|
MRCI's End of Day Prices |
Daily Futures Price Listing Wed August 31, 2011 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Sep11 |
110831 |
1447.75 |
1456.00 |
1442.00 |
1449.00 |
+0.25 |
15,584 |
9,839 |
-5,125 |
Nov11 |
110831 |
1455.00 |
1465.00 |
1447.50 |
1457.50 |
+0.50 |
122,124 |
346,193 |
+10,449 |
Jan12 |
110831 |
1464.00 |
1474.25 |
1458.25 |
1467.25 |
+1.00 |
22,513 |
71,718 |
+828 |
Mar12 |
110831 |
1461.75 |
1475.75 |
1460.75 |
1468.75 |
+2.75 |
11,467 |
44,140 |
+1,634 |
May12 |
110831 |
1458.00 |
1468.50 |
1450.50 |
1462.00 |
+2.75 |
14,348 |
47,449 |
+2,839 |
Jul12 |
110831 |
1460.00 |
1470.75 |
1452.25 |
1465.75 |
+5.00 |
8,768 |
28,044 |
+879 |
Aug12 |
110831 |
1449.00 |
1449.00 |
1442.25 |
1449.00 |
+6.75 |
170 |
689 |
+73 |
Sep12 |
110831 |
1420.00 |
1420.00 |
1410.75 |
1420.00 |
+9.25 |
106 |
462 |
+29 |
Nov12 |
110831 |
1377.25 |
1399.75 |
1373.25 |
1392.00 |
+12.25 |
4,024 |
24,857 |
+1,244 |
Jan13 |
110831 |
1383.75 |
1400.00 |
1383.25 |
1395.50 |
+12.25 |
3 |
5,143 |
+1 |
Mar13 |
110831 |
1395.00 |
1397.75 |
1385.50 |
1397.75 |
+12.25 |
1 |
108 |
+1 |
May13 |
110831 |
1396.00 |
1396.00 |
1383.75 |
1396.00 |
+12.25 |
0 |
20 |
+0 |
Jul13 |
110831 |
1401.00 |
1401.00 |
1386.75 |
1399.00 |
+12.25 |
0 |
158 |
+0 |
Aug13 |
110831 |
1389.00 |
1389.00 |
1376.75 |
1389.00 |
+12.25 |
|
|
|
Total Volume and Open Interest |
199,148 |
579,933 |
+12,871 |
Soybean Meal(CBOT) |
Sep11 |
110831 |
381.00 |
383.10 |
378.70 |
380.80 |
-0.30 |
20,476 |
8,988 |
-3,208 |
Oct11 |
110831 |
383.40 |
385.30 |
380.80 |
382.70 |
-0.70 |
17,890 |
31,541 |
+2,557 |
Dec11 |
110831 |
388.30 |
390.40 |
385.80 |
387.80 |
-0.80 |
42,090 |
115,535 |
+4,484 |
Jan12 |
110831 |
388.80 |
392.50 |
387.90 |
389.80 |
-0.60 |
2,780 |
11,709 |
+33 |
Mar12 |
110831 |
391.00 |
394.10 |
389.80 |
391.60 |
+0.10 |
2,095 |
8,335 |
+255 |
May12 |
110831 |
387.90 |
392.10 |
387.50 |
390.40 |
+0.40 |
2,503 |
12,410 |
+415 |
Jul12 |
110831 |
390.00 |
393.40 |
388.10 |
391.30 |
+0.80 |
2,295 |
6,060 |
+306 |
Aug12 |
110831 |
385.00 |
387.90 |
385.00 |
386.10 |
+0.90 |
112 |
805 |
+5 |
Sep12 |
110831 |
376.60 |
377.40 |
376.50 |
377.40 |
+0.90 |
87 |
906 |
+8 |
Oct12 |
110831 |
365.40 |
365.40 |
363.30 |
365.40 |
+2.10 |
10 |
1,045 |
+2 |
Total Volume and Open Interest |
90,610 |
200,624 |
+4,885 |
Soybean Oil(CBOT) |
Sep11 |
110831 |
58.25 |
58.68 |
57.95 |
58.55 |
+0.35 |
22,578 |
8,925 |
-6,746 |
Oct11 |
110831 |
58.37 |
58.83 |
58.12 |
58.69 |
+0.32 |
18,109 |
37,738 |
+1,857 |
Dec11 |
110831 |
58.76 |
59.23 |
58.50 |
59.07 |
+0.31 |
57,871 |
152,151 |
+5,629 |
Jan12 |
110831 |
58.93 |
59.36 |
58.69 |
59.24 |
+0.31 |
3,249 |
30,042 |
+108 |
Mar12 |
110831 |
59.02 |
59.40 |
58.93 |
59.33 |
+0.31 |
1,757 |
23,745 |
+425 |
May12 |
110831 |
58.95 |
59.34 |
58.75 |
59.28 |
+0.31 |
1,445 |
15,559 |
+442 |
Jul12 |
110831 |
59.05 |
59.40 |
58.80 |
59.33 |
+0.31 |
1,098 |
8,553 |
+208 |
Aug12 |
110831 |
59.01 |
59.28 |
59.00 |
59.28 |
+0.31 |
95 |
622 |
+23 |
Sep12 |
110831 |
59.17 |
59.25 |
59.17 |
59.23 |
+0.31 |
55 |
485 |
+17 |
Oct12 |
110831 |
58.90 |
59.03 |
58.90 |
59.03 |
+0.31 |
27 |
393 |
+1 |
Total Volume and Open Interest |
106,655 |
281,529 |
+1,998 |
Canola(WCE) |
Nov11 |
110831 |
579.0 |
584.4 |
576.2 |
581.1 |
+1.7 |
14,120 |
107,713 |
+699 |
Jan12 |
110831 |
588.7 |
592.8 |
585.8 |
590.1 |
+2.0 |
2,211 |
35,437 |
+178 |
Mar12 |
110831 |
596.9 |
601.3 |
593.7 |
598.4 |
+2.1 |
1,139 |
16,768 |
+334 |
May12 |
110831 |
600.0 |
607.2 |
599.9 |
604.5 |
+2.3 |
871 |
9,484 |
+37 |
Jul12 |
110831 |
604.7 |
612.3 |
604.4 |
609.2 |
+2.5 |
1,011 |
5,025 |
+473 |
Total Volume and Open Interest |
20,231 |
177,790 |
+2,226 |
Corn(CBOT) |
Sep11 |
110831 |
763.25 |
764.25 |
756.00 |
757.50 |
-6.00 |
95,762 |
33,529 |
-27,645 |
Dec11 |
110831 |
774.50 |
775.50 |
767.00 |
767.50 |
-7.75 |
205,254 |
736,955 |
+12,315 |
Mar12 |
110831 |
786.00 |
787.00 |
778.00 |
779.00 |
-8.25 |
17,990 |
200,397 |
+3,737 |
May12 |
110831 |
791.00 |
791.00 |
783.25 |
783.75 |
-7.25 |
7,016 |
44,588 |
+1,660 |
Jul12 |
110831 |
793.25 |
793.50 |
785.75 |
786.50 |
-7.50 |
10,181 |
81,493 |
+527 |
Sep12 |
110831 |
719.50 |
723.25 |
715.00 |
716.00 |
-5.25 |
2,152 |
17,198 |
+831 |
Dec12 |
110831 |
667.00 |
673.50 |
663.50 |
665.00 |
-2.25 |
5,995 |
92,520 |
+311 |
Mar13 |
110831 |
674.00 |
681.00 |
672.50 |
672.50 |
-2.25 |
115 |
18,250 |
+27 |
May13 |
110831 |
678.00 |
682.25 |
677.00 |
677.00 |
-1.75 |
118 |
584 |
+26 |
Jul13 |
110831 |
680.00 |
685.75 |
680.00 |
680.50 |
-1.75 |
29 |
884 |
+0 |
Total Volume and Open Interest |
344,699 |
1,237,201 |
-8,208 |
Wheat(CBOT) |
Sep11 |
110831 |
745.00 |
747.25 |
728.25 |
745.25 |
-5.00 |
18,187 |
9,872 |
-6,500 |
Dec11 |
110831 |
790.25 |
794.00 |
773.25 |
791.50 |
+0.75 |
54,625 |
224,575 |
+3,594 |
Mar12 |
110831 |
825.25 |
830.00 |
810.50 |
827.00 |
+2.00 |
6,575 |
76,575 |
-158 |
May12 |
110831 |
836.50 |
842.50 |
824.25 |
840.25 |
+4.50 |
1,506 |
15,361 |
+73 |
Jul12 |
110831 |
838.00 |
845.00 |
828.00 |
843.50 |
+4.75 |
2,194 |
53,290 |
+287 |
Sep12 |
110831 |
847.25 |
853.50 |
841.25 |
851.00 |
+2.50 |
148 |
2,807 |
+50 |
Total Volume and Open Interest |
84,031 |
409,734 |
-2,453 |
Wheat(KCBT) |
Sep11 |
110831 |
867.75 |
871.50 |
857.00 |
871.00 |
+3.50 |
14,119 |
7,524 |
-6,833 |
Dec11 |
110831 |
890.75 |
897.00 |
881.00 |
895.00 |
+3.00 |
22,831 |
97,028 |
+2,346 |
Mar12 |
110831 |
902.50 |
907.25 |
892.75 |
906.25 |
+2.25 |
5,673 |
31,276 |
+897 |
May12 |
110831 |
901.00 |
909.25 |
893.00 |
908.00 |
+3.50 |
269 |
4,492 |
-37 |
Jul12 |
110831 |
898.00 |
902.25 |
889.75 |
902.00 |
+3.00 |
648 |
20,245 |
+58 |
Sep12 |
110831 |
900.00 |
906.00 |
894.50 |
906.00 |
+2.00 |
51 |
1,467 |
+10 |
Total Volume and Open Interest |
43,628 |
163,888 |
-3,542 |
Wheat(MGE) |
Sep11 |
110831 |
943.00 |
969.50 |
942.00 |
967.00 |
+26.00 |
2,867 |
2,367 |
-1,110 |
Dec11 |
110831 |
932.50 |
950.00 |
925.75 |
946.50 |
+13.25 |
2,963 |
21,250 |
+184 |
Mar12 |
110831 |
935.50 |
951.50 |
927.75 |
947.25 |
+11.75 |
573 |
7,845 |
+203 |
May12 |
110831 |
937.75 |
951.75 |
929.25 |
948.00 |
+10.25 |
226 |
3,411 |
-14 |
Jul12 |
110831 |
938.50 |
951.75 |
931.75 |
948.25 |
+8.25 |
183 |
4,561 |
+30 |
Total Volume and Open Interest |
6,892 |
43,029 |
-682 |
Oats(CBOT) |
Sep11 |
110831 |
378.75 |
379.00 |
370.00 |
370.00 |
-3.00 |
121 |
670 |
-64 |
Dec11 |
110831 |
374.00 |
380.00 |
370.50 |
372.50 |
-1.50 |
1,829 |
11,968 |
+687 |
Mar12 |
110831 |
384.00 |
387.75 |
380.00 |
381.50 |
-1.50 |
23 |
1,221 |
+0 |
May12 |
110831 |
391.00 |
391.00 |
388.50 |
388.50 |
-1.50 |
1 |
36 |
+1 |
Total Volume and Open Interest |
1,974 |
13,929 |
+624 |
Rough Rice(CBOT) |
Sep11 |
110831 |
17.42 |
17.85 |
17.40 |
17.68 |
+0.28 |
1,343 |
2,475 |
-464 |
Nov11 |
110831 |
17.68 |
18.14 |
17.62 |
17.94 |
+0.27 |
1,816 |
13,771 |
+876 |
Jan12 |
110831 |
17.99 |
18.40 |
17.97 |
18.22 |
+0.25 |
199 |
1,785 |
+48 |
Mar12 |
110831 |
18.28 |
18.61 |
18.25 |
18.50 |
+0.25 |
11 |
964 |
+1 |
Total Volume and Open Interest |
3,370 |
19,164 |
+461 |
Live Cattle(CME) |
Aug11 |
110831 |
114.035 |
114.650 |
113.000 |
113.000 |
-1.250 |
1,115 |
543 |
-692 |
Oct11 |
110831 |
114.450 |
114.850 |
113.785 |
114.035 |
-0.500 |
16,596 |
118,454 |
-3,175 |
Dec11 |
110831 |
116.450 |
116.980 |
115.800 |
115.900 |
-0.830 |
10,327 |
100,734 |
+2,266 |
Feb12 |
110831 |
120.035 |
120.385 |
119.385 |
119.885 |
-0.195 |
3,165 |
47,404 |
+534 |
Apr12 |
110831 |
124.400 |
124.550 |
123.730 |
124.135 |
-0.515 |
2,596 |
30,576 |
+890 |
Jun12 |
110831 |
123.050 |
123.250 |
122.450 |
122.930 |
-0.455 |
692 |
11,666 |
+106 |
Total Volume and Open Interest |
34,732 |
311,953 |
+31 |
Feeder Cattle(CME) |
Sep11 |
110831 |
132.485 |
132.650 |
131.850 |
132.450 |
-0.180 |
644 |
6,293 |
-257 |
Oct11 |
110831 |
132.700 |
132.985 |
131.900 |
132.700 |
-0.300 |
1,859 |
13,548 |
+338 |
Nov11 |
110831 |
134.000 |
134.130 |
133.075 |
133.950 |
-0.200 |
923 |
6,219 |
-85 |
Jan12 |
110831 |
134.935 |
135.450 |
134.535 |
135.285 |
+0.035 |
256 |
3,720 |
+12 |
Mar12 |
110831 |
135.400 |
135.800 |
135.000 |
135.485 |
-0.315 |
164 |
1,110 |
+17 |
Apr12 |
110831 |
135.800 |
135.800 |
135.500 |
135.500 |
-0.250 |
22 |
289 |
+1 |
May12 |
110831 |
136.250 |
136.250 |
136.000 |
136.000 |
unch |
12 |
241 |
+2 |
Total Volume and Open Interest |
3,888 |
31,436 |
+36 |
Lean Hogs(CME) |
Oct11 |
110831 |
85.480 |
85.930 |
85.035 |
85.500 |
-0.200 |
16,727 |
78,708 |
-1,200 |
Dec11 |
110831 |
83.000 |
83.250 |
82.450 |
82.900 |
-0.250 |
13,191 |
84,562 |
+1,041 |
Feb12 |
110831 |
86.700 |
86.850 |
86.180 |
86.850 |
-0.080 |
3,319 |
40,309 |
-373 |
Apr12 |
110831 |
89.650 |
89.930 |
89.150 |
89.730 |
-0.170 |
2,822 |
25,667 |
-161 |
May12 |
110831 |
94.050 |
94.500 |
94.000 |
94.500 |
unch |
8 |
1,027 |
+1 |
Jun12 |
110831 |
96.000 |
96.650 |
95.900 |
96.400 |
-0.235 |
1,686 |
12,294 |
-119 |
Jul12 |
110831 |
95.050 |
95.450 |
95.000 |
95.250 |
-0.100 |
146 |
3,790 |
+44 |
Aug12 |
110831 |
93.800 |
94.450 |
93.800 |
94.300 |
-0.050 |
75 |
2,423 |
+25 |
Total Volume and Open Interest |
37,991 |
249,760 |
-737 |
Class III Milk(CME) |
Aug11 |
110831 |
21.55 |
21.57 |
21.54 |
21.57 |
+0.02 |
35 |
6,456 |
-30 |
Sep11 |
110831 |
18.73 |
18.73 |
18.57 |
18.69 |
-0.04 |
61 |
6,067 |
+9 |
Oct11 |
110831 |
18.60 |
18.70 |
18.52 |
18.62 |
-0.01 |
129 |
5,004 |
-34 |
Nov11 |
110831 |
18.40 |
18.42 |
18.32 |
18.38 |
unch |
33 |
4,493 |
-3 |
Dec11 |
110831 |
17.99 |
18.05 |
17.95 |
18.01 |
+0.02 |
28 |
4,138 |
+13 |
Total Volume and Open Interest |
436 |
37,424 |
+87 |
Cocoa(ICE) |
Sep11 |
110831 |
3098 |
3098 |
3098 |
3098 |
+11 |
10 |
26 |
-9 |
Dec11 |
110831 |
3100 |
3145 |
3099 |
3113 |
+11 |
7,221 |
67,986 |
-642 |
Mar12 |
110831 |
3137 |
3169 |
3130 |
3140 |
+9 |
1,861 |
49,791 |
+124 |
May12 |
110831 |
3146 |
3159 |
3139 |
3143 |
+9 |
550 |
16,137 |
+206 |
Jul12 |
110831 |
3154 |
3168 |
3148 |
3151 |
+12 |
220 |
6,790 |
+22 |
Sep12 |
110831 |
3164 |
3166 |
3159 |
3159 |
+12 |
117 |
9,624 |
+10 |
Dec12 |
110831 |
3168 |
3176 |
3168 |
3168 |
+15 |
70 |
5,737 |
+24 |
Total Volume and Open Interest |
10,062 |
160,621 |
-263 |
Coffee "C"(ICE) |
Sep11 |
110831 |
286.10 |
289.10 |
286.10 |
289.10 |
+1.65 |
30 |
353 |
-25 |
Dec11 |
110831 |
286.60 |
288.50 |
284.70 |
288.25 |
+1.55 |
12,731 |
71,767 |
+558 |
Mar12 |
110831 |
289.00 |
290.85 |
287.35 |
290.60 |
+1.35 |
2,368 |
18,792 |
+524 |
May12 |
110831 |
289.10 |
290.75 |
287.45 |
290.50 |
+1.45 |
444 |
8,597 |
+49 |
Jul12 |
110831 |
287.00 |
289.15 |
285.30 |
288.90 |
+1.90 |
368 |
2,694 |
-35 |
Sep12 |
110831 |
284.75 |
287.20 |
284.20 |
286.80 |
+1.80 |
318 |
1,931 |
-166 |
Total Volume and Open Interest |
16,350 |
106,243 |
+959 |
Orange Juice(ICE) |
Sep11 |
110831 |
167.25 |
168.55 |
165.00 |
168.55 |
+1.95 |
230 |
827 |
-190 |
Nov11 |
110831 |
157.05 |
159.95 |
156.55 |
158.80 |
+1.20 |
846 |
17,920 |
+213 |
Jan12 |
110831 |
157.40 |
159.15 |
156.70 |
159.05 |
+1.15 |
90 |
3,355 |
+25 |
Mar12 |
110831 |
158.10 |
159.55 |
157.70 |
159.55 |
+1.15 |
41 |
1,494 |
+2 |
May12 |
110831 |
159.50 |
159.50 |
159.50 |
159.50 |
+1.15 |
25 |
443 |
-1 |
Jul12 |
110831 |
159.10 |
159.10 |
159.10 |
159.10 |
+1.15 |
0 |
145 |
+0 |
Total Volume and Open Interest |
1,232 |
24,195 |
+49 |
Sugar #11(ICE) |
Oct11 |
110831 |
29.55 |
30.22 |
29.40 |
29.68 |
+0.06 |
39,160 |
240,541 |
-4,476 |
Mar12 |
110831 |
28.69 |
29.30 |
28.59 |
28.88 |
+0.14 |
22,167 |
171,608 |
+3,492 |
May12 |
110831 |
27.12 |
27.71 |
27.12 |
27.41 |
+0.17 |
3,576 |
44,792 |
+354 |
Jul12 |
110831 |
26.02 |
26.42 |
25.95 |
26.22 |
+0.18 |
2,923 |
64,316 |
+36 |
Oct12 |
110831 |
25.25 |
25.50 |
25.15 |
25.42 |
+0.18 |
1,180 |
31,022 |
+470 |
Total Volume and Open Interest |
70,415 |
597,739 |
-91 |
London Cocoa(LCE) |
Sep11 |
110831 |
1925 |
1940 |
1923 |
1936 |
+8 |
2,369 |
48,652 |
-430 |
Dec11 |
110831 |
1949 |
1959 |
1944 |
1957 |
+8 |
8,157 |
66,404 |
+492 |
Mar12 |
110831 |
1958 |
1972 |
1958 |
1969 |
+7 |
1,637 |
44,001 |
+25 |
May12 |
110831 |
1966 |
1977 |
1966 |
1975 |
+8 |
392 |
15,205 |
+108 |
Jul12 |
110831 |
1979 |
1983 |
1976 |
1983 |
+9 |
70 |
8,823 |
+27 |
Sep12 |
110831 |
1990 |
1990 |
1986 |
1990 |
+6 |
2 |
5,307 |
+0 |
Dec12 |
110831 |
1990 |
1992 |
1990 |
1992 |
+2 |
21 |
8,757 |
+0 |
Total Volume and Open Interest |
12,648 |
198,055 |
+222 |
London Sugar(LCE) |
Oct11 |
110831 |
768.00 |
777.30 |
767.10 |
770.80 |
-3.20 |
3,522 |
20,314 |
+581 |
Dec11 |
110831 |
736.50 |
744.50 |
733.20 |
738.80 |
-2.90 |
1,297 |
8,888 |
+202 |
Mar12 |
110831 |
723.30 |
732.00 |
720.30 |
725.50 |
-3.20 |
578 |
11,305 |
-1 |
May12 |
110831 |
704.60 |
709.30 |
703.80 |
708.70 |
-1.00 |
305 |
3,664 |
+94 |
Aug12 |
110831 |
683.60 |
691.00 |
683.20 |
685.90 |
-1.40 |
158 |
2,380 |
+18 |
Total Volume and Open Interest |
6,000 |
48,415 |
+993 |
Cotton(ICE) |
Oct11 |
110831 |
105.00 |
106.00 |
104.70 |
105.88 |
+0.97 |
28 |
431 |
+0 |
Dec11 |
110831 |
105.50 |
106.89 |
104.60 |
105.81 |
+0.39 |
6,479 |
92,886 |
-83 |
Mar12 |
110831 |
102.54 |
103.95 |
102.03 |
103.26 |
+0.46 |
1,665 |
34,445 |
+388 |
May12 |
110831 |
102.50 |
102.73 |
100.90 |
101.77 |
-0.15 |
320 |
6,418 |
+85 |
Jul12 |
110831 |
101.63 |
101.90 |
99.90 |
100.47 |
-0.54 |
494 |
9,362 |
+340 |
Oct12 |
110831 |
98.93 |
98.93 |
98.93 |
98.93 |
-0.29 |
0 |
3 |
+0 |
Total Volume and Open Interest |
9,032 |
147,646 |
+738 |
Lumber(CME) |
Sep11 |
110831 |
233.3 |
242.6 |
233.0 |
241.6 |
+9.0 |
183 |
1,409 |
-107 |
Nov11 |
110831 |
241.8 |
252.8 |
241.4 |
250.4 |
+7.6 |
490 |
6,122 |
-1 |
Jan12 |
110831 |
261.7 |
271.3 |
261.7 |
270.3 |
+8.6 |
127 |
1,814 |
+57 |
Mar12 |
110831 |
274.0 |
284.2 |
274.0 |
281.9 |
+5.7 |
17 |
158 |
+6 |
Total Volume and Open Interest |
818 |
9,506 |
-45 |
Crude Oil(NYM) |
Oct11 |
110831 |
88.79 |
89.54 |
87.67 |
88.81 |
-0.09 |
315,383 |
288,298 |
-5,972 |
Nov11 |
110831 |
89.14 |
89.85 |
88.00 |
89.16 |
-0.03 |
93,720 |
172,144 |
+9,205 |
Dec11 |
110831 |
89.52 |
90.22 |
88.38 |
89.57 |
+0.07 |
103,674 |
203,192 |
+151 |
Jan12 |
110831 |
89.91 |
90.43 |
88.78 |
89.88 |
+0.07 |
22,550 |
84,322 |
+540 |
Feb12 |
110831 |
90.13 |
90.70 |
89.12 |
90.13 |
-0.01 |
10,023 |
33,542 |
+843 |
Mar12 |
110831 |
90.47 |
91.00 |
89.39 |
90.35 |
-0.12 |
12,921 |
42,566 |
+983 |
Apr12 |
110831 |
91.25 |
91.25 |
89.65 |
90.57 |
-0.24 |
6,603 |
25,229 |
+103 |
May12 |
110831 |
91.52 |
91.59 |
90.43 |
90.78 |
-0.38 |
5,719 |
24,597 |
+811 |
Jun12 |
110831 |
91.71 |
91.72 |
90.34 |
91.00 |
-0.50 |
21,699 |
77,944 |
+1,435 |
Jul12 |
110831 |
92.04 |
92.04 |
91.15 |
91.21 |
-0.62 |
4,606 |
33,852 |
-248 |
Aug12 |
110831 |
91.37 |
91.39 |
91.37 |
91.37 |
-0.72 |
3,801 |
15,302 |
+351 |
Sep12 |
110831 |
91.78 |
91.78 |
91.49 |
91.49 |
-0.79 |
2,497 |
18,762 |
+125 |
Oct12 |
110831 |
91.87 |
91.87 |
91.62 |
91.62 |
-0.84 |
1,421 |
14,278 |
+83 |
Nov12 |
110831 |
91.54 |
92.03 |
91.54 |
91.77 |
-0.87 |
1,216 |
18,560 |
-164 |
Dec12 |
110831 |
92.67 |
93.32 |
91.34 |
91.93 |
-0.90 |
31,450 |
156,669 |
+2,582 |
Jan13 |
110831 |
91.98 |
91.98 |
91.98 |
91.98 |
-0.94 |
693 |
19,297 |
+152 |
Total Volume and Open Interest |
665,471 |
1,494,803 |
+10,890 |
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 |
110831 |
88.700 |
89.525 |
87.650 |
88.800 |
-0.100 |
8,115 |
1,837 |
+201 |
Nov11 |
110831 |
88.800 |
89.750 |
88.000 |
89.150 |
-0.050 |
262 |
603 |
-16 |
Dec11 |
110831 |
89.225 |
90.100 |
88.650 |
89.575 |
+0.075 |
120 |
326 |
-18 |
Jan12 |
110831 |
89.875 |
89.875 |
89.875 |
89.875 |
+0.075 |
0 |
5 |
+0 |
Feb12 |
110831 |
90.125 |
90.125 |
90.125 |
90.125 |
-0.025 |
0 |
15 |
+0 |
Mar12 |
110831 |
90.350 |
90.350 |
90.350 |
90.350 |
-0.125 |
4 |
19 |
+4 |
Apr12 |
110831 |
90.575 |
90.575 |
90.575 |
90.575 |
-0.225 |
0 |
8 |
+0 |
May12 |
110831 |
90.775 |
90.775 |
90.775 |
90.775 |
-0.375 |
0 |
8 |
+0 |
Total Volume and Open Interest |
8,537 |
3,100 |
+175 |
Heating Oil(NYM) |
Sep11 |
110831 |
307.03 |
308.54 |
305.38 |
307.82 |
+0.90 |
22,067 |
7,502 |
-8,008 |
Oct11 |
110831 |
307.67 |
309.47 |
305.91 |
308.40 |
+0.73 |
50,895 |
95,834 |
+8,034 |
Nov11 |
110831 |
308.26 |
309.99 |
306.58 |
309.04 |
+0.76 |
13,091 |
40,985 |
+1,010 |
Dec11 |
110831 |
308.41 |
310.58 |
307.20 |
309.63 |
+0.75 |
14,068 |
53,170 |
+1,209 |
Jan12 |
110831 |
307.94 |
311.00 |
307.94 |
310.30 |
+0.77 |
6,032 |
31,993 |
+955 |
Feb12 |
110831 |
308.73 |
309.71 |
307.61 |
309.71 |
+0.74 |
1,937 |
13,208 |
+321 |
Mar12 |
110831 |
306.68 |
308.82 |
306.20 |
308.29 |
+0.68 |
2,464 |
10,546 |
+362 |
Apr12 |
110831 |
304.41 |
306.21 |
304.41 |
305.75 |
+0.67 |
1,197 |
5,516 |
+228 |
May12 |
110831 |
302.44 |
303.75 |
302.44 |
303.52 |
+0.66 |
918 |
5,451 |
+99 |
Jun12 |
110831 |
301.55 |
302.81 |
299.91 |
302.44 |
+0.65 |
2,710 |
27,382 |
+378 |
Jul12 |
110831 |
302.80 |
302.80 |
302.72 |
302.72 |
+0.51 |
116 |
2,491 |
+48 |
Aug12 |
110831 |
303.27 |
303.27 |
303.27 |
303.27 |
+0.44 |
162 |
1,260 |
-32 |
Total Volume and Open Interest |
116,138 |
311,034 |
+4,640 |
Gasoline(NYMEX) |
Sep11 |
110831 |
300.21 |
305.73 |
300.21 |
303.20 |
+3.62 |
22,603 |
5,280 |
-6,233 |
Oct11 |
110831 |
284.50 |
288.07 |
283.68 |
287.63 |
+3.48 |
47,077 |
80,108 |
+3,426 |
Nov11 |
110831 |
280.12 |
283.25 |
279.02 |
282.89 |
+3.07 |
20,957 |
37,546 |
+1,256 |
Dec11 |
110831 |
277.72 |
280.85 |
276.73 |
280.49 |
+2.68 |
14,652 |
45,367 |
+86 |
Jan12 |
110831 |
278.50 |
280.34 |
276.76 |
280.03 |
+2.45 |
6,156 |
27,122 |
+1,433 |
Feb12 |
110831 |
277.23 |
280.52 |
276.96 |
280.52 |
+2.31 |
2,121 |
7,486 |
+302 |
Mar12 |
110831 |
278.30 |
281.21 |
278.30 |
281.21 |
+2.05 |
1,522 |
11,351 |
+278 |
Apr12 |
110831 |
291.86 |
291.86 |
291.86 |
291.86 |
+1.87 |
589 |
6,496 |
-90 |
May12 |
110831 |
291.10 |
291.10 |
291.10 |
291.10 |
+1.41 |
322 |
3,051 |
-9 |
Jun12 |
110831 |
288.76 |
290.06 |
287.97 |
289.56 |
+0.97 |
1,089 |
12,083 |
+258 |
Total Volume and Open Interest |
117,692 |
251,546 |
+869 |
e-miNY RBOB Gasoline(NYM) |
Oct11 |
110831 |
287.60 |
287.63 |
287.60 |
287.60 |
+3.40 |
0 |
1 |
+0 |
Nov11 |
110831 |
282.90 |
282.90 |
282.89 |
282.90 |
+3.10 |
|
|
|
Dec11 |
110831 |
280.50 |
280.50 |
280.49 |
280.50 |
+2.70 |
|
|
|
Jan12 |
110831 |
280.00 |
280.03 |
280.00 |
280.00 |
+2.40 |
0 |
1 |
+0 |
Total Volume and Open Interest |
0 |
3 |
-1 |
Natural Gas(NYM) |
Oct11 |
110831 |
3.909 |
4.068 |
3.870 |
4.054 |
+0.145 |
85,772 |
194,870 |
-8,750 |
Nov11 |
110831 |
4.026 |
4.181 |
3.980 |
4.173 |
+0.149 |
30,680 |
193,215 |
-657 |
Dec11 |
110831 |
4.263 |
4.397 |
4.196 |
4.386 |
+0.143 |
18,880 |
85,131 |
+1,262 |
Jan12 |
110831 |
4.356 |
4.504 |
4.307 |
4.498 |
+0.143 |
16,932 |
154,020 |
+1,301 |
Feb12 |
110831 |
4.339 |
4.504 |
4.324 |
4.502 |
+0.143 |
4,295 |
36,239 |
+485 |
Mar12 |
110831 |
4.305 |
4.470 |
4.289 |
4.465 |
+0.142 |
6,943 |
43,378 |
-120 |
Apr12 |
110831 |
4.310 |
4.438 |
4.257 |
4.433 |
+0.138 |
7,985 |
71,317 |
+894 |
May12 |
110831 |
4.290 |
4.464 |
4.289 |
4.462 |
+0.137 |
1,182 |
16,024 |
+15 |
Jun12 |
110831 |
4.364 |
4.503 |
4.331 |
4.502 |
+0.137 |
452 |
13,123 |
+73 |
Jul12 |
110831 |
4.437 |
4.550 |
4.377 |
4.547 |
+0.137 |
358 |
10,632 |
-40 |
Aug12 |
110831 |
4.480 |
4.574 |
4.402 |
4.573 |
+0.137 |
489 |
9,704 |
-193 |
Sep12 |
110831 |
4.485 |
4.580 |
4.408 |
4.578 |
+0.136 |
1,022 |
9,339 |
+285 |
Oct12 |
110831 |
4.451 |
4.605 |
4.451 |
4.604 |
+0.136 |
2,570 |
39,092 |
+199 |
Nov12 |
110831 |
4.642 |
4.761 |
4.627 |
4.761 |
+0.126 |
293 |
7,674 |
-37 |
Dec12 |
110831 |
4.895 |
5.013 |
4.895 |
5.013 |
+0.120 |
141 |
12,624 |
+26 |
Jan13 |
110831 |
5.075 |
5.143 |
5.075 |
5.143 |
+0.118 |
228 |
18,860 |
+89 |
Total Volume and Open Interest |
178,465 |
975,210 |
-5,014 |
Brent Crude Oil(ICE) |
Oct11 |
110831 |
113.85 |
115.19 |
113.52 |
114.85 |
+0.83 |
184,889 |
148,980 |
+242 |
Nov11 |
110831 |
113.44 |
114.36 |
112.79 |
114.08 |
+0.71 |
91,111 |
122,651 |
+4,342 |
Dec11 |
110831 |
113.02 |
113.84 |
112.33 |
113.60 |
+0.64 |
86,353 |
130,768 |
+4,985 |
Jan12 |
110831 |
112.74 |
113.43 |
112.09 |
113.25 |
+0.57 |
15,341 |
37,824 |
+3,294 |
Feb12 |
110831 |
112.51 |
113.11 |
111.86 |
112.94 |
+0.49 |
7,599 |
20,064 |
+629 |
Mar12 |
110831 |
112.31 |
112.83 |
111.70 |
112.68 |
+0.43 |
7,890 |
41,715 |
-639 |
Apr12 |
110831 |
112.26 |
112.66 |
111.66 |
112.48 |
+0.36 |
2,653 |
13,069 |
-2 |
May12 |
110831 |
112.10 |
112.46 |
111.44 |
112.26 |
+0.30 |
2,632 |
14,664 |
+750 |
Jun12 |
110831 |
111.80 |
112.22 |
111.14 |
112.01 |
+0.24 |
10,121 |
42,776 |
+850 |
Jul12 |
110831 |
111.81 |
111.81 |
111.61 |
111.81 |
+0.19 |
1,187 |
10,404 |
+34 |
Aug12 |
110831 |
111.58 |
111.58 |
111.33 |
111.58 |
+0.15 |
364 |
7,368 |
-115 |
Sep12 |
110831 |
111.17 |
111.30 |
111.17 |
111.30 |
+0.10 |
683 |
9,402 |
-149 |
Oct12 |
110831 |
111.02 |
111.02 |
111.02 |
111.02 |
+0.05 |
1,022 |
6,147 |
+617 |
Nov12 |
110831 |
110.72 |
110.72 |
110.72 |
110.72 |
+0.04 |
405 |
8,433 |
+71 |
Total Volume and Open Interest |
441,388 |
784,910 |
+18,206 |
Gas Oil(ICE) |
Sep11 |
110831 |
973.50 |
976.50 |
966.00 |
973.50 |
unch |
46,533 |
88,170 |
-3,227 |
Oct11 |
110831 |
968.25 |
971.50 |
961.25 |
970.00 |
+1.25 |
75,488 |
124,376 |
+5,063 |
Nov11 |
110831 |
963.50 |
967.75 |
957.00 |
966.00 |
+2.00 |
39,945 |
65,515 |
+1,142 |
Dec11 |
110831 |
959.25 |
964.25 |
953.50 |
962.50 |
+2.25 |
36,121 |
76,919 |
+2,086 |
Jan12 |
110831 |
955.75 |
962.00 |
951.50 |
960.50 |
+2.50 |
11,318 |
53,254 |
+469 |
Feb12 |
110831 |
953.25 |
959.50 |
950.00 |
958.50 |
+2.50 |
5,659 |
22,680 |
+835 |
Mar12 |
110831 |
949.75 |
957.00 |
947.25 |
956.00 |
+2.00 |
6,437 |
19,446 |
-1,405 |
Apr12 |
110831 |
947.25 |
953.75 |
945.25 |
953.75 |
+1.75 |
5,026 |
14,397 |
-103 |
May12 |
110831 |
945.25 |
951.50 |
943.00 |
951.50 |
+1.50 |
4,241 |
12,194 |
+991 |
Jun12 |
110831 |
944.50 |
952.00 |
942.00 |
950.50 |
+1.25 |
7,722 |
40,890 |
-81 |
Total Volume and Open Interest |
245,674 |
596,990 |
+5,749 |
Ethanol(CBOT) |
Aug11 |
110803 |
2.836 |
2.836 |
2.800 |
2.800 |
-0.042 |
58 |
178 |
-18 |
Sep11 |
110831 |
2.915 |
2.916 |
2.905 |
2.913 |
-0.009 |
236 |
247 |
-132 |
Oct11 |
110831 |
2.834 |
2.846 |
2.826 |
2.835 |
-0.012 |
377 |
1,340 |
+20 |
Nov11 |
110831 |
2.803 |
2.808 |
2.795 |
2.796 |
-0.015 |
69 |
1,093 |
-7 |
Dec11 |
110831 |
2.781 |
2.785 |
2.763 |
2.771 |
-0.019 |
131 |
1,450 |
-22 |
Jan12 |
110831 |
2.693 |
2.716 |
2.693 |
2.701 |
-0.024 |
134 |
761 |
+66 |
Feb12 |
110831 |
2.714 |
2.714 |
2.685 |
2.693 |
-0.030 |
79 |
914 |
+49 |
Mar12 |
110831 |
2.703 |
2.703 |
2.685 |
2.700 |
-0.029 |
90 |
1,073 |
+80 |
Total Volume and Open Interest |
1,311 |
10,324 |
+184 |
WTI Crude Oil(ICE) |
Oct11 |
110831 |
88.62 |
89.58 |
87.66 |
88.81 |
-0.09 |
71,901 |
64,316 |
-785 |
Nov11 |
110831 |
88.88 |
89.78 |
88.03 |
89.16 |
-0.03 |
23,825 |
42,658 |
+1,852 |
Dec11 |
110831 |
89.32 |
90.21 |
88.40 |
89.57 |
+0.07 |
37,136 |
96,416 |
+228 |
Jan12 |
110831 |
89.77 |
90.48 |
88.80 |
89.88 |
+0.07 |
11,022 |
20,292 |
+591 |
Feb12 |
110831 |
90.54 |
90.65 |
89.16 |
90.13 |
-0.01 |
4,069 |
8,851 |
+362 |
Mar12 |
110831 |
90.88 |
90.92 |
89.47 |
90.35 |
-0.12 |
6,866 |
15,925 |
+224 |
Apr12 |
110831 |
90.92 |
91.22 |
89.75 |
90.57 |
-0.24 |
2,457 |
4,721 |
+86 |
May12 |
110831 |
91.32 |
91.32 |
90.03 |
90.78 |
-0.38 |
3,023 |
5,885 |
+1,119 |
Jun12 |
110831 |
91.64 |
91.68 |
90.33 |
91.00 |
-0.50 |
7,742 |
27,694 |
+301 |
Jul12 |
110831 |
91.21 |
91.21 |
91.21 |
91.21 |
-0.62 |
2,669 |
5,804 |
+1,118 |
Aug12 |
110831 |
91.37 |
91.37 |
91.37 |
91.37 |
-0.72 |
2,235 |
3,679 |
+1,874 |
Sep12 |
110831 |
91.49 |
91.49 |
91.49 |
91.49 |
-0.79 |
100 |
5,723 |
-1 |
Oct12 |
110831 |
91.62 |
91.62 |
91.62 |
91.62 |
-0.84 |
71 |
1,388 |
+20 |
Nov12 |
110831 |
91.77 |
91.77 |
91.77 |
91.77 |
-0.87 |
3 |
2,590 |
+3 |
Dec12 |
110831 |
92.82 |
93.05 |
91.32 |
91.93 |
-0.90 |
8,161 |
44,894 |
-510 |
Jan13 |
110831 |
91.98 |
91.98 |
91.98 |
91.98 |
-0.94 |
3 |
1,946 |
+0 |
Total Volume and Open Interest |
184,439 |
439,119 |
+7,698 |
US Dollar Index(ICE) |
Sep11 |
110831 |
74.055 |
74.245 |
73.890 |
74.173 |
+0.177 |
26,002 |
54,764 |
-1,639 |
Dec11 |
110831 |
74.440 |
74.570 |
74.250 |
74.493 |
+0.162 |
150 |
903 |
+32 |
Mar12 |
110831 |
74.812 |
74.812 |
74.812 |
74.812 |
+0.062 |
0 |
3 |
+0 |
Total Volume and Open Interest |
26,152 |
55,670 |
-1,607 |
Australian Dollar(CME) |
Sep11 |
110831 |
106.52 |
106.95 |
106.26 |
106.66 |
-0.19 |
83,948 |
118,448 |
+2,978 |
Dec11 |
110831 |
105.36 |
105.78 |
105.18 |
105.52 |
-0.20 |
424 |
1,841 |
+202 |
Mar12 |
110831 |
104.56 |
104.76 |
104.56 |
104.56 |
-0.20 |
0 |
5 |
+0 |
Total Volume and Open Interest |
84,372 |
120,394 |
+3,180 |
British Pound(CME) |
Sep11 |
110831 |
163.01 |
163.33 |
162.29 |
162.38 |
-0.67 |
90,066 |
95,491 |
+4,549 |
Dec11 |
110831 |
162.82 |
163.16 |
162.17 |
162.21 |
-0.68 |
230 |
648 |
+61 |
Mar12 |
110831 |
162.04 |
162.72 |
162.04 |
162.04 |
-0.68 |
0 |
19 |
+0 |
Total Volume and Open Interest |
90,296 |
96,164 |
+4,610 |
Canadian Dollar(CME) |
Sep11 |
110831 |
102.13 |
102.78 |
101.97 |
102.08 |
-0.09 |
62,133 |
95,314 |
+531 |
Dec11 |
110831 |
101.96 |
102.57 |
101.81 |
101.89 |
-0.10 |
1,663 |
9,299 |
+757 |
Mar12 |
110831 |
101.75 |
102.45 |
101.74 |
101.74 |
-0.10 |
25 |
2,013 |
-17 |
Jun12 |
110831 |
101.60 |
101.69 |
101.60 |
101.60 |
-0.09 |
1 |
413 |
+0 |
Total Volume and Open Interest |
63,824 |
107,237 |
+1,271 |
Japanese Yen(CME) |
Sep11 |
110831 |
130.34 |
130.88 |
130.15 |
130.60 |
+0.15 |
68,853 |
123,850 |
+2,867 |
Dec11 |
110831 |
130.53 |
131.05 |
130.31 |
130.73 |
+0.14 |
268 |
2,207 |
+6 |
Mar12 |
110831 |
130.91 |
130.91 |
130.77 |
130.91 |
+0.14 |
0 |
50 |
+0 |
Total Volume and Open Interest |
69,121 |
126,128 |
+2,873 |
Swiss Franc(CME) |
Sep11 |
110831 |
121.90 |
125.14 |
121.87 |
124.30 |
+2.27 |
20,240 |
43,633 |
-610 |
Dec11 |
110831 |
122.47 |
125.50 |
122.38 |
124.72 |
+2.34 |
711 |
1,885 |
+112 |
Mar12 |
110831 |
124.75 |
125.10 |
122.80 |
125.10 |
+2.30 |
1 |
37 |
+0 |
Total Volume and Open Interest |
20,952 |
45,566 |
-498 |
EuroFX(CME) |
Sep11 |
110831 |
144.36 |
144.66 |
143.55 |
143.77 |
-0.70 |
243,875 |
172,010 |
-886 |
Dec11 |
110831 |
144.24 |
144.39 |
143.41 |
143.62 |
-0.70 |
1,591 |
5,912 |
+181 |
Mar12 |
110831 |
144.10 |
144.18 |
143.41 |
143.47 |
-0.71 |
27 |
405 |
+3 |
Total Volume and Open Interest |
245,495 |
179,162 |
-700 |
Mexican Peso(CME) |
Sep11 |
110831 |
798.0 |
813.0 |
796.8 |
809.8 |
+11.5 |
19,488 |
99,518 |
-471 |
Oct11 |
110831 |
806.8 |
806.8 |
795.8 |
806.8 |
+11.0 |
|
|
|
Total Volume and Open Interest |
20,087 |
111,355 |
-225 |
Brazilian Real(CME) |
Sep11 |
110831 |
630.00 |
630.40 |
628.50 |
630.40 |
-0.60 |
420 |
5,385 |
-264 |
Oct11 |
110831 |
626.75 |
627.55 |
626.75 |
626.75 |
-0.80 |
|
|
|
Nov11 |
110831 |
623.05 |
624.05 |
623.05 |
623.05 |
-1.00 |
|
|
|
Dec11 |
110831 |
620.60 |
622.00 |
617.50 |
619.40 |
-1.20 |
718 |
3,413 |
+48 |
Total Volume and Open Interest |
1,138 |
39,411 |
-216 |
30-Year T-Bonds(CBOT) |
Sep11 |
110831 |
138~150 |
139~000 |
137~020 |
137~100 |
-1~080 |
394,746 |
113,183 |
-104,708 |
Dec11 |
110831 |
137~090 |
137~240 |
135~240 |
136~010 |
-1~090 |
276,325 |
575,810 |
+84,199 |
Mar12 |
110831 |
135~250 |
135~250 |
134~310 |
134~310 |
-1~090 |
5 |
24 |
-1 |
Total Volume and Open Interest |
671,076 |
689,017 |
-20,510 |
10-Year T-Notes(CBOT) |
Sep11 |
110831 |
130~115 |
130~220 |
129~285 |
130~010 |
-0~115 |
1,277,202 |
304,671 |
-336,923 |
Dec11 |
110831 |
129~125 |
129~230 |
128~280 |
129~010 |
-0~125 |
806,423 |
1,707,151 |
+272,072 |
Mar12 |
110831 |
128~010 |
128~010 |
128~010 |
128~010 |
-0~125 |
1 |
0 |
+0 |
Total Volume and Open Interest |
2,083,626 |
2,011,822 |
-64,851 |
5-Year T-Notes(CBOT) |
Sep11 |
110831 |
123~076 |
123~100 |
123~045 |
123~064 |
-0~014 |
749,860 |
252,923 |
-253,038 |
Dec11 |
110831 |
122~085 |
122~104 |
122~052 |
122~070 |
-0~017 |
572,649 |
1,178,244 |
+215,623 |
Mar12 |
110831 |
121~094 |
121~111 |
121~094 |
121~094 |
-0~017 |
|
|
|
Total Volume and Open Interest |
1,322,509 |
1,431,167 |
-37,415 |
2 Year T-Notes(CBOT) |
Sep11 |
110831 |
110~036 |
110~037 |
110~027 |
110~034 |
-0~001 |
420,855 |
144,765 |
-97,415 |
Dec11 |
110831 |
110~033 |
110~036 |
110~024 |
110~032 |
unch |
377,815 |
742,313 |
+119,249 |
Mar12 |
110831 |
110~024 |
110~024 |
110~024 |
110~024 |
unch |
0 |
60 |
+0 |
Total Volume and Open Interest |
798,670 |
887,138 |
+21,834 |
Eurodollars(CME) |
Sep11 |
110831 |
99.630 |
99.643 |
99.628 |
99.632 |
+0.005 |
133,027 |
1,083,493 |
-4,441 |
Dec11 |
110831 |
99.500 |
99.530 |
99.485 |
99.495 |
+0.005 |
178,736 |
1,071,989 |
+10,031 |
Mar12 |
110831 |
99.510 |
99.535 |
99.470 |
99.495 |
+0.005 |
117,435 |
1,038,500 |
-3,626 |
Jun12 |
110831 |
99.520 |
99.550 |
99.475 |
99.515 |
+0.005 |
107,569 |
1,255,874 |
-10,806 |
Sep12 |
110831 |
99.510 |
99.540 |
99.475 |
99.520 |
+0.015 |
101,362 |
839,202 |
-7,392 |
Dec12 |
110831 |
99.490 |
99.515 |
99.455 |
99.505 |
+0.020 |
97,142 |
763,502 |
-2,017 |
Mar13 |
110831 |
99.460 |
99.490 |
99.430 |
99.485 |
+0.020 |
102,457 |
701,973 |
-3,353 |
Jun13 |
110831 |
99.385 |
99.420 |
99.360 |
99.410 |
+0.020 |
96,002 |
561,915 |
+7,416 |
Sep13 |
110831 |
99.270 |
99.305 |
99.245 |
99.290 |
+0.015 |
77,422 |
506,570 |
+3,761 |
Dec13 |
110831 |
99.095 |
99.135 |
99.065 |
99.115 |
+0.015 |
64,095 |
421,664 |
-1,638 |
Mar14 |
110831 |
98.905 |
98.950 |
98.880 |
98.925 |
+0.015 |
38,676 |
289,500 |
-661 |
Jun14 |
110831 |
98.705 |
98.740 |
98.665 |
98.715 |
+0.015 |
41,131 |
261,703 |
-1,118 |
Sep14 |
110831 |
98.495 |
98.530 |
98.450 |
98.500 |
+0.010 |
21,550 |
138,725 |
+1,607 |
Dec14 |
110831 |
98.280 |
98.310 |
98.230 |
98.275 |
+0.005 |
29,937 |
151,895 |
+3,565 |
Mar15 |
110831 |
98.050 |
98.105 |
98.020 |
98.060 |
unch |
20,699 |
119,958 |
+1,184 |
Jun15 |
110831 |
6.105 |
6.145 |
6.060 |
6.095 |
-0.005 |
15,442 |
110,128 |
+144 |
Sep15 |
110831 |
5.915 |
5.940 |
5.850 |
5.885 |
-0.010 |
6,841 |
64,070 |
-20 |
Dec15 |
110831 |
5.725 |
5.745 |
5.640 |
5.680 |
-0.015 |
11,540 |
61,121 |
-957 |
Total Volume and Open Interest |
1,276,506 |
9,673,431 |
-7,793 |
30 Day Federal Funds(CBOT) |
Aug11 |
110831 |
99.905 |
99.905 |
99.902 |
99.902 |
unch |
3,381 |
82,571 |
-1,728 |
Sep11 |
110831 |
99.905 |
99.910 |
99.905 |
99.910 |
unch |
5,737 |
53,699 |
+2,424 |
Oct11 |
110831 |
99.915 |
99.920 |
99.910 |
99.915 |
unch |
4,292 |
57,096 |
-720 |
Nov11 |
110831 |
99.920 |
99.920 |
99.915 |
99.920 |
unch |
2,104 |
56,081 |
-379 |
Dec11 |
110831 |
99.920 |
99.925 |
99.920 |
99.920 |
-0.005 |
2,091 |
64,967 |
+620 |
Jan12 |
110831 |
99.915 |
99.925 |
99.915 |
99.920 |
unch |
2,179 |
57,925 |
-17 |
Total Volume and Open Interest |
43,352 |
799,502 |
-1,343 |
30 Day Fed Funds(e-CBOT) |
3-Mth Euro-Yen(CME) |
Sep11 |
110831 |
99.680 |
99.680 |
99.680 |
99.680 |
unch |
0 |
66 |
+0 |
Dec11 |
110831 |
99.705 |
99.705 |
99.705 |
99.705 |
unch |
0 |
332 |
+0 |
Mar12 |
110831 |
99.705 |
99.705 |
99.705 |
99.705 |
unch |
0 |
340 |
+0 |
Jun12 |
110831 |
99.702 |
99.702 |
99.702 |
99.702 |
unch |
|
|
|
Sep12 |
110831 |
99.625 |
99.625 |
99.625 |
99.625 |
unch |
|
|
|
Dec12 |
110831 |
99.685 |
99.685 |
99.685 |
99.685 |
unch |
|
|
|
Mar13 |
110831 |
99.685 |
99.685 |
99.685 |
99.685 |
unch |
|
|
|
Jun13 |
110831 |
99.640 |
99.640 |
99.640 |
99.640 |
unch |
|
|
|
Sep13 |
110831 |
99.500 |
99.500 |
99.500 |
99.500 |
unch |
|
|
|
Dec13 |
110831 |
99.360 |
99.360 |
99.360 |
99.360 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
738 |
+0 |
3-Mth Euro-Yen(SGX) |
Sep11 |
110831 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
0 |
1,525 |
+0 |
Dec11 |
110831 |
99.69 |
99.71 |
99.69 |
99.71 |
unch |
2 |
2,254 |
+2 |
Mar12 |
110831 |
99.71 |
99.71 |
99.71 |
99.71 |
unch |
0 |
2,383 |
+0 |
Jun12 |
110831 |
99.70 |
99.70 |
99.70 |
99.70 |
unch |
0 |
1,376 |
+0 |
Sep12 |
110831 |
99.62 |
99.62 |
99.62 |
99.62 |
unch |
0 |
411 |
+0 |
Dec12 |
110831 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
0 |
49 |
+0 |
Mar13 |
110831 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
0 |
1 |
+0 |
Jun13 |
110831 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
|
|
|
Total Volume and Open Interest |
2 |
8,001 |
+2 |
Japanese Gov't Bonds(SGX) |
Sep11 |
110831 |
142.50 |
142.59 |
142.36 |
142.41 |
-0.11 |
1,815 |
24,417 |
-243 |
Dec11 |
110831 |
142.12 |
142.12 |
142.06 |
142.06 |
-0.12 |
167 |
287 |
+49 |
Mar12 |
110831 |
139.97 |
139.97 |
139.97 |
139.97 |
-0.12 |
|
|
|
Total Volume and Open Interest |
1,982 |
24,704 |
-194 |
Euro-Bund(EUREX) |
Sep11 |
110831 |
135.14 |
135.29 |
134.30 |
134.56 |
-0.72 |
697,965 |
913,770 |
+3,888 |
Dec11 |
110831 |
133.60 |
133.69 |
132.73 |
132.99 |
-0.68 |
50,221 |
70,146 |
+14,958 |
Mar12 |
110831 |
133.56 |
133.56 |
133.56 |
133.56 |
-0.72 |
0 |
2 |
+0 |
Total Volume and Open Interest |
748,186 |
983,918 |
+18,846 |
Euro-Bobl(EUREX) |
Sep11 |
110831 |
122.15 |
122.31 |
121.63 |
121.74 |
-0.52 |
448,041 |
727,930 |
+8,737 |
Dec11 |
110831 |
121.22 |
121.22 |
120.57 |
120.67 |
-0.53 |
17,964 |
30,918 |
+9,674 |
Mar12 |
110831 |
120.74 |
120.74 |
120.74 |
120.74 |
-0.52 |
|
|
|
Total Volume and Open Interest |
466,005 |
758,848 |
+18,411 |
3-Mth Euribor(EUREX) |
Sep11 |
110831 |
98.470 |
98.470 |
98.465 |
98.470 |
-0.010 |
6 |
2,028 |
-4 |
Dec11 |
110831 |
98.670 |
98.670 |
98.650 |
98.650 |
-0.035 |
6 |
1,451 |
-21 |
Mar12 |
110831 |
98.790 |
98.795 |
98.770 |
98.775 |
-0.045 |
5 |
2,450 |
+4 |
Total Volume and Open Interest |
100 |
10,059 |
+50 |
Long Gilt(LIFFE) |
Sep11 |
110831 |
128~23 |
128~30 |
127~19 |
127~24 |
-1~01 |
125,428 |
74,006 |
-22,364 |
Dec11 |
110831 |
127~11 |
127~21 |
126~09 |
126~15 |
-1~02 |
148,604 |
338,044 |
+34,313 |
Total Volume and Open Interest |
274,032 |
412,050 |
+11,949 |
3-Mth Short Sterling(LIFFE) |
Sep11 |
110831 |
99.09 |
99.09 |
99.07 |
99.07 |
-0.01 |
18,972 |
376,052 |
+1,754 |
Dec11 |
110831 |
99.01 |
99.04 |
98.99 |
98.99 |
-0.01 |
29,159 |
455,897 |
-1,137 |
Mar12 |
110831 |
99.06 |
99.07 |
99.03 |
99.03 |
-0.02 |
42,579 |
337,238 |
-7,040 |
Jun12 |
110831 |
99.07 |
99.09 |
99.04 |
99.05 |
-0.01 |
26,792 |
243,569 |
+4,852 |
Sep12 |
110831 |
99.06 |
99.08 |
99.03 |
99.04 |
unch |
58,980 |
252,485 |
-21,405 |
Dec12 |
110831 |
99.00 |
99.02 |
98.96 |
98.97 |
unch |
52,027 |
239,070 |
-298 |
Total Volume and Open Interest |
321,801 |
2,391,694 |
-6,946 |
3-Mth Euribor(LIFFE) |
Sep11 |
110831 |
98.475 |
98.480 |
98.460 |
98.470 |
-0.010 |
75,116 |
658,035 |
-5,717 |
Dec11 |
110831 |
98.690 |
98.690 |
98.635 |
98.650 |
-0.035 |
114,808 |
599,835 |
+17,524 |
Mar12 |
110831 |
98.825 |
98.825 |
98.750 |
98.770 |
-0.050 |
80,157 |
473,558 |
+7,259 |
Total Volume and Open Interest |
618,620 |
3,489,861 |
+37,822 |
3-Mth Aus T-Bills(SFE) |
Sep11 |
110831 |
95.24 |
95.25 |
95.22 |
95.23 |
-0.01 |
11,477 |
141,590 |
-2,654 |
Dec11 |
110831 |
95.75 |
95.80 |
95.73 |
95.75 |
-0.01 |
20,960 |
236,874 |
-1,943 |
Mar12 |
110831 |
96.08 |
96.13 |
96.06 |
96.11 |
+0.03 |
13,187 |
166,402 |
+4,949 |
Jun12 |
110831 |
96.06 |
96.12 |
96.04 |
96.09 |
+0.03 |
8,243 |
91,985 |
+1,148 |
Sep12 |
110831 |
95.91 |
95.99 |
95.91 |
95.96 |
+0.05 |
2,069 |
63,480 |
+499 |
Dec12 |
110831 |
95.75 |
95.83 |
95.75 |
95.80 |
+0.06 |
2,427 |
39,814 |
+366 |
Mar13 |
110831 |
95.59 |
95.67 |
95.58 |
95.65 |
+0.07 |
1,459 |
37,673 |
+136 |
Jun13 |
110831 |
95.46 |
95.52 |
95.46 |
95.51 |
+0.07 |
764 |
18,458 |
+314 |
Sep13 |
110831 |
95.37 |
95.42 |
95.37 |
95.42 |
+0.08 |
368 |
3,621 |
+81 |
Dec13 |
110831 |
95.28 |
95.34 |
95.28 |
95.33 |
+0.08 |
199 |
1,763 |
+28 |
Total Volume and Open Interest |
61,197 |
801,806 |
+2,924 |
10-Year Aus T-Bonds(SFE) |
Sep11 |
110831 |
95.57 |
95.63 |
95.57 |
95.63 |
+0.05 |
49,105 |
392,965 |
+11,163 |
Dec11 |
110831 |
95.63 |
95.63 |
95.63 |
95.63 |
+0.05 |
|
|
|
Total Volume and Open Interest |
49,105 |
392,965 |
+11,163 |
3-Year Aus T-Bonds(SFE) |
Sep11 |
110831 |
96.14 |
96.22 |
96.13 |
96.19 |
+0.04 |
137,890 |
666,860 |
+27,705 |
Dec11 |
110831 |
96.19 |
96.19 |
96.19 |
96.19 |
+0.04 |
|
|
|
Total Volume and Open Interest |
137,890 |
666,860 |
+27,705 |
Gold(CMX) |
Oct11 |
110831 |
1835.6 |
1840.3 |
1811.4 |
1829.3 |
+1.8 |
8,619 |
35,024 |
-175 |
Dec11 |
110831 |
1837.6 |
1842.7 |
1813.6 |
1831.7 |
+1.9 |
184,591 |
340,477 |
+7,839 |
Feb12 |
110831 |
1839.7 |
1842.9 |
1817.0 |
1833.3 |
+2.0 |
994 |
30,788 |
+17 |
Apr12 |
110831 |
1836.3 |
1842.5 |
1818.8 |
1834.8 |
+2.0 |
1,008 |
7,346 |
-291 |
Jun12 |
110831 |
1838.2 |
1842.1 |
1826.3 |
1836.5 |
+2.0 |
231 |
16,863 |
+80 |
Aug12 |
110831 |
1833.8 |
1841.3 |
1833.8 |
1838.1 |
+2.0 |
2 |
6,215 |
-6 |
Oct12 |
110831 |
1840.1 |
1840.1 |
1840.1 |
1840.1 |
+2.0 |
30 |
4,281 |
+21 |
Dec12 |
110831 |
1844.4 |
1848.4 |
1835.0 |
1842.0 |
+2.0 |
208 |
13,660 |
+3 |
Feb13 |
110831 |
1843.9 |
1843.9 |
1843.9 |
1843.9 |
+2.0 |
0 |
3,105 |
+0 |
Apr13 |
110831 |
1846.0 |
1846.0 |
1846.0 |
1846.0 |
+2.0 |
0 |
335 |
+0 |
Jun13 |
110831 |
1844.5 |
1848.5 |
1844.5 |
1848.5 |
+2.0 |
0 |
11,992 |
+0 |
Total Volume and Open Interest |
197,524 |
509,325 |
+8,441 |
Silver(CMX) |
Sep11 |
110831 |
4129.5 |
4201.0 |
4115.0 |
4169.9 |
+30.1 |
18,996 |
3,194 |
-4,198 |
Dec11 |
110831 |
4138.5 |
4209.5 |
4113.5 |
4176.8 |
+30.4 |
45,895 |
76,380 |
+2,486 |
Mar12 |
110831 |
4139.5 |
4190.5 |
4120.5 |
4179.0 |
+30.7 |
847 |
7,621 |
+71 |
May12 |
110831 |
4135.0 |
4178.6 |
4135.0 |
4178.6 |
+30.7 |
62 |
2,333 |
+9 |
Jul12 |
110831 |
4165.0 |
4178.2 |
4165.0 |
4178.2 |
+30.7 |
19 |
1,994 |
-2 |
Sep12 |
110831 |
4140.5 |
4176.6 |
4133.0 |
4176.6 |
+30.5 |
43 |
396 |
+27 |
Dec12 |
110831 |
4125.0 |
4169.8 |
4124.0 |
4169.8 |
+30.5 |
94 |
8,605 |
+36 |
Total Volume and Open Interest |
66,588 |
112,375 |
-1,535 |
Platinum(NYMEX) |
Oct11 |
110831 |
1853.7 |
1860.5 |
1846.1 |
1856.2 |
+3.1 |
4,436 |
35,184 |
-28 |
Jan12 |
110831 |
1860.1 |
1862.1 |
1850.2 |
1860.0 |
+3.4 |
389 |
3,270 |
+266 |
Apr12 |
110831 |
1863.3 |
1864.8 |
1858.1 |
1863.5 |
+2.9 |
21 |
628 |
-3 |
Jul12 |
110831 |
1866.9 |
1866.9 |
1866.9 |
1866.9 |
+2.9 |
1 |
21 |
-1 |
Total Volume and Open Interest |
4,847 |
39,104 |
+234 |
Palladium(NYMEX) |
Sep11 |
110831 |
780.00 |
792.20 |
778.35 |
788.10 |
+11.05 |
1,966 |
861 |
-1,185 |
Dec11 |
110831 |
777.90 |
793.35 |
775.20 |
790.45 |
+11.15 |
4,751 |
19,406 |
+1,877 |
Mar12 |
110831 |
129.64 |
136.59 |
129.64 |
136.59 |
+11.40 |
0 |
86 |
+0 |
Total Volume and Open Interest |
6,717 |
20,360 |
+692 |
Copper(CMX) |
Sep11 |
110831 |
412.00 |
420.55 |
412.00 |
418.70 |
+6.40 |
18,412 |
7,707 |
-5,758 |
Dec11 |
110831 |
414.95 |
422.30 |
413.55 |
420.45 |
+6.30 |
39,251 |
75,762 |
+1,999 |
Mar12 |
110831 |
420.35 |
423.15 |
416.40 |
422.15 |
+6.30 |
1,237 |
19,734 |
+208 |
May12 |
110831 |
420.30 |
423.10 |
417.00 |
422.75 |
+6.30 |
501 |
3,951 |
+11 |
Jul12 |
110831 |
423.05 |
423.05 |
417.25 |
423.05 |
+6.35 |
45 |
1,095 |
+2 |
Total Volume and Open Interest |
60,151 |
115,815 |
-3,567 |
DJIA Index(CBOT) |
Sep11 |
110831 |
11463 |
11700 |
11463 |
11603 |
+111 |
778 |
13,622 |
+74 |
Dec11 |
110831 |
11580 |
11580 |
11515 |
11531 |
+111 |
3 |
212 |
+0 |
Mar12 |
110831 |
11462 |
11462 |
11351 |
11462 |
+111 |
|
|
|
Jun12 |
110831 |
11392 |
11392 |
11281 |
11392 |
+111 |
|
|
|
Total Volume and Open Interest |
781 |
13,834 |
+74 |
E-mini DJIA Index(CBOT) |
Sep11 |
110831 |
11492 |
11700 |
11469 |
11603 |
+111 |
125,901 |
76,119 |
-1,162 |
Dec11 |
110831 |
11424 |
11625 |
11407 |
11531 |
+111 |
717 |
1,827 |
+234 |
Mar12 |
110831 |
11462 |
11462 |
11462 |
11462 |
+111 |
0 |
13 |
+0 |
Jun12 |
110831 |
11392 |
11392 |
11392 |
11392 |
+111 |
|
|
|
Total Volume and Open Interest |
126,618 |
77,959 |
-928 |
S & P 500(CME) |
Sep11 |
110831 |
1204.10 |
1229.50 |
1201.70 |
1217.70 |
+12.90 |
21,176 |
368,824 |
+901 |
Dec11 |
110831 |
1213.00 |
1223.00 |
1202.30 |
1211.90 |
+12.80 |
2,120 |
30,228 |
+1,820 |
Mar12 |
110831 |
1211.10 |
1217.60 |
1206.40 |
1206.40 |
+12.80 |
2 |
645 |
+0 |
Jun12 |
110831 |
1206.00 |
1212.50 |
1201.30 |
1201.30 |
+12.80 |
1 |
28 |
+0 |
Total Volume and Open Interest |
23,299 |
399,825 |
+2,721 |
S & P 500 E-Mini(Globex) |
Sep11 |
110831 |
1204.25 |
1229.75 |
1201.25 |
1217.75 |
+13.00 |
2,576,230 |
3,467,846 |
-3,405 |
Dec11 |
110831 |
1199.00 |
1223.75 |
1195.75 |
1212.00 |
+13.00 |
32,222 |
101,419 |
+17,850 |
Total Volume and Open Interest |
2,608,464 |
3,569,848 |
+14,445 |
NASDAQ 100(CME) |
Sep11 |
110831 |
2225.80 |
2269.00 |
2222.00 |
2240.80 |
+13.80 |
509 |
26,946 |
-17 |
Dec11 |
110831 |
2252.00 |
2258.00 |
2217.00 |
2235.80 |
+13.80 |
49 |
104 |
+37 |
Mar12 |
110831 |
2233.00 |
2234.30 |
2233.00 |
2233.00 |
+13.70 |
|
|
|
Total Volume and Open Interest |
558 |
27,050 |
+20 |
NASDAQ 100 E-Mini(Globex) |
Sep11 |
110831 |
2226.00 |
2268.30 |
2221.30 |
2240.80 |
+13.80 |
254,838 |
366,195 |
-2,584 |
Dec11 |
110831 |
2222.80 |
2262.80 |
2216.30 |
2235.80 |
+13.80 |
1,072 |
6,629 |
+384 |
Total Volume and Open Interest |
255,916 |
372,851 |
-2,198 |
S & P Midcap 400(CME) |
Sep11 |
110831 |
875.50 |
890.00 |
874.40 |
874.40 |
+7.90 |
0 |
4,613 |
+0 |
Dec11 |
110831 |
869.90 |
871.00 |
869.90 |
869.90 |
+7.90 |
|
|
|
Mar12 |
110831 |
868.20 |
869.30 |
868.20 |
868.20 |
+7.90 |
|
|
|
Total Volume and Open Interest |
0 |
4,613 |
+0 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Sep11 |
110831 |
8900 |
9085 |
8895 |
9030 |
+125 |
6,438 |
30,553 |
+341 |
Dec11 |
110831 |
8890 |
9025 |
8890 |
8985 |
+120 |
122 |
548 |
+48 |
Total Volume and Open Interest |
6,560 |
31,101 |
+389 |
Nikkei 225(SGX) |
Sep11 |
110831 |
8945 |
8970 |
8870 |
8965 |
+25 |
80,164 |
224,246 |
-3,356 |
Dec11 |
110831 |
8880 |
8905 |
8815 |
8905 |
+25 |
521 |
12,068 |
+283 |
Mar12 |
110831 |
8900 |
8900 |
8900 |
8900 |
+30 |
0 |
611 |
+0 |
Total Volume and Open Interest |
80,913 |
244,546 |
-2,988 |
CAC 40(EURONEXT) |
Sep11 |
110831 |
3169.5 |
3269.0 |
3157.0 |
3251.5 |
+96.0 |
76,913 |
296,482 |
+6,746 |
Oct11 |
110831 |
3166.5 |
3264.5 |
3166.5 |
3247.5 |
+95.0 |
24 |
672 |
+12 |
Nov11 |
110831 |
3267.0 |
3267.0 |
3246.5 |
3246.5 |
+96.0 |
|
|
|
Total Volume and Open Interest |
76,948 |
297,245 |
+6,751 |
Hang Seng Index(HKFE) |
Aug11 |
110830 |
20166 |
20334 |
20122 |
20233 |
+388 |
80,441 |
40,278 |
-21,226 |
Sep11 |
110831 |
20188 |
20466 |
20047 |
20455 |
+338 |
84,041 |
94,693 |
+2,811 |
Oct11 |
110831 |
20163 |
20457 |
20062 |
20450 |
|
|
|
|
DAX(EUREX) |
Sep11 |
110831 |
5662.0 |
5872.5 |
5648.5 |
5792.5 |
+146.5 |
165,477 |
181,490 |
+490 |
Dec11 |
110831 |
5675.0 |
5885.0 |
5672.0 |
5809.5 |
+146.0 |
2,103 |
14,541 |
+1,565 |
Mar12 |
110831 |
5760.0 |
5887.0 |
5760.0 |
5831.5 |
+147.0 |
328 |
1,878 |
+297 |
Total Volume and Open Interest |
167,908 |
197,909 |
+2,352 |
FT-SE 100(EURONEXT) |
Sep11 |
110831 |
5254.00 |
5408.00 |
5247.00 |
5386.00 |
+130.00 |
115,332 |
623,542 |
+5,450 |
Dec11 |
110831 |
5223.00 |
5373.50 |
5222.00 |
5361.00 |
+129.50 |
49 |
13,888 |
+27 |
Mar12 |
110831 |
5325.00 |
5325.00 |
5325.00 |
5325.00 |
+129.00 |
1 |
309 |
+1 |
Total Volume and Open Interest |
115,382 |
638,196 |
+5,478 |
SPI 200(SFE) |
Sep11 |
110831 |
4261.0 |
4293.0 |
4227.0 |
4289.0 |
+25.0 |
40,818 |
238,998 |
+5,471 |
Dec11 |
110831 |
4265.0 |
4303.0 |
4244.0 |
4300.0 |
+25.0 |
479 |
7,488 |
-119 |
Mar12 |
110831 |
4282.0 |
4282.0 |
4282.0 |
4282.0 |
+28.0 |
103 |
2,074 |
+60 |
Total Volume and Open Interest |
41,451 |
250,455 |
+5,445 |
GSCI(CME) |
Sep11 |
110831 |
672.00 |
676.50 |
672.00 |
675.60 |
+5.10 |
145 |
8,821 |
+1 |
Oct11 |
110831 |
675.50 |
676.50 |
675.50 |
675.50 |
+5.00 |
2 |
0 |
+0 |
Nov11 |
110831 |
676.75 |
677.50 |
676.75 |
676.75 |
+5.25 |
|
|
|
Total Volume and Open Interest |
147 |
8,821 |
+1 |
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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