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MRCI's End of Day Prices

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MRCI's End of Day Prices

Daily Futures Price Listing Tue September 11, 2012
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Sep12 120911 1713.00 1715.75 1695.00 1696.50 -16.50 524 1,826 -347
Nov12 120911 1718.00 1729.00 1698.75 1701.50 -17.25 98,029 359,593 -1,449
Jan13 120911 1718.00 1728.25 1698.00 1700.75 -17.50 21,564 97,981 +1,267
Mar13 120911 1664.00 1672.25 1644.50 1648.75 -13.75 14,667 93,427 +331
May13 120911 1582.25 1591.50 1563.25 1567.50 -15.50 10,894 86,757 +825
Jul13 120911 1554.25 1564.50 1537.00 1539.50 -14.00 7,864 64,958 +1
Aug13 120911 1522.75 1522.75 1502.25 1502.75 -14.00 174 622 +16
Sep13 120911 1429.50 1435.75 1424.25 1424.25 -11.50 227 770 +60
Nov13 120911 1355.00 1363.00 1345.25 1346.75 -8.00 2,452 29,793 +372
Jan14 120911 1350.75 1358.75 1350.75 1350.75 -8.00 19 281 +16
Mar14 120911 1350.25 1358.75 1348.75 1348.75 -10.00 0 54 +0
May14 120911 1346.25 1356.25 1346.25 1346.25 -10.00 0 82 +0
Jul14 120911 1354.75 1359.25 1348.75 1348.75 -10.50 0 40 +0
Aug14 120911 1343.50 1354.00 1343.50 1343.50 -10.50      
Total Volume and Open Interest 156,440 737,904 +1,107
Soybean Meal(CBOT)
Sep12 120911 528.30 529.40 522.00 523.90 -3.30 1,401 1,793 -660
Oct12 120911 521.30 523.00 516.50 517.90 -3.10 10,184 40,225 -2,071
Dec12 120911 519.50 522.30 515.00 515.90 -3.50 36,542 117,650 +365
Jan13 120911 514.50 517.60 511.10 512.10 -3.20 3,624 20,184 -80
Mar13 120911 492.00 494.40 489.00 490.40 -2.00 2,809 16,744 -237
May13 120911 457.70 459.00 453.60 455.10 -2.90 2,070 21,219 +301
Jul13 120911 446.00 448.80 442.80 443.90 -2.30 896 15,529 +7
Aug13 120911 432.00 433.30 430.40 430.40 -1.60 61 896 +4
Sep13 120911 411.50 413.20 404.40 404.40 -1.30 15 1,041 +4
Oct13 120911 382.60 383.30 377.20 377.20 -1.30 18 2,427 +2
Total Volume and Open Interest 57,667 244,857 -2,356
Soybean Oil(CBOT)
Sep12 120911 55.66 55.75 55.25 55.31 -0.65 2,171 1,367 -494
Oct12 120911 56.15 56.88 55.35 55.47 -0.67 13,826 41,127 -2,425
Dec12 120911 56.61 57.03 55.80 55.88 -0.68 47,378 182,134 -1,104
Jan13 120911 56.81 57.24 56.03 56.11 -0.69 10,197 35,264 +494
Mar13 120911 57.16 57.75 56.29 56.37 -0.71 5,727 26,415 +110
May13 120911 57.10 57.47 56.24 56.31 -0.71 3,787 16,443 +56
Jul13 120911 56.85 57.33 56.09 56.20 -0.68 2,573 13,534 -176
Aug13 120911 55.96 56.51 55.85 55.87 -0.64 198 1,960 +40
Sep13 120911 55.31 55.80 55.14 55.14 -0.66 111 1,665 +12
Oct13 120911 54.06 54.56 53.66 53.76 -0.80 255 2,673 -160
Total Volume and Open Interest 86,715 330,758 -3,779
Canola(WCE)
Nov12 120911 635.7 636.7 627.0 628.3 -6.4 8,581 132,229 +1,053
Jan13 120911 640.0 640.0 631.2 632.1 -6.6 3,755 58,278 +1,171
Mar13 120911 638.4 638.4 631.9 632.7 -6.9 329 19,364 -2
May13 120911 627.2 627.2 621.0 621.3 -7.4 101 19,613 +23
Jul13 120911 619.9 619.9 614.0 614.0 -7.1 45 3,916 +6
Total Volume and Open Interest 13,064 237,639 +2,489
Corn(CBOT)
Sep12 120911 781.00 786.00 778.25 782.25 +1.25 2,999 4,941 -1,590
Dec12 120911 783.50 788.50 775.25 777.75 -5.50 107,911 700,790 -52
Mar13 120911 787.00 792.25 779.00 781.25 -6.00 22,680 189,076 +1,877
May13 120911 784.50 789.00 776.75 778.25 -6.00 10,081 57,127 +1,818
Jul13 120911 771.00 776.50 764.25 767.00 -4.00 5,775 105,329 +34
Sep13 120911 684.00 690.00 681.75 681.75 -4.00 1,412 16,774 +400
Dec13 120911 655.00 661.00 650.00 654.75 -1.50 4,645 88,022 +1,144
Mar14 120911 665.00 665.00 658.25 662.75 -1.50 54 1,745 +2
May14 120911 668.50 669.75 668.50 668.50 -1.25 26 490 -10
Jul14 120911 674.00 674.00 668.75 669.00 -1.75 43 1,044 +11
Total Volume and Open Interest 155,691 1,170,930 +3,674
Wheat(CBOT)
Sep12 120911 869.00 872.25 860.00 860.00 -8.25 412 738 -381
Dec12 120911 891.25 898.25 882.25 883.75 -6.00 54,837 266,908 +3,038
Mar13 120911 901.75 909.50 894.00 895.75 -5.75 14,644 72,517 +1,106
May13 120911 901.25 908.50 893.75 895.00 -6.25 3,385 18,752 +772
Jul13 120911 865.00 868.50 858.75 863.75 -2.50 3,916 52,631 +368
Sep13 120911 867.00 868.50 860.75 864.50 -2.75 231 1,903 +15
Total Volume and Open Interest 79,230 446,663 +5,483
Wheat(KCBT)
Sep12 120911 884.00 887.25 883.00 884.00 -0.50 115 495 -191
Dec12 120911 907.50 914.00 900.00 904.00 -0.50 11,711 101,382 +2,989
Mar13 120911 918.00 925.00 911.75 916.25 +0.50 2,204 23,834 -279
May13 120911 917.00 923.25 913.75 915.75 +0.50 487 9,198 +190
Jul13 120911 884.50 890.75 882.50 889.75 +8.50 603 13,843 +196
Sep13 120911 888.75 890.25 884.50 890.25 +8.00 59 870 +29
Total Volume and Open Interest 15,232 150,610 +2,971
Wheat(MGE)
Sep12 120911 929.25 929.25 926.50 926.50 -0.75 54 27 -14
Dec12 120911 939.25 946.75 931.25 935.00 -0.25 6,011 26,309 -1,548
Mar13 120911 945.25 955.50 941.00 944.00 -1.25 466 7,797 -50
May13 120911 953.75 962.00 948.00 951.50 -0.50 144 1,940 +67
Jul13 120911 956.75 963.25 953.25 954.75 -1.25 176 974 +76
Total Volume and Open Interest 6,945 39,938 -1,432
Oats(CBOT)
Sep12 120911 383.50 383.50 379.50 383.50 +4.00 1 24 -1
Dec12 120911 386.25 388.50 384.00 387.50 +1.00 368 10,144 +65
Mar13 120911 388.00 390.00 387.00 389.75 +0.75 64 1,061 +46
May13 120911 390.00 390.00 389.25 390.00 +0.75 0 47 +0
Total Volume and Open Interest 433 11,295 +110
Rough Rice(CBOT)
Sep12 120911 14.49 14.53 14.49 14.49 -0.05 16 57 -18
Nov12 120911 14.77 14.84 14.62 14.72 -0.05 662 12,269 +191
Jan13 120911 15.11 15.11 14.95 15.03 -0.05 89 1,464 +29
Mar13 120911 15.32 15.35 15.26 15.31 -0.05 3 140 +1
Total Volume and Open Interest 770 13,965 +203
Live Cattle(CME)
Oct12 120911 125.785 127.480 125.450 127.100 +1.350 22,291 109,483 -2,051
Dec12 120911 128.985 130.185 128.630 129.985 +0.785 16,635 93,998 +3,482
Feb13 120911 132.000 133.000 131.880 132.575 +0.290 5,223 40,753 +792
Apr13 120911 135.825 136.685 135.600 136.130 +0.095 4,935 34,082 +696
Jun13 120911 132.100 132.950 131.900 132.435 +0.150 1,437 13,629 +186
Aug13 120911 132.350 133.130 132.300 132.750 +0.300 353 5,656 +134
Total Volume and Open Interest 50,932 299,377 +3,271
Feeder Cattle(CME)
Sep12 120911 144.735 145.450 144.435 144.650 -0.300 958 5,203 -384
Oct12 120911 146.575 147.350 146.250 146.350 -0.225 2,830 12,929 -101
Nov12 120911 147.750 148.850 147.685 147.900 -0.175 1,632 6,749 +220
Jan13 120911 149.750 150.685 149.685 149.800 -0.135 469 4,859 -14
Mar13 120911 152.250 153.035 152.250 152.300 -0.080 195 1,835 +32
Apr13 120911 153.825 154.500 153.800 154.485 +0.535 54 651 +14
May13 120911 155.000 155.800 155.000 155.650 +0.450 40 1,112 +28
Total Volume and Open Interest 6,188 33,410 -195
Lean Hogs(CME)
Oct12 120911 72.535 73.225 71.930 72.725 +0.145 27,357 80,741 -3,705
Dec12 120911 71.475 71.930 70.700 71.430 -0.150 23,390 76,482 +6,286
Feb13 120911 78.000 78.000 76.885 77.285 -0.795 6,072 34,985 +1,215
Apr13 120911 85.550 85.650 84.350 84.450 -1.335 2,166 23,865 -452
May13 120911 94.580 94.580 93.500 94.000 -1.400 32 1,021 +6
Jun13 120911 97.635 97.750 96.400 96.750 -1.385 792 16,398 +263
Jul13 120911 97.300 97.500 96.500 96.800 -1.235 38 3,929 -1
Aug13 120911 97.230 97.230 96.300 96.300 -0.950 141 3,338 -43
Total Volume and Open Interest 60,293 243,274 +3,869
Class III Milk(CME)
Sep12 120911 18.81 18.82 18.74 18.81 +0.03 76 4,724 -21
Oct12 120911 19.03 19.27 18.98 19.24 +0.23 383 5,188 -122
Nov12 120911 19.41 19.74 19.36 19.64 +0.27 168 4,044 -38
Dec12 120911 19.39 19.67 19.30 19.57 +0.20 129 3,551 -19
Jan13 120911 19.24 19.48 19.23 19.41 +0.06 39 1,421 -3
Total Volume and Open Interest 942 25,517 -173
Cocoa(ICE)
Sep12 120911 2710 2710 2646 2674 -22 1 31 -8
Dec12 120911 2653 2679 2598 2632 -21 8,868 106,053 +45
Mar13 120911 2660 2685 2608 2641 -19 1,717 44,092 +306
May13 120911 2671 2686 2616 2650 -19 239 20,566 +88
Jul13 120911 2700 2702 2625 2659 -18 70 12,996 +4
Sep13 120911 2699 2710 2650 2665 -18 19 5,299 +9
Dec13 120911 2672 2679 2640 2670 -17 23 6,525 +16
Total Volume and Open Interest 10,942 205,343 +465
Coffee "C"(ICE)
Sep12 120911 176.70 177.25 176.70 177.25 +3.85 8 63 +0
Dec12 120911 173.65 180.00 173.10 177.55 +3.90 13,677 92,844 +67
Mar13 120911 176.75 183.55 176.55 181.15 +4.15 3,145 32,459 +443
May13 120911 179.90 186.15 179.45 183.85 +4.20 754 9,555 +99
Jul13 120911 182.25 188.70 182.20 186.45 +4.25 229 5,579 +60
Sep13 120911 187.30 191.25 187.30 189.00 +4.25 74 2,248 +4
Total Volume and Open Interest 17,971 144,937 +709
Orange Juice(ICE)
Nov12 120911 127.05 128.00 124.00 124.10 -2.75 1,386 18,177 +291
Jan13 120911 126.00 127.00 124.00 124.00 -2.90 231 2,202 +1
Mar13 120911 126.70 126.70 124.30 124.30 -2.70 97 2,180 +42
May13 120911 126.05 126.10 125.80 125.80 -2.40 2 747 +2
Jul13 120911 127.40 127.40 127.40 127.40 -2.40 0 18 +0
Sep13 120911 128.30 128.30 128.30 128.30 -2.40 0 13 +0
Total Volume and Open Interest 1,808 23,514 +244
Sugar #11(ICE)
Oct12 120911 19.44 19.65 19.30 19.44 +0.01 77,512 256,905 -4,696
Mar13 120911 20.12 20.27 20.00 20.16 +0.06 58,497 237,010 +10,332
May13 120911 20.22 20.32 20.05 20.20 -0.01 20,239 58,789 +3,363
Jul13 120911 20.33 20.43 20.16 20.27 -0.06 6,619 82,463 -118
Oct13 120911 20.54 20.77 20.49 20.58 -0.08 2,374 44,452 -203
Mar14 120911 21.07 21.22 20.93 21.02 -0.10 966 27,939 +299
May14 120911 20.95 21.09 20.77 20.87 -0.12 192 8,509 +16
Jul14 120911 20.83 20.92 20.57 20.70 -0.14 96 5,815 +5
Total Volume and Open Interest 166,707 733,204 +9,049
London Cocoa(LCE)
Sep12 120911 1702 1704 1658 1665 -29 2,043 11,759 -1,824
Dec12 120911 1718 1720 1680 1689 -20 6,872 72,319 +1,474
Mar13 120911 1706 1708 1668 1676 -21 2,831 62,554 +1,557
May13 120911 1712 1712 1674 1682 -21 772 23,703 +33
Jul13 120911 1715 1715 1680 1687 -21 231 14,266 +12
Sep13 120911 1724 1724 1692 1692 -21 349 8,792 -145
Dec13 120911 1705 1708 1687 1690 -21 71 8,236 +0
Total Volume and Open Interest 13,169 207,785 +1,107
London Sugar(LCE)
Dec12 120911 557.00 560.60 555.60 557.00 -0.40 4,437 20,311 +2,270
Mar13 120911 551.10 555.30 550.50 551.90 -0.20 2,952 25,695 +647
May13 120911 556.60 556.80 553.60 554.80 -1.20 469 7,247 +268
Aug13 120911 556.10 556.10 554.00 554.30 -0.80 118 3,446 +81
Oct13 120911 553.30 553.30 553.30 553.30 -0.80 48 2,625 +4
Total Volume and Open Interest 12,642 72,301 +1,019
Cotton(ICE)
Oct12 120911 75.40 75.40 74.28 74.28 -0.70 48 259 -16
Dec12 120911 75.80 76.28 74.85 74.93 -0.70 11,325 122,595 -558
Mar13 120911 76.62 77.06 75.50 75.59 -0.88 2,536 41,025 -59
May13 120911 77.55 77.97 76.43 76.50 -0.96 952 6,444 -18
Jul13 120911 78.58 78.95 77.46 77.46 -1.07 707 8,102 +522
Oct13 120911 78.53 78.53 78.53 78.53 -1.10 0 3 +0
Total Volume and Open Interest 15,652 181,962 -95
Lumber(CME)
Sep12 120911 287.2 289.5 286.0 288.7 +2.2 199 465 -129
Nov12 120911 273.2 276.5 272.6 275.5 +2.3 691 5,824 -125
Jan13 120911 287.0 291.0 286.7 290.5 +1.5 70 1,517 -29
Mar13 120911 297.0 300.5 297.0 300.1 +0.8 45 498 +17
Total Volume and Open Interest 1,005 8,331 -266
Crude Oil(NYM)
Oct12 120911 96.29 97.31 96.08 97.17 +0.63 293,026 222,619 -12,309
Nov12 120911 96.62 97.63 96.43 97.50 +0.62 68,972 216,567 +8,968
Dec12 120911 96.93 97.94 96.77 97.82 +0.61 71,937 212,152 +3,768
Jan13 120911 97.36 98.33 97.24 98.25 +0.58 17,964 107,570 -434
Feb13 120911 97.71 98.75 97.71 98.67 +0.55 10,400 45,883 +1,618
Mar13 120911 98.11 99.03 98.02 98.96 +0.50 11,473 57,458 -257
Apr13 120911 99.09 99.13 98.79 99.12 +0.47 4,956 26,984 +444
May13 120911 98.89 99.14 98.89 99.14 +0.45 4,233 23,393 -334
Jun13 120911 98.21 99.10 98.21 99.03 +0.43 22,170 82,741 +2,222
Jul13 120911 98.66 98.81 98.66 98.81 +0.41 2,693 28,495 +587
Aug13 120911 98.47 98.52 98.20 98.52 +0.38 3,020 20,555 +107
Sep13 120911 98.12 98.21 97.75 98.18 +0.36 5,721 28,931 +918
Oct13 120911 97.50 97.84 97.50 97.84 +0.34 2,223 17,529 +775
Nov13 120911 97.54 97.54 97.54 97.54 +0.33 2,594 21,023 +741
Dec13 120911 96.87 97.32 96.71 97.25 +0.31 25,068 159,148 +383
Jan14 120911 96.86 96.86 96.86 96.86 +0.29 1,209 22,440 +804
Total Volume and Open Interest 560,581 1,573,450 +10,688
e-miNY Crude Oil(NYM)
Sep12 120820 96.375 96.550 95.025 95.975 -0.025 3,807 3,910 -441
Oct12 120911 96.300 97.325 96.100 97.175 +0.625 10,926 5,451 -20
Nov12 120911 96.550 97.600 96.500 97.500 +0.625 478 2,587 +99
Dec12 120911 96.975 97.900 96.975 97.825 +0.625 380 3,785 +199
Jan13 120911 97.325 98.250 97.325 98.250 +0.575 123 1,425 +108
Feb13 120911 98.675 98.675 98.675 98.675 +0.550 2 73 +0
Mar13 120911 98.950 98.950 98.950 98.950 +0.500 0 8 +0
Apr13 120911 99.000 99.125 99.000 99.125 +0.475 0 2 +0
May13 120911 99.150 99.150 99.150 99.150 +0.450 1 2 +1
Jun13 120911 99.025 99.025 99.025 99.025 +0.425 0 39 +0
Total Volume and Open Interest 11,942 13,520 +355
Heating Oil(NYM)
Oct12 120911 316.45 319.00 315.50 318.57 +1.89 62,380 98,691 +217
Nov12 120911 316.24 318.80 315.65 318.43 +1.69 24,963 58,371 +1,142
Dec12 120911 315.56 318.50 315.55 318.13 +1.47 23,915 56,524 +572
Jan13 120911 316.46 317.82 315.96 317.62 +1.23 7,055 32,163 +255
Feb13 120911 315.24 316.35 314.57 316.28 +1.04 3,685 12,682 -888
Mar13 120911 312.58 314.32 312.08 314.08 +0.86 4,161 24,515 -604
Apr13 120911 310.65 311.43 310.15 311.32 +0.69 2,882 23,904 -424
May13 120911 311.95 312.59 311.95 312.44 +0.44 821 10,713 +76
Jun13 120911 309.49 310.14 309.01 309.90 +0.31 701 12,058 +58
Jul13 120911 308.65 308.65 308.65 308.65 +0.08 81 2,797 -10
Aug13 120911 307.59 307.96 307.59 307.96 -0.06 95 1,277 -26
Sep13 120911 307.56 307.56 307.56 307.56 -0.28 127 1,126 -18
Oct13 120911 307.71 307.71 307.71 307.71 -0.34 4 552 -4
Nov13 120911 307.81 307.81 307.81 307.81 -0.39 0 570 +0
Total Volume and Open Interest 130,891 340,767 +351
Gasoline(NYMEX)
Oct12 120911 302.75 304.88 301.82 304.35 +1.95 62,837 97,738 -3,989
Nov12 120911 290.40 292.61 289.84 292.11 +1.60 42,492 55,547 +1,144
Dec12 120911 282.36 284.95 282.36 284.56 +1.52 29,555 56,192 +1,224
Jan13 120911 280.04 281.75 279.80 281.56 +1.43 11,498 24,372 +393
Feb13 120911 279.45 281.11 279.24 281.04 +1.39 6,977 10,893 +473
Mar13 120911 279.59 282.09 279.59 281.92 +1.33 4,781 13,363 +447
Apr13 120911 294.25 295.84 294.01 295.78 +1.29 1,074 7,337 +110
May13 120911 293.86 294.38 293.27 294.38 +1.29 539 3,557 +68
Jun13 120911 290.31 291.86 289.89 291.80 +1.29 1,212 6,864 +106
Jul13 120911 288.49 288.49 288.49 288.49 +1.29 199 1,116 -25
Total Volume and Open Interest 161,667 289,422 -237
e-miNY RBOB Gasoline(NYM)
Oct12 120911 303.90 304.40 303.90 304.40 +2.00 0 1 +0
Nov12 120911 292.10 292.11 292.10 292.10 +1.60      
Dec12 120911 284.60 284.60 284.56 284.60 +1.60      
Jan13 120911 281.60 281.60 281.56 281.60 +1.50      
Total Volume and Open Interest 0 1 +0
Natural Gas(NYM)
Oct12 120911 2.842 3.009 2.802 2.992 +0.180 145,907 201,820 +9,127
Nov12 120911 2.963 3.117 2.926 3.104 +0.163 63,201 232,985 +5,612
Dec12 120911 3.200 3.340 3.166 3.324 +0.143 37,967 97,492 +7,513
Jan13 120911 3.322 3.465 3.305 3.450 +0.125 32,897 177,623 +651
Feb13 120911 3.355 3.483 3.333 3.472 +0.119 6,246 32,179 +288
Mar13 120911 3.343 3.471 3.324 3.463 +0.117 9,772 60,230 +863
Apr13 120911 3.352 3.466 3.321 3.459 +0.113 18,301 73,035 -3,800
May13 120911 3.388 3.510 3.374 3.504 +0.113 4,133 21,898 +1,357
Jun13 120911 3.433 3.548 3.421 3.546 +0.108 2,343 15,607 +186
Jul13 120911 3.479 3.589 3.466 3.587 +0.105 1,780 17,336 +355
Aug13 120911 3.478 3.605 3.478 3.605 +0.104 1,063 10,797 -111
Sep13 120911 3.497 3.610 3.479 3.608 +0.104 1,332 9,791 +341
Oct13 120911 3.528 3.640 3.507 3.636 +0.102 6,440 47,676 +1,156
Nov13 120911 3.702 3.736 3.624 3.736 +0.093 1,002 21,379 +324
Dec13 120911 3.876 3.933 3.876 3.933 +0.087 1,868 19,311 +855
Jan14 120911 3.956 4.035 3.926 4.032 +0.086 964 33,171 +231
Total Volume and Open Interest 336,794 1,136,033 +25,163
Brent Crude Oil(ICE)
Oct12 120911 114.65 115.46 114.37 115.40 +0.59 227,675 112,678 -20,587
Nov12 120911 114.15 114.85 113.90 114.77 +0.46 168,794 256,988 +13,907
Dec12 120911 113.67 114.33 113.45 114.27 +0.43 137,761 172,823 +1,979
Jan13 120911 113.25 113.94 113.12 113.88 +0.43 34,595 75,395 +3,148
Feb13 120911 112.72 113.49 112.68 113.43 +0.43 14,487 42,902 +1,491
Mar13 120911 112.26 113.01 112.21 112.96 +0.44 15,545 38,810 +1,172
Apr13 120911 111.74 112.51 111.72 112.45 +0.43 6,554 21,673 +297
May13 120911 111.20 111.95 111.20 111.92 +0.42 5,343 21,378 +899
Jun13 120911 110.91 111.45 110.67 111.38 +0.41 29,942 66,239 +3,977
Jul13 120911 110.88 110.88 110.88 110.88 +0.39 2,335 20,464 +575
Aug13 120911 110.35 110.36 110.35 110.36 +0.36 2,099 26,333 +280
Sep13 120911 109.80 109.80 109.80 109.80 +0.34 3,327 29,758 +830
Oct13 120911 109.23 109.24 109.23 109.24 +0.31 2,579 26,675 +1,548
Nov13 120911 108.71 108.71 108.71 108.71 +0.27 1,169 16,085 +334
Total Volume and Open Interest 688,187 1,191,502 +12,740
Gas Oil(ICE)
Sep12 120911 986.00 998.75 984.50 996.50 +8.25 37,678 43,317 -13,035
Oct12 120911 988.75 998.75 987.00 996.25 +6.25 99,919 140,992 +7,424
Nov12 120911 986.50 994.75 985.25 993.00 +5.00 44,299 103,050 +6,655
Dec12 120911 981.25 988.75 980.50 987.25 +4.00 38,087 82,142 +991
Jan13 120911 977.75 984.25 976.75 982.75 +3.00 10,027 45,523 +1,281
Feb13 120911 973.00 979.25 973.00 978.00 +2.75 5,405 21,059 -100
Mar13 120911 967.50 973.25 966.50 972.00 +2.25 7,378 21,120 +272
Apr13 120911 961.75 966.25 961.75 966.25 +2.00 10,062 18,677 +2,101
May13 120911 956.75 961.25 956.50 961.00 +1.75 6,712 11,557 +72
Jun13 120911 952.50 957.75 951.75 956.75 +1.50 12,251 40,351 -1,135
Total Volume and Open Interest 277,249 620,158 +4,402
Ethanol(CBOT)
Sep12 120906 2.515 2.539 2.515 2.539 +0.011 41 89 -74
Oct12 120911 2.475 2.475 2.452 2.455 -0.021 84 1,321 +5
Nov12 120911 2.475 2.478 2.455 2.462 -0.016 72 1,581 +9
Dec12 120911 2.473 2.475 2.461 2.464 -0.017 54 2,330 -4
Jan13 120911 2.482 2.482 2.460 2.465 -0.014 42 1,330 +7
Feb13 120911 2.472 2.472 2.462 2.463 -0.014 74 1,235 +6
Mar13 120911 2.485 2.485 2.459 2.470 -0.015 83 1,788 +42
Apr13 120911 2.497 2.498 2.487 2.487 -0.015 39 487 -14
Total Volume and Open Interest 501 11,940 +69
WTI Crude Oil(ICE)
Oct12 120911 96.23 97.31 96.08 97.17 +0.63 61,311 57,740 +805
Nov12 120911 96.56 97.62 96.45 97.50 +0.62 18,588 63,956 +3,248
Dec12 120911 97.01 97.90 96.79 97.82 +0.61 24,760 97,347 +2,115
Jan13 120911 97.24 98.32 97.22 98.25 +0.58 3,868 27,214 -32
Feb13 120911 98.37 98.67 98.28 98.67 +0.55 2,995 15,168 +801
Mar13 120911 98.71 98.97 98.61 98.96 +0.50 3,577 15,539 -110
Apr13 120911 98.90 99.17 98.77 99.12 +0.47 1,726 6,064 +415
May13 120911 98.94 99.19 98.79 99.14 +0.45 1,906 7,114 +365
Jun13 120911 98.85 99.07 98.68 99.03 +0.43 7,594 39,729 +2,306
Jul13 120911 98.81 98.81 98.81 98.81 +0.41 430 3,255 +538
Aug13 120911 98.52 98.52 98.52 98.52 +0.38 350 4,408 +518
Sep13 120911 98.18 98.18 98.18 98.18 +0.36 355 9,007 +533
Oct13 120911 97.84 97.84 97.84 97.84 +0.34 277 3,339 +624
Nov13 120911 97.54 97.54 97.54 97.54 +0.33 302 4,622 +481
Dec13 120911 97.15 97.28 96.92 97.25 +0.31 6,573 66,590 +878
Jan14 120911 96.86 96.86 96.86 96.86 +0.29 5 3,379 +53
Total Volume and Open Interest 138,263 511,776 +16,185
US Dollar Index(ICE)
Sep12 120911 80.360 80.370 79.765 79.835 -0.507 28,229 65,488 +547
Dec12 120911 80.570 80.570 79.935 79.985 -0.550 3,489 3,129 +692
Mar13 120911 80.235 80.235 80.235 80.235 -0.640      
Total Volume and Open Interest 31,718 68,617 +1,239
Australian Dollar(CME)
Sep12 120911 103.27 104.44 103.18 104.31 +0.98 166,916 153,590 -8,961
Dec12 120911 102.44 103.59 102.34 103.46 +0.97 14,156 58,570 +10,948
Mar13 120911 102.66 102.66 101.71 102.66 +0.95 0 7 +0
Total Volume and Open Interest 181,072 212,182 +1,987
British Pound(CME)
Sep12 120911 159.89 160.84 159.86 160.70 +0.70 130,389 132,190 +2,991
Dec12 120911 159.86 160.77 159.83 160.64 +0.69 17,964 29,033 +11,216
Mar13 120911 160.59 160.59 159.90 160.59 +0.69 10 226 +8
Total Volume and Open Interest 148,363 161,503 +14,215
Canadian Dollar(CME)
Sep12 120911 102.27 102.93 102.26 102.72 +0.43 124,245 165,834 +4,740
Dec12 120911 102.08 102.73 102.07 102.51 +0.43 11,682 40,045 +7,106
Mar13 120911 102.39 102.42 101.83 102.26 +0.43 36 1,627 +13
Jun13 120911 101.69 102.12 101.55 101.99 +0.44 31 506 +31
Total Volume and Open Interest 136,041 208,189 +11,914
Japanese Yen(CME)
Sep12 120911 127.76 128.70 127.74 128.59 +0.79 175,457 125,236 -5,942
Dec12 120911 127.87 128.80 127.86 128.69 +0.79 21,325 39,712 +16,142
Mar13 120911 128.50 128.88 128.05 128.84 +0.79 20 64 -9
Total Volume and Open Interest 196,802 165,025 +10,191
Swiss Franc(CME)
Sep12 120911 105.67 106.63 105.64 106.54 +0.89 64,131 50,114 -1,553
Dec12 120911 105.90 106.78 105.81 106.69 +0.88 2,273 5,548 +952
Mar13 120911 106.88 106.88 106.00 106.88 +0.88 0 2 +0
Total Volume and Open Interest 66,404 55,666 -601
EuroFX(CME)
Sep12 120911 127.60 128.72 127.58 128.61 +0.91 324,900 299,806 -4,179
Dec12 120911 127.73 128.83 127.71 128.72 +0.90 12,334 18,192 +1,789
Mar13 120911 127.96 128.90 127.94 128.88 +0.91 31 128 +5
Total Volume and Open Interest 337,310 318,671 -2,382
Mexican Peso(CME)
Sep12 120911 764.75 770.25 763.75 768.75 +4.00 82,510 165,366 -7,827
Oct12 120911 766.75 766.75 762.75 766.75 +4.00      
Total Volume and Open Interest 140,083 257,722 +31,718
Brazilian Real(CME)
Oct12 120911 493.50 494.50 491.15 493.75 +1.55 10 2,015 -7
Nov12 120911 489.20 491.85 489.10 491.40 +1.70 0 11 +0
Dec12 120911 487.40 489.00 487.40 489.00 +1.60 9 1,668 -4
Jan13 120911 487.45 487.50 485.85 487.45 +1.60      
Total Volume and Open Interest 19 16,033 -11
30-Year T-Bonds(CBOT)
Sep12 120911 148~220 148~220 147~310 148~030 -0~030 23,729 49,497 -8,489
Dec12 120911 149~130 149~190 148~190 148~240 -0~040 508,655 549,856 +1,658
Mar13 120911 147~200 147~250 147~200 147~200 -0~050 6 18 +3
Total Volume and Open Interest 532,390 599,371 -6,828
10-Year T-Notes(CBOT)
Sep12 120911 134~065 134~085 133~275 133~300 -0~010 23,710 26,467 -3,499
Dec12 120911 133~020 133~060 132~230 132~250 -0~025 1,502,593 1,559,070 +54,124
Mar13 120911 131~300 132~005 131~300 131~300 -0~025      
Total Volume and Open Interest 1,526,303 1,585,537 +50,625
5-Year T-Notes(CBOT)
Sep12 120911 124~092 124~097 124~080 124~081 -0~003 20,945 51,243 -3,411
Dec12 120911 124~053 124~060 124~040 124~042 -0~002 705,831 1,196,731 +19,523
Mar13 120911 124~040 124~040 124~022 124~022 -0~018 0 23 +0
Total Volume and Open Interest 726,776 1,247,997 +16,112
2 Year T-Notes(CBOT)
Sep12 120911 110~029 110~030 110~028 110~029 +0~001 15,670 35,220 -4,893
Dec12 120911 110~029 110~030 110~027 110~029 unch 189,356 926,632 -5,665
Mar13 120911 110~021 110~021 110~021 110~021 unch      
Total Volume and Open Interest 205,026 961,852 -10,558
Eurodollars(CME)
Sep12 120911 99.613 99.620 99.610 99.618 +0.005 177,314 792,757 +482
Dec12 120911 99.645 99.670 99.645 99.660 +0.010 215,934 905,590 -20,829
Mar13 120911 99.655 99.670 99.650 99.660 +0.010 242,894 753,454 +15,808
Jun13 120911 99.640 99.660 99.635 99.640 +0.005 226,316 655,453 -1,286
Sep13 120911 99.625 99.645 99.620 99.620 unch 208,122 709,131 +9,525
Dec13 120911 99.595 99.610 99.585 99.585 -0.005 204,695 649,940 +2,781
Mar14 120911 99.575 99.585 99.555 99.560 -0.005 199,420 601,188 +5,724
Jun14 120911 99.535 99.545 99.515 99.520 -0.010 224,702 441,161 +1,602
Sep14 120911 99.490 99.495 99.470 99.475 -0.010 169,243 387,625 +8,726
Dec14 120911 99.430 99.440 99.410 99.415 -0.005 184,784 390,892 +706
Mar15 120911 99.375 99.385 99.350 99.360 -0.005 163,883 391,200 +8,063
Jun15 120911 0.991 1.001 0.961 0.976 -0.005 146,903 418,380 +16,964
Sep15 120911 0.886 0.891 0.851 0.866 -0.005 132,917 290,151 +7,934
Dec15 120911 0.746 0.756 0.706 0.726 -0.005 120,873 210,805 +184
Mar16 120911 0.611 0.621 0.561 0.586 -0.010 69,854 141,124 +9,547
Jun16 120911 0.461 0.476 0.411 0.431 -0.015 65,565 120,641 +2,673
Sep16 120911 0.306 0.326 0.246 0.271 -0.020 65,951 98,240 +3,684
Dec16 120911 0.141 0.151 0.071 0.096 -0.025 59,388 92,567 -1,135
Total Volume and Open Interest 2,966,850 8,278,553 +76,846
30 Day Federal Funds(CBOT)
Sep12 120911 99.863 99.863 99.860 99.863 +0.003 4,168 65,896 -1,039
Oct12 120911 99.870 99.875 99.870 99.870 unch 3,104 58,784 +360
Nov12 120911 99.875 99.880 99.870 99.875 unch 3,195 50,589 +902
Dec12 120911 99.880 99.885 99.875 99.880 unch 2,459 30,194 +335
Jan13 120911 99.880 99.885 99.875 99.880 unch 1,724 20,806 +387
Feb13 120911 99.880 99.880 99.875 99.875 unch 842 20,527 +179
Total Volume and Open Interest 32,790 424,170 +3,090
30 Day Fed Funds(e-CBOT)
3-Mth Euro-Yen(CME)
Sep12 120911 99.673 99.673 99.673 99.673 +0.003 0 573 +573
Dec12 120911 99.680 99.680 99.680 99.680 unch      
Mar13 120911 99.695 99.695 99.695 99.695 unch      
Jun13 120911 99.710 99.710 99.710 99.710 unch      
Sep13 120911 99.720 99.720 99.720 99.720 +0.010      
Dec13 120911 99.730 99.730 99.730 99.730 +0.010      
Mar14 120911 99.730 99.730 99.730 99.730 +0.010      
Jun14 120911 99.590 99.590 99.590 99.590 +0.010      
Sep14 120911 99.450 99.450 99.450 99.450 +0.010      
Dec14 120911 99.675 99.675 99.675 99.675 +0.010      
Total Volume and Open Interest 0 573 +573
3-Mth Euro-Yen(SGX)
Dec12 120911 99.68 99.68 99.68 99.68 unch 20 659 -1
Mar13 120911 99.69 99.69 99.69 99.69 unch 0 183 +0
Jun13 120911 99.71 99.71 99.71 99.71 unch 0 201 +0
Sep13 120911 99.72 99.72 99.72 99.72 +0.01 0 305 +0
Dec13 120911 99.73 99.73 99.73 99.73 +0.01 0 384 +0
Mar14 120911 99.73 99.73 99.73 99.73 +0.01 0 344 +0
Jun14 120911 99.59 99.59 99.59 99.59 +0.01      
Sep14 120911 99.45 99.45 99.45 99.45 +0.01      
Total Volume and Open Interest 1,020 4,151 -1
Japanese Gov't Bonds(SGX)
Dec12 120911 143.83 143.98 143.83 143.94 +0.05 10,407 18,347 +1,471
Mar13 120911 141.85 141.85 141.85 141.85 +0.05      
Jun13 120911 139.76 139.76 139.76 139.76 +0.05      
Total Volume and Open Interest 10,407 18,347 -8,540
Euro-Bund(EUREX)
Dec12 120911 140.81 140.98 140.33 140.38 +0.06 950,314 789,258 -8,159
Mar13 120911 141.99 142.12 141.83 141.88 +0.07 315 62,265 +9
Jun13 120911 141.88 141.88 141.88 141.88 +0.07      
Total Volume and Open Interest 950,629 851,523  
Euro-Bobl(EUREX)
Dec12 120911 125.38 125.42 125.14 125.15 -0.06 549,687 670,352 +6,000
Mar13 120911 125.75 125.75 125.75 125.75 +0.54      
Jun13 120911 125.75 125.75 125.75 125.75 +0.54      
Total Volume and Open Interest 549,687 670,352  
3-Mth Euribor(EUREX)
Sep12 120911 99.750 99.755 99.750 99.750 unch 155 2,707 +10
Dec12 120911 99.790 99.790 99.785 99.785 unch 3 1,446 -996
Mar13 120911 99.775 99.775 99.775 99.775 unch 0 1,255 +0
Total Volume and Open Interest 164 7,152 -1,004
Long Gilt(LIFFE)
Sep12 120911 121~04 121~08 120~32 121~05 +0~02 3,302 12,099 -15,320
Dec12 120911 120~08 120~08 119~30 120~05 +0~01 106,480 355,688 -2,775
Total Volume and Open Interest 109,782 367,787 -18,095
3-Mth Short Sterling(LIFFE)
Sep12 120911 99.34 99.35 99.33 99.35 +0.01 35,447 289,714 -5,496
Dec12 120911 99.39 99.40 99.37 99.39 unch 62,232 353,325 -5,718
Mar13 120911 99.40 99.42 99.39 99.41 unch 53,931 332,035 -4,311
Jun13 120911 99.41 99.42 99.39 99.41 +0.01 59,398 313,492 -6,510
Sep13 120911 99.40 99.40 99.37 99.40 +0.01 84,717 364,205 -9,261
Dec13 120911 99.37 99.38 99.34 99.36 -0.01 47,965 272,149 -4,069
Total Volume and Open Interest 504,261 2,740,441 -30,512
3-Mth Euribor(LIFFE)
Sep12 120911 99.750 99.755 99.745 99.750 unch 54,345 481,318 +729
Dec12 120911 99.785 99.795 99.780 99.785 unch 92,683 538,028 -9,740
Mar13 120911 99.775 99.790 99.770 99.775 unch 83,763 450,386 +2,907
Total Volume and Open Interest 764,566 3,781,632 +17,354
3-Mth Aus T-Bills(SFE)
Sep12 120911 96.44 96.45 96.42 96.43 -0.02 16,005 69,736 -5,698
Dec12 120911 96.79 96.79 96.73 96.78 -0.01 26,848 177,228 +2,325
Mar13 120911 97.07 97.08 97.01 97.07 unch 19,959 132,929 +3,091
Jun13 120911 97.15 97.18 97.09 97.16 unch 10,827 106,521 +4,077
Sep13 120911 97.10 97.14 97.06 97.13 +0.02 4,291 63,074 -967
Dec13 120911 97.02 97.06 96.99 97.06 +0.02 2,513 53,449 +1,133
Mar14 120911 96.95 96.98 96.92 96.98 +0.02 229 31,610 -86
Jun14 120911 96.84 96.90 96.84 96.90 +0.01 815 16,180 -320
Sep14 120911 96.77 96.83 96.77 96.83 +0.01 657 2,674 +186
Dec14 120911 96.75 96.75 96.75 96.75 +0.01 0 600 +0
Total Volume and Open Interest 82,144 654,029 +3,741
10-Year Aus T-Bonds(SFE)
Sep12 120911 96.97 96.99 96.91 96.98 +0.01 43,169 393,162 +834
Dec12 120911 96.97 97.00 96.92 96.99 +0.02 758 2,552 +385
Total Volume and Open Interest 43,927 395,714 +1,219
3-Year Aus T-Bonds(SFE)
Sep12 120911 97.53 97.54 97.48 97.54 0.00 129,535 478,791 -42,426
Dec12 120911 97.60 97.62 97.55 97.61 unch 3,999 16,190 +2,251
Total Volume and Open Interest 133,534 494,981 -40,175
Gold(CMX)
Oct12 120911 1725.9 1737.7 1725.8 1732.3 +3.1 11,565 27,005 +348
Dec12 120911 1728.7 1740.5 1728.0 1734.9 +3.1 216,526 307,902 +7,026
Feb13 120911 1730.7 1742.1 1730.7 1737.2 +3.1 1,531 26,161 +337
Apr13 120911 1738.5 1743.6 1734.5 1739.3 +3.1 643 15,224 +135
Jun13 120911 1740.5 1744.5 1736.8 1741.4 +3.1 235 21,325 +39
Aug13 120911 1740.8 1748.4 1740.8 1743.4 +3.1 119 5,082 +73
Oct13 120911 1748.5 1749.8 1744.3 1745.6 +3.1 16 989 +8
Dec13 120911 1746.8 1751.1 1745.9 1748.0 +3.1 861 11,427 +422
Feb14 120911 1754.8 1754.9 1750.5 1750.5 +3.2 0 2,748 +0
Apr14 120911 1752.7 1752.7 1752.7 1752.7 +3.2 0 3,606 +0
Jun14 120911 1755.2 1755.2 1755.2 1755.2 +3.2 120 9,153 +0
Total Volume and Open Interest 232,102 457,089 +8,396
Silver(CMX)
Sep12 120911 3370.0 3376.5 3342.0 3350.9 -6.5 115 900 -203
Dec12 120911 3341.0 3387.5 3338.0 3356.6 -6.7 59,211 78,841 +771
Mar13 120911 3356.0 3390.0 3355.5 3363.9 -6.6 2,069 5,674 -56
May13 120911 3362.0 3389.5 3354.0 3367.4 -6.6 735 3,961 -64
Jul13 120911 3371.5 3371.5 3369.0 3370.2 -6.6 743 5,004 -105
Sep13 120911 3372.5 3396.0 3365.0 3373.1 -6.7 103 2,133 +26
Dec13 120911 3375.0 3403.0 3375.0 3376.8 -6.5 651 14,088 +342
Total Volume and Open Interest 64,346 120,271 +876
Platinum(NYMEX)
Oct12 120911 1594.0 1612.5 1588.8 1607.0 +3.2 14,008 43,001 -305
Jan13 120911 1598.1 1615.9 1594.0 1611.0 +3.1 1,577 12,056 +841
Apr13 120911 1609.0 1614.9 1606.8 1614.1 +3.1 16 1,052 +6
Jul13 120911 1615.1 1615.1 1615.1 1615.1 +3.1 2 1 +0
Total Volume and Open Interest 15,603 56,112 +542
Palladium(NYMEX)
Sep12 120911 670.50 675.30 668.80 674.40 +2.15 23 68 -25
Dec12 120911 671.45 678.95 667.25 674.90 +2.15 4,463 18,195 -567
Mar13 120911 677.30 679.20 671.40 676.50 +2.15 7 714 +0
Total Volume and Open Interest 4,546 19,043 -543
Copper(CMX)
Sep12 120911 368.00 372.00 366.80 371.45 +1.45 909 3,638 -220
Dec12 120911 367.25 371.25 364.85 369.70 +0.85 74,554 98,683 +2,718
Mar13 120911 367.85 371.90 365.75 370.50 +0.90 4,206 17,304 +210
May13 120911 368.45 371.40 368.35 370.80 +1.05 1,233 4,486 +413
Jul13 120911 368.80 371.20 368.15 370.90 +1.00 479 4,301 +209
Total Volume and Open Interest 82,396 143,902 +3,414
DJIA Index(CBOT)
Sep12 120911 13234 13350 13200 13293 +56 198 12,775 +3
Dec12 120911 13195 13262 13195 13215 +58 20 47 -1
Mar13 120911 13142 13142 13084 13142 +58      
Jun13 120911 13066 13066 13008 13066 +58      
Total Volume and Open Interest 218 12,822 +2
E-mini DJIA Index(CBOT)
Sep12 120911 13232 13349 13195 13293 +56 101,796 116,989 -3,096
Dec12 120911 13150 13271 13118 13215 +58 2,032 2,636 +1,222
Mar13 120911 13142 13142 13142 13142 +58 0 5 +0
Jun13 120911 13066 13066 13066 13066 +58 0 39 +0
Total Volume and Open Interest 103,828 119,669 -1,874
S & P 500(CME)
Sep12 120911 1425.70 1437.20 1421.60 1430.60 +4.20 9,280 210,749 -4,742
Dec12 120911 1422.50 1430.00 1422.50 1423.60 +4.20 1,463 18,989 +430
Mar13 120911 1416.70 1422.50 1416.70 1416.70 +4.20 10 1,581 -10
Jun13 120911 1409.60 1415.40 1409.60 1409.60 +4.20 0 456 +0
Total Volume and Open Interest 10,753 231,775 -4,322
S & P 500 E-Mini(Globex)
Sep12 120911 1425.50 1437.50 1421.50 1430.50 +4.00 1,472,193 2,996,654 -29,590
Dec12 120911 1419.00 1430.25 1414.50 1423.50 +4.00 29,575 132,145 +15,847
Total Volume and Open Interest 1,501,789 3,134,872 -13,791
NASDAQ 100(CME)
Sep12 120911 2784.50 2800.00 2778.00 2779.30 -5.20 503 21,897 +81
Dec12 120911 2782.00 2792.00 2772.50 2772.50 -5.00 30 361 +11
Mar13 120911 2767.00 2772.00 2767.00 2767.00 -5.00      
Total Volume and Open Interest 533 22,258 +92
NASDAQ 100 E-Mini(Globex)
Sep12 120911 2784.50 2799.80 2777.80 2779.30 -5.20 194,752 459,349 -7,172
Dec12 120911 2777.00 2793.00 2771.30 2772.50 -5.00 2,539 11,862 +1,243
Total Volume and Open Interest 197,291 471,221 -5,929
S & P Midcap 400(CME)
Sep12 120911 1002.00 1005.00 998.00 998.30 +0.30 404 4,029 -384
Dec12 120911 995.20 995.20 994.80 995.20 +0.40      
Mar13 120911 993.20 993.20 992.80 993.20 +0.40      
Total Volume and Open Interest 404 4,029 -384
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Sep12 120911 8805 8845 8775 8810 -5 8,883 29,552 +1,078
Dec12 120911 8775 8795 8730 8760 -15 2,445 4,175 +1,637
Total Volume and Open Interest 11,328 33,727 +2,715
Nikkei 225(SGX)
Sep12 120911 8865 8875 8770 8790 -75 127,010 201,658 -992
Dec12 120911 8810 8810 8700 8725 -75 7,040 47,673 +8,363
Mar13 120911 8710 8710 8710 8710 -75 0 48 +0
Total Volume and Open Interest 134,239 265,635 +7,499
CAC 40(EURONEXT)
Sep12 120911 3488.0 3539.5 3477.5 3538.0 +31.0 67,736 349,475 +7,728
Oct12 120911 3475.5 3526.0 3469.0 3525.5 +31.0 245 14,625 +147
Nov12 120911 3522.5 3522.5 3522.5 3522.5 +30.5      
Total Volume and Open Interest 68,138 364,226 +7,865
Hang Seng Index(HKFE)
Sep12 120911 19787 19928 19668 19858 +37 93,471 94,226 +3,056
Oct12 120911 19745 19899 19645 19833 +34 1,042 1,488 +56
Total Volume and Open Interest 94,976 102,889 +3,233
DAX(EUREX)
Sep12 120911 7182.0 7315.0 7173.5 7313.0 +97.0 178,713 153,160 -4,458
Dec12 120911 7188.0 7317.5 7176.5 7316.5 +98.0 7,950 19,837 +1,449
Mar13 120911 7190.0 7318.5 7178.5 7318.0 +97.5 1,064 1,166 -37
Total Volume and Open Interest 187,727 174,163 -3,046
FT-SE 100(EURONEXT)
Sep12 120911 5762.50 5797.00 5755.50 5789.00 -4.50 69,596 628,575 -5,265
Dec12 120911 5733.00 5766.00 5733.00 5760.00 -4.00 11,133 27,986 +10,896
Mar13 120911 5718.00 5718.00 5718.00 5718.00 -4.00 1 224 +0
Total Volume and Open Interest 80,730 656,785 +5,631
SPI 200(SFE)
Sep12 120911 4330.0 4347.0 4314.0 4324.0 -7.0 23,081 283,679 -4,419
Dec12 120911 4333.0 4348.0 4321.0 4327.0 -6.0 123 7,106 +19
Mar13 120911 4290.0 4290.0 4290.0 4290.0 -4.0 6 1,363 -2
Total Volume and Open Interest 23,453 294,607 -4,448
GSCI(CME)
Sep12 120911 679.00 682.00 679.00 679.85 +0.65 195 8,997 -76
Oct12 120911 680.25 682.00 679.00 680.00 +0.30 97 212 +72
Nov12 120911 680.00 682.25 679.50 680.00 -0.30      
Total Volume and Open Interest 292 9,209 -4
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.
Copyright © 1989- Moore Research Center, Inc. All Rights Reserved.

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