|
MRCI's End of Day Prices |
Daily Futures Price Listing Mon August 29, 2011 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Sep11 |
110829 |
1413.50 |
1438.75 |
1411.25 |
1438.00 |
+23.25 |
21,689 |
20,086 |
-4,411 |
Nov11 |
110829 |
1421.50 |
1447.75 |
1420.25 |
1447.00 |
+23.50 |
134,254 |
329,101 |
+13,613 |
Jan12 |
110829 |
1430.00 |
1456.50 |
1429.25 |
1456.00 |
+23.25 |
19,887 |
68,195 |
+2,336 |
Mar12 |
110829 |
1431.75 |
1459.00 |
1429.25 |
1457.00 |
+24.50 |
9,485 |
41,866 |
+1,694 |
May12 |
110829 |
1426.00 |
1453.00 |
1426.00 |
1450.50 |
+22.50 |
11,577 |
42,970 |
+1,918 |
Jul12 |
110829 |
1429.50 |
1452.00 |
1429.25 |
1452.00 |
+22.00 |
9,232 |
25,405 |
+1,298 |
Aug12 |
110829 |
1434.00 |
1434.00 |
1414.00 |
1434.00 |
+20.00 |
609 |
592 |
+285 |
Sep12 |
110829 |
1401.00 |
1401.00 |
1383.00 |
1401.00 |
+18.00 |
277 |
381 |
+133 |
Nov12 |
110829 |
1350.00 |
1373.00 |
1349.50 |
1371.00 |
+17.75 |
3,510 |
23,123 |
+246 |
Jan13 |
110829 |
1350.00 |
1375.00 |
1350.00 |
1374.50 |
+17.75 |
21 |
5,139 |
+3 |
Mar13 |
110829 |
1376.75 |
1376.75 |
1359.00 |
1376.75 |
+17.75 |
6 |
108 |
+0 |
May13 |
110829 |
1375.00 |
1375.00 |
1357.25 |
1375.00 |
+17.75 |
0 |
20 |
+0 |
Jul13 |
110829 |
1370.00 |
1378.00 |
1360.25 |
1378.00 |
+17.75 |
1 |
157 |
+0 |
Aug13 |
110829 |
1368.00 |
1368.00 |
1350.25 |
1368.00 |
+17.75 |
|
|
|
Total Volume and Open Interest |
210,553 |
558,218 |
+17,113 |
Soybean Meal(CBOT) |
Sep11 |
110829 |
374.00 |
380.00 |
373.50 |
379.20 |
+3.20 |
20,715 |
17,523 |
-3,287 |
Oct11 |
110829 |
376.20 |
381.90 |
376.00 |
381.30 |
+5.10 |
15,067 |
25,769 |
+730 |
Dec11 |
110829 |
380.80 |
387.10 |
380.70 |
386.40 |
+5.30 |
48,337 |
109,259 |
+4,661 |
Jan12 |
110829 |
384.70 |
388.60 |
383.70 |
388.10 |
+5.10 |
1,550 |
11,461 |
+537 |
Mar12 |
110829 |
386.00 |
389.50 |
385.20 |
389.20 |
+5.10 |
2,066 |
7,905 |
+368 |
May12 |
110829 |
382.90 |
388.50 |
382.90 |
387.70 |
+5.00 |
2,245 |
11,232 |
+223 |
Jul12 |
110829 |
383.00 |
388.00 |
383.00 |
387.60 |
+5.30 |
2,432 |
5,458 |
+821 |
Aug12 |
110829 |
380.00 |
385.00 |
380.00 |
382.40 |
+5.10 |
208 |
776 |
+102 |
Sep12 |
110829 |
372.00 |
375.00 |
368.30 |
373.20 |
+4.90 |
90 |
881 |
+12 |
Oct12 |
110829 |
365.00 |
365.00 |
358.20 |
358.20 |
+3.90 |
72 |
1,021 |
+16 |
Total Volume and Open Interest |
93,367 |
194,503 |
+4,408 |
Soybean Oil(CBOT) |
Sep11 |
110829 |
56.60 |
58.05 |
56.44 |
58.00 |
+1.40 |
20,580 |
22,890 |
-3,384 |
Oct11 |
110829 |
56.80 |
58.24 |
56.64 |
58.19 |
+1.26 |
11,423 |
36,158 |
+424 |
Dec11 |
110829 |
57.20 |
58.65 |
57.01 |
58.58 |
+1.26 |
60,479 |
141,077 |
+3,815 |
Jan12 |
110829 |
57.23 |
58.79 |
57.23 |
58.75 |
+1.21 |
4,550 |
29,144 |
+369 |
Mar12 |
110829 |
57.77 |
58.87 |
57.50 |
58.84 |
+1.16 |
3,643 |
22,339 |
+223 |
May12 |
110829 |
57.50 |
58.82 |
57.47 |
58.82 |
+1.10 |
3,255 |
14,290 |
+437 |
Jul12 |
110829 |
57.57 |
58.91 |
57.56 |
58.91 |
+1.09 |
1,484 |
8,258 |
+291 |
Aug12 |
110829 |
57.91 |
58.85 |
57.85 |
58.85 |
+1.03 |
1 |
540 |
+1 |
Sep12 |
110829 |
57.83 |
58.80 |
57.80 |
58.80 |
+1.03 |
9 |
426 |
+9 |
Oct12 |
110829 |
58.60 |
58.60 |
57.62 |
58.60 |
+0.98 |
0 |
392 |
+0 |
Total Volume and Open Interest |
105,748 |
278,598 |
+2,230 |
Canola(WCE) |
Nov11 |
110829 |
569.6 |
582.8 |
568.5 |
581.2 |
+13.7 |
10,496 |
106,891 |
+2,040 |
Jan12 |
110829 |
579.0 |
590.0 |
579.0 |
589.4 |
+13.4 |
1,841 |
34,232 |
+201 |
Mar12 |
110829 |
588.9 |
599.1 |
588.9 |
597.5 |
+13.3 |
1,722 |
16,259 |
+935 |
May12 |
110829 |
595.5 |
605.0 |
595.5 |
604.0 |
+13.3 |
1,744 |
9,437 |
+406 |
Jul12 |
110829 |
595.5 |
609.5 |
595.5 |
608.9 |
+13.3 |
208 |
4,463 |
+44 |
Total Volume and Open Interest |
16,125 |
173,904 |
+3,653 |
Corn(CBOT) |
Sep11 |
110829 |
751.75 |
765.50 |
751.50 |
756.25 |
+3.75 |
112,298 |
101,552 |
-24,836 |
Dec11 |
110829 |
766.00 |
779.00 |
765.25 |
770.00 |
+3.00 |
229,980 |
712,550 |
+13,732 |
Mar12 |
110829 |
777.00 |
789.00 |
776.50 |
781.75 |
+3.50 |
32,903 |
194,672 |
+6,340 |
May12 |
110829 |
781.50 |
791.75 |
781.00 |
785.75 |
+3.75 |
7,763 |
42,040 |
+871 |
Jul12 |
110829 |
783.50 |
794.00 |
782.25 |
787.75 |
+3.75 |
13,738 |
80,689 |
+844 |
Sep12 |
110829 |
713.00 |
717.00 |
710.00 |
716.50 |
+2.50 |
2,860 |
15,927 |
+726 |
Dec12 |
110829 |
665.00 |
669.50 |
660.75 |
666.50 |
+1.00 |
9,750 |
90,400 |
+1,395 |
Mar13 |
110829 |
674.00 |
675.00 |
668.00 |
674.00 |
+0.75 |
317 |
18,157 |
+159 |
May13 |
110829 |
673.25 |
678.00 |
673.25 |
678.00 |
+0.75 |
114 |
554 |
+43 |
Jul13 |
110829 |
680.00 |
681.50 |
676.00 |
681.50 |
+0.75 |
44 |
887 |
+3 |
Total Volume and Open Interest |
410,111 |
1,268,185 |
-640 |
Wheat(CBOT) |
Sep11 |
110829 |
762.25 |
771.50 |
755.50 |
757.25 |
-5.00 |
26,609 |
25,693 |
-12,103 |
Dec11 |
110829 |
797.00 |
805.50 |
793.25 |
795.00 |
-2.00 |
58,536 |
219,565 |
+671 |
Mar12 |
110829 |
825.75 |
833.50 |
823.75 |
827.75 |
+1.25 |
9,185 |
75,907 |
+1,071 |
May12 |
110829 |
834.25 |
841.25 |
831.25 |
838.75 |
+4.00 |
2,215 |
15,182 |
+434 |
Jul12 |
110829 |
832.75 |
844.00 |
831.00 |
842.25 |
+6.50 |
3,168 |
52,891 |
+143 |
Sep12 |
110829 |
843.25 |
852.00 |
843.25 |
852.00 |
+6.25 |
135 |
2,764 |
+56 |
Total Volume and Open Interest |
100,992 |
418,874 |
-9,408 |
Wheat(KCBT) |
Sep11 |
110829 |
862.25 |
874.50 |
859.75 |
874.00 |
+8.00 |
13,661 |
26,315 |
-7,925 |
Dec11 |
110829 |
887.25 |
899.75 |
885.00 |
899.00 |
+7.00 |
22,308 |
90,117 |
+4,643 |
Mar12 |
110829 |
900.00 |
910.75 |
896.50 |
910.50 |
+7.00 |
3,316 |
31,365 |
+367 |
May12 |
110829 |
902.25 |
911.00 |
897.25 |
911.00 |
+6.25 |
244 |
4,616 |
+50 |
Jul12 |
110829 |
897.00 |
904.25 |
891.50 |
904.25 |
+6.75 |
1,949 |
20,156 |
+818 |
Sep12 |
110829 |
903.00 |
910.25 |
898.25 |
910.25 |
+6.75 |
70 |
1,431 |
+32 |
Total Volume and Open Interest |
41,613 |
175,839 |
-1,995 |
Wheat(MGE) |
Sep11 |
110829 |
955.00 |
962.25 |
945.50 |
948.25 |
-8.00 |
1,335 |
5,371 |
-541 |
Dec11 |
110829 |
938.00 |
946.50 |
934.25 |
939.00 |
+2.25 |
3,799 |
20,857 |
-859 |
Mar12 |
110829 |
940.00 |
948.00 |
938.00 |
942.25 |
+2.50 |
800 |
7,426 |
+42 |
May12 |
110829 |
943.75 |
948.25 |
939.50 |
944.75 |
+3.00 |
427 |
3,420 |
-65 |
Jul12 |
110829 |
942.75 |
948.50 |
941.00 |
946.00 |
+3.00 |
223 |
4,523 |
+2 |
Total Volume and Open Interest |
6,720 |
45,144 |
-1,416 |
Oats(CBOT) |
Sep11 |
110829 |
378.00 |
390.00 |
377.50 |
381.50 |
+2.50 |
362 |
822 |
-791 |
Dec11 |
110829 |
385.75 |
394.25 |
382.75 |
384.00 |
-4.00 |
1,309 |
11,240 |
+161 |
Mar12 |
110829 |
397.00 |
401.50 |
393.00 |
393.00 |
-5.00 |
50 |
1,210 |
+11 |
May12 |
110829 |
400.00 |
405.00 |
400.00 |
400.00 |
-5.00 |
0 |
35 |
+0 |
Total Volume and Open Interest |
1,722 |
13,341 |
-618 |
Rough Rice(CBOT) |
Sep11 |
110829 |
17.00 |
17.31 |
16.96 |
17.23 |
+0.24 |
1,156 |
3,600 |
-788 |
Nov11 |
110829 |
17.30 |
17.65 |
17.27 |
17.54 |
+0.23 |
1,381 |
12,237 |
+669 |
Jan12 |
110829 |
17.75 |
17.94 |
17.61 |
17.83 |
+0.22 |
50 |
1,773 |
+12 |
Mar12 |
110829 |
17.91 |
18.13 |
17.89 |
18.10 |
+0.22 |
18 |
907 |
+7 |
Total Volume and Open Interest |
2,605 |
18,686 |
-112 |
Live Cattle(CME) |
Aug11 |
110829 |
114.480 |
114.480 |
113.400 |
113.500 |
-0.800 |
667 |
1,629 |
-390 |
Oct11 |
110829 |
115.600 |
115.785 |
114.500 |
114.600 |
-0.600 |
23,145 |
122,424 |
-3,464 |
Dec11 |
110829 |
117.550 |
117.700 |
116.635 |
116.750 |
-0.350 |
14,127 |
96,456 |
+4,164 |
Feb12 |
110829 |
120.830 |
120.850 |
119.930 |
120.200 |
-0.200 |
3,849 |
46,294 |
+920 |
Apr12 |
110829 |
124.930 |
125.000 |
123.930 |
124.480 |
-0.320 |
2,424 |
29,351 |
+578 |
Jun12 |
110829 |
123.250 |
123.450 |
122.500 |
123.180 |
+0.030 |
737 |
11,395 |
+120 |
Total Volume and Open Interest |
45,076 |
309,987 |
+1,957 |
Feeder Cattle(CME) |
Sep11 |
110829 |
133.185 |
133.630 |
132.000 |
132.325 |
-0.275 |
1,508 |
6,669 |
-395 |
Oct11 |
110829 |
133.450 |
134.130 |
132.100 |
132.700 |
-0.585 |
2,881 |
12,953 |
-36 |
Nov11 |
110829 |
134.150 |
134.750 |
132.750 |
133.550 |
-0.235 |
943 |
6,297 |
+13 |
Jan12 |
110829 |
135.130 |
135.650 |
134.100 |
134.735 |
-0.300 |
361 |
3,665 |
+68 |
Mar12 |
110829 |
135.700 |
135.700 |
134.500 |
135.130 |
-0.405 |
143 |
1,092 |
+38 |
Apr12 |
110829 |
135.735 |
135.800 |
135.500 |
135.550 |
-0.250 |
56 |
297 |
+24 |
May12 |
110829 |
136.250 |
136.250 |
136.000 |
136.000 |
-0.600 |
9 |
240 |
+3 |
Total Volume and Open Interest |
5,909 |
31,221 |
-277 |
Lean Hogs(CME) |
Oct11 |
110829 |
87.430 |
87.430 |
86.180 |
86.400 |
-0.700 |
15,328 |
80,940 |
-3,844 |
Dec11 |
110829 |
84.635 |
84.750 |
83.480 |
83.680 |
-0.900 |
11,584 |
83,183 |
+1,103 |
Feb12 |
110829 |
88.035 |
88.230 |
87.330 |
87.500 |
-0.385 |
3,904 |
40,811 |
+36 |
Apr12 |
110829 |
90.750 |
90.930 |
90.230 |
90.400 |
-0.180 |
1,474 |
25,630 |
+134 |
May12 |
110829 |
95.000 |
95.300 |
94.800 |
94.800 |
-0.100 |
43 |
1,027 |
+18 |
Jun12 |
110829 |
97.500 |
97.550 |
96.800 |
97.200 |
+0.050 |
482 |
12,447 |
+79 |
Jul12 |
110829 |
96.100 |
96.350 |
95.600 |
95.800 |
+0.200 |
82 |
3,726 |
+19 |
Aug12 |
110829 |
94.430 |
95.035 |
94.430 |
94.750 |
+0.250 |
57 |
2,399 |
+13 |
Total Volume and Open Interest |
32,978 |
251,150 |
-2,429 |
Class III Milk(CME) |
Aug11 |
110829 |
21.56 |
21.58 |
21.54 |
21.58 |
+0.01 |
128 |
6,518 |
-14 |
Sep11 |
110829 |
18.60 |
18.85 |
18.55 |
18.64 |
+0.02 |
352 |
6,144 |
-36 |
Oct11 |
110829 |
18.41 |
18.63 |
18.39 |
18.48 |
+0.09 |
263 |
5,042 |
-28 |
Nov11 |
110829 |
18.29 |
18.40 |
18.24 |
18.29 |
+0.05 |
157 |
4,470 |
-24 |
Dec11 |
110829 |
17.99 |
18.10 |
17.95 |
18.00 |
+0.05 |
72 |
4,054 |
+15 |
Total Volume and Open Interest |
1,177 |
37,297 |
+14 |
Cocoa(ICE) |
Sep11 |
110829 |
3110 |
3132 |
3110 |
3120 |
+61 |
0 |
36 |
+0 |
Dec11 |
110829 |
3090 |
3142 |
3088 |
3135 |
+60 |
5,720 |
69,417 |
-791 |
Mar12 |
110829 |
3122 |
3171 |
3122 |
3165 |
+58 |
1,065 |
49,487 |
-407 |
May12 |
110829 |
3141 |
3174 |
3127 |
3168 |
+57 |
77 |
15,814 |
-10 |
Jul12 |
110829 |
3158 |
3175 |
3136 |
3175 |
+54 |
49 |
6,782 |
+11 |
Sep12 |
110829 |
3154 |
3181 |
3146 |
3181 |
+47 |
68 |
9,606 |
+32 |
Dec12 |
110829 |
3189 |
3189 |
3189 |
3189 |
+47 |
24 |
5,709 |
+16 |
Total Volume and Open Interest |
7,003 |
161,379 |
-1,149 |
Coffee "C"(ICE) |
Sep11 |
110829 |
280.65 |
284.95 |
280.00 |
284.95 |
+6.05 |
104 |
529 |
-69 |
Dec11 |
110829 |
279.90 |
284.75 |
279.90 |
284.45 |
+5.25 |
10,662 |
70,370 |
+805 |
Mar12 |
110829 |
282.00 |
287.00 |
282.00 |
286.95 |
+5.25 |
2,387 |
17,981 |
+273 |
May12 |
110829 |
283.00 |
287.20 |
283.00 |
287.05 |
+5.35 |
716 |
8,413 |
+111 |
Jul12 |
110829 |
281.15 |
285.30 |
281.15 |
285.30 |
+5.00 |
421 |
2,720 |
+60 |
Sep12 |
110829 |
279.10 |
283.10 |
279.10 |
283.10 |
+4.25 |
83 |
2,093 |
+52 |
Total Volume and Open Interest |
14,476 |
104,156 |
+1,296 |
Orange Juice(ICE) |
Sep11 |
110829 |
167.50 |
169.50 |
165.00 |
166.70 |
-0.95 |
690 |
1,349 |
-648 |
Nov11 |
110829 |
162.30 |
162.50 |
156.85 |
157.20 |
-4.20 |
1,039 |
17,712 |
+468 |
Jan12 |
110829 |
161.85 |
161.85 |
157.35 |
157.45 |
-3.75 |
88 |
3,300 |
-4 |
Mar12 |
110829 |
160.70 |
160.70 |
158.00 |
158.15 |
-3.25 |
45 |
1,451 |
-13 |
May12 |
110829 |
158.50 |
158.55 |
158.50 |
158.55 |
-2.60 |
28 |
434 |
+11 |
Jul12 |
110829 |
158.15 |
158.25 |
158.15 |
158.15 |
-3.00 |
1 |
153 |
+0 |
Total Volume and Open Interest |
1,891 |
24,410 |
-186 |
Sugar #11(ICE) |
Oct11 |
110829 |
30.15 |
30.25 |
29.79 |
29.89 |
-0.33 |
46,088 |
245,398 |
-3,771 |
Mar12 |
110829 |
29.30 |
29.30 |
28.77 |
28.98 |
-0.35 |
36,226 |
162,665 |
-2,134 |
May12 |
110829 |
27.41 |
27.74 |
27.21 |
27.48 |
-0.26 |
4,432 |
44,484 |
+266 |
Jul12 |
110829 |
26.51 |
26.54 |
26.00 |
26.27 |
-0.24 |
3,848 |
64,437 |
-689 |
Oct12 |
110829 |
25.50 |
25.50 |
25.18 |
25.44 |
-0.20 |
2,676 |
30,548 |
-667 |
Total Volume and Open Interest |
96,204 |
592,890 |
-6,646 |
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 |
110829 |
103.10 |
105.41 |
103.10 |
104.77 |
+0.85 |
16 |
430 |
-1 |
Dec11 |
110829 |
104.10 |
105.78 |
103.50 |
104.92 |
+0.60 |
5,629 |
93,358 |
-708 |
Mar12 |
110829 |
101.74 |
102.75 |
101.15 |
102.38 |
+0.50 |
1,688 |
33,751 |
+213 |
May12 |
110829 |
100.15 |
101.84 |
100.15 |
101.17 |
+0.31 |
181 |
6,374 |
-98 |
Jul12 |
110829 |
99.34 |
100.94 |
99.34 |
100.13 |
+0.08 |
149 |
8,982 |
+143 |
Oct12 |
110829 |
98.02 |
98.02 |
98.02 |
98.02 |
-0.78 |
0 |
3 |
+0 |
Total Volume and Open Interest |
7,671 |
146,987 |
-454 |
Lumber(CME) |
Sep11 |
110829 |
234.0 |
235.7 |
230.0 |
232.1 |
-0.4 |
263 |
1,577 |
-109 |
Nov11 |
110829 |
241.7 |
244.6 |
235.9 |
239.5 |
-0.4 |
594 |
6,098 |
+26 |
Jan12 |
110829 |
262.0 |
263.0 |
257.8 |
259.5 |
-1.0 |
89 |
1,728 |
+54 |
Mar12 |
110829 |
274.0 |
276.0 |
274.0 |
274.0 |
-0.9 |
3 |
152 |
+0 |
Total Volume and Open Interest |
949 |
9,558 |
-29 |
Crude Oil(NYM) |
Oct11 |
110829 |
85.33 |
87.62 |
85.11 |
87.27 |
+1.90 |
283,261 |
301,629 |
-3,370 |
Nov11 |
110829 |
85.85 |
87.88 |
85.45 |
87.57 |
+1.87 |
43,986 |
156,643 |
+4,746 |
Dec11 |
110829 |
86.20 |
88.22 |
85.85 |
87.87 |
+1.81 |
51,123 |
202,995 |
+3,504 |
Jan12 |
110829 |
86.27 |
88.55 |
86.27 |
88.21 |
+1.76 |
13,374 |
84,632 |
+873 |
Feb12 |
110829 |
87.00 |
88.87 |
86.85 |
88.57 |
+1.71 |
4,277 |
32,119 |
+340 |
Mar12 |
110829 |
87.60 |
89.29 |
87.27 |
88.93 |
+1.65 |
5,096 |
41,057 |
-320 |
Apr12 |
110829 |
87.80 |
89.51 |
87.80 |
89.32 |
+1.61 |
3,303 |
25,245 |
-142 |
May12 |
110829 |
89.44 |
89.94 |
89.38 |
89.71 |
+1.57 |
2,682 |
23,162 |
+117 |
Jun12 |
110829 |
88.44 |
90.50 |
88.44 |
90.08 |
+1.52 |
12,902 |
76,330 |
+361 |
Jul12 |
110829 |
90.07 |
90.43 |
90.07 |
90.43 |
+1.46 |
1,633 |
33,797 |
+78 |
Aug12 |
110829 |
90.70 |
90.70 |
90.61 |
90.68 |
+1.39 |
2,634 |
15,431 |
-437 |
Sep12 |
110829 |
91.14 |
91.14 |
90.90 |
90.90 |
+1.35 |
3,030 |
18,550 |
-312 |
Oct12 |
110829 |
91.10 |
91.10 |
91.10 |
91.10 |
+1.31 |
3,802 |
14,283 |
+684 |
Nov12 |
110829 |
91.30 |
91.30 |
91.30 |
91.30 |
+1.27 |
3,200 |
18,843 |
+560 |
Dec12 |
110829 |
90.03 |
91.97 |
90.03 |
91.51 |
+1.24 |
20,629 |
151,484 |
-510 |
Jan13 |
110829 |
91.62 |
91.62 |
91.62 |
91.62 |
+1.20 |
868 |
19,221 |
-35 |
Total Volume and Open Interest |
468,231 |
1,482,421 |
+9,283 |
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 |
110829 |
85.425 |
88.300 |
85.125 |
87.275 |
+1.900 |
9,177 |
1,608 |
-153 |
Nov11 |
110829 |
85.925 |
88.500 |
85.425 |
87.575 |
+1.875 |
390 |
604 |
+69 |
Dec11 |
110829 |
85.875 |
88.100 |
85.875 |
87.875 |
+1.825 |
120 |
333 |
+6 |
Jan12 |
110829 |
88.000 |
88.425 |
88.000 |
88.200 |
+1.750 |
0 |
4 |
+0 |
Feb12 |
110829 |
88.575 |
88.575 |
88.575 |
88.575 |
+1.725 |
2 |
15 |
+0 |
Mar12 |
110829 |
89.000 |
89.000 |
88.925 |
88.925 |
+1.650 |
6 |
15 |
+0 |
Apr12 |
110829 |
89.325 |
89.325 |
89.325 |
89.325 |
+1.625 |
12 |
8 |
+0 |
May12 |
110829 |
89.700 |
89.700 |
89.700 |
89.700 |
+1.550 |
16 |
8 |
+0 |
Total Volume and Open Interest |
9,737 |
2,863 |
-76 |
Heating Oil(NYM) |
Sep11 |
110829 |
300.06 |
304.12 |
298.85 |
301.02 |
+0.01 |
27,539 |
20,236 |
-9,941 |
Oct11 |
110829 |
301.54 |
304.78 |
299.51 |
301.73 |
+0.15 |
53,979 |
84,418 |
+5,500 |
Nov11 |
110829 |
301.04 |
305.36 |
300.29 |
302.47 |
+0.36 |
13,744 |
39,458 |
-327 |
Dec11 |
110829 |
301.39 |
305.93 |
300.91 |
303.18 |
+0.54 |
14,511 |
51,840 |
-705 |
Jan12 |
110829 |
304.00 |
306.20 |
303.86 |
303.91 |
+0.72 |
3,820 |
30,735 |
+20 |
Feb12 |
110829 |
303.66 |
305.25 |
303.46 |
303.46 |
+0.84 |
1,810 |
12,874 |
+747 |
Mar12 |
110829 |
300.48 |
304.45 |
300.48 |
302.16 |
+0.89 |
2,273 |
10,434 |
+219 |
Apr12 |
110829 |
301.00 |
302.00 |
299.88 |
299.88 |
+0.96 |
289 |
5,220 |
+45 |
May12 |
110829 |
299.44 |
299.44 |
297.76 |
297.76 |
+1.00 |
291 |
5,335 |
+36 |
Jun12 |
110829 |
296.48 |
299.22 |
296.48 |
296.81 |
+1.09 |
2,287 |
26,990 |
-99 |
Jul12 |
110829 |
299.00 |
299.00 |
297.26 |
297.26 |
+1.09 |
153 |
2,428 |
-22 |
Aug12 |
110829 |
297.91 |
297.91 |
297.91 |
297.91 |
+0.99 |
158 |
1,318 |
+42 |
Total Volume and Open Interest |
120,997 |
306,594 |
-4,467 |
Gasoline(NYMEX) |
Sep11 |
110829 |
292.70 |
295.13 |
287.65 |
290.64 |
-2.82 |
30,360 |
13,803 |
-5,797 |
Oct11 |
110829 |
278.00 |
281.09 |
274.30 |
276.95 |
-1.65 |
58,423 |
76,573 |
+4,197 |
Nov11 |
110829 |
270.60 |
276.64 |
270.60 |
273.03 |
-0.55 |
23,271 |
35,504 |
+2,136 |
Dec11 |
110829 |
270.14 |
274.70 |
268.88 |
271.39 |
-0.02 |
17,526 |
46,578 |
-987 |
Jan12 |
110829 |
272.58 |
274.06 |
271.36 |
271.36 |
+0.16 |
7,074 |
26,096 |
+539 |
Feb12 |
110829 |
273.57 |
273.57 |
271.91 |
272.16 |
+0.25 |
2,331 |
7,294 |
-327 |
Mar12 |
110829 |
272.95 |
275.86 |
272.95 |
273.29 |
+0.38 |
2,895 |
10,814 |
+613 |
Apr12 |
110829 |
284.20 |
284.20 |
284.20 |
284.20 |
+0.33 |
912 |
6,428 |
-30 |
May12 |
110829 |
283.95 |
283.95 |
283.95 |
283.95 |
+0.34 |
882 |
2,877 |
-131 |
Jun12 |
110829 |
283.82 |
285.61 |
282.94 |
282.94 |
+0.29 |
2,498 |
11,836 |
+91 |
Total Volume and Open Interest |
147,420 |
253,137 |
+805 |
e-miNY RBOB Gasoline(NYM) |
Sep11 |
110829 |
290.60 |
290.64 |
290.60 |
290.60 |
-2.90 |
0 |
1 |
+0 |
Oct11 |
110829 |
277.00 |
277.00 |
276.95 |
277.00 |
-1.60 |
0 |
1 |
+0 |
Nov11 |
110829 |
273.00 |
273.03 |
273.00 |
273.00 |
-0.60 |
|
|
|
Dec11 |
110829 |
271.40 |
271.40 |
271.39 |
271.40 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
4 |
+0 |
Natural Gas(NYM) |
Sep11 |
110829 |
3.925 |
3.931 |
3.834 |
3.857 |
-0.074 |
55,348 |
9,256 |
-13,826 |
Oct11 |
110829 |
3.910 |
3.924 |
3.822 |
3.830 |
-0.082 |
78,963 |
195,918 |
-2,643 |
Nov11 |
110829 |
4.043 |
4.054 |
3.952 |
3.955 |
-0.092 |
43,248 |
196,976 |
+4,209 |
Dec11 |
110829 |
4.280 |
4.280 |
4.186 |
4.187 |
-0.086 |
25,076 |
82,184 |
+1,818 |
Jan12 |
110829 |
4.376 |
4.386 |
4.300 |
4.301 |
-0.085 |
25,758 |
151,480 |
+5,135 |
Feb12 |
110829 |
4.399 |
4.399 |
4.306 |
4.306 |
-0.083 |
6,904 |
35,361 |
+112 |
Mar12 |
110829 |
4.342 |
4.350 |
4.270 |
4.270 |
-0.080 |
5,922 |
43,894 |
+49 |
Apr12 |
110829 |
4.305 |
4.316 |
4.241 |
4.241 |
-0.076 |
7,048 |
69,317 |
+1,488 |
May12 |
110829 |
4.285 |
4.343 |
4.269 |
4.269 |
-0.073 |
739 |
15,044 |
+242 |
Jun12 |
110829 |
4.341 |
4.381 |
4.309 |
4.309 |
-0.071 |
429 |
12,979 |
+77 |
Jul12 |
110829 |
4.370 |
4.427 |
4.355 |
4.355 |
-0.069 |
498 |
10,658 |
-6 |
Aug12 |
110829 |
4.397 |
4.453 |
4.381 |
4.381 |
-0.069 |
429 |
9,849 |
-72 |
Sep12 |
110829 |
4.408 |
4.452 |
4.386 |
4.386 |
-0.069 |
470 |
8,770 |
+117 |
Oct12 |
110829 |
4.430 |
4.483 |
4.413 |
4.413 |
-0.069 |
1,135 |
38,707 |
+1 |
Nov12 |
110829 |
4.591 |
4.647 |
4.581 |
4.581 |
-0.065 |
186 |
7,738 |
+85 |
Dec12 |
110829 |
4.855 |
4.902 |
4.841 |
4.841 |
-0.057 |
114 |
12,599 |
+50 |
Total Volume and Open Interest |
253,067 |
979,228 |
-2,834 |
Brent Crude Oil(ICE) |
Oct11 |
110829 |
110.77 |
112.73 |
110.53 |
111.88 |
+0.52 |
194,456 |
146,408 |
-3,816 |
Nov11 |
110829 |
110.40 |
112.14 |
110.00 |
111.30 |
+0.49 |
81,427 |
117,407 |
+441 |
Dec11 |
110829 |
110.21 |
111.84 |
109.69 |
110.98 |
+0.46 |
79,290 |
128,999 |
+1,469 |
Jan12 |
110829 |
109.72 |
111.56 |
109.48 |
110.73 |
+0.43 |
12,753 |
34,516 |
+1,725 |
Feb12 |
110829 |
109.61 |
111.31 |
109.27 |
110.52 |
+0.42 |
4,969 |
19,424 |
+21 |
Mar12 |
110829 |
109.65 |
111.12 |
109.08 |
110.35 |
+0.42 |
4,826 |
42,163 |
-588 |
Apr12 |
110829 |
109.33 |
111.00 |
108.97 |
110.24 |
+0.42 |
3,312 |
12,954 |
+380 |
May12 |
110829 |
109.23 |
110.87 |
108.87 |
110.12 |
+0.42 |
2,333 |
14,007 |
-94 |
Jun12 |
110829 |
109.10 |
110.74 |
108.74 |
109.97 |
+0.41 |
10,083 |
41,856 |
-558 |
Jul12 |
110829 |
109.85 |
109.85 |
109.85 |
109.85 |
+0.39 |
746 |
10,190 |
+4 |
Aug12 |
110829 |
109.69 |
109.69 |
109.69 |
109.69 |
+0.37 |
347 |
7,476 |
+21 |
Sep12 |
110829 |
109.49 |
109.49 |
109.49 |
109.49 |
+0.36 |
437 |
9,471 |
+76 |
Oct12 |
110829 |
109.27 |
109.27 |
109.27 |
109.27 |
+0.34 |
682 |
5,644 |
+339 |
Nov12 |
110829 |
109.02 |
109.02 |
109.02 |
109.02 |
+0.32 |
541 |
8,554 |
+5 |
Total Volume and Open Interest |
412,533 |
766,665 |
-3,122 |
Gas Oil(ICE) |
Sep11 |
110829 |
951.75 |
965.75 |
948.00 |
963.25 |
+13.75 |
40,609 |
96,543 |
-1,290 |
Oct11 |
110829 |
944.75 |
959.75 |
942.00 |
957.25 |
+13.50 |
66,160 |
118,292 |
+4,401 |
Nov11 |
110829 |
940.25 |
954.25 |
936.75 |
952.00 |
+13.50 |
31,204 |
61,472 |
+4,546 |
Dec11 |
110829 |
936.00 |
950.00 |
933.00 |
947.50 |
+13.00 |
27,410 |
74,511 |
-132 |
Jan12 |
110829 |
933.25 |
947.50 |
933.00 |
945.25 |
+13.00 |
11,091 |
53,143 |
+2,856 |
Feb12 |
110829 |
928.50 |
945.25 |
928.00 |
943.00 |
+12.75 |
3,484 |
21,901 |
+561 |
Mar12 |
110829 |
930.25 |
941.00 |
929.00 |
941.00 |
+12.50 |
2,505 |
20,700 |
+551 |
Apr12 |
110829 |
928.75 |
941.25 |
927.50 |
939.25 |
+12.25 |
2,059 |
14,470 |
+208 |
May12 |
110829 |
927.50 |
939.50 |
926.25 |
937.75 |
+12.00 |
1,860 |
11,358 |
-6 |
Jun12 |
110829 |
927.25 |
940.00 |
926.00 |
937.50 |
+12.00 |
5,303 |
40,828 |
-200 |
Total Volume and Open Interest |
196,080 |
592,241 |
+12,299 |
Ethanol(CBOT) |
Aug11 |
110803 |
2.836 |
2.836 |
2.800 |
2.800 |
-0.042 |
58 |
178 |
-18 |
Sep11 |
110829 |
2.895 |
2.929 |
2.895 |
2.926 |
-0.003 |
254 |
543 |
-71 |
Oct11 |
110829 |
2.844 |
2.875 |
2.844 |
2.859 |
unch |
90 |
1,405 |
-15 |
Nov11 |
110829 |
2.835 |
2.835 |
2.822 |
2.822 |
-0.001 |
85 |
1,186 |
+19 |
Dec11 |
110829 |
2.796 |
2.810 |
2.790 |
2.796 |
+0.002 |
85 |
1,426 |
+26 |
Jan12 |
110829 |
2.720 |
2.720 |
2.716 |
2.718 |
+0.010 |
79 |
859 |
-4 |
Feb12 |
110829 |
2.713 |
2.728 |
2.713 |
2.724 |
+0.026 |
38 |
849 |
+24 |
Mar12 |
110829 |
2.723 |
2.729 |
2.723 |
2.726 |
+0.024 |
49 |
982 |
-2 |
Total Volume and Open Interest |
764 |
10,400 |
+21 |
WTI Crude Oil(ICE) |
Oct11 |
110829 |
85.29 |
87.80 |
85.15 |
87.27 |
+1.90 |
76,882 |
67,068 |
-1,390 |
Nov11 |
110829 |
85.47 |
87.86 |
85.47 |
87.57 |
+1.87 |
12,827 |
41,388 |
+578 |
Dec11 |
110829 |
85.95 |
88.16 |
85.95 |
87.87 |
+1.81 |
25,192 |
97,137 |
+1,878 |
Jan12 |
110829 |
86.40 |
88.48 |
86.36 |
88.21 |
+1.76 |
3,904 |
19,351 |
+522 |
Feb12 |
110829 |
86.93 |
88.67 |
86.77 |
88.57 |
+1.71 |
1,510 |
8,526 |
+160 |
Mar12 |
110829 |
87.19 |
89.20 |
87.12 |
88.93 |
+1.65 |
2,178 |
15,846 |
+232 |
Apr12 |
110829 |
87.60 |
89.53 |
87.60 |
89.32 |
+1.61 |
829 |
4,636 |
-260 |
May12 |
110829 |
89.83 |
89.96 |
89.61 |
89.71 |
+1.57 |
792 |
4,657 |
+89 |
Jun12 |
110829 |
88.56 |
90.35 |
88.56 |
90.08 |
+1.52 |
4,439 |
27,283 |
+416 |
Jul12 |
110829 |
90.43 |
90.43 |
90.43 |
90.43 |
+1.46 |
452 |
4,684 |
-141 |
Aug12 |
110829 |
90.68 |
90.68 |
90.68 |
90.68 |
+1.39 |
275 |
1,805 |
+185 |
Sep12 |
110829 |
90.90 |
90.90 |
90.90 |
90.90 |
+1.35 |
67 |
5,746 |
-26 |
Oct12 |
110829 |
91.10 |
91.10 |
91.10 |
91.10 |
+1.31 |
75 |
1,365 |
+7 |
Nov12 |
110829 |
91.30 |
91.30 |
91.30 |
91.30 |
+1.27 |
11 |
2,585 |
+10 |
Dec12 |
110829 |
90.03 |
91.99 |
89.97 |
91.51 |
+1.24 |
4,609 |
44,958 |
+402 |
Jan13 |
110829 |
91.62 |
91.62 |
91.62 |
91.62 |
+1.20 |
0 |
1,946 |
+0 |
Total Volume and Open Interest |
135,943 |
434,075 |
+2,853 |
US Dollar Index(ICE) |
Sep11 |
110829 |
73.785 |
73.910 |
73.565 |
73.777 |
-0.093 |
29,819 |
56,287 |
+937 |
Dec11 |
110829 |
74.120 |
74.200 |
73.900 |
74.107 |
-0.083 |
333 |
838 |
+60 |
Mar12 |
110829 |
74.527 |
74.527 |
74.527 |
74.527 |
-0.083 |
0 |
3 |
+0 |
Total Volume and Open Interest |
30,152 |
57,128 |
+997 |
Australian Dollar(CME) |
Sep11 |
110829 |
105.37 |
106.33 |
105.29 |
106.10 |
+0.81 |
128,266 |
115,289 |
+581 |
Dec11 |
110829 |
104.34 |
105.23 |
104.19 |
104.98 |
+0.79 |
458 |
1,387 |
+210 |
Mar12 |
110829 |
104.02 |
104.02 |
103.25 |
104.02 |
+0.77 |
0 |
5 |
+0 |
Total Volume and Open Interest |
128,724 |
116,781 |
+791 |
British Pound(CME) |
Sep11 |
110829 |
163.41 |
164.51 |
163.32 |
164.05 |
+0.73 |
94,879 |
98,384 |
-2,696 |
Dec11 |
110829 |
163.32 |
164.30 |
163.16 |
163.89 |
+0.73 |
218 |
516 |
-3 |
Mar12 |
110829 |
163.71 |
163.71 |
162.98 |
163.71 |
+0.73 |
0 |
19 |
+0 |
Total Volume and Open Interest |
95,097 |
98,925 |
-2,699 |
Canadian Dollar(CME) |
Sep11 |
110829 |
101.72 |
102.62 |
101.46 |
102.13 |
+0.67 |
100,553 |
92,723 |
-802 |
Dec11 |
110829 |
101.61 |
102.41 |
101.59 |
101.94 |
+0.66 |
755 |
8,378 |
+261 |
Mar12 |
110829 |
101.57 |
102.19 |
101.17 |
101.83 |
+0.66 |
92 |
2,006 |
+18 |
Jun12 |
110829 |
101.68 |
101.68 |
101.03 |
101.68 |
+0.65 |
0 |
413 |
+0 |
Total Volume and Open Interest |
101,403 |
103,719 |
-522 |
Japanese Yen(CME) |
Sep11 |
110829 |
130.36 |
130.61 |
129.85 |
130.05 |
-0.36 |
116,453 |
122,746 |
+1,671 |
Dec11 |
110829 |
130.47 |
130.75 |
130.02 |
130.19 |
-0.37 |
627 |
2,157 |
-118 |
Mar12 |
110829 |
130.42 |
130.76 |
130.39 |
130.39 |
-0.37 |
1 |
50 |
+0 |
Total Volume and Open Interest |
117,082 |
124,974 |
+1,554 |
Swiss Franc(CME) |
Sep11 |
110829 |
123.99 |
124.04 |
121.43 |
122.74 |
-1.21 |
39,053 |
44,468 |
-1,085 |
Dec11 |
110829 |
124.17 |
124.40 |
122.00 |
123.12 |
-1.28 |
378 |
1,710 |
+165 |
Mar12 |
110829 |
123.53 |
124.81 |
123.53 |
123.53 |
-1.28 |
0 |
37 |
+0 |
Total Volume and Open Interest |
39,431 |
46,226 |
-920 |
EuroFX(CME) |
Sep11 |
110829 |
144.90 |
145.53 |
144.62 |
145.03 |
+0.23 |
350,854 |
171,567 |
-1,201 |
Dec11 |
110829 |
144.68 |
145.58 |
144.50 |
144.87 |
+0.22 |
2,203 |
5,169 |
+559 |
Mar12 |
110829 |
144.72 |
144.72 |
144.52 |
144.72 |
+0.20 |
7 |
401 |
-6 |
Total Volume and Open Interest |
353,064 |
177,970 |
-648 |
Mexican Peso(CME) |
Sep11 |
110829 |
800.0 |
807.0 |
800.0 |
802.8 |
+2.8 |
27,763 |
100,879 |
-1 |
Oct11 |
110829 |
800.2 |
800.2 |
797.5 |
800.2 |
+2.8 |
|
|
|
Total Volume and Open Interest |
28,438 |
110,899 |
+511 |
Brazilian Real(CME) |
Sep11 |
110829 |
626.50 |
628.25 |
626.25 |
628.25 |
+5.35 |
2,047 |
6,274 |
+583 |
Oct11 |
110829 |
625.35 |
625.35 |
620.00 |
625.35 |
+5.35 |
|
|
|
Nov11 |
110829 |
622.45 |
622.45 |
617.15 |
622.45 |
+5.30 |
|
|
|
Dec11 |
110829 |
618.50 |
619.55 |
618.00 |
619.55 |
+5.30 |
595 |
2,183 |
+324 |
Total Volume and Open Interest |
2,642 |
38,233 |
+907 |
30-Year T-Bonds(CBOT) |
Sep11 |
110829 |
138~010 |
138~050 |
136~100 |
136~260 |
-1~110 |
530,960 |
321,392 |
-102,150 |
Dec11 |
110829 |
136~260 |
136~300 |
135~030 |
135~180 |
-1~120 |
263,013 |
389,088 |
+138,102 |
Mar12 |
110829 |
135~260 |
135~280 |
134~050 |
134~160 |
-1~120 |
0 |
25 |
+0 |
Total Volume and Open Interest |
793,973 |
710,505 |
+35,952 |
10-Year T-Notes(CBOT) |
Sep11 |
110829 |
130~070 |
130~085 |
129~130 |
129~230 |
-0~180 |
1,944,811 |
957,246 |
-496,785 |
Dec11 |
110829 |
129~100 |
129~110 |
128~150 |
128~240 |
-0~195 |
862,661 |
1,064,724 |
+469,192 |
Mar12 |
110829 |
127~240 |
128~115 |
127~240 |
127~240 |
-0~195 |
|
|
|
Total Volume and Open Interest |
2,807,472 |
2,021,970 |
-27,593 |
5-Year T-Notes(CBOT) |
Sep11 |
110829 |
123~064 |
123~066 |
123~011 |
123~039 |
-0~028 |
1,178,305 |
715,919 |
-266,108 |
Dec11 |
110829 |
122~077 |
122~078 |
122~018 |
122~047 |
-0~031 |
665,364 |
795,797 |
+280,472 |
Mar12 |
110829 |
121~071 |
121~102 |
121~071 |
121~071 |
-0~031 |
|
|
|
Total Volume and Open Interest |
1,843,669 |
1,511,716 |
+14,364 |
2 Year T-Notes(CBOT) |
Sep11 |
110829 |
110~037 |
110~037 |
110~031 |
110~033 |
-0~003 |
392,015 |
413,048 |
-106,804 |
Dec11 |
110829 |
110~034 |
110~034 |
110~028 |
110~030 |
-0~003 |
279,865 |
522,030 |
+131,926 |
Mar12 |
110829 |
110~022 |
110~025 |
110~022 |
110~022 |
-0~003 |
0 |
60 |
+0 |
Total Volume and Open Interest |
671,880 |
935,138 |
+25,122 |
Eurodollars(CME) |
Sep11 |
110829 |
99.630 |
99.635 |
99.622 |
99.628 |
unch |
174,092 |
1,090,032 |
+3,024 |
Dec11 |
110829 |
99.470 |
99.490 |
99.470 |
99.480 |
+0.010 |
267,765 |
1,064,283 |
+5,421 |
Mar12 |
110829 |
99.480 |
99.505 |
99.475 |
99.485 |
unch |
169,603 |
1,049,452 |
-2,183 |
Jun12 |
110829 |
99.505 |
99.530 |
99.490 |
99.500 |
-0.010 |
138,106 |
1,265,553 |
-385 |
Sep12 |
110829 |
99.515 |
99.525 |
99.485 |
99.495 |
-0.015 |
118,278 |
853,750 |
-1,954 |
Dec12 |
110829 |
99.500 |
99.500 |
99.460 |
99.465 |
-0.025 |
119,557 |
769,502 |
+1,495 |
Mar13 |
110829 |
99.465 |
99.470 |
99.430 |
99.440 |
-0.030 |
108,318 |
707,180 |
-4,943 |
Jun13 |
110829 |
99.385 |
99.390 |
99.345 |
99.360 |
-0.035 |
130,162 |
553,158 |
-6,562 |
Sep13 |
110829 |
99.260 |
99.260 |
99.205 |
99.235 |
-0.035 |
111,238 |
503,685 |
-6,621 |
Dec13 |
110829 |
99.070 |
99.090 |
99.015 |
99.050 |
-0.040 |
115,345 |
429,570 |
+6,384 |
Mar14 |
110829 |
98.890 |
98.890 |
98.810 |
98.855 |
-0.045 |
75,153 |
292,383 |
+2,694 |
Jun14 |
110829 |
98.675 |
98.675 |
98.585 |
98.635 |
-0.055 |
72,368 |
264,685 |
-687 |
Sep14 |
110829 |
98.460 |
98.465 |
98.365 |
98.420 |
-0.060 |
47,989 |
136,359 |
+2,679 |
Dec14 |
110829 |
98.245 |
98.250 |
98.135 |
98.195 |
-0.065 |
52,728 |
149,998 |
+9,988 |
Mar15 |
110829 |
98.040 |
98.040 |
97.920 |
97.985 |
-0.065 |
23,716 |
117,937 |
+3,752 |
Jun15 |
110829 |
6.085 |
6.085 |
5.960 |
6.025 |
-0.065 |
20,880 |
109,216 |
+596 |
Sep15 |
110829 |
5.880 |
5.880 |
5.750 |
5.820 |
-0.065 |
12,121 |
64,324 |
-1,569 |
Dec15 |
110829 |
5.685 |
5.685 |
5.550 |
5.620 |
-0.065 |
16,946 |
59,653 |
+1,175 |
Total Volume and Open Interest |
1,809,281 |
9,710,277 |
+15,981 |
30 Day Federal Funds(CBOT) |
Aug11 |
110829 |
99.905 |
99.905 |
99.902 |
99.902 |
unch |
670 |
84,981 |
-494 |
Sep11 |
110829 |
99.910 |
99.915 |
99.910 |
99.910 |
unch |
4,211 |
51,010 |
-2,589 |
Oct11 |
110829 |
99.920 |
99.920 |
99.915 |
99.915 |
-0.005 |
6,129 |
57,290 |
+278 |
Nov11 |
110829 |
99.925 |
99.925 |
99.915 |
99.920 |
-0.005 |
5,185 |
54,476 |
+1,278 |
Dec11 |
110829 |
99.925 |
99.925 |
99.920 |
99.925 |
unch |
2,496 |
64,011 |
+627 |
Jan12 |
110829 |
99.920 |
99.920 |
99.920 |
99.920 |
unch |
2,944 |
58,882 |
-603 |
Total Volume and Open Interest |
33,008 |
803,010 |
-3,733 |
30 Day Fed Funds(e-CBOT) |
3-Mth Euro-Yen(CME) |
Sep11 |
110829 |
99.680 |
99.680 |
99.680 |
99.680 |
unch |
0 |
66 |
+0 |
Dec11 |
110829 |
99.705 |
99.705 |
99.705 |
99.705 |
-0.002 |
0 |
332 |
+0 |
Mar12 |
110829 |
99.705 |
99.705 |
99.705 |
99.705 |
-0.010 |
0 |
340 |
+0 |
Jun12 |
110829 |
99.702 |
99.702 |
99.702 |
99.702 |
-0.010 |
|
|
|
Sep12 |
110829 |
99.625 |
99.625 |
99.625 |
99.625 |
-0.010 |
|
|
|
Dec12 |
110829 |
99.685 |
99.685 |
99.685 |
99.685 |
-0.010 |
|
|
|
Mar13 |
110829 |
99.685 |
99.685 |
99.685 |
99.685 |
-0.010 |
|
|
|
Jun13 |
110829 |
99.640 |
99.640 |
99.640 |
99.640 |
-0.010 |
|
|
|
Sep13 |
110829 |
99.500 |
99.500 |
99.500 |
99.500 |
-0.010 |
|
|
|
Dec13 |
110829 |
99.360 |
99.360 |
99.360 |
99.360 |
-0.010 |
|
|
|
Total Volume and Open Interest |
0 |
738 |
+0 |
3-Mth Euro-Yen(SGX) |
Sep11 |
110829 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
0 |
1,525 |
+0 |
Dec11 |
110829 |
99.71 |
99.71 |
99.71 |
99.71 |
0.00 |
0 |
2,002 |
+0 |
Mar12 |
110829 |
99.71 |
99.71 |
99.71 |
99.71 |
-0.01 |
0 |
2,383 |
+0 |
Jun12 |
110829 |
99.70 |
99.70 |
99.70 |
99.70 |
-0.01 |
0 |
1,376 |
+0 |
Sep12 |
110829 |
99.62 |
99.62 |
99.62 |
99.62 |
-0.01 |
0 |
411 |
+0 |
Dec12 |
110829 |
99.68 |
99.68 |
99.68 |
99.68 |
-0.01 |
0 |
49 |
+0 |
Mar13 |
110829 |
99.68 |
99.68 |
99.68 |
99.68 |
-0.01 |
0 |
1 |
+0 |
Jun13 |
110829 |
99.64 |
99.64 |
99.64 |
99.64 |
-0.01 |
|
|
|
Total Volume and Open Interest |
0 |
7,749 |
+0 |
Japanese Gov't Bonds(SGX) |
Sep11 |
110829 |
142.40 |
142.62 |
142.24 |
142.62 |
+0.24 |
1,257 |
24,450 |
-298 |
Dec11 |
110829 |
142.20 |
142.31 |
142.20 |
142.28 |
+0.25 |
27 |
244 |
+4 |
Mar12 |
110829 |
140.19 |
140.19 |
140.19 |
140.19 |
+0.25 |
|
|
|
Total Volume and Open Interest |
1,284 |
24,694 |
-294 |
Euro-Bund(EUREX) |
Sep11 |
110829 |
134.81 |
135.16 |
134.18 |
134.39 |
-0.82 |
685,610 |
935,268 |
-11,176 |
Dec11 |
110829 |
133.57 |
133.57 |
132.58 |
132.80 |
-0.86 |
10,707 |
29,184 |
+3,220 |
Mar12 |
110829 |
133.39 |
133.39 |
133.39 |
133.39 |
-0.82 |
1 |
2 |
+1 |
Total Volume and Open Interest |
696,318 |
964,454 |
-7,955 |
Euro-Bobl(EUREX) |
Sep11 |
110829 |
122.06 |
122.27 |
121.58 |
121.71 |
-0.51 |
401,070 |
732,630 |
+5,150 |
Dec11 |
110829 |
121.00 |
121.18 |
120.60 |
120.67 |
-0.52 |
4,259 |
17,131 |
+2,392 |
Mar12 |
110829 |
120.71 |
120.71 |
120.71 |
120.71 |
-0.51 |
|
|
|
Total Volume and Open Interest |
405,329 |
749,761 |
+7,542 |
3-Mth Euribor(EUREX) |
Sep11 |
110829 |
98.490 |
98.490 |
98.465 |
98.465 |
-0.030 |
64 |
2,032 |
+44 |
Dec11 |
110829 |
98.700 |
98.700 |
98.645 |
98.645 |
-0.060 |
51 |
1,446 |
-3 |
Mar12 |
110829 |
98.820 |
98.820 |
98.745 |
98.755 |
-0.075 |
46 |
2,447 |
-44 |
Total Volume and Open Interest |
357 |
9,984 |
+100 |
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 |
110829 |
98.485 |
98.495 |
98.465 |
98.465 |
-0.030 |
55,388 |
663,121 |
+1,991 |
Dec11 |
110829 |
98.695 |
98.710 |
98.630 |
98.645 |
-0.060 |
73,398 |
585,238 |
-5,140 |
Mar12 |
110829 |
98.830 |
98.840 |
98.725 |
98.755 |
-0.075 |
65,430 |
463,787 |
+245 |
Total Volume and Open Interest |
492,088 |
3,450,850 |
-9,802 |
3-Mth Aus T-Bills(SFE) |
Sep11 |
110829 |
95.28 |
95.29 |
95.24 |
95.25 |
-0.03 |
22,938 |
151,053 |
+2,785 |
Dec11 |
110829 |
95.85 |
95.88 |
95.75 |
95.77 |
-0.08 |
34,289 |
244,704 |
+494 |
Mar12 |
110829 |
96.16 |
96.18 |
96.07 |
96.09 |
-0.06 |
10,908 |
160,098 |
+1,297 |
Jun12 |
110829 |
96.15 |
96.16 |
96.05 |
96.08 |
-0.06 |
2,879 |
89,600 |
+637 |
Sep12 |
110829 |
96.00 |
96.02 |
95.91 |
95.92 |
-0.07 |
1,696 |
62,745 |
+460 |
Dec12 |
110829 |
95.82 |
95.87 |
95.74 |
95.75 |
-0.07 |
548 |
39,038 |
+245 |
Mar13 |
110829 |
95.67 |
95.72 |
95.59 |
95.59 |
-0.08 |
324 |
37,875 |
+42 |
Jun13 |
110829 |
95.55 |
95.58 |
95.45 |
95.45 |
-0.09 |
54 |
18,573 |
-3 |
Sep13 |
110829 |
95.45 |
95.45 |
95.36 |
95.36 |
-0.08 |
32 |
3,540 |
+32 |
Dec13 |
110829 |
95.27 |
95.27 |
95.27 |
95.27 |
-0.08 |
0 |
1,735 |
+0 |
Total Volume and Open Interest |
73,668 |
809,107 |
+5,989 |
10-Year Aus T-Bonds(SFE) |
Sep11 |
110829 |
95.62 |
95.67 |
95.56 |
95.59 |
-0.02 |
27,629 |
382,950 |
-3,523 |
Dec11 |
110829 |
95.59 |
95.59 |
95.59 |
95.59 |
-0.02 |
|
|
|
Total Volume and Open Interest |
27,629 |
382,950 |
-3,523 |
3-Year Aus T-Bonds(SFE) |
Sep11 |
110829 |
96.18 |
96.26 |
96.09 |
96.13 |
-0.04 |
72,828 |
650,219 |
-12,340 |
Dec11 |
110829 |
96.13 |
96.13 |
96.13 |
96.13 |
-0.04 |
|
|
|
Total Volume and Open Interest |
72,828 |
650,219 |
-12,340 |
Gold(CMX) |
Aug11 |
110829 |
1817.9 |
1817.9 |
1786.7 |
1788.4 |
-5.7 |
270 |
617 |
-106 |
Oct11 |
110829 |
1838.0 |
1839.0 |
1776.3 |
1789.3 |
-5.8 |
20,084 |
35,532 |
-5,216 |
Dec11 |
110829 |
1840.0 |
1841.5 |
1778.1 |
1791.6 |
-5.7 |
265,243 |
335,693 |
-4,935 |
Feb12 |
110829 |
1840.4 |
1841.5 |
1780.0 |
1793.2 |
-5.6 |
1,158 |
30,830 |
+48 |
Apr12 |
110829 |
1840.4 |
1840.4 |
1781.6 |
1794.7 |
-5.6 |
231 |
7,587 |
+72 |
Jun12 |
110829 |
1841.4 |
1841.9 |
1790.0 |
1796.5 |
-5.5 |
208 |
16,787 |
+111 |
Aug12 |
110829 |
1798.6 |
1798.6 |
1796.8 |
1798.2 |
-5.5 |
138 |
6,217 |
-20 |
Oct12 |
110829 |
1801.6 |
1801.6 |
1798.6 |
1799.9 |
-5.5 |
11 |
4,196 |
+7 |
Dec12 |
110829 |
1845.7 |
1849.0 |
1792.4 |
1801.9 |
-5.4 |
346 |
13,554 |
-35 |
Feb13 |
110829 |
1803.8 |
1803.8 |
1803.8 |
1803.8 |
-5.4 |
7 |
3,105 |
+0 |
Apr13 |
110829 |
1804.9 |
1805.9 |
1804.9 |
1805.9 |
-5.3 |
0 |
335 |
+0 |
Jun13 |
110829 |
1808.7 |
1808.7 |
1808.7 |
1808.7 |
-4.7 |
69 |
11,916 |
+3 |
Total Volume and Open Interest |
290,381 |
504,668 |
-9,967 |
Silver(CMX) |
Sep11 |
110829 |
4174.0 |
4180.0 |
4029.0 |
4054.6 |
-40.6 |
73,836 |
12,534 |
-10,306 |
Dec11 |
110829 |
4180.0 |
4185.0 |
4035.0 |
4060.1 |
-40.0 |
47,955 |
70,613 |
+7,560 |
Mar12 |
110829 |
4150.5 |
4150.5 |
4037.5 |
4061.6 |
-39.7 |
552 |
7,521 |
-22 |
May12 |
110829 |
4154.0 |
4154.0 |
4061.0 |
4061.0 |
-39.3 |
34 |
2,319 |
-6 |
Jul12 |
110829 |
4172.0 |
4172.0 |
4055.0 |
4060.0 |
-39.3 |
39 |
1,995 |
+8 |
Sep12 |
110829 |
4121.0 |
4121.0 |
4058.0 |
4058.0 |
-39.2 |
37 |
368 |
+7 |
Dec12 |
110829 |
4164.0 |
4164.0 |
4048.0 |
4052.6 |
-39.1 |
91 |
8,518 |
+7 |
Total Volume and Open Interest |
123,189 |
115,609 |
-2,834 |
Platinum(NYMEX) |
Oct11 |
110829 |
1837.0 |
1847.5 |
1820.5 |
1825.0 |
-1.9 |
4,389 |
35,470 |
-662 |
Jan12 |
110829 |
1840.9 |
1850.5 |
1823.6 |
1827.9 |
-1.8 |
223 |
2,933 |
+89 |
Apr12 |
110829 |
1844.3 |
1845.1 |
1830.4 |
1832.0 |
-0.7 |
66 |
631 |
+46 |
Jul12 |
110829 |
1835.4 |
1835.4 |
1835.4 |
1835.4 |
-0.7 |
1 |
22 |
-1 |
Total Volume and Open Interest |
4,679 |
39,058 |
-528 |
Palladium(NYMEX) |
Sep11 |
110829 |
758.00 |
760.50 |
751.90 |
753.95 |
-2.40 |
3,409 |
3,220 |
-1,827 |
Dec11 |
110829 |
759.00 |
762.00 |
753.25 |
755.75 |
-2.35 |
2,781 |
16,410 |
+1,309 |
Mar12 |
110829 |
105.34 |
105.34 |
99.64 |
101.64 |
-2.35 |
3 |
92 |
+0 |
Total Volume and Open Interest |
6,199 |
19,732 |
-512 |
Copper(CMX) |
Sep11 |
110829 |
410.45 |
411.40 |
405.75 |
408.90 |
-1.00 |
42,132 |
17,602 |
-4,814 |
Dec11 |
110829 |
411.95 |
413.30 |
407.55 |
410.95 |
-0.80 |
23,710 |
72,777 |
+2,371 |
Mar12 |
110829 |
412.55 |
414.85 |
410.25 |
412.55 |
-0.75 |
940 |
19,380 |
+422 |
May12 |
110829 |
414.80 |
414.80 |
411.60 |
413.15 |
-0.70 |
103 |
3,841 |
+1 |
Jul12 |
110829 |
411.95 |
413.40 |
411.95 |
413.40 |
-0.70 |
6 |
1,093 |
+1 |
Total Volume and Open Interest |
67,649 |
122,347 |
-2,142 |
DJIA Index(CBOT) |
Sep11 |
110829 |
11260 |
11518 |
11259 |
11517 |
+238 |
183 |
13,528 |
-102 |
Dec11 |
110829 |
11208 |
11445 |
11208 |
11445 |
+237 |
56 |
211 |
+7 |
Mar12 |
110829 |
11376 |
11376 |
11139 |
11376 |
+237 |
|
|
|
Jun12 |
110829 |
11306 |
11306 |
11069 |
11306 |
+237 |
|
|
|
Total Volume and Open Interest |
239 |
13,739 |
-95 |
E-mini DJIA Index(CBOT) |
Sep11 |
110829 |
11266 |
11527 |
11246 |
11517 |
+238 |
152,729 |
74,499 |
+144 |
Dec11 |
110829 |
11218 |
11456 |
11195 |
11445 |
+237 |
247 |
1,548 |
+26 |
Mar12 |
110829 |
11376 |
11376 |
11376 |
11376 |
+237 |
0 |
13 |
+0 |
Jun12 |
110829 |
11306 |
11306 |
11306 |
11306 |
+237 |
|
|
|
Total Volume and Open Interest |
152,976 |
76,060 |
+170 |
S & P 500(CME) |
Sep11 |
110829 |
1176.00 |
1208.70 |
1172.60 |
1208.10 |
+32.10 |
18,797 |
365,257 |
+4,330 |
Dec11 |
110829 |
1189.00 |
1202.80 |
1188.00 |
1202.30 |
+32.00 |
1,667 |
27,318 |
+1,842 |
Mar12 |
110829 |
1196.80 |
1197.30 |
1196.80 |
1196.80 |
+32.00 |
4 |
645 |
+0 |
Jun12 |
110829 |
1180.00 |
1191.80 |
1177.30 |
1191.30 |
+32.00 |
0 |
27 |
+0 |
Total Volume and Open Interest |
20,468 |
393,347 |
+6,172 |
S & P 500 E-Mini(Globex) |
Sep11 |
110829 |
1175.50 |
1208.75 |
1172.25 |
1208.00 |
+32.00 |
3,053,686 |
3,452,313 |
+23,302 |
Dec11 |
110829 |
1170.25 |
1202.75 |
1167.75 |
1202.25 |
+32.00 |
8,080 |
81,791 |
+4,197 |
Total Volume and Open Interest |
3,062,008 |
3,534,683 |
+27,381 |
NASDAQ 100(CME) |
Sep11 |
110829 |
2173.50 |
2225.00 |
2160.00 |
2220.00 |
+56.00 |
903 |
26,493 |
+17 |
Dec11 |
110829 |
2215.00 |
2218.00 |
2214.00 |
2215.00 |
+56.00 |
0 |
67 |
+0 |
Mar12 |
110829 |
2210.80 |
2210.80 |
2209.80 |
2210.80 |
+56.00 |
|
|
|
Total Volume and Open Interest |
903 |
26,560 |
+17 |
NASDAQ 100 E-Mini(Globex) |
Sep11 |
110829 |
2164.00 |
2225.00 |
2158.00 |
2220.00 |
+56.00 |
344,089 |
369,138 |
+1,826 |
Dec11 |
110829 |
2160.80 |
2218.00 |
2160.80 |
2215.00 |
+56.00 |
336 |
6,236 |
+19 |
Total Volume and Open Interest |
344,430 |
375,395 |
+1,845 |
S & P Midcap 400(CME) |
Sep11 |
110829 |
860.50 |
866.70 |
860.50 |
866.70 |
+31.90 |
181 |
4,805 |
+0 |
Dec11 |
110829 |
861.60 |
861.60 |
861.60 |
861.60 |
+31.90 |
|
|
|
Mar12 |
110829 |
859.90 |
859.90 |
859.90 |
859.90 |
+31.90 |
|
|
|
Total Volume and Open Interest |
181 |
4,805 |
+0 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Sep11 |
110829 |
8785 |
8965 |
8760 |
8950 |
+150 |
10,794 |
29,817 |
-59 |
Dec11 |
110829 |
8795 |
8920 |
8765 |
8915 |
+150 |
172 |
513 |
+137 |
Total Volume and Open Interest |
10,966 |
30,330 |
+78 |
Nikkei 225(SGX) |
Sep11 |
110829 |
8755 |
8930 |
8635 |
8865 |
+75 |
94,528 |
223,223 |
-1,441 |
Dec11 |
110829 |
8660 |
8860 |
8615 |
8805 |
+75 |
505 |
10,876 |
+332 |
Mar12 |
110829 |
8800 |
8800 |
8800 |
8800 |
+80 |
0 |
11 |
+0 |
Total Volume and Open Interest |
95,383 |
241,174 |
-943 |
CAC 40(EURONEXT) |
Sep11 |
110829 |
3125.0 |
3177.0 |
3112.5 |
3149.0 |
+65.5 |
91,274 |
303,403 |
-8,904 |
Oct11 |
110829 |
3120.5 |
3163.5 |
3120.5 |
3145.5 |
+65.5 |
42 |
658 |
-28 |
Nov11 |
110829 |
3143.0 |
3143.0 |
3143.0 |
3143.0 |
+65.5 |
|
|
|
Total Volume and Open Interest |
91,340 |
304,143 |
-8,919 |
Hang Seng Index(HKFE) |
Aug11 |
110829 |
19800 |
19924 |
19740 |
19845 |
+316 |
105,419 |
61,504 |
-24,837 |
Sep11 |
110829 |
19733 |
19818 |
19631 |
19729 |
+302 |
44,096 |
73,825 |
+31,010 |
Total Volume and Open Interest |
149,755 |
140,234 |
+6,263 |
DAX(EUREX) |
Sep11 |
110829 |
5637.5 |
5718.5 |
5588.0 |
5676.5 |
+144.0 |
200,947 |
182,424 |
+3,035 |
Dec11 |
110829 |
5665.0 |
5729.5 |
5610.0 |
5694.0 |
+144.5 |
750 |
13,121 |
+248 |
Mar12 |
110829 |
5676.5 |
5750.0 |
5676.5 |
5714.5 |
+144.5 |
33 |
1,581 |
+11 |
Total Volume and Open Interest |
201,730 |
197,126 |
+3,294 |
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 |
110829 |
4184.0 |
4278.0 |
4101.0 |
4248.0 |
+51.0 |
43,953 |
235,168 |
-2,297 |
Dec11 |
110829 |
4180.0 |
4272.0 |
4147.0 |
4258.0 |
+51.0 |
635 |
7,536 |
+200 |
Mar12 |
110829 |
4227.0 |
4236.0 |
4227.0 |
4236.0 |
+51.0 |
15 |
2,007 |
+5 |
Total Volume and Open Interest |
44,915 |
246,452 |
-1,782 |
GSCI(CME) |
Sep11 |
110829 |
663.00 |
665.50 |
661.50 |
661.50 |
+2.70 |
131 |
8,751 |
-58 |
Oct11 |
110829 |
663.00 |
665.50 |
661.50 |
661.50 |
+3.00 |
2 |
0 |
+0 |
Nov11 |
110829 |
664.50 |
667.00 |
663.00 |
663.00 |
+3.10 |
|
|
|
Total Volume and Open Interest |
133 |
8,751 |
-58 |
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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