|
MRCI's End of Day Prices |
Daily Futures Price Listing Thu October 20, 2011 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Nov11 |
111020 |
1225.00 |
1226.25 |
1201.50 |
1225.00 |
unch |
141,052 |
167,302 |
-4,770 |
Jan12 |
111020 |
1231.00 |
1232.25 |
1207.50 |
1230.50 |
-0.75 |
59,334 |
178,303 |
+3,930 |
Mar12 |
111020 |
1238.50 |
1239.75 |
1215.00 |
1237.75 |
-0.75 |
22,732 |
75,289 |
-124 |
May12 |
111020 |
1243.75 |
1243.75 |
1220.75 |
1243.50 |
-0.25 |
14,150 |
65,317 |
+499 |
Jul12 |
111020 |
1249.50 |
1250.50 |
1226.75 |
1250.00 |
unch |
11,972 |
45,553 |
+1,132 |
Aug12 |
111020 |
1231.25 |
1243.00 |
1223.75 |
1243.00 |
+1.00 |
86 |
485 |
-29 |
Sep12 |
111020 |
1212.00 |
1225.75 |
1210.00 |
1225.75 |
+0.75 |
74 |
372 |
+9 |
Nov12 |
111020 |
1212.00 |
1213.75 |
1192.00 |
1212.25 |
-0.25 |
5,279 |
45,902 |
+849 |
Jan13 |
111020 |
1220.25 |
1220.50 |
1220.25 |
1220.25 |
-0.25 |
0 |
10,232 |
+0 |
Mar13 |
111020 |
1220.75 |
1226.00 |
1220.75 |
1225.75 |
-0.25 |
0 |
161 |
+0 |
May13 |
111020 |
1222.00 |
1226.50 |
1222.00 |
1226.25 |
-0.25 |
0 |
74 |
+0 |
Jul13 |
111020 |
1231.25 |
1231.50 |
1231.25 |
1231.25 |
-0.25 |
0 |
191 |
+0 |
Aug13 |
111020 |
1229.25 |
1229.50 |
1229.25 |
1229.25 |
-0.25 |
|
|
|
Sep13 |
111020 |
1213.25 |
1213.50 |
1213.25 |
1213.25 |
-0.25 |
|
|
|
Total Volume and Open Interest |
254,735 |
590,786 |
+1,519 |
Soybean Meal(CBOT) |
Dec11 |
111020 |
319.60 |
321.20 |
314.20 |
320.30 |
+1.00 |
44,249 |
92,883 |
+568 |
Jan12 |
111020 |
321.00 |
322.60 |
315.80 |
321.70 |
+0.80 |
8,508 |
21,674 |
-244 |
Mar12 |
111020 |
323.30 |
324.90 |
318.00 |
324.00 |
+0.80 |
3,600 |
22,230 |
+301 |
May12 |
111020 |
324.00 |
325.90 |
319.30 |
325.00 |
+1.20 |
1,485 |
17,698 |
+151 |
Jul12 |
111020 |
326.00 |
327.60 |
321.10 |
326.80 |
+1.00 |
2,344 |
15,809 |
+223 |
Aug12 |
111020 |
325.50 |
326.50 |
321.60 |
326.50 |
+1.00 |
230 |
2,911 |
+131 |
Sep12 |
111020 |
323.50 |
324.90 |
320.50 |
324.50 |
+1.00 |
232 |
3,291 |
+134 |
Oct12 |
111020 |
316.00 |
318.20 |
316.00 |
318.20 |
+1.10 |
86 |
2,184 |
+29 |
Dec12 |
111020 |
315.20 |
318.50 |
312.90 |
318.40 |
+0.80 |
1,546 |
9,309 |
+664 |
Jan13 |
111020 |
319.80 |
320.10 |
319.30 |
320.10 |
+0.80 |
62 |
843 |
+48 |
Total Volume and Open Interest |
62,535 |
190,096 |
+2,185 |
Soybean Oil(CBOT) |
Dec11 |
111020 |
51.55 |
51.57 |
50.54 |
51.39 |
-0.09 |
61,963 |
118,481 |
-600 |
Jan12 |
111020 |
51.81 |
51.82 |
50.81 |
51.66 |
-0.08 |
11,379 |
67,088 |
+1,356 |
Mar12 |
111020 |
52.12 |
52.13 |
51.14 |
52.00 |
-0.08 |
6,529 |
44,147 |
-161 |
May12 |
111020 |
52.34 |
52.38 |
51.41 |
52.26 |
-0.07 |
2,827 |
27,516 |
+232 |
Jul12 |
111020 |
52.54 |
52.54 |
51.60 |
52.48 |
-0.05 |
2,827 |
19,891 |
+910 |
Aug12 |
111020 |
52.57 |
52.57 |
51.85 |
52.53 |
-0.05 |
130 |
2,672 |
+4 |
Sep12 |
111020 |
52.50 |
52.50 |
51.90 |
52.49 |
-0.05 |
377 |
2,996 |
+251 |
Oct12 |
111020 |
52.25 |
52.29 |
51.46 |
52.24 |
-0.05 |
148 |
3,132 |
+66 |
Dec12 |
111020 |
52.19 |
52.26 |
51.19 |
52.14 |
-0.04 |
1,253 |
11,638 |
+520 |
Jan13 |
111020 |
52.00 |
52.18 |
51.63 |
52.14 |
-0.04 |
0 |
15 |
+0 |
Total Volume and Open Interest |
87,433 |
297,610 |
+2,578 |
Canola(WCE) |
Nov11 |
111020 |
525.6 |
526.7 |
518.5 |
524.5 |
-1.1 |
5,496 |
32,651 |
-7,359 |
Jan12 |
111020 |
532.8 |
536.5 |
528.0 |
534.0 |
-1.4 |
4,571 |
87,076 |
+1,527 |
Mar12 |
111020 |
543.3 |
544.8 |
536.9 |
542.7 |
-1.6 |
599 |
21,756 |
+99 |
May12 |
111020 |
546.9 |
551.3 |
543.1 |
549.4 |
-1.4 |
566 |
12,015 |
+319 |
Jul12 |
111020 |
553.8 |
556.0 |
547.9 |
555.1 |
-1.4 |
134 |
5,188 |
+77 |
Total Volume and Open Interest |
11,392 |
170,460 |
-5,337 |
Corn(CBOT) |
Dec11 |
111020 |
638.25 |
651.00 |
632.00 |
649.50 |
+11.00 |
164,058 |
554,512 |
-13,223 |
Mar12 |
111020 |
648.00 |
660.75 |
642.00 |
659.25 |
+10.75 |
51,754 |
278,980 |
+4,786 |
May12 |
111020 |
654.50 |
666.00 |
648.25 |
664.50 |
+10.25 |
12,339 |
86,418 |
+1,220 |
Jul12 |
111020 |
657.75 |
669.75 |
652.00 |
668.75 |
+10.50 |
15,458 |
116,069 |
+767 |
Sep12 |
111020 |
612.75 |
625.50 |
610.50 |
624.50 |
+8.00 |
2,433 |
31,454 |
+546 |
Dec12 |
111020 |
592.25 |
600.25 |
589.75 |
600.25 |
+6.75 |
10,425 |
118,206 |
+710 |
Mar13 |
111020 |
604.00 |
610.75 |
604.00 |
610.75 |
+6.00 |
447 |
30,155 |
+263 |
May13 |
111020 |
612.25 |
617.75 |
611.50 |
617.75 |
+6.25 |
15 |
1,196 |
+3 |
Jul13 |
111020 |
620.00 |
623.25 |
616.50 |
623.25 |
+6.75 |
43 |
1,573 |
+7 |
Sep13 |
111020 |
598.25 |
598.25 |
592.50 |
598.25 |
+5.75 |
0 |
306 |
+0 |
Total Volume and Open Interest |
257,068 |
1,232,472 |
-4,859 |
Wheat(CBOT) |
Dec11 |
111020 |
619.00 |
632.25 |
613.50 |
630.75 |
+11.25 |
44,916 |
202,707 |
-2,993 |
Mar12 |
111020 |
652.75 |
664.50 |
646.00 |
663.00 |
+11.25 |
12,215 |
93,434 |
-1,015 |
May12 |
111020 |
672.75 |
685.25 |
667.25 |
684.25 |
+9.25 |
1,419 |
28,761 |
+18 |
Jul12 |
111020 |
691.25 |
702.75 |
683.50 |
700.75 |
+9.25 |
2,776 |
61,642 |
+406 |
Sep12 |
111020 |
711.00 |
718.00 |
701.75 |
718.00 |
+9.00 |
206 |
3,984 |
+34 |
Dec12 |
111020 |
724.75 |
736.75 |
718.50 |
735.25 |
+8.50 |
597 |
31,613 |
+63 |
Total Volume and Open Interest |
62,179 |
425,942 |
-3,480 |
Wheat(KCBT) |
Dec11 |
111020 |
705.25 |
725.00 |
699.25 |
725.00 |
+19.50 |
5,721 |
62,343 |
-410 |
Mar12 |
111020 |
719.75 |
739.50 |
714.00 |
739.50 |
+19.25 |
2,136 |
48,172 |
-33 |
May12 |
111020 |
725.25 |
748.00 |
723.00 |
748.00 |
+20.25 |
441 |
8,527 |
-47 |
Jul12 |
111020 |
733.50 |
756.00 |
728.75 |
756.00 |
+21.50 |
783 |
30,970 |
-181 |
Sep12 |
111020 |
745.00 |
768.00 |
741.50 |
768.00 |
+21.50 |
44 |
2,670 |
+8 |
Dec12 |
111020 |
761.50 |
783.50 |
760.00 |
783.50 |
+20.00 |
28 |
3,474 |
-26 |
Total Volume and Open Interest |
9,162 |
156,448 |
-684 |
Wheat(MGE) |
Dec11 |
111020 |
905.00 |
926.50 |
896.00 |
917.50 |
+6.00 |
959 |
11,381 |
-317 |
Mar12 |
111020 |
849.50 |
864.00 |
833.50 |
849.75 |
+0.25 |
890 |
15,292 |
+122 |
May12 |
111020 |
817.00 |
845.25 |
817.00 |
831.50 |
unch |
245 |
4,891 |
+51 |
Jul12 |
111020 |
808.00 |
835.75 |
808.00 |
823.75 |
+0.75 |
188 |
5,356 |
-4 |
Sep12 |
111020 |
791.50 |
808.75 |
785.25 |
800.25 |
+2.00 |
84 |
2,846 |
+2 |
Total Volume and Open Interest |
2,409 |
41,570 |
-164 |
Oats(CBOT) |
Dec11 |
111020 |
337.25 |
339.75 |
334.00 |
337.00 |
unch |
515 |
12,264 |
-52 |
Mar12 |
111020 |
346.75 |
347.00 |
344.00 |
347.00 |
unch |
86 |
3,248 |
+50 |
May12 |
111020 |
352.50 |
353.50 |
352.25 |
353.50 |
unch |
1 |
223 |
+0 |
Jul12 |
111020 |
359.50 |
359.50 |
359.50 |
359.50 |
unch |
1 |
19 |
+1 |
Total Volume and Open Interest |
615 |
15,863 |
+11 |
Rough Rice(CBOT) |
Nov11 |
111020 |
16.41 |
16.58 |
16.24 |
16.32 |
-0.14 |
385 |
7,185 |
-217 |
Jan12 |
111020 |
16.72 |
16.90 |
16.55 |
16.62 |
-0.13 |
445 |
7,467 |
+260 |
Mar12 |
111020 |
17.02 |
17.20 |
16.86 |
16.92 |
-0.13 |
27 |
3,040 |
+15 |
May12 |
111020 |
17.22 |
17.35 |
17.15 |
17.18 |
-0.11 |
11 |
317 |
+0 |
Total Volume and Open Interest |
886 |
18,362 |
+71 |
Live Cattle(CME) |
Oct11 |
111020 |
121.350 |
121.800 |
119.930 |
121.450 |
+0.050 |
3,577 |
8,454 |
-577 |
Dec11 |
111020 |
122.800 |
123.080 |
121.050 |
121.800 |
-1.150 |
21,377 |
156,765 |
-1,569 |
Feb12 |
111020 |
125.535 |
125.730 |
123.885 |
124.800 |
-0.750 |
9,535 |
77,905 |
+181 |
Apr12 |
111020 |
128.880 |
129.250 |
127.785 |
128.850 |
-0.385 |
7,661 |
60,498 |
+2,106 |
Jun12 |
111020 |
126.000 |
126.500 |
125.035 |
126.400 |
+0.400 |
1,749 |
26,448 |
+465 |
Aug12 |
111020 |
125.180 |
126.000 |
124.330 |
125.950 |
+0.150 |
274 |
5,335 |
+73 |
Total Volume and Open Interest |
44,350 |
338,797 |
+785 |
Feeder Cattle(CME) |
Oct11 |
111020 |
139.035 |
139.500 |
138.100 |
139.285 |
+0.085 |
340 |
3,213 |
-152 |
Nov11 |
111020 |
142.300 |
142.850 |
141.000 |
142.035 |
-0.615 |
2,180 |
11,717 |
-134 |
Jan12 |
111020 |
146.400 |
147.450 |
145.735 |
146.985 |
+0.235 |
1,655 |
13,121 |
+459 |
Mar12 |
111020 |
146.800 |
147.700 |
146.100 |
147.500 |
+0.200 |
422 |
4,762 |
+66 |
Apr12 |
111020 |
147.000 |
147.950 |
146.450 |
147.650 |
unch |
135 |
1,078 |
+24 |
May12 |
111020 |
147.550 |
148.150 |
146.600 |
148.000 |
-0.100 |
146 |
1,123 |
+63 |
Aug12 |
111020 |
148.700 |
149.200 |
147.400 |
149.100 |
+0.100 |
100 |
1,344 |
+56 |
Total Volume and Open Interest |
4,982 |
36,445 |
+385 |
Lean Hogs(CME) |
Dec11 |
111020 |
90.550 |
90.850 |
88.785 |
89.980 |
-0.100 |
19,102 |
103,081 |
-368 |
Feb12 |
111020 |
93.180 |
93.180 |
91.400 |
92.500 |
-0.035 |
10,509 |
63,975 |
+290 |
Apr12 |
111020 |
95.430 |
95.600 |
94.400 |
95.000 |
-0.200 |
7,204 |
50,707 |
-271 |
May12 |
111020 |
99.500 |
99.750 |
98.500 |
99.750 |
unch |
154 |
2,016 |
+35 |
Jun12 |
111020 |
101.050 |
101.050 |
100.035 |
100.850 |
-0.100 |
2,309 |
30,660 |
+909 |
Jul12 |
111020 |
99.580 |
99.950 |
98.635 |
99.830 |
+0.250 |
302 |
8,720 |
+68 |
Aug12 |
111020 |
97.600 |
97.800 |
96.700 |
97.700 |
-0.250 |
355 |
9,470 |
+171 |
Oct12 |
111020 |
85.885 |
86.100 |
85.080 |
86.050 |
-0.235 |
553 |
4,465 |
+75 |
Total Volume and Open Interest |
40,671 |
274,965 |
+897 |
Class III Milk(CME) |
Oct11 |
111020 |
17.95 |
17.95 |
17.92 |
17.93 |
+0.01 |
10 |
5,169 |
-11 |
Nov11 |
111020 |
17.43 |
17.50 |
17.05 |
17.42 |
+0.06 |
294 |
5,332 |
+87 |
Dec11 |
111020 |
16.88 |
16.88 |
16.53 |
16.67 |
-0.13 |
235 |
4,660 |
+40 |
Jan12 |
111020 |
16.48 |
16.48 |
16.31 |
16.40 |
-0.06 |
99 |
2,353 |
+18 |
Feb12 |
111020 |
16.25 |
16.25 |
16.00 |
16.02 |
-0.13 |
78 |
2,107 |
+37 |
Total Volume and Open Interest |
1,055 |
31,174 |
+308 |
Cocoa(ICE) |
Dec11 |
111020 |
2590 |
2611 |
2545 |
2562 |
-41 |
8,217 |
72,254 |
-431 |
Mar12 |
111020 |
2637 |
2652 |
2590 |
2607 |
-37 |
1,997 |
62,468 |
+366 |
May12 |
111020 |
2643 |
2656 |
2605 |
2621 |
-38 |
1,335 |
19,628 |
+62 |
Jul12 |
111020 |
2685 |
2685 |
2624 |
2638 |
-38 |
235 |
10,118 |
+67 |
Sep12 |
111020 |
2670 |
2670 |
2641 |
2654 |
-37 |
51 |
11,490 |
+5 |
Dec12 |
111020 |
2673 |
2709 |
2647 |
2664 |
-39 |
214 |
9,970 |
-125 |
Mar13 |
111020 |
2700 |
2730 |
2670 |
2686 |
-38 |
156 |
2,810 |
+87 |
Total Volume and Open Interest |
12,249 |
190,884 |
+31 |
Coffee "C"(ICE) |
Dec11 |
111020 |
234.40 |
236.85 |
229.70 |
231.65 |
-4.50 |
11,179 |
64,526 |
-430 |
Mar12 |
111020 |
236.75 |
239.80 |
233.00 |
234.65 |
-4.45 |
4,449 |
32,253 |
+100 |
May12 |
111020 |
238.40 |
240.00 |
234.50 |
236.00 |
-4.55 |
1,272 |
12,789 |
+81 |
Jul12 |
111020 |
240.00 |
240.75 |
235.70 |
237.10 |
-4.60 |
305 |
4,102 |
-24 |
Sep12 |
111020 |
239.25 |
240.50 |
237.00 |
237.25 |
-4.55 |
68 |
3,288 |
+11 |
Dec12 |
111020 |
239.20 |
240.25 |
237.40 |
237.40 |
-4.40 |
38 |
2,652 |
+14 |
Total Volume and Open Interest |
17,311 |
120,497 |
-248 |
Orange Juice(ICE) |
Nov11 |
111020 |
172.65 |
174.85 |
169.35 |
174.30 |
+2.05 |
1,442 |
5,825 |
-543 |
Jan12 |
111020 |
168.25 |
169.95 |
165.35 |
169.40 |
+1.15 |
1,694 |
13,924 |
+1,282 |
Mar12 |
111020 |
164.15 |
167.95 |
164.15 |
167.95 |
+1.50 |
44 |
4,319 |
+20 |
May12 |
111020 |
166.80 |
166.80 |
166.80 |
166.80 |
+1.55 |
2 |
1,552 |
-1 |
Jul12 |
111020 |
167.15 |
167.15 |
167.15 |
167.15 |
+1.65 |
0 |
319 |
+0 |
Sep12 |
111020 |
166.75 |
166.75 |
166.75 |
166.75 |
+1.95 |
0 |
53 |
+0 |
Total Volume and Open Interest |
3,182 |
26,005 |
+758 |
Sugar #11(ICE) |
Mar12 |
111020 |
26.70 |
27.10 |
26.13 |
26.80 |
-0.17 |
56,213 |
250,051 |
+271 |
May12 |
111020 |
25.63 |
26.20 |
25.32 |
25.97 |
-0.12 |
17,050 |
79,350 |
+2,354 |
Jul12 |
111020 |
24.84 |
25.20 |
24.45 |
25.04 |
-0.07 |
9,686 |
71,467 |
+536 |
Oct12 |
111020 |
24.25 |
24.65 |
23.99 |
24.56 |
-0.04 |
4,302 |
42,730 |
+507 |
Mar13 |
111020 |
24.22 |
24.72 |
23.95 |
24.57 |
unch |
1,878 |
29,633 |
+151 |
Total Volume and Open Interest |
89,845 |
502,408 |
+4,036 |
London Cocoa(LCE) |
Dec11 |
111020 |
1668 |
1685 |
1666 |
1671 |
-16 |
5,585 |
78,132 |
+227 |
Mar12 |
111020 |
1686 |
1706 |
1686 |
1691 |
-15 |
2,416 |
57,089 |
+329 |
May12 |
111020 |
1706 |
1723 |
1702 |
1706 |
-15 |
725 |
15,836 |
+35 |
Jul12 |
111020 |
1715 |
1736 |
1715 |
1721 |
-13 |
1,048 |
18,672 |
+273 |
Sep12 |
111020 |
1735 |
1753 |
1732 |
1736 |
-12 |
395 |
12,471 |
+97 |
Dec12 |
111020 |
1744 |
1760 |
1742 |
1748 |
-11 |
27 |
10,505 |
+12 |
Mar13 |
111020 |
1758 |
1758 |
1758 |
1758 |
-13 |
0 |
2,362 |
+0 |
Total Volume and Open Interest |
10,196 |
195,574 |
+973 |
London Sugar(LCE) |
Dec11 |
111020 |
685.20 |
698.80 |
677.90 |
683.00 |
-16.00 |
3,277 |
18,595 |
+893 |
Mar12 |
111020 |
668.60 |
680.90 |
661.90 |
664.70 |
-17.20 |
1,877 |
14,642 |
+507 |
May12 |
111020 |
653.60 |
670.30 |
653.60 |
655.90 |
-14.20 |
443 |
6,713 |
+110 |
Aug12 |
111020 |
638.90 |
653.00 |
638.90 |
640.80 |
-12.20 |
133 |
3,998 |
+53 |
Oct12 |
111020 |
625.80 |
639.50 |
625.80 |
628.70 |
-10.00 |
99 |
2,454 |
+5 |
Total Volume and Open Interest |
5,849 |
48,134 |
+1,577 |
Cotton(ICE) |
Dec11 |
111020 |
99.60 |
100.04 |
96.78 |
96.86 |
-2.86 |
7,957 |
83,364 |
+476 |
Mar12 |
111020 |
97.78 |
97.78 |
95.20 |
95.42 |
-2.45 |
3,312 |
43,418 |
-158 |
May12 |
111020 |
97.00 |
97.30 |
95.00 |
95.23 |
-2.21 |
1,715 |
9,829 |
+486 |
Jul12 |
111020 |
96.74 |
97.06 |
94.80 |
94.96 |
-2.19 |
867 |
11,742 |
+349 |
Oct12 |
111020 |
93.61 |
93.61 |
93.61 |
93.61 |
-1.44 |
0 |
3 |
+0 |
Dec12 |
111020 |
93.00 |
93.25 |
92.00 |
92.11 |
-1.11 |
450 |
3,618 |
+122 |
Total Volume and Open Interest |
14,302 |
152,825 |
+1,275 |
Lumber(CME) |
Nov11 |
111020 |
221.1 |
222.0 |
214.5 |
216.2 |
-5.8 |
1,320 |
3,138 |
-851 |
Jan12 |
111020 |
236.0 |
236.8 |
229.1 |
229.6 |
-8.9 |
1,180 |
5,196 |
+354 |
Mar12 |
111020 |
250.0 |
251.0 |
248.0 |
249.0 |
-6.5 |
46 |
1,257 |
+0 |
May12 |
111020 |
264.9 |
264.9 |
263.0 |
263.0 |
-5.0 |
6 |
161 |
-1 |
Total Volume and Open Interest |
2,552 |
9,777 |
-498 |
Crude Oil(NYM) |
Nov11 |
111020 |
86.10 |
86.94 |
84.10 |
85.30 |
-0.81 |
112,020 |
13,927 |
-35,934 |
Dec11 |
111020 |
86.20 |
87.12 |
84.22 |
86.07 |
-0.22 |
366,337 |
361,722 |
+5,502 |
Jan12 |
111020 |
86.38 |
87.24 |
84.38 |
86.21 |
-0.22 |
49,751 |
175,102 |
+1,045 |
Feb12 |
111020 |
86.51 |
87.31 |
84.57 |
86.37 |
-0.23 |
22,551 |
69,578 |
+1,544 |
Mar12 |
111020 |
86.69 |
87.45 |
84.69 |
86.53 |
-0.21 |
18,496 |
70,077 |
+386 |
Apr12 |
111020 |
86.49 |
87.31 |
84.94 |
86.64 |
-0.17 |
6,291 |
34,611 |
-335 |
May12 |
111020 |
86.48 |
87.39 |
84.95 |
86.75 |
-0.11 |
5,842 |
27,846 |
+327 |
Jun12 |
111020 |
87.09 |
87.75 |
85.00 |
86.85 |
-0.05 |
19,400 |
73,825 |
-98 |
Jul12 |
111020 |
86.65 |
87.49 |
85.15 |
86.96 |
-0.02 |
2,306 |
36,804 |
-287 |
Aug12 |
111020 |
87.35 |
87.60 |
85.61 |
87.05 |
-0.01 |
2,024 |
20,108 |
+192 |
Sep12 |
111020 |
87.05 |
87.31 |
87.04 |
87.17 |
-0.01 |
4,201 |
19,536 |
+466 |
Oct12 |
111020 |
86.06 |
87.50 |
86.06 |
87.32 |
-0.01 |
2,216 |
23,158 |
+297 |
Nov12 |
111020 |
87.52 |
87.52 |
87.52 |
87.52 |
-0.02 |
2,896 |
25,013 |
-17 |
Dec12 |
111020 |
87.69 |
88.34 |
86.00 |
87.72 |
-0.03 |
30,703 |
164,160 |
+214 |
Jan13 |
111020 |
87.77 |
87.77 |
87.77 |
87.77 |
-0.03 |
1,123 |
24,871 |
+303 |
Feb13 |
111020 |
87.78 |
87.78 |
87.78 |
87.78 |
-0.03 |
306 |
9,705 |
-98 |
Total Volume and Open Interest |
665,796 |
1,406,505 |
-25,058 |
e-miNY Crude Oil(NYM) |
Oct11 |
110919 |
87.250 |
87.400 |
84.800 |
85.700 |
-2.250 |
4,569 |
1,489 |
-206 |
Nov11 |
111019 |
88.200 |
89.500 |
86.100 |
86.100 |
-2.250 |
5,853 |
2,683 |
-142 |
Dec11 |
111020 |
86.200 |
87.125 |
84.225 |
86.075 |
-0.225 |
11,569 |
2,003 |
+392 |
Jan12 |
111020 |
86.475 |
87.000 |
84.450 |
86.200 |
-0.225 |
264 |
346 |
-50 |
Feb12 |
111020 |
87.000 |
87.000 |
85.075 |
86.375 |
-0.225 |
81 |
70 |
-42 |
Mar12 |
111020 |
84.750 |
86.525 |
84.750 |
86.525 |
-0.225 |
0 |
13 |
+0 |
Apr12 |
111020 |
86.900 |
86.925 |
86.650 |
86.650 |
-0.150 |
0 |
22 |
+0 |
May12 |
111020 |
86.750 |
86.750 |
86.750 |
86.750 |
-0.100 |
0 |
7 |
+0 |
Jun12 |
111020 |
86.850 |
86.850 |
86.850 |
86.850 |
-0.050 |
2 |
18 |
+2 |
Jul12 |
111020 |
86.950 |
86.950 |
86.950 |
86.950 |
-0.025 |
0 |
4 |
+0 |
Total Volume and Open Interest |
11,918 |
2,713 |
-2,379 |
Heating Oil(NYM) |
Nov11 |
111020 |
299.16 |
303.45 |
296.85 |
303.01 |
+4.89 |
40,578 |
52,382 |
-3,346 |
Dec11 |
111020 |
298.77 |
303.07 |
296.37 |
302.66 |
+4.66 |
52,096 |
71,938 |
+2,168 |
Jan12 |
111020 |
296.88 |
301.70 |
295.40 |
301.30 |
+4.18 |
26,182 |
48,163 |
+167 |
Feb12 |
111020 |
295.16 |
299.66 |
293.53 |
299.25 |
+3.82 |
13,032 |
20,854 |
-443 |
Mar12 |
111020 |
292.50 |
296.67 |
290.73 |
296.41 |
+3.54 |
8,982 |
21,699 |
-191 |
Apr12 |
111020 |
288.78 |
292.35 |
287.11 |
292.03 |
+3.35 |
2,436 |
11,537 |
-116 |
May12 |
111020 |
284.71 |
287.73 |
283.18 |
287.73 |
+3.16 |
1,524 |
8,016 |
+70 |
Jun12 |
111020 |
282.22 |
285.52 |
280.18 |
285.16 |
+2.94 |
8,293 |
31,284 |
+1,274 |
Jul12 |
111020 |
284.23 |
284.71 |
280.00 |
284.71 |
+2.77 |
268 |
7,239 |
+3 |
Aug12 |
111020 |
284.61 |
284.61 |
284.61 |
284.61 |
+2.63 |
56 |
4,047 |
-7 |
Sep12 |
111020 |
284.61 |
284.61 |
284.61 |
284.61 |
+2.50 |
68 |
4,309 |
+37 |
Oct12 |
111020 |
285.21 |
285.21 |
285.21 |
285.21 |
+2.49 |
39 |
1,421 |
-6 |
Total Volume and Open Interest |
154,133 |
298,312 |
-582 |
Gasoline(NYMEX) |
Nov11 |
111020 |
267.70 |
269.62 |
261.15 |
267.55 |
+0.40 |
42,663 |
44,286 |
-2,829 |
Dec11 |
111020 |
265.06 |
267.44 |
259.52 |
265.70 |
+1.21 |
54,531 |
78,380 |
+3,297 |
Jan12 |
111020 |
262.00 |
265.89 |
258.73 |
264.66 |
+1.68 |
25,498 |
38,024 |
-2,217 |
Feb12 |
111020 |
262.42 |
265.60 |
258.66 |
264.15 |
+1.75 |
13,431 |
17,137 |
-749 |
Mar12 |
111020 |
263.57 |
265.92 |
258.88 |
264.24 |
+1.69 |
9,344 |
20,285 |
+78 |
Apr12 |
111020 |
275.32 |
277.28 |
270.62 |
276.06 |
+1.80 |
4,457 |
15,994 |
+209 |
May12 |
111020 |
276.50 |
276.50 |
275.34 |
275.34 |
+1.71 |
4,332 |
10,373 |
-322 |
Jun12 |
111020 |
270.71 |
274.74 |
268.40 |
273.50 |
+1.72 |
7,581 |
19,412 |
+198 |
Jul12 |
111020 |
269.56 |
271.13 |
269.56 |
271.13 |
+1.71 |
1,789 |
4,989 |
-354 |
Aug12 |
111020 |
265.50 |
268.30 |
265.50 |
268.30 |
+1.50 |
324 |
5,179 |
+38 |
Total Volume and Open Interest |
164,804 |
275,759 |
-2,591 |
e-miNY RBOB Gasoline(NYM) |
Nov11 |
111020 |
267.60 |
267.60 |
267.55 |
267.60 |
+0.40 |
|
|
|
Dec11 |
111020 |
265.70 |
265.70 |
265.70 |
265.70 |
+1.20 |
|
|
|
Jan12 |
111020 |
264.70 |
264.70 |
264.66 |
264.70 |
+1.70 |
0 |
1 |
+0 |
Feb12 |
111020 |
264.20 |
264.20 |
264.15 |
264.20 |
+1.80 |
0 |
1 |
+0 |
Total Volume and Open Interest |
0 |
2 |
+0 |
Natural Gas(NYM) |
Nov11 |
111020 |
3.605 |
3.724 |
3.571 |
3.630 |
+0.044 |
119,834 |
89,055 |
-13,118 |
Dec11 |
111020 |
3.830 |
3.906 |
3.790 |
3.834 |
+0.021 |
79,181 |
140,978 |
+3,358 |
Jan12 |
111020 |
3.953 |
4.027 |
3.919 |
3.964 |
+0.014 |
38,909 |
238,326 |
+3,535 |
Feb12 |
111020 |
3.960 |
4.042 |
3.938 |
3.978 |
+0.008 |
14,014 |
72,774 |
+2,607 |
Mar12 |
111020 |
3.928 |
4.002 |
3.905 |
3.945 |
+0.007 |
12,006 |
86,590 |
+444 |
Apr12 |
111020 |
3.920 |
3.990 |
3.892 |
3.929 |
+0.003 |
14,312 |
90,969 |
-190 |
May12 |
111020 |
3.953 |
4.017 |
3.934 |
3.963 |
+0.001 |
3,092 |
29,625 |
+1,099 |
Jun12 |
111020 |
4.012 |
4.047 |
3.970 |
4.004 |
-0.001 |
931 |
13,999 |
-16 |
Jul12 |
111020 |
4.038 |
4.103 |
4.022 |
4.049 |
-0.002 |
732 |
17,182 |
+21 |
Aug12 |
111020 |
4.065 |
4.131 |
4.047 |
4.075 |
-0.002 |
676 |
12,602 |
+60 |
Sep12 |
111020 |
4.084 |
4.113 |
4.041 |
4.075 |
-0.002 |
900 |
9,639 |
+145 |
Oct12 |
111020 |
4.090 |
4.157 |
4.076 |
4.110 |
-0.002 |
3,187 |
48,912 |
+127 |
Nov12 |
111020 |
4.260 |
4.310 |
4.230 |
4.264 |
-0.003 |
554 |
11,910 |
+129 |
Dec12 |
111020 |
4.529 |
4.570 |
4.495 |
4.527 |
-0.008 |
912 |
15,793 |
+454 |
Jan13 |
111020 |
4.671 |
4.721 |
4.656 |
4.673 |
-0.008 |
830 |
26,727 |
-264 |
Feb13 |
111020 |
4.665 |
4.670 |
4.636 |
4.654 |
-0.007 |
74 |
5,189 |
+43 |
Total Volume and Open Interest |
291,280 |
995,793 |
-1,040 |
Brent Crude Oil(ICE) |
Dec11 |
111020 |
108.50 |
110.17 |
107.31 |
109.76 |
+1.37 |
250,292 |
219,742 |
-7,034 |
Jan12 |
111020 |
107.51 |
108.90 |
106.19 |
108.49 |
+1.18 |
125,227 |
141,298 |
+1,053 |
Feb12 |
111020 |
106.77 |
108.08 |
105.40 |
107.57 |
+0.98 |
75,340 |
97,177 |
+7,634 |
Mar12 |
111020 |
106.08 |
107.33 |
104.72 |
106.73 |
+0.83 |
49,811 |
79,097 |
+8,158 |
Apr12 |
111020 |
105.80 |
106.67 |
104.19 |
106.10 |
+0.72 |
25,192 |
30,908 |
+2,371 |
May12 |
111020 |
105.34 |
106.22 |
103.80 |
105.58 |
+0.61 |
18,040 |
19,828 |
+781 |
Jun12 |
111020 |
104.91 |
105.87 |
103.34 |
105.07 |
+0.49 |
39,444 |
58,796 |
-867 |
Jul12 |
111020 |
104.23 |
105.29 |
103.48 |
104.64 |
+0.40 |
5,233 |
15,665 |
-770 |
Aug12 |
111020 |
103.87 |
104.36 |
103.09 |
104.21 |
+0.33 |
3,363 |
14,216 |
-20 |
Sep12 |
111020 |
103.73 |
103.73 |
103.73 |
103.73 |
+0.24 |
4,332 |
17,213 |
-441 |
Oct12 |
111020 |
102.20 |
103.26 |
102.20 |
103.26 |
+0.16 |
3,122 |
9,371 |
+751 |
Nov12 |
111020 |
102.82 |
102.82 |
102.82 |
102.82 |
+0.08 |
3,048 |
13,887 |
+171 |
Dec12 |
111020 |
102.51 |
103.33 |
100.90 |
102.37 |
+0.01 |
29,811 |
98,561 |
+658 |
Jan13 |
111020 |
102.04 |
102.04 |
102.04 |
102.04 |
-0.03 |
383 |
7,116 |
-38 |
Total Volume and Open Interest |
652,426 |
960,242 |
+14,751 |
Gas Oil(ICE) |
Nov11 |
111020 |
940.00 |
946.75 |
927.75 |
936.00 |
-12.25 |
68,412 |
102,010 |
+3,594 |
Dec11 |
111020 |
924.00 |
936.25 |
916.75 |
925.25 |
-14.00 |
100,419 |
114,981 |
-2,653 |
Jan12 |
111020 |
919.00 |
928.75 |
909.75 |
917.75 |
-15.25 |
45,137 |
53,939 |
-213 |
Feb12 |
111020 |
913.00 |
922.00 |
904.00 |
911.25 |
-15.75 |
29,046 |
43,759 |
+2,691 |
Mar12 |
111020 |
907.00 |
915.25 |
897.75 |
905.00 |
-16.25 |
17,890 |
32,063 |
-797 |
Apr12 |
111020 |
901.25 |
909.25 |
893.50 |
899.00 |
-16.75 |
8,493 |
19,868 |
+166 |
May12 |
111020 |
891.75 |
904.25 |
886.00 |
893.50 |
-17.25 |
4,845 |
19,440 |
+1,173 |
Jun12 |
111020 |
889.25 |
901.50 |
884.00 |
890.75 |
-17.50 |
10,440 |
42,408 |
+1,747 |
Jul12 |
111020 |
888.25 |
901.50 |
887.75 |
890.75 |
-17.75 |
2,383 |
14,094 |
-150 |
Aug12 |
111020 |
890.75 |
901.75 |
888.00 |
890.75 |
-18.25 |
897 |
10,569 |
+59 |
Total Volume and Open Interest |
294,193 |
542,295 |
+5,717 |
Ethanol(CBOT) |
Oct11 |
111005 |
2.517 |
2.520 |
2.496 |
2.520 |
+0.062 |
73 |
103 |
-30 |
Nov11 |
111020 |
2.675 |
2.685 |
2.591 |
2.632 |
-0.050 |
188 |
853 |
-12 |
Dec11 |
111020 |
2.592 |
2.601 |
2.510 |
2.566 |
-0.020 |
275 |
1,637 |
+85 |
Jan12 |
111020 |
2.421 |
2.436 |
2.376 |
2.424 |
+0.007 |
116 |
1,208 |
+20 |
Feb12 |
111020 |
2.356 |
2.375 |
2.320 |
2.362 |
+0.007 |
78 |
739 |
-9 |
Mar12 |
111020 |
2.357 |
2.389 |
2.318 |
2.374 |
+0.023 |
40 |
1,001 |
-2 |
Apr12 |
111020 |
2.351 |
2.383 |
2.351 |
2.376 |
+0.020 |
3 |
665 |
-1 |
May12 |
111020 |
2.377 |
2.410 |
2.377 |
2.398 |
+0.004 |
2 |
687 |
+0 |
Total Volume and Open Interest |
883 |
10,611 |
+197 |
WTI Crude Oil(ICE) |
Dec11 |
111020 |
86.23 |
87.12 |
84.22 |
86.07 |
-0.22 |
85,249 |
108,704 |
-4,083 |
Jan12 |
111020 |
86.37 |
87.23 |
84.40 |
86.21 |
-0.22 |
21,404 |
45,962 |
+178 |
Feb12 |
111020 |
86.51 |
87.19 |
84.55 |
86.37 |
-0.23 |
8,931 |
20,042 |
-328 |
Mar12 |
111020 |
86.16 |
87.30 |
84.90 |
86.53 |
-0.21 |
7,948 |
23,026 |
-314 |
Apr12 |
111020 |
86.46 |
87.57 |
84.79 |
86.64 |
-0.17 |
2,801 |
10,240 |
-1 |
May12 |
111020 |
86.37 |
87.51 |
85.02 |
86.75 |
-0.11 |
2,251 |
8,761 |
-132 |
Jun12 |
111020 |
86.67 |
87.58 |
85.14 |
86.85 |
-0.05 |
7,027 |
35,608 |
+239 |
Jul12 |
111020 |
86.72 |
87.68 |
85.26 |
86.96 |
-0.02 |
717 |
7,314 |
+37 |
Aug12 |
111020 |
86.70 |
87.68 |
85.42 |
87.05 |
-0.01 |
406 |
4,679 |
-10 |
Sep12 |
111020 |
87.17 |
87.17 |
87.17 |
87.17 |
-0.01 |
614 |
7,339 |
-226 |
Oct12 |
111020 |
87.32 |
87.32 |
87.32 |
87.32 |
-0.01 |
282 |
2,002 |
+35 |
Nov12 |
111020 |
87.52 |
87.52 |
87.52 |
87.52 |
-0.02 |
344 |
3,157 |
-6 |
Dec12 |
111020 |
87.86 |
88.27 |
86.12 |
87.72 |
-0.03 |
13,133 |
51,295 |
-586 |
Jan13 |
111020 |
87.77 |
87.77 |
87.77 |
87.77 |
-0.03 |
4 |
2,047 |
+0 |
Feb13 |
111020 |
87.78 |
87.78 |
87.78 |
87.78 |
-0.03 |
0 |
592 |
+0 |
Mar13 |
111020 |
87.79 |
87.79 |
87.79 |
87.79 |
-0.02 |
0 |
1,475 |
+0 |
Total Volume and Open Interest |
158,170 |
421,531 |
-22,386 |
US Dollar Index(ICE) |
Dec11 |
111020 |
77.365 |
77.790 |
76.970 |
77.235 |
-0.180 |
30,304 |
66,349 |
-1,090 |
Mar12 |
111020 |
77.615 |
77.665 |
77.615 |
77.665 |
-0.185 |
16 |
571 |
+6 |
Jun12 |
111020 |
78.125 |
78.125 |
78.125 |
78.125 |
-0.185 |
0 |
2 |
+0 |
Total Volume and Open Interest |
30,320 |
66,922 |
-1,084 |
Australian Dollar(CME) |
Dec11 |
111020 |
101.62 |
102.29 |
100.75 |
101.84 |
+0.37 |
125,557 |
120,220 |
-1,094 |
Mar12 |
111020 |
100.02 |
101.30 |
99.80 |
100.84 |
+0.37 |
102 |
234 |
+9 |
Jun12 |
111020 |
99.95 |
99.95 |
99.58 |
99.95 |
+0.37 |
0 |
19 |
+0 |
Total Volume and Open Interest |
125,659 |
120,606 |
-1,085 |
British Pound(CME) |
Dec11 |
111020 |
157.60 |
157.97 |
156.72 |
157.77 |
+0.24 |
105,209 |
170,624 |
-5,067 |
Mar12 |
111020 |
156.95 |
157.84 |
156.93 |
157.64 |
+0.24 |
43 |
131 |
+2 |
Jun12 |
111020 |
157.50 |
157.50 |
157.25 |
157.50 |
+0.25 |
0 |
3 |
+0 |
Total Volume and Open Interest |
105,252 |
170,762 |
-5,065 |
Canadian Dollar(CME) |
Dec11 |
111020 |
97.95 |
98.56 |
97.45 |
98.48 |
+0.52 |
83,747 |
116,346 |
-1,356 |
Mar12 |
111020 |
97.55 |
98.35 |
97.35 |
98.32 |
+0.53 |
173 |
3,710 |
-56 |
Jun12 |
111020 |
97.65 |
98.22 |
97.23 |
98.22 |
+0.55 |
13 |
867 |
+0 |
Sep12 |
111020 |
98.10 |
98.10 |
97.56 |
98.10 |
+0.54 |
9 |
622 |
-2 |
Total Volume and Open Interest |
83,942 |
121,660 |
-1,414 |
Japanese Yen(CME) |
Dec11 |
111020 |
130.24 |
130.52 |
129.80 |
130.23 |
-0.11 |
57,669 |
150,665 |
-1,107 |
Mar12 |
111020 |
130.48 |
130.71 |
130.07 |
130.48 |
-0.11 |
79 |
504 |
+46 |
Jun12 |
111020 |
130.72 |
130.84 |
130.72 |
130.72 |
-0.12 |
0 |
21 |
+0 |
Total Volume and Open Interest |
57,748 |
151,194 |
-1,061 |
Swiss Franc(CME) |
Dec11 |
111020 |
110.92 |
112.08 |
110.20 |
111.91 |
+1.06 |
24,230 |
25,715 |
+253 |
Mar12 |
111020 |
110.69 |
112.18 |
110.67 |
112.18 |
+1.06 |
0 |
626 |
+0 |
Jun12 |
111020 |
112.50 |
112.50 |
111.44 |
112.50 |
+1.06 |
1 |
5 |
+0 |
Total Volume and Open Interest |
24,231 |
26,350 |
+253 |
EuroFX(CME) |
Dec11 |
111020 |
137.51 |
138.37 |
136.49 |
137.63 |
+0.24 |
291,119 |
230,987 |
+3,564 |
Mar12 |
111020 |
137.45 |
138.30 |
136.48 |
137.60 |
+0.24 |
624 |
2,435 |
+218 |
Jun12 |
111020 |
137.59 |
137.59 |
137.33 |
137.59 |
+0.26 |
0 |
830 |
+0 |
Total Volume and Open Interest |
291,743 |
234,265 |
+3,782 |
Mexican Peso(CME) |
Nov11 |
111020 |
730.0 |
740.0 |
728.2 |
730.0 |
-10.0 |
|
|
|
Dec11 |
111020 |
738.2 |
742.2 |
719.8 |
728.2 |
-10.0 |
29,397 |
92,739 |
+2,152 |
Total Volume and Open Interest |
29,397 |
93,101 |
+2,152 |
Brazilian Real(CME) |
Nov11 |
111020 |
555.30 |
563.95 |
552.20 |
556.80 |
-5.85 |
269 |
1,505 |
-269 |
Dec11 |
111020 |
553.50 |
555.50 |
549.10 |
550.80 |
-8.40 |
227 |
4,746 |
+62 |
Jan12 |
111020 |
547.65 |
547.65 |
547.65 |
547.65 |
-8.40 |
0 |
10,149 |
+0 |
Feb12 |
111020 |
544.50 |
544.50 |
544.50 |
544.50 |
-8.40 |
|
|
|
Total Volume and Open Interest |
496 |
31,721 |
-207 |
30-Year T-Bonds(CBOT) |
Dec11 |
111020 |
139~100 |
140~050 |
138~200 |
139~000 |
-0~150 |
304,528 |
606,445 |
-3,983 |
Mar12 |
111020 |
138~240 |
139~090 |
138~070 |
138~160 |
-0~140 |
522 |
2,209 |
+349 |
Jun12 |
111020 |
138~130 |
138~130 |
137~260 |
137~260 |
-0~140 |
0 |
1 |
+0 |
Total Volume and Open Interest |
305,050 |
608,655 |
-3,634 |
10-Year T-Notes(CBOT) |
Dec11 |
111020 |
128~250 |
129~065 |
128~130 |
128~225 |
-0~045 |
1,144,371 |
1,482,720 |
+326 |
Mar12 |
111020 |
127~260 |
128~075 |
127~200 |
127~275 |
-0~045 |
1,215 |
12,436 |
+489 |
Jun12 |
111020 |
126~275 |
127~000 |
126~275 |
126~275 |
-0~045 |
|
|
|
Total Volume and Open Interest |
1,145,586 |
1,495,156 |
+815 |
5-Year T-Notes(CBOT) |
Dec11 |
111020 |
122~029 |
122~058 |
122~004 |
122~025 |
-0~007 |
494,937 |
1,182,675 |
+9,716 |
Mar12 |
111020 |
121~096 |
121~096 |
121~089 |
121~089 |
-0~007 |
87 |
3 |
+0 |
Jun12 |
111020 |
120~113 |
120~120 |
120~113 |
120~113 |
-0~007 |
|
|
|
Total Volume and Open Interest |
495,024 |
1,182,678 |
+9,716 |
2 Year T-Notes(CBOT) |
Dec11 |
111020 |
110~012 |
110~015 |
110~010 |
110~013 |
unch |
153,056 |
705,302 |
+2,789 |
Mar12 |
111020 |
110~013 |
110~013 |
110~011 |
110~011 |
unch |
0 |
243 |
+0 |
Jun12 |
111020 |
109~103 |
109~103 |
109~103 |
109~103 |
unch |
|
|
|
Total Volume and Open Interest |
153,056 |
705,545 |
+2,789 |
Eurodollars(CME) |
Dec11 |
111020 |
99.470 |
99.480 |
99.450 |
99.465 |
-0.005 |
139,132 |
1,018,030 |
-5,962 |
Mar12 |
111020 |
99.395 |
99.405 |
99.375 |
99.390 |
-0.005 |
155,817 |
974,755 |
-2,083 |
Jun12 |
111020 |
99.365 |
99.375 |
99.355 |
99.365 |
unch |
146,324 |
1,074,625 |
+10,511 |
Sep12 |
111020 |
99.345 |
99.360 |
99.340 |
99.350 |
+0.005 |
154,186 |
745,596 |
-9,678 |
Dec12 |
111020 |
99.330 |
99.345 |
99.320 |
99.340 |
+0.010 |
126,822 |
751,734 |
+5,399 |
Mar13 |
111020 |
99.315 |
99.330 |
99.300 |
99.325 |
+0.010 |
115,974 |
761,856 |
+1,059 |
Jun13 |
111020 |
99.255 |
99.275 |
99.235 |
99.260 |
+0.005 |
100,339 |
506,206 |
-2,373 |
Sep13 |
111020 |
99.150 |
99.175 |
99.130 |
99.160 |
+0.010 |
98,603 |
437,433 |
+3,215 |
Dec13 |
111020 |
98.995 |
99.025 |
98.965 |
98.995 |
+0.005 |
90,176 |
419,302 |
+10,485 |
Mar14 |
111020 |
98.835 |
98.865 |
98.785 |
98.825 |
unch |
70,010 |
299,814 |
+3,797 |
Jun14 |
111020 |
98.640 |
98.670 |
98.580 |
98.620 |
-0.010 |
48,931 |
256,437 |
+270 |
Sep14 |
111020 |
98.430 |
98.460 |
98.360 |
98.405 |
-0.015 |
49,157 |
165,091 |
-735 |
Dec14 |
111020 |
98.190 |
98.250 |
98.135 |
98.185 |
-0.020 |
41,195 |
141,238 |
-497 |
Mar15 |
111020 |
98.000 |
98.055 |
97.935 |
97.990 |
-0.025 |
18,996 |
109,966 |
+591 |
Jun15 |
111020 |
6.065 |
6.120 |
5.995 |
6.050 |
-0.030 |
14,347 |
91,376 |
+146 |
Sep15 |
111020 |
5.885 |
5.945 |
5.815 |
5.870 |
-0.035 |
12,067 |
76,410 |
-148 |
Dec15 |
111020 |
5.710 |
5.770 |
5.635 |
5.695 |
-0.035 |
8,828 |
54,067 |
-1,004 |
Mar16 |
111020 |
5.590 |
5.620 |
5.495 |
5.550 |
-0.040 |
6,131 |
47,426 |
+75 |
Total Volume and Open Interest |
1,415,666 |
8,149,213 |
+13,377 |
30 Day Federal Funds(CBOT) |
Oct11 |
111020 |
99.927 |
99.927 |
99.925 |
99.925 |
unch |
3,517 |
64,536 |
+1,485 |
Nov11 |
111020 |
99.925 |
99.925 |
99.920 |
99.920 |
unch |
2,477 |
65,135 |
+1,693 |
Dec11 |
111020 |
99.920 |
99.925 |
99.915 |
99.920 |
+0.005 |
4,638 |
59,873 |
+2,107 |
Jan12 |
111020 |
99.905 |
99.915 |
99.905 |
99.910 |
+0.005 |
47 |
52,749 |
+10 |
Feb12 |
111020 |
99.895 |
99.900 |
99.895 |
99.895 |
unch |
174 |
44,877 |
-69 |
Mar12 |
111020 |
99.890 |
99.895 |
99.885 |
99.890 |
unch |
684 |
31,180 |
-49 |
Total Volume and Open Interest |
29,194 |
629,499 |
+7,507 |
30 Day Fed Funds(e-CBOT) |
3-Mth Euro-Yen(CME) |
Dec11 |
111020 |
99.673 |
99.673 |
99.673 |
99.673 |
unch |
0 |
281 |
+0 |
Mar12 |
111020 |
99.670 |
99.670 |
99.670 |
99.670 |
unch |
0 |
300 |
+0 |
Jun12 |
111020 |
99.673 |
99.673 |
99.673 |
99.673 |
unch |
|
|
|
Sep12 |
111020 |
99.670 |
99.670 |
99.670 |
99.670 |
unch |
|
|
|
Dec12 |
111020 |
99.670 |
99.670 |
99.670 |
99.670 |
unch |
|
|
|
Mar13 |
111020 |
99.670 |
99.670 |
99.670 |
99.670 |
unch |
|
|
|
Jun13 |
111020 |
99.625 |
99.625 |
99.625 |
99.625 |
unch |
|
|
|
Sep13 |
111020 |
99.485 |
99.485 |
99.485 |
99.485 |
unch |
|
|
|
Dec13 |
111020 |
99.345 |
99.345 |
99.345 |
99.345 |
unch |
|
|
|
Mar14 |
111020 |
99.205 |
99.205 |
99.205 |
99.205 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
581 |
+0 |
3-Mth Euro-Yen(SGX) |
Dec11 |
111020 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
2,179 |
+0 |
Mar12 |
111020 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
50 |
2,378 |
+0 |
Jun12 |
111020 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
1,470 |
+0 |
Sep12 |
111020 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
610 |
+0 |
Dec12 |
111020 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
51 |
+0 |
Mar13 |
111020 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
1 |
+0 |
Jun13 |
111020 |
99.62 |
99.62 |
99.62 |
99.62 |
unch |
|
|
|
Sep13 |
111020 |
99.49 |
99.49 |
99.49 |
99.49 |
unch |
|
|
|
Total Volume and Open Interest |
50 |
6,691 |
+0 |
Japanese Gov't Bonds(SGX) |
Dec11 |
111020 |
142.07 |
142.38 |
142.07 |
142.36 |
+0.27 |
1,443 |
18,969 |
-261 |
Mar12 |
111020 |
141.67 |
141.77 |
141.55 |
141.77 |
+0.27 |
0 |
5 |
+0 |
Jun12 |
111020 |
139.68 |
139.68 |
139.68 |
139.68 |
+0.27 |
|
|
|
Total Volume and Open Interest |
1,443 |
18,974 |
-261 |
Euro-Bund(EUREX) |
Dec11 |
111020 |
135.48 |
135.94 |
134.62 |
135.43 |
+0.34 |
954,403 |
944,305 |
-3,781 |
Mar12 |
111020 |
135.88 |
136.30 |
134.99 |
135.78 |
+0.36 |
74 |
2,258 |
+6 |
Jun12 |
111020 |
135.73 |
135.73 |
135.73 |
135.73 |
+0.34 |
|
|
|
Total Volume and Open Interest |
954,477 |
946,563 |
-3,775 |
Euro-Bobl(EUREX) |
Dec11 |
111020 |
121.91 |
122.10 |
121.44 |
121.82 |
+0.06 |
443,749 |
754,449 |
+6,285 |
Mar12 |
111020 |
122.17 |
122.17 |
122.10 |
122.10 |
+0.08 |
1 |
17,038 |
+0 |
Jun12 |
111020 |
121.97 |
121.97 |
121.97 |
121.97 |
+0.06 |
|
|
|
Total Volume and Open Interest |
443,750 |
771,487 |
+6,285 |
3-Mth Euribor(EUREX) |
Dec11 |
111020 |
98.565 |
98.580 |
98.565 |
98.580 |
-0.010 |
78 |
1,757 |
-1 |
Mar12 |
111020 |
98.790 |
98.790 |
98.745 |
98.765 |
-0.005 |
100 |
2,083 |
+0 |
Jun12 |
111020 |
98.830 |
98.830 |
98.830 |
98.830 |
-0.010 |
0 |
958 |
+0 |
Total Volume and Open Interest |
178 |
8,080 |
-1 |
Long Gilt(LIFFE) |
Dec11 |
111020 |
128~11 |
128~23 |
127~22 |
128~06 |
+0~02 |
119,593 |
283,227 |
-6,237 |
Mar12 |
111020 |
112~01 |
112~06 |
111~16 |
111~28 |
+0~02 |
5,027 |
2,392 |
+2,392 |
Total Volume and Open Interest |
124,620 |
285,619 |
-3,845 |
3-Mth Short Sterling(LIFFE) |
Dec11 |
111020 |
98.96 |
98.97 |
98.93 |
98.95 |
unch |
11,656 |
348,676 |
+15 |
Mar12 |
111020 |
98.97 |
98.99 |
98.95 |
98.97 |
unch |
14,146 |
344,526 |
-396 |
Jun12 |
111020 |
98.99 |
99.00 |
98.96 |
98.98 |
unch |
13,096 |
219,837 |
+260 |
Sep12 |
111020 |
98.98 |
99.01 |
98.96 |
98.98 |
unch |
21,144 |
226,613 |
-3,272 |
Dec12 |
111020 |
98.95 |
98.98 |
98.92 |
98.94 |
unch |
25,217 |
180,452 |
+3,494 |
Mar13 |
111020 |
98.90 |
98.94 |
98.86 |
98.89 |
unch |
23,919 |
153,968 |
+3,556 |
Total Volume and Open Interest |
150,208 |
1,857,300 |
+4,895 |
3-Mth Euribor(LIFFE) |
Dec11 |
111020 |
98.590 |
98.605 |
98.560 |
98.580 |
-0.010 |
142,323 |
748,683 |
+9,976 |
Mar12 |
111020 |
98.775 |
98.800 |
98.740 |
98.765 |
-0.005 |
104,607 |
517,993 |
-3,027 |
Jun12 |
111020 |
98.855 |
98.880 |
98.795 |
98.830 |
-0.010 |
76,817 |
368,306 |
-9 |
Total Volume and Open Interest |
616,494 |
3,354,553 |
+17,633 |
3-Mth Aus T-Bills(SFE) |
Dec11 |
111020 |
95.46 |
95.49 |
95.44 |
95.47 |
+0.01 |
21,144 |
219,197 |
-551 |
Mar12 |
111020 |
95.82 |
95.88 |
95.81 |
95.85 |
+0.02 |
14,641 |
191,905 |
-590 |
Jun12 |
111020 |
95.95 |
96.01 |
95.92 |
95.97 |
+0.02 |
10,384 |
113,706 |
-1,476 |
Sep12 |
111020 |
95.92 |
95.97 |
95.89 |
95.95 |
+0.02 |
4,057 |
79,510 |
-1,817 |
Dec12 |
111020 |
95.88 |
95.90 |
95.84 |
95.88 |
+0.02 |
1,846 |
46,690 |
-498 |
Mar13 |
111020 |
95.81 |
95.85 |
95.77 |
95.82 |
+0.01 |
1,677 |
44,724 |
+156 |
Jun13 |
111020 |
95.74 |
95.76 |
95.71 |
95.75 |
+0.02 |
1,214 |
32,572 |
-361 |
Sep13 |
111020 |
95.63 |
95.67 |
95.61 |
95.66 |
+0.01 |
928 |
14,633 |
+432 |
Dec13 |
111020 |
95.55 |
95.55 |
95.55 |
95.55 |
unch |
0 |
3,362 |
+0 |
Mar14 |
111020 |
95.44 |
95.44 |
95.44 |
95.44 |
unch |
0 |
426 |
+0 |
Total Volume and Open Interest |
55,891 |
746,791 |
-4,705 |
10-Year Aus T-Bonds(SFE) |
Dec11 |
111020 |
95.50 |
95.56 |
95.47 |
95.54 |
+0.04 |
81,466 |
357,518 |
+16,488 |
Mar12 |
111020 |
95.54 |
95.54 |
95.54 |
95.54 |
+0.04 |
|
|
|
Total Volume and Open Interest |
81,466 |
357,518 |
+16,488 |
3-Year Aus T-Bonds(SFE) |
Dec11 |
111020 |
96.16 |
96.24 |
96.14 |
96.20 |
+0.04 |
156,154 |
455,234 |
-10,078 |
Mar12 |
111020 |
96.20 |
96.20 |
96.20 |
96.20 |
+0.04 |
|
|
|
Total Volume and Open Interest |
156,154 |
455,234 |
-10,078 |
Gold(CMX) |
Oct11 |
111020 |
1643.2 |
1643.2 |
1608.7 |
1611.9 |
-34.1 |
22 |
683 |
-27 |
Dec11 |
111020 |
1645.3 |
1646.5 |
1604.7 |
1612.9 |
-34.1 |
118,146 |
259,621 |
-4,566 |
Feb12 |
111020 |
1646.9 |
1647.2 |
1607.3 |
1614.8 |
-34.1 |
3,537 |
52,353 |
+889 |
Apr12 |
111020 |
1634.3 |
1634.5 |
1609.0 |
1616.4 |
-34.1 |
1,740 |
14,134 |
+810 |
Jun12 |
111020 |
1649.9 |
1649.9 |
1611.8 |
1618.0 |
-34.1 |
1,027 |
18,422 |
+514 |
Aug12 |
111020 |
1625.6 |
1625.6 |
1619.5 |
1619.5 |
-34.2 |
9 |
7,542 |
-2 |
Oct12 |
111020 |
1652.9 |
1652.9 |
1618.0 |
1621.3 |
-34.2 |
3 |
5,870 |
-1 |
Dec12 |
111020 |
1650.0 |
1650.0 |
1616.4 |
1623.4 |
-34.2 |
35 |
14,944 |
-2 |
Feb13 |
111020 |
1625.6 |
1625.6 |
1625.6 |
1625.6 |
-34.2 |
0 |
3,392 |
+0 |
Apr13 |
111020 |
1628.0 |
1628.0 |
1628.0 |
1628.0 |
-34.2 |
0 |
281 |
+0 |
Jun13 |
111020 |
1631.0 |
1631.0 |
1631.0 |
1631.0 |
-34.2 |
1,317 |
11,053 |
-1,247 |
Aug13 |
111020 |
1633.9 |
1633.9 |
1633.9 |
1633.9 |
-34.3 |
0 |
45 |
+0 |
Total Volume and Open Interest |
127,800 |
433,299 |
-4,440 |
Silver(CMX) |
Dec11 |
111020 |
3123.5 |
3137.5 |
2993.5 |
3028.1 |
-99.6 |
49,507 |
60,707 |
+666 |
Mar12 |
111020 |
3121.0 |
3140.0 |
3000.0 |
3032.0 |
-99.7 |
4,658 |
12,580 |
+980 |
May12 |
111020 |
3128.5 |
3128.5 |
3022.0 |
3033.6 |
-99.7 |
521 |
2,963 |
-45 |
Jul12 |
111020 |
3051.0 |
3070.0 |
3017.0 |
3034.6 |
-99.7 |
255 |
2,602 |
+64 |
Sep12 |
111020 |
3036.0 |
3062.5 |
3024.5 |
3034.7 |
-99.6 |
361 |
1,309 |
+128 |
Dec12 |
111020 |
3091.5 |
3091.5 |
3034.8 |
3034.8 |
-99.5 |
589 |
11,368 |
+250 |
Mar13 |
111020 |
3028.4 |
3028.4 |
3028.4 |
3028.4 |
-99.7 |
0 |
752 |
+0 |
Total Volume and Open Interest |
56,286 |
105,441 |
+2,084 |
Platinum(NYMEX) |
Oct11 |
111020 |
1499.4 |
1499.4 |
1486.9 |
1486.9 |
-32.2 |
0 |
80 |
+0 |
Jan12 |
111020 |
1519.0 |
1521.8 |
1466.0 |
1490.4 |
-32.7 |
5,009 |
34,710 |
+185 |
Apr12 |
111020 |
1500.0 |
1505.9 |
1480.1 |
1493.7 |
-32.5 |
47 |
2,958 |
-1 |
Jul12 |
111020 |
1518.5 |
1518.5 |
1492.3 |
1497.3 |
-32.5 |
3 |
39 |
+0 |
Total Volume and Open Interest |
5,059 |
37,841 |
+184 |
Palladium(NYMEX) |
Dec11 |
111020 |
605.00 |
609.50 |
578.00 |
584.40 |
-24.00 |
2,209 |
18,649 |
-214 |
Mar12 |
111020 |
598.20 |
598.20 |
585.70 |
585.70 |
-24.05 |
23 |
549 |
+21 |
Jun12 |
111020 |
586.70 |
586.70 |
586.70 |
586.70 |
-24.05 |
0 |
6 |
+0 |
Total Volume and Open Interest |
2,232 |
19,205 |
-193 |
Copper(CMX) |
Dec11 |
111020 |
322.15 |
323.50 |
303.10 |
305.75 |
-20.05 |
50,167 |
78,422 |
+1,252 |
Mar12 |
111020 |
324.15 |
325.50 |
305.60 |
307.75 |
-20.00 |
2,250 |
31,965 |
+310 |
May12 |
111020 |
320.00 |
320.85 |
307.80 |
308.80 |
-20.00 |
198 |
8,538 |
+36 |
Jul12 |
111020 |
324.00 |
324.00 |
308.20 |
309.65 |
-19.90 |
67 |
2,627 |
+34 |
Sep12 |
111020 |
326.80 |
326.80 |
309.15 |
310.30 |
-19.80 |
246 |
1,113 |
-161 |
Total Volume and Open Interest |
53,617 |
130,476 |
+1,462 |
DJIA Index(CBOT) |
Dec11 |
111020 |
11452 |
11519 |
11350 |
11472 |
+28 |
1,875 |
13,141 |
+742 |
Mar12 |
111020 |
11397 |
11397 |
11369 |
11397 |
+28 |
0 |
21 |
+0 |
Jun12 |
111020 |
11327 |
11327 |
11299 |
11327 |
+28 |
|
|
|
Sep12 |
111020 |
11264 |
11264 |
11236 |
11264 |
+28 |
|
|
|
Total Volume and Open Interest |
1,875 |
13,162 |
+742 |
E-mini DJIA Index(CBOT) |
Dec11 |
111020 |
11445 |
11525 |
11330 |
11472 |
+28 |
138,389 |
75,743 |
-30 |
Mar12 |
111020 |
11300 |
11411 |
11300 |
11397 |
+28 |
42 |
107 |
+3 |
Jun12 |
111020 |
11327 |
11327 |
11327 |
11327 |
+28 |
0 |
2 |
+0 |
Sep12 |
111020 |
11264 |
11264 |
11264 |
11264 |
+28 |
0 |
10 |
+0 |
Total Volume and Open Interest |
138,431 |
75,862 |
-27 |
S & P 500(CME) |
Dec11 |
111020 |
1206.50 |
1216.00 |
1192.70 |
1209.90 |
+3.30 |
14,808 |
284,520 |
-1,170 |
Mar12 |
111020 |
1203.00 |
1208.50 |
1187.50 |
1203.90 |
+3.40 |
1,578 |
5,367 |
+998 |
Jun12 |
111020 |
1198.80 |
1203.40 |
1182.40 |
1198.80 |
+3.40 |
49 |
1,400 |
+0 |
Sep12 |
111020 |
1192.80 |
1197.40 |
1176.40 |
1192.80 |
+3.40 |
|
|
|
Total Volume and Open Interest |
16,435 |
291,387 |
-172 |
S & P 500 E-Mini(Globex) |
Dec11 |
111020 |
1206.75 |
1216.25 |
1192.50 |
1210.00 |
+3.50 |
2,430,802 |
2,987,028 |
-7,291 |
Mar12 |
111020 |
1200.25 |
1208.00 |
1186.50 |
1204.00 |
+3.50 |
1,369 |
9,452 |
+155 |
Total Volume and Open Interest |
2,432,176 |
2,996,675 |
-7,136 |
NASDAQ 100(CME) |
Dec11 |
111020 |
2321.00 |
2332.80 |
2269.00 |
2301.00 |
-17.00 |
1,375 |
20,862 |
+785 |
Mar12 |
111020 |
2272.00 |
2304.00 |
2270.00 |
2297.00 |
-16.30 |
|
|
|
Jun12 |
111020 |
2294.00 |
2294.00 |
2292.30 |
2294.00 |
-16.30 |
|
|
|
Total Volume and Open Interest |
1,375 |
20,862 |
+785 |
NASDAQ 100 E-Mini(Globex) |
Dec11 |
111020 |
2316.30 |
2332.80 |
2268.50 |
2301.00 |
-17.00 |
332,866 |
327,734 |
+3,286 |
Mar12 |
111020 |
2317.50 |
2317.50 |
2266.00 |
2297.00 |
-16.30 |
29 |
139 |
+1 |
Total Volume and Open Interest |
332,895 |
327,881 |
+3,287 |
S & P Midcap 400(CME) |
Dec11 |
111020 |
831.95 |
840.00 |
822.00 |
838.30 |
-1.10 |
546 |
4,353 |
+0 |
Mar12 |
111020 |
836.30 |
837.40 |
836.30 |
836.30 |
-1.10 |
|
|
|
Jun12 |
111020 |
834.30 |
835.40 |
834.30 |
834.30 |
-1.10 |
|
|
|
Total Volume and Open Interest |
546 |
4,353 |
+0 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Dec11 |
111020 |
8760 |
8810 |
8650 |
8700 |
-65 |
4,311 |
25,389 |
-177 |
Mar12 |
111020 |
8700 |
8765 |
8700 |
8700 |
-65 |
0 |
13 |
+0 |
Total Volume and Open Interest |
4,311 |
25,402 |
-177 |
Nikkei 225(SGX) |
Dec11 |
111020 |
8775 |
8820 |
8665 |
8685 |
-105 |
95,936 |
198,925 |
+3,299 |
Mar12 |
111020 |
8710 |
8710 |
8675 |
8675 |
-105 |
0 |
5,256 |
-12 |
Jun12 |
111020 |
8600 |
8600 |
8600 |
8600 |
-105 |
0 |
18 |
+0 |
Total Volume and Open Interest |
95,995 |
210,729 |
+3,296 |
CAC 40(EURONEXT) |
Oct11 |
111020 |
3107.0 |
3149.5 |
3072.0 |
3085.0 |
-72.5 |
225,480 |
283,199 |
-34,172 |
Nov11 |
111020 |
3103.5 |
3144.5 |
3066.5 |
3079.5 |
-73.0 |
132,549 |
189,169 |
+70,890 |
Dec11 |
111020 |
3102.0 |
3142.5 |
3068.5 |
3077.5 |
-73.0 |
3,814 |
47,222 |
+2,909 |
Total Volume and Open Interest |
361,843 |
519,596 |
+39,627 |
Hang Seng Index(HKFE) |
Oct11 |
111020 |
18166 |
18178 |
17755 |
18069 |
-221 |
95,168 |
91,293 |
+3,748 |
Nov11 |
111020 |
18116 |
18123 |
17727 |
18021 |
-228 |
1,389 |
5,506 |
+304 |
Dec11 |
111020 |
18090 |
18090 |
17700 |
18008 |
-223 |
514 |
10,175 |
+63 |
Total Volume and Open Interest |
97,089 |
108,170 |
+4,123 |
DAX(EUREX) |
Dec11 |
111020 |
5825.0 |
5925.0 |
5754.0 |
5782.0 |
-137.0 |
159,780 |
188,984 |
+455 |
Mar12 |
111020 |
5831.0 |
5926.0 |
5770.0 |
5796.0 |
-136.5 |
196 |
7,084 |
+30 |
Jun12 |
111020 |
5862.0 |
5932.5 |
5815.0 |
5815.0 |
-137.5 |
106 |
733 |
+25 |
Total Volume and Open Interest |
160,082 |
196,801 |
+510 |
FT-SE 100(EURONEXT) |
Dec11 |
111020 |
5382.00 |
5412.50 |
5333.50 |
5354.00 |
-64.00 |
122,173 |
648,990 |
+3,105 |
Mar12 |
111020 |
5352.00 |
5373.50 |
5300.00 |
5320.00 |
-64.00 |
5 |
1,133 |
+0 |
Jun12 |
111020 |
5335.50 |
5335.50 |
5283.50 |
5283.50 |
-64.50 |
20 |
483 |
-20 |
Total Volume and Open Interest |
122,198 |
650,606 |
+3,085 |
SPI 200(SFE) |
Dec11 |
111020 |
4218.0 |
4238.0 |
4134.0 |
4148.0 |
-70.0 |
38,077 |
195,413 |
-9,069 |
Mar12 |
111020 |
4190.0 |
4190.0 |
4128.0 |
4128.0 |
-71.0 |
12 |
2,621 |
-5 |
Jun12 |
111020 |
4138.0 |
4138.0 |
4138.0 |
4138.0 |
-71.0 |
0 |
1,177 |
-6 |
Total Volume and Open Interest |
38,534 |
204,772 |
-9,757 |
GSCI(CME) |
Nov11 |
111020 |
625.50 |
627.25 |
615.00 |
625.50 |
-0.50 |
204 |
7,736 |
+18 |
Dec11 |
111020 |
627.00 |
628.75 |
616.50 |
627.00 |
-1.00 |
0 |
17 |
+0 |
Jan12 |
111020 |
626.00 |
629.00 |
616.00 |
626.00 |
-1.00 |
|
|
|
Total Volume and Open Interest |
204 |
7,753 |
+18 |
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. |
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