 |
MRCI's End of Day Prices |
Daily Futures Price Listing Tue September 06, 2011 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Sep11 |
110906 |
1426.25 |
1426.25 |
1402.25 |
1413.50 |
-22.50 |
6,235 |
4,484 |
-1,189 |
Nov11 |
110906 |
1433.50 |
1434.50 |
1408.00 |
1422.50 |
-23.25 |
104,266 |
362,276 |
+2,281 |
Jan12 |
110906 |
1446.50 |
1446.50 |
1418.50 |
1432.25 |
-23.50 |
21,611 |
73,761 |
-13 |
Mar12 |
110906 |
1442.00 |
1447.25 |
1422.25 |
1436.25 |
-23.50 |
15,711 |
49,987 |
+1,344 |
May12 |
110906 |
1449.00 |
1449.00 |
1421.25 |
1436.00 |
-18.75 |
11,227 |
51,277 |
+1,827 |
Jul12 |
110906 |
1452.75 |
1452.75 |
1426.75 |
1441.50 |
-18.00 |
7,840 |
31,676 |
+1,660 |
Aug12 |
110906 |
1419.50 |
1443.00 |
1419.50 |
1427.50 |
-15.50 |
422 |
674 |
-22 |
Sep12 |
110906 |
1406.00 |
1415.00 |
1406.00 |
1406.00 |
-9.00 |
191 |
450 |
-13 |
Nov12 |
110906 |
1380.00 |
1386.00 |
1368.50 |
1386.00 |
-5.00 |
3,798 |
25,891 |
+725 |
Jan13 |
110906 |
1380.50 |
1397.25 |
1380.50 |
1391.50 |
-5.75 |
10 |
5,150 |
+1 |
Mar13 |
110906 |
1388.00 |
1399.00 |
1387.75 |
1393.50 |
-5.50 |
75 |
131 |
+18 |
May13 |
110906 |
1392.50 |
1397.00 |
1392.50 |
1392.50 |
-4.50 |
0 |
20 |
+0 |
Jul13 |
110906 |
1394.50 |
1399.50 |
1394.50 |
1394.50 |
-5.00 |
0 |
159 |
+0 |
Aug13 |
110906 |
1384.50 |
1388.50 |
1384.50 |
1384.50 |
-4.00 |
|
|
|
Total Volume and Open Interest |
171,403 |
607,068 |
+6,627 |
Soybean Meal(CBOT) |
Sep11 |
110906 |
376.60 |
376.60 |
368.20 |
368.30 |
-9.50 |
6,674 |
5,432 |
-751 |
Oct11 |
110906 |
378.20 |
378.20 |
370.10 |
370.30 |
-9.60 |
18,606 |
34,159 |
+2,299 |
Dec11 |
110906 |
382.50 |
382.60 |
375.00 |
375.20 |
-9.80 |
40,412 |
124,283 |
+2,136 |
Jan12 |
110906 |
385.00 |
385.00 |
376.60 |
377.10 |
-9.80 |
2,108 |
12,124 |
+420 |
Mar12 |
110906 |
387.20 |
387.20 |
378.90 |
379.30 |
-9.60 |
2,410 |
10,014 |
+991 |
May12 |
110906 |
386.30 |
386.30 |
379.60 |
379.80 |
-8.80 |
3,237 |
13,164 |
+339 |
Jul12 |
110906 |
389.20 |
389.20 |
381.10 |
381.10 |
-8.80 |
1,490 |
6,229 |
+200 |
Aug12 |
110906 |
382.60 |
382.60 |
376.90 |
376.90 |
-8.60 |
61 |
734 |
-23 |
Sep12 |
110906 |
373.50 |
373.80 |
370.20 |
370.20 |
-7.60 |
110 |
902 |
+6 |
Oct12 |
110906 |
360.20 |
366.30 |
360.20 |
360.20 |
-6.10 |
23 |
1,033 |
+0 |
Total Volume and Open Interest |
75,280 |
211,270 |
+5,592 |
Soybean Oil(CBOT) |
Sep11 |
110906 |
57.42 |
57.65 |
56.85 |
57.56 |
-0.18 |
3,462 |
2,733 |
-1,228 |
Oct11 |
110906 |
57.52 |
57.72 |
56.82 |
57.68 |
-0.20 |
10,086 |
37,292 |
-1,037 |
Dec11 |
110906 |
57.85 |
58.08 |
57.17 |
58.04 |
-0.22 |
48,885 |
157,979 |
-2,270 |
Jan12 |
110906 |
57.93 |
58.28 |
57.36 |
58.24 |
-0.23 |
5,746 |
30,988 |
+417 |
Mar12 |
110906 |
58.11 |
58.33 |
57.41 |
58.33 |
-0.22 |
5,309 |
25,023 |
+510 |
May12 |
110906 |
58.07 |
58.29 |
57.41 |
58.29 |
-0.19 |
3,276 |
16,723 |
+613 |
Jul12 |
110906 |
58.08 |
58.56 |
57.51 |
58.42 |
-0.14 |
1,854 |
9,134 |
+290 |
Aug12 |
110906 |
58.02 |
58.50 |
57.45 |
58.34 |
-0.16 |
83 |
724 |
+27 |
Sep12 |
110906 |
57.53 |
58.42 |
57.53 |
58.26 |
-0.16 |
7 |
559 |
+1 |
Oct12 |
110906 |
58.00 |
58.17 |
58.00 |
58.00 |
-0.17 |
5 |
471 |
-4 |
Total Volume and Open Interest |
79,519 |
285,206 |
-2,585 |
Canola(WCE) |
Nov11 |
110906 |
573.9 |
575.9 |
566.5 |
568.4 |
-7.5 |
9,401 |
107,447 |
+911 |
Jan12 |
110906 |
581.1 |
583.0 |
576.2 |
577.8 |
-7.4 |
2,556 |
38,992 |
-216 |
Mar12 |
110906 |
589.6 |
590.7 |
585.1 |
586.6 |
-7.2 |
1,898 |
19,594 |
+1,195 |
May12 |
110906 |
594.7 |
600.7 |
591.1 |
592.9 |
-6.7 |
570 |
10,237 |
+361 |
Jul12 |
110906 |
599.6 |
601.5 |
596.8 |
598.7 |
-6.7 |
229 |
4,920 |
-6 |
Total Volume and Open Interest |
14,815 |
185,400 |
+2,387 |
Corn(CBOT) |
Sep11 |
110906 |
742.50 |
749.50 |
734.75 |
746.75 |
-3.50 |
8,453 |
9,525 |
-2,683 |
Dec11 |
110906 |
751.00 |
759.00 |
742.75 |
755.75 |
-4.25 |
171,539 |
739,674 |
-2,226 |
Mar12 |
110906 |
763.00 |
771.25 |
755.25 |
768.25 |
-4.00 |
33,610 |
206,945 |
+3,428 |
May12 |
110906 |
770.25 |
777.50 |
761.50 |
775.00 |
-3.50 |
8,661 |
47,027 |
+1,554 |
Jul12 |
110906 |
773.25 |
781.75 |
765.50 |
778.75 |
-3.25 |
10,937 |
84,425 |
+974 |
Sep12 |
110906 |
702.50 |
708.75 |
696.00 |
708.75 |
+3.75 |
2,004 |
19,005 |
+779 |
Dec12 |
110906 |
655.50 |
666.75 |
650.25 |
665.75 |
+6.75 |
10,357 |
99,613 |
+3,432 |
Mar13 |
110906 |
665.00 |
673.75 |
659.00 |
673.75 |
+6.75 |
81 |
18,370 |
+35 |
May13 |
110906 |
678.25 |
678.25 |
671.50 |
678.25 |
+6.75 |
54 |
683 |
+10 |
Jul13 |
110906 |
669.00 |
682.25 |
669.00 |
682.25 |
+6.75 |
37 |
912 |
+12 |
Total Volume and Open Interest |
245,891 |
1,237,126 |
+5,344 |
Wheat(CBOT) |
Sep11 |
110906 |
720.25 |
730.00 |
706.50 |
716.25 |
-13.75 |
1,236 |
1,668 |
-502 |
Dec11 |
110906 |
766.75 |
770.75 |
750.00 |
760.00 |
-15.50 |
43,600 |
217,126 |
-821 |
Mar12 |
110906 |
800.50 |
803.25 |
784.75 |
795.25 |
-14.75 |
6,243 |
80,335 |
+552 |
May12 |
110906 |
814.25 |
822.75 |
799.75 |
810.25 |
-12.50 |
1,218 |
16,636 |
-22 |
Jul12 |
110906 |
818.50 |
822.75 |
800.75 |
811.25 |
-11.50 |
2,839 |
53,906 |
-43 |
Sep12 |
110906 |
822.50 |
833.50 |
812.00 |
821.00 |
-12.50 |
224 |
3,160 |
+54 |
Total Volume and Open Interest |
56,275 |
401,635 |
-614 |
Wheat(KCBT) |
Sep11 |
110906 |
850.25 |
851.00 |
846.00 |
846.00 |
-12.00 |
2,841 |
666 |
-703 |
Dec11 |
110906 |
874.50 |
878.00 |
861.25 |
865.50 |
-14.50 |
14,396 |
95,723 |
-596 |
Mar12 |
110906 |
884.25 |
887.00 |
873.75 |
877.25 |
-14.00 |
3,396 |
30,567 |
+130 |
May12 |
110906 |
885.00 |
886.75 |
874.50 |
879.00 |
-12.75 |
251 |
4,145 |
-144 |
Jul12 |
110906 |
882.00 |
883.50 |
870.50 |
874.50 |
-13.25 |
719 |
20,904 |
+4 |
Sep12 |
110906 |
879.25 |
883.25 |
875.25 |
879.50 |
-13.25 |
46 |
1,542 |
+40 |
Total Volume and Open Interest |
21,678 |
155,445 |
-1,239 |
Wheat(MGE) |
Sep11 |
110906 |
978.25 |
978.25 |
965.00 |
971.00 |
-13.25 |
84 |
497 |
-74 |
Dec11 |
110906 |
938.75 |
939.75 |
925.00 |
931.75 |
-11.00 |
2,306 |
21,098 |
-100 |
Mar12 |
110906 |
933.00 |
937.50 |
925.00 |
929.75 |
-11.25 |
796 |
8,394 |
+231 |
May12 |
110906 |
935.00 |
935.00 |
922.25 |
927.75 |
-12.50 |
192 |
3,551 |
+22 |
Jul12 |
110906 |
929.00 |
932.00 |
919.75 |
925.00 |
-12.75 |
238 |
4,663 |
+25 |
Total Volume and Open Interest |
3,816 |
41,741 |
+59 |
Oats(CBOT) |
Sep11 |
110906 |
365.00 |
369.00 |
362.75 |
362.75 |
-6.25 |
51 |
35 |
-50 |
Dec11 |
110906 |
365.00 |
369.50 |
363.00 |
367.25 |
-1.75 |
1,090 |
11,989 |
-59 |
Mar12 |
110906 |
375.00 |
378.00 |
373.25 |
376.25 |
-1.75 |
46 |
1,248 |
-1 |
May12 |
110906 |
383.00 |
385.00 |
383.00 |
383.25 |
-1.75 |
0 |
38 |
+0 |
Total Volume and Open Interest |
1,187 |
13,344 |
-110 |
Rough Rice(CBOT) |
Sep11 |
110906 |
17.74 |
18.00 |
17.67 |
17.75 |
-0.20 |
54 |
213 |
-73 |
Nov11 |
110906 |
18.21 |
18.21 |
17.85 |
17.98 |
-0.25 |
983 |
14,546 |
+83 |
Jan12 |
110906 |
18.50 |
18.50 |
18.17 |
18.26 |
-0.24 |
112 |
1,869 |
+31 |
Mar12 |
110906 |
18.63 |
18.71 |
18.55 |
18.55 |
-0.24 |
46 |
1,022 |
+14 |
Total Volume and Open Interest |
1,222 |
17,821 |
+55 |
Live Cattle(CME) |
Oct11 |
110906 |
114.785 |
117.230 |
114.500 |
116.980 |
+2.180 |
21,258 |
113,774 |
-2,889 |
Dec11 |
110906 |
116.385 |
118.480 |
116.200 |
118.285 |
+1.805 |
15,892 |
104,803 |
+891 |
Feb12 |
110906 |
119.680 |
121.350 |
119.535 |
121.300 |
+1.500 |
8,359 |
50,903 |
-146 |
Apr12 |
110906 |
123.550 |
125.385 |
123.385 |
125.250 |
+1.420 |
5,837 |
32,342 |
+456 |
Jun12 |
110906 |
122.500 |
123.900 |
122.180 |
123.850 |
+0.950 |
969 |
12,755 |
+377 |
Aug12 |
110906 |
123.100 |
124.200 |
122.350 |
124.050 |
+0.915 |
243 |
1,881 |
+39 |
Total Volume and Open Interest |
52,612 |
317,376 |
-1,228 |
Feeder Cattle(CME) |
Sep11 |
110906 |
132.350 |
133.800 |
132.000 |
133.800 |
+1.150 |
613 |
5,686 |
-150 |
Oct11 |
110906 |
132.700 |
134.600 |
132.400 |
134.485 |
+1.535 |
2,558 |
13,440 |
-313 |
Nov11 |
110906 |
133.985 |
135.630 |
133.535 |
135.600 |
+1.275 |
1,837 |
6,940 |
+327 |
Jan12 |
110906 |
135.650 |
137.200 |
135.200 |
137.185 |
+1.135 |
628 |
4,005 |
+126 |
Mar12 |
110906 |
136.435 |
137.900 |
135.950 |
137.825 |
+1.250 |
191 |
1,184 |
+58 |
Apr12 |
110906 |
136.825 |
138.650 |
136.825 |
138.650 |
+1.750 |
32 |
287 |
+2 |
May12 |
110906 |
138.000 |
138.500 |
137.950 |
138.100 |
+1.100 |
12 |
245 |
+4 |
Total Volume and Open Interest |
5,889 |
31,828 |
+65 |
Lean Hogs(CME) |
Oct11 |
110906 |
85.400 |
85.500 |
83.050 |
83.350 |
-2.450 |
14,355 |
75,531 |
-1,727 |
Dec11 |
110906 |
82.600 |
82.600 |
80.500 |
81.250 |
-1.850 |
13,547 |
91,303 |
+1,883 |
Feb12 |
110906 |
87.000 |
87.000 |
84.980 |
85.535 |
-1.715 |
2,715 |
40,055 |
+52 |
Apr12 |
110906 |
90.100 |
90.100 |
88.400 |
88.980 |
-1.420 |
1,209 |
25,625 |
+241 |
May12 |
110906 |
94.050 |
94.050 |
93.230 |
93.250 |
-1.450 |
12 |
1,029 |
+5 |
Jun12 |
110906 |
96.930 |
96.930 |
95.150 |
96.135 |
-1.150 |
517 |
12,584 |
+33 |
Jul12 |
110906 |
95.200 |
95.285 |
94.250 |
94.700 |
-0.900 |
83 |
3,678 |
-4 |
Aug12 |
110906 |
94.100 |
94.100 |
93.200 |
93.750 |
-0.350 |
77 |
2,366 |
+3 |
Total Volume and Open Interest |
32,578 |
253,228 |
+535 |
Class III Milk(CME) |
Sep11 |
110906 |
18.97 |
19.08 |
18.91 |
19.01 |
-0.05 |
203 |
6,160 |
+4 |
Oct11 |
110906 |
18.83 |
18.99 |
18.60 |
18.80 |
-0.07 |
166 |
4,932 |
-63 |
Nov11 |
110906 |
18.60 |
18.83 |
18.50 |
18.58 |
-0.03 |
59 |
4,429 |
-1 |
Dec11 |
110906 |
18.20 |
18.29 |
18.10 |
18.20 |
+0.02 |
168 |
4,174 |
+29 |
Jan12 |
110906 |
17.50 |
17.56 |
17.45 |
17.50 |
+0.05 |
34 |
1,649 |
+18 |
Total Volume and Open Interest |
696 |
31,082 |
-6,775 |
Cocoa(ICE) |
Sep11 |
110906 |
2977 |
2977 |
2977 |
2977 |
-115 |
2 |
24 |
-2 |
Dec11 |
110906 |
3067 |
3082 |
2980 |
2988 |
-110 |
8,088 |
68,354 |
-639 |
Mar12 |
110906 |
3105 |
3106 |
3011 |
3020 |
-105 |
1,156 |
49,694 |
-97 |
May12 |
110906 |
3045 |
3045 |
3016 |
3025 |
-102 |
319 |
15,750 |
+83 |
Jul12 |
110906 |
3034 |
3043 |
3024 |
3033 |
-103 |
89 |
6,788 |
-12 |
Sep12 |
110906 |
3090 |
3090 |
3035 |
3043 |
-101 |
32 |
9,165 |
+0 |
Dec12 |
110906 |
3100 |
3100 |
3045 |
3051 |
-105 |
55 |
6,886 |
+29 |
Total Volume and Open Interest |
9,741 |
161,191 |
-638 |
Coffee "C"(ICE) |
Sep11 |
110906 |
280.90 |
283.40 |
278.10 |
282.40 |
-6.80 |
94 |
326 |
+0 |
Dec11 |
110906 |
283.30 |
283.50 |
276.60 |
280.95 |
-7.10 |
10,210 |
77,102 |
+1,374 |
Mar12 |
110906 |
285.00 |
285.75 |
279.20 |
283.75 |
-6.85 |
2,510 |
19,688 |
+188 |
May12 |
110906 |
284.15 |
285.00 |
280.60 |
284.35 |
-6.55 |
782 |
8,724 |
+204 |
Jul12 |
110906 |
282.40 |
282.80 |
278.80 |
282.55 |
-6.60 |
204 |
2,757 |
+83 |
Sep12 |
110906 |
280.20 |
280.50 |
276.40 |
280.20 |
-6.70 |
126 |
2,287 |
+84 |
Total Volume and Open Interest |
13,959 |
113,073 |
+1,944 |
Orange Juice(ICE) |
Sep11 |
110906 |
174.75 |
175.15 |
174.75 |
175.05 |
+4.60 |
24 |
42 |
-54 |
Nov11 |
110906 |
160.40 |
166.20 |
159.05 |
164.90 |
+4.15 |
322 |
17,944 |
+62 |
Jan12 |
110906 |
160.75 |
164.75 |
160.75 |
162.90 |
+2.10 |
52 |
3,426 |
+24 |
Mar12 |
110906 |
161.75 |
164.85 |
161.75 |
163.10 |
+1.55 |
14 |
1,542 |
+13 |
May12 |
110906 |
164.25 |
164.25 |
162.90 |
162.90 |
+1.40 |
0 |
443 |
+0 |
Jul12 |
110906 |
162.40 |
162.40 |
162.40 |
162.40 |
+1.30 |
0 |
145 |
+0 |
Total Volume and Open Interest |
412 |
23,553 |
+45 |
Sugar #11(ICE) |
Oct11 |
110906 |
28.92 |
28.96 |
28.10 |
28.29 |
-0.89 |
44,010 |
229,953 |
-10,417 |
Mar12 |
110906 |
28.00 |
28.11 |
27.25 |
27.57 |
-0.79 |
21,933 |
186,847 |
+4,543 |
May12 |
110906 |
26.60 |
26.71 |
25.90 |
26.26 |
-0.67 |
4,852 |
48,172 |
+1,452 |
Jul12 |
110906 |
25.45 |
25.48 |
24.75 |
25.02 |
-0.66 |
4,426 |
65,409 |
+979 |
Oct12 |
110906 |
24.65 |
24.69 |
24.06 |
24.36 |
-0.53 |
1,807 |
31,253 |
+19 |
Total Volume and Open Interest |
77,740 |
607,125 |
-3,439 |
London Cocoa(LCE) |
Sep11 |
110906 |
1915 |
1917 |
1868 |
1884 |
-32 |
957 |
45,079 |
-952 |
Dec11 |
110906 |
1943 |
1945 |
1899 |
1917 |
-26 |
1,562 |
66,026 |
-89 |
Mar12 |
110906 |
1962 |
1962 |
1919 |
1938 |
-23 |
314 |
43,856 |
+65 |
May12 |
110906 |
1961 |
1963 |
1929 |
1947 |
-20 |
110 |
15,361 |
+89 |
Jul12 |
110906 |
1955 |
1955 |
1935 |
1954 |
-21 |
12 |
8,927 |
+10 |
Sep12 |
110906 |
1971 |
1971 |
1958 |
1963 |
-21 |
3 |
5,288 |
+0 |
Dec12 |
110906 |
1979 |
1979 |
1959 |
1969 |
-19 |
0 |
8,746 |
+0 |
Total Volume and Open Interest |
2,958 |
194,189 |
-877 |
London Sugar(LCE) |
Oct11 |
110906 |
748.00 |
753.00 |
740.60 |
751.30 |
+0.50 |
2,973 |
16,122 |
-1,546 |
Dec11 |
110906 |
719.20 |
720.80 |
701.70 |
708.60 |
-12.80 |
896 |
10,953 |
+422 |
Mar12 |
110906 |
705.50 |
707.90 |
691.30 |
698.50 |
-9.90 |
98 |
11,726 |
+32 |
May12 |
110906 |
693.60 |
693.60 |
678.30 |
688.20 |
-6.70 |
40 |
3,810 |
+4 |
Aug12 |
110906 |
674.60 |
674.60 |
660.10 |
669.00 |
-7.00 |
0 |
2,403 |
+0 |
Total Volume and Open Interest |
4,007 |
46,882 |
-1,088 |
Cotton(ICE) |
Oct11 |
110906 |
105.29 |
106.24 |
104.66 |
106.24 |
-0.35 |
37 |
397 |
-27 |
Dec11 |
110906 |
105.53 |
106.88 |
103.86 |
106.34 |
+0.45 |
5,657 |
91,973 |
-537 |
Mar12 |
110906 |
102.31 |
103.28 |
100.58 |
102.59 |
-0.07 |
1,686 |
35,500 |
+81 |
May12 |
110906 |
100.88 |
102.04 |
99.94 |
101.75 |
-0.19 |
305 |
6,509 |
+76 |
Jul12 |
110906 |
99.27 |
101.00 |
99.27 |
100.87 |
-0.40 |
575 |
9,855 |
+321 |
Oct12 |
110906 |
98.75 |
98.75 |
98.75 |
98.75 |
-0.39 |
0 |
3 |
+0 |
Total Volume and Open Interest |
8,302 |
148,379 |
-53 |
Lumber(CME) |
Sep11 |
110906 |
248.2 |
256.0 |
248.2 |
253.5 |
+2.6 |
248 |
969 |
-85 |
Nov11 |
110906 |
256.5 |
267.0 |
256.5 |
262.6 |
+4.4 |
997 |
6,303 |
-76 |
Jan12 |
110906 |
277.5 |
285.8 |
277.0 |
283.4 |
+4.6 |
353 |
2,046 |
+80 |
Mar12 |
110906 |
291.4 |
295.0 |
290.0 |
295.0 |
+4.0 |
64 |
253 |
+64 |
Total Volume and Open Interest |
1,665 |
9,578 |
-14 |
Crude Oil(NYM) |
Oct11 |
110906 |
86.46 |
86.60 |
83.20 |
86.02 |
-0.43 |
307,284 |
277,716 |
-5,574 |
Nov11 |
110906 |
86.80 |
86.86 |
83.47 |
86.31 |
-0.43 |
63,514 |
187,085 |
+1,496 |
Dec11 |
110906 |
87.03 |
87.25 |
83.88 |
86.70 |
-0.43 |
78,197 |
207,143 |
-2,223 |
Jan12 |
110906 |
86.83 |
87.59 |
84.28 |
87.05 |
-0.41 |
20,806 |
93,401 |
+2,157 |
Feb12 |
110906 |
86.36 |
87.71 |
84.71 |
87.37 |
-0.39 |
9,569 |
32,485 |
+92 |
Mar12 |
110906 |
86.91 |
88.05 |
85.02 |
87.65 |
-0.38 |
13,008 |
40,576 |
+20 |
Apr12 |
110906 |
87.27 |
88.42 |
85.28 |
87.91 |
-0.37 |
6,800 |
27,615 |
+782 |
May12 |
110906 |
87.53 |
88.43 |
85.83 |
88.15 |
-0.37 |
5,016 |
25,904 |
-651 |
Jun12 |
110906 |
87.54 |
88.72 |
85.90 |
88.39 |
-0.37 |
15,639 |
77,311 |
-976 |
Jul12 |
110906 |
87.97 |
88.63 |
86.77 |
88.63 |
-0.36 |
3,392 |
34,112 |
-328 |
Aug12 |
110906 |
87.07 |
88.90 |
86.89 |
88.83 |
-0.35 |
2,647 |
16,206 |
+121 |
Sep12 |
110906 |
87.78 |
89.01 |
87.64 |
89.01 |
-0.33 |
2,532 |
18,770 |
+240 |
Oct12 |
110906 |
88.31 |
89.21 |
88.31 |
89.21 |
-0.31 |
1,549 |
14,055 |
+135 |
Nov12 |
110906 |
89.41 |
89.41 |
89.41 |
89.41 |
-0.30 |
1,359 |
19,109 |
+131 |
Dec12 |
110906 |
89.35 |
90.00 |
87.00 |
89.62 |
-0.29 |
27,014 |
158,267 |
+251 |
Jan13 |
110906 |
89.71 |
89.71 |
89.71 |
89.71 |
-0.26 |
50 |
19,298 |
+34 |
Total Volume and Open Interest |
575,585 |
1,523,572 |
-4,382 |
e-miNY Crude Oil(NYM) |
Sep11 |
110819 |
81.450 |
83.550 |
79.225 |
82.250 |
-0.125 |
9,194 |
3,327 |
-634 |
Oct11 |
110906 |
86.700 |
86.700 |
83.225 |
86.025 |
-0.425 |
9,459 |
2,039 |
+103 |
Nov11 |
110906 |
86.475 |
86.800 |
83.750 |
86.300 |
-0.450 |
301 |
573 |
-26 |
Dec11 |
110906 |
86.475 |
87.025 |
84.025 |
86.700 |
-0.425 |
137 |
432 |
+35 |
Jan12 |
110906 |
85.275 |
87.050 |
85.275 |
87.050 |
-0.400 |
32 |
270 |
+28 |
Feb12 |
110906 |
86.150 |
87.375 |
86.150 |
87.375 |
-0.375 |
2 |
15 |
+0 |
Mar12 |
110906 |
87.650 |
87.650 |
87.650 |
87.650 |
-0.375 |
2 |
21 |
+2 |
Apr12 |
110906 |
87.900 |
87.900 |
87.900 |
87.900 |
-0.375 |
2 |
8 |
+0 |
May12 |
110906 |
88.150 |
88.150 |
88.150 |
88.150 |
-0.375 |
1 |
7 |
-1 |
Jun12 |
110906 |
88.400 |
88.400 |
88.400 |
88.400 |
-0.350 |
6 |
17 |
+3 |
Total Volume and Open Interest |
9,948 |
3,654 |
+144 |
Heating Oil(NYM) |
Oct11 |
110906 |
300.01 |
302.63 |
293.40 |
301.02 |
+1.28 |
54,322 |
93,595 |
-2,256 |
Nov11 |
110906 |
299.88 |
303.45 |
294.29 |
301.98 |
+1.37 |
16,307 |
44,299 |
+1,189 |
Dec11 |
110906 |
300.63 |
304.27 |
296.00 |
302.83 |
+1.40 |
14,516 |
53,483 |
+516 |
Jan12 |
110906 |
299.78 |
305.03 |
296.94 |
303.76 |
+1.43 |
6,106 |
33,081 |
+828 |
Feb12 |
110906 |
301.15 |
304.43 |
296.91 |
303.34 |
+1.42 |
1,345 |
11,591 |
+2 |
Mar12 |
110906 |
299.43 |
303.26 |
296.45 |
301.97 |
+1.34 |
1,123 |
10,168 |
+75 |
Apr12 |
110906 |
296.08 |
299.53 |
296.08 |
299.53 |
+1.33 |
712 |
5,639 |
+22 |
May12 |
110906 |
293.85 |
297.34 |
293.85 |
297.34 |
+1.30 |
646 |
5,845 |
+236 |
Jun12 |
110906 |
290.81 |
297.83 |
289.80 |
296.30 |
+1.30 |
5,020 |
28,775 |
+1,065 |
Jul12 |
110906 |
292.95 |
296.50 |
292.95 |
296.50 |
+1.25 |
250 |
2,554 |
-35 |
Aug12 |
110906 |
296.98 |
296.98 |
296.98 |
296.98 |
+1.22 |
113 |
1,266 |
-36 |
Sep12 |
110906 |
294.21 |
297.48 |
294.21 |
297.48 |
+1.18 |
119 |
2,255 |
+3 |
Total Volume and Open Interest |
102,928 |
307,953 |
+2,580 |
Gasoline(NYMEX) |
Oct11 |
110906 |
283.25 |
284.30 |
277.02 |
282.26 |
-1.70 |
46,871 |
83,513 |
+2,148 |
Nov11 |
110906 |
276.70 |
279.71 |
272.07 |
277.88 |
-0.44 |
24,528 |
44,503 |
+2,625 |
Dec11 |
110906 |
273.77 |
276.92 |
269.03 |
275.18 |
+0.07 |
18,488 |
43,931 |
-511 |
Jan12 |
110906 |
270.92 |
275.21 |
268.45 |
274.70 |
+0.28 |
8,089 |
26,911 |
+512 |
Feb12 |
110906 |
270.44 |
275.11 |
270.44 |
275.11 |
+0.37 |
2,664 |
9,152 |
+569 |
Mar12 |
110906 |
271.12 |
276.49 |
271.12 |
275.75 |
+0.44 |
2,716 |
12,127 |
-20 |
Apr12 |
110906 |
282.95 |
286.11 |
282.95 |
286.11 |
+0.75 |
1,699 |
7,462 |
+803 |
May12 |
110906 |
285.34 |
285.34 |
285.34 |
285.34 |
+0.88 |
513 |
3,747 |
+143 |
Jun12 |
110906 |
279.90 |
285.11 |
278.29 |
283.89 |
+0.98 |
1,519 |
12,646 |
+226 |
Jul12 |
110906 |
281.47 |
281.47 |
281.47 |
281.47 |
+0.96 |
185 |
1,122 |
+110 |
Total Volume and Open Interest |
107,947 |
259,754 |
+6,862 |
e-miNY RBOB Gasoline(NYM) |
Oct11 |
110906 |
282.30 |
282.30 |
282.26 |
282.30 |
-1.70 |
0 |
1 |
+0 |
Nov11 |
110906 |
277.90 |
277.90 |
277.88 |
277.90 |
-0.40 |
|
|
|
Dec11 |
110906 |
275.20 |
275.20 |
275.18 |
275.20 |
+0.10 |
|
|
|
Jan12 |
110906 |
274.70 |
274.70 |
274.70 |
274.70 |
+0.30 |
0 |
1 |
+0 |
Total Volume and Open Interest |
0 |
3 |
+0 |
Natural Gas(NYM) |
Oct11 |
110906 |
3.882 |
3.950 |
3.851 |
3.938 |
+0.066 |
127,809 |
192,051 |
+6,788 |
Nov11 |
110906 |
3.989 |
4.055 |
3.959 |
4.043 |
+0.053 |
35,296 |
193,396 |
+371 |
Dec11 |
110906 |
4.213 |
4.269 |
4.178 |
4.259 |
+0.048 |
32,786 |
79,650 |
-3,969 |
Jan12 |
110906 |
4.336 |
4.391 |
4.299 |
4.383 |
+0.049 |
27,188 |
156,000 |
-993 |
Feb12 |
110906 |
4.328 |
4.400 |
4.310 |
4.390 |
+0.049 |
6,529 |
36,350 |
+132 |
Mar12 |
110906 |
4.312 |
4.370 |
4.279 |
4.359 |
+0.052 |
11,337 |
43,322 |
-1,340 |
Apr12 |
110906 |
4.310 |
4.350 |
4.260 |
4.344 |
+0.059 |
11,571 |
76,241 |
+571 |
May12 |
110906 |
4.292 |
4.373 |
4.292 |
4.373 |
+0.058 |
1,937 |
17,737 |
+574 |
Jun12 |
110906 |
4.376 |
4.420 |
4.339 |
4.414 |
+0.056 |
594 |
13,531 |
+127 |
Jul12 |
110906 |
4.435 |
4.460 |
4.395 |
4.460 |
+0.055 |
785 |
10,776 |
+82 |
Aug12 |
110906 |
4.458 |
4.489 |
4.418 |
4.487 |
+0.054 |
292 |
10,004 |
+4 |
Sep12 |
110906 |
4.444 |
4.494 |
4.430 |
4.492 |
+0.052 |
596 |
9,598 |
-3 |
Oct12 |
110906 |
4.470 |
4.533 |
4.456 |
4.522 |
+0.055 |
7,387 |
41,152 |
+1,009 |
Nov12 |
110906 |
4.665 |
4.700 |
4.630 |
4.692 |
+0.050 |
437 |
8,270 |
-19 |
Dec12 |
110906 |
4.928 |
4.977 |
4.880 |
4.957 |
+0.045 |
536 |
12,170 |
-269 |
Jan13 |
110906 |
5.042 |
5.100 |
5.024 |
5.092 |
+0.043 |
1,807 |
19,711 |
-14 |
Total Volume and Open Interest |
267,806 |
982,519 |
+2,961 |
Brent Crude Oil(ICE) |
Oct11 |
110906 |
109.89 |
113.61 |
109.85 |
112.89 |
+2.81 |
78,914 |
136,316 |
+7,075 |
Nov11 |
110906 |
108.96 |
112.64 |
108.86 |
111.93 |
+2.88 |
49,409 |
146,610 |
+11,591 |
Dec11 |
110906 |
108.27 |
112.00 |
108.24 |
111.28 |
+2.93 |
34,064 |
143,242 |
+2,526 |
Jan12 |
110906 |
108.86 |
111.50 |
107.87 |
110.90 |
+2.95 |
7,787 |
45,314 |
+2,084 |
Feb12 |
110906 |
107.73 |
110.93 |
107.57 |
110.62 |
+2.98 |
4,449 |
21,668 |
+499 |
Mar12 |
110906 |
108.13 |
110.66 |
107.44 |
110.41 |
+2.99 |
2,497 |
41,803 |
+172 |
Apr12 |
110906 |
107.68 |
110.76 |
107.38 |
110.27 |
+3.01 |
600 |
13,784 |
-9 |
May12 |
110906 |
107.52 |
110.61 |
107.24 |
110.12 |
+3.01 |
945 |
15,239 |
-175 |
Jun12 |
110906 |
107.65 |
110.43 |
107.07 |
109.95 |
+3.02 |
3,658 |
46,738 |
+48 |
Jul12 |
110906 |
109.81 |
109.81 |
109.81 |
109.81 |
+3.02 |
614 |
10,689 |
+44 |
Aug12 |
110906 |
109.64 |
109.64 |
109.64 |
109.64 |
+3.03 |
457 |
7,539 |
+62 |
Sep12 |
110906 |
107.15 |
109.42 |
107.05 |
109.42 |
+3.04 |
428 |
10,979 |
+89 |
Oct12 |
110906 |
109.21 |
109.21 |
109.21 |
109.21 |
+3.05 |
315 |
6,323 |
+84 |
Nov12 |
110906 |
108.94 |
108.94 |
108.94 |
108.94 |
+3.05 |
299 |
8,617 |
+83 |
Total Volume and Open Interest |
188,540 |
833,624 |
+24,361 |
Gas Oil(ICE) |
Sep11 |
110906 |
929.75 |
952.25 |
928.00 |
939.25 |
+5.25 |
18,909 |
52,922 |
-3,418 |
Oct11 |
110906 |
926.25 |
951.50 |
926.00 |
937.75 |
+6.00 |
37,304 |
142,384 |
+4,807 |
Nov11 |
110906 |
923.25 |
948.75 |
923.00 |
935.00 |
+6.25 |
14,784 |
71,589 |
-385 |
Dec11 |
110906 |
920.50 |
945.75 |
920.50 |
932.00 |
+6.00 |
21,876 |
72,501 |
-4,368 |
Jan12 |
110906 |
919.00 |
944.00 |
919.00 |
930.25 |
+5.75 |
9,560 |
56,049 |
+1,030 |
Feb12 |
110906 |
922.00 |
942.00 |
918.25 |
928.50 |
+5.75 |
2,590 |
24,555 |
+384 |
Mar12 |
110906 |
920.25 |
939.50 |
917.75 |
926.75 |
+6.00 |
1,375 |
19,003 |
-112 |
Apr12 |
110906 |
918.50 |
937.50 |
915.00 |
924.75 |
+6.00 |
1,357 |
14,878 |
+103 |
May12 |
110906 |
916.75 |
933.50 |
913.25 |
923.00 |
+6.00 |
1,009 |
11,883 |
+445 |
Jun12 |
110906 |
914.75 |
936.25 |
911.75 |
922.00 |
+5.50 |
1,946 |
39,048 |
+136 |
Total Volume and Open Interest |
111,825 |
586,352 |
-1,071 |
Ethanol(CBOT) |
Sep11 |
110906 |
2.835 |
2.850 |
2.835 |
2.840 |
-0.052 |
84 |
85 |
-31 |
Oct11 |
110906 |
2.785 |
2.825 |
2.779 |
2.816 |
-0.009 |
178 |
1,343 |
-26 |
Nov11 |
110906 |
2.750 |
2.779 |
2.743 |
2.771 |
-0.013 |
66 |
1,167 |
+13 |
Dec11 |
110906 |
2.721 |
2.754 |
2.720 |
2.750 |
-0.002 |
55 |
1,344 |
-14 |
Jan12 |
110906 |
2.688 |
2.697 |
2.688 |
2.691 |
-0.011 |
84 |
803 |
+15 |
Feb12 |
110906 |
2.675 |
2.691 |
2.672 |
2.680 |
-0.013 |
48 |
953 |
+7 |
Mar12 |
110906 |
2.690 |
2.696 |
2.677 |
2.689 |
-0.007 |
27 |
1,032 |
+12 |
Apr12 |
110906 |
2.700 |
2.708 |
2.688 |
2.698 |
-0.006 |
27 |
705 |
+4 |
Total Volume and Open Interest |
669 |
10,431 |
+23 |
WTI Crude Oil(ICE) |
Oct11 |
110906 |
83.50 |
86.60 |
83.30 |
86.02 |
+2.50 |
13,865 |
59,697 |
-241 |
Nov11 |
110906 |
84.17 |
86.77 |
83.66 |
86.31 |
+2.52 |
4,052 |
48,655 |
+1,115 |
Dec11 |
110906 |
84.93 |
87.25 |
84.02 |
86.70 |
+2.53 |
4,257 |
99,108 |
-668 |
Jan12 |
110906 |
85.20 |
87.41 |
84.41 |
87.05 |
+2.52 |
1,625 |
23,765 |
+165 |
Feb12 |
110906 |
84.80 |
87.62 |
84.80 |
87.37 |
+2.51 |
505 |
9,653 |
+27 |
Mar12 |
110906 |
85.88 |
87.90 |
85.00 |
87.65 |
+2.50 |
717 |
15,723 |
-15 |
Apr12 |
110906 |
86.06 |
88.15 |
85.43 |
87.91 |
+2.50 |
300 |
4,556 |
-42 |
May12 |
110906 |
86.15 |
88.39 |
85.68 |
88.15 |
+2.49 |
146 |
6,463 |
-5 |
Jun12 |
110906 |
85.82 |
88.45 |
85.82 |
88.39 |
+2.49 |
999 |
28,677 |
-81 |
Jul12 |
110906 |
88.63 |
88.63 |
88.63 |
88.63 |
+2.48 |
39 |
6,713 |
+2 |
Aug12 |
110906 |
88.83 |
88.83 |
88.83 |
88.83 |
+2.47 |
0 |
3,948 |
+0 |
Sep12 |
110906 |
89.01 |
89.01 |
89.01 |
89.01 |
+2.46 |
0 |
6,713 |
+0 |
Oct12 |
110906 |
89.21 |
89.21 |
89.21 |
89.21 |
+2.46 |
14 |
1,414 |
+7 |
Nov12 |
110906 |
89.41 |
89.41 |
89.41 |
89.41 |
+2.47 |
23 |
2,516 |
+0 |
Dec12 |
110906 |
87.59 |
89.79 |
87.02 |
89.62 |
+2.48 |
792 |
46,512 |
-44 |
Jan13 |
110906 |
89.71 |
89.71 |
89.71 |
89.71 |
+2.48 |
0 |
1,962 |
+0 |
Total Volume and Open Interest |
27,880 |
455,697 |
-172 |
US Dollar Index(ICE) |
Sep11 |
110906 |
75.370 |
76.115 |
74.670 |
76.058 |
+1.218 |
9,846 |
47,742 |
-3,474 |
Dec11 |
110906 |
75.740 |
76.465 |
75.010 |
76.412 |
+1.272 |
472 |
1,700 |
+428 |
Mar12 |
110906 |
76.732 |
76.732 |
76.732 |
76.732 |
+1.272 |
0 |
4 |
+0 |
Total Volume and Open Interest |
10,318 |
49,446 |
-3,046 |
Australian Dollar(CME) |
Sep11 |
110906 |
105.84 |
106.19 |
104.60 |
104.71 |
-1.48 |
103,149 |
123,369 |
-1,815 |
Dec11 |
110906 |
104.68 |
105.04 |
103.49 |
103.61 |
-1.43 |
900 |
2,427 |
+124 |
Mar12 |
110906 |
102.69 |
104.07 |
102.69 |
102.69 |
-1.38 |
0 |
5 |
+0 |
Total Volume and Open Interest |
104,050 |
125,900 |
-1,691 |
British Pound(CME) |
Sep11 |
110906 |
161.55 |
162.05 |
159.18 |
159.33 |
-2.72 |
70,866 |
101,094 |
-238 |
Dec11 |
110906 |
161.48 |
161.89 |
159.06 |
159.19 |
-2.70 |
2,194 |
2,776 |
+1,797 |
Mar12 |
110906 |
159.05 |
161.71 |
159.05 |
159.05 |
-2.66 |
10 |
29 |
+10 |
Total Volume and Open Interest |
73,070 |
103,905 |
+1,569 |
Canadian Dollar(CME) |
Sep11 |
110906 |
101.38 |
101.54 |
100.30 |
100.97 |
-0.57 |
80,677 |
90,814 |
+626 |
Dec11 |
110906 |
101.20 |
101.34 |
100.15 |
100.79 |
-0.55 |
1,486 |
10,635 |
+542 |
Mar12 |
110906 |
101.00 |
101.21 |
100.20 |
100.70 |
-0.51 |
58 |
2,017 |
+1 |
Jun12 |
110906 |
100.60 |
101.08 |
100.36 |
100.59 |
-0.49 |
14 |
413 |
+0 |
Total Volume and Open Interest |
82,261 |
104,085 |
+1,176 |
Japanese Yen(CME) |
Sep11 |
110906 |
130.12 |
130.41 |
128.64 |
128.82 |
-1.50 |
75,883 |
127,491 |
+2,038 |
Dec11 |
110906 |
130.25 |
130.53 |
128.83 |
129.00 |
-1.45 |
1,047 |
2,776 |
+297 |
Mar12 |
110906 |
128.85 |
130.63 |
128.85 |
129.22 |
-1.41 |
8 |
54 |
+0 |
Total Volume and Open Interest |
76,939 |
130,342 |
+2,335 |
Swiss Franc(CME) |
Sep11 |
110906 |
126.85 |
127.92 |
115.95 |
116.12 |
-10.78 |
37,969 |
41,895 |
+698 |
Dec11 |
110906 |
127.35 |
128.34 |
116.37 |
116.54 |
-10.82 |
705 |
2,616 |
+111 |
Mar12 |
110906 |
118.50 |
127.72 |
116.99 |
116.99 |
-10.73 |
2 |
40 |
+2 |
Total Volume and Open Interest |
38,676 |
44,562 |
+811 |
EuroFX(CME) |
Sep11 |
110906 |
141.62 |
142.83 |
139.69 |
139.86 |
-1.98 |
262,475 |
177,942 |
+3,192 |
Dec11 |
110906 |
141.52 |
142.77 |
139.65 |
139.80 |
-1.91 |
4,086 |
8,247 |
+921 |
Mar12 |
110906 |
141.00 |
141.60 |
139.68 |
139.78 |
-1.82 |
11 |
434 |
+10 |
Total Volume and Open Interest |
266,572 |
187,458 |
+4,123 |
Mexican Peso(CME) |
Sep11 |
110906 |
804.0 |
805.0 |
793.2 |
797.0 |
-6.0 |
30,202 |
90,504 |
+583 |
Oct11 |
110906 |
794.5 |
800.0 |
794.5 |
794.5 |
-5.5 |
|
|
|
Total Volume and Open Interest |
30,778 |
109,868 |
+663 |
Brazilian Real(CME) |
Oct11 |
110906 |
598.50 |
603.45 |
588.45 |
598.50 |
-4.95 |
|
|
|
Nov11 |
110906 |
595.90 |
600.95 |
585.85 |
595.90 |
-5.05 |
|
|
|
Dec11 |
110906 |
593.50 |
593.50 |
592.00 |
593.30 |
-5.20 |
392 |
3,574 |
+66 |
Jan12 |
110906 |
590.70 |
596.05 |
580.65 |
590.70 |
-5.35 |
0 |
14,366 |
+0 |
Total Volume and Open Interest |
392 |
34,187 |
+66 |
30-Year T-Bonds(CBOT) |
Sep11 |
110906 |
141~160 |
143~020 |
141~160 |
142~010 |
+0~150 |
40,663 |
46,382 |
-4,789 |
Dec11 |
110906 |
140~120 |
141~290 |
140~100 |
140~260 |
+0~150 |
461,094 |
608,206 |
+29,406 |
Mar12 |
110906 |
140~050 |
140~310 |
139~110 |
139~260 |
+0~150 |
11 |
28 |
+3 |
Total Volume and Open Interest |
501,768 |
654,616 |
+24,620 |
10-Year T-Notes(CBOT) |
Sep11 |
110906 |
131~085 |
131~275 |
131~025 |
131~070 |
-0~025 |
134,286 |
74,026 |
-35,140 |
Dec11 |
110906 |
130~115 |
130~310 |
130~055 |
130~095 |
-0~020 |
1,318,499 |
1,725,046 |
+12,535 |
Mar12 |
110906 |
129~095 |
129~115 |
129~095 |
129~095 |
-0~020 |
1 |
1 |
+0 |
Total Volume and Open Interest |
1,452,786 |
1,799,073 |
-22,605 |
5-Year T-Notes(CBOT) |
Sep11 |
110906 |
123~104 |
124~001 |
123~087 |
123~099 |
-0~007 |
75,787 |
91,107 |
-30,405 |
Dec11 |
110906 |
122~113 |
123~015 |
122~095 |
122~112 |
-0~004 |
616,524 |
1,269,641 |
+26,809 |
Mar12 |
110906 |
122~008 |
122~012 |
122~008 |
122~008 |
-0~004 |
|
|
|
Total Volume and Open Interest |
692,311 |
1,360,748 |
-3,596 |
2 Year T-Notes(CBOT) |
Sep11 |
110906 |
110~033 |
110~038 |
110~030 |
110~035 |
+0~003 |
21,367 |
52,603 |
-11,236 |
Dec11 |
110906 |
110~028 |
110~034 |
110~026 |
110~032 |
+0~003 |
238,959 |
717,186 |
-10,559 |
Mar12 |
110906 |
110~026 |
110~026 |
110~023 |
110~026 |
+0~003 |
20 |
100 |
+20 |
Total Volume and Open Interest |
260,346 |
769,889 |
-21,775 |
Eurodollars(CME) |
Sep11 |
110906 |
99.618 |
99.628 |
99.605 |
99.620 |
unch |
211,022 |
1,120,979 |
+28,004 |
Dec11 |
110906 |
99.440 |
99.450 |
99.380 |
99.445 |
unch |
350,558 |
1,100,511 |
+47,197 |
Mar12 |
110906 |
99.440 |
99.460 |
99.395 |
99.450 |
unch |
235,624 |
1,030,095 |
+9,374 |
Jun12 |
110906 |
99.470 |
99.480 |
99.430 |
99.470 |
-0.005 |
201,260 |
1,194,778 |
-5,494 |
Sep12 |
110906 |
99.485 |
99.500 |
99.450 |
99.485 |
-0.005 |
174,271 |
827,913 |
-6,736 |
Dec12 |
110906 |
99.485 |
99.500 |
99.450 |
99.480 |
-0.010 |
145,928 |
765,514 |
+5,383 |
Mar13 |
110906 |
99.495 |
99.500 |
99.450 |
99.480 |
-0.010 |
125,969 |
714,033 |
+931 |
Jun13 |
110906 |
99.435 |
99.455 |
99.395 |
99.430 |
-0.010 |
110,041 |
570,439 |
+2,616 |
Sep13 |
110906 |
99.355 |
99.365 |
99.295 |
99.330 |
-0.015 |
99,621 |
503,494 |
+1,378 |
Dec13 |
110906 |
99.200 |
99.215 |
99.140 |
99.170 |
-0.025 |
90,525 |
412,007 |
+1,443 |
Mar14 |
110906 |
99.045 |
99.060 |
98.985 |
99.005 |
-0.030 |
74,446 |
280,775 |
+2,317 |
Jun14 |
110906 |
98.885 |
98.885 |
98.790 |
98.810 |
-0.045 |
70,116 |
282,670 |
+1,165 |
Sep14 |
110906 |
98.700 |
98.700 |
98.600 |
98.610 |
-0.060 |
54,007 |
153,245 |
-230 |
Dec14 |
110906 |
98.490 |
98.500 |
98.390 |
98.405 |
-0.065 |
67,456 |
170,094 |
-343 |
Mar15 |
110906 |
98.295 |
98.315 |
98.195 |
98.210 |
-0.065 |
43,632 |
133,882 |
+371 |
Jun15 |
110906 |
6.355 |
6.380 |
6.255 |
6.275 |
-0.060 |
41,018 |
124,662 |
+413 |
Sep15 |
110906 |
6.165 |
6.185 |
6.075 |
6.090 |
-0.055 |
21,002 |
73,064 |
+6,573 |
Dec15 |
110906 |
5.970 |
6.005 |
5.890 |
5.910 |
-0.045 |
31,448 |
70,438 |
+9,611 |
Total Volume and Open Interest |
2,200,035 |
9,774,075 |
+115,328 |
30 Day Federal Funds(CBOT) |
Sep11 |
110906 |
99.910 |
99.912 |
99.908 |
99.910 |
unch |
2,878 |
54,150 |
+263 |
Oct11 |
110906 |
99.915 |
99.915 |
99.910 |
99.915 |
unch |
3,279 |
59,493 |
+935 |
Nov11 |
110906 |
99.915 |
99.920 |
99.910 |
99.915 |
unch |
1,837 |
56,053 |
-190 |
Dec11 |
110906 |
99.925 |
99.925 |
99.915 |
99.920 |
unch |
3,575 |
66,203 |
+1,039 |
Jan12 |
110906 |
99.915 |
99.925 |
99.915 |
99.915 |
unch |
2,345 |
57,257 |
-173 |
Feb12 |
110906 |
99.910 |
99.920 |
99.910 |
99.915 |
unch |
2,586 |
48,990 |
-516 |
Total Volume and Open Interest |
35,731 |
713,042 |
+532 |
30 Day Fed Funds(e-CBOT) |
3-Mth Euro-Yen(CME) |
Sep11 |
110906 |
99.675 |
99.675 |
99.675 |
99.675 |
+0.005 |
0 |
191 |
+125 |
Dec11 |
110906 |
99.700 |
99.700 |
99.700 |
99.700 |
+0.005 |
0 |
332 |
+0 |
Mar12 |
110906 |
99.700 |
99.700 |
99.700 |
99.700 |
+0.005 |
0 |
340 |
+0 |
Jun12 |
110906 |
99.698 |
99.698 |
99.698 |
99.698 |
+0.005 |
|
|
|
Sep12 |
110906 |
99.620 |
99.620 |
99.620 |
99.620 |
+0.005 |
|
|
|
Dec12 |
110906 |
99.680 |
99.680 |
99.680 |
99.680 |
+0.005 |
|
|
|
Mar13 |
110906 |
99.680 |
99.680 |
99.680 |
99.680 |
+0.005 |
|
|
|
Jun13 |
110906 |
99.635 |
99.635 |
99.635 |
99.635 |
+0.005 |
|
|
|
Sep13 |
110906 |
99.495 |
99.495 |
99.495 |
99.495 |
+0.005 |
|
|
|
Dec13 |
110906 |
99.355 |
99.355 |
99.355 |
99.355 |
+0.005 |
|
|
|
Total Volume and Open Interest |
0 |
863 |
+125 |
3-Mth Euro-Yen(SGX) |
Sep11 |
110906 |
99.68 |
99.68 |
99.68 |
99.68 |
+0.01 |
200 |
1,611 |
+92 |
Dec11 |
110906 |
99.70 |
99.70 |
99.70 |
99.70 |
+0.00 |
150 |
2,289 |
+110 |
Mar12 |
110906 |
99.69 |
99.70 |
99.69 |
99.70 |
+0.00 |
0 |
2,388 |
+0 |
Jun12 |
110906 |
99.70 |
99.70 |
99.70 |
99.70 |
+0.01 |
4 |
1,380 |
+4 |
Sep12 |
110906 |
99.62 |
99.62 |
99.62 |
99.62 |
+0.01 |
0 |
411 |
+0 |
Dec12 |
110906 |
99.70 |
99.70 |
99.68 |
99.68 |
+0.00 |
0 |
49 |
+0 |
Mar13 |
110906 |
99.68 |
99.68 |
99.68 |
99.68 |
+0.00 |
0 |
1 |
+0 |
Jun13 |
110906 |
99.64 |
99.64 |
99.64 |
99.64 |
+0.01 |
|
|
|
Total Volume and Open Interest |
354 |
8,131 |
+206 |
Japanese Gov't Bonds(SGX) |
Sep11 |
110906 |
142.82 |
143.07 |
142.78 |
142.90 |
+0.12 |
11,077 |
22,354 |
-215 |
Dec11 |
110906 |
142.57 |
142.87 |
142.57 |
142.64 |
+0.16 |
9,408 |
12,335 |
+7,801 |
Mar12 |
110906 |
140.55 |
140.55 |
140.55 |
140.55 |
+0.16 |
|
|
|
Total Volume and Open Interest |
20,485 |
34,689 |
+7,586 |
Euro-Bund(EUREX) |
Sep11 |
110906 |
138.57 |
138.86 |
137.65 |
138.61 |
+0.29 |
996,448 |
638,960 |
-104,643 |
Dec11 |
110906 |
136.98 |
137.27 |
136.07 |
137.01 |
+0.24 |
468,150 |
411,098 |
+200,374 |
Mar12 |
110906 |
136.65 |
137.04 |
136.40 |
137.01 |
+0.09 |
14 |
19 |
+11 |
Total Volume and Open Interest |
1,464,612 |
1,050,077 |
+95,742 |
Euro-Bobl(EUREX) |
Sep11 |
110906 |
123.68 |
123.82 |
123.25 |
123.68 |
+0.02 |
628,372 |
473,840 |
-120,625 |
Dec11 |
110906 |
122.61 |
122.67 |
122.13 |
122.53 |
-0.05 |
314,288 |
310,835 |
+154,891 |
Mar12 |
110906 |
122.68 |
122.68 |
122.68 |
122.68 |
+0.02 |
20 |
0 |
+0 |
Total Volume and Open Interest |
942,680 |
784,675 |
+34,266 |
3-Mth Euribor(EUREX) |
Sep11 |
110906 |
98.545 |
98.560 |
98.535 |
98.560 |
+0.010 |
283 |
1,960 |
-48 |
Dec11 |
110906 |
98.805 |
98.845 |
98.800 |
98.845 |
+0.020 |
16 |
1,406 |
-15 |
Mar12 |
110906 |
98.920 |
98.950 |
98.920 |
98.950 |
+0.005 |
272 |
2,232 |
-223 |
Total Volume and Open Interest |
688 |
10,020 |
-188 |
Long Gilt(LIFFE) |
Sep11 |
110906 |
130~17 |
130~28 |
130~04 |
130~24 |
+0~01 |
12,587 |
57,300 |
-1,274 |
Dec11 |
110906 |
129~14 |
129~21 |
128~23 |
129~14 |
+0~01 |
89,957 |
348,579 |
-1,594 |
Total Volume and Open Interest |
102,544 |
405,879 |
-2,868 |
3-Mth Short Sterling(LIFFE) |
Sep11 |
110906 |
99.08 |
99.08 |
99.05 |
99.07 |
unch |
13,257 |
369,708 |
-2,936 |
Dec11 |
110906 |
98.95 |
98.98 |
98.92 |
98.97 |
+0.02 |
30,824 |
451,298 |
-5,060 |
Mar12 |
110906 |
99.01 |
99.02 |
98.98 |
99.01 |
unch |
28,122 |
352,404 |
+2,502 |
Jun12 |
110906 |
99.07 |
99.07 |
99.02 |
99.04 |
-0.02 |
35,038 |
238,497 |
+8,300 |
Sep12 |
110906 |
99.10 |
99.11 |
99.04 |
99.06 |
-0.03 |
41,617 |
265,050 |
+4,150 |
Dec12 |
110906 |
99.09 |
99.11 |
99.02 |
99.03 |
-0.04 |
29,158 |
233,376 |
+1,518 |
Total Volume and Open Interest |
227,980 |
2,402,461 |
+9,343 |
3-Mth Euribor(LIFFE) |
Sep11 |
110906 |
98.550 |
98.570 |
98.530 |
98.560 |
+0.010 |
104,906 |
671,213 |
+16,729 |
Dec11 |
110906 |
98.835 |
98.850 |
98.790 |
98.845 |
+0.020 |
153,818 |
663,376 |
+12,437 |
Mar12 |
110906 |
98.950 |
98.960 |
98.900 |
98.950 |
+0.005 |
83,242 |
486,760 |
+7,194 |
Total Volume and Open Interest |
729,930 |
3,602,996 |
+50,985 |
3-Mth Aus T-Bills(SFE) |
Sep11 |
110906 |
95.26 |
95.27 |
95.21 |
95.22 |
-0.04 |
38,920 |
119,207 |
-12,716 |
Dec11 |
110906 |
95.81 |
95.86 |
95.75 |
95.79 |
-0.02 |
39,019 |
250,035 |
+9,831 |
Mar12 |
110906 |
96.12 |
96.18 |
96.08 |
96.13 |
+0.01 |
16,419 |
172,272 |
+2,120 |
Jun12 |
110906 |
96.13 |
96.21 |
96.12 |
96.19 |
+0.05 |
8,211 |
96,159 |
-1,363 |
Sep12 |
110906 |
96.05 |
96.13 |
96.05 |
96.11 |
+0.06 |
5,704 |
65,533 |
-38 |
Dec12 |
110906 |
95.91 |
96.02 |
95.91 |
95.99 |
+0.07 |
2,531 |
40,974 |
+121 |
Mar13 |
110906 |
95.84 |
95.89 |
95.84 |
95.86 |
+0.05 |
2,120 |
38,455 |
+651 |
Jun13 |
110906 |
95.74 |
95.78 |
95.73 |
95.74 |
+0.05 |
1,186 |
19,387 |
+665 |
Sep13 |
110906 |
95.67 |
95.67 |
95.64 |
95.65 |
+0.06 |
209 |
3,729 |
-1 |
Dec13 |
110906 |
95.56 |
95.56 |
95.56 |
95.56 |
+0.06 |
0 |
1,788 |
+0 |
Total Volume and Open Interest |
114,319 |
807,685 |
-730 |
10-Year Aus T-Bonds(SFE) |
Sep11 |
110906 |
95.76 |
95.84 |
95.75 |
95.79 |
+0.03 |
37,220 |
391,867 |
+1,053 |
Dec11 |
110906 |
95.73 |
95.79 |
95.72 |
95.76 |
+0.04 |
234 |
240 |
+193 |
Total Volume and Open Interest |
37,454 |
392,107 |
+1,246 |
3-Year Aus T-Bonds(SFE) |
Sep11 |
110906 |
96.31 |
96.39 |
96.28 |
96.34 |
+0.03 |
119,919 |
661,788 |
-5,699 |
Dec11 |
110906 |
96.40 |
96.40 |
96.39 |
96.39 |
+0.04 |
434 |
1,130 |
+430 |
Total Volume and Open Interest |
120,353 |
662,918 |
-5,269 |
Gold(CMX) |
Oct11 |
110906 |
1879.2 |
1920.8 |
1842.0 |
1870.6 |
-3.8 |
8,157 |
33,624 |
-112 |
Dec11 |
110906 |
1879.9 |
1923.7 |
1861.8 |
1873.3 |
-3.6 |
180,277 |
345,902 |
+9,327 |
Feb12 |
110906 |
1884.7 |
1925.1 |
1864.0 |
1875.1 |
-3.5 |
1,342 |
30,932 |
+105 |
Apr12 |
110906 |
1893.6 |
1925.0 |
1876.1 |
1876.9 |
-3.4 |
1,102 |
8,194 |
+662 |
Jun12 |
110906 |
1896.0 |
1928.3 |
1872.3 |
1878.8 |
-3.3 |
688 |
17,095 |
-1 |
Aug12 |
110906 |
1906.0 |
1921.5 |
1876.9 |
1880.7 |
-3.2 |
37 |
6,362 |
+20 |
Oct12 |
110906 |
1912.5 |
1922.5 |
1878.1 |
1882.6 |
-3.2 |
36 |
4,298 |
+17 |
Dec12 |
110906 |
1893.9 |
1934.0 |
1880.2 |
1884.6 |
-3.2 |
696 |
13,901 |
+212 |
Feb13 |
110906 |
1915.3 |
1915.3 |
1887.0 |
1887.0 |
-3.1 |
27 |
3,121 |
+6 |
Apr13 |
110906 |
1914.7 |
1914.7 |
1889.2 |
1889.2 |
-3.1 |
2 |
334 |
-1 |
Jun13 |
110906 |
1918.4 |
1933.5 |
1891.7 |
1891.7 |
-3.2 |
36 |
12,057 |
+24 |
Total Volume and Open Interest |
193,980 |
514,878 |
+11,079 |
Silver(CMX) |
Sep11 |
110906 |
4300.5 |
4328.0 |
4166.0 |
4181.8 |
-120.2 |
703 |
1,128 |
-236 |
Dec11 |
110906 |
4299.0 |
4344.5 |
4160.0 |
4186.8 |
-120.1 |
39,343 |
78,773 |
+1,834 |
Mar12 |
110906 |
4324.5 |
4339.5 |
4171.0 |
4189.1 |
-120.1 |
846 |
7,441 |
-194 |
May12 |
110906 |
4311.0 |
4311.0 |
4189.0 |
4189.0 |
-119.9 |
299 |
2,507 |
+127 |
Jul12 |
110906 |
4181.0 |
4187.8 |
4181.0 |
4187.8 |
-119.9 |
34 |
1,991 |
-1 |
Sep12 |
110906 |
4323.5 |
4323.5 |
4185.1 |
4185.1 |
-119.8 |
84 |
534 |
+7 |
Dec12 |
110906 |
4323.0 |
4331.0 |
4170.0 |
4177.7 |
-119.8 |
1,014 |
8,951 |
+136 |
Total Volume and Open Interest |
43,436 |
113,633 |
+1,898 |
Platinum(NYMEX) |
Oct11 |
110906 |
1887.9 |
1900.0 |
1851.3 |
1858.2 |
-26.6 |
8,262 |
35,054 |
+898 |
Jan12 |
110906 |
1892.7 |
1903.1 |
1856.0 |
1862.0 |
-26.6 |
1,023 |
5,234 |
+794 |
Apr12 |
110906 |
1888.4 |
1897.9 |
1863.0 |
1866.4 |
-26.2 |
139 |
770 |
+136 |
Jul12 |
110906 |
1870.6 |
1870.6 |
1870.6 |
1870.6 |
-25.6 |
0 |
21 |
+0 |
Total Volume and Open Interest |
9,424 |
41,079 |
+1,828 |
Palladium(NYMEX) |
Sep11 |
110906 |
761.55 |
767.90 |
747.45 |
747.45 |
-33.65 |
101 |
474 |
-99 |
Dec11 |
110906 |
781.50 |
781.90 |
745.00 |
749.55 |
-33.65 |
2,030 |
20,196 |
+354 |
Mar12 |
110906 |
120.84 |
120.84 |
95.39 |
95.39 |
-33.75 |
2 |
113 |
+2 |
Total Volume and Open Interest |
2,136 |
20,786 |
+258 |
Copper(CMX) |
Sep11 |
110906 |
408.00 |
411.00 |
400.95 |
403.95 |
-6.75 |
781 |
4,726 |
-476 |
Dec11 |
110906 |
413.00 |
413.25 |
402.20 |
405.60 |
-6.85 |
27,572 |
76,490 |
+681 |
Mar12 |
110906 |
411.50 |
414.60 |
405.00 |
407.50 |
-6.75 |
1,154 |
20,663 |
+365 |
May12 |
110906 |
407.55 |
408.30 |
407.55 |
408.30 |
-6.70 |
302 |
4,053 |
+54 |
Jul12 |
110906 |
408.25 |
409.05 |
408.25 |
408.75 |
-6.65 |
10 |
1,091 |
+0 |
Total Volume and Open Interest |
30,173 |
114,650 |
+628 |
DJIA Index(CBOT) |
Sep11 |
110906 |
11147 |
11158 |
10924 |
11128 |
-80 |
753 |
14,000 |
+139 |
Dec11 |
110906 |
11085 |
11085 |
10860 |
11055 |
-80 |
13 |
209 |
+2 |
Mar12 |
110906 |
10986 |
11066 |
10986 |
10986 |
-80 |
|
|
|
Jun12 |
110906 |
10916 |
10996 |
10916 |
10916 |
-80 |
|
|
|
Total Volume and Open Interest |
766 |
14,209 |
+141 |
E-mini DJIA Index(CBOT) |
Sep11 |
110906 |
11187 |
11197 |
10918 |
11128 |
-80 |
119,450 |
72,299 |
-1,614 |
Dec11 |
110906 |
11108 |
11125 |
10848 |
11055 |
-80 |
1,139 |
2,515 |
+369 |
Mar12 |
110906 |
10986 |
10986 |
10986 |
10986 |
-80 |
0 |
13 |
+0 |
Jun12 |
110906 |
10916 |
10916 |
10916 |
10916 |
-80 |
|
|
|
Total Volume and Open Interest |
120,589 |
74,827 |
-1,245 |
S & P 500(CME) |
Sep11 |
110906 |
1165.60 |
1166.50 |
1136.30 |
1164.50 |
-4.80 |
22,058 |
387,017 |
+10,927 |
Dec11 |
110906 |
1132.50 |
1160.00 |
1132.50 |
1158.80 |
-4.80 |
77 |
31,648 |
-279 |
Mar12 |
110906 |
1153.30 |
1153.30 |
1128.10 |
1153.30 |
-4.80 |
1 |
645 |
+0 |
Jun12 |
110906 |
1148.20 |
1148.20 |
1123.00 |
1148.20 |
-4.80 |
1 |
26 |
-1 |
Total Volume and Open Interest |
22,137 |
419,436 |
+10,647 |
S & P 500 E-Mini(Globex) |
Sep11 |
110906 |
1165.00 |
1166.75 |
1136.00 |
1164.50 |
-4.75 |
2,427,798 |
3,528,629 |
+92,709 |
Dec11 |
110906 |
1161.00 |
1161.00 |
1130.50 |
1158.75 |
-4.75 |
33,677 |
132,810 |
+16,207 |
Total Volume and Open Interest |
2,461,545 |
3,662,043 |
+108,944 |
NASDAQ 100(CME) |
Sep11 |
110906 |
2150.00 |
2170.50 |
2109.30 |
2165.30 |
+0.50 |
437 |
27,296 |
+43 |
Dec11 |
110906 |
2145.00 |
2161.80 |
2110.00 |
2160.30 |
+0.50 |
4 |
102 |
-1 |
Mar12 |
110906 |
2157.50 |
2159.00 |
2157.50 |
2157.50 |
+0.50 |
|
|
|
Total Volume and Open Interest |
441 |
27,398 |
+42 |
NASDAQ 100 E-Mini(Globex) |
Sep11 |
110906 |
2159.50 |
2171.30 |
2108.30 |
2165.30 |
+0.50 |
271,645 |
371,677 |
+6,047 |
Dec11 |
110906 |
2150.00 |
2164.50 |
2103.30 |
2160.30 |
+0.50 |
1,548 |
7,539 |
+479 |
Total Volume and Open Interest |
273,205 |
379,251 |
+6,533 |
S & P Midcap 400(CME) |
Sep11 |
110906 |
826.00 |
826.00 |
806.50 |
826.00 |
-4.00 |
290 |
4,903 |
+290 |
Dec11 |
110906 |
822.30 |
822.30 |
821.50 |
822.30 |
-3.20 |
|
|
|
Mar12 |
110906 |
820.60 |
820.60 |
819.80 |
820.60 |
-3.20 |
|
|
|
Total Volume and Open Interest |
290 |
4,903 |
+290 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Sep11 |
110906 |
8795 |
8845 |
8590 |
8730 |
-105 |
12,098 |
27,256 |
-1,714 |
Dec11 |
110906 |
8770 |
8795 |
8545 |
8690 |
-105 |
2,409 |
4,359 |
+1,865 |
Total Volume and Open Interest |
14,507 |
31,615 |
+151 |
Nikkei 225(SGX) |
Sep11 |
110906 |
8755 |
8785 |
8585 |
8605 |
-170 |
127,253 |
225,443 |
+3,410 |
Dec11 |
110906 |
8700 |
8725 |
8525 |
8545 |
-170 |
27,180 |
34,277 |
+15,018 |
Mar12 |
110906 |
8535 |
8535 |
8535 |
8535 |
-170 |
0 |
611 |
+0 |
Total Volume and Open Interest |
154,789 |
268,462 |
+18,523 |
CAC 40(EURONEXT) |
Sep11 |
110906 |
2979.5 |
3045.0 |
2942.0 |
2967.5 |
-38.5 |
83,174 |
311,501 |
+1,349 |
Oct11 |
110906 |
2971.0 |
3037.0 |
2949.0 |
2963.5 |
-38.0 |
530 |
1,113 |
+283 |
Nov11 |
110906 |
2964.0 |
2964.0 |
2964.0 |
2964.0 |
-34.0 |
0 |
6 |
+0 |
Total Volume and Open Interest |
85,019 |
313,771 |
+2,684 |
Hang Seng Index(HKFE) |
Sep11 |
110906 |
19251 |
19792 |
19175 |
19690 |
+155 |
66,804 |
98,798 |
+477 |
Oct11 |
110906 |
19229 |
19780 |
19179 |
19690 |
+155 |
574 |
1,095 |
+346 |
Total Volume and Open Interest |
67,544 |
105,714 |
+827 |
DAX(EUREX) |
Sep11 |
110906 |
5202.0 |
5335.0 |
5152.0 |
5198.0 |
-61.5 |
151,519 |
189,484 |
+4,708 |
Dec11 |
110906 |
5215.5 |
5343.5 |
5164.0 |
5208.5 |
-62.5 |
5,351 |
18,425 |
+3,115 |
Mar12 |
110906 |
5234.0 |
5350.0 |
5188.0 |
5227.0 |
-62.0 |
336 |
2,654 |
+165 |
Total Volume and Open Interest |
157,206 |
210,563 |
+7,988 |
FT-SE 100(EURONEXT) |
Sep11 |
110906 |
5088.00 |
5215.00 |
5042.00 |
5160.00 |
+48.00 |
114,497 |
617,429 |
-12,184 |
Dec11 |
110906 |
5022.50 |
5187.50 |
5018.50 |
5135.50 |
+47.50 |
28,893 |
63,717 |
+26,445 |
Mar12 |
110906 |
5099.50 |
5099.50 |
5099.50 |
5099.50 |
+48.00 |
0 |
309 |
+0 |
Total Volume and Open Interest |
143,390 |
681,922 |
+14,261 |
SPI 200(SFE) |
Sep11 |
110906 |
4140.0 |
4145.0 |
4063.0 |
4068.0 |
-77.0 |
53,375 |
249,453 |
+8,064 |
Dec11 |
110906 |
4147.0 |
4149.0 |
4075.0 |
4078.0 |
-77.0 |
1,246 |
9,244 |
+754 |
Mar12 |
110906 |
4058.0 |
4058.0 |
4058.0 |
4058.0 |
-77.0 |
168 |
2,047 |
+70 |
Total Volume and Open Interest |
54,971 |
262,967 |
+9,060 |
GSCI(CME) |
Sep11 |
110906 |
647.00 |
658.50 |
646.75 |
658.50 |
-4.00 |
187 |
8,515 |
-100 |
Oct11 |
110906 |
658.00 |
658.00 |
647.25 |
658.00 |
-4.20 |
2 |
35 |
+0 |
Nov11 |
110906 |
659.00 |
659.00 |
648.25 |
659.00 |
-4.50 |
|
|
|
Total Volume and Open Interest |
189 |
8,550 |
-100 |
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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