|
MRCI's End of Day Prices |
Daily Futures Price Listing Tue September 20, 2011 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Nov11 |
110920 |
1341.00 |
1350.25 |
1335.25 |
1338.00 |
+2.00 |
119,166 |
317,206 |
-7,078 |
Jan12 |
110920 |
1351.75 |
1360.75 |
1346.00 |
1348.75 |
+2.00 |
29,351 |
79,235 |
+791 |
Mar12 |
110920 |
1359.00 |
1367.50 |
1353.50 |
1356.25 |
+2.25 |
11,608 |
53,548 |
-297 |
May12 |
110920 |
1363.00 |
1373.00 |
1358.50 |
1361.50 |
+2.75 |
6,998 |
59,973 |
+93 |
Jul12 |
110920 |
1369.75 |
1381.25 |
1366.00 |
1369.00 |
+2.25 |
5,758 |
36,173 |
-364 |
Aug12 |
110920 |
1358.00 |
1358.00 |
1355.75 |
1358.00 |
+2.25 |
30 |
480 |
-11 |
Sep12 |
110920 |
1342.75 |
1342.75 |
1337.00 |
1339.00 |
+2.00 |
22 |
378 |
-2 |
Nov12 |
110920 |
1324.00 |
1334.50 |
1322.00 |
1324.75 |
+2.75 |
3,276 |
29,545 |
-82 |
Jan13 |
110920 |
1329.00 |
1330.00 |
1329.00 |
1330.00 |
+2.25 |
55 |
10,161 |
+6 |
Mar13 |
110920 |
1332.00 |
1332.00 |
1329.25 |
1332.00 |
+2.75 |
8 |
131 |
+6 |
May13 |
110920 |
1334.00 |
1334.00 |
1331.25 |
1334.00 |
+2.75 |
9 |
36 |
+2 |
Jul13 |
110920 |
1342.50 |
1342.50 |
1334.50 |
1336.00 |
+1.50 |
13 |
168 |
+0 |
Aug13 |
110920 |
1325.00 |
1325.00 |
1322.25 |
1325.00 |
+2.75 |
|
|
|
Sep13 |
110920 |
1306.00 |
1306.00 |
1299.75 |
1306.00 |
+6.25 |
|
|
|
Total Volume and Open Interest |
176,358 |
588,291 |
-6,907 |
Soybean Meal(CBOT) |
Oct11 |
110920 |
346.40 |
348.70 |
345.00 |
345.80 |
+1.40 |
15,237 |
23,980 |
-174 |
Dec11 |
110920 |
350.80 |
352.90 |
349.60 |
350.30 |
+1.80 |
51,182 |
99,977 |
-2,194 |
Jan12 |
110920 |
352.80 |
354.70 |
351.70 |
352.40 |
+1.90 |
3,154 |
12,414 |
+89 |
Mar12 |
110920 |
356.50 |
357.80 |
354.70 |
355.50 |
+1.60 |
2,478 |
9,748 |
+212 |
May12 |
110920 |
357.40 |
359.30 |
356.40 |
357.10 |
+1.60 |
1,621 |
12,289 |
+223 |
Jul12 |
110920 |
360.00 |
361.40 |
358.50 |
359.20 |
+1.40 |
884 |
8,879 |
+35 |
Aug12 |
110920 |
358.20 |
359.00 |
354.90 |
357.30 |
+2.40 |
84 |
1,002 |
+37 |
Sep12 |
110920 |
355.40 |
357.20 |
349.30 |
353.30 |
+4.00 |
39 |
985 |
-4 |
Oct12 |
110920 |
350.00 |
350.00 |
344.00 |
346.30 |
+2.30 |
42 |
964 |
+18 |
Dec12 |
110920 |
349.80 |
350.30 |
345.70 |
348.00 |
+2.30 |
128 |
3,412 |
-9 |
Total Volume and Open Interest |
74,849 |
173,939 |
-1,767 |
Soybean Oil(CBOT) |
Oct11 |
110920 |
55.66 |
55.98 |
55.29 |
55.31 |
-0.22 |
13,441 |
32,226 |
-1,609 |
Dec11 |
110920 |
55.88 |
56.29 |
55.60 |
55.63 |
-0.21 |
66,122 |
151,211 |
-2,976 |
Jan12 |
110920 |
56.10 |
56.44 |
55.81 |
55.85 |
-0.18 |
5,995 |
30,908 |
+119 |
Mar12 |
110920 |
56.37 |
56.65 |
56.10 |
56.13 |
-0.16 |
3,327 |
29,779 |
+212 |
May12 |
110920 |
56.50 |
56.80 |
56.21 |
56.25 |
-0.17 |
1,192 |
20,713 |
+159 |
Jul12 |
110920 |
56.68 |
56.99 |
56.37 |
56.41 |
-0.16 |
869 |
12,377 |
-48 |
Aug12 |
110920 |
56.72 |
56.77 |
56.26 |
56.26 |
-0.21 |
187 |
2,433 |
+142 |
Sep12 |
110920 |
56.40 |
56.41 |
56.11 |
56.11 |
-0.24 |
35 |
1,704 |
+21 |
Oct12 |
110920 |
55.89 |
56.00 |
55.81 |
55.81 |
-0.19 |
6 |
1,868 |
-5 |
Dec12 |
110920 |
56.20 |
56.20 |
55.66 |
55.68 |
-0.21 |
247 |
5,934 |
+129 |
Total Volume and Open Interest |
91,421 |
289,154 |
-3,856 |
Canola(WCE) |
Nov11 |
110920 |
549.9 |
556.3 |
549.9 |
555.6 |
+7.0 |
15,293 |
88,306 |
+4 |
Jan12 |
110920 |
560.0 |
566.5 |
560.0 |
566.0 |
+7.1 |
6,050 |
58,003 |
+2,881 |
Mar12 |
110920 |
570.3 |
574.8 |
570.0 |
574.5 |
+7.1 |
1,263 |
23,143 |
+7 |
May12 |
110920 |
576.1 |
579.4 |
575.4 |
579.4 |
+6.2 |
1,178 |
13,304 |
+705 |
Jul12 |
110920 |
578.3 |
584.1 |
578.3 |
584.1 |
+5.8 |
199 |
5,243 |
+98 |
Total Volume and Open Interest |
24,657 |
197,562 |
+3,888 |
Corn(CBOT) |
Dec11 |
110920 |
697.25 |
704.50 |
690.25 |
690.25 |
-2.00 |
195,620 |
660,565 |
-8,327 |
Mar12 |
110920 |
709.25 |
717.00 |
703.00 |
703.00 |
-2.00 |
49,363 |
232,806 |
+2,403 |
May12 |
110920 |
717.50 |
724.50 |
710.00 |
710.50 |
-2.50 |
11,312 |
58,934 |
+1,636 |
Jul12 |
110920 |
723.50 |
728.00 |
714.00 |
714.25 |
-2.00 |
10,989 |
91,914 |
-588 |
Sep12 |
110920 |
660.00 |
666.25 |
655.75 |
655.75 |
-2.00 |
1,577 |
22,107 |
+123 |
Dec12 |
110920 |
619.50 |
625.50 |
619.50 |
619.75 |
+2.00 |
8,599 |
104,293 |
+1,289 |
Mar13 |
110920 |
630.00 |
632.75 |
627.75 |
627.75 |
+1.75 |
164 |
28,587 |
+49 |
May13 |
110920 |
636.25 |
636.50 |
631.00 |
632.75 |
+1.75 |
27 |
711 |
+19 |
Jul13 |
110920 |
640.00 |
640.00 |
635.00 |
636.25 |
+1.25 |
21 |
928 |
+11 |
Sep13 |
110920 |
601.75 |
601.75 |
598.75 |
601.75 |
+3.00 |
4 |
134 |
+4 |
Total Volume and Open Interest |
278,221 |
1,212,789 |
-3,162 |
Wheat(CBOT) |
Dec11 |
110920 |
675.50 |
687.75 |
671.00 |
674.75 |
+1.75 |
48,873 |
222,771 |
+1,214 |
Mar12 |
110920 |
712.50 |
723.25 |
708.00 |
711.50 |
+1.00 |
6,146 |
79,751 |
+175 |
May12 |
110920 |
734.00 |
744.50 |
730.75 |
734.00 |
+1.25 |
2,932 |
22,784 |
+739 |
Jul12 |
110920 |
740.00 |
751.75 |
738.25 |
740.00 |
+0.75 |
3,564 |
55,988 |
+47 |
Sep12 |
110920 |
758.25 |
760.00 |
751.25 |
752.75 |
-0.25 |
124 |
3,143 |
+6 |
Dec12 |
110920 |
773.25 |
781.75 |
770.75 |
771.75 |
-0.75 |
1,028 |
26,293 |
+253 |
Total Volume and Open Interest |
62,788 |
414,164 |
+2,474 |
Wheat(KCBT) |
Dec11 |
110920 |
770.25 |
780.00 |
763.00 |
765.00 |
-3.00 |
12,512 |
89,948 |
-1,901 |
Mar12 |
110920 |
785.00 |
794.25 |
777.75 |
779.75 |
-3.25 |
3,548 |
33,418 |
+46 |
May12 |
110920 |
792.25 |
801.00 |
785.75 |
787.50 |
-2.25 |
1,441 |
4,794 |
+274 |
Jul12 |
110920 |
794.00 |
802.75 |
787.75 |
789.50 |
-2.50 |
2,989 |
25,255 |
+765 |
Sep12 |
110920 |
803.50 |
804.25 |
800.75 |
801.00 |
-1.00 |
92 |
1,499 |
+22 |
Dec12 |
110920 |
823.75 |
823.75 |
815.00 |
816.00 |
-1.00 |
93 |
1,715 |
+22 |
Total Volume and Open Interest |
20,675 |
156,911 |
-772 |
Wheat(MGE) |
Sep11 |
110914 |
929.00 |
929.00 |
929.00 |
929.00 |
+2.25 |
28 |
4 |
-25 |
Dec11 |
110920 |
844.25 |
856.25 |
840.75 |
842.50 |
+0.75 |
2,355 |
19,705 |
-43 |
Mar12 |
110920 |
839.25 |
850.50 |
835.50 |
837.25 |
+0.50 |
963 |
10,091 |
+174 |
May12 |
110920 |
840.25 |
850.25 |
836.50 |
837.75 |
+0.50 |
401 |
3,674 |
+14 |
Jul12 |
110920 |
845.25 |
851.00 |
836.25 |
837.75 |
+0.25 |
354 |
4,890 |
+55 |
Total Volume and Open Interest |
4,339 |
42,090 |
+317 |
Oats(CBOT) |
Dec11 |
110920 |
346.75 |
353.75 |
343.50 |
349.00 |
+3.50 |
726 |
12,452 |
-8 |
Mar12 |
110920 |
359.00 |
363.75 |
354.50 |
360.00 |
+3.50 |
196 |
1,413 |
+45 |
May12 |
110920 |
365.50 |
371.00 |
363.50 |
366.00 |
+2.50 |
20 |
100 |
+16 |
Jul12 |
110920 |
372.00 |
372.00 |
369.50 |
372.00 |
+2.50 |
0 |
4 |
+0 |
Total Volume and Open Interest |
942 |
14,007 |
+53 |
Rough Rice(CBOT) |
Sep11 |
110914 |
17.59 |
17.89 |
17.59 |
17.59 |
-0.30 |
3 |
3 |
-144 |
Nov11 |
110920 |
17.25 |
17.46 |
16.85 |
17.19 |
-0.19 |
1,043 |
13,925 |
-452 |
Jan12 |
110920 |
17.66 |
17.66 |
17.14 |
17.50 |
-0.18 |
350 |
2,112 |
+95 |
Mar12 |
110920 |
17.69 |
17.85 |
17.60 |
17.77 |
-0.18 |
20 |
1,129 |
+13 |
Total Volume and Open Interest |
1,415 |
17,410 |
-344 |
Live Cattle(CME) |
Oct11 |
110920 |
118.050 |
118.800 |
117.900 |
118.700 |
+1.065 |
15,962 |
57,654 |
-4,599 |
Dec11 |
110920 |
118.230 |
119.250 |
117.950 |
119.200 |
+1.250 |
17,618 |
143,684 |
+1,749 |
Feb12 |
110920 |
121.180 |
121.885 |
120.850 |
121.785 |
+0.885 |
4,891 |
62,751 |
-423 |
Apr12 |
110920 |
125.350 |
126.080 |
125.050 |
126.035 |
+0.955 |
2,640 |
42,174 |
+678 |
Jun12 |
110920 |
123.750 |
124.350 |
123.500 |
124.330 |
+0.680 |
1,599 |
17,868 |
+565 |
Aug12 |
110920 |
123.930 |
124.500 |
123.900 |
124.385 |
+0.455 |
145 |
2,601 |
+59 |
Total Volume and Open Interest |
42,887 |
328,228 |
-1,950 |
Feeder Cattle(CME) |
Sep11 |
110920 |
134.285 |
134.750 |
134.150 |
134.350 |
-0.150 |
558 |
3,690 |
-60 |
Oct11 |
110920 |
136.185 |
137.650 |
135.785 |
137.535 |
+1.185 |
2,158 |
11,264 |
-446 |
Nov11 |
110920 |
138.300 |
139.850 |
138.035 |
139.785 |
+1.235 |
1,968 |
11,837 |
+641 |
Jan12 |
110920 |
140.000 |
141.650 |
140.000 |
141.485 |
+1.135 |
598 |
5,102 |
+26 |
Mar12 |
110920 |
141.550 |
142.450 |
141.550 |
142.435 |
+0.835 |
178 |
2,095 |
+56 |
Apr12 |
110920 |
141.850 |
142.700 |
141.850 |
142.700 |
+1.050 |
17 |
533 |
+10 |
May12 |
110920 |
142.535 |
143.200 |
142.500 |
143.200 |
+0.700 |
16 |
440 |
+7 |
Total Volume and Open Interest |
5,525 |
35,208 |
+256 |
Lean Hogs(CME) |
Oct11 |
110920 |
87.785 |
89.300 |
87.535 |
89.035 |
+1.385 |
16,014 |
38,094 |
-2,123 |
Dec11 |
110920 |
81.950 |
83.080 |
81.885 |
82.980 |
+1.150 |
20,815 |
106,395 |
+2,043 |
Feb12 |
110920 |
87.250 |
87.600 |
86.850 |
87.300 |
+0.250 |
3,147 |
46,607 |
-193 |
Apr12 |
110920 |
91.650 |
91.885 |
91.000 |
91.300 |
-0.235 |
2,378 |
30,072 |
+487 |
May12 |
110920 |
96.000 |
96.000 |
96.000 |
96.000 |
+0.100 |
108 |
1,096 |
-18 |
Jun12 |
110920 |
98.600 |
98.980 |
98.285 |
98.480 |
-0.020 |
1,379 |
13,989 |
-653 |
Jul12 |
110920 |
97.550 |
97.900 |
97.300 |
97.500 |
+0.250 |
179 |
4,047 |
+48 |
Aug12 |
110920 |
96.635 |
96.750 |
96.200 |
96.500 |
+0.050 |
476 |
2,848 |
+75 |
Total Volume and Open Interest |
44,616 |
244,747 |
-260 |
Class III Milk(CME) |
Sep11 |
110920 |
18.92 |
18.93 |
18.91 |
18.93 |
unch |
239 |
6,158 |
-58 |
Oct11 |
110920 |
17.60 |
17.77 |
17.35 |
17.40 |
-0.37 |
645 |
5,621 |
+114 |
Nov11 |
110920 |
17.60 |
17.80 |
17.40 |
17.51 |
-0.21 |
363 |
4,814 |
+104 |
Dec11 |
110920 |
17.40 |
17.50 |
17.15 |
17.39 |
-0.04 |
451 |
4,353 |
+54 |
Jan12 |
110920 |
17.00 |
17.08 |
16.91 |
16.98 |
-0.03 |
269 |
1,909 |
+107 |
Total Volume and Open Interest |
2,445 |
33,477 |
+572 |
Cocoa(ICE) |
Dec11 |
110920 |
2727 |
2753 |
2716 |
2730 |
+14 |
15,868 |
73,201 |
-1,452 |
Mar12 |
110920 |
2780 |
2796 |
2761 |
2774 |
+12 |
3,905 |
58,301 |
+946 |
May12 |
110920 |
2785 |
2806 |
2772 |
2784 |
+7 |
1,280 |
17,461 |
+195 |
Jul12 |
110920 |
2805 |
2822 |
2789 |
2800 |
+10 |
833 |
8,315 |
+416 |
Sep12 |
110920 |
2820 |
2821 |
2800 |
2815 |
+10 |
610 |
9,967 |
+189 |
Dec12 |
110920 |
2834 |
2834 |
2813 |
2828 |
+9 |
833 |
8,509 |
+380 |
Mar13 |
110920 |
2840 |
2850 |
2840 |
2840 |
+10 |
80 |
2,588 |
+44 |
Total Volume and Open Interest |
23,409 |
180,320 |
+718 |
Coffee "C"(ICE) |
Sep11 |
110920 |
264.90 |
267.15 |
259.45 |
259.45 |
-3.35 |
9 |
54 |
-11 |
Dec11 |
110920 |
262.50 |
266.00 |
259.50 |
260.20 |
-1.85 |
12,131 |
71,830 |
-622 |
Mar12 |
110920 |
267.00 |
268.65 |
262.60 |
263.15 |
-1.90 |
3,277 |
22,460 |
+565 |
May12 |
110920 |
268.30 |
269.50 |
263.70 |
264.30 |
-2.05 |
611 |
10,590 |
+43 |
Jul12 |
110920 |
267.25 |
268.15 |
262.40 |
263.00 |
-2.05 |
206 |
3,171 |
+80 |
Sep12 |
110920 |
265.00 |
266.10 |
260.90 |
260.90 |
-2.15 |
185 |
2,870 |
+129 |
Total Volume and Open Interest |
16,467 |
113,605 |
+212 |
Orange Juice(ICE) |
Nov11 |
110920 |
164.80 |
169.70 |
162.75 |
168.45 |
+5.30 |
351 |
18,235 |
-31 |
Jan12 |
110920 |
162.25 |
164.70 |
162.25 |
163.45 |
+2.55 |
129 |
3,134 |
+12 |
Mar12 |
110920 |
162.35 |
163.90 |
162.35 |
163.35 |
+2.45 |
84 |
1,744 |
+29 |
May12 |
110920 |
164.25 |
164.25 |
163.10 |
163.10 |
+2.25 |
21 |
565 |
+21 |
Jul12 |
110920 |
163.00 |
163.00 |
163.00 |
163.00 |
+1.90 |
0 |
158 |
+0 |
Sep12 |
110920 |
162.90 |
162.90 |
162.90 |
162.90 |
+1.90 |
0 |
1 |
+0 |
Total Volume and Open Interest |
585 |
23,847 |
+31 |
Sugar #11(ICE) |
Oct11 |
110920 |
27.90 |
28.14 |
27.25 |
27.59 |
-0.24 |
31,630 |
72,582 |
-7,886 |
Mar12 |
110920 |
26.74 |
27.14 |
26.45 |
26.79 |
+0.08 |
48,311 |
255,588 |
+201 |
May12 |
110920 |
25.88 |
26.23 |
25.61 |
25.88 |
+0.01 |
11,876 |
66,288 |
+1,355 |
Jul12 |
110920 |
24.84 |
25.17 |
24.55 |
24.79 |
-0.08 |
4,624 |
64,782 |
+348 |
Oct12 |
110920 |
24.27 |
24.47 |
23.86 |
24.10 |
-0.17 |
2,243 |
33,408 |
-181 |
Total Volume and Open Interest |
100,573 |
541,005 |
-6,486 |
London Cocoa(LCE) |
Dec11 |
110920 |
1769 |
1788 |
1762 |
1772 |
+4 |
13,953 |
88,266 |
+170 |
Mar12 |
110920 |
1804 |
1819 |
1794 |
1805 |
+5 |
7,985 |
44,373 |
+1,114 |
May12 |
110920 |
1821 |
1835 |
1813 |
1820 |
+4 |
2,371 |
15,992 |
+219 |
Jul12 |
110920 |
1835 |
1850 |
1827 |
1835 |
+3 |
2,027 |
14,459 |
+249 |
Sep12 |
110920 |
1855 |
1863 |
1845 |
1849 |
-1 |
1,468 |
11,119 |
+307 |
Dec12 |
110920 |
1877 |
1884 |
1866 |
1866 |
-4 |
850 |
10,657 |
+534 |
Mar13 |
110920 |
1893 |
1896 |
1882 |
1882 |
-4 |
40 |
962 |
+40 |
Total Volume and Open Interest |
28,694 |
185,828 |
+2,633 |
London Sugar(LCE) |
Dec11 |
110920 |
690.50 |
692.60 |
677.20 |
678.40 |
-10.70 |
2,491 |
20,877 |
+195 |
Mar12 |
110920 |
677.80 |
680.10 |
665.10 |
666.40 |
-10.20 |
1,244 |
11,901 |
-212 |
May12 |
110920 |
668.50 |
670.00 |
658.20 |
659.40 |
-9.20 |
478 |
4,334 |
-39 |
Aug12 |
110920 |
654.70 |
654.90 |
643.40 |
644.90 |
-8.90 |
107 |
2,624 |
+42 |
Oct12 |
110920 |
638.40 |
638.70 |
627.80 |
629.20 |
-6.80 |
61 |
1,600 |
+1 |
Total Volume and Open Interest |
4,382 |
41,892 |
-18 |
Cotton(ICE) |
Oct11 |
110920 |
102.45 |
105.15 |
102.45 |
103.81 |
-0.27 |
32 |
235 |
-6 |
Dec11 |
110920 |
105.00 |
107.30 |
103.86 |
105.41 |
-0.11 |
16,130 |
89,241 |
-5,005 |
Mar12 |
110920 |
101.46 |
104.64 |
101.37 |
102.91 |
-0.04 |
3,656 |
40,490 |
+599 |
May12 |
110920 |
100.35 |
102.92 |
100.35 |
101.78 |
+0.08 |
502 |
6,321 |
+7 |
Jul12 |
110920 |
99.50 |
101.85 |
99.50 |
100.92 |
+0.16 |
589 |
11,096 |
+75 |
Oct12 |
110920 |
99.55 |
99.55 |
99.55 |
99.55 |
-0.19 |
0 |
3 |
+0 |
Total Volume and Open Interest |
20,977 |
151,584 |
-4,311 |
Lumber(CME) |
Nov11 |
110920 |
241.5 |
251.2 |
241.4 |
245.0 |
+3.8 |
520 |
5,950 |
-92 |
Jan12 |
110920 |
265.0 |
270.7 |
264.3 |
268.0 |
+1.3 |
124 |
2,488 |
-41 |
Mar12 |
110920 |
284.0 |
285.9 |
280.2 |
283.0 |
+3.0 |
18 |
522 |
+1 |
May12 |
110920 |
292.8 |
292.8 |
289.5 |
290.0 |
+6.9 |
0 |
130 |
+0 |
Total Volume and Open Interest |
664 |
9,112 |
-130 |
Crude Oil(NYM) |
Oct11 |
110920 |
85.84 |
87.46 |
85.11 |
86.89 |
+1.19 |
132,221 |
16,819 |
-40,615 |
Nov11 |
110920 |
86.01 |
87.68 |
85.25 |
86.92 |
+1.11 |
283,210 |
320,772 |
+14,473 |
Dec11 |
110920 |
86.28 |
87.89 |
85.50 |
87.17 |
+1.14 |
80,814 |
195,720 |
+4,215 |
Jan12 |
110920 |
86.00 |
88.12 |
85.76 |
87.43 |
+1.16 |
25,323 |
99,168 |
+770 |
Feb12 |
110920 |
86.19 |
88.35 |
86.19 |
87.68 |
+1.17 |
10,711 |
34,080 |
-372 |
Mar12 |
110920 |
86.90 |
88.50 |
86.68 |
87.94 |
+1.18 |
10,845 |
43,090 |
-59 |
Apr12 |
110920 |
86.87 |
88.84 |
86.87 |
88.22 |
+1.20 |
5,545 |
25,417 |
+26 |
May12 |
110920 |
87.81 |
89.13 |
87.36 |
88.51 |
+1.23 |
4,474 |
24,145 |
+194 |
Jun12 |
110920 |
87.75 |
89.33 |
87.65 |
88.81 |
+1.26 |
16,529 |
78,889 |
+1,166 |
Jul12 |
110920 |
87.33 |
89.10 |
87.33 |
89.09 |
+1.27 |
3,326 |
36,372 |
-1,173 |
Aug12 |
110920 |
87.74 |
89.60 |
87.74 |
89.31 |
+1.28 |
1,784 |
17,066 |
+65 |
Sep12 |
110920 |
88.55 |
89.52 |
88.55 |
89.52 |
+1.29 |
2,139 |
18,119 |
+163 |
Oct12 |
110920 |
89.17 |
89.73 |
89.17 |
89.73 |
+1.30 |
2,414 |
16,777 |
+670 |
Nov12 |
110920 |
89.37 |
89.94 |
89.37 |
89.94 |
+1.31 |
1,503 |
20,101 |
-27 |
Dec12 |
110920 |
88.55 |
90.67 |
88.55 |
90.17 |
+1.32 |
20,875 |
149,839 |
-269 |
Jan13 |
110920 |
90.29 |
90.29 |
90.29 |
90.29 |
+1.32 |
269 |
19,837 |
+26 |
Total Volume and Open Interest |
612,467 |
1,381,246 |
-19,919 |
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 |
110920 |
86.000 |
87.700 |
85.275 |
86.925 |
+1.125 |
7,027 |
1,550 |
+329 |
Dec11 |
110920 |
86.000 |
87.875 |
85.625 |
87.175 |
+1.150 |
295 |
474 |
+8 |
Jan12 |
110920 |
86.750 |
87.875 |
86.750 |
87.425 |
+1.150 |
14 |
272 |
+1 |
Feb12 |
110920 |
87.675 |
87.675 |
87.675 |
87.675 |
+1.175 |
2 |
21 |
+0 |
Mar12 |
110920 |
87.950 |
87.950 |
87.950 |
87.950 |
+1.200 |
4 |
21 |
+0 |
Apr12 |
110920 |
88.525 |
88.525 |
88.225 |
88.225 |
+1.200 |
1 |
9 |
+0 |
May12 |
110920 |
88.500 |
88.500 |
88.500 |
88.500 |
+1.225 |
1 |
6 |
+0 |
Jun12 |
110920 |
88.800 |
88.800 |
88.800 |
88.800 |
+1.250 |
0 |
13 |
+0 |
Total Volume and Open Interest |
7,372 |
2,607 |
-1,135 |
Heating Oil(NYM) |
Oct11 |
110920 |
294.95 |
298.97 |
293.42 |
296.16 |
+1.69 |
42,724 |
62,070 |
-5,844 |
Nov11 |
110920 |
295.36 |
299.86 |
294.40 |
297.13 |
+1.70 |
28,876 |
75,728 |
+1,487 |
Dec11 |
110920 |
297.00 |
300.48 |
294.96 |
297.86 |
+1.77 |
17,811 |
54,689 |
+289 |
Jan12 |
110920 |
298.00 |
300.84 |
296.85 |
298.54 |
+1.83 |
7,149 |
37,214 |
+439 |
Feb12 |
110920 |
295.10 |
300.43 |
295.10 |
298.09 |
+1.88 |
2,786 |
13,664 |
-702 |
Mar12 |
110920 |
297.27 |
298.70 |
295.40 |
296.73 |
+1.91 |
2,006 |
14,016 |
+237 |
Apr12 |
110920 |
294.32 |
294.32 |
292.42 |
294.07 |
+1.84 |
829 |
6,898 |
+62 |
May12 |
110920 |
289.76 |
291.43 |
289.76 |
291.43 |
+1.74 |
593 |
5,688 |
+38 |
Jun12 |
110920 |
289.19 |
291.88 |
288.18 |
289.90 |
+1.67 |
4,263 |
31,569 |
+64 |
Jul12 |
110920 |
289.88 |
289.90 |
289.42 |
289.90 |
+1.67 |
228 |
2,985 |
+107 |
Aug12 |
110920 |
290.21 |
290.21 |
290.21 |
290.21 |
+1.68 |
41 |
3,464 |
+16 |
Sep12 |
110920 |
290.68 |
290.68 |
290.63 |
290.63 |
+1.68 |
359 |
3,025 |
+126 |
Total Volume and Open Interest |
109,092 |
331,118 |
-3,082 |
Gasoline(NYMEX) |
Oct11 |
110920 |
270.22 |
273.45 |
268.26 |
270.14 |
+0.49 |
33,681 |
56,608 |
-4,353 |
Nov11 |
110920 |
267.98 |
271.52 |
266.38 |
268.43 |
+0.92 |
25,866 |
69,130 |
+2,459 |
Dec11 |
110920 |
266.37 |
269.72 |
264.65 |
266.96 |
+1.25 |
12,408 |
50,211 |
+686 |
Jan12 |
110920 |
266.24 |
269.05 |
264.42 |
266.79 |
+1.33 |
4,176 |
31,027 |
+192 |
Feb12 |
110920 |
267.65 |
269.51 |
265.16 |
267.48 |
+1.39 |
1,247 |
12,055 |
-273 |
Mar12 |
110920 |
266.85 |
269.02 |
266.57 |
268.55 |
+1.50 |
479 |
11,891 |
-34 |
Apr12 |
110920 |
279.53 |
279.60 |
278.72 |
279.38 |
+1.67 |
363 |
8,556 |
-2 |
May12 |
110920 |
279.16 |
279.37 |
277.71 |
279.37 |
+1.74 |
263 |
4,311 |
+114 |
Jun12 |
110920 |
277.70 |
280.12 |
276.15 |
278.37 |
+1.81 |
674 |
13,827 |
+63 |
Jul12 |
110920 |
276.25 |
276.25 |
276.25 |
276.25 |
+1.95 |
110 |
1,602 |
-5 |
Total Volume and Open Interest |
79,624 |
277,685 |
-1,082 |
e-miNY RBOB Gasoline(NYM) |
Oct11 |
110920 |
270.10 |
270.14 |
270.10 |
270.10 |
+0.40 |
0 |
1 |
+0 |
Nov11 |
110920 |
268.40 |
268.43 |
268.40 |
268.40 |
+0.90 |
|
|
|
Dec11 |
110920 |
267.00 |
267.00 |
266.96 |
267.00 |
+1.30 |
0 |
1 |
+0 |
Jan12 |
110920 |
266.80 |
266.80 |
266.79 |
266.80 |
+1.30 |
0 |
1 |
+0 |
Total Volume and Open Interest |
0 |
4 |
+0 |
Natural Gas(NYM) |
Oct11 |
110920 |
3.830 |
3.859 |
3.779 |
3.798 |
-0.031 |
113,722 |
84,643 |
-16,368 |
Nov11 |
110920 |
3.935 |
3.964 |
3.867 |
3.885 |
-0.047 |
80,656 |
233,568 |
+5,628 |
Dec11 |
110920 |
4.170 |
4.205 |
4.128 |
4.142 |
-0.030 |
29,354 |
81,142 |
-1,848 |
Jan12 |
110920 |
4.312 |
4.350 |
4.270 |
4.286 |
-0.025 |
22,885 |
164,585 |
+622 |
Feb12 |
110920 |
4.347 |
4.347 |
4.289 |
4.303 |
-0.024 |
6,754 |
37,600 |
+828 |
Mar12 |
110920 |
4.299 |
4.333 |
4.261 |
4.275 |
-0.025 |
10,260 |
50,909 |
-733 |
Apr12 |
110920 |
4.287 |
4.315 |
4.239 |
4.256 |
-0.024 |
8,131 |
78,788 |
-235 |
May12 |
110920 |
4.338 |
4.338 |
4.277 |
4.287 |
-0.024 |
941 |
18,214 |
+130 |
Jun12 |
110920 |
4.357 |
4.380 |
4.324 |
4.328 |
-0.024 |
491 |
13,914 |
+43 |
Jul12 |
110920 |
4.378 |
4.394 |
4.361 |
4.373 |
-0.024 |
538 |
11,665 |
-6 |
Aug12 |
110920 |
4.383 |
4.411 |
4.383 |
4.398 |
-0.024 |
479 |
10,447 |
+5 |
Sep12 |
110920 |
4.385 |
4.409 |
4.385 |
4.401 |
-0.024 |
508 |
8,742 |
+4 |
Oct12 |
110920 |
4.436 |
4.455 |
4.417 |
4.433 |
-0.022 |
2,619 |
45,065 |
-1,048 |
Nov12 |
110920 |
4.590 |
4.607 |
4.590 |
4.595 |
-0.022 |
1,455 |
8,741 |
-341 |
Dec12 |
110920 |
4.850 |
4.874 |
4.836 |
4.853 |
-0.017 |
497 |
12,092 |
-162 |
Jan13 |
110920 |
4.977 |
5.007 |
4.977 |
4.991 |
-0.016 |
2,450 |
22,266 |
-314 |
Total Volume and Open Interest |
284,099 |
954,696 |
-12,648 |
Brent Crude Oil(ICE) |
Nov11 |
110920 |
109.20 |
111.59 |
108.70 |
110.54 |
+1.40 |
166,590 |
189,111 |
-3,593 |
Dec11 |
110920 |
108.10 |
110.24 |
107.68 |
109.26 |
+1.15 |
103,714 |
198,124 |
+447 |
Jan12 |
110920 |
107.94 |
109.46 |
107.09 |
108.50 |
+0.97 |
29,212 |
52,404 |
+716 |
Feb12 |
110920 |
107.32 |
108.95 |
106.94 |
108.05 |
+0.92 |
13,264 |
30,327 |
+2,313 |
Mar12 |
110920 |
107.42 |
108.60 |
106.82 |
107.74 |
+0.92 |
10,058 |
48,081 |
+144 |
Apr12 |
110920 |
107.17 |
108.36 |
106.43 |
107.50 |
+0.91 |
5,685 |
20,360 |
+74 |
May12 |
110920 |
106.94 |
108.07 |
106.36 |
107.29 |
+0.92 |
4,963 |
15,011 |
+487 |
Jun12 |
110920 |
106.63 |
107.91 |
105.81 |
107.08 |
+0.94 |
11,968 |
52,634 |
-1,168 |
Jul12 |
110920 |
106.41 |
106.90 |
106.41 |
106.90 |
+0.94 |
1,289 |
12,078 |
-4 |
Aug12 |
110920 |
106.69 |
106.69 |
106.69 |
106.69 |
+0.93 |
812 |
8,269 |
-244 |
Sep12 |
110920 |
106.44 |
106.44 |
106.44 |
106.44 |
+0.92 |
1,135 |
13,433 |
+45 |
Oct12 |
110920 |
106.18 |
106.18 |
106.18 |
106.18 |
+0.92 |
1,000 |
6,915 |
-168 |
Nov12 |
110920 |
105.90 |
105.90 |
105.90 |
105.90 |
+0.92 |
982 |
9,239 |
-6 |
Dec12 |
110920 |
104.76 |
106.49 |
104.34 |
105.61 |
+0.92 |
16,968 |
85,652 |
+1,956 |
Total Volume and Open Interest |
379,040 |
859,910 |
+1,858 |
Gas Oil(ICE) |
Oct11 |
110920 |
933.00 |
944.75 |
926.50 |
939.00 |
+7.50 |
56,096 |
137,780 |
-8,545 |
Nov11 |
110920 |
926.00 |
940.50 |
922.50 |
935.00 |
+7.50 |
51,394 |
101,949 |
+1,316 |
Dec11 |
110920 |
924.50 |
935.75 |
918.00 |
930.50 |
+7.25 |
34,343 |
79,687 |
-1,159 |
Jan12 |
110920 |
923.25 |
932.00 |
917.75 |
927.00 |
+7.00 |
11,521 |
63,053 |
-266 |
Feb12 |
110920 |
920.00 |
928.50 |
916.50 |
923.50 |
+6.75 |
6,491 |
31,551 |
+68 |
Mar12 |
110920 |
916.00 |
921.50 |
913.25 |
920.25 |
+6.75 |
4,358 |
21,587 |
+255 |
Apr12 |
110920 |
913.00 |
917.50 |
910.25 |
917.00 |
+6.75 |
2,334 |
15,282 |
+334 |
May12 |
110920 |
911.00 |
914.50 |
907.25 |
913.75 |
+6.50 |
1,843 |
12,730 |
-27 |
Jun12 |
110920 |
907.50 |
915.75 |
904.75 |
911.75 |
+6.50 |
5,528 |
42,237 |
-562 |
Jul12 |
110920 |
911.75 |
911.75 |
911.75 |
911.75 |
+6.25 |
638 |
12,190 |
-39 |
Total Volume and Open Interest |
180,102 |
594,236 |
-7,888 |
Ethanol(CBOT) |
Sep11 |
110906 |
2.835 |
2.850 |
2.835 |
2.840 |
-0.052 |
84 |
85 |
-31 |
Oct11 |
110920 |
2.654 |
2.670 |
2.647 |
2.652 |
+0.013 |
104 |
968 |
-42 |
Nov11 |
110920 |
2.625 |
2.632 |
2.603 |
2.607 |
+0.010 |
118 |
965 |
-18 |
Dec11 |
110920 |
2.578 |
2.580 |
2.558 |
2.560 |
+0.009 |
48 |
1,373 |
-10 |
Jan12 |
110920 |
2.510 |
2.518 |
2.499 |
2.503 |
+0.007 |
179 |
860 |
-87 |
Feb12 |
110920 |
2.508 |
2.508 |
2.491 |
2.498 |
+0.009 |
15 |
1,029 |
+14 |
Mar12 |
110920 |
2.511 |
2.513 |
2.500 |
2.508 |
+0.010 |
20 |
1,016 |
+2 |
Apr12 |
110920 |
2.534 |
2.535 |
2.525 |
2.532 |
+0.006 |
7 |
719 |
+5 |
Total Volume and Open Interest |
687 |
10,097 |
-120 |
WTI Crude Oil(ICE) |
Nov11 |
110920 |
85.50 |
87.67 |
85.50 |
86.92 |
+1.11 |
67,894 |
67,843 |
+2,138 |
Dec11 |
110920 |
85.85 |
87.90 |
85.78 |
87.17 |
+1.14 |
26,093 |
92,304 |
-527 |
Jan12 |
110920 |
86.33 |
88.10 |
86.09 |
87.43 |
+1.16 |
9,088 |
24,960 |
+1,387 |
Feb12 |
110920 |
86.48 |
88.32 |
86.48 |
87.68 |
+1.17 |
3,225 |
11,595 |
+143 |
Mar12 |
110920 |
86.69 |
88.59 |
86.69 |
87.94 |
+1.18 |
3,171 |
16,048 |
+68 |
Apr12 |
110920 |
87.23 |
88.85 |
87.23 |
88.22 |
+1.20 |
1,572 |
6,700 |
+40 |
May12 |
110920 |
87.22 |
88.91 |
87.22 |
88.51 |
+1.23 |
1,071 |
7,891 |
+21 |
Jun12 |
110920 |
87.49 |
88.90 |
87.49 |
88.81 |
+1.26 |
3,973 |
27,403 |
+936 |
Jul12 |
110920 |
88.87 |
89.09 |
88.87 |
89.09 |
+1.27 |
323 |
7,695 |
-73 |
Aug12 |
110920 |
89.31 |
89.31 |
89.31 |
89.31 |
+1.28 |
111 |
4,792 |
-10 |
Sep12 |
110920 |
89.52 |
89.52 |
89.52 |
89.52 |
+1.29 |
298 |
8,420 |
+28 |
Oct12 |
110920 |
89.73 |
89.73 |
89.73 |
89.73 |
+1.30 |
40 |
1,526 |
-12 |
Nov12 |
110920 |
89.94 |
89.94 |
89.94 |
89.94 |
+1.31 |
57 |
2,519 |
+3 |
Dec12 |
110920 |
88.81 |
90.65 |
88.81 |
90.17 |
+1.32 |
4,390 |
46,265 |
-24 |
Jan13 |
110920 |
90.29 |
90.29 |
90.29 |
90.29 |
+1.32 |
0 |
1,954 |
+0 |
Feb13 |
110920 |
90.39 |
90.39 |
90.39 |
90.39 |
+1.31 |
0 |
588 |
+0 |
Total Volume and Open Interest |
125,332 |
408,414 |
-18,394 |
US Dollar Index(ICE) |
Dec11 |
110920 |
77.830 |
77.960 |
77.325 |
77.527 |
-0.113 |
34,945 |
62,726 |
+2,108 |
Mar12 |
110920 |
77.875 |
77.948 |
77.820 |
77.948 |
-0.177 |
1 |
505 |
+0 |
Jun12 |
110920 |
78.427 |
78.427 |
78.427 |
78.427 |
-0.178 |
0 |
2 |
+0 |
Total Volume and Open Interest |
34,946 |
63,233 |
-12,702 |
Australian Dollar(CME) |
Sep11 |
110919 |
102.95 |
103.77 |
101.77 |
101.77 |
-2.00 |
12,000 |
51,627 |
-3,139 |
Dec11 |
110920 |
101.04 |
102.02 |
100.41 |
101.65 |
+0.97 |
118,893 |
78,707 |
+2,172 |
Mar12 |
110920 |
100.73 |
101.31 |
99.80 |
100.75 |
+0.95 |
16 |
37 |
+12 |
Total Volume and Open Interest |
118,918 |
78,846 |
-49,434 |
British Pound(CME) |
Sep11 |
110919 |
157.37 |
157.89 |
156.45 |
156.58 |
-1.31 |
21,912 |
45,896 |
-6,988 |
Dec11 |
110920 |
156.88 |
157.35 |
156.41 |
157.16 |
+0.38 |
95,022 |
142,883 |
+5,255 |
Mar12 |
110920 |
157.09 |
157.18 |
156.65 |
157.04 |
+0.39 |
30 |
45 |
+11 |
Total Volume and Open Interest |
95,052 |
142,934 |
-40,630 |
Canadian Dollar(CME) |
Sep11 |
110920 |
100.96 |
101.13 |
100.54 |
100.74 |
-0.16 |
3,137 |
40,472 |
-859 |
Dec11 |
110920 |
100.82 |
101.00 |
100.31 |
100.68 |
-0.03 |
87,100 |
75,618 |
-466 |
Mar12 |
110920 |
100.45 |
100.69 |
100.25 |
100.55 |
-0.03 |
339 |
2,942 |
+135 |
Jun12 |
110920 |
100.40 |
100.45 |
100.36 |
100.45 |
+0.02 |
0 |
574 |
+0 |
Total Volume and Open Interest |
90,578 |
119,991 |
-1,190 |
Japanese Yen(CME) |
Sep11 |
110919 |
129.99 |
130.45 |
129.89 |
130.39 |
+0.29 |
12,392 |
57,164 |
-4,547 |
Dec11 |
110920 |
130.70 |
131.13 |
130.44 |
131.11 |
+0.22 |
71,369 |
126,637 |
+8,182 |
Mar12 |
110920 |
130.73 |
131.28 |
130.73 |
131.28 |
+0.22 |
1 |
122 |
+1 |
Total Volume and Open Interest |
71,370 |
126,781 |
-48,981 |
Swiss Franc(CME) |
Sep11 |
110919 |
113.60 |
114.16 |
112.75 |
112.83 |
-1.33 |
3,817 |
24,791 |
-926 |
Dec11 |
110920 |
113.71 |
114.07 |
112.37 |
112.76 |
-0.84 |
20,200 |
20,345 |
+522 |
Mar12 |
110920 |
113.75 |
113.94 |
112.95 |
113.10 |
-0.84 |
3 |
534 |
-2 |
Total Volume and Open Interest |
20,203 |
20,891 |
-24,271 |
EuroFX(CME) |
Sep11 |
110919 |
136.80 |
137.95 |
135.98 |
136.06 |
-1.89 |
79,709 |
120,126 |
-12,433 |
Dec11 |
110920 |
136.68 |
137.38 |
135.85 |
136.78 |
+0.20 |
318,921 |
202,661 |
-9,673 |
Mar12 |
110920 |
135.96 |
137.25 |
135.96 |
136.77 |
+0.21 |
31 |
830 |
+3 |
Total Volume and Open Interest |
318,967 |
204,334 |
-129,790 |
Mexican Peso(CME) |
Sep11 |
110919 |
765.0 |
768.5 |
755.8 |
756.2 |
-12.2 |
7,675 |
41,368 |
-954 |
Oct11 |
110920 |
755.8 |
757.2 |
755.8 |
755.8 |
-1.5 |
|
|
|
Total Volume and Open Interest |
32,778 |
76,903 |
-38,700 |
Brazilian Real(CME) |
Oct11 |
110920 |
555.70 |
558.40 |
555.70 |
555.70 |
-2.70 |
|
|
|
Nov11 |
110920 |
552.80 |
555.55 |
552.80 |
552.80 |
-2.75 |
0 |
1,500 |
+0 |
Dec11 |
110920 |
550.00 |
556.30 |
544.65 |
549.90 |
-2.80 |
920 |
5,305 |
+191 |
Jan12 |
110920 |
547.00 |
549.85 |
547.00 |
547.00 |
-2.85 |
1 |
14,367 |
+1 |
Total Volume and Open Interest |
921 |
37,419 |
+192 |
30-Year T-Bonds(CBOT) |
Sep11 |
110920 |
142~250 |
143~000 |
141~310 |
142~200 |
-0~100 |
7,884 |
15,490 |
-5,601 |
Dec11 |
110920 |
141~180 |
141~270 |
140~210 |
141~120 |
-0~110 |
275,639 |
642,813 |
+4,283 |
Mar12 |
110920 |
140~250 |
141~000 |
140~210 |
140~210 |
-0~110 |
128 |
304 |
+47 |
Total Volume and Open Interest |
283,651 |
658,607 |
-1,271 |
10-Year T-Notes(CBOT) |
Sep11 |
110920 |
131~120 |
131~145 |
131~020 |
131~110 |
-0~025 |
5,609 |
13,872 |
-3,089 |
Dec11 |
110920 |
130~175 |
130~235 |
130~055 |
130~150 |
-0~025 |
894,252 |
1,551,637 |
+12,218 |
Mar12 |
110920 |
129~210 |
129~220 |
129~210 |
129~215 |
-0~005 |
3 |
7 |
+1 |
Total Volume and Open Interest |
899,864 |
1,565,516 |
+9,130 |
5-Year T-Notes(CBOT) |
Sep11 |
110920 |
124~000 |
124~003 |
123~105 |
123~126 |
-0~005 |
12,116 |
43,394 |
-6,393 |
Dec11 |
110920 |
123~014 |
123~029 |
122~116 |
123~011 |
-0~007 |
517,019 |
1,315,994 |
+21,296 |
Mar12 |
110920 |
122~035 |
122~042 |
122~035 |
122~035 |
-0~007 |
|
|
|
Total Volume and Open Interest |
529,135 |
1,359,388 |
+14,903 |
2 Year T-Notes(CBOT) |
Sep11 |
110920 |
110~047 |
110~047 |
110~045 |
110~045 |
-0~002 |
3,337 |
17,045 |
-133 |
Dec11 |
110920 |
110~043 |
110~045 |
110~039 |
110~041 |
-0~002 |
178,303 |
783,399 |
-4,461 |
Mar12 |
110920 |
110~036 |
110~038 |
110~036 |
110~036 |
-0~002 |
0 |
138 |
+0 |
Total Volume and Open Interest |
181,640 |
800,582 |
-4,594 |
Eurodollars(CME) |
Dec11 |
110920 |
99.525 |
99.550 |
99.505 |
99.540 |
+0.020 |
255,151 |
1,093,797 |
-10,640 |
Mar12 |
110920 |
99.500 |
99.530 |
99.475 |
99.520 |
+0.025 |
177,182 |
1,014,934 |
-4,164 |
Jun12 |
110920 |
99.515 |
99.545 |
99.500 |
99.535 |
+0.020 |
161,761 |
1,126,493 |
-15,714 |
Sep12 |
110920 |
99.540 |
99.555 |
99.520 |
99.550 |
+0.015 |
189,375 |
764,108 |
-28,710 |
Dec12 |
110920 |
99.545 |
99.550 |
99.520 |
99.545 |
+0.005 |
156,571 |
753,099 |
-4,127 |
Mar13 |
110920 |
99.530 |
99.540 |
99.505 |
99.535 |
unch |
139,134 |
731,223 |
-3,525 |
Jun13 |
110920 |
99.475 |
99.490 |
99.440 |
99.475 |
unch |
119,760 |
554,221 |
+1,268 |
Sep13 |
110920 |
99.370 |
99.395 |
99.340 |
99.375 |
unch |
135,312 |
495,167 |
-18,234 |
Dec13 |
110920 |
99.215 |
99.240 |
99.180 |
99.220 |
unch |
80,327 |
405,531 |
-760 |
Mar14 |
110920 |
99.065 |
99.080 |
99.015 |
99.055 |
unch |
66,855 |
281,665 |
+3,246 |
Jun14 |
110920 |
98.855 |
98.890 |
98.820 |
98.865 |
unch |
67,278 |
278,252 |
-5,011 |
Sep14 |
110920 |
98.675 |
98.695 |
98.620 |
98.670 |
unch |
83,138 |
167,301 |
+4,555 |
Dec14 |
110920 |
98.475 |
98.495 |
98.420 |
98.470 |
unch |
44,466 |
172,567 |
+6,150 |
Mar15 |
110920 |
98.280 |
98.300 |
98.225 |
98.280 |
unch |
22,360 |
121,189 |
-1,575 |
Jun15 |
110920 |
6.340 |
6.355 |
6.280 |
6.340 |
-0.005 |
18,626 |
117,229 |
+124 |
Sep15 |
110920 |
6.165 |
6.175 |
6.090 |
6.155 |
-0.005 |
17,942 |
74,256 |
+254 |
Dec15 |
110920 |
5.980 |
5.985 |
5.905 |
5.970 |
-0.010 |
18,542 |
66,063 |
-1,006 |
Mar16 |
110920 |
5.805 |
5.830 |
5.745 |
5.810 |
-0.015 |
8,540 |
51,496 |
-23 |
Total Volume and Open Interest |
1,814,396 |
8,491,931 |
-66,330 |
30 Day Federal Funds(CBOT) |
Sep11 |
110920 |
99.918 |
99.920 |
99.915 |
99.918 |
unch |
2,175 |
52,390 |
-650 |
Oct11 |
110920 |
99.935 |
99.935 |
99.925 |
99.930 |
unch |
9,507 |
63,378 |
-661 |
Nov11 |
110920 |
99.940 |
99.940 |
99.930 |
99.935 |
unch |
13,136 |
63,487 |
+2,519 |
Dec11 |
110920 |
99.940 |
99.940 |
99.930 |
99.935 |
-0.005 |
6,093 |
63,950 |
-1,066 |
Jan12 |
110920 |
99.940 |
99.940 |
99.930 |
99.935 |
unch |
4,732 |
54,506 |
-709 |
Feb12 |
110920 |
99.940 |
99.940 |
99.930 |
99.930 |
-0.005 |
5,937 |
46,972 |
-2,090 |
Total Volume and Open Interest |
52,198 |
703,443 |
-1,654 |
30 Day Fed Funds(e-CBOT) |
3-Mth Euro-Yen(CME) |
Dec11 |
110920 |
99.690 |
99.690 |
99.690 |
99.690 |
+0.003 |
0 |
332 |
+0 |
Mar12 |
110920 |
99.698 |
99.698 |
99.698 |
99.698 |
+0.010 |
0 |
340 |
+0 |
Jun12 |
110920 |
99.702 |
99.702 |
99.702 |
99.702 |
+0.010 |
|
|
|
Sep12 |
110920 |
99.700 |
99.700 |
99.700 |
99.700 |
+0.010 |
|
|
|
Dec12 |
110920 |
99.760 |
99.760 |
99.760 |
99.760 |
+0.010 |
|
|
|
Mar13 |
110920 |
99.760 |
99.760 |
99.760 |
99.760 |
+0.010 |
|
|
|
Jun13 |
110920 |
99.715 |
99.715 |
99.715 |
99.715 |
+0.010 |
|
|
|
Sep13 |
110920 |
99.575 |
99.575 |
99.575 |
99.575 |
+0.010 |
|
|
|
Dec13 |
110920 |
99.435 |
99.435 |
99.435 |
99.435 |
+0.010 |
|
|
|
Mar14 |
110920 |
99.295 |
99.295 |
99.295 |
99.295 |
+0.010 |
|
|
|
Total Volume and Open Interest |
0 |
672 |
+0 |
3-Mth Euro-Yen(SGX) |
Dec11 |
110920 |
99.69 |
99.69 |
99.69 |
99.69 |
+0.00 |
0 |
2,025 |
+0 |
Mar12 |
110920 |
99.70 |
99.70 |
99.70 |
99.70 |
+0.01 |
0 |
2,338 |
+0 |
Jun12 |
110920 |
99.70 |
99.70 |
99.70 |
99.70 |
+0.01 |
0 |
1,470 |
+0 |
Sep12 |
110920 |
99.70 |
99.70 |
99.70 |
99.70 |
+0.01 |
0 |
411 |
+0 |
Dec12 |
110920 |
99.76 |
99.76 |
99.76 |
99.76 |
+0.01 |
0 |
51 |
+0 |
Mar13 |
110920 |
99.76 |
99.76 |
99.76 |
99.76 |
+0.01 |
0 |
1 |
+0 |
Jun13 |
110920 |
99.71 |
99.71 |
99.71 |
99.71 |
+0.01 |
|
|
|
Sep13 |
110920 |
99.57 |
99.57 |
99.57 |
99.57 |
+0.01 |
|
|
|
Total Volume and Open Interest |
0 |
6,298 |
+0 |
Japanese Gov't Bonds(SGX) |
Dec11 |
110920 |
142.73 |
142.92 |
142.71 |
142.71 |
+0.14 |
1,277 |
26,190 |
+37 |
Mar12 |
110920 |
141.96 |
141.96 |
141.96 |
141.96 |
+0.02 |
0 |
4 |
+0 |
Jun12 |
110920 |
139.87 |
139.87 |
139.87 |
139.87 |
+0.02 |
|
|
|
Total Volume and Open Interest |
1,277 |
26,194 |
+37 |
Euro-Bund(EUREX) |
Dec11 |
110920 |
137.77 |
138.14 |
137.20 |
137.44 |
+0.01 |
586,437 |
838,875 |
-17,377 |
Mar12 |
110920 |
138.25 |
138.58 |
137.88 |
137.96 |
unch |
65 |
408 |
-28 |
Jun12 |
110920 |
137.74 |
137.74 |
137.74 |
137.74 |
+0.01 |
|
|
|
Total Volume and Open Interest |
586,502 |
839,283 |
-17,405 |
Euro-Bobl(EUREX) |
Dec11 |
110920 |
122.66 |
122.85 |
122.38 |
122.51 |
unch |
297,733 |
688,177 |
-6,159 |
Mar12 |
110920 |
122.91 |
122.91 |
122.91 |
122.91 |
+0.08 |
350 |
20 |
+0 |
Jun12 |
110920 |
122.66 |
122.66 |
122.66 |
122.66 |
unch |
|
|
|
Total Volume and Open Interest |
298,083 |
688,197 |
-6,159 |
3-Mth Euribor(EUREX) |
Sep11 |
110919 |
98.465 |
98.465 |
98.465 |
98.465 |
unch |
9 |
1,722 |
-5 |
Dec11 |
110920 |
98.820 |
98.830 |
98.820 |
98.830 |
+0.015 |
526 |
1,804 |
+270 |
Mar12 |
110920 |
98.920 |
98.920 |
98.920 |
98.920 |
+0.005 |
175 |
2,445 |
+0 |
Total Volume and Open Interest |
1,144 |
9,142 |
-1,111 |
Long Gilt(LIFFE) |
Sep11 |
110920 |
131~17 |
131~28 |
131~17 |
131~20 |
-0~02 |
140 |
19,244 |
+30 |
Dec11 |
110920 |
130~31 |
130~31 |
130~04 |
130~11 |
-0~02 |
90,293 |
347,331 |
-2,812 |
Total Volume and Open Interest |
90,433 |
366,575 |
-2,782 |
3-Mth Short Sterling(LIFFE) |
Sep11 |
110920 |
99.08 |
99.08 |
99.07 |
99.08 |
+0.01 |
16,826 |
323,677 |
-7,604 |
Dec11 |
110920 |
99.05 |
99.06 |
99.02 |
99.05 |
unch |
43,267 |
422,867 |
-1,830 |
Mar12 |
110920 |
99.08 |
99.09 |
99.06 |
99.08 |
unch |
60,016 |
424,401 |
+15,972 |
Jun12 |
110920 |
99.11 |
99.13 |
99.10 |
99.11 |
unch |
55,204 |
229,674 |
+498 |
Sep12 |
110920 |
99.14 |
99.15 |
99.12 |
99.13 |
unch |
42,121 |
284,444 |
+11,473 |
Dec12 |
110920 |
99.11 |
99.13 |
99.09 |
99.11 |
unch |
47,793 |
268,205 |
-174 |
Total Volume and Open Interest |
360,592 |
2,485,075 |
+20,774 |
3-Mth Euribor(LIFFE) |
Dec11 |
110920 |
98.825 |
98.850 |
98.810 |
98.830 |
+0.015 |
250,370 |
747,193 |
+54,292 |
Mar12 |
110920 |
98.915 |
98.940 |
98.905 |
98.920 |
unch |
165,784 |
517,815 |
-2,919 |
Jun12 |
110920 |
98.950 |
98.970 |
98.925 |
98.945 |
-0.005 |
105,896 |
365,881 |
-1,051 |
Total Volume and Open Interest |
926,287 |
3,182,931 |
-491,880 |
3-Mth Aus T-Bills(SFE) |
Dec11 |
110920 |
95.92 |
95.96 |
95.81 |
95.87 |
-0.06 |
27,029 |
244,903 |
+1,613 |
Mar12 |
110920 |
96.28 |
96.35 |
96.16 |
96.24 |
-0.05 |
17,776 |
176,640 |
+919 |
Jun12 |
110920 |
96.32 |
96.39 |
96.21 |
96.29 |
-0.05 |
11,007 |
104,848 |
+291 |
Sep12 |
110920 |
96.23 |
96.37 |
96.13 |
96.21 |
-0.03 |
5,087 |
76,511 |
+415 |
Dec12 |
110920 |
96.14 |
96.20 |
96.08 |
96.12 |
-0.03 |
2,753 |
40,492 |
+771 |
Mar13 |
110920 |
95.99 |
96.07 |
95.96 |
96.02 |
-0.02 |
1,549 |
42,988 |
+882 |
Jun13 |
110920 |
95.90 |
95.98 |
95.85 |
95.90 |
-0.03 |
1,316 |
26,733 |
+425 |
Sep13 |
110920 |
95.76 |
95.85 |
95.66 |
95.79 |
-0.02 |
793 |
9,147 |
+213 |
Dec13 |
110920 |
95.56 |
95.65 |
95.55 |
95.65 |
-0.03 |
4 |
2,278 |
+4 |
Mar14 |
110920 |
95.46 |
95.52 |
95.45 |
95.52 |
-0.03 |
2 |
394 |
+2 |
Total Volume and Open Interest |
67,317 |
724,994 |
+5,536 |
10-Year Aus T-Bonds(SFE) |
Dec11 |
110920 |
95.82 |
95.90 |
95.81 |
95.83 |
unch |
40,594 |
323,601 |
+3,953 |
Mar12 |
110920 |
95.83 |
95.83 |
95.83 |
95.83 |
unch |
|
|
|
Total Volume and Open Interest |
40,594 |
323,601 |
+3,953 |
3-Year Aus T-Bonds(SFE) |
Dec11 |
110920 |
96.41 |
96.50 |
96.35 |
96.43 |
unch |
153,457 |
457,552 |
-9,680 |
Mar12 |
110920 |
96.43 |
96.43 |
96.43 |
96.43 |
unch |
|
|
|
Total Volume and Open Interest |
153,457 |
457,552 |
-9,680 |
Gold(CMX) |
Oct11 |
110920 |
1776.8 |
1811.7 |
1770.4 |
1806.9 |
+30.2 |
7,996 |
32,328 |
+148 |
Dec11 |
110920 |
1780.9 |
1814.3 |
1772.0 |
1809.1 |
+30.2 |
189,056 |
322,334 |
-1,536 |
Feb12 |
110920 |
1782.1 |
1815.3 |
1776.0 |
1811.1 |
+30.2 |
3,069 |
37,573 |
+415 |
Apr12 |
110920 |
1788.0 |
1813.5 |
1786.0 |
1812.8 |
+30.2 |
456 |
9,981 |
+136 |
Jun12 |
110920 |
1784.5 |
1819.4 |
1784.5 |
1814.6 |
+30.2 |
432 |
17,412 |
+25 |
Aug12 |
110920 |
1795.0 |
1817.0 |
1788.0 |
1816.6 |
+30.3 |
90 |
6,763 |
-7 |
Oct12 |
110920 |
1793.0 |
1818.5 |
1793.0 |
1818.5 |
+30.4 |
105 |
4,244 |
-1 |
Dec12 |
110920 |
1800.0 |
1820.6 |
1794.0 |
1820.6 |
+30.5 |
200 |
14,858 |
+50 |
Feb13 |
110920 |
1822.5 |
1822.6 |
1817.2 |
1822.6 |
+30.6 |
4 |
3,411 |
+0 |
Apr13 |
110920 |
1824.7 |
1824.7 |
1824.7 |
1824.7 |
+30.7 |
4 |
332 |
+2 |
Jun13 |
110920 |
1827.1 |
1827.1 |
1827.1 |
1827.1 |
+30.7 |
50 |
12,867 |
+40 |
Total Volume and Open Interest |
201,728 |
502,533 |
-856 |
Silver(CMX) |
Sep11 |
110920 |
3951.5 |
4015.0 |
3937.5 |
4008.1 |
+97.1 |
52 |
272 |
-21 |
Dec11 |
110920 |
3973.0 |
4037.5 |
3923.0 |
4013.7 |
+97.4 |
46,847 |
74,359 |
-36 |
Mar12 |
110920 |
3967.5 |
4023.5 |
3927.0 |
4017.1 |
+97.5 |
704 |
9,090 |
-2 |
May12 |
110920 |
3973.0 |
4019.0 |
3961.0 |
4018.2 |
+97.5 |
24 |
2,639 |
+4 |
Jul12 |
110920 |
4031.0 |
4031.0 |
3996.5 |
4018.7 |
+97.6 |
116 |
2,020 |
-1 |
Sep12 |
110920 |
4015.8 |
4015.8 |
4015.8 |
4015.8 |
+97.5 |
102 |
596 |
+55 |
Dec12 |
110920 |
3953.0 |
4020.0 |
3944.0 |
4011.9 |
+98.2 |
543 |
10,219 |
+230 |
Total Volume and Open Interest |
49,378 |
112,490 |
+303 |
Platinum(NYMEX) |
Oct11 |
110920 |
1775.0 |
1790.5 |
1766.5 |
1781.9 |
+9.9 |
7,607 |
24,815 |
-971 |
Jan12 |
110920 |
1779.5 |
1794.1 |
1773.4 |
1786.6 |
+10.2 |
1,113 |
11,502 |
+617 |
Apr12 |
110920 |
1782.9 |
1795.2 |
1782.9 |
1790.2 |
+10.2 |
77 |
1,618 |
+63 |
Jul12 |
110920 |
1794.0 |
1794.0 |
1792.0 |
1793.1 |
+10.2 |
1 |
26 |
+0 |
Total Volume and Open Interest |
8,799 |
37,966 |
-290 |
Palladium(NYMEX) |
Sep11 |
110920 |
717.50 |
717.50 |
716.00 |
716.00 |
+5.65 |
0 |
47 |
-1 |
Dec11 |
110920 |
715.05 |
724.00 |
715.00 |
717.75 |
+5.65 |
2,985 |
19,310 |
+65 |
Mar12 |
110920 |
63.64 |
63.64 |
63.64 |
63.64 |
+5.65 |
2 |
204 |
+2 |
Total Volume and Open Interest |
2,988 |
19,572 |
+67 |
Copper(CMX) |
Sep11 |
110920 |
375.65 |
380.15 |
370.50 |
371.65 |
-5.50 |
502 |
1,029 |
-130 |
Dec11 |
110920 |
379.50 |
382.40 |
370.50 |
372.55 |
-5.70 |
47,106 |
77,971 |
+1,008 |
Mar12 |
110920 |
379.00 |
383.05 |
372.75 |
374.70 |
-5.65 |
8,364 |
26,886 |
-11 |
May12 |
110920 |
379.50 |
382.30 |
374.15 |
375.85 |
-5.55 |
1,617 |
7,059 |
+1,177 |
Jul12 |
110920 |
382.00 |
382.00 |
375.05 |
376.65 |
-5.55 |
294 |
1,406 |
+89 |
Total Volume and Open Interest |
59,276 |
122,556 |
+2,164 |
DJIA Index(CBOT) |
Dec11 |
110920 |
11317 |
11475 |
11229 |
11335 |
+12 |
546 |
10,368 |
+52 |
Mar12 |
110920 |
11258 |
11258 |
11242 |
11258 |
+16 |
0 |
21 |
+0 |
Jun12 |
110920 |
11188 |
11188 |
11172 |
11188 |
+16 |
|
|
|
Sep12 |
110920 |
11125 |
11125 |
11102 |
11125 |
+23 |
|
|
|
Total Volume and Open Interest |
546 |
10,389 |
+52 |
E-mini DJIA Index(CBOT) |
Sep11 |
110916 |
11435 |
11500 |
11400 |
11500 |
+48 |
20,642 |
38,821 |
-3,676 |
Dec11 |
110920 |
11318 |
11475 |
11220 |
11335 |
+12 |
123,756 |
67,230 |
-1,609 |
Mar12 |
110920 |
11201 |
11377 |
11176 |
11258 |
+16 |
18 |
122 |
+4 |
Jun12 |
110920 |
11188 |
11188 |
11188 |
11188 |
+16 |
|
|
|
Total Volume and Open Interest |
123,774 |
67,352 |
-1,605 |
S & P 500(CME) |
Dec11 |
110920 |
1196.70 |
1214.50 |
1185.40 |
1196.00 |
-1.80 |
16,214 |
262,086 |
-2,844 |
Mar12 |
110920 |
1194.00 |
1207.90 |
1188.90 |
1190.00 |
-1.90 |
5 |
3,015 |
+1 |
Jun12 |
110920 |
1185.10 |
1202.80 |
1183.80 |
1185.10 |
-1.70 |
60 |
82 |
+55 |
Sep12 |
110920 |
1179.30 |
1197.00 |
1178.00 |
1179.30 |
-1.70 |
|
|
|
Total Volume and Open Interest |
16,279 |
265,283 |
-2,788 |
S & P 500 E-Mini(Globex) |
Dec11 |
110920 |
1196.75 |
1214.50 |
1185.25 |
1196.00 |
-1.75 |
2,446,620 |
2,897,053 |
-33,681 |
Mar12 |
110920 |
1192.00 |
1208.00 |
1181.00 |
1190.00 |
-2.00 |
925 |
1,498 |
+271 |
Total Volume and Open Interest |
2,447,545 |
2,898,664 |
-33,410 |
NASDAQ 100(CME) |
Dec11 |
110920 |
2323.00 |
2333.00 |
2284.80 |
2296.50 |
-4.50 |
2,392 |
8,594 |
+1,245 |
Mar12 |
110920 |
2292.50 |
2325.00 |
2289.00 |
2292.50 |
-4.50 |
|
|
|
Jun12 |
110920 |
2289.50 |
2289.50 |
2287.00 |
2289.50 |
-4.50 |
|
|
|
Total Volume and Open Interest |
2,392 |
8,594 |
+1,245 |
NASDAQ 100 E-Mini(Globex) |
Dec11 |
110920 |
2298.80 |
2332.50 |
2283.80 |
2296.50 |
-4.50 |
317,744 |
305,449 |
+7,636 |
Mar12 |
110920 |
2292.50 |
2323.50 |
2281.30 |
2292.50 |
-4.50 |
146 |
259 |
+6 |
Total Volume and Open Interest |
317,890 |
305,715 |
+7,642 |
S & P Midcap 400(CME) |
Dec11 |
110920 |
840.20 |
863.00 |
840.20 |
840.20 |
-11.10 |
0 |
393 |
+0 |
Mar12 |
110920 |
838.20 |
838.20 |
838.20 |
838.20 |
-11.10 |
|
|
|
Jun12 |
110920 |
836.20 |
836.20 |
836.20 |
836.20 |
-11.10 |
|
|
|
Total Volume and Open Interest |
0 |
393 |
+0 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Dec11 |
110920 |
8670 |
8745 |
8635 |
8645 |
-55 |
6,172 |
26,392 |
+200 |
Mar12 |
110920 |
8650 |
8700 |
8650 |
8650 |
-50 |
0 |
2 |
+0 |
Total Volume and Open Interest |
6,172 |
26,394 |
+200 |
Nikkei 225(SGX) |
Dec11 |
110920 |
8710 |
8740 |
8610 |
8640 |
-145 |
101,467 |
180,840 |
+2,111 |
Mar12 |
110920 |
8685 |
8685 |
8610 |
8630 |
-150 |
21 |
680 |
+9 |
Jun12 |
110920 |
8555 |
8555 |
8555 |
8555 |
-150 |
0 |
18 |
+0 |
Total Volume and Open Interest |
101,943 |
193,892 |
+2,450 |
CAC 40(EURONEXT) |
Oct11 |
110920 |
2924.0 |
2993.5 |
2910.0 |
2986.0 |
+42.0 |
92,891 |
255,245 |
-5,905 |
Nov11 |
110920 |
2943.5 |
2980.5 |
2927.5 |
2980.5 |
+42.0 |
212 |
180 |
+90 |
Dec11 |
110920 |
2919.5 |
2978.5 |
2907.5 |
2977.0 |
+40.0 |
559 |
28,179 |
-121 |
Total Volume and Open Interest |
93,662 |
283,607 |
-5,937 |
Hang Seng Index(HKFE) |
Sep11 |
110920 |
19040 |
19077 |
18728 |
19006 |
+71 |
79,287 |
99,767 |
-405 |
Oct11 |
110920 |
19002 |
19063 |
18730 |
19008 |
+75 |
1,705 |
4,012 |
+459 |
Total Volume and Open Interest |
81,303 |
109,930 |
+57 |
DAX(EUREX) |
Sep11 |
110916 |
5572.5 |
5636.5 |
5529.0 |
5575.5 |
+76.0 |
270,393 |
71,329 |
-28,630 |
Dec11 |
110920 |
5396.5 |
5589.0 |
5370.0 |
5577.0 |
+132.5 |
161,656 |
172,009 |
+1,654 |
Mar12 |
110920 |
5414.5 |
5595.0 |
5386.0 |
5589.0 |
+132.0 |
81 |
5,028 |
-622 |
Total Volume and Open Interest |
161,737 |
177,037 |
+1,032 |
FT-SE 100(EURONEXT) |
Dec11 |
110920 |
5230.50 |
5352.50 |
5191.00 |
5340.50 |
+104.00 |
99,792 |
628,916 |
+5,375 |
Mar12 |
110920 |
5235.00 |
5305.50 |
5235.00 |
5305.50 |
+104.00 |
5 |
787 |
+5 |
Jun12 |
110920 |
5266.00 |
5267.50 |
5266.00 |
5267.50 |
+104.00 |
5 |
473 |
+5 |
Total Volume and Open Interest |
99,802 |
630,176 |
+5,385 |
SPI 200(SFE) |
Sep11 |
110916 |
4098.0 |
4098.0 |
4098.0 |
4098.0 |
-1.0 |
0 |
32,346 |
-52,047 |
Dec11 |
110920 |
4097.0 |
4110.0 |
4038.0 |
4045.0 |
-49.0 |
40,087 |
195,343 |
-4,866 |
Mar12 |
110920 |
4078.0 |
4078.0 |
4023.0 |
4023.0 |
-49.0 |
23 |
2,179 |
-60 |
Total Volume and Open Interest |
40,189 |
200,069 |
-4,996 |
GSCI(CME) |
Oct11 |
110920 |
642.50 |
648.50 |
640.00 |
643.00 |
+5.50 |
220 |
8,271 |
+72 |
Nov11 |
110920 |
643.75 |
649.50 |
641.00 |
644.00 |
+5.50 |
4 |
0 |
+0 |
Dec11 |
110920 |
645.00 |
652.00 |
643.00 |
647.25 |
+5.25 |
2 |
0 |
+0 |
Total Volume and Open Interest |
226 |
8,271 |
+72 |
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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