| | 8/16/2011 | OI | FL | FS | CL | CS | Fund_Vol | Comm Vol | Spec Vol |
| View | WHEAT - CHICAGO BOARD OF TRADE | 434710 | 81118 | 113611 | 251119 | 196713 | 194729 | 447832 | 99799 |
| View | WHEAT - KANSAS CITY BOARD OF TRADE | 171471 | 57427 | 10398 | 66254 | 110136 | 67825 | 176390 | 47455 |
| View | WHEAT - MINNEAPOLIS GRAIN EXCHANGE | 49705 | 12133 | 2242 | 20059 | 31216 | 14375 | 51275 | 22480 |
| View | CORN - CHICAGO BOARD OF TRADE | 1245188 | 471986 | 98619 | 512514 | 799481 | 570605 | 1311995 | 378770 |
| View | OATS - CHICAGO BOARD OF TRADE | 13078 | 3088 | 1105 | 6484 | 9792 | 4193 | 16276 | 4385 |
| View | SOYBEANS - CHICAGO BOARD OF TRADE | 506885 | 165401 | 57228 | 243573 | 329578 | 222629 | 573151 | 120260 |
| View | SOYBEAN OIL - CHICAGO BOARD OF TRADE | 277896 | 60092 | 58488 | 161600 | 161770 | 118580 | 323370 | 54778 |
| View | SOYBEAN MEAL - CHICAGO BOARD OF TRADE | 165344 | 46090 | 23942 | 73897 | 104540 | 70032 | 178437 | 52149 |
| View | ROUGH RICE - CHICAGO BOARD OF TRADE | 18303 | 4273 | 2303 | 7024 | 12529 | 6576 | 19553 | 6023 |
| View | U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE | 642101 | 65853 | 109054 | 416617 | 402457 | 174907 | 819074 | 266903 |
| View | 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF | 974709 | 206052 | 183830 | 644039 | 657447 | 389882 | 1301486 | 227350 |
| View | 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD | 1971277 | 252285 | 261972 | 1386384 | 1344074 | 514257 | 2730458 | 623575 |
| View | 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD | 1422470 | 325488 | 150747 | 854393 | 990482 | 476235 | 1844875 | 482800 |
| View | NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERC | 311693 | 45454 | 33201 | 195154 | 214906 | 78655 | 410060 | 65807 |
| View | NATURAL GAS - NEW YORK MERCANTILE EXCHANGE | 1000246 | 154431 | 344604 | 426353 | 264227 | 499035 | 690580 | 127985 |
| View | PJM ELECTRICITY MONTHLY - NEW YORK MERC | 51617 | 20128 | 936 | 28746 | 49035 | 21064 | 77781 | 2169 |
| View | CRUDE OIL, LIGHT SWEET - NEW YORK MERC | 1553021 | 323171 | 191937 | 741831 | 883516 | 515108 | 1625347 | 138939 |
| View | GASOLINE BLENDSTOCK (RBOB) - NY MERC | 256851 | 64332 | 19404 | 150238 | 198110 | 83736 | 348348 | 32104 |
| View | COTTON NO. 2 - ICE FUTURES U.S. | 141177 | 50072 | 21390 | 71037 | 102632 | 71462 | 173669 | 24057 |
| View | FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES | 26142 | 11016 | 2431 | 10085 | 21171 | 13447 | 31256 | 4801 |
| View | RANDOM LENGTH LUMBER - CHICAGO MERC | 9592 | 4141 | 4975 | 3101 | 1747 | 9116 | 4848 | 4176 |
| View | COCOA - ICE FUTURES U.S. | 163718 | 38623 | 32968 | 98757 | 103005 | 71591 | 201762 | 17285 |
| View | SUGAR NO. 11 - ICE FUTURES U.S. | 586551 | 174328 | 46038 | 281160 | 440297 | 220366 | 721457 | 133393 |
| View | COFFEE C - ICE FUTURES U.S. | 107446 | 28361 | 21318 | 61663 | 69589 | 49679 | 131252 | 15365 |
| View | MILK, Class III - CHICAGO MERCANTILE EXCHANGE | 35752 | 8446 | 7093 | 20507 | 23639 | 15539 | 44146 | 10059 |
| View | LEAN HOGS - CHICAGO MERCANTILE EXCHANGE | 244872 | 70312 | 45608 | 102231 | 117843 | 115920 | 220074 | 67620 |
| View | LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE | 311777 | 95410 | 52944 | 148419 | 159963 | 148354 | 308382 | 81190 |
| View | FEEDER CATTLE - CHICAGO MERCANTILE EXCH | 33829 | 11592 | 6318 | 9867 | 7272 | 17910 | 17139 | 23785 |
| View | PALLADIUM - NEW YORK MERCANTILE EXCHANGE | 21268 | 14740 | 1696 | 4054 | 18419 | 16436 | 22473 | 2841 |
| View | PLATINUM - NEW YORK MERCANTILE EXCHANGE | 36041 | 25861 | 2534 | 3779 | 31818 | 28395 | 35597 | 7236 |
| View | SILVER - COMMODITY EXCHANGE INC. | 116007 | 32697 | 10769 | 34555 | 75236 | 43466 | 109791 | 39267 |
| View | COPPER-GRADE #1 - COMMODITY EXCHANGE INC. | 125673 | 27568 | 21674 | 71675 | 72565 | 49242 | 144240 | 31126 |
| View | GOLD - COMMODITY EXCHANGE INC. | 514107 | 263954 | 63868 | 160562 | 409409 | 327822 | 569971 | 92259 |
| View | CANADIAN DOLLAR - CHICAGO MERCANTILE EX | 103509 | 23153 | 19032 | 39061 | 60465 | 42185 | 99526 | 65135 |
| View | SWISS FRANC - CHICAGO MERCANTILE EXCHANGE | 48498 | 13330 | 4322 | 14400 | 31306 | 17652 | 45706 | 33474 |
| View | MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE | 110017 | 40669 | 18035 | 61953 | 83817 | 58704 | 145770 | 14822 |
| View | BRITISH POUND STERLING - CHICAGO MERC | 100562 | 36193 | 39289 | 36090 | 41640 | 75482 | 77730 | 47742 |
| View | JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE | 126262 | 59060 | 11712 | 34111 | 88078 | 70772 | 122189 | 59473 |
| View | U.S. DOLLAR INDEX - ICE FUTURES U.S. | 54579 | 29824 | 31071 | 17624 | 17096 | 60895 | 34720 | 11199 |
| View | EURO FX - CHICAGO MERCANTILE EXCHANGE | 168931 | 47094 | 40368 | 75036 | 82944 | 87462 | 157980 | 89134 |
| View | AUSTRALIAN DOLLAR - CHICAGO MERC | 103162 | 41286 | 11563 | 40131 | 67875 | 52849 | 108006 | 45407 |
| View | DOW JONES INDUSTRIAL AVG- x $5 - CBOT | 80495 | 18689 | 13576 | 54404 | 56512 | 32265 | 110916 | 17685 |
| View | E-MINI S&P 500 STOCK INDEX - CHICAGO MERC | 3229005 | 344568 | 529599 | 2592105 | 2353493 | 874167 | 4945598 | 538621 |
No comments:
Post a Comment