|
MRCI's End of Day Prices |
Daily Futures Price Listing Thu September 15, 2011 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Nov11 |
110915 |
1384.75 |
1387.00 |
1356.50 |
1358.75 |
-24.00 |
90,183 |
340,700 |
-1,197 |
Jan12 |
110915 |
1395.00 |
1397.50 |
1368.00 |
1370.25 |
-23.50 |
20,045 |
78,092 |
+678 |
Mar12 |
110915 |
1403.25 |
1403.25 |
1375.50 |
1378.00 |
-22.75 |
14,585 |
54,872 |
+684 |
May12 |
110915 |
1404.00 |
1407.00 |
1380.00 |
1382.25 |
-21.50 |
9,755 |
59,084 |
+336 |
Jul12 |
110915 |
1412.75 |
1413.25 |
1387.25 |
1390.00 |
-20.50 |
5,857 |
34,891 |
+724 |
Aug12 |
110915 |
1379.25 |
1400.00 |
1378.50 |
1378.50 |
-21.50 |
52 |
556 |
-6 |
Sep12 |
110915 |
1360.00 |
1382.50 |
1360.00 |
1360.00 |
-22.50 |
25 |
384 |
-5 |
Nov12 |
110915 |
1370.00 |
1371.00 |
1344.00 |
1346.25 |
-22.50 |
2,938 |
30,629 |
+362 |
Jan13 |
110915 |
1352.25 |
1374.00 |
1352.25 |
1352.25 |
-21.75 |
14 |
5,184 |
+1 |
Mar13 |
110915 |
1358.00 |
1375.50 |
1353.50 |
1353.50 |
-22.00 |
54 |
124 |
-5 |
May13 |
110915 |
1354.50 |
1374.00 |
1354.50 |
1354.50 |
-19.50 |
2 |
33 |
+2 |
Jul13 |
110915 |
1355.25 |
1377.00 |
1355.25 |
1355.25 |
-21.75 |
7 |
169 |
+1 |
Aug13 |
110915 |
1346.50 |
1364.50 |
1346.50 |
1346.50 |
-18.00 |
|
|
|
Sep13 |
110915 |
1324.00 |
1339.00 |
1324.00 |
1324.00 |
-15.00 |
|
|
|
Total Volume and Open Interest |
143,572 |
605,926 |
+923 |
Soybean Meal(CBOT) |
Oct11 |
110915 |
358.30 |
358.80 |
349.40 |
349.60 |
-9.20 |
9,221 |
26,879 |
-1,790 |
Dec11 |
110915 |
362.80 |
363.70 |
353.50 |
354.00 |
-9.40 |
42,594 |
109,607 |
-1,915 |
Jan12 |
110915 |
365.00 |
365.20 |
355.80 |
356.00 |
-9.40 |
2,430 |
12,371 |
-46 |
Mar12 |
110915 |
368.50 |
368.50 |
359.30 |
359.40 |
-9.20 |
817 |
9,772 |
-34 |
May12 |
110915 |
370.30 |
370.30 |
361.30 |
361.30 |
-9.00 |
1,314 |
11,745 |
-447 |
Jul12 |
110915 |
373.00 |
373.00 |
363.40 |
363.50 |
-9.00 |
903 |
8,230 |
+9 |
Aug12 |
110915 |
366.40 |
369.00 |
360.40 |
360.40 |
-8.60 |
117 |
952 |
-6 |
Sep12 |
110915 |
360.60 |
363.00 |
354.60 |
354.60 |
-8.40 |
87 |
982 |
+10 |
Oct12 |
110915 |
357.00 |
357.00 |
349.10 |
349.10 |
-7.90 |
31 |
947 |
-1 |
Dec12 |
110915 |
359.30 |
359.30 |
350.60 |
350.60 |
-7.90 |
103 |
3,402 |
-18 |
Total Volume and Open Interest |
57,618 |
185,158 |
-4,395 |
Soybean Oil(CBOT) |
Oct11 |
110915 |
56.85 |
57.06 |
56.04 |
56.22 |
-0.56 |
8,222 |
33,774 |
-845 |
Dec11 |
110915 |
57.13 |
57.39 |
56.37 |
56.55 |
-0.55 |
41,256 |
158,128 |
+257 |
Jan12 |
110915 |
57.39 |
57.52 |
56.54 |
56.70 |
-0.56 |
4,782 |
31,539 |
+16 |
Mar12 |
110915 |
57.62 |
57.76 |
56.77 |
56.95 |
-0.55 |
4,315 |
29,278 |
+720 |
May12 |
110915 |
57.66 |
57.80 |
56.88 |
57.05 |
-0.50 |
1,395 |
20,196 |
+408 |
Jul12 |
110915 |
57.80 |
58.03 |
56.99 |
57.22 |
-0.48 |
842 |
11,433 |
+306 |
Aug12 |
110915 |
58.01 |
58.01 |
57.09 |
57.15 |
-0.50 |
240 |
2,216 |
+110 |
Sep12 |
110915 |
57.99 |
57.99 |
56.98 |
57.05 |
-0.53 |
211 |
1,587 |
+50 |
Oct12 |
110915 |
56.74 |
57.90 |
56.74 |
56.75 |
-0.58 |
235 |
1,859 |
+14 |
Dec12 |
110915 |
57.40 |
57.43 |
56.50 |
56.60 |
-0.68 |
190 |
5,510 |
-55 |
Total Volume and Open Interest |
61,688 |
295,521 |
+727 |
Canola(WCE) |
Nov11 |
110915 |
560.5 |
561.6 |
550.9 |
551.4 |
-9.5 |
12,147 |
96,918 |
-1,848 |
Jan12 |
110915 |
569.9 |
571.0 |
560.6 |
561.1 |
-9.4 |
3,829 |
49,161 |
+2,413 |
Mar12 |
110915 |
579.0 |
579.6 |
569.5 |
569.8 |
-9.2 |
917 |
22,332 |
+249 |
May12 |
110915 |
584.5 |
585.9 |
575.3 |
575.8 |
-9.1 |
167 |
11,435 |
+36 |
Jul12 |
110915 |
590.0 |
591.2 |
581.3 |
581.3 |
-8.7 |
333 |
5,262 |
+63 |
Total Volume and Open Interest |
18,010 |
193,203 |
+1,423 |
Corn(CBOT) |
Dec11 |
110915 |
725.00 |
725.00 |
700.25 |
701.00 |
-23.25 |
145,705 |
690,056 |
-6,274 |
Mar12 |
110915 |
738.50 |
738.50 |
714.00 |
714.75 |
-23.25 |
31,268 |
228,290 |
+6,592 |
May12 |
110915 |
746.00 |
746.00 |
721.75 |
722.75 |
-22.75 |
13,493 |
54,330 |
+1,697 |
Jul12 |
110915 |
749.25 |
749.25 |
725.00 |
726.00 |
-22.75 |
12,453 |
88,971 |
+761 |
Sep12 |
110915 |
691.00 |
691.00 |
669.50 |
672.50 |
-20.75 |
2,094 |
21,095 |
+585 |
Dec12 |
110915 |
651.50 |
652.00 |
630.25 |
632.00 |
-19.75 |
6,251 |
102,203 |
+382 |
Mar13 |
110915 |
656.25 |
661.00 |
640.00 |
641.00 |
-20.00 |
9,962 |
28,455 |
+9,948 |
May13 |
110915 |
663.50 |
666.50 |
646.50 |
646.50 |
-20.00 |
19 |
671 |
+10 |
Jul13 |
110915 |
665.00 |
670.50 |
650.50 |
650.50 |
-20.00 |
2 |
913 |
+0 |
Sep13 |
110915 |
620.00 |
625.75 |
609.00 |
609.00 |
-16.75 |
52 |
122 |
+46 |
Total Volume and Open Interest |
221,603 |
1,226,418 |
+12,853 |
Wheat(CBOT) |
Dec11 |
110915 |
705.00 |
705.75 |
686.00 |
696.00 |
-8.50 |
45,105 |
224,464 |
+3,911 |
Mar12 |
110915 |
738.25 |
739.00 |
720.75 |
731.25 |
-6.75 |
11,178 |
78,007 |
-70 |
May12 |
110915 |
756.50 |
756.50 |
740.50 |
752.00 |
-4.50 |
3,239 |
19,510 |
+634 |
Jul12 |
110915 |
762.00 |
762.00 |
747.25 |
758.50 |
-3.25 |
4,100 |
56,414 |
+43 |
Sep12 |
110915 |
776.75 |
776.75 |
762.00 |
773.75 |
-2.25 |
198 |
3,301 |
+8 |
Dec12 |
110915 |
787.50 |
796.25 |
779.25 |
796.25 |
+2.25 |
665 |
26,027 |
+11 |
Total Volume and Open Interest |
64,535 |
411,072 |
+4,487 |
Wheat(KCBT) |
Dec11 |
110915 |
792.00 |
796.00 |
778.00 |
795.25 |
+3.25 |
15,157 |
89,089 |
-2,365 |
Mar12 |
110915 |
807.50 |
810.00 |
793.00 |
810.00 |
+3.25 |
5,621 |
32,577 |
+505 |
May12 |
110915 |
812.00 |
816.50 |
800.00 |
816.50 |
+4.75 |
476 |
4,088 |
+24 |
Jul12 |
110915 |
810.00 |
813.75 |
800.00 |
811.75 |
+1.00 |
2,309 |
23,141 |
-111 |
Sep12 |
110915 |
820.00 |
821.75 |
810.50 |
821.75 |
+1.00 |
32 |
1,469 |
-6 |
Dec12 |
110915 |
830.25 |
842.00 |
824.00 |
842.00 |
+2.00 |
50 |
1,694 |
-2 |
Total Volume and Open Interest |
23,647 |
152,340 |
-1,971 |
Wheat(MGE) |
Sep11 |
110914 |
929.00 |
929.00 |
929.00 |
929.00 |
+2.25 |
28 |
4 |
-25 |
Dec11 |
110915 |
865.50 |
871.75 |
852.75 |
871.00 |
+6.25 |
3,227 |
20,713 |
-250 |
Mar12 |
110915 |
862.50 |
866.00 |
850.25 |
864.75 |
+2.50 |
892 |
9,491 |
+159 |
May12 |
110915 |
862.50 |
866.25 |
852.25 |
864.75 |
+0.50 |
542 |
3,481 |
-164 |
Jul12 |
110915 |
861.50 |
862.50 |
851.75 |
862.50 |
+2.00 |
322 |
4,707 |
-3 |
Total Volume and Open Interest |
5,164 |
41,941 |
-258 |
Oats(CBOT) |
Dec11 |
110915 |
347.00 |
349.00 |
341.50 |
344.00 |
-3.00 |
1,097 |
12,362 |
-31 |
Mar12 |
110915 |
357.75 |
358.25 |
352.25 |
354.25 |
-2.75 |
60 |
1,311 |
-2 |
May12 |
110915 |
361.75 |
364.50 |
361.75 |
361.75 |
-2.75 |
2 |
82 |
+1 |
Jul12 |
110915 |
367.75 |
370.50 |
367.75 |
367.75 |
-2.75 |
0 |
4 |
+0 |
Total Volume and Open Interest |
1,159 |
13,790 |
-32 |
Rough Rice(CBOT) |
Sep11 |
110914 |
17.59 |
17.89 |
17.59 |
17.59 |
-0.30 |
3 |
3 |
-144 |
Nov11 |
110915 |
17.82 |
17.95 |
17.63 |
17.92 |
+0.13 |
776 |
14,464 |
-207 |
Jan12 |
110915 |
18.11 |
18.21 |
17.92 |
18.20 |
+0.11 |
135 |
1,951 |
+18 |
Mar12 |
110915 |
18.30 |
18.46 |
18.17 |
18.46 |
+0.11 |
33 |
1,058 |
+15 |
Total Volume and Open Interest |
1,003 |
17,681 |
-152 |
Live Cattle(CME) |
Oct11 |
110915 |
121.000 |
121.350 |
118.850 |
118.900 |
-2.100 |
29,825 |
71,592 |
-5,493 |
Dec11 |
110915 |
120.800 |
121.230 |
119.200 |
119.430 |
-1.470 |
28,662 |
135,473 |
+8,558 |
Feb12 |
110915 |
123.535 |
124.000 |
121.850 |
121.930 |
-1.800 |
10,786 |
61,520 |
+886 |
Apr12 |
110915 |
127.150 |
127.550 |
125.785 |
125.850 |
-1.480 |
4,221 |
38,799 |
+1,562 |
Jun12 |
110915 |
125.285 |
125.680 |
124.080 |
124.300 |
-1.000 |
2,025 |
15,655 |
+569 |
Aug12 |
110915 |
125.250 |
125.430 |
124.250 |
124.550 |
-0.950 |
466 |
2,474 |
+140 |
Total Volume and Open Interest |
76,084 |
326,879 |
+6,251 |
Feeder Cattle(CME) |
Sep11 |
110915 |
136.435 |
137.285 |
135.485 |
135.600 |
-1.100 |
1,251 |
3,857 |
-53 |
Oct11 |
110915 |
138.785 |
139.500 |
137.535 |
137.785 |
-1.165 |
4,675 |
11,479 |
+289 |
Nov11 |
110915 |
139.535 |
140.485 |
138.850 |
139.100 |
-0.800 |
4,303 |
10,457 |
+901 |
Jan12 |
110915 |
141.250 |
142.050 |
140.575 |
140.700 |
-0.875 |
1,246 |
5,002 |
-146 |
Mar12 |
110915 |
142.000 |
142.700 |
141.500 |
141.735 |
-0.865 |
712 |
1,970 |
+230 |
Apr12 |
110915 |
142.500 |
142.850 |
141.850 |
142.100 |
-0.700 |
104 |
486 |
+47 |
May12 |
110915 |
142.285 |
143.000 |
141.900 |
142.700 |
+0.200 |
116 |
416 |
+10 |
Total Volume and Open Interest |
12,441 |
33,839 |
+1,293 |
Lean Hogs(CME) |
Oct11 |
110915 |
88.800 |
89.500 |
88.635 |
89.000 |
+0.550 |
22,686 |
46,348 |
-1,749 |
Dec11 |
110915 |
84.550 |
85.135 |
84.080 |
84.400 |
+0.550 |
25,668 |
102,492 |
+4,251 |
Feb12 |
110915 |
88.900 |
89.350 |
88.100 |
88.230 |
-0.200 |
6,841 |
46,399 |
+1,183 |
Apr12 |
110915 |
92.200 |
92.830 |
91.700 |
91.900 |
+0.100 |
4,616 |
28,854 |
+1,052 |
May12 |
110915 |
96.350 |
96.700 |
96.350 |
96.350 |
unch |
45 |
1,100 |
+11 |
Jun12 |
110915 |
98.650 |
99.200 |
98.180 |
98.800 |
+0.550 |
1,165 |
14,057 |
+296 |
Jul12 |
110915 |
97.850 |
98.050 |
97.150 |
97.300 |
unch |
143 |
3,920 |
+60 |
Aug12 |
110915 |
96.600 |
96.600 |
95.785 |
96.200 |
+0.100 |
83 |
2,609 |
+60 |
Total Volume and Open Interest |
61,352 |
247,161 |
+5,205 |
Class III Milk(CME) |
Sep11 |
110915 |
18.92 |
18.93 |
18.88 |
18.93 |
+0.01 |
195 |
6,214 |
+28 |
Oct11 |
110915 |
18.64 |
18.68 |
18.35 |
18.51 |
+0.01 |
401 |
5,448 |
+62 |
Nov11 |
110915 |
18.36 |
18.59 |
18.22 |
18.37 |
+0.02 |
209 |
4,640 |
+35 |
Dec11 |
110915 |
17.86 |
18.00 |
17.77 |
17.86 |
unch |
105 |
4,253 |
+11 |
Jan12 |
110915 |
17.30 |
17.40 |
17.30 |
17.35 |
+0.01 |
48 |
1,739 |
+2 |
Total Volume and Open Interest |
1,055 |
32,359 |
+145 |
Cocoa(ICE) |
Sep11 |
110915 |
2784 |
2784 |
2784 |
2784 |
-9 |
52 |
12 |
-2 |
Dec11 |
110915 |
2805 |
2821 |
2787 |
2791 |
-19 |
13,276 |
74,234 |
+1,381 |
Mar12 |
110915 |
2854 |
2863 |
2832 |
2835 |
-18 |
3,990 |
57,459 |
+575 |
May12 |
110915 |
2869 |
2871 |
2846 |
2849 |
-18 |
1,124 |
17,260 |
+133 |
Jul12 |
110915 |
2875 |
2875 |
2861 |
2863 |
-16 |
591 |
7,983 |
+246 |
Sep12 |
110915 |
2889 |
2895 |
2870 |
2873 |
-16 |
410 |
9,463 |
+168 |
Dec12 |
110915 |
2894 |
2895 |
2879 |
2879 |
-15 |
265 |
7,990 |
+178 |
Total Volume and Open Interest |
19,715 |
178,923 |
+2,682 |
Coffee "C"(ICE) |
Sep11 |
110915 |
268.20 |
270.55 |
263.35 |
263.35 |
-5.00 |
12 |
183 |
-111 |
Dec11 |
110915 |
265.30 |
269.65 |
260.20 |
260.55 |
-5.15 |
10,698 |
75,135 |
+318 |
Mar12 |
110915 |
268.10 |
272.05 |
262.90 |
263.25 |
-5.10 |
1,995 |
21,623 |
+294 |
May12 |
110915 |
269.00 |
272.85 |
263.80 |
264.30 |
-4.95 |
789 |
10,167 |
-16 |
Jul12 |
110915 |
269.20 |
269.45 |
263.15 |
263.20 |
-4.75 |
280 |
3,046 |
+24 |
Sep12 |
110915 |
266.05 |
267.35 |
260.85 |
261.00 |
-4.85 |
173 |
2,599 |
+88 |
Total Volume and Open Interest |
14,018 |
115,259 |
+641 |
Orange Juice(ICE) |
Nov11 |
110915 |
166.95 |
167.75 |
162.05 |
163.50 |
-3.35 |
546 |
18,883 |
+165 |
Jan12 |
110915 |
162.30 |
162.30 |
159.00 |
160.60 |
-2.45 |
30 |
3,008 |
-6 |
Mar12 |
110915 |
161.60 |
161.60 |
159.75 |
161.00 |
-2.20 |
8 |
1,631 |
+2 |
May12 |
110915 |
162.05 |
162.05 |
159.95 |
160.80 |
-2.20 |
5 |
516 |
+5 |
Jul12 |
110915 |
161.25 |
161.25 |
161.25 |
161.25 |
-2.20 |
0 |
145 |
+0 |
Sep12 |
110915 |
161.15 |
161.15 |
161.15 |
161.15 |
-2.20 |
0 |
1 |
+0 |
Total Volume and Open Interest |
589 |
24,194 |
+166 |
Sugar #11(ICE) |
Oct11 |
110915 |
29.70 |
29.95 |
29.16 |
29.50 |
-0.20 |
61,226 |
127,050 |
-19,933 |
Mar12 |
110915 |
28.16 |
28.42 |
27.88 |
28.18 |
+0.06 |
46,608 |
243,383 |
+12,798 |
May12 |
110915 |
26.90 |
27.05 |
26.72 |
26.99 |
+0.14 |
8,562 |
59,953 |
+1,467 |
Jul12 |
110915 |
25.58 |
25.73 |
25.50 |
25.70 |
+0.17 |
3,578 |
64,910 |
+179 |
Oct12 |
110915 |
24.76 |
24.98 |
24.74 |
24.95 |
+0.20 |
2,607 |
32,536 |
+254 |
Total Volume and Open Interest |
123,668 |
575,179 |
-4,948 |
London Cocoa(LCE) |
Sep11 |
110915 |
1782 |
1786 |
1775 |
1782 |
-4 |
2,873 |
6,030 |
-2,678 |
Dec11 |
110915 |
1824 |
1826 |
1807 |
1812 |
-11 |
11,396 |
87,360 |
+1,376 |
Mar12 |
110915 |
1854 |
1856 |
1838 |
1843 |
-11 |
4,148 |
42,489 |
+667 |
May12 |
110915 |
1870 |
1870 |
1854 |
1858 |
-12 |
1,633 |
16,022 |
-218 |
Jul12 |
110915 |
1885 |
1885 |
1870 |
1874 |
-11 |
1,293 |
13,745 |
+32 |
Sep12 |
110915 |
1895 |
1900 |
1890 |
1890 |
-9 |
525 |
10,623 |
+210 |
Dec12 |
110915 |
1921 |
1921 |
1909 |
1909 |
-10 |
356 |
10,022 |
+328 |
Total Volume and Open Interest |
22,227 |
187,109 |
-283 |
London Sugar(LCE) |
Dec11 |
110915 |
708.40 |
721.50 |
708.40 |
717.60 |
+12.00 |
3,062 |
21,203 |
+684 |
Mar12 |
110915 |
696.00 |
707.40 |
696.00 |
704.10 |
+10.20 |
932 |
12,288 |
+203 |
May12 |
110915 |
685.00 |
692.00 |
685.00 |
689.30 |
+6.50 |
325 |
4,251 |
+70 |
Aug12 |
110915 |
665.20 |
669.90 |
663.70 |
669.00 |
+5.60 |
37 |
2,497 |
+12 |
Oct12 |
110915 |
645.70 |
648.50 |
645.20 |
648.50 |
+7.80 |
29 |
1,398 |
+9 |
Total Volume and Open Interest |
7,318 |
44,632 |
-1,056 |
Cotton(ICE) |
Oct11 |
110915 |
112.87 |
113.94 |
109.70 |
110.62 |
-2.77 |
56 |
278 |
+11 |
Dec11 |
110915 |
114.30 |
114.83 |
109.42 |
111.62 |
-2.05 |
8,279 |
94,738 |
+502 |
Mar12 |
110915 |
111.00 |
111.25 |
106.65 |
108.55 |
-2.01 |
3,251 |
38,967 |
+803 |
May12 |
110915 |
107.77 |
108.24 |
105.57 |
106.54 |
-1.39 |
1,344 |
6,342 |
-195 |
Jul12 |
110915 |
106.49 |
106.94 |
104.16 |
105.46 |
-1.10 |
82 |
10,966 |
+29 |
Oct12 |
110915 |
104.02 |
104.02 |
104.02 |
104.02 |
-0.45 |
0 |
3 |
+0 |
Total Volume and Open Interest |
13,097 |
155,481 |
+1,179 |
Lumber(CME) |
Sep11 |
110915 |
239.0 |
248.5 |
238.0 |
244.2 |
+7.0 |
64 |
102 |
-27 |
Nov11 |
110915 |
254.9 |
255.2 |
249.6 |
250.0 |
-2.8 |
294 |
6,348 |
-73 |
Jan12 |
110915 |
276.2 |
276.2 |
271.0 |
273.7 |
-0.9 |
75 |
2,525 |
+15 |
Mar12 |
110915 |
287.2 |
289.5 |
285.0 |
289.5 |
-0.2 |
42 |
512 |
+28 |
Total Volume and Open Interest |
483 |
9,639 |
-51 |
Crude Oil(NYM) |
Oct11 |
110915 |
88.60 |
90.15 |
88.01 |
89.40 |
+0.49 |
330,978 |
124,033 |
-32,519 |
Nov11 |
110915 |
88.65 |
90.29 |
88.14 |
89.59 |
+0.58 |
151,690 |
282,087 |
+21,163 |
Dec11 |
110915 |
88.91 |
90.45 |
88.34 |
89.81 |
+0.65 |
97,149 |
196,955 |
-1,821 |
Jan12 |
110915 |
89.34 |
90.63 |
88.60 |
90.03 |
+0.67 |
39,374 |
96,532 |
-539 |
Feb12 |
110915 |
89.69 |
90.80 |
88.85 |
90.24 |
+0.69 |
20,069 |
36,216 |
+3,004 |
Mar12 |
110915 |
89.71 |
90.93 |
89.30 |
90.44 |
+0.71 |
24,331 |
42,959 |
-2,062 |
Apr12 |
110915 |
89.32 |
91.16 |
89.32 |
90.65 |
+0.73 |
11,000 |
26,209 |
-408 |
May12 |
110915 |
89.75 |
91.22 |
89.70 |
90.87 |
+0.74 |
10,162 |
23,534 |
-46 |
Jun12 |
110915 |
90.49 |
91.63 |
90.25 |
91.10 |
+0.74 |
21,001 |
77,436 |
-406 |
Jul12 |
110915 |
90.32 |
91.70 |
90.32 |
91.33 |
+0.75 |
2,450 |
36,357 |
+120 |
Aug12 |
110915 |
91.51 |
91.73 |
91.14 |
91.51 |
+0.76 |
1,616 |
17,611 |
-123 |
Sep12 |
110915 |
91.30 |
91.71 |
91.30 |
91.69 |
+0.76 |
1,536 |
18,187 |
+134 |
Oct12 |
110915 |
91.86 |
91.86 |
91.86 |
91.86 |
+0.75 |
1,020 |
15,833 |
+51 |
Nov12 |
110915 |
92.04 |
92.04 |
92.04 |
92.04 |
+0.74 |
937 |
19,921 |
+311 |
Dec12 |
110915 |
91.57 |
92.69 |
90.97 |
92.24 |
+0.73 |
18,774 |
149,939 |
-1,217 |
Jan13 |
110915 |
92.50 |
92.64 |
92.31 |
92.31 |
+0.73 |
206 |
19,676 |
+42 |
Total Volume and Open Interest |
739,866 |
1,448,780 |
-13,427 |
e-miNY Crude Oil(NYM) |
Sep11 |
110819 |
81.450 |
83.550 |
79.225 |
82.250 |
-0.125 |
9,194 |
3,327 |
-634 |
Oct11 |
110915 |
88.650 |
90.175 |
87.875 |
89.400 |
+0.500 |
8,376 |
1,860 |
+0 |
Nov11 |
110915 |
88.775 |
90.325 |
88.000 |
89.600 |
+0.600 |
687 |
847 |
+136 |
Dec11 |
110915 |
89.000 |
90.300 |
88.850 |
89.800 |
+0.650 |
158 |
443 |
+6 |
Jan12 |
110915 |
90.300 |
90.300 |
90.025 |
90.025 |
+0.675 |
12 |
274 |
-3 |
Feb12 |
110915 |
90.675 |
90.675 |
90.150 |
90.250 |
+0.700 |
1 |
18 |
+1 |
Mar12 |
110915 |
90.450 |
90.450 |
90.450 |
90.450 |
+0.725 |
0 |
19 |
+0 |
Apr12 |
110915 |
90.650 |
90.650 |
90.650 |
90.650 |
+0.725 |
2 |
9 |
+1 |
May12 |
110915 |
90.875 |
90.875 |
90.875 |
90.875 |
+0.750 |
1 |
6 |
-1 |
Jun12 |
110915 |
91.100 |
91.100 |
91.100 |
91.100 |
+0.750 |
1 |
13 |
+1 |
Total Volume and Open Interest |
9,242 |
3,712 |
+144 |
Heating Oil(NYM) |
Oct11 |
110915 |
294.33 |
304.44 |
293.00 |
302.46 |
+7.96 |
56,757 |
70,924 |
-3,611 |
Nov11 |
110915 |
294.83 |
305.17 |
294.04 |
303.09 |
+7.73 |
26,929 |
68,699 |
+4,217 |
Dec11 |
110915 |
295.25 |
305.77 |
294.75 |
303.54 |
+7.39 |
17,617 |
52,827 |
+361 |
Jan12 |
110915 |
296.02 |
305.62 |
295.93 |
304.07 |
+7.05 |
9,468 |
37,648 |
-550 |
Feb12 |
110915 |
300.00 |
305.20 |
300.00 |
303.53 |
+6.67 |
5,311 |
13,055 |
+486 |
Mar12 |
110915 |
296.63 |
303.28 |
296.44 |
302.18 |
+6.32 |
4,156 |
12,049 |
+600 |
Apr12 |
110915 |
300.52 |
300.52 |
299.50 |
299.58 |
+6.05 |
1,128 |
6,753 |
+189 |
May12 |
110915 |
298.50 |
298.50 |
297.10 |
297.10 |
+5.84 |
1,137 |
5,702 |
+44 |
Jun12 |
110915 |
289.08 |
297.44 |
289.08 |
295.70 |
+5.72 |
4,138 |
31,981 |
+117 |
Jul12 |
110915 |
297.33 |
297.33 |
295.70 |
295.70 |
+5.57 |
322 |
2,809 |
+26 |
Aug12 |
110915 |
296.00 |
296.00 |
296.00 |
296.00 |
+5.45 |
193 |
3,472 |
+63 |
Sep12 |
110915 |
291.23 |
296.42 |
291.23 |
296.42 |
+5.37 |
607 |
3,114 |
+268 |
Total Volume and Open Interest |
128,565 |
326,732 |
+2,530 |
Gasoline(NYMEX) |
Oct11 |
110915 |
272.40 |
280.71 |
271.55 |
278.28 |
+5.70 |
48,470 |
65,234 |
-4,207 |
Nov11 |
110915 |
270.31 |
278.63 |
269.53 |
275.68 |
+5.11 |
33,073 |
60,552 |
+3,256 |
Dec11 |
110915 |
269.29 |
277.05 |
268.04 |
273.91 |
+4.74 |
24,583 |
45,336 |
-561 |
Jan12 |
110915 |
272.54 |
276.92 |
272.49 |
273.73 |
+4.62 |
11,127 |
30,282 |
-500 |
Feb12 |
110915 |
276.33 |
276.33 |
273.40 |
274.38 |
+4.50 |
3,046 |
10,509 |
-242 |
Mar12 |
110915 |
270.50 |
277.39 |
270.30 |
275.31 |
+4.41 |
2,416 |
12,267 |
-344 |
Apr12 |
110915 |
285.87 |
285.87 |
285.87 |
285.87 |
+4.26 |
1,272 |
8,473 |
+41 |
May12 |
110915 |
286.77 |
286.77 |
285.68 |
285.68 |
+4.23 |
799 |
4,309 |
-138 |
Jun12 |
110915 |
279.90 |
286.21 |
279.90 |
284.56 |
+4.22 |
1,599 |
12,933 |
-73 |
Jul12 |
110915 |
283.15 |
283.15 |
282.21 |
282.21 |
+4.12 |
162 |
1,549 |
+31 |
Total Volume and Open Interest |
127,474 |
269,904 |
-2,718 |
e-miNY RBOB Gasoline(NYM) |
Oct11 |
110915 |
278.30 |
278.30 |
278.28 |
278.30 |
+5.70 |
0 |
1 |
+0 |
Nov11 |
110915 |
275.70 |
275.70 |
275.68 |
275.70 |
+5.10 |
|
|
|
Dec11 |
110915 |
273.90 |
273.91 |
273.90 |
273.90 |
+4.70 |
0 |
1 |
+0 |
Jan12 |
110915 |
273.70 |
273.73 |
273.70 |
273.70 |
+4.60 |
0 |
1 |
+0 |
Total Volume and Open Interest |
0 |
4 |
+0 |
Natural Gas(NYM) |
Oct11 |
110915 |
4.042 |
4.080 |
3.875 |
3.878 |
-0.161 |
145,895 |
118,220 |
-9,241 |
Nov11 |
110915 |
4.119 |
4.150 |
3.979 |
3.981 |
-0.136 |
62,799 |
207,394 |
+6,000 |
Dec11 |
110915 |
4.317 |
4.347 |
4.190 |
4.195 |
-0.122 |
30,572 |
82,900 |
-1,448 |
Jan12 |
110915 |
4.438 |
4.461 |
4.305 |
4.323 |
-0.111 |
28,691 |
162,836 |
+2,509 |
Feb12 |
110915 |
4.445 |
4.470 |
4.339 |
4.342 |
-0.109 |
11,438 |
36,840 |
-564 |
Mar12 |
110915 |
4.431 |
4.444 |
4.300 |
4.313 |
-0.107 |
13,527 |
50,639 |
+2,965 |
Apr12 |
110915 |
4.380 |
4.386 |
4.265 |
4.289 |
-0.095 |
13,785 |
76,374 |
+347 |
May12 |
110915 |
4.407 |
4.407 |
4.317 |
4.319 |
-0.090 |
2,225 |
18,204 |
-149 |
Jun12 |
110915 |
4.452 |
4.452 |
4.355 |
4.361 |
-0.087 |
678 |
13,883 |
+118 |
Jul12 |
110915 |
4.480 |
4.480 |
4.380 |
4.406 |
-0.084 |
376 |
11,477 |
+67 |
Aug12 |
110915 |
4.502 |
4.502 |
4.405 |
4.431 |
-0.084 |
263 |
10,250 |
+184 |
Sep12 |
110915 |
4.505 |
4.505 |
4.434 |
4.434 |
-0.085 |
384 |
8,727 |
+17 |
Oct12 |
110915 |
4.556 |
4.556 |
4.450 |
4.464 |
-0.085 |
3,153 |
46,101 |
+318 |
Nov12 |
110915 |
4.689 |
4.690 |
4.621 |
4.627 |
-0.076 |
813 |
9,264 |
+429 |
Dec12 |
110915 |
4.943 |
4.950 |
4.850 |
4.876 |
-0.072 |
435 |
12,235 |
-28 |
Jan13 |
110915 |
5.073 |
5.073 |
5.000 |
5.009 |
-0.069 |
1,483 |
22,707 |
+876 |
Total Volume and Open Interest |
320,937 |
957,184 |
+4,510 |
Brent Crude Oil(ICE) |
Nov11 |
110915 |
109.58 |
113.56 |
109.00 |
112.30 |
+2.65 |
216,215 |
206,510 |
+4,981 |
Dec11 |
110915 |
108.56 |
112.50 |
108.06 |
111.11 |
+2.41 |
140,848 |
188,842 |
+6,320 |
Jan12 |
110915 |
107.90 |
111.80 |
107.60 |
110.46 |
+2.25 |
36,723 |
48,862 |
+1,155 |
Feb12 |
110915 |
107.54 |
111.39 |
107.46 |
110.00 |
+2.13 |
21,744 |
25,199 |
-2,822 |
Mar12 |
110915 |
107.30 |
111.03 |
107.21 |
109.67 |
+2.05 |
21,325 |
46,219 |
+610 |
Apr12 |
110915 |
107.18 |
110.83 |
106.79 |
109.43 |
+2.00 |
10,772 |
17,618 |
+1,996 |
May12 |
110915 |
107.00 |
110.22 |
106.60 |
109.21 |
+1.98 |
7,873 |
14,629 |
+736 |
Jun12 |
110915 |
106.54 |
110.58 |
106.40 |
108.98 |
+1.96 |
22,854 |
51,765 |
+1,545 |
Jul12 |
110915 |
108.78 |
108.78 |
108.78 |
108.78 |
+1.92 |
2,167 |
11,814 |
+253 |
Aug12 |
110915 |
108.56 |
108.56 |
108.56 |
108.56 |
+1.86 |
1,305 |
8,606 |
+169 |
Sep12 |
110915 |
108.29 |
108.29 |
108.29 |
108.29 |
+1.80 |
2,332 |
13,143 |
+717 |
Oct12 |
110915 |
108.01 |
108.01 |
108.01 |
108.01 |
+1.73 |
978 |
7,110 |
+37 |
Nov12 |
110915 |
107.72 |
107.72 |
107.72 |
107.72 |
+1.68 |
876 |
9,300 |
+145 |
Dec12 |
110915 |
105.70 |
109.18 |
105.20 |
107.41 |
+1.62 |
19,681 |
84,431 |
-311 |
Total Volume and Open Interest |
598,864 |
867,216 |
-16,647 |
Gas Oil(ICE) |
Oct11 |
110915 |
923.25 |
959.75 |
923.25 |
952.25 |
+30.25 |
69,285 |
153,360 |
-1,511 |
Nov11 |
110915 |
920.75 |
955.75 |
920.75 |
947.75 |
+28.75 |
66,482 |
103,228 |
-340 |
Dec11 |
110915 |
916.75 |
951.25 |
916.75 |
943.00 |
+27.50 |
47,153 |
76,311 |
-382 |
Jan12 |
110915 |
917.25 |
944.50 |
917.25 |
940.00 |
+26.50 |
17,287 |
58,667 |
-608 |
Feb12 |
110915 |
914.00 |
944.50 |
914.00 |
937.00 |
+25.50 |
5,473 |
30,476 |
+1,055 |
Mar12 |
110915 |
912.25 |
938.00 |
912.25 |
934.00 |
+25.00 |
3,813 |
20,245 |
+272 |
Apr12 |
110915 |
913.25 |
938.75 |
911.00 |
931.00 |
+24.50 |
2,888 |
15,466 |
+280 |
May12 |
110915 |
910.00 |
929.25 |
908.50 |
928.25 |
+24.00 |
1,336 |
12,836 |
-225 |
Jun12 |
110915 |
909.00 |
931.50 |
907.25 |
926.50 |
+23.25 |
5,228 |
40,057 |
-12 |
Jul12 |
110915 |
909.50 |
932.00 |
909.50 |
926.75 |
+22.50 |
1,305 |
11,285 |
+451 |
Total Volume and Open Interest |
224,191 |
595,400 |
-188 |
Ethanol(CBOT) |
Sep11 |
110906 |
2.835 |
2.850 |
2.835 |
2.840 |
-0.052 |
84 |
85 |
-31 |
Oct11 |
110915 |
2.680 |
2.683 |
2.655 |
2.664 |
-0.058 |
90 |
1,202 |
+5 |
Nov11 |
110915 |
2.639 |
2.644 |
2.619 |
2.632 |
-0.054 |
71 |
1,281 |
-7 |
Dec11 |
110915 |
2.608 |
2.615 |
2.578 |
2.592 |
-0.058 |
51 |
1,393 |
-6 |
Jan12 |
110915 |
2.550 |
2.550 |
2.519 |
2.533 |
-0.062 |
25 |
911 |
+12 |
Feb12 |
110915 |
2.540 |
2.540 |
2.515 |
2.525 |
-0.062 |
73 |
1,031 |
+51 |
Mar12 |
110915 |
2.539 |
2.548 |
2.517 |
2.539 |
-0.068 |
19 |
995 |
+8 |
Apr12 |
110915 |
2.580 |
2.580 |
2.550 |
2.562 |
-0.060 |
35 |
708 |
+31 |
Total Volume and Open Interest |
459 |
10,587 |
+118 |
WTI Crude Oil(ICE) |
Oct11 |
110915 |
88.93 |
90.15 |
88.00 |
89.40 |
+0.49 |
61,953 |
33,084 |
-5,898 |
Nov11 |
110915 |
88.88 |
90.29 |
88.14 |
89.59 |
+0.58 |
44,543 |
61,222 |
-2,729 |
Dec11 |
110915 |
89.06 |
90.44 |
88.44 |
89.81 |
+0.65 |
50,051 |
90,424 |
-1,610 |
Jan12 |
110915 |
89.15 |
90.56 |
88.66 |
90.03 |
+0.67 |
12,789 |
22,168 |
+317 |
Feb12 |
110915 |
89.26 |
90.76 |
89.11 |
90.24 |
+0.69 |
7,023 |
11,649 |
+566 |
Mar12 |
110915 |
89.40 |
90.90 |
89.40 |
90.44 |
+0.71 |
10,049 |
16,349 |
-580 |
Apr12 |
110915 |
89.58 |
91.01 |
89.58 |
90.65 |
+0.73 |
5,236 |
6,778 |
+506 |
May12 |
110915 |
90.72 |
91.42 |
90.66 |
90.87 |
+0.74 |
2,747 |
7,977 |
+624 |
Jun12 |
110915 |
90.05 |
91.65 |
89.88 |
91.10 |
+0.74 |
8,816 |
27,223 |
+1,276 |
Jul12 |
110915 |
91.33 |
91.33 |
91.33 |
91.33 |
+0.75 |
300 |
7,804 |
+38 |
Aug12 |
110915 |
91.51 |
91.51 |
91.51 |
91.51 |
+0.76 |
148 |
4,803 |
+20 |
Sep12 |
110915 |
92.10 |
92.10 |
91.69 |
91.69 |
+0.76 |
662 |
8,438 |
+598 |
Oct12 |
110915 |
91.86 |
91.86 |
91.86 |
91.86 |
+0.75 |
17 |
1,543 |
-3 |
Nov12 |
110915 |
92.04 |
92.04 |
92.04 |
92.04 |
+0.74 |
0 |
2,516 |
+0 |
Dec12 |
110915 |
91.48 |
92.77 |
91.00 |
92.24 |
+0.73 |
7,817 |
48,767 |
+790 |
Jan13 |
110915 |
92.31 |
92.31 |
91.58 |
92.31 |
+0.73 |
0 |
1,954 |
+0 |
Total Volume and Open Interest |
213,993 |
433,967 |
-5,972 |
US Dollar Index(ICE) |
Sep11 |
110915 |
76.880 |
77.105 |
76.090 |
76.268 |
-0.607 |
40,599 |
28,574 |
-8,957 |
Dec11 |
110915 |
77.405 |
77.600 |
76.585 |
76.777 |
-0.603 |
37,300 |
40,436 |
+15,670 |
Mar12 |
110915 |
77.680 |
77.680 |
77.262 |
77.262 |
-0.507 |
0 |
503 |
+0 |
Total Volume and Open Interest |
77,899 |
69,515 |
+6,713 |
Australian Dollar(CME) |
Sep11 |
110915 |
102.53 |
103.45 |
101.80 |
103.22 |
+0.77 |
162,044 |
67,385 |
-9,182 |
Dec11 |
110915 |
101.50 |
102.36 |
100.72 |
102.11 |
+0.73 |
51,623 |
57,940 |
+9,227 |
Mar12 |
110915 |
101.20 |
101.20 |
100.53 |
101.20 |
+0.67 |
13 |
23 |
+10 |
Total Volume and Open Interest |
213,680 |
125,441 |
+55 |
British Pound(CME) |
Sep11 |
110915 |
157.64 |
158.67 |
157.32 |
158.08 |
+0.40 |
127,981 |
65,144 |
-27,365 |
Dec11 |
110915 |
157.52 |
158.52 |
157.19 |
157.93 |
+0.38 |
83,073 |
98,286 |
+48,715 |
Mar12 |
110915 |
157.80 |
157.80 |
157.45 |
157.80 |
+0.35 |
0 |
34 |
+0 |
Total Volume and Open Interest |
211,054 |
163,470 |
+21,350 |
Canadian Dollar(CME) |
Sep11 |
110915 |
100.97 |
101.72 |
100.49 |
101.63 |
+0.62 |
107,494 |
57,799 |
-14,055 |
Dec11 |
110915 |
100.81 |
101.51 |
100.31 |
101.43 |
+0.61 |
40,237 |
59,444 |
+17,213 |
Mar12 |
110915 |
100.30 |
101.35 |
100.30 |
101.31 |
+0.57 |
431 |
2,760 |
+315 |
Jun12 |
110915 |
101.25 |
101.25 |
100.65 |
101.19 |
+0.54 |
64 |
574 |
+44 |
Total Volume and Open Interest |
148,226 |
120,920 |
+3,517 |
Japanese Yen(CME) |
Sep11 |
110915 |
130.41 |
130.63 |
129.33 |
130.48 |
+0.03 |
115,866 |
74,011 |
-19,500 |
Dec11 |
110915 |
130.57 |
130.81 |
129.49 |
130.63 |
-0.01 |
65,563 |
95,562 |
+37,663 |
Mar12 |
110915 |
130.74 |
130.86 |
130.74 |
130.81 |
-0.05 |
30 |
119 |
+15 |
Total Volume and Open Interest |
181,460 |
169,714 |
+18,179 |
Swiss Franc(CME) |
Sep11 |
110915 |
114.06 |
115.65 |
113.69 |
114.99 |
+0.85 |
26,609 |
28,180 |
-4,438 |
Dec11 |
110915 |
114.37 |
115.96 |
114.03 |
115.30 |
+0.83 |
11,802 |
14,941 |
+4,278 |
Mar12 |
110915 |
115.64 |
115.64 |
114.82 |
115.64 |
+0.82 |
6 |
535 |
+0 |
Total Volume and Open Interest |
38,417 |
43,668 |
-160 |
EuroFX(CME) |
Sep11 |
110915 |
137.42 |
139.38 |
137.03 |
138.89 |
+1.40 |
381,821 |
155,149 |
-15,636 |
Dec11 |
110915 |
137.33 |
139.25 |
136.94 |
138.75 |
+1.34 |
165,790 |
139,527 |
+47,468 |
Mar12 |
110915 |
138.00 |
138.78 |
137.40 |
138.70 |
+1.30 |
41 |
818 |
-2 |
Total Volume and Open Interest |
547,652 |
296,330 |
+31,830 |
Mexican Peso(CME) |
Sep11 |
110915 |
772.5 |
780.8 |
770.0 |
772.5 |
unch |
33,504 |
46,284 |
-5,868 |
Oct11 |
110915 |
770.5 |
770.8 |
770.5 |
770.5 |
unch |
|
|
|
Total Volume and Open Interest |
58,164 |
120,769 |
+1,694 |
Brazilian Real(CME) |
Oct11 |
110915 |
580.30 |
580.30 |
577.30 |
580.30 |
+3.00 |
|
|
|
Nov11 |
110915 |
577.65 |
577.65 |
574.65 |
577.65 |
+3.00 |
0 |
1,500 |
+0 |
Dec11 |
110915 |
574.00 |
576.50 |
574.00 |
575.00 |
+3.00 |
199 |
4,799 |
+151 |
Jan12 |
110915 |
572.35 |
572.35 |
569.35 |
572.35 |
+3.00 |
0 |
14,366 |
+0 |
Total Volume and Open Interest |
199 |
36,912 |
+151 |
30-Year T-Bonds(CBOT) |
Sep11 |
110915 |
141~270 |
142~010 |
140~000 |
140~130 |
-1~050 |
3,616 |
25,123 |
-1,880 |
Dec11 |
110915 |
140~230 |
140~280 |
138~230 |
139~050 |
-1~050 |
412,818 |
631,384 |
+15,168 |
Mar12 |
110915 |
139~000 |
139~140 |
138~060 |
138~090 |
-1~050 |
72 |
125 |
+30 |
Total Volume and Open Interest |
416,506 |
656,632 |
+13,318 |
10-Year T-Notes(CBOT) |
Sep11 |
110915 |
131~005 |
131~035 |
130~005 |
130~130 |
-0~155 |
8,679 |
23,941 |
-2,246 |
Dec11 |
110915 |
130~050 |
130~080 |
129~020 |
129~155 |
-0~170 |
1,363,210 |
1,605,377 |
-18,355 |
Mar12 |
110915 |
128~200 |
129~050 |
128~200 |
128~200 |
-0~170 |
3 |
7 |
+3 |
Total Volume and Open Interest |
1,371,892 |
1,629,325 |
-20,598 |
5-Year T-Notes(CBOT) |
Sep11 |
110915 |
123~094 |
123~096 |
123~035 |
123~062 |
-0~021 |
13,242 |
59,245 |
-1,908 |
Dec11 |
110915 |
122~107 |
122~114 |
122~043 |
122~074 |
-0~024 |
612,804 |
1,293,710 |
+18,292 |
Mar12 |
110915 |
121~098 |
121~122 |
121~098 |
121~098 |
-0~024 |
|
|
|
Total Volume and Open Interest |
626,046 |
1,352,955 |
+16,384 |
2 Year T-Notes(CBOT) |
Sep11 |
110915 |
110~036 |
110~038 |
110~035 |
110~038 |
+0~001 |
7,724 |
17,890 |
-1,998 |
Dec11 |
110915 |
110~033 |
110~034 |
110~028 |
110~032 |
unch |
288,817 |
783,647 |
+51,849 |
Mar12 |
110915 |
110~027 |
110~027 |
110~027 |
110~027 |
unch |
0 |
138 |
+0 |
Total Volume and Open Interest |
296,541 |
801,675 |
+49,851 |
Eurodollars(CME) |
Sep11 |
110915 |
99.640 |
99.658 |
99.635 |
99.647 |
+0.010 |
109,484 |
1,056,896 |
-4,019 |
Dec11 |
110915 |
99.435 |
99.555 |
99.435 |
99.520 |
+0.090 |
256,531 |
1,075,619 |
-4,082 |
Mar12 |
110915 |
99.430 |
99.530 |
99.425 |
99.495 |
+0.070 |
174,959 |
1,036,177 |
-2,201 |
Jun12 |
110915 |
99.455 |
99.530 |
99.445 |
99.495 |
+0.045 |
124,860 |
1,150,517 |
-5,260 |
Sep12 |
110915 |
99.470 |
99.515 |
99.460 |
99.485 |
+0.025 |
135,131 |
799,254 |
-18,050 |
Dec12 |
110915 |
99.470 |
99.495 |
99.455 |
99.470 |
+0.010 |
143,269 |
735,810 |
-7,621 |
Mar13 |
110915 |
99.475 |
99.475 |
99.445 |
99.455 |
-0.005 |
109,425 |
724,785 |
+734 |
Jun13 |
110915 |
99.425 |
99.430 |
99.385 |
99.395 |
-0.015 |
92,670 |
549,601 |
+3,597 |
Sep13 |
110915 |
99.330 |
99.340 |
99.285 |
99.295 |
-0.025 |
77,224 |
527,874 |
+423 |
Dec13 |
110915 |
99.185 |
99.190 |
99.115 |
99.135 |
-0.030 |
83,549 |
403,597 |
-3,806 |
Mar14 |
110915 |
99.025 |
99.035 |
98.935 |
98.965 |
-0.040 |
59,869 |
278,897 |
+1,863 |
Jun14 |
110915 |
98.835 |
98.845 |
98.725 |
98.765 |
-0.050 |
52,198 |
281,881 |
+1,184 |
Sep14 |
110915 |
98.640 |
98.650 |
98.515 |
98.560 |
-0.060 |
42,665 |
152,383 |
+2,792 |
Dec14 |
110915 |
98.435 |
98.445 |
98.295 |
98.345 |
-0.070 |
38,018 |
157,441 |
+6,452 |
Mar15 |
110915 |
98.245 |
98.255 |
98.085 |
98.145 |
-0.075 |
18,729 |
124,801 |
-477 |
Jun15 |
110915 |
6.295 |
6.315 |
6.140 |
6.200 |
-0.080 |
13,453 |
118,054 |
-535 |
Sep15 |
110915 |
6.110 |
6.125 |
5.945 |
6.005 |
-0.090 |
9,055 |
71,757 |
-455 |
Dec15 |
110915 |
5.925 |
5.940 |
5.755 |
5.815 |
-0.100 |
13,055 |
69,169 |
-2,201 |
Total Volume and Open Interest |
1,583,659 |
9,573,237 |
-27,430 |
30 Day Federal Funds(CBOT) |
Sep11 |
110915 |
99.915 |
99.920 |
99.915 |
99.915 |
unch |
4,185 |
54,049 |
-1,534 |
Oct11 |
110915 |
99.925 |
99.930 |
99.925 |
99.925 |
unch |
8,536 |
61,253 |
+1,168 |
Nov11 |
110915 |
99.930 |
99.935 |
99.925 |
99.925 |
unch |
6,093 |
59,946 |
-496 |
Dec11 |
110915 |
99.935 |
99.940 |
99.930 |
99.930 |
unch |
3,160 |
67,606 |
+736 |
Jan12 |
110915 |
99.935 |
99.940 |
99.930 |
99.930 |
unch |
4,994 |
56,873 |
+1,229 |
Feb12 |
110915 |
99.930 |
99.935 |
99.925 |
99.930 |
+0.005 |
1,602 |
50,203 |
+370 |
Total Volume and Open Interest |
44,903 |
709,063 |
+959 |
30 Day Fed Funds(e-CBOT) |
3-Mth Euro-Yen(CME) |
Sep11 |
110915 |
99.670 |
99.670 |
99.670 |
99.670 |
unch |
0 |
191 |
+0 |
Dec11 |
110915 |
99.680 |
99.680 |
99.680 |
99.680 |
unch |
0 |
332 |
+0 |
Mar12 |
110915 |
99.680 |
99.680 |
99.680 |
99.680 |
unch |
0 |
340 |
+0 |
Jun12 |
110915 |
99.677 |
99.677 |
99.677 |
99.677 |
unch |
|
|
|
Sep12 |
110915 |
99.600 |
99.600 |
99.600 |
99.600 |
unch |
|
|
|
Dec12 |
110915 |
99.660 |
99.660 |
99.660 |
99.660 |
unch |
|
|
|
Mar13 |
110915 |
99.660 |
99.660 |
99.660 |
99.660 |
unch |
|
|
|
Jun13 |
110915 |
99.615 |
99.615 |
99.615 |
99.615 |
unch |
|
|
|
Sep13 |
110915 |
99.475 |
99.475 |
99.475 |
99.475 |
unch |
|
|
|
Dec13 |
110915 |
99.335 |
99.335 |
99.335 |
99.335 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
863 |
+0 |
3-Mth Euro-Yen(SGX) |
Dec11 |
110915 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
0 |
2,016 |
+0 |
Mar12 |
110915 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
0 |
2,338 |
+0 |
Jun12 |
110915 |
99.69 |
99.69 |
99.68 |
99.68 |
unch |
0 |
1,380 |
+0 |
Sep12 |
110915 |
99.60 |
99.60 |
99.60 |
99.60 |
unch |
0 |
411 |
+0 |
Dec12 |
110915 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
0 |
51 |
+0 |
Mar13 |
110915 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
0 |
1 |
+0 |
Jun13 |
110915 |
99.61 |
99.61 |
99.61 |
99.61 |
unch |
|
|
|
Sep13 |
110915 |
99.47 |
99.47 |
99.47 |
99.47 |
unch |
|
|
|
Total Volume and Open Interest |
150 |
7,946 |
+150 |
Japanese Gov't Bonds(SGX) |
Dec11 |
110915 |
142.61 |
142.78 |
142.57 |
142.71 |
+0.04 |
1,351 |
26,110 |
+113 |
Mar12 |
110915 |
142.08 |
142.08 |
142.08 |
142.08 |
+0.04 |
1 |
4 |
+1 |
Jun12 |
110915 |
139.99 |
139.99 |
139.99 |
139.99 |
+0.04 |
|
|
|
Total Volume and Open Interest |
1,352 |
26,114 |
+114 |
Euro-Bund(EUREX) |
Dec11 |
110915 |
136.81 |
136.94 |
135.12 |
135.99 |
-0.88 |
1,149,889 |
859,623 |
-7,059 |
Mar12 |
110915 |
137.05 |
137.05 |
135.82 |
136.33 |
-0.94 |
175 |
207 |
+3 |
Jun12 |
110915 |
136.29 |
136.29 |
136.29 |
136.29 |
-0.88 |
|
|
|
Total Volume and Open Interest |
1,150,064 |
859,830 |
-7,056 |
Euro-Bobl(EUREX) |
Dec11 |
110915 |
122.17 |
122.23 |
121.32 |
121.77 |
-0.48 |
573,341 |
675,882 |
-7,275 |
Mar12 |
110915 |
122.20 |
122.20 |
121.75 |
122.14 |
-0.31 |
171 |
25 |
+0 |
Jun12 |
110915 |
121.92 |
121.92 |
121.92 |
121.92 |
-0.48 |
|
|
|
Total Volume and Open Interest |
573,512 |
675,907 |
-7,275 |
3-Mth Euribor(EUREX) |
Sep11 |
110915 |
98.475 |
98.475 |
98.470 |
98.475 |
unch |
12 |
1,718 |
-10 |
Dec11 |
110915 |
98.670 |
98.705 |
98.655 |
98.705 |
-0.005 |
52 |
1,479 |
-1 |
Mar12 |
110915 |
98.780 |
98.805 |
98.770 |
98.805 |
-0.020 |
78 |
2,441 |
+48 |
Total Volume and Open Interest |
479 |
9,912 |
-66 |
Long Gilt(LIFFE) |
Sep11 |
110915 |
130~29 |
130~29 |
129~26 |
130~16 |
-0~30 |
123 |
20,616 |
-123 |
Dec11 |
110915 |
130~00 |
130~09 |
128~16 |
129~07 |
-0~30 |
129,088 |
354,089 |
+4,530 |
Total Volume and Open Interest |
129,211 |
374,705 |
+4,407 |
3-Mth Short Sterling(LIFFE) |
Sep11 |
110915 |
99.07 |
99.12 |
99.06 |
99.07 |
unch |
30,691 |
329,382 |
-10,824 |
Dec11 |
110915 |
99.00 |
99.11 |
98.99 |
99.04 |
+0.05 |
48,250 |
431,253 |
-14,782 |
Mar12 |
110915 |
99.03 |
99.12 |
99.02 |
99.06 |
+0.05 |
46,518 |
405,650 |
-9,062 |
Jun12 |
110915 |
99.06 |
99.13 |
99.04 |
99.07 |
+0.02 |
48,436 |
228,594 |
+3,792 |
Sep12 |
110915 |
99.06 |
99.11 |
99.04 |
99.07 |
+0.01 |
42,450 |
293,773 |
+831 |
Dec12 |
110915 |
99.02 |
99.07 |
99.00 |
99.04 |
+0.01 |
34,602 |
229,810 |
-303 |
Total Volume and Open Interest |
346,121 |
2,440,122 |
-33,102 |
3-Mth Euribor(LIFFE) |
Sep11 |
110915 |
98.475 |
98.475 |
98.430 |
98.475 |
unch |
94,851 |
642,088 |
-7,540 |
Dec11 |
110915 |
98.695 |
98.740 |
98.580 |
98.705 |
-0.005 |
280,956 |
657,310 |
-5,651 |
Mar12 |
110915 |
98.805 |
98.845 |
98.680 |
98.805 |
-0.020 |
175,970 |
504,484 |
-12,412 |
Total Volume and Open Interest |
1,276,259 |
3,632,850 |
-355 |
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 |
110915 |
96.02 |
96.03 |
95.90 |
95.96 |
-0.07 |
31,862 |
253,620 |
-7,731 |
Mar12 |
110915 |
96.36 |
96.38 |
96.26 |
96.32 |
-0.04 |
25,127 |
177,516 |
-3,851 |
Jun12 |
110915 |
96.39 |
96.41 |
96.29 |
96.38 |
-0.02 |
9,997 |
104,664 |
+2,051 |
Sep12 |
110915 |
96.32 |
96.32 |
96.20 |
96.27 |
-0.06 |
7,031 |
72,724 |
+3,709 |
Dec12 |
110915 |
96.20 |
96.21 |
96.13 |
96.19 |
-0.05 |
4,172 |
39,811 |
+157 |
Mar13 |
110915 |
96.12 |
96.12 |
96.01 |
96.09 |
-0.08 |
1,379 |
40,165 |
+377 |
Jun13 |
110915 |
96.03 |
96.03 |
95.91 |
95.98 |
-0.07 |
1,366 |
25,248 |
+606 |
Sep13 |
110915 |
95.86 |
95.88 |
95.78 |
95.87 |
-0.05 |
417 |
8,762 |
+157 |
Dec13 |
110915 |
95.69 |
95.74 |
95.69 |
95.73 |
-0.05 |
10 |
2,275 |
+10 |
Total Volume and Open Interest |
81,456 |
725,238 |
-4,440 |
10-Year Aus T-Bonds(SFE) |
Sep11 |
110915 |
95.91 |
95.92 |
95.85 |
95.88 |
-0.03 |
29,639 |
41,415 |
-246,223 |
Dec11 |
110915 |
95.88 |
95.90 |
95.82 |
95.83 |
-0.06 |
59,669 |
315,989 |
+21,476 |
Total Volume and Open Interest |
89,308 |
357,404 |
-224,747 |
3-Year Aus T-Bonds(SFE) |
Sep11 |
110915 |
96.51 |
96.52 |
96.39 |
96.41 |
-0.11 |
50,863 |
44,161 |
-443,566 |
Dec11 |
110915 |
96.58 |
96.59 |
96.47 |
96.49 |
-0.10 |
139,492 |
446,099 |
+25,194 |
Total Volume and Open Interest |
190,355 |
490,260 |
-418,372 |
Gold(CMX) |
Oct11 |
110915 |
1821.6 |
1827.4 |
1773.5 |
1779.2 |
-45.0 |
8,004 |
33,287 |
+681 |
Dec11 |
110915 |
1824.0 |
1829.7 |
1775.0 |
1781.4 |
-45.1 |
172,648 |
334,030 |
-4,886 |
Feb12 |
110915 |
1829.0 |
1830.5 |
1777.9 |
1783.4 |
-45.3 |
3,679 |
34,009 |
+1,454 |
Apr12 |
110915 |
1827.8 |
1831.5 |
1780.0 |
1785.2 |
-45.6 |
444 |
9,267 |
+201 |
Jun12 |
110915 |
1808.8 |
1814.2 |
1786.4 |
1787.2 |
-45.8 |
277 |
17,467 |
+30 |
Aug12 |
110915 |
1812.0 |
1812.0 |
1786.4 |
1789.3 |
-45.8 |
135 |
6,796 |
+6 |
Oct12 |
110915 |
1828.2 |
1828.2 |
1791.2 |
1791.2 |
-46.1 |
118 |
4,396 |
+0 |
Dec12 |
110915 |
1820.0 |
1820.0 |
1790.0 |
1793.4 |
-46.2 |
365 |
14,353 |
+73 |
Feb13 |
110915 |
1795.6 |
1795.6 |
1795.6 |
1795.6 |
-46.2 |
6 |
3,370 |
-6 |
Apr13 |
110915 |
1797.8 |
1797.8 |
1797.8 |
1797.8 |
-46.2 |
0 |
330 |
+0 |
Jun13 |
110915 |
1800.5 |
1800.5 |
1800.5 |
1800.5 |
-46.2 |
8 |
12,438 |
+8 |
Total Volume and Open Interest |
186,369 |
509,815 |
-2,253 |
Silver(CMX) |
Sep11 |
110915 |
4073.5 |
4073.5 |
3945.3 |
3945.3 |
-101.6 |
344 |
401 |
-42 |
Dec11 |
110915 |
4083.5 |
4085.0 |
3940.0 |
3950.1 |
-103.2 |
37,555 |
75,506 |
-384 |
Mar12 |
110915 |
4067.5 |
4067.5 |
3948.5 |
3953.1 |
-103.6 |
1,338 |
8,715 |
+148 |
May12 |
110915 |
3954.1 |
3954.1 |
3954.1 |
3954.1 |
-104.1 |
52 |
2,624 |
-3 |
Jul12 |
110915 |
4070.0 |
4070.0 |
3954.2 |
3954.2 |
-104.1 |
57 |
2,006 |
+4 |
Sep12 |
110915 |
3972.0 |
3972.0 |
3951.6 |
3951.6 |
-104.3 |
51 |
544 |
+6 |
Dec12 |
110915 |
4035.5 |
4045.0 |
3946.5 |
3946.5 |
-104.5 |
356 |
9,823 |
+118 |
Total Volume and Open Interest |
40,596 |
112,612 |
-114 |
Platinum(NYMEX) |
Oct11 |
110915 |
1815.1 |
1822.2 |
1776.3 |
1780.6 |
-35.3 |
8,135 |
28,242 |
-2,280 |
Jan12 |
110915 |
1806.0 |
1812.6 |
1782.1 |
1785.2 |
-35.5 |
1,340 |
10,213 |
+1,032 |
Apr12 |
110915 |
1803.0 |
1804.8 |
1789.2 |
1789.2 |
-34.7 |
17 |
1,555 |
-14 |
Jul12 |
110915 |
1792.1 |
1792.1 |
1792.1 |
1792.1 |
-34.7 |
0 |
26 |
+0 |
Total Volume and Open Interest |
9,492 |
40,036 |
-1,262 |
Palladium(NYMEX) |
Sep11 |
110915 |
721.70 |
721.70 |
721.70 |
721.70 |
+2.50 |
1 |
47 |
+0 |
Dec11 |
110915 |
723.25 |
729.10 |
714.00 |
723.50 |
+2.50 |
1,757 |
19,207 |
-42 |
Mar12 |
110915 |
69.39 |
69.39 |
69.39 |
69.39 |
+2.50 |
3 |
202 |
+2 |
Total Volume and Open Interest |
1,761 |
19,461 |
-40 |
Copper(CMX) |
Sep11 |
110915 |
389.45 |
396.20 |
389.45 |
394.50 |
+6.00 |
840 |
1,849 |
-250 |
Dec11 |
110915 |
390.95 |
398.00 |
389.40 |
395.70 |
+5.90 |
49,048 |
78,534 |
+1,272 |
Mar12 |
110915 |
394.15 |
399.85 |
392.60 |
397.70 |
+5.85 |
3,662 |
26,181 |
+453 |
May12 |
110915 |
398.10 |
398.80 |
397.50 |
398.60 |
+5.80 |
750 |
4,966 |
+409 |
Jul12 |
110915 |
400.25 |
400.25 |
399.15 |
399.15 |
+5.75 |
351 |
1,187 |
+97 |
Total Volume and Open Interest |
55,426 |
120,347 |
+1,964 |
DJIA Index(CBOT) |
Sep11 |
110915 |
11257 |
11452 |
11200 |
11452 |
+204 |
2,899 |
9,218 |
-151 |
Dec11 |
110915 |
11146 |
11375 |
11125 |
11375 |
+201 |
3,136 |
9,097 |
+2,637 |
Mar12 |
110915 |
11299 |
11299 |
11104 |
11299 |
+195 |
|
|
|
Jun12 |
110915 |
11229 |
11229 |
11034 |
11229 |
+195 |
|
|
|
Total Volume and Open Interest |
6,035 |
18,315 |
+2,486 |
E-mini DJIA Index(CBOT) |
Sep11 |
110915 |
11254 |
11458 |
11200 |
11452 |
+204 |
33,211 |
42,497 |
-1,390 |
Dec11 |
110915 |
11181 |
11381 |
11124 |
11375 |
+201 |
162,733 |
61,298 |
+12,559 |
Mar12 |
110915 |
11190 |
11299 |
11140 |
11299 |
+195 |
25 |
53 |
+23 |
Jun12 |
110915 |
11229 |
11229 |
11229 |
11229 |
+195 |
|
|
|
Total Volume and Open Interest |
195,969 |
103,848 |
+11,192 |
S & P 500(CME) |
Sep11 |
110915 |
1192.00 |
1211.70 |
1192.00 |
1210.80 |
+22.20 |
45,849 |
232,209 |
-32,995 |
Dec11 |
110915 |
1182.00 |
1205.50 |
1176.00 |
1204.20 |
+22.00 |
43,490 |
254,209 |
+17,810 |
Mar12 |
110915 |
1195.00 |
1198.60 |
1193.00 |
1198.40 |
+21.80 |
10 |
3,021 |
-15 |
Jun12 |
110915 |
1193.20 |
1193.20 |
1193.10 |
1193.20 |
+22.10 |
0 |
27 |
+0 |
Total Volume and Open Interest |
89,349 |
489,569 |
-15,197 |
S & P 500 E-Mini(Globex) |
Sep11 |
110915 |
1189.00 |
1212.00 |
1182.25 |
1210.75 |
+22.25 |
868,479 |
1,353,269 |
-328,225 |
Dec11 |
110915 |
1182.25 |
1205.50 |
1175.75 |
1204.25 |
+22.00 |
3,552,069 |
2,754,383 |
+347,346 |
Total Volume and Open Interest |
4,421,490 |
4,108,784 |
+19,247 |
NASDAQ 100(CME) |
Sep11 |
110915 |
2267.00 |
2290.00 |
2260.00 |
2290.00 |
+38.00 |
3,722 |
28,171 |
-1,989 |
Dec11 |
110915 |
2245.00 |
2286.00 |
2239.50 |
2284.00 |
+37.70 |
1,149 |
2,994 |
+365 |
Mar12 |
110915 |
2279.50 |
2279.80 |
2279.50 |
2279.80 |
+37.30 |
|
|
|
Total Volume and Open Interest |
4,871 |
31,165 |
-1,624 |
NASDAQ 100 E-Mini(Globex) |
Sep11 |
110915 |
2252.00 |
2292.50 |
2245.00 |
2290.00 |
+38.00 |
94,261 |
222,639 |
-30,569 |
Dec11 |
110915 |
2246.50 |
2286.50 |
2239.30 |
2284.00 |
+37.70 |
401,860 |
265,166 |
+44,612 |
Total Volume and Open Interest |
496,268 |
487,906 |
+14,108 |
S & P Midcap 400(CME) |
Sep11 |
110915 |
866.90 |
866.90 |
863.50 |
866.90 |
+13.40 |
154 |
4,902 |
-99 |
Dec11 |
110915 |
864.00 |
864.00 |
864.00 |
864.00 |
+13.40 |
154 |
393 |
+137 |
Mar12 |
110915 |
862.30 |
862.30 |
862.30 |
862.30 |
+13.40 |
|
|
|
Total Volume and Open Interest |
308 |
5,295 |
+38 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Dec11 |
110915 |
8580 |
8755 |
8565 |
8740 |
+155 |
10,939 |
26,639 |
-479 |
Mar12 |
110915 |
8740 |
8750 |
8740 |
8740 |
+155 |
1 |
2 |
+0 |
Total Volume and Open Interest |
10,940 |
26,641 |
-479 |
Nikkei 225(SGX) |
Dec11 |
110915 |
8485 |
8630 |
8475 |
8600 |
+140 |
124,773 |
171,733 |
-4,571 |
Mar12 |
110915 |
8570 |
8595 |
8570 |
8595 |
+145 |
39 |
666 |
+25 |
Jun12 |
110915 |
8515 |
8515 |
8515 |
8515 |
+140 |
5 |
18 |
+5 |
Total Volume and Open Interest |
126,447 |
184,310 |
-4,218 |
CAC 40(EURONEXT) |
Sep11 |
110915 |
2974.0 |
3088.0 |
2953.5 |
3046.5 |
+102.5 |
227,839 |
328,868 |
-63,871 |
Oct11 |
110915 |
2965.0 |
3082.5 |
2949.0 |
3041.0 |
+102.5 |
84,616 |
221,242 |
+57,172 |
Nov11 |
110915 |
2960.0 |
3060.0 |
2960.0 |
3039.0 |
+105.5 |
19 |
51 |
+20 |
Total Volume and Open Interest |
323,616 |
575,395 |
+3,575 |
Hang Seng Index(HKFE) |
Sep11 |
110915 |
19231 |
19271 |
18891 |
19197 |
+200 |
120,963 |
101,226 |
+2,433 |
Oct11 |
110915 |
19229 |
19267 |
18892 |
19196 |
+206 |
1,941 |
2,727 |
+459 |
Total Volume and Open Interest |
123,452 |
110,244 |
+3,223 |
DAX(EUREX) |
Sep11 |
110915 |
5392.0 |
5582.0 |
5373.5 |
5499.5 |
+160.5 |
364,046 |
99,959 |
-54,969 |
Dec11 |
110915 |
5397.0 |
5589.0 |
5383.0 |
5509.5 |
+161.0 |
165,264 |
158,684 |
+51,944 |
Mar12 |
110915 |
5415.5 |
5602.0 |
5396.5 |
5523.5 |
+162.5 |
24,364 |
4,360 |
+1,059 |
Total Volume and Open Interest |
553,674 |
263,003 |
-1,966 |
FT-SE 100(EURONEXT) |
Sep11 |
110915 |
5290.00 |
5388.00 |
5259.50 |
5342.00 |
+99.50 |
318,836 |
171,261 |
-171,628 |
Dec11 |
110915 |
5269.00 |
5363.50 |
5235.00 |
5317.00 |
+99.50 |
214,859 |
586,625 |
+128,569 |
Mar12 |
110915 |
5282.00 |
5282.00 |
5282.00 |
5282.00 |
+100.00 |
833 |
777 |
+462 |
Total Volume and Open Interest |
534,529 |
759,151 |
-42,596 |
SPI 200(SFE) |
Sep11 |
110915 |
4023.0 |
4115.0 |
4012.0 |
4099.0 |
+83.0 |
16,160 |
84,393 |
-139,873 |
Dec11 |
110915 |
4032.0 |
4128.0 |
4022.0 |
4097.0 |
+71.0 |
56,104 |
203,116 |
+5,906 |
Mar12 |
110915 |
4078.0 |
4092.0 |
4050.0 |
4075.0 |
+71.0 |
13 |
2,067 |
+0 |
Total Volume and Open Interest |
72,598 |
291,831 |
-133,976 |
GSCI(CME) |
Oct11 |
110915 |
658.25 |
664.60 |
658.25 |
659.00 |
+3.00 |
1,651 |
8,066 |
+1,527 |
Nov11 |
110915 |
660.00 |
665.00 |
656.70 |
660.00 |
+3.25 |
|
|
|
Total Volume and Open Interest |
3,274 |
8,887 |
+115 |
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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