|
MRCI's End of Day Prices |
Daily Futures Price Listing Tue September 04, 2012 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Sep12 |
120904 |
1778.50 |
1794.75 |
1760.50 |
1771.00 |
+6.50 |
11,067 |
5,421 |
-4,530 |
Nov12 |
120904 |
1771.50 |
1789.00 |
1755.50 |
1768.25 |
+11.75 |
118,730 |
371,226 |
+3,691 |
Jan13 |
120904 |
1765.75 |
1781.50 |
1753.75 |
1766.25 |
+15.25 |
19,746 |
94,976 |
+1,614 |
Mar13 |
120904 |
1697.00 |
1718.50 |
1694.50 |
1712.00 |
+27.75 |
13,491 |
92,654 |
+557 |
May13 |
120904 |
1598.75 |
1625.25 |
1597.00 |
1623.25 |
+33.25 |
13,392 |
84,517 |
+1,219 |
Jul13 |
120904 |
1564.00 |
1595.00 |
1556.50 |
1594.00 |
+37.50 |
10,743 |
66,034 |
+3,390 |
Aug13 |
120904 |
1535.00 |
1546.75 |
1510.25 |
1546.75 |
+36.50 |
162 |
410 |
+67 |
Sep13 |
120904 |
1460.25 |
1465.75 |
1432.75 |
1465.75 |
+33.00 |
94 |
610 |
+60 |
Nov13 |
120904 |
1359.75 |
1385.00 |
1355.00 |
1382.00 |
+27.00 |
2,008 |
29,420 |
+299 |
Jan14 |
120904 |
1365.00 |
1387.50 |
1359.75 |
1386.75 |
+27.00 |
20 |
226 |
+0 |
Mar14 |
120904 |
1386.75 |
1386.75 |
1359.75 |
1386.75 |
+27.00 |
2 |
55 |
+2 |
May14 |
120904 |
1387.25 |
1387.25 |
1360.25 |
1387.25 |
+27.00 |
0 |
80 |
+0 |
Jul14 |
120904 |
1391.00 |
1391.00 |
1363.75 |
1391.00 |
+27.25 |
0 |
40 |
+0 |
Aug14 |
120904 |
1385.75 |
1385.75 |
1358.50 |
1385.75 |
+27.25 |
|
|
|
Total Volume and Open Interest |
189,554 |
747,352 |
+6,374 |
Soybean Meal(CBOT) |
Sep12 |
120904 |
550.50 |
554.40 |
537.20 |
541.40 |
-5.70 |
15,676 |
11,669 |
-4,923 |
Oct12 |
120904 |
539.00 |
544.40 |
532.30 |
533.90 |
-2.30 |
14,244 |
46,928 |
+712 |
Dec12 |
120904 |
536.80 |
541.80 |
531.50 |
533.40 |
unch |
44,836 |
119,596 |
+2,942 |
Jan13 |
120904 |
531.70 |
535.80 |
527.90 |
529.00 |
+2.20 |
4,148 |
19,934 |
+755 |
Mar13 |
120904 |
503.10 |
512.00 |
502.50 |
506.90 |
+6.20 |
3,194 |
16,486 |
+1,045 |
May13 |
120904 |
461.60 |
471.50 |
460.40 |
469.10 |
+8.70 |
3,622 |
18,779 |
+1,032 |
Jul13 |
120904 |
447.30 |
457.90 |
446.90 |
457.40 |
+10.50 |
1,300 |
15,170 |
-104 |
Aug13 |
120904 |
436.10 |
444.70 |
431.00 |
443.20 |
+12.20 |
71 |
778 |
+9 |
Sep13 |
120904 |
410.00 |
418.00 |
410.00 |
417.10 |
+12.10 |
70 |
949 |
+23 |
Oct13 |
120904 |
378.40 |
388.10 |
378.00 |
387.10 |
+8.50 |
201 |
2,237 |
+23 |
Total Volume and Open Interest |
87,686 |
259,630 |
+1,679 |
Soybean Oil(CBOT) |
Sep12 |
120904 |
57.34 |
57.78 |
56.63 |
57.57 |
+1.15 |
21,997 |
8,428 |
-6,846 |
Oct12 |
120904 |
57.55 |
58.14 |
56.85 |
57.78 |
+1.13 |
14,901 |
44,825 |
+259 |
Dec12 |
120904 |
58.04 |
58.60 |
57.26 |
58.22 |
+1.14 |
54,670 |
175,546 |
+1,724 |
Jan13 |
120904 |
58.31 |
58.69 |
57.49 |
58.46 |
+1.14 |
7,253 |
33,047 |
-262 |
Mar13 |
120904 |
58.41 |
58.89 |
57.67 |
58.67 |
+1.19 |
3,848 |
24,355 |
+685 |
May13 |
120904 |
58.17 |
58.54 |
57.55 |
58.46 |
+1.22 |
4,186 |
14,974 |
+201 |
Jul13 |
120904 |
58.00 |
58.42 |
57.26 |
58.15 |
+1.13 |
2,274 |
14,048 |
-420 |
Aug13 |
120904 |
57.49 |
57.74 |
57.00 |
57.66 |
+1.03 |
141 |
2,131 |
-21 |
Sep13 |
120904 |
56.58 |
56.87 |
56.10 |
56.87 |
+0.93 |
134 |
1,617 |
+78 |
Oct13 |
120904 |
55.61 |
55.88 |
54.80 |
55.62 |
+0.82 |
243 |
2,731 |
+54 |
Total Volume and Open Interest |
110,088 |
329,962 |
-4,386 |
Canola(WCE) |
Nov12 |
120904 |
637.5 |
646.7 |
632.1 |
633.4 |
-4.2 |
10,520 |
131,761 |
-4,286 |
Jan13 |
120904 |
641.5 |
649.9 |
636.2 |
637.2 |
-4.0 |
1,187 |
53,299 |
+199 |
Mar13 |
120904 |
641.1 |
648.2 |
634.5 |
636.4 |
-4.2 |
313 |
17,178 |
+22 |
May13 |
120904 |
633.8 |
636.7 |
622.7 |
624.7 |
-3.6 |
151 |
19,396 |
-9 |
Jul13 |
120904 |
625.1 |
626.9 |
613.3 |
617.0 |
-2.7 |
103 |
3,739 |
+14 |
Total Volume and Open Interest |
12,586 |
228,334 |
-3,816 |
Corn(CBOT) |
Sep12 |
120904 |
805.00 |
818.25 |
800.00 |
807.00 |
+4.25 |
51,001 |
17,378 |
-17,238 |
Dec12 |
120904 |
802.75 |
815.00 |
797.00 |
805.00 |
+5.25 |
136,110 |
717,963 |
-373 |
Mar13 |
120904 |
804.75 |
816.75 |
800.00 |
807.75 |
+5.75 |
18,667 |
186,742 |
+2,507 |
May13 |
120904 |
795.50 |
810.25 |
794.75 |
802.75 |
+7.75 |
4,292 |
52,355 |
+78 |
Jul13 |
120904 |
783.50 |
796.00 |
780.50 |
788.00 |
+7.50 |
5,952 |
104,757 |
+1,211 |
Sep13 |
120904 |
680.50 |
692.00 |
680.50 |
685.75 |
+3.75 |
803 |
14,844 |
+81 |
Dec13 |
120904 |
650.75 |
659.50 |
650.00 |
657.00 |
+7.00 |
2,868 |
82,704 |
+398 |
Mar14 |
120904 |
663.00 |
665.50 |
658.00 |
664.75 |
+6.75 |
90 |
1,724 |
+6 |
May14 |
120904 |
666.25 |
672.00 |
664.00 |
670.50 |
+6.50 |
63 |
448 |
+47 |
Jul14 |
120904 |
669.00 |
671.50 |
665.50 |
671.50 |
+6.00 |
33 |
1,009 |
+22 |
Total Volume and Open Interest |
219,939 |
1,185,298 |
-13,235 |
Wheat(CBOT) |
Sep12 |
120904 |
875.50 |
881.75 |
858.50 |
866.00 |
-4.00 |
14,132 |
3,515 |
-6,879 |
Dec12 |
120904 |
892.00 |
904.00 |
881.00 |
888.75 |
-0.75 |
63,374 |
274,101 |
+4,014 |
Mar13 |
120904 |
902.00 |
913.00 |
892.00 |
899.50 |
unch |
6,213 |
68,586 |
+1,143 |
May13 |
120904 |
898.00 |
908.25 |
889.00 |
897.50 |
+2.50 |
949 |
15,464 |
+252 |
Jul13 |
120904 |
857.00 |
867.75 |
857.00 |
861.75 |
+4.00 |
1,379 |
50,623 |
+131 |
Sep13 |
120904 |
863.00 |
865.75 |
856.75 |
861.50 |
+4.75 |
116 |
1,791 |
+23 |
Total Volume and Open Interest |
86,973 |
444,876 |
-1,249 |
Wheat(KCBT) |
Sep12 |
120904 |
883.75 |
892.00 |
874.50 |
881.25 |
+0.50 |
9,750 |
4,297 |
-3,804 |
Dec12 |
120904 |
906.00 |
919.00 |
900.00 |
907.25 |
+1.25 |
19,092 |
100,025 |
+4,923 |
Mar13 |
120904 |
919.25 |
930.00 |
912.50 |
919.75 |
+1.50 |
1,310 |
22,092 |
+136 |
May13 |
120904 |
918.75 |
925.25 |
907.75 |
913.75 |
+2.75 |
386 |
8,135 |
+121 |
Jul13 |
120904 |
879.00 |
890.00 |
878.25 |
884.75 |
+4.50 |
461 |
13,293 |
+138 |
Sep13 |
120904 |
879.00 |
887.75 |
877.50 |
883.75 |
+4.50 |
38 |
760 |
+28 |
Total Volume and Open Interest |
31,069 |
149,531 |
+1,561 |
Wheat(MGE) |
Sep12 |
120904 |
948.00 |
948.00 |
913.75 |
928.75 |
-3.00 |
2,129 |
523 |
-1,189 |
Dec12 |
120904 |
947.00 |
962.00 |
938.00 |
948.75 |
+0.50 |
3,931 |
27,077 |
+920 |
Mar13 |
120904 |
970.00 |
970.00 |
947.50 |
957.75 |
+1.00 |
422 |
7,537 |
+122 |
May13 |
120904 |
969.50 |
969.50 |
954.50 |
964.50 |
+1.25 |
69 |
1,441 |
+26 |
Jul13 |
120904 |
970.00 |
975.25 |
958.50 |
968.75 |
+3.50 |
20 |
434 |
-1 |
Total Volume and Open Interest |
6,684 |
39,585 |
-80 |
Oats(CBOT) |
Sep12 |
120904 |
384.50 |
388.50 |
384.50 |
386.25 |
-2.25 |
72 |
91 |
-52 |
Dec12 |
120904 |
399.00 |
414.00 |
384.50 |
395.25 |
-2.25 |
642 |
9,991 |
+239 |
Mar13 |
120904 |
401.50 |
410.50 |
386.00 |
394.50 |
-2.50 |
7 |
919 |
+4 |
May13 |
120904 |
393.50 |
396.00 |
393.50 |
393.50 |
-2.50 |
0 |
47 |
+0 |
Total Volume and Open Interest |
721 |
11,062 |
+191 |
Rough Rice(CBOT) |
Sep12 |
120904 |
14.98 |
15.01 |
14.92 |
14.92 |
-0.09 |
1,277 |
1,772 |
-664 |
Nov12 |
120904 |
15.21 |
15.32 |
15.15 |
15.18 |
-0.11 |
2,194 |
11,648 |
+606 |
Jan13 |
120904 |
15.60 |
15.60 |
15.47 |
15.48 |
-0.12 |
63 |
1,316 |
+29 |
Mar13 |
120904 |
15.79 |
15.81 |
15.74 |
15.75 |
-0.12 |
2 |
118 |
+2 |
Total Volume and Open Interest |
3,536 |
14,888 |
-27 |
Live Cattle(CME) |
Oct12 |
120904 |
126.000 |
126.350 |
125.680 |
126.180 |
+0.145 |
22,889 |
121,080 |
-1,250 |
Dec12 |
120904 |
128.600 |
128.950 |
128.325 |
128.880 |
+0.230 |
14,178 |
81,862 |
+2,386 |
Feb13 |
120904 |
132.285 |
132.750 |
132.075 |
132.700 |
+0.450 |
3,274 |
36,742 |
+799 |
Apr13 |
120904 |
135.700 |
136.400 |
135.685 |
136.350 |
+0.450 |
3,197 |
31,391 |
+46 |
Jun13 |
120904 |
132.400 |
132.900 |
132.250 |
132.825 |
+0.445 |
845 |
11,390 |
+213 |
Aug13 |
120904 |
132.550 |
132.950 |
132.450 |
132.550 |
+0.050 |
108 |
4,440 |
+35 |
Total Volume and Open Interest |
44,839 |
288,722 |
+2,000 |
Feeder Cattle(CME) |
Sep12 |
120904 |
144.935 |
145.350 |
144.535 |
145.000 |
+0.400 |
1,199 |
6,428 |
-38 |
Oct12 |
120904 |
146.630 |
147.400 |
146.450 |
146.950 |
+0.265 |
2,192 |
14,710 |
+165 |
Nov12 |
120904 |
147.800 |
148.535 |
147.700 |
148.285 |
+0.485 |
769 |
6,225 |
+17 |
Jan13 |
120904 |
150.075 |
150.450 |
149.825 |
150.285 |
+0.550 |
509 |
4,617 |
+101 |
Mar13 |
120904 |
153.000 |
153.400 |
152.575 |
153.400 |
+0.465 |
166 |
1,467 |
+4 |
Apr13 |
120904 |
154.500 |
154.900 |
154.185 |
154.900 |
+0.900 |
29 |
633 |
-4 |
May13 |
120904 |
156.000 |
156.150 |
155.350 |
156.150 |
+0.900 |
28 |
1,059 |
+2 |
Total Volume and Open Interest |
4,892 |
35,139 |
-3,732 |
Lean Hogs(CME) |
Oct12 |
120904 |
74.180 |
74.330 |
73.300 |
74.200 |
+0.020 |
14,020 |
86,928 |
-3,494 |
Dec12 |
120904 |
72.350 |
72.500 |
71.550 |
72.450 |
+0.050 |
10,261 |
61,781 |
+1,367 |
Feb13 |
120904 |
80.400 |
80.500 |
79.400 |
80.000 |
-0.330 |
5,034 |
32,381 |
+246 |
Apr13 |
120904 |
88.385 |
88.600 |
87.385 |
88.050 |
-0.335 |
1,475 |
23,707 |
+632 |
May13 |
120904 |
97.000 |
97.000 |
96.035 |
96.680 |
-0.570 |
35 |
988 |
+15 |
Jun13 |
120904 |
100.150 |
100.400 |
99.330 |
99.850 |
-0.300 |
965 |
16,178 |
+442 |
Jul13 |
120904 |
99.750 |
99.900 |
98.950 |
99.350 |
-0.435 |
54 |
3,919 |
+14 |
Aug13 |
120904 |
98.400 |
98.480 |
98.000 |
98.400 |
unch |
95 |
3,126 |
+61 |
Total Volume and Open Interest |
32,012 |
231,000 |
-691 |
Class III Milk(CME) |
Sep12 |
120904 |
18.85 |
19.02 |
18.81 |
18.97 |
+0.08 |
342 |
4,902 |
-151 |
Oct12 |
120904 |
19.80 |
20.08 |
19.65 |
19.95 |
+0.19 |
321 |
5,321 |
+164 |
Nov12 |
120904 |
19.90 |
20.20 |
19.85 |
20.07 |
+0.17 |
200 |
4,115 |
+85 |
Dec12 |
120904 |
19.88 |
20.18 |
19.81 |
20.10 |
+0.22 |
106 |
3,574 |
+42 |
Jan13 |
120904 |
19.77 |
19.97 |
19.77 |
19.93 |
+0.16 |
44 |
1,369 |
+5 |
Total Volume and Open Interest |
1,206 |
25,589 |
+221 |
Cocoa(ICE) |
Sep12 |
120904 |
2608 |
2614 |
2591 |
2591 |
-65 |
45 |
131 |
-68 |
Dec12 |
120904 |
2590 |
2594 |
2531 |
2551 |
-59 |
14,489 |
103,475 |
+602 |
Mar13 |
120904 |
2598 |
2598 |
2538 |
2559 |
-58 |
4,427 |
40,958 |
-210 |
May13 |
120904 |
2589 |
2589 |
2547 |
2565 |
-55 |
1,417 |
17,678 |
+1,013 |
Jul13 |
120904 |
2583 |
2591 |
2561 |
2572 |
-56 |
810 |
12,647 |
+705 |
Sep13 |
120904 |
2591 |
2594 |
2578 |
2578 |
-56 |
108 |
4,998 |
+82 |
Dec13 |
120904 |
2600 |
2604 |
2570 |
2586 |
-59 |
223 |
6,074 |
+107 |
Total Volume and Open Interest |
21,633 |
192,550 |
+2,248 |
Coffee "C"(ICE) |
Sep12 |
120904 |
164.45 |
165.00 |
164.45 |
164.90 |
+0.35 |
28 |
140 |
-37 |
Dec12 |
120904 |
165.65 |
167.90 |
164.50 |
165.30 |
+0.55 |
13,277 |
89,992 |
-326 |
Mar13 |
120904 |
168.65 |
171.50 |
168.25 |
169.10 |
+0.65 |
4,271 |
30,045 |
+634 |
May13 |
120904 |
171.25 |
173.85 |
171.05 |
171.80 |
+0.70 |
1,532 |
8,067 |
+129 |
Jul13 |
120904 |
176.05 |
176.65 |
174.15 |
174.30 |
+0.70 |
571 |
5,371 |
-2 |
Sep13 |
120904 |
177.50 |
178.90 |
176.45 |
176.90 |
+0.70 |
329 |
1,829 |
+77 |
Total Volume and Open Interest |
20,055 |
137,334 |
+466 |
Orange Juice(ICE) |
Sep12 |
120904 |
124.15 |
132.90 |
124.05 |
132.30 |
+0.40 |
262 |
383 |
-236 |
Nov12 |
120904 |
120.50 |
121.50 |
117.00 |
121.15 |
+2.20 |
820 |
17,279 |
+173 |
Jan13 |
120904 |
121.50 |
121.50 |
119.55 |
120.55 |
+1.55 |
66 |
2,345 |
-20 |
Mar13 |
120904 |
121.95 |
122.95 |
121.40 |
122.60 |
+1.85 |
34 |
2,084 |
+23 |
May13 |
120904 |
123.35 |
124.75 |
123.35 |
124.40 |
+1.80 |
4 |
685 |
+2 |
Jul13 |
120904 |
126.00 |
126.00 |
126.00 |
126.00 |
+1.90 |
2 |
18 |
+2 |
Total Volume and Open Interest |
1,188 |
22,807 |
-56 |
Sugar #11(ICE) |
Oct12 |
120904 |
19.83 |
19.93 |
19.31 |
19.34 |
-0.44 |
43,559 |
291,317 |
-4,152 |
Mar13 |
120904 |
20.50 |
20.69 |
20.08 |
20.11 |
-0.40 |
27,635 |
208,678 |
+8,044 |
May13 |
120904 |
20.53 |
20.69 |
20.12 |
20.15 |
-0.35 |
9,712 |
47,771 |
+138 |
Jul13 |
120904 |
20.31 |
20.67 |
20.15 |
20.19 |
-0.29 |
6,626 |
82,374 |
+1,129 |
Oct13 |
120904 |
20.78 |
20.97 |
20.48 |
20.51 |
-0.28 |
4,338 |
43,870 |
+47 |
Mar14 |
120904 |
21.19 |
21.32 |
20.90 |
20.94 |
-0.22 |
2,069 |
27,256 |
-331 |
May14 |
120904 |
21.17 |
21.19 |
20.79 |
20.79 |
-0.23 |
802 |
7,777 |
+242 |
Jul14 |
120904 |
20.92 |
20.94 |
20.68 |
20.68 |
-0.19 |
387 |
5,892 |
-166 |
Total Volume and Open Interest |
95,783 |
725,514 |
+5,279 |
London Cocoa(LCE) |
Sep12 |
120904 |
1657 |
1665 |
1635 |
1651 |
-35 |
1,650 |
20,585 |
-1,140 |
Dec12 |
120904 |
1667 |
1683 |
1651 |
1669 |
-28 |
10,221 |
71,245 |
+5,542 |
Mar13 |
120904 |
1655 |
1673 |
1643 |
1660 |
-28 |
5,735 |
57,262 |
+301 |
May13 |
120904 |
1663 |
1678 |
1648 |
1665 |
-29 |
3,422 |
23,193 |
-659 |
Jul13 |
120904 |
1674 |
1682 |
1653 |
1670 |
-29 |
544 |
14,289 |
+275 |
Sep13 |
120904 |
1687 |
1687 |
1659 |
1675 |
-29 |
301 |
8,405 |
-57 |
Dec13 |
120904 |
1673 |
1678 |
1671 |
1672 |
-30 |
98 |
8,025 |
+1 |
Total Volume and Open Interest |
24,071 |
204,132 |
+4,355 |
London Sugar(LCE) |
Oct12 |
120904 |
566.30 |
569.20 |
557.10 |
557.40 |
-9.00 |
6,043 |
20,253 |
-1,037 |
Dec12 |
120904 |
561.30 |
566.90 |
555.00 |
555.30 |
-6.80 |
4,937 |
15,820 |
+386 |
Mar13 |
120904 |
558.80 |
560.90 |
548.50 |
548.90 |
-8.60 |
4,723 |
20,740 |
+553 |
May13 |
120904 |
559.80 |
561.90 |
550.30 |
550.30 |
-7.40 |
1,493 |
5,131 |
+446 |
Aug13 |
120904 |
560.00 |
562.10 |
550.00 |
550.20 |
-6.60 |
529 |
3,118 |
+87 |
Total Volume and Open Interest |
18,063 |
68,551 |
+430 |
Cotton(ICE) |
Oct12 |
120904 |
76.55 |
76.56 |
74.70 |
75.03 |
-1.45 |
25 |
321 |
-6 |
Dec12 |
120904 |
77.28 |
77.29 |
75.27 |
75.68 |
-1.58 |
11,020 |
126,815 |
+37 |
Mar13 |
120904 |
77.72 |
78.00 |
76.15 |
76.59 |
-1.39 |
1,935 |
39,042 |
+603 |
May13 |
120904 |
78.66 |
78.73 |
76.94 |
77.46 |
-1.20 |
335 |
6,287 |
+53 |
Jul13 |
120904 |
79.38 |
79.43 |
77.72 |
78.35 |
-0.98 |
134 |
6,711 |
+33 |
Oct13 |
120904 |
79.47 |
80.75 |
79.47 |
79.47 |
-1.28 |
0 |
5 |
+0 |
Total Volume and Open Interest |
13,533 |
182,131 |
+775 |
Lumber(CME) |
Sep12 |
120904 |
287.5 |
288.7 |
282.0 |
282.2 |
-5.9 |
169 |
1,159 |
-29 |
Nov12 |
120904 |
283.8 |
284.0 |
278.2 |
278.9 |
-4.1 |
362 |
6,473 |
-18 |
Jan13 |
120904 |
297.5 |
299.1 |
292.3 |
292.3 |
-6.7 |
109 |
1,521 |
+17 |
Mar13 |
120904 |
306.1 |
307.2 |
302.1 |
302.1 |
-5.0 |
55 |
432 |
+35 |
Total Volume and Open Interest |
695 |
9,612 |
+5 |
Crude Oil(NYM) |
Oct12 |
120904 |
96.38 |
97.37 |
94.97 |
95.30 |
-1.17 |
192,455 |
260,533 |
-8,706 |
Nov12 |
120904 |
96.68 |
97.67 |
95.31 |
95.64 |
-1.12 |
46,116 |
160,962 |
+3,649 |
Dec12 |
120904 |
97.07 |
97.97 |
95.67 |
95.98 |
-1.09 |
48,928 |
198,676 |
+768 |
Jan13 |
120904 |
97.56 |
98.33 |
96.16 |
96.43 |
-1.06 |
19,126 |
110,979 |
+737 |
Feb13 |
120904 |
97.73 |
98.61 |
96.60 |
96.83 |
-1.03 |
11,399 |
40,324 |
-956 |
Mar13 |
120904 |
97.97 |
98.95 |
96.88 |
97.14 |
-0.98 |
15,926 |
56,456 |
+29 |
Apr13 |
120904 |
98.11 |
99.00 |
97.20 |
97.30 |
-0.92 |
4,928 |
24,626 |
-358 |
May13 |
120904 |
98.37 |
98.90 |
97.08 |
97.34 |
-0.84 |
3,200 |
21,411 |
-31 |
Jun13 |
120904 |
97.92 |
98.77 |
96.95 |
97.26 |
-0.77 |
18,105 |
79,302 |
-840 |
Jul13 |
120904 |
97.64 |
97.64 |
97.02 |
97.10 |
-0.73 |
1,086 |
28,164 |
+27 |
Aug13 |
120904 |
98.10 |
98.29 |
96.84 |
96.89 |
-0.68 |
1,232 |
18,875 |
-123 |
Sep13 |
120904 |
97.69 |
97.69 |
96.48 |
96.61 |
-0.66 |
2,209 |
27,187 |
+215 |
Oct13 |
120904 |
96.32 |
96.32 |
96.32 |
96.32 |
-0.66 |
877 |
15,818 |
-29 |
Nov13 |
120904 |
96.03 |
96.03 |
96.03 |
96.03 |
-0.66 |
1,004 |
19,635 |
+42 |
Dec13 |
120904 |
96.22 |
97.05 |
95.50 |
95.76 |
-0.66 |
22,273 |
153,553 |
-479 |
Jan14 |
120904 |
95.39 |
95.39 |
95.39 |
95.39 |
-0.64 |
156 |
21,215 |
+89 |
Total Volume and Open Interest |
400,126 |
1,507,656 |
-5,339 |
e-miNY Crude Oil(NYM) |
Sep12 |
120820 |
96.375 |
96.550 |
95.025 |
95.975 |
-0.025 |
6,395 |
4,351 |
-17 |
Oct12 |
120904 |
96.400 |
97.375 |
94.950 |
95.300 |
-1.175 |
5,634 |
5,291 |
-7 |
Nov12 |
120904 |
96.425 |
97.550 |
95.350 |
95.650 |
-1.100 |
106 |
2,474 |
+9 |
Dec12 |
120904 |
96.925 |
97.950 |
95.800 |
95.975 |
-1.100 |
86 |
3,559 |
-21 |
Jan13 |
120904 |
97.325 |
97.325 |
96.325 |
96.425 |
-1.075 |
17 |
661 |
-5 |
Feb13 |
120904 |
97.600 |
97.600 |
96.825 |
96.825 |
-1.025 |
0 |
72 |
+0 |
Mar13 |
120904 |
97.250 |
97.250 |
97.150 |
97.150 |
-0.975 |
0 |
6 |
+0 |
Apr13 |
120904 |
97.300 |
97.300 |
97.300 |
97.300 |
-0.925 |
1 |
2 |
+1 |
May13 |
120904 |
97.350 |
97.350 |
97.350 |
97.350 |
-0.825 |
0 |
1 |
+0 |
Jun13 |
120904 |
97.250 |
97.250 |
97.250 |
97.250 |
-0.775 |
0 |
39 |
+0 |
Total Volume and Open Interest |
5,844 |
12,303 |
-23 |
Heating Oil(NYM) |
Oct12 |
120904 |
318.15 |
321.60 |
314.45 |
314.68 |
-3.34 |
53,157 |
95,839 |
+4,079 |
Nov12 |
120904 |
318.13 |
321.47 |
314.57 |
314.77 |
-3.09 |
23,127 |
51,164 |
+4,709 |
Dec12 |
120904 |
318.01 |
321.06 |
314.38 |
314.58 |
-3.01 |
23,089 |
53,801 |
+3,323 |
Jan13 |
120904 |
316.40 |
320.49 |
313.96 |
314.16 |
-2.94 |
9,876 |
32,484 |
+85 |
Feb13 |
120904 |
315.22 |
317.27 |
312.51 |
312.60 |
-2.85 |
3,291 |
11,271 |
-581 |
Mar13 |
120904 |
312.29 |
315.75 |
310.14 |
310.21 |
-2.75 |
3,509 |
23,488 |
+402 |
Apr13 |
120904 |
313.02 |
313.02 |
307.31 |
307.31 |
-2.67 |
3,746 |
22,948 |
+839 |
May13 |
120904 |
308.59 |
308.59 |
308.59 |
308.59 |
-2.71 |
951 |
9,842 |
+89 |
Jun13 |
120904 |
308.41 |
310.87 |
305.94 |
306.02 |
-2.75 |
2,160 |
10,585 |
+314 |
Jul13 |
120904 |
304.67 |
304.84 |
304.67 |
304.84 |
-2.78 |
38 |
2,712 |
+4 |
Aug13 |
120904 |
304.22 |
304.22 |
304.22 |
304.22 |
-2.83 |
0 |
1,236 |
+0 |
Sep13 |
120904 |
304.04 |
304.04 |
304.04 |
304.04 |
-2.89 |
8 |
1,087 |
-6 |
Oct13 |
120904 |
304.20 |
304.20 |
304.20 |
304.20 |
-2.89 |
8 |
499 |
+0 |
Nov13 |
120904 |
304.35 |
304.35 |
304.35 |
304.35 |
-2.89 |
2 |
569 |
+0 |
Total Volume and Open Interest |
141,646 |
327,705 |
+4,030 |
Gasoline(NYMEX) |
Oct12 |
120904 |
296.65 |
300.32 |
294.73 |
295.22 |
-2.06 |
48,313 |
105,573 |
+1,553 |
Nov12 |
120904 |
287.42 |
291.75 |
285.69 |
286.18 |
-2.27 |
20,351 |
45,267 |
+906 |
Dec12 |
120904 |
281.81 |
286.40 |
280.00 |
280.38 |
-2.42 |
15,005 |
50,893 |
+125 |
Jan13 |
120904 |
279.55 |
283.84 |
277.53 |
277.89 |
-2.47 |
7,350 |
21,303 |
+1,279 |
Feb13 |
120904 |
278.46 |
283.29 |
276.89 |
277.39 |
-2.48 |
3,638 |
10,223 |
+590 |
Mar13 |
120904 |
279.52 |
284.48 |
277.88 |
278.22 |
-2.45 |
2,344 |
11,438 |
-406 |
Apr13 |
120904 |
297.65 |
297.78 |
291.54 |
291.97 |
-2.26 |
1,242 |
6,398 |
+73 |
May13 |
120904 |
290.54 |
290.54 |
290.54 |
290.54 |
-2.24 |
375 |
3,243 |
+142 |
Jun13 |
120904 |
289.08 |
292.89 |
287.93 |
287.93 |
-2.28 |
1,349 |
6,645 |
+73 |
Jul13 |
120904 |
284.60 |
284.60 |
284.60 |
284.60 |
-2.29 |
573 |
1,110 |
+183 |
Total Volume and Open Interest |
124,531 |
277,957 |
-96 |
e-miNY RBOB Gasoline(NYM) |
Oct12 |
120904 |
295.20 |
295.22 |
295.20 |
295.20 |
-2.10 |
|
|
|
Nov12 |
120904 |
286.20 |
286.20 |
286.18 |
286.20 |
-2.30 |
|
|
|
Dec12 |
120904 |
280.40 |
280.40 |
280.38 |
280.40 |
-2.40 |
|
|
|
Jan13 |
120904 |
277.90 |
277.90 |
277.89 |
277.90 |
-2.50 |
|
|
|
Total Volume and Open Interest |
|
|
|
Natural Gas(NYM) |
Oct12 |
120904 |
2.806 |
2.888 |
2.762 |
2.854 |
+0.055 |
159,235 |
206,573 |
-5,354 |
Nov12 |
120904 |
2.960 |
3.035 |
2.922 |
3.000 |
+0.037 |
60,367 |
219,895 |
-1,565 |
Dec12 |
120904 |
3.224 |
3.276 |
3.174 |
3.241 |
+0.021 |
32,191 |
75,867 |
+3,932 |
Jan13 |
120904 |
3.356 |
3.408 |
3.311 |
3.379 |
+0.022 |
27,084 |
168,127 |
+2,904 |
Feb13 |
120904 |
3.358 |
3.424 |
3.325 |
3.398 |
+0.023 |
5,491 |
31,577 |
+297 |
Mar13 |
120904 |
3.364 |
3.413 |
3.315 |
3.387 |
+0.023 |
5,615 |
57,152 |
+517 |
Apr13 |
120904 |
3.321 |
3.401 |
3.316 |
3.381 |
+0.024 |
8,533 |
75,473 |
+2,592 |
May13 |
120904 |
3.364 |
3.437 |
3.355 |
3.414 |
+0.022 |
1,459 |
18,959 |
+25 |
Jun13 |
120904 |
3.432 |
3.469 |
3.395 |
3.457 |
+0.023 |
893 |
15,698 |
+42 |
Jul13 |
120904 |
3.440 |
3.510 |
3.436 |
3.496 |
+0.023 |
1,404 |
16,320 |
+417 |
Aug13 |
120904 |
3.469 |
3.529 |
3.454 |
3.515 |
+0.023 |
596 |
10,793 |
-8 |
Sep13 |
120904 |
3.473 |
3.536 |
3.458 |
3.518 |
+0.023 |
629 |
9,365 |
+63 |
Oct13 |
120904 |
3.491 |
3.568 |
3.485 |
3.547 |
+0.023 |
2,273 |
43,247 |
+134 |
Nov13 |
120904 |
3.668 |
3.669 |
3.600 |
3.660 |
+0.024 |
402 |
20,675 |
+71 |
Dec13 |
120904 |
3.803 |
3.879 |
3.800 |
3.864 |
+0.023 |
304 |
18,169 |
+70 |
Jan14 |
120904 |
3.909 |
3.980 |
3.904 |
3.964 |
+0.024 |
1,116 |
31,554 |
+313 |
Total Volume and Open Interest |
308,453 |
1,081,241 |
+4,668 |
Brent Crude Oil(ICE) |
Oct12 |
120904 |
115.51 |
116.65 |
113.93 |
114.18 |
-0.39 |
157,321 |
205,831 |
-7,913 |
Nov12 |
120904 |
115.10 |
116.03 |
113.40 |
113.64 |
-0.41 |
83,037 |
202,706 |
+10,561 |
Dec12 |
120904 |
114.61 |
115.46 |
112.87 |
113.13 |
-0.47 |
79,601 |
151,567 |
+419 |
Jan13 |
120904 |
114.18 |
114.93 |
112.45 |
112.70 |
-0.48 |
19,128 |
59,984 |
+1,993 |
Feb13 |
120904 |
113.77 |
114.43 |
112.03 |
112.25 |
-0.47 |
10,019 |
37,255 |
+656 |
Mar13 |
120904 |
113.29 |
113.92 |
111.51 |
111.79 |
-0.45 |
13,969 |
36,584 |
-634 |
Apr13 |
120904 |
113.23 |
113.35 |
111.21 |
111.31 |
-0.44 |
4,688 |
20,274 |
+430 |
May13 |
120904 |
112.68 |
112.80 |
110.69 |
110.80 |
-0.43 |
3,821 |
19,217 |
-143 |
Jun13 |
120904 |
112.12 |
112.34 |
110.00 |
110.29 |
-0.43 |
18,071 |
55,284 |
+566 |
Jul13 |
120904 |
111.19 |
111.56 |
109.81 |
109.81 |
-0.43 |
2,218 |
18,569 |
+368 |
Aug13 |
120904 |
109.32 |
109.50 |
109.31 |
109.33 |
-0.43 |
2,061 |
22,601 |
+186 |
Sep13 |
120904 |
108.80 |
108.85 |
108.73 |
108.81 |
-0.42 |
3,674 |
26,381 |
+1,160 |
Oct13 |
120904 |
108.29 |
108.29 |
108.29 |
108.29 |
-0.42 |
2,103 |
21,162 |
+899 |
Nov13 |
120904 |
107.80 |
107.80 |
107.80 |
107.80 |
-0.42 |
1,191 |
15,942 |
+115 |
Total Volume and Open Interest |
430,574 |
1,150,483 |
+9,729 |
Gas Oil(ICE) |
Sep12 |
120904 |
1003.75 |
1007.50 |
987.00 |
998.00 |
+3.00 |
32,904 |
81,874 |
-4,188 |
Oct12 |
120904 |
1002.75 |
1007.00 |
986.50 |
996.75 |
+2.50 |
68,464 |
134,330 |
+1,749 |
Nov12 |
120904 |
998.50 |
1002.75 |
983.25 |
992.50 |
+2.75 |
34,881 |
78,060 |
+1,602 |
Dec12 |
120904 |
993.00 |
997.25 |
977.75 |
986.75 |
+2.75 |
28,701 |
75,656 |
+1,368 |
Jan13 |
120904 |
988.75 |
992.75 |
973.50 |
982.25 |
+2.50 |
10,412 |
39,808 |
+698 |
Feb13 |
120904 |
983.00 |
986.75 |
968.00 |
976.25 |
+2.00 |
4,415 |
22,956 |
+212 |
Mar13 |
120904 |
976.75 |
980.25 |
961.75 |
969.75 |
+1.50 |
4,683 |
19,660 |
+426 |
Apr13 |
120904 |
970.75 |
974.25 |
956.00 |
963.75 |
+1.25 |
3,185 |
16,425 |
+243 |
May13 |
120904 |
966.25 |
968.25 |
950.25 |
957.75 |
+1.25 |
1,325 |
11,071 |
+214 |
Jun13 |
120904 |
961.75 |
963.25 |
945.50 |
953.25 |
+1.50 |
3,621 |
37,320 |
+244 |
Total Volume and Open Interest |
195,844 |
605,729 |
+2,552 |
Ethanol(CBOT) |
Sep12 |
120904 |
2.582 |
2.590 |
2.547 |
2.563 |
+0.010 |
233 |
296 |
-56 |
Oct12 |
120904 |
2.585 |
2.585 |
2.565 |
2.566 |
+0.007 |
189 |
1,215 |
-4 |
Nov12 |
120904 |
2.563 |
2.571 |
2.552 |
2.554 |
+0.010 |
343 |
1,591 |
-304 |
Dec12 |
120904 |
2.550 |
2.560 |
2.542 |
2.544 |
+0.014 |
146 |
1,749 |
-1 |
Jan13 |
120904 |
2.545 |
2.545 |
2.530 |
2.536 |
+0.016 |
356 |
1,293 |
-329 |
Feb13 |
120904 |
2.524 |
2.524 |
2.514 |
2.515 |
+0.008 |
18 |
1,214 |
-7 |
Mar13 |
120904 |
2.538 |
2.538 |
2.517 |
2.525 |
+0.012 |
45 |
1,661 |
+32 |
Apr13 |
120904 |
2.542 |
2.542 |
2.535 |
2.542 |
+0.012 |
21 |
489 |
+5 |
Total Volume and Open Interest |
1,415 |
11,377 |
-609 |
WTI Crude Oil(ICE) |
Oct12 |
120904 |
96.93 |
97.36 |
94.97 |
95.30 |
-1.17 |
46,506 |
58,619 |
-631 |
Nov12 |
120904 |
97.51 |
97.65 |
95.37 |
95.64 |
-1.12 |
13,402 |
43,617 |
-563 |
Dec12 |
120904 |
97.56 |
97.95 |
95.72 |
95.98 |
-1.09 |
19,294 |
93,059 |
-767 |
Jan13 |
120904 |
98.25 |
98.32 |
96.22 |
96.43 |
-1.06 |
7,840 |
25,413 |
+865 |
Feb13 |
120904 |
98.63 |
98.63 |
96.63 |
96.83 |
-1.03 |
4,178 |
14,188 |
-1 |
Mar13 |
120904 |
98.64 |
98.92 |
96.82 |
97.14 |
-0.98 |
5,224 |
17,404 |
+656 |
Apr13 |
120904 |
98.82 |
98.82 |
97.07 |
97.30 |
-0.92 |
1,967 |
5,708 |
+96 |
May13 |
120904 |
98.75 |
98.75 |
97.09 |
97.34 |
-0.84 |
1,440 |
6,094 |
-22 |
Jun13 |
120904 |
98.61 |
98.61 |
97.01 |
97.26 |
-0.77 |
4,588 |
36,214 |
+1,396 |
Jul13 |
120904 |
97.10 |
97.10 |
97.10 |
97.10 |
-0.73 |
331 |
2,762 |
-28 |
Aug13 |
120904 |
96.89 |
96.89 |
96.89 |
96.89 |
-0.68 |
281 |
3,721 |
+53 |
Sep13 |
120904 |
96.61 |
96.61 |
96.61 |
96.61 |
-0.66 |
243 |
8,001 |
-35 |
Oct13 |
120904 |
96.32 |
96.32 |
96.32 |
96.32 |
-0.66 |
250 |
2,429 |
+24 |
Nov13 |
120904 |
96.03 |
96.03 |
96.03 |
96.03 |
-0.66 |
179 |
3,985 |
+55 |
Dec13 |
120904 |
96.67 |
96.73 |
95.49 |
95.76 |
-0.66 |
4,793 |
68,505 |
-193 |
Jan14 |
120904 |
95.39 |
95.39 |
95.39 |
95.39 |
-0.64 |
0 |
3,323 |
+0 |
Total Volume and Open Interest |
114,106 |
477,397 |
+993 |
US Dollar Index(ICE) |
Sep12 |
120904 |
81.235 |
81.395 |
81.055 |
81.315 |
+0.100 |
12,379 |
62,356 |
-353 |
Dec12 |
120904 |
81.500 |
81.695 |
81.380 |
81.635 |
+0.105 |
85 |
1,342 |
+54 |
Mar13 |
120904 |
82.035 |
82.035 |
82.035 |
82.035 |
+0.115 |
|
|
|
Total Volume and Open Interest |
12,464 |
63,698 |
-299 |
Australian Dollar(CME) |
Sep12 |
120904 |
102.84 |
103.11 |
102.03 |
102.15 |
-0.96 |
112,025 |
188,100 |
-1,161 |
Dec12 |
120904 |
101.98 |
102.28 |
101.21 |
101.32 |
-0.96 |
690 |
2,478 |
+86 |
Mar13 |
120904 |
100.58 |
101.52 |
100.58 |
100.58 |
-0.94 |
0 |
5 |
+0 |
Total Volume and Open Interest |
112,715 |
190,594 |
-1,075 |
British Pound(CME) |
Sep12 |
120904 |
158.78 |
159.11 |
158.50 |
158.80 |
-0.02 |
77,994 |
114,894 |
+1,168 |
Dec12 |
120904 |
158.75 |
159.06 |
158.50 |
158.76 |
-0.02 |
250 |
2,600 |
+206 |
Mar13 |
120904 |
158.80 |
158.80 |
158.73 |
158.73 |
-0.03 |
0 |
88 |
+0 |
Total Volume and Open Interest |
78,244 |
117,636 |
+1,374 |
Canadian Dollar(CME) |
Sep12 |
120904 |
101.32 |
101.57 |
101.20 |
101.45 |
+0.01 |
74,420 |
143,420 |
-5,248 |
Dec12 |
120904 |
101.10 |
101.35 |
101.02 |
101.24 |
+0.01 |
826 |
9,678 |
-7 |
Mar13 |
120904 |
101.05 |
101.05 |
100.88 |
100.99 |
+0.01 |
26 |
1,614 |
+8 |
Jun13 |
120904 |
100.58 |
100.73 |
100.58 |
100.73 |
+0.02 |
1 |
461 |
-1 |
Total Volume and Open Interest |
75,273 |
155,298 |
-5,248 |
Japanese Yen(CME) |
Sep12 |
120904 |
127.66 |
127.89 |
127.44 |
127.48 |
-0.19 |
49,943 |
147,931 |
+4,969 |
Dec12 |
120904 |
127.76 |
128.00 |
127.57 |
127.59 |
-0.19 |
480 |
2,562 |
+203 |
Mar13 |
120904 |
127.88 |
127.93 |
127.73 |
127.73 |
-0.20 |
0 |
51 |
+0 |
Total Volume and Open Interest |
50,423 |
150,553 |
+5,172 |
Swiss Franc(CME) |
Sep12 |
120904 |
104.76 |
105.18 |
104.55 |
104.67 |
-0.13 |
30,695 |
56,538 |
+1,902 |
Dec12 |
120904 |
104.94 |
105.31 |
104.75 |
104.86 |
-0.15 |
33 |
618 |
+3 |
Mar13 |
120904 |
105.11 |
105.26 |
105.11 |
105.11 |
-0.15 |
0 |
2 |
+0 |
Total Volume and Open Interest |
30,728 |
57,158 |
+1,905 |
EuroFX(CME) |
Sep12 |
120904 |
125.81 |
126.30 |
125.56 |
125.74 |
-0.08 |
183,075 |
303,476 |
-343 |
Dec12 |
120904 |
125.97 |
126.43 |
125.71 |
125.88 |
-0.08 |
1,514 |
7,454 |
+305 |
Mar13 |
120904 |
125.88 |
126.60 |
125.88 |
126.04 |
-0.08 |
0 |
115 |
+0 |
Total Volume and Open Interest |
184,591 |
311,588 |
-38 |
Mexican Peso(CME) |
Sep12 |
120904 |
754.75 |
760.50 |
754.25 |
758.75 |
+1.25 |
31,874 |
182,054 |
+400 |
Oct12 |
120904 |
757.00 |
757.00 |
755.75 |
757.00 |
+1.25 |
|
|
|
Total Volume and Open Interest |
33,115 |
222,867 |
+737 |
Brazilian Real(CME) |
Oct12 |
120904 |
490.30 |
490.30 |
487.50 |
488.20 |
-3.05 |
0 |
1,673 |
+0 |
Nov12 |
120904 |
485.50 |
488.50 |
485.50 |
486.00 |
-2.50 |
|
|
|
Dec12 |
120904 |
485.05 |
485.05 |
482.80 |
483.50 |
-3.10 |
108 |
1,673 |
+0 |
Jan13 |
120904 |
481.95 |
485.05 |
481.95 |
481.95 |
-3.10 |
|
|
|
Total Volume and Open Interest |
460 |
18,597 |
-96 |
30-Year T-Bonds(CBOT) |
Sep12 |
120904 |
150~230 |
150~310 |
150~020 |
150~070 |
-0~090 |
340,681 |
122,067 |
-80,364 |
Dec12 |
120904 |
151~210 |
151~290 |
150~300 |
151~040 |
-0~090 |
233,807 |
538,022 |
+56,145 |
Mar13 |
120904 |
150~000 |
150~180 |
150~000 |
150~010 |
-0~170 |
0 |
4 |
+0 |
Total Volume and Open Interest |
574,488 |
660,093 |
-24,219 |
10-Year T-Notes(CBOT) |
Sep12 |
120904 |
134~255 |
134~275 |
134~130 |
134~145 |
-0~095 |
1,069,979 |
140,272 |
-280,167 |
Dec12 |
120904 |
133~240 |
133~265 |
133~110 |
133~130 |
-0~100 |
871,886 |
1,477,945 |
+262,067 |
Mar13 |
120904 |
132~180 |
132~280 |
132~180 |
132~180 |
-0~100 |
|
|
|
Total Volume and Open Interest |
1,941,865 |
1,618,217 |
-18,100 |
5-Year T-Notes(CBOT) |
Sep12 |
120904 |
124~127 |
125~003 |
124~103 |
124~106 |
-0~016 |
672,751 |
215,995 |
-142,167 |
Dec12 |
120904 |
124~092 |
124~093 |
124~064 |
124~068 |
-0~017 |
563,061 |
1,105,725 |
+189,472 |
Mar13 |
120904 |
124~008 |
124~064 |
124~005 |
124~064 |
+0~059 |
|
|
|
Total Volume and Open Interest |
1,235,812 |
1,321,720 |
+47,305 |
2 Year T-Notes(CBOT) |
Sep12 |
120904 |
110~036 |
110~036 |
110~030 |
110~031 |
-0~003 |
276,185 |
116,057 |
-115,597 |
Dec12 |
120904 |
110~038 |
110~039 |
110~032 |
110~033 |
-0~004 |
265,147 |
860,212 |
+110,416 |
Mar13 |
120904 |
110~025 |
110~029 |
110~025 |
110~025 |
-0~004 |
|
|
|
Total Volume and Open Interest |
541,332 |
976,269 |
-5,181 |
Eurodollars(CME) |
Sep12 |
120904 |
99.613 |
99.618 |
99.610 |
99.615 |
+0.005 |
88,330 |
795,084 |
+6,634 |
Dec12 |
120904 |
99.645 |
99.650 |
99.635 |
99.645 |
unch |
113,851 |
918,120 |
+1,359 |
Mar13 |
120904 |
99.635 |
99.650 |
99.635 |
99.645 |
unch |
120,229 |
693,002 |
-22,457 |
Jun13 |
120904 |
99.630 |
99.645 |
99.625 |
99.635 |
unch |
119,176 |
654,003 |
+13,846 |
Sep13 |
120904 |
99.615 |
99.635 |
99.610 |
99.620 |
unch |
125,291 |
693,513 |
+9,861 |
Dec13 |
120904 |
99.590 |
99.610 |
99.580 |
99.595 |
unch |
142,548 |
658,865 |
+9,326 |
Mar14 |
120904 |
99.565 |
99.590 |
99.555 |
99.575 |
+0.005 |
121,883 |
574,982 |
+19,034 |
Jun14 |
120904 |
99.535 |
99.560 |
99.520 |
99.540 |
+0.005 |
96,564 |
454,221 |
-18,729 |
Sep14 |
120904 |
99.500 |
99.520 |
99.475 |
99.495 |
unch |
89,279 |
365,354 |
+2,277 |
Dec14 |
120904 |
99.435 |
99.460 |
99.415 |
99.430 |
-0.005 |
76,660 |
385,711 |
+8,068 |
Mar15 |
120904 |
99.395 |
99.405 |
99.365 |
99.380 |
-0.005 |
72,616 |
360,403 |
+6,015 |
Jun15 |
120904 |
1.021 |
1.026 |
0.981 |
0.996 |
-0.010 |
76,842 |
385,443 |
+11,828 |
Sep15 |
120904 |
0.911 |
0.926 |
0.876 |
0.886 |
-0.015 |
64,063 |
265,950 |
+696 |
Dec15 |
120904 |
0.776 |
0.791 |
0.746 |
0.751 |
-0.015 |
60,664 |
203,236 |
+4,755 |
Mar16 |
120904 |
0.651 |
0.661 |
0.616 |
0.616 |
-0.020 |
34,542 |
118,808 |
+5,159 |
Jun16 |
120904 |
0.506 |
0.521 |
0.471 |
0.471 |
-0.020 |
30,753 |
115,762 |
+4,605 |
Sep16 |
120904 |
0.371 |
0.376 |
0.321 |
0.321 |
-0.025 |
24,500 |
90,421 |
+2,149 |
Dec16 |
120904 |
0.211 |
0.221 |
0.156 |
0.156 |
-0.030 |
19,024 |
88,104 |
+4,202 |
Total Volume and Open Interest |
1,502,860 |
8,034,387 |
+71,805 |
30 Day Federal Funds(CBOT) |
Sep12 |
120904 |
99.868 |
99.872 |
99.865 |
99.870 |
+0.005 |
508 |
50,851 |
+126 |
Oct12 |
120904 |
99.870 |
99.880 |
99.870 |
99.875 |
+0.005 |
3,143 |
57,816 |
-532 |
Nov12 |
120904 |
99.880 |
99.885 |
99.875 |
99.880 |
+0.005 |
1,620 |
47,994 |
+906 |
Dec12 |
120904 |
99.880 |
99.890 |
99.880 |
99.880 |
unch |
203 |
30,075 |
-69 |
Jan13 |
120904 |
99.885 |
99.890 |
99.880 |
99.885 |
+0.005 |
306 |
19,362 |
-1 |
Feb13 |
120904 |
99.880 |
99.890 |
99.875 |
99.880 |
+0.005 |
755 |
19,121 |
+401 |
Total Volume and Open Interest |
20,761 |
496,225 |
+3,382 |
30 Day Fed Funds(e-CBOT) |
3-Mth Euro-Yen(CME) |
Sep12 |
120904 |
99.675 |
99.675 |
99.675 |
99.675 |
unch |
|
|
|
Dec12 |
120904 |
99.685 |
99.685 |
99.685 |
99.685 |
unch |
|
|
|
Mar13 |
120904 |
99.700 |
99.700 |
99.700 |
99.700 |
unch |
|
|
|
Jun13 |
120904 |
99.715 |
99.715 |
99.715 |
99.715 |
unch |
|
|
|
Sep13 |
120904 |
99.715 |
99.715 |
99.715 |
99.715 |
unch |
|
|
|
Dec13 |
120904 |
99.725 |
99.725 |
99.725 |
99.725 |
unch |
|
|
|
Mar14 |
120904 |
99.725 |
99.725 |
99.725 |
99.725 |
unch |
|
|
|
Jun14 |
120904 |
99.585 |
99.585 |
99.585 |
99.585 |
unch |
|
|
|
Sep14 |
120904 |
99.445 |
99.445 |
99.445 |
99.445 |
unch |
|
|
|
Dec14 |
120904 |
99.670 |
99.670 |
99.670 |
99.670 |
unch |
|
|
|
Total Volume and Open Interest |
|
|
|
3-Mth Euro-Yen(SGX) |
Sep12 |
120904 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
0 |
1,571 |
+0 |
Dec12 |
120904 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
0 |
660 |
+0 |
Mar13 |
120904 |
99.70 |
99.70 |
99.70 |
99.70 |
unch |
0 |
183 |
+0 |
Jun13 |
120904 |
99.71 |
99.71 |
99.71 |
99.71 |
unch |
0 |
201 |
+0 |
Sep13 |
120904 |
99.71 |
99.71 |
99.71 |
99.71 |
unch |
0 |
305 |
+0 |
Dec13 |
120904 |
99.72 |
99.72 |
99.72 |
99.72 |
unch |
0 |
384 |
+0 |
Mar14 |
120904 |
99.72 |
99.72 |
99.72 |
99.72 |
unch |
0 |
344 |
+0 |
Jun14 |
120904 |
99.58 |
99.58 |
99.58 |
99.58 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
3,652 |
+0 |
Japanese Gov't Bonds(SGX) |
Sep12 |
120904 |
144.17 |
144.19 |
144.04 |
144.12 |
+0.14 |
1,926 |
15,811 |
+286 |
Dec12 |
120904 |
143.90 |
143.98 |
143.82 |
143.92 |
+0.17 |
30 |
92 |
+19 |
Mar13 |
120904 |
141.83 |
141.83 |
141.83 |
141.83 |
+0.17 |
|
|
|
Total Volume and Open Interest |
1,956 |
15,903 |
+305 |
Euro-Bund(EUREX) |
Sep12 |
120904 |
143.56 |
143.69 |
143.02 |
143.50 |
-0.52 |
505,821 |
783,170 |
-16,665 |
Dec12 |
120904 |
141.83 |
141.95 |
141.28 |
141.76 |
-0.54 |
42,398 |
75,121 |
+20,649 |
Mar13 |
120904 |
143.17 |
143.36 |
142.87 |
143.31 |
-0.59 |
622 |
6,891 |
+454 |
Total Volume and Open Interest |
548,841 |
865,182 |
+4,438 |
Euro-Bobl(EUREX) |
Sep12 |
120904 |
127.52 |
127.63 |
127.34 |
127.55 |
-0.07 |
261,691 |
608,947 |
-25,472 |
Dec12 |
120904 |
125.86 |
125.95 |
125.68 |
125.88 |
-0.08 |
31,501 |
91,954 |
+17,580 |
Mar13 |
120904 |
125.88 |
125.88 |
125.88 |
125.88 |
-0.08 |
|
|
|
Total Volume and Open Interest |
293,192 |
700,901 |
-7,892 |
3-Mth Euribor(EUREX) |
Sep12 |
120904 |
99.760 |
99.760 |
99.760 |
99.760 |
+0.005 |
0 |
3,019 |
-200 |
Dec12 |
120904 |
99.775 |
99.785 |
99.775 |
99.785 |
+0.005 |
0 |
1,422 |
+0 |
Mar13 |
120904 |
99.780 |
99.780 |
99.780 |
99.780 |
+0.005 |
0 |
1,247 |
+0 |
Total Volume and Open Interest |
16 |
7,407 |
-184 |
Long Gilt(LIFFE) |
Sep12 |
120904 |
121~22 |
122~05 |
121~11 |
122~02 |
+0~04 |
16,353 |
39,985 |
-22,622 |
Dec12 |
120904 |
120~21 |
121~06 |
120~11 |
121~02 |
+0~03 |
117,632 |
348,097 |
+1,103 |
Total Volume and Open Interest |
133,985 |
388,082 |
-21,519 |
3-Mth Short Sterling(LIFFE) |
Sep12 |
120904 |
99.34 |
99.35 |
99.34 |
99.34 |
-0.02 |
34,118 |
321,741 |
-3,700 |
Dec12 |
120904 |
99.44 |
99.45 |
99.42 |
99.42 |
-0.03 |
37,505 |
361,873 |
+1,155 |
Mar13 |
120904 |
99.47 |
99.48 |
99.45 |
99.46 |
-0.02 |
34,454 |
313,349 |
-521 |
Jun13 |
120904 |
99.49 |
99.50 |
99.46 |
99.48 |
-0.01 |
45,715 |
307,840 |
+1,238 |
Sep13 |
120904 |
99.49 |
99.50 |
99.47 |
99.48 |
unch |
38,214 |
358,127 |
+1,650 |
Dec13 |
120904 |
99.47 |
99.48 |
99.44 |
99.46 |
unch |
28,940 |
272,768 |
+21,044 |
Total Volume and Open Interest |
284,829 |
2,687,799 |
+46,795 |
3-Mth Euribor(LIFFE) |
Sep12 |
120904 |
99.760 |
99.765 |
99.750 |
99.760 |
+0.005 |
63,321 |
450,850 |
-14,280 |
Dec12 |
120904 |
99.780 |
99.790 |
99.770 |
99.785 |
+0.005 |
102,978 |
538,383 |
+13,182 |
Mar13 |
120904 |
99.770 |
99.780 |
99.760 |
99.775 |
unch |
64,289 |
459,583 |
+3,999 |
Total Volume and Open Interest |
713,887 |
3,740,416 |
+43,450 |
3-Mth Aus T-Bills(SFE) |
Sep12 |
120904 |
96.48 |
96.54 |
96.44 |
96.45 |
unch |
15,154 |
101,884 |
-4,701 |
Dec12 |
120904 |
96.85 |
96.94 |
96.84 |
96.87 |
+0.06 |
28,596 |
167,920 |
+756 |
Mar13 |
120904 |
97.07 |
97.16 |
97.04 |
97.10 |
+0.07 |
20,436 |
123,301 |
+7,058 |
Jun13 |
120904 |
97.13 |
97.22 |
97.10 |
97.15 |
+0.06 |
12,986 |
100,276 |
+1,615 |
Sep13 |
120904 |
97.09 |
97.16 |
97.06 |
97.11 |
+0.06 |
6,956 |
62,833 |
+598 |
Dec13 |
120904 |
97.02 |
97.08 |
97.00 |
97.03 |
+0.05 |
5,510 |
52,134 |
+1,794 |
Mar14 |
120904 |
96.92 |
97.01 |
96.92 |
96.95 |
+0.04 |
2,392 |
31,511 |
+147 |
Jun14 |
120904 |
96.86 |
96.94 |
96.86 |
96.88 |
+0.05 |
2,346 |
17,525 |
+868 |
Sep14 |
120904 |
96.85 |
96.86 |
96.80 |
96.80 |
+0.03 |
57 |
2,225 |
+55 |
Dec14 |
120904 |
96.72 |
96.72 |
96.72 |
96.72 |
+0.03 |
2 |
584 |
+1 |
Total Volume and Open Interest |
94,435 |
660,242 |
+8,191 |
10-Year Aus T-Bonds(SFE) |
Sep12 |
120904 |
97.02 |
97.06 |
96.99 |
97.00 |
unch |
52,005 |
368,583 |
+767 |
Dec12 |
120904 |
97.02 |
97.02 |
97.01 |
97.01 |
+0.01 |
20 |
37 |
+20 |
Total Volume and Open Interest |
52,025 |
368,620 |
+787 |
3-Year Aus T-Bonds(SFE) |
Sep12 |
120904 |
97.60 |
97.67 |
97.57 |
97.59 |
+0.04 |
172,758 |
466,877 |
+11,489 |
Dec12 |
120904 |
97.70 |
97.74 |
97.66 |
97.66 |
+0.04 |
100 |
410 |
+100 |
Total Volume and Open Interest |
172,858 |
467,287 |
+11,589 |
Gold(CMX) |
Oct12 |
120904 |
1691.0 |
1699.0 |
1685.1 |
1693.6 |
+8.3 |
4,123 |
30,679 |
-849 |
Dec12 |
120904 |
1693.4 |
1701.6 |
1687.6 |
1696.0 |
+8.4 |
96,786 |
279,372 |
+2,643 |
Feb13 |
120904 |
1696.2 |
1703.2 |
1691.7 |
1698.2 |
+8.5 |
656 |
23,977 |
-107 |
Apr13 |
120904 |
1696.9 |
1704.1 |
1694.7 |
1700.3 |
+8.5 |
247 |
14,313 |
+11 |
Jun13 |
120904 |
1700.4 |
1705.4 |
1696.6 |
1702.4 |
+8.5 |
163 |
19,907 |
+9 |
Aug13 |
120904 |
1704.2 |
1708.4 |
1704.2 |
1704.4 |
+8.5 |
137 |
4,403 |
+21 |
Oct13 |
120904 |
1707.3 |
1708.0 |
1706.5 |
1706.5 |
+8.5 |
65 |
725 |
-5 |
Dec13 |
120904 |
1703.4 |
1712.0 |
1701.5 |
1708.8 |
+8.5 |
89 |
9,510 |
+38 |
Feb14 |
120904 |
1711.2 |
1716.0 |
1711.2 |
1711.2 |
+8.5 |
11 |
2,266 |
-11 |
Apr14 |
120904 |
1713.4 |
1713.4 |
1713.4 |
1713.4 |
+8.5 |
0 |
3,606 |
+0 |
Jun14 |
120904 |
1715.7 |
1715.7 |
1715.7 |
1715.7 |
+8.5 |
0 |
7,780 |
+0 |
Total Volume and Open Interest |
102,696 |
424,521 |
+1,770 |
Silver(CMX) |
Sep12 |
120904 |
3166.0 |
3236.0 |
3152.0 |
3234.8 |
+97.8 |
14,491 |
2,575 |
-3,899 |
Dec12 |
120904 |
3173.5 |
3247.0 |
3157.5 |
3241.1 |
+96.9 |
46,709 |
76,146 |
+1,946 |
Mar13 |
120904 |
3184.0 |
3252.5 |
3176.5 |
3247.9 |
+97.0 |
2,752 |
4,979 |
+15 |
May13 |
120904 |
3195.0 |
3255.5 |
3195.0 |
3251.2 |
+97.0 |
71 |
3,990 |
+0 |
Jul13 |
120904 |
3201.5 |
3254.0 |
3200.5 |
3254.0 |
+97.0 |
71 |
4,999 |
-19 |
Sep13 |
120904 |
3256.7 |
3256.7 |
3256.7 |
3256.7 |
+97.0 |
88 |
2,076 |
-28 |
Dec13 |
120904 |
3207.0 |
3259.6 |
3200.0 |
3259.6 |
+97.1 |
132 |
12,737 |
-25 |
Total Volume and Open Interest |
64,548 |
116,923 |
-2,006 |
Platinum(NYMEX) |
Oct12 |
120904 |
1541.5 |
1570.8 |
1537.9 |
1567.5 |
+30.2 |
7,679 |
48,827 |
-198 |
Jan13 |
120904 |
1545.1 |
1572.4 |
1543.3 |
1571.3 |
+30.7 |
529 |
4,882 |
+148 |
Apr13 |
120904 |
1556.6 |
1574.3 |
1556.6 |
1574.3 |
+31.1 |
12 |
698 |
+2 |
Jul13 |
120904 |
1575.3 |
1575.3 |
1575.3 |
1575.3 |
+31.1 |
0 |
1 |
+0 |
Total Volume and Open Interest |
8,232 |
54,411 |
-46 |
Palladium(NYMEX) |
Sep12 |
120904 |
626.80 |
640.25 |
626.80 |
640.25 |
+12.30 |
1,732 |
503 |
-888 |
Dec12 |
120904 |
628.50 |
642.80 |
628.20 |
641.45 |
+12.05 |
4,440 |
18,975 |
-88 |
Mar13 |
120904 |
634.30 |
643.00 |
633.40 |
643.00 |
+12.10 |
60 |
613 |
+0 |
Total Volume and Open Interest |
6,236 |
20,102 |
-973 |
Copper(CMX) |
Sep12 |
120904 |
344.30 |
349.10 |
342.95 |
346.85 |
+1.45 |
19,374 |
7,231 |
-7,093 |
Dec12 |
120904 |
346.00 |
350.00 |
343.25 |
346.90 |
+1.20 |
45,379 |
94,083 |
+1,538 |
Mar13 |
120904 |
346.30 |
350.40 |
345.20 |
347.80 |
+1.25 |
1,062 |
16,541 |
+236 |
May13 |
120904 |
349.50 |
350.80 |
348.30 |
348.35 |
+1.20 |
59 |
2,719 |
+9 |
Jul13 |
120904 |
351.15 |
351.50 |
348.80 |
348.80 |
+1.25 |
46 |
2,585 |
-1 |
Total Volume and Open Interest |
67,719 |
138,559 |
-4,501 |
DJIA Index(CBOT) |
Sep12 |
120904 |
13067 |
13119 |
12965 |
13050 |
-29 |
196 |
12,456 |
+33 |
Dec12 |
120904 |
12940 |
12970 |
12940 |
12970 |
-27 |
0 |
31 |
+0 |
Mar13 |
120904 |
12896 |
12923 |
12896 |
12896 |
-27 |
|
|
|
Jun13 |
120904 |
12820 |
12847 |
12820 |
12820 |
-27 |
|
|
|
Total Volume and Open Interest |
196 |
12,487 |
+33 |
E-mini DJIA Index(CBOT) |
Sep12 |
120904 |
13062 |
13121 |
12965 |
13050 |
-29 |
103,447 |
113,839 |
-4,650 |
Dec12 |
120904 |
12950 |
13043 |
12888 |
12970 |
-27 |
263 |
355 |
+62 |
Mar13 |
120904 |
12850 |
12896 |
12850 |
12896 |
-27 |
0 |
5 |
+0 |
Jun13 |
120904 |
12820 |
12820 |
12820 |
12820 |
-27 |
0 |
39 |
+0 |
Total Volume and Open Interest |
103,710 |
114,238 |
-4,588 |
S & P 500(CME) |
Sep12 |
120904 |
1405.00 |
1409.50 |
1394.80 |
1406.00 |
+0.90 |
10,056 |
223,826 |
+3,139 |
Dec12 |
120904 |
1397.50 |
1401.00 |
1390.00 |
1398.90 |
+0.90 |
227 |
15,266 |
-47 |
Mar13 |
120904 |
1392.10 |
1394.10 |
1384.10 |
1392.10 |
+1.00 |
41 |
1,305 |
-2 |
Jun13 |
120904 |
1384.90 |
1386.90 |
1376.90 |
1384.90 |
+1.00 |
0 |
131 |
+0 |
Total Volume and Open Interest |
10,324 |
240,528 |
+3,090 |
S & P 500 E-Mini(Globex) |
Sep12 |
120904 |
1406.25 |
1409.50 |
1394.50 |
1406.00 |
+1.00 |
1,217,187 |
3,031,988 |
+2,101 |
Dec12 |
120904 |
1398.75 |
1402.00 |
1387.50 |
1399.00 |
+1.00 |
11,702 |
56,104 |
+6,202 |
Total Volume and Open Interest |
1,230,463 |
3,091,112 |
+9,238 |
NASDAQ 100(CME) |
Sep12 |
120904 |
2768.80 |
2782.50 |
2742.00 |
2774.50 |
+3.50 |
461 |
19,829 |
-50 |
Dec12 |
120904 |
2738.00 |
2772.00 |
2738.00 |
2767.50 |
+4.00 |
4 |
95 |
+2 |
Mar13 |
120904 |
2762.00 |
2762.00 |
2758.00 |
2762.00 |
+4.00 |
|
|
|
Total Volume and Open Interest |
465 |
19,924 |
-48 |
NASDAQ 100 E-Mini(Globex) |
Sep12 |
120904 |
2773.00 |
2782.80 |
2742.80 |
2774.50 |
+3.50 |
165,170 |
461,984 |
+836 |
Dec12 |
120904 |
2760.50 |
2775.50 |
2736.30 |
2767.50 |
+4.00 |
359 |
1,846 |
+271 |
Total Volume and Open Interest |
165,529 |
463,840 |
+1,107 |
S & P Midcap 400(CME) |
Sep12 |
120904 |
963.00 |
984.10 |
963.00 |
984.10 |
+13.30 |
0 |
3,412 |
+0 |
Dec12 |
120904 |
980.80 |
980.80 |
967.50 |
980.80 |
+13.30 |
|
|
|
Mar13 |
120904 |
978.80 |
978.80 |
965.50 |
978.80 |
+13.30 |
|
|
|
Total Volume and Open Interest |
0 |
3,412 |
+0 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Sep12 |
120904 |
8895 |
8915 |
8725 |
8800 |
-95 |
3,725 |
31,003 |
-214 |
Dec12 |
120904 |
8800 |
8850 |
8685 |
8755 |
-95 |
104 |
444 |
+53 |
Total Volume and Open Interest |
3,829 |
31,447 |
-161 |
Nikkei 225(SGX) |
Sep12 |
120904 |
8790 |
8815 |
8725 |
8765 |
-60 |
82,853 |
194,745 |
+2,299 |
Dec12 |
120904 |
8725 |
8745 |
8665 |
8700 |
-60 |
442 |
12,758 |
+307 |
Mar13 |
120904 |
8685 |
8685 |
8685 |
8685 |
-65 |
0 |
48 |
+0 |
Total Volume and Open Interest |
83,362 |
220,648 |
+2,576 |
CAC 40(EURONEXT) |
Sep12 |
120904 |
3444.0 |
3454.5 |
3387.0 |
3394.0 |
-11.5 |
108,296 |
327,559 |
+2,242 |
Oct12 |
120904 |
3441.5 |
3441.5 |
3376.0 |
3382.0 |
-10.5 |
134 |
7,437 |
+537 |
Nov12 |
120904 |
3379.0 |
3379.0 |
3379.0 |
3379.0 |
-11.0 |
|
|
|
Total Volume and Open Interest |
108,430 |
335,108 |
+2,779 |
Hang Seng Index(HKFE) |
Sep12 |
120904 |
19410 |
19474 |
19303 |
19319 |
-50 |
63,101 |
95,960 |
+11,674 |
Oct12 |
120904 |
19412 |
19440 |
19290 |
19312 |
-38 |
|
|
|
Total Volume and Open Interest |
76,329 |
120,123 |
|
DAX(EUREX) |
Sep12 |
120904 |
7002.5 |
7019.0 |
6919.5 |
6941.5 |
-28.0 |
105,435 |
150,843 |
-2,511 |
Dec12 |
120904 |
6996.0 |
7019.5 |
6926.0 |
6943.5 |
-27.0 |
395 |
11,630 |
+31 |
Mar13 |
120904 |
7006.5 |
7006.5 |
6935.0 |
6944.5 |
-27.0 |
96 |
1,037 |
+6 |
Total Volume and Open Interest |
105,926 |
163,510 |
-2,474 |
FT-SE 100(EURONEXT) |
Sep12 |
120904 |
5749.00 |
5757.50 |
5650.50 |
5663.50 |
-35.00 |
113,047 |
638,947 |
-3,766 |
Dec12 |
120904 |
5720.50 |
5720.50 |
5626.00 |
5635.50 |
-34.50 |
118 |
8,783 |
+609 |
Mar13 |
120904 |
5591.00 |
5591.00 |
5591.00 |
5591.00 |
-35.50 |
1 |
227 |
+0 |
Total Volume and Open Interest |
113,166 |
647,957 |
-3,157 |
SPI 200(SFE) |
Sep12 |
120904 |
4335.0 |
4349.0 |
4293.0 |
4313.0 |
+5.0 |
29,708 |
271,456 |
+4,781 |
Dec12 |
120904 |
4344.0 |
4344.0 |
4297.0 |
4315.0 |
+5.0 |
24 |
6,445 |
+11 |
Mar13 |
120904 |
4279.0 |
4279.0 |
4279.0 |
4279.0 |
+2.0 |
0 |
1,365 |
+0 |
Total Volume and Open Interest |
30,419 |
281,530 |
+5,273 |
GSCI(CME) |
Sep12 |
120904 |
679.00 |
679.50 |
670.50 |
670.50 |
-6.00 |
52 |
8,979 |
-1 |
Oct12 |
120904 |
679.25 |
679.75 |
670.75 |
670.75 |
-5.95 |
3 |
8 |
+3 |
Nov12 |
120904 |
671.00 |
679.75 |
671.00 |
671.00 |
-6.20 |
|
|
|
Total Volume and Open Interest |
55 |
8,987 |
+2 |
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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