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MRCI's End of Day Prices

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MRCI's End of Day Prices

Daily Futures Price Listing Wed September 07, 2011
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Sep11 110907 1415.25 1425.00 1402.75 1411.00 -2.50 4,749 3,373 -1,111
Nov11 110907 1423.00 1434.75 1412.50 1420.75 -1.75 120,343 354,841 -7,435
Jan12 110907 1432.75 1445.25 1423.50 1431.50 -0.75 18,672 75,184 +1,423
Mar12 110907 1436.50 1449.75 1429.25 1437.25 +1.00 18,116 48,399 -1,588
May12 110907 1436.25 1450.00 1431.75 1439.00 +3.00 9,594 50,761 -516
Jul12 110907 1442.25 1453.00 1438.00 1444.50 +3.00 7,294 32,434 +758
Aug12 110907 1430.50 1430.50 1427.50 1430.50 +3.00 51 668 -6
Sep12 110907 1410.00 1410.00 1406.00 1410.00 +4.00 35 449 -1
Nov12 110907 1385.00 1399.75 1380.00 1390.00 +4.00 3,586 26,180 +289
Jan13 110907 1400.00 1401.25 1386.00 1394.50 +3.00 8 5,156 +6
Mar13 110907 1402.25 1402.25 1393.50 1396.50 +3.00 14 122 -9
May13 110907 1393.00 1393.00 1392.50 1393.00 +0.50 0 20 +0
Jul13 110907 1399.25 1399.25 1388.00 1396.25 +1.75 0 159 +0
Aug13 110907 1386.50 1386.50 1384.50 1386.50 +2.00      
Total Volume and Open Interest 182,482 598,896 -8,172
Soybean Meal(CBOT)
Sep11 110907 371.40 372.20 364.70 367.20 -1.10 5,957 4,417 -1,015
Oct11 110907 372.10 374.40 366.50 368.90 -1.40 18,751 33,224 -935
Dec11 110907 377.20 379.60 371.30 373.80 -1.40 52,525 121,836 -2,447
Jan12 110907 379.40 380.60 373.30 375.70 -1.40 4,933 11,571 -553
Mar12 110907 382.00 382.70 376.30 378.50 -0.80 2,277 9,976 -38
May12 110907 382.00 391.00 377.60 379.70 -0.10 2,153 13,218 +54
Jul12 110907 383.60 385.30 379.80 381.20 +0.10 1,064 6,357 +128
Aug12 110907 378.70 378.70 376.00 377.00 +0.10 181 824 +90
Sep12 110907 374.00 374.00 370.30 370.30 +0.10 158 932 +30
Oct12 110907 360.80 360.80 360.20 360.80 +0.60 30 1,017 -16
Total Volume and Open Interest 88,357 206,693 -4,577
Soybean Oil(CBOT)
Sep11 110907 58.00 58.18 57.80 58.18 +0.62 2,502 1,621 -1,112
Oct11 110907 57.69 58.32 57.69 58.30 +0.62 11,417 36,898 -394
Dec11 110907 58.05 58.70 58.05 58.67 +0.63 55,539 157,022 -957
Jan12 110907 58.30 58.90 58.30 58.90 +0.66 3,539 31,122 +134
Mar12 110907 58.34 59.03 58.34 59.03 +0.70 4,733 23,910 -1,113
May12 110907 58.35 59.06 58.35 59.06 +0.77 1,818 17,046 +323
Jul12 110907 58.48 59.21 58.48 59.21 +0.79 1,260 9,213 +79
Aug12 110907 58.81 59.13 58.34 59.13 +0.79 215 805 +81
Sep12 110907 58.84 59.05 58.26 59.05 +0.79 23 559 +0
Oct12 110907 58.62 58.85 58.00 58.85 +0.85 22 471 +0
Total Volume and Open Interest 81,406 282,393 -2,813
Canola(WCE)
Nov11 110907 568.4 574.9 568.4 571.3 +2.9 9,627 108,870 +1,423
Jan12 110907 580.0 582.6 579.5 580.8 +3.0 2,219 40,173 +1,181
Mar12 110907 589.7 590.9 588.3 589.8 +3.2 400 19,759 +165
May12 110907 594.9 597.9 593.8 596.1 +3.2 313 10,389 +152
Jul12 110907 599.9 603.4 598.8 600.9 +2.2 97 4,965 +45
Total Volume and Open Interest 13,158 188,857 +3,457
Corn(CBOT)
Sep11 110907 748.25 756.00 733.50 736.50 -10.25 4,539 7,633 -1,892
Dec11 110907 755.75 765.00 743.75 748.00 -7.75 150,940 737,590 -2,084
Mar12 110907 768.50 777.50 757.00 760.75 -7.50 20,629 207,746 +801
May12 110907 775.00 783.25 764.50 767.75 -7.25 8,355 49,024 +1,997
Jul12 110907 778.50 787.25 768.25 772.00 -6.75 11,933 86,930 +2,505
Sep12 110907 706.50 716.00 702.50 705.75 -3.00 1,820 19,416 +411
Dec12 110907 664.50 669.00 659.25 663.75 -2.00 7,156 100,275 +662
Mar13 110907 673.00 676.50 669.50 672.75 -1.00 104 18,388 +18
May13 110907 676.00 678.25 675.75 677.75 -0.50 24 674 -9
Jul13 110907 680.00 682.25 678.25 681.75 -0.50 31 907 -5
Total Volume and Open Interest 205,786 1,239,567 +2,441
Wheat(CBOT)
Sep11 110907 726.00 726.00 707.25 714.75 -1.50 726 1,537 -131
Dec11 110907 759.50 774.00 746.00 751.50 -8.50 41,197 216,091 -1,035
Mar12 110907 795.00 808.00 783.00 789.00 -6.25 3,893 80,910 +575
May12 110907 809.50 822.25 802.50 809.00 -1.25 1,108 16,672 +36
Jul12 110907 815.75 823.00 804.25 810.75 -0.50 1,684 53,660 -246
Sep12 110907 830.00 830.50 816.75 821.00 unch 108 3,140 -20
Total Volume and Open Interest 49,997 401,087 -548
Wheat(KCBT)
Sep11 110907 851.25 852.00 838.00 842.00 -4.00 262 310 -356
Dec11 110907 867.00 880.00 855.75 859.00 -6.50 8,555 94,962 -761
Mar12 110907 878.50 890.25 867.75 870.75 -6.50 1,707 30,287 -280
May12 110907 879.75 889.00 869.75 873.00 -6.00 138 4,131 -14
Jul12 110907 881.00 889.00 865.50 870.00 -4.50 906 21,155 +251
Sep12 110907 884.25 884.25 874.00 878.00 -1.50 14 1,534 -8
Total Volume and Open Interest 11,593 154,282 -1,163
Wheat(MGE)
Sep11 110907 976.50 977.00 964.25 964.25 -6.75 117 399 -98
Dec11 110907 931.25 947.25 922.25 926.50 -5.25 1,957 21,058 -40
Mar12 110907 936.75 944.00 922.50 925.50 -4.25 403 8,410 +16
May12 110907 934.50 939.00 920.75 925.25 -2.50 188 3,519 -32
Jul12 110907 931.25 937.00 917.75 922.00 -3.00 90 4,660 -3
Total Volume and Open Interest 2,879 41,581 -160
Oats(CBOT)
Sep11 110907 355.25 362.75 355.25 355.25 -7.50 300 296 +261
Dec11 110907 367.25 379.00 361.00 361.50 -5.75 707 12,094 +105
Mar12 110907 384.50 386.00 370.00 370.50 -5.75 11 1,248 +0
May12 110907 383.00 383.25 377.50 377.50 -5.75 1 39 +1
Total Volume and Open Interest 1,019 13,711 +367
Rough Rice(CBOT)
Sep11 110907 18.00 18.01 17.75 17.91 +0.16 61 169 -44
Nov11 110907 17.95 18.29 17.95 18.15 +0.17 1,013 14,446 -100
Jan12 110907 18.44 18.58 18.26 18.44 +0.18 136 1,844 -25
Mar12 110907 18.57 18.81 18.55 18.73 +0.18 9 1,017 -5
Total Volume and Open Interest 1,219 17,647 -174
Live Cattle(CME)
Oct11 110907 117.100 118.050 116.930 117.650 +0.670 27,041 112,031 -1,743
Dec11 110907 118.250 119.080 118.250 118.700 +0.415 17,240 106,528 +1,725
Feb12 110907 121.180 121.850 121.150 121.650 +0.350 7,598 52,110 +1,207
Apr12 110907 125.100 125.680 125.050 125.400 +0.150 4,825 32,881 +539
Jun12 110907 123.885 124.180 123.535 124.050 +0.200 1,057 12,964 +209
Aug12 110907 123.900 124.330 123.700 124.200 +0.150 208 1,935 +54
Total Volume and Open Interest 58,072 319,453 +2,077
Feeder Cattle(CME)
Sep11 110907 133.850 134.200 133.650 133.935 +0.135 640 5,527 -159
Oct11 110907 134.325 135.435 134.325 134.800 +0.315 2,555 13,230 -210
Nov11 110907 135.535 136.575 135.535 136.130 +0.530 1,770 7,055 +115
Jan12 110907 137.150 138.000 137.150 137.685 +0.500 893 4,122 +117
Mar12 110907 137.900 138.700 137.880 138.600 +0.775 238 1,286 +102
Apr12 110907 138.650 139.600 138.550 139.600 +0.950 24 298 +11
May12 110907 139.435 139.450 139.000 139.000 +0.900 12 254 +9
Total Volume and Open Interest 6,152 31,828 +0
Lean Hogs(CME)
Oct11 110907 83.600 85.330 83.350 84.850 +1.500 21,430 73,511 -2,020
Dec11 110907 81.285 82.580 80.975 82.400 +1.150 18,311 91,786 +483
Feb12 110907 85.535 87.700 85.350 87.580 +2.045 4,267 40,631 +576
Apr12 110907 88.980 90.900 88.850 90.800 +1.820 2,032 25,627 +2
May12 110907 94.600 95.450 94.300 95.400 +2.150 19 1,029 +0
Jun12 110907 96.180 97.950 96.050 97.800 +1.665 590 12,610 +26
Jul12 110907 95.350 96.700 95.350 96.500 +1.800 74 3,683 +5
Aug12 110907 94.550 95.300 94.250 95.200 +1.450 47 2,344 -22
Total Volume and Open Interest 46,804 252,269 -959
Class III Milk(CME)
Sep11 110907 19.00 19.07 18.76 18.97 -0.04 216 6,177 +17
Oct11 110907 18.66 18.78 18.30 18.46 -0.34 213 4,993 +61
Nov11 110907 18.47 18.55 18.15 18.19 -0.39 165 4,469 +40
Dec11 110907 18.15 18.17 17.93 17.93 -0.27 103 4,188 +14
Jan12 110907 17.50 17.51 17.37 17.45 -0.05 30 1,650 +1
Total Volume and Open Interest 862 31,248 +166
Cocoa(ICE)
Sep11 110907 2952 2952 2946 2946 -31 0 24 +0
Dec11 110907 2990 3000 2935 2954 -34 12,988 68,835 +481
Mar12 110907 3025 3027 2974 2991 -29 2,884 50,925 +1,231
May12 110907 3006 3030 2981 2998 -27 501 15,828 +78
Jul12 110907 3024 3028 2990 3004 -29 691 7,085 +297
Sep12 110907 3035 3035 3015 3015 -28 179 9,265 +100
Dec12 110907 3045 3045 3026 3026 -25 34 6,909 +23
Total Volume and Open Interest 17,327 163,401 +2,210
Coffee "C"(ICE)
Sep11 110907 284.30 286.00 282.50 285.80 +3.40 36 326 +0
Dec11 110907 281.90 285.20 280.30 284.50 +3.55 12,831 76,826 -276
Mar12 110907 284.35 287.95 283.05 287.35 +3.60 2,948 19,729 +41
May12 110907 283.50 288.20 283.50 288.05 +3.70 658 8,945 +221
Jul12 110907 283.55 286.25 283.55 286.20 +3.65 159 2,802 +45
Sep12 110907 281.05 283.80 281.05 283.75 +3.55 142 2,376 +89
Total Volume and Open Interest 16,825 113,221 +148
Orange Juice(ICE)
Sep11 110907 175.15 182.00 175.15 182.00 +6.95 3 24 -18
Nov11 110907 165.90 169.45 165.35 167.90 +3.00 1,088 17,967 +23
Jan12 110907 163.10 164.95 163.00 164.00 +1.10 135 3,347 -79
Mar12 110907 164.75 164.75 164.50 164.50 +1.40 12 1,539 -3
May12 110907 163.00 164.55 163.00 164.55 +1.65 13 451 +8
Jul12 110907 163.90 164.35 163.90 163.90 +1.50 0 145 +0
Total Volume and Open Interest 1,251 23,484 -69
Sugar #11(ICE)
Oct11 110907 28.40 29.01 28.31 28.41 +0.12 57,114 216,739 -13,214
Mar12 110907 27.62 28.31 27.62 27.78 +0.21 34,140 187,940 +1,093
May12 110907 26.36 26.88 26.27 26.44 +0.18 5,795 49,510 +1,338
Jul12 110907 25.05 25.55 25.02 25.17 +0.15 4,441 66,295 +886
Oct12 110907 24.40 24.82 24.36 24.46 +0.10 1,701 31,514 +261
Total Volume and Open Interest 104,043 597,645 -9,480
London Cocoa(LCE)
Sep11 110907 1879 1888 1850 1850 -34 5,609 43,181 -1,898
Dec11 110907 1912 1920 1890 1891 -26 9,612 68,001 +1,975
Mar12 110907 1933 1940 1915 1916 -22 4,539 44,401 +545
May12 110907 1941 1948 1927 1929 -18 2,500 16,112 +751
Jul12 110907 1955 1955 1935 1941 -13 625 9,126 +199
Sep12 110907 1965 1965 1946 1950 -13 31 5,291 +3
Dec12 110907 1971 1972 1958 1958 -11 37 8,757 +11
Total Volume and Open Interest 22,954 195,775 +1,586
London Sugar(LCE)
Oct11 110907 748.80 760.30 748.80 755.60 +4.30 6,404 15,902 -220
Dec11 110907 709.60 718.70 706.10 710.10 +1.50 3,276 12,016 +1,063
Mar12 110907 700.00 709.90 697.60 702.30 +3.80 848 11,984 +258
May12 110907 692.00 692.80 685.00 692.20 +4.00 173 3,869 +59
Aug12 110907 668.00 668.80 662.90 667.80 -1.20 105 2,395 -8
Total Volume and Open Interest 10,821 48,029 +1,147
Cotton(ICE)
Oct11 110907 106.82 110.24 106.82 110.24 +4.00 165 264 -133
Dec11 110907 106.45 110.34 105.89 110.34 +4.00 6,645 91,237 -736
Mar12 110907 102.70 106.59 102.15 106.59 +4.00 1,939 35,609 +109
May12 110907 102.39 105.75 102.39 105.75 +4.00 181 6,583 +74
Jul12 110907 101.37 104.87 101.37 104.87 +4.00 258 9,991 +136
Oct12 110907 102.75 102.75 102.75 102.75 +4.00 0 3 +0
Total Volume and Open Interest 9,196 147,827 -552
Lumber(CME)
Sep11 110907 254.0 258.9 251.1 257.4 +3.9 429 704 -265
Nov11 110907 262.8 272.0 261.1 271.7 +9.1 766 6,346 +43
Jan12 110907 284.8 293.0 282.0 292.4 +9.0 167 2,135 +89
Mar12 110907 298.0 302.0 294.7 301.0 +6.0 7 252 -1
Total Volume and Open Interest 1,371 9,445 -133
Crude Oil(NYM)
Oct11 110907 86.50 90.48 86.15 89.34 +3.32 316,166 269,097 -8,619
Nov11 110907 86.73 90.69 86.45 89.55 +3.24 63,604 194,356 +7,271
Dec11 110907 87.11 90.96 86.85 89.86 +3.16 61,213 208,157 +1,014
Jan12 110907 87.41 91.14 87.21 90.14 +3.09 12,593 94,564 +1,163
Feb12 110907 88.00 91.05 87.81 90.39 +3.02 5,352 32,661 +176
Mar12 110907 88.28 91.25 88.05 90.62 +2.97 6,410 40,545 -31
Apr12 110907 88.51 91.43 88.44 90.83 +2.92 3,942 26,014 -1,601
May12 110907 88.94 91.26 88.87 91.02 +2.87 2,776 25,701 -203
Jun12 110907 89.07 91.76 88.79 91.20 +2.81 11,640 77,108 -203
Jul12 110907 89.89 91.65 89.89 91.39 +2.76 3,648 33,454 -658
Aug12 110907 91.54 91.54 91.54 91.54 +2.71 2,405 16,687 +481
Sep12 110907 89.66 91.69 89.66 91.67 +2.66 2,508 18,419 -351
Oct12 110907 91.82 91.82 91.82 91.82 +2.61 2,432 14,911 +856
Nov12 110907 91.97 91.97 91.97 91.97 +2.56 773 19,113 +4
Dec12 110907 89.86 92.70 89.78 92.13 +2.51 27,485 157,386 -881
Jan13 110907 92.18 92.18 92.18 92.18 +2.47 331 19,337 +39
Total Volume and Open Interest 547,932 1,523,907 +335
e-miNY Crude Oil(NYM)
Sep11 110819 81.450 83.550 79.225 82.250 -0.125 9,194 3,327 -634
Oct11 110907 86.450 90.500 86.200 89.350 +3.325 10,882 1,958 -81
Nov11 110907 86.750 90.650 86.625 89.550 +3.250 396 627 +54
Dec11 110907 86.950 90.850 86.950 89.850 +3.150 134 428 -4
Jan12 110907 90.150 90.150 90.150 90.150 +3.100 5 273 +3
Feb12 110907 90.075 90.400 90.050 90.400 +3.025 2 15 +0
Mar12 110907 90.625 90.625 90.625 90.625 +2.975 0 21 +0
Apr12 110907 90.825 90.825 90.825 90.825 +2.925 0 8 +0
May12 110907 91.025 91.025 91.025 91.025 +2.875 0 7 +0
Jun12 110907 91.200 91.200 91.200 91.200 +2.800 0 12 -5
Total Volume and Open Interest 11,479 3,561 -93
Heating Oil(NYM)
Oct11 110907 302.00 308.76 300.96 307.56 +6.54 64,524 93,924 +329
Nov11 110907 302.68 309.75 301.94 308.56 +6.58 17,503 45,388 +1,089
Dec11 110907 303.80 310.44 302.82 309.47 +6.64 15,415 53,932 +449
Jan12 110907 305.33 310.55 305.06 310.47 +6.71 9,420 34,321 +1,240
Feb12 110907 305.14 310.09 304.90 310.09 +6.75 2,057 11,750 +159
Mar12 110907 302.30 309.00 302.12 308.78 +6.81 1,753 9,919 -249
Apr12 110907 301.34 306.41 301.34 306.41 +6.88 1,330 6,190 +551
May12 110907 303.11 304.24 303.11 304.24 +6.90 601 5,853 +8
Jun12 110907 298.79 303.20 298.25 303.17 +6.87 2,434 29,604 +829
Jul12 110907 303.00 303.37 303.00 303.37 +6.87 101 2,610 +56
Aug12 110907 303.80 303.80 303.80 303.80 +6.82 86 1,263 -3
Sep12 110907 304.27 304.27 304.27 304.27 +6.79 265 2,286 +31
Total Volume and Open Interest 117,448 312,753 +4,800
Gasoline(NYMEX)
Oct11 110907 282.70 291.75 282.10 290.80 +8.54 56,161 80,629 -2,884
Nov11 110907 279.30 287.27 278.05 286.06 +8.18 30,885 44,925 +422
Dec11 110907 276.53 284.20 275.67 283.17 +7.99 17,498 45,472 +1,541
Jan12 110907 277.77 282.66 277.27 282.66 +7.96 6,595 28,105 +1,194
Feb12 110907 278.15 283.16 277.80 283.16 +8.05 2,144 9,484 +332
Mar12 110907 277.77 283.96 277.72 283.96 +8.21 1,890 12,162 +35
Apr12 110907 292.43 294.44 292.43 294.44 +8.33 1,416 7,761 +299
May12 110907 293.59 293.59 293.59 293.59 +8.25 679 3,890 +143
Jun12 110907 286.54 292.07 285.30 292.07 +8.18 1,398 12,802 +156
Jul12 110907 289.46 289.46 289.46 289.46 +7.99 318 1,429 +307
Total Volume and Open Interest 119,518 261,739 +1,985
e-miNY RBOB Gasoline(NYM)
Oct11 110907 290.80 290.80 290.80 290.80 +8.50 0 1 +0
Nov11 110907 286.10 286.10 286.06 286.10 +8.20      
Dec11 110907 283.20 283.20 283.17 283.20 +8.00      
Jan12 110907 282.70 282.70 282.66 282.70 +8.00 0 1 +0
Total Volume and Open Interest 0 3 +0
Natural Gas(NYM)
Oct11 110907 3.925 4.038 3.900 3.940 +0.002 107,033 180,780 -11,271
Nov11 110907 4.038 4.137 4.004 4.045 +0.002 48,020 193,536 +140
Dec11 110907 4.260 4.341 4.220 4.251 -0.008 36,820 80,301 +651
Jan12 110907 4.387 4.463 4.339 4.374 -0.009 25,745 155,371 -629
Feb12 110907 4.364 4.466 4.350 4.384 -0.006 5,141 36,496 +146
Mar12 110907 4.335 4.432 4.320 4.353 -0.006 8,965 43,405 +83
Apr12 110907 4.321 4.413 4.306 4.326 -0.018 16,128 78,187 +1,946
May12 110907 4.349 4.436 4.333 4.355 -0.018 2,360 18,010 +273
Jun12 110907 4.414 4.477 4.379 4.397 -0.017 1,349 14,170 +639
Jul12 110907 4.438 4.519 4.432 4.443 -0.017 613 10,906 +130
Aug12 110907 4.462 4.545 4.462 4.471 -0.016 455 10,117 +113
Sep12 110907 4.467 4.555 4.467 4.476 -0.016 1,072 9,339 -259
Oct12 110907 4.502 4.578 4.489 4.506 -0.016 5,602 42,728 +1,576
Nov12 110907 4.699 4.740 4.662 4.673 -0.019 359 8,457 +187
Dec12 110907 4.965 5.002 4.924 4.937 -0.020 820 12,331 +161
Jan13 110907 5.075 5.130 5.059 5.070 -0.022 1,151 19,811 +100
Total Volume and Open Interest 263,863 977,952 -4,567
Brent Crude Oil(ICE)
Oct11 110907 113.41 116.50 112.70 115.80 +2.91 188,944 140,967 +4,651
Nov11 110907 112.38 115.48 111.76 114.81 +2.88 110,545 159,990 +13,380
Dec11 110907 111.36 114.84 111.21 114.18 +2.90 93,523 142,314 -928
Jan12 110907 111.66 114.43 110.90 113.78 +2.88 17,798 45,691 +377
Feb12 110907 111.41 114.10 110.75 113.46 +2.84 5,256 21,932 +264
Mar12 110907 111.07 113.82 110.64 113.19 +2.78 5,521 42,099 +296
Apr12 110907 111.05 113.61 110.50 112.99 +2.72 3,065 14,110 +326
May12 110907 110.26 113.39 110.26 112.79 +2.67 2,478 15,191 -48
Jun12 110907 110.08 113.15 110.08 112.57 +2.62 19,881 47,960 +1,222
Jul12 110907 112.39 112.39 112.39 112.39 +2.58 1,648 11,203 +514
Aug12 110907 112.19 112.19 112.19 112.19 +2.55 893 7,873 +334
Sep12 110907 111.94 111.94 111.94 111.94 +2.52 1,432 11,085 +106
Oct12 110907 111.70 111.70 111.70 111.70 +2.49 964 6,578 +255
Nov12 110907 111.40 111.40 111.40 111.40 +2.46 726 8,760 +143
Total Volume and Open Interest 477,789 856,986 +23,362
Gas Oil(ICE)
Sep11 110907 950.50 968.50 945.75 966.75 +27.50 38,406 42,508 -10,414
Oct11 110907 950.00 969.00 945.25 966.75 +29.00 97,567 150,730 +8,346
Nov11 110907 948.75 967.25 943.00 964.75 +29.75 46,134 73,873 +2,284
Dec11 110907 945.75 964.75 940.75 962.50 +30.50 29,641 75,602 +3,101
Jan12 110907 944.00 963.50 941.75 961.00 +30.75 6,841 57,205 +1,156
Feb12 110907 942.50 959.50 942.25 959.50 +31.00 4,002 25,557 +1,002
Mar12 110907 940.50 957.75 940.25 957.75 +31.00 2,296 19,375 +372
Apr12 110907 938.50 955.75 938.25 955.75 +31.00 2,166 15,138 +260
May12 110907 936.50 954.00 936.25 954.00 +31.00 1,954 12,517 +634
Jun12 110907 935.50 953.25 932.00 953.25 +31.25 5,111 39,241 +193
Total Volume and Open Interest 238,350 593,651 +7,299
Ethanol(CBOT)
Sep11 110906 2.835 2.850 2.835 2.840 -0.052 84 85 -31
Oct11 110907 2.830 2.830 2.803 2.809 -0.007 267 1,376 +33
Nov11 110907 2.765 2.780 2.761 2.764 -0.007 85 1,139 -28
Dec11 110907 2.755 2.755 2.735 2.740 -0.010 85 1,359 +15
Jan12 110907 2.685 2.700 2.676 2.685 -0.006 96 800 -3
Feb12 110907 2.698 2.698 2.665 2.670 -0.010 70 985 +32
Mar12 110907 2.703 2.703 2.688 2.688 -0.001 42 1,056 +24
Apr12 110907 2.713 2.713 2.688 2.692 -0.006 54 719 +14
Total Volume and Open Interest 861 10,488 +57
WTI Crude Oil(ICE)
Oct11 110907 86.40 90.31 86.17 89.34 +3.32 66,414 57,158 -2,539
Nov11 110907 86.66 90.50 86.55 89.55 +3.24 12,864 50,518 +1,863
Dec11 110907 87.04 90.70 86.89 89.86 +3.16 21,478 99,403 +295
Jan12 110907 87.22 90.84 87.22 90.14 +3.09 4,681 24,027 +262
Feb12 110907 87.64 91.00 87.64 90.39 +3.02 2,138 10,096 +443
Mar12 110907 87.90 91.18 87.80 90.62 +2.97 2,425 15,734 +11
Apr12 110907 88.60 90.83 88.49 90.83 +2.92 1,016 4,702 +146
May12 110907 88.34 91.02 88.34 91.02 +2.87 1,371 6,543 +80
Jun12 110907 88.71 91.65 88.71 91.20 +2.81 7,336 29,121 +444
Jul12 110907 91.39 91.39 91.39 91.39 +2.76 945 7,213 +500
Aug12 110907 91.54 91.54 91.54 91.54 +2.71 327 3,953 +5
Sep12 110907 91.67 91.67 91.67 91.67 +2.66 73 6,717 +4
Oct12 110907 91.82 91.82 91.82 91.82 +2.61 26 1,424 +10
Nov12 110907 91.97 91.97 91.97 91.97 +2.56 37 2,527 +11
Dec12 110907 89.66 92.70 89.66 92.13 +2.51 5,368 46,078 -434
Jan13 110907 92.18 92.18 92.18 92.18 +2.47 14 1,962 +0
Total Volume and Open Interest 129,417 456,945 +1,248
US Dollar Index(ICE)
Sep11 110907 75.940 75.965 75.320 75.565 -0.493 49,516 47,678 -64
Dec11 110907 76.330 76.330 75.730 75.945 -0.467 3,319 2,883 +1,183
Mar12 110907 76.500 76.500 76.375 76.375 -0.357 0 4 +0
Total Volume and Open Interest 52,836 50,566 +1,120
Australian Dollar(CME)
Sep11 110907 104.75 106.48 104.66 106.32 +1.61 200,847 111,538 -11,831
Dec11 110907 103.68 105.28 103.60 105.18 +1.57 21,350 19,956 +17,529
Mar12 110907 104.19 104.19 102.69 104.19 +1.50 0 5 +0
Total Volume and Open Interest 222,211 131,598 +5,698
British Pound(CME)
Sep11 110907 159.42 160.38 159.14 159.76 +0.43 178,104 102,619 +1,525
Dec11 110907 159.35 160.14 159.01 159.62 +0.43 8,947 7,718 +4,942
Mar12 110907 159.16 159.48 159.05 159.48 +0.43 0 29 +0
Total Volume and Open Interest 187,051 110,372 +6,467
Canadian Dollar(CME)
Sep11 110907 100.95 101.68 100.83 101.41 +0.44 150,235 94,531 +3,717
Dec11 110907 100.81 101.45 100.67 101.22 +0.43 3,179 11,991 +1,356
Mar12 110907 101.06 101.13 100.70 101.13 +0.43 79 2,039 +22
Jun12 110907 100.85 101.03 100.59 101.03 +0.44 4 416 +3
Total Volume and Open Interest 153,504 109,190 +5,105
Japanese Yen(CME)
Sep11 110907 128.93 129.78 128.67 129.33 +0.51 200,191 117,277 -10,214
Dec11 110907 129.15 129.92 128.85 129.48 +0.48 6,244 6,059 +3,283
Mar12 110907 129.70 129.81 129.22 129.65 +0.43 1 55 +1
Total Volume and Open Interest 206,436 123,412 -6,930
Swiss Franc(CME)
Sep11 110907 116.02 117.14 115.99 116.59 +0.47 79,787 43,167 +1,272
Dec11 110907 116.40 117.53 116.40 116.90 +0.36 4,015 2,565 -51
Mar12 110907 117.34 117.34 116.99 117.25 +0.26 6 42 +2
Total Volume and Open Interest 83,808 45,785 +1,223
EuroFX(CME)
Sep11 110907 140.00 141.49 139.91 140.89 +1.03 605,886 193,623 +15,681
Dec11 110907 139.91 141.40 139.90 140.82 +1.02 16,965 14,619 +6,372
Mar12 110907 140.75 140.79 139.78 140.79 +1.01 13 438 +4
Total Volume and Open Interest 622,865 209,515 +22,057
Mexican Peso(CME)
Sep11 110907 797.8 804.5 797.8 802.0 +5.0 36,448 88,122 -2,382
Oct11 110907 799.5 799.5 794.5 799.5 +5.0      
Total Volume and Open Interest 44,093 111,130 +1,262
Brazilian Real(CME)
Oct11 110907 599.95 599.95 598.20 599.95 +1.45      
Nov11 110907 597.30 597.30 595.40 597.30 +1.40      
Dec11 110907 591.80 594.70 590.00 594.70 +1.40 755 3,343 -231
Jan12 110907 592.10 592.10 589.80 592.10 +1.40 0 14,366 +0
Total Volume and Open Interest 755 33,956 -231
30-Year T-Bonds(CBOT)
Sep11 110907 141~240 142~010 140~160 140~240 -1~090 26,060 40,929 -5,453
Dec11 110907 140~210 140~220 139~070 139~170 -1~090 405,551 601,614 -6,592
Mar12 110907 139~060 139~260 138~080 138~170 -1~090 13 37 +9
Total Volume and Open Interest 431,624 642,580 -12,036
10-Year T-Notes(CBOT)
Sep11 110907 131~045 131~070 130~215 130~285 -0~105 62,875 52,296 -21,730
Dec11 110907 130~085 130~085 129~230 129~305 -0~110 1,228,353 1,713,917 -11,129
Mar12 110907 129~005 129~095 129~005 129~005 -0~090 3 3 +2
Total Volume and Open Interest 1,291,231 1,766,216 -32,857
5-Year T-Notes(CBOT)
Sep11 110907 123~092 123~099 123~069 123~085 -0~014 43,914 79,572 -11,535
Dec11 110907 122~109 122~110 122~078 122~096 -0~016 549,002 1,271,804 +2,163
Mar12 110907 121~120 122~008 121~120 121~120 -0~016      
Total Volume and Open Interest 592,916 1,351,376 -9,372
2 Year T-Notes(CBOT)
Sep11 110907 110~033 110~035 110~032 110~034 -0~001 21,053 43,727 -8,876
Dec11 110907 110~030 110~031 110~028 110~031 -0~001 211,319 726,459 +9,273
Mar12 110907 110~025 110~026 110~025 110~025 -0~001 0 100 +0
Total Volume and Open Interest 232,372 770,286 +397
Eurodollars(CME)
Sep11 110907 99.628 99.637 99.620 99.632 +0.012 230,819 1,093,566 -27,413
Dec11 110907 99.445 99.480 99.435 99.465 +0.020 421,185 1,064,792 -35,719
Mar12 110907 99.450 99.470 99.440 99.455 +0.005 237,065 1,045,041 +14,946
Jun12 110907 99.470 99.485 99.455 99.470 unch 180,572 1,185,342 -9,436
Sep12 110907 99.480 99.490 99.465 99.475 -0.010 164,441 829,071 +1,158
Dec12 110907 99.465 99.480 99.450 99.465 -0.015 137,621 765,251 -263
Mar13 110907 99.465 99.480 99.445 99.460 -0.020 120,854 711,607 -2,426
Jun13 110907 99.415 99.425 99.390 99.405 -0.025 112,182 569,473 -966
Sep13 110907 99.320 99.330 99.285 99.305 -0.025 94,066 507,817 +4,323
Dec13 110907 99.150 99.175 99.115 99.145 -0.025 84,382 410,013 -1,994
Mar14 110907 98.990 99.015 98.940 98.980 -0.025 71,318 278,956 -1,819
Jun14 110907 98.795 98.820 98.745 98.790 -0.020 74,079 283,323 +653
Sep14 110907 98.600 98.630 98.545 98.595 -0.015 57,902 153,026 -219
Dec14 110907 98.400 98.425 98.340 98.390 -0.015 56,033 162,210 -7,884
Mar15 110907 98.195 98.240 98.150 98.200 -0.010 41,099 128,301 -5,581
Jun15 110907 6.265 6.305 6.210 6.265 -0.010 32,993 122,067 -2,595
Sep15 110907 6.085 6.125 6.025 6.080 -0.010 17,062 74,010 +946
Dec15 110907 5.890 5.935 5.835 5.895 -0.015 22,739 73,018 +2,580
Total Volume and Open Interest 2,213,197 9,701,993 -72,082
30 Day Federal Funds(CBOT)
Sep11 110907 99.912 99.912 99.908 99.910 unch 1,333 54,065 -85
Oct11 110907 99.910 99.915 99.910 99.915 unch 859 59,556 +63
Nov11 110907 99.915 99.920 99.915 99.915 unch 4,529 55,435 -618
Dec11 110907 99.920 99.925 99.915 99.920 unch 897 66,248 +45
Jan12 110907 99.920 99.920 99.915 99.915 unch 2,099 56,829 -428
Feb12 110907 99.915 99.920 99.910 99.915 unch 8,139 48,721 -269
Total Volume and Open Interest 31,032 711,422 -1,620
30 Day Fed Funds(e-CBOT)
3-Mth Euro-Yen(CME)
Sep11 110907 99.677 99.677 99.677 99.677 +0.002 0 191 +0
Dec11 110907 99.688 99.688 99.688 99.688 -0.012 0 332 +0
Mar12 110907 99.688 99.688 99.688 99.688 -0.012 0 340 +0
Jun12 110907 99.685 99.685 99.685 99.685 -0.013      
Sep12 110907 99.610 99.610 99.610 99.610 -0.010      
Dec12 110907 99.670 99.670 99.670 99.670 -0.010      
Mar13 110907 99.670 99.670 99.670 99.670 -0.010      
Jun13 110907 99.625 99.625 99.625 99.625 -0.010      
Sep13 110907 99.485 99.485 99.485 99.485 -0.010      
Dec13 110907 99.345 99.345 99.345 99.345 -0.010      
Total Volume and Open Interest 0 863 +0
3-Mth Euro-Yen(SGX)
Sep11 110907 99.68 99.68 99.68 99.68 +0.00 14 1,597 -14
Dec11 110907 99.69 99.69 99.69 99.69 -0.01 0 2,289 +0
Mar12 110907 99.69 99.69 99.69 99.69 -0.01 150 2,338 -50
Jun12 110907 99.68 99.68 99.68 99.68 -0.01 0 1,380 +0
Sep12 110907 99.61 99.61 99.61 99.61 -0.01 0 411 +0
Dec12 110907 99.67 99.67 99.67 99.67 -0.01 2 51 +2
Mar13 110907 99.67 99.67 99.67 99.67 -0.01 0 1 +0
Jun13 110907 99.62 99.62 99.62 99.62 -0.01      
Total Volume and Open Interest 166 8,069 -62
Japanese Gov't Bonds(SGX)
Sep11 110906 142.82 143.07 142.78 142.90 +0.12 11,077 22,354 -215
Dec11 110907 142.67 142.76 142.53 142.54 -0.10 15,638 23,729 +11,394
Mar12 110907 140.45 140.45 140.45 140.45 -0.10      
Total Volume and Open Interest 31,834 36,232 +1,543
Euro-Bund(EUREX)
Sep11 110907 137.94 138.27 137.53 137.80 -0.81 1,620,154 247,220 -391,740
Dec11 110907 136.35 136.63 135.89 136.15 -0.86 924,766 713,350 +302,252
Mar12 110907 136.36 136.75 136.23 136.32 -0.69 318 42 +23
Total Volume and Open Interest 2,545,238 960,612 -89,465
Euro-Bobl(EUREX)
Sep11 110907 123.25 123.58 123.14 123.33 -0.35 962,618 219,752 -254,088
Dec11 110907 122.13 122.33 121.94 122.12 -0.41 601,400 557,824 +246,989
Mar12 110907 122.27 122.27 122.27 122.27 -0.41      
Total Volume and Open Interest 1,564,018 777,576 -7,099
3-Mth Euribor(EUREX)
Sep11 110907 98.530 98.530 98.520 98.525 -0.035 516 1,779 -181
Dec11 110907 98.795 98.810 98.780 98.785 -0.060 221 1,501 +95
Mar12 110907 98.920 98.920 98.900 98.900 -0.050 149 2,360 +128
Total Volume and Open Interest 991 9,998 -22
Long Gilt(LIFFE)
Sep11 110907 130~07 130~25 130~07 130~11 -0~13 6,132 56,054 -1,246
Dec11 110907 128~30 129~17 128~23 129~01 -0~13 151,533 360,297 +11,718
Total Volume and Open Interest 157,665 416,351 +10,472
3-Mth Short Sterling(LIFFE)
Sep11 110907 99.06 99.09 99.06 99.08 +0.01 53,718 357,620 -12,088
Dec11 110907 98.96 99.01 98.96 99.00 +0.03 82,925 457,608 +6,310
Mar12 110907 99.00 99.05 99.00 99.04 +0.03 71,820 358,339 +5,935
Jun12 110907 99.02 99.08 98.96 99.07 +0.03 64,534 240,973 +2,476
Sep12 110907 99.06 99.10 99.02 99.08 +0.02 57,889 267,636 +2,586
Dec12 110907 99.03 99.07 98.98 99.05 +0.02 39,481 234,313 +937
Total Volume and Open Interest 451,232 2,413,129 +10,668
3-Mth Euribor(LIFFE)
Sep11 110907 98.545 98.545 98.520 98.525 -0.035 128,015 652,234 -18,979
Dec11 110907 98.835 98.835 98.770 98.785 -0.060 171,787 654,094 -9,282
Mar12 110907 98.915 98.935 98.880 98.900 -0.050 110,467 491,068 +4,308
Total Volume and Open Interest 861,628 3,590,529 -12,467
3-Mth Aus T-Bills(SFE)
Sep11 110907 95.21 95.22 95.17 95.18 -0.04 42,246 97,608 -21,599
Dec11 110907 95.77 95.81 95.61 95.63 -0.16 61,632 256,558 +6,523
Mar12 110907 96.11 96.14 95.89 95.92 -0.21 30,944 173,698 +1,426
Jun12 110907 96.14 96.21 95.96 96.01 -0.18 10,344 95,059 -1,100
Sep12 110907 96.07 96.13 95.91 95.97 -0.14 6,058 65,399 -134
Dec12 110907 95.96 95.99 95.81 95.87 -0.12 3,460 40,217 -757
Mar13 110907 95.82 95.87 95.71 95.75 -0.11 2,335 38,655 +200
Jun13 110907 95.72 95.77 95.61 95.64 -0.10 1,345 19,809 +422
Sep13 110907 95.63 95.68 95.52 95.54 -0.11 86 3,745 +16
Dec13 110907 95.52 95.60 95.43 95.45 -0.11 18 1,802 +14
Total Volume and Open Interest 158,496 792,697 -14,988
10-Year Aus T-Bonds(SFE)
Sep11 110907 95.77 95.80 95.66 95.67 -0.12 52,024 389,443 -2,424
Dec11 110907 95.75 95.75 95.64 95.64 -0.12 1,043 965 +725
Total Volume and Open Interest 53,067 390,408 -1,699
3-Year Aus T-Bonds(SFE)
Sep11 110907 96.31 96.35 96.16 96.19 -0.15 175,225 657,979 -3,809
Dec11 110907 96.31 96.31 96.23 96.24 -0.15 2,072 2,073 +943
Total Volume and Open Interest 177,297 660,052 -2,866
Gold(CMX)
Oct11 110907 1874.1 1880.2 1791.0 1814.9 -55.7 22,129 33,776 +152
Dec11 110907 1876.0 1883.2 1793.8 1817.6 -55.7 414,591 352,851 +6,949
Feb12 110907 1874.9 1883.0 1798.6 1819.3 -55.8 5,593 31,406 +474
Apr12 110907 1878.0 1886.4 1800.5 1821.0 -55.9 841 8,417 +223
Jun12 110907 1880.2 1887.1 1811.0 1822.9 -55.9 1,478 17,006 -89
Aug12 110907 1852.2 1852.2 1802.9 1824.8 -55.9 191 6,396 +34
Oct12 110907 1884.9 1884.9 1820.3 1826.7 -55.9 83 4,301 +3
Dec12 110907 1884.0 1890.0 1812.5 1828.6 -56.0 422 14,019 +118
Feb13 110907 1829.5 1830.8 1826.2 1830.8 -56.2 2 3,121 +0
Apr13 110907 1832.9 1832.9 1832.9 1832.9 -56.3 1 335 +1
Jun13 110907 1845.0 1845.0 1814.7 1835.3 -56.4 262 12,130 +73
Total Volume and Open Interest 447,295 523,294 +8,416
Silver(CMX)
Sep11 110907 4189.5 4189.5 4058.0 4157.2 -24.6 421 975 -153
Dec11 110907 4200.0 4227.5 4038.5 4163.1 -23.7 66,820 78,281 -492
Mar12 110907 4120.0 4180.0 4060.0 4165.4 -23.7 942 7,748 +307
May12 110907 4065.5 4165.4 4065.5 4165.4 -23.6 41 2,504 -3
Jul12 110907 4164.2 4164.2 4164.2 4164.2 -23.6 36 1,955 -36
Sep12 110907 4161.5 4161.5 4161.5 4161.5 -23.6 21 539 +5
Dec12 110907 4193.0 4193.0 4061.0 4154.2 -23.5 139 8,975 +24
Total Volume and Open Interest 69,690 113,449 -184
Platinum(NYMEX)
Oct11 110907 1857.1 1864.5 1815.5 1828.7 -29.5 13,536 34,978 -76
Jan12 110907 1858.8 1860.0 1819.8 1832.6 -29.4 1,537 6,051 +817
Apr12 110907 1849.7 1849.7 1824.6 1836.7 -29.7 350 1,096 +326
Jul12 110907 1841.0 1841.0 1841.0 1841.0 -29.6 4 21 +0
Total Volume and Open Interest 15,427 42,146 +1,067
Palladium(NYMEX)
Sep11 110907 750.25 750.85 750.25 750.85 +3.40 18 461 -13
Dec11 110907 753.00 758.70 746.50 752.70 +3.15 3,895 20,233 +37
Mar12 110907 98.54 98.54 98.54 98.54 +3.15 6 115 +2
Total Volume and Open Interest 3,925 20,813 +27
Copper(CMX)
Sep11 110907 406.50 412.40 405.80 411.55 +7.60 656 4,470 -256
Dec11 110907 406.15 413.90 406.05 413.20 +7.60 36,970 77,095 +605
Mar12 110907 409.10 415.15 408.70 415.05 +7.55 1,471 21,490 +827
May12 110907 413.20 415.95 413.20 415.85 +7.55 73 4,088 +35
Jul12 110907 415.50 416.25 415.50 416.25 +7.50 79 1,091 +0
Total Volume and Open Interest 39,697 115,872 +1,222
DJIA Index(CBOT)
Sep11 110907 11156 11415 11153 11415 +287 414 13,962 -38
Dec11 110907 11185 11343 11170 11343 +288 40 240 +31
Mar12 110907 11274 11274 10986 11274 +288      
Jun12 110907 11204 11204 10916 11204 +288      
Total Volume and Open Interest 454 14,202 -7
E-mini DJIA Index(CBOT)
Sep11 110907 11126 11419 11122 11415 +287 159,174 72,067 -232
Dec11 110907 11059 11343 11059 11343 +288 1,170 2,721 +206
Mar12 110907 11274 11274 11274 11274 +288 0 13 +0
Jun12 110907 11204 11204 11204 11204 +288      
Total Volume and Open Interest 160,344 74,801 -26
S & P 500(CME)
Sep11 110907 1166.00 1199.50 1164.20 1199.00 +34.50 39,628 397,798 +10,781
Dec11 110907 1175.50 1193.30 1172.50 1193.30 +34.50 9,151 41,907 +10,259
Mar12 110907 1187.90 1187.90 1186.30 1187.90 +34.60 2 647 +2
Jun12 110907 1182.80 1182.80 1181.20 1182.80 +34.60 0 26 +0
Total Volume and Open Interest 48,781 440,478 +21,042
S & P 500 E-Mini(Globex)
Sep11 110907 1164.50 1199.75 1163.75 1199.00 +34.50 3,522,564 3,594,453 +65,824
Dec11 110907 1158.50 1194.00 1158.50 1193.25 +34.50 62,357 167,635 +34,825
Total Volume and Open Interest 3,584,972 3,762,716 +100,673
NASDAQ 100(CME)
Sep11 110907 2168.30 2225.00 2167.50 2222.00 +56.70 607 27,351 +55
Dec11 110907 2200.80 2218.00 2200.80 2217.00 +56.70 10 105 +3
Mar12 110907 2214.30 2214.30 2210.30 2214.30 +56.80      
Total Volume and Open Interest 617 27,456 +58
NASDAQ 100 E-Mini(Globex)
Sep11 110907 2165.50 2224.50 2164.80 2222.00 +56.70 341,285 384,855 +13,178
Dec11 110907 2161.50 2219.30 2161.50 2217.00 +56.70 2,511 7,842 +303
Total Volume and Open Interest 343,803 392,734 +13,483
S & P Midcap 400(CME)
Sep11 110907 857.20 857.20 857.20 857.20 +31.20 0 4,903 +0
Dec11 110907 854.20 854.20 854.20 854.20 +31.90      
Mar12 110907 852.50 852.50 852.50 852.50 +31.90      
Total Volume and Open Interest 0 4,903 +0
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Sep11 110907 8730 8875 8710 8865 +135 31,775 24,265 -2,991
Dec11 110907 8710 8835 8665 8825 +135 20,302 17,885 +13,526
Total Volume and Open Interest 52,077 42,150 +10,535
Nikkei 225(SGX)
Sep11 110907 8640 8790 8600 8790 +185 190,964 222,140 -3,303
Dec11 110907 8585 8730 8545 8730 +185 74,527 94,674 +60,397
Mar12 110907 8720 8720 8720 8720 +185 0 611 +0
Total Volume and Open Interest 267,333 326,661 +58,199
CAC 40(EURONEXT)
Sep11 110907 3028.0 3094.0 3015.5 3072.0 +104.5 149,992 330,193 +18,692
Oct11 110907 3024.5 3089.0 3015.0 3067.0 +103.5 1,507 1,461 +348
Nov11 110907 3029.5 3100.0 3029.5 3068.0 +104.0 0 6 +0
Total Volume and Open Interest 151,579 332,854 +19,083
Hang Seng Index(HKFE)
Sep11 110907 19825 20008 19704 19970 +280 98,542 99,767 +969
Oct11 110907 19820 20000 19705 19968 +278 761 1,273 +178
Total Volume and Open Interest 99,538 106,851 +1,137
DAX(EUREX)
Sep11 110907 5315.5 5454.0 5277.0 5400.5 +202.5 252,652 186,587 -2,897
Dec11 110907 5325.0 5460.0 5288.0 5411.5 +203.0 5,297 21,242 +2,817
Mar12 110907 5346.5 5456.0 5330.0 5430.0 +203.0 223 2,763 +109
Total Volume and Open Interest 258,172 210,592 +29
FT-SE 100(EURONEXT)
Sep11 110907 5203.50 5360.00 5203.50 5323.00 +163.00 160,080 609,310 -8,119
Dec11 110907 5201.00 5321.00 5201.00 5298.00 +162.50 13,358 75,140 +11,423
Mar12 110907 5196.00 5262.50 5196.00 5262.50 +163.00 0 309 +0
Total Volume and Open Interest 173,443 685,226 +3,304
SPI 200(SFE)
Sep11 110907 4095.0 4196.0 4059.0 4196.0 +128.0 49,524 246,993 -2,460
Dec11 110907 4107.0 4207.0 4073.0 4207.0 +129.0 1,340 9,177 -67
Mar12 110907 4086.0 4187.0 4086.0 4187.0 +129.0 8 2,017 -30
Total Volume and Open Interest 51,346 260,863 -2,104
GSCI(CME)
Sep11 110907 662.50 672.00 662.50 670.35 +11.85 179 8,491 -24
Oct11 110907 662.20 671.70 662.20 670.00 +12.00 0 35 +0
Nov11 110907 671.00 673.00 671.00 671.00 +12.00      
Total Volume and Open Interest 179 8,526 -24
Reuters CCI(ICE)
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions.
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