|
MRCI's End of Day Prices |
Daily Futures Price Listing Fri August 26, 2011 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Sep11 |
110826 |
1384.00 |
1418.00 |
1379.00 |
1414.75 |
+28.75 |
14,482 |
24,497 |
-2,005 |
Nov11 |
110826 |
1391.00 |
1426.00 |
1386.25 |
1423.50 |
+30.75 |
78,112 |
315,488 |
+2,679 |
Jan12 |
110826 |
1401.50 |
1435.25 |
1397.25 |
1432.75 |
+29.50 |
10,465 |
65,859 |
+361 |
Mar12 |
110826 |
1405.00 |
1435.00 |
1399.50 |
1432.50 |
+26.50 |
5,365 |
40,172 |
+1,052 |
May12 |
110826 |
1405.75 |
1430.00 |
1395.00 |
1428.00 |
+23.75 |
5,235 |
41,052 |
+444 |
Jul12 |
110826 |
1405.00 |
1433.00 |
1396.50 |
1430.00 |
+23.50 |
3,905 |
24,107 |
+884 |
Aug12 |
110826 |
1409.00 |
1414.00 |
1390.00 |
1414.00 |
+24.00 |
56 |
307 |
+20 |
Sep12 |
110826 |
1383.00 |
1383.00 |
1363.50 |
1383.00 |
+19.50 |
39 |
248 |
+11 |
Nov12 |
110826 |
1339.25 |
1355.00 |
1333.50 |
1353.25 |
+13.50 |
1,602 |
22,877 |
+208 |
Jan13 |
110826 |
1345.25 |
1356.75 |
1343.25 |
1356.75 |
+13.50 |
8 |
5,136 |
+5 |
Mar13 |
110826 |
1358.00 |
1359.00 |
1345.50 |
1359.00 |
+13.50 |
0 |
108 |
+0 |
May13 |
110826 |
1357.25 |
1357.25 |
1343.75 |
1357.25 |
+13.50 |
2 |
20 |
+0 |
Jul13 |
110826 |
1360.25 |
1360.25 |
1346.75 |
1360.25 |
+13.50 |
10 |
157 |
+0 |
Aug13 |
110826 |
1350.25 |
1350.25 |
1336.75 |
1350.25 |
+13.50 |
|
|
|
Total Volume and Open Interest |
119,295 |
541,105 |
+3,664 |
Soybean Meal(CBOT) |
Sep11 |
110826 |
367.30 |
377.50 |
365.60 |
376.00 |
+8.00 |
18,329 |
20,810 |
-97 |
Oct11 |
110826 |
369.50 |
380.00 |
367.80 |
376.20 |
+5.70 |
9,191 |
25,039 |
+457 |
Dec11 |
110826 |
374.50 |
385.00 |
372.60 |
381.10 |
+5.90 |
33,836 |
104,598 |
+2,833 |
Jan12 |
110826 |
376.30 |
386.10 |
374.90 |
383.00 |
+6.00 |
1,012 |
10,924 |
+171 |
Mar12 |
110826 |
376.70 |
387.80 |
376.40 |
384.10 |
+5.70 |
1,539 |
7,537 |
+598 |
May12 |
110826 |
377.80 |
386.60 |
375.30 |
382.70 |
+4.70 |
1,707 |
11,009 |
+185 |
Jul12 |
110826 |
376.80 |
386.60 |
375.80 |
382.30 |
+4.40 |
1,274 |
4,637 |
+290 |
Aug12 |
110826 |
378.20 |
380.00 |
373.40 |
377.30 |
+3.90 |
41 |
674 |
-4 |
Sep12 |
110826 |
370.90 |
372.90 |
365.40 |
368.30 |
+2.90 |
34 |
869 |
+5 |
Oct12 |
110826 |
354.30 |
354.30 |
352.90 |
354.30 |
+1.40 |
72 |
1,005 |
+34 |
Total Volume and Open Interest |
67,295 |
190,095 |
+4,485 |
Soybean Oil(CBOT) |
Sep11 |
110826 |
55.56 |
56.65 |
55.33 |
56.60 |
+1.00 |
14,818 |
26,274 |
-2,275 |
Oct11 |
110826 |
55.72 |
56.93 |
55.51 |
56.93 |
+1.14 |
7,452 |
35,734 |
+991 |
Dec11 |
110826 |
56.06 |
57.35 |
55.86 |
57.32 |
+1.19 |
41,411 |
137,262 |
-693 |
Jan12 |
110826 |
56.26 |
57.54 |
56.12 |
57.54 |
+1.17 |
2,717 |
28,775 |
-691 |
Mar12 |
110826 |
56.41 |
57.68 |
56.30 |
57.68 |
+1.09 |
2,345 |
22,116 |
+769 |
May12 |
110826 |
56.78 |
57.72 |
56.36 |
57.72 |
+1.03 |
992 |
13,853 |
+143 |
Jul12 |
110826 |
56.80 |
57.82 |
56.46 |
57.82 |
+0.99 |
517 |
7,967 |
+69 |
Aug12 |
110826 |
57.42 |
57.82 |
56.83 |
57.82 |
+0.99 |
41 |
539 |
+15 |
Sep12 |
110826 |
57.77 |
57.77 |
56.78 |
57.77 |
+0.99 |
22 |
417 |
+0 |
Oct12 |
110826 |
57.62 |
57.62 |
56.65 |
57.62 |
+0.97 |
12 |
392 |
+1 |
Total Volume and Open Interest |
70,455 |
276,368 |
-1,673 |
Canola(WCE) |
Nov11 |
110826 |
558.3 |
572.0 |
558.3 |
567.5 |
+5.6 |
9,358 |
104,851 |
-357 |
Jan12 |
110826 |
568.8 |
580.1 |
567.7 |
576.0 |
+5.5 |
4,101 |
34,031 |
+458 |
Mar12 |
110826 |
574.9 |
588.1 |
574.9 |
584.2 |
+5.5 |
1,814 |
15,324 |
+1,015 |
May12 |
110826 |
584.0 |
594.4 |
584.0 |
590.7 |
+5.6 |
812 |
9,031 |
+256 |
Jul12 |
110826 |
590.3 |
599.0 |
590.3 |
595.6 |
+5.5 |
603 |
4,419 |
+328 |
Total Volume and Open Interest |
16,899 |
170,251 |
+1,814 |
Corn(CBOT) |
Sep11 |
110826 |
731.00 |
755.50 |
729.25 |
752.50 |
+20.25 |
65,830 |
126,388 |
-5,180 |
Dec11 |
110826 |
742.75 |
768.50 |
740.50 |
767.00 |
+23.50 |
150,906 |
698,818 |
+4,104 |
Mar12 |
110826 |
754.00 |
779.75 |
752.75 |
778.25 |
+23.25 |
21,950 |
188,332 |
+3,819 |
May12 |
110826 |
758.25 |
783.50 |
756.75 |
782.00 |
+23.25 |
5,790 |
41,169 |
+882 |
Jul12 |
110826 |
760.00 |
785.25 |
758.50 |
784.00 |
+23.50 |
9,797 |
79,845 |
-493 |
Sep12 |
110826 |
698.00 |
714.00 |
697.00 |
714.00 |
+15.00 |
1,943 |
15,201 |
+132 |
Dec12 |
110826 |
654.50 |
665.50 |
651.00 |
665.50 |
+10.50 |
4,836 |
89,005 |
+624 |
Mar13 |
110826 |
659.25 |
673.25 |
658.25 |
673.25 |
+10.50 |
370 |
17,998 |
+125 |
May13 |
110826 |
664.00 |
677.25 |
664.00 |
677.25 |
+10.50 |
23 |
511 |
+0 |
Jul13 |
110826 |
670.00 |
680.75 |
668.50 |
680.75 |
+10.50 |
43 |
884 |
+10 |
Total Volume and Open Interest |
261,678 |
1,268,825 |
+4,086 |
Wheat(CBOT) |
Sep11 |
110826 |
755.00 |
768.50 |
747.00 |
762.25 |
+5.00 |
20,231 |
37,796 |
-5,006 |
Dec11 |
110826 |
785.50 |
803.25 |
779.25 |
797.00 |
+9.25 |
49,064 |
218,894 |
+3,051 |
Mar12 |
110826 |
815.25 |
832.00 |
808.00 |
826.50 |
+9.00 |
8,011 |
74,836 |
+2,320 |
May12 |
110826 |
825.00 |
838.50 |
817.50 |
834.75 |
+7.25 |
1,727 |
14,748 |
+480 |
Jul12 |
110826 |
822.00 |
840.00 |
818.50 |
835.75 |
+7.50 |
2,220 |
52,748 |
-127 |
Sep12 |
110826 |
830.50 |
848.25 |
830.50 |
845.75 |
+6.50 |
87 |
2,708 |
+17 |
Total Volume and Open Interest |
82,151 |
428,282 |
+1,013 |
Wheat(KCBT) |
Sep11 |
110826 |
845.00 |
867.75 |
840.25 |
866.00 |
+18.25 |
11,115 |
34,240 |
-2,456 |
Dec11 |
110826 |
870.00 |
894.00 |
865.00 |
892.00 |
+19.50 |
15,743 |
85,474 |
+4,358 |
Mar12 |
110826 |
881.50 |
905.50 |
878.25 |
903.50 |
+19.50 |
5,109 |
30,998 |
+1,434 |
May12 |
110826 |
883.25 |
906.75 |
879.25 |
904.75 |
+19.50 |
195 |
4,566 |
+49 |
Jul12 |
110826 |
872.50 |
899.75 |
868.25 |
897.50 |
+19.50 |
1,783 |
19,338 |
+73 |
Sep12 |
110826 |
876.00 |
903.50 |
876.00 |
903.50 |
+17.50 |
47 |
1,399 |
+3 |
Total Volume and Open Interest |
34,016 |
177,834 |
+3,469 |
Wheat(MGE) |
Sep11 |
110826 |
934.50 |
961.00 |
929.25 |
956.25 |
+21.50 |
2,336 |
5,912 |
-488 |
Dec11 |
110826 |
920.00 |
945.50 |
911.25 |
936.75 |
+16.75 |
3,469 |
21,716 |
-157 |
Mar12 |
110826 |
922.00 |
948.00 |
915.00 |
939.75 |
+17.50 |
641 |
7,384 |
+137 |
May12 |
110826 |
924.25 |
947.00 |
918.00 |
941.75 |
+16.75 |
310 |
3,485 |
+37 |
Jul12 |
110826 |
925.25 |
948.25 |
916.75 |
943.00 |
+17.00 |
151 |
4,521 |
-20 |
Total Volume and Open Interest |
6,972 |
46,560 |
-489 |
Oats(CBOT) |
Sep11 |
110826 |
365.75 |
379.25 |
365.75 |
379.00 |
+11.00 |
390 |
1,613 |
-116 |
Dec11 |
110826 |
378.00 |
388.75 |
375.00 |
388.00 |
+10.00 |
1,377 |
11,079 |
+27 |
Mar12 |
110826 |
387.00 |
398.00 |
387.00 |
398.00 |
+10.00 |
64 |
1,199 |
+22 |
May12 |
110826 |
405.00 |
405.00 |
395.00 |
405.00 |
+10.00 |
0 |
35 |
+0 |
Total Volume and Open Interest |
1,832 |
13,959 |
-67 |
Rough Rice(CBOT) |
Sep11 |
110826 |
16.75 |
17.08 |
16.66 |
16.99 |
+0.24 |
728 |
4,388 |
-556 |
Nov11 |
110826 |
17.07 |
17.40 |
16.98 |
17.31 |
+0.24 |
1,018 |
11,568 |
+398 |
Jan12 |
110826 |
17.43 |
17.69 |
17.34 |
17.61 |
+0.24 |
298 |
1,761 |
+98 |
Mar12 |
110826 |
17.78 |
17.95 |
17.66 |
17.89 |
+0.26 |
25 |
900 |
+6 |
Total Volume and Open Interest |
2,105 |
18,798 |
-36 |
Live Cattle(CME) |
Aug11 |
110826 |
113.700 |
114.700 |
113.000 |
114.300 |
+0.450 |
763 |
2,019 |
-474 |
Oct11 |
110826 |
114.400 |
115.500 |
113.535 |
115.200 |
+1.100 |
19,682 |
125,888 |
-813 |
Dec11 |
110826 |
116.500 |
117.635 |
115.885 |
117.100 |
+0.650 |
10,480 |
92,292 |
+1,742 |
Feb12 |
110826 |
119.750 |
120.830 |
119.080 |
120.400 |
+0.800 |
4,064 |
45,374 |
+510 |
Apr12 |
110826 |
123.500 |
124.900 |
122.950 |
124.800 |
+1.120 |
2,790 |
28,773 |
+746 |
Jun12 |
110826 |
122.200 |
123.330 |
121.550 |
123.150 |
+0.800 |
680 |
11,275 |
+215 |
Total Volume and Open Interest |
38,575 |
308,030 |
+1,942 |
Feeder Cattle(CME) |
Sep11 |
110826 |
132.435 |
133.550 |
131.250 |
132.600 |
+0.970 |
1,620 |
7,064 |
-75 |
Oct11 |
110826 |
132.500 |
134.300 |
131.700 |
133.285 |
+1.085 |
2,563 |
12,989 |
-174 |
Nov11 |
110826 |
133.300 |
134.800 |
132.550 |
133.785 |
+0.885 |
1,285 |
6,284 |
+197 |
Jan12 |
110826 |
134.800 |
135.900 |
133.825 |
135.035 |
+0.905 |
463 |
3,597 |
+74 |
Mar12 |
110826 |
135.435 |
136.000 |
134.535 |
135.535 |
+0.800 |
88 |
1,054 |
+32 |
Apr12 |
110826 |
135.500 |
136.050 |
135.200 |
135.800 |
+0.800 |
28 |
273 |
+3 |
May12 |
110826 |
136.500 |
136.600 |
135.900 |
136.600 |
+0.600 |
36 |
237 |
+20 |
Total Volume and Open Interest |
6,083 |
31,498 |
-2,514 |
Lean Hogs(CME) |
Oct11 |
110826 |
87.200 |
87.730 |
86.730 |
87.100 |
-0.130 |
19,748 |
84,784 |
-3,813 |
Dec11 |
110826 |
84.285 |
85.080 |
83.730 |
84.580 |
+0.130 |
13,752 |
82,080 |
+2,442 |
Feb12 |
110826 |
87.285 |
88.230 |
86.750 |
87.885 |
+0.485 |
5,625 |
40,775 |
+824 |
Apr12 |
110826 |
89.600 |
90.850 |
89.150 |
90.580 |
+0.750 |
2,410 |
25,496 |
+629 |
May12 |
110826 |
94.150 |
95.000 |
94.150 |
94.900 |
+0.600 |
34 |
1,009 |
+24 |
Jun12 |
110826 |
95.900 |
97.385 |
95.900 |
97.150 |
+0.720 |
428 |
12,368 |
+23 |
Jul12 |
110826 |
94.750 |
96.050 |
94.750 |
95.600 |
+0.600 |
37 |
3,707 |
-16 |
Aug12 |
110826 |
93.500 |
94.535 |
93.500 |
94.500 |
+0.750 |
164 |
2,386 |
+14 |
Total Volume and Open Interest |
42,218 |
253,579 |
+125 |
Class III Milk(CME) |
Aug11 |
110826 |
21.55 |
21.58 |
21.50 |
21.57 |
+0.05 |
18 |
6,532 |
-11 |
Sep11 |
110826 |
18.70 |
18.85 |
18.30 |
18.62 |
+0.09 |
369 |
6,180 |
-123 |
Oct11 |
110826 |
18.32 |
18.64 |
18.05 |
18.39 |
+0.21 |
300 |
5,070 |
-49 |
Nov11 |
110826 |
18.30 |
18.43 |
18.07 |
18.24 |
+0.01 |
279 |
4,494 |
-32 |
Dec11 |
110826 |
17.98 |
18.00 |
17.76 |
17.95 |
+0.01 |
226 |
4,039 |
+100 |
Total Volume and Open Interest |
1,524 |
37,283 |
+124 |
Cocoa(ICE) |
Sep11 |
110826 |
3059 |
3059 |
3059 |
3059 |
+51 |
17 |
36 |
-9 |
Dec11 |
110826 |
3045 |
3091 |
3042 |
3075 |
+48 |
10,090 |
70,208 |
+2,490 |
Mar12 |
110826 |
3090 |
3124 |
3077 |
3107 |
+46 |
2,492 |
49,894 |
+761 |
May12 |
110826 |
3094 |
3124 |
3094 |
3111 |
+44 |
124 |
15,824 |
-37 |
Jul12 |
110826 |
3104 |
3123 |
3104 |
3121 |
+44 |
28 |
6,771 |
-1 |
Sep12 |
110826 |
3130 |
3140 |
3130 |
3134 |
+45 |
75 |
9,574 |
+14 |
Dec12 |
110826 |
3142 |
3142 |
3142 |
3142 |
+46 |
87 |
5,693 |
+38 |
Total Volume and Open Interest |
12,913 |
162,528 |
+3,256 |
Coffee "C"(ICE) |
Sep11 |
110826 |
275.70 |
279.55 |
275.70 |
278.90 |
+4.25 |
122 |
598 |
-35 |
Dec11 |
110826 |
275.75 |
280.50 |
275.25 |
279.20 |
+3.70 |
10,896 |
69,565 |
+134 |
Mar12 |
110826 |
278.50 |
282.60 |
277.95 |
281.70 |
+3.55 |
3,212 |
17,708 |
+232 |
May12 |
110826 |
279.80 |
282.25 |
278.30 |
281.70 |
+3.35 |
448 |
8,302 |
-11 |
Jul12 |
110826 |
280.00 |
280.65 |
276.80 |
280.30 |
+3.45 |
168 |
2,660 |
+63 |
Sep12 |
110826 |
275.50 |
279.25 |
275.50 |
278.85 |
+3.65 |
49 |
2,041 |
+28 |
Total Volume and Open Interest |
15,012 |
102,860 |
+452 |
Orange Juice(ICE) |
Sep11 |
110826 |
167.65 |
167.80 |
165.00 |
167.65 |
+1.00 |
752 |
1,997 |
-704 |
Nov11 |
110826 |
160.80 |
161.65 |
158.55 |
161.40 |
+0.65 |
1,427 |
17,244 |
+548 |
Jan12 |
110826 |
158.45 |
161.50 |
157.35 |
161.20 |
+1.25 |
106 |
3,304 |
-47 |
Mar12 |
110826 |
159.00 |
161.40 |
158.00 |
161.40 |
+1.00 |
57 |
1,464 |
+26 |
May12 |
110826 |
159.50 |
161.15 |
158.60 |
161.15 |
+0.35 |
31 |
423 |
+14 |
Jul12 |
110826 |
159.50 |
161.15 |
159.50 |
161.15 |
+0.35 |
0 |
153 |
+0 |
Total Volume and Open Interest |
2,373 |
24,596 |
-163 |
Sugar #11(ICE) |
Oct11 |
110826 |
29.66 |
30.25 |
29.16 |
30.22 |
+0.56 |
56,810 |
249,169 |
-4,627 |
Mar12 |
110826 |
28.75 |
29.36 |
28.39 |
29.33 |
+0.51 |
33,256 |
164,799 |
+6,982 |
May12 |
110826 |
27.30 |
27.78 |
26.93 |
27.74 |
+0.45 |
7,049 |
44,218 |
+160 |
Jul12 |
110826 |
26.10 |
26.56 |
25.80 |
26.51 |
+0.41 |
4,860 |
65,126 |
+296 |
Oct12 |
110826 |
25.20 |
25.65 |
25.00 |
25.64 |
+0.44 |
2,498 |
31,215 |
+608 |
Total Volume and Open Interest |
106,274 |
599,536 |
+3,633 |
London Cocoa(LCE) |
Sep11 |
110826 |
1900 |
1930 |
1900 |
1922 |
+31 |
1,408 |
49,735 |
-362 |
Dec11 |
110826 |
1919 |
1946 |
1918 |
1939 |
+29 |
6,418 |
65,795 |
+640 |
Mar12 |
110826 |
1934 |
1960 |
1932 |
1952 |
+28 |
1,676 |
43,788 |
+118 |
May12 |
110826 |
1942 |
1966 |
1942 |
1958 |
+25 |
646 |
15,218 |
-253 |
Jul12 |
110826 |
1965 |
1970 |
1960 |
1965 |
+24 |
624 |
8,001 |
-777 |
Sep12 |
110826 |
1972 |
1974 |
1970 |
1974 |
+25 |
12 |
5,313 |
+3 |
Dec12 |
110826 |
1978 |
1978 |
1978 |
1978 |
+25 |
0 |
8,757 |
+0 |
Total Volume and Open Interest |
10,784 |
197,513 |
-631 |
London Sugar(LCE) |
Oct11 |
110826 |
775.10 |
787.30 |
767.00 |
780.60 |
+9.40 |
2,749 |
20,414 |
-374 |
Dec11 |
110826 |
739.20 |
748.70 |
728.10 |
741.60 |
+10.20 |
889 |
8,476 |
+24 |
Mar12 |
110826 |
726.00 |
731.10 |
716.30 |
729.00 |
+10.20 |
950 |
11,375 |
+368 |
May12 |
110826 |
704.00 |
716.80 |
699.00 |
711.00 |
+11.40 |
128 |
3,528 |
+14 |
Aug12 |
110826 |
685.40 |
693.10 |
676.00 |
688.10 |
+10.50 |
25 |
2,363 |
-17 |
Total Volume and Open Interest |
4,752 |
47,942 |
+21 |
Cotton(ICE) |
Oct11 |
110826 |
103.10 |
104.86 |
101.89 |
103.92 |
+1.33 |
17 |
431 |
-3 |
Dec11 |
110826 |
103.86 |
104.88 |
102.15 |
104.32 |
+1.33 |
11,240 |
94,066 |
-145 |
Mar12 |
110826 |
101.26 |
102.25 |
99.71 |
101.88 |
+1.40 |
3,163 |
33,538 |
+730 |
May12 |
110826 |
99.48 |
101.07 |
98.91 |
100.86 |
+1.29 |
592 |
6,472 |
-37 |
Jul12 |
110826 |
98.60 |
100.26 |
98.49 |
100.05 |
+1.51 |
874 |
8,839 |
+290 |
Oct12 |
110826 |
98.80 |
99.80 |
98.80 |
98.80 |
+0.51 |
0 |
3 |
+0 |
Total Volume and Open Interest |
15,910 |
147,441 |
+843 |
Lumber(CME) |
Sep11 |
110826 |
228.0 |
235.1 |
227.1 |
232.5 |
+6.3 |
145 |
1,686 |
-79 |
Nov11 |
110826 |
234.0 |
242.0 |
233.4 |
239.9 |
+7.9 |
228 |
6,072 |
+12 |
Jan12 |
110826 |
255.1 |
263.0 |
255.1 |
260.5 |
+7.5 |
30 |
1,674 |
+12 |
Mar12 |
110826 |
274.9 |
276.0 |
274.9 |
274.9 |
+8.8 |
7 |
152 |
+1 |
Total Volume and Open Interest |
410 |
9,587 |
-54 |
Crude Oil(NYM) |
Oct11 |
110826 |
85.09 |
85.64 |
82.95 |
85.37 |
+0.07 |
357,816 |
304,999 |
-2,266 |
Nov11 |
110826 |
85.45 |
85.96 |
83.30 |
85.70 |
+0.06 |
77,592 |
151,897 |
+2,469 |
Dec11 |
110826 |
85.76 |
86.31 |
83.75 |
86.06 |
+0.04 |
85,104 |
199,491 |
-260 |
Jan12 |
110826 |
86.36 |
86.68 |
84.31 |
86.45 |
+0.01 |
19,254 |
83,759 |
+3,704 |
Feb12 |
110826 |
86.64 |
87.10 |
84.75 |
86.86 |
-0.02 |
6,598 |
31,779 |
+830 |
Mar12 |
110826 |
87.08 |
87.54 |
85.36 |
87.28 |
-0.05 |
8,163 |
41,377 |
+311 |
Apr12 |
110826 |
87.31 |
87.90 |
85.89 |
87.71 |
-0.08 |
5,942 |
25,387 |
+222 |
May12 |
110826 |
87.81 |
88.14 |
86.39 |
88.14 |
-0.11 |
5,308 |
23,045 |
+414 |
Jun12 |
110826 |
88.47 |
88.61 |
86.56 |
88.56 |
-0.14 |
15,584 |
75,969 |
+24 |
Jul12 |
110826 |
87.95 |
89.05 |
87.22 |
88.97 |
-0.15 |
2,112 |
33,719 |
+73 |
Aug12 |
110826 |
88.07 |
89.30 |
87.82 |
89.29 |
-0.15 |
2,918 |
15,868 |
+616 |
Sep12 |
110826 |
89.55 |
89.55 |
89.55 |
89.55 |
-0.16 |
1,722 |
18,862 |
-18 |
Oct12 |
110826 |
88.45 |
89.79 |
88.45 |
89.79 |
-0.17 |
933 |
13,599 |
+57 |
Nov12 |
110826 |
90.03 |
90.03 |
90.03 |
90.03 |
-0.19 |
536 |
18,283 |
-72 |
Dec12 |
110826 |
90.29 |
90.60 |
88.38 |
90.27 |
-0.22 |
19,150 |
151,994 |
+1,305 |
Jan13 |
110826 |
90.42 |
90.42 |
90.42 |
90.42 |
-0.24 |
286 |
19,256 |
+34 |
Total Volume and Open Interest |
621,591 |
1,473,138 |
+8,675 |
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 |
110826 |
85.025 |
85.650 |
82.900 |
85.375 |
+0.075 |
10,182 |
1,761 |
+48 |
Nov11 |
110826 |
85.275 |
85.925 |
83.450 |
85.700 |
+0.050 |
465 |
535 |
-1 |
Dec11 |
110826 |
85.750 |
86.125 |
83.900 |
86.050 |
+0.025 |
140 |
327 |
-21 |
Jan12 |
110826 |
86.450 |
86.450 |
86.450 |
86.450 |
unch |
4 |
4 |
-1 |
Feb12 |
110826 |
86.850 |
86.850 |
86.850 |
86.850 |
-0.025 |
0 |
15 |
+0 |
Mar12 |
110826 |
87.275 |
87.275 |
87.275 |
87.275 |
-0.050 |
0 |
15 |
+0 |
Apr12 |
110826 |
87.650 |
87.700 |
87.475 |
87.700 |
-0.100 |
0 |
8 |
+0 |
May12 |
110826 |
87.600 |
88.325 |
87.600 |
88.150 |
-0.100 |
18 |
8 |
+4 |
Total Volume and Open Interest |
10,810 |
2,939 |
+29 |
Heating Oil(NYM) |
Sep11 |
110826 |
297.83 |
301.75 |
295.90 |
301.01 |
+2.46 |
23,188 |
30,177 |
-4,420 |
Oct11 |
110826 |
298.28 |
302.36 |
296.58 |
301.58 |
+2.26 |
56,148 |
78,918 |
+4,170 |
Nov11 |
110826 |
299.35 |
302.90 |
297.16 |
302.11 |
+2.20 |
23,051 |
39,785 |
-979 |
Dec11 |
110826 |
300.76 |
303.42 |
297.88 |
302.64 |
+2.16 |
28,926 |
52,545 |
+1,229 |
Jan12 |
110826 |
301.70 |
303.71 |
298.78 |
303.19 |
+2.05 |
18,666 |
30,715 |
+689 |
Feb12 |
110826 |
299.81 |
302.77 |
299.17 |
302.62 |
+1.89 |
3,755 |
12,127 |
+382 |
Mar12 |
110826 |
299.45 |
301.27 |
297.31 |
301.27 |
+1.74 |
3,914 |
10,215 |
+717 |
Apr12 |
110826 |
295.73 |
298.92 |
295.73 |
298.92 |
+1.62 |
1,213 |
5,175 |
+213 |
May12 |
110826 |
293.60 |
296.76 |
293.60 |
296.76 |
+1.56 |
775 |
5,299 |
-10 |
Jun12 |
110826 |
294.20 |
295.72 |
291.95 |
295.72 |
+1.52 |
3,736 |
27,089 |
+228 |
Jul12 |
110826 |
296.17 |
296.17 |
296.17 |
296.17 |
+1.44 |
565 |
2,450 |
+188 |
Aug12 |
110826 |
296.94 |
296.94 |
296.92 |
296.92 |
+1.35 |
459 |
1,276 |
+181 |
Total Volume and Open Interest |
164,983 |
311,061 |
+2,970 |
Gasoline(NYMEX) |
Sep11 |
110826 |
296.30 |
297.77 |
291.15 |
293.46 |
-3.33 |
35,128 |
19,600 |
-4,546 |
Oct11 |
110826 |
278.80 |
281.00 |
275.53 |
278.60 |
-1.57 |
66,856 |
72,376 |
+1,524 |
Nov11 |
110826 |
275.03 |
275.10 |
270.04 |
273.58 |
-0.71 |
31,056 |
33,368 |
+355 |
Dec11 |
110826 |
272.00 |
272.29 |
267.66 |
271.41 |
-0.19 |
31,730 |
47,565 |
-1,320 |
Jan12 |
110826 |
270.68 |
271.94 |
267.64 |
271.20 |
-0.12 |
10,654 |
25,557 |
+1,989 |
Feb12 |
110826 |
270.41 |
271.91 |
270.14 |
271.91 |
-0.04 |
3,181 |
7,621 |
+877 |
Mar12 |
110826 |
271.29 |
273.80 |
269.55 |
272.91 |
+0.02 |
2,418 |
10,201 |
+625 |
Apr12 |
110826 |
282.80 |
283.87 |
282.09 |
283.87 |
+0.17 |
1,427 |
6,458 |
+294 |
May12 |
110826 |
282.05 |
283.61 |
281.95 |
283.61 |
+0.17 |
623 |
3,008 |
+249 |
Jun12 |
110826 |
282.90 |
282.90 |
280.46 |
282.65 |
+0.18 |
6,814 |
11,745 |
+638 |
Total Volume and Open Interest |
190,409 |
252,332 |
+558 |
e-miNY RBOB Gasoline(NYM) |
Sep11 |
110826 |
293.50 |
293.50 |
293.46 |
293.50 |
-3.30 |
0 |
1 |
+0 |
Oct11 |
110826 |
278.60 |
278.60 |
278.60 |
278.60 |
-1.60 |
0 |
1 |
+0 |
Nov11 |
110826 |
273.60 |
273.60 |
273.58 |
273.60 |
-0.70 |
|
|
|
Dec11 |
110826 |
271.40 |
271.41 |
271.40 |
271.40 |
-0.20 |
|
|
|
Total Volume and Open Interest |
0 |
4 |
+0 |
Natural Gas(NYM) |
Sep11 |
110826 |
3.927 |
3.964 |
3.904 |
3.931 |
unch |
92,404 |
23,082 |
-9,068 |
Oct11 |
110826 |
3.899 |
3.950 |
3.871 |
3.912 |
+0.006 |
96,264 |
198,561 |
-5,956 |
Nov11 |
110826 |
4.016 |
4.077 |
3.995 |
4.047 |
+0.022 |
46,908 |
192,767 |
+248 |
Dec11 |
110826 |
4.245 |
4.305 |
4.214 |
4.273 |
+0.029 |
32,170 |
80,366 |
-8,322 |
Jan12 |
110826 |
4.358 |
4.415 |
4.324 |
4.386 |
+0.034 |
25,913 |
146,345 |
+4,877 |
Feb12 |
110826 |
4.352 |
4.412 |
4.328 |
4.389 |
+0.035 |
5,092 |
35,249 |
+659 |
Mar12 |
110826 |
4.301 |
4.373 |
4.290 |
4.350 |
+0.034 |
5,981 |
43,845 |
+331 |
Apr12 |
110826 |
4.275 |
4.345 |
4.260 |
4.317 |
+0.035 |
9,830 |
67,829 |
+1,152 |
May12 |
110826 |
4.301 |
4.355 |
4.290 |
4.342 |
+0.035 |
816 |
14,802 |
+266 |
Jun12 |
110826 |
4.344 |
4.405 |
4.325 |
4.380 |
+0.036 |
590 |
12,902 |
-12 |
Jul12 |
110826 |
4.382 |
4.451 |
4.382 |
4.424 |
+0.037 |
432 |
10,664 |
+72 |
Aug12 |
110826 |
4.408 |
4.470 |
4.395 |
4.450 |
+0.038 |
400 |
9,921 |
-38 |
Sep12 |
110826 |
4.413 |
4.475 |
4.400 |
4.455 |
+0.038 |
476 |
8,653 |
-19 |
Oct12 |
110826 |
4.435 |
4.505 |
4.425 |
4.482 |
+0.038 |
2,195 |
38,706 |
+200 |
Nov12 |
110826 |
4.646 |
4.646 |
4.646 |
4.646 |
+0.040 |
652 |
7,653 |
+428 |
Dec12 |
110826 |
4.895 |
4.903 |
4.895 |
4.898 |
+0.044 |
319 |
12,549 |
+97 |
Total Volume and Open Interest |
322,361 |
982,062 |
-14,513 |
Brent Crude Oil(ICE) |
Oct11 |
110826 |
110.57 |
111.70 |
109.30 |
111.36 |
+0.74 |
220,392 |
150,224 |
+4,106 |
Nov11 |
110826 |
110.30 |
111.15 |
108.78 |
110.81 |
+0.72 |
88,553 |
116,966 |
-541 |
Dec11 |
110826 |
110.02 |
110.86 |
108.49 |
110.52 |
+0.69 |
78,076 |
127,530 |
+3,825 |
Jan12 |
110826 |
109.67 |
110.61 |
108.29 |
110.30 |
+0.68 |
16,511 |
32,791 |
-971 |
Feb12 |
110826 |
109.35 |
110.41 |
108.21 |
110.10 |
+0.65 |
9,166 |
19,403 |
+275 |
Mar12 |
110826 |
108.95 |
110.24 |
108.07 |
109.93 |
+0.61 |
7,618 |
42,751 |
+590 |
Apr12 |
110826 |
109.13 |
109.89 |
108.04 |
109.82 |
+0.57 |
4,035 |
12,574 |
+280 |
May12 |
110826 |
109.04 |
109.78 |
107.94 |
109.70 |
+0.54 |
3,352 |
14,101 |
+528 |
Jun12 |
110826 |
108.67 |
109.87 |
107.68 |
109.56 |
+0.52 |
13,862 |
42,414 |
-195 |
Jul12 |
110826 |
108.97 |
109.46 |
108.97 |
109.46 |
+0.52 |
1,879 |
10,186 |
-207 |
Aug12 |
110826 |
108.90 |
109.32 |
108.90 |
109.32 |
+0.52 |
1,185 |
7,455 |
-34 |
Sep12 |
110826 |
108.83 |
109.13 |
108.83 |
109.13 |
+0.50 |
1,607 |
9,395 |
+533 |
Oct12 |
110826 |
108.93 |
108.93 |
108.93 |
108.93 |
+0.48 |
920 |
5,305 |
+161 |
Nov12 |
110826 |
108.70 |
108.70 |
108.70 |
108.70 |
+0.48 |
1,093 |
8,549 |
+154 |
Total Volume and Open Interest |
468,580 |
769,787 |
+8,177 |
Gas Oil(ICE) |
Sep11 |
110826 |
945.50 |
956.75 |
938.25 |
949.50 |
+7.50 |
51,219 |
97,833 |
+292 |
Oct11 |
110826 |
939.75 |
951.00 |
932.25 |
943.75 |
+7.00 |
81,699 |
113,891 |
+2,466 |
Nov11 |
110826 |
933.25 |
945.25 |
927.25 |
938.50 |
+6.25 |
41,904 |
56,926 |
-1,870 |
Dec11 |
110826 |
932.50 |
941.00 |
923.50 |
934.50 |
+5.25 |
35,441 |
74,643 |
+3,202 |
Jan12 |
110826 |
930.50 |
937.75 |
922.00 |
932.25 |
+4.25 |
12,406 |
50,287 |
-274 |
Feb12 |
110826 |
929.00 |
935.00 |
920.00 |
930.25 |
+3.50 |
4,023 |
21,340 |
+162 |
Mar12 |
110826 |
926.25 |
933.75 |
919.25 |
928.50 |
+3.00 |
2,726 |
20,149 |
-261 |
Apr12 |
110826 |
925.00 |
928.75 |
920.75 |
927.00 |
+2.75 |
2,189 |
14,262 |
+239 |
May12 |
110826 |
923.75 |
926.75 |
915.75 |
925.75 |
+2.75 |
1,708 |
11,364 |
+92 |
Jun12 |
110826 |
923.25 |
930.50 |
915.50 |
925.50 |
+2.75 |
5,724 |
41,028 |
+993 |
Total Volume and Open Interest |
247,478 |
579,942 |
+4,913 |
Ethanol(CBOT) |
Aug11 |
110803 |
2.836 |
2.836 |
2.800 |
2.800 |
-0.042 |
58 |
178 |
-18 |
Sep11 |
110826 |
2.880 |
2.935 |
2.870 |
2.929 |
+0.035 |
171 |
614 |
-35 |
Oct11 |
110826 |
2.810 |
2.865 |
2.810 |
2.859 |
+0.037 |
106 |
1,420 |
+8 |
Nov11 |
110826 |
2.767 |
2.825 |
2.767 |
2.823 |
+0.043 |
45 |
1,167 |
-3 |
Dec11 |
110826 |
2.741 |
2.794 |
2.741 |
2.794 |
+0.046 |
52 |
1,400 |
-1 |
Jan12 |
110826 |
2.680 |
2.719 |
2.680 |
2.708 |
+0.041 |
44 |
863 |
+7 |
Feb12 |
110826 |
2.702 |
2.702 |
2.690 |
2.698 |
+0.038 |
14 |
825 |
+3 |
Mar12 |
110826 |
2.685 |
2.705 |
2.685 |
2.702 |
+0.044 |
10 |
984 |
+5 |
Total Volume and Open Interest |
581 |
10,379 |
+37 |
WTI Crude Oil(ICE) |
Oct11 |
110826 |
85.11 |
85.68 |
82.96 |
85.37 |
+0.07 |
95,313 |
68,458 |
+448 |
Nov11 |
110826 |
85.42 |
85.97 |
83.40 |
85.70 |
+0.06 |
23,808 |
40,810 |
+2,976 |
Dec11 |
110826 |
85.95 |
86.35 |
83.71 |
86.06 |
+0.04 |
29,489 |
95,259 |
+3,542 |
Jan12 |
110826 |
85.90 |
86.54 |
84.20 |
86.45 |
+0.01 |
4,315 |
18,829 |
+476 |
Feb12 |
110826 |
86.15 |
86.98 |
84.75 |
86.86 |
-0.02 |
1,905 |
8,366 |
+248 |
Mar12 |
110826 |
86.75 |
87.50 |
85.21 |
87.28 |
-0.05 |
2,911 |
15,614 |
+136 |
Apr12 |
110826 |
87.18 |
87.71 |
85.67 |
87.71 |
-0.08 |
1,639 |
4,896 |
+157 |
May12 |
110826 |
87.61 |
88.14 |
86.02 |
88.14 |
-0.11 |
1,581 |
4,568 |
+236 |
Jun12 |
110826 |
88.11 |
88.81 |
86.62 |
88.56 |
-0.14 |
5,399 |
26,867 |
-626 |
Jul12 |
110826 |
88.97 |
88.97 |
88.97 |
88.97 |
-0.15 |
152 |
4,825 |
-19 |
Aug12 |
110826 |
89.29 |
89.29 |
89.29 |
89.29 |
-0.15 |
35 |
1,620 |
+4 |
Sep12 |
110826 |
89.55 |
89.55 |
89.55 |
89.55 |
-0.16 |
442 |
5,772 |
+390 |
Oct12 |
110826 |
89.79 |
89.79 |
89.79 |
89.79 |
-0.17 |
46 |
1,358 |
-18 |
Nov12 |
110826 |
90.03 |
90.03 |
90.03 |
90.03 |
-0.19 |
0 |
2,575 |
+0 |
Dec12 |
110826 |
90.30 |
90.50 |
88.39 |
90.27 |
-0.22 |
5,893 |
44,556 |
-1,126 |
Jan13 |
110826 |
90.42 |
90.42 |
90.42 |
90.42 |
-0.24 |
0 |
1,946 |
+0 |
Total Volume and Open Interest |
176,562 |
431,222 |
+6,378 |
US Dollar Index(ICE) |
Sep11 |
110826 |
74.285 |
74.550 |
73.765 |
73.870 |
-0.493 |
22,387 |
55,350 |
-1,474 |
Dec11 |
110826 |
74.600 |
74.880 |
74.075 |
74.190 |
-0.527 |
81 |
778 |
+10 |
Mar12 |
110826 |
74.610 |
74.610 |
74.610 |
74.610 |
-0.527 |
0 |
3 |
+0 |
Total Volume and Open Interest |
22,468 |
56,131 |
-1,464 |
Australian Dollar(CME) |
Sep11 |
110826 |
104.00 |
105.64 |
103.90 |
105.29 |
+1.29 |
114,502 |
114,708 |
+3,110 |
Dec11 |
110826 |
102.94 |
104.48 |
102.92 |
104.19 |
+1.27 |
93 |
1,177 |
+28 |
Mar12 |
110826 |
103.25 |
103.25 |
102.01 |
103.25 |
+1.24 |
0 |
5 |
+0 |
Total Volume and Open Interest |
114,613 |
115,990 |
+3,138 |
British Pound(CME) |
Sep11 |
110826 |
162.84 |
163.78 |
162.04 |
163.32 |
+0.52 |
90,536 |
101,080 |
+3,915 |
Dec11 |
110826 |
162.99 |
163.41 |
161.90 |
163.16 |
+0.51 |
266 |
519 |
+56 |
Mar12 |
110826 |
162.98 |
162.98 |
162.49 |
162.98 |
+0.49 |
1 |
19 |
+1 |
Total Volume and Open Interest |
90,803 |
101,624 |
+3,972 |
Canadian Dollar(CME) |
Sep11 |
110826 |
101.14 |
101.89 |
100.70 |
101.46 |
+0.30 |
94,840 |
93,525 |
-656 |
Dec11 |
110826 |
101.04 |
101.65 |
100.53 |
101.28 |
+0.30 |
381 |
8,117 |
+68 |
Mar12 |
110826 |
101.10 |
101.55 |
100.50 |
101.17 |
+0.28 |
51 |
1,988 |
+12 |
Jun12 |
110826 |
101.03 |
101.03 |
100.77 |
101.03 |
+0.26 |
0 |
413 |
+0 |
Total Volume and Open Interest |
95,277 |
104,241 |
-574 |
Japanese Yen(CME) |
Sep11 |
110826 |
129.17 |
130.75 |
128.96 |
130.41 |
+1.45 |
113,200 |
121,075 |
-3,532 |
Dec11 |
110826 |
129.30 |
130.87 |
129.11 |
130.56 |
+1.45 |
708 |
2,275 |
+222 |
Mar12 |
110826 |
130.85 |
130.85 |
129.32 |
130.76 |
+1.44 |
0 |
50 |
+0 |
Total Volume and Open Interest |
113,908 |
123,420 |
-3,310 |
Swiss Franc(CME) |
Sep11 |
110826 |
126.10 |
126.78 |
122.65 |
123.95 |
-2.06 |
24,708 |
45,553 |
-2,216 |
Dec11 |
110826 |
126.61 |
127.09 |
123.14 |
124.40 |
-1.99 |
343 |
1,545 |
+24 |
Mar12 |
110826 |
124.81 |
126.84 |
124.81 |
124.81 |
-2.03 |
2 |
37 |
-2 |
Total Volume and Open Interest |
25,053 |
47,146 |
-2,194 |
EuroFX(CME) |
Sep11 |
110826 |
143.70 |
145.00 |
143.24 |
144.80 |
+1.16 |
321,648 |
172,768 |
+3,479 |
Dec11 |
110826 |
143.60 |
144.82 |
143.14 |
144.65 |
+1.15 |
559 |
4,610 |
+138 |
Mar12 |
110826 |
144.10 |
144.55 |
143.37 |
144.52 |
+1.15 |
6 |
407 |
-3 |
Total Volume and Open Interest |
322,213 |
178,618 |
+3,614 |
Mexican Peso(CME) |
Sep11 |
110826 |
797.0 |
802.0 |
793.8 |
800.0 |
+2.8 |
48,652 |
100,880 |
-7,871 |
Oct11 |
110826 |
797.5 |
797.5 |
794.8 |
797.5 |
+2.8 |
|
|
|
Total Volume and Open Interest |
53,595 |
110,388 |
-3,867 |
Brazilian Real(CME) |
Sep11 |
110826 |
619.25 |
622.90 |
619.25 |
622.90 |
+2.20 |
119 |
5,691 |
-157 |
Oct11 |
110826 |
620.00 |
620.00 |
617.70 |
620.00 |
+2.30 |
|
|
|
Nov11 |
110826 |
617.15 |
617.15 |
614.70 |
617.15 |
+2.45 |
|
|
|
Dec11 |
110826 |
611.75 |
614.25 |
611.75 |
614.25 |
+2.50 |
160 |
1,859 |
+26 |
Total Volume and Open Interest |
8,734 |
37,326 |
+8,324 |
30-Year T-Bonds(CBOT) |
Sep11 |
110826 |
137~110 |
139~000 |
137~010 |
138~050 |
+0~190 |
521,959 |
423,542 |
-75,543 |
Dec11 |
110826 |
136~020 |
137~240 |
135~250 |
136~300 |
+0~200 |
187,765 |
250,986 |
+89,933 |
Mar12 |
110826 |
135~280 |
135~280 |
135~280 |
135~280 |
+0~200 |
3 |
25 |
-2 |
Total Volume and Open Interest |
709,727 |
674,553 |
+14,388 |
10-Year T-Notes(CBOT) |
Sep11 |
110826 |
129~280 |
130~260 |
129~250 |
130~090 |
+0~095 |
1,951,338 |
1,454,031 |
-223,498 |
Dec11 |
110826 |
128~300 |
129~275 |
128~270 |
129~115 |
+0~100 |
559,983 |
595,532 |
+288,001 |
Mar12 |
110826 |
128~115 |
128~115 |
128~015 |
128~115 |
+0~100 |
|
|
|
Total Volume and Open Interest |
2,511,321 |
2,049,563 |
+64,503 |
5-Year T-Notes(CBOT) |
Sep11 |
110826 |
123~039 |
123~102 |
123~036 |
123~067 |
+0~019 |
1,160,497 |
982,027 |
-164,950 |
Dec11 |
110826 |
122~049 |
122~111 |
122~046 |
122~078 |
+0~022 |
539,290 |
515,325 |
+247,697 |
Mar12 |
110826 |
121~102 |
121~102 |
121~080 |
121~102 |
+0~022 |
|
|
|
Total Volume and Open Interest |
1,699,787 |
1,497,352 |
+82,747 |
2 Year T-Notes(CBOT) |
Sep11 |
110826 |
110~034 |
110~039 |
110~033 |
110~036 |
+0~003 |
640,337 |
519,852 |
-207,645 |
Dec11 |
110826 |
110~031 |
110~036 |
110~030 |
110~033 |
+0~003 |
444,439 |
390,104 |
+179,974 |
Mar12 |
110826 |
110~025 |
110~025 |
110~022 |
110~025 |
+0~003 |
0 |
60 |
+0 |
Total Volume and Open Interest |
1,084,776 |
910,016 |
-27,671 |
Eurodollars(CME) |
Sep11 |
110826 |
99.628 |
99.640 |
99.625 |
99.628 |
+0.003 |
243,440 |
1,087,008 |
-11,333 |
Dec11 |
110826 |
99.455 |
99.495 |
99.450 |
99.470 |
+0.025 |
386,546 |
1,058,862 |
-4,036 |
Mar12 |
110826 |
99.480 |
99.510 |
99.470 |
99.485 |
+0.015 |
232,663 |
1,051,635 |
-10,356 |
Jun12 |
110826 |
99.500 |
99.530 |
99.490 |
99.510 |
+0.015 |
209,495 |
1,265,938 |
-6,640 |
Sep12 |
110826 |
99.495 |
99.530 |
99.485 |
99.510 |
+0.015 |
193,073 |
855,704 |
-3,973 |
Dec12 |
110826 |
99.465 |
99.510 |
99.460 |
99.490 |
+0.015 |
154,774 |
768,007 |
+11,510 |
Mar13 |
110826 |
99.440 |
99.490 |
99.440 |
99.470 |
+0.020 |
144,857 |
712,123 |
+1,807 |
Jun13 |
110826 |
99.365 |
99.425 |
99.360 |
99.395 |
+0.025 |
156,581 |
559,720 |
+1,588 |
Sep13 |
110826 |
99.225 |
99.305 |
99.225 |
99.270 |
+0.030 |
127,614 |
510,306 |
-159 |
Dec13 |
110826 |
99.030 |
99.130 |
99.030 |
99.090 |
+0.045 |
141,070 |
423,186 |
+1,910 |
Mar14 |
110826 |
98.825 |
98.945 |
98.820 |
98.900 |
+0.060 |
101,846 |
289,689 |
-1,012 |
Jun14 |
110826 |
98.605 |
98.735 |
98.595 |
98.690 |
+0.075 |
85,635 |
265,372 |
-1,865 |
Sep14 |
110826 |
98.380 |
98.530 |
98.370 |
98.480 |
+0.090 |
51,648 |
133,680 |
-4,542 |
Dec14 |
110826 |
98.155 |
98.315 |
98.145 |
98.260 |
+0.100 |
58,529 |
140,010 |
-692 |
Mar15 |
110826 |
97.940 |
98.105 |
97.935 |
98.050 |
+0.105 |
32,919 |
114,185 |
-2,079 |
Jun15 |
110826 |
5.985 |
6.145 |
5.975 |
6.090 |
+0.105 |
28,472 |
108,620 |
-1,158 |
Sep15 |
110826 |
5.790 |
5.940 |
5.770 |
5.885 |
+0.105 |
16,663 |
65,893 |
-1,195 |
Dec15 |
110826 |
5.595 |
5.745 |
5.580 |
5.685 |
+0.100 |
19,413 |
58,478 |
-237 |
Total Volume and Open Interest |
2,432,207 |
9,694,296 |
-27,907 |
30 Day Federal Funds(CBOT) |
Aug11 |
110826 |
99.902 |
99.905 |
99.902 |
99.902 |
unch |
1,095 |
85,475 |
-162 |
Sep11 |
110826 |
99.915 |
99.920 |
99.910 |
99.910 |
unch |
2,503 |
53,599 |
-534 |
Oct11 |
110826 |
99.915 |
99.925 |
99.915 |
99.920 |
+0.005 |
1,449 |
57,012 |
+487 |
Nov11 |
110826 |
99.920 |
99.930 |
99.915 |
99.925 |
+0.010 |
3,686 |
53,198 |
+461 |
Dec11 |
110826 |
99.925 |
99.930 |
99.925 |
99.925 |
unch |
6,672 |
63,384 |
+2,176 |
Jan12 |
110826 |
99.920 |
99.925 |
99.915 |
99.920 |
unch |
3,057 |
59,485 |
+272 |
Total Volume and Open Interest |
36,721 |
806,743 |
-628 |
30 Day Fed Funds(e-CBOT) |
3-Mth Euro-Yen(CME) |
Sep11 |
110826 |
99.680 |
99.680 |
99.680 |
99.680 |
unch |
0 |
66 |
+0 |
Dec11 |
110826 |
99.707 |
99.707 |
99.707 |
99.707 |
unch |
0 |
332 |
+0 |
Mar12 |
110826 |
99.715 |
99.715 |
99.715 |
99.715 |
unch |
0 |
340 |
+0 |
Jun12 |
110826 |
99.713 |
99.713 |
99.713 |
99.713 |
unch |
|
|
|
Sep12 |
110826 |
99.635 |
99.635 |
99.635 |
99.635 |
unch |
|
|
|
Dec12 |
110826 |
99.695 |
99.695 |
99.695 |
99.695 |
unch |
|
|
|
Mar13 |
110826 |
99.695 |
99.695 |
99.695 |
99.695 |
unch |
|
|
|
Jun13 |
110826 |
99.650 |
99.650 |
99.650 |
99.650 |
unch |
|
|
|
Sep13 |
110826 |
99.510 |
99.510 |
99.510 |
99.510 |
unch |
|
|
|
Dec13 |
110826 |
99.370 |
99.370 |
99.370 |
99.370 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
738 |
+0 |
3-Mth Euro-Yen(SGX) |
Sep11 |
110826 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
300 |
1,525 |
+296 |
Dec11 |
110826 |
99.71 |
99.71 |
99.71 |
99.71 |
unch |
0 |
2,002 |
+0 |
Mar12 |
110826 |
99.71 |
99.71 |
99.71 |
99.71 |
unch |
0 |
2,383 |
+0 |
Jun12 |
110826 |
99.71 |
99.71 |
99.71 |
99.71 |
unch |
0 |
1,376 |
+0 |
Sep12 |
110826 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
0 |
411 |
+0 |
Dec12 |
110826 |
99.69 |
99.69 |
99.69 |
99.69 |
unch |
0 |
49 |
+0 |
Mar13 |
110826 |
99.69 |
99.69 |
99.69 |
99.69 |
unch |
0 |
1 |
+0 |
Jun13 |
110826 |
99.65 |
99.65 |
99.65 |
99.65 |
unch |
|
|
|
Total Volume and Open Interest |
300 |
7,749 |
+296 |
Japanese Gov't Bonds(SGX) |
Sep11 |
110826 |
142.36 |
142.49 |
142.24 |
142.38 |
+0.05 |
2,228 |
24,748 |
+241 |
Dec11 |
110826 |
141.90 |
142.03 |
141.90 |
142.03 |
+0.04 |
100 |
240 |
+10 |
Mar12 |
110826 |
139.94 |
139.94 |
139.94 |
139.94 |
+0.04 |
|
|
|
Total Volume and Open Interest |
2,328 |
24,988 |
+251 |
Euro-Bund(EUREX) |
Sep11 |
110826 |
134.77 |
135.84 |
134.67 |
135.21 |
+0.37 |
889,223 |
946,444 |
+6,579 |
Dec11 |
110826 |
133.34 |
134.30 |
133.15 |
133.66 |
+0.37 |
10,074 |
25,964 |
+3,339 |
Mar12 |
110826 |
134.36 |
134.36 |
134.21 |
134.21 |
+0.37 |
0 |
1 |
+0 |
Total Volume and Open Interest |
899,297 |
972,409 |
+9,918 |
Euro-Bobl(EUREX) |
Sep11 |
110826 |
122.08 |
122.67 |
122.01 |
122.22 |
+0.07 |
495,273 |
727,480 |
+5,294 |
Dec11 |
110826 |
121.02 |
121.50 |
121.02 |
121.19 |
+0.05 |
4,853 |
14,739 |
+2,392 |
Mar12 |
110826 |
121.22 |
121.22 |
121.22 |
121.22 |
+0.07 |
|
|
|
Total Volume and Open Interest |
500,126 |
742,219 |
+7,686 |
3-Mth Euribor(EUREX) |
Sep11 |
110826 |
98.495 |
98.505 |
98.495 |
98.495 |
unch |
0 |
1,988 |
+0 |
Dec11 |
110826 |
98.710 |
98.720 |
98.705 |
98.705 |
+0.005 |
100 |
1,449 |
-85 |
Mar12 |
110826 |
98.845 |
98.855 |
98.830 |
98.830 |
unch |
1 |
2,491 |
+0 |
Total Volume and Open Interest |
103 |
9,884 |
-85 |
Long Gilt(LIFFE) |
Sep11 |
110826 |
128~29 |
129~13 |
128~16 |
128~17 |
-0~14 |
281,480 |
187,843 |
-105,244 |
Dec11 |
110826 |
127~24 |
128~04 |
127~07 |
127~08 |
-0~14 |
174,451 |
221,645 |
+108,283 |
Total Volume and Open Interest |
455,931 |
409,488 |
+3,039 |
3-Mth Short Sterling(LIFFE) |
Sep11 |
110826 |
99.08 |
99.09 |
99.06 |
99.08 |
-0.01 |
33,321 |
367,181 |
-6,576 |
Dec11 |
110826 |
98.99 |
99.01 |
98.96 |
98.97 |
-0.02 |
53,816 |
452,250 |
+11,251 |
Mar12 |
110826 |
99.02 |
99.04 |
99.00 |
99.01 |
-0.01 |
44,266 |
345,885 |
-4,894 |
Jun12 |
110826 |
99.05 |
99.07 |
99.02 |
99.04 |
unch |
33,009 |
234,963 |
-539 |
Sep12 |
110826 |
99.04 |
99.07 |
99.01 |
99.03 |
-0.01 |
54,259 |
273,323 |
-3,853 |
Dec12 |
110826 |
98.99 |
99.02 |
98.95 |
98.97 |
-0.01 |
46,064 |
239,513 |
-1,711 |
Total Volume and Open Interest |
339,003 |
2,382,980 |
-6,609 |
3-Mth Euribor(LIFFE) |
Sep11 |
110826 |
98.495 |
98.510 |
98.485 |
98.495 |
unch |
86,561 |
661,130 |
+1,342 |
Dec11 |
110826 |
98.700 |
98.730 |
98.680 |
98.705 |
+0.005 |
139,684 |
590,378 |
-4,888 |
Mar12 |
110826 |
98.845 |
98.870 |
98.805 |
98.830 |
unch |
114,031 |
463,542 |
-4,166 |
Total Volume and Open Interest |
814,944 |
3,460,652 |
-3,876 |
3-Mth Aus T-Bills(SFE) |
Sep11 |
110826 |
95.29 |
95.30 |
95.24 |
95.28 |
-0.02 |
22,705 |
148,268 |
-4,365 |
Dec11 |
110826 |
95.86 |
95.88 |
95.76 |
95.85 |
-0.03 |
36,498 |
244,210 |
+3,278 |
Mar12 |
110826 |
96.16 |
96.19 |
96.06 |
96.15 |
-0.04 |
18,353 |
158,801 |
+4,479 |
Jun12 |
110826 |
96.15 |
96.17 |
96.04 |
96.14 |
-0.03 |
5,760 |
88,963 |
-483 |
Sep12 |
110826 |
95.99 |
95.99 |
95.90 |
95.99 |
-0.02 |
3,579 |
62,285 |
+1,457 |
Dec12 |
110826 |
95.81 |
95.82 |
95.73 |
95.82 |
-0.01 |
1,458 |
38,793 |
+485 |
Mar13 |
110826 |
95.66 |
95.67 |
95.57 |
95.67 |
+0.01 |
1,294 |
37,833 |
-236 |
Jun13 |
110826 |
95.53 |
95.54 |
95.43 |
95.54 |
+0.02 |
1,084 |
18,576 |
-198 |
Sep13 |
110826 |
95.34 |
95.44 |
95.33 |
95.44 |
+0.01 |
14 |
3,508 |
+1 |
Dec13 |
110826 |
95.29 |
95.35 |
95.29 |
95.35 |
+0.03 |
6 |
1,735 |
-6 |
Total Volume and Open Interest |
90,751 |
803,118 |
+4,412 |
10-Year Aus T-Bonds(SFE) |
Sep11 |
110826 |
95.55 |
95.62 |
95.49 |
95.61 |
+0.04 |
50,332 |
386,473 |
+3,614 |
Dec11 |
110826 |
95.61 |
95.61 |
95.61 |
95.61 |
+0.04 |
|
|
|
Total Volume and Open Interest |
50,332 |
386,473 |
+3,614 |
3-Year Aus T-Bonds(SFE) |
Sep11 |
110826 |
96.16 |
96.20 |
96.07 |
96.17 |
-0.01 |
169,405 |
662,559 |
+20,209 |
Dec11 |
110826 |
96.17 |
96.17 |
96.17 |
96.17 |
-0.01 |
|
|
|
Total Volume and Open Interest |
169,405 |
662,559 |
+20,209 |
Gold(CMX) |
Aug11 |
110826 |
1768.5 |
1829.3 |
1768.5 |
1794.1 |
+34.3 |
864 |
723 |
+15 |
Oct11 |
110826 |
1772.4 |
1826.4 |
1757.7 |
1795.1 |
+34.5 |
26,807 |
40,748 |
+10,134 |
Dec11 |
110826 |
1776.4 |
1828.9 |
1759.5 |
1797.3 |
+34.1 |
384,694 |
340,628 |
-15,796 |
Feb12 |
110826 |
1770.0 |
1833.1 |
1762.0 |
1798.8 |
+34.1 |
2,105 |
30,782 |
+322 |
Apr12 |
110826 |
1769.3 |
1834.5 |
1769.3 |
1800.3 |
+34.0 |
399 |
7,515 |
+7 |
Jun12 |
110826 |
1771.1 |
1837.2 |
1771.1 |
1802.0 |
+33.9 |
503 |
16,676 |
+86 |
Aug12 |
110826 |
1797.5 |
1803.7 |
1777.0 |
1803.7 |
+33.8 |
60 |
6,237 |
-34 |
Oct12 |
110826 |
1787.8 |
1805.4 |
1787.8 |
1805.4 |
+33.7 |
3 |
4,189 |
+0 |
Dec12 |
110826 |
1785.8 |
1839.0 |
1774.0 |
1807.3 |
+33.6 |
459 |
13,589 |
-133 |
Feb13 |
110826 |
1794.0 |
1809.2 |
1783.6 |
1809.2 |
+33.5 |
5 |
3,105 |
+0 |
Apr13 |
110826 |
1811.2 |
1811.2 |
1811.2 |
1811.2 |
+33.4 |
0 |
335 |
+0 |
Jun13 |
110826 |
1813.4 |
1813.4 |
1813.4 |
1813.4 |
+33.3 |
214 |
11,913 |
+25 |
Total Volume and Open Interest |
420,992 |
514,635 |
-5,325 |
Silver(CMX) |
Sep11 |
110826 |
4116.0 |
4172.5 |
4012.0 |
4095.2 |
+20.7 |
88,113 |
22,840 |
-5,357 |
Dec11 |
110826 |
4124.0 |
4178.0 |
4017.0 |
4100.1 |
+20.8 |
39,983 |
63,053 |
+3,537 |
Mar12 |
110826 |
4079.0 |
4156.0 |
4067.0 |
4101.3 |
+20.9 |
1,640 |
7,543 |
+198 |
May12 |
110826 |
4079.5 |
4103.0 |
4073.5 |
4100.3 |
+20.9 |
26 |
2,325 |
+0 |
Jul12 |
110826 |
4111.0 |
4111.0 |
4040.0 |
4099.3 |
+21.0 |
26 |
1,987 |
-10 |
Sep12 |
110826 |
4074.0 |
4097.2 |
4074.0 |
4097.2 |
+21.1 |
239 |
361 |
+22 |
Dec12 |
110826 |
4072.5 |
4121.0 |
4023.5 |
4091.7 |
+21.1 |
101 |
8,511 |
-12 |
Total Volume and Open Interest |
130,635 |
118,443 |
-1,611 |
Platinum(NYMEX) |
Oct11 |
110826 |
1824.5 |
1836.8 |
1809.2 |
1826.9 |
+4.5 |
9,199 |
36,132 |
-1,469 |
Jan12 |
110826 |
1828.0 |
1838.7 |
1811.5 |
1829.7 |
+4.9 |
410 |
2,844 |
+64 |
Apr12 |
110826 |
1829.6 |
1844.5 |
1824.0 |
1832.7 |
+4.5 |
24 |
585 |
+3 |
Jul12 |
110826 |
1835.0 |
1836.1 |
1835.0 |
1836.1 |
+4.5 |
0 |
23 |
+0 |
Total Volume and Open Interest |
9,633 |
39,586 |
-1,402 |
Palladium(NYMEX) |
Sep11 |
110826 |
752.70 |
763.00 |
745.25 |
756.35 |
+5.20 |
4,066 |
5,047 |
-2,838 |
Dec11 |
110826 |
755.00 |
763.95 |
745.50 |
758.10 |
+4.90 |
2,742 |
15,101 |
+1,783 |
Mar12 |
110826 |
103.99 |
103.99 |
103.99 |
103.99 |
+4.90 |
0 |
92 |
+0 |
Total Volume and Open Interest |
6,808 |
20,244 |
-1,055 |
Copper(CMX) |
Sep11 |
110826 |
408.00 |
412.60 |
404.55 |
409.90 |
+2.00 |
38,503 |
22,416 |
-3,108 |
Dec11 |
110826 |
410.10 |
414.50 |
406.55 |
411.75 |
+1.95 |
16,808 |
70,406 |
+2,055 |
Mar12 |
110826 |
409.95 |
414.90 |
409.95 |
413.30 |
+1.90 |
1,224 |
18,958 |
+479 |
May12 |
110826 |
410.05 |
413.85 |
410.00 |
413.85 |
+1.80 |
59 |
3,840 |
-2 |
Jul12 |
110826 |
415.15 |
416.50 |
414.00 |
414.10 |
+1.75 |
40 |
1,092 |
-1 |
Total Volume and Open Interest |
57,231 |
124,489 |
-337 |
DJIA Index(CBOT) |
Sep11 |
110826 |
11131 |
11300 |
10919 |
11279 |
+148 |
391 |
13,630 |
+30 |
Dec11 |
110826 |
11000 |
11208 |
10880 |
11208 |
+149 |
11 |
204 |
-2 |
Mar12 |
110826 |
11139 |
11139 |
10990 |
11139 |
+149 |
|
|
|
Jun12 |
110826 |
11069 |
11069 |
10920 |
11069 |
+149 |
|
|
|
Total Volume and Open Interest |
402 |
13,834 |
+28 |
E-mini DJIA Index(CBOT) |
Sep11 |
110826 |
11131 |
11310 |
10909 |
11279 |
+148 |
148,025 |
74,355 |
-2,041 |
Dec11 |
110826 |
11096 |
11223 |
10850 |
11208 |
+149 |
104 |
1,522 |
+4 |
Mar12 |
110826 |
11139 |
11139 |
11139 |
11139 |
+149 |
0 |
13 |
+0 |
Jun12 |
110826 |
11069 |
11069 |
11069 |
11069 |
+149 |
|
|
|
Total Volume and Open Interest |
148,129 |
75,890 |
-2,037 |
S & P 500(CME) |
Sep11 |
110826 |
1157.40 |
1179.30 |
1133.50 |
1176.00 |
+18.50 |
26,621 |
360,927 |
+11,935 |
Dec11 |
110826 |
1145.50 |
1172.10 |
1128.70 |
1170.30 |
+18.50 |
761 |
25,476 |
+501 |
Mar12 |
110826 |
1164.80 |
1166.60 |
1122.30 |
1164.80 |
+18.50 |
0 |
645 |
-2 |
Jun12 |
110826 |
1159.30 |
1161.10 |
1116.80 |
1159.30 |
+18.50 |
0 |
27 |
+0 |
Total Volume and Open Interest |
27,382 |
387,175 |
+12,434 |
S & P 500 E-Mini(Globex) |
Sep11 |
110826 |
1157.00 |
1179.75 |
1132.75 |
1176.00 |
+18.50 |
3,198,280 |
3,429,011 |
+33,550 |
Dec11 |
110826 |
1151.25 |
1173.50 |
1126.75 |
1170.25 |
+18.50 |
15,620 |
77,594 |
+8,841 |
Total Volume and Open Interest |
3,213,932 |
3,507,302 |
+42,385 |
NASDAQ 100(CME) |
Sep11 |
110826 |
2120.00 |
2168.00 |
2079.00 |
2164.00 |
+53.00 |
2,995 |
26,476 |
+1,436 |
Dec11 |
110826 |
2159.00 |
2160.00 |
2095.00 |
2159.00 |
+53.00 |
0 |
67 |
+0 |
Mar12 |
110826 |
2154.80 |
2155.80 |
2154.80 |
2154.80 |
+53.00 |
|
|
|
Total Volume and Open Interest |
2,995 |
26,543 |
+1,436 |
NASDAQ 100 E-Mini(Globex) |
Sep11 |
110826 |
2111.00 |
2169.00 |
2080.80 |
2164.00 |
+53.00 |
308,466 |
367,312 |
+5,756 |
Dec11 |
110826 |
2109.80 |
2162.30 |
2078.00 |
2159.00 |
+53.00 |
242 |
6,217 |
+14 |
Total Volume and Open Interest |
308,727 |
373,550 |
+5,759 |
S & P Midcap 400(CME) |
Sep11 |
110826 |
834.80 |
836.00 |
800.00 |
834.80 |
+20.70 |
1 |
4,805 |
+180 |
Dec11 |
110826 |
829.70 |
830.90 |
829.70 |
829.70 |
+20.70 |
|
|
|
Mar12 |
110826 |
828.00 |
829.20 |
828.00 |
828.00 |
+20.70 |
|
|
|
Total Volume and Open Interest |
1 |
4,805 |
+180 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Sep11 |
110826 |
8745 |
8820 |
8635 |
8800 |
+55 |
10,661 |
29,876 |
-142 |
Dec11 |
110826 |
8750 |
8765 |
8635 |
8765 |
+50 |
137 |
376 |
+112 |
Total Volume and Open Interest |
10,798 |
30,252 |
-30 |
Nikkei 225(SGX) |
Sep11 |
110826 |
8815 |
8865 |
8710 |
8790 |
-5 |
131,039 |
224,664 |
-1,889 |
Dec11 |
110826 |
8770 |
8800 |
8660 |
8730 |
-5 |
423 |
10,544 |
+104 |
Mar12 |
110826 |
8720 |
8720 |
8720 |
8720 |
-5 |
0 |
11 |
+0 |
Total Volume and Open Interest |
131,642 |
242,117 |
-1,803 |
CAC 40(EURONEXT) |
Sep11 |
110826 |
3120.0 |
3123.0 |
3007.0 |
3083.5 |
-29.0 |
99,722 |
312,307 |
+12,488 |
Oct11 |
110826 |
3108.0 |
3117.0 |
3006.5 |
3080.0 |
-29.5 |
253 |
686 |
+102 |
Nov11 |
110826 |
3077.5 |
3077.5 |
3077.5 |
3077.5 |
-29.0 |
1 |
1 |
+0 |
Total Volume and Open Interest |
99,981 |
313,062 |
+12,596 |
Hang Seng Index(HKFE) |
Aug11 |
110826 |
19783 |
19932 |
19516 |
19529 |
-254 |
103,057 |
86,341 |
-12,468 |
Sep11 |
110826 |
19717 |
19828 |
19414 |
19427 |
-258 |
29,955 |
42,815 |
+22,630 |
Total Volume and Open Interest |
133,554 |
133,971 |
+10,315 |
DAX(EUREX) |
Sep11 |
110826 |
5582.0 |
5592.0 |
5405.0 |
5532.5 |
-56.0 |
242,263 |
179,389 |
-7,922 |
Dec11 |
110826 |
5593.0 |
5605.0 |
5429.0 |
5549.5 |
-56.0 |
874 |
12,873 |
+156 |
Mar12 |
110826 |
5593.0 |
5618.5 |
5450.0 |
5570.0 |
-56.5 |
57 |
1,570 |
+30 |
Total Volume and Open Interest |
243,194 |
193,832 |
-7,736 |
FT-SE 100(EURONEXT) |
Sep11 |
110826 |
5115.50 |
5172.00 |
5006.50 |
5122.50 |
-8.00 |
153,743 |
617,255 |
+2,885 |
Dec11 |
110826 |
5096.00 |
5125.00 |
4990.00 |
5097.00 |
-8.50 |
1,645 |
13,779 |
+1,539 |
Mar12 |
110826 |
5060.00 |
5060.00 |
5060.00 |
5060.00 |
-9.00 |
0 |
308 |
+0 |
Total Volume and Open Interest |
155,438 |
631,799 |
+4,474 |
SPI 200(SFE) |
Sep11 |
110826 |
4225.0 |
4245.0 |
4155.0 |
4197.0 |
-17.0 |
41,073 |
237,465 |
+8,394 |
Dec11 |
110826 |
4222.0 |
4253.0 |
4175.0 |
4207.0 |
-14.0 |
1,638 |
7,336 |
+1,503 |
Mar12 |
110826 |
4185.0 |
4185.0 |
4185.0 |
4185.0 |
-15.0 |
16 |
2,002 |
-15 |
Total Volume and Open Interest |
42,761 |
248,234 |
+9,849 |
GSCI(CME) |
Sep11 |
110826 |
649.00 |
658.80 |
644.50 |
658.80 |
+6.55 |
179 |
8,809 |
-52 |
Oct11 |
110826 |
649.00 |
658.50 |
645.00 |
658.50 |
+6.50 |
2 |
0 |
+0 |
Nov11 |
110826 |
659.90 |
659.90 |
647.00 |
659.90 |
+5.90 |
|
|
|
Total Volume and Open Interest |
181 |
8,809 |
-52 |
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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