|
MRCI's End of Day Prices |
Daily Futures Price Listing Thu November 03, 2011 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Nov11 |
111103 |
1192.75 |
1223.50 |
1192.75 |
1219.25 |
+25.75 |
21,307 |
9,340 |
-3,302 |
Jan12 |
111103 |
1200.75 |
1231.50 |
1200.75 |
1227.25 |
+24.50 |
101,883 |
243,374 |
+1,610 |
Mar12 |
111103 |
1211.50 |
1240.50 |
1210.50 |
1236.50 |
+24.25 |
17,968 |
83,055 |
-1,568 |
May12 |
111103 |
1220.50 |
1248.75 |
1220.00 |
1245.25 |
+24.25 |
9,640 |
69,483 |
+834 |
Jul12 |
111103 |
1227.75 |
1257.50 |
1227.75 |
1252.75 |
+23.00 |
11,023 |
52,088 |
-417 |
Aug12 |
111103 |
1245.50 |
1251.25 |
1228.25 |
1251.25 |
+23.00 |
22 |
643 |
-2 |
Sep12 |
111103 |
1243.25 |
1243.25 |
1219.50 |
1242.00 |
+22.50 |
1 |
495 |
-1 |
Total Volume and Open Interest |
167,307 |
518,805 |
-3,186 |
Soybean Meal(CBOT) |
Dec11 |
111103 |
310.20 |
317.60 |
310.10 |
314.50 |
+4.00 |
33,627 |
79,834 |
-924 |
Jan12 |
111103 |
312.60 |
319.70 |
312.40 |
316.70 |
+4.10 |
10,682 |
24,141 |
+1,055 |
Mar12 |
111103 |
315.60 |
323.00 |
315.60 |
319.50 |
+3.90 |
2,610 |
23,581 |
-141 |
May12 |
111103 |
317.50 |
325.00 |
317.20 |
321.50 |
+4.00 |
1,183 |
21,543 |
-3 |
Jul12 |
111103 |
320.40 |
328.00 |
319.90 |
324.50 |
+4.10 |
1,888 |
17,112 |
+260 |
Aug12 |
111103 |
326.60 |
327.20 |
320.90 |
325.00 |
+4.10 |
130 |
3,176 |
+27 |
Sep12 |
111103 |
326.90 |
327.30 |
320.20 |
324.60 |
+4.40 |
135 |
3,846 |
+40 |
Oct12 |
111103 |
324.50 |
324.50 |
316.40 |
321.20 |
+4.80 |
37 |
2,654 |
+26 |
Total Volume and Open Interest |
51,119 |
188,866 |
+546 |
Soybean Oil(CBOT) |
Dec11 |
111103 |
50.79 |
52.09 |
50.48 |
52.03 |
+1.18 |
52,852 |
113,372 |
+348 |
Jan12 |
111103 |
51.11 |
52.36 |
50.78 |
52.30 |
+1.17 |
19,123 |
75,063 |
+1,047 |
Mar12 |
111103 |
51.37 |
52.68 |
51.16 |
52.65 |
+1.16 |
7,064 |
45,038 |
+67 |
May12 |
111103 |
51.73 |
53.01 |
51.47 |
53.00 |
+1.15 |
2,414 |
30,313 |
+578 |
Jul12 |
111103 |
52.04 |
53.33 |
51.87 |
53.28 |
+1.13 |
3,721 |
21,714 |
+38 |
Aug12 |
111103 |
52.25 |
53.37 |
51.95 |
53.37 |
+1.12 |
273 |
3,082 |
+88 |
Sep12 |
111103 |
52.34 |
53.45 |
52.00 |
53.45 |
+1.11 |
311 |
3,437 |
-7 |
Oct12 |
111103 |
52.30 |
53.38 |
52.30 |
53.38 |
+1.08 |
39 |
3,717 |
+5 |
Total Volume and Open Interest |
86,906 |
308,260 |
+2,328 |
Canola(WCE) |
Nov11 |
111103 |
527.5 |
529.3 |
527.5 |
529.3 |
+7.7 |
39 |
37 |
-286 |
Jan12 |
111103 |
524.5 |
533.5 |
524.5 |
531.3 |
+6.8 |
5,820 |
106,062 |
+867 |
Mar12 |
111103 |
535.5 |
539.6 |
533.8 |
538.1 |
+6.3 |
1,027 |
24,149 |
+573 |
May12 |
111103 |
541.1 |
543.3 |
536.3 |
542.4 |
+6.7 |
1,199 |
13,370 |
+425 |
Jul12 |
111103 |
544.0 |
549.1 |
544.0 |
547.9 |
+6.2 |
429 |
5,570 |
+109 |
Total Volume and Open Interest |
9,041 |
161,284 |
+1,695 |
Corn(CBOT) |
Dec11 |
111103 |
644.75 |
658.50 |
640.75 |
653.50 |
+8.50 |
211,739 |
494,404 |
-972 |
Mar12 |
111103 |
655.00 |
668.25 |
651.50 |
663.75 |
+7.75 |
87,552 |
315,425 |
+6,634 |
May12 |
111103 |
662.00 |
674.00 |
657.50 |
669.50 |
+7.50 |
20,756 |
91,038 |
+1,176 |
Jul12 |
111103 |
665.50 |
678.00 |
661.75 |
675.25 |
+9.25 |
19,905 |
119,253 |
-67 |
Sep12 |
111103 |
624.50 |
635.00 |
622.50 |
631.75 |
+7.25 |
1,157 |
31,645 |
-166 |
Dec12 |
111103 |
603.50 |
615.25 |
601.00 |
611.25 |
+5.75 |
14,771 |
133,062 |
+1,485 |
Total Volume and Open Interest |
356,984 |
1,231,824 |
+8,504 |
Wheat(CBOT) |
Dec11 |
111103 |
623.50 |
644.25 |
620.00 |
636.00 |
+12.50 |
48,064 |
175,892 |
-1,954 |
Mar12 |
111103 |
658.75 |
677.00 |
655.50 |
668.25 |
+9.25 |
18,479 |
111,495 |
+3,089 |
May12 |
111103 |
680.00 |
696.50 |
677.25 |
688.00 |
+7.75 |
4,970 |
35,215 |
+1,548 |
Jul12 |
111103 |
697.75 |
712.75 |
694.50 |
704.50 |
+6.50 |
5,567 |
66,018 |
+338 |
Sep12 |
111103 |
721.50 |
735.50 |
721.50 |
728.75 |
+6.50 |
2,260 |
7,138 |
+926 |
Total Volume and Open Interest |
82,400 |
433,325 |
+4,701 |
Wheat(KCBT) |
Dec11 |
111103 |
713.50 |
729.75 |
711.75 |
720.00 |
+7.00 |
8,245 |
53,811 |
-497 |
Mar12 |
111103 |
728.25 |
743.50 |
727.00 |
734.50 |
+6.00 |
5,468 |
52,683 |
+662 |
May12 |
111103 |
738.00 |
752.25 |
736.25 |
744.00 |
+6.75 |
1,068 |
9,098 |
+249 |
Jul12 |
111103 |
746.50 |
760.00 |
743.75 |
752.50 |
+7.50 |
1,479 |
34,813 |
+274 |
Sep12 |
111103 |
760.75 |
775.25 |
760.75 |
768.00 |
+8.50 |
153 |
2,973 |
+30 |
Total Volume and Open Interest |
16,594 |
157,620 |
+748 |
Wheat(MGE) |
Dec11 |
111103 |
912.00 |
924.50 |
912.00 |
917.00 |
+6.75 |
620 |
9,464 |
-47 |
Mar12 |
111103 |
865.00 |
876.50 |
862.75 |
868.00 |
+3.50 |
1,535 |
16,864 |
+98 |
May12 |
111103 |
843.00 |
854.50 |
842.50 |
843.50 |
-0.75 |
452 |
5,461 |
+179 |
Jul12 |
111103 |
833.50 |
846.00 |
833.25 |
836.00 |
+0.75 |
336 |
5,875 |
+11 |
Sep12 |
111103 |
817.25 |
824.25 |
811.00 |
813.00 |
-0.50 |
86 |
2,957 |
+23 |
Total Volume and Open Interest |
3,209 |
42,640 |
+325 |
Oats(CBOT) |
Dec11 |
111103 |
335.00 |
337.50 |
330.25 |
332.00 |
-2.50 |
1,906 |
8,608 |
-1,340 |
Mar12 |
111103 |
343.00 |
346.00 |
339.50 |
341.00 |
-2.50 |
1,391 |
7,095 |
+962 |
May12 |
111103 |
350.00 |
352.00 |
347.00 |
347.00 |
-3.00 |
30 |
291 |
+21 |
Jul12 |
111103 |
353.00 |
356.00 |
353.00 |
353.00 |
-3.00 |
4 |
22 |
+0 |
Total Volume and Open Interest |
3,331 |
16,137 |
-357 |
Rough Rice(CBOT) |
Nov11 |
111103 |
16.16 |
16.25 |
15.92 |
15.92 |
-0.22 |
230 |
310 |
-293 |
Jan12 |
111103 |
16.35 |
16.62 |
16.12 |
16.14 |
-0.22 |
714 |
12,409 |
+16 |
Mar12 |
111103 |
16.64 |
16.90 |
16.43 |
16.43 |
-0.22 |
156 |
3,620 |
+44 |
May12 |
111103 |
16.74 |
16.74 |
16.70 |
16.70 |
-0.22 |
0 |
375 |
+0 |
Total Volume and Open Interest |
1,101 |
17,346 |
-233 |
Live Cattle(CME) |
Dec11 |
111103 |
122.250 |
124.850 |
122.035 |
124.500 |
+2.500 |
37,417 |
128,658 |
-7,973 |
Feb12 |
111103 |
124.535 |
126.285 |
124.200 |
126.135 |
+1.655 |
26,817 |
85,190 |
+901 |
Apr12 |
111103 |
128.500 |
129.750 |
128.235 |
129.535 |
+0.985 |
12,974 |
68,518 |
+3,534 |
Jun12 |
111103 |
126.285 |
127.500 |
125.900 |
127.500 |
+0.950 |
5,777 |
31,277 |
+1,049 |
Aug12 |
111103 |
126.535 |
127.300 |
126.300 |
127.300 |
+0.500 |
1,457 |
6,969 |
+227 |
Oct12 |
111103 |
128.600 |
129.800 |
128.200 |
129.800 |
+0.975 |
368 |
2,968 |
+136 |
Total Volume and Open Interest |
85,139 |
325,297 |
-1,961 |
Feeder Cattle(CME) |
Nov11 |
111103 |
142.235 |
142.575 |
141.800 |
142.050 |
-0.250 |
1,769 |
5,834 |
-401 |
Jan12 |
111103 |
147.150 |
147.785 |
146.750 |
147.400 |
-0.100 |
3,510 |
15,394 |
-298 |
Mar12 |
111103 |
148.035 |
148.500 |
147.630 |
148.075 |
-0.160 |
1,178 |
5,610 |
+363 |
Apr12 |
111103 |
149.050 |
149.550 |
149.050 |
149.500 |
+0.050 |
546 |
1,701 |
+170 |
May12 |
111103 |
149.100 |
149.800 |
149.000 |
149.785 |
+0.405 |
402 |
1,667 |
+133 |
Aug12 |
111103 |
149.700 |
150.400 |
149.700 |
150.350 |
+0.150 |
359 |
1,818 |
+216 |
Sep12 |
111103 |
149.850 |
150.050 |
149.800 |
149.900 |
unch |
56 |
167 |
+35 |
Total Volume and Open Interest |
7,827 |
32,196 |
+223 |
Lean Hogs(CME) |
Dec11 |
111103 |
86.785 |
87.300 |
85.785 |
86.600 |
-0.285 |
17,032 |
91,957 |
-2,326 |
Feb12 |
111103 |
89.730 |
90.135 |
89.035 |
89.750 |
+0.020 |
8,925 |
68,971 |
+619 |
Apr12 |
111103 |
92.680 |
92.930 |
91.980 |
92.550 |
-0.030 |
3,617 |
52,717 |
-63 |
May12 |
111103 |
97.480 |
98.250 |
97.480 |
98.150 |
unch |
133 |
2,063 |
-67 |
Jun12 |
111103 |
99.400 |
99.885 |
98.830 |
99.750 |
+0.270 |
2,430 |
33,637 |
+88 |
Jul12 |
111103 |
98.550 |
99.000 |
97.535 |
98.850 |
+0.450 |
202 |
9,230 |
+51 |
Aug12 |
111103 |
96.600 |
96.950 |
95.750 |
96.750 |
+0.150 |
299 |
10,089 |
+91 |
Oct12 |
111103 |
84.800 |
85.330 |
84.800 |
85.100 |
-0.200 |
51 |
4,787 |
-2 |
Total Volume and Open Interest |
32,793 |
275,395 |
-1,575 |
Class III Milk(CME) |
Nov11 |
111103 |
18.50 |
18.80 |
18.44 |
18.75 |
+0.31 |
92 |
5,440 |
+16 |
Dec11 |
111103 |
17.72 |
18.47 |
17.72 |
18.35 |
+0.63 |
178 |
5,226 |
+119 |
Jan12 |
111103 |
16.89 |
17.38 |
16.89 |
17.23 |
+0.33 |
90 |
2,732 |
+23 |
Feb12 |
111103 |
16.45 |
16.64 |
16.45 |
16.61 |
+0.16 |
29 |
2,449 |
+16 |
Mar12 |
111103 |
16.41 |
16.47 |
16.38 |
16.47 |
+0.04 |
20 |
2,222 |
+14 |
Total Volume and Open Interest |
571 |
34,260 |
+250 |
Cocoa(ICE) |
Dec11 |
111103 |
2634 |
2736 |
2633 |
2720 |
+55 |
14,533 |
65,692 |
-2,925 |
Mar12 |
111103 |
2660 |
2752 |
2654 |
2739 |
+51 |
5,828 |
69,522 |
+2,335 |
May12 |
111103 |
2684 |
2765 |
2680 |
2751 |
+50 |
1,715 |
24,511 |
+1,105 |
Jul12 |
111103 |
2743 |
2765 |
2743 |
2764 |
+50 |
506 |
11,442 |
+116 |
Sep12 |
111103 |
2755 |
2777 |
2739 |
2770 |
+47 |
323 |
11,669 |
+67 |
Dec12 |
111103 |
2758 |
2778 |
2743 |
2777 |
+45 |
407 |
11,013 |
+188 |
Mar13 |
111103 |
2750 |
2800 |
2750 |
2792 |
+48 |
13 |
3,112 |
+12 |
Total Volume and Open Interest |
23,325 |
199,561 |
+898 |
Coffee "C"(ICE) |
Dec11 |
111103 |
223.25 |
230.10 |
223.25 |
226.80 |
+2.80 |
16,412 |
55,687 |
-1,249 |
Mar12 |
111103 |
227.00 |
233.85 |
227.00 |
230.60 |
+2.85 |
8,784 |
36,503 |
+208 |
May12 |
111103 |
229.70 |
235.90 |
229.70 |
232.75 |
+2.90 |
2,737 |
16,613 |
+850 |
Jul12 |
111103 |
231.20 |
236.00 |
231.20 |
234.10 |
+2.90 |
1,523 |
4,501 |
-24 |
Sep12 |
111103 |
234.20 |
234.85 |
234.20 |
234.75 |
+3.10 |
539 |
5,401 |
+194 |
Dec12 |
111103 |
232.00 |
234.45 |
232.00 |
234.45 |
+3.30 |
185 |
2,798 |
-45 |
Total Volume and Open Interest |
30,229 |
122,541 |
-61 |
Orange Juice(ICE) |
Nov11 |
111103 |
190.00 |
190.90 |
189.00 |
190.90 |
+1.90 |
22 |
240 |
-22 |
Jan12 |
111103 |
171.60 |
173.00 |
171.00 |
171.90 |
+0.30 |
940 |
20,095 |
+45 |
Mar12 |
111103 |
166.55 |
167.30 |
165.85 |
166.35 |
-0.20 |
198 |
4,456 |
-8 |
May12 |
111103 |
166.05 |
166.05 |
164.80 |
165.50 |
-0.30 |
43 |
1,610 |
+35 |
Jul12 |
111103 |
166.00 |
166.00 |
166.00 |
166.00 |
-0.30 |
10 |
332 |
+13 |
Sep12 |
111103 |
165.00 |
165.00 |
165.00 |
165.00 |
-0.30 |
0 |
53 |
+0 |
Total Volume and Open Interest |
1,213 |
26,800 |
+63 |
Sugar #11(ICE) |
Mar12 |
111103 |
25.56 |
25.78 |
25.37 |
25.65 |
+0.23 |
38,258 |
235,601 |
-3,933 |
May12 |
111103 |
24.78 |
25.06 |
24.73 |
24.92 |
+0.14 |
8,058 |
85,242 |
+378 |
Jul12 |
111103 |
24.19 |
24.44 |
24.12 |
24.30 |
+0.11 |
5,308 |
72,927 |
-66 |
Oct12 |
111103 |
23.94 |
24.18 |
23.87 |
24.03 |
+0.11 |
2,712 |
43,762 |
-413 |
Mar13 |
111103 |
24.06 |
24.27 |
24.06 |
24.16 |
+0.10 |
1,126 |
30,426 |
-377 |
Total Volume and Open Interest |
56,619 |
498,960 |
-4,061 |
London Cocoa(LCE) |
Dec11 |
111103 |
1652 |
1688 |
1645 |
1682 |
+28 |
6,745 |
77,741 |
+590 |
Mar12 |
111103 |
1677 |
1711 |
1670 |
1706 |
+26 |
5,324 |
58,109 |
+658 |
May12 |
111103 |
1692 |
1726 |
1689 |
1721 |
+27 |
915 |
17,514 |
+241 |
Jul12 |
111103 |
1708 |
1739 |
1705 |
1737 |
+27 |
291 |
19,235 |
+10 |
Sep12 |
111103 |
1718 |
1756 |
1718 |
1751 |
+27 |
1,153 |
14,551 |
+627 |
Dec12 |
111103 |
1758 |
1766 |
1746 |
1761 |
+24 |
492 |
10,987 |
+236 |
Mar13 |
111103 |
1748 |
1779 |
1744 |
1774 |
+24 |
903 |
2,869 |
+503 |
Total Volume and Open Interest |
16,023 |
201,713 |
+3,065 |
London Sugar(LCE) |
Dec11 |
111103 |
680.40 |
689.90 |
679.90 |
681.00 |
+0.70 |
5,067 |
17,697 |
-1,167 |
Mar12 |
111103 |
648.40 |
658.30 |
648.40 |
654.50 |
+5.10 |
3,310 |
19,261 |
+707 |
May12 |
111103 |
639.90 |
646.10 |
639.90 |
641.80 |
+1.90 |
332 |
7,131 |
+0 |
Aug12 |
111103 |
632.80 |
635.10 |
631.90 |
632.80 |
+0.70 |
190 |
4,302 |
+115 |
Oct12 |
111103 |
625.00 |
628.90 |
625.00 |
626.80 |
+1.20 |
79 |
2,513 |
+22 |
Total Volume and Open Interest |
8,992 |
52,657 |
-321 |
Cotton(ICE) |
Dec11 |
111103 |
98.61 |
99.44 |
97.30 |
98.12 |
-0.22 |
19,695 |
77,029 |
-3,079 |
Mar12 |
111103 |
98.08 |
98.77 |
96.81 |
97.80 |
+0.20 |
10,312 |
57,262 |
+3,434 |
May12 |
111103 |
97.57 |
98.20 |
96.56 |
97.80 |
+0.32 |
1,532 |
11,343 |
+260 |
Jul12 |
111103 |
97.30 |
97.85 |
96.42 |
97.76 |
+0.43 |
1,276 |
13,010 |
+288 |
Oct12 |
111103 |
98.20 |
98.69 |
98.20 |
98.64 |
+0.74 |
0 |
3 |
+0 |
Dec12 |
111103 |
95.00 |
96.50 |
94.80 |
96.43 |
+0.94 |
540 |
5,188 |
+485 |
Total Volume and Open Interest |
33,358 |
164,914 |
+1,389 |
Lumber(CME) |
Nov11 |
111103 |
218.4 |
222.0 |
218.0 |
221.5 |
+1.4 |
324 |
1,326 |
-158 |
Jan12 |
111103 |
233.0 |
234.4 |
230.0 |
233.0 |
-2.4 |
703 |
6,275 |
+108 |
Mar12 |
111103 |
250.0 |
253.2 |
249.1 |
252.5 |
+0.2 |
39 |
1,703 |
-4 |
May12 |
111103 |
264.3 |
264.3 |
264.1 |
264.3 |
+0.2 |
0 |
192 |
+0 |
Total Volume and Open Interest |
1,067 |
9,588 |
-54 |
Crude Oil(NYM) |
Dec11 |
111103 |
92.99 |
94.61 |
90.87 |
94.07 |
+1.56 |
351,343 |
293,877 |
+164 |
Jan12 |
111103 |
92.79 |
94.42 |
90.76 |
93.91 |
+1.56 |
88,060 |
195,203 |
+5,146 |
Feb12 |
111103 |
91.96 |
94.20 |
90.68 |
93.74 |
+1.55 |
40,928 |
68,951 |
-1,770 |
Mar12 |
111103 |
91.74 |
93.91 |
90.50 |
93.59 |
+1.54 |
40,161 |
70,493 |
-1,261 |
Apr12 |
111103 |
91.53 |
93.72 |
90.42 |
93.46 |
+1.53 |
20,526 |
35,261 |
-1,737 |
May12 |
111103 |
91.43 |
93.45 |
90.61 |
93.35 |
+1.53 |
19,011 |
26,601 |
-290 |
Jun12 |
111103 |
90.48 |
93.49 |
90.12 |
93.23 |
+1.53 |
27,606 |
73,931 |
+943 |
Jul12 |
111103 |
93.10 |
93.37 |
93.02 |
93.09 |
+1.52 |
6,003 |
32,353 |
-863 |
Aug12 |
111103 |
90.11 |
92.94 |
90.11 |
92.94 |
+1.51 |
3,830 |
21,447 |
+402 |
Sep12 |
111103 |
92.33 |
92.80 |
92.29 |
92.80 |
+1.50 |
4,544 |
21,641 |
-391 |
Oct12 |
111103 |
92.71 |
92.71 |
92.71 |
92.71 |
+1.50 |
3,309 |
23,451 |
-59 |
Nov12 |
111103 |
92.47 |
92.74 |
92.34 |
92.65 |
+1.50 |
2,940 |
24,030 |
-685 |
Dec12 |
111103 |
90.01 |
92.95 |
89.89 |
92.61 |
+1.50 |
25,911 |
161,205 |
-584 |
Jan13 |
111103 |
92.42 |
92.42 |
92.42 |
92.42 |
+1.49 |
1,063 |
26,202 |
+85 |
Feb13 |
111103 |
92.21 |
92.21 |
92.21 |
92.21 |
+1.47 |
423 |
10,357 |
-99 |
Mar13 |
111103 |
92.03 |
92.03 |
92.03 |
92.03 |
+1.45 |
12 |
8,799 |
+0 |
Total Volume and Open Interest |
648,158 |
1,345,024 |
+540 |
e-miNY Crude Oil(NYM) |
Nov11 |
111019 |
88.200 |
89.500 |
86.100 |
86.100 |
-2.250 |
6,633 |
2,825 |
+151 |
Dec11 |
111103 |
93.050 |
94.600 |
90.875 |
94.075 |
+1.575 |
14,731 |
3,277 |
+439 |
Jan12 |
111103 |
92.800 |
94.300 |
90.850 |
93.900 |
+1.550 |
349 |
340 |
-16 |
Feb12 |
111103 |
90.750 |
94.100 |
90.750 |
93.750 |
+1.550 |
44 |
129 |
+3 |
Mar12 |
111103 |
90.950 |
93.600 |
90.950 |
93.600 |
+1.550 |
99 |
113 |
+98 |
Apr12 |
111103 |
93.450 |
93.450 |
93.450 |
93.450 |
+1.525 |
1 |
23 |
+1 |
May12 |
111103 |
93.350 |
93.350 |
93.350 |
93.350 |
+1.525 |
0 |
7 |
+0 |
Jun12 |
111103 |
93.225 |
93.225 |
93.225 |
93.225 |
+1.525 |
16 |
11 |
-4 |
Jul12 |
111103 |
93.100 |
93.100 |
93.100 |
93.100 |
+1.525 |
0 |
4 |
+0 |
Aug12 |
111103 |
92.950 |
92.950 |
92.950 |
92.950 |
+1.525 |
0 |
1 |
+0 |
Total Volume and Open Interest |
15,240 |
4,132 |
+521 |
Heating Oil(NYM) |
Dec11 |
111103 |
301.38 |
305.36 |
297.50 |
303.81 |
+3.74 |
66,828 |
97,156 |
+510 |
Jan12 |
111103 |
301.76 |
305.09 |
297.66 |
303.69 |
+3.66 |
22,394 |
53,325 |
+847 |
Feb12 |
111103 |
297.75 |
303.87 |
296.57 |
302.60 |
+3.74 |
10,989 |
30,091 |
+1,551 |
Mar12 |
111103 |
295.94 |
302.41 |
294.52 |
301.02 |
+3.90 |
6,590 |
23,365 |
+233 |
Apr12 |
111103 |
296.69 |
297.97 |
295.58 |
297.69 |
+3.89 |
2,706 |
11,420 |
+455 |
May12 |
111103 |
293.01 |
294.77 |
290.55 |
294.27 |
+3.85 |
1,326 |
8,667 |
-95 |
Jun12 |
111103 |
287.40 |
293.52 |
287.40 |
292.30 |
+3.78 |
6,410 |
35,170 |
-465 |
Jul12 |
111103 |
287.93 |
292.10 |
287.93 |
292.10 |
+3.78 |
1,179 |
7,263 |
-440 |
Aug12 |
111103 |
290.21 |
292.30 |
290.21 |
292.30 |
+3.83 |
172 |
4,152 |
+20 |
Sep12 |
111103 |
292.55 |
292.70 |
289.30 |
292.70 |
+3.88 |
968 |
4,677 |
+133 |
Oct12 |
111103 |
293.42 |
293.52 |
291.51 |
293.52 |
+3.93 |
223 |
1,924 |
+31 |
Nov12 |
111103 |
292.00 |
294.32 |
292.00 |
294.32 |
+3.95 |
167 |
1,376 |
+51 |
Total Volume and Open Interest |
122,746 |
295,632 |
+3,967 |
Gasoline(NYMEX) |
Dec11 |
111103 |
263.25 |
265.43 |
259.00 |
264.18 |
+1.46 |
50,362 |
90,628 |
-2,583 |
Jan12 |
111103 |
262.29 |
263.67 |
257.21 |
262.66 |
+1.84 |
26,761 |
41,868 |
-811 |
Feb12 |
111103 |
259.50 |
263.01 |
257.89 |
262.11 |
+2.08 |
13,057 |
21,345 |
+822 |
Mar12 |
111103 |
257.93 |
263.18 |
257.14 |
262.54 |
+2.37 |
10,347 |
24,117 |
-224 |
Apr12 |
111103 |
276.26 |
276.27 |
272.18 |
275.73 |
+2.38 |
6,599 |
21,608 |
-15 |
May12 |
111103 |
275.11 |
275.11 |
271.74 |
275.03 |
+2.48 |
4,247 |
11,637 |
-116 |
Jun12 |
111103 |
268.40 |
273.74 |
268.40 |
273.08 |
+2.57 |
5,189 |
19,612 |
+67 |
Jul12 |
111103 |
270.89 |
270.89 |
270.89 |
270.89 |
+2.67 |
1,164 |
5,840 |
-81 |
Aug12 |
111103 |
268.54 |
268.54 |
268.54 |
268.54 |
+2.74 |
639 |
5,562 |
+178 |
Sep12 |
111103 |
266.09 |
266.09 |
266.09 |
266.09 |
+2.75 |
424 |
6,029 |
+147 |
Total Volume and Open Interest |
119,976 |
266,755 |
-2,466 |
e-miNY RBOB Gasoline(NYM) |
Dec11 |
111103 |
264.20 |
264.20 |
264.18 |
264.20 |
+1.50 |
1 |
1 |
+1 |
Jan12 |
111103 |
262.70 |
262.70 |
262.66 |
262.70 |
+1.90 |
0 |
1 |
+0 |
Feb12 |
111103 |
262.10 |
262.11 |
262.10 |
262.10 |
+2.10 |
0 |
1 |
+0 |
Mar12 |
111103 |
262.50 |
262.54 |
262.50 |
262.50 |
+2.30 |
|
|
|
Total Volume and Open Interest |
1 |
3 |
+1 |
Natural Gas(NYM) |
Dec11 |
111103 |
3.760 |
3.863 |
3.741 |
3.778 |
+0.029 |
142,825 |
154,035 |
+7,498 |
Jan12 |
111103 |
3.890 |
3.977 |
3.874 |
3.901 |
+0.019 |
57,873 |
243,326 |
+542 |
Feb12 |
111103 |
3.908 |
3.981 |
3.882 |
3.909 |
+0.016 |
25,013 |
80,970 |
-1,042 |
Mar12 |
111103 |
3.885 |
3.954 |
3.856 |
3.882 |
+0.015 |
18,559 |
93,918 |
+161 |
Apr12 |
111103 |
3.881 |
3.944 |
3.850 |
3.879 |
+0.017 |
23,620 |
91,249 |
+1,266 |
May12 |
111103 |
3.935 |
3.972 |
3.896 |
3.913 |
+0.016 |
8,257 |
34,068 |
+380 |
Jun12 |
111103 |
3.959 |
4.021 |
3.945 |
3.953 |
+0.014 |
2,351 |
16,578 |
+21 |
Jul12 |
111103 |
4.014 |
4.060 |
3.982 |
3.999 |
+0.013 |
1,589 |
19,250 |
+9 |
Aug12 |
111103 |
4.020 |
4.080 |
4.000 |
4.024 |
+0.013 |
1,193 |
13,232 |
-13 |
Sep12 |
111103 |
4.056 |
4.086 |
4.000 |
4.026 |
+0.013 |
1,438 |
10,383 |
-106 |
Oct12 |
111103 |
4.076 |
4.127 |
4.050 |
4.065 |
+0.012 |
7,098 |
51,144 |
+145 |
Nov12 |
111103 |
4.221 |
4.263 |
4.191 |
4.203 |
+0.010 |
1,991 |
14,009 |
+196 |
Dec12 |
111103 |
4.481 |
4.510 |
4.453 |
4.464 |
+0.012 |
2,877 |
18,790 |
+478 |
Jan13 |
111103 |
4.602 |
4.650 |
4.575 |
4.592 |
+0.008 |
3,821 |
27,540 |
+1,668 |
Feb13 |
111103 |
4.585 |
4.634 |
4.569 |
4.579 |
+0.008 |
85 |
5,363 |
+15 |
Mar13 |
111103 |
4.520 |
4.573 |
4.519 |
4.527 |
+0.009 |
225 |
12,292 |
+79 |
Total Volume and Open Interest |
299,925 |
960,199 |
+11,547 |
Brent Crude Oil(ICE) |
Dec11 |
111103 |
109.65 |
111.24 |
107.83 |
110.83 |
+1.49 |
239,030 |
166,413 |
-16,477 |
Jan12 |
111103 |
108.01 |
109.99 |
106.65 |
109.65 |
+1.50 |
133,134 |
169,238 |
+5,843 |
Feb12 |
111103 |
107.10 |
109.14 |
105.90 |
108.89 |
+1.56 |
71,552 |
85,897 |
-872 |
Mar12 |
111103 |
105.98 |
108.47 |
105.24 |
108.23 |
+1.62 |
50,628 |
83,561 |
+603 |
Apr12 |
111103 |
105.53 |
108.00 |
104.77 |
107.79 |
+1.66 |
18,116 |
32,136 |
-705 |
May12 |
111103 |
105.17 |
107.64 |
104.32 |
107.44 |
+1.69 |
11,767 |
18,531 |
-643 |
Jun12 |
111103 |
104.81 |
107.34 |
103.97 |
107.09 |
+1.70 |
27,500 |
54,994 |
+1,979 |
Jul12 |
111103 |
104.47 |
106.97 |
104.47 |
106.73 |
+1.70 |
2,963 |
16,918 |
-172 |
Aug12 |
111103 |
104.30 |
106.59 |
104.30 |
106.36 |
+1.69 |
2,039 |
17,178 |
-169 |
Sep12 |
111103 |
105.37 |
105.94 |
105.32 |
105.94 |
+1.70 |
2,926 |
20,317 |
+567 |
Oct12 |
111103 |
105.55 |
105.55 |
105.55 |
105.55 |
+1.70 |
967 |
11,165 |
-137 |
Nov12 |
111103 |
105.17 |
105.17 |
105.17 |
105.17 |
+1.67 |
1,315 |
13,845 |
+193 |
Dec12 |
111103 |
102.65 |
105.01 |
101.85 |
104.79 |
+1.66 |
26,166 |
99,667 |
+2,212 |
Jan13 |
111103 |
104.50 |
104.50 |
104.50 |
104.50 |
+1.66 |
136 |
8,390 |
+136 |
Total Volume and Open Interest |
603,153 |
948,129 |
-4,539 |
Gas Oil(ICE) |
Nov11 |
111103 |
947.75 |
961.25 |
940.00 |
956.00 |
-5.25 |
45,867 |
93,162 |
-9,279 |
Dec11 |
111103 |
935.00 |
950.00 |
927.25 |
944.50 |
-3.75 |
103,506 |
127,195 |
+349 |
Jan12 |
111103 |
926.50 |
944.50 |
921.00 |
939.00 |
-2.50 |
34,476 |
67,988 |
-1,528 |
Feb12 |
111103 |
919.75 |
939.25 |
915.25 |
933.75 |
-1.50 |
12,334 |
48,150 |
-8 |
Mar12 |
111103 |
914.50 |
934.25 |
910.00 |
928.75 |
-0.75 |
8,459 |
29,641 |
+123 |
Apr12 |
111103 |
908.50 |
928.75 |
905.00 |
924.00 |
+0.25 |
5,176 |
20,795 |
+669 |
May12 |
111103 |
904.00 |
924.50 |
902.25 |
920.00 |
+1.00 |
3,765 |
20,180 |
+141 |
Jun12 |
111103 |
902.00 |
923.75 |
899.50 |
918.50 |
+1.75 |
9,288 |
47,422 |
-455 |
Jul12 |
111103 |
901.25 |
922.75 |
901.00 |
919.50 |
+2.00 |
1,491 |
15,178 |
-162 |
Aug12 |
111103 |
902.00 |
923.50 |
902.00 |
920.25 |
+2.00 |
1,036 |
10,926 |
+181 |
Total Volume and Open Interest |
235,736 |
574,593 |
-8,980 |
Ethanol(CBOT) |
Nov11 |
111103 |
2.806 |
2.845 |
2.790 |
2.790 |
+0.004 |
130 |
244 |
-76 |
Dec11 |
111103 |
2.691 |
2.706 |
2.675 |
2.691 |
+0.027 |
372 |
1,265 |
-108 |
Jan12 |
111103 |
2.479 |
2.512 |
2.479 |
2.490 |
+0.011 |
256 |
1,678 |
+4 |
Feb12 |
111103 |
2.426 |
2.426 |
2.406 |
2.407 |
+0.014 |
89 |
1,130 |
+41 |
Mar12 |
111103 |
2.415 |
2.435 |
2.415 |
2.415 |
+0.021 |
80 |
1,002 |
+48 |
Apr12 |
111103 |
2.445 |
2.445 |
2.422 |
2.422 |
+0.021 |
111 |
676 |
+68 |
May12 |
111103 |
2.433 |
2.440 |
2.433 |
2.440 |
+0.023 |
1 |
627 |
+0 |
Jun12 |
111103 |
2.450 |
2.450 |
2.450 |
2.450 |
+0.021 |
27 |
529 |
+20 |
Total Volume and Open Interest |
1,171 |
10,689 |
+31 |
WTI Crude Oil(ICE) |
Dec11 |
111103 |
92.23 |
94.61 |
90.89 |
94.07 |
+1.56 |
103,882 |
102,367 |
-2,813 |
Jan12 |
111103 |
91.66 |
94.40 |
91.04 |
93.91 |
+1.56 |
29,558 |
50,069 |
+1,317 |
Feb12 |
111103 |
91.43 |
94.20 |
90.89 |
93.74 |
+1.55 |
13,189 |
30,430 |
+1,399 |
Mar12 |
111103 |
92.45 |
93.78 |
92.09 |
93.59 |
+1.54 |
8,271 |
18,587 |
-373 |
Apr12 |
111103 |
92.60 |
93.50 |
92.55 |
93.46 |
+1.53 |
2,975 |
9,441 |
+66 |
May12 |
111103 |
92.47 |
93.35 |
92.41 |
93.35 |
+1.53 |
5,064 |
8,499 |
+1,335 |
Jun12 |
111103 |
92.01 |
93.50 |
92.01 |
93.23 |
+1.53 |
7,354 |
40,413 |
-161 |
Jul12 |
111103 |
92.42 |
93.19 |
92.42 |
93.09 |
+1.52 |
1,284 |
7,213 |
+118 |
Aug12 |
111103 |
92.29 |
93.06 |
92.29 |
92.94 |
+1.51 |
1,053 |
4,418 |
-209 |
Sep12 |
111103 |
92.80 |
92.80 |
92.80 |
92.80 |
+1.50 |
889 |
8,042 |
+150 |
Oct12 |
111103 |
92.71 |
92.71 |
92.71 |
92.71 |
+1.50 |
584 |
2,501 |
+22 |
Nov12 |
111103 |
92.65 |
92.65 |
92.65 |
92.65 |
+1.50 |
389 |
2,977 |
-5 |
Dec12 |
111103 |
90.21 |
92.88 |
90.05 |
92.61 |
+1.50 |
7,662 |
53,960 |
+336 |
Jan13 |
111103 |
92.42 |
92.42 |
92.42 |
92.42 |
+1.49 |
112 |
2,068 |
+100 |
Feb13 |
111103 |
92.21 |
92.21 |
92.21 |
92.21 |
+1.47 |
0 |
603 |
+0 |
Mar13 |
111103 |
92.03 |
92.03 |
92.03 |
92.03 |
+1.45 |
0 |
1,476 |
+0 |
Total Volume and Open Interest |
184,238 |
437,022 |
+1,205 |
US Dollar Index(ICE) |
Dec11 |
111103 |
77.505 |
77.680 |
76.750 |
76.855 |
-0.325 |
37,570 |
63,064 |
+63,064 |
Mar12 |
111103 |
77.875 |
77.875 |
77.160 |
77.255 |
-0.325 |
6 |
575 |
+575 |
Jun12 |
111103 |
77.715 |
77.715 |
77.715 |
77.715 |
-0.325 |
|
|
|
Total Volume and Open Interest |
37,576 |
63,639 |
-967 |
Australian Dollar(CME) |
Dec11 |
111103 |
102.80 |
103.93 |
101.50 |
103.62 |
+0.80 |
193,507 |
138,346 |
+7,129 |
Mar12 |
111103 |
101.05 |
102.90 |
100.45 |
102.60 |
+0.80 |
367 |
559 |
+190 |
Jun12 |
111103 |
101.72 |
101.72 |
100.93 |
101.72 |
+0.79 |
0 |
19 |
+0 |
Total Volume and Open Interest |
193,874 |
139,057 |
+7,319 |
British Pound(CME) |
Dec11 |
111103 |
159.33 |
160.55 |
158.67 |
160.31 |
+0.76 |
128,152 |
169,220 |
+2,391 |
Mar12 |
111103 |
158.93 |
160.16 |
158.73 |
160.16 |
+0.76 |
23 |
238 |
+4 |
Jun12 |
111103 |
160.00 |
160.00 |
159.23 |
160.00 |
+0.77 |
0 |
3 |
+0 |
Total Volume and Open Interest |
128,175 |
169,466 |
+2,395 |
Canadian Dollar(CME) |
Dec11 |
111103 |
98.63 |
99.35 |
97.77 |
99.11 |
+0.61 |
121,183 |
115,027 |
+1,311 |
Mar12 |
111103 |
97.95 |
99.11 |
97.65 |
98.92 |
+0.60 |
654 |
3,252 |
+42 |
Jun12 |
111103 |
98.65 |
98.80 |
98.19 |
98.79 |
+0.60 |
24 |
778 |
-2 |
Sep12 |
111103 |
98.66 |
98.66 |
98.06 |
98.66 |
+0.60 |
1 |
654 |
+0 |
Total Volume and Open Interest |
121,879 |
119,841 |
+1,366 |
Japanese Yen(CME) |
Dec11 |
111103 |
128.17 |
128.49 |
128.04 |
128.19 |
-0.03 |
108,838 |
137,187 |
-5,030 |
Mar12 |
111103 |
128.40 |
128.63 |
128.40 |
128.44 |
-0.02 |
404 |
831 |
+132 |
Jun12 |
111103 |
128.69 |
128.72 |
128.69 |
128.69 |
-0.03 |
2 |
23 |
-2 |
Total Volume and Open Interest |
109,244 |
138,045 |
-4,900 |
Swiss Franc(CME) |
Dec11 |
111103 |
113.22 |
114.24 |
112.50 |
113.99 |
+0.64 |
30,478 |
22,969 |
-990 |
Mar12 |
111103 |
113.28 |
114.27 |
113.25 |
114.27 |
+0.64 |
32 |
629 |
-2 |
Jun12 |
111103 |
114.59 |
114.59 |
113.93 |
114.59 |
+0.66 |
1 |
5 |
+0 |
Total Volume and Open Interest |
30,511 |
23,607 |
-992 |
EuroFX(CME) |
Dec11 |
111103 |
137.41 |
138.54 |
136.52 |
138.30 |
+0.73 |
432,717 |
227,248 |
+7,039 |
Mar12 |
111103 |
137.02 |
138.52 |
136.64 |
138.32 |
+0.74 |
1,543 |
3,100 |
+635 |
Jun12 |
111103 |
138.16 |
138.35 |
137.60 |
138.35 |
+0.75 |
2 |
866 |
+0 |
Total Volume and Open Interest |
434,262 |
231,229 |
+7,674 |
Mexican Peso(CME) |
Nov11 |
111103 |
745.5 |
745.5 |
738.8 |
745.5 |
+6.8 |
|
|
|
Dec11 |
111103 |
736.5 |
748.2 |
729.0 |
743.5 |
+6.8 |
58,859 |
105,548 |
+5,479 |
Total Volume and Open Interest |
58,904 |
105,956 |
+5,524 |
Brazilian Real(CME) |
Dec11 |
111103 |
571.40 |
573.70 |
570.00 |
571.50 |
+2.00 |
990 |
5,123 |
-69 |
Jan12 |
111103 |
568.10 |
568.10 |
568.10 |
568.10 |
+2.00 |
0 |
10,149 |
+0 |
Feb12 |
111103 |
564.65 |
564.65 |
564.65 |
564.65 |
+2.00 |
|
|
|
Mar12 |
111103 |
561.25 |
561.25 |
561.25 |
561.25 |
+2.00 |
|
|
|
Total Volume and Open Interest |
990 |
30,593 |
-69 |
30-Year T-Bonds(CBOT) |
Dec11 |
111103 |
142~040 |
143~040 |
140~160 |
140~220 |
-1~020 |
542,756 |
618,254 |
+14,462 |
Mar12 |
111103 |
141~310 |
142~230 |
140~020 |
140~080 |
-1~030 |
1,178 |
4,115 |
+186 |
Jun12 |
111103 |
139~060 |
140~090 |
139~060 |
139~060 |
-1~030 |
0 |
5 |
+0 |
Total Volume and Open Interest |
543,934 |
622,374 |
+14,648 |
10-Year T-Notes(CBOT) |
Dec11 |
111103 |
130~130 |
130~290 |
129~260 |
130~015 |
-0~085 |
1,749,685 |
1,442,120 |
-17,071 |
Mar12 |
111103 |
129~280 |
130~025 |
129~025 |
129~085 |
-0~090 |
2,023 |
11,421 |
+693 |
Jun12 |
111103 |
128~085 |
128~175 |
128~085 |
128~085 |
-0~090 |
|
|
|
Total Volume and Open Interest |
1,751,708 |
1,453,541 |
-16,378 |
5-Year T-Notes(CBOT) |
Dec11 |
111103 |
123~019 |
123~041 |
122~114 |
122~127 |
-0~014 |
805,189 |
1,215,199 |
+22,126 |
Mar12 |
111103 |
122~116 |
122~116 |
122~066 |
122~072 |
-0~017 |
3,598 |
6,632 |
+481 |
Jun12 |
111103 |
121~096 |
121~113 |
121~096 |
121~096 |
-0~017 |
|
|
|
Total Volume and Open Interest |
808,787 |
1,221,831 |
+22,607 |
2 Year T-Notes(CBOT) |
Dec11 |
111103 |
110~028 |
110~033 |
110~024 |
110~025 |
-0~002 |
325,150 |
703,740 |
-6,807 |
Mar12 |
111103 |
110~025 |
110~027 |
110~024 |
110~025 |
-0~002 |
10,961 |
8,679 |
+2,638 |
Jun12 |
111103 |
109~117 |
109~119 |
109~117 |
109~117 |
-0~002 |
|
|
|
Total Volume and Open Interest |
336,111 |
712,419 |
-4,169 |
Eurodollars(CME) |
Dec11 |
111103 |
99.480 |
99.495 |
99.460 |
99.475 |
-0.005 |
249,936 |
1,026,554 |
+8,938 |
Mar12 |
111103 |
99.425 |
99.440 |
99.405 |
99.420 |
-0.010 |
241,243 |
922,307 |
+12,700 |
Jun12 |
111103 |
99.425 |
99.440 |
99.405 |
99.425 |
-0.005 |
197,014 |
1,082,949 |
+13,368 |
Sep12 |
111103 |
99.430 |
99.445 |
99.410 |
99.430 |
-0.005 |
197,970 |
753,317 |
+15,928 |
Dec12 |
111103 |
99.425 |
99.440 |
99.410 |
99.425 |
-0.005 |
189,231 |
765,526 |
+12,638 |
Mar13 |
111103 |
99.420 |
99.440 |
99.415 |
99.420 |
-0.010 |
184,601 |
835,420 |
+21,197 |
Jun13 |
111103 |
99.400 |
99.405 |
99.375 |
99.380 |
-0.015 |
144,501 |
557,243 |
+13,365 |
Sep13 |
111103 |
99.335 |
99.345 |
99.305 |
99.315 |
-0.015 |
140,882 |
463,159 |
+3,852 |
Dec13 |
111103 |
99.210 |
99.235 |
99.180 |
99.195 |
-0.015 |
168,831 |
462,784 |
+5,965 |
Mar14 |
111103 |
99.080 |
99.110 |
99.045 |
99.060 |
-0.020 |
114,089 |
319,024 |
-1,793 |
Jun14 |
111103 |
98.915 |
98.950 |
98.875 |
98.890 |
-0.020 |
101,827 |
269,647 |
-934 |
Sep14 |
111103 |
98.735 |
98.775 |
98.690 |
98.705 |
-0.020 |
102,426 |
178,436 |
-2,065 |
Dec14 |
111103 |
98.550 |
98.590 |
98.495 |
98.510 |
-0.020 |
142,176 |
191,144 |
+12,028 |
Mar15 |
111103 |
98.360 |
98.405 |
98.300 |
98.320 |
-0.020 |
47,137 |
126,639 |
+7,822 |
Jun15 |
111103 |
6.420 |
6.470 |
6.355 |
6.375 |
-0.025 |
41,575 |
108,858 |
+6,234 |
Sep15 |
111103 |
6.230 |
6.275 |
6.155 |
6.175 |
-0.030 |
37,008 |
89,800 |
+6,490 |
Dec15 |
111103 |
6.025 |
6.085 |
5.950 |
5.970 |
-0.035 |
30,175 |
55,182 |
+463 |
Mar16 |
111103 |
5.855 |
5.920 |
5.780 |
5.800 |
-0.035 |
23,242 |
51,740 |
+1,822 |
Total Volume and Open Interest |
2,417,538 |
8,490,494 |
+141,490 |
30 Day Federal Funds(CBOT) |
Nov11 |
111103 |
99.915 |
99.920 |
99.915 |
99.920 |
unch |
1,631 |
67,231 |
+73 |
Dec11 |
111103 |
99.915 |
99.920 |
99.915 |
99.920 |
unch |
1,173 |
64,054 |
+547 |
Jan12 |
111103 |
99.910 |
99.910 |
99.900 |
99.910 |
unch |
2,880 |
56,361 |
-259 |
Feb12 |
111103 |
99.905 |
99.905 |
99.895 |
99.900 |
unch |
1,451 |
44,281 |
+53 |
Mar12 |
111103 |
99.895 |
99.895 |
99.885 |
99.895 |
unch |
2,147 |
32,050 |
+377 |
Apr12 |
111103 |
99.890 |
99.895 |
99.885 |
99.890 |
unch |
1,732 |
34,619 |
-551 |
Total Volume and Open Interest |
31,607 |
596,589 |
-57,470 |
30 Day Fed Funds(e-CBOT) |
3-Mth Euro-Yen(CME) |
Dec11 |
111103 |
99.675 |
99.675 |
99.675 |
99.675 |
unch |
0 |
281 |
+0 |
Mar12 |
111103 |
99.673 |
99.673 |
99.673 |
99.673 |
unch |
0 |
300 |
+0 |
Jun12 |
111103 |
99.675 |
99.675 |
99.675 |
99.675 |
unch |
|
|
|
Sep12 |
111103 |
99.673 |
99.673 |
99.673 |
99.673 |
unch |
|
|
|
Dec12 |
111103 |
99.670 |
99.670 |
99.670 |
99.670 |
unch |
|
|
|
Mar13 |
111103 |
99.670 |
99.670 |
99.670 |
99.670 |
unch |
|
|
|
Jun13 |
111103 |
99.625 |
99.625 |
99.625 |
99.625 |
unch |
|
|
|
Sep13 |
111103 |
99.485 |
99.485 |
99.485 |
99.485 |
unch |
|
|
|
Dec13 |
111103 |
99.345 |
99.345 |
99.345 |
99.345 |
unch |
|
|
|
Mar14 |
111103 |
99.205 |
99.205 |
99.205 |
99.205 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
581 |
+0 |
3-Mth Euro-Yen(SGX) |
Dec11 |
111103 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
2 |
2,481 |
+2 |
Mar12 |
111103 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
2,378 |
+0 |
Jun12 |
111103 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
0 |
1,470 |
+0 |
Sep12 |
111103 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
710 |
+0 |
Dec12 |
111103 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
151 |
+0 |
Mar13 |
111103 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
1 |
+0 |
Jun13 |
111103 |
99.62 |
99.62 |
99.62 |
99.62 |
unch |
|
|
|
Sep13 |
111103 |
99.49 |
99.49 |
99.49 |
99.49 |
unch |
|
|
|
Total Volume and Open Interest |
2 |
7,193 |
+2 |
Japanese Gov't Bonds(SGX) |
Dec11 |
111102 |
142.39 |
142.62 |
142.34 |
142.54 |
+0.16 |
3,637 |
19,071 |
-1,110 |
Mar12 |
111102 |
141.95 |
141.95 |
141.95 |
141.95 |
+0.16 |
0 |
5 |
+0 |
Jun12 |
111102 |
139.86 |
139.86 |
139.86 |
139.86 |
+0.16 |
|
|
|
Total Volume and Open Interest |
3,637 |
19,076 |
-1,110 |
Euro-Bund(EUREX) |
Dec11 |
111103 |
138.09 |
138.36 |
136.44 |
136.87 |
-0.70 |
1,042,929 |
886,529 |
+11,430 |
Mar12 |
111103 |
138.72 |
138.75 |
136.77 |
137.15 |
-0.83 |
1,260 |
3,648 |
+320 |
Jun12 |
111103 |
136.69 |
136.69 |
136.69 |
136.69 |
-0.70 |
0 |
18 |
+0 |
Total Volume and Open Interest |
1,044,189 |
890,195 |
+11,750 |
Euro-Bobl(EUREX) |
Dec11 |
111103 |
123.48 |
123.59 |
122.89 |
123.12 |
-0.14 |
546,888 |
717,909 |
+14,813 |
Mar12 |
111103 |
123.90 |
123.90 |
123.43 |
123.43 |
-0.24 |
1,435 |
16,989 |
-1,288 |
Jun12 |
111103 |
123.27 |
123.27 |
123.27 |
123.27 |
-0.14 |
|
|
|
Total Volume and Open Interest |
548,323 |
734,898 |
+13,525 |
3-Mth Euribor(EUREX) |
Dec11 |
111103 |
98.700 |
98.785 |
98.700 |
98.785 |
+0.085 |
998 |
1,930 |
-7 |
Mar12 |
111103 |
98.950 |
98.950 |
98.950 |
98.950 |
+0.055 |
1,483 |
2,118 |
+0 |
Jun12 |
111103 |
98.995 |
98.995 |
98.995 |
98.995 |
+0.045 |
249 |
974 |
+0 |
Total Volume and Open Interest |
4,254 |
8,364 |
+3 |
Long Gilt(LIFFE) |
Dec11 |
111103 |
130~16 |
130~16 |
128~26 |
129~07 |
-0~26 |
158,470 |
306,127 |
+12,664 |
Mar12 |
111103 |
113~31 |
113~31 |
112~23 |
113~01 |
-0~26 |
2,152 |
12,775 |
+1,717 |
Total Volume and Open Interest |
160,622 |
318,902 |
+14,381 |
3-Mth Short Sterling(LIFFE) |
Dec11 |
111103 |
98.92 |
98.95 |
98.92 |
98.92 |
-0.01 |
53,664 |
356,380 |
-928 |
Mar12 |
111103 |
98.91 |
98.93 |
98.89 |
98.90 |
-0.01 |
82,111 |
352,054 |
+2,626 |
Jun12 |
111103 |
98.89 |
98.93 |
98.89 |
98.90 |
-0.01 |
83,777 |
209,853 |
-7,634 |
Sep12 |
111103 |
98.91 |
98.93 |
98.88 |
98.89 |
-0.01 |
89,556 |
233,195 |
+3,859 |
Dec12 |
111103 |
98.87 |
98.89 |
98.85 |
98.86 |
-0.01 |
62,610 |
198,055 |
+11,199 |
Mar13 |
111103 |
98.84 |
98.87 |
98.82 |
98.83 |
-0.01 |
54,279 |
176,750 |
+10,294 |
Total Volume and Open Interest |
549,733 |
1,963,338 |
+39,499 |
3-Mth Euribor(LIFFE) |
Dec11 |
111103 |
98.710 |
98.900 |
98.685 |
98.785 |
+0.085 |
179,557 |
715,498 |
+7,099 |
Mar12 |
111103 |
98.900 |
99.065 |
98.855 |
98.945 |
+0.050 |
157,056 |
553,265 |
+26,562 |
Jun12 |
111103 |
98.960 |
99.115 |
98.900 |
98.990 |
+0.040 |
122,823 |
376,878 |
-1,879 |
Total Volume and Open Interest |
978,959 |
3,437,157 |
+58,394 |
3-Mth Aus T-Bills(SFE) |
Dec11 |
111103 |
95.58 |
95.61 |
95.56 |
95.59 |
unch |
21,700 |
222,503 |
-2,978 |
Mar12 |
111103 |
95.93 |
96.03 |
95.90 |
96.00 |
+0.06 |
14,673 |
185,719 |
-2,708 |
Jun12 |
111103 |
96.07 |
96.18 |
96.05 |
96.15 |
+0.07 |
8,486 |
117,456 |
+1,285 |
Sep12 |
111103 |
96.06 |
96.18 |
96.03 |
96.15 |
+0.07 |
3,826 |
79,631 |
-1,612 |
Dec12 |
111103 |
95.99 |
96.10 |
95.95 |
96.06 |
+0.06 |
2,210 |
50,292 |
+232 |
Mar13 |
111103 |
95.90 |
95.99 |
95.90 |
95.95 |
+0.04 |
547 |
46,325 |
-1 |
Jun13 |
111103 |
95.83 |
95.93 |
95.83 |
95.91 |
+0.08 |
898 |
31,890 |
+585 |
Sep13 |
111103 |
95.74 |
95.91 |
95.74 |
95.84 |
+0.08 |
264 |
14,864 |
-630 |
Dec13 |
111103 |
95.70 |
95.74 |
95.69 |
95.72 |
+0.06 |
1 |
3,637 |
+0 |
Mar14 |
111103 |
95.57 |
95.59 |
95.57 |
95.59 |
+0.04 |
25 |
462 |
+0 |
Total Volume and Open Interest |
52,630 |
752,856 |
-5,827 |
10-Year Aus T-Bonds(SFE) |
Dec11 |
111103 |
95.71 |
95.78 |
95.63 |
95.75 |
+0.03 |
62,536 |
380,429 |
+13,747 |
Mar12 |
111103 |
95.75 |
95.75 |
95.75 |
95.75 |
+0.03 |
|
|
|
Total Volume and Open Interest |
62,536 |
380,429 |
+13,747 |
3-Year Aus T-Bonds(SFE) |
Dec11 |
111103 |
96.32 |
96.42 |
96.28 |
96.39 |
+0.05 |
131,729 |
541,528 |
+22,903 |
Mar12 |
111103 |
96.39 |
96.39 |
96.39 |
96.39 |
+0.05 |
|
|
|
Total Volume and Open Interest |
131,729 |
541,528 |
+22,903 |
Gold(CMX) |
Dec11 |
111103 |
1738.9 |
1769.5 |
1724.0 |
1765.1 |
+35.5 |
174,289 |
257,850 |
-1,459 |
Feb12 |
111103 |
1740.9 |
1771.7 |
1726.4 |
1767.2 |
+35.5 |
7,880 |
63,410 |
+2,652 |
Apr12 |
111103 |
1740.0 |
1773.1 |
1734.0 |
1769.1 |
+35.6 |
1,729 |
15,609 |
+94 |
Jun12 |
111103 |
1742.3 |
1775.0 |
1733.8 |
1771.0 |
+35.6 |
1,322 |
19,223 |
+326 |
Aug12 |
111103 |
1758.9 |
1772.8 |
1758.9 |
1772.7 |
+35.7 |
204 |
7,387 |
+100 |
Oct12 |
111103 |
1774.6 |
1774.6 |
1774.6 |
1774.6 |
+35.7 |
547 |
5,670 |
+288 |
Dec12 |
111103 |
1748.2 |
1780.0 |
1748.2 |
1776.8 |
+35.8 |
336 |
16,617 |
+53 |
Feb13 |
111103 |
1779.0 |
1779.0 |
1779.0 |
1779.0 |
+35.9 |
2 |
3,382 |
+0 |
Apr13 |
111103 |
1781.4 |
1781.4 |
1781.4 |
1781.4 |
+36.0 |
2 |
460 |
+0 |
Jun13 |
111103 |
1784.3 |
1784.3 |
1784.3 |
1784.3 |
+36.1 |
12 |
9,186 |
+11 |
Aug13 |
111103 |
1787.3 |
1787.3 |
1787.3 |
1787.3 |
+36.2 |
0 |
45 |
+0 |
Total Volume and Open Interest |
186,732 |
442,435 |
+1,747 |
Silver(CMX) |
Dec11 |
111103 |
3427.0 |
3490.5 |
3327.0 |
3449.8 |
+55.5 |
51,692 |
56,251 |
-90 |
Mar12 |
111103 |
3436.0 |
3484.0 |
3334.5 |
3454.8 |
+55.6 |
3,111 |
17,730 |
-175 |
May12 |
111103 |
3400.0 |
3457.4 |
3370.0 |
3457.4 |
+55.8 |
1,360 |
3,862 |
-236 |
Jul12 |
111103 |
3459.1 |
3459.1 |
3459.1 |
3459.1 |
+56.1 |
710 |
3,338 |
+155 |
Sep12 |
111103 |
3400.0 |
3460.3 |
3400.0 |
3460.3 |
+56.6 |
486 |
1,570 |
+56 |
Dec12 |
111103 |
3425.0 |
3483.5 |
3425.0 |
3461.5 |
+57.4 |
387 |
11,879 |
-118 |
Mar13 |
111103 |
3455.8 |
3455.8 |
3455.8 |
3455.8 |
+57.4 |
0 |
787 |
+0 |
Total Volume and Open Interest |
57,965 |
108,675 |
-342 |
Platinum(NYMEX) |
Jan12 |
111103 |
1608.5 |
1648.0 |
1587.5 |
1647.0 |
+45.7 |
8,304 |
34,524 |
+139 |
Apr12 |
111103 |
1598.5 |
1650.2 |
1598.5 |
1650.2 |
+45.7 |
80 |
3,275 |
+12 |
Jul12 |
111103 |
1601.4 |
1653.2 |
1600.3 |
1653.2 |
+45.3 |
35 |
94 |
+1 |
Oct12 |
111103 |
1656.7 |
1656.7 |
1656.7 |
1656.7 |
+45.3 |
1 |
49 |
+0 |
Total Volume and Open Interest |
8,427 |
37,948 |
+147 |
Palladium(NYMEX) |
Dec11 |
111103 |
654.45 |
674.50 |
636.60 |
662.10 |
+13.45 |
3,576 |
17,554 |
-242 |
Mar12 |
111103 |
645.75 |
14.74 |
641.60 |
8.39 |
-641.91 |
372 |
1,107 |
-6 |
Jun12 |
111103 |
9.44 |
9.44 |
9.44 |
9.44 |
-641.91 |
0 |
6 |
+0 |
Total Volume and Open Interest |
3,948 |
18,667 |
-248 |
Copper(CMX) |
Dec11 |
111103 |
358.35 |
360.90 |
347.40 |
358.85 |
+0.75 |
52,924 |
63,681 |
-1,884 |
Mar12 |
111103 |
360.00 |
362.30 |
349.40 |
360.80 |
+0.80 |
5,142 |
36,255 |
-28 |
May12 |
111103 |
354.00 |
362.00 |
354.00 |
361.80 |
+0.85 |
1,830 |
11,047 |
+162 |
Jul12 |
111103 |
359.05 |
362.60 |
359.05 |
362.50 |
+0.80 |
1,242 |
3,546 |
+615 |
Sep12 |
111103 |
362.80 |
362.80 |
362.80 |
362.80 |
+0.80 |
458 |
1,684 |
+61 |
Total Volume and Open Interest |
62,588 |
126,363 |
-1,208 |
DJIA Index(CBOT) |
Dec11 |
111103 |
11756 |
12000 |
11594 |
11976 |
+208 |
1,001 |
14,430 |
-624 |
Mar12 |
111103 |
11905 |
11905 |
11697 |
11905 |
+208 |
0 |
200 |
+0 |
Jun12 |
111103 |
11838 |
11838 |
11630 |
11838 |
+208 |
0 |
200 |
+0 |
Sep12 |
111103 |
11775 |
11775 |
11567 |
11775 |
+208 |
|
|
|
Total Volume and Open Interest |
1,001 |
14,830 |
-624 |
E-mini DJIA Index(CBOT) |
Dec11 |
111103 |
11766 |
12008 |
11592 |
11976 |
+208 |
185,319 |
83,720 |
+1,135 |
Mar12 |
111103 |
11635 |
11934 |
11552 |
11905 |
+208 |
14 |
170 |
+3 |
Jun12 |
111103 |
11502 |
11838 |
11484 |
11838 |
+208 |
0 |
5 |
+0 |
Sep12 |
111103 |
11775 |
11775 |
11775 |
11775 |
+208 |
2 |
14 |
+2 |
Total Volume and Open Interest |
185,335 |
83,909 |
+1,140 |
S & P 500(CME) |
Dec11 |
111103 |
1235.00 |
1259.50 |
1213.50 |
1255.70 |
+21.50 |
24,540 |
277,088 |
-510 |
Mar12 |
111103 |
1249.70 |
1253.20 |
1225.20 |
1249.70 |
+21.50 |
1 |
11,528 |
-26 |
Jun12 |
111103 |
1244.50 |
1248.00 |
1220.00 |
1244.50 |
+21.50 |
0 |
1,396 |
-9 |
Sep12 |
111103 |
1238.50 |
1242.00 |
1214.00 |
1238.50 |
+21.50 |
0 |
2 |
+0 |
Total Volume and Open Interest |
24,541 |
290,124 |
-545 |
S & P 500 E-Mini(Globex) |
Dec11 |
111103 |
1234.25 |
1259.75 |
1213.50 |
1255.75 |
+21.50 |
3,666,184 |
2,872,959 |
+33,814 |
Mar12 |
111103 |
1228.50 |
1253.50 |
1209.00 |
1249.75 |
+21.50 |
2,662 |
12,769 |
+169 |
Total Volume and Open Interest |
3,668,859 |
2,885,919 |
+33,930 |
NASDAQ 100(CME) |
Dec11 |
111103 |
2319.00 |
2368.00 |
2279.30 |
2361.00 |
+46.50 |
986 |
30,410 |
-1,615 |
Mar12 |
111103 |
2356.30 |
2356.30 |
2355.50 |
2356.30 |
+46.80 |
|
|
|
Jun12 |
111103 |
2353.30 |
2353.30 |
2352.50 |
2353.30 |
+46.80 |
|
|
|
Total Volume and Open Interest |
986 |
30,410 |
-1,615 |
NASDAQ 100 E-Mini(Globex) |
Dec11 |
111103 |
2317.00 |
2366.50 |
2279.00 |
2361.00 |
+46.50 |
445,641 |
339,377 |
-6,530 |
Mar12 |
111103 |
2312.00 |
2356.30 |
2272.00 |
2356.30 |
+46.80 |
36 |
340 |
+9 |
Total Volume and Open Interest |
445,678 |
339,730 |
-6,521 |
S & P Midcap 400(CME) |
Dec11 |
111103 |
893.00 |
893.00 |
893.00 |
893.00 |
+19.30 |
2,168 |
4,996 |
+1,732 |
Mar12 |
111103 |
891.00 |
891.00 |
891.00 |
891.00 |
+19.30 |
|
|
|
Jun12 |
111103 |
889.00 |
889.00 |
889.00 |
889.00 |
+19.30 |
|
|
|
Total Volume and Open Interest |
2,168 |
4,996 |
+1,732 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Dec11 |
111103 |
8730 |
8820 |
8565 |
8795 |
+80 |
11,231 |
28,789 |
-1,366 |
Mar12 |
111103 |
8775 |
8800 |
8755 |
8800 |
+80 |
200 |
17 |
+0 |
Total Volume and Open Interest |
11,431 |
28,806 |
-1,366 |
Nikkei 225(SGX) |
Dec11 |
111102 |
8785 |
8820 |
8640 |
8695 |
-150 |
160,769 |
214,422 |
+1,295 |
Mar12 |
111102 |
8805 |
8805 |
8650 |
8685 |
-150 |
2,520 |
8,034 |
+2,196 |
Jun12 |
111102 |
8610 |
8610 |
8610 |
8610 |
-150 |
0 |
18 |
+0 |
Total Volume and Open Interest |
163,505 |
229,911 |
+3,543 |
CAC 40(EURONEXT) |
Nov11 |
111103 |
3045.0 |
3220.5 |
3008.0 |
3188.5 |
+82.5 |
148,341 |
259,242 |
+4,581 |
Dec11 |
111103 |
3042.0 |
3207.0 |
3011.0 |
3186.5 |
+82.5 |
3,360 |
47,492 |
-306 |
Jan12 |
111103 |
3184.5 |
3184.5 |
3184.5 |
3184.5 |
+83.0 |
|
|
|
Total Volume and Open Interest |
151,702 |
306,742 |
+4,276 |
Hang Seng Index(HKFE) |
Nov11 |
111103 |
19433 |
19516 |
19065 |
19292 |
-471 |
99,231 |
88,398 |
-4,263 |
Dec11 |
111103 |
19417 |
19500 |
19062 |
19280 |
-456 |
1,035 |
10,422 |
-101 |
Total Volume and Open Interest |
100,413 |
100,579 |
-4,335 |
DAX(EUREX) |
Dec11 |
111103 |
5810.0 |
6202.0 |
5794.5 |
6158.0 |
+182.5 |
256,382 |
163,469 |
+9,299 |
Mar12 |
111103 |
5862.0 |
6202.0 |
5820.0 |
6169.5 |
+181.0 |
389 |
7,658 |
-6 |
Jun12 |
111103 |
5868.0 |
6204.0 |
5868.0 |
6188.0 |
+180.0 |
83 |
902 |
-20 |
Total Volume and Open Interest |
256,854 |
172,029 |
+9,273 |
FT-SE 100(EURONEXT) |
Dec11 |
111103 |
5413.50 |
5578.00 |
5377.50 |
5545.50 |
+63.50 |
196,222 |
638,394 |
+7,555 |
Mar12 |
111103 |
5427.00 |
5543.00 |
5427.00 |
5511.00 |
+63.50 |
5 |
1,864 |
+2 |
Jun12 |
111103 |
5390.50 |
5473.00 |
5390.50 |
5473.00 |
+64.00 |
0 |
379 |
+0 |
Total Volume and Open Interest |
196,227 |
640,637 |
+7,557 |
SPI 200(SFE) |
Dec11 |
111103 |
4179.0 |
4217.0 |
4132.0 |
4183.0 |
+14.0 |
48,486 |
216,479 |
+5,896 |
Mar12 |
111103 |
4174.0 |
4174.0 |
4163.0 |
4163.0 |
+13.0 |
193 |
2,621 |
+69 |
Jun12 |
111103 |
4174.0 |
4174.0 |
4174.0 |
4174.0 |
+13.0 |
85 |
1,259 |
+41 |
Total Volume and Open Interest |
49,314 |
223,300 |
+6,218 |
GSCI(CME) |
Nov11 |
111103 |
647.00 |
651.35 |
640.95 |
651.00 |
+10.00 |
346 |
7,809 |
-102 |
Dec11 |
111103 |
648.00 |
652.00 |
641.95 |
652.00 |
+10.00 |
15 |
79 |
+0 |
Jan12 |
111103 |
651.00 |
651.50 |
640.45 |
651.00 |
+10.50 |
|
|
|
Total Volume and Open Interest |
361 |
7,888 |
-102 |
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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