|
MRCI's End of Day Prices |
Daily Futures Price Listing Fri September 30, 2011 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Nov11 |
110930 |
1231.00 |
1238.75 |
1174.00 |
1179.00 |
-51.00 |
137,133 |
270,304 |
-9,296 |
Jan12 |
110930 |
1241.75 |
1250.25 |
1185.75 |
1189.50 |
-51.75 |
41,168 |
98,076 |
+3,950 |
Mar12 |
110930 |
1250.75 |
1259.00 |
1194.75 |
1198.25 |
-51.50 |
16,051 |
51,800 |
-383 |
May12 |
110930 |
1257.25 |
1266.00 |
1202.00 |
1204.50 |
-51.25 |
9,018 |
61,317 |
+834 |
Jul12 |
110930 |
1265.00 |
1274.00 |
1210.00 |
1212.50 |
-52.00 |
9,181 |
40,017 |
+619 |
Aug12 |
110930 |
1217.75 |
1259.50 |
1209.50 |
1209.50 |
-50.00 |
104 |
468 |
-6 |
Sep12 |
110930 |
1200.50 |
1247.50 |
1200.50 |
1200.50 |
-47.00 |
63 |
336 |
+7 |
Nov12 |
110930 |
1239.00 |
1247.50 |
1191.25 |
1194.50 |
-45.00 |
6,203 |
31,189 |
-91 |
Jan13 |
110930 |
1209.00 |
1247.50 |
1202.50 |
1202.50 |
-45.00 |
1 |
10,211 |
-1 |
Mar13 |
110930 |
1249.75 |
1254.00 |
1209.00 |
1209.00 |
-45.00 |
14 |
158 |
+0 |
May13 |
110930 |
1212.25 |
1257.25 |
1212.25 |
1212.25 |
-45.00 |
0 |
48 |
+0 |
Jul13 |
110930 |
1225.50 |
1260.50 |
1215.50 |
1215.50 |
-45.00 |
15 |
220 |
-6 |
Aug13 |
110930 |
1211.50 |
1256.50 |
1211.50 |
1211.50 |
-45.00 |
|
|
|
Sep13 |
110930 |
1195.50 |
1240.50 |
1195.50 |
1195.50 |
-45.00 |
|
|
|
Total Volume and Open Interest |
219,067 |
565,601 |
-4,311 |
Soybean Meal(CBOT) |
Oct11 |
110930 |
316.90 |
318.10 |
300.80 |
304.70 |
-12.20 |
16,875 |
6,816 |
-309 |
Dec11 |
110930 |
321.80 |
322.90 |
306.50 |
308.60 |
-12.90 |
65,512 |
102,973 |
+2,964 |
Jan12 |
110930 |
323.60 |
325.20 |
308.70 |
310.60 |
-13.30 |
7,091 |
18,034 |
+811 |
Mar12 |
110930 |
328.30 |
329.40 |
312.70 |
314.70 |
-13.60 |
5,117 |
16,824 |
+744 |
May12 |
110930 |
330.80 |
331.80 |
315.90 |
317.50 |
-13.30 |
3,244 |
14,061 |
+557 |
Jul12 |
110930 |
334.20 |
335.50 |
319.50 |
320.80 |
-13.40 |
3,349 |
11,139 |
+434 |
Aug12 |
110930 |
334.40 |
334.40 |
320.00 |
321.30 |
-13.10 |
745 |
1,853 |
+290 |
Sep12 |
110930 |
333.30 |
333.80 |
320.80 |
320.80 |
-12.10 |
641 |
2,084 |
+335 |
Oct12 |
110930 |
328.00 |
328.00 |
318.50 |
318.50 |
-9.90 |
281 |
1,672 |
+176 |
Dec12 |
110930 |
332.60 |
332.60 |
320.00 |
321.00 |
-9.40 |
1,202 |
5,455 |
+499 |
Total Volume and Open Interest |
104,164 |
181,689 |
+6,566 |
Soybean Oil(CBOT) |
Oct11 |
110930 |
51.76 |
52.07 |
49.77 |
49.95 |
-1.68 |
13,042 |
6,860 |
-2,803 |
Dec11 |
110930 |
51.96 |
52.38 |
50.05 |
50.21 |
-1.74 |
65,122 |
147,863 |
-1,651 |
Jan12 |
110930 |
52.22 |
52.60 |
50.30 |
50.48 |
-1.74 |
8,230 |
33,561 |
+602 |
Mar12 |
110930 |
52.43 |
52.82 |
50.59 |
50.71 |
-1.72 |
5,104 |
36,303 |
+847 |
May12 |
110930 |
52.49 |
52.80 |
50.66 |
50.77 |
-1.72 |
3,164 |
22,526 |
+221 |
Jul12 |
110930 |
52.61 |
52.95 |
50.76 |
50.90 |
-1.71 |
3,802 |
16,104 |
+9 |
Aug12 |
110930 |
52.55 |
52.55 |
50.80 |
50.82 |
-1.73 |
115 |
2,447 |
-8 |
Sep12 |
110930 |
52.43 |
52.43 |
50.50 |
50.70 |
-1.73 |
179 |
2,133 |
+35 |
Oct12 |
110930 |
50.32 |
50.99 |
50.30 |
50.45 |
-1.78 |
89 |
2,129 |
+10 |
Dec12 |
110930 |
51.91 |
52.23 |
49.91 |
50.31 |
-1.62 |
961 |
8,269 |
+391 |
Total Volume and Open Interest |
99,808 |
278,196 |
-2,347 |
Canola(WCE) |
Nov11 |
110930 |
537.0 |
542.5 |
522.0 |
523.8 |
-12.1 |
13,796 |
57,046 |
-16,321 |
Jan12 |
110930 |
549.2 |
552.6 |
533.0 |
534.8 |
-11.8 |
6,384 |
64,960 |
+1,738 |
Mar12 |
110930 |
555.7 |
561.1 |
542.4 |
544.0 |
-11.7 |
1,141 |
22,119 |
+38 |
May12 |
110930 |
564.8 |
566.5 |
548.1 |
549.4 |
-11.6 |
507 |
13,594 |
+279 |
Jul12 |
110930 |
569.9 |
569.9 |
554.8 |
554.8 |
-10.8 |
256 |
5,288 |
+136 |
Total Volume and Open Interest |
22,630 |
173,915 |
-13,748 |
Corn(CBOT) |
Dec11 |
110930 |
634.25 |
636.00 |
592.50 |
592.50 |
-40.00 |
163,097 |
609,115 |
-5,927 |
Mar12 |
110930 |
648.00 |
649.25 |
605.75 |
605.75 |
-40.00 |
33,407 |
235,399 |
+2,228 |
May12 |
110930 |
655.25 |
656.75 |
613.25 |
613.50 |
-39.75 |
14,876 |
68,215 |
-9 |
Jul12 |
110930 |
659.75 |
662.00 |
618.50 |
619.25 |
-39.25 |
13,636 |
99,225 |
+854 |
Sep12 |
110930 |
615.00 |
616.25 |
580.00 |
586.50 |
-25.50 |
2,215 |
22,972 |
+447 |
Dec12 |
110930 |
585.00 |
587.25 |
558.00 |
565.75 |
-17.75 |
7,062 |
108,728 |
+1,663 |
Mar13 |
110930 |
595.00 |
595.00 |
570.00 |
577.25 |
-17.25 |
243 |
28,914 |
+136 |
May13 |
110930 |
581.75 |
601.00 |
580.50 |
584.25 |
-16.75 |
67 |
910 |
+5 |
Jul13 |
110930 |
585.00 |
606.00 |
585.00 |
589.25 |
-16.75 |
51 |
1,172 |
+21 |
Sep13 |
110930 |
567.25 |
581.50 |
567.25 |
567.25 |
-14.25 |
6 |
227 |
+3 |
Total Volume and Open Interest |
234,829 |
1,187,480 |
-569 |
Wheat(CBOT) |
Dec11 |
110930 |
657.00 |
661.50 |
605.00 |
609.25 |
-45.00 |
61,683 |
221,094 |
-70 |
Mar12 |
110930 |
686.25 |
693.25 |
641.50 |
646.50 |
-39.25 |
11,397 |
84,198 |
+528 |
May12 |
110930 |
703.00 |
708.25 |
661.00 |
668.50 |
-31.50 |
3,761 |
25,745 |
+118 |
Jul12 |
110930 |
710.00 |
713.25 |
670.00 |
676.75 |
-28.25 |
4,764 |
53,855 |
-50 |
Sep12 |
110930 |
727.00 |
727.00 |
689.00 |
696.50 |
-23.75 |
439 |
3,022 |
-33 |
Dec12 |
110930 |
745.00 |
746.50 |
708.25 |
716.25 |
-25.50 |
917 |
26,545 |
+8 |
Total Volume and Open Interest |
83,042 |
417,924 |
+528 |
Wheat(KCBT) |
Dec11 |
110930 |
741.75 |
747.75 |
698.00 |
704.00 |
-36.00 |
9,289 |
83,946 |
+10 |
Mar12 |
110930 |
755.00 |
762.00 |
713.25 |
718.75 |
-35.75 |
4,083 |
38,105 |
+834 |
May12 |
110930 |
766.00 |
767.75 |
721.75 |
727.50 |
-32.75 |
657 |
5,489 |
+11 |
Jul12 |
110930 |
766.25 |
766.75 |
727.00 |
731.00 |
-28.50 |
1,544 |
27,358 |
+226 |
Sep12 |
110930 |
777.50 |
778.25 |
740.00 |
744.00 |
-26.50 |
219 |
1,786 |
+43 |
Dec12 |
110930 |
773.00 |
783.00 |
767.25 |
767.25 |
-21.25 |
10 |
1,773 |
+1 |
Total Volume and Open Interest |
15,802 |
158,737 |
+1,125 |
Wheat(MGE) |
Dec11 |
110930 |
895.50 |
923.00 |
862.50 |
892.25 |
-3.25 |
5,584 |
15,756 |
-1,481 |
Mar12 |
110930 |
853.00 |
870.25 |
819.25 |
846.50 |
-6.50 |
4,498 |
13,364 |
+510 |
May12 |
110930 |
839.25 |
851.50 |
809.50 |
835.00 |
-2.75 |
1,428 |
4,435 |
+14 |
Jul12 |
110930 |
831.25 |
840.50 |
803.25 |
824.75 |
-4.50 |
951 |
4,898 |
-29 |
Sep12 |
110930 |
805.25 |
807.00 |
786.00 |
793.75 |
-11.75 |
83 |
2,090 |
+25 |
Total Volume and Open Interest |
12,596 |
42,237 |
-990 |
Oats(CBOT) |
Dec11 |
110930 |
334.00 |
335.75 |
321.00 |
328.00 |
-5.00 |
752 |
12,629 |
+158 |
Mar12 |
110930 |
346.25 |
346.25 |
333.00 |
339.00 |
-5.00 |
220 |
2,248 |
+141 |
May12 |
110930 |
344.50 |
351.50 |
341.00 |
346.50 |
-5.00 |
25 |
179 |
+18 |
Jul12 |
110930 |
352.50 |
357.50 |
352.50 |
352.50 |
-5.00 |
1 |
6 |
+1 |
Total Volume and Open Interest |
998 |
15,100 |
+318 |
Rough Rice(CBOT) |
Nov11 |
110930 |
16.08 |
16.12 |
15.81 |
15.95 |
-0.13 |
1,591 |
11,507 |
-549 |
Jan12 |
110930 |
16.36 |
16.43 |
16.14 |
16.26 |
-0.13 |
867 |
3,872 |
+562 |
Mar12 |
110930 |
16.69 |
16.73 |
16.43 |
16.56 |
-0.13 |
232 |
1,638 |
+167 |
May12 |
110930 |
16.91 |
16.97 |
16.69 |
16.84 |
-0.13 |
38 |
258 |
+34 |
Total Volume and Open Interest |
2,731 |
17,432 |
+212 |
Live Cattle(CME) |
Oct11 |
110930 |
120.650 |
122.500 |
119.385 |
122.150 |
+1.750 |
8,127 |
39,654 |
-1,092 |
Dec11 |
110930 |
121.535 |
122.900 |
119.980 |
122.650 |
+1.400 |
22,963 |
146,953 |
-1,260 |
Feb12 |
110930 |
123.200 |
124.330 |
121.550 |
124.150 |
+0.950 |
7,052 |
66,262 |
+346 |
Apr12 |
110930 |
126.000 |
126.885 |
124.080 |
126.580 |
+0.580 |
4,029 |
48,545 |
+757 |
Jun12 |
110930 |
122.980 |
123.500 |
121.180 |
123.500 |
+0.550 |
1,784 |
19,816 |
+389 |
Aug12 |
110930 |
123.300 |
123.700 |
121.400 |
123.500 |
-0.200 |
515 |
3,623 |
+98 |
Total Volume and Open Interest |
44,563 |
326,829 |
-723 |
Feeder Cattle(CME) |
Oct11 |
110930 |
139.825 |
142.035 |
138.630 |
140.535 |
+1.135 |
2,300 |
8,330 |
-544 |
Nov11 |
110930 |
142.200 |
144.435 |
141.035 |
142.935 |
+1.035 |
2,263 |
14,813 |
+46 |
Jan12 |
110930 |
144.500 |
146.750 |
143.485 |
146.075 |
+1.875 |
671 |
7,427 |
+235 |
Mar12 |
110930 |
145.075 |
147.300 |
143.850 |
146.325 |
+1.525 |
308 |
2,718 |
+62 |
Apr12 |
110930 |
145.500 |
147.500 |
144.380 |
147.150 |
+1.800 |
213 |
736 |
+16 |
May12 |
110930 |
145.735 |
147.650 |
144.485 |
147.600 |
+2.000 |
157 |
648 |
+27 |
Aug12 |
110930 |
146.850 |
149.000 |
146.000 |
149.000 |
+2.000 |
70 |
567 |
+58 |
Total Volume and Open Interest |
5,982 |
35,239 |
-1,905 |
Lean Hogs(CME) |
Oct11 |
110930 |
91.050 |
93.385 |
90.680 |
93.385 |
+3.000 |
12,397 |
19,596 |
-2,583 |
Dec11 |
110930 |
86.550 |
88.000 |
85.500 |
87.800 |
+1.820 |
34,050 |
106,299 |
-2,639 |
Feb12 |
110930 |
89.950 |
91.650 |
88.550 |
91.580 |
+1.630 |
9,877 |
53,741 |
+1,665 |
Apr12 |
110930 |
92.750 |
93.600 |
90.450 |
93.500 |
+1.250 |
7,891 |
35,729 |
+1,997 |
May12 |
110930 |
96.930 |
97.500 |
94.850 |
97.250 |
+0.400 |
68 |
1,303 |
+11 |
Jun12 |
110930 |
99.250 |
100.000 |
96.500 |
99.800 |
+0.950 |
5,268 |
18,457 |
+946 |
Jul12 |
110930 |
97.700 |
98.500 |
95.550 |
98.400 |
+0.900 |
966 |
5,640 |
+99 |
Aug12 |
110930 |
95.600 |
96.500 |
93.400 |
96.385 |
+0.885 |
651 |
4,448 |
+214 |
Total Volume and Open Interest |
71,639 |
248,882 |
-15 |
Class III Milk(CME) |
Sep11 |
110930 |
19.07 |
19.07 |
19.07 |
19.07 |
+0.07 |
2 |
6,152 |
-16 |
Oct11 |
110930 |
17.58 |
17.66 |
17.25 |
17.44 |
-0.20 |
282 |
5,505 |
+9 |
Nov11 |
110930 |
17.02 |
17.05 |
16.35 |
16.41 |
-0.57 |
422 |
5,125 |
-26 |
Dec11 |
110930 |
16.83 |
16.88 |
16.22 |
16.35 |
-0.53 |
276 |
4,784 |
+63 |
Jan12 |
110930 |
16.75 |
16.75 |
16.14 |
16.35 |
-0.33 |
132 |
2,168 |
-1 |
Total Volume and Open Interest |
1,575 |
35,932 |
+310 |
Cocoa(ICE) |
Dec11 |
110930 |
2698 |
2698 |
2587 |
2608 |
-86 |
11,699 |
71,633 |
-724 |
Mar12 |
110930 |
2730 |
2730 |
2630 |
2648 |
-85 |
1,905 |
57,717 |
-112 |
May12 |
110930 |
2740 |
2740 |
2650 |
2663 |
-84 |
541 |
19,105 |
-1 |
Jul12 |
110930 |
2756 |
2756 |
2666 |
2679 |
-84 |
92 |
9,118 |
-13 |
Sep12 |
110930 |
2771 |
2772 |
2675 |
2693 |
-87 |
69 |
10,539 |
-7 |
Dec12 |
110930 |
2745 |
2745 |
2693 |
2710 |
-86 |
1 |
8,878 |
-1 |
Mar13 |
110930 |
2717 |
2729 |
2712 |
2729 |
-85 |
0 |
2,595 |
+0 |
Total Volume and Open Interest |
14,307 |
181,602 |
-858 |
Coffee "C"(ICE) |
Dec11 |
110930 |
230.85 |
233.60 |
228.50 |
228.90 |
-2.25 |
12,916 |
66,595 |
-1,851 |
Mar12 |
110930 |
233.95 |
236.85 |
231.80 |
232.05 |
-2.35 |
3,852 |
26,995 |
-62 |
May12 |
110930 |
235.00 |
238.15 |
233.30 |
233.60 |
-2.20 |
785 |
11,091 |
-61 |
Jul12 |
110930 |
236.50 |
237.70 |
233.75 |
234.00 |
-2.35 |
222 |
3,733 |
+69 |
Sep12 |
110930 |
236.05 |
237.00 |
233.75 |
233.90 |
-1.85 |
89 |
3,152 |
+10 |
Dec12 |
110930 |
233.50 |
235.25 |
232.15 |
232.25 |
-1.50 |
51 |
2,153 |
-9 |
Total Volume and Open Interest |
17,941 |
114,276 |
-1,897 |
Orange Juice(ICE) |
Nov11 |
110930 |
153.75 |
154.40 |
149.80 |
150.00 |
-2.25 |
835 |
15,769 |
-715 |
Jan12 |
110930 |
150.15 |
152.10 |
147.85 |
148.05 |
-1.85 |
525 |
5,072 |
+658 |
Mar12 |
110930 |
150.00 |
150.00 |
148.50 |
148.70 |
-1.25 |
90 |
2,297 |
+86 |
May12 |
110930 |
149.85 |
150.00 |
149.00 |
149.10 |
-0.90 |
53 |
819 |
+51 |
Jul12 |
110930 |
149.10 |
149.10 |
149.10 |
149.10 |
-1.10 |
1 |
293 |
+0 |
Sep12 |
110930 |
148.90 |
148.90 |
148.90 |
148.90 |
-1.10 |
0 |
47 |
+0 |
Total Volume and Open Interest |
1,504 |
24,307 |
+80 |
Sugar #11(ICE) |
Oct11 |
110930 |
26.80 |
26.97 |
26.03 |
26.34 |
-0.51 |
12,826 |
6,345 |
-4,756 |
Mar12 |
110930 |
25.81 |
25.81 |
25.05 |
25.29 |
-0.58 |
69,974 |
246,199 |
+863 |
May12 |
110930 |
25.10 |
25.17 |
24.50 |
24.60 |
-0.62 |
19,499 |
64,311 |
+1,459 |
Jul12 |
110930 |
24.51 |
24.51 |
23.70 |
23.81 |
-0.75 |
9,188 |
64,627 |
+1,662 |
Oct12 |
110930 |
24.08 |
24.08 |
23.25 |
23.36 |
-0.79 |
4,527 |
37,144 |
+1,270 |
Total Volume and Open Interest |
121,550 |
471,674 |
+2,275 |
London Cocoa(LCE) |
Dec11 |
110930 |
1746 |
1752 |
1697 |
1699 |
-46 |
5,288 |
79,029 |
+956 |
Mar12 |
110930 |
1779 |
1780 |
1727 |
1728 |
-46 |
3,901 |
49,093 |
-184 |
May12 |
110930 |
1796 |
1797 |
1746 |
1746 |
-44 |
1,464 |
15,122 |
-82 |
Jul12 |
110930 |
1810 |
1810 |
1761 |
1763 |
-44 |
1,180 |
16,561 |
+494 |
Sep12 |
110930 |
1824 |
1825 |
1775 |
1777 |
-42 |
415 |
12,236 |
+74 |
Dec12 |
110930 |
1803 |
1803 |
1794 |
1795 |
-38 |
422 |
10,028 |
+0 |
Mar13 |
110930 |
1817 |
1817 |
1810 |
1810 |
-36 |
289 |
2,337 |
-156 |
Total Volume and Open Interest |
13,459 |
184,906 |
+1,602 |
London Sugar(LCE) |
Dec11 |
110930 |
666.60 |
669.00 |
652.50 |
663.30 |
-11.40 |
3,090 |
19,415 |
+237 |
Mar12 |
110930 |
647.40 |
653.00 |
637.50 |
648.20 |
-10.50 |
2,298 |
11,330 |
+235 |
May12 |
110930 |
641.30 |
648.90 |
634.20 |
643.10 |
-10.20 |
491 |
5,142 |
+177 |
Aug12 |
110930 |
630.50 |
640.10 |
627.40 |
635.40 |
-11.20 |
250 |
3,633 |
+176 |
Oct12 |
110930 |
624.50 |
633.10 |
621.40 |
628.00 |
-13.30 |
128 |
2,083 |
-12 |
Total Volume and Open Interest |
6,286 |
42,383 |
+827 |
Cotton(ICE) |
Oct11 |
110930 |
98.70 |
99.31 |
98.70 |
98.71 |
-2.26 |
0 |
56 |
-2 |
Dec11 |
110930 |
102.40 |
103.00 |
99.55 |
100.19 |
-2.03 |
13,125 |
84,905 |
+1,202 |
Mar12 |
110930 |
99.40 |
99.79 |
96.76 |
97.42 |
-1.73 |
2,352 |
41,767 |
-109 |
May12 |
110930 |
98.29 |
98.76 |
95.93 |
96.03 |
-1.60 |
509 |
6,723 |
+26 |
Jul12 |
110930 |
97.21 |
97.21 |
95.49 |
95.54 |
-1.58 |
181 |
11,373 |
-24 |
Oct12 |
110930 |
94.74 |
94.74 |
94.74 |
94.74 |
-1.05 |
0 |
3 |
+0 |
Total Volume and Open Interest |
16,199 |
149,071 |
+1,097 |
Lumber(CME) |
Nov11 |
110930 |
221.8 |
221.9 |
211.1 |
211.1 |
-9.9 |
1,643 |
5,889 |
-89 |
Jan12 |
110930 |
240.0 |
241.2 |
230.1 |
235.0 |
-3.0 |
933 |
2,894 |
+345 |
Mar12 |
110930 |
256.0 |
256.0 |
250.0 |
250.0 |
-10.0 |
14 |
817 |
+4 |
May12 |
110930 |
269.1 |
270.0 |
262.6 |
262.6 |
-7.4 |
8 |
127 |
-4 |
Total Volume and Open Interest |
2,600 |
9,749 |
+255 |
Crude Oil(NYM) |
Nov11 |
110930 |
83.07 |
83.23 |
78.53 |
79.20 |
-2.94 |
351,345 |
291,199 |
-4,279 |
Dec11 |
110930 |
83.16 |
83.39 |
78.67 |
79.33 |
-3.01 |
108,738 |
210,986 |
+1,436 |
Jan12 |
110930 |
83.37 |
83.39 |
78.78 |
79.46 |
-3.09 |
36,248 |
123,988 |
+2,481 |
Feb12 |
110930 |
83.51 |
83.53 |
78.95 |
79.60 |
-3.15 |
15,798 |
36,324 |
+903 |
Mar12 |
110930 |
83.27 |
83.59 |
79.20 |
79.80 |
-3.18 |
11,096 |
44,080 |
+296 |
Apr12 |
110930 |
83.31 |
83.60 |
79.49 |
80.02 |
-3.19 |
5,250 |
26,862 |
+538 |
May12 |
110930 |
83.50 |
83.88 |
80.07 |
80.29 |
-3.20 |
4,525 |
25,602 |
-2 |
Jun12 |
110930 |
84.40 |
84.40 |
80.20 |
80.56 |
-3.20 |
15,695 |
76,398 |
-747 |
Jul12 |
110930 |
84.22 |
84.22 |
80.79 |
80.84 |
-3.19 |
2,103 |
35,378 |
+135 |
Aug12 |
110930 |
81.04 |
81.09 |
81.03 |
81.09 |
-3.16 |
1,967 |
16,969 |
+161 |
Sep12 |
110930 |
82.78 |
82.97 |
81.35 |
81.35 |
-3.13 |
2,415 |
18,634 |
+242 |
Oct12 |
110930 |
81.62 |
81.62 |
81.62 |
81.62 |
-3.10 |
1,196 |
20,092 |
+229 |
Nov12 |
110930 |
81.92 |
81.92 |
81.92 |
81.92 |
-3.07 |
1,223 |
20,358 |
+422 |
Dec12 |
110930 |
86.09 |
86.09 |
81.71 |
82.24 |
-3.05 |
21,263 |
152,226 |
+844 |
Jan13 |
110930 |
82.41 |
82.41 |
82.41 |
82.41 |
-3.05 |
224 |
20,339 |
-32 |
Feb13 |
110930 |
82.57 |
82.57 |
82.57 |
82.57 |
-3.04 |
90 |
9,018 |
+6 |
Total Volume and Open Interest |
591,868 |
1,385,590 |
+2,964 |
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 |
110930 |
83.000 |
83.175 |
78.525 |
79.200 |
-2.950 |
14,067 |
1,738 |
-49 |
Dec11 |
110930 |
83.175 |
83.175 |
78.725 |
79.325 |
-3.025 |
568 |
574 |
-34 |
Jan12 |
110930 |
81.850 |
81.850 |
79.075 |
79.450 |
-3.100 |
24 |
318 |
+4 |
Feb12 |
110930 |
81.700 |
81.700 |
78.975 |
79.600 |
-3.150 |
3 |
14 |
+1 |
Mar12 |
110930 |
79.800 |
79.800 |
79.800 |
79.800 |
-3.175 |
0 |
16 |
+0 |
Apr12 |
110930 |
80.025 |
80.025 |
80.025 |
80.025 |
-3.175 |
6 |
4 |
-2 |
May12 |
110930 |
80.300 |
80.300 |
80.300 |
80.300 |
-3.200 |
0 |
6 |
+0 |
Jun12 |
110930 |
81.875 |
81.875 |
80.550 |
80.550 |
-3.200 |
0 |
13 |
+0 |
Total Volume and Open Interest |
14,668 |
2,940 |
-80 |
Heating Oil(NYM) |
Oct11 |
110930 |
283.50 |
283.70 |
277.15 |
279.48 |
-2.33 |
18,591 |
7,498 |
-5,963 |
Nov11 |
110930 |
284.26 |
284.65 |
277.22 |
277.93 |
-4.73 |
53,761 |
103,021 |
+3,052 |
Dec11 |
110930 |
284.29 |
284.29 |
277.00 |
277.80 |
-4.83 |
21,991 |
62,619 |
+186 |
Jan12 |
110930 |
282.85 |
283.45 |
276.78 |
277.56 |
-4.92 |
14,260 |
37,612 |
+386 |
Feb12 |
110930 |
278.64 |
280.50 |
275.23 |
276.10 |
-5.02 |
6,689 |
19,028 |
-531 |
Mar12 |
110930 |
276.82 |
278.20 |
273.18 |
273.99 |
-5.11 |
6,557 |
20,321 |
+149 |
Apr12 |
110930 |
273.99 |
274.82 |
270.00 |
270.74 |
-5.26 |
1,059 |
8,495 |
-73 |
May12 |
110930 |
272.25 |
272.25 |
267.13 |
267.61 |
-5.43 |
885 |
6,711 |
-42 |
Jun12 |
110930 |
271.49 |
271.49 |
265.00 |
265.96 |
-5.53 |
3,826 |
32,386 |
+693 |
Jul12 |
110930 |
270.25 |
270.25 |
265.15 |
266.14 |
-5.51 |
771 |
5,101 |
-9 |
Aug12 |
110930 |
270.75 |
270.75 |
266.17 |
266.60 |
-5.50 |
275 |
3,847 |
+36 |
Sep12 |
110930 |
271.50 |
271.50 |
266.57 |
267.02 |
-5.58 |
1,025 |
3,375 |
+236 |
Total Volume and Open Interest |
130,308 |
326,686 |
-2,100 |
Gasoline(NYMEX) |
Oct11 |
110930 |
266.00 |
266.37 |
257.69 |
262.60 |
+0.68 |
19,260 |
4,106 |
-7,186 |
Nov11 |
110930 |
258.75 |
259.19 |
250.95 |
253.81 |
-2.05 |
45,920 |
81,215 |
+1,383 |
Dec11 |
110930 |
255.24 |
255.28 |
247.36 |
249.70 |
-2.88 |
21,562 |
53,099 |
+970 |
Jan12 |
110930 |
250.61 |
251.43 |
245.61 |
247.59 |
-3.44 |
9,009 |
26,833 |
-86 |
Feb12 |
110930 |
247.49 |
250.84 |
245.43 |
246.79 |
-4.07 |
4,682 |
13,519 |
+459 |
Mar12 |
110930 |
247.05 |
250.84 |
245.98 |
246.92 |
-4.46 |
4,150 |
15,273 |
-307 |
Apr12 |
110930 |
261.00 |
261.00 |
256.55 |
256.90 |
-4.94 |
3,041 |
12,770 |
+1,030 |
May12 |
110930 |
262.15 |
262.33 |
256.48 |
256.48 |
-5.14 |
2,722 |
7,802 |
+442 |
Jun12 |
110930 |
260.72 |
261.27 |
254.97 |
255.45 |
-5.25 |
2,881 |
16,801 |
+838 |
Jul12 |
110930 |
257.00 |
257.77 |
253.77 |
253.77 |
-5.34 |
225 |
3,370 |
+66 |
Total Volume and Open Interest |
113,860 |
255,868 |
-2,353 |
e-miNY RBOB Gasoline(NYM) |
Nov11 |
110930 |
253.80 |
253.81 |
253.80 |
253.80 |
-2.10 |
|
|
|
Dec11 |
110930 |
249.70 |
249.70 |
249.70 |
249.70 |
-2.90 |
|
|
|
Jan12 |
110930 |
247.60 |
247.60 |
247.59 |
247.60 |
-3.40 |
0 |
1 |
+0 |
Feb12 |
110930 |
246.80 |
246.80 |
246.79 |
246.80 |
-4.10 |
0 |
1 |
+0 |
Total Volume and Open Interest |
0 |
2 |
-1 |
Natural Gas(NYM) |
Nov11 |
110930 |
3.755 |
3.792 |
3.663 |
3.666 |
-0.081 |
160,158 |
236,383 |
-1,577 |
Dec11 |
110930 |
4.019 |
4.056 |
3.940 |
3.962 |
-0.053 |
57,183 |
79,550 |
+3,333 |
Jan12 |
110930 |
4.165 |
4.201 |
4.100 |
4.123 |
-0.039 |
43,107 |
172,665 |
+261 |
Feb12 |
110930 |
4.186 |
4.213 |
4.138 |
4.142 |
-0.039 |
15,659 |
46,340 |
+1,907 |
Mar12 |
110930 |
4.159 |
4.169 |
4.106 |
4.110 |
-0.037 |
20,536 |
55,956 |
+1,618 |
Apr12 |
110930 |
4.123 |
4.151 |
4.093 |
4.097 |
-0.037 |
21,509 |
83,759 |
-446 |
May12 |
110930 |
4.154 |
4.198 |
4.127 |
4.129 |
-0.038 |
6,330 |
22,843 |
+374 |
Jun12 |
110930 |
4.195 |
4.236 |
4.165 |
4.168 |
-0.038 |
1,258 |
13,689 |
+45 |
Jul12 |
110930 |
4.247 |
4.278 |
4.209 |
4.212 |
-0.037 |
1,640 |
11,793 |
+269 |
Aug12 |
110930 |
4.258 |
4.300 |
4.236 |
4.236 |
-0.036 |
1,349 |
10,838 |
+253 |
Sep12 |
110930 |
4.273 |
4.300 |
4.239 |
4.239 |
-0.036 |
1,512 |
8,695 |
+80 |
Oct12 |
110930 |
4.309 |
4.335 |
4.273 |
4.277 |
-0.033 |
3,886 |
45,904 |
+279 |
Nov12 |
110930 |
4.467 |
4.497 |
4.436 |
4.438 |
-0.034 |
1,527 |
9,334 |
+116 |
Dec12 |
110930 |
4.755 |
4.764 |
4.723 |
4.723 |
-0.024 |
882 |
12,912 |
+122 |
Jan13 |
110930 |
4.891 |
4.913 |
4.866 |
4.867 |
-0.022 |
1,714 |
23,765 |
+558 |
Feb13 |
110930 |
4.863 |
4.880 |
4.843 |
4.843 |
-0.021 |
199 |
3,560 |
+159 |
Total Volume and Open Interest |
341,996 |
916,446 |
+9,078 |
Brent Crude Oil(ICE) |
Nov11 |
110930 |
104.91 |
104.91 |
101.78 |
102.76 |
-1.19 |
220,409 |
145,417 |
-2,677 |
Dec11 |
110930 |
103.34 |
103.37 |
100.10 |
100.88 |
-1.60 |
160,379 |
201,868 |
+2,379 |
Jan12 |
110930 |
102.58 |
102.58 |
99.28 |
99.93 |
-1.85 |
47,249 |
59,067 |
+1,028 |
Feb12 |
110930 |
102.10 |
102.10 |
98.64 |
99.18 |
-2.12 |
20,797 |
55,727 |
+1,907 |
Mar12 |
110930 |
101.44 |
101.49 |
98.05 |
98.59 |
-2.35 |
15,780 |
65,282 |
+1,145 |
Apr12 |
110930 |
100.53 |
100.91 |
97.69 |
98.24 |
-2.49 |
7,873 |
25,566 |
+570 |
May12 |
110930 |
101.04 |
101.09 |
97.45 |
98.01 |
-2.57 |
6,620 |
15,902 |
+92 |
Jun12 |
110930 |
100.89 |
100.95 |
97.30 |
97.85 |
-2.60 |
18,818 |
56,360 |
+1,158 |
Jul12 |
110930 |
99.36 |
99.43 |
97.75 |
97.75 |
-2.58 |
2,852 |
13,982 |
+581 |
Aug12 |
110930 |
97.64 |
97.64 |
97.64 |
97.64 |
-2.56 |
1,212 |
10,646 |
+200 |
Sep12 |
110930 |
97.49 |
97.49 |
97.49 |
97.49 |
-2.54 |
1,871 |
15,458 |
+330 |
Oct12 |
110930 |
97.35 |
97.35 |
97.35 |
97.35 |
-2.51 |
749 |
7,670 |
-9 |
Nov12 |
110930 |
97.19 |
97.19 |
97.19 |
97.19 |
-2.49 |
692 |
11,618 |
+4 |
Dec12 |
110930 |
99.70 |
99.95 |
96.43 |
97.02 |
-2.48 |
28,931 |
81,249 |
-866 |
Total Volume and Open Interest |
553,794 |
898,943 |
+8,468 |
Gas Oil(ICE) |
Oct11 |
110930 |
896.25 |
898.00 |
873.00 |
883.50 |
-14.75 |
53,146 |
104,492 |
-7,958 |
Nov11 |
110930 |
893.00 |
894.00 |
868.75 |
879.50 |
-14.50 |
97,003 |
112,440 |
-2,390 |
Dec11 |
110930 |
884.75 |
886.50 |
861.75 |
872.50 |
-14.75 |
69,934 |
81,695 |
-959 |
Jan12 |
110930 |
879.25 |
880.50 |
856.00 |
866.75 |
-15.00 |
26,560 |
60,334 |
+786 |
Feb12 |
110930 |
873.50 |
873.75 |
850.25 |
861.00 |
-15.50 |
9,558 |
35,404 |
-723 |
Mar12 |
110930 |
868.75 |
868.75 |
845.75 |
856.00 |
-15.75 |
10,891 |
28,202 |
+576 |
Apr12 |
110930 |
864.75 |
864.75 |
842.25 |
852.25 |
-15.50 |
6,159 |
17,486 |
+437 |
May12 |
110930 |
861.25 |
861.25 |
839.25 |
848.75 |
-15.75 |
6,278 |
12,884 |
+159 |
Jun12 |
110930 |
859.50 |
861.00 |
836.75 |
847.00 |
-16.00 |
14,956 |
37,470 |
-2,104 |
Jul12 |
110930 |
858.25 |
858.25 |
837.75 |
847.25 |
-16.25 |
2,064 |
12,034 |
-297 |
Total Volume and Open Interest |
309,242 |
581,352 |
-13,615 |
Ethanol(CBOT) |
Sep11 |
110906 |
2.835 |
2.850 |
2.835 |
2.840 |
-0.052 |
84 |
85 |
-31 |
Oct11 |
110930 |
2.435 |
2.489 |
2.435 |
2.485 |
-0.062 |
243 |
342 |
-100 |
Nov11 |
110930 |
2.377 |
2.417 |
2.377 |
2.396 |
-0.103 |
223 |
1,393 |
+13 |
Dec11 |
110930 |
2.335 |
2.358 |
2.323 |
2.328 |
-0.112 |
219 |
1,505 |
+57 |
Jan12 |
110930 |
2.270 |
2.271 |
2.242 |
2.249 |
-0.115 |
68 |
893 |
-7 |
Feb12 |
110930 |
2.250 |
2.250 |
2.219 |
2.227 |
-0.114 |
238 |
736 |
-141 |
Mar12 |
110930 |
2.260 |
2.260 |
2.234 |
2.240 |
-0.114 |
41 |
1,062 |
+6 |
Apr12 |
110930 |
2.277 |
2.277 |
2.257 |
2.263 |
-0.110 |
25 |
769 |
+23 |
Total Volume and Open Interest |
1,390 |
9,210 |
-132 |
WTI Crude Oil(ICE) |
Nov11 |
110930 |
83.06 |
83.07 |
78.57 |
79.20 |
-2.94 |
88,059 |
59,420 |
-266 |
Dec11 |
110930 |
83.03 |
83.03 |
78.72 |
79.33 |
-3.01 |
32,892 |
92,687 |
+2,257 |
Jan12 |
110930 |
83.03 |
83.20 |
78.86 |
79.46 |
-3.09 |
13,089 |
32,020 |
+489 |
Feb12 |
110930 |
83.01 |
83.01 |
78.97 |
79.60 |
-3.15 |
5,759 |
14,736 |
-180 |
Mar12 |
110930 |
82.83 |
83.20 |
79.35 |
79.80 |
-3.18 |
2,543 |
19,018 |
-174 |
Apr12 |
110930 |
83.18 |
83.50 |
79.84 |
80.02 |
-3.19 |
1,619 |
6,275 |
+40 |
May12 |
110930 |
83.70 |
83.90 |
79.78 |
80.29 |
-3.20 |
986 |
7,830 |
-5 |
Jun12 |
110930 |
83.66 |
83.66 |
80.28 |
80.56 |
-3.20 |
4,779 |
31,888 |
+233 |
Jul12 |
110930 |
83.52 |
83.52 |
80.78 |
80.84 |
-3.19 |
435 |
7,644 |
-8 |
Aug12 |
110930 |
81.09 |
81.09 |
81.09 |
81.09 |
-3.16 |
263 |
4,399 |
-45 |
Sep12 |
110930 |
81.35 |
81.35 |
81.35 |
81.35 |
-3.13 |
332 |
8,372 |
+1 |
Oct12 |
110930 |
81.62 |
81.62 |
81.62 |
81.62 |
-3.10 |
134 |
1,714 |
+3 |
Nov12 |
110930 |
81.92 |
81.92 |
81.92 |
81.92 |
-3.07 |
115 |
2,706 |
+23 |
Dec12 |
110930 |
85.54 |
85.54 |
81.78 |
82.24 |
-3.05 |
5,774 |
47,449 |
+567 |
Jan13 |
110930 |
82.41 |
82.41 |
82.41 |
82.41 |
-3.05 |
0 |
2,054 |
+0 |
Feb13 |
110930 |
82.57 |
82.57 |
82.57 |
82.57 |
-3.04 |
0 |
588 |
+0 |
Total Volume and Open Interest |
159,796 |
421,077 |
+3,323 |
US Dollar Index(ICE) |
Dec11 |
110930 |
78.455 |
79.315 |
78.370 |
79.075 |
+0.472 |
26,107 |
72,082 |
+1,333 |
Mar12 |
110930 |
79.650 |
79.650 |
79.555 |
79.555 |
+0.473 |
6 |
520 |
+2 |
Jun12 |
110930 |
80.015 |
80.015 |
80.015 |
80.015 |
+0.472 |
0 |
2 |
+0 |
Total Volume and Open Interest |
26,113 |
72,604 |
+1,335 |
Australian Dollar(CME) |
Dec11 |
110930 |
96.81 |
97.19 |
95.69 |
96.11 |
-0.22 |
143,464 |
88,162 |
-799 |
Mar12 |
110930 |
95.70 |
95.82 |
94.93 |
95.22 |
-0.22 |
23 |
136 |
+4 |
Jun12 |
110930 |
94.45 |
94.67 |
94.45 |
94.45 |
-0.22 |
0 |
21 |
+0 |
Total Volume and Open Interest |
143,487 |
88,452 |
-795 |
British Pound(CME) |
Dec11 |
110930 |
155.95 |
156.56 |
155.21 |
156.09 |
+0.30 |
114,825 |
154,755 |
-2,716 |
Mar12 |
110930 |
155.96 |
155.97 |
155.61 |
155.97 |
+0.29 |
10 |
91 |
+0 |
Jun12 |
110930 |
155.87 |
155.87 |
155.58 |
155.87 |
+0.29 |
0 |
3 |
+0 |
Total Volume and Open Interest |
114,835 |
154,853 |
-2,716 |
Canadian Dollar(CME) |
Dec11 |
110930 |
96.27 |
96.41 |
95.04 |
95.61 |
-0.48 |
118,036 |
83,858 |
+2,003 |
Mar12 |
110930 |
95.84 |
96.11 |
94.93 |
95.50 |
-0.48 |
445 |
4,082 |
+78 |
Jun12 |
110930 |
95.10 |
95.98 |
95.10 |
95.44 |
-0.48 |
31 |
925 |
+11 |
Sep12 |
110930 |
95.36 |
95.84 |
95.36 |
95.36 |
-0.48 |
39 |
418 |
+22 |
Total Volume and Open Interest |
118,586 |
89,389 |
+2,137 |
Japanese Yen(CME) |
Dec11 |
110930 |
130.31 |
130.88 |
129.65 |
129.87 |
-0.62 |
88,094 |
124,072 |
-50 |
Mar12 |
110930 |
130.57 |
130.80 |
129.99 |
130.08 |
-0.60 |
8 |
302 |
+0 |
Jun12 |
110930 |
131.44 |
131.44 |
130.31 |
130.31 |
-0.60 |
0 |
19 |
+0 |
Total Volume and Open Interest |
88,102 |
124,397 |
-50 |
Swiss Franc(CME) |
Dec11 |
110930 |
111.57 |
111.70 |
110.22 |
110.61 |
-0.81 |
18,259 |
21,710 |
-507 |
Mar12 |
110930 |
110.87 |
111.67 |
110.60 |
110.86 |
-0.81 |
1 |
628 |
-1 |
Jun12 |
110930 |
111.14 |
111.96 |
111.14 |
111.14 |
-0.82 |
0 |
4 |
+0 |
Total Volume and Open Interest |
18,260 |
22,348 |
-508 |
EuroFX(CME) |
Dec11 |
110930 |
135.80 |
135.96 |
133.80 |
134.15 |
-1.41 |
279,130 |
217,637 |
+688 |
Mar12 |
110930 |
135.31 |
135.56 |
133.97 |
134.16 |
-1.40 |
50 |
1,315 |
+7 |
Jun12 |
110930 |
134.80 |
135.53 |
134.15 |
134.15 |
-1.38 |
3 |
830 |
+0 |
Total Volume and Open Interest |
279,183 |
219,818 |
+695 |
Mexican Peso(CME) |
Oct11 |
110930 |
719.8 |
729.2 |
719.8 |
719.8 |
-9.5 |
|
|
|
Nov11 |
110930 |
717.8 |
727.5 |
717.8 |
717.8 |
-9.8 |
|
|
|
Total Volume and Open Interest |
35,459 |
82,883 |
-458 |
Brazilian Real(CME) |
Oct11 |
110930 |
538.15 |
539.05 |
538.15 |
538.15 |
-0.90 |
|
|
|
Nov11 |
110930 |
525.25 |
536.25 |
525.25 |
525.25 |
-11.00 |
0 |
1,500 |
+0 |
Dec11 |
110930 |
532.10 |
534.80 |
522.00 |
522.50 |
-11.00 |
96 |
5,496 |
+15 |
Jan12 |
110930 |
519.75 |
530.75 |
519.75 |
519.75 |
-11.00 |
3,380 |
10,149 |
-845 |
Total Volume and Open Interest |
3,476 |
32,466 |
-830 |
30-Year T-Bonds(CBOT) |
Dec11 |
110930 |
141~050 |
143~060 |
141~040 |
142~200 |
+0~170 |
311,132 |
642,134 |
+3,364 |
Mar12 |
110930 |
141~010 |
142~180 |
141~010 |
142~040 |
+0~180 |
78 |
807 |
+22 |
Jun12 |
110930 |
141~150 |
141~150 |
140~290 |
141~150 |
+0~180 |
|
|
|
Total Volume and Open Interest |
311,210 |
642,941 |
+3,386 |
10-Year T-Notes(CBOT) |
Dec11 |
110930 |
129~200 |
130~145 |
129~200 |
130~030 |
+0~035 |
1,159,893 |
1,529,079 |
+12,535 |
Mar12 |
110930 |
129~160 |
129~160 |
129~075 |
129~125 |
+0~050 |
53 |
8,493 |
+1 |
Jun12 |
110930 |
128~125 |
128~125 |
128~075 |
128~125 |
+0~050 |
|
|
|
Total Volume and Open Interest |
1,159,946 |
1,537,572 |
+12,536 |
5-Year T-Notes(CBOT) |
Sep11 |
110930 |
123~051 |
123~059 |
123~043 |
123~046 |
-0~001 |
4,884 |
18,360 |
-2,937 |
Dec11 |
110930 |
122~047 |
122~089 |
122~045 |
122~062 |
-0~003 |
549,178 |
1,252,677 |
-13,833 |
Mar12 |
110930 |
121~118 |
121~121 |
121~118 |
121~118 |
-0~003 |
121 |
0 |
+0 |
Total Volume and Open Interest |
554,183 |
1,271,037 |
-16,770 |
2 Year T-Notes(CBOT) |
Sep11 |
110930 |
110~025 |
110~033 |
110~019 |
110~021 |
unch |
420 |
10,880 |
-13 |
Dec11 |
110930 |
110~013 |
110~017 |
110~011 |
110~013 |
unch |
93,095 |
747,550 |
-7,817 |
Mar12 |
110930 |
110~008 |
110~008 |
110~008 |
110~008 |
unch |
0 |
159 |
+0 |
Total Volume and Open Interest |
93,515 |
758,589 |
-7,830 |
Eurodollars(CME) |
Dec11 |
110930 |
99.490 |
99.495 |
99.465 |
99.470 |
-0.010 |
129,117 |
1,088,739 |
+11,518 |
Mar12 |
110930 |
99.435 |
99.440 |
99.400 |
99.410 |
-0.015 |
131,588 |
1,028,249 |
+5,067 |
Jun12 |
110930 |
99.430 |
99.440 |
99.400 |
99.410 |
-0.020 |
138,279 |
1,088,279 |
-5,385 |
Sep12 |
110930 |
99.445 |
99.450 |
99.405 |
99.420 |
-0.020 |
108,365 |
761,402 |
+12,115 |
Dec12 |
110930 |
99.435 |
99.445 |
99.405 |
99.415 |
-0.020 |
112,711 |
742,129 |
+4,367 |
Mar13 |
110930 |
99.415 |
99.430 |
99.390 |
99.400 |
-0.020 |
126,737 |
753,705 |
+22,645 |
Jun13 |
110930 |
99.340 |
99.360 |
99.315 |
99.330 |
-0.015 |
107,714 |
524,465 |
-2,413 |
Sep13 |
110930 |
99.220 |
99.255 |
99.210 |
99.220 |
-0.015 |
98,390 |
478,052 |
-4,368 |
Dec13 |
110930 |
99.050 |
99.105 |
99.045 |
99.055 |
-0.015 |
80,581 |
400,917 |
+1,227 |
Mar14 |
110930 |
98.880 |
98.950 |
98.880 |
98.895 |
-0.010 |
67,402 |
275,012 |
-938 |
Jun14 |
110930 |
98.695 |
98.775 |
98.685 |
98.715 |
-0.005 |
70,270 |
259,724 |
-5,031 |
Sep14 |
110930 |
98.490 |
98.590 |
98.485 |
98.525 |
unch |
50,985 |
167,477 |
+2,503 |
Dec14 |
110930 |
98.300 |
98.405 |
98.295 |
98.340 |
+0.005 |
28,591 |
162,273 |
-2,683 |
Mar15 |
110930 |
98.120 |
98.235 |
98.115 |
98.170 |
+0.010 |
22,364 |
112,064 |
-1,224 |
Jun15 |
110930 |
6.185 |
6.320 |
6.185 |
6.255 |
+0.015 |
21,238 |
96,106 |
-3,088 |
Sep15 |
110930 |
6.025 |
6.160 |
6.025 |
6.095 |
+0.020 |
16,402 |
76,909 |
+521 |
Dec15 |
110930 |
5.860 |
6.000 |
5.860 |
5.935 |
+0.020 |
11,018 |
60,379 |
+418 |
Mar16 |
110930 |
5.740 |
5.875 |
5.740 |
5.810 |
+0.020 |
9,067 |
51,020 |
-49 |
Total Volume and Open Interest |
1,367,492 |
8,391,371 |
+36,356 |
30 Day Federal Funds(CBOT) |
Sep11 |
110930 |
99.915 |
99.915 |
99.915 |
99.915 |
unch |
873 |
49,323 |
-685 |
Oct11 |
110930 |
99.910 |
99.915 |
99.910 |
99.910 |
unch |
6,685 |
59,994 |
-449 |
Nov11 |
110930 |
99.915 |
99.920 |
99.910 |
99.915 |
unch |
3,446 |
63,063 |
-83 |
Dec11 |
110930 |
99.915 |
99.920 |
99.910 |
99.915 |
unch |
2,623 |
63,474 |
-158 |
Jan12 |
110930 |
99.910 |
99.910 |
99.900 |
99.905 |
-0.005 |
4,125 |
51,820 |
-867 |
Feb12 |
110930 |
99.895 |
99.900 |
99.885 |
99.895 |
-0.005 |
4,685 |
46,793 |
-946 |
Total Volume and Open Interest |
42,730 |
686,361 |
-1,643 |
30 Day Fed Funds(e-CBOT) |
3-Mth Euro-Yen(CME) |
Dec11 |
110930 |
99.690 |
99.690 |
99.690 |
99.690 |
+0.003 |
0 |
281 |
+0 |
Mar12 |
110930 |
99.690 |
99.690 |
99.690 |
99.690 |
unch |
0 |
300 |
+0 |
Jun12 |
110930 |
99.695 |
99.695 |
99.695 |
99.695 |
unch |
|
|
|
Sep12 |
110930 |
99.692 |
99.692 |
99.692 |
99.692 |
unch |
|
|
|
Dec12 |
110930 |
99.755 |
99.755 |
99.755 |
99.755 |
unch |
|
|
|
Mar13 |
110930 |
99.755 |
99.755 |
99.755 |
99.755 |
unch |
|
|
|
Jun13 |
110930 |
99.710 |
99.710 |
99.710 |
99.710 |
unch |
|
|
|
Sep13 |
110930 |
99.570 |
99.570 |
99.570 |
99.570 |
unch |
|
|
|
Dec13 |
110930 |
99.430 |
99.430 |
99.430 |
99.430 |
unch |
|
|
|
Mar14 |
110930 |
99.290 |
99.290 |
99.290 |
99.290 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
581 |
+0 |
3-Mth Euro-Yen(SGX) |
Dec11 |
110930 |
99.69 |
99.69 |
99.69 |
99.69 |
unch |
0 |
2,382 |
+0 |
Mar12 |
110930 |
99.69 |
99.69 |
99.69 |
99.69 |
unch |
0 |
2,438 |
+0 |
Jun12 |
110930 |
99.69 |
99.69 |
99.69 |
99.69 |
unch |
0 |
1,470 |
+0 |
Sep12 |
110930 |
99.69 |
99.69 |
99.69 |
99.69 |
unch |
0 |
411 |
+0 |
Dec12 |
110930 |
99.75 |
99.75 |
99.75 |
99.75 |
unch |
0 |
51 |
+0 |
Mar13 |
110930 |
99.75 |
99.75 |
99.75 |
99.75 |
unch |
0 |
1 |
+0 |
Jun13 |
110930 |
99.71 |
99.71 |
99.71 |
99.71 |
unch |
|
|
|
Sep13 |
110930 |
99.57 |
99.57 |
99.57 |
99.57 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
6,755 |
+0 |
Japanese Gov't Bonds(SGX) |
Dec11 |
110930 |
142.45 |
142.50 |
142.15 |
142.24 |
-0.24 |
1,889 |
23,974 |
-741 |
Mar12 |
110930 |
141.50 |
141.50 |
141.50 |
141.50 |
-0.20 |
0 |
4 |
+0 |
Jun12 |
110930 |
139.41 |
139.41 |
139.41 |
139.41 |
-0.20 |
|
|
|
Total Volume and Open Interest |
1,889 |
23,978 |
-741 |
Euro-Bund(EUREX) |
Dec11 |
110930 |
135.65 |
136.80 |
135.48 |
136.49 |
+1.24 |
784,527 |
858,549 |
+6,197 |
Mar12 |
110930 |
136.26 |
137.24 |
135.99 |
136.94 |
+1.32 |
18 |
456 |
+8 |
Jun12 |
110930 |
136.79 |
136.79 |
136.79 |
136.79 |
+1.24 |
|
|
|
Total Volume and Open Interest |
784,545 |
859,005 |
+6,205 |
Euro-Bobl(EUREX) |
Dec11 |
110930 |
121.75 |
122.31 |
121.63 |
122.13 |
+0.54 |
452,226 |
672,769 |
-9,006 |
Mar12 |
110930 |
122.37 |
122.46 |
122.37 |
122.46 |
+0.60 |
2,500 |
11,944 |
+2,500 |
Jun12 |
110930 |
122.28 |
122.28 |
122.28 |
122.28 |
+0.54 |
|
|
|
Total Volume and Open Interest |
454,726 |
684,713 |
-6,506 |
3-Mth Euribor(EUREX) |
Sep11 |
110919 |
98.465 |
98.465 |
98.465 |
98.465 |
unch |
9 |
1,722 |
-5 |
Dec11 |
110930 |
98.755 |
98.755 |
98.735 |
98.745 |
+0.020 |
2 |
1,866 |
+0 |
Mar12 |
110930 |
98.850 |
98.850 |
98.825 |
98.850 |
+0.040 |
11 |
2,431 |
+11 |
Total Volume and Open Interest |
37 |
9,008 |
+11 |
Long Gilt(LIFFE) |
Dec11 |
110930 |
129~11 |
130~04 |
128~31 |
129~32 |
+1~05 |
130,329 |
335,655 |
-4,622 |
Mar12 |
110930 |
130~06 |
130~06 |
130~06 |
130~06 |
+1~05 |
|
|
|
Total Volume and Open Interest |
130,329 |
335,655 |
-4,622 |
3-Mth Short Sterling(LIFFE) |
Dec11 |
110930 |
98.99 |
99.00 |
98.95 |
98.97 |
-0.04 |
42,170 |
380,655 |
-3,064 |
Mar12 |
110930 |
99.07 |
99.08 |
98.99 |
99.02 |
-0.06 |
50,447 |
415,579 |
-18,024 |
Jun12 |
110930 |
99.09 |
99.10 |
99.01 |
99.04 |
-0.06 |
57,523 |
236,607 |
-8,715 |
Sep12 |
110930 |
99.10 |
99.11 |
99.01 |
99.04 |
-0.06 |
42,702 |
251,662 |
-9,399 |
Dec12 |
110930 |
99.06 |
99.06 |
98.98 |
99.01 |
-0.04 |
39,374 |
251,617 |
-7,608 |
Mar13 |
110930 |
99.01 |
99.02 |
98.93 |
98.98 |
-0.02 |
34,292 |
171,652 |
-8,311 |
Total Volume and Open Interest |
316,598 |
2,101,892 |
-49,207 |
3-Mth Euribor(LIFFE) |
Dec11 |
110930 |
98.745 |
98.765 |
98.715 |
98.750 |
+0.025 |
151,212 |
767,503 |
-1,326 |
Mar12 |
110930 |
98.840 |
98.865 |
98.810 |
98.855 |
+0.045 |
114,944 |
512,886 |
-7,982 |
Jun12 |
110930 |
98.860 |
98.900 |
98.830 |
98.890 |
+0.055 |
103,364 |
349,247 |
-4,125 |
Total Volume and Open Interest |
789,284 |
3,281,279 |
-13,356 |
3-Mth Aus T-Bills(SFE) |
Dec11 |
110930 |
95.70 |
95.73 |
95.65 |
95.71 |
unch |
18,032 |
222,772 |
-2,662 |
Mar12 |
110930 |
96.15 |
96.18 |
96.10 |
96.14 |
-0.01 |
10,611 |
187,173 |
-1,649 |
Jun12 |
110930 |
96.20 |
96.23 |
96.15 |
96.19 |
-0.02 |
5,096 |
114,350 |
-222 |
Sep12 |
110930 |
96.15 |
96.17 |
96.11 |
96.15 |
-0.01 |
2,546 |
78,175 |
+13 |
Dec12 |
110930 |
96.07 |
96.09 |
96.03 |
96.08 |
unch |
1,540 |
43,269 |
-473 |
Mar13 |
110930 |
96.01 |
96.01 |
95.94 |
96.00 |
unch |
1,047 |
43,676 |
-257 |
Jun13 |
110930 |
95.88 |
95.91 |
95.84 |
95.91 |
+0.02 |
639 |
27,085 |
-31 |
Sep13 |
110930 |
95.78 |
95.81 |
95.75 |
95.81 |
+0.01 |
356 |
10,114 |
+226 |
Dec13 |
110930 |
95.60 |
95.68 |
95.60 |
95.68 |
+0.01 |
112 |
2,469 |
+112 |
Mar14 |
110930 |
95.50 |
95.55 |
95.50 |
95.55 |
+0.02 |
5 |
406 |
+5 |
Total Volume and Open Interest |
39,984 |
729,555 |
-4,938 |
10-Year Aus T-Bonds(SFE) |
Dec11 |
110930 |
95.73 |
95.77 |
95.67 |
95.77 |
+0.05 |
38,983 |
357,966 |
+2,633 |
Mar12 |
110930 |
95.77 |
95.77 |
95.77 |
95.77 |
+0.05 |
|
|
|
Total Volume and Open Interest |
38,983 |
357,966 |
+2,633 |
3-Year Aus T-Bonds(SFE) |
Dec11 |
110930 |
96.37 |
96.41 |
96.30 |
96.39 |
+0.02 |
132,610 |
495,584 |
+18,001 |
Mar12 |
110930 |
96.39 |
96.39 |
96.39 |
96.39 |
+0.02 |
|
|
|
Total Volume and Open Interest |
132,610 |
495,584 |
+18,001 |
Gold(CMX) |
Oct11 |
110930 |
1620.8 |
1639.4 |
1609.4 |
1620.4 |
+4.9 |
7,181 |
6,533 |
-3,699 |
Dec11 |
110930 |
1618.3 |
1642.5 |
1607.8 |
1622.3 |
+5.0 |
193,524 |
283,105 |
-4,557 |
Feb12 |
110930 |
1622.2 |
1644.1 |
1611.2 |
1624.2 |
+5.0 |
2,757 |
42,806 |
+112 |
Apr12 |
110930 |
1627.0 |
1645.2 |
1612.4 |
1625.6 |
+4.9 |
639 |
10,623 |
-63 |
Jun12 |
110930 |
1631.7 |
1645.8 |
1619.9 |
1627.2 |
+4.9 |
578 |
16,929 |
+12 |
Aug12 |
110930 |
1633.4 |
1640.5 |
1625.5 |
1629.1 |
+4.9 |
223 |
6,970 |
+91 |
Oct12 |
110930 |
1645.0 |
1647.0 |
1620.0 |
1631.0 |
+4.9 |
40 |
4,392 |
+21 |
Dec12 |
110930 |
1628.0 |
1651.0 |
1626.1 |
1633.2 |
+4.9 |
404 |
15,258 |
+280 |
Feb13 |
110930 |
1640.0 |
1640.0 |
1635.3 |
1635.3 |
+5.0 |
25 |
3,390 |
+0 |
Apr13 |
110930 |
1637.8 |
1637.8 |
1637.8 |
1637.8 |
+5.1 |
0 |
328 |
+0 |
Jun13 |
110930 |
1640.7 |
1640.7 |
1640.7 |
1640.7 |
+5.3 |
0 |
12,968 |
+0 |
Aug13 |
110930 |
1643.9 |
1643.9 |
1643.9 |
1643.9 |
+5.4 |
|
|
|
Total Volume and Open Interest |
205,962 |
445,479 |
|
Silver(CMX) |
Dec11 |
110930 |
3060.5 |
3133.5 |
2966.0 |
3008.3 |
-43.9 |
51,467 |
62,193 |
+1,346 |
Mar12 |
110930 |
3070.5 |
3119.5 |
2980.0 |
3012.4 |
-43.7 |
4,126 |
9,800 |
-54 |
May12 |
110930 |
3012.0 |
3022.0 |
3012.0 |
3013.9 |
-43.7 |
537 |
2,698 |
-27 |
Jul12 |
110930 |
3050.5 |
3050.5 |
3014.6 |
3014.6 |
-43.7 |
644 |
2,225 |
-97 |
Sep12 |
110930 |
3003.0 |
3040.0 |
2982.5 |
3012.8 |
-43.4 |
326 |
768 |
+53 |
Dec12 |
110930 |
3108.0 |
3108.0 |
2984.5 |
3010.3 |
-43.2 |
294 |
9,829 |
-395 |
Mar13 |
110930 |
3003.3 |
3003.3 |
3003.3 |
3003.3 |
-43.2 |
2 |
751 |
+0 |
Total Volume and Open Interest |
57,627 |
101,396 |
+818 |
Platinum(NYMEX) |
Oct11 |
110930 |
1522.5 |
1540.8 |
1500.1 |
1519.4 |
-8.9 |
4,448 |
1,120 |
-2,233 |
Jan12 |
110930 |
1527.9 |
1548.5 |
1505.1 |
1523.6 |
-9.3 |
10,269 |
32,793 |
+1,407 |
Apr12 |
110930 |
1549.3 |
1549.3 |
1510.9 |
1527.9 |
-9.9 |
235 |
2,590 |
+56 |
Jul12 |
110930 |
1528.0 |
1529.7 |
1528.0 |
1529.7 |
-9.9 |
1 |
32 |
-1 |
Total Volume and Open Interest |
14,953 |
36,576 |
-771 |
Palladium(NYMEX) |
Dec11 |
110930 |
621.45 |
636.25 |
608.00 |
614.55 |
-9.05 |
3,042 |
18,618 |
+147 |
Mar12 |
110930 |
620.50 |
620.50 |
613.25 |
615.50 |
-9.10 |
5 |
274 |
+4 |
Jun12 |
110930 |
616.80 |
616.80 |
616.80 |
616.80 |
-9.10 |
0 |
4 |
+0 |
Total Volume and Open Interest |
3,051 |
18,900 |
+148 |
Copper(CMX) |
Dec11 |
110930 |
323.00 |
331.80 |
310.60 |
315.20 |
-9.40 |
71,706 |
72,965 |
-1,298 |
Mar12 |
110930 |
326.95 |
333.30 |
313.60 |
317.30 |
-9.30 |
1,943 |
27,357 |
+206 |
May12 |
110930 |
332.50 |
332.50 |
316.70 |
318.50 |
-9.35 |
645 |
8,070 |
+237 |
Jul12 |
110930 |
333.30 |
333.30 |
315.00 |
319.45 |
-9.20 |
188 |
1,730 |
+4 |
Sep12 |
110930 |
333.95 |
333.95 |
317.55 |
320.15 |
-9.20 |
22 |
882 |
-10 |
Total Volume and Open Interest |
76,094 |
118,407 |
-695 |
DJIA Index(CBOT) |
Dec11 |
110930 |
11122 |
11122 |
10825 |
10841 |
-258 |
2,295 |
12,212 |
-2,025 |
Mar12 |
110930 |
10762 |
11019 |
10762 |
10762 |
-257 |
0 |
21 |
+0 |
Jun12 |
110930 |
10692 |
10949 |
10692 |
10692 |
-257 |
|
|
|
Sep12 |
110930 |
10629 |
10886 |
10629 |
10629 |
-257 |
|
|
|
Total Volume and Open Interest |
2,295 |
12,233 |
-2,025 |
E-mini DJIA Index(CBOT) |
Sep11 |
110916 |
11435 |
11500 |
11400 |
11500 |
+48 |
20,642 |
38,821 |
-3,676 |
Dec11 |
110930 |
11107 |
11126 |
10800 |
10841 |
-258 |
155,434 |
78,142 |
+4,431 |
Mar12 |
110930 |
10870 |
10880 |
10717 |
10762 |
-257 |
64 |
146 |
+4 |
Jun12 |
110930 |
10692 |
10692 |
10692 |
10692 |
-257 |
|
|
|
Total Volume and Open Interest |
155,498 |
78,298 |
+4,435 |
S & P 500(CME) |
Dec11 |
110930 |
1157.10 |
1159.60 |
1121.50 |
1126.00 |
-30.30 |
17,528 |
277,544 |
-3,433 |
Mar12 |
110930 |
1137.00 |
1137.90 |
1116.00 |
1119.60 |
-30.30 |
305 |
3,210 |
+200 |
Jun12 |
110930 |
1114.50 |
1114.50 |
1111.80 |
1114.50 |
-30.30 |
301 |
618 |
+60 |
Sep12 |
110930 |
1108.50 |
1108.50 |
1105.80 |
1108.50 |
-30.30 |
|
|
|
Total Volume and Open Interest |
18,134 |
281,472 |
-3,173 |
S & P 500 E-Mini(Globex) |
Dec11 |
110930 |
1157.25 |
1159.75 |
1121.50 |
1126.00 |
-30.25 |
2,975,702 |
2,956,018 |
-20,138 |
Mar12 |
110930 |
1150.50 |
1152.75 |
1115.25 |
1119.50 |
-30.50 |
1,243 |
2,644 |
+96 |
Total Volume and Open Interest |
2,976,953 |
2,958,773 |
-20,041 |
NASDAQ 100(CME) |
Dec11 |
110930 |
2195.00 |
2198.30 |
2122.00 |
2134.50 |
-55.00 |
4,798 |
15,097 |
+1,480 |
Mar12 |
110930 |
2130.80 |
2130.80 |
2123.00 |
2130.80 |
-55.00 |
|
|
|
Jun12 |
110930 |
2127.80 |
2127.80 |
2122.80 |
2127.80 |
-55.00 |
|
|
|
Total Volume and Open Interest |
4,798 |
15,097 |
+1,480 |
NASDAQ 100 E-Mini(Globex) |
Dec11 |
110930 |
2193.00 |
2198.50 |
2122.30 |
2134.50 |
-55.00 |
405,111 |
311,159 |
-2,551 |
Mar12 |
110930 |
2174.00 |
2176.30 |
2118.00 |
2130.80 |
-55.00 |
249 |
263 |
+0 |
Total Volume and Open Interest |
405,360 |
311,430 |
-2,551 |
S & P Midcap 400(CME) |
Dec11 |
110930 |
789.00 |
789.00 |
775.00 |
778.90 |
-22.00 |
109 |
2,229 |
+0 |
Mar12 |
110930 |
776.90 |
776.90 |
776.90 |
776.90 |
-22.00 |
|
|
|
Jun12 |
110930 |
774.90 |
774.90 |
774.90 |
774.90 |
-22.00 |
|
|
|
Total Volume and Open Interest |
109 |
2,229 |
+0 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Dec11 |
110930 |
8730 |
8765 |
8570 |
8575 |
-160 |
7,061 |
25,760 |
+66 |
Mar12 |
110930 |
8575 |
8575 |
8575 |
8575 |
-160 |
6 |
8 |
+3 |
Total Volume and Open Interest |
7,067 |
25,768 |
+69 |
Nikkei 225(SGX) |
Dec11 |
110930 |
8695 |
8775 |
8655 |
8675 |
-15 |
133,472 |
182,208 |
+257 |
Mar12 |
110930 |
8720 |
8720 |
8650 |
8665 |
-15 |
39 |
1,177 |
+30 |
Jun12 |
110930 |
8590 |
8590 |
8590 |
8590 |
-15 |
0 |
18 |
+0 |
Total Volume and Open Interest |
133,671 |
196,082 |
+294 |
CAC 40(EURONEXT) |
Oct11 |
110930 |
3016.0 |
3023.5 |
2947.5 |
2982.5 |
-47.0 |
119,089 |
279,737 |
-15,848 |
Nov11 |
110930 |
3008.0 |
3008.0 |
2951.0 |
2976.5 |
-47.0 |
2,173 |
3,854 |
+1,793 |
Dec11 |
110930 |
3007.5 |
3014.0 |
2942.5 |
2974.5 |
-46.5 |
582 |
28,728 |
+182 |
Total Volume and Open Interest |
121,844 |
312,323 |
-13,873 |
Hang Seng Index(HKFE) |
Sep11 |
110928 |
17870 |
18073 |
17819 |
17954 |
-109 |
143,237 |
78,875 |
-18,739 |
Oct11 |
110930 |
17942 |
17942 |
17410 |
17420 |
-521 |
73,070 |
91,581 |
+29,496 |
Nov11 |
110930 |
17853 |
17885 |
17388 |
17388 |
|
|
|
|
DAX(EUREX) |
Sep11 |
110916 |
5572.5 |
5636.5 |
5529.0 |
5575.5 |
+76.0 |
270,393 |
71,329 |
-28,630 |
Dec11 |
110930 |
5630.0 |
5637.5 |
5427.0 |
5471.0 |
-176.5 |
172,817 |
169,294 |
+956 |
Mar12 |
110930 |
5625.0 |
5627.0 |
5445.0 |
5482.5 |
-176.5 |
273 |
5,335 |
+26 |
Total Volume and Open Interest |
173,107 |
174,825 |
+986 |
FT-SE 100(EURONEXT) |
Dec11 |
110930 |
5163.50 |
5180.00 |
5005.00 |
5090.50 |
-73.00 |
118,655 |
624,457 |
+2,866 |
Mar12 |
110930 |
5046.50 |
5055.50 |
5009.00 |
5055.50 |
-73.00 |
0 |
942 |
+0 |
Jun12 |
110930 |
5043.00 |
5043.00 |
4985.00 |
5016.50 |
-73.00 |
0 |
468 |
+0 |
Total Volume and Open Interest |
118,655 |
625,867 |
+2,866 |
SPI 200(SFE) |
Sep11 |
110916 |
4098.0 |
4098.0 |
4098.0 |
4098.0 |
-1.0 |
0 |
32,346 |
-52,047 |
Dec11 |
110930 |
4012.0 |
4059.0 |
3962.0 |
4000.0 |
-6.0 |
47,859 |
211,659 |
+7,727 |
Mar12 |
110930 |
3961.0 |
3980.0 |
3961.0 |
3975.0 |
-6.0 |
43 |
2,292 |
+18 |
Total Volume and Open Interest |
48,253 |
217,154 |
+7,763 |
GSCI(CME) |
Oct11 |
110930 |
598.00 |
598.75 |
591.00 |
591.00 |
-15.00 |
166 |
9,004 |
+100 |
Nov11 |
110930 |
599.00 |
599.75 |
591.25 |
591.25 |
-15.35 |
2 |
5 |
+0 |
Dec11 |
110930 |
593.50 |
593.50 |
593.00 |
593.50 |
-15.50 |
0 |
10 |
+0 |
Total Volume and Open Interest |
168 |
9,019 |
+100 |
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. |
|
|