|
MRCI's End of Day Prices |
Daily Futures Price Listing Wed September 21, 2011 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Nov11 |
110921 |
1337.00 |
1345.25 |
1320.00 |
1320.50 |
-17.50 |
93,484 |
308,929 |
-8,277 |
Jan12 |
110921 |
1348.25 |
1358.00 |
1330.75 |
1331.50 |
-17.25 |
21,767 |
80,896 |
+1,661 |
Mar12 |
110921 |
1355.00 |
1363.50 |
1338.25 |
1338.50 |
-17.75 |
9,481 |
54,448 |
+900 |
May12 |
110921 |
1360.00 |
1369.00 |
1333.00 |
1343.25 |
-18.25 |
10,812 |
60,344 |
+371 |
Jul12 |
110921 |
1365.00 |
1377.00 |
1351.00 |
1351.25 |
-17.75 |
5,278 |
37,089 |
+916 |
Aug12 |
110921 |
1342.00 |
1358.00 |
1342.00 |
1342.00 |
-16.00 |
26 |
477 |
-3 |
Sep12 |
110921 |
1324.00 |
1339.00 |
1324.00 |
1324.00 |
-15.00 |
16 |
377 |
-1 |
Nov12 |
110921 |
1322.75 |
1335.50 |
1312.00 |
1312.00 |
-12.75 |
3,067 |
30,375 |
+830 |
Jan13 |
110921 |
1330.00 |
1330.00 |
1317.00 |
1317.00 |
-13.00 |
4 |
10,163 |
+2 |
Mar13 |
110921 |
1326.75 |
1332.00 |
1318.75 |
1318.75 |
-13.25 |
0 |
131 |
+0 |
May13 |
110921 |
1334.25 |
1334.25 |
1320.50 |
1320.50 |
-13.50 |
0 |
36 |
+0 |
Jul13 |
110921 |
1322.50 |
1336.00 |
1322.50 |
1322.50 |
-13.50 |
1 |
168 |
+0 |
Aug13 |
110921 |
1312.25 |
1325.00 |
1312.25 |
1312.25 |
-12.75 |
|
|
|
Sep13 |
110921 |
1293.25 |
1306.00 |
1293.25 |
1293.25 |
-12.75 |
|
|
|
Total Volume and Open Interest |
143,941 |
584,691 |
-3,600 |
Soybean Meal(CBOT) |
Oct11 |
110921 |
346.20 |
348.00 |
339.90 |
339.90 |
-5.90 |
16,987 |
23,056 |
-924 |
Dec11 |
110921 |
350.30 |
352.60 |
344.00 |
344.20 |
-6.10 |
46,862 |
100,350 |
+373 |
Jan12 |
110921 |
353.10 |
354.40 |
346.30 |
346.30 |
-6.10 |
3,228 |
12,476 |
+62 |
Mar12 |
110921 |
355.00 |
357.20 |
349.40 |
349.40 |
-6.10 |
2,007 |
9,659 |
-89 |
May12 |
110921 |
358.20 |
359.20 |
350.90 |
350.90 |
-6.20 |
964 |
12,343 |
+54 |
Jul12 |
110921 |
360.20 |
361.50 |
353.00 |
353.00 |
-6.20 |
972 |
8,933 |
+54 |
Aug12 |
110921 |
359.50 |
359.50 |
351.50 |
351.50 |
-5.80 |
379 |
964 |
-38 |
Sep12 |
110921 |
356.90 |
356.90 |
347.70 |
347.70 |
-5.60 |
130 |
1,027 |
+42 |
Oct12 |
110921 |
350.70 |
351.60 |
341.00 |
341.00 |
-5.30 |
83 |
1,014 |
+50 |
Dec12 |
110921 |
351.30 |
351.30 |
343.00 |
343.00 |
-5.00 |
268 |
3,544 |
+132 |
Total Volume and Open Interest |
71,882 |
173,657 |
-282 |
Soybean Oil(CBOT) |
Oct11 |
110921 |
55.31 |
55.59 |
54.79 |
55.04 |
-0.27 |
16,692 |
29,299 |
-2,927 |
Dec11 |
110921 |
55.68 |
55.92 |
55.08 |
55.34 |
-0.29 |
57,073 |
148,259 |
-2,952 |
Jan12 |
110921 |
55.87 |
56.11 |
55.33 |
55.59 |
-0.26 |
5,859 |
30,355 |
-553 |
Mar12 |
110921 |
56.14 |
56.41 |
55.65 |
55.89 |
-0.24 |
3,444 |
30,318 |
+539 |
May12 |
110921 |
56.27 |
56.53 |
55.76 |
56.01 |
-0.24 |
1,134 |
20,873 |
+160 |
Jul12 |
110921 |
56.34 |
56.67 |
55.90 |
56.14 |
-0.27 |
1,081 |
12,601 |
+224 |
Aug12 |
110921 |
56.29 |
56.56 |
56.00 |
56.04 |
-0.22 |
64 |
2,474 |
+41 |
Sep12 |
110921 |
56.27 |
56.28 |
55.75 |
55.89 |
-0.22 |
256 |
1,688 |
-16 |
Oct12 |
110921 |
55.95 |
55.95 |
55.59 |
55.59 |
-0.22 |
29 |
1,864 |
-4 |
Dec12 |
110921 |
56.02 |
56.02 |
55.25 |
55.44 |
-0.24 |
267 |
6,049 |
+115 |
Total Volume and Open Interest |
85,899 |
283,781 |
-5,373 |
Canola(WCE) |
Nov11 |
110921 |
554.0 |
559.0 |
552.3 |
553.3 |
-2.3 |
14,914 |
86,166 |
-2,140 |
Jan12 |
110921 |
562.5 |
568.2 |
562.5 |
563.4 |
-2.6 |
3,798 |
59,453 |
+1,450 |
Mar12 |
110921 |
574.0 |
577.3 |
571.4 |
572.0 |
-2.5 |
1,013 |
23,320 |
+177 |
May12 |
110921 |
579.0 |
582.3 |
576.5 |
576.5 |
-2.9 |
439 |
13,487 |
+183 |
Jul12 |
110921 |
585.2 |
587.0 |
580.7 |
580.7 |
-3.4 |
118 |
5,287 |
+44 |
Total Volume and Open Interest |
20,744 |
197,299 |
-263 |
Corn(CBOT) |
Dec11 |
110921 |
690.00 |
697.50 |
685.00 |
685.75 |
-4.50 |
146,461 |
657,297 |
-3,268 |
Mar12 |
110921 |
703.00 |
709.75 |
698.00 |
698.75 |
-4.25 |
31,776 |
231,860 |
-946 |
May12 |
110921 |
710.00 |
717.25 |
705.50 |
706.25 |
-4.25 |
11,978 |
60,134 |
+1,200 |
Jul12 |
110921 |
714.00 |
721.00 |
708.75 |
709.50 |
-4.75 |
8,494 |
92,756 |
+842 |
Sep12 |
110921 |
656.25 |
662.50 |
646.50 |
648.00 |
-7.75 |
1,827 |
22,119 |
+12 |
Dec12 |
110921 |
620.00 |
626.75 |
616.50 |
620.25 |
+0.50 |
6,021 |
105,135 |
+842 |
Mar13 |
110921 |
630.00 |
634.00 |
627.75 |
628.50 |
+0.75 |
102 |
28,611 |
+24 |
May13 |
110921 |
639.00 |
639.00 |
632.75 |
633.50 |
+0.75 |
18 |
716 |
+5 |
Jul13 |
110921 |
637.50 |
642.00 |
636.25 |
637.50 |
+1.25 |
8 |
935 |
+7 |
Sep13 |
110921 |
588.25 |
601.75 |
583.50 |
598.25 |
-3.50 |
0 |
134 |
+0 |
Total Volume and Open Interest |
206,993 |
1,211,618 |
-1,171 |
Wheat(CBOT) |
Dec11 |
110921 |
674.75 |
683.00 |
666.00 |
666.75 |
-8.00 |
33,443 |
224,725 |
+1,954 |
Mar12 |
110921 |
711.50 |
717.75 |
701.25 |
701.75 |
-9.75 |
5,325 |
80,129 |
+378 |
May12 |
110921 |
733.00 |
738.00 |
721.25 |
722.75 |
-11.25 |
2,640 |
23,397 |
+613 |
Jul12 |
110921 |
739.00 |
743.50 |
726.75 |
727.75 |
-12.25 |
2,289 |
56,046 |
+58 |
Sep12 |
110921 |
753.00 |
754.75 |
741.00 |
741.50 |
-11.25 |
121 |
3,145 |
+2 |
Dec12 |
110921 |
769.00 |
773.00 |
759.25 |
760.25 |
-11.50 |
740 |
26,453 |
+160 |
Total Volume and Open Interest |
44,678 |
417,381 |
+3,217 |
Wheat(KCBT) |
Dec11 |
110921 |
764.25 |
773.25 |
760.00 |
760.50 |
-4.50 |
9,826 |
88,987 |
-961 |
Mar12 |
110921 |
779.75 |
788.00 |
775.00 |
775.00 |
-4.75 |
2,564 |
33,936 |
+518 |
May12 |
110921 |
786.25 |
794.25 |
782.00 |
782.50 |
-5.00 |
952 |
4,774 |
-20 |
Jul12 |
110921 |
789.50 |
795.75 |
782.50 |
782.50 |
-7.00 |
2,160 |
25,728 |
+473 |
Sep12 |
110921 |
801.00 |
805.50 |
792.00 |
792.50 |
-8.50 |
123 |
1,536 |
+37 |
Dec12 |
110921 |
814.25 |
818.50 |
806.25 |
806.50 |
-9.50 |
18 |
1,726 |
+11 |
Total Volume and Open Interest |
15,645 |
156,971 |
+60 |
Wheat(MGE) |
Sep11 |
110914 |
929.00 |
929.00 |
929.00 |
929.00 |
+2.25 |
28 |
4 |
-25 |
Dec11 |
110921 |
842.00 |
853.50 |
839.25 |
840.50 |
-2.00 |
2,329 |
19,199 |
-506 |
Mar12 |
110921 |
837.25 |
846.00 |
830.25 |
832.00 |
-5.25 |
721 |
10,329 |
+238 |
May12 |
110921 |
837.50 |
846.00 |
830.00 |
832.00 |
-5.75 |
321 |
3,777 |
+103 |
Jul12 |
110921 |
837.25 |
845.00 |
828.00 |
830.00 |
-7.75 |
181 |
4,897 |
+7 |
Total Volume and Open Interest |
3,579 |
41,925 |
-165 |
Oats(CBOT) |
Dec11 |
110921 |
349.25 |
353.00 |
349.00 |
350.00 |
+1.00 |
721 |
12,367 |
-85 |
Mar12 |
110921 |
360.25 |
363.00 |
360.00 |
361.00 |
+1.00 |
49 |
1,430 |
+17 |
May12 |
110921 |
370.00 |
370.25 |
366.00 |
367.00 |
+1.00 |
4 |
99 |
-1 |
Jul12 |
110921 |
373.00 |
373.00 |
372.00 |
373.00 |
+1.00 |
0 |
4 |
+0 |
Total Volume and Open Interest |
774 |
13,938 |
-69 |
Rough Rice(CBOT) |
Sep11 |
110914 |
17.59 |
17.89 |
17.59 |
17.59 |
-0.30 |
3 |
3 |
-144 |
Nov11 |
110921 |
17.25 |
17.27 |
17.07 |
17.14 |
-0.06 |
975 |
13,761 |
-164 |
Jan12 |
110921 |
17.50 |
17.56 |
17.36 |
17.43 |
-0.07 |
308 |
2,168 |
+56 |
Mar12 |
110921 |
17.67 |
17.77 |
17.65 |
17.69 |
-0.08 |
107 |
1,192 |
+63 |
Total Volume and Open Interest |
1,392 |
17,367 |
-43 |
Live Cattle(CME) |
Oct11 |
110921 |
118.730 |
119.730 |
118.580 |
119.250 |
+0.550 |
14,597 |
54,281 |
-3,373 |
Dec11 |
110921 |
119.100 |
119.885 |
118.500 |
118.850 |
-0.350 |
21,966 |
147,059 |
+3,375 |
Feb12 |
110921 |
121.750 |
122.400 |
121.180 |
121.680 |
-0.105 |
6,157 |
62,710 |
-41 |
Apr12 |
110921 |
125.980 |
126.500 |
125.300 |
125.730 |
-0.305 |
2,679 |
42,610 |
+436 |
Jun12 |
110921 |
124.300 |
124.800 |
123.250 |
123.730 |
-0.600 |
1,505 |
18,171 |
+303 |
Aug12 |
110921 |
124.400 |
124.750 |
123.650 |
124.300 |
-0.085 |
256 |
2,703 |
+102 |
Total Volume and Open Interest |
47,236 |
329,081 |
+853 |
Feeder Cattle(CME) |
Sep11 |
110921 |
134.350 |
135.035 |
133.350 |
133.950 |
-0.400 |
965 |
3,524 |
-166 |
Oct11 |
110921 |
137.550 |
138.535 |
136.600 |
137.500 |
-0.035 |
1,927 |
11,014 |
-250 |
Nov11 |
110921 |
139.880 |
140.935 |
139.050 |
139.785 |
unch |
2,330 |
12,804 |
+967 |
Jan12 |
110921 |
141.400 |
142.500 |
140.750 |
141.400 |
-0.085 |
611 |
5,271 |
+169 |
Mar12 |
110921 |
142.500 |
143.285 |
141.650 |
142.400 |
-0.035 |
206 |
2,151 |
+56 |
Apr12 |
110921 |
142.950 |
143.550 |
142.100 |
142.785 |
+0.085 |
55 |
569 |
+36 |
May12 |
110921 |
143.200 |
144.075 |
142.535 |
143.350 |
+0.150 |
74 |
467 |
+27 |
Total Volume and Open Interest |
6,208 |
36,068 |
+860 |
Lean Hogs(CME) |
Oct11 |
110921 |
89.100 |
89.830 |
88.550 |
89.285 |
+0.250 |
17,122 |
37,007 |
-1,087 |
Dec11 |
110921 |
82.980 |
84.250 |
82.980 |
84.100 |
+1.120 |
17,542 |
108,223 |
+1,828 |
Feb12 |
110921 |
87.400 |
88.250 |
87.285 |
88.100 |
+0.800 |
4,704 |
46,706 |
+99 |
Apr12 |
110921 |
91.250 |
91.950 |
91.050 |
91.800 |
+0.500 |
3,177 |
30,320 |
+248 |
May12 |
110921 |
96.050 |
96.450 |
96.050 |
96.350 |
+0.350 |
7 |
1,097 |
+1 |
Jun12 |
110921 |
98.500 |
99.050 |
98.400 |
98.980 |
+0.500 |
1,054 |
14,323 |
+334 |
Jul12 |
110921 |
97.500 |
98.135 |
97.450 |
98.000 |
+0.500 |
303 |
4,187 |
+140 |
Aug12 |
110921 |
96.500 |
96.700 |
96.150 |
96.450 |
-0.050 |
115 |
2,916 |
+68 |
Total Volume and Open Interest |
44,231 |
246,474 |
+1,727 |
Class III Milk(CME) |
Sep11 |
110921 |
18.92 |
18.93 |
18.91 |
18.93 |
unch |
75 |
6,199 |
+41 |
Oct11 |
110921 |
17.60 |
17.95 |
17.40 |
17.77 |
+0.37 |
818 |
5,660 |
+39 |
Nov11 |
110921 |
17.58 |
18.10 |
17.51 |
18.01 |
+0.50 |
550 |
4,917 |
+103 |
Dec11 |
110921 |
17.39 |
17.80 |
17.39 |
17.66 |
+0.27 |
186 |
4,352 |
-1 |
Jan12 |
110921 |
16.98 |
17.15 |
16.98 |
17.10 |
+0.12 |
80 |
1,922 |
+13 |
Total Volume and Open Interest |
2,318 |
33,750 |
+273 |
Cocoa(ICE) |
Dec11 |
110921 |
2731 |
2744 |
2662 |
2727 |
-3 |
7,513 |
72,513 |
-688 |
Mar12 |
110921 |
2775 |
2786 |
2705 |
2770 |
-4 |
2,555 |
58,852 |
+551 |
May12 |
110921 |
2787 |
2798 |
2733 |
2781 |
-3 |
1,182 |
17,979 |
+518 |
Jul12 |
110921 |
2801 |
2804 |
2750 |
2797 |
-3 |
448 |
8,437 |
+122 |
Sep12 |
110921 |
2820 |
2823 |
2755 |
2814 |
-1 |
244 |
10,060 |
+93 |
Dec12 |
110921 |
2831 |
2831 |
2770 |
2829 |
+1 |
48 |
8,501 |
-8 |
Mar13 |
110921 |
2850 |
2850 |
2790 |
2840 |
unch |
3 |
2,587 |
-1 |
Total Volume and Open Interest |
11,993 |
180,907 |
+587 |
Coffee "C"(ICE) |
Sep11 |
110920 |
264.90 |
267.15 |
259.45 |
259.45 |
-3.35 |
9 |
54 |
-11 |
Dec11 |
110921 |
260.40 |
260.40 |
251.35 |
251.95 |
-8.25 |
8,007 |
71,940 |
+110 |
Mar12 |
110921 |
263.10 |
263.10 |
254.45 |
255.05 |
-8.10 |
1,703 |
22,719 |
+259 |
May12 |
110921 |
262.60 |
263.95 |
255.80 |
256.30 |
-8.00 |
446 |
10,602 |
+12 |
Jul12 |
110921 |
260.40 |
260.40 |
254.65 |
255.00 |
-8.00 |
156 |
3,190 |
+19 |
Sep12 |
110921 |
258.00 |
258.00 |
252.60 |
252.75 |
-8.15 |
94 |
2,912 |
+42 |
Total Volume and Open Interest |
10,504 |
113,987 |
+382 |
Orange Juice(ICE) |
Nov11 |
110921 |
169.10 |
170.55 |
165.65 |
166.30 |
-2.15 |
1,726 |
18,767 |
+532 |
Jan12 |
110921 |
164.00 |
165.15 |
162.90 |
162.90 |
-0.55 |
262 |
3,125 |
-9 |
Mar12 |
110921 |
164.10 |
165.00 |
163.00 |
163.00 |
-0.35 |
4 |
1,742 |
-2 |
May12 |
110921 |
164.00 |
164.80 |
162.80 |
162.80 |
-0.30 |
1 |
564 |
-1 |
Jul12 |
110921 |
162.35 |
162.35 |
162.35 |
162.35 |
-0.65 |
0 |
158 |
+0 |
Sep12 |
110921 |
161.95 |
161.95 |
161.95 |
161.95 |
-0.95 |
0 |
1 |
+0 |
Total Volume and Open Interest |
1,993 |
24,367 |
+520 |
Sugar #11(ICE) |
Oct11 |
110921 |
27.70 |
27.72 |
26.62 |
26.83 |
-0.76 |
47,295 |
59,148 |
-13,434 |
Mar12 |
110921 |
26.79 |
26.84 |
25.66 |
25.91 |
-0.88 |
56,200 |
258,702 |
+3,114 |
May12 |
110921 |
25.93 |
25.93 |
24.89 |
25.09 |
-0.79 |
10,581 |
67,877 |
+1,589 |
Jul12 |
110921 |
24.78 |
24.80 |
24.05 |
24.17 |
-0.62 |
4,196 |
65,365 |
+583 |
Oct12 |
110921 |
24.09 |
24.10 |
23.50 |
23.56 |
-0.54 |
2,601 |
33,078 |
-330 |
Total Volume and Open Interest |
122,613 |
533,043 |
-7,962 |
London Cocoa(LCE) |
Dec11 |
110921 |
1771 |
1786 |
1756 |
1781 |
+9 |
8,861 |
87,566 |
-700 |
Mar12 |
110921 |
1803 |
1817 |
1790 |
1813 |
+8 |
4,250 |
44,878 |
+505 |
May12 |
110921 |
1816 |
1833 |
1808 |
1828 |
+8 |
3,400 |
14,986 |
-1,006 |
Jul12 |
110921 |
1830 |
1844 |
1823 |
1844 |
+9 |
1,903 |
14,590 |
+131 |
Sep12 |
110921 |
1840 |
1860 |
1840 |
1859 |
+10 |
1,143 |
11,640 |
+521 |
Dec12 |
110921 |
1878 |
1878 |
1874 |
1874 |
+8 |
79 |
10,652 |
-5 |
Mar13 |
110921 |
1892 |
1892 |
1885 |
1885 |
+3 |
10 |
972 |
+10 |
Total Volume and Open Interest |
19,646 |
185,284 |
-544 |
London Sugar(LCE) |
Dec11 |
110921 |
681.70 |
683.20 |
660.60 |
662.30 |
-16.10 |
1,914 |
20,847 |
-30 |
Mar12 |
110921 |
670.80 |
671.70 |
647.50 |
648.60 |
-17.80 |
1,344 |
11,884 |
-17 |
May12 |
110921 |
662.70 |
663.40 |
640.50 |
641.60 |
-17.80 |
392 |
4,435 |
+101 |
Aug12 |
110921 |
648.10 |
648.10 |
630.70 |
632.30 |
-12.60 |
25 |
2,595 |
-29 |
Oct12 |
110921 |
634.10 |
634.10 |
618.30 |
618.30 |
-10.90 |
57 |
1,630 |
+30 |
Total Volume and Open Interest |
3,756 |
41,941 |
+49 |
Cotton(ICE) |
Oct11 |
110921 |
103.86 |
103.86 |
101.25 |
101.27 |
-2.54 |
26 |
231 |
-4 |
Dec11 |
110921 |
105.30 |
106.56 |
102.75 |
102.83 |
-2.58 |
11,749 |
87,428 |
-1,813 |
Mar12 |
110921 |
102.72 |
103.89 |
100.00 |
100.09 |
-2.82 |
2,268 |
40,711 |
+221 |
May12 |
110921 |
102.30 |
102.30 |
98.91 |
98.99 |
-2.79 |
298 |
6,274 |
-47 |
Jul12 |
110921 |
101.01 |
101.01 |
98.18 |
98.21 |
-2.71 |
150 |
11,170 |
+74 |
Oct12 |
110921 |
97.64 |
97.64 |
97.64 |
97.64 |
-1.91 |
0 |
3 |
+0 |
Total Volume and Open Interest |
14,526 |
150,007 |
-1,577 |
Lumber(CME) |
Nov11 |
110921 |
247.2 |
251.9 |
243.1 |
244.6 |
-0.4 |
496 |
5,926 |
-24 |
Jan12 |
110921 |
269.1 |
273.1 |
265.0 |
266.0 |
-2.0 |
204 |
2,511 |
+23 |
Mar12 |
110921 |
284.0 |
286.5 |
279.7 |
280.8 |
-2.2 |
107 |
581 |
+59 |
May12 |
110921 |
292.0 |
292.0 |
286.5 |
286.5 |
-3.5 |
4 |
133 |
+3 |
Total Volume and Open Interest |
812 |
9,173 |
+61 |
Crude Oil(NYM) |
Nov11 |
110921 |
86.51 |
87.99 |
84.92 |
85.92 |
-1.00 |
264,593 |
322,165 |
+1,393 |
Dec11 |
110921 |
86.72 |
88.24 |
84.91 |
86.18 |
-0.99 |
69,126 |
192,214 |
-3,506 |
Jan12 |
110921 |
87.14 |
88.49 |
85.27 |
86.46 |
-0.97 |
21,610 |
100,638 |
+1,470 |
Feb12 |
110921 |
87.40 |
88.69 |
85.55 |
86.73 |
-0.95 |
11,543 |
34,578 |
+498 |
Mar12 |
110921 |
87.64 |
88.80 |
85.87 |
87.00 |
-0.94 |
10,410 |
39,426 |
-3,664 |
Apr12 |
110921 |
88.10 |
89.07 |
86.07 |
87.28 |
-0.94 |
7,036 |
25,764 |
+347 |
May12 |
110921 |
88.06 |
89.52 |
86.38 |
87.58 |
-0.93 |
6,025 |
24,098 |
-47 |
Jun12 |
110921 |
88.43 |
89.85 |
86.77 |
87.88 |
-0.93 |
15,413 |
78,900 |
+11 |
Jul12 |
110921 |
88.68 |
89.74 |
87.02 |
88.16 |
-0.93 |
3,902 |
35,956 |
-416 |
Aug12 |
110921 |
90.10 |
90.10 |
88.12 |
88.39 |
-0.92 |
3,106 |
16,427 |
-639 |
Sep12 |
110921 |
89.10 |
90.03 |
88.38 |
88.61 |
-0.91 |
3,653 |
18,122 |
+3 |
Oct12 |
110921 |
89.47 |
89.74 |
88.80 |
88.84 |
-0.89 |
2,826 |
17,782 |
+1,005 |
Nov12 |
110921 |
90.58 |
90.86 |
89.08 |
89.08 |
-0.86 |
1,340 |
19,889 |
-212 |
Dec12 |
110921 |
89.86 |
91.17 |
88.15 |
89.33 |
-0.84 |
20,209 |
150,027 |
+188 |
Jan13 |
110921 |
89.81 |
89.82 |
89.46 |
89.46 |
-0.83 |
1,647 |
20,256 |
+419 |
Feb13 |
110921 |
89.57 |
89.57 |
89.57 |
89.57 |
-0.82 |
64 |
9,022 |
+9 |
Total Volume and Open Interest |
454,180 |
1,362,086 |
-19,160 |
e-miNY Crude Oil(NYM) |
Sep11 |
110819 |
81.450 |
83.550 |
79.225 |
82.250 |
-0.125 |
9,194 |
3,327 |
-634 |
Oct11 |
110919 |
87.250 |
87.400 |
84.800 |
85.700 |
-2.250 |
4,569 |
1,489 |
-206 |
Nov11 |
110921 |
86.450 |
88.000 |
84.650 |
85.925 |
-1.000 |
7,221 |
1,611 |
+61 |
Dec11 |
110921 |
86.850 |
88.225 |
85.000 |
86.175 |
-1.000 |
245 |
508 |
+34 |
Jan12 |
110921 |
87.100 |
87.125 |
86.450 |
86.450 |
-0.975 |
12 |
274 |
+2 |
Feb12 |
110921 |
86.000 |
86.725 |
86.000 |
86.725 |
-0.950 |
2 |
19 |
-2 |
Mar12 |
110921 |
87.000 |
87.000 |
87.000 |
87.000 |
-0.950 |
0 |
21 |
+0 |
Apr12 |
110921 |
87.275 |
87.275 |
87.275 |
87.275 |
-0.950 |
5 |
9 |
+0 |
May12 |
110921 |
87.575 |
87.575 |
87.575 |
87.575 |
-0.925 |
0 |
6 |
+0 |
Jun12 |
110921 |
87.875 |
87.875 |
87.875 |
87.875 |
-0.925 |
0 |
13 |
+0 |
Total Volume and Open Interest |
7,488 |
2,703 |
+96 |
Heating Oil(NYM) |
Oct11 |
110921 |
295.31 |
300.19 |
290.93 |
293.42 |
-2.74 |
34,567 |
57,103 |
-4,967 |
Nov11 |
110921 |
296.30 |
301.13 |
292.05 |
294.52 |
-2.61 |
28,244 |
77,794 |
+2,066 |
Dec11 |
110921 |
297.51 |
301.66 |
292.88 |
295.33 |
-2.53 |
13,216 |
54,705 |
+16 |
Jan12 |
110921 |
298.84 |
302.09 |
293.70 |
296.08 |
-2.46 |
7,824 |
35,696 |
-1,518 |
Feb12 |
110921 |
298.31 |
301.66 |
293.37 |
295.73 |
-2.36 |
3,417 |
14,246 |
+582 |
Mar12 |
110921 |
297.00 |
300.34 |
293.92 |
294.48 |
-2.25 |
4,451 |
13,653 |
-363 |
Apr12 |
110921 |
294.22 |
296.61 |
289.82 |
291.78 |
-2.29 |
1,253 |
7,372 |
+474 |
May12 |
110921 |
292.28 |
293.48 |
289.07 |
289.10 |
-2.33 |
616 |
5,874 |
+186 |
Jun12 |
110921 |
290.73 |
292.85 |
285.23 |
287.52 |
-2.38 |
1,750 |
31,553 |
-16 |
Jul12 |
110921 |
292.16 |
292.17 |
287.51 |
287.51 |
-2.39 |
159 |
2,883 |
-102 |
Aug12 |
110921 |
291.36 |
291.39 |
287.80 |
287.80 |
-2.41 |
63 |
3,481 |
+17 |
Sep12 |
110921 |
288.20 |
288.20 |
288.20 |
288.20 |
-2.43 |
27 |
3,020 |
-5 |
Total Volume and Open Interest |
96,332 |
327,640 |
-3,478 |
Gasoline(NYMEX) |
Oct11 |
110921 |
270.30 |
273.70 |
264.00 |
266.65 |
-3.49 |
32,728 |
51,727 |
-4,881 |
Nov11 |
110921 |
268.50 |
272.30 |
263.00 |
265.64 |
-2.79 |
37,145 |
72,893 |
+3,763 |
Dec11 |
110921 |
266.64 |
270.74 |
261.71 |
264.32 |
-2.64 |
18,699 |
49,974 |
-237 |
Jan12 |
110921 |
266.55 |
270.22 |
261.43 |
264.12 |
-2.67 |
5,507 |
30,526 |
-501 |
Feb12 |
110921 |
267.60 |
270.67 |
262.14 |
264.74 |
-2.74 |
2,681 |
12,117 |
+62 |
Mar12 |
110921 |
268.44 |
271.42 |
264.48 |
265.74 |
-2.81 |
1,694 |
11,890 |
-1 |
Apr12 |
110921 |
279.75 |
282.21 |
273.89 |
276.53 |
-2.85 |
727 |
8,685 |
+129 |
May12 |
110921 |
280.51 |
281.77 |
276.44 |
276.53 |
-2.84 |
576 |
4,387 |
+76 |
Jun12 |
110921 |
278.73 |
281.20 |
274.00 |
275.52 |
-2.85 |
756 |
13,806 |
-21 |
Jul12 |
110921 |
273.45 |
273.45 |
270.96 |
273.45 |
-2.80 |
18 |
1,608 |
+6 |
Total Volume and Open Interest |
101,390 |
276,096 |
-1,589 |
e-miNY RBOB Gasoline(NYM) |
Oct11 |
110921 |
266.70 |
266.70 |
266.65 |
266.70 |
-3.40 |
0 |
1 |
+0 |
Nov11 |
110921 |
265.60 |
265.64 |
265.60 |
265.60 |
-2.80 |
|
|
|
Dec11 |
110921 |
264.30 |
264.32 |
264.30 |
264.30 |
-2.70 |
0 |
1 |
+0 |
Jan12 |
110921 |
264.10 |
264.12 |
264.10 |
264.10 |
-2.70 |
0 |
1 |
+0 |
Total Volume and Open Interest |
0 |
4 |
+0 |
Natural Gas(NYM) |
Oct11 |
110921 |
3.781 |
3.799 |
3.721 |
3.730 |
-0.068 |
85,295 |
79,237 |
-5,406 |
Nov11 |
110921 |
3.878 |
3.886 |
3.796 |
3.820 |
-0.065 |
56,316 |
236,901 |
+3,333 |
Dec11 |
110921 |
4.138 |
4.146 |
4.078 |
4.099 |
-0.043 |
29,469 |
80,601 |
-541 |
Jan12 |
110921 |
4.282 |
4.291 |
4.233 |
4.252 |
-0.034 |
25,761 |
162,287 |
-2,298 |
Feb12 |
110921 |
4.308 |
4.309 |
4.255 |
4.268 |
-0.035 |
5,695 |
37,929 |
+329 |
Mar12 |
110921 |
4.279 |
4.281 |
4.220 |
4.238 |
-0.037 |
8,728 |
50,258 |
-651 |
Apr12 |
110921 |
4.251 |
4.251 |
4.214 |
4.227 |
-0.029 |
10,999 |
79,754 |
+966 |
May12 |
110921 |
4.261 |
4.280 |
4.249 |
4.262 |
-0.025 |
2,666 |
19,318 |
+1,104 |
Jun12 |
110921 |
4.344 |
4.344 |
4.295 |
4.305 |
-0.023 |
1,044 |
13,950 |
+36 |
Jul12 |
110921 |
4.365 |
4.366 |
4.340 |
4.351 |
-0.022 |
913 |
11,812 |
+147 |
Aug12 |
110921 |
4.375 |
4.391 |
4.368 |
4.376 |
-0.022 |
792 |
10,669 |
+222 |
Sep12 |
110921 |
4.380 |
4.393 |
4.369 |
4.379 |
-0.022 |
1,106 |
8,817 |
+75 |
Oct12 |
110921 |
4.410 |
4.428 |
4.397 |
4.413 |
-0.020 |
3,122 |
45,170 |
+105 |
Nov12 |
110921 |
4.570 |
4.588 |
4.569 |
4.576 |
-0.019 |
950 |
8,881 |
+140 |
Dec12 |
110921 |
4.840 |
4.857 |
4.830 |
4.844 |
-0.009 |
638 |
12,071 |
-21 |
Jan13 |
110921 |
4.975 |
4.996 |
4.975 |
4.984 |
-0.007 |
907 |
22,288 |
+22 |
Total Volume and Open Interest |
235,942 |
953,117 |
-1,579 |
Brent Crude Oil(ICE) |
Nov11 |
110921 |
110.25 |
112.44 |
108.92 |
110.36 |
-0.18 |
183,654 |
180,916 |
-8,195 |
Dec11 |
110921 |
108.91 |
110.94 |
107.38 |
108.87 |
-0.39 |
127,988 |
195,757 |
-2,367 |
Jan12 |
110921 |
107.99 |
110.00 |
106.61 |
108.02 |
-0.48 |
41,453 |
50,560 |
-1,844 |
Feb12 |
110921 |
107.51 |
109.46 |
106.51 |
107.51 |
-0.54 |
27,433 |
34,248 |
+3,921 |
Mar12 |
110921 |
107.22 |
109.13 |
105.82 |
107.18 |
-0.56 |
19,029 |
50,814 |
+2,733 |
Apr12 |
110921 |
106.99 |
108.73 |
105.87 |
106.94 |
-0.56 |
11,069 |
21,330 |
+970 |
May12 |
110921 |
107.15 |
108.59 |
105.49 |
106.74 |
-0.55 |
7,915 |
15,630 |
+619 |
Jun12 |
110921 |
106.93 |
108.39 |
105.29 |
106.53 |
-0.55 |
19,140 |
51,159 |
-1,475 |
Jul12 |
110921 |
106.50 |
107.84 |
105.81 |
106.35 |
-0.55 |
2,733 |
11,717 |
-361 |
Aug12 |
110921 |
106.13 |
106.13 |
106.13 |
106.13 |
-0.56 |
1,611 |
8,093 |
-176 |
Sep12 |
110921 |
105.89 |
105.89 |
105.89 |
105.89 |
-0.55 |
2,322 |
13,819 |
+386 |
Oct12 |
110921 |
105.63 |
105.63 |
105.63 |
105.63 |
-0.55 |
1,042 |
7,070 |
+155 |
Nov12 |
110921 |
105.35 |
105.35 |
105.35 |
105.35 |
-0.55 |
455 |
9,277 |
+38 |
Dec12 |
110921 |
105.02 |
106.88 |
103.86 |
105.05 |
-0.56 |
20,316 |
83,757 |
-1,895 |
Total Volume and Open Interest |
476,235 |
853,013 |
-6,897 |
Gas Oil(ICE) |
Oct11 |
110921 |
935.50 |
948.75 |
921.25 |
945.25 |
+6.25 |
51,224 |
134,666 |
-3,114 |
Nov11 |
110921 |
930.00 |
945.25 |
918.00 |
941.75 |
+6.75 |
51,619 |
100,866 |
-1,083 |
Dec11 |
110921 |
926.25 |
940.50 |
913.75 |
937.25 |
+6.75 |
35,539 |
80,635 |
+948 |
Jan12 |
110921 |
924.00 |
936.50 |
912.00 |
933.50 |
+6.50 |
19,336 |
65,308 |
+2,255 |
Feb12 |
110921 |
920.00 |
932.75 |
910.00 |
929.75 |
+6.25 |
12,166 |
30,331 |
-1,220 |
Mar12 |
110921 |
913.00 |
929.25 |
906.25 |
926.25 |
+6.00 |
7,231 |
22,914 |
+1,327 |
Apr12 |
110921 |
917.50 |
924.00 |
904.00 |
923.00 |
+6.00 |
2,863 |
15,837 |
+555 |
May12 |
110921 |
913.75 |
920.75 |
901.00 |
919.75 |
+6.00 |
1,911 |
12,775 |
+45 |
Jun12 |
110921 |
908.50 |
919.75 |
895.25 |
917.75 |
+6.00 |
6,484 |
42,782 |
+545 |
Jul12 |
110921 |
903.25 |
917.75 |
903.25 |
917.75 |
+6.00 |
550 |
12,063 |
-127 |
Total Volume and Open Interest |
194,842 |
595,245 |
+1,009 |
Ethanol(CBOT) |
Sep11 |
110906 |
2.835 |
2.850 |
2.835 |
2.840 |
-0.052 |
84 |
85 |
-31 |
Oct11 |
110921 |
2.665 |
2.680 |
2.645 |
2.649 |
-0.003 |
142 |
939 |
-29 |
Nov11 |
110921 |
2.618 |
2.637 |
2.600 |
2.608 |
+0.001 |
161 |
940 |
-25 |
Dec11 |
110921 |
2.563 |
2.580 |
2.552 |
2.556 |
-0.004 |
180 |
1,403 |
+30 |
Jan12 |
110921 |
2.508 |
2.508 |
2.493 |
2.500 |
-0.003 |
112 |
808 |
-52 |
Feb12 |
110921 |
2.503 |
2.505 |
2.489 |
2.490 |
-0.008 |
230 |
849 |
-180 |
Mar12 |
110921 |
2.508 |
2.510 |
2.501 |
2.507 |
-0.001 |
18 |
1,029 |
+13 |
Apr12 |
110921 |
2.530 |
2.530 |
2.530 |
2.530 |
-0.002 |
28 |
739 |
+20 |
Total Volume and Open Interest |
1,191 |
9,868 |
-229 |
WTI Crude Oil(ICE) |
Nov11 |
110921 |
86.55 |
87.98 |
84.66 |
85.92 |
-1.00 |
50,232 |
67,151 |
-692 |
Dec11 |
110921 |
86.73 |
88.24 |
84.96 |
86.18 |
-0.99 |
22,248 |
89,055 |
-3,249 |
Jan12 |
110921 |
86.93 |
88.49 |
85.26 |
86.46 |
-0.97 |
7,326 |
25,205 |
+245 |
Feb12 |
110921 |
87.22 |
88.68 |
85.53 |
86.73 |
-0.95 |
3,991 |
11,416 |
-179 |
Mar12 |
110921 |
87.44 |
89.02 |
85.86 |
87.00 |
-0.94 |
2,908 |
16,478 |
+430 |
Apr12 |
110921 |
87.97 |
89.15 |
86.15 |
87.28 |
-0.94 |
1,749 |
6,903 |
+203 |
May12 |
110921 |
88.03 |
89.57 |
86.87 |
87.58 |
-0.93 |
1,409 |
7,878 |
-13 |
Jun12 |
110921 |
88.21 |
89.70 |
86.88 |
87.88 |
-0.93 |
4,832 |
27,725 |
+322 |
Jul12 |
110921 |
89.66 |
89.81 |
88.13 |
88.16 |
-0.93 |
595 |
7,587 |
-108 |
Aug12 |
110921 |
88.39 |
88.39 |
88.39 |
88.39 |
-0.92 |
436 |
4,692 |
-100 |
Sep12 |
110921 |
88.61 |
88.61 |
88.61 |
88.61 |
-0.91 |
249 |
8,410 |
-10 |
Oct12 |
110921 |
88.84 |
88.84 |
88.84 |
88.84 |
-0.89 |
140 |
1,525 |
-1 |
Nov12 |
110921 |
89.08 |
89.08 |
89.08 |
89.08 |
-0.86 |
131 |
2,549 |
+30 |
Dec12 |
110921 |
89.76 |
91.15 |
88.37 |
89.33 |
-0.84 |
5,066 |
47,074 |
+809 |
Jan13 |
110921 |
89.46 |
89.46 |
89.46 |
89.46 |
-0.83 |
1 |
2,055 |
+101 |
Feb13 |
110921 |
89.57 |
89.57 |
89.57 |
89.57 |
-0.82 |
0 |
588 |
+0 |
Total Volume and Open Interest |
104,106 |
405,572 |
-2,842 |
US Dollar Index(ICE) |
Dec11 |
110921 |
77.450 |
78.455 |
77.235 |
77.860 |
+0.333 |
24,673 |
61,944 |
-782 |
Mar12 |
110921 |
77.840 |
78.280 |
77.840 |
78.280 |
+0.332 |
4 |
506 |
+1 |
Jun12 |
110921 |
78.720 |
78.720 |
78.720 |
78.720 |
+0.293 |
0 |
2 |
+0 |
Total Volume and Open Interest |
24,677 |
62,452 |
-781 |
Australian Dollar(CME) |
Dec11 |
110921 |
101.57 |
101.83 |
99.25 |
100.24 |
-1.41 |
123,207 |
78,468 |
-239 |
Mar12 |
110921 |
100.95 |
100.95 |
99.29 |
99.30 |
-1.45 |
46 |
46 |
+9 |
Jun12 |
110921 |
99.00 |
99.89 |
98.44 |
98.45 |
-1.44 |
0 |
19 |
+0 |
Total Volume and Open Interest |
123,253 |
78,616 |
-230 |
British Pound(CME) |
Dec11 |
110921 |
157.26 |
157.30 |
154.74 |
155.66 |
-1.50 |
97,495 |
143,623 |
+740 |
Mar12 |
110921 |
156.68 |
157.04 |
155.33 |
155.54 |
-1.50 |
22 |
49 |
+4 |
Jun12 |
110921 |
155.40 |
156.90 |
155.40 |
155.40 |
-1.50 |
0 |
3 |
+0 |
Total Volume and Open Interest |
97,517 |
143,678 |
+744 |
Canadian Dollar(CME) |
Dec11 |
110921 |
100.54 |
100.65 |
98.89 |
99.49 |
-1.19 |
82,202 |
78,678 |
+3,060 |
Mar12 |
110921 |
100.20 |
100.55 |
98.87 |
99.37 |
-1.18 |
277 |
3,053 |
+111 |
Jun12 |
110921 |
100.00 |
100.30 |
99.00 |
99.26 |
-1.19 |
18 |
590 |
+16 |
Sep12 |
110921 |
100.00 |
100.31 |
99.13 |
99.13 |
-1.18 |
3 |
358 |
+3 |
Total Volume and Open Interest |
82,500 |
82,709 |
-37,282 |
Japanese Yen(CME) |
Dec11 |
110921 |
130.98 |
131.54 |
130.45 |
130.69 |
-0.42 |
78,983 |
127,569 |
+932 |
Mar12 |
110921 |
131.40 |
131.41 |
130.72 |
130.86 |
-0.42 |
127 |
237 |
+115 |
Jun12 |
110921 |
131.06 |
131.48 |
131.06 |
131.06 |
-0.42 |
0 |
18 |
+0 |
Total Volume and Open Interest |
79,110 |
127,828 |
+1,047 |
Swiss Franc(CME) |
Dec11 |
110921 |
113.04 |
113.21 |
111.25 |
112.07 |
-0.69 |
30,647 |
20,945 |
+600 |
Mar12 |
110921 |
112.49 |
113.10 |
112.40 |
112.41 |
-0.69 |
31 |
543 |
+9 |
Jun12 |
110921 |
112.94 |
113.43 |
112.73 |
112.73 |
-0.70 |
0 |
6 |
+0 |
Total Volume and Open Interest |
30,678 |
21,500 |
+609 |
EuroFX(CME) |
Dec11 |
110921 |
136.92 |
137.91 |
135.54 |
136.65 |
-0.13 |
307,611 |
199,663 |
-2,998 |
Mar12 |
110921 |
136.71 |
137.84 |
135.63 |
136.64 |
-0.13 |
261 |
1,051 |
+221 |
Jun12 |
110921 |
137.07 |
137.80 |
136.65 |
136.65 |
-0.12 |
3 |
830 |
-1 |
Total Volume and Open Interest |
307,879 |
201,556 |
-2,778 |
Mexican Peso(CME) |
Oct11 |
110921 |
739.2 |
755.8 |
739.2 |
739.2 |
-16.5 |
|
|
|
Nov11 |
110921 |
737.2 |
753.8 |
737.2 |
737.2 |
-16.5 |
|
|
|
Total Volume and Open Interest |
28,762 |
76,010 |
-893 |
Brazilian Real(CME) |
Oct11 |
110921 |
539.00 |
555.70 |
539.00 |
539.00 |
-16.70 |
|
|
|
Nov11 |
110921 |
536.10 |
552.80 |
536.10 |
536.10 |
-16.70 |
0 |
1,500 |
+0 |
Dec11 |
110921 |
537.75 |
537.75 |
525.00 |
533.20 |
-16.70 |
1,957 |
5,411 |
+106 |
Jan12 |
110921 |
539.00 |
539.00 |
530.30 |
530.30 |
-16.70 |
0 |
14,367 |
+0 |
Total Volume and Open Interest |
1,957 |
37,525 |
+106 |
30-Year T-Bonds(CBOT) |
Sep11 |
110921 |
142~240 |
143~160 |
142~080 |
143~080 |
+0~200 |
5,433 |
11,727 |
-3,763 |
Dec11 |
110921 |
141~150 |
143~130 |
140~280 |
143~060 |
+1~260 |
238,183 |
639,502 |
-3,311 |
Mar12 |
110921 |
140~160 |
142~290 |
140~130 |
142~170 |
+1~280 |
56 |
334 |
+30 |
Total Volume and Open Interest |
243,672 |
651,563 |
-7,044 |
10-Year T-Notes(CBOT) |
Sep11 |
110921 |
131~080 |
131~235 |
131~080 |
131~215 |
+0~105 |
8,624 |
11,380 |
-2,492 |
Dec11 |
110921 |
130~160 |
130~305 |
130~050 |
130~240 |
+0~090 |
857,655 |
1,555,547 |
+3,910 |
Mar12 |
110921 |
129~315 |
129~315 |
129~215 |
129~305 |
+0~090 |
2 |
8 |
+1 |
Total Volume and Open Interest |
866,281 |
1,566,935 |
+1,419 |
5-Year T-Notes(CBOT) |
Sep11 |
110921 |
123~114 |
124~018 |
123~058 |
123~106 |
-0~020 |
10,426 |
37,977 |
-5,417 |
Dec11 |
110921 |
123~009 |
123~033 |
122~069 |
122~119 |
-0~020 |
428,350 |
1,285,994 |
-30,000 |
Mar12 |
110921 |
122~015 |
122~035 |
122~015 |
122~015 |
-0~020 |
|
|
|
Total Volume and Open Interest |
438,776 |
1,323,971 |
-35,417 |
2 Year T-Notes(CBOT) |
Sep11 |
110921 |
110~046 |
110~048 |
110~033 |
110~035 |
-0~010 |
4,615 |
15,415 |
-1,630 |
Dec11 |
110921 |
110~041 |
110~044 |
110~024 |
110~029 |
-0~012 |
156,114 |
765,038 |
-18,361 |
Mar12 |
110921 |
110~041 |
110~043 |
110~024 |
110~024 |
-0~012 |
2 |
139 |
+1 |
Total Volume and Open Interest |
160,731 |
780,592 |
-19,990 |
Eurodollars(CME) |
Dec11 |
110921 |
99.540 |
99.565 |
99.480 |
99.505 |
-0.035 |
330,721 |
1,081,561 |
-12,236 |
Mar12 |
110921 |
99.520 |
99.540 |
99.410 |
99.480 |
-0.040 |
200,448 |
1,000,867 |
-14,067 |
Jun12 |
110921 |
99.535 |
99.555 |
99.400 |
99.490 |
-0.045 |
157,050 |
1,115,285 |
-11,208 |
Sep12 |
110921 |
99.550 |
99.570 |
99.410 |
99.505 |
-0.045 |
123,488 |
757,149 |
-6,959 |
Dec12 |
110921 |
99.545 |
99.570 |
99.415 |
99.515 |
-0.030 |
113,856 |
762,760 |
+9,661 |
Mar13 |
110921 |
99.540 |
99.565 |
99.410 |
99.515 |
-0.020 |
94,479 |
736,599 |
+5,376 |
Jun13 |
110921 |
99.475 |
99.515 |
99.355 |
99.465 |
-0.010 |
81,408 |
558,931 |
+4,710 |
Sep13 |
110921 |
99.375 |
99.425 |
99.265 |
99.370 |
-0.005 |
95,040 |
497,804 |
+2,637 |
Dec13 |
110921 |
99.220 |
99.280 |
99.115 |
99.220 |
unch |
58,722 |
408,052 |
+2,521 |
Mar14 |
110921 |
99.055 |
99.120 |
98.960 |
99.060 |
+0.005 |
51,946 |
281,949 |
+284 |
Jun14 |
110921 |
98.860 |
98.925 |
98.775 |
98.875 |
+0.010 |
44,758 |
279,145 |
+893 |
Sep14 |
110921 |
98.670 |
98.730 |
98.580 |
98.685 |
+0.015 |
47,506 |
169,329 |
+2,028 |
Dec14 |
110921 |
98.470 |
98.535 |
98.390 |
98.495 |
+0.025 |
29,324 |
171,611 |
-956 |
Mar15 |
110921 |
98.290 |
98.345 |
98.210 |
98.315 |
+0.035 |
23,202 |
119,964 |
-1,225 |
Jun15 |
110921 |
6.345 |
6.405 |
6.280 |
6.385 |
+0.045 |
20,758 |
116,120 |
-1,109 |
Sep15 |
110921 |
6.170 |
6.220 |
6.100 |
6.205 |
+0.050 |
18,716 |
75,183 |
+927 |
Dec15 |
110921 |
5.970 |
6.035 |
5.935 |
6.025 |
+0.055 |
12,340 |
64,814 |
-1,249 |
Mar16 |
110921 |
5.820 |
5.890 |
5.780 |
5.875 |
+0.065 |
9,664 |
50,845 |
-651 |
Total Volume and Open Interest |
1,567,236 |
8,484,343 |
-7,588 |
30 Day Federal Funds(CBOT) |
Sep11 |
110921 |
99.918 |
99.918 |
99.912 |
99.915 |
-0.003 |
2,882 |
52,769 |
+379 |
Oct11 |
110921 |
99.930 |
99.930 |
99.905 |
99.910 |
-0.020 |
5,566 |
64,562 |
+1,184 |
Nov11 |
110921 |
99.915 |
99.935 |
99.910 |
99.915 |
-0.020 |
6,312 |
60,821 |
-2,666 |
Dec11 |
110921 |
99.920 |
99.935 |
99.910 |
99.920 |
-0.015 |
8,236 |
65,728 |
+1,778 |
Jan12 |
110921 |
99.920 |
99.935 |
99.905 |
99.920 |
-0.015 |
2,896 |
54,800 |
+294 |
Feb12 |
110921 |
99.930 |
99.930 |
99.905 |
99.915 |
-0.015 |
3,678 |
46,675 |
-297 |
Total Volume and Open Interest |
52,246 |
707,947 |
+4,504 |
30 Day Fed Funds(e-CBOT) |
3-Mth Euro-Yen(CME) |
Dec11 |
110921 |
99.695 |
99.695 |
99.695 |
99.695 |
+0.005 |
0 |
281 |
-51 |
Mar12 |
110921 |
99.700 |
99.700 |
99.700 |
99.700 |
+0.002 |
0 |
300 |
-40 |
Jun12 |
110921 |
99.705 |
99.705 |
99.705 |
99.705 |
+0.003 |
|
|
|
Sep12 |
110921 |
99.702 |
99.702 |
99.702 |
99.702 |
+0.003 |
|
|
|
Dec12 |
110921 |
99.760 |
99.760 |
99.760 |
99.760 |
unch |
|
|
|
Mar13 |
110921 |
99.760 |
99.760 |
99.760 |
99.760 |
unch |
|
|
|
Jun13 |
110921 |
99.715 |
99.715 |
99.715 |
99.715 |
unch |
|
|
|
Sep13 |
110921 |
99.575 |
99.575 |
99.575 |
99.575 |
unch |
|
|
|
Dec13 |
110921 |
99.435 |
99.435 |
99.435 |
99.435 |
unch |
|
|
|
Mar14 |
110921 |
99.295 |
99.295 |
99.295 |
99.295 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
581 |
-91 |
3-Mth Euro-Yen(SGX) |
Dec11 |
110921 |
99.69 |
99.69 |
99.69 |
99.69 |
+0.00 |
484 |
1,951 |
-74 |
Mar12 |
110921 |
99.70 |
99.70 |
99.70 |
99.70 |
+0.00 |
0 |
2,338 |
+0 |
Jun12 |
110921 |
99.71 |
99.71 |
99.71 |
99.71 |
+0.00 |
0 |
1,470 |
+0 |
Sep12 |
110921 |
99.70 |
99.70 |
99.70 |
99.70 |
+0.00 |
0 |
411 |
+0 |
Dec12 |
110921 |
99.76 |
99.76 |
99.76 |
99.76 |
unch |
0 |
51 |
+0 |
Mar13 |
110921 |
99.76 |
99.76 |
99.76 |
99.76 |
unch |
0 |
1 |
+0 |
Jun13 |
110921 |
99.71 |
99.71 |
99.71 |
99.71 |
unch |
|
|
|
Sep13 |
110921 |
99.57 |
99.57 |
99.57 |
99.57 |
unch |
|
|
|
Total Volume and Open Interest |
484 |
6,224 |
-74 |
Japanese Gov't Bonds(SGX) |
Dec11 |
110921 |
142.78 |
142.80 |
142.67 |
142.78 |
+0.07 |
1,446 |
26,425 |
+235 |
Mar12 |
110921 |
142.03 |
142.03 |
142.03 |
142.03 |
+0.07 |
0 |
4 |
+0 |
Jun12 |
110921 |
139.94 |
139.94 |
139.94 |
139.94 |
+0.07 |
|
|
|
Total Volume and Open Interest |
1,446 |
26,429 |
+235 |
Euro-Bund(EUREX) |
Dec11 |
110921 |
137.55 |
137.94 |
137.17 |
137.80 |
+0.36 |
807,234 |
843,717 |
+4,842 |
Mar12 |
110921 |
137.95 |
138.42 |
137.70 |
138.33 |
+0.37 |
19 |
408 |
+0 |
Jun12 |
110921 |
138.10 |
138.10 |
138.10 |
138.10 |
+0.36 |
|
|
|
Total Volume and Open Interest |
807,253 |
844,125 |
+4,842 |
Euro-Bobl(EUREX) |
Dec11 |
110921 |
122.60 |
122.70 |
122.39 |
122.61 |
+0.10 |
337,921 |
684,248 |
-3,929 |
Mar12 |
110921 |
123.00 |
123.00 |
123.00 |
123.00 |
+0.09 |
19 |
20 |
+0 |
Jun12 |
110921 |
122.76 |
122.76 |
122.76 |
122.76 |
+0.10 |
|
|
|
Total Volume and Open Interest |
337,940 |
684,268 |
-3,929 |
3-Mth Euribor(EUREX) |
Sep11 |
110919 |
98.465 |
98.465 |
98.465 |
98.465 |
unch |
9 |
1,722 |
-5 |
Dec11 |
110921 |
98.860 |
98.875 |
98.860 |
98.875 |
+0.045 |
400 |
1,804 |
+0 |
Mar12 |
110921 |
98.930 |
98.945 |
98.930 |
98.945 |
+0.025 |
0 |
2,445 |
+0 |
Total Volume and Open Interest |
1,009 |
8,920 |
-222 |
Long Gilt(LIFFE) |
Sep11 |
110921 |
131~17 |
131~21 |
131~09 |
131~16 |
-0~04 |
945 |
18,417 |
-827 |
Dec11 |
110921 |
130~07 |
130~20 |
129~24 |
130~08 |
-0~04 |
103,178 |
348,214 |
+883 |
Total Volume and Open Interest |
104,123 |
366,631 |
+56 |
3-Mth Short Sterling(LIFFE) |
Sep11 |
110921 |
99.07 |
99.08 |
99.07 |
99.07 |
-0.01 |
4,788 |
322,197 |
-1,480 |
Dec11 |
110921 |
99.06 |
99.12 |
99.05 |
99.06 |
+0.01 |
27,524 |
417,796 |
-5,071 |
Mar12 |
110921 |
99.10 |
99.16 |
99.08 |
99.11 |
+0.03 |
26,476 |
424,562 |
+161 |
Jun12 |
110921 |
99.12 |
99.19 |
99.12 |
99.15 |
+0.04 |
34,727 |
230,266 |
+592 |
Sep12 |
110921 |
99.14 |
99.20 |
99.14 |
99.16 |
+0.03 |
38,243 |
286,511 |
+2,067 |
Dec12 |
110921 |
99.12 |
99.17 |
99.11 |
99.13 |
+0.02 |
33,880 |
268,258 |
+53 |
Total Volume and Open Interest |
253,853 |
2,476,202 |
-8,873 |
3-Mth Euribor(LIFFE) |
Dec11 |
110921 |
98.835 |
98.890 |
98.820 |
98.875 |
+0.045 |
185,980 |
769,279 |
+22,086 |
Mar12 |
110921 |
98.920 |
98.965 |
98.905 |
98.945 |
+0.025 |
104,572 |
519,222 |
+1,407 |
Jun12 |
110921 |
98.935 |
98.985 |
98.930 |
98.960 |
+0.015 |
89,055 |
366,744 |
+863 |
Total Volume and Open Interest |
813,202 |
3,225,331 |
+42,400 |
3-Mth Aus T-Bills(SFE) |
Dec11 |
110921 |
95.86 |
95.86 |
95.72 |
95.75 |
-0.12 |
30,050 |
241,426 |
-3,477 |
Mar12 |
110921 |
96.23 |
96.23 |
96.13 |
96.15 |
-0.09 |
17,292 |
180,156 |
+3,516 |
Jun12 |
110921 |
96.28 |
96.29 |
96.17 |
96.20 |
-0.09 |
4,754 |
105,871 |
+1,023 |
Sep12 |
110921 |
96.20 |
96.20 |
96.09 |
96.12 |
-0.09 |
2,466 |
77,014 |
+503 |
Dec12 |
110921 |
96.10 |
96.10 |
96.00 |
96.03 |
-0.09 |
1,335 |
41,324 |
+832 |
Mar13 |
110921 |
95.98 |
95.98 |
95.92 |
95.94 |
-0.08 |
1,171 |
43,359 |
+371 |
Jun13 |
110921 |
95.84 |
95.85 |
95.81 |
95.83 |
-0.07 |
455 |
26,916 |
+183 |
Sep13 |
110921 |
95.74 |
95.74 |
95.68 |
95.70 |
-0.09 |
1,435 |
9,923 |
+776 |
Dec13 |
110921 |
95.57 |
95.58 |
95.55 |
95.56 |
-0.09 |
7 |
2,285 |
+7 |
Mar14 |
110921 |
95.42 |
95.46 |
95.42 |
95.46 |
-0.06 |
5 |
394 |
+0 |
Total Volume and Open Interest |
58,971 |
728,729 |
+3,735 |
10-Year Aus T-Bonds(SFE) |
Dec11 |
110921 |
95.82 |
95.84 |
95.76 |
95.78 |
-0.05 |
40,371 |
328,473 |
+4,872 |
Mar12 |
110921 |
95.78 |
95.78 |
95.78 |
95.78 |
-0.05 |
|
|
|
Total Volume and Open Interest |
40,371 |
328,473 |
+4,872 |
3-Year Aus T-Bonds(SFE) |
Dec11 |
110921 |
96.42 |
96.43 |
96.35 |
96.37 |
-0.06 |
91,551 |
454,887 |
-2,665 |
Mar12 |
110921 |
96.37 |
96.37 |
96.37 |
96.37 |
-0.06 |
|
|
|
Total Volume and Open Interest |
91,551 |
454,887 |
-2,665 |
Gold(CMX) |
Oct11 |
110921 |
1803.0 |
1817.0 |
1779.5 |
1805.8 |
-1.1 |
8,637 |
32,500 |
+172 |
Dec11 |
110921 |
1806.0 |
1819.4 |
1781.0 |
1808.1 |
-1.0 |
174,850 |
319,333 |
-3,001 |
Feb12 |
110921 |
1806.3 |
1820.8 |
1784.0 |
1809.9 |
-1.2 |
2,450 |
37,318 |
-255 |
Apr12 |
110921 |
1807.3 |
1818.8 |
1785.0 |
1811.6 |
-1.2 |
134 |
10,030 |
+49 |
Jun12 |
110921 |
1820.0 |
1820.0 |
1790.0 |
1813.4 |
-1.2 |
425 |
17,169 |
-243 |
Aug12 |
110921 |
1814.0 |
1822.5 |
1793.5 |
1815.3 |
-1.3 |
85 |
6,756 |
-7 |
Oct12 |
110921 |
1825.7 |
1825.7 |
1800.6 |
1817.2 |
-1.3 |
135 |
4,226 |
-18 |
Dec12 |
110921 |
1815.0 |
1827.5 |
1793.3 |
1819.2 |
-1.4 |
36 |
14,862 |
+4 |
Feb13 |
110921 |
1821.1 |
1821.1 |
1821.1 |
1821.1 |
-1.5 |
2 |
3,411 |
+0 |
Apr13 |
110921 |
1823.1 |
1823.1 |
1823.1 |
1823.1 |
-1.6 |
0 |
332 |
+0 |
Jun13 |
110921 |
1825.4 |
1825.4 |
1825.4 |
1825.4 |
-1.7 |
5 |
12,867 |
+0 |
Total Volume and Open Interest |
187,111 |
499,356 |
-3,177 |
Silver(CMX) |
Sep11 |
110921 |
4011.0 |
4044.5 |
3975.0 |
4042.0 |
+33.9 |
121 |
235 |
-37 |
Dec11 |
110921 |
3982.5 |
4077.5 |
3944.0 |
4046.9 |
+33.2 |
43,515 |
73,878 |
-481 |
Mar12 |
110921 |
4022.0 |
4069.0 |
3952.0 |
4050.0 |
+32.9 |
440 |
9,119 |
+29 |
May12 |
110921 |
4048.5 |
4050.9 |
4029.5 |
4050.9 |
+32.7 |
21 |
2,648 |
+9 |
Jul12 |
110921 |
4030.0 |
4051.3 |
4005.0 |
4051.3 |
+32.6 |
54 |
2,006 |
-14 |
Sep12 |
110921 |
4048.5 |
4048.5 |
4048.5 |
4048.5 |
+32.7 |
17 |
596 |
+0 |
Dec12 |
110921 |
4038.5 |
4045.5 |
3969.5 |
4044.1 |
+32.2 |
328 |
10,249 |
+30 |
Total Volume and Open Interest |
45,259 |
112,103 |
-387 |
Platinum(NYMEX) |
Oct11 |
110921 |
1779.6 |
1796.2 |
1759.7 |
1788.2 |
+6.3 |
8,961 |
24,069 |
-746 |
Jan12 |
110921 |
1783.6 |
1799.9 |
1765.0 |
1792.8 |
+6.2 |
1,590 |
12,657 |
+1,155 |
Apr12 |
110921 |
1801.8 |
1801.8 |
1774.5 |
1795.8 |
+5.6 |
38 |
1,646 |
+28 |
Jul12 |
110921 |
1798.7 |
1798.7 |
1798.7 |
1798.7 |
+5.6 |
3 |
26 |
+0 |
Total Volume and Open Interest |
10,603 |
38,408 |
+442 |
Palladium(NYMEX) |
Sep11 |
110921 |
711.10 |
711.10 |
711.10 |
711.10 |
-4.90 |
2 |
7 |
-40 |
Dec11 |
110921 |
717.85 |
723.10 |
692.00 |
712.85 |
-4.90 |
2,320 |
19,567 |
+257 |
Mar12 |
110921 |
58.74 |
58.74 |
37.94 |
58.74 |
-4.90 |
15 |
214 |
+10 |
Total Volume and Open Interest |
2,337 |
19,799 |
+227 |
Copper(CMX) |
Sep11 |
110921 |
372.60 |
376.80 |
369.20 |
375.35 |
+3.70 |
236 |
883 |
-146 |
Dec11 |
110921 |
370.85 |
378.40 |
369.55 |
376.40 |
+3.85 |
43,969 |
80,589 |
+2,618 |
Mar12 |
110921 |
372.85 |
380.15 |
372.00 |
378.55 |
+3.85 |
1,170 |
27,329 |
+443 |
May12 |
110921 |
381.10 |
381.10 |
374.00 |
379.70 |
+3.85 |
298 |
7,134 |
+75 |
Jul12 |
110921 |
380.50 |
380.50 |
374.60 |
380.50 |
+3.85 |
92 |
1,484 |
+78 |
Total Volume and Open Interest |
46,520 |
125,531 |
+2,975 |
DJIA Index(CBOT) |
Dec11 |
110921 |
11350 |
11388 |
11007 |
11007 |
-328 |
413 |
10,442 |
+74 |
Mar12 |
110921 |
10926 |
11258 |
10926 |
10926 |
-332 |
0 |
21 |
+0 |
Jun12 |
110921 |
10856 |
11188 |
10856 |
10856 |
-332 |
|
|
|
Sep12 |
110921 |
10793 |
11125 |
10793 |
10793 |
-332 |
|
|
|
Total Volume and Open Interest |
413 |
10,463 |
+74 |
E-mini DJIA Index(CBOT) |
Sep11 |
110916 |
11435 |
11500 |
11400 |
11500 |
+48 |
20,642 |
38,821 |
-3,676 |
Dec11 |
110921 |
11340 |
11406 |
11002 |
11007 |
-328 |
124,364 |
65,370 |
-1,860 |
Mar12 |
110921 |
11273 |
11273 |
10926 |
10926 |
-332 |
30 |
124 |
+2 |
Jun12 |
110921 |
10856 |
10856 |
10856 |
10856 |
-332 |
|
|
|
Total Volume and Open Interest |
124,404 |
65,504 |
-1,848 |
S & P 500(CME) |
Dec11 |
110921 |
1196.00 |
1203.70 |
1155.50 |
1155.80 |
-40.20 |
11,198 |
261,758 |
-328 |
Mar12 |
110921 |
1149.80 |
1194.00 |
1149.00 |
1149.80 |
-40.20 |
4 |
3,023 |
+8 |
Jun12 |
110921 |
1144.90 |
1189.10 |
1144.10 |
1144.90 |
-40.20 |
200 |
377 |
+295 |
Sep12 |
110921 |
1139.10 |
1183.30 |
1138.30 |
1139.10 |
-40.20 |
|
|
|
Total Volume and Open Interest |
11,402 |
265,258 |
-25 |
S & P 500 E-Mini(Globex) |
Dec11 |
110921 |
1196.75 |
1203.75 |
1155.00 |
1155.75 |
-40.25 |
2,614,553 |
2,918,960 |
+21,907 |
Mar12 |
110921 |
1193.00 |
1197.00 |
1149.50 |
1149.75 |
-40.25 |
945 |
1,484 |
-14 |
Total Volume and Open Interest |
2,615,503 |
2,920,552 |
+21,888 |
NASDAQ 100(CME) |
Dec11 |
110921 |
2299.30 |
2315.00 |
2244.00 |
2245.50 |
-51.00 |
910 |
8,959 |
+365 |
Mar12 |
110921 |
2240.80 |
2300.00 |
2240.80 |
2240.80 |
-51.70 |
|
|
|
Jun12 |
110921 |
2237.80 |
2245.50 |
2237.80 |
2237.80 |
-51.70 |
|
|
|
Total Volume and Open Interest |
910 |
8,959 |
+365 |
NASDAQ 100 E-Mini(Globex) |
Dec11 |
110921 |
2297.00 |
2318.00 |
2244.30 |
2245.50 |
-51.00 |
325,787 |
309,653 |
+4,204 |
Mar12 |
110921 |
2300.80 |
2300.80 |
2240.80 |
2240.80 |
-51.70 |
127 |
269 |
+10 |
Total Volume and Open Interest |
325,917 |
309,930 |
+4,215 |
S & P Midcap 400(CME) |
Dec11 |
110921 |
808.20 |
808.20 |
808.20 |
808.20 |
-32.00 |
0 |
393 |
+0 |
Mar12 |
110921 |
806.20 |
806.20 |
806.20 |
806.20 |
-32.00 |
|
|
|
Jun12 |
110921 |
804.20 |
804.20 |
804.20 |
804.20 |
-32.00 |
|
|
|
Total Volume and Open Interest |
0 |
393 |
+0 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Dec11 |
110921 |
8670 |
8715 |
8540 |
8540 |
-105 |
6,250 |
26,438 |
+46 |
Mar12 |
110921 |
8545 |
8650 |
8545 |
8545 |
-105 |
0 |
2 |
+0 |
Total Volume and Open Interest |
6,250 |
26,440 |
+46 |
Nikkei 225(SGX) |
Dec11 |
110921 |
8660 |
8735 |
8640 |
8680 |
+40 |
70,371 |
177,254 |
-3,586 |
Mar12 |
110921 |
8670 |
8670 |
8670 |
8670 |
+40 |
222 |
879 |
+199 |
Jun12 |
110921 |
8595 |
8595 |
8595 |
8595 |
+40 |
0 |
18 |
+0 |
Total Volume and Open Interest |
70,611 |
190,690 |
-3,202 |
CAC 40(EURONEXT) |
Oct11 |
110921 |
2966.0 |
2992.0 |
2885.5 |
2945.5 |
-40.5 |
114,485 |
270,165 |
+14,920 |
Nov11 |
110921 |
2969.0 |
2980.5 |
2880.5 |
2939.5 |
-41.0 |
196 |
225 |
+45 |
Dec11 |
110921 |
2960.5 |
2978.0 |
2891.0 |
2936.0 |
-41.0 |
240 |
28,291 |
+112 |
Total Volume and Open Interest |
114,921 |
298,684 |
+15,077 |
Hang Seng Index(HKFE) |
Sep11 |
110921 |
18891 |
19039 |
18678 |
18726 |
-280 |
104,525 |
100,796 |
+1,029 |
Oct11 |
110921 |
18918 |
19035 |
18680 |
18727 |
-281 |
2,209 |
4,693 |
+681 |
Total Volume and Open Interest |
107,010 |
111,686 |
+1,756 |
DAX(EUREX) |
Sep11 |
110916 |
5572.5 |
5636.5 |
5529.0 |
5575.5 |
+76.0 |
270,393 |
71,329 |
-28,630 |
Dec11 |
110921 |
5534.5 |
5588.0 |
5346.0 |
5443.5 |
-133.5 |
174,821 |
170,812 |
-1,197 |
Mar12 |
110921 |
5570.0 |
5595.0 |
5363.5 |
5454.5 |
-134.5 |
273 |
5,074 |
+46 |
Total Volume and Open Interest |
175,258 |
176,010 |
-1,027 |
FT-SE 100(EURONEXT) |
Dec11 |
110921 |
5300.00 |
5348.00 |
5166.00 |
5246.00 |
-94.50 |
114,751 |
629,770 |
+854 |
Mar12 |
110921 |
5230.00 |
5230.50 |
5211.00 |
5211.00 |
-94.50 |
10 |
787 |
+0 |
Jun12 |
110921 |
5176.50 |
5177.00 |
5173.00 |
5173.00 |
-94.50 |
10 |
473 |
+0 |
Total Volume and Open Interest |
114,771 |
631,030 |
+854 |
SPI 200(SFE) |
Sep11 |
110916 |
4098.0 |
4098.0 |
4098.0 |
4098.0 |
-1.0 |
0 |
32,346 |
-52,047 |
Dec11 |
110921 |
4055.0 |
4121.0 |
4033.0 |
4085.0 |
+40.0 |
46,137 |
202,560 |
+7,217 |
Mar12 |
110921 |
4075.0 |
4089.0 |
4023.0 |
4062.0 |
+39.0 |
79 |
2,198 |
+19 |
Total Volume and Open Interest |
46,293 |
207,380 |
+7,311 |
GSCI(CME) |
Oct11 |
110921 |
641.00 |
648.00 |
635.00 |
635.00 |
-8.00 |
144 |
8,271 |
+0 |
Nov11 |
110921 |
642.00 |
646.50 |
636.00 |
636.00 |
-8.00 |
2 |
0 |
+0 |
Dec11 |
110921 |
639.00 |
650.00 |
639.00 |
639.00 |
-8.25 |
2 |
0 |
+0 |
Total Volume and Open Interest |
148 |
8,271 |
+0 |
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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