|
MRCI's End of Day Prices |
Daily Futures Price Listing Tue September 18, 2012 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Nov12 |
120918 |
1660.00 |
1669.00 |
1630.50 |
1640.00 |
-29.00 |
113,787 |
352,758 |
-2,749 |
Jan13 |
120918 |
1661.75 |
1671.50 |
1631.75 |
1639.25 |
-30.75 |
36,503 |
100,680 |
+1,420 |
Mar13 |
120918 |
1624.25 |
1633.75 |
1593.50 |
1599.75 |
-33.00 |
21,241 |
93,560 |
-130 |
May13 |
120918 |
1550.25 |
1559.75 |
1520.00 |
1536.00 |
-16.75 |
11,533 |
86,669 |
-406 |
Jul13 |
120918 |
1519.50 |
1532.00 |
1492.25 |
1512.25 |
-9.00 |
7,371 |
66,063 |
-98 |
Aug13 |
120918 |
1497.75 |
1503.00 |
1463.25 |
1481.50 |
-3.50 |
299 |
853 |
+160 |
Sep13 |
120918 |
1429.50 |
1432.00 |
1397.00 |
1412.50 |
-1.00 |
192 |
876 |
+53 |
Nov13 |
120918 |
1344.25 |
1362.50 |
1328.25 |
1345.25 |
+4.50 |
2,765 |
32,069 |
+423 |
Jan14 |
120918 |
1350.50 |
1350.50 |
1344.00 |
1348.50 |
+4.50 |
14 |
283 |
+0 |
Mar14 |
120918 |
1345.75 |
1345.75 |
1341.25 |
1345.75 |
+4.50 |
1 |
62 |
+1 |
May14 |
120918 |
1346.00 |
1346.00 |
1341.50 |
1346.00 |
+4.50 |
1 |
82 |
+0 |
Jul14 |
120918 |
1343.00 |
1352.25 |
1342.75 |
1347.75 |
+5.00 |
1 |
45 |
+0 |
Aug14 |
120918 |
1342.50 |
1342.50 |
1337.50 |
1342.50 |
+5.00 |
|
|
|
Sep14 |
120918 |
1332.75 |
1332.75 |
1327.75 |
1332.75 |
+5.00 |
|
|
|
Total Volume and Open Interest |
193,739 |
735,746 |
-1,590 |
Soybean Meal(CBOT) |
Oct12 |
120918 |
501.80 |
503.70 |
490.10 |
491.40 |
-12.10 |
9,001 |
34,040 |
-1,059 |
Dec12 |
120918 |
501.50 |
504.60 |
490.20 |
492.00 |
-13.40 |
36,243 |
118,916 |
+2,669 |
Jan13 |
120918 |
500.00 |
501.90 |
487.80 |
489.00 |
-14.40 |
6,207 |
20,211 |
+63 |
Mar13 |
120918 |
488.50 |
488.50 |
471.80 |
471.90 |
-16.60 |
2,799 |
18,322 |
+158 |
May13 |
120918 |
453.00 |
453.30 |
439.60 |
443.30 |
-9.80 |
3,837 |
23,780 |
+1,218 |
Jul13 |
120918 |
440.50 |
443.10 |
428.20 |
433.80 |
-7.40 |
2,626 |
17,055 |
+1,211 |
Aug13 |
120918 |
424.20 |
427.20 |
417.50 |
422.20 |
-5.00 |
212 |
1,129 |
+135 |
Sep13 |
120918 |
405.00 |
409.70 |
399.20 |
404.10 |
-3.90 |
20 |
1,106 |
+16 |
Oct13 |
120918 |
383.40 |
388.80 |
382.20 |
382.20 |
-1.10 |
195 |
2,691 |
+76 |
Dec13 |
120918 |
379.90 |
387.20 |
373.60 |
378.80 |
-2.20 |
485 |
6,542 |
+148 |
Total Volume and Open Interest |
61,627 |
244,627 |
+4,595 |
Soybean Oil(CBOT) |
Oct12 |
120918 |
54.99 |
55.31 |
54.33 |
54.91 |
-0.07 |
7,775 |
33,741 |
-1,525 |
Dec12 |
120918 |
55.42 |
55.72 |
54.72 |
55.33 |
-0.06 |
45,650 |
176,838 |
+427 |
Jan13 |
120918 |
55.80 |
55.96 |
54.99 |
55.60 |
-0.03 |
7,469 |
34,172 |
-921 |
Mar13 |
120918 |
56.14 |
56.21 |
55.29 |
55.94 |
+0.03 |
5,702 |
29,515 |
+107 |
May13 |
120918 |
55.93 |
56.17 |
55.23 |
55.89 |
+0.06 |
4,246 |
17,354 |
+432 |
Jul13 |
120918 |
55.80 |
55.99 |
55.10 |
55.76 |
+0.06 |
2,983 |
15,042 |
+207 |
Aug13 |
120918 |
55.39 |
55.46 |
55.00 |
55.42 |
+0.13 |
221 |
2,067 |
+61 |
Sep13 |
120918 |
54.31 |
54.50 |
53.58 |
54.38 |
+0.17 |
411 |
1,815 |
-12 |
Oct13 |
120918 |
52.16 |
52.66 |
51.65 |
52.44 |
+0.38 |
492 |
2,883 |
+46 |
Dec13 |
120918 |
51.80 |
52.32 |
51.27 |
52.04 |
+0.34 |
760 |
7,631 |
+63 |
Total Volume and Open Interest |
75,728 |
321,842 |
-1,465 |
Canola(WCE) |
Nov12 |
120918 |
619.8 |
631.8 |
618.0 |
626.4 |
+4.8 |
10,677 |
133,398 |
-4,443 |
Jan13 |
120918 |
625.0 |
633.9 |
624.0 |
630.2 |
+4.8 |
5,513 |
64,810 |
+2,763 |
Mar13 |
120918 |
630.3 |
634.2 |
624.7 |
631.4 |
+4.9 |
1,473 |
19,606 |
+167 |
May13 |
120918 |
618.4 |
622.3 |
611.7 |
619.7 |
+5.3 |
722 |
19,729 |
+43 |
Jul13 |
120918 |
611.0 |
611.9 |
602.9 |
610.7 |
+5.3 |
101 |
4,056 |
-36 |
Total Volume and Open Interest |
18,511 |
245,975 |
-1,495 |
Corn(CBOT) |
Dec12 |
120918 |
748.25 |
754.00 |
739.00 |
740.00 |
-8.00 |
142,075 |
675,659 |
-4,478 |
Mar13 |
120918 |
752.50 |
758.00 |
742.75 |
744.00 |
-8.50 |
31,022 |
210,575 |
+3,739 |
May13 |
120918 |
752.00 |
757.25 |
742.25 |
743.50 |
-8.25 |
7,323 |
66,536 |
+972 |
Jul13 |
120918 |
745.50 |
749.00 |
734.50 |
735.50 |
-9.00 |
6,271 |
108,338 |
+213 |
Sep13 |
120918 |
670.00 |
671.50 |
660.00 |
660.00 |
-10.50 |
1,183 |
17,745 |
+436 |
Dec13 |
120918 |
637.25 |
646.00 |
632.50 |
632.50 |
-8.75 |
3,772 |
94,245 |
+442 |
Mar14 |
120918 |
650.00 |
650.00 |
640.75 |
640.75 |
-8.75 |
33 |
1,787 |
+9 |
May14 |
120918 |
652.00 |
656.00 |
647.75 |
647.75 |
-8.25 |
3 |
502 |
+0 |
Jul14 |
120918 |
653.00 |
656.50 |
648.00 |
648.00 |
-8.50 |
16 |
1,053 |
+8 |
Sep14 |
120918 |
592.25 |
600.75 |
592.25 |
592.25 |
-8.50 |
0 |
75 |
+0 |
Total Volume and Open Interest |
191,799 |
1,182,249 |
+1,026 |
Wheat(CBOT) |
Dec12 |
120918 |
880.00 |
888.00 |
860.75 |
863.50 |
-14.50 |
75,053 |
269,463 |
+6,934 |
Mar13 |
120918 |
893.50 |
900.00 |
873.50 |
875.75 |
-14.50 |
19,352 |
79,743 |
+2,764 |
May13 |
120918 |
894.75 |
899.50 |
873.50 |
875.75 |
-16.00 |
3,939 |
20,708 |
+63 |
Jul13 |
120918 |
862.00 |
869.50 |
843.75 |
846.00 |
-16.50 |
6,050 |
57,051 |
+1,941 |
Sep13 |
120918 |
863.50 |
863.75 |
845.50 |
845.75 |
-15.75 |
223 |
2,130 |
+81 |
Dec13 |
120918 |
869.75 |
874.25 |
853.00 |
854.00 |
-13.75 |
2,081 |
33,784 |
+1,008 |
Total Volume and Open Interest |
106,837 |
465,945 |
+12,762 |
Wheat(KCBT) |
Dec12 |
120918 |
905.00 |
911.75 |
884.00 |
889.00 |
-12.25 |
18,902 |
103,015 |
+5,476 |
Mar13 |
120918 |
916.25 |
922.50 |
896.50 |
901.00 |
-11.75 |
3,620 |
26,303 |
+606 |
May13 |
120918 |
916.00 |
921.50 |
896.75 |
901.50 |
-11.25 |
550 |
9,615 |
+145 |
Jul13 |
120918 |
885.50 |
888.50 |
871.00 |
875.00 |
-6.75 |
973 |
15,231 |
+503 |
Sep13 |
120918 |
886.50 |
886.50 |
872.50 |
874.00 |
-7.00 |
120 |
1,095 |
+104 |
Dec13 |
120918 |
890.00 |
891.00 |
878.75 |
880.00 |
-6.50 |
56 |
882 |
+31 |
Total Volume and Open Interest |
24,242 |
156,369 |
+6,880 |
Wheat(MGE) |
Sep12 |
120914 |
946.25 |
971.75 |
946.25 |
971.75 |
+32.25 |
9 |
20 |
+0 |
Dec12 |
120918 |
934.25 |
941.50 |
921.25 |
924.50 |
-6.25 |
3,818 |
25,839 |
+687 |
Mar13 |
120918 |
944.75 |
949.50 |
929.75 |
932.75 |
-6.25 |
1,389 |
7,888 |
-85 |
May13 |
120918 |
950.50 |
954.75 |
936.75 |
939.75 |
-5.75 |
744 |
2,551 |
+271 |
Jul13 |
120918 |
944.75 |
953.75 |
936.00 |
939.25 |
-5.50 |
932 |
1,598 |
+537 |
Total Volume and Open Interest |
7,049 |
40,889 |
+1,389 |
Oats(CBOT) |
Dec12 |
120918 |
386.25 |
386.25 |
371.00 |
374.00 |
-10.50 |
813 |
10,158 |
-135 |
Mar13 |
120918 |
390.00 |
390.00 |
379.00 |
380.00 |
-8.50 |
66 |
1,129 |
+37 |
May13 |
120918 |
381.25 |
389.00 |
381.25 |
381.25 |
-7.75 |
2 |
60 |
+0 |
Jul13 |
120918 |
379.50 |
387.25 |
379.50 |
379.50 |
-7.75 |
1 |
9 |
+1 |
Total Volume and Open Interest |
884 |
11,368 |
-101 |
Rough Rice(CBOT) |
Sep12 |
120914 |
15.10 |
15.10 |
14.87 |
15.10 |
+0.23 |
46 |
48 |
+26 |
Nov12 |
120918 |
15.26 |
15.37 |
14.94 |
14.94 |
-0.35 |
620 |
12,303 |
-106 |
Jan13 |
120918 |
15.57 |
15.62 |
15.25 |
15.26 |
-0.34 |
36 |
1,494 |
+8 |
Mar13 |
120918 |
15.84 |
15.89 |
15.54 |
15.54 |
-0.33 |
2 |
156 |
+0 |
Total Volume and Open Interest |
658 |
13,988 |
-144 |
Live Cattle(CME) |
Oct12 |
120918 |
125.535 |
126.480 |
125.400 |
126.400 |
+0.900 |
29,806 |
70,196 |
-9,421 |
Dec12 |
120918 |
128.350 |
128.935 |
128.150 |
128.880 |
+0.580 |
28,486 |
124,255 |
+2,546 |
Feb13 |
120918 |
132.000 |
132.300 |
131.500 |
132.250 |
+0.300 |
9,191 |
48,778 |
+2,664 |
Apr13 |
120918 |
135.650 |
135.900 |
135.150 |
135.735 |
+0.085 |
4,027 |
38,139 |
+789 |
Jun13 |
120918 |
131.900 |
132.250 |
131.535 |
132.035 |
+0.250 |
1,334 |
15,775 |
+205 |
Aug13 |
120918 |
132.200 |
132.435 |
131.880 |
132.400 |
+0.250 |
656 |
5,980 |
+203 |
Total Volume and Open Interest |
73,609 |
305,171 |
-2,997 |
Feeder Cattle(CME) |
Sep12 |
120918 |
145.285 |
145.685 |
144.400 |
145.285 |
-0.040 |
910 |
3,253 |
-173 |
Oct12 |
120918 |
147.350 |
147.500 |
146.200 |
147.380 |
+0.380 |
3,427 |
10,890 |
-954 |
Nov12 |
120918 |
149.035 |
149.300 |
147.600 |
148.825 |
+0.140 |
2,064 |
8,746 |
+651 |
Jan13 |
120918 |
150.985 |
151.150 |
149.880 |
150.950 |
+0.215 |
990 |
5,573 |
+223 |
Mar13 |
120918 |
153.850 |
153.850 |
152.650 |
153.750 |
-0.050 |
465 |
2,397 |
+87 |
Apr13 |
120918 |
155.325 |
155.325 |
154.185 |
154.700 |
-0.200 |
220 |
883 |
-1 |
May13 |
120918 |
156.000 |
156.250 |
155.200 |
155.900 |
-0.250 |
52 |
1,200 |
+5 |
Total Volume and Open Interest |
8,152 |
33,064 |
-143 |
Lean Hogs(CME) |
Oct12 |
120918 |
73.225 |
74.750 |
73.180 |
74.100 |
+0.715 |
21,457 |
51,191 |
-7,509 |
Dec12 |
120918 |
73.200 |
74.475 |
73.050 |
74.200 |
+0.850 |
27,229 |
99,392 |
+3,284 |
Feb13 |
120918 |
78.900 |
79.900 |
78.900 |
79.800 |
+0.620 |
8,355 |
39,763 |
-625 |
Apr13 |
120918 |
85.250 |
86.300 |
85.250 |
85.480 |
-0.170 |
2,445 |
24,983 |
+432 |
May13 |
120918 |
94.150 |
94.450 |
93.830 |
94.430 |
-0.020 |
43 |
1,023 |
-7 |
Jun13 |
120918 |
96.500 |
97.500 |
96.500 |
96.730 |
-0.250 |
1,122 |
17,952 |
+157 |
Jul13 |
120918 |
96.830 |
97.330 |
96.450 |
96.450 |
-0.730 |
212 |
4,056 |
+21 |
Aug13 |
120918 |
96.800 |
97.250 |
96.300 |
96.400 |
-0.700 |
80 |
3,366 |
+6 |
Total Volume and Open Interest |
61,104 |
244,410 |
-4,153 |
Class III Milk(CME) |
Sep12 |
120918 |
18.82 |
18.89 |
18.82 |
18.86 |
unch |
118 |
4,688 |
+4 |
Oct12 |
120918 |
19.76 |
20.08 |
19.70 |
19.97 |
+0.13 |
434 |
5,053 |
+174 |
Nov12 |
120918 |
20.19 |
20.64 |
20.16 |
20.56 |
+0.27 |
228 |
4,125 |
+79 |
Dec12 |
120918 |
20.02 |
20.40 |
20.00 |
20.25 |
+0.15 |
204 |
3,621 |
+45 |
Jan13 |
120918 |
19.70 |
19.79 |
19.60 |
19.75 |
unch |
72 |
1,522 |
+36 |
Total Volume and Open Interest |
1,235 |
25,853 |
+412 |
Cocoa(ICE) |
Dec12 |
120918 |
2572 |
2572 |
2519 |
2532 |
-52 |
10,283 |
106,688 |
-123 |
Mar13 |
120918 |
2577 |
2580 |
2534 |
2545 |
-52 |
3,365 |
43,941 |
-194 |
May13 |
120918 |
2589 |
2589 |
2545 |
2554 |
-52 |
2,336 |
20,760 |
+82 |
Jul13 |
120918 |
2596 |
2596 |
2555 |
2563 |
-49 |
306 |
13,080 |
+82 |
Sep13 |
120918 |
2604 |
2604 |
2566 |
2571 |
-48 |
45 |
5,303 |
-7 |
Dec13 |
120918 |
2590 |
2590 |
2579 |
2579 |
-48 |
60 |
6,620 |
-26 |
Mar14 |
120918 |
2586 |
2586 |
2583 |
2584 |
-48 |
502 |
7,379 |
+501 |
Total Volume and Open Interest |
17,397 |
207,128 |
+765 |
Coffee "C"(ICE) |
Sep12 |
120918 |
172.00 |
177.80 |
172.00 |
177.40 |
+2.35 |
22 |
53 |
-1 |
Dec12 |
120918 |
175.15 |
178.45 |
171.65 |
177.50 |
+1.85 |
13,398 |
85,605 |
-656 |
Mar13 |
120918 |
179.50 |
182.20 |
175.60 |
181.40 |
+1.80 |
3,806 |
31,698 |
-141 |
May13 |
120918 |
179.55 |
184.80 |
178.45 |
184.05 |
+1.75 |
710 |
10,259 |
-130 |
Jul13 |
120918 |
183.70 |
187.40 |
180.85 |
186.60 |
+1.75 |
383 |
5,858 |
+97 |
Sep13 |
120918 |
183.45 |
189.95 |
183.45 |
189.10 |
+1.70 |
300 |
2,371 |
+24 |
Total Volume and Open Interest |
19,026 |
138,402 |
-673 |
Orange Juice(ICE) |
Nov12 |
120918 |
128.40 |
128.90 |
125.80 |
126.50 |
-2.60 |
1,193 |
17,400 |
+82 |
Jan13 |
120918 |
126.00 |
127.00 |
124.30 |
124.90 |
-2.50 |
289 |
2,963 |
+158 |
Mar13 |
120918 |
126.90 |
126.95 |
125.25 |
126.05 |
-2.10 |
83 |
2,134 |
-36 |
May13 |
120918 |
127.20 |
127.20 |
127.20 |
127.20 |
-2.05 |
1 |
758 |
+1 |
Jul13 |
120918 |
128.85 |
128.85 |
128.85 |
128.85 |
-2.05 |
0 |
18 |
+0 |
Sep13 |
120918 |
129.75 |
129.75 |
129.75 |
129.75 |
-2.05 |
0 |
13 |
+0 |
Total Volume and Open Interest |
1,566 |
23,286 |
+205 |
Sugar #11(ICE) |
Oct12 |
120918 |
19.98 |
20.02 |
19.30 |
19.44 |
-0.59 |
81,995 |
156,933 |
-22,672 |
Mar13 |
120918 |
20.68 |
20.77 |
20.02 |
20.15 |
-0.63 |
66,209 |
311,244 |
+18,723 |
May13 |
120918 |
20.80 |
20.85 |
20.16 |
20.27 |
-0.58 |
17,144 |
69,257 |
+1,745 |
Jul13 |
120918 |
20.75 |
20.86 |
20.21 |
20.32 |
-0.53 |
11,111 |
87,811 |
+893 |
Oct13 |
120918 |
21.10 |
21.10 |
20.45 |
20.58 |
-0.52 |
6,131 |
46,868 |
+1,691 |
Mar14 |
120918 |
21.46 |
21.46 |
20.94 |
20.96 |
-0.52 |
982 |
28,583 |
+207 |
May14 |
120918 |
21.24 |
21.24 |
20.80 |
20.82 |
-0.46 |
155 |
8,932 |
+23 |
Jul14 |
120918 |
20.76 |
20.80 |
20.64 |
20.66 |
-0.41 |
30 |
6,001 |
-5 |
Total Volume and Open Interest |
183,899 |
727,468 |
+648 |
London Cocoa(LCE) |
Dec12 |
120918 |
1642 |
1648 |
1626 |
1633 |
-30 |
6,825 |
79,940 |
-259 |
Mar13 |
120918 |
1625 |
1631 |
1610 |
1617 |
-26 |
4,100 |
64,050 |
+505 |
May13 |
120918 |
1628 |
1636 |
1615 |
1622 |
-25 |
1,264 |
24,297 |
+166 |
Jul13 |
120918 |
1634 |
1635 |
1622 |
1628 |
-25 |
395 |
14,330 |
+94 |
Sep13 |
120918 |
1635 |
1642 |
1628 |
1633 |
-25 |
221 |
8,334 |
+43 |
Dec13 |
120918 |
1620 |
1624 |
1620 |
1624 |
-21 |
55 |
8,075 |
-165 |
Mar14 |
120918 |
1621 |
1628 |
1621 |
1625 |
-25 |
0 |
3,886 |
+500 |
Total Volume and Open Interest |
12,860 |
206,163 |
+1,347 |
London Sugar(LCE) |
Dec12 |
120918 |
575.30 |
575.80 |
563.10 |
563.30 |
-12.40 |
1,638 |
25,544 |
+532 |
Mar13 |
120918 |
567.40 |
567.40 |
554.30 |
554.80 |
-12.60 |
1,892 |
27,729 |
+275 |
May13 |
120918 |
569.40 |
569.40 |
556.60 |
556.80 |
-12.90 |
311 |
7,760 |
+188 |
Aug13 |
120918 |
566.90 |
567.00 |
555.00 |
555.30 |
-12.10 |
82 |
3,752 |
+223 |
Oct13 |
120918 |
561.90 |
561.90 |
554.70 |
554.70 |
-11.20 |
30 |
2,672 |
-4 |
Total Volume and Open Interest |
4,353 |
68,849 |
-209 |
Cotton(ICE) |
Oct12 |
120918 |
75.33 |
75.38 |
74.94 |
74.98 |
+0.45 |
51 |
181 |
-27 |
Dec12 |
120918 |
75.30 |
76.45 |
75.07 |
76.02 |
+0.69 |
13,255 |
121,176 |
+529 |
Mar13 |
120918 |
75.80 |
77.13 |
75.80 |
76.81 |
+0.73 |
1,803 |
42,250 |
+329 |
May13 |
120918 |
77.04 |
77.98 |
77.04 |
77.70 |
+0.75 |
360 |
6,941 |
+69 |
Jul13 |
120918 |
77.93 |
78.66 |
77.93 |
78.57 |
+0.68 |
357 |
8,105 |
+48 |
Oct13 |
120918 |
79.76 |
79.76 |
79.76 |
79.76 |
+0.68 |
0 |
3 |
+0 |
Total Volume and Open Interest |
16,062 |
182,651 |
+1,048 |
Lumber(CME) |
Nov12 |
120918 |
276.2 |
276.8 |
272.5 |
273.1 |
-2.9 |
513 |
5,929 |
-2 |
Jan13 |
120918 |
289.0 |
289.5 |
285.6 |
286.5 |
-2.8 |
195 |
1,679 |
+68 |
Mar13 |
120918 |
296.5 |
296.5 |
294.8 |
296.5 |
-3.5 |
47 |
503 |
+6 |
May13 |
120918 |
304.5 |
304.5 |
302.8 |
304.5 |
-4.1 |
0 |
33 |
+0 |
Total Volume and Open Interest |
755 |
8,145 |
+12 |
Crude Oil(NYM) |
Oct12 |
120918 |
96.71 |
97.23 |
95.11 |
95.29 |
-1.33 |
271,794 |
117,839 |
-19,688 |
Nov12 |
120918 |
96.98 |
97.55 |
95.42 |
95.62 |
-1.33 |
141,037 |
308,436 |
+19,882 |
Dec12 |
120918 |
97.27 |
97.84 |
95.73 |
95.92 |
-1.33 |
106,498 |
205,823 |
-2,435 |
Jan13 |
120918 |
97.88 |
98.08 |
96.10 |
96.25 |
-1.34 |
44,540 |
112,277 |
+4,587 |
Feb13 |
120918 |
98.00 |
98.17 |
96.43 |
96.57 |
-1.34 |
37,498 |
63,135 |
+5,050 |
Mar13 |
120918 |
98.34 |
98.34 |
96.64 |
96.79 |
-1.33 |
36,462 |
66,040 |
+2,528 |
Apr13 |
120918 |
98.49 |
98.50 |
96.82 |
96.92 |
-1.31 |
22,953 |
30,574 |
+383 |
May13 |
120918 |
97.73 |
97.73 |
96.87 |
96.92 |
-1.29 |
20,837 |
23,655 |
+107 |
Jun13 |
120918 |
98.30 |
98.50 |
96.63 |
96.79 |
-1.28 |
46,208 |
102,785 |
+7,373 |
Jul13 |
120918 |
97.51 |
97.51 |
96.53 |
96.53 |
-1.26 |
7,382 |
30,396 |
+742 |
Aug13 |
120918 |
97.18 |
97.18 |
96.16 |
96.22 |
-1.23 |
4,786 |
20,876 |
+46 |
Sep13 |
120918 |
96.98 |
97.03 |
95.85 |
95.90 |
-1.20 |
7,471 |
31,309 |
+946 |
Oct13 |
120918 |
95.59 |
95.59 |
95.59 |
95.59 |
-1.17 |
2,455 |
19,249 |
+465 |
Nov13 |
120918 |
95.34 |
95.34 |
95.34 |
95.34 |
-1.13 |
2,245 |
23,156 |
+78 |
Dec13 |
120918 |
96.50 |
96.68 |
94.98 |
95.11 |
-1.08 |
45,128 |
167,191 |
+2,141 |
Jan14 |
120918 |
94.75 |
94.75 |
94.75 |
94.75 |
-1.04 |
814 |
23,679 |
+333 |
Total Volume and Open Interest |
828,091 |
1,641,162 |
+26,640 |
e-miNY Crude Oil(NYM) |
Sep12 |
120820 |
96.375 |
96.550 |
95.025 |
95.975 |
-0.025 |
3,807 |
3,910 |
-441 |
Oct12 |
120918 |
96.725 |
97.200 |
95.100 |
95.300 |
-1.325 |
6,130 |
4,806 |
-64 |
Nov12 |
120918 |
96.925 |
97.525 |
95.450 |
95.625 |
-1.325 |
1,014 |
2,709 |
-88 |
Dec12 |
120918 |
97.375 |
97.725 |
95.800 |
95.925 |
-1.325 |
231 |
3,910 |
-31 |
Jan13 |
120918 |
97.925 |
98.000 |
96.250 |
96.250 |
-1.350 |
112 |
1,661 |
+96 |
Feb13 |
120918 |
96.575 |
96.575 |
96.575 |
96.575 |
-1.325 |
24 |
70 |
-6 |
Mar13 |
120918 |
96.800 |
96.800 |
96.800 |
96.800 |
-1.325 |
1 |
9 |
+1 |
Apr13 |
120918 |
96.925 |
96.925 |
96.925 |
96.925 |
-1.300 |
2 |
3 |
+1 |
May13 |
120918 |
97.750 |
97.750 |
96.925 |
96.925 |
-1.275 |
0 |
2 |
+0 |
Jun13 |
120918 |
96.800 |
96.800 |
96.800 |
96.800 |
-1.275 |
0 |
39 |
+0 |
Total Volume and Open Interest |
7,514 |
13,357 |
-91 |
Heating Oil(NYM) |
Oct12 |
120918 |
316.35 |
317.48 |
312.00 |
312.71 |
-3.63 |
52,400 |
79,804 |
-5,264 |
Nov12 |
120918 |
316.37 |
317.50 |
311.94 |
312.64 |
-3.80 |
26,593 |
66,183 |
+1,700 |
Dec12 |
120918 |
316.35 |
317.35 |
311.66 |
312.28 |
-4.05 |
24,794 |
57,915 |
+774 |
Jan13 |
120918 |
315.85 |
316.80 |
311.23 |
311.71 |
-4.23 |
10,339 |
34,745 |
-45 |
Feb13 |
120918 |
313.42 |
314.35 |
310.00 |
310.37 |
-4.35 |
4,186 |
14,243 |
+866 |
Mar13 |
120918 |
312.60 |
312.67 |
307.77 |
308.19 |
-4.40 |
6,629 |
22,670 |
-719 |
Apr13 |
120918 |
308.45 |
309.36 |
305.00 |
305.53 |
-4.46 |
2,982 |
24,955 |
+767 |
May13 |
120918 |
309.60 |
309.66 |
306.61 |
306.61 |
-4.43 |
1,751 |
11,756 |
+53 |
Jun13 |
120918 |
306.58 |
308.26 |
303.90 |
304.11 |
-4.19 |
2,528 |
12,424 |
-123 |
Jul13 |
120918 |
305.34 |
305.53 |
302.74 |
302.74 |
-4.06 |
31 |
2,937 |
+1 |
Aug13 |
120918 |
304.66 |
304.67 |
301.83 |
301.83 |
-4.04 |
36 |
1,590 |
+7 |
Sep13 |
120918 |
303.76 |
303.93 |
301.18 |
301.18 |
-4.01 |
49 |
1,463 |
+12 |
Oct13 |
120918 |
304.50 |
305.76 |
301.13 |
301.13 |
-4.01 |
36 |
718 |
-2 |
Nov13 |
120918 |
302.80 |
302.80 |
301.03 |
301.03 |
-4.01 |
36 |
861 |
+4 |
Total Volume and Open Interest |
133,149 |
337,756 |
-1,823 |
Gasoline(NYMEX) |
Oct12 |
120918 |
295.32 |
296.89 |
289.09 |
289.90 |
-4.43 |
56,106 |
70,067 |
-3,360 |
Nov12 |
120918 |
285.96 |
287.22 |
280.09 |
280.92 |
-5.04 |
47,990 |
86,071 |
+9,565 |
Dec12 |
120918 |
280.50 |
281.22 |
274.32 |
275.10 |
-5.40 |
28,430 |
58,396 |
+1,730 |
Jan13 |
120918 |
277.27 |
278.36 |
271.75 |
272.58 |
-5.40 |
15,281 |
27,940 |
+1,596 |
Feb13 |
120918 |
277.96 |
278.24 |
271.52 |
272.23 |
-5.40 |
5,314 |
11,027 |
+720 |
Mar13 |
120918 |
278.70 |
279.25 |
272.45 |
273.28 |
-5.40 |
4,632 |
12,437 |
+529 |
Apr13 |
120918 |
292.50 |
293.37 |
286.91 |
287.62 |
-5.22 |
1,748 |
8,396 |
+46 |
May13 |
120918 |
288.29 |
288.29 |
286.50 |
286.50 |
-5.09 |
541 |
4,154 |
+11 |
Jun13 |
120918 |
288.69 |
288.69 |
283.55 |
284.15 |
-5.04 |
906 |
7,215 |
+53 |
Jul13 |
120918 |
281.09 |
281.09 |
281.09 |
281.09 |
-5.00 |
177 |
1,307 |
+51 |
Total Volume and Open Interest |
163,184 |
299,732 |
+11,298 |
e-miNY RBOB Gasoline(NYM) |
Oct12 |
120918 |
289.70 |
289.90 |
289.70 |
289.90 |
-4.40 |
|
|
|
Nov12 |
120918 |
280.90 |
280.92 |
280.90 |
280.90 |
-5.10 |
|
|
|
Dec12 |
120918 |
275.10 |
275.10 |
275.10 |
275.10 |
-5.40 |
|
|
|
Jan13 |
120918 |
272.60 |
272.60 |
272.58 |
272.60 |
-5.40 |
|
|
|
Total Volume and Open Interest |
|
|
|
Natural Gas(NYM) |
Oct12 |
120918 |
2.875 |
2.916 |
2.755 |
2.773 |
-0.092 |
144,319 |
127,040 |
-10,458 |
Nov12 |
120918 |
3.015 |
3.069 |
2.945 |
2.961 |
-0.054 |
71,317 |
250,890 |
-15 |
Dec12 |
120918 |
3.284 |
3.330 |
3.230 |
3.243 |
-0.030 |
40,332 |
119,512 |
+1,019 |
Jan13 |
120918 |
3.422 |
3.475 |
3.380 |
3.393 |
-0.024 |
34,987 |
182,295 |
+642 |
Feb13 |
120918 |
3.424 |
3.499 |
3.413 |
3.426 |
-0.018 |
9,394 |
34,531 |
-164 |
Mar13 |
120918 |
3.436 |
3.488 |
3.410 |
3.419 |
-0.015 |
16,881 |
67,005 |
+1,299 |
Apr13 |
120918 |
3.428 |
3.481 |
3.405 |
3.416 |
-0.014 |
11,378 |
71,933 |
+82 |
May13 |
120918 |
3.484 |
3.523 |
3.451 |
3.461 |
-0.013 |
1,421 |
27,625 |
+342 |
Jun13 |
120918 |
3.521 |
3.558 |
3.496 |
3.505 |
-0.010 |
1,030 |
15,743 |
+54 |
Jul13 |
120918 |
3.575 |
3.602 |
3.541 |
3.548 |
-0.009 |
1,041 |
18,350 |
+148 |
Aug13 |
120918 |
3.597 |
3.624 |
3.560 |
3.569 |
-0.008 |
558 |
11,691 |
+27 |
Sep13 |
120918 |
3.629 |
3.629 |
3.562 |
3.571 |
-0.009 |
654 |
10,717 |
-1 |
Oct13 |
120918 |
3.620 |
3.653 |
3.590 |
3.605 |
-0.005 |
3,898 |
51,605 |
-288 |
Nov13 |
120918 |
3.742 |
3.753 |
3.704 |
3.713 |
+0.003 |
638 |
22,305 |
+215 |
Dec13 |
120918 |
3.920 |
3.958 |
3.910 |
3.918 |
+0.007 |
326 |
20,354 |
+70 |
Jan14 |
120918 |
4.050 |
4.066 |
4.006 |
4.020 |
+0.008 |
1,472 |
36,138 |
+21 |
Total Volume and Open Interest |
340,437 |
1,133,984 |
-6,890 |
Brent Crude Oil(ICE) |
Nov12 |
120918 |
113.45 |
114.42 |
111.61 |
112.03 |
-1.76 |
181,373 |
252,825 |
-9,828 |
Dec12 |
120918 |
113.00 |
113.82 |
111.05 |
111.46 |
-1.79 |
143,806 |
214,996 |
+11,130 |
Jan13 |
120918 |
112.54 |
113.31 |
110.60 |
110.99 |
-1.79 |
41,561 |
96,053 |
+7,585 |
Feb13 |
120918 |
112.64 |
112.80 |
110.18 |
110.52 |
-1.76 |
20,054 |
44,228 |
+714 |
Mar13 |
120918 |
111.85 |
112.25 |
109.64 |
110.03 |
-1.72 |
20,492 |
51,745 |
+4,443 |
Apr13 |
120918 |
111.27 |
111.67 |
109.27 |
109.50 |
-1.68 |
6,691 |
24,420 |
+959 |
May13 |
120918 |
110.82 |
110.83 |
108.72 |
108.94 |
-1.64 |
6,389 |
24,070 |
+1,087 |
Jun13 |
120918 |
110.23 |
110.31 |
107.98 |
108.36 |
-1.63 |
30,454 |
73,050 |
+2,242 |
Jul13 |
120918 |
109.17 |
109.66 |
107.66 |
107.79 |
-1.63 |
3,016 |
23,737 |
+458 |
Aug13 |
120918 |
107.66 |
107.66 |
107.22 |
107.22 |
-1.64 |
2,836 |
28,661 |
+179 |
Sep13 |
120918 |
107.90 |
107.96 |
106.64 |
106.64 |
-1.62 |
3,077 |
30,943 |
+67 |
Oct13 |
120918 |
106.50 |
106.50 |
105.90 |
106.11 |
-1.56 |
1,863 |
27,858 |
+219 |
Nov13 |
120918 |
105.66 |
105.66 |
105.66 |
105.66 |
-1.49 |
1,802 |
17,906 |
+412 |
Dec13 |
120918 |
107.07 |
107.19 |
104.90 |
105.22 |
-1.42 |
34,274 |
104,890 |
+4,495 |
Total Volume and Open Interest |
509,478 |
1,196,627 |
+26,147 |
Gas Oil(ICE) |
Oct12 |
120918 |
990.75 |
995.50 |
978.25 |
988.50 |
-22.00 |
77,057 |
144,493 |
-1,156 |
Nov12 |
120918 |
987.50 |
992.00 |
974.00 |
984.75 |
-22.25 |
86,597 |
117,737 |
+10,082 |
Dec12 |
120918 |
982.00 |
985.50 |
967.50 |
978.50 |
-22.25 |
76,821 |
95,597 |
+10,505 |
Jan13 |
120918 |
975.00 |
980.75 |
963.00 |
974.00 |
-22.25 |
20,972 |
50,316 |
+2,600 |
Feb13 |
120918 |
969.75 |
975.00 |
958.00 |
968.50 |
-22.25 |
16,598 |
33,495 |
+8,017 |
Mar13 |
120918 |
962.25 |
968.50 |
951.00 |
961.50 |
-22.00 |
10,804 |
26,317 |
+4,064 |
Apr13 |
120918 |
955.75 |
961.25 |
944.25 |
954.50 |
-21.75 |
5,901 |
21,249 |
+2,097 |
May13 |
120918 |
949.50 |
955.00 |
938.25 |
948.25 |
-21.50 |
3,159 |
12,853 |
+586 |
Jun13 |
120918 |
945.00 |
950.75 |
934.25 |
944.00 |
-21.00 |
6,158 |
41,714 |
+1,386 |
Jul13 |
120918 |
943.00 |
948.50 |
941.00 |
942.00 |
-20.50 |
651 |
11,036 |
+96 |
Total Volume and Open Interest |
309,988 |
643,235 |
+39,367 |
Ethanol(CBOT) |
Sep12 |
120906 |
2.515 |
2.539 |
2.515 |
2.539 |
+0.011 |
41 |
89 |
-74 |
Oct12 |
120918 |
2.310 |
2.313 |
2.276 |
2.280 |
-0.038 |
171 |
994 |
-2 |
Nov12 |
120918 |
2.325 |
2.330 |
2.293 |
2.295 |
-0.036 |
345 |
1,447 |
-59 |
Dec12 |
120918 |
2.341 |
2.348 |
2.310 |
2.313 |
-0.039 |
182 |
2,206 |
-37 |
Jan13 |
120918 |
2.349 |
2.350 |
2.318 |
2.320 |
-0.032 |
128 |
1,321 |
-27 |
Feb13 |
120918 |
2.351 |
2.356 |
2.323 |
2.327 |
-0.028 |
138 |
1,134 |
-54 |
Mar13 |
120918 |
2.362 |
2.365 |
2.335 |
2.338 |
-0.023 |
243 |
1,885 |
+7 |
Apr13 |
120918 |
2.374 |
2.378 |
2.348 |
2.350 |
-0.029 |
80 |
481 |
-32 |
Total Volume and Open Interest |
1,399 |
11,635 |
-143 |
WTI Crude Oil(ICE) |
Oct12 |
120918 |
96.97 |
97.22 |
95.12 |
95.29 |
-1.33 |
39,053 |
33,491 |
-5,418 |
Nov12 |
120918 |
97.28 |
97.55 |
95.43 |
95.62 |
-1.33 |
41,537 |
77,847 |
+1,662 |
Dec12 |
120918 |
97.53 |
97.66 |
95.73 |
95.92 |
-1.33 |
31,881 |
96,789 |
+55 |
Jan13 |
120918 |
97.05 |
97.52 |
96.10 |
96.25 |
-1.34 |
11,547 |
29,262 |
+1,441 |
Feb13 |
120918 |
98.17 |
98.17 |
96.50 |
96.57 |
-1.34 |
7,153 |
18,162 |
-456 |
Mar13 |
120918 |
97.66 |
97.96 |
96.79 |
96.79 |
-1.33 |
8,284 |
20,878 |
+210 |
Apr13 |
120918 |
97.73 |
98.09 |
96.92 |
96.92 |
-1.31 |
5,696 |
10,436 |
+465 |
May13 |
120918 |
97.71 |
98.09 |
96.92 |
96.92 |
-1.29 |
3,700 |
7,285 |
+124 |
Jun13 |
120918 |
97.50 |
97.96 |
96.79 |
96.79 |
-1.28 |
7,340 |
44,746 |
+1,214 |
Jul13 |
120918 |
96.53 |
96.53 |
96.53 |
96.53 |
-1.26 |
1,310 |
3,551 |
+71 |
Aug13 |
120918 |
96.22 |
96.22 |
96.22 |
96.22 |
-1.23 |
907 |
4,678 |
+48 |
Sep13 |
120918 |
95.90 |
95.90 |
95.90 |
95.90 |
-1.20 |
977 |
8,849 |
-83 |
Oct13 |
120918 |
95.59 |
95.59 |
95.59 |
95.59 |
-1.17 |
526 |
3,418 |
-70 |
Nov13 |
120918 |
95.34 |
95.34 |
95.34 |
95.34 |
-1.13 |
593 |
4,370 |
-27 |
Dec13 |
120918 |
95.77 |
96.23 |
94.90 |
95.11 |
-1.08 |
8,174 |
71,760 |
+2,673 |
Jan14 |
120918 |
94.75 |
94.75 |
94.75 |
94.75 |
-1.04 |
49 |
4,139 |
+3 |
Total Volume and Open Interest |
171,446 |
534,367 |
+1,204 |
US Dollar Index(ICE) |
Dec12 |
120918 |
79.085 |
79.365 |
79.035 |
79.345 |
+0.230 |
36,450 |
38,314 |
+11,290 |
Mar13 |
120918 |
79.340 |
79.570 |
79.340 |
79.570 |
+0.230 |
5 |
503 |
+2 |
Jun13 |
120918 |
79.830 |
79.830 |
79.830 |
79.830 |
+0.230 |
|
|
|
Total Volume and Open Interest |
52,608 |
72,393 |
-203 |
Australian Dollar(CME) |
Sep12 |
120917 |
105.54 |
105.64 |
104.96 |
104.99 |
-0.65 |
172,667 |
85,535 |
-24,973 |
Dec12 |
120918 |
103.87 |
104.03 |
103.28 |
103.56 |
-0.19 |
162,856 |
175,049 |
+11,109 |
Mar13 |
120918 |
102.96 |
103.05 |
102.57 |
102.79 |
-0.16 |
200 |
66 |
+42 |
Total Volume and Open Interest |
204,925 |
252,101 |
+2,587 |
British Pound(CME) |
Sep12 |
120917 |
162.27 |
162.63 |
162.12 |
162.44 |
+0.21 |
133,916 |
63,099 |
-23,540 |
Dec12 |
120918 |
162.41 |
162.63 |
162.14 |
162.35 |
+0.02 |
130,378 |
138,403 |
+13,329 |
Mar13 |
120918 |
162.35 |
162.45 |
162.24 |
162.30 |
+0.06 |
20 |
249 |
+3 |
Total Volume and Open Interest |
164,213 |
190,521 |
+2,048 |
Canadian Dollar(CME) |
Sep12 |
120918 |
102.59 |
102.72 |
102.39 |
102.55 |
+0.06 |
54,301 |
106,406 |
-7,812 |
Dec12 |
120918 |
102.38 |
102.56 |
102.18 |
102.34 |
+0.06 |
121,845 |
201,219 |
+17,655 |
Mar13 |
120918 |
102.07 |
102.22 |
101.96 |
102.10 |
+0.03 |
125 |
2,083 |
+82 |
Jun13 |
120918 |
101.84 |
101.84 |
101.82 |
101.84 |
+0.02 |
29 |
547 |
+3 |
Total Volume and Open Interest |
176,307 |
310,463 |
+9,935 |
Japanese Yen(CME) |
Sep12 |
120917 |
127.59 |
127.92 |
126.67 |
126.89 |
-0.83 |
138,841 |
51,109 |
-27,334 |
Dec12 |
120918 |
127.12 |
127.50 |
126.86 |
126.89 |
-0.19 |
144,109 |
149,285 |
-2,977 |
Mar13 |
120918 |
127.42 |
127.52 |
127.03 |
127.03 |
-0.18 |
8 |
136 |
+1 |
Total Volume and Open Interest |
185,809 |
189,212 |
-14,307 |
Swiss Franc(CME) |
Sep12 |
120917 |
107.90 |
108.06 |
107.58 |
107.87 |
-0.01 |
44,412 |
29,621 |
-5,629 |
Dec12 |
120918 |
107.92 |
108.31 |
107.71 |
107.74 |
-0.17 |
40,222 |
37,420 |
+2,000 |
Mar13 |
120918 |
107.91 |
108.07 |
107.91 |
107.91 |
-0.16 |
5 |
6 |
-2 |
Total Volume and Open Interest |
52,501 |
62,542 |
-2,510 |
EuroFX(CME) |
Sep12 |
120917 |
131.25 |
131.72 |
130.84 |
131.43 |
+0.25 |
346,801 |
156,028 |
-59,327 |
Dec12 |
120918 |
131.24 |
131.30 |
130.41 |
130.48 |
-0.68 |
329,684 |
234,706 |
+20,257 |
Mar13 |
120918 |
131.20 |
131.27 |
130.58 |
130.61 |
-0.66 |
89 |
317 |
+10 |
Total Volume and Open Interest |
439,133 |
362,580 |
-8,755 |
Mexican Peso(CME) |
Sep12 |
120917 |
786.00 |
786.25 |
782.75 |
784.25 |
-2.00 |
62,701 |
104,678 |
-15,181 |
Oct12 |
120918 |
778.50 |
779.75 |
778.50 |
778.50 |
-1.25 |
|
|
|
Total Volume and Open Interest |
118,701 |
304,339 |
+3,543 |
Brazilian Real(CME) |
Oct12 |
120918 |
491.15 |
493.90 |
490.75 |
493.50 |
+1.50 |
421 |
2,099 |
+415 |
Nov12 |
120918 |
491.10 |
491.10 |
489.90 |
491.10 |
+1.20 |
0 |
24 |
+0 |
Dec12 |
120918 |
487.70 |
489.00 |
487.70 |
489.00 |
+1.25 |
148 |
1,726 |
+2 |
Jan13 |
120918 |
487.20 |
487.20 |
485.95 |
487.20 |
+1.25 |
|
|
|
Total Volume and Open Interest |
579 |
17,018 |
+427 |
30-Year T-Bonds(CBOT) |
Sep12 |
120918 |
145~130 |
146~020 |
145~050 |
145~200 |
+0~150 |
5,660 |
21,767 |
-2,205 |
Dec12 |
120918 |
145~160 |
146~160 |
145~140 |
146~000 |
+0~140 |
512,173 |
554,243 |
+3,359 |
Mar13 |
120918 |
144~280 |
145~020 |
144~130 |
144~270 |
+0~140 |
13 |
88 |
-1 |
Total Volume and Open Interest |
517,846 |
576,098 |
+1,153 |
10-Year T-Notes(CBOT) |
Sep12 |
120918 |
133~145 |
133~245 |
133~100 |
133~140 |
+0~040 |
6,831 |
10,398 |
-2,843 |
Dec12 |
120918 |
132~000 |
132~165 |
131~300 |
132~065 |
+0~055 |
1,328,743 |
1,578,076 |
+11,591 |
Mar13 |
120918 |
131~115 |
131~115 |
131~060 |
131~115 |
+0~055 |
|
|
|
Total Volume and Open Interest |
1,335,574 |
1,588,474 |
+8,748 |
5-Year T-Notes(CBOT) |
Sep12 |
120918 |
124~053 |
124~078 |
124~053 |
124~065 |
+0~009 |
6,821 |
23,991 |
-3,549 |
Dec12 |
120918 |
124~010 |
124~040 |
124~006 |
124~022 |
+0~009 |
773,716 |
1,263,832 |
+41,653 |
Mar13 |
120918 |
124~000 |
124~000 |
123~119 |
124~000 |
+0~009 |
0 |
23 |
+0 |
Total Volume and Open Interest |
780,537 |
1,287,846 |
+38,104 |
2 Year T-Notes(CBOT) |
Sep12 |
120918 |
110~029 |
110~030 |
110~028 |
110~028 |
unch |
1,551 |
18,706 |
-1,322 |
Dec12 |
120918 |
110~029 |
110~031 |
110~027 |
110~028 |
-0~001 |
194,498 |
932,766 |
+8,489 |
Mar13 |
120918 |
110~022 |
110~022 |
110~022 |
110~022 |
unch |
|
|
|
Total Volume and Open Interest |
196,049 |
951,472 |
+7,167 |
Eurodollars(CME) |
Dec12 |
120918 |
99.675 |
99.680 |
99.660 |
99.665 |
-0.015 |
171,248 |
934,781 |
+14,098 |
Mar13 |
120918 |
99.670 |
99.670 |
99.650 |
99.655 |
-0.020 |
210,903 |
835,211 |
+32,680 |
Jun13 |
120918 |
99.655 |
99.655 |
99.635 |
99.640 |
-0.020 |
171,291 |
695,837 |
+17,472 |
Sep13 |
120918 |
99.640 |
99.645 |
99.620 |
99.630 |
-0.015 |
265,015 |
662,453 |
-58,307 |
Dec13 |
120918 |
99.615 |
99.620 |
99.595 |
99.605 |
-0.010 |
284,759 |
681,712 |
+23,368 |
Mar14 |
120918 |
99.580 |
99.590 |
99.570 |
99.580 |
-0.005 |
229,175 |
606,980 |
+17,838 |
Jun14 |
120918 |
99.530 |
99.550 |
99.525 |
99.535 |
unch |
223,685 |
471,275 |
+27,032 |
Sep14 |
120918 |
99.470 |
99.500 |
99.465 |
99.485 |
+0.010 |
216,507 |
407,775 |
-16,825 |
Dec14 |
120918 |
99.395 |
99.435 |
99.395 |
99.420 |
+0.015 |
154,506 |
394,037 |
-9,189 |
Mar15 |
120918 |
99.325 |
99.375 |
99.325 |
99.360 |
+0.020 |
121,459 |
406,340 |
-1,326 |
Jun15 |
120918 |
0.926 |
0.981 |
0.926 |
0.966 |
+0.025 |
144,322 |
481,278 |
+12,990 |
Sep15 |
120918 |
0.806 |
0.866 |
0.801 |
0.851 |
+0.030 |
190,474 |
303,599 |
-13,809 |
Dec15 |
120918 |
0.656 |
0.716 |
0.651 |
0.701 |
+0.035 |
115,034 |
241,151 |
+6,822 |
Mar16 |
120918 |
0.501 |
0.566 |
0.501 |
0.551 |
+0.035 |
75,120 |
169,819 |
+7,161 |
Jun16 |
120918 |
0.331 |
0.401 |
0.331 |
0.381 |
+0.030 |
61,650 |
130,698 |
+3,159 |
Sep16 |
120918 |
0.161 |
0.226 |
0.161 |
0.206 |
+0.030 |
61,171 |
104,272 |
-1,434 |
Dec16 |
120918 |
6.525 |
0.046 |
6.525 |
0.021 |
-6.524 |
33,920 |
94,982 |
-1,632 |
Mar17 |
120918 |
6.360 |
6.435 |
6.360 |
6.410 |
+0.030 |
24,941 |
73,605 |
-332 |
Total Volume and Open Interest |
2,946,408 |
8,577,332 |
+40,638 |
30 Day Federal Funds(CBOT) |
Sep12 |
120918 |
99.853 |
99.855 |
99.850 |
99.855 |
unch |
1,597 |
65,442 |
+129 |
Oct12 |
120918 |
99.865 |
99.865 |
99.855 |
99.860 |
-0.005 |
7,833 |
62,734 |
+781 |
Nov12 |
120918 |
99.865 |
99.870 |
99.855 |
99.865 |
-0.005 |
3,846 |
51,958 |
+1,354 |
Dec12 |
120918 |
99.865 |
99.870 |
99.865 |
99.870 |
unch |
2,992 |
30,919 |
+615 |
Jan13 |
120918 |
99.870 |
99.875 |
99.865 |
99.870 |
-0.005 |
1,144 |
19,765 |
+1 |
Feb13 |
120918 |
99.870 |
99.875 |
99.865 |
99.870 |
-0.005 |
2,213 |
20,584 |
-768 |
Total Volume and Open Interest |
25,412 |
430,021 |
+1,491 |
30 Day Fed Funds(e-CBOT) |
3-Mth Euro-Yen(CME) |
Dec12 |
120918 |
99.680 |
99.680 |
99.680 |
99.680 |
unch |
|
|
|
Mar13 |
120918 |
99.695 |
99.695 |
99.695 |
99.695 |
unch |
|
|
|
Jun13 |
120918 |
99.710 |
99.710 |
99.710 |
99.710 |
unch |
|
|
|
Sep13 |
120918 |
99.720 |
99.720 |
99.720 |
99.720 |
unch |
|
|
|
Dec13 |
120918 |
99.730 |
99.730 |
99.730 |
99.730 |
unch |
|
|
|
Mar14 |
120918 |
99.730 |
99.730 |
99.730 |
99.730 |
unch |
|
|
|
Jun14 |
120918 |
99.590 |
99.590 |
99.590 |
99.590 |
unch |
|
|
|
Sep14 |
120918 |
99.450 |
99.450 |
99.450 |
99.450 |
unch |
|
|
|
Dec14 |
120918 |
99.675 |
99.675 |
99.675 |
99.675 |
unch |
|
|
|
Mar15 |
120918 |
99.535 |
99.535 |
99.535 |
99.535 |
unch |
|
|
|
Total Volume and Open Interest |
|
|
|
3-Mth Euro-Yen(SGX) |
Dec12 |
120918 |
99.69 |
99.69 |
99.68 |
99.68 |
unch |
1,000 |
1,013 |
+344 |
Mar13 |
120918 |
99.69 |
99.69 |
99.69 |
99.69 |
unch |
0 |
183 |
+0 |
Jun13 |
120918 |
99.71 |
99.71 |
99.71 |
99.71 |
unch |
0 |
201 |
+0 |
Sep13 |
120918 |
99.72 |
99.72 |
99.72 |
99.72 |
unch |
0 |
305 |
+0 |
Dec13 |
120918 |
99.73 |
99.73 |
99.73 |
99.73 |
unch |
0 |
384 |
+0 |
Mar14 |
120918 |
99.73 |
99.73 |
99.73 |
99.73 |
unch |
0 |
344 |
+0 |
Jun14 |
120918 |
99.59 |
99.59 |
99.59 |
99.59 |
unch |
|
|
|
Sep14 |
120918 |
99.45 |
99.45 |
99.45 |
99.45 |
unch |
|
|
|
Total Volume and Open Interest |
1,000 |
2,434 |
-1,947 |
Japanese Gov't Bonds(SGX) |
Dec12 |
120918 |
143.48 |
143.69 |
143.41 |
143.54 |
-0.26 |
3,582 |
18,403 |
+270 |
Mar13 |
120918 |
141.80 |
141.80 |
141.80 |
141.80 |
+0.09 |
|
|
|
Jun13 |
120918 |
139.71 |
139.71 |
139.71 |
139.71 |
+0.09 |
|
|
|
Total Volume and Open Interest |
3,582 |
18,403 |
+270 |
Euro-Bund(EUREX) |
Dec12 |
120918 |
139.23 |
139.67 |
139.01 |
139.46 |
+0.46 |
974,904 |
814,455 |
+21,483 |
Mar13 |
120918 |
140.60 |
141.00 |
140.37 |
140.84 |
+0.52 |
589 |
62,237 |
-50 |
Jun13 |
120918 |
140.86 |
140.86 |
140.86 |
140.86 |
+0.46 |
183 |
0 |
+0 |
Total Volume and Open Interest |
975,676 |
876,692 |
+21,433 |
Euro-Bobl(EUREX) |
Dec12 |
120918 |
124.76 |
124.95 |
124.68 |
124.82 |
+0.13 |
590,457 |
710,594 |
+18,163 |
Mar13 |
120918 |
125.36 |
125.36 |
125.28 |
125.28 |
+0.13 |
856 |
10,419 |
+506 |
Jun13 |
120918 |
125.28 |
125.28 |
125.28 |
125.28 |
+0.13 |
|
|
|
Total Volume and Open Interest |
591,313 |
721,013 |
+18,669 |
3-Mth Euribor(EUREX) |
Sep12 |
120917 |
99.753 |
99.753 |
99.753 |
99.753 |
-0.002 |
220 |
2,886 |
+164 |
Dec12 |
120918 |
99.785 |
99.785 |
99.785 |
99.785 |
+0.005 |
3 |
1,458 |
-3 |
Mar13 |
120918 |
99.770 |
99.770 |
99.770 |
99.770 |
+0.015 |
0 |
1,063 |
+0 |
Total Volume and Open Interest |
37 |
7,244 |
-17 |
Long Gilt(LIFFE) |
Sep12 |
120918 |
119~22 |
119~28 |
119~20 |
119~28 |
+0~13 |
101 |
1,262 |
-2,161 |
Dec12 |
120918 |
118~18 |
118~27 |
118~10 |
118~25 |
+0~13 |
112,803 |
329,192 |
-7,957 |
Total Volume and Open Interest |
112,904 |
330,454 |
-10,118 |
3-Mth Short Sterling(LIFFE) |
Sep12 |
120918 |
99.35 |
99.36 |
99.35 |
99.35 |
unch |
7,217 |
283,188 |
-2,357 |
Dec12 |
120918 |
99.42 |
99.43 |
99.40 |
99.41 |
unch |
43,843 |
387,439 |
-407 |
Mar13 |
120918 |
99.42 |
99.43 |
99.40 |
99.42 |
+0.01 |
41,335 |
336,037 |
-3,176 |
Jun13 |
120918 |
99.40 |
99.42 |
99.38 |
99.41 |
+0.02 |
46,495 |
294,527 |
-5,445 |
Sep13 |
120918 |
99.37 |
99.40 |
99.36 |
99.39 |
+0.03 |
28,575 |
301,971 |
-10,146 |
Dec13 |
120918 |
99.33 |
99.36 |
99.32 |
99.35 |
+0.03 |
34,552 |
269,280 |
-741 |
Total Volume and Open Interest |
300,991 |
2,753,170 |
-23,817 |
3-Mth Euribor(LIFFE) |
Dec12 |
120918 |
99.785 |
99.790 |
99.775 |
99.785 |
+0.005 |
120,086 |
518,595 |
+1,986 |
Mar13 |
120918 |
99.760 |
99.780 |
99.755 |
99.770 |
+0.015 |
82,186 |
462,296 |
+6,067 |
Jun13 |
120918 |
99.730 |
99.755 |
99.725 |
99.745 |
+0.020 |
79,346 |
413,035 |
+14,033 |
Total Volume and Open Interest |
733,164 |
3,927,954 |
+76,632 |
3-Mth Aus T-Bills(SFE) |
Sep12 |
120913 |
96.43 |
96.60 |
96.43 |
96.44 |
unch |
18,564 |
34,248 |
-23,705 |
Dec12 |
120918 |
96.68 |
96.78 |
96.67 |
96.77 |
+0.10 |
26,016 |
166,562 |
-3,090 |
Mar13 |
120918 |
96.87 |
96.99 |
96.86 |
96.98 |
+0.12 |
28,020 |
144,283 |
+1,517 |
Jun13 |
120918 |
96.95 |
97.07 |
96.94 |
97.07 |
+0.13 |
16,810 |
109,927 |
-1,831 |
Sep13 |
120918 |
96.92 |
97.04 |
96.90 |
97.04 |
+0.14 |
7,471 |
66,091 |
-1,053 |
Dec13 |
120918 |
96.83 |
96.96 |
96.83 |
96.96 |
+0.13 |
3,351 |
54,362 |
-1,389 |
Mar14 |
120918 |
96.75 |
96.88 |
96.75 |
96.88 |
+0.12 |
2,115 |
33,030 |
-459 |
Jun14 |
120918 |
96.68 |
96.81 |
96.68 |
96.81 |
+0.13 |
1,353 |
15,371 |
-315 |
Sep14 |
120918 |
96.67 |
96.73 |
96.67 |
96.73 |
+0.13 |
486 |
5,647 |
-230 |
Dec14 |
120918 |
96.66 |
96.66 |
96.66 |
96.66 |
+0.13 |
0 |
990 |
-117 |
Total Volume and Open Interest |
85,705 |
596,636 |
-7,207 |
10-Year Aus T-Bonds(SFE) |
Dec12 |
120918 |
96.69 |
96.78 |
96.66 |
96.77 |
+0.10 |
89,368 |
355,984 |
+7,948 |
Mar13 |
120918 |
96.92 |
96.92 |
96.92 |
96.92 |
|
|
|
|
3-Year Aus T-Bonds(SFE) |
Dec12 |
120918 |
97.28 |
97.40 |
97.26 |
97.40 |
+0.13 |
175,776 |
454,138 |
+40,210 |
Mar13 |
120918 |
97.52 |
97.52 |
97.52 |
97.52 |
|
|
|
|
Gold(CMX) |
Oct12 |
120918 |
1761.8 |
1773.4 |
1751.2 |
1768.7 |
+0.7 |
5,774 |
23,095 |
-414 |
Dec12 |
120918 |
1764.2 |
1775.9 |
1753.2 |
1771.2 |
+0.6 |
195,524 |
326,555 |
+4,767 |
Feb13 |
120918 |
1767.1 |
1777.7 |
1756.0 |
1773.5 |
+0.5 |
3,831 |
25,993 |
+514 |
Apr13 |
120918 |
1762.0 |
1778.0 |
1761.3 |
1775.7 |
+0.6 |
2,021 |
16,389 |
+1,157 |
Jun13 |
120918 |
1771.2 |
1780.8 |
1764.4 |
1777.8 |
+0.6 |
175 |
21,764 |
+16 |
Aug13 |
120918 |
1773.1 |
1779.8 |
1772.8 |
1779.8 |
+0.6 |
58 |
5,656 |
-2 |
Oct13 |
120918 |
1780.2 |
1781.7 |
1780.2 |
1781.7 |
+0.6 |
119 |
2,673 |
+100 |
Dec13 |
120918 |
1777.5 |
1786.4 |
1770.0 |
1784.0 |
+0.6 |
245 |
11,400 |
+3 |
Feb14 |
120918 |
1780.0 |
1786.4 |
1780.0 |
1786.4 |
+0.6 |
11 |
2,527 |
+1 |
Apr14 |
120918 |
1788.7 |
1788.7 |
1788.7 |
1788.7 |
+0.6 |
0 |
3,610 |
+0 |
Jun14 |
120918 |
1791.2 |
1791.2 |
1791.2 |
1791.2 |
+0.6 |
77 |
9,373 |
+25 |
Total Volume and Open Interest |
208,470 |
476,153 |
+6,278 |
Silver(CMX) |
Sep12 |
120918 |
3403.0 |
3484.5 |
3400.0 |
3464.4 |
+34.6 |
225 |
517 |
+178 |
Dec12 |
120918 |
3434.0 |
3510.0 |
3401.5 |
3471.8 |
+35.1 |
52,960 |
80,094 |
-302 |
Mar13 |
120918 |
3438.0 |
3510.0 |
3424.5 |
3479.7 |
+35.1 |
1,659 |
8,708 |
+769 |
May13 |
120918 |
3420.0 |
3501.5 |
3420.0 |
3483.7 |
+35.1 |
296 |
3,609 |
-27 |
Jul13 |
120918 |
3425.5 |
3486.7 |
3425.5 |
3486.7 |
+35.1 |
214 |
5,223 |
+101 |
Sep13 |
120918 |
3428.0 |
3492.5 |
3428.0 |
3489.6 |
+35.1 |
81 |
2,309 |
+62 |
Dec13 |
120918 |
3438.5 |
3511.5 |
3438.5 |
3493.5 |
+35.1 |
376 |
13,513 |
+38 |
Total Volume and Open Interest |
56,292 |
124,366 |
+964 |
Platinum(NYMEX) |
Oct12 |
120918 |
1671.4 |
1677.6 |
1619.0 |
1636.3 |
-36.3 |
17,255 |
40,448 |
-489 |
Jan13 |
120918 |
1669.0 |
1680.6 |
1623.3 |
1640.2 |
-36.3 |
2,054 |
17,094 |
+510 |
Apr13 |
120918 |
1661.7 |
1677.6 |
1633.3 |
1642.9 |
-36.3 |
262 |
1,027 |
-67 |
Jul13 |
120918 |
1644.9 |
1644.9 |
1644.9 |
1644.9 |
-36.3 |
1 |
0 |
-1 |
Total Volume and Open Interest |
19,575 |
58,573 |
-46 |
Palladium(NYMEX) |
Sep12 |
120918 |
666.85 |
666.85 |
666.85 |
666.85 |
-21.75 |
19 |
31 |
+3 |
Dec12 |
120918 |
677.25 |
686.95 |
663.20 |
667.35 |
-21.75 |
6,491 |
19,590 |
+519 |
Mar13 |
120918 |
679.50 |
685.50 |
666.10 |
668.35 |
-21.75 |
285 |
607 |
-108 |
Total Volume and Open Interest |
6,795 |
20,240 |
+414 |
Copper(CMX) |
Sep12 |
120918 |
377.90 |
380.80 |
376.50 |
380.25 |
-0.75 |
462 |
2,656 |
-58 |
Dec12 |
120918 |
376.55 |
379.75 |
374.45 |
378.70 |
-0.50 |
56,484 |
96,247 |
-1,955 |
Mar13 |
120918 |
377.15 |
380.60 |
375.75 |
379.55 |
-0.55 |
3,273 |
24,204 |
+826 |
May13 |
120918 |
379.90 |
379.90 |
379.70 |
379.90 |
-0.55 |
352 |
4,932 |
+36 |
Jul13 |
120918 |
380.20 |
380.40 |
380.10 |
380.10 |
-0.45 |
46 |
4,428 |
-3 |
Total Volume and Open Interest |
61,607 |
148,691 |
-703 |
DJIA Index(CBOT) |
Sep12 |
120918 |
13556 |
13574 |
13511 |
13570 |
+29 |
3,513 |
12,123 |
-544 |
Dec12 |
120918 |
13480 |
13500 |
13434 |
13499 |
+29 |
2,680 |
3,942 |
+2,575 |
Mar13 |
120918 |
13434 |
13434 |
13405 |
13434 |
+29 |
0 |
5 |
+0 |
Jun13 |
120918 |
13358 |
13358 |
13329 |
13358 |
+29 |
|
|
|
Total Volume and Open Interest |
6,193 |
16,070 |
+2,031 |
E-mini DJIA Index(CBOT) |
Sep12 |
120918 |
13536 |
13583 |
13501 |
13570 |
+29 |
76,027 |
72,570 |
-23,501 |
Dec12 |
120918 |
13474 |
13511 |
13428 |
13499 |
+29 |
134,176 |
57,499 |
+29,673 |
Mar13 |
120918 |
13422 |
13434 |
13422 |
13434 |
+29 |
147 |
135 |
+116 |
Jun13 |
120918 |
13358 |
13358 |
13358 |
13358 |
+29 |
1 |
39 |
+0 |
Total Volume and Open Interest |
210,351 |
130,243 |
+6,288 |
S & P 500(CME) |
Sep12 |
120918 |
1458.50 |
1461.50 |
1456.50 |
1459.30 |
-1.40 |
41,940 |
127,990 |
-34,615 |
Dec12 |
120918 |
1454.00 |
1456.20 |
1449.10 |
1452.90 |
-1.10 |
39,064 |
98,927 |
+22,091 |
Mar13 |
120918 |
1446.00 |
1446.00 |
1444.10 |
1446.00 |
-1.10 |
1 |
1,575 |
+0 |
Jun13 |
120918 |
1438.90 |
1438.90 |
1437.00 |
1438.90 |
-1.10 |
0 |
456 |
+0 |
Total Volume and Open Interest |
81,005 |
228,948 |
-12,524 |
S & P 500 E-Mini(Globex) |
Sep12 |
120918 |
1460.50 |
1463.25 |
1455.75 |
1459.25 |
-1.50 |
1,291,449 |
1,766,092 |
-451,947 |
Dec12 |
120918 |
1454.00 |
1456.25 |
1449.00 |
1453.00 |
-1.00 |
2,463,875 |
1,669,150 |
+509,832 |
Total Volume and Open Interest |
3,755,516 |
3,441,380 |
+57,831 |
NASDAQ 100(CME) |
Sep12 |
120918 |
2851.00 |
2859.00 |
2848.00 |
2855.50 |
+3.50 |
1,199 |
22,908 |
+31 |
Dec12 |
120918 |
2847.50 |
2854.00 |
2839.00 |
2850.00 |
+3.70 |
1,083 |
3,439 |
+646 |
Mar13 |
120918 |
2844.50 |
2844.50 |
2840.80 |
2844.50 |
+3.70 |
|
|
|
Total Volume and Open Interest |
2,282 |
26,347 |
+677 |
NASDAQ 100 E-Mini(Globex) |
Sep12 |
120918 |
2852.80 |
2859.80 |
2843.80 |
2855.50 |
+3.50 |
179,812 |
301,475 |
-60,284 |
Dec12 |
120918 |
2846.80 |
2854.30 |
2838.30 |
2850.00 |
+3.70 |
315,187 |
231,024 |
+94,366 |
Total Volume and Open Interest |
494,999 |
532,511 |
+34,082 |
S & P Midcap 400(CME) |
Sep12 |
120918 |
1010.70 |
1016.00 |
1010.70 |
1010.70 |
-5.30 |
7 |
4,026 |
-2 |
Dec12 |
120918 |
1012.00 |
1012.00 |
1005.00 |
1007.80 |
-5.30 |
8 |
60 |
-1 |
Mar13 |
120918 |
1005.80 |
1011.10 |
1005.80 |
1005.80 |
-5.30 |
|
|
|
Total Volume and Open Interest |
15 |
4,086 |
-3 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Dec12 |
120918 |
9155 |
9220 |
9045 |
9125 |
-35 |
8,266 |
23,100 |
+1,355 |
Mar13 |
120918 |
9125 |
9125 |
9125 |
9125 |
-35 |
|
|
|
Total Volume and Open Interest |
8,266 |
23,100 |
-10,495 |
Nikkei 225(SGX) |
Dec12 |
120918 |
9170 |
9200 |
9050 |
9065 |
-15 |
95,498 |
190,729 |
+11,448 |
Mar13 |
120918 |
9055 |
9055 |
9055 |
9055 |
-10 |
0 |
410 |
+0 |
Jun13 |
120918 |
8975 |
8975 |
8975 |
8975 |
-10 |
0 |
1,205 |
+0 |
Total Volume and Open Interest |
205,447 |
401,582 |
-1,952 |
CAC 40(EURONEXT) |
Sep12 |
120918 |
3549.0 |
3549.0 |
3500.5 |
3514.0 |
-40.5 |
141,457 |
337,507 |
+14,198 |
Oct12 |
120918 |
3537.0 |
3543.5 |
3488.0 |
3502.0 |
-40.0 |
59,778 |
40,660 |
+19,639 |
Nov12 |
120918 |
3500.5 |
3500.5 |
3500.5 |
3500.5 |
-39.5 |
0 |
3 |
+3 |
Total Volume and Open Interest |
206,562 |
389,729 |
+37,881 |
Hang Seng Index(HKFE) |
Sep12 |
120918 |
20684 |
20750 |
20605 |
20633 |
-81 |
79,585 |
94,895 |
+1,839 |
Oct12 |
120918 |
20651 |
20725 |
20584 |
20611 |
-80 |
1,877 |
4,210 |
+1,059 |
Total Volume and Open Interest |
82,117 |
106,404 |
+2,940 |
DAX(EUREX) |
Sep12 |
120918 |
7387.0 |
7389.5 |
7305.0 |
7369.0 |
-29.5 |
144,299 |
139,764 |
-2,359 |
Dec12 |
120918 |
7389.5 |
7393.5 |
7309.5 |
7373.0 |
-29.5 |
20,497 |
55,183 |
+6,467 |
Mar13 |
120918 |
7396.5 |
7396.5 |
7313.0 |
7375.5 |
-29.5 |
2,218 |
1,947 |
-4 |
Total Volume and Open Interest |
167,014 |
196,894 |
+4,104 |
FT-SE 100(EURONEXT) |
Sep12 |
120918 |
5872.00 |
5890.00 |
5837.50 |
5884.00 |
-1.50 |
193,318 |
580,395 |
-8,289 |
Dec12 |
120918 |
5844.50 |
5860.50 |
5810.00 |
5856.00 |
-2.00 |
137,852 |
122,241 |
+63,186 |
Mar13 |
120918 |
5814.00 |
5814.00 |
5814.00 |
5814.00 |
-1.50 |
0 |
224 |
+0 |
Total Volume and Open Interest |
331,170 |
702,860 |
+54,897 |
SPI 200(SFE) |
Sep12 |
120918 |
4398.0 |
4412.0 |
4383.0 |
4389.0 |
-9.0 |
94,606 |
269,613 |
-22,656 |
Dec12 |
120918 |
4403.0 |
4418.0 |
4390.0 |
4396.0 |
-8.0 |
72,963 |
86,647 |
+59,500 |
Mar13 |
120918 |
4362.0 |
4362.0 |
4362.0 |
4362.0 |
-9.0 |
270 |
1,570 |
+85 |
Total Volume and Open Interest |
168,697 |
361,658 |
+37,697 |
GSCI(CME) |
Oct12 |
120918 |
675.00 |
677.50 |
670.00 |
670.00 |
-6.80 |
2,671 |
9,565 |
+2,378 |
Nov12 |
120918 |
670.50 |
678.00 |
670.50 |
670.50 |
-7.00 |
|
|
|
Dec12 |
120918 |
672.80 |
672.80 |
672.80 |
672.80 |
|
|
|
|
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. |
|
|