 |
MRCI's End of Day Prices |
Daily Futures Price Listing Tue September 27, 2011 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Nov11 |
110927 |
1262.25 |
1278.75 |
1259.00 |
1263.00 |
+3.25 |
141,110 |
291,906 |
-5,389 |
Jan12 |
110927 |
1272.50 |
1290.00 |
1271.50 |
1275.00 |
+3.75 |
27,431 |
88,258 |
+1,939 |
Mar12 |
110927 |
1279.00 |
1296.75 |
1278.00 |
1282.50 |
+4.50 |
10,872 |
52,230 |
-709 |
May12 |
110927 |
1285.00 |
1301.25 |
1284.25 |
1287.75 |
+5.00 |
6,441 |
59,945 |
+119 |
Jul12 |
110927 |
1292.50 |
1308.75 |
1290.25 |
1295.25 |
+5.00 |
5,488 |
38,569 |
-274 |
Aug12 |
110927 |
1287.00 |
1287.00 |
1280.75 |
1287.00 |
+6.25 |
76 |
477 |
+1 |
Sep12 |
110927 |
1272.00 |
1272.00 |
1264.25 |
1272.00 |
+7.75 |
59 |
330 |
-8 |
Nov12 |
110927 |
1253.75 |
1270.25 |
1253.00 |
1261.50 |
+10.25 |
4,776 |
31,932 |
-267 |
Jan13 |
110927 |
1275.00 |
1275.00 |
1258.25 |
1269.25 |
+11.00 |
23 |
10,204 |
-3 |
Mar13 |
110927 |
1275.00 |
1275.00 |
1274.00 |
1274.00 |
+12.75 |
5 |
143 |
-1 |
May13 |
110927 |
1278.00 |
1278.00 |
1264.25 |
1278.00 |
+13.75 |
2 |
48 |
+1 |
Jul13 |
110927 |
1285.50 |
1292.00 |
1282.00 |
1282.75 |
+11.75 |
25 |
207 |
+0 |
Aug13 |
110927 |
1271.50 |
1271.50 |
1261.25 |
1271.50 |
+10.25 |
|
|
|
Sep13 |
110927 |
1255.50 |
1255.50 |
1245.25 |
1255.50 |
+10.25 |
|
|
|
Total Volume and Open Interest |
196,374 |
575,621 |
-4,561 |
Soybean Meal(CBOT) |
Oct11 |
110927 |
327.50 |
332.40 |
326.60 |
326.60 |
+0.40 |
18,301 |
15,458 |
-4,157 |
Dec11 |
110927 |
331.60 |
336.50 |
330.50 |
330.50 |
+0.30 |
67,798 |
106,378 |
+4,242 |
Jan12 |
110927 |
334.00 |
339.00 |
332.90 |
332.90 |
+0.40 |
4,242 |
14,516 |
+670 |
Mar12 |
110927 |
337.50 |
342.00 |
336.70 |
336.70 |
+0.90 |
4,975 |
11,627 |
-108 |
May12 |
110927 |
338.90 |
343.60 |
338.20 |
338.20 |
+1.00 |
2,345 |
13,210 |
+8 |
Jul12 |
110927 |
341.30 |
346.00 |
340.80 |
340.80 |
+1.20 |
1,555 |
10,379 |
+89 |
Aug12 |
110927 |
344.90 |
345.60 |
340.20 |
340.20 |
+1.30 |
315 |
1,387 |
+118 |
Sep12 |
110927 |
343.60 |
344.10 |
337.50 |
337.50 |
+1.30 |
287 |
1,598 |
+89 |
Oct12 |
110927 |
337.80 |
337.80 |
330.20 |
332.00 |
+1.80 |
233 |
1,424 |
+117 |
Dec12 |
110927 |
334.60 |
337.90 |
333.00 |
333.00 |
+2.30 |
442 |
4,611 |
+173 |
Total Volume and Open Interest |
100,506 |
181,158 |
+1,243 |
Soybean Oil(CBOT) |
Oct11 |
110927 |
52.46 |
53.05 |
52.28 |
52.57 |
+0.35 |
16,885 |
17,806 |
-4,221 |
Dec11 |
110927 |
52.64 |
53.28 |
52.44 |
52.78 |
+0.38 |
95,400 |
147,906 |
+1,204 |
Jan12 |
110927 |
52.89 |
53.52 |
52.78 |
53.04 |
+0.37 |
15,123 |
32,973 |
+2,185 |
Mar12 |
110927 |
53.19 |
53.81 |
53.02 |
53.31 |
+0.34 |
9,403 |
34,378 |
+1,180 |
May12 |
110927 |
53.37 |
53.90 |
53.21 |
53.42 |
+0.31 |
4,675 |
21,807 |
+1,123 |
Jul12 |
110927 |
53.44 |
54.07 |
53.42 |
53.53 |
+0.27 |
3,463 |
14,672 |
-410 |
Aug12 |
110927 |
53.56 |
53.94 |
53.50 |
53.50 |
+0.29 |
117 |
2,496 |
+7 |
Sep12 |
110927 |
53.42 |
53.75 |
53.40 |
53.40 |
+0.31 |
133 |
2,096 |
+24 |
Oct12 |
110927 |
53.51 |
53.52 |
53.15 |
53.15 |
+0.31 |
56 |
2,116 |
+7 |
Dec12 |
110927 |
53.21 |
53.39 |
52.89 |
53.03 |
+0.28 |
372 |
7,754 |
+706 |
Total Volume and Open Interest |
145,627 |
284,005 |
+1,805 |
Canola(WCE) |
Nov11 |
110927 |
533.0 |
544.9 |
533.0 |
534.9 |
+3.7 |
20,412 |
71,896 |
-6,095 |
Jan12 |
110927 |
545.6 |
555.0 |
544.7 |
545.1 |
+3.6 |
6,719 |
60,371 |
+713 |
Mar12 |
110927 |
553.8 |
561.5 |
553.8 |
554.4 |
+3.7 |
2,932 |
22,743 |
-812 |
May12 |
110927 |
560.5 |
567.1 |
559.5 |
560.0 |
+3.9 |
559 |
13,140 |
-177 |
Jul12 |
110927 |
566.3 |
572.4 |
564.3 |
564.3 |
+4.0 |
499 |
5,325 |
+88 |
Total Volume and Open Interest |
31,423 |
183,370 |
-6,059 |
Corn(CBOT) |
Dec11 |
110927 |
653.00 |
666.25 |
646.00 |
652.25 |
+4.25 |
156,891 |
626,518 |
-7,226 |
Mar12 |
110927 |
665.75 |
679.50 |
659.50 |
665.75 |
+4.50 |
29,126 |
234,657 |
-1,767 |
May12 |
110927 |
673.50 |
686.75 |
667.00 |
673.25 |
+4.50 |
10,211 |
65,971 |
+783 |
Jul12 |
110927 |
677.50 |
691.25 |
672.00 |
678.00 |
+5.25 |
9,847 |
96,160 |
+834 |
Sep12 |
110927 |
618.25 |
635.50 |
618.25 |
625.75 |
+8.25 |
2,198 |
22,186 |
+71 |
Dec12 |
110927 |
593.50 |
606.25 |
592.00 |
600.25 |
+10.75 |
7,332 |
105,860 |
-351 |
Mar13 |
110927 |
604.25 |
615.50 |
599.50 |
610.75 |
+11.25 |
140 |
28,763 |
+60 |
May13 |
110927 |
617.25 |
617.50 |
606.00 |
616.75 |
+10.75 |
30 |
889 |
+19 |
Jul13 |
110927 |
617.00 |
624.25 |
611.00 |
621.75 |
+10.75 |
65 |
1,167 |
-18 |
Sep13 |
110927 |
593.25 |
593.25 |
579.00 |
593.25 |
+14.25 |
0 |
221 |
+0 |
Total Volume and Open Interest |
216,038 |
1,194,923 |
-7,570 |
Wheat(CBOT) |
Dec11 |
110927 |
653.00 |
670.00 |
650.25 |
658.25 |
+10.00 |
51,841 |
223,821 |
-1,637 |
Mar12 |
110927 |
686.25 |
702.00 |
684.00 |
692.00 |
+8.75 |
9,465 |
82,186 |
+1,107 |
May12 |
110927 |
702.00 |
716.50 |
699.50 |
707.75 |
+8.25 |
2,316 |
25,225 |
-103 |
Jul12 |
110927 |
711.50 |
722.00 |
704.25 |
712.00 |
+7.75 |
3,061 |
55,700 |
-273 |
Sep12 |
110927 |
724.00 |
734.75 |
718.75 |
727.75 |
+9.00 |
196 |
3,175 |
+14 |
Dec12 |
110927 |
744.00 |
754.00 |
737.75 |
747.50 |
+9.75 |
673 |
26,978 |
-73 |
Total Volume and Open Interest |
67,579 |
420,500 |
-961 |
Wheat(KCBT) |
Dec11 |
110927 |
748.50 |
760.75 |
742.75 |
753.00 |
+9.00 |
10,457 |
85,461 |
-1,384 |
Mar12 |
110927 |
759.50 |
774.00 |
757.50 |
768.00 |
+9.25 |
3,065 |
36,014 |
+360 |
May12 |
110927 |
766.25 |
779.25 |
763.50 |
773.25 |
+8.00 |
673 |
5,324 |
-38 |
Jul12 |
110927 |
766.25 |
780.00 |
763.25 |
772.00 |
+7.00 |
1,232 |
27,185 |
+39 |
Sep12 |
110927 |
776.00 |
789.75 |
773.75 |
782.00 |
+6.50 |
77 |
1,695 |
+12 |
Dec12 |
110927 |
800.50 |
805.25 |
793.00 |
799.00 |
+8.00 |
30 |
1,757 |
+5 |
Total Volume and Open Interest |
15,541 |
157,716 |
-1,011 |
Wheat(MGE) |
Dec11 |
110927 |
873.00 |
884.75 |
866.50 |
869.25 |
-0.75 |
3,247 |
18,562 |
-1,032 |
Mar12 |
110927 |
851.75 |
863.25 |
843.75 |
847.25 |
-3.00 |
1,529 |
11,742 |
-98 |
May12 |
110927 |
845.50 |
858.00 |
839.50 |
843.25 |
-2.25 |
849 |
4,212 |
-23 |
Jul12 |
110927 |
843.75 |
853.25 |
834.00 |
837.50 |
-3.25 |
664 |
4,966 |
-240 |
Sep12 |
110927 |
819.75 |
826.50 |
810.00 |
815.75 |
+2.25 |
172 |
1,910 |
-71 |
Total Volume and Open Interest |
6,599 |
43,117 |
-1,709 |
Oats(CBOT) |
Dec11 |
110927 |
332.50 |
338.00 |
331.00 |
334.50 |
+4.50 |
1,387 |
12,807 |
-109 |
Mar12 |
110927 |
343.25 |
349.00 |
341.00 |
345.50 |
+4.50 |
574 |
1,791 |
+120 |
May12 |
110927 |
353.50 |
353.50 |
348.50 |
353.50 |
+5.00 |
0 |
131 |
+0 |
Jul12 |
110927 |
359.50 |
359.50 |
354.50 |
359.50 |
+5.00 |
0 |
5 |
+0 |
Total Volume and Open Interest |
1,961 |
14,772 |
+11 |
Rough Rice(CBOT) |
Nov11 |
110927 |
16.20 |
16.52 |
16.10 |
16.35 |
+0.23 |
1,652 |
12,310 |
-420 |
Jan12 |
110927 |
16.47 |
16.79 |
16.40 |
16.66 |
+0.23 |
684 |
3,035 |
+331 |
Mar12 |
110927 |
16.77 |
17.10 |
16.70 |
16.95 |
+0.24 |
213 |
1,302 |
+23 |
May12 |
110927 |
17.26 |
17.30 |
17.00 |
17.23 |
+0.23 |
62 |
159 |
+34 |
Total Volume and Open Interest |
2,616 |
16,961 |
-27 |
Live Cattle(CME) |
Oct11 |
110927 |
119.830 |
120.950 |
119.580 |
120.600 |
+0.870 |
12,087 |
43,152 |
-1,626 |
Dec11 |
110927 |
120.000 |
121.330 |
119.750 |
120.650 |
+0.920 |
19,125 |
145,271 |
+841 |
Feb12 |
110927 |
122.750 |
123.950 |
122.600 |
123.300 |
+0.700 |
8,423 |
65,517 |
+571 |
Apr12 |
110927 |
125.680 |
126.800 |
125.650 |
126.135 |
+0.455 |
6,358 |
46,066 |
+492 |
Jun12 |
110927 |
123.730 |
124.700 |
123.230 |
123.500 |
-0.250 |
1,798 |
19,899 |
+637 |
Aug12 |
110927 |
124.200 |
125.200 |
124.000 |
124.430 |
-0.105 |
356 |
3,380 |
+82 |
Total Volume and Open Interest |
48,225 |
325,072 |
+1,005 |
Feeder Cattle(CME) |
Sep11 |
110927 |
133.185 |
133.185 |
132.450 |
132.600 |
-0.300 |
887 |
2,436 |
-46 |
Oct11 |
110927 |
138.200 |
140.600 |
138.035 |
139.535 |
+1.710 |
1,042 |
9,456 |
-165 |
Nov11 |
110927 |
140.900 |
142.575 |
140.075 |
141.850 |
+2.275 |
2,114 |
13,425 |
-155 |
Jan12 |
110927 |
143.000 |
144.700 |
142.450 |
144.035 |
+2.335 |
1,058 |
5,816 |
+237 |
Mar12 |
110927 |
143.500 |
146.000 |
143.500 |
144.550 |
+1.300 |
257 |
2,271 |
+45 |
Apr12 |
110927 |
144.450 |
146.685 |
144.450 |
145.200 |
+0.750 |
161 |
666 |
+49 |
May12 |
110927 |
144.575 |
146.785 |
144.575 |
145.450 |
+0.650 |
219 |
549 |
+50 |
Total Volume and Open Interest |
5,816 |
35,033 |
+60 |
Lean Hogs(CME) |
Oct11 |
110927 |
88.700 |
89.580 |
88.500 |
88.635 |
+0.135 |
8,655 |
26,903 |
-2,729 |
Dec11 |
110927 |
83.035 |
84.550 |
83.000 |
83.480 |
+0.480 |
14,684 |
107,709 |
+1,135 |
Feb12 |
110927 |
87.930 |
89.150 |
87.750 |
88.450 |
+0.800 |
7,408 |
51,111 |
-149 |
Apr12 |
110927 |
91.050 |
91.930 |
90.800 |
91.750 |
+0.820 |
3,124 |
32,529 |
+297 |
May12 |
110927 |
95.850 |
96.300 |
95.550 |
95.900 |
+0.400 |
41 |
1,248 |
+22 |
Jun12 |
110927 |
97.980 |
98.850 |
97.980 |
98.680 |
+0.700 |
1,272 |
15,964 |
+640 |
Jul12 |
110927 |
97.150 |
97.600 |
97.150 |
97.535 |
+0.385 |
312 |
5,086 |
+216 |
Aug12 |
110927 |
95.550 |
96.000 |
95.500 |
96.000 |
+0.500 |
286 |
3,613 |
+142 |
Total Volume and Open Interest |
36,025 |
246,725 |
-287 |
Class III Milk(CME) |
Sep11 |
110927 |
19.00 |
19.00 |
18.98 |
19.00 |
-0.01 |
57 |
6,195 |
-9 |
Oct11 |
110927 |
17.65 |
17.83 |
17.25 |
17.38 |
-0.27 |
265 |
5,568 |
-9 |
Nov11 |
110927 |
17.33 |
17.44 |
16.94 |
17.01 |
-0.35 |
350 |
5,020 |
+50 |
Dec11 |
110927 |
17.12 |
17.15 |
16.71 |
16.81 |
-0.26 |
299 |
4,584 |
+92 |
Jan12 |
110927 |
16.85 |
16.86 |
16.61 |
16.62 |
-0.18 |
139 |
2,075 |
+58 |
Total Volume and Open Interest |
1,609 |
34,846 |
+509 |
Cocoa(ICE) |
Dec11 |
110927 |
2672 |
2737 |
2650 |
2721 |
+43 |
10,536 |
72,250 |
-598 |
Mar12 |
110927 |
2715 |
2770 |
2686 |
2758 |
+45 |
4,010 |
57,558 |
+183 |
May12 |
110927 |
2735 |
2781 |
2706 |
2773 |
+45 |
956 |
18,813 |
+367 |
Jul12 |
110927 |
2749 |
2795 |
2742 |
2788 |
+46 |
165 |
8,868 |
+20 |
Sep12 |
110927 |
2766 |
2807 |
2766 |
2805 |
+45 |
115 |
10,358 |
+61 |
Dec12 |
110927 |
2775 |
2822 |
2775 |
2821 |
+46 |
32 |
8,988 |
+25 |
Mar13 |
110927 |
2835 |
2835 |
2835 |
2835 |
+46 |
0 |
2,595 |
+0 |
Total Volume and Open Interest |
15,814 |
181,447 |
+58 |
Coffee "C"(ICE) |
Dec11 |
110927 |
238.40 |
246.55 |
237.35 |
240.85 |
+4.90 |
12,538 |
68,315 |
-604 |
Mar12 |
110927 |
240.70 |
249.50 |
240.55 |
243.95 |
+4.85 |
3,200 |
26,629 |
+1,142 |
May12 |
110927 |
242.70 |
249.65 |
242.35 |
245.20 |
+4.90 |
1,159 |
10,703 |
-156 |
Jul12 |
110927 |
242.55 |
248.35 |
242.55 |
245.00 |
+4.70 |
418 |
3,485 |
+163 |
Sep12 |
110927 |
241.55 |
248.60 |
241.55 |
243.95 |
+4.85 |
298 |
3,112 |
+40 |
Dec12 |
110927 |
242.95 |
246.85 |
241.65 |
241.80 |
+4.90 |
45 |
2,219 |
-26 |
Total Volume and Open Interest |
17,666 |
114,992 |
+563 |
Orange Juice(ICE) |
Nov11 |
110927 |
151.00 |
154.40 |
149.95 |
151.45 |
+1.05 |
2,339 |
17,026 |
-178 |
Jan12 |
110927 |
149.90 |
151.35 |
148.00 |
149.70 |
+1.15 |
669 |
3,872 |
+354 |
Mar12 |
110927 |
151.75 |
151.75 |
148.50 |
150.30 |
+1.00 |
123 |
2,039 |
+101 |
May12 |
110927 |
150.20 |
150.20 |
150.20 |
150.20 |
+0.90 |
132 |
758 |
+107 |
Jul12 |
110927 |
150.45 |
150.45 |
150.45 |
150.45 |
+0.90 |
116 |
293 |
+113 |
Sep12 |
110927 |
150.25 |
150.25 |
150.25 |
150.25 |
+0.25 |
46 |
47 |
+45 |
Total Volume and Open Interest |
3,426 |
24,046 |
+542 |
Sugar #11(ICE) |
Oct11 |
110927 |
25.75 |
26.34 |
25.37 |
26.04 |
+0.95 |
39,073 |
29,529 |
-12,242 |
Mar12 |
110927 |
24.55 |
24.96 |
24.55 |
24.70 |
+0.42 |
44,721 |
251,873 |
-2,477 |
May12 |
110927 |
23.83 |
24.24 |
23.83 |
23.96 |
+0.36 |
9,953 |
63,855 |
-1,228 |
Jul12 |
110927 |
23.27 |
23.61 |
23.26 |
23.36 |
+0.34 |
7,386 |
63,559 |
-409 |
Oct12 |
110927 |
22.99 |
23.29 |
22.96 |
23.06 |
+0.33 |
1,803 |
35,310 |
+318 |
Total Volume and Open Interest |
104,200 |
494,735 |
-15,980 |
London Cocoa(LCE) |
Dec11 |
110927 |
1749 |
1770 |
1734 |
1759 |
+12 |
7,607 |
87,078 |
+1,954 |
Mar12 |
110927 |
1780 |
1799 |
1765 |
1790 |
+12 |
4,949 |
46,692 |
+168 |
May12 |
110927 |
1799 |
1817 |
1785 |
1808 |
+13 |
1,175 |
15,058 |
+120 |
Jul12 |
110927 |
1804 |
1831 |
1802 |
1823 |
+12 |
308 |
15,306 |
+45 |
Sep12 |
110927 |
1818 |
1841 |
1813 |
1836 |
+10 |
489 |
12,107 |
+195 |
Dec12 |
110927 |
1833 |
1853 |
1833 |
1853 |
+9 |
324 |
10,057 |
-202 |
Mar13 |
110927 |
1869 |
1869 |
1869 |
1869 |
+10 |
256 |
2,317 |
+256 |
Total Volume and Open Interest |
15,108 |
188,615 |
+2,536 |
London Sugar(LCE) |
Dec11 |
110927 |
639.80 |
649.00 |
638.30 |
648.50 |
+14.50 |
2,376 |
19,003 |
+38 |
Mar12 |
110927 |
628.70 |
634.50 |
625.40 |
633.40 |
+9.00 |
1,078 |
11,066 |
-171 |
May12 |
110927 |
628.50 |
630.80 |
622.60 |
629.30 |
+7.00 |
476 |
4,935 |
+218 |
Aug12 |
110927 |
623.50 |
627.00 |
619.50 |
624.00 |
+5.30 |
792 |
3,443 |
+704 |
Oct12 |
110927 |
619.80 |
622.00 |
613.80 |
619.20 |
+7.20 |
141 |
1,779 |
+4 |
Total Volume and Open Interest |
4,906 |
40,833 |
+814 |
Cotton(ICE) |
Oct11 |
110927 |
98.97 |
99.39 |
98.85 |
98.85 |
+0.42 |
2 |
198 |
-35 |
Dec11 |
110927 |
99.69 |
102.18 |
99.50 |
100.15 |
+0.51 |
9,281 |
83,876 |
+67 |
Mar12 |
110927 |
96.39 |
98.80 |
96.38 |
97.08 |
+0.69 |
1,666 |
41,284 |
-16 |
May12 |
110927 |
95.96 |
97.73 |
95.46 |
95.91 |
+0.75 |
311 |
6,391 |
+116 |
Jul12 |
110927 |
97.10 |
97.10 |
95.25 |
95.32 |
+0.55 |
449 |
11,247 |
+117 |
Oct12 |
110927 |
95.30 |
95.30 |
95.30 |
95.30 |
+0.31 |
0 |
3 |
+0 |
Total Volume and Open Interest |
11,764 |
147,247 |
+262 |
Lumber(CME) |
Nov11 |
110927 |
233.0 |
233.0 |
225.8 |
227.8 |
-5.2 |
391 |
5,793 |
+10 |
Jan12 |
110927 |
254.1 |
254.1 |
247.6 |
250.8 |
-3.7 |
127 |
2,416 |
+6 |
Mar12 |
110927 |
270.1 |
270.1 |
264.0 |
268.8 |
-3.0 |
94 |
688 |
+17 |
May12 |
110927 |
275.3 |
275.3 |
273.0 |
274.0 |
-5.1 |
0 |
137 |
+0 |
Total Volume and Open Interest |
612 |
9,056 |
+33 |
Crude Oil(NYM) |
Nov11 |
110927 |
81.48 |
84.77 |
80.92 |
84.45 |
+4.21 |
325,671 |
307,326 |
+560 |
Dec11 |
110927 |
81.74 |
85.00 |
81.18 |
84.68 |
+4.20 |
93,358 |
205,368 |
+3,321 |
Jan12 |
110927 |
81.86 |
85.24 |
81.52 |
84.94 |
+4.21 |
26,960 |
112,479 |
+4,389 |
Feb12 |
110927 |
81.91 |
85.48 |
81.91 |
85.17 |
+4.19 |
12,220 |
34,974 |
+868 |
Mar12 |
110927 |
82.56 |
85.69 |
82.56 |
85.38 |
+4.15 |
11,243 |
44,864 |
+201 |
Apr12 |
110927 |
82.71 |
85.80 |
82.71 |
85.59 |
+4.09 |
6,256 |
26,176 |
+175 |
May12 |
110927 |
83.20 |
85.84 |
83.20 |
85.82 |
+4.04 |
5,586 |
25,036 |
+410 |
Jun12 |
110927 |
83.93 |
86.37 |
83.28 |
86.06 |
+3.99 |
16,092 |
77,319 |
+592 |
Jul12 |
110927 |
84.47 |
86.56 |
84.39 |
86.29 |
+3.95 |
2,252 |
34,855 |
-132 |
Aug12 |
110927 |
85.75 |
86.52 |
85.55 |
86.49 |
+3.92 |
2,157 |
16,235 |
-60 |
Sep12 |
110927 |
85.59 |
86.68 |
85.45 |
86.68 |
+3.89 |
2,545 |
18,650 |
+2 |
Oct12 |
110927 |
86.20 |
86.90 |
86.18 |
86.90 |
+3.87 |
2,869 |
19,016 |
+568 |
Nov12 |
110927 |
87.14 |
87.14 |
87.14 |
87.14 |
+3.85 |
2,531 |
19,645 |
-61 |
Dec12 |
110927 |
84.80 |
87.73 |
84.75 |
87.41 |
+3.83 |
27,475 |
152,764 |
+331 |
Jan13 |
110927 |
87.57 |
87.57 |
87.57 |
87.57 |
+3.80 |
532 |
20,493 |
-3 |
Feb13 |
110927 |
87.70 |
87.70 |
87.70 |
87.70 |
+3.77 |
147 |
9,191 |
+14 |
Total Volume and Open Interest |
558,421 |
1,378,493 |
+9,711 |
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 |
110927 |
81.400 |
84.775 |
80.925 |
84.450 |
+4.200 |
12,681 |
1,841 |
-247 |
Dec11 |
110927 |
81.600 |
84.925 |
81.175 |
84.675 |
+4.200 |
421 |
608 |
-19 |
Jan12 |
110927 |
81.575 |
84.950 |
81.575 |
84.950 |
+4.225 |
80 |
299 |
+11 |
Feb12 |
110927 |
83.975 |
85.425 |
83.975 |
85.175 |
+4.200 |
5 |
16 |
-4 |
Mar12 |
110927 |
85.375 |
85.375 |
85.375 |
85.375 |
+4.150 |
5 |
17 |
-1 |
Apr12 |
110927 |
85.600 |
85.600 |
85.600 |
85.600 |
+4.100 |
1 |
6 |
-1 |
May12 |
110927 |
85.825 |
85.825 |
85.825 |
85.825 |
+4.050 |
2 |
6 |
+0 |
Jun12 |
110927 |
86.050 |
86.050 |
86.050 |
86.050 |
+3.975 |
1 |
12 |
-1 |
Total Volume and Open Interest |
13,222 |
3,063 |
-246 |
Heating Oil(NYM) |
Oct11 |
110927 |
281.28 |
288.40 |
280.91 |
287.66 |
+8.51 |
33,246 |
31,343 |
-6,350 |
Nov11 |
110927 |
282.75 |
289.35 |
281.88 |
288.57 |
+8.27 |
60,451 |
89,069 |
+6,811 |
Dec11 |
110927 |
282.96 |
289.66 |
282.59 |
288.98 |
+7.96 |
28,165 |
61,213 |
+3,140 |
Jan12 |
110927 |
283.21 |
289.86 |
283.21 |
289.36 |
+7.67 |
12,786 |
37,151 |
+1,796 |
Feb12 |
110927 |
284.56 |
288.92 |
283.90 |
288.38 |
+7.33 |
3,879 |
18,136 |
+585 |
Mar12 |
110927 |
284.34 |
286.94 |
283.07 |
286.62 |
+7.05 |
3,619 |
18,219 |
+189 |
Apr12 |
110927 |
280.75 |
283.73 |
279.46 |
283.73 |
+6.89 |
1,056 |
8,380 |
-135 |
May12 |
110927 |
277.07 |
281.07 |
277.07 |
281.07 |
+6.66 |
995 |
6,131 |
+119 |
Jun12 |
110927 |
277.16 |
280.10 |
275.96 |
279.63 |
+6.56 |
5,074 |
32,834 |
-90 |
Jul12 |
110927 |
278.19 |
279.85 |
278.19 |
279.78 |
+6.42 |
187 |
3,406 |
+2 |
Aug12 |
110927 |
279.75 |
280.18 |
278.87 |
280.18 |
+6.30 |
98 |
3,780 |
+13 |
Sep12 |
110927 |
280.32 |
280.68 |
279.49 |
280.68 |
+6.15 |
192 |
3,097 |
-44 |
Total Volume and Open Interest |
152,147 |
333,130 |
+5,462 |
Gasoline(NYMEX) |
Oct11 |
110927 |
259.37 |
270.55 |
259.21 |
269.55 |
+12.61 |
35,602 |
31,502 |
-5,749 |
Nov11 |
110927 |
255.26 |
264.69 |
254.41 |
263.60 |
+10.76 |
48,564 |
83,727 |
+1,050 |
Dec11 |
110927 |
251.76 |
261.12 |
251.48 |
260.11 |
+10.03 |
19,168 |
51,832 |
-870 |
Jan12 |
110927 |
255.05 |
259.39 |
253.10 |
258.49 |
+9.36 |
10,244 |
27,089 |
-93 |
Feb12 |
110927 |
253.43 |
259.15 |
253.03 |
258.41 |
+8.88 |
4,437 |
12,716 |
+50 |
Mar12 |
110927 |
252.26 |
259.60 |
252.09 |
258.98 |
+8.60 |
2,664 |
12,298 |
-122 |
Apr12 |
110927 |
267.82 |
269.75 |
267.82 |
269.43 |
+8.24 |
2,106 |
10,353 |
+663 |
May12 |
110927 |
269.26 |
269.26 |
269.26 |
269.26 |
+8.04 |
1,562 |
5,512 |
+212 |
Jun12 |
110927 |
265.27 |
269.27 |
264.50 |
268.32 |
+7.99 |
2,019 |
15,687 |
+852 |
Jul12 |
110927 |
266.67 |
266.67 |
266.67 |
266.67 |
+7.91 |
417 |
2,105 |
-3 |
Total Volume and Open Interest |
127,334 |
271,738 |
-4,060 |
e-miNY RBOB Gasoline(NYM) |
Oct11 |
110927 |
269.60 |
269.60 |
269.55 |
269.60 |
+12.70 |
0 |
1 |
+0 |
Nov11 |
110927 |
263.60 |
263.60 |
263.60 |
263.60 |
+10.80 |
|
|
|
Dec11 |
110927 |
260.10 |
260.11 |
260.10 |
260.10 |
+10.00 |
|
|
|
Jan12 |
110927 |
258.50 |
258.50 |
258.49 |
258.50 |
+9.40 |
0 |
1 |
+0 |
Total Volume and Open Interest |
0 |
3 |
+0 |
Natural Gas(NYM) |
Oct11 |
110927 |
3.786 |
3.853 |
3.773 |
3.827 |
+0.045 |
68,557 |
26,778 |
-6,722 |
Nov11 |
110927 |
3.850 |
3.926 |
3.825 |
3.875 |
+0.030 |
85,130 |
243,547 |
-1,074 |
Dec11 |
110927 |
4.106 |
4.161 |
4.070 |
4.104 |
+0.007 |
32,408 |
75,524 |
+256 |
Jan12 |
110927 |
4.253 |
4.300 |
4.213 |
4.242 |
+0.003 |
27,466 |
169,249 |
+4,117 |
Feb12 |
110927 |
4.280 |
4.314 |
4.231 |
4.261 |
+0.004 |
7,089 |
40,503 |
+227 |
Mar12 |
110927 |
4.248 |
4.281 |
4.200 |
4.228 |
+0.002 |
9,487 |
52,498 |
+814 |
Apr12 |
110927 |
4.238 |
4.270 |
4.193 |
4.214 |
-0.001 |
7,931 |
80,918 |
-252 |
May12 |
110927 |
4.303 |
4.303 |
4.229 |
4.248 |
-0.001 |
1,755 |
21,218 |
-54 |
Jun12 |
110927 |
4.328 |
4.344 |
4.271 |
4.289 |
-0.001 |
1,189 |
13,934 |
-247 |
Jul12 |
110927 |
4.371 |
4.386 |
4.325 |
4.333 |
unch |
551 |
11,433 |
-61 |
Aug12 |
110927 |
4.381 |
4.383 |
4.356 |
4.358 |
+0.001 |
495 |
10,455 |
+10 |
Sep12 |
110927 |
4.383 |
4.392 |
4.352 |
4.361 |
+0.002 |
932 |
8,781 |
-80 |
Oct12 |
110927 |
4.415 |
4.425 |
4.386 |
4.396 |
+0.002 |
3,066 |
45,726 |
+113 |
Nov12 |
110927 |
4.574 |
4.574 |
4.538 |
4.556 |
+0.008 |
293 |
9,043 |
+96 |
Dec12 |
110927 |
4.842 |
4.847 |
4.794 |
4.823 |
+0.011 |
499 |
12,595 |
+45 |
Jan13 |
110927 |
4.985 |
4.989 |
4.934 |
4.965 |
+0.013 |
939 |
22,583 |
+220 |
Total Volume and Open Interest |
248,073 |
924,465 |
-2,591 |
Brent Crude Oil(ICE) |
Nov11 |
110927 |
104.77 |
107.54 |
104.50 |
107.14 |
+3.20 |
200,580 |
162,713 |
-3,810 |
Dec11 |
110927 |
103.33 |
106.00 |
103.05 |
105.66 |
+3.16 |
145,228 |
197,745 |
-2,747 |
Jan12 |
110927 |
102.62 |
105.27 |
102.33 |
104.93 |
+3.14 |
40,553 |
54,108 |
-1,860 |
Feb12 |
110927 |
101.80 |
104.71 |
101.80 |
104.44 |
+3.08 |
20,838 |
51,807 |
+6,217 |
Mar12 |
110927 |
101.86 |
104.34 |
101.86 |
104.07 |
+3.02 |
14,959 |
61,212 |
+4,257 |
Apr12 |
110927 |
101.68 |
103.89 |
101.68 |
103.83 |
+2.95 |
6,814 |
23,194 |
+1,494 |
May12 |
110927 |
101.54 |
103.97 |
101.54 |
103.63 |
+2.89 |
4,285 |
15,728 |
+580 |
Jun12 |
110927 |
101.40 |
103.85 |
101.40 |
103.44 |
+2.84 |
17,478 |
54,985 |
+662 |
Jul12 |
110927 |
102.58 |
103.33 |
102.34 |
103.27 |
+2.79 |
2,090 |
13,283 |
+230 |
Aug12 |
110927 |
103.08 |
103.08 |
103.08 |
103.08 |
+2.74 |
1,543 |
9,650 |
+306 |
Sep12 |
110927 |
102.50 |
102.84 |
102.50 |
102.84 |
+2.69 |
2,856 |
14,794 |
+72 |
Oct12 |
110927 |
102.60 |
102.60 |
102.60 |
102.60 |
+2.63 |
1,027 |
7,372 |
-179 |
Nov12 |
110927 |
102.36 |
102.36 |
102.36 |
102.36 |
+2.58 |
3,311 |
11,654 |
+770 |
Dec12 |
110927 |
101.00 |
102.74 |
100.56 |
102.11 |
+2.55 |
34,456 |
86,235 |
-720 |
Total Volume and Open Interest |
510,287 |
889,700 |
+6,708 |
Gas Oil(ICE) |
Oct11 |
110927 |
892.50 |
913.00 |
890.75 |
906.75 |
+16.25 |
56,068 |
122,076 |
-5,032 |
Nov11 |
110927 |
888.00 |
908.50 |
886.50 |
902.25 |
+16.50 |
74,312 |
110,769 |
-4,529 |
Dec11 |
110927 |
882.50 |
902.50 |
881.75 |
896.50 |
+16.00 |
53,765 |
82,287 |
-962 |
Jan12 |
110927 |
877.75 |
897.50 |
877.75 |
892.00 |
+15.50 |
18,049 |
57,773 |
-1,937 |
Feb12 |
110927 |
881.50 |
892.75 |
877.25 |
887.50 |
+15.25 |
8,246 |
34,820 |
+1,831 |
Mar12 |
110927 |
878.25 |
888.75 |
875.75 |
883.50 |
+14.75 |
2,709 |
25,552 |
-173 |
Apr12 |
110927 |
873.50 |
885.75 |
872.75 |
880.25 |
+14.25 |
2,306 |
18,570 |
+185 |
May12 |
110927 |
872.75 |
883.25 |
871.00 |
877.75 |
+14.25 |
1,981 |
12,011 |
-151 |
Jun12 |
110927 |
866.25 |
882.00 |
866.25 |
876.75 |
+14.50 |
7,397 |
41,759 |
-2,706 |
Jul12 |
110927 |
879.00 |
879.00 |
877.50 |
877.50 |
+14.25 |
725 |
12,255 |
+205 |
Total Volume and Open Interest |
234,506 |
598,181 |
-12,841 |
Ethanol(CBOT) |
Sep11 |
110906 |
2.835 |
2.850 |
2.835 |
2.840 |
-0.052 |
84 |
85 |
-31 |
Oct11 |
110927 |
2.606 |
2.606 |
2.556 |
2.577 |
+0.028 |
236 |
682 |
-106 |
Nov11 |
110927 |
2.548 |
2.567 |
2.521 |
2.537 |
+0.029 |
285 |
1,167 |
+127 |
Dec11 |
110927 |
2.469 |
2.515 |
2.469 |
2.484 |
+0.027 |
41 |
1,429 |
-2 |
Jan12 |
110927 |
2.411 |
2.435 |
2.411 |
2.428 |
+0.024 |
22 |
871 |
+12 |
Feb12 |
110927 |
2.425 |
2.426 |
2.398 |
2.409 |
+0.015 |
162 |
836 |
-80 |
Mar12 |
110927 |
2.439 |
2.439 |
2.416 |
2.428 |
+0.014 |
173 |
1,011 |
-55 |
Apr12 |
110927 |
2.453 |
2.456 |
2.438 |
2.450 |
+0.002 |
167 |
716 |
-57 |
Total Volume and Open Interest |
2,396 |
9,073 |
-605 |
WTI Crude Oil(ICE) |
Nov11 |
110927 |
81.00 |
84.77 |
80.93 |
84.45 |
+4.21 |
75,640 |
62,382 |
+165 |
Dec11 |
110927 |
81.30 |
85.00 |
81.17 |
84.68 |
+4.20 |
30,033 |
90,214 |
+1,192 |
Jan12 |
110927 |
81.74 |
85.20 |
81.74 |
84.94 |
+4.21 |
11,796 |
26,866 |
+824 |
Feb12 |
110927 |
82.50 |
85.44 |
82.50 |
85.17 |
+4.19 |
4,136 |
11,908 |
+117 |
Mar12 |
110927 |
82.98 |
85.66 |
82.98 |
85.38 |
+4.15 |
3,224 |
17,590 |
+184 |
Apr12 |
110927 |
82.84 |
85.59 |
82.84 |
85.59 |
+4.09 |
2,067 |
6,590 |
+129 |
May12 |
110927 |
83.20 |
86.11 |
83.20 |
85.82 |
+4.04 |
2,843 |
7,826 |
+104 |
Jun12 |
110927 |
84.01 |
86.39 |
83.96 |
86.06 |
+3.99 |
6,604 |
32,106 |
+638 |
Jul12 |
110927 |
84.63 |
86.29 |
84.63 |
86.29 |
+3.95 |
890 |
7,696 |
-14 |
Aug12 |
110927 |
86.49 |
86.49 |
86.49 |
86.49 |
+3.92 |
328 |
4,474 |
-27 |
Sep12 |
110927 |
86.68 |
86.68 |
86.68 |
86.68 |
+3.89 |
318 |
8,430 |
+20 |
Oct12 |
110927 |
86.90 |
86.90 |
86.90 |
86.90 |
+3.87 |
327 |
1,565 |
-48 |
Nov12 |
110927 |
87.14 |
87.14 |
87.14 |
87.14 |
+3.85 |
342 |
2,551 |
-50 |
Dec12 |
110927 |
85.23 |
87.71 |
85.13 |
87.41 |
+3.83 |
5,927 |
47,260 |
-784 |
Jan13 |
110927 |
87.57 |
87.57 |
87.57 |
87.57 |
+3.80 |
0 |
2,054 |
+0 |
Feb13 |
110927 |
87.70 |
87.70 |
87.70 |
87.70 |
+3.77 |
0 |
588 |
+0 |
Total Volume and Open Interest |
149,203 |
411,080 |
+3,251 |
US Dollar Index(ICE) |
Dec11 |
110927 |
78.820 |
78.995 |
77.930 |
78.027 |
-1.035 |
27,932 |
67,790 |
+1,026 |
Mar12 |
110927 |
78.875 |
78.875 |
78.530 |
78.577 |
-0.995 |
12 |
519 |
+2 |
Jun12 |
110927 |
78.897 |
78.897 |
78.897 |
78.897 |
-0.995 |
0 |
2 |
+0 |
Total Volume and Open Interest |
27,944 |
68,311 |
+1,028 |
Australian Dollar(CME) |
Dec11 |
110927 |
97.41 |
98.87 |
96.58 |
98.65 |
+2.07 |
166,099 |
83,285 |
+1,314 |
Mar12 |
110927 |
96.80 |
97.73 |
95.70 |
97.73 |
+2.03 |
92 |
88 |
+8 |
Jun12 |
110927 |
96.92 |
96.92 |
94.94 |
96.92 |
+1.98 |
0 |
21 |
+0 |
Total Volume and Open Interest |
166,191 |
83,527 |
+1,322 |
British Pound(CME) |
Dec11 |
110927 |
155.44 |
156.93 |
155.11 |
156.44 |
+1.33 |
116,272 |
146,994 |
-1,138 |
Mar12 |
110927 |
155.72 |
156.68 |
155.00 |
156.32 |
+1.32 |
15 |
88 |
+4 |
Jun12 |
110927 |
156.21 |
156.21 |
154.90 |
156.21 |
+1.31 |
0 |
3 |
+0 |
Total Volume and Open Interest |
116,287 |
147,088 |
-1,134 |
Canadian Dollar(CME) |
Dec11 |
110927 |
97.41 |
98.39 |
96.65 |
98.14 |
+1.49 |
131,869 |
80,033 |
-2,356 |
Mar12 |
110927 |
97.25 |
98.25 |
96.51 |
98.00 |
+1.49 |
220 |
3,758 |
+90 |
Jun12 |
110927 |
97.00 |
98.00 |
97.00 |
97.92 |
+1.46 |
67 |
884 |
+15 |
Sep12 |
110927 |
97.70 |
97.90 |
96.40 |
97.85 |
+1.45 |
8 |
395 |
-2 |
Total Volume and Open Interest |
132,172 |
85,143 |
-2,250 |
Japanese Yen(CME) |
Dec11 |
110927 |
131.10 |
131.25 |
130.10 |
130.40 |
-0.50 |
104,105 |
128,232 |
-166 |
Mar12 |
110927 |
131.40 |
131.40 |
130.35 |
130.59 |
-0.50 |
21 |
293 |
-1 |
Jun12 |
110927 |
130.80 |
131.30 |
130.80 |
130.80 |
-0.50 |
0 |
19 |
+0 |
Total Volume and Open Interest |
104,126 |
128,548 |
-167 |
Swiss Franc(CME) |
Dec11 |
110927 |
111.11 |
112.22 |
110.59 |
111.90 |
+1.29 |
22,554 |
22,152 |
+639 |
Mar12 |
110927 |
111.66 |
112.19 |
110.93 |
112.18 |
+1.25 |
7 |
539 |
+0 |
Jun12 |
110927 |
112.35 |
112.51 |
111.27 |
112.51 |
+1.24 |
1 |
4 |
-1 |
Total Volume and Open Interest |
22,562 |
22,701 |
+638 |
EuroFX(CME) |
Dec11 |
110927 |
135.20 |
136.62 |
134.59 |
136.39 |
+1.80 |
399,493 |
208,874 |
-2,689 |
Mar12 |
110927 |
135.00 |
136.50 |
134.61 |
136.38 |
+1.77 |
66 |
1,330 |
+16 |
Jun12 |
110927 |
136.38 |
136.38 |
134.65 |
136.38 |
+1.73 |
0 |
830 |
+0 |
Total Volume and Open Interest |
399,573 |
211,056 |
-2,663 |
Mexican Peso(CME) |
Oct11 |
110927 |
749.8 |
749.8 |
727.2 |
749.8 |
+22.5 |
|
|
|
Nov11 |
110927 |
748.0 |
748.0 |
725.5 |
748.0 |
+22.5 |
|
|
|
Total Volume and Open Interest |
51,771 |
81,309 |
+2,000 |
Brazilian Real(CME) |
Oct11 |
110927 |
555.35 |
555.35 |
541.10 |
555.35 |
+14.25 |
|
|
|
Nov11 |
110927 |
552.65 |
552.65 |
538.20 |
552.65 |
+14.45 |
0 |
1,500 |
+0 |
Dec11 |
110927 |
547.00 |
550.00 |
546.95 |
550.00 |
+14.70 |
160 |
5,358 |
-582 |
Jan12 |
110927 |
547.35 |
547.35 |
532.40 |
547.35 |
+14.95 |
0 |
13,529 |
+0 |
Total Volume and Open Interest |
249 |
35,797 |
-582 |
30-Year T-Bonds(CBOT) |
Dec11 |
110927 |
142~300 |
143~110 |
140~240 |
140~250 |
-2~030 |
316,054 |
645,461 |
-5,106 |
Mar12 |
110927 |
142~160 |
142~160 |
140~070 |
140~070 |
-2~050 |
141 |
733 |
+121 |
Jun12 |
110927 |
139~180 |
141~230 |
139~180 |
139~180 |
-2~050 |
|
|
|
Total Volume and Open Interest |
316,195 |
646,194 |
-4,985 |
10-Year T-Notes(CBOT) |
Dec11 |
110927 |
130~110 |
130~160 |
129~175 |
129~180 |
-0~250 |
1,039,457 |
1,535,919 |
-14,845 |
Mar12 |
110927 |
129~200 |
129~210 |
128~255 |
128~255 |
-0~260 |
35 |
139 |
+20 |
Jun12 |
110927 |
127~255 |
128~195 |
127~255 |
127~255 |
-0~260 |
|
|
|
Total Volume and Open Interest |
1,039,492 |
1,536,058 |
-14,825 |
5-Year T-Notes(CBOT) |
Sep11 |
110927 |
123~060 |
123~065 |
123~031 |
123~031 |
-0~034 |
6,936 |
29,637 |
-2,988 |
Dec11 |
110927 |
122~085 |
122~098 |
122~046 |
122~048 |
-0~038 |
540,232 |
1,263,607 |
-7,160 |
Mar12 |
110927 |
121~104 |
122~014 |
121~104 |
121~104 |
-0~038 |
|
|
|
Total Volume and Open Interest |
547,168 |
1,293,244 |
-10,148 |
2 Year T-Notes(CBOT) |
Sep11 |
110927 |
110~021 |
110~025 |
110~021 |
110~023 |
-0~002 |
978 |
13,057 |
-393 |
Dec11 |
110927 |
110~020 |
110~021 |
110~016 |
110~018 |
-0~002 |
122,298 |
740,599 |
-6,361 |
Mar12 |
110927 |
110~013 |
110~015 |
110~013 |
110~013 |
-0~002 |
0 |
159 |
+0 |
Total Volume and Open Interest |
123,276 |
753,815 |
-6,754 |
Eurodollars(CME) |
Dec11 |
110927 |
99.515 |
99.520 |
99.495 |
99.505 |
-0.010 |
179,226 |
1,078,994 |
-4,348 |
Mar12 |
110927 |
99.490 |
99.495 |
99.460 |
99.470 |
-0.020 |
170,018 |
1,005,775 |
+1,597 |
Jun12 |
110927 |
99.490 |
99.500 |
99.465 |
99.475 |
-0.020 |
145,046 |
1,097,658 |
-7,484 |
Sep12 |
110927 |
99.495 |
99.500 |
99.470 |
99.475 |
-0.020 |
121,335 |
745,959 |
+10,192 |
Dec12 |
110927 |
99.480 |
99.490 |
99.460 |
99.460 |
-0.020 |
117,352 |
750,543 |
-5,100 |
Mar13 |
110927 |
99.460 |
99.470 |
99.435 |
99.435 |
-0.025 |
121,019 |
724,506 |
-1,935 |
Jun13 |
110927 |
99.390 |
99.395 |
99.355 |
99.360 |
-0.030 |
121,443 |
537,455 |
-5,493 |
Sep13 |
110927 |
99.285 |
99.295 |
99.245 |
99.245 |
-0.040 |
107,697 |
493,180 |
-4,899 |
Dec13 |
110927 |
99.125 |
99.140 |
99.075 |
99.080 |
-0.050 |
98,105 |
403,893 |
-849 |
Mar14 |
110927 |
98.965 |
98.985 |
98.905 |
98.915 |
-0.055 |
73,256 |
274,277 |
-4,224 |
Jun14 |
110927 |
98.785 |
98.805 |
98.715 |
98.725 |
-0.065 |
75,833 |
263,826 |
-1,994 |
Sep14 |
110927 |
98.605 |
98.620 |
98.510 |
98.525 |
-0.075 |
69,363 |
163,406 |
-766 |
Dec14 |
110927 |
98.415 |
98.430 |
98.305 |
98.325 |
-0.085 |
49,315 |
173,444 |
-11,202 |
Mar15 |
110927 |
98.245 |
98.250 |
98.120 |
98.140 |
-0.090 |
24,725 |
113,421 |
-3,839 |
Jun15 |
110927 |
6.310 |
6.335 |
6.195 |
6.210 |
-0.100 |
30,648 |
97,753 |
-6,056 |
Sep15 |
110927 |
6.150 |
6.175 |
6.025 |
6.040 |
-0.105 |
19,263 |
72,541 |
-1,718 |
Dec15 |
110927 |
6.015 |
6.015 |
5.855 |
5.870 |
-0.115 |
19,262 |
64,180 |
+346 |
Mar16 |
110927 |
5.880 |
5.895 |
5.720 |
5.735 |
-0.120 |
11,182 |
52,215 |
-912 |
Total Volume and Open Interest |
1,584,119 |
8,368,337 |
-48,579 |
30 Day Federal Funds(CBOT) |
Sep11 |
110927 |
99.915 |
99.915 |
99.912 |
99.912 |
unch |
543 |
50,441 |
-201 |
Oct11 |
110927 |
99.910 |
99.915 |
99.905 |
99.910 |
unch |
414 |
62,316 |
-124 |
Nov11 |
110927 |
99.910 |
99.920 |
99.910 |
99.915 |
unch |
1,488 |
63,060 |
+341 |
Dec11 |
110927 |
99.915 |
99.920 |
99.915 |
99.920 |
unch |
284 |
63,645 |
-77 |
Jan12 |
110927 |
99.915 |
99.915 |
99.910 |
99.915 |
unch |
398 |
53,480 |
+91 |
Feb12 |
110927 |
99.905 |
99.910 |
99.905 |
99.910 |
unch |
725 |
47,029 |
+34 |
Total Volume and Open Interest |
10,706 |
694,833 |
-2,800 |
30 Day Fed Funds(e-CBOT) |
3-Mth Euro-Yen(CME) |
Dec11 |
110927 |
99.690 |
99.690 |
99.690 |
99.690 |
unch |
0 |
281 |
+0 |
Mar12 |
110927 |
99.695 |
99.695 |
99.695 |
99.695 |
unch |
0 |
300 |
+0 |
Jun12 |
110927 |
99.700 |
99.700 |
99.700 |
99.700 |
unch |
|
|
|
Sep12 |
110927 |
99.698 |
99.698 |
99.698 |
99.698 |
unch |
|
|
|
Dec12 |
110927 |
99.755 |
99.755 |
99.755 |
99.755 |
unch |
|
|
|
Mar13 |
110927 |
99.755 |
99.755 |
99.755 |
99.755 |
unch |
|
|
|
Jun13 |
110927 |
99.710 |
99.710 |
99.710 |
99.710 |
unch |
|
|
|
Sep13 |
110927 |
99.570 |
99.570 |
99.570 |
99.570 |
unch |
|
|
|
Dec13 |
110927 |
99.430 |
99.430 |
99.430 |
99.430 |
unch |
|
|
|
Mar14 |
110927 |
99.290 |
99.290 |
99.290 |
99.290 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
581 |
+0 |
3-Mth Euro-Yen(SGX) |
Dec11 |
110927 |
99.69 |
99.69 |
99.69 |
99.69 |
unch |
1 |
2,382 |
+0 |
Mar12 |
110927 |
99.69 |
99.69 |
99.69 |
99.69 |
unch |
100 |
2,438 |
+100 |
Jun12 |
110927 |
99.70 |
99.70 |
99.70 |
99.70 |
unch |
0 |
1,470 |
+0 |
Sep12 |
110927 |
99.70 |
99.70 |
99.70 |
99.70 |
unch |
0 |
411 |
+0 |
Dec12 |
110927 |
99.75 |
99.75 |
99.75 |
99.75 |
unch |
0 |
51 |
+0 |
Mar13 |
110927 |
99.75 |
99.75 |
99.75 |
99.75 |
unch |
0 |
1 |
+0 |
Jun13 |
110927 |
99.71 |
99.71 |
99.71 |
99.71 |
unch |
|
|
|
Sep13 |
110927 |
99.57 |
99.57 |
99.57 |
99.57 |
unch |
|
|
|
Total Volume and Open Interest |
101 |
6,755 |
+100 |
Japanese Gov't Bonds(SGX) |
Dec11 |
110927 |
142.68 |
142.68 |
142.46 |
142.51 |
-0.15 |
2,685 |
25,423 |
-1,308 |
Mar12 |
110927 |
141.71 |
141.71 |
141.71 |
141.71 |
-0.15 |
0 |
4 |
+0 |
Jun12 |
110927 |
139.62 |
139.62 |
139.62 |
139.62 |
-0.15 |
|
|
|
Total Volume and Open Interest |
2,685 |
25,427 |
-1,308 |
Euro-Bund(EUREX) |
Dec11 |
110927 |
136.75 |
136.75 |
135.53 |
135.88 |
-1.39 |
943,981 |
875,278 |
-20,105 |
Mar12 |
110927 |
137.25 |
137.25 |
135.98 |
136.30 |
-1.41 |
85 |
407 |
-1 |
Jun12 |
110927 |
136.18 |
136.18 |
136.18 |
136.18 |
-1.39 |
|
|
|
Total Volume and Open Interest |
944,066 |
875,685 |
-20,106 |
Euro-Bobl(EUREX) |
Dec11 |
110927 |
122.21 |
122.28 |
121.72 |
121.88 |
-0.67 |
490,463 |
679,594 |
-8,326 |
Mar12 |
110927 |
122.27 |
122.27 |
122.27 |
122.27 |
-0.67 |
1 |
3,099 |
+1 |
Jun12 |
110927 |
122.03 |
122.03 |
122.03 |
122.03 |
-0.67 |
|
|
|
Total Volume and Open Interest |
490,464 |
682,693 |
-8,325 |
3-Mth Euribor(EUREX) |
Sep11 |
110919 |
98.465 |
98.465 |
98.465 |
98.465 |
unch |
9 |
1,722 |
-5 |
Dec11 |
110927 |
98.870 |
98.870 |
98.805 |
98.815 |
-0.095 |
8 |
1,935 |
+0 |
Mar12 |
110927 |
98.955 |
98.955 |
98.905 |
98.905 |
-0.100 |
0 |
2,423 |
+0 |
Total Volume and Open Interest |
8 |
9,073 |
+0 |
Long Gilt(LIFFE) |
Sep11 |
110927 |
130~31 |
130~31 |
130~04 |
130~08 |
-1~06 |
655 |
15,342 |
-535 |
Dec11 |
110927 |
129~30 |
129~31 |
128~18 |
128~31 |
-1~06 |
138,784 |
358,835 |
-7,447 |
Total Volume and Open Interest |
139,439 |
374,177 |
-7,982 |
3-Mth Short Sterling(LIFFE) |
Dec11 |
110927 |
99.03 |
99.04 |
99.02 |
99.02 |
-0.02 |
38,478 |
388,187 |
-10,448 |
Mar12 |
110927 |
99.11 |
99.12 |
99.08 |
99.09 |
-0.02 |
42,596 |
445,168 |
+2,270 |
Jun12 |
110927 |
99.15 |
99.15 |
99.11 |
99.12 |
-0.03 |
40,061 |
230,829 |
+796 |
Sep12 |
110927 |
99.15 |
99.16 |
99.11 |
99.13 |
-0.03 |
30,028 |
264,071 |
-3,984 |
Dec12 |
110927 |
99.10 |
99.12 |
99.07 |
99.09 |
-0.03 |
23,694 |
261,547 |
+2,900 |
Mar13 |
110927 |
99.06 |
99.07 |
99.02 |
99.04 |
-0.04 |
38,592 |
179,371 |
+1,848 |
Total Volume and Open Interest |
285,240 |
2,148,630 |
-3,188 |
3-Mth Euribor(LIFFE) |
Dec11 |
110927 |
98.920 |
98.920 |
98.785 |
98.815 |
-0.095 |
196,928 |
795,945 |
+1,285 |
Mar12 |
110927 |
98.980 |
98.990 |
98.865 |
98.905 |
-0.100 |
136,816 |
520,745 |
+4,476 |
Jun12 |
110927 |
98.995 |
99.000 |
98.885 |
98.935 |
-0.090 |
115,224 |
364,139 |
-4,137 |
Total Volume and Open Interest |
870,335 |
3,320,502 |
+16,193 |
3-Mth Aus T-Bills(SFE) |
Dec11 |
110927 |
95.83 |
95.83 |
95.69 |
95.70 |
-0.13 |
25,971 |
237,990 |
+383 |
Mar12 |
110927 |
96.32 |
96.34 |
96.17 |
96.18 |
-0.15 |
21,861 |
188,642 |
+709 |
Jun12 |
110927 |
96.38 |
96.39 |
96.22 |
96.23 |
-0.15 |
12,339 |
115,556 |
+116 |
Sep12 |
110927 |
96.29 |
96.32 |
96.16 |
96.18 |
-0.16 |
4,737 |
77,260 |
+187 |
Dec12 |
110927 |
96.21 |
96.24 |
96.08 |
96.09 |
-0.18 |
1,211 |
42,623 |
-96 |
Mar13 |
110927 |
96.10 |
96.12 |
96.00 |
96.00 |
-0.19 |
135 |
43,251 |
-153 |
Jun13 |
110927 |
96.05 |
96.05 |
95.89 |
95.90 |
-0.19 |
445 |
26,380 |
-151 |
Sep13 |
110927 |
95.94 |
95.94 |
95.78 |
95.79 |
-0.19 |
136 |
9,827 |
+73 |
Dec13 |
110927 |
95.76 |
95.78 |
95.67 |
95.67 |
-0.17 |
7 |
2,312 |
+7 |
Mar14 |
110927 |
95.57 |
95.57 |
95.57 |
95.57 |
-0.17 |
0 |
394 |
+0 |
Total Volume and Open Interest |
66,842 |
744,301 |
+1,075 |
10-Year Aus T-Bonds(SFE) |
Dec11 |
110927 |
95.98 |
95.98 |
95.78 |
95.79 |
-0.18 |
47,454 |
352,993 |
+5,635 |
Mar12 |
110927 |
95.79 |
95.79 |
95.79 |
95.79 |
-0.18 |
|
|
|
Total Volume and Open Interest |
47,454 |
352,993 |
+5,635 |
3-Year Aus T-Bonds(SFE) |
Dec11 |
110927 |
96.59 |
96.60 |
96.40 |
96.42 |
-0.17 |
126,987 |
493,511 |
+12,058 |
Mar12 |
110927 |
96.42 |
96.42 |
96.42 |
96.42 |
-0.17 |
|
|
|
Total Volume and Open Interest |
126,987 |
493,511 |
+12,058 |
Gold(CMX) |
Oct11 |
110927 |
1626.9 |
1676.6 |
1615.3 |
1650.6 |
+57.9 |
18,396 |
29,378 |
+911 |
Dec11 |
110927 |
1629.2 |
1679.2 |
1616.8 |
1652.5 |
+57.7 |
373,462 |
298,892 |
-2,503 |
Feb12 |
110927 |
1627.0 |
1680.4 |
1621.8 |
1654.3 |
+57.8 |
7,218 |
41,613 |
-290 |
Apr12 |
110927 |
1629.9 |
1675.8 |
1624.0 |
1655.7 |
+57.9 |
705 |
10,542 |
+52 |
Jun12 |
110927 |
1636.5 |
1683.1 |
1623.4 |
1657.2 |
+57.9 |
549 |
16,997 |
+84 |
Aug12 |
110927 |
1628.5 |
1681.5 |
1628.5 |
1659.0 |
+58.0 |
386 |
6,827 |
+51 |
Oct12 |
110927 |
1651.7 |
1685.0 |
1643.0 |
1660.8 |
+58.1 |
51 |
4,310 |
+2 |
Dec12 |
110927 |
1641.4 |
1688.0 |
1633.0 |
1662.7 |
+58.3 |
812 |
14,971 |
-16 |
Feb13 |
110927 |
1645.0 |
1664.8 |
1645.0 |
1664.8 |
+58.5 |
12 |
3,405 |
+2 |
Apr13 |
110927 |
1667.1 |
1667.1 |
1667.1 |
1667.1 |
+58.7 |
6 |
327 |
+0 |
Jun13 |
110927 |
1669.6 |
1669.6 |
1669.6 |
1669.6 |
+59.0 |
48 |
12,976 |
+10 |
Total Volume and Open Interest |
403,219 |
482,089 |
-1,157 |
Silver(CMX) |
Sep11 |
110927 |
3038.0 |
3285.0 |
3038.0 |
3149.7 |
+157.0 |
140 |
127 |
-29 |
Dec11 |
110927 |
3070.0 |
3358.5 |
3027.5 |
3153.6 |
+156.0 |
112,615 |
67,073 |
-2,165 |
Mar12 |
110927 |
3038.5 |
3361.0 |
3038.5 |
3157.1 |
+156.6 |
4,227 |
10,564 |
+502 |
May12 |
110927 |
3080.0 |
3281.0 |
3080.0 |
3158.7 |
+157.1 |
732 |
2,671 |
-5 |
Jul12 |
110927 |
3222.0 |
3300.0 |
3159.4 |
3159.4 |
+157.3 |
1,577 |
2,044 |
-181 |
Sep12 |
110927 |
3057.5 |
3234.5 |
3053.0 |
3156.9 |
+157.4 |
256 |
644 |
+16 |
Dec12 |
110927 |
3071.0 |
3309.0 |
3066.0 |
3154.0 |
+157.4 |
1,518 |
9,864 |
-425 |
Total Volume and Open Interest |
122,390 |
106,574 |
-2,284 |
Platinum(NYMEX) |
Oct11 |
110927 |
1555.7 |
1591.2 |
1551.6 |
1574.0 |
+27.1 |
20,281 |
14,399 |
-2,389 |
Jan12 |
110927 |
1560.6 |
1595.1 |
1555.6 |
1577.4 |
+28.4 |
7,296 |
21,229 |
+2,490 |
Apr12 |
110927 |
1570.0 |
1592.8 |
1567.0 |
1581.3 |
+28.8 |
112 |
2,040 |
+48 |
Jul12 |
110927 |
1585.9 |
1592.0 |
1583.8 |
1583.8 |
+28.8 |
1 |
27 |
-1 |
Total Volume and Open Interest |
27,748 |
37,762 |
+204 |
Palladium(NYMEX) |
Sep11 |
110927 |
654.75 |
654.75 |
649.00 |
649.00 |
+22.55 |
16 |
7 |
-3 |
Dec11 |
110927 |
630.05 |
660.00 |
625.05 |
649.95 |
+22.55 |
7,812 |
18,465 |
+535 |
Mar12 |
110927 |
641.00 |
1.14 |
641.00 |
650.95 |
+22.80 |
26 |
267 |
+0 |
Total Volume and Open Interest |
7,858 |
18,750 |
+531 |
Copper(CMX) |
Sep11 |
110927 |
344.95 |
344.95 |
340.50 |
342.95 |
+15.45 |
723 |
687 |
+56 |
Dec11 |
110927 |
333.75 |
348.35 |
329.80 |
343.95 |
+15.65 |
76,474 |
74,149 |
-4,151 |
Mar12 |
110927 |
337.10 |
350.00 |
333.00 |
345.95 |
+15.70 |
3,064 |
27,577 |
-673 |
May12 |
110927 |
336.00 |
350.30 |
336.00 |
347.05 |
+15.65 |
393 |
7,646 |
-16 |
Jul12 |
110927 |
339.30 |
350.30 |
338.95 |
347.75 |
+15.60 |
230 |
1,647 |
+30 |
Total Volume and Open Interest |
82,102 |
119,830 |
-5,043 |
DJIA Index(CBOT) |
Dec11 |
110927 |
10965 |
11286 |
10961 |
11120 |
+148 |
463 |
13,158 |
+44 |
Mar12 |
110927 |
11039 |
11039 |
10891 |
11039 |
+148 |
0 |
21 |
+0 |
Jun12 |
110927 |
10969 |
10969 |
10821 |
10969 |
+148 |
|
|
|
Sep12 |
110927 |
10906 |
10906 |
10758 |
10906 |
+148 |
|
|
|
Total Volume and Open Interest |
463 |
13,179 |
+44 |
E-mini DJIA Index(CBOT) |
Sep11 |
110916 |
11435 |
11500 |
11400 |
11500 |
+48 |
20,642 |
38,821 |
-3,676 |
Dec11 |
110927 |
10969 |
11289 |
10945 |
11120 |
+148 |
151,762 |
71,469 |
+2,494 |
Mar12 |
110927 |
10863 |
11186 |
10863 |
11039 |
+148 |
31 |
138 |
+3 |
Jun12 |
110927 |
10969 |
10969 |
10969 |
10969 |
+148 |
|
|
|
Total Volume and Open Interest |
151,793 |
71,617 |
+2,497 |
S & P 500(CME) |
Dec11 |
110927 |
1157.80 |
1189.80 |
1155.10 |
1169.50 |
+11.10 |
22,013 |
285,052 |
+1,312 |
Mar12 |
110927 |
1177.50 |
1184.00 |
1157.50 |
1163.10 |
+11.10 |
64 |
3,005 |
+51 |
Jun12 |
110927 |
1170.00 |
1178.90 |
1152.40 |
1158.00 |
+11.10 |
30 |
559 |
+30 |
Sep12 |
110927 |
1152.00 |
1172.90 |
1152.00 |
1152.00 |
+11.10 |
|
|
|
Total Volume and Open Interest |
22,107 |
288,716 |
+1,393 |
S & P 500 E-Mini(Globex) |
Dec11 |
110927 |
1157.50 |
1190.00 |
1155.00 |
1169.50 |
+11.00 |
3,089,036 |
3,062,794 |
-4,417 |
Mar12 |
110927 |
1150.75 |
1183.50 |
1148.75 |
1163.00 |
+11.00 |
2,312 |
2,509 |
+524 |
Total Volume and Open Interest |
3,091,350 |
3,065,418 |
-3,893 |
NASDAQ 100(CME) |
Dec11 |
110927 |
2225.50 |
2284.50 |
2221.80 |
2254.00 |
+28.00 |
999 |
12,446 |
-75 |
Mar12 |
110927 |
2249.80 |
2278.00 |
2245.00 |
2249.80 |
+28.30 |
|
|
|
Jun12 |
110927 |
2246.80 |
2246.80 |
2242.00 |
2246.80 |
+28.30 |
|
|
|
Total Volume and Open Interest |
999 |
12,446 |
-75 |
NASDAQ 100 E-Mini(Globex) |
Dec11 |
110927 |
2226.50 |
2285.30 |
2221.30 |
2254.00 |
+28.00 |
390,098 |
311,801 |
-384 |
Mar12 |
110927 |
2234.00 |
2273.80 |
2231.00 |
2249.80 |
+28.30 |
51 |
251 |
-4 |
Total Volume and Open Interest |
390,149 |
312,060 |
-388 |
S & P Midcap 400(CME) |
Dec11 |
110927 |
823.10 |
838.00 |
823.10 |
823.10 |
+16.70 |
0 |
2,375 |
+0 |
Mar12 |
110927 |
821.10 |
821.10 |
821.10 |
821.10 |
+16.70 |
|
|
|
Jun12 |
110927 |
819.10 |
819.10 |
819.10 |
819.10 |
+16.70 |
|
|
|
Total Volume and Open Interest |
0 |
2,375 |
+0 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Dec11 |
110927 |
8480 |
8725 |
8445 |
8630 |
+150 |
9,032 |
25,982 |
-177 |
Mar12 |
110927 |
8585 |
8635 |
8585 |
8630 |
+145 |
4 |
5 |
+2 |
Total Volume and Open Interest |
9,036 |
25,987 |
-175 |
Nikkei 225(SGX) |
Dec11 |
110927 |
8290 |
8585 |
8290 |
8580 |
+280 |
144,332 |
187,616 |
+3,116 |
Mar12 |
110927 |
8370 |
8575 |
8370 |
8575 |
+285 |
13 |
1,087 |
-7 |
Jun12 |
110927 |
8495 |
8495 |
8495 |
8495 |
+280 |
0 |
18 |
+0 |
Total Volume and Open Interest |
144,708 |
201,496 |
+3,318 |
CAC 40(EURONEXT) |
Oct11 |
110927 |
2916.0 |
3035.5 |
2916.0 |
3025.0 |
+164.0 |
168,956 |
292,080 |
+4,236 |
Nov11 |
110927 |
2926.0 |
3024.0 |
2912.0 |
3019.0 |
+165.0 |
50 |
936 |
+2 |
Dec11 |
110927 |
2907.5 |
3020.0 |
2907.5 |
3016.5 |
+164.5 |
328 |
28,287 |
+156 |
Total Volume and Open Interest |
169,334 |
321,307 |
+4,394 |
Hang Seng Index(HKFE) |
Sep11 |
110927 |
17870 |
18110 |
17752 |
18063 |
+638 |
132,472 |
97,614 |
-6,273 |
Oct11 |
110927 |
17791 |
18105 |
17748 |
18060 |
+647 |
19,720 |
22,243 |
+13,056 |
Total Volume and Open Interest |
153,265 |
127,353 |
+7,075 |
DAX(EUREX) |
Sep11 |
110916 |
5572.5 |
5636.5 |
5529.0 |
5575.5 |
+76.0 |
270,393 |
71,329 |
-28,630 |
Dec11 |
110927 |
5478.5 |
5683.5 |
5478.0 |
5621.5 |
+268.5 |
242,973 |
173,426 |
-4,110 |
Mar12 |
110927 |
5504.5 |
5688.0 |
5502.5 |
5633.0 |
+269.5 |
291 |
5,273 |
+41 |
Total Volume and Open Interest |
243,296 |
178,881 |
-4,050 |
FT-SE 100(EURONEXT) |
Dec11 |
110927 |
5123.50 |
5291.00 |
5123.50 |
5255.00 |
+194.50 |
154,467 |
622,881 |
-5,616 |
Mar12 |
110927 |
5219.50 |
5219.50 |
5219.50 |
5219.50 |
+194.50 |
24 |
795 |
-6 |
Jun12 |
110927 |
5153.00 |
5181.00 |
5153.00 |
5181.00 |
+195.50 |
0 |
473 |
+0 |
Total Volume and Open Interest |
154,491 |
624,149 |
-5,622 |
SPI 200(SFE) |
Sep11 |
110916 |
4098.0 |
4098.0 |
4098.0 |
4098.0 |
-1.0 |
0 |
32,346 |
-52,047 |
Dec11 |
110927 |
3880.0 |
4034.0 |
3879.0 |
4033.0 |
+154.0 |
51,969 |
212,465 |
+7,597 |
Mar12 |
110927 |
3910.0 |
4008.0 |
3910.0 |
4008.0 |
+156.0 |
79 |
2,320 |
+61 |
Total Volume and Open Interest |
52,242 |
217,771 |
+7,798 |
GSCI(CME) |
Oct11 |
110927 |
613.00 |
621.50 |
613.00 |
619.50 |
+20.50 |
519 |
8,778 |
+403 |
Nov11 |
110927 |
613.70 |
622.25 |
613.70 |
620.20 |
+20.45 |
1 |
6 |
+1 |
Dec11 |
110927 |
623.00 |
625.00 |
623.00 |
623.00 |
+21.00 |
0 |
5 |
+0 |
Total Volume and Open Interest |
520 |
8,789 |
+404 |
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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