|
MRCI's End of Day Prices |
Daily Futures Price Listing Thu August 25, 2011 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Sep11 |
110825 |
1384.75 |
1391.25 |
1377.75 |
1386.00 |
-0.50 |
19,556 |
26,502 |
-4,015 |
Nov11 |
110825 |
1392.00 |
1397.75 |
1384.00 |
1392.75 |
-0.75 |
107,996 |
312,809 |
+5,186 |
Jan12 |
110825 |
1402.50 |
1408.00 |
1395.00 |
1403.25 |
-0.50 |
27,088 |
65,498 |
+2,057 |
Mar12 |
110825 |
1404.00 |
1411.00 |
1398.50 |
1406.00 |
+0.25 |
9,303 |
39,120 |
+1,499 |
May12 |
110825 |
1400.25 |
1409.00 |
1395.50 |
1404.25 |
+1.00 |
5,605 |
40,608 |
+679 |
Jul12 |
110825 |
1403.50 |
1411.75 |
1399.00 |
1406.50 |
+1.50 |
5,190 |
23,223 |
+264 |
Aug12 |
110825 |
1390.00 |
1390.00 |
1388.00 |
1390.00 |
+2.00 |
45 |
287 |
+27 |
Sep12 |
110825 |
1363.50 |
1363.50 |
1360.50 |
1363.50 |
+3.00 |
27 |
237 |
+13 |
Nov12 |
110825 |
1331.75 |
1342.00 |
1327.75 |
1339.75 |
+5.75 |
2,342 |
22,669 |
+902 |
Jan13 |
110825 |
1333.75 |
1343.25 |
1333.75 |
1343.25 |
+5.50 |
4 |
5,131 |
+1 |
Mar13 |
110825 |
1345.50 |
1345.50 |
1339.50 |
1345.50 |
+6.00 |
1 |
108 |
+0 |
May13 |
110825 |
1343.75 |
1343.75 |
1338.75 |
1343.75 |
+5.00 |
0 |
20 |
+0 |
Jul13 |
110825 |
1346.75 |
1346.75 |
1342.50 |
1346.75 |
+4.25 |
0 |
157 |
+0 |
Aug13 |
110825 |
1336.75 |
1336.75 |
1331.75 |
1336.75 |
+5.00 |
|
|
|
Total Volume and Open Interest |
177,178 |
537,441 |
+6,623 |
Soybean Meal(CBOT) |
Sep11 |
110825 |
367.00 |
369.30 |
364.80 |
368.00 |
+1.00 |
15,179 |
20,907 |
-1,663 |
Oct11 |
110825 |
369.50 |
371.40 |
367.00 |
370.50 |
+1.00 |
8,058 |
24,582 |
+530 |
Dec11 |
110825 |
374.20 |
376.30 |
371.70 |
375.20 |
+1.00 |
38,332 |
101,765 |
+3,766 |
Jan12 |
110825 |
376.00 |
378.10 |
374.00 |
377.00 |
+1.00 |
1,540 |
10,753 |
-30 |
Mar12 |
110825 |
377.60 |
379.40 |
375.50 |
378.40 |
+0.80 |
1,627 |
6,939 |
-231 |
May12 |
110825 |
376.70 |
379.10 |
375.30 |
378.00 |
+1.30 |
2,858 |
10,824 |
-9 |
Jul12 |
110825 |
376.30 |
379.20 |
374.90 |
377.90 |
+1.60 |
1,389 |
4,347 |
-622 |
Aug12 |
110825 |
371.80 |
374.70 |
371.80 |
373.40 |
+1.60 |
127 |
678 |
+41 |
Sep12 |
110825 |
367.00 |
367.00 |
364.00 |
365.40 |
+1.60 |
178 |
864 |
+42 |
Oct12 |
110825 |
352.90 |
352.90 |
351.30 |
352.90 |
+1.60 |
77 |
971 |
+46 |
Total Volume and Open Interest |
69,729 |
185,610 |
+1,974 |
Soybean Oil(CBOT) |
Sep11 |
110825 |
55.78 |
55.85 |
55.25 |
55.60 |
-0.18 |
16,175 |
28,549 |
-3,365 |
Oct11 |
110825 |
55.95 |
56.00 |
55.47 |
55.79 |
-0.16 |
7,157 |
34,743 |
+1,680 |
Dec11 |
110825 |
56.30 |
56.40 |
55.77 |
56.13 |
-0.20 |
46,149 |
137,955 |
+2,177 |
Jan12 |
110825 |
56.57 |
56.61 |
56.08 |
56.37 |
-0.20 |
2,778 |
29,466 |
+237 |
Mar12 |
110825 |
56.76 |
56.83 |
56.29 |
56.59 |
-0.17 |
1,198 |
21,347 |
+29 |
May12 |
110825 |
56.80 |
56.90 |
56.31 |
56.69 |
-0.17 |
1,603 |
13,710 |
+191 |
Jul12 |
110825 |
56.95 |
57.05 |
56.54 |
56.83 |
-0.17 |
1,318 |
7,898 |
+145 |
Aug12 |
110825 |
56.60 |
57.02 |
56.60 |
56.83 |
-0.17 |
28 |
524 |
-2 |
Sep12 |
110825 |
56.78 |
56.95 |
56.78 |
56.78 |
-0.17 |
2 |
417 |
+0 |
Oct12 |
110825 |
56.65 |
56.80 |
56.65 |
56.65 |
-0.15 |
0 |
391 |
+0 |
Total Volume and Open Interest |
76,674 |
278,041 |
+1,177 |
Canola(WCE) |
Nov11 |
110825 |
561.8 |
564.9 |
559.3 |
561.9 |
-0.2 |
12,237 |
105,208 |
-147 |
Jan12 |
110825 |
570.4 |
573.3 |
567.6 |
570.5 |
-0.3 |
2,849 |
33,573 |
+567 |
Mar12 |
110825 |
578.0 |
581.6 |
575.8 |
578.7 |
-0.2 |
2,064 |
14,309 |
+1,036 |
May12 |
110825 |
584.5 |
587.8 |
582.7 |
585.1 |
-0.6 |
1,117 |
8,775 |
+163 |
Jul12 |
110825 |
588.9 |
592.2 |
587.4 |
590.1 |
-0.8 |
400 |
4,091 |
+84 |
Total Volume and Open Interest |
18,779 |
168,437 |
+1,731 |
Corn(CBOT) |
Sep11 |
110825 |
730.50 |
736.00 |
723.50 |
732.25 |
+0.50 |
58,960 |
131,568 |
-7,913 |
Dec11 |
110825 |
741.00 |
747.00 |
734.25 |
743.50 |
+0.50 |
144,125 |
694,714 |
-462 |
Mar12 |
110825 |
752.00 |
758.25 |
745.25 |
755.00 |
+1.00 |
22,680 |
184,513 |
+3,520 |
May12 |
110825 |
755.75 |
761.00 |
748.75 |
758.75 |
+1.50 |
4,614 |
40,287 |
+488 |
Jul12 |
110825 |
757.50 |
763.00 |
751.00 |
760.50 |
+1.75 |
11,814 |
80,338 |
+2,868 |
Sep12 |
110825 |
699.75 |
700.00 |
693.25 |
699.00 |
-1.75 |
1,053 |
15,069 |
+172 |
Dec12 |
110825 |
654.00 |
656.50 |
647.75 |
655.00 |
+0.25 |
5,942 |
88,381 |
+824 |
Mar13 |
110825 |
656.00 |
663.00 |
656.00 |
662.75 |
+0.50 |
126 |
17,873 |
+44 |
May13 |
110825 |
666.75 |
666.75 |
666.75 |
666.75 |
unch |
5 |
511 |
+2 |
Jul13 |
110825 |
667.50 |
670.75 |
667.00 |
670.25 |
-0.50 |
29 |
874 |
-9 |
Total Volume and Open Interest |
249,476 |
1,264,739 |
-485 |
Wheat(CBOT) |
Sep11 |
110825 |
747.25 |
764.00 |
735.00 |
757.25 |
+8.00 |
16,589 |
42,802 |
-4,407 |
Dec11 |
110825 |
775.00 |
793.00 |
762.00 |
787.75 |
+10.50 |
50,432 |
215,843 |
+438 |
Mar12 |
110825 |
803.25 |
821.75 |
791.25 |
817.50 |
+11.50 |
8,517 |
72,516 |
+177 |
May12 |
110825 |
812.25 |
833.00 |
807.50 |
827.50 |
+10.00 |
1,180 |
14,268 |
-132 |
Jul12 |
110825 |
815.00 |
833.75 |
808.25 |
828.25 |
+7.25 |
3,557 |
52,875 |
-823 |
Sep12 |
110825 |
829.00 |
844.50 |
827.25 |
839.25 |
+6.00 |
183 |
2,691 |
+4 |
Total Volume and Open Interest |
82,013 |
427,269 |
-4,329 |
Wheat(KCBT) |
Sep11 |
110825 |
833.75 |
853.00 |
823.00 |
847.75 |
+12.75 |
10,619 |
36,696 |
-218 |
Dec11 |
110825 |
856.75 |
877.50 |
847.00 |
872.50 |
+13.50 |
11,714 |
81,116 |
+2,774 |
Mar12 |
110825 |
867.00 |
889.25 |
858.25 |
884.00 |
+13.25 |
1,530 |
29,564 |
-300 |
May12 |
110825 |
865.00 |
890.25 |
861.50 |
885.25 |
+11.50 |
486 |
4,517 |
+311 |
Jul12 |
110825 |
860.50 |
881.75 |
854.50 |
878.00 |
+12.00 |
1,227 |
19,265 |
+85 |
Sep12 |
110825 |
870.00 |
888.75 |
868.50 |
886.00 |
+11.00 |
46 |
1,396 |
-18 |
Total Volume and Open Interest |
25,658 |
174,365 |
+2,641 |
Wheat(MGE) |
Sep11 |
110825 |
920.00 |
941.25 |
910.50 |
934.75 |
+8.75 |
1,850 |
6,400 |
-766 |
Dec11 |
110825 |
910.00 |
929.25 |
896.25 |
920.00 |
+7.50 |
4,524 |
21,873 |
+714 |
Mar12 |
110825 |
914.25 |
931.50 |
901.25 |
922.25 |
+5.00 |
1,289 |
7,247 |
-1 |
May12 |
110825 |
911.25 |
934.00 |
906.25 |
925.00 |
+5.75 |
869 |
3,448 |
+42 |
Jul12 |
110825 |
916.00 |
934.25 |
907.75 |
926.00 |
+6.00 |
762 |
4,541 |
+134 |
Total Volume and Open Interest |
9,433 |
47,049 |
+150 |
Oats(CBOT) |
Sep11 |
110825 |
362.00 |
368.00 |
358.00 |
368.00 |
+7.75 |
235 |
1,729 |
-72 |
Dec11 |
110825 |
370.00 |
378.50 |
365.50 |
378.00 |
+9.75 |
918 |
11,052 |
+151 |
Mar12 |
110825 |
382.00 |
388.00 |
378.75 |
388.00 |
+9.25 |
29 |
1,177 |
+18 |
May12 |
110825 |
395.00 |
395.00 |
385.75 |
395.00 |
+9.25 |
0 |
35 |
+0 |
Total Volume and Open Interest |
1,183 |
14,026 |
+98 |
Rough Rice(CBOT) |
Sep11 |
110825 |
16.81 |
16.85 |
16.48 |
16.75 |
-0.10 |
815 |
4,944 |
-304 |
Nov11 |
110825 |
17.14 |
17.17 |
16.80 |
17.07 |
-0.10 |
964 |
11,170 |
+459 |
Jan12 |
110825 |
17.45 |
17.49 |
17.23 |
17.38 |
-0.11 |
75 |
1,663 |
+4 |
Mar12 |
110825 |
17.70 |
17.76 |
17.59 |
17.62 |
-0.14 |
36 |
894 |
+25 |
Total Volume and Open Interest |
1,890 |
18,834 |
+184 |
Live Cattle(CME) |
Aug11 |
110825 |
113.480 |
114.000 |
113.000 |
113.850 |
+0.600 |
1,794 |
2,493 |
-1,023 |
Oct11 |
110825 |
113.900 |
114.480 |
113.450 |
114.100 |
+0.170 |
25,933 |
126,701 |
-495 |
Dec11 |
110825 |
116.050 |
116.830 |
115.635 |
116.450 |
+0.300 |
12,438 |
90,550 |
+665 |
Feb12 |
110825 |
119.350 |
120.050 |
118.700 |
119.600 |
+0.200 |
5,612 |
44,864 |
+804 |
Apr12 |
110825 |
123.200 |
123.800 |
122.580 |
123.680 |
+0.280 |
2,761 |
28,027 |
+571 |
Jun12 |
110825 |
121.500 |
122.400 |
120.930 |
122.350 |
+0.565 |
615 |
11,060 |
+103 |
Total Volume and Open Interest |
49,308 |
306,088 |
+672 |
Feeder Cattle(CME) |
Aug11 |
110825 |
133.535 |
133.785 |
133.535 |
133.685 |
+0.185 |
1,415 |
2,591 |
-422 |
Sep11 |
110825 |
131.325 |
132.050 |
130.285 |
131.630 |
+0.080 |
1,834 |
7,139 |
-136 |
Oct11 |
110825 |
132.100 |
132.325 |
130.935 |
132.200 |
+0.165 |
3,214 |
13,163 |
-119 |
Nov11 |
110825 |
133.050 |
133.400 |
132.000 |
132.900 |
-0.450 |
1,608 |
6,087 |
+426 |
Jan12 |
110825 |
134.200 |
134.700 |
133.200 |
134.130 |
-0.195 |
307 |
3,523 |
+78 |
Mar12 |
110825 |
134.685 |
134.800 |
133.600 |
134.735 |
+0.200 |
149 |
1,022 |
+25 |
Apr12 |
110825 |
135.000 |
135.800 |
134.400 |
135.000 |
unch |
7 |
270 |
-2 |
Total Volume and Open Interest |
8,545 |
34,012 |
-147 |
Lean Hogs(CME) |
Oct11 |
110825 |
87.180 |
87.900 |
86.850 |
87.230 |
+0.180 |
15,322 |
88,597 |
+993 |
Dec11 |
110825 |
83.500 |
84.580 |
83.285 |
84.450 |
+1.000 |
9,219 |
79,638 |
+174 |
Feb12 |
110825 |
86.700 |
87.600 |
86.200 |
87.400 |
+0.950 |
2,433 |
39,951 |
+649 |
Apr12 |
110825 |
88.850 |
89.930 |
88.430 |
89.830 |
+0.945 |
1,124 |
24,867 |
+213 |
May12 |
110825 |
94.000 |
94.600 |
93.885 |
94.300 |
+0.300 |
6 |
985 |
+1 |
Jun12 |
110825 |
95.500 |
96.535 |
95.330 |
96.430 |
+0.750 |
246 |
12,345 |
+33 |
Jul12 |
110825 |
94.150 |
95.180 |
94.000 |
95.000 |
+0.800 |
104 |
3,723 |
-7 |
Aug12 |
110825 |
92.930 |
93.900 |
92.650 |
93.750 |
+0.650 |
139 |
2,372 |
+13 |
Total Volume and Open Interest |
28,711 |
253,454 |
+2,100 |
Class III Milk(CME) |
Aug11 |
110825 |
21.48 |
21.54 |
21.48 |
21.52 |
unch |
36 |
6,543 |
-21 |
Sep11 |
110825 |
17.86 |
18.53 |
17.80 |
18.53 |
+0.75 |
613 |
6,303 |
+88 |
Oct11 |
110825 |
17.50 |
18.18 |
17.44 |
18.18 |
+0.75 |
383 |
5,119 |
+115 |
Nov11 |
110825 |
17.55 |
18.23 |
17.48 |
18.23 |
+0.75 |
244 |
4,526 |
+32 |
Dec11 |
110825 |
17.55 |
17.98 |
17.50 |
17.94 |
+0.39 |
98 |
3,939 |
+11 |
Total Volume and Open Interest |
1,658 |
37,159 |
+382 |
Cocoa(ICE) |
Sep11 |
110825 |
3040 |
3040 |
3008 |
3008 |
-72 |
15 |
45 |
-5 |
Dec11 |
110825 |
3080 |
3094 |
3007 |
3027 |
-61 |
11,197 |
67,718 |
+56 |
Mar12 |
110825 |
3120 |
3120 |
3041 |
3061 |
-59 |
1,842 |
49,133 |
-135 |
May12 |
110825 |
3124 |
3124 |
3055 |
3067 |
-58 |
280 |
15,861 |
+79 |
Jul12 |
110825 |
3094 |
3100 |
3067 |
3077 |
-58 |
7 |
6,772 |
-2 |
Sep12 |
110825 |
3089 |
3089 |
3089 |
3089 |
-57 |
70 |
9,560 |
+14 |
Dec12 |
110825 |
3100 |
3104 |
3082 |
3096 |
-59 |
39 |
5,655 |
+33 |
Total Volume and Open Interest |
13,450 |
159,272 |
+40 |
Coffee "C"(ICE) |
Sep11 |
110825 |
273.25 |
276.90 |
273.25 |
274.65 |
+2.15 |
215 |
633 |
-98 |
Dec11 |
110825 |
273.15 |
277.90 |
273.15 |
275.50 |
+1.75 |
12,810 |
69,431 |
+702 |
Mar12 |
110825 |
277.95 |
280.35 |
276.35 |
278.15 |
+1.70 |
2,860 |
17,476 |
-606 |
May12 |
110825 |
278.45 |
280.30 |
276.70 |
278.35 |
+1.75 |
608 |
8,313 |
+45 |
Jul12 |
110825 |
277.25 |
278.75 |
275.45 |
276.85 |
+1.70 |
271 |
2,597 |
-113 |
Sep12 |
110825 |
275.45 |
276.30 |
273.45 |
275.20 |
+1.80 |
214 |
2,013 |
+41 |
Total Volume and Open Interest |
17,016 |
102,408 |
-4 |
Orange Juice(ICE) |
Sep11 |
110825 |
170.20 |
170.20 |
165.05 |
166.65 |
+1.40 |
797 |
2,701 |
-828 |
Nov11 |
110825 |
162.85 |
163.20 |
159.95 |
160.75 |
+0.50 |
1,232 |
16,696 |
+424 |
Jan12 |
110825 |
163.00 |
163.00 |
159.20 |
159.95 |
-0.10 |
68 |
3,351 |
+0 |
Mar12 |
110825 |
162.15 |
162.15 |
159.35 |
160.40 |
+0.15 |
50 |
1,438 |
+30 |
May12 |
110825 |
161.00 |
161.50 |
160.00 |
160.80 |
+0.15 |
7 |
409 |
+0 |
Jul12 |
110825 |
160.80 |
160.80 |
160.80 |
160.80 |
+0.15 |
0 |
153 |
+0 |
Total Volume and Open Interest |
2,154 |
24,759 |
-374 |
Sugar #11(ICE) |
Oct11 |
110825 |
30.00 |
30.07 |
28.92 |
29.66 |
-0.52 |
61,361 |
253,796 |
+71 |
Mar12 |
110825 |
28.90 |
29.00 |
27.91 |
28.82 |
-0.35 |
30,656 |
157,817 |
-626 |
May12 |
110825 |
27.14 |
27.33 |
26.39 |
27.29 |
-0.11 |
9,058 |
44,058 |
-100 |
Jul12 |
110825 |
25.98 |
26.14 |
25.25 |
26.10 |
+0.07 |
5,315 |
64,830 |
+514 |
Oct12 |
110825 |
25.04 |
25.23 |
24.40 |
25.20 |
+0.11 |
2,200 |
30,607 |
+309 |
Total Volume and Open Interest |
111,724 |
595,903 |
+562 |
London Cocoa(LCE) |
Sep11 |
110825 |
1917 |
1928 |
1883 |
1891 |
-25 |
2,515 |
50,097 |
-517 |
Dec11 |
110825 |
1942 |
1947 |
1900 |
1910 |
-27 |
7,073 |
65,155 |
+106 |
Mar12 |
110825 |
1952 |
1960 |
1914 |
1924 |
-27 |
1,993 |
43,670 |
-216 |
May12 |
110825 |
1962 |
1963 |
1923 |
1933 |
-23 |
514 |
15,471 |
+207 |
Jul12 |
110825 |
1967 |
1970 |
1931 |
1941 |
-20 |
333 |
8,778 |
+120 |
Sep12 |
110825 |
1960 |
1960 |
1940 |
1949 |
-20 |
4 |
5,310 |
+0 |
Dec12 |
110825 |
1953 |
1953 |
1953 |
1953 |
-19 |
0 |
8,757 |
+0 |
Total Volume and Open Interest |
12,432 |
198,144 |
-300 |
London Sugar(LCE) |
Oct11 |
110825 |
780.00 |
785.10 |
761.00 |
771.20 |
-13.40 |
3,580 |
20,788 |
+169 |
Dec11 |
110825 |
738.60 |
740.40 |
716.20 |
731.40 |
-8.00 |
1,148 |
8,452 |
+126 |
Mar12 |
110825 |
724.20 |
726.40 |
702.70 |
718.80 |
-7.10 |
658 |
11,007 |
+100 |
May12 |
110825 |
700.00 |
703.00 |
685.20 |
699.60 |
-2.80 |
430 |
3,514 |
+126 |
Aug12 |
110825 |
669.10 |
677.60 |
666.10 |
677.60 |
-2.20 |
378 |
2,380 |
+170 |
Total Volume and Open Interest |
6,283 |
47,921 |
+732 |
Cotton(ICE) |
Oct11 |
110825 |
105.09 |
105.09 |
100.98 |
102.59 |
-2.03 |
32 |
434 |
-2 |
Dec11 |
110825 |
105.45 |
106.39 |
101.74 |
102.99 |
-2.00 |
11,452 |
94,211 |
+155 |
Mar12 |
110825 |
102.25 |
103.25 |
99.00 |
100.48 |
-1.49 |
2,496 |
32,808 |
+566 |
May12 |
110825 |
100.71 |
100.85 |
98.19 |
99.57 |
-1.05 |
352 |
6,509 |
-39 |
Jul12 |
110825 |
100.00 |
100.00 |
97.33 |
98.54 |
-0.98 |
511 |
8,549 |
+121 |
Oct12 |
110825 |
98.29 |
98.29 |
98.29 |
98.29 |
-0.45 |
0 |
3 |
+0 |
Total Volume and Open Interest |
14,849 |
146,598 |
+802 |
Lumber(CME) |
Sep11 |
110825 |
229.7 |
230.0 |
225.1 |
226.2 |
-0.8 |
483 |
1,765 |
-155 |
Nov11 |
110825 |
234.7 |
235.6 |
231.7 |
232.0 |
-1.0 |
532 |
6,060 |
+7 |
Jan12 |
110825 |
256.9 |
256.9 |
253.0 |
253.0 |
-1.4 |
222 |
1,662 |
+112 |
Mar12 |
110825 |
270.5 |
271.1 |
266.1 |
266.1 |
+0.1 |
4 |
151 |
+1 |
Total Volume and Open Interest |
1,242 |
9,641 |
-35 |
Crude Oil(NYM) |
Oct11 |
110825 |
85.17 |
86.56 |
83.01 |
85.30 |
+0.14 |
294,928 |
307,265 |
-7,291 |
Nov11 |
110825 |
85.82 |
86.93 |
83.42 |
85.64 |
+0.11 |
62,966 |
149,428 |
+3,594 |
Dec11 |
110825 |
86.02 |
87.30 |
83.84 |
86.02 |
+0.08 |
69,946 |
199,751 |
+1,524 |
Jan12 |
110825 |
86.68 |
87.70 |
84.63 |
86.44 |
+0.07 |
20,399 |
80,055 |
+1,119 |
Feb12 |
110825 |
87.13 |
88.12 |
84.80 |
86.88 |
+0.06 |
7,075 |
30,949 |
+1,890 |
Mar12 |
110825 |
87.39 |
88.43 |
85.66 |
87.33 |
+0.06 |
7,780 |
41,066 |
+372 |
Apr12 |
110825 |
87.94 |
89.02 |
85.81 |
87.79 |
+0.06 |
4,224 |
25,165 |
+679 |
May12 |
110825 |
88.52 |
89.47 |
86.64 |
88.25 |
+0.07 |
3,559 |
22,631 |
+643 |
Jun12 |
110825 |
88.86 |
89.98 |
86.79 |
88.70 |
+0.08 |
15,574 |
75,945 |
-2,207 |
Jul12 |
110825 |
89.38 |
89.38 |
87.45 |
89.12 |
+0.09 |
2,863 |
33,646 |
+551 |
Aug12 |
110825 |
90.28 |
90.57 |
88.73 |
89.44 |
+0.10 |
820 |
15,252 |
-97 |
Sep12 |
110825 |
89.71 |
89.71 |
89.71 |
89.71 |
+0.12 |
1,099 |
18,880 |
-187 |
Oct12 |
110825 |
89.96 |
89.96 |
89.96 |
89.96 |
+0.15 |
830 |
13,542 |
-205 |
Nov12 |
110825 |
90.22 |
90.22 |
90.22 |
90.22 |
+0.17 |
668 |
18,355 |
-68 |
Dec12 |
110825 |
90.45 |
91.70 |
88.46 |
90.49 |
+0.19 |
22,747 |
150,689 |
-2,093 |
Jan13 |
110825 |
90.66 |
90.66 |
90.66 |
90.66 |
+0.18 |
366 |
19,222 |
-14 |
Total Volume and Open Interest |
528,667 |
1,464,463 |
-690 |
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 |
110825 |
85.175 |
86.525 |
83.000 |
85.300 |
+0.150 |
9,429 |
1,713 |
+37 |
Nov11 |
110825 |
85.775 |
86.875 |
83.650 |
85.650 |
+0.125 |
376 |
536 |
+31 |
Dec11 |
110825 |
86.100 |
86.925 |
84.175 |
86.025 |
+0.075 |
128 |
348 |
-14 |
Jan12 |
110825 |
87.550 |
87.550 |
86.450 |
86.450 |
+0.075 |
5 |
5 |
-4 |
Feb12 |
110825 |
86.875 |
86.875 |
86.875 |
86.875 |
+0.050 |
3 |
15 |
+1 |
Mar12 |
110825 |
87.325 |
87.325 |
87.325 |
87.325 |
+0.050 |
1 |
15 |
+1 |
Apr12 |
110825 |
87.800 |
87.800 |
87.800 |
87.800 |
+0.075 |
2 |
8 |
+0 |
May12 |
110825 |
88.175 |
88.875 |
88.100 |
88.250 |
+0.075 |
3 |
4 |
-2 |
Total Volume and Open Interest |
9,948 |
2,910 |
+49 |
Heating Oil(NYM) |
Sep11 |
110825 |
296.08 |
299.86 |
293.93 |
298.55 |
+2.48 |
26,135 |
34,597 |
-4,556 |
Oct11 |
110825 |
297.00 |
300.62 |
294.48 |
299.32 |
+2.42 |
52,586 |
74,748 |
+4,859 |
Nov11 |
110825 |
297.95 |
301.31 |
295.23 |
299.91 |
+2.30 |
16,023 |
40,764 |
-192 |
Dec11 |
110825 |
298.87 |
301.92 |
296.03 |
300.48 |
+2.23 |
17,553 |
51,316 |
+1,015 |
Jan12 |
110825 |
300.63 |
302.69 |
297.16 |
301.14 |
+2.13 |
9,202 |
30,026 |
-270 |
Feb12 |
110825 |
299.44 |
302.26 |
297.67 |
300.73 |
+1.97 |
2,002 |
11,745 |
-512 |
Mar12 |
110825 |
299.51 |
299.60 |
295.80 |
299.53 |
+1.82 |
2,021 |
9,498 |
-26 |
Apr12 |
110825 |
298.10 |
298.10 |
297.30 |
297.30 |
+1.62 |
885 |
4,962 |
+21 |
May12 |
110825 |
294.12 |
295.20 |
294.12 |
295.20 |
+1.48 |
473 |
5,309 |
+149 |
Jun12 |
110825 |
294.55 |
294.71 |
290.75 |
294.20 |
+1.37 |
2,091 |
26,861 |
-348 |
Jul12 |
110825 |
294.73 |
294.73 |
294.73 |
294.73 |
+1.25 |
333 |
2,262 |
-25 |
Aug12 |
110825 |
295.67 |
295.67 |
295.57 |
295.57 |
+1.09 |
255 |
1,095 |
+22 |
Total Volume and Open Interest |
130,078 |
308,091 |
+328 |
Gasoline(NYMEX) |
Sep11 |
110825 |
288.00 |
297.32 |
287.95 |
296.79 |
+8.95 |
31,896 |
24,146 |
-5,750 |
Oct11 |
110825 |
275.50 |
280.85 |
274.39 |
280.17 |
+4.59 |
52,426 |
70,852 |
+4,449 |
Nov11 |
110825 |
271.73 |
275.67 |
269.17 |
274.29 |
+3.11 |
18,457 |
33,013 |
+1,208 |
Dec11 |
110825 |
270.26 |
273.05 |
266.29 |
271.60 |
+2.58 |
11,810 |
48,885 |
+1,369 |
Jan12 |
110825 |
270.78 |
272.03 |
266.60 |
271.32 |
+2.25 |
4,231 |
23,568 |
-74 |
Feb12 |
110825 |
271.90 |
273.72 |
267.55 |
271.95 |
+1.87 |
1,576 |
6,744 |
+333 |
Mar12 |
110825 |
272.51 |
274.05 |
269.38 |
272.89 |
+1.49 |
770 |
9,576 |
-14 |
Apr12 |
110825 |
282.95 |
283.70 |
282.95 |
283.70 |
+1.14 |
90 |
6,164 |
+15 |
May12 |
110825 |
283.44 |
283.44 |
283.44 |
283.44 |
+0.94 |
132 |
2,759 |
+55 |
Jun12 |
110825 |
282.22 |
284.41 |
279.77 |
282.47 |
+0.72 |
660 |
11,107 |
+425 |
Total Volume and Open Interest |
122,643 |
251,774 |
+2,005 |
e-miNY RBOB Gasoline(NYM) |
Sep11 |
110825 |
296.80 |
296.80 |
296.79 |
296.80 |
+9.00 |
0 |
1 |
+0 |
Oct11 |
110825 |
280.20 |
280.20 |
280.17 |
280.20 |
+4.60 |
0 |
1 |
+0 |
Nov11 |
110825 |
274.30 |
274.30 |
274.29 |
274.30 |
+3.10 |
|
|
|
Dec11 |
110825 |
271.60 |
271.60 |
271.60 |
271.60 |
+2.60 |
|
|
|
Total Volume and Open Interest |
0 |
4 |
+0 |
Natural Gas(NYM) |
Sep11 |
110825 |
3.915 |
3.984 |
3.870 |
3.931 |
+0.009 |
95,894 |
32,150 |
-15,031 |
Oct11 |
110825 |
3.885 |
3.958 |
3.840 |
3.906 |
+0.017 |
73,489 |
204,517 |
+5,764 |
Nov11 |
110825 |
3.995 |
4.059 |
3.950 |
4.025 |
+0.029 |
27,682 |
192,519 |
+2,536 |
Dec11 |
110825 |
4.200 |
4.260 |
4.151 |
4.244 |
+0.041 |
16,374 |
88,688 |
+1,168 |
Jan12 |
110825 |
4.299 |
4.361 |
4.261 |
4.352 |
+0.045 |
15,647 |
141,468 |
+2,074 |
Feb12 |
110825 |
4.308 |
4.362 |
4.261 |
4.354 |
+0.046 |
3,928 |
34,590 |
+238 |
Mar12 |
110825 |
4.276 |
4.322 |
4.229 |
4.316 |
+0.042 |
6,722 |
43,514 |
-168 |
Apr12 |
110825 |
4.240 |
4.299 |
4.200 |
4.282 |
+0.039 |
7,719 |
66,677 |
+26 |
May12 |
110825 |
4.276 |
4.321 |
4.233 |
4.307 |
+0.038 |
898 |
14,536 |
+218 |
Jun12 |
110825 |
4.308 |
4.356 |
4.290 |
4.344 |
+0.038 |
915 |
12,914 |
-47 |
Jul12 |
110825 |
4.340 |
4.402 |
4.320 |
4.387 |
+0.038 |
672 |
10,592 |
-33 |
Aug12 |
110825 |
4.360 |
4.427 |
4.356 |
4.412 |
+0.039 |
1,823 |
9,959 |
+607 |
Sep12 |
110825 |
4.367 |
4.433 |
4.360 |
4.417 |
+0.037 |
447 |
8,672 |
+78 |
Oct12 |
110825 |
4.406 |
4.458 |
4.382 |
4.444 |
+0.036 |
1,698 |
38,506 |
+88 |
Nov12 |
110825 |
4.572 |
4.618 |
4.550 |
4.606 |
+0.034 |
164 |
7,225 |
+106 |
Dec12 |
110825 |
4.828 |
4.868 |
4.810 |
4.854 |
+0.033 |
115 |
12,452 |
+16 |
Total Volume and Open Interest |
255,062 |
996,575 |
-2,015 |
Brent Crude Oil(ICE) |
Oct11 |
110825 |
110.32 |
111.45 |
109.00 |
110.62 |
+0.47 |
204,406 |
146,118 |
-4,079 |
Nov11 |
110825 |
109.81 |
110.98 |
108.51 |
110.09 |
+0.44 |
105,631 |
117,507 |
-2,181 |
Dec11 |
110825 |
109.78 |
110.71 |
108.25 |
109.83 |
+0.44 |
89,042 |
123,705 |
-1,387 |
Jan12 |
110825 |
109.32 |
110.50 |
108.20 |
109.62 |
+0.42 |
23,100 |
33,762 |
+409 |
Feb12 |
110825 |
109.18 |
110.30 |
108.11 |
109.45 |
+0.41 |
8,928 |
19,128 |
+1,224 |
Mar12 |
110825 |
109.02 |
110.26 |
108.00 |
109.32 |
+0.41 |
5,977 |
42,161 |
+1,310 |
Apr12 |
110825 |
109.25 |
110.13 |
107.94 |
109.25 |
+0.42 |
2,337 |
12,294 |
+225 |
May12 |
110825 |
109.14 |
110.06 |
107.87 |
109.16 |
+0.43 |
2,362 |
13,573 |
+175 |
Jun12 |
110825 |
108.98 |
110.00 |
107.76 |
109.04 |
+0.43 |
12,838 |
42,609 |
-800 |
Jul12 |
110825 |
108.90 |
108.94 |
108.90 |
108.94 |
+0.42 |
1,537 |
10,393 |
+14 |
Aug12 |
110825 |
108.70 |
108.80 |
108.70 |
108.80 |
+0.40 |
838 |
7,489 |
+133 |
Sep12 |
110825 |
108.51 |
108.63 |
108.51 |
108.63 |
+0.39 |
876 |
8,862 |
-29 |
Oct12 |
110825 |
108.45 |
108.45 |
108.45 |
108.45 |
+0.38 |
761 |
5,144 |
-5 |
Nov12 |
110825 |
108.22 |
108.22 |
108.22 |
108.22 |
+0.36 |
553 |
8,395 |
+41 |
Total Volume and Open Interest |
477,288 |
761,610 |
-4,147 |
Gas Oil(ICE) |
Sep11 |
110825 |
941.50 |
950.00 |
931.25 |
942.00 |
-0.25 |
67,760 |
97,541 |
-6,090 |
Oct11 |
110825 |
936.25 |
944.75 |
926.00 |
936.75 |
unch |
89,561 |
111,425 |
+1,088 |
Nov11 |
110825 |
929.75 |
940.00 |
921.25 |
932.25 |
+0.25 |
43,197 |
58,796 |
+79 |
Dec11 |
110825 |
926.50 |
937.75 |
918.50 |
929.25 |
+0.25 |
51,059 |
71,441 |
+742 |
Jan12 |
110825 |
925.25 |
936.00 |
918.25 |
928.00 |
+0.25 |
26,004 |
50,561 |
+3,533 |
Feb12 |
110825 |
924.00 |
932.50 |
916.00 |
926.75 |
+0.25 |
11,431 |
21,178 |
-584 |
Mar12 |
110825 |
927.25 |
933.25 |
914.75 |
925.50 |
+0.50 |
10,909 |
20,410 |
+2,233 |
Apr12 |
110825 |
921.25 |
930.00 |
916.75 |
924.25 |
+0.75 |
5,788 |
14,023 |
+763 |
May12 |
110825 |
920.25 |
929.00 |
915.50 |
923.00 |
+1.00 |
5,882 |
11,272 |
-809 |
Jun12 |
110825 |
919.75 |
930.75 |
912.25 |
922.75 |
+1.25 |
14,209 |
40,035 |
+1,096 |
Total Volume and Open Interest |
335,659 |
575,029 |
+1,452 |
Ethanol(CBOT) |
Aug11 |
110803 |
2.836 |
2.836 |
2.800 |
2.800 |
-0.042 |
58 |
178 |
-18 |
Sep11 |
110825 |
2.901 |
2.908 |
2.891 |
2.894 |
-0.013 |
291 |
649 |
-59 |
Oct11 |
110825 |
2.838 |
2.838 |
2.818 |
2.822 |
-0.013 |
222 |
1,412 |
+19 |
Nov11 |
110825 |
2.787 |
2.787 |
2.777 |
2.780 |
-0.020 |
84 |
1,170 |
-6 |
Dec11 |
110825 |
2.755 |
2.771 |
2.745 |
2.748 |
-0.021 |
159 |
1,401 |
-15 |
Jan12 |
110825 |
2.650 |
2.682 |
2.650 |
2.667 |
-0.020 |
33 |
856 |
+12 |
Feb12 |
110825 |
2.645 |
2.669 |
2.645 |
2.660 |
-0.016 |
30 |
822 |
+16 |
Mar12 |
110825 |
2.650 |
2.665 |
2.650 |
2.658 |
-0.017 |
197 |
979 |
+180 |
Total Volume and Open Interest |
1,317 |
10,342 |
+249 |
WTI Crude Oil(ICE) |
Oct11 |
110825 |
85.38 |
86.55 |
83.01 |
85.30 |
+0.14 |
73,049 |
68,010 |
-1,147 |
Nov11 |
110825 |
85.67 |
86.90 |
83.42 |
85.64 |
+0.11 |
20,130 |
37,834 |
+1,384 |
Dec11 |
110825 |
86.06 |
87.23 |
83.85 |
86.02 |
+0.08 |
28,677 |
91,717 |
+1,111 |
Jan12 |
110825 |
86.96 |
87.76 |
84.29 |
86.44 |
+0.07 |
4,929 |
18,353 |
+790 |
Feb12 |
110825 |
87.36 |
88.16 |
84.92 |
86.88 |
+0.06 |
1,779 |
8,118 |
+82 |
Mar12 |
110825 |
87.81 |
88.43 |
85.37 |
87.33 |
+0.06 |
2,523 |
15,478 |
+273 |
Apr12 |
110825 |
88.83 |
88.85 |
85.82 |
87.79 |
+0.06 |
887 |
4,739 |
+36 |
May12 |
110825 |
88.73 |
88.93 |
86.22 |
88.25 |
+0.07 |
853 |
4,332 |
+171 |
Jun12 |
110825 |
89.24 |
89.70 |
86.69 |
88.70 |
+0.08 |
5,437 |
27,493 |
-677 |
Jul12 |
110825 |
89.55 |
89.55 |
89.12 |
89.12 |
+0.09 |
521 |
4,844 |
+21 |
Aug12 |
110825 |
89.44 |
89.44 |
89.44 |
89.44 |
+0.10 |
95 |
1,616 |
+70 |
Sep12 |
110825 |
89.71 |
89.71 |
89.71 |
89.71 |
+0.12 |
63 |
5,382 |
-5 |
Oct12 |
110825 |
89.96 |
89.96 |
89.96 |
89.96 |
+0.15 |
17 |
1,376 |
-2 |
Nov12 |
110825 |
90.22 |
90.22 |
90.22 |
90.22 |
+0.17 |
14 |
2,575 |
+0 |
Dec12 |
110825 |
90.68 |
91.60 |
88.50 |
90.49 |
+0.19 |
7,401 |
45,682 |
+153 |
Jan13 |
110825 |
90.66 |
90.66 |
90.66 |
90.66 |
+0.18 |
1 |
1,946 |
-1 |
Total Volume and Open Interest |
149,464 |
424,844 |
+3,616 |
US Dollar Index(ICE) |
Sep11 |
110825 |
74.115 |
74.505 |
73.890 |
74.363 |
+0.275 |
20,304 |
56,824 |
-311 |
Dec11 |
110825 |
74.450 |
74.815 |
74.270 |
74.717 |
+0.280 |
32 |
768 |
+5 |
Mar12 |
110825 |
75.137 |
75.137 |
75.137 |
75.137 |
+0.280 |
0 |
3 |
+0 |
Total Volume and Open Interest |
20,336 |
57,595 |
-306 |
Australian Dollar(CME) |
Sep11 |
110825 |
104.34 |
104.83 |
103.93 |
104.00 |
-0.29 |
87,974 |
111,598 |
+766 |
Dec11 |
110825 |
103.24 |
103.59 |
102.87 |
102.92 |
-0.31 |
67 |
1,149 |
+18 |
Mar12 |
110825 |
102.01 |
102.33 |
102.00 |
102.01 |
-0.32 |
0 |
5 |
+0 |
Total Volume and Open Interest |
88,041 |
112,852 |
+784 |
British Pound(CME) |
Sep11 |
110825 |
163.62 |
163.95 |
162.41 |
162.80 |
-0.87 |
87,013 |
97,165 |
-4,549 |
Dec11 |
110825 |
163.53 |
163.74 |
162.50 |
162.65 |
-0.86 |
81 |
463 |
+14 |
Mar12 |
110825 |
163.52 |
163.52 |
162.49 |
162.49 |
-0.84 |
10 |
18 |
+10 |
Total Volume and Open Interest |
87,104 |
97,652 |
-4,525 |
Canadian Dollar(CME) |
Sep11 |
110825 |
101.18 |
102.07 |
101.07 |
101.16 |
+0.05 |
73,344 |
94,181 |
+5 |
Dec11 |
110825 |
100.95 |
101.81 |
100.93 |
100.98 |
+0.05 |
305 |
8,049 |
+124 |
Mar12 |
110825 |
101.50 |
101.55 |
100.83 |
100.89 |
+0.06 |
50 |
1,976 |
+12 |
Jun12 |
110825 |
100.77 |
100.77 |
100.73 |
100.77 |
+0.04 |
30 |
413 |
+4 |
Total Volume and Open Interest |
73,735 |
104,815 |
+143 |
Japanese Yen(CME) |
Sep11 |
110825 |
129.97 |
130.15 |
128.71 |
128.96 |
-0.95 |
104,289 |
124,607 |
-4,620 |
Dec11 |
110825 |
130.10 |
130.26 |
128.86 |
129.11 |
-0.95 |
366 |
2,053 |
+133 |
Mar12 |
110825 |
129.32 |
130.28 |
129.32 |
129.32 |
-0.96 |
0 |
50 |
+0 |
Total Volume and Open Interest |
104,655 |
126,730 |
-4,487 |
Swiss Franc(CME) |
Sep11 |
110825 |
125.78 |
126.55 |
125.23 |
126.01 |
+0.02 |
19,368 |
47,769 |
-66 |
Dec11 |
110825 |
126.30 |
126.83 |
125.75 |
126.39 |
-0.14 |
474 |
1,521 |
+442 |
Mar12 |
110825 |
126.84 |
126.99 |
126.84 |
126.84 |
-0.15 |
0 |
39 |
+0 |
Total Volume and Open Interest |
19,842 |
49,340 |
+376 |
EuroFX(CME) |
Sep11 |
110825 |
144.05 |
144.72 |
143.22 |
143.64 |
-0.52 |
256,054 |
169,289 |
+134 |
Dec11 |
110825 |
143.90 |
144.51 |
143.18 |
143.50 |
-0.51 |
917 |
4,472 |
+157 |
Mar12 |
110825 |
144.20 |
144.20 |
143.37 |
143.37 |
-0.50 |
20 |
410 |
-1 |
Total Volume and Open Interest |
256,992 |
175,004 |
+290 |
Mexican Peso(CME) |
Sep11 |
110825 |
799.0 |
806.8 |
796.0 |
797.2 |
-2.8 |
33,779 |
108,751 |
-3,184 |
Oct11 |
110825 |
794.8 |
797.2 |
794.8 |
794.8 |
-2.5 |
|
|
|
Total Volume and Open Interest |
36,837 |
114,255 |
-169 |
Brazilian Real(CME) |
Sep11 |
110825 |
622.00 |
622.05 |
618.00 |
620.70 |
+0.35 |
829 |
5,848 |
-324 |
Oct11 |
110825 |
617.70 |
617.70 |
617.45 |
617.70 |
+0.25 |
|
|
|
Nov11 |
110825 |
614.70 |
614.70 |
614.50 |
614.70 |
+0.20 |
|
|
|
Dec11 |
110825 |
611.00 |
611.75 |
611.00 |
611.75 |
+0.15 |
760 |
1,833 |
+744 |
Total Volume and Open Interest |
2,433 |
29,002 |
+1,264 |
30-Year T-Bonds(CBOT) |
Sep11 |
110825 |
136~140 |
137~240 |
136~020 |
137~180 |
+0~230 |
475,093 |
499,085 |
-75,275 |
Dec11 |
110825 |
135~060 |
136~160 |
134~260 |
136~100 |
+0~230 |
142,865 |
161,053 |
+79,390 |
Mar12 |
110825 |
135~060 |
135~080 |
134~170 |
135~080 |
+0~230 |
0 |
27 |
+0 |
Total Volume and Open Interest |
617,958 |
660,165 |
+4,115 |
10-Year T-Notes(CBOT) |
Sep11 |
110825 |
129~120 |
130~045 |
129~095 |
129~315 |
+0~130 |
1,448,252 |
1,677,529 |
-116,590 |
Dec11 |
110825 |
128~125 |
129~065 |
128~115 |
129~015 |
+0~130 |
283,997 |
307,531 |
+156,178 |
Mar12 |
110825 |
128~015 |
128~015 |
127~205 |
128~015 |
+0~130 |
|
|
|
Total Volume and Open Interest |
1,732,249 |
1,985,060 |
+39,588 |
5-Year T-Notes(CBOT) |
Sep11 |
110825 |
123~005 |
123~070 |
123~003 |
123~048 |
+0~034 |
925,609 |
1,146,977 |
-125,908 |
Dec11 |
110825 |
122~004 |
122~075 |
122~004 |
122~056 |
+0~038 |
282,696 |
267,628 |
+125,076 |
Mar12 |
110825 |
121~080 |
121~080 |
121~042 |
121~080 |
+0~038 |
|
|
|
Total Volume and Open Interest |
1,208,305 |
1,414,605 |
-832 |
2 Year T-Notes(CBOT) |
Sep11 |
110825 |
110~030 |
110~038 |
110~029 |
110~033 |
+0~006 |
566,215 |
727,497 |
-136,168 |
Dec11 |
110825 |
110~027 |
110~036 |
110~025 |
110~030 |
+0~006 |
242,612 |
210,130 |
+117,059 |
Mar12 |
110825 |
110~022 |
110~022 |
110~016 |
110~022 |
+0~006 |
0 |
60 |
+0 |
Total Volume and Open Interest |
808,827 |
937,687 |
-19,109 |
Eurodollars(CME) |
Sep11 |
110825 |
99.625 |
99.640 |
99.615 |
99.625 |
unch |
269,835 |
1,098,341 |
-22,176 |
Dec11 |
110825 |
99.450 |
99.480 |
99.435 |
99.445 |
unch |
423,827 |
1,062,898 |
+12,817 |
Mar12 |
110825 |
99.475 |
99.510 |
99.465 |
99.470 |
+0.005 |
249,442 |
1,061,991 |
-16,069 |
Jun12 |
110825 |
99.500 |
99.540 |
99.490 |
99.495 |
+0.005 |
213,564 |
1,272,578 |
-11,214 |
Sep12 |
110825 |
99.485 |
99.540 |
99.485 |
99.495 |
+0.010 |
186,837 |
859,677 |
-30,586 |
Dec12 |
110825 |
99.455 |
99.510 |
99.450 |
99.475 |
+0.020 |
167,256 |
756,497 |
-254 |
Mar13 |
110825 |
99.415 |
99.485 |
99.415 |
99.450 |
+0.025 |
149,585 |
710,316 |
+2,666 |
Jun13 |
110825 |
99.330 |
99.410 |
99.325 |
99.370 |
+0.025 |
126,456 |
558,132 |
-2,326 |
Sep13 |
110825 |
99.195 |
99.285 |
99.190 |
99.240 |
+0.025 |
86,341 |
510,465 |
+1,028 |
Dec13 |
110825 |
98.995 |
99.095 |
98.985 |
99.045 |
+0.020 |
98,189 |
421,276 |
+10,265 |
Mar14 |
110825 |
98.775 |
98.900 |
98.770 |
98.840 |
+0.015 |
68,146 |
290,701 |
-2,177 |
Jun14 |
110825 |
98.550 |
98.675 |
98.540 |
98.615 |
+0.020 |
64,600 |
267,237 |
-1,774 |
Sep14 |
110825 |
98.320 |
98.455 |
98.310 |
98.390 |
+0.015 |
45,811 |
138,222 |
+479 |
Dec14 |
110825 |
98.090 |
98.225 |
98.075 |
98.160 |
+0.015 |
43,257 |
140,702 |
-5,191 |
Mar15 |
110825 |
97.880 |
98.015 |
97.865 |
97.945 |
+0.015 |
27,033 |
116,264 |
-3,717 |
Jun15 |
110825 |
5.920 |
6.050 |
5.910 |
5.985 |
+0.010 |
23,533 |
109,778 |
-402 |
Sep15 |
110825 |
5.740 |
5.845 |
5.705 |
5.780 |
+0.005 |
13,052 |
67,088 |
-1,344 |
Dec15 |
110825 |
5.545 |
5.640 |
5.515 |
5.585 |
unch |
16,582 |
58,715 |
+122 |
Total Volume and Open Interest |
2,310,179 |
9,722,203 |
-68,876 |
30 Day Federal Funds(CBOT) |
Aug11 |
110825 |
99.902 |
99.905 |
99.902 |
99.902 |
unch |
625 |
85,637 |
-42 |
Sep11 |
110825 |
99.910 |
99.915 |
99.910 |
99.910 |
unch |
1,049 |
54,133 |
-504 |
Oct11 |
110825 |
99.915 |
99.920 |
99.915 |
99.915 |
unch |
2,619 |
56,525 |
+893 |
Nov11 |
110825 |
99.915 |
99.925 |
99.915 |
99.915 |
unch |
2,088 |
52,737 |
-302 |
Dec11 |
110825 |
99.920 |
99.930 |
99.920 |
99.925 |
+0.005 |
2,447 |
61,208 |
+544 |
Jan12 |
110825 |
99.915 |
99.925 |
99.915 |
99.920 |
unch |
2,594 |
59,213 |
+121 |
Total Volume and Open Interest |
35,420 |
807,371 |
-1,824 |
30 Day Fed Funds(e-CBOT) |
3-Mth Euro-Yen(CME) |
Sep11 |
110825 |
99.680 |
99.680 |
99.680 |
99.680 |
-0.003 |
0 |
66 |
+0 |
Dec11 |
110825 |
99.707 |
99.707 |
99.707 |
99.707 |
-0.013 |
0 |
332 |
+0 |
Mar12 |
110825 |
99.715 |
99.715 |
99.715 |
99.715 |
-0.013 |
0 |
340 |
+0 |
Jun12 |
110825 |
99.713 |
99.713 |
99.713 |
99.713 |
-0.012 |
|
|
|
Sep12 |
110825 |
99.635 |
99.635 |
99.635 |
99.635 |
-0.010 |
|
|
|
Dec12 |
110825 |
99.695 |
99.695 |
99.695 |
99.695 |
-0.010 |
|
|
|
Mar13 |
110825 |
99.695 |
99.695 |
99.695 |
99.695 |
-0.010 |
|
|
|
Jun13 |
110825 |
99.650 |
99.650 |
99.650 |
99.650 |
-0.010 |
|
|
|
Sep13 |
110825 |
99.510 |
99.510 |
99.510 |
99.510 |
-0.010 |
|
|
|
Dec13 |
110825 |
99.370 |
99.370 |
99.370 |
99.370 |
-0.010 |
|
|
|
Total Volume and Open Interest |
0 |
738 |
+0 |
3-Mth Euro-Yen(SGX) |
Sep11 |
110825 |
99.68 |
99.68 |
99.68 |
99.68 |
0.00 |
0 |
1,229 |
+0 |
Dec11 |
110825 |
99.71 |
99.71 |
99.71 |
99.71 |
-0.01 |
0 |
2,002 |
+0 |
Mar12 |
110825 |
99.71 |
99.71 |
99.71 |
99.71 |
-0.01 |
0 |
2,383 |
+0 |
Jun12 |
110825 |
99.71 |
99.71 |
99.71 |
99.71 |
-0.01 |
0 |
1,376 |
+0 |
Sep12 |
110825 |
99.64 |
99.64 |
99.64 |
99.64 |
-0.01 |
0 |
411 |
+0 |
Dec12 |
110825 |
99.69 |
99.69 |
99.69 |
99.69 |
-0.01 |
0 |
49 |
+0 |
Mar13 |
110825 |
99.69 |
99.69 |
99.69 |
99.69 |
-0.01 |
0 |
1 |
+0 |
Jun13 |
110825 |
99.65 |
99.65 |
99.65 |
99.65 |
-0.01 |
|
|
|
Total Volume and Open Interest |
0 |
7,453 |
+0 |
Japanese Gov't Bonds(SGX) |
Sep11 |
110825 |
142.45 |
142.55 |
142.31 |
142.33 |
-0.20 |
1,713 |
24,507 |
-212 |
Dec11 |
110825 |
142.01 |
142.18 |
141.99 |
141.99 |
-0.22 |
213 |
230 |
+145 |
Mar12 |
110825 |
139.90 |
139.90 |
139.90 |
139.90 |
-0.22 |
|
|
|
Total Volume and Open Interest |
1,926 |
24,737 |
-67 |
Euro-Bund(EUREX) |
Sep11 |
110825 |
134.45 |
135.01 |
133.88 |
134.84 |
+0.30 |
883,812 |
939,865 |
-11,448 |
Dec11 |
110825 |
132.85 |
133.45 |
132.35 |
133.29 |
+0.28 |
9,249 |
22,625 |
+2,837 |
Mar12 |
110825 |
133.84 |
133.84 |
133.84 |
133.84 |
+0.30 |
0 |
1 |
+0 |
Total Volume and Open Interest |
893,061 |
962,491 |
-8,611 |
Euro-Bobl(EUREX) |
Sep11 |
110825 |
121.78 |
122.24 |
121.40 |
122.15 |
+0.33 |
417,923 |
722,186 |
+247 |
Dec11 |
110825 |
120.60 |
121.18 |
120.43 |
121.14 |
+0.31 |
10,484 |
12,347 |
+5,660 |
Mar12 |
110825 |
121.15 |
121.15 |
121.15 |
121.15 |
+0.33 |
|
|
|
Total Volume and Open Interest |
428,407 |
734,533 |
+5,907 |
3-Mth Euribor(EUREX) |
Sep11 |
110825 |
98.495 |
98.495 |
98.495 |
98.495 |
+0.005 |
25 |
1,988 |
+25 |
Dec11 |
110825 |
98.640 |
98.700 |
98.640 |
98.700 |
+0.035 |
38 |
1,534 |
+15 |
Mar12 |
110825 |
98.775 |
98.830 |
98.775 |
98.830 |
+0.030 |
45 |
2,491 |
-20 |
Total Volume and Open Interest |
422 |
9,969 |
-31 |
Long Gilt(LIFFE) |
Sep11 |
110825 |
128~08 |
129~05 |
127~30 |
128~31 |
+0~11 |
245,644 |
293,087 |
-65,556 |
Dec11 |
110825 |
126~31 |
127~28 |
126~20 |
127~22 |
+0~11 |
154,411 |
113,362 |
+97,036 |
Total Volume and Open Interest |
400,055 |
406,449 |
+31,480 |
3-Mth Short Sterling(LIFFE) |
Sep11 |
110825 |
99.07 |
99.09 |
99.06 |
99.09 |
+0.02 |
44,108 |
373,757 |
+8,027 |
Dec11 |
110825 |
98.95 |
98.99 |
98.95 |
98.99 |
+0.02 |
56,000 |
440,999 |
-2,964 |
Mar12 |
110825 |
99.00 |
99.03 |
98.98 |
99.02 |
+0.02 |
63,946 |
350,779 |
+2,861 |
Jun12 |
110825 |
99.02 |
99.07 |
98.99 |
99.04 |
+0.01 |
47,879 |
235,502 |
-3,807 |
Sep12 |
110825 |
99.03 |
99.07 |
98.99 |
99.04 |
+0.01 |
44,253 |
277,176 |
-3,085 |
Dec12 |
110825 |
98.98 |
99.01 |
98.93 |
98.98 |
unch |
31,072 |
241,224 |
-1,141 |
Total Volume and Open Interest |
372,119 |
2,389,589 |
+7,684 |
3-Mth Euribor(LIFFE) |
Sep11 |
110825 |
98.485 |
98.515 |
98.475 |
98.495 |
+0.005 |
95,574 |
659,788 |
+535 |
Dec11 |
110825 |
98.665 |
98.720 |
98.610 |
98.700 |
+0.035 |
102,392 |
595,266 |
-2,779 |
Mar12 |
110825 |
98.800 |
98.850 |
98.730 |
98.830 |
+0.030 |
94,853 |
467,708 |
+730 |
Total Volume and Open Interest |
710,233 |
3,464,528 |
-2,261 |
3-Mth Aus T-Bills(SFE) |
Sep11 |
110825 |
95.35 |
95.36 |
95.29 |
95.30 |
-0.04 |
19,609 |
152,633 |
-5,520 |
Dec11 |
110825 |
95.98 |
96.00 |
95.88 |
95.88 |
-0.11 |
25,580 |
240,932 |
+5,723 |
Mar12 |
110825 |
96.29 |
96.32 |
96.17 |
96.19 |
-0.10 |
10,578 |
154,322 |
+159 |
Jun12 |
110825 |
96.28 |
96.29 |
96.16 |
96.17 |
-0.11 |
6,193 |
89,446 |
+141 |
Sep12 |
110825 |
96.12 |
96.14 |
95.98 |
96.01 |
-0.11 |
2,947 |
60,828 |
-1,149 |
Dec12 |
110825 |
95.94 |
95.94 |
95.80 |
95.83 |
-0.10 |
1,133 |
38,308 |
+279 |
Mar13 |
110825 |
95.78 |
95.78 |
95.65 |
95.66 |
-0.10 |
1,480 |
38,069 |
-218 |
Jun13 |
110825 |
95.60 |
95.60 |
95.51 |
95.52 |
-0.11 |
218 |
18,774 |
+109 |
Sep13 |
110825 |
95.44 |
95.44 |
95.43 |
95.43 |
-0.11 |
121 |
3,507 |
+114 |
Dec13 |
110825 |
95.33 |
95.33 |
95.32 |
95.32 |
-0.12 |
12 |
1,741 |
+7 |
Total Volume and Open Interest |
67,871 |
798,706 |
-355 |
10-Year Aus T-Bonds(SFE) |
Sep11 |
110825 |
95.64 |
95.67 |
95.53 |
95.57 |
-0.07 |
35,829 |
382,859 |
-16,005 |
Dec11 |
110825 |
95.57 |
95.57 |
95.57 |
95.57 |
-0.07 |
|
|
|
Total Volume and Open Interest |
35,829 |
382,859 |
-16,005 |
3-Year Aus T-Bonds(SFE) |
Sep11 |
110825 |
96.29 |
96.32 |
96.13 |
96.18 |
-0.12 |
134,081 |
642,350 |
-14,153 |
Dec11 |
110825 |
96.18 |
96.18 |
96.18 |
96.18 |
-0.12 |
|
|
|
Total Volume and Open Interest |
134,081 |
642,350 |
-14,153 |
Gold(CMX) |
Aug11 |
110825 |
1748.4 |
1772.5 |
1707.3 |
1759.8 |
+5.7 |
992 |
708 |
-51 |
Oct11 |
110825 |
1750.6 |
1774.7 |
1701.7 |
1760.6 |
+5.6 |
31,333 |
30,614 |
-2,198 |
Dec11 |
110825 |
1753.0 |
1777.5 |
1705.4 |
1763.2 |
+5.9 |
440,826 |
356,424 |
-7,602 |
Feb12 |
110825 |
1750.0 |
1778.4 |
1708.4 |
1764.7 |
+5.8 |
3,324 |
30,460 |
+619 |
Apr12 |
110825 |
1755.9 |
1779.4 |
1711.8 |
1766.3 |
+5.6 |
379 |
7,508 |
+25 |
Jun12 |
110825 |
1752.0 |
1772.5 |
1717.4 |
1768.1 |
+5.5 |
311 |
16,590 |
+131 |
Aug12 |
110825 |
1769.9 |
1769.9 |
1769.9 |
1769.9 |
+5.5 |
88 |
6,271 |
+31 |
Oct12 |
110825 |
1748.2 |
1771.7 |
1748.2 |
1771.7 |
+5.3 |
11 |
4,189 |
+0 |
Dec12 |
110825 |
1763.9 |
1787.7 |
1718.3 |
1773.7 |
+5.1 |
601 |
13,722 |
+53 |
Feb13 |
110825 |
1775.7 |
1775.7 |
1775.7 |
1775.7 |
+5.0 |
16 |
3,105 |
-5 |
Apr13 |
110825 |
1777.8 |
1777.8 |
1777.8 |
1777.8 |
+4.9 |
9 |
335 |
-3 |
Jun13 |
110825 |
1780.1 |
1780.1 |
1780.1 |
1780.1 |
+4.8 |
29 |
11,888 |
-2 |
Total Volume and Open Interest |
483,429 |
519,960 |
-8,560 |
Silver(CMX) |
Sep11 |
110825 |
3968.0 |
4119.0 |
3876.0 |
4074.5 |
+158.3 |
104,440 |
28,197 |
-4,199 |
Dec11 |
110825 |
3978.0 |
4123.0 |
3881.0 |
4079.3 |
+159.2 |
48,704 |
59,516 |
+1,658 |
Mar12 |
110825 |
4040.0 |
4093.5 |
3900.0 |
4080.4 |
+159.1 |
2,340 |
7,345 |
+45 |
May12 |
110825 |
3955.5 |
4082.0 |
3905.0 |
4079.4 |
+158.9 |
87 |
2,325 |
+4 |
Jul12 |
110825 |
3910.0 |
4078.3 |
3908.0 |
4078.3 |
+159.1 |
124 |
1,997 |
+9 |
Sep12 |
110825 |
3958.0 |
4096.0 |
3954.0 |
4076.1 |
+159.3 |
23 |
339 |
+10 |
Dec12 |
110825 |
3963.0 |
4085.0 |
3884.5 |
4070.6 |
+159.5 |
180 |
8,523 |
-56 |
Total Volume and Open Interest |
156,418 |
120,054 |
-2,489 |
Platinum(NYMEX) |
Oct11 |
110825 |
1810.0 |
1835.0 |
1788.6 |
1822.4 |
-3.9 |
8,230 |
37,601 |
+273 |
Jan12 |
110825 |
1817.1 |
1829.6 |
1797.9 |
1824.8 |
-4.1 |
449 |
2,780 |
+22 |
Apr12 |
110825 |
1804.5 |
1829.3 |
1795.8 |
1828.2 |
-4.6 |
25 |
582 |
+5 |
Jul12 |
110825 |
1831.6 |
1831.6 |
1831.6 |
1831.6 |
-4.6 |
0 |
23 |
+0 |
Total Volume and Open Interest |
8,704 |
40,988 |
+300 |
Palladium(NYMEX) |
Sep11 |
110825 |
750.00 |
756.00 |
743.25 |
751.15 |
+8.00 |
6,079 |
7,885 |
-1,057 |
Dec11 |
110825 |
752.00 |
758.00 |
745.30 |
753.20 |
+8.10 |
2,782 |
13,318 |
+1,581 |
Mar12 |
110825 |
99.09 |
99.09 |
99.09 |
99.09 |
+8.10 |
2 |
92 |
+0 |
Total Volume and Open Interest |
8,863 |
21,299 |
+524 |
Copper(CMX) |
Sep11 |
110825 |
401.20 |
410.40 |
399.75 |
407.90 |
+8.10 |
29,955 |
25,524 |
-2,611 |
Dec11 |
110825 |
403.10 |
412.10 |
401.70 |
409.80 |
+8.15 |
11,350 |
68,351 |
+654 |
Mar12 |
110825 |
404.65 |
413.55 |
404.65 |
411.40 |
+8.10 |
917 |
18,479 |
+103 |
May12 |
110825 |
411.30 |
413.20 |
411.30 |
412.05 |
+8.05 |
211 |
3,842 |
+152 |
Jul12 |
110825 |
409.50 |
412.65 |
409.50 |
412.35 |
+8.00 |
7 |
1,093 |
+0 |
Total Volume and Open Interest |
42,941 |
124,826 |
-1,554 |
DJIA Index(CBOT) |
Sep11 |
110825 |
11247 |
11380 |
11090 |
11131 |
-137 |
350 |
13,600 |
+30 |
Dec11 |
110825 |
11175 |
11175 |
11059 |
11059 |
-137 |
16 |
206 |
+2 |
Mar12 |
110825 |
10990 |
11127 |
10990 |
10990 |
-137 |
|
|
|
Jun12 |
110825 |
10920 |
11057 |
10920 |
10920 |
-137 |
|
|
|
Total Volume and Open Interest |
366 |
13,806 |
+32 |
E-mini DJIA Index(CBOT) |
Sep11 |
110825 |
11268 |
11380 |
11083 |
11131 |
-137 |
133,456 |
76,396 |
+963 |
Dec11 |
110825 |
11163 |
11303 |
11031 |
11059 |
-137 |
236 |
1,518 |
+81 |
Mar12 |
110825 |
10990 |
10990 |
10990 |
10990 |
-137 |
0 |
13 |
+0 |
Jun12 |
110825 |
10920 |
10920 |
10920 |
10920 |
-137 |
|
|
|
Total Volume and Open Interest |
133,692 |
77,927 |
+1,044 |
S & P 500(CME) |
Sep11 |
110825 |
1171.40 |
1188.50 |
1153.00 |
1157.50 |
-14.50 |
15,855 |
348,992 |
-647 |
Dec11 |
110825 |
1176.00 |
1182.00 |
1147.20 |
1151.80 |
-14.40 |
1,901 |
24,975 |
+998 |
Mar12 |
110825 |
1146.30 |
1176.70 |
1141.70 |
1146.30 |
-14.40 |
0 |
647 |
-5 |
Jun12 |
110825 |
1140.80 |
1171.20 |
1136.20 |
1140.80 |
-14.40 |
0 |
27 |
+0 |
Total Volume and Open Interest |
17,756 |
374,741 |
+346 |
S & P 500 E-Mini(Globex) |
Sep11 |
110825 |
1171.50 |
1188.50 |
1153.00 |
1157.50 |
-14.50 |
2,616,278 |
3,395,461 |
+23,644 |
Dec11 |
110825 |
1166.00 |
1183.00 |
1147.50 |
1151.75 |
-14.50 |
17,337 |
68,753 |
+2,904 |
Total Volume and Open Interest |
2,633,671 |
3,464,917 |
+26,535 |
NASDAQ 100(CME) |
Sep11 |
110825 |
2123.50 |
2153.00 |
2100.00 |
2111.00 |
-28.00 |
3,092 |
25,040 |
+268 |
Dec11 |
110825 |
2106.00 |
2140.00 |
2105.00 |
2106.00 |
-27.80 |
0 |
67 |
+0 |
Mar12 |
110825 |
2101.80 |
2101.80 |
2100.80 |
2101.80 |
-27.70 |
|
|
|
Total Volume and Open Interest |
3,092 |
25,107 |
+268 |
NASDAQ 100 E-Mini(Globex) |
Sep11 |
110825 |
2138.80 |
2152.00 |
2101.00 |
2111.00 |
-28.00 |
270,378 |
361,556 |
+7,366 |
Dec11 |
110825 |
2116.80 |
2145.00 |
2097.00 |
2106.00 |
-27.80 |
236 |
6,203 |
+14 |
Total Volume and Open Interest |
270,635 |
367,791 |
+7,395 |
S & P Midcap 400(CME) |
Sep11 |
110825 |
819.00 |
831.95 |
812.00 |
814.10 |
-15.30 |
12 |
4,625 |
-1 |
Dec11 |
110825 |
809.00 |
809.00 |
806.90 |
809.00 |
-15.30 |
|
|
|
Mar12 |
110825 |
807.30 |
807.30 |
805.20 |
807.30 |
-15.30 |
|
|
|
Total Volume and Open Interest |
12 |
4,625 |
-1 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Sep11 |
110825 |
8765 |
8870 |
8720 |
8745 |
-30 |
9,845 |
30,018 |
-231 |
Dec11 |
110825 |
8765 |
8800 |
8700 |
8715 |
-30 |
22 |
264 |
+4 |
Total Volume and Open Interest |
9,867 |
30,282 |
-227 |
Nikkei 225(SGX) |
Sep11 |
110825 |
8640 |
8850 |
8625 |
8795 |
+135 |
151,550 |
226,553 |
+3,254 |
Dec11 |
110825 |
8610 |
8780 |
8575 |
8735 |
+135 |
871 |
10,440 |
+302 |
Mar12 |
110825 |
8725 |
8725 |
8725 |
8725 |
+135 |
0 |
11 |
+0 |
Total Volume and Open Interest |
152,516 |
243,920 |
+3,727 |
CAC 40(EURONEXT) |
Sep11 |
110825 |
3137.5 |
3185.5 |
3082.5 |
3112.5 |
-17.0 |
84,064 |
299,819 |
+1,633 |
Oct11 |
110825 |
3136.0 |
3172.0 |
3093.0 |
3109.5 |
-17.0 |
247 |
584 |
+1 |
Nov11 |
110825 |
3100.0 |
3106.5 |
3100.0 |
3106.5 |
-17.0 |
0 |
1 |
+0 |
Total Volume and Open Interest |
84,320 |
300,466 |
+1,636 |
Hang Seng Index(HKFE) |
Aug11 |
110825 |
19737 |
19786 |
19621 |
19783 |
+368 |
95,353 |
98,809 |
-1,977 |
Sep11 |
110825 |
19600 |
19685 |
19520 |
19685 |
+372 |
8,224 |
20,185 |
+3,899 |
Total Volume and Open Interest |
103,849 |
123,656 |
+2,011 |
DAX(EUREX) |
Sep11 |
110825 |
5689.5 |
5779.5 |
5419.0 |
5588.5 |
-84.0 |
170,409 |
187,311 |
-1,079 |
Dec11 |
110825 |
5725.0 |
5789.0 |
5464.5 |
5605.5 |
-84.5 |
889 |
12,717 |
+332 |
Mar12 |
110825 |
5799.0 |
5799.0 |
5486.0 |
5626.5 |
-84.5 |
67 |
1,540 |
+23 |
Total Volume and Open Interest |
171,365 |
201,568 |
-724 |
FT-SE 100(EURONEXT) |
Sep11 |
110825 |
5230.00 |
5247.50 |
5085.50 |
5130.50 |
-66.50 |
113,861 |
614,370 |
+5,742 |
Dec11 |
110825 |
5195.00 |
5195.00 |
5065.00 |
5105.50 |
-66.50 |
48 |
12,240 |
+25 |
Mar12 |
110825 |
5069.00 |
5069.00 |
5069.00 |
5069.00 |
-66.50 |
10 |
308 |
+0 |
Total Volume and Open Interest |
113,954 |
627,325 |
+5,792 |
SPI 200(SFE) |
Sep11 |
110825 |
4160.0 |
4228.0 |
4132.0 |
4214.0 |
+46.0 |
41,237 |
229,071 |
-5,427 |
Dec11 |
110825 |
4150.0 |
4228.0 |
4147.0 |
4221.0 |
+46.0 |
548 |
5,833 |
+347 |
Mar12 |
110825 |
4200.0 |
4200.0 |
4200.0 |
4200.0 |
+48.0 |
114 |
2,017 |
+50 |
Total Volume and Open Interest |
41,950 |
238,385 |
-4,992 |
GSCI(CME) |
Sep11 |
110825 |
652.00 |
655.50 |
644.00 |
652.25 |
+2.25 |
90 |
8,861 |
+14 |
Oct11 |
110825 |
651.90 |
655.00 |
643.90 |
652.00 |
+2.00 |
2 |
0 |
+0 |
Nov11 |
110825 |
654.00 |
656.50 |
646.00 |
654.00 |
+2.50 |
|
|
|
Total Volume and Open Interest |
92 |
8,861 |
+14 |
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. |
|
|