|
MRCI's End of Day Prices |
Daily Futures Price Listing Tue October 18, 2011 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Nov11 |
111018 |
1253.00 |
1253.00 |
1226.50 |
1250.75 |
-2.25 |
111,271 |
176,299 |
-3,647 |
Jan12 |
111018 |
1260.00 |
1260.00 |
1233.75 |
1256.25 |
-4.25 |
36,173 |
170,623 |
+5,079 |
Mar12 |
111018 |
1266.75 |
1266.75 |
1240.50 |
1262.50 |
-5.25 |
17,743 |
72,088 |
+1,759 |
May12 |
111018 |
1269.25 |
1270.00 |
1243.25 |
1266.50 |
-4.50 |
10,658 |
63,210 |
+101 |
Jul12 |
111018 |
1276.25 |
1276.25 |
1251.00 |
1273.00 |
-4.75 |
9,189 |
43,562 |
+188 |
Aug12 |
111018 |
1263.25 |
1267.25 |
1263.25 |
1263.25 |
-4.00 |
30 |
513 |
+4 |
Sep12 |
111018 |
1245.00 |
1249.00 |
1236.00 |
1246.00 |
-3.00 |
38 |
362 |
-5 |
Nov12 |
111018 |
1232.00 |
1233.25 |
1207.00 |
1232.50 |
-0.50 |
4,190 |
44,901 |
+186 |
Jan13 |
111018 |
1226.00 |
1240.50 |
1226.00 |
1240.50 |
-0.50 |
0 |
10,233 |
+0 |
Mar13 |
111018 |
1234.50 |
1246.50 |
1234.50 |
1246.00 |
-0.50 |
1 |
162 |
+1 |
May13 |
111018 |
1246.50 |
1247.00 |
1246.50 |
1246.50 |
-0.50 |
6 |
74 |
-2 |
Jul13 |
111018 |
1251.50 |
1252.00 |
1251.50 |
1251.50 |
-0.50 |
7 |
191 |
+0 |
Aug13 |
111018 |
1249.50 |
1250.00 |
1249.50 |
1249.50 |
-0.50 |
|
|
|
Sep13 |
111018 |
1233.50 |
1234.00 |
1233.50 |
1233.50 |
-0.50 |
|
|
|
Total Volume and Open Interest |
189,320 |
583,789 |
+3,663 |
Soybean Meal(CBOT) |
Dec11 |
111018 |
323.80 |
324.70 |
317.40 |
324.30 |
+1.30 |
34,315 |
91,990 |
-319 |
Jan12 |
111018 |
325.30 |
326.20 |
319.40 |
326.00 |
+1.00 |
2,998 |
22,126 |
+176 |
Mar12 |
111018 |
327.20 |
328.10 |
321.60 |
328.00 |
+0.70 |
2,723 |
21,689 |
-55 |
May12 |
111018 |
328.60 |
328.90 |
322.30 |
328.50 |
+0.40 |
2,967 |
17,340 |
+589 |
Jul12 |
111018 |
330.50 |
336.80 |
324.50 |
330.60 |
+0.20 |
2,838 |
15,011 |
+756 |
Aug12 |
111018 |
329.50 |
330.10 |
326.00 |
330.10 |
+0.60 |
432 |
2,696 |
-98 |
Sep12 |
111018 |
327.00 |
328.50 |
324.50 |
328.00 |
+1.00 |
537 |
3,078 |
+235 |
Oct12 |
111018 |
319.00 |
323.50 |
319.00 |
321.50 |
+1.50 |
250 |
2,133 |
+153 |
Dec12 |
111018 |
317.80 |
322.50 |
314.70 |
321.50 |
+1.50 |
1,075 |
8,442 |
+263 |
Jan13 |
111018 |
320.10 |
324.30 |
320.00 |
323.20 |
+1.50 |
21 |
705 |
-11 |
Total Volume and Open Interest |
48,156 |
186,236 |
+1,689 |
Soybean Oil(CBOT) |
Dec11 |
111018 |
52.84 |
52.90 |
51.88 |
52.70 |
-0.20 |
41,905 |
124,983 |
-2,036 |
Jan12 |
111018 |
53.11 |
53.18 |
52.18 |
52.97 |
-0.21 |
8,711 |
64,347 |
+900 |
Mar12 |
111018 |
53.52 |
53.53 |
52.50 |
53.31 |
-0.22 |
5,054 |
44,325 |
-189 |
May12 |
111018 |
53.78 |
53.78 |
52.74 |
53.55 |
-0.22 |
3,742 |
26,599 |
+762 |
Jul12 |
111018 |
53.95 |
53.95 |
52.91 |
53.72 |
-0.23 |
904 |
18,888 |
-94 |
Aug12 |
111018 |
53.30 |
53.93 |
53.30 |
53.72 |
-0.21 |
66 |
2,583 |
-4 |
Sep12 |
111018 |
53.00 |
53.83 |
53.00 |
53.64 |
-0.19 |
109 |
2,738 |
-7 |
Oct12 |
111018 |
53.00 |
53.53 |
53.00 |
53.34 |
-0.19 |
59 |
2,653 |
-10 |
Dec12 |
111018 |
53.01 |
53.27 |
52.33 |
53.20 |
-0.12 |
350 |
10,695 |
+25 |
Jan13 |
111018 |
53.20 |
53.32 |
53.20 |
53.20 |
-0.12 |
0 |
15 |
+0 |
Total Volume and Open Interest |
60,906 |
297,860 |
-647 |
Canola(WCE) |
Nov11 |
111018 |
534.2 |
534.2 |
527.0 |
531.3 |
-2.4 |
6,290 |
38,378 |
-1,484 |
Jan12 |
111018 |
544.2 |
544.5 |
538.0 |
541.4 |
-2.8 |
9,461 |
82,959 |
+2,271 |
Mar12 |
111018 |
551.6 |
551.6 |
547.1 |
550.3 |
-2.9 |
798 |
21,570 |
+136 |
May12 |
111018 |
554.6 |
558.8 |
554.4 |
557.5 |
-3.3 |
642 |
11,345 |
+98 |
Jul12 |
111018 |
559.4 |
563.8 |
559.0 |
562.7 |
-3.5 |
186 |
4,951 |
+163 |
Total Volume and Open Interest |
17,684 |
170,740 |
+1,282 |
Corn(CBOT) |
Dec11 |
111018 |
639.75 |
646.75 |
630.25 |
644.00 |
+3.50 |
139,589 |
571,653 |
-8,213 |
Mar12 |
111018 |
650.00 |
655.00 |
641.25 |
652.75 |
+1.50 |
39,068 |
269,213 |
+4,632 |
May12 |
111018 |
657.25 |
660.75 |
648.50 |
658.25 |
+0.25 |
11,671 |
83,677 |
+310 |
Jul12 |
111018 |
661.50 |
664.75 |
651.75 |
662.25 |
unch |
16,418 |
116,877 |
+1,790 |
Sep12 |
111018 |
617.50 |
623.00 |
610.25 |
618.75 |
-2.00 |
2,512 |
29,579 |
-388 |
Dec12 |
111018 |
601.00 |
603.25 |
591.25 |
598.75 |
-4.50 |
7,758 |
116,013 |
+1,024 |
Mar13 |
111018 |
606.75 |
613.75 |
604.75 |
610.00 |
-3.75 |
58 |
29,684 |
+19 |
May13 |
111018 |
612.50 |
620.25 |
612.50 |
616.75 |
-3.50 |
40 |
1,183 |
-25 |
Jul13 |
111018 |
616.75 |
624.75 |
616.75 |
621.50 |
-3.25 |
136 |
1,538 |
+52 |
Sep13 |
111018 |
597.75 |
602.25 |
597.75 |
597.75 |
-4.50 |
0 |
301 |
+0 |
Total Volume and Open Interest |
217,409 |
1,233,213 |
-783 |
Wheat(CBOT) |
Dec11 |
111018 |
626.25 |
630.00 |
613.00 |
625.25 |
+1.00 |
34,748 |
207,101 |
-1,088 |
Mar12 |
111018 |
659.75 |
662.50 |
647.00 |
656.25 |
-1.75 |
4,484 |
94,599 |
+422 |
May12 |
111018 |
682.00 |
684.00 |
669.50 |
678.00 |
-3.00 |
1,472 |
29,396 |
+37 |
Jul12 |
111018 |
697.75 |
699.75 |
684.25 |
694.25 |
-2.50 |
2,595 |
60,627 |
+124 |
Sep12 |
111018 |
704.75 |
717.00 |
704.50 |
712.50 |
+0.25 |
377 |
3,987 |
+129 |
Dec12 |
111018 |
729.50 |
735.50 |
719.25 |
732.00 |
+3.00 |
1,197 |
31,787 |
+493 |
Total Volume and Open Interest |
45,041 |
431,287 |
+124 |
Wheat(KCBT) |
Dec11 |
111018 |
714.00 |
718.50 |
701.75 |
711.50 |
-2.75 |
5,723 |
63,378 |
-588 |
Mar12 |
111018 |
730.25 |
733.25 |
717.50 |
726.50 |
-3.75 |
2,384 |
48,257 |
+586 |
May12 |
111018 |
739.25 |
740.25 |
727.25 |
734.00 |
-4.50 |
349 |
8,687 |
+122 |
Jul12 |
111018 |
744.75 |
747.00 |
734.25 |
740.75 |
-5.00 |
834 |
30,811 |
-96 |
Sep12 |
111018 |
751.00 |
759.50 |
748.50 |
752.75 |
-5.00 |
39 |
2,671 |
+14 |
Dec12 |
111018 |
766.75 |
775.50 |
766.25 |
769.75 |
-5.25 |
276 |
3,532 |
+243 |
Total Volume and Open Interest |
9,608 |
157,623 |
+281 |
Wheat(MGE) |
Dec11 |
111018 |
891.75 |
913.50 |
886.25 |
906.50 |
+10.75 |
531 |
11,748 |
-121 |
Mar12 |
111018 |
838.50 |
853.50 |
833.00 |
848.50 |
+8.75 |
1,092 |
15,144 |
+159 |
May12 |
111018 |
817.00 |
836.50 |
817.00 |
829.50 |
+7.75 |
183 |
4,844 |
+95 |
Jul12 |
111018 |
813.50 |
825.25 |
806.00 |
820.50 |
+6.25 |
191 |
5,186 |
+54 |
Sep12 |
111018 |
793.00 |
803.50 |
786.75 |
798.75 |
+6.25 |
45 |
2,861 |
-6 |
Total Volume and Open Interest |
2,073 |
41,625 |
+184 |
Oats(CBOT) |
Dec11 |
111018 |
339.50 |
341.25 |
336.00 |
339.00 |
-0.50 |
502 |
12,153 |
-11 |
Mar12 |
111018 |
348.50 |
349.75 |
346.75 |
349.00 |
-0.50 |
176 |
3,157 |
+153 |
May12 |
111018 |
356.25 |
356.25 |
355.50 |
355.50 |
-0.50 |
7 |
224 |
+2 |
Jul12 |
111018 |
362.50 |
362.50 |
361.50 |
361.50 |
-0.50 |
0 |
18 |
+0 |
Total Volume and Open Interest |
685 |
15,648 |
+144 |
Rough Rice(CBOT) |
Nov11 |
111018 |
16.50 |
16.59 |
16.14 |
16.26 |
-0.26 |
683 |
7,655 |
-213 |
Jan12 |
111018 |
16.81 |
16.91 |
16.44 |
16.58 |
-0.26 |
589 |
7,017 |
+289 |
Mar12 |
111018 |
17.08 |
17.14 |
16.79 |
16.88 |
-0.26 |
61 |
3,024 |
+38 |
May12 |
111018 |
17.15 |
17.40 |
17.09 |
17.16 |
-0.24 |
6 |
317 |
+0 |
Total Volume and Open Interest |
1,354 |
18,352 |
+123 |
Live Cattle(CME) |
Oct11 |
111018 |
121.150 |
121.635 |
120.480 |
120.730 |
-0.620 |
4,500 |
9,914 |
-1,414 |
Dec11 |
111018 |
123.535 |
124.400 |
123.200 |
123.330 |
-0.320 |
24,252 |
156,302 |
+1,072 |
Feb12 |
111018 |
125.785 |
126.600 |
125.480 |
125.680 |
-0.270 |
7,245 |
76,670 |
+221 |
Apr12 |
111018 |
128.485 |
129.400 |
128.325 |
128.700 |
unch |
6,470 |
58,315 |
-11 |
Jun12 |
111018 |
126.400 |
126.950 |
125.900 |
126.180 |
-0.520 |
2,142 |
25,734 |
+641 |
Aug12 |
111018 |
125.650 |
126.250 |
125.150 |
125.785 |
-0.265 |
444 |
5,071 |
+173 |
Total Volume and Open Interest |
45,585 |
335,233 |
+929 |
Feeder Cattle(CME) |
Oct11 |
111018 |
139.935 |
140.285 |
139.000 |
139.750 |
-0.400 |
409 |
3,636 |
-103 |
Nov11 |
111018 |
144.380 |
144.900 |
143.000 |
143.400 |
-1.035 |
2,002 |
12,553 |
-368 |
Jan12 |
111018 |
147.700 |
148.650 |
146.935 |
147.300 |
-0.635 |
1,808 |
12,075 |
+341 |
Mar12 |
111018 |
147.900 |
148.550 |
147.130 |
147.685 |
-0.365 |
572 |
4,563 |
+167 |
Apr12 |
111018 |
148.000 |
148.800 |
147.435 |
147.800 |
-0.600 |
123 |
944 |
+50 |
May12 |
111018 |
148.500 |
148.880 |
147.450 |
148.100 |
-0.300 |
193 |
1,001 |
+82 |
Aug12 |
111018 |
149.150 |
149.750 |
148.400 |
149.000 |
-0.500 |
172 |
1,226 |
+123 |
Total Volume and Open Interest |
5,294 |
36,048 |
+307 |
Lean Hogs(CME) |
Dec11 |
111018 |
90.635 |
91.480 |
90.300 |
90.950 |
+0.250 |
21,581 |
102,160 |
-1,604 |
Feb12 |
111018 |
93.300 |
93.850 |
93.080 |
93.500 |
+0.050 |
11,385 |
62,105 |
+226 |
Apr12 |
111018 |
94.730 |
95.450 |
94.480 |
95.250 |
+0.570 |
7,048 |
49,555 |
-65 |
May12 |
111018 |
98.400 |
99.400 |
98.400 |
99.330 |
+0.430 |
75 |
1,840 |
+14 |
Jun12 |
111018 |
100.480 |
100.950 |
100.000 |
100.850 |
+0.250 |
2,759 |
29,770 |
-62 |
Jul12 |
111018 |
98.700 |
99.785 |
98.500 |
99.785 |
+0.805 |
204 |
8,575 |
+21 |
Aug12 |
111018 |
97.000 |
97.500 |
96.700 |
97.500 |
+0.350 |
327 |
9,210 |
+8 |
Oct12 |
111018 |
84.980 |
85.800 |
84.550 |
85.800 |
+0.600 |
237 |
4,382 |
-86 |
Total Volume and Open Interest |
43,875 |
269,449 |
-1,567 |
Class III Milk(CME) |
Oct11 |
111018 |
17.90 |
17.95 |
17.90 |
17.92 |
+0.02 |
90 |
5,180 |
-21 |
Nov11 |
111018 |
17.44 |
17.80 |
17.35 |
17.65 |
+0.17 |
332 |
5,261 |
+14 |
Dec11 |
111018 |
17.00 |
17.23 |
16.91 |
17.23 |
+0.20 |
323 |
4,696 |
-5 |
Jan12 |
111018 |
16.53 |
16.68 |
16.36 |
16.61 |
+0.08 |
71 |
2,311 |
+33 |
Feb12 |
111018 |
16.33 |
16.35 |
16.28 |
16.30 |
unch |
31 |
2,025 |
+16 |
Total Volume and Open Interest |
968 |
30,898 |
+82 |
Cocoa(ICE) |
Dec11 |
111018 |
2590 |
2607 |
2523 |
2571 |
-51 |
9,798 |
72,007 |
+955 |
Mar12 |
111018 |
2635 |
2635 |
2563 |
2610 |
-40 |
2,737 |
61,098 |
+460 |
May12 |
111018 |
2649 |
2649 |
2578 |
2625 |
-39 |
622 |
21,348 |
+102 |
Jul12 |
111018 |
2642 |
2645 |
2595 |
2642 |
-39 |
180 |
9,961 |
+46 |
Sep12 |
111018 |
2657 |
2668 |
2622 |
2657 |
-40 |
61 |
11,426 |
+36 |
Dec12 |
111018 |
2670 |
2680 |
2632 |
2669 |
-41 |
36 |
9,915 |
+20 |
Mar13 |
111018 |
2700 |
2700 |
2670 |
2690 |
-42 |
2 |
2,722 |
+2 |
Total Volume and Open Interest |
13,436 |
190,601 |
+1,621 |
Coffee "C"(ICE) |
Dec11 |
111018 |
232.80 |
236.00 |
229.40 |
231.50 |
-2.50 |
13,021 |
65,071 |
+1,012 |
Mar12 |
111018 |
235.80 |
239.10 |
232.75 |
234.65 |
-2.55 |
4,329 |
31,395 |
+981 |
May12 |
111018 |
237.05 |
240.40 |
234.45 |
236.25 |
-2.60 |
1,414 |
12,567 |
+416 |
Jul12 |
111018 |
239.15 |
241.75 |
236.75 |
237.60 |
-2.65 |
351 |
4,205 |
-42 |
Sep12 |
111018 |
238.85 |
242.20 |
237.35 |
237.85 |
-3.05 |
94 |
3,268 |
-11 |
Dec12 |
111018 |
239.10 |
241.00 |
237.05 |
238.05 |
-2.95 |
160 |
2,634 |
+21 |
Total Volume and Open Interest |
19,475 |
120,027 |
+2,430 |
Orange Juice(ICE) |
Nov11 |
111018 |
170.90 |
173.25 |
166.90 |
172.80 |
+1.00 |
1,338 |
7,081 |
-681 |
Jan12 |
111018 |
166.00 |
168.95 |
162.55 |
168.70 |
+1.90 |
1,218 |
11,890 |
+787 |
Mar12 |
111018 |
165.15 |
167.60 |
162.20 |
167.45 |
+1.30 |
111 |
4,268 |
+59 |
May12 |
111018 |
166.50 |
166.50 |
166.30 |
166.30 |
+1.25 |
2 |
1,553 |
+0 |
Jul12 |
111018 |
166.40 |
166.40 |
166.40 |
166.40 |
+1.35 |
0 |
319 |
+0 |
Sep12 |
111018 |
166.20 |
166.20 |
166.20 |
166.20 |
+1.45 |
0 |
53 |
+0 |
Total Volume and Open Interest |
2,669 |
25,177 |
+165 |
Sugar #11(ICE) |
Mar12 |
111018 |
27.60 |
28.08 |
27.41 |
27.85 |
+0.06 |
41,843 |
247,078 |
-1,433 |
May12 |
111018 |
26.79 |
26.94 |
26.45 |
26.81 |
+0.07 |
12,823 |
74,171 |
+1,202 |
Jul12 |
111018 |
25.50 |
25.80 |
25.37 |
25.69 |
+0.05 |
5,601 |
69,496 |
-144 |
Oct12 |
111018 |
25.15 |
25.21 |
24.80 |
25.12 |
+0.06 |
2,076 |
42,060 |
+54 |
Mar13 |
111018 |
25.02 |
25.13 |
24.75 |
25.09 |
+0.05 |
1,253 |
29,417 |
+202 |
Total Volume and Open Interest |
64,319 |
491,031 |
+259 |
London Cocoa(LCE) |
Dec11 |
111018 |
1673 |
1687 |
1652 |
1684 |
-9 |
5,199 |
78,902 |
-190 |
Mar12 |
111018 |
1692 |
1705 |
1675 |
1702 |
-7 |
2,506 |
55,764 |
+170 |
May12 |
111018 |
1706 |
1721 |
1691 |
1717 |
-6 |
745 |
15,794 |
+141 |
Jul12 |
111018 |
1705 |
1734 |
1705 |
1732 |
-4 |
557 |
18,192 |
+84 |
Sep12 |
111018 |
1729 |
1748 |
1719 |
1744 |
-4 |
136 |
12,346 |
+12 |
Dec12 |
111018 |
1740 |
1758 |
1740 |
1758 |
-4 |
74 |
10,473 |
+28 |
Mar13 |
111018 |
1753 |
1770 |
1751 |
1770 |
-4 |
7 |
2,360 |
+2 |
Total Volume and Open Interest |
9,225 |
194,338 |
+247 |
London Sugar(LCE) |
Dec11 |
111018 |
705.30 |
716.10 |
702.50 |
713.70 |
-1.30 |
2,268 |
17,374 |
+399 |
Mar12 |
111018 |
690.20 |
700.10 |
688.50 |
697.70 |
-1.90 |
1,223 |
13,822 |
+190 |
May12 |
111018 |
677.20 |
687.00 |
677.20 |
685.00 |
-2.50 |
578 |
6,522 |
+107 |
Aug12 |
111018 |
662.00 |
669.00 |
661.00 |
668.30 |
-2.20 |
265 |
3,932 |
+95 |
Oct12 |
111018 |
649.40 |
653.00 |
645.00 |
653.00 |
-1.60 |
103 |
2,422 |
+42 |
Total Volume and Open Interest |
4,490 |
45,766 |
+864 |
Cotton(ICE) |
Dec11 |
111018 |
100.82 |
100.82 |
99.61 |
100.18 |
-0.18 |
12,629 |
83,978 |
-2,009 |
Mar12 |
111018 |
98.58 |
98.80 |
97.69 |
98.21 |
-0.25 |
7,224 |
42,939 |
-1,433 |
May12 |
111018 |
97.42 |
98.42 |
97.38 |
97.82 |
-0.21 |
924 |
9,146 |
+189 |
Jul12 |
111018 |
97.26 |
97.76 |
96.83 |
97.06 |
-0.35 |
158 |
11,373 |
-19 |
Oct12 |
111018 |
95.39 |
95.39 |
95.39 |
95.39 |
+0.06 |
0 |
3 |
+0 |
Dec12 |
111018 |
93.90 |
94.28 |
93.83 |
94.06 |
+0.21 |
63 |
3,483 |
+37 |
Total Volume and Open Interest |
21,007 |
151,771 |
-3,226 |
Lumber(CME) |
Nov11 |
111018 |
225.0 |
230.4 |
222.1 |
228.7 |
+4.4 |
1,019 |
4,178 |
-613 |
Jan12 |
111018 |
239.9 |
246.7 |
239.9 |
244.4 |
+4.6 |
1,027 |
4,822 |
+174 |
Mar12 |
111018 |
260.2 |
264.4 |
260.2 |
262.4 |
+5.8 |
325 |
1,211 |
+216 |
May12 |
111018 |
274.0 |
274.0 |
273.0 |
273.0 |
+6.0 |
6 |
159 |
+4 |
Total Volume and Open Interest |
2,377 |
10,393 |
-219 |
Crude Oil(NYM) |
Nov11 |
111018 |
86.20 |
89.03 |
85.55 |
88.34 |
+1.96 |
227,298 |
69,568 |
-25,752 |
Dec11 |
111018 |
86.30 |
89.23 |
85.75 |
88.53 |
+1.91 |
167,203 |
354,298 |
+8,555 |
Jan12 |
111018 |
86.59 |
89.35 |
85.95 |
88.68 |
+1.88 |
46,615 |
171,323 |
+3,301 |
Feb12 |
111018 |
86.90 |
89.50 |
86.15 |
88.85 |
+1.85 |
24,215 |
64,013 |
+2,142 |
Mar12 |
111018 |
86.83 |
89.60 |
86.35 |
89.00 |
+1.83 |
16,928 |
65,478 |
+1,725 |
Apr12 |
111018 |
87.00 |
89.17 |
86.49 |
89.08 |
+1.81 |
9,646 |
36,065 |
+798 |
May12 |
111018 |
87.10 |
89.30 |
86.59 |
89.14 |
+1.79 |
5,604 |
27,888 |
+369 |
Jun12 |
111018 |
87.42 |
89.73 |
86.72 |
89.18 |
+1.77 |
16,581 |
71,722 |
-548 |
Jul12 |
111018 |
87.18 |
89.71 |
87.18 |
89.27 |
+1.75 |
2,618 |
37,419 |
-21 |
Aug12 |
111018 |
87.56 |
89.36 |
87.56 |
89.36 |
+1.73 |
1,575 |
18,629 |
+48 |
Sep12 |
111018 |
88.19 |
90.10 |
87.18 |
89.50 |
+1.70 |
1,785 |
18,119 |
-11 |
Oct12 |
111018 |
88.80 |
89.75 |
88.79 |
89.68 |
+1.67 |
1,218 |
22,023 |
-168 |
Nov12 |
111018 |
89.38 |
89.91 |
89.38 |
89.91 |
+1.63 |
2,759 |
24,944 |
+1,341 |
Dec12 |
111018 |
88.55 |
90.75 |
87.88 |
90.15 |
+1.60 |
20,514 |
162,544 |
+638 |
Jan13 |
111018 |
90.22 |
90.22 |
90.22 |
90.22 |
+1.58 |
3,015 |
24,241 |
+1,320 |
Feb13 |
111018 |
90.24 |
90.24 |
90.24 |
90.24 |
+1.57 |
1,234 |
9,624 |
+249 |
Total Volume and Open Interest |
557,972 |
1,431,701 |
-6,172 |
e-miNY Crude Oil(NYM) |
Oct11 |
110919 |
87.250 |
87.400 |
84.800 |
85.700 |
-2.250 |
4,569 |
1,489 |
-206 |
Nov11 |
111018 |
86.200 |
89.000 |
85.575 |
88.350 |
+1.975 |
6,633 |
2,825 |
+151 |
Dec11 |
111018 |
86.425 |
89.200 |
85.775 |
88.525 |
+1.900 |
2,135 |
1,170 |
+208 |
Jan12 |
111018 |
87.100 |
89.000 |
86.000 |
88.675 |
+1.875 |
46 |
367 |
+6 |
Feb12 |
111018 |
86.200 |
89.000 |
86.200 |
88.850 |
+1.850 |
7 |
128 |
+3 |
Mar12 |
111018 |
89.000 |
89.500 |
89.000 |
89.000 |
+1.825 |
1 |
14 |
-1 |
Apr12 |
111018 |
89.075 |
89.075 |
89.075 |
89.075 |
+1.800 |
0 |
22 |
+0 |
May12 |
111018 |
89.150 |
89.150 |
89.150 |
89.150 |
+1.800 |
0 |
7 |
+0 |
Jun12 |
111018 |
88.300 |
89.800 |
88.300 |
89.175 |
+1.775 |
0 |
16 |
+0 |
Jul12 |
111018 |
89.275 |
89.275 |
89.275 |
89.275 |
+1.750 |
0 |
4 |
+0 |
Total Volume and Open Interest |
8,826 |
4,782 |
+367 |
Heating Oil(NYM) |
Nov11 |
111018 |
301.15 |
304.17 |
297.01 |
302.77 |
+1.41 |
47,294 |
55,402 |
-4,424 |
Dec11 |
111018 |
300.43 |
304.10 |
296.90 |
302.71 |
+1.69 |
38,290 |
65,079 |
+1,171 |
Jan12 |
111018 |
299.59 |
303.20 |
296.25 |
301.97 |
+2.01 |
19,260 |
45,454 |
+1,679 |
Feb12 |
111018 |
298.35 |
300.77 |
294.99 |
300.45 |
+2.25 |
11,351 |
22,210 |
-541 |
Mar12 |
111018 |
296.30 |
298.36 |
292.67 |
298.12 |
+2.40 |
5,380 |
21,918 |
-114 |
Apr12 |
111018 |
291.95 |
294.14 |
290.21 |
294.08 |
+2.60 |
1,245 |
11,492 |
+106 |
May12 |
111018 |
286.17 |
290.10 |
286.17 |
290.10 |
+2.72 |
919 |
8,452 |
-185 |
Jun12 |
111018 |
285.13 |
288.47 |
282.20 |
287.87 |
+2.74 |
3,580 |
30,611 |
+67 |
Jul12 |
111018 |
285.60 |
287.71 |
285.60 |
287.71 |
+2.80 |
50 |
6,944 |
+31 |
Aug12 |
111018 |
284.19 |
287.79 |
284.19 |
287.79 |
+2.83 |
141 |
4,066 |
-33 |
Sep12 |
111018 |
283.96 |
287.94 |
282.24 |
287.94 |
+2.88 |
112 |
4,295 |
+10 |
Oct12 |
111018 |
285.00 |
288.56 |
285.00 |
288.56 |
+2.97 |
37 |
1,425 |
-20 |
Total Volume and Open Interest |
128,540 |
293,109 |
-2,058 |
Gasoline(NYMEX) |
Nov11 |
111018 |
274.15 |
276.90 |
268.22 |
274.69 |
+0.40 |
46,239 |
49,235 |
-5,000 |
Dec11 |
111018 |
270.91 |
273.79 |
265.41 |
271.73 |
+0.82 |
41,235 |
72,267 |
+4,978 |
Jan12 |
111018 |
269.28 |
271.90 |
263.90 |
269.99 |
+1.17 |
14,143 |
39,874 |
+308 |
Feb12 |
111018 |
267.86 |
270.85 |
263.15 |
269.15 |
+1.56 |
6,947 |
16,750 |
+58 |
Mar12 |
111018 |
268.08 |
270.81 |
263.12 |
269.14 |
+1.80 |
4,882 |
19,571 |
+268 |
Apr12 |
111018 |
277.40 |
281.78 |
274.50 |
280.40 |
+2.18 |
2,826 |
15,486 |
-632 |
May12 |
111018 |
274.42 |
279.65 |
274.41 |
279.65 |
+2.25 |
2,317 |
10,360 |
-473 |
Jun12 |
111018 |
275.34 |
278.69 |
271.86 |
277.70 |
+2.36 |
2,336 |
18,852 |
-282 |
Jul12 |
111018 |
275.25 |
275.25 |
275.25 |
275.25 |
+2.51 |
1,184 |
5,265 |
-225 |
Aug12 |
111018 |
272.58 |
272.58 |
272.58 |
272.58 |
+2.59 |
545 |
5,204 |
+107 |
Total Volume and Open Interest |
124,089 |
274,477 |
-879 |
e-miNY RBOB Gasoline(NYM) |
Nov11 |
111018 |
274.70 |
274.70 |
274.69 |
274.70 |
+0.40 |
|
|
|
Dec11 |
111018 |
271.70 |
271.73 |
271.70 |
271.70 |
+0.80 |
|
|
|
Jan12 |
111018 |
270.00 |
270.00 |
269.99 |
270.00 |
+1.20 |
0 |
1 |
+0 |
Feb12 |
111018 |
269.20 |
269.20 |
269.15 |
269.20 |
+1.60 |
0 |
1 |
+0 |
Total Volume and Open Interest |
0 |
2 |
+0 |
Natural Gas(NYM) |
Nov11 |
111018 |
3.688 |
3.698 |
3.532 |
3.553 |
-0.135 |
149,912 |
101,155 |
-9,366 |
Dec11 |
111018 |
3.901 |
3.914 |
3.775 |
3.788 |
-0.115 |
91,840 |
134,140 |
+15,848 |
Jan12 |
111018 |
4.037 |
4.047 |
3.919 |
3.927 |
-0.110 |
47,167 |
234,005 |
+3,514 |
Feb12 |
111018 |
4.058 |
4.060 |
3.939 |
3.946 |
-0.106 |
13,539 |
69,054 |
+362 |
Mar12 |
111018 |
4.019 |
4.029 |
3.906 |
3.915 |
-0.105 |
18,031 |
86,422 |
+2,123 |
Apr12 |
111018 |
4.018 |
4.018 |
3.899 |
3.904 |
-0.104 |
19,969 |
92,601 |
+487 |
May12 |
111018 |
4.034 |
4.034 |
3.938 |
3.941 |
-0.103 |
4,636 |
28,141 |
+706 |
Jun12 |
111018 |
4.090 |
4.097 |
3.982 |
3.984 |
-0.102 |
2,941 |
14,071 |
+224 |
Jul12 |
111018 |
4.121 |
4.121 |
4.028 |
4.030 |
-0.101 |
5,895 |
16,429 |
+1,464 |
Aug12 |
111018 |
4.145 |
4.145 |
4.055 |
4.056 |
-0.099 |
1,405 |
12,484 |
+6 |
Sep12 |
111018 |
4.146 |
4.146 |
4.056 |
4.056 |
-0.100 |
1,211 |
9,469 |
+132 |
Oct12 |
111018 |
4.200 |
4.200 |
4.090 |
4.091 |
-0.101 |
3,902 |
48,469 |
-59 |
Nov12 |
111018 |
4.319 |
4.319 |
4.242 |
4.246 |
-0.096 |
1,164 |
11,735 |
+409 |
Dec12 |
111018 |
4.581 |
4.582 |
4.511 |
4.516 |
-0.091 |
1,029 |
15,263 |
+63 |
Jan13 |
111018 |
4.722 |
4.722 |
4.661 |
4.663 |
-0.084 |
842 |
26,761 |
+124 |
Feb13 |
111018 |
4.684 |
4.684 |
4.643 |
4.643 |
-0.082 |
230 |
5,036 |
+160 |
Total Volume and Open Interest |
364,174 |
990,155 |
+16,129 |
Brent Crude Oil(ICE) |
Dec11 |
111018 |
110.16 |
111.89 |
108.45 |
111.15 |
+0.99 |
203,716 |
227,237 |
+1,259 |
Jan12 |
111018 |
108.63 |
110.68 |
107.22 |
109.90 |
+1.27 |
86,719 |
130,461 |
+2,975 |
Feb12 |
111018 |
107.64 |
109.60 |
106.33 |
108.99 |
+1.42 |
39,312 |
82,178 |
+1,889 |
Mar12 |
111018 |
107.06 |
108.81 |
105.62 |
108.21 |
+1.52 |
25,995 |
67,209 |
-104 |
Apr12 |
111018 |
106.10 |
108.13 |
105.06 |
107.61 |
+1.56 |
12,304 |
27,909 |
+99 |
May12 |
111018 |
105.77 |
107.64 |
104.64 |
107.12 |
+1.54 |
10,340 |
17,297 |
+732 |
Jun12 |
111018 |
105.19 |
107.28 |
104.20 |
106.68 |
+1.49 |
24,452 |
56,317 |
+1,358 |
Jul12 |
111018 |
104.29 |
106.80 |
103.99 |
106.34 |
+1.48 |
4,151 |
16,013 |
+31 |
Aug12 |
111018 |
104.00 |
106.45 |
103.93 |
106.01 |
+1.48 |
3,349 |
13,796 |
+769 |
Sep12 |
111018 |
103.70 |
105.65 |
103.70 |
105.65 |
+1.49 |
3,705 |
17,336 |
+217 |
Oct12 |
111018 |
105.28 |
105.28 |
105.28 |
105.28 |
+1.50 |
1,760 |
8,344 |
-23 |
Nov12 |
111018 |
104.94 |
104.94 |
104.94 |
104.94 |
+1.52 |
1,376 |
13,801 |
-55 |
Dec12 |
111018 |
103.05 |
105.30 |
102.13 |
104.60 |
+1.55 |
24,232 |
95,964 |
+1,922 |
Jan13 |
111018 |
104.33 |
104.33 |
104.33 |
104.33 |
+1.55 |
740 |
7,092 |
+82 |
Total Volume and Open Interest |
460,256 |
915,935 |
+15,689 |
Gas Oil(ICE) |
Nov11 |
111018 |
940.75 |
950.75 |
929.00 |
936.50 |
-11.25 |
80,502 |
96,281 |
-72 |
Dec11 |
111018 |
929.75 |
942.25 |
920.25 |
927.00 |
-10.25 |
107,788 |
103,793 |
+4,810 |
Jan12 |
111018 |
921.50 |
935.50 |
914.25 |
920.25 |
-9.25 |
49,835 |
59,835 |
+2,762 |
Feb12 |
111018 |
917.75 |
929.50 |
909.50 |
914.25 |
-8.75 |
21,899 |
38,654 |
+957 |
Mar12 |
111018 |
912.00 |
924.25 |
904.50 |
908.25 |
-8.75 |
12,565 |
31,601 |
-28 |
Apr12 |
111018 |
903.25 |
918.25 |
898.50 |
902.75 |
-8.75 |
7,105 |
18,055 |
-1,631 |
May12 |
111018 |
898.50 |
914.25 |
896.00 |
898.00 |
-8.50 |
4,360 |
17,802 |
-1,030 |
Jun12 |
111018 |
898.75 |
911.75 |
891.25 |
895.50 |
-8.25 |
10,802 |
37,677 |
-1,501 |
Jul12 |
111018 |
894.50 |
895.50 |
893.75 |
895.50 |
-8.00 |
2,883 |
13,457 |
-306 |
Aug12 |
111018 |
895.75 |
906.25 |
895.75 |
896.00 |
-7.75 |
638 |
10,399 |
-84 |
Total Volume and Open Interest |
307,410 |
517,078 |
+3,641 |
Ethanol(CBOT) |
Oct11 |
111005 |
2.517 |
2.520 |
2.496 |
2.520 |
+0.062 |
73 |
103 |
-30 |
Nov11 |
111018 |
2.724 |
2.736 |
2.710 |
2.722 |
-0.010 |
184 |
887 |
-63 |
Dec11 |
111018 |
2.613 |
2.620 |
2.600 |
2.609 |
-0.004 |
157 |
1,623 |
+37 |
Jan12 |
111018 |
2.445 |
2.450 |
2.430 |
2.440 |
unch |
121 |
1,145 |
-36 |
Feb12 |
111018 |
2.355 |
2.372 |
2.340 |
2.371 |
-0.001 |
82 |
747 |
+33 |
Mar12 |
111018 |
2.362 |
2.375 |
2.337 |
2.375 |
+0.012 |
94 |
1,015 |
-13 |
Apr12 |
111018 |
2.365 |
2.380 |
2.365 |
2.380 |
+0.006 |
42 |
636 |
+19 |
May12 |
111018 |
2.389 |
2.409 |
2.375 |
2.407 |
+0.014 |
31 |
672 |
+10 |
Total Volume and Open Interest |
1,254 |
10,360 |
+376 |
WTI Crude Oil(ICE) |
Nov11 |
111018 |
86.15 |
89.01 |
85.57 |
88.34 |
+1.96 |
40,080 |
22,667 |
-3,626 |
Dec11 |
111018 |
86.41 |
89.22 |
85.77 |
88.53 |
+1.91 |
52,887 |
113,133 |
+2,581 |
Jan12 |
111018 |
86.93 |
89.32 |
85.95 |
88.68 |
+1.88 |
14,670 |
44,617 |
+1,092 |
Feb12 |
111018 |
86.73 |
89.30 |
86.21 |
88.85 |
+1.85 |
7,980 |
20,622 |
+358 |
Mar12 |
111018 |
86.34 |
89.45 |
86.34 |
89.00 |
+1.83 |
5,518 |
22,688 |
+522 |
Apr12 |
111018 |
86.46 |
89.15 |
86.46 |
89.08 |
+1.81 |
2,703 |
10,227 |
+338 |
May12 |
111018 |
87.10 |
89.42 |
86.73 |
89.14 |
+1.79 |
1,422 |
8,047 |
-18 |
Jun12 |
111018 |
87.16 |
89.28 |
86.66 |
89.18 |
+1.77 |
5,439 |
35,692 |
-1,367 |
Jul12 |
111018 |
87.05 |
89.38 |
86.93 |
89.27 |
+1.75 |
437 |
7,472 |
-10 |
Aug12 |
111018 |
89.36 |
89.36 |
89.36 |
89.36 |
+1.73 |
354 |
4,720 |
+93 |
Sep12 |
111018 |
89.50 |
89.50 |
89.50 |
89.50 |
+1.70 |
349 |
7,742 |
-21 |
Oct12 |
111018 |
89.68 |
89.68 |
89.68 |
89.68 |
+1.67 |
196 |
1,944 |
+91 |
Nov12 |
111018 |
89.91 |
89.91 |
89.91 |
89.91 |
+1.63 |
194 |
3,097 |
+148 |
Dec12 |
111018 |
88.16 |
90.39 |
87.89 |
90.15 |
+1.60 |
5,130 |
51,378 |
-343 |
Jan13 |
111018 |
90.22 |
90.22 |
90.22 |
90.22 |
+1.58 |
10 |
2,047 |
-10 |
Feb13 |
111018 |
90.24 |
90.24 |
90.24 |
90.24 |
+1.57 |
0 |
592 |
+0 |
Total Volume and Open Interest |
138,886 |
446,925 |
-239 |
US Dollar Index(ICE) |
Dec11 |
111018 |
77.460 |
77.855 |
77.045 |
77.412 |
-0.015 |
24,549 |
69,518 |
+374 |
Mar12 |
111018 |
77.995 |
78.150 |
77.700 |
77.842 |
-0.010 |
5 |
560 |
+1 |
Jun12 |
111018 |
78.302 |
78.302 |
78.302 |
78.302 |
-0.010 |
0 |
2 |
+0 |
Total Volume and Open Interest |
24,554 |
70,080 |
+375 |
Australian Dollar(CME) |
Dec11 |
111018 |
100.91 |
102.49 |
100.41 |
101.65 |
+0.43 |
127,546 |
122,491 |
-1,236 |
Mar12 |
111018 |
99.89 |
101.51 |
99.68 |
100.66 |
+0.44 |
97 |
199 |
+0 |
Jun12 |
111018 |
99.80 |
99.80 |
99.35 |
99.80 |
+0.45 |
1 |
19 |
-1 |
Total Volume and Open Interest |
127,644 |
122,842 |
-1,237 |
British Pound(CME) |
Dec11 |
111018 |
157.30 |
158.12 |
156.21 |
157.06 |
-0.36 |
75,268 |
175,008 |
-53 |
Mar12 |
111018 |
157.69 |
157.69 |
156.11 |
156.92 |
-0.36 |
5 |
123 |
-4 |
Jun12 |
111018 |
156.79 |
157.14 |
156.79 |
156.79 |
-0.35 |
0 |
3 |
-5 |
Total Volume and Open Interest |
75,273 |
175,138 |
-62 |
Canadian Dollar(CME) |
Dec11 |
111018 |
97.60 |
98.75 |
97.27 |
98.17 |
+0.28 |
79,554 |
118,927 |
-1,207 |
Mar12 |
111018 |
97.49 |
98.56 |
97.14 |
98.01 |
+0.27 |
630 |
3,740 |
-220 |
Jun12 |
111018 |
98.00 |
98.16 |
97.63 |
97.89 |
+0.26 |
80 |
888 |
-56 |
Sep12 |
111018 |
97.86 |
97.86 |
97.55 |
97.86 |
+0.31 |
4 |
624 |
-3 |
Total Volume and Open Interest |
80,268 |
124,294 |
-1,486 |
Japanese Yen(CME) |
Dec11 |
111018 |
130.22 |
130.62 |
130.12 |
130.39 |
+0.10 |
108,127 |
151,418 |
+3,745 |
Mar12 |
111018 |
130.52 |
130.68 |
130.52 |
130.64 |
+0.11 |
66 |
442 |
+31 |
Jun12 |
111018 |
130.89 |
130.89 |
130.77 |
130.89 |
+0.12 |
3 |
21 |
+1 |
Total Volume and Open Interest |
108,196 |
151,885 |
+3,777 |
Swiss Franc(CME) |
Dec11 |
111018 |
111.33 |
111.92 |
110.62 |
111.27 |
-0.07 |
16,669 |
25,847 |
+468 |
Mar12 |
111018 |
111.56 |
111.63 |
111.56 |
111.56 |
-0.07 |
14 |
627 |
-1 |
Jun12 |
111018 |
111.87 |
111.95 |
111.87 |
111.87 |
-0.08 |
0 |
5 |
+0 |
Total Volume and Open Interest |
16,686 |
26,485 |
+467 |
EuroFX(CME) |
Dec11 |
111018 |
137.28 |
138.11 |
136.45 |
137.34 |
-0.01 |
282,897 |
231,858 |
+12,392 |
Mar12 |
111018 |
137.55 |
138.03 |
136.52 |
137.31 |
unch |
642 |
2,147 |
+139 |
Jun12 |
111018 |
137.32 |
137.32 |
137.29 |
137.32 |
+0.03 |
0 |
830 |
+0 |
Total Volume and Open Interest |
283,539 |
234,846 |
+12,531 |
Mexican Peso(CME) |
Oct11 |
111017 |
752.2 |
753.2 |
752.2 |
752.2 |
-1.0 |
|
|
|
Nov11 |
111018 |
743.2 |
743.2 |
740.0 |
743.2 |
+3.2 |
|
|
|
Total Volume and Open Interest |
25,665 |
89,041 |
-502 |
Brazilian Real(CME) |
Nov11 |
111018 |
564.85 |
564.85 |
564.85 |
564.85 |
-2.10 |
351 |
1,768 |
+175 |
Dec11 |
111018 |
557.40 |
561.70 |
557.40 |
561.70 |
-2.05 |
17 |
4,670 |
+1 |
Jan12 |
111018 |
558.55 |
558.55 |
558.55 |
558.55 |
-2.00 |
846 |
10,149 |
+0 |
Feb12 |
111018 |
555.40 |
555.40 |
555.40 |
555.40 |
-2.00 |
|
|
|
Total Volume and Open Interest |
1,216 |
31,908 |
+176 |
30-Year T-Bonds(CBOT) |
Dec11 |
111018 |
139~250 |
141~000 |
138~210 |
139~190 |
-0~050 |
274,954 |
610,923 |
-5,308 |
Mar12 |
111018 |
139~140 |
140~080 |
138~130 |
139~020 |
-0~040 |
160 |
1,369 |
+66 |
Jun12 |
111018 |
138~120 |
138~160 |
138~120 |
138~120 |
-0~040 |
1 |
1 |
+1 |
Total Volume and Open Interest |
275,115 |
612,293 |
-5,241 |
10-Year T-Notes(CBOT) |
Dec11 |
111018 |
128~230 |
129~095 |
128~120 |
128~265 |
+0~035 |
861,280 |
1,485,225 |
-27,051 |
Mar12 |
111018 |
127~265 |
128~065 |
127~265 |
128~000 |
+0~040 |
362 |
11,095 |
+276 |
Jun12 |
111018 |
127~000 |
127~000 |
126~280 |
127~000 |
+0~040 |
|
|
|
Total Volume and Open Interest |
861,642 |
1,496,320 |
-26,775 |
5-Year T-Notes(CBOT) |
Dec11 |
111018 |
122~015 |
122~048 |
122~004 |
122~032 |
+0~016 |
453,068 |
1,160,222 |
-837 |
Mar12 |
111018 |
121~091 |
121~091 |
121~075 |
121~091 |
+0~016 |
0 |
3 |
+0 |
Jun12 |
111018 |
120~115 |
120~115 |
120~099 |
120~115 |
+0~016 |
|
|
|
Total Volume and Open Interest |
453,068 |
1,160,225 |
-837 |
2 Year T-Notes(CBOT) |
Dec11 |
111018 |
110~011 |
110~015 |
110~009 |
110~012 |
+0~001 |
115,522 |
710,356 |
-14,125 |
Mar12 |
111018 |
110~010 |
110~010 |
110~009 |
110~010 |
+0~001 |
0 |
243 |
+0 |
Jun12 |
111018 |
109~102 |
109~102 |
109~097 |
109~102 |
+0~005 |
|
|
|
Total Volume and Open Interest |
115,522 |
710,599 |
-14,125 |
Eurodollars(CME) |
Dec11 |
111018 |
99.465 |
99.475 |
99.450 |
99.465 |
unch |
113,167 |
1,021,873 |
-30,785 |
Mar12 |
111018 |
99.385 |
99.410 |
99.360 |
99.390 |
+0.010 |
105,381 |
988,366 |
-31,083 |
Jun12 |
111018 |
99.355 |
99.380 |
99.330 |
99.360 |
+0.010 |
97,564 |
1,070,896 |
+394 |
Sep12 |
111018 |
99.335 |
99.355 |
99.310 |
99.340 |
+0.010 |
109,544 |
745,344 |
+10,090 |
Dec12 |
111018 |
99.310 |
99.335 |
99.295 |
99.325 |
+0.015 |
135,650 |
752,502 |
-14,182 |
Mar13 |
111018 |
99.295 |
99.315 |
99.275 |
99.305 |
+0.015 |
106,670 |
773,333 |
-7,919 |
Jun13 |
111018 |
99.225 |
99.260 |
99.215 |
99.240 |
+0.015 |
91,343 |
493,539 |
+435 |
Sep13 |
111018 |
99.115 |
99.155 |
99.105 |
99.135 |
+0.020 |
90,827 |
434,529 |
+3,692 |
Dec13 |
111018 |
98.935 |
98.995 |
98.930 |
98.970 |
+0.025 |
87,987 |
410,245 |
+6,831 |
Mar14 |
111018 |
98.765 |
98.835 |
98.760 |
98.805 |
+0.030 |
58,848 |
291,936 |
+120 |
Jun14 |
111018 |
98.570 |
98.655 |
98.565 |
98.615 |
+0.035 |
45,459 |
255,220 |
-1,322 |
Sep14 |
111018 |
98.360 |
98.450 |
98.355 |
98.410 |
+0.035 |
39,849 |
166,900 |
+926 |
Dec14 |
111018 |
98.155 |
98.245 |
98.140 |
98.200 |
+0.035 |
23,258 |
138,994 |
-10,340 |
Mar15 |
111018 |
97.965 |
98.060 |
97.950 |
98.010 |
+0.035 |
14,092 |
108,226 |
-593 |
Jun15 |
111018 |
6.035 |
6.130 |
6.015 |
6.080 |
+0.035 |
10,954 |
88,935 |
-578 |
Sep15 |
111018 |
5.860 |
5.960 |
5.840 |
5.905 |
+0.035 |
11,368 |
75,548 |
-433 |
Dec15 |
111018 |
5.690 |
5.790 |
5.665 |
5.730 |
+0.030 |
10,906 |
56,262 |
-601 |
Mar16 |
111018 |
5.555 |
5.655 |
5.520 |
5.590 |
+0.025 |
7,140 |
47,755 |
+94 |
Total Volume and Open Interest |
1,187,065 |
8,132,367 |
-146,198 |
30 Day Federal Funds(CBOT) |
Oct11 |
111018 |
99.923 |
99.927 |
99.923 |
99.925 |
+0.003 |
523 |
63,091 |
-681 |
Nov11 |
111018 |
99.925 |
99.925 |
99.920 |
99.920 |
unch |
1,095 |
62,333 |
+395 |
Dec11 |
111018 |
99.915 |
99.920 |
99.915 |
99.915 |
unch |
965 |
57,827 |
+1,302 |
Jan12 |
111018 |
99.905 |
99.910 |
99.905 |
99.905 |
unch |
741 |
52,638 |
+5,394 |
Feb12 |
111018 |
99.895 |
99.900 |
99.890 |
99.895 |
unch |
657 |
44,912 |
+573 |
Mar12 |
111018 |
99.885 |
99.890 |
99.885 |
99.890 |
unch |
522 |
30,663 |
+806 |
Total Volume and Open Interest |
15,598 |
622,108 |
+5,700 |
30 Day Fed Funds(e-CBOT) |
3-Mth Euro-Yen(CME) |
Dec11 |
111018 |
99.673 |
99.673 |
99.673 |
99.673 |
unch |
0 |
281 |
+0 |
Mar12 |
111018 |
99.670 |
99.670 |
99.670 |
99.670 |
unch |
0 |
300 |
+0 |
Jun12 |
111018 |
99.673 |
99.673 |
99.673 |
99.673 |
unch |
|
|
|
Sep12 |
111018 |
99.670 |
99.670 |
99.670 |
99.670 |
unch |
|
|
|
Dec12 |
111018 |
99.670 |
99.670 |
99.670 |
99.670 |
unch |
|
|
|
Mar13 |
111018 |
99.670 |
99.670 |
99.670 |
99.670 |
unch |
|
|
|
Jun13 |
111018 |
99.625 |
99.625 |
99.625 |
99.625 |
unch |
|
|
|
Sep13 |
111018 |
99.485 |
99.485 |
99.485 |
99.485 |
unch |
|
|
|
Dec13 |
111018 |
99.345 |
99.345 |
99.345 |
99.345 |
unch |
|
|
|
Mar14 |
111018 |
99.205 |
99.205 |
99.205 |
99.205 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
581 |
+0 |
3-Mth Euro-Yen(SGX) |
Dec11 |
111018 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
2,179 |
+0 |
Mar12 |
111018 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
2,378 |
+0 |
Jun12 |
111018 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
1,470 |
+0 |
Sep12 |
111018 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
610 |
+0 |
Dec12 |
111018 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
51 |
+0 |
Mar13 |
111018 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
1 |
+0 |
Jun13 |
111018 |
99.62 |
99.62 |
99.62 |
99.62 |
unch |
|
|
|
Sep13 |
111018 |
99.49 |
99.49 |
99.49 |
99.49 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
6,691 |
+0 |
Japanese Gov't Bonds(SGX) |
Dec11 |
111018 |
142.14 |
142.30 |
142.07 |
142.25 |
+0.11 |
1,422 |
19,758 |
-566 |
Mar12 |
111018 |
141.66 |
141.66 |
141.66 |
141.66 |
+0.11 |
0 |
5 |
+0 |
Jun12 |
111018 |
139.57 |
139.57 |
139.57 |
139.57 |
+0.11 |
|
|
|
Total Volume and Open Interest |
1,422 |
19,763 |
-566 |
Euro-Bund(EUREX) |
Dec11 |
111018 |
134.80 |
135.85 |
134.80 |
135.58 |
+0.96 |
895,356 |
968,870 |
+31,193 |
Mar12 |
111018 |
135.64 |
136.20 |
135.30 |
135.94 |
+1.06 |
565 |
2,262 |
+499 |
Jun12 |
111018 |
135.88 |
135.88 |
135.88 |
135.88 |
+0.96 |
|
|
|
Total Volume and Open Interest |
895,921 |
971,132 |
+31,692 |
Euro-Bobl(EUREX) |
Dec11 |
111018 |
121.78 |
122.16 |
121.69 |
122.00 |
+0.33 |
402,631 |
736,181 |
-2,486 |
Mar12 |
111018 |
122.29 |
122.29 |
122.29 |
122.29 |
+0.36 |
893 |
17,038 |
-641 |
Jun12 |
111018 |
122.15 |
122.15 |
122.15 |
122.15 |
+0.33 |
|
|
|
Total Volume and Open Interest |
403,524 |
753,219 |
-3,127 |
3-Mth Euribor(EUREX) |
Dec11 |
111018 |
98.630 |
98.630 |
98.620 |
98.620 |
unch |
0 |
1,759 |
+0 |
Mar12 |
111018 |
98.825 |
98.825 |
98.795 |
98.795 |
unch |
0 |
2,082 |
+0 |
Jun12 |
111018 |
98.865 |
98.865 |
98.865 |
98.865 |
+0.005 |
0 |
958 |
+0 |
Total Volume and Open Interest |
10 |
8,081 |
+0 |
Long Gilt(LIFFE) |
Dec11 |
111018 |
128~10 |
128~28 |
127~27 |
128~17 |
+0~28 |
103,728 |
303,187 |
-4,371 |
Mar12 |
111018 |
128~23 |
128~23 |
128~23 |
128~23 |
+0~28 |
|
|
|
Total Volume and Open Interest |
103,728 |
303,187 |
-4,371 |
3-Mth Short Sterling(LIFFE) |
Dec11 |
111018 |
98.96 |
98.97 |
98.95 |
98.95 |
-0.01 |
15,965 |
348,047 |
-1,141 |
Mar12 |
111018 |
98.97 |
98.99 |
98.94 |
98.97 |
unch |
24,368 |
341,931 |
+36 |
Jun12 |
111018 |
98.98 |
99.00 |
98.94 |
98.99 |
+0.02 |
18,084 |
212,771 |
+2,275 |
Sep12 |
111018 |
98.96 |
99.00 |
98.93 |
98.99 |
+0.03 |
26,596 |
222,129 |
+7,364 |
Dec12 |
111018 |
98.91 |
98.96 |
98.88 |
98.95 |
+0.05 |
20,885 |
178,161 |
-4,314 |
Mar13 |
111018 |
98.86 |
98.92 |
98.82 |
98.90 |
+0.06 |
22,873 |
151,543 |
-767 |
Total Volume and Open Interest |
177,516 |
1,841,950 |
-1,487 |
3-Mth Euribor(LIFFE) |
Dec11 |
111018 |
98.615 |
98.650 |
98.585 |
98.620 |
unch |
129,613 |
739,112 |
-14,712 |
Mar12 |
111018 |
98.815 |
98.830 |
98.755 |
98.795 |
unch |
123,498 |
511,084 |
-3,275 |
Jun12 |
111018 |
98.880 |
98.910 |
98.825 |
98.865 |
+0.005 |
115,450 |
364,793 |
+8,011 |
Total Volume and Open Interest |
786,062 |
3,308,301 |
-57,361 |
3-Mth Aus T-Bills(SFE) |
Dec11 |
111018 |
95.43 |
95.51 |
95.42 |
95.47 |
+0.03 |
20,771 |
219,332 |
-1,665 |
Mar12 |
111018 |
95.81 |
95.89 |
95.77 |
95.85 |
+0.05 |
20,889 |
192,111 |
+3,159 |
Jun12 |
111018 |
95.92 |
95.99 |
95.86 |
95.97 |
+0.07 |
10,628 |
113,867 |
-1,138 |
Sep12 |
111018 |
95.85 |
95.97 |
95.83 |
95.94 |
+0.07 |
6,005 |
79,710 |
+1,161 |
Dec12 |
111018 |
95.79 |
95.88 |
95.76 |
95.88 |
+0.07 |
2,114 |
47,211 |
+308 |
Mar13 |
111018 |
95.72 |
95.82 |
95.71 |
95.82 |
+0.08 |
1,094 |
44,742 |
+230 |
Jun13 |
111018 |
95.64 |
95.76 |
95.64 |
95.76 |
+0.08 |
1,400 |
33,089 |
+592 |
Sep13 |
111018 |
95.56 |
95.68 |
95.56 |
95.67 |
+0.07 |
812 |
14,165 |
+490 |
Dec13 |
111018 |
95.46 |
95.57 |
95.46 |
95.57 |
+0.07 |
525 |
3,361 |
+255 |
Mar14 |
111018 |
95.45 |
95.46 |
95.45 |
95.46 |
+0.07 |
20 |
426 |
+20 |
Total Volume and Open Interest |
64,258 |
748,080 |
+3,412 |
10-Year Aus T-Bonds(SFE) |
Dec11 |
111018 |
95.40 |
95.53 |
95.36 |
95.51 |
+0.11 |
50,584 |
337,279 |
-1,821 |
Mar12 |
111018 |
95.51 |
95.51 |
95.51 |
95.51 |
+0.11 |
|
|
|
Total Volume and Open Interest |
50,584 |
337,279 |
-1,821 |
3-Year Aus T-Bonds(SFE) |
Dec11 |
111018 |
96.08 |
96.18 |
96.03 |
96.17 |
+0.10 |
121,285 |
471,875 |
-21,898 |
Mar12 |
111018 |
96.17 |
96.17 |
96.17 |
96.17 |
+0.10 |
|
|
|
Total Volume and Open Interest |
121,285 |
471,875 |
-21,898 |
Gold(CMX) |
Oct11 |
111018 |
1666.0 |
1666.0 |
1627.5 |
1651.7 |
-23.8 |
41 |
707 |
+0 |
Dec11 |
111018 |
1672.5 |
1678.2 |
1628.2 |
1652.8 |
-23.8 |
114,497 |
275,361 |
+4,292 |
Feb12 |
111018 |
1675.5 |
1679.5 |
1630.3 |
1654.7 |
-23.9 |
2,146 |
48,664 |
+842 |
Apr12 |
111018 |
1676.5 |
1676.7 |
1635.0 |
1656.2 |
-23.9 |
453 |
13,316 |
-1 |
Jun12 |
111018 |
1667.3 |
1669.2 |
1635.0 |
1657.8 |
-23.9 |
267 |
17,759 |
+70 |
Aug12 |
111018 |
1680.9 |
1680.9 |
1637.4 |
1659.4 |
-24.0 |
201 |
7,544 |
+13 |
Oct12 |
111018 |
1682.7 |
1682.7 |
1651.8 |
1661.2 |
-24.0 |
45 |
5,877 |
+2 |
Dec12 |
111018 |
1686.2 |
1686.2 |
1640.0 |
1663.3 |
-24.1 |
156 |
14,938 |
-45 |
Feb13 |
111018 |
1650.0 |
1665.5 |
1650.0 |
1665.5 |
-24.0 |
2 |
3,392 |
+0 |
Apr13 |
111018 |
1644.2 |
1667.9 |
1644.2 |
1667.9 |
-24.2 |
4 |
280 |
-2 |
Jun13 |
111018 |
1671.0 |
1671.0 |
1671.0 |
1671.0 |
-24.5 |
120 |
12,138 |
+120 |
Aug13 |
111018 |
1674.2 |
1674.2 |
1674.2 |
1674.2 |
-24.6 |
0 |
45 |
+0 |
Total Volume and Open Interest |
118,281 |
445,391 |
+5,413 |
Silver(CMX) |
Dec11 |
111018 |
3185.0 |
3235.0 |
3037.0 |
3183.1 |
+1.0 |
37,334 |
60,501 |
+293 |
Mar12 |
111018 |
3180.0 |
3232.0 |
3050.0 |
3187.4 |
+1.0 |
2,576 |
10,991 |
+519 |
May12 |
111018 |
3151.0 |
3189.7 |
3102.0 |
3189.7 |
+1.2 |
97 |
3,033 |
+54 |
Jul12 |
111018 |
3098.0 |
3190.9 |
3098.0 |
3190.9 |
+1.2 |
130 |
2,440 |
+20 |
Sep12 |
111018 |
3165.0 |
3193.0 |
3118.0 |
3190.5 |
+1.4 |
64 |
1,022 |
+15 |
Dec12 |
111018 |
3050.0 |
3198.5 |
3050.0 |
3190.7 |
+1.7 |
193 |
10,813 |
+84 |
Mar13 |
111018 |
3184.9 |
3184.9 |
3184.9 |
3184.9 |
+1.7 |
0 |
751 |
+0 |
Total Volume and Open Interest |
40,446 |
102,604 |
+967 |
Platinum(NYMEX) |
Oct11 |
111018 |
1536.7 |
1536.7 |
1536.7 |
1536.7 |
-10.6 |
4 |
93 |
+2 |
Jan12 |
111018 |
1557.0 |
1562.0 |
1519.2 |
1540.7 |
-11.1 |
6,587 |
34,495 |
-264 |
Apr12 |
111018 |
1545.0 |
1545.0 |
1525.0 |
1544.6 |
-11.1 |
138 |
2,908 |
+54 |
Jul12 |
111018 |
1538.1 |
1548.2 |
1533.1 |
1548.2 |
-11.1 |
3 |
40 |
+2 |
Total Volume and Open Interest |
6,742 |
37,579 |
-196 |
Palladium(NYMEX) |
Dec11 |
111018 |
619.10 |
626.85 |
598.00 |
619.90 |
+3.10 |
2,780 |
18,850 |
-5 |
Mar12 |
111018 |
614.45 |
621.25 |
605.00 |
621.25 |
+3.35 |
34 |
451 |
+28 |
Jun12 |
111018 |
622.25 |
622.25 |
622.25 |
622.25 |
+3.35 |
2 |
6 |
-2 |
Total Volume and Open Interest |
2,818 |
19,309 |
+20 |
Copper(CMX) |
Dec11 |
111018 |
333.40 |
342.05 |
325.75 |
336.00 |
-1.80 |
49,513 |
77,511 |
+2,179 |
Mar12 |
111018 |
336.30 |
343.50 |
328.15 |
337.95 |
-1.75 |
4,752 |
30,121 |
+1,412 |
May12 |
111018 |
334.00 |
339.30 |
332.40 |
338.95 |
-1.80 |
418 |
8,547 |
+102 |
Jul12 |
111018 |
333.00 |
339.85 |
333.00 |
339.70 |
-1.80 |
3 |
2,576 |
+6 |
Sep12 |
111018 |
336.80 |
340.20 |
333.80 |
340.20 |
-1.85 |
3 |
1,260 |
+1 |
Total Volume and Open Interest |
55,167 |
127,958 |
+3,614 |
DJIA Index(CBOT) |
Dec11 |
111018 |
11299 |
11590 |
11220 |
11526 |
+225 |
1,299 |
12,388 |
+1,046 |
Mar12 |
111018 |
11451 |
11451 |
11226 |
11451 |
+225 |
0 |
21 |
+0 |
Jun12 |
111018 |
11381 |
11381 |
11156 |
11381 |
+225 |
|
|
|
Sep12 |
111018 |
11318 |
11318 |
11093 |
11318 |
+225 |
|
|
|
Total Volume and Open Interest |
1,299 |
12,409 |
+1,046 |
E-mini DJIA Index(CBOT) |
Dec11 |
111018 |
11295 |
11590 |
11219 |
11526 |
+225 |
116,582 |
72,685 |
-3,153 |
Mar12 |
111018 |
11200 |
11499 |
11189 |
11451 |
+225 |
8 |
105 |
+1 |
Jun12 |
111018 |
11381 |
11381 |
11381 |
11381 |
+225 |
0 |
2 |
+0 |
Sep12 |
111018 |
11318 |
11318 |
11318 |
11318 |
+225 |
0 |
10 |
+0 |
Total Volume and Open Interest |
116,590 |
72,802 |
-3,152 |
S & P 500(CME) |
Dec11 |
111018 |
1194.00 |
1230.00 |
1185.80 |
1223.10 |
+29.20 |
15,831 |
283,393 |
+1,976 |
Mar12 |
111018 |
1219.00 |
1222.80 |
1181.80 |
1217.00 |
+29.20 |
166 |
4,363 |
+124 |
Jun12 |
111018 |
1189.50 |
1217.80 |
1176.80 |
1212.00 |
+29.20 |
192 |
1,400 |
+141 |
Sep12 |
111018 |
1206.00 |
1211.80 |
1170.80 |
1206.00 |
+29.20 |
|
|
|
Total Volume and Open Interest |
16,189 |
289,256 |
+2,241 |
S & P 500 E-Mini(Globex) |
Dec11 |
111018 |
1194.00 |
1229.75 |
1185.50 |
1223.00 |
+29.00 |
2,385,603 |
3,004,602 |
-17,270 |
Mar12 |
111018 |
1195.50 |
1222.50 |
1179.75 |
1217.00 |
+29.25 |
4,736 |
8,170 |
+2,387 |
Total Volume and Open Interest |
2,390,358 |
3,012,967 |
-14,882 |
NASDAQ 100(CME) |
Dec11 |
111018 |
2321.00 |
2372.00 |
2305.00 |
2363.80 |
+42.80 |
1,983 |
17,965 |
+241 |
Mar12 |
111018 |
2359.80 |
2359.80 |
2358.00 |
2359.80 |
+42.80 |
|
|
|
Jun12 |
111018 |
2356.80 |
2356.80 |
2355.00 |
2356.80 |
+42.80 |
|
|
|
Total Volume and Open Interest |
1,983 |
17,965 |
+241 |
NASDAQ 100 E-Mini(Globex) |
Dec11 |
111018 |
2321.00 |
2371.50 |
2304.80 |
2363.80 |
+42.80 |
314,777 |
306,305 |
+258 |
Mar12 |
111018 |
2318.00 |
2359.80 |
2313.00 |
2359.80 |
+42.80 |
139 |
146 |
-80 |
Total Volume and Open Interest |
314,921 |
306,459 |
+183 |
S & P Midcap 400(CME) |
Dec11 |
111018 |
846.00 |
853.00 |
821.00 |
851.60 |
+23.10 |
292 |
4,555 |
+20 |
Mar12 |
111018 |
849.60 |
849.60 |
849.60 |
849.60 |
+23.10 |
|
|
|
Jun12 |
111018 |
847.60 |
847.60 |
847.60 |
847.60 |
+23.10 |
|
|
|
Total Volume and Open Interest |
292 |
4,555 |
+20 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Dec11 |
111018 |
8780 |
8895 |
8700 |
8885 |
+80 |
7,519 |
25,215 |
-558 |
Mar12 |
111018 |
8885 |
8885 |
8805 |
8885 |
+80 |
0 |
23 |
-1 |
Total Volume and Open Interest |
7,519 |
25,238 |
-559 |
Nikkei 225(SGX) |
Dec11 |
111018 |
8890 |
8955 |
8730 |
8740 |
-140 |
85,297 |
196,922 |
+4,088 |
Mar12 |
111018 |
8775 |
8775 |
8730 |
8730 |
-140 |
12 |
5,263 |
+2 |
Jun12 |
111018 |
8655 |
8655 |
8655 |
8655 |
-135 |
0 |
18 |
+0 |
Total Volume and Open Interest |
85,422 |
208,739 |
+4,102 |
CAC 40(EURONEXT) |
Oct11 |
111018 |
3140.0 |
3200.0 |
3088.5 |
3142.0 |
-23.0 |
135,330 |
270,707 |
+12,506 |
Nov11 |
111018 |
3135.0 |
3186.5 |
3085.0 |
3137.5 |
-22.5 |
30,366 |
54,025 |
+21,637 |
Dec11 |
111018 |
3131.0 |
3185.0 |
3088.5 |
3135.5 |
-22.0 |
1,107 |
44,052 |
+164 |
Total Volume and Open Interest |
166,803 |
368,788 |
+34,307 |
Hang Seng Index(HKFE) |
Oct11 |
111018 |
18355 |
18425 |
17932 |
18139 |
-665 |
80,777 |
87,665 |
+640 |
Nov11 |
111018 |
18336 |
18373 |
17899 |
18095 |
-667 |
762 |
5,283 |
+55 |
Dec11 |
111018 |
18399 |
18399 |
17888 |
18083 |
-665 |
372 |
10,040 |
+53 |
Total Volume and Open Interest |
82,059 |
104,176 |
+813 |
DAX(EUREX) |
Dec11 |
111018 |
5812.0 |
5998.0 |
5756.0 |
5873.0 |
+4.0 |
185,160 |
185,514 |
+7,997 |
Mar12 |
111018 |
5825.5 |
5999.0 |
5775.5 |
5887.0 |
+5.0 |
839 |
7,025 |
+29 |
Jun12 |
111018 |
5847.0 |
6015.0 |
5796.0 |
5907.5 |
+3.5 |
126 |
680 |
+68 |
Total Volume and Open Interest |
186,125 |
193,219 |
+8,094 |
FT-SE 100(EURONEXT) |
Dec11 |
111018 |
5367.00 |
5490.00 |
5323.50 |
5375.00 |
-31.50 |
122,748 |
642,498 |
-2,163 |
Mar12 |
111018 |
5313.50 |
5442.00 |
5313.50 |
5341.50 |
-30.50 |
13 |
1,071 |
+5 |
Jun12 |
111018 |
5304.00 |
5304.00 |
5304.00 |
5304.00 |
-32.00 |
0 |
503 |
+0 |
Total Volume and Open Interest |
122,761 |
644,072 |
-2,158 |
SPI 200(SFE) |
Dec11 |
111018 |
4281.0 |
4297.0 |
4182.0 |
4185.0 |
-99.0 |
41,386 |
195,870 |
-442 |
Mar12 |
111018 |
4200.0 |
4200.0 |
4164.0 |
4164.0 |
-100.0 |
134 |
2,623 |
+126 |
Jun12 |
111018 |
4176.0 |
4176.0 |
4176.0 |
4176.0 |
-97.0 |
0 |
1,183 |
-17 |
Total Volume and Open Interest |
42,912 |
204,940 |
-38 |
GSCI(CME) |
Nov11 |
111018 |
627.50 |
638.50 |
625.50 |
636.50 |
+4.75 |
208 |
7,660 |
+0 |
Dec11 |
111018 |
629.00 |
640.00 |
627.00 |
638.00 |
+3.50 |
16 |
17 |
-12 |
Jan12 |
111018 |
637.00 |
639.00 |
626.00 |
637.00 |
+3.50 |
|
|
|
Total Volume and Open Interest |
224 |
7,677 |
|
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. |
|
|