|
MRCI's End of Day Prices |
Daily Futures Price Listing Fri October 28, 2011 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Nov11 |
111028 |
1235.00 |
1241.75 |
1215.25 |
1217.00 |
-18.00 |
96,804 |
34,520 |
-16,793 |
Jan12 |
111028 |
1244.00 |
1251.00 |
1224.00 |
1226.00 |
-18.00 |
132,862 |
231,920 |
+12,289 |
Mar12 |
111028 |
1253.00 |
1259.50 |
1233.50 |
1235.75 |
-17.75 |
29,897 |
84,529 |
+309 |
May12 |
111028 |
1261.25 |
1268.50 |
1242.75 |
1244.75 |
-17.25 |
11,410 |
68,282 |
-639 |
Jul12 |
111028 |
1271.75 |
1276.75 |
1252.00 |
1254.00 |
-17.00 |
11,542 |
50,299 |
-123 |
Aug12 |
111028 |
1262.75 |
1270.25 |
1251.75 |
1252.00 |
-17.00 |
166 |
633 |
+51 |
Sep12 |
111028 |
1242.50 |
1259.00 |
1242.50 |
1242.50 |
-16.50 |
69 |
497 |
+18 |
Nov12 |
111028 |
1247.75 |
1256.00 |
1234.00 |
1236.50 |
-14.50 |
7,093 |
46,582 |
+294 |
Jan13 |
111028 |
1247.50 |
1259.25 |
1245.00 |
1245.00 |
-14.25 |
56 |
10,247 |
+8 |
Mar13 |
111028 |
1260.00 |
1264.75 |
1250.25 |
1250.25 |
-14.50 |
26 |
174 |
+12 |
May13 |
111028 |
1252.50 |
1266.75 |
1252.50 |
1252.50 |
-14.25 |
5 |
101 |
+3 |
Jul13 |
111028 |
1257.50 |
1271.50 |
1257.50 |
1257.75 |
-13.75 |
28 |
193 |
-1 |
Aug13 |
111028 |
1253.50 |
1268.00 |
1253.50 |
1253.50 |
-14.50 |
|
|
|
Sep13 |
111028 |
1237.50 |
1252.00 |
1237.50 |
1237.50 |
-14.50 |
|
|
|
Total Volume and Open Interest |
289,972 |
529,595 |
-4,570 |
Soybean Meal(CBOT) |
Dec11 |
111028 |
323.20 |
324.60 |
316.60 |
317.50 |
-6.00 |
40,028 |
82,164 |
-2,274 |
Jan12 |
111028 |
325.40 |
326.50 |
318.90 |
319.80 |
-5.80 |
8,737 |
21,025 |
-541 |
Mar12 |
111028 |
327.80 |
328.30 |
321.90 |
322.80 |
-5.70 |
3,252 |
23,312 |
-2 |
May12 |
111028 |
329.60 |
330.50 |
324.30 |
325.10 |
-5.40 |
2,913 |
20,551 |
+582 |
Jul12 |
111028 |
333.00 |
333.60 |
327.20 |
328.00 |
-5.60 |
2,079 |
16,323 |
-139 |
Aug12 |
111028 |
332.50 |
333.40 |
328.00 |
328.40 |
-5.50 |
212 |
3,138 |
+41 |
Sep12 |
111028 |
332.00 |
332.30 |
327.60 |
327.60 |
-5.30 |
179 |
3,722 |
+61 |
Oct12 |
111028 |
328.00 |
330.00 |
323.30 |
323.30 |
-4.90 |
43 |
2,583 |
+9 |
Dec12 |
111028 |
328.10 |
329.10 |
324.20 |
324.20 |
-4.60 |
851 |
10,345 |
-73 |
Jan13 |
111028 |
325.90 |
330.50 |
325.90 |
325.90 |
-4.60 |
8 |
891 |
-6 |
Total Volume and Open Interest |
58,326 |
185,512 |
-2,336 |
Soybean Oil(CBOT) |
Dec11 |
111028 |
52.06 |
52.34 |
51.36 |
51.77 |
-0.34 |
64,339 |
113,318 |
-2,773 |
Jan12 |
111028 |
52.31 |
52.56 |
51.61 |
52.03 |
-0.34 |
21,831 |
73,895 |
+1,604 |
Mar12 |
111028 |
52.65 |
52.89 |
52.00 |
52.41 |
-0.34 |
11,081 |
44,749 |
-328 |
May12 |
111028 |
53.10 |
53.30 |
52.39 |
52.77 |
-0.33 |
3,978 |
29,499 |
+218 |
Jul12 |
111028 |
53.39 |
53.54 |
52.65 |
53.06 |
-0.33 |
4,522 |
21,365 |
+505 |
Aug12 |
111028 |
53.47 |
53.47 |
52.90 |
53.15 |
-0.32 |
67 |
2,847 |
+14 |
Sep12 |
111028 |
53.40 |
53.52 |
53.22 |
53.22 |
-0.30 |
125 |
3,409 |
-27 |
Oct12 |
111028 |
53.00 |
53.41 |
53.00 |
53.14 |
-0.27 |
340 |
3,699 |
-197 |
Dec12 |
111028 |
53.31 |
53.50 |
52.68 |
53.12 |
-0.29 |
2,040 |
12,135 |
+115 |
Jan13 |
111028 |
53.12 |
53.41 |
53.12 |
53.12 |
-0.29 |
1 |
38 |
+1 |
Total Volume and Open Interest |
108,324 |
305,075 |
-868 |
Canola(WCE) |
Nov11 |
111028 |
525.0 |
532.9 |
525.0 |
529.7 |
-0.8 |
1,705 |
882 |
-1,692 |
Jan12 |
111028 |
535.5 |
536.5 |
529.1 |
530.8 |
-4.7 |
10,602 |
106,548 |
+3,145 |
Mar12 |
111028 |
541.8 |
543.5 |
536.9 |
538.8 |
-4.5 |
2,567 |
23,647 |
+272 |
May12 |
111028 |
547.1 |
549.3 |
541.2 |
543.8 |
-4.6 |
497 |
12,621 |
+33 |
Jul12 |
111028 |
552.5 |
554.4 |
546.2 |
549.4 |
-4.0 |
1,084 |
5,278 |
-121 |
Total Volume and Open Interest |
17,431 |
161,283 |
+1,658 |
Corn(CBOT) |
Dec11 |
111028 |
651.00 |
657.00 |
645.25 |
655.00 |
+3.50 |
167,398 |
509,382 |
-6,980 |
Mar12 |
111028 |
663.00 |
668.25 |
657.50 |
667.00 |
+3.50 |
47,500 |
301,741 |
+4,486 |
May12 |
111028 |
669.00 |
674.25 |
662.50 |
673.25 |
+4.50 |
11,342 |
89,655 |
+1,795 |
Jul12 |
111028 |
670.50 |
678.25 |
663.50 |
677.25 |
+5.50 |
12,965 |
116,777 |
+391 |
Sep12 |
111028 |
632.50 |
636.50 |
627.00 |
634.50 |
+2.25 |
1,928 |
31,860 |
-321 |
Dec12 |
111028 |
612.50 |
617.00 |
606.00 |
616.00 |
+2.75 |
13,746 |
129,243 |
+2,012 |
Mar13 |
111028 |
623.25 |
627.00 |
617.25 |
626.00 |
+2.75 |
581 |
29,577 |
-135 |
May13 |
111028 |
625.75 |
632.25 |
625.75 |
632.25 |
+2.75 |
333 |
1,246 |
+61 |
Jul13 |
111028 |
635.00 |
637.00 |
633.75 |
636.25 |
+2.50 |
259 |
1,547 |
+38 |
Sep13 |
111028 |
605.75 |
608.00 |
605.75 |
608.00 |
+1.25 |
10 |
320 |
+4 |
Total Volume and Open Interest |
256,489 |
1,225,145 |
+1,339 |
Wheat(CBOT) |
Dec11 |
111028 |
643.75 |
652.75 |
636.25 |
644.50 |
+0.50 |
55,843 |
188,092 |
-3,361 |
Mar12 |
111028 |
679.50 |
688.50 |
672.00 |
680.50 |
+0.75 |
19,296 |
104,109 |
+1,578 |
May12 |
111028 |
700.00 |
710.50 |
695.50 |
703.25 |
+1.00 |
2,708 |
31,984 |
+136 |
Jul12 |
111028 |
717.00 |
725.50 |
711.50 |
719.00 |
+0.75 |
6,591 |
65,136 |
+285 |
Sep12 |
111028 |
740.00 |
743.50 |
733.00 |
743.50 |
+3.50 |
1,300 |
5,762 |
+678 |
Dec12 |
111028 |
754.25 |
763.50 |
750.25 |
761.50 |
+5.50 |
2,598 |
33,168 |
+394 |
Total Volume and Open Interest |
88,474 |
432,199 |
-232 |
Wheat(KCBT) |
Dec11 |
111028 |
735.25 |
743.00 |
726.50 |
738.00 |
unch |
8,514 |
55,381 |
-701 |
Mar12 |
111028 |
749.75 |
757.25 |
741.75 |
753.25 |
+0.75 |
3,646 |
49,989 |
+166 |
May12 |
111028 |
758.25 |
765.00 |
751.25 |
762.50 |
+0.25 |
630 |
8,723 |
+117 |
Jul12 |
111028 |
766.75 |
772.50 |
759.50 |
771.00 |
+0.25 |
1,918 |
34,499 |
+505 |
Sep12 |
111028 |
781.00 |
788.25 |
775.00 |
785.00 |
-0.50 |
147 |
2,853 |
+69 |
Dec12 |
111028 |
800.00 |
805.50 |
793.50 |
802.00 |
-2.00 |
312 |
3,828 |
+57 |
Total Volume and Open Interest |
15,181 |
155,560 |
+215 |
Wheat(MGE) |
Dec11 |
111028 |
923.25 |
935.75 |
910.50 |
920.50 |
-2.50 |
932 |
9,937 |
-218 |
Mar12 |
111028 |
861.75 |
871.75 |
853.50 |
863.25 |
+4.25 |
1,500 |
16,413 |
+184 |
May12 |
111028 |
838.00 |
853.75 |
838.00 |
846.75 |
+4.25 |
321 |
5,252 |
+46 |
Jul12 |
111028 |
834.00 |
844.50 |
831.75 |
837.50 |
+3.50 |
274 |
5,817 |
+32 |
Sep12 |
111028 |
813.75 |
824.75 |
812.50 |
819.25 |
+6.00 |
168 |
2,919 |
-29 |
Total Volume and Open Interest |
3,331 |
42,258 |
+27 |
Oats(CBOT) |
Dec11 |
111028 |
334.50 |
336.25 |
330.00 |
336.25 |
+2.75 |
816 |
10,827 |
-294 |
Mar12 |
111028 |
343.00 |
347.00 |
343.00 |
347.00 |
+3.00 |
199 |
5,197 |
+98 |
May12 |
111028 |
353.50 |
353.50 |
350.50 |
353.50 |
+3.00 |
1 |
266 |
+1 |
Jul12 |
111028 |
359.50 |
359.50 |
356.50 |
359.50 |
+3.00 |
1 |
22 |
+1 |
Total Volume and Open Interest |
1,017 |
16,433 |
-194 |
Rough Rice(CBOT) |
Nov11 |
111028 |
16.92 |
16.94 |
16.55 |
16.74 |
-0.20 |
1,952 |
2,129 |
-1,600 |
Jan12 |
111028 |
17.17 |
17.17 |
16.82 |
17.00 |
-0.24 |
2,591 |
11,537 |
+1,165 |
Mar12 |
111028 |
17.27 |
17.54 |
17.20 |
17.28 |
-0.26 |
149 |
3,511 |
+79 |
May12 |
111028 |
17.57 |
17.81 |
17.50 |
17.55 |
-0.26 |
50 |
344 |
+13 |
Total Volume and Open Interest |
4,761 |
18,065 |
-329 |
Live Cattle(CME) |
Oct11 |
111028 |
121.385 |
121.900 |
120.500 |
120.950 |
+0.200 |
1,690 |
1,515 |
-1,148 |
Dec11 |
111028 |
120.135 |
121.050 |
119.000 |
119.050 |
-0.850 |
25,267 |
143,600 |
-1,908 |
Feb12 |
111028 |
123.100 |
123.800 |
121.900 |
121.950 |
-0.730 |
9,197 |
81,583 |
+529 |
Apr12 |
111028 |
126.980 |
127.450 |
125.900 |
125.900 |
-0.550 |
4,725 |
64,449 |
+307 |
Jun12 |
111028 |
125.000 |
125.535 |
124.135 |
124.500 |
-0.350 |
1,692 |
29,226 |
+165 |
Aug12 |
111028 |
125.000 |
125.500 |
124.650 |
125.000 |
-0.100 |
497 |
6,224 |
+226 |
Total Volume and Open Interest |
43,308 |
330,849 |
-1,709 |
Feeder Cattle(CME) |
Nov11 |
111028 |
141.700 |
142.550 |
140.750 |
141.100 |
-0.475 |
2,118 |
8,192 |
-594 |
Jan12 |
111028 |
146.000 |
147.285 |
145.380 |
145.600 |
-0.350 |
2,575 |
15,542 |
+94 |
Mar12 |
111028 |
146.550 |
148.000 |
146.200 |
146.500 |
-0.380 |
512 |
5,115 |
+78 |
Apr12 |
111028 |
147.325 |
148.500 |
146.950 |
147.350 |
+0.150 |
107 |
1,311 |
+52 |
May12 |
111028 |
147.630 |
148.500 |
147.150 |
147.600 |
+0.100 |
71 |
1,467 |
+16 |
Aug12 |
111028 |
148.250 |
149.500 |
148.000 |
148.400 |
-0.035 |
59 |
1,624 |
+6 |
Sep12 |
111028 |
148.350 |
148.350 |
148.000 |
148.000 |
unch |
5 |
139 |
+0 |
Total Volume and Open Interest |
5,447 |
33,390 |
-2,367 |
Lean Hogs(CME) |
Dec11 |
111028 |
87.100 |
87.430 |
86.550 |
86.680 |
+0.030 |
19,553 |
98,676 |
-1,320 |
Feb12 |
111028 |
89.980 |
90.700 |
89.535 |
89.900 |
+0.220 |
10,788 |
67,853 |
+323 |
Apr12 |
111028 |
92.200 |
93.050 |
92.050 |
92.250 |
+0.070 |
3,737 |
52,449 |
+9 |
May12 |
111028 |
97.730 |
98.350 |
97.430 |
98.250 |
+0.400 |
41 |
2,118 |
+5 |
Jun12 |
111028 |
98.600 |
99.650 |
98.535 |
99.050 |
+0.320 |
1,921 |
32,771 |
+252 |
Jul12 |
111028 |
97.400 |
98.200 |
97.300 |
98.200 |
+0.665 |
211 |
9,028 |
+20 |
Aug12 |
111028 |
95.535 |
96.400 |
95.500 |
96.150 |
+0.470 |
223 |
9,855 |
+25 |
Oct12 |
111028 |
84.500 |
85.000 |
84.500 |
84.900 |
+0.400 |
37 |
4,777 |
+22 |
Total Volume and Open Interest |
36,539 |
279,423 |
-658 |
Class III Milk(CME) |
Oct11 |
111028 |
18.01 |
18.05 |
18.00 |
18.04 |
+0.04 |
7 |
5,170 |
+3 |
Nov11 |
111028 |
18.10 |
18.37 |
17.99 |
18.35 |
+0.26 |
303 |
5,355 |
+40 |
Dec11 |
111028 |
17.46 |
17.65 |
17.34 |
17.62 |
+0.17 |
296 |
5,018 |
+105 |
Jan12 |
111028 |
16.85 |
16.95 |
16.76 |
16.93 |
+0.13 |
174 |
2,630 |
+112 |
Feb12 |
111028 |
16.55 |
16.68 |
16.41 |
16.55 |
+0.14 |
200 |
2,359 |
+130 |
Total Volume and Open Interest |
1,851 |
33,018 |
+806 |
Cocoa(ICE) |
Dec11 |
111028 |
2756 |
2764 |
2710 |
2748 |
-8 |
16,429 |
69,873 |
-1,442 |
Mar12 |
111028 |
2780 |
2787 |
2733 |
2770 |
-9 |
10,648 |
67,360 |
-56 |
May12 |
111028 |
2790 |
2796 |
2744 |
2777 |
-12 |
3,859 |
22,295 |
+615 |
Jul12 |
111028 |
2790 |
2799 |
2759 |
2792 |
-13 |
1,907 |
11,403 |
+304 |
Sep12 |
111028 |
2795 |
2812 |
2768 |
2806 |
-8 |
262 |
11,631 |
+75 |
Dec12 |
111028 |
2805 |
2816 |
2780 |
2816 |
-7 |
147 |
10,442 |
+109 |
Mar13 |
111028 |
2810 |
2828 |
2797 |
2828 |
-6 |
108 |
2,720 |
-37 |
Total Volume and Open Interest |
33,767 |
198,269 |
-29 |
Coffee "C"(ICE) |
Dec11 |
111028 |
234.60 |
236.70 |
232.10 |
235.15 |
+0.55 |
12,146 |
59,098 |
-604 |
Mar12 |
111028 |
237.90 |
239.95 |
235.50 |
238.55 |
+0.80 |
5,804 |
36,431 |
+348 |
May12 |
111028 |
238.60 |
241.25 |
237.00 |
240.00 |
+0.95 |
2,345 |
15,128 |
+1,103 |
Jul12 |
111028 |
239.70 |
241.85 |
237.70 |
240.55 |
+0.95 |
377 |
4,300 |
-39 |
Sep12 |
111028 |
239.35 |
241.35 |
237.50 |
240.10 |
+0.95 |
164 |
5,131 |
+20 |
Dec12 |
111028 |
238.40 |
239.95 |
237.00 |
239.30 |
+0.80 |
61 |
2,808 |
-1 |
Total Volume and Open Interest |
20,929 |
123,922 |
+837 |
Orange Juice(ICE) |
Nov11 |
111028 |
193.00 |
195.00 |
186.20 |
186.25 |
-3.75 |
515 |
642 |
-602 |
Jan12 |
111028 |
174.90 |
176.50 |
169.40 |
170.25 |
-4.65 |
1,213 |
19,932 |
+553 |
Mar12 |
111028 |
170.15 |
170.15 |
166.30 |
166.55 |
-4.35 |
90 |
4,403 |
+11 |
May12 |
111028 |
165.00 |
165.00 |
164.90 |
164.90 |
-3.40 |
1 |
1,554 |
+0 |
Jul12 |
111028 |
165.50 |
165.50 |
165.50 |
165.50 |
-3.10 |
0 |
319 |
+0 |
Sep12 |
111028 |
164.50 |
164.50 |
164.50 |
164.50 |
-3.10 |
0 |
53 |
+0 |
Total Volume and Open Interest |
1,820 |
26,917 |
-37 |
Sugar #11(ICE) |
Mar12 |
111028 |
27.05 |
27.17 |
26.10 |
26.15 |
-0.71 |
29,962 |
244,363 |
-98 |
May12 |
111028 |
26.24 |
26.35 |
25.45 |
25.49 |
-0.56 |
8,874 |
83,228 |
-816 |
Jul12 |
111028 |
25.33 |
25.53 |
24.79 |
24.81 |
-0.38 |
5,706 |
72,955 |
+514 |
Oct12 |
111028 |
24.94 |
25.16 |
24.48 |
24.49 |
-0.30 |
2,669 |
43,699 |
-16 |
Mar13 |
111028 |
24.94 |
25.14 |
24.56 |
24.57 |
-0.24 |
1,146 |
30,904 |
-77 |
Total Volume and Open Interest |
50,505 |
505,647 |
-164 |
London Cocoa(LCE) |
Dec11 |
111028 |
1712 |
1716 |
1685 |
1700 |
-14 |
6,271 |
78,271 |
-35 |
Mar12 |
111028 |
1739 |
1741 |
1709 |
1725 |
-14 |
4,989 |
57,665 |
+234 |
May12 |
111028 |
1752 |
1754 |
1726 |
1740 |
-12 |
1,113 |
16,679 |
-77 |
Jul12 |
111028 |
1766 |
1766 |
1742 |
1759 |
-7 |
1,610 |
19,101 |
+467 |
Sep12 |
111028 |
1775 |
1775 |
1758 |
1772 |
-7 |
32 |
13,596 |
-3 |
Dec12 |
111028 |
1789 |
1789 |
1770 |
1787 |
-7 |
51 |
10,717 |
+20 |
Mar13 |
111028 |
1803 |
1803 |
1803 |
1803 |
-7 |
0 |
2,366 |
+0 |
Total Volume and Open Interest |
14,066 |
198,902 |
+606 |
London Sugar(LCE) |
Dec11 |
111028 |
713.00 |
717.20 |
700.50 |
702.10 |
-12.80 |
2,617 |
19,042 |
-649 |
Mar12 |
111028 |
680.10 |
686.30 |
671.40 |
673.60 |
-7.80 |
2,829 |
17,970 |
+1,019 |
May12 |
111028 |
670.30 |
675.80 |
659.50 |
662.10 |
-8.20 |
296 |
6,890 |
+20 |
Aug12 |
111028 |
655.70 |
661.20 |
645.90 |
648.80 |
-7.00 |
145 |
4,121 |
+10 |
Oct12 |
111028 |
645.50 |
650.20 |
636.90 |
639.40 |
-7.30 |
56 |
2,531 |
-21 |
Total Volume and Open Interest |
5,964 |
52,304 |
+389 |
Cotton(ICE) |
Dec11 |
111028 |
104.34 |
105.05 |
102.59 |
104.37 |
+0.05 |
14,677 |
82,605 |
-1,842 |
Mar12 |
111028 |
102.07 |
102.71 |
100.43 |
102.50 |
+0.19 |
6,474 |
49,473 |
+1,620 |
May12 |
111028 |
101.50 |
101.84 |
100.00 |
101.68 |
+0.21 |
1,021 |
11,388 |
+337 |
Jul12 |
111028 |
100.00 |
101.00 |
99.21 |
100.84 |
+0.47 |
1,286 |
12,305 |
+264 |
Oct12 |
111028 |
98.48 |
98.48 |
98.48 |
98.48 |
-0.61 |
0 |
3 |
+0 |
Dec12 |
111028 |
96.49 |
97.89 |
96.20 |
97.84 |
+0.48 |
289 |
4,155 |
+165 |
Total Volume and Open Interest |
23,947 |
160,896 |
+590 |
Lumber(CME) |
Nov11 |
111028 |
223.2 |
224.0 |
220.7 |
222.8 |
-0.3 |
302 |
1,707 |
-102 |
Jan12 |
111028 |
236.1 |
239.4 |
234.7 |
239.3 |
+1.8 |
472 |
6,250 |
+21 |
Mar12 |
111028 |
251.0 |
256.5 |
250.1 |
255.8 |
+1.9 |
103 |
1,684 |
+13 |
May12 |
111028 |
267.9 |
268.3 |
265.0 |
267.8 |
-0.5 |
5 |
166 |
+4 |
Total Volume and Open Interest |
930 |
9,871 |
-28 |
Crude Oil(NYM) |
Dec11 |
111028 |
93.93 |
93.93 |
92.01 |
93.32 |
-0.64 |
327,446 |
310,497 |
-17,463 |
Jan12 |
111028 |
93.75 |
93.80 |
91.98 |
93.24 |
-0.58 |
94,415 |
185,832 |
+1,787 |
Feb12 |
111028 |
93.49 |
93.49 |
91.90 |
93.17 |
-0.51 |
48,193 |
71,875 |
-1,458 |
Mar12 |
111028 |
93.51 |
93.51 |
91.80 |
93.09 |
-0.45 |
38,997 |
68,692 |
+21 |
Apr12 |
111028 |
92.66 |
93.15 |
91.72 |
93.00 |
-0.41 |
15,144 |
36,747 |
+538 |
May12 |
111028 |
92.56 |
93.13 |
91.64 |
92.90 |
-0.41 |
14,323 |
27,890 |
+8 |
Jun12 |
111028 |
92.86 |
93.00 |
91.54 |
92.79 |
-0.41 |
37,434 |
73,705 |
+159 |
Jul12 |
111028 |
92.55 |
92.70 |
92.26 |
92.68 |
-0.41 |
6,406 |
33,888 |
-372 |
Aug12 |
111028 |
91.78 |
92.54 |
91.50 |
92.54 |
-0.42 |
5,217 |
21,158 |
-236 |
Sep12 |
111028 |
91.66 |
92.41 |
91.66 |
92.41 |
-0.44 |
6,284 |
21,856 |
-510 |
Oct12 |
111028 |
91.33 |
92.32 |
91.33 |
92.32 |
-0.45 |
3,388 |
22,986 |
-243 |
Nov12 |
111028 |
91.36 |
92.29 |
91.36 |
92.29 |
-0.45 |
3,144 |
24,649 |
-227 |
Dec12 |
111028 |
92.48 |
92.51 |
91.13 |
92.27 |
-0.45 |
38,225 |
164,060 |
-600 |
Jan13 |
111028 |
92.15 |
92.15 |
92.15 |
92.15 |
-0.46 |
1,081 |
26,055 |
+173 |
Feb13 |
111028 |
91.99 |
91.99 |
91.99 |
91.99 |
-0.47 |
445 |
10,192 |
+145 |
Mar13 |
111028 |
91.85 |
91.85 |
91.85 |
91.85 |
-0.48 |
226 |
8,710 |
+39 |
Total Volume and Open Interest |
657,644 |
1,359,656 |
-18,190 |
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 |
111028 |
93.900 |
93.900 |
92.025 |
93.325 |
-0.625 |
10,130 |
2,479 |
+17 |
Jan12 |
111028 |
93.800 |
93.800 |
92.000 |
93.250 |
-0.575 |
334 |
316 |
+46 |
Feb12 |
111028 |
93.125 |
93.350 |
92.125 |
93.175 |
-0.500 |
26 |
80 |
-5 |
Mar12 |
111028 |
93.100 |
93.100 |
93.100 |
93.100 |
-0.450 |
0 |
17 |
+0 |
Apr12 |
111028 |
93.000 |
93.000 |
93.000 |
93.000 |
-0.400 |
0 |
22 |
+0 |
May12 |
111028 |
92.900 |
92.900 |
92.900 |
92.900 |
-0.400 |
0 |
7 |
+0 |
Jun12 |
111028 |
92.800 |
92.800 |
92.800 |
92.800 |
-0.400 |
0 |
17 |
+0 |
Jul12 |
111028 |
92.675 |
92.675 |
92.675 |
92.675 |
-0.425 |
0 |
4 |
+0 |
Total Volume and Open Interest |
10,491 |
3,170 |
+58 |
Heating Oil(NYM) |
Nov11 |
111028 |
310.55 |
310.55 |
304.95 |
305.92 |
-3.92 |
28,837 |
14,454 |
-7,068 |
Dec11 |
111028 |
310.92 |
311.35 |
305.43 |
306.64 |
-3.73 |
67,292 |
92,996 |
+2,163 |
Jan12 |
111028 |
308.92 |
309.87 |
304.79 |
306.02 |
-3.51 |
22,149 |
52,422 |
+2,062 |
Feb12 |
111028 |
307.84 |
308.04 |
303.65 |
304.65 |
-3.42 |
9,709 |
27,685 |
+2,652 |
Mar12 |
111028 |
305.30 |
305.86 |
301.27 |
302.31 |
-3.23 |
8,302 |
21,737 |
-863 |
Apr12 |
111028 |
299.49 |
299.51 |
297.75 |
298.66 |
-3.01 |
1,161 |
11,129 |
-135 |
May12 |
111028 |
297.84 |
297.84 |
293.90 |
295.11 |
-2.78 |
1,034 |
8,793 |
+51 |
Jun12 |
111028 |
295.57 |
295.97 |
291.78 |
293.00 |
-2.56 |
6,661 |
35,259 |
+98 |
Jul12 |
111028 |
295.57 |
296.39 |
292.36 |
292.75 |
-2.41 |
423 |
7,400 |
-58 |
Aug12 |
111028 |
295.56 |
295.56 |
291.69 |
292.85 |
-2.29 |
207 |
4,217 |
+1 |
Sep12 |
111028 |
293.52 |
293.52 |
293.21 |
293.21 |
-2.13 |
261 |
4,520 |
-53 |
Oct12 |
111028 |
296.80 |
296.80 |
293.92 |
293.92 |
-2.01 |
134 |
1,495 |
+7 |
Total Volume and Open Interest |
147,064 |
297,844 |
-1,062 |
Gasoline(NYMEX) |
Nov11 |
111028 |
273.52 |
274.36 |
267.39 |
268.22 |
-5.98 |
28,476 |
12,498 |
-5,920 |
Dec11 |
111028 |
270.72 |
271.12 |
263.95 |
264.61 |
-6.11 |
54,637 |
96,007 |
+2,445 |
Jan12 |
111028 |
268.53 |
269.67 |
262.82 |
263.43 |
-5.82 |
22,090 |
42,299 |
+396 |
Feb12 |
111028 |
266.00 |
267.26 |
262.52 |
263.22 |
-5.68 |
10,304 |
19,216 |
+274 |
Mar12 |
111028 |
267.15 |
267.72 |
263.07 |
263.69 |
-5.59 |
7,357 |
23,906 |
-546 |
Apr12 |
111028 |
281.15 |
281.25 |
276.79 |
277.25 |
-5.15 |
3,622 |
21,305 |
+929 |
May12 |
111028 |
276.93 |
277.89 |
276.19 |
276.77 |
-5.11 |
2,746 |
10,508 |
-26 |
Jun12 |
111028 |
280.07 |
280.33 |
274.26 |
275.01 |
-5.06 |
3,705 |
20,704 |
+398 |
Jul12 |
111028 |
273.57 |
273.85 |
272.79 |
272.79 |
-4.98 |
615 |
5,932 |
+109 |
Aug12 |
111028 |
270.39 |
270.39 |
270.39 |
270.39 |
-4.78 |
98 |
5,216 |
+14 |
Total Volume and Open Interest |
134,703 |
281,278 |
-1,183 |
e-miNY RBOB Gasoline(NYM) |
Nov11 |
111028 |
268.20 |
268.22 |
268.20 |
268.20 |
-6.00 |
|
|
|
Dec11 |
111028 |
264.60 |
264.61 |
264.60 |
264.60 |
-6.10 |
|
|
|
Jan12 |
111028 |
263.40 |
263.43 |
263.40 |
263.40 |
-5.90 |
0 |
1 |
+0 |
Feb12 |
111028 |
263.20 |
263.22 |
263.20 |
263.20 |
-5.70 |
0 |
1 |
+0 |
Total Volume and Open Interest |
0 |
2 |
+0 |
Natural Gas(NYM) |
Dec11 |
111028 |
3.775 |
3.940 |
3.771 |
3.923 |
+0.159 |
160,130 |
170,710 |
-9,276 |
Jan12 |
111028 |
3.905 |
4.060 |
3.905 |
4.042 |
+0.146 |
68,290 |
244,110 |
+4,159 |
Feb12 |
111028 |
3.923 |
4.067 |
3.922 |
4.053 |
+0.142 |
20,905 |
79,049 |
-80 |
Mar12 |
111028 |
3.900 |
4.027 |
3.900 |
4.020 |
+0.138 |
19,295 |
93,372 |
+577 |
Apr12 |
111028 |
3.890 |
4.027 |
3.890 |
4.010 |
+0.135 |
23,020 |
90,026 |
+586 |
May12 |
111028 |
3.945 |
4.070 |
3.871 |
4.042 |
+0.130 |
5,146 |
32,334 |
+474 |
Jun12 |
111028 |
3.976 |
4.088 |
3.976 |
4.080 |
+0.127 |
2,523 |
15,696 |
+84 |
Jul12 |
111028 |
4.013 |
4.128 |
4.012 |
4.125 |
+0.125 |
1,759 |
18,266 |
+149 |
Aug12 |
111028 |
4.085 |
4.152 |
4.057 |
4.150 |
+0.123 |
1,069 |
12,484 |
-10 |
Sep12 |
111028 |
4.074 |
4.155 |
4.060 |
4.152 |
+0.123 |
1,033 |
10,092 |
+47 |
Oct12 |
111028 |
4.118 |
4.195 |
4.101 |
4.191 |
+0.122 |
8,068 |
50,324 |
+845 |
Nov12 |
111028 |
4.280 |
4.336 |
4.249 |
4.333 |
+0.116 |
1,721 |
12,947 |
-149 |
Dec12 |
111028 |
4.494 |
4.587 |
4.494 |
4.582 |
+0.108 |
3,283 |
17,021 |
+168 |
Jan13 |
111028 |
4.660 |
4.721 |
4.647 |
4.717 |
+0.101 |
4,442 |
25,230 |
-1,170 |
Feb13 |
111028 |
4.663 |
4.702 |
4.663 |
4.702 |
+0.100 |
129 |
5,339 |
+31 |
Mar13 |
111028 |
4.627 |
4.646 |
4.610 |
4.646 |
+0.099 |
212 |
12,053 |
+29 |
Total Volume and Open Interest |
321,762 |
961,962 |
-12,826 |
Brent Crude Oil(ICE) |
Dec11 |
111028 |
112.13 |
112.23 |
109.65 |
109.91 |
-2.17 |
238,405 |
202,203 |
-3,442 |
Jan12 |
111028 |
111.34 |
111.34 |
109.05 |
109.31 |
-1.92 |
144,346 |
158,637 |
+688 |
Feb12 |
111028 |
110.78 |
110.78 |
108.60 |
108.85 |
-1.82 |
85,785 |
91,744 |
-3,944 |
Mar12 |
111028 |
110.27 |
110.27 |
108.12 |
108.36 |
-1.76 |
64,637 |
82,737 |
-2,523 |
Apr12 |
111028 |
108.99 |
109.91 |
107.76 |
107.97 |
-1.73 |
27,041 |
32,374 |
-1,723 |
May12 |
111028 |
108.89 |
109.60 |
107.39 |
107.62 |
-1.70 |
20,002 |
19,587 |
+406 |
Jun12 |
111028 |
108.51 |
109.25 |
107.04 |
107.26 |
-1.65 |
51,469 |
53,306 |
-4,702 |
Jul12 |
111028 |
108.54 |
108.76 |
106.82 |
106.88 |
-1.59 |
7,676 |
17,478 |
+502 |
Aug12 |
111028 |
107.96 |
107.96 |
106.42 |
106.48 |
-1.52 |
5,611 |
16,512 |
-290 |
Sep12 |
111028 |
107.06 |
107.06 |
106.03 |
106.03 |
-1.46 |
7,117 |
20,107 |
-451 |
Oct12 |
111028 |
105.61 |
105.61 |
105.61 |
105.61 |
-1.43 |
4,318 |
11,269 |
+1,207 |
Nov12 |
111028 |
105.24 |
105.24 |
105.24 |
105.24 |
-1.37 |
4,678 |
13,687 |
-272 |
Dec12 |
111028 |
105.88 |
106.63 |
104.64 |
104.87 |
-1.30 |
34,786 |
97,932 |
-1,347 |
Jan13 |
111028 |
104.57 |
104.57 |
104.57 |
104.57 |
-1.25 |
967 |
8,212 |
+365 |
Total Volume and Open Interest |
711,933 |
971,138 |
-13,288 |
Gas Oil(ICE) |
Nov11 |
111028 |
972.00 |
974.75 |
956.50 |
962.25 |
-7.50 |
58,972 |
106,531 |
+538 |
Dec11 |
111028 |
963.50 |
965.25 |
946.50 |
951.75 |
-7.00 |
100,652 |
136,913 |
+14,216 |
Jan12 |
111028 |
957.75 |
958.00 |
941.25 |
946.50 |
-5.75 |
40,511 |
62,944 |
+3,478 |
Feb12 |
111028 |
952.00 |
952.00 |
936.75 |
941.75 |
-4.50 |
17,695 |
49,878 |
+2,503 |
Mar12 |
111028 |
944.25 |
944.25 |
931.75 |
936.75 |
-3.75 |
14,133 |
29,050 |
+566 |
Apr12 |
111028 |
935.75 |
938.75 |
927.00 |
931.25 |
-3.25 |
4,988 |
19,656 |
-605 |
May12 |
111028 |
931.25 |
933.75 |
922.25 |
926.00 |
-3.25 |
4,085 |
19,957 |
+448 |
Jun12 |
111028 |
929.50 |
932.25 |
919.00 |
923.50 |
-3.25 |
11,087 |
48,527 |
+1,125 |
Jul12 |
111028 |
927.25 |
927.25 |
921.25 |
924.50 |
-3.00 |
1,355 |
14,998 |
-148 |
Aug12 |
111028 |
928.75 |
928.75 |
923.00 |
925.75 |
-2.75 |
685 |
10,807 |
+126 |
Total Volume and Open Interest |
265,795 |
592,097 |
+22,854 |
Ethanol(CBOT) |
Oct11 |
111005 |
2.517 |
2.520 |
2.496 |
2.520 |
+0.062 |
73 |
103 |
-30 |
Nov11 |
111028 |
2.740 |
2.756 |
2.740 |
2.753 |
+0.018 |
154 |
609 |
-43 |
Dec11 |
111028 |
2.632 |
2.644 |
2.626 |
2.640 |
+0.014 |
265 |
1,497 |
-154 |
Jan12 |
111028 |
2.470 |
2.492 |
2.470 |
2.490 |
+0.019 |
285 |
1,575 |
-103 |
Feb12 |
111028 |
2.427 |
2.427 |
2.422 |
2.425 |
+0.013 |
62 |
1,044 |
+7 |
Mar12 |
111028 |
2.430 |
2.430 |
2.427 |
2.427 |
+0.011 |
69 |
954 |
+21 |
Apr12 |
111028 |
2.415 |
2.431 |
2.415 |
2.431 |
+0.011 |
11 |
700 |
-7 |
May12 |
111028 |
2.434 |
2.450 |
2.426 |
2.445 |
+0.011 |
175 |
659 |
-57 |
Total Volume and Open Interest |
1,252 |
10,979 |
-276 |
WTI Crude Oil(ICE) |
Dec11 |
111028 |
93.79 |
95.19 |
92.01 |
93.32 |
-0.64 |
87,029 |
104,966 |
-3,688 |
Jan12 |
111028 |
93.55 |
94.74 |
91.99 |
93.24 |
-0.58 |
32,033 |
48,051 |
+1,332 |
Feb12 |
111028 |
93.13 |
94.50 |
91.89 |
93.17 |
-0.51 |
18,663 |
25,927 |
+1,207 |
Mar12 |
111028 |
92.97 |
93.95 |
91.78 |
93.09 |
-0.45 |
14,571 |
19,097 |
-175 |
Apr12 |
111028 |
92.67 |
93.83 |
91.67 |
93.00 |
-0.41 |
7,359 |
8,828 |
+874 |
May12 |
111028 |
93.01 |
93.74 |
91.57 |
92.90 |
-0.41 |
4,735 |
7,230 |
+234 |
Jun12 |
111028 |
92.62 |
93.60 |
91.56 |
92.79 |
-0.41 |
15,467 |
40,722 |
+2,963 |
Jul12 |
111028 |
92.40 |
92.77 |
91.67 |
92.68 |
-0.41 |
1,796 |
6,985 |
-36 |
Aug12 |
111028 |
91.65 |
92.54 |
91.65 |
92.54 |
-0.42 |
1,200 |
4,600 |
+71 |
Sep12 |
111028 |
92.41 |
92.41 |
92.41 |
92.41 |
-0.44 |
949 |
7,812 |
+113 |
Oct12 |
111028 |
92.32 |
92.32 |
92.32 |
92.32 |
-0.45 |
589 |
2,281 |
-48 |
Nov12 |
111028 |
92.29 |
92.29 |
92.29 |
92.29 |
-0.45 |
488 |
2,963 |
-59 |
Dec12 |
111028 |
92.12 |
93.95 |
91.27 |
92.27 |
-0.45 |
14,950 |
54,099 |
+1,540 |
Jan13 |
111028 |
92.15 |
92.15 |
92.15 |
92.15 |
-0.46 |
38 |
1,945 |
+0 |
Feb13 |
111028 |
91.99 |
91.99 |
91.99 |
91.99 |
-0.47 |
0 |
592 |
+0 |
Mar13 |
111028 |
91.85 |
91.85 |
91.85 |
91.85 |
-0.48 |
0 |
1,475 |
+0 |
Total Volume and Open Interest |
206,933 |
429,769 |
+6,200 |
US Dollar Index(ICE) |
Dec11 |
111028 |
75.080 |
75.305 |
75.045 |
75.215 |
+0.205 |
45,375 |
64,623 |
+1,730 |
Mar12 |
111028 |
75.745 |
75.750 |
75.500 |
75.580 |
+0.195 |
53 |
577 |
-2 |
Jun12 |
111028 |
76.040 |
76.040 |
76.040 |
76.040 |
+0.195 |
2 |
0 |
-2 |
Total Volume and Open Interest |
45,430 |
65,200 |
+1,726 |
Australian Dollar(CME) |
Dec11 |
111028 |
106.52 |
106.67 |
105.91 |
106.49 |
-0.09 |
186,612 |
131,388 |
+6,297 |
Mar12 |
111028 |
105.33 |
105.56 |
104.90 |
105.41 |
-0.10 |
114 |
328 |
+15 |
Jun12 |
111028 |
104.51 |
104.54 |
104.46 |
104.46 |
-0.08 |
0 |
19 |
+0 |
Total Volume and Open Interest |
186,726 |
131,868 |
+6,312 |
British Pound(CME) |
Dec11 |
111028 |
160.97 |
161.44 |
160.62 |
161.08 |
+0.02 |
121,904 |
170,421 |
-134 |
Mar12 |
111028 |
160.66 |
161.12 |
160.55 |
160.90 |
unch |
71 |
219 |
+29 |
Jun12 |
111028 |
160.74 |
160.75 |
160.74 |
160.74 |
-0.01 |
0 |
3 |
+0 |
Total Volume and Open Interest |
121,975 |
170,648 |
-105 |
Canadian Dollar(CME) |
Dec11 |
111028 |
100.68 |
100.94 |
100.17 |
100.53 |
-0.28 |
96,421 |
114,550 |
-705 |
Mar12 |
111028 |
100.55 |
100.61 |
100.00 |
100.33 |
-0.28 |
814 |
3,366 |
-56 |
Jun12 |
111028 |
100.07 |
100.46 |
100.06 |
100.17 |
-0.29 |
36 |
790 |
+3 |
Sep12 |
111028 |
100.04 |
100.30 |
100.04 |
100.04 |
-0.26 |
10 |
656 |
+10 |
Total Volume and Open Interest |
97,288 |
119,477 |
-748 |
Japanese Yen(CME) |
Dec11 |
111028 |
131.71 |
132.24 |
131.67 |
132.10 |
+0.35 |
94,461 |
165,775 |
+1,378 |
Mar12 |
111028 |
131.91 |
132.40 |
131.91 |
132.34 |
+0.35 |
108 |
692 |
-9 |
Jun12 |
111028 |
132.57 |
132.57 |
132.24 |
132.57 |
+0.33 |
0 |
22 |
+0 |
Total Volume and Open Interest |
94,569 |
166,493 |
+1,369 |
Swiss Franc(CME) |
Dec11 |
111028 |
116.38 |
116.42 |
115.69 |
116.10 |
-0.32 |
34,158 |
24,031 |
-1,304 |
Mar12 |
111028 |
116.30 |
116.68 |
116.11 |
116.37 |
-0.31 |
32 |
634 |
+10 |
Jun12 |
111028 |
116.17 |
116.97 |
116.17 |
116.65 |
-0.32 |
0 |
5 |
+0 |
Total Volume and Open Interest |
34,193 |
24,677 |
-1,291 |
EuroFX(CME) |
Dec11 |
111028 |
141.75 |
142.01 |
141.26 |
141.48 |
-0.53 |
432,110 |
225,265 |
-5,215 |
Mar12 |
111028 |
141.68 |
141.96 |
141.27 |
141.44 |
-0.52 |
1,680 |
2,472 |
-291 |
Jun12 |
111028 |
141.65 |
141.93 |
141.40 |
141.40 |
-0.53 |
40 |
866 |
+35 |
Total Volume and Open Interest |
433,835 |
228,623 |
-5,466 |
Mexican Peso(CME) |
Nov11 |
111028 |
765.5 |
765.5 |
760.0 |
765.5 |
+5.5 |
|
|
|
Dec11 |
111028 |
758.0 |
766.0 |
756.0 |
763.5 |
+5.5 |
41,448 |
96,134 |
-2,201 |
Total Volume and Open Interest |
41,448 |
96,497 |
-2,201 |
Brazilian Real(CME) |
Nov11 |
111028 |
595.50 |
596.80 |
583.85 |
595.50 |
+10.10 |
0 |
5 |
+0 |
Dec11 |
111028 |
590.50 |
591.20 |
590.50 |
591.20 |
+10.00 |
383 |
5,387 |
+56 |
Jan12 |
111028 |
587.75 |
587.75 |
587.75 |
587.75 |
+9.85 |
0 |
10,149 |
+0 |
Feb12 |
111028 |
584.30 |
584.30 |
584.30 |
584.30 |
+9.70 |
|
|
|
Total Volume and Open Interest |
383 |
30,862 |
+56 |
30-Year T-Bonds(CBOT) |
Dec11 |
111028 |
135~180 |
137~010 |
135~050 |
136~280 |
+1~150 |
509,771 |
620,954 |
+4,840 |
Mar12 |
111028 |
135~000 |
136~120 |
134~220 |
136~080 |
+1~160 |
1,511 |
3,425 |
+802 |
Jun12 |
111028 |
135~060 |
135~060 |
133~240 |
135~060 |
+1~140 |
0 |
5 |
+0 |
Total Volume and Open Interest |
511,282 |
624,384 |
+5,642 |
10-Year T-Notes(CBOT) |
Dec11 |
111028 |
127~085 |
128~070 |
127~070 |
128~030 |
+0~250 |
1,676,052 |
1,510,040 |
+44,305 |
Mar12 |
111028 |
126~135 |
127~070 |
126~115 |
127~065 |
+0~270 |
4,073 |
16,936 |
+2,494 |
Jun12 |
111028 |
126~065 |
126~065 |
125~115 |
126~065 |
+0~270 |
|
|
|
Total Volume and Open Interest |
1,680,125 |
1,526,976 |
+46,799 |
5-Year T-Notes(CBOT) |
Dec11 |
111028 |
121~085 |
122~016 |
121~081 |
122~008 |
+0~048 |
811,408 |
1,199,966 |
+1,831 |
Mar12 |
111028 |
121~033 |
121~074 |
121~022 |
121~074 |
+0~052 |
3,799 |
6,244 |
+2,043 |
Jun12 |
111028 |
120~098 |
120~098 |
120~046 |
120~098 |
+0~052 |
|
|
|
Total Volume and Open Interest |
815,207 |
1,206,210 |
+3,874 |
2 Year T-Notes(CBOT) |
Dec11 |
111028 |
110~003 |
110~011 |
110~002 |
110~009 |
+0~007 |
275,317 |
711,428 |
+2,339 |
Mar12 |
111028 |
110~006 |
110~008 |
109~127 |
110~006 |
+0~007 |
1,403 |
2,521 |
+462 |
Jun12 |
111028 |
109~098 |
109~098 |
109~091 |
109~098 |
+0~007 |
|
|
|
Total Volume and Open Interest |
276,720 |
713,949 |
+2,801 |
Eurodollars(CME) |
Dec11 |
111028 |
99.495 |
99.510 |
99.480 |
99.500 |
+0.005 |
210,664 |
1,021,074 |
-1,138 |
Mar12 |
111028 |
99.430 |
99.460 |
99.415 |
99.455 |
+0.030 |
241,422 |
935,240 |
-19,068 |
Jun12 |
111028 |
99.400 |
99.440 |
99.385 |
99.435 |
+0.045 |
196,753 |
1,066,800 |
-2,720 |
Sep12 |
111028 |
99.370 |
99.425 |
99.355 |
99.420 |
+0.060 |
211,670 |
729,415 |
-7,751 |
Dec12 |
111028 |
99.345 |
99.415 |
99.335 |
99.405 |
+0.075 |
172,328 |
749,305 |
-4,813 |
Mar13 |
111028 |
99.315 |
99.390 |
99.305 |
99.385 |
+0.090 |
152,078 |
788,055 |
+1,795 |
Jun13 |
111028 |
99.240 |
99.330 |
99.235 |
99.320 |
+0.095 |
125,712 |
535,880 |
-1,944 |
Sep13 |
111028 |
99.130 |
99.225 |
99.125 |
99.215 |
+0.100 |
117,883 |
454,241 |
-2,559 |
Dec13 |
111028 |
98.960 |
99.070 |
98.950 |
99.050 |
+0.105 |
121,572 |
439,084 |
+1,635 |
Mar14 |
111028 |
98.780 |
98.905 |
98.770 |
98.875 |
+0.110 |
94,890 |
312,286 |
-1,966 |
Jun14 |
111028 |
98.565 |
98.700 |
98.555 |
98.665 |
+0.110 |
68,739 |
271,959 |
+2,206 |
Sep14 |
111028 |
98.345 |
98.490 |
98.335 |
98.445 |
+0.110 |
78,119 |
176,829 |
+1,423 |
Dec14 |
111028 |
98.120 |
98.270 |
98.105 |
98.220 |
+0.110 |
75,888 |
165,806 |
+5,146 |
Mar15 |
111028 |
97.910 |
98.060 |
97.895 |
98.010 |
+0.110 |
40,203 |
116,055 |
+3,258 |
Jun15 |
111028 |
5.965 |
6.095 |
5.930 |
6.050 |
+0.110 |
33,060 |
100,502 |
+2,036 |
Sep15 |
111028 |
5.725 |
5.890 |
5.715 |
5.840 |
+0.110 |
30,598 |
81,315 |
+2,545 |
Dec15 |
111028 |
5.540 |
5.675 |
5.500 |
5.630 |
+0.110 |
18,158 |
57,021 |
+2,154 |
Mar16 |
111028 |
5.345 |
5.495 |
5.330 |
5.455 |
+0.110 |
14,129 |
50,483 |
+126 |
Total Volume and Open Interest |
2,047,689 |
8,279,632 |
-18,318 |
30 Day Federal Funds(CBOT) |
Oct11 |
111028 |
99.930 |
99.930 |
99.927 |
99.927 |
unch |
302 |
64,202 |
-73 |
Nov11 |
111028 |
99.915 |
99.920 |
99.915 |
99.920 |
unch |
4,891 |
67,578 |
+881 |
Dec11 |
111028 |
99.915 |
99.920 |
99.915 |
99.920 |
unch |
3,760 |
63,362 |
+499 |
Jan12 |
111028 |
99.905 |
99.910 |
99.905 |
99.910 |
unch |
6,113 |
54,913 |
+1,901 |
Feb12 |
111028 |
99.895 |
99.900 |
99.895 |
99.900 |
unch |
1,308 |
44,764 |
-294 |
Mar12 |
111028 |
99.890 |
99.895 |
99.885 |
99.890 |
unch |
1,601 |
31,289 |
+515 |
Total Volume and Open Interest |
33,785 |
648,590 |
+5,590 |
30 Day Fed Funds(e-CBOT) |
3-Mth Euro-Yen(CME) |
Dec11 |
111028 |
99.675 |
99.675 |
99.675 |
99.675 |
unch |
0 |
281 |
+0 |
Mar12 |
111028 |
99.670 |
99.670 |
99.670 |
99.670 |
unch |
0 |
300 |
+0 |
Jun12 |
111028 |
99.673 |
99.673 |
99.673 |
99.673 |
unch |
|
|
|
Sep12 |
111028 |
99.670 |
99.670 |
99.670 |
99.670 |
unch |
|
|
|
Dec12 |
111028 |
99.670 |
99.670 |
99.670 |
99.670 |
unch |
|
|
|
Mar13 |
111028 |
99.670 |
99.670 |
99.670 |
99.670 |
unch |
|
|
|
Jun13 |
111028 |
99.625 |
99.625 |
99.625 |
99.625 |
unch |
|
|
|
Sep13 |
111028 |
99.485 |
99.485 |
99.485 |
99.485 |
unch |
|
|
|
Dec13 |
111028 |
99.345 |
99.345 |
99.345 |
99.345 |
unch |
|
|
|
Mar14 |
111028 |
99.205 |
99.205 |
99.205 |
99.205 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
581 |
+0 |
3-Mth Euro-Yen(SGX) |
Dec11 |
111028 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
2,479 |
+0 |
Mar12 |
111028 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
2,378 |
+0 |
Jun12 |
111028 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
1,470 |
+0 |
Sep12 |
111028 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
710 |
+0 |
Dec12 |
111028 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
151 |
+0 |
Mar13 |
111028 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
1 |
+0 |
Jun13 |
111028 |
99.62 |
99.62 |
99.62 |
99.62 |
unch |
|
|
|
Sep13 |
111028 |
99.49 |
99.49 |
99.49 |
99.49 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
7,191 |
+0 |
Japanese Gov't Bonds(SGX) |
Dec11 |
111028 |
142.52 |
142.52 |
142.03 |
142.05 |
-0.49 |
2,299 |
20,996 |
+181 |
Mar12 |
111028 |
141.46 |
141.46 |
141.46 |
141.46 |
-0.49 |
0 |
5 |
+0 |
Jun12 |
111028 |
139.37 |
139.37 |
139.37 |
139.37 |
-0.49 |
|
|
|
Total Volume and Open Interest |
2,299 |
21,001 |
+181 |
Euro-Bund(EUREX) |
Dec11 |
111028 |
133.40 |
134.04 |
132.89 |
133.67 |
-0.04 |
1,040,210 |
846,771 |
-31,441 |
Mar12 |
111028 |
133.65 |
134.17 |
133.08 |
133.87 |
-0.04 |
382 |
2,469 |
+197 |
Jun12 |
111028 |
132.44 |
133.49 |
132.44 |
133.49 |
-0.61 |
120 |
18 |
+18 |
Total Volume and Open Interest |
1,040,712 |
849,258 |
-31,226 |
Euro-Bobl(EUREX) |
Dec11 |
111028 |
121.25 |
121.65 |
120.96 |
121.48 |
+0.09 |
515,871 |
697,881 |
-34,077 |
Mar12 |
111028 |
121.86 |
121.86 |
121.71 |
121.71 |
+0.10 |
213 |
18,231 |
+134 |
Jun12 |
111028 |
121.63 |
121.63 |
121.63 |
121.63 |
+0.09 |
|
|
|
Total Volume and Open Interest |
516,084 |
716,112 |
-33,943 |
3-Mth Euribor(EUREX) |
Dec11 |
111028 |
98.590 |
98.595 |
98.590 |
98.595 |
unch |
0 |
1,758 |
+0 |
Mar12 |
111028 |
98.770 |
98.780 |
98.735 |
98.780 |
+0.025 |
17 |
2,182 |
+0 |
Jun12 |
111028 |
98.780 |
98.820 |
98.780 |
98.820 |
+0.025 |
102 |
958 |
+0 |
Total Volume and Open Interest |
134 |
8,180 |
+0 |
Long Gilt(LIFFE) |
Dec11 |
111028 |
126~13 |
126~30 |
125~26 |
126~17 |
-0~07 |
120,321 |
287,912 |
-8,249 |
Mar12 |
111028 |
110~11 |
110~23 |
109~20 |
110~11 |
-0~07 |
3,039 |
7,686 |
-159 |
Total Volume and Open Interest |
123,360 |
295,598 |
-8,408 |
3-Mth Short Sterling(LIFFE) |
Dec11 |
111028 |
98.96 |
98.97 |
98.94 |
98.96 |
unch |
67,649 |
368,039 |
-753 |
Mar12 |
111028 |
98.95 |
98.96 |
98.94 |
98.95 |
unch |
63,945 |
348,653 |
+210 |
Jun12 |
111028 |
98.95 |
98.97 |
98.93 |
98.95 |
unch |
42,077 |
215,757 |
+4,759 |
Sep12 |
111028 |
98.92 |
98.95 |
98.90 |
98.93 |
unch |
33,284 |
227,133 |
-2,157 |
Dec12 |
111028 |
98.86 |
98.90 |
98.83 |
98.87 |
unch |
39,794 |
180,429 |
+4,576 |
Mar13 |
111028 |
98.79 |
98.84 |
98.77 |
98.82 |
+0.01 |
26,535 |
159,734 |
+3,547 |
Total Volume and Open Interest |
333,554 |
1,903,940 |
+15,388 |
3-Mth Euribor(LIFFE) |
Dec11 |
111028 |
98.580 |
98.605 |
98.580 |
98.595 |
unch |
134,250 |
734,433 |
-599 |
Mar12 |
111028 |
98.730 |
98.800 |
98.730 |
98.780 |
+0.025 |
156,761 |
519,772 |
+8,242 |
Jun12 |
111028 |
98.785 |
98.850 |
98.760 |
98.820 |
+0.025 |
131,967 |
371,158 |
-1,776 |
Total Volume and Open Interest |
920,584 |
3,411,708 |
+29,590 |
3-Mth Aus T-Bills(SFE) |
Dec11 |
111028 |
95.44 |
95.48 |
95.38 |
95.48 |
+0.03 |
30,922 |
223,899 |
-4,674 |
Mar12 |
111028 |
95.80 |
95.84 |
95.70 |
95.80 |
-0.02 |
26,216 |
187,091 |
+1,068 |
Jun12 |
111028 |
95.91 |
95.93 |
95.79 |
95.89 |
-0.03 |
15,144 |
116,037 |
+485 |
Sep12 |
111028 |
95.84 |
95.91 |
95.76 |
95.84 |
-0.04 |
10,488 |
81,514 |
+2,702 |
Dec12 |
111028 |
95.81 |
95.81 |
95.67 |
95.76 |
-0.03 |
2,749 |
50,248 |
+806 |
Mar13 |
111028 |
95.71 |
95.72 |
95.61 |
95.67 |
-0.04 |
1,260 |
46,554 |
+68 |
Jun13 |
111028 |
95.64 |
95.65 |
95.53 |
95.59 |
-0.05 |
1,818 |
32,432 |
+761 |
Sep13 |
111028 |
95.54 |
95.55 |
95.44 |
95.50 |
-0.05 |
408 |
15,384 |
+281 |
Dec13 |
111028 |
95.45 |
95.45 |
95.34 |
95.41 |
-0.05 |
201 |
3,415 |
+17 |
Mar14 |
111028 |
95.26 |
95.31 |
95.26 |
95.31 |
-0.05 |
13 |
457 |
+13 |
Total Volume and Open Interest |
89,230 |
757,108 |
+1,538 |
10-Year Aus T-Bonds(SFE) |
Dec11 |
111028 |
95.45 |
95.49 |
95.33 |
95.43 |
-0.05 |
61,492 |
368,020 |
+14,189 |
Mar12 |
111028 |
95.43 |
95.43 |
95.43 |
95.43 |
-0.05 |
|
|
|
Total Volume and Open Interest |
61,492 |
368,020 |
+14,189 |
3-Year Aus T-Bonds(SFE) |
Dec11 |
111028 |
96.09 |
96.12 |
95.95 |
96.04 |
-0.07 |
193,101 |
522,939 |
+22,659 |
Mar12 |
111028 |
96.04 |
96.04 |
96.04 |
96.04 |
-0.07 |
|
|
|
Total Volume and Open Interest |
193,101 |
522,939 |
+22,659 |
Gold(CMX) |
Dec11 |
111028 |
1746.2 |
1754.0 |
1733.0 |
1747.2 |
-0.5 |
156,347 |
265,045 |
-5,697 |
Feb12 |
111028 |
1748.0 |
1755.5 |
1735.8 |
1749.3 |
-0.5 |
8,670 |
57,777 |
+2,570 |
Apr12 |
111028 |
1751.4 |
1756.4 |
1739.5 |
1750.9 |
-0.5 |
728 |
15,254 |
+92 |
Jun12 |
111028 |
1752.9 |
1757.5 |
1739.2 |
1752.6 |
-0.5 |
131 |
18,802 |
+17 |
Aug12 |
111028 |
1753.0 |
1754.3 |
1746.0 |
1754.3 |
-0.6 |
194 |
7,192 |
+7 |
Oct12 |
111028 |
1746.8 |
1756.1 |
1746.8 |
1756.1 |
-0.6 |
532 |
5,638 |
-340 |
Dec12 |
111028 |
1760.6 |
1760.6 |
1746.9 |
1758.1 |
-0.8 |
479 |
16,469 |
-56 |
Feb13 |
111028 |
1760.2 |
1760.2 |
1760.2 |
1760.2 |
-1.0 |
40 |
3,393 |
-9 |
Apr13 |
111028 |
1759.3 |
1762.6 |
1759.3 |
1762.6 |
-1.2 |
36 |
460 |
+26 |
Jun13 |
111028 |
1765.0 |
1765.4 |
1756.5 |
1765.4 |
-1.4 |
236 |
9,028 |
-37 |
Aug13 |
111028 |
1768.5 |
1768.5 |
1768.5 |
1768.5 |
-1.6 |
0 |
45 |
+0 |
Total Volume and Open Interest |
170,729 |
442,334 |
-4,479 |
Silver(CMX) |
Dec11 |
111028 |
3513.0 |
3570.0 |
3471.5 |
3528.8 |
+17.6 |
50,172 |
60,429 |
+1,176 |
Mar12 |
111028 |
3512.5 |
3568.0 |
3480.0 |
3533.3 |
+17.6 |
6,884 |
16,478 |
+2,176 |
May12 |
111028 |
3522.5 |
3539.5 |
3504.5 |
3535.1 |
+17.7 |
597 |
4,096 |
+297 |
Jul12 |
111028 |
3553.0 |
3553.0 |
3513.0 |
3535.8 |
+17.8 |
223 |
2,973 |
+107 |
Sep12 |
111028 |
3524.5 |
3535.8 |
3496.5 |
3535.8 |
+17.8 |
24 |
1,370 |
+12 |
Dec12 |
111028 |
3532.5 |
3563.0 |
3513.0 |
3535.8 |
+17.8 |
224 |
11,703 |
+117 |
Mar13 |
111028 |
3529.7 |
3529.7 |
3529.7 |
3529.7 |
+17.5 |
0 |
787 |
+0 |
Total Volume and Open Interest |
58,498 |
110,911 |
+3,865 |
Platinum(NYMEX) |
Jan12 |
111028 |
1641.9 |
1661.8 |
1628.6 |
1651.8 |
+10.4 |
7,903 |
34,376 |
+235 |
Apr12 |
111028 |
1653.0 |
1660.0 |
1637.7 |
1655.0 |
+10.2 |
110 |
3,143 |
+24 |
Jul12 |
111028 |
1656.5 |
1658.5 |
1638.0 |
1658.5 |
+10.7 |
1 |
40 |
+1 |
Oct12 |
111028 |
1661.5 |
1661.5 |
1661.5 |
1661.5 |
+10.7 |
4 |
42 |
+3 |
Total Volume and Open Interest |
8,025 |
37,611 |
+247 |
Palladium(NYMEX) |
Dec11 |
111028 |
669.05 |
675.00 |
651.00 |
668.35 |
-1.55 |
3,845 |
18,247 |
+262 |
Mar12 |
111028 |
19.04 |
19.04 |
655.00 |
14.54 |
-1.50 |
89 |
837 |
+72 |
Jun12 |
111028 |
15.59 |
15.59 |
15.59 |
15.59 |
-1.50 |
0 |
6 |
+0 |
Total Volume and Open Interest |
3,934 |
19,090 |
+334 |
Copper(CMX) |
Dec11 |
111028 |
370.50 |
375.00 |
361.55 |
370.60 |
+1.40 |
58,937 |
69,561 |
-1,274 |
Mar12 |
111028 |
372.00 |
376.80 |
363.90 |
372.65 |
+1.50 |
8,792 |
36,050 |
+1,116 |
May12 |
111028 |
372.70 |
375.60 |
368.00 |
373.40 |
+1.55 |
1,263 |
10,229 |
+594 |
Jul12 |
111028 |
376.85 |
376.85 |
365.70 |
373.80 |
+1.50 |
207 |
2,651 |
-50 |
Sep12 |
111028 |
372.60 |
374.05 |
372.60 |
374.05 |
+1.50 |
135 |
1,607 |
+37 |
Total Volume and Open Interest |
70,782 |
130,257 |
+867 |
DJIA Index(CBOT) |
Dec11 |
111028 |
12155 |
12194 |
12097 |
12168 |
unch |
1,458 |
15,058 |
+1,027 |
Mar12 |
111028 |
12097 |
12098 |
12097 |
12097 |
-1 |
0 |
200 |
+0 |
Jun12 |
111028 |
12030 |
12031 |
12030 |
12030 |
-1 |
0 |
200 |
+0 |
Sep12 |
111028 |
11967 |
11968 |
11967 |
11967 |
-1 |
|
|
|
Total Volume and Open Interest |
1,458 |
15,458 |
+1,027 |
E-mini DJIA Index(CBOT) |
Dec11 |
111028 |
12170 |
12194 |
12092 |
12168 |
unch |
138,909 |
79,649 |
+21 |
Mar12 |
111028 |
12079 |
12104 |
12010 |
12097 |
-1 |
49 |
146 |
+17 |
Jun12 |
111028 |
11911 |
12030 |
11910 |
12030 |
-1 |
0 |
6 |
+0 |
Sep12 |
111028 |
11967 |
11967 |
11967 |
11967 |
-1 |
0 |
12 |
+0 |
Total Volume and Open Interest |
138,958 |
79,813 |
+38 |
S & P 500(CME) |
Dec11 |
111028 |
1282.20 |
1284.00 |
1273.00 |
1280.90 |
-1.70 |
41,492 |
281,978 |
-8,199 |
Mar12 |
111028 |
1275.00 |
1277.10 |
1268.10 |
1275.00 |
-1.60 |
2,537 |
10,174 |
+2,388 |
Jun12 |
111028 |
1269.80 |
1272.00 |
1263.00 |
1269.80 |
-1.70 |
20 |
1,416 |
+20 |
Sep12 |
111028 |
1263.80 |
1266.00 |
1257.00 |
1263.80 |
-1.70 |
11 |
2 |
-1 |
Total Volume and Open Interest |
44,060 |
293,680 |
-5,792 |
S & P 500 E-Mini(Globex) |
Dec11 |
111028 |
1282.25 |
1284.25 |
1272.75 |
1281.00 |
-1.50 |
3,324,091 |
2,916,640 |
-69,076 |
Mar12 |
111028 |
1276.50 |
1277.50 |
1267.25 |
1275.00 |
-1.50 |
3,814 |
11,060 |
+571 |
Total Volume and Open Interest |
3,327,919 |
2,927,935 |
-68,502 |
NASDAQ 100(CME) |
Dec11 |
111028 |
2395.80 |
2402.00 |
2379.00 |
2396.50 |
+2.70 |
3,924 |
29,160 |
+4,209 |
Mar12 |
111028 |
2392.00 |
2396.00 |
2385.00 |
2392.00 |
+3.00 |
|
|
|
Jun12 |
111028 |
2389.00 |
2393.00 |
2389.00 |
2389.00 |
+3.00 |
|
|
|
Total Volume and Open Interest |
3,924 |
29,160 |
+4,209 |
NASDAQ 100 E-Mini(Globex) |
Dec11 |
111028 |
2393.80 |
2401.80 |
2378.50 |
2396.50 |
+2.70 |
329,377 |
351,880 |
+8,572 |
Mar12 |
111028 |
2384.00 |
2396.50 |
2374.00 |
2392.00 |
+3.00 |
314 |
320 |
+174 |
Total Volume and Open Interest |
329,695 |
352,213 |
+8,749 |
S & P Midcap 400(CME) |
Dec11 |
111028 |
908.90 |
908.90 |
905.00 |
908.90 |
-2.60 |
1,183 |
3,628 |
-906 |
Mar12 |
111028 |
906.90 |
906.90 |
906.90 |
906.90 |
-2.60 |
|
|
|
Jun12 |
111028 |
904.90 |
904.90 |
904.90 |
904.90 |
-2.60 |
|
|
|
Total Volume and Open Interest |
1,183 |
3,628 |
-906 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Dec11 |
111028 |
9060 |
9095 |
9000 |
9070 |
+15 |
10,880 |
28,927 |
+2,597 |
Mar12 |
111028 |
9075 |
9075 |
9060 |
9075 |
+15 |
9 |
17 |
+4 |
Total Volume and Open Interest |
10,889 |
28,944 |
+2,601 |
Nikkei 225(SGX) |
Dec11 |
111028 |
8915 |
9095 |
8895 |
9040 |
+115 |
121,794 |
211,719 |
+5,118 |
Mar12 |
111028 |
9060 |
9060 |
9010 |
9030 |
+115 |
214 |
5,278 |
-46 |
Jun12 |
111028 |
8955 |
8955 |
8955 |
8955 |
+115 |
0 |
18 |
+0 |
Total Volume and Open Interest |
122,085 |
224,406 |
+5,077 |
CAC 40(EURONEXT) |
Nov11 |
111028 |
3390.0 |
3406.5 |
3327.0 |
3342.5 |
-23.0 |
150,484 |
259,079 |
+16,094 |
Dec11 |
111028 |
3388.0 |
3403.0 |
3331.0 |
3341.0 |
-23.0 |
1,136 |
48,405 |
-14 |
Jan12 |
111028 |
3338.0 |
3338.0 |
3338.0 |
3338.0 |
-23.0 |
|
|
|
Total Volume and Open Interest |
151,620 |
307,491 |
+16,080 |
Hang Seng Index(HKFE) |
Oct11 |
111028 |
20120 |
20242 |
20020 |
20072 |
+298 |
117,785 |
32,132 |
-22,539 |
Nov11 |
111028 |
20089 |
20207 |
19933 |
20111 |
+371 |
70,783 |
84,107 |
+25,655 |
Dec11 |
111028 |
20098 |
20184 |
19926 |
20101 |
+380 |
1,181 |
10,452 |
+198 |
Total Volume and Open Interest |
190,459 |
128,382 |
+3,471 |
DAX(EUREX) |
Dec11 |
111028 |
6402.0 |
6440.0 |
6313.5 |
6351.5 |
+20.5 |
207,622 |
160,097 |
+1,656 |
Mar12 |
111028 |
6417.0 |
6453.0 |
6335.0 |
6366.5 |
+20.0 |
1,082 |
7,820 |
+541 |
Jun12 |
111028 |
6444.0 |
6456.0 |
6372.0 |
6389.0 |
+21.0 |
344 |
947 |
+47 |
Total Volume and Open Interest |
209,048 |
168,864 |
+2,244 |
FT-SE 100(EURONEXT) |
Dec11 |
111028 |
5741.00 |
5744.50 |
5656.50 |
5668.00 |
-20.00 |
150,122 |
638,721 |
-3,654 |
Mar12 |
111028 |
5709.00 |
5709.00 |
5633.00 |
5633.50 |
-20.00 |
20 |
1,868 |
+9 |
Jun12 |
111028 |
5596.50 |
5610.00 |
5596.00 |
5597.00 |
-21.00 |
60 |
413 |
-60 |
Total Volume and Open Interest |
150,202 |
641,002 |
-3,705 |
SPI 200(SFE) |
Dec11 |
111028 |
4360.0 |
4435.0 |
4334.0 |
4349.0 |
-9.0 |
46,112 |
207,141 |
+6,745 |
Mar12 |
111028 |
4342.0 |
4387.0 |
4332.0 |
4332.0 |
-7.0 |
208 |
2,558 |
-67 |
Jun12 |
111028 |
4400.0 |
4400.0 |
4344.0 |
4344.0 |
-7.0 |
46 |
1,235 |
+0 |
Total Volume and Open Interest |
47,011 |
213,510 |
+7,014 |
GSCI(CME) |
Nov11 |
111028 |
652.00 |
656.50 |
649.00 |
653.25 |
-6.25 |
274 |
7,799 |
+48 |
Dec11 |
111028 |
655.00 |
655.00 |
650.50 |
655.00 |
-5.75 |
2 |
17 |
+0 |
Jan12 |
111028 |
652.50 |
656.75 |
649.50 |
653.50 |
-5.50 |
|
|
|
Total Volume and Open Interest |
276 |
7,816 |
+48 |
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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