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MRCI's End of Day Prices

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MRCI's End of Day Prices

Daily Futures Price Listing Mon September 12, 2011
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Sep11 110912 1415.00 1415.00 1381.50 1387.50 -29.00 1,878 1,350 -510
Nov11 110912 1432.00 1432.25 1388.50 1396.00 -30.75 89,327 348,038 +933
Jan12 110912 1442.00 1442.00 1399.50 1406.25 -30.50 23,383 76,068 +1,404
Mar12 110912 1445.50 1446.50 1406.75 1413.00 -29.50 12,637 51,997 +1,516
May12 110912 1447.50 1449.00 1410.00 1416.00 -28.25 9,509 58,397 +2,760
Jul12 110912 1452.75 1453.75 1417.50 1422.25 -27.75 6,238 32,956 +640
Aug12 110912 1410.00 1436.75 1410.00 1410.00 -26.75 64 623 -15
Sep12 110912 1397.75 1416.50 1391.50 1391.50 -25.00 130 429 -3
Nov12 110912 1399.75 1400.00 1370.00 1376.00 -23.50 4,504 29,823 +1,794
Jan13 110912 1403.50 1404.00 1380.50 1380.50 -23.50 4 5,179 +2
Mar13 110912 1382.25 1405.00 1382.25 1382.25 -22.75 0 129 +0
May13 110912 1381.00 1403.00 1381.00 1381.00 -22.00 39 31 +11
Jul13 110912 1383.50 1406.50 1383.50 1383.50 -23.00 16 168 +12
Aug13 110912 1370.50 1394.00 1370.50 1370.50 -23.50      
Total Volume and Open Interest 147,755 606,360 +8,559
Soybean Meal(CBOT)
Sep11 110912 368.10 368.10 358.30 360.10 -8.60 2,694 1,588 -857
Oct11 110912 371.30 371.30 359.10 361.30 -9.00 11,564 32,683 -716
Dec11 110912 376.20 376.40 363.60 365.80 -9.30 28,937 118,796 -325
Jan12 110912 377.10 377.50 365.90 367.90 -9.40 935 12,383 +151
Mar12 110912 379.70 380.20 369.00 370.90 -9.00 781 9,782 +12
May12 110912 381.20 381.60 370.70 372.50 -8.70 749 12,596 -84
Jul12 110912 383.40 383.40 373.30 374.60 -8.40 699 7,501 +130
Aug12 110912 373.20 378.80 370.70 370.70 -8.10 140 928 +35
Sep12 110912 369.40 369.50 364.20 364.20 -7.80 198 957 +27
Oct12 110912 360.50 364.00 357.80 357.80 -6.20 56 970 -23
Total Volume and Open Interest 47,321 201,696 -1,588
Soybean Oil(CBOT)
Sep11 110912 58.18 58.20 57.13 57.25 -0.95 852 1,256 -26
Oct11 110912 58.44 58.58 57.22 57.39 -0.95 8,368 35,441 -168
Dec11 110912 58.71 58.97 57.58 57.75 -0.96 38,857 163,886 +2,097
Jan12 110912 58.89 59.09 57.77 57.92 -0.97 4,703 31,713 -224
Mar12 110912 59.11 59.31 57.99 58.16 -0.95 3,478 26,296 +362
May12 110912 59.22 59.28 58.06 58.21 -0.95 1,609 19,194 +92
Jul12 110912 59.50 59.50 58.19 58.39 -0.92 897 11,049 +183
Aug12 110912 58.64 59.26 58.15 58.31 -0.95 289 1,988 +144
Sep12 110912 59.15 59.15 57.95 58.20 -0.97 338 1,532 +66
Oct12 110912 58.50 58.50 57.90 57.95 -0.97 108 1,838 +2
Total Volume and Open Interest 60,379 299,757 +2,856
Canola(WCE)
Nov11 110912 574.0 576.6 562.1 565.9 -7.1 11,395 102,226 -1,583
Jan12 110912 586.2 586.2 572.2 575.7 -6.9 2,585 42,324 +100
Mar12 110912 594.1 594.1 580.3 584.6 -6.9 2,133 21,621 -1
May12 110912 598.9 598.9 586.7 590.6 -6.3 653 10,839 +316
Jul12 110912 597.9 597.9 591.0 595.3 -5.7 435 5,228 +38
Total Volume and Open Interest 18,440 188,770 -264
Corn(CBOT)
Sep11 110912 726.00 736.50 717.00 734.25 +8.25 2,136 2,663 -952
Dec11 110912 737.00 748.50 726.25 745.50 +9.00 156,547 718,581 -3,812
Mar12 110912 749.75 761.25 738.75 758.50 +9.25 43,892 214,603 +5,819
May12 110912 756.75 767.75 745.50 765.50 +9.75 12,032 51,126 +313
Jul12 110912 760.25 771.75 750.00 770.00 +10.00 11,838 85,472 -108
Sep12 110912 699.00 708.00 691.75 705.00 +5.50 1,995 20,007 +720
Dec12 110912 656.00 666.00 645.00 663.00 +6.50 7,490 102,339 -342
Mar13 110912 662.75 672.75 658.00 672.00 +7.00 131 18,490 +61
May13 110912 666.50 677.00 666.50 677.00 +7.00 33 663 -7
Jul13 110912 671.00 682.00 671.00 681.00 +7.00 51 905 -13
Total Volume and Open Interest 236,262 1,225,938 +1,676
Wheat(CBOT)
Sep11 110912 690.00 701.00 686.00 699.75 -1.25 243 92 -269
Dec11 110912 730.00 735.00 710.25 727.25 -2.50 40,612 215,205 +1,194
Mar12 110912 763.50 767.50 745.50 762.25 -2.25 9,988 81,241 -178
May12 110912 784.50 787.25 765.00 781.25 -3.25 3,791 17,588 +316
Jul12 110912 788.50 793.75 769.25 786.50 -3.00 4,452 55,056 +553
Sep12 110912 799.25 800.50 782.00 797.25 -3.25 226 3,195 +43
Total Volume and Open Interest 60,640 401,564 +1,814
Wheat(KCBT)
Sep11 110912 791.50 803.00 791.25 803.00 -7.25 10 31 -42
Dec11 110912 835.00 835.00 805.50 826.00 -6.50 12,270 92,784 -2,587
Mar12 110912 846.75 847.25 819.50 840.25 -4.75 6,766 32,191 +1,494
May12 110912 847.00 850.00 824.50 845.25 -1.75 373 4,314 +68
Jul12 110912 843.75 846.25 823.25 843.25 -0.75 2,006 22,297 +785
Sep12 110912 854.50 854.50 833.75 852.25 +0.25 56 1,494 -13
Total Volume and Open Interest 21,490 155,066 -303
Wheat(MGE)
Sep11 110912 926.25 945.00 926.00 939.50 -6.25 9 181 -91
Dec11 110912 910.00 911.00 884.25 901.50 -5.75 3,045 21,398 -47
Mar12 110912 906.00 906.00 884.25 900.50 -3.50 409 8,787 +134
May12 110912 904.00 904.00 883.00 899.00 -2.00 165 3,609 +22
Jul12 110912 898.25 898.25 878.25 896.00 -2.25 125 4,764 +0
Total Volume and Open Interest 3,793 42,353 +23
Oats(CBOT)
Sep11 110912 345.00 348.25 345.00 345.00 -3.25 0 27 +0
Dec11 110912 346.75 349.00 338.25 345.00 -3.25 1,256 12,061 +102
Mar12 110912 353.25 358.75 349.00 355.00 -3.00 148 1,286 +24
May12 110912 363.00 365.00 357.00 362.50 -2.50 6 50 +5
Total Volume and Open Interest 1,411 13,459 +132
Rough Rice(CBOT)
Sep11 110912 18.25 18.25 18.06 18.17 +0.11 37 64 -11
Nov11 110912 18.33 18.54 18.10 18.37 +0.04 1,085 14,666 +94
Jan12 110912 18.68 18.81 18.41 18.64 +0.01 201 1,861 +21
Mar12 110912 18.70 19.02 18.70 18.92 +0.03 85 1,044 +21
Total Volume and Open Interest 1,448 17,826 +144
Live Cattle(CME)
Oct11 110912 118.500 119.450 118.450 119.400 +0.950 44,791 91,738 -7,989
Dec11 110912 118.300 119.100 118.230 118.730 +0.480 35,023 115,473 +4,495
Feb12 110912 121.700 122.500 121.550 122.400 +0.570 12,800 57,383 +2,352
Apr12 110912 125.600 126.500 125.600 126.385 +0.600 7,485 36,402 +1,775
Jun12 110912 124.000 124.850 123.885 124.800 +0.650 1,608 13,766 +415
Aug12 110912 124.000 124.650 123.700 124.635 +0.535 236 2,166 +68
Total Volume and Open Interest 102,054 318,149 +1,183
Feeder Cattle(CME)
Sep11 110912 133.350 134.325 133.000 133.400 +0.165 479 4,998 -177
Oct11 110912 134.735 136.150 134.450 135.535 +0.685 3,287 11,859 -702
Nov11 110912 136.000 137.235 135.575 136.400 +0.715 3,273 8,285 +351
Jan12 110912 138.075 139.300 137.900 138.785 +0.550 1,713 5,028 +508
Mar12 110912 139.000 140.250 139.000 140.185 +0.685 413 1,571 +134
Apr12 110912 139.985 140.500 139.400 140.050 +0.515 56 379 +12
May12 110912 140.150 141.000 140.150 140.900 +0.400 109 366 +58
Total Volume and Open Interest 9,361 32,610 +210
Lean Hogs(CME)
Oct11 110912 86.900 87.400 86.300 86.680 -0.570 24,306 57,917 -5,986
Dec11 110912 83.385 83.680 82.650 82.730 -0.850 23,301 92,162 +1,157
Feb12 110912 89.000 89.400 88.500 88.800 -0.700 8,497 44,641 +1,587
Apr12 110912 91.930 92.500 91.850 92.350 -0.050 2,966 27,263 +470
May12 110912 96.480 97.000 96.050 96.800 +0.200 48 1,056 +10
Jun12 110912 98.680 99.350 98.680 99.285 +0.105 907 13,484 +381
Jul12 110912 97.000 97.850 97.000 97.700 +0.400 99 3,841 +49
Aug12 110912 95.550 96.500 95.550 96.500 +0.520 61 2,528 +47
Total Volume and Open Interest 60,234 244,170 -2,257
Class III Milk(CME)
Sep11 110912 18.89 18.93 18.87 18.92 unch 174 6,161 +9
Oct11 110912 18.18 18.55 18.18 18.55 +0.28 295 5,350 +94
Nov11 110912 17.93 18.29 17.83 18.17 +0.19 170 4,511 -12
Dec11 110912 17.85 17.99 17.73 17.93 +0.03 52 4,241 +17
Jan12 110912 17.31 17.36 17.23 17.30 -0.06 27 1,688 +11
Total Volume and Open Interest 854 31,930 +171
Cocoa(ICE)
Sep11 110912 2865 2865 2851 2851 -17 26 14 -11
Dec11 110912 2865 2885 2855 2863 -10 10,276 72,104 +1,594
Mar12 110912 2910 2921 2898 2904 -10 3,695 56,111 +834
May12 110912 2911 2925 2910 2918 -6 1,014 16,787 +522
Jul12 110912 2930 2932 2918 2927 -7 492 7,601 +316
Sep12 110912 2933 2945 2930 2935 -10 154 9,429 +56
Dec12 110912 2945 2960 2942 2947 -9 187 7,481 +99
Total Volume and Open Interest 15,848 174,046 +3,414
Coffee "C"(ICE)
Sep11 110912 272.50 275.80 272.50 273.70 +2.45 73 317 -9
Dec11 110912 270.00 274.75 268.15 270.95 +0.95 20,661 75,791 -1,584
Mar12 110912 272.10 277.60 271.20 273.90 +0.85 3,230 21,378 +934
May12 110912 272.95 278.10 272.95 275.10 +0.90 837 9,369 +48
Jul12 110912 271.70 276.45 271.70 273.80 +0.70 163 2,962 +32
Sep12 110912 269.45 274.00 269.40 271.65 +0.50 147 2,483 +35
Total Volume and Open Interest 25,253 114,695 -454
Orange Juice(ICE)
Sep11 110912 167.35 167.35 167.35 167.35 -3.40 6 15 +0
Nov11 110912 168.05 169.50 166.05 168.70 unch 1,055 18,604 +147
Jan12 110912 164.00 165.00 163.80 165.00 +0.75 248 3,104 -96
Mar12 110912 164.00 165.05 164.00 165.05 +0.85 94 1,623 -10
May12 110912 164.75 164.75 164.75 164.75 +0.55 7 508 +7
Jul12 110912 164.60 164.60 164.60 164.60 +1.05 0 145 +0
Total Volume and Open Interest 1,410 24,010 +48
Sugar #11(ICE)
Oct11 110912 28.88 30.21 28.75 29.57 +0.52 64,711 172,391 -22,602
Mar12 110912 27.63 28.32 27.21 28.18 +0.54 51,077 206,038 +6,062
May12 110912 26.14 26.95 25.86 26.83 +0.48 7,825 52,887 +279
Jul12 110912 24.97 25.66 24.65 25.54 +0.39 3,859 65,514 +8
Oct12 110912 24.28 24.90 23.95 24.79 +0.33 1,586 31,120 -267
Total Volume and Open Interest 130,686 574,113 -16,432
London Cocoa(LCE)
Sep11 110912 1814 1816 1800 1808 -7 12,305 27,123 -5,658
Dec11 110912 1856 1859 1840 1847 -9 10,717 76,346 +923
Mar12 110912 1883 1888 1866 1877 -6 3,432 42,604 +455
May12 110912 1896 1901 1880 1892 -5 1,116 16,449 -127
Jul12 110912 1905 1909 1894 1905 -4 777 13,488 +393
Sep12 110912 1919 1919 1909 1915 -3 126 10,327 -4
Dec12 110912 1925 1926 1921 1925 -2 124 9,510 +78
Total Volume and Open Interest 28,597 196,753 -3,940
London Sugar(LCE)
Dec11 110912 703.00 724.60 698.10 723.60 +18.80 4,263 16,239 +1,623
Mar12 110912 692.80 711.20 687.20 710.50 +16.30 1,607 11,928 +221
May12 110912 678.50 698.00 677.00 698.00 +15.20 221 3,912 +71
Aug12 110912 656.50 674.30 656.50 674.30 +11.00 102 2,457 +2
Oct12 110912 629.50 646.40 629.50 646.40 +5.90 30 1,375 +6
Total Volume and Open Interest 12,021 46,481 +278
Cotton(ICE)
Oct11 110912 110.24 110.72 109.86 110.72 +0.42 18 259 +2
Dec11 110912 111.87 113.25 110.90 112.29 +0.42 9,624 95,166 -132
Mar12 110912 108.82 109.45 107.96 109.21 +0.59 2,387 36,513 +77
May12 110912 106.63 107.25 105.94 106.99 +0.53 1,293 6,526 -195
Jul12 110912 105.00 105.58 104.52 105.33 +0.55 447 10,848 +113
Oct12 110912 103.19 103.19 103.19 103.19 +0.75 0 3 +0
Total Volume and Open Interest 13,806 153,520 -148
Lumber(CME)
Sep11 110912 249.0 249.0 237.0 239.0 -7.5 216 279 -97
Nov11 110912 267.9 267.9 259.3 259.3 -10.0 1,057 6,447 +163
Jan12 110912 286.2 286.2 279.0 279.0 -10.0 195 2,472 +3
Mar12 110912 288.7 290.5 288.7 290.5 -8.2 10 443 +0
Total Volume and Open Interest 1,492 9,750 +76
Crude Oil(NYM)
Oct11 110912 86.70 88.97 85.00 88.19 +0.95 349,238 216,667 -16,192
Nov11 110912 86.99 89.08 85.17 88.31 +0.90 101,915 225,540 +9,870
Dec11 110912 87.00 89.30 85.42 88.46 +0.78 79,013 202,430 +961
Jan12 110912 87.02 89.47 85.75 88.64 +0.71 28,566 98,288 -640
Feb12 110912 86.55 89.50 86.05 88.82 +0.64 15,285 31,662 -219
Mar12 110912 87.35 89.62 86.20 89.01 +0.58 17,653 45,328 +2,015
Apr12 110912 87.48 90.01 86.69 89.21 +0.54 9,340 26,341 -744
May12 110912 88.05 90.05 87.54 89.40 +0.48 10,479 25,835 -350
Jun12 110912 87.76 90.37 87.15 89.58 +0.41 20,626 78,013 +1,535
Jul12 110912 87.70 89.80 87.43 89.76 +0.36 2,118 35,957 -31
Aug12 110912 87.93 90.10 87.57 89.90 +0.32 2,178 17,943 -67
Sep12 110912 88.88 90.12 88.88 90.03 +0.28 1,765 17,985 +10
Oct12 110912 90.18 90.18 90.18 90.18 +0.24 2,064 15,631 -148
Nov12 110912 90.33 90.33 90.33 90.33 +0.20 1,299 19,526 +210
Dec12 110912 89.36 91.12 88.25 90.50 +0.17 22,201 152,713 -1,131
Jan13 110912 90.56 90.56 90.56 90.56 +0.16 111 19,706 +92
Total Volume and Open Interest 677,483 1,491,790 -10,565
e-miNY Crude Oil(NYM)
Sep11 110819 81.450 83.550 79.225 82.250 -0.125 9,194 3,327 -634
Oct11 110912 86.575 88.950 84.975 88.200 +0.950 8,551 2,013 +104
Nov11 110912 86.450 89.025 85.175 88.300 +0.900 549 667 +28
Dec11 110912 86.675 89.000 85.725 88.450 +0.775 111 418 +7
Jan12 110912 86.650 88.650 86.650 88.650 +0.725 10 273 +1
Feb12 110912 88.825 88.825 88.825 88.825 +0.650 5 17 +0
Mar12 110912 89.000 89.000 89.000 89.000 +0.575 0 19 +0
Apr12 110912 89.200 89.200 89.200 89.200 +0.525 0 8 +0
May12 110912 87.500 89.400 87.500 89.400 +0.475 0 7 +0
Jun12 110912 89.950 90.200 89.575 89.575 +0.400 0 12 +0
Total Volume and Open Interest 9,226 3,646 +140
Heating Oil(NYM)
Oct11 110912 297.86 298.34 292.75 294.75 -3.83 58,856 85,732 -921
Nov11 110912 298.11 299.30 293.68 295.69 -3.69 20,946 53,290 +590
Dec11 110912 297.82 300.24 294.41 296.62 -3.48 16,563 52,299 -665
Jan12 110912 299.13 300.80 295.00 297.58 -3.29 12,170 36,551 +991
Feb12 110912 295.46 299.36 295.46 297.35 -3.12 3,194 12,201 +480
Mar12 110912 297.52 297.76 293.34 296.29 -2.92 2,479 10,780 +735
Apr12 110912 294.51 294.53 293.71 294.08 -2.63 742 6,395 +29
May12 110912 291.54 292.34 291.34 291.96 -2.54 998 5,615 -19
Jun12 110912 287.90 293.95 287.90 290.79 -2.51 4,495 30,887 +891
Jul12 110912 290.69 290.98 290.69 290.98 -2.46 19 2,786 +13
Aug12 110912 293.35 293.35 291.40 291.40 -2.41 506 1,272 +2
Sep12 110912 291.44 291.85 291.44 291.85 -2.36 51 2,321 -11
Total Volume and Open Interest 121,952 316,848 +2,742
Gasoline(NYMEX)
Oct11 110912 276.34 277.66 270.64 273.82 -3.28 64,154 72,775 -4,416
Nov11 110912 271.30 274.90 267.91 271.14 -2.35 43,787 53,678 +1,440
Dec11 110912 270.80 273.17 266.17 269.47 -1.94 25,125 43,835 -1,442
Jan12 110912 269.70 272.24 266.22 269.24 -1.76 10,008 31,589 +1,639
Feb12 110912 268.61 269.87 266.01 269.87 -1.64 3,658 10,356 +33
Mar12 110912 270.88 271.60 268.13 270.88 -1.51 3,321 12,616 +32
Apr12 110912 279.65 282.26 279.65 281.54 -1.50 1,783 8,111 +17
May12 110912 279.30 281.67 279.30 281.09 -1.34 577 4,128 +76
Jun12 110912 278.55 282.13 276.52 279.69 -1.24 1,488 13,166 +236
Jul12 110912 277.19 277.19 277.19 277.19 -1.16 255 1,523 -108
Total Volume and Open Interest 156,717 268,736 -1,888
e-miNY RBOB Gasoline(NYM)
Oct11 110912 273.80 273.82 273.80 273.80 -3.30 0 1 +0
Nov11 110912 271.10 271.14 271.10 271.10 -2.40      
Dec11 110912 269.50 269.50 269.47 269.50 -1.90 1 1 +1
Jan12 110912 269.20 269.24 269.20 269.20 -1.80 0 1 +0
Total Volume and Open Interest 1 4 +1
Natural Gas(NYM)
Oct11 110912 3.900 3.925 3.826 3.885 -0.030 120,626 150,654 -7,383
Nov11 110912 3.979 4.008 3.916 3.966 -0.032 46,888 199,710 -2,465
Dec11 110912 4.151 4.202 4.120 4.172 -0.024 29,091 85,770 -4
Jan12 110912 4.264 4.319 4.236 4.292 -0.016 33,532 162,319 +2,116
Feb12 110912 4.300 4.331 4.250 4.310 -0.014 7,458 37,562 -121
Mar12 110912 4.270 4.304 4.222 4.285 -0.013 14,534 43,759 +1,669
Apr12 110912 4.239 4.280 4.200 4.262 -0.014 10,725 73,906 -1,382
May12 110912 4.275 4.304 4.230 4.290 -0.015 1,178 17,992 -105
Jun12 110912 4.313 4.350 4.279 4.332 -0.015 615 14,117 +26
Jul12 110912 4.378 4.391 4.349 4.378 -0.015 352 11,036 +100
Aug12 110912 4.385 4.419 4.384 4.406 -0.015 257 10,256 +12
Sep12 110912 4.410 4.428 4.385 4.411 -0.015 558 9,191 -169
Oct12 110912 4.444 4.462 4.410 4.442 -0.014 4,651 45,028 +670
Nov12 110912 4.570 4.624 4.570 4.607 -0.011 274 8,792 +88
Dec12 110912 4.840 4.883 4.840 4.867 -0.009 388 12,437 -115
Jan13 110912 4.985 5.015 4.975 5.002 -0.006 363 21,376 +110
Total Volume and Open Interest 272,032 969,993 -6,823
Brent Crude Oil(ICE)
Oct11 110912 111.87 113.76 110.42 112.25 -0.52 202,666 93,769 -19,988
Nov11 110912 109.94 111.40 108.44 110.19 -0.74 179,375 176,649 -73
Dec11 110912 108.99 110.36 107.41 109.01 -1.00 134,122 161,978 +6,824
Jan12 110912 108.45 109.65 106.85 108.35 -1.09 28,768 50,548 +2,832
Feb12 110912 107.97 109.22 106.44 107.95 -1.08 14,901 27,111 +550
Mar12 110912 107.64 108.91 106.12 107.65 -1.06 13,627 43,788 +541
Apr12 110912 107.37 108.45 105.98 107.42 -1.03 7,054 14,119 +438
May12 110912 107.11 108.07 105.75 107.21 -0.99 5,017 13,770 -922
Jun12 110912 106.86 108.20 105.51 106.99 -0.97 18,709 49,255 -775
Jul12 110912 106.81 106.81 106.81 106.81 -0.94 3,369 11,392 +20
Aug12 110912 106.61 106.61 106.61 106.61 -0.91 1,675 8,143 +230
Sep12 110912 106.37 106.37 106.37 106.37 -0.87 2,748 11,585 +348
Oct12 110912 106.12 106.12 106.12 106.12 -0.84 1,116 6,886 +121
Nov12 110912 105.83 105.83 105.83 105.83 -0.81 1,329 9,069 +288
Total Volume and Open Interest 651,232 869,798 -5,026
Gas Oil(ICE)
Sep11 110912 941.50 941.50 920.25 939.50 unch 33,746 6,031 -13,545
Oct11 110912 934.25 938.50 921.00 933.25 -5.50 99,159 158,064 +1,974
Nov11 110912 931.00 936.50 917.50 931.00 -4.50 38,743 95,686 +3,543
Dec11 110912 925.25 933.75 914.50 928.50 -3.75 37,022 67,057 +973
Jan12 110912 923.50 932.00 912.50 927.00 -3.25 13,049 58,275 -890
Feb12 110912 922.75 925.50 912.00 925.00 -3.00 4,887 29,194 -483
Mar12 110912 920.25 927.00 907.50 922.50 -3.00 4,723 20,036 +664
Apr12 110912 911.75 924.75 906.50 920.25 -3.00 3,682 15,942 -25
May12 110912 915.50 921.75 905.25 917.75 -3.25 2,857 13,060 +237
Jun12 110912 914.25 921.75 903.25 916.50 -3.50 8,273 38,524 +1,071
Total Volume and Open Interest 252,958 584,172 -6,525
Ethanol(CBOT)
Sep11 110906 2.835 2.850 2.835 2.840 -0.052 84 85 -31
Oct11 110912 2.773 2.789 2.762 2.781 +0.017 130 1,265 -7
Nov11 110912 2.736 2.754 2.736 2.746 +0.017 88 1,259 +38
Dec11 110912 2.708 2.718 2.706 2.710 +0.015 94 1,385 -27
Jan12 110912 2.647 2.656 2.637 2.651 +0.011 26 886 +11
Feb12 110912 2.639 2.654 2.639 2.650 +0.017 39 947 -4
Mar12 110912 2.666 2.666 2.666 2.666 +0.026 25 981 +15
Apr12 110912 2.672 2.680 2.672 2.674 +0.023 14 652 +12
Total Volume and Open Interest 488 10,401 +82
WTI Crude Oil(ICE)
Oct11 110912 86.52 88.96 85.00 88.19 +0.95 84,903 45,687 -6,267
Nov11 110912 86.67 89.04 85.21 88.31 +0.90 35,461 62,876 +5,345
Dec11 110912 86.50 89.27 85.42 88.46 +0.78 40,221 92,025 +1,268
Jan12 110912 86.25 89.25 85.66 88.64 +0.71 11,836 22,803 -388
Feb12 110912 86.13 89.28 86.13 88.82 +0.64 5,971 10,741 -8
Mar12 110912 86.65 89.48 86.28 89.01 +0.58 8,231 16,504 +342
Apr12 110912 86.94 89.67 86.52 89.21 +0.54 2,298 5,434 +123
May12 110912 87.17 89.85 86.83 89.40 +0.48 1,717 6,732 -22
Jun12 110912 88.10 90.04 87.00 89.58 +0.41 7,868 26,618 -321
Jul12 110912 89.76 89.76 89.76 89.76 +0.36 228 7,289 +17
Aug12 110912 89.90 89.90 89.90 89.90 +0.32 37 3,976 +3
Sep12 110912 90.03 90.03 90.03 90.03 +0.28 611 7,278 +526
Oct12 110912 90.18 90.18 90.18 90.18 +0.24 41 1,472 +0
Nov12 110912 90.33 90.33 90.33 90.33 +0.20 12 2,529 +2
Dec12 110912 89.09 91.40 88.24 90.50 +0.17 8,699 46,122 -632
Jan13 110912 90.56 90.56 90.56 90.56 +0.16 5 1,962 +0
Total Volume and Open Interest 211,478 441,513 -2,725
US Dollar Index(ICE)
Sep11 110912 77.580 77.885 77.130 77.665 +0.365 56,085 43,938 -1,440
Dec11 110912 77.980 78.295 77.645 78.168 +0.448 13,629 6,551 +2,223
Mar12 110912 78.558 78.560 78.558 78.558 +0.507 0 3 +0
Total Volume and Open Interest 69,715 50,494 +784
Australian Dollar(CME)
Sep11 110912 104.17 104.31 102.47 102.54 -1.76 138,946 97,012 -3,314
Dec11 110912 103.16 103.19 101.40 101.47 -1.70 17,809 38,097 +8,120
Mar12 110912 100.62 102.24 100.62 100.62 -1.62 1 5 +0
Total Volume and Open Interest 156,765 135,207 +4,800
British Pound(CME)
Sep11 110912 158.38 158.86 157.72 158.11 -0.51 120,368 113,502 +6,873
Dec11 110912 158.10 158.72 157.59 157.99 -0.49 13,633 20,726 +4,750
Mar12 110912 157.90 158.37 157.90 157.90 -0.47 0 31 +0
Total Volume and Open Interest 134,001 134,265 +11,623
Canadian Dollar(CME)
Sep11 110912 100.28 100.83 99.67 100.27 +0.02 102,734 92,170 +1,511
Dec11 110912 100.00 100.66 99.51 100.09 +0.02 12,353 20,662 +1,669
Mar12 110912 99.90 100.50 99.57 100.04 +0.03 199 2,194 +72
Jun12 110912 99.96 99.96 99.96 99.96 unch 163 528 +89
Total Volume and Open Interest 115,547 115,846 +3,399
Japanese Yen(CME)
Sep11 110912 128.97 130.30 128.89 129.25 +0.15 127,726 104,722 -4,656
Dec11 110912 129.15 130.50 129.07 129.44 +0.17 22,108 21,980 +7,263
Mar12 110912 129.65 129.65 129.48 129.65 +0.17 57 99 +25
Total Volume and Open Interest 149,891 126,822 +2,632
Swiss Franc(CME)
Sep11 110912 112.53 113.65 112.01 112.73 -0.37 26,010 37,477 -1,453
Dec11 110912 112.73 113.99 112.34 113.10 -0.33 3,352 6,837 +415
Mar12 110912 113.21 113.76 113.21 113.46 -0.30 1 538 +1
Total Volume and Open Interest 29,363 44,863 -1,037
EuroFX(CME)
Sep11 110912 135.74 136.95 134.97 135.75 -0.83 472,976 214,717 +18,858
Dec11 110912 135.72 136.93 135.00 135.73 -0.81 57,772 37,974 +14,757
Mar12 110912 135.90 137.04 134.96 135.81 -0.78 298 800 +279
Total Volume and Open Interest 531,048 254,327 +33,896
Mexican Peso(CME)
Sep11 110912 787.0 792.2 768.8 770.5 -19.5 49,360 70,622 -8,839
Oct11 110912 768.8 787.8 768.8 768.8 -19.0      
Total Volume and Open Interest 68,216 112,364 +3,953
Brazilian Real(CME)
Oct11 110912 577.30 590.25 577.30 577.30 -12.95      
Nov11 110912 574.65 587.65 574.65 574.65 -13.00 1,500 1,500 +1,500
Dec11 110912 585.00 585.00 572.00 572.00 -13.00 1,754 4,556 +1,206
Jan12 110912 569.35 582.35 569.35 569.35 -13.00 0 14,366 +0
Total Volume and Open Interest 3,254 36,669 +2,706
30-Year T-Bonds(CBOT)
Sep11 110912 142~170 143~060 141~310 142~190 +0~030 7,337 32,724 -1,752
Dec11 110912 141~120 141~310 140~230 141~120 +0~020 314,893 615,613 +6,783
Mar12 110912 141~050 141~050 140~020 140~120 +0~020 14 53 +10
Total Volume and Open Interest 322,244 648,390 +5,041
10-Year T-Notes(CBOT)
Sep11 110912 131~240 131~315 131~090 131~150 -0~095 21,626 34,437 -4,333
Dec11 110912 131~005 131~040 130~120 130~190 -0~095 1,147,837 1,686,236 +1,529
Mar12 110912 129~220 129~315 129~220 129~220 -0~095 0 3 +0
Total Volume and Open Interest 1,169,463 1,720,676 -2,804
5-Year T-Notes(CBOT)
Sep11 110912 124~026 124~026 123~096 123~108 -0~033 16,746 65,770 -1,634
Dec11 110912 123~039 123~047 122~109 122~124 -0~035 577,435 1,318,129 +35,407
Mar12 110912 122~020 122~055 122~020 122~020 -0~035      
Total Volume and Open Interest 594,181 1,383,899 +33,773
2 Year T-Notes(CBOT)
Sep11 110912 110~041 110~042 110~031 110~032 -0~010 8,139 26,114 -4,514
Dec11 110912 110~039 110~039 110~026 110~027 -0~011 159,331 748,129 +8,572
Mar12 110912 110~022 110~033 110~022 110~022 -0~011 7 138 +7
Total Volume and Open Interest 167,477 774,381 +4,065
Eurodollars(CME)
Sep11 110912 99.625 99.635 99.610 99.628 +0.005 299,417 1,084,197 +9,458
Dec11 110912 99.430 99.440 99.390 99.425 -0.010 397,404 1,058,437 -5,306
Mar12 110912 99.430 99.440 99.400 99.425 -0.015 248,371 1,059,878 +6,630
Jun12 110912 99.460 99.470 99.435 99.455 -0.015 193,803 1,167,129 +7,798
Sep12 110912 99.475 99.485 99.455 99.465 -0.020 156,104 816,164 -10,026
Dec12 110912 99.480 99.485 99.450 99.460 -0.025 141,861 764,400 -95
Mar13 110912 99.485 99.490 99.450 99.460 -0.030 125,197 722,396 +4,919
Jun13 110912 99.435 99.445 99.400 99.415 -0.030 106,243 557,704 -2,639
Sep13 110912 99.340 99.360 99.310 99.325 -0.025 87,363 518,877 +7,997
Dec13 110912 99.195 99.210 99.155 99.175 -0.025 86,845 408,974 +783
Mar14 110912 99.040 99.065 98.995 99.020 -0.025 64,497 277,640 -619
Jun14 110912 98.865 98.890 98.810 98.835 -0.035 59,943 279,383 -267
Sep14 110912 98.690 98.715 98.620 98.650 -0.040 48,797 151,415 -1,573
Dec14 110912 98.510 98.535 98.425 98.455 -0.050 45,326 158,546 +1,739
Mar15 110912 98.325 98.355 98.235 98.270 -0.060 31,037 126,643 +2,605
Jun15 110912 6.415 6.435 6.305 6.340 -0.065 26,938 119,091 +417
Sep15 110912 6.230 6.255 6.125 6.160 -0.070 18,629 76,875 -21
Dec15 110912 6.065 6.080 5.950 5.985 -0.070 19,624 71,867 +1,263
Total Volume and Open Interest 2,206,931 9,668,530 +25,517
30 Day Federal Funds(CBOT)
Sep11 110912 99.915 99.915 99.910 99.912 unch 4,770 54,755 -78
Oct11 110912 99.925 99.925 99.915 99.920 unch 2,185 63,198 +128
Nov11 110912 99.925 99.930 99.915 99.920 unch 2,043 57,085 +833
Dec11 110912 99.930 99.930 99.920 99.925 -0.005 3,284 67,568 +684
Jan12 110912 99.925 99.925 99.915 99.920 unch 1,706 56,860 -332
Feb12 110912 99.920 99.920 99.915 99.915 unch 1,539 49,102 +350
Total Volume and Open Interest 26,846 711,757 -837
30 Day Fed Funds(e-CBOT)
3-Mth Euro-Yen(CME)
Sep11 110912 99.670 99.670 99.670 99.670 -0.005 0 191 +0
Dec11 110912 99.680 99.680 99.680 99.680 -0.007 0 332 +0
Mar12 110912 99.680 99.680 99.680 99.680 -0.007 0 340 +0
Jun12 110912 99.677 99.677 99.677 99.677 -0.007      
Sep12 110912 99.600 99.600 99.600 99.600 -0.010      
Dec12 110912 99.660 99.660 99.660 99.660 -0.010      
Mar13 110912 99.660 99.660 99.660 99.660 -0.010      
Jun13 110912 99.615 99.615 99.615 99.615 -0.010      
Sep13 110912 99.475 99.475 99.475 99.475 -0.010      
Dec13 110912 99.335 99.335 99.335 99.335 -0.010      
Total Volume and Open Interest 0 863 +0
3-Mth Euro-Yen(SGX)
Sep11 110912 99.67 99.67 99.67 99.67 -0.01 0 1,597 +0
Dec11 110912 99.68 99.68 99.68 99.68 -0.01 291 2,008 -291
Mar12 110912 99.68 99.68 99.68 99.68 -0.01 0 2,338 +0
Jun12 110912 99.68 99.68 99.68 99.68 -0.01 0 1,380 +0
Sep12 110912 99.60 99.60 99.60 99.60 -0.01 0 411 +0
Dec12 110912 99.66 99.66 99.66 99.66 -0.01 0 51 +0
Mar13 110912 99.66 99.66 99.66 99.66 -0.01 0 1 +0
Jun13 110912 99.61 99.61 99.61 99.61 -0.01      
Total Volume and Open Interest 291 7,788 -291
Japanese Gov't Bonds(SGX)
Dec11 110912 142.54 142.77 142.50 142.69 +0.11 913 26,021 -80
Mar12 110912 142.25 142.25 141.12 141.12 +0.11      
Jun12 110912 139.03 139.03 139.03 139.03 +0.11      
Total Volume and Open Interest 913 26,021 -80
Euro-Bund(EUREX)
Sep11 110908 138.06 138.21 137.88 138.16 +0.36 503,408 13,816 -233,404
Dec11 110912 138.05 138.61 137.95 138.24 +0.47 847,945 868,798 +9,229
Mar12 110912 138.67 138.82 138.41 138.55 +0.47 45 154 +20
Total Volume and Open Interest 847,990 868,952 +9,249
Euro-Bobl(EUREX)
Sep11 110908 123.63 123.63 123.32 123.43 +0.10 337,746 22,370 -197,382
Dec11 110912 123.19 123.31 122.91 123.04 +0.01 470,448 691,525 -14,656
Mar12 110912 123.19 123.19 123.19 123.19 +0.01 95 25 +25
Total Volume and Open Interest 470,543 691,550 -14,631
3-Mth Euribor(EUREX)
Sep11 110912 98.520 98.520 98.515 98.515 -0.005 55 1,721 -55
Dec11 110912 98.925 98.925 98.880 98.880 -0.035 58 1,480 +0
Mar12 110912 99.005 99.005 98.975 98.975 -0.050 23 2,383 +23
Total Volume and Open Interest 368 9,851 -128
Long Gilt(LIFFE)
Sep11 110912 131~19 132~16 131~19 131~31 +0~26 4,167 51,308 +884
Dec11 110912 130~10 131~09 130~09 130~22 +0~26 93,730 353,233 +186
Total Volume and Open Interest 97,897 404,541 +1,070
3-Mth Short Sterling(LIFFE)
Sep11 110912 99.07 99.08 99.06 99.08 unch 36,518 339,675 -11,846
Dec11 110912 98.98 99.00 98.96 99.00 unch 48,272 455,829 +8,171
Mar12 110912 99.03 99.05 99.01 99.03 -0.01 56,629 397,913 +14,258
Jun12 110912 99.08 99.10 99.06 99.08 +0.01 38,001 226,183 -2,335
Sep12 110912 99.09 99.12 99.08 99.11 +0.03 27,722 285,577 +2,159
Dec12 110912 99.08 99.10 99.06 99.08 +0.03 29,562 228,869 +110
Total Volume and Open Interest 343,153 2,452,001 +19,811
3-Mth Euribor(LIFFE)
Sep11 110912 98.535 98.540 98.500 98.515 -0.005 181,103 632,692 +16,682
Dec11 110912 98.925 98.970 98.855 98.880 -0.035 298,411 664,507 +19,318
Mar12 110912 99.025 99.085 98.945 98.975 -0.050 169,991 515,136 +9,228
Total Volume and Open Interest 1,453,154 3,612,485 +58,531
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 110912 95.65 95.85 95.64 95.83 +0.16 43,532 251,318 +7,170
Mar12 110912 95.95 96.17 95.94 96.14 +0.18 19,568 172,889 +2,889
Jun12 110912 96.06 96.27 96.04 96.24 +0.17 7,639 95,906 +1,838
Sep12 110912 96.03 96.25 96.03 96.21 +0.16 2,569 65,750 -532
Dec12 110912 96.00 96.16 96.00 96.13 +0.17 3,013 38,696 -1,480
Mar13 110912 95.85 96.06 95.85 96.06 +0.20 1,127 39,421 +745
Jun13 110912 95.76 96.00 95.76 95.99 +0.22 1,784 21,582 +640
Sep13 110912 95.66 95.90 95.66 95.89 +0.22 1,067 5,337 +674
Dec13 110912 95.58 95.81 95.58 95.81 +0.22 104 1,832 +34
Total Volume and Open Interest 80,429 692,914 +12,004
10-Year Aus T-Bonds(SFE)
Sep11 110912 95.73 95.89 95.73 95.89 +0.16 62,838 364,527 -13,519
Dec11 110912 95.70 95.86 95.70 95.86 +0.15 32,838 34,639 +25,138
Total Volume and Open Interest 95,676 399,166 +11,619
3-Year Aus T-Bonds(SFE)
Sep11 110912 96.25 96.47 96.25 96.46 +0.20 148,546 637,509 -12,995
Dec11 110912 96.32 96.53 96.32 96.52 +0.20 47,423 48,726 +41,807
Total Volume and Open Interest 195,969 686,235 +28,812
Gold(CMX)
Oct11 110912 1860.5 1862.9 1801.8 1810.6 -46.5 10,416 32,808 -199
Dec11 110912 1862.2 1865.2 1804.0 1813.3 -46.2 273,998 346,032 +3,606
Feb12 110912 1866.8 1867.0 1808.4 1815.5 -46.1 4,256 32,425 +275
Apr12 110912 1859.4 1864.9 1810.4 1817.5 -46.1 596 8,606 +136
Jun12 110912 1859.3 1859.3 1815.0 1819.7 -46.0 360 17,091 +40
Aug12 110912 1856.8 1856.8 1818.0 1821.7 -46.0 34 6,712 +1
Oct12 110912 1850.3 1850.3 1823.8 1823.8 -46.0 109 4,288 -5
Dec12 110912 1867.1 1867.1 1823.6 1826.0 -45.9 303 13,975 +47
Feb13 110912 1828.2 1828.2 1828.2 1828.2 -45.8 39 3,388 -3
Apr13 110912 1830.4 1830.4 1830.4 1830.4 -45.8 0 333 +0
Jun13 110912 1833.0 1833.0 1833.0 1833.0 -45.7 57 12,431 +10
Total Volume and Open Interest 290,532 518,158 +3,960
Silver(CMX)
Sep11 110912 4122.5 4135.0 3970.0 4016.4 -140.9 230 530 -85
Dec11 110912 4149.0 4160.0 3975.0 4021.7 -140.7 41,042 77,220 +95
Mar12 110912 4145.5 4152.0 3985.5 4025.0 -140.4 745 8,298 -41
May12 110912 4090.5 4094.5 4007.5 4026.3 -140.2 137 2,509 +7
Jul12 110912 4118.0 4118.0 4025.8 4025.8 -139.8 70 1,945 +1
Sep12 110912 4043.0 4043.0 4023.7 4023.7 -139.9 13 537 -5
Dec12 110912 4141.5 4141.5 3979.5 4018.5 -139.3 262 9,459 +120
Total Volume and Open Interest 43,284 113,383 +170
Platinum(NYMEX)
Oct11 110912 1832.0 1843.3 1800.0 1809.4 -28.5 9,376 33,207 -267
Jan12 110912 1839.5 1840.8 1804.2 1813.7 -28.2 855 6,868 +463
Apr12 110912 1845.7 1846.2 1816.1 1818.8 -27.6 45 1,190 +37
Jul12 110912 1821.7 1821.7 1821.7 1821.7 -28.1 0 23 +0
Total Volume and Open Interest 10,276 41,288 +158
Palladium(NYMEX)
Sep11 110912 722.00 725.40 700.15 710.25 -26.85 25 71 -39
Dec11 110912 737.40 739.05 701.20 711.35 -27.25 3,775 19,881 -208
Mar12 110912 82.29 82.29 56.64 57.29 -27.20 14 157 +3
Total Volume and Open Interest 3,814 20,113 -244
Copper(CMX)
Sep11 110912 396.55 396.75 389.40 395.05 -3.70 549 2,633 -274
Dec11 110912 399.45 399.90 390.50 396.55 -3.70 36,185 78,706 +913
Mar12 110912 400.05 401.60 392.55 398.55 -3.65 2,373 24,044 +1,078
May12 110912 399.00 402.30 395.00 399.55 -3.60 501 4,361 +145
Jul12 110912 399.00 400.10 394.70 400.10 -3.55 109 1,092 -1
Total Volume and Open Interest 40,266 118,442 +1,819
DJIA Index(CBOT)
Sep11 110912 10912 11062 10788 11061 +40 889 12,472 -468
Dec11 110912 10850 10990 10745 10989 +40 801 2,757 +594
Mar12 110912 10920 10920 10880 10920 +40      
Jun12 110912 10850 10850 10810 10850 +40      
Total Volume and Open Interest 1,690 15,229 +126
E-mini DJIA Index(CBOT)
Sep11 110912 10926 11068 10768 11061 +40 64,302 64,719 -4,341
Dec11 110912 10846 10998 10695 10989 +40 118,033 19,701 +6,505
Mar12 110912 10750 10920 10750 10920 +40 3 12 +0
Jun12 110912 10850 10850 10850 10850 +40      
Total Volume and Open Interest 182,338 84,432 +2,164
S & P 500(CME)
Sep11 110912 1140.00 1164.00 1134.50 1163.20 +5.10 58,610 357,087 -12,700
Dec11 110912 1137.10 1157.50 1123.90 1157.30 +5.00 51,504 121,509 +30,721
Mar12 110912 1135.00 1152.40 1123.90 1151.90 +5.00 1,935 2,999 +1,912
Jun12 110912 1146.80 1147.30 1118.80 1146.80 +5.00 0 26 +0
Total Volume and Open Interest 112,049 481,721 +19,933
S & P 500 E-Mini(Globex)
Sep11 110912 1143.50 1164.00 1129.50 1163.25 +5.25 1,615,259 2,683,030 -311,535
Dec11 110912 1136.00 1158.00 1123.50 1157.25 +5.00 3,165,441 1,392,352 +561,261
Total Volume and Open Interest 4,780,772 4,076,110 +249,729
NASDAQ 100(CME)
Sep11 110912 2141.50 2197.00 2141.00 2195.00 +26.00 978 30,914 +554
Dec11 110912 2141.00 2193.00 2117.30 2190.30 +26.00 539 873 +305
Mar12 110912 2187.00 2187.80 2187.00 2187.00 +27.20      
Total Volume and Open Interest 1,517 31,787 +859
NASDAQ 100 E-Mini(Globex)
Sep11 110912 2159.80 2198.80 2122.00 2195.00 +26.00 143,421 369,173 -3,301
Dec11 110912 2140.00 2194.00 2117.00 2190.30 +26.00 291,776 81,938 +32,264
Total Volume and Open Interest 435,205 451,146 +28,965
S & P Midcap 400(CME)
Sep11 110912 818.50 830.00 818.50 829.70 +2.80 314 4,996 +103
Dec11 110912 816.00 826.80 803.00 826.80 +2.70 169 176 +166
Mar12 110912 825.10 825.10 825.10 825.10 +2.70      
Total Volume and Open Interest 483 5,172 +269
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Dec11 110912 8500 8540 8390 8535 +25 11,793 27,750 -316
Mar12 110912 8535 8535 8510 8535 +25 2 2 +2
Total Volume and Open Interest 11,795 27,752 -13,446
Nikkei 225(SGX)
Sep11 110908 8775 8875 8760 8795 +5 214,180 204,890 -17,250
Dec11 110912 8670 8685 8445 8450 -200 90,242 174,499 +5,010
Mar12 110912 8650 8650 8440 8440 -200 15 630 +15
Total Volume and Open Interest 90,295 186,745 -159,820
CAC 40(EURONEXT)
Sep11 110912 2917.5 2920.0 2819.5 2853.0 -121.5 126,528 324,745 +1,431
Oct11 110912 2923.0 2923.0 2815.5 2848.0 -121.5 7,894 20,416 +8,362
Nov11 110912 2870.0 2870.0 2833.5 2861.5 -123.0 6 19 +4
Total Volume and Open Interest 134,470 346,429 +9,819
Hang Seng Index(HKFE)
Sep11 110912 19200 19256 18924 18996 -727 85,383 99,868 +3,207
Oct11 110912 19188 19247 18930 18991 -738 899 1,977 +241
Total Volume and Open Interest 86,502 107,744 +3,472
DAX(EUREX)
Sep11 110912 5079.0 5149.0 4962.0 5080.0 -105.5 237,919 196,114 +4,255
Dec11 110912 5082.0 5160.0 4971.0 5088.5 -107.5 15,376 32,114 +3,699
Mar12 110912 5091.0 5168.5 4992.0 5103.5 -108.0 1,969 3,256 +31
Total Volume and Open Interest 255,264 231,484 +7,985
FT-SE 100(EURONEXT)
Sep11 110912 5160.00 5191.50 5056.50 5137.00 -82.00 191,046 539,572 -22,479
Dec11 110912 5130.00 5166.50 5031.50 5112.00 -81.50 52,249 168,898 +41,683
Mar12 110912 5078.00 5078.00 5078.00 5078.00 -81.00 20 316 +10
Total Volume and Open Interest 243,325 709,253 +19,214
SPI 200(SFE)
Sep11 110912 4189.0 4195.0 4029.0 4040.0 -136.0 78,941 233,474 -9,050
Dec11 110912 4198.0 4204.0 4041.0 4051.0 -136.0 34,259 40,998 +22,781
Mar12 110912 4029.0 4029.0 4029.0 4029.0 -136.0 2 2,055 -2
Total Volume and Open Interest 113,476 279,044 +13,534
GSCI(CME)
Sep11 110912 651.90 660.70 651.25 656.15 -1.00 1,680 5,388 -1,541
Oct11 110912 650.00 658.70 649.50 654.25 -1.25 1,740 3,241 +1,529
Nov11 110912 656.00 659.50 652.00 656.00 -1.50      
Total Volume and Open Interest 3,420 8,629 -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.
Copyright © 1989- Moore Research Center, Inc. All Rights Reserved.

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