|
MRCI's End of Day Prices |
Daily Futures Price Listing Thu September 27, 2012 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Nov12 |
120927 |
1573.50 |
1584.00 |
1557.50 |
1570.75 |
-2.25 |
107,344 |
325,814 |
-3,686 |
Jan13 |
120927 |
1574.50 |
1585.00 |
1558.75 |
1571.25 |
-3.00 |
26,934 |
108,298 |
+2,598 |
Mar13 |
120927 |
1534.75 |
1542.00 |
1519.25 |
1524.00 |
-7.75 |
7,722 |
96,468 |
+72 |
May13 |
120927 |
1490.00 |
1496.50 |
1476.00 |
1479.00 |
-9.25 |
4,909 |
87,524 |
-241 |
Jul13 |
120927 |
1471.00 |
1476.00 |
1456.25 |
1460.00 |
-10.00 |
2,980 |
66,481 |
+496 |
Aug13 |
120927 |
1447.50 |
1447.50 |
1431.25 |
1435.00 |
-10.00 |
77 |
1,123 |
+17 |
Sep13 |
120927 |
1387.00 |
1387.00 |
1372.25 |
1375.25 |
-10.25 |
63 |
1,332 |
+12 |
Nov13 |
120927 |
1320.00 |
1332.00 |
1305.25 |
1315.50 |
-5.75 |
1,257 |
35,578 |
+317 |
Jan14 |
120927 |
1335.00 |
1335.00 |
1314.00 |
1319.25 |
-5.50 |
1 |
345 |
+0 |
Mar14 |
120927 |
1319.25 |
1324.50 |
1319.25 |
1319.25 |
-5.25 |
0 |
96 |
+0 |
May14 |
120927 |
1319.75 |
1325.00 |
1319.75 |
1319.75 |
-5.25 |
0 |
117 |
+0 |
Jul14 |
120927 |
1321.50 |
1326.75 |
1321.50 |
1321.50 |
-5.25 |
0 |
57 |
+0 |
Aug14 |
120927 |
1316.25 |
1321.50 |
1316.25 |
1316.25 |
-5.25 |
|
|
|
Sep14 |
120927 |
1306.50 |
1311.75 |
1306.50 |
1306.50 |
-5.25 |
|
|
|
Total Volume and Open Interest |
151,303 |
725,029 |
-401 |
Soybean Meal(CBOT) |
Oct12 |
120927 |
475.20 |
478.20 |
469.40 |
473.10 |
-2.00 |
13,957 |
16,022 |
-3,471 |
Dec12 |
120927 |
476.90 |
479.80 |
470.90 |
473.90 |
-3.00 |
34,905 |
109,142 |
+618 |
Jan13 |
120927 |
474.10 |
476.20 |
467.60 |
470.40 |
-3.60 |
2,959 |
22,291 |
+90 |
Mar13 |
120927 |
456.80 |
459.40 |
450.30 |
451.30 |
-5.50 |
1,901 |
20,157 |
+130 |
May13 |
120927 |
435.10 |
436.80 |
427.20 |
428.20 |
-7.30 |
1,103 |
25,458 |
+212 |
Jul13 |
120927 |
426.40 |
428.50 |
418.50 |
419.60 |
-7.80 |
721 |
16,916 |
+9 |
Aug13 |
120927 |
412.90 |
418.10 |
409.80 |
410.90 |
-7.20 |
105 |
1,203 |
-2 |
Sep13 |
120927 |
398.50 |
398.90 |
392.60 |
393.50 |
-5.40 |
76 |
1,215 |
+40 |
Oct13 |
120927 |
375.10 |
375.10 |
368.70 |
371.50 |
-1.50 |
64 |
2,831 |
+25 |
Dec13 |
120927 |
373.20 |
375.00 |
366.60 |
369.80 |
-2.80 |
137 |
6,878 |
+63 |
Total Volume and Open Interest |
55,928 |
223,005 |
-2,286 |
Soybean Oil(CBOT) |
Oct12 |
120927 |
51.82 |
52.37 |
51.59 |
52.11 |
+0.46 |
30,999 |
16,153 |
-6,537 |
Dec12 |
120927 |
52.25 |
52.84 |
52.03 |
52.58 |
+0.47 |
65,289 |
149,352 |
-1,293 |
Jan13 |
120927 |
52.69 |
53.16 |
52.36 |
52.92 |
+0.49 |
9,560 |
41,174 |
+1,156 |
Mar13 |
120927 |
53.00 |
53.63 |
52.81 |
53.33 |
+0.50 |
4,696 |
31,942 |
-90 |
May13 |
120927 |
53.22 |
53.84 |
53.00 |
53.54 |
+0.54 |
2,106 |
22,205 |
-158 |
Jul13 |
120927 |
53.45 |
53.99 |
53.11 |
53.71 |
+0.63 |
2,021 |
15,841 |
-121 |
Aug13 |
120927 |
53.05 |
53.75 |
53.05 |
53.69 |
+0.63 |
395 |
1,902 |
-61 |
Sep13 |
120927 |
53.13 |
53.37 |
53.00 |
53.32 |
+0.54 |
453 |
2,118 |
+159 |
Oct13 |
120927 |
51.99 |
52.45 |
51.65 |
52.11 |
+0.38 |
425 |
3,117 |
+5 |
Dec13 |
120927 |
51.63 |
52.13 |
51.25 |
51.85 |
+0.49 |
565 |
7,947 |
+67 |
Total Volume and Open Interest |
116,519 |
292,609 |
-6,874 |
Canola(WCE) |
Nov12 |
120927 |
595.1 |
597.2 |
588.6 |
591.9 |
-3.2 |
7,665 |
110,293 |
-3,399 |
Jan13 |
120927 |
599.0 |
599.2 |
591.7 |
595.6 |
-2.9 |
2,678 |
69,446 |
+1,078 |
Mar13 |
120927 |
593.3 |
598.7 |
591.8 |
595.6 |
-1.9 |
899 |
18,246 |
+488 |
May13 |
120927 |
586.0 |
590.1 |
584.6 |
587.3 |
-1.7 |
418 |
19,410 |
-148 |
Jul13 |
120927 |
575.3 |
580.8 |
575.2 |
578.7 |
-2.5 |
40 |
4,239 |
+7 |
Total Volume and Open Interest |
11,986 |
226,474 |
-1,721 |
Corn(CBOT) |
Dec12 |
120927 |
725.00 |
726.75 |
711.50 |
716.25 |
-8.50 |
89,281 |
633,136 |
-1,306 |
Mar13 |
120927 |
729.00 |
730.00 |
715.00 |
719.50 |
-9.00 |
22,928 |
232,113 |
+3,532 |
May13 |
120927 |
727.00 |
728.25 |
712.00 |
717.00 |
-9.75 |
6,061 |
71,247 |
-1,500 |
Jul13 |
120927 |
722.00 |
722.50 |
706.50 |
711.00 |
-10.50 |
9,310 |
111,854 |
-23 |
Sep13 |
120927 |
645.00 |
646.50 |
630.50 |
632.25 |
-12.25 |
538 |
18,733 |
-1 |
Dec13 |
120927 |
619.25 |
621.25 |
606.75 |
608.75 |
-10.25 |
2,133 |
95,504 |
-273 |
Mar14 |
120927 |
627.50 |
627.50 |
616.50 |
616.50 |
-10.00 |
114 |
2,147 |
+102 |
May14 |
120927 |
623.75 |
632.75 |
622.25 |
623.00 |
-9.75 |
4 |
727 |
+0 |
Jul14 |
120927 |
632.25 |
633.25 |
623.50 |
623.50 |
-9.75 |
0 |
1,070 |
+0 |
Sep14 |
120927 |
581.25 |
591.00 |
581.25 |
581.25 |
-9.75 |
0 |
73 |
+0 |
Total Volume and Open Interest |
130,422 |
1,172,897 |
+556 |
Wheat(CBOT) |
Dec12 |
120927 |
871.00 |
876.00 |
849.25 |
855.50 |
-13.75 |
41,303 |
247,592 |
-1,254 |
Mar13 |
120927 |
881.75 |
887.75 |
861.50 |
868.25 |
-13.00 |
7,175 |
80,670 |
-69 |
May13 |
120927 |
884.25 |
889.75 |
863.75 |
870.25 |
-13.50 |
3,115 |
22,179 |
+279 |
Jul13 |
120927 |
845.00 |
849.75 |
824.25 |
835.75 |
-10.25 |
3,467 |
60,011 |
+135 |
Sep13 |
120927 |
846.75 |
848.00 |
826.25 |
838.00 |
-7.75 |
241 |
2,313 |
-25 |
Dec13 |
120927 |
854.25 |
858.00 |
835.25 |
846.75 |
-9.25 |
1,313 |
35,456 |
-124 |
Total Volume and Open Interest |
56,721 |
451,415 |
-1,014 |
Wheat(KCBT) |
Dec12 |
120927 |
896.00 |
900.25 |
872.50 |
878.25 |
-16.25 |
6,681 |
103,864 |
+975 |
Mar13 |
120927 |
907.00 |
911.50 |
885.00 |
890.50 |
-16.00 |
907 |
28,054 |
-22 |
May13 |
120927 |
908.00 |
908.00 |
888.25 |
893.25 |
-14.25 |
221 |
9,769 |
+0 |
Jul13 |
120927 |
871.00 |
875.00 |
851.00 |
860.00 |
-12.00 |
608 |
15,994 |
+207 |
Sep13 |
120927 |
871.50 |
872.50 |
852.25 |
861.50 |
-12.00 |
32 |
1,271 |
+17 |
Dec13 |
120927 |
874.50 |
876.50 |
859.50 |
866.50 |
-14.00 |
13 |
1,033 |
-9 |
Total Volume and Open Interest |
8,468 |
160,235 |
+1,169 |
Wheat(MGE) |
Dec12 |
120927 |
929.50 |
934.50 |
912.25 |
914.25 |
-15.25 |
2,260 |
27,020 |
-356 |
Mar13 |
120927 |
938.75 |
943.00 |
920.25 |
922.00 |
-15.75 |
678 |
7,811 |
+5 |
May13 |
120927 |
944.50 |
947.75 |
926.50 |
928.00 |
-15.75 |
290 |
3,150 |
+237 |
Jul13 |
120927 |
942.00 |
946.25 |
925.00 |
926.75 |
-14.50 |
35 |
1,773 |
+5 |
Sep13 |
120927 |
916.00 |
916.50 |
901.75 |
905.50 |
-10.25 |
16 |
2,592 |
+1 |
Total Volume and Open Interest |
3,279 |
42,796 |
-108 |
Oats(CBOT) |
Dec12 |
120927 |
376.00 |
376.25 |
366.00 |
368.25 |
-6.75 |
448 |
9,565 |
-110 |
Mar13 |
120927 |
381.75 |
382.00 |
373.00 |
373.75 |
-6.75 |
133 |
1,541 |
+63 |
May13 |
120927 |
380.25 |
382.25 |
375.50 |
375.50 |
-6.75 |
19 |
74 |
+10 |
Jul13 |
120927 |
373.75 |
380.50 |
373.75 |
373.75 |
-6.75 |
2 |
10 |
+1 |
Total Volume and Open Interest |
634 |
11,232 |
-7 |
Rough Rice(CBOT) |
Nov12 |
120927 |
14.95 |
15.21 |
14.95 |
15.16 |
+0.16 |
601 |
12,317 |
+59 |
Jan13 |
120927 |
15.50 |
15.53 |
15.35 |
15.48 |
+0.17 |
215 |
1,757 |
-27 |
Mar13 |
120927 |
15.62 |
15.77 |
15.59 |
15.77 |
+0.18 |
2 |
199 |
+0 |
May13 |
120927 |
15.95 |
15.95 |
15.78 |
15.95 |
+0.18 |
0 |
12 |
+0 |
Total Volume and Open Interest |
818 |
14,308 |
+32 |
Live Cattle(CME) |
Oct12 |
120927 |
122.480 |
122.700 |
121.580 |
122.450 |
+0.220 |
20,790 |
36,295 |
-5,666 |
Dec12 |
120927 |
124.830 |
125.285 |
123.950 |
125.180 |
+0.430 |
41,532 |
123,233 |
-5,503 |
Feb13 |
120927 |
128.800 |
129.150 |
127.800 |
128.935 |
+0.200 |
10,450 |
55,361 |
+1,060 |
Apr13 |
120927 |
133.050 |
133.150 |
131.600 |
132.900 |
+0.200 |
7,344 |
42,901 |
-333 |
Jun13 |
120927 |
129.825 |
129.825 |
128.075 |
129.050 |
-0.450 |
1,983 |
18,128 |
+548 |
Aug13 |
120927 |
129.900 |
130.075 |
128.650 |
129.325 |
-0.425 |
491 |
6,392 |
+202 |
Total Volume and Open Interest |
82,692 |
284,818 |
-9,651 |
Feeder Cattle(CME) |
Sep12 |
120927 |
143.450 |
143.450 |
143.185 |
143.285 |
-0.165 |
731 |
1,734 |
-243 |
Oct12 |
120927 |
146.450 |
146.900 |
145.400 |
146.235 |
+0.135 |
4,119 |
8,656 |
-608 |
Nov12 |
120927 |
147.575 |
147.950 |
146.285 |
147.325 |
+0.125 |
3,510 |
11,903 |
+556 |
Jan13 |
120927 |
150.250 |
150.450 |
148.950 |
150.000 |
+0.100 |
1,390 |
6,054 |
-11 |
Mar13 |
120927 |
152.700 |
153.000 |
151.600 |
152.650 |
-0.050 |
819 |
2,413 |
-74 |
Apr13 |
120927 |
153.985 |
154.200 |
152.900 |
153.250 |
-0.850 |
329 |
985 |
+46 |
May13 |
120927 |
155.500 |
155.500 |
154.200 |
154.880 |
-0.570 |
81 |
1,253 |
+5 |
Total Volume and Open Interest |
10,997 |
33,243 |
-317 |
Lean Hogs(CME) |
Oct12 |
120927 |
77.180 |
77.385 |
76.750 |
77.225 |
+0.340 |
11,174 |
27,626 |
-3,175 |
Dec12 |
120927 |
74.500 |
74.830 |
73.500 |
73.600 |
-0.785 |
16,317 |
105,254 |
-248 |
Feb13 |
120927 |
79.900 |
80.225 |
79.300 |
79.385 |
-0.515 |
3,863 |
39,914 |
-82 |
Apr13 |
120927 |
85.950 |
86.000 |
85.285 |
85.900 |
+0.170 |
2,425 |
24,632 |
+128 |
May13 |
120927 |
94.230 |
94.650 |
94.230 |
94.450 |
+0.050 |
26 |
1,002 |
-3 |
Jun13 |
120927 |
97.100 |
97.200 |
96.500 |
97.080 |
-0.070 |
1,576 |
16,765 |
+93 |
Jul13 |
120927 |
97.000 |
97.000 |
96.385 |
97.000 |
+0.150 |
80 |
4,229 |
+30 |
Aug13 |
120927 |
95.885 |
96.100 |
95.500 |
96.000 |
-0.135 |
81 |
3,334 |
+22 |
Total Volume and Open Interest |
35,636 |
225,629 |
-3,164 |
Class III Milk(CME) |
Sep12 |
120927 |
18.96 |
18.98 |
18.95 |
18.97 |
+0.03 |
106 |
4,949 |
+81 |
Oct12 |
120927 |
20.89 |
21.20 |
20.70 |
20.78 |
-0.11 |
515 |
5,089 |
-85 |
Nov12 |
120927 |
20.90 |
21.13 |
20.60 |
20.68 |
-0.21 |
360 |
4,878 |
-4 |
Dec12 |
120927 |
20.14 |
20.22 |
19.74 |
19.79 |
-0.32 |
211 |
3,889 |
+53 |
Jan13 |
120927 |
19.63 |
19.64 |
19.33 |
19.35 |
-0.28 |
113 |
1,563 |
+10 |
Total Volume and Open Interest |
1,564 |
27,802 |
+159 |
Cocoa(ICE) |
Dec12 |
120927 |
2475 |
2500 |
2456 |
2482 |
+13 |
11,044 |
95,253 |
-350 |
Mar13 |
120927 |
2490 |
2512 |
2472 |
2496 |
+14 |
2,646 |
43,453 |
+94 |
May13 |
120927 |
2480 |
2518 |
2480 |
2506 |
+15 |
791 |
20,558 |
-4 |
Jul13 |
120927 |
2492 |
2529 |
2492 |
2517 |
+15 |
603 |
13,454 |
+99 |
Sep13 |
120927 |
2531 |
2533 |
2525 |
2525 |
+15 |
54 |
5,265 |
+7 |
Dec13 |
120927 |
2519 |
2543 |
2519 |
2532 |
+15 |
60 |
6,782 |
+33 |
Mar14 |
120927 |
2532 |
2538 |
2519 |
2538 |
+17 |
88 |
8,711 |
+78 |
Total Volume and Open Interest |
15,286 |
197,859 |
-43 |
Coffee "C"(ICE) |
Dec12 |
120927 |
169.60 |
174.65 |
169.45 |
174.30 |
+4.85 |
7,480 |
80,963 |
-1,057 |
Mar13 |
120927 |
174.00 |
178.50 |
173.50 |
178.25 |
+4.80 |
1,586 |
37,696 |
+294 |
May13 |
120927 |
176.85 |
181.00 |
176.85 |
180.95 |
+4.75 |
548 |
10,546 |
+126 |
Jul13 |
120927 |
179.50 |
183.80 |
179.50 |
183.60 |
+4.75 |
231 |
6,180 |
-85 |
Sep13 |
120927 |
183.60 |
186.20 |
183.30 |
186.20 |
+4.70 |
89 |
2,702 |
+28 |
Dec13 |
120927 |
187.50 |
189.90 |
187.00 |
189.90 |
+4.65 |
81 |
2,241 |
+27 |
Total Volume and Open Interest |
10,037 |
140,955 |
-658 |
Orange Juice(ICE) |
Nov12 |
120927 |
113.00 |
116.35 |
112.30 |
114.40 |
+1.40 |
1,844 |
15,337 |
-547 |
Jan13 |
120927 |
112.65 |
116.70 |
112.65 |
114.90 |
+1.65 |
769 |
4,310 |
+422 |
Mar13 |
120927 |
115.25 |
118.00 |
115.25 |
116.60 |
+1.30 |
70 |
2,208 |
+14 |
May13 |
120927 |
118.30 |
118.30 |
118.30 |
118.30 |
+1.30 |
44 |
824 |
+38 |
Jul13 |
120927 |
120.00 |
120.00 |
120.00 |
120.00 |
+1.30 |
1 |
23 |
+1 |
Sep13 |
120927 |
122.25 |
122.25 |
122.25 |
122.25 |
+1.55 |
0 |
13 |
+0 |
Total Volume and Open Interest |
2,728 |
22,717 |
-72 |
Sugar #11(ICE) |
Oct12 |
120927 |
19.42 |
19.79 |
19.31 |
19.60 |
+0.03 |
53,747 |
42,594 |
-16,851 |
Mar13 |
120927 |
20.29 |
20.57 |
20.10 |
20.39 |
+0.01 |
65,143 |
362,112 |
+9,721 |
May13 |
120927 |
20.38 |
20.57 |
20.14 |
20.43 |
unch |
17,729 |
73,811 |
-2,056 |
Jul13 |
120927 |
20.33 |
20.61 |
20.20 |
20.47 |
-0.01 |
7,577 |
92,948 |
+685 |
Oct13 |
120927 |
20.62 |
20.91 |
20.49 |
20.77 |
+0.01 |
4,485 |
51,684 |
+1,853 |
Mar14 |
120927 |
21.03 |
21.30 |
20.91 |
21.17 |
unch |
2,954 |
31,264 |
+1,559 |
May14 |
120927 |
20.93 |
21.15 |
20.87 |
21.06 |
-0.01 |
427 |
9,527 |
-118 |
Jul14 |
120927 |
20.87 |
21.10 |
20.79 |
20.99 |
-0.04 |
213 |
6,262 |
+8 |
Total Volume and Open Interest |
152,772 |
683,385 |
-4,881 |
London Cocoa(LCE) |
Dec12 |
120927 |
1592 |
1605 |
1586 |
1601 |
+4 |
10,751 |
69,511 |
-3,800 |
Mar13 |
120927 |
1587 |
1598 |
1579 |
1595 |
+4 |
6,491 |
65,473 |
-120 |
May13 |
120927 |
1594 |
1605 |
1587 |
1602 |
+5 |
2,426 |
25,577 |
+10 |
Jul13 |
120927 |
1600 |
1611 |
1594 |
1608 |
+5 |
772 |
15,239 |
-7 |
Sep13 |
120927 |
1604 |
1612 |
1597 |
1612 |
+4 |
406 |
11,725 |
+1,069 |
Dec13 |
120927 |
1594 |
1607 |
1594 |
1607 |
+5 |
230 |
7,014 |
-1,021 |
Mar14 |
120927 |
1600 |
1610 |
1600 |
1610 |
+5 |
0 |
5,384 |
+0 |
Total Volume and Open Interest |
21,076 |
204,174 |
-3,869 |
London Sugar(LCE) |
Dec12 |
120927 |
573.90 |
577.40 |
568.30 |
573.20 |
+2.90 |
2,646 |
28,330 |
-201 |
Mar13 |
120927 |
564.40 |
565.60 |
556.50 |
561.80 |
+0.90 |
3,493 |
29,717 |
+669 |
May13 |
120927 |
562.30 |
563.80 |
555.50 |
561.30 |
+1.20 |
1,193 |
8,732 |
-93 |
Aug13 |
120927 |
561.80 |
563.10 |
554.60 |
560.20 |
+0.70 |
550 |
3,710 |
+10 |
Oct13 |
120927 |
562.10 |
562.60 |
554.00 |
559.70 |
+1.10 |
372 |
2,716 |
-78 |
Total Volume and Open Interest |
8,254 |
75,011 |
+306 |
Cotton(ICE) |
Oct12 |
120927 |
69.50 |
70.03 |
69.50 |
70.03 |
+0.51 |
4 |
37 |
-5 |
Dec12 |
120927 |
71.49 |
71.59 |
70.46 |
71.53 |
+0.51 |
13,948 |
119,645 |
+325 |
Mar13 |
120927 |
72.39 |
72.56 |
71.50 |
72.49 |
+0.51 |
3,314 |
46,317 |
+1,402 |
May13 |
120927 |
73.22 |
73.61 |
72.54 |
73.51 |
+0.55 |
482 |
7,305 |
+235 |
Jul13 |
120927 |
74.21 |
74.65 |
73.64 |
74.59 |
+0.54 |
53 |
8,252 |
-7 |
Oct13 |
120927 |
76.30 |
76.30 |
76.30 |
76.30 |
+0.63 |
0 |
3 |
+0 |
Total Volume and Open Interest |
17,836 |
185,703 |
+1,980 |
Lumber(CME) |
Nov12 |
120927 |
270.4 |
273.7 |
267.4 |
271.2 |
+1.3 |
547 |
5,785 |
-130 |
Jan13 |
120927 |
281.8 |
286.0 |
280.3 |
286.0 |
+4.3 |
154 |
1,738 |
-40 |
Mar13 |
120927 |
290.3 |
292.9 |
290.0 |
291.5 |
+1.3 |
27 |
502 |
-8 |
May13 |
120927 |
299.0 |
300.1 |
299.0 |
299.4 |
-0.6 |
1 |
57 |
+0 |
Total Volume and Open Interest |
729 |
8,083 |
-178 |
Crude Oil(NYM) |
Nov12 |
120927 |
90.08 |
92.39 |
89.88 |
91.85 |
+1.87 |
239,024 |
328,262 |
-703 |
Dec12 |
120927 |
90.58 |
92.75 |
90.27 |
92.21 |
+1.87 |
62,670 |
199,672 |
-1,783 |
Jan13 |
120927 |
90.95 |
93.17 |
90.77 |
92.64 |
+1.87 |
23,877 |
116,807 |
+2,916 |
Feb13 |
120927 |
91.30 |
93.57 |
91.19 |
93.05 |
+1.87 |
11,725 |
68,827 |
-172 |
Mar13 |
120927 |
91.68 |
93.86 |
91.61 |
93.37 |
+1.86 |
8,679 |
63,934 |
-445 |
Apr13 |
120927 |
92.00 |
94.00 |
91.87 |
93.58 |
+1.85 |
7,498 |
31,497 |
-944 |
May13 |
120927 |
92.17 |
94.02 |
92.17 |
93.70 |
+1.84 |
4,734 |
26,661 |
+241 |
Jun13 |
120927 |
92.19 |
94.07 |
91.88 |
93.71 |
+1.83 |
24,566 |
103,490 |
-948 |
Jul13 |
120927 |
92.04 |
93.92 |
92.04 |
93.62 |
+1.82 |
2,577 |
28,481 |
-75 |
Aug13 |
120927 |
92.85 |
93.82 |
92.77 |
93.48 |
+1.81 |
2,082 |
22,144 |
+3 |
Sep13 |
120927 |
91.72 |
93.39 |
91.72 |
93.34 |
+1.80 |
3,365 |
37,801 |
+281 |
Oct13 |
120927 |
93.18 |
93.19 |
93.18 |
93.18 |
+1.79 |
1,884 |
20,622 |
+426 |
Nov13 |
120927 |
93.04 |
93.05 |
93.04 |
93.04 |
+1.77 |
2,230 |
24,681 |
-211 |
Dec13 |
120927 |
91.39 |
93.26 |
91.11 |
92.90 |
+1.75 |
30,294 |
162,229 |
-2,747 |
Jan14 |
120927 |
92.61 |
92.62 |
92.61 |
92.61 |
+1.72 |
300 |
24,819 |
-82 |
Feb14 |
120927 |
92.35 |
92.36 |
92.35 |
92.35 |
+1.70 |
21 |
8,950 |
+11 |
Total Volume and Open Interest |
436,492 |
1,555,863 |
-6,420 |
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 |
120927 |
90.150 |
92.375 |
89.900 |
91.850 |
+1.875 |
7,914 |
4,337 |
+210 |
Dec12 |
120927 |
90.500 |
92.725 |
90.300 |
92.200 |
+1.850 |
494 |
4,477 |
+99 |
Jan13 |
120927 |
91.125 |
92.850 |
91.125 |
92.650 |
+1.875 |
173 |
1,589 |
-80 |
Feb13 |
120927 |
92.450 |
93.050 |
92.450 |
93.050 |
+1.875 |
109 |
137 |
+61 |
Mar13 |
120927 |
92.775 |
93.600 |
92.450 |
93.375 |
+1.875 |
6 |
7 |
-2 |
Apr13 |
120927 |
93.575 |
93.575 |
93.575 |
93.575 |
+1.850 |
0 |
5 |
+0 |
May13 |
120927 |
92.000 |
93.700 |
92.000 |
93.700 |
+1.850 |
|
|
|
Jun13 |
120927 |
93.700 |
93.725 |
93.700 |
93.700 |
+1.825 |
0 |
38 |
+0 |
Total Volume and Open Interest |
8,698 |
10,746 |
+290 |
Heating Oil(NYM) |
Oct12 |
120927 |
310.53 |
316.75 |
309.68 |
315.73 |
+5.05 |
30,583 |
23,677 |
-10,885 |
Nov12 |
120927 |
309.85 |
316.24 |
309.00 |
315.08 |
+4.83 |
61,115 |
96,613 |
+3,665 |
Dec12 |
120927 |
308.05 |
314.46 |
307.30 |
313.43 |
+4.93 |
33,502 |
62,083 |
+4,730 |
Jan13 |
120927 |
306.09 |
312.54 |
305.70 |
311.60 |
+5.05 |
17,043 |
39,903 |
+1,701 |
Feb13 |
120927 |
304.81 |
310.37 |
304.05 |
309.55 |
+5.10 |
9,046 |
17,079 |
+841 |
Mar13 |
120927 |
301.08 |
307.67 |
301.08 |
306.80 |
+5.13 |
6,361 |
21,928 |
-182 |
Apr13 |
120927 |
298.10 |
303.96 |
298.10 |
303.56 |
+5.16 |
3,651 |
23,386 |
-392 |
May13 |
120927 |
299.00 |
304.47 |
299.00 |
304.47 |
+5.00 |
1,448 |
11,668 |
-251 |
Jun13 |
120927 |
296.62 |
302.43 |
296.62 |
301.72 |
+4.84 |
3,280 |
13,255 |
+668 |
Jul13 |
120927 |
300.44 |
300.44 |
300.44 |
300.44 |
+4.80 |
205 |
3,121 |
+74 |
Aug13 |
120927 |
299.65 |
299.65 |
299.65 |
299.65 |
+4.76 |
85 |
2,285 |
+0 |
Sep13 |
120927 |
297.14 |
298.97 |
296.53 |
298.97 |
+4.68 |
292 |
3,687 |
+247 |
Oct13 |
120927 |
298.78 |
298.78 |
298.78 |
298.78 |
+4.61 |
45 |
1,025 |
+4 |
Nov13 |
120927 |
298.65 |
298.65 |
298.65 |
298.65 |
+4.53 |
44 |
1,189 |
+2 |
Total Volume and Open Interest |
167,959 |
328,512 |
+946 |
Gasoline(NYMEX) |
Oct12 |
120927 |
307.20 |
320.86 |
306.94 |
314.43 |
+6.32 |
41,551 |
21,180 |
-8,076 |
Nov12 |
120927 |
286.41 |
296.54 |
286.17 |
289.72 |
+2.34 |
63,105 |
115,948 |
+886 |
Dec12 |
120927 |
274.23 |
281.77 |
274.21 |
277.90 |
+3.07 |
31,937 |
58,785 |
+314 |
Jan13 |
120927 |
269.35 |
273.87 |
268.79 |
272.13 |
+3.44 |
12,441 |
33,025 |
+1,066 |
Feb13 |
120927 |
268.00 |
271.78 |
266.96 |
270.99 |
+3.69 |
6,386 |
12,633 |
+504 |
Mar13 |
120927 |
268.84 |
272.91 |
268.64 |
272.15 |
+3.90 |
4,286 |
13,512 |
+35 |
Apr13 |
120927 |
282.05 |
287.03 |
281.34 |
286.30 |
+3.92 |
1,818 |
8,913 |
+72 |
May13 |
120927 |
283.48 |
285.02 |
283.22 |
285.02 |
+3.89 |
1,189 |
5,321 |
+120 |
Jun13 |
120927 |
277.89 |
282.86 |
277.89 |
282.30 |
+3.87 |
1,477 |
6,854 |
+346 |
Jul13 |
120927 |
275.57 |
279.03 |
275.57 |
279.03 |
+3.90 |
111 |
1,315 |
+55 |
Total Volume and Open Interest |
164,877 |
291,114 |
-4,550 |
e-miNY RBOB Gasoline(NYM) |
Oct12 |
120927 |
314.40 |
314.43 |
314.40 |
314.40 |
+6.30 |
1 |
2 |
+1 |
Nov12 |
120927 |
289.70 |
289.72 |
289.70 |
289.70 |
+2.30 |
|
|
|
Dec12 |
120927 |
277.90 |
277.90 |
277.90 |
277.90 |
+3.10 |
|
|
|
Jan13 |
120927 |
272.10 |
272.13 |
272.10 |
272.10 |
+3.40 |
|
|
|
Total Volume and Open Interest |
1 |
2 |
+1 |
Natural Gas(NYM) |
Nov12 |
120927 |
3.200 |
3.318 |
3.188 |
3.297 |
+0.082 |
103,765 |
278,807 |
+4,286 |
Dec12 |
120927 |
3.467 |
3.586 |
3.466 |
3.575 |
+0.087 |
35,203 |
115,963 |
-817 |
Jan13 |
120927 |
3.620 |
3.730 |
3.617 |
3.723 |
+0.085 |
37,320 |
185,188 |
+1,296 |
Feb13 |
120927 |
3.651 |
3.743 |
3.640 |
3.738 |
+0.079 |
7,248 |
35,580 |
+247 |
Mar13 |
120927 |
3.630 |
3.716 |
3.630 |
3.711 |
+0.071 |
9,523 |
73,769 |
+972 |
Apr13 |
120927 |
3.634 |
3.697 |
3.622 |
3.693 |
+0.061 |
19,788 |
74,517 |
+291 |
May13 |
120927 |
3.675 |
3.724 |
3.653 |
3.721 |
+0.056 |
1,993 |
27,627 |
+97 |
Jun13 |
120927 |
3.703 |
3.760 |
3.689 |
3.756 |
+0.053 |
1,572 |
14,782 |
+5 |
Jul13 |
120927 |
3.771 |
3.797 |
3.726 |
3.794 |
+0.052 |
1,620 |
18,631 |
+292 |
Aug13 |
120927 |
3.778 |
3.817 |
3.746 |
3.814 |
+0.050 |
945 |
13,476 |
+160 |
Sep13 |
120927 |
3.780 |
3.820 |
3.748 |
3.815 |
+0.049 |
820 |
11,173 |
+53 |
Oct13 |
120927 |
3.807 |
3.850 |
3.782 |
3.847 |
+0.048 |
8,659 |
53,097 |
+448 |
Nov13 |
120927 |
3.908 |
3.948 |
3.879 |
3.945 |
+0.044 |
806 |
23,549 |
+7 |
Dec13 |
120927 |
4.099 |
4.138 |
4.072 |
4.138 |
+0.042 |
650 |
20,495 |
+99 |
Jan14 |
120927 |
4.203 |
4.239 |
4.173 |
4.237 |
+0.041 |
5,842 |
37,600 |
+633 |
Feb14 |
120927 |
4.213 |
4.225 |
4.209 |
4.222 |
+0.039 |
476 |
4,196 |
+205 |
Total Volume and Open Interest |
326,603 |
1,067,076 |
-4,285 |
Brent Crude Oil(ICE) |
Nov12 |
120927 |
110.17 |
112.50 |
109.68 |
112.01 |
+1.97 |
195,935 |
209,212 |
+215 |
Dec12 |
120927 |
109.32 |
111.70 |
108.90 |
111.19 |
+1.96 |
145,142 |
220,154 |
+4,038 |
Jan13 |
120927 |
108.57 |
110.94 |
108.25 |
110.50 |
+1.93 |
50,464 |
102,808 |
+3,029 |
Feb13 |
120927 |
107.99 |
110.30 |
107.63 |
109.85 |
+1.89 |
22,177 |
46,058 |
-213 |
Mar13 |
120927 |
107.34 |
109.70 |
107.04 |
109.24 |
+1.87 |
18,831 |
48,734 |
+392 |
Apr13 |
120927 |
106.87 |
109.14 |
106.50 |
108.67 |
+1.86 |
6,951 |
22,683 |
+195 |
May13 |
120927 |
106.21 |
108.57 |
106.21 |
108.10 |
+1.83 |
5,920 |
21,228 |
+164 |
Jun13 |
120927 |
105.65 |
107.99 |
105.61 |
107.52 |
+1.81 |
26,832 |
72,846 |
+33 |
Jul13 |
120927 |
105.29 |
107.28 |
105.27 |
107.01 |
+1.81 |
3,891 |
28,143 |
+354 |
Aug13 |
120927 |
106.49 |
106.49 |
106.49 |
106.49 |
+1.79 |
2,875 |
32,801 |
+161 |
Sep13 |
120927 |
105.97 |
105.97 |
105.97 |
105.97 |
+1.77 |
4,059 |
31,914 |
+230 |
Oct13 |
120927 |
105.60 |
105.60 |
105.49 |
105.49 |
+1.74 |
4,115 |
32,930 |
+497 |
Nov13 |
120927 |
105.04 |
105.04 |
105.04 |
105.04 |
+1.69 |
4,480 |
17,809 |
+207 |
Dec13 |
120927 |
103.09 |
105.02 |
102.95 |
104.62 |
+1.66 |
27,835 |
99,135 |
+742 |
Total Volume and Open Interest |
532,391 |
1,169,940 |
+11,347 |
Gas Oil(ICE) |
Oct12 |
120927 |
969.00 |
987.50 |
967.00 |
981.00 |
+18.75 |
53,696 |
91,730 |
-6,206 |
Nov12 |
120927 |
963.00 |
980.75 |
960.25 |
974.50 |
+18.50 |
80,463 |
128,986 |
+1,016 |
Dec12 |
120927 |
956.00 |
972.75 |
952.50 |
966.25 |
+18.50 |
50,302 |
105,716 |
-1,103 |
Jan13 |
120927 |
948.00 |
966.25 |
947.50 |
959.50 |
+18.00 |
20,872 |
56,538 |
-328 |
Feb13 |
120927 |
940.50 |
959.00 |
940.50 |
952.25 |
+17.75 |
9,367 |
30,351 |
-320 |
Mar13 |
120927 |
932.75 |
950.75 |
932.75 |
944.50 |
+17.75 |
6,407 |
26,329 |
+591 |
Apr13 |
120927 |
926.00 |
941.50 |
926.00 |
937.25 |
+17.50 |
4,224 |
23,902 |
+1,044 |
May13 |
120927 |
921.00 |
935.50 |
921.00 |
931.75 |
+16.75 |
3,411 |
15,518 |
+938 |
Jun13 |
120927 |
918.75 |
933.50 |
918.75 |
928.75 |
+16.75 |
8,370 |
44,248 |
+143 |
Jul13 |
120927 |
926.00 |
927.25 |
926.00 |
927.25 |
+16.50 |
1,717 |
11,172 |
+56 |
Total Volume and Open Interest |
249,051 |
628,390 |
-3,541 |
Ethanol(CBOT) |
Sep12 |
120906 |
2.515 |
2.539 |
2.515 |
2.539 |
+0.011 |
41 |
89 |
-74 |
Oct12 |
120927 |
2.225 |
2.225 |
2.210 |
2.223 |
-0.004 |
322 |
437 |
-123 |
Nov12 |
120927 |
2.233 |
2.233 |
2.212 |
2.220 |
-0.019 |
519 |
1,037 |
-163 |
Dec12 |
120927 |
2.253 |
2.253 |
2.222 |
2.231 |
-0.016 |
216 |
1,968 |
+12 |
Jan13 |
120927 |
2.256 |
2.256 |
2.231 |
2.241 |
-0.009 |
350 |
920 |
-275 |
Feb13 |
120927 |
2.241 |
2.256 |
2.235 |
2.244 |
-0.012 |
74 |
809 |
+3 |
Mar13 |
120927 |
2.249 |
2.258 |
2.248 |
2.256 |
-0.010 |
56 |
1,906 |
-3 |
Apr13 |
120927 |
2.270 |
2.270 |
2.261 |
2.264 |
-0.012 |
38 |
480 |
-1 |
Total Volume and Open Interest |
1,846 |
10,522 |
-429 |
WTI Crude Oil(ICE) |
Nov12 |
120927 |
90.29 |
92.39 |
89.90 |
91.85 |
+1.87 |
52,850 |
68,312 |
-2,818 |
Dec12 |
120927 |
90.69 |
92.70 |
90.27 |
92.21 |
+1.87 |
21,512 |
98,725 |
-113 |
Jan13 |
120927 |
90.84 |
93.00 |
90.82 |
92.64 |
+1.87 |
6,790 |
34,321 |
+747 |
Feb13 |
120927 |
92.00 |
93.46 |
91.97 |
93.05 |
+1.87 |
3,899 |
19,612 |
+1,320 |
Mar13 |
120927 |
91.80 |
93.77 |
91.80 |
93.37 |
+1.86 |
2,941 |
22,721 |
+270 |
Apr13 |
120927 |
91.94 |
93.96 |
91.94 |
93.58 |
+1.85 |
2,888 |
8,419 |
-290 |
May13 |
120927 |
92.05 |
94.08 |
92.05 |
93.70 |
+1.84 |
2,086 |
8,535 |
+322 |
Jun13 |
120927 |
92.05 |
94.14 |
92.02 |
93.71 |
+1.83 |
6,824 |
44,581 |
+1,585 |
Jul13 |
120927 |
93.62 |
93.62 |
93.62 |
93.62 |
+1.82 |
875 |
3,790 |
+80 |
Aug13 |
120927 |
93.48 |
93.48 |
93.48 |
93.48 |
+1.81 |
514 |
5,191 |
+123 |
Sep13 |
120927 |
93.34 |
93.34 |
93.34 |
93.34 |
+1.80 |
721 |
8,960 |
-62 |
Oct13 |
120927 |
93.18 |
93.18 |
93.18 |
93.18 |
+1.79 |
381 |
4,275 |
+142 |
Nov13 |
120927 |
93.04 |
93.04 |
93.04 |
93.04 |
+1.77 |
240 |
4,401 |
+12 |
Dec13 |
120927 |
91.26 |
93.02 |
91.26 |
92.90 |
+1.75 |
10,943 |
67,378 |
-1,416 |
Jan14 |
120927 |
92.61 |
92.61 |
92.61 |
92.61 |
+1.72 |
25 |
4,253 |
+1 |
Feb14 |
120927 |
92.35 |
92.35 |
92.35 |
92.35 |
+1.70 |
0 |
1,758 |
+0 |
Total Volume and Open Interest |
117,790 |
498,102 |
+1,047 |
US Dollar Index(ICE) |
Dec12 |
120927 |
79.865 |
80.010 |
79.550 |
79.592 |
-0.355 |
16,292 |
47,486 |
+138 |
Mar13 |
120927 |
80.100 |
80.100 |
79.770 |
79.793 |
-0.380 |
1 |
506 |
+0 |
Jun13 |
120927 |
80.012 |
80.012 |
80.012 |
80.012 |
-0.380 |
|
|
|
Total Volume and Open Interest |
16,293 |
47,992 |
+138 |
Australian Dollar(CME) |
Dec12 |
120927 |
103.01 |
103.90 |
102.83 |
103.76 |
+0.93 |
111,465 |
178,713 |
+5,179 |
Mar13 |
120927 |
102.30 |
103.13 |
102.10 |
103.02 |
+0.92 |
132 |
157 |
+51 |
Jun13 |
120927 |
102.40 |
102.40 |
101.44 |
102.32 |
+0.88 |
0 |
10 |
+0 |
Total Volume and Open Interest |
111,598 |
178,886 |
+5,231 |
British Pound(CME) |
Dec12 |
120927 |
161.66 |
162.40 |
161.51 |
162.32 |
+0.81 |
97,700 |
171,864 |
-1,414 |
Mar13 |
120927 |
161.90 |
162.27 |
161.46 |
162.27 |
+0.81 |
9 |
181 |
-1 |
Jun13 |
120927 |
162.22 |
162.22 |
161.41 |
162.22 |
+0.81 |
0 |
57 |
+0 |
Total Volume and Open Interest |
97,709 |
172,103 |
-1,415 |
Canadian Dollar(CME) |
Dec12 |
120927 |
101.36 |
101.94 |
101.30 |
101.78 |
+0.41 |
74,846 |
206,575 |
+2,940 |
Mar13 |
120927 |
101.30 |
101.56 |
101.14 |
101.56 |
+0.41 |
48 |
2,281 |
+25 |
Jun13 |
120927 |
101.07 |
101.33 |
100.89 |
101.33 |
+0.41 |
0 |
587 |
+0 |
Sep13 |
120927 |
100.90 |
101.09 |
100.64 |
101.09 |
+0.40 |
0 |
559 |
+0 |
Total Volume and Open Interest |
74,894 |
210,066 |
+2,965 |
Japanese Yen(CME) |
Dec12 |
120927 |
128.72 |
128.99 |
128.69 |
128.94 |
+0.19 |
72,596 |
137,387 |
+7,452 |
Mar13 |
120927 |
128.88 |
129.12 |
128.88 |
129.10 |
+0.19 |
47 |
287 |
+27 |
Jun13 |
120927 |
129.27 |
129.27 |
129.10 |
129.27 |
+0.17 |
6 |
16 |
+3 |
Total Volume and Open Interest |
72,652 |
137,692 |
+7,482 |
Swiss Franc(CME) |
Dec12 |
120927 |
106.60 |
106.96 |
106.32 |
106.86 |
+0.33 |
29,496 |
37,314 |
+772 |
Mar13 |
120927 |
106.66 |
107.04 |
106.64 |
107.04 |
+0.33 |
0 |
11 |
+0 |
Jun13 |
120927 |
107.22 |
107.22 |
106.90 |
107.22 |
+0.32 |
0 |
3 |
+0 |
Total Volume and Open Interest |
29,496 |
37,328 |
+772 |
EuroFX(CME) |
Dec12 |
120927 |
128.84 |
129.40 |
128.39 |
129.27 |
+0.56 |
256,749 |
217,411 |
+1,002 |
Mar13 |
120927 |
129.01 |
129.50 |
128.59 |
129.41 |
+0.56 |
106 |
404 |
+12 |
Jun13 |
120927 |
129.00 |
129.55 |
128.99 |
129.55 |
+0.56 |
0 |
532 |
+0 |
Total Volume and Open Interest |
256,855 |
218,363 |
+1,014 |
Mexican Peso(CME) |
Oct12 |
120927 |
778.75 |
778.75 |
775.75 |
778.75 |
+3.00 |
|
|
|
Nov12 |
120927 |
776.75 |
776.75 |
773.75 |
776.75 |
+3.00 |
|
|
|
Total Volume and Open Interest |
28,388 |
220,035 |
-339 |
Brazilian Real(CME) |
Oct12 |
120927 |
491.60 |
492.65 |
491.60 |
492.20 |
+0.50 |
0 |
1,400 |
+0 |
Nov12 |
120927 |
489.60 |
491.00 |
489.60 |
490.00 |
+0.50 |
44 |
60 |
+32 |
Dec12 |
120927 |
487.60 |
489.70 |
487.55 |
487.75 |
+0.20 |
64 |
1,949 |
+35 |
Jan13 |
120927 |
485.95 |
485.95 |
485.75 |
485.95 |
+0.20 |
|
|
|
Total Volume and Open Interest |
108 |
19,088 |
+67 |
30-Year T-Bonds(CBOT) |
Dec12 |
120927 |
149~300 |
149~310 |
149~040 |
149~160 |
-0~120 |
318,361 |
545,486 |
+992 |
Mar13 |
120927 |
148~120 |
148~160 |
147~280 |
148~040 |
-0~120 |
10 |
89 |
+2 |
Jun13 |
120927 |
146~310 |
147~110 |
146~310 |
146~310 |
-0~120 |
|
|
|
Total Volume and Open Interest |
318,371 |
545,575 |
+994 |
10-Year T-Notes(CBOT) |
Dec12 |
120927 |
133~200 |
133~200 |
133~105 |
133~160 |
-0~045 |
896,614 |
1,600,260 |
+6,449 |
Mar13 |
120927 |
133~000 |
133~000 |
132~290 |
132~290 |
-0~030 |
1 |
67 |
+1 |
Jun13 |
120927 |
132~020 |
132~050 |
132~020 |
132~020 |
-0~030 |
|
|
|
Total Volume and Open Interest |
896,615 |
1,600,327 |
+6,450 |
5-Year T-Notes(CBOT) |
Sep12 |
120927 |
124~110 |
124~117 |
124~107 |
124~112 |
-0~004 |
2,259 |
17,151 |
-1,050 |
Dec12 |
120927 |
124~078 |
124~081 |
124~068 |
124~077 |
-0~004 |
459,869 |
1,423,068 |
+28,786 |
Mar13 |
120927 |
124~055 |
124~059 |
124~055 |
124~055 |
-0~004 |
0 |
23 |
+0 |
Total Volume and Open Interest |
462,128 |
1,440,242 |
+27,736 |
2 Year T-Notes(CBOT) |
Sep12 |
120927 |
110~026 |
110~030 |
110~026 |
110~030 |
+0~003 |
3,816 |
14,712 |
-1,141 |
Dec12 |
120927 |
110~027 |
110~032 |
110~024 |
110~030 |
+0~003 |
211,653 |
945,936 |
+11,639 |
Mar13 |
120927 |
110~024 |
110~024 |
110~021 |
110~024 |
+0~003 |
|
|
|
Total Volume and Open Interest |
215,469 |
960,648 |
+10,498 |
Eurodollars(CME) |
Dec12 |
120927 |
99.645 |
99.665 |
99.635 |
99.660 |
+0.015 |
197,824 |
1,009,712 |
+2,086 |
Mar13 |
120927 |
99.615 |
99.650 |
99.600 |
99.640 |
+0.025 |
188,471 |
820,148 |
-7,090 |
Jun13 |
120927 |
99.590 |
99.630 |
99.580 |
99.625 |
+0.035 |
150,686 |
736,194 |
+2,978 |
Sep13 |
120927 |
99.580 |
99.620 |
99.570 |
99.615 |
+0.035 |
136,520 |
637,845 |
-9,136 |
Dec13 |
120927 |
99.560 |
99.595 |
99.550 |
99.590 |
+0.025 |
131,199 |
676,659 |
-783 |
Mar14 |
120927 |
99.545 |
99.575 |
99.530 |
99.570 |
+0.020 |
141,751 |
646,097 |
+27,607 |
Jun14 |
120927 |
99.515 |
99.535 |
99.495 |
99.530 |
+0.015 |
145,918 |
487,856 |
+10,782 |
Sep14 |
120927 |
99.485 |
99.495 |
99.460 |
99.490 |
+0.010 |
104,735 |
435,964 |
+10,594 |
Dec14 |
120927 |
99.435 |
99.440 |
99.410 |
99.440 |
+0.005 |
97,902 |
422,679 |
+8,232 |
Mar15 |
120927 |
99.385 |
99.395 |
99.365 |
99.390 |
unch |
82,249 |
400,281 |
+359 |
Jun15 |
120927 |
1.021 |
1.021 |
0.996 |
1.016 |
-0.005 |
97,470 |
504,905 |
+4,093 |
Sep15 |
120927 |
0.936 |
0.936 |
0.906 |
0.926 |
-0.005 |
85,665 |
322,128 |
-1,182 |
Dec15 |
120927 |
0.816 |
0.816 |
0.791 |
0.806 |
-0.010 |
77,863 |
261,265 |
+432 |
Mar16 |
120927 |
0.701 |
0.701 |
0.666 |
0.686 |
-0.015 |
48,408 |
176,059 |
-3,007 |
Jun16 |
120927 |
0.566 |
0.566 |
0.531 |
0.546 |
-0.020 |
37,860 |
135,199 |
-85 |
Sep16 |
120927 |
0.426 |
0.426 |
0.386 |
0.401 |
-0.020 |
35,898 |
120,802 |
+399 |
Dec16 |
120927 |
0.271 |
0.271 |
0.226 |
0.246 |
-0.020 |
33,092 |
94,941 |
-3,123 |
Mar17 |
120927 |
0.131 |
0.131 |
0.086 |
0.101 |
-0.025 |
21,446 |
81,891 |
+1,374 |
Total Volume and Open Interest |
1,863,251 |
8,177,263 |
+46,534 |
30 Day Federal Funds(CBOT) |
Sep12 |
120927 |
99.850 |
99.853 |
99.850 |
99.853 |
unch |
2,825 |
68,715 |
+1,199 |
Oct12 |
120927 |
99.850 |
99.855 |
99.850 |
99.855 |
unch |
1,628 |
62,198 |
-808 |
Nov12 |
120927 |
99.855 |
99.860 |
99.855 |
99.860 |
unch |
2,090 |
53,002 |
-30 |
Dec12 |
120927 |
99.860 |
99.870 |
99.860 |
99.865 |
unch |
388 |
31,480 |
-162 |
Jan13 |
120927 |
99.865 |
99.870 |
99.860 |
99.870 |
unch |
571 |
19,653 |
+69 |
Feb13 |
120927 |
99.865 |
99.875 |
99.865 |
99.870 |
unch |
656 |
19,974 |
-13 |
Total Volume and Open Interest |
14,815 |
437,583 |
+1,337 |
30 Day Fed Funds(e-CBOT) |
3-Mth Euro-Yen(CME) |
Dec12 |
120927 |
99.690 |
99.690 |
99.690 |
99.690 |
unch |
|
|
|
Mar13 |
120927 |
99.713 |
99.713 |
99.713 |
99.713 |
unch |
|
|
|
Jun13 |
120927 |
99.738 |
99.738 |
99.738 |
99.738 |
unch |
|
|
|
Sep13 |
120927 |
99.745 |
99.745 |
99.745 |
99.745 |
-0.002 |
|
|
|
Dec13 |
120927 |
99.750 |
99.750 |
99.750 |
99.750 |
-0.010 |
|
|
|
Mar14 |
120927 |
99.750 |
99.750 |
99.750 |
99.750 |
-0.010 |
|
|
|
Jun14 |
120927 |
99.610 |
99.610 |
99.610 |
99.610 |
-0.010 |
|
|
|
Sep14 |
120927 |
99.470 |
99.470 |
99.470 |
99.470 |
-0.010 |
|
|
|
Dec14 |
120927 |
99.695 |
99.695 |
99.695 |
99.695 |
-0.010 |
|
|
|
Mar15 |
120927 |
99.555 |
99.555 |
99.555 |
99.555 |
-0.010 |
|
|
|
Total Volume and Open Interest |
|
|
|
3-Mth Euro-Yen(SGX) |
Dec12 |
120927 |
99.69 |
99.69 |
99.69 |
99.69 |
unch |
0 |
1,013 |
+0 |
Mar13 |
120927 |
99.71 |
99.71 |
99.71 |
99.71 |
unch |
0 |
183 |
+0 |
Jun13 |
120927 |
99.74 |
99.74 |
99.74 |
99.74 |
unch |
0 |
201 |
+0 |
Sep13 |
120927 |
99.75 |
99.75 |
99.75 |
99.75 |
0.00 |
0 |
305 |
+0 |
Dec13 |
120927 |
99.75 |
99.75 |
99.75 |
99.75 |
-0.01 |
0 |
384 |
+0 |
Mar14 |
120927 |
99.75 |
99.75 |
99.75 |
99.75 |
-0.01 |
0 |
344 |
+0 |
Jun14 |
120927 |
99.61 |
99.61 |
99.61 |
99.61 |
-0.01 |
|
|
|
Sep14 |
120927 |
99.47 |
99.47 |
99.47 |
99.47 |
-0.01 |
|
|
|
Total Volume and Open Interest |
0 |
2,434 |
+0 |
Japanese Gov't Bonds(SGX) |
Dec12 |
120927 |
144.11 |
144.26 |
144.09 |
144.15 |
+0.01 |
2,119 |
18,825 |
-127 |
Mar13 |
120927 |
142.41 |
142.41 |
142.41 |
142.41 |
+0.01 |
|
|
|
Jun13 |
120927 |
140.32 |
140.32 |
140.32 |
140.32 |
+0.01 |
|
|
|
Total Volume and Open Interest |
2,119 |
18,825 |
-127 |
Euro-Bund(EUREX) |
Dec12 |
120927 |
141.50 |
141.72 |
141.29 |
141.57 |
-0.06 |
828,934 |
819,989 |
+9,741 |
Mar13 |
120927 |
142.79 |
143.26 |
142.79 |
143.17 |
-0.04 |
2,649 |
45,733 |
-105 |
Jun13 |
120927 |
143.17 |
143.17 |
143.17 |
143.17 |
-0.04 |
|
|
|
Total Volume and Open Interest |
831,583 |
865,722 |
+9,636 |
Euro-Bobl(EUREX) |
Dec12 |
120927 |
125.61 |
125.70 |
125.49 |
125.59 |
-0.07 |
493,095 |
716,489 |
+12,443 |
Mar13 |
120927 |
126.12 |
126.18 |
126.11 |
126.18 |
-0.07 |
2,166 |
18,227 |
+930 |
Jun13 |
120927 |
126.18 |
126.18 |
126.18 |
126.18 |
-0.07 |
|
|
|
Total Volume and Open Interest |
495,261 |
734,716 |
+13,373 |
3-Mth Euribor(EUREX) |
Sep12 |
120917 |
99.753 |
99.753 |
99.753 |
99.753 |
-0.002 |
220 |
2,886 |
+164 |
Dec12 |
120927 |
99.790 |
99.805 |
99.790 |
99.805 |
+0.015 |
105 |
1,597 |
-5 |
Mar13 |
120927 |
99.805 |
99.805 |
99.805 |
99.805 |
+0.025 |
200 |
1,185 |
+0 |
Total Volume and Open Interest |
310 |
5,220 |
+0 |
Long Gilt(LIFFE) |
Dec12 |
120927 |
120~24 |
120~27 |
120~11 |
120~15 |
-0~11 |
158,904 |
329,670 |
+2,642 |
Mar13 |
120927 |
120~18 |
120~18 |
120~18 |
120~18 |
-0~11 |
|
|
|
Total Volume and Open Interest |
158,976 |
329,988 |
+2,461 |
3-Mth Short Sterling(LIFFE) |
Dec12 |
120927 |
99.41 |
99.44 |
99.40 |
99.44 |
+0.02 |
74,912 |
409,733 |
-76 |
Mar13 |
120927 |
99.40 |
99.43 |
99.38 |
99.42 |
+0.01 |
85,413 |
335,093 |
-3,019 |
Jun13 |
120927 |
99.38 |
99.43 |
99.37 |
99.41 |
+0.01 |
110,933 |
309,503 |
+8,834 |
Sep13 |
120927 |
99.37 |
99.41 |
99.36 |
99.40 |
+0.01 |
58,275 |
290,602 |
+2,741 |
Dec13 |
120927 |
99.35 |
99.38 |
99.33 |
99.37 |
+0.01 |
62,675 |
321,210 |
+4,782 |
Mar14 |
120927 |
99.32 |
99.35 |
99.30 |
99.33 |
unch |
66,491 |
251,596 |
+774 |
Total Volume and Open Interest |
666,185 |
2,646,582 |
+42,002 |
3-Mth Euribor(LIFFE) |
Dec12 |
120927 |
99.785 |
99.805 |
99.775 |
99.805 |
+0.015 |
177,613 |
529,751 |
+2,041 |
Mar13 |
120927 |
99.775 |
99.805 |
99.760 |
99.805 |
+0.025 |
147,052 |
487,034 |
-3,087 |
Jun13 |
120927 |
99.745 |
99.780 |
99.725 |
99.780 |
+0.025 |
142,539 |
452,635 |
+9,457 |
Total Volume and Open Interest |
1,335,170 |
3,728,149 |
+60,535 |
3-Mth Aus T-Bills(SFE) |
Dec12 |
120927 |
96.88 |
96.93 |
96.87 |
96.90 |
+0.01 |
27,690 |
156,816 |
-2,950 |
Mar13 |
120927 |
97.15 |
97.20 |
97.13 |
97.17 |
+0.02 |
25,273 |
157,512 |
+4,766 |
Jun13 |
120927 |
97.25 |
97.31 |
97.23 |
97.27 |
+0.01 |
15,988 |
117,204 |
+178 |
Sep13 |
120927 |
97.24 |
97.30 |
97.22 |
97.26 |
+0.02 |
5,602 |
69,158 |
+348 |
Dec13 |
120927 |
97.18 |
97.23 |
97.15 |
97.20 |
+0.03 |
3,431 |
56,829 |
+831 |
Mar14 |
120927 |
97.12 |
97.16 |
97.08 |
97.13 |
+0.03 |
3,374 |
34,707 |
+382 |
Jun14 |
120927 |
97.07 |
97.09 |
97.04 |
97.05 |
+0.02 |
1,865 |
15,537 |
+54 |
Sep14 |
120927 |
96.96 |
97.03 |
96.96 |
96.98 |
+0.02 |
835 |
6,236 |
+230 |
Dec14 |
120927 |
96.93 |
96.93 |
96.90 |
96.90 |
+0.02 |
5 |
941 |
+0 |
Mar15 |
120927 |
96.84 |
96.84 |
96.83 |
96.83 |
+0.01 |
0 |
38 |
-25 |
Total Volume and Open Interest |
84,063 |
615,181 |
+3,751 |
10-Year Aus T-Bonds(SFE) |
Dec12 |
120927 |
97.05 |
97.13 |
97.03 |
97.09 |
+0.05 |
53,127 |
363,094 |
+59 |
Mar13 |
120927 |
97.09 |
97.09 |
97.09 |
97.09 |
+0.05 |
|
|
|
Total Volume and Open Interest |
53,127 |
363,094 |
+59 |
3-Year Aus T-Bonds(SFE) |
Dec12 |
120927 |
97.60 |
97.70 |
97.60 |
97.65 |
+0.04 |
146,827 |
436,965 |
+1,528 |
Mar13 |
120927 |
97.65 |
97.65 |
97.65 |
97.65 |
+0.04 |
|
|
|
Total Volume and Open Interest |
146,827 |
436,965 |
+1,528 |
Gold(CMX) |
Oct12 |
120927 |
1752.6 |
1780.2 |
1750.7 |
1777.6 |
+26.9 |
17,725 |
16,032 |
-2,225 |
Dec12 |
120927 |
1756.3 |
1782.9 |
1753.2 |
1780.5 |
+26.9 |
157,676 |
340,887 |
+1,829 |
Feb13 |
120927 |
1757.0 |
1784.7 |
1756.6 |
1782.6 |
+26.9 |
1,602 |
32,062 |
+502 |
Apr13 |
120927 |
1757.6 |
1784.6 |
1757.6 |
1784.6 |
+26.9 |
785 |
16,586 |
-89 |
Jun13 |
120927 |
1764.5 |
1787.5 |
1761.5 |
1786.6 |
+26.9 |
898 |
22,970 |
-137 |
Aug13 |
120927 |
1767.5 |
1789.3 |
1765.3 |
1788.6 |
+27.0 |
91 |
5,469 |
+19 |
Oct13 |
120927 |
1768.0 |
1790.7 |
1767.5 |
1790.7 |
+27.1 |
219 |
3,816 |
+51 |
Dec13 |
120927 |
1768.0 |
1793.6 |
1768.0 |
1792.9 |
+27.1 |
243 |
11,506 |
+12 |
Feb14 |
120927 |
1795.3 |
1795.3 |
1768.4 |
1795.3 |
+27.1 |
42 |
2,463 |
-14 |
Apr14 |
120927 |
1797.7 |
1797.7 |
1770.8 |
1797.7 |
+27.1 |
2 |
3,660 |
+0 |
Jun14 |
120927 |
1800.2 |
1800.2 |
1773.3 |
1800.2 |
+27.1 |
115 |
9,266 |
+15 |
Aug14 |
120927 |
1803.1 |
1803.1 |
1803.1 |
1803.1 |
|
|
|
|
Silver(CMX) |
Dec12 |
120927 |
3399.5 |
3481.5 |
3390.5 |
3466.6 |
+72.6 |
47,279 |
84,396 |
+2,169 |
Mar13 |
120927 |
3420.0 |
3488.0 |
3410.0 |
3474.4 |
+72.7 |
2,042 |
9,540 |
+253 |
May13 |
120927 |
3447.0 |
3478.2 |
3442.5 |
3478.2 |
+72.7 |
288 |
4,069 |
+112 |
Jul13 |
120927 |
3424.5 |
3488.5 |
3424.5 |
3481.4 |
+72.8 |
1,038 |
5,894 |
+431 |
Sep13 |
120927 |
3413.0 |
3487.5 |
3412.0 |
3484.1 |
+72.8 |
488 |
2,501 |
+2 |
Dec13 |
120927 |
3415.0 |
3487.8 |
3415.0 |
3487.8 |
+72.8 |
1,038 |
14,873 |
+462 |
Mar14 |
120927 |
3484.3 |
3484.3 |
3484.3 |
3484.3 |
+72.8 |
5 |
412 |
+5 |
Total Volume and Open Interest |
52,826 |
133,163 |
+3,207 |
Platinum(NYMEX) |
Oct12 |
120927 |
1636.9 |
1657.8 |
1627.9 |
1645.9 |
+11.5 |
20,901 |
10,171 |
-9,309 |
Jan13 |
120927 |
1641.4 |
1662.9 |
1632.6 |
1651.1 |
+11.9 |
14,925 |
46,673 |
+10,333 |
Apr13 |
120927 |
1644.5 |
1663.0 |
1639.0 |
1654.5 |
+11.8 |
196 |
1,915 |
+177 |
Jul13 |
120927 |
1656.0 |
1656.0 |
1656.0 |
1656.0 |
+11.8 |
0 |
32 |
+0 |
Total Volume and Open Interest |
36,031 |
58,824 |
+1,205 |
Palladium(NYMEX) |
Dec12 |
120927 |
629.70 |
637.95 |
626.30 |
635.40 |
+9.55 |
4,494 |
19,138 |
-540 |
Mar13 |
120927 |
635.60 |
637.80 |
633.85 |
636.65 |
+9.55 |
117 |
894 |
+87 |
Jun13 |
120927 |
636.70 |
636.70 |
636.70 |
636.70 |
+9.55 |
0 |
4 |
+0 |
Total Volume and Open Interest |
4,614 |
20,057 |
-460 |
Copper(CMX) |
Dec12 |
120927 |
371.65 |
374.85 |
370.00 |
374.40 |
+3.40 |
45,500 |
99,954 |
+1,959 |
Mar13 |
120927 |
372.50 |
375.60 |
370.95 |
375.20 |
+3.35 |
2,198 |
26,394 |
+216 |
May13 |
120927 |
373.70 |
375.60 |
372.75 |
375.60 |
+3.30 |
203 |
5,152 |
-14 |
Jul13 |
120927 |
374.00 |
375.75 |
374.00 |
375.75 |
+3.30 |
51 |
4,340 |
+17 |
Sep13 |
120927 |
375.85 |
378.85 |
375.85 |
375.85 |
+3.30 |
11 |
1,308 |
+1 |
Total Volume and Open Interest |
49,466 |
152,263 |
+1,489 |
DJIA Index(CBOT) |
Dec12 |
120927 |
13368 |
13455 |
13362 |
13414 |
+69 |
398 |
14,341 |
+23 |
Mar13 |
120927 |
13343 |
13343 |
13280 |
13343 |
+63 |
0 |
5 |
+0 |
Jun13 |
120927 |
13268 |
13268 |
13205 |
13268 |
+63 |
|
|
|
Sep13 |
120927 |
13189 |
13189 |
13126 |
13189 |
+63 |
|
|
|
Total Volume and Open Interest |
398 |
14,346 |
+23 |
E-mini DJIA Index(CBOT) |
Sep12 |
120921 |
13578 |
13717 |
13578 |
13652 |
+59 |
27,829 |
43,696 |
-3,581 |
Dec12 |
120927 |
13347 |
13453 |
13343 |
13414 |
+69 |
127,444 |
120,672 |
+368 |
Mar13 |
120927 |
13379 |
13379 |
13310 |
13343 |
+63 |
6 |
162 |
+2 |
Jun13 |
120927 |
13268 |
13268 |
13268 |
13268 |
+63 |
0 |
39 |
+0 |
Total Volume and Open Interest |
127,450 |
120,873 |
+370 |
S & P 500(CME) |
Dec12 |
120927 |
1427.90 |
1444.00 |
1427.90 |
1441.10 |
+14.20 |
8,184 |
186,245 |
-141 |
Mar13 |
120927 |
1434.30 |
1436.20 |
1434.30 |
1434.30 |
+14.10 |
3 |
1,486 |
+2 |
Jun13 |
120927 |
1427.30 |
1429.20 |
1427.30 |
1427.30 |
+14.10 |
0 |
470 |
+0 |
Sep13 |
120927 |
1420.80 |
1422.70 |
1420.80 |
1420.80 |
+14.10 |
|
|
|
Total Volume and Open Interest |
8,187 |
188,201 |
-139 |
S & P 500 E-Mini(Globex) |
Dec12 |
120927 |
1427.50 |
1444.50 |
1427.50 |
1441.00 |
+14.00 |
1,813,743 |
2,824,334 |
+21,259 |
Mar13 |
120927 |
1421.25 |
1437.00 |
1421.25 |
1434.25 |
+14.00 |
1,044 |
6,333 |
+6 |
Total Volume and Open Interest |
1,814,800 |
2,831,321 |
+21,264 |
NASDAQ 100(CME) |
Dec12 |
120927 |
2778.80 |
2821.00 |
2778.00 |
2814.50 |
+40.20 |
365 |
4,711 |
+69 |
Mar13 |
120927 |
2785.00 |
2808.00 |
2785.00 |
2808.00 |
+40.50 |
|
|
|
Jun13 |
120927 |
2802.50 |
2802.50 |
2762.00 |
2802.50 |
+40.50 |
|
|
|
Total Volume and Open Interest |
365 |
4,711 |
+69 |
NASDAQ 100 E-Mini(Globex) |
Dec12 |
120927 |
2774.80 |
2821.30 |
2774.80 |
2814.50 |
+40.20 |
235,185 |
410,224 |
+3,270 |
Mar13 |
120927 |
2778.00 |
2808.00 |
2778.00 |
2808.00 |
+40.50 |
4 |
4 |
+1 |
Total Volume and Open Interest |
235,189 |
410,237 |
+3,271 |
S & P Midcap 400(CME) |
Dec12 |
120927 |
989.20 |
989.20 |
977.60 |
989.20 |
+11.60 |
0 |
318 |
+0 |
Mar13 |
120927 |
987.20 |
987.20 |
975.60 |
987.20 |
+11.60 |
|
|
|
Jun13 |
120927 |
985.10 |
985.10 |
973.50 |
985.10 |
+11.60 |
|
|
|
Total Volume and Open Interest |
0 |
318 |
+0 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Dec12 |
120927 |
8855 |
8995 |
8855 |
8970 |
+95 |
3,208 |
20,773 |
+53 |
Mar13 |
120927 |
8970 |
8970 |
8875 |
8970 |
+95 |
|
|
|
Total Volume and Open Interest |
3,208 |
20,773 |
+53 |
Nikkei 225(SGX) |
Dec12 |
120927 |
8925 |
8965 |
8830 |
8955 |
+25 |
79,655 |
206,314 |
+4,180 |
Mar13 |
120927 |
8945 |
8945 |
8945 |
8945 |
+25 |
2 |
465 |
+2 |
Jun13 |
120927 |
8860 |
8860 |
8860 |
8860 |
+20 |
0 |
1,205 |
+0 |
Total Volume and Open Interest |
79,690 |
229,831 |
+4,192 |
CAC 40(EURONEXT) |
Oct12 |
120927 |
3441.5 |
3470.0 |
3421.0 |
3440.0 |
+23.0 |
119,302 |
332,068 |
+846 |
Nov12 |
120927 |
3441.5 |
3465.0 |
3421.5 |
3438.0 |
+23.0 |
45 |
206 |
+101 |
Dec12 |
120927 |
3435.0 |
3455.0 |
3413.0 |
3429.5 |
+21.5 |
343 |
26,645 |
+260 |
Total Volume and Open Interest |
119,690 |
358,976 |
+1,207 |
Hang Seng Index(HKFE) |
Sep12 |
120927 |
20431 |
20725 |
20426 |
20689 |
+149 |
105,893 |
78,914 |
-27,029 |
Oct12 |
120927 |
20439 |
20880 |
20424 |
20809 |
+267 |
74,372 |
69,936 |
+41,441 |
Total Volume and Open Interest |
181,716 |
157,982 |
+14,893 |
DAX(EUREX) |
Sep12 |
120921 |
7426.0 |
7476.0 |
7391.0 |
7476.0 |
+93.0 |
182,784 |
70,169 |
-26,424 |
Dec12 |
120927 |
7331.0 |
7351.0 |
7271.5 |
7291.5 |
-3.0 |
105,304 |
150,782 |
+536 |
Mar13 |
120927 |
7337.0 |
7350.0 |
7276.5 |
7295.0 |
-3.0 |
129 |
3,420 |
+76 |
Total Volume and Open Interest |
105,604 |
154,453 |
+782 |
FT-SE 100(EURONEXT) |
Dec12 |
120927 |
5742.00 |
5786.00 |
5735.00 |
5754.50 |
+7.00 |
89,454 |
605,529 |
+1,056 |
Mar13 |
120927 |
5720.00 |
5729.00 |
5696.00 |
5712.00 |
+7.50 |
1 |
327 |
+2 |
Jun13 |
120927 |
5650.00 |
5650.00 |
5650.00 |
5650.00 |
+7.50 |
|
|
|
Total Volume and Open Interest |
89,455 |
605,856 |
+1,058 |
SPI 200(SFE) |
Sep12 |
120920 |
4417.0 |
4425.0 |
4390.0 |
4396.0 |
-19.0 |
124,957 |
223,685 |
-30,135 |
Dec12 |
120927 |
4365.0 |
4392.0 |
4337.0 |
4386.0 |
+19.0 |
19,963 |
245,131 |
+285 |
Mar13 |
120927 |
4354.0 |
4354.0 |
4354.0 |
4354.0 |
+19.0 |
112 |
1,584 |
+4 |
Total Volume and Open Interest |
20,123 |
251,648 |
+319 |
GSCI(CME) |
Oct12 |
120927 |
658.50 |
661.50 |
657.75 |
660.30 |
+7.05 |
137 |
9,525 |
+71 |
Nov12 |
120927 |
660.00 |
660.50 |
660.00 |
660.00 |
+7.05 |
1 |
0 |
-1 |
Dec12 |
120927 |
661.50 |
662.00 |
661.50 |
661.50 |
+6.75 |
|
|
|
Total Volume and Open Interest |
138 |
9,525 |
+70 |
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. |
|
|