|
MRCI's End of Day Prices |
Daily Futures Price Listing Thu September 29, 2011 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Nov11 |
110929 |
1222.75 |
1238.00 |
1209.25 |
1230.00 |
+6.50 |
153,818 |
279,600 |
-8,452 |
Jan12 |
110929 |
1234.00 |
1249.00 |
1221.50 |
1241.25 |
+5.75 |
43,789 |
94,126 |
+2,742 |
Mar12 |
110929 |
1243.25 |
1257.25 |
1229.25 |
1249.75 |
+6.00 |
18,218 |
52,183 |
+244 |
May12 |
110929 |
1250.00 |
1263.75 |
1235.00 |
1255.75 |
+6.00 |
8,438 |
60,483 |
+488 |
Jul12 |
110929 |
1258.50 |
1272.50 |
1243.75 |
1264.50 |
+6.00 |
8,286 |
39,398 |
+441 |
Aug12 |
110929 |
1263.25 |
1263.25 |
1252.00 |
1259.50 |
+7.50 |
38 |
474 |
-6 |
Sep12 |
110929 |
1246.00 |
1252.50 |
1240.00 |
1247.50 |
+7.50 |
39 |
329 |
-1 |
Nov12 |
110929 |
1231.00 |
1247.00 |
1217.00 |
1239.50 |
+8.00 |
6,104 |
31,280 |
-348 |
Jan13 |
110929 |
1242.25 |
1247.50 |
1239.50 |
1247.50 |
+8.00 |
60 |
10,212 |
+9 |
Mar13 |
110929 |
1254.00 |
1254.00 |
1246.00 |
1254.00 |
+8.00 |
14 |
158 |
+9 |
May13 |
110929 |
1257.25 |
1257.25 |
1250.00 |
1257.25 |
+7.25 |
0 |
48 |
+0 |
Jul13 |
110929 |
1263.00 |
1263.00 |
1254.50 |
1260.50 |
+6.00 |
20 |
226 |
-1 |
Aug13 |
110929 |
1256.50 |
1256.50 |
1248.50 |
1256.50 |
+8.00 |
|
|
|
Sep13 |
110929 |
1240.50 |
1240.50 |
1232.50 |
1240.50 |
+8.00 |
|
|
|
Total Volume and Open Interest |
238,889 |
569,912 |
-4,844 |
Soybean Meal(CBOT) |
Oct11 |
110929 |
315.70 |
319.30 |
312.20 |
316.90 |
+1.50 |
21,031 |
7,125 |
-5,052 |
Dec11 |
110929 |
319.80 |
327.30 |
316.60 |
321.50 |
+1.60 |
79,236 |
100,009 |
-2,934 |
Jan12 |
110929 |
322.40 |
326.30 |
319.20 |
323.90 |
+1.50 |
8,460 |
17,223 |
+1,253 |
Mar12 |
110929 |
326.80 |
330.80 |
323.70 |
328.30 |
+1.50 |
11,084 |
16,080 |
+3,003 |
May12 |
110929 |
329.00 |
333.40 |
325.80 |
330.80 |
+1.80 |
3,673 |
13,504 |
+378 |
Jul12 |
110929 |
332.70 |
337.20 |
329.60 |
334.20 |
+1.90 |
2,917 |
10,705 |
+371 |
Aug12 |
110929 |
333.00 |
337.00 |
330.00 |
334.40 |
+2.10 |
236 |
1,563 |
+94 |
Sep12 |
110929 |
331.00 |
338.00 |
329.00 |
332.90 |
+2.60 |
205 |
1,749 |
+94 |
Oct12 |
110929 |
328.40 |
332.30 |
325.30 |
328.40 |
+3.10 |
38 |
1,496 |
+21 |
Dec12 |
110929 |
327.00 |
333.90 |
324.50 |
330.40 |
+3.10 |
518 |
4,956 |
+199 |
Total Volume and Open Interest |
127,565 |
175,123 |
-2,455 |
Soybean Oil(CBOT) |
Oct11 |
110929 |
51.50 |
52.15 |
50.78 |
51.63 |
+0.08 |
15,772 |
9,663 |
-5,698 |
Dec11 |
110929 |
51.66 |
52.39 |
51.00 |
51.95 |
+0.19 |
81,453 |
149,514 |
+3,564 |
Jan12 |
110929 |
51.93 |
52.64 |
51.31 |
52.22 |
+0.20 |
10,528 |
32,959 |
-122 |
Mar12 |
110929 |
52.17 |
52.85 |
51.49 |
52.43 |
+0.19 |
7,535 |
35,456 |
+133 |
May12 |
110929 |
52.26 |
52.88 |
51.58 |
52.49 |
+0.16 |
3,087 |
22,305 |
+609 |
Jul12 |
110929 |
52.39 |
53.04 |
51.68 |
52.61 |
+0.16 |
4,312 |
16,095 |
+924 |
Aug12 |
110929 |
52.73 |
52.85 |
52.55 |
52.55 |
+0.15 |
61 |
2,455 |
-3 |
Sep12 |
110929 |
52.59 |
52.75 |
52.43 |
52.43 |
+0.13 |
84 |
2,098 |
+11 |
Oct12 |
110929 |
52.00 |
52.80 |
51.90 |
52.23 |
+0.18 |
20 |
2,119 |
+11 |
Dec12 |
110929 |
51.90 |
52.50 |
51.30 |
51.93 |
+0.02 |
199 |
7,878 |
+86 |
Total Volume and Open Interest |
123,051 |
280,543 |
-485 |
Canola(WCE) |
Nov11 |
110929 |
525.0 |
538.5 |
522.5 |
535.9 |
+7.5 |
19,028 |
73,367 |
+1,930 |
Jan12 |
110929 |
535.0 |
548.0 |
533.0 |
546.6 |
+7.7 |
4,261 |
63,222 |
+1,734 |
Mar12 |
110929 |
547.4 |
557.2 |
547.4 |
555.7 |
+9.1 |
1,621 |
22,081 |
-377 |
May12 |
110929 |
547.9 |
562.5 |
547.9 |
561.0 |
+7.3 |
854 |
13,315 |
+329 |
Jul12 |
110929 |
556.9 |
567.0 |
556.9 |
565.6 |
+7.6 |
498 |
5,152 |
-166 |
Total Volume and Open Interest |
26,857 |
187,663 |
+3,959 |
Corn(CBOT) |
Dec11 |
110929 |
631.00 |
638.25 |
623.00 |
632.50 |
+1.75 |
193,173 |
615,042 |
-6,999 |
Mar12 |
110929 |
644.00 |
651.50 |
636.25 |
645.75 |
+1.75 |
41,767 |
233,171 |
-2,927 |
May12 |
110929 |
651.00 |
659.00 |
644.75 |
653.25 |
+1.50 |
15,473 |
68,224 |
+1,367 |
Jul12 |
110929 |
656.50 |
664.00 |
648.75 |
658.50 |
+2.00 |
21,736 |
98,371 |
+895 |
Sep12 |
110929 |
605.75 |
618.50 |
603.50 |
612.00 |
+4.00 |
1,672 |
22,525 |
+362 |
Dec12 |
110929 |
580.75 |
589.25 |
578.50 |
583.50 |
+2.25 |
10,365 |
107,065 |
+1,074 |
Mar13 |
110929 |
592.00 |
598.75 |
592.00 |
594.50 |
+2.50 |
62 |
28,778 |
+9 |
May13 |
110929 |
603.00 |
604.00 |
598.50 |
601.00 |
+2.50 |
57 |
905 |
+14 |
Jul13 |
110929 |
606.25 |
608.50 |
603.50 |
606.00 |
+2.50 |
88 |
1,151 |
+0 |
Sep13 |
110929 |
579.75 |
581.50 |
577.25 |
581.50 |
+4.25 |
9 |
224 |
+3 |
Total Volume and Open Interest |
284,608 |
1,188,049 |
-6,102 |
Wheat(CBOT) |
Dec11 |
110929 |
638.50 |
656.25 |
627.25 |
654.25 |
+15.50 |
50,277 |
221,164 |
-2,088 |
Mar12 |
110929 |
672.00 |
689.00 |
661.00 |
685.75 |
+14.00 |
8,530 |
83,670 |
+806 |
May12 |
110929 |
685.25 |
703.50 |
677.50 |
700.00 |
+13.00 |
2,013 |
25,627 |
+275 |
Jul12 |
110929 |
691.00 |
708.50 |
682.00 |
705.00 |
+13.25 |
3,771 |
53,905 |
-1,306 |
Sep12 |
110929 |
709.00 |
722.00 |
699.00 |
720.25 |
+12.00 |
258 |
3,055 |
-89 |
Dec12 |
110929 |
725.25 |
742.25 |
725.25 |
741.75 |
+13.50 |
1,255 |
26,537 |
-315 |
Total Volume and Open Interest |
66,144 |
417,396 |
-2,710 |
Wheat(KCBT) |
Dec11 |
110929 |
727.00 |
743.25 |
718.50 |
740.00 |
+13.25 |
10,156 |
83,936 |
-1,553 |
Mar12 |
110929 |
742.00 |
758.00 |
733.50 |
754.50 |
+13.00 |
3,578 |
37,271 |
+473 |
May12 |
110929 |
747.00 |
763.25 |
741.25 |
760.25 |
+12.00 |
674 |
5,478 |
+70 |
Jul12 |
110929 |
747.25 |
763.00 |
742.25 |
759.50 |
+11.50 |
1,410 |
27,132 |
-10 |
Sep12 |
110929 |
759.75 |
774.00 |
755.50 |
770.50 |
+11.50 |
80 |
1,743 |
+35 |
Dec12 |
110929 |
783.75 |
790.25 |
783.50 |
788.50 |
+11.50 |
34 |
1,772 |
+5 |
Total Volume and Open Interest |
15,933 |
157,612 |
-980 |
Wheat(MGE) |
Dec11 |
110929 |
860.75 |
904.00 |
860.75 |
895.50 |
+34.25 |
3,405 |
17,237 |
-1,011 |
Mar12 |
110929 |
831.00 |
857.00 |
825.00 |
853.00 |
+21.25 |
2,435 |
12,854 |
+853 |
May12 |
110929 |
822.75 |
845.25 |
816.25 |
837.75 |
+14.00 |
683 |
4,421 |
+210 |
Jul12 |
110929 |
817.00 |
835.50 |
815.25 |
829.25 |
+11.50 |
712 |
4,927 |
+48 |
Sep12 |
110929 |
795.00 |
808.75 |
790.00 |
805.50 |
+7.50 |
298 |
2,065 |
+127 |
Total Volume and Open Interest |
7,633 |
43,227 |
+246 |
Oats(CBOT) |
Dec11 |
110929 |
330.00 |
334.00 |
326.50 |
333.00 |
+3.50 |
982 |
12,471 |
-178 |
Mar12 |
110929 |
340.75 |
344.00 |
338.00 |
344.00 |
+3.50 |
330 |
2,107 |
+203 |
May12 |
110929 |
347.75 |
351.50 |
347.75 |
351.50 |
+3.50 |
5 |
161 |
+1 |
Jul12 |
110929 |
354.00 |
357.50 |
354.00 |
357.50 |
+3.50 |
0 |
5 |
+0 |
Total Volume and Open Interest |
1,317 |
14,782 |
+26 |
Rough Rice(CBOT) |
Nov11 |
110929 |
16.30 |
16.38 |
16.05 |
16.08 |
-0.20 |
637 |
12,056 |
-4 |
Jan12 |
110929 |
16.60 |
16.68 |
16.36 |
16.39 |
-0.19 |
237 |
3,310 |
+142 |
Mar12 |
110929 |
16.90 |
16.95 |
16.67 |
16.69 |
-0.19 |
138 |
1,471 |
+35 |
May12 |
110929 |
17.22 |
17.22 |
16.97 |
16.97 |
-0.18 |
92 |
224 |
+51 |
Total Volume and Open Interest |
1,105 |
17,220 |
+225 |
Live Cattle(CME) |
Oct11 |
110929 |
120.050 |
121.000 |
119.650 |
120.400 |
unch |
10,423 |
40,746 |
-784 |
Dec11 |
110929 |
120.430 |
121.650 |
120.230 |
121.250 |
+0.400 |
27,377 |
148,213 |
+915 |
Feb12 |
110929 |
122.535 |
123.650 |
122.350 |
123.200 |
+0.165 |
11,824 |
65,916 |
-340 |
Apr12 |
110929 |
125.300 |
126.450 |
125.000 |
126.000 |
+0.270 |
7,038 |
47,788 |
+1,072 |
Jun12 |
110929 |
122.000 |
123.430 |
122.000 |
122.950 |
+0.300 |
2,937 |
19,427 |
-967 |
Aug12 |
110929 |
122.900 |
123.885 |
122.680 |
123.700 |
unch |
663 |
3,525 |
+22 |
Total Volume and Open Interest |
60,417 |
327,552 |
-75 |
Feeder Cattle(CME) |
Sep11 |
110929 |
132.785 |
133.150 |
132.785 |
132.985 |
+0.335 |
169 |
1,805 |
-131 |
Oct11 |
110929 |
139.235 |
140.600 |
139.035 |
139.400 |
-0.230 |
2,279 |
8,874 |
-534 |
Nov11 |
110929 |
141.750 |
142.935 |
141.380 |
141.900 |
-0.035 |
3,201 |
14,767 |
+423 |
Jan12 |
110929 |
143.900 |
144.985 |
143.550 |
144.200 |
-0.035 |
1,159 |
7,192 |
+483 |
Mar12 |
110929 |
144.150 |
145.500 |
144.100 |
144.800 |
+0.200 |
273 |
2,656 |
+117 |
Apr12 |
110929 |
144.750 |
145.735 |
144.650 |
145.350 |
+0.275 |
148 |
720 |
+25 |
May12 |
110929 |
144.880 |
146.000 |
144.880 |
145.600 |
+0.400 |
92 |
621 |
+27 |
Total Volume and Open Interest |
7,403 |
37,144 |
+451 |
Lean Hogs(CME) |
Oct11 |
110929 |
88.450 |
91.330 |
88.230 |
90.385 |
+1.600 |
7,380 |
22,179 |
-1,986 |
Dec11 |
110929 |
82.330 |
86.480 |
82.250 |
85.980 |
+2.500 |
18,085 |
108,938 |
+1,103 |
Feb12 |
110929 |
86.500 |
90.535 |
86.500 |
89.950 |
+2.250 |
6,064 |
52,076 |
+741 |
Apr12 |
110929 |
90.000 |
92.750 |
90.000 |
92.250 |
+1.250 |
3,974 |
33,732 |
+592 |
May12 |
110929 |
94.900 |
97.000 |
94.900 |
96.850 |
+1.450 |
55 |
1,292 |
+25 |
Jun12 |
110929 |
96.500 |
99.200 |
96.500 |
98.850 |
+0.850 |
1,986 |
17,511 |
+822 |
Jul12 |
110929 |
96.000 |
97.730 |
96.000 |
97.500 |
+0.420 |
654 |
5,541 |
+306 |
Aug12 |
110929 |
93.950 |
95.900 |
93.950 |
95.500 |
+0.600 |
639 |
4,234 |
+303 |
Total Volume and Open Interest |
39,565 |
248,897 |
+2,486 |
Class III Milk(CME) |
Sep11 |
110929 |
19.00 |
19.00 |
19.00 |
19.00 |
unch |
52 |
6,168 |
-2 |
Oct11 |
110929 |
17.28 |
17.68 |
17.21 |
17.64 |
+0.43 |
640 |
5,496 |
-62 |
Nov11 |
110929 |
16.68 |
17.14 |
16.64 |
16.98 |
+0.34 |
451 |
5,151 |
+106 |
Dec11 |
110929 |
16.62 |
16.96 |
16.59 |
16.88 |
+0.29 |
312 |
4,721 |
-11 |
Jan12 |
110929 |
16.58 |
16.80 |
16.54 |
16.68 |
+0.14 |
133 |
2,169 |
+9 |
Total Volume and Open Interest |
2,289 |
35,622 |
+284 |
Cocoa(ICE) |
Dec11 |
110929 |
2645 |
2708 |
2620 |
2694 |
+30 |
9,715 |
72,357 |
-121 |
Mar12 |
110929 |
2695 |
2743 |
2665 |
2733 |
+30 |
2,056 |
57,829 |
+323 |
May12 |
110929 |
2703 |
2750 |
2683 |
2747 |
+29 |
526 |
19,106 |
+156 |
Jul12 |
110929 |
2712 |
2765 |
2700 |
2763 |
+30 |
333 |
9,131 |
+171 |
Sep12 |
110929 |
2778 |
2790 |
2778 |
2780 |
+30 |
140 |
10,546 |
+100 |
Dec12 |
110929 |
2797 |
2797 |
2796 |
2796 |
+30 |
205 |
8,879 |
-74 |
Mar13 |
110929 |
2814 |
2814 |
2814 |
2814 |
+33 |
0 |
2,595 |
+0 |
Total Volume and Open Interest |
12,975 |
182,460 |
+555 |
Coffee "C"(ICE) |
Dec11 |
110929 |
233.40 |
235.50 |
230.15 |
231.15 |
-2.35 |
14,144 |
68,446 |
+560 |
Mar12 |
110929 |
236.30 |
238.65 |
233.50 |
234.40 |
-2.40 |
4,311 |
27,057 |
-138 |
May12 |
110929 |
238.00 |
240.00 |
235.05 |
235.80 |
-2.70 |
1,293 |
11,152 |
+354 |
Jul12 |
110929 |
239.20 |
239.20 |
236.25 |
236.35 |
-2.70 |
494 |
3,664 |
+183 |
Sep12 |
110929 |
238.40 |
238.40 |
235.50 |
235.75 |
-2.55 |
58 |
3,142 |
-20 |
Dec12 |
110929 |
236.25 |
236.25 |
233.75 |
233.75 |
-2.70 |
36 |
2,162 |
-16 |
Total Volume and Open Interest |
20,358 |
116,173 |
+934 |
Orange Juice(ICE) |
Nov11 |
110929 |
150.45 |
153.95 |
150.45 |
152.25 |
+1.10 |
633 |
16,484 |
-1 |
Jan12 |
110929 |
149.25 |
151.50 |
149.00 |
149.90 |
+0.60 |
195 |
4,414 |
+106 |
Mar12 |
110929 |
150.00 |
151.00 |
149.25 |
149.95 |
+0.25 |
81 |
2,211 |
+48 |
May12 |
110929 |
150.25 |
151.10 |
149.85 |
150.00 |
+0.40 |
12 |
768 |
+10 |
Jul12 |
110929 |
150.40 |
150.40 |
150.20 |
150.20 |
+0.35 |
2 |
293 |
+0 |
Sep12 |
110929 |
150.00 |
150.00 |
150.00 |
150.00 |
+0.35 |
0 |
47 |
+0 |
Total Volume and Open Interest |
924 |
24,227 |
+163 |
Sugar #11(ICE) |
Oct11 |
110929 |
25.84 |
27.64 |
25.60 |
26.85 |
+1.17 |
23,413 |
11,101 |
-10,977 |
Mar12 |
110929 |
24.37 |
26.44 |
24.36 |
25.87 |
+1.57 |
43,516 |
245,336 |
-3,828 |
May12 |
110929 |
23.81 |
25.65 |
23.77 |
25.22 |
+1.51 |
10,473 |
62,852 |
-918 |
Jul12 |
110929 |
23.25 |
24.95 |
23.25 |
24.56 |
+1.38 |
3,181 |
62,965 |
+54 |
Oct12 |
110929 |
23.03 |
24.52 |
23.02 |
24.15 |
+1.18 |
1,884 |
35,874 |
+556 |
Total Volume and Open Interest |
84,580 |
469,399 |
-14,338 |
London Cocoa(LCE) |
Dec11 |
110929 |
1725 |
1747 |
1714 |
1745 |
+15 |
14,761 |
78,073 |
-8,849 |
Mar12 |
110929 |
1755 |
1777 |
1745 |
1774 |
+14 |
13,536 |
49,277 |
+2,241 |
May12 |
110929 |
1770 |
1792 |
1761 |
1790 |
+12 |
1,546 |
15,204 |
+114 |
Jul12 |
110929 |
1784 |
1807 |
1782 |
1807 |
+13 |
1,667 |
16,067 |
+877 |
Sep12 |
110929 |
1795 |
1819 |
1791 |
1819 |
+13 |
594 |
12,162 |
+104 |
Dec12 |
110929 |
1810 |
1833 |
1807 |
1833 |
+13 |
362 |
10,028 |
-22 |
Mar13 |
110929 |
1831 |
1846 |
1823 |
1846 |
+9 |
429 |
2,493 |
+176 |
Total Volume and Open Interest |
32,895 |
183,304 |
-5,359 |
London Sugar(LCE) |
Dec11 |
110929 |
642.10 |
675.00 |
639.90 |
674.70 |
+30.90 |
2,229 |
19,178 |
-250 |
Mar12 |
110929 |
628.20 |
659.00 |
625.40 |
658.70 |
+28.80 |
1,257 |
11,095 |
-90 |
May12 |
110929 |
622.50 |
653.90 |
620.60 |
653.30 |
+27.80 |
275 |
4,965 |
+29 |
Aug12 |
110929 |
617.70 |
648.60 |
615.00 |
646.60 |
+28.50 |
239 |
3,457 |
+99 |
Oct12 |
110929 |
611.50 |
641.80 |
611.50 |
641.30 |
+27.70 |
166 |
2,095 |
+75 |
Total Volume and Open Interest |
4,174 |
41,556 |
-135 |
Cotton(ICE) |
Oct11 |
110929 |
100.97 |
100.97 |
100.97 |
100.97 |
+2.64 |
2 |
58 |
+0 |
Dec11 |
110929 |
99.33 |
103.17 |
98.21 |
102.22 |
+2.69 |
6,962 |
83,703 |
-64 |
Mar12 |
110929 |
96.15 |
100.10 |
95.25 |
99.15 |
+2.48 |
1,926 |
41,876 |
+34 |
May12 |
110929 |
94.60 |
98.05 |
94.51 |
97.63 |
+2.03 |
366 |
6,697 |
+175 |
Jul12 |
110929 |
94.25 |
97.51 |
94.25 |
97.12 |
+1.86 |
210 |
11,397 |
+174 |
Oct12 |
110929 |
95.79 |
95.79 |
95.79 |
95.79 |
+1.37 |
0 |
3 |
+0 |
Total Volume and Open Interest |
9,483 |
147,974 |
+313 |
Lumber(CME) |
Nov11 |
110929 |
223.6 |
224.3 |
219.0 |
221.0 |
-3.3 |
790 |
5,978 |
-63 |
Jan12 |
110929 |
244.5 |
244.9 |
238.0 |
238.0 |
-9.5 |
343 |
2,549 |
+110 |
Mar12 |
110929 |
261.6 |
261.6 |
258.6 |
260.0 |
-3.6 |
218 |
813 |
+88 |
May12 |
110929 |
270.6 |
270.6 |
270.0 |
270.0 |
-3.0 |
1 |
131 |
-1 |
Total Volume and Open Interest |
1,354 |
9,494 |
+135 |
Crude Oil(NYM) |
Nov11 |
110929 |
80.67 |
83.98 |
79.64 |
82.14 |
+0.93 |
282,850 |
295,478 |
-7,399 |
Dec11 |
110929 |
80.89 |
84.20 |
79.90 |
82.34 |
+0.88 |
80,555 |
209,550 |
+3,051 |
Jan12 |
110929 |
80.93 |
84.37 |
80.18 |
82.55 |
+0.82 |
31,423 |
121,507 |
+4,287 |
Feb12 |
110929 |
80.82 |
84.52 |
80.60 |
82.75 |
+0.75 |
14,454 |
35,421 |
-26 |
Mar12 |
110929 |
81.06 |
84.77 |
81.04 |
82.98 |
+0.70 |
12,418 |
43,784 |
-171 |
Apr12 |
110929 |
82.50 |
84.78 |
82.50 |
83.21 |
+0.66 |
6,602 |
26,324 |
+337 |
May12 |
110929 |
82.00 |
85.00 |
82.00 |
83.49 |
+0.64 |
4,974 |
25,604 |
+405 |
Jun12 |
110929 |
82.06 |
85.61 |
82.06 |
83.76 |
+0.61 |
16,685 |
77,145 |
-26 |
Jul12 |
110929 |
83.66 |
85.15 |
83.47 |
84.03 |
+0.60 |
2,595 |
35,243 |
+306 |
Aug12 |
110929 |
83.59 |
84.26 |
83.59 |
84.25 |
+0.59 |
2,266 |
16,808 |
+485 |
Sep12 |
110929 |
84.74 |
85.47 |
84.48 |
84.48 |
+0.59 |
1,967 |
18,392 |
-50 |
Oct12 |
110929 |
84.72 |
84.72 |
84.72 |
84.72 |
+0.59 |
2,292 |
19,863 |
+786 |
Nov12 |
110929 |
84.99 |
84.99 |
84.99 |
84.99 |
+0.59 |
1,756 |
19,936 |
-308 |
Dec12 |
110929 |
84.63 |
87.20 |
84.62 |
85.29 |
+0.60 |
20,634 |
151,382 |
-1,282 |
Jan13 |
110929 |
85.46 |
85.46 |
85.46 |
85.46 |
+0.59 |
414 |
20,371 |
-88 |
Feb13 |
110929 |
85.61 |
85.61 |
85.61 |
85.61 |
+0.58 |
298 |
9,012 |
-192 |
Total Volume and Open Interest |
499,772 |
1,382,626 |
+2,064 |
e-miNY Crude Oil(NYM) |
Sep11 |
110819 |
81.450 |
83.550 |
79.225 |
82.250 |
-0.125 |
9,194 |
3,327 |
-634 |
Oct11 |
110919 |
87.250 |
87.400 |
84.800 |
85.700 |
-2.250 |
4,569 |
1,489 |
-206 |
Nov11 |
110929 |
80.550 |
84.000 |
79.625 |
82.150 |
+0.950 |
11,353 |
1,787 |
+92 |
Dec11 |
110929 |
80.675 |
84.075 |
79.900 |
82.350 |
+0.900 |
313 |
608 |
+37 |
Jan12 |
110929 |
82.750 |
84.200 |
82.175 |
82.550 |
+0.825 |
30 |
314 |
+4 |
Feb12 |
110929 |
82.850 |
83.750 |
82.750 |
82.750 |
+0.750 |
4 |
13 |
-2 |
Mar12 |
110929 |
82.975 |
82.975 |
82.975 |
82.975 |
+0.700 |
2 |
16 |
-1 |
Apr12 |
110929 |
84.125 |
84.900 |
83.200 |
83.200 |
+0.650 |
0 |
6 |
+0 |
May12 |
110929 |
83.500 |
83.500 |
83.500 |
83.500 |
+0.650 |
0 |
6 |
+0 |
Jun12 |
110929 |
83.750 |
83.750 |
83.750 |
83.750 |
+0.600 |
1 |
13 |
+1 |
Total Volume and Open Interest |
11,703 |
3,020 |
+131 |
Heating Oil(NYM) |
Oct11 |
110929 |
281.16 |
287.24 |
279.43 |
281.81 |
-0.03 |
26,391 |
13,461 |
-7,046 |
Nov11 |
110929 |
281.90 |
288.12 |
280.25 |
282.66 |
-0.05 |
59,023 |
99,969 |
+4,156 |
Dec11 |
110929 |
282.20 |
288.01 |
280.55 |
282.63 |
-0.31 |
27,840 |
62,433 |
+223 |
Jan12 |
110929 |
281.33 |
287.71 |
281.02 |
282.48 |
-0.64 |
16,170 |
37,226 |
-909 |
Feb12 |
110929 |
280.00 |
285.74 |
280.00 |
281.12 |
-0.84 |
5,398 |
19,559 |
+775 |
Mar12 |
110929 |
282.88 |
283.97 |
278.60 |
279.10 |
-0.96 |
8,251 |
20,172 |
+2,482 |
Apr12 |
110929 |
276.53 |
280.35 |
275.85 |
276.00 |
-1.03 |
2,973 |
8,568 |
+360 |
May12 |
110929 |
273.00 |
277.40 |
272.94 |
273.04 |
-1.21 |
1,897 |
6,753 |
+165 |
Jun12 |
110929 |
270.84 |
276.87 |
270.77 |
271.49 |
-1.32 |
8,528 |
31,693 |
-1,759 |
Jul12 |
110929 |
274.51 |
275.27 |
271.65 |
271.65 |
-1.35 |
2,279 |
5,110 |
+1,694 |
Aug12 |
110929 |
275.75 |
276.43 |
272.10 |
272.10 |
-1.37 |
224 |
3,811 |
+13 |
Sep12 |
110929 |
276.25 |
276.25 |
272.60 |
272.60 |
-1.42 |
391 |
3,139 |
+11 |
Total Volume and Open Interest |
161,304 |
328,786 |
-648 |
Gasoline(NYMEX) |
Oct11 |
110929 |
264.02 |
268.35 |
261.68 |
261.92 |
-3.15 |
34,088 |
11,292 |
-8,979 |
Nov11 |
110929 |
256.50 |
261.72 |
254.96 |
255.86 |
-1.67 |
56,739 |
79,832 |
-1,273 |
Dec11 |
110929 |
251.47 |
258.00 |
250.80 |
252.58 |
-1.28 |
33,812 |
52,129 |
-765 |
Jan12 |
110929 |
252.97 |
256.02 |
250.62 |
251.03 |
-1.04 |
17,562 |
26,919 |
-1,778 |
Feb12 |
110929 |
252.67 |
255.54 |
250.55 |
250.86 |
-1.02 |
7,090 |
13,060 |
+76 |
Mar12 |
110929 |
254.03 |
255.73 |
251.16 |
251.38 |
-0.97 |
7,259 |
15,580 |
+2,011 |
Apr12 |
110929 |
263.67 |
264.11 |
261.84 |
261.84 |
-0.74 |
3,909 |
11,740 |
-304 |
May12 |
110929 |
265.16 |
265.97 |
261.62 |
261.62 |
-0.73 |
3,658 |
7,360 |
+1,000 |
Jun12 |
110929 |
259.14 |
265.23 |
259.14 |
260.70 |
-0.71 |
4,809 |
15,963 |
-1,123 |
Jul12 |
110929 |
259.11 |
259.11 |
259.11 |
259.11 |
-0.69 |
1,056 |
3,304 |
+440 |
Total Volume and Open Interest |
172,775 |
258,221 |
-9,311 |
e-miNY RBOB Gasoline(NYM) |
Oct11 |
110929 |
261.90 |
261.92 |
261.90 |
261.90 |
-3.20 |
0 |
1 |
+0 |
Nov11 |
110929 |
255.90 |
255.90 |
255.86 |
255.90 |
-1.60 |
|
|
|
Dec11 |
110929 |
252.60 |
252.60 |
252.58 |
252.60 |
-1.30 |
|
|
|
Jan12 |
110929 |
251.00 |
251.03 |
251.00 |
251.00 |
-1.10 |
0 |
1 |
+0 |
Total Volume and Open Interest |
0 |
3 |
+0 |
Natural Gas(NYM) |
Nov11 |
110929 |
3.793 |
3.837 |
3.685 |
3.747 |
-0.052 |
99,975 |
237,960 |
-5,211 |
Dec11 |
110929 |
4.029 |
4.100 |
3.936 |
4.015 |
-0.026 |
32,026 |
76,217 |
+459 |
Jan12 |
110929 |
4.170 |
4.237 |
4.088 |
4.162 |
-0.023 |
29,752 |
172,404 |
+2,601 |
Feb12 |
110929 |
4.186 |
4.254 |
4.108 |
4.181 |
-0.022 |
8,341 |
44,433 |
+1,898 |
Mar12 |
110929 |
4.170 |
4.220 |
4.090 |
4.147 |
-0.023 |
9,706 |
54,338 |
+254 |
Apr12 |
110929 |
4.160 |
4.206 |
4.071 |
4.134 |
-0.024 |
12,264 |
84,205 |
+2,517 |
May12 |
110929 |
4.168 |
4.239 |
4.100 |
4.167 |
-0.025 |
1,399 |
22,469 |
+42 |
Jun12 |
110929 |
4.212 |
4.274 |
4.167 |
4.206 |
-0.027 |
720 |
13,644 |
-27 |
Jul12 |
110929 |
4.250 |
4.314 |
4.211 |
4.249 |
-0.029 |
647 |
11,524 |
+91 |
Aug12 |
110929 |
4.282 |
4.339 |
4.232 |
4.272 |
-0.031 |
400 |
10,585 |
+75 |
Sep12 |
110929 |
4.275 |
4.341 |
4.235 |
4.275 |
-0.031 |
807 |
8,615 |
-81 |
Oct12 |
110929 |
4.315 |
4.381 |
4.268 |
4.310 |
-0.031 |
2,312 |
45,625 |
-32 |
Nov12 |
110929 |
4.492 |
4.500 |
4.449 |
4.472 |
-0.031 |
833 |
9,218 |
-4 |
Dec12 |
110929 |
4.760 |
4.810 |
4.710 |
4.747 |
-0.026 |
638 |
12,790 |
+135 |
Jan13 |
110929 |
4.905 |
4.953 |
4.865 |
4.889 |
-0.027 |
1,337 |
23,207 |
+423 |
Feb13 |
110929 |
4.880 |
4.902 |
4.854 |
4.864 |
-0.027 |
327 |
3,401 |
+188 |
Total Volume and Open Interest |
201,956 |
907,368 |
-6,537 |
Brent Crude Oil(ICE) |
Nov11 |
110929 |
103.00 |
105.82 |
102.35 |
103.95 |
+0.14 |
207,766 |
148,094 |
-7,457 |
Dec11 |
110929 |
102.00 |
104.45 |
101.21 |
102.48 |
-0.08 |
164,268 |
199,489 |
+3,714 |
Jan12 |
110929 |
101.42 |
103.81 |
100.73 |
101.78 |
-0.22 |
48,058 |
58,039 |
+2,829 |
Feb12 |
110929 |
100.99 |
103.26 |
100.33 |
101.30 |
-0.29 |
22,372 |
53,820 |
-385 |
Mar12 |
110929 |
99.99 |
102.88 |
99.99 |
100.94 |
-0.30 |
16,886 |
64,137 |
+133 |
Apr12 |
110929 |
100.43 |
102.56 |
100.43 |
100.73 |
-0.27 |
8,483 |
24,996 |
+128 |
May12 |
110929 |
100.98 |
102.36 |
100.35 |
100.58 |
-0.23 |
6,453 |
15,810 |
+140 |
Jun12 |
110929 |
100.76 |
102.35 |
100.19 |
100.45 |
-0.18 |
24,255 |
55,202 |
+144 |
Jul12 |
110929 |
101.99 |
101.99 |
100.33 |
100.33 |
-0.15 |
2,587 |
13,401 |
+86 |
Aug12 |
110929 |
100.20 |
100.20 |
100.20 |
100.20 |
-0.12 |
2,294 |
10,446 |
+268 |
Sep12 |
110929 |
100.03 |
100.03 |
100.03 |
100.03 |
-0.08 |
3,600 |
15,128 |
+218 |
Oct12 |
110929 |
99.86 |
99.86 |
99.86 |
99.86 |
-0.04 |
1,553 |
7,679 |
+47 |
Nov12 |
110929 |
99.68 |
99.68 |
99.68 |
99.68 |
-0.02 |
2,192 |
11,614 |
-218 |
Dec12 |
110929 |
98.96 |
101.16 |
98.93 |
99.50 |
+0.01 |
34,454 |
82,115 |
-748 |
Total Volume and Open Interest |
565,979 |
890,475 |
+1,555 |
Gas Oil(ICE) |
Oct11 |
110929 |
891.50 |
907.75 |
883.75 |
898.25 |
-9.25 |
57,393 |
112,450 |
-7,898 |
Nov11 |
110929 |
887.25 |
903.75 |
879.50 |
894.00 |
-9.75 |
111,245 |
114,830 |
+3,018 |
Dec11 |
110929 |
876.25 |
896.75 |
873.00 |
887.25 |
-10.25 |
75,338 |
82,654 |
-1,540 |
Jan12 |
110929 |
869.25 |
890.50 |
868.25 |
881.75 |
-10.50 |
22,357 |
59,548 |
+1,623 |
Feb12 |
110929 |
872.00 |
885.00 |
868.75 |
876.50 |
-10.75 |
12,353 |
36,127 |
+1,922 |
Mar12 |
110929 |
868.50 |
880.25 |
862.75 |
871.75 |
-10.75 |
13,607 |
27,626 |
+561 |
Apr12 |
110929 |
864.75 |
876.00 |
859.00 |
867.75 |
-11.00 |
9,749 |
17,049 |
-797 |
May12 |
110929 |
861.75 |
871.00 |
856.50 |
864.50 |
-11.25 |
6,300 |
12,725 |
+626 |
Jun12 |
110929 |
860.25 |
871.50 |
855.00 |
863.00 |
-11.25 |
12,184 |
39,574 |
-1,259 |
Jul12 |
110929 |
861.00 |
869.50 |
858.75 |
863.50 |
-11.25 |
1,512 |
12,331 |
+163 |
Total Volume and Open Interest |
331,294 |
594,967 |
-3,787 |
Ethanol(CBOT) |
Sep11 |
110906 |
2.835 |
2.850 |
2.835 |
2.840 |
-0.052 |
84 |
85 |
-31 |
Oct11 |
110929 |
2.531 |
2.553 |
2.521 |
2.547 |
+0.013 |
133 |
442 |
-87 |
Nov11 |
110929 |
2.498 |
2.517 |
2.486 |
2.499 |
+0.010 |
254 |
1,380 |
+77 |
Dec11 |
110929 |
2.449 |
2.458 |
2.435 |
2.440 |
+0.005 |
212 |
1,448 |
+19 |
Jan12 |
110929 |
2.375 |
2.377 |
2.363 |
2.364 |
-0.001 |
50 |
900 |
+11 |
Feb12 |
110929 |
2.352 |
2.354 |
2.332 |
2.341 |
-0.005 |
30 |
877 |
+20 |
Mar12 |
110929 |
2.356 |
2.360 |
2.343 |
2.354 |
-0.008 |
47 |
1,056 |
+23 |
Apr12 |
110929 |
2.363 |
2.375 |
2.363 |
2.373 |
-0.012 |
23 |
746 |
+15 |
Total Volume and Open Interest |
1,032 |
9,342 |
+177 |
WTI Crude Oil(ICE) |
Nov11 |
110929 |
80.00 |
83.98 |
79.71 |
82.14 |
+0.93 |
68,737 |
59,686 |
-2,243 |
Dec11 |
110929 |
79.97 |
84.19 |
79.97 |
82.34 |
+0.88 |
24,347 |
90,430 |
-6,619 |
Jan12 |
110929 |
80.79 |
84.40 |
80.79 |
82.55 |
+0.82 |
10,768 |
31,531 |
+662 |
Feb12 |
110929 |
81.41 |
84.50 |
81.41 |
82.75 |
+0.75 |
5,569 |
14,916 |
+1,490 |
Mar12 |
110929 |
82.35 |
84.75 |
82.31 |
82.98 |
+0.70 |
3,502 |
19,192 |
+2 |
Apr12 |
110929 |
81.95 |
85.02 |
81.95 |
83.21 |
+0.66 |
1,671 |
6,235 |
+9 |
May12 |
110929 |
83.67 |
85.06 |
82.99 |
83.49 |
+0.64 |
1,413 |
7,835 |
+71 |
Jun12 |
110929 |
83.52 |
85.70 |
83.17 |
83.76 |
+0.61 |
4,205 |
31,655 |
-201 |
Jul12 |
110929 |
84.77 |
85.52 |
83.77 |
84.03 |
+0.60 |
489 |
7,652 |
-10 |
Aug12 |
110929 |
84.25 |
84.25 |
84.25 |
84.25 |
+0.59 |
378 |
4,444 |
-29 |
Sep12 |
110929 |
84.48 |
84.48 |
84.48 |
84.48 |
+0.59 |
357 |
8,371 |
-81 |
Oct12 |
110929 |
84.72 |
84.72 |
84.72 |
84.72 |
+0.59 |
190 |
1,711 |
-19 |
Nov12 |
110929 |
84.99 |
84.99 |
84.99 |
84.99 |
+0.59 |
185 |
2,683 |
+16 |
Dec12 |
110929 |
83.92 |
87.23 |
83.92 |
85.29 |
+0.60 |
3,737 |
46,882 |
+215 |
Jan13 |
110929 |
85.46 |
85.46 |
85.46 |
85.46 |
+0.59 |
1 |
2,054 |
+0 |
Feb13 |
110929 |
85.61 |
85.61 |
85.61 |
85.61 |
+0.58 |
0 |
588 |
+0 |
Total Volume and Open Interest |
128,940 |
417,754 |
-6,467 |
US Dollar Index(ICE) |
Dec11 |
110929 |
78.735 |
78.745 |
78.025 |
78.603 |
+0.173 |
32,959 |
70,749 |
+2,640 |
Mar12 |
110929 |
78.605 |
79.082 |
78.605 |
79.082 |
+0.102 |
0 |
518 |
-2 |
Jun12 |
110929 |
79.543 |
79.543 |
79.543 |
79.543 |
+0.243 |
0 |
2 |
+0 |
Total Volume and Open Interest |
32,959 |
71,269 |
+2,638 |
Australian Dollar(CME) |
Dec11 |
110929 |
96.63 |
97.87 |
96.11 |
96.33 |
-0.93 |
138,438 |
88,961 |
+6,620 |
Mar12 |
110929 |
95.70 |
96.90 |
95.44 |
95.44 |
-0.91 |
74 |
132 |
+47 |
Jun12 |
110929 |
94.67 |
95.57 |
94.67 |
94.67 |
-0.90 |
0 |
21 |
+0 |
Total Volume and Open Interest |
138,512 |
89,247 |
+6,667 |
British Pound(CME) |
Dec11 |
110929 |
155.62 |
157.06 |
155.32 |
155.79 |
-0.10 |
99,637 |
157,471 |
+2,885 |
Mar12 |
110929 |
156.00 |
156.47 |
155.68 |
155.68 |
-0.10 |
23 |
91 |
+2 |
Jun12 |
110929 |
155.58 |
155.68 |
155.58 |
155.58 |
-0.10 |
0 |
3 |
+0 |
Total Volume and Open Interest |
99,660 |
157,569 |
+2,887 |
Canadian Dollar(CME) |
Dec11 |
110929 |
96.54 |
97.32 |
95.95 |
96.09 |
-0.93 |
105,439 |
81,855 |
+945 |
Mar12 |
110929 |
96.45 |
97.20 |
95.86 |
95.98 |
-0.92 |
400 |
4,004 |
+154 |
Jun12 |
110929 |
96.73 |
96.82 |
95.92 |
95.92 |
-0.90 |
17 |
914 |
+3 |
Sep12 |
110929 |
96.65 |
96.71 |
95.84 |
95.84 |
-0.87 |
0 |
396 |
+0 |
Total Volume and Open Interest |
105,871 |
87,252 |
+1,106 |
Japanese Yen(CME) |
Dec11 |
110929 |
130.76 |
131.02 |
129.95 |
130.49 |
-0.33 |
86,545 |
124,122 |
-1,296 |
Mar12 |
110929 |
130.72 |
131.01 |
130.68 |
130.68 |
-0.33 |
45 |
302 |
+11 |
Jun12 |
110929 |
130.91 |
131.25 |
130.91 |
130.91 |
-0.34 |
0 |
19 |
+0 |
Total Volume and Open Interest |
86,590 |
124,447 |
-1,285 |
Swiss Franc(CME) |
Dec11 |
110929 |
111.21 |
112.35 |
111.03 |
111.42 |
-0.20 |
18,717 |
22,217 |
-266 |
Mar12 |
110929 |
111.92 |
111.92 |
111.67 |
111.67 |
-0.22 |
2 |
629 |
-1 |
Jun12 |
110929 |
111.96 |
112.21 |
111.96 |
111.96 |
-0.25 |
0 |
4 |
+0 |
Total Volume and Open Interest |
18,719 |
22,856 |
-267 |
EuroFX(CME) |
Dec11 |
110929 |
135.23 |
136.75 |
135.13 |
135.56 |
-0.15 |
307,418 |
216,949 |
+3,941 |
Mar12 |
110929 |
135.56 |
136.66 |
135.27 |
135.56 |
-0.13 |
88 |
1,308 |
+10 |
Jun12 |
110929 |
135.99 |
136.00 |
135.53 |
135.53 |
-0.13 |
0 |
830 |
+0 |
Total Volume and Open Interest |
307,506 |
219,123 |
+3,951 |
Mexican Peso(CME) |
Oct11 |
110929 |
729.2 |
740.5 |
729.2 |
729.2 |
-11.2 |
|
|
|
Nov11 |
110929 |
727.5 |
738.8 |
727.5 |
727.5 |
-11.2 |
|
|
|
Total Volume and Open Interest |
34,292 |
83,341 |
+243 |
Brazilian Real(CME) |
Oct11 |
110929 |
539.05 |
546.50 |
539.05 |
539.05 |
-7.45 |
|
|
|
Nov11 |
110929 |
536.25 |
543.70 |
536.25 |
536.25 |
-7.45 |
0 |
1,500 |
+0 |
Dec11 |
110929 |
539.80 |
540.00 |
533.50 |
533.50 |
-7.40 |
23 |
5,481 |
-11 |
Jan12 |
110929 |
530.75 |
538.10 |
530.75 |
530.75 |
-7.35 |
1,690 |
10,994 |
-1,690 |
Total Volume and Open Interest |
1,713 |
33,296 |
-1,701 |
30-Year T-Bonds(CBOT) |
Dec11 |
110929 |
141~100 |
142~050 |
140~270 |
142~030 |
+1~050 |
360,404 |
638,770 |
+11,637 |
Mar12 |
110929 |
140~300 |
141~180 |
140~160 |
141~180 |
+1~070 |
127 |
785 |
+52 |
Jun12 |
110929 |
140~290 |
140~290 |
139~220 |
140~290 |
+1~070 |
|
|
|
Total Volume and Open Interest |
360,531 |
639,555 |
+11,689 |
10-Year T-Notes(CBOT) |
Dec11 |
110929 |
129~285 |
130~005 |
129~135 |
129~315 |
+0~100 |
1,311,012 |
1,516,544 |
-21,948 |
Mar12 |
110929 |
129~005 |
129~075 |
128~255 |
129~075 |
+0~105 |
28 |
8,492 |
+5 |
Jun12 |
110929 |
128~075 |
128~075 |
127~290 |
128~075 |
+0~105 |
|
|
|
Total Volume and Open Interest |
1,311,040 |
1,525,036 |
-21,943 |
5-Year T-Notes(CBOT) |
Sep11 |
110929 |
123~050 |
123~050 |
123~026 |
123~047 |
+0~007 |
5,977 |
21,297 |
-6,840 |
Dec11 |
110929 |
122~071 |
122~078 |
122~038 |
122~065 |
+0~007 |
599,123 |
1,266,510 |
+474 |
Mar12 |
110929 |
121~121 |
121~121 |
121~114 |
121~121 |
+0~007 |
|
|
|
Total Volume and Open Interest |
605,100 |
1,287,807 |
-6,366 |
2 Year T-Notes(CBOT) |
Sep11 |
110929 |
110~024 |
110~024 |
110~021 |
110~021 |
unch |
2,769 |
10,893 |
-955 |
Dec11 |
110929 |
110~016 |
110~017 |
110~012 |
110~013 |
-0~001 |
178,948 |
755,367 |
+8,042 |
Mar12 |
110929 |
110~008 |
110~009 |
110~008 |
110~008 |
-0~001 |
0 |
159 |
+0 |
Total Volume and Open Interest |
181,717 |
766,419 |
+7,087 |
Eurodollars(CME) |
Dec11 |
110929 |
99.485 |
99.495 |
99.475 |
99.480 |
-0.010 |
162,298 |
1,077,221 |
+676 |
Mar12 |
110929 |
99.440 |
99.450 |
99.420 |
99.425 |
-0.020 |
178,214 |
1,023,182 |
+15,381 |
Jun12 |
110929 |
99.440 |
99.460 |
99.420 |
99.430 |
-0.015 |
152,091 |
1,093,664 |
+790 |
Sep12 |
110929 |
99.445 |
99.465 |
99.430 |
99.440 |
-0.010 |
150,434 |
749,287 |
-497 |
Dec12 |
110929 |
99.440 |
99.460 |
99.425 |
99.435 |
-0.005 |
151,731 |
737,762 |
-14,398 |
Mar13 |
110929 |
99.425 |
99.445 |
99.405 |
99.420 |
unch |
133,705 |
731,060 |
-629 |
Jun13 |
110929 |
99.350 |
99.375 |
99.330 |
99.345 |
unch |
115,848 |
526,878 |
-3,888 |
Sep13 |
110929 |
99.250 |
99.270 |
99.215 |
99.235 |
unch |
107,541 |
482,420 |
-8,813 |
Dec13 |
110929 |
99.090 |
99.105 |
99.045 |
99.070 |
unch |
99,554 |
399,690 |
-6,391 |
Mar14 |
110929 |
98.925 |
98.940 |
98.870 |
98.905 |
unch |
69,601 |
275,950 |
-1,586 |
Jun14 |
110929 |
98.750 |
98.755 |
98.680 |
98.720 |
unch |
58,801 |
264,755 |
-1,175 |
Sep14 |
110929 |
98.550 |
98.560 |
98.475 |
98.525 |
unch |
60,628 |
164,974 |
+1,148 |
Dec14 |
110929 |
98.355 |
98.365 |
98.275 |
98.335 |
+0.005 |
45,287 |
164,956 |
-3,254 |
Mar15 |
110929 |
98.175 |
98.180 |
98.095 |
98.160 |
+0.010 |
18,068 |
113,288 |
-359 |
Jun15 |
110929 |
6.250 |
6.255 |
6.170 |
6.240 |
+0.015 |
19,707 |
99,194 |
+911 |
Sep15 |
110929 |
6.085 |
6.090 |
6.005 |
6.075 |
+0.015 |
18,053 |
76,388 |
+616 |
Dec15 |
110929 |
5.920 |
5.925 |
5.840 |
5.915 |
+0.020 |
14,920 |
59,961 |
-3,628 |
Mar16 |
110929 |
5.790 |
5.795 |
5.705 |
5.790 |
+0.025 |
10,766 |
51,069 |
-857 |
Total Volume and Open Interest |
1,606,630 |
8,355,015 |
-23,706 |
30 Day Federal Funds(CBOT) |
Sep11 |
110929 |
99.915 |
99.915 |
99.915 |
99.915 |
unch |
1,180 |
50,008 |
+3 |
Oct11 |
110929 |
99.910 |
99.910 |
99.905 |
99.910 |
unch |
2,838 |
60,443 |
-346 |
Nov11 |
110929 |
99.915 |
99.915 |
99.910 |
99.915 |
unch |
1,407 |
63,146 |
-137 |
Dec11 |
110929 |
99.915 |
99.920 |
99.910 |
99.915 |
-0.005 |
1,976 |
63,632 |
+690 |
Jan12 |
110929 |
99.915 |
99.915 |
99.905 |
99.910 |
-0.005 |
1,282 |
52,687 |
-426 |
Feb12 |
110929 |
99.905 |
99.910 |
99.890 |
99.900 |
-0.010 |
912 |
47,739 |
+111 |
Total Volume and Open Interest |
23,212 |
688,004 |
-761 |
30 Day Fed Funds(e-CBOT) |
3-Mth Euro-Yen(CME) |
Dec11 |
110929 |
99.688 |
99.688 |
99.688 |
99.688 |
-0.003 |
0 |
281 |
+0 |
Mar12 |
110929 |
99.690 |
99.690 |
99.690 |
99.690 |
-0.002 |
0 |
300 |
+0 |
Jun12 |
110929 |
99.695 |
99.695 |
99.695 |
99.695 |
-0.003 |
|
|
|
Sep12 |
110929 |
99.692 |
99.692 |
99.692 |
99.692 |
-0.003 |
|
|
|
Dec12 |
110929 |
99.755 |
99.755 |
99.755 |
99.755 |
unch |
|
|
|
Mar13 |
110929 |
99.755 |
99.755 |
99.755 |
99.755 |
unch |
|
|
|
Jun13 |
110929 |
99.710 |
99.710 |
99.710 |
99.710 |
unch |
|
|
|
Sep13 |
110929 |
99.570 |
99.570 |
99.570 |
99.570 |
unch |
|
|
|
Dec13 |
110929 |
99.430 |
99.430 |
99.430 |
99.430 |
unch |
|
|
|
Mar14 |
110929 |
99.290 |
99.290 |
99.290 |
99.290 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
581 |
+0 |
3-Mth Euro-Yen(SGX) |
Dec11 |
110929 |
99.69 |
99.69 |
99.69 |
99.69 |
unch |
0 |
2,382 |
+0 |
Mar12 |
110929 |
99.69 |
99.69 |
99.69 |
99.69 |
0.00 |
0 |
2,438 |
+0 |
Jun12 |
110929 |
99.69 |
99.69 |
99.69 |
99.69 |
0.00 |
0 |
1,470 |
+0 |
Sep12 |
110929 |
99.69 |
99.69 |
99.69 |
99.69 |
0.00 |
0 |
411 |
+0 |
Dec12 |
110929 |
99.75 |
99.75 |
99.75 |
99.75 |
unch |
0 |
51 |
+0 |
Mar13 |
110929 |
99.75 |
99.75 |
99.75 |
99.75 |
unch |
0 |
1 |
+0 |
Jun13 |
110929 |
99.71 |
99.71 |
99.71 |
99.71 |
unch |
|
|
|
Sep13 |
110929 |
99.57 |
99.57 |
99.57 |
99.57 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
6,755 |
+0 |
Japanese Gov't Bonds(SGX) |
Dec11 |
110929 |
142.48 |
142.55 |
142.39 |
142.48 |
+0.03 |
1,447 |
24,715 |
-354 |
Mar12 |
110929 |
141.70 |
141.70 |
141.70 |
141.70 |
+0.05 |
0 |
4 |
+0 |
Jun12 |
110929 |
139.61 |
139.61 |
139.61 |
139.61 |
+0.05 |
|
|
|
Total Volume and Open Interest |
1,447 |
24,719 |
-354 |
Euro-Bund(EUREX) |
Dec11 |
110929 |
135.56 |
136.04 |
135.17 |
135.25 |
-0.41 |
1,046,082 |
852,352 |
-11,371 |
Mar12 |
110929 |
135.98 |
136.22 |
135.62 |
135.62 |
-0.46 |
38 |
448 |
+16 |
Jun12 |
110929 |
135.55 |
135.55 |
135.55 |
135.55 |
-0.41 |
|
|
|
Total Volume and Open Interest |
1,046,120 |
852,800 |
-11,355 |
Euro-Bobl(EUREX) |
Dec11 |
110929 |
121.72 |
121.98 |
121.50 |
121.59 |
-0.14 |
610,980 |
681,775 |
+9,933 |
Mar12 |
110929 |
121.86 |
121.86 |
121.86 |
121.86 |
-0.16 |
6,549 |
9,444 |
+6,345 |
Jun12 |
110929 |
121.74 |
121.74 |
121.74 |
121.74 |
-0.14 |
|
|
|
Total Volume and Open Interest |
617,529 |
691,219 |
+16,278 |
3-Mth Euribor(EUREX) |
Sep11 |
110919 |
98.465 |
98.465 |
98.465 |
98.465 |
unch |
9 |
1,722 |
-5 |
Dec11 |
110929 |
98.735 |
98.735 |
98.725 |
98.725 |
-0.005 |
8 |
1,866 |
+0 |
Mar12 |
110929 |
98.840 |
98.840 |
98.810 |
98.810 |
-0.015 |
3 |
2,420 |
+0 |
Total Volume and Open Interest |
41 |
8,997 |
+10 |
Long Gilt(LIFFE) |
Dec11 |
110929 |
128~27 |
129~19 |
128~23 |
128~26 |
-0~10 |
164,139 |
340,277 |
-12,153 |
Mar12 |
110929 |
129~01 |
129~01 |
129~01 |
129~01 |
-0~10 |
|
|
|
Total Volume and Open Interest |
164,139 |
340,277 |
-24,132 |
3-Mth Short Sterling(LIFFE) |
Dec11 |
110929 |
99.02 |
99.03 |
99.00 |
99.01 |
-0.02 |
21,222 |
383,719 |
-664 |
Mar12 |
110929 |
99.10 |
99.11 |
99.06 |
99.08 |
-0.02 |
54,925 |
433,603 |
-9,363 |
Jun12 |
110929 |
99.11 |
99.13 |
99.09 |
99.10 |
-0.02 |
54,939 |
245,322 |
+16,742 |
Sep12 |
110929 |
99.11 |
99.13 |
99.08 |
99.10 |
-0.02 |
41,643 |
261,061 |
+4,878 |
Dec12 |
110929 |
99.05 |
99.09 |
99.02 |
99.05 |
-0.03 |
23,071 |
259,225 |
-1,220 |
Mar13 |
110929 |
98.96 |
99.05 |
98.96 |
99.00 |
-0.03 |
29,454 |
179,963 |
+4,195 |
Total Volume and Open Interest |
299,979 |
2,151,099 |
+18,603 |
3-Mth Euribor(LIFFE) |
Dec11 |
110929 |
98.745 |
98.760 |
98.710 |
98.725 |
-0.005 |
292,026 |
768,829 |
-13,409 |
Mar12 |
110929 |
98.855 |
98.860 |
98.790 |
98.810 |
-0.015 |
162,426 |
520,868 |
+4,263 |
Jun12 |
110929 |
98.890 |
98.890 |
98.815 |
98.835 |
-0.025 |
134,520 |
353,372 |
-977 |
Total Volume and Open Interest |
1,070,563 |
3,294,635 |
+1,180 |
3-Mth Aus T-Bills(SFE) |
Dec11 |
110929 |
95.69 |
95.75 |
95.64 |
95.71 |
+0.03 |
14,206 |
225,434 |
-2,041 |
Mar12 |
110929 |
96.13 |
96.22 |
96.07 |
96.15 |
+0.02 |
14,057 |
188,822 |
-933 |
Jun12 |
110929 |
96.18 |
96.27 |
96.11 |
96.21 |
+0.02 |
4,037 |
114,572 |
-307 |
Sep12 |
110929 |
96.12 |
96.23 |
96.08 |
96.16 |
+0.03 |
3,127 |
78,162 |
+581 |
Dec12 |
110929 |
96.03 |
96.16 |
95.99 |
96.08 |
+0.02 |
3,023 |
43,742 |
+1,072 |
Mar13 |
110929 |
95.91 |
96.07 |
95.91 |
96.00 |
+0.03 |
1,682 |
43,933 |
+589 |
Jun13 |
110929 |
95.82 |
95.97 |
95.82 |
95.89 |
+0.02 |
1,525 |
27,116 |
+380 |
Sep13 |
110929 |
95.74 |
95.83 |
95.72 |
95.80 |
+0.03 |
11 |
9,888 |
+3 |
Dec13 |
110929 |
95.67 |
95.73 |
95.67 |
95.67 |
+0.03 |
8 |
2,357 |
+8 |
Mar14 |
110929 |
95.51 |
95.53 |
95.51 |
95.53 |
unch |
2 |
401 |
+2 |
Total Volume and Open Interest |
41,678 |
734,493 |
-646 |
10-Year Aus T-Bonds(SFE) |
Dec11 |
110929 |
95.69 |
95.78 |
95.64 |
95.72 |
+0.02 |
44,644 |
355,333 |
+4,582 |
Mar12 |
110929 |
95.72 |
95.72 |
95.72 |
95.72 |
+0.02 |
|
|
|
Total Volume and Open Interest |
44,644 |
355,333 |
+4,582 |
3-Year Aus T-Bonds(SFE) |
Dec11 |
110929 |
96.34 |
96.44 |
96.28 |
96.37 |
+0.02 |
102,557 |
477,583 |
-5,936 |
Mar12 |
110929 |
96.37 |
96.37 |
96.37 |
96.37 |
+0.02 |
|
|
|
Total Volume and Open Interest |
102,557 |
477,583 |
-5,936 |
Gold(CMX) |
Oct11 |
110929 |
1604.0 |
1633.8 |
1585.0 |
1615.5 |
-0.6 |
21,275 |
10,232 |
-12,019 |
Dec11 |
110929 |
1609.3 |
1637.9 |
1585.0 |
1617.3 |
-0.8 |
218,351 |
287,662 |
-738 |
Feb12 |
110929 |
1608.5 |
1638.9 |
1587.3 |
1619.2 |
-0.8 |
3,476 |
42,694 |
+330 |
Apr12 |
110929 |
1597.1 |
1637.8 |
1597.1 |
1620.7 |
-0.8 |
319 |
10,686 |
+63 |
Jun12 |
110929 |
1597.1 |
1636.8 |
1596.3 |
1622.3 |
-0.7 |
185 |
16,917 |
-54 |
Aug12 |
110929 |
1625.7 |
1630.6 |
1620.0 |
1624.2 |
-0.6 |
40 |
6,879 |
+14 |
Oct12 |
110929 |
1635.0 |
1635.8 |
1626.1 |
1626.1 |
-0.5 |
164 |
4,371 |
+53 |
Dec12 |
110929 |
1620.3 |
1640.4 |
1604.8 |
1628.3 |
-0.2 |
303 |
14,978 |
+70 |
Feb13 |
110929 |
1630.3 |
1630.3 |
1630.3 |
1630.3 |
-0.3 |
38 |
3,390 |
-26 |
Apr13 |
110929 |
1632.7 |
1632.7 |
1632.7 |
1632.7 |
-0.3 |
0 |
328 |
+0 |
Jun13 |
110929 |
1635.4 |
1635.4 |
1635.4 |
1635.4 |
-0.3 |
118 |
12,968 |
-8 |
Aug13 |
110929 |
1638.5 |
1638.5 |
1638.5 |
1638.5 |
|
|
|
|
Silver(CMX) |
Dec11 |
110929 |
2989.5 |
3153.5 |
2909.5 |
3052.2 |
+38.8 |
63,280 |
60,847 |
-2,186 |
Mar12 |
110929 |
2987.0 |
3155.0 |
2925.0 |
3056.1 |
+38.8 |
3,745 |
9,854 |
+148 |
May12 |
110929 |
3108.0 |
3108.0 |
3042.5 |
3057.6 |
+38.8 |
153 |
2,725 |
+23 |
Jul12 |
110929 |
2962.0 |
3085.5 |
2962.0 |
3058.3 |
+38.8 |
444 |
2,322 |
+289 |
Sep12 |
110929 |
2961.5 |
3092.5 |
2961.5 |
3056.2 |
+39.1 |
226 |
715 |
+66 |
Dec12 |
110929 |
2910.5 |
3080.0 |
2910.5 |
3053.5 |
+39.1 |
381 |
10,224 |
+106 |
Mar13 |
110929 |
3045.0 |
3046.5 |
3045.0 |
3046.5 |
+39.1 |
10 |
751 |
+10 |
Total Volume and Open Interest |
68,806 |
100,578 |
-1,436 |
Platinum(NYMEX) |
Oct11 |
110929 |
1529.5 |
1554.1 |
1508.2 |
1528.3 |
-5.9 |
11,206 |
3,353 |
-5,974 |
Jan12 |
110929 |
1530.2 |
1556.9 |
1510.6 |
1532.9 |
-5.2 |
14,189 |
31,386 |
+5,266 |
Apr12 |
110929 |
1529.4 |
1552.7 |
1522.5 |
1537.8 |
-5.0 |
426 |
2,534 |
+332 |
Jul12 |
110929 |
1530.0 |
1539.6 |
1530.0 |
1539.6 |
-5.3 |
10 |
33 |
+4 |
Total Volume and Open Interest |
25,844 |
37,347 |
-361 |
Palladium(NYMEX) |
Dec11 |
110929 |
624.80 |
631.45 |
616.00 |
623.60 |
-11.15 |
3,017 |
18,471 |
+10 |
Mar12 |
110929 |
624.60 |
624.60 |
621.40 |
624.60 |
-11.05 |
27 |
270 |
+5 |
Jun12 |
110929 |
625.90 |
625.90 |
625.90 |
625.90 |
-11.05 |
0 |
4 |
+0 |
Total Volume and Open Interest |
3,045 |
18,752 |
+13 |
Copper(CMX) |
Dec11 |
110929 |
318.60 |
328.95 |
308.00 |
324.60 |
-0.05 |
63,305 |
74,263 |
-614 |
Mar12 |
110929 |
320.25 |
330.50 |
310.45 |
326.60 |
unch |
4,088 |
27,151 |
+301 |
May12 |
110929 |
330.20 |
330.20 |
325.55 |
327.85 |
+0.05 |
626 |
7,833 |
+95 |
Jul12 |
110929 |
321.35 |
330.70 |
319.00 |
328.65 |
+0.05 |
192 |
1,726 |
+51 |
Sep12 |
110929 |
331.80 |
331.90 |
329.30 |
329.35 |
+0.05 |
77 |
892 |
+1 |
Total Volume and Open Interest |
69,670 |
119,102 |
-789 |
DJIA Index(CBOT) |
Dec11 |
110929 |
10973 |
11160 |
10922 |
11099 |
+123 |
848 |
14,237 |
+616 |
Mar12 |
110929 |
11019 |
11019 |
10895 |
11019 |
+124 |
0 |
21 |
+0 |
Jun12 |
110929 |
10949 |
10949 |
10825 |
10949 |
+124 |
|
|
|
Sep12 |
110929 |
10886 |
10886 |
10762 |
10886 |
+124 |
|
|
|
Total Volume and Open Interest |
848 |
14,258 |
+616 |
E-mini DJIA Index(CBOT) |
Sep11 |
110916 |
11435 |
11500 |
11400 |
11500 |
+48 |
20,642 |
38,821 |
-3,676 |
Dec11 |
110929 |
10970 |
11199 |
10890 |
11099 |
+123 |
155,589 |
73,711 |
+5,514 |
Mar12 |
110929 |
10940 |
11113 |
10939 |
11019 |
+124 |
101 |
142 |
-23 |
Jun12 |
110929 |
10949 |
10949 |
10949 |
10949 |
+124 |
|
|
|
Total Volume and Open Interest |
155,690 |
73,863 |
+5,491 |
S & P 500(CME) |
Dec11 |
110929 |
1148.40 |
1170.00 |
1133.50 |
1156.30 |
+7.60 |
17,132 |
280,977 |
-1,089 |
Mar12 |
110929 |
1132.30 |
1161.30 |
1129.30 |
1149.90 |
+7.60 |
5 |
3,010 |
+0 |
Jun12 |
110929 |
1156.00 |
1156.20 |
1124.20 |
1144.80 |
+7.60 |
1 |
558 |
+0 |
Sep12 |
110929 |
1138.80 |
1150.20 |
1118.20 |
1138.80 |
+7.60 |
|
|
|
Total Volume and Open Interest |
17,138 |
284,645 |
-1,089 |
S & P 500 E-Mini(Globex) |
Dec11 |
110929 |
1148.25 |
1170.75 |
1133.50 |
1156.25 |
+7.50 |
2,802,438 |
2,976,156 |
+1,988 |
Mar12 |
110929 |
1141.00 |
1164.00 |
1127.50 |
1150.00 |
+7.75 |
1,502 |
2,548 |
+38 |
Total Volume and Open Interest |
2,803,946 |
2,978,814 |
+2,021 |
NASDAQ 100(CME) |
Dec11 |
110929 |
2223.50 |
2259.00 |
2151.00 |
2189.50 |
-29.00 |
727 |
13,617 |
+107 |
Mar12 |
110929 |
2185.80 |
2240.00 |
2160.00 |
2185.80 |
-29.00 |
|
|
|
Jun12 |
110929 |
2182.80 |
2189.80 |
2182.80 |
2182.80 |
-29.00 |
|
|
|
Total Volume and Open Interest |
727 |
13,617 |
+107 |
NASDAQ 100 E-Mini(Globex) |
Dec11 |
110929 |
2217.30 |
2259.80 |
2152.50 |
2189.50 |
-29.00 |
325,688 |
313,710 |
-2,612 |
Mar12 |
110929 |
2210.30 |
2247.30 |
2150.00 |
2185.80 |
-29.00 |
133 |
263 |
+7 |
Total Volume and Open Interest |
325,821 |
313,981 |
-2,605 |
S & P Midcap 400(CME) |
Dec11 |
110929 |
800.90 |
810.00 |
782.95 |
800.90 |
+5.00 |
109 |
2,229 |
+0 |
Mar12 |
110929 |
798.90 |
799.90 |
798.90 |
798.90 |
+5.00 |
|
|
|
Jun12 |
110929 |
796.90 |
797.90 |
796.90 |
796.90 |
+5.00 |
|
|
|
Total Volume and Open Interest |
109 |
2,229 |
+0 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Dec11 |
110929 |
8550 |
8785 |
8520 |
8735 |
+165 |
7,172 |
25,694 |
-73 |
Mar12 |
110929 |
8635 |
8735 |
8635 |
8735 |
+165 |
0 |
5 |
+0 |
Total Volume and Open Interest |
7,172 |
25,699 |
-73 |
Nikkei 225(SGX) |
Dec11 |
110929 |
8665 |
8715 |
8500 |
8690 |
+45 |
128,375 |
181,951 |
-5,976 |
Mar12 |
110929 |
8610 |
8680 |
8570 |
8680 |
+45 |
49 |
1,147 |
+40 |
Jun12 |
110929 |
8605 |
8605 |
8605 |
8605 |
+45 |
0 |
18 |
+0 |
Total Volume and Open Interest |
128,534 |
195,788 |
-5,901 |
CAC 40(EURONEXT) |
Oct11 |
110929 |
2982.0 |
3064.0 |
2975.5 |
3029.5 |
+34.5 |
135,334 |
295,585 |
+967 |
Nov11 |
110929 |
2985.5 |
3055.0 |
2982.0 |
3023.5 |
+35.0 |
1,078 |
2,061 |
+974 |
Dec11 |
110929 |
2964.5 |
3049.5 |
2964.5 |
3021.0 |
+34.5 |
276 |
28,546 |
-58 |
Total Volume and Open Interest |
136,688 |
326,196 |
+1,883 |
Hang Seng Index(HKFE) |
Sep11 |
110928 |
17870 |
18073 |
17819 |
17954 |
-109 |
143,237 |
78,875 |
-18,739 |
Oct11 |
110928 |
17904 |
18062 |
17810 |
17941 |
-119 |
61,087 |
62,085 |
+39,842 |
Total Volume and Open Interest |
205,601 |
148,935 |
+21,582 |
DAX(EUREX) |
Sep11 |
110916 |
5572.5 |
5636.5 |
5529.0 |
5575.5 |
+76.0 |
270,393 |
71,329 |
-28,630 |
Dec11 |
110929 |
5561.0 |
5715.5 |
5540.5 |
5647.5 |
+56.0 |
194,086 |
168,338 |
-2,575 |
Mar12 |
110929 |
5573.0 |
5724.5 |
5554.5 |
5659.0 |
+56.0 |
584 |
5,309 |
+163 |
Total Volume and Open Interest |
194,704 |
173,839 |
-2,409 |
FT-SE 100(EURONEXT) |
Dec11 |
110929 |
5122.50 |
5227.00 |
5094.50 |
5163.50 |
-34.00 |
128,407 |
621,591 |
-5,305 |
Mar12 |
110929 |
5128.50 |
5128.50 |
5128.50 |
5128.50 |
-33.50 |
168 |
942 |
+147 |
Jun12 |
110929 |
5089.50 |
5089.50 |
5089.50 |
5089.50 |
-34.00 |
5 |
468 |
-5 |
Total Volume and Open Interest |
128,580 |
623,001 |
-5,163 |
SPI 200(SFE) |
Sep11 |
110916 |
4098.0 |
4098.0 |
4098.0 |
4098.0 |
-1.0 |
0 |
32,346 |
-52,047 |
Dec11 |
110929 |
4061.0 |
4096.0 |
3972.0 |
4006.0 |
-57.0 |
43,576 |
203,932 |
-2,081 |
Mar12 |
110929 |
4050.0 |
4057.0 |
3981.0 |
3981.0 |
-58.0 |
7 |
2,274 |
-75 |
Total Volume and Open Interest |
43,734 |
209,391 |
-2,046 |
GSCI(CME) |
Oct11 |
110929 |
606.50 |
606.50 |
606.00 |
606.00 |
+4.75 |
230 |
8,904 |
-94 |
Nov11 |
110929 |
606.60 |
606.60 |
606.60 |
606.60 |
+4.60 |
2 |
5 |
+0 |
Dec11 |
110929 |
609.00 |
609.00 |
609.00 |
609.00 |
+4.00 |
0 |
10 |
+0 |
Total Volume and Open Interest |
232 |
8,919 |
-94 |
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. |
|
|