|
MRCI's End of Day Prices |
Daily Futures Price Listing Fri September 21, 2012 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Nov12 |
120921 |
1620.25 |
1639.00 |
1607.50 |
1621.75 |
+3.00 |
111,816 |
343,500 |
-4,203 |
Jan13 |
120921 |
1618.75 |
1637.50 |
1607.50 |
1622.00 |
+4.25 |
27,900 |
99,985 |
+1,256 |
Mar13 |
120921 |
1575.50 |
1594.50 |
1566.75 |
1579.50 |
+3.75 |
14,163 |
95,290 |
+2,097 |
May13 |
120921 |
1520.00 |
1537.00 |
1514.50 |
1526.00 |
+6.00 |
6,913 |
86,854 |
+336 |
Jul13 |
120921 |
1504.75 |
1519.75 |
1496.25 |
1507.25 |
+6.50 |
4,340 |
66,841 |
+91 |
Aug13 |
120921 |
1479.75 |
1489.75 |
1469.00 |
1479.75 |
+6.50 |
157 |
1,073 |
+13 |
Sep13 |
120921 |
1420.25 |
1422.00 |
1405.75 |
1417.50 |
+11.75 |
136 |
1,208 |
+6 |
Nov13 |
120921 |
1337.75 |
1364.00 |
1337.75 |
1354.00 |
+15.00 |
3,111 |
33,007 |
+283 |
Jan14 |
120921 |
1359.25 |
1359.25 |
1343.25 |
1357.50 |
+14.25 |
142 |
337 |
+54 |
Mar14 |
120921 |
1357.00 |
1357.00 |
1342.50 |
1357.00 |
+14.50 |
77 |
96 |
+34 |
May14 |
120921 |
1357.25 |
1357.25 |
1342.75 |
1357.25 |
+14.50 |
63 |
105 |
+18 |
Jul14 |
120921 |
1359.00 |
1359.00 |
1344.50 |
1359.00 |
+14.50 |
7 |
57 |
+5 |
Aug14 |
120921 |
1353.75 |
1353.75 |
1339.25 |
1353.75 |
+14.50 |
|
|
|
Sep14 |
120921 |
1344.00 |
1344.00 |
1329.50 |
1344.00 |
+14.50 |
|
|
|
Total Volume and Open Interest |
168,880 |
730,127 |
+6 |
Soybean Meal(CBOT) |
Oct12 |
120921 |
483.90 |
488.70 |
479.50 |
484.50 |
+2.20 |
8,315 |
29,519 |
-1,653 |
Dec12 |
120921 |
484.40 |
490.00 |
481.10 |
486.00 |
+2.90 |
36,720 |
112,226 |
-1,619 |
Jan13 |
120921 |
482.90 |
486.50 |
478.20 |
482.70 |
+2.70 |
4,178 |
22,169 |
+469 |
Mar13 |
120921 |
465.10 |
468.50 |
460.70 |
465.00 |
+2.70 |
3,273 |
18,846 |
+557 |
May13 |
120921 |
437.30 |
442.60 |
436.60 |
440.40 |
+3.40 |
1,836 |
24,766 |
+132 |
Jul13 |
120921 |
432.00 |
434.80 |
429.50 |
433.60 |
+4.10 |
1,361 |
17,361 |
-50 |
Aug13 |
120921 |
423.30 |
423.80 |
419.50 |
423.80 |
+4.30 |
52 |
1,260 |
+16 |
Sep13 |
120921 |
405.50 |
407.00 |
399.80 |
404.10 |
+4.30 |
31 |
1,206 |
+2 |
Oct13 |
120921 |
382.40 |
388.30 |
380.30 |
385.30 |
+5.00 |
49 |
2,726 |
+12 |
Dec13 |
120921 |
381.60 |
386.50 |
377.60 |
382.90 |
+5.30 |
171 |
6,553 |
+69 |
Total Volume and Open Interest |
55,987 |
237,505 |
-2,064 |
Soybean Oil(CBOT) |
Oct12 |
120921 |
54.65 |
55.02 |
54.11 |
54.45 |
-0.18 |
10,775 |
31,443 |
-579 |
Dec12 |
120921 |
55.00 |
55.46 |
54.52 |
54.83 |
-0.22 |
47,402 |
159,794 |
-3,066 |
Jan13 |
120921 |
55.25 |
55.73 |
54.82 |
55.13 |
-0.20 |
5,004 |
37,389 |
+647 |
Mar13 |
120921 |
55.65 |
56.04 |
55.17 |
55.49 |
-0.17 |
4,758 |
30,189 |
-54 |
May13 |
120921 |
55.52 |
56.05 |
55.16 |
55.48 |
-0.15 |
2,994 |
18,509 |
+573 |
Jul13 |
120921 |
55.45 |
55.85 |
55.04 |
55.33 |
-0.15 |
2,954 |
15,920 |
+358 |
Aug13 |
120921 |
54.80 |
55.10 |
54.80 |
54.88 |
-0.22 |
651 |
1,955 |
-164 |
Sep13 |
120921 |
54.16 |
54.24 |
53.85 |
54.03 |
-0.21 |
161 |
1,874 |
+11 |
Oct13 |
120921 |
52.30 |
52.70 |
52.08 |
52.53 |
+0.10 |
141 |
2,899 |
+4 |
Dec13 |
120921 |
52.28 |
52.46 |
51.85 |
52.22 |
+0.12 |
325 |
7,465 |
-25 |
Total Volume and Open Interest |
75,170 |
308,246 |
-2,290 |
Canola(WCE) |
Nov12 |
120921 |
620.4 |
625.8 |
612.0 |
612.9 |
-4.5 |
7,403 |
118,346 |
-1,764 |
Jan13 |
120921 |
624.7 |
627.0 |
615.4 |
616.2 |
-4.5 |
1,697 |
67,319 |
+89 |
Mar13 |
120921 |
624.4 |
624.8 |
614.7 |
615.7 |
-4.3 |
815 |
19,028 |
-632 |
May13 |
120921 |
614.0 |
614.0 |
605.8 |
606.7 |
-3.5 |
51 |
19,557 |
-6 |
Jul13 |
120921 |
604.0 |
604.0 |
597.0 |
598.9 |
-3.5 |
71 |
4,146 |
+26 |
Total Volume and Open Interest |
10,045 |
232,893 |
-2,289 |
Corn(CBOT) |
Dec12 |
120921 |
745.50 |
754.50 |
744.50 |
748.25 |
+2.25 |
141,542 |
653,510 |
-1,263 |
Mar13 |
120921 |
749.25 |
757.50 |
748.00 |
751.00 |
+1.50 |
35,018 |
220,055 |
+2,047 |
May13 |
120921 |
748.00 |
756.50 |
746.50 |
749.75 |
+1.25 |
13,845 |
70,652 |
+922 |
Jul13 |
120921 |
742.00 |
750.00 |
739.25 |
742.25 |
+0.25 |
16,810 |
110,177 |
+765 |
Sep13 |
120921 |
665.00 |
670.00 |
664.75 |
665.00 |
unch |
761 |
18,501 |
+88 |
Dec13 |
120921 |
640.00 |
644.50 |
638.00 |
639.50 |
-0.75 |
4,474 |
95,231 |
-156 |
Mar14 |
120921 |
649.75 |
651.25 |
646.25 |
647.00 |
-0.75 |
154 |
1,909 |
+36 |
May14 |
120921 |
653.75 |
654.25 |
653.75 |
653.75 |
-0.50 |
68 |
565 |
+5 |
Jul14 |
120921 |
656.00 |
656.00 |
654.25 |
654.25 |
unch |
94 |
1,065 |
-4 |
Sep14 |
120921 |
610.00 |
610.00 |
607.50 |
610.00 |
+2.50 |
7 |
75 |
+0 |
Total Volume and Open Interest |
213,319 |
1,177,918 |
+2,671 |
Wheat(CBOT) |
Dec12 |
120921 |
881.75 |
899.25 |
879.50 |
897.25 |
+17.75 |
48,758 |
251,961 |
-381 |
Mar13 |
120921 |
894.50 |
909.75 |
891.50 |
908.00 |
+16.50 |
9,436 |
80,749 |
+87 |
May13 |
120921 |
894.75 |
907.50 |
892.00 |
905.50 |
+13.50 |
1,772 |
21,490 |
+12 |
Jul13 |
120921 |
863.75 |
873.75 |
862.00 |
871.50 |
+8.25 |
2,016 |
58,485 |
+164 |
Sep13 |
120921 |
868.00 |
873.00 |
864.00 |
872.00 |
+8.00 |
93 |
2,234 |
-2 |
Dec13 |
120921 |
871.25 |
880.50 |
870.00 |
878.75 |
+8.00 |
570 |
34,556 |
+193 |
Total Volume and Open Interest |
62,740 |
452,594 |
+122 |
Wheat(KCBT) |
Dec12 |
120921 |
910.50 |
928.00 |
908.75 |
926.25 |
+16.75 |
11,669 |
102,003 |
+969 |
Mar13 |
120921 |
923.25 |
939.00 |
920.75 |
937.50 |
+16.25 |
1,669 |
26,477 |
-22 |
May13 |
120921 |
924.25 |
937.75 |
924.25 |
935.75 |
+13.25 |
227 |
9,692 |
+55 |
Jul13 |
120921 |
894.50 |
904.25 |
892.50 |
900.75 |
+6.25 |
527 |
15,387 |
+30 |
Sep13 |
120921 |
897.00 |
904.50 |
896.25 |
901.00 |
+6.50 |
75 |
1,138 |
+15 |
Dec13 |
120921 |
900.00 |
907.25 |
900.00 |
905.50 |
+6.00 |
23 |
925 |
+10 |
Total Volume and Open Interest |
14,197 |
155,858 |
+1,064 |
Wheat(MGE) |
Dec12 |
120921 |
949.00 |
960.00 |
939.75 |
957.75 |
+17.25 |
2,843 |
26,101 |
+226 |
Mar13 |
120921 |
953.50 |
968.00 |
948.75 |
965.25 |
+15.25 |
503 |
7,786 |
+3 |
May13 |
120921 |
964.50 |
973.75 |
964.50 |
971.50 |
+15.50 |
260 |
2,742 |
+52 |
Jul13 |
120921 |
962.25 |
970.50 |
960.75 |
968.25 |
+13.50 |
165 |
1,711 |
-36 |
Sep13 |
120921 |
931.00 |
944.00 |
931.00 |
940.00 |
+8.75 |
13 |
2,591 |
+1 |
Total Volume and Open Interest |
3,787 |
41,371 |
+245 |
Oats(CBOT) |
Dec12 |
120921 |
373.00 |
377.50 |
369.75 |
376.00 |
+2.75 |
593 |
9,718 |
-171 |
Mar13 |
120921 |
378.00 |
382.00 |
375.00 |
381.00 |
+2.75 |
80 |
1,350 |
+39 |
May13 |
120921 |
381.00 |
381.00 |
378.25 |
381.00 |
+2.75 |
0 |
56 |
+0 |
Jul13 |
120921 |
379.25 |
379.25 |
376.50 |
379.25 |
+2.75 |
0 |
9 |
+0 |
Total Volume and Open Interest |
673 |
11,146 |
-132 |
Rough Rice(CBOT) |
Nov12 |
120921 |
15.18 |
15.40 |
15.18 |
15.24 |
+0.05 |
945 |
12,302 |
+27 |
Jan13 |
120921 |
15.57 |
15.72 |
15.49 |
15.55 |
+0.06 |
257 |
1,696 |
+154 |
Mar13 |
120921 |
15.80 |
15.88 |
15.77 |
15.81 |
+0.03 |
3 |
190 |
+3 |
May13 |
120921 |
16.00 |
16.00 |
15.98 |
16.00 |
+0.02 |
0 |
12 |
+0 |
Total Volume and Open Interest |
1,205 |
14,223 |
+184 |
Live Cattle(CME) |
Oct12 |
120921 |
126.180 |
126.180 |
125.500 |
125.535 |
-0.215 |
14,460 |
54,434 |
-2,295 |
Dec12 |
120921 |
128.485 |
128.800 |
127.980 |
128.485 |
+0.335 |
14,337 |
123,836 |
+895 |
Feb13 |
120921 |
132.050 |
132.380 |
131.685 |
131.935 |
+0.085 |
5,360 |
50,222 |
+261 |
Apr13 |
120921 |
135.800 |
136.000 |
135.400 |
135.735 |
+0.135 |
4,093 |
40,731 |
+681 |
Jun13 |
120921 |
132.350 |
132.535 |
132.075 |
132.400 |
+0.270 |
1,745 |
16,987 |
+346 |
Aug13 |
120921 |
132.450 |
132.825 |
132.380 |
132.400 |
unch |
418 |
6,032 |
+67 |
Total Volume and Open Interest |
40,566 |
294,408 |
+50 |
Feeder Cattle(CME) |
Sep12 |
120921 |
144.500 |
144.500 |
143.650 |
143.800 |
-0.330 |
554 |
2,703 |
-120 |
Oct12 |
120921 |
147.050 |
147.435 |
146.650 |
147.235 |
+0.500 |
1,842 |
10,311 |
+36 |
Nov12 |
120921 |
148.485 |
148.735 |
147.850 |
148.700 |
+0.900 |
1,310 |
9,897 |
+381 |
Jan13 |
120921 |
150.630 |
150.900 |
150.130 |
150.880 |
+0.680 |
460 |
5,715 |
+115 |
Mar13 |
120921 |
153.035 |
153.435 |
152.630 |
153.435 |
+0.685 |
252 |
2,450 |
+8 |
Apr13 |
120921 |
154.250 |
154.650 |
154.100 |
154.100 |
+0.300 |
78 |
885 |
+3 |
May13 |
120921 |
155.500 |
155.650 |
155.300 |
155.300 |
+0.300 |
86 |
1,209 |
-1 |
Total Volume and Open Interest |
4,625 |
33,343 |
+432 |
Lean Hogs(CME) |
Oct12 |
120921 |
75.225 |
76.035 |
75.150 |
75.800 |
+0.950 |
15,914 |
41,380 |
-2,369 |
Dec12 |
120921 |
74.635 |
75.100 |
74.300 |
74.975 |
+0.775 |
18,783 |
105,588 |
+1,189 |
Feb13 |
120921 |
81.100 |
81.430 |
80.885 |
81.200 |
+0.400 |
5,287 |
40,242 |
-190 |
Apr13 |
120921 |
87.150 |
87.750 |
87.000 |
87.700 |
+0.850 |
3,368 |
24,865 |
+328 |
May13 |
120921 |
94.980 |
95.550 |
94.980 |
95.550 |
+0.450 |
44 |
1,028 |
+5 |
Jun13 |
120921 |
97.500 |
98.400 |
97.250 |
98.100 |
+0.850 |
1,615 |
17,313 |
+79 |
Jul13 |
120921 |
96.980 |
97.600 |
96.980 |
97.450 |
+0.315 |
91 |
3,975 |
+7 |
Aug13 |
120921 |
96.750 |
97.300 |
96.750 |
97.000 |
+0.100 |
63 |
3,257 |
+18 |
Total Volume and Open Interest |
45,197 |
240,390 |
-926 |
Class III Milk(CME) |
Sep12 |
120921 |
18.94 |
18.95 |
18.92 |
18.93 |
-0.02 |
217 |
4,628 |
-16 |
Oct12 |
120921 |
20.23 |
20.41 |
20.11 |
20.21 |
-0.07 |
618 |
5,092 |
+110 |
Nov12 |
120921 |
20.84 |
20.90 |
20.46 |
20.49 |
-0.34 |
497 |
4,542 |
+262 |
Dec12 |
120921 |
20.19 |
20.26 |
19.91 |
19.97 |
-0.29 |
244 |
3,769 |
+98 |
Jan13 |
120921 |
19.94 |
19.94 |
19.70 |
19.70 |
-0.24 |
106 |
1,555 |
-9 |
Total Volume and Open Interest |
2,297 |
26,783 |
+572 |
Cocoa(ICE) |
Dec12 |
120921 |
2533 |
2541 |
2501 |
2521 |
+2 |
9,583 |
100,673 |
-353 |
Mar13 |
120921 |
2550 |
2552 |
2516 |
2534 |
+1 |
3,956 |
43,040 |
-1 |
May13 |
120921 |
2539 |
2553 |
2525 |
2542 |
+3 |
747 |
20,937 |
+8 |
Jul13 |
120921 |
2546 |
2567 |
2534 |
2551 |
+5 |
96 |
12,958 |
+1 |
Sep13 |
120921 |
2542 |
2565 |
2541 |
2557 |
+4 |
67 |
5,298 |
+4 |
Dec13 |
120921 |
2550 |
2578 |
2550 |
2563 |
+3 |
62 |
6,611 |
-5 |
Mar14 |
120921 |
2569 |
2582 |
2569 |
2570 |
+5 |
1,377 |
8,622 |
+1,243 |
Total Volume and Open Interest |
16,888 |
202,496 |
+1,897 |
Coffee "C"(ICE) |
Dec12 |
120921 |
168.60 |
173.80 |
168.60 |
173.30 |
+4.70 |
11,653 |
85,078 |
+1,000 |
Mar13 |
120921 |
172.75 |
177.75 |
172.75 |
177.40 |
+4.85 |
3,274 |
34,534 |
+1,037 |
May13 |
120921 |
177.00 |
180.55 |
177.00 |
180.15 |
+4.80 |
620 |
10,564 |
+164 |
Jul13 |
120921 |
179.95 |
183.05 |
179.50 |
182.85 |
+4.85 |
57 |
5,939 |
-10 |
Sep13 |
120921 |
182.35 |
185.65 |
182.35 |
185.50 |
+4.90 |
26 |
2,434 |
+0 |
Dec13 |
120921 |
185.10 |
189.35 |
185.10 |
189.25 |
+5.00 |
36 |
2,082 |
+8 |
Total Volume and Open Interest |
15,680 |
141,252 |
+2,210 |
Orange Juice(ICE) |
Nov12 |
120921 |
125.10 |
126.60 |
124.55 |
124.85 |
-1.20 |
575 |
16,933 |
-144 |
Jan13 |
120921 |
123.95 |
124.95 |
123.80 |
124.35 |
-0.55 |
172 |
3,254 |
+128 |
Mar13 |
120921 |
125.65 |
126.50 |
125.65 |
126.00 |
-0.30 |
14 |
2,164 |
+3 |
May13 |
120921 |
128.50 |
128.50 |
127.55 |
127.55 |
-0.60 |
6 |
761 |
+3 |
Jul13 |
120921 |
129.30 |
129.70 |
129.30 |
129.30 |
-0.80 |
2 |
20 |
+2 |
Sep13 |
120921 |
130.20 |
130.60 |
130.20 |
130.20 |
-0.80 |
0 |
13 |
+0 |
Total Volume and Open Interest |
769 |
23,145 |
-8 |
Sugar #11(ICE) |
Oct12 |
120921 |
19.23 |
19.70 |
19.13 |
19.38 |
+0.17 |
44,784 |
93,530 |
-10,212 |
Mar13 |
120921 |
19.91 |
20.39 |
19.81 |
20.07 |
+0.16 |
52,627 |
335,496 |
+8,327 |
May13 |
120921 |
20.10 |
20.52 |
19.99 |
20.19 |
+0.11 |
15,145 |
72,206 |
-145 |
Jul13 |
120921 |
20.19 |
20.59 |
20.08 |
20.26 |
+0.08 |
10,122 |
87,898 |
-565 |
Oct13 |
120921 |
20.38 |
20.85 |
20.35 |
20.52 |
+0.06 |
5,186 |
50,113 |
-212 |
Mar14 |
120921 |
20.77 |
21.23 |
20.77 |
20.94 |
+0.06 |
1,533 |
29,186 |
+457 |
May14 |
120921 |
20.83 |
21.15 |
20.83 |
20.89 |
+0.04 |
737 |
9,498 |
+268 |
Jul14 |
120921 |
20.78 |
21.05 |
20.78 |
20.87 |
+0.06 |
217 |
6,007 |
-52 |
Total Volume and Open Interest |
130,548 |
696,083 |
-2,055 |
London Cocoa(LCE) |
Dec12 |
120921 |
1639 |
1639 |
1611 |
1626 |
-9 |
5,581 |
76,054 |
-968 |
Mar13 |
120921 |
1620 |
1620 |
1597 |
1613 |
-5 |
3,443 |
63,267 |
-852 |
May13 |
120921 |
1626 |
1626 |
1603 |
1618 |
-5 |
757 |
24,762 |
+75 |
Jul13 |
120921 |
1632 |
1632 |
1610 |
1623 |
-5 |
298 |
14,396 |
+31 |
Sep13 |
120921 |
1624 |
1627 |
1612 |
1627 |
-5 |
129 |
9,892 |
+917 |
Dec13 |
120921 |
1620 |
1620 |
1606 |
1618 |
-5 |
17 |
8,039 |
-3 |
Mar14 |
120921 |
1615 |
1615 |
1615 |
1615 |
-6 |
0 |
5,280 |
+1,376 |
Total Volume and Open Interest |
10,225 |
205,941 |
+1,576 |
London Sugar(LCE) |
Dec12 |
120921 |
558.00 |
568.80 |
557.70 |
560.90 |
+3.90 |
2,718 |
26,774 |
+679 |
Mar13 |
120921 |
550.50 |
560.90 |
550.50 |
553.80 |
+4.00 |
2,386 |
28,876 |
+255 |
May13 |
120921 |
553.50 |
561.00 |
553.50 |
555.70 |
+3.20 |
518 |
8,118 |
+91 |
Aug13 |
120921 |
553.30 |
561.80 |
553.20 |
554.10 |
+2.80 |
166 |
3,741 |
+47 |
Oct13 |
120921 |
557.50 |
558.10 |
552.80 |
552.80 |
+2.30 |
42 |
2,792 |
+112 |
Total Volume and Open Interest |
5,835 |
72,108 |
+1,199 |
Cotton(ICE) |
Oct12 |
120921 |
73.77 |
74.42 |
71.76 |
72.00 |
-1.74 |
120 |
89 |
-31 |
Dec12 |
120921 |
75.26 |
75.65 |
73.14 |
73.25 |
-1.97 |
9,972 |
119,363 |
+119 |
Mar13 |
120921 |
76.03 |
76.37 |
74.12 |
74.23 |
-1.76 |
1,194 |
43,310 |
+178 |
May13 |
120921 |
77.18 |
77.18 |
75.14 |
75.25 |
-1.59 |
237 |
6,996 |
+26 |
Jul13 |
120921 |
77.69 |
77.69 |
76.00 |
76.22 |
-1.38 |
154 |
8,213 |
+56 |
Oct13 |
120921 |
78.61 |
78.61 |
77.86 |
77.86 |
-0.89 |
0 |
4 |
+0 |
Total Volume and Open Interest |
11,687 |
182,133 |
+351 |
Lumber(CME) |
Nov12 |
120921 |
278.0 |
281.8 |
277.1 |
278.0 |
+0.8 |
332 |
5,874 |
-38 |
Jan13 |
120921 |
290.9 |
293.1 |
289.4 |
292.3 |
+1.7 |
105 |
1,738 |
+18 |
Mar13 |
120921 |
300.8 |
303.0 |
299.0 |
299.6 |
-0.3 |
20 |
506 |
+7 |
May13 |
120921 |
308.1 |
312.0 |
307.0 |
307.8 |
-0.2 |
1 |
34 |
+1 |
Total Volume and Open Interest |
458 |
8,153 |
-12 |
Crude Oil(NYM) |
Nov12 |
120921 |
92.93 |
93.84 |
92.59 |
92.89 |
+0.47 |
378,443 |
347,938 |
+21,596 |
Dec12 |
120921 |
93.26 |
94.15 |
92.90 |
93.21 |
+0.47 |
97,317 |
204,241 |
+773 |
Jan13 |
120921 |
93.61 |
94.46 |
93.30 |
93.58 |
+0.48 |
22,037 |
113,479 |
+1,876 |
Feb13 |
120921 |
93.89 |
94.84 |
93.72 |
93.93 |
+0.47 |
17,060 |
64,418 |
+1,501 |
Mar13 |
120921 |
94.50 |
95.05 |
94.03 |
94.21 |
+0.47 |
21,312 |
63,900 |
-2,395 |
Apr13 |
120921 |
94.60 |
95.13 |
94.39 |
94.39 |
+0.46 |
10,068 |
31,774 |
+1,024 |
May13 |
120921 |
94.40 |
95.14 |
94.30 |
94.46 |
+0.48 |
10,545 |
24,206 |
+1,020 |
Jun13 |
120921 |
94.42 |
95.16 |
94.18 |
94.39 |
+0.51 |
32,559 |
105,007 |
+996 |
Jul13 |
120921 |
94.70 |
94.70 |
93.97 |
94.19 |
+0.54 |
4,888 |
30,108 |
+104 |
Aug13 |
120921 |
94.37 |
94.37 |
93.92 |
93.92 |
+0.58 |
2,582 |
21,704 |
+340 |
Sep13 |
120921 |
93.72 |
93.90 |
93.60 |
93.64 |
+0.61 |
4,134 |
33,421 |
-135 |
Oct13 |
120921 |
93.38 |
93.38 |
93.38 |
93.38 |
+0.63 |
3,387 |
18,987 |
+99 |
Nov13 |
120921 |
93.17 |
93.17 |
93.17 |
93.17 |
+0.65 |
4,258 |
24,128 |
+892 |
Dec13 |
120921 |
92.82 |
93.61 |
92.52 |
92.97 |
+0.67 |
40,895 |
169,134 |
+726 |
Jan14 |
120921 |
92.64 |
92.64 |
92.64 |
92.64 |
+0.66 |
957 |
24,523 |
+340 |
Feb14 |
120921 |
92.36 |
92.36 |
92.36 |
92.36 |
+0.65 |
53 |
8,145 |
+10 |
Total Volume and Open Interest |
807,916 |
1,593,713 |
-13,827 |
e-miNY Crude Oil(NYM) |
Sep12 |
120820 |
96.375 |
96.550 |
95.025 |
95.975 |
-0.025 |
3,807 |
3,910 |
-441 |
Oct12 |
120919 |
95.525 |
96.150 |
91.250 |
91.975 |
-3.325 |
8,310 |
4,796 |
-10 |
Nov12 |
120921 |
93.000 |
93.825 |
92.500 |
92.900 |
+0.475 |
11,561 |
3,978 |
+841 |
Dec12 |
120921 |
93.250 |
94.075 |
92.975 |
93.200 |
+0.450 |
794 |
4,273 |
+265 |
Jan13 |
120921 |
93.825 |
94.300 |
93.500 |
93.575 |
+0.475 |
78 |
1,714 |
+30 |
Feb13 |
120921 |
93.925 |
93.925 |
93.925 |
93.925 |
+0.475 |
0 |
73 |
+0 |
Mar13 |
120921 |
94.125 |
94.200 |
94.125 |
94.200 |
+0.450 |
1 |
9 |
+0 |
Apr13 |
120921 |
94.400 |
94.400 |
94.400 |
94.400 |
+0.475 |
2 |
4 |
+1 |
May13 |
120921 |
94.525 |
94.525 |
94.400 |
94.450 |
+0.475 |
3 |
3 |
+2 |
Jun13 |
120921 |
94.400 |
94.400 |
94.400 |
94.400 |
+0.525 |
1 |
38 |
-1 |
Total Volume and Open Interest |
12,444 |
10,240 |
-3,407 |
Heating Oil(NYM) |
Oct12 |
120921 |
310.81 |
313.39 |
309.79 |
312.07 |
+2.32 |
53,752 |
60,325 |
-8,522 |
Nov12 |
120921 |
309.77 |
313.00 |
309.18 |
311.77 |
+2.47 |
50,736 |
70,859 |
+2,259 |
Dec12 |
120921 |
308.49 |
311.85 |
308.09 |
310.76 |
+2.43 |
24,586 |
56,691 |
-362 |
Jan13 |
120921 |
308.00 |
310.69 |
306.88 |
309.59 |
+2.40 |
9,906 |
35,130 |
+998 |
Feb13 |
120921 |
306.39 |
308.93 |
306.39 |
307.73 |
+2.36 |
4,594 |
15,126 |
+498 |
Mar13 |
120921 |
303.79 |
306.23 |
303.58 |
305.12 |
+2.30 |
5,418 |
20,661 |
-730 |
Apr13 |
120921 |
300.11 |
302.70 |
300.11 |
301.99 |
+2.25 |
4,287 |
24,960 |
-128 |
May13 |
120921 |
303.70 |
303.70 |
302.91 |
302.91 |
+2.23 |
2,714 |
12,087 |
+304 |
Jun13 |
120921 |
300.10 |
301.76 |
300.10 |
300.49 |
+2.25 |
3,325 |
12,793 |
+416 |
Jul13 |
120921 |
299.87 |
299.87 |
299.27 |
299.27 |
+2.25 |
460 |
3,015 |
-32 |
Aug13 |
120921 |
298.42 |
298.42 |
298.42 |
298.42 |
+2.23 |
547 |
1,605 |
+36 |
Sep13 |
120921 |
297.79 |
297.79 |
297.79 |
297.79 |
+2.20 |
1,108 |
2,296 |
+539 |
Oct13 |
120921 |
297.61 |
297.61 |
297.61 |
297.61 |
+2.07 |
555 |
863 |
+176 |
Nov13 |
120921 |
297.41 |
297.41 |
297.41 |
297.41 |
+2.02 |
359 |
1,138 |
+234 |
Total Volume and Open Interest |
164,416 |
324,009 |
-3,490 |
Gasoline(NYMEX) |
Oct12 |
120921 |
291.04 |
295.45 |
290.50 |
294.25 |
+3.85 |
47,683 |
50,394 |
-4,214 |
Nov12 |
120921 |
278.11 |
282.63 |
277.98 |
281.95 |
+3.86 |
50,544 |
100,125 |
+2,937 |
Dec12 |
120921 |
270.43 |
274.95 |
270.43 |
274.21 |
+3.78 |
30,851 |
53,511 |
-849 |
Jan13 |
120921 |
267.91 |
271.15 |
267.02 |
270.78 |
+3.72 |
12,863 |
30,121 |
+2,330 |
Feb13 |
120921 |
267.41 |
270.71 |
266.52 |
270.17 |
+3.82 |
4,654 |
11,721 |
+251 |
Mar13 |
120921 |
267.39 |
271.37 |
267.16 |
271.10 |
+3.98 |
3,501 |
12,701 |
-399 |
Apr13 |
120921 |
282.11 |
285.68 |
282.11 |
285.27 |
+4.08 |
1,741 |
8,281 |
+89 |
May13 |
120921 |
283.93 |
284.03 |
282.50 |
284.03 |
+4.04 |
1,691 |
4,340 |
+225 |
Jun13 |
120921 |
279.70 |
281.63 |
279.70 |
281.40 |
+3.91 |
1,296 |
6,840 |
-6 |
Jul13 |
120921 |
278.25 |
278.25 |
278.25 |
278.25 |
+3.81 |
204 |
1,246 |
-40 |
Total Volume and Open Interest |
156,487 |
292,739 |
+952 |
e-miNY RBOB Gasoline(NYM) |
Oct12 |
120921 |
294.30 |
294.30 |
294.25 |
294.30 |
+3.90 |
0 |
1 |
+0 |
Nov12 |
120921 |
282.00 |
282.00 |
281.95 |
282.00 |
+3.90 |
|
|
|
Dec12 |
120921 |
274.20 |
274.21 |
274.20 |
274.20 |
+3.80 |
|
|
|
Jan13 |
120921 |
270.80 |
270.80 |
270.78 |
270.80 |
+3.70 |
|
|
|
Total Volume and Open Interest |
0 |
1 |
+0 |
Natural Gas(NYM) |
Oct12 |
120921 |
2.809 |
2.901 |
2.790 |
2.885 |
+0.088 |
161,160 |
82,834 |
-26,500 |
Nov12 |
120921 |
2.977 |
3.079 |
2.950 |
3.071 |
+0.109 |
95,797 |
260,364 |
+2,359 |
Dec12 |
120921 |
3.252 |
3.366 |
3.240 |
3.356 |
+0.106 |
39,649 |
114,291 |
-3,990 |
Jan13 |
120921 |
3.404 |
3.518 |
3.390 |
3.509 |
+0.107 |
31,574 |
180,148 |
+103 |
Feb13 |
120921 |
3.435 |
3.545 |
3.423 |
3.536 |
+0.102 |
8,996 |
33,811 |
-306 |
Mar13 |
120921 |
3.414 |
3.528 |
3.414 |
3.520 |
+0.096 |
10,366 |
67,561 |
+177 |
Apr13 |
120921 |
3.426 |
3.519 |
3.410 |
3.514 |
+0.093 |
12,142 |
73,478 |
+86 |
May13 |
120921 |
3.471 |
3.555 |
3.460 |
3.554 |
+0.090 |
1,908 |
27,851 |
-136 |
Jun13 |
120921 |
3.527 |
3.603 |
3.503 |
3.598 |
+0.089 |
2,135 |
15,666 |
+160 |
Jul13 |
120921 |
3.560 |
3.645 |
3.550 |
3.642 |
+0.088 |
969 |
18,532 |
+79 |
Aug13 |
120921 |
3.583 |
3.664 |
3.583 |
3.664 |
+0.088 |
2,228 |
12,829 |
+526 |
Sep13 |
120921 |
3.584 |
3.667 |
3.584 |
3.667 |
+0.089 |
1,156 |
11,011 |
+208 |
Oct13 |
120921 |
3.632 |
3.704 |
3.609 |
3.702 |
+0.088 |
3,366 |
51,725 |
+13 |
Nov13 |
120921 |
3.727 |
3.810 |
3.727 |
3.808 |
+0.085 |
592 |
23,029 |
+85 |
Dec13 |
120921 |
3.953 |
4.011 |
3.933 |
4.011 |
+0.081 |
199 |
20,465 |
-5 |
Jan14 |
120921 |
4.037 |
4.113 |
4.032 |
4.113 |
+0.080 |
702 |
35,680 |
-12 |
Total Volume and Open Interest |
373,247 |
1,095,990 |
-27,000 |
Brent Crude Oil(ICE) |
Nov12 |
120921 |
110.50 |
111.70 |
110.08 |
111.42 |
+1.39 |
298,801 |
223,480 |
-8,751 |
Dec12 |
120921 |
109.53 |
110.91 |
109.29 |
110.62 |
+1.39 |
196,925 |
224,614 |
+3,830 |
Jan13 |
120921 |
108.87 |
110.22 |
108.66 |
109.98 |
+1.41 |
64,004 |
101,925 |
+3,077 |
Feb13 |
120921 |
108.23 |
109.56 |
108.12 |
109.37 |
+1.38 |
26,048 |
44,865 |
-339 |
Mar13 |
120921 |
107.70 |
109.02 |
107.51 |
108.79 |
+1.32 |
25,816 |
49,457 |
+101 |
Apr13 |
120921 |
107.22 |
108.43 |
107.09 |
108.22 |
+1.27 |
13,109 |
22,356 |
-449 |
May13 |
120921 |
106.84 |
107.87 |
106.59 |
107.64 |
+1.25 |
15,430 |
22,083 |
-1,381 |
Jun13 |
120921 |
106.25 |
107.37 |
105.91 |
107.05 |
+1.23 |
51,573 |
72,217 |
-2,254 |
Jul13 |
120921 |
105.86 |
106.64 |
105.70 |
106.48 |
+1.21 |
12,633 |
26,718 |
+1,437 |
Aug13 |
120921 |
105.98 |
105.98 |
105.92 |
105.92 |
+1.19 |
9,492 |
31,653 |
-7,159 |
Sep13 |
120921 |
105.36 |
105.36 |
105.36 |
105.36 |
+1.16 |
10,185 |
31,501 |
+313 |
Oct13 |
120921 |
105.02 |
105.02 |
104.86 |
104.86 |
+1.13 |
5,269 |
31,581 |
+606 |
Nov13 |
120921 |
104.42 |
104.42 |
104.42 |
104.42 |
+1.09 |
7,596 |
20,956 |
+2,599 |
Dec13 |
120921 |
103.20 |
104.36 |
102.89 |
103.99 |
+1.04 |
58,352 |
102,440 |
-1,021 |
Total Volume and Open Interest |
824,593 |
1,187,617 |
-8,732 |
Gas Oil(ICE) |
Oct12 |
120921 |
968.25 |
981.00 |
968.25 |
974.75 |
+11.50 |
87,794 |
115,246 |
-8,151 |
Nov12 |
120921 |
965.25 |
974.50 |
963.75 |
969.25 |
+11.75 |
79,542 |
119,201 |
+5,765 |
Dec12 |
120921 |
956.25 |
966.25 |
955.00 |
961.50 |
+12.25 |
68,280 |
96,327 |
+4,335 |
Jan13 |
120921 |
954.00 |
960.25 |
948.75 |
955.75 |
+12.25 |
22,732 |
51,494 |
+3,001 |
Feb13 |
120921 |
944.00 |
954.25 |
943.00 |
949.75 |
+12.25 |
11,873 |
31,845 |
+678 |
Mar13 |
120921 |
938.00 |
946.75 |
935.75 |
942.25 |
+12.00 |
11,100 |
24,181 |
-459 |
Apr13 |
120921 |
930.50 |
939.25 |
928.25 |
935.00 |
+11.75 |
6,440 |
21,408 |
-369 |
May13 |
120921 |
926.75 |
933.25 |
922.25 |
929.00 |
+11.50 |
4,499 |
13,390 |
+598 |
Jun13 |
120921 |
922.00 |
929.50 |
918.25 |
925.25 |
+11.50 |
10,692 |
43,904 |
+1,899 |
Jul13 |
120921 |
918.50 |
926.75 |
918.50 |
923.75 |
+11.50 |
837 |
10,957 |
+9 |
Total Volume and Open Interest |
314,848 |
617,991 |
+8,765 |
Ethanol(CBOT) |
Sep12 |
120906 |
2.515 |
2.539 |
2.515 |
2.539 |
+0.011 |
41 |
89 |
-74 |
Oct12 |
120921 |
2.260 |
2.268 |
2.246 |
2.260 |
+0.013 |
115 |
806 |
-33 |
Nov12 |
120921 |
2.275 |
2.283 |
2.263 |
2.272 |
+0.011 |
191 |
1,268 |
-121 |
Dec12 |
120921 |
2.300 |
2.301 |
2.280 |
2.288 |
+0.011 |
149 |
1,986 |
-18 |
Jan13 |
120921 |
2.296 |
2.306 |
2.291 |
2.296 |
+0.008 |
171 |
1,146 |
+14 |
Feb13 |
120921 |
2.300 |
2.306 |
2.298 |
2.304 |
+0.016 |
183 |
875 |
-13 |
Mar13 |
120921 |
2.327 |
2.327 |
2.315 |
2.320 |
+0.008 |
45 |
1,918 |
+19 |
Apr13 |
120921 |
2.347 |
2.347 |
2.332 |
2.335 |
+0.009 |
24 |
437 |
-5 |
Total Volume and Open Interest |
947 |
11,081 |
-118 |
WTI Crude Oil(ICE) |
Nov12 |
120921 |
92.94 |
93.84 |
92.62 |
92.89 |
+0.47 |
88,854 |
77,774 |
-5,339 |
Dec12 |
120921 |
93.31 |
94.13 |
92.99 |
93.21 |
+0.47 |
29,393 |
98,423 |
+1,505 |
Jan13 |
120921 |
93.77 |
94.46 |
93.33 |
93.58 |
+0.48 |
9,788 |
33,651 |
+1,572 |
Feb13 |
120921 |
94.05 |
94.77 |
93.74 |
93.93 |
+0.47 |
5,016 |
18,152 |
+595 |
Mar13 |
120921 |
94.31 |
95.08 |
94.16 |
94.21 |
+0.47 |
5,894 |
23,190 |
+677 |
Apr13 |
120921 |
94.48 |
95.23 |
94.36 |
94.39 |
+0.46 |
2,211 |
10,485 |
+143 |
May13 |
120921 |
94.50 |
95.28 |
94.44 |
94.46 |
+0.48 |
2,477 |
7,282 |
+147 |
Jun13 |
120921 |
94.75 |
95.18 |
94.27 |
94.39 |
+0.51 |
7,836 |
44,115 |
-133 |
Jul13 |
120921 |
94.54 |
94.54 |
94.18 |
94.19 |
+0.54 |
1,502 |
3,474 |
-108 |
Aug13 |
120921 |
93.92 |
93.92 |
93.92 |
93.92 |
+0.58 |
825 |
4,860 |
+244 |
Sep13 |
120921 |
93.64 |
93.64 |
93.64 |
93.64 |
+0.61 |
905 |
9,116 |
+81 |
Oct13 |
120921 |
93.38 |
93.38 |
93.38 |
93.38 |
+0.63 |
702 |
3,782 |
+222 |
Nov13 |
120921 |
93.17 |
93.17 |
93.17 |
93.17 |
+0.65 |
1,030 |
4,256 |
-66 |
Dec13 |
120921 |
92.90 |
93.63 |
92.59 |
92.97 |
+0.67 |
9,102 |
70,415 |
-586 |
Jan14 |
120921 |
92.64 |
92.64 |
92.64 |
92.64 |
+0.66 |
64 |
4,176 |
+34 |
Feb14 |
120921 |
92.36 |
92.36 |
92.36 |
92.36 |
+0.65 |
29 |
1,752 |
+0 |
Total Volume and Open Interest |
169,435 |
506,682 |
-20,631 |
US Dollar Index(ICE) |
Dec12 |
120921 |
79.460 |
79.520 |
79.110 |
79.397 |
-0.080 |
19,022 |
42,036 |
+2,057 |
Mar13 |
120921 |
79.662 |
79.662 |
79.662 |
79.662 |
-0.080 |
0 |
502 |
+0 |
Jun13 |
120921 |
79.882 |
79.882 |
79.882 |
79.882 |
-0.080 |
|
|
|
Total Volume and Open Interest |
19,022 |
42,538 |
+2,057 |
Australian Dollar(CME) |
Dec12 |
120921 |
103.57 |
104.42 |
103.52 |
103.77 |
+0.11 |
114,548 |
176,058 |
+1,701 |
Mar13 |
120921 |
102.86 |
103.54 |
102.86 |
103.01 |
+0.10 |
11 |
95 |
+9 |
Jun13 |
120921 |
102.29 |
102.29 |
102.21 |
102.29 |
+0.08 |
0 |
10 |
+0 |
Total Volume and Open Interest |
114,559 |
176,168 |
+1,710 |
British Pound(CME) |
Dec12 |
120921 |
162.12 |
163.04 |
162.08 |
162.41 |
+0.29 |
94,247 |
152,987 |
+1,983 |
Mar13 |
120921 |
162.48 |
162.81 |
162.07 |
162.35 |
+0.28 |
8 |
246 |
-1 |
Jun13 |
120921 |
162.05 |
162.30 |
162.01 |
162.30 |
+0.29 |
0 |
53 |
+0 |
Total Volume and Open Interest |
94,255 |
153,287 |
+1,982 |
Canadian Dollar(CME) |
Dec12 |
120921 |
102.20 |
102.57 |
102.05 |
102.16 |
-0.04 |
68,611 |
204,004 |
-671 |
Mar13 |
120921 |
102.32 |
102.32 |
101.93 |
101.93 |
-0.04 |
65 |
2,158 |
+40 |
Jun13 |
120921 |
101.79 |
101.79 |
101.67 |
101.67 |
-0.04 |
26 |
557 |
+5 |
Sep13 |
120921 |
101.51 |
101.51 |
101.40 |
101.40 |
-0.04 |
1 |
157 |
+1 |
Total Volume and Open Interest |
68,703 |
206,940 |
-625 |
Japanese Yen(CME) |
Dec12 |
120921 |
127.91 |
128.12 |
127.68 |
128.06 |
+0.19 |
141,898 |
126,517 |
-2,119 |
Mar13 |
120921 |
128.24 |
128.24 |
128.01 |
128.20 |
+0.19 |
79 |
222 |
+10 |
Jun13 |
120921 |
128.36 |
128.36 |
128.17 |
128.36 |
+0.19 |
0 |
12 |
+0 |
Total Volume and Open Interest |
141,977 |
126,753 |
-2,109 |
Swiss Franc(CME) |
Dec12 |
120921 |
107.33 |
107.85 |
107.15 |
107.40 |
+0.05 |
28,846 |
36,271 |
-2,169 |
Mar13 |
120921 |
107.57 |
107.57 |
107.52 |
107.57 |
+0.05 |
2 |
8 |
+2 |
Jun13 |
120921 |
107.77 |
107.77 |
107.72 |
107.77 |
+0.05 |
0 |
3 |
+0 |
Total Volume and Open Interest |
28,848 |
36,282 |
-2,167 |
EuroFX(CME) |
Dec12 |
120921 |
129.77 |
130.59 |
129.66 |
130.01 |
+0.20 |
264,759 |
224,808 |
-8,726 |
Mar13 |
120921 |
130.15 |
130.67 |
129.88 |
130.14 |
+0.19 |
117 |
336 |
+22 |
Jun13 |
120921 |
130.15 |
130.28 |
130.10 |
130.28 |
+0.18 |
1 |
531 |
+0 |
Total Volume and Open Interest |
264,878 |
225,691 |
-8,703 |
Mexican Peso(CME) |
Oct12 |
120921 |
774.75 |
775.00 |
774.75 |
774.75 |
-0.25 |
|
|
|
Nov12 |
120921 |
772.75 |
773.00 |
772.75 |
772.75 |
-0.25 |
|
|
|
Total Volume and Open Interest |
56,445 |
220,158 |
+5,237 |
Brazilian Real(CME) |
Oct12 |
120921 |
493.60 |
494.10 |
493.25 |
493.60 |
-0.40 |
0 |
1,602 |
+0 |
Nov12 |
120921 |
491.45 |
492.20 |
491.40 |
492.20 |
+0.45 |
16 |
34 |
+10 |
Dec12 |
120921 |
490.00 |
490.75 |
490.00 |
490.75 |
+0.80 |
62 |
1,726 |
-20 |
Jan13 |
120921 |
488.95 |
488.95 |
488.15 |
488.95 |
+0.80 |
|
|
|
Total Volume and Open Interest |
88 |
16,541 |
+0 |
30-Year T-Bonds(CBOT) |
Dec12 |
120921 |
146~270 |
147~040 |
146~100 |
146~280 |
+0~050 |
302,854 |
542,004 |
+106 |
Mar13 |
120921 |
145~060 |
145~210 |
145~060 |
145~190 |
+0~010 |
5 |
89 |
+1 |
Jun13 |
120921 |
144~140 |
144~140 |
144~130 |
144~140 |
+0~010 |
|
|
|
Total Volume and Open Interest |
302,859 |
542,093 |
-16,356 |
10-Year T-Notes(CBOT) |
Dec12 |
120921 |
132~140 |
132~245 |
132~080 |
132~215 |
+0~085 |
868,748 |
1,580,027 |
-7,201 |
Mar13 |
120921 |
131~295 |
132~030 |
131~295 |
132~030 |
+0~110 |
1 |
2 |
+0 |
Jun13 |
120921 |
131~080 |
131~080 |
131~080 |
131~080 |
+0~110 |
|
|
|
Total Volume and Open Interest |
868,749 |
1,580,029 |
-13,506 |
5-Year T-Notes(CBOT) |
Sep12 |
120921 |
124~062 |
124~081 |
124~062 |
124~081 |
+0~015 |
6,822 |
20,313 |
-2,085 |
Dec12 |
120921 |
124~028 |
124~050 |
124~021 |
124~044 |
+0~016 |
449,219 |
1,305,241 |
+30,979 |
Mar13 |
120921 |
124~022 |
124~022 |
124~022 |
124~022 |
+0~016 |
0 |
23 |
+0 |
Total Volume and Open Interest |
456,041 |
1,325,577 |
+28,894 |
2 Year T-Notes(CBOT) |
Sep12 |
120921 |
110~026 |
110~026 |
110~026 |
110~026 |
unch |
2,625 |
16,235 |
-569 |
Dec12 |
120921 |
110~026 |
110~028 |
110~024 |
110~026 |
unch |
137,852 |
940,825 |
+8,871 |
Mar13 |
120921 |
110~020 |
110~020 |
110~020 |
110~020 |
unch |
|
|
|
Total Volume and Open Interest |
140,477 |
957,060 |
+8,302 |
Eurodollars(CME) |
Dec12 |
120921 |
99.660 |
99.680 |
99.660 |
99.675 |
+0.015 |
100,545 |
961,099 |
+7,495 |
Mar13 |
120921 |
99.650 |
99.665 |
99.650 |
99.660 |
+0.010 |
118,244 |
833,124 |
-9,372 |
Jun13 |
120921 |
99.635 |
99.645 |
99.630 |
99.635 |
unch |
110,999 |
707,434 |
+8,570 |
Sep13 |
120921 |
99.620 |
99.630 |
99.615 |
99.620 |
unch |
95,797 |
669,113 |
-1,287 |
Dec13 |
120921 |
99.595 |
99.605 |
99.590 |
99.595 |
unch |
77,919 |
670,386 |
+358 |
Mar14 |
120921 |
99.570 |
99.580 |
99.565 |
99.575 |
+0.005 |
67,636 |
618,678 |
+5,895 |
Jun14 |
120921 |
99.530 |
99.540 |
99.520 |
99.535 |
+0.005 |
78,640 |
475,473 |
+3,802 |
Sep14 |
120921 |
99.480 |
99.500 |
99.470 |
99.490 |
+0.005 |
83,747 |
410,021 |
+1,175 |
Dec14 |
120921 |
99.420 |
99.440 |
99.410 |
99.435 |
+0.010 |
85,605 |
419,579 |
+1,766 |
Mar15 |
120921 |
99.365 |
99.390 |
99.350 |
99.380 |
+0.010 |
72,014 |
397,721 |
-3,755 |
Jun15 |
120921 |
0.981 |
1.006 |
0.966 |
1.001 |
+0.015 |
87,994 |
501,601 |
+5,396 |
Sep15 |
120921 |
0.871 |
0.906 |
0.856 |
0.896 |
+0.020 |
82,781 |
317,322 |
+490 |
Dec15 |
120921 |
0.736 |
0.776 |
0.721 |
0.761 |
+0.020 |
60,866 |
254,992 |
+5,335 |
Mar16 |
120921 |
0.596 |
0.646 |
0.581 |
0.626 |
+0.020 |
38,484 |
177,084 |
+423 |
Jun16 |
120921 |
0.441 |
0.491 |
0.421 |
0.476 |
+0.025 |
31,097 |
133,599 |
+1,938 |
Sep16 |
120921 |
0.281 |
0.331 |
0.256 |
0.316 |
+0.030 |
35,172 |
110,383 |
+2,410 |
Dec16 |
120921 |
0.116 |
0.161 |
0.081 |
0.146 |
+0.030 |
22,740 |
93,357 |
+2,695 |
Mar17 |
120921 |
6.510 |
0.011 |
6.480 |
6.545 |
+0.030 |
13,703 |
73,658 |
+1,160 |
Total Volume and Open Interest |
1,298,398 |
8,018,608 |
+37,276 |
30 Day Federal Funds(CBOT) |
Sep12 |
120921 |
99.853 |
99.853 |
99.850 |
99.853 |
unch |
3,344 |
65,797 |
+365 |
Oct12 |
120921 |
99.860 |
99.860 |
99.855 |
99.855 |
unch |
5,468 |
63,271 |
+1,140 |
Nov12 |
120921 |
99.865 |
99.865 |
99.860 |
99.860 |
unch |
2,153 |
51,901 |
-637 |
Dec12 |
120921 |
99.870 |
99.875 |
99.865 |
99.870 |
unch |
2,248 |
31,427 |
+62 |
Jan13 |
120921 |
99.875 |
99.875 |
99.870 |
99.870 |
unch |
473 |
18,796 |
-173 |
Feb13 |
120921 |
99.875 |
99.875 |
99.865 |
99.870 |
+0.005 |
2,854 |
19,980 |
-25 |
Total Volume and Open Interest |
22,218 |
430,366 |
+394 |
30 Day Fed Funds(e-CBOT) |
3-Mth Euro-Yen(CME) |
Dec12 |
120921 |
99.680 |
99.680 |
99.680 |
99.680 |
unch |
|
|
|
Mar13 |
120921 |
99.710 |
99.710 |
99.710 |
99.710 |
unch |
|
|
|
Jun13 |
120921 |
99.735 |
99.735 |
99.735 |
99.735 |
unch |
|
|
|
Sep13 |
120921 |
99.745 |
99.745 |
99.745 |
99.745 |
unch |
|
|
|
Dec13 |
120921 |
99.755 |
99.755 |
99.755 |
99.755 |
unch |
|
|
|
Mar14 |
120921 |
99.755 |
99.755 |
99.755 |
99.755 |
unch |
|
|
|
Jun14 |
120921 |
99.615 |
99.615 |
99.615 |
99.615 |
unch |
|
|
|
Sep14 |
120921 |
99.475 |
99.475 |
99.475 |
99.475 |
unch |
|
|
|
Dec14 |
120921 |
99.700 |
99.700 |
99.700 |
99.700 |
unch |
|
|
|
Mar15 |
120921 |
99.560 |
99.560 |
99.560 |
99.560 |
unch |
|
|
|
Total Volume and Open Interest |
|
|
|
3-Mth Euro-Yen(SGX) |
Dec12 |
120921 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
0 |
1,013 |
+0 |
Mar13 |
120921 |
99.71 |
99.71 |
99.71 |
99.71 |
unch |
0 |
183 |
+0 |
Jun13 |
120921 |
99.74 |
99.74 |
99.74 |
99.74 |
unch |
0 |
201 |
+0 |
Sep13 |
120921 |
99.75 |
99.75 |
99.75 |
99.75 |
unch |
0 |
305 |
+0 |
Dec13 |
120921 |
99.75 |
99.75 |
99.75 |
99.75 |
unch |
0 |
384 |
+0 |
Mar14 |
120921 |
99.75 |
99.75 |
99.75 |
99.75 |
unch |
0 |
344 |
+0 |
Jun14 |
120921 |
99.61 |
99.61 |
99.61 |
99.61 |
unch |
|
|
|
Sep14 |
120921 |
99.47 |
99.47 |
99.47 |
99.47 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
2,434 |
+0 |
Japanese Gov't Bonds(SGX) |
Dec12 |
120921 |
143.80 |
143.84 |
143.64 |
143.80 |
-0.01 |
6,926 |
18,978 |
+1,107 |
Mar13 |
120921 |
142.06 |
142.06 |
142.06 |
142.06 |
-0.01 |
|
|
|
Jun13 |
120921 |
139.97 |
139.97 |
139.97 |
139.97 |
-0.01 |
|
|
|
Total Volume and Open Interest |
6,926 |
18,978 |
+1,107 |
Euro-Bund(EUREX) |
Dec12 |
120921 |
139.82 |
140.21 |
139.60 |
140.00 |
-0.21 |
708,784 |
811,377 |
+8,520 |
Mar13 |
120921 |
141.18 |
141.56 |
141.11 |
141.39 |
-0.24 |
50 |
45,221 |
+24 |
Jun13 |
120921 |
141.39 |
141.39 |
141.39 |
141.39 |
-0.25 |
|
|
|
Total Volume and Open Interest |
708,834 |
856,598 |
+8,544 |
Euro-Bobl(EUREX) |
Dec12 |
120921 |
125.12 |
125.32 |
125.06 |
125.23 |
-0.04 |
403,297 |
723,418 |
+16,315 |
Mar13 |
120921 |
125.63 |
125.72 |
125.61 |
125.72 |
-0.07 |
4,578 |
14,925 |
+2,659 |
Jun13 |
120921 |
125.72 |
125.72 |
125.72 |
125.72 |
-0.07 |
|
|
|
Total Volume and Open Interest |
407,875 |
738,343 |
+18,974 |
3-Mth Euribor(EUREX) |
Sep12 |
120917 |
99.753 |
99.753 |
99.753 |
99.753 |
-0.002 |
220 |
2,886 |
+164 |
Dec12 |
120921 |
99.840 |
99.840 |
99.840 |
99.840 |
+0.015 |
24 |
1,577 |
+0 |
Mar13 |
120921 |
99.825 |
99.835 |
99.825 |
99.835 |
+0.015 |
0 |
1,065 |
+0 |
Total Volume and Open Interest |
389 |
4,832 |
+343 |
Long Gilt(LIFFE) |
Sep12 |
120921 |
120~11 |
120~15 |
120~04 |
120~09 |
-0~15 |
124 |
1,011 |
+100 |
Dec12 |
120921 |
119~11 |
119~15 |
118~30 |
119~07 |
-0~15 |
167,961 |
319,272 |
-908 |
Total Volume and Open Interest |
168,085 |
320,283 |
-808 |
3-Mth Short Sterling(LIFFE) |
Dec12 |
120921 |
99.45 |
99.45 |
99.43 |
99.45 |
unch |
75,973 |
414,295 |
+17,360 |
Mar13 |
120921 |
99.46 |
99.47 |
99.44 |
99.46 |
unch |
59,275 |
341,798 |
+9,240 |
Jun13 |
120921 |
99.45 |
99.46 |
99.43 |
99.45 |
unch |
46,784 |
318,438 |
+9,713 |
Sep13 |
120921 |
99.44 |
99.45 |
99.41 |
99.43 |
-0.01 |
54,507 |
299,416 |
-3,862 |
Dec13 |
120921 |
99.40 |
99.41 |
99.37 |
99.39 |
-0.01 |
63,365 |
285,027 |
+16,576 |
Mar14 |
120921 |
99.37 |
99.38 |
99.34 |
99.36 |
-0.01 |
37,097 |
243,893 |
+6,039 |
Total Volume and Open Interest |
487,240 |
2,558,708 |
-212,488 |
3-Mth Euribor(LIFFE) |
Dec12 |
120921 |
99.830 |
99.845 |
99.820 |
99.840 |
+0.015 |
149,047 |
518,356 |
+6,378 |
Mar13 |
120921 |
99.825 |
99.845 |
99.810 |
99.835 |
+0.015 |
129,955 |
465,116 |
+7,047 |
Jun13 |
120921 |
99.805 |
99.825 |
99.790 |
99.815 |
+0.010 |
102,522 |
436,748 |
+6,622 |
Total Volume and Open Interest |
1,065,603 |
3,504,278 |
+63,659 |
3-Mth Aus T-Bills(SFE) |
Dec12 |
120921 |
96.86 |
96.88 |
96.77 |
96.80 |
-0.06 |
30,676 |
163,692 |
-4,156 |
Mar13 |
120921 |
97.14 |
97.16 |
97.03 |
97.05 |
-0.07 |
21,374 |
147,690 |
-2,571 |
Jun13 |
120921 |
97.25 |
97.26 |
97.11 |
97.14 |
-0.08 |
11,753 |
114,053 |
+1,114 |
Sep13 |
120921 |
97.21 |
97.21 |
97.09 |
97.11 |
-0.07 |
6,202 |
64,551 |
-948 |
Dec13 |
120921 |
97.11 |
97.11 |
97.02 |
97.03 |
-0.07 |
4,051 |
54,916 |
+287 |
Mar14 |
120921 |
97.02 |
97.04 |
96.95 |
96.96 |
-0.07 |
3,681 |
33,803 |
+281 |
Jun14 |
120921 |
96.97 |
96.97 |
96.88 |
96.89 |
-0.06 |
2,191 |
15,979 |
+417 |
Sep14 |
120921 |
96.90 |
96.90 |
96.82 |
96.82 |
-0.06 |
1,054 |
5,679 |
-515 |
Dec14 |
120921 |
96.74 |
96.74 |
96.74 |
96.74 |
-0.06 |
98 |
1,004 |
+49 |
Mar15 |
120921 |
96.67 |
96.67 |
96.67 |
96.67 |
-0.06 |
0 |
63 |
+0 |
Total Volume and Open Interest |
81,080 |
601,658 |
-6,042 |
10-Year Aus T-Bonds(SFE) |
Dec12 |
120921 |
96.89 |
96.89 |
96.78 |
96.81 |
-0.06 |
48,045 |
359,869 |
-7,577 |
Mar13 |
120921 |
96.81 |
96.81 |
96.81 |
96.81 |
-0.21 |
|
|
|
Total Volume and Open Interest |
48,045 |
359,869 |
-7,577 |
3-Year Aus T-Bonds(SFE) |
Dec12 |
120921 |
97.51 |
97.54 |
97.37 |
97.41 |
-0.09 |
174,385 |
446,239 |
-32,099 |
Mar13 |
120921 |
97.41 |
97.41 |
97.41 |
97.41 |
-0.21 |
|
|
|
Total Volume and Open Interest |
174,385 |
446,239 |
-32,099 |
Gold(CMX) |
Oct12 |
120921 |
1768.2 |
1787.0 |
1766.8 |
1775.6 |
+7.8 |
7,871 |
22,576 |
+347 |
Dec12 |
120921 |
1770.2 |
1790.0 |
1769.1 |
1778.0 |
+7.8 |
162,962 |
333,772 |
+4,754 |
Feb13 |
120921 |
1772.0 |
1791.7 |
1772.0 |
1780.2 |
+7.7 |
3,203 |
26,213 |
-113 |
Apr13 |
120921 |
1778.0 |
1792.7 |
1777.1 |
1782.3 |
+7.7 |
892 |
16,600 |
+82 |
Jun13 |
120921 |
1780.7 |
1795.6 |
1780.7 |
1784.3 |
+7.7 |
233 |
21,532 |
-74 |
Aug13 |
120921 |
1781.2 |
1798.0 |
1781.2 |
1786.3 |
+7.7 |
576 |
5,531 |
-120 |
Oct13 |
120921 |
1792.8 |
1797.8 |
1786.5 |
1788.2 |
+7.7 |
780 |
3,430 |
+324 |
Dec13 |
120921 |
1788.0 |
1801.3 |
1786.5 |
1790.5 |
+7.7 |
531 |
11,497 |
+46 |
Feb14 |
120921 |
1800.4 |
1802.8 |
1790.8 |
1792.9 |
+7.8 |
41 |
2,534 |
-1 |
Apr14 |
120921 |
1795.2 |
1795.2 |
1795.2 |
1795.2 |
+7.8 |
0 |
3,610 |
+0 |
Jun14 |
120921 |
1797.7 |
1797.7 |
1797.7 |
1797.7 |
+7.8 |
100 |
9,398 |
+25 |
Total Volume and Open Interest |
180,051 |
481,999 |
+3,390 |
Silver(CMX) |
Sep12 |
120921 |
3487.0 |
3509.0 |
3448.0 |
3456.7 |
-5.1 |
83 |
480 |
-5 |
Dec12 |
120921 |
3468.0 |
3526.0 |
3436.5 |
3463.8 |
-4.4 |
43,836 |
80,920 |
-1,068 |
Mar13 |
120921 |
3471.0 |
3530.0 |
3448.5 |
3471.7 |
-4.3 |
1,037 |
9,011 |
+89 |
May13 |
120921 |
3494.0 |
3516.5 |
3455.0 |
3475.7 |
-4.3 |
292 |
3,896 |
-94 |
Jul13 |
120921 |
3530.0 |
3530.0 |
3478.6 |
3478.6 |
-4.4 |
56 |
5,338 |
+31 |
Sep13 |
120921 |
3500.0 |
3500.0 |
3481.5 |
3481.5 |
-4.4 |
82 |
2,383 |
+41 |
Dec13 |
120921 |
3500.0 |
3537.5 |
3470.0 |
3485.4 |
-4.4 |
138 |
13,589 |
+13 |
Total Volume and Open Interest |
45,882 |
126,008 |
-1,024 |
Platinum(NYMEX) |
Oct12 |
120921 |
1627.2 |
1647.0 |
1623.8 |
1637.6 |
+13.7 |
12,740 |
32,127 |
-2,584 |
Jan13 |
120921 |
1630.9 |
1650.9 |
1627.8 |
1641.6 |
+13.8 |
3,177 |
23,425 |
+2,108 |
Apr13 |
120921 |
1649.0 |
1654.0 |
1639.7 |
1645.0 |
+13.9 |
261 |
1,308 |
+251 |
Jul13 |
120921 |
1653.7 |
1653.7 |
1646.0 |
1646.0 |
+13.9 |
1 |
0 |
+0 |
Total Volume and Open Interest |
16,188 |
56,888 |
-230 |
Palladium(NYMEX) |
Sep12 |
120921 |
670.05 |
670.05 |
670.05 |
670.05 |
+10.45 |
1 |
18 |
+0 |
Dec12 |
120921 |
661.15 |
678.45 |
661.15 |
671.55 |
+10.45 |
2,791 |
20,124 |
+388 |
Mar13 |
120921 |
676.50 |
678.40 |
671.50 |
673.10 |
+10.45 |
11 |
612 |
+1 |
Total Volume and Open Interest |
3,106 |
21,066 |
+689 |
Copper(CMX) |
Sep12 |
120921 |
379.45 |
380.90 |
379.00 |
380.35 |
+3.10 |
532 |
2,070 |
-193 |
Dec12 |
120921 |
377.70 |
380.95 |
377.05 |
378.90 |
+3.00 |
47,614 |
96,638 |
+580 |
Mar13 |
120921 |
379.05 |
381.50 |
377.85 |
379.70 |
+2.95 |
2,464 |
25,747 |
+333 |
May13 |
120921 |
380.55 |
381.50 |
379.00 |
380.10 |
+2.95 |
254 |
5,034 |
+63 |
Jul13 |
120921 |
381.05 |
381.05 |
379.80 |
380.30 |
+2.95 |
105 |
4,376 |
-13 |
Total Volume and Open Interest |
51,753 |
149,883 |
+785 |
DJIA Index(CBOT) |
Dec12 |
120921 |
13460 |
13580 |
13460 |
13500 |
-15 |
1,956 |
8,469 |
+1,207 |
Mar13 |
120921 |
13435 |
13450 |
13435 |
13435 |
-15 |
0 |
5 |
+0 |
Jun13 |
120921 |
13359 |
13374 |
13359 |
13359 |
-15 |
|
|
|
Sep13 |
120921 |
13280 |
13298 |
13280 |
13280 |
|
|
|
|
E-mini DJIA Index(CBOT) |
Sep12 |
120921 |
13578 |
13717 |
13578 |
13652 |
+59 |
27,829 |
43,696 |
-3,581 |
Dec12 |
120921 |
13518 |
13588 |
13489 |
13500 |
-15 |
104,698 |
109,924 |
+5,662 |
Mar13 |
120921 |
13433 |
13486 |
13433 |
13435 |
-15 |
10 |
132 |
+0 |
Jun13 |
120921 |
13359 |
13359 |
13359 |
13359 |
-15 |
1 |
39 |
+0 |
Total Volume and Open Interest |
132,538 |
153,791 |
+2,081 |
S & P 500(CME) |
Dec12 |
120921 |
1454.10 |
1461.50 |
1451.00 |
1451.90 |
-1.90 |
25,885 |
184,619 |
+10,786 |
Mar13 |
120921 |
1445.10 |
1453.00 |
1445.00 |
1445.10 |
-1.90 |
223 |
1,386 |
-189 |
Jun13 |
120921 |
1438.10 |
1446.00 |
1438.00 |
1438.10 |
-1.90 |
0 |
456 |
+0 |
Sep13 |
120921 |
1432.10 |
1440.00 |
1432.00 |
1432.10 |
-1.90 |
|
|
|
Total Volume and Open Interest |
58,502 |
262,642 |
+3,498 |
S & P 500 E-Mini(Globex) |
Dec12 |
120921 |
1454.25 |
1462.25 |
1450.50 |
1452.00 |
-1.75 |
1,658,342 |
2,658,786 |
+230,287 |
Mar13 |
120921 |
1448.75 |
1455.00 |
1444.00 |
1445.00 |
-2.00 |
1,797 |
6,326 |
+490 |
Total Volume and Open Interest |
2,118,109 |
3,628,375 |
+43,969 |
NASDAQ 100(CME) |
Dec12 |
120921 |
2854.50 |
2872.00 |
2852.00 |
2852.50 |
-0.80 |
500 |
4,560 |
+129 |
Mar13 |
120921 |
2847.00 |
2860.00 |
2847.00 |
2847.00 |
-0.80 |
|
|
|
Jun13 |
120921 |
2841.50 |
2842.30 |
2841.50 |
2841.50 |
-0.80 |
|
|
|
Total Volume and Open Interest |
3,515 |
27,162 |
-63 |
NASDAQ 100 E-Mini(Globex) |
Dec12 |
120921 |
2854.30 |
2871.80 |
2852.30 |
2852.50 |
-0.80 |
219,652 |
389,325 |
+38,546 |
Mar13 |
120921 |
2847.00 |
2847.00 |
2847.00 |
2847.00 |
-0.80 |
0 |
3 |
+0 |
Total Volume and Open Interest |
280,783 |
617,317 |
+19,487 |
S & P Midcap 400(CME) |
Dec12 |
120921 |
1006.30 |
1011.00 |
1003.00 |
1003.00 |
-1.10 |
6 |
318 |
+4 |
Mar13 |
120921 |
1001.00 |
1002.10 |
1001.00 |
1001.00 |
-1.10 |
|
|
|
Jun13 |
120921 |
998.90 |
1000.00 |
998.90 |
998.90 |
-1.10 |
|
|
|
Total Volume and Open Interest |
10 |
4,300 |
+4 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Dec12 |
120921 |
9050 |
9100 |
9030 |
9055 |
+15 |
6,061 |
21,586 |
-25 |
Mar13 |
120921 |
9055 |
9055 |
9040 |
9055 |
+15 |
|
|
|
Total Volume and Open Interest |
6,061 |
21,586 |
-25 |
Nikkei 225(SGX) |
Dec12 |
120921 |
8975 |
9095 |
8975 |
9055 |
+55 |
121,111 |
209,505 |
+11,715 |
Mar13 |
120921 |
9045 |
9045 |
9045 |
9045 |
+60 |
59 |
464 |
+54 |
Jun13 |
120921 |
8965 |
8965 |
8965 |
8965 |
+55 |
0 |
1,205 |
+0 |
Total Volume and Open Interest |
122,721 |
232,818 |
+12,487 |
CAC 40(EURONEXT) |
Sep12 |
120921 |
3535.0 |
3541.0 |
3504.5 |
3536.0 |
+25.5 |
166,092 |
245,037 |
-95,827 |
Oct12 |
120921 |
3526.0 |
3530.0 |
3492.0 |
3520.5 |
+22.0 |
114,458 |
257,486 |
+85,595 |
Nov12 |
120921 |
3522.0 |
3525.5 |
3495.5 |
3518.5 |
+21.5 |
45 |
3 |
+0 |
Total Volume and Open Interest |
283,582 |
527,272 |
-4,681 |
Hang Seng Index(HKFE) |
Sep12 |
120921 |
20740 |
20851 |
20700 |
20715 |
+80 |
77,377 |
107,866 |
-1,438 |
Oct12 |
120921 |
20713 |
20828 |
20680 |
20698 |
+84 |
4,531 |
9,083 |
+2,500 |
Total Volume and Open Interest |
83,479 |
125,637 |
+1,957 |
DAX(EUREX) |
Sep12 |
120921 |
7426.0 |
7476.0 |
7391.0 |
7476.0 |
+93.0 |
182,784 |
70,169 |
-26,424 |
Dec12 |
120921 |
7427.0 |
7483.5 |
7394.5 |
7456.5 |
+69.5 |
94,761 |
131,772 |
+36,415 |
Mar13 |
120921 |
7434.0 |
7475.0 |
7409.0 |
7460.0 |
+70.0 |
7,131 |
2,993 |
+1,041 |
Total Volume and Open Interest |
284,676 |
204,934 |
+11,032 |
FT-SE 100(EURONEXT) |
Sep12 |
120921 |
5870.00 |
5894.00 |
5835.00 |
5838.00 |
-15.50 |
146,666 |
132,093 |
-140,181 |
Dec12 |
120921 |
5842.00 |
5867.50 |
5805.50 |
5833.00 |
+7.00 |
107,645 |
544,192 |
+146,454 |
Mar13 |
120921 |
5801.00 |
5808.00 |
5779.50 |
5790.50 |
+7.50 |
15 |
315 |
+91 |
Total Volume and Open Interest |
254,326 |
676,600 |
+6,364 |
SPI 200(SFE) |
Sep12 |
120920 |
4417.0 |
4425.0 |
4390.0 |
4396.0 |
-19.0 |
124,957 |
223,685 |
-30,135 |
Dec12 |
120921 |
4397.0 |
4430.0 |
4390.0 |
4410.0 |
+5.0 |
35,335 |
239,412 |
-203 |
Mar13 |
120921 |
4376.0 |
4376.0 |
4376.0 |
4376.0 |
+5.0 |
97 |
1,569 |
+86 |
Total Volume and Open Interest |
49,098 |
378,541 |
-91,107 |
GSCI(CME) |
Oct12 |
120921 |
664.75 |
665.75 |
663.25 |
663.25 |
+4.75 |
220 |
9,535 |
-26 |
Nov12 |
120921 |
663.25 |
666.00 |
663.25 |
663.25 |
+4.75 |
|
|
|
Dec12 |
120921 |
665.25 |
668.00 |
665.25 |
665.25 |
+4.75 |
|
|
|
Total Volume and Open Interest |
220 |
9,535 |
-26 |
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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