|
MRCI's End of Day Prices |
Daily Futures Price Listing Thu September 22, 2011 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Nov11 |
110922 |
1319.00 |
1319.50 |
1281.00 |
1283.00 |
-37.50 |
120,377 |
305,829 |
-3,100 |
Jan12 |
110922 |
1330.00 |
1330.50 |
1292.25 |
1294.25 |
-37.25 |
34,150 |
82,815 |
+1,919 |
Mar12 |
110922 |
1336.75 |
1337.50 |
1300.25 |
1302.25 |
-36.25 |
16,821 |
53,357 |
-1,091 |
May12 |
110922 |
1341.25 |
1342.25 |
1306.25 |
1308.00 |
-35.25 |
12,667 |
61,585 |
+1,241 |
Jul12 |
110922 |
1349.75 |
1350.00 |
1314.50 |
1316.00 |
-35.25 |
10,409 |
38,828 |
+1,739 |
Aug12 |
110922 |
1311.75 |
1342.00 |
1307.00 |
1307.00 |
-35.00 |
6 |
480 |
+3 |
Sep12 |
110922 |
1290.50 |
1324.00 |
1290.50 |
1290.50 |
-33.50 |
8 |
376 |
-1 |
Nov12 |
110922 |
1310.00 |
1310.00 |
1277.00 |
1279.50 |
-32.50 |
4,204 |
31,626 |
+1,251 |
Jan13 |
110922 |
1304.25 |
1317.00 |
1286.50 |
1286.50 |
-30.50 |
6 |
10,166 |
+3 |
Mar13 |
110922 |
1294.75 |
1318.75 |
1289.50 |
1289.50 |
-29.25 |
1 |
132 |
+1 |
May13 |
110922 |
1290.50 |
1320.50 |
1290.50 |
1290.50 |
-30.00 |
7 |
41 |
+5 |
Jul13 |
110922 |
1303.75 |
1322.50 |
1296.00 |
1296.00 |
-26.50 |
0 |
168 |
+0 |
Aug13 |
110922 |
1286.25 |
1312.25 |
1286.25 |
1286.25 |
-26.00 |
|
|
|
Sep13 |
110922 |
1270.25 |
1293.25 |
1270.25 |
1270.25 |
-23.00 |
|
|
|
Total Volume and Open Interest |
198,674 |
586,668 |
+1,977 |
Soybean Meal(CBOT) |
Oct11 |
110922 |
340.00 |
340.00 |
329.70 |
330.90 |
-9.00 |
11,689 |
22,597 |
-459 |
Dec11 |
110922 |
344.20 |
344.20 |
333.70 |
335.10 |
-9.10 |
44,615 |
99,949 |
-401 |
Jan12 |
110922 |
346.40 |
346.40 |
336.10 |
337.40 |
-8.90 |
2,746 |
12,825 |
+349 |
Mar12 |
110922 |
350.40 |
350.40 |
339.30 |
340.70 |
-8.70 |
2,998 |
10,162 |
+503 |
May12 |
110922 |
351.00 |
351.00 |
340.90 |
342.20 |
-8.70 |
1,380 |
12,689 |
+346 |
Jul12 |
110922 |
354.00 |
354.00 |
343.50 |
344.70 |
-8.30 |
1,017 |
8,964 |
+31 |
Aug12 |
110922 |
348.60 |
348.60 |
343.40 |
343.40 |
-8.10 |
110 |
982 |
+18 |
Sep12 |
110922 |
348.50 |
348.50 |
339.70 |
339.70 |
-8.00 |
234 |
1,087 |
+60 |
Oct12 |
110922 |
345.00 |
345.00 |
333.70 |
333.70 |
-7.30 |
69 |
1,025 |
+11 |
Dec12 |
110922 |
344.50 |
344.50 |
335.30 |
335.70 |
-7.30 |
178 |
3,544 |
+0 |
Total Volume and Open Interest |
65,036 |
174,115 |
+458 |
Soybean Oil(CBOT) |
Oct11 |
110922 |
54.83 |
54.99 |
53.44 |
53.68 |
-1.36 |
21,810 |
24,838 |
-4,461 |
Dec11 |
110922 |
55.20 |
55.28 |
53.72 |
53.94 |
-1.40 |
67,339 |
146,387 |
-1,872 |
Jan12 |
110922 |
55.35 |
55.52 |
53.98 |
54.21 |
-1.38 |
6,128 |
30,197 |
-158 |
Mar12 |
110922 |
55.71 |
55.81 |
54.29 |
54.55 |
-1.34 |
5,001 |
30,644 |
+326 |
May12 |
110922 |
55.81 |
55.91 |
54.43 |
54.67 |
-1.34 |
4,825 |
20,536 |
-337 |
Jul12 |
110922 |
55.99 |
56.03 |
54.62 |
54.81 |
-1.33 |
3,085 |
13,067 |
+466 |
Aug12 |
110922 |
55.60 |
55.60 |
54.78 |
54.78 |
-1.26 |
107 |
2,501 |
+27 |
Sep12 |
110922 |
55.60 |
55.60 |
54.67 |
54.70 |
-1.19 |
175 |
1,823 |
+135 |
Oct12 |
110922 |
55.00 |
55.00 |
54.40 |
54.50 |
-1.09 |
26 |
1,865 |
+1 |
Dec12 |
110922 |
55.09 |
55.12 |
54.26 |
54.39 |
-1.05 |
169 |
6,077 |
+28 |
Total Volume and Open Interest |
108,665 |
277,936 |
-5,845 |
Canola(WCE) |
Nov11 |
110922 |
552.5 |
554.0 |
538.3 |
540.5 |
-12.8 |
17,469 |
83,193 |
-2,973 |
Jan12 |
110922 |
563.4 |
563.5 |
548.4 |
550.4 |
-13.0 |
4,052 |
59,570 |
+117 |
Mar12 |
110922 |
570.2 |
570.2 |
558.7 |
559.0 |
-13.0 |
941 |
23,568 |
+248 |
May12 |
110922 |
574.0 |
574.0 |
564.3 |
564.3 |
-12.2 |
584 |
13,692 |
+205 |
Jul12 |
110922 |
578.0 |
578.0 |
568.7 |
568.7 |
-12.0 |
193 |
5,305 |
+18 |
Total Volume and Open Interest |
23,416 |
194,994 |
-2,305 |
Corn(CBOT) |
Dec11 |
110922 |
682.00 |
682.00 |
647.50 |
650.00 |
-35.75 |
122,487 |
655,496 |
-1,801 |
Mar12 |
110922 |
695.00 |
695.25 |
660.50 |
663.00 |
-35.75 |
23,853 |
232,932 |
+1,072 |
May12 |
110922 |
703.00 |
703.00 |
668.25 |
670.75 |
-35.50 |
6,712 |
61,391 |
+1,257 |
Jul12 |
110922 |
706.50 |
706.50 |
672.00 |
674.25 |
-35.25 |
8,538 |
92,934 |
+178 |
Sep12 |
110922 |
648.00 |
648.00 |
617.50 |
617.50 |
-30.50 |
4,024 |
21,987 |
-132 |
Dec12 |
110922 |
616.25 |
616.25 |
586.25 |
589.50 |
-30.75 |
6,383 |
105,583 |
+448 |
Mar13 |
110922 |
625.00 |
625.00 |
600.00 |
600.50 |
-28.00 |
175 |
28,637 |
+26 |
May13 |
110922 |
620.00 |
633.50 |
607.00 |
607.00 |
-26.50 |
18 |
704 |
-12 |
Jul13 |
110922 |
630.50 |
630.50 |
612.50 |
612.50 |
-25.00 |
22 |
937 |
+2 |
Sep13 |
110922 |
593.00 |
594.75 |
583.50 |
583.50 |
-14.75 |
10 |
134 |
+0 |
Total Volume and Open Interest |
172,543 |
1,212,811 |
+1,193 |
Wheat(CBOT) |
Dec11 |
110922 |
664.50 |
666.50 |
632.25 |
633.75 |
-33.00 |
38,254 |
225,929 |
+1,204 |
Mar12 |
110922 |
700.00 |
700.00 |
666.00 |
667.25 |
-34.50 |
6,520 |
79,658 |
-471 |
May12 |
110922 |
720.75 |
721.75 |
686.25 |
687.50 |
-35.25 |
3,374 |
24,000 |
+603 |
Jul12 |
110922 |
725.00 |
725.00 |
691.25 |
692.75 |
-35.00 |
3,508 |
55,529 |
-517 |
Sep12 |
110922 |
739.00 |
741.50 |
704.50 |
705.75 |
-35.75 |
241 |
3,099 |
-46 |
Dec12 |
110922 |
757.00 |
757.25 |
723.50 |
724.75 |
-35.50 |
1,112 |
26,687 |
+234 |
Total Volume and Open Interest |
53,042 |
418,386 |
+1,005 |
Wheat(KCBT) |
Dec11 |
110922 |
760.00 |
761.75 |
720.50 |
721.00 |
-39.50 |
12,014 |
88,141 |
-846 |
Mar12 |
110922 |
775.00 |
775.00 |
735.50 |
735.50 |
-39.50 |
3,803 |
34,379 |
+443 |
May12 |
110922 |
783.75 |
783.75 |
743.00 |
743.00 |
-39.50 |
629 |
4,818 |
+44 |
Jul12 |
110922 |
783.25 |
783.25 |
743.00 |
743.00 |
-39.50 |
1,230 |
25,832 |
+104 |
Sep12 |
110922 |
790.00 |
790.00 |
754.00 |
754.00 |
-38.50 |
156 |
1,585 |
+49 |
Dec12 |
110922 |
803.75 |
803.75 |
768.00 |
768.00 |
-38.50 |
28 |
1,731 |
+5 |
Total Volume and Open Interest |
17,862 |
156,771 |
-200 |
Wheat(MGE) |
Sep11 |
110914 |
929.00 |
929.00 |
929.00 |
929.00 |
+2.25 |
28 |
4 |
-25 |
Dec11 |
110922 |
840.00 |
840.50 |
819.00 |
820.00 |
-20.50 |
2,695 |
19,055 |
-144 |
Mar12 |
110922 |
830.00 |
830.25 |
811.75 |
812.00 |
-20.00 |
1,069 |
10,555 |
+226 |
May12 |
110922 |
830.00 |
830.00 |
811.25 |
812.00 |
-20.00 |
545 |
3,793 |
+16 |
Jul12 |
110922 |
830.00 |
830.00 |
807.50 |
808.75 |
-21.25 |
345 |
4,997 |
+100 |
Total Volume and Open Interest |
5,060 |
42,288 |
+363 |
Oats(CBOT) |
Dec11 |
110922 |
350.00 |
350.00 |
335.00 |
337.00 |
-13.00 |
742 |
12,556 |
+189 |
Mar12 |
110922 |
360.00 |
360.00 |
346.00 |
348.00 |
-13.00 |
49 |
1,452 |
+22 |
May12 |
110922 |
360.25 |
367.00 |
352.25 |
355.00 |
-12.00 |
9 |
105 |
+6 |
Jul12 |
110922 |
361.00 |
373.00 |
361.00 |
361.00 |
-12.00 |
0 |
4 |
+0 |
Total Volume and Open Interest |
800 |
14,155 |
+217 |
Rough Rice(CBOT) |
Nov11 |
110922 |
17.13 |
17.18 |
16.64 |
16.67 |
-0.47 |
735 |
13,651 |
-110 |
Jan12 |
110922 |
17.44 |
17.44 |
16.93 |
16.97 |
-0.47 |
264 |
2,160 |
-8 |
Mar12 |
110922 |
17.63 |
17.63 |
17.23 |
17.25 |
-0.44 |
47 |
1,208 |
+16 |
May12 |
110922 |
17.50 |
17.52 |
17.50 |
17.52 |
-0.43 |
0 |
123 |
+0 |
Total Volume and Open Interest |
1,046 |
17,265 |
-102 |
Live Cattle(CME) |
Oct11 |
110922 |
118.885 |
118.885 |
116.250 |
116.250 |
-3.000 |
14,634 |
51,398 |
-2,883 |
Dec11 |
110922 |
118.600 |
118.600 |
115.850 |
115.885 |
-2.965 |
20,517 |
149,484 |
+2,425 |
Feb12 |
110922 |
121.200 |
121.200 |
118.680 |
118.980 |
-2.700 |
6,767 |
62,684 |
-26 |
Apr12 |
110922 |
125.250 |
125.250 |
122.750 |
122.800 |
-2.930 |
4,610 |
43,382 |
+772 |
Jun12 |
110922 |
123.285 |
123.300 |
120.730 |
120.730 |
-3.000 |
2,438 |
18,953 |
+782 |
Aug12 |
110922 |
123.200 |
123.200 |
121.300 |
121.300 |
-3.000 |
348 |
2,839 |
+136 |
Total Volume and Open Interest |
49,423 |
330,319 |
+1,238 |
Feeder Cattle(CME) |
Sep11 |
110922 |
133.350 |
133.485 |
131.850 |
132.050 |
-1.900 |
1,073 |
3,356 |
-168 |
Oct11 |
110922 |
136.575 |
136.685 |
134.500 |
134.600 |
-2.900 |
2,407 |
10,917 |
-97 |
Nov11 |
110922 |
139.035 |
139.130 |
136.785 |
136.785 |
-3.000 |
2,201 |
13,398 |
+594 |
Jan12 |
110922 |
140.700 |
140.700 |
138.400 |
138.650 |
-2.750 |
700 |
5,420 |
+149 |
Mar12 |
110922 |
141.500 |
141.500 |
139.400 |
139.950 |
-2.450 |
274 |
2,167 |
+16 |
Apr12 |
110922 |
141.035 |
141.130 |
139.850 |
140.435 |
-2.350 |
74 |
597 |
+28 |
May12 |
110922 |
142.000 |
142.000 |
140.400 |
141.400 |
-1.950 |
43 |
480 |
+13 |
Total Volume and Open Interest |
6,808 |
36,633 |
+565 |
Lean Hogs(CME) |
Oct11 |
110922 |
89.000 |
89.000 |
87.600 |
88.350 |
-0.935 |
11,493 |
34,597 |
-2,410 |
Dec11 |
110922 |
83.350 |
83.680 |
81.580 |
82.000 |
-2.100 |
19,456 |
106,645 |
-1,578 |
Feb12 |
110922 |
87.400 |
87.600 |
85.785 |
86.330 |
-1.770 |
5,724 |
48,165 |
+1,459 |
Apr12 |
110922 |
91.250 |
91.350 |
89.050 |
89.350 |
-2.450 |
3,670 |
31,539 |
+1,219 |
May12 |
110922 |
95.500 |
95.500 |
93.350 |
93.800 |
-2.550 |
12 |
1,098 |
+1 |
Jun12 |
110922 |
98.500 |
98.500 |
96.330 |
96.900 |
-2.080 |
1,325 |
14,718 |
+395 |
Jul12 |
110922 |
97.035 |
97.035 |
95.600 |
95.650 |
-2.350 |
678 |
4,568 |
+381 |
Aug12 |
110922 |
95.430 |
95.430 |
93.700 |
94.230 |
-2.220 |
142 |
2,990 |
+74 |
Total Volume and Open Interest |
42,736 |
246,168 |
-306 |
Class III Milk(CME) |
Sep11 |
110922 |
18.91 |
18.94 |
18.91 |
18.93 |
unch |
33 |
6,185 |
-14 |
Oct11 |
110922 |
17.70 |
18.13 |
17.50 |
17.90 |
+0.13 |
345 |
5,547 |
-113 |
Nov11 |
110922 |
17.85 |
18.18 |
17.66 |
17.90 |
-0.11 |
289 |
4,901 |
-16 |
Dec11 |
110922 |
17.55 |
17.71 |
17.32 |
17.59 |
-0.07 |
190 |
4,384 |
+32 |
Jan12 |
110922 |
17.05 |
17.16 |
16.90 |
17.10 |
unch |
75 |
1,929 |
+7 |
Total Volume and Open Interest |
1,154 |
33,689 |
-61 |
Cocoa(ICE) |
Dec11 |
110922 |
2707 |
2719 |
2623 |
2680 |
-47 |
8,758 |
73,395 |
+882 |
Mar12 |
110922 |
2750 |
2761 |
2669 |
2725 |
-45 |
3,177 |
58,234 |
-618 |
May12 |
110922 |
2770 |
2774 |
2682 |
2740 |
-41 |
458 |
18,132 |
+153 |
Jul12 |
110922 |
2800 |
2800 |
2699 |
2754 |
-43 |
213 |
8,487 |
+50 |
Sep12 |
110922 |
2750 |
2805 |
2719 |
2771 |
-43 |
726 |
10,113 |
+53 |
Dec12 |
110922 |
2755 |
2812 |
2742 |
2788 |
-41 |
373 |
8,790 |
+289 |
Mar13 |
110922 |
2750 |
2796 |
2750 |
2796 |
-44 |
12 |
2,594 |
+7 |
Total Volume and Open Interest |
13,717 |
181,723 |
+816 |
Coffee "C"(ICE) |
Dec11 |
110922 |
251.00 |
251.00 |
235.65 |
239.25 |
-12.70 |
15,356 |
71,568 |
-372 |
Mar12 |
110922 |
254.20 |
254.20 |
238.85 |
242.30 |
-12.75 |
3,623 |
24,027 |
+1,308 |
May12 |
110922 |
256.10 |
256.10 |
240.15 |
243.50 |
-12.80 |
1,054 |
10,731 |
+129 |
Jul12 |
110922 |
252.35 |
252.35 |
239.00 |
242.50 |
-12.50 |
319 |
3,259 |
+69 |
Sep12 |
110922 |
250.05 |
250.05 |
237.50 |
240.40 |
-12.35 |
180 |
2,918 |
+6 |
Dec12 |
110922 |
247.60 |
247.60 |
237.80 |
238.30 |
-12.45 |
92 |
2,244 |
+49 |
Total Volume and Open Interest |
20,671 |
115,215 |
+1,228 |
Orange Juice(ICE) |
Nov11 |
110922 |
165.75 |
166.50 |
158.00 |
158.65 |
-7.65 |
847 |
18,844 |
+77 |
Jan12 |
110922 |
160.10 |
160.10 |
156.00 |
156.65 |
-6.25 |
162 |
3,182 |
+57 |
Mar12 |
110922 |
160.15 |
160.15 |
155.30 |
157.25 |
-5.75 |
48 |
1,781 |
+39 |
May12 |
110922 |
156.00 |
156.95 |
156.00 |
156.95 |
-5.85 |
11 |
575 |
+11 |
Jul12 |
110922 |
156.65 |
156.65 |
156.65 |
156.65 |
-5.70 |
0 |
158 |
+0 |
Sep12 |
110922 |
156.25 |
156.25 |
156.25 |
156.25 |
-5.70 |
0 |
1 |
+0 |
Total Volume and Open Interest |
1,068 |
24,551 |
+184 |
Sugar #11(ICE) |
Oct11 |
110922 |
26.83 |
26.83 |
25.31 |
25.67 |
-1.16 |
28,698 |
51,047 |
-8,101 |
Mar12 |
110922 |
25.77 |
25.80 |
24.40 |
24.81 |
-1.10 |
54,809 |
261,886 |
+3,184 |
May12 |
110922 |
24.96 |
24.96 |
23.85 |
24.11 |
-0.98 |
11,193 |
68,514 |
+637 |
Jul12 |
110922 |
24.02 |
24.09 |
23.24 |
23.34 |
-0.83 |
7,371 |
65,032 |
-333 |
Oct12 |
110922 |
23.56 |
23.56 |
22.90 |
22.95 |
-0.61 |
4,375 |
33,819 |
+741 |
Total Volume and Open Interest |
108,506 |
529,529 |
-3,514 |
London Cocoa(LCE) |
Dec11 |
110922 |
1766 |
1785 |
1745 |
1773 |
-8 |
5,377 |
88,128 |
+562 |
Mar12 |
110922 |
1798 |
1818 |
1777 |
1806 |
-7 |
5,442 |
45,071 |
+193 |
May12 |
110922 |
1813 |
1833 |
1794 |
1823 |
-5 |
1,064 |
14,723 |
-263 |
Jul12 |
110922 |
1833 |
1848 |
1810 |
1839 |
-5 |
621 |
14,530 |
-60 |
Sep12 |
110922 |
1840 |
1858 |
1825 |
1854 |
-5 |
380 |
11,734 |
+94 |
Dec12 |
110922 |
1855 |
1875 |
1842 |
1873 |
-1 |
132 |
10,566 |
-86 |
Mar13 |
110922 |
1867 |
1891 |
1862 |
1888 |
+3 |
106 |
1,078 |
+106 |
Total Volume and Open Interest |
13,122 |
185,830 |
+546 |
London Sugar(LCE) |
Dec11 |
110922 |
657.60 |
658.00 |
631.50 |
640.00 |
-22.30 |
3,601 |
20,676 |
-171 |
Mar12 |
110922 |
644.00 |
644.00 |
621.00 |
628.40 |
-20.20 |
2,428 |
11,699 |
-185 |
May12 |
110922 |
638.00 |
638.00 |
620.00 |
624.00 |
-17.60 |
406 |
4,459 |
+24 |
Aug12 |
110922 |
627.50 |
627.50 |
615.20 |
618.00 |
-14.30 |
70 |
2,613 |
+18 |
Oct12 |
110922 |
618.80 |
618.80 |
607.60 |
609.80 |
-8.50 |
53 |
1,638 |
+8 |
Total Volume and Open Interest |
6,580 |
41,646 |
-295 |
Cotton(ICE) |
Oct11 |
110922 |
101.27 |
101.35 |
97.27 |
97.64 |
-3.63 |
26 |
218 |
-13 |
Dec11 |
110922 |
102.71 |
103.55 |
99.07 |
99.29 |
-3.54 |
11,749 |
86,482 |
-946 |
Mar12 |
110922 |
100.08 |
100.71 |
96.20 |
96.33 |
-3.76 |
2,268 |
41,019 |
+308 |
May12 |
110922 |
98.80 |
98.80 |
95.43 |
95.43 |
-3.56 |
298 |
6,315 |
+41 |
Jul12 |
110922 |
97.95 |
97.95 |
94.69 |
94.92 |
-3.29 |
150 |
11,128 |
-42 |
Oct12 |
110922 |
94.94 |
94.94 |
94.94 |
94.94 |
-2.70 |
0 |
3 |
+0 |
Total Volume and Open Interest |
14,526 |
149,373 |
-634 |
Lumber(CME) |
Nov11 |
110922 |
244.4 |
245.0 |
238.1 |
240.0 |
-4.6 |
363 |
5,903 |
-23 |
Jan12 |
110922 |
266.0 |
266.0 |
259.5 |
265.0 |
-1.0 |
113 |
2,515 |
+4 |
Mar12 |
110922 |
279.2 |
279.2 |
274.5 |
278.3 |
-2.5 |
79 |
617 |
+36 |
May12 |
110922 |
283.1 |
286.2 |
280.0 |
284.9 |
-1.6 |
1 |
132 |
-1 |
Total Volume and Open Interest |
556 |
9,189 |
+16 |
Crude Oil(NYM) |
Nov11 |
110922 |
84.81 |
85.00 |
79.66 |
80.51 |
-5.41 |
298,905 |
318,968 |
-3,197 |
Dec11 |
110922 |
85.17 |
85.25 |
79.92 |
80.75 |
-5.43 |
85,184 |
195,843 |
+3,629 |
Jan12 |
110922 |
85.45 |
85.50 |
80.19 |
80.99 |
-5.47 |
28,964 |
103,295 |
+2,657 |
Feb12 |
110922 |
85.75 |
85.75 |
80.65 |
81.23 |
-5.50 |
19,859 |
31,925 |
-2,653 |
Mar12 |
110922 |
86.04 |
86.04 |
80.78 |
81.49 |
-5.51 |
14,651 |
40,590 |
+1,164 |
Apr12 |
110922 |
85.44 |
85.44 |
81.04 |
81.78 |
-5.50 |
8,637 |
26,242 |
+478 |
May12 |
110922 |
86.40 |
86.40 |
81.42 |
82.10 |
-5.48 |
6,729 |
24,639 |
+541 |
Jun12 |
110922 |
86.15 |
86.54 |
81.92 |
82.43 |
-5.45 |
16,761 |
77,874 |
-1,026 |
Jul12 |
110922 |
85.79 |
85.79 |
82.16 |
82.73 |
-5.43 |
4,292 |
35,550 |
-406 |
Aug12 |
110922 |
85.61 |
85.61 |
82.79 |
82.98 |
-5.41 |
3,659 |
16,288 |
-139 |
Sep12 |
110922 |
86.08 |
86.09 |
82.64 |
83.21 |
-5.40 |
2,561 |
17,948 |
-174 |
Oct12 |
110922 |
83.83 |
83.85 |
83.46 |
83.46 |
-5.38 |
1,884 |
17,940 |
+158 |
Nov12 |
110922 |
84.08 |
84.15 |
83.73 |
83.73 |
-5.35 |
1,354 |
19,916 |
+27 |
Dec12 |
110922 |
88.40 |
88.40 |
83.33 |
84.01 |
-5.32 |
15,484 |
151,550 |
+1,523 |
Jan13 |
110922 |
84.85 |
84.85 |
84.17 |
84.17 |
-5.29 |
382 |
20,083 |
-173 |
Feb13 |
110922 |
84.30 |
84.30 |
84.30 |
84.30 |
-5.27 |
124 |
8,993 |
-29 |
Total Volume and Open Interest |
517,286 |
1,364,698 |
+2,612 |
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 |
110922 |
84.850 |
85.000 |
79.675 |
80.500 |
-5.425 |
11,794 |
1,649 |
+38 |
Dec11 |
110922 |
85.125 |
85.250 |
79.975 |
80.750 |
-5.425 |
396 |
583 |
+75 |
Jan12 |
110922 |
85.325 |
85.425 |
81.000 |
81.000 |
-5.450 |
16 |
268 |
-6 |
Feb12 |
110922 |
85.425 |
85.500 |
80.500 |
81.225 |
-5.500 |
8 |
26 |
+7 |
Mar12 |
110922 |
85.000 |
85.000 |
81.500 |
81.500 |
-5.500 |
0 |
21 |
+0 |
Apr12 |
110922 |
84.550 |
84.550 |
81.775 |
81.775 |
-5.500 |
0 |
9 |
+0 |
May12 |
110922 |
84.600 |
84.600 |
82.000 |
82.100 |
-5.475 |
0 |
6 |
+0 |
Jun12 |
110922 |
82.425 |
82.425 |
82.425 |
82.425 |
-5.450 |
0 |
13 |
+0 |
Total Volume and Open Interest |
12,218 |
2,817 |
+114 |
Heating Oil(NYM) |
Oct11 |
110922 |
291.72 |
291.72 |
281.95 |
284.85 |
-8.57 |
44,396 |
49,321 |
-7,782 |
Nov11 |
110922 |
292.00 |
293.05 |
283.02 |
285.79 |
-8.73 |
55,952 |
79,302 |
+1,508 |
Dec11 |
110922 |
292.07 |
292.85 |
283.92 |
286.42 |
-8.91 |
23,292 |
55,784 |
+1,079 |
Jan12 |
110922 |
292.46 |
293.51 |
285.12 |
286.98 |
-9.10 |
9,928 |
34,645 |
-1,051 |
Feb12 |
110922 |
293.25 |
293.28 |
284.68 |
286.42 |
-9.31 |
3,617 |
14,735 |
+489 |
Mar12 |
110922 |
292.00 |
292.12 |
283.58 |
285.03 |
-9.45 |
5,313 |
14,380 |
+727 |
Apr12 |
110922 |
289.00 |
289.00 |
281.24 |
282.25 |
-9.53 |
1,753 |
7,899 |
+527 |
May12 |
110922 |
281.00 |
281.69 |
278.70 |
279.55 |
-9.55 |
633 |
5,897 |
+23 |
Jun12 |
110922 |
284.90 |
284.90 |
276.62 |
277.93 |
-9.59 |
2,459 |
31,832 |
+279 |
Jul12 |
110922 |
279.00 |
279.65 |
277.29 |
277.98 |
-9.53 |
105 |
2,929 |
+46 |
Aug12 |
110922 |
284.45 |
284.45 |
277.54 |
278.33 |
-9.47 |
37 |
3,483 |
+2 |
Sep12 |
110922 |
285.45 |
285.45 |
278.00 |
278.80 |
-9.40 |
135 |
2,987 |
-33 |
Total Volume and Open Interest |
148,715 |
323,615 |
-4,025 |
Gasoline(NYMEX) |
Oct11 |
110922 |
264.00 |
264.70 |
254.07 |
256.00 |
-10.65 |
37,350 |
46,384 |
-5,343 |
Nov11 |
110922 |
263.54 |
263.54 |
252.44 |
254.37 |
-11.27 |
55,310 |
77,415 |
+4,522 |
Dec11 |
110922 |
261.37 |
261.37 |
250.82 |
252.73 |
-11.59 |
26,026 |
50,963 |
+989 |
Jan12 |
110922 |
260.59 |
260.59 |
250.78 |
252.20 |
-11.92 |
8,630 |
30,188 |
-338 |
Feb12 |
110922 |
259.50 |
259.88 |
252.31 |
252.74 |
-12.00 |
3,254 |
12,169 |
+52 |
Mar12 |
110922 |
262.27 |
262.76 |
253.24 |
253.69 |
-12.05 |
3,099 |
12,015 |
+125 |
Apr12 |
110922 |
268.00 |
268.00 |
264.57 |
264.57 |
-11.96 |
1,032 |
8,923 |
+238 |
May12 |
110922 |
273.46 |
273.46 |
264.50 |
264.67 |
-11.86 |
874 |
4,762 |
+375 |
Jun12 |
110922 |
272.46 |
272.46 |
263.50 |
263.81 |
-11.71 |
1,725 |
14,097 |
+291 |
Jul12 |
110922 |
263.25 |
264.39 |
261.98 |
261.98 |
-11.47 |
424 |
1,908 |
+300 |
Total Volume and Open Interest |
138,139 |
277,422 |
+1,326 |
e-miNY RBOB Gasoline(NYM) |
Oct11 |
110922 |
256.00 |
256.00 |
256.00 |
256.00 |
-10.70 |
0 |
1 |
+0 |
Nov11 |
110922 |
254.40 |
254.40 |
254.37 |
254.40 |
-11.20 |
|
|
|
Dec11 |
110922 |
252.70 |
252.73 |
252.70 |
252.70 |
-11.60 |
0 |
1 |
+0 |
Jan12 |
110922 |
252.20 |
252.20 |
252.20 |
252.20 |
-11.90 |
0 |
1 |
+0 |
Total Volume and Open Interest |
0 |
4 |
+0 |
Natural Gas(NYM) |
Oct11 |
110922 |
3.722 |
3.760 |
3.662 |
3.705 |
-0.025 |
109,657 |
70,333 |
-8,904 |
Nov11 |
110922 |
3.810 |
3.844 |
3.745 |
3.782 |
-0.038 |
95,997 |
237,678 |
+777 |
Dec11 |
110922 |
4.091 |
4.120 |
4.023 |
4.045 |
-0.054 |
44,937 |
75,791 |
-4,810 |
Jan12 |
110922 |
4.233 |
4.267 |
4.166 |
4.183 |
-0.069 |
38,057 |
163,716 |
+1,429 |
Feb12 |
110922 |
4.251 |
4.287 |
4.189 |
4.201 |
-0.067 |
8,677 |
39,053 |
+1,124 |
Mar12 |
110922 |
4.250 |
4.250 |
4.160 |
4.172 |
-0.066 |
13,622 |
50,582 |
+324 |
Apr12 |
110922 |
4.208 |
4.220 |
4.155 |
4.164 |
-0.063 |
16,146 |
81,161 |
+1,407 |
May12 |
110922 |
4.220 |
4.250 |
4.195 |
4.199 |
-0.063 |
2,112 |
19,609 |
+291 |
Jun12 |
110922 |
4.305 |
4.305 |
4.237 |
4.240 |
-0.065 |
2,086 |
14,246 |
+296 |
Jul12 |
110922 |
4.324 |
4.324 |
4.281 |
4.285 |
-0.066 |
3,177 |
11,259 |
-553 |
Aug12 |
110922 |
4.340 |
4.348 |
4.308 |
4.310 |
-0.066 |
905 |
10,761 |
+92 |
Sep12 |
110922 |
4.352 |
4.391 |
4.308 |
4.313 |
-0.066 |
1,168 |
9,189 |
+372 |
Oct12 |
110922 |
4.385 |
4.418 |
4.343 |
4.347 |
-0.066 |
5,325 |
46,257 |
+1,087 |
Nov12 |
110922 |
4.540 |
4.550 |
4.500 |
4.506 |
-0.070 |
1,866 |
8,430 |
-451 |
Dec12 |
110922 |
4.848 |
4.851 |
4.768 |
4.775 |
-0.069 |
1,508 |
12,123 |
+52 |
Jan13 |
110922 |
4.965 |
4.990 |
4.910 |
4.914 |
-0.070 |
2,072 |
22,620 |
+332 |
Total Volume and Open Interest |
350,260 |
946,723 |
-6,394 |
Brent Crude Oil(ICE) |
Nov11 |
110922 |
109.50 |
109.50 |
104.85 |
105.49 |
-4.87 |
207,886 |
170,247 |
-10,669 |
Dec11 |
110922 |
108.00 |
108.00 |
103.30 |
103.98 |
-4.89 |
159,136 |
194,224 |
-1,533 |
Jan12 |
110922 |
106.29 |
106.59 |
102.41 |
103.10 |
-4.92 |
60,004 |
50,324 |
-236 |
Feb12 |
110922 |
105.79 |
106.00 |
101.85 |
102.53 |
-4.98 |
35,444 |
40,824 |
+6,576 |
Mar12 |
110922 |
105.65 |
105.65 |
101.49 |
102.15 |
-5.03 |
23,712 |
52,953 |
+2,139 |
Apr12 |
110922 |
105.21 |
105.21 |
101.25 |
101.91 |
-5.03 |
13,259 |
20,595 |
-735 |
May12 |
110922 |
105.02 |
105.02 |
101.08 |
101.71 |
-5.03 |
10,576 |
15,790 |
+160 |
Jun12 |
110922 |
104.82 |
104.82 |
100.86 |
101.51 |
-5.02 |
23,132 |
49,283 |
-1,876 |
Jul12 |
110922 |
102.71 |
102.71 |
101.24 |
101.34 |
-5.01 |
4,467 |
11,880 |
+163 |
Aug12 |
110922 |
101.13 |
101.13 |
101.13 |
101.13 |
-5.00 |
2,067 |
8,017 |
-76 |
Sep12 |
110922 |
100.89 |
100.89 |
100.89 |
100.89 |
-5.00 |
2,765 |
14,395 |
+576 |
Oct12 |
110922 |
100.65 |
100.65 |
100.65 |
100.65 |
-4.98 |
1,957 |
7,217 |
+147 |
Nov12 |
110922 |
100.41 |
100.41 |
100.41 |
100.41 |
-4.94 |
1,760 |
9,720 |
+443 |
Dec12 |
110922 |
103.39 |
103.69 |
99.50 |
100.13 |
-4.92 |
24,675 |
86,283 |
+2,526 |
Total Volume and Open Interest |
582,125 |
849,989 |
-3,024 |
Gas Oil(ICE) |
Oct11 |
110922 |
921.75 |
922.75 |
894.00 |
903.75 |
-41.50 |
61,898 |
134,732 |
+66 |
Nov11 |
110922 |
918.25 |
919.25 |
890.25 |
899.25 |
-42.50 |
78,380 |
108,173 |
+7,307 |
Dec11 |
110922 |
911.50 |
913.75 |
885.75 |
894.00 |
-43.25 |
54,362 |
82,682 |
+2,047 |
Jan12 |
110922 |
908.00 |
910.00 |
882.00 |
890.00 |
-43.50 |
22,135 |
61,857 |
-3,451 |
Feb12 |
110922 |
906.25 |
906.25 |
879.25 |
886.25 |
-43.50 |
6,946 |
30,284 |
-47 |
Mar12 |
110922 |
902.50 |
902.50 |
876.00 |
882.75 |
-43.50 |
5,519 |
23,757 |
+843 |
Apr12 |
110922 |
893.25 |
893.25 |
873.25 |
879.75 |
-43.25 |
3,007 |
16,440 |
+603 |
May12 |
110922 |
886.25 |
886.25 |
870.25 |
877.00 |
-42.75 |
2,584 |
12,435 |
-340 |
Jun12 |
110922 |
890.25 |
890.50 |
868.50 |
875.25 |
-42.50 |
6,676 |
42,826 |
+44 |
Jul12 |
110922 |
887.50 |
887.50 |
869.00 |
875.75 |
-42.00 |
990 |
12,192 |
+129 |
Total Volume and Open Interest |
247,429 |
602,373 |
+7,128 |
Ethanol(CBOT) |
Sep11 |
110906 |
2.835 |
2.850 |
2.835 |
2.840 |
-0.052 |
84 |
85 |
-31 |
Oct11 |
110922 |
2.571 |
2.615 |
2.548 |
2.556 |
-0.093 |
155 |
881 |
-58 |
Nov11 |
110922 |
2.540 |
2.570 |
2.500 |
2.509 |
-0.099 |
233 |
994 |
+54 |
Dec11 |
110922 |
2.500 |
2.511 |
2.451 |
2.455 |
-0.101 |
80 |
1,412 |
+9 |
Jan12 |
110922 |
2.426 |
2.426 |
2.390 |
2.400 |
-0.100 |
59 |
827 |
+19 |
Feb12 |
110922 |
2.400 |
2.407 |
2.378 |
2.389 |
-0.101 |
30 |
851 |
+2 |
Mar12 |
110922 |
2.410 |
2.420 |
2.410 |
2.420 |
-0.087 |
16 |
1,030 |
+1 |
Apr12 |
110922 |
2.435 |
2.450 |
2.420 |
2.439 |
-0.091 |
22 |
751 |
+12 |
Total Volume and Open Interest |
851 |
9,948 |
+80 |
WTI Crude Oil(ICE) |
Nov11 |
110922 |
84.56 |
84.95 |
79.68 |
80.51 |
-5.41 |
75,119 |
63,278 |
-3,873 |
Dec11 |
110922 |
84.84 |
85.10 |
79.97 |
80.75 |
-5.43 |
32,501 |
88,706 |
-349 |
Jan12 |
110922 |
84.79 |
85.20 |
80.31 |
80.99 |
-5.47 |
12,624 |
26,368 |
+1,163 |
Feb12 |
110922 |
84.85 |
85.40 |
80.63 |
81.23 |
-5.50 |
5,876 |
11,148 |
-268 |
Mar12 |
110922 |
85.83 |
85.83 |
80.89 |
81.49 |
-5.51 |
3,811 |
16,577 |
+99 |
Apr12 |
110922 |
85.60 |
85.60 |
81.26 |
81.78 |
-5.50 |
2,317 |
6,834 |
-69 |
May12 |
110922 |
85.70 |
85.70 |
81.61 |
82.10 |
-5.48 |
1,703 |
7,784 |
-94 |
Jun12 |
110922 |
86.00 |
86.02 |
81.81 |
82.43 |
-5.45 |
5,062 |
26,536 |
-1,189 |
Jul12 |
110922 |
82.73 |
82.73 |
82.73 |
82.73 |
-5.43 |
1,656 |
7,645 |
+58 |
Aug12 |
110922 |
82.98 |
82.98 |
82.98 |
82.98 |
-5.41 |
1,298 |
4,500 |
-192 |
Sep12 |
110922 |
83.21 |
83.21 |
83.21 |
83.21 |
-5.40 |
226 |
8,426 |
+16 |
Oct12 |
110922 |
83.46 |
83.46 |
83.46 |
83.46 |
-5.38 |
88 |
1,509 |
-16 |
Nov12 |
110922 |
83.73 |
83.73 |
83.73 |
83.73 |
-5.35 |
95 |
2,539 |
-10 |
Dec12 |
110922 |
88.27 |
88.27 |
83.41 |
84.01 |
-5.32 |
4,878 |
47,498 |
+424 |
Jan13 |
110922 |
84.17 |
84.17 |
84.17 |
84.17 |
-5.29 |
1 |
2,054 |
-1 |
Feb13 |
110922 |
84.30 |
84.30 |
84.30 |
84.30 |
-5.27 |
0 |
588 |
+0 |
Total Volume and Open Interest |
149,530 |
400,905 |
-4,667 |
US Dollar Index(ICE) |
Dec11 |
110922 |
78.400 |
79.400 |
78.335 |
79.100 |
+1.240 |
44,878 |
64,859 |
+2,915 |
Mar12 |
110922 |
79.385 |
79.650 |
79.385 |
79.540 |
+1.260 |
20 |
514 |
+8 |
Jun12 |
110922 |
79.860 |
79.860 |
79.860 |
79.860 |
+1.140 |
0 |
2 |
+0 |
Total Volume and Open Interest |
44,898 |
65,375 |
+2,923 |
Australian Dollar(CME) |
Dec11 |
110922 |
99.46 |
100.24 |
95.90 |
96.15 |
-4.09 |
152,111 |
81,382 |
+2,914 |
Mar12 |
110922 |
98.59 |
99.30 |
95.23 |
95.29 |
-4.01 |
49 |
56 |
+10 |
Jun12 |
110922 |
94.53 |
98.45 |
94.53 |
94.53 |
-3.92 |
2 |
21 |
+2 |
Total Volume and Open Interest |
152,162 |
81,542 |
+2,926 |
British Pound(CME) |
Dec11 |
110922 |
154.91 |
155.05 |
153.16 |
153.42 |
-2.24 |
149,388 |
148,713 |
+5,090 |
Mar12 |
110922 |
153.61 |
155.54 |
153.12 |
153.32 |
-2.22 |
53 |
42 |
-7 |
Jun12 |
110922 |
153.22 |
155.40 |
153.22 |
153.22 |
-2.18 |
0 |
3 |
+0 |
Total Volume and Open Interest |
149,441 |
148,761 |
+5,083 |
Canadian Dollar(CME) |
Dec11 |
110922 |
99.17 |
99.29 |
96.31 |
96.86 |
-2.63 |
123,455 |
81,167 |
+2,489 |
Mar12 |
110922 |
98.85 |
99.37 |
96.22 |
96.77 |
-2.60 |
472 |
3,294 |
+241 |
Jun12 |
110922 |
97.12 |
97.15 |
96.28 |
96.73 |
-2.53 |
172 |
688 |
+98 |
Sep12 |
110922 |
96.50 |
99.13 |
96.50 |
96.66 |
-2.47 |
4 |
361 |
+3 |
Total Volume and Open Interest |
124,111 |
85,547 |
+2,838 |
Japanese Yen(CME) |
Dec11 |
110922 |
130.96 |
131.56 |
129.87 |
131.03 |
+0.34 |
95,610 |
126,685 |
-884 |
Mar12 |
110922 |
130.48 |
131.58 |
130.40 |
131.23 |
+0.37 |
145 |
271 |
+34 |
Jun12 |
110922 |
131.46 |
131.46 |
131.06 |
131.46 |
+0.40 |
0 |
18 |
+0 |
Total Volume and Open Interest |
95,755 |
126,978 |
-850 |
Swiss Franc(CME) |
Dec11 |
110922 |
111.30 |
112.07 |
109.16 |
110.35 |
-1.72 |
28,050 |
21,535 |
+590 |
Mar12 |
110922 |
110.80 |
112.41 |
109.70 |
110.71 |
-1.70 |
20 |
542 |
-1 |
Jun12 |
110922 |
111.07 |
112.73 |
111.07 |
111.07 |
-1.66 |
1 |
6 |
+0 |
Total Volume and Open Interest |
28,071 |
22,089 |
+589 |
EuroFX(CME) |
Dec11 |
110922 |
135.77 |
135.94 |
133.80 |
134.64 |
-2.01 |
352,799 |
204,493 |
+4,830 |
Mar12 |
110922 |
135.80 |
136.64 |
134.03 |
134.69 |
-1.95 |
197 |
1,185 |
+134 |
Jun12 |
110922 |
134.74 |
136.65 |
134.74 |
134.74 |
-1.91 |
9 |
830 |
+0 |
Total Volume and Open Interest |
353,005 |
206,520 |
+4,964 |
Mexican Peso(CME) |
Oct11 |
110922 |
713.0 |
739.2 |
713.0 |
713.0 |
-26.2 |
|
|
|
Nov11 |
110922 |
711.0 |
737.2 |
711.0 |
711.0 |
-26.2 |
|
|
|
Total Volume and Open Interest |
45,775 |
79,986 |
+3,976 |
Brazilian Real(CME) |
Oct11 |
110922 |
529.30 |
539.00 |
529.30 |
529.30 |
-9.70 |
|
|
|
Nov11 |
110922 |
526.40 |
536.10 |
526.40 |
526.40 |
-9.70 |
0 |
1,500 |
+0 |
Dec11 |
110922 |
511.60 |
530.50 |
507.00 |
523.50 |
-9.70 |
1,031 |
6,085 |
+674 |
Jan12 |
110922 |
526.00 |
526.00 |
520.60 |
520.60 |
-9.70 |
1 |
14,368 |
+1 |
Total Volume and Open Interest |
1,032 |
38,200 |
+675 |
30-Year T-Bonds(CBOT) |
Dec11 |
110922 |
143~080 |
146~170 |
143~070 |
146~020 |
+2~280 |
404,924 |
648,197 |
+8,695 |
Mar12 |
110922 |
142~250 |
146~030 |
142~240 |
145~210 |
+3~040 |
164 |
432 |
+98 |
Jun12 |
110922 |
145~000 |
145~000 |
145~000 |
145~000 |
+3~040 |
|
|
|
Total Volume and Open Interest |
405,088 |
648,629 |
|
10-Year T-Notes(CBOT) |
Dec11 |
110922 |
130~270 |
131~275 |
130~255 |
131~240 |
+1~000 |
1,133,753 |
1,556,190 |
+643 |
Mar12 |
110922 |
130~230 |
131~020 |
129~305 |
131~020 |
+1~035 |
9 |
14 |
+6 |
Jun12 |
110922 |
130~020 |
130~020 |
128~305 |
130~020 |
+1~035 |
|
|
|
Total Volume and Open Interest |
1,133,762 |
1,556,204 |
-10,731 |
5-Year T-Notes(CBOT) |
Sep11 |
110922 |
123~126 |
124~017 |
123~106 |
124~017 |
+0~039 |
7,808 |
35,289 |
-2,688 |
Dec11 |
110922 |
122~127 |
123~045 |
122~123 |
123~039 |
+0~048 |
572,525 |
1,284,258 |
-1,736 |
Mar12 |
110922 |
122~063 |
122~063 |
122~015 |
122~063 |
+0~048 |
|
|
|
Total Volume and Open Interest |
580,333 |
1,319,547 |
-4,424 |
2 Year T-Notes(CBOT) |
Sep11 |
110922 |
110~036 |
110~040 |
110~031 |
110~032 |
-0~003 |
3,628 |
14,149 |
-1,266 |
Dec11 |
110922 |
110~031 |
110~034 |
110~025 |
110~027 |
-0~002 |
292,538 |
753,302 |
-11,736 |
Mar12 |
110922 |
110~022 |
110~024 |
110~022 |
110~022 |
-0~002 |
40 |
159 |
+20 |
Total Volume and Open Interest |
296,206 |
767,610 |
-12,982 |
Eurodollars(CME) |
Dec11 |
110922 |
99.485 |
99.500 |
99.455 |
99.480 |
-0.025 |
470,510 |
1,085,425 |
+3,864 |
Mar12 |
110922 |
99.460 |
99.485 |
99.425 |
99.445 |
-0.035 |
343,960 |
1,019,686 |
+18,819 |
Jun12 |
110922 |
99.470 |
99.500 |
99.445 |
99.460 |
-0.030 |
248,770 |
1,127,631 |
+12,346 |
Sep12 |
110922 |
99.495 |
99.515 |
99.465 |
99.475 |
-0.030 |
237,993 |
744,439 |
-12,710 |
Dec12 |
110922 |
99.500 |
99.520 |
99.465 |
99.485 |
-0.030 |
197,372 |
762,125 |
-635 |
Mar13 |
110922 |
99.500 |
99.520 |
99.470 |
99.490 |
-0.025 |
180,374 |
743,848 |
+7,249 |
Jun13 |
110922 |
99.445 |
99.475 |
99.415 |
99.450 |
-0.015 |
127,600 |
561,493 |
+2,562 |
Sep13 |
110922 |
99.360 |
99.400 |
99.340 |
99.375 |
+0.005 |
120,813 |
497,943 |
+139 |
Dec13 |
110922 |
99.220 |
99.265 |
99.205 |
99.245 |
+0.025 |
92,436 |
405,566 |
-2,486 |
Mar14 |
110922 |
99.060 |
99.125 |
99.060 |
99.110 |
+0.050 |
71,586 |
282,123 |
+174 |
Jun14 |
110922 |
98.885 |
98.970 |
98.880 |
98.955 |
+0.080 |
54,407 |
276,431 |
-2,714 |
Sep14 |
110922 |
98.685 |
98.815 |
98.685 |
98.795 |
+0.110 |
58,204 |
167,948 |
-1,381 |
Dec14 |
110922 |
98.500 |
98.655 |
98.490 |
98.630 |
+0.135 |
36,546 |
170,787 |
-824 |
Mar15 |
110922 |
98.310 |
98.500 |
98.310 |
98.470 |
+0.155 |
21,499 |
119,890 |
-74 |
Jun15 |
110922 |
6.390 |
0.041 |
6.390 |
0.006 |
-6.379 |
20,855 |
115,188 |
-932 |
Sep15 |
110922 |
6.205 |
6.435 |
6.200 |
6.400 |
+0.195 |
22,441 |
76,077 |
+894 |
Dec15 |
110922 |
6.020 |
6.275 |
6.020 |
6.240 |
+0.215 |
15,075 |
65,568 |
+754 |
Mar16 |
110922 |
5.880 |
6.150 |
5.880 |
6.110 |
+0.235 |
11,014 |
51,209 |
+364 |
Total Volume and Open Interest |
2,398,759 |
8,518,370 |
+34,027 |
30 Day Federal Funds(CBOT) |
Sep11 |
110922 |
99.910 |
99.915 |
99.910 |
99.912 |
-0.003 |
3,481 |
52,033 |
-736 |
Oct11 |
110922 |
99.910 |
99.910 |
99.905 |
99.910 |
unch |
11,785 |
63,360 |
-1,202 |
Nov11 |
110922 |
99.915 |
99.915 |
99.905 |
99.915 |
unch |
15,206 |
60,861 |
+40 |
Dec11 |
110922 |
99.915 |
99.920 |
99.910 |
99.920 |
unch |
18,317 |
66,210 |
+482 |
Jan12 |
110922 |
99.910 |
99.920 |
99.905 |
99.915 |
-0.005 |
12,463 |
54,283 |
-517 |
Feb12 |
110922 |
99.905 |
99.915 |
99.905 |
99.910 |
-0.005 |
6,228 |
47,026 |
+351 |
Total Volume and Open Interest |
108,226 |
707,479 |
-468 |
30 Day Fed Funds(e-CBOT) |
3-Mth Euro-Yen(CME) |
Dec11 |
110922 |
99.690 |
99.690 |
99.690 |
99.690 |
-0.005 |
0 |
281 |
+0 |
Mar12 |
110922 |
99.695 |
99.695 |
99.695 |
99.695 |
-0.005 |
0 |
300 |
+0 |
Jun12 |
110922 |
99.700 |
99.700 |
99.700 |
99.700 |
-0.005 |
|
|
|
Sep12 |
110922 |
99.698 |
99.698 |
99.698 |
99.698 |
-0.005 |
|
|
|
Dec12 |
110922 |
99.755 |
99.755 |
99.755 |
99.755 |
-0.005 |
|
|
|
Mar13 |
110922 |
99.755 |
99.755 |
99.755 |
99.755 |
-0.005 |
|
|
|
Jun13 |
110922 |
99.710 |
99.710 |
99.710 |
99.710 |
-0.005 |
|
|
|
Sep13 |
110922 |
99.570 |
99.570 |
99.570 |
99.570 |
-0.005 |
|
|
|
Dec13 |
110922 |
99.430 |
99.430 |
99.430 |
99.430 |
-0.005 |
|
|
|
Mar14 |
110922 |
99.290 |
99.290 |
99.290 |
99.290 |
-0.005 |
|
|
|
Total Volume and Open Interest |
0 |
581 |
+0 |
3-Mth Euro-Yen(SGX) |
Dec11 |
110922 |
99.69 |
99.69 |
99.69 |
99.69 |
0.00 |
86 |
1,907 |
-44 |
Mar12 |
110922 |
99.68 |
99.69 |
99.68 |
99.69 |
0.00 |
0 |
2,338 |
+0 |
Jun12 |
110922 |
99.70 |
99.70 |
99.70 |
99.70 |
-0.01 |
0 |
1,470 |
+0 |
Sep12 |
110922 |
99.70 |
99.70 |
99.70 |
99.70 |
0.00 |
0 |
411 |
+0 |
Dec12 |
110922 |
99.75 |
99.75 |
99.75 |
99.75 |
-0.01 |
0 |
51 |
+0 |
Mar13 |
110922 |
99.75 |
99.75 |
99.75 |
99.75 |
-0.01 |
0 |
1 |
+0 |
Jun13 |
110922 |
99.71 |
99.71 |
99.71 |
99.71 |
0.00 |
|
|
|
Sep13 |
110922 |
99.57 |
99.57 |
99.57 |
99.57 |
0.00 |
|
|
|
Total Volume and Open Interest |
86 |
6,180 |
-44 |
Japanese Gov't Bonds(SGX) |
Dec11 |
110922 |
142.71 |
142.98 |
142.64 |
142.77 |
-0.01 |
1,451 |
26,497 |
+72 |
Mar12 |
110922 |
142.02 |
142.02 |
142.02 |
142.02 |
-0.01 |
0 |
4 |
+0 |
Jun12 |
110922 |
139.93 |
139.93 |
139.93 |
139.93 |
-0.01 |
|
|
|
Total Volume and Open Interest |
1,451 |
26,501 |
+72 |
Euro-Bund(EUREX) |
Dec11 |
110922 |
138.25 |
139.07 |
138.22 |
138.56 |
+0.76 |
797,817 |
838,988 |
-4,729 |
Mar12 |
110922 |
138.97 |
139.62 |
138.92 |
139.09 |
+0.76 |
239 |
413 |
+5 |
Jun12 |
110922 |
138.86 |
138.86 |
138.86 |
138.86 |
+0.76 |
|
|
|
Total Volume and Open Interest |
798,056 |
839,401 |
-4,724 |
Euro-Bobl(EUREX) |
Dec11 |
110922 |
122.81 |
123.20 |
122.75 |
122.96 |
+0.35 |
366,558 |
683,708 |
-540 |
Mar12 |
110922 |
123.20 |
123.60 |
123.20 |
123.38 |
+0.38 |
720 |
740 |
+720 |
Jun12 |
110922 |
123.11 |
123.11 |
123.11 |
123.11 |
+0.35 |
|
|
|
Total Volume and Open Interest |
367,278 |
684,448 |
+180 |
3-Mth Euribor(EUREX) |
Sep11 |
110919 |
98.465 |
98.465 |
98.465 |
98.465 |
unch |
9 |
1,722 |
-5 |
Dec11 |
110922 |
98.905 |
98.905 |
98.880 |
98.885 |
+0.010 |
1 |
1,804 |
+0 |
Mar12 |
110922 |
98.960 |
98.960 |
98.960 |
98.960 |
+0.015 |
22 |
2,423 |
-22 |
Total Volume and Open Interest |
242 |
8,892 |
-28 |
Long Gilt(LIFFE) |
Sep11 |
110922 |
132~03 |
132~12 |
132~03 |
132~11 |
+0~26 |
2,233 |
18,170 |
-247 |
Dec11 |
110922 |
130~28 |
131~18 |
130~21 |
131~02 |
+0~26 |
159,807 |
357,435 |
+9,221 |
Total Volume and Open Interest |
162,040 |
375,605 |
+8,974 |
3-Mth Short Sterling(LIFFE) |
Dec11 |
110922 |
99.07 |
99.08 |
99.02 |
99.03 |
-0.03 |
105,989 |
416,682 |
-1,114 |
Mar12 |
110922 |
99.12 |
99.13 |
99.07 |
99.08 |
-0.03 |
99,561 |
440,265 |
+15,703 |
Jun12 |
110922 |
99.16 |
99.17 |
99.11 |
99.12 |
-0.03 |
83,870 |
233,301 |
+3,035 |
Sep12 |
110922 |
99.16 |
99.18 |
99.12 |
99.13 |
-0.03 |
90,074 |
276,224 |
-10,287 |
Dec12 |
110922 |
99.15 |
99.16 |
99.09 |
99.10 |
-0.03 |
52,807 |
259,686 |
-8,572 |
Mar13 |
110922 |
99.11 |
99.13 |
99.06 |
99.07 |
-0.03 |
32,923 |
180,513 |
+837 |
Total Volume and Open Interest |
518,981 |
2,152,090 |
-324,112 |
3-Mth Euribor(LIFFE) |
Dec11 |
110922 |
98.880 |
98.930 |
98.865 |
98.885 |
+0.010 |
169,738 |
784,975 |
+15,696 |
Mar12 |
110922 |
98.945 |
99.005 |
98.940 |
98.960 |
+0.015 |
115,263 |
528,202 |
+8,980 |
Jun12 |
110922 |
98.960 |
99.035 |
98.960 |
98.985 |
+0.025 |
97,204 |
364,010 |
-2,734 |
Total Volume and Open Interest |
798,696 |
3,271,054 |
+45,723 |
3-Mth Aus T-Bills(SFE) |
Dec11 |
110922 |
95.74 |
95.82 |
95.71 |
95.78 |
+0.03 |
37,326 |
246,740 |
+5,314 |
Mar12 |
110922 |
96.15 |
96.24 |
96.10 |
96.23 |
+0.08 |
27,566 |
186,035 |
+5,879 |
Jun12 |
110922 |
96.19 |
96.32 |
96.17 |
96.30 |
+0.10 |
14,786 |
110,458 |
+4,587 |
Sep12 |
110922 |
96.14 |
96.26 |
96.11 |
96.24 |
+0.12 |
5,151 |
77,588 |
+574 |
Dec12 |
110922 |
96.05 |
96.18 |
96.02 |
96.16 |
+0.13 |
3,394 |
42,225 |
+901 |
Mar13 |
110922 |
95.96 |
96.08 |
95.93 |
96.08 |
+0.14 |
966 |
43,665 |
+306 |
Jun13 |
110922 |
95.85 |
95.97 |
95.81 |
95.97 |
+0.14 |
1,099 |
26,940 |
+24 |
Sep13 |
110922 |
95.73 |
95.85 |
95.69 |
95.85 |
+0.15 |
180 |
9,693 |
-230 |
Dec13 |
110922 |
95.55 |
95.72 |
95.55 |
95.72 |
+0.16 |
22 |
2,302 |
+17 |
Mar14 |
110922 |
95.52 |
95.62 |
95.52 |
95.62 |
+0.16 |
5 |
394 |
+0 |
Total Volume and Open Interest |
90,500 |
746,106 |
+17,377 |
10-Year Aus T-Bonds(SFE) |
Dec11 |
110922 |
95.78 |
95.92 |
95.75 |
95.90 |
+0.12 |
39,689 |
330,370 |
+1,897 |
Mar12 |
110922 |
95.90 |
95.90 |
95.90 |
95.90 |
+0.12 |
|
|
|
Total Volume and Open Interest |
39,689 |
330,370 |
+1,897 |
3-Year Aus T-Bonds(SFE) |
Dec11 |
110922 |
96.38 |
96.50 |
96.32 |
96.49 |
+0.12 |
144,090 |
486,059 |
+31,172 |
Mar12 |
110922 |
96.49 |
96.49 |
96.49 |
96.49 |
+0.12 |
|
|
|
Total Volume and Open Interest |
144,090 |
486,059 |
+31,172 |
Gold(CMX) |
Oct11 |
110922 |
1783.1 |
1786.7 |
1721.0 |
1739.4 |
-66.4 |
11,928 |
30,297 |
-2,203 |
Dec11 |
110922 |
1782.3 |
1789.0 |
1723.2 |
1741.7 |
-66.4 |
190,869 |
317,182 |
-2,151 |
Feb12 |
110922 |
1786.8 |
1787.2 |
1726.7 |
1743.5 |
-66.4 |
7,815 |
40,060 |
+2,742 |
Apr12 |
110922 |
1784.4 |
1785.5 |
1730.9 |
1745.1 |
-66.5 |
195 |
10,052 |
+22 |
Jun12 |
110922 |
1781.7 |
1781.9 |
1732.4 |
1746.9 |
-66.5 |
267 |
17,239 |
+70 |
Aug12 |
110922 |
1781.7 |
1784.2 |
1740.0 |
1748.8 |
-66.5 |
153 |
6,753 |
-3 |
Oct12 |
110922 |
1744.3 |
1755.0 |
1744.3 |
1750.8 |
-66.4 |
73 |
4,210 |
-16 |
Dec12 |
110922 |
1799.5 |
1799.5 |
1735.0 |
1752.9 |
-66.3 |
198 |
14,778 |
-84 |
Feb13 |
110922 |
1776.8 |
1776.8 |
1754.9 |
1754.9 |
-66.2 |
1 |
3,410 |
-1 |
Apr13 |
110922 |
1757.1 |
1757.1 |
1757.1 |
1757.1 |
-66.0 |
12 |
327 |
-5 |
Jun13 |
110922 |
1750.8 |
1759.5 |
1750.8 |
1759.5 |
-65.9 |
10 |
12,874 |
+7 |
Total Volume and Open Interest |
211,968 |
497,749 |
-1,607 |
Silver(CMX) |
Sep11 |
110922 |
3962.0 |
3962.0 |
3555.0 |
3653.8 |
-388.2 |
78 |
228 |
-7 |
Dec11 |
110922 |
3967.0 |
3985.0 |
3555.0 |
3657.8 |
-389.1 |
42,602 |
73,152 |
-726 |
Mar12 |
110922 |
3953.5 |
3963.5 |
3561.0 |
3660.9 |
-389.1 |
622 |
9,174 |
+55 |
May12 |
110922 |
3925.0 |
3925.0 |
3602.0 |
3661.9 |
-389.0 |
80 |
2,649 |
+1 |
Jul12 |
110922 |
3980.0 |
3980.0 |
3560.0 |
3662.4 |
-388.9 |
103 |
2,033 |
+27 |
Sep12 |
110922 |
3936.5 |
3936.5 |
3602.5 |
3659.7 |
-388.8 |
51 |
579 |
-17 |
Dec12 |
110922 |
3980.5 |
3980.5 |
3568.5 |
3655.6 |
-388.5 |
370 |
10,246 |
-3 |
Total Volume and Open Interest |
44,305 |
111,553 |
-550 |
Platinum(NYMEX) |
Oct11 |
110922 |
1759.8 |
1771.6 |
1678.2 |
1710.6 |
-77.6 |
8,170 |
22,286 |
-1,783 |
Jan12 |
110922 |
1769.0 |
1776.0 |
1685.0 |
1715.6 |
-77.2 |
2,006 |
14,045 |
+1,388 |
Apr12 |
110922 |
1750.0 |
1752.1 |
1694.2 |
1719.8 |
-76.0 |
9 |
1,642 |
-4 |
Jul12 |
110922 |
1703.1 |
1722.3 |
1703.1 |
1722.3 |
-76.4 |
0 |
26 |
+0 |
Total Volume and Open Interest |
10,185 |
38,009 |
-399 |
Palladium(NYMEX) |
Sep11 |
110922 |
652.75 |
662.30 |
652.75 |
662.30 |
-48.80 |
0 |
5 |
-2 |
Dec11 |
110922 |
695.40 |
695.40 |
646.10 |
664.05 |
-48.80 |
4,385 |
19,678 |
+111 |
Mar12 |
110922 |
30.94 |
30.94 |
651.00 |
9.69 |
-49.05 |
5 |
218 |
+4 |
Total Volume and Open Interest |
4,392 |
19,913 |
+114 |
Copper(CMX) |
Sep11 |
110922 |
369.25 |
369.25 |
343.00 |
348.05 |
-27.30 |
312 |
780 |
-103 |
Dec11 |
110922 |
369.90 |
372.00 |
341.20 |
348.85 |
-27.55 |
47,268 |
81,486 |
+897 |
Mar12 |
110922 |
372.60 |
373.95 |
344.50 |
351.00 |
-27.55 |
2,037 |
28,166 |
+837 |
May12 |
110922 |
360.60 |
360.60 |
347.00 |
352.20 |
-27.50 |
84 |
7,147 |
+13 |
Jul12 |
110922 |
373.10 |
373.10 |
347.95 |
353.05 |
-27.45 |
14 |
1,484 |
+0 |
Total Volume and Open Interest |
50,336 |
127,220 |
+1,689 |
DJIA Index(CBOT) |
Dec11 |
110922 |
11021 |
11038 |
10565 |
10650 |
-357 |
849 |
10,691 |
+249 |
Mar12 |
110922 |
10573 |
10926 |
10573 |
10573 |
-353 |
0 |
21 |
+0 |
Jun12 |
110922 |
10503 |
10856 |
10503 |
10503 |
-353 |
|
|
|
Sep12 |
110922 |
10440 |
10793 |
10440 |
10440 |
-353 |
|
|
|
Total Volume and Open Interest |
849 |
10,712 |
+249 |
E-mini DJIA Index(CBOT) |
Sep11 |
110916 |
11435 |
11500 |
11400 |
11500 |
+48 |
20,642 |
38,821 |
-3,676 |
Dec11 |
110922 |
11000 |
11037 |
10513 |
10650 |
-357 |
159,905 |
64,271 |
-1,099 |
Mar12 |
110922 |
10850 |
10865 |
10445 |
10573 |
-353 |
38 |
133 |
+9 |
Jun12 |
110922 |
10503 |
10503 |
10503 |
10503 |
-353 |
|
|
|
Total Volume and Open Interest |
159,943 |
64,414 |
-1,090 |
S & P 500(CME) |
Dec11 |
110922 |
1152.20 |
1158.80 |
1107.00 |
1123.50 |
-32.30 |
20,272 |
270,052 |
+8,294 |
Mar12 |
110922 |
1124.50 |
1124.50 |
1100.80 |
1117.30 |
-32.50 |
0 |
3,024 |
+1 |
Jun12 |
110922 |
1105.80 |
1114.90 |
1095.90 |
1112.30 |
-32.60 |
100 |
377 |
+0 |
Sep12 |
110922 |
1106.30 |
1109.10 |
1090.10 |
1106.30 |
-32.80 |
|
|
|
Total Volume and Open Interest |
20,372 |
273,553 |
+8,295 |
S & P 500 E-Mini(Globex) |
Dec11 |
110922 |
1155.25 |
1159.00 |
1106.75 |
1123.50 |
-32.25 |
3,254,771 |
2,936,112 |
+17,152 |
Mar12 |
110922 |
1149.25 |
1152.75 |
1101.00 |
1117.25 |
-32.50 |
1,082 |
2,073 |
+589 |
Total Volume and Open Interest |
3,255,874 |
2,938,301 |
+17,749 |
NASDAQ 100(CME) |
Dec11 |
110922 |
2251.00 |
2251.00 |
2145.00 |
2174.50 |
-71.00 |
883 |
9,267 |
+308 |
Mar12 |
110922 |
2170.00 |
2170.00 |
2160.00 |
2170.00 |
-70.80 |
|
|
|
Jun12 |
110922 |
2167.00 |
2172.80 |
2167.00 |
2167.00 |
-70.80 |
|
|
|
Total Volume and Open Interest |
883 |
9,267 |
+308 |
NASDAQ 100 E-Mini(Globex) |
Dec11 |
110922 |
2245.80 |
2249.50 |
2144.50 |
2174.50 |
-71.00 |
353,504 |
315,020 |
+5,367 |
Mar12 |
110922 |
2243.80 |
2243.80 |
2141.80 |
2170.00 |
-70.80 |
65 |
244 |
-25 |
Total Volume and Open Interest |
353,570 |
315,271 |
+5,341 |
S & P Midcap 400(CME) |
Dec11 |
110922 |
781.20 |
783.00 |
775.00 |
781.20 |
-27.00 |
545 |
938 |
+545 |
Mar12 |
110922 |
779.20 |
779.20 |
776.20 |
779.20 |
-27.00 |
|
|
|
Jun12 |
110922 |
777.20 |
777.20 |
774.20 |
777.20 |
-27.00 |
|
|
|
Total Volume and Open Interest |
545 |
938 |
+545 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Dec11 |
110922 |
8530 |
8580 |
8280 |
8385 |
-155 |
8,595 |
25,961 |
-477 |
Mar12 |
110922 |
8500 |
8500 |
8390 |
8390 |
-155 |
0 |
2 |
+0 |
Total Volume and Open Interest |
8,595 |
25,963 |
-477 |
Nikkei 225(SGX) |
Dec11 |
110922 |
8665 |
8690 |
8485 |
8485 |
-195 |
86,361 |
179,640 |
+2,386 |
Mar12 |
110922 |
8485 |
8485 |
8480 |
8480 |
-190 |
250 |
1,090 |
+211 |
Jun12 |
110922 |
8405 |
8405 |
8405 |
8405 |
-190 |
0 |
18 |
+0 |
Total Volume and Open Interest |
86,659 |
193,277 |
+2,587 |
CAC 40(EURONEXT) |
Oct11 |
110922 |
2861.5 |
2884.0 |
2745.0 |
2784.5 |
-161.0 |
117,910 |
267,007 |
-3,158 |
Nov11 |
110922 |
2869.5 |
2874.5 |
2740.5 |
2778.5 |
-161.0 |
249 |
238 |
+13 |
Dec11 |
110922 |
2858.0 |
2868.5 |
2750.0 |
2776.0 |
-160.0 |
88 |
27,983 |
-308 |
Total Volume and Open Interest |
118,247 |
295,231 |
-3,453 |
Hang Seng Index(HKFE) |
Sep11 |
110922 |
18188 |
18263 |
17763 |
17831 |
-895 |
104,826 |
100,534 |
-262 |
Oct11 |
110922 |
18120 |
18257 |
17764 |
17828 |
-899 |
2,519 |
5,824 |
+1,131 |
Total Volume and Open Interest |
107,997 |
112,650 |
+964 |
DAX(EUREX) |
Sep11 |
110916 |
5572.5 |
5636.5 |
5529.0 |
5575.5 |
+76.0 |
270,393 |
71,329 |
-28,630 |
Dec11 |
110922 |
5288.0 |
5312.5 |
5107.5 |
5176.5 |
-267.0 |
174,096 |
172,120 |
+1,308 |
Mar12 |
110922 |
5312.0 |
5319.0 |
5137.0 |
5187.0 |
-267.5 |
227 |
5,135 |
+61 |
Total Volume and Open Interest |
174,327 |
177,379 |
+1,369 |
FT-SE 100(EURONEXT) |
Dec11 |
110922 |
5165.00 |
5170.00 |
4962.00 |
5015.00 |
-231.00 |
124,235 |
623,187 |
-6,583 |
Mar12 |
110922 |
5064.00 |
5064.00 |
4962.00 |
4979.50 |
-231.50 |
3 |
790 |
+3 |
Jun12 |
110922 |
4946.00 |
4946.00 |
4940.50 |
4940.50 |
-232.50 |
10 |
463 |
-10 |
Total Volume and Open Interest |
124,248 |
624,440 |
-6,590 |
SPI 200(SFE) |
Sep11 |
110916 |
4098.0 |
4098.0 |
4098.0 |
4098.0 |
-1.0 |
0 |
32,346 |
-52,047 |
Dec11 |
110922 |
4077.0 |
4092.0 |
3958.0 |
3966.0 |
-119.0 |
51,604 |
202,718 |
+158 |
Mar12 |
110922 |
4058.0 |
4058.0 |
3940.0 |
3942.0 |
-120.0 |
61 |
2,138 |
-60 |
Total Volume and Open Interest |
51,753 |
207,531 |
+151 |
GSCI(CME) |
Oct11 |
110922 |
610.75 |
614.50 |
604.75 |
606.00 |
-29.00 |
109 |
8,292 |
+21 |
Nov11 |
110922 |
607.00 |
607.00 |
605.75 |
607.00 |
-29.00 |
2 |
0 |
+0 |
Dec11 |
110922 |
610.00 |
610.00 |
608.75 |
610.00 |
-29.00 |
|
|
|
Total Volume and Open Interest |
111 |
8,292 |
+21 |
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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