|
MRCI's End of Day Prices |
Daily Futures Price Listing Fri September 02, 2011 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Sep11 |
110902 |
1431.00 |
1441.75 |
1426.00 |
1436.00 |
+11.25 |
10,055 |
5,673 |
-2,021 |
Nov11 |
110902 |
1440.00 |
1452.00 |
1435.00 |
1445.75 |
+11.25 |
132,626 |
359,995 |
+6,332 |
Jan12 |
110902 |
1450.00 |
1461.75 |
1445.50 |
1455.75 |
+10.50 |
29,717 |
73,774 |
+543 |
Mar12 |
110902 |
1452.00 |
1465.50 |
1449.50 |
1459.75 |
+10.00 |
12,528 |
48,643 |
+1,565 |
May12 |
110902 |
1448.50 |
1461.25 |
1446.50 |
1454.75 |
+8.50 |
11,073 |
49,450 |
+733 |
Jul12 |
110902 |
1453.50 |
1465.00 |
1450.25 |
1459.50 |
+9.25 |
11,729 |
30,016 |
+1,569 |
Aug12 |
110902 |
1437.00 |
1446.00 |
1436.50 |
1443.00 |
+6.50 |
33 |
696 |
+5 |
Sep12 |
110902 |
1415.00 |
1415.00 |
1409.00 |
1415.00 |
+6.00 |
26 |
463 |
-1 |
Nov12 |
110902 |
1383.50 |
1399.50 |
1383.00 |
1391.00 |
+8.00 |
2,371 |
25,166 |
+217 |
Jan13 |
110902 |
1397.25 |
1397.25 |
1386.50 |
1397.25 |
+10.75 |
5 |
5,149 |
+3 |
Mar13 |
110902 |
1399.00 |
1399.00 |
1388.75 |
1399.00 |
+10.25 |
4 |
113 |
+1 |
May13 |
110902 |
1397.00 |
1397.00 |
1387.00 |
1397.00 |
+10.00 |
0 |
20 |
+0 |
Jul13 |
110902 |
1399.50 |
1399.50 |
1390.00 |
1399.50 |
+9.50 |
0 |
159 |
+0 |
Aug13 |
110902 |
1388.50 |
1388.50 |
1380.00 |
1388.50 |
+8.50 |
|
|
|
Total Volume and Open Interest |
210,187 |
600,441 |
+8,949 |
Soybean Meal(CBOT) |
Sep11 |
110902 |
376.50 |
380.40 |
373.60 |
377.80 |
+1.20 |
6,624 |
6,183 |
-920 |
Oct11 |
110902 |
378.50 |
382.50 |
376.10 |
379.90 |
+1.40 |
14,520 |
31,860 |
+890 |
Dec11 |
110902 |
383.50 |
387.70 |
381.50 |
385.00 |
+1.50 |
45,835 |
122,147 |
+4,268 |
Jan12 |
110902 |
385.10 |
389.50 |
384.10 |
386.90 |
+1.20 |
1,430 |
11,704 |
+21 |
Mar12 |
110902 |
387.30 |
391.30 |
385.70 |
388.90 |
+1.00 |
2,091 |
9,023 |
+244 |
May12 |
110902 |
388.00 |
391.30 |
386.00 |
388.60 |
+0.80 |
2,219 |
12,825 |
+459 |
Jul12 |
110902 |
388.30 |
393.00 |
387.20 |
389.90 |
+0.90 |
701 |
6,029 |
-38 |
Aug12 |
110902 |
386.00 |
388.60 |
384.10 |
385.50 |
+1.40 |
107 |
757 |
-22 |
Sep12 |
110902 |
379.00 |
382.00 |
377.80 |
377.80 |
+1.80 |
105 |
896 |
+13 |
Oct12 |
110902 |
366.50 |
366.50 |
364.50 |
366.30 |
+1.80 |
77 |
1,033 |
-12 |
Total Volume and Open Interest |
73,995 |
205,678 |
+4,836 |
Soybean Oil(CBOT) |
Sep11 |
110902 |
57.96 |
58.29 |
57.64 |
57.74 |
+0.03 |
6,493 |
3,961 |
-1,807 |
Oct11 |
110902 |
57.98 |
58.43 |
57.05 |
57.88 |
+0.03 |
11,494 |
38,329 |
+221 |
Dec11 |
110902 |
58.32 |
58.84 |
58.15 |
58.26 |
+0.03 |
48,029 |
160,249 |
+3,109 |
Jan12 |
110902 |
58.43 |
59.00 |
58.37 |
58.47 |
+0.05 |
2,796 |
30,571 |
+131 |
Mar12 |
110902 |
58.84 |
59.06 |
58.43 |
58.55 |
+0.02 |
2,492 |
24,513 |
+109 |
May12 |
110902 |
58.59 |
59.01 |
58.39 |
58.48 |
-0.04 |
1,334 |
16,110 |
+374 |
Jul12 |
110902 |
58.63 |
59.03 |
58.47 |
58.56 |
-0.07 |
1,025 |
8,844 |
+328 |
Aug12 |
110902 |
58.79 |
58.90 |
58.43 |
58.50 |
-0.05 |
112 |
697 |
+29 |
Sep12 |
110902 |
58.71 |
58.71 |
58.42 |
58.42 |
-0.05 |
39 |
558 |
+26 |
Oct12 |
110902 |
58.63 |
58.69 |
58.17 |
58.17 |
-0.05 |
56 |
475 |
+10 |
Total Volume and Open Interest |
74,416 |
287,791 |
+2,500 |
Canola(WCE) |
Nov11 |
110902 |
575.0 |
582.6 |
574.3 |
575.9 |
+0.9 |
13,316 |
106,536 |
-882 |
Jan12 |
110902 |
583.6 |
591.4 |
583.3 |
585.2 |
+1.0 |
3,296 |
39,208 |
+1,321 |
Mar12 |
110902 |
591.6 |
599.7 |
591.6 |
593.8 |
+1.2 |
1,015 |
18,399 |
+275 |
May12 |
110902 |
595.3 |
605.0 |
595.3 |
599.6 |
+0.6 |
794 |
9,876 |
+268 |
Jul12 |
110902 |
602.5 |
609.9 |
602.5 |
605.4 |
+1.4 |
348 |
4,926 |
+108 |
Total Volume and Open Interest |
19,036 |
183,013 |
+1,337 |
Corn(CBOT) |
Sep11 |
110902 |
733.75 |
753.00 |
730.25 |
750.25 |
+21.50 |
19,577 |
12,208 |
-7,210 |
Dec11 |
110902 |
743.75 |
764.25 |
739.25 |
760.00 |
+21.50 |
194,118 |
741,900 |
+4,647 |
Mar12 |
110902 |
756.00 |
776.50 |
751.75 |
772.25 |
+21.50 |
31,202 |
203,517 |
+1,231 |
May12 |
110902 |
762.50 |
781.50 |
757.50 |
778.50 |
+22.00 |
10,198 |
45,473 |
+502 |
Jul12 |
110902 |
765.00 |
784.50 |
761.00 |
782.00 |
+22.00 |
17,574 |
83,451 |
+1,191 |
Sep12 |
110902 |
697.50 |
712.75 |
688.50 |
705.00 |
+16.50 |
2,070 |
18,226 |
+724 |
Dec12 |
110902 |
648.00 |
666.50 |
648.00 |
659.00 |
+12.25 |
9,487 |
96,181 |
+2,193 |
Mar13 |
110902 |
665.25 |
672.50 |
655.50 |
667.00 |
+11.50 |
152 |
18,335 |
+19 |
May13 |
110902 |
670.00 |
673.00 |
660.50 |
671.50 |
+11.00 |
33 |
673 |
-1 |
Jul13 |
110902 |
679.00 |
680.00 |
664.50 |
675.50 |
+11.00 |
99 |
900 |
+3 |
Total Volume and Open Interest |
284,826 |
1,231,782 |
+3,376 |
Wheat(CBOT) |
Sep11 |
110902 |
725.00 |
730.50 |
720.75 |
730.00 |
+14.50 |
2,088 |
2,170 |
-1,113 |
Dec11 |
110902 |
762.50 |
778.75 |
758.00 |
775.50 |
+14.50 |
50,852 |
217,947 |
-4,360 |
Mar12 |
110902 |
799.00 |
812.75 |
793.00 |
810.00 |
+12.50 |
7,802 |
79,783 |
+1,150 |
May12 |
110902 |
814.25 |
825.50 |
810.00 |
822.75 |
+10.75 |
1,966 |
16,658 |
+801 |
Jul12 |
110902 |
816.25 |
828.25 |
810.25 |
822.75 |
+8.25 |
3,001 |
53,949 |
-86 |
Sep12 |
110902 |
831.00 |
836.75 |
823.75 |
833.50 |
+9.75 |
210 |
3,106 |
+78 |
Total Volume and Open Interest |
66,703 |
402,249 |
-3,280 |
Wheat(KCBT) |
Sep11 |
110902 |
848.00 |
863.50 |
843.50 |
858.00 |
+10.00 |
2,841 |
1,369 |
-2,168 |
Dec11 |
110902 |
873.75 |
888.00 |
868.00 |
880.00 |
+8.00 |
14,396 |
96,319 |
-1,169 |
Mar12 |
110902 |
885.25 |
899.50 |
879.25 |
891.25 |
+7.75 |
3,396 |
30,437 |
-195 |
May12 |
110902 |
889.00 |
899.75 |
886.50 |
891.75 |
+6.75 |
251 |
4,289 |
-44 |
Jul12 |
110902 |
881.00 |
897.75 |
875.75 |
887.75 |
+10.00 |
719 |
20,900 |
+196 |
Sep12 |
110902 |
882.25 |
899.50 |
882.25 |
892.75 |
+11.00 |
46 |
1,502 |
+24 |
Total Volume and Open Interest |
21,678 |
156,684 |
-3,349 |
Wheat(MGE) |
Sep11 |
110902 |
977.75 |
985.75 |
975.75 |
984.25 |
+13.50 |
743 |
571 |
-944 |
Dec11 |
110902 |
933.50 |
950.00 |
933.50 |
942.75 |
+10.75 |
2,622 |
21,198 |
+134 |
Mar12 |
110902 |
933.25 |
949.00 |
933.25 |
941.00 |
+9.25 |
708 |
8,163 |
+273 |
May12 |
110902 |
934.00 |
947.50 |
934.00 |
940.25 |
+9.25 |
362 |
3,529 |
+77 |
Jul12 |
110902 |
933.50 |
946.25 |
932.75 |
937.75 |
+8.50 |
198 |
4,638 |
+10 |
Total Volume and Open Interest |
4,705 |
41,682 |
-446 |
Oats(CBOT) |
Sep11 |
110902 |
366.75 |
369.00 |
362.00 |
369.00 |
+7.00 |
83 |
85 |
-35 |
Dec11 |
110902 |
365.50 |
371.00 |
361.25 |
369.00 |
+7.00 |
1,074 |
12,048 |
+125 |
Mar12 |
110902 |
374.50 |
378.75 |
370.00 |
378.00 |
+7.00 |
38 |
1,249 |
+25 |
May12 |
110902 |
385.00 |
385.00 |
378.00 |
385.00 |
+7.00 |
0 |
38 |
+0 |
Total Volume and Open Interest |
1,195 |
13,454 |
+115 |
Rough Rice(CBOT) |
Sep11 |
110902 |
17.83 |
18.05 |
17.68 |
17.96 |
+0.27 |
137 |
286 |
-348 |
Nov11 |
110902 |
17.97 |
18.41 |
17.97 |
18.23 |
+0.26 |
1,311 |
14,463 |
+276 |
Jan12 |
110902 |
18.30 |
18.67 |
18.25 |
18.50 |
+0.26 |
259 |
1,838 |
+47 |
Mar12 |
110902 |
18.60 |
18.94 |
18.53 |
18.79 |
+0.26 |
44 |
1,008 |
+24 |
Total Volume and Open Interest |
1,778 |
17,766 |
+0 |
Live Cattle(CME) |
Oct11 |
110902 |
113.650 |
115.535 |
113.550 |
114.800 |
+1.200 |
30,143 |
116,663 |
-1,042 |
Dec11 |
110902 |
115.580 |
117.080 |
115.400 |
116.480 |
+1.050 |
25,413 |
103,912 |
+1,927 |
Feb12 |
110902 |
119.150 |
120.350 |
118.750 |
119.800 |
+0.850 |
9,549 |
51,049 |
+2,874 |
Apr12 |
110902 |
123.150 |
124.300 |
122.950 |
123.830 |
+0.580 |
5,203 |
31,886 |
+813 |
Jun12 |
110902 |
121.885 |
123.080 |
121.600 |
122.900 |
+0.820 |
1,303 |
12,378 |
+553 |
Aug12 |
110902 |
121.700 |
123.285 |
121.600 |
123.135 |
+0.955 |
123 |
1,842 |
+64 |
Total Volume and Open Interest |
71,757 |
318,604 |
+5,202 |
Feeder Cattle(CME) |
Sep11 |
110902 |
132.650 |
133.500 |
132.300 |
132.650 |
-0.100 |
576 |
5,836 |
-224 |
Oct11 |
110902 |
133.035 |
133.800 |
132.400 |
132.950 |
+0.165 |
2,099 |
13,753 |
-208 |
Nov11 |
110902 |
134.250 |
134.900 |
133.450 |
134.325 |
+0.375 |
1,249 |
6,613 |
+263 |
Jan12 |
110902 |
135.985 |
136.185 |
134.950 |
136.050 |
+0.725 |
529 |
3,879 |
+75 |
Mar12 |
110902 |
136.325 |
136.600 |
135.450 |
136.575 |
+0.825 |
143 |
1,126 |
+8 |
Apr12 |
110902 |
136.900 |
136.900 |
136.150 |
136.900 |
+0.700 |
14 |
285 |
+2 |
May12 |
110902 |
137.000 |
137.000 |
136.485 |
137.000 |
+0.500 |
7 |
241 |
+6 |
Total Volume and Open Interest |
4,625 |
31,763 |
-70 |
Lean Hogs(CME) |
Oct11 |
110902 |
84.950 |
86.230 |
84.550 |
85.800 |
+0.620 |
22,289 |
77,258 |
-1,773 |
Dec11 |
110902 |
81.900 |
83.180 |
81.550 |
83.100 |
+1.100 |
20,806 |
89,420 |
+2,374 |
Feb12 |
110902 |
86.300 |
87.430 |
85.980 |
87.250 |
+0.770 |
5,703 |
40,003 |
+189 |
Apr12 |
110902 |
89.250 |
90.450 |
88.950 |
90.400 |
+0.800 |
2,401 |
25,384 |
-465 |
May12 |
110902 |
93.900 |
94.700 |
93.900 |
94.700 |
+0.200 |
7 |
1,024 |
-5 |
Jun12 |
110902 |
95.900 |
97.300 |
95.600 |
97.285 |
+1.055 |
1,017 |
12,551 |
-11 |
Jul12 |
110902 |
94.600 |
95.885 |
94.550 |
95.600 |
+0.500 |
218 |
3,682 |
-38 |
Aug12 |
110902 |
94.000 |
94.650 |
93.900 |
94.100 |
unch |
112 |
2,363 |
-49 |
Total Volume and Open Interest |
52,576 |
252,693 |
+224 |
Class III Milk(CME) |
Sep11 |
110902 |
18.95 |
19.10 |
18.85 |
19.06 |
+0.19 |
442 |
6,156 |
+42 |
Oct11 |
110902 |
18.80 |
18.90 |
18.60 |
18.87 |
+0.12 |
516 |
4,995 |
-34 |
Nov11 |
110902 |
18.54 |
18.62 |
18.47 |
18.61 |
+0.10 |
243 |
4,430 |
-19 |
Dec11 |
110902 |
18.10 |
18.18 |
18.06 |
18.18 |
+0.16 |
119 |
4,145 |
-61 |
Jan12 |
110902 |
17.39 |
17.45 |
17.38 |
17.45 |
+0.08 |
25 |
1,631 |
-3 |
Total Volume and Open Interest |
1,424 |
37,857 |
+287 |
Cocoa(ICE) |
Sep11 |
110902 |
3092 |
3092 |
3092 |
3092 |
+32 |
2 |
26 |
+0 |
Dec11 |
110902 |
3084 |
3125 |
3069 |
3098 |
+23 |
6,699 |
68,993 |
+314 |
Mar12 |
110902 |
3120 |
3152 |
3096 |
3125 |
+20 |
1,817 |
49,791 |
-126 |
May12 |
110902 |
3144 |
3150 |
3100 |
3127 |
+18 |
182 |
15,667 |
-66 |
Jul12 |
110902 |
3150 |
3150 |
3129 |
3136 |
+19 |
30 |
6,800 |
+0 |
Sep12 |
110902 |
3153 |
3155 |
3144 |
3144 |
+18 |
646 |
9,165 |
-466 |
Dec12 |
110902 |
3159 |
3165 |
3127 |
3156 |
+20 |
625 |
6,857 |
+615 |
Total Volume and Open Interest |
10,001 |
161,829 |
+271 |
Coffee "C"(ICE) |
Sep11 |
110902 |
289.00 |
291.75 |
287.75 |
289.20 |
-1.50 |
12 |
326 |
-15 |
Dec11 |
110902 |
289.00 |
290.45 |
284.70 |
288.05 |
-1.70 |
11,917 |
75,728 |
+717 |
Mar12 |
110902 |
290.45 |
292.50 |
287.20 |
290.60 |
-1.45 |
2,699 |
19,500 |
+27 |
May12 |
110902 |
289.80 |
292.50 |
287.20 |
290.90 |
-0.95 |
549 |
8,520 |
-57 |
Jul12 |
110902 |
287.80 |
290.40 |
285.10 |
289.15 |
-0.90 |
74 |
2,674 |
-4 |
Sep12 |
110902 |
285.20 |
288.05 |
283.85 |
286.90 |
-1.10 |
60 |
2,203 |
+219 |
Total Volume and Open Interest |
15,367 |
111,129 |
+914 |
Orange Juice(ICE) |
Sep11 |
110902 |
169.05 |
171.75 |
169.05 |
170.45 |
+0.80 |
118 |
96 |
-589 |
Nov11 |
110902 |
161.25 |
161.35 |
160.00 |
160.75 |
+0.05 |
611 |
17,882 |
+91 |
Jan12 |
110902 |
161.60 |
161.60 |
160.10 |
160.80 |
+0.05 |
153 |
3,402 |
-33 |
Mar12 |
110902 |
160.95 |
161.55 |
160.50 |
161.55 |
-0.05 |
10 |
1,529 |
+22 |
May12 |
110902 |
161.50 |
161.50 |
161.50 |
161.50 |
-0.05 |
0 |
443 |
+0 |
Jul12 |
110902 |
161.10 |
161.10 |
161.10 |
161.10 |
-0.05 |
0 |
145 |
+0 |
Total Volume and Open Interest |
892 |
23,508 |
-509 |
Sugar #11(ICE) |
Oct11 |
110902 |
29.62 |
29.70 |
28.85 |
29.18 |
-0.41 |
50,639 |
240,370 |
+704 |
Mar12 |
110902 |
28.76 |
28.80 |
28.01 |
28.36 |
-0.37 |
33,449 |
182,304 |
+6,829 |
May12 |
110902 |
27.30 |
27.31 |
26.56 |
26.93 |
-0.32 |
6,376 |
46,720 |
+1,354 |
Jul12 |
110902 |
26.05 |
26.06 |
25.36 |
25.68 |
-0.32 |
2,698 |
64,430 |
-459 |
Oct12 |
110902 |
25.11 |
25.13 |
24.56 |
24.89 |
-0.27 |
1,241 |
31,234 |
+91 |
Total Volume and Open Interest |
95,320 |
610,564 |
+8,973 |
London Cocoa(LCE) |
Sep11 |
110902 |
1936 |
1940 |
1911 |
1930 |
+3 |
1,180 |
46,283 |
-636 |
Dec11 |
110902 |
1948 |
1960 |
1934 |
1951 |
+6 |
4,425 |
66,060 |
+194 |
Mar12 |
110902 |
1968 |
1975 |
1952 |
1969 |
+10 |
1,230 |
43,710 |
+5 |
May12 |
110902 |
1971 |
1981 |
1959 |
1975 |
+11 |
463 |
15,366 |
+155 |
Jul12 |
110902 |
1985 |
1988 |
1965 |
1983 |
+12 |
211 |
8,834 |
+97 |
Sep12 |
110902 |
1990 |
1990 |
1990 |
1990 |
+12 |
127 |
5,288 |
-95 |
Dec12 |
110902 |
1996 |
1996 |
1996 |
1996 |
+12 |
118 |
8,746 |
-11 |
Total Volume and Open Interest |
7,754 |
195,193 |
-291 |
London Sugar(LCE) |
Oct11 |
110902 |
760.00 |
762.00 |
747.00 |
753.80 |
-9.00 |
4,855 |
18,217 |
-1,299 |
Dec11 |
110902 |
730.00 |
733.50 |
722.20 |
726.50 |
-9.30 |
2,555 |
10,247 |
+940 |
Mar12 |
110902 |
719.20 |
720.40 |
708.10 |
713.40 |
-9.30 |
490 |
11,588 |
+135 |
May12 |
110902 |
701.70 |
705.50 |
696.20 |
699.50 |
-5.50 |
4 |
3,782 |
-2 |
Aug12 |
110902 |
680.70 |
683.20 |
677.40 |
677.50 |
-5.50 |
8 |
2,388 |
-6 |
Total Volume and Open Interest |
7,925 |
48,082 |
-237 |
Cotton(ICE) |
Oct11 |
110902 |
107.00 |
107.00 |
105.83 |
106.59 |
+0.51 |
83 |
424 |
-9 |
Dec11 |
110902 |
105.80 |
107.05 |
105.01 |
105.89 |
+0.11 |
8,334 |
92,510 |
-314 |
Mar12 |
110902 |
103.13 |
104.09 |
102.17 |
102.66 |
-0.47 |
2,193 |
35,419 |
+387 |
May12 |
110902 |
102.38 |
102.72 |
100.83 |
101.94 |
-0.29 |
287 |
6,433 |
+9 |
Jul12 |
110902 |
101.38 |
101.50 |
99.54 |
101.27 |
-0.21 |
462 |
9,534 |
+147 |
Oct12 |
110902 |
99.14 |
99.14 |
99.14 |
99.14 |
-0.55 |
0 |
3 |
+0 |
Total Volume and Open Interest |
11,369 |
148,432 |
+218 |
Lumber(CME) |
Sep11 |
110902 |
240.8 |
252.0 |
240.0 |
250.9 |
+5.9 |
312 |
1,054 |
-190 |
Nov11 |
110902 |
250.6 |
262.9 |
247.5 |
258.2 |
+4.9 |
587 |
6,379 |
+147 |
Jan12 |
110902 |
270.1 |
281.3 |
267.6 |
278.8 |
+7.4 |
161 |
1,966 |
+31 |
Mar12 |
110902 |
284.9 |
292.2 |
284.9 |
291.0 |
+6.0 |
5 |
189 |
+2 |
Total Volume and Open Interest |
1,066 |
9,592 |
-9 |
Crude Oil(NYM) |
Oct11 |
110902 |
88.78 |
88.99 |
85.43 |
86.45 |
-2.48 |
282,342 |
283,290 |
-3,206 |
Nov11 |
110902 |
89.05 |
89.30 |
85.72 |
86.74 |
-2.50 |
77,069 |
185,589 |
+7,721 |
Dec11 |
110902 |
89.49 |
89.66 |
86.10 |
87.13 |
-2.49 |
79,191 |
209,366 |
-2,165 |
Jan12 |
110902 |
89.97 |
89.97 |
86.52 |
87.46 |
-2.48 |
15,759 |
91,244 |
+1,067 |
Feb12 |
110902 |
90.06 |
90.06 |
86.76 |
87.76 |
-2.46 |
7,204 |
32,393 |
-1,118 |
Mar12 |
110902 |
90.26 |
90.30 |
87.20 |
88.03 |
-2.45 |
11,152 |
40,556 |
-376 |
Apr12 |
110902 |
90.14 |
90.16 |
87.39 |
88.28 |
-2.43 |
5,242 |
26,833 |
+124 |
May12 |
110902 |
90.03 |
90.03 |
87.70 |
88.52 |
-2.40 |
4,147 |
26,555 |
+151 |
Jun12 |
110902 |
90.53 |
90.61 |
87.85 |
88.76 |
-2.37 |
14,505 |
78,287 |
-794 |
Jul12 |
110902 |
88.45 |
89.73 |
88.45 |
88.99 |
-2.35 |
2,868 |
34,440 |
+62 |
Aug12 |
110902 |
89.18 |
89.18 |
89.18 |
89.18 |
-2.32 |
2,508 |
16,085 |
+311 |
Sep12 |
110902 |
90.41 |
90.41 |
88.60 |
89.34 |
-2.29 |
1,799 |
18,530 |
+155 |
Oct12 |
110902 |
89.52 |
89.52 |
89.52 |
89.52 |
-2.25 |
2,117 |
13,920 |
-1,031 |
Nov12 |
110902 |
89.71 |
89.71 |
89.71 |
89.71 |
-2.22 |
702 |
18,978 |
+174 |
Dec12 |
110902 |
91.83 |
91.88 |
89.00 |
89.91 |
-2.19 |
31,868 |
158,016 |
-657 |
Jan13 |
110902 |
89.97 |
89.97 |
89.97 |
89.97 |
-2.16 |
263 |
19,264 |
+39 |
Total Volume and Open Interest |
561,414 |
1,527,954 |
+4,167 |
e-miNY Crude Oil(NYM) |
Sep11 |
110819 |
81.450 |
83.550 |
79.225 |
82.250 |
-0.125 |
9,194 |
3,327 |
-634 |
Oct11 |
110902 |
88.800 |
89.000 |
85.425 |
86.450 |
-2.475 |
7,402 |
1,936 |
+83 |
Nov11 |
110902 |
89.000 |
89.200 |
85.900 |
86.750 |
-2.500 |
277 |
599 |
-43 |
Dec11 |
110902 |
89.350 |
89.400 |
86.425 |
87.125 |
-2.500 |
201 |
397 |
+78 |
Jan12 |
110902 |
86.975 |
87.450 |
86.975 |
87.450 |
-2.500 |
244 |
242 |
+237 |
Feb12 |
110902 |
88.350 |
88.350 |
87.750 |
87.750 |
-2.475 |
0 |
15 |
+0 |
Mar12 |
110902 |
88.025 |
88.025 |
88.025 |
88.025 |
-2.450 |
0 |
19 |
+0 |
Apr12 |
110902 |
88.275 |
88.275 |
88.275 |
88.275 |
-2.425 |
0 |
8 |
+0 |
May12 |
110902 |
89.000 |
89.000 |
88.525 |
88.525 |
-2.400 |
0 |
8 |
+0 |
Jun12 |
110902 |
89.500 |
89.500 |
88.750 |
88.750 |
-2.375 |
0 |
14 |
+0 |
Total Volume and Open Interest |
8,130 |
3,510 |
+361 |
Heating Oil(NYM) |
Oct11 |
110902 |
305.25 |
306.00 |
297.96 |
299.74 |
-5.44 |
52,619 |
95,851 |
-1,669 |
Nov11 |
110902 |
306.19 |
306.77 |
298.97 |
300.61 |
-5.47 |
16,255 |
43,110 |
+923 |
Dec11 |
110902 |
307.58 |
307.68 |
299.97 |
301.43 |
-5.50 |
19,832 |
52,967 |
-847 |
Jan12 |
110902 |
306.46 |
306.46 |
301.07 |
302.33 |
-5.51 |
10,165 |
32,253 |
+126 |
Feb12 |
110902 |
303.45 |
304.88 |
300.76 |
301.92 |
-5.51 |
2,299 |
11,589 |
-495 |
Mar12 |
110902 |
304.98 |
305.14 |
299.74 |
300.63 |
-5.48 |
2,089 |
10,093 |
-1 |
Apr12 |
110902 |
298.50 |
300.66 |
297.49 |
298.20 |
-5.49 |
605 |
5,617 |
-60 |
May12 |
110902 |
297.15 |
298.60 |
296.04 |
296.04 |
-5.49 |
478 |
5,609 |
+173 |
Jun12 |
110902 |
301.20 |
301.20 |
293.62 |
295.00 |
-5.49 |
4,138 |
27,710 |
+173 |
Jul12 |
110902 |
296.20 |
296.74 |
295.25 |
295.25 |
-5.45 |
102 |
2,589 |
+16 |
Aug12 |
110902 |
296.75 |
298.74 |
295.76 |
295.76 |
-5.43 |
139 |
1,302 |
+50 |
Sep12 |
110902 |
297.00 |
297.00 |
296.30 |
296.30 |
-5.45 |
529 |
2,252 |
+65 |
Total Volume and Open Interest |
109,939 |
305,373 |
-1,217 |
Gasoline(NYMEX) |
Oct11 |
110902 |
288.75 |
289.90 |
279.54 |
283.96 |
-5.31 |
46,325 |
81,365 |
-71 |
Nov11 |
110902 |
283.19 |
284.36 |
274.42 |
278.32 |
-5.40 |
26,733 |
41,878 |
+2,746 |
Dec11 |
110902 |
279.87 |
281.24 |
272.46 |
275.11 |
-5.49 |
22,410 |
44,442 |
-1,788 |
Jan12 |
110902 |
278.20 |
278.20 |
271.86 |
274.42 |
-5.44 |
13,597 |
26,399 |
-229 |
Feb12 |
110902 |
275.05 |
276.41 |
273.58 |
274.74 |
-5.45 |
4,846 |
8,583 |
+1,125 |
Mar12 |
110902 |
276.00 |
277.32 |
273.66 |
275.31 |
-5.50 |
2,688 |
12,147 |
+202 |
Apr12 |
110902 |
285.36 |
285.36 |
285.36 |
285.36 |
-5.48 |
1,733 |
6,659 |
+4 |
May12 |
110902 |
284.46 |
284.46 |
284.46 |
284.46 |
-5.55 |
894 |
3,604 |
+572 |
Jun12 |
110902 |
288.40 |
288.40 |
280.86 |
282.91 |
-5.51 |
2,897 |
12,420 |
-173 |
Jul12 |
110902 |
280.51 |
280.51 |
280.51 |
280.51 |
-5.59 |
143 |
1,012 |
+64 |
Total Volume and Open Interest |
123,170 |
252,892 |
+2,020 |
e-miNY RBOB Gasoline(NYM) |
Oct11 |
110902 |
284.00 |
284.00 |
283.96 |
284.00 |
-5.30 |
0 |
1 |
+0 |
Nov11 |
110902 |
278.30 |
278.32 |
278.30 |
278.30 |
-5.40 |
|
|
|
Dec11 |
110902 |
275.10 |
275.11 |
275.10 |
275.10 |
-5.50 |
|
|
|
Jan12 |
110902 |
274.40 |
274.42 |
274.40 |
274.40 |
-5.50 |
0 |
1 |
+0 |
Total Volume and Open Interest |
0 |
3 |
+0 |
Natural Gas(NYM) |
Oct11 |
110902 |
4.050 |
4.065 |
3.850 |
3.872 |
-0.178 |
153,275 |
185,263 |
-2,752 |
Nov11 |
110902 |
4.162 |
4.166 |
3.966 |
3.990 |
-0.176 |
50,312 |
193,025 |
-1,313 |
Dec11 |
110902 |
4.381 |
4.385 |
4.187 |
4.211 |
-0.170 |
27,459 |
83,619 |
+1,571 |
Jan12 |
110902 |
4.500 |
4.500 |
4.308 |
4.334 |
-0.163 |
27,640 |
156,993 |
+180 |
Feb12 |
110902 |
4.493 |
4.493 |
4.316 |
4.341 |
-0.161 |
6,143 |
36,218 |
-57 |
Mar12 |
110902 |
4.451 |
4.455 |
4.288 |
4.307 |
-0.161 |
12,015 |
44,662 |
+140 |
Apr12 |
110902 |
4.428 |
4.428 |
4.260 |
4.285 |
-0.155 |
12,631 |
75,670 |
+2,002 |
May12 |
110902 |
4.442 |
4.451 |
4.291 |
4.315 |
-0.154 |
1,791 |
17,163 |
+886 |
Jun12 |
110902 |
4.513 |
4.515 |
4.344 |
4.358 |
-0.152 |
862 |
13,404 |
+280 |
Jul12 |
110902 |
4.529 |
4.548 |
4.384 |
4.405 |
-0.150 |
934 |
10,694 |
+101 |
Aug12 |
110902 |
4.545 |
4.545 |
4.413 |
4.433 |
-0.148 |
386 |
10,000 |
+120 |
Sep12 |
110902 |
4.547 |
4.558 |
4.419 |
4.440 |
-0.146 |
223 |
9,601 |
+6 |
Oct12 |
110902 |
4.602 |
4.604 |
4.447 |
4.467 |
-0.145 |
3,211 |
40,143 |
+409 |
Nov12 |
110902 |
4.714 |
4.741 |
4.625 |
4.642 |
-0.135 |
558 |
8,289 |
+187 |
Dec12 |
110902 |
5.009 |
5.009 |
4.898 |
4.912 |
-0.122 |
632 |
12,439 |
-94 |
Jan13 |
110902 |
5.157 |
5.157 |
5.030 |
5.049 |
-0.118 |
3,019 |
19,725 |
+216 |
Total Volume and Open Interest |
304,721 |
979,558 |
+3,059 |
Brent Crude Oil(ICE) |
Oct11 |
110902 |
114.18 |
114.58 |
111.36 |
112.33 |
-1.96 |
179,415 |
133,548 |
-5,846 |
Nov11 |
110902 |
113.52 |
113.74 |
110.53 |
111.33 |
-2.11 |
96,864 |
127,978 |
+2,905 |
Dec11 |
110902 |
113.10 |
113.11 |
109.98 |
110.68 |
-2.20 |
89,789 |
133,274 |
+2,106 |
Jan12 |
110902 |
112.20 |
112.41 |
109.70 |
110.31 |
-2.18 |
18,438 |
40,192 |
+623 |
Feb12 |
110902 |
112.08 |
112.08 |
109.48 |
110.00 |
-2.18 |
9,730 |
20,407 |
+451 |
Mar12 |
110902 |
111.84 |
111.84 |
109.22 |
109.75 |
-2.18 |
9,866 |
41,207 |
-229 |
Apr12 |
110902 |
111.66 |
111.66 |
109.05 |
109.57 |
-2.19 |
3,633 |
12,996 |
+291 |
May12 |
110902 |
111.47 |
111.47 |
108.88 |
109.38 |
-2.19 |
3,714 |
15,478 |
+207 |
Jun12 |
110902 |
111.56 |
111.56 |
108.68 |
109.16 |
-2.19 |
16,508 |
46,506 |
+1,318 |
Jul12 |
110902 |
108.98 |
108.98 |
108.98 |
108.98 |
-2.20 |
2,255 |
10,499 |
-37 |
Aug12 |
110902 |
108.78 |
108.78 |
108.78 |
108.78 |
-2.20 |
1,233 |
7,445 |
+83 |
Sep12 |
110902 |
108.54 |
108.54 |
108.54 |
108.54 |
-2.20 |
2,785 |
10,793 |
+1,298 |
Oct12 |
110902 |
108.29 |
108.29 |
108.29 |
108.29 |
-2.20 |
888 |
6,235 |
-151 |
Nov12 |
110902 |
108.00 |
108.00 |
108.00 |
108.00 |
-2.21 |
867 |
8,474 |
+132 |
Total Volume and Open Interest |
467,099 |
791,847 |
+6,048 |
Gas Oil(ICE) |
Sep11 |
110902 |
962.25 |
962.25 |
939.00 |
951.75 |
-14.75 |
66,355 |
60,401 |
-13,556 |
Oct11 |
110902 |
959.00 |
960.00 |
936.75 |
949.50 |
-14.75 |
118,969 |
146,872 |
+11,172 |
Nov11 |
110902 |
957.75 |
957.75 |
934.50 |
946.75 |
-15.25 |
54,245 |
70,493 |
+1,377 |
Dec11 |
110902 |
955.75 |
955.75 |
932.25 |
944.00 |
-15.50 |
49,613 |
80,054 |
+750 |
Jan12 |
110902 |
953.00 |
953.00 |
931.00 |
942.75 |
-15.50 |
17,423 |
53,498 |
+659 |
Feb12 |
110902 |
948.50 |
949.00 |
928.75 |
941.25 |
-15.25 |
5,723 |
24,374 |
+7 |
Mar12 |
110902 |
946.75 |
946.75 |
927.50 |
939.50 |
-14.75 |
4,268 |
18,957 |
-69 |
Apr12 |
110902 |
945.00 |
945.00 |
925.50 |
937.75 |
-14.50 |
2,258 |
14,556 |
-148 |
May12 |
110902 |
943.00 |
943.00 |
929.50 |
935.75 |
-14.50 |
1,688 |
12,091 |
-34 |
Jun12 |
110902 |
942.25 |
942.25 |
923.00 |
935.00 |
-14.25 |
6,926 |
40,616 |
+570 |
Total Volume and Open Interest |
333,187 |
602,765 |
+1,756 |
Ethanol(CBOT) |
Sep11 |
110902 |
2.867 |
2.897 |
2.865 |
2.892 |
+0.049 |
109 |
116 |
-74 |
Oct11 |
110902 |
2.778 |
2.834 |
2.778 |
2.825 |
+0.055 |
479 |
1,369 |
-7 |
Nov11 |
110902 |
2.758 |
2.794 |
2.758 |
2.784 |
+0.055 |
175 |
1,154 |
+63 |
Dec11 |
110902 |
2.731 |
2.764 |
2.731 |
2.752 |
+0.052 |
92 |
1,358 |
+13 |
Jan12 |
110902 |
2.685 |
2.709 |
2.683 |
2.702 |
+0.053 |
86 |
788 |
-16 |
Feb12 |
110902 |
2.685 |
2.695 |
2.685 |
2.693 |
+0.056 |
67 |
946 |
-1 |
Mar12 |
110902 |
2.660 |
2.705 |
2.660 |
2.696 |
+0.041 |
42 |
1,020 |
+0 |
Apr12 |
110902 |
2.660 |
2.715 |
2.660 |
2.704 |
+0.041 |
24 |
701 |
+16 |
Total Volume and Open Interest |
1,184 |
10,408 |
+83 |
WTI Crude Oil(ICE) |
Oct11 |
110902 |
88.73 |
88.98 |
85.43 |
86.45 |
-2.48 |
65,569 |
61,257 |
-2,608 |
Nov11 |
110902 |
89.20 |
89.20 |
85.74 |
86.74 |
-2.50 |
19,882 |
46,491 |
+3,414 |
Dec11 |
110902 |
89.55 |
89.55 |
86.12 |
87.13 |
-2.49 |
30,404 |
99,523 |
-1,062 |
Jan12 |
110902 |
89.78 |
89.78 |
86.46 |
87.46 |
-2.48 |
6,489 |
23,889 |
+35 |
Feb12 |
110902 |
89.46 |
89.46 |
86.85 |
87.76 |
-2.46 |
4,312 |
9,329 |
-620 |
Mar12 |
110902 |
90.18 |
90.18 |
87.17 |
88.03 |
-2.45 |
5,867 |
15,537 |
+114 |
Apr12 |
110902 |
90.04 |
90.07 |
87.78 |
88.28 |
-2.43 |
1,634 |
4,571 |
-32 |
May12 |
110902 |
90.20 |
90.31 |
87.72 |
88.52 |
-2.40 |
978 |
6,511 |
+36 |
Jun12 |
110902 |
90.57 |
90.65 |
88.22 |
88.76 |
-2.37 |
5,723 |
29,384 |
-1,253 |
Jul12 |
110902 |
88.99 |
88.99 |
88.99 |
88.99 |
-2.35 |
175 |
6,440 |
+21 |
Aug12 |
110902 |
89.18 |
89.18 |
89.18 |
89.18 |
-2.32 |
65 |
3,833 |
+0 |
Sep12 |
110902 |
89.34 |
89.34 |
89.34 |
89.34 |
-2.29 |
1,036 |
6,698 |
+1,000 |
Oct12 |
110902 |
89.52 |
89.52 |
89.52 |
89.52 |
-2.25 |
36 |
1,397 |
+12 |
Nov12 |
110902 |
89.71 |
89.71 |
89.71 |
89.71 |
-2.22 |
13 |
2,593 |
-7 |
Dec12 |
110902 |
91.82 |
91.82 |
89.03 |
89.91 |
-2.19 |
11,396 |
47,752 |
+157 |
Jan13 |
110902 |
89.97 |
89.97 |
89.97 |
89.97 |
-2.16 |
0 |
1,962 |
+0 |
Total Volume and Open Interest |
160,377 |
459,691 |
+3,061 |
US Dollar Index(ICE) |
Sep11 |
110902 |
74.590 |
74.860 |
74.345 |
74.840 |
+0.282 |
25,423 |
51,216 |
-3,481 |
Dec11 |
110902 |
74.925 |
75.175 |
74.600 |
75.140 |
+0.247 |
749 |
1,272 |
+295 |
Mar12 |
110902 |
75.460 |
75.460 |
75.460 |
75.460 |
+0.247 |
1 |
4 |
+1 |
Total Volume and Open Interest |
26,173 |
52,492 |
-3,185 |
Australian Dollar(CME) |
Sep11 |
110902 |
107.03 |
107.23 |
106.06 |
106.19 |
-1.04 |
101,417 |
125,184 |
+5,032 |
Dec11 |
110902 |
105.88 |
106.08 |
104.97 |
105.04 |
-1.04 |
985 |
2,303 |
+319 |
Mar12 |
110902 |
104.07 |
105.11 |
104.07 |
104.07 |
-1.04 |
0 |
5 |
+0 |
Total Volume and Open Interest |
102,403 |
127,591 |
+5,350 |
British Pound(CME) |
Sep11 |
110902 |
161.81 |
162.52 |
161.69 |
162.05 |
+0.31 |
92,771 |
101,332 |
+6,119 |
Dec11 |
110902 |
161.64 |
162.34 |
161.58 |
161.89 |
+0.31 |
509 |
979 |
+174 |
Mar12 |
110902 |
161.75 |
161.75 |
161.40 |
161.71 |
+0.31 |
0 |
19 |
+0 |
Total Volume and Open Interest |
93,280 |
102,336 |
+6,293 |
Canadian Dollar(CME) |
Sep11 |
110902 |
102.39 |
102.48 |
101.51 |
101.54 |
-0.94 |
75,215 |
90,188 |
-3,267 |
Dec11 |
110902 |
102.22 |
102.28 |
101.34 |
101.34 |
-0.94 |
1,762 |
10,093 |
+134 |
Mar12 |
110902 |
101.50 |
102.15 |
101.21 |
101.21 |
-0.94 |
21 |
2,016 |
+12 |
Jun12 |
110902 |
101.60 |
102.02 |
101.08 |
101.08 |
-0.94 |
6 |
413 |
+0 |
Total Volume and Open Interest |
77,005 |
102,909 |
-3,120 |
Japanese Yen(CME) |
Sep11 |
110902 |
130.02 |
130.68 |
129.93 |
130.32 |
+0.13 |
104,455 |
125,453 |
+199 |
Dec11 |
110902 |
130.18 |
130.80 |
130.09 |
130.45 |
+0.13 |
857 |
2,479 |
+145 |
Mar12 |
110902 |
130.63 |
130.63 |
130.50 |
130.63 |
+0.13 |
8 |
54 |
+4 |
Total Volume and Open Interest |
105,320 |
128,007 |
+348 |
Swiss Franc(CME) |
Sep11 |
110902 |
125.89 |
129.78 |
125.69 |
126.90 |
+0.94 |
26,007 |
41,197 |
-900 |
Dec11 |
110902 |
126.32 |
129.85 |
126.22 |
127.36 |
+0.94 |
512 |
2,505 |
+109 |
Mar12 |
110902 |
128.46 |
128.46 |
126.78 |
127.72 |
+0.94 |
3 |
38 |
-1 |
Total Volume and Open Interest |
26,522 |
43,751 |
-792 |
EuroFX(CME) |
Sep11 |
110902 |
142.59 |
142.87 |
141.80 |
141.84 |
-0.86 |
290,076 |
174,750 |
+4,607 |
Dec11 |
110902 |
142.43 |
142.74 |
141.71 |
141.71 |
-0.86 |
4,882 |
7,326 |
+623 |
Mar12 |
110902 |
142.10 |
142.46 |
141.60 |
141.60 |
-0.86 |
7 |
424 |
+6 |
Total Volume and Open Interest |
294,965 |
183,335 |
+5,236 |
Mexican Peso(CME) |
Sep11 |
110902 |
811.5 |
812.8 |
802.0 |
803.0 |
-9.5 |
31,224 |
89,921 |
-2,556 |
Oct11 |
110902 |
800.0 |
809.5 |
800.0 |
800.0 |
-9.5 |
|
|
|
Total Volume and Open Interest |
32,248 |
109,205 |
-2,128 |
Brazilian Real(CME) |
Oct11 |
110902 |
603.45 |
618.95 |
603.45 |
603.45 |
-15.50 |
|
|
|
Nov11 |
110902 |
600.95 |
616.45 |
600.95 |
600.95 |
-15.50 |
|
|
|
Dec11 |
110902 |
605.60 |
605.60 |
598.40 |
598.50 |
-15.50 |
70 |
3,508 |
+54 |
Jan12 |
110902 |
596.05 |
611.55 |
596.05 |
596.05 |
-15.50 |
0 |
14,366 |
+0 |
Total Volume and Open Interest |
70 |
34,121 |
+54 |
30-Year T-Bonds(CBOT) |
Sep11 |
110902 |
138~270 |
141~200 |
138~100 |
141~180 |
+2~280 |
48,886 |
51,171 |
-12,468 |
Dec11 |
110902 |
137~180 |
140~130 |
136~260 |
140~110 |
+2~300 |
359,208 |
578,800 |
+3,128 |
Mar12 |
110902 |
136~170 |
139~110 |
136~110 |
139~110 |
+3~000 |
0 |
25 |
+0 |
Total Volume and Open Interest |
408,094 |
629,996 |
-9,340 |
10-Year T-Notes(CBOT) |
Sep11 |
110902 |
130~210 |
131~110 |
130~115 |
131~095 |
+0~220 |
243,878 |
109,166 |
-86,664 |
Dec11 |
110902 |
129~205 |
130~140 |
129~085 |
130~115 |
+0~245 |
1,470,471 |
1,712,511 |
+129 |
Mar12 |
110902 |
129~115 |
129~115 |
128~190 |
129~115 |
+0~245 |
1 |
1 |
+0 |
Total Volume and Open Interest |
1,714,350 |
1,821,678 |
-86,535 |
5-Year T-Notes(CBOT) |
Sep11 |
110902 |
123~100 |
124~011 |
123~068 |
123~106 |
+0~018 |
145,127 |
121,512 |
-67,567 |
Dec11 |
110902 |
122~102 |
123~020 |
122~064 |
122~116 |
+0~022 |
652,408 |
1,242,832 |
+42,461 |
Mar12 |
110902 |
122~012 |
122~012 |
121~118 |
122~012 |
+0~022 |
|
|
|
Total Volume and Open Interest |
797,535 |
1,364,344 |
-25,106 |
2 Year T-Notes(CBOT) |
Sep11 |
110902 |
110~037 |
110~041 |
110~030 |
110~032 |
-0~004 |
61,606 |
63,839 |
-30,737 |
Dec11 |
110902 |
110~035 |
110~038 |
110~026 |
110~029 |
-0~005 |
252,750 |
727,745 |
+9,281 |
Mar12 |
110902 |
110~023 |
110~028 |
110~023 |
110~023 |
-0~005 |
20 |
80 |
+20 |
Total Volume and Open Interest |
314,376 |
791,664 |
-21,436 |
Eurodollars(CME) |
Sep11 |
110902 |
99.628 |
99.635 |
99.607 |
99.620 |
-0.012 |
165,719 |
1,092,975 |
+14,341 |
Dec11 |
110902 |
99.485 |
99.495 |
99.430 |
99.445 |
-0.040 |
229,939 |
1,053,314 |
+2,999 |
Mar12 |
110902 |
99.490 |
99.505 |
99.440 |
99.450 |
-0.040 |
149,272 |
1,020,721 |
+4,530 |
Jun12 |
110902 |
99.515 |
99.530 |
99.465 |
99.475 |
-0.035 |
147,959 |
1,200,272 |
-2,815 |
Sep12 |
110902 |
99.520 |
99.540 |
99.475 |
99.490 |
-0.030 |
160,704 |
834,649 |
-1,100 |
Dec12 |
110902 |
99.510 |
99.525 |
99.475 |
99.490 |
-0.015 |
135,399 |
760,131 |
-785 |
Mar13 |
110902 |
99.495 |
99.540 |
99.475 |
99.490 |
unch |
133,929 |
713,102 |
+1,718 |
Jun13 |
110902 |
99.445 |
99.490 |
99.415 |
99.440 |
+0.010 |
141,636 |
567,823 |
-435 |
Sep13 |
110902 |
99.335 |
99.400 |
99.320 |
99.345 |
+0.015 |
130,812 |
502,116 |
+1,077 |
Dec13 |
110902 |
99.180 |
99.250 |
99.145 |
99.195 |
+0.025 |
131,356 |
410,564 |
-2,796 |
Mar14 |
110902 |
99.010 |
99.090 |
98.985 |
99.035 |
+0.030 |
97,583 |
278,458 |
-138 |
Jun14 |
110902 |
98.820 |
98.900 |
98.780 |
98.855 |
+0.040 |
117,577 |
281,505 |
+6,272 |
Sep14 |
110902 |
98.610 |
98.710 |
98.585 |
98.670 |
+0.055 |
83,698 |
153,475 |
+13,244 |
Dec14 |
110902 |
98.405 |
98.505 |
98.380 |
98.470 |
+0.070 |
95,681 |
170,437 |
+21,542 |
Mar15 |
110902 |
98.190 |
98.295 |
98.165 |
98.275 |
+0.090 |
57,252 |
133,511 |
+11,809 |
Jun15 |
110902 |
6.225 |
6.345 |
6.195 |
6.335 |
+0.115 |
51,200 |
124,249 |
+7,331 |
Sep15 |
110902 |
6.005 |
6.155 |
5.985 |
6.145 |
+0.140 |
29,541 |
66,491 |
+2,279 |
Dec15 |
110902 |
5.800 |
5.965 |
5.770 |
5.955 |
+0.160 |
21,880 |
60,827 |
-51 |
Total Volume and Open Interest |
2,124,674 |
9,658,747 |
+82,083 |
30 Day Federal Funds(CBOT) |
Sep11 |
110902 |
99.910 |
99.915 |
99.905 |
99.910 |
unch |
1,374 |
53,887 |
-524 |
Oct11 |
110902 |
99.915 |
99.920 |
99.910 |
99.915 |
unch |
1,678 |
58,558 |
+1,242 |
Nov11 |
110902 |
99.915 |
99.925 |
99.910 |
99.915 |
unch |
667 |
56,243 |
+228 |
Dec11 |
110902 |
99.915 |
99.930 |
99.915 |
99.920 |
unch |
2,102 |
65,164 |
+298 |
Jan12 |
110902 |
99.915 |
99.925 |
99.910 |
99.915 |
unch |
1,689 |
57,430 |
-143 |
Feb12 |
110902 |
99.915 |
99.920 |
99.905 |
99.915 |
unch |
3,027 |
49,506 |
-1,321 |
Total Volume and Open Interest |
38,122 |
712,510 |
+2,019 |
30 Day Fed Funds(e-CBOT) |
3-Mth Euro-Yen(CME) |
Sep11 |
110902 |
99.670 |
99.670 |
99.670 |
99.670 |
unch |
0 |
66 |
+0 |
Dec11 |
110902 |
99.695 |
99.695 |
99.695 |
99.695 |
unch |
0 |
332 |
+0 |
Mar12 |
110902 |
99.695 |
99.695 |
99.695 |
99.695 |
unch |
0 |
340 |
+0 |
Jun12 |
110902 |
99.692 |
99.692 |
99.692 |
99.692 |
unch |
|
|
|
Sep12 |
110902 |
99.615 |
99.615 |
99.615 |
99.615 |
unch |
|
|
|
Dec12 |
110902 |
99.675 |
99.675 |
99.675 |
99.675 |
unch |
|
|
|
Mar13 |
110902 |
99.675 |
99.675 |
99.675 |
99.675 |
unch |
|
|
|
Jun13 |
110902 |
99.630 |
99.630 |
99.630 |
99.630 |
unch |
|
|
|
Sep13 |
110902 |
99.490 |
99.490 |
99.490 |
99.490 |
unch |
|
|
|
Dec13 |
110902 |
99.350 |
99.350 |
99.350 |
99.350 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
738 |
+0 |
3-Mth Euro-Yen(SGX) |
Sep11 |
110902 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
100 |
1,525 |
+0 |
Dec11 |
110902 |
99.68 |
99.69 |
99.68 |
99.69 |
unch |
0 |
2,254 |
+0 |
Mar12 |
110902 |
99.69 |
99.69 |
99.69 |
99.69 |
unch |
5 |
2,388 |
+5 |
Jun12 |
110902 |
99.69 |
99.69 |
99.69 |
99.69 |
unch |
0 |
1,376 |
+0 |
Sep12 |
110902 |
99.61 |
99.61 |
99.61 |
99.61 |
unch |
0 |
411 |
+0 |
Dec12 |
110902 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
0 |
49 |
+0 |
Mar13 |
110902 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
0 |
1 |
+0 |
Jun13 |
110902 |
99.63 |
99.63 |
99.63 |
99.63 |
unch |
|
|
|
Total Volume and Open Interest |
105 |
8,006 |
+5 |
Japanese Gov't Bonds(SGX) |
Sep11 |
110902 |
142.20 |
142.37 |
142.16 |
142.36 |
+0.18 |
3,095 |
24,024 |
-248 |
Dec11 |
110902 |
141.87 |
142.03 |
141.75 |
142.03 |
+0.19 |
458 |
670 |
+358 |
Mar12 |
110902 |
139.94 |
139.94 |
139.94 |
139.94 |
+0.19 |
|
|
|
Total Volume and Open Interest |
3,553 |
24,694 |
+110 |
Euro-Bund(EUREX) |
Sep11 |
110902 |
135.53 |
136.97 |
135.51 |
136.64 |
+1.34 |
1,105,867 |
765,338 |
-53,474 |
Dec11 |
110902 |
133.99 |
135.40 |
133.94 |
135.10 |
+1.37 |
146,769 |
144,771 |
+57,763 |
Mar12 |
110902 |
134.90 |
135.54 |
134.90 |
135.54 |
+1.24 |
2 |
2 |
+0 |
Total Volume and Open Interest |
1,252,638 |
910,111 |
+4,289 |
Euro-Bobl(EUREX) |
Sep11 |
110902 |
122.33 |
123.07 |
122.33 |
122.88 |
+0.68 |
637,217 |
659,500 |
-17,503 |
Dec11 |
110902 |
121.29 |
122.03 |
121.28 |
121.82 |
+0.68 |
55,543 |
96,824 |
+29,467 |
Mar12 |
110902 |
121.88 |
121.88 |
121.88 |
121.88 |
+0.68 |
|
|
|
Total Volume and Open Interest |
692,760 |
756,324 |
+11,964 |
3-Mth Euribor(EUREX) |
Sep11 |
110902 |
98.500 |
98.510 |
98.495 |
98.505 |
+0.030 |
27 |
1,998 |
-25 |
Dec11 |
110902 |
98.775 |
98.805 |
98.770 |
98.775 |
+0.080 |
41 |
1,434 |
-15 |
Mar12 |
110902 |
98.905 |
98.905 |
98.900 |
98.900 |
+0.075 |
2 |
2,455 |
+0 |
Total Volume and Open Interest |
211 |
10,133 |
+69 |
Long Gilt(LIFFE) |
Sep11 |
110902 |
128~16 |
129~15 |
128~15 |
129~10 |
+0~28 |
10,648 |
62,045 |
-3,340 |
Dec11 |
110902 |
127~07 |
128~08 |
127~05 |
128~00 |
+0~28 |
146,330 |
346,962 |
+7,679 |
Total Volume and Open Interest |
156,978 |
409,007 |
+4,339 |
3-Mth Short Sterling(LIFFE) |
Sep11 |
110902 |
99.08 |
99.08 |
99.05 |
99.07 |
unch |
15,158 |
374,108 |
-674 |
Dec11 |
110902 |
99.02 |
99.03 |
98.96 |
98.98 |
-0.03 |
34,094 |
457,693 |
-974 |
Mar12 |
110902 |
99.07 |
99.08 |
99.01 |
99.03 |
-0.03 |
37,612 |
345,662 |
+4,449 |
Jun12 |
110902 |
99.09 |
99.11 |
99.04 |
99.07 |
-0.01 |
36,817 |
239,797 |
+1,215 |
Sep12 |
110902 |
99.09 |
99.10 |
99.04 |
99.08 |
+0.01 |
25,934 |
261,604 |
+969 |
Dec12 |
110902 |
99.02 |
99.06 |
98.97 |
99.03 |
+0.03 |
33,318 |
235,881 |
-5,027 |
Total Volume and Open Interest |
227,195 |
2,402,662 |
-586 |
3-Mth Euribor(LIFFE) |
Sep11 |
110902 |
98.490 |
98.515 |
98.480 |
98.505 |
+0.030 |
90,214 |
653,861 |
+3,673 |
Dec11 |
110902 |
98.745 |
98.820 |
98.715 |
98.775 |
+0.080 |
158,102 |
620,700 |
+5,271 |
Mar12 |
110902 |
98.855 |
98.955 |
98.850 |
98.900 |
+0.075 |
91,653 |
473,635 |
+1,192 |
Total Volume and Open Interest |
741,167 |
3,508,672 |
+19,224 |
3-Mth Aus T-Bills(SFE) |
Sep11 |
110902 |
95.20 |
95.26 |
95.20 |
95.23 |
+0.03 |
16,157 |
137,840 |
-4,844 |
Dec11 |
110902 |
95.67 |
95.72 |
95.66 |
95.71 |
+0.03 |
19,649 |
231,737 |
-11,892 |
Mar12 |
110902 |
95.97 |
96.02 |
95.96 |
96.00 |
+0.02 |
15,836 |
169,603 |
-1,843 |
Jun12 |
110902 |
95.96 |
96.02 |
95.96 |
95.99 |
+0.02 |
6,549 |
94,732 |
-161 |
Sep12 |
110902 |
95.85 |
95.92 |
95.84 |
95.89 |
+0.03 |
2,059 |
64,187 |
-822 |
Dec12 |
110902 |
95.70 |
95.79 |
95.70 |
95.76 |
+0.04 |
2,718 |
40,961 |
+25 |
Mar13 |
110902 |
95.58 |
95.67 |
95.58 |
95.64 |
+0.06 |
1,201 |
37,685 |
-61 |
Jun13 |
110902 |
95.47 |
95.57 |
95.47 |
95.53 |
+0.10 |
482 |
18,435 |
+113 |
Sep13 |
110902 |
95.40 |
95.46 |
95.36 |
95.42 |
+0.09 |
20 |
3,700 |
+1 |
Dec13 |
110902 |
95.29 |
95.36 |
95.29 |
95.33 |
+0.07 |
12 |
1,782 |
+4 |
Total Volume and Open Interest |
64,691 |
800,808 |
-19,480 |
10-Year Aus T-Bonds(SFE) |
Sep11 |
110902 |
95.57 |
95.62 |
95.52 |
95.59 |
+0.02 |
34,541 |
387,660 |
-6,835 |
Dec11 |
110902 |
95.54 |
95.55 |
95.52 |
95.55 |
+0.01 |
30 |
20 |
+20 |
Total Volume and Open Interest |
34,571 |
387,680 |
-6,815 |
3-Year Aus T-Bonds(SFE) |
Sep11 |
110902 |
96.10 |
96.18 |
96.07 |
96.15 |
+0.05 |
115,944 |
661,882 |
-29,620 |
Dec11 |
110902 |
96.15 |
96.21 |
96.15 |
96.19 |
+0.06 |
653 |
650 |
+650 |
Total Volume and Open Interest |
116,597 |
662,532 |
-28,970 |
Gold(CMX) |
Oct11 |
110902 |
1825.7 |
1884.7 |
1824.8 |
1874.4 |
+47.7 |
7,205 |
33,736 |
-327 |
Dec11 |
110902 |
1827.9 |
1887.4 |
1826.9 |
1876.9 |
+47.8 |
138,082 |
336,575 |
+792 |
Feb12 |
110902 |
1829.0 |
1888.0 |
1829.0 |
1878.6 |
+47.9 |
1,218 |
30,827 |
-62 |
Apr12 |
110902 |
1830.3 |
1889.0 |
1830.3 |
1880.3 |
+48.0 |
204 |
7,532 |
+25 |
Jun12 |
110902 |
1833.4 |
1890.2 |
1833.4 |
1882.1 |
+48.1 |
316 |
17,096 |
+199 |
Aug12 |
110902 |
1859.3 |
1886.8 |
1859.3 |
1883.9 |
+48.3 |
236 |
6,342 |
+71 |
Oct12 |
110902 |
1836.7 |
1895.0 |
1836.7 |
1885.8 |
+48.3 |
0 |
4,281 |
+0 |
Dec12 |
110902 |
1838.5 |
1897.5 |
1838.5 |
1887.8 |
+48.4 |
79 |
13,689 |
+37 |
Feb13 |
110902 |
1863.5 |
1890.9 |
1863.5 |
1890.1 |
+48.8 |
1 |
3,115 |
+0 |
Apr13 |
110902 |
1892.3 |
1892.3 |
1892.3 |
1892.3 |
+48.9 |
0 |
335 |
+0 |
Jun13 |
110902 |
1867.4 |
1894.9 |
1867.4 |
1894.9 |
+49.0 |
46 |
12,033 |
+41 |
Total Volume and Open Interest |
147,966 |
503,799 |
+989 |
Silver(CMX) |
Sep11 |
110902 |
4152.0 |
4335.0 |
4152.0 |
4302.0 |
+153.8 |
1,235 |
1,364 |
-1,054 |
Dec11 |
110902 |
4153.5 |
4350.0 |
4153.5 |
4306.9 |
+153.7 |
27,885 |
76,939 |
-29 |
Mar12 |
110902 |
4231.5 |
4351.0 |
4231.0 |
4309.2 |
+153.7 |
324 |
7,635 |
+20 |
May12 |
110902 |
4256.5 |
4333.0 |
4256.5 |
4308.9 |
+153.5 |
72 |
2,380 |
+30 |
Jul12 |
110902 |
4317.5 |
4317.5 |
4306.0 |
4307.7 |
+152.9 |
8 |
1,992 |
+0 |
Sep12 |
110902 |
4296.0 |
4332.0 |
4296.0 |
4304.9 |
+152.0 |
38 |
527 |
+27 |
Dec12 |
110902 |
4246.0 |
4325.0 |
4246.0 |
4297.5 |
+151.8 |
329 |
8,815 |
+204 |
Total Volume and Open Interest |
30,670 |
111,735 |
-508 |
Platinum(NYMEX) |
Oct11 |
110902 |
1850.6 |
1888.2 |
1847.0 |
1884.8 |
+31.9 |
4,105 |
34,156 |
-263 |
Jan12 |
110902 |
1857.0 |
1891.3 |
1852.5 |
1888.6 |
+31.8 |
576 |
4,440 |
+344 |
Apr12 |
110902 |
1855.2 |
1892.7 |
1855.2 |
1892.6 |
+32.2 |
14 |
634 |
+8 |
Jul12 |
110902 |
1896.2 |
1896.2 |
1896.2 |
1896.2 |
+32.4 |
0 |
21 |
+0 |
Total Volume and Open Interest |
4,695 |
39,251 |
+89 |
Palladium(NYMEX) |
Sep11 |
110902 |
787.00 |
787.00 |
774.10 |
781.10 |
-7.45 |
165 |
573 |
-157 |
Dec11 |
110902 |
790.00 |
794.80 |
776.20 |
783.20 |
-7.20 |
2,427 |
19,842 |
+268 |
Mar12 |
110902 |
129.14 |
129.14 |
123.44 |
129.14 |
-7.20 |
5 |
111 |
+3 |
Total Volume and Open Interest |
2,610 |
20,528 |
+109 |
Copper(CMX) |
Sep11 |
110902 |
414.00 |
414.00 |
407.25 |
410.70 |
-3.55 |
1,698 |
5,202 |
-932 |
Dec11 |
110902 |
414.25 |
416.15 |
409.00 |
412.45 |
-3.60 |
27,128 |
75,809 |
+44 |
Mar12 |
110902 |
416.50 |
417.65 |
410.85 |
414.25 |
-3.55 |
982 |
20,298 |
+349 |
May12 |
110902 |
412.55 |
415.05 |
412.55 |
415.00 |
-3.50 |
100 |
3,999 |
+20 |
Jul12 |
110902 |
415.40 |
415.40 |
415.40 |
415.40 |
-3.40 |
28 |
1,091 |
-4 |
Total Volume and Open Interest |
30,185 |
114,022 |
-522 |
DJIA Index(CBOT) |
Sep11 |
110902 |
11475 |
11493 |
11202 |
11208 |
-257 |
617 |
13,861 |
+243 |
Dec11 |
110902 |
11200 |
11200 |
11135 |
11135 |
-258 |
33 |
207 |
+1 |
Mar12 |
110902 |
11066 |
11324 |
11066 |
11066 |
-258 |
|
|
|
Jun12 |
110902 |
10996 |
11254 |
10996 |
10996 |
-258 |
|
|
|
Total Volume and Open Interest |
650 |
14,068 |
+244 |
E-mini DJIA Index(CBOT) |
Sep11 |
110902 |
11468 |
11518 |
11199 |
11208 |
-257 |
114,686 |
73,913 |
-1,073 |
Dec11 |
110902 |
11390 |
11414 |
11125 |
11135 |
-258 |
669 |
2,146 |
+179 |
Mar12 |
110902 |
11066 |
11066 |
11066 |
11066 |
-258 |
0 |
13 |
+0 |
Jun12 |
110902 |
10996 |
10996 |
10996 |
10996 |
-258 |
|
|
|
Total Volume and Open Interest |
115,355 |
76,072 |
-894 |
S & P 500(CME) |
Sep11 |
110902 |
1200.90 |
1203.10 |
1168.50 |
1169.30 |
-32.00 |
18,530 |
376,090 |
+3,714 |
Dec11 |
110902 |
1174.00 |
1179.00 |
1163.60 |
1163.60 |
-32.00 |
1,126 |
31,927 |
+815 |
Mar12 |
110902 |
1158.10 |
1159.10 |
1158.10 |
1158.10 |
-32.00 |
0 |
645 |
+0 |
Jun12 |
110902 |
1153.00 |
1154.00 |
1153.00 |
1153.00 |
-32.00 |
0 |
27 |
+0 |
Total Volume and Open Interest |
19,656 |
408,789 |
+4,529 |
S & P 500 E-Mini(Globex) |
Sep11 |
110902 |
1201.00 |
1203.25 |
1168.50 |
1169.25 |
-32.00 |
2,656,315 |
3,435,920 |
-15,179 |
Dec11 |
110902 |
1195.00 |
1198.25 |
1163.00 |
1163.50 |
-32.00 |
28,654 |
116,603 |
+10,178 |
Total Volume and Open Interest |
2,684,985 |
3,553,099 |
-5,006 |
NASDAQ 100(CME) |
Sep11 |
110902 |
2217.30 |
2221.00 |
2156.00 |
2164.80 |
-52.50 |
838 |
27,253 |
+317 |
Dec11 |
110902 |
2170.00 |
2180.00 |
2156.00 |
2159.80 |
-52.50 |
7 |
103 |
-5 |
Mar12 |
110902 |
2157.00 |
2161.50 |
2157.00 |
2157.00 |
-52.50 |
|
|
|
Total Volume and Open Interest |
845 |
27,356 |
+312 |
NASDAQ 100 E-Mini(Globex) |
Sep11 |
110902 |
2217.00 |
2221.80 |
2156.00 |
2164.80 |
-52.50 |
262,316 |
365,630 |
+1,681 |
Dec11 |
110902 |
2213.30 |
2214.30 |
2151.50 |
2159.80 |
-52.50 |
1,031 |
7,060 |
-26 |
Total Volume and Open Interest |
263,348 |
372,718 |
+1,654 |
S & P Midcap 400(CME) |
Sep11 |
110902 |
830.00 |
830.00 |
828.00 |
830.00 |
-29.80 |
0 |
4,613 |
+0 |
Dec11 |
110902 |
825.50 |
825.50 |
824.80 |
825.50 |
-28.30 |
|
|
|
Mar12 |
110902 |
823.80 |
823.80 |
823.10 |
823.80 |
-28.30 |
|
|
|
Total Volume and Open Interest |
0 |
4,613 |
+0 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Sep11 |
110902 |
9020 |
9025 |
8800 |
8835 |
-170 |
8,920 |
28,970 |
-1,542 |
Dec11 |
110902 |
8940 |
8965 |
8765 |
8795 |
-170 |
1,778 |
2,494 |
+1,462 |
Total Volume and Open Interest |
10,698 |
31,464 |
-80 |
Nikkei 225(SGX) |
Sep11 |
110902 |
9045 |
9090 |
8910 |
8940 |
-115 |
126,824 |
221,806 |
-413 |
Dec11 |
110902 |
8990 |
9030 |
8860 |
8880 |
-115 |
1,839 |
12,729 |
+412 |
Mar12 |
110902 |
8875 |
8875 |
8875 |
8875 |
-115 |
0 |
611 |
+0 |
Total Volume and Open Interest |
129,116 |
243,210 |
+228 |
CAC 40(EURONEXT) |
Sep11 |
110902 |
3210.0 |
3227.5 |
3114.5 |
3145.5 |
-117.0 |
125,298 |
314,475 |
-894 |
Oct11 |
110902 |
3206.0 |
3222.0 |
3113.5 |
3142.0 |
-117.0 |
107 |
819 |
+10 |
Nov11 |
110902 |
3140.5 |
3140.5 |
3140.5 |
3140.5 |
-115.5 |
1 |
6 |
+6 |
Total Volume and Open Interest |
125,419 |
315,397 |
-872 |
Hang Seng Index(HKFE) |
Sep11 |
110902 |
20347 |
20444 |
20041 |
20058 |
-343 |
104,827 |
97,223 |
-134 |
Oct11 |
110902 |
20355 |
20431 |
20043 |
20059 |
-340 |
538 |
554 |
+196 |
Total Volume and Open Interest |
105,790 |
103,649 |
+73 |
DAX(EUREX) |
Sep11 |
110902 |
5638.5 |
5650.0 |
5493.0 |
5541.5 |
-182.5 |
202,783 |
177,486 |
-1,059 |
Dec11 |
110902 |
5665.0 |
5665.0 |
5517.0 |
5557.0 |
-183.5 |
1,270 |
15,249 |
+463 |
Mar12 |
110902 |
5659.5 |
5671.5 |
5540.0 |
5576.0 |
-186.5 |
156 |
2,256 |
+111 |
Total Volume and Open Interest |
204,209 |
194,991 |
-485 |
FT-SE 100(EURONEXT) |
Sep11 |
110902 |
5342.00 |
5369.50 |
5237.00 |
5282.50 |
-111.00 |
132,303 |
627,074 |
+4,961 |
Dec11 |
110902 |
5291.50 |
5338.00 |
5220.00 |
5258.00 |
-111.00 |
594 |
27,065 |
+10,371 |
Mar12 |
110902 |
5222.50 |
5222.50 |
5222.50 |
5222.50 |
-111.00 |
0 |
309 |
+0 |
Total Volume and Open Interest |
132,907 |
654,905 |
+15,332 |
SPI 200(SFE) |
Sep11 |
110902 |
4294.0 |
4316.0 |
4214.0 |
4237.0 |
-68.0 |
44,773 |
241,787 |
-814 |
Dec11 |
110902 |
4310.0 |
4322.0 |
4243.0 |
4249.0 |
-68.0 |
404 |
8,139 |
+331 |
Mar12 |
110902 |
4229.0 |
4229.0 |
4229.0 |
4229.0 |
-67.0 |
0 |
1,977 |
-100 |
Total Volume and Open Interest |
45,249 |
253,936 |
-575 |
GSCI(CME) |
Sep11 |
110902 |
660.00 |
666.50 |
657.50 |
662.50 |
-8.50 |
226 |
8,615 |
-16 |
Oct11 |
110902 |
659.80 |
666.50 |
657.50 |
662.20 |
-8.60 |
6 |
35 |
+4 |
Nov11 |
110902 |
663.50 |
663.50 |
659.00 |
663.50 |
-8.50 |
|
|
|
Total Volume and Open Interest |
232 |
8,650 |
-12 |
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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