|
MRCI's End of Day Prices |
Daily Futures Price Listing Wed September 26, 2012 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Nov12 |
120926 |
1611.00 |
1613.25 |
1565.00 |
1573.00 |
-38.50 |
132,015 |
329,500 |
-4,804 |
Jan13 |
120926 |
1613.25 |
1615.25 |
1567.25 |
1574.25 |
-40.00 |
27,154 |
105,700 |
+1,383 |
Mar13 |
120926 |
1576.00 |
1577.00 |
1526.00 |
1531.75 |
-44.75 |
10,710 |
96,396 |
-211 |
May13 |
120926 |
1525.75 |
1525.75 |
1484.25 |
1488.25 |
-37.75 |
5,359 |
87,765 |
+415 |
Jul13 |
120926 |
1506.00 |
1506.00 |
1465.00 |
1470.00 |
-35.75 |
4,089 |
65,985 |
-193 |
Aug13 |
120926 |
1467.25 |
1478.00 |
1441.25 |
1445.00 |
-33.00 |
133 |
1,106 |
+5 |
Sep13 |
120926 |
1395.00 |
1416.50 |
1385.50 |
1385.50 |
-31.00 |
183 |
1,320 |
+48 |
Nov13 |
120926 |
1352.00 |
1356.00 |
1315.50 |
1321.25 |
-30.75 |
1,980 |
35,261 |
+488 |
Jan14 |
120926 |
1319.75 |
1355.75 |
1319.75 |
1324.75 |
-31.00 |
9 |
345 |
+1 |
Mar14 |
120926 |
1324.50 |
1355.00 |
1324.50 |
1324.50 |
-30.50 |
7 |
96 |
+0 |
May14 |
120926 |
1325.00 |
1355.50 |
1325.00 |
1325.00 |
-30.50 |
17 |
117 |
+12 |
Jul14 |
120926 |
1326.75 |
1357.25 |
1326.75 |
1326.75 |
-30.50 |
0 |
57 |
+0 |
Aug14 |
120926 |
1321.50 |
1352.00 |
1321.50 |
1321.50 |
-30.50 |
|
|
|
Sep14 |
120926 |
1311.75 |
1342.25 |
1311.75 |
1311.75 |
-30.50 |
|
|
|
Total Volume and Open Interest |
181,661 |
725,430 |
-2,852 |
Soybean Meal(CBOT) |
Oct12 |
120926 |
485.10 |
485.20 |
471.70 |
475.10 |
-10.10 |
12,606 |
19,493 |
-4,160 |
Dec12 |
120926 |
487.80 |
488.50 |
473.20 |
476.90 |
-11.20 |
43,107 |
108,524 |
-138 |
Jan13 |
120926 |
485.80 |
485.80 |
471.10 |
474.00 |
-11.80 |
3,802 |
22,201 |
+29 |
Mar13 |
120926 |
470.00 |
470.30 |
454.00 |
456.80 |
-13.50 |
3,363 |
20,027 |
+192 |
May13 |
120926 |
445.20 |
446.10 |
433.90 |
435.50 |
-10.60 |
1,632 |
25,246 |
+211 |
Jul13 |
120926 |
438.00 |
438.10 |
425.50 |
427.40 |
-10.70 |
1,258 |
16,907 |
+15 |
Aug13 |
120926 |
424.00 |
428.80 |
417.20 |
418.10 |
-10.70 |
51 |
1,205 |
-6 |
Sep13 |
120926 |
405.10 |
410.20 |
398.90 |
398.90 |
-11.30 |
6 |
1,175 |
+3 |
Oct13 |
120926 |
384.00 |
385.90 |
373.00 |
373.00 |
-12.90 |
17 |
2,806 |
+4 |
Dec13 |
120926 |
378.00 |
384.00 |
370.90 |
372.60 |
-11.40 |
193 |
6,815 |
+33 |
Total Volume and Open Interest |
66,035 |
225,291 |
-3,817 |
Soybean Oil(CBOT) |
Oct12 |
120926 |
53.07 |
53.22 |
51.62 |
51.65 |
-1.44 |
14,014 |
22,690 |
-3,051 |
Dec12 |
120926 |
53.48 |
53.69 |
52.08 |
52.11 |
-1.42 |
65,827 |
150,645 |
-5,712 |
Jan13 |
120926 |
53.82 |
53.92 |
52.40 |
52.43 |
-1.40 |
9,149 |
40,018 |
+1,893 |
Mar13 |
120926 |
54.18 |
54.23 |
52.80 |
52.83 |
-1.36 |
6,198 |
32,032 |
-128 |
May13 |
120926 |
54.36 |
54.36 |
52.99 |
53.00 |
-1.29 |
3,048 |
22,363 |
+771 |
Jul13 |
120926 |
54.31 |
54.41 |
53.06 |
53.08 |
-1.22 |
1,878 |
15,962 |
+6 |
Aug13 |
120926 |
53.50 |
54.10 |
53.00 |
53.06 |
-1.04 |
212 |
1,963 |
+26 |
Sep13 |
120926 |
53.20 |
53.57 |
52.70 |
52.78 |
-0.79 |
220 |
1,959 |
+70 |
Oct13 |
120926 |
51.95 |
52.24 |
51.65 |
51.73 |
-0.51 |
506 |
3,112 |
+142 |
Dec13 |
120926 |
51.75 |
51.89 |
51.33 |
51.36 |
-0.53 |
483 |
7,880 |
+40 |
Total Volume and Open Interest |
101,565 |
299,483 |
-5,919 |
Canola(WCE) |
Nov12 |
120926 |
608.5 |
608.5 |
590.0 |
595.1 |
-13.7 |
10,256 |
113,692 |
-1,673 |
Jan13 |
120926 |
610.1 |
610.1 |
594.0 |
598.5 |
-13.6 |
998 |
68,368 |
+128 |
Mar13 |
120926 |
608.9 |
608.9 |
593.3 |
597.5 |
-14.4 |
167 |
17,758 |
+67 |
May13 |
120926 |
597.5 |
599.3 |
585.9 |
589.0 |
-14.0 |
69 |
19,558 |
+1 |
Jul13 |
120926 |
589.6 |
589.6 |
575.5 |
581.2 |
-13.3 |
43 |
4,232 |
+5 |
Total Volume and Open Interest |
11,562 |
228,195 |
-1,463 |
Corn(CBOT) |
Dec12 |
120926 |
743.25 |
744.75 |
722.50 |
724.75 |
-19.00 |
118,906 |
634,442 |
-6,501 |
Mar13 |
120926 |
747.00 |
748.25 |
724.75 |
728.50 |
-19.00 |
30,946 |
228,581 |
+2,235 |
May13 |
120926 |
745.25 |
746.25 |
724.00 |
726.75 |
-19.25 |
11,179 |
72,747 |
+9 |
Jul13 |
120926 |
740.00 |
740.75 |
718.75 |
721.50 |
-18.75 |
7,418 |
111,877 |
+935 |
Sep13 |
120926 |
663.50 |
663.50 |
643.75 |
644.50 |
-17.75 |
803 |
18,734 |
+130 |
Dec13 |
120926 |
637.25 |
637.75 |
618.00 |
619.00 |
-19.75 |
3,105 |
95,777 |
+99 |
Mar14 |
120926 |
640.25 |
646.25 |
626.50 |
626.50 |
-19.75 |
74 |
2,045 |
+19 |
May14 |
120926 |
645.00 |
652.25 |
632.75 |
632.75 |
-19.50 |
30 |
727 |
+2 |
Jul14 |
120926 |
647.00 |
653.00 |
633.00 |
633.25 |
-19.75 |
16 |
1,070 |
+16 |
Sep14 |
120926 |
610.00 |
610.75 |
591.00 |
591.00 |
-19.75 |
0 |
73 |
+0 |
Total Volume and Open Interest |
172,523 |
1,172,341 |
-3,078 |
Wheat(CBOT) |
Dec12 |
120926 |
888.00 |
889.00 |
866.25 |
869.25 |
-17.25 |
50,563 |
248,846 |
-1,374 |
Mar13 |
120926 |
899.00 |
900.00 |
877.75 |
881.25 |
-17.00 |
11,543 |
80,739 |
-145 |
May13 |
120926 |
899.50 |
899.50 |
880.50 |
883.75 |
-15.25 |
3,928 |
21,900 |
+101 |
Jul13 |
120926 |
859.75 |
860.75 |
841.00 |
846.00 |
-14.50 |
3,944 |
59,876 |
+577 |
Sep13 |
120926 |
850.00 |
862.25 |
845.00 |
845.75 |
-16.50 |
283 |
2,338 |
+54 |
Dec13 |
120926 |
869.00 |
870.00 |
852.50 |
856.00 |
-14.00 |
930 |
35,580 |
+78 |
Total Volume and Open Interest |
71,250 |
452,429 |
-708 |
Wheat(KCBT) |
Dec12 |
120926 |
912.50 |
912.50 |
892.00 |
894.50 |
-16.50 |
9,578 |
102,889 |
-276 |
Mar13 |
120926 |
925.00 |
925.00 |
904.00 |
906.50 |
-16.50 |
2,884 |
28,076 |
+764 |
May13 |
120926 |
913.25 |
915.75 |
905.00 |
907.50 |
-15.25 |
524 |
9,769 |
+51 |
Jul13 |
120926 |
879.50 |
880.00 |
863.75 |
872.00 |
-10.75 |
473 |
15,787 |
+235 |
Sep13 |
120926 |
870.75 |
873.50 |
867.00 |
873.50 |
-10.75 |
17 |
1,254 |
-11 |
Dec13 |
120926 |
885.50 |
885.50 |
875.25 |
880.50 |
-10.25 |
22 |
1,042 |
+8 |
Total Volume and Open Interest |
13,507 |
159,066 |
+778 |
Wheat(MGE) |
Dec12 |
120926 |
944.25 |
945.25 |
926.00 |
929.50 |
-12.75 |
1,646 |
27,376 |
+243 |
Mar13 |
120926 |
953.25 |
953.50 |
935.00 |
937.75 |
-13.50 |
537 |
7,806 |
-18 |
May13 |
120926 |
954.50 |
954.50 |
941.75 |
943.75 |
-14.50 |
250 |
2,913 |
+143 |
Jul13 |
120926 |
956.75 |
957.25 |
939.25 |
941.25 |
-15.00 |
51 |
1,768 |
+3 |
Sep13 |
120926 |
914.00 |
915.75 |
914.00 |
915.75 |
-10.00 |
21 |
2,591 |
+4 |
Total Volume and Open Interest |
2,510 |
42,904 |
+376 |
Oats(CBOT) |
Dec12 |
120926 |
377.50 |
379.50 |
372.75 |
375.00 |
-3.25 |
390 |
9,675 |
-54 |
Mar13 |
120926 |
381.50 |
384.00 |
378.25 |
380.50 |
-3.50 |
82 |
1,478 |
+46 |
May13 |
120926 |
381.75 |
384.50 |
381.75 |
382.25 |
-2.25 |
0 |
64 |
+0 |
Jul13 |
120926 |
380.50 |
382.75 |
380.50 |
380.50 |
-2.25 |
0 |
9 |
+0 |
Total Volume and Open Interest |
472 |
11,239 |
-8 |
Rough Rice(CBOT) |
Nov12 |
120926 |
14.90 |
15.03 |
14.82 |
15.00 |
+0.11 |
394 |
12,258 |
+134 |
Jan13 |
120926 |
15.19 |
15.31 |
15.18 |
15.31 |
+0.12 |
109 |
1,784 |
+15 |
Mar13 |
120926 |
15.50 |
15.59 |
15.50 |
15.59 |
+0.12 |
13 |
199 |
+6 |
May13 |
120926 |
15.78 |
15.78 |
15.68 |
15.78 |
+0.10 |
0 |
12 |
+0 |
Total Volume and Open Interest |
516 |
14,276 |
+155 |
Live Cattle(CME) |
Oct12 |
120926 |
123.035 |
123.250 |
121.535 |
122.230 |
-0.470 |
14,090 |
41,961 |
-2,393 |
Dec12 |
120926 |
125.730 |
125.930 |
124.080 |
124.750 |
-0.650 |
20,678 |
128,736 |
+3,493 |
Feb13 |
120926 |
129.600 |
129.600 |
127.900 |
128.735 |
-0.500 |
6,237 |
54,301 |
+1,562 |
Apr13 |
120926 |
133.100 |
133.450 |
132.050 |
132.700 |
-0.335 |
3,983 |
43,234 |
+663 |
Jun13 |
120926 |
129.850 |
130.100 |
128.900 |
129.500 |
-0.325 |
748 |
17,580 |
+213 |
Aug13 |
120926 |
130.235 |
130.435 |
129.435 |
129.750 |
-0.500 |
170 |
6,190 |
+40 |
Total Volume and Open Interest |
46,092 |
294,469 |
+3,689 |
Feeder Cattle(CME) |
Sep12 |
120926 |
143.285 |
143.500 |
143.150 |
143.450 |
+0.250 |
496 |
1,977 |
-138 |
Oct12 |
120926 |
145.300 |
146.685 |
144.250 |
146.100 |
+0.915 |
1,869 |
9,264 |
-501 |
Nov12 |
120926 |
146.600 |
147.900 |
145.450 |
147.200 |
+0.665 |
1,417 |
11,347 |
+302 |
Jan13 |
120926 |
149.350 |
150.550 |
148.285 |
149.900 |
+0.700 |
621 |
6,065 |
+42 |
Mar13 |
120926 |
151.350 |
153.150 |
151.100 |
152.700 |
+0.750 |
400 |
2,487 |
-29 |
Apr13 |
120926 |
153.075 |
154.150 |
152.750 |
154.100 |
+1.000 |
77 |
939 |
+28 |
May13 |
120926 |
154.000 |
155.485 |
153.900 |
155.450 |
+1.125 |
108 |
1,248 |
+9 |
Total Volume and Open Interest |
5,019 |
33,560 |
-263 |
Lean Hogs(CME) |
Oct12 |
120926 |
76.300 |
77.100 |
75.930 |
76.885 |
+0.600 |
14,083 |
30,801 |
-3,599 |
Dec12 |
120926 |
74.700 |
75.035 |
73.900 |
74.385 |
-0.265 |
20,062 |
105,502 |
+0 |
Feb13 |
120926 |
80.500 |
80.800 |
79.475 |
79.900 |
-0.680 |
4,941 |
39,996 |
-28 |
Apr13 |
120926 |
86.700 |
86.900 |
85.430 |
85.730 |
-0.950 |
3,064 |
24,504 |
+306 |
May13 |
120926 |
95.035 |
95.035 |
93.800 |
94.400 |
-1.000 |
48 |
1,005 |
-14 |
Jun13 |
120926 |
97.730 |
97.750 |
96.430 |
97.150 |
-0.530 |
1,248 |
16,672 |
-110 |
Jul13 |
120926 |
97.200 |
97.330 |
96.300 |
96.850 |
-0.450 |
210 |
4,199 |
+74 |
Aug13 |
120926 |
96.535 |
96.535 |
95.600 |
96.135 |
-0.565 |
81 |
3,312 |
+52 |
Total Volume and Open Interest |
43,754 |
228,793 |
-3,306 |
Class III Milk(CME) |
Sep12 |
120926 |
18.92 |
18.96 |
18.92 |
18.94 |
unch |
34 |
4,868 |
+15 |
Oct12 |
120926 |
20.75 |
20.95 |
20.70 |
20.89 |
+0.17 |
131 |
5,174 |
-2 |
Nov12 |
120926 |
20.94 |
21.16 |
20.80 |
20.89 |
-0.01 |
232 |
4,882 |
+51 |
Dec12 |
120926 |
20.32 |
20.40 |
20.03 |
20.11 |
-0.08 |
111 |
3,836 |
+14 |
Jan13 |
120926 |
19.83 |
19.90 |
19.55 |
19.63 |
-0.09 |
27 |
1,553 |
-2 |
Total Volume and Open Interest |
648 |
27,643 |
+98 |
Cocoa(ICE) |
Dec12 |
120926 |
2483 |
2507 |
2460 |
2469 |
-14 |
17,143 |
95,603 |
-3,773 |
Mar13 |
120926 |
2496 |
2520 |
2475 |
2482 |
-13 |
4,568 |
43,359 |
+255 |
May13 |
120926 |
2505 |
2529 |
2486 |
2491 |
-11 |
2,300 |
20,562 |
-367 |
Jul13 |
120926 |
2514 |
2514 |
2501 |
2502 |
-10 |
1,496 |
13,355 |
+151 |
Sep13 |
120926 |
2512 |
2520 |
2510 |
2510 |
-12 |
151 |
5,258 |
-23 |
Dec13 |
120926 |
2520 |
2520 |
2517 |
2517 |
-12 |
68 |
6,749 |
+41 |
Mar14 |
120926 |
2521 |
2521 |
2521 |
2521 |
-12 |
27 |
8,633 |
-21 |
Total Volume and Open Interest |
25,774 |
197,902 |
-3,737 |
Coffee "C"(ICE) |
Dec12 |
120926 |
173.00 |
173.25 |
169.00 |
169.45 |
-4.20 |
11,424 |
82,020 |
-1,012 |
Mar13 |
120926 |
176.65 |
177.20 |
173.10 |
173.45 |
-4.25 |
4,115 |
37,402 |
+86 |
May13 |
120926 |
180.00 |
180.00 |
176.05 |
176.20 |
-4.25 |
1,020 |
10,420 |
+35 |
Jul13 |
120926 |
182.75 |
182.75 |
178.55 |
178.85 |
-4.25 |
397 |
6,265 |
+42 |
Sep13 |
120926 |
185.20 |
185.20 |
181.40 |
181.50 |
-4.25 |
309 |
2,674 |
+117 |
Dec13 |
120926 |
187.95 |
188.55 |
185.10 |
185.25 |
-4.25 |
30 |
2,214 |
-18 |
Total Volume and Open Interest |
17,296 |
141,613 |
-749 |
Orange Juice(ICE) |
Nov12 |
120926 |
113.65 |
115.20 |
112.00 |
113.00 |
-1.45 |
1,545 |
15,884 |
-362 |
Jan13 |
120926 |
114.95 |
115.00 |
112.15 |
113.25 |
-1.35 |
438 |
3,888 |
+276 |
Mar13 |
120926 |
115.95 |
116.80 |
114.25 |
115.30 |
-1.30 |
119 |
2,194 |
+49 |
May13 |
120926 |
118.00 |
118.20 |
116.85 |
117.00 |
-1.30 |
10 |
786 |
+5 |
Jul13 |
120926 |
120.00 |
120.00 |
118.50 |
118.70 |
-1.30 |
2 |
22 |
+2 |
Sep13 |
120926 |
121.00 |
121.00 |
120.70 |
120.70 |
-0.55 |
0 |
13 |
+0 |
Total Volume and Open Interest |
2,116 |
22,789 |
-28 |
Sugar #11(ICE) |
Oct12 |
120926 |
19.79 |
20.03 |
19.27 |
19.57 |
-0.29 |
57,496 |
59,445 |
-14,719 |
Mar13 |
120926 |
20.72 |
20.87 |
20.08 |
20.38 |
-0.34 |
70,017 |
352,391 |
+3,804 |
May13 |
120926 |
20.73 |
20.89 |
20.16 |
20.43 |
-0.33 |
18,947 |
75,867 |
-1,435 |
Jul13 |
120926 |
20.72 |
20.90 |
20.22 |
20.48 |
-0.29 |
11,181 |
92,263 |
+3,087 |
Oct13 |
120926 |
20.97 |
21.17 |
20.52 |
20.76 |
-0.27 |
1,702 |
49,831 |
+451 |
Mar14 |
120926 |
21.34 |
21.56 |
20.96 |
21.17 |
-0.26 |
760 |
29,705 |
+102 |
May14 |
120926 |
21.30 |
21.43 |
20.86 |
21.07 |
-0.27 |
202 |
9,645 |
-78 |
Jul14 |
120926 |
21.05 |
21.39 |
20.84 |
21.03 |
-0.30 |
143 |
6,254 |
+67 |
Total Volume and Open Interest |
160,879 |
688,266 |
-8,512 |
London Cocoa(LCE) |
Dec12 |
120926 |
1594 |
1621 |
1586 |
1597 |
-1 |
8,341 |
73,311 |
-1,704 |
Mar13 |
120926 |
1590 |
1613 |
1580 |
1591 |
unch |
6,698 |
65,593 |
+1,326 |
May13 |
120926 |
1595 |
1619 |
1588 |
1597 |
-1 |
1,276 |
25,567 |
+468 |
Jul13 |
120926 |
1600 |
1624 |
1594 |
1603 |
-1 |
778 |
15,246 |
+1,048 |
Sep13 |
120926 |
1605 |
1630 |
1598 |
1608 |
+2 |
1,492 |
10,656 |
+899 |
Dec13 |
120926 |
1600 |
1608 |
1592 |
1602 |
-3 |
1,380 |
8,035 |
+1 |
Mar14 |
120926 |
1605 |
1605 |
1605 |
1605 |
-1 |
0 |
5,384 |
+104 |
Total Volume and Open Interest |
19,965 |
208,043 |
+2,142 |
London Sugar(LCE) |
Dec12 |
120926 |
577.50 |
583.60 |
567.50 |
570.30 |
-5.80 |
2,300 |
28,531 |
+246 |
Mar13 |
120926 |
569.30 |
572.00 |
556.20 |
560.90 |
-6.80 |
2,689 |
29,048 |
-119 |
May13 |
120926 |
569.50 |
571.40 |
555.50 |
560.10 |
-7.90 |
846 |
8,825 |
+533 |
Aug13 |
120926 |
569.10 |
569.90 |
555.50 |
559.50 |
-7.20 |
46 |
3,700 |
-23 |
Oct13 |
120926 |
568.30 |
568.80 |
555.00 |
558.60 |
-6.50 |
104 |
2,794 |
-30 |
Total Volume and Open Interest |
5,994 |
74,705 |
+604 |
Cotton(ICE) |
Oct12 |
120926 |
69.52 |
69.52 |
69.52 |
69.52 |
-1.29 |
8 |
42 |
+1 |
Dec12 |
120926 |
72.33 |
72.67 |
70.98 |
71.02 |
-1.31 |
16,466 |
119,320 |
-240 |
Mar13 |
120926 |
73.45 |
73.50 |
71.93 |
71.98 |
-1.22 |
2,827 |
44,915 |
+831 |
May13 |
120926 |
74.28 |
74.37 |
72.90 |
72.96 |
-1.14 |
354 |
7,070 |
+100 |
Jul13 |
120926 |
74.13 |
74.20 |
73.91 |
74.05 |
-1.03 |
187 |
8,259 |
+66 |
Oct13 |
120926 |
75.67 |
75.67 |
75.67 |
75.67 |
-1.07 |
0 |
3 |
+0 |
Total Volume and Open Interest |
19,893 |
183,723 |
+761 |
Lumber(CME) |
Nov12 |
120926 |
273.4 |
274.1 |
269.7 |
269.9 |
-2.5 |
349 |
5,915 |
+58 |
Jan13 |
120926 |
285.6 |
285.6 |
281.3 |
281.7 |
-4.4 |
57 |
1,778 |
-18 |
Mar13 |
120926 |
294.1 |
294.1 |
290.1 |
290.2 |
-5.3 |
19 |
510 |
-4 |
May13 |
120926 |
300.0 |
303.6 |
299.0 |
300.0 |
-3.5 |
0 |
57 |
+0 |
Total Volume and Open Interest |
425 |
8,261 |
+36 |
Crude Oil(NYM) |
Nov12 |
120926 |
90.82 |
91.34 |
88.95 |
89.98 |
-1.39 |
188,315 |
328,965 |
-3,132 |
Dec12 |
120926 |
91.20 |
91.65 |
89.30 |
90.34 |
-1.37 |
50,012 |
201,455 |
+152 |
Jan13 |
120926 |
91.55 |
92.04 |
89.72 |
90.77 |
-1.32 |
21,347 |
113,891 |
+658 |
Feb13 |
120926 |
91.96 |
92.24 |
90.19 |
91.18 |
-1.29 |
14,738 |
68,999 |
+2,547 |
Mar13 |
120926 |
92.34 |
92.63 |
90.57 |
91.51 |
-1.26 |
14,938 |
64,379 |
+416 |
Apr13 |
120926 |
92.32 |
92.37 |
90.93 |
91.73 |
-1.23 |
5,247 |
32,441 |
+141 |
May13 |
120926 |
92.97 |
92.98 |
91.14 |
91.86 |
-1.20 |
5,133 |
26,420 |
+599 |
Jun13 |
120926 |
92.80 |
92.80 |
90.89 |
91.88 |
-1.16 |
21,672 |
104,438 |
-156 |
Jul13 |
120926 |
92.25 |
92.38 |
90.87 |
91.80 |
-1.12 |
1,951 |
28,556 |
-441 |
Aug13 |
120926 |
91.58 |
91.71 |
90.82 |
91.67 |
-1.07 |
1,362 |
22,141 |
-91 |
Sep13 |
120926 |
90.93 |
91.67 |
90.93 |
91.54 |
-1.00 |
5,653 |
37,520 |
+2,310 |
Oct13 |
120926 |
91.13 |
91.39 |
90.79 |
91.39 |
-0.95 |
1,564 |
20,196 |
-155 |
Nov13 |
120926 |
91.27 |
91.27 |
91.27 |
91.27 |
-0.91 |
2,247 |
24,892 |
-272 |
Dec13 |
120926 |
91.50 |
91.68 |
90.17 |
91.15 |
-0.86 |
20,040 |
164,976 |
-2,777 |
Jan14 |
120926 |
90.89 |
90.89 |
90.89 |
90.89 |
-0.82 |
97 |
24,901 |
+31 |
Feb14 |
120926 |
90.65 |
90.65 |
90.65 |
90.65 |
-0.81 |
24 |
8,939 |
-6 |
Total Volume and Open Interest |
363,835 |
1,562,283 |
-2,306 |
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 |
120926 |
90.800 |
91.325 |
88.950 |
89.975 |
-1.400 |
7,518 |
4,127 |
+199 |
Dec12 |
120926 |
91.225 |
91.650 |
89.350 |
90.350 |
-1.350 |
298 |
4,378 |
+70 |
Jan13 |
120926 |
91.750 |
91.750 |
90.050 |
90.775 |
-1.325 |
145 |
1,669 |
+1 |
Feb13 |
120926 |
91.950 |
91.950 |
90.275 |
91.175 |
-1.300 |
70 |
76 |
-29 |
Mar13 |
120926 |
92.000 |
92.000 |
91.500 |
91.500 |
-1.275 |
6 |
9 |
-1 |
Apr13 |
120926 |
91.750 |
91.750 |
91.725 |
91.725 |
-1.225 |
1 |
5 |
+0 |
May13 |
120926 |
92.625 |
92.625 |
91.850 |
91.850 |
-1.200 |
|
|
|
Jun13 |
120926 |
91.875 |
91.875 |
91.875 |
91.875 |
-1.175 |
2 |
38 |
+0 |
Total Volume and Open Interest |
8,040 |
10,456 |
+240 |
Heating Oil(NYM) |
Oct12 |
120926 |
309.99 |
310.88 |
306.43 |
310.68 |
-0.18 |
31,741 |
34,562 |
-9,641 |
Nov12 |
120926 |
309.60 |
310.57 |
306.12 |
310.25 |
-0.44 |
54,016 |
92,948 |
+9,252 |
Dec12 |
120926 |
307.79 |
308.80 |
304.63 |
308.50 |
-0.80 |
23,437 |
57,353 |
+638 |
Jan13 |
120926 |
306.20 |
306.85 |
302.93 |
306.55 |
-1.25 |
13,543 |
38,202 |
+1,337 |
Feb13 |
120926 |
304.35 |
304.77 |
300.97 |
304.45 |
-1.40 |
5,686 |
16,238 |
+680 |
Mar13 |
120926 |
301.69 |
302.09 |
298.41 |
301.67 |
-1.44 |
4,476 |
22,110 |
+1,009 |
Apr13 |
120926 |
296.19 |
298.48 |
295.05 |
298.40 |
-1.51 |
2,288 |
23,778 |
-1,358 |
May13 |
120926 |
298.90 |
299.47 |
296.36 |
299.47 |
-1.36 |
654 |
11,919 |
-179 |
Jun13 |
120926 |
295.58 |
296.97 |
293.92 |
296.88 |
-1.60 |
472 |
12,587 |
-77 |
Jul13 |
120926 |
295.64 |
295.64 |
295.64 |
295.64 |
-1.68 |
70 |
3,047 |
-24 |
Aug13 |
120926 |
293.60 |
294.89 |
293.60 |
294.89 |
-1.67 |
89 |
2,285 |
+17 |
Sep13 |
120926 |
293.70 |
294.50 |
293.29 |
294.29 |
-1.70 |
81 |
3,440 |
+31 |
Oct13 |
120926 |
292.75 |
294.17 |
292.75 |
294.17 |
-1.71 |
38 |
1,021 |
+0 |
Nov13 |
120926 |
292.75 |
294.12 |
292.75 |
294.12 |
-1.63 |
28 |
1,187 |
+1 |
Total Volume and Open Interest |
136,829 |
327,566 |
+1,778 |
Gasoline(NYMEX) |
Oct12 |
120926 |
297.85 |
308.74 |
297.75 |
308.11 |
+11.40 |
34,352 |
29,256 |
-7,644 |
Nov12 |
120926 |
282.14 |
288.74 |
281.29 |
287.38 |
+5.14 |
56,795 |
115,062 |
+346 |
Dec12 |
120926 |
272.29 |
275.15 |
269.78 |
274.83 |
+1.65 |
29,247 |
58,471 |
+289 |
Jan13 |
120926 |
268.29 |
269.03 |
264.64 |
268.69 |
-0.52 |
10,381 |
31,959 |
+1,671 |
Feb13 |
120926 |
267.81 |
267.81 |
263.49 |
267.30 |
-1.12 |
3,877 |
12,129 |
-86 |
Mar13 |
120926 |
268.01 |
268.93 |
264.54 |
268.25 |
-1.20 |
2,095 |
13,477 |
+94 |
Apr13 |
120926 |
281.22 |
282.38 |
278.50 |
282.38 |
-1.22 |
1,477 |
8,841 |
-91 |
May13 |
120926 |
280.27 |
281.13 |
277.64 |
281.13 |
-1.20 |
751 |
5,201 |
+100 |
Jun13 |
120926 |
277.54 |
278.43 |
276.30 |
278.43 |
-1.21 |
474 |
6,508 |
+100 |
Jul13 |
120926 |
275.13 |
275.13 |
275.13 |
275.13 |
-1.26 |
56 |
1,260 |
+26 |
Total Volume and Open Interest |
139,696 |
295,664 |
-5,165 |
e-miNY RBOB Gasoline(NYM) |
Oct12 |
120926 |
308.10 |
308.11 |
308.10 |
308.10 |
+11.40 |
0 |
1 |
+0 |
Nov12 |
120926 |
287.40 |
287.40 |
287.38 |
287.40 |
+5.20 |
|
|
|
Dec12 |
120926 |
274.80 |
274.83 |
274.80 |
274.80 |
+1.60 |
|
|
|
Jan13 |
120926 |
268.70 |
268.70 |
268.69 |
268.70 |
-0.50 |
|
|
|
Total Volume and Open Interest |
0 |
1 |
+0 |
Natural Gas(NYM) |
Oct12 |
120926 |
2.942 |
3.046 |
2.927 |
3.023 |
+0.099 |
77,628 |
25,480 |
-10,076 |
Nov12 |
120926 |
3.113 |
3.241 |
3.093 |
3.215 |
+0.110 |
94,819 |
274,521 |
-3,093 |
Dec12 |
120926 |
3.382 |
3.512 |
3.373 |
3.488 |
+0.106 |
26,642 |
116,780 |
+1,733 |
Jan13 |
120926 |
3.545 |
3.650 |
3.530 |
3.638 |
+0.100 |
33,206 |
183,892 |
+4,065 |
Feb13 |
120926 |
3.574 |
3.670 |
3.562 |
3.659 |
+0.092 |
9,233 |
35,333 |
+989 |
Mar13 |
120926 |
3.564 |
3.650 |
3.551 |
3.640 |
+0.089 |
10,694 |
72,797 |
+316 |
Apr13 |
120926 |
3.560 |
3.650 |
3.545 |
3.632 |
+0.087 |
10,072 |
74,226 |
-383 |
May13 |
120926 |
3.616 |
3.701 |
3.584 |
3.665 |
+0.081 |
1,896 |
27,530 |
+134 |
Jun13 |
120926 |
3.634 |
3.707 |
3.634 |
3.703 |
+0.078 |
1,459 |
14,777 |
+8 |
Jul13 |
120926 |
3.690 |
3.765 |
3.666 |
3.742 |
+0.075 |
1,338 |
18,339 |
-33 |
Aug13 |
120926 |
3.715 |
3.800 |
3.689 |
3.764 |
+0.074 |
749 |
13,316 |
+69 |
Sep13 |
120926 |
3.703 |
3.800 |
3.690 |
3.766 |
+0.074 |
768 |
11,120 |
-7 |
Oct13 |
120926 |
3.730 |
3.830 |
3.721 |
3.799 |
+0.073 |
2,988 |
52,649 |
+324 |
Nov13 |
120926 |
3.853 |
3.919 |
3.827 |
3.901 |
+0.069 |
289 |
23,542 |
+72 |
Dec13 |
120926 |
4.054 |
4.100 |
4.040 |
4.096 |
+0.063 |
358 |
20,396 |
-110 |
Jan14 |
120926 |
4.150 |
4.200 |
4.130 |
4.196 |
+0.060 |
503 |
36,967 |
+231 |
Total Volume and Open Interest |
273,027 |
1,071,361 |
-5,621 |
Brent Crude Oil(ICE) |
Nov12 |
120926 |
109.88 |
110.23 |
108.45 |
110.04 |
-0.41 |
187,245 |
208,997 |
-4,988 |
Dec12 |
120926 |
109.08 |
109.45 |
107.69 |
109.23 |
-0.44 |
137,986 |
216,116 |
+65 |
Jan13 |
120926 |
108.50 |
108.85 |
107.07 |
108.57 |
-0.49 |
44,292 |
99,779 |
+2,216 |
Feb13 |
120926 |
108.07 |
108.26 |
106.50 |
107.96 |
-0.53 |
18,165 |
46,271 |
+195 |
Mar13 |
120926 |
107.53 |
107.72 |
105.98 |
107.37 |
-0.56 |
13,883 |
48,342 |
-2,275 |
Apr13 |
120926 |
107.00 |
107.15 |
105.49 |
106.81 |
-0.58 |
5,859 |
22,488 |
-599 |
May13 |
120926 |
106.50 |
106.62 |
105.04 |
106.27 |
-0.57 |
6,019 |
21,064 |
-932 |
Jun13 |
120926 |
105.95 |
106.08 |
104.45 |
105.71 |
-0.58 |
21,181 |
72,813 |
+722 |
Jul13 |
120926 |
105.33 |
105.33 |
104.28 |
105.20 |
-0.58 |
2,739 |
27,789 |
+167 |
Aug13 |
120926 |
104.61 |
104.70 |
104.61 |
104.70 |
-0.57 |
2,592 |
32,640 |
+793 |
Sep13 |
120926 |
104.20 |
104.20 |
104.20 |
104.20 |
-0.56 |
5,217 |
31,684 |
+758 |
Oct13 |
120926 |
103.68 |
103.75 |
103.68 |
103.75 |
-0.54 |
2,332 |
32,433 |
+206 |
Nov13 |
120926 |
103.35 |
103.35 |
103.35 |
103.35 |
-0.52 |
4,302 |
17,602 |
-2,394 |
Dec13 |
120926 |
103.05 |
103.34 |
101.85 |
102.96 |
-0.50 |
24,328 |
98,393 |
-1,899 |
Total Volume and Open Interest |
486,538 |
1,158,593 |
-9,073 |
Gas Oil(ICE) |
Oct12 |
120926 |
975.00 |
975.00 |
958.75 |
962.25 |
-15.00 |
56,406 |
97,936 |
-726 |
Nov12 |
120926 |
965.75 |
966.25 |
952.50 |
956.00 |
-15.25 |
70,463 |
127,970 |
+3,094 |
Dec12 |
120926 |
956.50 |
957.25 |
944.25 |
947.75 |
-15.25 |
47,876 |
106,819 |
+3,939 |
Jan13 |
120926 |
950.75 |
950.75 |
937.75 |
941.50 |
-15.50 |
15,639 |
56,866 |
+1,365 |
Feb13 |
120926 |
943.75 |
943.75 |
931.25 |
934.50 |
-15.75 |
9,210 |
30,671 |
-450 |
Mar13 |
120926 |
935.50 |
935.50 |
923.50 |
926.75 |
-16.00 |
6,951 |
25,738 |
+676 |
Apr13 |
120926 |
925.25 |
927.50 |
916.75 |
919.75 |
-15.75 |
2,667 |
22,858 |
+469 |
May13 |
120926 |
922.25 |
922.25 |
912.00 |
915.00 |
-15.00 |
1,987 |
14,580 |
+438 |
Jun13 |
120926 |
919.25 |
919.25 |
909.00 |
912.00 |
-14.75 |
4,583 |
44,105 |
-104 |
Jul13 |
120926 |
915.50 |
916.00 |
908.25 |
910.75 |
-14.50 |
494 |
11,116 |
+28 |
Total Volume and Open Interest |
222,556 |
631,931 |
+9,271 |
Ethanol(CBOT) |
Sep12 |
120906 |
2.515 |
2.539 |
2.515 |
2.539 |
+0.011 |
41 |
89 |
-74 |
Oct12 |
120926 |
2.245 |
2.245 |
2.220 |
2.227 |
-0.036 |
273 |
560 |
-165 |
Nov12 |
120926 |
2.259 |
2.259 |
2.225 |
2.239 |
-0.036 |
378 |
1,200 |
-57 |
Dec12 |
120926 |
2.270 |
2.270 |
2.233 |
2.247 |
-0.038 |
306 |
1,956 |
-102 |
Jan13 |
120926 |
2.253 |
2.256 |
2.240 |
2.250 |
-0.039 |
127 |
1,195 |
-6 |
Feb13 |
120926 |
2.266 |
2.266 |
2.249 |
2.256 |
-0.040 |
114 |
806 |
-25 |
Mar13 |
120926 |
2.282 |
2.282 |
2.263 |
2.266 |
-0.041 |
81 |
1,909 |
+10 |
Apr13 |
120926 |
2.284 |
2.284 |
2.276 |
2.276 |
-0.043 |
98 |
481 |
+2 |
Total Volume and Open Interest |
1,561 |
10,951 |
-231 |
WTI Crude Oil(ICE) |
Nov12 |
120926 |
90.88 |
91.34 |
88.96 |
89.98 |
-1.39 |
36,383 |
71,130 |
-172 |
Dec12 |
120926 |
91.40 |
91.67 |
89.34 |
90.34 |
-1.37 |
15,129 |
98,838 |
+787 |
Jan13 |
120926 |
91.35 |
91.55 |
89.80 |
90.77 |
-1.32 |
5,461 |
33,574 |
-131 |
Feb13 |
120926 |
91.81 |
91.87 |
90.35 |
91.18 |
-1.29 |
3,170 |
18,292 |
+51 |
Mar13 |
120926 |
92.15 |
92.18 |
90.71 |
91.51 |
-1.26 |
3,380 |
22,451 |
+389 |
Apr13 |
120926 |
92.30 |
92.38 |
90.93 |
91.73 |
-1.23 |
2,852 |
8,709 |
+733 |
May13 |
120926 |
92.42 |
92.42 |
91.15 |
91.86 |
-1.20 |
2,004 |
8,213 |
-359 |
Jun13 |
120926 |
92.42 |
92.47 |
91.06 |
91.88 |
-1.16 |
3,348 |
42,996 |
-381 |
Jul13 |
120926 |
92.20 |
92.20 |
91.50 |
91.80 |
-1.12 |
603 |
3,710 |
-16 |
Aug13 |
120926 |
91.35 |
91.67 |
91.35 |
91.67 |
-1.07 |
517 |
5,068 |
+11 |
Sep13 |
120926 |
91.54 |
91.54 |
91.54 |
91.54 |
-1.00 |
504 |
9,022 |
+34 |
Oct13 |
120926 |
91.39 |
91.39 |
91.39 |
91.39 |
-0.95 |
226 |
4,133 |
+22 |
Nov13 |
120926 |
91.27 |
91.27 |
91.27 |
91.27 |
-0.91 |
139 |
4,389 |
+12 |
Dec13 |
120926 |
91.59 |
91.61 |
90.36 |
91.15 |
-0.86 |
4,928 |
68,794 |
-148 |
Jan14 |
120926 |
90.89 |
90.89 |
90.89 |
90.89 |
-0.82 |
0 |
4,252 |
+0 |
Feb14 |
120926 |
90.65 |
90.65 |
90.65 |
90.65 |
-0.81 |
0 |
1,758 |
+0 |
Total Volume and Open Interest |
82,054 |
497,055 |
+791 |
US Dollar Index(ICE) |
Dec12 |
120926 |
79.725 |
80.080 |
79.670 |
79.948 |
+0.340 |
18,006 |
47,348 |
+3,419 |
Mar13 |
120926 |
80.310 |
80.310 |
80.010 |
80.173 |
+0.340 |
5 |
506 |
+5 |
Jun13 |
120926 |
80.393 |
80.393 |
80.393 |
80.393 |
+0.340 |
|
|
|
Total Volume and Open Interest |
18,011 |
47,854 |
+3,424 |
Australian Dollar(CME) |
Dec12 |
120926 |
103.14 |
103.29 |
102.56 |
102.83 |
-0.46 |
89,116 |
173,534 |
-2,564 |
Mar13 |
120926 |
102.13 |
102.54 |
101.90 |
102.10 |
-0.44 |
7 |
106 |
+2 |
Jun13 |
120926 |
101.44 |
101.84 |
101.44 |
101.44 |
-0.40 |
0 |
10 |
+0 |
Total Volume and Open Interest |
89,123 |
173,655 |
-2,562 |
British Pound(CME) |
Dec12 |
120926 |
161.89 |
162.06 |
161.33 |
161.51 |
-0.55 |
77,930 |
173,278 |
+170 |
Mar13 |
120926 |
161.58 |
162.01 |
161.40 |
161.46 |
-0.55 |
90 |
182 |
-73 |
Jun13 |
120926 |
161.41 |
161.94 |
161.41 |
161.41 |
-0.53 |
0 |
57 |
+0 |
Total Volume and Open Interest |
78,020 |
173,518 |
+97 |
Canadian Dollar(CME) |
Dec12 |
120926 |
101.82 |
101.87 |
101.23 |
101.37 |
-0.50 |
52,111 |
203,635 |
-1,021 |
Mar13 |
120926 |
101.51 |
101.65 |
101.05 |
101.15 |
-0.50 |
40 |
2,256 |
+12 |
Jun13 |
120926 |
101.00 |
101.40 |
100.85 |
100.92 |
-0.48 |
43 |
587 |
+28 |
Sep13 |
120926 |
100.75 |
101.15 |
100.69 |
100.69 |
-0.46 |
0 |
559 |
+0 |
Total Volume and Open Interest |
52,194 |
207,101 |
-981 |
Japanese Yen(CME) |
Dec12 |
120926 |
128.61 |
128.98 |
128.45 |
128.75 |
+0.07 |
58,821 |
129,935 |
+4,792 |
Mar13 |
120926 |
128.88 |
129.06 |
128.71 |
128.91 |
+0.08 |
55 |
260 |
+38 |
Jun13 |
120926 |
128.93 |
129.10 |
128.93 |
129.10 |
+0.10 |
2 |
13 |
+1 |
Total Volume and Open Interest |
58,878 |
130,210 |
+4,831 |
Swiss Franc(CME) |
Dec12 |
120926 |
106.81 |
106.96 |
106.32 |
106.53 |
-0.43 |
28,632 |
36,542 |
-343 |
Mar13 |
120926 |
106.67 |
107.13 |
106.67 |
106.71 |
-0.42 |
3 |
11 |
+3 |
Jun13 |
120926 |
106.90 |
107.32 |
106.90 |
106.90 |
-0.42 |
0 |
3 |
+0 |
Total Volume and Open Interest |
28,635 |
36,556 |
-340 |
EuroFX(CME) |
Dec12 |
120926 |
129.14 |
129.38 |
128.46 |
128.71 |
-0.67 |
210,912 |
216,409 |
-5,346 |
Mar13 |
120926 |
129.25 |
129.51 |
128.63 |
128.85 |
-0.66 |
119 |
392 |
+23 |
Jun13 |
120926 |
128.99 |
129.65 |
128.99 |
128.99 |
-0.66 |
0 |
532 |
+0 |
Total Volume and Open Interest |
211,031 |
217,349 |
-5,323 |
Mexican Peso(CME) |
Oct12 |
120926 |
775.75 |
775.75 |
775.50 |
775.75 |
+0.25 |
|
|
|
Nov12 |
120926 |
773.75 |
773.75 |
773.50 |
773.75 |
+0.25 |
|
|
|
Total Volume and Open Interest |
19,716 |
220,374 |
+2,052 |
Brazilian Real(CME) |
Oct12 |
120926 |
491.40 |
491.70 |
491.30 |
491.70 |
-1.15 |
47 |
1,400 |
-34 |
Nov12 |
120926 |
488.70 |
489.50 |
488.70 |
489.50 |
-1.10 |
15 |
28 |
+4 |
Dec12 |
120926 |
487.55 |
488.85 |
487.55 |
487.55 |
-1.30 |
86 |
1,914 |
+63 |
Jan13 |
120926 |
485.75 |
487.05 |
485.75 |
485.75 |
-1.30 |
|
|
|
Total Volume and Open Interest |
148 |
19,021 |
+33 |
30-Year T-Bonds(CBOT) |
Dec12 |
120926 |
148~190 |
150~010 |
148~150 |
149~280 |
+1~160 |
192,227 |
544,494 |
+4,182 |
Mar13 |
120926 |
147~120 |
148~160 |
147~010 |
148~160 |
+1~150 |
2 |
87 |
+0 |
Jun13 |
120926 |
147~110 |
147~110 |
145~280 |
147~110 |
+1~150 |
|
|
|
Total Volume and Open Interest |
192,229 |
544,581 |
+4,182 |
10-Year T-Notes(CBOT) |
Dec12 |
120926 |
133~070 |
133~215 |
133~045 |
133~205 |
+0~150 |
531,172 |
1,593,811 |
+7,033 |
Mar13 |
120926 |
132~200 |
133~000 |
132~185 |
133~000 |
+0~135 |
1 |
66 |
+0 |
Jun13 |
120926 |
132~050 |
132~050 |
131~235 |
132~050 |
+0~135 |
|
|
|
Total Volume and Open Interest |
531,173 |
1,593,877 |
+7,033 |
5-Year T-Notes(CBOT) |
Sep12 |
120926 |
124~107 |
124~116 |
124~095 |
124~116 |
+0~021 |
1,686 |
18,201 |
-1,383 |
Dec12 |
120926 |
124~060 |
124~084 |
124~054 |
124~081 |
+0~023 |
405,901 |
1,394,282 |
+13,506 |
Mar13 |
120926 |
124~059 |
124~059 |
124~036 |
124~059 |
+0~023 |
0 |
23 |
+0 |
Total Volume and Open Interest |
407,587 |
1,412,506 |
+12,123 |
2 Year T-Notes(CBOT) |
Sep12 |
120926 |
110~025 |
110~027 |
110~025 |
110~027 |
+0~002 |
1,623 |
15,853 |
+301 |
Dec12 |
120926 |
110~026 |
110~028 |
110~023 |
110~027 |
+0~002 |
100,195 |
934,297 |
-31,262 |
Mar13 |
120926 |
110~021 |
110~021 |
110~019 |
110~021 |
+0~002 |
|
|
|
Total Volume and Open Interest |
101,818 |
950,150 |
-30,961 |
Eurodollars(CME) |
Dec12 |
120926 |
99.665 |
99.665 |
99.630 |
99.645 |
-0.020 |
119,514 |
1,007,626 |
+12,326 |
Mar13 |
120926 |
99.640 |
99.645 |
99.600 |
99.615 |
-0.030 |
168,947 |
827,238 |
-26,409 |
Jun13 |
120926 |
99.620 |
99.620 |
99.575 |
99.590 |
-0.030 |
156,722 |
733,216 |
+11,347 |
Sep13 |
120926 |
99.610 |
99.610 |
99.560 |
99.580 |
-0.025 |
76,453 |
646,981 |
+6,170 |
Dec13 |
120926 |
99.585 |
99.585 |
99.540 |
99.565 |
-0.020 |
68,768 |
677,442 |
-6,948 |
Mar14 |
120926 |
99.565 |
99.565 |
99.530 |
99.550 |
-0.015 |
56,177 |
618,490 |
+2,658 |
Jun14 |
120926 |
99.525 |
99.530 |
99.495 |
99.515 |
-0.010 |
55,577 |
477,074 |
+793 |
Sep14 |
120926 |
99.485 |
99.490 |
99.460 |
99.480 |
-0.005 |
58,896 |
425,370 |
+2,787 |
Dec14 |
120926 |
99.430 |
99.440 |
99.410 |
99.435 |
+0.005 |
47,703 |
414,447 |
-5,036 |
Mar15 |
120926 |
99.385 |
99.395 |
99.360 |
99.390 |
+0.010 |
45,747 |
399,922 |
+1,129 |
Jun15 |
120926 |
1.011 |
1.031 |
0.981 |
1.021 |
+0.020 |
40,438 |
500,812 |
-2,548 |
Sep15 |
120926 |
0.911 |
0.941 |
0.886 |
0.931 |
+0.025 |
41,408 |
323,310 |
+3,308 |
Dec15 |
120926 |
0.791 |
0.821 |
0.761 |
0.816 |
+0.035 |
46,748 |
260,833 |
+6,463 |
Mar16 |
120926 |
0.666 |
0.706 |
0.631 |
0.701 |
+0.045 |
32,525 |
179,066 |
+3,568 |
Jun16 |
120926 |
0.526 |
0.571 |
0.491 |
0.566 |
+0.055 |
21,143 |
135,284 |
+1,335 |
Sep16 |
120926 |
0.371 |
0.426 |
0.341 |
0.421 |
+0.065 |
22,985 |
120,403 |
-414 |
Dec16 |
120926 |
0.211 |
0.271 |
0.176 |
0.266 |
+0.070 |
15,191 |
98,064 |
+2,334 |
Mar17 |
120926 |
0.061 |
0.131 |
0.026 |
0.126 |
+0.080 |
15,149 |
80,517 |
+2,108 |
Total Volume and Open Interest |
1,121,416 |
8,130,729 |
+16,787 |
30 Day Federal Funds(CBOT) |
Sep12 |
120926 |
99.853 |
99.853 |
99.848 |
99.853 |
unch |
935 |
67,516 |
+123 |
Oct12 |
120926 |
99.855 |
99.855 |
99.850 |
99.855 |
unch |
599 |
63,006 |
-168 |
Nov12 |
120926 |
99.860 |
99.860 |
99.855 |
99.860 |
unch |
2,371 |
53,032 |
+561 |
Dec12 |
120926 |
99.865 |
99.870 |
99.865 |
99.865 |
unch |
414 |
31,642 |
-68 |
Jan13 |
120926 |
99.870 |
99.875 |
99.865 |
99.870 |
unch |
806 |
19,584 |
+229 |
Feb13 |
120926 |
99.875 |
99.875 |
99.870 |
99.870 |
unch |
476 |
19,987 |
+79 |
Total Volume and Open Interest |
9,346 |
436,246 |
+1,754 |
30 Day Fed Funds(e-CBOT) |
3-Mth Euro-Yen(CME) |
Dec12 |
120926 |
99.690 |
99.690 |
99.690 |
99.690 |
+0.010 |
|
|
|
Mar13 |
120926 |
99.713 |
99.713 |
99.713 |
99.713 |
+0.003 |
|
|
|
Jun13 |
120926 |
99.738 |
99.738 |
99.738 |
99.738 |
+0.003 |
|
|
|
Sep13 |
120926 |
99.747 |
99.747 |
99.747 |
99.747 |
+0.002 |
|
|
|
Dec13 |
120926 |
99.760 |
99.760 |
99.760 |
99.760 |
+0.005 |
|
|
|
Mar14 |
120926 |
99.760 |
99.760 |
99.760 |
99.760 |
+0.005 |
|
|
|
Jun14 |
120926 |
99.620 |
99.620 |
99.620 |
99.620 |
+0.005 |
|
|
|
Sep14 |
120926 |
99.480 |
99.480 |
99.480 |
99.480 |
+0.005 |
|
|
|
Dec14 |
120926 |
99.705 |
99.705 |
99.705 |
99.705 |
+0.005 |
|
|
|
Mar15 |
120926 |
99.565 |
99.565 |
99.565 |
99.565 |
+0.005 |
|
|
|
Total Volume and Open Interest |
|
|
|
3-Mth Euro-Yen(SGX) |
Dec12 |
120926 |
99.68 |
99.69 |
99.68 |
99.69 |
+0.01 |
0 |
1,013 |
+0 |
Mar13 |
120926 |
99.71 |
99.71 |
99.71 |
99.71 |
+0.00 |
0 |
183 |
+0 |
Jun13 |
120926 |
99.74 |
99.74 |
99.74 |
99.74 |
+0.00 |
0 |
201 |
+0 |
Sep13 |
120926 |
99.75 |
99.75 |
99.75 |
99.75 |
+0.00 |
0 |
305 |
+0 |
Dec13 |
120926 |
99.76 |
99.76 |
99.76 |
99.76 |
+0.01 |
0 |
384 |
+0 |
Mar14 |
120926 |
99.76 |
99.76 |
99.76 |
99.76 |
+0.01 |
0 |
344 |
+0 |
Jun14 |
120926 |
99.62 |
99.62 |
99.62 |
99.62 |
+0.01 |
|
|
|
Sep14 |
120926 |
99.48 |
99.48 |
99.48 |
99.48 |
+0.01 |
|
|
|
Total Volume and Open Interest |
0 |
2,434 |
+0 |
Japanese Gov't Bonds(SGX) |
Dec12 |
120926 |
144.03 |
144.16 |
143.94 |
144.14 |
+0.10 |
1,323 |
18,952 |
+161 |
Mar13 |
120926 |
142.40 |
142.40 |
142.40 |
142.40 |
+0.10 |
|
|
|
Jun13 |
120926 |
140.31 |
140.31 |
140.31 |
140.31 |
+0.10 |
|
|
|
Total Volume and Open Interest |
1,323 |
18,952 |
+161 |
Euro-Bund(EUREX) |
Dec12 |
120926 |
140.69 |
141.73 |
140.62 |
141.63 |
+1.57 |
489,218 |
810,248 |
-985 |
Mar13 |
120926 |
142.16 |
143.30 |
142.15 |
143.21 |
+1.71 |
1,371 |
45,838 |
+471 |
Jun13 |
120926 |
143.21 |
143.21 |
143.21 |
143.21 |
+1.71 |
|
|
|
Total Volume and Open Interest |
490,589 |
856,086 |
-514 |
Euro-Bobl(EUREX) |
Dec12 |
120926 |
125.32 |
125.70 |
125.28 |
125.66 |
+0.58 |
270,116 |
704,046 |
-15,574 |
Mar13 |
120926 |
125.85 |
126.25 |
125.85 |
126.25 |
+0.66 |
975 |
17,297 |
+975 |
Jun13 |
120926 |
126.25 |
126.25 |
126.25 |
126.25 |
+0.66 |
|
|
|
Total Volume and Open Interest |
271,091 |
721,343 |
-14,599 |
3-Mth Euribor(EUREX) |
Sep12 |
120917 |
99.753 |
99.753 |
99.753 |
99.753 |
-0.002 |
220 |
2,886 |
+164 |
Dec12 |
120926 |
99.790 |
99.790 |
99.790 |
99.790 |
-0.010 |
106 |
1,602 |
-85 |
Mar13 |
120926 |
99.780 |
99.780 |
99.780 |
99.780 |
-0.010 |
0 |
1,185 |
+0 |
Total Volume and Open Interest |
107 |
5,220 |
-86 |
Long Gilt(LIFFE) |
Sep12 |
120926 |
121~08 |
121~08 |
121~08 |
121~08 |
+0~24 |
263 |
499 |
-463 |
Dec12 |
120926 |
119~28 |
120~28 |
119~28 |
120~27 |
+1~13 |
163,343 |
327,028 |
+1,353 |
Total Volume and Open Interest |
163,606 |
327,527 |
+890 |
3-Mth Short Sterling(LIFFE) |
Dec12 |
120926 |
99.44 |
99.44 |
99.40 |
99.42 |
-0.02 |
28,211 |
409,809 |
-829 |
Mar13 |
120926 |
99.45 |
99.45 |
99.38 |
99.41 |
-0.03 |
35,849 |
338,112 |
+1,761 |
Jun13 |
120926 |
99.43 |
99.44 |
99.38 |
99.40 |
-0.03 |
40,235 |
300,669 |
-12,968 |
Sep13 |
120926 |
99.42 |
99.43 |
99.36 |
99.39 |
-0.02 |
40,218 |
287,861 |
+633 |
Dec13 |
120926 |
99.39 |
99.40 |
99.34 |
99.36 |
-0.02 |
72,097 |
316,428 |
+8,660 |
Mar14 |
120926 |
99.35 |
99.37 |
99.31 |
99.33 |
-0.01 |
52,027 |
250,822 |
-311 |
Total Volume and Open Interest |
481,830 |
2,604,580 |
+24,834 |
3-Mth Euribor(LIFFE) |
Dec12 |
120926 |
99.805 |
99.810 |
99.780 |
99.790 |
-0.010 |
137,973 |
527,710 |
+3,601 |
Mar13 |
120926 |
99.800 |
99.805 |
99.765 |
99.780 |
-0.010 |
120,633 |
490,121 |
-7,497 |
Jun13 |
120926 |
99.770 |
99.780 |
99.735 |
99.755 |
-0.005 |
121,111 |
443,178 |
-207 |
Total Volume and Open Interest |
1,165,945 |
3,667,614 |
+10,635 |
3-Mth Aus T-Bills(SFE) |
Dec12 |
120926 |
96.85 |
96.90 |
96.83 |
96.89 |
+0.04 |
19,966 |
159,766 |
-1,749 |
Mar13 |
120926 |
97.12 |
97.17 |
97.07 |
97.15 |
+0.03 |
21,795 |
152,746 |
+3,008 |
Jun13 |
120926 |
97.22 |
97.28 |
97.17 |
97.26 |
+0.03 |
14,511 |
117,026 |
-119 |
Sep13 |
120926 |
97.21 |
97.27 |
97.15 |
97.24 |
+0.03 |
7,466 |
68,810 |
+2,309 |
Dec13 |
120926 |
97.14 |
97.19 |
97.08 |
97.17 |
+0.03 |
2,963 |
55,998 |
+439 |
Mar14 |
120926 |
97.05 |
97.12 |
97.00 |
97.10 |
+0.04 |
3,998 |
34,325 |
+264 |
Jun14 |
120926 |
97.00 |
97.05 |
96.92 |
97.03 |
+0.04 |
1,611 |
15,483 |
-292 |
Sep14 |
120926 |
96.93 |
96.99 |
96.85 |
96.96 |
+0.04 |
335 |
6,006 |
+200 |
Dec14 |
120926 |
96.88 |
96.88 |
96.88 |
96.88 |
+0.04 |
25 |
941 |
-25 |
Mar15 |
120926 |
96.82 |
96.82 |
96.82 |
96.82 |
+0.05 |
25 |
63 |
+0 |
Total Volume and Open Interest |
72,758 |
611,430 |
+4,073 |
10-Year Aus T-Bonds(SFE) |
Dec12 |
120926 |
96.95 |
97.05 |
96.91 |
97.04 |
+0.10 |
53,122 |
363,035 |
+3,024 |
Mar13 |
120926 |
97.04 |
97.04 |
97.04 |
97.04 |
+0.10 |
|
|
|
Total Volume and Open Interest |
53,122 |
363,035 |
+3,024 |
3-Year Aus T-Bonds(SFE) |
Dec12 |
120926 |
97.52 |
97.62 |
97.46 |
97.61 |
+0.09 |
125,717 |
435,437 |
-4,362 |
Mar13 |
120926 |
97.61 |
97.61 |
97.61 |
97.61 |
+0.09 |
|
|
|
Total Volume and Open Interest |
125,717 |
435,437 |
-4,362 |
Gold(CMX) |
Oct12 |
120926 |
1760.7 |
1765.5 |
1735.8 |
1750.7 |
-13.2 |
9,065 |
18,257 |
-2,677 |
Dec12 |
120926 |
1762.7 |
1768.4 |
1738.3 |
1753.6 |
-12.8 |
159,194 |
339,058 |
+1,332 |
Feb13 |
120926 |
1765.9 |
1770.0 |
1740.4 |
1755.7 |
-12.8 |
12,661 |
31,560 |
+3,820 |
Apr13 |
120926 |
1767.1 |
1772.0 |
1745.4 |
1757.7 |
-12.8 |
1,893 |
16,675 |
-51 |
Jun13 |
120926 |
1768.6 |
1772.8 |
1745.0 |
1759.7 |
-12.8 |
1,487 |
23,107 |
-111 |
Aug13 |
120926 |
1771.5 |
1775.4 |
1754.0 |
1761.6 |
-12.8 |
204 |
5,450 |
-22 |
Oct13 |
120926 |
1774.8 |
1774.9 |
1751.5 |
1763.6 |
-12.8 |
153 |
3,765 |
+107 |
Dec13 |
120926 |
1777.2 |
1777.2 |
1757.8 |
1765.8 |
-12.8 |
497 |
11,494 |
+10 |
Feb14 |
120926 |
1765.0 |
1768.2 |
1757.0 |
1768.2 |
-12.8 |
102 |
2,477 |
-62 |
Apr14 |
120926 |
1770.6 |
1770.6 |
1770.6 |
1770.6 |
-12.8 |
50 |
3,660 |
+50 |
Jun14 |
120926 |
1773.1 |
1773.1 |
1773.1 |
1773.1 |
-12.8 |
809 |
9,251 |
-337 |
Total Volume and Open Interest |
187,165 |
490,744 |
+2,674 |
Silver(CMX) |
Sep12 |
120926 |
3370.0 |
3388.3 |
3367.5 |
3388.3 |
-0.3 |
125 |
306 |
-228 |
Dec12 |
120926 |
3379.0 |
3411.0 |
3336.0 |
3394.0 |
-0.8 |
46,792 |
82,227 |
-615 |
Mar13 |
120926 |
3392.0 |
3417.0 |
3350.0 |
3401.7 |
-0.7 |
623 |
9,287 |
+172 |
May13 |
120926 |
3388.5 |
3406.0 |
3356.0 |
3405.5 |
-0.7 |
261 |
3,957 |
-88 |
Jul13 |
120926 |
3420.0 |
3420.0 |
3371.0 |
3408.6 |
-0.5 |
685 |
5,463 |
+70 |
Sep13 |
120926 |
3359.5 |
3411.3 |
3359.5 |
3411.3 |
-0.5 |
221 |
2,499 |
+35 |
Dec13 |
120926 |
3388.5 |
3424.0 |
3369.0 |
3415.0 |
-0.5 |
1,638 |
14,411 |
+462 |
Total Volume and Open Interest |
51,369 |
129,956 |
+456 |
Platinum(NYMEX) |
Oct12 |
120926 |
1627.5 |
1636.8 |
1612.3 |
1634.4 |
+2.6 |
13,271 |
19,480 |
-5,054 |
Jan13 |
120926 |
1633.8 |
1641.0 |
1616.5 |
1639.2 |
+3.2 |
8,639 |
36,340 |
+4,147 |
Apr13 |
120926 |
1640.7 |
1643.8 |
1622.9 |
1642.7 |
+3.2 |
62 |
1,738 |
+49 |
Jul13 |
120926 |
1630.0 |
1644.2 |
1630.0 |
1644.2 |
+3.2 |
1 |
32 |
+1 |
Total Volume and Open Interest |
21,974 |
57,619 |
-857 |
Palladium(NYMEX) |
Dec12 |
120926 |
640.40 |
640.95 |
617.45 |
625.85 |
-15.00 |
6,822 |
19,678 |
-117 |
Mar13 |
120926 |
631.80 |
631.95 |
619.35 |
627.10 |
-15.15 |
14 |
807 |
+11 |
Jun13 |
120926 |
630.00 |
630.00 |
627.15 |
627.15 |
-15.10 |
0 |
4 |
+0 |
Total Volume and Open Interest |
6,860 |
20,517 |
-102 |
Copper(CMX) |
Sep12 |
120926 |
375.55 |
375.55 |
371.10 |
371.40 |
-5.95 |
583 |
1,425 |
-190 |
Dec12 |
120926 |
373.10 |
375.65 |
368.05 |
371.00 |
-4.85 |
42,090 |
97,995 |
-710 |
Mar13 |
120926 |
374.10 |
376.50 |
369.00 |
371.85 |
-4.80 |
2,054 |
26,178 |
-167 |
May13 |
120926 |
371.85 |
372.45 |
371.60 |
372.30 |
-4.70 |
401 |
5,166 |
+26 |
Jul13 |
120926 |
370.90 |
372.55 |
370.90 |
372.45 |
-4.65 |
372 |
4,323 |
-107 |
Total Volume and Open Interest |
46,321 |
150,774 |
-1,133 |
DJIA Index(CBOT) |
Dec12 |
120926 |
13410 |
13426 |
13335 |
13345 |
-60 |
4,483 |
14,318 |
+4,388 |
Mar13 |
120926 |
13280 |
13341 |
13280 |
13280 |
-61 |
0 |
5 |
+0 |
Jun13 |
120926 |
13205 |
13266 |
13205 |
13205 |
-61 |
|
|
|
Sep13 |
120926 |
13126 |
13187 |
13126 |
13126 |
-61 |
|
|
|
Total Volume and Open Interest |
4,483 |
14,323 |
+4,388 |
E-mini DJIA Index(CBOT) |
Sep12 |
120921 |
13578 |
13717 |
13578 |
13652 |
+59 |
27,829 |
43,696 |
-3,581 |
Dec12 |
120926 |
13405 |
13426 |
13332 |
13345 |
-60 |
93,917 |
120,304 |
+3,161 |
Mar13 |
120926 |
13280 |
13280 |
13280 |
13280 |
-61 |
4 |
160 |
-1 |
Jun13 |
120926 |
13205 |
13205 |
13205 |
13205 |
-61 |
4 |
39 |
+0 |
Total Volume and Open Interest |
93,925 |
120,503 |
+3,160 |
S & P 500(CME) |
Dec12 |
120926 |
1436.30 |
1439.60 |
1424.50 |
1426.90 |
-10.30 |
6,787 |
186,386 |
+122 |
Mar13 |
120926 |
1420.20 |
1420.20 |
1418.90 |
1420.20 |
-10.20 |
0 |
1,484 |
+0 |
Jun13 |
120926 |
1413.20 |
1414.40 |
1411.90 |
1413.20 |
-10.20 |
0 |
470 |
+0 |
Sep13 |
120926 |
1406.70 |
1407.90 |
1405.40 |
1406.70 |
-10.20 |
|
|
|
Total Volume and Open Interest |
6,787 |
188,340 |
+122 |
S & P 500 E-Mini(Globex) |
Dec12 |
120926 |
1436.75 |
1439.75 |
1424.00 |
1427.00 |
-10.25 |
1,261,245 |
2,803,075 |
+31,865 |
Mar13 |
120926 |
1430.00 |
1432.75 |
1417.25 |
1420.25 |
-10.25 |
594 |
6,327 |
-5 |
Total Volume and Open Interest |
1,261,866 |
2,810,057 |
+31,853 |
NASDAQ 100(CME) |
Dec12 |
120926 |
2805.80 |
2806.50 |
2761.00 |
2774.30 |
-29.00 |
205 |
4,642 |
-1 |
Mar13 |
120926 |
2767.50 |
2770.00 |
2765.00 |
2767.50 |
-29.30 |
|
|
|
Jun13 |
120926 |
2762.00 |
2791.30 |
2762.00 |
2762.00 |
-29.30 |
|
|
|
Total Volume and Open Interest |
205 |
4,642 |
-1 |
NASDAQ 100 E-Mini(Globex) |
Dec12 |
120926 |
2804.30 |
2807.30 |
2762.30 |
2774.30 |
-29.00 |
204,718 |
406,954 |
+4,590 |
Mar13 |
120926 |
2786.80 |
2790.00 |
2767.50 |
2767.50 |
-29.30 |
2 |
3 |
+0 |
Total Volume and Open Interest |
204,720 |
406,966 |
+4,590 |
S & P Midcap 400(CME) |
Dec12 |
120926 |
977.60 |
977.60 |
976.00 |
977.60 |
-10.30 |
0 |
318 |
+0 |
Mar13 |
120926 |
975.60 |
975.60 |
975.60 |
975.60 |
-10.30 |
|
|
|
Jun13 |
120926 |
973.50 |
973.50 |
973.50 |
973.50 |
-10.30 |
|
|
|
Total Volume and Open Interest |
0 |
318 |
+0 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Dec12 |
120926 |
8970 |
8975 |
8845 |
8875 |
-100 |
2,631 |
20,720 |
+59 |
Mar13 |
120926 |
8875 |
8875 |
8875 |
8875 |
-100 |
|
|
|
Total Volume and Open Interest |
2,631 |
20,720 |
+59 |
Nikkei 225(SGX) |
Dec12 |
120926 |
9005 |
9050 |
8895 |
8930 |
-75 |
68,547 |
202,134 |
-65 |
Mar13 |
120926 |
9000 |
9000 |
8920 |
8920 |
-70 |
39 |
463 |
-5 |
Jun13 |
120926 |
8840 |
8840 |
8840 |
8840 |
-70 |
0 |
1,205 |
+0 |
Total Volume and Open Interest |
68,625 |
225,639 |
-77 |
CAC 40(EURONEXT) |
Oct12 |
120926 |
3476.0 |
3484.0 |
3415.5 |
3417.0 |
-96.5 |
88,578 |
331,222 |
+104 |
Nov12 |
120926 |
3445.0 |
3450.5 |
3415.0 |
3415.0 |
-97.0 |
143 |
105 |
+33 |
Dec12 |
120926 |
3467.5 |
3469.0 |
3408.0 |
3408.0 |
-96.0 |
603 |
26,385 |
-737 |
Total Volume and Open Interest |
89,324 |
357,769 |
-600 |
Hang Seng Index(HKFE) |
Sep12 |
120926 |
20520 |
20594 |
20503 |
20540 |
-202 |
88,923 |
105,943 |
-9,821 |
Oct12 |
120926 |
20489 |
20586 |
20489 |
20542 |
-189 |
21,269 |
28,495 |
+14,397 |
Total Volume and Open Interest |
111,919 |
143,089 |
+4,336 |
DAX(EUREX) |
Sep12 |
120921 |
7426.0 |
7476.0 |
7391.0 |
7476.0 |
+93.0 |
182,784 |
70,169 |
-26,424 |
Dec12 |
120926 |
7367.5 |
7376.0 |
7258.5 |
7294.5 |
-131.5 |
85,163 |
150,246 |
+1,048 |
Mar13 |
120926 |
7368.5 |
7368.5 |
7283.5 |
7298.0 |
-131.5 |
211 |
3,344 |
+46 |
Total Volume and Open Interest |
85,455 |
153,671 |
+1,175 |
FT-SE 100(EURONEXT) |
Dec12 |
120926 |
5789.50 |
5799.00 |
5724.00 |
5747.50 |
-88.00 |
61,881 |
604,473 |
+4,644 |
Mar13 |
120926 |
5700.00 |
5704.50 |
5700.00 |
5704.50 |
-87.50 |
4 |
325 |
-4 |
Jun13 |
120926 |
5642.50 |
5642.50 |
5642.50 |
5642.50 |
-88.00 |
|
|
|
Total Volume and Open Interest |
61,885 |
604,798 |
+4,640 |
SPI 200(SFE) |
Sep12 |
120920 |
4417.0 |
4425.0 |
4390.0 |
4396.0 |
-19.0 |
124,957 |
223,685 |
-30,135 |
Dec12 |
120926 |
4383.0 |
4397.0 |
4345.0 |
4367.0 |
-18.0 |
22,963 |
244,846 |
+313 |
Mar13 |
120926 |
4335.0 |
4335.0 |
4335.0 |
4335.0 |
-17.0 |
7 |
1,580 |
+7 |
Total Volume and Open Interest |
22,971 |
251,329 |
+321 |
GSCI(CME) |
Oct12 |
120926 |
652.00 |
653.50 |
648.75 |
653.25 |
-4.55 |
146 |
9,454 |
-26 |
Nov12 |
120926 |
651.70 |
652.95 |
648.50 |
652.95 |
-4.55 |
1 |
1 |
+1 |
Dec12 |
120926 |
654.75 |
654.75 |
650.50 |
654.75 |
-4.75 |
|
|
|
Total Volume and Open Interest |
147 |
9,455 |
-25 |
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. |
|
|