|
MRCI's End of Day Prices |
Daily Futures Price Listing Fri September 23, 2011 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Nov11 |
110923 |
1286.00 |
1289.25 |
1250.00 |
1258.00 |
-25.00 |
161,224 |
302,264 |
-3,565 |
Jan12 |
110923 |
1297.25 |
1300.50 |
1261.25 |
1269.00 |
-25.25 |
32,470 |
85,410 |
+2,595 |
Mar12 |
110923 |
1306.75 |
1308.00 |
1269.75 |
1276.50 |
-25.75 |
18,542 |
52,576 |
-781 |
May12 |
110923 |
1312.00 |
1313.50 |
1273.25 |
1282.25 |
-25.75 |
14,639 |
60,817 |
-768 |
Jul12 |
110923 |
1320.50 |
1321.50 |
1282.00 |
1290.00 |
-26.00 |
8,033 |
38,801 |
-27 |
Aug12 |
110923 |
1293.50 |
1307.00 |
1280.75 |
1280.75 |
-26.25 |
48 |
487 |
+7 |
Sep12 |
110923 |
1293.50 |
1293.50 |
1264.25 |
1264.25 |
-26.25 |
34 |
378 |
+2 |
Nov12 |
110923 |
1282.25 |
1284.50 |
1250.00 |
1253.25 |
-26.25 |
4,294 |
31,982 |
+356 |
Jan13 |
110923 |
1288.50 |
1288.50 |
1260.00 |
1260.25 |
-26.25 |
39 |
10,165 |
-1 |
Mar13 |
110923 |
1273.00 |
1289.50 |
1263.25 |
1263.25 |
-26.25 |
10 |
134 |
+2 |
May13 |
110923 |
1266.25 |
1290.50 |
1266.25 |
1266.25 |
-24.25 |
4 |
43 |
+2 |
Jul13 |
110923 |
1300.00 |
1300.00 |
1272.25 |
1272.25 |
-23.75 |
52 |
208 |
+40 |
Aug13 |
110923 |
1263.25 |
1286.25 |
1263.25 |
1263.25 |
-23.00 |
|
|
|
Sep13 |
110923 |
1247.25 |
1270.25 |
1247.25 |
1247.25 |
-23.00 |
|
|
|
Total Volume and Open Interest |
239,468 |
584,569 |
-2,099 |
Soybean Meal(CBOT) |
Oct11 |
110923 |
331.90 |
333.90 |
325.30 |
326.00 |
-4.90 |
20,465 |
19,469 |
-3,128 |
Dec11 |
110923 |
335.80 |
338.00 |
329.20 |
330.10 |
-5.00 |
64,932 |
100,956 |
+1,007 |
Jan12 |
110923 |
338.40 |
339.80 |
331.40 |
332.10 |
-5.30 |
4,000 |
13,520 |
+695 |
Mar12 |
110923 |
341.20 |
343.30 |
334.60 |
335.20 |
-5.50 |
5,467 |
11,016 |
+854 |
May12 |
110923 |
343.20 |
344.70 |
336.80 |
337.00 |
-5.20 |
4,641 |
13,265 |
+576 |
Jul12 |
110923 |
345.10 |
347.10 |
338.70 |
339.40 |
-5.30 |
2,493 |
9,293 |
+329 |
Aug12 |
110923 |
343.00 |
343.70 |
338.30 |
338.30 |
-5.10 |
261 |
1,063 |
+81 |
Sep12 |
110923 |
340.00 |
342.00 |
334.80 |
334.80 |
-4.90 |
349 |
1,288 |
+201 |
Oct12 |
110923 |
336.00 |
336.00 |
330.10 |
330.10 |
-3.60 |
175 |
1,103 |
+78 |
Dec12 |
110923 |
336.90 |
337.10 |
329.70 |
331.10 |
-4.60 |
1,129 |
3,961 |
+417 |
Total Volume and Open Interest |
104,152 |
175,453 |
+1,338 |
Soybean Oil(CBOT) |
Oct11 |
110923 |
53.75 |
53.80 |
51.68 |
52.40 |
-1.28 |
18,747 |
23,899 |
-939 |
Dec11 |
110923 |
54.00 |
54.10 |
51.91 |
52.64 |
-1.30 |
83,051 |
141,735 |
-4,652 |
Jan12 |
110923 |
54.25 |
54.25 |
52.21 |
52.90 |
-1.31 |
10,490 |
30,132 |
-65 |
Mar12 |
110923 |
54.60 |
54.65 |
52.60 |
53.21 |
-1.34 |
10,074 |
31,087 |
+443 |
May12 |
110923 |
54.70 |
54.70 |
52.75 |
53.33 |
-1.34 |
6,406 |
20,959 |
+423 |
Jul12 |
110923 |
54.66 |
54.66 |
52.97 |
53.49 |
-1.32 |
5,394 |
13,899 |
+832 |
Aug12 |
110923 |
53.99 |
54.32 |
53.46 |
53.46 |
-1.32 |
251 |
2,517 |
+16 |
Sep12 |
110923 |
54.25 |
54.27 |
53.38 |
53.38 |
-1.32 |
225 |
1,912 |
+89 |
Oct12 |
110923 |
53.60 |
54.10 |
53.24 |
53.24 |
-1.26 |
185 |
1,938 |
+73 |
Dec12 |
110923 |
54.26 |
54.38 |
52.89 |
53.24 |
-1.15 |
1,757 |
6,788 |
+711 |
Total Volume and Open Interest |
136,580 |
274,867 |
-3,069 |
Canola(WCE) |
Nov11 |
110923 |
540.3 |
543.0 |
523.8 |
530.5 |
-10.0 |
17,469 |
77,883 |
-5,310 |
Jan12 |
110923 |
550.7 |
551.6 |
534.7 |
540.3 |
-10.1 |
4,052 |
59,981 |
+411 |
Mar12 |
110923 |
559.0 |
560.2 |
549.3 |
549.3 |
-9.7 |
941 |
23,422 |
-146 |
May12 |
110923 |
558.1 |
565.2 |
554.7 |
554.7 |
-9.6 |
584 |
13,593 |
-99 |
Jul12 |
110923 |
568.0 |
569.8 |
559.0 |
559.0 |
-9.7 |
193 |
5,236 |
-69 |
Total Volume and Open Interest |
23,416 |
189,762 |
-5,232 |
Corn(CBOT) |
Dec11 |
110923 |
652.75 |
658.75 |
638.00 |
638.50 |
-11.50 |
244,194 |
640,179 |
-15,317 |
Mar12 |
110923 |
665.25 |
671.75 |
651.00 |
652.00 |
-11.00 |
32,179 |
233,839 |
+907 |
May12 |
110923 |
673.00 |
679.50 |
658.50 |
659.50 |
-11.25 |
12,407 |
64,011 |
+2,620 |
Jul12 |
110923 |
676.00 |
682.75 |
663.00 |
663.50 |
-10.75 |
17,000 |
93,693 |
+759 |
Sep12 |
110923 |
621.00 |
625.00 |
608.50 |
608.50 |
-9.00 |
1,870 |
21,798 |
-189 |
Dec12 |
110923 |
590.25 |
597.00 |
578.50 |
578.50 |
-11.00 |
10,316 |
105,913 |
+330 |
Mar13 |
110923 |
600.75 |
604.00 |
589.00 |
589.00 |
-11.50 |
524 |
28,713 |
+76 |
May13 |
110923 |
609.75 |
611.50 |
595.50 |
595.50 |
-11.50 |
281 |
814 |
+110 |
Jul13 |
110923 |
612.00 |
615.00 |
600.50 |
600.50 |
-12.00 |
573 |
1,147 |
+210 |
Sep13 |
110923 |
573.00 |
583.50 |
573.00 |
573.00 |
-10.50 |
99 |
193 |
+59 |
Total Volume and Open Interest |
320,162 |
1,202,678 |
-10,133 |
Wheat(CBOT) |
Dec11 |
110923 |
636.00 |
649.50 |
634.00 |
640.75 |
+7.00 |
64,325 |
226,267 |
+338 |
Mar12 |
110923 |
669.75 |
682.75 |
667.50 |
675.25 |
+8.00 |
10,279 |
79,873 |
+215 |
May12 |
110923 |
691.75 |
702.50 |
688.00 |
692.75 |
+5.25 |
4,058 |
25,080 |
+1,080 |
Jul12 |
110923 |
694.50 |
709.00 |
693.75 |
698.00 |
+5.25 |
5,603 |
56,135 |
+606 |
Sep12 |
110923 |
709.25 |
721.75 |
705.75 |
712.25 |
+6.50 |
464 |
3,165 |
+66 |
Dec12 |
110923 |
732.00 |
741.00 |
724.75 |
731.00 |
+6.25 |
2,961 |
27,342 |
+655 |
Total Volume and Open Interest |
87,975 |
421,309 |
+2,923 |
Wheat(KCBT) |
Dec11 |
110923 |
725.00 |
737.25 |
722.00 |
731.25 |
+10.25 |
14,909 |
88,365 |
+224 |
Mar12 |
110923 |
740.00 |
752.25 |
737.00 |
746.25 |
+10.75 |
4,510 |
35,114 |
+735 |
May12 |
110923 |
748.00 |
758.25 |
745.75 |
754.25 |
+11.25 |
1,317 |
5,106 |
+288 |
Jul12 |
110923 |
748.50 |
760.75 |
745.50 |
754.25 |
+11.25 |
3,266 |
26,442 |
+610 |
Sep12 |
110923 |
760.25 |
772.50 |
758.00 |
766.25 |
+12.25 |
315 |
1,707 |
+122 |
Dec12 |
110923 |
775.50 |
786.00 |
775.50 |
783.25 |
+15.25 |
60 |
1,723 |
-8 |
Total Volume and Open Interest |
24,377 |
158,742 |
+1,971 |
Wheat(MGE) |
Dec11 |
110923 |
820.25 |
853.75 |
820.25 |
851.00 |
+31.00 |
4,055 |
19,141 |
+86 |
Mar12 |
110923 |
812.00 |
838.00 |
812.00 |
834.75 |
+22.75 |
1,449 |
11,019 |
+464 |
May12 |
110923 |
813.75 |
831.75 |
813.75 |
829.25 |
+17.25 |
1,016 |
4,044 |
+251 |
Jul12 |
110923 |
810.00 |
830.00 |
810.00 |
827.25 |
+18.50 |
573 |
5,026 |
+29 |
Sep12 |
110923 |
788.75 |
811.50 |
788.50 |
808.75 |
+24.75 |
235 |
1,892 |
-34 |
Total Volume and Open Interest |
7,516 |
43,080 |
+792 |
Oats(CBOT) |
Dec11 |
110923 |
339.25 |
343.50 |
329.25 |
331.50 |
-5.50 |
1,283 |
12,654 |
+98 |
Mar12 |
110923 |
351.75 |
354.50 |
342.00 |
342.50 |
-5.50 |
194 |
1,543 |
+91 |
May12 |
110923 |
355.00 |
355.00 |
350.00 |
350.00 |
-5.00 |
29 |
120 |
+15 |
Jul12 |
110923 |
360.50 |
361.00 |
356.00 |
356.00 |
-5.00 |
0 |
4 |
+0 |
Total Volume and Open Interest |
1,506 |
14,359 |
+204 |
Rough Rice(CBOT) |
Nov11 |
110923 |
16.72 |
16.89 |
16.42 |
16.49 |
-0.18 |
1,677 |
13,211 |
-440 |
Jan12 |
110923 |
17.03 |
17.17 |
16.75 |
16.79 |
-0.17 |
558 |
2,492 |
+332 |
Mar12 |
110923 |
17.25 |
17.33 |
17.04 |
17.07 |
-0.18 |
183 |
1,281 |
+73 |
May12 |
110923 |
17.52 |
17.57 |
17.34 |
17.34 |
-0.18 |
2 |
125 |
+2 |
Total Volume and Open Interest |
2,420 |
17,232 |
-33 |
Live Cattle(CME) |
Oct11 |
110923 |
116.350 |
117.250 |
116.000 |
116.830 |
+0.580 |
18,734 |
45,923 |
-5,475 |
Dec11 |
110923 |
115.830 |
117.180 |
115.550 |
116.730 |
+0.845 |
30,318 |
146,576 |
-2,908 |
Feb12 |
110923 |
119.000 |
120.100 |
118.480 |
119.600 |
+0.620 |
9,648 |
63,990 |
+1,306 |
Apr12 |
110923 |
123.050 |
123.650 |
122.350 |
123.080 |
+0.280 |
5,921 |
45,120 |
+1,738 |
Jun12 |
110923 |
121.000 |
121.535 |
120.450 |
120.950 |
+0.220 |
1,879 |
19,291 |
+338 |
Aug12 |
110923 |
121.230 |
122.050 |
120.785 |
122.050 |
+0.750 |
387 |
2,922 |
+83 |
Total Volume and Open Interest |
67,086 |
325,524 |
-4,795 |
Feeder Cattle(CME) |
Sep11 |
110923 |
131.900 |
132.325 |
131.500 |
132.100 |
+0.050 |
1,650 |
2,709 |
-647 |
Oct11 |
110923 |
133.935 |
135.650 |
133.785 |
134.825 |
+0.225 |
2,675 |
10,000 |
-917 |
Nov11 |
110923 |
135.880 |
137.250 |
135.535 |
136.575 |
-0.210 |
3,356 |
13,464 |
+66 |
Jan12 |
110923 |
138.535 |
139.500 |
138.000 |
138.700 |
+0.050 |
1,003 |
5,495 |
+75 |
Mar12 |
110923 |
139.750 |
140.825 |
139.200 |
140.250 |
+0.300 |
299 |
2,195 |
+28 |
Apr12 |
110923 |
140.150 |
141.550 |
140.075 |
141.450 |
+1.015 |
103 |
634 |
+37 |
May12 |
110923 |
140.800 |
141.800 |
140.500 |
141.800 |
+0.400 |
78 |
487 |
+7 |
Total Volume and Open Interest |
9,209 |
35,311 |
-1,322 |
Lean Hogs(CME) |
Oct11 |
110923 |
88.635 |
89.080 |
88.230 |
88.800 |
+0.450 |
13,853 |
31,676 |
-2,921 |
Dec11 |
110923 |
82.350 |
83.980 |
82.200 |
83.730 |
+1.730 |
21,748 |
105,470 |
-1,175 |
Feb12 |
110923 |
86.580 |
88.330 |
86.100 |
87.930 |
+1.600 |
6,057 |
49,178 |
+1,013 |
Apr12 |
110923 |
89.535 |
91.000 |
89.285 |
90.450 |
+1.100 |
3,781 |
31,444 |
-95 |
May12 |
110923 |
94.385 |
95.000 |
93.750 |
95.000 |
+1.200 |
103 |
1,186 |
+88 |
Jun12 |
110923 |
96.750 |
98.135 |
96.230 |
97.885 |
+0.985 |
2,093 |
14,885 |
+167 |
Jul12 |
110923 |
95.885 |
96.980 |
95.500 |
96.900 |
+1.250 |
300 |
4,707 |
+139 |
Aug12 |
110923 |
94.050 |
95.450 |
94.035 |
95.450 |
+1.220 |
392 |
3,196 |
+206 |
Total Volume and Open Interest |
48,679 |
243,893 |
-2,275 |
Class III Milk(CME) |
Sep11 |
110923 |
18.94 |
19.00 |
18.93 |
19.00 |
+0.07 |
133 |
6,188 |
+3 |
Oct11 |
110923 |
17.91 |
18.14 |
17.90 |
17.99 |
+0.09 |
353 |
5,563 |
+16 |
Nov11 |
110923 |
17.79 |
18.10 |
17.70 |
17.77 |
-0.13 |
327 |
4,972 |
+71 |
Dec11 |
110923 |
17.64 |
17.65 |
17.39 |
17.42 |
-0.17 |
300 |
4,487 |
+103 |
Jan12 |
110923 |
17.05 |
17.12 |
16.97 |
16.97 |
-0.13 |
139 |
2,000 |
+71 |
Total Volume and Open Interest |
1,777 |
34,176 |
+487 |
Cocoa(ICE) |
Dec11 |
110923 |
2700 |
2709 |
2613 |
2634 |
-46 |
14,059 |
73,669 |
+274 |
Mar12 |
110923 |
2745 |
2750 |
2661 |
2678 |
-47 |
4,296 |
57,275 |
-959 |
May12 |
110923 |
2750 |
2755 |
2673 |
2691 |
-49 |
1,612 |
18,684 |
+552 |
Jul12 |
110923 |
2760 |
2760 |
2691 |
2708 |
-46 |
742 |
8,487 |
+0 |
Sep12 |
110923 |
2772 |
2780 |
2712 |
2725 |
-46 |
789 |
10,196 |
+83 |
Dec12 |
110923 |
2787 |
2793 |
2725 |
2741 |
-47 |
234 |
8,853 |
+63 |
Mar13 |
110923 |
2790 |
2795 |
2748 |
2756 |
-40 |
2 |
2,596 |
+2 |
Total Volume and Open Interest |
21,734 |
181,738 |
+15 |
Coffee "C"(ICE) |
Dec11 |
110923 |
239.90 |
241.95 |
230.80 |
231.45 |
-7.80 |
24,255 |
68,999 |
-2,569 |
Mar12 |
110923 |
243.00 |
245.00 |
234.05 |
234.60 |
-7.70 |
5,617 |
25,307 |
+1,280 |
May12 |
110923 |
246.00 |
246.00 |
235.40 |
235.80 |
-7.70 |
1,430 |
10,858 |
+127 |
Jul12 |
110923 |
245.00 |
245.00 |
234.75 |
235.15 |
-7.35 |
407 |
3,352 |
+93 |
Sep12 |
110923 |
243.00 |
243.00 |
232.90 |
233.25 |
-7.15 |
263 |
2,990 |
+72 |
Dec12 |
110923 |
241.00 |
241.00 |
230.55 |
230.95 |
-7.35 |
104 |
2,262 |
+18 |
Total Volume and Open Interest |
32,153 |
114,290 |
-925 |
Orange Juice(ICE) |
Nov11 |
110923 |
158.00 |
158.45 |
154.90 |
155.25 |
-3.40 |
2,678 |
17,965 |
-879 |
Jan12 |
110923 |
156.00 |
156.00 |
153.00 |
153.40 |
-3.25 |
548 |
3,372 |
+190 |
Mar12 |
110923 |
155.05 |
155.05 |
153.75 |
154.15 |
-3.10 |
153 |
1,890 |
+109 |
May12 |
110923 |
155.00 |
155.00 |
154.00 |
154.00 |
-2.95 |
11 |
586 |
+11 |
Jul12 |
110923 |
153.95 |
154.75 |
153.75 |
154.35 |
-2.30 |
1 |
158 |
+0 |
Sep12 |
110923 |
155.45 |
155.55 |
155.25 |
155.55 |
-0.70 |
0 |
1 |
+0 |
Total Volume and Open Interest |
3,391 |
23,982 |
-569 |
Sugar #11(ICE) |
Oct11 |
110923 |
25.75 |
25.80 |
24.80 |
24.84 |
-0.83 |
28,515 |
45,980 |
-5,067 |
Mar12 |
110923 |
24.85 |
24.97 |
24.01 |
24.13 |
-0.68 |
65,215 |
259,847 |
-2,039 |
May12 |
110923 |
24.11 |
24.20 |
23.40 |
23.48 |
-0.63 |
17,816 |
67,696 |
-818 |
Jul12 |
110923 |
23.40 |
23.40 |
22.73 |
22.81 |
-0.53 |
11,212 |
64,712 |
-320 |
Oct12 |
110923 |
22.95 |
22.95 |
22.39 |
22.46 |
-0.49 |
6,864 |
34,960 |
+1,141 |
Total Volume and Open Interest |
133,555 |
523,297 |
-6,232 |
London Cocoa(LCE) |
Dec11 |
110923 |
1777 |
1779 |
1729 |
1734 |
-39 |
12,038 |
85,916 |
-2,212 |
Mar12 |
110923 |
1809 |
1812 |
1762 |
1766 |
-40 |
5,071 |
45,132 |
+61 |
May12 |
110923 |
1822 |
1829 |
1780 |
1784 |
-39 |
1,773 |
14,824 |
+101 |
Jul12 |
110923 |
1850 |
1850 |
1800 |
1800 |
-39 |
1,647 |
14,947 |
+417 |
Sep12 |
110923 |
1854 |
1858 |
1810 |
1815 |
-39 |
1,767 |
12,011 |
+277 |
Dec12 |
110923 |
1877 |
1877 |
1830 |
1833 |
-40 |
816 |
10,103 |
-463 |
Mar13 |
110923 |
1880 |
1880 |
1848 |
1848 |
-40 |
1,222 |
2,051 |
+973 |
Total Volume and Open Interest |
24,334 |
184,984 |
-846 |
London Sugar(LCE) |
Dec11 |
110923 |
639.00 |
639.50 |
618.00 |
631.50 |
-8.50 |
6,072 |
19,090 |
-1,586 |
Mar12 |
110923 |
629.50 |
630.20 |
610.30 |
620.90 |
-7.50 |
2,376 |
11,594 |
-105 |
May12 |
110923 |
625.00 |
625.40 |
609.10 |
617.60 |
-6.40 |
724 |
4,632 |
+173 |
Aug12 |
110923 |
620.00 |
620.00 |
605.90 |
613.20 |
-4.80 |
369 |
2,689 |
+76 |
Oct12 |
110923 |
611.00 |
611.00 |
600.40 |
605.60 |
-4.20 |
197 |
1,729 |
+91 |
Total Volume and Open Interest |
9,923 |
40,199 |
-1,447 |
Cotton(ICE) |
Oct11 |
110923 |
98.00 |
99.99 |
98.00 |
99.99 |
+2.35 |
35 |
213 |
-5 |
Dec11 |
110923 |
99.50 |
102.00 |
99.00 |
101.24 |
+1.95 |
15,554 |
85,848 |
-634 |
Mar12 |
110923 |
96.90 |
98.73 |
95.95 |
98.02 |
+1.69 |
3,842 |
41,105 |
+86 |
May12 |
110923 |
96.25 |
97.50 |
95.00 |
96.84 |
+1.41 |
848 |
6,229 |
-86 |
Jul12 |
110923 |
95.92 |
96.98 |
94.82 |
96.33 |
+1.41 |
697 |
11,061 |
-67 |
Oct12 |
110923 |
96.15 |
96.15 |
96.15 |
96.15 |
+1.21 |
0 |
3 |
+0 |
Total Volume and Open Interest |
21,149 |
148,711 |
-662 |
Lumber(CME) |
Nov11 |
110923 |
241.6 |
243.7 |
232.7 |
233.4 |
-6.6 |
649 |
5,780 |
-123 |
Jan12 |
110923 |
263.5 |
264.2 |
255.0 |
257.1 |
-7.9 |
292 |
2,510 |
-5 |
Mar12 |
110923 |
276.6 |
279.8 |
270.8 |
273.7 |
-4.6 |
119 |
643 |
+26 |
May12 |
110923 |
280.6 |
282.0 |
280.0 |
280.4 |
-4.5 |
4 |
133 |
+1 |
Total Volume and Open Interest |
1,066 |
9,088 |
-101 |
Crude Oil(NYM) |
Nov11 |
110923 |
80.40 |
81.81 |
77.55 |
79.85 |
-0.66 |
459,998 |
321,074 |
+2,106 |
Dec11 |
110923 |
80.67 |
82.00 |
77.81 |
80.12 |
-0.63 |
130,573 |
203,766 |
+7,923 |
Jan12 |
110923 |
81.14 |
82.23 |
78.12 |
80.40 |
-0.59 |
40,874 |
106,514 |
+3,219 |
Feb12 |
110923 |
81.76 |
82.19 |
78.40 |
80.69 |
-0.54 |
19,952 |
32,867 |
+942 |
Mar12 |
110923 |
82.01 |
82.13 |
78.87 |
81.00 |
-0.49 |
18,763 |
43,591 |
+3,001 |
Apr12 |
110923 |
82.80 |
82.83 |
78.94 |
81.31 |
-0.47 |
8,063 |
26,215 |
-27 |
May12 |
110923 |
82.40 |
83.20 |
79.70 |
81.65 |
-0.45 |
7,217 |
25,048 |
+409 |
Jun12 |
110923 |
83.20 |
83.50 |
79.71 |
82.00 |
-0.43 |
26,314 |
76,187 |
-1,687 |
Jul12 |
110923 |
82.41 |
82.60 |
80.59 |
82.31 |
-0.42 |
2,245 |
35,204 |
-346 |
Aug12 |
110923 |
82.85 |
82.85 |
82.58 |
82.58 |
-0.40 |
1,587 |
16,319 |
+31 |
Sep12 |
110923 |
84.53 |
84.56 |
80.89 |
82.83 |
-0.38 |
2,352 |
18,174 |
+226 |
Oct12 |
110923 |
81.00 |
83.10 |
81.00 |
83.10 |
-0.36 |
2,176 |
18,134 |
+194 |
Nov12 |
110923 |
83.40 |
83.40 |
83.40 |
83.40 |
-0.33 |
2,985 |
19,295 |
-621 |
Dec12 |
110923 |
83.75 |
85.20 |
81.58 |
83.72 |
-0.29 |
36,316 |
151,922 |
+372 |
Jan13 |
110923 |
83.92 |
83.92 |
83.92 |
83.92 |
-0.25 |
1,082 |
20,235 |
+152 |
Feb13 |
110923 |
84.08 |
84.08 |
84.08 |
84.08 |
-0.22 |
188 |
8,972 |
-21 |
Total Volume and Open Interest |
786,485 |
1,381,547 |
+16,849 |
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 |
110923 |
80.500 |
81.800 |
77.550 |
79.850 |
-0.650 |
16,161 |
2,094 |
+445 |
Dec11 |
110923 |
81.100 |
81.975 |
77.875 |
80.125 |
-0.625 |
683 |
646 |
+63 |
Jan12 |
110923 |
82.125 |
82.125 |
79.725 |
80.400 |
-0.600 |
64 |
289 |
+21 |
Feb12 |
110923 |
79.250 |
81.150 |
79.250 |
80.700 |
-0.525 |
15 |
24 |
-2 |
Mar12 |
110923 |
81.000 |
81.000 |
81.000 |
81.000 |
-0.500 |
3 |
19 |
-2 |
Apr12 |
110923 |
81.300 |
81.300 |
81.300 |
81.300 |
-0.475 |
2 |
7 |
-2 |
May12 |
110923 |
82.025 |
82.025 |
81.650 |
81.650 |
-0.450 |
4 |
7 |
+1 |
Jun12 |
110923 |
82.000 |
82.000 |
82.000 |
82.000 |
-0.425 |
0 |
13 |
+0 |
Total Volume and Open Interest |
16,938 |
3,341 |
+524 |
Heating Oil(NYM) |
Oct11 |
110923 |
284.95 |
287.53 |
279.29 |
279.58 |
-5.27 |
43,418 |
43,398 |
-5,923 |
Nov11 |
110923 |
285.79 |
288.61 |
280.28 |
280.59 |
-5.20 |
72,682 |
82,506 |
+3,204 |
Dec11 |
110923 |
286.45 |
289.10 |
280.97 |
281.24 |
-5.18 |
32,269 |
56,938 |
+1,154 |
Jan12 |
110923 |
286.90 |
287.75 |
281.67 |
281.83 |
-5.15 |
18,559 |
35,602 |
+957 |
Feb12 |
110923 |
286.40 |
286.40 |
281.00 |
281.19 |
-5.23 |
5,715 |
15,805 |
+1,070 |
Mar12 |
110923 |
285.00 |
287.56 |
279.58 |
279.73 |
-5.30 |
6,616 |
15,224 |
+844 |
Apr12 |
110923 |
282.00 |
282.62 |
276.76 |
276.95 |
-5.30 |
2,353 |
8,032 |
+133 |
May12 |
110923 |
282.52 |
282.52 |
274.37 |
274.37 |
-5.18 |
1,402 |
5,877 |
-20 |
Jun12 |
110923 |
278.03 |
281.02 |
272.77 |
272.92 |
-5.01 |
10,733 |
33,732 |
+1,900 |
Jul12 |
110923 |
274.90 |
277.55 |
273.10 |
273.10 |
-4.88 |
723 |
3,035 |
+106 |
Aug12 |
110923 |
278.00 |
278.00 |
273.50 |
273.50 |
-4.83 |
446 |
3,618 |
+135 |
Sep12 |
110923 |
276.45 |
278.75 |
273.93 |
274.07 |
-4.73 |
308 |
3,070 |
+83 |
Total Volume and Open Interest |
198,866 |
328,106 |
+4,491 |
Gasoline(NYMEX) |
Oct11 |
110923 |
256.50 |
261.29 |
253.55 |
255.47 |
-0.53 |
30,998 |
41,398 |
-4,986 |
Nov11 |
110923 |
254.71 |
259.85 |
251.40 |
252.44 |
-1.93 |
55,067 |
79,854 |
+2,439 |
Dec11 |
110923 |
254.00 |
257.45 |
249.61 |
250.05 |
-2.68 |
30,128 |
52,758 |
+1,795 |
Jan12 |
110923 |
253.51 |
256.92 |
249.02 |
249.20 |
-3.00 |
12,126 |
28,447 |
-1,741 |
Feb12 |
110923 |
254.10 |
254.10 |
249.47 |
249.61 |
-3.13 |
4,275 |
11,770 |
-399 |
Mar12 |
110923 |
254.64 |
256.80 |
250.23 |
250.50 |
-3.19 |
4,288 |
12,566 |
+551 |
Apr12 |
110923 |
265.50 |
265.50 |
261.38 |
261.38 |
-3.19 |
1,656 |
9,172 |
+249 |
May12 |
110923 |
262.99 |
263.90 |
261.49 |
261.49 |
-3.18 |
1,070 |
4,941 |
+179 |
Jun12 |
110923 |
261.50 |
264.82 |
260.68 |
260.68 |
-3.13 |
1,669 |
14,189 |
+92 |
Jul12 |
110923 |
260.30 |
261.46 |
259.06 |
259.06 |
-2.92 |
248 |
1,914 |
+6 |
Total Volume and Open Interest |
142,630 |
275,913 |
-1,509 |
e-miNY RBOB Gasoline(NYM) |
Oct11 |
110923 |
255.50 |
255.50 |
255.47 |
255.50 |
-0.50 |
0 |
1 |
+0 |
Nov11 |
110923 |
252.40 |
252.44 |
252.40 |
252.40 |
-2.00 |
|
|
|
Dec11 |
110923 |
249.30 |
250.10 |
249.30 |
250.10 |
-2.60 |
0 |
1 |
+0 |
Jan12 |
110923 |
249.20 |
249.20 |
249.20 |
249.20 |
-3.00 |
0 |
1 |
+0 |
Total Volume and Open Interest |
0 |
4 |
+0 |
Natural Gas(NYM) |
Oct11 |
110923 |
3.711 |
3.755 |
3.693 |
3.701 |
-0.004 |
126,905 |
49,803 |
-20,530 |
Nov11 |
110923 |
3.772 |
3.826 |
3.760 |
3.766 |
-0.016 |
106,232 |
241,127 |
+3,449 |
Dec11 |
110923 |
4.045 |
4.075 |
4.016 |
4.021 |
-0.024 |
57,553 |
76,296 |
+505 |
Jan12 |
110923 |
4.185 |
4.202 |
4.156 |
4.159 |
-0.024 |
46,749 |
163,810 |
+94 |
Feb12 |
110923 |
4.204 |
4.219 |
4.173 |
4.176 |
-0.025 |
9,957 |
40,217 |
+1,164 |
Mar12 |
110923 |
4.170 |
4.190 |
4.144 |
4.147 |
-0.025 |
14,046 |
50,564 |
-18 |
Apr12 |
110923 |
4.163 |
4.182 |
4.139 |
4.139 |
-0.025 |
16,423 |
81,178 |
+17 |
May12 |
110923 |
4.182 |
4.211 |
4.173 |
4.173 |
-0.026 |
5,235 |
21,076 |
+1,467 |
Jun12 |
110923 |
4.240 |
4.245 |
4.215 |
4.215 |
-0.025 |
2,754 |
14,075 |
-171 |
Jul12 |
110923 |
4.286 |
4.288 |
4.259 |
4.259 |
-0.026 |
2,279 |
11,348 |
+89 |
Aug12 |
110923 |
4.293 |
4.312 |
4.282 |
4.284 |
-0.026 |
1,417 |
10,800 |
+39 |
Sep12 |
110923 |
4.296 |
4.324 |
4.287 |
4.288 |
-0.025 |
1,287 |
9,022 |
-167 |
Oct12 |
110923 |
4.342 |
4.349 |
4.318 |
4.321 |
-0.026 |
7,246 |
45,808 |
-449 |
Nov12 |
110923 |
4.494 |
4.512 |
4.478 |
4.480 |
-0.026 |
1,450 |
8,874 |
+444 |
Dec12 |
110923 |
4.756 |
4.770 |
4.741 |
4.748 |
-0.027 |
1,121 |
12,363 |
+240 |
Jan13 |
110923 |
4.900 |
4.910 |
4.880 |
4.888 |
-0.026 |
3,377 |
22,295 |
-325 |
Total Volume and Open Interest |
412,185 |
937,195 |
-9,528 |
Brent Crude Oil(ICE) |
Nov11 |
110923 |
105.36 |
107.00 |
103.43 |
103.97 |
-1.52 |
305,819 |
161,652 |
-8,595 |
Dec11 |
110923 |
104.20 |
105.60 |
102.08 |
102.46 |
-1.52 |
229,765 |
200,226 |
+6,002 |
Jan12 |
110923 |
103.32 |
104.74 |
101.33 |
101.66 |
-1.44 |
69,108 |
54,325 |
+4,001 |
Feb12 |
110923 |
102.76 |
104.07 |
100.85 |
101.16 |
-1.37 |
33,561 |
43,435 |
+2,611 |
Mar12 |
110923 |
102.39 |
103.81 |
100.53 |
100.82 |
-1.33 |
22,730 |
55,316 |
+2,363 |
Apr12 |
110923 |
102.14 |
103.53 |
100.31 |
100.60 |
-1.31 |
12,918 |
21,236 |
+641 |
May12 |
110923 |
101.93 |
103.32 |
100.14 |
100.42 |
-1.29 |
10,400 |
16,177 |
+387 |
Jun12 |
110923 |
101.72 |
103.20 |
99.97 |
100.24 |
-1.27 |
38,702 |
55,688 |
+6,405 |
Jul12 |
110923 |
102.30 |
102.30 |
99.94 |
100.09 |
-1.25 |
3,473 |
12,274 |
+394 |
Aug12 |
110923 |
99.91 |
99.91 |
99.91 |
99.91 |
-1.22 |
3,320 |
8,368 |
+351 |
Sep12 |
110923 |
99.69 |
99.69 |
99.69 |
99.69 |
-1.20 |
5,841 |
15,128 |
+733 |
Oct12 |
110923 |
99.48 |
99.48 |
99.48 |
99.48 |
-1.17 |
3,635 |
8,478 |
+1,261 |
Nov12 |
110923 |
99.25 |
99.25 |
99.25 |
99.25 |
-1.16 |
3,195 |
10,618 |
+898 |
Dec12 |
110923 |
100.35 |
101.94 |
98.79 |
99.01 |
-1.12 |
40,133 |
89,278 |
+2,995 |
Total Volume and Open Interest |
803,871 |
874,719 |
+24,730 |
Gas Oil(ICE) |
Oct11 |
110923 |
900.50 |
911.25 |
886.50 |
899.00 |
-4.75 |
94,171 |
130,229 |
-4,503 |
Nov11 |
110923 |
897.00 |
906.50 |
881.50 |
893.75 |
-5.50 |
104,975 |
111,561 |
+3,388 |
Dec11 |
110923 |
891.75 |
901.25 |
876.00 |
888.25 |
-5.75 |
78,905 |
85,658 |
+2,976 |
Jan12 |
110923 |
892.75 |
897.00 |
872.25 |
884.00 |
-6.00 |
26,938 |
60,980 |
-877 |
Feb12 |
110923 |
888.75 |
893.25 |
868.25 |
879.75 |
-6.50 |
14,742 |
31,412 |
+1,128 |
Mar12 |
110923 |
885.00 |
889.50 |
864.75 |
876.25 |
-6.50 |
12,305 |
24,945 |
+1,188 |
Apr12 |
110923 |
880.25 |
886.25 |
861.50 |
873.00 |
-6.75 |
4,491 |
16,439 |
-1 |
May12 |
110923 |
877.50 |
883.50 |
858.75 |
870.25 |
-6.75 |
2,752 |
12,094 |
-341 |
Jun12 |
110923 |
875.50 |
882.00 |
857.25 |
869.00 |
-6.25 |
9,397 |
44,866 |
+2,040 |
Jul12 |
110923 |
881.50 |
881.75 |
858.25 |
869.75 |
-6.00 |
2,107 |
12,256 |
+64 |
Total Volume and Open Interest |
364,431 |
609,652 |
+7,279 |
Ethanol(CBOT) |
Sep11 |
110906 |
2.835 |
2.850 |
2.835 |
2.840 |
-0.052 |
84 |
85 |
-31 |
Oct11 |
110923 |
2.562 |
2.562 |
2.514 |
2.520 |
-0.036 |
243 |
804 |
-77 |
Nov11 |
110923 |
2.509 |
2.524 |
2.478 |
2.482 |
-0.027 |
345 |
1,055 |
+61 |
Dec11 |
110923 |
2.471 |
2.475 |
2.420 |
2.435 |
-0.020 |
150 |
1,380 |
-32 |
Jan12 |
110923 |
2.405 |
2.405 |
2.356 |
2.375 |
-0.025 |
96 |
842 |
+15 |
Feb12 |
110923 |
2.375 |
2.379 |
2.343 |
2.367 |
-0.022 |
25 |
861 |
+10 |
Mar12 |
110923 |
2.401 |
2.404 |
2.371 |
2.393 |
-0.027 |
16 |
1,044 |
+14 |
Apr12 |
110923 |
2.427 |
2.428 |
2.390 |
2.419 |
-0.020 |
33 |
768 |
+17 |
Total Volume and Open Interest |
1,156 |
10,039 |
+91 |
WTI Crude Oil(ICE) |
Nov11 |
110923 |
80.79 |
81.80 |
77.54 |
79.85 |
-0.66 |
100,624 |
62,241 |
-1,037 |
Dec11 |
110923 |
81.49 |
81.88 |
77.86 |
80.12 |
-0.63 |
38,216 |
89,887 |
+1,181 |
Jan12 |
110923 |
82.00 |
82.09 |
78.22 |
80.40 |
-0.59 |
17,145 |
27,769 |
+1,401 |
Feb12 |
110923 |
81.83 |
82.18 |
78.70 |
80.69 |
-0.54 |
7,568 |
11,476 |
+328 |
Mar12 |
110923 |
81.95 |
82.50 |
78.68 |
81.00 |
-0.49 |
5,443 |
16,513 |
-64 |
Apr12 |
110923 |
81.10 |
82.69 |
78.97 |
81.31 |
-0.47 |
2,951 |
6,712 |
-122 |
May12 |
110923 |
82.00 |
82.55 |
79.30 |
81.65 |
-0.45 |
2,199 |
7,735 |
-49 |
Jun12 |
110923 |
83.02 |
83.02 |
79.66 |
82.00 |
-0.43 |
9,505 |
29,846 |
+3,310 |
Jul12 |
110923 |
83.11 |
83.11 |
80.06 |
82.31 |
-0.42 |
1,616 |
7,429 |
-216 |
Aug12 |
110923 |
82.58 |
82.58 |
82.58 |
82.58 |
-0.40 |
1,258 |
4,474 |
-26 |
Sep12 |
110923 |
82.83 |
82.83 |
82.83 |
82.83 |
-0.38 |
304 |
8,439 |
+13 |
Oct12 |
110923 |
83.10 |
83.10 |
83.10 |
83.10 |
-0.36 |
338 |
1,618 |
+109 |
Nov12 |
110923 |
83.40 |
83.40 |
83.40 |
83.40 |
-0.33 |
362 |
2,551 |
+12 |
Dec12 |
110923 |
84.52 |
85.09 |
81.52 |
83.72 |
-0.29 |
8,498 |
48,126 |
+628 |
Jan13 |
110923 |
83.92 |
83.92 |
83.92 |
83.92 |
-0.25 |
0 |
2,054 |
+0 |
Feb13 |
110923 |
84.08 |
84.08 |
84.08 |
84.08 |
-0.22 |
0 |
588 |
+0 |
Total Volume and Open Interest |
199,891 |
407,441 |
+6,536 |
US Dollar Index(ICE) |
Dec11 |
110923 |
78.900 |
79.320 |
78.590 |
79.228 |
+0.128 |
49,769 |
65,757 |
+898 |
Mar12 |
110923 |
79.260 |
79.668 |
79.260 |
79.668 |
+0.128 |
7 |
517 |
+3 |
Jun12 |
110923 |
79.988 |
79.988 |
79.988 |
79.988 |
+0.128 |
0 |
2 |
+0 |
Total Volume and Open Interest |
49,776 |
66,276 |
+901 |
Australian Dollar(CME) |
Dec11 |
110923 |
96.45 |
97.67 |
95.70 |
96.35 |
+0.20 |
246,294 |
81,533 |
+151 |
Mar12 |
110923 |
95.75 |
96.51 |
95.29 |
95.47 |
+0.18 |
63 |
72 |
+16 |
Jun12 |
110923 |
94.69 |
94.69 |
94.53 |
94.69 |
+0.16 |
0 |
21 |
+0 |
Total Volume and Open Interest |
246,524 |
81,759 |
+217 |
British Pound(CME) |
Dec11 |
110923 |
153.30 |
154.81 |
153.28 |
154.12 |
+0.70 |
154,346 |
149,840 |
+1,127 |
Mar12 |
110923 |
153.83 |
154.52 |
153.32 |
154.01 |
+0.69 |
92 |
80 |
+38 |
Jun12 |
110923 |
153.91 |
153.91 |
153.22 |
153.91 |
+0.69 |
0 |
3 |
+0 |
Total Volume and Open Interest |
154,438 |
149,926 |
+1,165 |
Canadian Dollar(CME) |
Dec11 |
110923 |
96.99 |
97.64 |
96.45 |
96.69 |
-0.17 |
185,292 |
81,378 |
+211 |
Mar12 |
110923 |
96.96 |
97.29 |
96.40 |
96.60 |
-0.17 |
714 |
3,551 |
+257 |
Jun12 |
110923 |
96.40 |
97.29 |
96.40 |
96.56 |
-0.17 |
303 |
864 |
+176 |
Sep12 |
110923 |
97.06 |
97.06 |
96.50 |
96.50 |
-0.16 |
42 |
390 |
+29 |
Total Volume and Open Interest |
186,384 |
86,250 |
+703 |
Japanese Yen(CME) |
Dec11 |
110923 |
131.21 |
131.49 |
130.19 |
130.49 |
-0.54 |
118,784 |
132,677 |
+5,992 |
Mar12 |
110923 |
131.61 |
131.61 |
130.69 |
130.69 |
-0.54 |
182 |
296 |
+25 |
Jun12 |
110923 |
130.67 |
131.46 |
130.67 |
130.92 |
-0.54 |
0 |
18 |
+0 |
Total Volume and Open Interest |
118,966 |
132,995 |
+6,017 |
Swiss Franc(CME) |
Dec11 |
110923 |
110.41 |
111.43 |
110.35 |
110.47 |
+0.12 |
34,551 |
21,847 |
+312 |
Mar12 |
110923 |
110.91 |
111.34 |
110.71 |
110.82 |
+0.11 |
43 |
536 |
-6 |
Jun12 |
110923 |
111.30 |
111.30 |
111.07 |
111.16 |
+0.09 |
0 |
6 |
+0 |
Total Volume and Open Interest |
34,594 |
22,395 |
+306 |
EuroFX(CME) |
Dec11 |
110923 |
134.58 |
135.63 |
134.14 |
134.55 |
-0.09 |
455,837 |
210,785 |
+6,292 |
Mar12 |
110923 |
134.80 |
135.55 |
134.45 |
134.60 |
-0.09 |
154 |
1,235 |
+50 |
Jun12 |
110923 |
134.65 |
134.74 |
134.65 |
134.65 |
-0.09 |
0 |
830 |
+0 |
Total Volume and Open Interest |
455,991 |
212,862 |
+6,342 |
Mexican Peso(CME) |
Oct11 |
110923 |
729.8 |
729.8 |
713.0 |
729.8 |
+16.8 |
|
|
|
Nov11 |
110923 |
727.8 |
727.8 |
711.0 |
727.8 |
+16.8 |
|
|
|
Total Volume and Open Interest |
68,246 |
81,569 |
+1,583 |
Brazilian Real(CME) |
Oct11 |
110923 |
538.10 |
538.10 |
529.30 |
538.10 |
+8.80 |
|
|
|
Nov11 |
110923 |
535.20 |
535.20 |
526.40 |
535.20 |
+8.80 |
0 |
1,500 |
+0 |
Dec11 |
110923 |
514.00 |
538.50 |
513.95 |
532.30 |
+8.80 |
180 |
6,115 |
+30 |
Jan12 |
110923 |
529.40 |
529.40 |
520.60 |
529.40 |
+8.80 |
2 |
14,366 |
-2 |
Total Volume and Open Interest |
182 |
38,228 |
+28 |
30-Year T-Bonds(CBOT) |
Dec11 |
110923 |
145~300 |
147~000 |
144~060 |
144~230 |
-1~110 |
545,559 |
660,958 |
+12,761 |
Mar12 |
110923 |
145~180 |
146~120 |
143~290 |
144~090 |
-1~120 |
288 |
536 |
+104 |
Jun12 |
110923 |
143~200 |
145~000 |
143~200 |
143~200 |
-1~120 |
|
|
|
Total Volume and Open Interest |
545,847 |
661,494 |
+12,865 |
10-Year T-Notes(CBOT) |
Dec11 |
110923 |
131~205 |
131~300 |
130~240 |
130~310 |
-0~250 |
1,253,817 |
1,582,535 |
+26,345 |
Mar12 |
110923 |
130~200 |
131~050 |
130~100 |
130~100 |
-0~240 |
115 |
115 |
+101 |
Jun12 |
110923 |
129~100 |
130~020 |
129~100 |
129~100 |
-0~240 |
|
|
|
Total Volume and Open Interest |
1,253,932 |
1,582,650 |
+26,446 |
5-Year T-Notes(CBOT) |
Sep11 |
110923 |
124~007 |
124~017 |
123~097 |
123~099 |
-0~046 |
3,068 |
35,106 |
-183 |
Dec11 |
110923 |
123~031 |
123~048 |
122~105 |
122~120 |
-0~047 |
635,591 |
1,278,763 |
-5,495 |
Mar12 |
110923 |
122~034 |
122~063 |
122~034 |
122~034 |
-0~029 |
|
|
|
Total Volume and Open Interest |
638,659 |
1,313,869 |
-5,678 |
2 Year T-Notes(CBOT) |
Sep11 |
110923 |
110~035 |
110~035 |
110~027 |
110~029 |
-0~003 |
834 |
14,031 |
-118 |
Dec11 |
110923 |
110~028 |
110~030 |
110~022 |
110~024 |
-0~003 |
190,274 |
746,714 |
-6,588 |
Mar12 |
110923 |
110~019 |
110~022 |
110~019 |
110~019 |
-0~003 |
0 |
159 |
+0 |
Total Volume and Open Interest |
191,108 |
760,904 |
-6,706 |
Eurodollars(CME) |
Dec11 |
110923 |
99.485 |
99.510 |
99.470 |
99.500 |
+0.020 |
381,089 |
1,089,561 |
+4,136 |
Mar12 |
110923 |
99.450 |
99.480 |
99.435 |
99.470 |
+0.025 |
295,085 |
1,014,134 |
-5,552 |
Jun12 |
110923 |
99.460 |
99.490 |
99.455 |
99.480 |
+0.020 |
237,081 |
1,111,286 |
-16,345 |
Sep12 |
110923 |
99.475 |
99.495 |
99.465 |
99.485 |
+0.010 |
208,792 |
732,001 |
-12,438 |
Dec12 |
110923 |
99.480 |
99.495 |
99.465 |
99.475 |
-0.010 |
198,352 |
763,046 |
+921 |
Mar13 |
110923 |
99.485 |
99.500 |
99.450 |
99.465 |
-0.025 |
187,947 |
731,608 |
-12,240 |
Jun13 |
110923 |
99.440 |
99.465 |
99.395 |
99.410 |
-0.040 |
147,064 |
554,922 |
-6,571 |
Sep13 |
110923 |
99.360 |
99.390 |
99.305 |
99.320 |
-0.055 |
143,656 |
491,573 |
-6,370 |
Dec13 |
110923 |
99.240 |
99.265 |
99.155 |
99.180 |
-0.065 |
123,529 |
402,221 |
-3,345 |
Mar14 |
110923 |
99.100 |
99.130 |
99.015 |
99.035 |
-0.075 |
110,962 |
280,164 |
-1,959 |
Jun14 |
110923 |
98.935 |
98.975 |
98.840 |
98.865 |
-0.090 |
89,859 |
274,589 |
-1,842 |
Sep14 |
110923 |
98.770 |
98.810 |
98.670 |
98.690 |
-0.105 |
101,186 |
164,550 |
-3,398 |
Dec14 |
110923 |
98.630 |
98.650 |
98.490 |
98.515 |
-0.115 |
115,557 |
179,890 |
+9,103 |
Mar15 |
110923 |
98.445 |
98.495 |
98.320 |
98.345 |
-0.125 |
58,476 |
120,072 |
+182 |
Jun15 |
110923 |
6.525 |
0.031 |
6.405 |
6.430 |
+6.424 |
50,041 |
113,755 |
-1,433 |
Sep15 |
110923 |
6.365 |
6.425 |
6.235 |
6.265 |
-0.135 |
57,885 |
70,705 |
-5,372 |
Dec15 |
110923 |
6.205 |
6.265 |
6.075 |
6.100 |
-0.140 |
55,490 |
66,606 |
+1,038 |
Mar16 |
110923 |
6.075 |
6.135 |
5.935 |
5.970 |
-0.140 |
37,496 |
53,036 |
+1,827 |
Total Volume and Open Interest |
2,721,496 |
8,467,115 |
-51,255 |
30 Day Federal Funds(CBOT) |
Sep11 |
110923 |
99.912 |
99.915 |
99.912 |
99.912 |
unch |
2,237 |
50,810 |
-1,223 |
Oct11 |
110923 |
99.910 |
99.915 |
99.905 |
99.910 |
unch |
5,245 |
62,842 |
-518 |
Nov11 |
110923 |
99.915 |
99.920 |
99.910 |
99.915 |
unch |
6,529 |
62,507 |
+1,646 |
Dec11 |
110923 |
99.920 |
99.925 |
99.910 |
99.920 |
unch |
8,278 |
64,935 |
-1,275 |
Jan12 |
110923 |
99.910 |
99.920 |
99.910 |
99.915 |
unch |
2,172 |
53,829 |
-454 |
Feb12 |
110923 |
99.910 |
99.915 |
99.905 |
99.910 |
unch |
2,054 |
46,606 |
-420 |
Total Volume and Open Interest |
46,961 |
702,175 |
-5,304 |
30 Day Fed Funds(e-CBOT) |
3-Mth Euro-Yen(CME) |
Dec11 |
110923 |
99.690 |
99.690 |
99.690 |
99.690 |
unch |
0 |
281 |
+0 |
Mar12 |
110923 |
99.695 |
99.695 |
99.695 |
99.695 |
unch |
0 |
300 |
+0 |
Jun12 |
110923 |
99.700 |
99.700 |
99.700 |
99.700 |
unch |
|
|
|
Sep12 |
110923 |
99.698 |
99.698 |
99.698 |
99.698 |
unch |
|
|
|
Dec12 |
110923 |
99.755 |
99.755 |
99.755 |
99.755 |
unch |
|
|
|
Mar13 |
110923 |
99.755 |
99.755 |
99.755 |
99.755 |
unch |
|
|
|
Jun13 |
110923 |
99.710 |
99.710 |
99.710 |
99.710 |
unch |
|
|
|
Sep13 |
110923 |
99.570 |
99.570 |
99.570 |
99.570 |
unch |
|
|
|
Dec13 |
110923 |
99.430 |
99.430 |
99.430 |
99.430 |
unch |
|
|
|
Mar14 |
110923 |
99.290 |
99.290 |
99.290 |
99.290 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
581 |
+0 |
3-Mth Euro-Yen(SGX) |
Dec11 |
110923 |
99.69 |
99.69 |
99.69 |
99.69 |
unch |
1,000 |
2,382 |
+475 |
Mar12 |
110923 |
99.69 |
99.69 |
99.69 |
99.69 |
unch |
1,000 |
2,338 |
+0 |
Jun12 |
110923 |
99.70 |
99.70 |
99.70 |
99.70 |
unch |
0 |
1,470 |
+0 |
Sep12 |
110923 |
99.70 |
99.70 |
99.70 |
99.70 |
unch |
0 |
411 |
+0 |
Dec12 |
110923 |
99.75 |
99.75 |
99.75 |
99.75 |
unch |
0 |
51 |
+0 |
Mar13 |
110923 |
99.75 |
99.75 |
99.75 |
99.75 |
unch |
0 |
1 |
+0 |
Jun13 |
110923 |
99.71 |
99.71 |
99.71 |
99.71 |
unch |
|
|
|
Sep13 |
110923 |
99.57 |
99.57 |
99.57 |
99.57 |
unch |
|
|
|
Total Volume and Open Interest |
2,000 |
6,655 |
+475 |
Japanese Gov't Bonds(SGX) |
Dec11 |
110922 |
142.71 |
142.98 |
142.64 |
142.77 |
-0.01 |
1,451 |
26,497 |
+72 |
Mar12 |
110922 |
142.02 |
142.02 |
142.02 |
142.02 |
-0.01 |
0 |
4 |
+0 |
Jun12 |
110922 |
139.93 |
139.93 |
139.93 |
139.93 |
-0.01 |
|
|
|
Total Volume and Open Interest |
1,451 |
26,501 |
+72 |
Euro-Bund(EUREX) |
Dec11 |
110923 |
138.77 |
139.19 |
137.48 |
138.12 |
-0.44 |
1,025,435 |
864,347 |
+25,359 |
Mar12 |
110923 |
139.20 |
139.77 |
138.12 |
138.68 |
-0.41 |
80 |
410 |
-3 |
Jun12 |
110923 |
138.42 |
138.42 |
138.42 |
138.42 |
-0.44 |
|
|
|
Total Volume and Open Interest |
1,025,515 |
864,757 |
+25,356 |
Euro-Bobl(EUREX) |
Dec11 |
110923 |
123.14 |
123.41 |
122.75 |
122.87 |
-0.09 |
478,193 |
681,472 |
-2,236 |
Mar12 |
110923 |
123.70 |
123.70 |
123.25 |
123.25 |
-0.13 |
2,376 |
3,097 |
+2,357 |
Jun12 |
110923 |
123.02 |
123.02 |
123.02 |
123.02 |
-0.09 |
|
|
|
Total Volume and Open Interest |
480,569 |
684,569 |
+121 |
3-Mth Euribor(EUREX) |
Sep11 |
110919 |
98.465 |
98.465 |
98.465 |
98.465 |
unch |
9 |
1,722 |
-5 |
Dec11 |
110923 |
98.950 |
98.950 |
98.915 |
98.915 |
+0.030 |
222 |
1,935 |
+131 |
Mar12 |
110923 |
99.005 |
99.005 |
99.005 |
99.005 |
+0.045 |
0 |
2,423 |
+0 |
Total Volume and Open Interest |
222 |
9,023 |
+131 |
Long Gilt(LIFFE) |
Sep11 |
110923 |
132~05 |
132~05 |
131~30 |
131~30 |
-0~12 |
802 |
18,334 |
+164 |
Dec11 |
110923 |
130~29 |
131~16 |
130~18 |
130~22 |
-0~12 |
181,222 |
350,411 |
-7,024 |
Total Volume and Open Interest |
182,024 |
368,745 |
-6,860 |
3-Mth Short Sterling(LIFFE) |
Dec11 |
110923 |
99.04 |
99.04 |
99.02 |
99.03 |
unch |
75,069 |
419,902 |
+3,220 |
Mar12 |
110923 |
99.09 |
99.10 |
99.07 |
99.09 |
+0.01 |
49,117 |
438,165 |
-2,100 |
Jun12 |
110923 |
99.13 |
99.14 |
99.11 |
99.12 |
unch |
36,062 |
228,730 |
-4,571 |
Sep12 |
110923 |
99.15 |
99.15 |
99.11 |
99.13 |
unch |
37,514 |
274,828 |
-1,396 |
Dec12 |
110923 |
99.12 |
99.13 |
99.07 |
99.10 |
unch |
33,328 |
254,131 |
-5,555 |
Mar13 |
110923 |
99.09 |
99.10 |
99.03 |
99.07 |
unch |
37,612 |
183,363 |
+2,850 |
Total Volume and Open Interest |
353,759 |
2,162,076 |
+9,986 |
3-Mth Euribor(LIFFE) |
Dec11 |
110923 |
98.885 |
98.960 |
98.885 |
98.915 |
+0.030 |
211,238 |
788,822 |
+3,847 |
Mar12 |
110923 |
98.975 |
99.035 |
98.960 |
99.005 |
+0.045 |
129,008 |
518,538 |
-9,664 |
Jun12 |
110923 |
99.020 |
99.070 |
98.980 |
99.040 |
+0.055 |
109,256 |
367,458 |
+3,448 |
Total Volume and Open Interest |
897,001 |
3,287,619 |
+16,565 |
3-Mth Aus T-Bills(SFE) |
Dec11 |
110923 |
95.77 |
95.85 |
95.75 |
95.83 |
+0.05 |
26,377 |
239,941 |
-6,799 |
Mar12 |
110923 |
96.21 |
96.33 |
96.21 |
96.28 |
+0.05 |
28,852 |
192,318 |
+6,283 |
Jun12 |
110923 |
96.30 |
96.39 |
96.28 |
96.34 |
+0.04 |
27,312 |
118,228 |
+7,770 |
Sep12 |
110923 |
96.24 |
96.34 |
96.23 |
96.31 |
+0.07 |
3,260 |
77,616 |
+28 |
Dec12 |
110923 |
96.15 |
96.27 |
96.15 |
96.25 |
+0.09 |
1,831 |
42,868 |
+643 |
Mar13 |
110923 |
96.09 |
96.16 |
96.08 |
96.16 |
+0.08 |
450 |
43,625 |
-40 |
Jun13 |
110923 |
95.95 |
96.05 |
95.95 |
96.05 |
+0.08 |
877 |
26,613 |
-327 |
Sep13 |
110923 |
95.85 |
95.95 |
95.85 |
95.94 |
+0.09 |
21 |
9,654 |
-39 |
Dec13 |
110923 |
95.75 |
95.80 |
95.75 |
95.80 |
+0.08 |
3 |
2,305 |
+3 |
Mar14 |
110923 |
95.60 |
95.70 |
95.60 |
95.70 |
+0.08 |
1 |
395 |
+1 |
Total Volume and Open Interest |
88,984 |
753,629 |
+7,523 |
10-Year Aus T-Bonds(SFE) |
Dec11 |
110923 |
95.89 |
95.99 |
95.89 |
95.97 |
+0.07 |
60,601 |
346,965 |
+16,595 |
Mar12 |
110923 |
95.97 |
95.97 |
95.97 |
95.97 |
+0.07 |
|
|
|
Total Volume and Open Interest |
60,601 |
346,965 |
+16,595 |
3-Year Aus T-Bonds(SFE) |
Dec11 |
110923 |
96.48 |
96.59 |
96.47 |
96.56 |
+0.07 |
131,354 |
483,662 |
-2,397 |
Mar12 |
110923 |
96.56 |
96.56 |
96.56 |
96.56 |
+0.07 |
|
|
|
Total Volume and Open Interest |
131,354 |
483,662 |
-2,397 |
Gold(CMX) |
Oct11 |
110923 |
1739.9 |
1755.2 |
1629.5 |
1637.7 |
-101.7 |
11,836 |
29,569 |
-728 |
Dec11 |
110923 |
1739.0 |
1757.9 |
1631.7 |
1639.8 |
-101.9 |
278,040 |
307,786 |
-9,396 |
Feb12 |
110923 |
1743.0 |
1759.5 |
1633.3 |
1641.5 |
-102.0 |
5,376 |
40,616 |
+556 |
Apr12 |
110923 |
1746.1 |
1760.6 |
1635.7 |
1643.0 |
-102.1 |
1,206 |
10,462 |
+410 |
Jun12 |
110923 |
1746.0 |
1753.5 |
1641.4 |
1644.6 |
-102.3 |
540 |
17,376 |
+137 |
Aug12 |
110923 |
1702.2 |
1710.2 |
1646.3 |
1646.3 |
-102.5 |
269 |
6,774 |
+21 |
Oct12 |
110923 |
1702.1 |
1704.5 |
1647.0 |
1648.0 |
-102.8 |
164 |
4,288 |
+78 |
Dec12 |
110923 |
1759.2 |
1765.0 |
1642.4 |
1649.8 |
-103.1 |
533 |
14,850 |
+72 |
Feb13 |
110923 |
1748.0 |
1748.0 |
1647.4 |
1651.7 |
-103.2 |
326 |
3,415 |
+5 |
Apr13 |
110923 |
1744.3 |
1744.3 |
1653.9 |
1653.9 |
-103.2 |
20 |
327 |
+0 |
Jun13 |
110923 |
1755.5 |
1755.5 |
1656.2 |
1656.2 |
-103.3 |
97 |
12,967 |
+93 |
Total Volume and Open Interest |
299,731 |
489,588 |
-8,161 |
Silver(CMX) |
Sep11 |
110923 |
3647.0 |
3653.0 |
3005.1 |
3005.1 |
-648.7 |
150 |
213 |
-15 |
Dec11 |
110923 |
3588.5 |
3668.0 |
2984.5 |
3010.1 |
-647.7 |
84,689 |
72,255 |
-897 |
Mar12 |
110923 |
3619.0 |
3665.0 |
2995.0 |
3013.0 |
-647.9 |
731 |
9,228 |
+54 |
May12 |
110923 |
3639.0 |
3639.0 |
3013.6 |
3013.6 |
-648.3 |
114 |
2,658 |
+9 |
Jul12 |
110923 |
3335.0 |
3335.0 |
3013.8 |
3013.8 |
-648.6 |
231 |
2,100 |
+67 |
Sep12 |
110923 |
3503.5 |
3503.5 |
3000.0 |
3011.0 |
-648.7 |
48 |
597 |
+18 |
Dec12 |
110923 |
3663.0 |
3663.0 |
3000.0 |
3007.6 |
-648.0 |
835 |
10,216 |
-30 |
Total Volume and Open Interest |
87,889 |
110,785 |
-768 |
Platinum(NYMEX) |
Oct11 |
110923 |
1685.8 |
1710.0 |
1602.1 |
1613.2 |
-97.4 |
21,737 |
20,079 |
-2,207 |
Jan12 |
110923 |
1700.1 |
1712.0 |
1606.4 |
1617.0 |
-98.6 |
5,426 |
16,756 |
+2,711 |
Apr12 |
110923 |
1700.0 |
1700.0 |
1613.5 |
1620.9 |
-98.9 |
557 |
1,945 |
+303 |
Jul12 |
110923 |
1700.0 |
1700.0 |
1615.3 |
1623.4 |
-98.9 |
1 |
27 |
+1 |
Total Volume and Open Interest |
27,728 |
38,818 |
+809 |
Palladium(NYMEX) |
Sep11 |
110923 |
648.10 |
648.10 |
634.60 |
640.75 |
-21.55 |
5 |
9 |
+4 |
Dec11 |
110923 |
650.00 |
667.10 |
629.50 |
642.50 |
-21.55 |
9,921 |
19,001 |
-677 |
Mar12 |
110923 |
644.90 |
7.44 |
634.95 |
643.15 |
+633.46 |
62 |
230 |
+12 |
Total Volume and Open Interest |
9,991 |
19,251 |
-662 |
Copper(CMX) |
Sep11 |
110923 |
339.75 |
340.80 |
325.10 |
327.20 |
-20.85 |
193 |
734 |
-46 |
Dec11 |
110923 |
345.00 |
349.50 |
321.50 |
328.00 |
-20.85 |
80,756 |
81,762 |
+276 |
Mar12 |
110923 |
347.35 |
350.30 |
324.05 |
330.00 |
-21.00 |
9,152 |
30,710 |
+2,544 |
May12 |
110923 |
348.85 |
349.35 |
330.00 |
331.15 |
-21.05 |
1,281 |
7,235 |
+88 |
Jul12 |
110923 |
352.65 |
352.85 |
331.90 |
331.90 |
-21.15 |
228 |
1,580 |
+96 |
Total Volume and Open Interest |
93,201 |
130,152 |
+2,932 |
DJIA Index(CBOT) |
Dec11 |
110923 |
10680 |
10758 |
10469 |
10697 |
+47 |
958 |
11,277 |
+586 |
Mar12 |
110923 |
10616 |
10616 |
10573 |
10616 |
+43 |
0 |
21 |
+0 |
Jun12 |
110923 |
10546 |
10546 |
10503 |
10546 |
+43 |
|
|
|
Sep12 |
110923 |
10483 |
10483 |
10440 |
10483 |
+43 |
|
|
|
Total Volume and Open Interest |
958 |
11,298 |
+586 |
E-mini DJIA Index(CBOT) |
Sep11 |
110916 |
11435 |
11500 |
11400 |
11500 |
+48 |
20,642 |
38,821 |
-3,676 |
Dec11 |
110923 |
10650 |
10775 |
10469 |
10697 |
+47 |
243,854 |
68,374 |
+4,103 |
Mar12 |
110923 |
10640 |
10690 |
10465 |
10616 |
+43 |
32 |
130 |
-3 |
Jun12 |
110923 |
10546 |
10546 |
10546 |
10546 |
+43 |
|
|
|
Total Volume and Open Interest |
243,886 |
68,514 |
+4,100 |
S & P 500(CME) |
Dec11 |
110923 |
1125.70 |
1138.30 |
1102.40 |
1129.80 |
+6.30 |
35,174 |
278,954 |
+8,902 |
Mar12 |
110923 |
1112.00 |
1129.30 |
1108.30 |
1123.30 |
+6.00 |
15 |
3,024 |
+0 |
Jun12 |
110923 |
1118.20 |
1124.30 |
1103.30 |
1118.20 |
+5.90 |
13 |
377 |
+0 |
Sep12 |
110923 |
1112.20 |
1118.30 |
1097.30 |
1112.20 |
+5.90 |
|
|
|
Total Volume and Open Interest |
35,202 |
282,455 |
+8,902 |
S & P 500 E-Mini(Globex) |
Dec11 |
110923 |
1124.25 |
1138.50 |
1102.00 |
1129.75 |
+6.25 |
4,741,905 |
3,081,477 |
+145,365 |
Mar12 |
110923 |
1121.00 |
1131.50 |
1096.25 |
1123.25 |
+6.00 |
1,266 |
2,008 |
-65 |
Total Volume and Open Interest |
4,743,248 |
3,083,606 |
+145,305 |
NASDAQ 100(CME) |
Dec11 |
110923 |
2183.30 |
2209.00 |
2134.00 |
2202.00 |
+27.50 |
6,184 |
12,945 |
+3,678 |
Mar12 |
110923 |
2197.50 |
2200.00 |
2165.00 |
2197.50 |
+27.50 |
|
|
|
Jun12 |
110923 |
2194.50 |
2194.50 |
2167.00 |
2194.50 |
+27.50 |
|
|
|
Total Volume and Open Interest |
6,184 |
12,945 |
+3,678 |
NASDAQ 100 E-Mini(Globex) |
Dec11 |
110923 |
2177.80 |
2210.30 |
2134.00 |
2202.00 |
+27.50 |
581,136 |
322,241 |
+7,221 |
Mar12 |
110923 |
2153.50 |
2200.50 |
2131.30 |
2197.50 |
+27.50 |
61 |
248 |
+4 |
Total Volume and Open Interest |
581,197 |
322,496 |
+7,225 |
S & P Midcap 400(CME) |
Dec11 |
110923 |
790.00 |
790.00 |
790.00 |
790.00 |
+8.80 |
1,291 |
2,229 |
+1,291 |
Mar12 |
110923 |
788.00 |
788.00 |
788.00 |
788.00 |
+8.80 |
|
|
|
Jun12 |
110923 |
786.00 |
786.00 |
786.00 |
786.00 |
+8.80 |
|
|
|
Total Volume and Open Interest |
1,291 |
2,229 |
+1,291 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Dec11 |
110923 |
8395 |
8495 |
8280 |
8455 |
+70 |
12,967 |
25,966 |
+5 |
Mar12 |
110923 |
8460 |
8460 |
8390 |
8460 |
+70 |
1 |
3 |
+1 |
Total Volume and Open Interest |
12,968 |
25,969 |
+6 |
Nikkei 225(SGX) |
Dec11 |
110922 |
8665 |
8690 |
8485 |
8485 |
-195 |
86,361 |
179,640 |
+2,386 |
Mar12 |
110922 |
8485 |
8485 |
8480 |
8480 |
-190 |
250 |
1,090 |
+211 |
Jun12 |
110922 |
8405 |
8405 |
8405 |
8405 |
-190 |
0 |
18 |
+0 |
Total Volume and Open Interest |
86,659 |
193,277 |
+2,587 |
CAC 40(EURONEXT) |
Oct11 |
110923 |
2801.0 |
2831.0 |
2693.5 |
2811.0 |
+26.5 |
161,590 |
280,393 |
+13,386 |
Nov11 |
110923 |
2804.0 |
2817.0 |
2688.0 |
2805.0 |
+26.5 |
469 |
690 |
+452 |
Dec11 |
110923 |
2797.5 |
2813.0 |
2695.0 |
2803.5 |
+27.5 |
858 |
28,174 |
+191 |
Total Volume and Open Interest |
162,917 |
309,260 |
+14,029 |
Hang Seng Index(HKFE) |
Sep11 |
110923 |
17575 |
17828 |
17373 |
17762 |
-69 |
118,382 |
101,247 |
+713 |
Oct11 |
110923 |
17578 |
17823 |
17372 |
17759 |
-69 |
4,416 |
7,467 |
+1,643 |
Total Volume and Open Interest |
124,021 |
115,438 |
+2,788 |
DAX(EUREX) |
Sep11 |
110916 |
5572.5 |
5636.5 |
5529.0 |
5575.5 |
+76.0 |
270,393 |
71,329 |
-28,630 |
Dec11 |
110923 |
5193.0 |
5242.0 |
4980.0 |
5194.0 |
+17.5 |
232,065 |
177,950 |
+5,830 |
Mar12 |
110923 |
5202.5 |
5240.5 |
5001.0 |
5204.5 |
+17.5 |
311 |
5,212 |
+77 |
Total Volume and Open Interest |
232,413 |
183,323 |
+5,944 |
FT-SE 100(EURONEXT) |
Dec11 |
110923 |
5045.00 |
5079.00 |
4898.50 |
5029.00 |
+14.00 |
185,481 |
629,369 |
+6,182 |
Mar12 |
110923 |
4960.00 |
4993.50 |
4887.50 |
4993.50 |
+14.00 |
26 |
802 |
+12 |
Jun12 |
110923 |
4954.00 |
4954.00 |
4954.00 |
4954.00 |
+13.50 |
10 |
473 |
+10 |
Total Volume and Open Interest |
185,517 |
630,644 |
+6,204 |
SPI 200(SFE) |
Sep11 |
110916 |
4098.0 |
4098.0 |
4098.0 |
4098.0 |
-1.0 |
0 |
32,346 |
-52,047 |
Dec11 |
110923 |
3967.0 |
3977.0 |
3855.0 |
3930.0 |
-36.0 |
68,253 |
210,163 |
+7,445 |
Mar12 |
110923 |
3900.0 |
3906.0 |
3865.0 |
3906.0 |
-36.0 |
109 |
2,214 |
+76 |
Total Volume and Open Interest |
68,731 |
215,247 |
+7,716 |
GSCI(CME) |
Oct11 |
110923 |
597.00 |
598.50 |
596.75 |
598.50 |
-7.50 |
481 |
8,316 |
+24 |
Nov11 |
110923 |
599.50 |
599.50 |
599.50 |
599.50 |
-7.50 |
10 |
5 |
+5 |
Dec11 |
110923 |
602.00 |
602.00 |
602.00 |
602.00 |
-8.00 |
10 |
5 |
+5 |
Total Volume and Open Interest |
501 |
8,326 |
+34 |
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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