|
MRCI's End of Day Prices |
Daily Futures Price Listing Fri September 28, 2012 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Nov12 |
120928 |
1570.00 |
1613.75 |
1559.50 |
1601.00 |
+30.25 |
146,255 |
325,472 |
-342 |
Jan13 |
120928 |
1570.25 |
1614.75 |
1559.25 |
1602.75 |
+31.50 |
38,602 |
109,605 |
+1,307 |
Mar13 |
120928 |
1524.00 |
1573.50 |
1508.50 |
1564.25 |
+40.25 |
20,567 |
97,044 |
+576 |
May13 |
120928 |
1479.75 |
1525.00 |
1464.50 |
1521.50 |
+42.50 |
9,081 |
88,203 |
+679 |
Jul13 |
120928 |
1458.50 |
1500.00 |
1445.75 |
1496.75 |
+36.75 |
6,229 |
66,521 |
+40 |
Aug13 |
120928 |
1437.75 |
1469.75 |
1428.25 |
1463.00 |
+28.00 |
88 |
1,117 |
-6 |
Sep13 |
120928 |
1381.00 |
1409.00 |
1375.25 |
1399.00 |
+23.75 |
27 |
1,341 |
+9 |
Nov13 |
120928 |
1312.00 |
1350.75 |
1305.50 |
1338.25 |
+22.75 |
3,808 |
35,654 |
+76 |
Jan14 |
120928 |
1349.75 |
1349.75 |
1319.25 |
1342.00 |
+22.75 |
5 |
347 |
+2 |
Mar14 |
120928 |
1341.00 |
1341.00 |
1319.25 |
1341.00 |
+21.75 |
2 |
98 |
+2 |
May14 |
120928 |
1341.50 |
1341.50 |
1319.75 |
1341.50 |
+21.75 |
0 |
117 |
+0 |
Jul14 |
120928 |
1343.25 |
1343.25 |
1321.50 |
1343.25 |
+21.75 |
0 |
57 |
+0 |
Aug14 |
120928 |
1338.00 |
1338.00 |
1316.25 |
1338.00 |
+21.75 |
|
|
|
Sep14 |
120928 |
1328.25 |
1328.25 |
1306.50 |
1328.25 |
+21.75 |
|
|
|
Total Volume and Open Interest |
224,775 |
727,397 |
+2,368 |
Soybean Meal(CBOT) |
Oct12 |
120928 |
473.10 |
490.80 |
471.10 |
487.00 |
+13.90 |
19,322 |
12,131 |
-3,891 |
Dec12 |
120928 |
473.40 |
491.60 |
471.20 |
486.90 |
+13.00 |
58,380 |
110,062 |
+920 |
Jan13 |
120928 |
470.30 |
488.00 |
466.90 |
483.90 |
+13.50 |
5,963 |
22,731 |
+440 |
Mar13 |
120928 |
451.30 |
470.80 |
447.30 |
468.40 |
+17.10 |
4,682 |
20,576 |
+419 |
May13 |
120928 |
428.20 |
448.20 |
425.00 |
447.00 |
+18.80 |
1,815 |
25,037 |
-421 |
Jul13 |
120928 |
420.00 |
436.10 |
416.60 |
435.40 |
+15.80 |
1,787 |
16,839 |
-77 |
Aug13 |
120928 |
411.20 |
424.60 |
408.60 |
423.80 |
+12.90 |
208 |
1,202 |
-1 |
Sep13 |
120928 |
394.40 |
406.70 |
392.60 |
405.50 |
+12.00 |
138 |
1,277 |
+62 |
Oct13 |
120928 |
371.50 |
385.20 |
371.00 |
382.40 |
+10.90 |
483 |
2,959 |
+128 |
Dec13 |
120928 |
370.40 |
381.70 |
369.00 |
378.60 |
+8.80 |
751 |
7,040 |
+162 |
Total Volume and Open Interest |
93,555 |
220,759 |
-2,246 |
Soybean Oil(CBOT) |
Oct12 |
120928 |
52.12 |
52.60 |
51.26 |
52.18 |
+0.07 |
23,596 |
11,330 |
-4,823 |
Dec12 |
120928 |
52.68 |
53.06 |
51.69 |
52.66 |
+0.08 |
87,024 |
147,030 |
-2,322 |
Jan13 |
120928 |
52.92 |
53.37 |
52.03 |
53.00 |
+0.08 |
19,251 |
45,479 |
+4,305 |
Mar13 |
120928 |
53.32 |
53.81 |
52.44 |
53.42 |
+0.09 |
11,872 |
32,669 |
+727 |
May13 |
120928 |
53.69 |
54.05 |
52.70 |
53.70 |
+0.16 |
3,501 |
22,121 |
-84 |
Jul13 |
120928 |
53.63 |
54.27 |
52.87 |
53.88 |
+0.17 |
4,006 |
15,047 |
-794 |
Aug13 |
120928 |
53.13 |
54.05 |
53.13 |
53.84 |
+0.15 |
346 |
2,056 |
+154 |
Sep13 |
120928 |
52.50 |
53.64 |
52.43 |
53.53 |
+0.21 |
277 |
2,100 |
-18 |
Oct13 |
120928 |
51.85 |
52.96 |
51.47 |
52.47 |
+0.36 |
867 |
3,237 |
+120 |
Dec13 |
120928 |
51.96 |
52.69 |
51.00 |
52.19 |
+0.34 |
1,276 |
8,070 |
+123 |
Total Volume and Open Interest |
152,051 |
290,015 |
-2,594 |
Canola(WCE) |
Nov12 |
120928 |
591.9 |
602.2 |
588.9 |
597.7 |
+5.8 |
17,436 |
100,131 |
-10,162 |
Jan13 |
120928 |
595.8 |
606.1 |
593.0 |
601.8 |
+6.2 |
3,757 |
69,078 |
-368 |
Mar13 |
120928 |
596.0 |
605.8 |
593.1 |
601.4 |
+5.8 |
912 |
18,509 |
+263 |
May13 |
120928 |
588.7 |
597.9 |
585.9 |
593.0 |
+5.7 |
266 |
19,414 |
+4 |
Jul13 |
120928 |
579.0 |
588.9 |
577.3 |
584.4 |
+5.7 |
187 |
4,321 |
+82 |
Total Volume and Open Interest |
22,635 |
216,318 |
-10,156 |
Corn(CBOT) |
Dec12 |
120928 |
716.50 |
756.25 |
705.00 |
756.25 |
+40.00 |
167,917 |
624,558 |
-8,578 |
Mar13 |
120928 |
720.50 |
759.50 |
708.75 |
759.50 |
+40.00 |
49,446 |
232,362 |
+249 |
May13 |
120928 |
717.25 |
757.00 |
706.75 |
756.50 |
+39.50 |
12,866 |
72,555 |
+1,308 |
Jul13 |
120928 |
711.50 |
751.00 |
700.50 |
749.00 |
+38.00 |
15,559 |
113,321 |
+1,467 |
Sep13 |
120928 |
633.25 |
662.50 |
629.00 |
659.00 |
+26.75 |
1,519 |
18,899 |
+166 |
Dec13 |
120928 |
608.00 |
635.25 |
603.75 |
630.50 |
+21.75 |
5,625 |
96,316 |
+812 |
Mar14 |
120928 |
612.75 |
642.25 |
612.75 |
637.75 |
+21.25 |
218 |
2,188 |
+41 |
May14 |
120928 |
644.50 |
644.50 |
623.00 |
644.50 |
+21.50 |
80 |
771 |
+44 |
Jul14 |
120928 |
623.75 |
651.25 |
623.50 |
646.00 |
+22.50 |
52 |
1,068 |
-2 |
Sep14 |
120928 |
611.00 |
611.00 |
581.50 |
603.75 |
+22.50 |
5 |
71 |
-2 |
Total Volume and Open Interest |
253,511 |
1,168,400 |
-4,497 |
Wheat(CBOT) |
Dec12 |
120928 |
855.50 |
907.00 |
850.75 |
902.50 |
+47.00 |
45,398 |
246,436 |
-1,156 |
Mar13 |
120928 |
868.25 |
916.75 |
863.50 |
912.25 |
+44.00 |
13,169 |
81,910 |
+1,240 |
May13 |
120928 |
870.25 |
911.75 |
865.00 |
906.25 |
+36.00 |
3,126 |
22,313 |
+134 |
Jul13 |
120928 |
836.00 |
870.00 |
828.75 |
867.00 |
+31.25 |
2,697 |
60,454 |
+443 |
Sep13 |
120928 |
840.75 |
870.50 |
832.50 |
868.75 |
+30.75 |
126 |
2,285 |
-28 |
Dec13 |
120928 |
844.00 |
878.50 |
839.00 |
874.75 |
+28.00 |
962 |
35,878 |
+422 |
Total Volume and Open Interest |
65,530 |
452,492 |
+1,077 |
Wheat(KCBT) |
Dec12 |
120928 |
878.00 |
930.00 |
872.75 |
927.50 |
+49.25 |
8,012 |
103,409 |
-455 |
Mar13 |
120928 |
892.00 |
942.00 |
885.00 |
939.50 |
+49.00 |
1,370 |
28,140 |
+86 |
May13 |
120928 |
895.50 |
938.00 |
888.00 |
935.75 |
+42.50 |
753 |
9,887 |
+118 |
Jul13 |
120928 |
861.00 |
894.50 |
853.00 |
894.50 |
+34.50 |
885 |
15,819 |
-175 |
Sep13 |
120928 |
861.50 |
894.75 |
854.75 |
894.50 |
+33.00 |
30 |
1,277 |
+6 |
Dec13 |
120928 |
868.00 |
901.00 |
865.75 |
901.00 |
+34.50 |
23 |
1,043 |
+10 |
Total Volume and Open Interest |
11,073 |
159,825 |
-410 |
Wheat(MGE) |
Dec12 |
120928 |
914.25 |
960.75 |
912.00 |
958.50 |
+44.25 |
3,134 |
25,966 |
-1,054 |
Mar13 |
120928 |
922.00 |
968.50 |
920.00 |
966.75 |
+44.75 |
747 |
7,741 |
-70 |
May13 |
120928 |
927.75 |
974.50 |
926.75 |
972.25 |
+44.25 |
164 |
3,199 |
+49 |
Jul13 |
120928 |
926.75 |
970.25 |
924.25 |
968.25 |
+41.50 |
57 |
1,757 |
-16 |
Sep13 |
120928 |
899.50 |
935.00 |
899.50 |
929.75 |
+24.25 |
16 |
2,587 |
-5 |
Total Volume and Open Interest |
4,122 |
41,702 |
-1,094 |
Oats(CBOT) |
Dec12 |
120928 |
367.00 |
373.75 |
361.50 |
370.50 |
+2.25 |
449 |
9,669 |
+104 |
Mar13 |
120928 |
371.00 |
378.75 |
369.25 |
376.00 |
+2.25 |
119 |
1,589 |
+48 |
May13 |
120928 |
371.00 |
379.25 |
371.00 |
377.25 |
+1.75 |
21 |
95 |
+21 |
Jul13 |
120928 |
375.50 |
375.50 |
373.75 |
375.50 |
+1.75 |
0 |
10 |
+0 |
Total Volume and Open Interest |
589 |
11,405 |
+173 |
Rough Rice(CBOT) |
Nov12 |
120928 |
15.16 |
15.49 |
15.10 |
15.48 |
+0.31 |
528 |
12,149 |
-168 |
Jan13 |
120928 |
15.50 |
15.81 |
15.47 |
15.79 |
+0.31 |
263 |
1,971 |
+214 |
Mar13 |
120928 |
15.93 |
16.07 |
15.93 |
16.07 |
+0.30 |
15 |
188 |
-11 |
May13 |
120928 |
16.28 |
16.28 |
15.95 |
16.28 |
+0.33 |
13 |
16 |
+4 |
Total Volume and Open Interest |
819 |
14,347 |
+39 |
Live Cattle(CME) |
Oct12 |
120928 |
122.600 |
122.635 |
121.680 |
122.080 |
-0.370 |
15,696 |
32,911 |
-3,384 |
Dec12 |
120928 |
125.480 |
125.480 |
124.330 |
124.700 |
-0.480 |
35,875 |
120,828 |
-2,405 |
Feb13 |
120928 |
128.935 |
128.935 |
128.100 |
128.435 |
-0.500 |
16,167 |
56,596 |
+1,235 |
Apr13 |
120928 |
132.850 |
132.880 |
132.035 |
132.535 |
-0.365 |
7,879 |
42,930 |
+29 |
Jun13 |
120928 |
129.050 |
129.100 |
128.450 |
128.900 |
-0.150 |
1,985 |
18,185 |
+57 |
Aug13 |
120928 |
129.235 |
129.500 |
128.825 |
129.185 |
-0.140 |
334 |
6,420 |
+28 |
Total Volume and Open Interest |
78,114 |
280,416 |
-4,402 |
Feeder Cattle(CME) |
Oct12 |
120928 |
146.075 |
146.075 |
143.235 |
143.800 |
-2.435 |
2,875 |
8,635 |
-21 |
Nov12 |
120928 |
147.130 |
147.130 |
144.325 |
144.350 |
-2.975 |
3,225 |
11,977 |
+74 |
Jan13 |
120928 |
149.685 |
149.685 |
147.000 |
147.380 |
-2.620 |
1,046 |
6,073 |
+19 |
Mar13 |
120928 |
152.130 |
152.130 |
149.650 |
150.200 |
-2.450 |
335 |
2,483 |
+70 |
Apr13 |
120928 |
153.250 |
153.250 |
150.750 |
151.000 |
-2.250 |
220 |
945 |
-40 |
May13 |
120928 |
154.200 |
154.200 |
152.200 |
152.200 |
-2.680 |
185 |
1,165 |
-88 |
Aug13 |
120928 |
157.100 |
157.100 |
154.350 |
155.250 |
-1.750 |
40 |
268 |
+23 |
Total Volume and Open Interest |
8,668 |
33,031 |
-212 |
Lean Hogs(CME) |
Oct12 |
120928 |
77.300 |
77.450 |
76.650 |
77.180 |
-0.045 |
13,742 |
22,672 |
-4,954 |
Dec12 |
120928 |
73.785 |
74.830 |
73.400 |
73.750 |
+0.150 |
20,689 |
105,843 |
+589 |
Feb13 |
120928 |
79.580 |
80.885 |
79.050 |
80.250 |
+0.865 |
7,065 |
40,394 |
+480 |
Apr13 |
120928 |
85.900 |
87.800 |
85.550 |
87.550 |
+1.650 |
2,555 |
24,405 |
-227 |
May13 |
120928 |
94.900 |
95.700 |
94.900 |
95.650 |
+1.200 |
65 |
1,008 |
+6 |
Jun13 |
120928 |
97.000 |
98.385 |
96.650 |
98.230 |
+1.150 |
1,674 |
16,747 |
-18 |
Jul13 |
120928 |
97.135 |
98.100 |
97.135 |
98.000 |
+1.000 |
65 |
4,223 |
-6 |
Aug13 |
120928 |
95.850 |
97.250 |
95.850 |
97.100 |
+1.100 |
81 |
3,318 |
-16 |
Total Volume and Open Interest |
46,005 |
221,498 |
-4,131 |
Class III Milk(CME) |
Sep12 |
120928 |
18.96 |
18.98 |
18.96 |
18.98 |
+0.01 |
144 |
4,821 |
-128 |
Oct12 |
120928 |
20.88 |
20.96 |
20.80 |
20.86 |
+0.08 |
557 |
5,264 |
+175 |
Nov12 |
120928 |
20.74 |
20.86 |
20.66 |
20.83 |
+0.15 |
450 |
4,945 |
+67 |
Dec12 |
120928 |
19.78 |
19.93 |
19.75 |
19.86 |
+0.07 |
99 |
3,911 |
+22 |
Jan13 |
120928 |
19.42 |
19.42 |
19.24 |
19.42 |
+0.07 |
68 |
1,562 |
-1 |
Total Volume and Open Interest |
1,946 |
28,243 |
+441 |
Cocoa(ICE) |
Dec12 |
120928 |
2495 |
2595 |
2493 |
2516 |
+34 |
7,801 |
94,196 |
-1,057 |
Mar13 |
120928 |
2503 |
2602 |
2503 |
2530 |
+34 |
2,245 |
43,437 |
-16 |
May13 |
120928 |
2514 |
2584 |
2514 |
2538 |
+32 |
562 |
20,465 |
-93 |
Jul13 |
120928 |
2582 |
2620 |
2529 |
2550 |
+33 |
98 |
13,460 |
+6 |
Sep13 |
120928 |
2590 |
2603 |
2541 |
2559 |
+34 |
29 |
5,259 |
-6 |
Dec13 |
120928 |
2582 |
2587 |
2550 |
2568 |
+36 |
85 |
6,844 |
+62 |
Mar14 |
120928 |
2597 |
2597 |
2565 |
2577 |
+39 |
3 |
8,711 |
+0 |
Total Volume and Open Interest |
10,823 |
196,755 |
-1,104 |
Coffee "C"(ICE) |
Dec12 |
120928 |
174.25 |
175.20 |
170.25 |
173.50 |
-0.80 |
9,732 |
80,244 |
-719 |
Mar13 |
120928 |
178.50 |
179.00 |
174.20 |
177.50 |
-0.75 |
2,540 |
38,228 |
+532 |
May13 |
120928 |
179.65 |
181.25 |
177.60 |
180.25 |
-0.70 |
299 |
10,593 |
+47 |
Jul13 |
120928 |
181.35 |
183.20 |
181.35 |
182.95 |
-0.65 |
115 |
6,181 |
+1 |
Sep13 |
120928 |
184.75 |
185.85 |
184.10 |
185.60 |
-0.60 |
52 |
2,726 |
+24 |
Dec13 |
120928 |
186.85 |
189.50 |
186.85 |
189.30 |
-0.60 |
25 |
2,254 |
+13 |
Total Volume and Open Interest |
12,773 |
140,858 |
-97 |
Orange Juice(ICE) |
Nov12 |
120928 |
114.40 |
115.30 |
112.10 |
113.15 |
-1.25 |
1,423 |
14,799 |
-538 |
Jan13 |
120928 |
114.00 |
115.10 |
112.40 |
113.40 |
-1.50 |
309 |
4,438 |
+128 |
Mar13 |
120928 |
116.60 |
116.90 |
115.00 |
115.45 |
-1.15 |
75 |
2,265 |
+57 |
May13 |
120928 |
118.85 |
119.00 |
117.10 |
117.10 |
-1.20 |
51 |
873 |
+49 |
Jul13 |
120928 |
120.75 |
120.75 |
119.05 |
119.05 |
-0.95 |
50 |
73 |
+50 |
Sep13 |
120928 |
122.25 |
122.25 |
121.30 |
121.30 |
-0.95 |
38 |
51 |
+38 |
Total Volume and Open Interest |
1,956 |
22,511 |
-206 |
Sugar #11(ICE) |
Oct12 |
120928 |
19.61 |
19.72 |
19.36 |
19.58 |
-0.02 |
36,634 |
27,170 |
-15,424 |
Mar13 |
120928 |
20.39 |
20.50 |
20.15 |
20.42 |
+0.03 |
57,908 |
361,206 |
-906 |
May13 |
120928 |
20.44 |
20.53 |
20.20 |
20.46 |
+0.03 |
10,421 |
73,447 |
-364 |
Jul13 |
120928 |
20.48 |
20.57 |
20.24 |
20.49 |
+0.02 |
7,368 |
93,485 |
+537 |
Oct13 |
120928 |
20.78 |
20.88 |
20.55 |
20.82 |
+0.05 |
4,434 |
52,310 |
+626 |
Mar14 |
120928 |
21.20 |
21.30 |
20.96 |
21.24 |
+0.07 |
1,963 |
31,627 |
+363 |
May14 |
120928 |
21.13 |
21.13 |
20.88 |
21.11 |
+0.05 |
615 |
9,606 |
+79 |
Jul14 |
120928 |
21.07 |
21.07 |
20.80 |
21.00 |
+0.01 |
684 |
6,398 |
+136 |
Total Volume and Open Interest |
121,091 |
668,863 |
-14,522 |
London Cocoa(LCE) |
Dec12 |
120928 |
1624 |
1649 |
1617 |
1631 |
+30 |
6,972 |
64,105 |
-5,406 |
Mar13 |
120928 |
1614 |
1640 |
1610 |
1625 |
+30 |
1,982 |
65,401 |
-72 |
May13 |
120928 |
1624 |
1647 |
1619 |
1632 |
+30 |
880 |
25,340 |
-237 |
Jul13 |
120928 |
1631 |
1652 |
1626 |
1638 |
+30 |
465 |
15,221 |
-18 |
Sep13 |
120928 |
1628 |
1653 |
1628 |
1642 |
+30 |
41 |
11,808 |
+83 |
Dec13 |
120928 |
1639 |
1639 |
1635 |
1635 |
+28 |
256 |
7,026 |
+12 |
Mar14 |
120928 |
1640 |
1644 |
1620 |
1627 |
+17 |
223 |
5,384 |
+0 |
Total Volume and Open Interest |
10,819 |
198,536 |
-5,638 |
London Sugar(LCE) |
Dec12 |
120928 |
575.50 |
577.60 |
570.30 |
574.50 |
+1.30 |
2,431 |
28,167 |
-163 |
Mar13 |
120928 |
563.80 |
564.80 |
558.10 |
562.70 |
+0.90 |
1,516 |
30,231 |
+514 |
May13 |
120928 |
562.50 |
563.10 |
557.30 |
562.40 |
+1.10 |
488 |
8,670 |
-62 |
Aug13 |
120928 |
559.60 |
562.80 |
556.50 |
562.10 |
+1.90 |
222 |
3,895 |
+185 |
Oct13 |
120928 |
558.40 |
562.30 |
556.10 |
561.10 |
+1.40 |
48 |
2,747 |
+31 |
Total Volume and Open Interest |
4,735 |
75,516 |
+505 |
Cotton(ICE) |
Oct12 |
120928 |
70.63 |
70.63 |
69.15 |
69.15 |
-0.88 |
8 |
29 |
-8 |
Dec12 |
120928 |
71.40 |
72.19 |
70.58 |
70.65 |
-0.88 |
19,519 |
119,265 |
-380 |
Mar13 |
120928 |
72.50 |
73.04 |
71.63 |
71.68 |
-0.81 |
3,868 |
47,261 |
+944 |
May13 |
120928 |
73.53 |
73.93 |
72.70 |
72.76 |
-0.75 |
567 |
7,444 |
+139 |
Jul13 |
120928 |
74.61 |
74.88 |
73.84 |
73.91 |
-0.68 |
365 |
8,260 |
+8 |
Oct13 |
120928 |
75.12 |
76.60 |
75.12 |
75.63 |
-0.67 |
0 |
3 |
+0 |
Total Volume and Open Interest |
24,389 |
186,448 |
+745 |
Lumber(CME) |
Nov12 |
120928 |
274.0 |
281.2 |
274.0 |
279.0 |
+7.8 |
746 |
5,616 |
-169 |
Jan13 |
120928 |
285.0 |
294.5 |
284.8 |
292.7 |
+6.7 |
380 |
1,700 |
-38 |
Mar13 |
120928 |
294.9 |
301.3 |
294.9 |
299.9 |
+8.4 |
15 |
503 |
+1 |
May13 |
120928 |
301.5 |
308.0 |
301.5 |
307.0 |
+7.6 |
0 |
57 |
+0 |
Total Volume and Open Interest |
1,142 |
7,878 |
-205 |
Crude Oil(NYM) |
Nov12 |
120928 |
92.35 |
92.71 |
91.40 |
92.19 |
+0.34 |
272,057 |
331,443 |
+3,181 |
Dec12 |
120928 |
92.70 |
93.06 |
91.78 |
92.56 |
+0.35 |
99,902 |
197,876 |
-1,796 |
Jan13 |
120928 |
93.04 |
93.47 |
92.23 |
93.00 |
+0.36 |
40,065 |
120,363 |
+3,556 |
Feb13 |
120928 |
93.46 |
93.77 |
92.63 |
93.42 |
+0.37 |
22,629 |
69,025 |
+198 |
Mar13 |
120928 |
93.63 |
94.04 |
93.00 |
93.76 |
+0.39 |
16,452 |
62,337 |
-1,597 |
Apr13 |
120928 |
93.39 |
94.10 |
93.26 |
93.98 |
+0.40 |
6,445 |
31,125 |
-372 |
May13 |
120928 |
94.01 |
94.16 |
93.44 |
94.11 |
+0.41 |
3,905 |
25,961 |
-700 |
Jun13 |
120928 |
94.14 |
94.50 |
93.36 |
94.12 |
+0.41 |
22,691 |
102,759 |
-731 |
Jul13 |
120928 |
94.09 |
94.09 |
93.38 |
94.04 |
+0.42 |
2,760 |
28,295 |
-186 |
Aug13 |
120928 |
93.42 |
94.02 |
93.42 |
93.91 |
+0.43 |
2,621 |
22,114 |
-30 |
Sep13 |
120928 |
93.32 |
93.88 |
93.32 |
93.78 |
+0.44 |
3,244 |
38,126 |
+325 |
Oct13 |
120928 |
93.62 |
93.62 |
93.62 |
93.62 |
+0.44 |
1,661 |
20,653 |
+31 |
Nov13 |
120928 |
93.48 |
93.48 |
93.48 |
93.48 |
+0.44 |
1,915 |
24,484 |
-197 |
Dec13 |
120928 |
93.25 |
93.65 |
92.55 |
93.35 |
+0.45 |
29,326 |
161,722 |
-507 |
Jan14 |
120928 |
93.07 |
93.07 |
93.07 |
93.07 |
+0.46 |
761 |
24,728 |
-91 |
Feb14 |
120928 |
92.82 |
92.82 |
92.82 |
92.82 |
+0.47 |
51 |
8,971 |
+21 |
Total Volume and Open Interest |
548,727 |
1,558,142 |
+2,279 |
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 |
120928 |
92.350 |
92.700 |
91.400 |
92.200 |
+0.350 |
10,552 |
4,749 |
+412 |
Dec12 |
120928 |
92.675 |
92.950 |
91.800 |
92.550 |
+0.350 |
765 |
4,950 |
+473 |
Jan13 |
120928 |
93.400 |
93.400 |
92.325 |
93.000 |
+0.350 |
76 |
1,613 |
+24 |
Feb13 |
120928 |
93.450 |
93.450 |
93.425 |
93.425 |
+0.375 |
22 |
138 |
+1 |
Mar13 |
120928 |
93.975 |
94.225 |
92.925 |
93.750 |
+0.375 |
13 |
18 |
+11 |
Apr13 |
120928 |
93.975 |
93.975 |
93.975 |
93.975 |
+0.400 |
1 |
4 |
-1 |
May13 |
120928 |
94.100 |
94.100 |
94.100 |
94.100 |
+0.400 |
1 |
1 |
+1 |
Jun13 |
120928 |
94.125 |
94.125 |
94.125 |
94.125 |
+0.425 |
0 |
38 |
+0 |
Total Volume and Open Interest |
11,430 |
11,667 |
+921 |
Heating Oil(NYM) |
Oct12 |
120928 |
316.90 |
318.00 |
314.97 |
316.94 |
+1.21 |
22,815 |
18,018 |
-5,659 |
Nov12 |
120928 |
316.04 |
317.62 |
313.77 |
315.92 |
+0.84 |
76,839 |
100,555 |
+3,942 |
Dec12 |
120928 |
314.58 |
315.87 |
312.30 |
314.35 |
+0.92 |
42,503 |
65,854 |
+3,771 |
Jan13 |
120928 |
312.80 |
313.78 |
310.37 |
312.55 |
+0.95 |
23,544 |
42,123 |
+2,220 |
Feb13 |
120928 |
311.04 |
311.04 |
308.31 |
310.59 |
+1.04 |
9,940 |
17,366 |
+287 |
Mar13 |
120928 |
307.75 |
308.79 |
306.31 |
307.95 |
+1.15 |
7,454 |
21,701 |
-227 |
Apr13 |
120928 |
305.54 |
305.54 |
303.07 |
304.76 |
+1.20 |
4,244 |
23,020 |
-366 |
May13 |
120928 |
304.50 |
305.67 |
304.50 |
305.63 |
+1.16 |
1,607 |
11,464 |
-204 |
Jun13 |
120928 |
302.27 |
303.24 |
300.77 |
302.86 |
+1.14 |
2,381 |
13,222 |
-33 |
Jul13 |
120928 |
300.88 |
301.61 |
300.88 |
301.61 |
+1.17 |
219 |
3,121 |
+0 |
Aug13 |
120928 |
300.14 |
300.81 |
300.14 |
300.81 |
+1.16 |
207 |
2,289 |
+4 |
Sep13 |
120928 |
299.46 |
300.14 |
298.42 |
300.14 |
+1.17 |
385 |
3,824 |
+137 |
Oct13 |
120928 |
299.25 |
299.97 |
299.25 |
299.97 |
+1.19 |
62 |
1,016 |
-9 |
Nov13 |
120928 |
299.15 |
299.87 |
299.15 |
299.87 |
+1.22 |
58 |
1,180 |
-9 |
Total Volume and Open Interest |
193,085 |
332,772 |
+4,260 |
Gasoline(NYMEX) |
Oct12 |
120928 |
315.50 |
342.58 |
313.07 |
334.20 |
+19.77 |
37,184 |
13,840 |
-7,340 |
Nov12 |
120928 |
290.54 |
293.35 |
286.39 |
292.01 |
+2.29 |
95,266 |
114,152 |
-1,796 |
Dec12 |
120928 |
278.04 |
281.24 |
275.73 |
279.20 |
+1.30 |
53,708 |
58,914 |
+129 |
Jan13 |
120928 |
272.66 |
274.92 |
270.36 |
273.22 |
+1.09 |
24,014 |
34,022 |
+997 |
Feb13 |
120928 |
271.91 |
273.74 |
269.53 |
272.12 |
+1.13 |
11,192 |
13,684 |
+1,051 |
Mar13 |
120928 |
272.10 |
275.10 |
270.96 |
273.48 |
+1.33 |
6,385 |
13,806 |
+294 |
Apr13 |
120928 |
288.78 |
288.78 |
285.39 |
287.72 |
+1.42 |
2,662 |
9,069 |
+156 |
May13 |
120928 |
285.08 |
286.51 |
285.08 |
286.51 |
+1.49 |
1,772 |
5,793 |
+472 |
Jun13 |
120928 |
283.05 |
283.96 |
281.46 |
283.76 |
+1.46 |
2,244 |
7,113 |
+259 |
Jul13 |
120928 |
280.46 |
280.46 |
280.46 |
280.46 |
+1.43 |
221 |
1,309 |
-6 |
Total Volume and Open Interest |
236,370 |
285,910 |
-5,204 |
e-miNY RBOB Gasoline(NYM) |
Nov12 |
120928 |
292.00 |
292.01 |
292.00 |
292.00 |
+2.30 |
|
|
|
Dec12 |
120928 |
279.20 |
279.20 |
279.20 |
279.20 |
+1.30 |
|
|
|
Jan13 |
120928 |
273.20 |
273.22 |
273.20 |
273.20 |
+1.10 |
|
|
|
Feb13 |
120928 |
272.10 |
272.12 |
272.10 |
272.10 |
+1.10 |
|
|
|
Total Volume and Open Interest |
0 |
2 |
+0 |
Natural Gas(NYM) |
Nov12 |
120928 |
3.285 |
3.330 |
3.248 |
3.320 |
+0.023 |
169,300 |
287,288 |
+8,481 |
Dec12 |
120928 |
3.573 |
3.627 |
3.544 |
3.615 |
+0.040 |
60,299 |
120,285 |
+4,322 |
Jan13 |
120928 |
3.715 |
3.777 |
3.698 |
3.767 |
+0.044 |
38,011 |
187,188 |
+2,000 |
Feb13 |
120928 |
3.732 |
3.790 |
3.713 |
3.780 |
+0.042 |
14,049 |
35,529 |
-51 |
Mar13 |
120928 |
3.711 |
3.758 |
3.686 |
3.752 |
+0.041 |
17,203 |
76,101 |
+2,332 |
Apr13 |
120928 |
3.695 |
3.737 |
3.668 |
3.730 |
+0.037 |
25,952 |
73,953 |
-564 |
May13 |
120928 |
3.741 |
3.763 |
3.695 |
3.756 |
+0.035 |
6,683 |
28,484 |
+857 |
Jun13 |
120928 |
3.756 |
3.797 |
3.731 |
3.791 |
+0.035 |
3,556 |
15,007 |
+225 |
Jul13 |
120928 |
3.816 |
3.835 |
3.771 |
3.828 |
+0.034 |
2,823 |
18,739 |
+108 |
Aug13 |
120928 |
3.835 |
3.852 |
3.789 |
3.846 |
+0.032 |
2,226 |
13,574 |
+98 |
Sep13 |
120928 |
3.836 |
3.854 |
3.791 |
3.847 |
+0.032 |
2,598 |
11,867 |
+694 |
Oct13 |
120928 |
3.870 |
3.888 |
3.824 |
3.880 |
+0.033 |
11,921 |
54,201 |
+1,104 |
Nov13 |
120928 |
3.969 |
3.984 |
3.924 |
3.979 |
+0.034 |
2,616 |
23,777 |
+228 |
Dec13 |
120928 |
4.165 |
4.175 |
4.115 |
4.170 |
+0.032 |
2,168 |
20,990 |
+495 |
Jan14 |
120928 |
4.235 |
4.275 |
4.215 |
4.268 |
+0.031 |
6,738 |
40,363 |
+2,763 |
Feb14 |
120928 |
4.241 |
4.251 |
4.236 |
4.251 |
+0.029 |
197 |
4,177 |
-19 |
Total Volume and Open Interest |
371,049 |
1,084,092 |
+17,016 |
Brent Crude Oil(ICE) |
Nov12 |
120928 |
112.53 |
113.40 |
111.52 |
112.39 |
+0.38 |
198,470 |
207,825 |
-1,387 |
Dec12 |
120928 |
111.67 |
112.48 |
110.69 |
111.58 |
+0.39 |
137,986 |
218,941 |
-1,213 |
Jan13 |
120928 |
110.78 |
111.73 |
110.01 |
110.93 |
+0.43 |
44,400 |
103,872 |
+1,064 |
Feb13 |
120928 |
110.14 |
111.03 |
109.39 |
110.31 |
+0.46 |
22,303 |
46,035 |
-23 |
Mar13 |
120928 |
109.53 |
110.38 |
108.80 |
109.72 |
+0.48 |
21,809 |
49,880 |
+1,146 |
Apr13 |
120928 |
108.97 |
109.80 |
108.25 |
109.16 |
+0.49 |
6,958 |
22,985 |
+302 |
May13 |
120928 |
108.41 |
109.20 |
107.71 |
108.61 |
+0.51 |
5,816 |
21,622 |
+394 |
Jun13 |
120928 |
107.85 |
108.63 |
107.15 |
108.05 |
+0.53 |
26,968 |
70,626 |
-2,220 |
Jul13 |
120928 |
107.41 |
107.57 |
107.22 |
107.54 |
+0.53 |
8,251 |
26,786 |
-1,357 |
Aug13 |
120928 |
106.82 |
107.03 |
106.73 |
107.03 |
+0.54 |
8,141 |
33,044 |
+243 |
Sep13 |
120928 |
106.51 |
106.51 |
106.51 |
106.51 |
+0.54 |
6,114 |
31,922 |
+8 |
Oct13 |
120928 |
106.05 |
106.05 |
106.02 |
106.02 |
+0.53 |
4,376 |
34,478 |
+1,548 |
Nov13 |
120928 |
105.60 |
105.60 |
105.56 |
105.56 |
+0.52 |
4,424 |
18,472 |
+663 |
Dec13 |
120928 |
104.84 |
105.67 |
104.33 |
105.13 |
+0.51 |
28,327 |
99,140 |
+5 |
Total Volume and Open Interest |
538,509 |
1,168,676 |
-1,264 |
Gas Oil(ICE) |
Oct12 |
120928 |
988.00 |
992.25 |
979.50 |
980.75 |
-0.25 |
57,182 |
86,455 |
-5,275 |
Nov12 |
120928 |
980.50 |
985.75 |
973.00 |
974.50 |
unch |
87,109 |
130,490 |
+1,504 |
Dec12 |
120928 |
971.25 |
977.50 |
965.25 |
966.75 |
+0.50 |
58,293 |
101,277 |
-4,439 |
Jan13 |
120928 |
968.50 |
970.50 |
959.00 |
960.50 |
+1.00 |
18,116 |
56,733 |
+195 |
Feb13 |
120928 |
959.25 |
960.50 |
952.50 |
953.50 |
+1.25 |
8,843 |
30,314 |
-37 |
Mar13 |
120928 |
952.00 |
953.00 |
944.50 |
945.50 |
+1.00 |
8,546 |
25,992 |
-337 |
Apr13 |
120928 |
944.25 |
947.00 |
937.25 |
938.25 |
+1.00 |
5,218 |
24,935 |
+1,033 |
May13 |
120928 |
938.25 |
939.75 |
932.00 |
933.00 |
+1.25 |
3,732 |
15,835 |
+317 |
Jun13 |
120928 |
935.00 |
937.50 |
929.00 |
930.00 |
+1.25 |
9,228 |
42,354 |
-1,894 |
Jul13 |
120928 |
933.25 |
933.50 |
928.25 |
928.25 |
+1.00 |
2,625 |
11,496 |
+324 |
Total Volume and Open Interest |
265,729 |
620,170 |
-8,220 |
Ethanol(CBOT) |
Sep12 |
120906 |
2.515 |
2.539 |
2.515 |
2.539 |
+0.011 |
41 |
89 |
-74 |
Oct12 |
120928 |
2.299 |
2.350 |
2.290 |
2.344 |
+0.121 |
199 |
339 |
-98 |
Nov12 |
120928 |
2.201 |
2.344 |
2.201 |
2.343 |
+0.123 |
184 |
1,015 |
-22 |
Dec12 |
120928 |
2.232 |
2.356 |
2.232 |
2.348 |
+0.117 |
382 |
2,086 |
+118 |
Jan13 |
120928 |
2.241 |
2.361 |
2.241 |
2.358 |
+0.117 |
247 |
914 |
-6 |
Feb13 |
120928 |
2.244 |
2.362 |
2.244 |
2.359 |
+0.115 |
100 |
835 |
+26 |
Mar13 |
120928 |
2.230 |
2.370 |
2.230 |
2.370 |
+0.114 |
46 |
1,903 |
-3 |
Apr13 |
120928 |
2.345 |
2.372 |
2.345 |
2.372 |
+0.108 |
11 |
477 |
-3 |
Total Volume and Open Interest |
1,288 |
10,518 |
-4 |
WTI Crude Oil(ICE) |
Nov12 |
120928 |
92.21 |
92.73 |
91.42 |
92.19 |
+0.34 |
61,817 |
64,324 |
-3,988 |
Dec12 |
120928 |
92.59 |
93.05 |
91.82 |
92.56 |
+0.35 |
37,645 |
92,017 |
-6,708 |
Jan13 |
120928 |
93.00 |
93.47 |
92.23 |
93.00 |
+0.36 |
11,655 |
34,419 |
+98 |
Feb13 |
120928 |
93.39 |
93.59 |
92.79 |
93.42 |
+0.37 |
12,447 |
18,791 |
-821 |
Mar13 |
120928 |
93.80 |
94.09 |
93.07 |
93.76 |
+0.39 |
4,811 |
22,965 |
+244 |
Apr13 |
120928 |
93.96 |
94.10 |
93.36 |
93.98 |
+0.40 |
4,012 |
7,206 |
-1,213 |
May13 |
120928 |
94.06 |
94.21 |
93.57 |
94.11 |
+0.41 |
4,523 |
8,038 |
-497 |
Jun13 |
120928 |
94.06 |
94.35 |
93.48 |
94.12 |
+0.41 |
7,659 |
43,994 |
-587 |
Jul13 |
120928 |
94.04 |
94.04 |
94.04 |
94.04 |
+0.42 |
714 |
3,770 |
-20 |
Aug13 |
120928 |
93.91 |
93.91 |
93.91 |
93.91 |
+0.43 |
375 |
5,176 |
-15 |
Sep13 |
120928 |
93.78 |
93.78 |
93.78 |
93.78 |
+0.44 |
217 |
8,986 |
+26 |
Oct13 |
120928 |
93.65 |
93.70 |
93.62 |
93.62 |
+0.44 |
335 |
4,137 |
-138 |
Nov13 |
120928 |
93.48 |
93.48 |
93.48 |
93.48 |
+0.44 |
236 |
4,416 |
+15 |
Dec13 |
120928 |
93.35 |
93.52 |
92.72 |
93.35 |
+0.45 |
9,244 |
65,840 |
-1,538 |
Jan14 |
120928 |
93.07 |
93.07 |
93.07 |
93.07 |
+0.46 |
40 |
4,250 |
-3 |
Feb14 |
120928 |
92.82 |
92.82 |
92.82 |
92.82 |
+0.47 |
67 |
1,793 |
+35 |
Total Volume and Open Interest |
160,773 |
482,193 |
-15,909 |
US Dollar Index(ICE) |
Dec12 |
120928 |
79.625 |
80.090 |
79.420 |
80.025 |
+0.433 |
17,196 |
48,379 |
+893 |
Mar13 |
120928 |
79.665 |
80.225 |
79.650 |
80.225 |
+0.432 |
5 |
509 |
+3 |
Jun13 |
120928 |
80.445 |
80.445 |
80.445 |
80.445 |
+0.433 |
|
|
|
Total Volume and Open Interest |
17,201 |
48,888 |
+896 |
Australian Dollar(CME) |
Dec12 |
120928 |
103.77 |
104.06 |
102.98 |
103.03 |
-0.73 |
116,618 |
175,286 |
-3,427 |
Mar13 |
120928 |
103.10 |
103.18 |
102.29 |
102.29 |
-0.73 |
31 |
176 |
+19 |
Jun13 |
120928 |
101.59 |
102.32 |
101.59 |
101.59 |
-0.73 |
0 |
10 |
+0 |
Total Volume and Open Interest |
116,649 |
175,478 |
-3,408 |
British Pound(CME) |
Dec12 |
120928 |
162.30 |
162.69 |
161.09 |
161.36 |
-0.96 |
102,244 |
174,415 |
+2,551 |
Mar13 |
120928 |
162.55 |
162.55 |
161.14 |
161.31 |
-0.96 |
48 |
179 |
-2 |
Jun13 |
120928 |
161.26 |
162.22 |
161.26 |
161.26 |
-0.96 |
0 |
57 |
+0 |
Total Volume and Open Interest |
102,292 |
174,652 |
+2,549 |
Canadian Dollar(CME) |
Dec12 |
120928 |
101.82 |
102.05 |
101.32 |
101.49 |
-0.29 |
84,272 |
202,382 |
-4,193 |
Mar13 |
120928 |
101.53 |
101.82 |
101.13 |
101.27 |
-0.29 |
68 |
2,308 |
+27 |
Jun13 |
120928 |
101.03 |
101.33 |
101.03 |
101.03 |
-0.30 |
42 |
613 |
+26 |
Sep13 |
120928 |
100.83 |
101.09 |
100.79 |
100.79 |
-0.30 |
1 |
560 |
+1 |
Total Volume and Open Interest |
84,383 |
205,927 |
-4,139 |
Japanese Yen(CME) |
Dec12 |
120928 |
128.92 |
129.22 |
128.10 |
128.32 |
-0.62 |
64,610 |
141,023 |
+3,636 |
Mar13 |
120928 |
129.22 |
129.34 |
128.35 |
128.47 |
-0.63 |
107 |
313 |
+26 |
Jun13 |
120928 |
128.63 |
129.27 |
128.63 |
128.63 |
-0.64 |
2 |
17 |
+1 |
Total Volume and Open Interest |
64,721 |
141,357 |
+3,665 |
Swiss Franc(CME) |
Dec12 |
120928 |
106.86 |
107.26 |
106.36 |
106.49 |
-0.37 |
30,710 |
38,066 |
+752 |
Mar13 |
120928 |
106.67 |
107.04 |
106.67 |
106.67 |
-0.37 |
1 |
12 |
+1 |
Jun13 |
120928 |
106.86 |
107.22 |
106.86 |
106.86 |
-0.36 |
0 |
3 |
+0 |
Total Volume and Open Interest |
30,711 |
38,081 |
+753 |
EuroFX(CME) |
Dec12 |
120928 |
129.24 |
129.71 |
128.49 |
128.62 |
-0.65 |
242,644 |
215,178 |
-2,233 |
Mar13 |
120928 |
129.68 |
129.86 |
128.68 |
128.75 |
-0.66 |
136 |
455 |
+51 |
Jun13 |
120928 |
129.70 |
129.70 |
128.88 |
128.88 |
-0.67 |
0 |
532 |
+0 |
Total Volume and Open Interest |
242,800 |
216,200 |
-2,163 |
Mexican Peso(CME) |
Oct12 |
120928 |
776.00 |
778.75 |
776.00 |
776.00 |
-2.75 |
|
|
|
Nov12 |
120928 |
773.75 |
776.75 |
773.75 |
773.75 |
-3.00 |
|
|
|
Total Volume and Open Interest |
31,493 |
219,486 |
-549 |
Brazilian Real(CME) |
Oct12 |
120928 |
492.00 |
492.20 |
492.00 |
492.00 |
-0.20 |
63 |
1,365 |
-35 |
Nov12 |
120928 |
490.00 |
491.45 |
490.00 |
491.00 |
+1.00 |
104 |
131 |
+71 |
Dec12 |
120928 |
488.60 |
491.50 |
488.50 |
489.75 |
+2.00 |
440 |
1,936 |
-13 |
Jan13 |
120928 |
487.95 |
487.95 |
485.95 |
487.95 |
+2.00 |
|
|
|
Total Volume and Open Interest |
607 |
19,111 |
+23 |
30-Year T-Bonds(CBOT) |
Dec12 |
120928 |
149~100 |
150~090 |
149~050 |
149~120 |
-0~040 |
339,736 |
558,374 |
+12,888 |
Mar13 |
120928 |
148~160 |
148~210 |
147~310 |
148~000 |
-0~040 |
12 |
89 |
+0 |
Jun13 |
120928 |
146~270 |
146~310 |
146~270 |
146~270 |
-0~040 |
|
|
|
Total Volume and Open Interest |
339,748 |
558,463 |
+12,888 |
10-Year T-Notes(CBOT) |
Dec12 |
120928 |
133~135 |
133~270 |
133~115 |
133~155 |
-0~005 |
863,167 |
1,621,318 |
+21,058 |
Mar13 |
120928 |
132~255 |
132~290 |
132~230 |
132~285 |
-0~005 |
199 |
191 |
+124 |
Jun13 |
120928 |
132~015 |
132~020 |
132~015 |
132~015 |
-0~005 |
|
|
|
Total Volume and Open Interest |
863,366 |
1,621,509 |
+21,182 |
5-Year T-Notes(CBOT) |
Sep12 |
120928 |
124~122 |
125~000 |
124~109 |
124~111 |
-0~001 |
3,841 |
15,332 |
-1,819 |
Dec12 |
120928 |
124~076 |
124~096 |
124~072 |
124~081 |
+0~004 |
553,880 |
1,470,052 |
+46,984 |
Mar13 |
120928 |
124~059 |
124~059 |
124~055 |
124~059 |
+0~004 |
0 |
23 |
+0 |
Total Volume and Open Interest |
557,721 |
1,485,407 |
+45,165 |
2 Year T-Notes(CBOT) |
Sep12 |
120928 |
110~032 |
110~032 |
110~030 |
110~031 |
+0~001 |
5,057 |
12,512 |
-2,200 |
Dec12 |
120928 |
110~030 |
110~036 |
110~029 |
110~034 |
+0~004 |
171,603 |
932,869 |
-13,067 |
Mar13 |
120928 |
110~028 |
110~028 |
110~024 |
110~028 |
+0~004 |
|
|
|
Total Volume and Open Interest |
176,660 |
945,381 |
-15,267 |
Eurodollars(CME) |
Dec12 |
120928 |
99.660 |
99.690 |
99.660 |
99.680 |
+0.020 |
254,266 |
998,319 |
-11,393 |
Mar13 |
120928 |
99.640 |
99.680 |
99.635 |
99.675 |
+0.035 |
317,867 |
823,201 |
+3,053 |
Jun13 |
120928 |
99.625 |
99.670 |
99.615 |
99.660 |
+0.035 |
252,963 |
733,644 |
-2,550 |
Sep13 |
120928 |
99.610 |
99.660 |
99.605 |
99.650 |
+0.035 |
220,815 |
644,775 |
+6,930 |
Dec13 |
120928 |
99.590 |
99.640 |
99.585 |
99.625 |
+0.035 |
175,951 |
669,942 |
-6,717 |
Mar14 |
120928 |
99.570 |
99.620 |
99.565 |
99.605 |
+0.035 |
130,718 |
643,277 |
-2,820 |
Jun14 |
120928 |
99.535 |
99.580 |
99.520 |
99.565 |
+0.035 |
113,950 |
486,790 |
-1,066 |
Sep14 |
120928 |
99.485 |
99.535 |
99.485 |
99.515 |
+0.025 |
109,329 |
441,199 |
+5,235 |
Dec14 |
120928 |
99.435 |
99.475 |
99.430 |
99.455 |
+0.015 |
82,950 |
414,298 |
-8,381 |
Mar15 |
120928 |
99.385 |
99.425 |
99.380 |
99.400 |
+0.010 |
77,920 |
405,879 |
+5,598 |
Jun15 |
120928 |
1.006 |
1.046 |
1.001 |
1.021 |
+0.005 |
76,540 |
501,889 |
-3,016 |
Sep15 |
120928 |
0.916 |
0.956 |
0.916 |
0.926 |
unch |
72,482 |
318,626 |
-3,502 |
Dec15 |
120928 |
0.796 |
0.836 |
0.796 |
0.801 |
-0.005 |
58,307 |
261,976 |
+711 |
Mar16 |
120928 |
0.676 |
0.716 |
0.666 |
0.676 |
-0.010 |
60,428 |
168,482 |
-7,577 |
Jun16 |
120928 |
0.536 |
0.581 |
0.526 |
0.531 |
-0.015 |
35,411 |
131,516 |
-3,683 |
Sep16 |
120928 |
0.391 |
0.436 |
0.376 |
0.376 |
-0.025 |
28,924 |
118,545 |
-2,257 |
Dec16 |
120928 |
0.231 |
0.276 |
0.211 |
0.216 |
-0.030 |
28,922 |
94,997 |
+56 |
Mar17 |
120928 |
0.086 |
0.136 |
0.061 |
0.071 |
-0.030 |
19,189 |
80,944 |
-947 |
Total Volume and Open Interest |
2,183,036 |
8,149,092 |
-28,171 |
30 Day Federal Funds(CBOT) |
Sep12 |
120928 |
99.850 |
99.855 |
99.850 |
99.855 |
+0.003 |
12,998 |
80,289 |
+11,574 |
Oct12 |
120928 |
99.855 |
99.860 |
99.850 |
99.855 |
unch |
918 |
62,204 |
+6 |
Nov12 |
120928 |
99.860 |
99.865 |
99.855 |
99.860 |
unch |
771 |
53,227 |
+225 |
Dec12 |
120928 |
99.865 |
99.875 |
99.865 |
99.870 |
+0.005 |
1,184 |
31,245 |
-235 |
Jan13 |
120928 |
99.865 |
99.880 |
99.865 |
99.870 |
unch |
176 |
19,614 |
-39 |
Feb13 |
120928 |
99.870 |
99.885 |
99.870 |
99.875 |
+0.005 |
297 |
20,195 |
+221 |
Total Volume and Open Interest |
23,567 |
449,948 |
+12,365 |
30 Day Fed Funds(e-CBOT) |
3-Mth Euro-Yen(CME) |
Dec12 |
120928 |
99.685 |
99.685 |
99.685 |
99.685 |
-0.005 |
|
|
|
Mar13 |
120928 |
99.707 |
99.707 |
99.707 |
99.707 |
-0.005 |
|
|
|
Jun13 |
120928 |
99.732 |
99.732 |
99.732 |
99.732 |
-0.005 |
|
|
|
Sep13 |
120928 |
99.740 |
99.740 |
99.740 |
99.740 |
-0.005 |
|
|
|
Dec13 |
120928 |
99.745 |
99.745 |
99.745 |
99.745 |
-0.005 |
|
|
|
Mar14 |
120928 |
99.745 |
99.745 |
99.745 |
99.745 |
-0.005 |
|
|
|
Jun14 |
120928 |
99.605 |
99.605 |
99.605 |
99.605 |
-0.005 |
|
|
|
Sep14 |
120928 |
99.465 |
99.465 |
99.465 |
99.465 |
-0.005 |
|
|
|
Dec14 |
120928 |
99.690 |
99.690 |
99.690 |
99.690 |
-0.005 |
|
|
|
Mar15 |
120928 |
99.550 |
99.550 |
99.550 |
99.550 |
-0.005 |
|
|
|
Total Volume and Open Interest |
|
|
|
3-Mth Euro-Yen(SGX) |
Dec12 |
120928 |
99.68 |
99.68 |
99.68 |
99.68 |
-0.01 |
1,000 |
807 |
-206 |
Mar13 |
120928 |
99.71 |
99.71 |
99.71 |
99.71 |
-0.01 |
0 |
183 |
+0 |
Jun13 |
120928 |
99.73 |
99.73 |
99.73 |
99.73 |
-0.01 |
0 |
201 |
+0 |
Sep13 |
120928 |
99.74 |
99.74 |
99.74 |
99.74 |
-0.01 |
0 |
305 |
+0 |
Dec13 |
120928 |
99.75 |
99.75 |
99.75 |
99.75 |
0.00 |
0 |
384 |
+0 |
Mar14 |
120928 |
99.75 |
99.75 |
99.75 |
99.75 |
0.00 |
0 |
344 |
+0 |
Jun14 |
120928 |
99.61 |
99.61 |
99.61 |
99.61 |
0.00 |
|
|
|
Sep14 |
120928 |
99.46 |
99.46 |
99.46 |
99.46 |
-0.01 |
|
|
|
Total Volume and Open Interest |
1,000 |
2,228 |
-206 |
Japanese Gov't Bonds(SGX) |
Dec12 |
120928 |
144.14 |
144.24 |
144.10 |
144.24 |
+0.09 |
2,568 |
19,551 |
+726 |
Mar13 |
120928 |
142.50 |
142.50 |
142.50 |
142.50 |
+0.09 |
|
|
|
Jun13 |
120928 |
140.41 |
140.41 |
140.41 |
140.41 |
+0.09 |
|
|
|
Total Volume and Open Interest |
2,568 |
19,551 |
+726 |
Euro-Bund(EUREX) |
Dec12 |
120928 |
141.46 |
141.95 |
141.36 |
141.77 |
+0.20 |
884,298 |
828,419 |
+8,430 |
Mar13 |
120928 |
143.16 |
143.54 |
143.08 |
143.40 |
+0.23 |
878 |
45,954 |
+221 |
Jun13 |
120928 |
143.40 |
143.40 |
143.40 |
143.40 |
+0.23 |
|
|
|
Total Volume and Open Interest |
885,176 |
874,373 |
+8,651 |
Euro-Bobl(EUREX) |
Dec12 |
120928 |
125.55 |
125.78 |
125.50 |
125.69 |
+0.10 |
461,610 |
705,400 |
-11,089 |
Mar13 |
120928 |
126.16 |
126.33 |
126.14 |
126.28 |
+0.10 |
1,695 |
18,858 |
+631 |
Jun13 |
120928 |
126.28 |
126.28 |
126.28 |
126.28 |
+0.10 |
|
|
|
Total Volume and Open Interest |
463,305 |
724,258 |
-10,458 |
3-Mth Euribor(EUREX) |
Sep12 |
120917 |
99.753 |
99.753 |
99.753 |
99.753 |
-0.002 |
220 |
2,886 |
+164 |
Dec12 |
120928 |
99.810 |
99.810 |
99.810 |
99.810 |
+0.005 |
0 |
1,597 |
+0 |
Mar13 |
120928 |
99.810 |
99.810 |
99.810 |
99.810 |
+0.005 |
0 |
1,185 |
+0 |
Total Volume and Open Interest |
0 |
5,220 |
+0 |
Long Gilt(LIFFE) |
Dec12 |
120928 |
120~16 |
120~28 |
120~10 |
120~20 |
+0~04 |
147,589 |
348,035 |
+18,365 |
Mar13 |
120928 |
120~22 |
120~22 |
120~22 |
120~22 |
+0~04 |
|
|
|
Total Volume and Open Interest |
147,589 |
348,035 |
+18,047 |
3-Mth Short Sterling(LIFFE) |
Dec12 |
120928 |
99.43 |
99.50 |
99.43 |
99.49 |
+0.05 |
129,724 |
411,985 |
+2,252 |
Mar13 |
120928 |
99.42 |
99.51 |
99.42 |
99.50 |
+0.08 |
130,037 |
337,146 |
+2,053 |
Jun13 |
120928 |
99.42 |
99.51 |
99.41 |
99.50 |
+0.09 |
86,865 |
311,951 |
+2,448 |
Sep13 |
120928 |
99.41 |
99.50 |
99.40 |
99.49 |
+0.09 |
60,052 |
289,124 |
-1,478 |
Dec13 |
120928 |
99.38 |
99.47 |
99.38 |
99.46 |
+0.09 |
45,126 |
318,566 |
-2,644 |
Mar14 |
120928 |
99.34 |
99.44 |
99.34 |
99.43 |
+0.10 |
29,016 |
245,606 |
-5,990 |
Total Volume and Open Interest |
564,265 |
2,664,159 |
+17,577 |
3-Mth Euribor(LIFFE) |
Dec12 |
120928 |
99.800 |
99.820 |
99.800 |
99.810 |
+0.005 |
143,745 |
525,695 |
-4,056 |
Mar13 |
120928 |
99.795 |
99.825 |
99.795 |
99.810 |
+0.005 |
142,543 |
494,488 |
+7,454 |
Jun13 |
120928 |
99.770 |
99.800 |
99.770 |
99.785 |
+0.005 |
106,262 |
462,003 |
+9,368 |
Total Volume and Open Interest |
821,097 |
3,747,544 |
+19,395 |
3-Mth Aus T-Bills(SFE) |
Dec12 |
120928 |
96.90 |
96.92 |
96.86 |
96.91 |
+0.01 |
21,363 |
149,499 |
-7,317 |
Mar13 |
120928 |
97.16 |
97.17 |
97.12 |
97.17 |
unch |
13,866 |
158,786 |
+1,274 |
Jun13 |
120928 |
97.27 |
97.29 |
97.22 |
97.28 |
+0.01 |
12,181 |
117,715 |
+511 |
Sep13 |
120928 |
97.26 |
97.28 |
97.20 |
97.26 |
unch |
3,894 |
69,406 |
+248 |
Dec13 |
120928 |
97.17 |
97.20 |
97.13 |
97.19 |
-0.01 |
1,726 |
56,751 |
-78 |
Mar14 |
120928 |
97.10 |
97.12 |
97.06 |
97.12 |
-0.01 |
1,542 |
34,490 |
-217 |
Jun14 |
120928 |
97.05 |
97.05 |
97.00 |
97.05 |
unch |
699 |
15,437 |
-100 |
Sep14 |
120928 |
96.97 |
96.98 |
96.95 |
96.98 |
unch |
342 |
6,492 |
+256 |
Dec14 |
120928 |
96.90 |
96.90 |
96.90 |
96.90 |
unch |
28 |
951 |
+10 |
Mar15 |
120928 |
96.83 |
96.83 |
96.83 |
96.83 |
unch |
1 |
39 |
+1 |
Total Volume and Open Interest |
55,642 |
609,769 |
-5,412 |
10-Year Aus T-Bonds(SFE) |
Dec12 |
120928 |
97.09 |
97.12 |
97.03 |
97.12 |
+0.03 |
54,639 |
372,552 |
+9,458 |
Mar13 |
120928 |
97.12 |
97.12 |
97.12 |
97.12 |
+0.03 |
|
|
|
Total Volume and Open Interest |
54,639 |
372,552 |
+9,458 |
3-Year Aus T-Bonds(SFE) |
Dec12 |
120928 |
97.65 |
97.66 |
97.58 |
97.65 |
unch |
157,176 |
449,410 |
+12,445 |
Mar13 |
120928 |
97.65 |
97.65 |
97.65 |
97.65 |
unch |
|
|
|
Total Volume and Open Interest |
157,176 |
449,410 |
+12,445 |
Gold(CMX) |
Oct12 |
120928 |
1776.8 |
1782.2 |
1767.5 |
1771.1 |
-6.5 |
15,237 |
8,984 |
-7,048 |
Dec12 |
120928 |
1780.0 |
1785.9 |
1769.5 |
1773.9 |
-6.6 |
196,374 |
339,606 |
-1,281 |
Feb13 |
120928 |
1781.7 |
1788.1 |
1773.2 |
1776.1 |
-6.5 |
4,547 |
31,511 |
-551 |
Apr13 |
120928 |
1786.2 |
1788.7 |
1775.4 |
1778.0 |
-6.6 |
1,595 |
16,359 |
-227 |
Jun13 |
120928 |
1787.3 |
1789.3 |
1778.1 |
1780.0 |
-6.6 |
589 |
22,933 |
-37 |
Aug13 |
120928 |
1791.0 |
1791.0 |
1780.9 |
1782.0 |
-6.6 |
144 |
5,477 |
+8 |
Oct13 |
120928 |
1784.1 |
1784.1 |
1784.1 |
1784.1 |
-6.6 |
103 |
3,809 |
-7 |
Dec13 |
120928 |
1792.3 |
1798.0 |
1783.4 |
1786.3 |
-6.6 |
73 |
11,516 |
+10 |
Feb14 |
120928 |
1788.7 |
1788.7 |
1788.7 |
1788.7 |
-6.6 |
41 |
2,466 |
+3 |
Apr14 |
120928 |
1791.1 |
1791.1 |
1791.1 |
1791.1 |
-6.6 |
0 |
3,660 |
+0 |
Jun14 |
120928 |
1793.4 |
1793.4 |
1793.4 |
1793.4 |
-6.8 |
27 |
9,293 |
+27 |
Aug14 |
120928 |
1796.1 |
1796.1 |
1796.1 |
1796.1 |
-7.0 |
|
|
|
Total Volume and Open Interest |
219,429 |
480,565 |
|
Silver(CMX) |
Dec12 |
120928 |
3469.0 |
3492.5 |
3433.0 |
3457.7 |
-8.9 |
48,678 |
84,679 |
+283 |
Mar13 |
120928 |
3477.5 |
3500.0 |
3450.0 |
3465.5 |
-8.9 |
1,044 |
9,466 |
-74 |
May13 |
120928 |
3487.5 |
3493.5 |
3455.0 |
3469.1 |
-9.1 |
635 |
4,328 |
+259 |
Jul13 |
120928 |
3488.0 |
3488.0 |
3471.5 |
3472.1 |
-9.3 |
305 |
6,102 |
+208 |
Sep13 |
120928 |
3480.0 |
3491.0 |
3474.0 |
3474.8 |
-9.3 |
229 |
2,641 |
+140 |
Dec13 |
120928 |
3494.5 |
3494.5 |
3470.5 |
3478.4 |
-9.4 |
792 |
15,146 |
+273 |
Mar14 |
120928 |
3474.9 |
3474.9 |
3474.9 |
3474.9 |
-9.4 |
0 |
412 |
+0 |
Total Volume and Open Interest |
52,321 |
134,402 |
+1,239 |
Platinum(NYMEX) |
Oct12 |
120928 |
1650.9 |
1673.2 |
1650.6 |
1665.3 |
+19.4 |
10,867 |
4,945 |
-5,226 |
Jan13 |
120928 |
1654.3 |
1679.9 |
1654.0 |
1669.3 |
+18.2 |
11,873 |
52,797 |
+6,124 |
Apr13 |
120928 |
1660.0 |
1676.9 |
1659.9 |
1672.6 |
+18.1 |
220 |
2,042 |
+127 |
Jul13 |
120928 |
1669.0 |
1674.7 |
1669.0 |
1674.6 |
+18.6 |
1 |
32 |
+0 |
Total Volume and Open Interest |
22,987 |
59,855 |
+1,031 |
Palladium(NYMEX) |
Dec12 |
120928 |
636.00 |
644.10 |
636.00 |
640.80 |
+5.40 |
4,530 |
18,979 |
-159 |
Mar13 |
120928 |
641.40 |
643.60 |
639.70 |
642.05 |
+5.40 |
20 |
899 |
+5 |
Jun13 |
120928 |
642.10 |
642.10 |
642.10 |
642.10 |
+5.40 |
2 |
5 |
+1 |
Total Volume and Open Interest |
4,561 |
19,897 |
-160 |
Copper(CMX) |
Dec12 |
120928 |
374.65 |
377.70 |
373.90 |
375.80 |
+1.40 |
48,044 |
98,168 |
-1,786 |
Mar13 |
120928 |
375.40 |
378.40 |
374.75 |
376.60 |
+1.40 |
1,931 |
26,460 |
+66 |
May13 |
120928 |
376.90 |
377.20 |
376.90 |
377.00 |
+1.40 |
82 |
5,156 |
+4 |
Jul13 |
120928 |
377.10 |
377.40 |
377.10 |
377.20 |
+1.45 |
85 |
4,313 |
-27 |
Sep13 |
120928 |
377.30 |
377.30 |
377.30 |
377.30 |
+1.45 |
0 |
1,308 |
+0 |
Total Volume and Open Interest |
50,964 |
149,158 |
-3,105 |
DJIA Index(CBOT) |
Dec12 |
120928 |
13412 |
13430 |
13290 |
13355 |
-59 |
170 |
14,357 |
+16 |
Mar13 |
120928 |
13284 |
13343 |
13284 |
13284 |
-59 |
0 |
5 |
+0 |
Jun13 |
120928 |
13209 |
13268 |
13209 |
13209 |
-59 |
|
|
|
Sep13 |
120928 |
13130 |
13189 |
13130 |
13130 |
-59 |
|
|
|
Total Volume and Open Interest |
170 |
14,362 |
+16 |
E-mini DJIA Index(CBOT) |
Sep12 |
120921 |
13578 |
13717 |
13578 |
13652 |
+59 |
27,829 |
43,696 |
-3,581 |
Dec12 |
120928 |
13412 |
13433 |
13293 |
13355 |
-59 |
121,899 |
126,874 |
+6,202 |
Mar13 |
120928 |
13240 |
13325 |
13240 |
13284 |
-59 |
10 |
162 |
+0 |
Jun13 |
120928 |
13209 |
13209 |
13209 |
13209 |
-59 |
0 |
39 |
+0 |
Total Volume and Open Interest |
121,909 |
127,075 |
+6,202 |
S & P 500(CME) |
Dec12 |
120928 |
1441.00 |
1443.30 |
1429.30 |
1434.20 |
-6.90 |
12,155 |
187,362 |
+1,117 |
Mar13 |
120928 |
1427.40 |
1428.30 |
1423.30 |
1427.40 |
-6.90 |
60 |
1,486 |
+0 |
Jun13 |
120928 |
1420.40 |
1421.30 |
1416.30 |
1420.40 |
-6.90 |
0 |
470 |
+0 |
Sep13 |
120928 |
1413.90 |
1414.80 |
1409.80 |
1413.90 |
-6.90 |
|
|
|
Total Volume and Open Interest |
12,215 |
189,318 |
+1,117 |
S & P 500 E-Mini(Globex) |
Dec12 |
120928 |
1441.00 |
1443.50 |
1429.00 |
1434.25 |
-6.75 |
1,793,271 |
2,893,511 |
+69,177 |
Mar13 |
120928 |
1436.00 |
1436.25 |
1422.50 |
1427.50 |
-6.75 |
1,100 |
6,349 |
+16 |
Total Volume and Open Interest |
1,794,377 |
2,900,511 |
+69,190 |
NASDAQ 100(CME) |
Dec12 |
120928 |
2814.50 |
2818.50 |
2789.00 |
2792.00 |
-22.50 |
369 |
4,674 |
-37 |
Mar13 |
120928 |
2785.30 |
2800.00 |
2785.30 |
2785.30 |
-22.70 |
|
|
|
Jun13 |
120928 |
2779.80 |
2802.50 |
2779.80 |
2779.80 |
-22.70 |
|
|
|
Total Volume and Open Interest |
369 |
4,674 |
-37 |
NASDAQ 100 E-Mini(Globex) |
Dec12 |
120928 |
2814.50 |
2819.30 |
2788.80 |
2792.00 |
-22.50 |
253,321 |
404,160 |
-6,064 |
Mar13 |
120928 |
2799.00 |
2803.30 |
2785.30 |
2785.30 |
-22.70 |
9 |
9 |
+5 |
Total Volume and Open Interest |
253,330 |
404,178 |
-6,059 |
S & P Midcap 400(CME) |
Dec12 |
120928 |
986.50 |
990.00 |
980.00 |
986.50 |
-2.70 |
0 |
318 |
+0 |
Mar13 |
120928 |
984.50 |
987.20 |
984.50 |
984.50 |
-2.70 |
|
|
|
Jun13 |
120928 |
982.40 |
985.10 |
982.40 |
982.40 |
-2.70 |
|
|
|
Total Volume and Open Interest |
0 |
318 |
+0 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Dec12 |
120928 |
8980 |
9010 |
8830 |
8870 |
-100 |
3,173 |
20,703 |
-70 |
Mar13 |
120928 |
8870 |
8970 |
8870 |
8870 |
-100 |
|
|
|
Total Volume and Open Interest |
3,173 |
20,703 |
-70 |
Nikkei 225(SGX) |
Dec12 |
120928 |
8940 |
9000 |
8840 |
8875 |
-80 |
83,374 |
206,093 |
-221 |
Mar13 |
120928 |
8865 |
8865 |
8865 |
8865 |
-80 |
507 |
1,025 |
+560 |
Jun13 |
120928 |
8780 |
8780 |
8780 |
8780 |
-80 |
0 |
1,205 |
+0 |
Total Volume and Open Interest |
84,365 |
230,541 |
+710 |
CAC 40(EURONEXT) |
Oct12 |
120928 |
3466.5 |
3468.5 |
3350.5 |
3353.0 |
-87.0 |
98,199 |
346,128 |
+14,060 |
Nov12 |
120928 |
3455.0 |
3455.0 |
3351.0 |
3351.0 |
-87.0 |
9,307 |
253 |
+47 |
Dec12 |
120928 |
3451.5 |
3456.0 |
3340.5 |
3342.5 |
-87.0 |
307 |
26,419 |
-226 |
Total Volume and Open Interest |
107,813 |
372,857 |
+13,881 |
Hang Seng Index(HKFE) |
Sep12 |
120927 |
20431 |
20725 |
20426 |
20689 |
+149 |
105,893 |
78,914 |
-27,029 |
Oct12 |
120928 |
20786 |
20887 |
20681 |
20875 |
+66 |
64,082 |
102,625 |
+32,689 |
Nov12 |
120928 |
20774 |
20878 |
20691 |
20868 |
|
|
|
|
DAX(EUREX) |
Sep12 |
120921 |
7426.0 |
7476.0 |
7391.0 |
7476.0 |
+93.0 |
182,784 |
70,169 |
-26,424 |
Dec12 |
120928 |
7347.5 |
7354.5 |
7220.0 |
7238.5 |
-53.0 |
136,246 |
154,030 |
+3,248 |
Mar13 |
120928 |
7342.0 |
7347.0 |
7230.0 |
7242.0 |
-53.0 |
221 |
3,510 |
+90 |
Total Volume and Open Interest |
136,577 |
157,867 |
+3,414 |
FT-SE 100(EURONEXT) |
Dec12 |
120928 |
5776.00 |
5800.00 |
5711.50 |
5713.00 |
-41.50 |
70,506 |
607,800 |
+2,271 |
Mar13 |
120928 |
5731.00 |
5731.00 |
5670.00 |
5670.00 |
-42.00 |
13 |
328 |
+1 |
Jun13 |
120928 |
5626.50 |
5629.50 |
5596.50 |
5596.50 |
-53.50 |
|
|
|
Total Volume and Open Interest |
70,519 |
608,128 |
+2,272 |
SPI 200(SFE) |
Sep12 |
120920 |
4417.0 |
4425.0 |
4390.0 |
4396.0 |
-19.0 |
124,957 |
223,685 |
-30,135 |
Dec12 |
120928 |
4382.0 |
4401.0 |
4361.0 |
4384.0 |
-2.0 |
27,006 |
248,708 |
+3,577 |
Mar13 |
120928 |
4345.0 |
4353.0 |
4345.0 |
4353.0 |
-1.0 |
57 |
1,641 |
+57 |
Total Volume and Open Interest |
27,100 |
255,263 |
+3,615 |
GSCI(CME) |
Oct12 |
120928 |
663.00 |
666.50 |
661.75 |
664.50 |
+4.20 |
274 |
9,488 |
-37 |
Nov12 |
120928 |
662.70 |
666.00 |
661.50 |
664.20 |
+4.20 |
66 |
66 |
+66 |
Dec12 |
120928 |
666.20 |
667.50 |
661.45 |
666.20 |
+4.70 |
|
|
|
Total Volume and Open Interest |
340 |
9,554 |
+29 |
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. |
|
|