|
MRCI's End of Day Prices |
Daily Futures Price Listing Mon September 26, 2011 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Nov11 |
110926 |
1265.25 |
1267.25 |
1226.00 |
1259.75 |
+1.75 |
146,461 |
297,295 |
-4,969 |
Jan12 |
110926 |
1276.75 |
1278.00 |
1237.50 |
1271.25 |
+2.25 |
29,765 |
86,319 |
+909 |
Mar12 |
110926 |
1282.25 |
1284.50 |
1245.50 |
1278.00 |
+1.50 |
19,766 |
52,939 |
+363 |
May12 |
110926 |
1291.00 |
1291.00 |
1249.25 |
1282.75 |
+0.50 |
15,170 |
59,826 |
-991 |
Jul12 |
110926 |
1296.50 |
1296.50 |
1259.25 |
1290.25 |
+0.25 |
8,129 |
38,843 |
+42 |
Aug12 |
110926 |
1280.75 |
1280.75 |
1280.75 |
1280.75 |
unch |
65 |
476 |
-11 |
Sep12 |
110926 |
1268.50 |
1271.50 |
1261.75 |
1264.25 |
unch |
125 |
338 |
-40 |
Nov12 |
110926 |
1259.50 |
1259.75 |
1228.25 |
1251.25 |
-2.00 |
4,996 |
32,199 |
+217 |
Jan13 |
110926 |
1245.75 |
1262.75 |
1245.25 |
1258.25 |
-2.00 |
82 |
10,207 |
+42 |
Mar13 |
110926 |
1264.00 |
1265.75 |
1260.75 |
1261.25 |
-2.00 |
19 |
144 |
+10 |
May13 |
110926 |
1264.25 |
1266.25 |
1264.25 |
1264.25 |
-2.00 |
12 |
47 |
+4 |
Jul13 |
110926 |
1255.50 |
1272.25 |
1255.50 |
1271.00 |
-1.25 |
48 |
207 |
-1 |
Aug13 |
110926 |
1261.25 |
1263.25 |
1261.25 |
1261.25 |
-2.00 |
|
|
|
Sep13 |
110926 |
1245.25 |
1247.25 |
1245.25 |
1245.25 |
-2.00 |
|
|
|
Total Volume and Open Interest |
224,748 |
580,182 |
-4,387 |
Soybean Meal(CBOT) |
Oct11 |
110926 |
329.10 |
329.60 |
320.50 |
326.20 |
+0.20 |
25,481 |
19,615 |
+146 |
Dec11 |
110926 |
332.30 |
333.50 |
324.00 |
330.20 |
+0.10 |
76,529 |
102,136 |
+1,180 |
Jan12 |
110926 |
334.60 |
335.70 |
326.10 |
332.50 |
+0.40 |
6,747 |
13,846 |
+326 |
Mar12 |
110926 |
337.40 |
339.10 |
330.00 |
335.80 |
+0.60 |
6,772 |
11,735 |
+719 |
May12 |
110926 |
339.00 |
341.00 |
331.00 |
337.20 |
+0.20 |
4,112 |
13,202 |
-63 |
Jul12 |
110926 |
341.00 |
342.90 |
333.60 |
339.60 |
+0.20 |
4,486 |
10,290 |
+997 |
Aug12 |
110926 |
340.90 |
342.50 |
334.00 |
338.90 |
+0.60 |
752 |
1,269 |
+206 |
Sep12 |
110926 |
340.00 |
341.00 |
334.80 |
336.20 |
+1.40 |
743 |
1,509 |
+221 |
Oct12 |
110926 |
331.90 |
334.50 |
330.00 |
330.20 |
+0.10 |
367 |
1,307 |
+204 |
Dec12 |
110926 |
332.00 |
335.00 |
328.40 |
330.70 |
-0.40 |
1,894 |
4,438 |
+477 |
Total Volume and Open Interest |
127,946 |
179,915 |
+4,462 |
Soybean Oil(CBOT) |
Oct11 |
110926 |
52.61 |
52.70 |
50.85 |
52.22 |
-0.18 |
32,655 |
22,027 |
-1,872 |
Dec11 |
110926 |
52.79 |
52.91 |
51.00 |
52.40 |
-0.24 |
102,161 |
146,702 |
+4,967 |
Jan12 |
110926 |
53.15 |
53.15 |
51.27 |
52.67 |
-0.23 |
11,943 |
30,788 |
+656 |
Mar12 |
110926 |
53.44 |
53.44 |
51.80 |
52.97 |
-0.24 |
11,916 |
33,198 |
+2,111 |
May12 |
110926 |
53.53 |
53.57 |
51.81 |
53.11 |
-0.22 |
6,567 |
20,684 |
-275 |
Jul12 |
110926 |
53.71 |
53.73 |
52.05 |
53.26 |
-0.23 |
7,535 |
15,082 |
+1,183 |
Aug12 |
110926 |
53.42 |
53.56 |
52.52 |
53.21 |
-0.25 |
421 |
2,489 |
-28 |
Sep12 |
110926 |
52.89 |
53.42 |
52.89 |
53.09 |
-0.29 |
578 |
2,072 |
+160 |
Oct12 |
110926 |
52.55 |
52.88 |
52.16 |
52.84 |
-0.40 |
467 |
2,109 |
+171 |
Dec12 |
110926 |
53.39 |
53.39 |
51.83 |
52.75 |
-0.49 |
3,231 |
7,048 |
+260 |
Total Volume and Open Interest |
177,474 |
282,200 |
+7,333 |
Canola(WCE) |
Nov11 |
110926 |
530.9 |
538.3 |
525.1 |
531.2 |
+0.7 |
18,253 |
77,991 |
+108 |
Jan12 |
110926 |
543.7 |
548.0 |
535.0 |
541.5 |
+1.2 |
5,525 |
59,658 |
-323 |
Mar12 |
110926 |
553.7 |
557.0 |
544.5 |
550.7 |
+1.4 |
2,927 |
23,555 |
+133 |
May12 |
110926 |
554.4 |
561.2 |
551.0 |
556.1 |
+1.4 |
330 |
13,317 |
-276 |
Jul12 |
110926 |
561.1 |
564.8 |
552.3 |
560.3 |
+1.3 |
55 |
5,237 |
+1 |
Total Volume and Open Interest |
27,142 |
189,429 |
-333 |
Corn(CBOT) |
Dec11 |
110926 |
645.75 |
653.25 |
630.00 |
648.00 |
+9.50 |
197,949 |
633,744 |
-6,435 |
Mar12 |
110926 |
659.00 |
666.50 |
643.50 |
661.25 |
+9.25 |
35,066 |
236,424 |
+2,585 |
May12 |
110926 |
666.00 |
673.50 |
651.00 |
668.75 |
+9.25 |
12,608 |
65,188 |
+1,177 |
Jul12 |
110926 |
670.00 |
678.00 |
655.00 |
672.75 |
+9.25 |
10,103 |
95,326 |
+1,633 |
Sep12 |
110926 |
611.50 |
624.50 |
607.00 |
617.50 |
+9.00 |
1,674 |
22,115 |
+317 |
Dec12 |
110926 |
581.75 |
595.00 |
579.50 |
589.50 |
+11.00 |
10,242 |
106,211 |
+298 |
Mar13 |
110926 |
591.00 |
604.50 |
591.00 |
599.50 |
+10.50 |
143 |
28,703 |
-10 |
May13 |
110926 |
606.00 |
606.00 |
595.50 |
606.00 |
+10.50 |
114 |
870 |
+56 |
Jul13 |
110926 |
615.25 |
615.25 |
600.50 |
611.00 |
+10.50 |
235 |
1,185 |
+38 |
Sep13 |
110926 |
579.00 |
579.00 |
573.00 |
579.00 |
+6.00 |
65 |
221 |
+28 |
Total Volume and Open Interest |
268,697 |
1,202,493 |
-185 |
Wheat(CBOT) |
Dec11 |
110926 |
645.00 |
655.75 |
624.25 |
648.25 |
+7.50 |
61,395 |
225,458 |
-809 |
Mar12 |
110926 |
679.75 |
689.50 |
658.50 |
683.25 |
+8.00 |
8,645 |
81,079 |
+1,206 |
May12 |
110926 |
698.00 |
704.75 |
678.25 |
699.50 |
+6.75 |
2,511 |
25,328 |
+248 |
Jul12 |
110926 |
703.75 |
710.25 |
683.00 |
704.25 |
+6.25 |
2,780 |
55,973 |
-162 |
Sep12 |
110926 |
718.25 |
723.50 |
698.25 |
718.75 |
+6.50 |
224 |
3,161 |
-4 |
Dec12 |
110926 |
728.50 |
742.50 |
718.00 |
737.75 |
+6.75 |
1,082 |
27,051 |
-291 |
Total Volume and Open Interest |
76,796 |
421,461 |
+152 |
Wheat(KCBT) |
Dec11 |
110926 |
740.00 |
748.25 |
722.25 |
744.00 |
+12.75 |
12,850 |
86,845 |
-1,520 |
Mar12 |
110926 |
752.25 |
763.00 |
737.00 |
758.75 |
+12.50 |
3,664 |
35,654 |
+540 |
May12 |
110926 |
760.25 |
768.50 |
743.75 |
765.25 |
+11.00 |
1,030 |
5,362 |
+256 |
Jul12 |
110926 |
760.25 |
768.75 |
745.00 |
765.00 |
+10.75 |
2,425 |
27,146 |
+704 |
Sep12 |
110926 |
773.00 |
778.75 |
755.50 |
775.50 |
+9.25 |
156 |
1,683 |
-24 |
Dec12 |
110926 |
783.75 |
792.50 |
783.00 |
791.00 |
+7.75 |
88 |
1,752 |
+29 |
Total Volume and Open Interest |
20,215 |
158,727 |
-15 |
Wheat(MGE) |
Dec11 |
110926 |
855.00 |
890.00 |
841.25 |
870.00 |
+19.00 |
3,683 |
19,594 |
+453 |
Mar12 |
110926 |
838.00 |
868.50 |
824.50 |
850.25 |
+15.50 |
2,119 |
11,840 |
+821 |
May12 |
110926 |
835.75 |
859.00 |
819.00 |
845.50 |
+16.25 |
809 |
4,235 |
+191 |
Jul12 |
110926 |
828.50 |
859.25 |
817.00 |
840.75 |
+13.50 |
695 |
5,206 |
+180 |
Sep12 |
110926 |
815.50 |
819.25 |
796.25 |
813.50 |
+4.75 |
383 |
1,981 |
+89 |
Total Volume and Open Interest |
8,123 |
44,826 |
+1,746 |
Oats(CBOT) |
Dec11 |
110926 |
331.50 |
337.25 |
323.50 |
330.00 |
-1.50 |
1,377 |
12,916 |
+262 |
Mar12 |
110926 |
343.00 |
348.00 |
335.25 |
341.00 |
-1.50 |
241 |
1,671 |
+128 |
May12 |
110926 |
348.50 |
350.00 |
348.50 |
348.50 |
-1.50 |
12 |
131 |
+11 |
Jul12 |
110926 |
354.50 |
356.00 |
354.50 |
354.50 |
-1.50 |
1 |
5 |
+1 |
Total Volume and Open Interest |
1,631 |
14,761 |
+402 |
Rough Rice(CBOT) |
Nov11 |
110926 |
16.53 |
16.53 |
16.03 |
16.12 |
-0.36 |
1,584 |
12,730 |
-481 |
Jan12 |
110926 |
16.80 |
16.81 |
16.34 |
16.43 |
-0.36 |
484 |
2,704 |
+212 |
Mar12 |
110926 |
17.04 |
17.05 |
16.65 |
16.72 |
-0.35 |
104 |
1,279 |
-2 |
May12 |
110926 |
17.35 |
17.35 |
16.96 |
17.00 |
-0.34 |
1 |
125 |
+0 |
Total Volume and Open Interest |
2,226 |
16,988 |
-244 |
Live Cattle(CME) |
Oct11 |
110926 |
118.050 |
119.830 |
118.050 |
119.730 |
+2.900 |
12,870 |
44,778 |
-1,145 |
Dec11 |
110926 |
118.100 |
119.730 |
118.100 |
119.730 |
+3.000 |
23,741 |
144,430 |
-2,146 |
Feb12 |
110926 |
120.600 |
122.600 |
120.600 |
122.600 |
+3.000 |
7,790 |
64,946 |
+956 |
Apr12 |
110926 |
124.400 |
125.900 |
124.150 |
125.680 |
+2.600 |
4,167 |
45,574 |
+454 |
Jun12 |
110926 |
121.750 |
123.785 |
121.750 |
123.750 |
+2.800 |
2,344 |
19,262 |
-29 |
Aug12 |
110926 |
122.300 |
124.550 |
122.300 |
124.535 |
+2.485 |
892 |
3,298 |
+376 |
Total Volume and Open Interest |
51,992 |
324,067 |
-1,457 |
Feeder Cattle(CME) |
Sep11 |
110926 |
132.500 |
133.150 |
132.435 |
132.900 |
+0.800 |
469 |
2,482 |
-227 |
Oct11 |
110926 |
136.400 |
137.825 |
136.400 |
137.825 |
+3.000 |
1,967 |
9,621 |
-379 |
Nov11 |
110926 |
138.000 |
139.575 |
138.000 |
139.575 |
+3.000 |
3,018 |
13,580 |
+116 |
Jan12 |
110926 |
140.235 |
141.700 |
140.235 |
141.700 |
+3.000 |
837 |
5,579 |
+84 |
Mar12 |
110926 |
141.050 |
143.250 |
141.050 |
143.250 |
+3.000 |
256 |
2,226 |
+31 |
Apr12 |
110926 |
142.500 |
144.450 |
142.500 |
144.450 |
+3.000 |
49 |
617 |
-17 |
May12 |
110926 |
142.130 |
144.800 |
142.130 |
144.800 |
+3.000 |
96 |
499 |
+12 |
Total Volume and Open Interest |
6,780 |
34,973 |
-338 |
Lean Hogs(CME) |
Oct11 |
110926 |
88.980 |
88.980 |
88.050 |
88.500 |
-0.300 |
10,717 |
29,632 |
-2,044 |
Dec11 |
110926 |
83.730 |
84.150 |
82.950 |
83.000 |
-0.730 |
16,616 |
106,574 |
+1,104 |
Feb12 |
110926 |
87.930 |
88.800 |
87.535 |
87.650 |
-0.280 |
7,274 |
51,260 |
+2,082 |
Apr12 |
110926 |
90.650 |
91.550 |
90.650 |
90.930 |
+0.480 |
4,314 |
32,232 |
+788 |
May12 |
110926 |
95.000 |
95.800 |
95.000 |
95.500 |
+0.500 |
90 |
1,226 |
+40 |
Jun12 |
110926 |
97.930 |
98.700 |
97.750 |
97.980 |
+0.095 |
1,857 |
15,324 |
+439 |
Jul12 |
110926 |
97.000 |
97.580 |
96.700 |
97.150 |
+0.250 |
321 |
4,870 |
+163 |
Aug12 |
110926 |
95.500 |
95.900 |
95.200 |
95.500 |
+0.050 |
545 |
3,471 |
+275 |
Total Volume and Open Interest |
42,256 |
247,012 |
+3,119 |
Class III Milk(CME) |
Sep11 |
110926 |
18.98 |
19.01 |
18.98 |
19.01 |
+0.01 |
131 |
6,204 |
+16 |
Oct11 |
110926 |
18.04 |
18.10 |
17.54 |
17.65 |
-0.34 |
243 |
5,577 |
+14 |
Nov11 |
110926 |
17.83 |
17.83 |
17.24 |
17.36 |
-0.41 |
123 |
4,970 |
-2 |
Dec11 |
110926 |
17.37 |
17.37 |
16.92 |
17.07 |
-0.35 |
55 |
4,492 |
+5 |
Jan12 |
110926 |
17.02 |
17.02 |
16.75 |
16.80 |
-0.17 |
62 |
2,017 |
+17 |
Total Volume and Open Interest |
910 |
34,337 |
+161 |
Cocoa(ICE) |
Dec11 |
110926 |
2626 |
2696 |
2610 |
2678 |
+44 |
12,514 |
72,848 |
-821 |
Mar12 |
110926 |
2679 |
2731 |
2654 |
2713 |
+35 |
3,368 |
57,375 |
+100 |
May12 |
110926 |
2680 |
2745 |
2670 |
2728 |
+37 |
880 |
18,446 |
-238 |
Jul12 |
110926 |
2705 |
2751 |
2687 |
2742 |
+34 |
614 |
8,848 |
+361 |
Sep12 |
110926 |
2715 |
2766 |
2705 |
2760 |
+35 |
191 |
10,297 |
+101 |
Dec12 |
110926 |
2730 |
2775 |
2730 |
2775 |
+34 |
166 |
8,963 |
+110 |
Mar13 |
110926 |
2789 |
2789 |
2789 |
2789 |
+33 |
48 |
2,595 |
-1 |
Total Volume and Open Interest |
17,830 |
181,389 |
-349 |
Coffee "C"(ICE) |
Dec11 |
110926 |
233.00 |
240.50 |
232.00 |
235.95 |
+4.50 |
19,201 |
68,919 |
-80 |
Mar12 |
110926 |
237.30 |
243.25 |
235.65 |
239.10 |
+4.50 |
3,193 |
25,487 |
+180 |
May12 |
110926 |
238.25 |
244.45 |
237.25 |
240.30 |
+4.50 |
791 |
10,859 |
+1 |
Jul12 |
110926 |
238.00 |
244.00 |
236.95 |
240.30 |
+5.15 |
264 |
3,322 |
-30 |
Sep12 |
110926 |
235.95 |
242.50 |
234.90 |
239.10 |
+5.85 |
142 |
3,072 |
+82 |
Dec12 |
110926 |
233.65 |
238.60 |
232.30 |
236.90 |
+5.95 |
51 |
2,245 |
-17 |
Total Volume and Open Interest |
23,657 |
114,429 |
+139 |
Orange Juice(ICE) |
Nov11 |
110926 |
155.20 |
159.25 |
148.50 |
150.40 |
-4.85 |
1,613 |
17,204 |
-761 |
Jan12 |
110926 |
153.50 |
156.50 |
146.50 |
148.55 |
-4.85 |
464 |
3,518 |
+146 |
Mar12 |
110926 |
154.85 |
154.95 |
147.50 |
149.30 |
-4.85 |
134 |
1,938 |
+48 |
May12 |
110926 |
154.50 |
154.50 |
147.50 |
149.30 |
-4.70 |
73 |
651 |
+65 |
Jul12 |
110926 |
154.00 |
154.50 |
147.50 |
149.55 |
-4.80 |
39 |
180 |
+22 |
Sep12 |
110926 |
155.00 |
155.00 |
150.00 |
150.00 |
-5.55 |
2 |
2 |
+1 |
Total Volume and Open Interest |
2,326 |
23,504 |
-478 |
Sugar #11(ICE) |
Oct11 |
110926 |
24.95 |
25.73 |
24.84 |
25.09 |
+0.25 |
21,416 |
41,771 |
-4,209 |
Mar12 |
110926 |
24.13 |
24.86 |
24.04 |
24.28 |
+0.15 |
55,936 |
254,350 |
-5,497 |
May12 |
110926 |
23.60 |
24.14 |
23.39 |
23.60 |
+0.12 |
9,952 |
65,083 |
-2,613 |
Jul12 |
110926 |
22.87 |
23.38 |
22.80 |
23.02 |
+0.21 |
6,571 |
63,968 |
-744 |
Oct12 |
110926 |
22.55 |
22.99 |
22.52 |
22.73 |
+0.27 |
3,982 |
34,992 |
+32 |
Total Volume and Open Interest |
102,348 |
510,715 |
-12,582 |
London Cocoa(LCE) |
Dec11 |
110926 |
1725 |
1757 |
1721 |
1747 |
+13 |
7,873 |
85,124 |
-792 |
Mar12 |
110926 |
1761 |
1788 |
1755 |
1778 |
+12 |
5,273 |
46,524 |
+1,392 |
May12 |
110926 |
1778 |
1805 |
1772 |
1795 |
+11 |
1,106 |
14,938 |
+114 |
Jul12 |
110926 |
1795 |
1820 |
1790 |
1811 |
+11 |
1,434 |
15,261 |
+314 |
Sep12 |
110926 |
1811 |
1835 |
1804 |
1826 |
+11 |
475 |
11,912 |
-99 |
Dec12 |
110926 |
1829 |
1848 |
1823 |
1844 |
+11 |
177 |
10,259 |
+156 |
Mar13 |
110926 |
1840 |
1859 |
1840 |
1859 |
+11 |
10 |
2,061 |
+10 |
Total Volume and Open Interest |
16,348 |
186,079 |
+1,095 |
London Sugar(LCE) |
Dec11 |
110926 |
628.10 |
639.00 |
626.40 |
634.00 |
+2.50 |
4,674 |
18,965 |
-125 |
Mar12 |
110926 |
619.50 |
630.30 |
619.10 |
624.40 |
+3.50 |
3,182 |
11,237 |
-357 |
May12 |
110926 |
617.00 |
627.60 |
614.00 |
622.30 |
+4.70 |
377 |
4,717 |
+85 |
Aug12 |
110926 |
612.60 |
621.80 |
610.60 |
618.70 |
+5.50 |
209 |
2,739 |
+50 |
Oct12 |
110926 |
614.00 |
614.30 |
605.60 |
612.00 |
+6.40 |
231 |
1,775 |
+46 |
Total Volume and Open Interest |
8,816 |
40,019 |
-180 |
Cotton(ICE) |
Oct11 |
110926 |
100.07 |
100.07 |
98.43 |
98.43 |
-1.56 |
67 |
233 |
+20 |
Dec11 |
110926 |
100.65 |
102.30 |
99.52 |
99.64 |
-1.60 |
11,142 |
83,809 |
-2,039 |
Mar12 |
110926 |
98.00 |
99.07 |
95.99 |
96.39 |
-1.63 |
2,178 |
41,300 |
+195 |
May12 |
110926 |
95.74 |
97.69 |
95.12 |
95.16 |
-1.68 |
291 |
6,275 |
+46 |
Jul12 |
110926 |
96.57 |
97.19 |
94.77 |
94.77 |
-1.56 |
176 |
11,130 |
+69 |
Oct12 |
110926 |
94.99 |
94.99 |
94.99 |
94.99 |
-1.16 |
0 |
3 |
+0 |
Total Volume and Open Interest |
13,898 |
146,985 |
-1,726 |
Lumber(CME) |
Nov11 |
110926 |
233.6 |
236.5 |
233.0 |
233.0 |
-0.4 |
926 |
5,783 |
+3 |
Jan12 |
110926 |
255.6 |
258.5 |
254.5 |
254.5 |
-2.6 |
427 |
2,410 |
-100 |
Mar12 |
110926 |
271.8 |
272.0 |
271.0 |
271.8 |
-1.9 |
111 |
671 |
+28 |
May12 |
110926 |
279.1 |
281.0 |
278.0 |
279.1 |
-1.3 |
5 |
137 |
+4 |
Total Volume and Open Interest |
1,470 |
9,023 |
-65 |
Crude Oil(NYM) |
Nov11 |
110926 |
79.64 |
81.56 |
77.11 |
80.24 |
+0.39 |
427,569 |
306,766 |
-14,308 |
Dec11 |
110926 |
79.80 |
81.79 |
77.38 |
80.48 |
+0.36 |
143,716 |
202,047 |
-1,719 |
Jan12 |
110926 |
80.55 |
81.84 |
77.70 |
80.73 |
+0.33 |
44,614 |
108,090 |
+1,576 |
Feb12 |
110926 |
81.37 |
82.20 |
77.95 |
80.98 |
+0.29 |
25,031 |
34,106 |
+1,239 |
Mar12 |
110926 |
81.00 |
82.36 |
78.54 |
81.23 |
+0.23 |
21,980 |
44,663 |
+1,072 |
Apr12 |
110926 |
80.82 |
82.56 |
78.72 |
81.50 |
+0.19 |
9,495 |
26,001 |
-214 |
May12 |
110926 |
80.13 |
82.21 |
79.11 |
81.78 |
+0.13 |
8,508 |
24,626 |
-422 |
Jun12 |
110926 |
82.00 |
83.07 |
79.45 |
82.07 |
+0.07 |
25,401 |
76,727 |
+540 |
Jul12 |
110926 |
82.51 |
82.51 |
79.80 |
82.34 |
+0.03 |
2,602 |
34,987 |
-217 |
Aug12 |
110926 |
80.88 |
82.57 |
80.88 |
82.57 |
-0.01 |
2,362 |
16,295 |
-24 |
Sep12 |
110926 |
82.46 |
83.23 |
80.99 |
82.79 |
-0.04 |
3,501 |
18,648 |
+474 |
Oct12 |
110926 |
83.03 |
83.03 |
83.03 |
83.03 |
-0.07 |
2,788 |
18,448 |
+314 |
Nov12 |
110926 |
82.89 |
83.29 |
82.89 |
83.29 |
-0.11 |
3,301 |
19,706 |
+411 |
Dec12 |
110926 |
83.93 |
84.58 |
81.20 |
83.58 |
-0.14 |
41,757 |
152,433 |
+511 |
Jan13 |
110926 |
83.41 |
83.77 |
83.41 |
83.77 |
-0.15 |
1,269 |
20,496 |
+261 |
Feb13 |
110926 |
83.93 |
83.93 |
83.93 |
83.93 |
-0.15 |
487 |
9,177 |
+205 |
Total Volume and Open Interest |
797,647 |
1,368,782 |
-12,765 |
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 |
110926 |
79.700 |
81.525 |
77.150 |
80.250 |
+0.400 |
15,833 |
2,088 |
-6 |
Dec11 |
110926 |
80.250 |
81.525 |
77.450 |
80.475 |
+0.350 |
587 |
627 |
-19 |
Jan12 |
110926 |
80.425 |
81.750 |
78.900 |
80.725 |
+0.325 |
34 |
288 |
-1 |
Feb12 |
110926 |
81.700 |
81.700 |
80.975 |
80.975 |
+0.275 |
7 |
20 |
-4 |
Mar12 |
110926 |
80.600 |
81.225 |
79.950 |
81.225 |
+0.225 |
3 |
18 |
-1 |
Apr12 |
110926 |
82.300 |
82.300 |
81.500 |
81.500 |
+0.200 |
1 |
7 |
+0 |
May12 |
110926 |
81.775 |
81.775 |
81.775 |
81.775 |
+0.125 |
1 |
6 |
-1 |
Jun12 |
110926 |
83.000 |
83.000 |
82.075 |
82.075 |
+0.075 |
0 |
13 |
+0 |
Total Volume and Open Interest |
16,466 |
3,309 |
-32 |
Heating Oil(NYM) |
Oct11 |
110926 |
279.77 |
283.74 |
275.28 |
279.15 |
-0.43 |
35,821 |
37,693 |
-5,705 |
Nov11 |
110926 |
280.60 |
284.65 |
276.24 |
280.30 |
-0.29 |
65,957 |
82,258 |
-248 |
Dec11 |
110926 |
281.53 |
285.09 |
276.86 |
281.02 |
-0.22 |
24,604 |
58,073 |
+1,135 |
Jan12 |
110926 |
281.66 |
285.48 |
279.14 |
281.69 |
-0.14 |
13,440 |
35,355 |
-247 |
Feb12 |
110926 |
280.00 |
284.57 |
277.68 |
281.05 |
-0.14 |
7,822 |
17,551 |
+1,746 |
Mar12 |
110926 |
278.27 |
282.48 |
277.26 |
279.57 |
-0.16 |
8,379 |
18,030 |
+2,806 |
Apr12 |
110926 |
279.06 |
279.31 |
276.00 |
276.84 |
-0.11 |
3,164 |
8,515 |
+483 |
May12 |
110926 |
275.18 |
277.19 |
274.15 |
274.41 |
+0.04 |
2,048 |
6,012 |
+135 |
Jun12 |
110926 |
270.00 |
276.11 |
269.93 |
273.07 |
+0.15 |
5,100 |
32,924 |
-808 |
Jul12 |
110926 |
270.00 |
276.30 |
270.00 |
273.36 |
+0.26 |
825 |
3,404 |
+369 |
Aug12 |
110926 |
273.49 |
276.30 |
273.49 |
273.88 |
+0.38 |
340 |
3,767 |
+149 |
Sep12 |
110926 |
274.00 |
277.31 |
274.00 |
274.53 |
+0.46 |
563 |
3,141 |
+71 |
Total Volume and Open Interest |
170,843 |
327,668 |
-438 |
Gasoline(NYMEX) |
Oct11 |
110926 |
256.10 |
260.00 |
251.50 |
256.94 |
+1.47 |
30,449 |
37,251 |
-4,147 |
Nov11 |
110926 |
252.44 |
255.75 |
247.16 |
252.84 |
+0.40 |
59,377 |
82,677 |
+2,823 |
Dec11 |
110926 |
250.09 |
253.01 |
244.51 |
250.08 |
+0.03 |
27,949 |
52,702 |
-56 |
Jan12 |
110926 |
250.63 |
252.08 |
245.00 |
249.13 |
-0.07 |
11,590 |
27,182 |
-1,265 |
Feb12 |
110926 |
244.62 |
252.38 |
244.62 |
249.53 |
-0.08 |
5,350 |
12,666 |
+896 |
Mar12 |
110926 |
251.94 |
253.14 |
247.77 |
250.38 |
-0.12 |
4,020 |
12,420 |
-146 |
Apr12 |
110926 |
259.85 |
262.65 |
259.85 |
261.19 |
-0.19 |
2,293 |
9,690 |
+518 |
May12 |
110926 |
263.18 |
263.18 |
261.22 |
261.22 |
-0.27 |
1,541 |
5,300 |
+359 |
Jun12 |
110926 |
258.13 |
263.17 |
258.13 |
260.33 |
-0.35 |
2,537 |
14,835 |
+646 |
Jul12 |
110926 |
260.82 |
260.82 |
258.76 |
258.76 |
-0.30 |
637 |
2,108 |
+194 |
Total Volume and Open Interest |
146,760 |
275,798 |
-115 |
e-miNY RBOB Gasoline(NYM) |
Oct11 |
110926 |
256.90 |
256.94 |
256.90 |
256.90 |
+1.40 |
0 |
1 |
+0 |
Nov11 |
110926 |
252.80 |
252.84 |
252.80 |
252.80 |
+0.40 |
|
|
|
Dec11 |
110926 |
250.10 |
250.10 |
250.08 |
250.10 |
unch |
1 |
0 |
-1 |
Jan12 |
110926 |
249.10 |
249.13 |
249.10 |
249.10 |
-0.10 |
0 |
1 |
+0 |
Total Volume and Open Interest |
1 |
3 |
-1 |
Natural Gas(NYM) |
Oct11 |
110926 |
3.701 |
3.803 |
3.680 |
3.782 |
+0.081 |
74,035 |
33,500 |
-16,303 |
Nov11 |
110926 |
3.765 |
3.862 |
3.742 |
3.845 |
+0.079 |
71,724 |
244,621 |
+3,494 |
Dec11 |
110926 |
4.018 |
4.107 |
3.995 |
4.097 |
+0.076 |
33,567 |
75,268 |
-1,028 |
Jan12 |
110926 |
4.157 |
4.250 |
4.137 |
4.239 |
+0.080 |
27,792 |
165,132 |
+1,322 |
Feb12 |
110926 |
4.168 |
4.262 |
4.161 |
4.257 |
+0.081 |
6,009 |
40,276 |
+59 |
Mar12 |
110926 |
4.148 |
4.237 |
4.128 |
4.226 |
+0.079 |
9,111 |
51,684 |
+1,120 |
Apr12 |
110926 |
4.134 |
4.221 |
4.124 |
4.215 |
+0.076 |
10,334 |
81,170 |
-8 |
May12 |
110926 |
4.210 |
4.252 |
4.161 |
4.249 |
+0.076 |
1,975 |
21,272 |
+196 |
Jun12 |
110926 |
4.200 |
4.295 |
4.196 |
4.290 |
+0.075 |
1,421 |
14,181 |
+106 |
Jul12 |
110926 |
4.250 |
4.336 |
4.250 |
4.333 |
+0.074 |
1,199 |
11,494 |
+146 |
Aug12 |
110926 |
4.317 |
4.359 |
4.317 |
4.357 |
+0.073 |
991 |
10,445 |
-355 |
Sep12 |
110926 |
4.320 |
4.359 |
4.305 |
4.359 |
+0.071 |
426 |
8,861 |
-161 |
Oct12 |
110926 |
4.359 |
4.405 |
4.345 |
4.394 |
+0.073 |
3,538 |
45,613 |
-195 |
Nov12 |
110926 |
4.517 |
4.551 |
4.514 |
4.548 |
+0.068 |
686 |
8,947 |
+73 |
Dec12 |
110926 |
4.770 |
4.812 |
4.770 |
4.812 |
+0.064 |
435 |
12,550 |
+187 |
Jan13 |
110926 |
4.905 |
4.952 |
4.905 |
4.952 |
+0.064 |
967 |
22,363 |
+68 |
Total Volume and Open Interest |
246,647 |
927,056 |
-10,139 |
Brent Crude Oil(ICE) |
Nov11 |
110926 |
104.38 |
105.34 |
101.66 |
103.94 |
-0.03 |
244,205 |
166,523 |
+4,871 |
Dec11 |
110926 |
102.89 |
103.80 |
100.12 |
102.50 |
+0.04 |
174,718 |
200,492 |
+266 |
Jan12 |
110926 |
102.34 |
102.99 |
99.30 |
101.79 |
+0.13 |
52,426 |
55,968 |
+1,643 |
Feb12 |
110926 |
101.86 |
102.44 |
98.97 |
101.36 |
+0.20 |
26,609 |
45,590 |
+2,155 |
Mar12 |
110926 |
101.16 |
102.11 |
98.66 |
101.05 |
+0.23 |
18,879 |
56,955 |
+1,639 |
Apr12 |
110926 |
99.90 |
101.67 |
98.88 |
100.88 |
+0.28 |
9,571 |
21,700 |
+464 |
May12 |
110926 |
99.71 |
101.54 |
98.70 |
100.74 |
+0.32 |
8,385 |
15,148 |
-1,029 |
Jun12 |
110926 |
99.53 |
101.66 |
98.53 |
100.60 |
+0.36 |
26,046 |
54,323 |
-1,365 |
Jul12 |
110926 |
100.86 |
100.87 |
100.40 |
100.48 |
+0.39 |
5,225 |
13,053 |
+779 |
Aug12 |
110926 |
100.34 |
100.34 |
100.34 |
100.34 |
+0.43 |
4,006 |
9,344 |
+976 |
Sep12 |
110926 |
100.15 |
100.15 |
100.15 |
100.15 |
+0.46 |
5,442 |
14,722 |
-406 |
Oct12 |
110926 |
99.97 |
99.97 |
99.97 |
99.97 |
+0.49 |
3,247 |
7,551 |
-927 |
Nov12 |
110926 |
99.78 |
99.78 |
99.78 |
99.78 |
+0.53 |
2,877 |
10,884 |
+266 |
Dec12 |
110926 |
99.46 |
100.50 |
96.86 |
99.56 |
+0.55 |
34,233 |
86,955 |
-2,323 |
Total Volume and Open Interest |
633,618 |
882,992 |
+8,273 |
Gas Oil(ICE) |
Oct11 |
110926 |
891.75 |
899.50 |
873.25 |
890.50 |
-8.50 |
69,529 |
127,108 |
-3,121 |
Nov11 |
110926 |
887.00 |
894.50 |
867.75 |
885.75 |
-8.00 |
83,219 |
115,298 |
+3,737 |
Dec11 |
110926 |
882.00 |
888.75 |
862.00 |
880.50 |
-7.75 |
55,645 |
83,249 |
-2,409 |
Jan12 |
110926 |
876.50 |
881.00 |
857.50 |
876.50 |
-7.50 |
20,273 |
59,710 |
-1,270 |
Feb12 |
110926 |
872.50 |
877.00 |
857.00 |
872.25 |
-7.50 |
12,782 |
32,989 |
+1,577 |
Mar12 |
110926 |
866.75 |
873.50 |
859.75 |
868.75 |
-7.50 |
10,339 |
25,725 |
+780 |
Apr12 |
110926 |
857.25 |
870.50 |
856.50 |
866.00 |
-7.00 |
7,237 |
18,385 |
+1,946 |
May12 |
110926 |
861.00 |
868.00 |
853.25 |
863.50 |
-6.75 |
3,772 |
12,162 |
+68 |
Jun12 |
110926 |
859.50 |
869.25 |
851.50 |
862.25 |
-6.75 |
7,390 |
44,465 |
-401 |
Jul12 |
110926 |
860.00 |
864.75 |
854.00 |
863.25 |
-6.50 |
1,449 |
12,050 |
-206 |
Total Volume and Open Interest |
285,822 |
611,022 |
+1,370 |
Ethanol(CBOT) |
Sep11 |
110906 |
2.835 |
2.850 |
2.835 |
2.840 |
-0.052 |
84 |
85 |
-31 |
Oct11 |
110926 |
2.530 |
2.555 |
2.530 |
2.549 |
+0.029 |
142 |
788 |
-16 |
Nov11 |
110926 |
2.482 |
2.518 |
2.482 |
2.508 |
+0.026 |
140 |
1,040 |
-15 |
Dec11 |
110926 |
2.457 |
2.469 |
2.456 |
2.457 |
+0.022 |
306 |
1,431 |
+51 |
Jan12 |
110926 |
2.405 |
2.410 |
2.398 |
2.404 |
+0.029 |
92 |
859 |
+17 |
Feb12 |
110926 |
2.380 |
2.408 |
2.380 |
2.394 |
+0.027 |
89 |
916 |
+55 |
Mar12 |
110926 |
2.410 |
2.427 |
2.408 |
2.414 |
+0.021 |
38 |
1,066 |
+22 |
Apr12 |
110926 |
2.435 |
2.452 |
2.435 |
2.448 |
+0.029 |
30 |
773 |
+5 |
Total Volume and Open Interest |
1,659 |
9,678 |
-361 |
WTI Crude Oil(ICE) |
Nov11 |
110926 |
80.70 |
81.60 |
77.15 |
80.24 |
+0.39 |
104,854 |
62,217 |
-24 |
Dec11 |
110926 |
80.57 |
81.61 |
77.42 |
80.48 |
+0.36 |
44,002 |
89,022 |
-865 |
Jan12 |
110926 |
80.85 |
81.75 |
77.80 |
80.73 |
+0.33 |
15,897 |
26,042 |
-1,727 |
Feb12 |
110926 |
80.90 |
81.30 |
78.01 |
80.98 |
+0.29 |
9,200 |
11,791 |
+315 |
Mar12 |
110926 |
80.52 |
82.24 |
78.46 |
81.23 |
+0.23 |
7,623 |
17,406 |
+893 |
Apr12 |
110926 |
81.54 |
82.58 |
78.90 |
81.50 |
+0.19 |
3,305 |
6,461 |
-251 |
May12 |
110926 |
81.25 |
82.80 |
79.05 |
81.78 |
+0.13 |
2,422 |
7,722 |
-13 |
Jun12 |
110926 |
81.30 |
83.12 |
79.39 |
82.07 |
+0.07 |
9,406 |
31,468 |
+1,622 |
Jul12 |
110926 |
81.60 |
82.90 |
79.70 |
82.34 |
+0.03 |
950 |
7,710 |
+281 |
Aug12 |
110926 |
82.57 |
82.57 |
82.57 |
82.57 |
-0.01 |
469 |
4,501 |
+27 |
Sep12 |
110926 |
82.79 |
82.79 |
82.79 |
82.79 |
-0.04 |
516 |
8,410 |
-29 |
Oct12 |
110926 |
83.03 |
83.03 |
83.03 |
83.03 |
-0.07 |
398 |
1,613 |
-5 |
Nov12 |
110926 |
83.29 |
83.29 |
83.29 |
83.29 |
-0.11 |
263 |
2,601 |
+50 |
Dec12 |
110926 |
84.24 |
84.46 |
81.17 |
83.58 |
-0.14 |
8,222 |
48,044 |
-82 |
Jan13 |
110926 |
83.77 |
83.77 |
83.77 |
83.77 |
-0.15 |
5 |
2,054 |
+0 |
Feb13 |
110926 |
83.93 |
83.93 |
83.93 |
83.93 |
-0.15 |
0 |
588 |
+0 |
Total Volume and Open Interest |
211,432 |
407,829 |
+388 |
US Dollar Index(ICE) |
Dec11 |
110926 |
78.995 |
79.645 |
78.690 |
79.062 |
-0.165 |
36,326 |
66,764 |
+1,007 |
Mar12 |
110926 |
79.810 |
80.150 |
79.315 |
79.573 |
-0.095 |
1 |
517 |
+0 |
Jun12 |
110926 |
79.893 |
79.893 |
79.893 |
79.893 |
-0.095 |
0 |
2 |
+0 |
Total Volume and Open Interest |
36,327 |
67,283 |
+1,007 |
Australian Dollar(CME) |
Dec11 |
110926 |
96.86 |
97.39 |
95.24 |
96.58 |
+0.23 |
220,173 |
81,971 |
+438 |
Mar12 |
110926 |
95.90 |
96.51 |
94.78 |
95.70 |
+0.23 |
50 |
80 |
+8 |
Jun12 |
110926 |
94.94 |
94.94 |
94.69 |
94.94 |
+0.25 |
0 |
21 |
+0 |
Total Volume and Open Interest |
220,223 |
82,205 |
+446 |
British Pound(CME) |
Dec11 |
110926 |
154.63 |
155.58 |
154.12 |
155.11 |
+0.99 |
128,635 |
148,132 |
-1,708 |
Mar12 |
110926 |
154.33 |
155.31 |
154.01 |
155.00 |
+0.99 |
15 |
84 |
+4 |
Jun12 |
110926 |
154.90 |
154.90 |
153.91 |
154.90 |
+0.99 |
0 |
3 |
+0 |
Total Volume and Open Interest |
128,650 |
148,222 |
-1,704 |
Canadian Dollar(CME) |
Dec11 |
110926 |
97.02 |
97.36 |
96.09 |
96.65 |
-0.04 |
149,525 |
82,389 |
+1,011 |
Mar12 |
110926 |
97.00 |
97.14 |
96.01 |
96.51 |
-0.09 |
261 |
3,668 |
+117 |
Jun12 |
110926 |
96.53 |
97.00 |
96.00 |
96.46 |
-0.10 |
51 |
869 |
+5 |
Sep12 |
110926 |
96.40 |
96.50 |
96.40 |
96.40 |
-0.10 |
34 |
397 |
+7 |
Total Volume and Open Interest |
149,875 |
87,393 |
+1,143 |
Japanese Yen(CME) |
Dec11 |
110926 |
130.71 |
131.43 |
130.41 |
130.90 |
+0.41 |
73,208 |
128,398 |
-4,279 |
Mar12 |
110926 |
130.88 |
131.40 |
130.69 |
131.09 |
+0.40 |
3 |
294 |
-2 |
Jun12 |
110926 |
131.30 |
131.30 |
130.92 |
131.30 |
+0.38 |
1 |
19 |
+1 |
Total Volume and Open Interest |
73,212 |
128,715 |
-4,280 |
Swiss Franc(CME) |
Dec11 |
110926 |
110.84 |
111.28 |
109.58 |
110.61 |
+0.14 |
26,920 |
21,513 |
-334 |
Mar12 |
110926 |
110.87 |
110.93 |
110.82 |
110.93 |
+0.11 |
6 |
539 |
+3 |
Jun12 |
110926 |
110.46 |
111.27 |
110.46 |
111.27 |
+0.11 |
1 |
5 |
-1 |
Total Volume and Open Interest |
26,927 |
22,063 |
-332 |
EuroFX(CME) |
Dec11 |
110926 |
135.01 |
135.45 |
133.57 |
134.59 |
+0.04 |
359,907 |
211,563 |
+778 |
Mar12 |
110926 |
135.37 |
135.37 |
133.85 |
134.61 |
+0.01 |
618 |
1,314 |
+79 |
Jun12 |
110926 |
134.65 |
134.65 |
134.65 |
134.65 |
unch |
0 |
830 |
+0 |
Total Volume and Open Interest |
360,525 |
213,719 |
+857 |
Mexican Peso(CME) |
Oct11 |
110926 |
727.2 |
729.8 |
727.2 |
727.2 |
-2.5 |
|
|
|
Nov11 |
110926 |
725.5 |
727.8 |
725.5 |
725.5 |
-2.2 |
|
|
|
Total Volume and Open Interest |
53,867 |
79,309 |
-2,260 |
Brazilian Real(CME) |
Oct11 |
110926 |
541.10 |
541.10 |
538.10 |
541.10 |
+3.00 |
|
|
|
Nov11 |
110926 |
538.20 |
538.20 |
535.20 |
538.20 |
+3.00 |
0 |
1,500 |
+0 |
Dec11 |
110926 |
534.50 |
538.30 |
532.30 |
535.30 |
+3.00 |
777 |
5,940 |
-175 |
Jan12 |
110926 |
532.40 |
532.40 |
529.40 |
532.40 |
+3.00 |
837 |
13,529 |
-837 |
Total Volume and Open Interest |
2,459 |
36,379 |
-1,849 |
30-Year T-Bonds(CBOT) |
Dec11 |
110926 |
144~120 |
145~100 |
142~260 |
142~280 |
-1~270 |
414,645 |
650,567 |
-10,391 |
Mar12 |
110926 |
143~300 |
144~160 |
142~110 |
142~120 |
-1~290 |
195 |
612 |
+76 |
Jun12 |
110926 |
141~230 |
143~200 |
141~230 |
141~230 |
-1~290 |
|
|
|
Total Volume and Open Interest |
414,840 |
651,179 |
-10,315 |
10-Year T-Notes(CBOT) |
Dec11 |
110926 |
130~200 |
131~035 |
130~090 |
130~110 |
-0~200 |
1,342,588 |
1,550,764 |
-31,771 |
Mar12 |
110926 |
129~185 |
130~100 |
129~170 |
129~195 |
-0~225 |
52 |
119 |
+4 |
Jun12 |
110926 |
128~195 |
129~100 |
128~195 |
128~195 |
-0~225 |
|
|
|
Total Volume and Open Interest |
1,342,640 |
1,550,883 |
-31,767 |
5-Year T-Notes(CBOT) |
Sep11 |
110926 |
123~100 |
123~100 |
123~059 |
123~065 |
-0~034 |
3,198 |
32,625 |
-2,481 |
Dec11 |
110926 |
122~105 |
122~125 |
122~077 |
122~086 |
-0~034 |
634,054 |
1,270,767 |
-7,996 |
Mar12 |
110926 |
122~014 |
122~034 |
122~014 |
122~014 |
-0~020 |
|
|
|
Total Volume and Open Interest |
637,252 |
1,303,392 |
-10,477 |
2 Year T-Notes(CBOT) |
Sep11 |
110926 |
110~029 |
110~029 |
110~024 |
110~025 |
-0~004 |
3,403 |
13,450 |
-581 |
Dec11 |
110926 |
110~023 |
110~026 |
110~020 |
110~020 |
-0~004 |
130,513 |
746,960 |
+246 |
Mar12 |
110926 |
110~015 |
110~019 |
110~015 |
110~015 |
-0~004 |
0 |
159 |
+0 |
Total Volume and Open Interest |
133,916 |
760,569 |
-335 |
Eurodollars(CME) |
Dec11 |
110926 |
99.505 |
99.525 |
99.475 |
99.515 |
+0.015 |
216,670 |
1,083,342 |
-6,219 |
Mar12 |
110926 |
99.475 |
99.500 |
99.455 |
99.490 |
+0.020 |
167,243 |
1,004,178 |
-9,956 |
Jun12 |
110926 |
99.480 |
99.505 |
99.470 |
99.495 |
+0.015 |
133,150 |
1,105,142 |
-6,144 |
Sep12 |
110926 |
99.485 |
99.510 |
99.475 |
99.495 |
+0.010 |
128,057 |
735,767 |
+3,766 |
Dec12 |
110926 |
99.480 |
99.505 |
99.470 |
99.480 |
+0.005 |
141,624 |
755,643 |
-7,403 |
Mar13 |
110926 |
99.465 |
99.500 |
99.455 |
99.460 |
-0.005 |
130,415 |
726,441 |
-5,167 |
Jun13 |
110926 |
99.405 |
99.440 |
99.380 |
99.390 |
-0.020 |
137,825 |
542,948 |
-11,974 |
Sep13 |
110926 |
99.310 |
99.345 |
99.275 |
99.285 |
-0.035 |
129,269 |
498,079 |
+6,506 |
Dec13 |
110926 |
99.165 |
99.200 |
99.115 |
99.130 |
-0.050 |
108,637 |
404,742 |
+2,521 |
Mar14 |
110926 |
99.020 |
99.055 |
98.955 |
98.970 |
-0.065 |
95,837 |
278,501 |
-1,663 |
Jun14 |
110926 |
98.840 |
98.885 |
98.770 |
98.790 |
-0.075 |
107,220 |
265,820 |
-8,769 |
Sep14 |
110926 |
98.650 |
98.710 |
98.580 |
98.600 |
-0.090 |
100,661 |
164,172 |
-378 |
Dec14 |
110926 |
98.465 |
98.535 |
98.390 |
98.410 |
-0.105 |
70,042 |
184,646 |
+4,756 |
Mar15 |
110926 |
98.300 |
98.365 |
98.215 |
98.230 |
-0.115 |
42,940 |
117,260 |
-2,812 |
Jun15 |
110926 |
6.385 |
6.450 |
6.295 |
6.310 |
-0.120 |
44,364 |
103,809 |
-9,946 |
Sep15 |
110926 |
6.215 |
6.285 |
6.130 |
6.145 |
-0.120 |
37,410 |
74,259 |
+3,554 |
Dec15 |
110926 |
6.065 |
6.100 |
5.965 |
5.985 |
-0.115 |
20,109 |
63,834 |
-2,772 |
Mar16 |
110926 |
5.920 |
5.960 |
5.840 |
5.855 |
-0.115 |
12,191 |
53,127 |
+91 |
Total Volume and Open Interest |
1,866,563 |
8,416,916 |
-50,199 |
30 Day Federal Funds(CBOT) |
Sep11 |
110926 |
99.915 |
99.915 |
99.912 |
99.912 |
unch |
1,260 |
50,642 |
-168 |
Oct11 |
110926 |
99.905 |
99.910 |
99.905 |
99.910 |
unch |
3,848 |
62,440 |
-402 |
Nov11 |
110926 |
99.915 |
99.915 |
99.910 |
99.915 |
unch |
3,161 |
62,719 |
+212 |
Dec11 |
110926 |
99.920 |
99.920 |
99.915 |
99.920 |
unch |
3,973 |
63,722 |
-1,213 |
Jan12 |
110926 |
99.910 |
99.915 |
99.910 |
99.915 |
unch |
1,218 |
53,389 |
-440 |
Feb12 |
110926 |
99.905 |
99.910 |
99.905 |
99.910 |
unch |
1,574 |
46,995 |
+389 |
Total Volume and Open Interest |
38,751 |
697,633 |
-4,542 |
30 Day Fed Funds(e-CBOT) |
3-Mth Euro-Yen(CME) |
Dec11 |
110926 |
99.690 |
99.690 |
99.690 |
99.690 |
unch |
0 |
281 |
+0 |
Mar12 |
110926 |
99.695 |
99.695 |
99.695 |
99.695 |
unch |
0 |
300 |
+0 |
Jun12 |
110926 |
99.700 |
99.700 |
99.700 |
99.700 |
unch |
|
|
|
Sep12 |
110926 |
99.698 |
99.698 |
99.698 |
99.698 |
unch |
|
|
|
Dec12 |
110926 |
99.755 |
99.755 |
99.755 |
99.755 |
unch |
|
|
|
Mar13 |
110926 |
99.755 |
99.755 |
99.755 |
99.755 |
unch |
|
|
|
Jun13 |
110926 |
99.710 |
99.710 |
99.710 |
99.710 |
unch |
|
|
|
Sep13 |
110926 |
99.570 |
99.570 |
99.570 |
99.570 |
unch |
|
|
|
Dec13 |
110926 |
99.430 |
99.430 |
99.430 |
99.430 |
unch |
|
|
|
Mar14 |
110926 |
99.290 |
99.290 |
99.290 |
99.290 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
581 |
+0 |
3-Mth Euro-Yen(SGX) |
Dec11 |
110926 |
99.69 |
99.69 |
99.69 |
99.69 |
unch |
0 |
2,382 |
+0 |
Mar12 |
110926 |
99.69 |
99.69 |
99.69 |
99.69 |
unch |
0 |
2,338 |
+0 |
Jun12 |
110926 |
99.70 |
99.70 |
99.70 |
99.70 |
unch |
0 |
1,470 |
+0 |
Sep12 |
110926 |
99.70 |
99.70 |
99.70 |
99.70 |
unch |
0 |
411 |
+0 |
Dec12 |
110926 |
99.75 |
99.75 |
99.75 |
99.75 |
unch |
0 |
51 |
+0 |
Mar13 |
110926 |
99.75 |
99.75 |
99.75 |
99.75 |
unch |
0 |
1 |
+0 |
Jun13 |
110926 |
99.71 |
99.71 |
99.71 |
99.71 |
unch |
|
|
|
Sep13 |
110926 |
99.57 |
99.57 |
99.57 |
99.57 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
6,655 |
+0 |
Japanese Gov't Bonds(SGX) |
Dec11 |
110926 |
142.79 |
142.80 |
142.62 |
142.66 |
-0.11 |
3,592 |
26,731 |
+234 |
Mar12 |
110926 |
141.86 |
141.86 |
141.86 |
141.86 |
-0.16 |
0 |
4 |
+0 |
Jun12 |
110926 |
139.77 |
139.77 |
139.77 |
139.77 |
-0.16 |
|
|
|
Total Volume and Open Interest |
3,592 |
26,735 |
+234 |
Euro-Bund(EUREX) |
Dec11 |
110926 |
137.95 |
138.39 |
136.85 |
137.27 |
-0.85 |
898,129 |
895,383 |
+31,036 |
Mar12 |
110926 |
138.22 |
138.63 |
137.37 |
137.71 |
-0.97 |
90 |
408 |
-2 |
Jun12 |
110926 |
137.57 |
137.57 |
137.57 |
137.57 |
-0.85 |
|
|
|
Total Volume and Open Interest |
898,219 |
895,791 |
+31,034 |
Euro-Bobl(EUREX) |
Dec11 |
110926 |
122.96 |
123.10 |
122.30 |
122.55 |
-0.32 |
480,007 |
687,920 |
+6,448 |
Mar12 |
110926 |
123.00 |
123.00 |
122.94 |
122.94 |
-0.31 |
183 |
3,098 |
+1 |
Jun12 |
110926 |
122.70 |
122.70 |
122.70 |
122.70 |
-0.32 |
|
|
|
Total Volume and Open Interest |
480,190 |
691,018 |
+6,449 |
3-Mth Euribor(EUREX) |
Sep11 |
110919 |
98.465 |
98.465 |
98.465 |
98.465 |
unch |
9 |
1,722 |
-5 |
Dec11 |
110926 |
98.910 |
98.910 |
98.910 |
98.910 |
-0.005 |
2 |
1,935 |
+0 |
Mar12 |
110926 |
99.005 |
99.005 |
99.005 |
99.005 |
unch |
0 |
2,423 |
+0 |
Total Volume and Open Interest |
67 |
9,073 |
+50 |
Long Gilt(LIFFE) |
Sep11 |
110926 |
132~03 |
132~04 |
131~11 |
131~14 |
-0~16 |
2,457 |
15,877 |
-2,457 |
Dec11 |
110926 |
130~31 |
130~31 |
130~00 |
130~05 |
-0~16 |
138,574 |
366,282 |
+15,871 |
Total Volume and Open Interest |
141,031 |
382,159 |
+13,414 |
3-Mth Short Sterling(LIFFE) |
Dec11 |
110926 |
99.03 |
99.04 |
99.02 |
99.04 |
+0.01 |
59,522 |
398,635 |
-21,267 |
Mar12 |
110926 |
99.09 |
99.12 |
99.08 |
99.11 |
+0.02 |
46,254 |
442,898 |
+4,733 |
Jun12 |
110926 |
99.13 |
99.16 |
99.11 |
99.15 |
+0.03 |
36,395 |
230,033 |
+1,303 |
Sep12 |
110926 |
99.13 |
99.17 |
99.12 |
99.16 |
+0.03 |
73,243 |
268,055 |
-6,773 |
Dec12 |
110926 |
99.11 |
99.14 |
99.08 |
99.12 |
+0.02 |
42,018 |
258,647 |
+4,516 |
Mar13 |
110926 |
99.09 |
99.10 |
99.04 |
99.08 |
+0.01 |
60,530 |
177,523 |
-5,840 |
Total Volume and Open Interest |
415,459 |
2,151,818 |
-10,258 |
3-Mth Euribor(LIFFE) |
Dec11 |
110926 |
98.930 |
98.970 |
98.900 |
98.910 |
-0.005 |
229,274 |
794,660 |
+5,838 |
Mar12 |
110926 |
99.010 |
99.060 |
98.985 |
99.005 |
unch |
143,841 |
516,269 |
-2,269 |
Jun12 |
110926 |
99.035 |
99.090 |
98.995 |
99.025 |
-0.015 |
130,565 |
368,276 |
+818 |
Total Volume and Open Interest |
990,895 |
3,304,309 |
+16,690 |
3-Mth Aus T-Bills(SFE) |
Dec11 |
110926 |
95.81 |
95.85 |
95.73 |
95.83 |
unch |
27,506 |
237,607 |
-2,334 |
Mar12 |
110926 |
96.27 |
96.38 |
96.21 |
96.33 |
+0.05 |
17,025 |
187,933 |
-4,385 |
Jun12 |
110926 |
96.31 |
96.43 |
96.25 |
96.38 |
+0.04 |
8,363 |
115,440 |
-2,788 |
Sep12 |
110926 |
96.28 |
96.39 |
96.22 |
96.34 |
+0.03 |
2,488 |
77,073 |
-543 |
Dec12 |
110926 |
96.20 |
96.31 |
96.15 |
96.27 |
+0.02 |
1,155 |
42,719 |
-149 |
Mar13 |
110926 |
96.12 |
96.19 |
96.09 |
96.19 |
+0.03 |
324 |
43,404 |
-221 |
Jun13 |
110926 |
96.05 |
96.09 |
95.97 |
96.09 |
+0.04 |
1,103 |
26,531 |
-82 |
Sep13 |
110926 |
95.95 |
95.99 |
95.85 |
95.98 |
+0.04 |
296 |
9,754 |
+100 |
Dec13 |
110926 |
95.70 |
95.84 |
95.70 |
95.84 |
+0.04 |
2 |
2,305 |
+0 |
Mar14 |
110926 |
95.74 |
95.74 |
95.74 |
95.74 |
+0.04 |
0 |
394 |
-1 |
Total Volume and Open Interest |
58,262 |
743,226 |
-10,403 |
10-Year Aus T-Bonds(SFE) |
Dec11 |
110926 |
95.95 |
96.02 |
95.91 |
95.97 |
unch |
45,748 |
347,358 |
+393 |
Mar12 |
110926 |
95.97 |
95.97 |
95.97 |
95.97 |
unch |
|
|
|
Total Volume and Open Interest |
45,748 |
347,358 |
+393 |
3-Year Aus T-Bonds(SFE) |
Dec11 |
110926 |
96.54 |
96.61 |
96.46 |
96.59 |
+0.03 |
102,506 |
481,453 |
-2,209 |
Mar12 |
110926 |
96.59 |
96.59 |
96.59 |
96.59 |
+0.03 |
|
|
|
Total Volume and Open Interest |
102,506 |
481,453 |
-2,209 |
Gold(CMX) |
Oct11 |
110926 |
1660.0 |
1663.3 |
1532.7 |
1592.7 |
-45.0 |
12,274 |
28,467 |
-1,102 |
Dec11 |
110926 |
1660.0 |
1666.3 |
1535.0 |
1594.8 |
-45.0 |
359,497 |
301,395 |
-6,391 |
Feb12 |
110926 |
1661.0 |
1668.0 |
1543.3 |
1596.5 |
-45.0 |
4,325 |
41,903 |
+1,287 |
Apr12 |
110926 |
1655.0 |
1665.0 |
1553.4 |
1597.8 |
-45.2 |
451 |
10,490 |
+28 |
Jun12 |
110926 |
1657.8 |
1670.0 |
1544.1 |
1599.3 |
-45.3 |
969 |
16,913 |
-463 |
Aug12 |
110926 |
1560.0 |
1632.1 |
1560.0 |
1601.0 |
-45.3 |
194 |
6,776 |
+2 |
Oct12 |
110926 |
1630.0 |
1639.2 |
1591.5 |
1602.7 |
-45.3 |
93 |
4,308 |
+20 |
Dec12 |
110926 |
1650.0 |
1676.0 |
1560.5 |
1604.4 |
-45.4 |
1,021 |
14,987 |
+137 |
Feb13 |
110926 |
1655.0 |
1655.0 |
1606.3 |
1606.3 |
-45.4 |
90 |
3,403 |
-12 |
Apr13 |
110926 |
1653.2 |
1653.2 |
1608.4 |
1608.4 |
-45.5 |
2 |
327 |
+0 |
Jun13 |
110926 |
1643.9 |
1643.9 |
1610.6 |
1610.6 |
-45.6 |
6 |
12,966 |
-1 |
Total Volume and Open Interest |
379,696 |
483,246 |
-6,342 |
Silver(CMX) |
Sep11 |
110926 |
3078.5 |
3078.5 |
2658.5 |
2992.7 |
-12.4 |
293 |
156 |
-57 |
Dec11 |
110926 |
3085.0 |
3097.0 |
2615.0 |
2997.6 |
-12.5 |
120,503 |
69,238 |
-3,017 |
Mar12 |
110926 |
3030.0 |
3087.5 |
2618.5 |
3000.5 |
-12.5 |
4,368 |
10,062 |
+834 |
May12 |
110926 |
3075.5 |
3075.5 |
2878.5 |
3001.6 |
-12.0 |
198 |
2,676 |
+18 |
Jul12 |
110926 |
2989.0 |
3054.0 |
2620.0 |
3002.1 |
-11.7 |
292 |
2,225 |
+125 |
Sep12 |
110926 |
2975.0 |
3032.5 |
2633.0 |
2999.5 |
-11.5 |
91 |
628 |
+31 |
Dec12 |
110926 |
3040.0 |
3081.5 |
2620.0 |
2996.6 |
-11.0 |
807 |
10,289 |
+73 |
Total Volume and Open Interest |
127,619 |
108,858 |
-1,927 |
Platinum(NYMEX) |
Oct11 |
110926 |
1622.9 |
1625.0 |
1475.3 |
1546.9 |
-66.3 |
19,560 |
16,788 |
-3,291 |
Jan12 |
110926 |
1627.0 |
1628.3 |
1478.0 |
1549.0 |
-68.0 |
4,401 |
18,739 |
+1,983 |
Apr12 |
110926 |
1579.1 |
1579.1 |
1500.3 |
1552.5 |
-68.4 |
110 |
1,992 |
+47 |
Jul12 |
110926 |
1524.0 |
1555.0 |
1524.0 |
1555.0 |
-68.4 |
6 |
28 |
+1 |
Total Volume and Open Interest |
24,081 |
37,558 |
-1,260 |
Palladium(NYMEX) |
Sep11 |
110926 |
648.60 |
648.60 |
614.50 |
626.45 |
-14.30 |
8 |
10 |
+1 |
Dec11 |
110926 |
645.00 |
649.75 |
605.00 |
627.40 |
-15.10 |
6,901 |
17,930 |
-1,071 |
Mar12 |
110926 |
636.45 |
636.45 |
626.85 |
628.15 |
-15.00 |
65 |
267 |
+37 |
Total Volume and Open Interest |
6,977 |
18,219 |
-1,032 |
Copper(CMX) |
Sep11 |
110926 |
324.10 |
334.00 |
318.00 |
327.50 |
+0.30 |
183 |
631 |
-103 |
Dec11 |
110926 |
331.80 |
335.65 |
307.15 |
328.30 |
+0.30 |
78,916 |
78,300 |
-3,462 |
Mar12 |
110926 |
333.25 |
337.50 |
309.80 |
330.25 |
+0.25 |
8,509 |
28,250 |
-2,460 |
May12 |
110926 |
332.50 |
333.60 |
319.00 |
331.40 |
+0.25 |
1,278 |
7,662 |
+427 |
Jul12 |
110926 |
332.40 |
332.45 |
330.35 |
332.15 |
+0.25 |
148 |
1,617 |
+37 |
Total Volume and Open Interest |
90,477 |
124,873 |
-5,279 |
DJIA Index(CBOT) |
Dec11 |
110926 |
10640 |
10972 |
10555 |
10972 |
+275 |
2,838 |
13,114 |
+1,837 |
Mar12 |
110926 |
10891 |
10891 |
10616 |
10891 |
+275 |
0 |
21 |
+0 |
Jun12 |
110926 |
10821 |
10821 |
10546 |
10821 |
+275 |
|
|
|
Sep12 |
110926 |
10758 |
10758 |
10483 |
10758 |
+275 |
|
|
|
Total Volume and Open Interest |
2,838 |
13,135 |
+1,837 |
E-mini DJIA Index(CBOT) |
Sep11 |
110916 |
11435 |
11500 |
11400 |
11500 |
+48 |
20,642 |
38,821 |
-3,676 |
Dec11 |
110926 |
10640 |
10980 |
10551 |
10972 |
+275 |
167,285 |
68,975 |
+601 |
Mar12 |
110926 |
10690 |
10891 |
10480 |
10891 |
+275 |
55 |
135 |
+5 |
Jun12 |
110926 |
10821 |
10821 |
10821 |
10821 |
+275 |
|
|
|
Total Volume and Open Interest |
167,340 |
69,120 |
+606 |
S & P 500(CME) |
Dec11 |
110926 |
1121.80 |
1158.80 |
1115.00 |
1158.40 |
+28.60 |
24,245 |
283,740 |
+4,786 |
Mar12 |
110926 |
1117.50 |
1152.30 |
1117.50 |
1152.00 |
+28.70 |
235 |
2,954 |
-70 |
Jun12 |
110926 |
1146.90 |
1147.20 |
1113.20 |
1146.90 |
+28.70 |
205 |
529 |
+152 |
Sep12 |
110926 |
1140.90 |
1141.20 |
1107.20 |
1140.90 |
+28.70 |
|
|
|
Total Volume and Open Interest |
24,685 |
287,323 |
+4,868 |
S & P 500 E-Mini(Globex) |
Dec11 |
110926 |
1122.00 |
1159.00 |
1115.00 |
1158.50 |
+28.75 |
3,365,634 |
3,067,211 |
-14,266 |
Mar12 |
110926 |
1119.25 |
1152.00 |
1108.50 |
1152.00 |
+28.75 |
1,399 |
1,985 |
-23 |
Total Volume and Open Interest |
3,367,075 |
3,069,311 |
-14,295 |
NASDAQ 100(CME) |
Dec11 |
110926 |
2190.50 |
2231.80 |
2164.00 |
2226.00 |
+24.00 |
2,876 |
12,521 |
-424 |
Mar12 |
110926 |
2221.50 |
2222.00 |
2160.00 |
2221.50 |
+24.00 |
|
|
|
Jun12 |
110926 |
2218.50 |
2219.00 |
2217.50 |
2218.50 |
+24.00 |
|
|
|
Total Volume and Open Interest |
2,876 |
12,521 |
-424 |
NASDAQ 100 E-Mini(Globex) |
Dec11 |
110926 |
2190.50 |
2232.50 |
2162.30 |
2226.00 |
+24.00 |
398,446 |
312,185 |
-10,056 |
Mar12 |
110926 |
2207.30 |
2224.50 |
2169.00 |
2221.50 |
+24.00 |
28 |
255 |
+7 |
Total Volume and Open Interest |
398,475 |
312,448 |
-10,048 |
S & P Midcap 400(CME) |
Dec11 |
110926 |
806.40 |
806.50 |
780.00 |
806.40 |
+16.40 |
146 |
2,375 |
+146 |
Mar12 |
110926 |
804.40 |
804.40 |
804.40 |
804.40 |
+16.40 |
|
|
|
Jun12 |
110926 |
802.40 |
802.40 |
802.40 |
802.40 |
+16.40 |
|
|
|
Total Volume and Open Interest |
146 |
2,375 |
+146 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Dec11 |
110926 |
8435 |
8510 |
8280 |
8480 |
+25 |
10,503 |
26,159 |
+193 |
Mar12 |
110926 |
8470 |
8485 |
8460 |
8485 |
+25 |
0 |
3 |
+0 |
Total Volume and Open Interest |
10,503 |
26,162 |
+193 |
Nikkei 225(SGX) |
Dec11 |
110926 |
8430 |
8500 |
8270 |
8300 |
-185 |
109,422 |
184,500 |
+4,860 |
Mar12 |
110926 |
8390 |
8390 |
8290 |
8290 |
-190 |
5 |
1,094 |
+4 |
Jun12 |
110926 |
8215 |
8215 |
8215 |
8215 |
-190 |
0 |
18 |
+0 |
Total Volume and Open Interest |
109,501 |
198,178 |
+4,901 |
CAC 40(EURONEXT) |
Oct11 |
110926 |
2786.0 |
2920.0 |
2735.5 |
2861.0 |
+50.0 |
185,874 |
287,844 |
+7,451 |
Nov11 |
110926 |
2759.0 |
2900.0 |
2745.0 |
2854.0 |
+49.0 |
352 |
934 |
+244 |
Dec11 |
110926 |
2776.0 |
2891.0 |
2734.0 |
2852.0 |
+48.5 |
351 |
28,131 |
-43 |
Total Volume and Open Interest |
186,578 |
316,913 |
+7,653 |
Hang Seng Index(HKFE) |
Sep11 |
110926 |
17633 |
17740 |
16996 |
17425 |
-337 |
152,985 |
103,887 |
+2,640 |
Oct11 |
110926 |
17670 |
17736 |
16996 |
17413 |
-346 |
5,107 |
9,187 |
+1,720 |
Total Volume and Open Interest |
159,436 |
120,278 |
+4,840 |
DAX(EUREX) |
Sep11 |
110916 |
5572.5 |
5636.5 |
5529.0 |
5575.5 |
+76.0 |
270,393 |
71,329 |
-28,630 |
Dec11 |
110926 |
5158.0 |
5425.5 |
5085.0 |
5353.0 |
+159.0 |
229,338 |
177,536 |
-414 |
Mar12 |
110926 |
5166.0 |
5440.0 |
5100.0 |
5363.5 |
+159.0 |
254 |
5,232 |
+20 |
Total Volume and Open Interest |
229,613 |
182,931 |
-392 |
FT-SE 100(EURONEXT) |
Dec11 |
110926 |
5052.00 |
5138.50 |
4923.00 |
5060.50 |
+31.50 |
165,804 |
628,497 |
-872 |
Mar12 |
110926 |
4964.50 |
5046.50 |
4964.50 |
5025.00 |
+31.50 |
3 |
801 |
-1 |
Jun12 |
110926 |
4985.50 |
4985.50 |
4985.50 |
4985.50 |
+31.50 |
0 |
473 |
+0 |
Total Volume and Open Interest |
165,807 |
629,771 |
-873 |
SPI 200(SFE) |
Sep11 |
110916 |
4098.0 |
4098.0 |
4098.0 |
4098.0 |
-1.0 |
0 |
32,346 |
-52,047 |
Dec11 |
110926 |
3936.0 |
3974.0 |
3852.0 |
3879.0 |
-51.0 |
53,510 |
204,868 |
-5,295 |
Mar12 |
110926 |
3880.0 |
3895.0 |
3836.0 |
3852.0 |
-54.0 |
66 |
2,259 |
+45 |
Total Volume and Open Interest |
53,612 |
209,973 |
-5,274 |
GSCI(CME) |
Oct11 |
110926 |
597.00 |
603.00 |
593.00 |
599.00 |
+0.50 |
370 |
8,375 |
+59 |
Nov11 |
110926 |
597.70 |
604.50 |
593.70 |
599.75 |
+0.25 |
0 |
5 |
+0 |
Dec11 |
110926 |
602.00 |
607.00 |
596.00 |
602.00 |
unch |
0 |
5 |
+0 |
Total Volume and Open Interest |
370 |
8,385 |
+59 |
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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