|
MRCI's End of Day Prices |
Daily Futures Price Listing Mon September 24, 2012 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Nov12 |
120924 |
1621.75 |
1626.00 |
1590.25 |
1610.00 |
-11.75 |
190,026 |
342,998 |
-502 |
Jan13 |
120924 |
1622.00 |
1625.75 |
1591.00 |
1611.00 |
-11.00 |
50,628 |
102,458 |
+2,473 |
Mar13 |
120924 |
1580.00 |
1583.75 |
1552.00 |
1572.25 |
-7.25 |
18,461 |
96,220 |
+930 |
May13 |
120924 |
1528.25 |
1529.00 |
1500.00 |
1520.25 |
-5.75 |
10,014 |
86,803 |
-51 |
Jul13 |
120924 |
1505.50 |
1507.25 |
1481.00 |
1500.00 |
-7.25 |
7,635 |
66,079 |
-762 |
Aug13 |
120924 |
1479.75 |
1483.75 |
1455.75 |
1473.00 |
-6.75 |
181 |
1,075 |
+2 |
Sep13 |
120924 |
1405.00 |
1417.50 |
1399.75 |
1412.75 |
-4.75 |
105 |
1,246 |
+38 |
Nov13 |
120924 |
1354.00 |
1356.00 |
1335.00 |
1352.25 |
-1.75 |
4,669 |
34,244 |
+1,237 |
Jan14 |
120924 |
1346.25 |
1357.50 |
1346.25 |
1355.75 |
-1.75 |
7 |
343 |
+6 |
Mar14 |
120924 |
1355.00 |
1357.00 |
1355.00 |
1355.00 |
-2.00 |
0 |
96 |
+0 |
May14 |
120924 |
1356.00 |
1359.50 |
1352.00 |
1355.50 |
-1.75 |
0 |
105 |
+0 |
Jul14 |
120924 |
1357.25 |
1359.00 |
1357.25 |
1357.25 |
-1.75 |
0 |
57 |
+0 |
Aug14 |
120924 |
1352.00 |
1353.75 |
1352.00 |
1352.00 |
-1.75 |
|
|
|
Sep14 |
120924 |
1342.25 |
1344.00 |
1342.25 |
1342.25 |
-1.75 |
|
|
|
Total Volume and Open Interest |
281,729 |
733,499 |
+3,372 |
Soybean Meal(CBOT) |
Oct12 |
120924 |
485.10 |
485.40 |
476.60 |
481.60 |
-2.90 |
15,768 |
27,549 |
-1,970 |
Dec12 |
120924 |
486.40 |
487.80 |
477.10 |
484.20 |
-1.80 |
64,515 |
109,365 |
-2,861 |
Jan13 |
120924 |
482.70 |
484.50 |
474.60 |
481.60 |
-1.10 |
5,811 |
22,128 |
-41 |
Mar13 |
120924 |
466.50 |
466.80 |
458.00 |
465.20 |
+0.20 |
4,523 |
19,463 |
+617 |
May13 |
120924 |
439.10 |
442.60 |
433.90 |
441.10 |
+0.70 |
2,963 |
24,911 |
+145 |
Jul13 |
120924 |
431.80 |
435.00 |
426.30 |
432.90 |
-0.70 |
2,726 |
16,963 |
-398 |
Aug13 |
120924 |
422.80 |
423.80 |
422.80 |
423.50 |
-0.30 |
212 |
1,190 |
-70 |
Sep13 |
120924 |
406.00 |
408.00 |
404.10 |
405.60 |
+1.50 |
134 |
1,182 |
-24 |
Oct13 |
120924 |
386.50 |
387.00 |
381.70 |
386.00 |
+0.70 |
155 |
2,812 |
+86 |
Dec13 |
120924 |
380.30 |
385.80 |
379.60 |
383.90 |
+1.00 |
340 |
6,742 |
+189 |
Total Volume and Open Interest |
97,147 |
233,178 |
-4,327 |
Soybean Oil(CBOT) |
Oct12 |
120924 |
54.46 |
54.60 |
52.89 |
53.76 |
-0.69 |
18,939 |
26,699 |
-4,744 |
Dec12 |
120924 |
54.83 |
55.07 |
53.32 |
54.17 |
-0.66 |
73,401 |
159,187 |
-607 |
Jan13 |
120924 |
55.12 |
55.25 |
53.62 |
54.46 |
-0.67 |
8,149 |
37,633 |
+244 |
Mar13 |
120924 |
55.53 |
55.65 |
54.00 |
54.81 |
-0.68 |
5,161 |
30,518 |
+329 |
May13 |
120924 |
55.19 |
55.48 |
54.00 |
54.85 |
-0.63 |
3,324 |
18,846 |
+337 |
Jul13 |
120924 |
55.05 |
55.05 |
53.90 |
54.75 |
-0.58 |
2,809 |
15,991 |
+71 |
Aug13 |
120924 |
54.00 |
54.88 |
54.00 |
54.35 |
-0.53 |
241 |
1,954 |
-1 |
Sep13 |
120924 |
53.00 |
54.03 |
53.00 |
53.55 |
-0.48 |
162 |
1,956 |
+82 |
Oct13 |
120924 |
52.06 |
52.53 |
51.85 |
52.26 |
-0.27 |
421 |
3,026 |
+127 |
Dec13 |
120924 |
51.70 |
52.22 |
51.16 |
51.92 |
-0.30 |
635 |
7,728 |
+263 |
Total Volume and Open Interest |
113,284 |
304,373 |
-3,873 |
Canola(WCE) |
Nov12 |
120924 |
612.2 |
616.3 |
605.3 |
611.4 |
-1.5 |
14,324 |
116,088 |
-2,258 |
Jan13 |
120924 |
615.0 |
616.9 |
608.5 |
614.9 |
-1.3 |
3,533 |
67,957 |
+638 |
Mar13 |
120924 |
614.7 |
614.7 |
607.8 |
614.3 |
-1.4 |
1,586 |
17,821 |
-1,207 |
May13 |
120924 |
604.3 |
606.4 |
601.0 |
605.4 |
-1.3 |
411 |
19,557 |
+0 |
Jul13 |
120924 |
597.3 |
598.2 |
590.8 |
596.9 |
-2.0 |
208 |
4,176 |
+30 |
Total Volume and Open Interest |
20,135 |
230,130 |
-2,763 |
Corn(CBOT) |
Dec12 |
120924 |
746.75 |
751.25 |
736.25 |
744.75 |
-3.50 |
161,680 |
648,157 |
-5,353 |
Mar13 |
120924 |
749.50 |
754.00 |
740.25 |
748.75 |
-2.25 |
36,056 |
224,528 |
+4,473 |
May13 |
120924 |
748.25 |
751.50 |
739.25 |
747.25 |
-2.50 |
10,890 |
71,837 |
+1,185 |
Jul13 |
120924 |
741.25 |
744.00 |
732.50 |
740.25 |
-2.00 |
10,931 |
110,713 |
+536 |
Sep13 |
120924 |
666.50 |
667.25 |
658.00 |
662.50 |
-2.50 |
772 |
18,493 |
-8 |
Dec13 |
120924 |
639.25 |
641.75 |
631.50 |
638.25 |
-1.25 |
5,533 |
95,344 |
+113 |
Mar14 |
120924 |
647.25 |
647.25 |
640.50 |
645.50 |
-1.50 |
205 |
1,959 |
+50 |
May14 |
120924 |
648.00 |
651.75 |
647.50 |
651.75 |
-2.00 |
218 |
720 |
+155 |
Jul14 |
120924 |
653.00 |
654.25 |
650.50 |
652.25 |
-2.00 |
112 |
1,053 |
-12 |
Sep14 |
120924 |
610.00 |
610.00 |
610.00 |
610.00 |
unch |
2 |
73 |
-2 |
Total Volume and Open Interest |
226,586 |
1,179,149 |
+1,231 |
Wheat(CBOT) |
Dec12 |
120924 |
897.50 |
907.25 |
883.25 |
892.00 |
-5.25 |
62,662 |
250,071 |
-1,890 |
Mar13 |
120924 |
908.00 |
916.75 |
894.25 |
903.75 |
-4.25 |
12,133 |
81,016 |
+267 |
May13 |
120924 |
907.00 |
913.75 |
892.25 |
904.25 |
-1.25 |
2,928 |
21,632 |
+142 |
Jul13 |
120924 |
870.00 |
875.25 |
855.25 |
864.50 |
-7.00 |
3,691 |
59,178 |
+693 |
Sep13 |
120924 |
869.00 |
872.50 |
858.25 |
864.50 |
-7.50 |
83 |
2,246 |
+12 |
Dec13 |
120924 |
876.00 |
882.25 |
863.00 |
870.50 |
-8.25 |
1,289 |
35,025 |
+469 |
Total Volume and Open Interest |
82,813 |
452,305 |
-289 |
Wheat(KCBT) |
Dec12 |
120924 |
925.50 |
933.50 |
907.25 |
913.25 |
-13.00 |
9,423 |
102,763 |
+760 |
Mar13 |
120924 |
937.50 |
944.50 |
919.50 |
925.50 |
-12.00 |
1,757 |
27,049 |
+572 |
May13 |
120924 |
937.75 |
937.75 |
918.25 |
924.50 |
-11.25 |
208 |
9,734 |
+42 |
Jul13 |
120924 |
898.25 |
901.50 |
881.75 |
886.50 |
-14.25 |
504 |
15,489 |
+102 |
Sep13 |
120924 |
891.50 |
891.75 |
883.00 |
888.00 |
-13.00 |
81 |
1,165 |
+27 |
Dec13 |
120924 |
893.00 |
898.00 |
888.00 |
893.00 |
-12.50 |
64 |
968 |
+43 |
Total Volume and Open Interest |
12,038 |
157,404 |
+1,546 |
Wheat(MGE) |
Dec12 |
120924 |
957.00 |
964.00 |
940.25 |
950.50 |
-7.25 |
2,219 |
26,708 |
+607 |
Mar13 |
120924 |
965.25 |
972.50 |
949.00 |
958.00 |
-7.25 |
332 |
7,786 |
+0 |
May13 |
120924 |
966.25 |
970.00 |
955.75 |
963.75 |
-7.75 |
109 |
2,756 |
+14 |
Jul13 |
120924 |
971.00 |
971.00 |
954.25 |
961.50 |
-6.75 |
90 |
1,740 |
+29 |
Sep13 |
120924 |
940.00 |
941.00 |
929.00 |
936.00 |
-4.00 |
24 |
2,586 |
-5 |
Total Volume and Open Interest |
2,792 |
42,021 |
+650 |
Oats(CBOT) |
Dec12 |
120924 |
376.00 |
376.50 |
370.00 |
376.50 |
+0.50 |
522 |
9,791 |
+73 |
Mar13 |
120924 |
380.00 |
382.25 |
378.75 |
382.25 |
+1.25 |
90 |
1,394 |
+44 |
May13 |
120924 |
383.25 |
383.25 |
381.00 |
383.25 |
+2.25 |
11 |
64 |
+8 |
Jul13 |
120924 |
381.50 |
381.50 |
379.25 |
381.50 |
+2.25 |
0 |
9 |
+0 |
Total Volume and Open Interest |
623 |
11,271 |
+125 |
Rough Rice(CBOT) |
Nov12 |
120924 |
15.24 |
15.30 |
15.12 |
15.19 |
-0.05 |
420 |
12,240 |
-62 |
Jan13 |
120924 |
15.54 |
15.55 |
15.45 |
15.49 |
-0.06 |
186 |
1,721 |
+25 |
Mar13 |
120924 |
15.78 |
15.85 |
15.77 |
15.77 |
-0.03 |
3 |
191 |
+1 |
May13 |
120924 |
15.98 |
16.00 |
15.98 |
15.98 |
-0.02 |
0 |
12 |
+0 |
Total Volume and Open Interest |
609 |
14,187 |
-36 |
Live Cattle(CME) |
Oct12 |
120924 |
126.000 |
126.050 |
125.100 |
125.300 |
-0.235 |
15,143 |
49,265 |
-5,169 |
Dec12 |
120924 |
128.750 |
128.950 |
128.200 |
128.400 |
-0.085 |
18,793 |
124,619 |
+783 |
Feb13 |
120924 |
132.130 |
132.450 |
131.575 |
131.685 |
-0.250 |
5,858 |
51,536 |
+1,314 |
Apr13 |
120924 |
136.100 |
136.200 |
135.300 |
135.435 |
-0.300 |
4,239 |
42,166 |
+1,435 |
Jun13 |
120924 |
132.325 |
132.700 |
131.900 |
132.200 |
-0.200 |
1,367 |
17,037 |
+50 |
Aug13 |
120924 |
132.880 |
132.880 |
132.200 |
132.500 |
+0.100 |
226 |
6,118 |
+86 |
Total Volume and Open Interest |
45,817 |
292,988 |
-1,420 |
Feeder Cattle(CME) |
Sep12 |
120924 |
143.985 |
144.035 |
143.685 |
143.785 |
-0.015 |
659 |
2,387 |
-316 |
Oct12 |
120924 |
147.535 |
147.950 |
147.050 |
147.400 |
+0.165 |
2,817 |
10,031 |
-280 |
Nov12 |
120924 |
148.880 |
149.450 |
148.485 |
148.800 |
+0.100 |
3,208 |
10,574 |
+677 |
Jan13 |
120924 |
151.200 |
151.550 |
150.935 |
151.325 |
+0.445 |
788 |
5,810 |
+95 |
Mar13 |
120924 |
153.500 |
154.000 |
153.300 |
154.000 |
+0.565 |
172 |
2,499 |
+49 |
Apr13 |
120924 |
154.100 |
155.050 |
154.100 |
154.900 |
+0.800 |
55 |
895 |
+10 |
May13 |
120924 |
155.950 |
156.185 |
155.550 |
156.185 |
+0.885 |
76 |
1,226 |
+17 |
Total Volume and Open Interest |
7,814 |
33,626 |
+283 |
Lean Hogs(CME) |
Oct12 |
120924 |
75.650 |
76.750 |
75.475 |
76.500 |
+0.700 |
15,339 |
38,479 |
-2,901 |
Dec12 |
120924 |
74.725 |
75.635 |
74.500 |
75.350 |
+0.375 |
20,339 |
105,721 |
+133 |
Feb13 |
120924 |
80.975 |
81.450 |
80.850 |
81.285 |
+0.085 |
5,166 |
40,036 |
-206 |
Apr13 |
120924 |
87.650 |
87.785 |
87.200 |
87.535 |
-0.165 |
2,882 |
24,191 |
-674 |
May13 |
120924 |
95.180 |
95.650 |
95.050 |
95.650 |
+0.100 |
18 |
1,030 |
+2 |
Jun13 |
120924 |
97.680 |
98.250 |
97.500 |
98.180 |
+0.080 |
1,156 |
17,047 |
-266 |
Jul13 |
120924 |
97.400 |
97.900 |
97.000 |
97.730 |
+0.280 |
62 |
3,970 |
-5 |
Aug13 |
120924 |
96.885 |
97.000 |
96.680 |
96.900 |
-0.100 |
29 |
3,251 |
-6 |
Total Volume and Open Interest |
45,000 |
236,470 |
-3,920 |
Class III Milk(CME) |
Sep12 |
120924 |
18.94 |
18.95 |
18.92 |
18.95 |
+0.02 |
45 |
4,736 |
+108 |
Oct12 |
120924 |
20.21 |
20.40 |
20.12 |
20.14 |
-0.07 |
606 |
5,132 |
+40 |
Nov12 |
120924 |
20.49 |
20.57 |
20.20 |
20.31 |
-0.18 |
640 |
4,767 |
+225 |
Dec12 |
120924 |
19.97 |
19.98 |
19.72 |
19.76 |
-0.21 |
154 |
3,837 |
+68 |
Jan13 |
120924 |
19.75 |
19.75 |
19.47 |
19.47 |
-0.23 |
68 |
1,565 |
+10 |
Total Volume and Open Interest |
1,721 |
27,286 |
+503 |
Cocoa(ICE) |
Dec12 |
120924 |
2526 |
2530 |
2441 |
2446 |
-75 |
9,041 |
100,023 |
-650 |
Mar13 |
120924 |
2538 |
2542 |
2456 |
2460 |
-74 |
2,809 |
43,244 |
+204 |
May13 |
120924 |
2528 |
2528 |
2468 |
2470 |
-72 |
515 |
20,926 |
-11 |
Jul13 |
120924 |
2528 |
2528 |
2481 |
2483 |
-68 |
404 |
13,130 |
+172 |
Sep13 |
120924 |
2523 |
2523 |
2493 |
2493 |
-64 |
29 |
5,296 |
-2 |
Dec13 |
120924 |
2540 |
2540 |
2499 |
2499 |
-64 |
18 |
6,622 |
+11 |
Mar14 |
120924 |
2530 |
2530 |
2504 |
2504 |
-66 |
8 |
8,622 |
+0 |
Total Volume and Open Interest |
12,834 |
202,226 |
-270 |
Coffee "C"(ICE) |
Dec12 |
120924 |
171.80 |
172.75 |
167.65 |
172.30 |
-1.00 |
17,860 |
83,784 |
-1,294 |
Mar13 |
120924 |
176.75 |
176.80 |
171.90 |
176.35 |
-1.05 |
8,945 |
37,319 |
+2,785 |
May13 |
120924 |
179.95 |
179.95 |
174.65 |
179.15 |
-1.00 |
2,790 |
10,198 |
-366 |
Jul13 |
120924 |
182.65 |
182.65 |
177.35 |
181.85 |
-1.00 |
939 |
6,146 |
+207 |
Sep13 |
120924 |
185.50 |
185.50 |
180.00 |
184.50 |
-1.00 |
381 |
2,504 |
+70 |
Dec13 |
120924 |
188.80 |
188.80 |
186.45 |
188.25 |
-1.00 |
212 |
2,163 |
+81 |
Total Volume and Open Interest |
31,134 |
142,730 |
+1,478 |
Orange Juice(ICE) |
Nov12 |
120924 |
124.50 |
124.50 |
117.60 |
118.30 |
-6.55 |
1,055 |
16,544 |
-389 |
Jan13 |
120924 |
123.35 |
123.35 |
117.60 |
117.90 |
-6.45 |
113 |
3,309 |
+55 |
Mar13 |
120924 |
124.50 |
124.50 |
119.75 |
119.90 |
-6.10 |
25 |
2,158 |
-6 |
May13 |
120924 |
123.80 |
123.80 |
121.55 |
121.55 |
-6.00 |
19 |
780 |
+19 |
Jul13 |
120924 |
126.75 |
126.75 |
123.25 |
123.25 |
-6.05 |
0 |
20 |
+0 |
Sep13 |
120924 |
124.50 |
124.50 |
124.50 |
124.50 |
-5.70 |
0 |
13 |
+0 |
Total Volume and Open Interest |
1,212 |
22,824 |
-321 |
Sugar #11(ICE) |
Oct12 |
120924 |
19.38 |
19.62 |
19.21 |
19.50 |
+0.12 |
34,227 |
84,493 |
-9,037 |
Mar13 |
120924 |
20.08 |
20.38 |
19.89 |
20.27 |
+0.20 |
46,038 |
342,475 |
+6,979 |
May13 |
120924 |
20.18 |
20.46 |
20.00 |
20.36 |
+0.17 |
13,429 |
76,198 |
+3,992 |
Jul13 |
120924 |
20.27 |
20.51 |
20.04 |
20.39 |
+0.13 |
8,023 |
89,065 |
+1,167 |
Oct13 |
120924 |
20.43 |
20.78 |
20.33 |
20.65 |
+0.13 |
4,918 |
48,995 |
-1,118 |
Mar14 |
120924 |
20.85 |
21.15 |
20.76 |
21.06 |
+0.12 |
4,617 |
29,041 |
-145 |
May14 |
120924 |
20.98 |
21.11 |
20.97 |
21.00 |
+0.11 |
1,347 |
9,726 |
+228 |
Jul14 |
120924 |
20.95 |
20.99 |
20.95 |
20.98 |
+0.11 |
497 |
6,174 |
+167 |
Total Volume and Open Interest |
113,609 |
698,461 |
+2,378 |
London Cocoa(LCE) |
Dec12 |
120924 |
1623 |
1624 |
1577 |
1583 |
-43 |
7,520 |
75,953 |
-101 |
Mar13 |
120924 |
1609 |
1611 |
1568 |
1575 |
-38 |
4,052 |
63,676 |
+409 |
May13 |
120924 |
1615 |
1616 |
1576 |
1582 |
-36 |
1,102 |
24,994 |
+232 |
Jul13 |
120924 |
1620 |
1620 |
1581 |
1588 |
-35 |
437 |
14,487 |
+91 |
Sep13 |
120924 |
1620 |
1622 |
1586 |
1593 |
-34 |
266 |
9,898 |
+6 |
Dec13 |
120924 |
1605 |
1607 |
1580 |
1584 |
-34 |
245 |
8,039 |
+0 |
Mar14 |
120924 |
1610 |
1611 |
1586 |
1586 |
-29 |
0 |
5,280 |
+0 |
Total Volume and Open Interest |
13,622 |
206,578 |
+637 |
London Sugar(LCE) |
Dec12 |
120924 |
559.30 |
569.00 |
557.30 |
567.80 |
+6.90 |
1,206 |
27,649 |
+875 |
Mar13 |
120924 |
552.50 |
560.20 |
550.20 |
559.40 |
+5.60 |
2,042 |
28,766 |
-110 |
May13 |
120924 |
555.20 |
562.00 |
552.30 |
560.70 |
+5.00 |
338 |
8,079 |
-39 |
Aug13 |
120924 |
551.70 |
559.80 |
550.30 |
558.40 |
+4.30 |
154 |
3,705 |
-36 |
Oct13 |
120924 |
550.50 |
558.80 |
550.50 |
557.40 |
+4.60 |
83 |
2,790 |
-2 |
Total Volume and Open Interest |
3,862 |
72,793 |
+685 |
Cotton(ICE) |
Oct12 |
120924 |
72.00 |
72.25 |
71.01 |
71.01 |
-0.99 |
20 |
69 |
-20 |
Dec12 |
120924 |
73.50 |
73.67 |
72.43 |
72.50 |
-0.75 |
10,525 |
118,821 |
-542 |
Mar13 |
120924 |
74.48 |
74.55 |
73.45 |
73.50 |
-0.73 |
1,142 |
43,397 |
+87 |
May13 |
120924 |
75.06 |
75.08 |
74.54 |
74.57 |
-0.68 |
185 |
6,958 |
-38 |
Jul13 |
120924 |
75.85 |
75.95 |
75.32 |
75.32 |
-0.90 |
15 |
8,214 |
+1 |
Oct13 |
120924 |
77.01 |
77.01 |
77.01 |
77.01 |
-0.85 |
0 |
4 |
+0 |
Total Volume and Open Interest |
11,900 |
181,624 |
-509 |
Lumber(CME) |
Nov12 |
120924 |
278.5 |
279.4 |
274.7 |
275.4 |
-2.6 |
507 |
5,787 |
-87 |
Jan13 |
120924 |
291.3 |
292.4 |
287.7 |
288.8 |
-3.5 |
98 |
1,778 |
+40 |
Mar13 |
120924 |
301.9 |
301.9 |
296.8 |
298.8 |
-0.8 |
43 |
510 |
+4 |
May13 |
120924 |
307.7 |
307.9 |
307.7 |
307.7 |
-0.1 |
22 |
51 |
+17 |
Total Volume and Open Interest |
670 |
8,127 |
-26 |
Crude Oil(NYM) |
Nov12 |
120924 |
93.18 |
93.18 |
91.06 |
91.93 |
-0.96 |
244,553 |
338,798 |
-9,140 |
Dec12 |
120924 |
93.31 |
93.31 |
91.38 |
92.25 |
-0.96 |
73,713 |
204,309 |
+68 |
Jan13 |
120924 |
93.68 |
93.68 |
91.76 |
92.62 |
-0.96 |
23,521 |
115,092 |
+1,613 |
Feb13 |
120924 |
93.90 |
93.97 |
92.17 |
93.00 |
-0.93 |
16,860 |
64,488 |
+70 |
Mar13 |
120924 |
94.22 |
94.22 |
92.45 |
93.30 |
-0.91 |
17,624 |
64,221 |
+321 |
Apr13 |
120924 |
93.77 |
93.77 |
92.72 |
93.49 |
-0.90 |
6,531 |
32,952 |
+1,178 |
May13 |
120924 |
93.73 |
93.80 |
92.85 |
93.59 |
-0.87 |
3,523 |
24,324 |
+118 |
Jun13 |
120924 |
93.71 |
94.47 |
92.74 |
93.56 |
-0.83 |
24,030 |
104,687 |
-320 |
Jul13 |
120924 |
92.89 |
93.45 |
92.75 |
93.41 |
-0.78 |
2,732 |
30,210 |
+102 |
Aug13 |
120924 |
92.99 |
93.27 |
92.47 |
93.20 |
-0.72 |
2,549 |
21,729 |
+25 |
Sep13 |
120924 |
93.35 |
93.35 |
92.35 |
92.97 |
-0.67 |
8,064 |
34,130 |
+709 |
Oct13 |
120924 |
92.12 |
92.77 |
92.12 |
92.74 |
-0.64 |
3,175 |
19,768 |
+781 |
Nov13 |
120924 |
92.56 |
92.56 |
92.56 |
92.56 |
-0.61 |
3,466 |
25,482 |
+1,354 |
Dec13 |
120924 |
93.13 |
93.13 |
91.60 |
92.38 |
-0.59 |
31,076 |
168,342 |
-792 |
Jan14 |
120924 |
92.08 |
92.08 |
92.08 |
92.08 |
-0.56 |
1,112 |
25,127 |
+604 |
Feb14 |
120924 |
91.82 |
91.82 |
91.82 |
91.82 |
-0.54 |
1,347 |
8,950 |
+805 |
Total Volume and Open Interest |
481,194 |
1,572,532 |
-21,181 |
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 |
120924 |
93.150 |
93.175 |
91.075 |
91.925 |
-0.975 |
8,336 |
3,899 |
-79 |
Dec12 |
120924 |
93.400 |
93.425 |
91.400 |
92.250 |
-0.950 |
301 |
4,262 |
-11 |
Jan13 |
120924 |
92.325 |
92.625 |
92.000 |
92.625 |
-0.950 |
87 |
1,678 |
-36 |
Feb13 |
120924 |
93.000 |
93.000 |
93.000 |
93.000 |
-0.925 |
18 |
75 |
+2 |
Mar13 |
120924 |
93.000 |
93.300 |
92.650 |
93.300 |
-0.900 |
1 |
10 |
+1 |
Apr13 |
120924 |
93.500 |
93.500 |
93.500 |
93.500 |
-0.900 |
1 |
5 |
+1 |
May13 |
120924 |
93.600 |
93.600 |
93.600 |
93.600 |
-0.850 |
0 |
3 |
+0 |
Jun13 |
120924 |
93.550 |
93.550 |
92.925 |
93.550 |
-0.850 |
0 |
38 |
+0 |
Total Volume and Open Interest |
8,744 |
10,118 |
-122 |
Heating Oil(NYM) |
Oct12 |
120924 |
312.52 |
312.60 |
307.36 |
309.87 |
-2.20 |
44,322 |
52,454 |
-7,871 |
Nov12 |
120924 |
311.91 |
312.25 |
307.26 |
309.61 |
-2.16 |
61,605 |
77,237 |
+6,378 |
Dec12 |
120924 |
310.92 |
310.92 |
306.16 |
308.31 |
-2.45 |
27,874 |
55,282 |
-1,409 |
Jan13 |
120924 |
309.50 |
309.52 |
304.96 |
306.92 |
-2.67 |
15,506 |
34,838 |
-292 |
Feb13 |
120924 |
307.70 |
307.70 |
303.05 |
304.96 |
-2.77 |
7,807 |
15,060 |
-66 |
Mar13 |
120924 |
302.29 |
303.17 |
300.98 |
302.33 |
-2.79 |
7,060 |
20,921 |
+260 |
Apr13 |
120924 |
298.91 |
299.34 |
297.75 |
299.21 |
-2.78 |
4,121 |
24,810 |
-150 |
May13 |
120924 |
300.81 |
300.81 |
298.98 |
300.22 |
-2.69 |
3,345 |
12,385 |
+298 |
Jun13 |
120924 |
297.98 |
298.05 |
296.31 |
297.90 |
-2.59 |
3,884 |
12,755 |
-38 |
Jul13 |
120924 |
295.99 |
296.77 |
294.65 |
296.77 |
-2.50 |
151 |
3,019 |
+4 |
Aug13 |
120924 |
294.50 |
296.02 |
294.50 |
296.02 |
-2.40 |
155 |
1,652 |
+47 |
Sep13 |
120924 |
294.00 |
295.50 |
294.00 |
295.50 |
-2.29 |
1,242 |
2,828 |
+532 |
Oct13 |
120924 |
295.25 |
295.41 |
295.25 |
295.41 |
-2.20 |
202 |
980 |
+117 |
Nov13 |
120924 |
295.29 |
295.29 |
295.29 |
295.29 |
-2.12 |
132 |
1,188 |
+50 |
Total Volume and Open Interest |
179,536 |
322,019 |
-1,990 |
Gasoline(NYMEX) |
Oct12 |
120924 |
294.25 |
294.65 |
289.94 |
291.76 |
-2.49 |
47,879 |
43,063 |
-7,331 |
Nov12 |
120924 |
281.96 |
282.40 |
277.29 |
278.77 |
-3.18 |
64,366 |
108,083 |
+7,958 |
Dec12 |
120924 |
274.41 |
274.89 |
269.42 |
270.74 |
-3.47 |
28,140 |
55,632 |
+2,121 |
Jan13 |
120924 |
271.09 |
271.34 |
265.79 |
267.15 |
-3.63 |
9,155 |
29,737 |
-384 |
Feb13 |
120924 |
268.48 |
268.48 |
265.28 |
266.42 |
-3.75 |
5,917 |
12,099 |
+378 |
Mar13 |
120924 |
270.60 |
270.77 |
266.21 |
267.39 |
-3.71 |
3,614 |
12,907 |
+206 |
Apr13 |
120924 |
281.50 |
282.50 |
280.39 |
281.56 |
-3.71 |
2,044 |
8,809 |
+528 |
May13 |
120924 |
281.23 |
281.50 |
279.75 |
280.32 |
-3.71 |
1,054 |
4,829 |
+489 |
Jun13 |
120924 |
279.01 |
279.01 |
277.10 |
277.67 |
-3.73 |
2,274 |
6,523 |
-317 |
Jul13 |
120924 |
274.47 |
274.47 |
274.47 |
274.47 |
-3.78 |
292 |
1,219 |
-27 |
Total Volume and Open Interest |
165,095 |
296,366 |
+3,627 |
e-miNY RBOB Gasoline(NYM) |
Oct12 |
120924 |
291.80 |
291.80 |
291.70 |
291.80 |
-2.50 |
0 |
1 |
+0 |
Nov12 |
120924 |
278.80 |
278.80 |
278.77 |
278.80 |
-3.20 |
|
|
|
Dec12 |
120924 |
270.70 |
270.74 |
270.70 |
270.70 |
-3.50 |
|
|
|
Jan13 |
120924 |
267.20 |
267.20 |
267.15 |
267.20 |
-3.60 |
|
|
|
Total Volume and Open Interest |
0 |
1 |
+0 |
Natural Gas(NYM) |
Oct12 |
120924 |
2.900 |
2.903 |
2.814 |
2.837 |
-0.048 |
161,154 |
55,386 |
-27,448 |
Nov12 |
120924 |
3.078 |
3.083 |
3.000 |
3.033 |
-0.038 |
96,640 |
261,871 |
+1,507 |
Dec12 |
120924 |
3.356 |
3.361 |
3.285 |
3.325 |
-0.031 |
31,660 |
114,362 |
+71 |
Jan13 |
120924 |
3.508 |
3.510 |
3.438 |
3.484 |
-0.025 |
36,690 |
180,358 |
+210 |
Feb13 |
120924 |
3.533 |
3.538 |
3.469 |
3.514 |
-0.022 |
10,306 |
34,439 |
+628 |
Mar13 |
120924 |
3.497 |
3.529 |
3.458 |
3.501 |
-0.019 |
10,017 |
69,789 |
+2,228 |
Apr13 |
120924 |
3.489 |
3.520 |
3.453 |
3.497 |
-0.017 |
10,825 |
74,402 |
+924 |
May13 |
120924 |
3.505 |
3.559 |
3.494 |
3.537 |
-0.017 |
2,267 |
27,347 |
-504 |
Jun13 |
120924 |
3.591 |
3.602 |
3.539 |
3.581 |
-0.017 |
1,784 |
15,180 |
-486 |
Jul13 |
120924 |
3.619 |
3.645 |
3.587 |
3.625 |
-0.017 |
766 |
18,601 |
+69 |
Aug13 |
120924 |
3.637 |
3.667 |
3.616 |
3.648 |
-0.016 |
930 |
13,187 |
+358 |
Sep13 |
120924 |
3.644 |
3.668 |
3.615 |
3.650 |
-0.017 |
949 |
10,955 |
-56 |
Oct13 |
120924 |
3.707 |
3.707 |
3.649 |
3.685 |
-0.017 |
6,496 |
51,541 |
-184 |
Nov13 |
120924 |
3.780 |
3.807 |
3.763 |
3.792 |
-0.016 |
533 |
23,054 |
+25 |
Dec13 |
120924 |
3.981 |
4.010 |
3.959 |
3.996 |
-0.015 |
336 |
20,466 |
+1 |
Jan14 |
120924 |
4.074 |
4.113 |
4.062 |
4.099 |
-0.014 |
1,332 |
35,773 |
+93 |
Total Volume and Open Interest |
374,958 |
1,074,627 |
-21,363 |
Brent Crude Oil(ICE) |
Nov12 |
120924 |
111.50 |
111.56 |
108.78 |
109.81 |
-1.61 |
250,449 |
229,950 |
+6,470 |
Dec12 |
120924 |
110.62 |
110.62 |
108.18 |
109.16 |
-1.46 |
206,157 |
222,062 |
-2,552 |
Jan13 |
120924 |
109.97 |
109.97 |
107.67 |
108.63 |
-1.35 |
67,810 |
98,377 |
-3,548 |
Feb13 |
120924 |
109.34 |
109.34 |
107.20 |
108.09 |
-1.28 |
36,042 |
47,603 |
+2,738 |
Mar13 |
120924 |
108.58 |
108.58 |
106.64 |
107.55 |
-1.24 |
40,665 |
51,134 |
+1,677 |
Apr13 |
120924 |
107.99 |
107.99 |
106.17 |
107.02 |
-1.20 |
16,065 |
23,050 |
+694 |
May13 |
120924 |
106.88 |
106.89 |
105.65 |
106.49 |
-1.15 |
13,242 |
22,225 |
+142 |
Jun13 |
120924 |
106.29 |
106.32 |
105.05 |
105.94 |
-1.11 |
45,212 |
72,214 |
-3 |
Jul13 |
120924 |
105.19 |
105.56 |
104.80 |
105.44 |
-1.04 |
10,363 |
27,220 |
+502 |
Aug13 |
120924 |
104.93 |
104.93 |
104.93 |
104.93 |
-0.99 |
7,380 |
31,330 |
-323 |
Sep13 |
120924 |
104.42 |
104.42 |
104.42 |
104.42 |
-0.94 |
11,903 |
31,455 |
-46 |
Oct13 |
120924 |
103.90 |
103.96 |
103.90 |
103.96 |
-0.90 |
6,696 |
32,086 |
+505 |
Nov13 |
120924 |
103.57 |
103.57 |
103.57 |
103.57 |
-0.85 |
4,901 |
20,894 |
-62 |
Dec13 |
120924 |
103.21 |
103.37 |
102.31 |
103.18 |
-0.81 |
51,329 |
101,220 |
-1,220 |
Total Volume and Open Interest |
798,373 |
1,194,646 |
+7,029 |
Gas Oil(ICE) |
Oct12 |
120924 |
977.50 |
980.50 |
963.00 |
966.25 |
-8.50 |
77,133 |
102,684 |
-12,562 |
Nov12 |
120924 |
974.00 |
974.00 |
957.00 |
960.50 |
-8.75 |
91,406 |
124,532 |
+5,331 |
Dec12 |
120924 |
962.75 |
962.75 |
948.75 |
952.50 |
-9.00 |
90,052 |
99,876 |
+3,549 |
Jan13 |
120924 |
954.00 |
954.25 |
943.00 |
946.50 |
-9.25 |
31,889 |
55,560 |
+4,066 |
Feb13 |
120924 |
947.25 |
947.50 |
936.75 |
940.25 |
-9.50 |
15,459 |
30,821 |
-1,024 |
Mar13 |
120924 |
937.75 |
939.50 |
929.50 |
932.75 |
-9.50 |
11,487 |
24,940 |
+759 |
Apr13 |
120924 |
932.00 |
932.00 |
924.00 |
925.75 |
-9.25 |
5,130 |
22,177 |
+769 |
May13 |
120924 |
926.00 |
926.00 |
919.50 |
920.00 |
-9.00 |
3,841 |
13,660 |
+270 |
Jun13 |
120924 |
921.75 |
922.25 |
914.75 |
916.50 |
-8.75 |
11,640 |
44,173 |
+269 |
Jul13 |
120924 |
920.25 |
920.25 |
915.00 |
915.00 |
-8.75 |
1,538 |
11,049 |
+92 |
Total Volume and Open Interest |
351,521 |
620,960 |
+2,969 |
Ethanol(CBOT) |
Sep12 |
120906 |
2.515 |
2.539 |
2.515 |
2.539 |
+0.011 |
41 |
89 |
-74 |
Oct12 |
120924 |
2.262 |
2.262 |
2.235 |
2.251 |
-0.009 |
190 |
755 |
-51 |
Nov12 |
120924 |
2.270 |
2.270 |
2.249 |
2.267 |
-0.005 |
257 |
1,240 |
-28 |
Dec12 |
120924 |
2.282 |
2.283 |
2.263 |
2.278 |
-0.010 |
254 |
2,053 |
+67 |
Jan13 |
120924 |
2.296 |
2.296 |
2.275 |
2.284 |
-0.012 |
105 |
1,165 |
+19 |
Feb13 |
120924 |
2.289 |
2.294 |
2.283 |
2.291 |
-0.013 |
206 |
840 |
-35 |
Mar13 |
120924 |
2.299 |
2.310 |
2.299 |
2.305 |
-0.015 |
146 |
1,918 |
+0 |
Apr13 |
120924 |
2.321 |
2.325 |
2.315 |
2.320 |
-0.015 |
57 |
459 |
+22 |
Total Volume and Open Interest |
1,378 |
11,107 |
+26 |
WTI Crude Oil(ICE) |
Nov12 |
120924 |
93.06 |
93.06 |
91.07 |
91.93 |
-0.96 |
55,125 |
72,149 |
-5,625 |
Dec12 |
120924 |
92.85 |
92.88 |
91.41 |
92.25 |
-0.96 |
29,106 |
99,387 |
+964 |
Jan13 |
120924 |
92.58 |
93.06 |
91.84 |
92.62 |
-0.96 |
6,830 |
34,128 |
+477 |
Feb13 |
120924 |
93.26 |
93.44 |
92.20 |
93.00 |
-0.93 |
4,485 |
18,126 |
-26 |
Mar13 |
120924 |
93.33 |
93.40 |
92.50 |
93.30 |
-0.91 |
7,666 |
23,259 |
+69 |
Apr13 |
120924 |
93.30 |
93.59 |
92.75 |
93.49 |
-0.90 |
2,706 |
10,663 |
+178 |
May13 |
120924 |
93.17 |
93.69 |
93.00 |
93.59 |
-0.87 |
1,502 |
7,213 |
-69 |
Jun13 |
120924 |
93.60 |
93.66 |
92.92 |
93.56 |
-0.83 |
4,933 |
44,062 |
-53 |
Jul13 |
120924 |
93.50 |
93.50 |
93.41 |
93.41 |
-0.78 |
710 |
3,530 |
+56 |
Aug13 |
120924 |
93.20 |
93.20 |
93.20 |
93.20 |
-0.72 |
867 |
5,051 |
+191 |
Sep13 |
120924 |
92.97 |
92.97 |
92.97 |
92.97 |
-0.67 |
1,039 |
9,162 |
+46 |
Oct13 |
120924 |
92.74 |
92.74 |
92.74 |
92.74 |
-0.64 |
652 |
4,095 |
+313 |
Nov13 |
120924 |
92.56 |
92.56 |
92.56 |
92.56 |
-0.61 |
547 |
4,363 |
+107 |
Dec13 |
120924 |
92.05 |
92.42 |
91.78 |
92.38 |
-0.59 |
8,397 |
69,489 |
-926 |
Jan14 |
120924 |
92.08 |
92.08 |
92.08 |
92.08 |
-0.56 |
152 |
4,259 |
+83 |
Feb14 |
120924 |
91.82 |
91.82 |
91.82 |
91.82 |
-0.54 |
0 |
1,752 |
+0 |
Total Volume and Open Interest |
126,252 |
502,472 |
-4,210 |
US Dollar Index(ICE) |
Dec12 |
120924 |
79.420 |
79.825 |
79.420 |
79.577 |
+0.180 |
27,154 |
42,400 |
+364 |
Mar13 |
120924 |
79.800 |
79.802 |
79.800 |
79.802 |
+0.140 |
2 |
501 |
-1 |
Jun13 |
120924 |
80.022 |
80.022 |
80.022 |
80.022 |
+0.140 |
|
|
|
Total Volume and Open Interest |
27,156 |
42,901 |
+363 |
Australian Dollar(CME) |
Dec12 |
120924 |
103.77 |
103.78 |
103.11 |
103.55 |
-0.22 |
131,091 |
173,445 |
-2,613 |
Mar13 |
120924 |
102.70 |
103.01 |
102.70 |
102.80 |
-0.21 |
5 |
96 |
+1 |
Jun13 |
120924 |
102.11 |
102.29 |
102.11 |
102.11 |
-0.18 |
0 |
10 |
+0 |
Total Volume and Open Interest |
131,096 |
173,556 |
-2,612 |
British Pound(CME) |
Dec12 |
120924 |
162.43 |
162.44 |
161.76 |
162.25 |
-0.16 |
105,941 |
163,069 |
+10,082 |
Mar13 |
120924 |
161.85 |
162.35 |
161.72 |
162.20 |
-0.15 |
29 |
256 |
+10 |
Jun13 |
120924 |
162.13 |
162.30 |
162.09 |
162.13 |
-0.17 |
0 |
53 |
+0 |
Total Volume and Open Interest |
105,970 |
163,379 |
+10,092 |
Canadian Dollar(CME) |
Dec12 |
120924 |
102.23 |
102.23 |
101.66 |
102.01 |
-0.15 |
79,391 |
202,550 |
-1,454 |
Mar13 |
120924 |
101.70 |
101.93 |
101.55 |
101.79 |
-0.14 |
106 |
2,237 |
+79 |
Jun13 |
120924 |
101.54 |
101.67 |
101.54 |
101.54 |
-0.13 |
7 |
558 |
+1 |
Sep13 |
120924 |
101.29 |
101.40 |
101.29 |
101.29 |
-0.11 |
0 |
157 |
+0 |
Total Volume and Open Interest |
79,504 |
205,566 |
-1,374 |
Japanese Yen(CME) |
Dec12 |
120924 |
128.07 |
128.63 |
128.02 |
128.57 |
+0.51 |
84,439 |
126,642 |
+125 |
Mar13 |
120924 |
128.51 |
128.71 |
128.20 |
128.71 |
+0.51 |
4 |
222 |
+0 |
Jun13 |
120924 |
128.79 |
128.87 |
128.36 |
128.87 |
+0.51 |
0 |
12 |
+0 |
Total Volume and Open Interest |
84,443 |
126,878 |
+125 |
Swiss Franc(CME) |
Dec12 |
120924 |
107.31 |
107.40 |
106.61 |
107.02 |
-0.38 |
29,389 |
36,269 |
-2 |
Mar13 |
120924 |
106.86 |
107.57 |
106.86 |
107.19 |
-0.38 |
5 |
8 |
+0 |
Jun13 |
120924 |
107.38 |
107.77 |
107.38 |
107.38 |
-0.39 |
0 |
3 |
+0 |
Total Volume and Open Interest |
29,394 |
36,280 |
-2 |
EuroFX(CME) |
Dec12 |
120924 |
129.88 |
129.91 |
129.02 |
129.47 |
-0.54 |
277,597 |
219,908 |
-4,900 |
Mar13 |
120924 |
129.85 |
130.14 |
129.22 |
129.60 |
-0.54 |
168 |
362 |
+26 |
Jun13 |
120924 |
129.74 |
130.28 |
129.74 |
129.74 |
-0.54 |
0 |
531 |
+0 |
Total Volume and Open Interest |
277,767 |
220,816 |
-4,875 |
Mexican Peso(CME) |
Oct12 |
120924 |
772.50 |
774.75 |
772.50 |
772.50 |
-2.25 |
|
|
|
Nov12 |
120924 |
770.50 |
772.75 |
770.50 |
770.50 |
-2.25 |
|
|
|
Total Volume and Open Interest |
35,231 |
219,958 |
-200 |
Brazilian Real(CME) |
Oct12 |
120924 |
492.95 |
493.90 |
492.60 |
493.40 |
-0.20 |
136 |
1,478 |
-124 |
Nov12 |
120924 |
491.45 |
491.45 |
491.00 |
491.30 |
-0.90 |
20 |
44 |
+10 |
Dec12 |
120924 |
490.80 |
490.80 |
489.50 |
490.60 |
-0.15 |
108 |
1,792 |
+66 |
Jan13 |
120924 |
488.80 |
488.95 |
488.80 |
488.80 |
-0.15 |
|
|
|
Total Volume and Open Interest |
2,764 |
18,993 |
+2,452 |
30-Year T-Bonds(CBOT) |
Dec12 |
120924 |
146~310 |
147~280 |
146~290 |
147~190 |
+0~230 |
338,321 |
544,847 |
+2,843 |
Mar13 |
120924 |
146~050 |
146~090 |
145~190 |
146~090 |
+0~220 |
4 |
88 |
-1 |
Jun13 |
120924 |
145~040 |
145~040 |
144~140 |
145~040 |
+0~220 |
|
|
|
Total Volume and Open Interest |
338,325 |
544,935 |
+2,842 |
10-Year T-Notes(CBOT) |
Dec12 |
120924 |
132~225 |
133~015 |
132~205 |
132~295 |
+0~080 |
923,448 |
1,592,712 |
+12,685 |
Mar13 |
120924 |
132~100 |
132~100 |
132~030 |
132~100 |
+0~070 |
61 |
63 |
+61 |
Jun13 |
120924 |
131~150 |
131~150 |
131~080 |
131~150 |
+0~070 |
|
|
|
Total Volume and Open Interest |
923,509 |
1,592,775 |
+12,746 |
5-Year T-Notes(CBOT) |
Sep12 |
120924 |
124~095 |
124~095 |
124~081 |
124~088 |
+0~007 |
3,069 |
20,334 |
+21 |
Dec12 |
120924 |
124~041 |
124~060 |
124~040 |
124~051 |
+0~007 |
588,563 |
1,347,696 |
+42,455 |
Mar13 |
120924 |
124~029 |
124~029 |
124~022 |
124~029 |
+0~007 |
0 |
23 |
+0 |
Total Volume and Open Interest |
591,632 |
1,368,053 |
+42,476 |
2 Year T-Notes(CBOT) |
Sep12 |
120924 |
110~026 |
110~026 |
110~024 |
110~024 |
-0~002 |
68 |
16,206 |
-29 |
Dec12 |
120924 |
110~025 |
110~028 |
110~025 |
110~025 |
-0~001 |
137,868 |
961,091 |
+20,266 |
Mar13 |
120924 |
110~019 |
110~020 |
110~019 |
110~019 |
-0~001 |
|
|
|
Total Volume and Open Interest |
137,936 |
977,297 |
+20,237 |
Eurodollars(CME) |
Dec12 |
120924 |
99.680 |
99.680 |
99.660 |
99.665 |
-0.010 |
119,413 |
975,691 |
+14,592 |
Mar13 |
120924 |
99.660 |
99.665 |
99.645 |
99.650 |
-0.010 |
140,822 |
843,769 |
+10,645 |
Jun13 |
120924 |
99.635 |
99.640 |
99.625 |
99.630 |
-0.005 |
116,987 |
716,912 |
+9,478 |
Sep13 |
120924 |
99.620 |
99.625 |
99.610 |
99.615 |
-0.005 |
166,474 |
646,903 |
-22,210 |
Dec13 |
120924 |
99.595 |
99.600 |
99.585 |
99.595 |
unch |
150,863 |
689,197 |
+18,811 |
Mar14 |
120924 |
99.575 |
99.580 |
99.565 |
99.575 |
unch |
103,413 |
618,685 |
+7 |
Jun14 |
120924 |
99.535 |
99.540 |
99.525 |
99.535 |
unch |
102,391 |
479,843 |
+4,370 |
Sep14 |
120924 |
99.490 |
99.500 |
99.485 |
99.495 |
+0.005 |
108,326 |
420,306 |
+10,285 |
Dec14 |
120924 |
99.435 |
99.445 |
99.430 |
99.440 |
+0.005 |
109,242 |
421,721 |
+2,142 |
Mar15 |
120924 |
99.385 |
99.395 |
99.375 |
99.390 |
+0.010 |
84,856 |
399,149 |
+1,428 |
Jun15 |
120924 |
1.001 |
1.016 |
0.996 |
1.016 |
+0.015 |
95,613 |
499,138 |
-2,463 |
Sep15 |
120924 |
0.896 |
0.916 |
0.891 |
0.916 |
+0.020 |
94,005 |
315,681 |
-1,641 |
Dec15 |
120924 |
0.766 |
0.791 |
0.761 |
0.786 |
+0.025 |
78,467 |
251,377 |
-3,615 |
Mar16 |
120924 |
0.631 |
0.661 |
0.626 |
0.651 |
+0.025 |
42,646 |
178,599 |
+1,515 |
Jun16 |
120924 |
0.481 |
0.511 |
0.476 |
0.501 |
+0.025 |
44,051 |
132,677 |
-922 |
Sep16 |
120924 |
0.321 |
0.351 |
0.311 |
0.341 |
+0.025 |
43,270 |
114,475 |
+4,092 |
Dec16 |
120924 |
0.151 |
0.186 |
0.141 |
0.171 |
+0.025 |
38,421 |
94,904 |
+1,547 |
Mar17 |
120924 |
0.001 |
0.031 |
6.540 |
0.016 |
-6.529 |
27,030 |
75,633 |
+1,975 |
Total Volume and Open Interest |
1,710,803 |
8,069,249 |
+50,641 |
30 Day Federal Funds(CBOT) |
Sep12 |
120924 |
99.855 |
99.855 |
99.853 |
99.853 |
unch |
1,181 |
66,373 |
+576 |
Oct12 |
120924 |
99.855 |
99.855 |
99.855 |
99.855 |
unch |
2,814 |
63,383 |
+112 |
Nov12 |
120924 |
99.860 |
99.860 |
99.855 |
99.860 |
unch |
3,074 |
52,538 |
+637 |
Dec12 |
120924 |
99.870 |
99.870 |
99.865 |
99.870 |
unch |
2,325 |
31,779 |
+352 |
Jan13 |
120924 |
99.870 |
99.875 |
99.865 |
99.870 |
unch |
588 |
18,561 |
-235 |
Feb13 |
120924 |
99.870 |
99.875 |
99.865 |
99.870 |
unch |
598 |
19,905 |
-75 |
Total Volume and Open Interest |
14,511 |
431,516 |
+1,150 |
30 Day Fed Funds(e-CBOT) |
3-Mth Euro-Yen(CME) |
Dec12 |
120924 |
99.680 |
99.680 |
99.680 |
99.680 |
unch |
|
|
|
Mar13 |
120924 |
99.710 |
99.710 |
99.710 |
99.710 |
unch |
|
|
|
Jun13 |
120924 |
99.735 |
99.735 |
99.735 |
99.735 |
unch |
|
|
|
Sep13 |
120924 |
99.745 |
99.745 |
99.745 |
99.745 |
unch |
|
|
|
Dec13 |
120924 |
99.755 |
99.755 |
99.755 |
99.755 |
unch |
|
|
|
Mar14 |
120924 |
99.755 |
99.755 |
99.755 |
99.755 |
unch |
|
|
|
Jun14 |
120924 |
99.615 |
99.615 |
99.615 |
99.615 |
unch |
|
|
|
Sep14 |
120924 |
99.475 |
99.475 |
99.475 |
99.475 |
unch |
|
|
|
Dec14 |
120924 |
99.700 |
99.700 |
99.700 |
99.700 |
unch |
|
|
|
Mar15 |
120924 |
99.560 |
99.560 |
99.560 |
99.560 |
unch |
|
|
|
Total Volume and Open Interest |
|
|
|
3-Mth Euro-Yen(SGX) |
Dec12 |
120924 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
0 |
1,013 |
+0 |
Mar13 |
120924 |
99.71 |
99.71 |
99.71 |
99.71 |
unch |
0 |
183 |
+0 |
Jun13 |
120924 |
99.74 |
99.74 |
99.74 |
99.74 |
unch |
0 |
201 |
+0 |
Sep13 |
120924 |
99.75 |
99.75 |
99.75 |
99.75 |
unch |
0 |
305 |
+0 |
Dec13 |
120924 |
99.75 |
99.75 |
99.75 |
99.75 |
unch |
0 |
384 |
+0 |
Mar14 |
120924 |
99.75 |
99.75 |
99.75 |
99.75 |
unch |
0 |
344 |
+0 |
Jun14 |
120924 |
99.61 |
99.61 |
99.61 |
99.61 |
unch |
|
|
|
Sep14 |
120924 |
99.47 |
99.47 |
99.47 |
99.47 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
2,434 |
+0 |
Japanese Gov't Bonds(SGX) |
Dec12 |
120924 |
143.80 |
143.98 |
143.80 |
143.95 |
+0.15 |
2,252 |
18,453 |
-525 |
Mar13 |
120924 |
142.21 |
142.21 |
142.21 |
142.21 |
+0.15 |
|
|
|
Jun13 |
120924 |
140.12 |
140.12 |
140.12 |
140.12 |
+0.15 |
|
|
|
Total Volume and Open Interest |
2,252 |
18,453 |
-525 |
Euro-Bund(EUREX) |
Dec12 |
120924 |
140.18 |
140.49 |
139.95 |
140.40 |
+0.40 |
743,729 |
816,922 |
+5,545 |
Mar13 |
120924 |
141.71 |
141.93 |
141.69 |
141.86 |
+0.47 |
61 |
45,230 |
+9 |
Jun13 |
120924 |
141.86 |
141.86 |
141.86 |
141.86 |
+0.47 |
|
|
|
Total Volume and Open Interest |
743,790 |
862,152 |
+5,554 |
Euro-Bobl(EUREX) |
Dec12 |
120924 |
125.26 |
125.35 |
125.12 |
125.34 |
+0.11 |
487,546 |
712,658 |
-10,760 |
Mar13 |
120924 |
125.86 |
125.86 |
125.86 |
125.86 |
+0.14 |
1,515 |
16,041 |
+1,116 |
Jun13 |
120924 |
125.86 |
125.86 |
125.86 |
125.86 |
+0.14 |
|
|
|
Total Volume and Open Interest |
489,061 |
728,699 |
-9,644 |
3-Mth Euribor(EUREX) |
Sep12 |
120917 |
99.753 |
99.753 |
99.753 |
99.753 |
-0.002 |
220 |
2,886 |
+164 |
Dec12 |
120924 |
99.830 |
99.835 |
99.825 |
99.825 |
-0.015 |
153 |
1,687 |
+110 |
Mar13 |
120924 |
99.825 |
99.825 |
99.825 |
99.825 |
-0.010 |
120 |
1,185 |
+120 |
Total Volume and Open Interest |
513 |
5,282 |
+450 |
Long Gilt(LIFFE) |
Sep12 |
120924 |
120~17 |
120~18 |
120~16 |
120~18 |
+0~08 |
18 |
972 |
-39 |
Dec12 |
120924 |
119~12 |
119~17 |
119~03 |
119~15 |
+0~08 |
116,928 |
323,622 |
+4,350 |
Total Volume and Open Interest |
116,946 |
324,594 |
+4,311 |
3-Mth Short Sterling(LIFFE) |
Dec12 |
120924 |
99.44 |
99.45 |
99.42 |
99.43 |
-0.02 |
42,730 |
407,742 |
-6,553 |
Mar13 |
120924 |
99.44 |
99.46 |
99.43 |
99.44 |
-0.02 |
41,601 |
335,645 |
-6,153 |
Jun13 |
120924 |
99.45 |
99.46 |
99.42 |
99.43 |
-0.02 |
53,641 |
319,247 |
+809 |
Sep13 |
120924 |
99.43 |
99.44 |
99.40 |
99.41 |
-0.02 |
55,375 |
291,110 |
-8,306 |
Dec13 |
120924 |
99.39 |
99.40 |
99.36 |
99.38 |
-0.01 |
94,867 |
290,920 |
+5,893 |
Mar14 |
120924 |
99.35 |
99.37 |
99.33 |
99.34 |
-0.02 |
64,035 |
247,637 |
+3,744 |
Total Volume and Open Interest |
561,776 |
2,565,354 |
+6,646 |
3-Mth Euribor(LIFFE) |
Dec12 |
120924 |
99.835 |
99.840 |
99.820 |
99.825 |
-0.015 |
97,295 |
518,141 |
-215 |
Mar13 |
120924 |
99.830 |
99.845 |
99.810 |
99.825 |
-0.010 |
117,370 |
479,551 |
+14,435 |
Jun13 |
120924 |
99.810 |
99.825 |
99.795 |
99.805 |
-0.010 |
77,688 |
445,307 |
+8,559 |
Total Volume and Open Interest |
822,398 |
3,595,667 |
+91,389 |
3-Mth Aus T-Bills(SFE) |
Dec12 |
120924 |
96.80 |
96.84 |
96.78 |
96.84 |
+0.04 |
28,786 |
163,876 |
+184 |
Mar13 |
120924 |
97.05 |
97.11 |
97.02 |
97.11 |
+0.06 |
21,571 |
150,428 |
+2,738 |
Jun13 |
120924 |
97.13 |
97.21 |
97.11 |
97.21 |
+0.07 |
13,189 |
116,859 |
+2,806 |
Sep13 |
120924 |
97.11 |
97.19 |
97.09 |
97.19 |
+0.08 |
4,188 |
66,216 |
+1,665 |
Dec13 |
120924 |
97.04 |
97.12 |
97.02 |
97.12 |
+0.09 |
2,776 |
55,661 |
+745 |
Mar14 |
120924 |
96.94 |
97.04 |
96.94 |
97.04 |
+0.08 |
1,685 |
34,017 |
+214 |
Jun14 |
120924 |
96.86 |
96.97 |
96.86 |
96.97 |
+0.08 |
771 |
16,263 |
+284 |
Sep14 |
120924 |
96.79 |
96.90 |
96.79 |
96.90 |
+0.08 |
324 |
5,691 |
+12 |
Dec14 |
120924 |
96.82 |
96.82 |
96.82 |
96.82 |
+0.08 |
0 |
966 |
-38 |
Mar15 |
120924 |
96.76 |
96.76 |
96.76 |
96.76 |
+0.09 |
0 |
63 |
+0 |
Total Volume and Open Interest |
73,290 |
610,268 |
+8,610 |
10-Year Aus T-Bonds(SFE) |
Dec12 |
120924 |
96.80 |
96.88 |
96.78 |
96.87 |
+0.06 |
50,358 |
356,609 |
-3,260 |
Mar13 |
120924 |
96.87 |
96.87 |
96.87 |
96.87 |
+0.06 |
|
|
|
Total Volume and Open Interest |
50,358 |
356,609 |
-3,260 |
3-Year Aus T-Bonds(SFE) |
Dec12 |
120924 |
97.40 |
97.48 |
97.36 |
97.47 |
+0.06 |
185,807 |
448,582 |
+2,343 |
Mar13 |
120924 |
97.47 |
97.47 |
97.47 |
97.47 |
+0.06 |
|
|
|
Total Volume and Open Interest |
185,807 |
448,582 |
+2,343 |
Gold(CMX) |
Oct12 |
120924 |
1772.5 |
1772.5 |
1755.9 |
1762.2 |
-13.4 |
5,429 |
21,791 |
-785 |
Dec12 |
120924 |
1774.7 |
1775.3 |
1757.9 |
1764.6 |
-13.4 |
144,572 |
334,087 |
+315 |
Feb13 |
120924 |
1776.2 |
1776.2 |
1760.4 |
1766.7 |
-13.5 |
1,097 |
26,401 |
+188 |
Apr13 |
120924 |
1778.6 |
1779.0 |
1765.3 |
1768.7 |
-13.6 |
783 |
16,627 |
+27 |
Jun13 |
120924 |
1772.5 |
1773.5 |
1764.6 |
1770.7 |
-13.6 |
1,749 |
22,489 |
+957 |
Aug13 |
120924 |
1781.8 |
1781.8 |
1771.0 |
1772.6 |
-13.7 |
605 |
5,642 |
+111 |
Oct13 |
120924 |
1784.6 |
1784.6 |
1769.6 |
1774.5 |
-13.7 |
114 |
3,534 |
+104 |
Dec13 |
120924 |
1786.7 |
1786.7 |
1773.0 |
1776.7 |
-13.8 |
573 |
11,516 |
+19 |
Feb14 |
120924 |
1788.0 |
1788.0 |
1774.7 |
1779.0 |
-13.9 |
11 |
2,534 |
+0 |
Apr14 |
120924 |
1781.3 |
1781.3 |
1781.3 |
1781.3 |
-13.9 |
0 |
3,610 |
+0 |
Jun14 |
120924 |
1783.7 |
1783.7 |
1783.7 |
1783.7 |
-14.0 |
320 |
9,528 |
+130 |
Total Volume and Open Interest |
155,789 |
483,107 |
+1,108 |
Silver(CMX) |
Sep12 |
120924 |
3390.5 |
3407.5 |
3381.5 |
3392.1 |
-64.6 |
45 |
495 |
+15 |
Dec12 |
120924 |
3452.0 |
3458.5 |
3363.0 |
3398.4 |
-65.4 |
46,831 |
82,010 |
+1,090 |
Mar13 |
120924 |
3460.0 |
3460.0 |
3379.0 |
3406.2 |
-65.5 |
1,741 |
8,479 |
-532 |
May13 |
120924 |
3435.0 |
3435.0 |
3400.0 |
3410.2 |
-65.5 |
84 |
3,917 |
+21 |
Jul13 |
120924 |
3422.5 |
3422.5 |
3413.1 |
3413.1 |
-65.5 |
60 |
5,381 |
+43 |
Sep13 |
120924 |
3416.0 |
3416.0 |
3416.0 |
3416.0 |
-65.5 |
16 |
2,392 |
+9 |
Dec13 |
120924 |
3419.0 |
3445.0 |
3399.5 |
3419.6 |
-65.8 |
216 |
13,684 |
+95 |
Total Volume and Open Interest |
49,229 |
126,769 |
+761 |
Platinum(NYMEX) |
Oct12 |
120924 |
1635.0 |
1637.1 |
1608.0 |
1622.0 |
-15.6 |
21,501 |
27,985 |
-4,142 |
Jan13 |
120924 |
1641.2 |
1641.2 |
1611.5 |
1626.1 |
-15.5 |
7,916 |
27,903 |
+4,478 |
Apr13 |
120924 |
1635.0 |
1635.0 |
1615.9 |
1629.7 |
-15.3 |
180 |
1,480 |
+172 |
Jul13 |
120924 |
1631.5 |
1631.5 |
1631.2 |
1631.2 |
-14.8 |
|
|
|
Total Volume and Open Interest |
29,791 |
57,586 |
+698 |
Palladium(NYMEX) |
Sep12 |
120924 |
641.35 |
644.35 |
639.00 |
644.35 |
-25.70 |
24 |
27 |
+9 |
Dec12 |
120924 |
675.85 |
675.85 |
633.80 |
645.50 |
-26.05 |
5,913 |
19,757 |
-367 |
Mar13 |
120924 |
656.00 |
656.20 |
641.75 |
646.90 |
-26.20 |
247 |
790 |
+178 |
Total Volume and Open Interest |
6,188 |
20,586 |
-480 |
Copper(CMX) |
Sep12 |
120924 |
376.35 |
376.35 |
373.55 |
374.55 |
-5.80 |
689 |
1,834 |
-236 |
Dec12 |
120924 |
378.00 |
378.00 |
371.55 |
373.15 |
-5.75 |
51,385 |
96,509 |
-129 |
Mar13 |
120924 |
378.50 |
378.50 |
372.65 |
373.95 |
-5.75 |
2,351 |
25,775 |
+28 |
May13 |
120924 |
375.50 |
375.50 |
374.20 |
374.30 |
-5.80 |
182 |
5,031 |
-3 |
Jul13 |
120924 |
374.90 |
374.90 |
374.15 |
374.35 |
-5.95 |
86 |
4,378 |
+2 |
Total Volume and Open Interest |
55,524 |
149,319 |
-564 |
DJIA Index(CBOT) |
Dec12 |
120924 |
13506 |
13530 |
13449 |
13489 |
-11 |
1,071 |
8,548 |
+79 |
Mar13 |
120924 |
13425 |
13435 |
13425 |
13425 |
-10 |
0 |
5 |
+0 |
Jun13 |
120924 |
13350 |
13359 |
13350 |
13350 |
-9 |
|
|
|
Sep13 |
120924 |
13271 |
13280 |
13271 |
13271 |
-9 |
|
|
|
Total Volume and Open Interest |
2,246 |
19,529 |
|
E-mini DJIA Index(CBOT) |
Sep12 |
120921 |
13578 |
13717 |
13578 |
13652 |
+59 |
27,829 |
43,696 |
-3,581 |
Dec12 |
120924 |
13490 |
13530 |
13438 |
13489 |
-11 |
114,476 |
119,262 |
+9,338 |
Mar13 |
120924 |
13391 |
13465 |
13391 |
13425 |
-10 |
55 |
159 |
+27 |
Jun13 |
120924 |
13375 |
13375 |
13328 |
13350 |
-9 |
0 |
39 |
+0 |
Total Volume and Open Interest |
130,053 |
158,613 |
+4,822 |
S & P 500(CME) |
Dec12 |
120924 |
1451.90 |
1454.00 |
1444.80 |
1451.40 |
-0.50 |
12,322 |
187,834 |
+3,215 |
Mar13 |
120924 |
1444.60 |
1446.60 |
1439.10 |
1444.60 |
-0.50 |
155 |
1,501 |
+115 |
Jun13 |
120924 |
1437.60 |
1439.60 |
1432.10 |
1437.60 |
-0.50 |
51 |
470 |
+14 |
Sep13 |
120924 |
1431.60 |
1433.60 |
1426.10 |
1431.60 |
-0.50 |
|
|
|
Total Volume and Open Interest |
29,145 |
266,924 |
+4,282 |
S & P 500 E-Mini(Globex) |
Dec12 |
120924 |
1450.25 |
1454.50 |
1444.75 |
1451.50 |
-0.50 |
1,744,200 |
2,789,868 |
+131,082 |
Mar13 |
120924 |
1446.50 |
1447.00 |
1438.00 |
1444.50 |
-0.50 |
524 |
6,321 |
-5 |
Total Volume and Open Interest |
2,054,244 |
3,675,681 |
+47,306 |
NASDAQ 100(CME) |
Dec12 |
120924 |
2855.50 |
2856.50 |
2827.00 |
2838.30 |
-14.20 |
970 |
4,619 |
+59 |
Mar13 |
120924 |
2832.00 |
2832.00 |
2830.00 |
2832.00 |
-15.00 |
|
|
|
Jun13 |
120924 |
2826.50 |
2841.50 |
2826.50 |
2826.50 |
-15.00 |
|
|
|
Total Volume and Open Interest |
3,271 |
33,835 |
+6,673 |
NASDAQ 100 E-Mini(Globex) |
Dec12 |
120924 |
2852.00 |
2857.30 |
2826.30 |
2838.30 |
-14.20 |
230,586 |
399,974 |
+10,649 |
Mar13 |
120924 |
2833.30 |
2833.30 |
2832.00 |
2832.00 |
-15.00 |
0 |
3 |
+0 |
Total Volume and Open Interest |
275,327 |
622,311 |
+4,994 |
S & P Midcap 400(CME) |
Dec12 |
120924 |
1002.10 |
1003.00 |
1002.10 |
1002.10 |
-0.90 |
1 |
318 |
+0 |
Mar13 |
120924 |
1000.10 |
1001.00 |
1000.10 |
1000.10 |
-0.90 |
|
|
|
Jun13 |
120924 |
998.00 |
998.90 |
998.00 |
998.00 |
-0.90 |
|
|
|
Total Volume and Open Interest |
581 |
5,495 |
+1,195 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Dec12 |
120924 |
9045 |
9065 |
8955 |
9000 |
-55 |
4,629 |
20,468 |
-1,118 |
Mar13 |
120924 |
9000 |
9055 |
9000 |
9000 |
-55 |
|
|
|
Total Volume and Open Interest |
4,629 |
20,468 |
-1,118 |
Nikkei 225(SGX) |
Dec12 |
120924 |
9050 |
9085 |
8960 |
8980 |
-75 |
118,925 |
205,136 |
-4,369 |
Mar13 |
120924 |
8970 |
8970 |
8970 |
8970 |
-75 |
0 |
464 |
+0 |
Jun13 |
120924 |
8890 |
8890 |
8890 |
8890 |
-75 |
0 |
1,205 |
+0 |
Total Volume and Open Interest |
119,156 |
228,394 |
-4,424 |
CAC 40(EURONEXT) |
Oct12 |
120924 |
3501.0 |
3508.5 |
3477.0 |
3492.0 |
-28.5 |
132,628 |
313,034 |
+55,548 |
Nov12 |
120924 |
3496.0 |
3503.5 |
3477.0 |
3490.0 |
-28.5 |
44 |
42 |
+39 |
Dec12 |
120924 |
3488.5 |
3490.0 |
3468.5 |
3482.5 |
-27.0 |
1,083 |
26,134 |
+1,445 |
Total Volume and Open Interest |
152,334 |
460,768 |
-66,504 |
Hang Seng Index(HKFE) |
Sep12 |
120924 |
20614 |
20814 |
20508 |
20738 |
+23 |
68,330 |
110,439 |
+2,573 |
Oct12 |
120924 |
20615 |
20791 |
20488 |
20720 |
+22 |
4,350 |
11,837 |
+2,754 |
Total Volume and Open Interest |
73,187 |
131,075 |
+5,438 |
DAX(EUREX) |
Sep12 |
120921 |
7426.0 |
7476.0 |
7391.0 |
7476.0 |
+93.0 |
182,784 |
70,169 |
-26,424 |
Dec12 |
120924 |
7422.0 |
7445.5 |
7390.0 |
7418.5 |
-38.0 |
93,351 |
148,979 |
+17,207 |
Mar13 |
120924 |
7422.0 |
7447.0 |
7395.0 |
7421.5 |
-38.5 |
13,806 |
3,396 |
+403 |
Total Volume and Open Interest |
268,467 |
189,628 |
-15,306 |
FT-SE 100(EURONEXT) |
Dec12 |
120924 |
5814.00 |
5827.00 |
5772.00 |
5813.00 |
-20.00 |
123,301 |
593,950 |
+49,758 |
Mar13 |
120924 |
5740.00 |
5770.50 |
5733.50 |
5770.50 |
-20.00 |
21 |
325 |
+10 |
Jun13 |
120924 |
5709.00 |
5709.00 |
5709.00 |
5709.00 |
-20.00 |
|
|
|
Total Volume and Open Interest |
139,509 |
658,315 |
-18,285 |
SPI 200(SFE) |
Sep12 |
120920 |
4417.0 |
4425.0 |
4390.0 |
4396.0 |
-19.0 |
124,957 |
223,685 |
-30,135 |
Dec12 |
120924 |
4409.0 |
4424.0 |
4382.0 |
4398.0 |
-12.0 |
26,339 |
241,407 |
+1,995 |
Mar13 |
120924 |
4351.0 |
4364.0 |
4351.0 |
4364.0 |
-12.0 |
5 |
1,569 |
+0 |
Total Volume and Open Interest |
26,351 |
247,842 |
-130,699 |
GSCI(CME) |
Oct12 |
120924 |
657.00 |
658.50 |
655.00 |
657.25 |
-6.00 |
190 |
9,448 |
-87 |
Nov12 |
120924 |
657.00 |
658.50 |
655.00 |
657.25 |
-6.00 |
|
|
|
Dec12 |
120924 |
659.25 |
659.25 |
657.00 |
659.25 |
-6.00 |
|
|
|
Total Volume and Open Interest |
190 |
9,448 |
-87 |
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. |
|
|