|
MRCI's End of Day Prices |
Daily Futures Price Listing Wed September 19, 2012 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Nov12 |
120919 |
1643.00 |
1675.75 |
1643.00 |
1669.50 |
+29.50 |
167,468 |
350,076 |
-2,682 |
Jan13 |
120919 |
1641.75 |
1674.00 |
1641.25 |
1669.25 |
+30.00 |
44,218 |
100,290 |
-390 |
Mar13 |
120919 |
1600.50 |
1629.25 |
1599.75 |
1627.00 |
+27.25 |
25,130 |
94,128 |
+568 |
May13 |
120919 |
1537.75 |
1560.00 |
1536.00 |
1558.00 |
+22.00 |
16,858 |
87,115 |
+446 |
Jul13 |
120919 |
1516.75 |
1536.00 |
1516.75 |
1533.75 |
+21.50 |
16,368 |
65,941 |
-122 |
Aug13 |
120919 |
1491.75 |
1505.75 |
1481.50 |
1504.50 |
+23.00 |
456 |
1,024 |
+171 |
Sep13 |
120919 |
1419.25 |
1437.00 |
1412.50 |
1436.00 |
+23.50 |
647 |
1,032 |
+156 |
Nov13 |
120919 |
1345.00 |
1370.75 |
1345.00 |
1366.00 |
+20.75 |
5,600 |
32,229 |
+160 |
Jan14 |
120919 |
1365.00 |
1372.50 |
1348.50 |
1370.25 |
+21.75 |
6 |
283 |
+0 |
Mar14 |
120919 |
1368.50 |
1368.50 |
1345.75 |
1368.50 |
+22.75 |
0 |
62 |
+0 |
May14 |
120919 |
1357.50 |
1368.75 |
1346.00 |
1368.75 |
+22.75 |
10 |
87 |
+5 |
Jul14 |
120919 |
1370.50 |
1370.50 |
1347.75 |
1370.50 |
+22.75 |
17 |
52 |
+7 |
Aug14 |
120919 |
1365.25 |
1365.25 |
1342.50 |
1365.25 |
+22.75 |
|
|
|
Sep14 |
120919 |
1355.50 |
1355.50 |
1332.75 |
1355.50 |
+22.75 |
|
|
|
Total Volume and Open Interest |
276,836 |
734,073 |
-1,673 |
Soybean Meal(CBOT) |
Oct12 |
120919 |
492.50 |
504.00 |
491.80 |
499.70 |
+8.30 |
22,148 |
31,339 |
-2,701 |
Dec12 |
120919 |
493.00 |
505.00 |
492.90 |
500.30 |
+8.30 |
52,731 |
117,485 |
-1,431 |
Jan13 |
120919 |
489.60 |
501.30 |
489.00 |
496.40 |
+7.40 |
6,294 |
21,328 |
+1,117 |
Mar13 |
120919 |
472.60 |
481.70 |
472.60 |
478.90 |
+7.00 |
5,293 |
18,875 |
+553 |
May13 |
120919 |
445.70 |
452.10 |
444.90 |
448.40 |
+5.10 |
5,483 |
24,547 |
+767 |
Jul13 |
120919 |
435.50 |
442.80 |
433.80 |
438.90 |
+5.10 |
4,988 |
17,442 |
+387 |
Aug13 |
120919 |
429.50 |
431.60 |
422.20 |
427.80 |
+5.60 |
379 |
1,256 |
+127 |
Sep13 |
120919 |
410.10 |
414.00 |
404.10 |
408.30 |
+4.20 |
218 |
1,197 |
+91 |
Oct13 |
120919 |
388.80 |
390.10 |
382.20 |
388.00 |
+5.80 |
48 |
2,709 |
+18 |
Dec13 |
120919 |
387.90 |
388.30 |
378.80 |
386.00 |
+7.20 |
784 |
6,461 |
-81 |
Total Volume and Open Interest |
98,403 |
243,511 |
-1,116 |
Soybean Oil(CBOT) |
Oct12 |
120919 |
54.91 |
55.89 |
54.84 |
55.83 |
+0.92 |
18,799 |
34,562 |
+821 |
Dec12 |
120919 |
55.33 |
56.30 |
55.23 |
56.25 |
+0.92 |
84,640 |
171,357 |
-5,481 |
Jan13 |
120919 |
55.53 |
56.57 |
55.53 |
56.52 |
+0.92 |
9,766 |
35,224 |
+1,052 |
Mar13 |
120919 |
55.93 |
56.90 |
55.87 |
56.85 |
+0.91 |
6,571 |
30,004 |
+489 |
May13 |
120919 |
55.87 |
56.78 |
55.83 |
56.78 |
+0.89 |
3,574 |
17,398 |
+44 |
Jul13 |
120919 |
55.89 |
56.61 |
55.75 |
56.56 |
+0.80 |
2,779 |
15,235 |
+193 |
Aug13 |
120919 |
55.48 |
56.11 |
55.42 |
56.11 |
+0.69 |
204 |
2,074 |
+7 |
Sep13 |
120919 |
54.72 |
55.11 |
54.38 |
55.11 |
+0.73 |
327 |
1,821 |
+6 |
Oct13 |
120919 |
52.80 |
53.28 |
52.43 |
53.21 |
+0.77 |
234 |
2,927 |
+44 |
Dec13 |
120919 |
51.97 |
52.97 |
51.97 |
52.91 |
+0.87 |
710 |
7,509 |
-122 |
Total Volume and Open Interest |
127,608 |
318,895 |
-2,947 |
Canola(WCE) |
Nov12 |
120919 |
627.5 |
636.7 |
626.9 |
634.6 |
+8.2 |
14,432 |
127,300 |
-6,098 |
Jan13 |
120919 |
634.6 |
639.8 |
634.6 |
638.2 |
+8.0 |
5,846 |
67,410 |
+2,600 |
Mar13 |
120919 |
640.0 |
640.4 |
635.7 |
638.3 |
+6.9 |
245 |
19,780 |
+174 |
May13 |
120919 |
628.4 |
628.4 |
623.9 |
626.5 |
+6.8 |
90 |
19,728 |
-1 |
Jul13 |
120919 |
616.7 |
619.1 |
614.5 |
617.8 |
+7.1 |
94 |
4,068 |
+12 |
Total Volume and Open Interest |
20,780 |
242,706 |
-3,269 |
Corn(CBOT) |
Dec12 |
120919 |
740.25 |
759.25 |
739.50 |
756.50 |
+16.50 |
160,250 |
666,825 |
-8,834 |
Mar13 |
120919 |
744.50 |
761.50 |
743.75 |
758.75 |
+14.75 |
28,406 |
213,473 |
+2,898 |
May13 |
120919 |
744.00 |
758.50 |
743.00 |
756.50 |
+13.00 |
13,254 |
68,648 |
+2,112 |
Jul13 |
120919 |
735.50 |
750.25 |
734.75 |
749.00 |
+13.50 |
11,426 |
107,684 |
-654 |
Sep13 |
120919 |
660.00 |
670.00 |
660.00 |
668.50 |
+8.50 |
2,146 |
17,897 |
+152 |
Dec13 |
120919 |
633.00 |
641.50 |
632.00 |
639.75 |
+7.25 |
7,612 |
94,822 |
+577 |
Mar14 |
120919 |
644.00 |
647.75 |
640.75 |
647.50 |
+6.75 |
89 |
1,788 |
+1 |
May14 |
120919 |
653.75 |
654.50 |
647.75 |
653.75 |
+6.00 |
42 |
522 |
+20 |
Jul14 |
120919 |
648.00 |
654.25 |
648.00 |
654.25 |
+6.25 |
25 |
1,060 |
+7 |
Sep14 |
120919 |
625.00 |
625.00 |
592.25 |
607.50 |
+15.25 |
0 |
75 |
+0 |
Total Volume and Open Interest |
223,640 |
1,178,796 |
-3,453 |
Wheat(CBOT) |
Dec12 |
120919 |
865.00 |
883.00 |
865.00 |
881.50 |
+18.00 |
70,757 |
258,439 |
-11,024 |
Mar13 |
120919 |
877.75 |
895.25 |
875.75 |
893.75 |
+18.00 |
12,472 |
80,778 |
+1,035 |
May13 |
120919 |
880.25 |
896.25 |
875.75 |
895.00 |
+19.25 |
3,163 |
21,098 |
+390 |
Jul13 |
120919 |
847.00 |
867.50 |
846.00 |
866.50 |
+20.50 |
3,464 |
57,733 |
+682 |
Sep13 |
120919 |
860.00 |
866.00 |
845.75 |
866.00 |
+20.25 |
292 |
2,239 |
+109 |
Dec13 |
120919 |
855.00 |
874.75 |
854.00 |
873.75 |
+19.75 |
984 |
34,004 |
+220 |
Total Volume and Open Interest |
91,156 |
457,356 |
-8,589 |
Wheat(KCBT) |
Dec12 |
120919 |
890.00 |
910.50 |
890.00 |
910.00 |
+21.00 |
10,100 |
102,709 |
-306 |
Mar13 |
120919 |
901.75 |
921.50 |
901.75 |
921.50 |
+20.50 |
1,967 |
26,282 |
-21 |
May13 |
120919 |
910.00 |
922.00 |
910.00 |
922.00 |
+20.50 |
165 |
9,602 |
-13 |
Jul13 |
120919 |
876.50 |
895.50 |
876.50 |
894.25 |
+19.25 |
517 |
15,242 |
+11 |
Sep13 |
120919 |
889.50 |
895.50 |
886.50 |
895.25 |
+21.25 |
89 |
1,121 |
+26 |
Dec13 |
120919 |
888.50 |
901.25 |
888.50 |
901.25 |
+21.25 |
41 |
903 |
+21 |
Total Volume and Open Interest |
12,882 |
156,084 |
-285 |
Wheat(MGE) |
Sep12 |
120914 |
946.25 |
971.75 |
946.25 |
971.75 |
+32.25 |
9 |
20 |
+0 |
Dec12 |
120919 |
924.00 |
945.00 |
924.00 |
942.00 |
+17.50 |
2,910 |
25,499 |
-340 |
Mar13 |
120919 |
935.00 |
952.75 |
935.00 |
951.25 |
+18.50 |
596 |
7,832 |
-56 |
May13 |
120919 |
950.25 |
958.75 |
945.00 |
957.50 |
+17.75 |
197 |
2,612 |
+61 |
Jul13 |
120919 |
949.75 |
957.00 |
947.00 |
955.00 |
+15.75 |
176 |
1,637 |
+39 |
Total Volume and Open Interest |
3,945 |
40,604 |
-285 |
Oats(CBOT) |
Dec12 |
120919 |
375.00 |
377.50 |
371.00 |
375.75 |
+1.75 |
492 |
10,093 |
-65 |
Mar13 |
120919 |
378.00 |
382.50 |
378.00 |
380.00 |
unch |
165 |
1,217 |
+88 |
May13 |
120919 |
380.00 |
381.25 |
380.00 |
380.00 |
-1.25 |
1 |
60 |
+0 |
Jul13 |
120919 |
378.25 |
379.50 |
378.25 |
378.25 |
-1.25 |
0 |
9 |
+0 |
Total Volume and Open Interest |
658 |
11,391 |
+23 |
Rough Rice(CBOT) |
Sep12 |
120914 |
15.10 |
15.10 |
14.87 |
15.10 |
+0.23 |
46 |
48 |
+26 |
Nov12 |
120919 |
14.96 |
15.14 |
14.70 |
15.12 |
+0.18 |
356 |
12,404 |
+101 |
Jan13 |
120919 |
15.28 |
15.44 |
15.02 |
15.44 |
+0.18 |
55 |
1,516 |
+22 |
Mar13 |
120919 |
15.45 |
15.72 |
15.33 |
15.72 |
+0.18 |
18 |
162 |
+6 |
Total Volume and Open Interest |
429 |
14,117 |
+129 |
Live Cattle(CME) |
Oct12 |
120919 |
126.080 |
126.730 |
125.750 |
126.350 |
-0.050 |
28,521 |
62,195 |
-8,001 |
Dec12 |
120919 |
128.400 |
129.235 |
128.235 |
129.100 |
+0.220 |
27,490 |
121,472 |
-2,783 |
Feb13 |
120919 |
131.800 |
132.650 |
131.575 |
132.575 |
+0.325 |
8,415 |
49,261 |
+483 |
Apr13 |
120919 |
135.500 |
136.150 |
135.035 |
136.130 |
+0.395 |
4,693 |
39,097 |
+958 |
Jun13 |
120919 |
131.985 |
132.550 |
131.450 |
132.450 |
+0.415 |
1,872 |
16,164 |
+389 |
Aug13 |
120919 |
132.185 |
132.900 |
132.050 |
132.880 |
+0.480 |
131 |
6,005 |
+25 |
Total Volume and Open Interest |
71,167 |
296,259 |
-8,912 |
Feeder Cattle(CME) |
Sep12 |
120919 |
145.000 |
145.050 |
144.450 |
144.825 |
-0.460 |
772 |
3,185 |
-68 |
Oct12 |
120919 |
147.300 |
147.300 |
145.850 |
147.000 |
-0.380 |
2,443 |
10,423 |
-467 |
Nov12 |
120919 |
148.380 |
148.600 |
147.235 |
148.550 |
-0.275 |
1,263 |
9,054 |
+308 |
Jan13 |
120919 |
151.000 |
151.000 |
149.450 |
150.500 |
-0.450 |
391 |
5,586 |
+13 |
Mar13 |
120919 |
153.685 |
153.685 |
152.250 |
153.185 |
-0.565 |
148 |
2,436 |
+39 |
Apr13 |
120919 |
154.850 |
155.000 |
153.750 |
154.150 |
-0.550 |
23 |
884 |
+1 |
May13 |
120919 |
155.550 |
155.850 |
155.000 |
155.350 |
-0.550 |
33 |
1,212 |
+12 |
Total Volume and Open Interest |
5,096 |
32,920 |
-144 |
Lean Hogs(CME) |
Oct12 |
120919 |
73.850 |
75.080 |
73.500 |
74.750 |
+0.650 |
12,575 |
47,760 |
-3,431 |
Dec12 |
120919 |
73.680 |
74.930 |
73.250 |
74.725 |
+0.525 |
17,639 |
101,735 |
+2,343 |
Feb13 |
120919 |
79.535 |
80.725 |
79.080 |
80.700 |
+0.900 |
4,683 |
40,501 |
+738 |
Apr13 |
120919 |
85.550 |
86.550 |
84.950 |
86.330 |
+0.850 |
2,553 |
25,145 |
+162 |
May13 |
120919 |
94.100 |
95.000 |
94.100 |
95.000 |
+0.570 |
13 |
1,020 |
-3 |
Jun13 |
120919 |
96.450 |
97.400 |
96.300 |
97.180 |
+0.450 |
1,318 |
17,494 |
-458 |
Jul13 |
120919 |
96.400 |
97.200 |
96.300 |
97.200 |
+0.750 |
116 |
4,075 |
+19 |
Aug13 |
120919 |
96.200 |
96.900 |
96.100 |
96.900 |
+0.500 |
150 |
3,333 |
-33 |
Total Volume and Open Interest |
39,210 |
243,806 |
-604 |
Class III Milk(CME) |
Sep12 |
120919 |
18.86 |
18.93 |
18.84 |
18.86 |
unch |
98 |
4,653 |
-35 |
Oct12 |
120919 |
19.97 |
20.30 |
19.97 |
20.30 |
+0.33 |
208 |
5,047 |
-6 |
Nov12 |
120919 |
20.55 |
20.87 |
20.53 |
20.85 |
+0.29 |
149 |
4,125 |
+0 |
Dec12 |
120919 |
20.29 |
20.40 |
20.18 |
20.40 |
+0.15 |
41 |
3,630 |
+9 |
Jan13 |
120919 |
19.76 |
19.95 |
19.72 |
19.95 |
+0.20 |
10 |
1,524 |
+2 |
Total Volume and Open Interest |
610 |
25,856 |
+3 |
Cocoa(ICE) |
Dec12 |
120919 |
2558 |
2563 |
2523 |
2538 |
+6 |
16,070 |
103,842 |
-2,846 |
Mar13 |
120919 |
2568 |
2573 |
2535 |
2551 |
+6 |
4,140 |
43,728 |
-213 |
May13 |
120919 |
2580 |
2580 |
2546 |
2559 |
+5 |
1,021 |
20,975 |
+215 |
Jul13 |
120919 |
2585 |
2588 |
2558 |
2568 |
+5 |
99 |
13,050 |
-30 |
Sep13 |
120919 |
2583 |
2584 |
2574 |
2574 |
+3 |
20 |
5,310 |
+7 |
Dec13 |
120919 |
2590 |
2591 |
2581 |
2581 |
+2 |
9 |
6,626 |
+6 |
Mar14 |
120919 |
2593 |
2595 |
2573 |
2586 |
+2 |
0 |
7,379 |
+0 |
Total Volume and Open Interest |
21,359 |
204,267 |
-2,861 |
Coffee "C"(ICE) |
Sep12 |
120918 |
172.00 |
177.80 |
172.00 |
177.40 |
+2.35 |
22 |
53 |
-1 |
Dec12 |
120919 |
178.05 |
179.10 |
172.35 |
174.40 |
-3.10 |
17,921 |
84,605 |
-1,000 |
Mar13 |
120919 |
183.10 |
183.10 |
176.30 |
178.30 |
-3.10 |
5,793 |
32,788 |
+1,090 |
May13 |
120919 |
185.50 |
185.50 |
179.20 |
181.00 |
-3.05 |
639 |
10,312 |
+53 |
Jul13 |
120919 |
187.10 |
187.85 |
182.00 |
183.50 |
-3.10 |
294 |
5,871 |
+13 |
Sep13 |
120919 |
189.80 |
189.80 |
185.95 |
185.95 |
-3.15 |
139 |
2,395 |
+24 |
Total Volume and Open Interest |
24,979 |
138,633 |
+231 |
Orange Juice(ICE) |
Nov12 |
120919 |
125.95 |
128.00 |
125.10 |
126.60 |
+0.10 |
809 |
17,354 |
-46 |
Jan13 |
120919 |
124.10 |
126.00 |
124.10 |
124.95 |
+0.05 |
68 |
2,996 |
+33 |
Mar13 |
120919 |
127.00 |
127.10 |
126.15 |
126.15 |
+0.10 |
9 |
2,140 |
+6 |
May13 |
120919 |
128.30 |
128.75 |
127.35 |
127.75 |
+0.55 |
0 |
758 |
+0 |
Jul13 |
120919 |
129.30 |
129.70 |
129.30 |
129.70 |
+0.85 |
0 |
18 |
+0 |
Sep13 |
120919 |
130.60 |
130.60 |
130.60 |
130.60 |
+0.85 |
0 |
13 |
+0 |
Total Volume and Open Interest |
886 |
23,279 |
-7 |
Sugar #11(ICE) |
Oct12 |
120919 |
19.38 |
19.51 |
18.93 |
18.96 |
-0.48 |
55,889 |
127,440 |
-29,493 |
Mar13 |
120919 |
20.11 |
20.24 |
19.65 |
19.69 |
-0.46 |
42,730 |
316,336 |
+5,092 |
May13 |
120919 |
20.27 |
20.37 |
19.80 |
19.83 |
-0.44 |
9,872 |
71,142 |
+1,885 |
Jul13 |
120919 |
20.29 |
20.43 |
19.88 |
19.90 |
-0.42 |
10,202 |
88,763 |
+952 |
Oct13 |
120919 |
20.54 |
20.70 |
20.15 |
20.18 |
-0.40 |
9,657 |
50,434 |
+3,566 |
Mar14 |
120919 |
20.92 |
21.04 |
20.55 |
20.58 |
-0.38 |
1,054 |
28,586 |
+3 |
May14 |
120919 |
20.73 |
20.73 |
20.48 |
20.51 |
-0.31 |
548 |
9,107 |
+175 |
Jul14 |
120919 |
20.48 |
20.50 |
20.41 |
20.43 |
-0.23 |
158 |
5,971 |
-30 |
Total Volume and Open Interest |
130,372 |
709,744 |
-17,724 |
London Cocoa(LCE) |
Dec12 |
120919 |
1640 |
1649 |
1629 |
1642 |
+9 |
6,507 |
79,650 |
-290 |
Mar13 |
120919 |
1624 |
1632 |
1614 |
1623 |
+6 |
3,904 |
64,128 |
+78 |
May13 |
120919 |
1632 |
1637 |
1618 |
1628 |
+6 |
1,220 |
24,600 |
+303 |
Jul13 |
120919 |
1640 |
1641 |
1625 |
1633 |
+5 |
285 |
14,441 |
+111 |
Sep13 |
120919 |
1645 |
1646 |
1628 |
1638 |
+5 |
1,151 |
8,342 |
+8 |
Dec13 |
120919 |
1627 |
1629 |
1621 |
1629 |
+5 |
10 |
8,034 |
-41 |
Mar14 |
120919 |
1635 |
1636 |
1625 |
1630 |
+5 |
25 |
3,886 |
+0 |
Total Volume and Open Interest |
13,112 |
206,332 |
+169 |
London Sugar(LCE) |
Dec12 |
120919 |
563.00 |
564.70 |
551.00 |
552.00 |
-11.30 |
2,177 |
25,568 |
+24 |
Mar13 |
120919 |
554.00 |
556.00 |
542.90 |
544.90 |
-9.90 |
1,625 |
28,209 |
+480 |
May13 |
120919 |
556.30 |
557.70 |
546.60 |
547.30 |
-9.50 |
444 |
7,857 |
+97 |
Aug13 |
120919 |
555.00 |
555.30 |
546.20 |
546.80 |
-8.50 |
119 |
3,721 |
-31 |
Oct13 |
120919 |
553.60 |
553.60 |
545.70 |
546.70 |
-8.00 |
55 |
2,650 |
-22 |
Total Volume and Open Interest |
4,420 |
69,797 |
+948 |
Cotton(ICE) |
Oct12 |
120919 |
74.76 |
75.50 |
74.20 |
74.88 |
-0.10 |
65 |
140 |
-41 |
Dec12 |
120919 |
75.92 |
76.58 |
75.56 |
76.41 |
+0.39 |
14,582 |
121,059 |
-117 |
Mar13 |
120919 |
76.80 |
77.34 |
76.38 |
77.16 |
+0.35 |
1,629 |
42,549 |
+299 |
May13 |
120919 |
77.62 |
78.24 |
77.34 |
78.02 |
+0.32 |
296 |
6,931 |
-10 |
Jul13 |
120919 |
78.45 |
79.00 |
78.23 |
78.80 |
+0.23 |
213 |
8,150 |
+45 |
Oct13 |
120919 |
79.99 |
79.99 |
79.99 |
79.99 |
+0.23 |
1 |
4 |
+1 |
Total Volume and Open Interest |
16,922 |
182,900 |
+249 |
Lumber(CME) |
Nov12 |
120919 |
274.2 |
275.9 |
272.9 |
274.1 |
+1.0 |
221 |
5,923 |
-6 |
Jan13 |
120919 |
287.5 |
288.5 |
286.2 |
288.0 |
+1.5 |
61 |
1,700 |
+21 |
Mar13 |
120919 |
297.6 |
299.5 |
296.0 |
298.5 |
+2.0 |
13 |
499 |
-4 |
May13 |
120919 |
306.5 |
308.0 |
305.0 |
305.0 |
+0.5 |
0 |
33 |
+0 |
Total Volume and Open Interest |
295 |
8,156 |
+11 |
Crude Oil(NYM) |
Oct12 |
120919 |
95.49 |
96.17 |
91.25 |
91.98 |
-3.31 |
308,274 |
83,374 |
-34,465 |
Nov12 |
120919 |
95.83 |
96.50 |
91.55 |
92.30 |
-3.32 |
171,494 |
317,514 |
+9,078 |
Dec12 |
120919 |
96.12 |
96.77 |
91.84 |
92.59 |
-3.33 |
84,988 |
203,426 |
-2,397 |
Jan13 |
120919 |
96.31 |
97.05 |
92.16 |
92.91 |
-3.34 |
25,488 |
109,675 |
-2,602 |
Feb13 |
120919 |
97.08 |
97.24 |
92.47 |
93.21 |
-3.36 |
14,864 |
62,220 |
-915 |
Mar13 |
120919 |
96.99 |
97.58 |
92.73 |
93.42 |
-3.37 |
12,698 |
66,096 |
+56 |
Apr13 |
120919 |
97.40 |
97.40 |
92.87 |
93.56 |
-3.36 |
7,541 |
30,402 |
-172 |
May13 |
120919 |
97.20 |
97.20 |
93.45 |
93.58 |
-3.34 |
5,091 |
23,357 |
-298 |
Jun13 |
120919 |
97.36 |
97.47 |
92.73 |
93.47 |
-3.32 |
25,071 |
102,387 |
-398 |
Jul13 |
120919 |
94.90 |
94.90 |
92.66 |
93.23 |
-3.30 |
2,831 |
30,667 |
+271 |
Aug13 |
120919 |
95.47 |
95.47 |
92.69 |
92.93 |
-3.29 |
3,020 |
21,084 |
+208 |
Sep13 |
120919 |
94.53 |
94.53 |
92.05 |
92.63 |
-3.27 |
4,525 |
32,934 |
+1,625 |
Oct13 |
120919 |
92.35 |
92.35 |
92.35 |
92.35 |
-3.24 |
2,503 |
18,954 |
-295 |
Nov13 |
120919 |
92.12 |
92.12 |
92.12 |
92.12 |
-3.22 |
2,084 |
23,301 |
+145 |
Dec13 |
120919 |
95.35 |
95.85 |
91.16 |
91.91 |
-3.20 |
32,646 |
169,152 |
+1,961 |
Jan14 |
120919 |
91.58 |
91.58 |
91.58 |
91.58 |
-3.17 |
631 |
23,715 |
+36 |
Total Volume and Open Interest |
719,538 |
1,613,478 |
-27,684 |
e-miNY Crude Oil(NYM) |
Sep12 |
120820 |
96.375 |
96.550 |
95.025 |
95.975 |
-0.025 |
3,807 |
3,910 |
-441 |
Oct12 |
120919 |
95.525 |
96.150 |
91.250 |
91.975 |
-3.325 |
8,310 |
4,796 |
-10 |
Nov12 |
120919 |
95.850 |
96.475 |
91.575 |
92.300 |
-3.325 |
2,912 |
2,869 |
+160 |
Dec12 |
120919 |
96.225 |
96.700 |
91.925 |
92.600 |
-3.325 |
398 |
3,980 |
+70 |
Jan13 |
120919 |
96.850 |
96.900 |
92.325 |
92.900 |
-3.350 |
179 |
1,712 |
+51 |
Feb13 |
120919 |
93.200 |
93.200 |
93.200 |
93.200 |
-3.375 |
0 |
70 |
+0 |
Mar13 |
120919 |
93.800 |
93.800 |
93.425 |
93.425 |
-3.375 |
0 |
9 |
+0 |
Apr13 |
120919 |
93.550 |
93.550 |
93.550 |
93.550 |
-3.375 |
0 |
3 |
+0 |
May13 |
120919 |
94.000 |
94.000 |
93.300 |
93.575 |
-3.350 |
1 |
1 |
-1 |
Jun13 |
120919 |
97.100 |
97.175 |
93.475 |
93.475 |
-3.325 |
0 |
39 |
+0 |
Total Volume and Open Interest |
11,800 |
13,627 |
+270 |
Heating Oil(NYM) |
Oct12 |
120919 |
312.81 |
315.39 |
302.54 |
304.40 |
-8.31 |
58,246 |
73,314 |
-6,490 |
Nov12 |
120919 |
312.60 |
315.24 |
302.46 |
304.24 |
-8.40 |
38,029 |
68,499 |
+2,316 |
Dec12 |
120919 |
312.49 |
314.75 |
302.00 |
303.65 |
-8.63 |
24,526 |
57,171 |
-744 |
Jan13 |
120919 |
311.44 |
313.49 |
301.36 |
302.90 |
-8.81 |
9,274 |
33,838 |
-907 |
Feb13 |
120919 |
311.82 |
311.82 |
299.99 |
301.42 |
-8.95 |
5,311 |
13,906 |
-337 |
Mar13 |
120919 |
307.89 |
310.19 |
297.70 |
299.15 |
-9.04 |
6,853 |
21,268 |
-1,402 |
Apr13 |
120919 |
305.50 |
305.50 |
295.02 |
296.40 |
-9.13 |
4,098 |
25,050 |
+95 |
May13 |
120919 |
298.31 |
298.31 |
296.20 |
297.52 |
-9.09 |
1,604 |
11,959 |
+203 |
Jun13 |
120919 |
303.05 |
303.05 |
293.81 |
295.16 |
-8.95 |
1,939 |
12,657 |
+233 |
Jul13 |
120919 |
299.88 |
299.88 |
293.00 |
294.02 |
-8.72 |
426 |
3,046 |
+109 |
Aug13 |
120919 |
294.45 |
294.45 |
293.00 |
293.31 |
-8.52 |
46 |
1,578 |
-12 |
Sep13 |
120919 |
295.95 |
295.95 |
292.86 |
292.86 |
-8.32 |
53 |
1,460 |
-3 |
Oct13 |
120919 |
297.25 |
297.25 |
292.75 |
292.96 |
-8.17 |
26 |
729 |
+11 |
Nov13 |
120919 |
294.05 |
294.05 |
292.96 |
292.96 |
-8.07 |
16 |
861 |
+0 |
Total Volume and Open Interest |
150,712 |
330,854 |
-6,902 |
Gasoline(NYMEX) |
Oct12 |
120919 |
290.20 |
293.80 |
280.31 |
282.86 |
-7.04 |
60,842 |
58,842 |
-11,225 |
Nov12 |
120919 |
280.92 |
284.05 |
270.29 |
272.73 |
-8.19 |
51,557 |
91,832 |
+5,761 |
Dec12 |
120919 |
275.32 |
277.84 |
264.01 |
266.22 |
-8.88 |
26,889 |
55,420 |
-2,976 |
Jan13 |
120919 |
271.63 |
275.04 |
261.43 |
263.48 |
-9.10 |
11,786 |
26,773 |
-1,167 |
Feb13 |
120919 |
271.18 |
274.50 |
261.24 |
263.11 |
-9.12 |
6,139 |
11,430 |
+403 |
Mar13 |
120919 |
273.30 |
275.73 |
262.17 |
264.16 |
-9.12 |
3,778 |
12,658 |
+221 |
Apr13 |
120919 |
288.58 |
289.70 |
276.68 |
278.50 |
-9.12 |
1,223 |
8,279 |
-117 |
May13 |
120919 |
278.75 |
278.75 |
277.41 |
277.41 |
-9.09 |
750 |
4,183 |
+29 |
Jun13 |
120919 |
279.00 |
279.00 |
273.56 |
275.12 |
-9.03 |
1,495 |
7,277 |
+62 |
Jul13 |
120919 |
272.15 |
272.15 |
272.15 |
272.15 |
-8.94 |
258 |
1,346 |
+39 |
Total Volume and Open Interest |
164,976 |
290,850 |
-8,882 |
e-miNY RBOB Gasoline(NYM) |
Oct12 |
120919 |
282.90 |
282.90 |
282.86 |
282.90 |
-7.00 |
|
|
|
Nov12 |
120919 |
272.70 |
272.73 |
272.70 |
272.70 |
-8.20 |
|
|
|
Dec12 |
120919 |
266.20 |
266.22 |
266.20 |
266.20 |
-8.90 |
|
|
|
Jan13 |
120919 |
263.50 |
263.50 |
263.48 |
263.50 |
-9.10 |
|
|
|
Total Volume and Open Interest |
|
|
|
Natural Gas(NYM) |
Oct12 |
120919 |
2.774 |
2.855 |
2.737 |
2.762 |
-0.011 |
110,148 |
117,120 |
-9,920 |
Nov12 |
120919 |
2.966 |
3.022 |
2.928 |
2.945 |
-0.016 |
71,086 |
255,850 |
+4,960 |
Dec12 |
120919 |
3.255 |
3.289 |
3.210 |
3.235 |
-0.008 |
35,772 |
117,970 |
-1,542 |
Jan13 |
120919 |
3.394 |
3.435 |
3.359 |
3.388 |
-0.005 |
24,801 |
181,276 |
-1,019 |
Feb13 |
120919 |
3.432 |
3.467 |
3.393 |
3.422 |
-0.004 |
6,859 |
34,895 |
+364 |
Mar13 |
120919 |
3.398 |
3.454 |
3.383 |
3.417 |
-0.002 |
11,395 |
67,124 |
+119 |
Apr13 |
120919 |
3.405 |
3.453 |
3.382 |
3.414 |
-0.002 |
11,819 |
73,356 |
+1,423 |
May13 |
120919 |
3.467 |
3.494 |
3.431 |
3.458 |
-0.003 |
1,060 |
27,742 |
+117 |
Jun13 |
120919 |
3.490 |
3.535 |
3.479 |
3.503 |
-0.002 |
679 |
15,660 |
-83 |
Jul13 |
120919 |
3.525 |
3.583 |
3.525 |
3.550 |
+0.002 |
633 |
18,379 |
+29 |
Aug13 |
120919 |
3.544 |
3.603 |
3.544 |
3.572 |
+0.003 |
359 |
11,682 |
-9 |
Sep13 |
120919 |
3.540 |
3.605 |
3.540 |
3.574 |
+0.003 |
419 |
10,689 |
-28 |
Oct13 |
120919 |
3.633 |
3.635 |
3.575 |
3.609 |
+0.004 |
1,663 |
51,711 |
+106 |
Nov13 |
120919 |
3.739 |
3.739 |
3.692 |
3.716 |
+0.003 |
1,328 |
22,811 |
+506 |
Dec13 |
120919 |
3.931 |
3.944 |
3.919 |
3.921 |
+0.003 |
372 |
20,461 |
+107 |
Jan14 |
120919 |
3.999 |
4.045 |
3.999 |
4.023 |
+0.003 |
559 |
35,978 |
-160 |
Total Volume and Open Interest |
280,715 |
1,128,977 |
-5,007 |
Brent Crude Oil(ICE) |
Nov12 |
120919 |
111.71 |
112.98 |
107.40 |
108.19 |
-3.84 |
212,968 |
233,328 |
-19,497 |
Dec12 |
120919 |
111.24 |
112.36 |
106.80 |
107.56 |
-3.90 |
130,174 |
215,837 |
+841 |
Jan13 |
120919 |
110.64 |
111.87 |
106.32 |
107.05 |
-3.94 |
41,480 |
95,842 |
-211 |
Feb13 |
120919 |
110.16 |
111.37 |
105.87 |
106.58 |
-3.94 |
21,885 |
43,764 |
-464 |
Mar13 |
120919 |
109.63 |
110.86 |
105.43 |
106.13 |
-3.90 |
24,762 |
50,387 |
-1,358 |
Apr13 |
120919 |
109.10 |
110.32 |
104.98 |
105.64 |
-3.86 |
15,958 |
23,928 |
-492 |
May13 |
120919 |
109.56 |
109.73 |
104.49 |
105.12 |
-3.82 |
13,831 |
23,615 |
-455 |
Jun13 |
120919 |
108.97 |
109.13 |
103.97 |
104.58 |
-3.78 |
42,718 |
73,462 |
+412 |
Jul13 |
120919 |
108.41 |
108.41 |
103.55 |
104.05 |
-3.74 |
18,478 |
26,357 |
+2,620 |
Aug13 |
120919 |
103.53 |
103.53 |
103.53 |
103.53 |
-3.69 |
10,667 |
29,404 |
+743 |
Sep13 |
120919 |
105.84 |
105.84 |
103.02 |
103.02 |
-3.62 |
9,486 |
32,477 |
+1,534 |
Oct13 |
120919 |
102.58 |
102.58 |
102.58 |
102.58 |
-3.53 |
5,923 |
29,597 |
+1,739 |
Nov13 |
120919 |
102.21 |
102.21 |
102.21 |
102.21 |
-3.45 |
3,628 |
17,862 |
-44 |
Dec13 |
120919 |
105.81 |
105.82 |
101.30 |
101.84 |
-3.38 |
30,253 |
104,962 |
+72 |
Total Volume and Open Interest |
594,309 |
1,182,306 |
-14,321 |
Gas Oil(ICE) |
Oct12 |
120919 |
981.00 |
988.75 |
949.75 |
958.25 |
-30.25 |
76,059 |
131,994 |
-12,499 |
Nov12 |
120919 |
975.25 |
984.50 |
944.75 |
953.50 |
-31.25 |
71,881 |
114,831 |
-2,906 |
Dec12 |
120919 |
969.25 |
977.25 |
937.50 |
946.75 |
-31.75 |
58,121 |
90,907 |
-4,690 |
Jan13 |
120919 |
964.00 |
971.25 |
933.00 |
942.00 |
-32.00 |
22,709 |
47,366 |
-2,950 |
Feb13 |
120919 |
958.75 |
965.25 |
928.50 |
937.00 |
-31.50 |
13,298 |
30,441 |
-3,054 |
Mar13 |
120919 |
956.75 |
958.25 |
921.75 |
930.25 |
-31.25 |
8,930 |
24,388 |
-1,929 |
Apr13 |
120919 |
950.75 |
950.75 |
921.00 |
923.50 |
-31.00 |
4,712 |
21,422 |
+173 |
May13 |
120919 |
941.75 |
941.75 |
916.25 |
918.00 |
-30.25 |
3,961 |
12,803 |
-50 |
Jun13 |
120919 |
939.75 |
941.00 |
906.50 |
914.50 |
-29.50 |
7,550 |
41,646 |
-68 |
Jul13 |
120919 |
939.25 |
939.25 |
907.50 |
913.25 |
-28.75 |
832 |
10,883 |
-153 |
Total Volume and Open Interest |
273,341 |
615,339 |
-27,896 |
Ethanol(CBOT) |
Sep12 |
120906 |
2.515 |
2.539 |
2.515 |
2.539 |
+0.011 |
41 |
89 |
-74 |
Oct12 |
120919 |
2.293 |
2.296 |
2.272 |
2.282 |
+0.002 |
245 |
865 |
-129 |
Nov12 |
120919 |
2.300 |
2.310 |
2.286 |
2.295 |
unch |
272 |
1,514 |
+67 |
Dec12 |
120919 |
2.314 |
2.321 |
2.300 |
2.308 |
-0.005 |
176 |
2,205 |
-1 |
Jan13 |
120919 |
2.330 |
2.330 |
2.314 |
2.315 |
-0.005 |
129 |
1,322 |
+1 |
Feb13 |
120919 |
2.336 |
2.336 |
2.320 |
2.321 |
-0.006 |
154 |
1,115 |
-19 |
Mar13 |
120919 |
2.348 |
2.348 |
2.330 |
2.334 |
-0.004 |
208 |
1,905 |
+20 |
Apr13 |
120919 |
2.351 |
2.358 |
2.346 |
2.346 |
-0.004 |
129 |
510 |
+29 |
Total Volume and Open Interest |
1,689 |
11,767 |
+132 |
WTI Crude Oil(ICE) |
Oct12 |
120919 |
95.55 |
96.15 |
91.26 |
91.98 |
-3.31 |
39,781 |
27,722 |
-5,769 |
Nov12 |
120919 |
95.82 |
96.48 |
91.56 |
92.30 |
-3.32 |
55,007 |
82,176 |
+4,329 |
Dec12 |
120919 |
96.11 |
96.75 |
91.87 |
92.59 |
-3.33 |
25,783 |
95,725 |
-1,064 |
Jan13 |
120919 |
97.08 |
97.08 |
92.23 |
92.91 |
-3.34 |
7,841 |
30,729 |
+1,467 |
Feb13 |
120919 |
97.38 |
97.38 |
92.63 |
93.21 |
-3.36 |
3,876 |
17,784 |
-378 |
Mar13 |
120919 |
97.60 |
97.60 |
92.95 |
93.42 |
-3.37 |
4,911 |
22,278 |
+1,400 |
Apr13 |
120919 |
97.58 |
97.58 |
92.84 |
93.56 |
-3.36 |
2,390 |
10,389 |
-47 |
May13 |
120919 |
97.54 |
97.54 |
92.85 |
93.58 |
-3.34 |
1,887 |
7,116 |
-169 |
Jun13 |
120919 |
97.44 |
97.59 |
92.73 |
93.47 |
-3.32 |
4,619 |
44,645 |
-101 |
Jul13 |
120919 |
93.23 |
93.23 |
93.23 |
93.23 |
-3.30 |
971 |
3,591 |
+40 |
Aug13 |
120919 |
92.93 |
92.93 |
92.93 |
92.93 |
-3.29 |
325 |
4,653 |
-25 |
Sep13 |
120919 |
92.63 |
92.63 |
92.63 |
92.63 |
-3.27 |
379 |
8,772 |
-77 |
Oct13 |
120919 |
92.35 |
92.35 |
92.35 |
92.35 |
-3.24 |
186 |
3,450 |
+32 |
Nov13 |
120919 |
92.12 |
92.12 |
92.12 |
92.12 |
-3.22 |
310 |
4,346 |
-24 |
Dec13 |
120919 |
95.81 |
95.85 |
91.26 |
91.91 |
-3.20 |
7,110 |
70,975 |
-785 |
Jan14 |
120919 |
91.58 |
91.58 |
91.58 |
91.58 |
-3.17 |
105 |
4,141 |
+2 |
Total Volume and Open Interest |
158,141 |
532,880 |
-1,487 |
US Dollar Index(ICE) |
Dec12 |
120919 |
79.270 |
79.485 |
79.070 |
79.128 |
-0.217 |
15,728 |
39,426 |
+1,112 |
Mar13 |
120919 |
79.338 |
79.338 |
79.338 |
79.338 |
-0.232 |
0 |
503 |
+0 |
Jun13 |
120919 |
79.548 |
79.548 |
79.548 |
79.548 |
-0.283 |
|
|
|
Total Volume and Open Interest |
15,728 |
39,929 |
-32,464 |
Australian Dollar(CME) |
Dec12 |
120919 |
103.72 |
104.15 |
103.37 |
104.14 |
+0.58 |
98,034 |
173,604 |
-1,445 |
Mar13 |
120919 |
102.83 |
103.38 |
102.79 |
103.38 |
+0.59 |
85 |
41 |
-25 |
Jun13 |
120919 |
102.65 |
102.65 |
102.07 |
102.65 |
+0.58 |
0 |
10 |
+0 |
Total Volume and Open Interest |
98,119 |
173,660 |
-78,441 |
British Pound(CME) |
Dec12 |
120919 |
162.35 |
162.66 |
161.79 |
162.24 |
-0.11 |
96,044 |
144,614 |
+6,211 |
Mar13 |
120919 |
161.88 |
162.30 |
161.80 |
162.18 |
-0.12 |
2 |
250 |
+1 |
Jun13 |
120919 |
162.13 |
162.24 |
162.13 |
162.13 |
-0.11 |
0 |
53 |
+0 |
Total Volume and Open Interest |
96,046 |
144,918 |
-45,603 |
Canadian Dollar(CME) |
Dec12 |
120919 |
102.41 |
102.62 |
102.22 |
102.43 |
+0.09 |
82,609 |
206,134 |
+4,915 |
Mar13 |
120919 |
102.12 |
102.27 |
102.05 |
102.19 |
+0.09 |
42 |
2,075 |
-8 |
Jun13 |
120919 |
101.97 |
101.97 |
101.84 |
101.93 |
+0.09 |
0 |
547 |
+0 |
Sep13 |
120919 |
101.56 |
101.66 |
101.55 |
101.66 |
+0.11 |
0 |
144 |
+0 |
Total Volume and Open Interest |
102,817 |
298,446 |
-12,017 |
Japanese Yen(CME) |
Dec12 |
120919 |
127.00 |
127.88 |
126.31 |
127.66 |
+0.77 |
107,760 |
133,448 |
-15,837 |
Mar13 |
120919 |
127.36 |
127.90 |
126.46 |
127.80 |
+0.77 |
3 |
138 |
+2 |
Jun13 |
120919 |
127.95 |
127.95 |
127.18 |
127.95 |
+0.77 |
0 |
12 |
+0 |
Total Volume and Open Interest |
107,763 |
133,600 |
-55,612 |
Swiss Franc(CME) |
Dec12 |
120919 |
107.81 |
108.16 |
107.60 |
107.96 |
+0.22 |
31,250 |
39,296 |
+1,876 |
Mar13 |
120919 |
107.97 |
108.13 |
107.91 |
108.13 |
+0.22 |
0 |
6 |
+0 |
Jun13 |
120919 |
108.33 |
108.33 |
108.11 |
108.33 |
+0.22 |
0 |
3 |
+0 |
Total Volume and Open Interest |
31,250 |
39,305 |
-23,237 |
EuroFX(CME) |
Dec12 |
120919 |
130.56 |
130.97 |
130.04 |
130.74 |
+0.26 |
235,533 |
237,422 |
+2,716 |
Mar13 |
120919 |
130.52 |
131.12 |
130.20 |
130.87 |
+0.26 |
59 |
319 |
+2 |
Jun13 |
120919 |
131.10 |
131.10 |
130.75 |
131.01 |
+0.26 |
0 |
536 |
+0 |
Total Volume and Open Interest |
235,593 |
238,292 |
-124,288 |
Mexican Peso(CME) |
Oct12 |
120919 |
777.25 |
778.50 |
777.25 |
777.25 |
-1.25 |
|
|
|
Nov12 |
120919 |
775.25 |
776.25 |
775.25 |
775.25 |
-1.00 |
|
|
|
Total Volume and Open Interest |
28,708 |
211,498 |
-92,841 |
Brazilian Real(CME) |
Oct12 |
120919 |
493.65 |
493.95 |
493.00 |
493.65 |
+0.15 |
122 |
1,797 |
-302 |
Nov12 |
120919 |
491.45 |
491.70 |
490.95 |
491.25 |
+0.15 |
0 |
24 |
+0 |
Dec12 |
120919 |
489.00 |
489.45 |
489.00 |
489.45 |
+0.45 |
139 |
1,648 |
-78 |
Jan13 |
120919 |
487.65 |
487.65 |
487.20 |
487.65 |
+0.45 |
|
|
|
Total Volume and Open Interest |
261 |
16,638 |
-380 |
30-Year T-Bonds(CBOT) |
Sep12 |
120919 |
145~240 |
146~120 |
145~200 |
145~310 |
+0~110 |
5,284 |
19,636 |
-2,131 |
Dec12 |
120919 |
145~310 |
146~280 |
145~190 |
146~140 |
+0~140 |
279,962 |
541,146 |
-13,097 |
Mar13 |
120919 |
145~100 |
145~100 |
144~270 |
145~090 |
+0~140 |
4 |
88 |
+0 |
Total Volume and Open Interest |
285,250 |
560,870 |
-15,228 |
10-Year T-Notes(CBOT) |
Sep12 |
120919 |
133~170 |
133~255 |
133~100 |
133~175 |
+0~035 |
6,839 |
9,054 |
-1,344 |
Dec12 |
120919 |
132~065 |
132~180 |
132~020 |
132~120 |
+0~055 |
741,795 |
1,576,416 |
-1,660 |
Mar13 |
120919 |
131~170 |
131~170 |
131~115 |
131~170 |
+0~055 |
2 |
2 |
+2 |
Total Volume and Open Interest |
748,636 |
1,585,472 |
-3,002 |
5-Year T-Notes(CBOT) |
Sep12 |
120919 |
124~070 |
124~075 |
124~064 |
124~069 |
+0~004 |
4,393 |
24,498 |
+507 |
Dec12 |
120919 |
124~021 |
124~038 |
124~017 |
124~028 |
+0~006 |
338,427 |
1,265,777 |
+1,945 |
Mar13 |
120919 |
124~006 |
124~006 |
124~000 |
124~006 |
+0~006 |
0 |
23 |
+0 |
Total Volume and Open Interest |
342,820 |
1,290,298 |
+2,452 |
2 Year T-Notes(CBOT) |
Sep12 |
120919 |
110~027 |
110~028 |
110~025 |
110~025 |
-0~003 |
3,081 |
18,206 |
-500 |
Dec12 |
120919 |
110~027 |
110~029 |
110~025 |
110~025 |
-0~003 |
106,505 |
930,886 |
-1,880 |
Mar13 |
120919 |
110~019 |
110~022 |
110~019 |
110~019 |
-0~003 |
|
|
|
Total Volume and Open Interest |
109,586 |
949,092 |
-2,380 |
Eurodollars(CME) |
Dec12 |
120919 |
99.670 |
99.675 |
99.665 |
99.665 |
unch |
139,565 |
944,875 |
+10,094 |
Mar13 |
120919 |
99.660 |
99.665 |
99.650 |
99.655 |
unch |
139,756 |
838,234 |
+3,023 |
Jun13 |
120919 |
99.645 |
99.650 |
99.635 |
99.640 |
unch |
165,266 |
703,001 |
+7,164 |
Sep13 |
120919 |
99.630 |
99.640 |
99.625 |
99.630 |
unch |
157,923 |
681,794 |
+19,341 |
Dec13 |
120919 |
99.610 |
99.620 |
99.600 |
99.605 |
unch |
160,491 |
663,623 |
-18,089 |
Mar14 |
120919 |
99.580 |
99.590 |
99.575 |
99.580 |
unch |
127,143 |
613,874 |
+6,894 |
Jun14 |
120919 |
99.540 |
99.550 |
99.530 |
99.535 |
unch |
99,930 |
472,606 |
+1,331 |
Sep14 |
120919 |
99.485 |
99.500 |
99.480 |
99.485 |
unch |
109,424 |
412,828 |
+5,053 |
Dec14 |
120919 |
99.425 |
99.445 |
99.415 |
99.425 |
+0.005 |
105,530 |
405,779 |
+11,742 |
Mar15 |
120919 |
99.365 |
99.390 |
99.350 |
99.370 |
+0.010 |
102,582 |
396,458 |
-9,882 |
Jun15 |
120919 |
0.971 |
1.006 |
0.961 |
0.981 |
+0.015 |
90,304 |
487,885 |
+6,607 |
Sep15 |
120919 |
0.856 |
0.896 |
0.841 |
0.866 |
+0.015 |
102,172 |
314,713 |
+11,114 |
Dec15 |
120919 |
0.701 |
0.751 |
0.691 |
0.726 |
+0.025 |
65,183 |
248,927 |
+7,776 |
Mar16 |
120919 |
0.556 |
0.606 |
0.536 |
0.581 |
+0.030 |
40,643 |
171,874 |
+2,055 |
Jun16 |
120919 |
0.391 |
0.441 |
0.371 |
0.416 |
+0.035 |
40,810 |
131,603 |
+905 |
Sep16 |
120919 |
0.216 |
0.271 |
0.191 |
0.246 |
+0.040 |
47,786 |
110,497 |
+6,225 |
Dec16 |
120919 |
0.026 |
0.091 |
0.006 |
0.071 |
+0.050 |
27,370 |
91,816 |
-3,166 |
Mar17 |
120919 |
6.425 |
6.490 |
6.395 |
6.465 |
+0.055 |
15,441 |
73,127 |
-478 |
Total Volume and Open Interest |
1,800,751 |
7,943,636 |
-633,696 |
30 Day Federal Funds(CBOT) |
Sep12 |
120919 |
99.853 |
99.855 |
99.850 |
99.853 |
-0.003 |
2,166 |
65,287 |
-155 |
Oct12 |
120919 |
99.855 |
99.860 |
99.850 |
99.855 |
-0.005 |
458 |
63,021 |
+287 |
Nov12 |
120919 |
99.860 |
99.865 |
99.850 |
99.860 |
-0.005 |
1,062 |
52,272 |
+314 |
Dec12 |
120919 |
99.865 |
99.870 |
99.860 |
99.865 |
-0.005 |
904 |
31,360 |
+441 |
Jan13 |
120919 |
99.870 |
99.870 |
99.865 |
99.870 |
unch |
227 |
19,709 |
-56 |
Feb13 |
120919 |
99.870 |
99.870 |
99.860 |
99.865 |
-0.005 |
439 |
20,522 |
-62 |
Total Volume and Open Interest |
7,525 |
430,931 |
+910 |
30 Day Fed Funds(e-CBOT) |
3-Mth Euro-Yen(CME) |
Dec12 |
120919 |
99.680 |
99.680 |
99.680 |
99.680 |
unch |
|
|
|
Mar13 |
120919 |
99.695 |
99.695 |
99.695 |
99.695 |
unch |
|
|
|
Jun13 |
120919 |
99.710 |
99.710 |
99.710 |
99.710 |
unch |
|
|
|
Sep13 |
120919 |
99.720 |
99.720 |
99.720 |
99.720 |
unch |
|
|
|
Dec13 |
120919 |
99.730 |
99.730 |
99.730 |
99.730 |
unch |
|
|
|
Mar14 |
120919 |
99.730 |
99.730 |
99.730 |
99.730 |
unch |
|
|
|
Jun14 |
120919 |
99.590 |
99.590 |
99.590 |
99.590 |
unch |
|
|
|
Sep14 |
120919 |
99.450 |
99.450 |
99.450 |
99.450 |
unch |
|
|
|
Dec14 |
120919 |
99.675 |
99.675 |
99.675 |
99.675 |
unch |
|
|
|
Mar15 |
120919 |
99.535 |
99.535 |
99.535 |
99.535 |
unch |
|
|
|
Total Volume and Open Interest |
|
|
|
3-Mth Euro-Yen(SGX) |
Dec12 |
120919 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
0 |
1,013 |
+0 |
Mar13 |
120919 |
99.69 |
99.69 |
99.69 |
99.69 |
unch |
0 |
183 |
+0 |
Jun13 |
120919 |
99.71 |
99.71 |
99.71 |
99.71 |
unch |
0 |
201 |
+0 |
Sep13 |
120919 |
99.72 |
99.72 |
99.72 |
99.72 |
unch |
0 |
305 |
+0 |
Dec13 |
120919 |
99.73 |
99.73 |
99.73 |
99.73 |
unch |
0 |
384 |
+0 |
Mar14 |
120919 |
99.73 |
99.73 |
99.73 |
99.73 |
unch |
0 |
344 |
+0 |
Jun14 |
120919 |
99.59 |
99.59 |
99.59 |
99.59 |
unch |
|
|
|
Sep14 |
120919 |
99.45 |
99.45 |
99.45 |
99.45 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
2,434 |
+0 |
Japanese Gov't Bonds(SGX) |
Dec12 |
120919 |
143.53 |
144.32 |
143.53 |
143.62 |
+0.08 |
3,636 |
17,953 |
-450 |
Mar13 |
120919 |
141.88 |
141.88 |
141.88 |
141.88 |
+0.08 |
|
|
|
Jun13 |
120919 |
139.79 |
139.79 |
139.79 |
139.79 |
+0.08 |
|
|
|
Total Volume and Open Interest |
3,636 |
17,953 |
-450 |
Euro-Bund(EUREX) |
Dec12 |
120919 |
139.08 |
139.95 |
139.03 |
139.71 |
+0.25 |
624,069 |
810,449 |
-4,006 |
Mar13 |
120919 |
140.45 |
141.28 |
140.45 |
141.10 |
+0.26 |
14,191 |
54,414 |
-7,823 |
Jun13 |
120919 |
141.11 |
141.11 |
141.11 |
141.11 |
+0.25 |
|
|
|
Total Volume and Open Interest |
638,260 |
864,863 |
-11,829 |
Euro-Bobl(EUREX) |
Dec12 |
120919 |
124.69 |
125.09 |
124.67 |
124.98 |
+0.16 |
341,808 |
710,136 |
-458 |
Mar13 |
120919 |
125.39 |
125.50 |
125.34 |
125.47 |
+0.19 |
1,201 |
11,601 |
+1,182 |
Jun13 |
120919 |
125.47 |
125.47 |
125.47 |
125.47 |
+0.19 |
|
|
|
Total Volume and Open Interest |
343,009 |
721,737 |
+724 |
3-Mth Euribor(EUREX) |
Sep12 |
120917 |
99.753 |
99.753 |
99.753 |
99.753 |
-0.002 |
220 |
2,886 |
+164 |
Dec12 |
120919 |
99.800 |
99.805 |
99.800 |
99.805 |
+0.020 |
230 |
1,577 |
+119 |
Mar13 |
120919 |
99.795 |
99.795 |
99.795 |
99.795 |
+0.025 |
2 |
1,065 |
+2 |
Total Volume and Open Interest |
232 |
4,479 |
-2,765 |
Long Gilt(LIFFE) |
Sep12 |
120919 |
120~10 |
120~13 |
120~10 |
120~10 |
+0~14 |
148 |
1,159 |
-103 |
Dec12 |
120919 |
118~22 |
119~13 |
118~18 |
119~07 |
+0~14 |
111,424 |
323,717 |
-5,475 |
Total Volume and Open Interest |
111,572 |
324,876 |
-5,578 |
3-Mth Short Sterling(LIFFE) |
Sep12 |
120919 |
99.35 |
99.36 |
99.35 |
99.36 |
+0.01 |
8,760 |
281,719 |
-1,469 |
Dec12 |
120919 |
99.41 |
99.46 |
99.40 |
99.44 |
+0.03 |
107,283 |
381,126 |
-6,313 |
Mar13 |
120919 |
99.41 |
99.46 |
99.40 |
99.45 |
+0.03 |
84,864 |
328,155 |
-7,882 |
Jun13 |
120919 |
99.40 |
99.45 |
99.38 |
99.45 |
+0.04 |
74,671 |
303,483 |
+8,956 |
Sep13 |
120919 |
99.38 |
99.44 |
99.36 |
99.43 |
+0.04 |
59,480 |
300,529 |
-1,442 |
Dec13 |
120919 |
99.34 |
99.40 |
99.32 |
99.39 |
+0.04 |
62,609 |
270,321 |
+1,041 |
Total Volume and Open Interest |
541,026 |
2,748,254 |
-4,916 |
3-Mth Euribor(LIFFE) |
Dec12 |
120919 |
99.785 |
99.810 |
99.780 |
99.805 |
+0.020 |
104,888 |
512,582 |
-6,013 |
Mar13 |
120919 |
99.770 |
99.800 |
99.765 |
99.795 |
+0.025 |
75,847 |
458,032 |
-4,264 |
Jun13 |
120919 |
99.740 |
99.785 |
99.735 |
99.770 |
+0.025 |
70,755 |
422,038 |
+9,003 |
Total Volume and Open Interest |
755,941 |
3,402,096 |
-525,858 |
3-Mth Aus T-Bills(SFE) |
Sep12 |
120913 |
96.43 |
96.60 |
96.43 |
96.44 |
unch |
18,564 |
34,248 |
-23,705 |
Dec12 |
120919 |
96.75 |
96.85 |
96.74 |
96.78 |
+0.01 |
45,916 |
165,050 |
-1,512 |
Mar13 |
120919 |
96.97 |
97.07 |
96.95 |
97.00 |
+0.02 |
30,575 |
145,152 |
+869 |
Jun13 |
120919 |
97.05 |
97.16 |
97.04 |
97.08 |
+0.01 |
18,892 |
111,410 |
+1,483 |
Sep13 |
120919 |
97.04 |
97.13 |
97.01 |
97.05 |
+0.01 |
6,238 |
65,413 |
-678 |
Dec13 |
120919 |
96.97 |
97.03 |
96.93 |
96.96 |
unch |
2,477 |
54,179 |
-183 |
Mar14 |
120919 |
96.90 |
96.95 |
96.85 |
96.88 |
unch |
2,027 |
33,118 |
+88 |
Jun14 |
120919 |
96.84 |
96.87 |
96.77 |
96.81 |
unch |
1,581 |
15,313 |
-58 |
Sep14 |
120919 |
96.77 |
96.80 |
96.70 |
96.74 |
+0.01 |
1,521 |
6,148 |
+501 |
Dec14 |
120919 |
96.66 |
96.66 |
96.66 |
96.66 |
unch |
20 |
975 |
-15 |
Total Volume and Open Interest |
109,247 |
597,049 |
+413 |
10-Year Aus T-Bonds(SFE) |
Dec12 |
120919 |
96.76 |
96.81 |
96.73 |
96.75 |
-0.02 |
64,487 |
355,650 |
-334 |
Mar13 |
120919 |
96.90 |
96.90 |
96.90 |
96.90 |
-0.02 |
|
|
|
Total Volume and Open Interest |
64,487 |
355,650 |
|
3-Year Aus T-Bonds(SFE) |
Dec12 |
120919 |
97.39 |
97.46 |
97.35 |
97.38 |
-0.02 |
196,630 |
455,761 |
+1,623 |
Mar13 |
120919 |
97.50 |
97.50 |
97.50 |
97.50 |
-0.02 |
|
|
|
Total Volume and Open Interest |
196,630 |
455,761 |
|
Gold(CMX) |
Oct12 |
120919 |
1771.7 |
1779.0 |
1762.3 |
1769.3 |
+0.6 |
4,978 |
22,783 |
-312 |
Dec12 |
120919 |
1773.4 |
1781.8 |
1764.2 |
1771.7 |
+0.5 |
118,555 |
324,159 |
-2,396 |
Feb13 |
120919 |
1776.6 |
1784.0 |
1771.0 |
1774.0 |
+0.5 |
710 |
25,890 |
-103 |
Apr13 |
120919 |
1773.0 |
1782.4 |
1773.0 |
1776.2 |
+0.5 |
901 |
16,475 |
+86 |
Jun13 |
120919 |
1778.1 |
1788.0 |
1771.0 |
1778.3 |
+0.5 |
457 |
21,637 |
-127 |
Aug13 |
120919 |
1787.0 |
1789.8 |
1777.9 |
1780.3 |
+0.5 |
117 |
5,652 |
-4 |
Oct13 |
120919 |
1783.0 |
1791.8 |
1782.3 |
1782.3 |
+0.6 |
233 |
2,873 |
+200 |
Dec13 |
120919 |
1787.3 |
1793.3 |
1784.6 |
1784.6 |
+0.6 |
87 |
11,433 |
+33 |
Feb14 |
120919 |
1794.7 |
1796.0 |
1787.0 |
1787.0 |
+0.6 |
62 |
2,536 |
+9 |
Apr14 |
120919 |
1789.3 |
1789.3 |
1789.3 |
1789.3 |
+0.6 |
0 |
3,610 |
+0 |
Jun14 |
120919 |
1791.8 |
1791.8 |
1791.8 |
1791.8 |
+0.6 |
0 |
9,373 |
+0 |
Total Volume and Open Interest |
126,276 |
473,578 |
-2,575 |
Silver(CMX) |
Sep12 |
120919 |
3457.5 |
3484.5 |
3451.9 |
3451.9 |
-12.5 |
771 |
494 |
-23 |
Dec12 |
120919 |
3481.5 |
3502.5 |
3432.0 |
3458.8 |
-13.0 |
43,928 |
79,002 |
-1,092 |
Mar13 |
120919 |
3491.0 |
3507.0 |
3445.5 |
3466.7 |
-13.0 |
2,841 |
9,100 |
+392 |
May13 |
120919 |
3499.5 |
3499.5 |
3460.0 |
3470.7 |
-13.0 |
345 |
3,614 |
+5 |
Jul13 |
120919 |
3501.0 |
3501.0 |
3473.7 |
3473.7 |
-13.0 |
95 |
5,222 |
-1 |
Sep13 |
120919 |
3494.5 |
3514.0 |
3476.6 |
3476.6 |
-13.0 |
24 |
2,310 |
+1 |
Dec13 |
120919 |
3501.0 |
3501.0 |
3467.0 |
3480.5 |
-13.0 |
100 |
13,534 |
+21 |
Total Volume and Open Interest |
48,236 |
123,670 |
-696 |
Platinum(NYMEX) |
Oct12 |
120919 |
1627.0 |
1647.0 |
1621.0 |
1640.4 |
+4.1 |
16,217 |
39,824 |
-624 |
Jan13 |
120919 |
1629.4 |
1648.9 |
1625.3 |
1644.4 |
+4.2 |
3,987 |
19,855 |
+2,761 |
Apr13 |
120919 |
1643.5 |
1650.5 |
1635.9 |
1647.8 |
+4.9 |
31 |
1,039 |
+12 |
Jul13 |
120919 |
1648.8 |
1648.8 |
1648.8 |
1648.8 |
+3.9 |
|
|
|
Total Volume and Open Interest |
20,301 |
60,757 |
+2,184 |
Palladium(NYMEX) |
Sep12 |
120919 |
672.50 |
672.50 |
671.00 |
671.00 |
+4.15 |
34 |
23 |
-8 |
Dec12 |
120919 |
667.35 |
676.80 |
664.00 |
673.05 |
+5.70 |
4,328 |
19,686 |
+96 |
Mar13 |
120919 |
667.55 |
675.30 |
667.55 |
674.35 |
+6.00 |
6 |
607 |
+0 |
Total Volume and Open Interest |
4,368 |
20,328 |
+88 |
Copper(CMX) |
Sep12 |
120919 |
380.65 |
384.85 |
380.40 |
382.90 |
+2.65 |
295 |
2,459 |
-197 |
Dec12 |
120919 |
379.00 |
383.95 |
378.30 |
381.40 |
+2.70 |
53,033 |
96,838 |
+591 |
Mar13 |
120919 |
380.30 |
384.80 |
379.25 |
382.25 |
+2.70 |
4,697 |
25,244 |
+1,040 |
May13 |
120919 |
381.90 |
382.60 |
381.10 |
382.60 |
+2.70 |
434 |
4,848 |
-84 |
Jul13 |
120919 |
382.20 |
382.80 |
381.85 |
382.80 |
+2.70 |
132 |
4,385 |
-43 |
Total Volume and Open Interest |
59,179 |
149,862 |
+1,171 |
DJIA Index(CBOT) |
Sep12 |
120919 |
13585 |
13662 |
13570 |
13570 |
unch |
2,846 |
12,257 |
+134 |
Dec12 |
120919 |
13508 |
13556 |
13495 |
13497 |
-2 |
2,815 |
6,526 |
+2,584 |
Mar13 |
120919 |
13432 |
13434 |
13432 |
13432 |
-2 |
0 |
5 |
+0 |
Jun13 |
120919 |
13356 |
13358 |
13356 |
13356 |
-2 |
|
|
|
Total Volume and Open Interest |
5,661 |
18,788 |
+2,718 |
E-mini DJIA Index(CBOT) |
Sep12 |
120919 |
13571 |
13632 |
13557 |
13570 |
unch |
37,445 |
62,284 |
-10,286 |
Dec12 |
120919 |
13502 |
13557 |
13486 |
13497 |
-2 |
95,250 |
81,939 |
+24,440 |
Mar13 |
120919 |
13432 |
13432 |
13432 |
13432 |
-2 |
2 |
135 |
+0 |
Jun13 |
120919 |
13374 |
13374 |
13356 |
13356 |
-2 |
1 |
39 |
+0 |
Total Volume and Open Interest |
132,698 |
144,397 |
+14,154 |
S & P 500(CME) |
Sep12 |
120919 |
1462.00 |
1465.00 |
1457.80 |
1459.50 |
+0.20 |
57,781 |
100,263 |
-27,727 |
Dec12 |
120919 |
1453.80 |
1459.20 |
1451.70 |
1453.20 |
+0.30 |
55,360 |
138,281 |
+39,354 |
Mar13 |
120919 |
1448.50 |
1451.50 |
1446.10 |
1446.40 |
+0.40 |
3 |
1,575 |
+0 |
Jun13 |
120919 |
1439.40 |
1444.40 |
1438.90 |
1439.40 |
+0.50 |
0 |
456 |
+0 |
Total Volume and Open Interest |
113,144 |
240,575 |
+11,627 |
S & P 500 E-Mini(Globex) |
Sep12 |
120919 |
1460.00 |
1465.50 |
1457.75 |
1459.50 |
+0.25 |
676,512 |
1,489,414 |
-276,678 |
Dec12 |
120919 |
1453.25 |
1459.25 |
1451.25 |
1453.25 |
+0.25 |
1,573,731 |
1,972,189 |
+303,039 |
Total Volume and Open Interest |
2,250,369 |
3,467,757 |
+26,377 |
NASDAQ 100(CME) |
Sep12 |
120919 |
2861.00 |
2870.00 |
2851.00 |
2859.00 |
+3.50 |
2,615 |
23,470 |
+562 |
Dec12 |
120919 |
2853.50 |
2866.00 |
2845.00 |
2853.50 |
+3.50 |
1,240 |
3,879 |
+440 |
Mar13 |
120919 |
2848.00 |
2848.00 |
2844.50 |
2848.00 |
+3.50 |
|
|
|
Total Volume and Open Interest |
3,855 |
27,349 |
+1,002 |
NASDAQ 100 E-Mini(Globex) |
Sep12 |
120919 |
2858.00 |
2872.00 |
2849.80 |
2859.00 |
+3.50 |
111,463 |
268,854 |
-32,621 |
Dec12 |
120919 |
2852.30 |
2866.30 |
2844.80 |
2853.50 |
+3.50 |
230,849 |
303,452 |
+72,428 |
Total Volume and Open Interest |
342,312 |
572,318 |
+39,807 |
S & P Midcap 400(CME) |
Sep12 |
120919 |
1012.50 |
1012.50 |
1010.70 |
1012.50 |
+1.80 |
296 |
3,983 |
-43 |
Dec12 |
120919 |
1010.50 |
1010.60 |
1006.50 |
1009.50 |
+1.70 |
302 |
330 |
+270 |
Mar13 |
120919 |
1007.50 |
1007.50 |
1005.80 |
1007.50 |
+1.70 |
|
|
|
Total Volume and Open Interest |
598 |
4,313 |
+227 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Dec12 |
120919 |
9125 |
9235 |
9100 |
9140 |
+15 |
3,969 |
21,893 |
-1,207 |
Mar13 |
120919 |
9140 |
9140 |
9140 |
9140 |
+15 |
|
|
|
Total Volume and Open Interest |
3,969 |
21,893 |
-1,207 |
Nikkei 225(SGX) |
Dec12 |
120919 |
9080 |
9220 |
9030 |
9170 |
+105 |
106,689 |
189,949 |
-780 |
Mar13 |
120919 |
9025 |
9160 |
9025 |
9160 |
+105 |
0 |
410 |
+0 |
Jun13 |
120919 |
9080 |
9080 |
9080 |
9080 |
+105 |
0 |
1,205 |
+0 |
Total Volume and Open Interest |
106,902 |
212,349 |
-189,233 |
CAC 40(EURONEXT) |
Sep12 |
120919 |
3532.0 |
3541.0 |
3503.0 |
3531.0 |
+17.0 |
262,582 |
315,392 |
-22,115 |
Oct12 |
120919 |
3521.0 |
3528.5 |
3490.5 |
3519.5 |
+17.5 |
120,095 |
82,673 |
+42,013 |
Nov12 |
120919 |
3517.0 |
3517.0 |
3517.0 |
3517.0 |
+16.5 |
0 |
3 |
+0 |
Total Volume and Open Interest |
388,653 |
414,103 |
+24,374 |
Hang Seng Index(HKFE) |
Sep12 |
120919 |
20652 |
20936 |
20652 |
20884 |
+251 |
65,988 |
101,184 |
+6,289 |
Oct12 |
120919 |
20638 |
20908 |
20638 |
20857 |
+246 |
820 |
4,473 |
+263 |
Total Volume and Open Interest |
67,207 |
112,929 |
+6,525 |
DAX(EUREX) |
Sep12 |
120919 |
7391.0 |
7403.5 |
7325.0 |
7392.5 |
+23.5 |
99,988 |
124,587 |
-15,177 |
Dec12 |
120919 |
7398.0 |
7406.5 |
7330.0 |
7396.5 |
+23.5 |
27,795 |
66,821 |
+11,638 |
Mar13 |
120919 |
7401.0 |
7409.0 |
7334.5 |
7401.0 |
+25.5 |
2,873 |
1,986 |
+39 |
Total Volume and Open Interest |
130,656 |
193,394 |
-3,500 |
FT-SE 100(EURONEXT) |
Sep12 |
120919 |
5867.00 |
5899.00 |
5861.50 |
5896.00 |
+12.00 |
246,987 |
462,430 |
-117,965 |
Dec12 |
120919 |
5839.50 |
5871.00 |
5833.50 |
5868.00 |
+12.00 |
188,738 |
235,882 |
+113,641 |
Mar13 |
120919 |
5820.50 |
5825.50 |
5800.00 |
5825.50 |
+11.50 |
0 |
224 |
+0 |
Total Volume and Open Interest |
435,725 |
698,536 |
-4,324 |
SPI 200(SFE) |
Sep12 |
120919 |
4391.0 |
4422.0 |
4380.0 |
4415.0 |
+26.0 |
144,252 |
253,820 |
-15,793 |
Dec12 |
120919 |
4395.0 |
4430.0 |
4387.0 |
4425.0 |
+29.0 |
133,404 |
189,116 |
+102,469 |
Mar13 |
120919 |
4390.0 |
4390.0 |
4390.0 |
4390.0 |
+28.0 |
2 |
1,483 |
-87 |
Total Volume and Open Interest |
278,568 |
448,961 |
+87,303 |
GSCI(CME) |
Oct12 |
120919 |
667.25 |
667.25 |
654.25 |
655.00 |
-15.00 |
546 |
9,856 |
+291 |
Nov12 |
120919 |
655.75 |
670.55 |
655.00 |
655.75 |
-14.75 |
|
|
|
Dec12 |
120919 |
659.00 |
672.85 |
657.00 |
659.00 |
-13.80 |
|
|
|
Total Volume and Open Interest |
858 |
10,762 |
|
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. |
|
|