|
MRCI's End of Day Prices |
Daily Futures Price Listing Tue August 23, 2011 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Sep11 |
110823 |
1376.50 |
1392.00 |
1376.50 |
1389.50 |
+13.00 |
13,587 |
34,316 |
-722 |
Nov11 |
110823 |
1388.50 |
1400.00 |
1385.25 |
1397.25 |
+12.00 |
79,449 |
298,672 |
+1,607 |
Jan12 |
110823 |
1397.75 |
1409.00 |
1395.00 |
1406.50 |
+11.25 |
9,392 |
61,787 |
+1,328 |
Mar12 |
110823 |
1400.00 |
1410.75 |
1398.50 |
1407.50 |
+9.75 |
5,631 |
36,219 |
+1,273 |
May12 |
110823 |
1395.50 |
1408.00 |
1395.25 |
1404.00 |
+10.50 |
5,993 |
38,447 |
+687 |
Jul12 |
110823 |
1397.00 |
1408.75 |
1396.00 |
1405.75 |
+10.25 |
5,430 |
22,004 |
+921 |
Aug12 |
110823 |
1391.00 |
1391.00 |
1383.00 |
1391.00 |
+8.00 |
45 |
230 |
+0 |
Sep12 |
110823 |
1365.00 |
1365.00 |
1358.00 |
1363.50 |
+5.50 |
32 |
177 |
+4 |
Nov12 |
110823 |
1336.50 |
1347.50 |
1335.50 |
1338.75 |
+1.25 |
2,508 |
21,201 |
+715 |
Jan13 |
110823 |
1342.50 |
1342.50 |
1341.25 |
1342.50 |
+1.25 |
8 |
5,130 |
+6 |
Mar13 |
110823 |
1344.25 |
1344.25 |
1343.00 |
1344.25 |
+1.25 |
2 |
108 |
+2 |
May13 |
110823 |
1343.50 |
1343.50 |
1342.25 |
1343.50 |
+1.25 |
0 |
20 |
+0 |
Jul13 |
110823 |
1347.25 |
1347.25 |
1346.00 |
1347.25 |
+1.25 |
0 |
157 |
+0 |
Aug13 |
110823 |
1336.50 |
1336.50 |
1335.25 |
1336.50 |
+1.25 |
|
|
|
Total Volume and Open Interest |
122,084 |
519,524 |
+5,824 |
Soybean Meal(CBOT) |
Sep11 |
110823 |
362.90 |
370.00 |
362.30 |
368.30 |
+5.60 |
10,121 |
23,743 |
-1,041 |
Oct11 |
110823 |
365.80 |
372.00 |
364.60 |
370.80 |
+5.70 |
5,284 |
23,582 |
+340 |
Dec11 |
110823 |
369.90 |
376.60 |
369.20 |
375.50 |
+5.80 |
29,871 |
88,527 |
+4,128 |
Jan12 |
110823 |
372.50 |
378.10 |
371.00 |
377.30 |
+5.80 |
1,559 |
10,064 |
+473 |
Mar12 |
110823 |
374.60 |
379.30 |
373.50 |
378.60 |
+5.10 |
620 |
7,038 |
-66 |
May12 |
110823 |
375.60 |
378.10 |
374.30 |
377.30 |
+4.60 |
1,453 |
10,762 |
+180 |
Jul12 |
110823 |
373.00 |
377.50 |
372.00 |
376.80 |
+4.60 |
546 |
4,791 |
+43 |
Aug12 |
110823 |
371.30 |
373.50 |
368.80 |
372.30 |
+3.50 |
24 |
603 |
+9 |
Sep12 |
110823 |
364.00 |
366.90 |
361.20 |
364.30 |
+3.10 |
5 |
778 |
+0 |
Oct12 |
110823 |
352.30 |
352.30 |
350.20 |
352.30 |
+2.10 |
0 |
910 |
+0 |
Total Volume and Open Interest |
49,905 |
173,281 |
+4,284 |
Soybean Oil(CBOT) |
Sep11 |
110823 |
55.65 |
56.15 |
55.43 |
55.62 |
+0.02 |
12,038 |
35,172 |
-2,592 |
Oct11 |
110823 |
55.81 |
56.34 |
55.62 |
55.82 |
+0.03 |
5,306 |
32,162 |
+469 |
Dec11 |
110823 |
56.29 |
56.74 |
55.98 |
56.21 |
+0.03 |
40,299 |
134,400 |
+630 |
Jan12 |
110823 |
56.42 |
56.93 |
56.24 |
56.43 |
unch |
4,579 |
29,775 |
+124 |
Mar12 |
110823 |
56.70 |
57.10 |
56.54 |
56.65 |
-0.03 |
1,467 |
20,864 |
+612 |
May12 |
110823 |
57.04 |
57.07 |
56.62 |
56.74 |
-0.04 |
1,222 |
12,321 |
+339 |
Jul12 |
110823 |
56.93 |
57.42 |
56.71 |
56.86 |
-0.06 |
1,392 |
7,945 |
+100 |
Aug12 |
110823 |
56.99 |
56.99 |
56.86 |
56.86 |
-0.08 |
3 |
534 |
+0 |
Sep12 |
110823 |
56.97 |
56.97 |
56.79 |
56.82 |
-0.08 |
32 |
421 |
+0 |
Oct12 |
110823 |
56.74 |
56.95 |
56.65 |
56.67 |
-0.15 |
6 |
403 |
-10 |
Total Volume and Open Interest |
66,805 |
276,790 |
-178 |
Canola(WCE) |
Nov11 |
110823 |
557.5 |
563.7 |
557.5 |
559.3 |
+1.8 |
8,920 |
105,868 |
-837 |
Jan12 |
110823 |
565.7 |
571.8 |
565.7 |
567.7 |
+1.9 |
3,900 |
32,631 |
+2,615 |
Mar12 |
110823 |
573.5 |
579.8 |
573.5 |
575.8 |
+2.0 |
730 |
12,999 |
+339 |
May12 |
110823 |
582.5 |
586.0 |
581.0 |
582.3 |
+1.8 |
417 |
8,571 |
+21 |
Jul12 |
110823 |
588.5 |
590.5 |
587.1 |
587.1 |
+1.7 |
204 |
3,965 |
-9 |
Total Volume and Open Interest |
14,251 |
166,480 |
+2,164 |
Corn(CBOT) |
Sep11 |
110823 |
723.50 |
731.00 |
720.00 |
730.25 |
+9.75 |
61,301 |
145,146 |
-4,518 |
Dec11 |
110823 |
738.00 |
744.00 |
734.00 |
743.50 |
+9.00 |
123,198 |
688,516 |
+8,554 |
Mar12 |
110823 |
750.00 |
755.50 |
745.50 |
755.00 |
+8.00 |
14,984 |
180,128 |
+2,660 |
May12 |
110823 |
754.25 |
758.50 |
749.25 |
758.00 |
+7.50 |
5,049 |
38,964 |
+932 |
Jul12 |
110823 |
753.25 |
759.50 |
749.25 |
759.25 |
+7.50 |
7,272 |
77,076 |
+1,297 |
Sep12 |
110823 |
700.00 |
704.50 |
695.75 |
704.50 |
+4.50 |
1,206 |
14,189 |
+433 |
Dec12 |
110823 |
655.00 |
659.50 |
651.25 |
659.50 |
+4.00 |
5,474 |
86,616 |
+1,159 |
Mar13 |
110823 |
663.50 |
667.50 |
659.25 |
667.50 |
+4.00 |
124 |
17,835 |
+26 |
May13 |
110823 |
669.25 |
672.00 |
668.00 |
672.00 |
+4.00 |
29 |
504 |
-9 |
Jul13 |
110823 |
670.00 |
676.00 |
670.00 |
676.00 |
+4.00 |
81 |
853 |
+18 |
Total Volume and Open Interest |
219,173 |
1,260,428 |
+10,810 |
Wheat(CBOT) |
Sep11 |
110823 |
735.50 |
759.00 |
734.75 |
757.25 |
+21.75 |
14,664 |
53,120 |
-2,222 |
Dec11 |
110823 |
767.50 |
786.50 |
765.25 |
784.50 |
+18.50 |
33,940 |
209,809 |
+1,902 |
Mar12 |
110823 |
796.25 |
815.25 |
796.25 |
813.75 |
+17.25 |
3,713 |
71,982 |
+374 |
May12 |
110823 |
807.50 |
826.00 |
807.50 |
824.50 |
+16.00 |
1,964 |
14,447 |
+315 |
Jul12 |
110823 |
809.50 |
827.25 |
808.25 |
825.50 |
+16.00 |
1,671 |
53,867 |
+150 |
Sep12 |
110823 |
826.25 |
838.75 |
821.50 |
837.00 |
+15.50 |
166 |
2,698 |
+12 |
Total Volume and Open Interest |
56,949 |
431,706 |
+750 |
Wheat(KCBT) |
Sep11 |
110823 |
821.00 |
841.00 |
821.00 |
841.00 |
+19.25 |
7,107 |
41,854 |
-2,727 |
Dec11 |
110823 |
845.00 |
865.25 |
845.00 |
865.25 |
+19.25 |
9,512 |
75,950 |
+1,523 |
Mar12 |
110823 |
857.25 |
877.00 |
857.25 |
877.00 |
+19.50 |
1,322 |
29,921 |
+172 |
May12 |
110823 |
860.00 |
880.00 |
860.00 |
880.00 |
+19.50 |
351 |
4,152 |
+222 |
Jul12 |
110823 |
852.00 |
872.25 |
852.00 |
872.00 |
+19.50 |
768 |
18,877 |
+112 |
Sep12 |
110823 |
870.50 |
882.00 |
865.25 |
882.00 |
+18.50 |
24 |
1,414 |
-11 |
Total Volume and Open Interest |
19,093 |
173,970 |
-712 |
Wheat(MGE) |
Sep11 |
110823 |
945.00 |
956.00 |
943.75 |
950.25 |
+7.00 |
2,692 |
8,046 |
-461 |
Dec11 |
110823 |
921.00 |
937.25 |
920.75 |
934.50 |
+11.25 |
3,098 |
20,896 |
+218 |
Mar12 |
110823 |
925.25 |
937.00 |
925.25 |
934.50 |
+11.00 |
862 |
7,253 |
+118 |
May12 |
110823 |
928.00 |
933.75 |
925.25 |
932.25 |
+10.50 |
447 |
3,417 |
-59 |
Jul12 |
110823 |
923.75 |
931.75 |
923.50 |
930.00 |
+11.00 |
302 |
4,410 |
-74 |
Total Volume and Open Interest |
7,576 |
47,517 |
-216 |
Oats(CBOT) |
Sep11 |
110823 |
355.00 |
364.50 |
355.00 |
364.50 |
+10.50 |
208 |
1,688 |
-120 |
Dec11 |
110823 |
364.50 |
373.00 |
364.50 |
373.00 |
+10.00 |
487 |
10,677 |
+95 |
Mar12 |
110823 |
375.00 |
383.50 |
373.50 |
383.50 |
+10.00 |
38 |
1,162 |
+33 |
May12 |
110823 |
390.50 |
390.50 |
380.50 |
390.50 |
+10.00 |
0 |
36 |
+0 |
Total Volume and Open Interest |
733 |
13,595 |
+8 |
Rough Rice(CBOT) |
Sep11 |
110823 |
16.98 |
17.12 |
16.82 |
16.97 |
0.00 |
1,137 |
5,438 |
-422 |
Nov11 |
110823 |
17.31 |
17.46 |
17.14 |
17.28 |
-0.01 |
1,373 |
10,343 |
+509 |
Jan12 |
110823 |
17.65 |
17.65 |
17.50 |
17.60 |
+0.01 |
281 |
1,615 |
+144 |
Mar12 |
110823 |
17.82 |
17.97 |
17.82 |
17.88 |
+0.03 |
20 |
869 |
-5 |
Total Volume and Open Interest |
2,812 |
18,428 |
+227 |
Live Cattle(CME) |
Aug11 |
110823 |
114.550 |
114.700 |
113.850 |
114.100 |
-0.550 |
1,167 |
4,244 |
-382 |
Oct11 |
110823 |
115.700 |
115.850 |
114.980 |
115.050 |
-0.650 |
13,880 |
128,160 |
-464 |
Dec11 |
110823 |
117.385 |
117.580 |
116.850 |
116.900 |
-0.530 |
8,460 |
89,499 |
-758 |
Feb12 |
110823 |
120.535 |
120.785 |
120.050 |
120.535 |
+0.185 |
3,947 |
43,161 |
+1,000 |
Apr12 |
110823 |
124.430 |
124.635 |
124.000 |
124.450 |
-0.030 |
2,784 |
26,780 |
+825 |
Jun12 |
110823 |
122.450 |
122.700 |
122.180 |
122.480 |
+0.050 |
461 |
10,919 |
+212 |
Total Volume and Open Interest |
30,798 |
305,067 |
+439 |
Feeder Cattle(CME) |
Aug11 |
110823 |
133.750 |
133.950 |
133.500 |
133.735 |
+0.250 |
605 |
3,465 |
-131 |
Sep11 |
110823 |
134.200 |
134.400 |
133.600 |
133.630 |
-0.570 |
902 |
7,233 |
+72 |
Oct11 |
110823 |
134.400 |
134.935 |
134.100 |
134.350 |
-0.225 |
1,251 |
13,269 |
+22 |
Nov11 |
110823 |
135.935 |
135.950 |
135.300 |
135.575 |
-0.325 |
431 |
5,598 |
-8 |
Jan12 |
110823 |
136.700 |
136.785 |
136.200 |
136.400 |
-0.150 |
223 |
3,440 |
+49 |
Mar12 |
110823 |
136.500 |
136.750 |
136.250 |
136.450 |
-0.150 |
52 |
998 |
-2 |
Apr12 |
110823 |
137.050 |
137.500 |
137.050 |
137.150 |
unch |
16 |
271 |
+6 |
Total Volume and Open Interest |
3,487 |
34,483 |
+15 |
Lean Hogs(CME) |
Oct11 |
110823 |
88.500 |
88.750 |
87.650 |
88.230 |
-0.770 |
10,422 |
87,419 |
-542 |
Dec11 |
110823 |
84.850 |
84.950 |
83.700 |
84.330 |
-0.820 |
5,663 |
77,965 |
+1,177 |
Feb12 |
110823 |
87.480 |
87.500 |
86.430 |
87.200 |
-0.550 |
1,755 |
38,348 |
+137 |
Apr12 |
110823 |
89.500 |
89.980 |
88.650 |
89.650 |
-0.100 |
828 |
24,302 |
+25 |
May12 |
110823 |
93.800 |
94.400 |
93.750 |
94.300 |
unch |
8 |
983 |
-2 |
Jun12 |
110823 |
96.035 |
96.400 |
95.500 |
96.385 |
-0.115 |
185 |
12,267 |
+22 |
Jul12 |
110823 |
94.900 |
94.950 |
94.035 |
94.535 |
unch |
41 |
3,732 |
+8 |
Aug12 |
110823 |
93.100 |
93.400 |
92.500 |
93.200 |
-0.200 |
14 |
2,360 |
+5 |
Total Volume and Open Interest |
18,929 |
248,322 |
+839 |
Class III Milk(CME) |
Aug11 |
110823 |
21.53 |
21.57 |
21.45 |
21.50 |
-0.03 |
23 |
6,580 |
+42 |
Sep11 |
110823 |
18.62 |
18.72 |
17.95 |
17.97 |
-0.73 |
329 |
6,218 |
-46 |
Oct11 |
110823 |
17.98 |
17.98 |
17.30 |
17.42 |
-0.63 |
204 |
4,972 |
-30 |
Nov11 |
110823 |
17.96 |
17.96 |
17.44 |
17.51 |
-0.49 |
71 |
4,488 |
+30 |
Dec11 |
110823 |
17.83 |
17.83 |
17.40 |
17.53 |
-0.27 |
64 |
3,919 |
+42 |
Total Volume and Open Interest |
790 |
36,527 |
+126 |
Cocoa(ICE) |
Sep11 |
110823 |
3079 |
3143 |
3079 |
3137 |
+94 |
37 |
92 |
-22 |
Dec11 |
110823 |
3053 |
3145 |
3053 |
3141 |
+96 |
6,688 |
73,169 |
-389 |
Mar12 |
110823 |
3094 |
3175 |
3094 |
3171 |
+86 |
1,053 |
47,615 |
+1 |
May12 |
110823 |
3131 |
3178 |
3121 |
3177 |
+86 |
218 |
15,417 |
+101 |
Jul12 |
110823 |
3170 |
3188 |
3170 |
3188 |
+84 |
34 |
6,722 |
+0 |
Sep12 |
110823 |
3181 |
3200 |
3177 |
3200 |
+83 |
55 |
9,846 |
+20 |
Dec12 |
110823 |
3196 |
3213 |
3196 |
3213 |
+82 |
38 |
5,318 |
+27 |
Total Volume and Open Interest |
8,123 |
162,707 |
-262 |
Coffee "C"(ICE) |
Sep11 |
110823 |
264.10 |
271.80 |
264.10 |
268.85 |
+4.15 |
6,381 |
1,318 |
-4,352 |
Dec11 |
110823 |
267.35 |
273.50 |
267.35 |
271.60 |
+3.25 |
15,753 |
68,244 |
-690 |
Mar12 |
110823 |
270.85 |
276.10 |
270.75 |
274.40 |
+3.25 |
2,525 |
18,359 |
+818 |
May12 |
110823 |
272.25 |
276.10 |
272.25 |
274.75 |
+2.90 |
239 |
8,255 |
+84 |
Jul12 |
110823 |
271.50 |
273.90 |
271.35 |
273.35 |
+3.10 |
95 |
2,784 |
+32 |
Sep12 |
110823 |
271.55 |
272.10 |
269.75 |
271.60 |
+3.20 |
72 |
1,963 |
+30 |
Total Volume and Open Interest |
25,142 |
102,777 |
-4,012 |
Orange Juice(ICE) |
Sep11 |
110823 |
175.40 |
175.90 |
169.70 |
169.75 |
-4.85 |
1,071 |
4,012 |
-795 |
Nov11 |
110823 |
165.30 |
165.30 |
162.50 |
163.20 |
-2.45 |
1,140 |
15,908 |
+618 |
Jan12 |
110823 |
163.75 |
164.00 |
162.50 |
162.85 |
-2.40 |
120 |
3,349 |
+40 |
Mar12 |
110823 |
164.00 |
164.00 |
163.00 |
163.15 |
-2.65 |
0 |
1,383 |
+0 |
May12 |
110823 |
164.05 |
164.05 |
164.05 |
164.05 |
-2.40 |
0 |
369 |
+0 |
Jul12 |
110823 |
164.05 |
164.05 |
164.05 |
164.05 |
-2.40 |
0 |
153 |
+0 |
Total Volume and Open Interest |
2,331 |
25,185 |
-137 |
Sugar #11(ICE) |
Oct11 |
110823 |
30.77 |
31.42 |
30.62 |
30.82 |
+0.03 |
40,206 |
252,695 |
-4,141 |
Mar12 |
110823 |
29.47 |
30.11 |
29.47 |
29.72 |
+0.11 |
19,759 |
156,480 |
+786 |
May12 |
110823 |
27.71 |
28.23 |
27.71 |
27.93 |
+0.14 |
6,568 |
44,277 |
-378 |
Jul12 |
110823 |
26.43 |
26.82 |
26.32 |
26.55 |
+0.12 |
5,395 |
63,986 |
+687 |
Oct12 |
110823 |
25.48 |
25.77 |
25.29 |
25.57 |
+0.11 |
1,881 |
30,061 |
+73 |
Total Volume and Open Interest |
75,509 |
591,785 |
-2,498 |
London Cocoa(LCE) |
Sep11 |
110823 |
1916 |
1947 |
1909 |
1944 |
+38 |
2,165 |
52,311 |
-304 |
Dec11 |
110823 |
1930 |
1965 |
1921 |
1960 |
+43 |
3,300 |
64,447 |
+349 |
Mar12 |
110823 |
1945 |
1976 |
1938 |
1974 |
+39 |
1,061 |
43,197 |
+270 |
May12 |
110823 |
1950 |
1981 |
1949 |
1980 |
+40 |
887 |
14,827 |
+22 |
Jul12 |
110823 |
1957 |
1985 |
1954 |
1985 |
+40 |
816 |
8,387 |
+277 |
Sep12 |
110823 |
1983 |
1992 |
1982 |
1992 |
+40 |
16 |
5,316 |
-1 |
Dec12 |
110823 |
1995 |
1995 |
1995 |
1995 |
+38 |
0 |
8,757 |
+0 |
Total Volume and Open Interest |
8,245 |
198,148 |
+613 |
London Sugar(LCE) |
Oct11 |
110823 |
804.20 |
811.00 |
796.30 |
800.50 |
+2.00 |
2,969 |
20,907 |
-292 |
Dec11 |
110823 |
759.70 |
766.00 |
751.10 |
756.10 |
+4.10 |
1,262 |
7,974 |
+280 |
Mar12 |
110823 |
743.60 |
748.60 |
736.90 |
742.60 |
+5.90 |
1,310 |
10,880 |
+131 |
May12 |
110823 |
718.70 |
725.20 |
715.60 |
719.90 |
+7.00 |
672 |
3,282 |
+54 |
Aug12 |
110823 |
697.80 |
700.00 |
692.50 |
695.40 |
+6.70 |
138 |
2,206 |
-19 |
Total Volume and Open Interest |
6,446 |
46,970 |
+173 |
Cotton(ICE) |
Oct11 |
110823 |
106.02 |
107.31 |
105.14 |
105.14 |
-1.47 |
49 |
437 |
-12 |
Dec11 |
110823 |
106.45 |
107.25 |
104.27 |
105.24 |
-1.21 |
6,762 |
93,973 |
+468 |
Mar12 |
110823 |
103.35 |
104.00 |
101.45 |
102.24 |
-1.16 |
1,586 |
31,946 |
+485 |
May12 |
110823 |
102.60 |
102.60 |
100.05 |
100.99 |
-0.86 |
661 |
6,558 |
+70 |
Jul12 |
110823 |
100.10 |
100.37 |
99.50 |
99.73 |
-0.67 |
200 |
8,427 |
+64 |
Oct12 |
110823 |
98.95 |
98.95 |
98.95 |
98.95 |
-1.72 |
0 |
3 |
+0 |
Total Volume and Open Interest |
9,298 |
145,425 |
+1,074 |
Lumber(CME) |
Sep11 |
110823 |
216.8 |
218.9 |
215.1 |
218.0 |
-0.9 |
668 |
2,169 |
-364 |
Nov11 |
110823 |
222.6 |
225.0 |
221.3 |
223.3 |
+0.7 |
613 |
5,852 |
+206 |
Jan12 |
110823 |
246.0 |
247.0 |
244.7 |
246.0 |
-0.3 |
308 |
1,359 |
+129 |
Mar12 |
110823 |
258.2 |
260.1 |
258.2 |
259.4 |
+1.3 |
0 |
150 |
+0 |
Total Volume and Open Interest |
1,589 |
9,532 |
-29 |
Crude Oil(NYM) |
Oct11 |
110823 |
84.45 |
86.39 |
83.40 |
85.44 |
+1.02 |
374,045 |
314,873 |
+2,749 |
Nov11 |
110823 |
84.57 |
86.69 |
83.75 |
85.74 |
+1.05 |
65,050 |
145,297 |
+1,321 |
Dec11 |
110823 |
85.04 |
87.04 |
84.16 |
86.11 |
+1.08 |
67,792 |
198,409 |
-845 |
Jan12 |
110823 |
85.30 |
87.40 |
84.80 |
86.51 |
+1.09 |
16,956 |
77,409 |
+1,732 |
Feb12 |
110823 |
85.86 |
87.80 |
85.04 |
86.94 |
+1.10 |
8,088 |
28,134 |
+188 |
Mar12 |
110823 |
87.10 |
87.86 |
85.84 |
87.37 |
+1.10 |
8,725 |
40,611 |
-76 |
Apr12 |
110823 |
87.01 |
88.67 |
86.04 |
87.81 |
+1.10 |
5,194 |
24,823 |
+39 |
May12 |
110823 |
88.29 |
89.16 |
87.33 |
88.25 |
+1.10 |
4,342 |
21,765 |
-1 |
Jun12 |
110823 |
88.03 |
89.55 |
87.00 |
88.67 |
+1.10 |
12,541 |
77,177 |
+258 |
Jul12 |
110823 |
88.07 |
89.13 |
88.07 |
89.06 |
+1.10 |
2,208 |
32,950 |
+582 |
Aug12 |
110823 |
88.82 |
89.67 |
88.64 |
89.33 |
+1.10 |
1,362 |
15,348 |
+69 |
Sep12 |
110823 |
90.00 |
90.00 |
89.55 |
89.55 |
+1.10 |
2,674 |
19,069 |
+501 |
Oct12 |
110823 |
89.63 |
89.74 |
89.63 |
89.74 |
+1.10 |
1,062 |
13,920 |
-36 |
Nov12 |
110823 |
89.95 |
89.95 |
89.95 |
89.95 |
+1.10 |
868 |
18,385 |
-19 |
Dec12 |
110823 |
89.01 |
91.05 |
88.29 |
90.17 |
+1.10 |
16,685 |
151,760 |
+1,722 |
Jan13 |
110823 |
90.32 |
90.32 |
90.32 |
90.32 |
+1.09 |
389 |
19,275 |
+63 |
Total Volume and Open Interest |
597,987 |
1,461,603 |
-11,406 |
e-miNY Crude Oil(NYM) |
Aug11 |
110719 |
96.125 |
98.650 |
95.925 |
97.500 |
+1.575 |
4,263 |
3,030 |
-417 |
Sep11 |
110819 |
81.450 |
83.550 |
79.225 |
82.250 |
-0.125 |
9,194 |
3,327 |
-634 |
Oct11 |
110823 |
84.325 |
86.375 |
83.400 |
85.450 |
+1.025 |
12,995 |
1,877 |
+67 |
Nov11 |
110823 |
84.625 |
86.675 |
84.000 |
85.750 |
+1.050 |
453 |
414 |
-90 |
Dec11 |
110823 |
86.150 |
87.000 |
84.450 |
86.100 |
+1.075 |
262 |
384 |
-37 |
Jan12 |
110823 |
86.500 |
86.500 |
86.500 |
86.500 |
+1.075 |
20 |
9 |
+3 |
Feb12 |
110823 |
86.950 |
86.950 |
86.950 |
86.950 |
+1.100 |
31 |
14 |
-13 |
Mar12 |
110823 |
87.375 |
87.375 |
87.375 |
87.375 |
+1.100 |
26 |
14 |
+0 |
Apr12 |
110823 |
87.800 |
87.800 |
87.800 |
87.800 |
+1.100 |
1 |
8 |
+0 |
May12 |
110823 |
88.075 |
88.850 |
87.950 |
88.250 |
+1.100 |
0 |
4 |
+0 |
Total Volume and Open Interest |
13,796 |
2,931 |
-67 |
Heating Oil(NYM) |
Sep11 |
110823 |
291.08 |
296.10 |
288.26 |
294.25 |
+3.18 |
31,668 |
42,491 |
-3,234 |
Oct11 |
110823 |
291.85 |
296.75 |
288.97 |
294.92 |
+3.05 |
43,380 |
66,881 |
-269 |
Nov11 |
110823 |
293.17 |
297.37 |
289.91 |
295.59 |
+2.81 |
14,300 |
40,899 |
+1,727 |
Dec11 |
110823 |
293.59 |
297.84 |
290.81 |
296.18 |
+2.57 |
16,135 |
50,782 |
+1,537 |
Jan12 |
110823 |
294.30 |
298.44 |
291.83 |
296.85 |
+2.31 |
5,169 |
29,768 |
+176 |
Feb12 |
110823 |
295.25 |
298.18 |
291.77 |
296.58 |
+2.10 |
1,447 |
12,008 |
+120 |
Mar12 |
110823 |
290.81 |
296.50 |
290.81 |
295.56 |
+1.95 |
1,914 |
9,381 |
+493 |
Apr12 |
110823 |
288.83 |
293.51 |
288.83 |
293.51 |
+1.75 |
403 |
4,883 |
+9 |
May12 |
110823 |
290.78 |
291.54 |
290.78 |
291.54 |
+1.58 |
297 |
5,193 |
+19 |
Jun12 |
110823 |
289.75 |
291.72 |
285.97 |
290.61 |
+1.45 |
753 |
27,160 |
+104 |
Jul12 |
110823 |
290.79 |
291.29 |
290.79 |
291.29 |
+1.40 |
54 |
2,275 |
+7 |
Aug12 |
110823 |
291.80 |
292.39 |
291.80 |
292.39 |
+1.33 |
33 |
1,055 |
+2 |
Total Volume and Open Interest |
115,802 |
307,041 |
+704 |
Gasoline(NYMEX) |
Sep11 |
110823 |
283.21 |
289.90 |
280.42 |
287.66 |
+4.15 |
25,346 |
34,662 |
-4,036 |
Oct11 |
110823 |
270.99 |
276.71 |
268.00 |
274.72 |
+3.43 |
30,493 |
67,156 |
-658 |
Nov11 |
110823 |
267.21 |
271.82 |
263.99 |
270.05 |
+2.85 |
12,430 |
32,807 |
+235 |
Dec11 |
110823 |
264.79 |
269.48 |
262.38 |
267.81 |
+2.50 |
8,473 |
45,566 |
+633 |
Jan12 |
110823 |
265.92 |
268.68 |
262.65 |
267.78 |
+2.36 |
2,559 |
21,574 |
+316 |
Feb12 |
110823 |
266.38 |
268.79 |
263.71 |
268.75 |
+2.29 |
636 |
6,212 |
-4 |
Mar12 |
110823 |
269.20 |
271.60 |
269.20 |
270.07 |
+2.26 |
638 |
9,920 |
-226 |
Apr12 |
110823 |
281.25 |
281.25 |
281.25 |
281.25 |
+2.19 |
84 |
6,065 |
-3 |
May12 |
110823 |
279.30 |
281.19 |
278.80 |
281.19 |
+2.18 |
8 |
2,718 |
+0 |
Jun12 |
110823 |
277.83 |
280.98 |
276.70 |
280.44 |
+2.13 |
115 |
10,256 |
+94 |
Total Volume and Open Interest |
80,783 |
251,769 |
-3,649 |
e-miNY RBOB Gasoline(NYM) |
Sep11 |
110823 |
287.70 |
287.70 |
287.66 |
287.70 |
+4.20 |
1 |
1 |
-1 |
Oct11 |
110823 |
274.70 |
274.72 |
274.70 |
274.70 |
+3.40 |
0 |
1 |
+0 |
Nov11 |
110823 |
270.10 |
270.10 |
270.05 |
270.10 |
+2.90 |
|
|
|
Dec11 |
110823 |
267.80 |
267.81 |
267.80 |
267.80 |
+2.50 |
|
|
|
Total Volume and Open Interest |
1 |
4 |
-1 |
Natural Gas(NYM) |
Sep11 |
110823 |
3.889 |
4.048 |
3.874 |
3.993 |
+0.104 |
114,149 |
65,467 |
-7,755 |
Oct11 |
110823 |
3.869 |
4.024 |
3.853 |
3.968 |
+0.099 |
71,124 |
197,242 |
+8,390 |
Nov11 |
110823 |
3.990 |
4.128 |
3.971 |
4.070 |
+0.079 |
32,305 |
189,092 |
-1,491 |
Dec11 |
110823 |
4.223 |
4.336 |
4.207 |
4.276 |
+0.051 |
15,679 |
84,081 |
+1,308 |
Jan12 |
110823 |
4.322 |
4.435 |
4.307 |
4.376 |
+0.046 |
17,646 |
136,975 |
+2,171 |
Feb12 |
110823 |
4.330 |
4.433 |
4.308 |
4.377 |
+0.047 |
4,021 |
34,005 |
+282 |
Mar12 |
110823 |
4.298 |
4.395 |
4.280 |
4.340 |
+0.044 |
5,453 |
43,905 |
-345 |
Apr12 |
110823 |
4.250 |
4.356 |
4.250 |
4.305 |
+0.042 |
6,637 |
65,334 |
+777 |
May12 |
110823 |
4.295 |
4.383 |
4.278 |
4.331 |
+0.041 |
817 |
14,445 |
-66 |
Jun12 |
110823 |
4.326 |
4.420 |
4.308 |
4.368 |
+0.040 |
387 |
13,017 |
+29 |
Jul12 |
110823 |
4.367 |
4.450 |
4.364 |
4.411 |
+0.040 |
606 |
10,747 |
-47 |
Aug12 |
110823 |
4.399 |
4.475 |
4.387 |
4.435 |
+0.040 |
770 |
9,226 |
-205 |
Sep12 |
110823 |
4.405 |
4.480 |
4.394 |
4.442 |
+0.039 |
857 |
8,340 |
+337 |
Oct12 |
110823 |
4.447 |
4.515 |
4.421 |
4.470 |
+0.037 |
1,798 |
37,600 |
+441 |
Nov12 |
110823 |
4.605 |
4.650 |
4.594 |
4.636 |
+0.033 |
355 |
7,014 |
+50 |
Dec12 |
110823 |
4.855 |
4.900 |
4.845 |
4.885 |
+0.027 |
113 |
12,348 |
+15 |
Total Volume and Open Interest |
274,856 |
1,004,738 |
+4,042 |
Brent Crude Oil(ICE) |
Oct11 |
110823 |
108.10 |
110.20 |
107.20 |
109.31 |
+0.95 |
245,432 |
150,182 |
+292 |
Nov11 |
110823 |
107.74 |
109.75 |
106.76 |
108.87 |
+0.89 |
105,373 |
126,748 |
-423 |
Dec11 |
110823 |
107.52 |
109.52 |
106.50 |
108.65 |
+0.90 |
108,727 |
121,900 |
+162 |
Jan12 |
110823 |
107.32 |
109.31 |
106.46 |
108.47 |
+0.91 |
19,112 |
34,489 |
+1,211 |
Feb12 |
110823 |
107.98 |
109.15 |
106.35 |
108.31 |
+0.90 |
11,995 |
18,948 |
-100 |
Mar12 |
110823 |
107.28 |
109.00 |
106.03 |
108.17 |
+0.88 |
12,219 |
42,376 |
+549 |
Apr12 |
110823 |
107.20 |
108.88 |
106.40 |
108.07 |
+0.84 |
5,522 |
12,390 |
-258 |
May12 |
110823 |
107.12 |
108.76 |
106.40 |
107.95 |
+0.80 |
4,267 |
13,517 |
+779 |
Jun12 |
110823 |
106.98 |
108.61 |
105.75 |
107.80 |
+0.78 |
17,071 |
44,772 |
-2,309 |
Jul12 |
110823 |
107.70 |
107.70 |
107.70 |
107.70 |
+0.77 |
1,377 |
10,727 |
+183 |
Aug12 |
110823 |
107.57 |
107.57 |
107.57 |
107.57 |
+0.78 |
823 |
8,107 |
+243 |
Sep12 |
110823 |
107.41 |
107.41 |
107.41 |
107.41 |
+0.81 |
901 |
8,988 |
+139 |
Oct12 |
110823 |
107.23 |
107.23 |
107.23 |
107.23 |
+0.84 |
869 |
4,724 |
+182 |
Nov12 |
110823 |
107.02 |
107.02 |
107.02 |
107.02 |
+0.87 |
1,184 |
7,128 |
+52 |
Total Volume and Open Interest |
564,595 |
774,962 |
+483 |
Gas Oil(ICE) |
Sep11 |
110823 |
922.25 |
940.00 |
916.50 |
930.75 |
+15.25 |
70,906 |
114,998 |
-8,359 |
Oct11 |
110823 |
915.25 |
934.25 |
910.50 |
924.75 |
+14.50 |
91,711 |
107,932 |
+4,518 |
Nov11 |
110823 |
918.00 |
927.00 |
905.75 |
919.50 |
+13.50 |
41,816 |
55,608 |
+1,161 |
Dec11 |
110823 |
912.00 |
925.00 |
903.00 |
915.75 |
+12.25 |
45,622 |
67,190 |
+495 |
Jan12 |
110823 |
915.75 |
923.25 |
901.50 |
914.50 |
+11.25 |
11,572 |
47,267 |
+3,526 |
Feb12 |
110823 |
911.25 |
919.25 |
902.75 |
913.25 |
+10.75 |
3,982 |
22,805 |
+273 |
Mar12 |
110823 |
910.50 |
918.25 |
900.00 |
912.00 |
+10.25 |
4,204 |
17,911 |
+348 |
Apr12 |
110823 |
910.75 |
916.75 |
899.00 |
910.75 |
+10.00 |
1,962 |
12,958 |
+354 |
May12 |
110823 |
909.00 |
915.25 |
898.00 |
909.50 |
+9.75 |
1,833 |
11,642 |
+70 |
Jun12 |
110823 |
909.75 |
915.25 |
897.25 |
909.50 |
+9.75 |
4,671 |
38,677 |
+878 |
Total Volume and Open Interest |
282,259 |
575,865 |
+3,101 |
Ethanol(CBOT) |
Aug11 |
110803 |
2.836 |
2.836 |
2.800 |
2.800 |
-0.042 |
58 |
178 |
-18 |
Sep11 |
110823 |
2.867 |
2.895 |
2.867 |
2.893 |
+0.037 |
202 |
762 |
-96 |
Oct11 |
110823 |
2.780 |
2.829 |
2.780 |
2.823 |
+0.051 |
125 |
1,427 |
+16 |
Nov11 |
110823 |
2.730 |
2.786 |
2.730 |
2.780 |
+0.053 |
53 |
1,205 |
-19 |
Dec11 |
110823 |
2.742 |
2.758 |
2.741 |
2.751 |
+0.050 |
125 |
1,405 |
+39 |
Jan12 |
110823 |
2.670 |
2.689 |
2.670 |
2.682 |
+0.055 |
25 |
820 |
+5 |
Feb12 |
110823 |
2.672 |
2.680 |
2.667 |
2.673 |
+0.044 |
23 |
773 |
+15 |
Mar12 |
110823 |
2.660 |
2.676 |
2.660 |
2.670 |
+0.046 |
61 |
769 |
+41 |
Total Volume and Open Interest |
731 |
10,065 |
+60 |
WTI Crude Oil(ICE) |
Oct11 |
110823 |
84.34 |
86.39 |
83.40 |
85.44 |
+1.02 |
96,558 |
69,112 |
-396 |
Nov11 |
110823 |
84.43 |
86.68 |
83.72 |
85.74 |
+1.05 |
22,795 |
34,381 |
-2,816 |
Dec11 |
110823 |
84.90 |
87.04 |
84.10 |
86.11 |
+1.08 |
37,447 |
84,968 |
-1,071 |
Jan12 |
110823 |
86.21 |
87.44 |
84.72 |
86.51 |
+1.09 |
5,339 |
17,404 |
-238 |
Feb12 |
110823 |
86.55 |
87.83 |
85.05 |
86.94 |
+1.10 |
2,957 |
8,084 |
+204 |
Mar12 |
110823 |
86.97 |
88.05 |
85.36 |
87.37 |
+1.10 |
2,545 |
14,867 |
-180 |
Apr12 |
110823 |
87.86 |
88.36 |
85.98 |
87.81 |
+1.10 |
1,207 |
4,878 |
-131 |
May12 |
110823 |
88.30 |
88.74 |
86.43 |
88.25 |
+1.10 |
815 |
4,173 |
+99 |
Jun12 |
110823 |
88.24 |
89.50 |
86.86 |
88.67 |
+1.10 |
6,509 |
29,035 |
-427 |
Jul12 |
110823 |
89.06 |
89.06 |
89.06 |
89.06 |
+1.10 |
293 |
4,838 |
-49 |
Aug12 |
110823 |
89.33 |
89.33 |
89.33 |
89.33 |
+1.10 |
72 |
1,507 |
+25 |
Sep12 |
110823 |
89.55 |
89.55 |
89.55 |
89.55 |
+1.10 |
66 |
5,402 |
-7 |
Oct12 |
110823 |
89.74 |
89.74 |
89.74 |
89.74 |
+1.10 |
58 |
1,370 |
+5 |
Nov12 |
110823 |
89.95 |
89.95 |
89.95 |
89.95 |
+1.10 |
5 |
2,575 |
+5 |
Dec12 |
110823 |
89.16 |
91.03 |
88.38 |
90.17 |
+1.10 |
5,474 |
45,855 |
+447 |
Jan13 |
110823 |
90.32 |
90.32 |
90.32 |
90.32 |
+1.09 |
0 |
1,947 |
+0 |
Total Volume and Open Interest |
184,533 |
413,446 |
-4,717 |
US Dollar Index(ICE) |
Sep11 |
110823 |
74.245 |
74.260 |
73.635 |
73.960 |
-0.208 |
14,003 |
54,973 |
+349 |
Dec11 |
110823 |
74.285 |
74.395 |
74.020 |
74.320 |
-0.207 |
26 |
767 |
+5 |
Mar12 |
110823 |
74.740 |
74.740 |
74.740 |
74.740 |
-0.208 |
0 |
3 |
+0 |
Total Volume and Open Interest |
14,029 |
55,743 |
+354 |
Australian Dollar(CME) |
Sep11 |
110823 |
103.60 |
104.98 |
103.50 |
104.69 |
+0.83 |
81,485 |
106,801 |
-324 |
Dec11 |
110823 |
102.58 |
103.95 |
102.58 |
103.63 |
+0.79 |
228 |
1,084 |
+105 |
Mar12 |
110823 |
102.74 |
102.74 |
101.96 |
102.74 |
+0.78 |
0 |
5 |
+0 |
Total Volume and Open Interest |
81,713 |
107,981 |
-219 |
British Pound(CME) |
Sep11 |
110823 |
164.58 |
165.70 |
164.49 |
164.97 |
+0.17 |
63,539 |
102,234 |
-1,896 |
Dec11 |
110823 |
164.50 |
165.50 |
164.50 |
164.82 |
+0.17 |
27 |
391 |
+13 |
Mar12 |
110823 |
164.67 |
164.67 |
164.50 |
164.67 |
+0.17 |
0 |
8 |
+0 |
Total Volume and Open Interest |
63,566 |
102,639 |
-1,883 |
Canadian Dollar(CME) |
Sep11 |
110823 |
100.88 |
101.46 |
100.84 |
101.06 |
+0.04 |
71,191 |
93,991 |
+1,207 |
Dec11 |
110823 |
100.70 |
101.25 |
100.70 |
100.89 |
+0.04 |
302 |
7,809 |
+27 |
Mar12 |
110823 |
100.94 |
100.94 |
100.77 |
100.82 |
+0.05 |
75 |
1,948 |
+29 |
Jun12 |
110823 |
100.71 |
100.77 |
100.68 |
100.77 |
+0.09 |
0 |
406 |
+0 |
Total Volume and Open Interest |
71,568 |
104,352 |
+1,263 |
Japanese Yen(CME) |
Sep11 |
110823 |
130.21 |
130.81 |
130.00 |
130.36 |
+0.02 |
75,387 |
128,754 |
-2,241 |
Dec11 |
110823 |
130.33 |
130.93 |
130.21 |
130.53 |
+0.02 |
364 |
1,828 |
+20 |
Mar12 |
110823 |
130.77 |
130.77 |
130.74 |
130.77 |
+0.03 |
0 |
50 |
+0 |
Total Volume and Open Interest |
75,751 |
130,652 |
-2,221 |
Swiss Franc(CME) |
Sep11 |
110823 |
126.75 |
127.51 |
126.26 |
126.62 |
-0.11 |
16,684 |
47,862 |
+359 |
Dec11 |
110823 |
127.73 |
127.79 |
126.84 |
127.17 |
-0.09 |
115 |
1,082 |
-43 |
Mar12 |
110823 |
128.00 |
128.00 |
127.64 |
127.64 |
-0.09 |
2 |
39 |
+0 |
Total Volume and Open Interest |
16,801 |
48,994 |
+316 |
EuroFX(CME) |
Sep11 |
110823 |
143.51 |
144.97 |
143.49 |
144.20 |
+0.53 |
182,568 |
167,357 |
-1,877 |
Dec11 |
110823 |
143.48 |
144.80 |
143.48 |
144.07 |
+0.52 |
367 |
4,225 |
+147 |
Mar12 |
110823 |
144.51 |
144.51 |
143.44 |
143.96 |
+0.52 |
0 |
409 |
+0 |
Total Volume and Open Interest |
182,935 |
172,824 |
-1,730 |
Mexican Peso(CME) |
Sep11 |
110823 |
807.5 |
813.8 |
805.2 |
808.5 |
+1.0 |
22,784 |
113,879 |
+178 |
Oct11 |
110823 |
805.8 |
805.8 |
804.8 |
805.8 |
+1.0 |
|
|
|
Total Volume and Open Interest |
24,791 |
116,364 |
+2,177 |
Brazilian Real(CME) |
Sep11 |
110823 |
623.70 |
623.80 |
622.45 |
622.45 |
+0.25 |
593 |
6,418 |
-543 |
Oct11 |
110823 |
619.45 |
619.45 |
619.00 |
619.45 |
+0.45 |
|
|
|
Nov11 |
110823 |
616.40 |
616.40 |
615.85 |
616.40 |
+0.55 |
|
|
|
Dec11 |
110823 |
613.40 |
613.40 |
612.65 |
613.40 |
+0.75 |
426 |
632 |
+426 |
Total Volume and Open Interest |
2,709 |
26,682 |
+728 |
30-Year T-Bonds(CBOT) |
Sep11 |
110823 |
139~270 |
140~160 |
138~240 |
139~010 |
-1~040 |
275,280 |
631,253 |
-3,233 |
Dec11 |
110823 |
138~260 |
139~080 |
137~180 |
137~250 |
-1~050 |
12,127 |
25,106 |
+5,615 |
Mar12 |
110823 |
137~040 |
137~280 |
136~230 |
136~230 |
-1~050 |
3 |
24 |
-3 |
Total Volume and Open Interest |
287,410 |
656,383 |
+2,379 |
10-Year T-Notes(CBOT) |
Sep11 |
110823 |
130~180 |
130~275 |
130~025 |
130~105 |
-0~085 |
928,495 |
1,843,302 |
-17,337 |
Dec11 |
110823 |
129~210 |
129~295 |
129~050 |
129~125 |
-0~085 |
42,976 |
100,217 |
+16,835 |
Mar12 |
110823 |
128~125 |
128~210 |
128~125 |
128~125 |
-0~085 |
|
|
|
Total Volume and Open Interest |
971,471 |
1,943,519 |
-502 |
5-Year T-Notes(CBOT) |
Sep11 |
110823 |
123~056 |
123~081 |
123~024 |
123~048 |
-0~005 |
443,342 |
1,333,675 |
-48,585 |
Dec11 |
110823 |
122~061 |
122~087 |
122~029 |
122~053 |
-0~003 |
35,684 |
57,575 |
+15,087 |
Mar12 |
110823 |
121~077 |
121~080 |
121~077 |
121~077 |
-0~003 |
|
|
|
Total Volume and Open Interest |
480,568 |
1,391,250 |
-33,498 |
2 Year T-Notes(CBOT) |
Sep11 |
110823 |
110~034 |
110~036 |
110~030 |
110~032 |
-0~003 |
178,969 |
911,681 |
-26,004 |
Dec11 |
110823 |
110~031 |
110~033 |
110~026 |
110~027 |
-0~005 |
43,146 |
53,960 |
+23,970 |
Mar12 |
110823 |
110~019 |
110~024 |
110~019 |
110~019 |
-0~005 |
0 |
60 |
+0 |
Total Volume and Open Interest |
222,115 |
965,701 |
-2,034 |
Eurodollars(CME) |
Sep11 |
110823 |
99.595 |
99.607 |
99.585 |
99.595 |
unch |
210,413 |
1,127,519 |
-3,290 |
Dec11 |
110823 |
99.390 |
99.410 |
99.365 |
99.375 |
-0.040 |
278,688 |
1,050,195 |
-3,304 |
Mar12 |
110823 |
99.420 |
99.445 |
99.395 |
99.405 |
-0.035 |
215,277 |
1,067,537 |
-22,292 |
Jun12 |
110823 |
99.465 |
99.485 |
99.435 |
99.445 |
-0.030 |
228,216 |
1,288,282 |
-6,679 |
Sep12 |
110823 |
99.485 |
99.500 |
99.445 |
99.460 |
-0.025 |
191,778 |
875,737 |
-28,056 |
Dec12 |
110823 |
99.470 |
99.485 |
99.435 |
99.445 |
-0.025 |
153,742 |
768,664 |
-8,264 |
Mar13 |
110823 |
99.455 |
99.470 |
99.420 |
99.435 |
-0.020 |
111,798 |
722,887 |
-11,871 |
Jun13 |
110823 |
99.395 |
99.405 |
99.355 |
99.370 |
-0.015 |
108,701 |
555,479 |
-8,048 |
Sep13 |
110823 |
99.265 |
99.290 |
99.230 |
99.250 |
-0.015 |
78,406 |
502,004 |
+6,044 |
Dec13 |
110823 |
99.090 |
99.125 |
99.050 |
99.075 |
-0.015 |
105,475 |
407,615 |
-7,585 |
Mar14 |
110823 |
98.915 |
98.945 |
98.865 |
98.895 |
-0.015 |
57,169 |
291,707 |
-4,410 |
Jun14 |
110823 |
98.705 |
98.745 |
98.660 |
98.690 |
-0.020 |
53,529 |
271,880 |
-4,171 |
Sep14 |
110823 |
98.505 |
98.540 |
98.455 |
98.485 |
-0.030 |
26,983 |
141,179 |
-150 |
Dec14 |
110823 |
98.290 |
98.330 |
98.235 |
98.275 |
-0.030 |
27,350 |
146,619 |
-828 |
Mar15 |
110823 |
98.080 |
98.125 |
98.025 |
98.075 |
-0.030 |
15,138 |
121,085 |
+464 |
Jun15 |
110823 |
6.150 |
6.180 |
6.070 |
6.125 |
-0.030 |
15,764 |
112,048 |
-541 |
Sep15 |
110823 |
5.955 |
5.985 |
5.870 |
5.930 |
-0.030 |
7,190 |
69,302 |
-295 |
Dec15 |
110823 |
5.745 |
5.805 |
5.680 |
5.745 |
-0.030 |
9,889 |
58,379 |
-1,724 |
Total Volume and Open Interest |
1,915,219 |
9,793,420 |
-105,905 |
30 Day Federal Funds(CBOT) |
Aug11 |
110823 |
99.900 |
99.902 |
99.900 |
99.902 |
unch |
1,438 |
85,882 |
-414 |
Sep11 |
110823 |
99.905 |
99.915 |
99.905 |
99.910 |
unch |
3,676 |
55,070 |
-991 |
Oct11 |
110823 |
99.910 |
99.920 |
99.910 |
99.910 |
unch |
1,838 |
55,889 |
-122 |
Nov11 |
110823 |
99.915 |
99.925 |
99.915 |
99.915 |
unch |
1,422 |
53,263 |
-266 |
Dec11 |
110823 |
99.920 |
99.930 |
99.920 |
99.920 |
unch |
4,090 |
61,341 |
+258 |
Jan12 |
110823 |
99.915 |
99.925 |
99.910 |
99.915 |
unch |
4,533 |
58,741 |
+1,382 |
Total Volume and Open Interest |
30,071 |
816,578 |
-1,637 |
30 Day Fed Funds(e-CBOT) |
3-Mth Euro-Yen(CME) |
Sep11 |
110823 |
99.683 |
99.683 |
99.683 |
99.683 |
unch |
0 |
66 |
+0 |
Dec11 |
110823 |
99.720 |
99.720 |
99.720 |
99.720 |
unch |
0 |
332 |
+0 |
Mar12 |
110823 |
99.728 |
99.728 |
99.728 |
99.728 |
unch |
0 |
340 |
+0 |
Jun12 |
110823 |
99.725 |
99.725 |
99.725 |
99.725 |
unch |
|
|
|
Sep12 |
110823 |
99.645 |
99.645 |
99.645 |
99.645 |
unch |
|
|
|
Dec12 |
110823 |
99.705 |
99.705 |
99.705 |
99.705 |
unch |
|
|
|
Mar13 |
110823 |
99.705 |
99.705 |
99.705 |
99.705 |
unch |
|
|
|
Jun13 |
110823 |
99.660 |
99.660 |
99.660 |
99.660 |
unch |
|
|
|
Sep13 |
110823 |
99.520 |
99.520 |
99.520 |
99.520 |
unch |
|
|
|
Dec13 |
110823 |
99.380 |
99.380 |
99.380 |
99.380 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
738 |
+0 |
3-Mth Euro-Yen(SGX) |
Sep11 |
110823 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
0 |
1,229 |
+0 |
Dec11 |
110823 |
99.72 |
99.72 |
99.72 |
99.72 |
unch |
182 |
2,002 |
+93 |
Mar12 |
110823 |
99.73 |
99.73 |
99.73 |
99.73 |
unch |
0 |
2,383 |
+0 |
Jun12 |
110823 |
99.72 |
99.72 |
99.72 |
99.72 |
unch |
0 |
1,376 |
+0 |
Sep12 |
110823 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
0 |
411 |
+0 |
Dec12 |
110823 |
99.71 |
99.71 |
99.71 |
99.71 |
unch |
0 |
49 |
+0 |
Mar13 |
110823 |
99.71 |
99.71 |
99.71 |
99.71 |
unch |
0 |
1 |
+0 |
Jun13 |
110823 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
|
|
|
Total Volume and Open Interest |
182 |
7,453 |
+93 |
Japanese Gov't Bonds(SGX) |
Sep11 |
110823 |
142.65 |
142.75 |
142.46 |
142.50 |
-0.20 |
1,670 |
25,076 |
+151 |
Dec11 |
110823 |
142.20 |
142.20 |
142.20 |
142.20 |
-0.18 |
12 |
22 |
+10 |
Mar12 |
110823 |
140.11 |
140.11 |
140.11 |
140.11 |
-0.18 |
|
|
|
Total Volume and Open Interest |
1,682 |
25,098 |
+161 |
Euro-Bund(EUREX) |
Sep11 |
110823 |
135.13 |
135.47 |
134.63 |
135.28 |
+0.10 |
597,737 |
957,387 |
-11,441 |
Dec11 |
110823 |
133.58 |
133.85 |
133.11 |
133.76 |
+0.10 |
13,951 |
18,358 |
+8,261 |
Mar12 |
110823 |
134.28 |
134.28 |
134.28 |
134.28 |
+0.10 |
0 |
1 |
+0 |
Total Volume and Open Interest |
611,688 |
975,746 |
-3,180 |
Euro-Bobl(EUREX) |
Sep11 |
110823 |
122.14 |
122.37 |
121.88 |
122.24 |
+0.14 |
367,637 |
714,775 |
+2,196 |
Dec11 |
110823 |
121.09 |
121.25 |
121.00 |
121.23 |
+0.16 |
1,281 |
4,773 |
+156 |
Mar12 |
110823 |
121.24 |
121.24 |
121.24 |
121.24 |
+0.14 |
|
|
|
Total Volume and Open Interest |
368,918 |
719,548 |
+2,352 |
3-Mth Euribor(EUREX) |
Sep11 |
110823 |
98.525 |
98.525 |
98.500 |
98.510 |
-0.025 |
4 |
1,978 |
-2 |
Dec11 |
110823 |
98.745 |
98.745 |
98.705 |
98.705 |
-0.060 |
3 |
1,478 |
+0 |
Mar12 |
110823 |
98.855 |
98.855 |
98.845 |
98.845 |
-0.045 |
3 |
2,512 |
+3 |
Total Volume and Open Interest |
15 |
9,976 |
-4 |
Long Gilt(LIFFE) |
Sep11 |
110823 |
129~09 |
129~23 |
128~27 |
129~14 |
+0~03 |
82,013 |
352,377 |
+4,625 |
Dec11 |
110823 |
128~02 |
128~13 |
127~19 |
128~05 |
+0~03 |
1,027 |
3,059 |
+488 |
Total Volume and Open Interest |
83,040 |
355,436 |
+5,113 |
3-Mth Short Sterling(LIFFE) |
Sep11 |
110823 |
99.05 |
99.06 |
99.04 |
99.05 |
-0.01 |
41,817 |
364,089 |
-10,969 |
Dec11 |
110823 |
98.97 |
98.99 |
98.93 |
98.94 |
-0.05 |
52,302 |
447,205 |
-12,775 |
Mar12 |
110823 |
99.02 |
99.05 |
98.98 |
98.99 |
-0.04 |
48,497 |
349,386 |
-1,178 |
Jun12 |
110823 |
99.07 |
99.09 |
99.02 |
99.03 |
-0.03 |
34,991 |
238,247 |
-4,586 |
Sep12 |
110823 |
99.08 |
99.10 |
99.02 |
99.05 |
-0.02 |
32,796 |
284,545 |
+7,460 |
Dec12 |
110823 |
99.03 |
99.04 |
98.97 |
99.01 |
-0.01 |
30,787 |
247,588 |
-327 |
Total Volume and Open Interest |
287,223 |
2,385,728 |
-24,653 |
3-Mth Euribor(LIFFE) |
Sep11 |
110823 |
98.535 |
98.535 |
98.480 |
98.510 |
-0.025 |
131,559 |
651,544 |
+17,241 |
Dec11 |
110823 |
98.765 |
98.780 |
98.660 |
98.705 |
-0.060 |
117,096 |
603,082 |
+1,980 |
Mar12 |
110823 |
98.910 |
98.930 |
98.780 |
98.845 |
-0.045 |
73,177 |
471,699 |
-11,280 |
Total Volume and Open Interest |
608,821 |
3,465,311 |
+7,727 |
3-Mth Aus T-Bills(SFE) |
Sep11 |
110823 |
95.40 |
95.42 |
95.33 |
95.34 |
-0.07 |
25,362 |
167,143 |
+3,524 |
Dec11 |
110823 |
96.08 |
96.10 |
95.93 |
95.95 |
-0.14 |
36,872 |
233,132 |
+6,186 |
Mar12 |
110823 |
96.37 |
96.41 |
96.23 |
96.25 |
-0.13 |
16,541 |
153,912 |
+3,127 |
Jun12 |
110823 |
96.33 |
96.40 |
96.23 |
96.25 |
-0.13 |
4,300 |
89,498 |
+658 |
Sep12 |
110823 |
96.14 |
96.21 |
96.07 |
96.09 |
-0.10 |
2,151 |
61,570 |
+630 |
Dec12 |
110823 |
95.98 |
96.01 |
95.89 |
95.90 |
-0.10 |
2,413 |
37,922 |
+643 |
Mar13 |
110823 |
95.79 |
95.84 |
95.73 |
95.73 |
-0.10 |
2,053 |
38,549 |
+904 |
Jun13 |
110823 |
95.63 |
95.69 |
95.59 |
95.59 |
-0.09 |
259 |
18,476 |
+2 |
Sep13 |
110823 |
95.48 |
95.58 |
95.48 |
95.48 |
-0.09 |
213 |
3,343 |
+4 |
Dec13 |
110823 |
95.46 |
95.47 |
95.38 |
95.38 |
-0.09 |
18 |
1,699 |
+5 |
Total Volume and Open Interest |
90,182 |
805,390 |
+15,683 |
10-Year Aus T-Bonds(SFE) |
Sep11 |
110823 |
95.72 |
95.72 |
95.60 |
95.61 |
-0.12 |
52,045 |
395,619 |
+7,832 |
Dec11 |
110823 |
95.61 |
95.61 |
95.61 |
95.61 |
-0.12 |
|
|
|
Total Volume and Open Interest |
52,045 |
395,619 |
+7,832 |
3-Year Aus T-Bonds(SFE) |
Sep11 |
110823 |
96.39 |
96.40 |
96.22 |
96.24 |
-0.16 |
135,905 |
645,565 |
+6,551 |
Dec11 |
110823 |
96.24 |
96.24 |
96.24 |
96.24 |
-0.16 |
|
|
|
Total Volume and Open Interest |
135,905 |
645,565 |
+6,551 |
Gold(CMX) |
Aug11 |
110823 |
1909.0 |
1909.3 |
1824.6 |
1858.3 |
-30.4 |
1,106 |
895 |
+380 |
Oct11 |
110823 |
1896.1 |
1915.0 |
1823.8 |
1859.2 |
-30.5 |
18,042 |
30,765 |
+1,868 |
Dec11 |
110823 |
1900.2 |
1917.9 |
1826.0 |
1861.3 |
-30.6 |
253,907 |
369,460 |
+2,702 |
Feb12 |
110823 |
1904.5 |
1916.2 |
1828.9 |
1863.1 |
-30.5 |
5,402 |
30,426 |
+3,637 |
Apr12 |
110823 |
1913.8 |
1918.1 |
1830.7 |
1865.0 |
-30.6 |
875 |
7,481 |
+104 |
Jun12 |
110823 |
1912.8 |
1917.6 |
1832.6 |
1867.0 |
-30.6 |
463 |
16,239 |
+301 |
Aug12 |
110823 |
1907.1 |
1916.2 |
1868.8 |
1868.8 |
-30.7 |
586 |
6,228 |
+25 |
Oct12 |
110823 |
1922.3 |
1922.3 |
1840.4 |
1870.8 |
-30.8 |
123 |
4,184 |
-5 |
Dec12 |
110823 |
1917.8 |
1934.6 |
1837.7 |
1873.0 |
-30.9 |
2,168 |
13,568 |
+133 |
Feb13 |
110823 |
1926.7 |
1926.8 |
1875.1 |
1875.1 |
-30.9 |
3,168 |
3,120 |
+1,504 |
Apr13 |
110823 |
1929.6 |
1929.6 |
1877.5 |
1877.5 |
-31.0 |
3 |
338 |
-2 |
Jun13 |
110823 |
1920.0 |
1920.0 |
1857.1 |
1880.2 |
-31.1 |
94 |
11,852 |
-8 |
Total Volume and Open Interest |
289,133 |
531,724 |
+10,414 |
Silver(CMX) |
Sep11 |
110823 |
4376.5 |
4427.5 |
4150.0 |
4229.1 |
-103.4 |
77,097 |
33,364 |
-6,000 |
Dec11 |
110823 |
4390.0 |
4429.0 |
4156.5 |
4233.0 |
-103.5 |
33,980 |
55,713 |
+5,008 |
Mar12 |
110823 |
4416.0 |
4427.0 |
4170.0 |
4234.5 |
-103.5 |
1,397 |
7,277 |
+80 |
May12 |
110823 |
4311.0 |
4325.0 |
4233.5 |
4233.5 |
-103.5 |
57 |
2,300 |
-1 |
Jul12 |
110823 |
4296.0 |
4329.0 |
4177.5 |
4232.1 |
-103.2 |
5 |
1,985 |
-1 |
Sep12 |
110823 |
4336.5 |
4336.5 |
4229.3 |
4229.3 |
-102.8 |
59 |
331 |
+18 |
Dec12 |
110823 |
4379.0 |
4419.0 |
4153.5 |
4223.2 |
-102.9 |
122 |
8,463 |
-6 |
Total Volume and Open Interest |
112,889 |
121,089 |
-861 |
Platinum(NYMEX) |
Oct11 |
110823 |
1910.0 |
1918.5 |
1863.2 |
1880.1 |
-25.6 |
8,538 |
36,780 |
+1,124 |
Jan12 |
110823 |
1916.8 |
1916.8 |
1867.9 |
1883.7 |
-25.5 |
419 |
2,632 |
+228 |
Apr12 |
110823 |
1925.0 |
1925.5 |
1874.3 |
1887.6 |
-25.1 |
149 |
523 |
+83 |
Jul12 |
110823 |
1891.0 |
1891.0 |
1891.0 |
1891.0 |
-25.1 |
2 |
23 |
+2 |
Total Volume and Open Interest |
9,110 |
39,960 |
+1,437 |
Palladium(NYMEX) |
Sep11 |
110823 |
764.10 |
768.90 |
758.80 |
764.40 |
-0.70 |
3,033 |
10,604 |
-746 |
Dec11 |
110823 |
766.00 |
770.50 |
760.60 |
766.30 |
-0.65 |
1,658 |
9,942 |
+935 |
Mar12 |
110823 |
111.99 |
111.99 |
111.99 |
111.99 |
-0.65 |
0 |
92 |
+0 |
Total Volume and Open Interest |
4,691 |
20,642 |
+189 |
Copper(CMX) |
Sep11 |
110823 |
394.05 |
403.80 |
393.30 |
399.60 |
+4.05 |
32,522 |
31,089 |
+961 |
Dec11 |
110823 |
396.95 |
405.80 |
395.40 |
401.45 |
+3.95 |
9,643 |
67,311 |
+904 |
Mar12 |
110823 |
398.20 |
406.65 |
398.20 |
403.15 |
+3.90 |
864 |
18,124 |
+335 |
May12 |
110823 |
403.90 |
403.90 |
403.90 |
403.90 |
+3.85 |
73 |
3,670 |
+33 |
Jul12 |
110823 |
404.25 |
404.25 |
404.25 |
404.25 |
+3.80 |
3 |
1,093 |
+0 |
Total Volume and Open Interest |
43,639 |
128,576 |
+2,363 |
DJIA Index(CBOT) |
Sep11 |
110823 |
10846 |
11150 |
10810 |
11141 |
+294 |
357 |
13,599 |
+21 |
Dec11 |
110823 |
10900 |
11069 |
10860 |
11069 |
+296 |
15 |
106 |
+3 |
Mar12 |
110823 |
11000 |
11000 |
10704 |
11000 |
+296 |
|
|
|
Jun12 |
110823 |
10930 |
10930 |
10634 |
10930 |
+296 |
|
|
|
Total Volume and Open Interest |
372 |
13,705 |
+24 |
E-mini DJIA Index(CBOT) |
Sep11 |
110823 |
10848 |
11150 |
10808 |
11141 |
+294 |
127,065 |
75,704 |
-254 |
Dec11 |
110823 |
10738 |
11075 |
10738 |
11069 |
+296 |
262 |
1,329 |
+33 |
Mar12 |
110823 |
11000 |
11000 |
11000 |
11000 |
+296 |
0 |
13 |
+0 |
Jun12 |
110823 |
10930 |
10930 |
10930 |
10930 |
+296 |
|
|
|
Total Volume and Open Interest |
127,327 |
77,046 |
-221 |
S & P 500(CME) |
Sep11 |
110823 |
1123.70 |
1160.20 |
1118.70 |
1158.60 |
+35.30 |
15,040 |
344,195 |
+350 |
Dec11 |
110823 |
1121.00 |
1153.80 |
1115.00 |
1152.90 |
+35.40 |
944 |
23,736 |
-139 |
Mar12 |
110823 |
1147.90 |
1147.90 |
1110.90 |
1147.50 |
+35.60 |
0 |
678 |
+1 |
Jun12 |
110823 |
1142.40 |
1142.40 |
1105.40 |
1142.00 |
+35.60 |
1 |
27 |
+0 |
Total Volume and Open Interest |
15,985 |
368,736 |
+212 |
S & P 500 E-Mini(Globex) |
Sep11 |
110823 |
1123.50 |
1160.75 |
1118.50 |
1158.50 |
+35.25 |
2,714,560 |
3,396,068 |
+5,761 |
Dec11 |
110823 |
1116.50 |
1154.50 |
1113.00 |
1153.00 |
+35.50 |
2,732 |
63,688 |
+728 |
Total Volume and Open Interest |
2,717,366 |
3,460,649 |
+6,491 |
NASDAQ 100(CME) |
Sep11 |
110823 |
2053.00 |
2128.50 |
2037.80 |
2124.00 |
+80.00 |
1,196 |
23,620 |
+116 |
Dec11 |
110823 |
2119.00 |
2125.00 |
2119.00 |
2119.00 |
+80.20 |
0 |
67 |
+0 |
Mar12 |
110823 |
2115.80 |
2116.50 |
2115.80 |
2115.80 |
+80.30 |
|
|
|
Total Volume and Open Interest |
1,196 |
23,687 |
+116 |
NASDAQ 100 E-Mini(Globex) |
Sep11 |
110823 |
2046.80 |
2129.30 |
2037.00 |
2124.00 |
+80.00 |
254,177 |
348,637 |
-2,096 |
Dec11 |
110823 |
2038.80 |
2122.30 |
2034.30 |
2119.00 |
+80.20 |
312 |
6,064 |
+60 |
Total Volume and Open Interest |
254,489 |
354,712 |
-2,036 |
S & P Midcap 400(CME) |
Sep11 |
110823 |
818.70 |
820.00 |
818.70 |
818.70 |
+31.20 |
0 |
4,626 |
+0 |
Dec11 |
110823 |
813.60 |
813.60 |
813.60 |
813.60 |
+31.20 |
|
|
|
Mar12 |
110823 |
811.90 |
811.90 |
811.90 |
811.90 |
+31.20 |
|
|
|
Total Volume and Open Interest |
0 |
4,626 |
+0 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Sep11 |
110823 |
8700 |
8850 |
8650 |
8840 |
+170 |
9,137 |
30,783 |
+97 |
Dec11 |
110823 |
8680 |
8815 |
8680 |
8810 |
+170 |
10 |
261 |
+9 |
Total Volume and Open Interest |
9,147 |
31,044 |
+106 |
Nikkei 225(SGX) |
Sep11 |
110823 |
8655 |
8775 |
8630 |
8740 |
+120 |
182,928 |
229,134 |
-1,575 |
Dec11 |
110823 |
8590 |
8680 |
8580 |
8680 |
+120 |
368 |
9,973 |
-7 |
Mar12 |
110823 |
8670 |
8670 |
8670 |
8670 |
+120 |
0 |
11 |
+0 |
Total Volume and Open Interest |
183,464 |
245,848 |
-1,501 |
CAC 40(EURONEXT) |
Sep11 |
110823 |
3070.5 |
3133.5 |
3045.0 |
3081.0 |
+37.5 |
89,362 |
307,199 |
+1,811 |
Oct11 |
110823 |
3090.0 |
3116.0 |
3058.5 |
3077.5 |
+37.5 |
22 |
459 |
+9 |
Nov11 |
110823 |
3050.0 |
3076.0 |
3050.0 |
3076.0 |
+36.0 |
|
|
|
Total Volume and Open Interest |
89,387 |
307,719 |
|
Hang Seng Index(HKFE) |
Aug11 |
110823 |
19416 |
19870 |
19350 |
19852 |
+361 |
118,669 |
104,141 |
-306 |
Sep11 |
110823 |
19300 |
19772 |
19255 |
19755 |
+372 |
5,388 |
15,045 |
+2,131 |
Total Volume and Open Interest |
124,297 |
123,593 |
+1,916 |
DAX(EUREX) |
Sep11 |
110823 |
5522.5 |
5639.0 |
5453.0 |
5524.0 |
+48.5 |
164,628 |
185,904 |
-553 |
Dec11 |
110823 |
5550.0 |
5654.0 |
5472.0 |
5540.5 |
+48.5 |
451 |
12,109 |
-117 |
Mar12 |
110823 |
5573.0 |
5674.0 |
5505.0 |
5560.5 |
+49.0 |
98 |
1,450 |
+31 |
Total Volume and Open Interest |
165,177 |
199,463 |
-639 |
FT-SE 100(EURONEXT) |
Sep11 |
110823 |
5063.00 |
5208.00 |
5063.00 |
5124.00 |
+31.50 |
127,800 |
619,417 |
-2,768 |
Dec11 |
110823 |
5132.50 |
5170.00 |
5069.50 |
5099.00 |
+31.50 |
639 |
6,581 |
+22 |
Mar12 |
110823 |
5056.00 |
5062.50 |
5056.00 |
5062.50 |
+32.50 |
14 |
208 |
+11 |
Total Volume and Open Interest |
128,503 |
626,588 |
-2,695 |
SPI 200(SFE) |
Sep11 |
110823 |
4080.0 |
4172.0 |
4056.0 |
4170.0 |
+94.0 |
60,413 |
230,808 |
-5,198 |
Dec11 |
110823 |
4118.0 |
4175.0 |
4079.0 |
4175.0 |
+92.0 |
228 |
5,605 |
+54 |
Mar12 |
110823 |
4100.0 |
4155.0 |
4100.0 |
4155.0 |
+95.0 |
1 |
1,937 |
-91 |
Total Volume and Open Interest |
60,642 |
239,707 |
-5,235 |
GSCI(CME) |
Sep11 |
110823 |
650.00 |
655.00 |
643.60 |
652.00 |
+4.50 |
79 |
8,871 |
+17 |
Oct11 |
110823 |
649.80 |
654.50 |
643.50 |
651.75 |
+4.25 |
2 |
0 |
+0 |
Nov11 |
110823 |
653.00 |
656.00 |
645.00 |
653.00 |
+5.00 |
|
|
|
Total Volume and Open Interest |
81 |
8,871 |
+17 |
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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