|
MRCI's End of Day Prices |
Daily Futures Price Listing Tue September 13, 2011 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Sep11 |
110913 |
1389.50 |
1389.50 |
1374.00 |
1381.25 |
-6.25 |
1,431 |
810 |
-540 |
Nov11 |
110913 |
1397.50 |
1402.00 |
1382.00 |
1391.75 |
-4.25 |
138,734 |
345,230 |
-2,808 |
Jan12 |
110913 |
1407.25 |
1412.25 |
1392.75 |
1402.50 |
-3.75 |
31,880 |
75,307 |
-761 |
Mar12 |
110913 |
1418.00 |
1418.00 |
1399.50 |
1409.50 |
-3.50 |
15,419 |
52,484 |
+487 |
May12 |
110913 |
1420.00 |
1421.25 |
1403.50 |
1412.75 |
-3.25 |
9,515 |
58,684 |
+287 |
Jul12 |
110913 |
1426.00 |
1428.75 |
1409.00 |
1419.75 |
-2.50 |
6,478 |
33,292 |
+336 |
Aug12 |
110913 |
1400.00 |
1410.00 |
1400.00 |
1408.50 |
-1.50 |
92 |
601 |
-22 |
Sep12 |
110913 |
1389.00 |
1391.50 |
1389.00 |
1389.00 |
-2.50 |
55 |
419 |
-10 |
Nov12 |
110913 |
1375.00 |
1379.25 |
1362.00 |
1374.25 |
-1.75 |
3,322 |
29,851 |
+28 |
Jan13 |
110913 |
1376.25 |
1380.50 |
1376.25 |
1378.75 |
-1.75 |
10 |
5,181 |
+2 |
Mar13 |
110913 |
1380.50 |
1382.25 |
1380.50 |
1380.50 |
-1.75 |
0 |
129 |
+0 |
May13 |
110913 |
1380.00 |
1381.00 |
1380.00 |
1380.00 |
-1.00 |
0 |
31 |
+0 |
Jul13 |
110913 |
1382.50 |
1383.50 |
1382.50 |
1382.50 |
-1.00 |
0 |
168 |
+0 |
Aug13 |
110913 |
1370.50 |
1370.50 |
1370.50 |
1370.50 |
unch |
|
|
|
Total Volume and Open Interest |
206,966 |
603,358 |
-3,002 |
Soybean Meal(CBOT) |
Sep11 |
110913 |
360.50 |
360.80 |
357.30 |
357.30 |
-2.80 |
2,357 |
413 |
-1,175 |
Oct11 |
110913 |
361.50 |
363.00 |
357.00 |
358.00 |
-3.30 |
18,823 |
30,628 |
-2,055 |
Dec11 |
110913 |
365.90 |
367.60 |
361.30 |
362.70 |
-3.10 |
50,829 |
114,965 |
-3,831 |
Jan12 |
110913 |
369.20 |
369.40 |
364.70 |
364.90 |
-3.00 |
1,880 |
12,538 |
+155 |
Mar12 |
110913 |
371.30 |
372.10 |
367.40 |
368.00 |
-2.90 |
1,319 |
9,894 |
+112 |
May12 |
110913 |
373.90 |
373.90 |
369.30 |
369.70 |
-2.80 |
1,652 |
12,456 |
-140 |
Jul12 |
110913 |
375.90 |
376.40 |
371.70 |
371.90 |
-2.70 |
1,952 |
8,100 |
+599 |
Aug12 |
110913 |
370.90 |
372.20 |
368.10 |
368.10 |
-2.60 |
104 |
933 |
+5 |
Sep12 |
110913 |
366.80 |
366.80 |
361.80 |
361.80 |
-2.40 |
132 |
968 |
+11 |
Oct12 |
110913 |
359.10 |
359.10 |
355.00 |
355.00 |
-2.80 |
75 |
947 |
-23 |
Total Volume and Open Interest |
79,711 |
195,499 |
-6,197 |
Soybean Oil(CBOT) |
Sep11 |
110913 |
57.29 |
57.35 |
56.70 |
57.16 |
-0.09 |
727 |
603 |
-653 |
Oct11 |
110913 |
57.49 |
57.58 |
56.70 |
57.27 |
-0.12 |
11,102 |
35,081 |
-360 |
Dec11 |
110913 |
57.85 |
57.99 |
57.07 |
57.63 |
-0.12 |
48,419 |
160,379 |
-3,507 |
Jan12 |
110913 |
58.04 |
58.07 |
57.26 |
57.80 |
-0.12 |
4,237 |
31,337 |
-376 |
Mar12 |
110913 |
58.26 |
58.28 |
57.50 |
58.04 |
-0.12 |
2,654 |
27,049 |
+753 |
May12 |
110913 |
58.33 |
58.35 |
57.60 |
58.12 |
-0.09 |
1,270 |
19,316 |
+122 |
Jul12 |
110913 |
58.57 |
58.62 |
57.75 |
58.28 |
-0.11 |
1,076 |
11,088 |
+39 |
Aug12 |
110913 |
58.32 |
58.32 |
57.74 |
58.23 |
-0.08 |
115 |
2,051 |
+63 |
Sep12 |
110913 |
58.09 |
58.20 |
58.09 |
58.18 |
-0.02 |
91 |
1,537 |
+5 |
Oct12 |
110913 |
57.75 |
57.93 |
57.75 |
57.93 |
-0.02 |
60 |
1,847 |
+9 |
Total Volume and Open Interest |
70,248 |
295,914 |
-3,843 |
Canola(WCE) |
Nov11 |
110913 |
566.0 |
566.8 |
559.5 |
563.4 |
-2.5 |
12,203 |
102,160 |
-66 |
Jan12 |
110913 |
575.8 |
576.4 |
569.6 |
573.0 |
-2.7 |
3,138 |
44,294 |
+1,970 |
Mar12 |
110913 |
581.0 |
585.0 |
578.2 |
581.5 |
-3.1 |
1,406 |
22,022 |
+401 |
May12 |
110913 |
585.2 |
590.5 |
583.7 |
586.9 |
-3.7 |
833 |
11,216 |
+377 |
Jul12 |
110913 |
592.9 |
594.4 |
589.0 |
591.3 |
-4.0 |
682 |
5,211 |
-17 |
Total Volume and Open Interest |
19,304 |
192,206 |
+3,436 |
Corn(CBOT) |
Sep11 |
110913 |
735.00 |
736.25 |
705.00 |
709.25 |
-25.00 |
1,400 |
1,931 |
-732 |
Dec11 |
110913 |
746.25 |
749.25 |
716.75 |
723.00 |
-22.50 |
187,996 |
718,581 |
+0 |
Mar12 |
110913 |
759.00 |
762.00 |
730.25 |
736.50 |
-22.00 |
38,059 |
217,996 |
+3,393 |
May12 |
110913 |
766.00 |
768.00 |
737.50 |
743.75 |
-21.75 |
8,754 |
52,190 |
+1,064 |
Jul12 |
110913 |
769.50 |
771.50 |
741.00 |
747.00 |
-23.00 |
12,457 |
86,967 |
+1,495 |
Sep12 |
110913 |
704.50 |
706.00 |
681.00 |
684.75 |
-20.25 |
1,471 |
20,238 |
+231 |
Dec12 |
110913 |
662.25 |
663.25 |
641.75 |
642.00 |
-21.00 |
9,433 |
101,243 |
-1,096 |
Mar13 |
110913 |
672.00 |
672.00 |
650.50 |
651.25 |
-20.75 |
99 |
18,488 |
-2 |
May13 |
110913 |
665.00 |
677.00 |
656.50 |
656.50 |
-20.50 |
13 |
659 |
-4 |
Jul13 |
110913 |
680.00 |
681.00 |
660.25 |
660.25 |
-20.75 |
66 |
908 |
+3 |
Total Volume and Open Interest |
259,929 |
1,230,359 |
+4,421 |
Wheat(CBOT) |
Sep11 |
110913 |
698.50 |
704.00 |
684.50 |
688.75 |
-11.00 |
117 |
61 |
-31 |
Dec11 |
110913 |
728.50 |
732.00 |
696.00 |
702.00 |
-25.25 |
60,426 |
218,432 |
+3,227 |
Mar12 |
110913 |
763.00 |
777.50 |
731.50 |
737.00 |
-25.25 |
18,638 |
78,816 |
-2,425 |
May12 |
110913 |
782.00 |
783.75 |
752.00 |
756.00 |
-25.25 |
4,438 |
18,653 |
+1,065 |
Jul12 |
110913 |
786.25 |
789.00 |
757.50 |
763.00 |
-23.50 |
7,817 |
56,635 |
+1,579 |
Sep12 |
110913 |
798.00 |
798.00 |
770.50 |
775.25 |
-22.00 |
330 |
3,256 |
+61 |
Total Volume and Open Interest |
92,886 |
405,228 |
+3,664 |
Wheat(KCBT) |
Sep11 |
110913 |
788.25 |
788.25 |
777.00 |
777.50 |
-25.50 |
21 |
19 |
-12 |
Dec11 |
110913 |
826.50 |
830.00 |
797.00 |
802.50 |
-23.50 |
16,302 |
91,582 |
-1,202 |
Mar12 |
110913 |
842.25 |
843.50 |
811.25 |
816.75 |
-23.50 |
7,607 |
31,580 |
-611 |
May12 |
110913 |
845.00 |
846.50 |
817.25 |
821.25 |
-24.00 |
834 |
4,071 |
-243 |
Jul12 |
110913 |
841.25 |
842.50 |
812.50 |
817.50 |
-25.75 |
3,807 |
23,195 |
+898 |
Sep12 |
110913 |
847.25 |
847.25 |
820.25 |
826.00 |
-26.25 |
96 |
1,471 |
-23 |
Total Volume and Open Interest |
28,721 |
153,889 |
-1,177 |
Wheat(MGE) |
Sep11 |
110913 |
936.00 |
936.00 |
926.75 |
926.75 |
-12.75 |
152 |
29 |
-152 |
Dec11 |
110913 |
901.50 |
905.00 |
875.25 |
876.75 |
-24.75 |
3,370 |
20,993 |
-405 |
Mar12 |
110913 |
900.00 |
901.25 |
871.00 |
872.25 |
-28.25 |
731 |
8,973 |
+186 |
May12 |
110913 |
899.00 |
900.50 |
870.75 |
872.25 |
-26.75 |
281 |
3,614 |
+5 |
Jul12 |
110913 |
896.25 |
898.00 |
869.50 |
870.75 |
-25.25 |
255 |
4,729 |
-35 |
Total Volume and Open Interest |
4,938 |
41,872 |
-481 |
Oats(CBOT) |
Sep11 |
110913 |
344.00 |
345.00 |
344.00 |
344.00 |
-1.00 |
3 |
24 |
-3 |
Dec11 |
110913 |
345.00 |
348.25 |
338.00 |
344.00 |
-1.00 |
1,469 |
12,393 |
+332 |
Mar12 |
110913 |
353.00 |
356.00 |
349.25 |
354.00 |
-1.00 |
166 |
1,321 |
+35 |
May12 |
110913 |
361.75 |
362.50 |
356.75 |
361.50 |
-1.00 |
29 |
76 |
+26 |
Total Volume and Open Interest |
1,667 |
13,849 |
+390 |
Rough Rice(CBOT) |
Sep11 |
110913 |
18.04 |
18.17 |
17.89 |
17.89 |
-0.28 |
136 |
147 |
+83 |
Nov11 |
110913 |
18.36 |
18.44 |
17.94 |
18.08 |
-0.29 |
1,120 |
14,745 |
+79 |
Jan12 |
110913 |
18.56 |
18.64 |
18.23 |
18.35 |
-0.28 |
240 |
1,934 |
+73 |
Mar12 |
110913 |
18.98 |
18.99 |
18.47 |
18.63 |
-0.29 |
56 |
1,052 |
+8 |
Total Volume and Open Interest |
1,552 |
18,069 |
+243 |
Live Cattle(CME) |
Oct11 |
110913 |
119.230 |
120.200 |
119.035 |
119.600 |
+0.200 |
27,341 |
85,604 |
-6,134 |
Dec11 |
110913 |
118.730 |
119.800 |
118.500 |
119.750 |
+1.020 |
22,851 |
119,956 |
+4,483 |
Feb12 |
110913 |
122.385 |
123.135 |
121.385 |
122.650 |
+0.250 |
11,563 |
59,259 |
+1,876 |
Apr12 |
110913 |
126.150 |
126.980 |
125.300 |
126.450 |
+0.065 |
3,358 |
36,639 |
+237 |
Jun12 |
110913 |
124.750 |
125.100 |
123.730 |
124.750 |
-0.050 |
2,614 |
14,553 |
+787 |
Aug12 |
110913 |
124.500 |
124.900 |
123.600 |
124.730 |
+0.095 |
374 |
2,240 |
+74 |
Total Volume and Open Interest |
68,186 |
319,538 |
+1,389 |
Feeder Cattle(CME) |
Sep11 |
110913 |
133.700 |
135.050 |
133.535 |
134.880 |
+1.480 |
946 |
4,510 |
-488 |
Oct11 |
110913 |
135.550 |
137.075 |
135.450 |
137.035 |
+1.500 |
3,241 |
11,277 |
-582 |
Nov11 |
110913 |
136.450 |
138.185 |
136.435 |
138.050 |
+1.650 |
3,173 |
9,142 |
+857 |
Jan12 |
110913 |
138.750 |
140.200 |
138.750 |
139.985 |
+1.200 |
772 |
5,139 |
+111 |
Mar12 |
110913 |
139.900 |
141.535 |
139.900 |
141.500 |
+1.315 |
461 |
1,682 |
+111 |
Apr12 |
110913 |
140.400 |
141.735 |
140.200 |
141.200 |
+1.150 |
68 |
399 |
+20 |
May12 |
110913 |
140.900 |
142.000 |
140.500 |
141.985 |
+1.085 |
50 |
375 |
+9 |
Total Volume and Open Interest |
8,722 |
32,651 |
+41 |
Lean Hogs(CME) |
Oct11 |
110913 |
86.830 |
87.850 |
86.750 |
87.150 |
+0.470 |
17,555 |
54,445 |
-3,472 |
Dec11 |
110913 |
83.035 |
83.800 |
82.180 |
82.830 |
+0.100 |
19,081 |
95,826 |
+3,664 |
Feb12 |
110913 |
89.100 |
89.480 |
87.550 |
88.230 |
-0.570 |
5,166 |
45,856 |
+1,215 |
Apr12 |
110913 |
92.400 |
92.850 |
91.200 |
91.950 |
-0.400 |
2,483 |
27,479 |
+216 |
May12 |
110913 |
97.000 |
97.135 |
96.100 |
96.400 |
-0.400 |
57 |
1,085 |
+29 |
Jun12 |
110913 |
99.180 |
99.500 |
98.000 |
98.800 |
-0.485 |
731 |
13,580 |
+96 |
Jul12 |
110913 |
97.750 |
98.000 |
96.680 |
97.300 |
-0.400 |
89 |
3,851 |
+10 |
Aug12 |
110913 |
96.750 |
96.885 |
95.650 |
96.100 |
-0.400 |
117 |
2,533 |
+5 |
Total Volume and Open Interest |
45,338 |
245,950 |
+1,780 |
Class III Milk(CME) |
Sep11 |
110913 |
18.90 |
18.95 |
18.90 |
18.92 |
unch |
180 |
6,167 |
+6 |
Oct11 |
110913 |
18.50 |
18.98 |
18.50 |
18.92 |
+0.37 |
302 |
5,323 |
-27 |
Nov11 |
110913 |
18.25 |
18.67 |
18.17 |
18.63 |
+0.46 |
229 |
4,571 |
+60 |
Dec11 |
110913 |
17.95 |
18.10 |
17.93 |
18.07 |
+0.14 |
225 |
4,271 |
+30 |
Jan12 |
110913 |
17.33 |
17.43 |
17.30 |
17.42 |
+0.12 |
49 |
1,714 |
+26 |
Total Volume and Open Interest |
1,231 |
32,059 |
+129 |
Cocoa(ICE) |
Sep11 |
110913 |
2871 |
2871 |
2825 |
2848 |
-3 |
13 |
14 |
+0 |
Dec11 |
110913 |
2870 |
2887 |
2858 |
2865 |
+2 |
8,074 |
72,509 |
+405 |
Mar12 |
110913 |
2911 |
2926 |
2897 |
2906 |
+2 |
2,782 |
56,617 |
+506 |
May12 |
110913 |
2918 |
2940 |
2910 |
2920 |
+2 |
1,041 |
16,947 |
+160 |
Jul12 |
110913 |
2928 |
2944 |
2920 |
2929 |
+2 |
300 |
7,730 |
+129 |
Sep12 |
110913 |
2951 |
2951 |
2937 |
2937 |
+2 |
267 |
9,317 |
-112 |
Dec12 |
110913 |
2963 |
2963 |
2949 |
2949 |
+2 |
337 |
7,778 |
+297 |
Total Volume and Open Interest |
12,815 |
175,432 |
+1,386 |
Coffee "C"(ICE) |
Sep11 |
110913 |
273.50 |
273.50 |
272.35 |
272.85 |
-0.85 |
25 |
294 |
-23 |
Dec11 |
110913 |
270.95 |
274.00 |
268.00 |
270.30 |
-0.65 |
9,910 |
75,076 |
-715 |
Mar12 |
110913 |
273.95 |
276.70 |
270.95 |
273.05 |
-0.85 |
2,155 |
21,164 |
-214 |
May12 |
110913 |
273.50 |
277.85 |
272.75 |
274.05 |
-1.05 |
685 |
9,496 |
+127 |
Jul12 |
110913 |
272.70 |
274.00 |
272.15 |
272.75 |
-1.05 |
82 |
2,974 |
+12 |
Sep12 |
110913 |
272.15 |
272.15 |
268.90 |
270.55 |
-1.10 |
61 |
2,505 |
+22 |
Total Volume and Open Interest |
12,970 |
113,911 |
-784 |
Orange Juice(ICE) |
Nov11 |
110913 |
168.70 |
169.15 |
165.80 |
167.95 |
-0.75 |
711 |
18,603 |
-1 |
Jan12 |
110913 |
162.80 |
165.00 |
162.35 |
163.80 |
-1.20 |
98 |
3,033 |
-71 |
Mar12 |
110913 |
163.15 |
164.50 |
163.15 |
163.95 |
-1.10 |
46 |
1,590 |
-33 |
May12 |
110913 |
164.50 |
164.50 |
163.30 |
163.30 |
-1.45 |
0 |
508 |
+0 |
Jul12 |
110913 |
163.15 |
163.15 |
163.15 |
163.15 |
-1.45 |
0 |
145 |
+0 |
Sep12 |
110913 |
163.05 |
163.05 |
163.05 |
163.05 |
-1.45 |
0 |
1 |
+0 |
Total Volume and Open Interest |
855 |
23,890 |
-120 |
Sugar #11(ICE) |
Oct11 |
110913 |
29.59 |
29.91 |
29.33 |
29.41 |
-0.16 |
77,215 |
159,672 |
-12,719 |
Mar12 |
110913 |
28.18 |
28.38 |
27.94 |
27.96 |
-0.22 |
57,180 |
221,586 |
+15,548 |
May12 |
110913 |
26.92 |
26.93 |
26.66 |
26.84 |
+0.01 |
7,165 |
54,778 |
+1,891 |
Jul12 |
110913 |
25.63 |
25.70 |
25.36 |
25.57 |
+0.03 |
2,643 |
65,606 |
+92 |
Oct12 |
110913 |
24.77 |
24.88 |
24.58 |
24.78 |
-0.01 |
1,194 |
31,362 |
+242 |
Total Volume and Open Interest |
147,113 |
579,928 |
+5,815 |
London Cocoa(LCE) |
Sep11 |
110913 |
1809 |
1821 |
1800 |
1809 |
+1 |
16,253 |
16,905 |
-10,218 |
Dec11 |
110913 |
1849 |
1864 |
1843 |
1850 |
+3 |
22,036 |
84,879 |
+8,533 |
Mar12 |
110913 |
1879 |
1893 |
1874 |
1880 |
+3 |
2,824 |
42,485 |
-119 |
May12 |
110913 |
1894 |
1908 |
1889 |
1895 |
+3 |
443 |
16,608 |
+159 |
Jul12 |
110913 |
1905 |
1917 |
1901 |
1907 |
+2 |
587 |
13,693 |
+205 |
Sep12 |
110913 |
1925 |
1930 |
1919 |
1919 |
+4 |
88 |
10,353 |
+26 |
Dec12 |
110913 |
1930 |
1930 |
1930 |
1930 |
+5 |
193 |
9,694 |
+184 |
Total Volume and Open Interest |
42,424 |
195,523 |
-1,230 |
London Sugar(LCE) |
Dec11 |
110913 |
718.50 |
723.50 |
714.80 |
717.30 |
-6.30 |
5,828 |
18,992 |
+2,753 |
Mar12 |
110913 |
709.00 |
710.10 |
701.90 |
704.40 |
-6.10 |
1,027 |
11,935 |
+7 |
May12 |
110913 |
695.00 |
695.00 |
689.00 |
689.80 |
-8.20 |
344 |
4,129 |
+217 |
Aug12 |
110913 |
668.50 |
670.20 |
665.40 |
666.20 |
-8.10 |
78 |
2,484 |
+27 |
Oct12 |
110913 |
648.10 |
651.10 |
643.50 |
643.50 |
-2.90 |
80 |
1,397 |
+22 |
Total Volume and Open Interest |
13,214 |
47,838 |
+1,357 |
Cotton(ICE) |
Oct11 |
110913 |
110.77 |
111.78 |
109.80 |
111.56 |
+0.84 |
12 |
257 |
-2 |
Dec11 |
110913 |
112.50 |
113.65 |
111.13 |
113.01 |
+0.72 |
6,018 |
94,688 |
-478 |
Mar12 |
110913 |
109.20 |
110.41 |
108.13 |
109.91 |
+0.70 |
1,988 |
37,003 |
+490 |
May12 |
110913 |
107.45 |
107.94 |
105.81 |
107.40 |
+0.41 |
271 |
6,600 |
+74 |
Jul12 |
110913 |
105.42 |
106.61 |
104.03 |
105.97 |
+0.64 |
99 |
10,829 |
-19 |
Oct12 |
110913 |
103.83 |
103.83 |
103.83 |
103.83 |
+0.64 |
0 |
3 |
+0 |
Total Volume and Open Interest |
8,498 |
153,534 |
+14 |
Lumber(CME) |
Sep11 |
110913 |
241.2 |
245.9 |
238.8 |
241.7 |
+2.7 |
128 |
223 |
-56 |
Nov11 |
110913 |
257.0 |
264.5 |
253.6 |
255.2 |
-4.1 |
358 |
6,450 |
+3 |
Jan12 |
110913 |
276.7 |
283.0 |
274.0 |
278.9 |
-0.1 |
78 |
2,485 |
+13 |
Mar12 |
110913 |
289.4 |
294.4 |
287.0 |
291.9 |
+1.4 |
39 |
466 |
+23 |
Total Volume and Open Interest |
627 |
9,753 |
+3 |
Crude Oil(NYM) |
Oct11 |
110913 |
88.95 |
90.52 |
87.81 |
90.21 |
+2.02 |
355,070 |
190,400 |
-26,267 |
Nov11 |
110913 |
89.09 |
90.60 |
87.95 |
90.28 |
+1.97 |
145,087 |
246,583 |
+21,043 |
Dec11 |
110913 |
89.20 |
90.72 |
88.12 |
90.39 |
+1.93 |
109,527 |
202,519 |
+89 |
Jan12 |
110913 |
89.39 |
90.75 |
88.30 |
90.52 |
+1.88 |
31,854 |
99,390 |
+1,102 |
Feb12 |
110913 |
89.30 |
90.83 |
88.61 |
90.66 |
+1.84 |
12,099 |
33,861 |
+2,199 |
Mar12 |
110913 |
89.54 |
91.09 |
89.41 |
90.80 |
+1.79 |
12,158 |
45,773 |
+445 |
Apr12 |
110913 |
89.82 |
91.22 |
89.10 |
90.94 |
+1.73 |
8,066 |
26,591 |
+250 |
May12 |
110913 |
90.01 |
91.26 |
90.01 |
91.09 |
+1.69 |
5,761 |
25,266 |
-569 |
Jun12 |
110913 |
89.60 |
91.58 |
89.17 |
91.24 |
+1.66 |
15,942 |
77,826 |
-187 |
Jul12 |
110913 |
91.13 |
91.50 |
90.67 |
91.40 |
+1.64 |
2,547 |
35,616 |
-341 |
Aug12 |
110913 |
90.29 |
91.84 |
90.29 |
91.51 |
+1.61 |
2,412 |
17,785 |
-158 |
Sep12 |
110913 |
90.87 |
91.63 |
90.59 |
91.63 |
+1.60 |
2,107 |
17,932 |
-53 |
Oct12 |
110913 |
91.76 |
91.76 |
91.76 |
91.76 |
+1.58 |
1,126 |
15,564 |
-67 |
Nov12 |
110913 |
91.91 |
91.91 |
91.91 |
91.91 |
+1.58 |
684 |
19,649 |
+123 |
Dec12 |
110913 |
90.84 |
92.41 |
90.41 |
92.08 |
+1.58 |
26,408 |
151,705 |
-1,008 |
Jan13 |
110913 |
91.48 |
92.12 |
91.31 |
92.12 |
+1.56 |
295 |
19,632 |
-74 |
Total Volume and Open Interest |
745,286 |
1,488,947 |
-2,843 |
e-miNY Crude Oil(NYM) |
Sep11 |
110819 |
81.450 |
83.550 |
79.225 |
82.250 |
-0.125 |
9,194 |
3,327 |
-634 |
Oct11 |
110913 |
88.875 |
90.525 |
87.850 |
90.200 |
+2.000 |
8,612 |
2,010 |
-3 |
Nov11 |
110913 |
88.950 |
90.600 |
88.025 |
90.275 |
+1.975 |
470 |
681 |
+14 |
Dec11 |
110913 |
89.150 |
90.700 |
88.450 |
90.400 |
+1.950 |
105 |
447 |
+29 |
Jan12 |
110913 |
89.050 |
90.525 |
89.050 |
90.525 |
+1.875 |
8 |
276 |
+3 |
Feb12 |
110913 |
90.650 |
90.650 |
90.650 |
90.650 |
+1.825 |
0 |
17 |
+0 |
Mar12 |
110913 |
90.800 |
90.800 |
90.800 |
90.800 |
+1.800 |
4 |
21 |
+2 |
Apr12 |
110913 |
90.950 |
90.950 |
90.950 |
90.950 |
+1.750 |
2 |
8 |
+0 |
May12 |
110913 |
91.100 |
91.100 |
91.100 |
91.100 |
+1.700 |
1 |
7 |
+0 |
Jun12 |
110913 |
90.625 |
91.250 |
90.425 |
91.250 |
+1.675 |
3 |
13 |
+1 |
Total Volume and Open Interest |
9,205 |
3,692 |
+46 |
Heating Oil(NYM) |
Oct11 |
110913 |
295.89 |
296.54 |
292.34 |
293.61 |
-1.14 |
55,638 |
83,652 |
-2,080 |
Nov11 |
110913 |
296.75 |
297.50 |
293.36 |
294.65 |
-1.04 |
21,975 |
56,964 |
+3,674 |
Dec11 |
110913 |
296.99 |
298.54 |
294.46 |
295.64 |
-0.98 |
18,074 |
52,753 |
+454 |
Jan12 |
110913 |
298.23 |
299.41 |
295.67 |
296.68 |
-0.90 |
7,205 |
37,536 |
+985 |
Feb12 |
110913 |
297.36 |
297.91 |
296.13 |
296.63 |
-0.72 |
2,148 |
12,394 |
+193 |
Mar12 |
110913 |
296.69 |
296.69 |
294.69 |
295.74 |
-0.55 |
1,734 |
10,803 |
+23 |
Apr12 |
110913 |
293.33 |
294.09 |
292.90 |
293.53 |
-0.55 |
764 |
6,482 |
+87 |
May12 |
110913 |
290.50 |
291.87 |
290.50 |
291.37 |
-0.59 |
574 |
5,549 |
-66 |
Jun12 |
110913 |
290.89 |
291.13 |
288.81 |
290.17 |
-0.62 |
2,960 |
31,316 |
+429 |
Jul12 |
110913 |
290.30 |
290.34 |
290.30 |
290.34 |
-0.64 |
141 |
2,767 |
-19 |
Aug12 |
110913 |
290.40 |
290.76 |
290.40 |
290.76 |
-0.64 |
1,206 |
2,237 |
+965 |
Sep12 |
110913 |
291.36 |
291.37 |
290.85 |
291.24 |
-0.61 |
293 |
2,505 |
+184 |
Total Volume and Open Interest |
113,897 |
322,094 |
+5,246 |
Gasoline(NYMEX) |
Oct11 |
110913 |
275.45 |
276.45 |
271.82 |
274.24 |
+0.42 |
55,506 |
71,979 |
-796 |
Nov11 |
110913 |
272.22 |
273.59 |
269.46 |
271.62 |
+0.48 |
35,443 |
54,240 |
+562 |
Dec11 |
110913 |
272.51 |
272.51 |
268.30 |
270.00 |
+0.53 |
19,120 |
43,361 |
-474 |
Jan12 |
110913 |
270.05 |
270.85 |
268.27 |
269.84 |
+0.60 |
7,346 |
31,366 |
-223 |
Feb12 |
110913 |
269.14 |
271.20 |
269.14 |
270.49 |
+0.62 |
3,509 |
10,732 |
+376 |
Mar12 |
110913 |
271.55 |
271.79 |
271.09 |
271.44 |
+0.56 |
3,532 |
12,550 |
-66 |
Apr12 |
110913 |
280.35 |
282.06 |
280.35 |
282.06 |
+0.52 |
1,058 |
8,389 |
+278 |
May12 |
110913 |
279.80 |
281.86 |
279.80 |
281.86 |
+0.77 |
984 |
4,359 |
+231 |
Jun12 |
110913 |
279.38 |
280.57 |
278.48 |
280.57 |
+0.88 |
859 |
13,041 |
-125 |
Jul12 |
110913 |
278.18 |
278.18 |
278.18 |
278.18 |
+0.99 |
178 |
1,510 |
-13 |
Total Volume and Open Interest |
129,799 |
269,263 |
+527 |
e-miNY RBOB Gasoline(NYM) |
Oct11 |
110913 |
274.20 |
274.24 |
274.20 |
274.20 |
+0.40 |
0 |
1 |
+0 |
Nov11 |
110913 |
271.60 |
271.62 |
271.60 |
271.60 |
+0.50 |
|
|
|
Dec11 |
110913 |
270.00 |
270.00 |
270.00 |
270.00 |
+0.50 |
0 |
1 |
+0 |
Jan12 |
110913 |
269.80 |
269.84 |
269.80 |
269.80 |
+0.60 |
0 |
1 |
+0 |
Total Volume and Open Interest |
0 |
4 |
+0 |
Natural Gas(NYM) |
Oct11 |
110913 |
3.905 |
4.018 |
3.870 |
3.980 |
+0.095 |
103,178 |
146,407 |
-4,247 |
Nov11 |
110913 |
3.983 |
4.093 |
3.948 |
4.054 |
+0.088 |
53,362 |
201,391 |
+1,681 |
Dec11 |
110913 |
4.176 |
4.297 |
4.156 |
4.257 |
+0.085 |
29,942 |
88,360 |
+2,590 |
Jan12 |
110913 |
4.303 |
4.412 |
4.274 |
4.374 |
+0.082 |
22,405 |
162,282 |
-37 |
Feb12 |
110913 |
4.318 |
4.428 |
4.306 |
4.391 |
+0.081 |
6,616 |
38,042 |
+480 |
Mar12 |
110913 |
4.279 |
4.390 |
4.264 |
4.363 |
+0.078 |
12,074 |
45,862 |
+2,103 |
Apr12 |
110913 |
4.250 |
4.370 |
4.247 |
4.335 |
+0.073 |
9,962 |
74,340 |
+434 |
May12 |
110913 |
4.280 |
4.392 |
4.280 |
4.361 |
+0.071 |
766 |
18,007 |
+15 |
Jun12 |
110913 |
4.340 |
4.427 |
4.340 |
4.401 |
+0.069 |
351 |
13,843 |
-274 |
Jul12 |
110913 |
4.430 |
4.472 |
4.430 |
4.445 |
+0.067 |
271 |
11,094 |
+58 |
Aug12 |
110913 |
4.400 |
4.500 |
4.400 |
4.472 |
+0.066 |
196 |
10,229 |
-27 |
Sep12 |
110913 |
4.400 |
4.504 |
4.400 |
4.477 |
+0.066 |
713 |
8,940 |
-251 |
Oct12 |
110913 |
4.461 |
4.544 |
4.461 |
4.507 |
+0.065 |
2,421 |
45,212 |
+184 |
Nov12 |
110913 |
4.601 |
4.675 |
4.600 |
4.667 |
+0.060 |
256 |
8,786 |
-6 |
Dec12 |
110913 |
4.857 |
4.950 |
4.857 |
4.923 |
+0.056 |
623 |
12,334 |
-103 |
Jan13 |
110913 |
5.048 |
5.090 |
5.043 |
5.057 |
+0.055 |
1,067 |
21,131 |
-245 |
Total Volume and Open Interest |
246,779 |
973,148 |
+3,155 |
Brent Crude Oil(ICE) |
Oct11 |
110913 |
112.85 |
113.30 |
111.28 |
111.89 |
-0.36 |
159,203 |
75,056 |
-18,713 |
Nov11 |
110913 |
110.73 |
111.20 |
109.19 |
109.77 |
-0.42 |
200,816 |
184,456 |
+7,807 |
Dec11 |
110913 |
109.64 |
110.00 |
108.26 |
108.87 |
-0.14 |
173,937 |
172,043 |
+10,065 |
Jan12 |
110913 |
109.02 |
109.10 |
107.76 |
108.35 |
unch |
41,396 |
49,457 |
-1,091 |
Feb12 |
110913 |
108.42 |
108.80 |
107.43 |
108.01 |
+0.06 |
16,103 |
28,345 |
+1,234 |
Mar12 |
110913 |
108.19 |
108.49 |
107.12 |
107.73 |
+0.08 |
13,626 |
43,456 |
-332 |
Apr12 |
110913 |
107.96 |
108.26 |
106.91 |
107.51 |
+0.09 |
6,214 |
14,513 |
+394 |
May12 |
110913 |
107.75 |
107.79 |
106.72 |
107.31 |
+0.10 |
5,184 |
13,955 |
+185 |
Jun12 |
110913 |
107.68 |
107.83 |
106.47 |
107.10 |
+0.11 |
19,542 |
51,208 |
+1,953 |
Jul12 |
110913 |
106.93 |
106.93 |
106.93 |
106.93 |
+0.12 |
1,862 |
11,645 |
+253 |
Aug12 |
110913 |
106.75 |
106.75 |
106.75 |
106.75 |
+0.14 |
1,155 |
8,427 |
+284 |
Sep12 |
110913 |
106.52 |
106.52 |
106.52 |
106.52 |
+0.15 |
2,796 |
12,451 |
+866 |
Oct12 |
110913 |
106.30 |
106.30 |
106.30 |
106.30 |
+0.18 |
1,389 |
6,786 |
-100 |
Nov12 |
110913 |
106.04 |
106.04 |
106.04 |
106.04 |
+0.21 |
1,080 |
9,203 |
+134 |
Total Volume and Open Interest |
672,205 |
876,186 |
+6,388 |
Gas Oil(ICE) |
Oct11 |
110913 |
930.50 |
933.50 |
921.25 |
924.75 |
-8.50 |
96,753 |
163,282 |
+5,218 |
Nov11 |
110913 |
928.25 |
931.75 |
919.25 |
922.75 |
-8.25 |
65,853 |
100,249 |
+4,563 |
Dec11 |
110913 |
926.00 |
929.25 |
916.75 |
920.25 |
-8.25 |
56,151 |
74,522 |
+7,465 |
Jan12 |
110913 |
924.25 |
927.50 |
915.00 |
918.75 |
-8.25 |
22,591 |
61,304 |
+3,029 |
Feb12 |
110913 |
921.00 |
921.00 |
913.75 |
917.00 |
-8.00 |
8,117 |
28,679 |
-515 |
Mar12 |
110913 |
920.00 |
920.00 |
911.25 |
914.75 |
-7.75 |
6,754 |
20,309 |
+273 |
Apr12 |
110913 |
913.75 |
915.75 |
909.25 |
912.75 |
-7.50 |
2,610 |
15,823 |
-119 |
May12 |
110913 |
909.75 |
912.00 |
908.25 |
910.75 |
-7.00 |
2,204 |
13,002 |
-58 |
Jun12 |
110913 |
910.75 |
911.75 |
905.25 |
909.50 |
-7.00 |
5,335 |
38,965 |
+441 |
Jul12 |
110913 |
910.00 |
910.50 |
910.00 |
910.50 |
-6.75 |
1,097 |
10,672 |
+568 |
Total Volume and Open Interest |
271,832 |
599,159 |
+14,987 |
Ethanol(CBOT) |
Sep11 |
110906 |
2.835 |
2.850 |
2.835 |
2.840 |
-0.052 |
84 |
85 |
-31 |
Oct11 |
110913 |
2.755 |
2.755 |
2.724 |
2.735 |
-0.046 |
193 |
1,220 |
-45 |
Nov11 |
110913 |
2.716 |
2.720 |
2.690 |
2.696 |
-0.050 |
93 |
1,294 |
+35 |
Dec11 |
110913 |
2.680 |
2.680 |
2.658 |
2.662 |
-0.048 |
34 |
1,398 |
+13 |
Jan12 |
110913 |
2.600 |
2.605 |
2.600 |
2.602 |
-0.049 |
37 |
879 |
-7 |
Feb12 |
110913 |
2.607 |
2.607 |
2.587 |
2.603 |
-0.047 |
23 |
957 |
+10 |
Mar12 |
110913 |
2.590 |
2.619 |
2.590 |
2.616 |
-0.050 |
7 |
980 |
-1 |
Apr12 |
110913 |
2.610 |
2.635 |
2.610 |
2.633 |
-0.041 |
31 |
657 |
+5 |
Total Volume and Open Interest |
629 |
10,407 |
+6 |
WTI Crude Oil(ICE) |
Oct11 |
110913 |
88.77 |
90.52 |
87.82 |
90.21 |
+2.02 |
85,593 |
45,274 |
-413 |
Nov11 |
110913 |
89.05 |
90.59 |
87.95 |
90.28 |
+1.97 |
39,090 |
70,386 |
+7,510 |
Dec11 |
110913 |
89.21 |
90.73 |
88.15 |
90.39 |
+1.93 |
51,049 |
90,000 |
-2,025 |
Jan12 |
110913 |
89.17 |
90.65 |
88.60 |
90.52 |
+1.88 |
13,504 |
22,385 |
-418 |
Feb12 |
110913 |
89.50 |
90.98 |
88.78 |
90.66 |
+1.84 |
5,771 |
11,431 |
+690 |
Mar12 |
110913 |
89.51 |
91.14 |
89.09 |
90.80 |
+1.79 |
6,260 |
16,975 |
+471 |
Apr12 |
110913 |
89.69 |
90.95 |
89.30 |
90.94 |
+1.73 |
2,683 |
6,006 |
+572 |
May12 |
110913 |
89.77 |
91.28 |
89.77 |
91.09 |
+1.69 |
1,598 |
7,142 |
+410 |
Jun12 |
110913 |
90.19 |
91.30 |
89.55 |
91.24 |
+1.66 |
6,788 |
26,429 |
-189 |
Jul12 |
110913 |
91.40 |
91.40 |
91.40 |
91.40 |
+1.64 |
581 |
7,478 |
+189 |
Aug12 |
110913 |
91.51 |
91.51 |
91.51 |
91.51 |
+1.61 |
410 |
4,253 |
+277 |
Sep12 |
110913 |
91.10 |
91.63 |
91.10 |
91.63 |
+1.60 |
716 |
7,795 |
+517 |
Oct12 |
110913 |
91.76 |
91.76 |
91.76 |
91.76 |
+1.58 |
113 |
1,492 |
+20 |
Nov12 |
110913 |
91.91 |
91.91 |
91.91 |
91.91 |
+1.58 |
19 |
2,516 |
-13 |
Dec12 |
110913 |
91.16 |
92.44 |
90.47 |
92.08 |
+1.58 |
8,479 |
46,742 |
+620 |
Jan13 |
110913 |
92.12 |
92.12 |
92.12 |
92.12 |
+1.56 |
10 |
1,961 |
-1 |
Total Volume and Open Interest |
224,930 |
449,306 |
+7,793 |
US Dollar Index(ICE) |
Sep11 |
110913 |
77.365 |
77.700 |
76.895 |
76.997 |
-0.668 |
41,448 |
43,355 |
-583 |
Dec11 |
110913 |
77.850 |
78.210 |
77.380 |
77.488 |
-0.680 |
21,828 |
13,186 |
+6,635 |
Mar12 |
110913 |
77.878 |
77.878 |
77.878 |
77.878 |
-0.680 |
500 |
503 |
+500 |
Total Volume and Open Interest |
63,776 |
57,046 |
+6,552 |
Australian Dollar(CME) |
Sep11 |
110913 |
103.43 |
103.69 |
102.53 |
103.16 |
+0.62 |
143,373 |
88,609 |
-8,403 |
Dec11 |
110913 |
102.32 |
102.60 |
101.47 |
102.08 |
+0.61 |
28,948 |
38,696 |
+599 |
Mar12 |
110913 |
101.21 |
101.21 |
100.62 |
101.21 |
+0.59 |
0 |
5 |
+0 |
Total Volume and Open Interest |
172,335 |
127,403 |
-7,804 |
British Pound(CME) |
Sep11 |
110913 |
158.60 |
158.70 |
157.61 |
158.01 |
-0.10 |
111,205 |
107,976 |
-5,526 |
Dec11 |
110913 |
158.42 |
158.57 |
157.50 |
157.89 |
-0.10 |
20,474 |
28,981 |
+8,255 |
Mar12 |
110913 |
157.79 |
157.90 |
157.79 |
157.79 |
-0.11 |
4 |
34 |
+3 |
Total Volume and Open Interest |
131,683 |
136,997 |
+2,732 |
Canadian Dollar(CME) |
Sep11 |
110913 |
100.70 |
101.50 |
100.21 |
101.34 |
+1.07 |
121,646 |
84,755 |
-7,415 |
Dec11 |
110913 |
100.58 |
101.32 |
100.04 |
101.16 |
+1.07 |
18,139 |
26,504 |
+5,842 |
Mar12 |
110913 |
100.55 |
101.15 |
100.00 |
101.05 |
+1.01 |
413 |
2,395 |
+201 |
Jun12 |
110913 |
100.50 |
101.00 |
99.96 |
100.94 |
+0.98 |
63 |
533 |
+5 |
Total Volume and Open Interest |
140,362 |
114,525 |
-1,321 |
Japanese Yen(CME) |
Sep11 |
110913 |
129.62 |
130.22 |
129.25 |
130.12 |
+0.87 |
117,888 |
101,641 |
-3,081 |
Dec11 |
110913 |
129.83 |
130.40 |
129.44 |
130.30 |
+0.86 |
26,563 |
33,617 |
+11,637 |
Mar12 |
110913 |
130.51 |
130.51 |
129.65 |
130.51 |
+0.86 |
3 |
102 |
+3 |
Total Volume and Open Interest |
144,454 |
135,381 |
+8,559 |
Swiss Franc(CME) |
Sep11 |
110913 |
113.55 |
114.19 |
112.61 |
113.92 |
+1.19 |
22,257 |
36,478 |
-999 |
Dec11 |
110913 |
113.93 |
114.48 |
113.00 |
114.22 |
+1.12 |
4,529 |
8,216 |
+1,379 |
Mar12 |
110913 |
114.62 |
114.62 |
113.46 |
114.58 |
+1.12 |
3 |
537 |
-1 |
Total Volume and Open Interest |
26,791 |
45,243 |
+380 |
EuroFX(CME) |
Sep11 |
110913 |
136.62 |
137.38 |
135.56 |
137.10 |
+1.35 |
389,990 |
196,718 |
-17,999 |
Dec11 |
110913 |
136.60 |
137.32 |
135.54 |
137.03 |
+1.30 |
82,291 |
48,940 |
+10,966 |
Mar12 |
110913 |
136.54 |
137.22 |
135.80 |
137.05 |
+1.24 |
53 |
827 |
+27 |
Total Volume and Open Interest |
472,334 |
247,321 |
-7,006 |
Mexican Peso(CME) |
Sep11 |
110913 |
774.8 |
781.2 |
769.0 |
775.8 |
+5.2 |
67,082 |
57,771 |
-12,851 |
Oct11 |
110913 |
773.8 |
773.8 |
768.8 |
773.8 |
+5.0 |
|
|
|
Total Volume and Open Interest |
97,483 |
115,429 |
+3,065 |
Brazilian Real(CME) |
Oct11 |
110913 |
580.80 |
580.80 |
577.30 |
580.80 |
+3.50 |
|
|
|
Nov11 |
110913 |
578.15 |
578.15 |
574.65 |
578.15 |
+3.50 |
0 |
1,500 |
+0 |
Dec11 |
110913 |
574.00 |
577.50 |
572.50 |
575.50 |
+3.50 |
1,124 |
4,612 |
+56 |
Jan12 |
110913 |
572.85 |
572.85 |
569.35 |
572.85 |
+3.50 |
0 |
14,366 |
+0 |
Total Volume and Open Interest |
1,124 |
36,725 |
+56 |
30-Year T-Bonds(CBOT) |
Sep11 |
110913 |
142~140 |
142~220 |
141~100 |
141~140 |
-1~050 |
17,052 |
27,864 |
-4,860 |
Dec11 |
110913 |
141~040 |
141~170 |
140~000 |
140~060 |
-1~060 |
247,513 |
614,681 |
-932 |
Mar12 |
110913 |
140~050 |
140~120 |
139~060 |
139~090 |
-1~030 |
2 |
53 |
+0 |
Total Volume and Open Interest |
264,567 |
642,598 |
-5,792 |
10-Year T-Notes(CBOT) |
Sep11 |
110913 |
131~115 |
131~185 |
130~305 |
131~020 |
-0~130 |
19,059 |
29,910 |
-4,527 |
Dec11 |
110913 |
130~140 |
130~235 |
130~015 |
130~060 |
-0~130 |
934,029 |
1,650,413 |
-35,823 |
Mar12 |
110913 |
129~090 |
129~220 |
129~090 |
129~090 |
-0~130 |
0 |
3 |
+0 |
Total Volume and Open Interest |
953,088 |
1,680,326 |
-40,350 |
5-Year T-Notes(CBOT) |
Sep11 |
110913 |
123~107 |
123~118 |
123~082 |
123~092 |
-0~016 |
6,879 |
63,182 |
-2,588 |
Dec11 |
110913 |
122~116 |
123~012 |
122~097 |
122~109 |
-0~015 |
466,122 |
1,268,075 |
-50,054 |
Mar12 |
110913 |
122~005 |
122~020 |
122~005 |
122~005 |
-0~015 |
|
|
|
Total Volume and Open Interest |
473,001 |
1,331,257 |
-52,642 |
2 Year T-Notes(CBOT) |
Sep11 |
110913 |
110~035 |
110~037 |
110~032 |
110~033 |
+0~001 |
7,306 |
21,345 |
-4,769 |
Dec11 |
110913 |
110~028 |
110~033 |
110~026 |
110~027 |
unch |
250,175 |
738,976 |
-9,153 |
Mar12 |
110913 |
110~022 |
110~022 |
110~022 |
110~022 |
unch |
0 |
138 |
+0 |
Total Volume and Open Interest |
257,481 |
760,459 |
-13,922 |
Eurodollars(CME) |
Sep11 |
110913 |
99.632 |
99.635 |
99.620 |
99.630 |
+0.002 |
159,919 |
1,075,614 |
-8,583 |
Dec11 |
110913 |
99.425 |
99.440 |
99.395 |
99.425 |
unch |
303,445 |
1,072,242 |
+13,805 |
Mar12 |
110913 |
99.425 |
99.445 |
99.400 |
99.430 |
+0.005 |
205,077 |
1,047,399 |
-12,479 |
Jun12 |
110913 |
99.450 |
99.475 |
99.440 |
99.455 |
unch |
131,950 |
1,164,627 |
-2,502 |
Sep12 |
110913 |
99.465 |
99.480 |
99.455 |
99.465 |
unch |
113,361 |
806,654 |
-9,510 |
Dec12 |
110913 |
99.460 |
99.475 |
99.450 |
99.460 |
unch |
115,288 |
750,312 |
-14,088 |
Mar13 |
110913 |
99.455 |
99.475 |
99.450 |
99.460 |
unch |
92,743 |
725,090 |
+2,694 |
Jun13 |
110913 |
99.410 |
99.430 |
99.395 |
99.410 |
-0.005 |
80,873 |
551,833 |
-5,871 |
Sep13 |
110913 |
99.315 |
99.345 |
99.295 |
99.315 |
-0.010 |
66,012 |
521,901 |
+3,024 |
Dec13 |
110913 |
99.160 |
99.195 |
99.140 |
99.160 |
-0.015 |
55,585 |
406,799 |
-2,175 |
Mar14 |
110913 |
99.000 |
99.045 |
98.975 |
98.995 |
-0.025 |
53,426 |
276,803 |
-837 |
Jun14 |
110913 |
98.810 |
98.860 |
98.785 |
98.800 |
-0.035 |
46,560 |
281,647 |
+2,264 |
Sep14 |
110913 |
98.630 |
98.675 |
98.590 |
98.610 |
-0.040 |
45,592 |
147,192 |
-4,223 |
Dec14 |
110913 |
98.430 |
98.485 |
98.385 |
98.405 |
-0.050 |
40,483 |
158,830 |
+284 |
Mar15 |
110913 |
98.255 |
98.295 |
98.195 |
98.215 |
-0.055 |
26,338 |
127,196 |
+553 |
Jun15 |
110913 |
6.315 |
6.360 |
6.260 |
6.280 |
-0.060 |
22,162 |
119,859 |
+768 |
Sep15 |
110913 |
6.150 |
6.185 |
6.075 |
6.100 |
-0.060 |
26,823 |
72,686 |
-4,189 |
Dec15 |
110913 |
5.975 |
6.010 |
5.905 |
5.925 |
-0.060 |
14,790 |
72,053 |
+186 |
Total Volume and Open Interest |
1,642,538 |
9,630,306 |
-38,224 |
30 Day Federal Funds(CBOT) |
Sep11 |
110913 |
99.910 |
99.915 |
99.910 |
99.912 |
unch |
1,011 |
55,267 |
+512 |
Oct11 |
110913 |
99.915 |
99.925 |
99.915 |
99.920 |
unch |
2,153 |
63,246 |
+48 |
Nov11 |
110913 |
99.920 |
99.925 |
99.915 |
99.920 |
unch |
4,721 |
59,392 |
+2,307 |
Dec11 |
110913 |
99.925 |
99.930 |
99.920 |
99.925 |
unch |
3,308 |
66,951 |
-617 |
Jan12 |
110913 |
99.920 |
99.920 |
99.915 |
99.920 |
unch |
1,567 |
56,997 |
+137 |
Feb12 |
110913 |
99.915 |
99.920 |
99.910 |
99.915 |
unch |
395 |
49,104 |
+2 |
Total Volume and Open Interest |
23,302 |
711,405 |
-352 |
30 Day Fed Funds(e-CBOT) |
3-Mth Euro-Yen(CME) |
Sep11 |
110913 |
99.670 |
99.670 |
99.670 |
99.670 |
unch |
0 |
191 |
+0 |
Dec11 |
110913 |
99.680 |
99.680 |
99.680 |
99.680 |
unch |
0 |
332 |
+0 |
Mar12 |
110913 |
99.680 |
99.680 |
99.680 |
99.680 |
unch |
0 |
340 |
+0 |
Jun12 |
110913 |
99.677 |
99.677 |
99.677 |
99.677 |
unch |
|
|
|
Sep12 |
110913 |
99.600 |
99.600 |
99.600 |
99.600 |
unch |
|
|
|
Dec12 |
110913 |
99.660 |
99.660 |
99.660 |
99.660 |
unch |
|
|
|
Mar13 |
110913 |
99.660 |
99.660 |
99.660 |
99.660 |
unch |
|
|
|
Jun13 |
110913 |
99.615 |
99.615 |
99.615 |
99.615 |
unch |
|
|
|
Sep13 |
110913 |
99.475 |
99.475 |
99.475 |
99.475 |
unch |
|
|
|
Dec13 |
110913 |
99.335 |
99.335 |
99.335 |
99.335 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
863 |
+0 |
3-Mth Euro-Yen(SGX) |
Dec11 |
110913 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
19 |
2,016 |
+8 |
Mar12 |
110913 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
0 |
2,338 |
+0 |
Jun12 |
110913 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
300 |
1,380 |
+0 |
Sep12 |
110913 |
99.60 |
99.60 |
99.60 |
99.60 |
unch |
0 |
411 |
+0 |
Dec12 |
110913 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
0 |
51 |
+0 |
Mar13 |
110913 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
0 |
1 |
+0 |
Jun13 |
110913 |
99.61 |
99.61 |
99.61 |
99.61 |
unch |
|
|
|
Sep13 |
110913 |
99.47 |
99.47 |
99.47 |
99.47 |
unch |
|
|
|
Total Volume and Open Interest |
340 |
7,796 |
+8 |
Japanese Gov't Bonds(SGX) |
Dec11 |
110913 |
142.64 |
142.71 |
142.53 |
142.63 |
-0.06 |
1,020 |
26,183 |
+162 |
Mar12 |
110913 |
142.15 |
142.20 |
142.00 |
142.00 |
+0.88 |
1 |
1 |
+1 |
Jun12 |
110913 |
139.91 |
139.91 |
139.91 |
139.91 |
+0.88 |
|
|
|
Total Volume and Open Interest |
1,021 |
26,184 |
+163 |
Euro-Bund(EUREX) |
Dec11 |
110913 |
138.10 |
138.91 |
137.46 |
137.73 |
-0.51 |
781,482 |
855,306 |
-13,492 |
Mar12 |
110913 |
138.05 |
139.14 |
137.92 |
138.10 |
-0.45 |
681 |
202 |
+48 |
Jun12 |
110913 |
138.03 |
138.03 |
138.03 |
138.03 |
-0.52 |
|
|
|
Total Volume and Open Interest |
782,163 |
855,508 |
-13,444 |
Euro-Bobl(EUREX) |
Dec11 |
110913 |
122.92 |
123.36 |
122.56 |
122.66 |
-0.38 |
416,665 |
681,847 |
-9,678 |
Mar12 |
110913 |
122.81 |
122.81 |
122.81 |
122.81 |
-0.38 |
0 |
25 |
+0 |
Jun12 |
110913 |
122.81 |
122.81 |
122.81 |
122.81 |
-0.38 |
|
|
|
Total Volume and Open Interest |
416,665 |
681,872 |
-9,678 |
3-Mth Euribor(EUREX) |
Sep11 |
110913 |
98.505 |
98.505 |
98.485 |
98.490 |
-0.025 |
7 |
1,728 |
+7 |
Dec11 |
110913 |
98.885 |
98.890 |
98.790 |
98.790 |
-0.090 |
1 |
1,480 |
+0 |
Mar12 |
110913 |
99.000 |
99.000 |
98.890 |
98.890 |
-0.085 |
389 |
2,393 |
+10 |
Total Volume and Open Interest |
486 |
9,868 |
+17 |
Long Gilt(LIFFE) |
Sep11 |
110913 |
131~29 |
132~23 |
131~26 |
131~26 |
-0~05 |
430 |
46,724 |
-4,584 |
Dec11 |
110913 |
130~20 |
131~16 |
130~11 |
130~17 |
-0~05 |
96,920 |
348,202 |
-5,031 |
Total Volume and Open Interest |
97,350 |
394,926 |
-9,615 |
3-Mth Short Sterling(LIFFE) |
Sep11 |
110913 |
99.08 |
99.10 |
99.06 |
99.08 |
unch |
29,490 |
340,912 |
+1,237 |
Dec11 |
110913 |
99.00 |
99.01 |
98.98 |
99.00 |
unch |
55,936 |
444,785 |
-11,044 |
Mar12 |
110913 |
99.02 |
99.06 |
99.02 |
99.03 |
unch |
50,910 |
412,864 |
+14,951 |
Jun12 |
110913 |
99.07 |
99.13 |
99.06 |
99.08 |
unch |
31,689 |
224,202 |
-1,981 |
Sep12 |
110913 |
99.10 |
99.16 |
99.08 |
99.10 |
-0.01 |
30,714 |
291,583 |
+6,006 |
Dec12 |
110913 |
99.07 |
99.13 |
99.05 |
99.07 |
-0.01 |
25,227 |
228,400 |
-469 |
Total Volume and Open Interest |
312,752 |
2,465,979 |
+13,978 |
3-Mth Euribor(LIFFE) |
Sep11 |
110913 |
98.510 |
98.520 |
98.475 |
98.490 |
-0.025 |
106,968 |
648,100 |
+15,408 |
Dec11 |
110913 |
98.855 |
98.900 |
98.775 |
98.790 |
-0.090 |
152,170 |
674,323 |
+9,816 |
Mar12 |
110913 |
98.955 |
99.000 |
98.875 |
98.890 |
-0.085 |
115,060 |
523,066 |
+7,930 |
Total Volume and Open Interest |
864,066 |
3,672,800 |
+60,315 |
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 |
110913 |
95.83 |
95.93 |
95.77 |
95.87 |
+0.04 |
33,741 |
251,081 |
-237 |
Mar12 |
110913 |
96.15 |
96.23 |
96.08 |
96.18 |
+0.04 |
19,508 |
174,539 |
+1,650 |
Jun12 |
110913 |
96.25 |
96.31 |
96.18 |
96.25 |
+0.01 |
11,713 |
98,669 |
+2,763 |
Sep12 |
110913 |
96.23 |
96.27 |
96.13 |
96.20 |
-0.01 |
6,431 |
67,052 |
+1,302 |
Dec12 |
110913 |
96.15 |
96.18 |
96.03 |
96.13 |
unch |
4,365 |
39,106 |
+410 |
Mar13 |
110913 |
96.07 |
96.09 |
95.97 |
96.05 |
-0.01 |
1,418 |
39,530 |
+109 |
Jun13 |
110913 |
95.98 |
96.00 |
95.88 |
95.98 |
-0.01 |
2,096 |
22,631 |
+1,049 |
Sep13 |
110913 |
95.89 |
95.91 |
95.79 |
95.88 |
-0.01 |
1,991 |
6,717 |
+1,380 |
Dec13 |
110913 |
95.80 |
95.80 |
95.76 |
95.77 |
-0.04 |
15 |
1,846 |
+14 |
Total Volume and Open Interest |
81,281 |
701,356 |
+8,442 |
10-Year Aus T-Bonds(SFE) |
Sep11 |
110913 |
95.88 |
95.91 |
95.85 |
95.87 |
-0.02 |
240,919 |
430,888 |
+66,361 |
Dec11 |
110913 |
95.87 |
95.89 |
95.83 |
95.85 |
-0.01 |
211,772 |
181,145 |
+146,506 |
Total Volume and Open Interest |
452,691 |
612,033 |
+212,867 |
3-Year Aus T-Bonds(SFE) |
Sep11 |
110913 |
96.46 |
96.50 |
96.39 |
96.43 |
-0.03 |
385,759 |
693,272 |
+55,763 |
Dec11 |
110913 |
96.54 |
96.56 |
96.46 |
96.50 |
-0.02 |
284,827 |
282,315 |
+233,589 |
Total Volume and Open Interest |
670,586 |
975,587 |
+289,352 |
Gold(CMX) |
Oct11 |
110913 |
1816.0 |
1844.6 |
1792.9 |
1827.5 |
+16.9 |
8,722 |
33,207 |
+399 |
Dec11 |
110913 |
1816.8 |
1847.5 |
1794.8 |
1830.1 |
+16.8 |
226,772 |
344,222 |
-1,810 |
Feb12 |
110913 |
1824.3 |
1845.8 |
1798.0 |
1832.4 |
+16.9 |
4,320 |
32,114 |
-311 |
Apr12 |
110913 |
1827.3 |
1851.7 |
1800.0 |
1834.5 |
+17.0 |
734 |
8,886 |
+280 |
Jun12 |
110913 |
1833.9 |
1850.9 |
1804.2 |
1836.8 |
+17.1 |
200 |
17,181 |
+90 |
Aug12 |
110913 |
1834.0 |
1846.8 |
1819.5 |
1838.9 |
+17.2 |
131 |
6,734 |
+22 |
Oct12 |
110913 |
1825.0 |
1841.2 |
1824.8 |
1841.2 |
+17.4 |
110 |
4,384 |
+96 |
Dec12 |
110913 |
1832.6 |
1856.6 |
1820.4 |
1843.6 |
+17.6 |
376 |
14,089 |
+114 |
Feb13 |
110913 |
1845.8 |
1845.8 |
1845.8 |
1845.8 |
+17.6 |
112 |
3,385 |
-3 |
Apr13 |
110913 |
1848.0 |
1848.0 |
1848.0 |
1848.0 |
+17.6 |
30 |
330 |
-3 |
Jun13 |
110913 |
1850.7 |
1850.7 |
1850.7 |
1850.7 |
+17.7 |
0 |
12,431 |
+0 |
Total Volume and Open Interest |
242,528 |
517,071 |
-1,087 |
Silver(CMX) |
Sep11 |
110913 |
4054.5 |
4119.0 |
4031.0 |
4112.3 |
+95.9 |
196 |
522 |
-8 |
Dec11 |
110913 |
4036.0 |
4138.5 |
4009.0 |
4119.3 |
+97.6 |
44,635 |
76,447 |
-773 |
Mar12 |
110913 |
4100.0 |
4127.0 |
4030.5 |
4123.1 |
+98.1 |
538 |
8,290 |
-8 |
May12 |
110913 |
4045.0 |
4125.0 |
4025.5 |
4124.6 |
+98.3 |
189 |
2,595 |
+86 |
Jul12 |
110913 |
4087.0 |
4124.6 |
4087.0 |
4124.6 |
+98.8 |
111 |
2,007 |
+62 |
Sep12 |
110913 |
4122.4 |
4122.4 |
4122.4 |
4122.4 |
+98.7 |
19 |
541 |
+4 |
Dec12 |
110913 |
4070.0 |
4117.9 |
4050.5 |
4117.9 |
+99.4 |
590 |
9,692 |
+233 |
Total Volume and Open Interest |
46,968 |
113,116 |
-267 |
Platinum(NYMEX) |
Oct11 |
110913 |
1812.8 |
1831.8 |
1804.3 |
1813.5 |
+4.1 |
9,520 |
32,298 |
-909 |
Jan12 |
110913 |
1818.0 |
1827.9 |
1810.1 |
1818.1 |
+4.4 |
1,970 |
7,822 |
+954 |
Apr12 |
110913 |
1821.5 |
1822.4 |
1819.7 |
1822.4 |
+3.6 |
503 |
1,554 |
+364 |
Jul12 |
110913 |
1825.3 |
1825.3 |
1825.3 |
1825.3 |
+3.6 |
7 |
26 |
+3 |
Total Volume and Open Interest |
12,000 |
41,700 |
+412 |
Palladium(NYMEX) |
Sep11 |
110913 |
706.95 |
727.00 |
706.95 |
727.00 |
+16.75 |
22 |
68 |
-3 |
Dec11 |
110913 |
708.20 |
733.00 |
706.20 |
728.50 |
+17.15 |
6,611 |
19,394 |
-487 |
Mar12 |
110913 |
76.89 |
76.89 |
74.44 |
74.44 |
+17.15 |
8 |
162 |
+5 |
Total Volume and Open Interest |
6,641 |
19,628 |
-485 |
Copper(CMX) |
Sep11 |
110913 |
400.65 |
400.65 |
394.70 |
395.60 |
+0.55 |
807 |
2,344 |
-289 |
Dec11 |
110913 |
399.50 |
402.45 |
395.50 |
397.00 |
+0.45 |
35,338 |
77,399 |
-1,307 |
Mar12 |
110913 |
401.80 |
404.30 |
397.65 |
399.05 |
+0.50 |
2,068 |
25,312 |
+1,268 |
May12 |
110913 |
400.00 |
400.95 |
399.50 |
400.00 |
+0.45 |
87 |
4,417 |
+56 |
Jul12 |
110913 |
402.30 |
402.30 |
400.75 |
400.75 |
+0.65 |
14 |
1,091 |
-1 |
Total Volume and Open Interest |
39,024 |
118,236 |
-206 |
DJIA Index(CBOT) |
Sep11 |
110913 |
10994 |
11125 |
10921 |
11095 |
+34 |
3,210 |
10,703 |
-1,769 |
Dec11 |
110913 |
11001 |
11054 |
10850 |
11021 |
+32 |
3,188 |
5,544 |
+2,787 |
Mar12 |
110913 |
10952 |
10952 |
10920 |
10952 |
+32 |
|
|
|
Jun12 |
110913 |
10882 |
10882 |
10850 |
10882 |
+32 |
|
|
|
Total Volume and Open Interest |
6,398 |
16,247 |
+1,018 |
E-mini DJIA Index(CBOT) |
Sep11 |
110913 |
11061 |
11139 |
10907 |
11095 |
+34 |
43,743 |
53,851 |
-10,868 |
Dec11 |
110913 |
10983 |
11066 |
10835 |
11021 |
+32 |
138,203 |
35,702 |
+16,001 |
Mar12 |
110913 |
10989 |
10989 |
10906 |
10952 |
+32 |
2 |
12 |
+0 |
Jun12 |
110913 |
10882 |
10882 |
10882 |
10882 |
+32 |
|
|
|
Total Volume and Open Interest |
181,948 |
89,565 |
+5,133 |
S & P 500(CME) |
Sep11 |
110913 |
1165.00 |
1176.50 |
1157.50 |
1171.40 |
+8.20 |
83,353 |
317,676 |
-39,411 |
Dec11 |
110913 |
1158.00 |
1170.00 |
1139.00 |
1165.20 |
+7.90 |
89,040 |
180,019 |
+58,510 |
Mar12 |
110913 |
1159.00 |
1162.90 |
1149.40 |
1159.60 |
+7.70 |
3 |
2,999 |
+0 |
Jun12 |
110913 |
1154.50 |
1157.80 |
1144.30 |
1154.50 |
+7.70 |
0 |
27 |
+1 |
Total Volume and Open Interest |
172,396 |
500,822 |
+19,101 |
S & P 500 E-Mini(Globex) |
Sep11 |
110913 |
1162.75 |
1176.75 |
1145.00 |
1171.50 |
+8.25 |
1,148,718 |
2,234,432 |
-448,598 |
Dec11 |
110913 |
1156.75 |
1170.50 |
1139.00 |
1165.25 |
+8.00 |
3,612,118 |
1,887,934 |
+495,582 |
Total Volume and Open Interest |
4,761,144 |
4,123,353 |
+47,243 |
NASDAQ 100(CME) |
Sep11 |
110913 |
2195.00 |
2225.00 |
2193.00 |
2220.80 |
+25.80 |
1,959 |
30,290 |
-624 |
Dec11 |
110913 |
2197.30 |
2220.00 |
2161.80 |
2215.00 |
+24.70 |
1,819 |
2,107 |
+1,234 |
Mar12 |
110913 |
2211.80 |
2212.00 |
2211.80 |
2211.80 |
+24.80 |
|
|
|
Total Volume and Open Interest |
3,778 |
32,397 |
+610 |
NASDAQ 100 E-Mini(Globex) |
Sep11 |
110913 |
2194.80 |
2225.80 |
2166.80 |
2220.80 |
+25.80 |
125,382 |
294,883 |
-74,290 |
Dec11 |
110913 |
2189.80 |
2220.00 |
2161.50 |
2215.00 |
+24.70 |
355,402 |
164,296 |
+82,358 |
Total Volume and Open Interest |
480,787 |
459,214 |
+8,068 |
S & P Midcap 400(CME) |
Sep11 |
110913 |
837.80 |
837.80 |
837.70 |
837.80 |
+8.10 |
94 |
5,008 |
+12 |
Dec11 |
110913 |
834.80 |
835.00 |
834.80 |
834.80 |
+8.00 |
92 |
254 |
+78 |
Mar12 |
110913 |
833.10 |
833.10 |
833.10 |
833.10 |
+8.00 |
|
|
|
Total Volume and Open Interest |
186 |
5,262 |
+90 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Dec11 |
110913 |
8545 |
8615 |
8470 |
8610 |
+75 |
8,801 |
28,184 |
+434 |
Mar12 |
110913 |
8610 |
8610 |
8535 |
8610 |
+75 |
0 |
2 |
+0 |
Total Volume and Open Interest |
8,801 |
28,186 |
+434 |
Nikkei 225(SGX) |
Sep11 |
110908 |
8775 |
8875 |
8760 |
8795 |
+5 |
214,180 |
204,890 |
-17,250 |
Dec11 |
110913 |
8410 |
8575 |
8370 |
8560 |
+110 |
100,351 |
179,971 |
+5,472 |
Mar12 |
110913 |
8490 |
8550 |
8490 |
8550 |
+110 |
21 |
645 |
+15 |
Total Volume and Open Interest |
100,487 |
192,240 |
+5,495 |
CAC 40(EURONEXT) |
Sep11 |
110913 |
2891.0 |
2917.0 |
2767.0 |
2895.0 |
+42.0 |
222,979 |
332,074 |
+7,329 |
Oct11 |
110913 |
2885.5 |
2909.0 |
2762.0 |
2890.0 |
+42.0 |
79,586 |
84,384 |
+63,968 |
Nov11 |
110913 |
2879.0 |
2895.0 |
2777.0 |
2895.0 |
+33.5 |
13 |
24 |
+5 |
Total Volume and Open Interest |
306,063 |
420,912 |
+74,483 |
Hang Seng Index(HKFE) |
Sep11 |
110912 |
19200 |
19256 |
18924 |
18996 |
-727 |
85,383 |
99,868 |
+3,207 |
Oct11 |
110912 |
19188 |
19247 |
18930 |
18991 |
-738 |
899 |
1,977 |
+241 |
Total Volume and Open Interest |
86,502 |
107,744 |
+3,472 |
DAX(EUREX) |
Sep11 |
110913 |
5154.5 |
5224.5 |
4963.0 |
5147.0 |
+67.0 |
270,080 |
184,325 |
-11,789 |
Dec11 |
110913 |
5162.5 |
5233.0 |
4972.5 |
5155.5 |
+67.0 |
55,324 |
54,093 |
+21,979 |
Mar12 |
110913 |
5180.0 |
5248.5 |
4988.0 |
5171.5 |
+68.0 |
4,512 |
3,547 |
+291 |
Total Volume and Open Interest |
329,916 |
241,965 |
+10,481 |
FT-SE 100(EURONEXT) |
Sep11 |
110913 |
5202.50 |
5234.00 |
5066.50 |
5174.50 |
+37.50 |
266,948 |
473,222 |
-66,350 |
Dec11 |
110913 |
5177.50 |
5208.00 |
5042.50 |
5150.00 |
+38.00 |
134,727 |
270,400 |
+101,502 |
Mar12 |
110913 |
5094.50 |
5115.50 |
5094.50 |
5115.50 |
+37.50 |
0 |
316 |
+0 |
Total Volume and Open Interest |
401,675 |
744,405 |
+35,152 |
SPI 200(SFE) |
Sep11 |
110913 |
4035.0 |
4098.0 |
3996.0 |
4082.0 |
+42.0 |
164,425 |
236,688 |
+3,214 |
Dec11 |
110913 |
4045.0 |
4108.0 |
4010.0 |
4096.0 |
+45.0 |
124,438 |
145,916 |
+104,918 |
Mar12 |
110913 |
4074.0 |
4074.0 |
4071.0 |
4071.0 |
+42.0 |
17 |
2,065 |
+10 |
Total Volume and Open Interest |
289,350 |
387,600 |
+108,556 |
GSCI(CME) |
Sep11 |
110913 |
662.00 |
662.50 |
657.00 |
659.15 |
+3.00 |
2,042 |
3,726 |
-1,662 |
Oct11 |
110913 |
660.00 |
660.25 |
655.50 |
657.25 |
+3.00 |
2,004 |
5,000 |
+1,759 |
Nov11 |
110913 |
658.00 |
661.25 |
655.95 |
658.00 |
+2.00 |
|
|
|
Total Volume and Open Interest |
4,046 |
8,726 |
+97 |
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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