|
MRCI's End of Day Prices |
Daily Futures Price Listing Thu September 01, 2011 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Sep11 |
110901 |
1439.00 |
1446.25 |
1422.50 |
1424.75 |
-24.25 |
7,120 |
7,694 |
-2,145 |
Nov11 |
110901 |
1455.00 |
1457.00 |
1432.00 |
1434.50 |
-23.00 |
109,499 |
353,663 |
+7,470 |
Jan12 |
110901 |
1465.50 |
1466.50 |
1442.75 |
1445.25 |
-22.00 |
25,457 |
73,231 |
+1,513 |
Mar12 |
110901 |
1468.00 |
1469.00 |
1447.00 |
1449.75 |
-19.00 |
16,015 |
47,078 |
+2,938 |
May12 |
110901 |
1461.50 |
1465.75 |
1444.00 |
1446.25 |
-15.75 |
11,881 |
48,717 |
+1,268 |
Jul12 |
110901 |
1463.00 |
1470.00 |
1447.75 |
1450.25 |
-15.50 |
8,444 |
28,447 |
+403 |
Aug12 |
110901 |
1436.50 |
1449.00 |
1436.50 |
1436.50 |
-12.50 |
142 |
691 |
+2 |
Sep12 |
110901 |
1409.00 |
1420.00 |
1409.00 |
1409.00 |
-11.00 |
132 |
464 |
+2 |
Nov12 |
110901 |
1390.50 |
1399.25 |
1380.25 |
1383.00 |
-9.00 |
4,265 |
24,949 |
+92 |
Jan13 |
110901 |
1398.00 |
1398.00 |
1386.50 |
1386.50 |
-9.00 |
7 |
5,146 |
+3 |
Mar13 |
110901 |
1394.50 |
1397.75 |
1388.75 |
1388.75 |
-9.00 |
5 |
112 |
+4 |
May13 |
110901 |
1387.00 |
1396.00 |
1387.00 |
1387.00 |
-9.00 |
0 |
20 |
+0 |
Jul13 |
110901 |
1390.00 |
1399.00 |
1390.00 |
1390.00 |
-9.00 |
8 |
159 |
+1 |
Aug13 |
110901 |
1380.00 |
1389.00 |
1380.00 |
1380.00 |
-9.00 |
|
|
|
Total Volume and Open Interest |
183,026 |
591,492 |
+11,559 |
Soybean Meal(CBOT) |
Sep11 |
110901 |
380.60 |
380.60 |
373.50 |
376.60 |
-4.20 |
10,522 |
7,103 |
-1,885 |
Oct11 |
110901 |
382.20 |
382.20 |
375.20 |
378.50 |
-4.20 |
14,056 |
30,970 |
-571 |
Dec11 |
110901 |
387.40 |
387.60 |
380.20 |
383.50 |
-4.30 |
39,055 |
117,879 |
+2,344 |
Jan12 |
110901 |
387.60 |
388.70 |
382.50 |
385.70 |
-4.10 |
2,154 |
11,683 |
-26 |
Mar12 |
110901 |
389.80 |
390.70 |
384.80 |
387.90 |
-3.70 |
2,105 |
8,779 |
+444 |
May12 |
110901 |
388.60 |
398.50 |
384.80 |
387.80 |
-2.60 |
2,246 |
12,366 |
-44 |
Jul12 |
110901 |
390.10 |
391.80 |
385.50 |
389.00 |
-2.30 |
1,366 |
6,067 |
+7 |
Aug12 |
110901 |
385.90 |
387.10 |
381.20 |
384.10 |
-2.00 |
115 |
779 |
-26 |
Sep12 |
110901 |
377.00 |
377.40 |
376.00 |
376.00 |
-1.40 |
82 |
883 |
-23 |
Oct12 |
110901 |
364.50 |
365.40 |
364.50 |
364.50 |
-0.90 |
41 |
1,045 |
+0 |
Total Volume and Open Interest |
72,052 |
200,842 |
+218 |
Soybean Oil(CBOT) |
Sep11 |
110901 |
58.52 |
58.61 |
57.71 |
57.71 |
-0.84 |
10,963 |
5,768 |
-3,157 |
Oct11 |
110901 |
58.60 |
58.77 |
57.85 |
57.85 |
-0.84 |
11,573 |
38,108 |
+370 |
Dec11 |
110901 |
58.93 |
59.14 |
58.20 |
58.23 |
-0.84 |
49,321 |
157,140 |
+4,989 |
Jan12 |
110901 |
59.10 |
59.28 |
58.42 |
58.42 |
-0.82 |
4,380 |
30,440 |
+398 |
Mar12 |
110901 |
59.21 |
59.68 |
58.53 |
58.53 |
-0.80 |
2,733 |
24,404 |
+659 |
May12 |
110901 |
59.16 |
59.32 |
58.52 |
58.52 |
-0.76 |
1,915 |
15,736 |
+177 |
Jul12 |
110901 |
59.06 |
59.48 |
58.63 |
58.63 |
-0.70 |
1,346 |
8,516 |
-37 |
Aug12 |
110901 |
59.04 |
59.39 |
58.55 |
58.55 |
-0.73 |
283 |
668 |
+46 |
Sep12 |
110901 |
58.90 |
59.20 |
58.47 |
58.47 |
-0.76 |
284 |
532 |
+47 |
Oct12 |
110901 |
58.86 |
58.88 |
58.22 |
58.22 |
-0.81 |
201 |
465 |
+72 |
Total Volume and Open Interest |
83,728 |
285,291 |
+3,762 |
Canola(WCE) |
Nov11 |
110901 |
580.6 |
583.2 |
573.2 |
575.0 |
-6.1 |
10,195 |
107,418 |
-295 |
Jan12 |
110901 |
588.4 |
592.1 |
582.6 |
584.2 |
-5.9 |
4,753 |
37,887 |
+2,450 |
Mar12 |
110901 |
597.0 |
600.4 |
591.1 |
592.6 |
-5.8 |
2,203 |
18,124 |
+1,356 |
May12 |
110901 |
601.0 |
605.9 |
597.6 |
599.0 |
-5.5 |
1,128 |
9,608 |
+124 |
Jul12 |
110901 |
607.5 |
610.3 |
602.0 |
604.0 |
-5.2 |
764 |
4,818 |
-207 |
Total Volume and Open Interest |
19,696 |
181,676 |
+3,886 |
Corn(CBOT) |
Sep11 |
110901 |
756.50 |
757.00 |
727.75 |
728.75 |
-28.75 |
43,825 |
19,418 |
-14,111 |
Dec11 |
110901 |
766.00 |
767.50 |
737.50 |
738.50 |
-29.00 |
157,335 |
737,253 |
+298 |
Mar12 |
110901 |
777.75 |
779.25 |
749.75 |
750.75 |
-28.25 |
17,663 |
202,286 |
+1,889 |
May12 |
110901 |
783.50 |
783.75 |
755.50 |
756.50 |
-27.25 |
5,870 |
44,971 |
+383 |
Jul12 |
110901 |
784.00 |
786.50 |
758.75 |
760.00 |
-26.50 |
8,161 |
82,260 |
+767 |
Sep12 |
110901 |
714.75 |
716.75 |
688.50 |
688.50 |
-27.50 |
1,634 |
17,502 |
+304 |
Dec12 |
110901 |
664.00 |
669.25 |
644.50 |
646.75 |
-18.25 |
8,136 |
93,988 |
+1,468 |
Mar13 |
110901 |
672.00 |
676.00 |
655.50 |
655.50 |
-17.00 |
132 |
18,316 |
+66 |
May13 |
110901 |
663.50 |
677.00 |
660.50 |
660.50 |
-16.50 |
140 |
674 |
+90 |
Jul13 |
110901 |
680.50 |
684.25 |
664.50 |
664.50 |
-16.00 |
35 |
897 |
+13 |
Total Volume and Open Interest |
243,182 |
1,228,406 |
-8,795 |
Wheat(CBOT) |
Sep11 |
110901 |
742.00 |
743.75 |
713.50 |
715.50 |
-29.75 |
16,355 |
3,283 |
-6,589 |
Dec11 |
110901 |
788.50 |
789.25 |
758.00 |
761.00 |
-30.50 |
68,635 |
222,307 |
-2,268 |
Mar12 |
110901 |
823.50 |
823.50 |
794.00 |
797.50 |
-29.50 |
12,929 |
78,633 |
+2,058 |
May12 |
110901 |
836.75 |
836.75 |
809.50 |
812.00 |
-28.25 |
3,340 |
15,857 |
+496 |
Jul12 |
110901 |
840.75 |
841.75 |
812.00 |
814.50 |
-29.00 |
7,280 |
54,035 |
+745 |
Sep12 |
110901 |
848.50 |
851.00 |
823.75 |
823.75 |
-27.25 |
547 |
3,028 |
+221 |
Total Volume and Open Interest |
111,458 |
405,529 |
-4,205 |
Wheat(KCBT) |
Sep11 |
110901 |
861.00 |
868.25 |
848.00 |
848.00 |
-23.00 |
5,415 |
3,537 |
-3,987 |
Dec11 |
110901 |
892.00 |
893.50 |
870.25 |
872.00 |
-23.00 |
16,922 |
97,488 |
+460 |
Mar12 |
110901 |
904.50 |
904.50 |
882.00 |
883.50 |
-22.75 |
4,630 |
30,632 |
-644 |
May12 |
110901 |
903.25 |
903.75 |
883.25 |
885.00 |
-23.00 |
482 |
4,333 |
-159 |
Jul12 |
110901 |
896.75 |
899.25 |
877.00 |
877.75 |
-24.25 |
1,034 |
20,704 |
+459 |
Sep12 |
110901 |
901.00 |
901.00 |
881.50 |
881.75 |
-24.25 |
62 |
1,478 |
+11 |
Total Volume and Open Interest |
28,590 |
160,033 |
-3,855 |
Wheat(MGE) |
Sep11 |
110901 |
959.00 |
970.75 |
954.50 |
970.75 |
+3.75 |
619 |
1,515 |
-852 |
Dec11 |
110901 |
944.00 |
949.25 |
928.00 |
932.00 |
-14.50 |
2,817 |
21,064 |
-186 |
Mar12 |
110901 |
942.75 |
948.00 |
930.00 |
931.75 |
-15.50 |
581 |
7,890 |
+45 |
May12 |
110901 |
943.25 |
947.00 |
929.25 |
931.00 |
-17.00 |
332 |
3,452 |
+41 |
Jul12 |
110901 |
943.25 |
945.75 |
928.00 |
929.25 |
-19.00 |
340 |
4,628 |
+67 |
Total Volume and Open Interest |
4,828 |
42,128 |
-901 |
Oats(CBOT) |
Sep11 |
110901 |
367.00 |
375.50 |
362.00 |
362.00 |
-8.00 |
70 |
120 |
-550 |
Dec11 |
110901 |
373.00 |
376.25 |
361.50 |
362.00 |
-10.50 |
1,323 |
11,923 |
-45 |
Mar12 |
110901 |
381.50 |
382.50 |
371.00 |
371.00 |
-10.50 |
57 |
1,224 |
+3 |
May12 |
110901 |
378.00 |
388.50 |
378.00 |
378.00 |
-10.50 |
5 |
38 |
+2 |
Total Volume and Open Interest |
1,455 |
13,339 |
-590 |
Rough Rice(CBOT) |
Sep11 |
110901 |
17.58 |
17.85 |
17.58 |
17.68 |
+0.00 |
568 |
634 |
-1,841 |
Nov11 |
110901 |
17.91 |
18.22 |
17.83 |
17.97 |
+0.02 |
1,620 |
14,187 |
+416 |
Jan12 |
110901 |
18.18 |
18.49 |
18.14 |
18.25 |
+0.03 |
239 |
1,791 |
+6 |
Mar12 |
110901 |
18.49 |
18.70 |
18.49 |
18.53 |
+0.03 |
56 |
984 |
+20 |
Total Volume and Open Interest |
2,485 |
17,766 |
-1,398 |
Live Cattle(CME) |
Oct11 |
110901 |
113.950 |
114.930 |
113.500 |
113.600 |
-0.435 |
20,579 |
117,705 |
-749 |
Dec11 |
110901 |
115.800 |
116.580 |
115.300 |
115.430 |
-0.470 |
12,364 |
101,985 |
+1,251 |
Feb12 |
110901 |
119.450 |
120.000 |
118.850 |
118.950 |
-0.935 |
4,792 |
48,175 |
+771 |
Apr12 |
110901 |
123.680 |
124.035 |
123.000 |
123.250 |
-0.885 |
2,861 |
31,073 |
+497 |
Jun12 |
110901 |
122.500 |
122.650 |
121.700 |
122.080 |
-0.850 |
1,147 |
11,825 |
+159 |
Aug12 |
110901 |
122.535 |
122.600 |
121.900 |
122.180 |
-0.820 |
576 |
1,778 |
+34 |
Total Volume and Open Interest |
42,473 |
313,402 |
+1,449 |
Feeder Cattle(CME) |
Sep11 |
110901 |
132.250 |
133.050 |
131.630 |
132.750 |
+0.300 |
595 |
6,060 |
-233 |
Oct11 |
110901 |
132.450 |
133.600 |
131.900 |
132.785 |
+0.085 |
1,945 |
13,961 |
+413 |
Nov11 |
110901 |
133.575 |
134.400 |
132.850 |
133.950 |
unch |
820 |
6,350 |
+131 |
Jan12 |
110901 |
134.650 |
135.800 |
134.400 |
135.325 |
+0.040 |
366 |
3,804 |
+84 |
Mar12 |
110901 |
135.100 |
136.100 |
134.850 |
135.750 |
+0.265 |
117 |
1,118 |
+8 |
Apr12 |
110901 |
135.350 |
136.200 |
135.350 |
136.200 |
+0.700 |
17 |
283 |
-6 |
May12 |
110901 |
135.800 |
136.500 |
135.750 |
136.500 |
+0.500 |
16 |
235 |
-6 |
Total Volume and Open Interest |
3,883 |
31,833 |
+397 |
Lean Hogs(CME) |
Oct11 |
110901 |
85.250 |
85.680 |
84.450 |
85.180 |
-0.320 |
19,057 |
79,031 |
+323 |
Dec11 |
110901 |
82.700 |
83.000 |
81.350 |
82.000 |
-0.900 |
13,037 |
87,046 |
+2,484 |
Feb12 |
110901 |
86.535 |
86.950 |
85.885 |
86.480 |
-0.370 |
5,005 |
39,814 |
-495 |
Apr12 |
110901 |
89.600 |
89.700 |
88.850 |
89.600 |
-0.130 |
2,726 |
25,849 |
+182 |
May12 |
110901 |
93.700 |
94.500 |
93.700 |
94.500 |
unch |
6 |
1,029 |
+2 |
Jun12 |
110901 |
96.150 |
96.500 |
95.500 |
96.230 |
-0.170 |
1,168 |
12,562 |
+268 |
Jul12 |
110901 |
95.330 |
95.500 |
94.635 |
95.100 |
-0.150 |
249 |
3,720 |
-70 |
Aug12 |
110901 |
93.900 |
94.100 |
93.635 |
94.100 |
-0.200 |
172 |
2,412 |
-11 |
Total Volume and Open Interest |
41,468 |
252,469 |
+2,709 |
Class III Milk(CME) |
Sep11 |
110901 |
18.73 |
18.93 |
18.65 |
18.87 |
+0.18 |
496 |
6,114 |
+47 |
Oct11 |
110901 |
18.63 |
18.79 |
18.59 |
18.75 |
+0.13 |
254 |
5,029 |
+25 |
Nov11 |
110901 |
18.40 |
18.58 |
18.38 |
18.51 |
+0.13 |
192 |
4,449 |
-44 |
Dec11 |
110901 |
18.01 |
18.05 |
17.97 |
18.02 |
+0.01 |
112 |
4,206 |
+68 |
Jan12 |
110901 |
17.39 |
17.40 |
17.35 |
17.37 |
+0.02 |
47 |
1,634 |
+22 |
Total Volume and Open Interest |
1,193 |
37,570 |
+146 |
Cocoa(ICE) |
Sep11 |
110901 |
3067 |
3067 |
3060 |
3060 |
-38 |
0 |
26 |
+0 |
Dec11 |
110901 |
3123 |
3127 |
3058 |
3075 |
-38 |
7,016 |
68,679 |
+693 |
Mar12 |
110901 |
3150 |
3153 |
3093 |
3105 |
-35 |
3,003 |
49,917 |
+126 |
May12 |
110901 |
3134 |
3148 |
3100 |
3109 |
-34 |
1,045 |
15,733 |
-404 |
Jul12 |
110901 |
3117 |
3117 |
3117 |
3117 |
-34 |
179 |
6,800 |
+10 |
Sep12 |
110901 |
3126 |
3126 |
3126 |
3126 |
-33 |
24 |
9,631 |
+7 |
Dec12 |
110901 |
3136 |
3136 |
3136 |
3136 |
-32 |
541 |
6,242 |
+505 |
Total Volume and Open Interest |
11,808 |
161,558 |
+937 |
Coffee "C"(ICE) |
Sep11 |
110901 |
285.85 |
290.80 |
285.85 |
290.70 |
+1.60 |
32 |
341 |
-12 |
Dec11 |
110901 |
287.15 |
290.85 |
282.60 |
289.75 |
+1.50 |
11,392 |
75,011 |
+3,244 |
Mar12 |
110901 |
289.00 |
293.10 |
285.35 |
292.05 |
+1.45 |
1,874 |
19,473 |
+681 |
May12 |
110901 |
287.50 |
292.50 |
286.80 |
291.85 |
+1.35 |
447 |
8,577 |
-20 |
Jul12 |
110901 |
288.00 |
290.75 |
286.80 |
290.05 |
+1.15 |
227 |
2,678 |
-16 |
Sep12 |
110901 |
286.25 |
288.85 |
285.55 |
288.00 |
+1.20 |
168 |
1,984 |
+53 |
Total Volume and Open Interest |
14,222 |
110,215 |
+3,972 |
Orange Juice(ICE) |
Sep11 |
110901 |
167.55 |
169.65 |
167.55 |
169.65 |
+1.10 |
90 |
685 |
-142 |
Nov11 |
110901 |
158.60 |
161.15 |
157.60 |
160.70 |
+1.90 |
807 |
17,791 |
-129 |
Jan12 |
110901 |
158.65 |
161.40 |
158.10 |
160.75 |
+1.70 |
84 |
3,435 |
+80 |
Mar12 |
110901 |
160.40 |
161.60 |
160.40 |
161.60 |
+2.05 |
17 |
1,507 |
+13 |
May12 |
110901 |
161.55 |
161.55 |
161.55 |
161.55 |
+2.05 |
0 |
443 |
+0 |
Jul12 |
110901 |
161.15 |
161.15 |
161.15 |
161.15 |
+2.05 |
0 |
145 |
+0 |
Total Volume and Open Interest |
998 |
24,017 |
-178 |
Sugar #11(ICE) |
Oct11 |
110901 |
29.74 |
29.93 |
29.11 |
29.59 |
-0.09 |
42,714 |
239,666 |
-875 |
Mar12 |
110901 |
28.91 |
28.96 |
28.35 |
28.73 |
-0.15 |
21,381 |
175,475 |
+3,867 |
May12 |
110901 |
27.48 |
27.48 |
26.99 |
27.25 |
-0.16 |
4,168 |
45,366 |
+574 |
Jul12 |
110901 |
26.31 |
26.31 |
25.87 |
26.00 |
-0.22 |
3,342 |
64,889 |
+573 |
Oct12 |
110901 |
25.45 |
25.50 |
25.07 |
25.16 |
-0.26 |
1,491 |
31,143 |
+121 |
Total Volume and Open Interest |
73,812 |
601,591 |
+3,852 |
London Cocoa(LCE) |
Sep11 |
110901 |
1935 |
1944 |
1917 |
1927 |
-9 |
1,921 |
46,919 |
-1,733 |
Dec11 |
110901 |
1958 |
1963 |
1936 |
1945 |
-12 |
5,257 |
65,866 |
-538 |
Mar12 |
110901 |
1974 |
1978 |
1952 |
1959 |
-10 |
2,617 |
43,705 |
-296 |
May12 |
110901 |
1977 |
1982 |
1958 |
1964 |
-11 |
1,064 |
15,211 |
+6 |
Jul12 |
110901 |
1983 |
1988 |
1963 |
1971 |
-12 |
532 |
8,737 |
-86 |
Sep12 |
110901 |
1990 |
1990 |
1970 |
1978 |
-12 |
421 |
5,383 |
+76 |
Dec12 |
110901 |
2000 |
2000 |
1976 |
1984 |
-8 |
41 |
8,757 |
+0 |
Total Volume and Open Interest |
11,853 |
195,484 |
-2,571 |
London Sugar(LCE) |
Oct11 |
110901 |
772.50 |
772.50 |
757.90 |
762.80 |
-8.00 |
3,243 |
19,516 |
-798 |
Dec11 |
110901 |
738.80 |
740.50 |
730.00 |
735.80 |
-3.00 |
1,323 |
9,307 |
+419 |
Mar12 |
110901 |
725.60 |
726.00 |
716.00 |
722.70 |
-2.80 |
504 |
11,453 |
+148 |
May12 |
110901 |
705.50 |
705.50 |
704.70 |
705.00 |
-3.70 |
264 |
3,784 |
+120 |
Aug12 |
110901 |
681.20 |
683.00 |
681.20 |
683.00 |
-2.90 |
35 |
2,394 |
+14 |
Total Volume and Open Interest |
5,370 |
48,319 |
-96 |
Cotton(ICE) |
Oct11 |
110901 |
106.80 |
107.00 |
106.08 |
106.08 |
+0.20 |
28 |
433 |
+2 |
Dec11 |
110901 |
105.86 |
107.23 |
105.20 |
105.78 |
-0.03 |
5,056 |
92,824 |
-62 |
Mar12 |
110901 |
102.90 |
104.20 |
102.58 |
103.13 |
-0.13 |
2,544 |
35,032 |
+587 |
May12 |
110901 |
101.63 |
102.72 |
101.63 |
102.23 |
+0.46 |
158 |
6,424 |
+6 |
Jul12 |
110901 |
100.61 |
101.64 |
100.03 |
101.48 |
+1.01 |
295 |
9,387 |
+25 |
Oct12 |
110901 |
99.69 |
99.69 |
99.69 |
99.69 |
+0.76 |
0 |
3 |
+0 |
Total Volume and Open Interest |
8,094 |
148,214 |
+568 |
Lumber(CME) |
Sep11 |
110901 |
243.0 |
248.7 |
242.0 |
245.0 |
+3.4 |
385 |
1,244 |
-165 |
Nov11 |
110901 |
251.7 |
256.9 |
249.9 |
253.3 |
+2.9 |
700 |
6,232 |
+110 |
Jan12 |
110901 |
270.5 |
275.0 |
268.8 |
271.4 |
+1.1 |
231 |
1,935 |
+121 |
Mar12 |
110901 |
286.8 |
286.8 |
285.0 |
285.0 |
+3.1 |
39 |
187 |
+29 |
Total Volume and Open Interest |
1,357 |
9,601 |
+95 |
Crude Oil(NYM) |
Oct11 |
110901 |
88.73 |
89.90 |
88.21 |
88.93 |
+0.12 |
317,696 |
286,496 |
-1,802 |
Nov11 |
110901 |
89.12 |
90.18 |
88.52 |
89.24 |
+0.08 |
120,560 |
177,868 |
+5,724 |
Dec11 |
110901 |
89.51 |
90.56 |
88.90 |
89.62 |
+0.05 |
170,537 |
211,531 |
+8,339 |
Jan12 |
110901 |
89.84 |
90.81 |
89.32 |
89.94 |
+0.06 |
52,028 |
90,177 |
+5,855 |
Feb12 |
110901 |
90.23 |
90.97 |
89.53 |
90.22 |
+0.09 |
25,666 |
33,511 |
-31 |
Mar12 |
110901 |
90.41 |
91.34 |
89.97 |
90.48 |
+0.13 |
34,007 |
40,932 |
-1,634 |
Apr12 |
110901 |
90.37 |
91.44 |
90.11 |
90.71 |
+0.14 |
18,505 |
26,709 |
+1,480 |
May12 |
110901 |
90.81 |
91.56 |
90.38 |
90.92 |
+0.14 |
14,957 |
26,404 |
+1,807 |
Jun12 |
110901 |
90.81 |
92.00 |
90.71 |
91.13 |
+0.13 |
47,227 |
79,081 |
+1,137 |
Jul12 |
110901 |
91.09 |
91.34 |
91.09 |
91.34 |
+0.13 |
11,518 |
34,378 |
+526 |
Aug12 |
110901 |
91.52 |
91.52 |
91.50 |
91.50 |
+0.13 |
7,942 |
15,774 |
+472 |
Sep12 |
110901 |
91.61 |
91.63 |
91.52 |
91.63 |
+0.14 |
10,273 |
18,375 |
-387 |
Oct12 |
110901 |
91.77 |
91.77 |
91.77 |
91.77 |
+0.15 |
5,433 |
14,951 |
+673 |
Nov12 |
110901 |
91.93 |
91.93 |
91.93 |
91.93 |
+0.16 |
4,049 |
18,804 |
+244 |
Dec12 |
110901 |
92.25 |
92.87 |
91.55 |
92.10 |
+0.17 |
55,088 |
158,673 |
+2,004 |
Jan13 |
110901 |
92.13 |
92.13 |
92.13 |
92.13 |
+0.15 |
729 |
19,225 |
-72 |
Total Volume and Open Interest |
928,207 |
1,523,787 |
+28,984 |
e-miNY Crude Oil(NYM) |
Sep11 |
110819 |
81.450 |
83.550 |
79.225 |
82.250 |
-0.125 |
9,194 |
3,327 |
-634 |
Oct11 |
110901 |
88.800 |
89.925 |
88.225 |
88.925 |
+0.125 |
8,097 |
1,853 |
+16 |
Nov11 |
110901 |
89.075 |
90.150 |
88.550 |
89.250 |
+0.100 |
256 |
642 |
+39 |
Dec11 |
110901 |
89.875 |
90.400 |
89.075 |
89.625 |
+0.050 |
86 |
319 |
-7 |
Jan12 |
110901 |
89.475 |
89.950 |
89.475 |
89.950 |
+0.075 |
2 |
5 |
+0 |
Feb12 |
110901 |
90.225 |
90.225 |
90.225 |
90.225 |
+0.100 |
0 |
15 |
+0 |
Mar12 |
110901 |
90.475 |
90.475 |
90.475 |
90.475 |
+0.125 |
0 |
19 |
+0 |
Apr12 |
110901 |
90.700 |
90.700 |
90.700 |
90.700 |
+0.125 |
1 |
8 |
+0 |
May12 |
110901 |
90.925 |
90.925 |
90.925 |
90.925 |
+0.150 |
0 |
8 |
+0 |
Jun12 |
110901 |
91.125 |
91.125 |
91.125 |
91.125 |
+0.125 |
1 |
14 |
+1 |
Total Volume and Open Interest |
8,447 |
3,149 |
+49 |
Heating Oil(NYM) |
Oct11 |
110901 |
308.35 |
309.11 |
304.82 |
305.18 |
-3.22 |
48,122 |
97,520 |
+1,686 |
Nov11 |
110901 |
309.49 |
309.59 |
305.83 |
306.08 |
-2.96 |
11,568 |
42,187 |
+1,202 |
Dec11 |
110901 |
309.69 |
310.09 |
306.64 |
306.93 |
-2.70 |
16,434 |
53,814 |
+644 |
Jan12 |
110901 |
307.51 |
310.89 |
307.51 |
307.84 |
-2.46 |
10,322 |
32,127 |
+134 |
Feb12 |
110901 |
308.65 |
309.33 |
307.43 |
307.43 |
-2.28 |
3,107 |
12,084 |
-1,124 |
Mar12 |
110901 |
307.86 |
307.97 |
306.11 |
306.11 |
-2.18 |
1,959 |
10,094 |
-452 |
Apr12 |
110901 |
305.10 |
305.61 |
303.69 |
303.69 |
-2.06 |
895 |
5,677 |
+161 |
May12 |
110901 |
302.58 |
302.58 |
301.53 |
301.53 |
-1.99 |
444 |
5,436 |
-15 |
Jun12 |
110901 |
301.17 |
303.41 |
300.49 |
300.49 |
-1.95 |
4,269 |
27,537 |
+155 |
Jul12 |
110901 |
302.43 |
302.91 |
300.70 |
300.70 |
-2.02 |
314 |
2,573 |
+82 |
Aug12 |
110901 |
301.19 |
301.19 |
301.19 |
301.19 |
-2.08 |
44 |
1,252 |
-8 |
Sep12 |
110901 |
301.75 |
301.75 |
301.75 |
301.75 |
-2.10 |
23 |
2,187 |
+12 |
Total Volume and Open Interest |
98,169 |
306,590 |
-4,444 |
Gasoline(NYMEX) |
Oct11 |
110901 |
286.87 |
291.86 |
285.20 |
289.27 |
+1.64 |
45,130 |
81,436 |
+1,328 |
Nov11 |
110901 |
282.80 |
285.98 |
280.27 |
283.72 |
+0.83 |
21,654 |
39,132 |
+1,586 |
Dec11 |
110901 |
280.21 |
282.64 |
277.61 |
280.60 |
+0.11 |
17,498 |
46,230 |
+863 |
Jan12 |
110901 |
280.00 |
281.67 |
278.60 |
279.86 |
-0.17 |
7,436 |
26,628 |
-494 |
Feb12 |
110901 |
278.60 |
281.79 |
277.72 |
280.19 |
-0.33 |
3,298 |
7,458 |
-28 |
Mar12 |
110901 |
281.18 |
281.18 |
280.81 |
280.81 |
-0.40 |
2,565 |
11,945 |
+594 |
Apr12 |
110901 |
291.81 |
291.81 |
290.84 |
290.84 |
-1.02 |
1,098 |
6,655 |
+159 |
May12 |
110901 |
291.10 |
291.10 |
290.01 |
290.01 |
-1.09 |
744 |
3,032 |
-19 |
Jun12 |
110901 |
289.30 |
290.39 |
287.85 |
288.42 |
-1.14 |
3,505 |
12,593 |
+510 |
Jul12 |
110901 |
286.15 |
286.15 |
285.40 |
286.10 |
-1.18 |
154 |
948 |
+88 |
Total Volume and Open Interest |
103,561 |
250,872 |
-674 |
e-miNY RBOB Gasoline(NYM) |
Oct11 |
110901 |
289.30 |
289.30 |
289.27 |
289.30 |
+1.70 |
0 |
1 |
+0 |
Nov11 |
110901 |
283.70 |
283.72 |
283.70 |
283.70 |
+0.80 |
|
|
|
Dec11 |
110901 |
280.60 |
280.60 |
280.60 |
280.60 |
+0.10 |
|
|
|
Jan12 |
110901 |
279.90 |
279.90 |
279.86 |
279.90 |
-0.10 |
0 |
1 |
+0 |
Total Volume and Open Interest |
0 |
3 |
+0 |
Natural Gas(NYM) |
Oct11 |
110901 |
4.060 |
4.130 |
3.970 |
4.050 |
-0.004 |
143,018 |
188,015 |
-6,855 |
Nov11 |
110901 |
4.172 |
4.243 |
4.088 |
4.166 |
-0.007 |
40,542 |
194,338 |
+1,123 |
Dec11 |
110901 |
4.386 |
4.450 |
4.305 |
4.381 |
-0.005 |
36,176 |
82,048 |
-3,083 |
Jan12 |
110901 |
4.498 |
4.564 |
4.420 |
4.497 |
-0.001 |
27,044 |
156,813 |
+2,793 |
Feb12 |
110901 |
4.504 |
4.580 |
4.426 |
4.502 |
unch |
9,104 |
36,275 |
+36 |
Mar12 |
110901 |
4.472 |
4.515 |
4.392 |
4.468 |
+0.003 |
10,101 |
44,522 |
+1,144 |
Apr12 |
110901 |
4.444 |
4.500 |
4.366 |
4.440 |
+0.007 |
16,644 |
73,668 |
+2,351 |
May12 |
110901 |
4.479 |
4.525 |
4.400 |
4.469 |
+0.007 |
1,904 |
16,277 |
+253 |
Jun12 |
110901 |
4.520 |
4.544 |
4.438 |
4.510 |
+0.008 |
695 |
13,124 |
+1 |
Jul12 |
110901 |
4.560 |
4.580 |
4.487 |
4.555 |
+0.008 |
1,128 |
10,593 |
-39 |
Aug12 |
110901 |
4.600 |
4.640 |
4.515 |
4.581 |
+0.008 |
1,030 |
9,880 |
+176 |
Sep12 |
110901 |
4.630 |
4.630 |
4.518 |
4.586 |
+0.008 |
1,655 |
9,595 |
+256 |
Oct12 |
110901 |
4.611 |
4.670 |
4.542 |
4.612 |
+0.008 |
3,968 |
39,734 |
+642 |
Nov12 |
110901 |
4.812 |
4.812 |
4.713 |
4.777 |
+0.016 |
1,262 |
8,102 |
+428 |
Dec12 |
110901 |
5.040 |
5.075 |
4.972 |
5.034 |
+0.021 |
591 |
12,533 |
-91 |
Jan13 |
110901 |
5.192 |
5.205 |
5.100 |
5.167 |
+0.024 |
1,250 |
19,509 |
+649 |
Total Volume and Open Interest |
298,320 |
976,499 |
+1,289 |
Brent Crude Oil(ICE) |
Oct11 |
110901 |
114.85 |
115.36 |
113.61 |
114.29 |
-0.56 |
212,628 |
139,394 |
-9,586 |
Nov11 |
110901 |
114.08 |
114.50 |
112.86 |
113.44 |
-0.64 |
126,983 |
125,073 |
+2,422 |
Dec11 |
110901 |
113.59 |
114.00 |
112.41 |
112.88 |
-0.72 |
118,946 |
131,168 |
+400 |
Jan12 |
110901 |
113.21 |
113.56 |
112.07 |
112.49 |
-0.76 |
31,580 |
39,569 |
+1,745 |
Feb12 |
110901 |
112.90 |
113.20 |
111.78 |
112.18 |
-0.76 |
15,229 |
19,956 |
-108 |
Mar12 |
110901 |
112.62 |
112.95 |
111.55 |
111.93 |
-0.75 |
12,405 |
41,436 |
-279 |
Apr12 |
110901 |
112.15 |
112.74 |
111.53 |
111.76 |
-0.72 |
5,113 |
12,705 |
-364 |
May12 |
110901 |
111.93 |
112.54 |
111.34 |
111.57 |
-0.69 |
5,089 |
15,271 |
+607 |
Jun12 |
110901 |
111.68 |
112.34 |
111.04 |
111.35 |
-0.66 |
16,292 |
45,188 |
+2,412 |
Jul12 |
110901 |
111.18 |
111.18 |
111.18 |
111.18 |
-0.63 |
1,695 |
10,536 |
+132 |
Aug12 |
110901 |
110.98 |
110.98 |
110.98 |
110.98 |
-0.60 |
909 |
7,362 |
-6 |
Sep12 |
110901 |
110.74 |
110.74 |
110.74 |
110.74 |
-0.56 |
1,015 |
9,495 |
+93 |
Oct12 |
110901 |
110.49 |
110.49 |
110.49 |
110.49 |
-0.53 |
694 |
6,386 |
+239 |
Nov12 |
110901 |
110.21 |
110.21 |
110.21 |
110.21 |
-0.51 |
422 |
8,342 |
-91 |
Total Volume and Open Interest |
585,470 |
785,799 |
+889 |
Gas Oil(ICE) |
Sep11 |
110901 |
971.25 |
973.75 |
960.00 |
966.50 |
-7.00 |
59,476 |
73,957 |
-14,213 |
Oct11 |
110901 |
968.50 |
972.00 |
957.50 |
964.25 |
-5.75 |
98,761 |
135,700 |
+11,324 |
Nov11 |
110901 |
964.25 |
967.25 |
955.00 |
962.00 |
-4.00 |
48,164 |
69,116 |
+3,601 |
Dec11 |
110901 |
962.75 |
963.75 |
952.00 |
959.50 |
-3.00 |
45,794 |
79,304 |
+2,385 |
Jan12 |
110901 |
960.75 |
962.50 |
950.00 |
958.25 |
-2.25 |
16,994 |
52,839 |
-415 |
Feb12 |
110901 |
958.00 |
960.75 |
949.00 |
956.50 |
-2.00 |
10,111 |
24,367 |
+1,687 |
Mar12 |
110901 |
951.50 |
958.50 |
947.00 |
954.25 |
-1.75 |
6,839 |
19,026 |
-420 |
Apr12 |
110901 |
950.50 |
956.50 |
945.00 |
952.25 |
-1.50 |
3,160 |
14,704 |
+307 |
May12 |
110901 |
948.25 |
954.25 |
943.25 |
950.25 |
-1.25 |
2,146 |
12,125 |
-69 |
Jun12 |
110901 |
950.50 |
953.25 |
942.25 |
949.25 |
-1.25 |
5,326 |
40,046 |
-844 |
Total Volume and Open Interest |
301,504 |
601,009 |
+4,019 |
Ethanol(CBOT) |
Sep11 |
110901 |
2.885 |
2.894 |
2.843 |
2.843 |
-0.070 |
126 |
190 |
-57 |
Oct11 |
110901 |
2.809 |
2.824 |
2.764 |
2.770 |
-0.065 |
175 |
1,376 |
+36 |
Nov11 |
110901 |
2.750 |
2.785 |
2.723 |
2.729 |
-0.067 |
44 |
1,091 |
-2 |
Dec11 |
110901 |
2.751 |
2.763 |
2.695 |
2.700 |
-0.071 |
206 |
1,345 |
-105 |
Jan12 |
110901 |
2.685 |
2.705 |
2.634 |
2.649 |
-0.052 |
70 |
804 |
+43 |
Feb12 |
110901 |
2.663 |
2.663 |
2.624 |
2.637 |
-0.056 |
48 |
947 |
+33 |
Mar12 |
110901 |
2.685 |
2.685 |
2.642 |
2.655 |
-0.045 |
145 |
1,020 |
-53 |
Apr12 |
110901 |
2.690 |
2.690 |
2.647 |
2.663 |
-0.049 |
27 |
685 |
+21 |
Total Volume and Open Interest |
991 |
10,325 |
+1 |
WTI Crude Oil(ICE) |
Oct11 |
110901 |
88.77 |
89.91 |
88.21 |
88.93 |
+0.12 |
80,442 |
63,865 |
-451 |
Nov11 |
110901 |
89.41 |
90.20 |
88.58 |
89.24 |
+0.08 |
34,531 |
43,077 |
+419 |
Dec11 |
110901 |
89.81 |
90.58 |
89.00 |
89.62 |
+0.05 |
52,434 |
100,585 |
+4,169 |
Jan12 |
110901 |
90.15 |
90.85 |
89.39 |
89.94 |
+0.06 |
21,335 |
23,854 |
+3,562 |
Feb12 |
110901 |
89.67 |
91.11 |
89.67 |
90.22 |
+0.09 |
8,656 |
9,949 |
+1,098 |
Mar12 |
110901 |
90.17 |
91.35 |
90.17 |
90.48 |
+0.13 |
8,488 |
15,423 |
-502 |
Apr12 |
110901 |
90.47 |
91.09 |
90.47 |
90.71 |
+0.14 |
5,298 |
4,603 |
-118 |
May12 |
110901 |
91.55 |
91.63 |
90.92 |
90.92 |
+0.14 |
6,642 |
6,475 |
+590 |
Jun12 |
110901 |
91.19 |
91.86 |
90.93 |
91.13 |
+0.13 |
16,802 |
30,637 |
+2,943 |
Jul12 |
110901 |
91.34 |
91.34 |
91.34 |
91.34 |
+0.13 |
2,175 |
6,419 |
+615 |
Aug12 |
110901 |
91.50 |
91.50 |
91.50 |
91.50 |
+0.13 |
343 |
3,833 |
+154 |
Sep12 |
110901 |
91.63 |
91.63 |
91.63 |
91.63 |
+0.14 |
217 |
5,698 |
-25 |
Oct12 |
110901 |
91.77 |
91.77 |
91.77 |
91.77 |
+0.15 |
146 |
1,385 |
-3 |
Nov12 |
110901 |
91.93 |
91.93 |
91.93 |
91.93 |
+0.16 |
23 |
2,600 |
+10 |
Dec12 |
110901 |
92.15 |
92.82 |
91.54 |
92.10 |
+0.17 |
12,520 |
47,595 |
+2,701 |
Jan13 |
110901 |
92.13 |
92.13 |
92.13 |
92.13 |
+0.15 |
33 |
1,962 |
+16 |
Total Volume and Open Interest |
255,923 |
456,630 |
+17,511 |
US Dollar Index(ICE) |
Sep11 |
110901 |
74.235 |
74.865 |
74.200 |
74.558 |
+0.385 |
18,444 |
54,697 |
-67 |
Dec11 |
110901 |
74.620 |
75.130 |
74.550 |
74.893 |
+0.400 |
236 |
977 |
+74 |
Mar12 |
110901 |
74.760 |
75.213 |
74.760 |
75.213 |
+0.400 |
0 |
3 |
+0 |
Total Volume and Open Interest |
18,680 |
55,677 |
+7 |
Australian Dollar(CME) |
Sep11 |
110901 |
106.69 |
107.45 |
106.38 |
107.23 |
+0.57 |
81,860 |
120,152 |
+1,704 |
Dec11 |
110901 |
105.57 |
106.30 |
105.49 |
106.08 |
+0.56 |
376 |
1,984 |
+143 |
Mar12 |
110901 |
105.11 |
105.11 |
104.56 |
105.11 |
+0.55 |
0 |
5 |
+0 |
Total Volume and Open Interest |
82,236 |
122,241 |
+1,847 |
British Pound(CME) |
Sep11 |
110901 |
162.51 |
162.54 |
161.28 |
161.74 |
-0.64 |
68,717 |
95,213 |
-278 |
Dec11 |
110901 |
162.24 |
162.26 |
161.13 |
161.58 |
-0.63 |
349 |
805 |
+157 |
Mar12 |
110901 |
161.40 |
162.04 |
161.40 |
161.40 |
-0.64 |
0 |
19 |
+0 |
Total Volume and Open Interest |
69,066 |
96,043 |
-121 |
Canadian Dollar(CME) |
Sep11 |
110901 |
102.21 |
102.67 |
102.03 |
102.48 |
+0.40 |
80,278 |
93,455 |
-1,859 |
Dec11 |
110901 |
101.98 |
102.46 |
101.87 |
102.28 |
+0.39 |
1,995 |
9,959 |
+660 |
Mar12 |
110901 |
101.95 |
102.23 |
101.74 |
102.15 |
+0.41 |
24 |
2,004 |
-9 |
Jun12 |
110901 |
101.95 |
102.02 |
101.60 |
102.02 |
+0.42 |
0 |
413 |
+0 |
Total Volume and Open Interest |
82,297 |
106,029 |
-1,208 |
Japanese Yen(CME) |
Sep11 |
110901 |
130.44 |
130.60 |
129.44 |
130.19 |
-0.41 |
78,911 |
125,254 |
+1,404 |
Dec11 |
110901 |
130.57 |
130.73 |
129.68 |
130.32 |
-0.41 |
727 |
2,334 |
+127 |
Mar12 |
110901 |
130.53 |
130.91 |
130.49 |
130.50 |
-0.41 |
0 |
50 |
+0 |
Total Volume and Open Interest |
79,638 |
127,659 |
+1,531 |
Swiss Franc(CME) |
Sep11 |
110901 |
124.04 |
126.21 |
123.64 |
125.96 |
+1.66 |
31,617 |
42,097 |
-1,536 |
Dec11 |
110901 |
124.39 |
126.60 |
124.10 |
126.42 |
+1.70 |
1,183 |
2,396 |
+511 |
Mar12 |
110901 |
126.71 |
127.00 |
125.10 |
126.78 |
+1.68 |
2 |
39 |
+2 |
Total Volume and Open Interest |
32,802 |
44,543 |
-1,023 |
EuroFX(CME) |
Sep11 |
110901 |
143.76 |
143.78 |
142.24 |
142.70 |
-1.07 |
246,224 |
170,143 |
-1,867 |
Dec11 |
110901 |
143.58 |
143.62 |
142.11 |
142.57 |
-1.05 |
2,519 |
6,703 |
+791 |
Mar12 |
110901 |
143.09 |
143.47 |
142.33 |
142.46 |
-1.01 |
15 |
418 |
+13 |
Total Volume and Open Interest |
248,758 |
178,099 |
-1,063 |
Mexican Peso(CME) |
Sep11 |
110901 |
811.5 |
816.2 |
804.8 |
812.5 |
+2.8 |
36,166 |
92,477 |
-7,041 |
Oct11 |
110901 |
809.5 |
809.5 |
806.8 |
809.5 |
+2.8 |
|
|
|
Total Volume and Open Interest |
44,760 |
111,333 |
-22 |
Brazilian Real(CME) |
Oct11 |
110901 |
618.95 |
626.75 |
618.95 |
618.95 |
-7.80 |
|
|
|
Nov11 |
110901 |
616.45 |
623.05 |
616.45 |
616.45 |
-6.60 |
|
|
|
Dec11 |
110901 |
617.00 |
617.00 |
610.50 |
614.00 |
-5.40 |
189 |
3,454 |
+41 |
Jan12 |
110901 |
611.55 |
616.70 |
611.55 |
611.55 |
-5.15 |
0 |
14,366 |
+0 |
Total Volume and Open Interest |
189 |
34,067 |
-5,344 |
30-Year T-Bonds(CBOT) |
Sep11 |
110901 |
137~080 |
138~280 |
136~100 |
138~220 |
+1~120 |
172,411 |
63,639 |
-49,544 |
Dec11 |
110901 |
135~300 |
137~200 |
135~010 |
137~130 |
+1~120 |
416,680 |
575,672 |
-138 |
Mar12 |
110901 |
136~110 |
136~110 |
134~310 |
136~110 |
+1~120 |
8 |
25 |
+1 |
Total Volume and Open Interest |
589,099 |
639,336 |
-49,681 |
10-Year T-Notes(CBOT) |
Sep11 |
110901 |
129~305 |
130~220 |
129~200 |
130~195 |
+0~185 |
432,206 |
195,830 |
-108,841 |
Dec11 |
110901 |
128~305 |
129~220 |
128~185 |
129~190 |
+0~180 |
1,389,747 |
1,712,382 |
+5,231 |
Mar12 |
110901 |
128~190 |
128~190 |
128~010 |
128~190 |
+0~180 |
1 |
1 |
+1 |
Total Volume and Open Interest |
1,821,954 |
1,908,213 |
-103,609 |
5-Year T-Notes(CBOT) |
Sep11 |
110901 |
123~058 |
123~104 |
123~039 |
123~088 |
+0~024 |
248,238 |
189,079 |
-63,844 |
Dec11 |
110901 |
122~062 |
122~111 |
122~043 |
122~094 |
+0~024 |
589,907 |
1,200,371 |
+22,127 |
Mar12 |
110901 |
121~118 |
121~118 |
121~094 |
121~118 |
+0~024 |
|
|
|
Total Volume and Open Interest |
838,145 |
1,389,450 |
-41,717 |
2 Year T-Notes(CBOT) |
Sep11 |
110901 |
110~033 |
110~038 |
110~033 |
110~036 |
+0~002 |
112,351 |
94,576 |
-50,189 |
Dec11 |
110901 |
110~031 |
110~036 |
110~030 |
110~034 |
+0~002 |
298,329 |
718,464 |
-23,849 |
Mar12 |
110901 |
110~028 |
110~028 |
110~024 |
110~028 |
+0~004 |
0 |
60 |
+0 |
Total Volume and Open Interest |
410,680 |
813,100 |
-74,038 |
Eurodollars(CME) |
Sep11 |
110901 |
99.635 |
99.640 |
99.620 |
99.632 |
unch |
139,520 |
1,078,634 |
-4,859 |
Dec11 |
110901 |
99.490 |
99.510 |
99.460 |
99.485 |
-0.010 |
276,589 |
1,050,315 |
-21,674 |
Mar12 |
110901 |
99.495 |
99.510 |
99.470 |
99.490 |
-0.005 |
267,620 |
1,016,191 |
-22,309 |
Jun12 |
110901 |
99.520 |
99.530 |
99.495 |
99.510 |
-0.005 |
262,571 |
1,203,087 |
-52,787 |
Sep12 |
110901 |
99.515 |
99.540 |
99.505 |
99.520 |
unch |
200,087 |
835,749 |
-3,453 |
Dec12 |
110901 |
99.505 |
99.525 |
99.485 |
99.505 |
unch |
155,214 |
760,916 |
-2,586 |
Mar13 |
110901 |
99.470 |
99.505 |
99.460 |
99.490 |
+0.005 |
127,726 |
711,384 |
+9,411 |
Jun13 |
110901 |
99.410 |
99.450 |
99.390 |
99.430 |
+0.020 |
110,861 |
568,258 |
+6,343 |
Sep13 |
110901 |
99.285 |
99.350 |
99.270 |
99.330 |
+0.040 |
109,277 |
501,039 |
-5,531 |
Dec13 |
110901 |
99.100 |
99.195 |
99.090 |
99.170 |
+0.055 |
108,731 |
413,360 |
-8,304 |
Mar14 |
110901 |
98.910 |
99.030 |
98.900 |
99.005 |
+0.080 |
103,684 |
278,596 |
-10,904 |
Jun14 |
110901 |
98.710 |
98.835 |
98.685 |
98.815 |
+0.100 |
98,792 |
275,233 |
+13,530 |
Sep14 |
110901 |
98.490 |
98.640 |
98.470 |
98.615 |
+0.115 |
36,291 |
140,231 |
+1,506 |
Dec14 |
110901 |
98.300 |
98.425 |
98.255 |
98.400 |
+0.125 |
42,518 |
148,895 |
-3,000 |
Mar15 |
110901 |
98.045 |
98.215 |
98.030 |
98.185 |
+0.125 |
21,559 |
121,702 |
+1,744 |
Jun15 |
110901 |
6.075 |
6.255 |
6.065 |
6.220 |
+0.125 |
25,323 |
116,918 |
+6,790 |
Sep15 |
110901 |
5.850 |
6.035 |
5.850 |
6.005 |
+0.120 |
11,174 |
64,212 |
+142 |
Dec15 |
110901 |
5.660 |
5.820 |
5.640 |
5.795 |
+0.115 |
15,678 |
60,878 |
-243 |
Total Volume and Open Interest |
2,142,230 |
9,576,664 |
-96,767 |
30 Day Federal Funds(CBOT) |
Sep11 |
110901 |
99.905 |
99.910 |
99.905 |
99.910 |
unch |
1,635 |
54,411 |
+712 |
Oct11 |
110901 |
99.910 |
99.915 |
99.910 |
99.915 |
unch |
564 |
57,316 |
+220 |
Nov11 |
110901 |
99.915 |
99.920 |
99.910 |
99.915 |
-0.005 |
1,247 |
56,015 |
-66 |
Dec11 |
110901 |
99.915 |
99.920 |
99.915 |
99.920 |
unch |
1,730 |
64,866 |
-101 |
Jan12 |
110901 |
99.915 |
99.920 |
99.905 |
99.915 |
-0.005 |
2,653 |
57,573 |
-352 |
Feb12 |
110901 |
99.910 |
99.915 |
99.905 |
99.915 |
unch |
4,931 |
50,827 |
-1,869 |
Total Volume and Open Interest |
69,168 |
710,491 |
-89,011 |
30 Day Fed Funds(e-CBOT) |
3-Mth Euro-Yen(CME) |
Sep11 |
110901 |
99.670 |
99.670 |
99.670 |
99.670 |
-0.010 |
0 |
66 |
+0 |
Dec11 |
110901 |
99.695 |
99.695 |
99.695 |
99.695 |
-0.010 |
0 |
332 |
+0 |
Mar12 |
110901 |
99.695 |
99.695 |
99.695 |
99.695 |
-0.010 |
0 |
340 |
+0 |
Jun12 |
110901 |
99.692 |
99.692 |
99.692 |
99.692 |
-0.010 |
|
|
|
Sep12 |
110901 |
99.615 |
99.615 |
99.615 |
99.615 |
-0.010 |
|
|
|
Dec12 |
110901 |
99.675 |
99.675 |
99.675 |
99.675 |
-0.010 |
|
|
|
Mar13 |
110901 |
99.675 |
99.675 |
99.675 |
99.675 |
-0.010 |
|
|
|
Jun13 |
110901 |
99.630 |
99.630 |
99.630 |
99.630 |
-0.010 |
|
|
|
Sep13 |
110901 |
99.490 |
99.490 |
99.490 |
99.490 |
-0.010 |
|
|
|
Dec13 |
110901 |
99.350 |
99.350 |
99.350 |
99.350 |
-0.010 |
|
|
|
Total Volume and Open Interest |
0 |
738 |
+0 |
3-Mth Euro-Yen(SGX) |
Sep11 |
110901 |
99.67 |
99.67 |
99.67 |
99.67 |
-0.01 |
0 |
1,525 |
+0 |
Dec11 |
110901 |
99.69 |
99.69 |
99.69 |
99.69 |
-0.01 |
4 |
2,254 |
+0 |
Mar12 |
110901 |
99.68 |
99.69 |
99.68 |
99.69 |
-0.01 |
0 |
2,383 |
+0 |
Jun12 |
110901 |
99.69 |
99.69 |
99.69 |
99.69 |
-0.01 |
0 |
1,376 |
+0 |
Sep12 |
110901 |
99.61 |
99.61 |
99.61 |
99.61 |
-0.01 |
0 |
411 |
+0 |
Dec12 |
110901 |
99.68 |
99.68 |
99.68 |
99.68 |
-0.01 |
0 |
49 |
+0 |
Mar13 |
110901 |
99.68 |
99.68 |
99.68 |
99.68 |
-0.01 |
0 |
1 |
+0 |
Jun13 |
110901 |
99.63 |
99.63 |
99.63 |
99.63 |
-0.01 |
|
|
|
Total Volume and Open Interest |
4 |
8,001 |
+0 |
Japanese Gov't Bonds(SGX) |
Sep11 |
110901 |
142.37 |
142.43 |
142.06 |
142.18 |
-0.23 |
1,404 |
24,272 |
-145 |
Dec11 |
110901 |
142.00 |
142.03 |
141.77 |
141.84 |
-0.22 |
62 |
312 |
+25 |
Mar12 |
110901 |
139.75 |
139.75 |
139.75 |
139.75 |
-0.22 |
|
|
|
Total Volume and Open Interest |
1,466 |
24,584 |
-120 |
Euro-Bund(EUREX) |
Sep11 |
110901 |
134.25 |
135.54 |
134.22 |
135.30 |
+0.74 |
876,156 |
818,812 |
-94,958 |
Dec11 |
110901 |
132.64 |
133.98 |
132.64 |
133.73 |
+0.74 |
53,074 |
87,008 |
+16,862 |
Mar12 |
110901 |
134.00 |
134.30 |
134.00 |
134.30 |
+0.74 |
0 |
2 |
+0 |
Total Volume and Open Interest |
929,230 |
905,822 |
-78,096 |
Euro-Bobl(EUREX) |
Sep11 |
110901 |
121.65 |
122.34 |
121.61 |
122.20 |
+0.46 |
632,694 |
677,003 |
-50,927 |
Dec11 |
110901 |
120.58 |
121.26 |
120.55 |
121.14 |
+0.47 |
46,550 |
67,357 |
+36,439 |
Mar12 |
110901 |
121.20 |
121.20 |
121.20 |
121.20 |
+0.46 |
15 |
0 |
+0 |
Total Volume and Open Interest |
679,259 |
744,360 |
-14,488 |
3-Mth Euribor(EUREX) |
Sep11 |
110901 |
98.470 |
98.480 |
98.470 |
98.475 |
+0.005 |
6 |
2,023 |
-5 |
Dec11 |
110901 |
98.660 |
98.695 |
98.660 |
98.695 |
+0.045 |
9 |
1,449 |
-2 |
Mar12 |
110901 |
98.780 |
98.825 |
98.780 |
98.825 |
+0.050 |
8 |
2,455 |
+5 |
Total Volume and Open Interest |
121 |
10,064 |
+5 |
Long Gilt(LIFFE) |
Sep11 |
110901 |
127~20 |
128~15 |
127~20 |
128~14 |
+0~21 |
25,629 |
65,385 |
-8,621 |
Dec11 |
110901 |
126~16 |
127~07 |
126~11 |
127~05 |
+0~22 |
138,509 |
339,283 |
+1,239 |
Total Volume and Open Interest |
164,138 |
404,668 |
-7,382 |
3-Mth Short Sterling(LIFFE) |
Sep11 |
110901 |
99.08 |
99.09 |
99.07 |
99.07 |
unch |
17,765 |
374,782 |
-1,270 |
Dec11 |
110901 |
99.02 |
99.04 |
99.00 |
99.01 |
+0.02 |
41,203 |
458,667 |
+2,770 |
Mar12 |
110901 |
99.07 |
99.08 |
99.04 |
99.06 |
+0.03 |
47,414 |
341,213 |
+3,975 |
Jun12 |
110901 |
99.08 |
99.10 |
99.05 |
99.08 |
+0.03 |
47,234 |
238,582 |
-4,987 |
Sep12 |
110901 |
99.07 |
99.08 |
99.02 |
99.07 |
+0.03 |
49,650 |
260,635 |
+8,150 |
Dec12 |
110901 |
98.94 |
99.01 |
98.94 |
99.00 |
+0.03 |
36,598 |
240,908 |
+1,838 |
Total Volume and Open Interest |
302,808 |
2,403,248 |
+11,554 |
3-Mth Euribor(LIFFE) |
Sep11 |
110901 |
98.475 |
98.490 |
98.465 |
98.475 |
+0.005 |
91,673 |
650,188 |
-7,847 |
Dec11 |
110901 |
98.640 |
98.730 |
98.640 |
98.695 |
+0.045 |
139,807 |
615,429 |
+15,594 |
Mar12 |
110901 |
98.770 |
98.855 |
98.760 |
98.825 |
+0.055 |
97,333 |
472,443 |
-1,115 |
Total Volume and Open Interest |
771,977 |
3,489,448 |
-413 |
3-Mth Aus T-Bills(SFE) |
Sep11 |
110901 |
95.23 |
95.24 |
95.19 |
95.20 |
-0.03 |
33,038 |
142,684 |
+1,094 |
Dec11 |
110901 |
95.73 |
95.76 |
95.64 |
95.68 |
-0.07 |
49,957 |
243,629 |
+6,755 |
Mar12 |
110901 |
96.10 |
96.12 |
95.96 |
95.98 |
-0.13 |
19,988 |
171,446 |
+5,044 |
Jun12 |
110901 |
96.10 |
96.11 |
95.96 |
95.97 |
-0.12 |
9,716 |
94,893 |
+2,908 |
Sep12 |
110901 |
95.96 |
96.00 |
95.85 |
95.86 |
-0.10 |
3,634 |
65,009 |
+1,529 |
Dec12 |
110901 |
95.80 |
95.84 |
95.69 |
95.72 |
-0.08 |
2,238 |
40,936 |
+1,122 |
Mar13 |
110901 |
95.65 |
95.70 |
95.55 |
95.58 |
-0.07 |
1,558 |
37,746 |
+73 |
Jun13 |
110901 |
95.51 |
95.57 |
95.43 |
95.43 |
-0.08 |
478 |
18,322 |
-136 |
Sep13 |
110901 |
95.37 |
95.38 |
95.30 |
95.33 |
-0.09 |
105 |
3,699 |
+78 |
Dec13 |
110901 |
95.26 |
95.28 |
95.21 |
95.26 |
-0.07 |
17 |
1,778 |
+15 |
Total Volume and Open Interest |
120,729 |
820,288 |
+18,482 |
10-Year Aus T-Bonds(SFE) |
Sep11 |
110901 |
95.63 |
95.64 |
95.53 |
95.57 |
-0.06 |
47,140 |
394,495 |
+1,530 |
Dec11 |
110901 |
95.54 |
95.54 |
95.54 |
95.54 |
-0.09 |
|
|
|
Total Volume and Open Interest |
47,140 |
394,495 |
+1,530 |
3-Year Aus T-Bonds(SFE) |
Sep11 |
110901 |
96.18 |
96.20 |
96.04 |
96.10 |
-0.09 |
156,751 |
691,502 |
+24,642 |
Dec11 |
110901 |
96.13 |
96.13 |
96.13 |
96.13 |
-0.06 |
|
|
|
Total Volume and Open Interest |
156,751 |
691,502 |
+24,642 |
Gold(CMX) |
Oct11 |
110901 |
1825.0 |
1831.2 |
1814.1 |
1826.7 |
-2.6 |
6,746 |
34,063 |
-961 |
Dec11 |
110901 |
1826.2 |
1833.6 |
1815.5 |
1829.1 |
-2.6 |
165,623 |
335,783 |
-4,694 |
Feb12 |
110901 |
1828.8 |
1833.6 |
1818.6 |
1830.7 |
-2.6 |
1,413 |
30,889 |
+101 |
Apr12 |
110901 |
1830.0 |
1836.4 |
1821.1 |
1832.3 |
-2.5 |
412 |
7,507 |
+161 |
Jun12 |
110901 |
1832.4 |
1836.0 |
1823.4 |
1834.0 |
-2.5 |
117 |
16,897 |
+34 |
Aug12 |
110901 |
1832.1 |
1835.6 |
1831.7 |
1835.6 |
-2.5 |
113 |
6,271 |
+56 |
Oct12 |
110901 |
1837.5 |
1837.5 |
1837.5 |
1837.5 |
-2.6 |
1 |
4,281 |
+0 |
Dec12 |
110901 |
1833.6 |
1839.5 |
1833.4 |
1839.4 |
-2.6 |
73 |
13,652 |
-8 |
Feb13 |
110901 |
1842.1 |
1842.1 |
1841.3 |
1841.3 |
-2.6 |
10 |
3,115 |
+10 |
Apr13 |
110901 |
1843.4 |
1843.4 |
1843.4 |
1843.4 |
-2.6 |
0 |
335 |
+0 |
Jun13 |
110901 |
1847.3 |
1847.3 |
1845.9 |
1845.9 |
-2.6 |
6 |
11,992 |
+0 |
Total Volume and Open Interest |
175,054 |
502,810 |
-6,515 |
Silver(CMX) |
Sep11 |
110901 |
4158.5 |
4178.5 |
4122.5 |
4148.2 |
-21.7 |
2,300 |
2,418 |
-776 |
Dec11 |
110901 |
4155.5 |
4188.5 |
4125.0 |
4153.2 |
-23.6 |
37,868 |
76,968 |
+588 |
Mar12 |
110901 |
4174.0 |
4185.0 |
4139.5 |
4155.5 |
-23.5 |
609 |
7,615 |
-6 |
May12 |
110901 |
4153.5 |
4177.5 |
4153.5 |
4155.4 |
-23.2 |
92 |
2,350 |
+17 |
Jul12 |
110901 |
4145.0 |
4154.8 |
4140.0 |
4154.8 |
-23.4 |
49 |
1,992 |
-2 |
Sep12 |
110901 |
4167.0 |
4167.0 |
4152.9 |
4152.9 |
-23.7 |
185 |
500 |
+104 |
Dec12 |
110901 |
4160.0 |
4177.0 |
4140.0 |
4145.7 |
-24.1 |
72 |
8,611 |
+6 |
Total Volume and Open Interest |
41,833 |
112,243 |
-132 |
Platinum(NYMEX) |
Oct11 |
110901 |
1854.7 |
1858.6 |
1842.4 |
1852.9 |
-3.3 |
3,983 |
34,419 |
-765 |
Jan12 |
110901 |
1851.7 |
1862.2 |
1846.0 |
1856.8 |
-3.2 |
1,029 |
4,096 |
+826 |
Apr12 |
110901 |
1854.0 |
1862.8 |
1854.0 |
1860.4 |
-3.1 |
13 |
626 |
-2 |
Jul12 |
110901 |
1863.8 |
1863.8 |
1863.8 |
1863.8 |
-3.1 |
0 |
21 |
+0 |
Total Volume and Open Interest |
5,025 |
39,162 |
+58 |
Palladium(NYMEX) |
Sep11 |
110901 |
783.35 |
788.55 |
777.50 |
788.55 |
+0.45 |
1,133 |
730 |
-131 |
Dec11 |
110901 |
790.45 |
793.35 |
773.50 |
790.40 |
-0.05 |
3,999 |
19,574 |
+168 |
Mar12 |
110901 |
124.64 |
136.34 |
124.64 |
136.34 |
-0.25 |
25 |
108 |
+22 |
Total Volume and Open Interest |
5,157 |
20,419 |
+59 |
Copper(CMX) |
Sep11 |
110901 |
418.00 |
418.00 |
411.95 |
414.25 |
-4.45 |
1,940 |
6,134 |
-1,573 |
Dec11 |
110901 |
419.95 |
420.15 |
412.65 |
416.05 |
-4.40 |
28,238 |
75,765 |
+3 |
Mar12 |
110901 |
421.65 |
421.65 |
415.45 |
417.80 |
-4.35 |
761 |
19,949 |
+215 |
May12 |
110901 |
416.65 |
418.50 |
416.65 |
418.50 |
-4.25 |
265 |
3,979 |
+28 |
Jul12 |
110901 |
416.75 |
419.10 |
416.75 |
418.80 |
-4.25 |
10 |
1,095 |
+0 |
Total Volume and Open Interest |
31,468 |
114,544 |
-1,271 |
DJIA Index(CBOT) |
Sep11 |
110901 |
11620 |
11700 |
11465 |
11465 |
-138 |
258 |
13,618 |
-4 |
Dec11 |
110901 |
11540 |
11540 |
11393 |
11393 |
-138 |
15 |
206 |
-6 |
Mar12 |
110901 |
11324 |
11462 |
11324 |
11324 |
-138 |
|
|
|
Jun12 |
110901 |
11254 |
11392 |
11254 |
11254 |
-138 |
|
|
|
Total Volume and Open Interest |
273 |
13,824 |
-10 |
E-mini DJIA Index(CBOT) |
Sep11 |
110901 |
11611 |
11705 |
11460 |
11465 |
-138 |
133,279 |
74,986 |
-1,133 |
Dec11 |
110901 |
11550 |
11625 |
11393 |
11393 |
-138 |
534 |
1,967 |
+140 |
Mar12 |
110901 |
11324 |
11324 |
11324 |
11324 |
-138 |
0 |
13 |
+0 |
Jun12 |
110901 |
11254 |
11254 |
11254 |
11254 |
-138 |
|
|
|
Total Volume and Open Interest |
133,813 |
76,966 |
-993 |
S & P 500(CME) |
Sep11 |
110901 |
1218.00 |
1228.00 |
1201.00 |
1201.30 |
-16.40 |
25,754 |
372,376 |
+3,552 |
Dec11 |
110901 |
1211.30 |
1222.00 |
1195.60 |
1195.60 |
-16.30 |
1,428 |
31,112 |
+884 |
Mar12 |
110901 |
1190.10 |
1215.40 |
1190.10 |
1190.10 |
-16.30 |
0 |
645 |
+0 |
Jun12 |
110901 |
1185.00 |
1210.30 |
1185.00 |
1185.00 |
-16.30 |
0 |
27 |
-1 |
Total Volume and Open Interest |
27,182 |
404,260 |
+4,435 |
S & P 500 E-Mini(Globex) |
Sep11 |
110901 |
1218.00 |
1228.50 |
1200.75 |
1201.25 |
-16.50 |
3,159,833 |
3,451,099 |
-16,747 |
Dec11 |
110901 |
1212.00 |
1222.00 |
1195.25 |
1195.50 |
-16.50 |
11,650 |
106,425 |
+5,006 |
Total Volume and Open Interest |
3,171,552 |
3,558,105 |
-11,743 |
NASDAQ 100(CME) |
Sep11 |
110901 |
2244.50 |
2263.00 |
2216.00 |
2217.30 |
-23.50 |
390 |
26,936 |
-10 |
Dec11 |
110901 |
2233.00 |
2255.00 |
2212.30 |
2212.30 |
-23.50 |
11 |
108 |
+4 |
Mar12 |
110901 |
2209.50 |
2215.00 |
2209.50 |
2209.50 |
-23.50 |
|
|
|
Total Volume and Open Interest |
401 |
27,044 |
-6 |
NASDAQ 100 E-Mini(Globex) |
Sep11 |
110901 |
2243.50 |
2263.80 |
2215.50 |
2217.30 |
-23.50 |
285,780 |
363,949 |
-2,246 |
Dec11 |
110901 |
2238.50 |
2258.30 |
2212.30 |
2212.30 |
-23.50 |
1,448 |
7,086 |
+457 |
Total Volume and Open Interest |
287,230 |
371,064 |
-1,787 |
S & P Midcap 400(CME) |
Sep11 |
110901 |
859.80 |
876.00 |
859.00 |
859.80 |
-14.60 |
2 |
4,613 |
+0 |
Dec11 |
110901 |
853.80 |
853.80 |
853.80 |
853.80 |
-16.10 |
|
|
|
Mar12 |
110901 |
852.10 |
852.10 |
852.10 |
852.10 |
-16.10 |
|
|
|
Total Volume and Open Interest |
2 |
4,613 |
+0 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Sep11 |
110901 |
9010 |
9105 |
8985 |
9005 |
-25 |
8,379 |
30,512 |
-41 |
Dec11 |
110901 |
9025 |
9045 |
8960 |
8965 |
-20 |
953 |
1,032 |
+484 |
Total Volume and Open Interest |
9,332 |
31,544 |
+443 |
Nikkei 225(SGX) |
Sep11 |
110901 |
8940 |
9100 |
8940 |
9055 |
+90 |
88,393 |
222,219 |
-2,027 |
Dec11 |
110901 |
8885 |
9035 |
8885 |
8995 |
+90 |
513 |
12,317 |
+249 |
Mar12 |
110901 |
8990 |
8990 |
8990 |
8990 |
+90 |
0 |
611 |
+0 |
Total Volume and Open Interest |
89,269 |
242,982 |
-1,564 |
CAC 40(EURONEXT) |
Sep11 |
110901 |
3256.0 |
3291.5 |
3201.0 |
3262.5 |
+11.0 |
116,130 |
315,369 |
+18,887 |
Oct11 |
110901 |
3249.5 |
3283.0 |
3205.5 |
3259.0 |
+11.5 |
213 |
809 |
+137 |
Nov11 |
110901 |
3230.0 |
3256.0 |
3230.0 |
3256.0 |
+9.5 |
5 |
0 |
+0 |
Total Volume and Open Interest |
116,361 |
316,269 |
+19,024 |
Hang Seng Index(HKFE) |
Sep11 |
110901 |
20600 |
20936 |
20395 |
20401 |
-54 |
83,632 |
97,357 |
+2,664 |
Oct11 |
110901 |
20657 |
20875 |
20399 |
20399 |
-51 |
539 |
358 |
|
Total Volume and Open Interest |
85,136 |
103,576 |
|
DAX(EUREX) |
Sep11 |
110901 |
5777.5 |
5797.5 |
5638.0 |
5724.0 |
-68.5 |
195,706 |
178,545 |
-2,945 |
Dec11 |
110901 |
5793.5 |
5809.5 |
5665.0 |
5740.5 |
-69.0 |
780 |
14,786 |
+245 |
Mar12 |
110901 |
5826.0 |
5826.0 |
5701.5 |
5762.5 |
-69.0 |
303 |
2,145 |
+267 |
Total Volume and Open Interest |
196,789 |
195,476 |
-2,433 |
FT-SE 100(EURONEXT) |
Sep11 |
110901 |
5400.00 |
5443.00 |
5342.00 |
5393.50 |
+7.50 |
161,579 |
622,113 |
-1,429 |
Dec11 |
110901 |
5374.50 |
5412.00 |
5330.00 |
5369.00 |
+8.00 |
3,170 |
16,694 |
+2,806 |
Mar12 |
110901 |
5333.50 |
5333.50 |
5333.50 |
5333.50 |
+8.50 |
0 |
309 |
+0 |
Total Volume and Open Interest |
164,749 |
639,573 |
+1,377 |
SPI 200(SFE) |
Sep11 |
110901 |
4296.0 |
4349.0 |
4283.0 |
4305.0 |
+16.0 |
48,100 |
242,601 |
+3,603 |
Dec11 |
110901 |
4306.0 |
4356.0 |
4303.0 |
4317.0 |
+17.0 |
594 |
7,808 |
+320 |
Mar12 |
110901 |
4296.0 |
4296.0 |
4296.0 |
4296.0 |
+14.0 |
46 |
2,077 |
+3 |
Total Volume and Open Interest |
48,912 |
254,511 |
+4,056 |
GSCI(CME) |
Sep11 |
110901 |
671.00 |
676.25 |
670.50 |
671.00 |
-4.60 |
325 |
8,631 |
-190 |
Oct11 |
110901 |
670.80 |
676.00 |
670.30 |
670.80 |
-4.70 |
31 |
31 |
+31 |
Nov11 |
110901 |
672.00 |
678.00 |
671.00 |
672.00 |
-4.75 |
|
|
|
Total Volume and Open Interest |
356 |
8,662 |
-159 |
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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