|
MRCI's End of Day Prices |
Daily Futures Price Listing Wed August 24, 2011 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Sep11 |
110824 |
1390.00 |
1396.25 |
1381.50 |
1386.50 |
-3.00 |
15,840 |
30,517 |
-3,799 |
Nov11 |
110824 |
1398.00 |
1403.25 |
1388.00 |
1393.50 |
-3.75 |
114,581 |
307,623 |
+8,951 |
Jan12 |
110824 |
1406.75 |
1412.00 |
1397.75 |
1403.75 |
-2.75 |
21,050 |
63,441 |
+1,654 |
Mar12 |
110824 |
1407.50 |
1413.25 |
1400.25 |
1405.75 |
-1.75 |
10,429 |
37,621 |
+1,402 |
May12 |
110824 |
1405.00 |
1410.25 |
1396.75 |
1403.25 |
-0.75 |
8,731 |
39,929 |
+1,482 |
Jul12 |
110824 |
1405.75 |
1411.00 |
1398.50 |
1405.00 |
-0.75 |
6,951 |
22,959 |
+955 |
Aug12 |
110824 |
1388.00 |
1391.00 |
1388.00 |
1388.00 |
-3.00 |
73 |
260 |
+30 |
Sep12 |
110824 |
1365.00 |
1365.00 |
1360.50 |
1360.50 |
-3.00 |
124 |
224 |
+47 |
Nov12 |
110824 |
1336.25 |
1342.50 |
1330.00 |
1334.00 |
-4.75 |
2,921 |
21,767 |
+566 |
Jan13 |
110824 |
1343.00 |
1343.00 |
1337.75 |
1337.75 |
-4.75 |
0 |
5,130 |
+0 |
Mar13 |
110824 |
1339.50 |
1344.25 |
1339.50 |
1339.50 |
-4.75 |
0 |
108 |
+0 |
May13 |
110824 |
1338.75 |
1343.50 |
1338.75 |
1338.75 |
-4.75 |
0 |
20 |
+0 |
Jul13 |
110824 |
1342.50 |
1347.25 |
1342.50 |
1342.50 |
-4.75 |
0 |
157 |
+0 |
Aug13 |
110824 |
1331.75 |
1336.50 |
1331.75 |
1331.75 |
-4.75 |
|
|
|
Total Volume and Open Interest |
180,711 |
530,818 |
+11,294 |
Soybean Meal(CBOT) |
Sep11 |
110824 |
368.50 |
369.50 |
364.90 |
367.00 |
-1.30 |
18,875 |
22,570 |
-1,173 |
Oct11 |
110824 |
371.00 |
372.00 |
366.30 |
369.50 |
-1.30 |
12,092 |
24,052 |
+470 |
Dec11 |
110824 |
376.30 |
376.70 |
371.90 |
374.20 |
-1.30 |
54,240 |
97,999 |
+9,472 |
Jan12 |
110824 |
377.70 |
378.10 |
374.00 |
376.00 |
-1.30 |
2,823 |
10,783 |
+719 |
Mar12 |
110824 |
378.20 |
379.30 |
375.80 |
377.60 |
-1.00 |
1,369 |
7,170 |
+132 |
May12 |
110824 |
377.10 |
378.40 |
374.50 |
376.70 |
-0.60 |
4,255 |
10,833 |
+71 |
Jul12 |
110824 |
377.20 |
377.60 |
374.20 |
376.30 |
-0.50 |
2,452 |
4,969 |
+178 |
Aug12 |
110824 |
372.90 |
372.90 |
371.80 |
371.80 |
-0.50 |
180 |
637 |
+34 |
Sep12 |
110824 |
366.00 |
366.30 |
363.80 |
363.80 |
-0.50 |
280 |
822 |
+44 |
Oct12 |
110824 |
351.30 |
352.30 |
351.30 |
351.30 |
-1.00 |
96 |
925 |
+15 |
Total Volume and Open Interest |
97,602 |
183,636 |
+10,355 |
Soybean Oil(CBOT) |
Sep11 |
110824 |
55.70 |
56.09 |
55.55 |
55.78 |
+0.16 |
16,069 |
31,914 |
-3,258 |
Oct11 |
110824 |
55.95 |
56.27 |
55.78 |
55.95 |
+0.13 |
9,277 |
33,063 |
+901 |
Dec11 |
110824 |
56.28 |
56.68 |
56.13 |
56.33 |
+0.12 |
49,618 |
135,778 |
+1,378 |
Jan12 |
110824 |
56.54 |
56.88 |
56.37 |
56.57 |
+0.14 |
4,632 |
29,229 |
-546 |
Mar12 |
110824 |
56.72 |
57.06 |
56.64 |
56.76 |
+0.11 |
3,152 |
21,318 |
+454 |
May12 |
110824 |
56.90 |
57.16 |
56.64 |
56.86 |
+0.12 |
3,786 |
13,519 |
+1,198 |
Jul12 |
110824 |
57.09 |
57.21 |
56.83 |
57.00 |
+0.14 |
3,556 |
7,753 |
-192 |
Aug12 |
110824 |
57.00 |
57.00 |
56.86 |
57.00 |
+0.14 |
26 |
526 |
-8 |
Sep12 |
110824 |
57.07 |
57.07 |
56.82 |
56.95 |
+0.13 |
50 |
417 |
-4 |
Oct12 |
110824 |
56.80 |
56.80 |
56.67 |
56.80 |
+0.13 |
23 |
391 |
-12 |
Total Volume and Open Interest |
90,951 |
276,864 |
+74 |
Canola(WCE) |
Nov11 |
110824 |
561.0 |
566.5 |
558.3 |
562.1 |
+2.8 |
9,947 |
105,355 |
-513 |
Jan12 |
110824 |
569.2 |
574.6 |
567.5 |
570.8 |
+3.1 |
1,600 |
33,006 |
+375 |
Mar12 |
110824 |
577.3 |
583.0 |
575.3 |
578.9 |
+3.1 |
826 |
13,273 |
+274 |
May12 |
110824 |
581.2 |
588.2 |
580.9 |
585.7 |
+3.4 |
255 |
8,612 |
+41 |
Jul12 |
110824 |
585.4 |
593.5 |
585.0 |
590.9 |
+3.8 |
61 |
4,007 |
+42 |
Total Volume and Open Interest |
12,716 |
166,706 |
+226 |
Corn(CBOT) |
Sep11 |
110824 |
730.00 |
737.00 |
727.50 |
731.75 |
+1.50 |
61,949 |
139,481 |
-5,665 |
Dec11 |
110824 |
743.00 |
748.75 |
739.25 |
743.00 |
-0.50 |
156,993 |
695,176 |
+6,660 |
Mar12 |
110824 |
754.00 |
759.25 |
750.25 |
754.00 |
-1.00 |
31,415 |
180,993 |
+865 |
May12 |
110824 |
757.25 |
765.00 |
754.00 |
757.25 |
-0.75 |
8,445 |
39,799 |
+835 |
Jul12 |
110824 |
758.25 |
766.00 |
755.00 |
758.75 |
-0.50 |
9,985 |
77,470 |
+394 |
Sep12 |
110824 |
702.00 |
705.00 |
698.00 |
700.75 |
-3.75 |
2,400 |
14,897 |
+708 |
Dec12 |
110824 |
659.00 |
659.75 |
653.00 |
654.75 |
-4.75 |
5,825 |
87,557 |
+941 |
Mar13 |
110824 |
666.00 |
667.50 |
661.75 |
662.25 |
-5.25 |
114 |
17,829 |
-6 |
May13 |
110824 |
671.00 |
672.00 |
666.75 |
666.75 |
-5.25 |
5 |
509 |
+5 |
Jul13 |
110824 |
675.00 |
676.00 |
670.75 |
670.75 |
-5.25 |
63 |
883 |
+30 |
Total Volume and Open Interest |
277,303 |
1,265,224 |
+4,796 |
Wheat(CBOT) |
Sep11 |
110824 |
757.25 |
764.00 |
745.75 |
749.25 |
-8.00 |
23,795 |
47,209 |
-5,911 |
Dec11 |
110824 |
784.00 |
791.00 |
772.25 |
777.25 |
-7.25 |
47,366 |
215,405 |
+5,596 |
Mar12 |
110824 |
812.50 |
817.75 |
800.50 |
806.00 |
-7.75 |
8,110 |
72,339 |
+357 |
May12 |
110824 |
821.00 |
828.25 |
812.00 |
817.50 |
-7.00 |
1,162 |
14,400 |
-47 |
Jul12 |
110824 |
823.50 |
831.00 |
817.00 |
821.00 |
-4.50 |
1,690 |
53,698 |
-169 |
Sep12 |
110824 |
834.75 |
841.25 |
830.25 |
833.25 |
-3.75 |
73 |
2,687 |
-11 |
Total Volume and Open Interest |
82,646 |
431,598 |
-108 |
Wheat(KCBT) |
Sep11 |
110824 |
839.75 |
844.50 |
830.00 |
835.00 |
-6.00 |
10,881 |
36,914 |
-4,940 |
Dec11 |
110824 |
863.00 |
869.00 |
854.00 |
859.00 |
-6.25 |
11,525 |
78,342 |
+2,392 |
Mar12 |
110824 |
873.25 |
880.00 |
865.50 |
870.75 |
-6.25 |
1,663 |
29,864 |
-57 |
May12 |
110824 |
876.25 |
881.25 |
868.50 |
873.75 |
-6.25 |
201 |
4,206 |
+54 |
Jul12 |
110824 |
866.25 |
874.25 |
860.00 |
866.00 |
-6.00 |
1,037 |
19,180 |
+303 |
Sep12 |
110824 |
875.25 |
883.25 |
872.50 |
875.00 |
-7.00 |
29 |
1,414 |
+0 |
Total Volume and Open Interest |
25,356 |
171,724 |
-2,246 |
Wheat(MGE) |
Sep11 |
110824 |
946.50 |
948.75 |
920.00 |
926.00 |
-24.25 |
1,784 |
7,166 |
-880 |
Dec11 |
110824 |
930.00 |
933.50 |
907.50 |
912.50 |
-22.00 |
2,626 |
21,159 |
+263 |
Mar12 |
110824 |
928.50 |
934.00 |
913.75 |
917.25 |
-17.25 |
740 |
7,248 |
-5 |
May12 |
110824 |
927.00 |
931.75 |
915.75 |
919.25 |
-13.00 |
458 |
3,406 |
-11 |
Jul12 |
110824 |
925.25 |
930.75 |
916.00 |
920.00 |
-10.00 |
405 |
4,407 |
-3 |
Total Volume and Open Interest |
6,164 |
46,899 |
-618 |
Oats(CBOT) |
Sep11 |
110824 |
363.50 |
370.00 |
360.25 |
360.25 |
-4.25 |
291 |
1,801 |
+113 |
Dec11 |
110824 |
372.50 |
375.50 |
367.50 |
368.25 |
-4.75 |
934 |
10,901 |
+224 |
Mar12 |
110824 |
383.50 |
384.50 |
377.75 |
378.75 |
-4.75 |
42 |
1,159 |
-3 |
May12 |
110824 |
385.75 |
390.50 |
385.75 |
385.75 |
-4.75 |
2 |
35 |
-1 |
Total Volume and Open Interest |
1,269 |
13,928 |
+333 |
Rough Rice(CBOT) |
Sep11 |
110824 |
16.92 |
16.97 |
16.81 |
16.85 |
-0.11 |
671 |
5,248 |
-190 |
Nov11 |
110824 |
17.25 |
17.28 |
17.12 |
17.17 |
-0.11 |
851 |
10,711 |
+368 |
Jan12 |
110824 |
17.50 |
17.60 |
17.45 |
17.49 |
-0.11 |
153 |
1,659 |
+44 |
Mar12 |
110824 |
17.78 |
17.88 |
17.75 |
17.76 |
-0.11 |
17 |
869 |
+0 |
Total Volume and Open Interest |
1,692 |
18,650 |
+222 |
Live Cattle(CME) |
Aug11 |
110824 |
114.100 |
114.200 |
112.750 |
113.250 |
-0.850 |
1,138 |
3,516 |
-728 |
Oct11 |
110824 |
115.385 |
115.400 |
113.800 |
113.930 |
-1.120 |
12,533 |
127,196 |
-964 |
Dec11 |
110824 |
117.080 |
117.180 |
115.900 |
116.150 |
-0.750 |
7,251 |
89,885 |
+386 |
Feb12 |
110824 |
120.580 |
120.635 |
119.350 |
119.400 |
-1.135 |
3,840 |
44,060 |
+899 |
Apr12 |
110824 |
124.450 |
124.500 |
123.035 |
123.400 |
-1.050 |
1,746 |
27,456 |
+676 |
Jun12 |
110824 |
122.200 |
122.500 |
121.300 |
121.785 |
-0.695 |
380 |
10,957 |
+38 |
Total Volume and Open Interest |
26,987 |
305,416 |
+349 |
Feeder Cattle(CME) |
Aug11 |
110824 |
133.650 |
133.735 |
133.035 |
133.500 |
-0.235 |
854 |
3,013 |
-452 |
Sep11 |
110824 |
133.850 |
133.950 |
131.235 |
131.550 |
-2.080 |
939 |
7,275 |
+42 |
Oct11 |
110824 |
134.300 |
134.380 |
131.450 |
132.035 |
-2.315 |
1,401 |
13,282 |
+13 |
Nov11 |
110824 |
135.380 |
135.535 |
132.735 |
133.350 |
-2.225 |
442 |
5,661 |
+63 |
Jan12 |
110824 |
136.235 |
136.400 |
133.800 |
134.325 |
-2.075 |
69 |
3,445 |
+5 |
Mar12 |
110824 |
136.150 |
136.150 |
133.825 |
134.535 |
-1.915 |
35 |
997 |
-1 |
Apr12 |
110824 |
134.985 |
136.000 |
134.750 |
135.000 |
-2.150 |
13 |
272 |
+1 |
Total Volume and Open Interest |
3,758 |
34,159 |
-324 |
Lean Hogs(CME) |
Oct11 |
110824 |
88.250 |
88.550 |
87.000 |
87.050 |
-1.180 |
12,359 |
87,604 |
+185 |
Dec11 |
110824 |
84.480 |
84.535 |
83.300 |
83.450 |
-0.880 |
9,425 |
79,464 |
+1,499 |
Feb12 |
110824 |
87.200 |
87.200 |
86.400 |
86.450 |
-0.750 |
2,486 |
39,302 |
+954 |
Apr12 |
110824 |
89.400 |
89.600 |
88.785 |
88.885 |
-0.765 |
1,495 |
24,654 |
+352 |
May12 |
110824 |
94.300 |
94.300 |
93.800 |
94.000 |
-0.300 |
17 |
984 |
+1 |
Jun12 |
110824 |
95.750 |
96.300 |
95.535 |
95.680 |
-0.705 |
421 |
12,312 |
+45 |
Jul12 |
110824 |
94.285 |
94.980 |
94.150 |
94.200 |
-0.335 |
95 |
3,730 |
-2 |
Aug12 |
110824 |
93.200 |
93.200 |
92.900 |
93.100 |
-0.100 |
38 |
2,359 |
-1 |
Total Volume and Open Interest |
26,347 |
251,354 |
+3,032 |
Class III Milk(CME) |
Aug11 |
110824 |
21.47 |
21.54 |
21.45 |
21.52 |
+0.02 |
126 |
6,564 |
-16 |
Sep11 |
110824 |
18.02 |
18.02 |
17.67 |
17.78 |
-0.19 |
835 |
6,215 |
-3 |
Oct11 |
110824 |
17.38 |
17.53 |
17.31 |
17.43 |
+0.01 |
514 |
5,004 |
+32 |
Nov11 |
110824 |
17.48 |
17.59 |
17.46 |
17.48 |
-0.03 |
152 |
4,494 |
+6 |
Dec11 |
110824 |
17.46 |
17.55 |
17.46 |
17.55 |
+0.02 |
142 |
3,928 |
+9 |
Total Volume and Open Interest |
2,193 |
36,777 |
+250 |
Cocoa(ICE) |
Sep11 |
110824 |
3140 |
3144 |
3069 |
3080 |
-57 |
53 |
50 |
-42 |
Dec11 |
110824 |
3135 |
3150 |
3063 |
3088 |
-53 |
18,651 |
67,662 |
-5,507 |
Mar12 |
110824 |
3169 |
3180 |
3099 |
3120 |
-51 |
4,150 |
49,268 |
+1,653 |
May12 |
110824 |
3177 |
3183 |
3118 |
3125 |
-52 |
747 |
15,782 |
+365 |
Jul12 |
110824 |
3176 |
3188 |
3131 |
3135 |
-53 |
162 |
6,774 |
+52 |
Sep12 |
110824 |
3200 |
3200 |
3146 |
3146 |
-54 |
421 |
9,546 |
-300 |
Dec12 |
110824 |
3155 |
3155 |
3155 |
3155 |
-58 |
322 |
5,622 |
+304 |
Total Volume and Open Interest |
24,506 |
159,232 |
-3,475 |
Coffee "C"(ICE) |
Sep11 |
110824 |
271.00 |
276.35 |
270.10 |
272.50 |
+3.65 |
892 |
731 |
-587 |
Dec11 |
110824 |
272.00 |
277.65 |
271.95 |
273.75 |
+2.15 |
11,105 |
68,729 |
+485 |
Mar12 |
110824 |
275.20 |
280.35 |
275.00 |
276.45 |
+2.05 |
3,076 |
18,082 |
-277 |
May12 |
110824 |
276.00 |
280.30 |
276.00 |
276.60 |
+1.85 |
691 |
8,268 |
+13 |
Jul12 |
110824 |
275.30 |
278.65 |
274.75 |
275.15 |
+1.80 |
253 |
2,710 |
-74 |
Sep12 |
110824 |
273.35 |
276.85 |
273.35 |
273.40 |
+1.80 |
39 |
1,972 |
+9 |
Total Volume and Open Interest |
16,145 |
102,412 |
-365 |
Orange Juice(ICE) |
Sep11 |
110824 |
168.75 |
170.50 |
165.00 |
165.25 |
-4.50 |
560 |
3,529 |
-483 |
Nov11 |
110824 |
162.50 |
162.90 |
159.65 |
160.25 |
-2.95 |
713 |
16,272 |
+364 |
Jan12 |
110824 |
162.25 |
162.25 |
159.75 |
160.05 |
-2.80 |
40 |
3,351 |
+2 |
Mar12 |
110824 |
161.80 |
162.10 |
160.25 |
160.25 |
-2.90 |
27 |
1,408 |
+25 |
May12 |
110824 |
163.00 |
163.00 |
160.25 |
160.65 |
-3.40 |
0 |
409 |
+40 |
Jul12 |
110824 |
160.65 |
160.65 |
160.65 |
160.65 |
-3.40 |
0 |
153 |
+0 |
Total Volume and Open Interest |
1,340 |
25,133 |
-52 |
Sugar #11(ICE) |
Oct11 |
110824 |
30.65 |
31.85 |
29.75 |
30.18 |
-0.64 |
33,174 |
253,725 |
+1,030 |
Mar12 |
110824 |
29.69 |
30.60 |
28.76 |
29.17 |
-0.55 |
18,367 |
158,443 |
+1,963 |
May12 |
110824 |
27.92 |
28.53 |
27.02 |
27.40 |
-0.53 |
5,021 |
44,158 |
-119 |
Jul12 |
110824 |
26.60 |
26.93 |
25.70 |
26.03 |
-0.52 |
3,524 |
64,316 |
+330 |
Oct12 |
110824 |
25.57 |
25.78 |
24.78 |
25.09 |
-0.48 |
2,054 |
30,298 |
+237 |
Total Volume and Open Interest |
63,197 |
595,341 |
+3,556 |
London Cocoa(LCE) |
Sep11 |
110824 |
1946 |
1958 |
1913 |
1916 |
-28 |
3,707 |
50,614 |
-1,697 |
Dec11 |
110824 |
1961 |
1977 |
1934 |
1937 |
-23 |
10,912 |
65,049 |
+602 |
Mar12 |
110824 |
1975 |
1989 |
1948 |
1951 |
-23 |
2,818 |
43,886 |
+689 |
May12 |
110824 |
1980 |
1993 |
1956 |
1956 |
-24 |
1,560 |
15,264 |
+437 |
Jul12 |
110824 |
1974 |
1998 |
1960 |
1961 |
-24 |
898 |
8,658 |
+271 |
Sep12 |
110824 |
2004 |
2004 |
1969 |
1969 |
-23 |
63 |
5,310 |
-6 |
Dec12 |
110824 |
1972 |
1972 |
1972 |
1972 |
-23 |
0 |
8,757 |
+0 |
Total Volume and Open Interest |
19,958 |
198,444 |
+296 |
London Sugar(LCE) |
Oct11 |
110824 |
803.70 |
823.70 |
782.10 |
784.60 |
-15.90 |
1,296 |
20,619 |
-288 |
Dec11 |
110824 |
759.50 |
774.20 |
737.50 |
739.40 |
-16.70 |
687 |
8,326 |
+352 |
Mar12 |
110824 |
744.70 |
761.80 |
723.80 |
725.90 |
-16.70 |
442 |
10,907 |
+27 |
May12 |
110824 |
719.90 |
737.30 |
701.10 |
702.40 |
-17.50 |
255 |
3,388 |
+106 |
Aug12 |
110824 |
695.10 |
712.30 |
677.10 |
679.80 |
-15.60 |
15 |
2,210 |
+4 |
Total Volume and Open Interest |
2,757 |
47,189 |
+219 |
Cotton(ICE) |
Oct11 |
110824 |
106.75 |
108.50 |
104.62 |
104.62 |
-0.52 |
19 |
436 |
-1 |
Dec11 |
110824 |
105.59 |
109.00 |
104.61 |
104.99 |
-0.25 |
4,772 |
94,056 |
+83 |
Mar12 |
110824 |
102.80 |
105.16 |
101.50 |
101.97 |
-0.27 |
789 |
32,242 |
+296 |
May12 |
110824 |
101.69 |
103.02 |
100.25 |
100.62 |
-0.37 |
92 |
6,548 |
-10 |
Jul12 |
110824 |
99.99 |
101.00 |
99.52 |
99.52 |
-0.21 |
83 |
8,428 |
+1 |
Oct12 |
110824 |
98.74 |
98.74 |
98.74 |
98.74 |
-0.21 |
0 |
3 |
+0 |
Total Volume and Open Interest |
5,765 |
145,796 |
+371 |
Lumber(CME) |
Sep11 |
110824 |
219.0 |
228.0 |
219.0 |
227.0 |
+9.0 |
537 |
1,920 |
-249 |
Nov11 |
110824 |
225.9 |
233.3 |
225.5 |
233.0 |
+9.7 |
569 |
6,053 |
+201 |
Jan12 |
110824 |
247.3 |
256.0 |
247.3 |
254.4 |
+8.4 |
338 |
1,550 |
+191 |
Mar12 |
110824 |
264.2 |
268.0 |
264.1 |
266.0 |
+6.6 |
3 |
150 |
+0 |
Total Volume and Open Interest |
1,448 |
9,676 |
+144 |
Crude Oil(NYM) |
Oct11 |
110824 |
85.67 |
86.59 |
84.55 |
85.16 |
-0.28 |
353,947 |
314,556 |
-317 |
Nov11 |
110824 |
85.96 |
86.92 |
84.93 |
85.53 |
-0.21 |
70,865 |
145,834 |
+537 |
Dec11 |
110824 |
86.40 |
87.28 |
85.29 |
85.94 |
-0.17 |
65,138 |
198,227 |
-182 |
Jan12 |
110824 |
86.86 |
87.60 |
86.04 |
86.37 |
-0.14 |
15,406 |
78,936 |
+1,527 |
Feb12 |
110824 |
86.73 |
88.01 |
86.55 |
86.82 |
-0.12 |
7,290 |
29,059 |
+925 |
Mar12 |
110824 |
87.73 |
88.25 |
86.96 |
87.27 |
-0.10 |
8,649 |
40,694 |
+83 |
Apr12 |
110824 |
87.84 |
88.68 |
87.54 |
87.73 |
-0.08 |
5,162 |
24,486 |
-337 |
May12 |
110824 |
88.26 |
89.12 |
88.14 |
88.18 |
-0.07 |
3,920 |
21,988 |
+223 |
Jun12 |
110824 |
89.00 |
89.63 |
88.49 |
88.62 |
-0.05 |
12,505 |
78,152 |
+975 |
Jul12 |
110824 |
89.29 |
89.76 |
89.03 |
89.03 |
-0.03 |
970 |
33,095 |
+145 |
Aug12 |
110824 |
89.34 |
89.34 |
89.34 |
89.34 |
+0.01 |
391 |
15,349 |
+1 |
Sep12 |
110824 |
89.59 |
89.59 |
89.59 |
89.59 |
+0.04 |
789 |
19,067 |
-2 |
Oct12 |
110824 |
89.81 |
89.81 |
89.81 |
89.81 |
+0.07 |
994 |
13,747 |
-173 |
Nov12 |
110824 |
90.05 |
90.05 |
90.05 |
90.05 |
+0.10 |
542 |
18,423 |
+38 |
Dec12 |
110824 |
90.47 |
91.21 |
89.65 |
90.30 |
+0.13 |
16,083 |
152,782 |
+1,022 |
Jan13 |
110824 |
90.97 |
90.97 |
90.48 |
90.48 |
+0.16 |
364 |
19,236 |
-39 |
Total Volume and Open Interest |
572,256 |
1,465,153 |
+3,550 |
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 |
110824 |
85.700 |
86.575 |
84.575 |
85.150 |
-0.300 |
13,292 |
1,676 |
-201 |
Nov11 |
110824 |
86.025 |
86.850 |
84.975 |
85.525 |
-0.225 |
385 |
505 |
+91 |
Dec11 |
110824 |
86.050 |
87.100 |
85.575 |
85.950 |
-0.150 |
173 |
362 |
-22 |
Jan12 |
110824 |
86.875 |
86.875 |
86.375 |
86.375 |
-0.125 |
4 |
9 |
+0 |
Feb12 |
110824 |
87.350 |
87.350 |
86.825 |
86.825 |
-0.125 |
0 |
14 |
+0 |
Mar12 |
110824 |
87.800 |
87.800 |
87.275 |
87.275 |
-0.100 |
3 |
14 |
+0 |
Apr12 |
110824 |
88.275 |
88.275 |
87.725 |
87.725 |
-0.075 |
11 |
8 |
+0 |
May12 |
110824 |
87.950 |
88.600 |
87.950 |
88.175 |
-0.075 |
12 |
6 |
+2 |
Total Volume and Open Interest |
13,940 |
2,861 |
-70 |
Heating Oil(NYM) |
Sep11 |
110824 |
295.50 |
298.50 |
293.84 |
296.07 |
+1.82 |
30,476 |
39,153 |
-3,338 |
Oct11 |
110824 |
296.19 |
299.24 |
294.37 |
296.90 |
+1.98 |
54,225 |
69,889 |
+3,008 |
Nov11 |
110824 |
296.70 |
299.88 |
295.00 |
297.61 |
+2.02 |
19,621 |
40,956 |
+57 |
Dec11 |
110824 |
297.25 |
300.38 |
295.48 |
298.25 |
+2.07 |
18,034 |
50,301 |
-481 |
Jan12 |
110824 |
297.90 |
300.99 |
296.54 |
299.01 |
+2.16 |
9,785 |
30,296 |
+528 |
Feb12 |
110824 |
296.73 |
300.86 |
296.73 |
298.76 |
+2.18 |
2,012 |
12,257 |
+249 |
Mar12 |
110824 |
295.68 |
299.58 |
295.68 |
297.71 |
+2.15 |
1,929 |
9,524 |
+143 |
Apr12 |
110824 |
292.90 |
296.08 |
292.90 |
295.68 |
+2.17 |
476 |
4,941 |
+58 |
May12 |
110824 |
294.50 |
294.50 |
293.05 |
293.72 |
+2.18 |
278 |
5,160 |
-33 |
Jun12 |
110824 |
292.18 |
294.57 |
291.50 |
292.83 |
+2.22 |
1,851 |
27,209 |
+49 |
Jul12 |
110824 |
292.90 |
293.48 |
292.90 |
293.48 |
+2.19 |
79 |
2,287 |
+12 |
Aug12 |
110824 |
294.05 |
294.48 |
294.05 |
294.48 |
+2.09 |
243 |
1,073 |
+18 |
Total Volume and Open Interest |
140,217 |
307,763 |
+722 |
Gasoline(NYMEX) |
Sep11 |
110824 |
288.00 |
291.06 |
285.40 |
287.84 |
+0.18 |
29,005 |
29,896 |
-4,766 |
Oct11 |
110824 |
275.25 |
278.31 |
272.69 |
275.58 |
+0.86 |
47,520 |
66,403 |
-753 |
Nov11 |
110824 |
269.96 |
273.52 |
268.28 |
271.18 |
+1.13 |
19,494 |
31,805 |
-1,002 |
Dec11 |
110824 |
267.98 |
271.10 |
266.09 |
269.02 |
+1.21 |
16,486 |
47,516 |
+1,950 |
Jan12 |
110824 |
268.45 |
270.52 |
268.00 |
269.07 |
+1.29 |
5,090 |
23,642 |
+2,068 |
Feb12 |
110824 |
269.53 |
271.13 |
268.94 |
270.08 |
+1.33 |
1,395 |
6,411 |
+199 |
Mar12 |
110824 |
270.50 |
273.20 |
270.35 |
271.40 |
+1.33 |
1,475 |
9,590 |
-330 |
Apr12 |
110824 |
284.30 |
284.30 |
282.56 |
282.56 |
+1.31 |
357 |
6,149 |
+84 |
May12 |
110824 |
284.21 |
284.21 |
282.12 |
282.50 |
+1.31 |
209 |
2,704 |
-14 |
Jun12 |
110824 |
279.70 |
282.55 |
279.70 |
281.75 |
+1.31 |
971 |
10,682 |
+426 |
Total Volume and Open Interest |
122,616 |
249,769 |
-2,000 |
e-miNY RBOB Gasoline(NYM) |
Sep11 |
110824 |
287.80 |
287.84 |
287.80 |
287.80 |
+0.10 |
0 |
1 |
+0 |
Oct11 |
110824 |
275.60 |
275.60 |
275.58 |
275.60 |
+0.90 |
0 |
1 |
+0 |
Nov11 |
110824 |
271.20 |
271.20 |
271.18 |
271.20 |
+1.10 |
|
|
|
Dec11 |
110824 |
269.00 |
269.02 |
269.00 |
269.00 |
+1.20 |
|
|
|
Total Volume and Open Interest |
0 |
4 |
+0 |
Natural Gas(NYM) |
Sep11 |
110824 |
3.994 |
4.029 |
3.915 |
3.922 |
-0.071 |
144,005 |
47,181 |
-18,286 |
Oct11 |
110824 |
3.969 |
4.004 |
3.880 |
3.889 |
-0.079 |
109,816 |
198,753 |
+1,511 |
Nov11 |
110824 |
4.080 |
4.105 |
3.988 |
3.996 |
-0.074 |
42,015 |
189,983 |
+891 |
Dec11 |
110824 |
4.288 |
4.309 |
4.190 |
4.203 |
-0.073 |
24,727 |
87,520 |
+3,439 |
Jan12 |
110824 |
4.390 |
4.406 |
4.296 |
4.307 |
-0.069 |
34,126 |
139,394 |
+2,419 |
Feb12 |
110824 |
4.371 |
4.406 |
4.298 |
4.308 |
-0.069 |
7,640 |
34,352 |
+347 |
Mar12 |
110824 |
4.338 |
4.360 |
4.267 |
4.274 |
-0.066 |
7,170 |
43,682 |
-223 |
Apr12 |
110824 |
4.293 |
4.325 |
4.235 |
4.243 |
-0.062 |
10,690 |
66,651 |
+1,317 |
May12 |
110824 |
4.316 |
4.346 |
4.264 |
4.269 |
-0.062 |
1,402 |
14,318 |
-127 |
Jun12 |
110824 |
4.368 |
4.384 |
4.297 |
4.306 |
-0.062 |
1,056 |
12,961 |
-56 |
Jul12 |
110824 |
4.420 |
4.423 |
4.343 |
4.349 |
-0.062 |
1,878 |
10,625 |
-122 |
Aug12 |
110824 |
4.451 |
4.451 |
4.366 |
4.373 |
-0.062 |
626 |
9,352 |
+126 |
Sep12 |
110824 |
4.423 |
4.454 |
4.377 |
4.380 |
-0.062 |
732 |
8,594 |
+254 |
Oct12 |
110824 |
4.479 |
4.480 |
4.400 |
4.408 |
-0.062 |
2,834 |
38,418 |
+818 |
Nov12 |
110824 |
4.600 |
4.600 |
4.569 |
4.572 |
-0.064 |
313 |
7,119 |
+105 |
Dec12 |
110824 |
4.849 |
4.849 |
4.819 |
4.821 |
-0.064 |
443 |
12,436 |
+88 |
Total Volume and Open Interest |
393,261 |
998,590 |
-6,148 |
Brent Crude Oil(ICE) |
Oct11 |
110824 |
109.66 |
111.00 |
108.71 |
110.15 |
+0.84 |
233,272 |
150,197 |
+15 |
Nov11 |
110824 |
109.15 |
110.54 |
108.25 |
109.65 |
+0.78 |
101,157 |
119,688 |
-7,060 |
Dec11 |
110824 |
109.02 |
110.30 |
108.01 |
109.39 |
+0.74 |
93,931 |
125,092 |
+3,192 |
Jan12 |
110824 |
108.83 |
110.10 |
107.89 |
109.20 |
+0.73 |
16,497 |
33,353 |
-1,136 |
Feb12 |
110824 |
108.43 |
109.82 |
107.80 |
109.04 |
+0.73 |
6,934 |
17,904 |
-1,044 |
Mar12 |
110824 |
108.30 |
109.78 |
107.65 |
108.91 |
+0.74 |
7,462 |
40,851 |
-1,525 |
Apr12 |
110824 |
107.90 |
109.69 |
107.57 |
108.83 |
+0.76 |
3,684 |
12,069 |
-321 |
May12 |
110824 |
107.79 |
109.59 |
107.45 |
108.73 |
+0.78 |
2,728 |
13,398 |
-119 |
Jun12 |
110824 |
107.95 |
109.45 |
107.25 |
108.61 |
+0.81 |
12,401 |
43,409 |
-1,363 |
Jul12 |
110824 |
107.40 |
108.52 |
107.40 |
108.52 |
+0.82 |
1,721 |
10,379 |
-348 |
Aug12 |
110824 |
107.27 |
108.40 |
107.27 |
108.40 |
+0.83 |
2,444 |
7,356 |
-751 |
Sep12 |
110824 |
107.11 |
108.24 |
107.11 |
108.24 |
+0.83 |
1,032 |
8,891 |
-97 |
Oct12 |
110824 |
106.93 |
108.07 |
106.93 |
108.07 |
+0.84 |
1,013 |
5,149 |
+425 |
Nov12 |
110824 |
106.72 |
107.86 |
106.72 |
107.86 |
+0.84 |
1,939 |
8,354 |
+1,226 |
Total Volume and Open Interest |
505,800 |
765,757 |
-9,205 |
Gas Oil(ICE) |
Sep11 |
110824 |
937.00 |
945.75 |
933.00 |
942.25 |
+11.50 |
74,461 |
103,631 |
-11,367 |
Oct11 |
110824 |
932.50 |
940.50 |
926.50 |
936.75 |
+12.00 |
89,097 |
110,337 |
+2,405 |
Nov11 |
110824 |
922.75 |
935.50 |
921.00 |
932.00 |
+12.50 |
54,221 |
58,717 |
+3,109 |
Dec11 |
110824 |
919.50 |
932.50 |
916.50 |
929.00 |
+13.25 |
54,945 |
70,699 |
+3,509 |
Jan12 |
110824 |
917.75 |
930.75 |
915.00 |
927.75 |
+13.25 |
17,894 |
47,028 |
-239 |
Feb12 |
110824 |
916.50 |
929.50 |
913.75 |
926.50 |
+13.25 |
5,070 |
21,762 |
-1,043 |
Mar12 |
110824 |
914.75 |
928.00 |
911.75 |
925.00 |
+13.00 |
4,780 |
18,177 |
+266 |
Apr12 |
110824 |
913.25 |
925.50 |
910.00 |
923.50 |
+12.75 |
2,450 |
13,260 |
+302 |
May12 |
110824 |
912.00 |
923.25 |
908.50 |
922.00 |
+12.50 |
1,840 |
12,081 |
+439 |
Jun12 |
110824 |
911.50 |
925.50 |
908.00 |
921.50 |
+12.00 |
6,371 |
38,939 |
+262 |
Total Volume and Open Interest |
318,033 |
573,577 |
-2,288 |
Ethanol(CBOT) |
Aug11 |
110803 |
2.836 |
2.836 |
2.800 |
2.800 |
-0.042 |
58 |
178 |
-18 |
Sep11 |
110824 |
2.893 |
2.916 |
2.880 |
2.907 |
+0.014 |
142 |
708 |
-54 |
Oct11 |
110824 |
2.833 |
2.850 |
2.830 |
2.835 |
+0.012 |
117 |
1,393 |
-34 |
Nov11 |
110824 |
2.789 |
2.805 |
2.779 |
2.800 |
+0.020 |
60 |
1,176 |
-29 |
Dec11 |
110824 |
2.754 |
2.777 |
2.751 |
2.769 |
+0.018 |
50 |
1,416 |
+11 |
Jan12 |
110824 |
2.679 |
2.696 |
2.679 |
2.687 |
+0.005 |
81 |
844 |
+24 |
Feb12 |
110824 |
2.679 |
2.682 |
2.671 |
2.676 |
+0.003 |
53 |
806 |
+33 |
Mar12 |
110824 |
2.685 |
2.690 |
2.663 |
2.675 |
+0.005 |
47 |
799 |
+30 |
Total Volume and Open Interest |
744 |
10,093 |
+28 |
WTI Crude Oil(ICE) |
Oct11 |
110824 |
85.66 |
86.59 |
84.56 |
85.16 |
-0.28 |
91,119 |
69,157 |
+45 |
Nov11 |
110824 |
85.92 |
86.88 |
85.06 |
85.53 |
-0.21 |
24,558 |
36,450 |
+2,069 |
Dec11 |
110824 |
86.43 |
87.19 |
85.53 |
85.94 |
-0.17 |
37,309 |
90,606 |
+5,638 |
Jan12 |
110824 |
86.60 |
87.53 |
85.80 |
86.37 |
-0.14 |
4,185 |
17,563 |
+159 |
Feb12 |
110824 |
86.85 |
87.94 |
86.43 |
86.82 |
-0.12 |
1,950 |
8,036 |
-48 |
Mar12 |
110824 |
87.16 |
88.36 |
87.01 |
87.27 |
-0.10 |
2,031 |
15,205 |
+338 |
Apr12 |
110824 |
87.62 |
88.79 |
87.45 |
87.73 |
-0.08 |
825 |
4,703 |
-175 |
May12 |
110824 |
88.31 |
89.22 |
87.90 |
88.18 |
-0.07 |
759 |
4,161 |
-12 |
Jun12 |
110824 |
88.73 |
89.50 |
88.33 |
88.62 |
-0.05 |
4,056 |
28,170 |
-865 |
Jul12 |
110824 |
89.03 |
89.03 |
89.03 |
89.03 |
-0.03 |
259 |
4,823 |
-15 |
Aug12 |
110824 |
89.60 |
89.60 |
89.34 |
89.34 |
+0.01 |
71 |
1,546 |
+39 |
Sep12 |
110824 |
89.59 |
89.59 |
89.59 |
89.59 |
+0.04 |
75 |
5,387 |
-15 |
Oct12 |
110824 |
89.81 |
89.81 |
89.81 |
89.81 |
+0.07 |
64 |
1,378 |
+8 |
Nov12 |
110824 |
90.05 |
90.05 |
90.05 |
90.05 |
+0.10 |
0 |
2,575 |
+0 |
Dec12 |
110824 |
90.31 |
91.17 |
89.74 |
90.30 |
+0.13 |
5,264 |
45,529 |
-326 |
Jan13 |
110824 |
90.48 |
90.48 |
90.48 |
90.48 |
+0.16 |
0 |
1,947 |
+0 |
Total Volume and Open Interest |
175,204 |
421,228 |
+7,782 |
US Dollar Index(ICE) |
Sep11 |
110824 |
73.900 |
74.175 |
73.715 |
74.088 |
+0.128 |
21,724 |
57,135 |
+2,162 |
Dec11 |
110824 |
74.360 |
74.520 |
74.100 |
74.438 |
+0.118 |
22 |
763 |
-4 |
Mar12 |
110824 |
74.857 |
74.857 |
74.857 |
74.857 |
+0.118 |
0 |
3 |
+0 |
Total Volume and Open Interest |
21,746 |
57,901 |
+2,158 |
Australian Dollar(CME) |
Sep11 |
110824 |
104.91 |
104.93 |
104.12 |
104.29 |
-0.40 |
93,788 |
110,832 |
+4,031 |
Dec11 |
110824 |
103.80 |
103.80 |
103.20 |
103.23 |
-0.40 |
248 |
1,131 |
+47 |
Mar12 |
110824 |
102.33 |
102.74 |
102.33 |
102.33 |
-0.41 |
0 |
5 |
+0 |
Total Volume and Open Interest |
94,047 |
112,068 |
+4,087 |
British Pound(CME) |
Sep11 |
110824 |
164.85 |
165.32 |
163.57 |
163.67 |
-1.30 |
75,111 |
101,714 |
-520 |
Dec11 |
110824 |
164.75 |
164.82 |
163.51 |
163.51 |
-1.31 |
99 |
449 |
+58 |
Mar12 |
110824 |
163.33 |
164.67 |
163.33 |
163.33 |
-1.34 |
0 |
8 |
+0 |
Total Volume and Open Interest |
75,210 |
102,177 |
-462 |
Canadian Dollar(CME) |
Sep11 |
110824 |
101.18 |
101.57 |
100.88 |
101.11 |
+0.05 |
79,958 |
94,176 |
+185 |
Dec11 |
110824 |
100.92 |
101.36 |
100.80 |
100.93 |
+0.04 |
319 |
7,925 |
+116 |
Mar12 |
110824 |
101.00 |
101.29 |
100.82 |
100.83 |
+0.01 |
39 |
1,964 |
+16 |
Jun12 |
110824 |
100.85 |
100.85 |
100.73 |
100.73 |
-0.04 |
4 |
409 |
+3 |
Total Volume and Open Interest |
80,320 |
104,672 |
+320 |
Japanese Yen(CME) |
Sep11 |
110824 |
130.46 |
130.80 |
129.75 |
129.91 |
-0.45 |
82,199 |
129,227 |
+473 |
Dec11 |
110824 |
130.50 |
130.95 |
129.94 |
130.06 |
-0.47 |
318 |
1,920 |
+92 |
Mar12 |
110824 |
130.28 |
130.77 |
130.28 |
130.28 |
-0.49 |
0 |
50 |
+0 |
Total Volume and Open Interest |
82,517 |
131,217 |
+565 |
Swiss Franc(CME) |
Sep11 |
110824 |
126.36 |
127.17 |
125.76 |
125.99 |
-0.63 |
16,841 |
47,835 |
-27 |
Dec11 |
110824 |
126.69 |
127.63 |
126.46 |
126.53 |
-0.64 |
72 |
1,079 |
-3 |
Mar12 |
110824 |
126.99 |
127.64 |
126.99 |
126.99 |
-0.65 |
2 |
39 |
+0 |
Total Volume and Open Interest |
16,915 |
48,964 |
-30 |
EuroFX(CME) |
Sep11 |
110824 |
144.29 |
144.78 |
143.74 |
144.16 |
-0.04 |
277,467 |
169,155 |
+1,798 |
Dec11 |
110824 |
144.20 |
144.59 |
143.65 |
144.01 |
-0.06 |
766 |
4,315 |
+90 |
Mar12 |
110824 |
144.20 |
144.20 |
143.87 |
143.87 |
-0.09 |
3 |
411 |
+2 |
Total Volume and Open Interest |
278,237 |
174,714 |
+1,890 |
Mexican Peso(CME) |
Sep11 |
110824 |
809.5 |
809.5 |
799.0 |
800.0 |
-8.5 |
25,475 |
111,935 |
-1,944 |
Oct11 |
110824 |
797.2 |
805.8 |
797.2 |
797.2 |
-8.5 |
|
|
|
Total Volume and Open Interest |
25,479 |
114,424 |
-1,940 |
Brazilian Real(CME) |
Sep11 |
110824 |
621.00 |
621.00 |
619.25 |
620.35 |
-2.10 |
313 |
6,172 |
-246 |
Oct11 |
110824 |
617.45 |
619.45 |
617.45 |
617.45 |
-2.00 |
|
|
|
Nov11 |
110824 |
614.50 |
616.40 |
614.50 |
614.50 |
-1.90 |
|
|
|
Dec11 |
110824 |
614.50 |
614.50 |
611.60 |
611.60 |
-1.80 |
457 |
1,089 |
+457 |
Total Volume and Open Interest |
1,615 |
27,738 |
+1,056 |
30-Year T-Bonds(CBOT) |
Sep11 |
110824 |
138~310 |
139~200 |
136~100 |
136~270 |
-2~060 |
419,246 |
574,360 |
-56,893 |
Dec11 |
110824 |
137~250 |
138~070 |
135~020 |
135~190 |
-2~060 |
109,689 |
81,663 |
+56,557 |
Mar12 |
110824 |
134~170 |
136~230 |
134~170 |
134~170 |
-2~060 |
3 |
27 |
+3 |
Total Volume and Open Interest |
528,938 |
656,050 |
-333 |
10-Year T-Notes(CBOT) |
Sep11 |
110824 |
130~090 |
130~175 |
129~095 |
129~185 |
-0~240 |
1,130,571 |
1,794,119 |
-49,183 |
Dec11 |
110824 |
129~105 |
130~000 |
128~115 |
128~205 |
-0~240 |
100,004 |
151,353 |
+51,136 |
Mar12 |
110824 |
127~205 |
128~125 |
127~205 |
127~205 |
-0~240 |
|
|
|
Total Volume and Open Interest |
1,230,575 |
1,945,472 |
+1,953 |
5-Year T-Notes(CBOT) |
Sep11 |
110824 |
123~042 |
123~063 |
122~127 |
123~014 |
-0~034 |
668,160 |
1,272,885 |
-60,790 |
Dec11 |
110824 |
122~054 |
122~067 |
122~001 |
122~018 |
-0~035 |
160,253 |
142,552 |
+84,977 |
Mar12 |
110824 |
121~042 |
121~077 |
121~042 |
121~042 |
-0~035 |
|
|
|
Total Volume and Open Interest |
828,413 |
1,415,437 |
+24,187 |
2 Year T-Notes(CBOT) |
Sep11 |
110824 |
110~032 |
110~036 |
110~027 |
110~027 |
-0~005 |
315,084 |
863,665 |
-48,016 |
Dec11 |
110824 |
110~026 |
110~032 |
110~023 |
110~024 |
-0~003 |
97,064 |
93,071 |
+39,111 |
Mar12 |
110824 |
110~016 |
110~019 |
110~016 |
110~016 |
-0~003 |
0 |
60 |
+0 |
Total Volume and Open Interest |
412,148 |
956,796 |
-8,905 |
Eurodollars(CME) |
Sep11 |
110824 |
99.592 |
99.632 |
99.588 |
99.625 |
+0.030 |
233,646 |
1,120,517 |
-7,002 |
Dec11 |
110824 |
99.375 |
99.460 |
99.375 |
99.445 |
+0.070 |
369,681 |
1,050,081 |
-114 |
Mar12 |
110824 |
99.395 |
99.475 |
99.395 |
99.465 |
+0.060 |
253,059 |
1,078,060 |
+10,523 |
Jun12 |
110824 |
99.435 |
99.500 |
99.435 |
99.490 |
+0.045 |
213,958 |
1,283,792 |
-4,490 |
Sep12 |
110824 |
99.455 |
99.495 |
99.455 |
99.485 |
+0.025 |
217,726 |
890,263 |
+14,526 |
Dec12 |
110824 |
99.445 |
99.470 |
99.440 |
99.455 |
+0.010 |
168,528 |
756,751 |
-11,913 |
Mar13 |
110824 |
99.425 |
99.450 |
99.410 |
99.425 |
-0.010 |
130,093 |
707,650 |
-15,237 |
Jun13 |
110824 |
99.365 |
99.385 |
99.320 |
99.345 |
-0.025 |
123,512 |
560,458 |
+4,979 |
Sep13 |
110824 |
99.250 |
99.270 |
99.180 |
99.215 |
-0.035 |
94,534 |
509,437 |
+7,433 |
Dec13 |
110824 |
99.075 |
99.095 |
98.980 |
99.025 |
-0.050 |
115,657 |
411,011 |
+3,396 |
Mar14 |
110824 |
98.895 |
98.920 |
98.770 |
98.825 |
-0.070 |
83,013 |
292,878 |
+1,171 |
Jun14 |
110824 |
98.690 |
98.715 |
98.530 |
98.595 |
-0.095 |
55,577 |
269,011 |
-2,869 |
Sep14 |
110824 |
98.475 |
98.510 |
98.300 |
98.375 |
-0.110 |
29,548 |
137,743 |
-3,436 |
Dec14 |
110824 |
98.260 |
98.300 |
98.070 |
98.145 |
-0.130 |
27,178 |
145,893 |
-726 |
Mar15 |
110824 |
98.075 |
98.100 |
97.860 |
97.930 |
-0.145 |
19,207 |
119,981 |
-1,104 |
Jun15 |
110824 |
6.130 |
6.155 |
5.900 |
5.975 |
-0.150 |
19,457 |
110,180 |
-1,868 |
Sep15 |
110824 |
5.935 |
5.960 |
5.710 |
5.775 |
-0.155 |
11,433 |
68,432 |
-870 |
Dec15 |
110824 |
5.725 |
5.775 |
5.515 |
5.585 |
-0.160 |
12,298 |
58,593 |
+214 |
Total Volume and Open Interest |
2,209,163 |
9,791,079 |
-2,341 |
30 Day Federal Funds(CBOT) |
Aug11 |
110824 |
99.900 |
99.905 |
99.900 |
99.902 |
unch |
3,243 |
85,679 |
-203 |
Sep11 |
110824 |
99.915 |
99.915 |
99.910 |
99.910 |
unch |
3,462 |
54,637 |
-433 |
Oct11 |
110824 |
99.915 |
99.920 |
99.910 |
99.915 |
+0.005 |
3,191 |
55,632 |
-257 |
Nov11 |
110824 |
99.915 |
99.920 |
99.915 |
99.915 |
unch |
2,147 |
53,039 |
-224 |
Dec11 |
110824 |
99.920 |
99.925 |
99.915 |
99.920 |
unch |
2,218 |
60,664 |
-677 |
Jan12 |
110824 |
99.915 |
99.925 |
99.910 |
99.920 |
+0.005 |
2,385 |
59,092 |
+351 |
Total Volume and Open Interest |
48,254 |
809,195 |
-7,383 |
30 Day Fed Funds(e-CBOT) |
3-Mth Euro-Yen(CME) |
Sep11 |
110824 |
99.683 |
99.683 |
99.683 |
99.683 |
unch |
0 |
66 |
+0 |
Dec11 |
110824 |
99.720 |
99.720 |
99.720 |
99.720 |
unch |
0 |
332 |
+0 |
Mar12 |
110824 |
99.728 |
99.728 |
99.728 |
99.728 |
unch |
0 |
340 |
+0 |
Jun12 |
110824 |
99.725 |
99.725 |
99.725 |
99.725 |
unch |
|
|
|
Sep12 |
110824 |
99.645 |
99.645 |
99.645 |
99.645 |
unch |
|
|
|
Dec12 |
110824 |
99.705 |
99.705 |
99.705 |
99.705 |
unch |
|
|
|
Mar13 |
110824 |
99.705 |
99.705 |
99.705 |
99.705 |
unch |
|
|
|
Jun13 |
110824 |
99.660 |
99.660 |
99.660 |
99.660 |
unch |
|
|
|
Sep13 |
110824 |
99.520 |
99.520 |
99.520 |
99.520 |
unch |
|
|
|
Dec13 |
110824 |
99.380 |
99.380 |
99.380 |
99.380 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
738 |
+0 |
3-Mth Euro-Yen(SGX) |
Sep11 |
110824 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
0 |
1,229 |
+0 |
Dec11 |
110824 |
99.72 |
99.72 |
99.72 |
99.72 |
unch |
0 |
2,002 |
+0 |
Mar12 |
110824 |
99.73 |
99.73 |
99.73 |
99.73 |
unch |
0 |
2,383 |
+0 |
Jun12 |
110824 |
99.72 |
99.72 |
99.72 |
99.72 |
unch |
0 |
1,376 |
+0 |
Sep12 |
110824 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
0 |
411 |
+0 |
Dec12 |
110824 |
99.71 |
99.71 |
99.71 |
99.71 |
unch |
0 |
49 |
+0 |
Mar13 |
110824 |
99.71 |
99.71 |
99.71 |
99.71 |
unch |
0 |
1 |
+0 |
Jun13 |
110824 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
7,453 |
+0 |
Japanese Gov't Bonds(SGX) |
Sep11 |
110824 |
142.49 |
142.73 |
142.34 |
142.53 |
+0.03 |
1,816 |
24,719 |
-357 |
Dec11 |
110824 |
142.16 |
142.50 |
142.16 |
142.21 |
+0.01 |
73 |
85 |
+63 |
Mar12 |
110824 |
140.12 |
140.12 |
140.12 |
140.12 |
+0.01 |
|
|
|
Total Volume and Open Interest |
1,889 |
24,804 |
-294 |
Euro-Bund(EUREX) |
Sep11 |
110824 |
135.16 |
135.33 |
134.25 |
134.54 |
-0.74 |
746,450 |
951,313 |
-6,074 |
Dec11 |
110824 |
133.68 |
133.68 |
132.74 |
133.01 |
-0.75 |
8,576 |
19,788 |
+1,430 |
Mar12 |
110824 |
133.54 |
133.54 |
133.54 |
133.54 |
-0.74 |
0 |
1 |
+0 |
Total Volume and Open Interest |
755,026 |
971,102 |
-4,644 |
Euro-Bobl(EUREX) |
Sep11 |
110824 |
122.18 |
122.29 |
121.63 |
121.82 |
-0.42 |
367,285 |
721,939 |
+7,164 |
Dec11 |
110824 |
121.24 |
121.24 |
120.74 |
120.83 |
-0.40 |
3,548 |
6,687 |
+1,914 |
Mar12 |
110824 |
120.82 |
120.82 |
120.82 |
120.82 |
-0.42 |
|
|
|
Total Volume and Open Interest |
370,833 |
728,626 |
+9,078 |
3-Mth Euribor(EUREX) |
Sep11 |
110824 |
98.495 |
98.495 |
98.490 |
98.490 |
-0.020 |
108 |
1,963 |
-15 |
Dec11 |
110824 |
98.680 |
98.690 |
98.665 |
98.665 |
-0.040 |
67 |
1,519 |
+41 |
Mar12 |
110824 |
98.835 |
98.840 |
98.790 |
98.800 |
-0.045 |
1 |
2,511 |
-1 |
Total Volume and Open Interest |
627 |
10,000 |
+24 |
Long Gilt(LIFFE) |
Sep11 |
110824 |
129~08 |
129~17 |
128~15 |
128~20 |
-0~27 |
134,903 |
358,643 |
+6,266 |
Dec11 |
110824 |
128~02 |
128~07 |
127~06 |
127~11 |
-0~26 |
19,845 |
16,326 |
+13,267 |
Total Volume and Open Interest |
154,748 |
374,969 |
+19,533 |
3-Mth Short Sterling(LIFFE) |
Sep11 |
110824 |
99.04 |
99.07 |
99.03 |
99.07 |
+0.02 |
43,761 |
365,730 |
+1,641 |
Dec11 |
110824 |
98.93 |
98.98 |
98.91 |
98.97 |
+0.03 |
63,868 |
443,963 |
-3,242 |
Mar12 |
110824 |
98.98 |
99.02 |
98.94 |
99.00 |
+0.01 |
45,879 |
347,918 |
-1,468 |
Jun12 |
110824 |
99.02 |
99.04 |
98.98 |
99.03 |
unch |
38,955 |
239,309 |
+1,062 |
Sep12 |
110824 |
99.03 |
99.05 |
98.99 |
99.03 |
-0.02 |
42,806 |
280,261 |
-4,284 |
Dec12 |
110824 |
98.99 |
99.00 |
98.94 |
98.98 |
-0.03 |
43,367 |
242,365 |
-5,223 |
Total Volume and Open Interest |
355,423 |
2,381,905 |
-3,823 |
3-Mth Euribor(LIFFE) |
Sep11 |
110824 |
98.495 |
98.500 |
98.480 |
98.490 |
-0.020 |
124,473 |
659,253 |
+7,709 |
Dec11 |
110824 |
98.705 |
98.710 |
98.655 |
98.665 |
-0.040 |
162,570 |
598,045 |
-5,037 |
Mar12 |
110824 |
98.845 |
98.850 |
98.780 |
98.800 |
-0.045 |
98,746 |
466,978 |
-4,721 |
Total Volume and Open Interest |
803,942 |
3,466,789 |
+1,478 |
3-Mth Aus T-Bills(SFE) |
Sep11 |
110824 |
95.33 |
95.37 |
95.28 |
95.34 |
unch |
17,692 |
158,153 |
-8,990 |
Dec11 |
110824 |
95.94 |
95.99 |
95.83 |
95.99 |
+0.04 |
25,235 |
235,209 |
+2,077 |
Mar12 |
110824 |
96.22 |
96.29 |
96.12 |
96.29 |
+0.04 |
13,712 |
154,163 |
+251 |
Jun12 |
110824 |
96.23 |
96.28 |
96.11 |
96.28 |
+0.03 |
9,708 |
89,305 |
-193 |
Sep12 |
110824 |
96.07 |
96.13 |
95.95 |
96.12 |
+0.03 |
4,239 |
61,977 |
+407 |
Dec12 |
110824 |
95.84 |
95.94 |
95.84 |
95.93 |
+0.03 |
1,211 |
38,029 |
+107 |
Mar13 |
110824 |
95.73 |
95.79 |
95.72 |
95.76 |
+0.03 |
1,975 |
38,287 |
-262 |
Jun13 |
110824 |
95.59 |
95.65 |
95.59 |
95.63 |
+0.04 |
658 |
18,665 |
+189 |
Sep13 |
110824 |
95.44 |
95.56 |
95.43 |
95.54 |
+0.06 |
152 |
3,393 |
+50 |
Dec13 |
110824 |
95.45 |
95.47 |
95.44 |
95.44 |
+0.06 |
96 |
1,734 |
+35 |
Total Volume and Open Interest |
74,678 |
799,061 |
-6,329 |
10-Year Aus T-Bonds(SFE) |
Sep11 |
110824 |
95.59 |
95.67 |
95.56 |
95.64 |
+0.03 |
48,674 |
398,864 |
+3,245 |
Dec11 |
110824 |
95.64 |
95.64 |
95.64 |
95.64 |
+0.03 |
|
|
|
Total Volume and Open Interest |
48,674 |
398,864 |
+3,245 |
3-Year Aus T-Bonds(SFE) |
Sep11 |
110824 |
96.22 |
96.30 |
96.14 |
96.30 |
+0.06 |
126,702 |
656,503 |
+10,938 |
Dec11 |
110824 |
96.30 |
96.30 |
96.30 |
96.30 |
+0.06 |
|
|
|
Total Volume and Open Interest |
126,702 |
656,503 |
+10,938 |
Gold(CMX) |
Aug11 |
110824 |
1833.0 |
1851.3 |
1753.1 |
1754.1 |
-104.2 |
458 |
759 |
-136 |
Oct11 |
110824 |
1830.4 |
1854.8 |
1749.6 |
1755.0 |
-104.2 |
19,348 |
32,812 |
+2,047 |
Dec11 |
110824 |
1831.5 |
1856.8 |
1751.6 |
1757.3 |
-104.0 |
366,699 |
364,026 |
-5,434 |
Feb12 |
110824 |
1834.6 |
1857.7 |
1755.9 |
1758.9 |
-104.2 |
4,613 |
29,841 |
-585 |
Apr12 |
110824 |
1843.2 |
1858.6 |
1757.3 |
1760.7 |
-104.3 |
330 |
7,483 |
+2 |
Jun12 |
110824 |
1848.5 |
1862.4 |
1762.6 |
1762.6 |
-104.4 |
443 |
16,459 |
+220 |
Aug12 |
110824 |
1791.8 |
1791.8 |
1764.4 |
1764.4 |
-104.4 |
436 |
6,240 |
+12 |
Oct12 |
110824 |
1766.4 |
1767.0 |
1766.4 |
1766.4 |
-104.4 |
21 |
4,189 |
+5 |
Dec12 |
110824 |
1850.5 |
1868.3 |
1768.6 |
1768.6 |
-104.4 |
1,823 |
13,669 |
+101 |
Feb13 |
110824 |
1861.6 |
1861.6 |
1770.7 |
1770.7 |
-104.4 |
74 |
3,110 |
-10 |
Apr13 |
110824 |
1860.3 |
1860.5 |
1772.9 |
1772.9 |
-104.6 |
6 |
338 |
+0 |
Jun13 |
110824 |
1861.7 |
1861.7 |
1775.3 |
1775.3 |
-104.9 |
107 |
11,890 |
+38 |
Total Volume and Open Interest |
398,994 |
528,520 |
-3,204 |
Silver(CMX) |
Sep11 |
110824 |
4195.0 |
4248.5 |
3909.0 |
3916.2 |
-312.9 |
95,280 |
32,396 |
-968 |
Dec11 |
110824 |
4195.5 |
4251.0 |
3913.5 |
3920.1 |
-312.9 |
36,915 |
57,858 |
+2,145 |
Mar12 |
110824 |
4218.5 |
4235.0 |
3920.0 |
3921.3 |
-313.2 |
1,175 |
7,300 |
+23 |
May12 |
110824 |
4194.5 |
4194.5 |
3914.0 |
3920.5 |
-313.0 |
37 |
2,321 |
+21 |
Jul12 |
110824 |
4175.0 |
4175.0 |
3919.2 |
3919.2 |
-312.9 |
39 |
1,988 |
+3 |
Sep12 |
110824 |
4212.0 |
4217.5 |
3916.8 |
3916.8 |
-312.5 |
67 |
329 |
-2 |
Dec12 |
110824 |
4177.5 |
4177.5 |
3911.1 |
3911.1 |
-312.1 |
181 |
8,579 |
+116 |
Total Volume and Open Interest |
134,077 |
122,543 |
+1,454 |
Platinum(NYMEX) |
Oct11 |
110824 |
1865.9 |
1884.7 |
1805.2 |
1826.3 |
-53.8 |
9,482 |
37,328 |
+548 |
Jan12 |
110824 |
1868.0 |
1887.3 |
1809.5 |
1828.9 |
-54.8 |
359 |
2,758 |
+126 |
Apr12 |
110824 |
1874.0 |
1874.0 |
1816.6 |
1832.8 |
-54.8 |
64 |
577 |
+54 |
Jul12 |
110824 |
1836.2 |
1836.2 |
1836.2 |
1836.2 |
-54.8 |
0 |
23 |
+0 |
Total Volume and Open Interest |
9,905 |
40,688 |
+728 |
Palladium(NYMEX) |
Sep11 |
110824 |
762.95 |
765.25 |
742.00 |
743.15 |
-21.25 |
3,842 |
8,942 |
-1,662 |
Dec11 |
110824 |
764.90 |
766.90 |
744.00 |
745.10 |
-21.20 |
2,101 |
11,737 |
+1,795 |
Mar12 |
110824 |
110.94 |
110.94 |
90.99 |
90.99 |
-21.00 |
0 |
92 |
+0 |
Total Volume and Open Interest |
5,943 |
20,775 |
+133 |
Copper(CMX) |
Sep11 |
110824 |
400.55 |
403.10 |
396.55 |
399.80 |
+0.20 |
36,416 |
28,135 |
-2,954 |
Dec11 |
110824 |
402.50 |
404.90 |
398.40 |
401.65 |
+0.20 |
10,639 |
67,697 |
+386 |
Mar12 |
110824 |
403.75 |
406.40 |
402.20 |
403.30 |
+0.15 |
705 |
18,376 |
+252 |
May12 |
110824 |
402.90 |
406.70 |
402.90 |
404.00 |
+0.10 |
40 |
3,690 |
+20 |
Jul12 |
110824 |
403.35 |
404.35 |
403.35 |
404.35 |
+0.10 |
0 |
1,093 |
+0 |
Total Volume and Open Interest |
48,312 |
126,380 |
-2,196 |
DJIA Index(CBOT) |
Sep11 |
110824 |
11092 |
11300 |
11015 |
11268 |
+127 |
424 |
13,570 |
-29 |
Dec11 |
110824 |
11040 |
11196 |
11040 |
11196 |
+127 |
120 |
204 |
+98 |
Mar12 |
110824 |
11127 |
11127 |
11000 |
11127 |
+127 |
|
|
|
Jun12 |
110824 |
11057 |
11057 |
10930 |
11057 |
+127 |
|
|
|
Total Volume and Open Interest |
544 |
13,774 |
+69 |
E-mini DJIA Index(CBOT) |
Sep11 |
110824 |
11142 |
11308 |
10998 |
11268 |
+127 |
144,469 |
75,433 |
-271 |
Dec11 |
110824 |
11080 |
11232 |
10960 |
11196 |
+127 |
312 |
1,437 |
+108 |
Mar12 |
110824 |
11127 |
11127 |
11127 |
11127 |
+127 |
0 |
13 |
+0 |
Jun12 |
110824 |
11057 |
11057 |
11057 |
11057 |
+127 |
|
|
|
Total Volume and Open Interest |
144,781 |
76,883 |
-163 |
S & P 500(CME) |
Sep11 |
110824 |
1155.00 |
1176.70 |
1142.70 |
1172.00 |
+13.40 |
24,776 |
349,639 |
+5,444 |
Dec11 |
110824 |
1151.00 |
1170.70 |
1149.00 |
1166.20 |
+13.30 |
1,052 |
23,977 |
+241 |
Mar12 |
110824 |
1160.70 |
1164.70 |
1142.90 |
1160.70 |
+13.20 |
0 |
652 |
-26 |
Jun12 |
110824 |
1155.20 |
1159.20 |
1137.40 |
1155.20 |
+13.20 |
0 |
27 |
+0 |
Total Volume and Open Interest |
25,828 |
374,395 |
+5,659 |
S & P 500 E-Mini(Globex) |
Sep11 |
110824 |
1159.00 |
1176.75 |
1142.50 |
1172.00 |
+13.50 |
3,338,118 |
3,371,817 |
-24,251 |
Dec11 |
110824 |
1153.50 |
1170.75 |
1137.25 |
1166.25 |
+13.25 |
15,933 |
65,849 |
+2,161 |
Total Volume and Open Interest |
3,354,852 |
3,438,382 |
-22,267 |
NASDAQ 100(CME) |
Sep11 |
110824 |
2124.80 |
2147.00 |
2096.80 |
2139.00 |
+15.00 |
1,873 |
24,772 |
+1,152 |
Dec11 |
110824 |
2133.80 |
2140.00 |
2105.00 |
2133.80 |
+14.80 |
0 |
67 |
+0 |
Mar12 |
110824 |
2129.50 |
2129.50 |
2115.80 |
2129.50 |
+13.70 |
|
|
|
Total Volume and Open Interest |
1,873 |
24,839 |
+1,152 |
NASDAQ 100 E-Mini(Globex) |
Sep11 |
110824 |
2124.00 |
2147.50 |
2096.30 |
2139.00 |
+15.00 |
273,713 |
354,190 |
+5,553 |
Dec11 |
110824 |
2121.50 |
2141.00 |
2092.30 |
2133.80 |
+14.80 |
1,359 |
6,189 |
+125 |
Total Volume and Open Interest |
275,082 |
360,396 |
+5,684 |
S & P Midcap 400(CME) |
Sep11 |
110824 |
820.25 |
832.00 |
812.00 |
829.40 |
+10.70 |
0 |
4,626 |
+0 |
Dec11 |
110824 |
824.30 |
824.30 |
824.30 |
824.30 |
+10.70 |
|
|
|
Mar12 |
110824 |
822.60 |
822.60 |
822.60 |
822.60 |
+10.70 |
|
|
|
Total Volume and Open Interest |
0 |
4,626 |
+0 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Sep11 |
110824 |
8860 |
8860 |
8625 |
8775 |
-65 |
10,693 |
30,249 |
-534 |
Dec11 |
110824 |
8750 |
8810 |
8600 |
8745 |
-65 |
7 |
260 |
-1 |
Total Volume and Open Interest |
10,700 |
30,509 |
-535 |
Nikkei 225(SGX) |
Sep11 |
110824 |
8745 |
8830 |
8615 |
8660 |
-80 |
136,651 |
223,299 |
-5,835 |
Dec11 |
110824 |
8710 |
8760 |
8570 |
8600 |
-80 |
546 |
10,138 |
+165 |
Mar12 |
110824 |
8590 |
8590 |
8590 |
8590 |
-80 |
0 |
11 |
+0 |
Total Volume and Open Interest |
137,331 |
240,193 |
-5,655 |
CAC 40(EURONEXT) |
Sep11 |
110824 |
3099.0 |
3163.0 |
3069.0 |
3129.5 |
+48.5 |
96,137 |
298,186 |
-9,013 |
Oct11 |
110824 |
3100.0 |
3152.0 |
3068.0 |
3126.5 |
+49.0 |
126 |
583 |
+124 |
Nov11 |
110824 |
3123.5 |
3123.5 |
3123.5 |
3123.5 |
+47.5 |
1 |
1 |
+1 |
Total Volume and Open Interest |
96,264 |
298,830 |
-8,889 |
Hang Seng Index(HKFE) |
Aug11 |
110824 |
19935 |
19940 |
19402 |
19415 |
-437 |
101,324 |
100,786 |
-3,355 |
Sep11 |
110824 |
19860 |
19860 |
19304 |
19313 |
-442 |
4,060 |
16,286 |
+1,241 |
Total Volume and Open Interest |
105,805 |
121,645 |
-1,948 |
DAX(EUREX) |
Sep11 |
110824 |
5576.0 |
5747.0 |
5515.5 |
5672.5 |
+148.5 |
170,652 |
188,390 |
+2,486 |
Dec11 |
110824 |
5581.0 |
5759.0 |
5543.5 |
5690.0 |
+149.5 |
893 |
12,385 |
+276 |
Mar12 |
110824 |
5606.5 |
5765.5 |
5562.0 |
5711.0 |
+150.5 |
140 |
1,517 |
+67 |
Total Volume and Open Interest |
171,685 |
202,292 |
+2,829 |
FT-SE 100(EURONEXT) |
Sep11 |
110824 |
5195.00 |
5248.50 |
5093.00 |
5197.00 |
+73.00 |
124,145 |
608,628 |
-10,789 |
Dec11 |
110824 |
5129.00 |
5211.00 |
5086.00 |
5172.00 |
+73.00 |
9,016 |
12,215 |
+5,634 |
Mar12 |
110824 |
5079.50 |
5135.50 |
5079.50 |
5135.50 |
+73.00 |
100 |
308 |
+100 |
Total Volume and Open Interest |
133,261 |
621,533 |
-5,055 |
SPI 200(SFE) |
Sep11 |
110824 |
4177.0 |
4232.0 |
4128.0 |
4168.0 |
-2.0 |
50,440 |
234,498 |
+3,690 |
Dec11 |
110824 |
4200.0 |
4237.0 |
4150.0 |
4175.0 |
unch |
95 |
5,486 |
-119 |
Mar12 |
110824 |
4160.0 |
4195.0 |
4152.0 |
4152.0 |
-3.0 |
41 |
1,967 |
+30 |
Total Volume and Open Interest |
50,654 |
243,377 |
+3,670 |
GSCI(CME) |
Sep11 |
110824 |
655.00 |
656.50 |
650.00 |
650.00 |
-2.00 |
51 |
8,847 |
-24 |
Oct11 |
110824 |
654.70 |
656.00 |
650.00 |
650.00 |
-1.75 |
2 |
0 |
+0 |
Nov11 |
110824 |
651.50 |
657.00 |
651.50 |
651.50 |
-1.50 |
|
|
|
Total Volume and Open Interest |
53 |
8,847 |
-24 |
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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