|
MRCI's End of Day Prices |
Daily Futures Price Listing Thu September 08, 2011 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Sep11 |
110908 |
1412.00 |
1412.75 |
1402.50 |
1407.25 |
-3.75 |
3,657 |
2,107 |
-1,266 |
Nov11 |
110908 |
1420.75 |
1425.50 |
1410.00 |
1418.25 |
-2.50 |
106,698 |
352,807 |
-2,034 |
Jan12 |
110908 |
1431.00 |
1436.25 |
1422.00 |
1428.50 |
-3.00 |
26,339 |
77,908 |
+2,724 |
Mar12 |
110908 |
1437.25 |
1440.25 |
1429.00 |
1434.75 |
-2.50 |
10,857 |
48,405 |
+6 |
May12 |
110908 |
1439.00 |
1445.00 |
1430.75 |
1437.25 |
-1.75 |
10,500 |
49,969 |
-792 |
Jul12 |
110908 |
1444.00 |
1450.75 |
1437.25 |
1443.25 |
-1.25 |
10,452 |
31,993 |
-441 |
Aug12 |
110908 |
1429.75 |
1430.50 |
1426.00 |
1429.75 |
-0.75 |
57 |
664 |
-4 |
Sep12 |
110908 |
1406.00 |
1410.00 |
1406.00 |
1409.00 |
-1.00 |
47 |
452 |
+3 |
Nov12 |
110908 |
1389.75 |
1395.00 |
1383.75 |
1390.50 |
+0.50 |
4,236 |
27,360 |
+1,180 |
Jan13 |
110908 |
1395.50 |
1395.50 |
1394.50 |
1395.50 |
+1.00 |
23 |
5,177 |
+21 |
Mar13 |
110908 |
1396.75 |
1396.75 |
1396.50 |
1396.75 |
+0.25 |
12 |
127 |
+5 |
May13 |
110908 |
1393.50 |
1393.50 |
1393.00 |
1393.50 |
+0.50 |
0 |
20 |
+0 |
Jul13 |
110908 |
1399.00 |
1399.00 |
1396.25 |
1398.75 |
+2.50 |
17 |
159 |
+0 |
Aug13 |
110908 |
1386.50 |
1386.50 |
1386.50 |
1386.50 |
unch |
|
|
|
Total Volume and Open Interest |
172,911 |
598,300 |
-596 |
Soybean Meal(CBOT) |
Sep11 |
110908 |
368.90 |
369.10 |
365.00 |
365.50 |
-1.70 |
4,879 |
3,569 |
-848 |
Oct11 |
110908 |
368.50 |
370.80 |
366.50 |
367.20 |
-1.70 |
15,569 |
33,299 |
+75 |
Dec11 |
110908 |
373.10 |
375.70 |
371.50 |
372.10 |
-1.70 |
43,476 |
119,447 |
-2,389 |
Jan12 |
110908 |
375.30 |
377.20 |
373.70 |
374.20 |
-1.50 |
1,514 |
11,984 |
+413 |
Mar12 |
110908 |
377.60 |
380.10 |
376.30 |
376.90 |
-1.60 |
1,442 |
9,713 |
-263 |
May12 |
110908 |
379.50 |
381.70 |
378.00 |
378.20 |
-1.50 |
3,177 |
12,865 |
-353 |
Jul12 |
110908 |
380.90 |
383.30 |
379.80 |
379.80 |
-1.40 |
3,101 |
7,191 |
+834 |
Aug12 |
110908 |
377.00 |
378.50 |
375.30 |
375.30 |
-1.70 |
120 |
864 |
+40 |
Sep12 |
110908 |
374.10 |
374.10 |
368.30 |
368.30 |
-2.00 |
95 |
922 |
-10 |
Oct12 |
110908 |
359.80 |
360.80 |
359.80 |
359.80 |
-1.00 |
40 |
1,009 |
-8 |
Total Volume and Open Interest |
73,862 |
204,290 |
-2,403 |
Soybean Oil(CBOT) |
Sep11 |
110908 |
57.86 |
58.11 |
57.65 |
57.82 |
-0.36 |
2,464 |
1,402 |
-219 |
Oct11 |
110908 |
58.19 |
58.39 |
57.68 |
57.95 |
-0.35 |
13,845 |
35,488 |
-1,410 |
Dec11 |
110908 |
58.67 |
58.78 |
58.05 |
58.33 |
-0.34 |
51,810 |
160,879 |
+3,857 |
Jan12 |
110908 |
58.84 |
58.96 |
58.27 |
58.54 |
-0.36 |
3,958 |
32,133 |
+1,011 |
Mar12 |
110908 |
59.00 |
59.00 |
58.43 |
58.73 |
-0.30 |
5,097 |
25,699 |
+1,789 |
May12 |
110908 |
58.98 |
59.09 |
58.45 |
58.77 |
-0.29 |
3,411 |
18,692 |
+1,646 |
Jul12 |
110908 |
59.04 |
59.21 |
58.61 |
58.94 |
-0.27 |
4,066 |
10,825 |
+1,612 |
Aug12 |
110908 |
59.15 |
59.16 |
58.70 |
58.89 |
-0.24 |
1,167 |
1,831 |
+1,026 |
Sep12 |
110908 |
59.05 |
59.05 |
58.55 |
58.80 |
-0.25 |
1,054 |
1,465 |
+906 |
Oct12 |
110908 |
58.55 |
58.85 |
58.55 |
58.55 |
-0.30 |
1,486 |
1,836 |
+1,365 |
Total Volume and Open Interest |
90,341 |
295,410 |
+13,017 |
Canola(WCE) |
Nov11 |
110908 |
572.1 |
573.7 |
568.7 |
569.5 |
-1.8 |
12,101 |
107,431 |
-1,439 |
Jan12 |
110908 |
581.9 |
583.2 |
578.6 |
579.0 |
-1.8 |
4,469 |
41,656 |
+1,483 |
Mar12 |
110908 |
590.9 |
592.2 |
587.4 |
587.9 |
-1.9 |
2,044 |
21,521 |
+1,762 |
May12 |
110908 |
598.4 |
598.5 |
593.4 |
593.9 |
-2.2 |
672 |
10,519 |
+130 |
Jul12 |
110908 |
602.2 |
604.2 |
597.7 |
599.0 |
-1.9 |
433 |
5,147 |
+182 |
Total Volume and Open Interest |
20,361 |
191,497 |
+2,640 |
Corn(CBOT) |
Sep11 |
110908 |
737.25 |
739.75 |
721.75 |
723.25 |
-13.25 |
7,222 |
5,028 |
-2,605 |
Dec11 |
110908 |
749.00 |
751.50 |
731.25 |
734.00 |
-14.00 |
145,627 |
734,452 |
-3,138 |
Mar12 |
110908 |
761.50 |
764.00 |
744.25 |
746.75 |
-14.00 |
26,150 |
208,495 |
+749 |
May12 |
110908 |
768.75 |
770.50 |
751.50 |
754.00 |
-13.75 |
11,843 |
49,313 |
+289 |
Jul12 |
110908 |
773.00 |
774.50 |
756.00 |
758.50 |
-13.50 |
16,536 |
85,802 |
-1,128 |
Sep12 |
110908 |
705.00 |
708.75 |
691.00 |
696.00 |
-9.75 |
1,544 |
19,416 |
+0 |
Dec12 |
110908 |
663.00 |
665.00 |
650.75 |
659.00 |
-4.75 |
8,680 |
100,992 |
+717 |
Mar13 |
110908 |
672.00 |
672.75 |
660.75 |
668.00 |
-4.75 |
310 |
18,421 |
+33 |
May13 |
110908 |
672.25 |
677.75 |
668.75 |
673.00 |
-4.75 |
35 |
668 |
-6 |
Jul13 |
110908 |
682.00 |
682.00 |
670.00 |
677.00 |
-4.75 |
34 |
918 |
+11 |
Total Volume and Open Interest |
218,071 |
1,234,512 |
-5,055 |
Wheat(CBOT) |
Sep11 |
110908 |
709.00 |
714.75 |
703.00 |
709.25 |
-5.50 |
1,079 |
996 |
-541 |
Dec11 |
110908 |
753.50 |
755.00 |
733.50 |
738.00 |
-13.50 |
40,755 |
214,848 |
-1,243 |
Mar12 |
110908 |
789.75 |
791.75 |
768.50 |
774.25 |
-14.75 |
10,095 |
81,017 |
+107 |
May12 |
110908 |
810.75 |
811.00 |
789.00 |
794.50 |
-14.50 |
6,041 |
17,053 |
+381 |
Jul12 |
110908 |
810.75 |
813.25 |
794.75 |
799.75 |
-11.00 |
4,152 |
53,793 |
+133 |
Sep12 |
110908 |
820.00 |
821.00 |
808.00 |
811.25 |
-9.75 |
136 |
3,152 |
+12 |
Total Volume and Open Interest |
63,143 |
399,731 |
-1,356 |
Wheat(KCBT) |
Sep11 |
110908 |
835.00 |
848.50 |
824.00 |
824.00 |
-18.00 |
219 |
150 |
-160 |
Dec11 |
110908 |
859.50 |
861.00 |
842.75 |
846.00 |
-13.00 |
9,579 |
94,903 |
-59 |
Mar12 |
110908 |
871.50 |
872.00 |
856.00 |
858.50 |
-12.25 |
2,288 |
30,226 |
-61 |
May12 |
110908 |
872.00 |
873.00 |
857.00 |
860.50 |
-12.50 |
311 |
4,193 |
+62 |
Jul12 |
110908 |
870.00 |
870.50 |
856.50 |
858.75 |
-11.25 |
1,458 |
21,212 |
+57 |
Sep12 |
110908 |
874.25 |
874.25 |
863.50 |
866.75 |
-11.25 |
37 |
1,529 |
-5 |
Total Volume and Open Interest |
13,961 |
154,129 |
-153 |
Wheat(MGE) |
Sep11 |
110908 |
961.00 |
961.00 |
949.50 |
949.50 |
-14.75 |
100 |
293 |
-106 |
Dec11 |
110908 |
926.50 |
927.75 |
905.50 |
908.25 |
-18.25 |
2,264 |
21,117 |
+59 |
Mar12 |
110908 |
925.50 |
925.50 |
903.75 |
906.75 |
-18.75 |
336 |
8,489 |
+79 |
May12 |
110908 |
925.25 |
926.00 |
904.50 |
907.00 |
-18.25 |
153 |
3,550 |
+31 |
Jul12 |
110908 |
920.50 |
921.00 |
901.25 |
904.00 |
-18.00 |
156 |
4,726 |
+66 |
Total Volume and Open Interest |
3,145 |
41,717 |
+136 |
Oats(CBOT) |
Sep11 |
110908 |
357.00 |
357.00 |
353.25 |
353.25 |
-2.00 |
2 |
29 |
-267 |
Dec11 |
110908 |
363.50 |
364.25 |
353.25 |
353.25 |
-8.25 |
690 |
12,071 |
-23 |
Mar12 |
110908 |
371.50 |
371.50 |
363.25 |
363.25 |
-7.25 |
56 |
1,255 |
+7 |
May12 |
110908 |
371.50 |
377.50 |
370.25 |
370.25 |
-7.25 |
1 |
39 |
+0 |
Total Volume and Open Interest |
749 |
13,428 |
-283 |
Rough Rice(CBOT) |
Sep11 |
110908 |
17.56 |
17.91 |
17.56 |
17.61 |
-0.30 |
50 |
163 |
-6 |
Nov11 |
110908 |
18.19 |
18.34 |
17.66 |
17.83 |
-0.32 |
773 |
14,517 |
+71 |
Jan12 |
110908 |
18.57 |
18.62 |
17.94 |
18.13 |
-0.32 |
43 |
1,857 |
+13 |
Mar12 |
110908 |
18.89 |
18.90 |
18.27 |
18.39 |
-0.34 |
9 |
1,017 |
+0 |
Total Volume and Open Interest |
875 |
17,725 |
+78 |
Live Cattle(CME) |
Oct11 |
110908 |
117.750 |
119.550 |
117.035 |
118.830 |
+1.180 |
24,124 |
109,772 |
-2,259 |
Dec11 |
110908 |
118.885 |
119.750 |
118.150 |
119.050 |
+0.350 |
18,232 |
111,134 |
+4,606 |
Feb12 |
110908 |
121.750 |
122.580 |
120.980 |
122.250 |
+0.600 |
8,118 |
52,824 |
+714 |
Apr12 |
110908 |
125.500 |
126.400 |
124.800 |
126.100 |
+0.700 |
3,898 |
33,660 |
+779 |
Jun12 |
110908 |
124.000 |
124.500 |
123.285 |
124.430 |
+0.380 |
1,178 |
13,229 |
+265 |
Aug12 |
110908 |
124.100 |
124.535 |
123.680 |
124.450 |
+0.250 |
395 |
2,074 |
+139 |
Total Volume and Open Interest |
56,106 |
323,804 |
+4,351 |
Feeder Cattle(CME) |
Sep11 |
110908 |
134.200 |
134.650 |
132.850 |
133.950 |
+0.015 |
1,208 |
5,337 |
-190 |
Oct11 |
110908 |
135.050 |
136.000 |
133.350 |
135.650 |
+0.850 |
2,325 |
13,316 |
+86 |
Nov11 |
110908 |
136.300 |
137.035 |
134.700 |
136.650 |
+0.520 |
1,397 |
7,246 |
+191 |
Jan12 |
110908 |
137.750 |
138.850 |
136.200 |
138.700 |
+1.015 |
483 |
4,220 |
+98 |
Mar12 |
110908 |
138.550 |
139.935 |
137.400 |
139.900 |
+1.300 |
175 |
1,317 |
+31 |
Apr12 |
110908 |
138.800 |
140.500 |
138.700 |
140.100 |
+0.500 |
123 |
351 |
+53 |
May12 |
110908 |
138.750 |
141.000 |
138.750 |
140.985 |
+1.985 |
23 |
257 |
+3 |
Total Volume and Open Interest |
5,769 |
32,127 |
+299 |
Lean Hogs(CME) |
Oct11 |
110908 |
85.135 |
86.900 |
85.135 |
86.800 |
+1.950 |
21,355 |
70,152 |
-3,359 |
Dec11 |
110908 |
82.600 |
83.400 |
82.330 |
83.135 |
+0.735 |
18,109 |
92,079 |
+293 |
Feb12 |
110908 |
87.785 |
88.750 |
87.480 |
88.730 |
+1.150 |
8,748 |
41,937 |
+1,306 |
Apr12 |
110908 |
90.950 |
91.700 |
90.580 |
91.650 |
+0.850 |
1,670 |
25,892 |
+265 |
May12 |
110908 |
95.500 |
95.950 |
95.230 |
95.900 |
+0.500 |
19 |
1,033 |
+4 |
Jun12 |
110908 |
97.900 |
98.700 |
97.535 |
98.600 |
+0.800 |
1,090 |
12,799 |
+189 |
Jul12 |
110908 |
96.730 |
97.180 |
96.500 |
96.950 |
+0.450 |
153 |
3,714 |
+31 |
Aug12 |
110908 |
95.300 |
95.580 |
95.050 |
95.580 |
+0.380 |
77 |
2,388 |
+44 |
Total Volume and Open Interest |
51,388 |
251,188 |
-1,081 |
Class III Milk(CME) |
Sep11 |
110908 |
18.91 |
19.02 |
18.87 |
18.98 |
+0.01 |
411 |
6,162 |
-15 |
Oct11 |
110908 |
18.42 |
18.64 |
18.27 |
18.39 |
-0.07 |
431 |
5,174 |
+181 |
Nov11 |
110908 |
18.11 |
18.32 |
18.02 |
18.08 |
-0.11 |
123 |
4,504 |
+35 |
Dec11 |
110908 |
17.91 |
17.98 |
17.83 |
17.95 |
+0.02 |
84 |
4,216 |
+28 |
Jan12 |
110908 |
17.44 |
17.45 |
17.40 |
17.44 |
-0.01 |
61 |
1,658 |
+8 |
Total Volume and Open Interest |
1,419 |
31,579 |
+331 |
Cocoa(ICE) |
Sep11 |
110908 |
2907 |
2909 |
2907 |
2909 |
-37 |
1 |
23 |
-1 |
Dec11 |
110908 |
2940 |
2949 |
2907 |
2911 |
-43 |
11,613 |
69,873 |
+1,038 |
Mar12 |
110908 |
2985 |
2985 |
2947 |
2950 |
-41 |
5,701 |
54,734 |
+3,809 |
May12 |
110908 |
3000 |
3000 |
2958 |
2958 |
-40 |
568 |
15,935 |
+107 |
Jul12 |
110908 |
3000 |
3000 |
2968 |
2968 |
-36 |
163 |
7,183 |
+98 |
Sep12 |
110908 |
3000 |
3000 |
2977 |
2977 |
-38 |
139 |
9,344 |
+79 |
Dec12 |
110908 |
3014 |
3014 |
2989 |
2989 |
-37 |
288 |
7,137 |
+228 |
Total Volume and Open Interest |
18,539 |
168,743 |
+5,342 |
Coffee "C"(ICE) |
Sep11 |
110908 |
284.85 |
285.40 |
284.85 |
285.40 |
-0.40 |
15 |
326 |
+0 |
Dec11 |
110908 |
283.90 |
284.75 |
281.00 |
284.10 |
-0.40 |
9,868 |
77,245 |
+419 |
Mar12 |
110908 |
287.35 |
287.45 |
284.40 |
287.05 |
-0.30 |
2,305 |
19,924 |
+195 |
May12 |
110908 |
286.10 |
288.35 |
285.25 |
288.00 |
-0.05 |
916 |
9,113 |
+168 |
Jul12 |
110908 |
284.95 |
286.45 |
284.70 |
286.45 |
+0.25 |
343 |
2,881 |
+79 |
Sep12 |
110908 |
282.40 |
284.20 |
282.30 |
284.20 |
+0.45 |
137 |
2,417 |
+41 |
Total Volume and Open Interest |
13,707 |
114,190 |
+969 |
Orange Juice(ICE) |
Sep11 |
110908 |
179.50 |
179.50 |
173.25 |
173.25 |
-8.75 |
6 |
21 |
-3 |
Nov11 |
110908 |
168.00 |
170.90 |
166.80 |
167.45 |
-0.45 |
938 |
18,170 |
+203 |
Jan12 |
110908 |
165.90 |
167.00 |
163.20 |
163.20 |
-0.80 |
52 |
3,337 |
-10 |
Mar12 |
110908 |
163.90 |
163.90 |
163.45 |
163.45 |
-1.05 |
15 |
1,551 |
+12 |
May12 |
110908 |
165.00 |
165.20 |
163.45 |
163.45 |
-1.10 |
14 |
464 |
+13 |
Jul12 |
110908 |
164.20 |
164.20 |
162.80 |
162.80 |
-1.10 |
0 |
145 |
+0 |
Total Volume and Open Interest |
1,025 |
23,699 |
+215 |
Sugar #11(ICE) |
Oct11 |
110908 |
28.30 |
29.07 |
28.27 |
28.73 |
+0.32 |
49,132 |
205,753 |
-10,986 |
Mar12 |
110908 |
28.20 |
28.20 |
27.62 |
27.79 |
+0.01 |
40,147 |
198,179 |
+10,239 |
May12 |
110908 |
26.16 |
26.81 |
26.16 |
26.46 |
+0.02 |
5,369 |
50,215 |
+705 |
Jul12 |
110908 |
25.15 |
25.51 |
25.07 |
25.19 |
+0.02 |
2,623 |
65,636 |
-659 |
Oct12 |
110908 |
24.42 |
24.78 |
24.34 |
24.48 |
+0.02 |
744 |
31,484 |
-30 |
Total Volume and Open Interest |
98,967 |
597,010 |
-635 |
London Cocoa(LCE) |
Sep11 |
110908 |
1840 |
1841 |
1815 |
1815 |
-35 |
2,489 |
43,444 |
+263 |
Dec11 |
110908 |
1884 |
1884 |
1860 |
1861 |
-30 |
18,282 |
72,123 |
+4,122 |
Mar12 |
110908 |
1905 |
1905 |
1886 |
1888 |
-28 |
4,959 |
44,274 |
-127 |
May12 |
110908 |
1914 |
1916 |
1901 |
1902 |
-27 |
1,084 |
16,567 |
+455 |
Jul12 |
110908 |
1926 |
1926 |
1912 |
1913 |
-28 |
4,774 |
12,763 |
+3,637 |
Sep12 |
110908 |
1931 |
1932 |
1920 |
1920 |
-30 |
7,673 |
10,162 |
+4,871 |
Dec12 |
110908 |
1941 |
1941 |
1926 |
1927 |
-31 |
586 |
9,263 |
+506 |
Total Volume and Open Interest |
39,847 |
209,502 |
+13,727 |
London Sugar(LCE) |
Oct11 |
110908 |
751.00 |
764.80 |
750.00 |
763.00 |
+7.40 |
5,064 |
14,120 |
-1,782 |
Dec11 |
110908 |
707.30 |
712.40 |
704.00 |
708.50 |
-1.60 |
2,424 |
12,854 |
+838 |
Mar12 |
110908 |
699.70 |
704.10 |
696.70 |
702.00 |
-0.30 |
1,210 |
11,602 |
-382 |
May12 |
110908 |
688.20 |
693.10 |
685.30 |
691.10 |
-1.10 |
171 |
3,930 |
+61 |
Aug12 |
110908 |
664.80 |
670.00 |
662.80 |
670.00 |
+2.20 |
50 |
2,420 |
+25 |
Total Volume and Open Interest |
9,015 |
46,846 |
-1,183 |
Cotton(ICE) |
Oct11 |
110908 |
111.14 |
114.19 |
111.03 |
112.45 |
+2.21 |
42 |
268 |
+4 |
Dec11 |
110908 |
111.80 |
115.47 |
111.17 |
113.63 |
+3.29 |
9,077 |
93,389 |
+2,152 |
Mar12 |
110908 |
107.17 |
111.10 |
107.17 |
110.27 |
+3.68 |
2,702 |
36,208 |
+599 |
May12 |
110908 |
106.02 |
109.50 |
106.02 |
108.64 |
+2.89 |
607 |
6,642 |
+59 |
Jul12 |
110908 |
104.87 |
108.50 |
104.87 |
107.36 |
+2.49 |
1,225 |
10,410 |
+419 |
Oct12 |
110908 |
105.02 |
105.02 |
105.02 |
105.02 |
+2.27 |
0 |
3 |
+0 |
Total Volume and Open Interest |
13,806 |
151,107 |
+3,280 |
Lumber(CME) |
Sep11 |
110908 |
253.3 |
264.6 |
252.3 |
262.6 |
+5.2 |
205 |
562 |
-142 |
Nov11 |
110908 |
269.8 |
281.7 |
268.5 |
279.3 |
+7.6 |
1,118 |
6,262 |
-84 |
Jan12 |
110908 |
287.2 |
302.4 |
287.2 |
299.0 |
+6.6 |
244 |
2,161 |
+26 |
Mar12 |
110908 |
300.6 |
311.0 |
300.6 |
308.7 |
+7.7 |
48 |
271 |
+19 |
Total Volume and Open Interest |
1,647 |
9,291 |
-154 |
Crude Oil(NYM) |
Oct11 |
110908 |
90.11 |
90.23 |
88.40 |
89.05 |
-0.29 |
313,728 |
256,780 |
-12,317 |
Nov11 |
110908 |
90.13 |
90.40 |
88.59 |
89.23 |
-0.32 |
107,645 |
202,379 |
+8,023 |
Dec11 |
110908 |
90.49 |
90.64 |
88.82 |
89.49 |
-0.37 |
103,169 |
200,601 |
-7,556 |
Jan12 |
110908 |
90.56 |
90.83 |
89.19 |
89.70 |
-0.44 |
22,635 |
96,555 |
+1,991 |
Feb12 |
110908 |
90.02 |
90.95 |
89.54 |
89.92 |
-0.47 |
8,617 |
32,373 |
-288 |
Mar12 |
110908 |
90.01 |
91.08 |
89.80 |
90.13 |
-0.49 |
12,727 |
41,338 |
+793 |
Apr12 |
110908 |
90.72 |
91.22 |
90.10 |
90.32 |
-0.51 |
6,063 |
27,535 |
+1,521 |
May12 |
110908 |
91.04 |
91.46 |
90.30 |
90.51 |
-0.51 |
4,116 |
25,958 |
+257 |
Jun12 |
110908 |
91.43 |
91.55 |
90.37 |
90.69 |
-0.51 |
14,293 |
77,404 |
+296 |
Jul12 |
110908 |
91.10 |
91.79 |
90.50 |
90.88 |
-0.51 |
1,809 |
33,888 |
+434 |
Aug12 |
110908 |
90.99 |
91.03 |
90.99 |
91.03 |
-0.51 |
2,061 |
17,230 |
+543 |
Sep12 |
110908 |
91.24 |
91.26 |
91.16 |
91.16 |
-0.51 |
2,610 |
18,116 |
-303 |
Oct12 |
110908 |
91.61 |
91.61 |
91.31 |
91.31 |
-0.51 |
1,502 |
14,957 |
+46 |
Nov12 |
110908 |
91.46 |
91.46 |
91.46 |
91.46 |
-0.51 |
885 |
19,210 |
+97 |
Dec12 |
110908 |
92.19 |
92.39 |
91.00 |
91.62 |
-0.51 |
32,678 |
158,267 |
+881 |
Jan13 |
110908 |
91.65 |
91.65 |
91.65 |
91.65 |
-0.53 |
285 |
19,524 |
+187 |
Total Volume and Open Interest |
665,161 |
1,520,222 |
-3,685 |
e-miNY Crude Oil(NYM) |
Sep11 |
110819 |
81.450 |
83.550 |
79.225 |
82.250 |
-0.125 |
9,194 |
3,327 |
-634 |
Oct11 |
110908 |
90.075 |
90.250 |
88.250 |
89.050 |
-0.300 |
8,568 |
1,937 |
-21 |
Nov11 |
110908 |
90.050 |
90.400 |
88.500 |
89.225 |
-0.325 |
422 |
622 |
-5 |
Dec11 |
110908 |
90.100 |
90.550 |
88.850 |
89.500 |
-0.350 |
109 |
406 |
-22 |
Jan12 |
110908 |
90.400 |
90.400 |
89.700 |
89.700 |
-0.450 |
4 |
273 |
+0 |
Feb12 |
110908 |
89.925 |
89.925 |
89.925 |
89.925 |
-0.475 |
5 |
15 |
+0 |
Mar12 |
110908 |
90.125 |
90.125 |
90.125 |
90.125 |
-0.500 |
2 |
19 |
-2 |
Apr12 |
110908 |
90.325 |
90.325 |
90.325 |
90.325 |
-0.500 |
0 |
8 |
+0 |
May12 |
110908 |
90.500 |
90.500 |
90.500 |
90.500 |
-0.525 |
0 |
7 |
+0 |
Jun12 |
110908 |
90.700 |
90.700 |
90.700 |
90.700 |
-0.500 |
0 |
12 |
+0 |
Total Volume and Open Interest |
9,110 |
3,511 |
-50 |
Heating Oil(NYM) |
Oct11 |
110908 |
307.56 |
307.81 |
303.69 |
304.43 |
-3.13 |
55,764 |
89,039 |
-4,885 |
Nov11 |
110908 |
308.79 |
308.79 |
304.40 |
305.26 |
-3.30 |
23,396 |
49,038 |
+3,650 |
Dec11 |
110908 |
309.68 |
309.84 |
305.17 |
306.03 |
-3.44 |
15,583 |
52,407 |
-1,525 |
Jan12 |
110908 |
308.68 |
310.16 |
306.22 |
306.89 |
-3.58 |
11,956 |
36,438 |
+2,117 |
Feb12 |
110908 |
310.58 |
310.64 |
306.04 |
306.46 |
-3.63 |
1,927 |
11,719 |
-31 |
Mar12 |
110908 |
309.31 |
309.31 |
304.70 |
305.15 |
-3.63 |
1,716 |
9,750 |
-169 |
Apr12 |
110908 |
302.68 |
302.95 |
302.68 |
302.70 |
-3.71 |
788 |
6,307 |
+117 |
May12 |
110908 |
300.02 |
302.69 |
300.00 |
300.49 |
-3.75 |
518 |
5,806 |
-47 |
Jun12 |
110908 |
302.60 |
302.60 |
298.86 |
299.32 |
-3.85 |
3,667 |
29,433 |
-171 |
Jul12 |
110908 |
299.47 |
299.47 |
299.47 |
299.47 |
-3.90 |
224 |
2,673 |
+63 |
Aug12 |
110908 |
299.85 |
299.85 |
299.85 |
299.85 |
-3.95 |
146 |
1,270 |
+7 |
Sep12 |
110908 |
300.27 |
300.27 |
300.27 |
300.27 |
-4.00 |
285 |
2,230 |
-56 |
Total Volume and Open Interest |
117,039 |
312,039 |
-714 |
Gasoline(NYMEX) |
Oct11 |
110908 |
291.31 |
291.66 |
286.43 |
288.52 |
-2.28 |
45,140 |
83,391 |
+2,762 |
Nov11 |
110908 |
286.60 |
286.60 |
281.83 |
283.51 |
-2.55 |
22,724 |
46,631 |
+1,706 |
Dec11 |
110908 |
284.29 |
284.31 |
278.63 |
280.44 |
-2.73 |
14,749 |
46,568 |
+1,096 |
Jan12 |
110908 |
280.74 |
282.60 |
279.54 |
279.76 |
-2.90 |
7,500 |
28,589 |
+484 |
Feb12 |
110908 |
283.41 |
283.41 |
279.46 |
280.20 |
-2.96 |
2,602 |
10,061 |
+577 |
Mar12 |
110908 |
284.66 |
284.66 |
280.82 |
280.99 |
-2.97 |
2,613 |
12,508 |
+346 |
Apr12 |
110908 |
291.37 |
291.37 |
291.37 |
291.37 |
-3.07 |
1,357 |
8,013 |
+252 |
May12 |
110908 |
290.61 |
290.61 |
290.61 |
290.61 |
-2.98 |
604 |
3,965 |
+75 |
Jun12 |
110908 |
292.20 |
292.20 |
289.02 |
289.02 |
-3.05 |
1,754 |
13,126 |
+324 |
Jul12 |
110908 |
286.38 |
286.38 |
286.38 |
286.38 |
-3.08 |
732 |
1,640 |
+211 |
Total Volume and Open Interest |
101,827 |
270,410 |
+8,671 |
e-miNY RBOB Gasoline(NYM) |
Oct11 |
110908 |
288.50 |
288.52 |
288.50 |
288.50 |
-2.30 |
0 |
1 |
+0 |
Nov11 |
110908 |
283.50 |
283.51 |
283.50 |
283.50 |
-2.60 |
|
|
|
Dec11 |
110908 |
280.40 |
280.44 |
280.40 |
280.40 |
-2.80 |
|
|
|
Jan12 |
110908 |
279.80 |
279.80 |
279.76 |
279.80 |
-2.90 |
0 |
1 |
+0 |
Total Volume and Open Interest |
0 |
3 |
+0 |
Natural Gas(NYM) |
Oct11 |
110908 |
3.942 |
4.029 |
3.920 |
3.980 |
+0.040 |
148,744 |
170,003 |
-10,777 |
Nov11 |
110908 |
4.051 |
4.118 |
4.020 |
4.068 |
+0.023 |
52,874 |
201,415 |
+7,879 |
Dec11 |
110908 |
4.264 |
4.308 |
4.224 |
4.265 |
+0.014 |
43,634 |
83,432 |
+3,131 |
Jan12 |
110908 |
4.382 |
4.425 |
4.346 |
4.379 |
+0.005 |
32,751 |
158,448 |
+3,077 |
Feb12 |
110908 |
4.389 |
4.428 |
4.372 |
4.393 |
+0.009 |
8,122 |
37,284 |
+788 |
Mar12 |
110908 |
4.340 |
4.398 |
4.340 |
4.365 |
+0.012 |
15,664 |
41,080 |
-2,325 |
Apr12 |
110908 |
4.341 |
4.373 |
4.319 |
4.338 |
+0.012 |
18,481 |
75,064 |
-3,123 |
May12 |
110908 |
4.371 |
4.397 |
4.352 |
4.365 |
+0.010 |
1,851 |
18,099 |
+89 |
Jun12 |
110908 |
4.413 |
4.437 |
4.394 |
4.407 |
+0.010 |
756 |
14,114 |
-56 |
Jul12 |
110908 |
4.461 |
4.481 |
4.443 |
4.453 |
+0.010 |
662 |
10,860 |
-46 |
Aug12 |
110908 |
4.485 |
4.498 |
4.481 |
4.481 |
+0.010 |
623 |
10,127 |
+10 |
Sep12 |
110908 |
4.482 |
4.505 |
4.482 |
4.486 |
+0.010 |
717 |
9,406 |
+67 |
Oct12 |
110908 |
4.522 |
4.540 |
4.500 |
4.516 |
+0.010 |
5,527 |
43,613 |
+885 |
Nov12 |
110908 |
4.690 |
4.702 |
4.665 |
4.677 |
+0.004 |
435 |
8,638 |
+181 |
Dec12 |
110908 |
4.937 |
4.961 |
4.917 |
4.935 |
-0.002 |
368 |
12,365 |
+34 |
Jan13 |
110908 |
5.068 |
5.090 |
5.041 |
5.067 |
-0.003 |
1,110 |
20,383 |
+572 |
Total Volume and Open Interest |
334,434 |
978,976 |
+1,024 |
Brent Crude Oil(ICE) |
Oct11 |
110908 |
116.05 |
116.60 |
113.95 |
114.55 |
-1.25 |
193,492 |
126,729 |
-14,238 |
Nov11 |
110908 |
115.04 |
115.25 |
112.75 |
113.30 |
-1.51 |
122,568 |
168,121 |
+8,131 |
Dec11 |
110908 |
114.55 |
114.61 |
111.96 |
112.54 |
-1.64 |
105,012 |
149,337 |
+7,023 |
Jan12 |
110908 |
113.73 |
113.82 |
111.40 |
112.03 |
-1.75 |
21,008 |
44,686 |
-1,005 |
Feb12 |
110908 |
113.39 |
113.40 |
111.30 |
111.66 |
-1.80 |
9,915 |
23,995 |
+2,063 |
Mar12 |
110908 |
113.11 |
113.20 |
111.02 |
111.39 |
-1.80 |
6,306 |
42,760 |
+661 |
Apr12 |
110908 |
112.91 |
113.00 |
110.82 |
111.17 |
-1.82 |
2,843 |
14,187 |
+77 |
May12 |
110908 |
112.69 |
112.72 |
110.62 |
110.96 |
-1.83 |
2,068 |
15,196 |
+5 |
Jun12 |
110908 |
112.47 |
112.57 |
110.36 |
110.73 |
-1.84 |
13,366 |
50,055 |
+2,095 |
Jul12 |
110908 |
110.53 |
110.53 |
110.53 |
110.53 |
-1.86 |
1,022 |
11,201 |
-2 |
Aug12 |
110908 |
110.31 |
110.31 |
110.31 |
110.31 |
-1.88 |
825 |
7,950 |
+77 |
Sep12 |
110908 |
111.15 |
111.15 |
110.04 |
110.04 |
-1.90 |
955 |
11,261 |
+176 |
Oct12 |
110908 |
109.77 |
109.77 |
109.77 |
109.77 |
-1.93 |
502 |
6,596 |
+18 |
Nov12 |
110908 |
109.45 |
109.45 |
109.45 |
109.45 |
-1.95 |
226 |
8,815 |
+55 |
Total Volume and Open Interest |
514,193 |
864,740 |
+7,754 |
Gas Oil(ICE) |
Sep11 |
110908 |
968.75 |
968.75 |
953.00 |
967.00 |
+0.25 |
34,910 |
34,451 |
-8,057 |
Oct11 |
110908 |
964.50 |
967.25 |
953.00 |
966.75 |
unch |
96,502 |
151,079 |
+349 |
Nov11 |
110908 |
965.50 |
965.50 |
950.25 |
964.00 |
-0.75 |
51,280 |
86,445 |
+12,572 |
Dec11 |
110908 |
962.00 |
962.00 |
947.25 |
961.00 |
-1.50 |
41,901 |
74,173 |
-1,429 |
Jan12 |
110908 |
958.75 |
959.50 |
945.50 |
959.25 |
-1.75 |
17,841 |
56,858 |
-347 |
Feb12 |
110908 |
952.50 |
957.50 |
944.75 |
957.25 |
-2.25 |
7,703 |
27,644 |
+2,087 |
Mar12 |
110908 |
952.00 |
955.50 |
942.75 |
955.25 |
-2.50 |
3,606 |
20,154 |
+779 |
Apr12 |
110908 |
953.75 |
953.75 |
940.75 |
953.00 |
-2.75 |
3,190 |
15,908 |
+770 |
May12 |
110908 |
952.00 |
952.00 |
938.50 |
950.75 |
-3.25 |
2,737 |
12,173 |
-344 |
Jun12 |
110908 |
950.75 |
951.25 |
937.50 |
949.75 |
-3.50 |
6,616 |
38,032 |
-1,209 |
Total Volume and Open Interest |
272,770 |
598,686 |
+5,035 |
Ethanol(CBOT) |
Sep11 |
110906 |
2.835 |
2.850 |
2.835 |
2.840 |
-0.052 |
84 |
85 |
-31 |
Oct11 |
110908 |
2.784 |
2.797 |
2.771 |
2.775 |
-0.034 |
269 |
1,346 |
-30 |
Nov11 |
110908 |
2.761 |
2.761 |
2.733 |
2.743 |
-0.021 |
163 |
1,154 |
+15 |
Dec11 |
110908 |
2.732 |
2.736 |
2.705 |
2.716 |
-0.024 |
119 |
1,334 |
-25 |
Jan12 |
110908 |
2.670 |
2.670 |
2.656 |
2.662 |
-0.023 |
45 |
827 |
+27 |
Feb12 |
110908 |
2.651 |
2.651 |
2.647 |
2.647 |
-0.023 |
142 |
903 |
-82 |
Mar12 |
110908 |
2.650 |
2.650 |
2.650 |
2.650 |
-0.038 |
137 |
967 |
-89 |
Apr12 |
110908 |
2.660 |
2.660 |
2.660 |
2.660 |
-0.032 |
129 |
630 |
-89 |
Total Volume and Open Interest |
1,339 |
10,086 |
-402 |
WTI Crude Oil(ICE) |
Oct11 |
110908 |
89.82 |
90.24 |
88.45 |
89.05 |
-0.29 |
88,305 |
56,709 |
-449 |
Nov11 |
110908 |
89.99 |
90.37 |
88.71 |
89.23 |
-0.32 |
37,540 |
55,014 |
+4,496 |
Dec11 |
110908 |
90.17 |
90.65 |
88.93 |
89.49 |
-0.37 |
42,588 |
90,566 |
-8,837 |
Jan12 |
110908 |
90.52 |
90.83 |
89.20 |
89.70 |
-0.44 |
5,957 |
24,173 |
+146 |
Feb12 |
110908 |
90.75 |
91.02 |
89.42 |
89.92 |
-0.47 |
2,995 |
10,399 |
+303 |
Mar12 |
110908 |
90.54 |
91.15 |
89.85 |
90.13 |
-0.49 |
3,663 |
15,892 |
+158 |
Apr12 |
110908 |
90.56 |
91.30 |
90.08 |
90.32 |
-0.51 |
1,652 |
5,235 |
+533 |
May12 |
110908 |
90.74 |
91.44 |
89.93 |
90.51 |
-0.51 |
933 |
6,720 |
+177 |
Jun12 |
110908 |
91.23 |
91.43 |
90.12 |
90.69 |
-0.51 |
5,870 |
28,022 |
-1,099 |
Jul12 |
110908 |
90.88 |
90.88 |
90.88 |
90.88 |
-0.51 |
381 |
7,309 |
+96 |
Aug12 |
110908 |
91.03 |
91.03 |
91.03 |
91.03 |
-0.51 |
278 |
3,992 |
+39 |
Sep12 |
110908 |
91.16 |
91.16 |
91.16 |
91.16 |
-0.51 |
70 |
6,753 |
+36 |
Oct12 |
110908 |
91.31 |
91.31 |
91.31 |
91.31 |
-0.51 |
40 |
1,425 |
+1 |
Nov12 |
110908 |
91.46 |
91.46 |
91.46 |
91.46 |
-0.51 |
10 |
2,527 |
+0 |
Dec12 |
110908 |
92.24 |
92.41 |
91.00 |
91.62 |
-0.51 |
7,006 |
46,697 |
+619 |
Jan13 |
110908 |
91.65 |
91.65 |
91.65 |
91.65 |
-0.53 |
6 |
1,962 |
+0 |
Total Volume and Open Interest |
207,438 |
450,213 |
-6,732 |
US Dollar Index(ICE) |
Sep11 |
110908 |
75.580 |
76.405 |
75.570 |
76.353 |
+0.787 |
32,087 |
45,365 |
-2,313 |
Dec11 |
110908 |
75.990 |
76.765 |
75.945 |
76.710 |
+0.765 |
2,014 |
3,151 |
+268 |
Mar12 |
110908 |
77.140 |
77.140 |
77.140 |
77.140 |
+0.765 |
1 |
3 |
-1 |
Total Volume and Open Interest |
34,102 |
48,520 |
-2,046 |
Australian Dollar(CME) |
Sep11 |
110908 |
106.42 |
106.49 |
105.53 |
105.70 |
-0.62 |
85,061 |
107,249 |
-4,289 |
Dec11 |
110908 |
105.31 |
105.33 |
104.41 |
104.55 |
-0.63 |
7,604 |
24,878 |
+4,922 |
Mar12 |
110908 |
103.57 |
104.19 |
103.57 |
103.57 |
-0.62 |
0 |
5 |
+0 |
Total Volume and Open Interest |
92,665 |
132,231 |
+633 |
British Pound(CME) |
Sep11 |
110908 |
159.84 |
160.82 |
159.11 |
159.65 |
-0.11 |
104,857 |
106,460 |
+3,841 |
Dec11 |
110908 |
159.65 |
160.67 |
159.00 |
159.51 |
-0.11 |
6,214 |
11,376 |
+3,658 |
Mar12 |
110908 |
160.55 |
160.55 |
159.36 |
159.36 |
-0.12 |
1 |
30 |
+1 |
Total Volume and Open Interest |
111,072 |
117,872 |
+7,500 |
Canadian Dollar(CME) |
Sep11 |
110908 |
101.61 |
101.70 |
101.01 |
101.08 |
-0.33 |
78,184 |
91,706 |
-2,825 |
Dec11 |
110908 |
101.45 |
101.50 |
100.83 |
100.89 |
-0.33 |
6,149 |
15,760 |
+3,769 |
Mar12 |
110908 |
100.96 |
101.35 |
100.70 |
100.76 |
-0.37 |
34 |
2,042 |
+3 |
Jun12 |
110908 |
100.65 |
101.03 |
100.65 |
100.65 |
-0.38 |
46 |
439 |
+23 |
Total Volume and Open Interest |
84,415 |
110,161 |
+971 |
Japanese Yen(CME) |
Sep11 |
110908 |
129.49 |
129.64 |
128.87 |
129.09 |
-0.24 |
94,329 |
113,018 |
-4,259 |
Dec11 |
110908 |
129.46 |
129.78 |
129.02 |
129.23 |
-0.25 |
9,868 |
10,876 |
+4,817 |
Mar12 |
110908 |
129.40 |
129.65 |
129.40 |
129.40 |
-0.25 |
24 |
74 |
+19 |
Total Volume and Open Interest |
104,221 |
123,989 |
+577 |
Swiss Franc(CME) |
Sep11 |
110908 |
116.57 |
116.64 |
114.03 |
114.35 |
-2.24 |
26,913 |
40,029 |
-3,138 |
Dec11 |
110908 |
116.59 |
116.90 |
114.39 |
114.67 |
-2.23 |
2,699 |
2,961 |
+396 |
Mar12 |
110908 |
114.99 |
117.25 |
114.99 |
114.99 |
-2.26 |
9 |
37 |
-5 |
Total Volume and Open Interest |
29,621 |
43,038 |
-2,747 |
EuroFX(CME) |
Sep11 |
110908 |
140.93 |
140.95 |
138.71 |
138.88 |
-2.01 |
286,012 |
192,822 |
-801 |
Dec11 |
110908 |
140.83 |
140.88 |
138.64 |
138.79 |
-2.03 |
13,072 |
17,771 |
+3,152 |
Mar12 |
110908 |
140.55 |
140.79 |
138.75 |
138.75 |
-2.04 |
92 |
528 |
+90 |
Total Volume and Open Interest |
299,177 |
211,955 |
+2,440 |
Mexican Peso(CME) |
Sep11 |
110908 |
802.0 |
802.0 |
796.5 |
799.0 |
-3.0 |
29,444 |
79,100 |
-9,022 |
Oct11 |
110908 |
796.5 |
799.5 |
796.2 |
796.5 |
-3.0 |
|
|
|
Total Volume and Open Interest |
37,518 |
107,334 |
-3,796 |
Brazilian Real(CME) |
Oct11 |
110908 |
598.20 |
599.95 |
598.20 |
598.20 |
-1.75 |
|
|
|
Nov11 |
110908 |
595.45 |
597.30 |
595.45 |
595.45 |
-1.85 |
|
|
|
Dec11 |
110908 |
592.90 |
594.10 |
590.80 |
592.75 |
-1.95 |
59 |
3,347 |
+4 |
Jan12 |
110908 |
590.05 |
592.10 |
590.05 |
590.05 |
-2.05 |
0 |
14,366 |
+0 |
Total Volume and Open Interest |
59 |
33,960 |
+4 |
30-Year T-Bonds(CBOT) |
Sep11 |
110908 |
140~200 |
141~240 |
140~160 |
141~110 |
+0~190 |
10,557 |
38,553 |
-2,376 |
Dec11 |
110908 |
139~120 |
140~180 |
139~090 |
140~040 |
+0~190 |
325,344 |
607,565 |
+5,951 |
Mar12 |
110908 |
139~040 |
139~040 |
138~170 |
139~040 |
+0~190 |
14 |
43 |
+6 |
Total Volume and Open Interest |
335,915 |
646,161 |
+3,581 |
10-Year T-Notes(CBOT) |
Sep11 |
110908 |
130~305 |
131~095 |
130~280 |
131~075 |
+0~110 |
22,216 |
45,883 |
-6,413 |
Dec11 |
110908 |
129~285 |
130~125 |
129~275 |
130~105 |
+0~120 |
1,025,688 |
1,702,953 |
-10,964 |
Mar12 |
110908 |
129~125 |
129~125 |
129~005 |
129~125 |
+0~120 |
0 |
3 |
+0 |
Total Volume and Open Interest |
1,047,904 |
1,748,839 |
-17,377 |
5-Year T-Notes(CBOT) |
Sep11 |
110908 |
123~082 |
123~112 |
123~082 |
123~109 |
+0~024 |
22,363 |
73,417 |
-6,155 |
Dec11 |
110908 |
122~092 |
122~127 |
122~091 |
122~122 |
+0~026 |
435,918 |
1,277,870 |
+6,066 |
Mar12 |
110908 |
122~018 |
122~018 |
121~120 |
122~018 |
+0~026 |
|
|
|
Total Volume and Open Interest |
458,281 |
1,351,287 |
-89 |
2 Year T-Notes(CBOT) |
Sep11 |
110908 |
110~036 |
110~038 |
110~034 |
110~037 |
+0~003 |
18,098 |
35,872 |
-7,855 |
Dec11 |
110908 |
110~031 |
110~035 |
110~030 |
110~033 |
+0~002 |
96,742 |
730,246 |
+3,787 |
Mar12 |
110908 |
110~027 |
110~027 |
110~025 |
110~027 |
+0~002 |
0 |
100 |
+0 |
Total Volume and Open Interest |
114,840 |
766,218 |
-4,068 |
Eurodollars(CME) |
Sep11 |
110908 |
99.637 |
99.647 |
99.628 |
99.645 |
+0.012 |
137,839 |
1,085,440 |
-8,126 |
Dec11 |
110908 |
99.475 |
99.500 |
99.465 |
99.490 |
+0.025 |
251,427 |
1,053,696 |
-11,096 |
Mar12 |
110908 |
99.470 |
99.495 |
99.460 |
99.480 |
+0.025 |
170,051 |
1,058,050 |
+13,009 |
Jun12 |
110908 |
99.480 |
99.515 |
99.475 |
99.490 |
+0.020 |
130,730 |
1,167,288 |
-18,054 |
Sep12 |
110908 |
99.485 |
99.515 |
99.480 |
99.495 |
+0.020 |
109,523 |
823,978 |
-5,093 |
Dec12 |
110908 |
99.470 |
99.505 |
99.470 |
99.490 |
+0.025 |
117,148 |
759,074 |
-6,177 |
Mar13 |
110908 |
99.470 |
99.500 |
99.465 |
99.490 |
+0.030 |
115,295 |
715,466 |
+3,859 |
Jun13 |
110908 |
99.415 |
99.445 |
99.410 |
99.440 |
+0.035 |
97,799 |
562,974 |
-6,499 |
Sep13 |
110908 |
99.310 |
99.350 |
99.310 |
99.340 |
+0.035 |
90,239 |
506,516 |
-1,301 |
Dec13 |
110908 |
99.150 |
99.195 |
99.150 |
99.185 |
+0.040 |
80,806 |
405,182 |
-4,831 |
Mar14 |
110908 |
98.985 |
99.030 |
98.980 |
99.020 |
+0.040 |
69,852 |
278,424 |
-532 |
Jun14 |
110908 |
98.795 |
98.840 |
98.795 |
98.835 |
+0.045 |
62,894 |
281,557 |
-1,766 |
Sep14 |
110908 |
98.605 |
98.655 |
98.600 |
98.645 |
+0.050 |
49,707 |
153,965 |
+939 |
Dec14 |
110908 |
98.405 |
98.455 |
98.400 |
98.450 |
+0.060 |
38,539 |
154,353 |
-7,857 |
Mar15 |
110908 |
98.210 |
98.270 |
98.210 |
98.265 |
+0.065 |
25,680 |
124,192 |
-4,109 |
Jun15 |
110908 |
6.275 |
6.345 |
6.275 |
6.335 |
+0.070 |
23,263 |
118,920 |
-3,147 |
Sep15 |
110908 |
6.080 |
6.170 |
6.080 |
6.160 |
+0.080 |
28,240 |
76,646 |
+2,636 |
Dec15 |
110908 |
5.910 |
5.990 |
5.910 |
5.980 |
+0.085 |
15,934 |
70,297 |
-2,721 |
Total Volume and Open Interest |
1,649,630 |
9,640,858 |
-61,135 |
30 Day Federal Funds(CBOT) |
Sep11 |
110908 |
99.912 |
99.918 |
99.910 |
99.912 |
+0.002 |
2,036 |
53,952 |
-113 |
Oct11 |
110908 |
99.915 |
99.925 |
99.915 |
99.920 |
+0.005 |
1,546 |
59,229 |
-327 |
Nov11 |
110908 |
99.915 |
99.930 |
99.915 |
99.920 |
+0.005 |
2,230 |
55,689 |
+254 |
Dec11 |
110908 |
99.925 |
99.930 |
99.920 |
99.925 |
+0.005 |
1,913 |
66,158 |
-90 |
Jan12 |
110908 |
99.920 |
99.925 |
99.915 |
99.920 |
+0.005 |
1,374 |
56,554 |
-275 |
Feb12 |
110908 |
99.915 |
99.925 |
99.915 |
99.915 |
unch |
2,070 |
48,570 |
-151 |
Total Volume and Open Interest |
28,816 |
709,559 |
-1,863 |
30 Day Fed Funds(e-CBOT) |
3-Mth Euro-Yen(CME) |
Sep11 |
110908 |
99.675 |
99.675 |
99.675 |
99.675 |
-0.002 |
0 |
191 |
+0 |
Dec11 |
110908 |
99.688 |
99.688 |
99.688 |
99.688 |
unch |
0 |
332 |
+0 |
Mar12 |
110908 |
99.688 |
99.688 |
99.688 |
99.688 |
unch |
0 |
340 |
+0 |
Jun12 |
110908 |
99.685 |
99.685 |
99.685 |
99.685 |
unch |
|
|
|
Sep12 |
110908 |
99.610 |
99.610 |
99.610 |
99.610 |
unch |
|
|
|
Dec12 |
110908 |
99.670 |
99.670 |
99.670 |
99.670 |
unch |
|
|
|
Mar13 |
110908 |
99.670 |
99.670 |
99.670 |
99.670 |
unch |
|
|
|
Jun13 |
110908 |
99.625 |
99.625 |
99.625 |
99.625 |
unch |
|
|
|
Sep13 |
110908 |
99.485 |
99.485 |
99.485 |
99.485 |
unch |
|
|
|
Dec13 |
110908 |
99.345 |
99.345 |
99.345 |
99.345 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
863 |
+0 |
3-Mth Euro-Yen(SGX) |
Sep11 |
110908 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
10 |
1,597 |
+0 |
Dec11 |
110908 |
99.69 |
99.69 |
99.69 |
99.69 |
unch |
10 |
2,299 |
+10 |
Mar12 |
110908 |
99.69 |
99.69 |
99.69 |
99.69 |
unch |
0 |
2,338 |
+0 |
Jun12 |
110908 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
0 |
1,380 |
+0 |
Sep12 |
110908 |
99.61 |
99.61 |
99.61 |
99.61 |
unch |
0 |
411 |
+0 |
Dec12 |
110908 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
51 |
+0 |
Mar13 |
110908 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
1 |
+0 |
Jun13 |
110908 |
99.62 |
99.62 |
99.62 |
99.62 |
unch |
|
|
|
Total Volume and Open Interest |
20 |
8,079 |
+10 |
Japanese Gov't Bonds(SGX) |
Dec11 |
110908 |
142.54 |
142.60 |
142.43 |
142.57 |
+0.03 |
4,729 |
25,708 |
+1,979 |
Mar12 |
110908 |
141.00 |
141.00 |
141.00 |
141.00 |
+0.55 |
|
|
|
Jun12 |
110908 |
138.91 |
138.91 |
138.91 |
138.91 |
+0.55 |
|
|
|
Total Volume and Open Interest |
4,729 |
25,708 |
-10,524 |
Euro-Bund(EUREX) |
Sep11 |
110908 |
138.06 |
138.21 |
137.88 |
138.16 |
+0.36 |
503,408 |
13,816 |
-233,404 |
Dec11 |
110908 |
136.43 |
137.27 |
136.18 |
136.45 |
+0.30 |
942,473 |
869,268 |
+155,918 |
Mar12 |
110908 |
135.70 |
137.38 |
135.70 |
136.72 |
+0.40 |
397 |
92 |
+50 |
Total Volume and Open Interest |
1,446,278 |
883,176 |
-77,436 |
Euro-Bobl(EUREX) |
Sep11 |
110908 |
123.63 |
123.63 |
123.32 |
123.43 |
+0.10 |
337,746 |
22,370 |
-197,382 |
Dec11 |
110908 |
122.30 |
122.72 |
122.12 |
122.32 |
+0.20 |
665,866 |
715,608 |
+157,784 |
Mar12 |
110908 |
122.47 |
122.47 |
122.47 |
122.47 |
+0.20 |
60 |
0 |
+0 |
Total Volume and Open Interest |
1,003,672 |
737,978 |
-39,598 |
3-Mth Euribor(EUREX) |
Sep11 |
110908 |
98.510 |
98.525 |
98.495 |
98.495 |
-0.030 |
7 |
1,778 |
-1 |
Dec11 |
110908 |
98.780 |
98.820 |
98.770 |
98.820 |
+0.035 |
51 |
1,478 |
-23 |
Mar12 |
110908 |
98.950 |
98.950 |
98.950 |
98.950 |
+0.050 |
118 |
2,360 |
+0 |
Total Volume and Open Interest |
438 |
9,976 |
-22 |
Long Gilt(LIFFE) |
Sep11 |
110908 |
130~16 |
130~27 |
129~26 |
130~03 |
-0~08 |
4,693 |
55,712 |
-342 |
Dec11 |
110908 |
129~06 |
129~27 |
128~14 |
128~26 |
-0~07 |
141,003 |
357,162 |
-3,135 |
Total Volume and Open Interest |
145,696 |
412,874 |
-3,477 |
3-Mth Short Sterling(LIFFE) |
Sep11 |
110908 |
99.09 |
99.11 |
99.07 |
99.07 |
-0.01 |
30,356 |
348,763 |
-8,857 |
Dec11 |
110908 |
99.01 |
99.04 |
98.97 |
98.99 |
-0.01 |
59,588 |
455,898 |
-1,710 |
Mar12 |
110908 |
99.05 |
99.07 |
99.01 |
99.02 |
-0.02 |
55,315 |
369,539 |
+11,200 |
Jun12 |
110908 |
99.07 |
99.10 |
99.04 |
99.05 |
-0.02 |
50,572 |
241,724 |
+751 |
Sep12 |
110908 |
99.09 |
99.11 |
99.04 |
99.07 |
-0.01 |
53,649 |
282,727 |
+15,091 |
Dec12 |
110908 |
99.06 |
99.08 |
99.01 |
99.04 |
-0.01 |
41,268 |
229,946 |
-4,367 |
Total Volume and Open Interest |
371,682 |
2,431,081 |
+17,952 |
3-Mth Euribor(LIFFE) |
Sep11 |
110908 |
98.525 |
98.555 |
98.480 |
98.495 |
-0.030 |
146,323 |
630,987 |
-21,247 |
Dec11 |
110908 |
98.790 |
98.875 |
98.750 |
98.820 |
+0.035 |
138,640 |
633,261 |
-20,833 |
Mar12 |
110908 |
98.910 |
98.995 |
98.885 |
98.950 |
+0.050 |
119,421 |
494,075 |
+3,007 |
Total Volume and Open Interest |
838,945 |
3,549,774 |
-40,755 |
3-Mth Aus T-Bills(SFE) |
Sep11 |
110908 |
95.17 |
95.25 |
95.16 |
95.21 |
+0.03 |
17,233 |
4,400 |
-93,208 |
Dec11 |
110908 |
95.61 |
95.75 |
95.59 |
95.70 |
+0.07 |
47,090 |
251,362 |
-5,196 |
Mar12 |
110908 |
95.91 |
96.05 |
95.85 |
96.00 |
+0.08 |
25,715 |
170,349 |
-3,349 |
Jun12 |
110908 |
96.00 |
96.16 |
95.93 |
96.11 |
+0.10 |
10,514 |
93,807 |
-1,252 |
Sep12 |
110908 |
95.98 |
96.15 |
95.90 |
96.09 |
+0.12 |
3,676 |
65,432 |
+33 |
Dec12 |
110908 |
95.87 |
96.04 |
95.81 |
95.99 |
+0.12 |
1,547 |
40,219 |
+2 |
Mar13 |
110908 |
95.76 |
95.90 |
95.71 |
95.88 |
+0.13 |
862 |
38,246 |
-409 |
Jun13 |
110908 |
95.69 |
95.82 |
95.61 |
95.78 |
+0.14 |
1,488 |
20,711 |
+902 |
Sep13 |
110908 |
95.57 |
95.73 |
95.52 |
95.69 |
+0.15 |
1,298 |
4,623 |
+878 |
Dec13 |
110908 |
95.48 |
95.60 |
95.48 |
95.59 |
+0.14 |
3 |
1,798 |
-4 |
Total Volume and Open Interest |
109,459 |
691,094 |
-101,603 |
10-Year Aus T-Bonds(SFE) |
Sep11 |
110908 |
95.68 |
95.78 |
95.65 |
95.74 |
+0.07 |
51,679 |
383,586 |
-5,857 |
Dec11 |
110908 |
95.67 |
95.75 |
95.64 |
95.71 |
+0.07 |
1,601 |
1,425 |
+460 |
Total Volume and Open Interest |
53,280 |
385,011 |
-5,397 |
3-Year Aus T-Bonds(SFE) |
Sep11 |
110908 |
96.19 |
96.32 |
96.14 |
96.30 |
+0.11 |
157,647 |
655,053 |
-2,926 |
Dec11 |
110908 |
96.24 |
96.36 |
96.20 |
96.35 |
+0.11 |
1,193 |
2,881 |
+808 |
Total Volume and Open Interest |
158,840 |
657,934 |
-2,118 |
Gold(CMX) |
Oct11 |
110908 |
1814.9 |
1870.9 |
1814.0 |
1855.2 |
+40.3 |
13,880 |
34,487 |
+711 |
Dec11 |
110908 |
1819.5 |
1873.3 |
1816.2 |
1857.5 |
+39.9 |
316,257 |
345,479 |
-7,372 |
Feb12 |
110908 |
1819.2 |
1874.6 |
1819.2 |
1859.2 |
+39.9 |
3,190 |
31,673 |
+267 |
Apr12 |
110908 |
1821.4 |
1876.4 |
1819.8 |
1860.9 |
+39.9 |
449 |
8,400 |
-17 |
Jun12 |
110908 |
1843.8 |
1876.8 |
1837.5 |
1862.9 |
+40.0 |
252 |
17,040 |
+34 |
Aug12 |
110908 |
1844.4 |
1877.3 |
1842.1 |
1864.8 |
+40.0 |
120 |
6,358 |
-38 |
Oct12 |
110908 |
1855.0 |
1879.0 |
1842.2 |
1866.7 |
+40.0 |
22 |
4,305 |
+4 |
Dec12 |
110908 |
1856.4 |
1882.0 |
1845.7 |
1868.7 |
+40.1 |
263 |
13,886 |
-133 |
Feb13 |
110908 |
1870.9 |
1870.9 |
1870.9 |
1870.9 |
+40.1 |
4 |
3,121 |
+0 |
Apr13 |
110908 |
1873.0 |
1873.0 |
1873.0 |
1873.0 |
+40.1 |
2 |
333 |
-2 |
Jun13 |
110908 |
1875.4 |
1875.4 |
1875.4 |
1875.4 |
+40.1 |
192 |
12,273 |
+143 |
Total Volume and Open Interest |
335,742 |
517,132 |
-6,162 |
Silver(CMX) |
Sep11 |
110908 |
4152.0 |
4262.0 |
4152.0 |
4247.9 |
+90.7 |
295 |
873 |
-102 |
Dec11 |
110908 |
4165.5 |
4272.5 |
4128.5 |
4253.0 |
+89.9 |
41,675 |
76,866 |
-1,415 |
Mar12 |
110908 |
4160.5 |
4258.0 |
4160.5 |
4255.8 |
+90.4 |
584 |
7,943 |
+195 |
May12 |
110908 |
4256.0 |
4256.4 |
4256.0 |
4256.4 |
+91.0 |
23 |
2,498 |
-6 |
Jul12 |
110908 |
4255.3 |
4255.3 |
4255.3 |
4255.3 |
+91.1 |
0 |
1,955 |
+0 |
Sep12 |
110908 |
4184.5 |
4252.8 |
4184.5 |
4252.8 |
+91.3 |
1 |
538 |
-1 |
Dec12 |
110908 |
4174.0 |
4248.0 |
4153.0 |
4246.2 |
+92.0 |
132 |
9,042 |
+67 |
Total Volume and Open Interest |
43,638 |
112,137 |
-1,312 |
Platinum(NYMEX) |
Oct11 |
110908 |
1823.8 |
1867.2 |
1823.8 |
1854.5 |
+25.8 |
8,369 |
33,680 |
-1,298 |
Jan12 |
110908 |
1834.8 |
1868.8 |
1831.9 |
1858.3 |
+25.7 |
732 |
6,137 |
+86 |
Apr12 |
110908 |
1847.8 |
1872.8 |
1847.8 |
1862.3 |
+25.6 |
67 |
1,133 |
+37 |
Jul12 |
110908 |
1866.6 |
1866.6 |
1866.6 |
1866.6 |
+25.6 |
10 |
23 |
+2 |
Total Volume and Open Interest |
9,178 |
40,973 |
-1,173 |
Palladium(NYMEX) |
Sep11 |
110908 |
760.00 |
763.60 |
760.00 |
763.60 |
+12.75 |
1 |
460 |
-1 |
Dec11 |
110908 |
752.75 |
766.70 |
752.75 |
765.30 |
+12.60 |
2,104 |
19,899 |
-334 |
Mar12 |
110908 |
111.14 |
111.14 |
111.14 |
111.14 |
+12.60 |
0 |
115 |
+0 |
Total Volume and Open Interest |
2,105 |
20,478 |
-335 |
Copper(CMX) |
Sep11 |
110908 |
410.30 |
413.20 |
407.40 |
412.80 |
+1.25 |
617 |
3,369 |
-1,101 |
Dec11 |
110908 |
413.20 |
415.95 |
408.65 |
414.35 |
+1.15 |
26,923 |
77,490 |
+395 |
Mar12 |
110908 |
415.20 |
417.55 |
411.10 |
416.25 |
+1.20 |
1,110 |
22,194 |
+704 |
May12 |
110908 |
413.15 |
417.30 |
413.15 |
417.15 |
+1.30 |
80 |
4,093 |
+5 |
Jul12 |
110908 |
417.55 |
417.55 |
417.55 |
417.55 |
+1.30 |
35 |
1,093 |
+2 |
Total Volume and Open Interest |
28,972 |
115,871 |
-1 |
DJIA Index(CBOT) |
Sep11 |
110908 |
11418 |
11450 |
11281 |
11293 |
-122 |
1,208 |
14,026 |
+64 |
Dec11 |
110908 |
11358 |
11371 |
11205 |
11223 |
-120 |
936 |
961 |
+721 |
Mar12 |
110908 |
11154 |
11274 |
11154 |
11154 |
-120 |
|
|
|
Jun12 |
110908 |
11084 |
11204 |
11084 |
11084 |
-120 |
|
|
|
Total Volume and Open Interest |
2,144 |
14,987 |
+785 |
E-mini DJIA Index(CBOT) |
Sep11 |
110908 |
11415 |
11473 |
11275 |
11293 |
-122 |
103,903 |
71,858 |
-209 |
Dec11 |
110908 |
11350 |
11400 |
11205 |
11223 |
-120 |
1,772 |
3,309 |
+588 |
Mar12 |
110908 |
11240 |
11240 |
11154 |
11154 |
-120 |
2 |
11 |
-2 |
Jun12 |
110908 |
11084 |
11084 |
11084 |
11084 |
-120 |
|
|
|
Total Volume and Open Interest |
105,677 |
75,178 |
+377 |
S & P 500(CME) |
Sep11 |
110908 |
1199.10 |
1203.50 |
1182.50 |
1185.70 |
-13.30 |
34,541 |
395,238 |
-2,560 |
Dec11 |
110908 |
1184.00 |
1197.70 |
1176.50 |
1180.00 |
-13.30 |
22,597 |
52,393 |
+10,486 |
Mar12 |
110908 |
1174.60 |
1191.90 |
1173.40 |
1174.60 |
-13.30 |
453 |
1,087 |
+440 |
Jun12 |
110908 |
1169.50 |
1186.80 |
1168.30 |
1169.50 |
-13.30 |
0 |
26 |
+0 |
Total Volume and Open Interest |
57,591 |
448,844 |
+8,366 |
S & P 500 E-Mini(Globex) |
Sep11 |
110908 |
1199.25 |
1203.75 |
1182.00 |
1185.75 |
-13.25 |
2,595,150 |
3,415,957 |
-178,496 |
Dec11 |
110908 |
1193.75 |
1198.00 |
1176.25 |
1180.00 |
-13.25 |
246,217 |
351,035 |
+183,400 |
Total Volume and Open Interest |
2,841,499 |
3,767,695 |
+4,979 |
NASDAQ 100(CME) |
Sep11 |
110908 |
2225.80 |
2243.00 |
2205.80 |
2216.80 |
-5.20 |
1,896 |
28,758 |
+1,407 |
Dec11 |
110908 |
2208.00 |
2240.00 |
2201.00 |
2212.00 |
-5.00 |
67 |
132 |
+27 |
Mar12 |
110908 |
2209.30 |
2209.30 |
2207.30 |
2209.30 |
-5.00 |
|
|
|
Total Volume and Open Interest |
1,963 |
28,890 |
+1,434 |
NASDAQ 100 E-Mini(Globex) |
Sep11 |
110908 |
2223.00 |
2244.00 |
2205.30 |
2216.80 |
-5.20 |
252,548 |
390,300 |
+5,445 |
Dec11 |
110908 |
2220.00 |
2239.00 |
2200.80 |
2212.00 |
-5.00 |
3,744 |
9,417 |
+1,575 |
Total Volume and Open Interest |
256,301 |
399,753 |
+7,019 |
S & P Midcap 400(CME) |
Sep11 |
110908 |
848.60 |
857.20 |
848.60 |
848.60 |
-8.60 |
10 |
4,893 |
-10 |
Dec11 |
110908 |
845.70 |
857.00 |
845.70 |
845.70 |
-8.50 |
10 |
10 |
+10 |
Mar12 |
110908 |
844.00 |
844.00 |
844.00 |
844.00 |
-8.50 |
|
|
|
Total Volume and Open Interest |
20 |
4,903 |
+0 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Sep11 |
110908 |
8875 |
8890 |
8750 |
8785 |
-80 |
21,892 |
17,906 |
-6,359 |
Dec11 |
110908 |
8830 |
8855 |
8705 |
8735 |
-90 |
14,922 |
26,320 |
+8,435 |
Total Volume and Open Interest |
36,814 |
44,226 |
+2,076 |
Nikkei 225(SGX) |
Sep11 |
110908 |
8775 |
8875 |
8760 |
8795 |
+5 |
214,180 |
204,890 |
-17,250 |
Dec11 |
110908 |
8720 |
8815 |
8695 |
8730 |
unch |
109,048 |
143,397 |
+48,723 |
Mar12 |
110908 |
8725 |
8725 |
8725 |
8725 |
+5 |
0 |
611 |
+0 |
Total Volume and Open Interest |
326,041 |
360,384 |
+33,723 |
CAC 40(EURONEXT) |
Sep11 |
110908 |
3074.0 |
3116.5 |
3042.5 |
3083.5 |
+11.5 |
109,277 |
320,869 |
-9,324 |
Oct11 |
110908 |
3070.5 |
3111.5 |
3045.0 |
3078.5 |
+11.5 |
12,259 |
12,030 |
+10,569 |
Nov11 |
110908 |
3098.5 |
3101.5 |
3072.5 |
3072.5 |
+4.5 |
7 |
12 |
+6 |
Total Volume and Open Interest |
121,584 |
334,134 |
+1,280 |
Hang Seng Index(HKFE) |
Sep11 |
110908 |
20100 |
20145 |
19730 |
19857 |
-113 |
80,456 |
100,020 |
+253 |
Oct11 |
110908 |
20122 |
20137 |
19738 |
19860 |
-108 |
622 |
1,611 |
+338 |
Total Volume and Open Interest |
81,594 |
107,467 |
+616 |
DAX(EUREX) |
Sep11 |
110908 |
5424.5 |
5474.0 |
5307.5 |
5406.0 |
+5.5 |
187,025 |
192,252 |
+5,665 |
Dec11 |
110908 |
5430.5 |
5483.5 |
5323.5 |
5418.0 |
+6.5 |
4,243 |
22,875 |
+1,633 |
Mar12 |
110908 |
5448.0 |
5502.5 |
5349.5 |
5436.0 |
+6.0 |
262 |
2,862 |
+99 |
Total Volume and Open Interest |
191,530 |
217,989 |
+7,397 |
FT-SE 100(EURONEXT) |
Sep11 |
110908 |
5372.00 |
5375.00 |
5268.00 |
5331.50 |
+8.50 |
125,823 |
596,360 |
-12,950 |
Dec11 |
110908 |
5347.50 |
5349.50 |
5245.50 |
5307.00 |
+9.00 |
16,497 |
86,078 |
+10,938 |
Mar12 |
110908 |
5271.50 |
5271.50 |
5271.50 |
5271.50 |
+9.00 |
6 |
306 |
-3 |
Total Volume and Open Interest |
142,366 |
683,211 |
-2,015 |
SPI 200(SFE) |
Sep11 |
110908 |
4190.0 |
4248.0 |
4158.0 |
4187.0 |
-9.0 |
49,147 |
241,327 |
-5,666 |
Dec11 |
110908 |
4199.0 |
4256.0 |
4172.0 |
4198.0 |
-9.0 |
2,354 |
10,673 |
+1,496 |
Mar12 |
110908 |
4176.0 |
4176.0 |
4176.0 |
4176.0 |
-11.0 |
19 |
2,013 |
-4 |
Total Volume and Open Interest |
51,737 |
256,778 |
-4,085 |
GSCI(CME) |
Sep11 |
110908 |
672.00 |
675.50 |
668.00 |
668.00 |
-2.35 |
255 |
8,471 |
-20 |
Oct11 |
110908 |
671.25 |
674.50 |
666.85 |
666.85 |
-3.15 |
154 |
177 |
+142 |
Nov11 |
110908 |
668.50 |
675.00 |
668.50 |
668.50 |
-2.50 |
|
|
|
Total Volume and Open Interest |
409 |
8,648 |
+122 |
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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