|
MRCI's End of Day Prices |
Daily Futures Price Listing Wed September 05, 2012 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Sep12 |
120905 |
1768.50 |
1771.50 |
1744.25 |
1748.00 |
-23.00 |
2,730 |
4,301 |
-1,120 |
Nov12 |
120905 |
1766.75 |
1769.75 |
1742.50 |
1747.50 |
-20.75 |
95,892 |
370,421 |
-805 |
Jan13 |
120905 |
1763.25 |
1767.50 |
1742.00 |
1746.25 |
-20.00 |
16,793 |
94,242 |
-734 |
Mar13 |
120905 |
1710.00 |
1712.00 |
1686.75 |
1694.50 |
-17.50 |
13,626 |
92,926 |
+272 |
May13 |
120905 |
1621.50 |
1624.50 |
1607.25 |
1613.00 |
-10.25 |
7,862 |
84,763 |
+246 |
Jul13 |
120905 |
1591.00 |
1595.75 |
1579.50 |
1586.25 |
-7.75 |
4,731 |
65,587 |
-447 |
Aug13 |
120905 |
1550.25 |
1550.25 |
1535.00 |
1540.75 |
-6.00 |
23 |
415 |
+5 |
Sep13 |
120905 |
1453.50 |
1465.75 |
1453.50 |
1459.75 |
-6.00 |
27 |
613 |
+3 |
Nov13 |
120905 |
1381.00 |
1387.00 |
1368.00 |
1376.50 |
-5.50 |
1,376 |
29,564 |
+144 |
Jan14 |
120905 |
1382.50 |
1386.75 |
1379.25 |
1380.75 |
-6.00 |
1 |
226 |
+0 |
Mar14 |
120905 |
1380.75 |
1386.75 |
1380.75 |
1380.75 |
-6.00 |
0 |
55 |
+0 |
May14 |
120905 |
1381.25 |
1387.25 |
1381.25 |
1381.25 |
-6.00 |
0 |
80 |
+0 |
Jul14 |
120905 |
1384.25 |
1391.00 |
1384.25 |
1384.25 |
-6.75 |
0 |
40 |
+0 |
Aug14 |
120905 |
1379.00 |
1385.75 |
1379.00 |
1379.00 |
-6.75 |
|
|
|
Total Volume and Open Interest |
143,062 |
744,916 |
-2,436 |
Soybean Meal(CBOT) |
Sep12 |
120905 |
542.00 |
543.60 |
531.80 |
532.00 |
-9.40 |
7,326 |
8,676 |
-2,993 |
Oct12 |
120905 |
533.80 |
534.70 |
524.00 |
525.20 |
-8.70 |
9,972 |
47,019 |
+91 |
Dec12 |
120905 |
533.00 |
534.10 |
523.30 |
525.00 |
-8.40 |
33,045 |
118,653 |
-943 |
Jan13 |
120905 |
527.90 |
529.00 |
519.20 |
520.80 |
-8.20 |
2,524 |
20,186 |
+252 |
Mar13 |
120905 |
506.20 |
507.10 |
497.90 |
499.60 |
-7.30 |
1,336 |
16,489 |
+3 |
May13 |
120905 |
469.30 |
469.30 |
463.50 |
464.70 |
-4.40 |
2,474 |
19,200 |
+421 |
Jul13 |
120905 |
456.00 |
457.70 |
452.00 |
454.40 |
-3.00 |
1,746 |
15,576 |
+406 |
Aug13 |
120905 |
441.30 |
443.20 |
440.20 |
440.50 |
-2.70 |
73 |
822 |
+44 |
Sep13 |
120905 |
414.50 |
417.20 |
414.50 |
415.20 |
-1.90 |
36 |
957 |
+8 |
Oct13 |
120905 |
384.90 |
387.10 |
384.20 |
384.20 |
-2.90 |
146 |
2,297 |
+60 |
Total Volume and Open Interest |
58,923 |
256,990 |
-2,640 |
Soybean Oil(CBOT) |
Sep12 |
120905 |
57.09 |
57.54 |
57.05 |
57.36 |
-0.21 |
11,991 |
7,658 |
-770 |
Oct12 |
120905 |
57.79 |
57.79 |
57.25 |
57.53 |
-0.25 |
12,290 |
45,992 |
+1,167 |
Dec12 |
120905 |
58.22 |
58.24 |
57.66 |
57.97 |
-0.25 |
43,208 |
178,304 |
+2,758 |
Jan13 |
120905 |
58.33 |
58.46 |
57.93 |
58.20 |
-0.26 |
6,828 |
34,161 |
+1,114 |
Mar13 |
120905 |
58.67 |
58.67 |
58.16 |
58.47 |
-0.20 |
3,646 |
24,602 |
+247 |
May13 |
120905 |
58.35 |
58.48 |
57.89 |
58.31 |
-0.15 |
4,461 |
15,358 |
+384 |
Jul13 |
120905 |
58.03 |
58.18 |
57.65 |
58.05 |
-0.10 |
3,083 |
13,864 |
-184 |
Aug13 |
120905 |
57.44 |
57.55 |
57.25 |
57.54 |
-0.12 |
173 |
2,082 |
-49 |
Sep13 |
120905 |
56.71 |
56.85 |
56.59 |
56.71 |
-0.16 |
60 |
1,626 |
+9 |
Oct13 |
120905 |
55.47 |
55.62 |
55.32 |
55.43 |
-0.19 |
159 |
2,759 |
+28 |
Total Volume and Open Interest |
86,583 |
334,949 |
+4,987 |
Canola(WCE) |
Nov12 |
120905 |
633.6 |
641.6 |
631.0 |
641.0 |
+7.6 |
8,201 |
130,091 |
-1,670 |
Jan13 |
120905 |
636.5 |
645.0 |
635.9 |
644.7 |
+7.5 |
2,620 |
54,071 |
+772 |
Mar13 |
120905 |
638.7 |
646.1 |
635.4 |
646.1 |
+9.7 |
297 |
17,184 |
+6 |
May13 |
120905 |
627.1 |
634.4 |
623.8 |
634.0 |
+9.3 |
272 |
19,416 |
+20 |
Jul13 |
120905 |
616.0 |
626.0 |
616.0 |
626.0 |
+9.0 |
162 |
3,839 |
+100 |
Total Volume and Open Interest |
11,610 |
227,616 |
-718 |
Corn(CBOT) |
Sep12 |
120905 |
805.50 |
807.25 |
789.00 |
789.75 |
-17.25 |
12,637 |
13,377 |
-4,001 |
Dec12 |
120905 |
804.75 |
806.50 |
789.50 |
790.75 |
-14.25 |
132,273 |
711,244 |
-6,719 |
Mar13 |
120905 |
807.75 |
809.50 |
793.25 |
794.75 |
-13.00 |
26,826 |
184,699 |
-2,043 |
May13 |
120905 |
802.50 |
803.75 |
788.75 |
791.00 |
-11.75 |
5,339 |
52,348 |
-7 |
Jul13 |
120905 |
787.75 |
788.75 |
777.00 |
779.00 |
-9.00 |
8,824 |
105,401 |
+644 |
Sep13 |
120905 |
682.50 |
687.00 |
681.75 |
685.00 |
-0.75 |
755 |
15,018 |
+174 |
Dec13 |
120905 |
655.25 |
659.50 |
652.00 |
656.75 |
-0.25 |
3,482 |
83,291 |
+587 |
Mar14 |
120905 |
661.00 |
666.25 |
661.00 |
664.25 |
-0.50 |
16 |
1,722 |
-2 |
May14 |
120905 |
670.25 |
670.50 |
670.00 |
670.25 |
-0.25 |
37 |
448 |
+0 |
Jul14 |
120905 |
668.75 |
671.50 |
668.75 |
671.50 |
unch |
77 |
1,023 |
+14 |
Total Volume and Open Interest |
190,362 |
1,173,986 |
-11,312 |
Wheat(CBOT) |
Sep12 |
120905 |
864.75 |
865.00 |
844.00 |
845.75 |
-20.25 |
2,460 |
2,228 |
-1,287 |
Dec12 |
120905 |
888.25 |
888.50 |
865.25 |
867.75 |
-21.00 |
53,762 |
269,425 |
-4,676 |
Mar13 |
120905 |
898.50 |
898.75 |
878.25 |
880.50 |
-19.00 |
9,746 |
69,648 |
+1,062 |
May13 |
120905 |
895.00 |
895.75 |
880.00 |
882.00 |
-15.50 |
1,897 |
15,916 |
+452 |
Jul13 |
120905 |
859.50 |
862.75 |
851.25 |
851.50 |
-10.25 |
1,979 |
51,220 |
+597 |
Sep13 |
120905 |
859.00 |
862.50 |
852.50 |
852.50 |
-9.00 |
51 |
1,783 |
-8 |
Total Volume and Open Interest |
70,822 |
441,353 |
-3,523 |
Wheat(KCBT) |
Sep12 |
120905 |
877.50 |
878.75 |
861.50 |
863.00 |
-18.25 |
1,711 |
3,723 |
-574 |
Dec12 |
120905 |
906.50 |
906.75 |
885.25 |
887.00 |
-20.25 |
11,620 |
98,996 |
-1,029 |
Mar13 |
120905 |
917.50 |
919.00 |
898.00 |
899.25 |
-20.50 |
2,321 |
22,726 |
+634 |
May13 |
120905 |
909.75 |
911.25 |
895.75 |
897.75 |
-16.00 |
739 |
8,428 |
+293 |
Jul13 |
120905 |
882.50 |
885.00 |
873.25 |
875.25 |
-9.50 |
391 |
13,316 |
+23 |
Sep13 |
120905 |
877.25 |
881.25 |
875.25 |
875.25 |
-8.50 |
22 |
773 |
+13 |
Total Volume and Open Interest |
16,818 |
148,891 |
-640 |
Wheat(MGE) |
Sep12 |
120905 |
917.00 |
917.00 |
913.50 |
913.50 |
-15.25 |
540 |
137 |
-386 |
Dec12 |
120905 |
948.00 |
948.00 |
929.00 |
929.75 |
-19.00 |
2,872 |
27,269 |
+192 |
Mar13 |
120905 |
957.00 |
957.50 |
939.00 |
939.50 |
-18.25 |
348 |
7,608 |
+71 |
May13 |
120905 |
958.50 |
961.25 |
946.50 |
946.50 |
-18.00 |
42 |
1,443 |
+2 |
Jul13 |
120905 |
962.75 |
962.75 |
950.25 |
950.75 |
-18.00 |
38 |
442 |
+8 |
Total Volume and Open Interest |
3,949 |
39,544 |
-41 |
Oats(CBOT) |
Sep12 |
120905 |
382.00 |
386.25 |
381.00 |
381.00 |
-5.25 |
44 |
51 |
-40 |
Dec12 |
120905 |
395.00 |
395.25 |
385.50 |
387.00 |
-8.25 |
1,065 |
10,405 |
+414 |
Mar13 |
120905 |
391.50 |
394.50 |
384.50 |
385.75 |
-8.75 |
75 |
951 |
+32 |
May13 |
120905 |
387.00 |
393.50 |
385.25 |
385.25 |
-8.25 |
0 |
47 |
+0 |
Total Volume and Open Interest |
1,184 |
11,468 |
+406 |
Rough Rice(CBOT) |
Sep12 |
120905 |
14.84 |
14.85 |
14.65 |
14.68 |
-0.24 |
94 |
205 |
-1,567 |
Nov12 |
120905 |
15.22 |
15.22 |
14.86 |
14.92 |
-0.26 |
656 |
11,654 |
+6 |
Jan13 |
120905 |
15.50 |
15.50 |
15.20 |
15.23 |
-0.25 |
45 |
1,320 |
+4 |
Mar13 |
120905 |
15.47 |
15.69 |
15.47 |
15.50 |
-0.25 |
2 |
120 |
+2 |
Total Volume and Open Interest |
797 |
13,333 |
-1,555 |
Live Cattle(CME) |
Oct12 |
120905 |
126.200 |
126.730 |
125.850 |
126.330 |
+0.150 |
26,597 |
119,741 |
-1,339 |
Dec12 |
120905 |
128.735 |
129.400 |
128.600 |
129.250 |
+0.370 |
17,363 |
83,885 |
+2,023 |
Feb13 |
120905 |
132.500 |
133.035 |
132.250 |
132.500 |
-0.200 |
6,160 |
36,864 |
+122 |
Apr13 |
120905 |
136.285 |
136.600 |
135.735 |
136.075 |
-0.275 |
5,591 |
31,021 |
-370 |
Jun13 |
120905 |
132.935 |
133.000 |
132.235 |
132.435 |
-0.390 |
2,449 |
12,024 |
+634 |
Aug13 |
120905 |
133.100 |
133.200 |
132.350 |
132.350 |
-0.200 |
218 |
4,503 |
+63 |
Total Volume and Open Interest |
58,450 |
289,729 |
+1,007 |
Feeder Cattle(CME) |
Sep12 |
120905 |
144.750 |
145.735 |
144.750 |
145.050 |
+0.050 |
850 |
6,203 |
-225 |
Oct12 |
120905 |
146.900 |
147.900 |
146.900 |
147.130 |
+0.180 |
2,494 |
14,628 |
-82 |
Nov12 |
120905 |
148.380 |
149.200 |
148.325 |
148.550 |
+0.265 |
1,088 |
6,083 |
-142 |
Jan13 |
120905 |
150.500 |
151.250 |
150.300 |
150.450 |
+0.165 |
709 |
4,802 |
+185 |
Mar13 |
120905 |
153.435 |
154.150 |
153.000 |
153.185 |
-0.215 |
282 |
1,505 |
+38 |
Apr13 |
120905 |
155.000 |
155.300 |
154.325 |
154.325 |
-0.575 |
42 |
641 |
+8 |
May13 |
120905 |
156.000 |
156.785 |
155.600 |
155.600 |
-0.550 |
46 |
1,081 |
+22 |
Total Volume and Open Interest |
5,522 |
34,953 |
-186 |
Lean Hogs(CME) |
Oct12 |
120905 |
73.885 |
75.225 |
73.135 |
73.635 |
-0.565 |
23,441 |
89,098 |
+2,170 |
Dec12 |
120905 |
72.100 |
73.180 |
71.400 |
71.885 |
-0.565 |
18,387 |
63,312 |
+1,531 |
Feb13 |
120905 |
79.550 |
80.135 |
78.500 |
79.050 |
-0.950 |
5,769 |
32,809 |
+428 |
Apr13 |
120905 |
87.800 |
88.050 |
86.535 |
86.850 |
-1.200 |
3,384 |
23,444 |
-263 |
May13 |
120905 |
96.285 |
96.285 |
95.385 |
96.200 |
-0.480 |
61 |
996 |
+8 |
Jun13 |
120905 |
99.500 |
99.850 |
98.535 |
98.750 |
-1.100 |
1,851 |
16,172 |
-6 |
Jul13 |
120905 |
99.000 |
99.135 |
98.050 |
98.400 |
-0.950 |
189 |
3,945 |
+26 |
Aug13 |
120905 |
98.250 |
98.400 |
97.135 |
97.600 |
-0.800 |
38 |
3,130 |
+4 |
Total Volume and Open Interest |
53,176 |
234,942 |
+3,942 |
Class III Milk(CME) |
Sep12 |
120905 |
18.96 |
18.97 |
18.77 |
18.78 |
-0.19 |
272 |
4,854 |
-48 |
Oct12 |
120905 |
19.86 |
20.00 |
19.75 |
19.76 |
-0.19 |
372 |
5,322 |
+1 |
Nov12 |
120905 |
20.08 |
20.12 |
19.80 |
19.88 |
-0.19 |
276 |
4,066 |
-49 |
Dec12 |
120905 |
20.13 |
20.15 |
19.85 |
19.87 |
-0.23 |
136 |
3,585 |
+11 |
Jan13 |
120905 |
19.93 |
19.93 |
19.73 |
19.82 |
-0.11 |
53 |
1,371 |
+2 |
Total Volume and Open Interest |
1,201 |
25,542 |
-47 |
Cocoa(ICE) |
Sep12 |
120905 |
2717 |
2717 |
2702 |
2702 |
+111 |
9 |
44 |
-87 |
Dec12 |
120905 |
2563 |
2675 |
2559 |
2654 |
+103 |
17,454 |
104,511 |
+1,036 |
Mar13 |
120905 |
2572 |
2680 |
2567 |
2660 |
+101 |
9,238 |
41,268 |
+310 |
May13 |
120905 |
2578 |
2677 |
2578 |
2665 |
+100 |
5,421 |
20,300 |
+2,622 |
Jul13 |
120905 |
2610 |
2690 |
2610 |
2672 |
+100 |
2,189 |
13,034 |
+387 |
Sep13 |
120905 |
2611 |
2679 |
2607 |
2679 |
+101 |
660 |
5,338 |
+340 |
Dec13 |
120905 |
2618 |
2697 |
2613 |
2687 |
+101 |
570 |
6,457 |
+383 |
Total Volume and Open Interest |
38,046 |
198,713 |
+6,163 |
Coffee "C"(ICE) |
Sep12 |
120905 |
164.50 |
164.50 |
160.45 |
160.45 |
-4.45 |
19 |
109 |
-31 |
Dec12 |
120905 |
165.30 |
166.35 |
160.35 |
160.60 |
-4.70 |
11,848 |
90,613 |
+621 |
Mar13 |
120905 |
168.50 |
169.95 |
164.15 |
164.30 |
-4.80 |
2,899 |
29,895 |
-150 |
May13 |
120905 |
172.70 |
172.70 |
166.95 |
166.95 |
-4.85 |
942 |
8,467 |
+400 |
Jul13 |
120905 |
174.50 |
174.50 |
169.40 |
169.50 |
-4.80 |
248 |
5,413 |
+42 |
Sep13 |
120905 |
176.05 |
176.75 |
172.00 |
172.10 |
-4.80 |
92 |
1,855 |
+26 |
Total Volume and Open Interest |
16,139 |
138,270 |
+936 |
Orange Juice(ICE) |
Sep12 |
120905 |
135.50 |
135.75 |
135.10 |
135.10 |
+2.80 |
93 |
286 |
-97 |
Nov12 |
120905 |
121.40 |
126.90 |
120.30 |
124.70 |
+3.55 |
1,160 |
17,593 |
+314 |
Jan13 |
120905 |
121.00 |
125.25 |
121.00 |
124.00 |
+3.45 |
119 |
2,359 |
+14 |
Mar13 |
120905 |
124.20 |
126.75 |
124.20 |
125.50 |
+2.90 |
39 |
2,090 |
+6 |
May13 |
120905 |
126.00 |
129.00 |
126.00 |
127.20 |
+2.80 |
4 |
684 |
-1 |
Jul13 |
120905 |
128.80 |
128.80 |
128.80 |
128.80 |
+2.80 |
0 |
18 |
+0 |
Total Volume and Open Interest |
1,415 |
23,043 |
+236 |
Sugar #11(ICE) |
Oct12 |
120905 |
19.41 |
19.58 |
18.98 |
19.01 |
-0.33 |
46,747 |
285,358 |
-5,959 |
Mar13 |
120905 |
20.26 |
20.31 |
19.71 |
19.73 |
-0.38 |
28,529 |
214,429 |
+5,751 |
May13 |
120905 |
20.16 |
20.34 |
19.82 |
19.83 |
-0.32 |
8,292 |
48,369 |
+598 |
Jul13 |
120905 |
20.19 |
20.36 |
19.91 |
19.92 |
-0.27 |
5,682 |
83,692 |
+1,318 |
Oct13 |
120905 |
20.65 |
20.66 |
20.25 |
20.27 |
-0.24 |
3,721 |
45,436 |
+1,566 |
Mar14 |
120905 |
21.05 |
21.05 |
20.70 |
20.73 |
-0.21 |
1,751 |
27,377 |
+121 |
May14 |
120905 |
20.76 |
20.83 |
20.62 |
20.63 |
-0.16 |
1,238 |
8,120 |
+343 |
Jul14 |
120905 |
20.59 |
20.70 |
20.51 |
20.51 |
-0.17 |
163 |
5,878 |
-14 |
Total Volume and Open Interest |
96,502 |
729,441 |
+3,927 |
London Cocoa(LCE) |
Sep12 |
120905 |
1659 |
1705 |
1650 |
1702 |
+51 |
2,596 |
17,195 |
-3,390 |
Dec12 |
120905 |
1675 |
1724 |
1667 |
1720 |
+51 |
7,033 |
70,180 |
-1,065 |
Mar13 |
120905 |
1667 |
1714 |
1657 |
1710 |
+50 |
3,651 |
59,500 |
+2,238 |
May13 |
120905 |
1671 |
1716 |
1663 |
1713 |
+48 |
793 |
23,314 |
+121 |
Jul13 |
120905 |
1676 |
1719 |
1667 |
1718 |
+48 |
638 |
14,230 |
-59 |
Sep13 |
120905 |
1675 |
1723 |
1675 |
1723 |
+48 |
456 |
8,582 |
+177 |
Dec13 |
120905 |
1665 |
1717 |
1665 |
1717 |
+45 |
159 |
8,090 |
+65 |
Total Volume and Open Interest |
15,326 |
204,247 |
+115 |
London Sugar(LCE) |
Oct12 |
120905 |
557.00 |
560.80 |
551.60 |
552.20 |
-5.20 |
9,359 |
18,579 |
-1,674 |
Dec12 |
120905 |
556.40 |
560.00 |
549.70 |
551.00 |
-4.30 |
2,947 |
16,387 |
+567 |
Mar13 |
120905 |
548.40 |
553.80 |
542.90 |
543.70 |
-5.20 |
2,539 |
22,591 |
+1,851 |
May13 |
120905 |
550.10 |
555.00 |
545.00 |
545.60 |
-4.70 |
966 |
5,936 |
+805 |
Aug13 |
120905 |
550.80 |
553.30 |
546.00 |
546.40 |
-3.80 |
420 |
3,172 |
+54 |
Total Volume and Open Interest |
16,446 |
70,307 |
+1,756 |
Cotton(ICE) |
Oct12 |
120905 |
75.39 |
75.53 |
74.27 |
74.89 |
-0.14 |
24 |
315 |
-6 |
Dec12 |
120905 |
76.00 |
76.00 |
74.80 |
75.35 |
-0.33 |
10,752 |
126,730 |
-85 |
Mar13 |
120905 |
76.80 |
76.89 |
75.75 |
76.32 |
-0.27 |
1,588 |
39,236 |
+194 |
May13 |
120905 |
77.70 |
77.79 |
76.76 |
77.42 |
-0.04 |
501 |
6,301 |
+14 |
Jul13 |
120905 |
78.57 |
78.90 |
77.95 |
78.55 |
+0.20 |
252 |
6,776 |
+65 |
Oct13 |
120905 |
79.54 |
79.54 |
79.54 |
79.54 |
+0.07 |
2 |
3 |
-2 |
Total Volume and Open Interest |
13,344 |
182,490 |
+359 |
Lumber(CME) |
Sep12 |
120905 |
283.3 |
286.0 |
281.7 |
283.4 |
+1.2 |
278 |
1,060 |
-99 |
Nov12 |
120905 |
278.7 |
281.2 |
276.4 |
277.9 |
-1.0 |
535 |
6,500 |
+27 |
Jan13 |
120905 |
292.4 |
295.3 |
290.7 |
293.1 |
+0.8 |
64 |
1,527 |
+6 |
Mar13 |
120905 |
302.1 |
305.0 |
301.0 |
304.2 |
+2.1 |
52 |
435 |
+3 |
Total Volume and Open Interest |
929 |
9,549 |
-63 |
Crude Oil(NYM) |
Oct12 |
120905 |
95.61 |
96.03 |
94.26 |
95.36 |
+0.06 |
249,063 |
263,326 |
+2,793 |
Nov12 |
120905 |
95.89 |
96.33 |
94.60 |
95.69 |
+0.05 |
61,649 |
163,328 |
+2,366 |
Dec12 |
120905 |
96.25 |
96.67 |
94.96 |
96.03 |
+0.05 |
67,438 |
202,659 |
+3,983 |
Jan13 |
120905 |
96.46 |
97.03 |
95.45 |
96.49 |
+0.06 |
15,414 |
112,688 |
+1,709 |
Feb13 |
120905 |
96.64 |
97.15 |
95.95 |
96.93 |
+0.10 |
11,941 |
41,884 |
+1,560 |
Mar13 |
120905 |
96.77 |
97.72 |
96.22 |
97.28 |
+0.14 |
14,879 |
57,973 |
+1,517 |
Apr13 |
120905 |
96.90 |
97.82 |
96.57 |
97.47 |
+0.17 |
7,135 |
25,324 |
+698 |
May13 |
120905 |
96.94 |
97.70 |
96.94 |
97.53 |
+0.19 |
6,488 |
21,614 |
+203 |
Jun13 |
120905 |
97.10 |
97.92 |
96.38 |
97.47 |
+0.21 |
20,463 |
80,428 |
+1,126 |
Jul13 |
120905 |
96.78 |
97.32 |
96.50 |
97.31 |
+0.21 |
2,688 |
28,458 |
+294 |
Aug13 |
120905 |
96.81 |
97.20 |
96.48 |
97.08 |
+0.19 |
1,986 |
19,183 |
+308 |
Sep13 |
120905 |
96.34 |
96.78 |
96.34 |
96.78 |
+0.17 |
3,195 |
27,541 |
+354 |
Oct13 |
120905 |
96.47 |
96.47 |
96.47 |
96.47 |
+0.15 |
1,880 |
16,432 |
+614 |
Nov13 |
120905 |
96.17 |
96.17 |
96.17 |
96.17 |
+0.14 |
2,084 |
19,798 |
+163 |
Dec13 |
120905 |
95.60 |
96.13 |
94.90 |
95.87 |
+0.11 |
31,077 |
156,476 |
+2,923 |
Jan14 |
120905 |
95.49 |
95.49 |
95.49 |
95.49 |
+0.10 |
834 |
21,375 |
+160 |
Total Volume and Open Interest |
511,483 |
1,531,094 |
+23,438 |
e-miNY Crude Oil(NYM) |
Sep12 |
120820 |
96.375 |
96.550 |
95.025 |
95.975 |
-0.025 |
6,395 |
4,351 |
-17 |
Oct12 |
120905 |
95.600 |
96.100 |
94.250 |
95.350 |
+0.050 |
7,012 |
5,284 |
-7 |
Nov12 |
120905 |
95.525 |
96.250 |
94.625 |
95.700 |
+0.050 |
175 |
2,481 |
+7 |
Dec12 |
120905 |
96.050 |
96.500 |
95.050 |
96.025 |
+0.050 |
213 |
3,608 |
+49 |
Jan13 |
120905 |
96.475 |
96.600 |
96.450 |
96.500 |
+0.075 |
74 |
709 |
+48 |
Feb13 |
120905 |
96.750 |
96.925 |
96.750 |
96.925 |
+0.100 |
1 |
73 |
+1 |
Mar13 |
120905 |
97.275 |
97.275 |
97.275 |
97.275 |
+0.125 |
0 |
6 |
+0 |
Apr13 |
120905 |
97.475 |
97.475 |
97.475 |
97.475 |
+0.175 |
0 |
2 |
+0 |
May13 |
120905 |
97.525 |
97.525 |
97.525 |
97.525 |
+0.175 |
0 |
1 |
+0 |
Jun13 |
120905 |
97.475 |
97.475 |
97.475 |
97.475 |
+0.225 |
0 |
39 |
+0 |
Total Volume and Open Interest |
7,477 |
12,399 |
+96 |
Heating Oil(NYM) |
Oct12 |
120905 |
315.14 |
315.41 |
311.04 |
311.76 |
-2.92 |
58,791 |
97,059 |
+1,220 |
Nov12 |
120905 |
315.11 |
315.52 |
311.34 |
311.96 |
-2.81 |
21,824 |
52,937 |
+1,773 |
Dec12 |
120905 |
314.70 |
315.33 |
311.40 |
311.95 |
-2.63 |
19,013 |
53,642 |
-159 |
Jan13 |
120905 |
314.46 |
315.00 |
311.37 |
311.78 |
-2.38 |
7,992 |
32,864 |
+380 |
Feb13 |
120905 |
313.10 |
313.11 |
310.57 |
310.57 |
-2.03 |
2,670 |
11,520 |
+249 |
Mar13 |
120905 |
311.07 |
311.10 |
308.31 |
308.48 |
-1.73 |
2,150 |
23,754 |
+266 |
Apr13 |
120905 |
307.15 |
307.60 |
305.84 |
305.84 |
-1.47 |
2,970 |
23,004 |
+56 |
May13 |
120905 |
308.16 |
308.16 |
307.35 |
307.35 |
-1.24 |
1,745 |
10,325 |
+483 |
Jun13 |
120905 |
306.72 |
306.72 |
304.92 |
304.95 |
-1.07 |
1,233 |
11,225 |
+640 |
Jul13 |
120905 |
304.55 |
304.55 |
303.90 |
303.90 |
-0.94 |
29 |
2,709 |
-3 |
Aug13 |
120905 |
303.39 |
303.39 |
303.39 |
303.39 |
-0.83 |
6 |
1,241 |
+5 |
Sep13 |
120905 |
304.00 |
304.00 |
303.31 |
303.31 |
-0.73 |
6 |
1,081 |
-6 |
Oct13 |
120905 |
303.53 |
303.53 |
303.53 |
303.53 |
-0.67 |
6 |
505 |
+6 |
Nov13 |
120905 |
303.74 |
303.74 |
303.74 |
303.74 |
-0.61 |
0 |
569 |
+0 |
Total Volume and Open Interest |
118,597 |
327,049 |
-656 |
Gasoline(NYMEX) |
Oct12 |
120905 |
295.15 |
296.71 |
293.68 |
294.98 |
-0.24 |
54,947 |
108,228 |
+2,655 |
Nov12 |
120905 |
286.05 |
287.20 |
284.02 |
285.34 |
-0.84 |
29,884 |
47,562 |
+2,295 |
Dec12 |
120905 |
280.21 |
281.19 |
277.94 |
279.18 |
-1.20 |
19,322 |
51,707 |
+814 |
Jan13 |
120905 |
277.85 |
278.62 |
275.58 |
276.60 |
-1.29 |
7,149 |
22,101 |
+798 |
Feb13 |
120905 |
277.10 |
277.98 |
274.96 |
276.13 |
-1.26 |
2,976 |
10,350 |
+127 |
Mar13 |
120905 |
277.80 |
278.74 |
275.59 |
276.98 |
-1.24 |
2,305 |
11,665 |
+227 |
Apr13 |
120905 |
291.80 |
292.55 |
289.93 |
290.83 |
-1.14 |
1,439 |
6,950 |
+552 |
May13 |
120905 |
290.96 |
290.96 |
289.49 |
289.49 |
-1.05 |
262 |
3,248 |
+5 |
Jun13 |
120905 |
287.69 |
288.21 |
286.65 |
286.94 |
-0.99 |
1,390 |
7,030 |
+385 |
Jul13 |
120905 |
283.75 |
283.75 |
283.66 |
283.66 |
-0.94 |
39 |
1,109 |
-1 |
Total Volume and Open Interest |
120,657 |
281,848 |
+3,891 |
e-miNY RBOB Gasoline(NYM) |
Oct12 |
120905 |
295.20 |
295.20 |
295.00 |
295.00 |
-0.20 |
|
|
|
Nov12 |
120905 |
285.30 |
285.34 |
285.30 |
285.30 |
-0.90 |
|
|
|
Dec12 |
120905 |
279.20 |
279.20 |
279.18 |
279.20 |
-1.20 |
|
|
|
Jan13 |
120905 |
276.60 |
276.60 |
276.60 |
276.60 |
-1.30 |
|
|
|
Total Volume and Open Interest |
|
|
|
Natural Gas(NYM) |
Oct12 |
120905 |
2.850 |
2.869 |
2.780 |
2.795 |
-0.059 |
116,399 |
207,692 |
+1,119 |
Nov12 |
120905 |
2.997 |
3.015 |
2.921 |
2.937 |
-0.063 |
47,917 |
217,133 |
-2,762 |
Dec12 |
120905 |
3.245 |
3.253 |
3.171 |
3.180 |
-0.061 |
24,250 |
76,258 |
+391 |
Jan13 |
120905 |
3.392 |
3.392 |
3.315 |
3.324 |
-0.055 |
20,510 |
171,331 |
+3,204 |
Feb13 |
120905 |
3.404 |
3.404 |
3.337 |
3.347 |
-0.051 |
3,864 |
31,957 |
+380 |
Mar13 |
120905 |
3.398 |
3.398 |
3.329 |
3.340 |
-0.047 |
5,567 |
57,875 |
+723 |
Apr13 |
120905 |
3.354 |
3.370 |
3.325 |
3.337 |
-0.044 |
5,692 |
76,481 |
+1,008 |
May13 |
120905 |
3.389 |
3.402 |
3.362 |
3.372 |
-0.042 |
1,107 |
19,157 |
+198 |
Jun13 |
120905 |
3.468 |
3.469 |
3.408 |
3.418 |
-0.039 |
651 |
15,765 |
+67 |
Jul13 |
120905 |
3.467 |
3.483 |
3.452 |
3.462 |
-0.034 |
476 |
16,321 |
+1 |
Aug13 |
120905 |
3.482 |
3.508 |
3.473 |
3.482 |
-0.033 |
421 |
10,810 |
+17 |
Sep13 |
120905 |
3.485 |
3.502 |
3.476 |
3.485 |
-0.033 |
400 |
9,297 |
-68 |
Oct13 |
120905 |
3.515 |
3.534 |
3.504 |
3.514 |
-0.033 |
2,494 |
43,807 |
+560 |
Nov13 |
120905 |
3.617 |
3.634 |
3.615 |
3.625 |
-0.035 |
226 |
20,743 |
+68 |
Dec13 |
120905 |
3.828 |
3.845 |
3.821 |
3.830 |
-0.034 |
456 |
18,323 |
+154 |
Jan14 |
120905 |
3.930 |
3.948 |
3.921 |
3.931 |
-0.033 |
1,226 |
32,168 |
+614 |
Total Volume and Open Interest |
232,062 |
1,086,846 |
+5,605 |
Brent Crude Oil(ICE) |
Oct12 |
120905 |
114.10 |
114.38 |
112.73 |
113.09 |
-1.09 |
76,839 |
207,666 |
+1,835 |
Nov12 |
120905 |
113.64 |
113.87 |
112.36 |
112.70 |
-0.94 |
39,729 |
212,479 |
+9,773 |
Dec12 |
120905 |
113.01 |
113.38 |
111.92 |
112.28 |
-0.85 |
28,879 |
159,135 |
+7,568 |
Jan13 |
120905 |
112.58 |
112.89 |
111.55 |
111.92 |
-0.78 |
8,817 |
65,189 |
+5,205 |
Feb13 |
120905 |
112.14 |
112.43 |
111.14 |
111.52 |
-0.73 |
3,776 |
37,998 |
+743 |
Mar13 |
120905 |
111.66 |
111.89 |
110.71 |
111.09 |
-0.70 |
2,052 |
37,167 |
+583 |
Apr13 |
120905 |
111.16 |
111.33 |
110.26 |
110.65 |
-0.66 |
1,181 |
19,658 |
-616 |
May13 |
120905 |
110.65 |
110.84 |
109.80 |
110.19 |
-0.61 |
1,039 |
19,729 |
+512 |
Jun13 |
120905 |
110.08 |
110.42 |
109.34 |
109.72 |
-0.57 |
4,397 |
59,468 |
+4,184 |
Jul13 |
120905 |
109.28 |
109.28 |
109.28 |
109.28 |
-0.53 |
783 |
19,019 |
+450 |
Aug13 |
120905 |
108.83 |
108.83 |
108.83 |
108.83 |
-0.50 |
585 |
22,874 |
+273 |
Sep13 |
120905 |
108.33 |
108.33 |
108.33 |
108.33 |
-0.48 |
507 |
27,087 |
+706 |
Oct13 |
120905 |
107.83 |
107.83 |
107.83 |
107.83 |
-0.46 |
341 |
22,205 |
+1,043 |
Nov13 |
120905 |
107.37 |
107.37 |
107.37 |
107.37 |
-0.43 |
562 |
15,846 |
-96 |
Total Volume and Open Interest |
175,739 |
1,184,766 |
+34,283 |
Gas Oil(ICE) |
Sep12 |
120905 |
987.50 |
989.25 |
976.25 |
981.50 |
-16.50 |
18,375 |
82,911 |
+1,037 |
Oct12 |
120905 |
988.25 |
989.00 |
976.00 |
981.75 |
-15.00 |
31,095 |
136,596 |
+2,266 |
Nov12 |
120905 |
985.25 |
986.00 |
973.00 |
978.75 |
-13.75 |
16,238 |
85,114 |
+7,054 |
Dec12 |
120905 |
979.25 |
980.75 |
968.50 |
974.25 |
-12.50 |
15,616 |
73,285 |
-2,371 |
Jan13 |
120905 |
973.75 |
975.75 |
966.00 |
971.00 |
-11.25 |
3,939 |
41,137 |
+1,329 |
Feb13 |
120905 |
968.00 |
970.00 |
962.25 |
966.50 |
-9.75 |
1,840 |
22,676 |
-280 |
Mar13 |
120905 |
962.00 |
963.75 |
956.50 |
961.25 |
-8.50 |
2,105 |
20,164 |
+504 |
Apr13 |
120905 |
956.25 |
958.25 |
953.25 |
956.25 |
-7.50 |
1,104 |
16,407 |
-18 |
May13 |
120905 |
950.25 |
952.75 |
948.00 |
950.75 |
-7.00 |
1,062 |
10,748 |
-323 |
Jun13 |
120905 |
945.75 |
947.75 |
943.75 |
946.50 |
-6.75 |
2,614 |
37,517 |
+197 |
Total Volume and Open Interest |
96,118 |
617,320 |
+11,591 |
Ethanol(CBOT) |
Sep12 |
120905 |
2.540 |
2.540 |
2.528 |
2.528 |
-0.035 |
65 |
163 |
-133 |
Oct12 |
120905 |
2.543 |
2.543 |
2.516 |
2.522 |
-0.044 |
110 |
1,187 |
-28 |
Nov12 |
120905 |
2.536 |
2.536 |
2.517 |
2.519 |
-0.035 |
78 |
1,616 |
+25 |
Dec12 |
120905 |
2.530 |
2.530 |
2.507 |
2.507 |
-0.037 |
52 |
1,758 |
+9 |
Jan13 |
120905 |
2.525 |
2.525 |
2.501 |
2.503 |
-0.033 |
29 |
1,292 |
-1 |
Feb13 |
120905 |
2.510 |
2.513 |
2.487 |
2.491 |
-0.024 |
19 |
1,210 |
-4 |
Mar13 |
120905 |
2.507 |
2.509 |
2.490 |
2.495 |
-0.030 |
31 |
1,668 |
+7 |
Apr13 |
120905 |
2.529 |
2.529 |
2.510 |
2.511 |
-0.031 |
11 |
489 |
+0 |
Total Volume and Open Interest |
413 |
11,255 |
-122 |
WTI Crude Oil(ICE) |
Oct12 |
120905 |
95.36 |
96.08 |
94.26 |
95.36 |
+0.06 |
6,084 |
58,504 |
-115 |
Nov12 |
120905 |
95.64 |
96.30 |
94.63 |
95.69 |
+0.05 |
1,911 |
46,311 |
+2,694 |
Dec12 |
120905 |
95.74 |
96.52 |
94.99 |
96.03 |
+0.05 |
2,970 |
93,235 |
+176 |
Jan13 |
120905 |
96.39 |
96.76 |
95.45 |
96.49 |
+0.06 |
2,261 |
25,213 |
-200 |
Feb13 |
120905 |
96.74 |
97.49 |
95.95 |
96.93 |
+0.10 |
581 |
14,464 |
+276 |
Mar13 |
120905 |
97.04 |
97.46 |
96.29 |
97.28 |
+0.14 |
769 |
17,240 |
-164 |
Apr13 |
120905 |
97.20 |
97.50 |
96.63 |
97.47 |
+0.17 |
434 |
6,021 |
+313 |
May13 |
120905 |
96.74 |
97.55 |
96.70 |
97.53 |
+0.19 |
284 |
6,484 |
+390 |
Jun13 |
120905 |
96.64 |
97.57 |
96.64 |
97.47 |
+0.21 |
774 |
37,324 |
+1,110 |
Jul13 |
120905 |
97.31 |
97.31 |
97.31 |
97.31 |
+0.21 |
92 |
2,720 |
-42 |
Aug13 |
120905 |
97.08 |
97.08 |
97.08 |
97.08 |
+0.19 |
58 |
3,818 |
+97 |
Sep13 |
120905 |
96.78 |
96.78 |
96.78 |
96.78 |
+0.17 |
70 |
8,030 |
+29 |
Oct13 |
120905 |
96.47 |
96.47 |
96.47 |
96.47 |
+0.15 |
56 |
2,538 |
+109 |
Nov13 |
120905 |
96.17 |
96.17 |
96.17 |
96.17 |
+0.14 |
60 |
3,993 |
+8 |
Dec13 |
120905 |
95.87 |
96.01 |
95.33 |
95.87 |
+0.11 |
1,101 |
69,436 |
+931 |
Jan14 |
120905 |
95.49 |
95.49 |
95.49 |
95.49 |
+0.10 |
0 |
3,323 |
+0 |
Total Volume and Open Interest |
17,683 |
483,590 |
+6,193 |
US Dollar Index(ICE) |
Sep12 |
120905 |
81.490 |
81.675 |
81.115 |
81.235 |
-0.080 |
24,483 |
62,877 |
+521 |
Dec12 |
120905 |
81.735 |
81.950 |
81.420 |
81.550 |
-0.085 |
331 |
1,535 |
+193 |
Mar13 |
120905 |
81.950 |
81.950 |
81.950 |
81.950 |
-0.085 |
|
|
|
Total Volume and Open Interest |
24,814 |
64,412 |
+714 |
Australian Dollar(CME) |
Sep12 |
120905 |
102.15 |
102.19 |
101.55 |
101.81 |
-0.34 |
139,214 |
187,848 |
-252 |
Dec12 |
120905 |
101.31 |
101.32 |
100.77 |
100.99 |
-0.33 |
1,448 |
2,951 |
+473 |
Mar13 |
120905 |
100.95 |
100.95 |
100.10 |
100.27 |
-0.31 |
0 |
5 |
+0 |
Total Volume and Open Interest |
140,662 |
190,815 |
+221 |
British Pound(CME) |
Sep12 |
120905 |
158.73 |
159.34 |
158.25 |
159.04 |
+0.24 |
106,877 |
115,593 |
+699 |
Dec12 |
120905 |
158.67 |
159.25 |
158.21 |
159.00 |
+0.24 |
747 |
2,757 |
+157 |
Mar13 |
120905 |
158.97 |
158.97 |
158.73 |
158.97 |
+0.24 |
0 |
88 |
+0 |
Total Volume and Open Interest |
107,624 |
118,492 |
+856 |
Canadian Dollar(CME) |
Sep12 |
120905 |
101.39 |
101.45 |
100.79 |
100.92 |
-0.53 |
112,064 |
151,404 |
+7,984 |
Dec12 |
120905 |
101.17 |
101.24 |
100.59 |
100.71 |
-0.53 |
1,207 |
9,948 |
+270 |
Mar13 |
120905 |
100.86 |
100.99 |
100.35 |
100.48 |
-0.51 |
71 |
1,623 |
+9 |
Jun13 |
120905 |
100.35 |
100.73 |
100.21 |
100.21 |
-0.52 |
0 |
461 |
+0 |
Total Volume and Open Interest |
113,371 |
163,588 |
+8,290 |
Japanese Yen(CME) |
Sep12 |
120905 |
127.52 |
127.72 |
127.33 |
127.55 |
+0.07 |
91,303 |
152,821 |
+4,890 |
Dec12 |
120905 |
127.55 |
127.81 |
127.46 |
127.66 |
+0.07 |
1,428 |
3,149 |
+587 |
Mar13 |
120905 |
127.81 |
127.81 |
127.73 |
127.81 |
+0.08 |
23 |
71 |
+20 |
Total Volume and Open Interest |
92,754 |
156,050 |
+5,497 |
Swiss Franc(CME) |
Sep12 |
120905 |
104.64 |
104.94 |
104.09 |
104.66 |
-0.01 |
49,251 |
55,620 |
-918 |
Dec12 |
120905 |
104.65 |
105.05 |
104.30 |
104.85 |
-0.01 |
602 |
840 |
+222 |
Mar13 |
120905 |
105.10 |
105.11 |
105.10 |
105.10 |
-0.01 |
0 |
2 |
+0 |
Total Volume and Open Interest |
49,853 |
56,462 |
-696 |
EuroFX(CME) |
Sep12 |
120905 |
125.68 |
126.26 |
125.03 |
126.01 |
+0.27 |
312,652 |
305,030 |
+1,554 |
Dec12 |
120905 |
125.80 |
126.39 |
125.20 |
126.15 |
+0.27 |
3,449 |
8,119 |
+665 |
Mar13 |
120905 |
126.20 |
126.31 |
126.04 |
126.31 |
+0.27 |
40 |
112 |
-3 |
Total Volume and Open Interest |
316,164 |
313,802 |
+2,214 |
Mexican Peso(CME) |
Sep12 |
120905 |
758.50 |
762.50 |
754.25 |
762.25 |
+3.50 |
60,116 |
176,760 |
-5,294 |
Oct12 |
120905 |
760.50 |
760.50 |
757.00 |
760.50 |
+3.50 |
|
|
|
Total Volume and Open Interest |
61,383 |
218,164 |
-4,703 |
Brazilian Real(CME) |
Oct12 |
120905 |
487.50 |
489.20 |
487.40 |
488.55 |
+0.35 |
34 |
1,697 |
+24 |
Nov12 |
120905 |
485.35 |
486.30 |
485.00 |
486.05 |
+0.05 |
|
|
|
Dec12 |
120905 |
486.70 |
486.70 |
484.35 |
484.35 |
+0.85 |
15 |
1,664 |
-9 |
Jan13 |
120905 |
482.80 |
482.80 |
481.95 |
482.80 |
+0.85 |
|
|
|
Total Volume and Open Interest |
49 |
15,700 |
-2,897 |
30-Year T-Bonds(CBOT) |
Sep12 |
120905 |
150~110 |
150~260 |
149~270 |
149~310 |
-0~080 |
97,889 |
94,795 |
-27,272 |
Dec12 |
120905 |
151~090 |
151~240 |
150~240 |
150~270 |
-0~090 |
394,395 |
549,569 |
+11,547 |
Mar13 |
120905 |
149~280 |
150~010 |
149~210 |
149~240 |
-0~090 |
5 |
8 |
+4 |
Total Volume and Open Interest |
492,289 |
644,372 |
-15,721 |
10-Year T-Notes(CBOT) |
Sep12 |
120905 |
134~155 |
134~235 |
134~115 |
134~135 |
-0~010 |
279,292 |
92,800 |
-47,472 |
Dec12 |
120905 |
133~140 |
133~220 |
133~095 |
133~115 |
-0~015 |
1,013,571 |
1,550,408 |
+72,463 |
Mar13 |
120905 |
132~165 |
132~180 |
132~165 |
132~165 |
-0~015 |
|
|
|
Total Volume and Open Interest |
1,292,863 |
1,643,208 |
+24,991 |
5-Year T-Notes(CBOT) |
Sep12 |
120905 |
124~114 |
124~124 |
124~103 |
124~108 |
+0~002 |
317,352 |
124,854 |
-91,141 |
Dec12 |
120905 |
124~071 |
124~087 |
124~065 |
124~070 |
+0~002 |
728,821 |
1,165,459 |
+59,734 |
Mar13 |
120905 |
124~066 |
124~066 |
124~064 |
124~066 |
+0~002 |
|
|
|
Total Volume and Open Interest |
1,046,173 |
1,290,313 |
-31,407 |
2 Year T-Notes(CBOT) |
Sep12 |
120905 |
110~031 |
110~032 |
110~029 |
110~030 |
-0~001 |
88,031 |
82,390 |
-33,667 |
Dec12 |
120905 |
110~033 |
110~034 |
110~031 |
110~032 |
-0~001 |
255,548 |
918,318 |
+58,106 |
Mar13 |
120905 |
110~024 |
110~024 |
110~024 |
110~024 |
-0~001 |
|
|
|
Total Volume and Open Interest |
343,579 |
1,000,708 |
+24,439 |
Eurodollars(CME) |
Sep12 |
120905 |
99.615 |
99.618 |
99.610 |
99.615 |
unch |
189,198 |
797,224 |
+2,140 |
Dec12 |
120905 |
99.650 |
99.650 |
99.640 |
99.645 |
unch |
210,794 |
929,817 |
+11,697 |
Mar13 |
120905 |
99.645 |
99.650 |
99.635 |
99.645 |
unch |
188,630 |
713,477 |
+20,475 |
Jun13 |
120905 |
99.635 |
99.640 |
99.625 |
99.635 |
unch |
201,474 |
664,679 |
+10,676 |
Sep13 |
120905 |
99.625 |
99.625 |
99.610 |
99.620 |
unch |
190,377 |
701,434 |
+7,921 |
Dec13 |
120905 |
99.595 |
99.600 |
99.585 |
99.595 |
unch |
192,846 |
669,881 |
+11,016 |
Mar14 |
120905 |
99.575 |
99.585 |
99.565 |
99.575 |
unch |
158,572 |
572,953 |
-2,029 |
Jun14 |
120905 |
99.545 |
99.550 |
99.530 |
99.540 |
unch |
146,694 |
454,014 |
-207 |
Sep14 |
120905 |
99.495 |
99.510 |
99.485 |
99.495 |
unch |
123,340 |
372,437 |
+7,083 |
Dec14 |
120905 |
99.435 |
99.450 |
99.425 |
99.430 |
unch |
129,849 |
393,823 |
+8,112 |
Mar15 |
120905 |
99.380 |
99.400 |
99.370 |
99.380 |
unch |
97,272 |
365,093 |
+4,690 |
Jun15 |
120905 |
1.001 |
1.021 |
0.986 |
0.996 |
unch |
99,589 |
381,900 |
-3,543 |
Sep15 |
120905 |
0.891 |
0.921 |
0.881 |
0.891 |
+0.005 |
118,352 |
273,002 |
+7,052 |
Dec15 |
120905 |
0.756 |
0.786 |
0.746 |
0.756 |
+0.005 |
101,141 |
207,867 |
+4,631 |
Mar16 |
120905 |
0.626 |
0.656 |
0.616 |
0.621 |
+0.005 |
68,238 |
125,637 |
+6,829 |
Jun16 |
120905 |
0.466 |
0.511 |
0.466 |
0.476 |
+0.005 |
63,910 |
111,092 |
-4,670 |
Sep16 |
120905 |
0.316 |
0.366 |
0.316 |
0.326 |
+0.005 |
41,933 |
92,171 |
+1,750 |
Dec16 |
120905 |
0.161 |
0.201 |
0.156 |
0.161 |
+0.005 |
39,777 |
92,464 |
+4,360 |
Total Volume and Open Interest |
2,420,458 |
8,133,929 |
+99,542 |
30 Day Federal Funds(CBOT) |
Sep12 |
120905 |
99.870 |
99.870 |
99.863 |
99.865 |
-0.005 |
21,803 |
63,757 |
+12,906 |
Oct12 |
120905 |
99.875 |
99.880 |
99.870 |
99.875 |
unch |
5,123 |
57,599 |
-217 |
Nov12 |
120905 |
99.880 |
99.880 |
99.875 |
99.880 |
unch |
4,347 |
48,508 |
+514 |
Dec12 |
120905 |
99.880 |
99.885 |
99.880 |
99.880 |
unch |
3,091 |
29,924 |
-151 |
Jan13 |
120905 |
99.885 |
99.885 |
99.880 |
99.885 |
unch |
1,858 |
19,248 |
-114 |
Feb13 |
120905 |
99.875 |
99.885 |
99.875 |
99.880 |
unch |
1,626 |
19,238 |
+117 |
Total Volume and Open Interest |
62,115 |
411,561 |
-84,664 |
30 Day Fed Funds(e-CBOT) |
3-Mth Euro-Yen(CME) |
Sep12 |
120905 |
99.675 |
99.675 |
99.675 |
99.675 |
unch |
|
|
|
Dec12 |
120905 |
99.685 |
99.685 |
99.685 |
99.685 |
unch |
|
|
|
Mar13 |
120905 |
99.700 |
99.700 |
99.700 |
99.700 |
unch |
|
|
|
Jun13 |
120905 |
99.715 |
99.715 |
99.715 |
99.715 |
unch |
|
|
|
Sep13 |
120905 |
99.715 |
99.715 |
99.715 |
99.715 |
unch |
|
|
|
Dec13 |
120905 |
99.725 |
99.725 |
99.725 |
99.725 |
unch |
|
|
|
Mar14 |
120905 |
99.725 |
99.725 |
99.725 |
99.725 |
unch |
|
|
|
Jun14 |
120905 |
99.585 |
99.585 |
99.585 |
99.585 |
unch |
|
|
|
Sep14 |
120905 |
99.445 |
99.445 |
99.445 |
99.445 |
unch |
|
|
|
Dec14 |
120905 |
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 |
120905 |
143.51 |
143.90 |
142.82 |
143.13 |
-0.37 |
622,654 |
604,465 |
-178,705 |
Dec12 |
120905 |
141.82 |
142.17 |
141.08 |
141.40 |
-0.36 |
343,599 |
318,678 |
+243,557 |
Mar13 |
120905 |
143.30 |
143.68 |
142.65 |
142.93 |
-0.38 |
247 |
37,232 |
+30,341 |
Total Volume and Open Interest |
966,500 |
960,375 |
+95,193 |
Euro-Bobl(EUREX) |
Sep12 |
120905 |
127.53 |
127.76 |
127.30 |
127.48 |
-0.07 |
514,260 |
439,618 |
-169,329 |
Dec12 |
120905 |
125.94 |
126.09 |
125.62 |
125.81 |
-0.07 |
340,782 |
341,469 |
+249,515 |
Mar13 |
120905 |
125.81 |
125.81 |
125.81 |
125.81 |
-0.07 |
|
|
|
Total Volume and Open Interest |
855,042 |
781,087 |
+80,186 |
3-Mth Euribor(EUREX) |
Sep12 |
120905 |
99.760 |
99.760 |
99.760 |
99.760 |
unch |
0 |
2,782 |
-237 |
Dec12 |
120905 |
99.790 |
99.790 |
99.790 |
99.790 |
+0.005 |
999 |
2,421 |
+999 |
Mar13 |
120905 |
99.785 |
99.785 |
99.785 |
99.785 |
+0.005 |
0 |
1,255 |
+8 |
Total Volume and Open Interest |
999 |
8,214 |
+807 |
Long Gilt(LIFFE) |
Sep12 |
120905 |
122~05 |
122~08 |
121~26 |
122~01 |
-0~01 |
6,383 |
32,264 |
-7,721 |
Dec12 |
120905 |
121~04 |
121~09 |
120~25 |
121~01 |
-0~01 |
156,758 |
349,520 |
+1,423 |
Total Volume and Open Interest |
163,141 |
381,784 |
-6,298 |
3-Mth Short Sterling(LIFFE) |
Sep12 |
120905 |
99.34 |
99.35 |
99.34 |
99.34 |
unch |
15,912 |
311,071 |
-10,670 |
Dec12 |
120905 |
99.42 |
99.43 |
99.41 |
99.41 |
-0.01 |
59,572 |
362,982 |
+1,109 |
Mar13 |
120905 |
99.45 |
99.47 |
99.44 |
99.45 |
-0.01 |
56,441 |
316,692 |
+3,343 |
Jun13 |
120905 |
99.47 |
99.49 |
99.46 |
99.46 |
-0.02 |
52,506 |
309,251 |
+1,411 |
Sep13 |
120905 |
99.47 |
99.49 |
99.46 |
99.46 |
-0.02 |
55,306 |
361,841 |
+3,714 |
Dec13 |
120905 |
99.46 |
99.47 |
99.44 |
99.44 |
-0.02 |
41,043 |
265,828 |
-6,940 |
Total Volume and Open Interest |
440,486 |
2,702,567 |
+14,768 |
3-Mth Euribor(LIFFE) |
Sep12 |
120905 |
99.755 |
99.775 |
99.750 |
99.760 |
unch |
66,628 |
455,876 |
+5,026 |
Dec12 |
120905 |
99.785 |
99.805 |
99.780 |
99.790 |
+0.005 |
93,334 |
541,356 |
+2,973 |
Mar13 |
120905 |
99.780 |
99.800 |
99.770 |
99.785 |
+0.010 |
60,252 |
461,700 |
+2,117 |
Total Volume and Open Interest |
667,311 |
3,756,006 |
+15,590 |
3-Mth Aus T-Bills(SFE) |
Sep12 |
120905 |
96.45 |
96.49 |
96.44 |
96.48 |
+0.03 |
50,486 |
94,543 |
-7,341 |
Dec12 |
120905 |
96.85 |
96.93 |
96.82 |
96.92 |
+0.05 |
54,120 |
169,232 |
+1,312 |
Mar13 |
120905 |
97.08 |
97.18 |
97.05 |
97.17 |
+0.07 |
40,456 |
123,761 |
+460 |
Jun13 |
120905 |
97.14 |
97.24 |
97.11 |
97.23 |
+0.08 |
22,043 |
104,743 |
+4,467 |
Sep13 |
120905 |
97.09 |
97.20 |
97.07 |
97.19 |
+0.08 |
10,266 |
67,077 |
+4,244 |
Dec13 |
120905 |
97.01 |
97.10 |
96.99 |
97.10 |
+0.07 |
4,116 |
51,764 |
-370 |
Mar14 |
120905 |
96.92 |
97.02 |
96.92 |
97.02 |
+0.07 |
1,531 |
32,060 |
+549 |
Jun14 |
120905 |
96.84 |
96.94 |
96.84 |
96.94 |
+0.06 |
1,768 |
17,678 |
+153 |
Sep14 |
120905 |
96.84 |
96.86 |
96.82 |
96.86 |
+0.06 |
112 |
2,199 |
-26 |
Dec14 |
120905 |
96.79 |
96.79 |
96.79 |
96.79 |
+0.07 |
10 |
580 |
-4 |
Total Volume and Open Interest |
184,918 |
663,686 |
+3,444 |
10-Year Aus T-Bonds(SFE) |
Sep12 |
120905 |
96.99 |
97.06 |
96.95 |
97.06 |
+0.06 |
30,863 |
372,616 |
+4,033 |
Dec12 |
120905 |
97.01 |
97.07 |
96.99 |
97.06 |
+0.05 |
570 |
651 |
+614 |
Total Volume and Open Interest |
31,433 |
373,267 |
+4,647 |
3-Year Aus T-Bonds(SFE) |
Sep12 |
120905 |
97.58 |
97.67 |
97.55 |
97.65 |
+0.06 |
209,001 |
478,749 |
+11,872 |
Dec12 |
120905 |
97.64 |
97.73 |
97.63 |
97.72 |
+0.06 |
4,444 |
4,797 |
+4,387 |
Total Volume and Open Interest |
213,445 |
483,546 |
+16,259 |
Gold(CMX) |
Oct12 |
120905 |
1694.9 |
1695.5 |
1687.2 |
1691.6 |
-2.0 |
12,693 |
28,873 |
-1,806 |
Dec12 |
120905 |
1697.6 |
1698.4 |
1689.6 |
1694.0 |
-2.0 |
195,805 |
293,688 |
+14,316 |
Feb13 |
120905 |
1700.0 |
1700.0 |
1694.4 |
1696.3 |
-1.9 |
890 |
24,097 |
+120 |
Apr13 |
120905 |
1699.4 |
1701.2 |
1697.1 |
1698.4 |
-1.9 |
533 |
14,307 |
-6 |
Jun13 |
120905 |
1701.6 |
1703.0 |
1698.6 |
1700.5 |
-1.9 |
1,068 |
20,716 |
+809 |
Aug13 |
120905 |
1703.6 |
1705.8 |
1702.5 |
1702.5 |
-1.9 |
92 |
4,430 |
+27 |
Oct13 |
120905 |
1706.2 |
1707.1 |
1703.3 |
1704.6 |
-1.9 |
300 |
907 |
+182 |
Dec13 |
120905 |
1709.6 |
1709.6 |
1706.9 |
1706.9 |
-1.9 |
698 |
9,707 |
+197 |
Feb14 |
120905 |
1709.3 |
1709.3 |
1709.3 |
1709.3 |
-1.9 |
1 |
2,265 |
-1 |
Apr14 |
120905 |
1711.4 |
1711.4 |
1711.4 |
1711.4 |
-2.0 |
0 |
3,606 |
+0 |
Jun14 |
120905 |
1713.8 |
1713.8 |
1713.8 |
1713.8 |
-1.9 |
252 |
8,030 |
+250 |
Total Volume and Open Interest |
212,417 |
438,033 |
+13,512 |
Silver(CMX) |
Sep12 |
120905 |
3229.5 |
3231.0 |
3203.5 |
3227.2 |
-7.6 |
858 |
2,103 |
-472 |
Dec12 |
120905 |
3238.0 |
3243.0 |
3200.0 |
3232.9 |
-8.2 |
58,817 |
77,279 |
+1,133 |
Mar13 |
120905 |
3228.5 |
3246.5 |
3207.5 |
3239.6 |
-8.3 |
1,058 |
4,943 |
-36 |
May13 |
120905 |
3230.5 |
3242.9 |
3230.5 |
3242.9 |
-8.3 |
107 |
4,017 |
+27 |
Jul13 |
120905 |
3228.0 |
3245.6 |
3228.0 |
3245.6 |
-8.4 |
108 |
4,971 |
-28 |
Sep13 |
120905 |
3231.5 |
3256.0 |
3231.5 |
3248.4 |
-8.3 |
82 |
2,047 |
-29 |
Dec13 |
120905 |
3231.5 |
3251.3 |
3231.5 |
3251.3 |
-8.3 |
231 |
12,759 |
+22 |
Total Volume and Open Interest |
61,576 |
117,546 |
+623 |
Platinum(NYMEX) |
Oct12 |
120905 |
1569.5 |
1576.9 |
1543.0 |
1575.6 |
+8.1 |
9,349 |
48,856 |
+29 |
Jan13 |
120905 |
1573.0 |
1580.6 |
1548.0 |
1579.4 |
+8.1 |
662 |
5,069 |
+187 |
Apr13 |
120905 |
1582.3 |
1582.4 |
1582.3 |
1582.4 |
+8.1 |
55 |
747 |
+49 |
Jul13 |
120905 |
1583.4 |
1583.4 |
1583.4 |
1583.4 |
+8.1 |
0 |
1 |
+0 |
Total Volume and Open Interest |
10,068 |
54,675 |
+264 |
Palladium(NYMEX) |
Sep12 |
120905 |
635.50 |
646.15 |
634.50 |
646.15 |
+5.90 |
524 |
273 |
-230 |
Dec12 |
120905 |
641.55 |
647.25 |
633.10 |
646.95 |
+5.50 |
4,324 |
18,642 |
-333 |
Mar13 |
120905 |
648.50 |
648.50 |
648.50 |
648.50 |
+5.50 |
18 |
607 |
-6 |
Total Volume and Open Interest |
4,872 |
19,537 |
-565 |
Copper(CMX) |
Sep12 |
120905 |
347.00 |
353.45 |
345.00 |
353.20 |
+6.35 |
4,668 |
5,846 |
-1,385 |
Dec12 |
120905 |
347.50 |
353.40 |
344.65 |
352.90 |
+6.00 |
47,161 |
93,011 |
-1,072 |
Mar13 |
120905 |
347.60 |
353.75 |
346.30 |
353.70 |
+5.90 |
2,184 |
16,594 |
+53 |
May13 |
120905 |
354.05 |
354.20 |
353.35 |
354.20 |
+5.85 |
682 |
3,077 |
+358 |
Jul13 |
120905 |
353.50 |
354.80 |
353.40 |
354.65 |
+5.85 |
66 |
2,617 |
+32 |
Total Volume and Open Interest |
55,922 |
136,735 |
-1,824 |
DJIA Index(CBOT) |
Sep12 |
120905 |
13050 |
13085 |
12993 |
13050 |
unch |
952 |
12,755 |
+299 |
Dec12 |
120905 |
12922 |
12992 |
12922 |
12971 |
+1 |
1 |
31 |
+0 |
Mar13 |
120905 |
12897 |
12897 |
12896 |
12897 |
+1 |
|
|
|
Jun13 |
120905 |
12821 |
12821 |
12820 |
12821 |
+1 |
|
|
|
Total Volume and Open Interest |
953 |
12,786 |
+299 |
E-mini DJIA Index(CBOT) |
Sep12 |
120905 |
13051 |
13086 |
12982 |
13050 |
unch |
158,861 |
117,454 |
+3,615 |
Dec12 |
120905 |
12965 |
13001 |
12922 |
12971 |
+1 |
460 |
363 |
+8 |
Mar13 |
120905 |
12846 |
12897 |
12846 |
12897 |
+1 |
0 |
5 |
+0 |
Jun13 |
120905 |
12821 |
12821 |
12821 |
12821 |
+1 |
0 |
39 |
+0 |
Total Volume and Open Interest |
159,321 |
117,861 |
+3,623 |
S & P 500(CME) |
Sep12 |
120905 |
1406.20 |
1408.00 |
1397.40 |
1403.50 |
-2.50 |
13,704 |
222,589 |
-1,237 |
Dec12 |
120905 |
1397.20 |
1400.00 |
1392.90 |
1396.40 |
-2.50 |
35 |
15,262 |
-4 |
Mar13 |
120905 |
1389.50 |
1389.50 |
1386.10 |
1389.50 |
-2.60 |
175 |
1,380 |
+75 |
Jun13 |
120905 |
1382.40 |
1382.40 |
1378.90 |
1382.40 |
-2.50 |
0 |
131 |
+0 |
Total Volume and Open Interest |
13,914 |
239,362 |
-1,166 |
S & P 500 E-Mini(Globex) |
Sep12 |
120905 |
1406.25 |
1408.25 |
1397.25 |
1403.50 |
-2.50 |
2,046,718 |
3,031,853 |
-135 |
Dec12 |
120905 |
1398.25 |
1400.75 |
1390.25 |
1396.50 |
-2.50 |
6,807 |
57,910 |
+1,806 |
Total Volume and Open Interest |
2,054,873 |
3,093,982 |
+2,870 |
NASDAQ 100(CME) |
Sep12 |
120905 |
2775.00 |
2780.00 |
2757.80 |
2767.50 |
-7.00 |
1,930 |
21,577 |
+1,748 |
Dec12 |
120905 |
2769.50 |
2771.50 |
2758.00 |
2760.50 |
-7.00 |
1 |
95 |
+0 |
Mar13 |
120905 |
2755.00 |
2762.00 |
2755.00 |
2755.00 |
-7.00 |
|
|
|
Total Volume and Open Interest |
1,931 |
21,672 |
+1,748 |
NASDAQ 100 E-Mini(Globex) |
Sep12 |
120905 |
2775.30 |
2780.80 |
2757.00 |
2767.50 |
-7.00 |
293,090 |
469,068 |
+7,084 |
Dec12 |
120905 |
2759.30 |
2772.00 |
2751.30 |
2760.50 |
-7.00 |
425 |
2,015 |
+169 |
Total Volume and Open Interest |
293,515 |
471,093 |
+7,253 |
S & P Midcap 400(CME) |
Sep12 |
120905 |
980.50 |
980.50 |
979.00 |
980.50 |
-3.60 |
0 |
3,412 |
+0 |
Dec12 |
120905 |
977.20 |
980.80 |
977.20 |
977.20 |
-3.60 |
|
|
|
Mar13 |
120905 |
975.20 |
978.80 |
975.20 |
975.20 |
-3.60 |
|
|
|
Total Volume and Open Interest |
0 |
3,412 |
+0 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Sep12 |
120905 |
8795 |
8795 |
8640 |
8690 |
-110 |
5,667 |
30,999 |
-4 |
Dec12 |
120905 |
8760 |
8760 |
8620 |
8645 |
-110 |
142 |
574 |
+130 |
Total Volume and Open Interest |
5,809 |
31,573 |
+126 |
Nikkei 225(SGX) |
Sep12 |
120905 |
8690 |
8690 |
8635 |
8675 |
-90 |
138,589 |
201,623 |
+6,878 |
Dec12 |
120905 |
8615 |
8615 |
8575 |
8610 |
-90 |
3,853 |
22,915 |
+10,157 |
Mar13 |
120905 |
8595 |
8595 |
8595 |
8595 |
-90 |
0 |
48 |
+0 |
Total Volume and Open Interest |
143,448 |
238,175 |
+17,527 |
CAC 40(EURONEXT) |
Sep12 |
120905 |
3397.5 |
3422.0 |
3366.0 |
3401.0 |
+7.0 |
95,101 |
338,722 |
+11,163 |
Oct12 |
120905 |
3384.0 |
3408.0 |
3358.0 |
3388.5 |
+6.5 |
375 |
10,361 |
+2,924 |
Nov12 |
120905 |
3386.0 |
3386.0 |
3386.0 |
3386.0 |
+7.0 |
|
|
|
Total Volume and Open Interest |
95,491 |
349,195 |
+14,087 |
Hang Seng Index(HKFE) |
Sep12 |
120905 |
19224 |
19270 |
19016 |
19067 |
-252 |
58,316 |
94,744 |
-1,216 |
Oct12 |
120905 |
19241 |
19241 |
18999 |
19033 |
-279 |
565 |
799 |
+799 |
Total Volume and Open Interest |
59,138 |
102,494 |
-17,629 |
DAX(EUREX) |
Sep12 |
120905 |
6953.5 |
7004.0 |
6892.5 |
6966.5 |
+25.0 |
66,456 |
155,251 |
+4,408 |
Dec12 |
120905 |
6938.0 |
7001.5 |
6898.0 |
6968.5 |
+25.0 |
4,976 |
11,610 |
-20 |
Mar13 |
120905 |
6939.0 |
6995.0 |
6905.0 |
6970.0 |
+25.5 |
282 |
1,108 |
+71 |
Total Volume and Open Interest |
71,714 |
167,969 |
+4,459 |
FT-SE 100(EURONEXT) |
Sep12 |
120905 |
5673.00 |
5677.50 |
5634.00 |
5657.00 |
-6.50 |
97,611 |
635,393 |
-3,554 |
Dec12 |
120905 |
5635.00 |
5643.00 |
5606.00 |
5629.00 |
-6.50 |
4,014 |
10,087 |
+1,304 |
Mar13 |
120905 |
5585.50 |
5585.50 |
5585.50 |
5585.50 |
-5.50 |
0 |
227 |
+0 |
Total Volume and Open Interest |
101,625 |
645,707 |
-2,250 |
SPI 200(SFE) |
Sep12 |
120905 |
4307.0 |
4313.0 |
4257.0 |
4282.0 |
-31.0 |
25,574 |
278,646 |
+7,190 |
Dec12 |
120905 |
4300.0 |
4306.0 |
4271.0 |
4284.0 |
-31.0 |
133 |
6,748 |
+303 |
Mar13 |
120905 |
4248.0 |
4248.0 |
4248.0 |
4248.0 |
-31.0 |
2 |
1,365 |
+0 |
Total Volume and Open Interest |
25,865 |
289,308 |
+7,778 |
GSCI(CME) |
Sep12 |
120905 |
672.00 |
672.00 |
667.75 |
668.20 |
-2.30 |
227 |
9,048 |
+69 |
Oct12 |
120905 |
672.25 |
672.25 |
668.25 |
668.70 |
-2.05 |
0 |
8 |
+0 |
Nov12 |
120905 |
669.20 |
672.50 |
668.75 |
669.20 |
-1.80 |
|
|
|
Total Volume and Open Interest |
227 |
9,056 |
+69 |
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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