|
MRCI's End of Day Prices |
Daily Futures Price Listing Wed September 14, 2011 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Sep11 |
110914 |
1383.75 |
1385.00 |
1373.00 |
1374.00 |
-7.25 |
932 |
683 |
-127 |
Nov11 |
110914 |
1393.50 |
1396.50 |
1377.25 |
1382.75 |
-9.00 |
112,506 |
341,897 |
-3,333 |
Jan12 |
110914 |
1403.25 |
1407.50 |
1388.00 |
1393.75 |
-8.75 |
23,513 |
77,414 |
+2,107 |
Mar12 |
110914 |
1411.25 |
1414.50 |
1396.50 |
1400.75 |
-8.75 |
10,970 |
54,188 |
+1,704 |
May12 |
110914 |
1414.50 |
1417.75 |
1397.25 |
1403.75 |
-9.00 |
6,969 |
58,748 |
+64 |
Jul12 |
110914 |
1421.00 |
1424.75 |
1404.75 |
1410.50 |
-9.25 |
5,406 |
34,167 |
+875 |
Aug12 |
110914 |
1400.00 |
1408.50 |
1400.00 |
1400.00 |
-8.50 |
294 |
562 |
-39 |
Sep12 |
110914 |
1382.50 |
1389.00 |
1382.50 |
1382.50 |
-6.50 |
141 |
389 |
-30 |
Nov12 |
110914 |
1374.00 |
1376.00 |
1359.25 |
1368.75 |
-5.50 |
2,605 |
30,267 |
+416 |
Jan13 |
110914 |
1375.75 |
1378.75 |
1374.00 |
1374.00 |
-4.75 |
2 |
5,183 |
+2 |
Mar13 |
110914 |
1378.50 |
1381.50 |
1375.50 |
1375.50 |
-5.00 |
0 |
129 |
+0 |
May13 |
110914 |
1380.00 |
1380.00 |
1374.00 |
1374.00 |
-6.00 |
0 |
31 |
+0 |
Jul13 |
110914 |
1377.00 |
1382.50 |
1377.00 |
1377.00 |
-5.50 |
2 |
168 |
+0 |
Aug13 |
110914 |
1364.50 |
1370.50 |
1364.50 |
1364.50 |
-6.00 |
|
|
|
Total Volume and Open Interest |
163,352 |
605,003 |
+1,645 |
Soybean Meal(CBOT) |
Sep11 |
110914 |
357.20 |
359.30 |
356.80 |
357.90 |
+0.60 |
729 |
156 |
-257 |
Oct11 |
110914 |
360.00 |
361.40 |
356.00 |
358.80 |
+0.80 |
13,838 |
28,669 |
-1,959 |
Dec11 |
110914 |
363.90 |
365.80 |
360.50 |
363.40 |
+0.70 |
45,573 |
111,522 |
-3,443 |
Jan12 |
110914 |
366.40 |
368.00 |
362.80 |
365.40 |
+0.50 |
2,176 |
12,417 |
-121 |
Mar12 |
110914 |
370.00 |
371.00 |
366.50 |
368.60 |
+0.60 |
546 |
9,806 |
-88 |
May12 |
110914 |
371.70 |
372.50 |
368.00 |
370.30 |
+0.60 |
1,444 |
12,192 |
-264 |
Jul12 |
110914 |
373.90 |
374.80 |
369.80 |
372.50 |
+0.60 |
564 |
8,221 |
+121 |
Aug12 |
110914 |
370.50 |
370.80 |
368.10 |
369.00 |
+0.90 |
178 |
958 |
+25 |
Sep12 |
110914 |
367.50 |
367.50 |
363.00 |
363.00 |
+1.20 |
25 |
972 |
+4 |
Oct12 |
110914 |
357.00 |
357.00 |
355.00 |
357.00 |
+2.00 |
6 |
948 |
+1 |
Total Volume and Open Interest |
65,214 |
189,553 |
-5,946 |
Soybean Oil(CBOT) |
Sep11 |
110914 |
56.68 |
57.10 |
56.60 |
56.75 |
-0.41 |
303 |
254 |
-349 |
Oct11 |
110914 |
57.25 |
57.45 |
56.65 |
56.78 |
-0.49 |
11,167 |
34,619 |
-462 |
Dec11 |
110914 |
57.70 |
57.82 |
57.01 |
57.10 |
-0.53 |
53,805 |
157,871 |
-2,508 |
Jan12 |
110914 |
57.80 |
57.98 |
57.19 |
57.26 |
-0.54 |
6,004 |
31,523 |
+186 |
Mar12 |
110914 |
58.04 |
58.22 |
57.45 |
57.50 |
-0.54 |
4,497 |
28,558 |
+1,509 |
May12 |
110914 |
58.15 |
58.30 |
57.48 |
57.55 |
-0.57 |
1,380 |
19,788 |
+472 |
Jul12 |
110914 |
58.27 |
58.46 |
57.70 |
57.70 |
-0.58 |
574 |
11,127 |
+39 |
Aug12 |
110914 |
58.03 |
58.23 |
57.65 |
57.65 |
-0.58 |
188 |
2,106 |
+55 |
Sep12 |
110914 |
58.02 |
58.18 |
57.58 |
57.58 |
-0.60 |
21 |
1,537 |
+0 |
Oct12 |
110914 |
57.75 |
57.93 |
57.33 |
57.33 |
-0.60 |
8 |
1,845 |
-2 |
Total Volume and Open Interest |
78,174 |
294,794 |
-1,120 |
Canola(WCE) |
Nov11 |
110914 |
564.0 |
565.6 |
560.0 |
560.9 |
-2.5 |
14,128 |
98,766 |
-3,394 |
Jan12 |
110914 |
571.0 |
574.8 |
570.0 |
570.5 |
-2.5 |
3,333 |
46,748 |
+2,454 |
Mar12 |
110914 |
579.5 |
583.5 |
578.7 |
579.0 |
-2.5 |
1,120 |
22,083 |
+61 |
May12 |
110914 |
586.9 |
587.8 |
584.3 |
584.9 |
-2.0 |
645 |
11,399 |
+183 |
Jul12 |
110914 |
589.0 |
593.3 |
589.0 |
590.0 |
-1.3 |
109 |
5,199 |
-12 |
Total Volume and Open Interest |
19,789 |
191,780 |
-426 |
Corn(CBOT) |
Sep11 |
110914 |
711.00 |
717.00 |
705.00 |
713.00 |
+3.75 |
1,589 |
1,063 |
-868 |
Dec11 |
110914 |
724.50 |
728.50 |
716.50 |
724.25 |
+1.25 |
227,074 |
696,330 |
-22,251 |
Mar12 |
110914 |
738.00 |
742.00 |
730.00 |
738.00 |
+1.50 |
46,497 |
221,698 |
+3,702 |
May12 |
110914 |
743.75 |
749.00 |
737.25 |
745.50 |
+1.75 |
8,880 |
52,633 |
+443 |
Jul12 |
110914 |
747.75 |
752.25 |
739.75 |
748.75 |
+1.75 |
11,936 |
88,210 |
+1,243 |
Sep12 |
110914 |
683.25 |
693.25 |
679.75 |
693.25 |
+8.50 |
1,150 |
20,510 |
+272 |
Dec12 |
110914 |
642.00 |
653.00 |
639.50 |
651.75 |
+9.75 |
7,783 |
101,821 |
+578 |
Mar13 |
110914 |
651.75 |
661.00 |
651.75 |
661.00 |
+9.75 |
104 |
18,507 |
+19 |
May13 |
110914 |
658.00 |
666.50 |
656.50 |
666.50 |
+10.00 |
21 |
661 |
+2 |
Jul13 |
110914 |
666.75 |
670.50 |
660.25 |
670.50 |
+10.25 |
29 |
913 |
+5 |
Total Volume and Open Interest |
305,246 |
1,213,565 |
-16,794 |
Wheat(CBOT) |
Sep11 |
110914 |
703.50 |
709.50 |
688.75 |
701.75 |
+13.00 |
41 |
47 |
-14 |
Dec11 |
110914 |
703.00 |
712.75 |
698.00 |
704.50 |
+2.50 |
63,669 |
220,553 |
+2,121 |
Mar12 |
110914 |
738.00 |
745.50 |
733.00 |
738.00 |
+1.00 |
14,210 |
78,077 |
-739 |
May12 |
110914 |
757.25 |
762.75 |
752.50 |
756.50 |
+0.50 |
3,705 |
18,876 |
+223 |
Jul12 |
110914 |
764.25 |
769.00 |
759.00 |
761.75 |
-1.25 |
4,232 |
56,371 |
-264 |
Sep12 |
110914 |
772.00 |
781.50 |
772.00 |
776.00 |
+0.75 |
261 |
3,293 |
+37 |
Total Volume and Open Interest |
88,619 |
406,585 |
+1,357 |
Wheat(KCBT) |
Sep11 |
110914 |
765.50 |
765.50 |
765.50 |
765.50 |
-12.00 |
23 |
16 |
-3 |
Dec11 |
110914 |
802.00 |
803.50 |
791.00 |
792.00 |
-10.50 |
14,398 |
91,454 |
-128 |
Mar12 |
110914 |
817.75 |
817.75 |
806.25 |
806.75 |
-10.00 |
2,873 |
32,072 |
+492 |
May12 |
110914 |
815.75 |
822.25 |
811.75 |
811.75 |
-9.50 |
490 |
4,064 |
-7 |
Jul12 |
110914 |
817.00 |
819.00 |
810.50 |
810.75 |
-6.75 |
1,063 |
23,252 |
+57 |
Sep12 |
110914 |
820.50 |
826.00 |
820.50 |
820.75 |
-5.25 |
41 |
1,475 |
+4 |
Total Volume and Open Interest |
18,944 |
154,311 |
+422 |
Wheat(MGE) |
Sep11 |
110914 |
929.00 |
929.00 |
929.00 |
929.00 |
+2.25 |
28 |
4 |
-25 |
Dec11 |
110914 |
876.75 |
880.25 |
863.25 |
864.75 |
-12.00 |
2,605 |
20,963 |
-30 |
Mar12 |
110914 |
874.00 |
876.25 |
861.25 |
862.25 |
-10.00 |
768 |
9,332 |
+359 |
May12 |
110914 |
869.75 |
875.00 |
863.75 |
864.25 |
-8.00 |
216 |
3,645 |
+31 |
Jul12 |
110914 |
868.00 |
872.50 |
860.00 |
860.50 |
-10.25 |
128 |
4,710 |
-19 |
Total Volume and Open Interest |
3,814 |
42,199 |
+327 |
Oats(CBOT) |
Sep11 |
110914 |
343.75 |
344.00 |
343.75 |
343.75 |
-0.25 |
1 |
0 |
-24 |
Dec11 |
110914 |
344.50 |
348.00 |
338.50 |
347.00 |
+3.00 |
568 |
12,393 |
+0 |
Mar12 |
110914 |
356.75 |
357.25 |
349.00 |
357.00 |
+3.00 |
82 |
1,313 |
-8 |
May12 |
110914 |
360.25 |
364.50 |
360.00 |
364.50 |
+3.00 |
14 |
81 |
+5 |
Total Volume and Open Interest |
665 |
13,822 |
-27 |
Rough Rice(CBOT) |
Sep11 |
110914 |
17.59 |
17.89 |
17.59 |
17.59 |
-0.30 |
3 |
3 |
-144 |
Nov11 |
110914 |
18.10 |
18.15 |
17.69 |
17.80 |
-0.29 |
795 |
14,671 |
-74 |
Jan12 |
110914 |
18.38 |
18.38 |
17.99 |
18.09 |
-0.26 |
68 |
1,933 |
-1 |
Mar12 |
110914 |
18.65 |
18.65 |
18.28 |
18.34 |
-0.28 |
142 |
1,043 |
-9 |
Total Volume and Open Interest |
1,018 |
17,833 |
-236 |
Live Cattle(CME) |
Oct11 |
110914 |
119.700 |
121.135 |
119.600 |
121.000 |
+1.400 |
35,134 |
77,085 |
-8,519 |
Dec11 |
110914 |
119.550 |
121.000 |
119.450 |
120.900 |
+1.150 |
33,090 |
126,915 |
+6,959 |
Feb12 |
110914 |
122.500 |
123.785 |
122.350 |
123.730 |
+1.080 |
10,647 |
60,634 |
+1,375 |
Apr12 |
110914 |
126.350 |
127.350 |
126.250 |
127.330 |
+0.880 |
4,111 |
37,237 |
+598 |
Jun12 |
110914 |
124.885 |
125.500 |
124.500 |
125.300 |
+0.550 |
1,921 |
15,086 |
+533 |
Aug12 |
110914 |
124.500 |
125.600 |
124.450 |
125.500 |
+0.770 |
383 |
2,334 |
+94 |
Total Volume and Open Interest |
85,384 |
320,628 |
+1,090 |
Feeder Cattle(CME) |
Sep11 |
110914 |
134.935 |
137.050 |
134.900 |
136.700 |
+1.820 |
1,219 |
3,910 |
-600 |
Oct11 |
110914 |
136.900 |
139.200 |
136.900 |
138.950 |
+1.915 |
3,323 |
11,190 |
-87 |
Nov11 |
110914 |
137.950 |
140.325 |
137.935 |
139.900 |
+1.850 |
2,547 |
9,556 |
+414 |
Jan12 |
110914 |
139.900 |
141.900 |
139.900 |
141.575 |
+1.590 |
1,127 |
5,148 |
+9 |
Mar12 |
110914 |
141.380 |
142.900 |
141.380 |
142.600 |
+1.100 |
402 |
1,740 |
+58 |
Apr12 |
110914 |
141.685 |
142.985 |
141.685 |
142.800 |
+1.600 |
119 |
439 |
+40 |
May12 |
110914 |
142.000 |
143.100 |
142.000 |
142.500 |
+0.515 |
87 |
406 |
+31 |
Total Volume and Open Interest |
8,858 |
32,546 |
-105 |
Lean Hogs(CME) |
Oct11 |
110914 |
87.385 |
88.950 |
87.080 |
88.450 |
+1.300 |
23,000 |
48,097 |
-6,348 |
Dec11 |
110914 |
82.830 |
84.250 |
82.700 |
83.850 |
+1.020 |
21,967 |
98,241 |
+2,415 |
Feb12 |
110914 |
87.785 |
89.135 |
87.785 |
88.430 |
+0.200 |
5,999 |
45,216 |
-640 |
Apr12 |
110914 |
91.750 |
92.600 |
91.680 |
91.800 |
-0.150 |
2,847 |
27,802 |
+323 |
May12 |
110914 |
96.580 |
96.800 |
96.250 |
96.350 |
-0.050 |
6 |
1,089 |
+4 |
Jun12 |
110914 |
98.500 |
99.180 |
98.200 |
98.250 |
-0.550 |
649 |
13,761 |
+181 |
Jul12 |
110914 |
97.600 |
97.800 |
97.100 |
97.300 |
unch |
64 |
3,860 |
+9 |
Aug12 |
110914 |
96.150 |
96.400 |
95.885 |
96.100 |
unch |
105 |
2,549 |
+16 |
Total Volume and Open Interest |
54,723 |
241,956 |
-3,994 |
Class III Milk(CME) |
Sep11 |
110914 |
18.91 |
18.95 |
18.87 |
18.92 |
unch |
151 |
6,186 |
+19 |
Oct11 |
110914 |
18.90 |
18.93 |
18.36 |
18.50 |
-0.42 |
387 |
5,386 |
+63 |
Nov11 |
110914 |
18.63 |
18.63 |
18.30 |
18.35 |
-0.28 |
307 |
4,605 |
+34 |
Dec11 |
110914 |
17.95 |
18.07 |
17.75 |
17.86 |
-0.21 |
342 |
4,242 |
-29 |
Jan12 |
110914 |
17.35 |
17.42 |
17.30 |
17.34 |
-0.08 |
69 |
1,737 |
+23 |
Total Volume and Open Interest |
1,359 |
32,214 |
+155 |
Cocoa(ICE) |
Sep11 |
110914 |
2872 |
2872 |
2776 |
2793 |
-55 |
2 |
14 |
+0 |
Dec11 |
110914 |
2865 |
2888 |
2807 |
2810 |
-55 |
6,892 |
72,853 |
+344 |
Mar12 |
110914 |
2906 |
2926 |
2850 |
2853 |
-53 |
2,210 |
56,884 |
+267 |
May12 |
110914 |
2926 |
2937 |
2865 |
2867 |
-53 |
832 |
17,127 |
+180 |
Jul12 |
110914 |
2928 |
2930 |
2879 |
2879 |
-50 |
106 |
7,737 |
+7 |
Sep12 |
110914 |
2943 |
2943 |
2885 |
2889 |
-48 |
130 |
9,295 |
-22 |
Dec12 |
110914 |
2955 |
2957 |
2891 |
2894 |
-55 |
116 |
7,812 |
+34 |
Total Volume and Open Interest |
10,290 |
176,241 |
+809 |
Coffee "C"(ICE) |
Sep11 |
110914 |
273.60 |
273.60 |
268.35 |
268.35 |
-4.50 |
5 |
294 |
+0 |
Dec11 |
110914 |
269.00 |
271.10 |
264.10 |
265.70 |
-4.60 |
8,830 |
74,817 |
-259 |
Mar12 |
110914 |
270.50 |
273.50 |
267.25 |
268.35 |
-4.70 |
2,494 |
21,329 |
+165 |
May12 |
110914 |
271.20 |
274.35 |
268.50 |
269.25 |
-4.80 |
1,335 |
10,183 |
+687 |
Jul12 |
110914 |
270.40 |
273.00 |
267.05 |
267.95 |
-4.80 |
117 |
3,022 |
+48 |
Sep12 |
110914 |
268.20 |
270.75 |
264.75 |
265.85 |
-4.70 |
26 |
2,511 |
+6 |
Total Volume and Open Interest |
12,901 |
114,618 |
+707 |
Orange Juice(ICE) |
Nov11 |
110914 |
167.00 |
168.40 |
166.50 |
166.85 |
-1.10 |
589 |
18,718 |
+115 |
Jan12 |
110914 |
163.80 |
164.35 |
163.00 |
163.05 |
-0.75 |
46 |
3,014 |
-19 |
Mar12 |
110914 |
162.90 |
164.00 |
162.90 |
163.20 |
-0.75 |
53 |
1,629 |
+39 |
May12 |
110914 |
164.00 |
164.00 |
163.00 |
163.00 |
-0.30 |
3 |
511 |
+3 |
Jul12 |
110914 |
163.45 |
163.45 |
163.45 |
163.45 |
+0.30 |
0 |
145 |
+0 |
Sep12 |
110914 |
163.35 |
163.35 |
163.35 |
163.35 |
+0.30 |
0 |
1 |
+0 |
Total Volume and Open Interest |
691 |
24,028 |
+138 |
Sugar #11(ICE) |
Oct11 |
110914 |
29.20 |
29.78 |
29.01 |
29.70 |
+0.29 |
56,271 |
146,983 |
-12,689 |
Mar12 |
110914 |
27.92 |
28.19 |
27.51 |
28.12 |
+0.16 |
49,879 |
230,585 |
+8,999 |
May12 |
110914 |
26.75 |
26.92 |
26.40 |
26.85 |
+0.01 |
10,040 |
58,486 |
+3,708 |
Jul12 |
110914 |
25.43 |
25.63 |
25.23 |
25.53 |
-0.04 |
4,909 |
64,731 |
-875 |
Oct12 |
110914 |
24.67 |
24.82 |
24.46 |
24.75 |
-0.03 |
1,733 |
32,282 |
+920 |
Total Volume and Open Interest |
123,654 |
580,127 |
+199 |
London Cocoa(LCE) |
Sep11 |
110914 |
1812 |
1822 |
1786 |
1786 |
-23 |
7,938 |
8,708 |
-8,197 |
Dec11 |
110914 |
1848 |
1862 |
1822 |
1823 |
-27 |
7,284 |
85,984 |
+1,105 |
Mar12 |
110914 |
1878 |
1890 |
1852 |
1854 |
-26 |
2,082 |
41,822 |
-663 |
May12 |
110914 |
1896 |
1905 |
1868 |
1870 |
-25 |
629 |
16,240 |
-368 |
Jul12 |
110914 |
1907 |
1910 |
1881 |
1885 |
-22 |
64 |
13,713 |
+20 |
Sep12 |
110914 |
1918 |
1922 |
1894 |
1899 |
-20 |
167 |
10,413 |
+60 |
Dec12 |
110914 |
1927 |
1927 |
1919 |
1919 |
-11 |
0 |
9,694 |
+0 |
Total Volume and Open Interest |
18,164 |
187,392 |
-8,131 |
London Sugar(LCE) |
Dec11 |
110914 |
710.00 |
713.00 |
697.60 |
705.60 |
-11.70 |
4,684 |
20,519 |
+1,527 |
Mar12 |
110914 |
694.80 |
700.50 |
688.00 |
693.90 |
-10.50 |
970 |
12,085 |
+150 |
May12 |
110914 |
685.40 |
688.00 |
677.40 |
682.80 |
-7.00 |
205 |
4,181 |
+52 |
Aug12 |
110914 |
663.50 |
667.10 |
657.30 |
663.40 |
-2.80 |
51 |
2,485 |
+1 |
Oct12 |
110914 |
642.90 |
644.50 |
640.60 |
640.70 |
-2.80 |
8 |
1,389 |
-8 |
Total Volume and Open Interest |
14,115 |
45,688 |
-2,150 |
Cotton(ICE) |
Oct11 |
110914 |
111.36 |
113.50 |
111.20 |
113.39 |
+1.83 |
122 |
267 |
+10 |
Dec11 |
110914 |
112.72 |
114.18 |
111.59 |
113.67 |
+0.66 |
7,052 |
94,236 |
-452 |
Mar12 |
110914 |
109.70 |
110.95 |
108.56 |
110.56 |
+0.65 |
2,822 |
38,164 |
+1,161 |
May12 |
110914 |
106.23 |
108.04 |
106.02 |
107.93 |
+0.53 |
782 |
6,537 |
-63 |
Jul12 |
110914 |
105.00 |
106.69 |
104.74 |
106.56 |
+0.59 |
351 |
10,937 |
+108 |
Oct12 |
110914 |
104.47 |
104.47 |
104.47 |
104.47 |
+0.64 |
0 |
3 |
+0 |
Total Volume and Open Interest |
11,191 |
154,302 |
+768 |
Lumber(CME) |
Sep11 |
110914 |
239.3 |
242.4 |
236.0 |
237.2 |
-4.5 |
135 |
129 |
-94 |
Nov11 |
110914 |
257.0 |
257.9 |
252.4 |
252.8 |
-2.4 |
450 |
6,421 |
-29 |
Jan12 |
110914 |
277.3 |
277.4 |
274.3 |
274.6 |
-4.3 |
151 |
2,510 |
+25 |
Mar12 |
110914 |
288.6 |
291.0 |
287.2 |
289.7 |
-2.2 |
54 |
484 |
+18 |
Total Volume and Open Interest |
809 |
9,690 |
-63 |
Crude Oil(NYM) |
Oct11 |
110914 |
89.88 |
90.25 |
88.21 |
88.91 |
-1.30 |
364,262 |
156,552 |
-33,848 |
Nov11 |
110914 |
89.99 |
90.31 |
88.29 |
89.01 |
-1.27 |
160,623 |
260,924 |
+14,341 |
Dec11 |
110914 |
90.09 |
90.41 |
88.40 |
89.16 |
-1.23 |
114,821 |
198,776 |
-3,743 |
Jan12 |
110914 |
90.16 |
90.53 |
88.54 |
89.36 |
-1.16 |
31,941 |
97,071 |
-2,319 |
Feb12 |
110914 |
89.48 |
90.30 |
88.66 |
89.55 |
-1.11 |
18,223 |
33,212 |
-649 |
Mar12 |
110914 |
89.72 |
90.51 |
88.85 |
89.73 |
-1.07 |
22,123 |
45,021 |
-752 |
Apr12 |
110914 |
90.34 |
90.60 |
89.12 |
89.92 |
-1.02 |
13,148 |
26,617 |
+26 |
May12 |
110914 |
89.55 |
90.75 |
89.15 |
90.13 |
-0.96 |
8,321 |
23,580 |
-1,686 |
Jun12 |
110914 |
89.78 |
91.00 |
89.35 |
90.36 |
-0.88 |
24,404 |
77,842 |
+16 |
Jul12 |
110914 |
89.96 |
90.90 |
89.80 |
90.58 |
-0.82 |
2,337 |
36,237 |
+621 |
Aug12 |
110914 |
90.41 |
90.75 |
90.41 |
90.75 |
-0.76 |
1,535 |
17,734 |
-51 |
Sep12 |
110914 |
91.31 |
91.34 |
90.64 |
90.93 |
-0.70 |
1,471 |
18,053 |
+121 |
Oct12 |
110914 |
91.35 |
91.35 |
91.11 |
91.11 |
-0.65 |
985 |
15,782 |
+218 |
Nov12 |
110914 |
91.30 |
91.30 |
91.30 |
91.30 |
-0.61 |
846 |
19,610 |
-39 |
Dec12 |
110914 |
91.87 |
91.87 |
90.34 |
91.51 |
-0.57 |
33,349 |
151,156 |
-549 |
Jan13 |
110914 |
91.58 |
91.58 |
91.58 |
91.58 |
-0.54 |
512 |
19,634 |
+2 |
Total Volume and Open Interest |
815,122 |
1,462,207 |
-26,740 |
e-miNY Crude Oil(NYM) |
Sep11 |
110819 |
81.450 |
83.550 |
79.225 |
82.250 |
-0.125 |
9,194 |
3,327 |
-634 |
Oct11 |
110914 |
89.900 |
90.250 |
88.200 |
88.900 |
-1.300 |
7,851 |
1,860 |
-150 |
Nov11 |
110914 |
90.000 |
90.225 |
88.325 |
89.000 |
-1.275 |
619 |
711 |
+30 |
Dec11 |
110914 |
90.075 |
90.425 |
88.500 |
89.150 |
-1.250 |
226 |
437 |
-10 |
Jan12 |
110914 |
90.000 |
90.000 |
89.300 |
89.350 |
-1.175 |
6 |
277 |
+1 |
Feb12 |
110914 |
90.175 |
90.175 |
89.550 |
89.550 |
-1.100 |
0 |
17 |
+0 |
Mar12 |
110914 |
89.725 |
89.725 |
89.725 |
89.725 |
-1.075 |
5 |
19 |
-2 |
Apr12 |
110914 |
90.425 |
90.425 |
89.925 |
89.925 |
-1.025 |
2 |
8 |
+0 |
May12 |
110914 |
90.500 |
90.500 |
90.125 |
90.125 |
-0.975 |
0 |
7 |
+0 |
Jun12 |
110914 |
90.750 |
90.750 |
90.350 |
90.350 |
-0.900 |
5 |
12 |
-1 |
Total Volume and Open Interest |
8,730 |
3,568 |
-124 |
Heating Oil(NYM) |
Oct11 |
110914 |
293.61 |
294.75 |
290.13 |
294.50 |
+0.89 |
74,250 |
74,535 |
-9,117 |
Nov11 |
110914 |
295.47 |
295.75 |
291.20 |
295.36 |
+0.71 |
37,515 |
64,482 |
+7,518 |
Dec11 |
110914 |
295.99 |
296.38 |
292.34 |
296.15 |
+0.51 |
27,489 |
52,466 |
-287 |
Jan12 |
110914 |
296.00 |
297.21 |
293.78 |
297.02 |
+0.34 |
12,726 |
38,198 |
+662 |
Feb12 |
110914 |
296.21 |
297.30 |
293.79 |
296.86 |
+0.23 |
4,645 |
12,569 |
+175 |
Mar12 |
110914 |
296.30 |
296.30 |
293.00 |
295.86 |
+0.12 |
5,874 |
11,449 |
+646 |
Apr12 |
110914 |
294.26 |
294.26 |
292.46 |
293.53 |
unch |
1,506 |
6,564 |
+82 |
May12 |
110914 |
288.00 |
291.26 |
288.00 |
291.26 |
-0.11 |
1,331 |
5,658 |
+109 |
Jun12 |
110914 |
290.17 |
290.43 |
287.19 |
289.98 |
-0.19 |
6,275 |
31,864 |
+548 |
Jul12 |
110914 |
287.39 |
290.13 |
287.39 |
290.13 |
-0.21 |
242 |
2,783 |
+16 |
Aug12 |
110914 |
288.79 |
290.55 |
288.79 |
290.55 |
-0.21 |
1,350 |
3,409 |
+1,172 |
Sep12 |
110914 |
290.52 |
291.05 |
288.25 |
291.05 |
-0.19 |
477 |
2,846 |
+341 |
Total Volume and Open Interest |
175,508 |
324,202 |
+2,108 |
Gasoline(NYMEX) |
Oct11 |
110914 |
273.44 |
274.60 |
268.44 |
272.58 |
-1.66 |
51,786 |
69,441 |
-2,538 |
Nov11 |
110914 |
270.48 |
271.79 |
266.30 |
270.57 |
-1.05 |
36,897 |
57,296 |
+3,056 |
Dec11 |
110914 |
268.75 |
270.11 |
264.92 |
269.17 |
-0.83 |
20,846 |
45,897 |
+2,536 |
Jan12 |
110914 |
267.55 |
269.50 |
265.50 |
269.11 |
-0.73 |
6,879 |
30,782 |
-584 |
Feb12 |
110914 |
268.73 |
269.91 |
265.61 |
269.88 |
-0.61 |
2,427 |
10,751 |
+19 |
Mar12 |
110914 |
269.78 |
271.02 |
269.09 |
270.90 |
-0.54 |
2,491 |
12,611 |
+61 |
Apr12 |
110914 |
281.61 |
281.61 |
281.61 |
281.61 |
-0.45 |
1,336 |
8,432 |
+43 |
May12 |
110914 |
278.11 |
281.45 |
278.11 |
281.45 |
-0.41 |
757 |
4,447 |
+88 |
Jun12 |
110914 |
278.10 |
280.34 |
276.92 |
280.34 |
-0.23 |
1,507 |
13,006 |
-35 |
Jul12 |
110914 |
278.09 |
278.09 |
278.09 |
278.09 |
-0.09 |
211 |
1,518 |
+8 |
Total Volume and Open Interest |
128,130 |
272,622 |
+3,359 |
e-miNY RBOB Gasoline(NYM) |
Oct11 |
110914 |
272.60 |
272.60 |
272.58 |
272.60 |
-1.60 |
0 |
1 |
+0 |
Nov11 |
110914 |
270.60 |
270.60 |
270.57 |
270.60 |
-1.00 |
|
|
|
Dec11 |
110914 |
269.20 |
269.20 |
269.17 |
269.20 |
-0.80 |
0 |
1 |
+0 |
Jan12 |
110914 |
269.10 |
269.11 |
269.10 |
269.10 |
-0.70 |
0 |
1 |
+0 |
Total Volume and Open Interest |
0 |
4 |
+0 |
Natural Gas(NYM) |
Oct11 |
110914 |
3.990 |
4.099 |
3.955 |
4.039 |
+0.059 |
144,767 |
127,461 |
-18,946 |
Nov11 |
110914 |
4.060 |
4.175 |
4.031 |
4.117 |
+0.063 |
59,710 |
201,394 |
+3 |
Dec11 |
110914 |
4.259 |
4.370 |
4.235 |
4.317 |
+0.060 |
33,947 |
84,348 |
-4,012 |
Jan12 |
110914 |
4.379 |
4.477 |
4.354 |
4.434 |
+0.060 |
31,186 |
160,327 |
-1,955 |
Feb12 |
110914 |
4.392 |
4.500 |
4.373 |
4.451 |
+0.060 |
9,263 |
37,404 |
-638 |
Mar12 |
110914 |
4.370 |
4.450 |
4.342 |
4.420 |
+0.057 |
12,162 |
47,674 |
+1,812 |
Apr12 |
110914 |
4.324 |
4.406 |
4.310 |
4.384 |
+0.049 |
15,084 |
76,027 |
+1,687 |
May12 |
110914 |
4.343 |
4.426 |
4.343 |
4.409 |
+0.048 |
2,210 |
18,353 |
+346 |
Jun12 |
110914 |
4.399 |
4.478 |
4.392 |
4.448 |
+0.047 |
1,179 |
13,765 |
-78 |
Jul12 |
110914 |
4.432 |
4.515 |
4.432 |
4.490 |
+0.045 |
848 |
11,410 |
+316 |
Aug12 |
110914 |
4.481 |
4.535 |
4.481 |
4.515 |
+0.043 |
740 |
10,066 |
-163 |
Sep12 |
110914 |
4.510 |
4.550 |
4.510 |
4.519 |
+0.042 |
962 |
8,710 |
-230 |
Oct12 |
110914 |
4.502 |
4.590 |
4.478 |
4.549 |
+0.042 |
3,873 |
45,783 |
+571 |
Nov12 |
110914 |
4.665 |
4.750 |
4.665 |
4.703 |
+0.036 |
714 |
8,835 |
+49 |
Dec12 |
110914 |
4.901 |
4.957 |
4.889 |
4.948 |
+0.025 |
747 |
12,263 |
-71 |
Jan13 |
110914 |
5.036 |
5.097 |
5.030 |
5.078 |
+0.021 |
1,331 |
21,831 |
+700 |
Total Volume and Open Interest |
320,829 |
952,674 |
-20,474 |
Brent Crude Oil(ICE) |
Oct11 |
110914 |
111.93 |
112.70 |
110.83 |
112.40 |
+0.51 |
133,934 |
52,642 |
-22,414 |
Nov11 |
110914 |
109.54 |
110.12 |
108.07 |
109.65 |
-0.12 |
203,031 |
201,529 |
+17,073 |
Dec11 |
110914 |
108.67 |
109.16 |
107.20 |
108.70 |
-0.17 |
170,757 |
182,522 |
+10,479 |
Jan12 |
110914 |
108.16 |
108.39 |
106.73 |
108.21 |
-0.14 |
42,277 |
47,707 |
-1,750 |
Feb12 |
110914 |
107.85 |
108.03 |
106.40 |
107.87 |
-0.14 |
18,504 |
28,021 |
-324 |
Mar12 |
110914 |
107.23 |
107.76 |
106.16 |
107.62 |
-0.11 |
16,012 |
45,609 |
+2,153 |
Apr12 |
110914 |
107.00 |
107.56 |
106.00 |
107.43 |
-0.08 |
8,094 |
15,622 |
+1,109 |
May12 |
110914 |
106.61 |
107.37 |
105.90 |
107.23 |
-0.08 |
6,663 |
13,893 |
-62 |
Jun12 |
110914 |
106.56 |
107.17 |
105.60 |
107.02 |
-0.08 |
18,779 |
50,220 |
-988 |
Jul12 |
110914 |
106.86 |
106.86 |
106.86 |
106.86 |
-0.07 |
2,257 |
11,561 |
-84 |
Aug12 |
110914 |
106.70 |
106.70 |
106.70 |
106.70 |
-0.05 |
1,250 |
8,437 |
+10 |
Sep12 |
110914 |
106.49 |
106.49 |
106.49 |
106.49 |
-0.03 |
1,913 |
12,426 |
-25 |
Oct12 |
110914 |
106.28 |
106.28 |
106.28 |
106.28 |
-0.02 |
1,318 |
7,073 |
+287 |
Nov12 |
110914 |
106.04 |
106.04 |
106.04 |
106.04 |
unch |
1,489 |
9,155 |
-48 |
Total Volume and Open Interest |
661,518 |
883,863 |
+7,677 |
Gas Oil(ICE) |
Oct11 |
110914 |
925.25 |
929.50 |
915.50 |
922.00 |
-2.75 |
105,059 |
154,871 |
-8,411 |
Nov11 |
110914 |
923.75 |
926.50 |
913.25 |
919.00 |
-3.75 |
79,374 |
103,568 |
+3,319 |
Dec11 |
110914 |
918.75 |
923.25 |
910.50 |
915.50 |
-4.75 |
65,122 |
76,693 |
+2,171 |
Jan12 |
110914 |
920.75 |
920.75 |
909.50 |
913.50 |
-5.25 |
32,628 |
59,275 |
-2,029 |
Feb12 |
110914 |
913.50 |
918.50 |
907.25 |
911.50 |
-5.50 |
9,632 |
29,421 |
+742 |
Mar12 |
110914 |
916.25 |
916.25 |
905.00 |
909.00 |
-5.75 |
6,531 |
19,973 |
-336 |
Apr12 |
110914 |
914.25 |
914.25 |
902.75 |
906.50 |
-6.25 |
6,605 |
15,186 |
-637 |
May12 |
110914 |
912.25 |
912.25 |
900.75 |
904.25 |
-6.50 |
1,983 |
13,061 |
+59 |
Jun12 |
110914 |
911.25 |
911.25 |
899.50 |
903.25 |
-6.25 |
6,247 |
40,069 |
+1,104 |
Jul12 |
110914 |
909.25 |
911.75 |
900.50 |
904.25 |
-6.25 |
566 |
10,834 |
+162 |
Total Volume and Open Interest |
316,149 |
595,588 |
-3,571 |
Ethanol(CBOT) |
Sep11 |
110906 |
2.835 |
2.850 |
2.835 |
2.840 |
-0.052 |
84 |
85 |
-31 |
Oct11 |
110914 |
2.735 |
2.741 |
2.717 |
2.722 |
-0.013 |
144 |
1,197 |
-23 |
Nov11 |
110914 |
2.703 |
2.705 |
2.679 |
2.686 |
-0.010 |
136 |
1,288 |
-6 |
Dec11 |
110914 |
2.674 |
2.674 |
2.645 |
2.650 |
-0.012 |
92 |
1,399 |
+1 |
Jan12 |
110914 |
2.594 |
2.600 |
2.587 |
2.595 |
-0.007 |
25 |
899 |
+20 |
Feb12 |
110914 |
2.614 |
2.614 |
2.581 |
2.587 |
-0.016 |
52 |
980 |
+23 |
Mar12 |
110914 |
2.632 |
2.632 |
2.602 |
2.607 |
-0.009 |
48 |
987 |
+7 |
Apr12 |
110914 |
2.650 |
2.650 |
2.615 |
2.622 |
-0.011 |
39 |
677 |
+20 |
Total Volume and Open Interest |
742 |
10,469 |
+62 |
WTI Crude Oil(ICE) |
Oct11 |
110914 |
89.96 |
90.25 |
88.20 |
88.91 |
-1.30 |
89,411 |
38,982 |
-6,292 |
Nov11 |
110914 |
90.30 |
90.30 |
88.28 |
89.01 |
-1.27 |
56,404 |
63,951 |
-6,435 |
Dec11 |
110914 |
90.38 |
90.38 |
88.40 |
89.16 |
-1.23 |
58,259 |
92,034 |
+2,034 |
Jan12 |
110914 |
89.13 |
90.28 |
88.81 |
89.36 |
-1.16 |
12,881 |
21,851 |
-534 |
Feb12 |
110914 |
89.18 |
90.41 |
88.70 |
89.55 |
-1.11 |
6,074 |
11,083 |
-348 |
Mar12 |
110914 |
89.50 |
90.55 |
88.80 |
89.73 |
-1.07 |
7,587 |
16,929 |
-46 |
Apr12 |
110914 |
89.75 |
90.70 |
89.09 |
89.92 |
-1.02 |
3,941 |
6,272 |
+266 |
May12 |
110914 |
90.33 |
90.85 |
89.34 |
90.13 |
-0.96 |
2,327 |
7,353 |
+211 |
Jun12 |
110914 |
90.00 |
91.01 |
89.54 |
90.36 |
-0.88 |
7,353 |
25,947 |
-482 |
Jul12 |
110914 |
90.58 |
90.58 |
90.58 |
90.58 |
-0.82 |
1,098 |
7,766 |
+288 |
Aug12 |
110914 |
90.75 |
90.75 |
90.75 |
90.75 |
-0.76 |
642 |
4,783 |
+530 |
Sep12 |
110914 |
90.93 |
90.93 |
90.93 |
90.93 |
-0.70 |
270 |
7,840 |
+45 |
Oct12 |
110914 |
91.11 |
91.11 |
91.11 |
91.11 |
-0.65 |
71 |
1,546 |
+54 |
Nov12 |
110914 |
91.30 |
91.30 |
91.30 |
91.30 |
-0.61 |
18 |
2,516 |
+0 |
Dec12 |
110914 |
91.80 |
91.80 |
90.29 |
91.51 |
-0.57 |
10,395 |
47,977 |
+1,235 |
Jan13 |
110914 |
91.58 |
91.58 |
91.58 |
91.58 |
-0.54 |
20 |
1,954 |
-7 |
Total Volume and Open Interest |
260,592 |
439,939 |
-9,367 |
US Dollar Index(ICE) |
Sep11 |
110914 |
77.145 |
77.555 |
76.720 |
76.875 |
-0.122 |
40,737 |
37,531 |
-5,824 |
Dec11 |
110914 |
77.595 |
78.060 |
77.210 |
77.380 |
-0.108 |
30,498 |
24,766 |
+11,580 |
Mar12 |
110914 |
77.770 |
77.770 |
77.770 |
77.770 |
-0.108 |
0 |
503 |
+0 |
Total Volume and Open Interest |
71,235 |
62,802 |
+5,756 |
Australian Dollar(CME) |
Sep11 |
110914 |
103.05 |
103.66 |
101.72 |
102.45 |
-0.71 |
128,289 |
76,567 |
-12,042 |
Dec11 |
110914 |
101.94 |
102.61 |
100.66 |
101.38 |
-0.70 |
31,478 |
48,713 |
+10,017 |
Mar12 |
110914 |
100.00 |
101.21 |
100.00 |
100.53 |
-0.68 |
8 |
13 |
+8 |
Total Volume and Open Interest |
159,775 |
125,386 |
-2,017 |
British Pound(CME) |
Sep11 |
110914 |
157.77 |
158.15 |
157.06 |
157.68 |
-0.33 |
118,247 |
92,509 |
-15,467 |
Dec11 |
110914 |
157.62 |
158.03 |
156.92 |
157.55 |
-0.34 |
34,643 |
49,571 |
+20,590 |
Mar12 |
110914 |
157.45 |
157.79 |
157.45 |
157.45 |
-0.34 |
0 |
34 |
+0 |
Total Volume and Open Interest |
152,890 |
142,120 |
+5,123 |
Canadian Dollar(CME) |
Sep11 |
110914 |
101.37 |
101.55 |
100.58 |
101.01 |
-0.33 |
107,817 |
71,854 |
-12,901 |
Dec11 |
110914 |
101.24 |
101.36 |
100.40 |
100.82 |
-0.34 |
29,342 |
42,231 |
+15,727 |
Mar12 |
110914 |
101.20 |
101.20 |
100.40 |
100.74 |
-0.31 |
135 |
2,445 |
+50 |
Jun12 |
110914 |
100.40 |
100.94 |
100.30 |
100.65 |
-0.29 |
7 |
530 |
-3 |
Total Volume and Open Interest |
137,310 |
117,403 |
+2,878 |
Japanese Yen(CME) |
Sep11 |
110914 |
129.99 |
130.55 |
129.76 |
130.45 |
+0.33 |
109,974 |
93,511 |
-8,130 |
Dec11 |
110914 |
130.25 |
130.74 |
129.95 |
130.64 |
+0.34 |
43,579 |
57,899 |
+24,282 |
Mar12 |
110914 |
130.86 |
130.86 |
130.51 |
130.86 |
+0.35 |
7 |
104 |
+2 |
Total Volume and Open Interest |
153,560 |
151,535 |
+16,154 |
Swiss Franc(CME) |
Sep11 |
110914 |
113.56 |
114.56 |
112.96 |
114.14 |
+0.22 |
27,362 |
32,618 |
-3,860 |
Dec11 |
110914 |
113.98 |
114.89 |
113.28 |
114.47 |
+0.25 |
8,177 |
10,663 |
+2,447 |
Mar12 |
110914 |
113.78 |
114.82 |
113.78 |
114.82 |
+0.24 |
3 |
535 |
-2 |
Total Volume and Open Interest |
35,543 |
43,828 |
-1,415 |
EuroFX(CME) |
Sep11 |
110914 |
136.78 |
137.82 |
135.90 |
137.49 |
+0.39 |
423,176 |
170,785 |
-25,933 |
Dec11 |
110914 |
136.70 |
137.75 |
135.86 |
137.41 |
+0.38 |
128,157 |
92,059 |
+43,119 |
Mar12 |
110914 |
136.66 |
137.60 |
136.00 |
137.40 |
+0.35 |
70 |
820 |
-7 |
Total Volume and Open Interest |
551,404 |
264,500 |
+17,179 |
Mexican Peso(CME) |
Sep11 |
110914 |
776.2 |
777.2 |
767.8 |
772.5 |
-3.2 |
43,174 |
52,152 |
-5,619 |
Oct11 |
110914 |
770.5 |
773.8 |
770.5 |
770.5 |
-3.2 |
|
|
|
Total Volume and Open Interest |
64,417 |
119,075 |
+3,646 |
Brazilian Real(CME) |
Oct11 |
110914 |
577.30 |
580.80 |
577.30 |
577.30 |
-3.50 |
|
|
|
Nov11 |
110914 |
574.65 |
578.15 |
574.65 |
574.65 |
-3.50 |
0 |
1,500 |
+0 |
Dec11 |
110914 |
575.50 |
575.50 |
568.95 |
572.00 |
-3.50 |
145 |
4,648 |
+36 |
Jan12 |
110914 |
569.35 |
572.85 |
569.35 |
569.35 |
-3.50 |
0 |
14,366 |
+0 |
Total Volume and Open Interest |
145 |
36,761 |
+36 |
30-Year T-Bonds(CBOT) |
Sep11 |
110914 |
141~160 |
142~030 |
140~240 |
141~180 |
+0~040 |
7,241 |
27,003 |
-861 |
Dec11 |
110914 |
140~000 |
140~280 |
139~160 |
140~100 |
+0~040 |
278,318 |
616,216 |
+1,535 |
Mar12 |
110914 |
139~270 |
139~270 |
139~090 |
139~140 |
+0~050 |
50 |
95 |
+42 |
Total Volume and Open Interest |
285,609 |
643,314 |
+716 |
10-Year T-Notes(CBOT) |
Sep11 |
110914 |
131~025 |
131~100 |
130~255 |
130~285 |
-0~055 |
11,643 |
26,187 |
-3,723 |
Dec11 |
110914 |
130~040 |
130~165 |
129~295 |
130~005 |
-0~055 |
1,123,239 |
1,623,732 |
-26,681 |
Mar12 |
110914 |
129~050 |
129~090 |
129~050 |
129~050 |
-0~040 |
1 |
4 |
+1 |
Total Volume and Open Interest |
1,134,883 |
1,649,923 |
-30,403 |
5-Year T-Notes(CBOT) |
Sep11 |
110914 |
123~080 |
123~118 |
123~076 |
123~083 |
-0~009 |
9,230 |
61,153 |
-2,029 |
Dec11 |
110914 |
122~103 |
123~012 |
122~089 |
122~098 |
-0~011 |
559,732 |
1,275,418 |
+7,343 |
Mar12 |
110914 |
121~122 |
122~005 |
121~122 |
121~122 |
-0~011 |
|
|
|
Total Volume and Open Interest |
568,962 |
1,336,571 |
+5,314 |
2 Year T-Notes(CBOT) |
Sep11 |
110914 |
110~035 |
110~043 |
110~034 |
110~037 |
+0~004 |
3,423 |
19,888 |
-1,457 |
Dec11 |
110914 |
110~028 |
110~038 |
110~025 |
110~032 |
+0~005 |
160,643 |
731,798 |
-7,178 |
Mar12 |
110914 |
110~027 |
110~027 |
110~022 |
110~027 |
+0~005 |
0 |
138 |
+0 |
Total Volume and Open Interest |
164,066 |
751,824 |
-8,635 |
Eurodollars(CME) |
Sep11 |
110914 |
99.632 |
99.640 |
99.625 |
99.637 |
+0.007 |
163,399 |
1,060,915 |
-14,699 |
Dec11 |
110914 |
99.430 |
99.440 |
99.400 |
99.430 |
+0.005 |
318,659 |
1,079,701 |
+7,459 |
Mar12 |
110914 |
99.435 |
99.440 |
99.410 |
99.425 |
-0.005 |
212,977 |
1,038,378 |
-9,021 |
Jun12 |
110914 |
99.455 |
99.470 |
99.440 |
99.450 |
-0.005 |
146,763 |
1,155,777 |
-8,850 |
Sep12 |
110914 |
99.465 |
99.490 |
99.455 |
99.460 |
-0.005 |
145,312 |
817,304 |
+10,650 |
Dec12 |
110914 |
99.455 |
99.490 |
99.450 |
99.460 |
unch |
143,906 |
743,431 |
-6,881 |
Mar13 |
110914 |
99.455 |
99.490 |
99.440 |
99.460 |
unch |
83,491 |
724,051 |
-1,039 |
Jun13 |
110914 |
99.410 |
99.445 |
99.395 |
99.410 |
unch |
90,101 |
546,004 |
-5,829 |
Sep13 |
110914 |
99.320 |
99.360 |
99.300 |
99.320 |
+0.005 |
75,546 |
527,451 |
+5,550 |
Dec13 |
110914 |
99.170 |
99.210 |
99.145 |
99.165 |
+0.005 |
54,452 |
407,403 |
+604 |
Mar14 |
110914 |
99.005 |
99.060 |
98.985 |
99.005 |
+0.010 |
55,082 |
277,034 |
+231 |
Jun14 |
110914 |
98.820 |
98.870 |
98.790 |
98.815 |
+0.015 |
50,237 |
280,697 |
-950 |
Sep14 |
110914 |
98.620 |
98.680 |
98.595 |
98.620 |
+0.010 |
42,414 |
149,591 |
+2,399 |
Dec14 |
110914 |
98.420 |
98.475 |
98.385 |
98.415 |
+0.010 |
49,243 |
150,989 |
-7,841 |
Mar15 |
110914 |
98.225 |
98.280 |
98.190 |
98.220 |
+0.005 |
23,739 |
125,278 |
-1,918 |
Jun15 |
110914 |
6.320 |
6.340 |
6.250 |
6.280 |
unch |
18,710 |
118,589 |
-1,270 |
Sep15 |
110914 |
6.140 |
6.160 |
6.070 |
6.095 |
-0.005 |
10,137 |
72,212 |
-474 |
Dec15 |
110914 |
5.935 |
5.985 |
5.890 |
5.915 |
-0.010 |
9,663 |
71,370 |
-683 |
Total Volume and Open Interest |
1,722,139 |
9,600,667 |
-29,639 |
30 Day Federal Funds(CBOT) |
Sep11 |
110914 |
99.912 |
99.918 |
99.910 |
99.915 |
+0.003 |
1,357 |
55,583 |
+316 |
Oct11 |
110914 |
99.920 |
99.930 |
99.920 |
99.925 |
+0.005 |
10,641 |
60,085 |
-3,161 |
Nov11 |
110914 |
99.920 |
99.930 |
99.920 |
99.925 |
+0.005 |
7,123 |
60,442 |
+1,050 |
Dec11 |
110914 |
99.925 |
99.935 |
99.920 |
99.930 |
+0.005 |
908 |
66,870 |
-81 |
Jan12 |
110914 |
99.920 |
99.935 |
99.920 |
99.930 |
+0.010 |
1,580 |
55,644 |
-1,353 |
Feb12 |
110914 |
99.915 |
99.930 |
99.910 |
99.925 |
+0.010 |
1,855 |
49,833 |
+729 |
Total Volume and Open Interest |
37,525 |
708,104 |
-3,301 |
30 Day Fed Funds(e-CBOT) |
3-Mth Euro-Yen(CME) |
Sep11 |
110914 |
99.670 |
99.670 |
99.670 |
99.670 |
unch |
0 |
191 |
+0 |
Dec11 |
110914 |
99.680 |
99.680 |
99.680 |
99.680 |
unch |
0 |
332 |
+0 |
Mar12 |
110914 |
99.680 |
99.680 |
99.680 |
99.680 |
unch |
0 |
340 |
+0 |
Jun12 |
110914 |
99.677 |
99.677 |
99.677 |
99.677 |
unch |
|
|
|
Sep12 |
110914 |
99.600 |
99.600 |
99.600 |
99.600 |
unch |
|
|
|
Dec12 |
110914 |
99.660 |
99.660 |
99.660 |
99.660 |
unch |
|
|
|
Mar13 |
110914 |
99.660 |
99.660 |
99.660 |
99.660 |
unch |
|
|
|
Jun13 |
110914 |
99.615 |
99.615 |
99.615 |
99.615 |
unch |
|
|
|
Sep13 |
110914 |
99.475 |
99.475 |
99.475 |
99.475 |
unch |
|
|
|
Dec13 |
110914 |
99.335 |
99.335 |
99.335 |
99.335 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
863 |
+0 |
3-Mth Euro-Yen(SGX) |
Dec11 |
110914 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
0 |
2,016 |
+0 |
Mar12 |
110914 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
0 |
2,338 |
+0 |
Jun12 |
110914 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
0 |
1,380 |
+0 |
Sep12 |
110914 |
99.60 |
99.60 |
99.60 |
99.60 |
unch |
0 |
411 |
+0 |
Dec12 |
110914 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
0 |
51 |
+0 |
Mar13 |
110914 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
0 |
1 |
+0 |
Jun13 |
110914 |
99.61 |
99.61 |
99.61 |
99.61 |
unch |
|
|
|
Sep13 |
110914 |
99.47 |
99.47 |
99.47 |
99.47 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
7,796 |
+0 |
Japanese Gov't Bonds(SGX) |
Dec11 |
110914 |
142.61 |
142.76 |
142.54 |
142.67 |
+0.04 |
1,299 |
25,997 |
-186 |
Mar12 |
110914 |
142.11 |
142.11 |
142.04 |
142.04 |
+0.04 |
2 |
3 |
+2 |
Jun12 |
110914 |
139.95 |
139.95 |
139.95 |
139.95 |
+0.04 |
|
|
|
Total Volume and Open Interest |
1,301 |
26,000 |
-184 |
Euro-Bund(EUREX) |
Dec11 |
110914 |
137.99 |
138.26 |
136.53 |
136.87 |
-0.86 |
1,077,404 |
866,682 |
+11,376 |
Mar12 |
110914 |
138.34 |
138.40 |
136.98 |
137.27 |
-0.83 |
24 |
204 |
+2 |
Jun12 |
110914 |
137.17 |
137.17 |
137.17 |
137.17 |
-0.86 |
|
|
|
Total Volume and Open Interest |
1,077,428 |
866,886 |
+11,378 |
Euro-Bobl(EUREX) |
Dec11 |
110914 |
122.85 |
122.95 |
121.99 |
122.25 |
-0.41 |
510,174 |
683,157 |
+1,310 |
Mar12 |
110914 |
122.45 |
122.45 |
122.45 |
122.45 |
-0.36 |
0 |
25 |
+0 |
Jun12 |
110914 |
122.40 |
122.40 |
122.40 |
122.40 |
-0.41 |
|
|
|
Total Volume and Open Interest |
510,174 |
683,182 |
+1,310 |
3-Mth Euribor(EUREX) |
Sep11 |
110914 |
98.480 |
98.480 |
98.475 |
98.475 |
-0.015 |
4 |
1,728 |
+0 |
Dec11 |
110914 |
98.755 |
98.755 |
98.710 |
98.710 |
-0.080 |
11 |
1,480 |
+0 |
Mar12 |
110914 |
98.875 |
98.875 |
98.810 |
98.825 |
-0.065 |
99 |
2,393 |
+0 |
Total Volume and Open Interest |
320 |
9,978 |
+110 |
Long Gilt(LIFFE) |
Sep11 |
110914 |
132~00 |
132~00 |
131~14 |
131~14 |
-0~12 |
30,916 |
20,739 |
-25,985 |
Dec11 |
110914 |
130~26 |
130~30 |
129~28 |
130~05 |
-0~12 |
117,586 |
349,559 |
+1,357 |
Total Volume and Open Interest |
148,502 |
370,298 |
-24,628 |
3-Mth Short Sterling(LIFFE) |
Sep11 |
110914 |
99.07 |
99.08 |
99.06 |
99.07 |
-0.01 |
34,297 |
340,206 |
-706 |
Dec11 |
110914 |
98.99 |
99.00 |
98.98 |
98.99 |
-0.01 |
38,049 |
446,035 |
+1,250 |
Mar12 |
110914 |
99.04 |
99.04 |
99.01 |
99.01 |
-0.02 |
50,119 |
414,712 |
+1,848 |
Jun12 |
110914 |
99.09 |
99.10 |
99.04 |
99.05 |
-0.03 |
60,934 |
224,802 |
+600 |
Sep12 |
110914 |
99.11 |
99.12 |
99.05 |
99.06 |
-0.04 |
64,736 |
292,942 |
+1,359 |
Dec12 |
110914 |
99.08 |
99.09 |
99.01 |
99.03 |
-0.04 |
42,315 |
230,113 |
+1,713 |
Total Volume and Open Interest |
421,425 |
2,473,224 |
+7,245 |
3-Mth Euribor(LIFFE) |
Sep11 |
110914 |
98.490 |
98.495 |
98.460 |
98.475 |
-0.015 |
118,590 |
649,628 |
+1,528 |
Dec11 |
110914 |
98.785 |
98.810 |
98.685 |
98.710 |
-0.080 |
276,082 |
662,961 |
-11,362 |
Mar12 |
110914 |
98.890 |
98.920 |
98.800 |
98.825 |
-0.065 |
139,184 |
516,896 |
-6,170 |
Total Volume and Open Interest |
1,138,183 |
3,633,205 |
-39,595 |
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 |
110914 |
95.88 |
96.05 |
95.85 |
96.03 |
+0.16 |
54,250 |
261,351 |
+10,270 |
Mar12 |
110914 |
96.18 |
96.39 |
96.16 |
96.36 |
+0.18 |
25,688 |
181,367 |
+6,828 |
Jun12 |
110914 |
96.27 |
96.42 |
96.22 |
96.40 |
+0.15 |
12,600 |
102,613 |
+3,944 |
Sep12 |
110914 |
96.22 |
96.35 |
96.16 |
96.33 |
+0.13 |
5,641 |
69,015 |
+1,963 |
Dec12 |
110914 |
96.14 |
96.27 |
96.08 |
96.24 |
+0.11 |
4,712 |
39,654 |
+548 |
Mar13 |
110914 |
96.07 |
96.20 |
96.00 |
96.17 |
+0.12 |
2,423 |
39,788 |
+258 |
Jun13 |
110914 |
95.98 |
96.10 |
95.91 |
96.05 |
+0.07 |
3,519 |
24,642 |
+2,011 |
Sep13 |
110914 |
95.88 |
95.96 |
95.82 |
95.92 |
+0.04 |
2,326 |
8,605 |
+1,888 |
Dec13 |
110914 |
95.78 |
95.83 |
95.78 |
95.78 |
+0.01 |
458 |
2,265 |
+419 |
Total Volume and Open Interest |
111,824 |
729,678 |
+28,322 |
10-Year Aus T-Bonds(SFE) |
Sep11 |
110914 |
95.88 |
95.93 |
95.83 |
95.91 |
+0.04 |
282,684 |
287,638 |
-143,250 |
Dec11 |
110914 |
95.86 |
95.91 |
95.80 |
95.89 |
+0.04 |
269,410 |
294,513 |
+113,368 |
Total Volume and Open Interest |
552,094 |
582,151 |
-29,882 |
3-Year Aus T-Bonds(SFE) |
Sep11 |
110914 |
96.43 |
96.54 |
96.36 |
96.52 |
+0.08 |
260,658 |
487,727 |
-205,545 |
Dec11 |
110914 |
96.50 |
96.61 |
96.43 |
96.59 |
+0.09 |
212,810 |
420,905 |
+138,590 |
Total Volume and Open Interest |
473,468 |
908,632 |
-66,955 |
Gold(CMX) |
Oct11 |
110914 |
1832.1 |
1845.5 |
1809.3 |
1824.2 |
-3.3 |
6,357 |
32,606 |
-601 |
Dec11 |
110914 |
1837.3 |
1848.2 |
1811.5 |
1826.5 |
-3.6 |
186,087 |
338,916 |
-5,306 |
Feb12 |
110914 |
1840.2 |
1849.7 |
1814.5 |
1828.7 |
-3.7 |
2,764 |
32,555 |
+441 |
Apr12 |
110914 |
1841.7 |
1850.2 |
1820.7 |
1830.8 |
-3.7 |
722 |
9,066 |
+180 |
Jun12 |
110914 |
1852.6 |
1852.6 |
1818.4 |
1833.0 |
-3.8 |
560 |
17,437 |
+256 |
Aug12 |
110914 |
1831.6 |
1843.5 |
1828.5 |
1835.1 |
-3.8 |
127 |
6,790 |
+56 |
Oct12 |
110914 |
1836.2 |
1841.0 |
1831.2 |
1837.3 |
-3.9 |
35 |
4,396 |
+12 |
Dec12 |
110914 |
1856.5 |
1856.5 |
1826.9 |
1839.6 |
-4.0 |
936 |
14,280 |
+191 |
Feb13 |
110914 |
1841.8 |
1841.8 |
1841.8 |
1841.8 |
-4.0 |
55 |
3,376 |
-9 |
Apr13 |
110914 |
1844.0 |
1844.0 |
1844.0 |
1844.0 |
-4.0 |
0 |
330 |
+0 |
Jun13 |
110914 |
1846.7 |
1846.7 |
1846.7 |
1846.7 |
-4.0 |
5 |
12,430 |
-1 |
Total Volume and Open Interest |
198,933 |
512,068 |
-5,003 |
Silver(CMX) |
Sep11 |
110914 |
4107.5 |
4117.5 |
4040.0 |
4046.9 |
-65.4 |
149 |
443 |
-79 |
Dec11 |
110914 |
4115.5 |
4141.0 |
4031.0 |
4053.3 |
-66.0 |
38,175 |
75,890 |
-557 |
Mar12 |
110914 |
4122.5 |
4130.0 |
4040.0 |
4056.7 |
-66.4 |
713 |
8,567 |
+277 |
May12 |
110914 |
4046.5 |
4058.2 |
4046.5 |
4058.2 |
-66.4 |
83 |
2,627 |
+32 |
Jul12 |
110914 |
4058.0 |
4058.3 |
4058.0 |
4058.3 |
-66.3 |
82 |
2,002 |
-5 |
Sep12 |
110914 |
4055.9 |
4055.9 |
4055.9 |
4055.9 |
-66.5 |
16 |
538 |
-3 |
Dec12 |
110914 |
4103.0 |
4103.0 |
4044.0 |
4051.0 |
-66.9 |
151 |
9,705 |
+13 |
Total Volume and Open Interest |
40,212 |
112,726 |
-390 |
Platinum(NYMEX) |
Oct11 |
110914 |
1819.2 |
1831.5 |
1805.2 |
1815.9 |
+2.4 |
8,109 |
30,522 |
-1,776 |
Jan12 |
110914 |
1832.3 |
1832.4 |
1816.7 |
1820.7 |
+2.6 |
1,613 |
9,181 |
+1,359 |
Apr12 |
110914 |
1823.0 |
1825.3 |
1823.0 |
1823.9 |
+1.5 |
31 |
1,569 |
+15 |
Jul12 |
110914 |
1826.8 |
1826.8 |
1826.8 |
1826.8 |
+1.5 |
0 |
26 |
+0 |
Total Volume and Open Interest |
9,753 |
41,298 |
-402 |
Palladium(NYMEX) |
Sep11 |
110914 |
718.30 |
719.20 |
718.30 |
719.20 |
-7.80 |
3 |
47 |
-21 |
Dec11 |
110914 |
723.10 |
735.95 |
720.05 |
721.00 |
-7.50 |
3,912 |
19,249 |
-145 |
Mar12 |
110914 |
69.64 |
69.64 |
65.94 |
66.89 |
-7.55 |
38 |
200 |
+38 |
Total Volume and Open Interest |
3,954 |
19,501 |
-127 |
Copper(CMX) |
Sep11 |
110914 |
394.00 |
394.85 |
387.85 |
388.50 |
-7.10 |
464 |
2,099 |
-245 |
Dec11 |
110914 |
397.20 |
401.10 |
388.50 |
389.80 |
-7.20 |
36,393 |
77,262 |
-137 |
Mar12 |
110914 |
400.20 |
402.20 |
391.60 |
391.85 |
-7.20 |
2,109 |
25,728 |
+416 |
May12 |
110914 |
403.15 |
403.15 |
392.55 |
392.80 |
-7.20 |
473 |
4,557 |
+140 |
Jul12 |
110914 |
394.30 |
394.30 |
393.00 |
393.40 |
-7.35 |
73 |
1,090 |
-1 |
Total Volume and Open Interest |
39,862 |
118,383 |
+147 |
DJIA Index(CBOT) |
Sep11 |
110914 |
11087 |
11380 |
10950 |
11248 |
+153 |
2,535 |
9,369 |
-1,334 |
Dec11 |
110914 |
11001 |
11315 |
10880 |
11174 |
+153 |
2,276 |
6,460 |
+916 |
Mar12 |
110914 |
11104 |
11104 |
10952 |
11104 |
+152 |
|
|
|
Jun12 |
110914 |
11034 |
11034 |
10882 |
11034 |
+152 |
|
|
|
Total Volume and Open Interest |
4,811 |
15,829 |
-418 |
E-mini DJIA Index(CBOT) |
Sep11 |
110914 |
11087 |
11389 |
10946 |
11248 |
+153 |
45,212 |
43,887 |
-9,964 |
Dec11 |
110914 |
11028 |
11314 |
10868 |
11174 |
+153 |
151,994 |
48,739 |
+13,037 |
Mar12 |
110914 |
10973 |
11134 |
10973 |
11104 |
+152 |
34 |
30 |
+18 |
Jun12 |
110914 |
11034 |
11034 |
11034 |
11034 |
+152 |
|
|
|
Total Volume and Open Interest |
197,240 |
92,656 |
+3,091 |
S & P 500(CME) |
Sep11 |
110914 |
1178.30 |
1201.30 |
1162.50 |
1188.60 |
+17.20 |
84,899 |
265,204 |
-52,472 |
Dec11 |
110914 |
1165.10 |
1196.00 |
1148.10 |
1182.20 |
+17.00 |
92,381 |
236,399 |
+56,380 |
Mar12 |
110914 |
1165.00 |
1187.60 |
1154.60 |
1176.60 |
+17.00 |
113 |
3,036 |
+37 |
Jun12 |
110914 |
1171.10 |
1182.50 |
1149.50 |
1171.10 |
+16.60 |
0 |
27 |
+0 |
Total Volume and Open Interest |
177,393 |
504,766 |
+3,944 |
S & P 500 E-Mini(Globex) |
Sep11 |
110914 |
1171.25 |
1202.50 |
1154.25 |
1188.50 |
+17.00 |
1,129,051 |
1,681,494 |
-552,938 |
Dec11 |
110914 |
1165.50 |
1196.25 |
1148.00 |
1182.25 |
+17.00 |
3,694,565 |
2,407,037 |
+519,103 |
Total Volume and Open Interest |
4,823,737 |
4,089,537 |
-33,816 |
NASDAQ 100(CME) |
Sep11 |
110914 |
2236.00 |
2278.00 |
2215.00 |
2252.00 |
+31.20 |
1,862 |
30,160 |
-130 |
Dec11 |
110914 |
2202.00 |
2273.00 |
2186.50 |
2246.30 |
+31.30 |
1,586 |
2,629 |
+522 |
Mar12 |
110914 |
2242.50 |
2242.50 |
2241.80 |
2242.50 |
+30.70 |
|
|
|
Total Volume and Open Interest |
3,448 |
32,789 |
+392 |
NASDAQ 100 E-Mini(Globex) |
Sep11 |
110914 |
2221.00 |
2278.30 |
2191.80 |
2252.00 |
+31.20 |
114,565 |
253,208 |
-41,675 |
Dec11 |
110914 |
2215.50 |
2272.80 |
2186.00 |
2246.30 |
+31.30 |
374,107 |
220,554 |
+56,258 |
Total Volume and Open Interest |
488,673 |
473,798 |
+14,584 |
S & P Midcap 400(CME) |
Sep11 |
110914 |
853.50 |
853.50 |
852.80 |
853.50 |
+15.70 |
10 |
5,001 |
-7 |
Dec11 |
110914 |
850.60 |
858.00 |
832.00 |
850.60 |
+15.80 |
10 |
256 |
+2 |
Mar12 |
110914 |
848.90 |
848.90 |
848.90 |
848.90 |
+15.80 |
|
|
|
Total Volume and Open Interest |
20 |
5,257 |
-5 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Dec11 |
110914 |
8595 |
8675 |
8455 |
8585 |
-25 |
10,840 |
27,118 |
-1,066 |
Mar12 |
110914 |
8575 |
8610 |
8575 |
8585 |
-25 |
0 |
2 |
+0 |
Total Volume and Open Interest |
10,840 |
27,120 |
-1,066 |
Nikkei 225(SGX) |
Sep11 |
110908 |
8775 |
8875 |
8760 |
8795 |
+5 |
214,180 |
204,890 |
-17,250 |
Dec11 |
110914 |
8540 |
8600 |
8430 |
8460 |
-100 |
94,177 |
176,304 |
-3,667 |
Mar12 |
110914 |
8455 |
8550 |
8430 |
8450 |
-100 |
9 |
641 |
-4 |
Total Volume and Open Interest |
94,478 |
188,528 |
-3,712 |
CAC 40(EURONEXT) |
Sep11 |
110914 |
2855.0 |
3000.0 |
2828.0 |
2944.0 |
+49.0 |
255,902 |
392,739 |
+60,665 |
Oct11 |
110914 |
2850.0 |
2994.5 |
2827.0 |
2938.5 |
+48.5 |
87,919 |
164,070 |
+79,686 |
Nov11 |
110914 |
2832.5 |
2933.5 |
2831.5 |
2933.5 |
+38.5 |
9 |
31 |
+7 |
Total Volume and Open Interest |
355,215 |
571,820 |
+150,908 |
Hang Seng Index(HKFE) |
Sep11 |
110914 |
19250 |
19282 |
18600 |
18997 |
+1 |
73,122 |
98,793 |
-1,075 |
Oct11 |
110914 |
19236 |
19280 |
18601 |
18990 |
-1 |
1,020 |
2,268 |
+291 |
Total Volume and Open Interest |
74,371 |
107,021 |
-723 |
DAX(EUREX) |
Sep11 |
110914 |
5101.0 |
5450.5 |
5071.0 |
5339.0 |
+192.0 |
348,094 |
154,928 |
-29,397 |
Dec11 |
110914 |
5103.0 |
5458.0 |
5080.0 |
5348.5 |
+193.0 |
121,765 |
106,740 |
+52,647 |
Mar12 |
110914 |
5128.0 |
5470.0 |
5095.5 |
5361.0 |
+189.5 |
13,523 |
3,301 |
-246 |
Total Volume and Open Interest |
483,382 |
264,969 |
+23,004 |
FT-SE 100(EURONEXT) |
Sep11 |
110914 |
5204.00 |
5330.00 |
5113.50 |
5242.50 |
+68.00 |
368,868 |
342,889 |
-130,333 |
Dec11 |
110914 |
5179.00 |
5305.50 |
5088.50 |
5217.50 |
+67.50 |
239,662 |
458,056 |
+187,656 |
Mar12 |
110914 |
5134.50 |
5202.50 |
5134.50 |
5182.00 |
+66.50 |
1 |
315 |
-1 |
Total Volume and Open Interest |
608,551 |
801,747 |
+57,342 |
SPI 200(SFE) |
Sep11 |
110914 |
4070.0 |
4111.0 |
3996.0 |
4016.0 |
-66.0 |
134,857 |
224,266 |
-12,422 |
Dec11 |
110914 |
4086.0 |
4124.0 |
4007.0 |
4026.0 |
-70.0 |
99,182 |
197,210 |
+51,294 |
Mar12 |
110914 |
4073.0 |
4073.0 |
4004.0 |
4004.0 |
-67.0 |
7 |
2,067 |
+2 |
Total Volume and Open Interest |
234,576 |
425,807 |
+38,207 |
GSCI(CME) |
Sep11 |
110914 |
657.00 |
658.00 |
652.65 |
657.75 |
-1.40 |
1,831 |
2,233 |
-1,493 |
Oct11 |
110914 |
655.20 |
656.25 |
650.85 |
656.00 |
-1.25 |
1,913 |
6,539 |
+1,539 |
Nov11 |
110914 |
656.75 |
658.05 |
652.00 |
656.75 |
-1.25 |
|
|
|
Total Volume and Open Interest |
3,744 |
8,772 |
+46 |
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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