|
MRCI's End of Day Prices |
Daily Futures Price Listing Thu September 20, 2012 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Nov12 |
120920 |
1668.00 |
1686.00 |
1616.00 |
1618.75 |
-50.75 |
183,122 |
347,703 |
-2,373 |
Jan13 |
120920 |
1667.50 |
1685.50 |
1615.00 |
1617.75 |
-51.50 |
43,550 |
98,729 |
-1,561 |
Mar13 |
120920 |
1627.00 |
1643.25 |
1573.00 |
1575.75 |
-51.25 |
21,913 |
93,193 |
-935 |
May13 |
120920 |
1558.00 |
1570.50 |
1517.75 |
1520.00 |
-38.00 |
12,032 |
86,518 |
-597 |
Jul13 |
120920 |
1535.25 |
1547.25 |
1499.25 |
1500.75 |
-33.00 |
9,763 |
66,750 |
+809 |
Aug13 |
120920 |
1512.75 |
1513.75 |
1471.75 |
1473.25 |
-31.25 |
241 |
1,060 |
+36 |
Sep13 |
120920 |
1426.00 |
1436.25 |
1405.75 |
1405.75 |
-30.25 |
346 |
1,202 |
+170 |
Nov13 |
120920 |
1361.50 |
1375.00 |
1337.50 |
1339.00 |
-27.00 |
6,427 |
32,724 |
+495 |
Jan14 |
120920 |
1356.75 |
1370.25 |
1343.25 |
1343.25 |
-27.00 |
11 |
283 |
+0 |
Mar14 |
120920 |
1342.50 |
1368.50 |
1342.50 |
1342.50 |
-26.00 |
0 |
62 |
+0 |
May14 |
120920 |
1342.75 |
1368.75 |
1342.75 |
1342.75 |
-26.00 |
0 |
87 |
+0 |
Jul14 |
120920 |
1344.50 |
1370.50 |
1344.50 |
1344.50 |
-26.00 |
2 |
52 |
+0 |
Aug14 |
120920 |
1339.25 |
1365.25 |
1339.25 |
1339.25 |
-26.00 |
|
|
|
Sep14 |
120920 |
1329.50 |
1355.50 |
1329.50 |
1329.50 |
-26.00 |
|
|
|
Total Volume and Open Interest |
277,417 |
730,121 |
-3,952 |
Soybean Meal(CBOT) |
Oct12 |
120920 |
499.80 |
505.70 |
481.40 |
482.30 |
-17.40 |
15,965 |
31,172 |
-167 |
Dec12 |
120920 |
500.00 |
506.70 |
481.80 |
483.10 |
-17.20 |
60,238 |
113,845 |
-3,640 |
Jan13 |
120920 |
496.60 |
502.80 |
478.70 |
480.00 |
-16.40 |
7,411 |
21,700 |
+372 |
Mar13 |
120920 |
478.90 |
484.40 |
461.10 |
462.30 |
-16.60 |
5,455 |
18,289 |
-586 |
May13 |
120920 |
448.30 |
454.00 |
435.50 |
437.00 |
-11.40 |
3,383 |
24,634 |
+87 |
Jul13 |
120920 |
441.90 |
443.90 |
428.20 |
429.50 |
-9.40 |
2,658 |
17,411 |
-31 |
Aug13 |
120920 |
427.70 |
430.80 |
419.10 |
419.50 |
-8.30 |
64 |
1,244 |
-12 |
Sep13 |
120920 |
409.10 |
413.20 |
399.80 |
399.80 |
-8.50 |
22 |
1,204 |
+7 |
Oct13 |
120920 |
388.50 |
388.50 |
379.90 |
380.30 |
-7.70 |
51 |
2,714 |
+5 |
Dec13 |
120920 |
386.10 |
390.10 |
377.30 |
377.60 |
-8.40 |
292 |
6,484 |
+23 |
Total Volume and Open Interest |
95,539 |
239,569 |
-3,942 |
Soybean Oil(CBOT) |
Oct12 |
120920 |
55.73 |
56.00 |
54.32 |
54.63 |
-1.20 |
19,021 |
32,022 |
-2,540 |
Dec12 |
120920 |
56.20 |
56.58 |
54.74 |
55.05 |
-1.20 |
72,797 |
162,860 |
-8,497 |
Jan13 |
120920 |
56.42 |
56.76 |
55.00 |
55.33 |
-1.19 |
15,528 |
36,742 |
+1,518 |
Mar13 |
120920 |
56.80 |
57.15 |
55.33 |
55.66 |
-1.19 |
6,674 |
30,243 |
+239 |
May13 |
120920 |
56.65 |
57.07 |
55.31 |
55.63 |
-1.15 |
4,157 |
17,936 |
+538 |
Jul13 |
120920 |
56.70 |
56.88 |
55.19 |
55.48 |
-1.08 |
2,746 |
15,562 |
+327 |
Aug13 |
120920 |
55.74 |
56.11 |
55.10 |
55.10 |
-1.01 |
204 |
2,119 |
+45 |
Sep13 |
120920 |
54.80 |
55.11 |
54.24 |
54.24 |
-0.87 |
168 |
1,863 |
+42 |
Oct13 |
120920 |
52.95 |
53.21 |
52.35 |
52.43 |
-0.78 |
206 |
2,895 |
-32 |
Dec13 |
120920 |
52.65 |
52.91 |
51.98 |
52.10 |
-0.81 |
556 |
7,490 |
-19 |
Total Volume and Open Interest |
122,077 |
310,536 |
-8,359 |
Canola(WCE) |
Nov12 |
120920 |
634.8 |
637.3 |
615.6 |
617.4 |
-17.2 |
9,307 |
120,110 |
-7,190 |
Jan13 |
120920 |
638.2 |
640.7 |
620.0 |
620.7 |
-17.5 |
897 |
67,230 |
-180 |
Mar13 |
120920 |
637.6 |
637.6 |
620.0 |
620.0 |
-18.3 |
888 |
19,660 |
-120 |
May13 |
120920 |
617.5 |
626.0 |
610.2 |
610.2 |
-16.3 |
357 |
19,563 |
-165 |
Jul13 |
120920 |
610.4 |
614.4 |
602.4 |
602.4 |
-15.4 |
176 |
4,120 |
+52 |
Total Volume and Open Interest |
11,699 |
235,182 |
-7,524 |
Corn(CBOT) |
Dec12 |
120920 |
755.00 |
757.50 |
739.00 |
746.00 |
-10.50 |
172,645 |
654,773 |
-12,052 |
Mar13 |
120920 |
757.25 |
759.75 |
742.50 |
749.50 |
-9.25 |
37,015 |
218,008 |
+4,535 |
May13 |
120920 |
755.75 |
756.50 |
741.00 |
748.50 |
-8.00 |
10,375 |
69,730 |
+1,082 |
Jul13 |
120920 |
748.00 |
749.00 |
734.00 |
742.00 |
-7.00 |
12,488 |
109,412 |
+1,728 |
Sep13 |
120920 |
669.00 |
669.75 |
659.00 |
665.00 |
-3.50 |
1,341 |
18,413 |
+516 |
Dec13 |
120920 |
640.00 |
642.25 |
632.25 |
640.25 |
+0.50 |
4,182 |
95,387 |
+565 |
Mar14 |
120920 |
644.00 |
649.50 |
642.50 |
647.75 |
+0.25 |
169 |
1,873 |
+85 |
May14 |
120920 |
652.00 |
654.25 |
652.00 |
654.25 |
+0.50 |
52 |
560 |
+38 |
Jul14 |
120920 |
650.00 |
654.25 |
647.00 |
654.25 |
unch |
29 |
1,069 |
+9 |
Sep14 |
120920 |
607.50 |
607.50 |
607.50 |
607.50 |
unch |
0 |
75 |
+0 |
Total Volume and Open Interest |
238,434 |
1,175,247 |
-3,549 |
Wheat(CBOT) |
Dec12 |
120920 |
882.00 |
893.75 |
869.00 |
879.50 |
-2.00 |
65,453 |
252,342 |
-6,097 |
Mar13 |
120920 |
894.25 |
905.25 |
881.00 |
891.50 |
-2.25 |
11,355 |
80,662 |
-116 |
May13 |
120920 |
894.50 |
904.75 |
884.00 |
892.00 |
-3.00 |
3,424 |
21,478 |
+380 |
Jul13 |
120920 |
865.00 |
870.00 |
852.50 |
863.25 |
-3.25 |
3,117 |
58,321 |
+588 |
Sep13 |
120920 |
863.75 |
869.25 |
854.75 |
864.00 |
-2.00 |
201 |
2,236 |
-3 |
Dec13 |
120920 |
871.75 |
876.00 |
860.00 |
870.75 |
-3.00 |
1,363 |
34,363 |
+359 |
Total Volume and Open Interest |
84,952 |
452,472 |
-4,884 |
Wheat(KCBT) |
Dec12 |
120920 |
910.00 |
922.00 |
898.50 |
909.50 |
-0.50 |
14,781 |
101,034 |
-1,675 |
Mar13 |
120920 |
920.75 |
933.25 |
910.50 |
921.25 |
-0.25 |
3,710 |
26,499 |
+217 |
May13 |
120920 |
920.50 |
931.75 |
912.00 |
922.50 |
+0.50 |
240 |
9,637 |
+35 |
Jul13 |
120920 |
889.75 |
900.50 |
881.00 |
894.50 |
+0.25 |
670 |
15,357 |
+115 |
Sep13 |
120920 |
892.00 |
900.00 |
885.50 |
894.50 |
-0.75 |
72 |
1,123 |
+2 |
Dec13 |
120920 |
893.00 |
903.50 |
892.00 |
899.50 |
-1.75 |
23 |
915 |
+12 |
Total Volume and Open Interest |
19,497 |
154,794 |
-1,290 |
Wheat(MGE) |
Sep12 |
120914 |
946.25 |
971.75 |
946.25 |
971.75 |
+32.25 |
9 |
20 |
+0 |
Dec12 |
120920 |
942.00 |
954.00 |
932.00 |
940.50 |
-1.50 |
3,696 |
25,875 |
+376 |
Mar13 |
120920 |
951.00 |
962.50 |
941.25 |
950.00 |
-1.25 |
697 |
7,783 |
-49 |
May13 |
120920 |
955.25 |
967.00 |
948.25 |
956.00 |
-1.50 |
207 |
2,690 |
+78 |
Jul13 |
120920 |
952.75 |
967.00 |
947.00 |
954.75 |
-0.25 |
199 |
1,747 |
+110 |
Total Volume and Open Interest |
4,850 |
41,126 |
+522 |
Oats(CBOT) |
Dec12 |
120920 |
378.00 |
381.50 |
369.50 |
373.25 |
-2.50 |
1,008 |
9,889 |
-204 |
Mar13 |
120920 |
382.00 |
383.00 |
373.25 |
378.25 |
-1.75 |
218 |
1,311 |
+94 |
May13 |
120920 |
381.00 |
381.00 |
376.00 |
378.25 |
-1.75 |
6 |
56 |
-4 |
Jul13 |
120920 |
376.50 |
378.25 |
376.50 |
376.50 |
-1.75 |
0 |
9 |
+0 |
Total Volume and Open Interest |
1,233 |
11,278 |
-113 |
Rough Rice(CBOT) |
Nov12 |
120920 |
15.17 |
15.22 |
15.03 |
15.19 |
+0.07 |
627 |
12,275 |
-129 |
Jan13 |
120920 |
15.45 |
15.52 |
15.38 |
15.49 |
+0.06 |
81 |
1,542 |
+26 |
Mar13 |
120920 |
15.71 |
15.77 |
15.67 |
15.77 |
+0.06 |
33 |
187 |
+25 |
May13 |
120920 |
15.98 |
15.98 |
15.92 |
15.98 |
+0.06 |
0 |
12 |
+0 |
Total Volume and Open Interest |
741 |
14,039 |
-78 |
Live Cattle(CME) |
Oct12 |
120920 |
126.450 |
126.730 |
125.680 |
125.750 |
-0.600 |
18,306 |
56,729 |
-5,466 |
Dec12 |
120920 |
129.100 |
129.435 |
128.035 |
128.150 |
-0.950 |
18,913 |
122,941 |
+1,469 |
Feb13 |
120920 |
132.685 |
132.750 |
131.685 |
131.850 |
-0.725 |
6,013 |
49,961 |
+700 |
Apr13 |
120920 |
136.000 |
136.200 |
135.380 |
135.600 |
-0.530 |
3,749 |
40,050 |
+953 |
Jun13 |
120920 |
132.285 |
132.500 |
131.850 |
132.130 |
-0.320 |
1,524 |
16,641 |
+477 |
Aug13 |
120920 |
132.500 |
132.800 |
132.200 |
132.400 |
-0.480 |
709 |
5,965 |
-40 |
Total Volume and Open Interest |
49,225 |
294,358 |
-1,901 |
Feeder Cattle(CME) |
Sep12 |
120920 |
144.800 |
144.900 |
144.100 |
144.130 |
-0.695 |
742 |
2,823 |
-362 |
Oct12 |
120920 |
147.100 |
147.600 |
146.350 |
146.735 |
-0.265 |
2,237 |
10,275 |
-148 |
Nov12 |
120920 |
148.350 |
148.900 |
147.785 |
147.800 |
-0.750 |
1,836 |
9,516 |
+462 |
Jan13 |
120920 |
150.250 |
151.000 |
150.050 |
150.200 |
-0.300 |
604 |
5,600 |
+14 |
Mar13 |
120920 |
153.000 |
153.380 |
152.700 |
152.750 |
-0.435 |
259 |
2,442 |
+6 |
Apr13 |
120920 |
154.350 |
154.750 |
153.800 |
153.800 |
-0.350 |
55 |
882 |
-2 |
May13 |
120920 |
155.500 |
155.735 |
155.000 |
155.000 |
-0.350 |
48 |
1,210 |
-2 |
Total Volume and Open Interest |
5,815 |
32,911 |
-9 |
Lean Hogs(CME) |
Oct12 |
120920 |
74.750 |
75.385 |
74.475 |
74.850 |
+0.100 |
23,252 |
43,749 |
-4,011 |
Dec12 |
120920 |
74.725 |
75.180 |
73.850 |
74.200 |
-0.525 |
23,815 |
104,399 |
+2,664 |
Feb13 |
120920 |
80.385 |
81.000 |
80.285 |
80.800 |
+0.100 |
9,157 |
40,432 |
-69 |
Apr13 |
120920 |
86.450 |
87.100 |
86.300 |
86.850 |
+0.520 |
5,692 |
24,537 |
-608 |
May13 |
120920 |
94.700 |
95.100 |
94.700 |
95.100 |
+0.100 |
51 |
1,023 |
+3 |
Jun13 |
120920 |
97.000 |
97.400 |
96.800 |
97.250 |
+0.070 |
3,921 |
17,234 |
-260 |
Jul13 |
120920 |
96.750 |
97.135 |
96.580 |
97.135 |
-0.065 |
302 |
3,968 |
-107 |
Aug13 |
120920 |
96.400 |
96.900 |
96.400 |
96.900 |
unch |
192 |
3,239 |
-94 |
Total Volume and Open Interest |
66,437 |
241,316 |
-2,490 |
Class III Milk(CME) |
Sep12 |
120920 |
18.93 |
18.95 |
18.86 |
18.95 |
+0.09 |
61 |
4,644 |
-9 |
Oct12 |
120920 |
20.25 |
20.46 |
20.24 |
20.28 |
-0.02 |
312 |
4,982 |
-65 |
Nov12 |
120920 |
20.82 |
21.05 |
20.76 |
20.83 |
-0.02 |
414 |
4,280 |
+155 |
Dec12 |
120920 |
20.38 |
20.45 |
20.18 |
20.26 |
-0.14 |
147 |
3,671 |
+41 |
Jan13 |
120920 |
19.90 |
20.00 |
19.85 |
19.94 |
-0.01 |
123 |
1,564 |
+40 |
Total Volume and Open Interest |
1,429 |
26,211 |
+355 |
Cocoa(ICE) |
Dec12 |
120920 |
2551 |
2555 |
2506 |
2519 |
-19 |
13,575 |
101,026 |
-2,816 |
Mar13 |
120920 |
2556 |
2566 |
2523 |
2533 |
-18 |
3,000 |
43,041 |
-687 |
May13 |
120920 |
2558 |
2558 |
2529 |
2539 |
-20 |
912 |
20,929 |
-46 |
Jul13 |
120920 |
2574 |
2574 |
2536 |
2546 |
-22 |
350 |
12,957 |
-93 |
Sep13 |
120920 |
2573 |
2573 |
2553 |
2553 |
-21 |
63 |
5,294 |
-16 |
Dec13 |
120920 |
2580 |
2580 |
2560 |
2560 |
-21 |
18 |
6,616 |
-10 |
Mar14 |
120920 |
2585 |
2588 |
2565 |
2565 |
-21 |
15 |
7,379 |
+0 |
Total Volume and Open Interest |
17,933 |
200,599 |
-3,668 |
Coffee "C"(ICE) |
Dec12 |
120920 |
174.20 |
174.50 |
168.30 |
168.60 |
-5.80 |
15,058 |
84,078 |
-527 |
Mar13 |
120920 |
178.10 |
178.30 |
172.20 |
172.55 |
-5.75 |
4,222 |
33,497 |
+709 |
May13 |
120920 |
180.90 |
181.00 |
175.25 |
175.35 |
-5.65 |
854 |
10,400 |
+88 |
Jul13 |
120920 |
183.50 |
183.50 |
177.75 |
178.00 |
-5.50 |
345 |
5,949 |
+78 |
Sep13 |
120920 |
186.00 |
186.00 |
180.60 |
180.60 |
-5.35 |
137 |
2,434 |
+39 |
Dec13 |
120920 |
187.45 |
187.45 |
184.25 |
184.25 |
-5.10 |
108 |
2,074 |
+46 |
Total Volume and Open Interest |
20,732 |
139,042 |
+409 |
Orange Juice(ICE) |
Nov12 |
120920 |
127.15 |
127.90 |
124.75 |
126.05 |
-0.55 |
869 |
17,077 |
-277 |
Jan13 |
120920 |
125.50 |
126.40 |
123.20 |
124.90 |
-0.05 |
157 |
3,126 |
+130 |
Mar13 |
120920 |
124.65 |
126.50 |
124.50 |
126.30 |
+0.15 |
29 |
2,161 |
+21 |
May13 |
120920 |
127.75 |
128.25 |
127.75 |
128.15 |
+0.40 |
0 |
758 |
+0 |
Jul13 |
120920 |
130.10 |
130.10 |
130.10 |
130.10 |
+0.40 |
0 |
18 |
+0 |
Sep13 |
120920 |
131.00 |
131.00 |
131.00 |
131.00 |
+0.40 |
0 |
13 |
+0 |
Total Volume and Open Interest |
1,055 |
23,153 |
-126 |
Sugar #11(ICE) |
Oct12 |
120920 |
19.13 |
19.30 |
18.97 |
19.21 |
+0.25 |
72,737 |
103,742 |
-23,698 |
Mar13 |
120920 |
19.87 |
20.02 |
19.68 |
19.91 |
+0.22 |
67,872 |
327,169 |
+10,833 |
May13 |
120920 |
20.00 |
20.19 |
19.83 |
20.08 |
+0.25 |
12,913 |
72,351 |
+1,209 |
Jul13 |
120920 |
20.07 |
20.28 |
19.91 |
20.18 |
+0.28 |
6,944 |
88,463 |
-300 |
Oct13 |
120920 |
20.33 |
20.56 |
20.19 |
20.46 |
+0.28 |
4,771 |
50,325 |
-109 |
Mar14 |
120920 |
20.55 |
20.98 |
20.55 |
20.88 |
+0.30 |
1,889 |
28,729 |
+143 |
May14 |
120920 |
20.67 |
20.92 |
20.57 |
20.85 |
+0.34 |
578 |
9,230 |
+123 |
Jul14 |
120920 |
20.59 |
20.87 |
20.51 |
20.81 |
+0.38 |
173 |
6,059 |
+88 |
Total Volume and Open Interest |
168,104 |
698,138 |
-11,606 |
London Cocoa(LCE) |
Dec12 |
120920 |
1648 |
1650 |
1630 |
1635 |
-7 |
5,313 |
77,022 |
-2,628 |
Mar13 |
120920 |
1630 |
1630 |
1612 |
1618 |
-5 |
3,380 |
64,119 |
-9 |
May13 |
120920 |
1633 |
1634 |
1618 |
1623 |
-5 |
881 |
24,687 |
+87 |
Jul13 |
120920 |
1638 |
1638 |
1622 |
1628 |
-5 |
836 |
14,365 |
-76 |
Sep13 |
120920 |
1639 |
1642 |
1627 |
1632 |
-6 |
1,285 |
8,975 |
+633 |
Dec13 |
120920 |
1621 |
1623 |
1620 |
1623 |
-6 |
50 |
8,042 |
+8 |
Mar14 |
120920 |
1621 |
1621 |
1621 |
1621 |
-9 |
1,376 |
3,904 |
+18 |
Total Volume and Open Interest |
14,121 |
204,365 |
-1,967 |
London Sugar(LCE) |
Dec12 |
120920 |
556.30 |
559.00 |
550.50 |
557.00 |
+5.00 |
1,609 |
26,095 |
+527 |
Mar13 |
120920 |
548.80 |
552.40 |
544.60 |
549.80 |
+4.90 |
2,329 |
28,621 |
+412 |
May13 |
120920 |
551.30 |
555.40 |
547.60 |
552.50 |
+5.20 |
427 |
8,027 |
+170 |
Aug13 |
120920 |
549.00 |
552.50 |
547.50 |
551.30 |
+4.50 |
254 |
3,694 |
-27 |
Oct13 |
120920 |
547.00 |
552.50 |
547.00 |
550.50 |
+3.80 |
167 |
2,680 |
+30 |
Total Volume and Open Interest |
4,851 |
70,909 |
+1,112 |
Cotton(ICE) |
Oct12 |
120920 |
74.44 |
74.44 |
73.71 |
73.74 |
-1.14 |
34 |
120 |
-20 |
Dec12 |
120920 |
76.11 |
76.40 |
75.05 |
75.22 |
-1.19 |
10,924 |
119,244 |
-1,815 |
Mar13 |
120920 |
76.96 |
77.06 |
75.89 |
75.99 |
-1.17 |
1,866 |
43,132 |
+583 |
May13 |
120920 |
78.02 |
78.02 |
76.77 |
76.84 |
-1.18 |
155 |
6,970 |
+39 |
Jul13 |
120920 |
78.40 |
78.40 |
77.55 |
77.60 |
-1.20 |
92 |
8,157 |
+7 |
Oct13 |
120920 |
78.75 |
78.75 |
78.75 |
78.75 |
-1.24 |
0 |
4 |
+0 |
Total Volume and Open Interest |
13,180 |
181,782 |
-1,118 |
Lumber(CME) |
Nov12 |
120920 |
275.1 |
278.1 |
273.5 |
277.2 |
+3.1 |
459 |
5,912 |
-11 |
Jan13 |
120920 |
289.0 |
291.2 |
286.5 |
290.6 |
+2.6 |
80 |
1,720 |
+20 |
Mar13 |
120920 |
300.0 |
301.0 |
296.0 |
299.9 |
+1.4 |
1 |
499 |
+0 |
May13 |
120920 |
308.8 |
309.0 |
303.0 |
308.0 |
+3.0 |
1 |
33 |
+0 |
Total Volume and Open Interest |
541 |
8,165 |
+9 |
Crude Oil(NYM) |
Oct12 |
120920 |
91.77 |
92.37 |
90.66 |
91.87 |
-0.11 |
196,211 |
62,472 |
-20,902 |
Nov12 |
120920 |
92.07 |
93.09 |
90.96 |
92.42 |
+0.12 |
175,924 |
326,342 |
+8,828 |
Dec12 |
120920 |
92.33 |
93.40 |
91.26 |
92.74 |
+0.15 |
65,521 |
203,468 |
+42 |
Jan13 |
120920 |
92.76 |
93.75 |
91.59 |
93.10 |
+0.19 |
18,030 |
111,603 |
+1,928 |
Feb13 |
120920 |
93.07 |
94.10 |
91.93 |
93.46 |
+0.25 |
9,760 |
62,917 |
+697 |
Mar13 |
120920 |
93.42 |
94.35 |
92.46 |
93.74 |
+0.32 |
8,519 |
66,295 |
+199 |
Apr13 |
120920 |
93.32 |
94.36 |
92.30 |
93.93 |
+0.37 |
3,072 |
30,750 |
+348 |
May13 |
120920 |
93.29 |
94.49 |
93.29 |
93.98 |
+0.40 |
2,670 |
23,186 |
-171 |
Jun13 |
120920 |
93.28 |
94.33 |
92.27 |
93.88 |
+0.41 |
17,489 |
104,011 |
+1,624 |
Jul13 |
120920 |
92.25 |
93.96 |
92.25 |
93.65 |
+0.42 |
3,519 |
30,004 |
-663 |
Aug13 |
120920 |
93.04 |
93.81 |
93.03 |
93.34 |
+0.41 |
2,620 |
21,364 |
+280 |
Sep13 |
120920 |
92.73 |
93.10 |
92.60 |
93.03 |
+0.40 |
2,658 |
33,556 |
+622 |
Oct13 |
120920 |
92.75 |
92.75 |
92.75 |
92.75 |
+0.40 |
1,422 |
18,888 |
-66 |
Nov13 |
120920 |
92.52 |
92.52 |
92.52 |
92.52 |
+0.40 |
1,650 |
23,236 |
-65 |
Dec13 |
120920 |
91.94 |
92.79 |
90.73 |
92.30 |
+0.39 |
21,819 |
168,408 |
-744 |
Jan14 |
120920 |
91.98 |
91.98 |
91.98 |
91.98 |
+0.40 |
697 |
24,183 |
+468 |
Total Volume and Open Interest |
545,299 |
1,607,540 |
-5,938 |
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 |
120920 |
92.250 |
93.100 |
90.950 |
92.425 |
+0.125 |
3,104 |
3,137 |
+268 |
Dec12 |
120920 |
92.550 |
93.325 |
91.375 |
92.750 |
+0.150 |
295 |
4,008 |
+28 |
Jan13 |
120920 |
92.250 |
93.600 |
91.600 |
93.100 |
+0.200 |
44 |
1,684 |
-28 |
Feb13 |
120920 |
93.450 |
93.450 |
93.450 |
93.450 |
+0.250 |
4 |
73 |
+3 |
Mar13 |
120920 |
93.375 |
93.750 |
93.375 |
93.750 |
+0.325 |
0 |
9 |
+0 |
Apr13 |
120920 |
92.450 |
93.925 |
92.450 |
93.925 |
+0.375 |
0 |
3 |
+0 |
May13 |
120920 |
93.975 |
93.975 |
93.975 |
93.975 |
+0.400 |
2 |
1 |
+0 |
Jun13 |
120920 |
93.875 |
93.875 |
93.875 |
93.875 |
+0.400 |
0 |
39 |
+0 |
Total Volume and Open Interest |
7,525 |
13,647 |
+20 |
Heating Oil(NYM) |
Oct12 |
120920 |
304.50 |
311.16 |
302.50 |
309.75 |
+5.35 |
52,800 |
68,847 |
-4,467 |
Nov12 |
120920 |
304.24 |
310.69 |
302.27 |
309.30 |
+5.06 |
25,355 |
68,600 |
+101 |
Dec12 |
120920 |
303.82 |
309.71 |
301.75 |
308.33 |
+4.68 |
14,841 |
57,053 |
-118 |
Jan13 |
120920 |
303.00 |
308.51 |
300.93 |
307.19 |
+4.29 |
7,066 |
34,132 |
+294 |
Feb13 |
120920 |
300.97 |
306.39 |
300.86 |
305.37 |
+3.95 |
3,955 |
14,628 |
+722 |
Mar13 |
120920 |
299.40 |
302.95 |
297.78 |
302.82 |
+3.67 |
3,391 |
21,391 |
+123 |
Apr13 |
120920 |
294.20 |
300.21 |
294.20 |
299.74 |
+3.34 |
1,397 |
25,088 |
+38 |
May13 |
120920 |
299.00 |
300.68 |
299.00 |
300.68 |
+3.16 |
1,631 |
11,783 |
-176 |
Jun13 |
120920 |
295.59 |
299.35 |
294.67 |
298.24 |
+3.08 |
2,216 |
12,377 |
-280 |
Jul13 |
120920 |
294.25 |
297.06 |
294.25 |
297.02 |
+3.00 |
94 |
3,047 |
+1 |
Aug13 |
120920 |
295.15 |
296.19 |
295.15 |
296.19 |
+2.88 |
33 |
1,569 |
-9 |
Sep13 |
120920 |
294.40 |
295.59 |
294.40 |
295.59 |
+2.73 |
554 |
1,757 |
+297 |
Oct13 |
120920 |
294.63 |
295.54 |
294.00 |
295.54 |
+2.58 |
190 |
687 |
-42 |
Nov13 |
120920 |
294.59 |
295.39 |
294.59 |
295.39 |
+2.43 |
68 |
904 |
+43 |
Total Volume and Open Interest |
113,794 |
327,499 |
-3,355 |
Gasoline(NYMEX) |
Oct12 |
120920 |
283.50 |
291.82 |
282.95 |
290.40 |
+7.54 |
42,871 |
54,608 |
-4,234 |
Nov12 |
120920 |
273.00 |
279.43 |
271.63 |
278.09 |
+5.36 |
40,675 |
97,188 |
+5,356 |
Dec12 |
120920 |
265.70 |
271.65 |
264.61 |
270.43 |
+4.21 |
22,469 |
54,360 |
-1,060 |
Jan13 |
120920 |
263.00 |
267.65 |
261.66 |
267.06 |
+3.58 |
8,892 |
27,791 |
+1,018 |
Feb13 |
120920 |
263.80 |
267.18 |
261.19 |
266.35 |
+3.24 |
4,066 |
11,470 |
+40 |
Mar13 |
120920 |
263.77 |
267.48 |
262.10 |
267.12 |
+2.96 |
2,409 |
13,100 |
+442 |
Apr13 |
120920 |
276.60 |
282.03 |
276.45 |
281.19 |
+2.69 |
1,073 |
8,192 |
-87 |
May13 |
120920 |
278.40 |
279.99 |
278.40 |
279.99 |
+2.58 |
587 |
4,115 |
-68 |
Jun13 |
120920 |
274.89 |
277.91 |
273.12 |
277.49 |
+2.37 |
1,414 |
6,846 |
-431 |
Jul13 |
120920 |
274.44 |
274.44 |
274.44 |
274.44 |
+2.29 |
287 |
1,286 |
-60 |
Total Volume and Open Interest |
125,701 |
291,787 |
+937 |
e-miNY RBOB Gasoline(NYM) |
Oct12 |
120920 |
290.40 |
290.40 |
290.40 |
290.40 |
+7.50 |
1 |
1 |
+1 |
Nov12 |
120920 |
278.10 |
278.10 |
278.09 |
278.10 |
+5.40 |
|
|
|
Dec12 |
120920 |
270.40 |
270.43 |
270.40 |
270.40 |
+4.20 |
|
|
|
Jan13 |
120920 |
267.10 |
267.10 |
267.06 |
267.10 |
+3.60 |
|
|
|
Total Volume and Open Interest |
1 |
1 |
+1 |
Natural Gas(NYM) |
Oct12 |
120920 |
2.777 |
2.821 |
2.747 |
2.797 |
+0.035 |
174,550 |
109,334 |
-7,786 |
Nov12 |
120920 |
2.955 |
2.986 |
2.923 |
2.962 |
+0.017 |
98,354 |
258,005 |
+2,155 |
Dec12 |
120920 |
3.255 |
3.267 |
3.210 |
3.250 |
+0.015 |
48,148 |
118,281 |
+311 |
Jan13 |
120920 |
3.399 |
3.416 |
3.370 |
3.402 |
+0.014 |
40,632 |
180,045 |
-1,231 |
Feb13 |
120920 |
3.403 |
3.448 |
3.400 |
3.434 |
+0.012 |
9,021 |
34,117 |
-778 |
Mar13 |
120920 |
3.435 |
3.440 |
3.397 |
3.424 |
+0.007 |
10,867 |
67,384 |
+260 |
Apr13 |
120920 |
3.428 |
3.438 |
3.390 |
3.421 |
+0.007 |
13,396 |
73,392 |
+36 |
May13 |
120920 |
3.465 |
3.479 |
3.435 |
3.464 |
+0.006 |
2,813 |
27,987 |
+245 |
Jun13 |
120920 |
3.506 |
3.521 |
3.485 |
3.509 |
+0.006 |
1,378 |
15,506 |
-154 |
Jul13 |
120920 |
3.530 |
3.567 |
3.530 |
3.554 |
+0.004 |
1,323 |
18,453 |
+74 |
Aug13 |
120920 |
3.572 |
3.587 |
3.555 |
3.576 |
+0.004 |
1,873 |
12,303 |
+621 |
Sep13 |
120920 |
3.576 |
3.588 |
3.557 |
3.578 |
+0.004 |
1,837 |
10,803 |
+114 |
Oct13 |
120920 |
3.592 |
3.627 |
3.587 |
3.614 |
+0.005 |
3,901 |
51,712 |
+1 |
Nov13 |
120920 |
3.725 |
3.728 |
3.700 |
3.723 |
+0.007 |
693 |
22,944 |
+133 |
Dec13 |
120920 |
3.915 |
3.942 |
3.915 |
3.930 |
+0.009 |
626 |
20,470 |
+9 |
Jan14 |
120920 |
4.022 |
4.047 |
4.010 |
4.033 |
+0.010 |
773 |
35,692 |
-286 |
Total Volume and Open Interest |
411,160 |
1,122,990 |
-5,987 |
Brent Crude Oil(ICE) |
Nov12 |
120920 |
108.18 |
110.65 |
107.10 |
110.03 |
+1.84 |
211,982 |
232,231 |
-1,097 |
Dec12 |
120920 |
107.55 |
109.75 |
106.49 |
109.23 |
+1.67 |
137,037 |
220,784 |
+4,947 |
Jan13 |
120920 |
107.04 |
109.06 |
106.00 |
108.57 |
+1.52 |
41,079 |
98,848 |
+3,006 |
Feb13 |
120920 |
106.44 |
108.46 |
105.55 |
107.99 |
+1.41 |
19,060 |
45,204 |
+1,440 |
Mar13 |
120920 |
106.00 |
107.93 |
105.10 |
107.47 |
+1.34 |
22,462 |
49,356 |
-1,031 |
Apr13 |
120920 |
105.55 |
107.45 |
104.63 |
106.95 |
+1.31 |
17,444 |
22,805 |
-1,123 |
May13 |
120920 |
105.06 |
106.88 |
104.16 |
106.39 |
+1.27 |
22,051 |
23,464 |
-151 |
Jun13 |
120920 |
104.56 |
106.31 |
103.64 |
105.82 |
+1.24 |
49,728 |
74,471 |
+1,009 |
Jul13 |
120920 |
103.63 |
105.70 |
103.25 |
105.27 |
+1.22 |
25,169 |
25,281 |
-1,076 |
Aug13 |
120920 |
104.60 |
104.73 |
104.60 |
104.73 |
+1.20 |
25,440 |
38,812 |
+9,408 |
Sep13 |
120920 |
104.20 |
104.20 |
104.20 |
104.20 |
+1.18 |
21,360 |
31,188 |
-1,289 |
Oct13 |
120920 |
103.73 |
103.73 |
103.73 |
103.73 |
+1.15 |
6,805 |
30,975 |
+1,378 |
Nov13 |
120920 |
103.33 |
103.33 |
103.33 |
103.33 |
+1.12 |
6,828 |
18,357 |
+495 |
Dec13 |
120920 |
102.15 |
103.30 |
100.93 |
102.95 |
+1.11 |
44,594 |
103,461 |
-1,501 |
Total Volume and Open Interest |
669,367 |
1,196,349 |
+14,043 |
Gas Oil(ICE) |
Oct12 |
120920 |
955.50 |
974.50 |
949.00 |
963.25 |
+5.00 |
68,313 |
123,397 |
-8,597 |
Nov12 |
120920 |
950.75 |
968.25 |
943.75 |
957.50 |
+4.00 |
62,539 |
113,436 |
-1,395 |
Dec12 |
120920 |
942.50 |
959.75 |
936.50 |
949.25 |
+2.50 |
52,498 |
91,992 |
+1,085 |
Jan13 |
120920 |
941.00 |
954.00 |
931.50 |
943.50 |
+1.50 |
17,326 |
48,493 |
+1,127 |
Feb13 |
120920 |
935.50 |
943.50 |
926.25 |
937.50 |
+0.50 |
5,911 |
31,167 |
+726 |
Mar13 |
120920 |
925.25 |
936.00 |
919.50 |
930.25 |
unch |
5,451 |
24,640 |
+252 |
Apr13 |
120920 |
920.75 |
927.50 |
912.50 |
923.25 |
-0.25 |
2,097 |
21,777 |
+355 |
May13 |
120920 |
914.75 |
922.50 |
907.00 |
917.50 |
-0.50 |
1,067 |
12,792 |
-11 |
Jun13 |
120920 |
911.00 |
922.25 |
903.25 |
913.75 |
-0.75 |
5,783 |
42,005 |
+359 |
Jul13 |
120920 |
903.25 |
914.50 |
903.25 |
912.25 |
-1.00 |
460 |
10,948 |
+65 |
Total Volume and Open Interest |
229,228 |
609,226 |
-6,113 |
Ethanol(CBOT) |
Sep12 |
120906 |
2.515 |
2.539 |
2.515 |
2.539 |
+0.011 |
41 |
89 |
-74 |
Oct12 |
120920 |
2.257 |
2.259 |
2.240 |
2.247 |
-0.035 |
118 |
839 |
-26 |
Nov12 |
120920 |
2.289 |
2.289 |
2.246 |
2.261 |
-0.034 |
252 |
1,389 |
-125 |
Dec12 |
120920 |
2.302 |
2.302 |
2.261 |
2.277 |
-0.031 |
339 |
2,004 |
-201 |
Jan13 |
120920 |
2.284 |
2.295 |
2.275 |
2.288 |
-0.027 |
276 |
1,132 |
-190 |
Feb13 |
120920 |
2.297 |
2.305 |
2.280 |
2.288 |
-0.033 |
318 |
888 |
-227 |
Mar13 |
120920 |
2.320 |
2.320 |
2.302 |
2.312 |
-0.022 |
256 |
1,899 |
-6 |
Apr13 |
120920 |
2.325 |
2.333 |
2.316 |
2.326 |
-0.020 |
149 |
442 |
-68 |
Total Volume and Open Interest |
2,137 |
11,199 |
-568 |
WTI Crude Oil(ICE) |
Nov12 |
120920 |
92.17 |
93.09 |
90.97 |
92.42 |
+0.12 |
53,501 |
83,113 |
+937 |
Dec12 |
120920 |
92.46 |
93.39 |
91.25 |
92.74 |
+0.15 |
23,916 |
96,918 |
+1,193 |
Jan13 |
120920 |
92.76 |
93.75 |
91.62 |
93.10 |
+0.19 |
5,679 |
32,079 |
+1,350 |
Feb13 |
120920 |
92.40 |
94.10 |
92.28 |
93.46 |
+0.25 |
2,824 |
17,557 |
-227 |
Mar13 |
120920 |
92.40 |
94.10 |
92.40 |
93.74 |
+0.32 |
3,294 |
22,513 |
+235 |
Apr13 |
120920 |
93.40 |
94.01 |
92.60 |
93.93 |
+0.37 |
1,828 |
10,342 |
-47 |
May13 |
120920 |
93.41 |
94.07 |
92.71 |
93.98 |
+0.40 |
1,647 |
7,135 |
+19 |
Jun13 |
120920 |
93.28 |
94.45 |
92.48 |
93.88 |
+0.41 |
3,895 |
44,248 |
-397 |
Jul13 |
120920 |
93.21 |
93.65 |
93.21 |
93.65 |
+0.42 |
1,127 |
3,582 |
-9 |
Aug13 |
120920 |
93.34 |
93.34 |
93.34 |
93.34 |
+0.41 |
712 |
4,616 |
-37 |
Sep13 |
120920 |
93.03 |
93.03 |
93.03 |
93.03 |
+0.40 |
700 |
9,035 |
+263 |
Oct13 |
120920 |
92.75 |
92.75 |
92.75 |
92.75 |
+0.40 |
334 |
3,560 |
+110 |
Nov13 |
120920 |
92.52 |
92.52 |
92.52 |
92.52 |
+0.40 |
251 |
4,322 |
-24 |
Dec13 |
120920 |
90.98 |
92.41 |
90.98 |
92.30 |
+0.39 |
6,853 |
71,001 |
+26 |
Jan14 |
120920 |
91.98 |
91.98 |
91.98 |
91.98 |
+0.40 |
5 |
4,142 |
+1 |
Feb14 |
120920 |
91.71 |
91.71 |
91.71 |
91.71 |
+0.39 |
1 |
1,752 |
+0 |
Total Volume and Open Interest |
136,365 |
527,313 |
-5,567 |
US Dollar Index(ICE) |
Dec12 |
120920 |
79.135 |
79.755 |
79.130 |
79.478 |
+0.350 |
15,256 |
39,979 |
+553 |
Mar13 |
120920 |
79.815 |
79.815 |
79.743 |
79.743 |
+0.405 |
1 |
502 |
-1 |
Jun13 |
120920 |
79.963 |
79.963 |
79.963 |
79.963 |
+0.415 |
|
|
|
Total Volume and Open Interest |
15,257 |
40,481 |
+552 |
Australian Dollar(CME) |
Dec12 |
120920 |
103.93 |
104.01 |
102.90 |
103.66 |
-0.48 |
110,421 |
174,357 |
+753 |
Mar13 |
120920 |
102.46 |
103.38 |
102.41 |
102.91 |
-0.47 |
111 |
86 |
+45 |
Jun13 |
120920 |
102.21 |
102.65 |
102.21 |
102.21 |
-0.44 |
0 |
10 |
+0 |
Total Volume and Open Interest |
110,532 |
174,458 |
+798 |
British Pound(CME) |
Dec12 |
120920 |
162.15 |
162.31 |
161.59 |
162.12 |
-0.12 |
78,117 |
151,004 |
+6,390 |
Mar13 |
120920 |
161.90 |
162.18 |
161.64 |
162.07 |
-0.11 |
32 |
247 |
-3 |
Jun13 |
120920 |
162.01 |
162.13 |
162.01 |
162.01 |
-0.12 |
0 |
53 |
+0 |
Total Volume and Open Interest |
78,149 |
151,305 |
+6,387 |
Canadian Dollar(CME) |
Dec12 |
120920 |
102.38 |
102.43 |
101.67 |
102.20 |
-0.23 |
66,070 |
204,675 |
-1,459 |
Mar13 |
120920 |
101.77 |
102.19 |
101.50 |
101.97 |
-0.22 |
153 |
2,118 |
+43 |
Jun13 |
120920 |
101.32 |
101.93 |
101.27 |
101.71 |
-0.22 |
37 |
552 |
+5 |
Sep13 |
120920 |
101.44 |
101.66 |
101.44 |
101.44 |
-0.22 |
45 |
156 |
+12 |
Total Volume and Open Interest |
66,305 |
207,565 |
-90,881 |
Japanese Yen(CME) |
Dec12 |
120920 |
127.70 |
128.26 |
127.54 |
127.87 |
+0.21 |
83,858 |
128,636 |
-4,812 |
Mar13 |
120920 |
128.20 |
128.20 |
127.80 |
128.01 |
+0.21 |
101 |
212 |
+74 |
Jun13 |
120920 |
128.17 |
128.17 |
127.95 |
128.17 |
+0.22 |
0 |
12 |
+0 |
Total Volume and Open Interest |
83,959 |
128,862 |
-4,738 |
Swiss Franc(CME) |
Dec12 |
120920 |
107.93 |
108.10 |
107.02 |
107.35 |
-0.61 |
27,431 |
38,440 |
-856 |
Mar13 |
120920 |
107.50 |
108.13 |
107.24 |
107.52 |
-0.61 |
0 |
6 |
+0 |
Jun13 |
120920 |
107.72 |
108.33 |
107.72 |
107.72 |
-0.61 |
0 |
3 |
+0 |
Total Volume and Open Interest |
27,431 |
38,449 |
-856 |
EuroFX(CME) |
Dec12 |
120920 |
130.57 |
130.70 |
129.30 |
129.81 |
-0.93 |
227,799 |
233,534 |
-3,888 |
Mar13 |
120920 |
130.74 |
130.87 |
129.46 |
129.95 |
-0.92 |
126 |
314 |
-5 |
Jun13 |
120920 |
130.10 |
131.01 |
130.10 |
130.10 |
-0.91 |
5 |
531 |
-5 |
Total Volume and Open Interest |
227,930 |
234,394 |
-3,898 |
Mexican Peso(CME) |
Oct12 |
120920 |
775.00 |
777.25 |
775.00 |
775.00 |
-2.25 |
|
|
|
Nov12 |
120920 |
773.00 |
775.25 |
773.00 |
773.00 |
-2.25 |
|
|
|
Total Volume and Open Interest |
29,337 |
214,921 |
+3,423 |
Brazilian Real(CME) |
Oct12 |
120920 |
492.80 |
494.25 |
492.00 |
494.00 |
+0.35 |
217 |
1,602 |
-195 |
Nov12 |
120920 |
491.10 |
491.85 |
490.40 |
491.75 |
+0.50 |
0 |
24 |
+0 |
Dec12 |
120920 |
489.00 |
489.95 |
489.00 |
489.95 |
+0.50 |
155 |
1,746 |
+98 |
Jan13 |
120920 |
488.15 |
488.15 |
487.65 |
488.15 |
+0.50 |
|
|
|
Total Volume and Open Interest |
372 |
16,541 |
-97 |
30-Year T-Bonds(CBOT) |
Dec12 |
120920 |
146~210 |
147~190 |
146~140 |
146~230 |
+0~090 |
308,354 |
541,898 |
+752 |
Mar13 |
120920 |
145~160 |
145~180 |
145~090 |
145~180 |
+0~090 |
3 |
88 |
+0 |
Jun13 |
120920 |
144~130 |
144~130 |
144~040 |
144~130 |
+0~090 |
|
|
|
Total Volume and Open Interest |
315,494 |
558,449 |
|
10-Year T-Notes(CBOT) |
Dec12 |
120920 |
132~140 |
132~280 |
132~110 |
132~130 |
+0~010 |
763,950 |
1,587,228 |
+10,812 |
Mar13 |
120920 |
131~240 |
131~240 |
131~170 |
131~240 |
+0~070 |
0 |
2 |
+0 |
Jun13 |
120920 |
130~290 |
130~290 |
130~220 |
130~290 |
+0~070 |
|
|
|
Total Volume and Open Interest |
772,704 |
1,593,535 |
+8,063 |
5-Year T-Notes(CBOT) |
Sep12 |
120920 |
124~088 |
124~089 |
124~066 |
124~066 |
-0~003 |
5,702 |
22,398 |
-2,100 |
Dec12 |
120920 |
124~031 |
124~052 |
124~025 |
124~028 |
unch |
416,608 |
1,274,262 |
+8,485 |
Mar13 |
120920 |
124~006 |
124~006 |
124~006 |
124~006 |
unch |
0 |
23 |
+0 |
Total Volume and Open Interest |
422,310 |
1,296,683 |
+6,385 |
2 Year T-Notes(CBOT) |
Sep12 |
120920 |
110~028 |
110~028 |
110~025 |
110~026 |
+0~001 |
2,844 |
16,804 |
-1,402 |
Dec12 |
120920 |
110~026 |
110~029 |
110~025 |
110~026 |
+0~001 |
120,430 |
931,954 |
+1,068 |
Mar13 |
120920 |
110~020 |
110~020 |
110~019 |
110~020 |
+0~001 |
|
|
|
Total Volume and Open Interest |
123,274 |
948,758 |
-334 |
Eurodollars(CME) |
Dec12 |
120920 |
99.665 |
99.670 |
99.660 |
99.660 |
-0.005 |
176,867 |
953,604 |
+8,729 |
Mar13 |
120920 |
99.650 |
99.665 |
99.650 |
99.650 |
-0.005 |
167,396 |
842,496 |
+4,262 |
Jun13 |
120920 |
99.635 |
99.645 |
99.630 |
99.635 |
-0.005 |
194,184 |
698,864 |
-4,137 |
Sep13 |
120920 |
99.625 |
99.635 |
99.615 |
99.620 |
-0.010 |
163,677 |
670,400 |
-11,394 |
Dec13 |
120920 |
99.600 |
99.610 |
99.590 |
99.595 |
-0.010 |
162,256 |
670,028 |
+6,405 |
Mar14 |
120920 |
99.575 |
99.585 |
99.565 |
99.570 |
-0.010 |
93,852 |
612,783 |
-1,091 |
Jun14 |
120920 |
99.535 |
99.545 |
99.525 |
99.530 |
-0.005 |
95,969 |
471,671 |
-935 |
Sep14 |
120920 |
99.490 |
99.505 |
99.480 |
99.485 |
unch |
99,317 |
408,846 |
-3,982 |
Dec14 |
120920 |
99.430 |
99.450 |
99.415 |
99.425 |
unch |
93,500 |
417,813 |
+12,034 |
Mar15 |
120920 |
99.370 |
99.400 |
99.365 |
99.370 |
unch |
77,974 |
401,476 |
+5,018 |
Jun15 |
120920 |
0.981 |
1.021 |
0.981 |
0.986 |
+0.005 |
64,521 |
496,205 |
+8,320 |
Sep15 |
120920 |
0.871 |
0.916 |
0.871 |
0.876 |
+0.010 |
61,572 |
316,832 |
+2,119 |
Dec15 |
120920 |
0.731 |
0.786 |
0.731 |
0.741 |
+0.015 |
51,514 |
249,657 |
+730 |
Mar16 |
120920 |
0.591 |
0.651 |
0.591 |
0.606 |
+0.025 |
42,065 |
176,661 |
+4,787 |
Jun16 |
120920 |
0.436 |
0.496 |
0.431 |
0.451 |
+0.035 |
36,366 |
131,661 |
+58 |
Sep16 |
120920 |
0.261 |
0.331 |
0.261 |
0.286 |
+0.040 |
33,967 |
107,973 |
-2,524 |
Dec16 |
120920 |
0.086 |
0.161 |
0.086 |
0.116 |
+0.045 |
22,882 |
90,662 |
-1,154 |
Mar17 |
120920 |
6.485 |
0.001 |
6.485 |
6.515 |
+0.050 |
16,992 |
72,498 |
-629 |
Total Volume and Open Interest |
1,711,208 |
7,981,332 |
+37,696 |
30 Day Federal Funds(CBOT) |
Sep12 |
120920 |
99.853 |
99.855 |
99.853 |
99.853 |
unch |
2,161 |
65,432 |
+145 |
Oct12 |
120920 |
99.855 |
99.860 |
99.850 |
99.855 |
unch |
1,334 |
62,131 |
-890 |
Nov12 |
120920 |
99.855 |
99.865 |
99.855 |
99.860 |
unch |
2,661 |
52,538 |
+266 |
Dec12 |
120920 |
99.860 |
99.875 |
99.860 |
99.870 |
+0.005 |
315 |
31,365 |
+5 |
Jan13 |
120920 |
99.865 |
99.875 |
99.865 |
99.870 |
unch |
1,327 |
18,969 |
-740 |
Feb13 |
120920 |
99.865 |
99.875 |
99.865 |
99.865 |
unch |
1,166 |
20,005 |
-517 |
Total Volume and Open Interest |
15,878 |
429,972 |
-959 |
30 Day Fed Funds(e-CBOT) |
3-Mth Euro-Yen(CME) |
Dec12 |
120920 |
99.680 |
99.680 |
99.680 |
99.680 |
unch |
|
|
|
Mar13 |
120920 |
99.710 |
99.710 |
99.710 |
99.710 |
+0.015 |
|
|
|
Jun13 |
120920 |
99.735 |
99.735 |
99.735 |
99.735 |
+0.025 |
|
|
|
Sep13 |
120920 |
99.745 |
99.745 |
99.745 |
99.745 |
+0.025 |
|
|
|
Dec13 |
120920 |
99.755 |
99.755 |
99.755 |
99.755 |
+0.025 |
|
|
|
Mar14 |
120920 |
99.755 |
99.755 |
99.755 |
99.755 |
+0.025 |
|
|
|
Jun14 |
120920 |
99.615 |
99.615 |
99.615 |
99.615 |
+0.025 |
|
|
|
Sep14 |
120920 |
99.475 |
99.475 |
99.475 |
99.475 |
+0.025 |
|
|
|
Dec14 |
120920 |
99.700 |
99.700 |
99.700 |
99.700 |
+0.025 |
|
|
|
Mar15 |
120920 |
99.560 |
99.560 |
99.560 |
99.560 |
+0.025 |
|
|
|
Total Volume and Open Interest |
|
|
|
3-Mth Euro-Yen(SGX) |
Dec12 |
120920 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
4 |
1,013 |
+0 |
Mar13 |
120920 |
99.71 |
99.71 |
99.71 |
99.71 |
+0.01 |
0 |
183 |
+0 |
Jun13 |
120920 |
99.74 |
99.74 |
99.74 |
99.74 |
+0.03 |
0 |
201 |
+0 |
Sep13 |
120920 |
99.75 |
99.75 |
99.75 |
99.75 |
+0.03 |
0 |
305 |
+0 |
Dec13 |
120920 |
99.75 |
99.75 |
99.75 |
99.75 |
+0.02 |
0 |
384 |
+0 |
Mar14 |
120920 |
99.75 |
99.75 |
99.75 |
99.75 |
+0.02 |
0 |
344 |
+0 |
Jun14 |
120920 |
99.61 |
99.61 |
99.61 |
99.61 |
+0.03 |
|
|
|
Sep14 |
120920 |
99.47 |
99.47 |
99.47 |
99.47 |
+0.03 |
|
|
|
Total Volume and Open Interest |
4 |
2,434 |
+0 |
Japanese Gov't Bonds(SGX) |
Dec12 |
120920 |
143.62 |
143.86 |
143.61 |
143.81 |
+0.19 |
4,055 |
17,871 |
-82 |
Mar13 |
120920 |
142.07 |
142.07 |
142.07 |
142.07 |
+0.19 |
|
|
|
Jun13 |
120920 |
139.98 |
139.98 |
139.98 |
139.98 |
+0.19 |
|
|
|
Total Volume and Open Interest |
4,055 |
17,871 |
-82 |
Euro-Bund(EUREX) |
Dec12 |
120920 |
139.91 |
140.35 |
139.78 |
140.21 |
+0.50 |
665,119 |
802,857 |
-7,592 |
Mar13 |
120920 |
141.60 |
141.75 |
141.25 |
141.63 |
+0.53 |
10,970 |
45,197 |
-9,217 |
Jun13 |
120920 |
141.64 |
141.64 |
141.64 |
141.64 |
+0.53 |
|
|
|
Total Volume and Open Interest |
676,089 |
848,054 |
-16,809 |
Euro-Bobl(EUREX) |
Dec12 |
120920 |
125.03 |
125.36 |
125.01 |
125.27 |
+0.29 |
321,031 |
707,103 |
-3,033 |
Mar13 |
120920 |
125.55 |
125.80 |
125.55 |
125.79 |
+0.32 |
665 |
12,266 |
+665 |
Jun13 |
120920 |
125.79 |
125.79 |
125.79 |
125.79 |
+0.32 |
|
|
|
Total Volume and Open Interest |
321,696 |
719,369 |
-2,368 |
3-Mth Euribor(EUREX) |
Sep12 |
120917 |
99.753 |
99.753 |
99.753 |
99.753 |
-0.002 |
220 |
2,886 |
+164 |
Dec12 |
120920 |
99.810 |
99.825 |
99.810 |
99.825 |
+0.020 |
5 |
1,577 |
+0 |
Mar13 |
120920 |
99.810 |
99.825 |
99.810 |
99.820 |
+0.025 |
0 |
1,065 |
+0 |
Total Volume and Open Interest |
15 |
4,489 |
+10 |
Long Gilt(LIFFE) |
Sep12 |
120920 |
120~24 |
120~25 |
120~12 |
120~24 |
+0~14 |
154 |
911 |
-248 |
Dec12 |
120920 |
119~14 |
119~24 |
119~09 |
119~21 |
+0~14 |
176,263 |
320,180 |
-3,537 |
Total Volume and Open Interest |
176,417 |
321,091 |
-3,785 |
3-Mth Short Sterling(LIFFE) |
Dec12 |
120920 |
99.45 |
99.47 |
99.44 |
99.45 |
+0.01 |
139,649 |
396,935 |
+15,809 |
Mar13 |
120920 |
99.45 |
99.47 |
99.44 |
99.46 |
+0.01 |
101,391 |
332,558 |
+4,403 |
Jun13 |
120920 |
99.45 |
99.47 |
99.44 |
99.45 |
unch |
118,199 |
308,725 |
+5,242 |
Sep13 |
120920 |
99.43 |
99.45 |
99.42 |
99.44 |
+0.01 |
86,711 |
303,278 |
+2,749 |
Dec13 |
120920 |
99.40 |
99.42 |
99.38 |
99.40 |
+0.01 |
64,254 |
268,451 |
-1,870 |
Mar14 |
120920 |
99.35 |
99.39 |
99.35 |
99.37 |
+0.02 |
51,765 |
237,854 |
+2,824 |
Total Volume and Open Interest |
734,206 |
2,771,196 |
+22,942 |
3-Mth Euribor(LIFFE) |
Dec12 |
120920 |
99.795 |
99.830 |
99.795 |
99.825 |
+0.020 |
139,082 |
511,978 |
-604 |
Mar13 |
120920 |
99.790 |
99.830 |
99.785 |
99.820 |
+0.025 |
124,101 |
458,069 |
+37 |
Jun13 |
120920 |
99.755 |
99.815 |
99.755 |
99.805 |
+0.035 |
124,704 |
430,126 |
+8,088 |
Total Volume and Open Interest |
960,589 |
3,440,619 |
+38,523 |
3-Mth Aus T-Bills(SFE) |
Sep12 |
120913 |
96.43 |
96.60 |
96.43 |
96.44 |
unch |
18,564 |
34,248 |
-23,705 |
Dec12 |
120920 |
96.77 |
96.86 |
96.77 |
96.86 |
+0.08 |
33,908 |
167,848 |
+2,798 |
Mar13 |
120920 |
96.99 |
97.13 |
96.99 |
97.12 |
+0.12 |
30,315 |
150,261 |
+5,109 |
Jun13 |
120920 |
97.07 |
97.22 |
97.07 |
97.22 |
+0.14 |
17,402 |
112,939 |
+1,529 |
Sep13 |
120920 |
97.05 |
97.18 |
97.04 |
97.18 |
+0.13 |
5,642 |
65,499 |
+86 |
Dec13 |
120920 |
96.95 |
97.10 |
96.95 |
97.10 |
+0.14 |
3,213 |
54,629 |
+450 |
Mar14 |
120920 |
96.88 |
97.03 |
96.88 |
97.03 |
+0.15 |
2,666 |
33,522 |
+404 |
Jun14 |
120920 |
96.80 |
96.95 |
96.80 |
96.95 |
+0.14 |
1,256 |
15,562 |
+249 |
Sep14 |
120920 |
96.74 |
96.88 |
96.74 |
96.88 |
+0.14 |
380 |
6,194 |
+46 |
Dec14 |
120920 |
96.72 |
96.80 |
96.72 |
96.80 |
+0.14 |
49 |
955 |
-20 |
Total Volume and Open Interest |
94,831 |
607,700 |
+10,651 |
10-Year Aus T-Bonds(SFE) |
Dec12 |
120920 |
96.75 |
96.87 |
96.73 |
96.87 |
+0.12 |
78,073 |
367,446 |
+11,796 |
Mar13 |
120920 |
97.02 |
97.02 |
97.02 |
97.02 |
+0.12 |
|
|
|
Total Volume and Open Interest |
78,073 |
367,446 |
+11,796 |
3-Year Aus T-Bonds(SFE) |
Dec12 |
120920 |
97.38 |
97.50 |
97.36 |
97.50 |
+0.12 |
203,397 |
478,338 |
+22,577 |
Mar13 |
120920 |
97.62 |
97.62 |
97.62 |
97.62 |
+0.12 |
|
|
|
Total Volume and Open Interest |
203,397 |
478,338 |
+22,577 |
Gold(CMX) |
Oct12 |
120920 |
1770.0 |
1772.5 |
1755.5 |
1767.8 |
-1.5 |
9,780 |
22,229 |
-554 |
Dec12 |
120920 |
1772.4 |
1774.9 |
1757.7 |
1770.2 |
-1.5 |
163,628 |
329,018 |
+4,859 |
Feb13 |
120920 |
1775.9 |
1776.2 |
1760.8 |
1772.5 |
-1.5 |
1,390 |
26,326 |
+436 |
Apr13 |
120920 |
1777.9 |
1778.0 |
1763.0 |
1774.6 |
-1.6 |
569 |
16,518 |
+43 |
Jun13 |
120920 |
1770.0 |
1778.3 |
1765.2 |
1776.6 |
-1.7 |
210 |
21,606 |
-31 |
Aug13 |
120920 |
1775.3 |
1778.6 |
1770.8 |
1778.6 |
-1.7 |
72 |
5,651 |
-1 |
Oct13 |
120920 |
1772.5 |
1781.0 |
1772.5 |
1780.5 |
-1.8 |
274 |
3,106 |
+233 |
Dec13 |
120920 |
1784.9 |
1786.5 |
1771.1 |
1782.8 |
-1.8 |
46 |
11,451 |
+18 |
Feb14 |
120920 |
1777.2 |
1785.1 |
1777.2 |
1785.1 |
-1.9 |
3 |
2,535 |
-1 |
Apr14 |
120920 |
1787.4 |
1787.4 |
1787.4 |
1787.4 |
-1.9 |
0 |
3,610 |
+0 |
Jun14 |
120920 |
1789.9 |
1789.9 |
1789.9 |
1789.9 |
-1.9 |
0 |
9,373 |
+0 |
Total Volume and Open Interest |
176,220 |
478,609 |
+5,031 |
Silver(CMX) |
Sep12 |
120920 |
3426.0 |
3461.8 |
3420.0 |
3461.8 |
+9.9 |
91 |
485 |
-9 |
Dec12 |
120920 |
3460.5 |
3480.0 |
3412.0 |
3468.2 |
+9.4 |
59,582 |
81,988 |
+2,986 |
Mar13 |
120920 |
3474.0 |
3483.5 |
3419.5 |
3476.0 |
+9.3 |
2,669 |
8,922 |
-178 |
May13 |
120920 |
3479.0 |
3485.0 |
3438.0 |
3480.0 |
+9.3 |
693 |
3,990 |
+376 |
Jul13 |
120920 |
3445.0 |
3483.0 |
3443.5 |
3483.0 |
+9.3 |
236 |
5,307 |
+85 |
Sep13 |
120920 |
3471.0 |
3486.0 |
3469.5 |
3485.9 |
+9.3 |
48 |
2,342 |
+32 |
Dec13 |
120920 |
3475.0 |
3495.0 |
3453.5 |
3489.8 |
+9.3 |
140 |
13,576 |
+42 |
Total Volume and Open Interest |
63,699 |
127,032 |
+3,362 |
Platinum(NYMEX) |
Oct12 |
120920 |
1640.1 |
1641.8 |
1596.0 |
1623.9 |
-16.5 |
21,227 |
34,711 |
-5,113 |
Jan13 |
120920 |
1643.9 |
1644.6 |
1601.7 |
1627.8 |
-16.6 |
3,505 |
21,317 |
+1,462 |
Apr13 |
120920 |
1642.0 |
1642.0 |
1605.0 |
1631.1 |
-16.7 |
34 |
1,057 |
+18 |
Jul13 |
120920 |
1632.1 |
1632.1 |
1632.1 |
1632.1 |
-16.7 |
|
|
|
Total Volume and Open Interest |
24,778 |
57,118 |
-3,639 |
Palladium(NYMEX) |
Sep12 |
120920 |
668.75 |
668.75 |
659.60 |
659.60 |
-11.40 |
2 |
18 |
-5 |
Dec12 |
120920 |
670.80 |
672.75 |
657.00 |
661.10 |
-11.95 |
4,603 |
19,736 |
+50 |
Mar13 |
120920 |
662.90 |
666.80 |
659.25 |
662.65 |
-11.70 |
16 |
611 |
+4 |
Total Volume and Open Interest |
4,621 |
20,377 |
+49 |
Copper(CMX) |
Sep12 |
120920 |
381.55 |
381.55 |
375.75 |
377.25 |
-5.65 |
330 |
2,263 |
-196 |
Dec12 |
120920 |
379.80 |
380.80 |
373.35 |
375.90 |
-5.50 |
51,593 |
96,058 |
-780 |
Mar13 |
120920 |
381.10 |
381.45 |
374.30 |
376.75 |
-5.50 |
3,237 |
25,414 |
+170 |
May13 |
120920 |
377.75 |
378.70 |
377.10 |
377.15 |
-5.45 |
305 |
4,971 |
+123 |
Jul13 |
120920 |
378.45 |
378.75 |
377.35 |
377.35 |
-5.45 |
11 |
4,389 |
+4 |
Total Volume and Open Interest |
56,144 |
149,098 |
-764 |
DJIA Index(CBOT) |
Sep12 |
120920 |
13543 |
13593 |
13510 |
13593 |
+23 |
829 |
12,137 |
-120 |
Dec12 |
120920 |
13500 |
13520 |
13432 |
13515 |
+18 |
774 |
7,262 |
+736 |
Mar13 |
120920 |
13450 |
13450 |
13432 |
13450 |
+18 |
0 |
5 |
+0 |
Jun13 |
120920 |
13374 |
13374 |
13356 |
13374 |
+18 |
|
|
|
Total Volume and Open Interest |
1,603 |
19,404 |
+616 |
E-mini DJIA Index(CBOT) |
Sep12 |
120920 |
13570 |
13604 |
13501 |
13593 |
+23 |
32,808 |
47,277 |
-15,007 |
Dec12 |
120920 |
13498 |
13528 |
13426 |
13515 |
+18 |
105,219 |
104,262 |
+22,323 |
Mar13 |
120920 |
13450 |
13450 |
13450 |
13450 |
+18 |
3 |
132 |
-3 |
Jun13 |
120920 |
13374 |
13374 |
13374 |
13374 |
+18 |
0 |
39 |
+0 |
Total Volume and Open Interest |
138,030 |
151,710 |
+7,313 |
S & P 500(CME) |
Sep12 |
120920 |
1454.00 |
1461.50 |
1450.00 |
1460.50 |
+1.00 |
54,957 |
83,277 |
-16,986 |
Dec12 |
120920 |
1453.60 |
1455.00 |
1443.80 |
1453.80 |
+0.60 |
55,630 |
173,833 |
+35,552 |
Mar13 |
120920 |
1447.00 |
1447.40 |
1438.40 |
1447.00 |
+0.60 |
0 |
1,575 |
+0 |
Jun13 |
120920 |
1440.00 |
1440.40 |
1431.40 |
1440.00 |
+0.60 |
0 |
456 |
+0 |
Total Volume and Open Interest |
110,587 |
259,144 |
+18,569 |
S & P 500 E-Mini(Globex) |
Sep12 |
120920 |
1459.75 |
1461.75 |
1450.00 |
1460.50 |
+1.00 |
762,529 |
1,149,736 |
-339,678 |
Dec12 |
120920 |
1453.50 |
1455.00 |
1443.50 |
1453.75 |
+0.50 |
1,821,180 |
2,428,499 |
+456,310 |
Total Volume and Open Interest |
2,583,774 |
3,584,406 |
+116,649 |
NASDAQ 100(CME) |
Sep12 |
120920 |
2857.00 |
2864.00 |
2845.00 |
2859.50 |
+0.50 |
1,917 |
22,794 |
-676 |
Dec12 |
120920 |
2857.50 |
2859.00 |
2837.00 |
2853.30 |
-0.20 |
807 |
4,431 |
+552 |
Mar13 |
120920 |
2847.80 |
2848.00 |
2847.80 |
2847.80 |
-0.20 |
|
|
|
Total Volume and Open Interest |
2,724 |
27,225 |
-124 |
NASDAQ 100 E-Mini(Globex) |
Sep12 |
120920 |
2860.30 |
2863.80 |
2842.80 |
2859.50 |
+0.50 |
66,701 |
247,039 |
-21,815 |
Dec12 |
120920 |
2854.80 |
2858.00 |
2837.30 |
2853.30 |
-0.20 |
195,602 |
350,779 |
+47,327 |
Total Volume and Open Interest |
262,303 |
597,830 |
+25,512 |
S & P Midcap 400(CME) |
Sep12 |
120920 |
1007.10 |
1012.50 |
1007.10 |
1007.10 |
-5.40 |
114 |
3,982 |
-1 |
Dec12 |
120920 |
1004.10 |
1009.50 |
994.00 |
1004.10 |
-5.40 |
116 |
314 |
-16 |
Mar13 |
120920 |
1002.10 |
1007.50 |
1002.10 |
1002.10 |
-5.40 |
|
|
|
Total Volume and Open Interest |
230 |
4,296 |
-17 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Dec12 |
120920 |
9155 |
9165 |
8990 |
9040 |
-100 |
4,560 |
21,611 |
-282 |
Mar13 |
120920 |
9040 |
9140 |
9040 |
9040 |
-100 |
|
|
|
Total Volume and Open Interest |
4,560 |
21,611 |
-282 |
Nikkei 225(SGX) |
Dec12 |
120920 |
9160 |
9180 |
8985 |
9000 |
-170 |
77,728 |
197,790 |
+7,841 |
Mar13 |
120920 |
8985 |
8985 |
8985 |
8985 |
-175 |
0 |
410 |
+0 |
Jun13 |
120920 |
8910 |
8910 |
8910 |
8910 |
-170 |
0 |
1,205 |
+0 |
Total Volume and Open Interest |
78,100 |
220,331 |
+7,982 |
CAC 40(EURONEXT) |
Sep12 |
120920 |
3517.0 |
3522.0 |
3485.5 |
3510.5 |
-20.5 |
247,006 |
340,864 |
+25,472 |
Oct12 |
120920 |
3507.0 |
3510.0 |
3473.0 |
3498.5 |
-21.0 |
142,773 |
171,891 |
+89,218 |
Nov12 |
120920 |
3486.0 |
3497.0 |
3478.5 |
3497.0 |
-20.0 |
0 |
3 |
+0 |
Total Volume and Open Interest |
399,537 |
531,953 |
+117,850 |
Hang Seng Index(HKFE) |
Sep12 |
120920 |
20830 |
20874 |
20589 |
20635 |
-249 |
68,950 |
109,304 |
+8,120 |
Oct12 |
120920 |
20835 |
20840 |
20568 |
20614 |
-243 |
2,581 |
6,583 |
+2,110 |
Total Volume and Open Interest |
72,804 |
123,680 |
+10,751 |
DAX(EUREX) |
Sep12 |
120920 |
7352.0 |
7402.0 |
7312.5 |
7383.0 |
-9.5 |
172,580 |
96,593 |
-27,994 |
Dec12 |
120920 |
7359.5 |
7405.5 |
7316.5 |
7387.0 |
-9.5 |
74,295 |
95,357 |
+28,536 |
Mar13 |
120920 |
7356.0 |
7408.5 |
7322.0 |
7390.0 |
-11.0 |
3,620 |
1,952 |
-34 |
Total Volume and Open Interest |
250,495 |
193,902 |
+508 |
FT-SE 100(EURONEXT) |
Sep12 |
120920 |
5889.50 |
5889.50 |
5823.50 |
5853.50 |
-42.50 |
227,012 |
272,274 |
-190,156 |
Dec12 |
120920 |
5856.50 |
5856.50 |
5795.50 |
5826.00 |
-42.00 |
186,663 |
397,738 |
+161,856 |
Mar13 |
120920 |
5774.00 |
5783.00 |
5765.00 |
5783.00 |
-42.50 |
244 |
224 |
+0 |
Total Volume and Open Interest |
413,919 |
670,236 |
-28,300 |
SPI 200(SFE) |
Sep12 |
120920 |
4417.0 |
4425.0 |
4390.0 |
4396.0 |
-19.0 |
124,957 |
223,685 |
-30,135 |
Dec12 |
120920 |
4428.0 |
4434.0 |
4402.0 |
4405.0 |
-20.0 |
98,182 |
239,615 |
+50,499 |
Mar13 |
120920 |
4371.0 |
4371.0 |
4371.0 |
4371.0 |
-19.0 |
5 |
1,483 |
+0 |
Total Volume and Open Interest |
223,927 |
469,648 |
+20,687 |
GSCI(CME) |
Oct12 |
120920 |
655.50 |
659.50 |
654.50 |
658.50 |
+3.50 |
520 |
9,561 |
-295 |
Nov12 |
120920 |
658.50 |
660.20 |
655.20 |
658.50 |
+2.75 |
|
|
|
Dec12 |
120920 |
660.50 |
663.45 |
658.45 |
660.50 |
+1.50 |
|
|
|
Total Volume and Open Interest |
520 |
9,561 |
-1,201 |
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. |
|
|