|
MRCI's End of Day Prices |
Daily Futures Price Listing Tue August 16, 2011 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Sep11 |
110816 |
1343.00 |
1345.00 |
1333.50 |
1340.00 |
-3.50 |
8,755 |
40,058 |
-1,649 |
Nov11 |
110816 |
1350.50 |
1354.50 |
1341.25 |
1349.50 |
-1.75 |
59,852 |
294,916 |
-2,622 |
Jan12 |
110816 |
1361.25 |
1365.00 |
1352.50 |
1360.25 |
-2.00 |
5,579 |
60,686 |
-137 |
Mar12 |
110816 |
1367.25 |
1371.00 |
1359.25 |
1366.75 |
-2.25 |
2,150 |
30,412 |
+413 |
May12 |
110816 |
1370.00 |
1372.00 |
1359.75 |
1368.00 |
-2.00 |
1,519 |
37,238 |
+259 |
Jul12 |
110816 |
1367.25 |
1375.00 |
1364.00 |
1370.75 |
-1.50 |
975 |
19,237 |
+194 |
Aug12 |
110816 |
1357.75 |
1359.00 |
1357.75 |
1357.75 |
-1.25 |
0 |
238 |
+0 |
Sep12 |
110816 |
1336.25 |
1337.50 |
1336.25 |
1336.25 |
-1.25 |
3 |
176 |
+0 |
Nov12 |
110816 |
1320.00 |
1321.00 |
1311.75 |
1318.50 |
-1.25 |
726 |
20,001 |
+195 |
Jan13 |
110816 |
1323.50 |
1324.75 |
1323.50 |
1323.50 |
-1.25 |
6 |
5,123 |
+1 |
Mar13 |
110816 |
1325.00 |
1326.25 |
1325.00 |
1325.00 |
-1.25 |
0 |
106 |
+0 |
May13 |
110816 |
1324.75 |
1326.00 |
1324.75 |
1324.75 |
-1.25 |
0 |
20 |
+0 |
Jul13 |
110816 |
1328.00 |
1332.25 |
1328.00 |
1331.00 |
-1.25 |
3 |
150 |
+2 |
Aug13 |
110816 |
1317.75 |
1319.00 |
1317.75 |
1317.75 |
-1.25 |
|
|
|
Total Volume and Open Interest |
79,578 |
509,405 |
-3,340 |
Soybean Meal(CBOT) |
Sep11 |
110816 |
351.10 |
351.80 |
349.00 |
351.30 |
-0.70 |
10,477 |
30,065 |
-2,907 |
Oct11 |
110816 |
354.00 |
354.10 |
351.50 |
353.70 |
-0.60 |
3,166 |
23,069 |
+1,054 |
Dec11 |
110816 |
357.30 |
357.80 |
354.50 |
357.40 |
-0.30 |
22,377 |
77,653 |
-2,675 |
Jan12 |
110816 |
358.50 |
359.70 |
357.10 |
359.50 |
-0.30 |
1,523 |
8,788 |
-365 |
Mar12 |
110816 |
363.10 |
363.10 |
360.50 |
362.30 |
-0.30 |
446 |
7,002 |
+19 |
May12 |
110816 |
363.00 |
363.20 |
361.20 |
363.10 |
-0.10 |
485 |
9,419 |
-21 |
Jul12 |
110816 |
361.90 |
364.00 |
361.10 |
363.80 |
+0.10 |
164 |
3,946 |
-16 |
Aug12 |
110816 |
359.80 |
361.20 |
359.80 |
360.50 |
+0.10 |
4 |
572 |
+2 |
Sep12 |
110816 |
355.00 |
355.10 |
353.10 |
353.70 |
+0.60 |
4 |
732 |
+2 |
Oct12 |
110816 |
342.90 |
342.90 |
342.30 |
342.90 |
+0.60 |
0 |
897 |
+0 |
Total Volume and Open Interest |
38,689 |
164,312 |
-4,918 |
Soybean Oil(CBOT) |
Sep11 |
110816 |
54.91 |
55.27 |
54.51 |
55.00 |
+0.09 |
13,560 |
41,720 |
-2,370 |
Oct11 |
110816 |
55.01 |
55.45 |
54.73 |
55.20 |
+0.11 |
5,969 |
29,482 |
+56 |
Dec11 |
110816 |
55.46 |
55.80 |
55.02 |
55.54 |
+0.08 |
34,210 |
137,136 |
-2,110 |
Jan12 |
110816 |
55.77 |
56.06 |
55.56 |
55.82 |
+0.09 |
2,950 |
30,759 |
-370 |
Mar12 |
110816 |
56.00 |
56.20 |
55.60 |
56.06 |
+0.10 |
1,336 |
17,441 |
+508 |
May12 |
110816 |
56.03 |
56.30 |
56.03 |
56.25 |
+0.11 |
271 |
10,624 |
+56 |
Jul12 |
110816 |
56.18 |
56.57 |
55.94 |
56.46 |
+0.15 |
483 |
6,321 |
+178 |
Aug12 |
110816 |
56.27 |
56.50 |
56.27 |
56.50 |
+0.11 |
8 |
511 |
+1 |
Sep12 |
110816 |
56.36 |
56.55 |
56.36 |
56.55 |
+0.11 |
0 |
396 |
+0 |
Oct12 |
110816 |
56.58 |
56.58 |
56.46 |
56.58 |
+0.12 |
0 |
370 |
-1 |
Total Volume and Open Interest |
58,807 |
277,263 |
-4,040 |
Canola(WCE) |
Nov11 |
110816 |
555.0 |
557.7 |
553.1 |
554.0 |
-1.5 |
6,093 |
111,877 |
+44 |
Jan12 |
110816 |
564.0 |
566.1 |
561.6 |
562.4 |
-1.5 |
1,391 |
27,934 |
+228 |
Mar12 |
110816 |
571.2 |
572.9 |
569.6 |
569.6 |
-1.6 |
269 |
11,082 |
+100 |
May12 |
110816 |
577.3 |
578.7 |
575.4 |
575.4 |
-1.2 |
552 |
8,250 |
+335 |
Jul12 |
110816 |
581.0 |
582.2 |
579.7 |
579.7 |
-1.2 |
38 |
3,915 |
+26 |
Total Volume and Open Interest |
8,345 |
164,854 |
+735 |
Corn(CBOT) |
Sep11 |
110816 |
707.00 |
715.00 |
700.00 |
714.00 |
+6.75 |
53,443 |
174,102 |
-3,247 |
Dec11 |
110816 |
719.50 |
728.50 |
712.50 |
727.50 |
+7.50 |
111,854 |
671,937 |
+8,468 |
Mar12 |
110816 |
732.75 |
741.25 |
725.75 |
740.25 |
+7.25 |
11,327 |
169,451 |
+2,581 |
May12 |
110816 |
736.25 |
745.25 |
730.25 |
745.00 |
+7.25 |
2,366 |
35,288 |
+268 |
Jul12 |
110816 |
740.00 |
748.00 |
733.25 |
747.50 |
+7.25 |
3,650 |
72,637 |
+96 |
Sep12 |
110816 |
687.00 |
696.50 |
685.25 |
696.50 |
+8.50 |
1,223 |
12,957 |
+215 |
Dec12 |
110816 |
644.00 |
650.25 |
639.50 |
650.25 |
+5.50 |
2,957 |
80,703 |
+181 |
Mar13 |
110816 |
652.25 |
658.75 |
652.25 |
658.75 |
+5.00 |
54 |
17,735 |
+8 |
May13 |
110816 |
661.00 |
663.75 |
658.75 |
663.75 |
+5.00 |
14 |
496 |
-2 |
Jul13 |
110816 |
660.25 |
668.75 |
660.00 |
668.75 |
+5.00 |
0 |
785 |
+0 |
Total Volume and Open Interest |
186,979 |
1,246,314 |
+8,631 |
Wheat(CBOT) |
Sep11 |
110816 |
711.25 |
732.75 |
704.25 |
724.75 |
+12.25 |
25,788 |
70,929 |
-3,709 |
Dec11 |
110816 |
740.75 |
759.00 |
733.00 |
752.00 |
+10.50 |
27,556 |
200,570 |
+3,065 |
Mar12 |
110816 |
772.00 |
788.75 |
766.00 |
781.25 |
+6.25 |
4,940 |
68,073 |
+1,427 |
May12 |
110816 |
786.50 |
802.75 |
783.50 |
795.75 |
+6.00 |
1,455 |
13,447 |
+184 |
Jul12 |
110816 |
790.00 |
805.50 |
783.25 |
797.75 |
+6.50 |
2,161 |
53,020 |
+72 |
Sep12 |
110816 |
800.00 |
816.50 |
798.50 |
811.75 |
+7.50 |
74 |
2,714 |
-8 |
Total Volume and Open Interest |
62,646 |
433,666 |
+1,209 |
Wheat(KCBT) |
Sep11 |
110816 |
809.25 |
823.00 |
802.00 |
817.50 |
+6.50 |
7,067 |
50,215 |
-1,296 |
Dec11 |
110816 |
833.00 |
847.00 |
826.50 |
841.75 |
+6.75 |
8,627 |
70,546 |
-1,156 |
Mar12 |
110816 |
844.00 |
858.75 |
838.75 |
853.25 |
+6.25 |
1,869 |
26,567 |
+580 |
May12 |
110816 |
846.25 |
863.00 |
843.50 |
856.25 |
+8.25 |
135 |
3,887 |
+36 |
Jul12 |
110816 |
835.00 |
852.50 |
833.00 |
846.00 |
+8.00 |
887 |
18,553 |
+105 |
Sep12 |
110816 |
845.75 |
859.75 |
844.25 |
856.00 |
+8.00 |
58 |
1,487 |
-72 |
Total Volume and Open Interest |
18,655 |
173,002 |
-1,809 |
Wheat(MGE) |
Sep11 |
110816 |
869.50 |
904.50 |
869.00 |
896.25 |
+23.50 |
1,760 |
11,818 |
-559 |
Dec11 |
110816 |
874.00 |
902.50 |
869.50 |
893.50 |
+19.25 |
1,632 |
20,826 |
+8 |
Mar12 |
110816 |
876.50 |
904.50 |
874.50 |
896.50 |
+17.00 |
560 |
6,961 |
+44 |
May12 |
110816 |
881.25 |
905.00 |
878.75 |
897.25 |
+15.00 |
193 |
3,300 |
-47 |
Jul12 |
110816 |
881.75 |
903.00 |
879.25 |
895.50 |
+10.75 |
194 |
4,503 |
-201 |
Total Volume and Open Interest |
4,408 |
50,992 |
-822 |
Oats(CBOT) |
Sep11 |
110816 |
346.50 |
348.75 |
344.00 |
348.00 |
+1.50 |
321 |
1,834 |
-61 |
Dec11 |
110816 |
358.00 |
360.00 |
356.00 |
359.50 |
+1.50 |
516 |
10,078 |
+73 |
Mar12 |
110816 |
368.50 |
370.50 |
368.50 |
370.50 |
+1.50 |
31 |
1,038 |
+14 |
May12 |
110816 |
377.50 |
377.50 |
376.00 |
377.50 |
+1.50 |
0 |
30 |
+0 |
Total Volume and Open Interest |
869 |
13,010 |
+26 |
Rough Rice(CBOT) |
Sep11 |
110816 |
17.04 |
17.18 |
16.94 |
17.06 |
+0.01 |
619 |
7,115 |
-42 |
Nov11 |
110816 |
17.36 |
17.51 |
17.28 |
17.38 |
+0.01 |
471 |
8,771 |
+171 |
Jan12 |
110816 |
17.60 |
17.75 |
17.57 |
17.68 |
+0.01 |
112 |
1,294 |
+57 |
Mar12 |
110816 |
17.95 |
17.95 |
17.94 |
17.94 |
+0.02 |
25 |
846 |
+2 |
Total Volume and Open Interest |
1,227 |
18,188 |
+188 |
Live Cattle(CME) |
Aug11 |
110816 |
117.850 |
118.200 |
117.450 |
117.900 |
unch |
2,507 |
10,553 |
-1,119 |
Oct11 |
110816 |
120.150 |
120.385 |
119.480 |
120.180 |
+0.080 |
20,861 |
135,000 |
-348 |
Dec11 |
110816 |
121.580 |
121.700 |
120.650 |
121.180 |
-0.320 |
17,178 |
89,465 |
+1,524 |
Feb12 |
110816 |
123.850 |
124.000 |
123.135 |
123.550 |
-0.100 |
6,911 |
39,298 |
-99 |
Apr12 |
110816 |
127.000 |
127.250 |
126.350 |
126.800 |
-0.180 |
3,313 |
24,525 |
+137 |
Jun12 |
110816 |
124.135 |
124.450 |
123.680 |
124.250 |
-0.100 |
1,184 |
10,125 |
+628 |
Total Volume and Open Interest |
52,109 |
310,948 |
+765 |
Feeder Cattle(CME) |
Aug11 |
110816 |
135.985 |
136.050 |
135.130 |
135.575 |
-0.075 |
831 |
4,741 |
-284 |
Sep11 |
110816 |
137.150 |
137.800 |
136.935 |
137.380 |
-0.305 |
1,360 |
6,876 |
-291 |
Oct11 |
110816 |
138.550 |
139.250 |
138.130 |
138.825 |
-0.250 |
2,030 |
12,592 |
+125 |
Nov11 |
110816 |
139.650 |
140.100 |
139.035 |
139.650 |
-0.350 |
711 |
4,955 |
+277 |
Jan12 |
110816 |
139.900 |
140.325 |
139.300 |
139.750 |
-0.235 |
182 |
3,123 |
+89 |
Mar12 |
110816 |
139.900 |
140.000 |
139.050 |
139.650 |
-0.135 |
79 |
899 |
+29 |
Apr12 |
110816 |
139.285 |
139.700 |
139.285 |
139.700 |
unch |
4 |
228 |
+0 |
Total Volume and Open Interest |
5,201 |
33,595 |
-45 |
Lean Hogs(CME) |
Oct11 |
110816 |
90.230 |
90.700 |
88.800 |
89.400 |
-0.580 |
19,499 |
91,023 |
-1,880 |
Dec11 |
110816 |
85.950 |
86.550 |
85.000 |
85.680 |
-0.120 |
12,375 |
73,124 |
+1,042 |
Feb12 |
110816 |
88.000 |
88.500 |
87.350 |
88.050 |
+0.350 |
3,956 |
36,247 |
+144 |
Apr12 |
110816 |
90.180 |
90.535 |
89.580 |
90.180 |
+0.280 |
1,746 |
24,001 |
-89 |
May12 |
110816 |
94.800 |
94.800 |
94.800 |
94.800 |
unch |
3 |
976 |
+0 |
Jun12 |
110816 |
96.150 |
96.900 |
95.885 |
96.500 |
unch |
449 |
12,203 |
+6 |
Jul12 |
110816 |
94.850 |
95.400 |
94.650 |
94.950 |
unch |
23 |
3,692 |
-1 |
Aug12 |
110816 |
93.500 |
93.700 |
93.250 |
93.500 |
unch |
10 |
2,293 |
-2 |
Total Volume and Open Interest |
38,063 |
244,497 |
-779 |
Class III Milk(CME) |
Aug11 |
110816 |
21.57 |
21.60 |
21.54 |
21.57 |
-0.03 |
161 |
6,626 |
+22 |
Sep11 |
110816 |
19.70 |
19.75 |
19.48 |
19.64 |
+0.01 |
455 |
6,536 |
-27 |
Oct11 |
110816 |
18.50 |
18.60 |
18.36 |
18.44 |
-0.05 |
176 |
5,044 |
-28 |
Nov11 |
110816 |
18.05 |
18.15 |
18.00 |
18.08 |
+0.01 |
62 |
4,380 |
+37 |
Dec11 |
110816 |
17.61 |
17.71 |
17.61 |
17.68 |
+0.03 |
43 |
3,822 |
+44 |
Total Volume and Open Interest |
1,173 |
35,540 |
+154 |
Cocoa(ICE) |
Sep11 |
110816 |
2908 |
2974 |
2883 |
2961 |
+59 |
7,463 |
8,163 |
-6,440 |
Dec11 |
110816 |
2935 |
3004 |
2913 |
2989 |
+58 |
8,046 |
72,042 |
+621 |
Mar12 |
110816 |
2986 |
3050 |
2966 |
3035 |
+56 |
4,467 |
44,430 |
+3,701 |
May12 |
110816 |
2978 |
3061 |
2978 |
3046 |
+57 |
218 |
14,283 |
+88 |
Jul12 |
110816 |
2994 |
3071 |
2994 |
3062 |
+57 |
82 |
6,190 |
+32 |
Sep12 |
110816 |
3011 |
3079 |
3007 |
3073 |
+58 |
79 |
9,569 |
+65 |
Dec12 |
110816 |
3089 |
3089 |
3087 |
3087 |
+58 |
215 |
5,065 |
-162 |
Total Volume and Open Interest |
20,770 |
164,066 |
-1,895 |
Coffee "C"(ICE) |
Sep11 |
110816 |
245.30 |
252.00 |
242.00 |
251.55 |
+5.85 |
10,890 |
17,006 |
-3,932 |
Dec11 |
110816 |
248.70 |
255.50 |
245.75 |
255.00 |
+5.60 |
12,837 |
60,273 |
+3,631 |
Mar12 |
110816 |
251.00 |
257.50 |
248.60 |
257.20 |
+5.65 |
1,419 |
15,780 |
+257 |
May12 |
110816 |
250.95 |
258.60 |
250.50 |
258.40 |
+5.50 |
381 |
7,919 |
+227 |
Jul12 |
110816 |
249.90 |
257.05 |
249.90 |
257.05 |
+5.35 |
139 |
2,646 |
+29 |
Sep12 |
110816 |
248.80 |
255.75 |
248.80 |
255.75 |
+5.25 |
53 |
1,857 |
+5 |
Total Volume and Open Interest |
25,804 |
107,124 |
+271 |
Orange Juice(ICE) |
Sep11 |
110816 |
170.00 |
176.75 |
169.50 |
173.20 |
+4.35 |
1,584 |
7,512 |
-1,095 |
Nov11 |
110816 |
162.30 |
167.00 |
162.30 |
162.70 |
+0.65 |
1,550 |
13,588 |
+743 |
Jan12 |
110816 |
162.75 |
164.55 |
162.20 |
162.20 |
+1.25 |
43 |
3,232 |
+4 |
Mar12 |
110816 |
164.00 |
164.00 |
162.90 |
162.90 |
+1.75 |
6 |
1,362 |
+5 |
May12 |
110816 |
162.80 |
162.80 |
162.80 |
162.80 |
+1.75 |
0 |
369 |
+0 |
Jul12 |
110816 |
163.70 |
163.70 |
163.70 |
163.70 |
+2.80 |
0 |
153 |
+0 |
Total Volume and Open Interest |
3,183 |
26,227 |
-343 |
Sugar #11(ICE) |
Oct11 |
110816 |
27.41 |
28.49 |
27.21 |
28.04 |
+0.56 |
19,585 |
258,057 |
-2,194 |
Mar12 |
110816 |
26.60 |
27.61 |
26.40 |
27.20 |
+0.56 |
8,935 |
148,959 |
-220 |
May12 |
110816 |
25.44 |
26.30 |
25.29 |
26.00 |
+0.54 |
2,661 |
44,717 |
+100 |
Jul12 |
110816 |
24.57 |
25.30 |
24.44 |
25.05 |
+0.50 |
1,789 |
62,522 |
+101 |
Oct12 |
110816 |
23.88 |
24.59 |
23.84 |
24.34 |
+0.50 |
606 |
29,128 |
+10 |
Total Volume and Open Interest |
34,658 |
585,468 |
-2,173 |
London Cocoa(LCE) |
Sep11 |
110816 |
1830 |
1887 |
1830 |
1880 |
+43 |
1,512 |
55,925 |
-698 |
Dec11 |
110816 |
1847 |
1905 |
1843 |
1896 |
+43 |
3,282 |
61,884 |
+205 |
Mar12 |
110816 |
1868 |
1920 |
1867 |
1911 |
+39 |
926 |
42,551 |
+182 |
May12 |
110816 |
1880 |
1929 |
1880 |
1921 |
+38 |
50 |
14,064 |
+40 |
Jul12 |
110816 |
1895 |
1935 |
1894 |
1929 |
+35 |
145 |
7,348 |
+86 |
Sep12 |
110816 |
1910 |
1936 |
1905 |
1936 |
+33 |
6 |
5,055 |
+6 |
Dec12 |
110816 |
1921 |
1940 |
1921 |
1940 |
+35 |
7 |
8,622 |
+7 |
Total Volume and Open Interest |
5,928 |
196,355 |
-172 |
London Sugar(LCE) |
Oct11 |
110816 |
728.40 |
753.30 |
727.30 |
748.30 |
+12.50 |
519 |
21,058 |
-340 |
Dec11 |
110816 |
685.00 |
707.40 |
685.00 |
704.30 |
+11.70 |
271 |
7,250 |
-26 |
Mar12 |
110816 |
674.90 |
697.00 |
674.90 |
692.00 |
+9.60 |
200 |
10,491 |
+90 |
May12 |
110816 |
658.50 |
679.00 |
658.50 |
675.40 |
+11.30 |
24 |
3,133 |
-9 |
Aug12 |
110816 |
642.10 |
661.70 |
641.40 |
657.90 |
+12.00 |
34 |
2,120 |
-5 |
Total Volume and Open Interest |
1,149 |
45,746 |
-244 |
Cotton(ICE) |
Oct11 |
110816 |
104.50 |
104.62 |
103.59 |
104.62 |
-0.41 |
75 |
488 |
-23 |
Dec11 |
110816 |
104.04 |
104.24 |
102.36 |
103.85 |
-0.19 |
10,278 |
93,138 |
+200 |
Mar12 |
110816 |
100.95 |
100.95 |
98.76 |
100.59 |
-0.25 |
1,695 |
29,708 |
+92 |
May12 |
110816 |
98.61 |
99.65 |
98.10 |
99.48 |
-0.04 |
439 |
6,326 |
+66 |
Jul12 |
110816 |
97.30 |
98.27 |
96.93 |
98.18 |
+0.11 |
312 |
7,908 |
+106 |
Oct12 |
110816 |
98.56 |
98.56 |
98.56 |
98.56 |
-0.51 |
0 |
3 |
+0 |
Total Volume and Open Interest |
12,815 |
141,627 |
+449 |
Lumber(CME) |
Sep11 |
110816 |
230.5 |
234.1 |
223.6 |
229.5 |
-0.8 |
687 |
3,337 |
-452 |
Nov11 |
110816 |
236.0 |
238.7 |
228.7 |
230.6 |
-4.9 |
583 |
5,235 |
+198 |
Jan12 |
110816 |
255.5 |
259.3 |
250.0 |
253.5 |
-2.0 |
38 |
1,051 |
+1 |
Mar12 |
110816 |
260.5 |
270.0 |
260.5 |
266.0 |
unch |
1 |
148 |
+0 |
Total Volume and Open Interest |
1,309 |
9,773 |
-253 |
Crude Oil(NYM) |
Sep11 |
110816 |
87.68 |
87.93 |
85.62 |
86.65 |
-1.23 |
292,796 |
170,220 |
-32,811 |
Oct11 |
110816 |
87.94 |
88.12 |
85.86 |
86.85 |
-1.29 |
105,366 |
253,216 |
+10,544 |
Nov11 |
110816 |
88.10 |
88.43 |
86.21 |
87.18 |
-1.29 |
48,136 |
144,991 |
+1,966 |
Dec11 |
110816 |
88.54 |
88.80 |
86.60 |
87.56 |
-1.29 |
60,262 |
202,261 |
+3,511 |
Jan12 |
110816 |
88.74 |
89.00 |
87.01 |
87.92 |
-1.30 |
19,137 |
73,635 |
+4,831 |
Feb12 |
110816 |
89.27 |
89.27 |
87.50 |
88.28 |
-1.30 |
8,421 |
24,520 |
+771 |
Mar12 |
110816 |
89.66 |
89.66 |
87.78 |
88.66 |
-1.30 |
6,518 |
38,147 |
+334 |
Apr12 |
110816 |
90.07 |
90.07 |
88.34 |
89.04 |
-1.30 |
2,698 |
24,972 |
+329 |
May12 |
110816 |
89.75 |
89.75 |
89.44 |
89.44 |
-1.28 |
2,665 |
23,005 |
+614 |
Jun12 |
110816 |
89.79 |
90.93 |
88.99 |
89.81 |
-1.27 |
10,921 |
80,798 |
+234 |
Jul12 |
110816 |
91.08 |
91.08 |
89.72 |
90.17 |
-1.27 |
1,116 |
31,689 |
-101 |
Aug12 |
110816 |
91.39 |
91.39 |
89.98 |
90.44 |
-1.27 |
1,007 |
15,869 |
-116 |
Sep12 |
110816 |
90.66 |
90.66 |
90.66 |
90.66 |
-1.27 |
1,253 |
17,867 |
+153 |
Oct12 |
110816 |
90.87 |
90.87 |
90.87 |
90.87 |
-1.27 |
817 |
13,973 |
+51 |
Nov12 |
110816 |
91.10 |
91.10 |
91.10 |
91.10 |
-1.26 |
763 |
19,704 |
-130 |
Dec12 |
110816 |
92.21 |
92.40 |
90.59 |
91.34 |
-1.25 |
14,987 |
146,890 |
-1,254 |
Total Volume and Open Interest |
587,209 |
1,562,834 |
-11,944 |
e-miNY Crude Oil(NYM) |
Aug11 |
110719 |
96.125 |
98.650 |
95.925 |
97.500 |
+1.575 |
4,263 |
3,030 |
-417 |
Sep11 |
110816 |
87.625 |
87.925 |
85.625 |
86.650 |
-1.225 |
8,113 |
3,934 |
-501 |
Oct11 |
110816 |
87.775 |
88.075 |
85.900 |
86.850 |
-1.300 |
821 |
1,083 |
+74 |
Nov11 |
110816 |
87.925 |
88.025 |
86.475 |
87.175 |
-1.300 |
73 |
389 |
+49 |
Dec11 |
110816 |
88.525 |
88.525 |
86.950 |
87.550 |
-1.300 |
88 |
425 |
+22 |
Jan12 |
110816 |
87.925 |
87.925 |
87.925 |
87.925 |
-1.300 |
1 |
6 |
+0 |
Feb12 |
110816 |
88.500 |
88.500 |
88.275 |
88.275 |
-1.300 |
0 |
7 |
+0 |
Mar12 |
110816 |
89.500 |
89.500 |
88.650 |
88.650 |
-1.300 |
0 |
13 |
+0 |
Apr12 |
110816 |
89.050 |
89.050 |
89.050 |
89.050 |
-1.300 |
0 |
8 |
+0 |
May12 |
110816 |
89.450 |
89.450 |
89.450 |
89.450 |
-1.275 |
0 |
3 |
+0 |
Total Volume and Open Interest |
9,096 |
6,076 |
-356 |
Heating Oil(NYM) |
Sep11 |
110816 |
294.25 |
295.67 |
290.72 |
293.26 |
-1.15 |
48,128 |
63,912 |
-3,698 |
Oct11 |
110816 |
294.90 |
296.59 |
291.67 |
294.21 |
-1.18 |
21,464 |
57,415 |
+1,375 |
Nov11 |
110816 |
295.63 |
297.55 |
292.74 |
295.28 |
-1.13 |
10,723 |
37,720 |
+33 |
Dec11 |
110816 |
296.10 |
298.45 |
293.67 |
296.27 |
-1.07 |
15,517 |
50,634 |
+3,220 |
Jan12 |
110816 |
295.50 |
299.28 |
295.09 |
297.29 |
-1.00 |
5,072 |
27,522 |
-1,302 |
Feb12 |
110816 |
295.26 |
298.69 |
295.26 |
297.22 |
-0.91 |
781 |
12,601 |
-95 |
Mar12 |
110816 |
295.30 |
297.63 |
294.98 |
296.26 |
-0.88 |
656 |
8,216 |
+173 |
Apr12 |
110816 |
294.89 |
295.73 |
294.08 |
294.32 |
-0.90 |
325 |
4,582 |
+53 |
May12 |
110816 |
293.35 |
293.57 |
292.43 |
292.43 |
-0.92 |
319 |
4,599 |
+39 |
Jun12 |
110816 |
290.10 |
293.32 |
289.53 |
291.59 |
-0.94 |
823 |
27,189 |
+129 |
Jul12 |
110816 |
291.04 |
293.74 |
291.04 |
292.46 |
-0.94 |
105 |
2,261 |
+5 |
Aug12 |
110816 |
294.74 |
294.88 |
293.66 |
293.66 |
-0.94 |
150 |
1,035 |
-21 |
Total Volume and Open Interest |
104,774 |
310,704 |
+76 |
Gasoline(NYMEX) |
Sep11 |
110816 |
286.94 |
287.51 |
282.89 |
285.38 |
-2.07 |
33,545 |
58,321 |
-2,598 |
Oct11 |
110816 |
270.97 |
272.01 |
267.56 |
270.16 |
-1.43 |
20,059 |
61,227 |
+1,641 |
Nov11 |
110816 |
266.49 |
268.46 |
264.04 |
266.60 |
-1.43 |
8,823 |
33,028 |
+1,011 |
Dec11 |
110816 |
264.01 |
266.99 |
262.50 |
265.04 |
-1.57 |
8,504 |
36,636 |
+1,356 |
Jan12 |
110816 |
264.94 |
265.74 |
263.79 |
265.30 |
-1.59 |
823 |
15,759 |
+97 |
Feb12 |
110816 |
264.58 |
266.96 |
264.58 |
266.51 |
-1.61 |
451 |
6,234 |
-80 |
Mar12 |
110816 |
267.31 |
268.50 |
267.31 |
268.09 |
-1.66 |
1,377 |
9,275 |
+315 |
Apr12 |
110816 |
279.50 |
279.85 |
279.50 |
279.85 |
-1.73 |
465 |
5,851 |
-56 |
May12 |
110816 |
279.87 |
279.87 |
279.87 |
279.87 |
-1.78 |
59 |
2,625 |
-17 |
Jun12 |
110816 |
278.50 |
279.25 |
278.00 |
279.25 |
-1.77 |
697 |
8,931 |
+185 |
Total Volume and Open Interest |
75,210 |
253,499 |
+1,919 |
e-miNY RBOB Gasoline(NYM) |
Sep11 |
110816 |
285.80 |
285.80 |
285.38 |
285.40 |
-2.10 |
0 |
1 |
+0 |
Oct11 |
110816 |
270.20 |
270.20 |
270.16 |
270.20 |
-1.40 |
0 |
1 |
+0 |
Nov11 |
110816 |
266.60 |
266.60 |
266.60 |
266.60 |
-1.40 |
|
|
|
Dec11 |
110816 |
265.00 |
265.04 |
265.00 |
265.00 |
-1.60 |
|
|
|
Total Volume and Open Interest |
0 |
4 |
+0 |
Natural Gas(NYM) |
Sep11 |
110816 |
4.038 |
4.042 |
3.903 |
3.932 |
-0.092 |
106,864 |
117,637 |
-14,219 |
Oct11 |
110816 |
4.049 |
4.056 |
3.921 |
3.942 |
-0.097 |
53,539 |
157,171 |
+5,449 |
Nov11 |
110816 |
4.194 |
4.197 |
4.075 |
4.090 |
-0.094 |
32,959 |
185,707 |
+4,881 |
Dec11 |
110816 |
4.412 |
4.414 |
4.307 |
4.322 |
-0.089 |
20,528 |
75,690 |
+1,504 |
Jan12 |
110816 |
4.504 |
4.504 |
4.404 |
4.425 |
-0.080 |
25,578 |
132,314 |
+937 |
Feb12 |
110816 |
4.475 |
4.476 |
4.414 |
4.426 |
-0.082 |
7,897 |
30,090 |
-81 |
Mar12 |
110816 |
4.418 |
4.442 |
4.387 |
4.400 |
-0.074 |
6,622 |
48,256 |
-200 |
Apr12 |
110816 |
4.437 |
4.437 |
4.350 |
4.371 |
-0.061 |
8,600 |
61,057 |
+834 |
May12 |
110816 |
4.402 |
4.433 |
4.385 |
4.400 |
-0.059 |
993 |
14,119 |
+44 |
Jun12 |
110816 |
4.494 |
4.494 |
4.425 |
4.438 |
-0.056 |
1,754 |
12,588 |
+44 |
Jul12 |
110816 |
4.478 |
4.502 |
4.470 |
4.481 |
-0.054 |
738 |
10,732 |
+65 |
Aug12 |
110816 |
4.525 |
4.525 |
4.495 |
4.506 |
-0.052 |
681 |
9,752 |
-85 |
Sep12 |
110816 |
4.529 |
4.529 |
4.500 |
4.512 |
-0.051 |
521 |
7,376 |
+233 |
Oct12 |
110816 |
4.536 |
4.565 |
4.527 |
4.543 |
-0.050 |
1,876 |
37,806 |
+329 |
Nov12 |
110816 |
4.730 |
4.730 |
4.697 |
4.713 |
-0.040 |
320 |
6,792 |
+49 |
Dec12 |
110816 |
4.970 |
4.970 |
4.950 |
4.960 |
-0.030 |
144 |
12,105 |
+61 |
Total Volume and Open Interest |
270,187 |
994,230 |
-24 |
Brent Crude Oil(ICE) |
Sep11 |
110816 |
109.48 |
109.94 |
108.23 |
109.47 |
-0.44 |
114,508 |
30,182 |
-31,285 |
Oct11 |
110816 |
109.59 |
109.90 |
108.03 |
109.13 |
-0.71 |
167,621 |
157,101 |
+6,729 |
Nov11 |
110816 |
109.17 |
109.69 |
107.86 |
108.91 |
-0.80 |
48,259 |
122,678 |
+3,106 |
Dec11 |
110816 |
109.10 |
109.52 |
107.70 |
108.74 |
-0.86 |
55,707 |
118,564 |
+1,364 |
Jan12 |
110816 |
109.05 |
109.33 |
107.67 |
108.59 |
-0.89 |
11,099 |
30,048 |
+624 |
Feb12 |
110816 |
108.59 |
109.17 |
107.54 |
108.42 |
-0.89 |
7,335 |
16,913 |
-1,592 |
Mar12 |
110816 |
107.89 |
109.00 |
107.37 |
108.25 |
-0.89 |
6,880 |
41,078 |
-64 |
Apr12 |
110816 |
108.02 |
108.88 |
107.34 |
108.12 |
-0.88 |
3,008 |
13,179 |
-20 |
May12 |
110816 |
107.54 |
108.76 |
107.21 |
108.00 |
-0.86 |
2,943 |
12,824 |
+84 |
Jun12 |
110816 |
107.38 |
108.62 |
107.02 |
107.85 |
-0.83 |
8,338 |
49,069 |
-689 |
Jul12 |
110816 |
107.74 |
107.74 |
107.74 |
107.74 |
-0.81 |
827 |
10,524 |
-24 |
Aug12 |
110816 |
107.62 |
107.62 |
107.62 |
107.62 |
-0.79 |
676 |
6,969 |
+25 |
Sep12 |
110816 |
107.44 |
107.44 |
107.44 |
107.44 |
-0.77 |
566 |
8,663 |
+6 |
Oct12 |
110816 |
107.23 |
107.23 |
107.23 |
107.23 |
-0.76 |
234 |
4,692 |
+73 |
Total Volume and Open Interest |
446,737 |
787,493 |
-22,571 |
Gas Oil(ICE) |
Sep11 |
110816 |
923.75 |
929.75 |
915.50 |
927.50 |
+4.75 |
62,040 |
130,080 |
-4,192 |
Oct11 |
110816 |
921.50 |
927.00 |
912.50 |
924.50 |
+5.00 |
42,106 |
95,910 |
-1,242 |
Nov11 |
110816 |
918.00 |
924.50 |
910.25 |
922.00 |
+5.25 |
19,005 |
50,958 |
-777 |
Dec11 |
110816 |
917.00 |
922.75 |
908.75 |
920.50 |
+5.50 |
30,072 |
63,102 |
+1,404 |
Jan12 |
110816 |
917.50 |
922.50 |
910.00 |
921.00 |
+6.00 |
8,840 |
39,041 |
-101 |
Feb12 |
110816 |
913.25 |
921.50 |
911.00 |
921.00 |
+6.50 |
4,366 |
20,500 |
+1,137 |
Mar12 |
110816 |
912.25 |
920.75 |
909.00 |
920.25 |
+6.75 |
2,179 |
17,348 |
+445 |
Apr12 |
110816 |
911.75 |
919.75 |
908.75 |
919.00 |
+6.50 |
1,132 |
11,185 |
+449 |
May12 |
110816 |
908.50 |
918.75 |
908.50 |
918.25 |
+6.50 |
592 |
10,025 |
+68 |
Jun12 |
110816 |
914.25 |
919.50 |
907.25 |
918.25 |
+6.75 |
4,311 |
38,958 |
+294 |
Total Volume and Open Interest |
180,337 |
553,386 |
-2,294 |
Ethanol(CBOT) |
Aug11 |
110803 |
2.836 |
2.836 |
2.800 |
2.800 |
-0.042 |
58 |
178 |
-18 |
Sep11 |
110816 |
2.780 |
2.802 |
2.780 |
2.797 |
+0.002 |
97 |
1,067 |
-35 |
Oct11 |
110816 |
2.695 |
2.717 |
2.695 |
2.717 |
+0.016 |
108 |
1,349 |
+50 |
Nov11 |
110816 |
2.652 |
2.666 |
2.650 |
2.661 |
+0.018 |
59 |
1,193 |
+13 |
Dec11 |
110816 |
2.607 |
2.630 |
2.607 |
2.626 |
+0.019 |
157 |
1,392 |
-126 |
Jan12 |
110816 |
2.567 |
2.567 |
2.555 |
2.559 |
+0.017 |
18 |
805 |
+6 |
Feb12 |
110816 |
2.566 |
2.570 |
2.560 |
2.568 |
+0.028 |
24 |
667 |
+13 |
Mar12 |
110816 |
2.540 |
2.570 |
2.540 |
2.569 |
+0.022 |
23 |
634 |
+5 |
Total Volume and Open Interest |
612 |
9,541 |
-29 |
WTI Crude Oil(ICE) |
Sep11 |
110816 |
87.50 |
87.94 |
85.62 |
86.65 |
-1.23 |
65,750 |
38,518 |
-10,255 |
Oct11 |
110816 |
87.58 |
88.10 |
85.86 |
86.85 |
-1.29 |
34,150 |
58,848 |
+1,124 |
Nov11 |
110816 |
88.00 |
88.40 |
86.22 |
87.18 |
-1.29 |
13,511 |
33,943 |
+929 |
Dec11 |
110816 |
88.05 |
88.81 |
86.60 |
87.56 |
-1.29 |
19,635 |
82,722 |
-668 |
Jan12 |
110816 |
88.88 |
89.04 |
87.10 |
87.92 |
-1.30 |
3,665 |
18,036 |
-362 |
Feb12 |
110816 |
88.36 |
89.53 |
87.43 |
88.28 |
-1.30 |
2,528 |
7,512 |
+380 |
Mar12 |
110816 |
88.88 |
89.77 |
88.06 |
88.66 |
-1.30 |
1,880 |
14,696 |
-17 |
Apr12 |
110816 |
89.23 |
90.25 |
88.48 |
89.04 |
-1.30 |
1,423 |
5,054 |
-70 |
May12 |
110816 |
89.62 |
90.55 |
89.32 |
89.44 |
-1.28 |
1,192 |
3,765 |
+159 |
Jun12 |
110816 |
89.29 |
90.93 |
89.19 |
89.81 |
-1.27 |
4,220 |
30,038 |
+65 |
Jul12 |
110816 |
90.17 |
90.17 |
90.17 |
90.17 |
-1.27 |
37 |
4,975 |
-10 |
Aug12 |
110816 |
90.44 |
90.44 |
90.44 |
90.44 |
-1.27 |
20 |
1,613 |
+0 |
Sep12 |
110816 |
90.66 |
90.66 |
90.66 |
90.66 |
-1.27 |
723 |
5,217 |
-286 |
Oct12 |
110816 |
90.87 |
90.87 |
90.87 |
90.87 |
-1.27 |
10 |
1,171 |
-8 |
Nov12 |
110816 |
91.10 |
91.10 |
91.10 |
91.10 |
-1.26 |
1 |
2,539 |
+0 |
Dec12 |
110816 |
92.01 |
92.43 |
90.60 |
91.34 |
-1.25 |
5,712 |
45,174 |
+996 |
Total Volume and Open Interest |
156,902 |
436,057 |
-7,488 |
US Dollar Index(ICE) |
Sep11 |
110816 |
74.000 |
74.265 |
73.845 |
74.092 |
+0.162 |
21,632 |
52,886 |
+1,638 |
Dec11 |
110816 |
74.490 |
74.630 |
74.430 |
74.473 |
+0.163 |
90 |
730 |
+24 |
Mar12 |
110816 |
74.893 |
74.893 |
74.893 |
74.893 |
+0.162 |
0 |
1 |
+0 |
Total Volume and Open Interest |
21,722 |
53,617 |
+1,662 |
Australian Dollar(CME) |
Sep11 |
110816 |
104.64 |
104.65 |
103.61 |
104.19 |
-0.41 |
93,160 |
100,526 |
-2,111 |
Dec11 |
110816 |
103.16 |
103.57 |
102.58 |
103.14 |
-0.43 |
77 |
895 |
+14 |
Mar12 |
110816 |
102.24 |
102.67 |
102.24 |
102.24 |
-0.43 |
0 |
5 |
+0 |
Total Volume and Open Interest |
93,237 |
101,477 |
-2,097 |
British Pound(CME) |
Sep11 |
110816 |
163.77 |
164.74 |
163.17 |
164.51 |
+0.70 |
74,092 |
100,065 |
+1,298 |
Dec11 |
110816 |
163.36 |
164.48 |
163.12 |
164.35 |
+0.70 |
168 |
396 |
+51 |
Mar12 |
110816 |
164.60 |
164.64 |
163.50 |
164.18 |
+0.68 |
0 |
8 |
+0 |
Total Volume and Open Interest |
74,260 |
100,475 |
+1,349 |
Canadian Dollar(CME) |
Sep11 |
110816 |
101.96 |
101.96 |
101.21 |
101.65 |
-0.19 |
78,273 |
94,910 |
-3,430 |
Dec11 |
110816 |
101.65 |
101.70 |
101.08 |
101.46 |
-0.20 |
324 |
6,983 |
+110 |
Mar12 |
110816 |
101.46 |
101.52 |
101.32 |
101.32 |
-0.20 |
10 |
1,850 |
+4 |
Jun12 |
110816 |
101.31 |
101.40 |
101.19 |
101.19 |
-0.21 |
2 |
397 |
-1 |
Total Volume and Open Interest |
78,615 |
104,341 |
-3,317 |
Japanese Yen(CME) |
Sep11 |
110816 |
130.20 |
130.53 |
130.03 |
130.34 |
+0.02 |
61,336 |
122,044 |
+477 |
Dec11 |
110816 |
130.30 |
130.58 |
130.18 |
130.49 |
+0.02 |
241 |
1,373 |
+52 |
Mar12 |
110816 |
130.68 |
130.68 |
130.66 |
130.68 |
+0.02 |
0 |
49 |
+0 |
Total Volume and Open Interest |
61,577 |
123,486 |
+529 |
Swiss Franc(CME) |
Sep11 |
110816 |
127.87 |
128.84 |
125.77 |
126.15 |
-1.50 |
38,905 |
48,549 |
+497 |
Dec11 |
110816 |
128.01 |
129.18 |
126.08 |
126.43 |
-1.49 |
311 |
1,087 |
-49 |
Mar12 |
110816 |
126.73 |
128.21 |
126.73 |
126.73 |
-1.48 |
2 |
13 |
+0 |
Total Volume and Open Interest |
39,218 |
49,660 |
+448 |
EuroFX(CME) |
Sep11 |
110816 |
144.41 |
144.67 |
143.48 |
143.89 |
-0.55 |
307,301 |
169,933 |
+2,594 |
Dec11 |
110816 |
144.25 |
144.38 |
143.35 |
143.71 |
-0.55 |
534 |
3,405 |
+151 |
Mar12 |
110816 |
144.00 |
144.33 |
143.20 |
143.55 |
-0.56 |
4 |
400 |
-2 |
Total Volume and Open Interest |
307,839 |
174,577 |
+2,743 |
Mexican Peso(CME) |
Aug11 |
110815 |
818.5 |
818.5 |
815.5 |
818.5 |
+3.0 |
|
|
|
Sep11 |
110816 |
815.2 |
816.5 |
810.2 |
813.0 |
-3.5 |
36,006 |
109,098 |
-7,356 |
Total Volume and Open Interest |
36,012 |
109,576 |
-7,355 |
Brazilian Real(CME) |
Sep11 |
110816 |
625.50 |
627.10 |
623.50 |
625.10 |
-0.90 |
61 |
7,270 |
+16 |
Oct11 |
110816 |
621.90 |
622.80 |
621.90 |
621.90 |
-0.90 |
|
|
|
Nov11 |
110816 |
618.75 |
619.65 |
618.75 |
618.75 |
-0.90 |
|
|
|
Dec11 |
110816 |
615.55 |
616.45 |
615.55 |
615.55 |
-0.90 |
67 |
206 |
+67 |
Total Volume and Open Interest |
129 |
22,886 |
+82 |
30-Year T-Bonds(CBOT) |
Sep11 |
110816 |
135~200 |
137~100 |
135~160 |
137~020 |
+0~290 |
254,383 |
641,052 |
-11,678 |
Dec11 |
110816 |
134~080 |
135~290 |
134~040 |
135~230 |
+0~280 |
2,162 |
13,571 |
+622 |
Mar12 |
110816 |
134~090 |
134~090 |
133~130 |
134~090 |
+0~280 |
0 |
47 |
+0 |
Total Volume and Open Interest |
256,545 |
654,670 |
-11,056 |
10-Year T-Notes(CBOT) |
Sep11 |
110816 |
129~125 |
130~080 |
129~115 |
130~025 |
+0~165 |
809,688 |
1,909,322 |
-5,283 |
Dec11 |
110816 |
128~175 |
129~070 |
128~105 |
129~025 |
+0~175 |
9,675 |
28,330 |
+1,515 |
Mar12 |
110816 |
128~025 |
128~025 |
127~170 |
128~025 |
+0~175 |
|
|
|
Total Volume and Open Interest |
819,363 |
1,937,652 |
-3,768 |
5-Year T-Notes(CBOT) |
Sep11 |
110816 |
123~017 |
123~063 |
123~012 |
123~052 |
+0~029 |
338,747 |
1,405,997 |
+8,651 |
Dec11 |
110816 |
122~008 |
122~058 |
122~008 |
122~051 |
+0~034 |
3,187 |
6,024 |
-98 |
Mar12 |
110816 |
121~075 |
121~075 |
121~041 |
121~075 |
+0~034 |
|
|
|
Total Volume and Open Interest |
341,934 |
1,412,021 |
+8,553 |
2 Year T-Notes(CBOT) |
Sep11 |
110816 |
110~037 |
110~040 |
110~036 |
110~039 |
+0~001 |
149,023 |
961,814 |
-14,363 |
Dec11 |
110816 |
110~032 |
110~036 |
110~029 |
110~036 |
+0~004 |
351 |
6,826 |
+27 |
Mar12 |
110816 |
109~102 |
109~102 |
109~098 |
109~102 |
+0~004 |
|
|
|
Total Volume and Open Interest |
149,374 |
968,640 |
-14,336 |
Eurodollars(CME) |
Sep11 |
110816 |
99.607 |
99.640 |
99.598 |
99.625 |
+0.022 |
180,040 |
1,190,529 |
-2,698 |
Dec11 |
110816 |
99.510 |
99.535 |
99.495 |
99.520 |
+0.020 |
228,057 |
1,012,049 |
-14,527 |
Mar12 |
110816 |
99.545 |
99.570 |
99.530 |
99.550 |
+0.010 |
133,988 |
1,113,454 |
-22,524 |
Jun12 |
110816 |
99.575 |
99.595 |
99.560 |
99.580 |
+0.005 |
144,893 |
1,325,540 |
+1,262 |
Sep12 |
110816 |
99.575 |
99.590 |
99.560 |
99.580 |
unch |
156,675 |
908,118 |
-920 |
Dec12 |
110816 |
99.540 |
99.560 |
99.530 |
99.545 |
-0.005 |
150,983 |
767,539 |
+5,719 |
Mar13 |
110816 |
99.525 |
99.545 |
99.505 |
99.520 |
-0.010 |
127,520 |
756,833 |
-27,546 |
Jun13 |
110816 |
99.440 |
99.480 |
99.430 |
99.445 |
-0.010 |
86,397 |
565,364 |
-1,596 |
Sep13 |
110816 |
99.305 |
99.370 |
99.300 |
99.325 |
-0.005 |
65,925 |
517,844 |
-17,606 |
Dec13 |
110816 |
99.115 |
99.190 |
99.110 |
99.145 |
+0.005 |
67,101 |
426,047 |
+1,526 |
Mar14 |
110816 |
98.905 |
98.990 |
98.900 |
98.950 |
+0.015 |
38,584 |
281,620 |
-750 |
Jun14 |
110816 |
98.665 |
98.755 |
98.665 |
98.730 |
+0.035 |
41,995 |
274,999 |
+396 |
Sep14 |
110816 |
98.430 |
98.530 |
98.425 |
98.510 |
+0.050 |
29,423 |
139,644 |
+7,241 |
Dec14 |
110816 |
98.190 |
98.295 |
98.185 |
98.280 |
+0.065 |
21,993 |
122,501 |
-2,795 |
Mar15 |
110816 |
97.955 |
98.080 |
97.955 |
98.070 |
+0.075 |
16,981 |
112,858 |
-1,578 |
Jun15 |
110816 |
5.985 |
6.120 |
5.985 |
6.115 |
+0.090 |
17,564 |
112,049 |
-392 |
Sep15 |
110816 |
5.765 |
5.910 |
5.760 |
5.905 |
+0.105 |
6,783 |
64,323 |
-187 |
Dec15 |
110816 |
5.540 |
5.695 |
5.540 |
5.695 |
+0.115 |
6,593 |
51,762 |
-146 |
Total Volume and Open Interest |
1,541,838 |
9,946,910 |
+9,946,910 |
30 Day Federal Funds(CBOT) |
Aug11 |
110816 |
99.895 |
99.897 |
99.893 |
99.895 |
unch |
3,162 |
84,632 |
-545 |
Sep11 |
110816 |
99.895 |
99.905 |
99.895 |
99.900 |
unch |
1,294 |
55,854 |
+38 |
Oct11 |
110816 |
99.905 |
99.910 |
99.900 |
99.905 |
+0.005 |
1,477 |
55,674 |
-107 |
Nov11 |
110816 |
99.910 |
99.910 |
99.905 |
99.905 |
unch |
1,237 |
52,854 |
-374 |
Dec11 |
110816 |
99.915 |
99.915 |
99.910 |
99.915 |
unch |
1,548 |
63,074 |
-576 |
Jan12 |
110816 |
99.910 |
99.910 |
99.900 |
99.905 |
unch |
3,498 |
54,203 |
+1,992 |
Total Volume and Open Interest |
21,119 |
830,622 |
+733 |
30 Day Fed Funds(e-CBOT) |
3-Mth Euro-Yen(CME) |
Sep11 |
110816 |
99.680 |
99.680 |
99.680 |
99.680 |
unch |
0 |
66 |
+0 |
Dec11 |
110816 |
99.685 |
99.685 |
99.685 |
99.685 |
+0.002 |
0 |
332 |
+0 |
Mar12 |
110816 |
99.692 |
99.692 |
99.692 |
99.692 |
+0.002 |
0 |
340 |
+0 |
Jun12 |
110816 |
99.690 |
99.690 |
99.690 |
99.690 |
+0.003 |
|
|
|
Sep12 |
110816 |
99.615 |
99.615 |
99.615 |
99.615 |
unch |
|
|
|
Dec12 |
110816 |
99.675 |
99.675 |
99.675 |
99.675 |
unch |
|
|
|
Mar13 |
110816 |
99.675 |
99.675 |
99.675 |
99.675 |
unch |
|
|
|
Jun13 |
110816 |
99.630 |
99.630 |
99.630 |
99.630 |
unch |
|
|
|
Sep13 |
110816 |
99.490 |
99.490 |
99.490 |
99.490 |
unch |
|
|
|
Dec13 |
110816 |
99.350 |
99.350 |
99.350 |
99.350 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
738 |
+0 |
3-Mth Euro-Yen(SGX) |
Sep11 |
110816 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
0 |
1,283 |
+0 |
Dec11 |
110816 |
99.68 |
99.68 |
99.68 |
99.68 |
+0.00 |
0 |
1,478 |
+0 |
Mar12 |
110816 |
99.69 |
99.69 |
99.69 |
99.69 |
+0.00 |
2 |
2,083 |
+0 |
Jun12 |
110816 |
99.69 |
99.69 |
99.69 |
99.69 |
+0.00 |
0 |
1,376 |
+0 |
Sep12 |
110816 |
99.61 |
99.61 |
99.61 |
99.61 |
unch |
0 |
411 |
+0 |
Dec12 |
110816 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
0 |
49 |
+0 |
Mar13 |
110816 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
0 |
1 |
+0 |
Jun13 |
110816 |
99.63 |
99.63 |
99.63 |
99.63 |
unch |
|
|
|
Total Volume and Open Interest |
2 |
6,683 |
+0 |
Japanese Gov't Bonds(SGX) |
Sep11 |
110816 |
142.10 |
142.31 |
142.02 |
142.31 |
+0.22 |
2,620 |
24,285 |
-365 |
Dec11 |
110816 |
141.50 |
141.94 |
141.50 |
141.94 |
+0.26 |
2 |
8 |
+2 |
Mar12 |
110816 |
139.85 |
139.85 |
139.85 |
139.85 |
+0.26 |
|
|
|
Total Volume and Open Interest |
2,622 |
24,293 |
-363 |
Euro-Bund(EUREX) |
Sep11 |
110816 |
132.87 |
133.79 |
132.52 |
133.11 |
+0.18 |
374,887 |
929,980 |
-25,769 |
Dec11 |
110816 |
131.55 |
132.17 |
130.99 |
131.53 |
+0.13 |
461 |
5,722 |
+358 |
Mar12 |
110816 |
132.11 |
132.11 |
132.11 |
132.11 |
+0.18 |
0 |
1 |
+0 |
Total Volume and Open Interest |
375,348 |
935,703 |
-25,411 |
Euro-Bobl(EUREX) |
Sep11 |
110816 |
121.23 |
121.79 |
120.97 |
121.38 |
+0.13 |
267,196 |
682,912 |
-1,675 |
Dec11 |
110816 |
120.44 |
120.73 |
120.30 |
120.30 |
+0.10 |
53 |
879 |
+43 |
Mar12 |
110816 |
120.38 |
120.38 |
120.38 |
120.38 |
+0.13 |
|
|
|
Total Volume and Open Interest |
267,249 |
683,791 |
-1,632 |
3-Mth Euribor(EUREX) |
Sep11 |
110816 |
98.510 |
98.525 |
98.510 |
98.525 |
+0.015 |
10 |
2,009 |
+0 |
Dec11 |
110816 |
98.735 |
98.735 |
98.705 |
98.705 |
unch |
12 |
1,478 |
+11 |
Mar12 |
110816 |
98.810 |
98.815 |
98.810 |
98.815 |
unch |
12 |
2,508 |
+2 |
Total Volume and Open Interest |
107 |
10,004 |
-7 |
Long Gilt(LIFFE) |
Sep11 |
110816 |
128~14 |
128~18 |
127~20 |
128~02 |
-0~05 |
64,974 |
353,322 |
-6,043 |
Dec11 |
110816 |
127~04 |
127~04 |
126~24 |
126~25 |
-0~05 |
228 |
223 |
+205 |
Total Volume and Open Interest |
65,202 |
353,545 |
-5,838 |
3-Mth Short Sterling(LIFFE) |
Sep11 |
110816 |
99.13 |
99.13 |
99.09 |
99.11 |
-0.01 |
25,185 |
391,514 |
-2,261 |
Dec11 |
110816 |
99.15 |
99.15 |
99.07 |
99.09 |
-0.05 |
50,475 |
477,514 |
-10,351 |
Mar12 |
110816 |
99.16 |
99.17 |
99.07 |
99.10 |
-0.04 |
45,465 |
373,025 |
-13,164 |
Jun12 |
110816 |
99.16 |
99.17 |
99.07 |
99.10 |
-0.03 |
28,217 |
250,625 |
-1,973 |
Sep12 |
110816 |
99.13 |
99.15 |
99.03 |
99.07 |
-0.03 |
33,909 |
270,017 |
-2,139 |
Dec12 |
110816 |
99.06 |
99.09 |
98.95 |
98.99 |
-0.04 |
43,725 |
251,079 |
+3,317 |
Total Volume and Open Interest |
291,353 |
2,457,967 |
-27,179 |
3-Mth Euribor(LIFFE) |
Sep11 |
110816 |
98.505 |
98.540 |
98.505 |
98.525 |
+0.020 |
160,699 |
641,194 |
-17,600 |
Dec11 |
110816 |
98.705 |
98.755 |
98.670 |
98.705 |
unch |
150,225 |
611,105 |
-7,601 |
Mar12 |
110816 |
98.815 |
98.885 |
98.770 |
98.815 |
unch |
101,856 |
477,257 |
+3,087 |
Total Volume and Open Interest |
732,194 |
3,484,664 |
-50,598 |
3-Mth Aus T-Bills(SFE) |
Sep11 |
110816 |
95.41 |
95.46 |
95.32 |
95.45 |
+0.03 |
34,434 |
291,735 |
+9,919 |
Dec11 |
110816 |
95.97 |
96.01 |
95.83 |
96.01 |
+0.05 |
50,018 |
329,277 |
+15,020 |
Mar12 |
110816 |
96.14 |
96.21 |
96.02 |
96.21 |
+0.08 |
19,144 |
183,516 |
+6,738 |
Jun12 |
110816 |
96.09 |
96.15 |
95.98 |
96.15 |
+0.06 |
6,139 |
96,647 |
+1,670 |
Sep12 |
110816 |
95.95 |
95.99 |
95.83 |
95.98 |
+0.03 |
4,799 |
66,664 |
+1,093 |
Dec12 |
110816 |
95.78 |
95.83 |
95.64 |
95.80 |
+0.02 |
4,581 |
36,672 |
+804 |
Mar13 |
110816 |
95.69 |
95.70 |
95.49 |
95.66 |
+0.01 |
2,592 |
38,993 |
+532 |
Jun13 |
110816 |
95.56 |
95.56 |
95.37 |
95.52 |
+0.01 |
1,271 |
18,072 |
+344 |
Sep13 |
110816 |
95.35 |
95.39 |
95.28 |
95.39 |
unch |
22 |
3,187 |
+8 |
Dec13 |
110816 |
95.24 |
95.29 |
95.14 |
95.29 |
+0.02 |
23 |
1,679 |
-3 |
Total Volume and Open Interest |
123,023 |
1,066,586 |
+36,125 |
10-Year Aus T-Bonds(SFE) |
Sep11 |
110816 |
95.45 |
95.51 |
95.39 |
95.50 |
+0.05 |
63,131 |
542,042 |
+6,996 |
Dec11 |
110816 |
95.50 |
95.50 |
95.50 |
95.50 |
+0.05 |
|
|
|
Total Volume and Open Interest |
63,131 |
542,042 |
+6,996 |
3-Year Aus T-Bonds(SFE) |
Sep11 |
110816 |
96.08 |
96.17 |
95.99 |
96.16 |
+0.07 |
180,411 |
1,242,001 |
-63,007 |
Dec11 |
110816 |
96.16 |
96.16 |
96.16 |
96.16 |
+0.07 |
|
|
|
Total Volume and Open Interest |
180,411 |
1,242,001 |
-63,007 |
Gold(CMX) |
Aug11 |
110816 |
1769.0 |
1787.3 |
1761.6 |
1782.4 |
+26.9 |
976 |
1,101 |
-371 |
Oct11 |
110816 |
1766.7 |
1788.4 |
1762.1 |
1783.4 |
+27.0 |
7,611 |
26,762 |
-228 |
Dec11 |
110816 |
1768.5 |
1790.0 |
1763.6 |
1785.0 |
+27.0 |
127,711 |
360,671 |
-2,622 |
Feb12 |
110816 |
1770.7 |
1792.0 |
1766.4 |
1787.1 |
+27.0 |
1,660 |
25,058 |
+225 |
Apr12 |
110816 |
1769.5 |
1793.0 |
1769.5 |
1789.1 |
+27.0 |
141 |
7,023 |
+51 |
Jun12 |
110816 |
1776.6 |
1795.1 |
1776.6 |
1791.1 |
+27.0 |
22 |
15,891 |
+8 |
Aug12 |
110816 |
1791.9 |
1795.8 |
1791.9 |
1792.8 |
+27.0 |
6 |
6,187 |
+3 |
Oct12 |
110816 |
1791.9 |
1795.0 |
1791.9 |
1794.7 |
+27.0 |
4 |
4,183 |
+0 |
Dec12 |
110816 |
1780.4 |
1800.3 |
1779.4 |
1796.7 |
+27.1 |
73 |
11,974 |
+12 |
Feb13 |
110816 |
1798.5 |
1798.5 |
1798.5 |
1798.5 |
+27.1 |
0 |
1,578 |
+0 |
Apr13 |
110816 |
1800.5 |
1800.5 |
1800.5 |
1800.5 |
+27.1 |
0 |
335 |
+0 |
Jun13 |
110816 |
1802.9 |
1802.9 |
1802.9 |
1802.9 |
+27.1 |
25 |
11,785 |
+25 |
Total Volume and Open Interest |
140,141 |
510,731 |
-2,860 |
Silver(CMX) |
Sep11 |
110816 |
3994.5 |
4017.5 |
3929.0 |
3981.9 |
+51.2 |
31,303 |
41,290 |
-976 |
Dec11 |
110816 |
3978.5 |
4020.0 |
3933.0 |
3984.8 |
+51.1 |
9,636 |
43,411 |
+810 |
Mar12 |
110816 |
3970.0 |
4001.5 |
3937.5 |
3986.1 |
+51.2 |
325 |
6,529 |
-41 |
May12 |
110816 |
3999.0 |
3999.0 |
3985.0 |
3985.0 |
+51.4 |
2 |
2,275 |
+0 |
Jul12 |
110816 |
3946.5 |
4000.0 |
3946.0 |
3983.1 |
+51.4 |
4 |
1,952 |
+1 |
Sep12 |
110816 |
3989.5 |
3998.0 |
3979.9 |
3979.9 |
+51.3 |
9 |
314 |
+6 |
Dec12 |
110816 |
3969.5 |
4001.5 |
3931.5 |
3973.3 |
+51.3 |
38 |
8,437 |
+21 |
Total Volume and Open Interest |
41,426 |
115,859 |
-313 |
Platinum(NYMEX) |
Oct11 |
110816 |
1811.5 |
1828.0 |
1810.0 |
1818.1 |
+20.9 |
5,379 |
33,407 |
+73 |
Jan12 |
110816 |
1819.4 |
1828.0 |
1817.1 |
1820.6 |
+20.4 |
81 |
2,163 |
+28 |
Apr12 |
110816 |
1822.6 |
1823.9 |
1822.6 |
1823.9 |
+20.7 |
13 |
343 |
+12 |
Jul12 |
110816 |
1827.5 |
1827.5 |
1827.5 |
1827.5 |
+20.7 |
1 |
12 |
-1 |
Total Volume and Open Interest |
5,474 |
35,927 |
+112 |
Palladium(NYMEX) |
Sep11 |
110816 |
750.00 |
758.70 |
741.85 |
756.50 |
+10.15 |
2,824 |
15,334 |
-421 |
Dec11 |
110816 |
751.55 |
758.75 |
743.50 |
758.20 |
+10.30 |
299 |
5,616 |
+202 |
Mar12 |
110816 |
103.99 |
103.99 |
103.99 |
103.99 |
+10.30 |
0 |
92 |
+0 |
Total Volume and Open Interest |
3,124 |
21,047 |
-218 |
Copper(CMX) |
Sep11 |
110816 |
402.80 |
404.55 |
395.15 |
399.40 |
-3.80 |
26,071 |
33,398 |
-2,245 |
Dec11 |
110816 |
405.00 |
406.55 |
397.40 |
401.50 |
-3.80 |
6,598 |
62,222 |
+667 |
Mar12 |
110816 |
407.15 |
407.85 |
399.90 |
403.20 |
-3.75 |
360 |
17,960 |
-95 |
May12 |
110816 |
401.55 |
404.00 |
400.00 |
404.00 |
-3.65 |
84 |
4,188 |
+67 |
Jul12 |
110816 |
402.45 |
404.40 |
402.45 |
404.35 |
-3.55 |
8 |
1,109 |
+0 |
Total Volume and Open Interest |
34,080 |
125,510 |
-1,527 |
DJIA Index(CBOT) |
Sep11 |
110816 |
11388 |
11445 |
11278 |
11387 |
-16 |
2,920 |
11,859 |
-2,473 |
Dec11 |
110816 |
11312 |
11329 |
11312 |
11312 |
-17 |
1 |
97 |
+0 |
Mar12 |
110816 |
11243 |
11260 |
11243 |
11243 |
-17 |
|
|
|
Jun12 |
110816 |
11173 |
11190 |
11173 |
11173 |
-17 |
|
|
|
Total Volume and Open Interest |
2,921 |
11,956 |
-2,473 |
E-mini DJIA Index(CBOT) |
Sep11 |
110816 |
11403 |
11450 |
11256 |
11387 |
-16 |
110,971 |
81,920 |
-4,753 |
Dec11 |
110816 |
11338 |
11350 |
11207 |
11312 |
-17 |
134 |
557 |
+44 |
Mar12 |
110816 |
11243 |
11243 |
11243 |
11243 |
-17 |
0 |
13 |
+0 |
Jun12 |
110816 |
11173 |
11173 |
11173 |
11173 |
-17 |
|
|
|
Total Volume and Open Interest |
111,105 |
82,490 |
-4,709 |
S & P 500(CME) |
Sep11 |
110816 |
1197.70 |
1201.20 |
1178.00 |
1192.30 |
-6.10 |
16,363 |
351,547 |
+5,447 |
Dec11 |
110816 |
1184.00 |
1194.70 |
1174.70 |
1186.60 |
-6.10 |
397 |
16,508 |
-11 |
Mar12 |
110816 |
1181.00 |
1189.10 |
1169.10 |
1181.00 |
-6.10 |
40 |
244 |
+7 |
Jun12 |
110816 |
1175.50 |
1183.60 |
1163.60 |
1175.50 |
-6.10 |
0 |
29 |
+0 |
Total Volume and Open Interest |
16,800 |
368,328 |
+5,443 |
S & P 500 E-Mini(Globex) |
Sep11 |
110816 |
1196.50 |
1201.50 |
1177.50 |
1192.25 |
-6.25 |
2,002,026 |
3,367,839 |
-3,910 |
Dec11 |
110816 |
1191.50 |
1195.00 |
1172.50 |
1186.50 |
-6.25 |
2,211 |
57,921 |
+942 |
Total Volume and Open Interest |
2,004,245 |
3,426,191 |
-2,961 |
NASDAQ 100(CME) |
Sep11 |
110816 |
2202.00 |
2210.00 |
2164.00 |
2199.00 |
-7.50 |
2,239 |
23,144 |
+1,110 |
Dec11 |
110816 |
2189.00 |
2198.00 |
2180.00 |
2193.50 |
-7.50 |
5 |
13 |
-2 |
Mar12 |
110816 |
2190.30 |
2190.30 |
2189.80 |
2190.30 |
-7.50 |
|
|
|
Total Volume and Open Interest |
2,244 |
23,157 |
+1,108 |
NASDAQ 100 E-Mini(Globex) |
Sep11 |
110816 |
2204.50 |
2211.30 |
2163.50 |
2199.00 |
-7.50 |
224,281 |
339,517 |
+6,051 |
Dec11 |
110816 |
2199.50 |
2205.00 |
2160.00 |
2193.50 |
-7.50 |
173 |
5,789 |
+16 |
Total Volume and Open Interest |
224,454 |
345,316 |
+6,067 |
S & P Midcap 400(CME) |
Sep11 |
110816 |
857.00 |
857.00 |
850.00 |
855.90 |
-5.50 |
438 |
4,624 |
+1 |
Dec11 |
110816 |
852.60 |
852.60 |
852.60 |
852.60 |
-5.50 |
|
|
|
Mar12 |
110816 |
850.90 |
850.90 |
850.90 |
850.90 |
-5.50 |
|
|
|
Total Volume and Open Interest |
438 |
4,624 |
+1 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Sep11 |
110816 |
9120 |
9155 |
8995 |
9070 |
-75 |
5,549 |
32,153 |
+415 |
Dec11 |
110816 |
9110 |
9115 |
8965 |
9040 |
-75 |
0 |
230 |
+0 |
Total Volume and Open Interest |
5,549 |
32,383 |
+415 |
Nikkei 225(SGX) |
Sep11 |
110816 |
9065 |
9150 |
9045 |
9075 |
unch |
111,949 |
222,890 |
-9,365 |
Dec11 |
110816 |
9015 |
9360 |
9010 |
9010 |
-10 |
204 |
9,926 |
-4 |
Mar12 |
110816 |
9005 |
9005 |
9005 |
9005 |
-5 |
0 |
11 |
+0 |
Total Volume and Open Interest |
112,252 |
238,997 |
-9,407 |
CAC 40(EURONEXT) |
Aug11 |
110816 |
3251.0 |
3269.5 |
3161.0 |
3228.5 |
-7.5 |
89,835 |
327,758 |
-67,092 |
Sep11 |
110816 |
3247.5 |
3254.0 |
3157.0 |
3224.5 |
-7.5 |
9,516 |
76,315 |
-5,987 |
Oct11 |
110816 |
3218.0 |
3221.0 |
3218.0 |
3221.0 |
-8.0 |
300 |
305 |
+299 |
Total Volume and Open Interest |
99,660 |
404,425 |
-72,773 |
Hang Seng Index(HKFE) |
Aug11 |
110816 |
20213 |
20360 |
20041 |
20117 |
-47 |
76,924 |
101,016 |
+911 |
Sep11 |
110816 |
20126 |
20261 |
19950 |
20022 |
-50 |
1,325 |
9,586 |
+219 |
Total Volume and Open Interest |
78,520 |
115,036 |
+1,237 |
DAX(EUREX) |
Sep11 |
110816 |
6037.5 |
6050.0 |
5851.5 |
5999.0 |
-27.5 |
125,183 |
175,082 |
+6 |
Dec11 |
110816 |
6044.0 |
6059.5 |
5876.5 |
6017.0 |
-28.0 |
415 |
11,567 |
+180 |
Mar12 |
110816 |
6065.5 |
6065.5 |
5915.5 |
6039.0 |
-27.5 |
53 |
1,231 |
+22 |
Total Volume and Open Interest |
125,651 |
187,880 |
+208 |
FT-SE 100(EURONEXT) |
Sep11 |
110816 |
5372.00 |
5380.00 |
5250.50 |
5349.00 |
+16.50 |
93,838 |
618,285 |
-1,934 |
Dec11 |
110816 |
5263.00 |
5345.00 |
5239.50 |
5323.50 |
+16.50 |
12 |
771 |
+8 |
Mar12 |
110816 |
5211.50 |
5285.00 |
5211.50 |
5285.00 |
+16.00 |
1 |
185 |
+1 |
Total Volume and Open Interest |
93,851 |
619,427 |
-1,925 |
SPI 200(SFE) |
Sep11 |
110816 |
4270.0 |
4312.0 |
4213.0 |
4228.0 |
-42.0 |
50,596 |
341,184 |
+1,973 |
Dec11 |
110816 |
4274.0 |
4311.0 |
4237.0 |
4237.0 |
-41.0 |
279 |
6,644 |
+151 |
Mar12 |
110816 |
4213.0 |
4213.0 |
4213.0 |
4213.0 |
-40.0 |
0 |
2,448 |
+0 |
Total Volume and Open Interest |
50,882 |
357,764 |
+2,131 |
GSCI(CME) |
Sep11 |
110816 |
648.00 |
652.80 |
646.00 |
649.00 |
-3.75 |
546 |
8,799 |
-233 |
Oct11 |
110816 |
648.30 |
653.30 |
646.50 |
649.50 |
-3.75 |
|
|
|
Nov11 |
110816 |
651.00 |
655.05 |
648.00 |
651.00 |
-4.00 |
|
|
|
Total Volume and Open Interest |
546 |
8,799 |
|
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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