|
MRCI's End of Day Prices |
Daily Futures Price Listing Thu August 18, 2011 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Sep11 |
110818 |
1356.75 |
1359.00 |
1336.00 |
1352.00 |
-4.75 |
15,012 |
37,651 |
-1,426 |
Nov11 |
110818 |
1366.75 |
1369.00 |
1345.00 |
1361.00 |
-5.75 |
93,652 |
296,619 |
+3,858 |
Jan12 |
110818 |
1377.00 |
1378.00 |
1356.75 |
1371.75 |
-6.00 |
13,576 |
60,652 |
-382 |
Mar12 |
110818 |
1380.00 |
1381.75 |
1362.00 |
1377.00 |
-6.25 |
15,090 |
34,510 |
+4,195 |
May12 |
110818 |
1384.25 |
1385.00 |
1365.00 |
1377.50 |
-6.00 |
5,078 |
37,460 |
+175 |
Jul12 |
110818 |
1386.25 |
1386.25 |
1368.25 |
1379.50 |
-6.50 |
3,868 |
20,329 |
+907 |
Aug12 |
110818 |
1368.00 |
1374.00 |
1368.00 |
1368.00 |
-6.00 |
11 |
238 |
+0 |
Sep12 |
110818 |
1346.00 |
1351.00 |
1346.00 |
1346.00 |
-5.00 |
12 |
177 |
+1 |
Nov12 |
110818 |
1331.50 |
1334.50 |
1314.25 |
1329.75 |
-4.50 |
1,989 |
20,422 |
+294 |
Jan13 |
110818 |
1323.75 |
1339.25 |
1323.75 |
1334.75 |
-4.50 |
0 |
5,123 |
+0 |
Mar13 |
110818 |
1340.00 |
1340.75 |
1336.25 |
1336.25 |
-4.50 |
0 |
106 |
+0 |
May13 |
110818 |
1336.00 |
1340.50 |
1336.00 |
1336.00 |
-4.50 |
0 |
20 |
+0 |
Jul13 |
110818 |
1341.00 |
1345.50 |
1341.00 |
1341.00 |
-4.50 |
5 |
157 |
+3 |
Aug13 |
110818 |
1329.00 |
1333.50 |
1329.00 |
1329.00 |
-4.50 |
|
|
|
Total Volume and Open Interest |
148,301 |
514,515 |
+7,630 |
Soybean Meal(CBOT) |
Sep11 |
110818 |
354.20 |
355.30 |
350.00 |
353.00 |
-1.00 |
16,307 |
28,070 |
-384 |
Oct11 |
110818 |
356.80 |
357.50 |
352.20 |
355.30 |
-1.60 |
5,849 |
23,002 |
-264 |
Dec11 |
110818 |
360.90 |
361.70 |
356.10 |
359.40 |
-1.70 |
31,618 |
80,884 |
+1,158 |
Jan12 |
110818 |
361.40 |
362.60 |
358.30 |
361.40 |
-1.60 |
2,370 |
9,062 |
+373 |
Mar12 |
110818 |
363.60 |
365.50 |
361.10 |
364.10 |
-1.70 |
768 |
7,099 |
+39 |
May12 |
110818 |
362.30 |
366.30 |
362.00 |
364.70 |
-1.70 |
1,291 |
9,978 |
+279 |
Jul12 |
110818 |
363.00 |
367.10 |
362.80 |
365.40 |
-1.70 |
1,598 |
4,162 |
+115 |
Aug12 |
110818 |
362.00 |
363.80 |
361.80 |
362.40 |
-1.40 |
52 |
587 |
+13 |
Sep12 |
110818 |
356.50 |
357.00 |
355.50 |
356.10 |
-0.90 |
63 |
770 |
+22 |
Oct12 |
110818 |
347.10 |
347.10 |
346.20 |
347.10 |
+0.90 |
28 |
910 |
+10 |
Total Volume and Open Interest |
60,109 |
166,791 |
+1,447 |
Soybean Oil(CBOT) |
Sep11 |
110818 |
55.61 |
55.70 |
54.55 |
55.27 |
-0.38 |
15,011 |
40,242 |
-346 |
Oct11 |
110818 |
55.84 |
55.86 |
54.76 |
55.46 |
-0.40 |
7,400 |
31,277 |
+883 |
Dec11 |
110818 |
56.15 |
56.33 |
55.11 |
55.83 |
-0.41 |
48,414 |
137,487 |
+180 |
Jan12 |
110818 |
56.49 |
56.54 |
55.47 |
56.13 |
-0.41 |
3,403 |
29,989 |
-138 |
Mar12 |
110818 |
56.30 |
56.47 |
55.75 |
56.42 |
-0.41 |
4,855 |
19,482 |
+1,732 |
May12 |
110818 |
56.45 |
56.99 |
56.13 |
56.58 |
-0.41 |
2,763 |
11,286 |
+191 |
Jul12 |
110818 |
57.00 |
57.15 |
56.33 |
56.74 |
-0.41 |
971 |
7,060 |
+222 |
Aug12 |
110818 |
57.00 |
57.18 |
56.77 |
56.77 |
-0.41 |
4 |
515 |
+0 |
Sep12 |
110818 |
57.00 |
57.21 |
56.80 |
56.80 |
-0.41 |
22 |
398 |
+0 |
Oct12 |
110818 |
57.10 |
57.23 |
56.82 |
56.82 |
-0.41 |
24 |
393 |
+22 |
Total Volume and Open Interest |
83,040 |
280,717 |
+2,821 |
Canola(WCE) |
Nov11 |
110818 |
556.5 |
557.7 |
551.2 |
553.5 |
-4.1 |
8,260 |
108,866 |
-3,454 |
Jan12 |
110818 |
565.5 |
566.0 |
559.5 |
561.9 |
-4.1 |
1,687 |
28,490 |
+643 |
Mar12 |
110818 |
569.4 |
573.1 |
569.4 |
569.8 |
-4.0 |
1,094 |
11,733 |
+616 |
May12 |
110818 |
578.7 |
579.6 |
576.6 |
576.6 |
-3.4 |
285 |
8,348 |
+98 |
Jul12 |
110818 |
581.0 |
583.0 |
581.0 |
581.7 |
-3.0 |
113 |
3,956 |
+36 |
Total Volume and Open Interest |
12,035 |
163,549 |
-1,705 |
Corn(CBOT) |
Sep11 |
110818 |
710.50 |
711.00 |
695.00 |
699.00 |
-12.50 |
56,827 |
161,716 |
-3,950 |
Dec11 |
110818 |
724.00 |
725.00 |
708.50 |
713.00 |
-12.50 |
133,026 |
681,201 |
+4,673 |
Mar12 |
110818 |
737.50 |
737.75 |
721.75 |
726.00 |
-12.50 |
17,362 |
172,470 |
+2,652 |
May12 |
110818 |
742.00 |
742.00 |
727.25 |
730.00 |
-12.75 |
4,148 |
37,070 |
+1,005 |
Jul12 |
110818 |
743.00 |
743.25 |
728.50 |
732.00 |
-12.75 |
7,897 |
74,548 |
+1,239 |
Sep12 |
110818 |
691.50 |
695.50 |
680.00 |
682.00 |
-13.50 |
1,201 |
13,423 |
+238 |
Dec12 |
110818 |
648.50 |
650.00 |
637.25 |
640.00 |
-10.50 |
6,085 |
83,566 |
+2,227 |
Mar13 |
110818 |
658.25 |
658.75 |
645.75 |
648.25 |
-10.50 |
77 |
17,772 |
+27 |
May13 |
110818 |
659.00 |
663.25 |
652.75 |
652.75 |
-10.50 |
27 |
499 |
+3 |
Jul13 |
110818 |
658.00 |
667.75 |
657.25 |
657.25 |
-10.50 |
59 |
829 |
+43 |
Total Volume and Open Interest |
226,877 |
1,253,370 |
+8,182 |
Wheat(CBOT) |
Sep11 |
110818 |
727.00 |
728.50 |
699.50 |
707.75 |
-19.75 |
28,630 |
61,920 |
-4,129 |
Dec11 |
110818 |
757.50 |
759.50 |
731.00 |
739.25 |
-18.75 |
42,449 |
205,066 |
+74 |
Mar12 |
110818 |
787.00 |
789.00 |
760.50 |
770.25 |
-17.50 |
7,507 |
69,973 |
+1,138 |
May12 |
110818 |
801.00 |
801.00 |
775.25 |
782.75 |
-18.75 |
1,114 |
13,813 |
+190 |
Jul12 |
110818 |
803.75 |
805.25 |
776.00 |
785.50 |
-18.00 |
1,769 |
53,298 |
+61 |
Sep12 |
110818 |
808.75 |
809.00 |
792.50 |
799.25 |
-18.25 |
81 |
2,709 |
-4 |
Total Volume and Open Interest |
82,377 |
432,226 |
-2,484 |
Wheat(KCBT) |
Sep11 |
110818 |
822.50 |
826.25 |
795.00 |
795.00 |
-28.25 |
8,752 |
48,632 |
-270 |
Dec11 |
110818 |
845.75 |
850.50 |
819.50 |
819.50 |
-27.50 |
8,237 |
70,021 |
-250 |
Mar12 |
110818 |
858.00 |
861.00 |
829.75 |
829.75 |
-28.50 |
1,252 |
26,813 |
+157 |
May12 |
110818 |
859.00 |
859.25 |
833.75 |
833.75 |
-27.50 |
85 |
3,935 |
+15 |
Jul12 |
110818 |
851.00 |
851.00 |
826.00 |
826.00 |
-25.25 |
875 |
18,627 |
+127 |
Sep12 |
110818 |
855.75 |
855.75 |
836.00 |
836.00 |
-25.25 |
22 |
1,480 |
-8 |
Total Volume and Open Interest |
19,317 |
171,309 |
-162 |
Wheat(MGE) |
Sep11 |
110818 |
916.50 |
916.50 |
894.25 |
910.75 |
-6.00 |
4,590 |
9,997 |
-817 |
Dec11 |
110818 |
904.25 |
906.25 |
884.25 |
892.75 |
-12.00 |
4,205 |
20,992 |
+331 |
Mar12 |
110818 |
906.00 |
906.00 |
886.00 |
893.00 |
-13.00 |
1,244 |
7,105 |
+76 |
May12 |
110818 |
901.50 |
902.00 |
885.75 |
891.50 |
-14.75 |
624 |
3,301 |
+90 |
Jul12 |
110818 |
906.25 |
906.25 |
884.50 |
889.00 |
-16.25 |
555 |
4,540 |
+82 |
Total Volume and Open Interest |
11,340 |
49,479 |
-226 |
Oats(CBOT) |
Sep11 |
110818 |
348.00 |
350.25 |
341.50 |
342.50 |
-5.50 |
184 |
1,787 |
+20 |
Dec11 |
110818 |
359.25 |
360.25 |
352.00 |
353.00 |
-6.00 |
483 |
10,373 |
+164 |
Mar12 |
110818 |
368.50 |
370.00 |
364.00 |
364.00 |
-6.00 |
38 |
1,069 |
+27 |
May12 |
110818 |
371.00 |
377.00 |
371.00 |
371.00 |
-6.00 |
6 |
36 |
+6 |
Total Volume and Open Interest |
711 |
13,295 |
+217 |
Rough Rice(CBOT) |
Sep11 |
110818 |
17.09 |
17.14 |
16.74 |
16.89 |
-0.29 |
813 |
6,570 |
-253 |
Nov11 |
110818 |
17.47 |
17.49 |
17.06 |
17.20 |
-0.28 |
704 |
9,436 |
+299 |
Jan12 |
110818 |
17.69 |
17.78 |
17.39 |
17.50 |
-0.28 |
98 |
1,386 |
+51 |
Mar12 |
110818 |
17.86 |
17.86 |
17.69 |
17.78 |
-0.26 |
32 |
869 |
+23 |
Total Volume and Open Interest |
1,647 |
18,423 |
+120 |
Live Cattle(CME) |
Aug11 |
110818 |
115.635 |
115.700 |
113.730 |
114.100 |
-1.750 |
3,926 |
7,034 |
-2,366 |
Oct11 |
110818 |
117.450 |
117.480 |
114.850 |
115.400 |
-2.000 |
25,811 |
132,687 |
-2,189 |
Dec11 |
110818 |
119.180 |
119.180 |
116.785 |
117.150 |
-1.985 |
12,844 |
90,315 |
+454 |
Feb12 |
110818 |
121.700 |
121.730 |
119.635 |
120.035 |
-1.795 |
6,066 |
40,830 |
+394 |
Apr12 |
110818 |
124.785 |
124.785 |
123.230 |
123.450 |
-1.450 |
3,939 |
24,908 |
-126 |
Jun12 |
110818 |
122.080 |
122.100 |
121.000 |
121.330 |
-1.150 |
848 |
10,299 |
+175 |
Total Volume and Open Interest |
53,944 |
308,240 |
-3,537 |
Feeder Cattle(CME) |
Aug11 |
110818 |
134.250 |
134.285 |
132.630 |
132.785 |
-1.715 |
1,314 |
3,829 |
-716 |
Sep11 |
110818 |
135.235 |
135.485 |
133.100 |
133.235 |
-2.200 |
1,754 |
6,922 |
+9 |
Oct11 |
110818 |
135.985 |
136.200 |
133.700 |
133.735 |
-2.615 |
2,837 |
12,786 |
+18 |
Nov11 |
110818 |
136.900 |
137.000 |
134.985 |
135.100 |
-2.450 |
1,118 |
5,385 |
+304 |
Jan12 |
110818 |
137.100 |
137.200 |
135.500 |
135.750 |
-1.700 |
241 |
3,209 |
+22 |
Mar12 |
110818 |
136.850 |
136.850 |
135.600 |
135.850 |
-0.950 |
180 |
974 |
+49 |
Apr12 |
110818 |
137.500 |
137.500 |
136.000 |
136.000 |
-2.550 |
73 |
249 |
+20 |
Total Volume and Open Interest |
7,533 |
33,543 |
-286 |
Lean Hogs(CME) |
Oct11 |
110818 |
87.830 |
87.830 |
86.400 |
86.830 |
-0.570 |
17,662 |
90,603 |
+95 |
Dec11 |
110818 |
84.250 |
84.550 |
82.830 |
83.135 |
-1.095 |
10,833 |
74,447 |
+1,253 |
Feb12 |
110818 |
86.900 |
86.900 |
85.535 |
85.930 |
-1.070 |
2,902 |
37,177 |
+293 |
Apr12 |
110818 |
89.000 |
89.100 |
87.635 |
87.850 |
-1.250 |
1,417 |
24,144 |
+8 |
May12 |
110818 |
93.480 |
93.600 |
92.800 |
92.800 |
-1.200 |
16 |
975 |
-1 |
Jun12 |
110818 |
95.650 |
95.650 |
94.300 |
94.430 |
-1.300 |
338 |
12,203 |
-48 |
Jul12 |
110818 |
94.250 |
94.250 |
93.050 |
93.200 |
-1.350 |
36 |
3,677 |
-6 |
Aug12 |
110818 |
92.350 |
92.350 |
91.580 |
91.600 |
-1.500 |
9 |
2,299 |
-3 |
Total Volume and Open Interest |
33,217 |
246,464 |
+1,592 |
Class III Milk(CME) |
Aug11 |
110818 |
21.47 |
21.53 |
21.44 |
21.47 |
-0.03 |
247 |
6,553 |
-67 |
Sep11 |
110818 |
18.94 |
19.05 |
18.62 |
19.03 |
+0.14 |
793 |
6,498 |
+36 |
Oct11 |
110818 |
17.90 |
18.24 |
17.84 |
18.21 |
+0.22 |
380 |
5,109 |
+56 |
Nov11 |
110818 |
17.87 |
18.05 |
17.75 |
17.99 |
+0.14 |
155 |
4,417 |
+36 |
Dec11 |
110818 |
17.60 |
17.77 |
17.60 |
17.77 |
+0.15 |
99 |
3,845 |
+17 |
Total Volume and Open Interest |
2,031 |
36,070 |
+318 |
Cocoa(ICE) |
Sep11 |
110818 |
3032 |
3032 |
2940 |
2985 |
-32 |
4,801 |
1,365 |
-4,160 |
Dec11 |
110818 |
3034 |
3038 |
2948 |
2985 |
-54 |
17,022 |
71,958 |
-1,617 |
Mar12 |
110818 |
3072 |
3075 |
3000 |
3034 |
-52 |
2,236 |
44,855 |
+224 |
May12 |
110818 |
3060 |
3060 |
3017 |
3038 |
-59 |
996 |
15,060 |
+404 |
Jul12 |
110818 |
3043 |
3060 |
3018 |
3046 |
-64 |
310 |
6,259 |
+17 |
Sep12 |
110818 |
3059 |
3063 |
3029 |
3055 |
-66 |
82 |
9,714 |
+18 |
Dec12 |
110818 |
3068 |
3080 |
3038 |
3066 |
-67 |
9 |
5,070 |
+1 |
Total Volume and Open Interest |
25,456 |
158,605 |
-5,113 |
Coffee "C"(ICE) |
Sep11 |
110818 |
262.35 |
265.00 |
256.85 |
264.80 |
+1.60 |
5,969 |
12,496 |
-2,070 |
Dec11 |
110818 |
265.70 |
268.75 |
260.20 |
268.40 |
+1.60 |
21,090 |
67,429 |
+4,408 |
Mar12 |
110818 |
268.20 |
270.90 |
262.75 |
270.70 |
+1.70 |
3,161 |
16,763 |
+1,076 |
May12 |
110818 |
270.30 |
271.55 |
263.90 |
271.35 |
+1.75 |
500 |
8,041 |
+85 |
Jul12 |
110818 |
268.75 |
269.75 |
263.70 |
269.75 |
+1.70 |
155 |
2,697 |
+38 |
Sep12 |
110818 |
263.35 |
268.05 |
263.35 |
268.05 |
+1.85 |
84 |
1,931 |
+50 |
Total Volume and Open Interest |
31,043 |
111,080 |
+3,634 |
Orange Juice(ICE) |
Sep11 |
110818 |
175.05 |
177.15 |
173.30 |
174.40 |
-4.30 |
1,759 |
5,893 |
-1,007 |
Nov11 |
110818 |
164.40 |
165.00 |
161.00 |
164.50 |
+0.10 |
1,021 |
14,739 |
+633 |
Jan12 |
110818 |
162.50 |
163.55 |
159.90 |
163.15 |
unch |
84 |
3,291 |
+29 |
Mar12 |
110818 |
163.75 |
163.75 |
163.75 |
163.75 |
-0.15 |
43 |
1,383 |
+42 |
May12 |
110818 |
164.25 |
164.25 |
164.25 |
164.25 |
+0.45 |
0 |
369 |
+0 |
Jul12 |
110818 |
164.75 |
164.75 |
164.75 |
164.75 |
+0.45 |
0 |
153 |
+0 |
Total Volume and Open Interest |
2,907 |
25,839 |
-303 |
Sugar #11(ICE) |
Oct11 |
110818 |
29.49 |
29.49 |
28.64 |
29.12 |
-0.37 |
46,163 |
257,713 |
-501 |
Mar12 |
110818 |
28.50 |
28.63 |
27.90 |
28.30 |
-0.39 |
26,865 |
150,969 |
+1,303 |
May12 |
110818 |
27.11 |
27.25 |
26.56 |
26.94 |
-0.36 |
7,559 |
44,630 |
+226 |
Jul12 |
110818 |
25.92 |
26.14 |
25.49 |
25.88 |
-0.25 |
3,783 |
62,572 |
+27 |
Oct12 |
110818 |
25.22 |
25.27 |
24.76 |
25.09 |
-0.17 |
1,319 |
29,417 |
+162 |
Total Volume and Open Interest |
87,516 |
588,640 |
+2,089 |
London Cocoa(LCE) |
Sep11 |
110818 |
1891 |
1891 |
1848 |
1874 |
-21 |
2,916 |
53,639 |
-1,080 |
Dec11 |
110818 |
1908 |
1908 |
1864 |
1888 |
-21 |
6,154 |
62,850 |
+729 |
Mar12 |
110818 |
1922 |
1923 |
1884 |
1908 |
-19 |
899 |
42,967 |
+238 |
May12 |
110818 |
1931 |
1933 |
1895 |
1918 |
-20 |
326 |
14,615 |
+60 |
Jul12 |
110818 |
1936 |
1940 |
1904 |
1925 |
-22 |
37 |
7,699 |
+15 |
Sep12 |
110818 |
1943 |
1943 |
1907 |
1933 |
-22 |
21 |
5,088 |
+16 |
Dec12 |
110818 |
1921 |
1945 |
1921 |
1939 |
-21 |
100 |
8,722 |
+100 |
Total Volume and Open Interest |
10,453 |
196,486 |
+78 |
London Sugar(LCE) |
Oct11 |
110818 |
773.00 |
774.90 |
760.00 |
765.80 |
-5.40 |
2,284 |
21,168 |
+224 |
Dec11 |
110818 |
728.60 |
732.20 |
719.20 |
725.40 |
-1.90 |
635 |
7,485 |
+148 |
Mar12 |
110818 |
715.70 |
719.00 |
705.40 |
712.70 |
-0.80 |
436 |
10,637 |
+25 |
May12 |
110818 |
695.00 |
697.00 |
689.80 |
692.80 |
-1.50 |
218 |
3,159 |
+40 |
Aug12 |
110818 |
673.60 |
673.60 |
667.10 |
671.90 |
-0.10 |
125 |
2,205 |
+75 |
Total Volume and Open Interest |
3,708 |
46,353 |
+517 |
Cotton(ICE) |
Oct11 |
110818 |
107.99 |
107.99 |
104.68 |
107.55 |
-0.88 |
39 |
462 |
-17 |
Dec11 |
110818 |
107.85 |
108.00 |
103.82 |
106.95 |
-0.87 |
11,341 |
94,242 |
+1,805 |
Mar12 |
110818 |
103.85 |
104.00 |
100.53 |
103.81 |
-0.70 |
4,804 |
31,070 |
+1,119 |
May12 |
110818 |
101.68 |
102.41 |
99.44 |
102.16 |
-0.72 |
1,841 |
6,595 |
+261 |
Jul12 |
110818 |
99.80 |
101.20 |
98.00 |
100.78 |
-0.17 |
666 |
8,198 |
+287 |
Oct12 |
110818 |
99.79 |
101.05 |
99.79 |
101.05 |
-0.17 |
0 |
3 |
+0 |
Total Volume and Open Interest |
18,717 |
144,650 |
+3,473 |
Lumber(CME) |
Sep11 |
110818 |
227.1 |
228.1 |
217.5 |
217.5 |
-10.0 |
420 |
2,760 |
-262 |
Nov11 |
110818 |
232.4 |
232.7 |
221.6 |
221.9 |
-9.7 |
430 |
5,434 |
+75 |
Jan12 |
110818 |
253.2 |
253.2 |
244.2 |
244.5 |
-9.7 |
201 |
1,148 |
+88 |
Mar12 |
110818 |
260.1 |
260.1 |
257.0 |
257.0 |
-9.7 |
0 |
149 |
+0 |
Total Volume and Open Interest |
1,051 |
9,493 |
-99 |
Crude Oil(NYM) |
Sep11 |
110818 |
87.41 |
87.53 |
81.15 |
82.38 |
-5.20 |
344,487 |
82,463 |
-48,238 |
Oct11 |
110818 |
87.55 |
87.71 |
81.27 |
82.51 |
-5.22 |
153,155 |
297,012 |
+21,390 |
Nov11 |
110818 |
87.88 |
87.97 |
81.61 |
82.83 |
-5.22 |
52,242 |
146,489 |
-1,157 |
Dec11 |
110818 |
88.27 |
88.35 |
81.99 |
83.19 |
-5.23 |
68,272 |
199,515 |
-4,066 |
Jan12 |
110818 |
88.55 |
88.60 |
82.40 |
83.54 |
-5.22 |
10,524 |
74,043 |
-655 |
Feb12 |
110818 |
88.74 |
88.74 |
82.74 |
83.91 |
-5.19 |
4,468 |
25,612 |
-70 |
Mar12 |
110818 |
89.16 |
89.16 |
83.21 |
84.31 |
-5.16 |
5,873 |
39,039 |
+134 |
Apr12 |
110818 |
89.56 |
89.56 |
83.60 |
84.71 |
-5.14 |
2,556 |
24,183 |
-356 |
May12 |
110818 |
88.00 |
88.00 |
84.09 |
85.12 |
-5.12 |
2,472 |
25,013 |
+602 |
Jun12 |
110818 |
89.60 |
89.60 |
84.24 |
85.52 |
-5.09 |
8,412 |
79,899 |
-21 |
Jul12 |
110818 |
87.42 |
87.42 |
85.04 |
85.90 |
-5.06 |
1,004 |
32,252 |
+233 |
Aug12 |
110818 |
89.61 |
89.61 |
86.18 |
86.18 |
-5.04 |
721 |
15,525 |
+11 |
Sep12 |
110818 |
86.40 |
86.40 |
86.40 |
86.40 |
-5.03 |
653 |
18,246 |
+63 |
Oct12 |
110818 |
86.60 |
86.60 |
86.60 |
86.60 |
-5.03 |
184 |
14,066 |
+68 |
Nov12 |
110818 |
86.82 |
86.82 |
86.82 |
86.82 |
-5.02 |
765 |
19,043 |
-699 |
Dec12 |
110818 |
91.73 |
91.73 |
85.84 |
87.06 |
-5.01 |
12,301 |
146,956 |
-530 |
Total Volume and Open Interest |
674,170 |
1,520,485 |
-32,536 |
e-miNY Crude Oil(NYM) |
Aug11 |
110719 |
96.125 |
98.650 |
95.925 |
97.500 |
+1.575 |
4,263 |
3,030 |
-417 |
Sep11 |
110818 |
87.400 |
87.550 |
81.175 |
82.375 |
-5.200 |
5,899 |
3,961 |
-9 |
Oct11 |
110818 |
87.550 |
87.625 |
81.275 |
82.500 |
-5.225 |
1,866 |
1,311 |
+38 |
Nov11 |
110818 |
87.700 |
87.725 |
81.725 |
82.825 |
-5.225 |
70 |
400 |
+12 |
Dec11 |
110818 |
88.000 |
88.000 |
82.000 |
83.200 |
-5.225 |
111 |
402 |
-22 |
Jan12 |
110818 |
87.075 |
87.075 |
82.600 |
83.550 |
-5.200 |
0 |
6 |
+0 |
Feb12 |
110818 |
83.175 |
83.900 |
83.175 |
83.900 |
-5.200 |
0 |
8 |
+0 |
Mar12 |
110818 |
88.525 |
88.525 |
83.600 |
84.300 |
-5.175 |
0 |
12 |
+0 |
Apr12 |
110818 |
84.700 |
84.700 |
84.700 |
84.700 |
-5.150 |
0 |
8 |
+0 |
May12 |
110818 |
85.125 |
85.125 |
85.125 |
85.125 |
-5.125 |
0 |
3 |
+0 |
Total Volume and Open Interest |
7,946 |
6,354 |
+19 |
Heating Oil(NYM) |
Sep11 |
110818 |
296.60 |
296.84 |
285.70 |
287.48 |
-8.68 |
47,893 |
57,018 |
-4,091 |
Oct11 |
110818 |
297.21 |
297.47 |
286.64 |
288.36 |
-8.70 |
20,764 |
61,304 |
+1,504 |
Nov11 |
110818 |
298.07 |
298.28 |
288.00 |
289.48 |
-8.64 |
11,628 |
39,920 |
+448 |
Dec11 |
110818 |
298.51 |
299.25 |
288.75 |
290.49 |
-8.59 |
15,171 |
48,944 |
+490 |
Jan12 |
110818 |
299.25 |
299.25 |
290.24 |
291.53 |
-8.57 |
6,716 |
29,509 |
+765 |
Feb12 |
110818 |
299.78 |
300.04 |
290.16 |
291.49 |
-8.54 |
1,285 |
11,924 |
+28 |
Mar12 |
110818 |
294.77 |
294.77 |
289.00 |
290.58 |
-8.48 |
1,086 |
8,696 |
+180 |
Apr12 |
110818 |
289.14 |
291.89 |
287.71 |
288.72 |
-8.40 |
546 |
4,939 |
+218 |
May12 |
110818 |
293.79 |
293.79 |
286.36 |
286.92 |
-8.31 |
322 |
5,164 |
+168 |
Jun12 |
110818 |
291.10 |
291.10 |
285.13 |
286.16 |
-8.22 |
1,267 |
27,175 |
-44 |
Jul12 |
110818 |
288.86 |
288.86 |
286.26 |
287.01 |
-8.19 |
66 |
2,260 |
-32 |
Aug12 |
110818 |
288.60 |
288.60 |
287.44 |
288.19 |
-8.17 |
102 |
1,049 |
+20 |
Total Volume and Open Interest |
107,213 |
311,461 |
-232 |
Gasoline(NYMEX) |
Sep11 |
110818 |
287.52 |
287.93 |
276.00 |
278.32 |
-8.71 |
54,460 |
53,885 |
-4,347 |
Oct11 |
110818 |
274.40 |
274.43 |
264.65 |
266.52 |
-7.50 |
48,587 |
64,191 |
+322 |
Nov11 |
110818 |
270.30 |
270.30 |
261.41 |
262.99 |
-7.70 |
20,972 |
32,544 |
+423 |
Dec11 |
110818 |
268.60 |
269.28 |
259.79 |
261.31 |
-7.84 |
14,493 |
38,259 |
+603 |
Jan12 |
110818 |
267.75 |
267.75 |
260.26 |
261.46 |
-7.91 |
3,309 |
17,030 |
+803 |
Feb12 |
110818 |
262.56 |
262.56 |
262.56 |
262.56 |
-7.95 |
1,376 |
6,011 |
-151 |
Mar12 |
110818 |
264.44 |
265.90 |
263.93 |
263.93 |
-8.07 |
1,513 |
9,893 |
+501 |
Apr12 |
110818 |
275.86 |
276.00 |
274.50 |
275.38 |
-8.18 |
387 |
5,876 |
+58 |
May12 |
110818 |
275.33 |
275.33 |
275.33 |
275.33 |
-8.26 |
298 |
2,724 |
+55 |
Jun12 |
110818 |
281.36 |
281.36 |
274.09 |
274.68 |
-8.31 |
613 |
9,683 |
+437 |
Total Volume and Open Interest |
146,826 |
254,975 |
-1,876 |
e-miNY RBOB Gasoline(NYM) |
Sep11 |
110818 |
278.30 |
278.32 |
278.30 |
278.30 |
-8.70 |
0 |
1 |
+0 |
Oct11 |
110818 |
266.50 |
266.52 |
266.50 |
266.50 |
-7.50 |
0 |
1 |
+0 |
Nov11 |
110818 |
263.00 |
263.00 |
262.99 |
263.00 |
-7.70 |
|
|
|
Dec11 |
110818 |
261.30 |
261.31 |
261.30 |
261.30 |
-7.90 |
|
|
|
Total Volume and Open Interest |
0 |
4 |
+0 |
Natural Gas(NYM) |
Sep11 |
110818 |
3.933 |
3.996 |
3.843 |
3.892 |
-0.041 |
96,961 |
94,299 |
-10,746 |
Oct11 |
110818 |
3.945 |
4.002 |
3.851 |
3.899 |
-0.044 |
48,826 |
173,211 |
+2,880 |
Nov11 |
110818 |
4.090 |
4.128 |
3.995 |
4.038 |
-0.046 |
32,253 |
185,522 |
+2,616 |
Dec11 |
110818 |
4.315 |
4.350 |
4.225 |
4.271 |
-0.042 |
19,631 |
80,199 |
+1,891 |
Jan12 |
110818 |
4.398 |
4.450 |
4.320 |
4.377 |
-0.040 |
18,209 |
135,306 |
+1,207 |
Feb12 |
110818 |
4.412 |
4.450 |
4.331 |
4.379 |
-0.038 |
6,025 |
33,006 |
+734 |
Mar12 |
110818 |
4.369 |
4.425 |
4.300 |
4.349 |
-0.040 |
7,008 |
46,616 |
-306 |
Apr12 |
110818 |
4.337 |
4.378 |
4.268 |
4.322 |
-0.038 |
6,982 |
63,152 |
+225 |
May12 |
110818 |
4.367 |
4.405 |
4.303 |
4.350 |
-0.038 |
1,022 |
14,465 |
+105 |
Jun12 |
110818 |
4.434 |
4.434 |
4.346 |
4.388 |
-0.037 |
794 |
12,703 |
+55 |
Jul12 |
110818 |
4.450 |
4.488 |
4.392 |
4.432 |
-0.036 |
1,099 |
11,105 |
+151 |
Aug12 |
110818 |
4.470 |
4.477 |
4.415 |
4.456 |
-0.037 |
1,275 |
9,568 |
-277 |
Sep12 |
110818 |
4.470 |
4.502 |
4.422 |
4.464 |
-0.035 |
1,561 |
7,686 |
+101 |
Oct12 |
110818 |
4.500 |
4.552 |
4.450 |
4.494 |
-0.035 |
4,027 |
37,083 |
-542 |
Nov12 |
110818 |
4.667 |
4.689 |
4.630 |
4.667 |
-0.030 |
125 |
6,914 |
+69 |
Dec12 |
110818 |
4.932 |
4.934 |
4.880 |
4.917 |
-0.027 |
705 |
12,255 |
+6 |
Total Volume and Open Interest |
247,604 |
998,543 |
-1,703 |
Brent Crude Oil(ICE) |
Oct11 |
110818 |
110.55 |
110.75 |
106.27 |
106.99 |
-3.61 |
178,708 |
159,985 |
+6,394 |
Nov11 |
110818 |
110.25 |
110.41 |
105.97 |
106.69 |
-3.64 |
71,802 |
125,088 |
+3,890 |
Dec11 |
110818 |
110.08 |
110.26 |
105.71 |
106.42 |
-3.69 |
76,179 |
121,194 |
+1,095 |
Jan12 |
110818 |
109.81 |
109.97 |
105.59 |
106.18 |
-3.73 |
16,462 |
34,114 |
+2,535 |
Feb12 |
110818 |
109.19 |
109.27 |
105.40 |
105.96 |
-3.75 |
6,747 |
17,068 |
+29 |
Mar12 |
110818 |
109.39 |
109.39 |
105.20 |
105.77 |
-3.75 |
8,338 |
41,641 |
-138 |
Apr12 |
110818 |
109.23 |
109.23 |
105.06 |
105.63 |
-3.74 |
2,786 |
13,527 |
+378 |
May12 |
110818 |
108.75 |
108.75 |
104.91 |
105.50 |
-3.74 |
2,311 |
13,018 |
+64 |
Jun12 |
110818 |
109.04 |
109.04 |
104.73 |
105.35 |
-3.73 |
9,199 |
46,607 |
-1,433 |
Jul12 |
110818 |
105.24 |
105.24 |
105.24 |
105.24 |
-3.71 |
1,423 |
10,278 |
-151 |
Aug12 |
110818 |
105.09 |
105.09 |
105.09 |
105.09 |
-3.71 |
985 |
7,526 |
+95 |
Sep12 |
110818 |
104.90 |
104.90 |
104.90 |
104.90 |
-3.70 |
581 |
9,412 |
+203 |
Oct12 |
110818 |
104.69 |
104.69 |
104.69 |
104.69 |
-3.67 |
850 |
4,706 |
-58 |
Nov12 |
110818 |
104.45 |
104.45 |
104.45 |
104.45 |
-3.66 |
968 |
6,643 |
+335 |
Total Volume and Open Interest |
398,744 |
776,177 |
+14,806 |
Gas Oil(ICE) |
Sep11 |
110818 |
933.25 |
935.75 |
902.00 |
911.50 |
-25.00 |
72,871 |
122,433 |
-5,870 |
Oct11 |
110818 |
929.75 |
932.25 |
898.50 |
908.25 |
-25.00 |
69,044 |
102,919 |
+1,049 |
Nov11 |
110818 |
926.50 |
928.75 |
897.50 |
905.75 |
-24.50 |
28,126 |
53,532 |
+2,566 |
Dec11 |
110818 |
925.00 |
927.00 |
896.25 |
904.50 |
-24.25 |
38,399 |
66,474 |
+294 |
Jan12 |
110818 |
925.25 |
926.00 |
896.75 |
905.00 |
-24.00 |
9,732 |
41,808 |
+817 |
Feb12 |
110818 |
925.00 |
926.50 |
896.75 |
904.75 |
-23.75 |
4,229 |
20,982 |
-104 |
Mar12 |
110818 |
921.75 |
923.25 |
896.50 |
903.75 |
-23.75 |
2,738 |
17,349 |
-77 |
Apr12 |
110818 |
920.50 |
922.25 |
894.75 |
902.75 |
-23.50 |
2,362 |
12,001 |
+493 |
May12 |
110818 |
916.75 |
918.50 |
894.00 |
901.75 |
-23.50 |
1,750 |
11,484 |
-115 |
Jun12 |
110818 |
922.00 |
922.00 |
894.00 |
902.00 |
-23.25 |
6,864 |
38,126 |
+52 |
Total Volume and Open Interest |
242,634 |
565,268 |
+349 |
Ethanol(CBOT) |
Aug11 |
110803 |
2.836 |
2.836 |
2.800 |
2.800 |
-0.042 |
58 |
178 |
-18 |
Sep11 |
110818 |
2.771 |
2.785 |
2.765 |
2.779 |
-0.026 |
206 |
982 |
-61 |
Oct11 |
110818 |
2.695 |
2.705 |
2.688 |
2.700 |
-0.028 |
163 |
1,392 |
+35 |
Nov11 |
110818 |
2.645 |
2.658 |
2.645 |
2.648 |
-0.027 |
230 |
1,223 |
+67 |
Dec11 |
110818 |
2.610 |
2.625 |
2.610 |
2.618 |
-0.021 |
198 |
1,424 |
+58 |
Jan12 |
110818 |
2.560 |
2.568 |
2.541 |
2.548 |
-0.029 |
137 |
757 |
-19 |
Feb12 |
110818 |
2.554 |
2.554 |
2.554 |
2.554 |
-0.023 |
48 |
719 |
+41 |
Mar12 |
110818 |
2.545 |
2.566 |
2.545 |
2.557 |
-0.018 |
11 |
674 |
+1 |
Total Volume and Open Interest |
1,171 |
9,878 |
+242 |
WTI Crude Oil(ICE) |
Sep11 |
110818 |
87.17 |
87.46 |
81.16 |
82.38 |
-5.20 |
48,147 |
27,421 |
-6,676 |
Oct11 |
110818 |
87.32 |
87.62 |
81.28 |
82.51 |
-5.22 |
57,283 |
63,550 |
+2,399 |
Nov11 |
110818 |
87.60 |
87.89 |
81.69 |
82.83 |
-5.22 |
17,452 |
36,806 |
+897 |
Dec11 |
110818 |
88.20 |
88.20 |
82.01 |
83.19 |
-5.23 |
21,228 |
85,257 |
+390 |
Jan12 |
110818 |
88.23 |
88.23 |
82.74 |
83.54 |
-5.22 |
2,877 |
17,761 |
-247 |
Feb12 |
110818 |
88.15 |
88.15 |
82.93 |
83.91 |
-5.19 |
1,641 |
7,650 |
-166 |
Mar12 |
110818 |
88.92 |
88.92 |
83.14 |
84.31 |
-5.16 |
1,995 |
15,188 |
+4 |
Apr12 |
110818 |
89.60 |
89.60 |
83.46 |
84.71 |
-5.14 |
850 |
5,023 |
-28 |
May12 |
110818 |
89.17 |
89.17 |
83.85 |
85.12 |
-5.12 |
784 |
4,235 |
+65 |
Jun12 |
110818 |
90.50 |
90.50 |
84.24 |
85.52 |
-5.09 |
2,963 |
29,758 |
-12 |
Jul12 |
110818 |
85.90 |
85.90 |
85.90 |
85.90 |
-5.06 |
210 |
4,976 |
-31 |
Aug12 |
110818 |
86.18 |
86.18 |
86.18 |
86.18 |
-5.04 |
35 |
1,590 |
-3 |
Sep12 |
110818 |
86.40 |
86.40 |
86.40 |
86.40 |
-5.03 |
61 |
5,268 |
+27 |
Oct12 |
110818 |
86.60 |
86.60 |
86.60 |
86.60 |
-5.03 |
4 |
1,171 |
+0 |
Nov12 |
110818 |
86.82 |
86.82 |
86.82 |
86.82 |
-5.02 |
0 |
2,539 |
+0 |
Dec12 |
110818 |
91.89 |
91.89 |
86.00 |
87.06 |
-5.01 |
3,947 |
45,504 |
+107 |
Total Volume and Open Interest |
162,168 |
437,461 |
-2,646 |
US Dollar Index(ICE) |
Sep11 |
110818 |
73.875 |
74.545 |
73.810 |
74.315 |
+0.558 |
21,323 |
57,603 |
+3,800 |
Dec11 |
110818 |
74.205 |
74.910 |
74.175 |
74.695 |
+0.558 |
56 |
759 |
-16 |
Mar12 |
110818 |
75.115 |
75.115 |
75.115 |
75.115 |
+0.557 |
1 |
2 |
+1 |
Total Volume and Open Interest |
21,380 |
58,364 |
+3,785 |
Australian Dollar(CME) |
Sep11 |
110818 |
104.95 |
105.18 |
103.12 |
103.34 |
-1.83 |
98,214 |
104,821 |
+2,638 |
Dec11 |
110818 |
103.62 |
104.10 |
102.25 |
102.31 |
-1.79 |
91 |
889 |
-34 |
Mar12 |
110818 |
101.43 |
103.19 |
101.43 |
101.43 |
-1.76 |
3 |
5 |
+0 |
Total Volume and Open Interest |
98,349 |
105,806 |
+2,644 |
British Pound(CME) |
Sep11 |
110818 |
165.34 |
165.50 |
164.15 |
164.98 |
-0.64 |
113,022 |
98,700 |
-1,461 |
Dec11 |
110818 |
165.02 |
165.47 |
164.00 |
164.83 |
-0.64 |
115 |
360 |
-27 |
Mar12 |
110818 |
164.70 |
165.31 |
164.70 |
164.70 |
-0.61 |
2 |
8 |
+0 |
Total Volume and Open Interest |
113,139 |
99,074 |
-1,488 |
Canadian Dollar(CME) |
Sep11 |
110818 |
101.91 |
101.96 |
100.53 |
100.91 |
-1.00 |
64,206 |
93,128 |
-868 |
Dec11 |
110818 |
101.80 |
101.80 |
100.39 |
100.75 |
-0.98 |
583 |
7,245 |
+189 |
Mar12 |
110818 |
101.00 |
101.59 |
100.33 |
100.66 |
-0.93 |
45 |
1,896 |
+44 |
Jun12 |
110818 |
100.34 |
101.45 |
100.34 |
100.55 |
-0.90 |
0 |
404 |
+0 |
Total Volume and Open Interest |
64,834 |
102,874 |
-635 |
Japanese Yen(CME) |
Sep11 |
110818 |
130.53 |
130.87 |
130.41 |
130.73 |
-0.06 |
60,121 |
125,832 |
+1,046 |
Dec11 |
110818 |
130.73 |
131.00 |
130.66 |
130.89 |
-0.04 |
328 |
1,646 |
+239 |
Mar12 |
110818 |
131.13 |
131.14 |
131.13 |
131.13 |
-0.01 |
1 |
50 |
+1 |
Total Volume and Open Interest |
60,450 |
127,548 |
+1,286 |
Swiss Franc(CME) |
Sep11 |
110818 |
126.85 |
127.50 |
125.31 |
126.36 |
-0.57 |
50,994 |
47,904 |
+524 |
Dec11 |
110818 |
127.42 |
127.48 |
125.92 |
126.97 |
-0.48 |
536 |
1,122 |
+28 |
Mar12 |
110818 |
127.46 |
127.88 |
127.46 |
127.46 |
-0.42 |
52 |
39 |
+26 |
Total Volume and Open Interest |
51,582 |
49,076 |
+578 |
EuroFX(CME) |
Sep11 |
110818 |
144.18 |
144.47 |
142.65 |
143.20 |
-1.26 |
320,199 |
165,205 |
+1,031 |
Dec11 |
110818 |
144.00 |
144.28 |
142.52 |
143.05 |
-1.23 |
651 |
3,534 |
+19 |
Mar12 |
110818 |
143.50 |
144.12 |
142.84 |
142.93 |
-1.19 |
12 |
408 |
+4 |
Total Volume and Open Interest |
320,863 |
169,986 |
+1,055 |
Mexican Peso(CME) |
Sep11 |
110818 |
819.5 |
819.8 |
802.0 |
808.8 |
-10.2 |
25,165 |
112,923 |
+3,385 |
Oct11 |
110818 |
805.5 |
815.8 |
805.5 |
805.5 |
-10.2 |
|
|
|
Total Volume and Open Interest |
25,253 |
113,426 |
+3,409 |
Brazilian Real(CME) |
Sep11 |
110818 |
620.20 |
622.20 |
620.20 |
622.20 |
-6.25 |
553 |
6,885 |
-399 |
Oct11 |
110818 |
619.00 |
625.25 |
619.00 |
619.00 |
-6.25 |
|
|
|
Nov11 |
110818 |
615.85 |
622.10 |
615.85 |
615.85 |
-6.25 |
|
|
|
Dec11 |
110818 |
612.65 |
618.90 |
612.65 |
612.65 |
-6.25 |
0 |
206 |
+0 |
Total Volume and Open Interest |
1,395 |
23,338 |
+438 |
30-Year T-Bonds(CBOT) |
Sep11 |
110818 |
138~010 |
141~060 |
137~260 |
139~200 |
+1~220 |
303,590 |
631,583 |
+3,236 |
Dec11 |
110818 |
136~210 |
139~250 |
136~170 |
138~110 |
+1~230 |
2,487 |
14,698 |
+991 |
Mar12 |
110818 |
137~200 |
137~200 |
135~180 |
137~090 |
+1~230 |
2 |
47 |
+0 |
Total Volume and Open Interest |
306,079 |
646,328 |
+4,227 |
10-Year T-Notes(CBOT) |
Sep11 |
110818 |
130~095 |
131~205 |
130~075 |
130~250 |
+0~135 |
986,570 |
1,941,972 |
+4,581 |
Dec11 |
110818 |
129~100 |
130~220 |
129~100 |
129~265 |
+0~140 |
12,384 |
39,961 |
+6,075 |
Mar12 |
110818 |
128~265 |
128~265 |
128~125 |
128~265 |
+0~140 |
|
|
|
Total Volume and Open Interest |
998,954 |
1,981,933 |
+10,656 |
5-Year T-Notes(CBOT) |
Sep11 |
110818 |
123~060 |
124~004 |
123~053 |
123~066 |
+0~004 |
474,168 |
1,413,322 |
-891 |
Dec11 |
110818 |
122~068 |
123~008 |
122~064 |
122~071 |
+0~006 |
3,969 |
10,168 |
+1,911 |
Mar12 |
110818 |
121~095 |
121~095 |
121~089 |
121~095 |
+0~006 |
|
|
|
Total Volume and Open Interest |
478,137 |
1,423,490 |
+1,020 |
2 Year T-Notes(CBOT) |
Sep11 |
110818 |
110~037 |
110~041 |
110~035 |
110~036 |
-0~001 |
157,173 |
972,986 |
+5,692 |
Dec11 |
110818 |
110~033 |
110~038 |
110~033 |
110~033 |
unch |
1,081 |
7,724 |
+309 |
Mar12 |
110818 |
110~025 |
110~025 |
109~099 |
110~025 |
+0~054 |
78 |
60 |
+60 |
Total Volume and Open Interest |
158,332 |
980,770 |
+6,061 |
Eurodollars(CME) |
Sep11 |
110818 |
99.628 |
99.628 |
99.600 |
99.605 |
-0.020 |
165,529 |
1,134,851 |
-11,401 |
Dec11 |
110818 |
99.525 |
99.525 |
99.470 |
99.480 |
-0.040 |
199,750 |
1,022,967 |
+2,974 |
Mar12 |
110818 |
99.550 |
99.550 |
99.500 |
99.510 |
-0.040 |
118,355 |
1,110,861 |
-4,781 |
Jun12 |
110818 |
99.575 |
99.580 |
99.535 |
99.550 |
-0.025 |
118,127 |
1,303,977 |
-9,132 |
Sep12 |
110818 |
99.575 |
99.585 |
99.545 |
99.560 |
-0.015 |
97,287 |
905,725 |
-518 |
Dec12 |
110818 |
99.545 |
99.565 |
99.525 |
99.540 |
unch |
97,910 |
772,063 |
+1,531 |
Mar13 |
110818 |
99.525 |
99.555 |
99.510 |
99.520 |
unch |
86,722 |
745,460 |
-3,067 |
Jun13 |
110818 |
99.450 |
99.505 |
99.440 |
99.450 |
+0.005 |
103,084 |
570,504 |
-6,418 |
Sep13 |
110818 |
99.325 |
99.410 |
99.320 |
99.330 |
+0.005 |
80,593 |
500,749 |
-2,618 |
Dec13 |
110818 |
99.145 |
99.270 |
99.145 |
99.165 |
+0.010 |
109,905 |
427,801 |
-15,367 |
Mar14 |
110818 |
98.965 |
99.120 |
98.960 |
98.990 |
+0.020 |
83,806 |
295,343 |
+10,221 |
Jun14 |
110818 |
98.760 |
98.940 |
98.760 |
98.795 |
+0.030 |
87,406 |
282,423 |
+604 |
Sep14 |
110818 |
98.560 |
98.755 |
98.560 |
98.605 |
+0.040 |
49,358 |
142,422 |
+13 |
Dec14 |
110818 |
98.350 |
98.555 |
98.350 |
98.400 |
+0.050 |
67,022 |
141,968 |
+20,886 |
Mar15 |
110818 |
98.145 |
98.355 |
98.145 |
98.200 |
+0.050 |
40,857 |
117,432 |
+3,447 |
Jun15 |
110818 |
6.190 |
6.410 |
6.190 |
6.250 |
+0.055 |
42,774 |
111,102 |
-3,577 |
Sep15 |
110818 |
5.980 |
6.205 |
5.980 |
6.045 |
+0.060 |
18,126 |
67,777 |
+1,751 |
Dec15 |
110818 |
5.780 |
6.005 |
5.780 |
5.845 |
+0.065 |
25,285 |
57,612 |
+3,722 |
Total Volume and Open Interest |
1,640,596 |
9,923,204 |
-7,281 |
30 Day Federal Funds(CBOT) |
Aug11 |
110818 |
99.900 |
99.905 |
99.897 |
99.902 |
+0.002 |
3,064 |
88,128 |
+1,385 |
Sep11 |
110818 |
99.905 |
99.915 |
99.900 |
99.915 |
+0.015 |
10,948 |
55,369 |
-124 |
Oct11 |
110818 |
99.905 |
99.920 |
99.900 |
99.915 |
+0.010 |
2,382 |
53,936 |
-1,300 |
Nov11 |
110818 |
99.905 |
99.920 |
99.905 |
99.915 |
+0.010 |
3,662 |
52,387 |
-711 |
Dec11 |
110818 |
99.910 |
99.930 |
99.910 |
99.925 |
+0.010 |
1,920 |
62,130 |
-446 |
Jan12 |
110818 |
99.905 |
99.925 |
99.905 |
99.925 |
+0.020 |
1,777 |
54,393 |
+338 |
Total Volume and Open Interest |
41,214 |
827,701 |
-2,355 |
30 Day Fed Funds(e-CBOT) |
3-Mth Euro-Yen(CME) |
Sep11 |
110818 |
99.680 |
99.680 |
99.680 |
99.680 |
+0.007 |
0 |
66 |
+0 |
Dec11 |
110818 |
99.695 |
99.695 |
99.695 |
99.695 |
+0.007 |
0 |
332 |
+0 |
Mar12 |
110818 |
99.702 |
99.702 |
99.702 |
99.702 |
+0.007 |
0 |
340 |
+0 |
Jun12 |
110818 |
99.700 |
99.700 |
99.700 |
99.700 |
+0.007 |
|
|
|
Sep12 |
110818 |
99.620 |
99.620 |
99.620 |
99.620 |
+0.005 |
|
|
|
Dec12 |
110818 |
99.680 |
99.680 |
99.680 |
99.680 |
+0.005 |
|
|
|
Mar13 |
110818 |
99.680 |
99.680 |
99.680 |
99.680 |
+0.005 |
|
|
|
Jun13 |
110818 |
99.635 |
99.635 |
99.635 |
99.635 |
+0.005 |
|
|
|
Sep13 |
110818 |
99.495 |
99.495 |
99.495 |
99.495 |
+0.005 |
|
|
|
Dec13 |
110818 |
99.355 |
99.355 |
99.355 |
99.355 |
+0.005 |
|
|
|
Total Volume and Open Interest |
0 |
738 |
+0 |
3-Mth Euro-Yen(SGX) |
Sep11 |
110818 |
99.68 |
99.68 |
99.68 |
99.68 |
+0.01 |
100 |
1,229 |
-54 |
Dec11 |
110818 |
99.69 |
99.70 |
99.69 |
99.69 |
+0.01 |
75 |
1,478 |
+0 |
Mar12 |
110818 |
99.71 |
99.71 |
99.70 |
99.70 |
+0.01 |
0 |
2,083 |
+0 |
Jun12 |
110818 |
99.70 |
99.70 |
99.70 |
99.70 |
+0.01 |
0 |
1,376 |
+0 |
Sep12 |
110818 |
99.62 |
99.62 |
99.62 |
99.62 |
+0.01 |
0 |
411 |
+0 |
Dec12 |
110818 |
99.68 |
99.68 |
99.68 |
99.68 |
+0.00 |
0 |
49 |
+0 |
Mar13 |
110818 |
99.68 |
99.68 |
99.68 |
99.68 |
+0.00 |
0 |
1 |
+0 |
Jun13 |
110818 |
99.64 |
99.64 |
99.64 |
99.64 |
+0.01 |
|
|
|
Total Volume and Open Interest |
175 |
6,629 |
-54 |
Japanese Gov't Bonds(SGX) |
Sep11 |
110818 |
142.38 |
142.70 |
142.36 |
142.66 |
+0.30 |
829 |
24,209 |
+28 |
Dec11 |
110818 |
142.00 |
142.32 |
142.00 |
142.32 |
+0.33 |
6 |
11 |
+0 |
Mar12 |
110818 |
140.23 |
140.23 |
140.23 |
140.23 |
+0.33 |
|
|
|
Total Volume and Open Interest |
835 |
24,220 |
+28 |
Euro-Bund(EUREX) |
Sep11 |
110818 |
134.32 |
136.26 |
134.29 |
135.75 |
+1.83 |
692,661 |
927,213 |
-31,971 |
Dec11 |
110818 |
132.79 |
134.62 |
132.73 |
134.17 |
+1.83 |
1,206 |
6,105 |
+24 |
Mar12 |
110818 |
134.75 |
134.75 |
134.75 |
134.75 |
+1.83 |
100 |
1 |
+0 |
Total Volume and Open Interest |
693,967 |
933,319 |
-31,947 |
Euro-Bobl(EUREX) |
Sep11 |
110818 |
121.95 |
122.88 |
121.83 |
122.59 |
+0.86 |
464,573 |
681,483 |
-16,058 |
Dec11 |
110818 |
121.12 |
121.74 |
121.12 |
121.55 |
+0.89 |
1,968 |
3,057 |
+1,594 |
Mar12 |
110818 |
121.59 |
121.59 |
121.59 |
121.59 |
+0.86 |
250 |
0 |
+0 |
Total Volume and Open Interest |
466,791 |
684,540 |
-14,464 |
3-Mth Euribor(EUREX) |
Sep11 |
110818 |
98.560 |
98.600 |
98.560 |
98.585 |
+0.040 |
17 |
2,003 |
-7 |
Dec11 |
110818 |
98.795 |
98.820 |
98.795 |
98.820 |
+0.085 |
6 |
1,528 |
+0 |
Mar12 |
110818 |
98.950 |
98.990 |
98.950 |
98.990 |
+0.145 |
4 |
2,513 |
+4 |
Total Volume and Open Interest |
51 |
10,057 |
+1 |
Long Gilt(LIFFE) |
Sep11 |
110818 |
129~12 |
131~02 |
129~12 |
130~13 |
+1~12 |
99,962 |
349,448 |
-2,829 |
Dec11 |
110818 |
128~17 |
129~19 |
128~11 |
129~04 |
+1~12 |
20 |
212 |
-8 |
Total Volume and Open Interest |
99,982 |
349,660 |
-2,837 |
3-Mth Short Sterling(LIFFE) |
Sep11 |
110818 |
99.12 |
99.13 |
99.10 |
99.11 |
-0.01 |
52,433 |
393,636 |
-4,813 |
Dec11 |
110818 |
99.11 |
99.11 |
99.08 |
99.10 |
unch |
68,861 |
462,477 |
-1,622 |
Mar12 |
110818 |
99.13 |
99.16 |
99.11 |
99.15 |
+0.04 |
58,297 |
367,550 |
-318 |
Jun12 |
110818 |
99.14 |
99.19 |
99.12 |
99.17 |
+0.06 |
49,919 |
242,925 |
-168 |
Sep12 |
110818 |
99.14 |
99.19 |
99.11 |
99.16 |
+0.07 |
55,293 |
273,403 |
+801 |
Dec12 |
110818 |
99.09 |
99.13 |
99.05 |
99.10 |
+0.08 |
43,356 |
238,954 |
-2,639 |
Total Volume and Open Interest |
437,779 |
2,437,694 |
-7,742 |
3-Mth Euribor(LIFFE) |
Sep11 |
110818 |
98.550 |
98.610 |
98.530 |
98.585 |
+0.040 |
96,572 |
625,809 |
-11,466 |
Dec11 |
110818 |
98.755 |
98.860 |
98.755 |
98.820 |
+0.085 |
101,787 |
606,703 |
+3,877 |
Mar12 |
110818 |
98.870 |
99.035 |
98.870 |
98.990 |
+0.145 |
108,655 |
478,182 |
-758 |
Total Volume and Open Interest |
728,796 |
3,445,095 |
+9,088 |
3-Mth Aus T-Bills(SFE) |
Sep11 |
110818 |
95.42 |
95.43 |
95.32 |
95.39 |
-0.02 |
23,336 |
239,816 |
-2,580 |
Dec11 |
110818 |
96.00 |
96.00 |
95.89 |
95.98 |
unch |
28,039 |
264,697 |
-729 |
Mar12 |
110818 |
96.24 |
96.32 |
96.15 |
96.29 |
+0.07 |
11,831 |
168,161 |
+190 |
Jun12 |
110818 |
96.20 |
96.30 |
96.11 |
96.28 |
+0.10 |
5,250 |
95,674 |
-1,794 |
Sep12 |
110818 |
96.03 |
96.14 |
95.96 |
96.11 |
+0.10 |
3,806 |
63,988 |
+995 |
Dec12 |
110818 |
95.84 |
95.93 |
95.79 |
95.93 |
+0.10 |
2,613 |
37,341 |
+1,135 |
Mar13 |
110818 |
95.71 |
95.79 |
95.67 |
95.78 |
+0.09 |
1,409 |
39,145 |
+869 |
Jun13 |
110818 |
95.58 |
95.63 |
95.54 |
95.63 |
+0.08 |
283 |
18,226 |
-24 |
Sep13 |
110818 |
95.45 |
95.53 |
95.44 |
95.52 |
+0.09 |
541 |
3,308 |
+47 |
Dec13 |
110818 |
95.41 |
95.43 |
95.40 |
95.41 |
+0.10 |
546 |
1,691 |
+0 |
Total Volume and Open Interest |
77,656 |
932,191 |
-1,891 |
10-Year Aus T-Bonds(SFE) |
Sep11 |
110818 |
95.54 |
95.65 |
95.50 |
95.64 |
+0.13 |
51,199 |
456,141 |
-90,270 |
Dec11 |
110818 |
95.64 |
95.64 |
95.64 |
95.64 |
+0.13 |
|
|
|
Total Volume and Open Interest |
51,199 |
456,141 |
-90,270 |
3-Year Aus T-Bonds(SFE) |
Sep11 |
110818 |
96.21 |
96.31 |
96.14 |
96.31 |
+0.12 |
147,360 |
882,527 |
+862 |
Dec11 |
110818 |
96.31 |
96.31 |
96.31 |
96.31 |
+0.12 |
|
|
|
Total Volume and Open Interest |
147,360 |
882,527 |
+862 |
Gold(CMX) |
Aug11 |
110818 |
1786.5 |
1828.5 |
1785.5 |
1818.9 |
+27.7 |
231 |
626 |
-430 |
Oct11 |
110818 |
1790.1 |
1830.0 |
1785.6 |
1819.9 |
+27.7 |
6,597 |
27,414 |
-418 |
Dec11 |
110818 |
1792.2 |
1832.0 |
1786.8 |
1822.0 |
+28.2 |
137,235 |
363,524 |
+786 |
Feb12 |
110818 |
1794.0 |
1833.2 |
1788.9 |
1823.9 |
+28.3 |
5,778 |
25,770 |
+530 |
Apr12 |
110818 |
1797.5 |
1832.0 |
1797.5 |
1825.9 |
+28.3 |
155 |
7,099 |
+71 |
Jun12 |
110818 |
1822.8 |
1835.0 |
1819.3 |
1827.9 |
+28.3 |
52 |
15,904 |
+4 |
Aug12 |
110818 |
1812.0 |
1829.7 |
1812.0 |
1829.7 |
+28.3 |
90 |
6,199 |
+7 |
Oct12 |
110818 |
1831.8 |
1831.8 |
1831.8 |
1831.8 |
+28.4 |
37 |
4,183 |
-2 |
Dec12 |
110818 |
1804.4 |
1841.0 |
1804.4 |
1834.0 |
+28.5 |
674 |
12,299 |
+284 |
Feb13 |
110818 |
1822.9 |
1841.0 |
1822.9 |
1835.9 |
+28.6 |
15 |
1,585 |
+8 |
Apr13 |
110818 |
1843.1 |
1843.1 |
1837.9 |
1837.9 |
+28.6 |
0 |
335 |
+0 |
Jun13 |
110818 |
1840.3 |
1840.3 |
1840.3 |
1840.3 |
+28.6 |
35 |
11,849 |
+19 |
Total Volume and Open Interest |
153,022 |
514,613 |
+506 |
Silver(CMX) |
Sep11 |
110818 |
4028.5 |
4095.0 |
4008.0 |
4068.8 |
+33.7 |
46,018 |
38,984 |
-1,901 |
Dec11 |
110818 |
4033.0 |
4098.0 |
4011.0 |
4071.6 |
+33.8 |
14,995 |
47,140 |
+3,093 |
Mar12 |
110818 |
4035.5 |
4075.0 |
4029.0 |
4072.7 |
+33.7 |
1,341 |
6,547 |
+148 |
May12 |
110818 |
4071.0 |
4071.7 |
4071.0 |
4071.7 |
+33.7 |
38 |
2,281 |
-5 |
Jul12 |
110818 |
4070.1 |
4070.1 |
4070.1 |
4070.1 |
+33.7 |
11 |
1,972 |
+4 |
Sep12 |
110818 |
4064.5 |
4075.0 |
4051.0 |
4066.9 |
+33.7 |
10 |
318 |
+3 |
Dec12 |
110818 |
4021.0 |
4060.3 |
4019.0 |
4060.3 |
+33.7 |
66 |
8,457 |
+11 |
Total Volume and Open Interest |
62,597 |
117,283 |
+1,276 |
Platinum(NYMEX) |
Oct11 |
110818 |
1845.2 |
1849.0 |
1824.6 |
1847.7 |
+6.9 |
7,014 |
33,730 |
+197 |
Jan12 |
110818 |
1843.8 |
1851.5 |
1829.6 |
1850.7 |
+7.1 |
131 |
2,204 |
+52 |
Apr12 |
110818 |
1839.2 |
1853.4 |
1839.2 |
1853.4 |
+7.1 |
11 |
346 |
+4 |
Jul12 |
110818 |
1856.6 |
1856.6 |
1856.6 |
1856.6 |
+7.1 |
2 |
12 |
+0 |
Total Volume and Open Interest |
7,158 |
36,294 |
+253 |
Palladium(NYMEX) |
Sep11 |
110818 |
776.45 |
779.70 |
748.30 |
757.00 |
-18.90 |
5,418 |
13,379 |
-946 |
Dec11 |
110818 |
776.00 |
781.50 |
751.00 |
758.75 |
-18.95 |
1,578 |
7,974 |
+1,128 |
Mar12 |
110818 |
118.89 |
118.89 |
104.54 |
104.54 |
-18.90 |
13 |
92 |
+0 |
Total Volume and Open Interest |
7,009 |
21,450 |
+182 |
Copper(CMX) |
Sep11 |
110818 |
403.50 |
404.30 |
392.75 |
396.60 |
-6.60 |
33,582 |
31,125 |
-1,661 |
Dec11 |
110818 |
405.45 |
406.25 |
394.95 |
398.60 |
-6.70 |
11,591 |
64,499 |
+1,138 |
Mar12 |
110818 |
405.45 |
407.05 |
398.00 |
400.35 |
-6.60 |
1,507 |
17,458 |
-29 |
May12 |
110818 |
404.00 |
404.00 |
401.10 |
401.15 |
-6.60 |
56 |
4,142 |
-43 |
Jul12 |
110818 |
404.00 |
404.00 |
400.75 |
401.60 |
-6.45 |
67 |
1,100 |
-9 |
Total Volume and Open Interest |
47,032 |
125,154 |
-519 |
DJIA Index(CBOT) |
Sep11 |
110818 |
11355 |
11355 |
10870 |
11017 |
-364 |
1,161 |
13,031 |
-484 |
Dec11 |
110818 |
11030 |
11030 |
10820 |
10944 |
-363 |
0 |
97 |
+0 |
Mar12 |
110818 |
10875 |
11238 |
10875 |
10875 |
-363 |
|
|
|
Jun12 |
110818 |
10805 |
11168 |
10805 |
10805 |
-363 |
|
|
|
Total Volume and Open Interest |
1,161 |
13,128 |
-484 |
E-mini DJIA Index(CBOT) |
Sep11 |
110818 |
11378 |
11381 |
10856 |
11017 |
-364 |
117,318 |
77,644 |
-2,297 |
Dec11 |
110818 |
11284 |
11284 |
10800 |
10944 |
-363 |
132 |
522 |
-19 |
Mar12 |
110818 |
10875 |
10875 |
10875 |
10875 |
-363 |
0 |
13 |
+0 |
Jun12 |
110818 |
10805 |
10805 |
10805 |
10805 |
-363 |
|
|
|
Total Volume and Open Interest |
117,450 |
78,179 |
-2,316 |
S & P 500(CME) |
Sep11 |
110818 |
1189.90 |
1189.90 |
1128.50 |
1143.50 |
-46.40 |
18,843 |
317,851 |
+3,748 |
Dec11 |
110818 |
1148.50 |
1148.50 |
1124.20 |
1137.80 |
-46.40 |
1,339 |
17,523 |
-284 |
Mar12 |
110818 |
1132.10 |
1132.10 |
1118.50 |
1132.10 |
-46.40 |
500 |
637 |
+392 |
Jun12 |
110818 |
1121.00 |
1126.60 |
1113.00 |
1126.60 |
-46.40 |
0 |
27 |
+0 |
Total Volume and Open Interest |
20,782 |
336,138 |
+3,956 |
S & P 500 E-Mini(Globex) |
Sep11 |
110818 |
1189.50 |
1190.00 |
1128.25 |
1143.50 |
-46.50 |
2,112,805 |
3,203,678 |
+34,240 |
Dec11 |
110818 |
1184.25 |
1184.25 |
1123.00 |
1137.75 |
-46.50 |
1,453 |
58,405 |
-736 |
Total Volume and Open Interest |
2,114,271 |
3,262,509 |
+33,504 |
NASDAQ 100(CME) |
Sep11 |
110818 |
2167.00 |
2170.00 |
2053.00 |
2082.00 |
-93.30 |
998 |
23,046 |
+498 |
Dec11 |
110818 |
2040.00 |
2077.00 |
2040.00 |
2076.80 |
-93.20 |
3 |
67 |
+0 |
Mar12 |
110818 |
2073.50 |
2074.80 |
2073.50 |
2073.50 |
-93.30 |
|
|
|
Total Volume and Open Interest |
1,001 |
23,113 |
+498 |
NASDAQ 100 E-Mini(Globex) |
Sep11 |
110818 |
2175.80 |
2175.80 |
2053.00 |
2082.00 |
-93.30 |
273,534 |
338,192 |
+1,098 |
Dec11 |
110818 |
2162.00 |
2164.50 |
2051.50 |
2076.80 |
-93.20 |
268 |
5,856 |
-38 |
Total Volume and Open Interest |
273,802 |
344,058 |
+1,060 |
S & P Midcap 400(CME) |
Sep11 |
110818 |
806.70 |
806.70 |
795.00 |
806.70 |
-41.90 |
1 |
4,626 |
+0 |
Dec11 |
110818 |
802.40 |
802.40 |
802.40 |
802.40 |
-42.90 |
|
|
|
Mar12 |
110818 |
800.70 |
800.70 |
800.70 |
800.70 |
-42.90 |
|
|
|
Total Volume and Open Interest |
1 |
4,626 |
+0 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Sep11 |
110818 |
9025 |
9050 |
8680 |
8770 |
-275 |
8,698 |
31,684 |
-166 |
Dec11 |
110818 |
8765 |
9015 |
8700 |
8740 |
-275 |
0 |
231 |
+0 |
Total Volume and Open Interest |
8,698 |
31,915 |
-166 |
Nikkei 225(SGX) |
Sep11 |
110818 |
9015 |
9110 |
8925 |
8940 |
-95 |
96,809 |
215,846 |
-1,105 |
Dec11 |
110818 |
8965 |
9045 |
8875 |
8880 |
-100 |
110 |
9,958 |
+8 |
Mar12 |
110818 |
8875 |
8875 |
8875 |
8875 |
-90 |
0 |
11 |
+0 |
Total Volume and Open Interest |
96,982 |
232,027 |
-1,057 |
CAC 40(EURONEXT) |
Aug11 |
110818 |
3216.5 |
3224.5 |
3036.5 |
3081.0 |
-172.0 |
227,825 |
335,805 |
-24,828 |
Sep11 |
110818 |
3212.0 |
3221.0 |
3031.5 |
3076.5 |
-172.5 |
136,460 |
209,641 |
+98,853 |
Oct11 |
110818 |
3205.0 |
3205.0 |
3034.0 |
3073.0 |
-172.5 |
7 |
412 |
+7 |
Total Volume and Open Interest |
364,320 |
545,913 |
+74,040 |
Hang Seng Index(HKFE) |
Aug11 |
110818 |
20131 |
20276 |
19893 |
19934 |
-222 |
89,936 |
102,015 |
+769 |
Sep11 |
110818 |
20083 |
20176 |
19792 |
19834 |
-227 |
1,318 |
9,947 |
+222 |
Total Volume and Open Interest |
91,567 |
116,355 |
+953 |
DAX(EUREX) |
Sep11 |
110818 |
5867.0 |
5898.0 |
5533.5 |
5596.5 |
-359.5 |
156,095 |
175,100 |
-4,155 |
Dec11 |
110818 |
5858.0 |
5913.5 |
5575.0 |
5612.5 |
-362.0 |
512 |
11,534 |
+7 |
Mar12 |
110818 |
5889.0 |
5910.0 |
5594.0 |
5632.5 |
-363.5 |
108 |
1,270 |
+4 |
Total Volume and Open Interest |
156,715 |
187,904 |
-4,144 |
FT-SE 100(EURONEXT) |
Sep11 |
110818 |
5300.50 |
5300.50 |
5029.00 |
5080.50 |
-249.50 |
103,063 |
614,474 |
-499 |
Dec11 |
110818 |
5248.00 |
5248.00 |
5040.00 |
5055.00 |
-249.50 |
109 |
1,346 |
+61 |
Mar12 |
110818 |
5016.00 |
5016.00 |
5016.00 |
5016.00 |
-250.00 |
56 |
193 |
-1 |
Total Volume and Open Interest |
103,248 |
616,199 |
-439 |
SPI 200(SFE) |
Sep11 |
110818 |
4256.0 |
4309.0 |
4214.0 |
4219.0 |
-53.0 |
49,429 |
265,424 |
-88,289 |
Dec11 |
110818 |
4272.0 |
4316.0 |
4228.0 |
4228.0 |
-54.0 |
244 |
6,307 |
-143 |
Mar12 |
110818 |
4204.0 |
4204.0 |
4204.0 |
4204.0 |
-53.0 |
35 |
2,032 |
-63 |
Total Volume and Open Interest |
49,795 |
283,034 |
-88,899 |
GSCI(CME) |
Sep11 |
110818 |
647.00 |
648.00 |
633.50 |
633.75 |
-21.75 |
133 |
8,841 |
-34 |
Oct11 |
110818 |
647.50 |
648.00 |
633.75 |
633.75 |
-22.15 |
2 |
0 |
+0 |
Nov11 |
110818 |
648.75 |
649.25 |
635.75 |
635.75 |
-21.95 |
|
|
|
Total Volume and Open Interest |
135 |
8,841 |
-34 |
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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