|
MRCI's End of Day Prices |
Daily Futures Price Listing Wed September 07, 2011 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Sep11 |
110907 |
1415.25 |
1425.00 |
1402.75 |
1411.00 |
-2.50 |
4,749 |
3,373 |
-1,111 |
Nov11 |
110907 |
1423.00 |
1434.75 |
1412.50 |
1420.75 |
-1.75 |
120,343 |
354,841 |
-7,435 |
Jan12 |
110907 |
1432.75 |
1445.25 |
1423.50 |
1431.50 |
-0.75 |
18,672 |
75,184 |
+1,423 |
Mar12 |
110907 |
1436.50 |
1449.75 |
1429.25 |
1437.25 |
+1.00 |
18,116 |
48,399 |
-1,588 |
May12 |
110907 |
1436.25 |
1450.00 |
1431.75 |
1439.00 |
+3.00 |
9,594 |
50,761 |
-516 |
Jul12 |
110907 |
1442.25 |
1453.00 |
1438.00 |
1444.50 |
+3.00 |
7,294 |
32,434 |
+758 |
Aug12 |
110907 |
1430.50 |
1430.50 |
1427.50 |
1430.50 |
+3.00 |
51 |
668 |
-6 |
Sep12 |
110907 |
1410.00 |
1410.00 |
1406.00 |
1410.00 |
+4.00 |
35 |
449 |
-1 |
Nov12 |
110907 |
1385.00 |
1399.75 |
1380.00 |
1390.00 |
+4.00 |
3,586 |
26,180 |
+289 |
Jan13 |
110907 |
1400.00 |
1401.25 |
1386.00 |
1394.50 |
+3.00 |
8 |
5,156 |
+6 |
Mar13 |
110907 |
1402.25 |
1402.25 |
1393.50 |
1396.50 |
+3.00 |
14 |
122 |
-9 |
May13 |
110907 |
1393.00 |
1393.00 |
1392.50 |
1393.00 |
+0.50 |
0 |
20 |
+0 |
Jul13 |
110907 |
1399.25 |
1399.25 |
1388.00 |
1396.25 |
+1.75 |
0 |
159 |
+0 |
Aug13 |
110907 |
1386.50 |
1386.50 |
1384.50 |
1386.50 |
+2.00 |
|
|
|
Total Volume and Open Interest |
182,482 |
598,896 |
-8,172 |
Soybean Meal(CBOT) |
Sep11 |
110907 |
371.40 |
372.20 |
364.70 |
367.20 |
-1.10 |
5,957 |
4,417 |
-1,015 |
Oct11 |
110907 |
372.10 |
374.40 |
366.50 |
368.90 |
-1.40 |
18,751 |
33,224 |
-935 |
Dec11 |
110907 |
377.20 |
379.60 |
371.30 |
373.80 |
-1.40 |
52,525 |
121,836 |
-2,447 |
Jan12 |
110907 |
379.40 |
380.60 |
373.30 |
375.70 |
-1.40 |
4,933 |
11,571 |
-553 |
Mar12 |
110907 |
382.00 |
382.70 |
376.30 |
378.50 |
-0.80 |
2,277 |
9,976 |
-38 |
May12 |
110907 |
382.00 |
391.00 |
377.60 |
379.70 |
-0.10 |
2,153 |
13,218 |
+54 |
Jul12 |
110907 |
383.60 |
385.30 |
379.80 |
381.20 |
+0.10 |
1,064 |
6,357 |
+128 |
Aug12 |
110907 |
378.70 |
378.70 |
376.00 |
377.00 |
+0.10 |
181 |
824 |
+90 |
Sep12 |
110907 |
374.00 |
374.00 |
370.30 |
370.30 |
+0.10 |
158 |
932 |
+30 |
Oct12 |
110907 |
360.80 |
360.80 |
360.20 |
360.80 |
+0.60 |
30 |
1,017 |
-16 |
Total Volume and Open Interest |
88,357 |
206,693 |
-4,577 |
Soybean Oil(CBOT) |
Sep11 |
110907 |
58.00 |
58.18 |
57.80 |
58.18 |
+0.62 |
2,502 |
1,621 |
-1,112 |
Oct11 |
110907 |
57.69 |
58.32 |
57.69 |
58.30 |
+0.62 |
11,417 |
36,898 |
-394 |
Dec11 |
110907 |
58.05 |
58.70 |
58.05 |
58.67 |
+0.63 |
55,539 |
157,022 |
-957 |
Jan12 |
110907 |
58.30 |
58.90 |
58.30 |
58.90 |
+0.66 |
3,539 |
31,122 |
+134 |
Mar12 |
110907 |
58.34 |
59.03 |
58.34 |
59.03 |
+0.70 |
4,733 |
23,910 |
-1,113 |
May12 |
110907 |
58.35 |
59.06 |
58.35 |
59.06 |
+0.77 |
1,818 |
17,046 |
+323 |
Jul12 |
110907 |
58.48 |
59.21 |
58.48 |
59.21 |
+0.79 |
1,260 |
9,213 |
+79 |
Aug12 |
110907 |
58.81 |
59.13 |
58.34 |
59.13 |
+0.79 |
215 |
805 |
+81 |
Sep12 |
110907 |
58.84 |
59.05 |
58.26 |
59.05 |
+0.79 |
23 |
559 |
+0 |
Oct12 |
110907 |
58.62 |
58.85 |
58.00 |
58.85 |
+0.85 |
22 |
471 |
+0 |
Total Volume and Open Interest |
81,406 |
282,393 |
-2,813 |
Canola(WCE) |
Nov11 |
110907 |
568.4 |
574.9 |
568.4 |
571.3 |
+2.9 |
9,627 |
108,870 |
+1,423 |
Jan12 |
110907 |
580.0 |
582.6 |
579.5 |
580.8 |
+3.0 |
2,219 |
40,173 |
+1,181 |
Mar12 |
110907 |
589.7 |
590.9 |
588.3 |
589.8 |
+3.2 |
400 |
19,759 |
+165 |
May12 |
110907 |
594.9 |
597.9 |
593.8 |
596.1 |
+3.2 |
313 |
10,389 |
+152 |
Jul12 |
110907 |
599.9 |
603.4 |
598.8 |
600.9 |
+2.2 |
97 |
4,965 |
+45 |
Total Volume and Open Interest |
13,158 |
188,857 |
+3,457 |
Corn(CBOT) |
Sep11 |
110907 |
748.25 |
756.00 |
733.50 |
736.50 |
-10.25 |
4,539 |
7,633 |
-1,892 |
Dec11 |
110907 |
755.75 |
765.00 |
743.75 |
748.00 |
-7.75 |
150,940 |
737,590 |
-2,084 |
Mar12 |
110907 |
768.50 |
777.50 |
757.00 |
760.75 |
-7.50 |
20,629 |
207,746 |
+801 |
May12 |
110907 |
775.00 |
783.25 |
764.50 |
767.75 |
-7.25 |
8,355 |
49,024 |
+1,997 |
Jul12 |
110907 |
778.50 |
787.25 |
768.25 |
772.00 |
-6.75 |
11,933 |
86,930 |
+2,505 |
Sep12 |
110907 |
706.50 |
716.00 |
702.50 |
705.75 |
-3.00 |
1,820 |
19,416 |
+411 |
Dec12 |
110907 |
664.50 |
669.00 |
659.25 |
663.75 |
-2.00 |
7,156 |
100,275 |
+662 |
Mar13 |
110907 |
673.00 |
676.50 |
669.50 |
672.75 |
-1.00 |
104 |
18,388 |
+18 |
May13 |
110907 |
676.00 |
678.25 |
675.75 |
677.75 |
-0.50 |
24 |
674 |
-9 |
Jul13 |
110907 |
680.00 |
682.25 |
678.25 |
681.75 |
-0.50 |
31 |
907 |
-5 |
Total Volume and Open Interest |
205,786 |
1,239,567 |
+2,441 |
Wheat(CBOT) |
Sep11 |
110907 |
726.00 |
726.00 |
707.25 |
714.75 |
-1.50 |
726 |
1,537 |
-131 |
Dec11 |
110907 |
759.50 |
774.00 |
746.00 |
751.50 |
-8.50 |
41,197 |
216,091 |
-1,035 |
Mar12 |
110907 |
795.00 |
808.00 |
783.00 |
789.00 |
-6.25 |
3,893 |
80,910 |
+575 |
May12 |
110907 |
809.50 |
822.25 |
802.50 |
809.00 |
-1.25 |
1,108 |
16,672 |
+36 |
Jul12 |
110907 |
815.75 |
823.00 |
804.25 |
810.75 |
-0.50 |
1,684 |
53,660 |
-246 |
Sep12 |
110907 |
830.00 |
830.50 |
816.75 |
821.00 |
unch |
108 |
3,140 |
-20 |
Total Volume and Open Interest |
49,997 |
401,087 |
-548 |
Wheat(KCBT) |
Sep11 |
110907 |
851.25 |
852.00 |
838.00 |
842.00 |
-4.00 |
262 |
310 |
-356 |
Dec11 |
110907 |
867.00 |
880.00 |
855.75 |
859.00 |
-6.50 |
8,555 |
94,962 |
-761 |
Mar12 |
110907 |
878.50 |
890.25 |
867.75 |
870.75 |
-6.50 |
1,707 |
30,287 |
-280 |
May12 |
110907 |
879.75 |
889.00 |
869.75 |
873.00 |
-6.00 |
138 |
4,131 |
-14 |
Jul12 |
110907 |
881.00 |
889.00 |
865.50 |
870.00 |
-4.50 |
906 |
21,155 |
+251 |
Sep12 |
110907 |
884.25 |
884.25 |
874.00 |
878.00 |
-1.50 |
14 |
1,534 |
-8 |
Total Volume and Open Interest |
11,593 |
154,282 |
-1,163 |
Wheat(MGE) |
Sep11 |
110907 |
976.50 |
977.00 |
964.25 |
964.25 |
-6.75 |
117 |
399 |
-98 |
Dec11 |
110907 |
931.25 |
947.25 |
922.25 |
926.50 |
-5.25 |
1,957 |
21,058 |
-40 |
Mar12 |
110907 |
936.75 |
944.00 |
922.50 |
925.50 |
-4.25 |
403 |
8,410 |
+16 |
May12 |
110907 |
934.50 |
939.00 |
920.75 |
925.25 |
-2.50 |
188 |
3,519 |
-32 |
Jul12 |
110907 |
931.25 |
937.00 |
917.75 |
922.00 |
-3.00 |
90 |
4,660 |
-3 |
Total Volume and Open Interest |
2,879 |
41,581 |
-160 |
Oats(CBOT) |
Sep11 |
110907 |
355.25 |
362.75 |
355.25 |
355.25 |
-7.50 |
300 |
296 |
+261 |
Dec11 |
110907 |
367.25 |
379.00 |
361.00 |
361.50 |
-5.75 |
707 |
12,094 |
+105 |
Mar12 |
110907 |
384.50 |
386.00 |
370.00 |
370.50 |
-5.75 |
11 |
1,248 |
+0 |
May12 |
110907 |
383.00 |
383.25 |
377.50 |
377.50 |
-5.75 |
1 |
39 |
+1 |
Total Volume and Open Interest |
1,019 |
13,711 |
+367 |
Rough Rice(CBOT) |
Sep11 |
110907 |
18.00 |
18.01 |
17.75 |
17.91 |
+0.16 |
61 |
169 |
-44 |
Nov11 |
110907 |
17.95 |
18.29 |
17.95 |
18.15 |
+0.17 |
1,013 |
14,446 |
-100 |
Jan12 |
110907 |
18.44 |
18.58 |
18.26 |
18.44 |
+0.18 |
136 |
1,844 |
-25 |
Mar12 |
110907 |
18.57 |
18.81 |
18.55 |
18.73 |
+0.18 |
9 |
1,017 |
-5 |
Total Volume and Open Interest |
1,219 |
17,647 |
-174 |
Live Cattle(CME) |
Oct11 |
110907 |
117.100 |
118.050 |
116.930 |
117.650 |
+0.670 |
27,041 |
112,031 |
-1,743 |
Dec11 |
110907 |
118.250 |
119.080 |
118.250 |
118.700 |
+0.415 |
17,240 |
106,528 |
+1,725 |
Feb12 |
110907 |
121.180 |
121.850 |
121.150 |
121.650 |
+0.350 |
7,598 |
52,110 |
+1,207 |
Apr12 |
110907 |
125.100 |
125.680 |
125.050 |
125.400 |
+0.150 |
4,825 |
32,881 |
+539 |
Jun12 |
110907 |
123.885 |
124.180 |
123.535 |
124.050 |
+0.200 |
1,057 |
12,964 |
+209 |
Aug12 |
110907 |
123.900 |
124.330 |
123.700 |
124.200 |
+0.150 |
208 |
1,935 |
+54 |
Total Volume and Open Interest |
58,072 |
319,453 |
+2,077 |
Feeder Cattle(CME) |
Sep11 |
110907 |
133.850 |
134.200 |
133.650 |
133.935 |
+0.135 |
640 |
5,527 |
-159 |
Oct11 |
110907 |
134.325 |
135.435 |
134.325 |
134.800 |
+0.315 |
2,555 |
13,230 |
-210 |
Nov11 |
110907 |
135.535 |
136.575 |
135.535 |
136.130 |
+0.530 |
1,770 |
7,055 |
+115 |
Jan12 |
110907 |
137.150 |
138.000 |
137.150 |
137.685 |
+0.500 |
893 |
4,122 |
+117 |
Mar12 |
110907 |
137.900 |
138.700 |
137.880 |
138.600 |
+0.775 |
238 |
1,286 |
+102 |
Apr12 |
110907 |
138.650 |
139.600 |
138.550 |
139.600 |
+0.950 |
24 |
298 |
+11 |
May12 |
110907 |
139.435 |
139.450 |
139.000 |
139.000 |
+0.900 |
12 |
254 |
+9 |
Total Volume and Open Interest |
6,152 |
31,828 |
+0 |
Lean Hogs(CME) |
Oct11 |
110907 |
83.600 |
85.330 |
83.350 |
84.850 |
+1.500 |
21,430 |
73,511 |
-2,020 |
Dec11 |
110907 |
81.285 |
82.580 |
80.975 |
82.400 |
+1.150 |
18,311 |
91,786 |
+483 |
Feb12 |
110907 |
85.535 |
87.700 |
85.350 |
87.580 |
+2.045 |
4,267 |
40,631 |
+576 |
Apr12 |
110907 |
88.980 |
90.900 |
88.850 |
90.800 |
+1.820 |
2,032 |
25,627 |
+2 |
May12 |
110907 |
94.600 |
95.450 |
94.300 |
95.400 |
+2.150 |
19 |
1,029 |
+0 |
Jun12 |
110907 |
96.180 |
97.950 |
96.050 |
97.800 |
+1.665 |
590 |
12,610 |
+26 |
Jul12 |
110907 |
95.350 |
96.700 |
95.350 |
96.500 |
+1.800 |
74 |
3,683 |
+5 |
Aug12 |
110907 |
94.550 |
95.300 |
94.250 |
95.200 |
+1.450 |
47 |
2,344 |
-22 |
Total Volume and Open Interest |
46,804 |
252,269 |
-959 |
Class III Milk(CME) |
Sep11 |
110907 |
19.00 |
19.07 |
18.76 |
18.97 |
-0.04 |
216 |
6,177 |
+17 |
Oct11 |
110907 |
18.66 |
18.78 |
18.30 |
18.46 |
-0.34 |
213 |
4,993 |
+61 |
Nov11 |
110907 |
18.47 |
18.55 |
18.15 |
18.19 |
-0.39 |
165 |
4,469 |
+40 |
Dec11 |
110907 |
18.15 |
18.17 |
17.93 |
17.93 |
-0.27 |
103 |
4,188 |
+14 |
Jan12 |
110907 |
17.50 |
17.51 |
17.37 |
17.45 |
-0.05 |
30 |
1,650 |
+1 |
Total Volume and Open Interest |
862 |
31,248 |
+166 |
Cocoa(ICE) |
Sep11 |
110907 |
2952 |
2952 |
2946 |
2946 |
-31 |
0 |
24 |
+0 |
Dec11 |
110907 |
2990 |
3000 |
2935 |
2954 |
-34 |
12,988 |
68,835 |
+481 |
Mar12 |
110907 |
3025 |
3027 |
2974 |
2991 |
-29 |
2,884 |
50,925 |
+1,231 |
May12 |
110907 |
3006 |
3030 |
2981 |
2998 |
-27 |
501 |
15,828 |
+78 |
Jul12 |
110907 |
3024 |
3028 |
2990 |
3004 |
-29 |
691 |
7,085 |
+297 |
Sep12 |
110907 |
3035 |
3035 |
3015 |
3015 |
-28 |
179 |
9,265 |
+100 |
Dec12 |
110907 |
3045 |
3045 |
3026 |
3026 |
-25 |
34 |
6,909 |
+23 |
Total Volume and Open Interest |
17,327 |
163,401 |
+2,210 |
Coffee "C"(ICE) |
Sep11 |
110907 |
284.30 |
286.00 |
282.50 |
285.80 |
+3.40 |
36 |
326 |
+0 |
Dec11 |
110907 |
281.90 |
285.20 |
280.30 |
284.50 |
+3.55 |
12,831 |
76,826 |
-276 |
Mar12 |
110907 |
284.35 |
287.95 |
283.05 |
287.35 |
+3.60 |
2,948 |
19,729 |
+41 |
May12 |
110907 |
283.50 |
288.20 |
283.50 |
288.05 |
+3.70 |
658 |
8,945 |
+221 |
Jul12 |
110907 |
283.55 |
286.25 |
283.55 |
286.20 |
+3.65 |
159 |
2,802 |
+45 |
Sep12 |
110907 |
281.05 |
283.80 |
281.05 |
283.75 |
+3.55 |
142 |
2,376 |
+89 |
Total Volume and Open Interest |
16,825 |
113,221 |
+148 |
Orange Juice(ICE) |
Sep11 |
110907 |
175.15 |
182.00 |
175.15 |
182.00 |
+6.95 |
3 |
24 |
-18 |
Nov11 |
110907 |
165.90 |
169.45 |
165.35 |
167.90 |
+3.00 |
1,088 |
17,967 |
+23 |
Jan12 |
110907 |
163.10 |
164.95 |
163.00 |
164.00 |
+1.10 |
135 |
3,347 |
-79 |
Mar12 |
110907 |
164.75 |
164.75 |
164.50 |
164.50 |
+1.40 |
12 |
1,539 |
-3 |
May12 |
110907 |
163.00 |
164.55 |
163.00 |
164.55 |
+1.65 |
13 |
451 |
+8 |
Jul12 |
110907 |
163.90 |
164.35 |
163.90 |
163.90 |
+1.50 |
0 |
145 |
+0 |
Total Volume and Open Interest |
1,251 |
23,484 |
-69 |
Sugar #11(ICE) |
Oct11 |
110907 |
28.40 |
29.01 |
28.31 |
28.41 |
+0.12 |
57,114 |
216,739 |
-13,214 |
Mar12 |
110907 |
27.62 |
28.31 |
27.62 |
27.78 |
+0.21 |
34,140 |
187,940 |
+1,093 |
May12 |
110907 |
26.36 |
26.88 |
26.27 |
26.44 |
+0.18 |
5,795 |
49,510 |
+1,338 |
Jul12 |
110907 |
25.05 |
25.55 |
25.02 |
25.17 |
+0.15 |
4,441 |
66,295 |
+886 |
Oct12 |
110907 |
24.40 |
24.82 |
24.36 |
24.46 |
+0.10 |
1,701 |
31,514 |
+261 |
Total Volume and Open Interest |
104,043 |
597,645 |
-9,480 |
London Cocoa(LCE) |
Sep11 |
110907 |
1879 |
1888 |
1850 |
1850 |
-34 |
5,609 |
43,181 |
-1,898 |
Dec11 |
110907 |
1912 |
1920 |
1890 |
1891 |
-26 |
9,612 |
68,001 |
+1,975 |
Mar12 |
110907 |
1933 |
1940 |
1915 |
1916 |
-22 |
4,539 |
44,401 |
+545 |
May12 |
110907 |
1941 |
1948 |
1927 |
1929 |
-18 |
2,500 |
16,112 |
+751 |
Jul12 |
110907 |
1955 |
1955 |
1935 |
1941 |
-13 |
625 |
9,126 |
+199 |
Sep12 |
110907 |
1965 |
1965 |
1946 |
1950 |
-13 |
31 |
5,291 |
+3 |
Dec12 |
110907 |
1971 |
1972 |
1958 |
1958 |
-11 |
37 |
8,757 |
+11 |
Total Volume and Open Interest |
22,954 |
195,775 |
+1,586 |
London Sugar(LCE) |
Oct11 |
110907 |
748.80 |
760.30 |
748.80 |
755.60 |
+4.30 |
6,404 |
15,902 |
-220 |
Dec11 |
110907 |
709.60 |
718.70 |
706.10 |
710.10 |
+1.50 |
3,276 |
12,016 |
+1,063 |
Mar12 |
110907 |
700.00 |
709.90 |
697.60 |
702.30 |
+3.80 |
848 |
11,984 |
+258 |
May12 |
110907 |
692.00 |
692.80 |
685.00 |
692.20 |
+4.00 |
173 |
3,869 |
+59 |
Aug12 |
110907 |
668.00 |
668.80 |
662.90 |
667.80 |
-1.20 |
105 |
2,395 |
-8 |
Total Volume and Open Interest |
10,821 |
48,029 |
+1,147 |
Cotton(ICE) |
Oct11 |
110907 |
106.82 |
110.24 |
106.82 |
110.24 |
+4.00 |
165 |
264 |
-133 |
Dec11 |
110907 |
106.45 |
110.34 |
105.89 |
110.34 |
+4.00 |
6,645 |
91,237 |
-736 |
Mar12 |
110907 |
102.70 |
106.59 |
102.15 |
106.59 |
+4.00 |
1,939 |
35,609 |
+109 |
May12 |
110907 |
102.39 |
105.75 |
102.39 |
105.75 |
+4.00 |
181 |
6,583 |
+74 |
Jul12 |
110907 |
101.37 |
104.87 |
101.37 |
104.87 |
+4.00 |
258 |
9,991 |
+136 |
Oct12 |
110907 |
102.75 |
102.75 |
102.75 |
102.75 |
+4.00 |
0 |
3 |
+0 |
Total Volume and Open Interest |
9,196 |
147,827 |
-552 |
Lumber(CME) |
Sep11 |
110907 |
254.0 |
258.9 |
251.1 |
257.4 |
+3.9 |
429 |
704 |
-265 |
Nov11 |
110907 |
262.8 |
272.0 |
261.1 |
271.7 |
+9.1 |
766 |
6,346 |
+43 |
Jan12 |
110907 |
284.8 |
293.0 |
282.0 |
292.4 |
+9.0 |
167 |
2,135 |
+89 |
Mar12 |
110907 |
298.0 |
302.0 |
294.7 |
301.0 |
+6.0 |
7 |
252 |
-1 |
Total Volume and Open Interest |
1,371 |
9,445 |
-133 |
Crude Oil(NYM) |
Oct11 |
110907 |
86.50 |
90.48 |
86.15 |
89.34 |
+3.32 |
316,166 |
269,097 |
-8,619 |
Nov11 |
110907 |
86.73 |
90.69 |
86.45 |
89.55 |
+3.24 |
63,604 |
194,356 |
+7,271 |
Dec11 |
110907 |
87.11 |
90.96 |
86.85 |
89.86 |
+3.16 |
61,213 |
208,157 |
+1,014 |
Jan12 |
110907 |
87.41 |
91.14 |
87.21 |
90.14 |
+3.09 |
12,593 |
94,564 |
+1,163 |
Feb12 |
110907 |
88.00 |
91.05 |
87.81 |
90.39 |
+3.02 |
5,352 |
32,661 |
+176 |
Mar12 |
110907 |
88.28 |
91.25 |
88.05 |
90.62 |
+2.97 |
6,410 |
40,545 |
-31 |
Apr12 |
110907 |
88.51 |
91.43 |
88.44 |
90.83 |
+2.92 |
3,942 |
26,014 |
-1,601 |
May12 |
110907 |
88.94 |
91.26 |
88.87 |
91.02 |
+2.87 |
2,776 |
25,701 |
-203 |
Jun12 |
110907 |
89.07 |
91.76 |
88.79 |
91.20 |
+2.81 |
11,640 |
77,108 |
-203 |
Jul12 |
110907 |
89.89 |
91.65 |
89.89 |
91.39 |
+2.76 |
3,648 |
33,454 |
-658 |
Aug12 |
110907 |
91.54 |
91.54 |
91.54 |
91.54 |
+2.71 |
2,405 |
16,687 |
+481 |
Sep12 |
110907 |
89.66 |
91.69 |
89.66 |
91.67 |
+2.66 |
2,508 |
18,419 |
-351 |
Oct12 |
110907 |
91.82 |
91.82 |
91.82 |
91.82 |
+2.61 |
2,432 |
14,911 |
+856 |
Nov12 |
110907 |
91.97 |
91.97 |
91.97 |
91.97 |
+2.56 |
773 |
19,113 |
+4 |
Dec12 |
110907 |
89.86 |
92.70 |
89.78 |
92.13 |
+2.51 |
27,485 |
157,386 |
-881 |
Jan13 |
110907 |
92.18 |
92.18 |
92.18 |
92.18 |
+2.47 |
331 |
19,337 |
+39 |
Total Volume and Open Interest |
547,932 |
1,523,907 |
+335 |
e-miNY Crude Oil(NYM) |
Sep11 |
110819 |
81.450 |
83.550 |
79.225 |
82.250 |
-0.125 |
9,194 |
3,327 |
-634 |
Oct11 |
110907 |
86.450 |
90.500 |
86.200 |
89.350 |
+3.325 |
10,882 |
1,958 |
-81 |
Nov11 |
110907 |
86.750 |
90.650 |
86.625 |
89.550 |
+3.250 |
396 |
627 |
+54 |
Dec11 |
110907 |
86.950 |
90.850 |
86.950 |
89.850 |
+3.150 |
134 |
428 |
-4 |
Jan12 |
110907 |
90.150 |
90.150 |
90.150 |
90.150 |
+3.100 |
5 |
273 |
+3 |
Feb12 |
110907 |
90.075 |
90.400 |
90.050 |
90.400 |
+3.025 |
2 |
15 |
+0 |
Mar12 |
110907 |
90.625 |
90.625 |
90.625 |
90.625 |
+2.975 |
0 |
21 |
+0 |
Apr12 |
110907 |
90.825 |
90.825 |
90.825 |
90.825 |
+2.925 |
0 |
8 |
+0 |
May12 |
110907 |
91.025 |
91.025 |
91.025 |
91.025 |
+2.875 |
0 |
7 |
+0 |
Jun12 |
110907 |
91.200 |
91.200 |
91.200 |
91.200 |
+2.800 |
0 |
12 |
-5 |
Total Volume and Open Interest |
11,479 |
3,561 |
-93 |
Heating Oil(NYM) |
Oct11 |
110907 |
302.00 |
308.76 |
300.96 |
307.56 |
+6.54 |
64,524 |
93,924 |
+329 |
Nov11 |
110907 |
302.68 |
309.75 |
301.94 |
308.56 |
+6.58 |
17,503 |
45,388 |
+1,089 |
Dec11 |
110907 |
303.80 |
310.44 |
302.82 |
309.47 |
+6.64 |
15,415 |
53,932 |
+449 |
Jan12 |
110907 |
305.33 |
310.55 |
305.06 |
310.47 |
+6.71 |
9,420 |
34,321 |
+1,240 |
Feb12 |
110907 |
305.14 |
310.09 |
304.90 |
310.09 |
+6.75 |
2,057 |
11,750 |
+159 |
Mar12 |
110907 |
302.30 |
309.00 |
302.12 |
308.78 |
+6.81 |
1,753 |
9,919 |
-249 |
Apr12 |
110907 |
301.34 |
306.41 |
301.34 |
306.41 |
+6.88 |
1,330 |
6,190 |
+551 |
May12 |
110907 |
303.11 |
304.24 |
303.11 |
304.24 |
+6.90 |
601 |
5,853 |
+8 |
Jun12 |
110907 |
298.79 |
303.20 |
298.25 |
303.17 |
+6.87 |
2,434 |
29,604 |
+829 |
Jul12 |
110907 |
303.00 |
303.37 |
303.00 |
303.37 |
+6.87 |
101 |
2,610 |
+56 |
Aug12 |
110907 |
303.80 |
303.80 |
303.80 |
303.80 |
+6.82 |
86 |
1,263 |
-3 |
Sep12 |
110907 |
304.27 |
304.27 |
304.27 |
304.27 |
+6.79 |
265 |
2,286 |
+31 |
Total Volume and Open Interest |
117,448 |
312,753 |
+4,800 |
Gasoline(NYMEX) |
Oct11 |
110907 |
282.70 |
291.75 |
282.10 |
290.80 |
+8.54 |
56,161 |
80,629 |
-2,884 |
Nov11 |
110907 |
279.30 |
287.27 |
278.05 |
286.06 |
+8.18 |
30,885 |
44,925 |
+422 |
Dec11 |
110907 |
276.53 |
284.20 |
275.67 |
283.17 |
+7.99 |
17,498 |
45,472 |
+1,541 |
Jan12 |
110907 |
277.77 |
282.66 |
277.27 |
282.66 |
+7.96 |
6,595 |
28,105 |
+1,194 |
Feb12 |
110907 |
278.15 |
283.16 |
277.80 |
283.16 |
+8.05 |
2,144 |
9,484 |
+332 |
Mar12 |
110907 |
277.77 |
283.96 |
277.72 |
283.96 |
+8.21 |
1,890 |
12,162 |
+35 |
Apr12 |
110907 |
292.43 |
294.44 |
292.43 |
294.44 |
+8.33 |
1,416 |
7,761 |
+299 |
May12 |
110907 |
293.59 |
293.59 |
293.59 |
293.59 |
+8.25 |
679 |
3,890 |
+143 |
Jun12 |
110907 |
286.54 |
292.07 |
285.30 |
292.07 |
+8.18 |
1,398 |
12,802 |
+156 |
Jul12 |
110907 |
289.46 |
289.46 |
289.46 |
289.46 |
+7.99 |
318 |
1,429 |
+307 |
Total Volume and Open Interest |
119,518 |
261,739 |
+1,985 |
e-miNY RBOB Gasoline(NYM) |
Oct11 |
110907 |
290.80 |
290.80 |
290.80 |
290.80 |
+8.50 |
0 |
1 |
+0 |
Nov11 |
110907 |
286.10 |
286.10 |
286.06 |
286.10 |
+8.20 |
|
|
|
Dec11 |
110907 |
283.20 |
283.20 |
283.17 |
283.20 |
+8.00 |
|
|
|
Jan12 |
110907 |
282.70 |
282.70 |
282.66 |
282.70 |
+8.00 |
0 |
1 |
+0 |
Total Volume and Open Interest |
0 |
3 |
+0 |
Natural Gas(NYM) |
Oct11 |
110907 |
3.925 |
4.038 |
3.900 |
3.940 |
+0.002 |
107,033 |
180,780 |
-11,271 |
Nov11 |
110907 |
4.038 |
4.137 |
4.004 |
4.045 |
+0.002 |
48,020 |
193,536 |
+140 |
Dec11 |
110907 |
4.260 |
4.341 |
4.220 |
4.251 |
-0.008 |
36,820 |
80,301 |
+651 |
Jan12 |
110907 |
4.387 |
4.463 |
4.339 |
4.374 |
-0.009 |
25,745 |
155,371 |
-629 |
Feb12 |
110907 |
4.364 |
4.466 |
4.350 |
4.384 |
-0.006 |
5,141 |
36,496 |
+146 |
Mar12 |
110907 |
4.335 |
4.432 |
4.320 |
4.353 |
-0.006 |
8,965 |
43,405 |
+83 |
Apr12 |
110907 |
4.321 |
4.413 |
4.306 |
4.326 |
-0.018 |
16,128 |
78,187 |
+1,946 |
May12 |
110907 |
4.349 |
4.436 |
4.333 |
4.355 |
-0.018 |
2,360 |
18,010 |
+273 |
Jun12 |
110907 |
4.414 |
4.477 |
4.379 |
4.397 |
-0.017 |
1,349 |
14,170 |
+639 |
Jul12 |
110907 |
4.438 |
4.519 |
4.432 |
4.443 |
-0.017 |
613 |
10,906 |
+130 |
Aug12 |
110907 |
4.462 |
4.545 |
4.462 |
4.471 |
-0.016 |
455 |
10,117 |
+113 |
Sep12 |
110907 |
4.467 |
4.555 |
4.467 |
4.476 |
-0.016 |
1,072 |
9,339 |
-259 |
Oct12 |
110907 |
4.502 |
4.578 |
4.489 |
4.506 |
-0.016 |
5,602 |
42,728 |
+1,576 |
Nov12 |
110907 |
4.699 |
4.740 |
4.662 |
4.673 |
-0.019 |
359 |
8,457 |
+187 |
Dec12 |
110907 |
4.965 |
5.002 |
4.924 |
4.937 |
-0.020 |
820 |
12,331 |
+161 |
Jan13 |
110907 |
5.075 |
5.130 |
5.059 |
5.070 |
-0.022 |
1,151 |
19,811 |
+100 |
Total Volume and Open Interest |
263,863 |
977,952 |
-4,567 |
Brent Crude Oil(ICE) |
Oct11 |
110907 |
113.41 |
116.50 |
112.70 |
115.80 |
+2.91 |
188,944 |
140,967 |
+4,651 |
Nov11 |
110907 |
112.38 |
115.48 |
111.76 |
114.81 |
+2.88 |
110,545 |
159,990 |
+13,380 |
Dec11 |
110907 |
111.36 |
114.84 |
111.21 |
114.18 |
+2.90 |
93,523 |
142,314 |
-928 |
Jan12 |
110907 |
111.66 |
114.43 |
110.90 |
113.78 |
+2.88 |
17,798 |
45,691 |
+377 |
Feb12 |
110907 |
111.41 |
114.10 |
110.75 |
113.46 |
+2.84 |
5,256 |
21,932 |
+264 |
Mar12 |
110907 |
111.07 |
113.82 |
110.64 |
113.19 |
+2.78 |
5,521 |
42,099 |
+296 |
Apr12 |
110907 |
111.05 |
113.61 |
110.50 |
112.99 |
+2.72 |
3,065 |
14,110 |
+326 |
May12 |
110907 |
110.26 |
113.39 |
110.26 |
112.79 |
+2.67 |
2,478 |
15,191 |
-48 |
Jun12 |
110907 |
110.08 |
113.15 |
110.08 |
112.57 |
+2.62 |
19,881 |
47,960 |
+1,222 |
Jul12 |
110907 |
112.39 |
112.39 |
112.39 |
112.39 |
+2.58 |
1,648 |
11,203 |
+514 |
Aug12 |
110907 |
112.19 |
112.19 |
112.19 |
112.19 |
+2.55 |
893 |
7,873 |
+334 |
Sep12 |
110907 |
111.94 |
111.94 |
111.94 |
111.94 |
+2.52 |
1,432 |
11,085 |
+106 |
Oct12 |
110907 |
111.70 |
111.70 |
111.70 |
111.70 |
+2.49 |
964 |
6,578 |
+255 |
Nov12 |
110907 |
111.40 |
111.40 |
111.40 |
111.40 |
+2.46 |
726 |
8,760 |
+143 |
Total Volume and Open Interest |
477,789 |
856,986 |
+23,362 |
Gas Oil(ICE) |
Sep11 |
110907 |
950.50 |
968.50 |
945.75 |
966.75 |
+27.50 |
38,406 |
42,508 |
-10,414 |
Oct11 |
110907 |
950.00 |
969.00 |
945.25 |
966.75 |
+29.00 |
97,567 |
150,730 |
+8,346 |
Nov11 |
110907 |
948.75 |
967.25 |
943.00 |
964.75 |
+29.75 |
46,134 |
73,873 |
+2,284 |
Dec11 |
110907 |
945.75 |
964.75 |
940.75 |
962.50 |
+30.50 |
29,641 |
75,602 |
+3,101 |
Jan12 |
110907 |
944.00 |
963.50 |
941.75 |
961.00 |
+30.75 |
6,841 |
57,205 |
+1,156 |
Feb12 |
110907 |
942.50 |
959.50 |
942.25 |
959.50 |
+31.00 |
4,002 |
25,557 |
+1,002 |
Mar12 |
110907 |
940.50 |
957.75 |
940.25 |
957.75 |
+31.00 |
2,296 |
19,375 |
+372 |
Apr12 |
110907 |
938.50 |
955.75 |
938.25 |
955.75 |
+31.00 |
2,166 |
15,138 |
+260 |
May12 |
110907 |
936.50 |
954.00 |
936.25 |
954.00 |
+31.00 |
1,954 |
12,517 |
+634 |
Jun12 |
110907 |
935.50 |
953.25 |
932.00 |
953.25 |
+31.25 |
5,111 |
39,241 |
+193 |
Total Volume and Open Interest |
238,350 |
593,651 |
+7,299 |
Ethanol(CBOT) |
Sep11 |
110906 |
2.835 |
2.850 |
2.835 |
2.840 |
-0.052 |
84 |
85 |
-31 |
Oct11 |
110907 |
2.830 |
2.830 |
2.803 |
2.809 |
-0.007 |
267 |
1,376 |
+33 |
Nov11 |
110907 |
2.765 |
2.780 |
2.761 |
2.764 |
-0.007 |
85 |
1,139 |
-28 |
Dec11 |
110907 |
2.755 |
2.755 |
2.735 |
2.740 |
-0.010 |
85 |
1,359 |
+15 |
Jan12 |
110907 |
2.685 |
2.700 |
2.676 |
2.685 |
-0.006 |
96 |
800 |
-3 |
Feb12 |
110907 |
2.698 |
2.698 |
2.665 |
2.670 |
-0.010 |
70 |
985 |
+32 |
Mar12 |
110907 |
2.703 |
2.703 |
2.688 |
2.688 |
-0.001 |
42 |
1,056 |
+24 |
Apr12 |
110907 |
2.713 |
2.713 |
2.688 |
2.692 |
-0.006 |
54 |
719 |
+14 |
Total Volume and Open Interest |
861 |
10,488 |
+57 |
WTI Crude Oil(ICE) |
Oct11 |
110907 |
86.40 |
90.31 |
86.17 |
89.34 |
+3.32 |
66,414 |
57,158 |
-2,539 |
Nov11 |
110907 |
86.66 |
90.50 |
86.55 |
89.55 |
+3.24 |
12,864 |
50,518 |
+1,863 |
Dec11 |
110907 |
87.04 |
90.70 |
86.89 |
89.86 |
+3.16 |
21,478 |
99,403 |
+295 |
Jan12 |
110907 |
87.22 |
90.84 |
87.22 |
90.14 |
+3.09 |
4,681 |
24,027 |
+262 |
Feb12 |
110907 |
87.64 |
91.00 |
87.64 |
90.39 |
+3.02 |
2,138 |
10,096 |
+443 |
Mar12 |
110907 |
87.90 |
91.18 |
87.80 |
90.62 |
+2.97 |
2,425 |
15,734 |
+11 |
Apr12 |
110907 |
88.60 |
90.83 |
88.49 |
90.83 |
+2.92 |
1,016 |
4,702 |
+146 |
May12 |
110907 |
88.34 |
91.02 |
88.34 |
91.02 |
+2.87 |
1,371 |
6,543 |
+80 |
Jun12 |
110907 |
88.71 |
91.65 |
88.71 |
91.20 |
+2.81 |
7,336 |
29,121 |
+444 |
Jul12 |
110907 |
91.39 |
91.39 |
91.39 |
91.39 |
+2.76 |
945 |
7,213 |
+500 |
Aug12 |
110907 |
91.54 |
91.54 |
91.54 |
91.54 |
+2.71 |
327 |
3,953 |
+5 |
Sep12 |
110907 |
91.67 |
91.67 |
91.67 |
91.67 |
+2.66 |
73 |
6,717 |
+4 |
Oct12 |
110907 |
91.82 |
91.82 |
91.82 |
91.82 |
+2.61 |
26 |
1,424 |
+10 |
Nov12 |
110907 |
91.97 |
91.97 |
91.97 |
91.97 |
+2.56 |
37 |
2,527 |
+11 |
Dec12 |
110907 |
89.66 |
92.70 |
89.66 |
92.13 |
+2.51 |
5,368 |
46,078 |
-434 |
Jan13 |
110907 |
92.18 |
92.18 |
92.18 |
92.18 |
+2.47 |
14 |
1,962 |
+0 |
Total Volume and Open Interest |
129,417 |
456,945 |
+1,248 |
US Dollar Index(ICE) |
Sep11 |
110907 |
75.940 |
75.965 |
75.320 |
75.565 |
-0.493 |
49,516 |
47,678 |
-64 |
Dec11 |
110907 |
76.330 |
76.330 |
75.730 |
75.945 |
-0.467 |
3,319 |
2,883 |
+1,183 |
Mar12 |
110907 |
76.500 |
76.500 |
76.375 |
76.375 |
-0.357 |
0 |
4 |
+0 |
Total Volume and Open Interest |
52,836 |
50,566 |
+1,120 |
Australian Dollar(CME) |
Sep11 |
110907 |
104.75 |
106.48 |
104.66 |
106.32 |
+1.61 |
200,847 |
111,538 |
-11,831 |
Dec11 |
110907 |
103.68 |
105.28 |
103.60 |
105.18 |
+1.57 |
21,350 |
19,956 |
+17,529 |
Mar12 |
110907 |
104.19 |
104.19 |
102.69 |
104.19 |
+1.50 |
0 |
5 |
+0 |
Total Volume and Open Interest |
222,211 |
131,598 |
+5,698 |
British Pound(CME) |
Sep11 |
110907 |
159.42 |
160.38 |
159.14 |
159.76 |
+0.43 |
178,104 |
102,619 |
+1,525 |
Dec11 |
110907 |
159.35 |
160.14 |
159.01 |
159.62 |
+0.43 |
8,947 |
7,718 |
+4,942 |
Mar12 |
110907 |
159.16 |
159.48 |
159.05 |
159.48 |
+0.43 |
0 |
29 |
+0 |
Total Volume and Open Interest |
187,051 |
110,372 |
+6,467 |
Canadian Dollar(CME) |
Sep11 |
110907 |
100.95 |
101.68 |
100.83 |
101.41 |
+0.44 |
150,235 |
94,531 |
+3,717 |
Dec11 |
110907 |
100.81 |
101.45 |
100.67 |
101.22 |
+0.43 |
3,179 |
11,991 |
+1,356 |
Mar12 |
110907 |
101.06 |
101.13 |
100.70 |
101.13 |
+0.43 |
79 |
2,039 |
+22 |
Jun12 |
110907 |
100.85 |
101.03 |
100.59 |
101.03 |
+0.44 |
4 |
416 |
+3 |
Total Volume and Open Interest |
153,504 |
109,190 |
+5,105 |
Japanese Yen(CME) |
Sep11 |
110907 |
128.93 |
129.78 |
128.67 |
129.33 |
+0.51 |
200,191 |
117,277 |
-10,214 |
Dec11 |
110907 |
129.15 |
129.92 |
128.85 |
129.48 |
+0.48 |
6,244 |
6,059 |
+3,283 |
Mar12 |
110907 |
129.70 |
129.81 |
129.22 |
129.65 |
+0.43 |
1 |
55 |
+1 |
Total Volume and Open Interest |
206,436 |
123,412 |
-6,930 |
Swiss Franc(CME) |
Sep11 |
110907 |
116.02 |
117.14 |
115.99 |
116.59 |
+0.47 |
79,787 |
43,167 |
+1,272 |
Dec11 |
110907 |
116.40 |
117.53 |
116.40 |
116.90 |
+0.36 |
4,015 |
2,565 |
-51 |
Mar12 |
110907 |
117.34 |
117.34 |
116.99 |
117.25 |
+0.26 |
6 |
42 |
+2 |
Total Volume and Open Interest |
83,808 |
45,785 |
+1,223 |
EuroFX(CME) |
Sep11 |
110907 |
140.00 |
141.49 |
139.91 |
140.89 |
+1.03 |
605,886 |
193,623 |
+15,681 |
Dec11 |
110907 |
139.91 |
141.40 |
139.90 |
140.82 |
+1.02 |
16,965 |
14,619 |
+6,372 |
Mar12 |
110907 |
140.75 |
140.79 |
139.78 |
140.79 |
+1.01 |
13 |
438 |
+4 |
Total Volume and Open Interest |
622,865 |
209,515 |
+22,057 |
Mexican Peso(CME) |
Sep11 |
110907 |
797.8 |
804.5 |
797.8 |
802.0 |
+5.0 |
36,448 |
88,122 |
-2,382 |
Oct11 |
110907 |
799.5 |
799.5 |
794.5 |
799.5 |
+5.0 |
|
|
|
Total Volume and Open Interest |
44,093 |
111,130 |
+1,262 |
Brazilian Real(CME) |
Oct11 |
110907 |
599.95 |
599.95 |
598.20 |
599.95 |
+1.45 |
|
|
|
Nov11 |
110907 |
597.30 |
597.30 |
595.40 |
597.30 |
+1.40 |
|
|
|
Dec11 |
110907 |
591.80 |
594.70 |
590.00 |
594.70 |
+1.40 |
755 |
3,343 |
-231 |
Jan12 |
110907 |
592.10 |
592.10 |
589.80 |
592.10 |
+1.40 |
0 |
14,366 |
+0 |
Total Volume and Open Interest |
755 |
33,956 |
-231 |
30-Year T-Bonds(CBOT) |
Sep11 |
110907 |
141~240 |
142~010 |
140~160 |
140~240 |
-1~090 |
26,060 |
40,929 |
-5,453 |
Dec11 |
110907 |
140~210 |
140~220 |
139~070 |
139~170 |
-1~090 |
405,551 |
601,614 |
-6,592 |
Mar12 |
110907 |
139~060 |
139~260 |
138~080 |
138~170 |
-1~090 |
13 |
37 |
+9 |
Total Volume and Open Interest |
431,624 |
642,580 |
-12,036 |
10-Year T-Notes(CBOT) |
Sep11 |
110907 |
131~045 |
131~070 |
130~215 |
130~285 |
-0~105 |
62,875 |
52,296 |
-21,730 |
Dec11 |
110907 |
130~085 |
130~085 |
129~230 |
129~305 |
-0~110 |
1,228,353 |
1,713,917 |
-11,129 |
Mar12 |
110907 |
129~005 |
129~095 |
129~005 |
129~005 |
-0~090 |
3 |
3 |
+2 |
Total Volume and Open Interest |
1,291,231 |
1,766,216 |
-32,857 |
5-Year T-Notes(CBOT) |
Sep11 |
110907 |
123~092 |
123~099 |
123~069 |
123~085 |
-0~014 |
43,914 |
79,572 |
-11,535 |
Dec11 |
110907 |
122~109 |
122~110 |
122~078 |
122~096 |
-0~016 |
549,002 |
1,271,804 |
+2,163 |
Mar12 |
110907 |
121~120 |
122~008 |
121~120 |
121~120 |
-0~016 |
|
|
|
Total Volume and Open Interest |
592,916 |
1,351,376 |
-9,372 |
2 Year T-Notes(CBOT) |
Sep11 |
110907 |
110~033 |
110~035 |
110~032 |
110~034 |
-0~001 |
21,053 |
43,727 |
-8,876 |
Dec11 |
110907 |
110~030 |
110~031 |
110~028 |
110~031 |
-0~001 |
211,319 |
726,459 |
+9,273 |
Mar12 |
110907 |
110~025 |
110~026 |
110~025 |
110~025 |
-0~001 |
0 |
100 |
+0 |
Total Volume and Open Interest |
232,372 |
770,286 |
+397 |
Eurodollars(CME) |
Sep11 |
110907 |
99.628 |
99.637 |
99.620 |
99.632 |
+0.012 |
230,819 |
1,093,566 |
-27,413 |
Dec11 |
110907 |
99.445 |
99.480 |
99.435 |
99.465 |
+0.020 |
421,185 |
1,064,792 |
-35,719 |
Mar12 |
110907 |
99.450 |
99.470 |
99.440 |
99.455 |
+0.005 |
237,065 |
1,045,041 |
+14,946 |
Jun12 |
110907 |
99.470 |
99.485 |
99.455 |
99.470 |
unch |
180,572 |
1,185,342 |
-9,436 |
Sep12 |
110907 |
99.480 |
99.490 |
99.465 |
99.475 |
-0.010 |
164,441 |
829,071 |
+1,158 |
Dec12 |
110907 |
99.465 |
99.480 |
99.450 |
99.465 |
-0.015 |
137,621 |
765,251 |
-263 |
Mar13 |
110907 |
99.465 |
99.480 |
99.445 |
99.460 |
-0.020 |
120,854 |
711,607 |
-2,426 |
Jun13 |
110907 |
99.415 |
99.425 |
99.390 |
99.405 |
-0.025 |
112,182 |
569,473 |
-966 |
Sep13 |
110907 |
99.320 |
99.330 |
99.285 |
99.305 |
-0.025 |
94,066 |
507,817 |
+4,323 |
Dec13 |
110907 |
99.150 |
99.175 |
99.115 |
99.145 |
-0.025 |
84,382 |
410,013 |
-1,994 |
Mar14 |
110907 |
98.990 |
99.015 |
98.940 |
98.980 |
-0.025 |
71,318 |
278,956 |
-1,819 |
Jun14 |
110907 |
98.795 |
98.820 |
98.745 |
98.790 |
-0.020 |
74,079 |
283,323 |
+653 |
Sep14 |
110907 |
98.600 |
98.630 |
98.545 |
98.595 |
-0.015 |
57,902 |
153,026 |
-219 |
Dec14 |
110907 |
98.400 |
98.425 |
98.340 |
98.390 |
-0.015 |
56,033 |
162,210 |
-7,884 |
Mar15 |
110907 |
98.195 |
98.240 |
98.150 |
98.200 |
-0.010 |
41,099 |
128,301 |
-5,581 |
Jun15 |
110907 |
6.265 |
6.305 |
6.210 |
6.265 |
-0.010 |
32,993 |
122,067 |
-2,595 |
Sep15 |
110907 |
6.085 |
6.125 |
6.025 |
6.080 |
-0.010 |
17,062 |
74,010 |
+946 |
Dec15 |
110907 |
5.890 |
5.935 |
5.835 |
5.895 |
-0.015 |
22,739 |
73,018 |
+2,580 |
Total Volume and Open Interest |
2,213,197 |
9,701,993 |
-72,082 |
30 Day Federal Funds(CBOT) |
Sep11 |
110907 |
99.912 |
99.912 |
99.908 |
99.910 |
unch |
1,333 |
54,065 |
-85 |
Oct11 |
110907 |
99.910 |
99.915 |
99.910 |
99.915 |
unch |
859 |
59,556 |
+63 |
Nov11 |
110907 |
99.915 |
99.920 |
99.915 |
99.915 |
unch |
4,529 |
55,435 |
-618 |
Dec11 |
110907 |
99.920 |
99.925 |
99.915 |
99.920 |
unch |
897 |
66,248 |
+45 |
Jan12 |
110907 |
99.920 |
99.920 |
99.915 |
99.915 |
unch |
2,099 |
56,829 |
-428 |
Feb12 |
110907 |
99.915 |
99.920 |
99.910 |
99.915 |
unch |
8,139 |
48,721 |
-269 |
Total Volume and Open Interest |
31,032 |
711,422 |
-1,620 |
30 Day Fed Funds(e-CBOT) |
3-Mth Euro-Yen(CME) |
Sep11 |
110907 |
99.677 |
99.677 |
99.677 |
99.677 |
+0.002 |
0 |
191 |
+0 |
Dec11 |
110907 |
99.688 |
99.688 |
99.688 |
99.688 |
-0.012 |
0 |
332 |
+0 |
Mar12 |
110907 |
99.688 |
99.688 |
99.688 |
99.688 |
-0.012 |
0 |
340 |
+0 |
Jun12 |
110907 |
99.685 |
99.685 |
99.685 |
99.685 |
-0.013 |
|
|
|
Sep12 |
110907 |
99.610 |
99.610 |
99.610 |
99.610 |
-0.010 |
|
|
|
Dec12 |
110907 |
99.670 |
99.670 |
99.670 |
99.670 |
-0.010 |
|
|
|
Mar13 |
110907 |
99.670 |
99.670 |
99.670 |
99.670 |
-0.010 |
|
|
|
Jun13 |
110907 |
99.625 |
99.625 |
99.625 |
99.625 |
-0.010 |
|
|
|
Sep13 |
110907 |
99.485 |
99.485 |
99.485 |
99.485 |
-0.010 |
|
|
|
Dec13 |
110907 |
99.345 |
99.345 |
99.345 |
99.345 |
-0.010 |
|
|
|
Total Volume and Open Interest |
0 |
863 |
+0 |
3-Mth Euro-Yen(SGX) |
Sep11 |
110907 |
99.68 |
99.68 |
99.68 |
99.68 |
+0.00 |
14 |
1,597 |
-14 |
Dec11 |
110907 |
99.69 |
99.69 |
99.69 |
99.69 |
-0.01 |
0 |
2,289 |
+0 |
Mar12 |
110907 |
99.69 |
99.69 |
99.69 |
99.69 |
-0.01 |
150 |
2,338 |
-50 |
Jun12 |
110907 |
99.68 |
99.68 |
99.68 |
99.68 |
-0.01 |
0 |
1,380 |
+0 |
Sep12 |
110907 |
99.61 |
99.61 |
99.61 |
99.61 |
-0.01 |
0 |
411 |
+0 |
Dec12 |
110907 |
99.67 |
99.67 |
99.67 |
99.67 |
-0.01 |
2 |
51 |
+2 |
Mar13 |
110907 |
99.67 |
99.67 |
99.67 |
99.67 |
-0.01 |
0 |
1 |
+0 |
Jun13 |
110907 |
99.62 |
99.62 |
99.62 |
99.62 |
-0.01 |
|
|
|
Total Volume and Open Interest |
166 |
8,069 |
-62 |
Japanese Gov't Bonds(SGX) |
Sep11 |
110906 |
142.82 |
143.07 |
142.78 |
142.90 |
+0.12 |
11,077 |
22,354 |
-215 |
Dec11 |
110907 |
142.67 |
142.76 |
142.53 |
142.54 |
-0.10 |
15,638 |
23,729 |
+11,394 |
Mar12 |
110907 |
140.45 |
140.45 |
140.45 |
140.45 |
-0.10 |
|
|
|
Total Volume and Open Interest |
31,834 |
36,232 |
+1,543 |
Euro-Bund(EUREX) |
Sep11 |
110907 |
137.94 |
138.27 |
137.53 |
137.80 |
-0.81 |
1,620,154 |
247,220 |
-391,740 |
Dec11 |
110907 |
136.35 |
136.63 |
135.89 |
136.15 |
-0.86 |
924,766 |
713,350 |
+302,252 |
Mar12 |
110907 |
136.36 |
136.75 |
136.23 |
136.32 |
-0.69 |
318 |
42 |
+23 |
Total Volume and Open Interest |
2,545,238 |
960,612 |
-89,465 |
Euro-Bobl(EUREX) |
Sep11 |
110907 |
123.25 |
123.58 |
123.14 |
123.33 |
-0.35 |
962,618 |
219,752 |
-254,088 |
Dec11 |
110907 |
122.13 |
122.33 |
121.94 |
122.12 |
-0.41 |
601,400 |
557,824 |
+246,989 |
Mar12 |
110907 |
122.27 |
122.27 |
122.27 |
122.27 |
-0.41 |
|
|
|
Total Volume and Open Interest |
1,564,018 |
777,576 |
-7,099 |
3-Mth Euribor(EUREX) |
Sep11 |
110907 |
98.530 |
98.530 |
98.520 |
98.525 |
-0.035 |
516 |
1,779 |
-181 |
Dec11 |
110907 |
98.795 |
98.810 |
98.780 |
98.785 |
-0.060 |
221 |
1,501 |
+95 |
Mar12 |
110907 |
98.920 |
98.920 |
98.900 |
98.900 |
-0.050 |
149 |
2,360 |
+128 |
Total Volume and Open Interest |
991 |
9,998 |
-22 |
Long Gilt(LIFFE) |
Sep11 |
110907 |
130~07 |
130~25 |
130~07 |
130~11 |
-0~13 |
6,132 |
56,054 |
-1,246 |
Dec11 |
110907 |
128~30 |
129~17 |
128~23 |
129~01 |
-0~13 |
151,533 |
360,297 |
+11,718 |
Total Volume and Open Interest |
157,665 |
416,351 |
+10,472 |
3-Mth Short Sterling(LIFFE) |
Sep11 |
110907 |
99.06 |
99.09 |
99.06 |
99.08 |
+0.01 |
53,718 |
357,620 |
-12,088 |
Dec11 |
110907 |
98.96 |
99.01 |
98.96 |
99.00 |
+0.03 |
82,925 |
457,608 |
+6,310 |
Mar12 |
110907 |
99.00 |
99.05 |
99.00 |
99.04 |
+0.03 |
71,820 |
358,339 |
+5,935 |
Jun12 |
110907 |
99.02 |
99.08 |
98.96 |
99.07 |
+0.03 |
64,534 |
240,973 |
+2,476 |
Sep12 |
110907 |
99.06 |
99.10 |
99.02 |
99.08 |
+0.02 |
57,889 |
267,636 |
+2,586 |
Dec12 |
110907 |
99.03 |
99.07 |
98.98 |
99.05 |
+0.02 |
39,481 |
234,313 |
+937 |
Total Volume and Open Interest |
451,232 |
2,413,129 |
+10,668 |
3-Mth Euribor(LIFFE) |
Sep11 |
110907 |
98.545 |
98.545 |
98.520 |
98.525 |
-0.035 |
128,015 |
652,234 |
-18,979 |
Dec11 |
110907 |
98.835 |
98.835 |
98.770 |
98.785 |
-0.060 |
171,787 |
654,094 |
-9,282 |
Mar12 |
110907 |
98.915 |
98.935 |
98.880 |
98.900 |
-0.050 |
110,467 |
491,068 |
+4,308 |
Total Volume and Open Interest |
861,628 |
3,590,529 |
-12,467 |
3-Mth Aus T-Bills(SFE) |
Sep11 |
110907 |
95.21 |
95.22 |
95.17 |
95.18 |
-0.04 |
42,246 |
97,608 |
-21,599 |
Dec11 |
110907 |
95.77 |
95.81 |
95.61 |
95.63 |
-0.16 |
61,632 |
256,558 |
+6,523 |
Mar12 |
110907 |
96.11 |
96.14 |
95.89 |
95.92 |
-0.21 |
30,944 |
173,698 |
+1,426 |
Jun12 |
110907 |
96.14 |
96.21 |
95.96 |
96.01 |
-0.18 |
10,344 |
95,059 |
-1,100 |
Sep12 |
110907 |
96.07 |
96.13 |
95.91 |
95.97 |
-0.14 |
6,058 |
65,399 |
-134 |
Dec12 |
110907 |
95.96 |
95.99 |
95.81 |
95.87 |
-0.12 |
3,460 |
40,217 |
-757 |
Mar13 |
110907 |
95.82 |
95.87 |
95.71 |
95.75 |
-0.11 |
2,335 |
38,655 |
+200 |
Jun13 |
110907 |
95.72 |
95.77 |
95.61 |
95.64 |
-0.10 |
1,345 |
19,809 |
+422 |
Sep13 |
110907 |
95.63 |
95.68 |
95.52 |
95.54 |
-0.11 |
86 |
3,745 |
+16 |
Dec13 |
110907 |
95.52 |
95.60 |
95.43 |
95.45 |
-0.11 |
18 |
1,802 |
+14 |
Total Volume and Open Interest |
158,496 |
792,697 |
-14,988 |
10-Year Aus T-Bonds(SFE) |
Sep11 |
110907 |
95.77 |
95.80 |
95.66 |
95.67 |
-0.12 |
52,024 |
389,443 |
-2,424 |
Dec11 |
110907 |
95.75 |
95.75 |
95.64 |
95.64 |
-0.12 |
1,043 |
965 |
+725 |
Total Volume and Open Interest |
53,067 |
390,408 |
-1,699 |
3-Year Aus T-Bonds(SFE) |
Sep11 |
110907 |
96.31 |
96.35 |
96.16 |
96.19 |
-0.15 |
175,225 |
657,979 |
-3,809 |
Dec11 |
110907 |
96.31 |
96.31 |
96.23 |
96.24 |
-0.15 |
2,072 |
2,073 |
+943 |
Total Volume and Open Interest |
177,297 |
660,052 |
-2,866 |
Gold(CMX) |
Oct11 |
110907 |
1874.1 |
1880.2 |
1791.0 |
1814.9 |
-55.7 |
22,129 |
33,776 |
+152 |
Dec11 |
110907 |
1876.0 |
1883.2 |
1793.8 |
1817.6 |
-55.7 |
414,591 |
352,851 |
+6,949 |
Feb12 |
110907 |
1874.9 |
1883.0 |
1798.6 |
1819.3 |
-55.8 |
5,593 |
31,406 |
+474 |
Apr12 |
110907 |
1878.0 |
1886.4 |
1800.5 |
1821.0 |
-55.9 |
841 |
8,417 |
+223 |
Jun12 |
110907 |
1880.2 |
1887.1 |
1811.0 |
1822.9 |
-55.9 |
1,478 |
17,006 |
-89 |
Aug12 |
110907 |
1852.2 |
1852.2 |
1802.9 |
1824.8 |
-55.9 |
191 |
6,396 |
+34 |
Oct12 |
110907 |
1884.9 |
1884.9 |
1820.3 |
1826.7 |
-55.9 |
83 |
4,301 |
+3 |
Dec12 |
110907 |
1884.0 |
1890.0 |
1812.5 |
1828.6 |
-56.0 |
422 |
14,019 |
+118 |
Feb13 |
110907 |
1829.5 |
1830.8 |
1826.2 |
1830.8 |
-56.2 |
2 |
3,121 |
+0 |
Apr13 |
110907 |
1832.9 |
1832.9 |
1832.9 |
1832.9 |
-56.3 |
1 |
335 |
+1 |
Jun13 |
110907 |
1845.0 |
1845.0 |
1814.7 |
1835.3 |
-56.4 |
262 |
12,130 |
+73 |
Total Volume and Open Interest |
447,295 |
523,294 |
+8,416 |
Silver(CMX) |
Sep11 |
110907 |
4189.5 |
4189.5 |
4058.0 |
4157.2 |
-24.6 |
421 |
975 |
-153 |
Dec11 |
110907 |
4200.0 |
4227.5 |
4038.5 |
4163.1 |
-23.7 |
66,820 |
78,281 |
-492 |
Mar12 |
110907 |
4120.0 |
4180.0 |
4060.0 |
4165.4 |
-23.7 |
942 |
7,748 |
+307 |
May12 |
110907 |
4065.5 |
4165.4 |
4065.5 |
4165.4 |
-23.6 |
41 |
2,504 |
-3 |
Jul12 |
110907 |
4164.2 |
4164.2 |
4164.2 |
4164.2 |
-23.6 |
36 |
1,955 |
-36 |
Sep12 |
110907 |
4161.5 |
4161.5 |
4161.5 |
4161.5 |
-23.6 |
21 |
539 |
+5 |
Dec12 |
110907 |
4193.0 |
4193.0 |
4061.0 |
4154.2 |
-23.5 |
139 |
8,975 |
+24 |
Total Volume and Open Interest |
69,690 |
113,449 |
-184 |
Platinum(NYMEX) |
Oct11 |
110907 |
1857.1 |
1864.5 |
1815.5 |
1828.7 |
-29.5 |
13,536 |
34,978 |
-76 |
Jan12 |
110907 |
1858.8 |
1860.0 |
1819.8 |
1832.6 |
-29.4 |
1,537 |
6,051 |
+817 |
Apr12 |
110907 |
1849.7 |
1849.7 |
1824.6 |
1836.7 |
-29.7 |
350 |
1,096 |
+326 |
Jul12 |
110907 |
1841.0 |
1841.0 |
1841.0 |
1841.0 |
-29.6 |
4 |
21 |
+0 |
Total Volume and Open Interest |
15,427 |
42,146 |
+1,067 |
Palladium(NYMEX) |
Sep11 |
110907 |
750.25 |
750.85 |
750.25 |
750.85 |
+3.40 |
18 |
461 |
-13 |
Dec11 |
110907 |
753.00 |
758.70 |
746.50 |
752.70 |
+3.15 |
3,895 |
20,233 |
+37 |
Mar12 |
110907 |
98.54 |
98.54 |
98.54 |
98.54 |
+3.15 |
6 |
115 |
+2 |
Total Volume and Open Interest |
3,925 |
20,813 |
+27 |
Copper(CMX) |
Sep11 |
110907 |
406.50 |
412.40 |
405.80 |
411.55 |
+7.60 |
656 |
4,470 |
-256 |
Dec11 |
110907 |
406.15 |
413.90 |
406.05 |
413.20 |
+7.60 |
36,970 |
77,095 |
+605 |
Mar12 |
110907 |
409.10 |
415.15 |
408.70 |
415.05 |
+7.55 |
1,471 |
21,490 |
+827 |
May12 |
110907 |
413.20 |
415.95 |
413.20 |
415.85 |
+7.55 |
73 |
4,088 |
+35 |
Jul12 |
110907 |
415.50 |
416.25 |
415.50 |
416.25 |
+7.50 |
79 |
1,091 |
+0 |
Total Volume and Open Interest |
39,697 |
115,872 |
+1,222 |
DJIA Index(CBOT) |
Sep11 |
110907 |
11156 |
11415 |
11153 |
11415 |
+287 |
414 |
13,962 |
-38 |
Dec11 |
110907 |
11185 |
11343 |
11170 |
11343 |
+288 |
40 |
240 |
+31 |
Mar12 |
110907 |
11274 |
11274 |
10986 |
11274 |
+288 |
|
|
|
Jun12 |
110907 |
11204 |
11204 |
10916 |
11204 |
+288 |
|
|
|
Total Volume and Open Interest |
454 |
14,202 |
-7 |
E-mini DJIA Index(CBOT) |
Sep11 |
110907 |
11126 |
11419 |
11122 |
11415 |
+287 |
159,174 |
72,067 |
-232 |
Dec11 |
110907 |
11059 |
11343 |
11059 |
11343 |
+288 |
1,170 |
2,721 |
+206 |
Mar12 |
110907 |
11274 |
11274 |
11274 |
11274 |
+288 |
0 |
13 |
+0 |
Jun12 |
110907 |
11204 |
11204 |
11204 |
11204 |
+288 |
|
|
|
Total Volume and Open Interest |
160,344 |
74,801 |
-26 |
S & P 500(CME) |
Sep11 |
110907 |
1166.00 |
1199.50 |
1164.20 |
1199.00 |
+34.50 |
39,628 |
397,798 |
+10,781 |
Dec11 |
110907 |
1175.50 |
1193.30 |
1172.50 |
1193.30 |
+34.50 |
9,151 |
41,907 |
+10,259 |
Mar12 |
110907 |
1187.90 |
1187.90 |
1186.30 |
1187.90 |
+34.60 |
2 |
647 |
+2 |
Jun12 |
110907 |
1182.80 |
1182.80 |
1181.20 |
1182.80 |
+34.60 |
0 |
26 |
+0 |
Total Volume and Open Interest |
48,781 |
440,478 |
+21,042 |
S & P 500 E-Mini(Globex) |
Sep11 |
110907 |
1164.50 |
1199.75 |
1163.75 |
1199.00 |
+34.50 |
3,522,564 |
3,594,453 |
+65,824 |
Dec11 |
110907 |
1158.50 |
1194.00 |
1158.50 |
1193.25 |
+34.50 |
62,357 |
167,635 |
+34,825 |
Total Volume and Open Interest |
3,584,972 |
3,762,716 |
+100,673 |
NASDAQ 100(CME) |
Sep11 |
110907 |
2168.30 |
2225.00 |
2167.50 |
2222.00 |
+56.70 |
607 |
27,351 |
+55 |
Dec11 |
110907 |
2200.80 |
2218.00 |
2200.80 |
2217.00 |
+56.70 |
10 |
105 |
+3 |
Mar12 |
110907 |
2214.30 |
2214.30 |
2210.30 |
2214.30 |
+56.80 |
|
|
|
Total Volume and Open Interest |
617 |
27,456 |
+58 |
NASDAQ 100 E-Mini(Globex) |
Sep11 |
110907 |
2165.50 |
2224.50 |
2164.80 |
2222.00 |
+56.70 |
341,285 |
384,855 |
+13,178 |
Dec11 |
110907 |
2161.50 |
2219.30 |
2161.50 |
2217.00 |
+56.70 |
2,511 |
7,842 |
+303 |
Total Volume and Open Interest |
343,803 |
392,734 |
+13,483 |
S & P Midcap 400(CME) |
Sep11 |
110907 |
857.20 |
857.20 |
857.20 |
857.20 |
+31.20 |
0 |
4,903 |
+0 |
Dec11 |
110907 |
854.20 |
854.20 |
854.20 |
854.20 |
+31.90 |
|
|
|
Mar12 |
110907 |
852.50 |
852.50 |
852.50 |
852.50 |
+31.90 |
|
|
|
Total Volume and Open Interest |
0 |
4,903 |
+0 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Sep11 |
110907 |
8730 |
8875 |
8710 |
8865 |
+135 |
31,775 |
24,265 |
-2,991 |
Dec11 |
110907 |
8710 |
8835 |
8665 |
8825 |
+135 |
20,302 |
17,885 |
+13,526 |
Total Volume and Open Interest |
52,077 |
42,150 |
+10,535 |
Nikkei 225(SGX) |
Sep11 |
110907 |
8640 |
8790 |
8600 |
8790 |
+185 |
190,964 |
222,140 |
-3,303 |
Dec11 |
110907 |
8585 |
8730 |
8545 |
8730 |
+185 |
74,527 |
94,674 |
+60,397 |
Mar12 |
110907 |
8720 |
8720 |
8720 |
8720 |
+185 |
0 |
611 |
+0 |
Total Volume and Open Interest |
267,333 |
326,661 |
+58,199 |
CAC 40(EURONEXT) |
Sep11 |
110907 |
3028.0 |
3094.0 |
3015.5 |
3072.0 |
+104.5 |
149,992 |
330,193 |
+18,692 |
Oct11 |
110907 |
3024.5 |
3089.0 |
3015.0 |
3067.0 |
+103.5 |
1,507 |
1,461 |
+348 |
Nov11 |
110907 |
3029.5 |
3100.0 |
3029.5 |
3068.0 |
+104.0 |
0 |
6 |
+0 |
Total Volume and Open Interest |
151,579 |
332,854 |
+19,083 |
Hang Seng Index(HKFE) |
Sep11 |
110907 |
19825 |
20008 |
19704 |
19970 |
+280 |
98,542 |
99,767 |
+969 |
Oct11 |
110907 |
19820 |
20000 |
19705 |
19968 |
+278 |
761 |
1,273 |
+178 |
Total Volume and Open Interest |
99,538 |
106,851 |
+1,137 |
DAX(EUREX) |
Sep11 |
110907 |
5315.5 |
5454.0 |
5277.0 |
5400.5 |
+202.5 |
252,652 |
186,587 |
-2,897 |
Dec11 |
110907 |
5325.0 |
5460.0 |
5288.0 |
5411.5 |
+203.0 |
5,297 |
21,242 |
+2,817 |
Mar12 |
110907 |
5346.5 |
5456.0 |
5330.0 |
5430.0 |
+203.0 |
223 |
2,763 |
+109 |
Total Volume and Open Interest |
258,172 |
210,592 |
+29 |
FT-SE 100(EURONEXT) |
Sep11 |
110907 |
5203.50 |
5360.00 |
5203.50 |
5323.00 |
+163.00 |
160,080 |
609,310 |
-8,119 |
Dec11 |
110907 |
5201.00 |
5321.00 |
5201.00 |
5298.00 |
+162.50 |
13,358 |
75,140 |
+11,423 |
Mar12 |
110907 |
5196.00 |
5262.50 |
5196.00 |
5262.50 |
+163.00 |
0 |
309 |
+0 |
Total Volume and Open Interest |
173,443 |
685,226 |
+3,304 |
SPI 200(SFE) |
Sep11 |
110907 |
4095.0 |
4196.0 |
4059.0 |
4196.0 |
+128.0 |
49,524 |
246,993 |
-2,460 |
Dec11 |
110907 |
4107.0 |
4207.0 |
4073.0 |
4207.0 |
+129.0 |
1,340 |
9,177 |
-67 |
Mar12 |
110907 |
4086.0 |
4187.0 |
4086.0 |
4187.0 |
+129.0 |
8 |
2,017 |
-30 |
Total Volume and Open Interest |
51,346 |
260,863 |
-2,104 |
GSCI(CME) |
Sep11 |
110907 |
662.50 |
672.00 |
662.50 |
670.35 |
+11.85 |
179 |
8,491 |
-24 |
Oct11 |
110907 |
662.20 |
671.70 |
662.20 |
670.00 |
+12.00 |
0 |
35 |
+0 |
Nov11 |
110907 |
671.00 |
673.00 |
671.00 |
671.00 |
+12.00 |
|
|
|
Total Volume and Open Interest |
179 |
8,526 |
-24 |
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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