|
MRCI's End of Day Prices |
Daily Futures Price Listing Fri September 16, 2011 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Nov11 |
110916 |
1358.75 |
1371.00 |
1350.00 |
1355.50 |
-3.25 |
139,562 |
328,637 |
-12,063 |
Jan12 |
110916 |
1370.50 |
1380.00 |
1362.00 |
1367.00 |
-3.25 |
25,942 |
79,490 |
+1,398 |
Mar12 |
110916 |
1378.00 |
1387.25 |
1370.00 |
1375.25 |
-2.75 |
12,146 |
54,609 |
-263 |
May12 |
110916 |
1383.75 |
1392.50 |
1375.25 |
1380.50 |
-1.75 |
8,547 |
60,540 |
+1,456 |
Jul12 |
110916 |
1389.75 |
1400.25 |
1383.00 |
1388.25 |
-1.75 |
9,349 |
37,253 |
+2,362 |
Aug12 |
110916 |
1376.25 |
1378.50 |
1376.25 |
1376.25 |
-2.25 |
182 |
508 |
-48 |
Sep12 |
110916 |
1357.75 |
1362.75 |
1356.00 |
1356.00 |
-4.00 |
73 |
377 |
-7 |
Nov12 |
110916 |
1344.50 |
1354.00 |
1338.75 |
1342.00 |
-4.25 |
5,095 |
29,431 |
-1,198 |
Jan13 |
110916 |
1347.25 |
1352.25 |
1347.25 |
1348.00 |
-4.25 |
5 |
5,184 |
+0 |
Mar13 |
110916 |
1349.25 |
1353.50 |
1349.25 |
1349.25 |
-4.25 |
4 |
125 |
+1 |
May13 |
110916 |
1361.00 |
1361.00 |
1350.25 |
1350.25 |
-4.25 |
0 |
33 |
+0 |
Jul13 |
110916 |
1353.00 |
1355.25 |
1353.00 |
1353.00 |
-2.25 |
8 |
168 |
-1 |
Aug13 |
110916 |
1342.25 |
1346.50 |
1342.25 |
1342.25 |
-4.25 |
|
|
|
Sep13 |
110916 |
1319.75 |
1324.00 |
1319.75 |
1319.75 |
-4.25 |
|
|
|
Total Volume and Open Interest |
200,955 |
597,579 |
-8,347 |
Soybean Meal(CBOT) |
Oct11 |
110916 |
350.00 |
352.90 |
347.90 |
348.70 |
-0.90 |
19,753 |
25,088 |
-1,791 |
Dec11 |
110916 |
354.00 |
357.30 |
352.10 |
353.10 |
-0.90 |
64,671 |
104,890 |
-4,717 |
Jan12 |
110916 |
356.30 |
359.00 |
354.30 |
355.30 |
-0.70 |
2,689 |
12,154 |
-217 |
Mar12 |
110916 |
360.10 |
362.20 |
357.70 |
358.70 |
-0.70 |
1,112 |
9,685 |
-87 |
May12 |
110916 |
362.10 |
364.70 |
359.60 |
360.50 |
-0.80 |
1,036 |
11,719 |
-26 |
Jul12 |
110916 |
364.10 |
366.80 |
361.90 |
362.80 |
-0.70 |
1,158 |
8,745 |
+515 |
Aug12 |
110916 |
362.90 |
363.00 |
359.80 |
359.80 |
-0.60 |
26 |
947 |
-5 |
Sep12 |
110916 |
359.10 |
359.10 |
354.10 |
354.10 |
-0.50 |
38 |
984 |
+2 |
Oct12 |
110916 |
352.00 |
352.00 |
348.80 |
348.80 |
-0.30 |
32 |
946 |
-1 |
Dec12 |
110916 |
354.10 |
354.30 |
350.50 |
350.50 |
-0.10 |
111 |
3,409 |
+7 |
Total Volume and Open Interest |
90,626 |
178,838 |
-6,320 |
Soybean Oil(CBOT) |
Oct11 |
110916 |
56.35 |
56.62 |
55.99 |
56.55 |
+0.33 |
15,845 |
35,231 |
+1,457 |
Dec11 |
110916 |
56.68 |
56.95 |
56.30 |
56.86 |
+0.31 |
69,468 |
154,758 |
-3,370 |
Jan12 |
110916 |
56.83 |
57.10 |
56.47 |
57.04 |
+0.34 |
3,715 |
31,185 |
-354 |
Mar12 |
110916 |
57.11 |
57.30 |
56.74 |
57.30 |
+0.35 |
2,177 |
29,198 |
-80 |
May12 |
110916 |
57.14 |
57.42 |
56.86 |
57.42 |
+0.37 |
1,399 |
20,400 |
+204 |
Jul12 |
110916 |
57.29 |
57.61 |
57.04 |
57.59 |
+0.37 |
1,101 |
11,664 |
+231 |
Aug12 |
110916 |
57.30 |
57.49 |
57.08 |
57.49 |
+0.34 |
37 |
2,223 |
+7 |
Sep12 |
110916 |
57.20 |
57.39 |
56.91 |
57.39 |
+0.34 |
77 |
1,618 |
+31 |
Oct12 |
110916 |
57.05 |
57.05 |
56.75 |
57.05 |
+0.30 |
26 |
1,862 |
+3 |
Dec12 |
110916 |
56.81 |
56.92 |
56.50 |
56.92 |
+0.32 |
360 |
5,531 |
+21 |
Total Volume and Open Interest |
94,205 |
293,671 |
-1,850 |
Canola(WCE) |
Nov11 |
110916 |
551.4 |
553.9 |
547.6 |
551.0 |
-0.4 |
20,390 |
91,335 |
-5,583 |
Jan12 |
110916 |
560.5 |
563.8 |
558.0 |
561.1 |
unch |
5,723 |
53,566 |
+4,405 |
Mar12 |
110916 |
570.5 |
572.6 |
566.8 |
570.0 |
+0.2 |
944 |
22,375 |
+43 |
May12 |
110916 |
576.4 |
577.3 |
573.3 |
576.1 |
+0.3 |
749 |
11,748 |
+313 |
Jul12 |
110916 |
581.2 |
582.2 |
579.3 |
581.4 |
+0.1 |
724 |
5,079 |
-183 |
Total Volume and Open Interest |
29,364 |
192,982 |
-221 |
Corn(CBOT) |
Dec11 |
110916 |
701.75 |
707.25 |
691.75 |
692.00 |
-9.00 |
197,869 |
677,310 |
-12,746 |
Mar12 |
110916 |
714.75 |
720.75 |
705.00 |
705.50 |
-9.25 |
33,374 |
233,216 |
+4,926 |
May12 |
110916 |
722.75 |
727.75 |
713.00 |
713.50 |
-9.25 |
13,201 |
54,858 |
+528 |
Jul12 |
110916 |
726.25 |
731.50 |
717.00 |
717.00 |
-9.00 |
12,862 |
91,153 |
+2,182 |
Sep12 |
110916 |
671.25 |
676.50 |
663.00 |
663.00 |
-9.50 |
2,886 |
21,681 |
+586 |
Dec12 |
110916 |
630.75 |
637.00 |
626.00 |
626.00 |
-6.00 |
9,344 |
102,944 |
+741 |
Mar13 |
110916 |
644.00 |
645.00 |
634.50 |
634.50 |
-6.50 |
181 |
28,537 |
+82 |
May13 |
110916 |
650.50 |
650.50 |
639.50 |
639.50 |
-7.00 |
23 |
683 |
+12 |
Jul13 |
110916 |
653.75 |
653.75 |
643.50 |
643.50 |
-7.00 |
26 |
908 |
-5 |
Sep13 |
110916 |
609.00 |
609.00 |
605.00 |
605.00 |
-4.00 |
8 |
130 |
+8 |
Total Volume and Open Interest |
270,051 |
1,222,870 |
-3,548 |
Wheat(CBOT) |
Dec11 |
110916 |
695.75 |
706.00 |
686.50 |
688.25 |
-7.75 |
47,317 |
222,545 |
-1,919 |
Mar12 |
110916 |
732.00 |
741.00 |
725.25 |
726.75 |
-4.50 |
8,461 |
78,928 |
+921 |
May12 |
110916 |
752.50 |
761.00 |
746.75 |
748.25 |
-3.75 |
4,643 |
20,948 |
+1,438 |
Jul12 |
110916 |
757.25 |
767.25 |
752.75 |
754.75 |
-3.75 |
4,127 |
55,845 |
-569 |
Sep12 |
110916 |
775.75 |
780.00 |
767.75 |
769.25 |
-4.50 |
384 |
3,155 |
-146 |
Dec12 |
110916 |
799.25 |
801.50 |
787.00 |
788.00 |
-8.25 |
2,029 |
25,787 |
-240 |
Total Volume and Open Interest |
67,038 |
410,576 |
-496 |
Wheat(KCBT) |
Dec11 |
110916 |
795.00 |
800.00 |
781.00 |
784.00 |
-11.25 |
14,531 |
90,768 |
+1,679 |
Mar12 |
110916 |
810.00 |
814.25 |
795.75 |
798.75 |
-11.25 |
3,013 |
33,058 |
+481 |
May12 |
110916 |
816.50 |
820.00 |
802.50 |
805.50 |
-11.00 |
858 |
4,253 |
+165 |
Jul12 |
110916 |
811.75 |
817.25 |
802.75 |
805.00 |
-6.75 |
2,599 |
23,829 |
+688 |
Sep12 |
110916 |
821.75 |
825.25 |
813.00 |
815.00 |
-6.75 |
10 |
1,468 |
-1 |
Dec12 |
110916 |
843.75 |
844.00 |
832.00 |
832.00 |
-10.00 |
51 |
1,688 |
-6 |
Total Volume and Open Interest |
21,065 |
155,346 |
+3,006 |
Wheat(MGE) |
Sep11 |
110914 |
929.00 |
929.00 |
929.00 |
929.00 |
+2.25 |
28 |
4 |
-25 |
Dec11 |
110916 |
871.00 |
879.00 |
853.50 |
856.25 |
-14.75 |
3,918 |
20,253 |
-460 |
Mar12 |
110916 |
869.75 |
871.75 |
849.75 |
852.25 |
-12.50 |
1,217 |
9,782 |
+291 |
May12 |
110916 |
870.50 |
871.50 |
851.75 |
854.75 |
-10.00 |
667 |
3,597 |
+116 |
Jul12 |
110916 |
868.00 |
868.50 |
850.25 |
853.00 |
-9.50 |
416 |
4,802 |
+95 |
Total Volume and Open Interest |
6,373 |
42,050 |
+109 |
Oats(CBOT) |
Dec11 |
110916 |
345.00 |
347.25 |
342.00 |
345.50 |
+1.50 |
569 |
12,354 |
-8 |
Mar12 |
110916 |
354.00 |
357.50 |
353.00 |
356.25 |
+2.00 |
52 |
1,337 |
+26 |
May12 |
110916 |
362.25 |
363.75 |
360.75 |
363.75 |
+2.00 |
0 |
82 |
+0 |
Jul12 |
110916 |
369.75 |
369.75 |
367.75 |
369.75 |
+2.00 |
0 |
4 |
+0 |
Total Volume and Open Interest |
628 |
13,815 |
+25 |
Rough Rice(CBOT) |
Sep11 |
110914 |
17.59 |
17.89 |
17.59 |
17.59 |
-0.30 |
3 |
3 |
-144 |
Nov11 |
110916 |
17.89 |
18.20 |
17.83 |
17.89 |
-0.03 |
866 |
14,463 |
-1 |
Jan12 |
110916 |
18.15 |
18.45 |
18.12 |
18.17 |
-0.03 |
219 |
2,010 |
+59 |
Mar12 |
110916 |
18.61 |
18.63 |
18.44 |
18.44 |
-0.01 |
98 |
1,134 |
+76 |
Total Volume and Open Interest |
1,263 |
17,852 |
+171 |
Live Cattle(CME) |
Oct11 |
110916 |
119.080 |
119.500 |
118.250 |
118.500 |
-0.400 |
31,161 |
65,881 |
-5,711 |
Dec11 |
110916 |
119.350 |
119.650 |
118.535 |
118.950 |
-0.480 |
27,752 |
140,763 |
+5,290 |
Feb12 |
110916 |
121.930 |
122.400 |
121.230 |
121.700 |
-0.230 |
10,091 |
63,187 |
+1,667 |
Apr12 |
110916 |
125.850 |
126.450 |
125.230 |
125.650 |
-0.200 |
4,796 |
39,810 |
+1,011 |
Jun12 |
110916 |
124.135 |
125.000 |
123.750 |
124.550 |
+0.250 |
2,730 |
16,639 |
+984 |
Aug12 |
110916 |
124.330 |
124.700 |
123.930 |
124.650 |
+0.100 |
426 |
2,535 |
+61 |
Total Volume and Open Interest |
77,140 |
330,274 |
+3,395 |
Feeder Cattle(CME) |
Sep11 |
110916 |
135.630 |
136.000 |
134.550 |
135.300 |
-0.300 |
1,035 |
3,943 |
+86 |
Oct11 |
110916 |
137.800 |
138.400 |
136.700 |
137.485 |
-0.300 |
3,849 |
11,594 |
+115 |
Nov11 |
110916 |
139.100 |
139.650 |
138.285 |
139.300 |
+0.200 |
2,464 |
10,961 |
+504 |
Jan12 |
110916 |
140.750 |
141.400 |
140.050 |
140.900 |
+0.200 |
744 |
5,046 |
+44 |
Mar12 |
110916 |
141.700 |
142.185 |
141.050 |
141.880 |
+0.145 |
360 |
1,989 |
+19 |
Apr12 |
110916 |
142.000 |
142.550 |
141.550 |
142.285 |
+0.185 |
36 |
500 |
+14 |
May12 |
110916 |
141.650 |
142.650 |
141.600 |
142.650 |
-0.050 |
68 |
418 |
+2 |
Total Volume and Open Interest |
8,588 |
34,640 |
+801 |
Lean Hogs(CME) |
Oct11 |
110916 |
89.200 |
89.600 |
87.300 |
87.350 |
-1.650 |
20,170 |
42,755 |
-3,593 |
Dec11 |
110916 |
84.900 |
85.100 |
82.535 |
82.730 |
-1.670 |
21,603 |
102,883 |
+391 |
Feb12 |
110916 |
88.730 |
89.135 |
87.430 |
87.680 |
-0.550 |
6,241 |
46,442 |
+43 |
Apr12 |
110916 |
92.150 |
92.550 |
91.430 |
91.500 |
-0.400 |
3,205 |
29,379 |
+525 |
May12 |
110916 |
96.500 |
96.550 |
95.800 |
96.000 |
-0.350 |
6 |
1,100 |
+0 |
Jun12 |
110916 |
99.000 |
99.150 |
98.300 |
98.600 |
-0.200 |
1,092 |
14,440 |
+383 |
Jul12 |
110916 |
97.800 |
98.180 |
97.285 |
97.350 |
+0.050 |
253 |
3,964 |
+44 |
Aug12 |
110916 |
96.500 |
96.635 |
95.950 |
96.400 |
+0.200 |
110 |
2,661 |
+52 |
Total Volume and Open Interest |
52,753 |
245,058 |
-2,103 |
Class III Milk(CME) |
Sep11 |
110916 |
18.94 |
18.97 |
18.92 |
18.94 |
+0.01 |
99 |
6,240 |
+26 |
Oct11 |
110916 |
18.59 |
18.59 |
18.47 |
18.52 |
+0.01 |
249 |
5,472 |
+24 |
Nov11 |
110916 |
18.40 |
18.55 |
18.35 |
18.47 |
+0.10 |
114 |
4,664 |
+24 |
Dec11 |
110916 |
17.95 |
18.00 |
17.86 |
17.96 |
+0.10 |
98 |
4,266 |
+13 |
Jan12 |
110916 |
17.40 |
17.45 |
17.35 |
17.43 |
+0.08 |
35 |
1,753 |
+14 |
Total Volume and Open Interest |
796 |
32,559 |
+200 |
Cocoa(ICE) |
Sep11 |
110915 |
2784 |
2784 |
2784 |
2784 |
-9 |
52 |
12 |
-2 |
Dec11 |
110916 |
2796 |
2808 |
2780 |
2792 |
+1 |
10,057 |
74,729 |
+495 |
Mar12 |
110916 |
2840 |
2846 |
2824 |
2837 |
+2 |
2,260 |
57,326 |
-133 |
May12 |
110916 |
2855 |
2859 |
2841 |
2850 |
+1 |
516 |
17,321 |
+61 |
Jul12 |
110916 |
2870 |
2874 |
2850 |
2863 |
unch |
186 |
8,036 |
+53 |
Sep12 |
110916 |
2875 |
2877 |
2861 |
2874 |
+1 |
280 |
9,661 |
+198 |
Dec12 |
110916 |
2882 |
2887 |
2870 |
2882 |
+3 |
255 |
8,170 |
+180 |
Total Volume and Open Interest |
13,554 |
179,765 |
+842 |
Coffee "C"(ICE) |
Sep11 |
110916 |
262.55 |
263.00 |
258.45 |
263.00 |
-0.35 |
7 |
108 |
-75 |
Dec11 |
110916 |
260.40 |
264.75 |
255.10 |
260.40 |
-0.15 |
12,262 |
74,683 |
-452 |
Mar12 |
110916 |
264.10 |
267.35 |
258.00 |
263.25 |
unch |
1,813 |
21,476 |
-147 |
May12 |
110916 |
265.50 |
267.45 |
259.55 |
264.50 |
+0.20 |
875 |
10,418 |
+251 |
Jul12 |
110916 |
264.45 |
266.05 |
259.05 |
263.10 |
-0.10 |
160 |
3,026 |
-20 |
Sep12 |
110916 |
262.20 |
263.85 |
256.85 |
260.90 |
-0.10 |
73 |
2,643 |
+44 |
Total Volume and Open Interest |
15,287 |
114,893 |
-366 |
Orange Juice(ICE) |
Nov11 |
110916 |
162.05 |
164.80 |
161.00 |
162.75 |
-0.75 |
1,199 |
18,384 |
-499 |
Jan12 |
110916 |
159.00 |
161.25 |
159.00 |
160.60 |
unch |
163 |
3,101 |
+93 |
Mar12 |
110916 |
159.15 |
161.75 |
159.15 |
161.05 |
+0.05 |
37 |
1,662 |
+31 |
May12 |
110916 |
161.00 |
161.00 |
160.80 |
160.80 |
unch |
17 |
528 |
+12 |
Jul12 |
110916 |
161.25 |
161.25 |
161.00 |
161.25 |
unch |
0 |
145 |
+0 |
Sep12 |
110916 |
161.15 |
161.15 |
161.15 |
161.15 |
unch |
0 |
1 |
+0 |
Total Volume and Open Interest |
1,416 |
23,831 |
-363 |
Sugar #11(ICE) |
Oct11 |
110916 |
29.32 |
29.39 |
27.44 |
27.52 |
-1.98 |
63,170 |
100,276 |
-26,774 |
Mar12 |
110916 |
28.00 |
28.07 |
26.24 |
26.31 |
-1.87 |
40,240 |
252,825 |
+9,442 |
May12 |
110916 |
26.79 |
26.91 |
25.44 |
25.49 |
-1.50 |
8,857 |
62,258 |
+2,305 |
Jul12 |
110916 |
25.64 |
25.66 |
24.40 |
24.53 |
-1.17 |
4,457 |
65,008 |
+98 |
Oct12 |
110916 |
24.82 |
24.90 |
23.73 |
23.96 |
-0.99 |
1,675 |
32,640 |
+104 |
Total Volume and Open Interest |
119,614 |
560,728 |
-14,451 |
London Cocoa(LCE) |
Dec11 |
110916 |
1820 |
1825 |
1805 |
1807 |
-5 |
7,162 |
87,135 |
-225 |
Mar12 |
110916 |
1856 |
1856 |
1835 |
1839 |
-4 |
4,021 |
43,429 |
+940 |
May12 |
110916 |
1865 |
1868 |
1852 |
1856 |
-2 |
1,858 |
15,858 |
-164 |
Jul12 |
110916 |
1882 |
1884 |
1867 |
1870 |
-4 |
1,001 |
14,181 |
+436 |
Sep12 |
110916 |
1905 |
1905 |
1885 |
1888 |
-2 |
324 |
10,692 |
+69 |
Dec12 |
110916 |
1923 |
1923 |
1907 |
1909 |
unch |
35 |
10,050 |
+28 |
Mar13 |
110916 |
1922 |
1923 |
1922 |
1923 |
+2 |
17 |
1,035 |
+217 |
Total Volume and Open Interest |
14,418 |
182,380 |
-4,729 |
London Sugar(LCE) |
Dec11 |
110916 |
709.60 |
715.50 |
683.80 |
687.20 |
-30.40 |
2,159 |
21,582 |
+379 |
Mar12 |
110916 |
696.00 |
702.60 |
670.10 |
674.60 |
-29.50 |
1,495 |
12,241 |
-47 |
May12 |
110916 |
682.70 |
687.30 |
659.50 |
666.20 |
-23.10 |
664 |
4,443 |
+192 |
Aug12 |
110916 |
665.50 |
665.50 |
643.50 |
650.00 |
-19.00 |
197 |
2,587 |
+90 |
Oct12 |
110916 |
642.50 |
642.60 |
622.80 |
632.00 |
-16.50 |
124 |
1,513 |
+115 |
Total Volume and Open Interest |
4,639 |
42,927 |
-1,705 |
Cotton(ICE) |
Oct11 |
110916 |
109.20 |
109.84 |
108.95 |
109.08 |
-1.54 |
43 |
264 |
-14 |
Dec11 |
110916 |
111.62 |
112.05 |
109.41 |
110.52 |
-1.10 |
11,232 |
94,640 |
-98 |
Mar12 |
110916 |
108.55 |
109.00 |
106.29 |
107.49 |
-1.06 |
2,081 |
39,272 |
+305 |
May12 |
110916 |
106.69 |
106.69 |
104.58 |
105.55 |
-0.99 |
886 |
6,281 |
-61 |
Jul12 |
110916 |
104.00 |
104.82 |
103.48 |
104.55 |
-0.91 |
327 |
11,031 |
+65 |
Oct12 |
110916 |
103.11 |
103.11 |
103.11 |
103.11 |
-0.91 |
0 |
3 |
+0 |
Total Volume and Open Interest |
14,580 |
155,680 |
+199 |
Lumber(CME) |
Nov11 |
110916 |
250.4 |
251.5 |
242.7 |
244.6 |
-5.4 |
376 |
6,163 |
-185 |
Jan12 |
110916 |
270.7 |
271.0 |
263.7 |
268.5 |
-5.2 |
95 |
2,534 |
+9 |
Mar12 |
110916 |
285.6 |
285.6 |
279.5 |
285.0 |
-4.5 |
13 |
513 |
+1 |
May12 |
110916 |
286.0 |
286.0 |
285.0 |
286.0 |
-6.3 |
1 |
133 |
+1 |
Total Volume and Open Interest |
485 |
9,363 |
-276 |
Crude Oil(NYM) |
Oct11 |
110916 |
89.11 |
89.78 |
87.00 |
87.96 |
-1.44 |
296,285 |
79,239 |
-44,794 |
Nov11 |
110916 |
89.39 |
89.93 |
87.22 |
88.18 |
-1.41 |
158,805 |
300,180 |
+18,093 |
Dec11 |
110916 |
89.57 |
90.14 |
87.50 |
88.44 |
-1.37 |
92,024 |
191,737 |
-5,218 |
Jan12 |
110916 |
89.83 |
90.34 |
87.77 |
88.73 |
-1.30 |
28,573 |
98,193 |
+1,661 |
Feb12 |
110916 |
90.24 |
90.50 |
88.26 |
89.00 |
-1.24 |
11,272 |
36,199 |
-17 |
Mar12 |
110916 |
90.74 |
90.75 |
88.41 |
89.27 |
-1.17 |
10,665 |
43,185 |
+226 |
Apr12 |
110916 |
90.88 |
90.91 |
88.81 |
89.53 |
-1.12 |
6,324 |
25,286 |
-923 |
May12 |
110916 |
90.65 |
90.75 |
89.03 |
89.79 |
-1.08 |
3,558 |
23,489 |
-45 |
Jun12 |
110916 |
91.08 |
91.35 |
89.47 |
90.06 |
-1.04 |
13,868 |
77,794 |
+358 |
Jul12 |
110916 |
90.22 |
90.44 |
89.88 |
90.32 |
-1.01 |
3,066 |
37,363 |
+1,006 |
Aug12 |
110916 |
90.09 |
90.52 |
90.09 |
90.52 |
-0.99 |
738 |
17,603 |
-8 |
Sep12 |
110916 |
91.30 |
91.95 |
90.28 |
90.71 |
-0.98 |
1,961 |
18,492 |
+305 |
Oct12 |
110916 |
90.90 |
90.90 |
90.90 |
90.90 |
-0.96 |
2,552 |
16,112 |
+279 |
Nov12 |
110916 |
91.10 |
91.10 |
91.10 |
91.10 |
-0.94 |
1,292 |
20,130 |
+209 |
Dec12 |
110916 |
92.47 |
92.50 |
90.48 |
91.32 |
-0.92 |
23,813 |
150,427 |
+488 |
Jan13 |
110916 |
92.39 |
92.39 |
91.42 |
91.42 |
-0.89 |
284 |
19,807 |
+131 |
Total Volume and Open Interest |
669,730 |
1,419,069 |
-29,711 |
e-miNY Crude Oil(NYM) |
Sep11 |
110819 |
81.450 |
83.550 |
79.225 |
82.250 |
-0.125 |
9,194 |
3,327 |
-634 |
Oct11 |
110916 |
89.125 |
89.775 |
87.000 |
87.950 |
-1.450 |
6,715 |
1,695 |
-165 |
Nov11 |
110916 |
89.350 |
89.925 |
87.225 |
88.175 |
-1.425 |
1,192 |
996 |
+149 |
Dec11 |
110916 |
89.675 |
90.175 |
87.475 |
88.450 |
-1.350 |
116 |
466 |
+23 |
Jan12 |
110916 |
90.000 |
90.150 |
88.725 |
88.725 |
-1.300 |
4 |
274 |
+0 |
Feb12 |
110916 |
88.950 |
89.000 |
88.425 |
89.000 |
-1.250 |
3 |
19 |
+1 |
Mar12 |
110916 |
89.275 |
89.275 |
89.275 |
89.275 |
-1.175 |
4 |
21 |
+2 |
Apr12 |
110916 |
89.525 |
89.525 |
89.525 |
89.525 |
-1.125 |
0 |
9 |
+0 |
May12 |
110916 |
89.800 |
89.800 |
89.800 |
89.800 |
-1.075 |
0 |
6 |
+0 |
Jun12 |
110916 |
90.050 |
90.050 |
90.050 |
90.050 |
-1.050 |
0 |
13 |
+0 |
Total Volume and Open Interest |
8,038 |
3,724 |
+12 |
Heating Oil(NYM) |
Oct11 |
110916 |
302.20 |
305.10 |
299.61 |
300.89 |
-1.57 |
56,013 |
72,632 |
+1,708 |
Nov11 |
110916 |
303.07 |
305.85 |
300.38 |
301.71 |
-1.38 |
29,240 |
70,724 |
+2,025 |
Dec11 |
110916 |
303.98 |
306.33 |
300.83 |
302.25 |
-1.29 |
20,286 |
54,234 |
+1,407 |
Jan12 |
110916 |
304.02 |
306.82 |
301.34 |
302.74 |
-1.33 |
15,396 |
36,890 |
-758 |
Feb12 |
110916 |
304.04 |
305.92 |
300.76 |
302.12 |
-1.41 |
5,925 |
13,604 |
+549 |
Mar12 |
110916 |
302.16 |
304.53 |
299.35 |
300.66 |
-1.52 |
4,604 |
12,966 |
+917 |
Apr12 |
110916 |
298.52 |
299.77 |
296.68 |
297.99 |
-1.59 |
1,141 |
6,917 |
+164 |
May12 |
110916 |
298.05 |
298.05 |
295.10 |
295.38 |
-1.72 |
983 |
5,808 |
+106 |
Jun12 |
110916 |
296.50 |
296.63 |
292.75 |
293.88 |
-1.82 |
6,863 |
32,433 |
+452 |
Jul12 |
110916 |
294.04 |
294.04 |
293.86 |
293.86 |
-1.84 |
171 |
2,836 |
+27 |
Aug12 |
110916 |
294.44 |
294.44 |
294.14 |
294.14 |
-1.86 |
78 |
3,473 |
+1 |
Sep12 |
110916 |
294.55 |
294.55 |
294.55 |
294.55 |
-1.87 |
78 |
3,084 |
-30 |
Total Volume and Open Interest |
142,735 |
334,061 |
+7,329 |
Gasoline(NYMEX) |
Oct11 |
110916 |
277.90 |
283.84 |
277.81 |
278.41 |
+0.13 |
48,104 |
66,381 |
+1,147 |
Nov11 |
110916 |
275.85 |
280.68 |
275.11 |
275.87 |
+0.19 |
32,853 |
63,293 |
+2,741 |
Dec11 |
110916 |
274.00 |
278.20 |
272.88 |
273.80 |
-0.11 |
20,981 |
45,586 |
+250 |
Jan12 |
110916 |
275.59 |
277.58 |
272.47 |
273.40 |
-0.33 |
6,938 |
31,075 |
+793 |
Feb12 |
110916 |
274.35 |
277.81 |
273.41 |
273.93 |
-0.45 |
2,320 |
10,886 |
+377 |
Mar12 |
110916 |
274.96 |
278.37 |
274.38 |
274.79 |
-0.52 |
1,356 |
12,254 |
-13 |
Apr12 |
110916 |
285.40 |
285.69 |
285.25 |
285.31 |
-0.56 |
641 |
8,407 |
-66 |
May12 |
110916 |
287.20 |
287.20 |
285.13 |
285.13 |
-0.55 |
555 |
4,179 |
-130 |
Jun12 |
110916 |
284.56 |
287.73 |
283.55 |
284.00 |
-0.56 |
988 |
12,997 |
+64 |
Jul12 |
110916 |
281.65 |
281.65 |
281.65 |
281.65 |
-0.56 |
94 |
1,611 |
+62 |
Total Volume and Open Interest |
115,504 |
275,025 |
+5,121 |
e-miNY RBOB Gasoline(NYM) |
Oct11 |
110916 |
278.40 |
278.41 |
278.40 |
278.40 |
+0.10 |
0 |
1 |
+0 |
Nov11 |
110916 |
275.90 |
275.90 |
275.87 |
275.90 |
+0.20 |
|
|
|
Dec11 |
110916 |
273.80 |
273.80 |
273.80 |
273.80 |
-0.10 |
0 |
1 |
+0 |
Jan12 |
110916 |
273.40 |
273.40 |
273.40 |
273.40 |
-0.30 |
0 |
1 |
+0 |
Total Volume and Open Interest |
0 |
4 |
+0 |
Natural Gas(NYM) |
Oct11 |
110916 |
3.882 |
3.895 |
3.791 |
3.809 |
-0.069 |
188,891 |
115,780 |
-2,440 |
Nov11 |
110916 |
3.990 |
3.994 |
3.917 |
3.922 |
-0.059 |
99,877 |
213,620 |
+6,226 |
Dec11 |
110916 |
4.204 |
4.206 |
4.140 |
4.155 |
-0.040 |
40,362 |
83,396 |
+496 |
Jan12 |
110916 |
4.339 |
4.339 |
4.279 |
4.290 |
-0.033 |
39,945 |
165,316 |
+2,480 |
Feb12 |
110916 |
4.346 |
4.346 |
4.291 |
4.307 |
-0.035 |
10,305 |
37,099 |
+259 |
Mar12 |
110916 |
4.306 |
4.316 |
4.270 |
4.279 |
-0.034 |
13,069 |
51,251 |
+612 |
Apr12 |
110916 |
4.297 |
4.297 |
4.251 |
4.257 |
-0.032 |
20,332 |
79,086 |
+2,712 |
May12 |
110916 |
4.318 |
4.318 |
4.286 |
4.289 |
-0.030 |
2,959 |
18,170 |
-34 |
Jun12 |
110916 |
4.367 |
4.367 |
4.331 |
4.331 |
-0.030 |
1,388 |
13,763 |
-120 |
Jul12 |
110916 |
4.394 |
4.401 |
4.376 |
4.376 |
-0.030 |
795 |
11,636 |
+159 |
Aug12 |
110916 |
4.420 |
4.421 |
4.400 |
4.401 |
-0.030 |
761 |
10,287 |
+37 |
Sep12 |
110916 |
4.430 |
4.430 |
4.402 |
4.404 |
-0.030 |
646 |
8,728 |
+1 |
Oct12 |
110916 |
4.452 |
4.461 |
4.430 |
4.434 |
-0.030 |
5,778 |
47,099 |
+998 |
Nov12 |
110916 |
4.612 |
4.615 |
4.604 |
4.604 |
-0.023 |
727 |
9,157 |
-107 |
Dec12 |
110916 |
4.869 |
4.873 |
4.850 |
4.859 |
-0.017 |
433 |
12,237 |
+2 |
Jan13 |
110916 |
4.999 |
5.008 |
4.992 |
4.996 |
-0.013 |
1,996 |
23,759 |
+1,052 |
Total Volume and Open Interest |
433,193 |
971,461 |
+14,277 |
Brent Crude Oil(ICE) |
Nov11 |
110916 |
112.46 |
114.25 |
111.51 |
112.22 |
-0.08 |
238,020 |
207,386 |
+876 |
Dec11 |
110916 |
111.20 |
112.76 |
110.24 |
111.02 |
-0.09 |
145,079 |
188,399 |
-443 |
Jan12 |
110916 |
110.55 |
111.95 |
109.54 |
110.36 |
-0.10 |
26,092 |
52,390 |
+3,528 |
Feb12 |
110916 |
110.43 |
111.42 |
109.41 |
109.89 |
-0.11 |
13,848 |
26,447 |
+1,248 |
Mar12 |
110916 |
109.69 |
111.02 |
109.05 |
109.53 |
-0.14 |
12,421 |
47,630 |
+1,411 |
Apr12 |
110916 |
109.43 |
110.73 |
108.81 |
109.26 |
-0.17 |
6,765 |
18,427 |
+809 |
May12 |
110916 |
109.39 |
110.46 |
108.56 |
109.02 |
-0.19 |
4,690 |
14,717 |
+88 |
Jun12 |
110916 |
109.12 |
110.19 |
107.96 |
108.77 |
-0.21 |
19,165 |
53,962 |
+2,197 |
Jul12 |
110916 |
109.46 |
109.46 |
108.20 |
108.57 |
-0.21 |
1,518 |
11,767 |
-47 |
Aug12 |
110916 |
108.34 |
108.34 |
108.34 |
108.34 |
-0.22 |
598 |
8,659 |
+53 |
Sep12 |
110916 |
108.08 |
108.08 |
108.08 |
108.08 |
-0.21 |
1,172 |
13,263 |
+120 |
Oct12 |
110916 |
107.80 |
107.80 |
107.80 |
107.80 |
-0.21 |
616 |
7,154 |
+44 |
Nov12 |
110916 |
107.50 |
107.50 |
107.50 |
107.50 |
-0.22 |
460 |
9,309 |
+9 |
Dec12 |
110916 |
107.60 |
108.53 |
106.41 |
107.20 |
-0.21 |
26,144 |
82,229 |
-2,202 |
Total Volume and Open Interest |
506,699 |
856,384 |
-10,832 |
Gas Oil(ICE) |
Oct11 |
110916 |
953.00 |
962.00 |
945.00 |
950.50 |
-1.75 |
98,121 |
148,231 |
-5,129 |
Nov11 |
110916 |
947.75 |
957.50 |
940.75 |
946.00 |
-1.75 |
97,393 |
104,500 |
+1,272 |
Dec11 |
110916 |
942.75 |
952.25 |
935.75 |
941.00 |
-2.00 |
68,125 |
76,676 |
+365 |
Jan12 |
110916 |
939.25 |
948.00 |
932.75 |
937.50 |
-2.50 |
26,723 |
61,991 |
+3,324 |
Feb12 |
110916 |
936.25 |
945.00 |
929.25 |
934.25 |
-2.75 |
13,597 |
30,890 |
+414 |
Mar12 |
110916 |
933.25 |
941.50 |
926.75 |
930.75 |
-3.25 |
8,941 |
20,508 |
+263 |
Apr12 |
110916 |
930.00 |
936.00 |
925.00 |
927.25 |
-3.75 |
6,448 |
15,409 |
-57 |
May12 |
110916 |
927.25 |
933.75 |
922.50 |
924.00 |
-4.25 |
5,355 |
12,521 |
-315 |
Jun12 |
110916 |
925.50 |
931.75 |
917.00 |
922.00 |
-4.50 |
13,594 |
42,200 |
+2,143 |
Jul12 |
110916 |
926.50 |
931.75 |
920.50 |
922.00 |
-4.75 |
2,533 |
11,987 |
+702 |
Total Volume and Open Interest |
350,648 |
598,974 |
+3,574 |
Ethanol(CBOT) |
Sep11 |
110906 |
2.835 |
2.850 |
2.835 |
2.840 |
-0.052 |
84 |
85 |
-31 |
Oct11 |
110916 |
2.660 |
2.667 |
2.635 |
2.643 |
-0.021 |
236 |
1,084 |
-118 |
Nov11 |
110916 |
2.618 |
2.635 |
2.605 |
2.609 |
-0.023 |
117 |
1,281 |
+0 |
Dec11 |
110916 |
2.580 |
2.590 |
2.560 |
2.566 |
-0.026 |
161 |
1,392 |
-1 |
Jan12 |
110916 |
2.507 |
2.515 |
2.500 |
2.506 |
-0.027 |
68 |
936 |
+25 |
Feb12 |
110916 |
2.498 |
2.518 |
2.497 |
2.503 |
-0.022 |
119 |
1,005 |
-26 |
Mar12 |
110916 |
2.509 |
2.518 |
2.509 |
2.518 |
-0.021 |
23 |
1,009 |
+14 |
Apr12 |
110916 |
2.542 |
2.547 |
2.541 |
2.547 |
-0.015 |
11 |
713 |
+5 |
Total Volume and Open Interest |
832 |
10,519 |
-68 |
WTI Crude Oil(ICE) |
Oct11 |
110916 |
89.23 |
89.76 |
87.00 |
87.96 |
-1.44 |
53,326 |
31,628 |
-1,456 |
Nov11 |
110916 |
89.45 |
89.93 |
87.21 |
88.18 |
-1.41 |
58,817 |
64,306 |
+3,084 |
Dec11 |
110916 |
89.73 |
90.14 |
87.49 |
88.44 |
-1.37 |
42,509 |
90,628 |
+204 |
Jan12 |
110916 |
90.18 |
90.18 |
87.80 |
88.73 |
-1.30 |
7,888 |
22,093 |
-75 |
Feb12 |
110916 |
90.24 |
90.36 |
88.07 |
89.00 |
-1.24 |
3,156 |
11,407 |
-242 |
Mar12 |
110916 |
90.59 |
90.59 |
88.34 |
89.27 |
-1.17 |
3,337 |
16,357 |
+8 |
Apr12 |
110916 |
90.64 |
90.81 |
88.59 |
89.53 |
-1.12 |
1,405 |
6,639 |
-139 |
May12 |
110916 |
90.93 |
90.93 |
89.10 |
89.79 |
-1.08 |
1,161 |
7,973 |
-4 |
Jun12 |
110916 |
91.02 |
91.27 |
89.14 |
90.06 |
-1.04 |
7,001 |
27,350 |
+127 |
Jul12 |
110916 |
90.32 |
90.32 |
90.32 |
90.32 |
-1.01 |
125 |
7,771 |
-33 |
Aug12 |
110916 |
90.52 |
90.52 |
90.52 |
90.52 |
-0.99 |
50 |
4,796 |
-7 |
Sep12 |
110916 |
90.71 |
90.71 |
90.71 |
90.71 |
-0.98 |
158 |
8,388 |
-50 |
Oct12 |
110916 |
90.90 |
90.90 |
90.90 |
90.90 |
-0.96 |
53 |
1,532 |
-11 |
Nov12 |
110916 |
91.10 |
91.10 |
91.10 |
91.10 |
-0.94 |
0 |
2,516 |
+0 |
Dec12 |
110916 |
92.31 |
92.54 |
90.42 |
91.32 |
-0.92 |
8,431 |
47,269 |
-1,498 |
Jan13 |
110916 |
91.42 |
91.42 |
91.42 |
91.42 |
-0.89 |
0 |
1,954 |
+0 |
Total Volume and Open Interest |
191,481 |
433,768 |
-199 |
US Dollar Index(ICE) |
Sep11 |
110916 |
76.335 |
76.790 |
76.320 |
76.592 |
+0.325 |
27,356 |
16,522 |
-12,052 |
Dec11 |
110916 |
76.820 |
77.305 |
76.815 |
77.092 |
+0.315 |
44,044 |
53,811 |
+13,375 |
Mar12 |
110916 |
77.577 |
77.577 |
77.577 |
77.577 |
+0.315 |
2 |
505 |
+2 |
Total Volume and Open Interest |
71,402 |
70,840 |
+1,325 |
Australian Dollar(CME) |
Sep11 |
110916 |
103.32 |
104.00 |
102.91 |
103.77 |
+0.55 |
94,677 |
54,766 |
-12,619 |
Dec11 |
110916 |
102.20 |
102.85 |
101.81 |
102.65 |
+0.54 |
90,595 |
73,431 |
+15,491 |
Mar12 |
110916 |
101.85 |
101.85 |
101.20 |
101.76 |
+0.56 |
10 |
23 |
+0 |
Total Volume and Open Interest |
185,282 |
128,313 |
+2,872 |
British Pound(CME) |
Sep11 |
110916 |
157.99 |
158.42 |
157.43 |
157.89 |
-0.19 |
99,524 |
52,884 |
-12,260 |
Dec11 |
110916 |
157.86 |
158.26 |
157.29 |
157.74 |
-0.19 |
100,645 |
125,658 |
+27,372 |
Mar12 |
110916 |
157.62 |
157.80 |
157.62 |
157.62 |
-0.18 |
0 |
34 |
+0 |
Total Volume and Open Interest |
200,169 |
178,582 |
+15,112 |
Canadian Dollar(CME) |
Sep11 |
110916 |
101.68 |
102.25 |
101.40 |
102.07 |
+0.44 |
66,899 |
44,905 |
-12,894 |
Dec11 |
110916 |
101.48 |
102.04 |
101.21 |
101.88 |
+0.45 |
64,079 |
70,198 |
+10,754 |
Mar12 |
110916 |
101.31 |
101.87 |
101.26 |
101.75 |
+0.44 |
145 |
2,790 |
+30 |
Jun12 |
110916 |
101.60 |
101.60 |
101.19 |
101.60 |
+0.41 |
21 |
574 |
+0 |
Total Volume and Open Interest |
131,175 |
118,840 |
-2,080 |
Japanese Yen(CME) |
Sep11 |
110916 |
130.36 |
130.48 |
129.91 |
130.10 |
-0.38 |
83,536 |
61,711 |
-12,300 |
Dec11 |
110916 |
130.55 |
130.63 |
130.07 |
130.26 |
-0.37 |
87,972 |
115,160 |
+19,598 |
Mar12 |
110916 |
130.43 |
130.81 |
130.43 |
130.43 |
-0.38 |
2 |
121 |
+2 |
Total Volume and Open Interest |
171,519 |
177,014 |
+7,300 |
Swiss Franc(CME) |
Sep11 |
110916 |
114.93 |
114.99 |
113.94 |
114.16 |
-0.83 |
19,873 |
25,717 |
-2,463 |
Dec11 |
110916 |
115.35 |
115.39 |
114.22 |
114.47 |
-0.83 |
17,123 |
17,976 |
+3,035 |
Mar12 |
110916 |
115.15 |
115.64 |
114.68 |
114.82 |
-0.82 |
0 |
535 |
+0 |
Total Volume and Open Interest |
36,998 |
44,240 |
+572 |
EuroFX(CME) |
Sep11 |
110916 |
138.84 |
138.89 |
137.53 |
137.95 |
-0.94 |
269,199 |
132,559 |
-22,590 |
Dec11 |
110916 |
138.72 |
138.72 |
137.40 |
137.83 |
-0.92 |
250,410 |
178,968 |
+39,441 |
Mar12 |
110916 |
138.79 |
138.79 |
137.40 |
137.80 |
-0.90 |
113 |
818 |
+0 |
Total Volume and Open Interest |
519,729 |
313,181 |
+16,851 |
Mexican Peso(CME) |
Sep11 |
110916 |
773.0 |
776.0 |
766.0 |
768.5 |
-4.0 |
19,549 |
42,322 |
-3,962 |
Oct11 |
110916 |
766.5 |
770.5 |
766.5 |
766.5 |
-4.0 |
|
|
|
Total Volume and Open Interest |
59,994 |
117,604 |
-3,165 |
Brazilian Real(CME) |
Oct11 |
110916 |
578.50 |
580.30 |
578.50 |
578.50 |
-1.80 |
|
|
|
Nov11 |
110916 |
575.75 |
577.65 |
575.75 |
575.75 |
-1.90 |
0 |
1,500 |
+0 |
Dec11 |
110916 |
579.60 |
579.90 |
568.40 |
573.00 |
-2.00 |
222 |
4,997 |
+198 |
Jan12 |
110916 |
570.25 |
572.35 |
570.25 |
570.25 |
-2.10 |
0 |
14,366 |
+0 |
Total Volume and Open Interest |
222 |
37,110 |
+198 |
30-Year T-Bonds(CBOT) |
Sep11 |
110916 |
140~190 |
141~030 |
140~000 |
140~230 |
+0~100 |
4,768 |
23,623 |
-1,500 |
Dec11 |
110916 |
139~030 |
139~270 |
138~220 |
139~140 |
+0~090 |
363,376 |
635,942 |
+4,558 |
Mar12 |
110916 |
138~170 |
138~240 |
138~090 |
138~180 |
+0~090 |
136 |
252 |
+127 |
Total Volume and Open Interest |
368,280 |
659,817 |
+3,185 |
10-Year T-Notes(CBOT) |
Sep11 |
110916 |
130~140 |
130~205 |
130~045 |
130~155 |
+0~025 |
12,336 |
20,310 |
-3,631 |
Dec11 |
110916 |
129~165 |
129~255 |
129~060 |
129~180 |
+0~025 |
1,460,451 |
1,562,311 |
-43,066 |
Mar12 |
110916 |
128~240 |
128~240 |
128~200 |
128~225 |
+0~025 |
0 |
7 |
+0 |
Total Volume and Open Interest |
1,472,787 |
1,582,628 |
-46,697 |
5-Year T-Notes(CBOT) |
Sep11 |
110916 |
123~066 |
123~079 |
123~054 |
123~071 |
+0~009 |
20,997 |
53,196 |
-6,049 |
Dec11 |
110916 |
122~076 |
122~096 |
122~060 |
122~084 |
+0~010 |
668,233 |
1,283,494 |
-10,216 |
Mar12 |
110916 |
121~108 |
121~108 |
121~098 |
121~108 |
+0~010 |
|
|
|
Total Volume and Open Interest |
689,230 |
1,336,690 |
-16,265 |
2 Year T-Notes(CBOT) |
Sep11 |
110916 |
110~040 |
110~043 |
110~037 |
110~043 |
+0~005 |
856 |
17,444 |
-446 |
Dec11 |
110916 |
110~031 |
110~038 |
110~030 |
110~036 |
+0~004 |
258,397 |
776,869 |
-6,778 |
Mar12 |
110916 |
110~031 |
110~031 |
110~027 |
110~031 |
+0~004 |
0 |
138 |
+0 |
Total Volume and Open Interest |
259,253 |
794,451 |
-7,224 |
Eurodollars(CME) |
Sep11 |
110916 |
99.647 |
99.652 |
99.645 |
99.647 |
unch |
251,998 |
1,053,108 |
-3,788 |
Dec11 |
110916 |
99.520 |
99.530 |
99.490 |
99.510 |
-0.010 |
605,542 |
1,075,434 |
-185 |
Mar12 |
110916 |
99.500 |
99.505 |
99.465 |
99.490 |
-0.005 |
336,055 |
1,024,309 |
-11,868 |
Jun12 |
110916 |
99.500 |
99.510 |
99.475 |
99.500 |
+0.005 |
268,208 |
1,140,053 |
-10,464 |
Sep12 |
110916 |
99.490 |
99.505 |
99.470 |
99.505 |
+0.020 |
247,935 |
809,812 |
+10,558 |
Dec12 |
110916 |
99.475 |
99.505 |
99.455 |
99.500 |
+0.030 |
189,948 |
713,833 |
-21,977 |
Mar13 |
110916 |
99.465 |
99.495 |
99.440 |
99.485 |
+0.030 |
164,305 |
728,812 |
+4,027 |
Jun13 |
110916 |
99.400 |
99.430 |
99.380 |
99.420 |
+0.025 |
141,897 |
555,017 |
+5,416 |
Sep13 |
110916 |
99.305 |
99.325 |
99.275 |
99.310 |
+0.015 |
104,690 |
526,727 |
-1,147 |
Dec13 |
110916 |
99.145 |
99.160 |
99.110 |
99.140 |
+0.005 |
64,441 |
403,431 |
-166 |
Mar14 |
110916 |
98.975 |
98.990 |
98.930 |
98.965 |
unch |
58,578 |
278,309 |
-588 |
Jun14 |
110916 |
98.775 |
98.790 |
98.725 |
98.760 |
-0.005 |
59,815 |
281,484 |
-397 |
Sep14 |
110916 |
98.575 |
98.585 |
98.505 |
98.555 |
-0.005 |
55,129 |
153,112 |
+729 |
Dec14 |
110916 |
98.360 |
98.375 |
98.295 |
98.340 |
-0.005 |
35,476 |
155,498 |
-1,943 |
Mar15 |
110916 |
98.175 |
98.175 |
98.085 |
98.140 |
-0.005 |
18,884 |
123,933 |
-868 |
Jun15 |
110916 |
6.225 |
6.225 |
6.145 |
6.190 |
-0.010 |
16,278 |
118,309 |
+255 |
Sep15 |
110916 |
6.025 |
6.030 |
5.945 |
5.995 |
-0.010 |
11,278 |
71,518 |
-239 |
Dec15 |
110916 |
5.830 |
5.840 |
5.755 |
5.810 |
-0.005 |
16,912 |
67,190 |
-1,979 |
Total Volume and Open Interest |
2,686,403 |
9,539,309 |
-33,928 |
30 Day Federal Funds(CBOT) |
Sep11 |
110916 |
99.918 |
99.920 |
99.915 |
99.918 |
+0.003 |
2,789 |
53,084 |
-965 |
Oct11 |
110916 |
99.930 |
99.935 |
99.925 |
99.925 |
unch |
6,393 |
62,156 |
+903 |
Nov11 |
110916 |
99.935 |
99.935 |
99.925 |
99.930 |
+0.005 |
5,016 |
61,172 |
+1,226 |
Dec11 |
110916 |
99.930 |
99.940 |
99.930 |
99.935 |
+0.005 |
2,284 |
66,931 |
-675 |
Jan12 |
110916 |
99.930 |
99.935 |
99.930 |
99.935 |
+0.005 |
2,572 |
56,353 |
-520 |
Feb12 |
110916 |
99.930 |
99.935 |
99.930 |
99.930 |
unch |
2,368 |
49,828 |
-375 |
Total Volume and Open Interest |
48,423 |
708,237 |
-826 |
30 Day Fed Funds(e-CBOT) |
3-Mth Euro-Yen(CME) |
Sep11 |
110916 |
99.670 |
99.670 |
99.670 |
99.670 |
unch |
0 |
191 |
+0 |
Dec11 |
110916 |
99.688 |
99.688 |
99.688 |
99.688 |
+0.007 |
0 |
332 |
+0 |
Mar12 |
110916 |
99.688 |
99.688 |
99.688 |
99.688 |
+0.007 |
0 |
340 |
+0 |
Jun12 |
110916 |
99.692 |
99.692 |
99.692 |
99.692 |
+0.015 |
|
|
|
Sep12 |
110916 |
99.690 |
99.690 |
99.690 |
99.690 |
+0.090 |
|
|
|
Dec12 |
110916 |
99.750 |
99.750 |
99.750 |
99.750 |
+0.090 |
|
|
|
Mar13 |
110916 |
99.750 |
99.750 |
99.750 |
99.750 |
+0.090 |
|
|
|
Jun13 |
110916 |
99.705 |
99.705 |
99.705 |
99.705 |
+0.090 |
|
|
|
Sep13 |
110916 |
99.565 |
99.565 |
99.565 |
99.565 |
+0.090 |
|
|
|
Dec13 |
110916 |
99.425 |
99.425 |
99.425 |
99.425 |
+0.090 |
|
|
|
Total Volume and Open Interest |
0 |
863 |
+0 |
3-Mth Euro-Yen(SGX) |
Dec11 |
110916 |
99.69 |
99.69 |
99.69 |
99.69 |
+0.01 |
0 |
2,016 |
+0 |
Mar12 |
110916 |
99.69 |
99.69 |
99.69 |
99.69 |
+0.01 |
0 |
2,338 |
+0 |
Jun12 |
110916 |
99.69 |
99.69 |
99.69 |
99.69 |
+0.01 |
90 |
1,470 |
+90 |
Sep12 |
110916 |
99.69 |
99.69 |
99.69 |
99.69 |
+0.09 |
0 |
411 |
+0 |
Dec12 |
110916 |
99.75 |
99.75 |
99.75 |
99.75 |
+0.09 |
0 |
51 |
+0 |
Mar13 |
110916 |
99.75 |
99.75 |
99.75 |
99.75 |
+0.09 |
0 |
1 |
+0 |
Jun13 |
110916 |
99.71 |
99.71 |
99.71 |
99.71 |
+0.09 |
|
|
|
Sep13 |
110916 |
99.57 |
99.57 |
99.57 |
99.57 |
+0.09 |
|
|
|
Total Volume and Open Interest |
91 |
8,036 |
+90 |
Japanese Gov't Bonds(SGX) |
Dec11 |
110916 |
142.61 |
142.67 |
142.51 |
142.57 |
-0.14 |
1,144 |
26,153 |
+43 |
Mar12 |
110916 |
141.94 |
141.94 |
141.94 |
141.94 |
-0.14 |
0 |
4 |
+0 |
Jun12 |
110916 |
139.85 |
139.85 |
139.85 |
139.85 |
-0.14 |
|
|
|
Total Volume and Open Interest |
1,144 |
26,157 |
+43 |
Euro-Bund(EUREX) |
Dec11 |
110916 |
136.13 |
136.83 |
135.69 |
136.65 |
+0.66 |
1,114,937 |
856,863 |
-2,760 |
Mar12 |
110916 |
136.69 |
137.20 |
136.44 |
137.08 |
+0.75 |
561 |
351 |
+144 |
Jun12 |
110916 |
136.95 |
136.95 |
136.95 |
136.95 |
+0.66 |
|
|
|
Total Volume and Open Interest |
1,115,498 |
857,214 |
-2,616 |
Euro-Bobl(EUREX) |
Dec11 |
110916 |
121.83 |
122.32 |
121.64 |
122.18 |
+0.41 |
636,129 |
696,626 |
+20,744 |
Mar12 |
110916 |
122.50 |
122.50 |
122.50 |
122.50 |
+0.36 |
10 |
20 |
-5 |
Jun12 |
110916 |
122.33 |
122.33 |
122.33 |
122.33 |
+0.41 |
|
|
|
Total Volume and Open Interest |
636,139 |
696,646 |
+20,739 |
3-Mth Euribor(EUREX) |
Sep11 |
110916 |
98.470 |
98.470 |
98.460 |
98.465 |
-0.010 |
156 |
1,727 |
+9 |
Dec11 |
110916 |
98.700 |
98.760 |
98.700 |
98.760 |
+0.055 |
123 |
1,499 |
+20 |
Mar12 |
110916 |
98.805 |
98.870 |
98.805 |
98.870 |
+0.065 |
823 |
2,444 |
+3 |
Total Volume and Open Interest |
1,440 |
10,218 |
+306 |
Long Gilt(LIFFE) |
Sep11 |
110916 |
130~19 |
131~00 |
130~11 |
130~27 |
+0~12 |
1,307 |
19,355 |
-1,261 |
Dec11 |
110916 |
129~12 |
129~24 |
129~01 |
129~18 |
+0~11 |
162,671 |
358,223 |
+4,134 |
Total Volume and Open Interest |
163,978 |
377,578 |
+2,873 |
3-Mth Short Sterling(LIFFE) |
Sep11 |
110916 |
99.08 |
99.08 |
99.07 |
99.08 |
+0.01 |
54,935 |
334,948 |
+5,566 |
Dec11 |
110916 |
99.07 |
99.10 |
99.03 |
99.04 |
unch |
122,765 |
423,282 |
-7,971 |
Mar12 |
110916 |
99.09 |
99.13 |
99.07 |
99.08 |
+0.02 |
113,669 |
398,614 |
-7,036 |
Jun12 |
110916 |
99.09 |
99.14 |
99.09 |
99.10 |
+0.03 |
82,737 |
224,399 |
-4,195 |
Sep12 |
110916 |
99.10 |
99.14 |
99.09 |
99.11 |
+0.04 |
121,261 |
274,983 |
-18,790 |
Dec12 |
110916 |
99.06 |
99.10 |
99.05 |
99.08 |
+0.04 |
113,993 |
265,709 |
+35,899 |
Total Volume and Open Interest |
761,262 |
2,451,765 |
+11,643 |
3-Mth Euribor(LIFFE) |
Sep11 |
110916 |
98.470 |
98.485 |
98.455 |
98.465 |
-0.010 |
110,590 |
613,542 |
-28,546 |
Dec11 |
110916 |
98.705 |
98.785 |
98.690 |
98.760 |
+0.055 |
321,072 |
666,764 |
+9,454 |
Mar12 |
110916 |
98.810 |
98.900 |
98.790 |
98.870 |
+0.065 |
216,866 |
516,263 |
+11,779 |
Total Volume and Open Interest |
1,478,530 |
3,650,694 |
+17,844 |
3-Mth Aus T-Bills(SFE) |
Dec11 |
110916 |
95.98 |
95.98 |
95.83 |
95.86 |
-0.10 |
19,934 |
249,336 |
-4,284 |
Mar12 |
110916 |
96.33 |
96.33 |
96.19 |
96.21 |
-0.11 |
14,735 |
174,489 |
-3,027 |
Jun12 |
110916 |
96.37 |
96.37 |
96.24 |
96.26 |
-0.12 |
10,544 |
106,744 |
+2,080 |
Sep12 |
110916 |
96.25 |
96.26 |
96.15 |
96.17 |
-0.10 |
9,400 |
77,781 |
+5,057 |
Dec12 |
110916 |
96.17 |
96.17 |
96.07 |
96.08 |
-0.11 |
3,478 |
39,456 |
-355 |
Mar13 |
110916 |
96.08 |
96.08 |
95.98 |
95.98 |
-0.11 |
3,004 |
41,959 |
+1,794 |
Jun13 |
110916 |
95.95 |
95.95 |
95.85 |
95.86 |
-0.12 |
1,359 |
25,728 |
+480 |
Sep13 |
110916 |
95.75 |
95.76 |
95.74 |
95.75 |
-0.12 |
426 |
8,928 |
+166 |
Dec13 |
110916 |
95.63 |
95.63 |
95.61 |
95.61 |
-0.12 |
3 |
2,274 |
-1 |
Mar14 |
110916 |
95.55 |
95.55 |
95.48 |
95.48 |
-0.13 |
10 |
392 |
-1 |
Total Volume and Open Interest |
62,894 |
727,146 |
+1,908 |
10-Year Aus T-Bonds(SFE) |
Dec11 |
110916 |
95.83 |
95.84 |
95.73 |
95.74 |
-0.09 |
43,938 |
328,188 |
+12,199 |
Mar12 |
110916 |
95.74 |
95.74 |
95.74 |
95.74 |
|
|
|
|
3-Year Aus T-Bonds(SFE) |
Dec11 |
110916 |
96.50 |
96.52 |
96.32 |
96.32 |
-0.17 |
118,589 |
459,355 |
+13,256 |
Mar12 |
110916 |
96.32 |
96.32 |
96.32 |
96.32 |
|
|
|
|
Gold(CMX) |
Oct11 |
110916 |
1787.5 |
1822.0 |
1763.2 |
1812.5 |
+33.3 |
8,019 |
31,912 |
-1,375 |
Dec11 |
110916 |
1790.5 |
1825.0 |
1765.4 |
1814.7 |
+33.3 |
237,735 |
323,433 |
-10,597 |
Feb12 |
110916 |
1794.1 |
1826.4 |
1767.4 |
1816.6 |
+33.2 |
6,484 |
36,529 |
+2,520 |
Apr12 |
110916 |
1784.2 |
1825.5 |
1771.7 |
1818.3 |
+33.1 |
940 |
9,298 |
+31 |
Jun12 |
110916 |
1797.5 |
1827.2 |
1777.9 |
1820.2 |
+33.0 |
307 |
17,415 |
-52 |
Aug12 |
110916 |
1798.2 |
1822.2 |
1798.2 |
1822.2 |
+32.9 |
118 |
6,787 |
-9 |
Oct12 |
110916 |
1776.6 |
1826.8 |
1776.6 |
1824.1 |
+32.9 |
51 |
4,404 |
+8 |
Dec12 |
110916 |
1802.0 |
1833.0 |
1780.0 |
1826.3 |
+32.9 |
871 |
14,634 |
+281 |
Feb13 |
110916 |
1828.4 |
1828.4 |
1828.4 |
1828.4 |
+32.8 |
17 |
3,366 |
-4 |
Apr13 |
110916 |
1830.6 |
1830.6 |
1830.6 |
1830.6 |
+32.8 |
0 |
330 |
+0 |
Jun13 |
110916 |
1833.2 |
1833.2 |
1833.2 |
1833.2 |
+32.7 |
241 |
12,632 |
+194 |
Total Volume and Open Interest |
257,575 |
501,148 |
-8,667 |
Silver(CMX) |
Sep11 |
110916 |
3947.5 |
4078.1 |
3947.5 |
4078.1 |
+132.8 |
263 |
369 |
-32 |
Dec11 |
110916 |
3994.5 |
4098.5 |
3945.5 |
4083.1 |
+133.0 |
47,361 |
75,053 |
-453 |
Mar12 |
110916 |
3980.5 |
4088.5 |
3952.5 |
4086.4 |
+133.3 |
856 |
8,822 |
+107 |
May12 |
110916 |
3955.5 |
4087.4 |
3955.5 |
4087.4 |
+133.3 |
74 |
2,622 |
-2 |
Jul12 |
110916 |
4010.0 |
4087.6 |
4010.0 |
4087.6 |
+133.4 |
51 |
2,005 |
-1 |
Sep12 |
110916 |
4085.0 |
4085.0 |
4085.0 |
4085.0 |
+133.4 |
5 |
541 |
-3 |
Dec12 |
110916 |
3983.0 |
4093.5 |
3947.0 |
4080.4 |
+133.9 |
298 |
9,811 |
-12 |
Total Volume and Open Interest |
49,717 |
112,349 |
-263 |
Platinum(NYMEX) |
Oct11 |
110916 |
1788.4 |
1820.0 |
1770.0 |
1813.9 |
+33.3 |
9,441 |
27,054 |
-1,188 |
Jan12 |
110916 |
1789.1 |
1824.4 |
1775.0 |
1818.2 |
+33.0 |
1,089 |
10,691 |
+478 |
Apr12 |
110916 |
1800.0 |
1824.9 |
1792.9 |
1820.7 |
+31.5 |
9 |
1,556 |
+1 |
Jul12 |
110916 |
1823.6 |
1827.8 |
1823.6 |
1823.6 |
+31.5 |
0 |
26 |
+0 |
Total Volume and Open Interest |
10,543 |
39,331 |
-705 |
Palladium(NYMEX) |
Sep11 |
110916 |
731.20 |
731.20 |
731.20 |
731.20 |
+9.50 |
3 |
50 |
+3 |
Dec11 |
110916 |
724.75 |
741.80 |
720.05 |
732.95 |
+9.45 |
2,313 |
19,356 |
+149 |
Mar12 |
110916 |
75.89 |
79.19 |
75.89 |
78.84 |
+9.45 |
0 |
202 |
+0 |
Total Volume and Open Interest |
2,320 |
19,617 |
+156 |
Copper(CMX) |
Sep11 |
110916 |
396.95 |
397.80 |
391.50 |
392.00 |
-2.50 |
529 |
1,265 |
-584 |
Dec11 |
110916 |
396.20 |
399.75 |
392.50 |
393.15 |
-2.55 |
41,684 |
76,729 |
-1,805 |
Mar12 |
110916 |
398.05 |
401.30 |
394.70 |
395.15 |
-2.55 |
4,152 |
27,605 |
+1,424 |
May12 |
110916 |
400.30 |
401.40 |
395.95 |
396.15 |
-2.45 |
762 |
4,887 |
-79 |
Jul12 |
110916 |
396.70 |
396.70 |
396.70 |
396.70 |
-2.45 |
187 |
1,320 |
+133 |
Total Volume and Open Interest |
48,623 |
120,089 |
-258 |
DJIA Index(CBOT) |
Dec11 |
110916 |
11362 |
11460 |
11307 |
11446 |
+71 |
1,408 |
10,235 |
+1,138 |
Mar12 |
110916 |
11365 |
11365 |
11299 |
11365 |
+66 |
21 |
21 |
+21 |
Jun12 |
110916 |
11295 |
11295 |
11229 |
11295 |
+66 |
|
|
|
Sep12 |
110916 |
11225 |
11225 |
11159 |
11225 |
|
|
|
|
E-mini DJIA Index(CBOT) |
Sep11 |
110916 |
11435 |
11500 |
11400 |
11500 |
+48 |
20,642 |
38,821 |
-3,676 |
Dec11 |
110916 |
11363 |
11460 |
11299 |
11446 |
+71 |
128,765 |
66,899 |
+5,601 |
Mar12 |
110916 |
11313 |
11365 |
11241 |
11365 |
+66 |
109 |
104 |
+51 |
Jun12 |
110916 |
11295 |
11295 |
11295 |
11295 |
+66 |
|
|
|
Total Volume and Open Interest |
149,516 |
105,824 |
+1,976 |
S & P 500(CME) |
Dec11 |
110916 |
1203.10 |
1213.50 |
1194.70 |
1211.80 |
+7.60 |
32,319 |
264,746 |
+10,537 |
Mar12 |
110916 |
1204.50 |
1207.40 |
1197.40 |
1206.00 |
+7.60 |
104 |
3,012 |
-9 |
Jun12 |
110916 |
1200.80 |
1202.20 |
1192.20 |
1200.80 |
+7.60 |
0 |
27 |
+0 |
Sep12 |
110916 |
1195.30 |
1196.70 |
1186.70 |
1195.30 |
+7.60 |
|
|
|
Total Volume and Open Interest |
63,954 |
491,316 |
+1,747 |
S & P 500 E-Mini(Globex) |
Dec11 |
110916 |
1203.00 |
1214.00 |
1194.75 |
1211.75 |
+7.50 |
3,024,123 |
2,883,574 |
+129,191 |
Mar12 |
110916 |
1198.00 |
1206.75 |
1189.75 |
1206.00 |
+7.50 |
375 |
1,022 |
+2 |
Total Volume and Open Interest |
3,482,243 |
4,115,030 |
+6,246 |
NASDAQ 100(CME) |
Dec11 |
110916 |
2288.00 |
2309.00 |
2269.80 |
2307.30 |
+23.30 |
3,632 |
4,824 |
+1,830 |
Mar12 |
110916 |
2303.00 |
2303.00 |
2295.00 |
2303.00 |
+23.20 |
|
|
|
Jun12 |
110916 |
2300.00 |
2300.00 |
2292.00 |
2300.00 |
+23.20 |
|
|
|
Total Volume and Open Interest |
7,772 |
31,900 |
+735 |
NASDAQ 100 E-Mini(Globex) |
Dec11 |
110916 |
2281.30 |
2308.30 |
2269.30 |
2307.30 |
+23.30 |
400,800 |
288,499 |
+23,333 |
Mar12 |
110916 |
2275.00 |
2303.00 |
2274.00 |
2303.00 |
+23.20 |
391 |
253 |
+154 |
Total Volume and Open Interest |
469,577 |
484,983 |
-2,923 |
S & P Midcap 400(CME) |
Dec11 |
110916 |
864.00 |
869.00 |
852.00 |
864.00 |
unch |
10 |
393 |
+0 |
Mar12 |
110916 |
862.30 |
862.30 |
862.30 |
862.30 |
unch |
|
|
|
Jun12 |
110916 |
860.30 |
860.30 |
860.30 |
860.30 |
unch |
|
|
|
Total Volume and Open Interest |
638 |
5,341 |
+46 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Dec11 |
110916 |
8735 |
8855 |
8730 |
8825 |
+85 |
9,371 |
26,171 |
-468 |
Mar12 |
110916 |
8825 |
8825 |
8740 |
8825 |
+85 |
0 |
2 |
+0 |
Total Volume and Open Interest |
9,371 |
26,173 |
-468 |
Nikkei 225(SGX) |
Dec11 |
110916 |
8575 |
8800 |
8565 |
8785 |
+185 |
116,464 |
178,729 |
+6,996 |
Mar12 |
110916 |
8610 |
8780 |
8610 |
8780 |
+185 |
5 |
671 |
+5 |
Jun12 |
110916 |
8705 |
8705 |
8705 |
8705 |
+190 |
0 |
18 |
+0 |
Total Volume and Open Interest |
117,133 |
191,442 |
+7,132 |
CAC 40(EURONEXT) |
Sep11 |
110916 |
3069.0 |
3092.0 |
3026.0 |
3074.5 |
+28.0 |
186,005 |
220,915 |
-107,953 |
Oct11 |
110916 |
3065.0 |
3079.0 |
3003.0 |
3021.5 |
-19.5 |
84,807 |
230,695 |
+9,453 |
Nov11 |
110916 |
3029.0 |
3065.5 |
3000.5 |
3017.5 |
-21.5 |
7 |
51 |
+0 |
Total Volume and Open Interest |
275,696 |
480,525 |
-94,870 |
Hang Seng Index(HKFE) |
Sep11 |
110916 |
19534 |
19670 |
19325 |
19326 |
+129 |
104,752 |
102,716 |
+1,490 |
Oct11 |
110916 |
19500 |
19660 |
19324 |
19332 |
+136 |
2,415 |
3,321 |
+594 |
Total Volume and Open Interest |
107,462 |
112,405 |
+2,161 |
DAX(EUREX) |
Sep11 |
110916 |
5572.5 |
5636.5 |
5529.0 |
5575.5 |
+76.0 |
270,393 |
71,329 |
-28,630 |
Dec11 |
110916 |
5578.5 |
5679.0 |
5531.5 |
5560.5 |
+51.0 |
143,088 |
173,576 |
+14,892 |
Mar12 |
110916 |
5598.0 |
5683.0 |
5550.5 |
5573.5 |
+50.0 |
24,699 |
4,862 |
+502 |
Total Volume and Open Interest |
438,180 |
249,767 |
-13,236 |
FT-SE 100(EURONEXT) |
Sep11 |
110916 |
5382.00 |
5405.00 |
5340.00 |
5379.50 |
+37.50 |
192,286 |
115,169 |
-56,092 |
Dec11 |
110916 |
5357.00 |
5384.50 |
5314.00 |
5331.50 |
+14.50 |
132,889 |
617,410 |
+30,785 |
Mar12 |
110916 |
5280.00 |
5299.50 |
5280.00 |
5296.50 |
+14.50 |
0 |
777 |
+0 |
Total Volume and Open Interest |
325,195 |
733,824 |
-25,327 |
SPI 200(SFE) |
Sep11 |
110916 |
4098.0 |
4098.0 |
4098.0 |
4098.0 |
-1.0 |
0 |
32,346 |
-52,047 |
Dec11 |
110916 |
4091.0 |
4173.0 |
4078.0 |
4155.0 |
+58.0 |
38,601 |
199,694 |
-3,422 |
Mar12 |
110916 |
4072.0 |
4151.0 |
4072.0 |
4135.0 |
+60.0 |
60 |
2,115 |
+48 |
Total Volume and Open Interest |
39,195 |
236,799 |
-55,032 |
GSCI(CME) |
Oct11 |
110916 |
658.90 |
658.90 |
650.90 |
653.20 |
-5.80 |
149 |
8,123 |
+57 |
Nov11 |
110916 |
654.00 |
654.00 |
654.00 |
654.00 |
-6.00 |
|
|
|
Dec11 |
110916 |
657.50 |
657.50 |
657.50 |
657.50 |
|
|
|
|
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. |
|
|