
Oct12 |
110815 |
24.07 |
24.26 |
23.75 |
23.84 |
-0.17 |
1,743 |
29,118 |
+629 |
Total Volume and Open Interest |
70,898 |
587,641 |
+719 |
London Cocoa(LCE) |
Sep11 |
110815 |
1850 |
1862 |
1832 |
1837 |
-1 |
1,660 |
56,623 |
-272 |
Dec11 |
110815 |
1861 |
1876 |
1848 |
1853 |
+1 |
3,733 |
61,679 |
+0 |
Mar12 |
110815 |
1884 |
1891 |
1868 |
1872 |
unch |
1,960 |
42,369 |
+491 |
May12 |
110815 |
1893 |
1893 |
1880 |
1883 |
+1 |
689 |
14,024 |
-197 |
Jul12 |
110815 |
1904 |
1904 |
1894 |
1894 |
-1 |
290 |
7,262 |
+237 |
Sep12 |
110815 |
1915 |
1915 |
1903 |
1903 |
-1 |
8 |
5,049 |
+0 |
Dec12 |
110815 |
1913 |
1913 |
1905 |
1905 |
-4 |
0 |
8,615 |
+0 |
Total Volume and Open Interest |
8,340 |
196,527 |
+259 |
London Sugar(LCE) |
Oct11 |
110815 |
743.40 |
743.50 |
731.00 |
735.80 |
-7.70 |
1,524 |
21,398 |
-56 |
Dec11 |
110815 |
699.00 |
699.10 |
689.70 |
692.60 |
-7.10 |
353 |
7,276 |
+110 |
Mar12 |
110815 |
688.50 |
689.00 |
679.90 |
682.40 |
-6.20 |
311 |
10,401 |
+167 |
May12 |
110815 |
669.40 |
672.40 |
662.80 |
664.10 |
-5.30 |
305 |
3,142 |
-57 |
Aug12 |
110815 |
648.70 |
653.50 |
643.40 |
645.90 |
-3.60 |
206 |
2,125 |
+119 |
Total Volume and Open Interest |
2,713 |
45,990 |
+296 |
Cotton(ICE) |
Oct11 |
110815 |
101.03 |
105.72 |
101.00 |
105.03 |
+4.31 |
66 |
511 |
+9 |
Dec11 |
110815 |
101.02 |
105.52 |
100.52 |
104.04 |
+3.52 |
7,192 |
92,938 |
+219 |
Mar12 |
110815 |
98.74 |
102.45 |
98.24 |
100.84 |
+2.44 |
2,635 |
29,616 |
+381 |
May12 |
110815 |
97.95 |
100.95 |
97.95 |
99.52 |
+1.81 |
534 |
6,260 |
+106 |
Jul12 |
110815 |
96.65 |
100.95 |
96.65 |
98.07 |
+1.42 |
199 |
7,802 |
+14 |
Oct12 |
110815 |
99.07 |
99.07 |
99.07 |
99.07 |
+1.41 |
0 |
3 |
+0 |
Total Volume and Open Interest |
10,636 |
141,178 |
+736 |
Lumber(CME) |
Sep11 |
110815 |
223.6 |
231.7 |
223.0 |
230.3 |
+6.3 |
664 |
3,789 |
-366 |
Nov11 |
110815 |
229.8 |
237.1 |
229.0 |
235.5 |
+6.5 |
565 |
5,037 |
+169 |
Jan12 |
110815 |
254.0 |
257.5 |
254.0 |
255.5 |
+6.0 |
61 |
1,050 |
-45 |
Mar12 |
110815 |
268.4 |
268.4 |
266.0 |
266.0 |
+2.0 |
0 |
148 |
+0 |
Total Volume and Open Interest |
1,290 |
10,026 |
-242 |
Crude Oil(NYM) |
Sep11 |
110815 |
85.59 |
88.05 |
84.40 |
87.88 |
+2.50 |
350,091 |
203,031 |
-12,381 |
Oct11 |
110815 |
85.90 |
88.31 |
84.71 |
88.14 |
+2.45 |
90,361 |
242,672 |
+3,462 |
Nov11 |
110815 |
86.18 |
88.64 |
85.10 |
88.47 |
+2.42 |
44,449 |
143,025 |
+2,956 |
Dec11 |
110815 |
86.55 |
89.04 |
85.47 |
88.85 |
+2.41 |
63,954 |
198,750 |
+417 |
Jan12 |
110815 |
86.96 |
89.37 |
86.02 |
89.22 |
+2.38 |
16,392 |
68,804 |
+2,176 |
Feb12 |
110815 |
87.43 |
89.74 |
86.34 |
89.58 |
+2.36 |
10,205 |
23,749 |
-797 |
Mar12 |
110815 |
86.91 |
90.09 |
86.91 |
89.96 |
+2.36 |
9,903 |
37,813 |
+101 |
Apr12 |
110815 |
89.47 |
90.37 |
89.47 |
90.34 |
+2.34 |
5,386 |
24,643 |
-142 |
May12 |
110815 |
87.68 |
90.79 |
87.68 |
90.72 |
+2.32 |
9,937 |
22,391 |
-385 |
Jun12 |
110815 |
88.73 |
91.23 |
88.35 |
91.08 |
+2.30 |
23,061 |
80,564 |
-2,573 |
Jul12 |
110815 |
90.49 |
91.44 |
90.49 |
91.44 |
+2.27 |
3,835 |
31,790 |
+865 |
Aug12 |
110815 |
91.71 |
91.71 |
91.71 |
91.71 |
+2.24 |
2,000 |
15,985 |
+273 |
Sep12 |
110815 |
91.93 |
91.93 |
91.93 |
91.93 |
+2.21 |
1,863 |
17,714 |
+103 |
Oct12 |
110815 |
92.14 |
92.14 |
92.14 |
92.14 |
+2.18 |
658 |
13,922 |
+8 |
Nov12 |
110815 |
92.36 |
92.36 |
92.36 |
92.36 |
+2.15 |
524 |
19,834 |
-10 |
Dec12 |
110815 |
90.60 |
92.88 |
89.70 |
92.59 |
+2.13 |
18,130 |
148,144 |
+1,352 |
Total Volume and Open Interest |
662,052 |
1,574,778 |
-5,263 |
e-miNY Crude Oil(NYM) |
Aug11 |
110719 |
96.125 |
98.650 |
95.925 |
97.500 |
+1.575 |
4,263 |
3,030 |
-417 |
Sep11 |
110815 |
85.375 |
88.075 |
84.425 |
87.875 |
+2.500 |
13,926 |
4,435 |
+337 |
Oct11 |
110815 |
85.500 |
88.250 |
84.700 |
88.150 |
+2.450 |
988 |
1,009 |
-89 |
Nov11 |
110815 |
86.050 |
88.550 |
85.400 |
88.475 |
+2.425 |
82 |
340 |
+4 |
Dec11 |
110815 |
86.700 |
89.025 |
86.025 |
88.850 |
+2.400 |
101 |
403 |
+48 |
Jan12 |
110815 |
88.500 |
89.225 |
88.500 |
89.225 |
+2.375 |
3 |
6 |
-1 |
Feb12 |
110815 |
89.575 |
89.575 |
89.575 |
89.575 |
+2.350 |
0 |
7 |
+0 |
Mar12 |
110815 |
89.950 |
89.950 |
89.950 |
89.950 |
+2.350 |
2 |
13 |
-2 |
Apr12 |
110815 |
90.350 |
90.350 |
90.350 |
90.350 |
+2.350 |
0 |
8 |
+0 |
May12 |
110815 |
90.725 |
90.725 |
90.725 |
90.725 |
+2.325 |
0 |
3 |
+0 |
Total Volume and Open Interest |
15,102 |
6,432 |
+297 |
Heating Oil(NYM) |
Sep11 |
110815 |
289.75 |
295.06 |
289.65 |
294.41 |
+4.04 |
49,612 |
67,610 |
-3,247 |
Oct11 |
110815 |
290.40 |
295.76 |
290.34 |
295.39 |
+4.34 |
20,761 |
56,040 |
-113 |
Nov11 |
110815 |
292.79 |
296.62 |
292.56 |
296.41 |
+4.59 |
10,906 |
37,687 |
-465 |
Dec11 |
110815 |
293.21 |
297.63 |
292.30 |
297.34 |
+4.82 |
14,457 |
47,414 |
-103 |
Jan12 |
110815 |
294.81 |
298.36 |
294.72 |
298.29 |
+5.02 |
5,452 |
28,824 |
-688 |
Feb12 |
110815 |
297.16 |
298.38 |
295.64 |
298.13 |
+5.19 |
2,136 |
12,696 |
+764 |
Mar12 |
110815 |
293.24 |
297.14 |
293.07 |
297.14 |
+5.32 |
2,139 |
8,043 |
+304 |
Apr12 |
110815 |
292.97 |
295.22 |
292.81 |
295.22 |
+5.37 |
968 |
4,529 |
+252 |
May12 |
110815 |
291.72 |
293.35 |
291.30 |
293.35 |
+5.42 |
518 |
4,560 |
-31 |
Jun12 |
110815 |
287.36 |
292.64 |
287.36 |
292.53 |
+5.48 |
1,987 |
27,060 |
+608 |
Jul12 |
110815 |
293.40 |
293.40 |
293.40 |
293.40 |
+5.50 |
90 |
2,256 |
+8 |
Aug12 |
110815 |
293.17 |
294.60 |
293.17 |
294.60 |
+5.50 |
66 |
1,056 |
-3 |
Total Volume and Open Interest |
109,563 |
310,628 |
-2,545 |
Gasoline(NYMEX) |
Sep11 |
110815 |
281.30 |
287.62 |
281.30 |
287.45 |
+5.23 |
36,276 |
60,919 |
+120 |
Oct11 |
110815 |
265.81 |
271.77 |
265.58 |
271.59 |
+5.52 |
24,765 |
59,586 |
+2,537 |
Nov11 |
110815 |
262.98 |
268.14 |
262.90 |
268.03 |
+5.56 |
10,453 |
32,017 |
+108 |
Dec11 |
110815 |
261.35 |
266.71 |
260.76 |
266.61 |
+5.47 |
8,536 |
35,280 |
+354 |
Jan12 |
110815 |
262.33 |
266.92 |
262.33 |
266.89 |
+5.50 |
1,544 |
15,662 |
+357 |
Feb12 |
110815 |
264.05 |
268.12 |
264.05 |
268.12 |
+5.51 |
516 |
6,314 |
-5 |
Mar12 |
110815 |
267.47 |
269.75 |
267.47 |
269.75 |
+5.54 |
395 |
8,960 |
+30 |
Apr12 |
110815 |
281.58 |
281.58 |
281.58 |
281.58 |
+5.48 |
185 |
5,907 |
+0 |
May12 |
110815 |
280.75 |
281.65 |
280.75 |
281.65 |
+5.49 |
437 |
2,642 |
-226 |
Jun12 |
110815 |
275.25 |
281.02 |
275.25 |
281.02 |
+5.51 |
1,563 |
8,746 |
+528 |
Total Volume and Open Interest |
85,822 |
251,580 |
+3,374 |
e-miNY RBOB Gasoline(NYM) |
Sep11 |
110815 |
287.50 |
287.50 |
287.45 |
287.50 |
+5.30 |
0 |
1 |
+0 |
Oct11 |
110815 |
271.60 |
271.60 |
271.59 |
271.60 |
+5.50 |
0 |
1 |
+0 |
Nov11 |
110815 |
268.00 |
268.03 |
268.00 |
268.00 |
+5.50 |
|
|
|
Dec11 |
110815 |
266.60 |
266.61 |
266.60 |
266.60 |
+5.50 |
|
|
|
Total Volume and Open Interest |
0 |
4 |
+0 |
Natural Gas(NYM) |
Sep11 |
110815 |
4.012 |
4.062 |
3.950 |
4.024 |
-0.036 |
79,409 |
131,856 |
-2,583 |
Oct11 |
110815 |
4.034 |
4.073 |
3.965 |
4.039 |
-0.032 |
40,233 |
151,722 |
+3,245 |
Nov11 |
110815 |
4.163 |
4.215 |
4.118 |
4.184 |
-0.035 |
28,830 |
180,826 |
+343 |
Dec11 |
110815 |
4.390 |
4.440 |
4.350 |
4.411 |
-0.030 |
16,362 |
74,186 |
+2,532 |
Jan12 |
110815 |
4.481 |
4.534 |
4.445 |
4.505 |
-0.024 |
13,787 |
131,377 |
-192 |
Feb12 |
110815 |
4.493 |
4.536 |
4.448 |
4.508 |
-0.023 |
3,295 |
30,171 |
+230 |
Mar12 |
110815 |
4.458 |
4.502 |
4.414 |
4.474 |
-0.021 |
5,763 |
48,456 |
+780 |
Apr12 |
110815 |
4.410 |
4.457 |
4.378 |
4.432 |
-0.018 |
8,839 |
60,223 |
+422 |
May12 |
110815 |
4.451 |
4.481 |
4.408 |
4.459 |
-0.018 |
1,260 |
14,075 |
+485 |
Jun12 |
110815 |
4.474 |
4.512 |
4.444 |
4.494 |
-0.017 |
1,504 |
12,544 |
-331 |
Jul12 |
110815 |
4.495 |
4.546 |
4.484 |
4.535 |
-0.017 |
937 |
10,667 |
+6 |
Aug12 |
110815 |
4.515 |
4.567 |
4.510 |
4.558 |
-0.016 |
712 |
9,837 |
-156 |
Sep12 |
110815 |
4.519 |
4.575 |
4.512 |
4.563 |
-0.013 |
428 |
7,143 |
-5 |
Oct12 |
110815 |
4.588 |
4.608 |
4.535 |
4.593 |
-0.012 |
2,002 |
37,477 |
+471 |
Nov12 |
110815 |
4.708 |
4.765 |
4.702 |
4.753 |
-0.006 |
339 |
6,743 |
+9 |
Dec12 |
110815 |
4.947 |
5.005 |
4.938 |
4.990 |
+0.001 |
105 |
12,044 |
+33 |
Total Volume and Open Interest |
204,013 |
994,254 |
+5,308 |
Brent Crude Oil(ICE) |
Sep11 |
110815 |
108.10 |
110.00 |
107.40 |
109.91 |
+1.88 |
176,266 |
61,467 |
-18,107 |
Oct11 |
110815 |
107.84 |
109.90 |
107.20 |
109.84 |
+2.08 |
156,820 |
150,372 |
+9,224 |
Nov11 |
110815 |
107.64 |
109.77 |
107.05 |
109.71 |
+2.15 |
69,951 |
119,572 |
+7,356 |
Dec11 |
110815 |
107.58 |
109.66 |
106.90 |
109.60 |
+2.20 |
75,875 |
117,200 |
+445 |
Jan12 |
110815 |
107.38 |
109.52 |
106.88 |
109.48 |
+2.23 |
8,429 |
29,424 |
-128 |
Feb12 |
110815 |
106.94 |
109.33 |
106.72 |
109.31 |
+2.24 |
4,755 |
18,505 |
-226 |
Mar12 |
110815 |
106.72 |
109.18 |
106.54 |
109.14 |
+2.27 |
7,992 |
41,142 |
+2,343 |
Apr12 |
110815 |
106.67 |
109.04 |
106.55 |
109.00 |
+2.29 |
3,091 |
13,199 |
-151 |
May12 |
110815 |
106.53 |
108.90 |
106.41 |
108.86 |
+2.31 |
3,196 |
12,740 |
+181 |
Jun12 |
110815 |
106.35 |
108.74 |
106.07 |
108.68 |
+2.33 |
11,982 |
49,758 |
-1,404 |
Jul12 |
110815 |
108.55 |
108.55 |
108.55 |
108.55 |
+2.34 |
1,964 |
10,548 |
+499 |
Aug12 |
110815 |
108.41 |
108.41 |
108.41 |
108.41 |
+2.36 |
1,415 |
6,944 |
-14 |
Sep12 |
110815 |
108.21 |
108.21 |
108.21 |
108.21 |
+2.37 |
1,282 |
8,657 |
+147 |
Oct12 |
110815 |
107.99 |
107.99 |
107.99 |
107.99 |
+2.38 |
539 |
4,619 |
+64 |
Total Volume and Open Interest |
546,701 |
810,064 |
+2,465 |
Gas Oil(ICE) |
Sep11 |
110815 |
917.00 |
928.50 |
912.00 |
922.75 |
+5.75 |
78,699 |
134,272 |
-3,028 |
Oct11 |
110815 |
912.75 |
925.00 |
908.25 |
919.50 |
+6.25 |
51,631 |
97,152 |
-760 |
Nov11 |
110815 |
909.50 |
923.00 |
905.00 |
916.75 |
+6.75 |
31,174 |
51,735 |
+782 |
Dec11 |
110815 |
907.00 |
922.00 |
905.00 |
915.00 |
+7.25 |
38,809 |
61,698 |
-2,357 |
Jan12 |
110815 |
907.00 |
921.50 |
905.50 |
915.00 |
+7.75 |
15,172 |
39,142 |
+1,860 |
Feb12 |
110815 |
906.50 |
922.25 |
904.75 |
914.50 |
+7.75 |
8,524 |
19,363 |
+1,253 |
Mar12 |
110815 |
905.50 |
917.25 |
904.50 |
913.50 |
+7.50 |
7,820 |
16,903 |
+515 |
Apr12 |
110815 |
904.50 |
916.25 |
904.50 |
912.50 |
+7.50 |
4,210 |
10,736 |
+125 |
May12 |
110815 |
903.25 |
915.25 |
903.25 |
911.75 |
+7.75 |
3,542 |
9,957 |
+93 |
Jun12 |
110815 |
902.50 |
918.75 |
901.50 |
911.50 |
+8.25 |
6,709 |
38,664 |
+1,828 |
Total Volume and Open Interest |
254,575 |
555,680 |
+463 |
Ethanol(CBOT) |
Aug11 |
110803 |
2.836 |
2.836 |
2.800 |
2.800 |
-0.042 |
58 |
178 |
-18 |
Sep11 |
110815 |
2.806 |
2.806 |
2.787 |
2.795 |
+0.010 |
121 |
1,102 |
+32 |
Oct11 |
110815 |
2.710 |
2.710 |
2.687 |
2.701 |
+0.021 |
313 |
1,299 |
-200 |
Nov11 |
110815 |
2.652 |
2.655 |
2.640 |
2.643 |
+0.019 |
87 |
1,180 |
-24 |
Dec11 |
110815 |
2.605 |
2.618 |
2.598 |
2.607 |
+0.016 |
95 |
1,518 |
-43 |
Jan12 |
110815 |
2.542 |
2.560 |
2.534 |
2.542 |
+0.016 |
45 |
799 |
-5 |
Feb12 |
110815 |
2.540 |
2.547 |
2.533 |
2.540 |
+0.010 |
27 |
654 |
+12 |
Mar12 |
110815 |
2.544 |
2.550 |
2.543 |
2.547 |
+0.013 |
39 |
629 |
+16 |
Total Volume and Open Interest |
825 |
9,570 |
-146 |
WTI Crude Oil(ICE) |
Sep11 |
110815 |
85.13 |
88.05 |
84.39 |
87.88 |
+2.50 |
85,658 |
48,773 |
-2,970 |
Oct11 |
110815 |
85.45 |
88.28 |
84.75 |
88.14 |
+2.45 |
28,249 |
57,724 |
-462 |
Nov11 |
110815 |
85.83 |
88.60 |
85.17 |
88.47 |
+2.42 |
19,753 |
33,014 |
+3,022 |
Dec11 |
110815 |
86.58 |
88.96 |
85.50 |
88.85 |
+2.41 |
31,848 |
83,390 |
-2,864 |
Jan12 |
110815 |
86.84 |
89.30 |
86.25 |
89.22 |
+2.38 |
5,858 |
18,398 |
-946 |
Feb12 |
110815 |
87.19 |
89.66 |
86.23 |
89.58 |
+2.36 |
2,942 |
7,132 |
+208 |
Mar12 |
110815 |
87.80 |
90.08 |
86.75 |
89.96 |
+2.36 |
3,628 |
14,713 |
+256 |
Apr12 |
110815 |
88.25 |
90.34 |
87.44 |
90.34 |
+2.34 |
1,462 |
5,124 |
+34 |
May12 |
110815 |
87.84 |
90.72 |
87.84 |
90.72 |
+2.32 |
1,434 |
3,606 |
-232 |
Jun12 |
110815 |
88.92 |
91.22 |
88.13 |
91.08 |
+2.30 |
6,409 |
29,973 |
+348 |
Jul12 |
110815 |
91.44 |
91.44 |
91.44 |
91.44 |
+2.27 |
472 |
4,985 |
+60 |
Aug12 |
110815 |
91.71 |
91.71 |
91.71 |
91.71 |
+2.24 |
132 |
1,613 |
+61 |
Sep12 |
110815 |
91.93 |
91.93 |
91.93 |
91.93 |
+2.21 |
163 |
5,503 |
+96 |
Oct12 |
110815 |
91.28 |
92.14 |
91.28 |
92.14 |
+2.18 |
0 |
1,179 |
+0 |
Nov12 |
110815 |
92.36 |
92.36 |
92.36 |
92.36 |
+2.15 |
0 |
2,539 |
+0 |
Dec12 |
110815 |
90.53 |
92.82 |
89.68 |
92.59 |
+2.13 |
5,370 |
44,178 |
+134 |
Total Volume and Open Interest |
196,750 |
443,545 |
-2,709 |
US Dollar Index(ICE) |
Sep11 |
110815 |
74.625 |
74.745 |
73.840 |
73.930 |
-0.812 |
17,291 |
51,248 |
-1,434 |
Dec11 |
110815 |
75.005 |
75.030 |
74.235 |
74.310 |
-0.833 |
37 |
706 |
+7 |
Mar12 |
110815 |
74.730 |
74.730 |
74.730 |
74.730 |
-0.832 |
0 |
1 |
+0 |
Total Volume and Open Interest |
17,328 |
51,955 |
-1,427 |
Australian Dollar(CME) |
Sep11 |
110815 |
103.28 |
104.66 |
103.10 |
104.60 |
+1.50 |
148,159 |
102,637 |
-1,907 |
Dec11 |
110815 |
102.53 |
103.59 |
102.12 |
103.57 |
+1.45 |
82 |
881 |
+45 |
Mar12 |
110815 |
102.67 |
102.67 |
101.26 |
102.67 |
+1.41 |
0 |
5 |
+0 |
Total Volume and Open Interest |
148,241 |
103,574 |
-1,862 |
British Pound(CME) |
Sep11 |
110815 |
162.78 |
164.06 |
162.51 |
163.81 |
+1.07 |
103,119 |
98,767 |
-5,154 |
Dec11 |
110815 |
162.65 |
163.85 |
162.50 |
163.65 |
+1.04 |
63 |
345 |
+38 |
Mar12 |
110815 |
163.50 |
163.50 |
162.47 |
163.50 |
+1.03 |
0 |
8 |
+0 |
Total Volume and Open Interest |
103,182 |
99,126 |
-5,116 |
Canadian Dollar(CME) |
Sep11 |
110815 |
101.07 |
102.01 |
100.86 |
101.84 |
+0.95 |
100,125 |
98,340 |
-516 |
Dec11 |
110815 |
101.02 |
101.80 |
100.72 |
101.66 |
+0.94 |
342 |
6,873 |
+167 |
Mar12 |
110815 |
101.09 |
101.66 |
100.62 |
101.52 |
+0.90 |
60 |
1,846 |
+10 |
Jun12 |
110815 |
101.00 |
101.40 |
100.51 |
101.40 |
+0.89 |
7 |
398 |
+5 |
Total Volume and Open Interest |
100,535 |
107,658 |
-333 |
Japanese Yen(CME) |
Sep11 |
110815 |
130.13 |
130.61 |
129.77 |
130.32 |
+0.03 |
77,931 |
121,567 |
-148 |
Dec11 |
110815 |
130.35 |
130.75 |
130.01 |
130.47 |
-0.02 |
123 |
1,321 |
-196 |
Mar12 |
110815 |
130.66 |
130.76 |
130.66 |
130.66 |
-0.10 |
0 |
49 |
+0 |
Total Volume and Open Interest |
78,054 |
122,957 |
-344 |
Swiss Franc(CME) |
Sep11 |
110815 |
128.05 |
128.98 |
125.18 |
127.65 |
-1.33 |
48,661 |
48,052 |
-292 |
Dec11 |
110815 |
128.44 |
128.79 |
125.56 |
127.92 |
-1.36 |
941 |
1,136 |
-99 |
Mar12 |
110815 |
126.70 |
129.57 |
126.70 |
128.21 |
-1.36 |
0 |
13 |
+0 |
Total Volume and Open Interest |
49,602 |
49,212 |
-391 |
EuroFX(CME) |
Sep11 |
110815 |
142.56 |
144.72 |
142.38 |
144.44 |
+2.06 |
275,331 |
167,339 |
-2,535 |
Dec11 |
110815 |
142.80 |
144.53 |
142.46 |
144.26 |
+2.03 |
315 |
3,254 |
+71 |
Mar12 |
110815 |
143.02 |
144.20 |
142.11 |
144.11 |
+2.00 |
0 |
402 |
+0 |
Total Volume and Open Interest |
275,646 |
171,834 |
-2,464 |
Mexican Peso(CME) |
Aug11 |
110815 |
818.5 |
818.5 |
815.5 |
818.5 |
+3.0 |
|
|
|
Sep11 |
110815 |
811.2 |
817.2 |
808.5 |
816.5 |
+5.2 |
36,135 |
116,454 |
-229 |
Total Volume and Open Interest |
36,137 |
116,931 |
-228 |
Brazilian Real(CME) |
Sep11 |
110815 |
625.60 |
626.50 |
625.60 |
626.00 |
+9.50 |
104 |
7,254 |
-4 |
Oct11 |
110815 |
622.80 |
622.80 |
613.30 |
622.80 |
+9.50 |
|
|
|
Nov11 |
110815 |
619.65 |
619.65 |
610.15 |
619.65 |
+9.50 |
|
|
|
Dec11 |
110815 |
616.45 |
616.45 |
606.95 |
616.45 |
+9.50 |
0 |
139 |
+0 |
Total Volume and Open Interest |
104 |
22,804 |
-4 |
30-Year T-Bonds(CBOT) |
Sep11 |
110815 |
136~120 |
136~300 |
135~170 |
136~050 |
-0~250 |
329,841 |
652,730 |
+1,288 |
Dec11 |
110815 |
135~110 |
135~190 |
134~070 |
134~270 |
-0~240 |
2,246 |
12,949 |
+223 |
Mar12 |
110815 |
133~130 |
134~050 |
133~130 |
133~130 |
-0~240 |
5 |
47 |
+1 |
Total Volume and Open Interest |
332,092 |
665,726 |
+1,512 |
10-Year T-Notes(CBOT) |
Sep11 |
110815 |
129~230 |
129~315 |
129~110 |
129~180 |
-0~100 |
1,193,830 |
1,914,605 |
+49,452 |
Dec11 |
110815 |
128~210 |
128~300 |
128~120 |
128~170 |
-0~100 |
7,088 |
26,815 |
+1,333 |
Mar12 |
110815 |
127~170 |
127~270 |
127~170 |
127~170 |
-0~100 |
|
|
|
Total Volume and Open Interest |
1,200,918 |
1,941,420 |
+50,785 |
5-Year T-Notes(CBOT) |
Sep11 |
110815 |
123~035 |
123~048 |
123~011 |
123~023 |
-0~019 |
544,395 |
1,397,346 |
-6,138 |
Dec11 |
110815 |
122~020 |
122~035 |
122~013 |
122~017 |
-0~018 |
2,120 |
6,122 |
-1,232 |
Mar12 |
110815 |
121~041 |
121~059 |
121~041 |
121~041 |
-0~018 |
|
|
|
Total Volume and Open Interest |
546,515 |
1,403,468 |
-7,370 |
2 Year T-Notes(CBOT) |
Sep11 |
110815 |
110~037 |
110~042 |
110~036 |
110~038 |
-0~002 |
141,263 |
976,177 |
-11,891 |
Dec11 |
110815 |
110~034 |
110~036 |
110~030 |
110~032 |
-0~002 |
1,324 |
6,799 |
+690 |
Mar12 |
110815 |
109~098 |
109~100 |
109~098 |
109~098 |
-0~002 |
|
|
|
Total Volume and Open Interest |
142,587 |
982,976 |
-11,201 |
Eurodollars(CME) |
Sep11 |
110815 |
99.560 |
99.610 |
99.558 |
99.603 |
+0.033 |
198,140 |
1,193,227 |
+3,479 |
Dec11 |
110815 |
99.460 |
99.515 |
99.450 |
99.500 |
+0.030 |
212,249 |
1,026,576 |
-2,040 |
Mar12 |
110815 |
99.525 |
99.550 |
99.510 |
99.540 |
+0.005 |
192,327 |
1,135,978 |
-27,119 |
Jun12 |
110815 |
99.580 |
99.595 |
99.560 |
99.575 |
-0.015 |
203,324 |
1,324,278 |
-10,189 |
Sep12 |
110815 |
99.585 |
99.605 |
99.560 |
99.580 |
-0.020 |
186,068 |
909,038 |
+5,086 |
Dec12 |
110815 |
99.545 |
99.565 |
99.530 |
99.550 |
-0.015 |
183,975 |
761,820 |
+2,991 |
Mar13 |
110815 |
99.520 |
99.540 |
99.510 |
99.530 |
-0.010 |
174,337 |
784,379 |
-972 |
Jun13 |
110815 |
99.450 |
99.460 |
99.430 |
99.455 |
-0.010 |
170,995 |
566,960 |
+12,760 |
Sep13 |
110815 |
99.335 |
99.335 |
99.295 |
99.330 |
-0.010 |
132,872 |
535,450 |
+4,060 |
Dec13 |
110815 |
99.145 |
99.150 |
99.105 |
99.140 |
-0.015 |
101,606 |
424,521 |
+1,713 |
Mar14 |
110815 |
98.935 |
98.940 |
98.900 |
98.935 |
-0.015 |
81,243 |
282,370 |
-3,162 |
Jun14 |
110815 |
98.695 |
98.710 |
98.660 |
98.695 |
-0.015 |
88,079 |
274,603 |
+11,241 |
Sep14 |
110815 |
98.455 |
98.480 |
98.425 |
98.460 |
-0.015 |
34,824 |
132,403 |
+102 |
Dec14 |
110815 |
98.205 |
98.245 |
98.175 |
98.215 |
-0.015 |
35,075 |
125,296 |
+768 |
Mar15 |
110815 |
97.980 |
98.025 |
97.950 |
97.995 |
-0.015 |
37,212 |
114,436 |
+384 |
Jun15 |
110815 |
6.010 |
6.060 |
5.975 |
6.025 |
-0.015 |
40,821 |
112,441 |
+8,865 |
Sep15 |
110815 |
5.770 |
5.845 |
5.750 |
5.800 |
-0.015 |
17,736 |
64,510 |
+758 |
Dec15 |
110815 |
5.550 |
5.630 |
5.530 |
5.580 |
-0.015 |
18,283 |
51,908 |
+736 |
Total Volume and Open Interest |
|
|
|
30 Day Federal Funds(CBOT) |
Aug11 |
110815 |
99.895 |
99.895 |
99.890 |
99.895 |
unch |
906 |
85,177 |
-183 |
Sep11 |
110815 |
99.900 |
99.900 |
99.895 |
99.900 |
unch |
3,777 |
55,816 |
-496 |
Oct11 |
110815 |
99.905 |
99.905 |
99.900 |
99.900 |
unch |
5,082 |
55,781 |
+26 |
Nov11 |
110815 |
99.905 |
99.910 |
99.905 |
99.905 |
unch |
2,985 |
53,228 |
+12 |
Dec11 |
110815 |
99.915 |
99.915 |
99.910 |
99.915 |
unch |
4,640 |
63,650 |
+579 |
Jan12 |
110815 |
99.910 |
99.910 |
99.900 |
99.905 |
unch |
1,727 |
52,211 |
+246 |
Total Volume and Open Interest |
44,121 |
829,889 |
-425 |
30 Day Fed Funds(e-CBOT) |
3-Mth Euro-Yen(CME) |
Sep11 |
110815 |
99.680 |
99.680 |
99.680 |
99.680 |
unch |
0 |
66 |
+0 |
Dec11 |
110815 |
99.683 |
99.683 |
99.683 |
99.683 |
unch |
0 |
332 |
+0 |
Mar12 |
110815 |
99.690 |
99.690 |
99.690 |
99.690 |
unch |
0 |
340 |
+0 |
Jun12 |
110815 |
99.688 |
99.688 |
99.688 |
99.688 |
unch |
|
|
|
Sep12 |
110815 |
99.615 |
99.615 |
99.615 |
99.615 |
unch |
|
|
|
Dec12 |
110815 |
99.675 |
99.675 |
99.675 |
99.675 |
unch |
|
|
|
Mar13 |
110815 |
99.675 |
99.675 |
99.675 |
99.675 |
unch |
|
|
|
Jun13 |
110815 |
99.630 |
99.630 |
99.630 |
99.630 |
unch |
|
|
|
Sep13 |
110815 |
99.490 |
99.490 |
99.490 |
99.490 |
unch |
|
|
|
Dec13 |
110815 |
99.350 |
99.350 |
99.350 |
99.350 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
738 |
+0 |
3-Mth Euro-Yen(SGX) |
Sep11 |
110815 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
0 |
1,283 |
+0 |
Dec11 |
110815 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
0 |
1,478 |
+0 |
Mar12 |
110815 |
99.69 |
99.69 |
99.69 |
99.69 |
unch |
0 |
2,083 |
+0 |
Jun12 |
110815 |
99.69 |
99.69 |
99.69 |
99.69 |
unch |
0 |
1,376 |
+0 |
Sep12 |
110815 |
99.61 |
99.61 |
99.61 |
99.61 |
unch |
0 |
411 |
+0 |
Dec12 |
110815 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
0 |
49 |
+0 |
Mar13 |
110815 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
0 |
1 |
+0 |
Jun13 |
110815 |
99.63 |
99.63 |
99.63 |
99.63 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
6,683 |
+0 |
Japanese Gov't Bonds(SGX) |
Sep11 |
110815 |
142.16 |
142.19 |
142.04 |
142.09 |
-0.05 |
3,714 |
24,650 |
-1,478 |
Dec11 |
110815 |
141.56 |
141.68 |
141.56 |
141.68 |
-0.05 |
0 |
6 |
+0 |
Mar12 |
110815 |
139.59 |
139.59 |
139.59 |
139.59 |
-0.05 |
|
|
|
Total Volume and Open Interest |
3,714 |
24,656 |
-1,478 |
Euro-Bund(EUREX) |
Sep11 |
110815 |
132.80 |
133.14 |
132.47 |
132.93 |
-0.03 |
802,973 |
955,749 |
+11,368 |
Dec11 |
110815 |
131.35 |
131.50 |
131.19 |
131.40 |
-0.03 |
598 |
5,364 |
+172 |
Mar12 |
110815 |
131.93 |
131.93 |
131.93 |
131.93 |
-0.03 |
0 |
1 |
+0 |
Total Volume and Open Interest |
803,571 |
961,114 |
+11,540 |
Euro-Bobl(EUREX) |
Sep11 |
110815 |
121.18 |
121.36 |
121.00 |
121.25 |
+0.02 |
464,156 |
684,587 |
-7,960 |
Dec11 |
110815 |
120.14 |
120.20 |
120.14 |
120.20 |
+0.05 |
0 |
836 |
+0 |
Mar12 |
110815 |
120.25 |
120.25 |
120.25 |
120.25 |
+0.02 |
|
|
|
Total Volume and Open Interest |
464,156 |
685,423 |
-7,960 |
3-Mth Euribor(EUREX) |
Sep11 |
110815 |
98.505 |
98.510 |
98.505 |
98.510 |
-0.065 |
178 |
2,009 |
+34 |
Dec11 |
110815 |
98.700 |
98.710 |
98.700 |
98.705 |
-0.075 |
16 |
1,467 |
-1 |
Mar12 |
110815 |
98.785 |
98.825 |
98.785 |
98.815 |
-0.065 |
4 |
2,506 |
+2 |
Total Volume and Open Interest |
244 |
10,011 |
+79 |
Long Gilt(LIFFE) |
Sep11 |
110815 |
127~31 |
128~12 |
127~25 |
128~07 |
-0~02 |
110,818 |
359,365 |
-7,549 |
Dec11 |
110815 |
126~24 |
127~02 |
126~20 |
126~29 |
-0~01 |
16 |
18 |
+10 |
Total Volume and Open Interest |
110,834 |
359,383 |
-7,539 |
3-Mth Short Sterling(LIFFE) |
Sep11 |
110815 |
99.10 |
99.13 |
99.10 |
99.12 |
+0.01 |
49,491 |
393,775 |
-16,285 |
Dec11 |
110815 |
99.15 |
99.16 |
99.13 |
99.14 |
-0.01 |
66,805 |
487,865 |
-9,613 |
Mar12 |
110815 |
99.16 |
99.17 |
99.13 |
99.14 |
-0.02 |
55,628 |
386,189 |
-7,654 |
Jun12 |
110815 |
99.16 |
99.17 |
99.11 |
99.13 |
-0.03 |
54,417 |
252,598 |
-7,155 |
Sep12 |
110815 |
99.12 |
99.14 |
99.08 |
99.10 |
-0.04 |
61,505 |
272,156 |
-1,234 |
Dec12 |
110815 |
99.05 |
99.08 |
99.00 |
99.03 |
-0.04 |
50,496 |
247,762 |
-5,815 |
Total Volume and Open Interest |
443,894 |
2,485,146 |
-43,574 |
3-Mth Euribor(LIFFE) |
Sep11 |
110815 |
98.560 |
98.580 |
98.490 |
98.505 |
-0.070 |
160,647 |
658,794 |
-1,206 |
Dec11 |
110815 |
98.780 |
98.785 |
98.685 |
98.705 |
-0.080 |
262,255 |
618,706 |
+543 |
Mar12 |
110815 |
98.875 |
98.880 |
98.780 |
98.815 |
-0.065 |
167,505 |
474,170 |
-5,199 |
Total Volume and Open Interest |
1,142,528 |
3,535,262 |
-23,661 |
3-Mth Aus T-Bills(SFE) |
Sep11 |
110815 |
95.54 |
95.56 |
95.40 |
95.42 |
-0.10 |
19,906 |
281,816 |
+3,991 |
Dec11 |
110815 |
96.15 |
96.19 |
95.95 |
95.96 |
-0.15 |
24,088 |
314,257 |
-583 |
Mar12 |
110815 |
96.30 |
96.35 |
96.10 |
96.13 |
-0.14 |
11,184 |
176,778 |
+173 |
Jun12 |
110815 |
96.31 |
96.31 |
96.06 |
96.09 |
-0.14 |
2,947 |
94,977 |
+24 |
Sep12 |
110815 |
96.11 |
96.13 |
95.92 |
95.95 |
-0.13 |
1,791 |
65,571 |
+992 |
Dec12 |
110815 |
95.95 |
95.95 |
95.77 |
95.78 |
-0.13 |
1,136 |
35,868 |
-3 |
Mar13 |
110815 |
95.81 |
95.81 |
95.65 |
95.65 |
-0.12 |
701 |
38,461 |
+467 |
Jun13 |
110815 |
95.64 |
95.67 |
95.50 |
95.51 |
-0.11 |
1,634 |
17,728 |
+556 |
Sep13 |
110815 |
95.52 |
95.52 |
95.39 |
95.39 |
-0.10 |
252 |
3,179 |
+87 |
Dec13 |
110815 |
95.39 |
95.39 |
95.27 |
95.27 |
-0.10 |
4 |
1,682 |
+4 |
Total Volume and Open Interest |
63,644 |
1,030,461 |
+5,709 |
10-Year Aus T-Bonds(SFE) |
Sep11 |
110815 |
95.61 |
95.63 |
95.45 |
95.45 |
-0.12 |
33,922 |
535,046 |
-4,722 |
Dec11 |
110815 |
95.45 |
95.45 |
95.45 |
95.45 |
-0.12 |
|
|
|
Total Volume and Open Interest |
33,922 |
535,046 |
-4,722 |
3-Year Aus T-Bonds(SFE) |
Sep11 |
110815 |
96.26 |
96.30 |
96.07 |
96.09 |
-0.13 |
93,491 |
1,305,008 |
+2,345 |
Dec11 |
110815 |
96.09 |
96.09 |
96.09 |
96.09 |
-0.13 |
|
|
|
Total Volume and Open Interest |
93,491 |
1,305,008 |
+2,345 |
Gold(CMX) |
Aug11 |
110815 |
1734.9 |
1765.2 |
1730.5 |
1755.5 |
+15.3 |
1,166 |
1,472 |
-760 |
Oct11 |
110815 |
1744.5 |
1767.7 |
1729.4 |
1756.4 |
+15.4 |
9,781 |
26,990 |
-217 |
Dec11 |
110815 |
1747.1 |
1767.8 |
1730.8 |
1758.0 |
+15.4 |
210,578 |
363,293 |
-3,408 |
Feb12 |
110815 |
1747.3 |
1770.3 |
1735.3 |
1760.1 |
+15.3 |
992 |
24,833 |
-106 |
Apr12 |
110815 |
1753.3 |
1771.5 |
1740.0 |
1762.1 |
+15.3 |
217 |
6,972 |
+64 |
Jun12 |
110815 |
1749.7 |
1764.2 |
1743.8 |
1764.1 |
+15.3 |
280 |
15,883 |
-46 |
Aug12 |
110815 |
1749.0 |
1765.8 |
1749.0 |
1765.8 |
+15.3 |
123 |
6,184 |
+77 |
Oct12 |
110815 |
1767.7 |
1767.7 |
1767.7 |
1767.7 |
+15.3 |
27 |
4,183 |
+15 |
Dec12 |
110815 |
1754.3 |
1780.0 |
1748.5 |
1769.6 |
+15.3 |
230 |
11,962 |
+21 |
Feb13 |
110815 |
1771.4 |
1771.4 |
1771.4 |
1771.4 |
+15.3 |
1 |
1,578 |
+1 |
Apr13 |
110815 |
1773.4 |
1773.4 |
1773.4 |
1773.4 |
+15.3 |
1 |
335 |
+0 |
Jun13 |
110815 |
1775.8 |
1775.8 |
1775.8 |
1775.8 |
+15.3 |
30 |
11,760 |
+30 |
Total Volume and Open Interest |
227,222 |
513,591 |
-4,547 |
Silver(CMX) |
Sep11 |
110815 |
3907.5 |
3999.0 |
3869.0 |
3930.7 |
+19.3 |
31,934 |
42,266 |
-14 |
Dec11 |
110815 |
3910.0 |
3986.0 |
3878.0 |
3933.7 |
+19.0 |
7,403 |
42,601 |
+575 |
Mar12 |
110815 |
3900.0 |
3964.0 |
3900.0 |
3934.9 |
+19.1 |
416 |
6,570 |
-48 |
May12 |
110815 |
3897.5 |
3933.6 |
3897.5 |
3933.6 |
+19.1 |
127 |
2,275 |
+3 |
Jul12 |
110815 |
3931.7 |
3931.7 |
3931.7 |
3931.7 |
+19.1 |
0 |
1,951 |
+0 |
Sep12 |
110815 |
3896.5 |
3933.0 |
3896.5 |
3928.6 |
+19.2 |
33 |
308 |
+1 |
Dec12 |
110815 |
3899.5 |
3959.0 |
3891.0 |
3922.0 |
+19.2 |
62 |
8,416 |
+29 |
Total Volume and Open Interest |
40,479 |
116,172 |
+469 |
Platinum(NYMEX) |
Oct11 |
110815 |
1806.8 |
1812.4 |
1790.4 |
1797.2 |
+0.5 |
6,573 |
33,334 |
+361 |
Jan12 |
110815 |
1805.0 |
1813.0 |
1799.0 |
1800.2 |
+0.3 |
77 |
2,135 |
+18 |
Apr12 |
110815 |
1812.0 |
1812.3 |
1803.0 |
1803.2 |
+0.8 |
172 |
331 |
+168 |
Jul12 |
110815 |
1813.5 |
1813.5 |
1806.8 |
1806.8 |
+0.8 |
0 |
13 |
+0 |
Total Volume and Open Interest |
6,822 |
35,815 |
+547 |
Palladium(NYMEX) |
Sep11 |
110815 |
743.60 |
759.80 |
743.60 |
746.35 |
-1.85 |
1,832 |
15,755 |
-328 |
Dec11 |
110815 |
747.55 |
760.30 |
747.55 |
747.90 |
-1.90 |
443 |
5,414 |
+293 |
Mar12 |
110815 |
93.69 |
93.69 |
93.69 |
93.69 |
-1.85 |
0 |
92 |
+0 |
Total Volume and Open Interest |
2,279 |
21,265 |
-32 |
Copper(CMX) |
Sep11 |
110815 |
401.05 |
405.80 |
398.80 |
403.20 |
+2.00 |
34,415 |
35,643 |
-2,475 |
Dec11 |
110815 |
402.85 |
407.80 |
401.25 |
405.30 |
+1.95 |
11,791 |
61,555 |
+1,821 |
Mar12 |
110815 |
408.40 |
408.40 |
405.20 |
406.95 |
+1.90 |
1,413 |
18,055 |
+258 |
May12 |
110815 |
406.20 |
407.65 |
406.20 |
407.65 |
+1.90 |
503 |
4,121 |
+122 |
Jul12 |
110815 |
407.30 |
408.35 |
407.30 |
407.90 |
+1.90 |
178 |
1,109 |
-29 |
Total Volume and Open Interest |
48,761 |
127,037 |
-380 |
DJIA Index(CBOT) |
Sep11 |
110815 |
11243 |
11435 |
11243 |
11403 |
+153 |
2,423 |
14,332 |
-2,056 |
Dec11 |
110815 |
11333 |
11333 |
11329 |
11329 |
+153 |
0 |
97 |
+0 |
Mar12 |
110815 |
11260 |
11260 |
11107 |
11260 |
+153 |
|
|
|
Jun12 |
110815 |
11190 |
11190 |
11037 |
11190 |
+153 |
|
|
|
Total Volume and Open Interest |
2,423 |
14,429 |
-2,056 |
E-mini DJIA Index(CBOT) |
Sep11 |
110815 |
11268 |
11447 |
11243 |
11403 |
+153 |
153,442 |
86,673 |
-3,330 |
Dec11 |
110815 |
11232 |
11362 |
11185 |
11329 |
+153 |
98 |
513 |
+10 |
Mar12 |
110815 |
11260 |
11260 |
11260 |
11260 |
+153 |
0 |
13 |
+0 |
Jun12 |
110815 |
11190 |
11190 |
11190 |
11190 |
+153 |
|
|
|
Total Volume and Open Interest |
153,540 |
87,199 |
-3,320 |
S & P 500(CME) |
Sep11 |
110815 |
1179.40 |
1201.50 |
1176.80 |
1198.40 |
+21.60 |
27,759 |
346,100 |
+3,357 |
Dec11 |
110815 |
1186.00 |
1194.10 |
1182.10 |
1192.70 |
+21.60 |
576 |
16,519 |
-1,223 |
Mar12 |
110815 |
1187.10 |
1188.50 |
1187.10 |
1187.10 |
+21.60 |
50 |
237 |
+43 |
Jun12 |
110815 |
1181.60 |
1183.00 |
1181.60 |
1181.60 |
+21.60 |
0 |
29 |
+0 |
Total Volume and Open Interest |
28,385 |
362,885 |
+2,177 |
S & P 500 E-Mini(Globex) |
Sep11 |
110815 |
1179.75 |
1201.75 |
1176.25 |
1198.50 |
+21.75 |
2,720,118 |
3,371,749 |
-13,263 |
Dec11 |
110815 |
1171.50 |
1195.00 |
1171.25 |
1192.75 |
+21.75 |
6,887 |
56,979 |
+2,389 |
Total Volume and Open Interest |
2,727,011 |
3,429,152 |
-10,874 |
NASDAQ 100(CME) |
Sep11 |
110815 |
2181.00 |
2210.00 |
2177.30 |
2206.50 |
+29.00 |
3,707 |
22,034 |
+2,232 |
Dec11 |
110815 |
2194.00 |
2201.00 |
2185.00 |
2201.00 |
+29.00 |
4 |
15 |
+2 |
Mar12 |
110815 |
2197.80 |
2197.80 |
2196.80 |
2197.80 |
+29.00 |
|
|
|
Total Volume and Open Interest |
3,711 |
22,049 |
+1,988 |
NASDAQ 100 E-Mini(Globex) |
Sep11 |
110815 |
2183.80 |
2211.50 |
2176.50 |
2206.50 |
+29.00 |
292,340 |
333,466 |
+2,511 |
Dec11 |
110815 |
2175.80 |
2203.50 |
2173.50 |
2201.00 |
+29.00 |
110 |
5,773 |
+17 |
Total Volume and Open Interest |
292,451 |
339,249 |
+2,529 |
S & P Midcap 400(CME) |
Sep11 |
110815 |
866.00 |
866.00 |
861.40 |
861.40 |
+16.70 |
182 |
4,623 |
+182 |
Dec11 |
110815 |
858.10 |
859.90 |
858.10 |
858.10 |
+16.70 |
|
|
|
Mar12 |
110815 |
856.40 |
858.20 |
856.40 |
856.40 |
+16.70 |
|
|
|
Total Volume and Open Interest |
182 |
4,623 |
+182 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Sep11 |
110815 |
9040 |
9165 |
9040 |
9145 |
+95 |
14,896 |
31,738 |
+249 |
Dec11 |
110815 |
9115 |
9120 |
9115 |
9115 |
+95 |
15 |
230 |
+11 |
Total Volume and Open Interest |
14,911 |
31,968 |
+260 |
Nikkei 225(SGX) |
Sep11 |
110815 |
8860 |
9115 |
8850 |
9075 |
+115 |
159,762 |
232,255 |
+2,442 |
Dec11 |
110815 |
8810 |
9045 |
8810 |
9020 |
unch |
339 |
9,930 |
+121 |
Mar12 |
110815 |
9010 |
9010 |
9010 |
9010 |
+115 |
1 |
11 |
+1 |
Total Volume and Open Interest |
160,192 |
248,404 |
-8,132 |
CAC 40(EURONEXT) |
Aug11 |
110815 |
3248.5 |
3271.5 |
3198.5 |
3236.0 |
+26.5 |
239,082 |
394,850 |
-30,338 |
Sep11 |
110815 |
3244.0 |
3267.0 |
3194.5 |
3232.0 |
+27.0 |
14,294 |
82,302 |
+8,708 |
Oct11 |
110815 |
3231.0 |
3231.0 |
3229.0 |
3229.0 |
+24.0 |
1 |
6 |
+1 |
Total Volume and Open Interest |
253,379 |
477,198 |
-21,631 |
Hang Seng Index(HKFE) |
Aug11 |
110815 |
19871 |
20206 |
19831 |
20164 |
+623 |
93,337 |
100,105 |
-4,057 |
Sep11 |
110815 |
19772 |
20103 |
19747 |
20072 |
+631 |
2,975 |
9,367 |
+696 |
Total Volume and Open Interest |
96,479 |
113,799 |
-3,302 |
DAX(EUREX) |
Sep11 |
110815 |
6077.0 |
6112.0 |
6010.5 |
6026.5 |
+32.0 |
206,477 |
175,076 |
-968 |
Dec11 |
110815 |
6080.5 |
6126.5 |
6032.5 |
6045.0 |
+33.0 |
755 |
11,387 |
+499 |
Mar12 |
110815 |
6094.0 |
6136.0 |
6060.5 |
6066.5 |
+34.0 |
262 |
1,209 |
+224 |
Total Volume and Open Interest |
207,494 |
187,672 |
-245 |
FT-SE 100(EURONEXT) |
Sep11 |
110815 |
5335.00 |
5385.00 |
5304.50 |
5332.50 |
+32.00 |
166,367 |
620,219 |
-7,733 |
Dec11 |
110815 |
5308.00 |
5349.00 |
5307.00 |
5307.00 |
+31.50 |
54 |
763 |
-15 |
Mar12 |
110815 |
5289.00 |
5289.00 |
5269.00 |
5269.00 |
+32.50 |
0 |
184 |
+0 |
Total Volume and Open Interest |
166,421 |
621,352 |
-7,748 |
SPI 200(SFE) |
Sep11 |
110815 |
4115.0 |
4273.0 |
4095.0 |
4270.0 |
+131.0 |
51,384 |
339,211 |
+1,720 |
Dec11 |
110815 |
4118.0 |
4278.0 |
4118.0 |
4278.0 |
+131.0 |
136 |
6,493 |
+77 |
Mar12 |
110815 |
4253.0 |
4253.0 |
4253.0 |
4253.0 |
+131.0 |
0 |
2,448 |
-1 |
Total Volume and Open Interest |
52,182 |
355,633 |
+1,371 |
GSCI(CME) |
Sep11 |
110815 |
647.60 |
654.10 |
640.40 |
652.75 |
+12.30 |
676 |
9,032 |
+467 |
Oct11 |
110815 |
653.25 |
654.50 |
641.95 |
653.25 |
+11.25 |
|
|
|
Nov11 |
110815 |
655.00 |
655.00 |
655.00 |
655.00 |
|
|
|
|
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. |
|
|