|
MRCI's End of Day Prices |
Daily Futures Price Listing Tue September 25, 2012 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Nov12 |
120925 |
1608.25 |
1625.50 |
1604.25 |
1611.50 |
+1.50 |
135,462 |
334,304 |
-8,694 |
Jan13 |
120925 |
1609.25 |
1626.75 |
1606.75 |
1614.25 |
+3.25 |
29,894 |
104,317 |
+1,859 |
Mar13 |
120925 |
1569.00 |
1588.00 |
1568.25 |
1576.50 |
+4.25 |
14,124 |
96,607 |
+387 |
May13 |
120925 |
1519.00 |
1537.25 |
1517.00 |
1526.00 |
+5.75 |
9,071 |
87,350 |
+547 |
Jul13 |
120925 |
1498.50 |
1517.00 |
1496.50 |
1505.75 |
+5.75 |
5,990 |
66,178 |
+99 |
Aug13 |
120925 |
1481.75 |
1487.75 |
1470.25 |
1478.00 |
+5.00 |
153 |
1,101 |
+26 |
Sep13 |
120925 |
1414.50 |
1425.75 |
1408.00 |
1416.50 |
+3.75 |
163 |
1,272 |
+26 |
Nov13 |
120925 |
1352.00 |
1367.50 |
1346.75 |
1352.00 |
-0.25 |
3,754 |
34,773 |
+529 |
Jan14 |
120925 |
1356.75 |
1356.75 |
1355.75 |
1355.75 |
unch |
4 |
344 |
+1 |
Mar14 |
120925 |
1355.00 |
1355.00 |
1355.00 |
1355.00 |
unch |
0 |
96 |
+0 |
May14 |
120925 |
1355.50 |
1355.50 |
1355.50 |
1355.50 |
unch |
0 |
105 |
+0 |
Jul14 |
120925 |
1357.25 |
1357.25 |
1357.25 |
1357.25 |
unch |
0 |
57 |
+0 |
Aug14 |
120925 |
1352.00 |
1352.00 |
1352.00 |
1352.00 |
unch |
|
|
|
Sep14 |
120925 |
1342.25 |
1342.25 |
1342.25 |
1342.25 |
unch |
|
|
|
Total Volume and Open Interest |
198,626 |
728,282 |
-5,217 |
Soybean Meal(CBOT) |
Oct12 |
120925 |
481.30 |
488.40 |
480.20 |
485.20 |
+3.60 |
10,694 |
23,653 |
-3,896 |
Dec12 |
120925 |
483.90 |
491.00 |
482.80 |
488.10 |
+3.90 |
39,009 |
108,662 |
-703 |
Jan13 |
120925 |
481.40 |
488.00 |
480.00 |
485.80 |
+4.20 |
4,132 |
22,172 |
+44 |
Mar13 |
120925 |
464.10 |
472.00 |
463.70 |
470.30 |
+5.10 |
3,181 |
19,835 |
+372 |
May13 |
120925 |
440.20 |
447.50 |
440.20 |
446.10 |
+5.00 |
2,845 |
25,035 |
+124 |
Jul13 |
120925 |
432.10 |
439.60 |
432.10 |
438.10 |
+5.20 |
1,404 |
16,892 |
-71 |
Aug13 |
120925 |
428.60 |
428.80 |
425.70 |
428.80 |
+5.30 |
154 |
1,211 |
+21 |
Sep13 |
120925 |
413.00 |
414.00 |
409.10 |
410.20 |
+4.60 |
87 |
1,172 |
-10 |
Oct13 |
120925 |
388.00 |
388.10 |
383.60 |
385.90 |
-0.10 |
48 |
2,802 |
-10 |
Dec13 |
120925 |
387.60 |
388.50 |
381.70 |
384.00 |
+0.10 |
208 |
6,782 |
+40 |
Total Volume and Open Interest |
61,786 |
229,108 |
-4,070 |
Soybean Oil(CBOT) |
Oct12 |
120925 |
53.76 |
53.89 |
53.04 |
53.09 |
-0.67 |
15,469 |
25,741 |
-958 |
Dec12 |
120925 |
54.09 |
54.32 |
53.46 |
53.53 |
-0.64 |
53,218 |
156,357 |
-2,830 |
Jan13 |
120925 |
54.46 |
54.60 |
53.77 |
53.83 |
-0.63 |
10,937 |
38,125 |
+492 |
Mar13 |
120925 |
54.81 |
54.93 |
54.10 |
54.19 |
-0.62 |
8,137 |
32,160 |
+1,642 |
May13 |
120925 |
54.76 |
54.96 |
54.23 |
54.29 |
-0.56 |
4,903 |
21,592 |
+2,746 |
Jul13 |
120925 |
54.75 |
54.97 |
54.24 |
54.30 |
-0.45 |
2,256 |
15,956 |
-35 |
Aug13 |
120925 |
54.35 |
54.69 |
54.00 |
54.10 |
-0.25 |
194 |
1,937 |
-17 |
Sep13 |
120925 |
53.55 |
54.18 |
53.50 |
53.57 |
+0.02 |
374 |
1,889 |
-67 |
Oct13 |
120925 |
52.26 |
52.90 |
52.07 |
52.24 |
-0.02 |
345 |
2,970 |
-56 |
Dec13 |
120925 |
51.92 |
52.60 |
51.75 |
51.89 |
-0.03 |
792 |
7,840 |
+112 |
Total Volume and Open Interest |
96,625 |
305,402 |
+1,029 |
Canola(WCE) |
Nov12 |
120925 |
611.4 |
616.0 |
607.0 |
608.8 |
-2.6 |
7,831 |
115,365 |
-723 |
Jan13 |
120925 |
615.3 |
619.3 |
610.5 |
612.1 |
-2.8 |
1,333 |
68,240 |
+283 |
Mar13 |
120925 |
616.5 |
618.9 |
610.1 |
611.9 |
-2.4 |
842 |
17,691 |
-130 |
May13 |
120925 |
610.7 |
610.7 |
602.7 |
603.0 |
-2.4 |
677 |
19,557 |
+0 |
Jul13 |
120925 |
602.4 |
602.5 |
593.5 |
594.5 |
-2.4 |
104 |
4,227 |
+51 |
Total Volume and Open Interest |
10,848 |
229,658 |
-472 |
Corn(CBOT) |
Dec12 |
120925 |
743.50 |
749.25 |
739.00 |
743.75 |
-1.00 |
128,160 |
640,943 |
-7,214 |
Mar13 |
120925 |
747.75 |
753.00 |
742.75 |
747.50 |
-1.25 |
23,895 |
226,346 |
+1,818 |
May13 |
120925 |
746.75 |
751.00 |
741.50 |
746.00 |
-1.25 |
8,072 |
72,738 |
+901 |
Jul13 |
120925 |
739.50 |
744.25 |
735.75 |
740.25 |
unch |
9,068 |
110,942 |
+229 |
Sep13 |
120925 |
662.50 |
666.75 |
659.50 |
662.25 |
-0.25 |
534 |
18,604 |
+111 |
Dec13 |
120925 |
636.75 |
641.75 |
635.00 |
638.75 |
+0.50 |
3,444 |
95,678 |
+334 |
Mar14 |
120925 |
643.75 |
647.50 |
643.75 |
646.25 |
+0.75 |
93 |
2,026 |
+67 |
May14 |
120925 |
649.00 |
652.25 |
648.75 |
652.25 |
+0.50 |
39 |
725 |
+5 |
Jul14 |
120925 |
653.00 |
653.00 |
652.25 |
653.00 |
+0.75 |
30 |
1,054 |
+1 |
Sep14 |
120925 |
610.75 |
610.75 |
610.00 |
610.75 |
+0.75 |
0 |
73 |
+0 |
Total Volume and Open Interest |
173,384 |
1,175,419 |
-3,730 |
Wheat(CBOT) |
Dec12 |
120925 |
891.00 |
898.00 |
880.75 |
886.50 |
-5.50 |
56,734 |
250,220 |
+149 |
Mar13 |
120925 |
900.00 |
909.25 |
892.25 |
898.25 |
-5.50 |
11,452 |
80,884 |
-132 |
May13 |
120925 |
900.00 |
907.75 |
892.75 |
899.00 |
-5.25 |
2,653 |
21,799 |
+167 |
Jul13 |
120925 |
860.75 |
869.00 |
854.00 |
860.50 |
-4.00 |
2,711 |
59,299 |
+121 |
Sep13 |
120925 |
861.00 |
867.00 |
858.50 |
862.25 |
-2.25 |
70 |
2,284 |
+38 |
Dec13 |
120925 |
868.50 |
874.25 |
863.50 |
870.00 |
-0.50 |
1,096 |
35,502 |
+477 |
Total Volume and Open Interest |
74,737 |
453,137 |
+832 |
Wheat(KCBT) |
Dec12 |
120925 |
911.75 |
920.00 |
905.25 |
911.00 |
-2.25 |
9,429 |
103,165 |
+402 |
Mar13 |
120925 |
922.00 |
932.00 |
917.50 |
923.00 |
-2.50 |
2,455 |
27,312 |
+263 |
May13 |
120925 |
924.00 |
924.00 |
916.75 |
922.75 |
-1.75 |
501 |
9,718 |
-16 |
Jul13 |
120925 |
887.25 |
891.00 |
876.00 |
882.75 |
-3.75 |
689 |
15,552 |
+63 |
Sep13 |
120925 |
888.25 |
889.25 |
880.00 |
884.25 |
-3.75 |
118 |
1,265 |
+100 |
Dec13 |
120925 |
894.50 |
894.50 |
886.25 |
890.75 |
-2.25 |
74 |
1,034 |
+66 |
Total Volume and Open Interest |
13,272 |
158,288 |
+884 |
Wheat(MGE) |
Dec12 |
120925 |
944.00 |
955.75 |
939.00 |
942.25 |
-8.25 |
2,476 |
27,133 |
+425 |
Mar13 |
120925 |
955.75 |
961.50 |
948.00 |
951.25 |
-6.75 |
495 |
7,824 |
+38 |
May13 |
120925 |
958.75 |
968.50 |
954.75 |
958.25 |
-5.50 |
75 |
2,770 |
+14 |
Jul13 |
120925 |
962.50 |
966.00 |
953.00 |
956.25 |
-5.25 |
76 |
1,765 |
+25 |
Sep13 |
120925 |
934.75 |
936.50 |
923.50 |
925.75 |
-10.25 |
27 |
2,587 |
+1 |
Total Volume and Open Interest |
3,165 |
42,528 |
+507 |
Oats(CBOT) |
Dec12 |
120925 |
375.50 |
380.75 |
373.50 |
378.25 |
+1.75 |
428 |
9,729 |
-62 |
Mar13 |
120925 |
380.75 |
385.00 |
380.75 |
384.00 |
+1.75 |
61 |
1,432 |
+38 |
May13 |
120925 |
380.00 |
386.75 |
378.75 |
384.50 |
+1.25 |
0 |
64 |
+0 |
Jul13 |
120925 |
382.50 |
382.75 |
369.00 |
382.75 |
+1.25 |
0 |
9 |
+0 |
Total Volume and Open Interest |
489 |
11,247 |
-24 |
Rough Rice(CBOT) |
Nov12 |
120925 |
15.15 |
15.16 |
14.84 |
14.89 |
-0.30 |
539 |
12,124 |
-116 |
Jan13 |
120925 |
15.48 |
15.48 |
15.19 |
15.19 |
-0.30 |
100 |
1,769 |
+48 |
Mar13 |
120925 |
15.70 |
15.70 |
15.47 |
15.47 |
-0.31 |
4 |
193 |
+2 |
May13 |
120925 |
15.90 |
15.90 |
15.68 |
15.68 |
-0.30 |
0 |
12 |
+0 |
Total Volume and Open Interest |
643 |
14,121 |
-66 |
Live Cattle(CME) |
Oct12 |
120925 |
125.250 |
125.500 |
122.700 |
122.700 |
-2.600 |
16,087 |
44,354 |
-4,911 |
Dec12 |
120925 |
128.350 |
128.650 |
125.400 |
125.400 |
-3.000 |
19,862 |
125,243 |
+624 |
Feb13 |
120925 |
131.550 |
131.880 |
129.050 |
129.235 |
-2.450 |
5,152 |
52,739 |
+1,203 |
Apr13 |
120925 |
135.250 |
135.600 |
133.000 |
133.035 |
-2.400 |
3,672 |
42,571 |
+405 |
Jun13 |
120925 |
132.100 |
132.235 |
129.650 |
129.825 |
-2.375 |
1,213 |
17,367 |
+330 |
Aug13 |
120925 |
132.250 |
132.450 |
130.235 |
130.250 |
-2.250 |
298 |
6,150 |
+32 |
Total Volume and Open Interest |
46,426 |
290,780 |
-2,208 |
Feeder Cattle(CME) |
Sep12 |
120925 |
143.700 |
143.700 |
143.200 |
143.200 |
-0.585 |
884 |
2,115 |
-272 |
Oct12 |
120925 |
147.500 |
147.500 |
145.075 |
145.185 |
-2.215 |
2,859 |
9,765 |
-266 |
Nov12 |
120925 |
148.935 |
148.935 |
146.435 |
146.535 |
-2.265 |
2,920 |
11,045 |
+471 |
Jan13 |
120925 |
151.035 |
151.250 |
149.075 |
149.200 |
-2.125 |
772 |
6,023 |
+213 |
Mar13 |
120925 |
153.575 |
153.575 |
151.785 |
151.950 |
-2.050 |
197 |
2,516 |
+17 |
Apr13 |
120925 |
154.650 |
154.900 |
153.100 |
153.100 |
-1.800 |
96 |
911 |
+16 |
May13 |
120925 |
155.575 |
155.800 |
154.250 |
154.325 |
-1.860 |
67 |
1,239 |
+13 |
Total Volume and Open Interest |
7,804 |
33,823 |
+197 |
Lean Hogs(CME) |
Oct12 |
120925 |
76.725 |
76.930 |
75.950 |
76.285 |
-0.215 |
12,707 |
34,400 |
-4,079 |
Dec12 |
120925 |
75.535 |
75.885 |
74.600 |
74.650 |
-0.700 |
17,644 |
105,502 |
-219 |
Feb13 |
120925 |
81.385 |
81.700 |
80.400 |
80.580 |
-0.705 |
3,585 |
40,024 |
-12 |
Apr13 |
120925 |
87.600 |
87.800 |
86.535 |
86.680 |
-0.855 |
3,007 |
24,198 |
+7 |
May13 |
120925 |
95.480 |
95.480 |
94.800 |
95.400 |
-0.250 |
55 |
1,019 |
-11 |
Jun13 |
120925 |
98.135 |
98.150 |
97.350 |
97.680 |
-0.500 |
1,609 |
16,782 |
-265 |
Jul13 |
120925 |
97.600 |
97.650 |
97.230 |
97.300 |
-0.430 |
470 |
4,125 |
+155 |
Aug13 |
120925 |
96.950 |
97.100 |
96.650 |
96.700 |
-0.200 |
58 |
3,260 |
+9 |
Total Volume and Open Interest |
39,221 |
232,099 |
-4,371 |
Class III Milk(CME) |
Sep12 |
120925 |
18.93 |
18.94 |
18.92 |
18.94 |
-0.01 |
214 |
4,853 |
+117 |
Oct12 |
120925 |
20.12 |
20.79 |
20.11 |
20.72 |
+0.58 |
268 |
5,176 |
+44 |
Nov12 |
120925 |
20.25 |
20.95 |
20.13 |
20.90 |
+0.59 |
259 |
4,831 |
+64 |
Dec12 |
120925 |
19.69 |
20.28 |
19.61 |
20.19 |
+0.43 |
170 |
3,822 |
-15 |
Jan13 |
120925 |
19.47 |
19.77 |
19.37 |
19.72 |
+0.25 |
72 |
1,555 |
-10 |
Total Volume and Open Interest |
1,410 |
27,545 |
+259 |
Cocoa(ICE) |
Dec12 |
120925 |
2461 |
2511 |
2439 |
2483 |
+37 |
10,037 |
99,376 |
-647 |
Mar13 |
120925 |
2468 |
2522 |
2452 |
2495 |
+35 |
2,298 |
43,104 |
-140 |
May13 |
120925 |
2470 |
2530 |
2470 |
2502 |
+32 |
492 |
20,929 |
+3 |
Jul13 |
120925 |
2491 |
2541 |
2478 |
2512 |
+29 |
341 |
13,204 |
+74 |
Sep13 |
120925 |
2500 |
2550 |
2500 |
2522 |
+29 |
50 |
5,281 |
-15 |
Dec13 |
120925 |
2500 |
2556 |
2500 |
2529 |
+30 |
106 |
6,708 |
+86 |
Mar14 |
120925 |
2559 |
2559 |
2533 |
2533 |
+29 |
34 |
8,654 |
+32 |
Total Volume and Open Interest |
13,378 |
201,639 |
-587 |
Coffee "C"(ICE) |
Dec12 |
120925 |
172.45 |
174.85 |
171.55 |
173.65 |
+1.35 |
10,350 |
83,032 |
-752 |
Mar13 |
120925 |
175.70 |
178.95 |
175.65 |
177.70 |
+1.35 |
4,374 |
37,316 |
-3 |
May13 |
120925 |
179.55 |
181.30 |
179.55 |
180.45 |
+1.30 |
1,061 |
10,385 |
+187 |
Jul13 |
120925 |
182.25 |
183.40 |
182.25 |
183.10 |
+1.25 |
550 |
6,223 |
+77 |
Sep13 |
120925 |
184.85 |
186.25 |
184.85 |
185.75 |
+1.25 |
211 |
2,557 |
+53 |
Dec13 |
120925 |
188.50 |
190.25 |
188.50 |
189.50 |
+1.25 |
77 |
2,232 |
+69 |
Total Volume and Open Interest |
16,625 |
142,362 |
-368 |
Orange Juice(ICE) |
Nov12 |
120925 |
118.30 |
118.30 |
113.55 |
114.45 |
-3.85 |
822 |
16,246 |
-298 |
Jan13 |
120925 |
117.70 |
117.70 |
113.65 |
114.60 |
-3.30 |
453 |
3,612 |
+303 |
Mar13 |
120925 |
119.50 |
119.50 |
115.85 |
116.60 |
-3.30 |
21 |
2,145 |
-13 |
May13 |
120925 |
118.80 |
119.00 |
117.30 |
118.30 |
-3.25 |
7 |
781 |
+1 |
Jul13 |
120925 |
120.75 |
120.75 |
120.00 |
120.00 |
-3.25 |
0 |
20 |
+0 |
Sep13 |
120925 |
121.25 |
121.25 |
121.25 |
121.25 |
-3.25 |
0 |
13 |
+0 |
Total Volume and Open Interest |
1,303 |
22,817 |
-7 |
Sugar #11(ICE) |
Oct12 |
120925 |
19.45 |
19.88 |
19.38 |
19.86 |
+0.36 |
34,349 |
74,164 |
-10,329 |
Mar13 |
120925 |
20.25 |
20.75 |
20.19 |
20.72 |
+0.45 |
43,493 |
348,587 |
+6,112 |
May13 |
120925 |
20.35 |
20.77 |
20.35 |
20.76 |
+0.40 |
9,257 |
77,302 |
+1,104 |
Jul13 |
120925 |
20.50 |
20.78 |
20.47 |
20.77 |
+0.38 |
6,227 |
89,176 |
+111 |
Oct13 |
120925 |
20.70 |
21.03 |
20.70 |
21.03 |
+0.38 |
3,256 |
49,380 |
+385 |
Mar14 |
120925 |
21.10 |
21.44 |
21.10 |
21.43 |
+0.37 |
1,371 |
29,603 |
+562 |
May14 |
120925 |
21.15 |
21.36 |
21.15 |
21.34 |
+0.34 |
332 |
9,723 |
-3 |
Jul14 |
120925 |
21.12 |
21.33 |
21.12 |
21.33 |
+0.35 |
136 |
6,187 |
+13 |
Total Volume and Open Interest |
99,102 |
696,778 |
-1,683 |
London Cocoa(LCE) |
Dec12 |
120925 |
1582 |
1598 |
1570 |
1598 |
+15 |
8,028 |
75,015 |
-938 |
Mar13 |
120925 |
1575 |
1591 |
1561 |
1591 |
+16 |
8,190 |
64,267 |
+591 |
May13 |
120925 |
1581 |
1598 |
1569 |
1598 |
+16 |
2,338 |
25,099 |
+105 |
Jul13 |
120925 |
1587 |
1604 |
1575 |
1604 |
+16 |
2,576 |
14,198 |
-289 |
Sep13 |
120925 |
1584 |
1607 |
1580 |
1606 |
+13 |
1,474 |
9,757 |
-141 |
Dec13 |
120925 |
1580 |
1605 |
1574 |
1605 |
+21 |
463 |
8,034 |
-5 |
Mar14 |
120925 |
1606 |
1606 |
1606 |
1606 |
+20 |
152 |
5,280 |
+0 |
Total Volume and Open Interest |
23,221 |
205,901 |
-677 |
London Sugar(LCE) |
Dec12 |
120925 |
567.00 |
579.70 |
567.00 |
576.10 |
+8.30 |
1,937 |
28,285 |
+636 |
Mar13 |
120925 |
560.10 |
569.00 |
560.10 |
567.70 |
+8.30 |
1,586 |
29,167 |
+401 |
May13 |
120925 |
562.10 |
569.40 |
562.10 |
568.00 |
+7.30 |
1,170 |
8,292 |
+213 |
Aug13 |
120925 |
561.00 |
567.30 |
561.00 |
566.70 |
+8.30 |
87 |
3,723 |
+18 |
Oct13 |
120925 |
561.10 |
565.60 |
559.50 |
565.10 |
+7.70 |
50 |
2,824 |
+34 |
Total Volume and Open Interest |
4,842 |
74,101 |
+1,308 |
Cotton(ICE) |
Oct12 |
120925 |
71.40 |
71.40 |
70.81 |
70.81 |
-0.20 |
48 |
41 |
-28 |
Dec12 |
120925 |
72.82 |
73.59 |
72.27 |
72.33 |
-0.17 |
18,247 |
119,560 |
+739 |
Mar13 |
120925 |
73.75 |
74.47 |
73.19 |
73.20 |
-0.30 |
1,729 |
44,084 |
+687 |
May13 |
120925 |
74.82 |
75.39 |
74.08 |
74.10 |
-0.47 |
231 |
6,970 |
+12 |
Jul13 |
120925 |
75.49 |
76.26 |
75.03 |
75.08 |
-0.24 |
155 |
8,193 |
-21 |
Oct13 |
120925 |
76.74 |
76.74 |
76.74 |
76.74 |
-0.27 |
1 |
3 |
-1 |
Total Volume and Open Interest |
20,661 |
182,962 |
+1,338 |
Lumber(CME) |
Nov12 |
120925 |
274.9 |
276.7 |
272.0 |
272.4 |
-3.0 |
640 |
5,857 |
+70 |
Jan13 |
120925 |
287.7 |
288.6 |
285.6 |
286.1 |
-2.7 |
198 |
1,796 |
+18 |
Mar13 |
120925 |
296.7 |
296.7 |
294.3 |
295.5 |
-3.3 |
50 |
514 |
+4 |
May13 |
120925 |
303.5 |
303.5 |
303.5 |
303.5 |
-4.2 |
11 |
57 |
+6 |
Total Volume and Open Interest |
899 |
8,225 |
+98 |
Crude Oil(NYM) |
Nov12 |
120925 |
92.11 |
93.20 |
90.57 |
91.37 |
-0.56 |
181,036 |
332,097 |
-6,701 |
Dec12 |
120925 |
92.36 |
93.51 |
90.90 |
91.71 |
-0.54 |
60,259 |
201,303 |
-3,006 |
Jan13 |
120925 |
92.73 |
93.82 |
91.33 |
92.09 |
-0.53 |
23,492 |
113,233 |
-1,859 |
Feb13 |
120925 |
93.07 |
94.19 |
91.75 |
92.47 |
-0.53 |
18,306 |
66,452 |
+1,964 |
Mar13 |
120925 |
93.68 |
94.39 |
92.00 |
92.77 |
-0.53 |
24,580 |
63,963 |
-258 |
Apr13 |
120925 |
93.69 |
94.45 |
92.73 |
92.96 |
-0.53 |
15,185 |
32,300 |
-652 |
May13 |
120925 |
93.60 |
94.58 |
92.84 |
93.06 |
-0.53 |
10,491 |
25,821 |
+1,497 |
Jun13 |
120925 |
93.55 |
94.65 |
92.37 |
93.04 |
-0.52 |
24,417 |
104,594 |
-93 |
Jul13 |
120925 |
94.06 |
94.15 |
92.74 |
92.92 |
-0.49 |
3,810 |
28,997 |
-1,213 |
Aug13 |
120925 |
93.85 |
93.85 |
92.71 |
92.74 |
-0.46 |
2,696 |
22,232 |
+503 |
Sep13 |
120925 |
93.67 |
93.67 |
92.49 |
92.54 |
-0.43 |
5,540 |
35,210 |
+1,080 |
Oct13 |
120925 |
92.34 |
92.34 |
92.34 |
92.34 |
-0.40 |
3,046 |
20,351 |
+583 |
Nov13 |
120925 |
92.18 |
92.18 |
92.18 |
92.18 |
-0.38 |
2,535 |
25,164 |
-318 |
Dec13 |
120925 |
92.65 |
93.44 |
91.29 |
92.01 |
-0.37 |
27,395 |
167,753 |
-589 |
Jan14 |
120925 |
91.71 |
91.71 |
91.71 |
91.71 |
-0.37 |
1,102 |
24,870 |
-257 |
Feb14 |
120925 |
91.46 |
91.46 |
91.46 |
91.46 |
-0.36 |
48 |
8,945 |
-5 |
Total Volume and Open Interest |
421,200 |
1,564,589 |
-7,943 |
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 |
120925 |
92.125 |
93.250 |
90.425 |
91.375 |
-0.550 |
7,439 |
3,928 |
+29 |
Dec12 |
120925 |
92.500 |
93.500 |
90.850 |
91.700 |
-0.550 |
223 |
4,308 |
+46 |
Jan13 |
120925 |
92.100 |
92.100 |
91.650 |
92.100 |
-0.525 |
46 |
1,668 |
-10 |
Feb13 |
120925 |
92.475 |
92.475 |
92.475 |
92.475 |
-0.525 |
32 |
105 |
+30 |
Mar13 |
120925 |
92.775 |
92.775 |
92.325 |
92.775 |
-0.525 |
1 |
10 |
+0 |
Apr13 |
120925 |
92.950 |
92.950 |
92.950 |
92.950 |
-0.550 |
0 |
5 |
+0 |
May13 |
120925 |
93.050 |
93.050 |
93.050 |
93.050 |
-0.550 |
3 |
0 |
-3 |
Jun13 |
120925 |
93.050 |
93.050 |
93.050 |
93.050 |
-0.500 |
0 |
38 |
+0 |
Total Volume and Open Interest |
7,752 |
10,216 |
+98 |
Heating Oil(NYM) |
Oct12 |
120925 |
309.74 |
313.00 |
308.89 |
310.86 |
+0.99 |
34,294 |
44,203 |
-8,251 |
Nov12 |
120925 |
309.60 |
312.90 |
308.61 |
310.69 |
+1.08 |
53,021 |
83,696 |
+6,459 |
Dec12 |
120925 |
308.04 |
311.73 |
307.67 |
309.30 |
+0.99 |
26,420 |
56,715 |
+1,433 |
Jan13 |
120925 |
306.92 |
310.29 |
306.25 |
307.80 |
+0.88 |
12,862 |
36,865 |
+2,027 |
Feb13 |
120925 |
304.60 |
308.50 |
304.15 |
305.85 |
+0.89 |
5,801 |
15,558 |
+498 |
Mar13 |
120925 |
304.85 |
305.76 |
301.60 |
303.11 |
+0.78 |
4,962 |
21,101 |
+180 |
Apr13 |
120925 |
300.64 |
302.73 |
299.24 |
299.91 |
+0.70 |
4,239 |
25,136 |
+326 |
May13 |
120925 |
302.56 |
302.56 |
300.83 |
300.83 |
+0.61 |
1,166 |
12,098 |
-287 |
Jun13 |
120925 |
300.95 |
301.20 |
297.17 |
298.48 |
+0.58 |
2,260 |
12,664 |
-91 |
Jul13 |
120925 |
299.19 |
299.20 |
297.32 |
297.32 |
+0.55 |
203 |
3,071 |
+52 |
Aug13 |
120925 |
298.46 |
298.50 |
296.56 |
296.56 |
+0.54 |
856 |
2,268 |
+616 |
Sep13 |
120925 |
298.00 |
298.00 |
295.99 |
295.99 |
+0.49 |
1,472 |
3,409 |
+581 |
Oct13 |
120925 |
299.40 |
299.40 |
295.88 |
295.88 |
+0.47 |
206 |
1,021 |
+41 |
Nov13 |
120925 |
295.75 |
295.75 |
295.75 |
295.75 |
+0.46 |
32 |
1,186 |
-2 |
Total Volume and Open Interest |
148,872 |
325,788 |
+3,769 |
Gasoline(NYMEX) |
Oct12 |
120925 |
291.81 |
298.46 |
291.70 |
296.71 |
+4.95 |
48,513 |
36,900 |
-6,163 |
Nov12 |
120925 |
278.92 |
283.27 |
278.80 |
282.24 |
+3.47 |
56,960 |
114,716 |
+6,633 |
Dec12 |
120925 |
271.08 |
274.60 |
270.79 |
273.18 |
+2.44 |
28,131 |
58,182 |
+2,550 |
Jan13 |
120925 |
267.69 |
270.99 |
267.29 |
269.21 |
+2.06 |
10,130 |
30,288 |
+551 |
Feb13 |
120925 |
268.06 |
270.24 |
266.59 |
268.42 |
+2.00 |
4,926 |
12,215 |
+116 |
Mar13 |
120925 |
267.92 |
271.22 |
267.68 |
269.45 |
+2.06 |
4,117 |
13,383 |
+476 |
Apr13 |
120925 |
285.10 |
285.20 |
282.09 |
283.60 |
+2.04 |
1,552 |
8,932 |
+123 |
May13 |
120925 |
281.68 |
284.09 |
281.47 |
282.33 |
+2.01 |
759 |
5,101 |
+272 |
Jun13 |
120925 |
278.27 |
281.35 |
277.46 |
279.64 |
+1.97 |
884 |
6,408 |
-115 |
Jul13 |
120925 |
276.39 |
276.39 |
276.39 |
276.39 |
+1.92 |
93 |
1,234 |
+15 |
Total Volume and Open Interest |
156,175 |
300,829 |
+4,463 |
e-miNY RBOB Gasoline(NYM) |
Oct12 |
120925 |
291.70 |
296.70 |
291.70 |
296.70 |
+4.90 |
0 |
1 |
+0 |
Nov12 |
120925 |
282.20 |
282.24 |
282.20 |
282.20 |
+3.40 |
|
|
|
Dec12 |
120925 |
273.20 |
273.20 |
273.18 |
273.20 |
+2.50 |
|
|
|
Jan13 |
120925 |
269.20 |
269.21 |
269.20 |
269.20 |
+2.00 |
|
|
|
Total Volume and Open Interest |
0 |
1 |
+0 |
Natural Gas(NYM) |
Oct12 |
120925 |
2.850 |
2.954 |
2.843 |
2.924 |
+0.087 |
141,845 |
35,556 |
-19,830 |
Nov12 |
120925 |
3.047 |
3.123 |
3.042 |
3.105 |
+0.072 |
114,788 |
277,614 |
+15,743 |
Dec12 |
120925 |
3.327 |
3.398 |
3.327 |
3.382 |
+0.057 |
45,166 |
115,047 |
+685 |
Jan13 |
120925 |
3.499 |
3.551 |
3.490 |
3.538 |
+0.054 |
38,929 |
179,827 |
-531 |
Feb13 |
120925 |
3.532 |
3.579 |
3.521 |
3.567 |
+0.053 |
11,741 |
34,344 |
-95 |
Mar13 |
120925 |
3.516 |
3.564 |
3.511 |
3.551 |
+0.050 |
12,950 |
72,481 |
+2,692 |
Apr13 |
120925 |
3.511 |
3.552 |
3.505 |
3.545 |
+0.048 |
14,381 |
74,609 |
+207 |
May13 |
120925 |
3.550 |
3.590 |
3.549 |
3.584 |
+0.047 |
5,899 |
27,396 |
+49 |
Jun13 |
120925 |
3.602 |
3.631 |
3.594 |
3.625 |
+0.044 |
2,261 |
14,769 |
-411 |
Jul13 |
120925 |
3.661 |
3.678 |
3.638 |
3.667 |
+0.042 |
2,179 |
18,372 |
-229 |
Aug13 |
120925 |
3.685 |
3.695 |
3.665 |
3.690 |
+0.042 |
1,314 |
13,247 |
+60 |
Sep13 |
120925 |
3.672 |
3.697 |
3.668 |
3.692 |
+0.042 |
1,478 |
11,127 |
+172 |
Oct13 |
120925 |
3.723 |
3.732 |
3.693 |
3.726 |
+0.041 |
6,221 |
52,325 |
+784 |
Nov13 |
120925 |
3.817 |
3.837 |
3.800 |
3.832 |
+0.040 |
1,550 |
23,470 |
+416 |
Dec13 |
120925 |
4.034 |
4.038 |
4.010 |
4.033 |
+0.037 |
546 |
20,506 |
+40 |
Jan14 |
120925 |
4.137 |
4.140 |
4.105 |
4.136 |
+0.037 |
2,691 |
36,736 |
+963 |
Total Volume and Open Interest |
407,285 |
1,076,982 |
+2,355 |
Brent Crude Oil(ICE) |
Nov12 |
120925 |
109.93 |
111.47 |
109.44 |
110.45 |
+0.64 |
161,966 |
213,985 |
-15,965 |
Dec12 |
120925 |
109.26 |
110.81 |
108.81 |
109.67 |
+0.51 |
118,338 |
216,051 |
-6,011 |
Jan13 |
120925 |
108.60 |
110.23 |
108.31 |
109.06 |
+0.43 |
36,019 |
97,563 |
-814 |
Feb13 |
120925 |
108.18 |
109.69 |
107.80 |
108.49 |
+0.40 |
21,914 |
46,076 |
-1,527 |
Mar13 |
120925 |
107.66 |
109.17 |
107.34 |
107.93 |
+0.38 |
16,513 |
50,617 |
-517 |
Apr13 |
120925 |
107.14 |
108.64 |
106.82 |
107.39 |
+0.37 |
9,257 |
23,087 |
+37 |
May13 |
120925 |
106.83 |
108.10 |
106.28 |
106.84 |
+0.35 |
7,502 |
21,996 |
-229 |
Jun13 |
120925 |
106.30 |
107.55 |
105.69 |
106.29 |
+0.35 |
27,932 |
72,091 |
-123 |
Jul13 |
120925 |
105.32 |
106.89 |
105.25 |
105.78 |
+0.34 |
3,363 |
27,622 |
+402 |
Aug13 |
120925 |
105.27 |
105.27 |
105.27 |
105.27 |
+0.34 |
2,209 |
31,847 |
+517 |
Sep13 |
120925 |
104.76 |
104.76 |
104.76 |
104.76 |
+0.34 |
6,094 |
30,926 |
-529 |
Oct13 |
120925 |
104.15 |
104.29 |
104.15 |
104.29 |
+0.33 |
2,622 |
32,227 |
+141 |
Nov13 |
120925 |
103.87 |
103.87 |
103.87 |
103.87 |
+0.30 |
2,954 |
19,996 |
-898 |
Dec13 |
120925 |
103.34 |
104.70 |
102.96 |
103.46 |
+0.28 |
34,243 |
100,292 |
-928 |
Total Volume and Open Interest |
461,968 |
1,167,666 |
-26,980 |
Gas Oil(ICE) |
Oct12 |
120925 |
968.75 |
981.25 |
967.25 |
977.25 |
+11.00 |
62,728 |
98,662 |
-4,022 |
Nov12 |
120925 |
963.00 |
975.25 |
961.50 |
971.25 |
+10.75 |
73,767 |
124,876 |
+344 |
Dec12 |
120925 |
954.50 |
967.00 |
953.00 |
963.00 |
+10.50 |
49,898 |
102,880 |
+3,004 |
Jan13 |
120925 |
948.00 |
960.25 |
948.00 |
957.00 |
+10.50 |
15,233 |
55,501 |
-59 |
Feb13 |
120925 |
941.75 |
953.00 |
941.75 |
950.25 |
+10.00 |
7,158 |
31,121 |
+300 |
Mar13 |
120925 |
934.00 |
946.25 |
934.00 |
942.75 |
+10.00 |
4,418 |
25,062 |
+122 |
Apr13 |
120925 |
932.00 |
939.25 |
929.00 |
935.50 |
+9.75 |
3,507 |
22,389 |
+212 |
May13 |
120925 |
929.00 |
933.50 |
926.75 |
930.00 |
+10.00 |
2,358 |
14,142 |
+482 |
Jun13 |
120925 |
922.75 |
930.25 |
920.25 |
926.75 |
+10.25 |
5,305 |
44,209 |
+36 |
Jul13 |
120925 |
925.00 |
928.75 |
920.25 |
925.25 |
+10.25 |
557 |
11,088 |
+39 |
Total Volume and Open Interest |
230,775 |
622,660 |
+1,700 |
Ethanol(CBOT) |
Sep12 |
120906 |
2.515 |
2.539 |
2.515 |
2.539 |
+0.011 |
41 |
89 |
-74 |
Oct12 |
120925 |
2.264 |
2.273 |
2.245 |
2.263 |
+0.012 |
142 |
725 |
-30 |
Nov12 |
120925 |
2.278 |
2.288 |
2.262 |
2.275 |
+0.008 |
164 |
1,257 |
+17 |
Dec12 |
120925 |
2.276 |
2.298 |
2.272 |
2.285 |
+0.007 |
110 |
2,058 |
+5 |
Jan13 |
120925 |
2.285 |
2.292 |
2.276 |
2.289 |
+0.005 |
116 |
1,201 |
+36 |
Feb13 |
120925 |
2.301 |
2.301 |
2.284 |
2.296 |
+0.005 |
141 |
831 |
-9 |
Mar13 |
120925 |
2.310 |
2.310 |
2.297 |
2.307 |
+0.002 |
91 |
1,899 |
-19 |
Apr13 |
120925 |
2.312 |
2.319 |
2.312 |
2.319 |
-0.001 |
47 |
479 |
+20 |
Total Volume and Open Interest |
948 |
11,182 |
+75 |
WTI Crude Oil(ICE) |
Nov12 |
120925 |
92.08 |
93.21 |
90.63 |
91.37 |
-0.56 |
37,525 |
71,302 |
-847 |
Dec12 |
120925 |
92.39 |
93.50 |
91.00 |
91.71 |
-0.54 |
22,207 |
98,051 |
-1,336 |
Jan13 |
120925 |
92.79 |
93.86 |
91.35 |
92.09 |
-0.53 |
6,191 |
33,705 |
-423 |
Feb13 |
120925 |
93.16 |
94.22 |
92.35 |
92.47 |
-0.53 |
4,102 |
18,241 |
+115 |
Mar13 |
120925 |
93.56 |
94.50 |
92.65 |
92.77 |
-0.53 |
11,578 |
22,062 |
-1,197 |
Apr13 |
120925 |
93.58 |
94.67 |
92.78 |
92.96 |
-0.53 |
8,920 |
7,976 |
-2,687 |
May13 |
120925 |
94.75 |
94.75 |
92.90 |
93.06 |
-0.53 |
4,338 |
8,572 |
+1,359 |
Jun13 |
120925 |
93.60 |
94.71 |
92.87 |
93.04 |
-0.52 |
5,324 |
43,377 |
-685 |
Jul13 |
120925 |
94.06 |
94.06 |
92.92 |
92.92 |
-0.49 |
1,767 |
3,726 |
+196 |
Aug13 |
120925 |
92.74 |
92.74 |
92.74 |
92.74 |
-0.46 |
484 |
5,057 |
+6 |
Sep13 |
120925 |
92.54 |
92.54 |
92.54 |
92.54 |
-0.43 |
522 |
8,988 |
-174 |
Oct13 |
120925 |
92.34 |
92.34 |
92.34 |
92.34 |
-0.40 |
454 |
4,111 |
+16 |
Nov13 |
120925 |
92.18 |
92.18 |
92.18 |
92.18 |
-0.38 |
430 |
4,377 |
+14 |
Dec13 |
120925 |
92.84 |
93.46 |
91.87 |
92.01 |
-0.37 |
8,846 |
68,942 |
-547 |
Jan14 |
120925 |
91.71 |
91.71 |
91.71 |
91.71 |
-0.37 |
234 |
4,252 |
-7 |
Feb14 |
120925 |
91.46 |
91.46 |
91.46 |
91.46 |
-0.36 |
23 |
1,758 |
+6 |
Total Volume and Open Interest |
114,451 |
496,264 |
-6,208 |
US Dollar Index(ICE) |
Dec12 |
120925 |
79.555 |
79.755 |
79.375 |
79.607 |
+0.030 |
18,660 |
43,929 |
+1,529 |
Mar13 |
120925 |
79.960 |
79.960 |
79.832 |
79.832 |
+0.030 |
0 |
501 |
+0 |
Jun13 |
120925 |
80.052 |
80.052 |
80.052 |
80.052 |
+0.030 |
|
|
|
Total Volume and Open Interest |
18,660 |
44,430 |
+1,529 |
Australian Dollar(CME) |
Dec12 |
120925 |
103.52 |
103.88 |
103.05 |
103.29 |
-0.26 |
116,638 |
176,098 |
+2,653 |
Mar13 |
120925 |
102.81 |
102.85 |
102.34 |
102.54 |
-0.26 |
58 |
104 |
+8 |
Jun13 |
120925 |
101.84 |
102.11 |
101.84 |
101.84 |
-0.27 |
0 |
10 |
+0 |
Total Volume and Open Interest |
116,696 |
176,217 |
+2,661 |
British Pound(CME) |
Dec12 |
120925 |
162.19 |
162.63 |
161.78 |
162.06 |
-0.19 |
112,399 |
173,108 |
+10,039 |
Mar13 |
120925 |
162.40 |
162.51 |
161.75 |
162.01 |
-0.19 |
66 |
255 |
-1 |
Jun13 |
120925 |
161.94 |
162.13 |
161.94 |
161.94 |
-0.19 |
4 |
57 |
+4 |
Total Volume and Open Interest |
112,469 |
173,421 |
+10,042 |
Canadian Dollar(CME) |
Dec12 |
120925 |
102.02 |
102.31 |
101.74 |
101.87 |
-0.14 |
66,541 |
204,656 |
+2,106 |
Mar13 |
120925 |
101.79 |
102.03 |
101.55 |
101.65 |
-0.14 |
20 |
2,244 |
+7 |
Jun13 |
120925 |
101.40 |
101.54 |
101.40 |
101.40 |
-0.14 |
2 |
559 |
+1 |
Sep13 |
120925 |
101.15 |
101.29 |
101.15 |
101.15 |
-0.14 |
455 |
559 |
+402 |
Total Volume and Open Interest |
67,018 |
208,082 |
+2,516 |
Japanese Yen(CME) |
Dec12 |
120925 |
128.51 |
128.86 |
128.36 |
128.68 |
+0.11 |
63,405 |
125,143 |
-1,499 |
Mar13 |
120925 |
128.77 |
128.90 |
128.71 |
128.83 |
+0.12 |
4 |
222 |
+0 |
Jun13 |
120925 |
129.00 |
129.00 |
128.70 |
129.00 |
+0.13 |
0 |
12 |
+0 |
Total Volume and Open Interest |
63,409 |
125,379 |
-1,499 |
Swiss Franc(CME) |
Dec12 |
120925 |
107.02 |
107.33 |
106.69 |
106.96 |
-0.06 |
34,730 |
36,885 |
+616 |
Mar13 |
120925 |
107.13 |
107.19 |
107.13 |
107.13 |
-0.06 |
0 |
8 |
+0 |
Jun13 |
120925 |
107.32 |
107.38 |
107.32 |
107.32 |
-0.06 |
0 |
3 |
+0 |
Total Volume and Open Interest |
34,730 |
36,896 |
+616 |
EuroFX(CME) |
Dec12 |
120925 |
129.44 |
129.83 |
128.98 |
129.38 |
-0.09 |
281,069 |
221,755 |
+1,847 |
Mar13 |
120925 |
129.60 |
129.88 |
129.18 |
129.51 |
-0.09 |
187 |
369 |
+7 |
Jun13 |
120925 |
129.65 |
129.74 |
129.65 |
129.65 |
-0.09 |
2 |
532 |
+1 |
Total Volume and Open Interest |
281,259 |
222,672 |
+1,856 |
Mexican Peso(CME) |
Oct12 |
120925 |
775.50 |
775.50 |
772.50 |
775.50 |
+3.00 |
|
|
|
Nov12 |
120925 |
773.50 |
773.50 |
770.50 |
773.50 |
+3.00 |
|
|
|
Total Volume and Open Interest |
24,836 |
218,322 |
-1,636 |
Brazilian Real(CME) |
Oct12 |
120925 |
492.85 |
493.85 |
492.20 |
492.85 |
-0.55 |
85 |
1,434 |
-44 |
Nov12 |
120925 |
490.50 |
491.65 |
489.90 |
490.60 |
-0.70 |
20 |
24 |
-20 |
Dec12 |
120925 |
488.85 |
490.60 |
488.85 |
488.85 |
-1.75 |
82 |
1,851 |
+59 |
Jan13 |
120925 |
487.05 |
488.80 |
487.05 |
487.05 |
-1.75 |
|
|
|
Total Volume and Open Interest |
187 |
18,988 |
-5 |
30-Year T-Bonds(CBOT) |
Dec12 |
120925 |
147~240 |
148~210 |
147~110 |
148~120 |
+0~250 |
279,316 |
540,312 |
-4,535 |
Mar13 |
120925 |
146~270 |
147~010 |
146~070 |
147~010 |
+0~240 |
20 |
87 |
-1 |
Jun13 |
120925 |
145~280 |
145~280 |
145~040 |
145~280 |
+0~240 |
|
|
|
Total Volume and Open Interest |
279,336 |
540,399 |
-4,536 |
10-Year T-Notes(CBOT) |
Dec12 |
120925 |
132~315 |
133~080 |
132~235 |
133~055 |
+0~080 |
740,468 |
1,586,778 |
-5,934 |
Mar13 |
120925 |
132~185 |
132~185 |
132~100 |
132~185 |
+0~085 |
9 |
66 |
+3 |
Jun13 |
120925 |
131~235 |
131~235 |
131~150 |
131~235 |
+0~085 |
|
|
|
Total Volume and Open Interest |
740,477 |
1,586,844 |
-5,931 |
5-Year T-Notes(CBOT) |
Sep12 |
120925 |
124~096 |
124~096 |
124~081 |
124~095 |
+0~007 |
4,215 |
19,584 |
-750 |
Dec12 |
120925 |
124~055 |
124~061 |
124~038 |
124~058 |
+0~007 |
438,064 |
1,380,776 |
+33,080 |
Mar13 |
120925 |
124~036 |
124~036 |
124~029 |
124~036 |
+0~007 |
0 |
23 |
+0 |
Total Volume and Open Interest |
442,279 |
1,400,383 |
+32,330 |
2 Year T-Notes(CBOT) |
Sep12 |
120925 |
110~024 |
110~025 |
110~022 |
110~025 |
+0~001 |
963 |
15,552 |
-654 |
Dec12 |
120925 |
110~026 |
110~028 |
110~022 |
110~025 |
unch |
128,963 |
965,559 |
+4,468 |
Mar13 |
120925 |
110~019 |
110~019 |
110~019 |
110~019 |
unch |
|
|
|
Total Volume and Open Interest |
129,926 |
981,111 |
+3,814 |
Eurodollars(CME) |
Dec12 |
120925 |
99.665 |
99.670 |
99.650 |
99.665 |
unch |
118,093 |
995,300 |
+19,609 |
Mar13 |
120925 |
99.650 |
99.655 |
99.635 |
99.645 |
-0.005 |
112,559 |
853,647 |
+9,878 |
Jun13 |
120925 |
99.630 |
99.635 |
99.610 |
99.620 |
-0.010 |
113,837 |
721,869 |
+4,957 |
Sep13 |
120925 |
99.615 |
99.620 |
99.590 |
99.605 |
-0.010 |
105,353 |
640,811 |
-6,092 |
Dec13 |
120925 |
99.595 |
99.595 |
99.565 |
99.585 |
-0.010 |
79,745 |
684,390 |
-4,807 |
Mar14 |
120925 |
99.570 |
99.575 |
99.545 |
99.565 |
-0.010 |
77,843 |
615,832 |
-2,853 |
Jun14 |
120925 |
99.535 |
99.535 |
99.505 |
99.525 |
-0.010 |
68,864 |
476,281 |
-3,562 |
Sep14 |
120925 |
99.500 |
99.500 |
99.465 |
99.485 |
-0.010 |
81,695 |
422,583 |
+2,277 |
Dec14 |
120925 |
99.440 |
99.445 |
99.405 |
99.430 |
-0.010 |
72,544 |
419,483 |
-2,238 |
Mar15 |
120925 |
99.390 |
99.395 |
99.350 |
99.380 |
-0.010 |
84,273 |
398,793 |
-356 |
Jun15 |
120925 |
1.016 |
1.021 |
0.971 |
1.001 |
-0.015 |
57,443 |
503,360 |
+4,222 |
Sep15 |
120925 |
0.916 |
0.921 |
0.876 |
0.906 |
-0.010 |
61,723 |
320,002 |
+4,321 |
Dec15 |
120925 |
0.791 |
0.796 |
0.746 |
0.781 |
-0.005 |
39,244 |
254,370 |
+2,993 |
Mar16 |
120925 |
0.656 |
0.671 |
0.616 |
0.656 |
+0.005 |
28,618 |
175,498 |
-3,101 |
Jun16 |
120925 |
0.506 |
0.521 |
0.466 |
0.511 |
+0.010 |
26,877 |
133,949 |
+1,272 |
Sep16 |
120925 |
0.351 |
0.366 |
0.311 |
0.356 |
+0.015 |
28,392 |
120,817 |
+6,342 |
Dec16 |
120925 |
0.181 |
0.201 |
0.141 |
0.196 |
+0.025 |
14,046 |
95,730 |
+826 |
Mar17 |
120925 |
0.031 |
0.051 |
6.540 |
0.046 |
+0.030 |
16,531 |
78,409 |
+2,776 |
Total Volume and Open Interest |
1,220,389 |
8,113,942 |
+44,693 |
30 Day Federal Funds(CBOT) |
Sep12 |
120925 |
99.853 |
99.855 |
99.850 |
99.853 |
unch |
3,893 |
67,393 |
+1,020 |
Oct12 |
120925 |
99.855 |
99.855 |
99.855 |
99.855 |
unch |
980 |
63,174 |
-209 |
Nov12 |
120925 |
99.860 |
99.860 |
99.855 |
99.860 |
unch |
751 |
52,471 |
-67 |
Dec12 |
120925 |
99.870 |
99.870 |
99.865 |
99.865 |
-0.005 |
680 |
31,710 |
-69 |
Jan13 |
120925 |
99.870 |
99.870 |
99.865 |
99.870 |
unch |
1,591 |
19,355 |
+794 |
Feb13 |
120925 |
99.870 |
99.870 |
99.865 |
99.870 |
unch |
864 |
19,908 |
+3 |
Total Volume and Open Interest |
11,410 |
434,492 |
+2,976 |
30 Day Fed Funds(e-CBOT) |
3-Mth Euro-Yen(CME) |
Dec12 |
120925 |
99.680 |
99.680 |
99.680 |
99.680 |
unch |
|
|
|
Mar13 |
120925 |
99.710 |
99.710 |
99.710 |
99.710 |
unch |
|
|
|
Jun13 |
120925 |
99.735 |
99.735 |
99.735 |
99.735 |
unch |
|
|
|
Sep13 |
120925 |
99.745 |
99.745 |
99.745 |
99.745 |
unch |
|
|
|
Dec13 |
120925 |
99.755 |
99.755 |
99.755 |
99.755 |
unch |
|
|
|
Mar14 |
120925 |
99.755 |
99.755 |
99.755 |
99.755 |
unch |
|
|
|
Jun14 |
120925 |
99.615 |
99.615 |
99.615 |
99.615 |
unch |
|
|
|
Sep14 |
120925 |
99.475 |
99.475 |
99.475 |
99.475 |
unch |
|
|
|
Dec14 |
120925 |
99.700 |
99.700 |
99.700 |
99.700 |
unch |
|
|
|
Mar15 |
120925 |
99.560 |
99.560 |
99.560 |
99.560 |
unch |
|
|
|
Total Volume and Open Interest |
|
|
|
3-Mth Euro-Yen(SGX) |
Dec12 |
120925 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
0 |
1,013 |
+0 |
Mar13 |
120925 |
99.71 |
99.71 |
99.71 |
99.71 |
unch |
0 |
183 |
+0 |
Jun13 |
120925 |
99.74 |
99.74 |
99.74 |
99.74 |
unch |
0 |
201 |
+0 |
Sep13 |
120925 |
99.75 |
99.75 |
99.75 |
99.75 |
unch |
0 |
305 |
+0 |
Dec13 |
120925 |
99.75 |
99.75 |
99.75 |
99.75 |
unch |
0 |
384 |
+0 |
Mar14 |
120925 |
99.75 |
99.75 |
99.75 |
99.75 |
unch |
0 |
344 |
+0 |
Jun14 |
120925 |
99.61 |
99.61 |
99.61 |
99.61 |
unch |
|
|
|
Sep14 |
120925 |
99.47 |
99.47 |
99.47 |
99.47 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
2,434 |
+0 |
Japanese Gov't Bonds(SGX) |
Dec12 |
120925 |
143.98 |
144.04 |
143.91 |
144.04 |
+0.09 |
1,932 |
18,791 |
+338 |
Mar13 |
120925 |
142.30 |
142.30 |
142.30 |
142.30 |
+0.09 |
|
|
|
Jun13 |
120925 |
140.21 |
140.21 |
140.21 |
140.21 |
+0.09 |
|
|
|
Total Volume and Open Interest |
1,932 |
18,791 |
+338 |
Euro-Bund(EUREX) |
Dec12 |
120925 |
140.41 |
140.95 |
139.96 |
140.06 |
-0.34 |
743,729 |
811,233 |
-5,689 |
Mar13 |
120925 |
141.92 |
142.37 |
141.45 |
141.50 |
-0.36 |
61 |
45,367 |
+137 |
Jun13 |
120925 |
141.50 |
141.50 |
141.50 |
141.50 |
-0.36 |
|
|
|
Total Volume and Open Interest |
743,790 |
856,600 |
-5,552 |
Euro-Bobl(EUREX) |
Dec12 |
120925 |
125.33 |
125.56 |
125.04 |
125.08 |
-0.26 |
487,546 |
719,620 |
+6,962 |
Mar13 |
120925 |
125.93 |
126.03 |
125.59 |
125.59 |
-0.27 |
1,515 |
16,322 |
+281 |
Jun13 |
120925 |
125.59 |
125.59 |
125.59 |
125.59 |
-0.27 |
|
|
|
Total Volume and Open Interest |
489,061 |
735,942 |
+7,243 |
3-Mth Euribor(EUREX) |
Sep12 |
120917 |
99.753 |
99.753 |
99.753 |
99.753 |
-0.002 |
220 |
2,886 |
+164 |
Dec12 |
120925 |
99.815 |
99.815 |
99.800 |
99.800 |
-0.025 |
153 |
1,687 |
+0 |
Mar13 |
120925 |
99.800 |
99.800 |
99.790 |
99.790 |
-0.035 |
120 |
1,185 |
+0 |
Total Volume and Open Interest |
513 |
5,306 |
+24 |
Long Gilt(LIFFE) |
Sep12 |
120925 |
120~22 |
120~32 |
120~16 |
120~16 |
-0~02 |
553 |
962 |
-10 |
Dec12 |
120925 |
119~21 |
119~30 |
119~11 |
119~13 |
-0~02 |
82,306 |
325,675 |
+2,053 |
Total Volume and Open Interest |
82,859 |
326,637 |
+2,043 |
3-Mth Short Sterling(LIFFE) |
Dec12 |
120925 |
99.43 |
99.45 |
99.43 |
99.44 |
+0.01 |
21,619 |
410,638 |
+2,896 |
Mar13 |
120925 |
99.44 |
99.46 |
99.43 |
99.44 |
unch |
21,885 |
336,351 |
+706 |
Jun13 |
120925 |
99.43 |
99.45 |
99.42 |
99.43 |
unch |
28,735 |
313,637 |
-5,610 |
Sep13 |
120925 |
99.42 |
99.44 |
99.41 |
99.41 |
unch |
21,965 |
287,228 |
-3,882 |
Dec13 |
120925 |
99.38 |
99.41 |
99.37 |
99.38 |
unch |
26,671 |
307,768 |
+16,848 |
Mar14 |
120925 |
99.34 |
99.37 |
99.33 |
99.34 |
unch |
24,371 |
251,133 |
+3,496 |
Total Volume and Open Interest |
250,611 |
2,579,746 |
+14,392 |
3-Mth Euribor(LIFFE) |
Dec12 |
120925 |
99.825 |
99.830 |
99.800 |
99.800 |
-0.025 |
87,131 |
524,109 |
+5,968 |
Mar13 |
120925 |
99.825 |
99.830 |
99.785 |
99.790 |
-0.035 |
79,067 |
497,618 |
+18,067 |
Jun13 |
120925 |
99.800 |
99.805 |
99.755 |
99.760 |
-0.045 |
60,720 |
443,385 |
-1,922 |
Total Volume and Open Interest |
611,553 |
3,656,979 |
+61,312 |
3-Mth Aus T-Bills(SFE) |
Dec12 |
120925 |
96.83 |
96.85 |
96.81 |
96.85 |
+0.01 |
17,916 |
161,515 |
-2,361 |
Mar13 |
120925 |
97.10 |
97.14 |
97.08 |
97.12 |
+0.01 |
11,172 |
149,738 |
-690 |
Jun13 |
120925 |
97.19 |
97.23 |
97.18 |
97.23 |
+0.02 |
6,158 |
117,145 |
+286 |
Sep13 |
120925 |
97.18 |
97.21 |
97.17 |
97.21 |
+0.02 |
2,753 |
66,501 |
+285 |
Dec13 |
120925 |
97.11 |
97.14 |
97.09 |
97.14 |
+0.02 |
983 |
55,559 |
-102 |
Mar14 |
120925 |
97.06 |
97.07 |
97.02 |
97.06 |
+0.02 |
796 |
34,061 |
+44 |
Jun14 |
120925 |
96.99 |
96.99 |
96.95 |
96.99 |
+0.02 |
413 |
15,775 |
-488 |
Sep14 |
120925 |
96.90 |
96.92 |
96.88 |
96.92 |
+0.02 |
205 |
5,806 |
+115 |
Dec14 |
120925 |
96.80 |
96.84 |
96.80 |
96.84 |
+0.02 |
0 |
966 |
+0 |
Mar15 |
120925 |
96.73 |
96.77 |
96.73 |
96.77 |
+0.01 |
0 |
63 |
+0 |
Total Volume and Open Interest |
40,396 |
607,357 |
-2,911 |
10-Year Aus T-Bonds(SFE) |
Dec12 |
120925 |
96.86 |
96.94 |
96.86 |
96.94 |
+0.07 |
39,198 |
360,011 |
+3,402 |
Mar13 |
120925 |
96.94 |
96.94 |
96.94 |
96.94 |
+0.07 |
|
|
|
Total Volume and Open Interest |
39,198 |
360,011 |
+3,402 |
3-Year Aus T-Bonds(SFE) |
Dec12 |
120925 |
97.45 |
97.52 |
97.45 |
97.52 |
+0.05 |
96,035 |
439,799 |
-8,783 |
Mar13 |
120925 |
97.52 |
97.52 |
97.52 |
97.52 |
+0.05 |
|
|
|
Total Volume and Open Interest |
96,035 |
439,799 |
-8,783 |
Gold(CMX) |
Oct12 |
120925 |
1765.7 |
1775.2 |
1758.9 |
1763.9 |
+1.7 |
7,375 |
20,934 |
-857 |
Dec12 |
120925 |
1766.2 |
1777.9 |
1761.0 |
1766.4 |
+1.8 |
185,293 |
337,726 |
+3,639 |
Feb13 |
120925 |
1769.1 |
1779.4 |
1763.6 |
1768.5 |
+1.8 |
5,283 |
27,740 |
+1,339 |
Apr13 |
120925 |
1773.4 |
1781.1 |
1767.0 |
1770.5 |
+1.8 |
1,793 |
16,726 |
+99 |
Jun13 |
120925 |
1773.4 |
1782.3 |
1770.8 |
1772.5 |
+1.8 |
1,152 |
23,218 |
+729 |
Aug13 |
120925 |
1775.5 |
1781.7 |
1770.5 |
1774.4 |
+1.8 |
282 |
5,472 |
-170 |
Oct13 |
120925 |
1780.0 |
1785.0 |
1771.6 |
1776.4 |
+1.9 |
151 |
3,658 |
+124 |
Dec13 |
120925 |
1780.2 |
1788.8 |
1777.2 |
1778.6 |
+1.9 |
138 |
11,484 |
-32 |
Feb14 |
120925 |
1785.3 |
1785.3 |
1776.9 |
1781.0 |
+2.0 |
32 |
2,539 |
+5 |
Apr14 |
120925 |
1780.6 |
1783.6 |
1780.6 |
1783.4 |
+2.1 |
0 |
3,610 |
+0 |
Jun14 |
120925 |
1785.9 |
1785.9 |
1785.9 |
1785.9 |
+2.2 |
65 |
9,588 |
+60 |
Total Volume and Open Interest |
201,860 |
488,070 |
+4,963 |
Silver(CMX) |
Sep12 |
120925 |
3424.5 |
3424.5 |
3388.6 |
3388.6 |
-3.5 |
91 |
534 |
+39 |
Dec12 |
120925 |
3401.0 |
3454.5 |
3371.5 |
3394.8 |
-3.6 |
63,594 |
82,842 |
+832 |
Mar13 |
120925 |
3413.0 |
3462.0 |
3380.0 |
3402.4 |
-3.8 |
2,883 |
9,115 |
+636 |
May13 |
120925 |
3410.0 |
3454.0 |
3405.5 |
3406.2 |
-4.0 |
345 |
4,045 |
+128 |
Jul13 |
120925 |
3395.0 |
3409.1 |
3395.0 |
3409.1 |
-4.0 |
418 |
5,393 |
+12 |
Sep13 |
120925 |
3450.0 |
3450.0 |
3411.8 |
3411.8 |
-4.2 |
152 |
2,464 |
+72 |
Dec13 |
120925 |
3449.5 |
3460.0 |
3394.0 |
3415.5 |
-4.1 |
1,089 |
13,949 |
+265 |
Total Volume and Open Interest |
69,950 |
129,500 |
+2,731 |
Platinum(NYMEX) |
Oct12 |
120925 |
1621.8 |
1644.5 |
1617.9 |
1631.8 |
+9.8 |
12,789 |
24,534 |
-3,451 |
Jan13 |
120925 |
1626.0 |
1648.6 |
1621.7 |
1636.0 |
+9.9 |
5,624 |
32,193 |
+4,290 |
Apr13 |
120925 |
1637.8 |
1650.0 |
1637.8 |
1639.5 |
+9.8 |
227 |
1,689 |
+209 |
Jul13 |
120925 |
1641.0 |
1641.0 |
1641.0 |
1641.0 |
+9.8 |
31 |
31 |
+31 |
Total Volume and Open Interest |
18,680 |
58,476 |
+890 |
Palladium(NYMEX) |
Sep12 |
120925 |
639.70 |
639.70 |
639.70 |
639.70 |
-4.65 |
0 |
16 |
-11 |
Dec12 |
120925 |
644.70 |
649.55 |
636.90 |
640.85 |
-4.65 |
3,391 |
19,795 |
+38 |
Mar13 |
120925 |
644.70 |
649.55 |
639.75 |
642.25 |
-4.65 |
16 |
796 |
+6 |
Total Volume and Open Interest |
3,407 |
20,619 |
+33 |
Copper(CMX) |
Sep12 |
120925 |
376.85 |
379.20 |
374.05 |
377.35 |
+2.80 |
840 |
1,615 |
-219 |
Dec12 |
120925 |
373.90 |
378.40 |
372.65 |
375.85 |
+2.70 |
46,942 |
98,705 |
+2,196 |
Mar13 |
120925 |
375.35 |
379.00 |
374.05 |
376.65 |
+2.70 |
3,555 |
26,345 |
+570 |
May13 |
120925 |
377.00 |
377.15 |
377.00 |
377.00 |
+2.70 |
392 |
5,140 |
+109 |
Jul13 |
120925 |
374.85 |
377.10 |
374.85 |
377.10 |
+2.75 |
120 |
4,430 |
+52 |
Total Volume and Open Interest |
53,023 |
151,907 |
+2,588 |
DJIA Index(CBOT) |
Dec12 |
120925 |
13492 |
13545 |
13390 |
13405 |
-84 |
1,901 |
9,930 |
+1,382 |
Mar13 |
120925 |
13341 |
13425 |
13341 |
13341 |
-84 |
0 |
5 |
+0 |
Jun13 |
120925 |
13266 |
13350 |
13266 |
13266 |
-84 |
|
|
|
Sep13 |
120925 |
13187 |
13271 |
13187 |
13187 |
-84 |
|
|
|
Total Volume and Open Interest |
1,901 |
9,935 |
-9,594 |
E-mini DJIA Index(CBOT) |
Sep12 |
120921 |
13578 |
13717 |
13578 |
13652 |
+59 |
27,829 |
43,696 |
-3,581 |
Dec12 |
120925 |
13491 |
13548 |
13386 |
13405 |
-84 |
93,398 |
117,143 |
-2,119 |
Mar13 |
120925 |
13429 |
13480 |
13341 |
13341 |
-84 |
3 |
161 |
+2 |
Jun13 |
120925 |
13266 |
13266 |
13266 |
13266 |
-84 |
0 |
39 |
+0 |
Total Volume and Open Interest |
93,401 |
117,343 |
-41,270 |
S & P 500(CME) |
Dec12 |
120925 |
1451.80 |
1456.70 |
1435.00 |
1437.20 |
-14.20 |
6,987 |
186,264 |
-1,570 |
Mar13 |
120925 |
1441.00 |
1447.10 |
1429.60 |
1430.40 |
-14.20 |
0 |
1,484 |
-17 |
Jun13 |
120925 |
1423.40 |
1440.10 |
1422.60 |
1423.40 |
-14.20 |
0 |
470 |
+0 |
Sep13 |
120925 |
1416.90 |
1434.10 |
1416.60 |
1416.90 |
-14.70 |
|
|
|
Total Volume and Open Interest |
6,987 |
188,218 |
-78,706 |
S & P 500 E-Mini(Globex) |
Dec12 |
120925 |
1451.75 |
1457.00 |
1435.00 |
1437.25 |
-14.25 |
1,605,312 |
2,771,210 |
-18,658 |
Mar13 |
120925 |
1445.50 |
1450.00 |
1428.50 |
1430.50 |
-14.00 |
601 |
6,332 |
+11 |
Total Volume and Open Interest |
1,605,927 |
2,778,204 |
-897,477 |
NASDAQ 100(CME) |
Dec12 |
120925 |
2840.50 |
2854.00 |
2798.00 |
2803.30 |
-35.00 |
213 |
4,643 |
+24 |
Mar13 |
120925 |
2796.80 |
2840.00 |
2796.80 |
2796.80 |
-35.20 |
|
|
|
Jun13 |
120925 |
2791.30 |
2826.50 |
2791.30 |
2791.30 |
-35.20 |
|
|
|
Total Volume and Open Interest |
213 |
4,643 |
-29,192 |
NASDAQ 100 E-Mini(Globex) |
Dec12 |
120925 |
2840.50 |
2853.00 |
2798.30 |
2803.30 |
-35.00 |
170,166 |
402,364 |
+2,390 |
Mar13 |
120925 |
2825.00 |
2825.00 |
2795.50 |
2796.80 |
-35.20 |
0 |
3 |
+0 |
Total Volume and Open Interest |
170,166 |
402,376 |
-219,935 |
S & P Midcap 400(CME) |
Dec12 |
120925 |
999.90 |
999.90 |
987.90 |
987.90 |
-14.20 |
4 |
318 |
+0 |
Mar13 |
120925 |
985.90 |
1000.10 |
985.90 |
985.90 |
-14.20 |
|
|
|
Jun13 |
120925 |
983.80 |
998.00 |
983.80 |
983.80 |
-14.20 |
|
|
|
Total Volume and Open Interest |
4 |
318 |
-5,177 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Dec12 |
120925 |
9005 |
9065 |
8960 |
8975 |
-25 |
2,809 |
20,661 |
+193 |
Mar13 |
120925 |
8975 |
8975 |
8975 |
8975 |
-25 |
|
|
|
Total Volume and Open Interest |
2,809 |
20,661 |
+193 |
Nikkei 225(SGX) |
Dec12 |
120925 |
8980 |
9050 |
8940 |
9005 |
+25 |
91,204 |
202,199 |
-2,937 |
Mar13 |
120925 |
8950 |
8990 |
8950 |
8990 |
+20 |
0 |
468 |
+4 |
Jun13 |
120925 |
8910 |
8910 |
8910 |
8910 |
+20 |
0 |
1,205 |
+0 |
Total Volume and Open Interest |
91,751 |
225,716 |
-2,678 |
CAC 40(EURONEXT) |
Oct12 |
120925 |
3501.5 |
3521.5 |
3472.5 |
3513.5 |
+21.5 |
72,178 |
331,118 |
+18,084 |
Nov12 |
120925 |
3498.0 |
3514.5 |
3471.5 |
3512.0 |
+22.0 |
63 |
72 |
+30 |
Dec12 |
120925 |
3491.0 |
3506.0 |
3466.5 |
3504.0 |
+21.5 |
181 |
27,122 |
+988 |
Total Volume and Open Interest |
72,422 |
358,369 |
-102,399 |
Hang Seng Index(HKFE) |
Sep12 |
120925 |
20766 |
20803 |
20682 |
20742 |
+4 |
64,260 |
115,764 |
+5,325 |
Oct12 |
120925 |
20750 |
20786 |
20668 |
20731 |
+11 |
3,696 |
14,098 |
+2,261 |
Total Volume and Open Interest |
68,572 |
138,753 |
+7,678 |
DAX(EUREX) |
Sep12 |
120921 |
7426.0 |
7476.0 |
7391.0 |
7476.0 |
+93.0 |
182,784 |
70,169 |
-26,424 |
Dec12 |
120925 |
7434.5 |
7443.5 |
7351.5 |
7426.0 |
+7.5 |
93,351 |
149,198 |
+219 |
Mar13 |
120925 |
7430.0 |
7440.0 |
7355.0 |
7429.5 |
+8.0 |
13,806 |
3,298 |
-98 |
Total Volume and Open Interest |
268,467 |
152,496 |
-37,132 |
FT-SE 100(EURONEXT) |
Dec12 |
120925 |
5835.00 |
5841.00 |
5801.00 |
5835.50 |
+22.50 |
62,893 |
599,829 |
+5,879 |
Mar13 |
120925 |
5774.50 |
5792.00 |
5774.50 |
5792.00 |
+21.50 |
57 |
329 |
+4 |
Jun13 |
120925 |
5730.50 |
5730.50 |
5730.50 |
5730.50 |
+21.50 |
|
|
|
Total Volume and Open Interest |
62,950 |
600,158 |
-58,157 |
SPI 200(SFE) |
Sep12 |
120920 |
4417.0 |
4425.0 |
4390.0 |
4396.0 |
-19.0 |
124,957 |
223,685 |
-30,135 |
Dec12 |
120925 |
4396.0 |
4402.0 |
4373.0 |
4385.0 |
-13.0 |
25,466 |
244,533 |
+3,126 |
Mar13 |
120925 |
4352.0 |
4352.0 |
4352.0 |
4352.0 |
-12.0 |
4 |
1,573 |
+4 |
Total Volume and Open Interest |
25,507 |
251,008 |
+3,166 |
GSCI(CME) |
Oct12 |
120925 |
664.00 |
664.50 |
657.00 |
657.80 |
+0.55 |
101 |
9,480 |
+32 |
Nov12 |
120925 |
664.00 |
664.50 |
657.00 |
657.50 |
+0.25 |
|
|
|
Dec12 |
120925 |
659.50 |
666.00 |
658.50 |
659.50 |
+0.25 |
|
|
|
Total Volume and Open Interest |
101 |
9,480 |
+32 |
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. |
|
|