|
MRCI's End of Day Prices |
Daily Futures Price Listing Fri September 09, 2011 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Sep11 |
110909 |
1405.75 |
1416.50 |
1402.50 |
1416.50 |
+9.25 |
2,545 |
1,860 |
-247 |
Nov11 |
110909 |
1417.00 |
1429.00 |
1412.75 |
1426.75 |
+8.50 |
97,634 |
347,105 |
-5,702 |
Jan12 |
110909 |
1427.25 |
1438.75 |
1423.00 |
1436.75 |
+8.25 |
25,019 |
74,664 |
-3,244 |
Mar12 |
110909 |
1434.25 |
1444.50 |
1428.50 |
1442.50 |
+7.75 |
13,831 |
50,481 |
+2,076 |
May12 |
110909 |
1434.00 |
1447.25 |
1429.25 |
1444.25 |
+7.00 |
14,272 |
55,637 |
+5,668 |
Jul12 |
110909 |
1448.75 |
1453.50 |
1436.50 |
1450.00 |
+6.75 |
5,877 |
32,316 |
+323 |
Aug12 |
110909 |
1436.75 |
1436.75 |
1429.75 |
1436.75 |
+7.00 |
71 |
638 |
-26 |
Sep12 |
110909 |
1411.25 |
1416.50 |
1405.50 |
1416.50 |
+7.50 |
41 |
432 |
-20 |
Nov12 |
110909 |
1389.75 |
1400.00 |
1383.00 |
1399.50 |
+9.00 |
2,564 |
28,029 |
+669 |
Jan13 |
110909 |
1400.00 |
1404.00 |
1395.50 |
1404.00 |
+8.50 |
6 |
5,177 |
+0 |
Mar13 |
110909 |
1405.00 |
1405.00 |
1396.75 |
1405.00 |
+8.25 |
2 |
129 |
+2 |
May13 |
110909 |
1395.00 |
1403.00 |
1390.25 |
1403.00 |
+9.50 |
0 |
20 |
+0 |
Jul13 |
110909 |
1400.25 |
1406.50 |
1398.75 |
1406.50 |
+7.75 |
14 |
156 |
-3 |
Aug13 |
110909 |
1394.00 |
1394.00 |
1386.50 |
1394.00 |
+7.50 |
|
|
|
Total Volume and Open Interest |
161,907 |
597,801 |
-499 |
Soybean Meal(CBOT) |
Sep11 |
110909 |
368.50 |
368.70 |
365.10 |
368.70 |
+3.20 |
2,978 |
2,445 |
-1,124 |
Oct11 |
110909 |
368.00 |
371.20 |
366.70 |
370.30 |
+3.10 |
10,701 |
33,399 |
+100 |
Dec11 |
110909 |
372.60 |
376.00 |
371.50 |
375.10 |
+3.00 |
27,235 |
119,121 |
-326 |
Jan12 |
110909 |
374.40 |
378.10 |
373.70 |
377.30 |
+3.10 |
929 |
12,232 |
+248 |
Mar12 |
110909 |
377.50 |
380.20 |
376.60 |
379.90 |
+3.00 |
801 |
9,770 |
+57 |
May12 |
110909 |
380.80 |
381.70 |
377.80 |
381.20 |
+3.00 |
1,159 |
12,680 |
-185 |
Jul12 |
110909 |
382.70 |
383.00 |
379.70 |
383.00 |
+3.20 |
1,177 |
7,371 |
+180 |
Aug12 |
110909 |
376.40 |
379.00 |
375.80 |
378.80 |
+3.50 |
136 |
893 |
+29 |
Sep12 |
110909 |
370.90 |
374.50 |
370.90 |
372.00 |
+3.70 |
172 |
930 |
+8 |
Oct12 |
110909 |
366.60 |
366.60 |
364.00 |
364.00 |
+4.20 |
62 |
993 |
-16 |
Total Volume and Open Interest |
45,518 |
203,284 |
-1,006 |
Soybean Oil(CBOT) |
Sep11 |
110909 |
57.67 |
58.36 |
57.53 |
58.20 |
+0.38 |
1,283 |
1,282 |
-120 |
Oct11 |
110909 |
57.90 |
58.50 |
57.63 |
58.34 |
+0.39 |
10,922 |
35,609 |
+121 |
Dec11 |
110909 |
58.33 |
58.88 |
58.00 |
58.71 |
+0.38 |
39,025 |
161,789 |
+910 |
Jan12 |
110909 |
58.46 |
59.06 |
58.20 |
58.89 |
+0.35 |
4,708 |
31,937 |
-196 |
Mar12 |
110909 |
58.75 |
59.26 |
58.41 |
59.11 |
+0.38 |
4,167 |
25,934 |
+235 |
May12 |
110909 |
58.99 |
59.29 |
58.45 |
59.16 |
+0.39 |
1,768 |
19,102 |
+410 |
Jul12 |
110909 |
59.12 |
59.45 |
58.65 |
59.31 |
+0.37 |
1,382 |
10,866 |
+41 |
Aug12 |
110909 |
58.81 |
59.37 |
58.49 |
59.26 |
+0.37 |
40 |
1,844 |
+13 |
Sep12 |
110909 |
58.95 |
59.21 |
58.48 |
59.17 |
+0.37 |
72 |
1,466 |
+1 |
Oct12 |
110909 |
58.92 |
58.92 |
58.55 |
58.92 |
+0.37 |
0 |
1,836 |
+0 |
Total Volume and Open Interest |
63,653 |
296,901 |
+1,491 |
Canola(WCE) |
Nov11 |
110909 |
570.4 |
577.5 |
568.2 |
573.0 |
+3.5 |
11,359 |
103,809 |
-3,622 |
Jan12 |
110909 |
579.9 |
586.4 |
578.1 |
582.6 |
+3.6 |
3,196 |
42,224 |
+568 |
Mar12 |
110909 |
590.0 |
595.2 |
587.0 |
591.5 |
+3.6 |
998 |
21,622 |
+101 |
May12 |
110909 |
595.9 |
600.8 |
593.9 |
596.9 |
+3.0 |
164 |
10,523 |
+4 |
Jul12 |
110909 |
600.4 |
604.9 |
598.6 |
601.0 |
+2.0 |
225 |
5,190 |
+43 |
Total Volume and Open Interest |
16,536 |
189,034 |
-2,463 |
Corn(CBOT) |
Sep11 |
110909 |
723.00 |
729.00 |
719.75 |
726.00 |
+2.75 |
3,784 |
3,615 |
-1,413 |
Dec11 |
110909 |
734.00 |
740.50 |
730.25 |
736.50 |
+2.50 |
192,161 |
722,393 |
-12,059 |
Mar12 |
110909 |
746.75 |
753.00 |
743.25 |
749.25 |
+2.50 |
44,323 |
208,784 |
+289 |
May12 |
110909 |
754.50 |
759.25 |
749.75 |
755.75 |
+1.75 |
10,707 |
50,813 |
+1,500 |
Jul12 |
110909 |
758.25 |
763.50 |
754.25 |
760.00 |
+1.50 |
15,942 |
85,580 |
-222 |
Sep12 |
110909 |
695.50 |
702.00 |
694.25 |
699.50 |
+3.50 |
2,793 |
19,287 |
-129 |
Dec12 |
110909 |
658.00 |
660.00 |
653.25 |
656.50 |
-2.50 |
9,036 |
102,681 |
+1,689 |
Mar13 |
110909 |
668.00 |
668.00 |
663.75 |
665.00 |
-3.00 |
133 |
18,429 |
+8 |
May13 |
110909 |
671.00 |
673.00 |
670.00 |
670.00 |
-3.00 |
31 |
670 |
+2 |
Jul13 |
110909 |
673.00 |
677.00 |
672.00 |
674.00 |
-3.00 |
40 |
918 |
+0 |
Total Volume and Open Interest |
279,141 |
1,224,262 |
-10,250 |
Wheat(CBOT) |
Sep11 |
110909 |
713.50 |
713.50 |
701.00 |
701.00 |
-8.25 |
769 |
361 |
-635 |
Dec11 |
110909 |
737.00 |
742.25 |
727.00 |
729.75 |
-8.25 |
42,697 |
214,011 |
-837 |
Mar12 |
110909 |
774.25 |
778.00 |
761.50 |
764.50 |
-9.75 |
8,298 |
81,419 |
+402 |
May12 |
110909 |
795.25 |
797.25 |
782.50 |
784.50 |
-10.00 |
3,383 |
17,272 |
+219 |
Jul12 |
110909 |
799.25 |
802.75 |
788.25 |
789.50 |
-10.25 |
4,443 |
54,503 |
+710 |
Sep12 |
110909 |
810.25 |
811.25 |
799.00 |
800.50 |
-10.75 |
102 |
3,152 |
+0 |
Total Volume and Open Interest |
60,695 |
399,750 |
+19 |
Wheat(KCBT) |
Sep11 |
110909 |
821.00 |
821.00 |
810.25 |
810.25 |
-13.75 |
49 |
73 |
-77 |
Dec11 |
110909 |
845.00 |
850.75 |
831.50 |
832.50 |
-13.50 |
9,239 |
95,371 |
+468 |
Mar12 |
110909 |
857.25 |
863.25 |
844.25 |
845.00 |
-13.50 |
2,461 |
30,697 |
+471 |
May12 |
110909 |
862.50 |
864.50 |
847.00 |
847.00 |
-13.50 |
318 |
4,246 |
+53 |
Jul12 |
110909 |
857.50 |
863.00 |
843.50 |
844.00 |
-14.75 |
1,167 |
21,512 |
+300 |
Sep12 |
110909 |
866.75 |
868.00 |
852.00 |
852.00 |
-14.75 |
54 |
1,507 |
-22 |
Total Volume and Open Interest |
13,356 |
155,369 |
+1,240 |
Wheat(MGE) |
Sep11 |
110909 |
953.00 |
954.50 |
945.75 |
945.75 |
-3.75 |
32 |
272 |
-21 |
Dec11 |
110909 |
908.00 |
913.00 |
902.50 |
907.25 |
-1.00 |
2,179 |
21,445 |
+328 |
Mar12 |
110909 |
909.75 |
911.75 |
900.50 |
904.00 |
-2.75 |
626 |
8,653 |
+164 |
May12 |
110909 |
907.50 |
911.00 |
900.00 |
901.00 |
-6.00 |
316 |
3,587 |
+37 |
Jul12 |
110909 |
904.25 |
906.25 |
895.50 |
898.25 |
-5.75 |
147 |
4,764 |
+38 |
Total Volume and Open Interest |
3,428 |
42,330 |
+613 |
Oats(CBOT) |
Sep11 |
110909 |
348.25 |
353.25 |
348.25 |
348.25 |
-5.00 |
4 |
27 |
-2 |
Dec11 |
110909 |
354.00 |
356.00 |
345.00 |
348.25 |
-5.00 |
1,223 |
11,959 |
-112 |
Mar12 |
110909 |
363.50 |
363.50 |
356.00 |
358.00 |
-5.25 |
63 |
1,262 |
+7 |
May12 |
110909 |
368.00 |
370.25 |
365.00 |
365.00 |
-5.25 |
16 |
45 |
+6 |
Total Volume and Open Interest |
1,307 |
13,327 |
-101 |
Rough Rice(CBOT) |
Sep11 |
110909 |
17.70 |
18.06 |
17.61 |
18.06 |
+0.45 |
62 |
75 |
-88 |
Nov11 |
110909 |
17.80 |
18.33 |
17.72 |
18.33 |
+0.50 |
1,202 |
14,572 |
+55 |
Jan12 |
110909 |
18.07 |
18.63 |
18.07 |
18.63 |
+0.50 |
193 |
1,840 |
-17 |
Mar12 |
110909 |
18.36 |
18.89 |
18.34 |
18.89 |
+0.50 |
25 |
1,023 |
+6 |
Total Volume and Open Interest |
1,483 |
17,682 |
-43 |
Live Cattle(CME) |
Oct11 |
110909 |
119.300 |
119.600 |
118.400 |
118.450 |
-0.380 |
37,381 |
99,727 |
-10,045 |
Dec11 |
110909 |
119.400 |
119.700 |
118.035 |
118.250 |
-0.800 |
29,842 |
110,978 |
-156 |
Feb12 |
110909 |
122.385 |
122.700 |
121.250 |
121.830 |
-0.420 |
12,519 |
55,031 |
+2,207 |
Apr12 |
110909 |
126.250 |
126.650 |
125.450 |
125.785 |
-0.315 |
4,851 |
34,627 |
+967 |
Jun12 |
110909 |
124.500 |
124.700 |
123.680 |
124.150 |
-0.280 |
1,145 |
13,351 |
+122 |
Aug12 |
110909 |
124.600 |
124.730 |
123.700 |
124.100 |
-0.350 |
282 |
2,098 |
+24 |
Total Volume and Open Interest |
86,071 |
316,966 |
-6,838 |
Feeder Cattle(CME) |
Sep11 |
110909 |
134.550 |
134.900 |
133.200 |
133.235 |
-0.715 |
1,193 |
5,175 |
-162 |
Oct11 |
110909 |
135.900 |
136.285 |
134.575 |
134.850 |
-0.800 |
4,695 |
12,561 |
-755 |
Nov11 |
110909 |
137.050 |
137.300 |
135.600 |
135.685 |
-0.965 |
2,719 |
7,934 |
+688 |
Jan12 |
110909 |
138.700 |
139.000 |
137.685 |
138.235 |
-0.465 |
1,111 |
4,520 |
+300 |
Mar12 |
110909 |
140.000 |
140.100 |
138.750 |
139.500 |
-0.400 |
287 |
1,437 |
+120 |
Apr12 |
110909 |
140.500 |
140.500 |
138.950 |
139.535 |
-0.565 |
111 |
367 |
+16 |
May12 |
110909 |
140.200 |
141.050 |
139.250 |
140.500 |
-0.485 |
88 |
308 |
+51 |
Total Volume and Open Interest |
10,229 |
32,400 |
+273 |
Lean Hogs(CME) |
Oct11 |
110909 |
86.600 |
87.650 |
85.980 |
87.250 |
+0.450 |
24,969 |
63,903 |
-6,249 |
Dec11 |
110909 |
83.400 |
83.885 |
82.500 |
83.580 |
+0.445 |
24,489 |
91,005 |
-1,074 |
Feb12 |
110909 |
88.385 |
89.580 |
88.150 |
89.500 |
+0.770 |
8,622 |
43,054 |
+1,117 |
Apr12 |
110909 |
91.550 |
92.500 |
91.080 |
92.400 |
+0.750 |
3,335 |
26,793 |
+901 |
May12 |
110909 |
96.000 |
96.600 |
96.000 |
96.600 |
+0.700 |
39 |
1,046 |
+13 |
Jun12 |
110909 |
98.200 |
99.250 |
98.000 |
99.180 |
+0.580 |
1,098 |
13,103 |
+304 |
Jul12 |
110909 |
97.080 |
97.750 |
96.850 |
97.300 |
+0.350 |
177 |
3,792 |
+78 |
Aug12 |
110909 |
95.580 |
96.000 |
95.580 |
95.980 |
+0.400 |
116 |
2,481 |
+93 |
Total Volume and Open Interest |
62,921 |
246,427 |
-4,761 |
Class III Milk(CME) |
Sep11 |
110909 |
18.94 |
18.98 |
18.86 |
18.92 |
-0.06 |
178 |
6,152 |
-10 |
Oct11 |
110909 |
18.49 |
18.49 |
18.17 |
18.27 |
-0.12 |
224 |
5,256 |
+82 |
Nov11 |
110909 |
18.12 |
18.13 |
17.95 |
17.98 |
-0.10 |
125 |
4,523 |
+19 |
Dec11 |
110909 |
17.95 |
17.96 |
17.85 |
17.90 |
-0.05 |
63 |
4,224 |
+8 |
Jan12 |
110909 |
17.40 |
17.44 |
17.33 |
17.36 |
-0.08 |
26 |
1,677 |
+19 |
Total Volume and Open Interest |
778 |
31,759 |
+180 |
Cocoa(ICE) |
Sep11 |
110909 |
2898 |
2898 |
2826 |
2868 |
-41 |
3 |
25 |
+2 |
Dec11 |
110909 |
2924 |
2929 |
2858 |
2873 |
-38 |
13,613 |
70,510 |
+637 |
Mar12 |
110909 |
2953 |
2954 |
2900 |
2914 |
-36 |
4,941 |
55,277 |
+543 |
May12 |
110909 |
2955 |
2958 |
2913 |
2924 |
-34 |
745 |
16,265 |
+330 |
Jul12 |
110909 |
2965 |
2967 |
2922 |
2934 |
-34 |
327 |
7,285 |
+102 |
Sep12 |
110909 |
2975 |
2975 |
2943 |
2945 |
-32 |
53 |
9,373 |
+29 |
Dec12 |
110909 |
2985 |
2986 |
2950 |
2956 |
-33 |
324 |
7,382 |
+245 |
Total Volume and Open Interest |
20,197 |
170,632 |
+1,889 |
Coffee "C"(ICE) |
Sep11 |
110909 |
281.50 |
281.50 |
270.25 |
271.25 |
-14.15 |
11 |
326 |
+0 |
Dec11 |
110909 |
283.25 |
283.60 |
265.10 |
270.00 |
-14.10 |
7,705 |
77,375 |
+130 |
Mar12 |
110909 |
285.45 |
286.00 |
268.90 |
273.05 |
-14.00 |
2,211 |
20,444 |
+520 |
May12 |
110909 |
286.50 |
286.50 |
270.00 |
274.20 |
-13.80 |
774 |
9,321 |
+208 |
Jul12 |
110909 |
282.05 |
282.05 |
271.45 |
273.10 |
-13.35 |
186 |
2,930 |
+49 |
Sep12 |
110909 |
279.90 |
279.90 |
269.50 |
271.15 |
-13.05 |
86 |
2,448 |
+31 |
Total Volume and Open Interest |
11,056 |
115,149 |
+959 |
Orange Juice(ICE) |
Sep11 |
110909 |
175.00 |
176.50 |
170.75 |
170.75 |
-2.50 |
10 |
15 |
-6 |
Nov11 |
110909 |
167.00 |
170.00 |
163.45 |
168.70 |
+1.25 |
1,112 |
18,457 |
+287 |
Jan12 |
110909 |
163.65 |
165.45 |
161.45 |
164.25 |
+1.05 |
223 |
3,200 |
-137 |
Mar12 |
110909 |
161.90 |
165.00 |
161.60 |
164.20 |
+0.75 |
117 |
1,633 |
+82 |
May12 |
110909 |
164.20 |
165.20 |
164.20 |
164.20 |
+0.75 |
37 |
501 |
+37 |
Jul12 |
110909 |
163.55 |
163.55 |
163.55 |
163.55 |
+0.75 |
5 |
145 |
+0 |
Total Volume and Open Interest |
1,504 |
23,962 |
+263 |
Sugar #11(ICE) |
Oct11 |
110909 |
28.86 |
29.43 |
28.52 |
29.05 |
+0.32 |
57,587 |
194,993 |
-10,760 |
Mar12 |
110909 |
27.85 |
28.25 |
27.30 |
27.64 |
-0.15 |
48,229 |
199,976 |
+1,797 |
May12 |
110909 |
26.56 |
26.80 |
26.03 |
26.35 |
-0.11 |
8,277 |
52,608 |
+2,393 |
Jul12 |
110909 |
25.26 |
25.50 |
24.89 |
25.15 |
-0.04 |
2,845 |
65,506 |
-130 |
Oct12 |
110909 |
24.62 |
24.75 |
24.19 |
24.46 |
-0.02 |
895 |
31,387 |
-97 |
Total Volume and Open Interest |
118,849 |
590,545 |
-6,465 |
London Cocoa(LCE) |
Sep11 |
110909 |
1824 |
1830 |
1814 |
1815 |
unch |
13,856 |
32,781 |
-10,663 |
Dec11 |
110909 |
1868 |
1872 |
1854 |
1856 |
-5 |
19,900 |
75,423 |
+3,300 |
Mar12 |
110909 |
1891 |
1899 |
1882 |
1883 |
-5 |
7,327 |
42,149 |
-2,125 |
May12 |
110909 |
1905 |
1910 |
1897 |
1897 |
-5 |
1,752 |
16,576 |
+9 |
Jul12 |
110909 |
1913 |
1917 |
1909 |
1909 |
-4 |
1,570 |
13,095 |
+332 |
Sep12 |
110909 |
1926 |
1926 |
1918 |
1918 |
-2 |
366 |
10,331 |
+169 |
Dec12 |
110909 |
1934 |
1936 |
1927 |
1927 |
unch |
370 |
9,432 |
+169 |
Total Volume and Open Interest |
45,141 |
200,693 |
-8,809 |
London Sugar(LCE) |
Dec11 |
110909 |
705.20 |
715.60 |
700.00 |
704.80 |
-3.70 |
4,111 |
14,616 |
+1,762 |
Mar12 |
110909 |
697.40 |
707.60 |
689.10 |
694.20 |
-7.80 |
1,228 |
11,707 |
+105 |
May12 |
110909 |
689.70 |
695.20 |
678.30 |
682.80 |
-8.30 |
313 |
3,841 |
-89 |
Aug12 |
110909 |
670.70 |
670.90 |
660.00 |
663.30 |
-6.70 |
103 |
2,455 |
+35 |
Oct12 |
110909 |
643.70 |
643.70 |
633.00 |
640.50 |
-5.20 |
20 |
1,369 |
+10 |
Total Volume and Open Interest |
12,014 |
46,203 |
-643 |
Cotton(ICE) |
Oct11 |
110909 |
112.75 |
112.75 |
109.95 |
110.30 |
-2.15 |
72 |
257 |
-11 |
Dec11 |
110909 |
113.70 |
114.25 |
110.44 |
111.87 |
-1.76 |
20,273 |
95,298 |
+1,909 |
Mar12 |
110909 |
110.50 |
110.50 |
107.00 |
108.62 |
-1.65 |
5,563 |
36,436 |
+228 |
May12 |
110909 |
108.01 |
108.82 |
105.45 |
106.46 |
-2.18 |
733 |
6,721 |
+79 |
Jul12 |
110909 |
107.00 |
107.50 |
104.40 |
104.78 |
-2.58 |
827 |
10,735 |
+325 |
Oct12 |
110909 |
102.44 |
102.44 |
102.44 |
102.44 |
-2.58 |
0 |
3 |
+0 |
Total Volume and Open Interest |
27,629 |
153,668 |
+2,561 |
Lumber(CME) |
Sep11 |
110909 |
252.3 |
254.5 |
246.0 |
246.5 |
-16.1 |
283 |
376 |
-186 |
Nov11 |
110909 |
278.6 |
278.6 |
269.3 |
269.3 |
-10.0 |
1,831 |
6,284 |
+22 |
Jan12 |
110909 |
297.9 |
297.9 |
289.0 |
289.0 |
-10.0 |
824 |
2,469 |
+308 |
Mar12 |
110909 |
299.1 |
299.1 |
298.7 |
298.7 |
-10.0 |
288 |
443 |
+172 |
Total Volume and Open Interest |
3,299 |
9,674 |
+383 |
Crude Oil(NYM) |
Oct11 |
110909 |
88.77 |
89.50 |
85.64 |
87.24 |
-1.81 |
336,725 |
232,859 |
-23,921 |
Nov11 |
110909 |
88.97 |
89.63 |
85.85 |
87.41 |
-1.82 |
121,011 |
215,670 |
+13,291 |
Dec11 |
110909 |
89.39 |
89.90 |
86.14 |
87.68 |
-1.81 |
123,052 |
201,469 |
+868 |
Jan12 |
110909 |
89.18 |
90.05 |
86.50 |
87.93 |
-1.77 |
39,341 |
98,928 |
+2,373 |
Feb12 |
110909 |
90.11 |
90.11 |
86.74 |
88.18 |
-1.74 |
16,236 |
31,881 |
-492 |
Mar12 |
110909 |
89.98 |
89.98 |
87.13 |
88.43 |
-1.70 |
18,971 |
43,313 |
+1,975 |
Apr12 |
110909 |
90.18 |
90.28 |
87.27 |
88.67 |
-1.65 |
9,318 |
27,085 |
-450 |
May12 |
110909 |
89.04 |
89.42 |
87.34 |
88.92 |
-1.59 |
11,042 |
26,185 |
+227 |
Jun12 |
110909 |
91.02 |
91.02 |
87.70 |
89.17 |
-1.52 |
23,376 |
76,478 |
-926 |
Jul12 |
110909 |
90.47 |
90.47 |
88.82 |
89.40 |
-1.48 |
9,187 |
35,988 |
+2,100 |
Aug12 |
110909 |
89.10 |
89.58 |
88.34 |
89.58 |
-1.45 |
3,297 |
18,010 |
+780 |
Sep12 |
110909 |
89.25 |
89.75 |
89.25 |
89.75 |
-1.41 |
2,952 |
17,975 |
-141 |
Oct12 |
110909 |
89.03 |
89.94 |
89.03 |
89.94 |
-1.37 |
2,118 |
15,779 |
+822 |
Nov12 |
110909 |
89.22 |
90.13 |
89.22 |
90.13 |
-1.33 |
679 |
19,316 |
+106 |
Dec12 |
110909 |
91.50 |
91.65 |
88.75 |
90.33 |
-1.29 |
37,419 |
153,844 |
-4,423 |
Jan13 |
110909 |
89.47 |
90.40 |
89.47 |
90.40 |
-1.25 |
237 |
19,614 |
+90 |
Total Volume and Open Interest |
790,112 |
1,502,355 |
-17,867 |
e-miNY Crude Oil(NYM) |
Sep11 |
110819 |
81.450 |
83.550 |
79.225 |
82.250 |
-0.125 |
9,194 |
3,327 |
-634 |
Oct11 |
110909 |
88.750 |
89.500 |
85.650 |
87.250 |
-1.800 |
8,045 |
1,909 |
-28 |
Nov11 |
110909 |
88.800 |
89.550 |
85.875 |
87.400 |
-1.825 |
465 |
639 |
+17 |
Dec11 |
110909 |
89.125 |
89.825 |
86.300 |
87.675 |
-1.825 |
136 |
411 |
+5 |
Jan12 |
110909 |
87.800 |
87.925 |
87.800 |
87.925 |
-1.775 |
1 |
272 |
-1 |
Feb12 |
110909 |
90.000 |
90.000 |
87.500 |
88.175 |
-1.750 |
2 |
17 |
+2 |
Mar12 |
110909 |
88.425 |
88.425 |
88.425 |
88.425 |
-1.700 |
0 |
19 |
+0 |
Apr12 |
110909 |
88.675 |
88.675 |
88.675 |
88.675 |
-1.650 |
0 |
8 |
+0 |
May12 |
110909 |
88.925 |
88.925 |
88.925 |
88.925 |
-1.575 |
0 |
7 |
+0 |
Jun12 |
110909 |
89.175 |
89.175 |
89.175 |
89.175 |
-1.525 |
0 |
12 |
+0 |
Total Volume and Open Interest |
8,649 |
3,506 |
-5 |
Heating Oil(NYM) |
Oct11 |
110909 |
303.70 |
306.69 |
294.92 |
298.58 |
-5.85 |
53,932 |
86,653 |
-2,386 |
Nov11 |
110909 |
304.77 |
307.38 |
296.01 |
299.38 |
-5.88 |
24,202 |
52,700 |
+3,662 |
Dec11 |
110909 |
306.16 |
308.07 |
296.95 |
300.10 |
-5.93 |
17,055 |
52,964 |
+557 |
Jan12 |
110909 |
306.31 |
308.86 |
297.81 |
300.87 |
-6.02 |
11,815 |
35,560 |
-878 |
Feb12 |
110909 |
302.86 |
303.05 |
298.18 |
300.47 |
-5.99 |
2,531 |
11,721 |
+2 |
Mar12 |
110909 |
306.22 |
306.22 |
297.00 |
299.21 |
-5.94 |
1,719 |
10,045 |
+295 |
Apr12 |
110909 |
297.04 |
297.44 |
294.62 |
296.71 |
-5.99 |
753 |
6,366 |
+59 |
May12 |
110909 |
297.72 |
297.99 |
293.86 |
294.50 |
-5.99 |
655 |
5,634 |
-172 |
Jun12 |
110909 |
301.21 |
301.21 |
290.22 |
293.30 |
-6.02 |
4,132 |
29,996 |
+563 |
Jul12 |
110909 |
291.39 |
293.44 |
291.39 |
293.44 |
-6.03 |
145 |
2,773 |
+100 |
Aug12 |
110909 |
293.26 |
293.81 |
293.26 |
293.81 |
-6.04 |
10 |
1,270 |
+0 |
Sep12 |
110909 |
295.40 |
295.40 |
293.65 |
294.21 |
-6.06 |
366 |
2,332 |
+102 |
Total Volume and Open Interest |
117,780 |
314,106 |
+2,067 |
Gasoline(NYMEX) |
Oct11 |
110909 |
287.41 |
289.25 |
276.17 |
277.10 |
-11.42 |
46,736 |
77,191 |
-6,200 |
Nov11 |
110909 |
283.21 |
284.34 |
272.68 |
273.49 |
-10.02 |
31,322 |
52,238 |
+5,607 |
Dec11 |
110909 |
280.18 |
281.10 |
270.59 |
271.41 |
-9.03 |
19,038 |
45,277 |
-1,291 |
Jan12 |
110909 |
276.92 |
276.92 |
270.27 |
271.00 |
-8.76 |
7,516 |
29,950 |
+1,361 |
Feb12 |
110909 |
273.60 |
273.60 |
271.50 |
271.51 |
-8.69 |
2,437 |
10,323 |
+262 |
Mar12 |
110909 |
277.84 |
277.84 |
272.00 |
272.39 |
-8.60 |
1,110 |
12,584 |
+76 |
Apr12 |
110909 |
283.20 |
283.20 |
283.04 |
283.04 |
-8.33 |
515 |
8,094 |
+81 |
May12 |
110909 |
282.43 |
282.43 |
282.43 |
282.43 |
-8.18 |
684 |
4,052 |
+87 |
Jun12 |
110909 |
289.76 |
289.76 |
280.25 |
280.93 |
-8.09 |
1,201 |
12,930 |
-196 |
Jul12 |
110909 |
278.35 |
278.35 |
278.35 |
278.35 |
-8.03 |
762 |
1,631 |
-9 |
Total Volume and Open Interest |
114,199 |
270,624 |
+214 |
e-miNY RBOB Gasoline(NYM) |
Oct11 |
110909 |
277.10 |
277.10 |
277.10 |
277.10 |
-11.40 |
0 |
1 |
+0 |
Nov11 |
110909 |
273.50 |
273.50 |
273.49 |
273.50 |
-10.00 |
|
|
|
Dec11 |
110909 |
280.80 |
280.80 |
271.40 |
271.40 |
-9.00 |
|
|
|
Jan12 |
110909 |
271.00 |
271.00 |
271.00 |
271.00 |
-8.80 |
0 |
1 |
+0 |
Total Volume and Open Interest |
0 |
3 |
+0 |
Natural Gas(NYM) |
Oct11 |
110909 |
3.977 |
3.989 |
3.885 |
3.915 |
-0.065 |
135,090 |
158,037 |
-11,966 |
Nov11 |
110909 |
4.071 |
4.073 |
3.977 |
3.998 |
-0.070 |
56,072 |
202,175 |
+760 |
Dec11 |
110909 |
4.254 |
4.268 |
4.172 |
4.196 |
-0.069 |
44,733 |
85,774 |
+2,342 |
Jan12 |
110909 |
4.343 |
4.379 |
4.284 |
4.308 |
-0.071 |
36,937 |
160,203 |
+1,755 |
Feb12 |
110909 |
4.370 |
4.370 |
4.297 |
4.324 |
-0.069 |
10,196 |
37,683 |
+399 |
Mar12 |
110909 |
4.355 |
4.362 |
4.270 |
4.298 |
-0.067 |
13,170 |
42,090 |
+1,010 |
Apr12 |
110909 |
4.307 |
4.320 |
4.253 |
4.276 |
-0.062 |
12,642 |
75,288 |
+224 |
May12 |
110909 |
4.326 |
4.345 |
4.280 |
4.305 |
-0.060 |
1,300 |
18,097 |
-2 |
Jun12 |
110909 |
4.414 |
4.414 |
4.330 |
4.347 |
-0.060 |
651 |
14,091 |
-23 |
Jul12 |
110909 |
4.416 |
4.435 |
4.380 |
4.393 |
-0.060 |
639 |
10,936 |
+76 |
Aug12 |
110909 |
4.441 |
4.460 |
4.403 |
4.421 |
-0.060 |
454 |
10,244 |
+117 |
Sep12 |
110909 |
4.447 |
4.470 |
4.409 |
4.426 |
-0.060 |
536 |
9,360 |
-46 |
Oct12 |
110909 |
4.491 |
4.500 |
4.441 |
4.456 |
-0.060 |
4,925 |
44,358 |
+745 |
Nov12 |
110909 |
4.600 |
4.650 |
4.600 |
4.618 |
-0.059 |
324 |
8,704 |
+66 |
Dec12 |
110909 |
4.906 |
4.910 |
4.864 |
4.876 |
-0.059 |
537 |
12,552 |
+187 |
Jan13 |
110909 |
5.009 |
5.032 |
4.995 |
5.008 |
-0.059 |
1,421 |
21,266 |
+883 |
Total Volume and Open Interest |
322,899 |
976,816 |
-2,160 |
Brent Crude Oil(ICE) |
Oct11 |
110909 |
114.04 |
115.17 |
110.93 |
112.77 |
-1.78 |
190,728 |
113,757 |
-12,972 |
Nov11 |
110909 |
112.75 |
113.90 |
109.68 |
110.93 |
-2.37 |
154,391 |
176,722 |
+8,601 |
Dec11 |
110909 |
112.04 |
113.10 |
108.88 |
110.01 |
-2.53 |
142,893 |
155,154 |
+5,817 |
Jan12 |
110909 |
112.15 |
112.42 |
108.46 |
109.44 |
-2.59 |
36,203 |
47,716 |
+3,030 |
Feb12 |
110909 |
111.99 |
112.02 |
108.32 |
109.03 |
-2.63 |
18,290 |
26,561 |
+2,566 |
Mar12 |
110909 |
111.72 |
111.75 |
107.89 |
108.71 |
-2.68 |
16,378 |
43,247 |
+487 |
Apr12 |
110909 |
111.52 |
111.55 |
107.68 |
108.45 |
-2.72 |
8,896 |
13,681 |
-506 |
May12 |
110909 |
111.32 |
111.36 |
107.48 |
108.20 |
-2.76 |
6,596 |
14,692 |
-504 |
Jun12 |
110909 |
111.10 |
111.14 |
107.27 |
107.96 |
-2.77 |
20,521 |
50,030 |
-25 |
Jul12 |
110909 |
107.75 |
107.75 |
107.75 |
107.75 |
-2.78 |
2,165 |
11,372 |
+171 |
Aug12 |
110909 |
107.52 |
107.52 |
107.52 |
107.52 |
-2.79 |
1,508 |
7,913 |
-37 |
Sep12 |
110909 |
107.24 |
107.24 |
107.24 |
107.24 |
-2.80 |
1,651 |
11,237 |
-24 |
Oct12 |
110909 |
106.96 |
106.96 |
106.96 |
106.96 |
-2.81 |
924 |
6,765 |
+169 |
Nov12 |
110909 |
106.64 |
106.64 |
106.64 |
106.64 |
-2.81 |
819 |
8,781 |
-34 |
Total Volume and Open Interest |
633,412 |
874,824 |
+10,084 |
Gas Oil(ICE) |
Sep11 |
110909 |
955.75 |
962.75 |
928.50 |
939.50 |
-27.50 |
38,279 |
19,576 |
-14,875 |
Oct11 |
110909 |
953.00 |
962.25 |
928.00 |
938.75 |
-28.00 |
112,015 |
156,090 |
+5,011 |
Nov11 |
110909 |
952.00 |
959.25 |
925.25 |
935.50 |
-28.50 |
61,922 |
92,143 |
+5,698 |
Dec11 |
110909 |
949.00 |
956.25 |
922.50 |
932.25 |
-28.75 |
59,364 |
66,084 |
-8,089 |
Jan12 |
110909 |
945.75 |
954.50 |
923.75 |
930.25 |
-29.00 |
32,772 |
59,165 |
+2,307 |
Feb12 |
110909 |
949.75 |
949.75 |
921.25 |
928.00 |
-29.25 |
8,235 |
29,677 |
+2,033 |
Mar12 |
110909 |
942.50 |
942.50 |
919.00 |
925.50 |
-29.75 |
5,218 |
19,372 |
-782 |
Apr12 |
110909 |
935.50 |
935.50 |
916.75 |
923.25 |
-29.75 |
3,974 |
15,967 |
+59 |
May12 |
110909 |
931.25 |
933.25 |
914.50 |
921.00 |
-29.75 |
3,036 |
12,823 |
+650 |
Jun12 |
110909 |
935.50 |
935.50 |
910.50 |
920.00 |
-29.75 |
7,129 |
37,453 |
-579 |
Total Volume and Open Interest |
337,542 |
590,697 |
-7,989 |
Ethanol(CBOT) |
Sep11 |
110906 |
2.835 |
2.850 |
2.835 |
2.840 |
-0.052 |
84 |
85 |
-31 |
Oct11 |
110909 |
2.765 |
2.778 |
2.754 |
2.764 |
-0.011 |
297 |
1,272 |
-74 |
Nov11 |
110909 |
2.740 |
2.745 |
2.723 |
2.729 |
-0.014 |
187 |
1,221 |
+67 |
Dec11 |
110909 |
2.710 |
2.710 |
2.690 |
2.695 |
-0.021 |
106 |
1,412 |
+78 |
Jan12 |
110909 |
2.651 |
2.651 |
2.640 |
2.640 |
-0.022 |
67 |
875 |
+48 |
Feb12 |
110909 |
2.645 |
2.645 |
2.625 |
2.633 |
-0.014 |
62 |
951 |
+48 |
Mar12 |
110909 |
2.648 |
2.648 |
2.640 |
2.640 |
-0.010 |
9 |
966 |
-1 |
Apr12 |
110909 |
2.650 |
2.654 |
2.650 |
2.651 |
-0.009 |
10 |
640 |
+10 |
Total Volume and Open Interest |
834 |
10,319 |
+233 |
WTI Crude Oil(ICE) |
Oct11 |
110909 |
88.57 |
89.48 |
85.65 |
87.24 |
-1.81 |
80,510 |
51,954 |
-4,755 |
Nov11 |
110909 |
89.13 |
89.56 |
85.86 |
87.41 |
-1.82 |
37,975 |
57,531 |
+2,517 |
Dec11 |
110909 |
89.37 |
89.78 |
86.15 |
87.68 |
-1.81 |
49,533 |
90,757 |
+191 |
Jan12 |
110909 |
89.14 |
89.14 |
86.40 |
87.93 |
-1.77 |
10,868 |
23,191 |
-982 |
Feb12 |
110909 |
88.76 |
89.07 |
86.76 |
88.18 |
-1.74 |
4,577 |
10,749 |
+350 |
Mar12 |
110909 |
90.06 |
90.38 |
87.15 |
88.43 |
-1.70 |
4,644 |
16,162 |
+270 |
Apr12 |
110909 |
90.28 |
90.28 |
87.34 |
88.67 |
-1.65 |
1,864 |
5,311 |
+76 |
May12 |
110909 |
90.46 |
90.46 |
87.35 |
88.92 |
-1.59 |
1,624 |
6,754 |
+34 |
Jun12 |
110909 |
90.23 |
90.30 |
87.59 |
89.17 |
-1.52 |
7,541 |
26,939 |
-1,083 |
Jul12 |
110909 |
89.40 |
89.40 |
89.40 |
89.40 |
-1.48 |
851 |
7,272 |
-37 |
Aug12 |
110909 |
89.58 |
89.58 |
89.58 |
89.58 |
-1.45 |
141 |
3,973 |
-19 |
Sep12 |
110909 |
89.75 |
89.75 |
89.75 |
89.75 |
-1.41 |
126 |
6,752 |
-1 |
Oct12 |
110909 |
89.94 |
89.94 |
89.94 |
89.94 |
-1.37 |
64 |
1,472 |
+47 |
Nov12 |
110909 |
90.13 |
90.13 |
90.13 |
90.13 |
-1.33 |
2 |
2,527 |
+0 |
Dec12 |
110909 |
91.26 |
91.42 |
88.76 |
90.33 |
-1.29 |
12,840 |
46,754 |
+57 |
Jan13 |
110909 |
90.40 |
90.40 |
90.40 |
90.40 |
-1.25 |
2 |
1,962 |
+0 |
Total Volume and Open Interest |
228,784 |
444,238 |
-5,975 |
US Dollar Index(ICE) |
Sep11 |
110909 |
76.350 |
77.375 |
76.135 |
77.300 |
+0.948 |
32,569 |
45,378 |
+13 |
Dec11 |
110909 |
76.675 |
77.775 |
76.510 |
77.720 |
+1.010 |
5,592 |
4,328 |
+1,177 |
Mar12 |
110909 |
78.050 |
78.050 |
78.050 |
78.050 |
+0.910 |
0 |
3 |
+0 |
Total Volume and Open Interest |
38,161 |
49,710 |
+1,190 |
Australian Dollar(CME) |
Sep11 |
110909 |
105.69 |
106.25 |
104.10 |
104.30 |
-1.40 |
108,565 |
100,326 |
-6,923 |
Dec11 |
110909 |
104.56 |
105.08 |
102.97 |
103.17 |
-1.38 |
9,982 |
29,977 |
+5,099 |
Mar12 |
110909 |
102.00 |
102.24 |
102.00 |
102.24 |
-1.33 |
0 |
5 |
+0 |
Total Volume and Open Interest |
118,547 |
130,407 |
-1,824 |
British Pound(CME) |
Sep11 |
110909 |
159.56 |
159.89 |
158.42 |
158.62 |
-1.03 |
122,188 |
106,629 |
+169 |
Dec11 |
110909 |
159.56 |
159.72 |
158.28 |
158.48 |
-1.03 |
9,578 |
15,976 |
+4,600 |
Mar12 |
110909 |
158.37 |
159.36 |
158.37 |
158.37 |
-0.99 |
1 |
31 |
+1 |
Total Volume and Open Interest |
131,767 |
122,642 |
+4,770 |
Canadian Dollar(CME) |
Sep11 |
110909 |
101.08 |
101.30 |
100.19 |
100.25 |
-0.83 |
76,616 |
90,659 |
-1,047 |
Dec11 |
110909 |
100.88 |
101.11 |
100.00 |
100.07 |
-0.82 |
5,915 |
18,993 |
+3,233 |
Mar12 |
110909 |
100.50 |
100.76 |
100.00 |
100.01 |
-0.75 |
124 |
2,122 |
+80 |
Jun12 |
110909 |
100.00 |
100.65 |
99.96 |
99.96 |
-0.69 |
0 |
439 |
+0 |
Total Volume and Open Interest |
82,689 |
112,447 |
+2,286 |
Japanese Yen(CME) |
Sep11 |
110909 |
129.02 |
129.73 |
128.44 |
129.10 |
+0.01 |
92,989 |
109,378 |
-3,640 |
Dec11 |
110909 |
129.07 |
129.93 |
128.60 |
129.27 |
+0.04 |
9,387 |
14,717 |
+3,841 |
Mar12 |
110909 |
129.15 |
129.48 |
129.15 |
129.48 |
+0.08 |
10 |
74 |
+0 |
Total Volume and Open Interest |
102,386 |
124,190 |
+201 |
Swiss Franc(CME) |
Sep11 |
110909 |
114.27 |
114.87 |
112.84 |
113.10 |
-1.25 |
28,354 |
38,930 |
-1,099 |
Dec11 |
110909 |
114.61 |
115.16 |
113.17 |
113.43 |
-1.24 |
5,062 |
6,422 |
+3,461 |
Mar12 |
110909 |
115.27 |
115.27 |
113.76 |
113.76 |
-1.23 |
500 |
537 |
+500 |
Total Volume and Open Interest |
33,916 |
45,900 |
+2,862 |
EuroFX(CME) |
Sep11 |
110909 |
138.86 |
139.35 |
136.25 |
136.58 |
-2.30 |
378,127 |
195,859 |
+3,037 |
Dec11 |
110909 |
138.74 |
139.28 |
136.23 |
136.54 |
-2.25 |
30,512 |
23,217 |
+5,446 |
Mar12 |
110909 |
138.59 |
138.75 |
136.50 |
136.59 |
-2.16 |
26 |
521 |
-7 |
Total Volume and Open Interest |
408,665 |
220,431 |
+8,476 |
Mexican Peso(CME) |
Sep11 |
110909 |
798.5 |
801.0 |
787.0 |
790.0 |
-9.0 |
18,148 |
79,461 |
+361 |
Oct11 |
110909 |
787.8 |
796.8 |
787.8 |
787.8 |
-8.8 |
|
|
|
Total Volume and Open Interest |
19,911 |
108,411 |
+1,077 |
Brazilian Real(CME) |
Oct11 |
110909 |
590.25 |
598.20 |
590.25 |
590.25 |
-7.95 |
|
|
|
Nov11 |
110909 |
587.65 |
595.45 |
587.65 |
587.65 |
-7.80 |
|
|
|
Dec11 |
110909 |
591.00 |
591.00 |
580.00 |
585.00 |
-7.75 |
8 |
3,350 |
+3 |
Jan12 |
110909 |
582.35 |
590.05 |
582.35 |
582.35 |
-7.70 |
0 |
14,366 |
+0 |
Total Volume and Open Interest |
8 |
33,963 |
+3 |
30-Year T-Bonds(CBOT) |
Sep11 |
110909 |
141~030 |
142~260 |
140~260 |
142~160 |
+1~050 |
14,111 |
34,476 |
-4,077 |
Dec11 |
110909 |
140~010 |
141~190 |
139~170 |
141~100 |
+1~060 |
261,300 |
608,830 |
+1,265 |
Mar12 |
110909 |
139~230 |
140~100 |
139~040 |
140~100 |
+1~060 |
0 |
43 |
+0 |
Total Volume and Open Interest |
275,411 |
643,349 |
-2,812 |
10-Year T-Notes(CBOT) |
Sep11 |
110909 |
131~055 |
131~290 |
130~315 |
131~245 |
+0~170 |
23,436 |
38,770 |
-7,113 |
Dec11 |
110909 |
130~080 |
131~010 |
130~020 |
130~285 |
+0~180 |
930,403 |
1,684,707 |
-18,246 |
Mar12 |
110909 |
129~315 |
129~315 |
129~125 |
129~315 |
+0~190 |
0 |
3 |
+0 |
Total Volume and Open Interest |
953,839 |
1,723,480 |
-25,359 |
5-Year T-Notes(CBOT) |
Sep11 |
110909 |
123~098 |
124~024 |
123~097 |
124~013 |
+0~032 |
20,531 |
67,404 |
-6,013 |
Dec11 |
110909 |
122~116 |
123~040 |
122~106 |
123~031 |
+0~037 |
539,612 |
1,282,722 |
+4,852 |
Mar12 |
110909 |
122~055 |
122~055 |
122~018 |
122~055 |
+0~037 |
|
|
|
Total Volume and Open Interest |
560,143 |
1,350,126 |
-1,161 |
2 Year T-Notes(CBOT) |
Sep11 |
110909 |
110~037 |
110~043 |
110~037 |
110~042 |
+0~005 |
10,917 |
30,628 |
-5,244 |
Dec11 |
110909 |
110~033 |
110~040 |
110~032 |
110~038 |
+0~005 |
105,177 |
739,557 |
+9,311 |
Mar12 |
110909 |
110~033 |
110~033 |
110~027 |
110~033 |
+0~006 |
31 |
131 |
+31 |
Total Volume and Open Interest |
116,125 |
770,316 |
+4,098 |
Eurodollars(CME) |
Sep11 |
110909 |
99.647 |
99.647 |
99.615 |
99.622 |
-0.022 |
154,746 |
1,074,739 |
-10,701 |
Dec11 |
110909 |
99.490 |
99.495 |
99.410 |
99.435 |
-0.055 |
197,900 |
1,063,743 |
+10,047 |
Mar12 |
110909 |
99.480 |
99.480 |
99.420 |
99.440 |
-0.040 |
121,881 |
1,053,248 |
-4,802 |
Jun12 |
110909 |
99.490 |
99.495 |
99.450 |
99.470 |
-0.020 |
121,287 |
1,159,331 |
-7,957 |
Sep12 |
110909 |
99.495 |
99.500 |
99.465 |
99.485 |
-0.010 |
96,147 |
826,190 |
+2,212 |
Dec12 |
110909 |
99.485 |
99.495 |
99.470 |
99.485 |
-0.005 |
82,892 |
764,495 |
+5,421 |
Mar13 |
110909 |
99.490 |
99.500 |
99.470 |
99.490 |
unch |
80,958 |
717,477 |
+2,011 |
Jun13 |
110909 |
99.435 |
99.460 |
99.420 |
99.445 |
+0.005 |
65,794 |
560,343 |
-2,631 |
Sep13 |
110909 |
99.345 |
99.375 |
99.320 |
99.350 |
+0.010 |
70,610 |
510,880 |
+4,364 |
Dec13 |
110909 |
99.185 |
99.235 |
99.160 |
99.200 |
+0.015 |
63,946 |
408,191 |
+3,009 |
Mar14 |
110909 |
99.030 |
99.090 |
98.995 |
99.045 |
+0.025 |
48,968 |
278,259 |
-165 |
Jun14 |
110909 |
98.830 |
98.915 |
98.805 |
98.870 |
+0.035 |
51,432 |
279,650 |
-1,907 |
Sep14 |
110909 |
98.640 |
98.735 |
98.610 |
98.690 |
+0.045 |
29,572 |
152,988 |
-977 |
Dec14 |
110909 |
98.450 |
98.545 |
98.415 |
98.505 |
+0.055 |
25,673 |
156,807 |
+2,454 |
Mar15 |
110909 |
98.255 |
98.365 |
98.225 |
98.330 |
+0.065 |
17,403 |
124,038 |
-154 |
Jun15 |
110909 |
6.320 |
6.440 |
6.295 |
6.405 |
+0.070 |
13,414 |
118,674 |
-246 |
Sep15 |
110909 |
6.140 |
6.265 |
6.115 |
6.230 |
+0.070 |
11,502 |
76,896 |
+250 |
Dec15 |
110909 |
5.975 |
6.085 |
5.935 |
6.055 |
+0.075 |
10,329 |
70,604 |
+307 |
Total Volume and Open Interest |
1,309,008 |
9,643,013 |
+2,155 |
30 Day Federal Funds(CBOT) |
Sep11 |
110909 |
99.915 |
99.918 |
99.912 |
99.912 |
unch |
3,170 |
54,833 |
+881 |
Oct11 |
110909 |
99.925 |
99.930 |
99.920 |
99.920 |
unch |
10,889 |
63,070 |
+3,841 |
Nov11 |
110909 |
99.925 |
99.930 |
99.920 |
99.920 |
unch |
4,955 |
56,252 |
+563 |
Dec11 |
110909 |
99.925 |
99.935 |
99.925 |
99.930 |
+0.005 |
3,469 |
66,884 |
+726 |
Jan12 |
110909 |
99.925 |
99.930 |
99.920 |
99.920 |
unch |
2,342 |
57,192 |
+638 |
Feb12 |
110909 |
99.920 |
99.925 |
99.915 |
99.915 |
unch |
2,053 |
48,752 |
+182 |
Total Volume and Open Interest |
49,086 |
712,594 |
+3,035 |
30 Day Fed Funds(e-CBOT) |
3-Mth Euro-Yen(CME) |
Sep11 |
110909 |
99.675 |
99.675 |
99.675 |
99.675 |
unch |
0 |
191 |
+0 |
Dec11 |
110909 |
99.688 |
99.688 |
99.688 |
99.688 |
unch |
0 |
332 |
+0 |
Mar12 |
110909 |
99.688 |
99.688 |
99.688 |
99.688 |
unch |
0 |
340 |
+0 |
Jun12 |
110909 |
99.685 |
99.685 |
99.685 |
99.685 |
unch |
|
|
|
Sep12 |
110909 |
99.610 |
99.610 |
99.610 |
99.610 |
unch |
|
|
|
Dec12 |
110909 |
99.670 |
99.670 |
99.670 |
99.670 |
unch |
|
|
|
Mar13 |
110909 |
99.670 |
99.670 |
99.670 |
99.670 |
unch |
|
|
|
Jun13 |
110909 |
99.625 |
99.625 |
99.625 |
99.625 |
unch |
|
|
|
Sep13 |
110909 |
99.485 |
99.485 |
99.485 |
99.485 |
unch |
|
|
|
Dec13 |
110909 |
99.345 |
99.345 |
99.345 |
99.345 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
863 |
+0 |
3-Mth Euro-Yen(SGX) |
Sep11 |
110909 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
0 |
1,597 |
+0 |
Dec11 |
110909 |
99.68 |
99.69 |
99.68 |
99.69 |
unch |
0 |
2,299 |
+0 |
Mar12 |
110909 |
99.69 |
99.69 |
99.69 |
99.69 |
unch |
0 |
2,338 |
+0 |
Jun12 |
110909 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
0 |
1,380 |
+0 |
Sep12 |
110909 |
99.61 |
99.61 |
99.61 |
99.61 |
unch |
0 |
411 |
+0 |
Dec12 |
110909 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
51 |
+0 |
Mar13 |
110909 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
1 |
+0 |
Jun13 |
110909 |
99.62 |
99.62 |
99.62 |
99.62 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
8,079 |
+0 |
Japanese Gov't Bonds(SGX) |
Dec11 |
110909 |
142.57 |
142.64 |
142.51 |
142.58 |
+0.01 |
2,404 |
26,101 |
+393 |
Mar12 |
110909 |
141.01 |
141.01 |
141.01 |
141.01 |
+0.01 |
|
|
|
Jun12 |
110909 |
138.92 |
138.92 |
138.92 |
138.92 |
+0.01 |
|
|
|
Total Volume and Open Interest |
2,404 |
26,101 |
+393 |
Euro-Bund(EUREX) |
Sep11 |
110908 |
138.06 |
138.21 |
137.88 |
138.16 |
+0.36 |
503,408 |
13,816 |
-233,404 |
Dec11 |
110909 |
136.70 |
138.23 |
136.56 |
137.77 |
+1.32 |
824,738 |
859,569 |
-9,699 |
Mar12 |
110909 |
137.05 |
138.50 |
137.05 |
138.08 |
+1.36 |
182 |
134 |
+42 |
Total Volume and Open Interest |
845,067 |
859,703 |
-23,473 |
Euro-Bobl(EUREX) |
Sep11 |
110908 |
123.63 |
123.63 |
123.32 |
123.43 |
+0.10 |
337,746 |
22,370 |
-197,382 |
Dec11 |
110909 |
122.47 |
123.19 |
122.46 |
123.03 |
+0.71 |
451,709 |
706,181 |
-9,427 |
Mar12 |
110909 |
122.00 |
123.18 |
122.00 |
123.18 |
+0.71 |
|
|
|
Total Volume and Open Interest |
470,995 |
706,181 |
-31,797 |
3-Mth Euribor(EUREX) |
Sep11 |
110909 |
98.505 |
98.520 |
98.505 |
98.520 |
+0.025 |
6 |
1,776 |
-2 |
Dec11 |
110909 |
98.855 |
98.915 |
98.855 |
98.915 |
+0.095 |
7 |
1,480 |
+2 |
Mar12 |
110909 |
99.005 |
99.025 |
99.005 |
99.025 |
+0.075 |
0 |
2,360 |
+0 |
Total Volume and Open Interest |
16 |
9,979 |
+3 |
Long Gilt(LIFFE) |
Sep11 |
110909 |
130~19 |
131~05 |
129~13 |
131~05 |
+1~03 |
9,043 |
50,424 |
-5,288 |
Dec11 |
110909 |
129~05 |
130~06 |
129~01 |
129~28 |
+1~03 |
155,233 |
353,047 |
-4,115 |
Total Volume and Open Interest |
164,276 |
403,471 |
-9,403 |
3-Mth Short Sterling(LIFFE) |
Sep11 |
110909 |
99.08 |
99.09 |
99.07 |
99.08 |
+0.01 |
60,620 |
351,521 |
+2,758 |
Dec11 |
110909 |
99.01 |
99.02 |
98.98 |
99.00 |
+0.01 |
89,333 |
447,658 |
-8,240 |
Mar12 |
110909 |
99.04 |
99.07 |
99.02 |
99.04 |
+0.02 |
76,250 |
383,655 |
+14,116 |
Jun12 |
110909 |
99.08 |
99.10 |
99.05 |
99.07 |
+0.02 |
71,186 |
228,518 |
-13,206 |
Sep12 |
110909 |
99.10 |
99.11 |
99.07 |
99.08 |
+0.01 |
57,485 |
283,418 |
+691 |
Dec12 |
110909 |
99.08 |
99.09 |
99.04 |
99.05 |
+0.01 |
51,523 |
228,759 |
-1,187 |
Total Volume and Open Interest |
528,053 |
2,432,190 |
+1,109 |
3-Mth Euribor(LIFFE) |
Sep11 |
110909 |
98.495 |
98.545 |
98.490 |
98.520 |
+0.025 |
254,319 |
616,010 |
-14,977 |
Dec11 |
110909 |
98.815 |
98.945 |
98.815 |
98.915 |
+0.095 |
229,716 |
645,189 |
+11,928 |
Mar12 |
110909 |
98.975 |
99.055 |
98.965 |
99.025 |
+0.075 |
154,465 |
505,908 |
+11,833 |
Total Volume and Open Interest |
1,223,910 |
3,553,954 |
+4,180 |
3-Mth Aus T-Bills(SFE) |
Sep11 |
110908 |
95.17 |
95.25 |
95.16 |
95.21 |
+0.03 |
17,233 |
4,400 |
-93,208 |
Dec11 |
110909 |
95.70 |
95.71 |
95.66 |
95.67 |
-0.03 |
16,539 |
244,148 |
-7,214 |
Mar12 |
110909 |
95.99 |
96.02 |
95.94 |
95.96 |
-0.04 |
12,905 |
170,000 |
-349 |
Jun12 |
110909 |
96.10 |
96.13 |
96.04 |
96.07 |
-0.04 |
8,326 |
94,068 |
+261 |
Sep12 |
110909 |
96.10 |
96.11 |
96.02 |
96.05 |
-0.04 |
3,709 |
66,282 |
+850 |
Dec12 |
110909 |
96.01 |
96.01 |
95.91 |
95.96 |
-0.03 |
2,825 |
40,176 |
-43 |
Mar13 |
110909 |
95.90 |
95.90 |
95.83 |
95.86 |
-0.02 |
1,274 |
38,676 |
+430 |
Jun13 |
110909 |
95.79 |
95.81 |
95.74 |
95.77 |
-0.01 |
979 |
20,942 |
+231 |
Sep13 |
110909 |
95.70 |
95.70 |
95.67 |
95.67 |
-0.02 |
276 |
4,663 |
+40 |
Dec13 |
110909 |
95.57 |
95.60 |
95.57 |
95.59 |
unch |
20 |
1,798 |
+0 |
Total Volume and Open Interest |
46,871 |
680,910 |
-10,184 |
10-Year Aus T-Bonds(SFE) |
Sep11 |
110909 |
95.73 |
95.79 |
95.71 |
95.73 |
-0.01 |
36,368 |
378,046 |
-5,540 |
Dec11 |
110909 |
95.71 |
95.75 |
95.69 |
95.71 |
unch |
8,797 |
9,501 |
+8,076 |
Total Volume and Open Interest |
45,165 |
387,547 |
+2,536 |
3-Year Aus T-Bonds(SFE) |
Sep11 |
110909 |
96.29 |
96.34 |
96.24 |
96.26 |
-0.04 |
87,336 |
650,504 |
-4,549 |
Dec11 |
110909 |
96.33 |
96.36 |
96.32 |
96.32 |
-0.03 |
5,577 |
6,919 |
+4,038 |
Total Volume and Open Interest |
92,913 |
657,423 |
-511 |
Gold(CMX) |
Oct11 |
110909 |
1870.0 |
1886.6 |
1823.3 |
1857.1 |
+1.9 |
10,340 |
33,007 |
-1,480 |
Dec11 |
110909 |
1871.9 |
1889.1 |
1825.5 |
1859.5 |
+2.0 |
218,499 |
342,426 |
-3,053 |
Feb12 |
110909 |
1874.0 |
1890.5 |
1827.3 |
1861.6 |
+2.4 |
1,776 |
32,150 |
+477 |
Apr12 |
110909 |
1874.0 |
1888.2 |
1840.0 |
1863.6 |
+2.7 |
473 |
8,470 |
+70 |
Jun12 |
110909 |
1870.3 |
1890.9 |
1843.9 |
1865.7 |
+2.8 |
410 |
17,051 |
+11 |
Aug12 |
110909 |
1874.4 |
1883.0 |
1864.0 |
1867.7 |
+2.9 |
541 |
6,711 |
+353 |
Oct12 |
110909 |
1878.0 |
1878.0 |
1840.1 |
1869.8 |
+3.1 |
50 |
4,293 |
-12 |
Dec12 |
110909 |
1877.9 |
1888.0 |
1840.6 |
1871.9 |
+3.2 |
199 |
13,928 |
+42 |
Feb13 |
110909 |
1864.2 |
1874.0 |
1863.1 |
1874.0 |
+3.1 |
272 |
3,391 |
+270 |
Apr13 |
110909 |
1876.2 |
1876.2 |
1876.2 |
1876.2 |
+3.2 |
0 |
333 |
+0 |
Jun13 |
110909 |
1869.5 |
1878.7 |
1868.1 |
1878.7 |
+3.3 |
160 |
12,421 |
+148 |
Total Volume and Open Interest |
233,695 |
514,198 |
-2,934 |
Silver(CMX) |
Sep11 |
110909 |
4228.0 |
4247.5 |
4130.0 |
4157.3 |
-90.6 |
264 |
615 |
-258 |
Dec11 |
110909 |
4237.0 |
4278.5 |
4120.0 |
4162.4 |
-90.6 |
34,441 |
77,125 |
+259 |
Mar12 |
110909 |
4240.0 |
4262.5 |
4146.0 |
4165.4 |
-90.4 |
1,487 |
8,339 |
+396 |
May12 |
110909 |
4166.5 |
4167.5 |
4147.5 |
4166.5 |
-89.9 |
33 |
2,502 |
+4 |
Jul12 |
110909 |
4230.0 |
4267.5 |
4165.6 |
4165.6 |
-89.7 |
11 |
1,944 |
-11 |
Sep12 |
110909 |
4271.0 |
4271.0 |
4163.6 |
4163.6 |
-89.2 |
8 |
542 |
+4 |
Dec12 |
110909 |
4200.0 |
4200.0 |
4134.5 |
4157.8 |
-88.4 |
1,077 |
9,339 |
+297 |
Total Volume and Open Interest |
38,393 |
113,213 |
+1,076 |
Platinum(NYMEX) |
Oct11 |
110909 |
1862.0 |
1867.7 |
1827.2 |
1837.9 |
-16.6 |
5,395 |
33,474 |
-206 |
Jan12 |
110909 |
1855.8 |
1871.1 |
1831.6 |
1841.9 |
-16.4 |
594 |
6,405 |
+268 |
Apr12 |
110909 |
1860.0 |
1860.0 |
1839.0 |
1846.4 |
-15.9 |
21 |
1,153 |
+20 |
Jul12 |
110909 |
1849.8 |
1849.8 |
1849.8 |
1849.8 |
-16.8 |
0 |
23 |
+0 |
Total Volume and Open Interest |
6,085 |
41,130 |
+157 |
Palladium(NYMEX) |
Sep11 |
110909 |
758.80 |
764.70 |
736.50 |
737.10 |
-26.50 |
30 |
110 |
-350 |
Dec11 |
110909 |
764.20 |
765.80 |
736.00 |
738.60 |
-26.70 |
1,734 |
20,089 |
+190 |
Mar12 |
110909 |
99.14 |
99.14 |
84.49 |
84.49 |
-26.65 |
40 |
154 |
+39 |
Total Volume and Open Interest |
1,805 |
20,357 |
-121 |
Copper(CMX) |
Sep11 |
110909 |
408.05 |
411.50 |
398.00 |
398.75 |
-14.05 |
611 |
2,907 |
-462 |
Dec11 |
110909 |
412.95 |
414.20 |
399.40 |
400.25 |
-14.10 |
28,287 |
77,793 |
+303 |
Mar12 |
110909 |
414.75 |
414.75 |
401.65 |
402.20 |
-14.05 |
1,661 |
22,966 |
+772 |
May12 |
110909 |
407.00 |
407.00 |
403.05 |
403.15 |
-14.00 |
233 |
4,216 |
+123 |
Jul12 |
110909 |
406.00 |
406.60 |
403.00 |
403.65 |
-13.90 |
0 |
1,093 |
+0 |
Total Volume and Open Interest |
31,057 |
116,623 |
+752 |
DJIA Index(CBOT) |
Sep11 |
110909 |
11309 |
11362 |
10955 |
11021 |
-272 |
2,286 |
12,940 |
-1,086 |
Dec11 |
110909 |
11237 |
11275 |
10860 |
10949 |
-274 |
2,114 |
2,163 |
+1,202 |
Mar12 |
110909 |
10880 |
11154 |
10880 |
10880 |
-274 |
|
|
|
Jun12 |
110909 |
10810 |
11084 |
10810 |
10810 |
-274 |
|
|
|
Total Volume and Open Interest |
4,400 |
15,103 |
+116 |
E-mini DJIA Index(CBOT) |
Sep11 |
110909 |
11297 |
11371 |
10925 |
11021 |
-272 |
105,923 |
69,060 |
-2,798 |
Dec11 |
110909 |
11228 |
11300 |
10853 |
10949 |
-274 |
36,142 |
13,196 |
+9,887 |
Mar12 |
110909 |
11120 |
11120 |
10830 |
10880 |
-274 |
1 |
12 |
+1 |
Jun12 |
110909 |
10810 |
10810 |
10810 |
10810 |
-274 |
|
|
|
Total Volume and Open Interest |
142,066 |
82,268 |
+7,090 |
S & P 500(CME) |
Sep11 |
110909 |
1172.00 |
1174.90 |
1147.50 |
1158.10 |
-27.60 |
69,284 |
369,787 |
-25,451 |
Dec11 |
110909 |
1179.60 |
1187.90 |
1141.00 |
1152.30 |
-27.70 |
65,481 |
90,788 |
+38,395 |
Mar12 |
110909 |
1156.10 |
1156.10 |
1136.60 |
1146.90 |
-27.70 |
0 |
1,087 |
+0 |
Jun12 |
110909 |
1151.00 |
1151.00 |
1131.50 |
1141.80 |
-27.70 |
0 |
26 |
+0 |
Total Volume and Open Interest |
134,765 |
461,788 |
+12,944 |
S & P 500 E-Mini(Globex) |
Sep11 |
110909 |
1185.75 |
1194.00 |
1146.75 |
1158.00 |
-27.75 |
2,136,073 |
2,994,565 |
-421,392 |
Dec11 |
110909 |
1180.00 |
1188.25 |
1141.00 |
1152.25 |
-27.75 |
1,326,103 |
831,091 |
+480,056 |
Total Volume and Open Interest |
3,462,236 |
3,826,381 |
+58,686 |
NASDAQ 100(CME) |
Sep11 |
110909 |
2198.00 |
2203.00 |
2152.00 |
2169.00 |
-47.80 |
2,983 |
30,360 |
+1,602 |
Dec11 |
110909 |
2209.00 |
2222.30 |
2144.00 |
2164.30 |
-47.70 |
668 |
568 |
+436 |
Mar12 |
110909 |
2159.80 |
2161.30 |
2159.80 |
2159.80 |
-49.50 |
|
|
|
Total Volume and Open Interest |
3,651 |
30,928 |
+2,038 |
NASDAQ 100 E-Mini(Globex) |
Sep11 |
110909 |
2216.00 |
2227.80 |
2149.80 |
2169.00 |
-47.80 |
254,052 |
372,474 |
-17,826 |
Dec11 |
110909 |
2210.50 |
2223.30 |
2145.00 |
2164.30 |
-47.70 |
120,990 |
49,674 |
+40,257 |
Total Volume and Open Interest |
375,052 |
422,181 |
+22,428 |
S & P Midcap 400(CME) |
Sep11 |
110909 |
826.90 |
826.90 |
825.00 |
826.90 |
-21.70 |
10 |
4,893 |
+0 |
Dec11 |
110909 |
824.10 |
824.10 |
822.00 |
824.10 |
-21.60 |
10 |
10 |
+0 |
Mar12 |
110909 |
822.40 |
822.40 |
820.30 |
822.40 |
-21.60 |
|
|
|
Total Volume and Open Interest |
20 |
4,903 |
+0 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Dec11 |
110909 |
8740 |
8760 |
8460 |
8510 |
-225 |
13,369 |
28,066 |
+1,746 |
Mar12 |
110909 |
8495 |
8525 |
8495 |
8510 |
-215 |
|
|
|
Total Volume and Open Interest |
21,784 |
41,198 |
-3,028 |
Nikkei 225(SGX) |
Sep11 |
110908 |
8775 |
8875 |
8760 |
8795 |
+5 |
214,180 |
204,890 |
-17,250 |
Dec11 |
110909 |
8750 |
8790 |
8640 |
8650 |
-80 |
103,443 |
169,489 |
+26,092 |
Mar12 |
110909 |
8640 |
8640 |
8640 |
8640 |
-85 |
14 |
615 |
+4 |
Total Volume and Open Interest |
218,369 |
346,565 |
-13,819 |
CAC 40(EURONEXT) |
Sep11 |
110909 |
3064.0 |
3078.0 |
2941.0 |
2974.5 |
-109.0 |
103,662 |
323,314 |
+2,445 |
Oct11 |
110909 |
3057.0 |
3070.0 |
2938.0 |
2969.5 |
-109.0 |
1,867 |
12,054 |
+24 |
Nov11 |
110909 |
3025.0 |
3025.0 |
2984.5 |
2984.5 |
-88.0 |
4 |
15 |
+3 |
Total Volume and Open Interest |
105,568 |
336,610 |
+2,476 |
Hang Seng Index(HKFE) |
Sep11 |
110909 |
19927 |
20072 |
19722 |
19723 |
-134 |
85,172 |
96,661 |
-3,359 |
Oct11 |
110909 |
19898 |
20064 |
19728 |
19729 |
-131 |
670 |
1,736 |
+125 |
Total Volume and Open Interest |
86,027 |
104,272 |
-3,195 |
DAX(EUREX) |
Sep11 |
110909 |
5352.0 |
5402.5 |
5140.5 |
5185.5 |
-220.5 |
212,951 |
191,859 |
-393 |
Dec11 |
110909 |
5357.5 |
5408.5 |
5150.5 |
5196.0 |
-222.0 |
16,357 |
28,415 |
+5,540 |
Mar12 |
110909 |
5379.0 |
5424.5 |
5176.0 |
5211.5 |
-224.5 |
1,131 |
3,225 |
+363 |
Total Volume and Open Interest |
230,439 |
223,499 |
+5,510 |
FT-SE 100(EURONEXT) |
Sep11 |
110909 |
5293.00 |
5353.50 |
5164.00 |
5219.00 |
-112.50 |
145,415 |
562,051 |
-34,309 |
Dec11 |
110909 |
5314.50 |
5328.50 |
5142.00 |
5193.50 |
-113.50 |
37,373 |
127,215 |
+41,137 |
Mar12 |
110909 |
5256.00 |
5256.00 |
5159.00 |
5159.00 |
-112.50 |
0 |
306 |
+0 |
Total Volume and Open Interest |
182,808 |
690,039 |
+6,828 |
SPI 200(SFE) |
Sep11 |
110909 |
4192.0 |
4232.0 |
4161.0 |
4176.0 |
-11.0 |
47,349 |
242,524 |
+1,197 |
Dec11 |
110909 |
4203.0 |
4243.0 |
4175.0 |
4187.0 |
-11.0 |
8,865 |
18,217 |
+7,544 |
Mar12 |
110909 |
4165.0 |
4165.0 |
4165.0 |
4165.0 |
-11.0 |
126 |
2,057 |
+44 |
Total Volume and Open Interest |
56,566 |
265,510 |
+8,732 |
GSCI(CME) |
Sep11 |
110909 |
664.00 |
664.00 |
653.00 |
657.15 |
-10.85 |
1,736 |
6,929 |
-1,542 |
Oct11 |
110909 |
662.50 |
662.50 |
652.00 |
655.50 |
-11.35 |
1,575 |
1,712 |
+1,535 |
Nov11 |
110909 |
657.50 |
668.55 |
654.00 |
657.50 |
-11.00 |
|
|
|
Total Volume and Open Interest |
3,311 |
8,641 |
-7 |
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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