|
MRCI's End of Day Prices |
Daily Futures Price Listing Mon September 19, 2011 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Nov11 |
110919 |
1356.25 |
1357.50 |
1326.00 |
1336.00 |
-19.50 |
101,023 |
324,284 |
-4,353 |
Jan12 |
110919 |
1368.00 |
1368.00 |
1338.00 |
1346.75 |
-20.25 |
23,385 |
78,444 |
-1,046 |
Mar12 |
110919 |
1372.25 |
1374.25 |
1346.50 |
1354.00 |
-21.25 |
11,153 |
53,845 |
-764 |
May12 |
110919 |
1381.00 |
1381.00 |
1352.50 |
1358.75 |
-21.75 |
6,905 |
59,880 |
-660 |
Jul12 |
110919 |
1386.25 |
1386.50 |
1360.50 |
1366.75 |
-21.50 |
6,140 |
36,537 |
-716 |
Aug12 |
110919 |
1355.75 |
1376.25 |
1355.75 |
1355.75 |
-20.50 |
60 |
491 |
-17 |
Sep12 |
110919 |
1331.00 |
1356.00 |
1331.00 |
1337.00 |
-19.00 |
34 |
380 |
+3 |
Nov12 |
110919 |
1340.50 |
1342.00 |
1314.00 |
1322.00 |
-20.00 |
1,668 |
29,627 |
+196 |
Jan13 |
110919 |
1331.00 |
1348.00 |
1319.50 |
1327.75 |
-20.25 |
4,971 |
10,155 |
+4,971 |
Mar13 |
110919 |
1337.25 |
1349.25 |
1328.75 |
1329.25 |
-20.00 |
0 |
125 |
+0 |
May13 |
110919 |
1342.75 |
1350.25 |
1331.25 |
1331.25 |
-19.00 |
1 |
34 |
+1 |
Jul13 |
110919 |
1329.75 |
1353.00 |
1329.75 |
1334.50 |
-18.50 |
4 |
168 |
+0 |
Aug13 |
110919 |
1322.25 |
1342.25 |
1322.25 |
1322.25 |
-20.00 |
|
|
|
Sep13 |
110919 |
1299.75 |
1319.75 |
1299.75 |
1299.75 |
-20.00 |
|
|
|
Total Volume and Open Interest |
155,364 |
595,198 |
-2,381 |
Soybean Meal(CBOT) |
Oct11 |
110919 |
348.60 |
348.60 |
341.70 |
344.40 |
-4.30 |
12,427 |
24,154 |
-934 |
Dec11 |
110919 |
353.00 |
353.00 |
345.90 |
348.50 |
-4.60 |
42,168 |
102,171 |
-2,719 |
Jan12 |
110919 |
355.00 |
355.00 |
348.00 |
350.50 |
-4.80 |
2,602 |
12,325 |
+171 |
Mar12 |
110919 |
358.50 |
358.50 |
351.30 |
353.90 |
-4.80 |
1,827 |
9,536 |
-149 |
May12 |
110919 |
360.00 |
366.50 |
353.20 |
355.50 |
-5.00 |
999 |
12,066 |
+347 |
Jul12 |
110919 |
362.00 |
362.00 |
355.50 |
357.80 |
-5.00 |
1,296 |
8,844 |
+99 |
Aug12 |
110919 |
355.70 |
356.50 |
353.30 |
354.90 |
-4.90 |
63 |
965 |
+18 |
Sep12 |
110919 |
350.90 |
353.50 |
349.30 |
349.30 |
-4.80 |
60 |
989 |
+5 |
Oct12 |
110919 |
350.00 |
350.00 |
344.00 |
344.00 |
-4.80 |
20 |
946 |
+0 |
Dec12 |
110919 |
350.50 |
350.50 |
344.80 |
345.70 |
-4.80 |
81 |
3,421 |
+12 |
Total Volume and Open Interest |
61,561 |
175,706 |
-3,132 |
Soybean Oil(CBOT) |
Oct11 |
110919 |
56.49 |
56.49 |
55.14 |
55.53 |
-1.02 |
10,646 |
33,835 |
-1,396 |
Dec11 |
110919 |
56.76 |
56.79 |
55.46 |
55.84 |
-1.02 |
52,499 |
154,187 |
-571 |
Jan12 |
110919 |
56.89 |
56.90 |
55.66 |
56.03 |
-1.01 |
3,238 |
30,789 |
-396 |
Mar12 |
110919 |
57.10 |
57.17 |
55.89 |
56.29 |
-1.01 |
4,101 |
29,567 |
+369 |
May12 |
110919 |
57.22 |
57.27 |
56.01 |
56.42 |
-1.00 |
3,274 |
20,554 |
+154 |
Jul12 |
110919 |
57.39 |
57.39 |
56.18 |
56.57 |
-1.02 |
2,663 |
12,425 |
+761 |
Aug12 |
110919 |
56.28 |
57.49 |
56.06 |
56.47 |
-1.02 |
138 |
2,291 |
+68 |
Sep12 |
110919 |
56.01 |
56.35 |
56.01 |
56.35 |
-1.04 |
181 |
1,683 |
+65 |
Oct12 |
110919 |
55.89 |
57.05 |
55.89 |
56.00 |
-1.05 |
52 |
1,873 |
+11 |
Dec12 |
110919 |
55.84 |
56.92 |
55.42 |
55.89 |
-1.03 |
647 |
5,805 |
+274 |
Total Volume and Open Interest |
77,439 |
293,010 |
-661 |
Canola(WCE) |
Nov11 |
110919 |
551.1 |
551.6 |
545.9 |
548.6 |
-2.4 |
13,892 |
88,302 |
-3,033 |
Jan12 |
110919 |
559.0 |
561.5 |
556.0 |
558.9 |
-2.2 |
4,874 |
55,122 |
+1,556 |
Mar12 |
110919 |
570.4 |
570.4 |
564.6 |
567.4 |
-2.6 |
1,319 |
23,136 |
+761 |
May12 |
110919 |
571.7 |
573.8 |
570.4 |
573.2 |
-2.9 |
1,363 |
12,599 |
+851 |
Jul12 |
110919 |
581.6 |
581.6 |
576.1 |
578.3 |
-3.1 |
234 |
5,145 |
+66 |
Total Volume and Open Interest |
22,282 |
193,674 |
+692 |
Corn(CBOT) |
Dec11 |
110919 |
691.50 |
694.50 |
676.50 |
692.25 |
+0.25 |
170,554 |
668,892 |
-8,418 |
Mar12 |
110919 |
705.00 |
707.00 |
689.50 |
705.00 |
-0.50 |
43,885 |
230,403 |
-2,813 |
May12 |
110919 |
713.00 |
714.75 |
698.25 |
713.00 |
-0.50 |
8,948 |
57,298 |
+2,440 |
Jul12 |
110919 |
716.25 |
718.25 |
701.25 |
716.25 |
-0.75 |
7,570 |
92,502 |
+1,349 |
Sep12 |
110919 |
665.00 |
665.00 |
652.00 |
657.75 |
-5.25 |
1,169 |
21,984 |
+303 |
Dec12 |
110919 |
625.25 |
627.00 |
615.75 |
617.75 |
-8.25 |
6,159 |
103,004 |
+60 |
Mar13 |
110919 |
634.00 |
634.00 |
624.75 |
626.00 |
-8.50 |
175 |
28,538 |
+1 |
May13 |
110919 |
636.75 |
639.50 |
631.00 |
631.00 |
-8.50 |
49 |
692 |
+9 |
Jul13 |
110919 |
641.00 |
643.50 |
635.00 |
635.00 |
-8.50 |
36 |
917 |
+9 |
Sep13 |
110919 |
600.00 |
605.00 |
598.75 |
598.75 |
-6.25 |
2 |
130 |
+0 |
Total Volume and Open Interest |
238,948 |
1,215,951 |
-6,919 |
Wheat(CBOT) |
Dec11 |
110919 |
688.00 |
691.25 |
667.00 |
673.00 |
-15.25 |
40,875 |
221,557 |
-988 |
Mar12 |
110919 |
727.00 |
728.50 |
705.00 |
710.50 |
-16.25 |
10,645 |
79,576 |
+648 |
May12 |
110919 |
749.00 |
749.75 |
727.50 |
732.75 |
-15.50 |
3,471 |
22,045 |
+1,097 |
Jul12 |
110919 |
755.00 |
755.00 |
735.50 |
739.25 |
-15.50 |
3,125 |
55,941 |
+96 |
Sep12 |
110919 |
766.75 |
766.75 |
750.50 |
753.00 |
-16.25 |
113 |
3,137 |
-18 |
Dec12 |
110919 |
789.00 |
789.75 |
768.50 |
772.50 |
-15.50 |
949 |
26,040 |
+253 |
Total Volume and Open Interest |
59,233 |
411,690 |
+1,114 |
Wheat(KCBT) |
Dec11 |
110919 |
783.25 |
784.50 |
760.25 |
768.00 |
-16.00 |
10,988 |
91,849 |
+1,081 |
Mar12 |
110919 |
798.00 |
799.00 |
775.25 |
783.00 |
-15.75 |
2,340 |
33,372 |
+314 |
May12 |
110919 |
806.50 |
806.50 |
783.00 |
789.75 |
-15.75 |
946 |
4,520 |
+267 |
Jul12 |
110919 |
805.00 |
805.50 |
786.00 |
792.00 |
-13.00 |
2,110 |
24,490 |
+661 |
Sep12 |
110919 |
811.75 |
811.75 |
800.00 |
802.00 |
-13.00 |
25 |
1,477 |
+9 |
Dec12 |
110919 |
830.25 |
830.25 |
810.50 |
817.00 |
-15.00 |
24 |
1,693 |
+5 |
Total Volume and Open Interest |
16,436 |
157,683 |
+2,337 |
Wheat(MGE) |
Sep11 |
110914 |
929.00 |
929.00 |
929.00 |
929.00 |
+2.25 |
28 |
4 |
-25 |
Dec11 |
110919 |
860.50 |
860.50 |
836.50 |
841.75 |
-14.50 |
2,317 |
19,748 |
-505 |
Mar12 |
110919 |
857.25 |
857.25 |
834.00 |
836.75 |
-15.50 |
750 |
9,917 |
+135 |
May12 |
110919 |
857.25 |
857.25 |
835.00 |
837.25 |
-17.50 |
499 |
3,660 |
+63 |
Jul12 |
110919 |
854.00 |
854.00 |
834.50 |
837.50 |
-15.50 |
283 |
4,835 |
+33 |
Total Volume and Open Interest |
3,929 |
41,773 |
-277 |
Oats(CBOT) |
Dec11 |
110919 |
345.50 |
346.50 |
340.00 |
345.50 |
unch |
949 |
12,460 |
+106 |
Mar12 |
110919 |
355.25 |
357.00 |
351.50 |
356.50 |
+0.25 |
179 |
1,368 |
+31 |
May12 |
110919 |
360.00 |
363.75 |
359.00 |
363.50 |
-0.25 |
10 |
84 |
+2 |
Jul12 |
110919 |
369.50 |
369.75 |
369.50 |
369.50 |
-0.25 |
0 |
4 |
+0 |
Total Volume and Open Interest |
1,138 |
13,954 |
+139 |
Rough Rice(CBOT) |
Sep11 |
110914 |
17.59 |
17.89 |
17.59 |
17.59 |
-0.30 |
3 |
3 |
-144 |
Nov11 |
110919 |
17.83 |
17.83 |
17.39 |
17.39 |
-0.50 |
474 |
14,377 |
-86 |
Jan12 |
110919 |
18.10 |
18.10 |
17.67 |
17.67 |
-0.50 |
48 |
2,017 |
+7 |
Mar12 |
110919 |
18.11 |
18.11 |
17.94 |
17.95 |
-0.49 |
44 |
1,116 |
-18 |
Total Volume and Open Interest |
605 |
17,754 |
-98 |
Live Cattle(CME) |
Oct11 |
110919 |
118.200 |
118.200 |
117.150 |
117.635 |
-0.865 |
17,190 |
62,253 |
-3,628 |
Dec11 |
110919 |
118.650 |
118.700 |
117.330 |
117.950 |
-1.000 |
14,478 |
141,935 |
+1,172 |
Feb12 |
110919 |
121.385 |
121.385 |
120.285 |
120.900 |
-0.800 |
5,591 |
63,174 |
-13 |
Apr12 |
110919 |
125.385 |
125.480 |
124.400 |
125.080 |
-0.570 |
4,341 |
41,496 |
+1,686 |
Jun12 |
110919 |
123.900 |
124.000 |
122.930 |
123.650 |
-0.900 |
1,379 |
17,303 |
+664 |
Aug12 |
110919 |
123.700 |
123.950 |
123.050 |
123.930 |
-0.720 |
161 |
2,542 |
+7 |
Total Volume and Open Interest |
43,164 |
330,178 |
-96 |
Feeder Cattle(CME) |
Sep11 |
110919 |
134.550 |
134.750 |
133.880 |
134.500 |
-0.800 |
648 |
3,750 |
-193 |
Oct11 |
110919 |
137.130 |
137.130 |
135.900 |
136.350 |
-1.135 |
2,423 |
11,710 |
+116 |
Nov11 |
110919 |
138.900 |
139.235 |
137.900 |
138.550 |
-0.750 |
1,629 |
11,196 |
+235 |
Jan12 |
110919 |
140.500 |
141.000 |
139.800 |
140.350 |
-0.550 |
564 |
5,076 |
+30 |
Mar12 |
110919 |
140.750 |
141.750 |
140.685 |
141.600 |
-0.280 |
186 |
2,039 |
+50 |
Apr12 |
110919 |
141.000 |
141.785 |
141.000 |
141.650 |
-0.635 |
51 |
523 |
+23 |
May12 |
110919 |
141.400 |
142.500 |
141.400 |
142.500 |
-0.150 |
47 |
433 |
+15 |
Total Volume and Open Interest |
5,587 |
34,952 |
+312 |
Lean Hogs(CME) |
Oct11 |
110919 |
87.500 |
87.830 |
86.750 |
87.650 |
+0.300 |
14,924 |
40,217 |
-2,538 |
Dec11 |
110919 |
83.000 |
83.000 |
81.150 |
81.830 |
-0.900 |
19,895 |
104,352 |
+1,469 |
Feb12 |
110919 |
88.035 |
88.035 |
86.385 |
87.050 |
-0.630 |
4,135 |
46,800 |
+358 |
Apr12 |
110919 |
91.750 |
91.750 |
90.300 |
91.535 |
+0.035 |
1,392 |
29,585 |
+206 |
May12 |
110919 |
95.580 |
95.900 |
94.750 |
95.900 |
-0.100 |
62 |
1,114 |
+14 |
Jun12 |
110919 |
98.680 |
98.680 |
97.300 |
98.500 |
-0.100 |
674 |
14,642 |
+202 |
Jul12 |
110919 |
97.350 |
97.580 |
96.250 |
97.250 |
-0.100 |
165 |
3,999 |
+35 |
Aug12 |
110919 |
96.300 |
96.500 |
95.400 |
96.450 |
+0.050 |
408 |
2,773 |
+112 |
Total Volume and Open Interest |
41,805 |
245,007 |
-51 |
Class III Milk(CME) |
Sep11 |
110919 |
18.94 |
18.95 |
18.91 |
18.93 |
-0.01 |
234 |
6,216 |
-24 |
Oct11 |
110919 |
18.48 |
18.50 |
17.77 |
17.77 |
-0.75 |
169 |
5,507 |
+35 |
Nov11 |
110919 |
18.43 |
18.43 |
17.72 |
17.72 |
-0.75 |
228 |
4,710 |
+46 |
Dec11 |
110919 |
17.91 |
17.91 |
17.33 |
17.43 |
-0.53 |
142 |
4,299 |
+33 |
Jan12 |
110919 |
17.40 |
17.40 |
17.00 |
17.01 |
-0.42 |
66 |
1,802 |
+49 |
Total Volume and Open Interest |
1,194 |
32,905 |
+346 |
Cocoa(ICE) |
Dec11 |
110919 |
2778 |
2787 |
2691 |
2716 |
-76 |
6,534 |
74,653 |
-76 |
Mar12 |
110919 |
2834 |
2834 |
2738 |
2762 |
-75 |
2,489 |
57,355 |
+29 |
May12 |
110919 |
2840 |
2840 |
2755 |
2777 |
-73 |
811 |
17,266 |
-55 |
Jul12 |
110919 |
2845 |
2845 |
2768 |
2790 |
-73 |
610 |
7,899 |
-137 |
Sep12 |
110919 |
2850 |
2850 |
2783 |
2805 |
-69 |
189 |
9,778 |
+117 |
Dec12 |
110919 |
2877 |
2877 |
2795 |
2819 |
-63 |
177 |
8,129 |
-41 |
Mar13 |
110919 |
2895 |
2895 |
2810 |
2830 |
-63 |
0 |
2,544 |
+0 |
Total Volume and Open Interest |
10,810 |
179,602 |
-163 |
Coffee "C"(ICE) |
Sep11 |
110919 |
262.95 |
263.00 |
259.95 |
262.80 |
-0.20 |
24 |
65 |
-43 |
Dec11 |
110919 |
260.15 |
264.35 |
255.45 |
262.05 |
+1.65 |
16,428 |
72,452 |
-2,231 |
Mar12 |
110919 |
263.00 |
266.85 |
258.45 |
265.05 |
+1.80 |
2,311 |
21,895 |
+419 |
May12 |
110919 |
264.20 |
267.45 |
260.30 |
266.35 |
+1.85 |
850 |
10,547 |
+129 |
Jul12 |
110919 |
263.00 |
265.80 |
262.70 |
265.05 |
+1.95 |
99 |
3,091 |
+65 |
Sep12 |
110919 |
260.90 |
264.15 |
259.50 |
263.05 |
+2.15 |
114 |
2,741 |
+98 |
Total Volume and Open Interest |
19,931 |
113,393 |
-1,500 |
Orange Juice(ICE) |
Nov11 |
110919 |
163.40 |
165.45 |
162.70 |
163.15 |
+0.40 |
630 |
18,266 |
-118 |
Jan12 |
110919 |
159.60 |
162.15 |
159.50 |
160.90 |
+0.30 |
93 |
3,122 |
+21 |
Mar12 |
110919 |
161.00 |
162.15 |
159.25 |
160.90 |
-0.15 |
54 |
1,715 |
+53 |
May12 |
110919 |
160.80 |
162.10 |
160.80 |
160.85 |
+0.05 |
16 |
544 |
+16 |
Jul12 |
110919 |
161.10 |
161.10 |
161.10 |
161.10 |
-0.15 |
13 |
158 |
+13 |
Sep12 |
110919 |
161.00 |
161.00 |
161.00 |
161.00 |
-0.15 |
0 |
1 |
+0 |
Total Volume and Open Interest |
806 |
23,816 |
-15 |
Sugar #11(ICE) |
Oct11 |
110919 |
27.70 |
28.07 |
27.40 |
27.83 |
+0.31 |
70,774 |
80,468 |
-19,808 |
Mar12 |
110919 |
26.32 |
26.89 |
26.18 |
26.71 |
+0.40 |
63,941 |
255,387 |
+2,562 |
May12 |
110919 |
25.49 |
26.01 |
25.35 |
25.87 |
+0.38 |
13,591 |
64,933 |
+2,675 |
Jul12 |
110919 |
24.60 |
25.05 |
24.40 |
24.87 |
+0.34 |
6,756 |
64,434 |
-574 |
Oct12 |
110919 |
24.01 |
24.45 |
23.80 |
24.27 |
+0.31 |
4,720 |
33,589 |
+949 |
Total Volume and Open Interest |
165,113 |
547,491 |
-13,237 |
London Cocoa(LCE) |
Dec11 |
110919 |
1799 |
1802 |
1758 |
1768 |
-39 |
5,791 |
88,096 |
+961 |
Mar12 |
110919 |
1833 |
1834 |
1791 |
1800 |
-39 |
1,771 |
43,259 |
-170 |
May12 |
110919 |
1850 |
1851 |
1808 |
1816 |
-40 |
804 |
15,773 |
-85 |
Jul12 |
110919 |
1862 |
1865 |
1824 |
1832 |
-38 |
667 |
14,210 |
+29 |
Sep12 |
110919 |
1882 |
1883 |
1843 |
1850 |
-38 |
747 |
10,812 |
+120 |
Dec12 |
110919 |
1905 |
1905 |
1868 |
1870 |
-39 |
309 |
10,123 |
+73 |
Mar13 |
110919 |
1916 |
1916 |
1886 |
1886 |
-37 |
4 |
922 |
-113 |
Total Volume and Open Interest |
10,093 |
183,195 |
+815 |
London Sugar(LCE) |
Dec11 |
110919 |
678.90 |
691.80 |
676.90 |
689.10 |
+1.90 |
4,137 |
20,682 |
-900 |
Mar12 |
110919 |
666.60 |
678.40 |
664.00 |
676.60 |
+2.00 |
1,453 |
12,113 |
-128 |
May12 |
110919 |
656.20 |
669.10 |
655.60 |
668.60 |
+2.40 |
349 |
4,373 |
-70 |
Aug12 |
110919 |
640.10 |
653.80 |
640.00 |
653.80 |
+3.80 |
109 |
2,582 |
-5 |
Oct12 |
110919 |
624.20 |
636.30 |
622.90 |
636.00 |
+4.00 |
115 |
1,599 |
+86 |
Total Volume and Open Interest |
6,168 |
41,910 |
-1,017 |
Cotton(ICE) |
Oct11 |
110919 |
108.73 |
108.73 |
104.08 |
104.08 |
-5.00 |
13 |
241 |
-23 |
Dec11 |
110919 |
110.00 |
110.95 |
105.52 |
105.52 |
-5.00 |
5,297 |
94,246 |
-394 |
Mar12 |
110919 |
107.70 |
107.70 |
102.56 |
102.95 |
-4.54 |
1,385 |
39,891 |
+619 |
May12 |
110919 |
105.29 |
105.30 |
101.50 |
101.70 |
-3.85 |
89 |
6,314 |
+33 |
Jul12 |
110919 |
104.00 |
104.00 |
100.45 |
100.76 |
-3.79 |
34 |
11,021 |
-10 |
Oct12 |
110919 |
99.74 |
99.74 |
99.74 |
99.74 |
-3.37 |
0 |
3 |
+0 |
Total Volume and Open Interest |
6,839 |
155,895 |
+215 |
Lumber(CME) |
Nov11 |
110919 |
244.4 |
245.0 |
239.8 |
241.2 |
-3.4 |
634 |
6,042 |
-121 |
Jan12 |
110919 |
265.0 |
267.0 |
261.9 |
266.7 |
-1.8 |
187 |
2,529 |
-5 |
Mar12 |
110919 |
279.9 |
280.0 |
275.5 |
280.0 |
-5.0 |
37 |
521 |
+8 |
May12 |
110919 |
283.1 |
283.1 |
283.1 |
283.1 |
-2.9 |
4 |
130 |
-3 |
Total Volume and Open Interest |
862 |
9,242 |
-121 |
Crude Oil(NYM) |
Oct11 |
110919 |
87.75 |
87.96 |
84.79 |
85.70 |
-2.26 |
210,962 |
57,434 |
-21,805 |
Nov11 |
110919 |
87.80 |
87.80 |
84.90 |
85.81 |
-2.37 |
181,501 |
306,299 |
+6,119 |
Dec11 |
110919 |
87.87 |
87.87 |
85.15 |
86.03 |
-2.41 |
99,604 |
191,505 |
-232 |
Jan12 |
110919 |
88.22 |
88.22 |
85.43 |
86.27 |
-2.46 |
30,083 |
98,398 |
+205 |
Feb12 |
110919 |
88.26 |
88.26 |
85.77 |
86.51 |
-2.49 |
14,378 |
34,452 |
-1,747 |
Mar12 |
110919 |
88.06 |
88.52 |
85.97 |
86.76 |
-2.51 |
8,882 |
43,149 |
-36 |
Apr12 |
110919 |
88.27 |
88.81 |
86.35 |
87.02 |
-2.51 |
6,760 |
25,391 |
+105 |
May12 |
110919 |
88.57 |
88.88 |
86.74 |
87.28 |
-2.51 |
6,027 |
23,951 |
+462 |
Jun12 |
110919 |
88.85 |
89.40 |
86.95 |
87.55 |
-2.51 |
18,064 |
77,723 |
-71 |
Jul12 |
110919 |
88.21 |
88.21 |
87.65 |
87.82 |
-2.50 |
2,099 |
37,545 |
+182 |
Aug12 |
110919 |
89.73 |
89.73 |
87.87 |
88.03 |
-2.49 |
2,146 |
17,001 |
-602 |
Sep12 |
110919 |
88.65 |
88.65 |
87.82 |
88.23 |
-2.48 |
2,563 |
17,956 |
-536 |
Oct12 |
110919 |
88.43 |
88.43 |
88.43 |
88.43 |
-2.47 |
1,130 |
16,107 |
-5 |
Nov12 |
110919 |
88.67 |
88.67 |
88.63 |
88.63 |
-2.47 |
867 |
20,128 |
-2 |
Dec12 |
110919 |
90.44 |
90.64 |
88.17 |
88.85 |
-2.47 |
22,158 |
150,108 |
-319 |
Jan13 |
110919 |
89.02 |
89.02 |
88.97 |
88.97 |
-2.45 |
298 |
19,811 |
+4 |
Total Volume and Open Interest |
615,463 |
1,401,165 |
-17,904 |
e-miNY Crude Oil(NYM) |
Sep11 |
110819 |
81.450 |
83.550 |
79.225 |
82.250 |
-0.125 |
9,194 |
3,327 |
-634 |
Oct11 |
110919 |
87.250 |
87.400 |
84.800 |
85.700 |
-2.250 |
4,569 |
1,489 |
-206 |
Nov11 |
110919 |
87.850 |
87.850 |
84.925 |
85.800 |
-2.375 |
4,471 |
1,221 |
+225 |
Dec11 |
110919 |
87.575 |
87.575 |
85.300 |
86.025 |
-2.425 |
180 |
466 |
+0 |
Jan12 |
110919 |
86.375 |
86.375 |
86.075 |
86.275 |
-2.450 |
16 |
271 |
-3 |
Feb12 |
110919 |
86.650 |
86.650 |
86.250 |
86.500 |
-2.500 |
5 |
21 |
+2 |
Mar12 |
110919 |
86.750 |
86.750 |
86.750 |
86.750 |
-2.525 |
0 |
21 |
+0 |
Apr12 |
110919 |
87.025 |
87.025 |
87.025 |
87.025 |
-2.500 |
0 |
9 |
+0 |
May12 |
110919 |
87.150 |
87.275 |
87.150 |
87.275 |
-2.525 |
0 |
6 |
+0 |
Jun12 |
110919 |
87.550 |
87.550 |
87.550 |
87.550 |
-2.500 |
0 |
13 |
+0 |
Total Volume and Open Interest |
9,241 |
3,742 |
+18 |
Heating Oil(NYM) |
Oct11 |
110919 |
299.26 |
300.62 |
293.00 |
294.47 |
-6.42 |
51,933 |
67,914 |
-4,718 |
Nov11 |
110919 |
300.33 |
301.39 |
293.89 |
295.43 |
-6.28 |
23,344 |
74,241 |
+3,517 |
Dec11 |
110919 |
301.00 |
302.03 |
294.50 |
296.09 |
-6.16 |
15,819 |
54,400 |
+166 |
Jan12 |
110919 |
300.55 |
302.45 |
295.25 |
296.71 |
-6.03 |
8,268 |
36,775 |
-115 |
Feb12 |
110919 |
301.05 |
301.05 |
294.94 |
296.21 |
-5.91 |
3,335 |
14,366 |
+762 |
Mar12 |
110919 |
299.50 |
299.50 |
293.58 |
294.82 |
-5.84 |
2,791 |
13,779 |
+813 |
Apr12 |
110919 |
291.63 |
292.96 |
291.14 |
292.23 |
-5.76 |
785 |
6,836 |
-81 |
May12 |
110919 |
289.02 |
290.29 |
288.69 |
289.69 |
-5.69 |
597 |
5,650 |
-158 |
Jun12 |
110919 |
291.41 |
292.46 |
286.63 |
288.23 |
-5.65 |
4,755 |
31,505 |
-928 |
Jul12 |
110919 |
288.23 |
288.23 |
288.23 |
288.23 |
-5.63 |
121 |
2,878 |
+42 |
Aug12 |
110919 |
287.30 |
288.53 |
287.30 |
288.53 |
-5.61 |
80 |
3,448 |
-25 |
Sep12 |
110919 |
288.00 |
288.95 |
288.00 |
288.95 |
-5.60 |
404 |
2,899 |
-185 |
Total Volume and Open Interest |
114,431 |
334,200 |
+139 |
Gasoline(NYMEX) |
Oct11 |
110919 |
277.39 |
278.24 |
268.75 |
269.65 |
-8.76 |
47,675 |
60,961 |
-5,420 |
Nov11 |
110919 |
275.87 |
275.87 |
266.63 |
267.51 |
-8.36 |
42,858 |
66,671 |
+3,378 |
Dec11 |
110919 |
271.67 |
273.74 |
264.87 |
265.71 |
-8.09 |
27,498 |
49,525 |
+3,939 |
Jan12 |
110919 |
271.12 |
271.26 |
264.82 |
265.46 |
-7.94 |
9,531 |
30,835 |
-240 |
Feb12 |
110919 |
272.52 |
272.52 |
265.24 |
266.09 |
-7.84 |
4,635 |
12,328 |
+1,442 |
Mar12 |
110919 |
273.38 |
274.07 |
266.54 |
267.05 |
-7.74 |
1,652 |
11,925 |
-329 |
Apr12 |
110919 |
278.90 |
278.90 |
277.71 |
277.71 |
-7.60 |
1,062 |
8,558 |
+151 |
May12 |
110919 |
283.00 |
283.00 |
277.00 |
277.63 |
-7.50 |
702 |
4,197 |
+18 |
Jun12 |
110919 |
278.12 |
278.12 |
275.96 |
276.56 |
-7.44 |
1,952 |
13,764 |
+767 |
Jul12 |
110919 |
275.48 |
275.48 |
274.30 |
274.30 |
-7.35 |
6 |
1,607 |
-4 |
Total Volume and Open Interest |
138,437 |
278,767 |
+3,742 |
e-miNY RBOB Gasoline(NYM) |
Oct11 |
110919 |
269.70 |
269.70 |
269.65 |
269.70 |
-8.70 |
0 |
1 |
+0 |
Nov11 |
110919 |
267.50 |
267.51 |
267.50 |
267.50 |
-8.40 |
|
|
|
Dec11 |
110919 |
265.70 |
265.71 |
265.70 |
265.70 |
-8.10 |
0 |
1 |
+0 |
Jan12 |
110919 |
265.50 |
265.50 |
265.46 |
265.50 |
-7.90 |
0 |
1 |
+0 |
Total Volume and Open Interest |
0 |
4 |
+0 |
Natural Gas(NYM) |
Oct11 |
110919 |
3.776 |
3.847 |
3.743 |
3.829 |
+0.020 |
146,758 |
101,011 |
-14,769 |
Nov11 |
110919 |
3.899 |
3.948 |
3.865 |
3.932 |
+0.010 |
99,463 |
227,940 |
+14,320 |
Dec11 |
110919 |
4.134 |
4.187 |
4.117 |
4.172 |
+0.017 |
31,857 |
82,990 |
-406 |
Jan12 |
110919 |
4.276 |
4.321 |
4.250 |
4.311 |
+0.021 |
24,319 |
163,963 |
-1,353 |
Feb12 |
110919 |
4.290 |
4.338 |
4.279 |
4.327 |
+0.020 |
5,090 |
36,772 |
-327 |
Mar12 |
110919 |
4.250 |
4.310 |
4.250 |
4.300 |
+0.021 |
5,332 |
51,642 |
+391 |
Apr12 |
110919 |
4.257 |
4.287 |
4.234 |
4.280 |
+0.023 |
8,796 |
79,023 |
-63 |
May12 |
110919 |
4.280 |
4.316 |
4.265 |
4.311 |
+0.022 |
1,455 |
18,084 |
-86 |
Jun12 |
110919 |
4.338 |
4.352 |
4.310 |
4.352 |
+0.021 |
697 |
13,871 |
+108 |
Jul12 |
110919 |
4.354 |
4.397 |
4.354 |
4.397 |
+0.021 |
733 |
11,671 |
+35 |
Aug12 |
110919 |
4.397 |
4.422 |
4.385 |
4.422 |
+0.021 |
673 |
10,442 |
+155 |
Sep12 |
110919 |
4.399 |
4.428 |
4.388 |
4.425 |
+0.021 |
938 |
8,738 |
+10 |
Oct12 |
110919 |
4.440 |
4.463 |
4.412 |
4.455 |
+0.021 |
5,831 |
46,113 |
-986 |
Nov12 |
110919 |
4.593 |
4.620 |
4.591 |
4.617 |
+0.013 |
630 |
9,082 |
-75 |
Dec12 |
110919 |
4.840 |
4.876 |
4.840 |
4.870 |
+0.011 |
731 |
12,254 |
+17 |
Jan13 |
110919 |
4.992 |
5.011 |
4.979 |
5.007 |
+0.011 |
2,676 |
22,580 |
-1,179 |
Total Volume and Open Interest |
336,744 |
967,344 |
-4,117 |
Brent Crude Oil(ICE) |
Nov11 |
110919 |
111.71 |
112.11 |
108.70 |
109.14 |
-3.08 |
219,590 |
192,704 |
-14,682 |
Dec11 |
110919 |
110.51 |
110.91 |
107.67 |
108.11 |
-2.91 |
173,533 |
197,677 |
+9,278 |
Jan12 |
110919 |
109.75 |
110.27 |
107.12 |
107.53 |
-2.83 |
46,762 |
51,688 |
-702 |
Feb12 |
110919 |
108.93 |
109.84 |
106.72 |
107.13 |
-2.76 |
22,173 |
28,014 |
+1,567 |
Mar12 |
110919 |
108.56 |
109.50 |
106.42 |
106.82 |
-2.71 |
18,924 |
47,937 |
+307 |
Apr12 |
110919 |
108.29 |
109.17 |
106.20 |
106.59 |
-2.67 |
13,103 |
20,286 |
+1,859 |
May12 |
110919 |
108.03 |
108.99 |
105.99 |
106.37 |
-2.65 |
9,189 |
14,524 |
-193 |
Jun12 |
110919 |
107.77 |
108.74 |
105.78 |
106.14 |
-2.63 |
21,777 |
53,802 |
-160 |
Jul12 |
110919 |
105.96 |
105.96 |
105.96 |
105.96 |
-2.61 |
3,623 |
12,082 |
+315 |
Aug12 |
110919 |
105.76 |
105.76 |
105.76 |
105.76 |
-2.58 |
1,710 |
8,513 |
-146 |
Sep12 |
110919 |
105.52 |
105.52 |
105.52 |
105.52 |
-2.56 |
1,975 |
13,388 |
+125 |
Oct12 |
110919 |
105.26 |
105.26 |
105.26 |
105.26 |
-2.54 |
666 |
7,083 |
-71 |
Nov12 |
110919 |
104.98 |
104.98 |
104.98 |
104.98 |
-2.52 |
1,018 |
9,245 |
-64 |
Dec12 |
110919 |
106.11 |
107.17 |
104.39 |
104.69 |
-2.51 |
28,646 |
83,696 |
+1,467 |
Total Volume and Open Interest |
576,061 |
858,052 |
+1,668 |
Gas Oil(ICE) |
Oct11 |
110919 |
946.50 |
949.00 |
925.75 |
931.50 |
-19.00 |
72,801 |
146,325 |
-1,906 |
Nov11 |
110919 |
941.25 |
944.75 |
921.50 |
927.50 |
-18.50 |
66,704 |
100,633 |
-3,867 |
Dec11 |
110919 |
935.75 |
940.00 |
917.25 |
923.25 |
-17.75 |
53,779 |
80,846 |
+4,170 |
Jan12 |
110919 |
930.25 |
936.50 |
914.50 |
920.00 |
-17.50 |
25,622 |
63,319 |
+1,328 |
Feb12 |
110919 |
927.25 |
932.75 |
911.75 |
916.75 |
-17.50 |
12,955 |
31,483 |
+593 |
Mar12 |
110919 |
923.75 |
929.25 |
908.50 |
913.50 |
-17.25 |
9,219 |
21,332 |
+824 |
Apr12 |
110919 |
920.00 |
922.75 |
906.25 |
910.25 |
-17.00 |
4,219 |
14,948 |
-461 |
May12 |
110919 |
916.75 |
918.75 |
904.75 |
907.25 |
-16.75 |
5,972 |
12,757 |
+236 |
Jun12 |
110919 |
914.75 |
918.25 |
900.25 |
905.25 |
-16.75 |
10,916 |
42,799 |
+599 |
Jul12 |
110919 |
906.25 |
906.25 |
903.50 |
905.50 |
-16.50 |
2,632 |
12,229 |
+242 |
Total Volume and Open Interest |
272,367 |
602,124 |
+3,150 |
Ethanol(CBOT) |
Sep11 |
110906 |
2.835 |
2.850 |
2.835 |
2.840 |
-0.052 |
84 |
85 |
-31 |
Oct11 |
110919 |
2.610 |
2.644 |
2.600 |
2.639 |
-0.004 |
215 |
1,010 |
-74 |
Nov11 |
110919 |
2.566 |
2.602 |
2.561 |
2.597 |
-0.012 |
533 |
983 |
-298 |
Dec11 |
110919 |
2.515 |
2.558 |
2.515 |
2.551 |
-0.015 |
51 |
1,383 |
-9 |
Jan12 |
110919 |
2.450 |
2.502 |
2.450 |
2.496 |
-0.010 |
43 |
947 |
+11 |
Feb12 |
110919 |
2.495 |
2.495 |
2.484 |
2.489 |
-0.014 |
20 |
1,015 |
+10 |
Mar12 |
110919 |
2.495 |
2.504 |
2.493 |
2.498 |
-0.020 |
16 |
1,014 |
+5 |
Apr12 |
110919 |
2.535 |
2.535 |
2.522 |
2.526 |
-0.021 |
11 |
714 |
+1 |
Total Volume and Open Interest |
1,009 |
10,217 |
-302 |
WTI Crude Oil(ICE) |
Oct11 |
110919 |
87.51 |
87.51 |
84.85 |
85.70 |
-2.26 |
36,349 |
21,574 |
-10,054 |
Nov11 |
110919 |
87.68 |
87.68 |
84.93 |
85.81 |
-2.37 |
68,931 |
65,705 |
+1,399 |
Dec11 |
110919 |
87.75 |
87.75 |
85.17 |
86.03 |
-2.41 |
38,620 |
92,831 |
+2,203 |
Jan12 |
110919 |
87.88 |
87.99 |
85.45 |
86.27 |
-2.46 |
10,347 |
23,573 |
+1,480 |
Feb12 |
110919 |
87.73 |
88.20 |
85.77 |
86.51 |
-2.49 |
4,545 |
11,452 |
+45 |
Mar12 |
110919 |
88.01 |
88.47 |
86.05 |
86.76 |
-2.51 |
3,844 |
15,980 |
-377 |
Apr12 |
110919 |
88.25 |
88.75 |
86.35 |
87.02 |
-2.51 |
1,742 |
6,660 |
+21 |
May12 |
110919 |
89.03 |
89.03 |
86.76 |
87.28 |
-2.51 |
1,385 |
7,870 |
-103 |
Jun12 |
110919 |
89.02 |
89.33 |
86.94 |
87.55 |
-2.51 |
7,562 |
26,467 |
-883 |
Jul12 |
110919 |
87.82 |
87.82 |
87.82 |
87.82 |
-2.50 |
152 |
7,768 |
-3 |
Aug12 |
110919 |
88.03 |
88.03 |
88.03 |
88.03 |
-2.49 |
66 |
4,802 |
+6 |
Sep12 |
110919 |
88.23 |
88.23 |
88.23 |
88.23 |
-2.48 |
89 |
8,392 |
+4 |
Oct12 |
110919 |
88.43 |
88.43 |
88.43 |
88.43 |
-2.47 |
33 |
1,538 |
+6 |
Nov12 |
110919 |
88.63 |
88.63 |
88.63 |
88.63 |
-2.47 |
11 |
2,516 |
+0 |
Dec12 |
110919 |
90.40 |
90.67 |
88.20 |
88.85 |
-2.47 |
9,667 |
46,289 |
-980 |
Jan13 |
110919 |
88.97 |
88.97 |
88.97 |
88.97 |
-2.45 |
0 |
1,954 |
+0 |
Total Volume and Open Interest |
186,543 |
426,808 |
-6,960 |
US Dollar Index(ICE) |
Sep11 |
110919 |
77.070 |
77.500 |
76.965 |
77.435 |
+0.842 |
11,241 |
14,810 |
-1,712 |
Dec11 |
110919 |
77.560 |
78.060 |
77.405 |
77.640 |
+0.548 |
33,043 |
60,618 |
+6,807 |
Mar12 |
110919 |
77.875 |
78.125 |
77.875 |
78.125 |
+0.548 |
0 |
505 |
+0 |
Total Volume and Open Interest |
44,284 |
75,935 |
+5,095 |
Australian Dollar(CME) |
Sep11 |
110919 |
102.95 |
103.77 |
101.77 |
101.77 |
-2.00 |
12,000 |
51,627 |
-3,139 |
Dec11 |
110919 |
101.86 |
102.05 |
100.56 |
100.68 |
-1.97 |
95,925 |
76,535 |
+3,104 |
Mar12 |
110919 |
100.59 |
101.76 |
99.80 |
99.80 |
-1.96 |
2 |
25 |
+2 |
Total Volume and Open Interest |
107,927 |
128,280 |
-33 |
British Pound(CME) |
Sep11 |
110919 |
157.37 |
157.89 |
156.45 |
156.58 |
-1.31 |
21,912 |
45,896 |
-6,988 |
Dec11 |
110919 |
157.05 |
157.41 |
156.18 |
156.78 |
-0.96 |
87,036 |
137,628 |
+11,970 |
Mar12 |
110919 |
156.87 |
157.62 |
156.46 |
156.65 |
-0.97 |
0 |
34 |
+0 |
Total Volume and Open Interest |
108,948 |
183,564 |
+4,982 |
Canadian Dollar(CME) |
Sep11 |
110919 |
101.89 |
102.07 |
100.78 |
100.90 |
-1.17 |
14,185 |
41,331 |
-3,574 |
Dec11 |
110919 |
101.73 |
101.83 |
100.57 |
100.71 |
-1.17 |
78,364 |
76,084 |
+5,886 |
Mar12 |
110919 |
101.40 |
101.75 |
100.49 |
100.58 |
-1.17 |
146 |
2,807 |
+17 |
Jun12 |
110919 |
100.43 |
101.60 |
100.43 |
100.43 |
-1.17 |
0 |
574 |
+0 |
Total Volume and Open Interest |
92,812 |
121,181 |
+2,341 |
Japanese Yen(CME) |
Sep11 |
110919 |
129.99 |
130.45 |
129.89 |
130.39 |
+0.29 |
12,392 |
57,164 |
-4,547 |
Dec11 |
110919 |
130.17 |
131.20 |
130.03 |
130.89 |
+0.63 |
79,695 |
118,455 |
+3,295 |
Mar12 |
110919 |
130.96 |
131.06 |
130.43 |
131.06 |
+0.63 |
0 |
121 |
+0 |
Total Volume and Open Interest |
92,087 |
175,762 |
-1,252 |
Swiss Franc(CME) |
Sep11 |
110919 |
113.60 |
114.16 |
112.75 |
112.83 |
-1.33 |
3,817 |
24,791 |
-926 |
Dec11 |
110919 |
113.59 |
114.47 |
112.89 |
113.60 |
-0.87 |
19,307 |
19,823 |
+1,847 |
Mar12 |
110919 |
113.73 |
114.82 |
113.73 |
113.94 |
-0.88 |
30 |
536 |
+1 |
Total Volume and Open Interest |
23,154 |
45,162 |
+922 |
EuroFX(CME) |
Sep11 |
110919 |
136.80 |
137.95 |
135.98 |
136.06 |
-1.89 |
79,709 |
120,126 |
-12,433 |
Dec11 |
110919 |
136.72 |
137.11 |
135.77 |
136.58 |
-1.25 |
301,357 |
212,334 |
+33,366 |
Mar12 |
110919 |
136.50 |
137.80 |
135.96 |
136.56 |
-1.24 |
47 |
827 |
+9 |
Total Volume and Open Interest |
381,114 |
334,124 |
+20,943 |
Mexican Peso(CME) |
Sep11 |
110919 |
765.0 |
768.5 |
755.8 |
756.2 |
-12.2 |
7,675 |
41,368 |
-954 |
Oct11 |
110919 |
757.2 |
766.5 |
757.2 |
757.2 |
-9.2 |
|
|
|
Total Volume and Open Interest |
30,603 |
115,603 |
-2,001 |
Brazilian Real(CME) |
Oct11 |
110919 |
558.40 |
578.50 |
558.40 |
558.40 |
-20.10 |
|
|
|
Nov11 |
110919 |
555.55 |
575.75 |
555.55 |
555.55 |
-20.20 |
0 |
1,500 |
+0 |
Dec11 |
110919 |
568.00 |
568.00 |
550.00 |
552.70 |
-20.30 |
143 |
5,114 |
+117 |
Jan12 |
110919 |
560.10 |
560.10 |
549.85 |
549.85 |
-20.40 |
0 |
14,366 |
+0 |
Total Volume and Open Interest |
143 |
37,227 |
+117 |
30-Year T-Bonds(CBOT) |
Sep11 |
110919 |
141~180 |
143~030 |
140~230 |
142~300 |
+2~070 |
4,772 |
21,091 |
-2,532 |
Dec11 |
110919 |
140~010 |
141~290 |
140~010 |
141~230 |
+2~090 |
249,160 |
638,530 |
+2,588 |
Mar12 |
110919 |
139~130 |
141~030 |
138~180 |
141~000 |
+2~140 |
9 |
257 |
+5 |
Total Volume and Open Interest |
253,941 |
659,878 |
+61 |
10-Year T-Notes(CBOT) |
Sep11 |
110919 |
131~010 |
131~175 |
130~155 |
131~135 |
+0~300 |
7,467 |
16,961 |
-3,349 |
Dec11 |
110919 |
129~290 |
130~215 |
129~270 |
130~175 |
+0~315 |
897,502 |
1,539,419 |
-22,892 |
Mar12 |
110919 |
129~110 |
129~220 |
128~225 |
129~220 |
+0~315 |
2 |
6 |
-1 |
Total Volume and Open Interest |
904,971 |
1,556,386 |
-26,242 |
5-Year T-Notes(CBOT) |
Sep11 |
110919 |
123~102 |
124~010 |
123~071 |
124~003 |
+0~060 |
5,989 |
49,787 |
-3,409 |
Dec11 |
110919 |
122~100 |
123~028 |
122~100 |
123~018 |
+0~062 |
426,120 |
1,294,698 |
+11,204 |
Mar12 |
110919 |
122~042 |
122~042 |
121~108 |
122~042 |
+0~062 |
|
|
|
Total Volume and Open Interest |
432,109 |
1,344,485 |
+7,795 |
2 Year T-Notes(CBOT) |
Sep11 |
110919 |
110~046 |
110~048 |
110~043 |
110~047 |
+0~004 |
1,076 |
17,178 |
-266 |
Dec11 |
110919 |
110~037 |
110~044 |
110~036 |
110~043 |
+0~007 |
130,520 |
787,860 |
+10,991 |
Mar12 |
110919 |
110~038 |
110~038 |
110~031 |
110~038 |
+0~007 |
0 |
138 |
+0 |
Total Volume and Open Interest |
131,596 |
805,176 |
+10,725 |
Eurodollars(CME) |
Sep11 |
110916 |
99.647 |
99.652 |
99.645 |
99.647 |
unch |
251,998 |
1,053,108 |
-3,788 |
Dec11 |
110919 |
99.505 |
99.530 |
99.480 |
99.520 |
+0.010 |
285,915 |
1,104,437 |
+29,003 |
Mar12 |
110919 |
99.485 |
99.505 |
99.460 |
99.495 |
+0.005 |
153,157 |
1,019,098 |
-5,211 |
Jun12 |
110919 |
99.500 |
99.525 |
99.480 |
99.515 |
+0.015 |
147,303 |
1,142,207 |
+2,154 |
Sep12 |
110919 |
99.505 |
99.545 |
99.495 |
99.535 |
+0.030 |
236,566 |
792,818 |
-16,994 |
Dec12 |
110919 |
99.495 |
99.545 |
99.490 |
99.540 |
+0.040 |
208,098 |
757,226 |
+43,393 |
Mar13 |
110919 |
99.490 |
99.540 |
99.480 |
99.535 |
+0.050 |
147,394 |
734,748 |
+5,936 |
Jun13 |
110919 |
99.420 |
99.480 |
99.420 |
99.475 |
+0.055 |
110,806 |
552,953 |
-2,064 |
Sep13 |
110919 |
99.320 |
99.380 |
99.315 |
99.375 |
+0.065 |
86,755 |
513,401 |
-13,326 |
Dec13 |
110919 |
99.150 |
99.225 |
99.145 |
99.220 |
+0.080 |
55,587 |
406,291 |
+2,860 |
Mar14 |
110919 |
98.975 |
99.065 |
98.975 |
99.055 |
+0.090 |
52,067 |
278,419 |
+110 |
Jun14 |
110919 |
98.770 |
98.870 |
98.770 |
98.865 |
+0.105 |
47,939 |
283,263 |
+1,779 |
Sep14 |
110919 |
98.570 |
98.680 |
98.570 |
98.670 |
+0.115 |
54,727 |
162,746 |
+9,634 |
Dec14 |
110919 |
98.350 |
98.480 |
98.350 |
98.470 |
+0.130 |
44,924 |
166,417 |
+10,919 |
Mar15 |
110919 |
98.175 |
98.295 |
98.170 |
98.280 |
+0.140 |
21,844 |
122,764 |
-1,169 |
Jun15 |
110919 |
6.240 |
6.360 |
6.220 |
6.345 |
+0.155 |
18,955 |
117,105 |
-1,204 |
Sep15 |
110919 |
6.035 |
6.175 |
6.035 |
6.160 |
+0.165 |
14,077 |
74,002 |
+2,484 |
Dec15 |
110919 |
5.860 |
5.995 |
5.850 |
5.980 |
+0.170 |
9,635 |
67,069 |
-121 |
Total Volume and Open Interest |
1,726,875 |
8,558,261 |
-981,048 |
30 Day Federal Funds(CBOT) |
Sep11 |
110919 |
99.918 |
99.920 |
99.915 |
99.918 |
unch |
1,625 |
53,040 |
-44 |
Oct11 |
110919 |
99.925 |
99.930 |
99.925 |
99.930 |
+0.005 |
5,167 |
64,039 |
+1,883 |
Nov11 |
110919 |
99.930 |
99.935 |
99.930 |
99.935 |
+0.005 |
1,121 |
60,968 |
-204 |
Dec11 |
110919 |
99.935 |
99.940 |
99.935 |
99.940 |
+0.005 |
4,020 |
65,016 |
-1,915 |
Jan12 |
110919 |
99.935 |
99.935 |
99.935 |
99.935 |
unch |
3,820 |
55,215 |
-1,138 |
Feb12 |
110919 |
99.935 |
99.935 |
99.930 |
99.935 |
+0.005 |
1,419 |
49,062 |
-766 |
Total Volume and Open Interest |
28,965 |
705,097 |
-3,140 |
30 Day Fed Funds(e-CBOT) |
3-Mth Euro-Yen(CME) |
Sep11 |
110916 |
99.670 |
99.670 |
99.670 |
99.670 |
unch |
0 |
191 |
+0 |
Dec11 |
110919 |
99.688 |
99.688 |
99.688 |
99.688 |
unch |
0 |
332 |
+0 |
Mar12 |
110919 |
99.688 |
99.688 |
99.688 |
99.688 |
unch |
0 |
340 |
+0 |
Jun12 |
110919 |
99.692 |
99.692 |
99.692 |
99.692 |
unch |
|
|
|
Sep12 |
110919 |
99.690 |
99.690 |
99.690 |
99.690 |
unch |
|
|
|
Dec12 |
110919 |
99.750 |
99.750 |
99.750 |
99.750 |
unch |
|
|
|
Mar13 |
110919 |
99.750 |
99.750 |
99.750 |
99.750 |
unch |
|
|
|
Jun13 |
110919 |
99.705 |
99.705 |
99.705 |
99.705 |
unch |
|
|
|
Sep13 |
110919 |
99.565 |
99.565 |
99.565 |
99.565 |
unch |
|
|
|
Dec13 |
110919 |
99.425 |
99.425 |
99.425 |
99.425 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
672 |
-191 |
3-Mth Euro-Yen(SGX) |
Dec11 |
110919 |
99.69 |
99.69 |
99.69 |
99.69 |
unch |
9 |
2,025 |
+9 |
Mar12 |
110919 |
99.69 |
99.69 |
99.69 |
99.69 |
unch |
0 |
2,338 |
+0 |
Jun12 |
110919 |
99.69 |
99.69 |
99.69 |
99.69 |
unch |
0 |
1,470 |
+0 |
Sep12 |
110919 |
99.69 |
99.69 |
99.69 |
99.69 |
unch |
0 |
411 |
+0 |
Dec12 |
110919 |
99.75 |
99.75 |
99.75 |
99.75 |
unch |
0 |
51 |
+0 |
Mar13 |
110919 |
99.75 |
99.75 |
99.75 |
99.75 |
unch |
0 |
1 |
+0 |
Jun13 |
110919 |
99.71 |
99.71 |
99.71 |
99.71 |
unch |
|
|
|
Sep13 |
110919 |
99.57 |
99.57 |
99.57 |
99.57 |
unch |
|
|
|
Total Volume and Open Interest |
9 |
6,298 |
-1,738 |
Japanese Gov't Bonds(SGX) |
Dec11 |
110916 |
142.61 |
142.67 |
142.51 |
142.57 |
-0.14 |
1,144 |
26,153 |
+43 |
Mar12 |
110916 |
141.94 |
141.94 |
141.94 |
141.94 |
-0.14 |
0 |
4 |
+0 |
Jun12 |
110916 |
139.85 |
139.85 |
139.85 |
139.85 |
-0.14 |
|
|
|
Total Volume and Open Interest |
1,144 |
26,157 |
+43 |
Euro-Bund(EUREX) |
Dec11 |
110919 |
137.16 |
137.73 |
137.05 |
137.43 |
+0.78 |
876,096 |
856,252 |
-611 |
Mar12 |
110919 |
137.84 |
138.25 |
137.60 |
137.96 |
+0.88 |
128 |
436 |
+85 |
Jun12 |
110919 |
137.73 |
137.73 |
137.73 |
137.73 |
+0.78 |
|
|
|
Total Volume and Open Interest |
876,224 |
856,688 |
-526 |
Euro-Bobl(EUREX) |
Dec11 |
110919 |
122.44 |
122.65 |
122.37 |
122.51 |
+0.33 |
441,293 |
694,336 |
-2,290 |
Mar12 |
110919 |
122.83 |
122.83 |
122.83 |
122.83 |
+0.33 |
0 |
20 |
+0 |
Jun12 |
110919 |
122.66 |
122.66 |
122.66 |
122.66 |
+0.33 |
|
|
|
Total Volume and Open Interest |
441,293 |
694,356 |
-2,290 |
3-Mth Euribor(EUREX) |
Sep11 |
110919 |
98.465 |
98.465 |
98.465 |
98.465 |
unch |
9 |
1,722 |
-5 |
Dec11 |
110919 |
98.805 |
98.815 |
98.795 |
98.815 |
+0.055 |
241 |
1,534 |
+35 |
Mar12 |
110919 |
98.925 |
98.925 |
98.915 |
98.915 |
+0.045 |
150 |
2,445 |
+1 |
Total Volume and Open Interest |
704 |
10,253 |
+35 |
Long Gilt(LIFFE) |
Sep11 |
110919 |
131~20 |
131~29 |
131~20 |
131~22 |
+0~27 |
221 |
19,214 |
-141 |
Dec11 |
110919 |
130~05 |
130~22 |
129~31 |
130~13 |
+0~27 |
96,138 |
350,143 |
-8,080 |
Total Volume and Open Interest |
96,359 |
369,357 |
-8,221 |
3-Mth Short Sterling(LIFFE) |
Sep11 |
110919 |
99.08 |
99.08 |
99.07 |
99.07 |
-0.01 |
11,063 |
331,281 |
-3,667 |
Dec11 |
110919 |
99.04 |
99.05 |
99.02 |
99.05 |
+0.01 |
78,340 |
424,697 |
+1,415 |
Mar12 |
110919 |
99.09 |
99.09 |
99.05 |
99.08 |
unch |
54,836 |
408,429 |
+9,815 |
Jun12 |
110919 |
99.12 |
99.13 |
99.08 |
99.11 |
+0.01 |
39,956 |
229,176 |
+4,777 |
Sep12 |
110919 |
99.14 |
99.14 |
99.10 |
99.13 |
+0.02 |
40,637 |
272,971 |
-2,012 |
Dec12 |
110919 |
99.11 |
99.11 |
99.08 |
99.11 |
+0.03 |
30,881 |
268,379 |
+2,670 |
Total Volume and Open Interest |
320,761 |
2,464,301 |
+12,536 |
3-Mth Euribor(LIFFE) |
Sep11 |
110919 |
98.465 |
98.465 |
98.460 |
98.465 |
unch |
89,365 |
577,773 |
-35,769 |
Dec11 |
110919 |
98.765 |
98.815 |
98.765 |
98.815 |
+0.055 |
154,133 |
692,901 |
+26,137 |
Mar12 |
110919 |
98.885 |
98.935 |
98.885 |
98.920 |
+0.050 |
110,978 |
520,734 |
+4,471 |
Total Volume and Open Interest |
914,606 |
3,674,811 |
+24,117 |
3-Mth Aus T-Bills(SFE) |
Dec11 |
110919 |
95.86 |
95.94 |
95.82 |
95.93 |
+0.07 |
14,074 |
243,290 |
-6,046 |
Mar12 |
110919 |
96.21 |
96.31 |
96.16 |
96.29 |
+0.08 |
9,358 |
175,721 |
+1,232 |
Jun12 |
110919 |
96.03 |
96.36 |
96.03 |
96.34 |
+0.08 |
4,580 |
104,557 |
-2,187 |
Sep12 |
110919 |
96.16 |
96.26 |
96.11 |
96.24 |
+0.07 |
3,115 |
76,096 |
-1,685 |
Dec12 |
110919 |
96.07 |
96.16 |
96.00 |
96.15 |
+0.07 |
2,173 |
39,721 |
+265 |
Mar13 |
110919 |
95.97 |
96.05 |
95.94 |
96.04 |
+0.06 |
932 |
42,106 |
+147 |
Jun13 |
110919 |
95.87 |
95.94 |
95.77 |
95.93 |
+0.07 |
1,138 |
26,308 |
+580 |
Sep13 |
110919 |
95.74 |
95.82 |
95.65 |
95.81 |
+0.06 |
110 |
8,934 |
+6 |
Dec13 |
110919 |
95.53 |
95.68 |
95.53 |
95.68 |
+0.07 |
1 |
2,274 |
+0 |
Mar14 |
110919 |
95.55 |
95.55 |
95.55 |
95.55 |
+0.07 |
0 |
392 |
+0 |
Total Volume and Open Interest |
35,481 |
719,458 |
-7,688 |
10-Year Aus T-Bonds(SFE) |
Dec11 |
110919 |
95.74 |
95.85 |
95.69 |
95.83 |
+0.09 |
24,243 |
319,648 |
-8,540 |
Mar12 |
110919 |
95.83 |
95.83 |
95.83 |
95.83 |
+0.09 |
|
|
|
Total Volume and Open Interest |
24,243 |
319,648 |
|
3-Year Aus T-Bonds(SFE) |
Dec11 |
110919 |
96.33 |
96.44 |
96.27 |
96.43 |
+0.11 |
95,689 |
467,232 |
+7,877 |
Mar12 |
110919 |
96.43 |
96.43 |
96.43 |
96.43 |
+0.11 |
|
|
|
Total Volume and Open Interest |
95,689 |
467,232 |
|
Gold(CMX) |
Oct11 |
110919 |
1815.2 |
1830.6 |
1769.4 |
1776.7 |
-35.8 |
9,253 |
32,180 |
+268 |
Dec11 |
110919 |
1820.0 |
1832.9 |
1771.0 |
1778.9 |
-35.8 |
190,164 |
323,870 |
+437 |
Feb12 |
110919 |
1820.9 |
1832.4 |
1775.0 |
1780.9 |
-35.7 |
3,525 |
37,158 |
+629 |
Apr12 |
110919 |
1830.0 |
1831.7 |
1778.8 |
1782.6 |
-35.7 |
869 |
9,845 |
+547 |
Jun12 |
110919 |
1835.0 |
1835.0 |
1780.0 |
1784.4 |
-35.8 |
166 |
17,387 |
-28 |
Aug12 |
110919 |
1828.3 |
1828.3 |
1786.3 |
1786.3 |
-35.9 |
151 |
6,770 |
-17 |
Oct12 |
110919 |
1836.0 |
1837.0 |
1788.1 |
1788.1 |
-36.0 |
284 |
4,245 |
-159 |
Dec12 |
110919 |
1841.8 |
1841.8 |
1787.4 |
1790.1 |
-36.2 |
313 |
14,808 |
+174 |
Feb13 |
110919 |
1792.0 |
1792.0 |
1792.0 |
1792.0 |
-36.4 |
45 |
3,411 |
+45 |
Apr13 |
110919 |
1800.8 |
1800.8 |
1794.0 |
1794.0 |
-36.6 |
0 |
330 |
+0 |
Jun13 |
110919 |
1796.4 |
1796.4 |
1796.4 |
1796.4 |
-36.8 |
220 |
12,827 |
+195 |
Total Volume and Open Interest |
209,924 |
503,389 |
+2,241 |
Silver(CMX) |
Sep11 |
110919 |
4071.0 |
4071.0 |
3911.0 |
3911.0 |
-167.1 |
51 |
293 |
-76 |
Dec11 |
110919 |
4067.5 |
4090.0 |
3903.0 |
3916.3 |
-166.8 |
35,314 |
74,395 |
-658 |
Mar12 |
110919 |
4084.5 |
4084.5 |
3913.5 |
3919.6 |
-166.8 |
680 |
9,092 |
+270 |
May12 |
110919 |
4046.0 |
4046.0 |
3920.0 |
3920.7 |
-166.7 |
45 |
2,635 |
+13 |
Jul12 |
110919 |
4029.5 |
4029.5 |
3921.1 |
3921.1 |
-166.5 |
76 |
2,021 |
+16 |
Sep12 |
110919 |
4043.0 |
4043.0 |
3918.3 |
3918.3 |
-166.7 |
24 |
541 |
+0 |
Dec12 |
110919 |
4072.5 |
4072.5 |
3910.0 |
3913.7 |
-166.7 |
329 |
9,989 |
+178 |
Total Volume and Open Interest |
37,131 |
112,187 |
-162 |
Platinum(NYMEX) |
Oct11 |
110919 |
1814.2 |
1829.9 |
1767.8 |
1772.0 |
-41.9 |
8,286 |
25,786 |
-1,268 |
Jan12 |
110919 |
1820.3 |
1831.1 |
1772.4 |
1776.4 |
-41.8 |
785 |
10,885 |
+194 |
Apr12 |
110919 |
1829.3 |
1830.0 |
1780.0 |
1780.0 |
-40.7 |
27 |
1,555 |
-1 |
Jul12 |
110919 |
1790.0 |
1790.0 |
1782.9 |
1782.9 |
-40.7 |
1 |
26 |
+0 |
Total Volume and Open Interest |
9,099 |
38,256 |
-1,075 |
Palladium(NYMEX) |
Sep11 |
110919 |
710.35 |
710.35 |
710.35 |
710.35 |
-20.85 |
1 |
48 |
-2 |
Dec11 |
110919 |
731.20 |
736.20 |
710.25 |
712.10 |
-20.85 |
1,904 |
19,245 |
-111 |
Mar12 |
110919 |
77.19 |
77.19 |
57.99 |
57.99 |
-20.85 |
2 |
202 |
+0 |
Total Volume and Open Interest |
1,908 |
19,505 |
-112 |
Copper(CMX) |
Sep11 |
110919 |
386.10 |
386.10 |
375.95 |
377.15 |
-14.85 |
154 |
1,159 |
-106 |
Dec11 |
110919 |
391.00 |
391.50 |
376.55 |
378.25 |
-14.90 |
24,998 |
76,963 |
+234 |
Mar12 |
110919 |
394.35 |
394.35 |
378.70 |
380.35 |
-14.80 |
3,290 |
26,897 |
-708 |
May12 |
110919 |
390.00 |
390.00 |
379.70 |
381.40 |
-14.75 |
2,505 |
5,882 |
+995 |
Jul12 |
110919 |
395.05 |
395.05 |
381.25 |
382.20 |
-14.50 |
6 |
1,317 |
-3 |
Total Volume and Open Interest |
31,653 |
120,392 |
+303 |
DJIA Index(CBOT) |
Dec11 |
110919 |
11366 |
11366 |
11188 |
11323 |
-123 |
323 |
10,316 |
+81 |
Mar12 |
110919 |
11242 |
11365 |
11242 |
11242 |
-123 |
0 |
21 |
+0 |
Jun12 |
110919 |
11172 |
11295 |
11172 |
11172 |
-123 |
|
|
|
Sep12 |
110919 |
11102 |
11225 |
11102 |
11102 |
-123 |
|
|
|
Total Volume and Open Interest |
323 |
10,337 |
|
E-mini DJIA Index(CBOT) |
Sep11 |
110916 |
11435 |
11500 |
11400 |
11500 |
+48 |
20,642 |
38,821 |
-3,676 |
Dec11 |
110919 |
11351 |
11371 |
11176 |
11323 |
-123 |
115,896 |
68,839 |
+1,940 |
Mar12 |
110919 |
11211 |
11242 |
11130 |
11242 |
-123 |
40 |
118 |
+14 |
Jun12 |
110919 |
11172 |
11172 |
11172 |
11172 |
-123 |
|
|
|
Total Volume and Open Interest |
115,936 |
68,957 |
-36,867 |
S & P 500(CME) |
Dec11 |
110919 |
1200.00 |
1203.50 |
1181.80 |
1197.80 |
-14.00 |
19,385 |
264,930 |
+184 |
Mar12 |
110919 |
1180.00 |
1198.00 |
1176.00 |
1191.90 |
-14.10 |
2 |
3,014 |
+2 |
Jun12 |
110919 |
1186.80 |
1186.80 |
1170.80 |
1186.80 |
-14.00 |
0 |
27 |
+0 |
Sep12 |
110919 |
1181.00 |
1181.30 |
1165.30 |
1181.00 |
-14.30 |
|
|
|
Total Volume and Open Interest |
19,387 |
268,071 |
-223,245 |
S & P 500 E-Mini(Globex) |
Dec11 |
110919 |
1199.25 |
1203.75 |
1181.50 |
1197.75 |
-14.00 |
2,661,191 |
2,930,734 |
+47,160 |
Mar12 |
110919 |
1193.00 |
1197.00 |
1176.75 |
1192.00 |
-14.00 |
482 |
1,227 |
+205 |
Total Volume and Open Interest |
2,661,673 |
2,932,074 |
-1,182,956 |
NASDAQ 100(CME) |
Dec11 |
110919 |
2289.30 |
2313.00 |
2254.50 |
2301.00 |
-6.30 |
2,752 |
7,349 |
+2,525 |
Mar12 |
110919 |
2297.00 |
2297.00 |
2258.00 |
2297.00 |
-6.00 |
|
|
|
Jun12 |
110919 |
2294.00 |
2295.00 |
2294.00 |
2294.00 |
-6.00 |
|
|
|
Total Volume and Open Interest |
2,752 |
7,349 |
-24,551 |
NASDAQ 100 E-Mini(Globex) |
Dec11 |
110919 |
2288.00 |
2314.50 |
2254.30 |
2301.00 |
-6.30 |
313,377 |
297,813 |
+9,314 |
Mar12 |
110919 |
2291.00 |
2309.00 |
2257.80 |
2297.00 |
-6.00 |
18 |
253 |
+0 |
Total Volume and Open Interest |
313,400 |
298,073 |
-186,910 |
S & P Midcap 400(CME) |
Dec11 |
110919 |
851.30 |
851.30 |
839.00 |
851.30 |
-12.70 |
0 |
393 |
+0 |
Mar12 |
110919 |
849.30 |
849.30 |
848.30 |
849.30 |
-13.00 |
|
|
|
Jun12 |
110919 |
847.30 |
847.30 |
846.30 |
847.30 |
-13.00 |
|
|
|
Total Volume and Open Interest |
0 |
393 |
-4,948 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Dec11 |
110919 |
8800 |
8800 |
8625 |
8700 |
-125 |
7,173 |
26,192 |
+21 |
Mar12 |
110919 |
8700 |
8725 |
8700 |
8700 |
-125 |
0 |
2 |
+0 |
Total Volume and Open Interest |
7,173 |
26,194 |
+21 |
Nikkei 225(SGX) |
Dec11 |
110916 |
8575 |
8800 |
8565 |
8785 |
+185 |
116,464 |
178,729 |
+6,996 |
Mar12 |
110916 |
8610 |
8780 |
8610 |
8780 |
+185 |
5 |
671 |
+5 |
Jun12 |
110916 |
8705 |
8705 |
8705 |
8705 |
+190 |
0 |
18 |
+0 |
Total Volume and Open Interest |
117,133 |
191,442 |
+7,132 |
CAC 40(EURONEXT) |
Oct11 |
110919 |
2974.0 |
2981.5 |
2922.5 |
2944.0 |
-77.5 |
138,498 |
261,150 |
+30,455 |
Nov11 |
110919 |
2961.5 |
2969.0 |
2920.5 |
2938.5 |
-79.0 |
81 |
90 |
+39 |
Dec11 |
110919 |
2950.0 |
2969.0 |
2923.0 |
2937.0 |
-77.0 |
1,573 |
28,300 |
-560 |
Total Volume and Open Interest |
140,154 |
289,544 |
-190,981 |
Hang Seng Index(HKFE) |
Sep11 |
110919 |
19233 |
19278 |
18841 |
18935 |
-391 |
93,566 |
100,172 |
-2,544 |
Oct11 |
110919 |
19260 |
19267 |
18845 |
18933 |
-399 |
1,442 |
3,553 |
+232 |
Total Volume and Open Interest |
95,939 |
109,873 |
-2,532 |
DAX(EUREX) |
Sep11 |
110916 |
5572.5 |
5636.5 |
5529.0 |
5575.5 |
+76.0 |
270,393 |
71,329 |
-28,630 |
Dec11 |
110919 |
5487.0 |
5507.0 |
5370.0 |
5444.5 |
-116.0 |
225,461 |
170,355 |
-3,221 |
Mar12 |
110919 |
5552.5 |
5552.5 |
5385.0 |
5457.0 |
-116.5 |
6,110 |
5,650 |
+788 |
Total Volume and Open Interest |
274,816 |
176,005 |
-73,762 |
FT-SE 100(EURONEXT) |
Dec11 |
110919 |
5308.00 |
5308.00 |
5205.00 |
5236.50 |
-95.00 |
137,720 |
623,541 |
+6,131 |
Mar12 |
110919 |
5206.50 |
5206.50 |
5201.50 |
5201.50 |
-95.00 |
18 |
782 |
+5 |
Jun12 |
110919 |
5168.50 |
5168.50 |
5163.50 |
5163.50 |
-95.00 |
0 |
468 |
+0 |
Total Volume and Open Interest |
137,738 |
624,791 |
-109,033 |
SPI 200(SFE) |
Sep11 |
110916 |
4098.0 |
4098.0 |
4098.0 |
4098.0 |
-1.0 |
0 |
32,346 |
-52,047 |
Dec11 |
110919 |
4145.0 |
4169.0 |
4079.0 |
4094.0 |
-61.0 |
32,167 |
200,209 |
+515 |
Mar12 |
110919 |
4115.0 |
4115.0 |
4062.0 |
4072.0 |
-63.0 |
199 |
2,239 |
+124 |
Total Volume and Open Interest |
32,371 |
205,065 |
-31,734 |
GSCI(CME) |
Oct11 |
110919 |
647.50 |
648.00 |
637.00 |
637.50 |
-15.70 |
173 |
8,199 |
+76 |
Nov11 |
110919 |
648.50 |
649.00 |
638.00 |
638.50 |
-15.50 |
|
|
|
Dec11 |
110919 |
651.60 |
652.00 |
641.50 |
642.00 |
-15.50 |
|
|
|
Total Volume and Open Interest |
173 |
8,199 |
|
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. |
|
|